13F-HR 1 sec13f0905.txt SEC13F0905 FORM 13F FORM 13F COVER PAGE Report for the Calendar Year or Quarter Ended: September 30,2005 Check here if Amendment [ ]; Amendment Number: _____________ This Amendment (Check only one): [ ] is a restatement. [ ] adds new holdings entries. Institutional Investment Manager Filing this Report: Name: Jennison Associates LLC Address: 466 Lexington Avenue, New York, NY 10017 Form 13F File Number: 28-74 The institutional investment manager filing this report and the person by whom it is signed hereby represent that the person signing the report is authorized to submit it, that all information contained herein is true, correct and complete, and that it is understood that all required items, statements, schedules, lists, and tables, are considered integral parts of this form. Person Signing this Report on Behalf of Reporting Manager: Name: Stephanie Willis Title: Chief Compliance Officer Phone: 212-421-1000 Signature, Place and Date of Signing: /s/ Stephanie Willis Stephanie Willis Chief Compliance Officer New York, New York November 10,2005 Report Type (Check only one): [X] 13F HOLDINGS REPORT. [ ] 13F NOTICE. [ ] 13F COMBINATION REPORT. 09/30/2005 VALUE SHARES/ SH/ PUT/ INVSTMT -----VOTING AUTHORITY----- NAME OF ISSUER -TITLE OF CLASS- --CUSIP-- x$1000 PRN AMT PRN CALL DSCRETN -MANAGERS- SOLE SHARED NONE D AC MOORE ARTS & CRAFTS INC COMMON 00086T103 5154 268700 SH DEFINED 01 268700 0 0 D ADC TELECOMMUNICATIONS INC COMMON 000886309 9152 400370 SH DEFINED 01 400370 0 0 D AGL RESOURCES INC COMMON 001204106 63213 1703400 SH DEFINED 01 1703400 0 0 D ABBOTT LABORATORIES COMMON 002824100 57821 1363700 SH DEFINED 01 951100 0 412600 D ABGENIX INC COMMON 00339B107 5792 456800 SH DEFINED 01 456800 0 0 D ACTUANT CORP-CL A CL A 00508X203 14550 310900 SH DEFINED 01 310900 0 0 D ACUSPHERE INC COMMON 00511R870 4133 750000 SH DEFINED 01 750000 0 0 D ADMINISTAFF INC. COMMON 007094105 4236 106600 SH DEFINED 01 106600 0 0 D ADOBE SYSTEMS INC COMMON 00724F101 646896 21671567 SH DEFINED 01 16428445 0 5243122 D ADTRAN INC COMMON 00738A106 13249 420600 SH DEFINED 01 420600 0 0 D ADVANCE AUTO PARTS COMMON 00751Y106 17421 450400 SH DEFINED 01 450400 0 0 D AFFILIATED MANAGERS GROUP COMMON 008252108 4642 64100 SH DEFINED 01 64100 0 0 D AGILENT TECHNOLOGIES INC COMMON 00846U101 404619 12354757 SH DEFINED 01 9110557 0 3244200 D AGRIUM INC COMMON 008916108 22194 1010200 SH DEFINED 01 1010200 0 0 D AIRGAS INC COMMON 009363102 13621 459700 SH DEFINED 01 459700 0 0 D AKAMAI TECHNOLOGIES COMMON 00971T101 9066 568400 SH DEFINED 01 568400 0 0 D ALAMOSA HOLDINGS INC COMMON 011589108 42014 2455522 SH DEFINED 01 2455522 0 0 D ALCOA INC COMMON 013817101 22290 912801 SH DEFINED 01 792601 0 120200 D ALLIANCE DATA SYSTEMS CORP COMMON 018581108 51498 1315400 SH DEFINED 01 1237300 0 78100 D ALLTEL CORP COMMON 020039103 86127 1322787 SH DEFINED 01 1322787 0 0 D ALTRIA GROUP INC COMMON 02209S103 202850 2752008 SH DEFINED 01 2661208 0 90800 D AMAZON.COM INC COMMON 023135106 140747 3107000 SH DEFINED 01 2203900 0 903100 D AMERICAN EXPRESS CO COMMON 025816109 928288 16161006 SH DEFINED 01 12399112 0 3761894 D AMERICAN INTERNATIONAL GROUP COMMON 026874107 559413 9028614 SH DEFINED 01 7427064 0 1601550 D AMERICAN PHARMACEUTICAL PART COMMON 02886P109 18634 408100 SH DEFINED 01 408100 0 0 D AMERICAN STATES WATER CO COMMON 029899101 3594 107400 SH DEFINED 01 107400 0 0 D AMERICAN TOWER CORP-CL A CL A 029912201 21049 843651 SH DEFINED 01 843651 0 0 D AMERITRADE HOLDING CORP COMMON 03074K100 13384 623100 SH DEFINED 01 623100 0 0 D AMGEN INC COMMON 031162100 809703 10163218 SH DEFINED 01 7812556 0 2350662 D ANDRX CORP COMMON 034553107 59269 3841137 SH DEFINED 01 3561137 0 280000 D ANSWERTHINK INC COMMON 036916104 6811 1746300 SH DEFINED 01 1746300 0 0 D APACHE CORP COMMON 037411105 108155 1437850 SH DEFINED 01 1330640 0 107210 D APOLLO GROUP INC-CL A CL A 037604105 16093 242400 SH DEFINED 01 206200 0 36200 D APPLE COMPUTER INC COMMON 037833100 660538 12321183 SH DEFINED 01 9459546 0 2861637 D APPLIED MATERIALS INC COMMON 038222105 444646 26217338 SH DEFINED 01 18792862 0 7424476 D AQUA AMERICA INC COMMON 03836W103 10144 266800 SH DEFINED 01 266800 0 0 D AQUILA INC COMMON 03840P102 57412 14498100 SH DEFINED 01 13939500 0 558600 D ARCH COAL INC COMMON 039380100 48512 718700 SH DEFINED 01 718700 0 0 D ARROW ELECTRONICS INC COMMON 042735100 4121 131400 SH DEFINED 01 131400 0 0 D ASPREVA PHARMACEUTICALS CORP COMMON 04538T109 5955 417600 SH DEFINED 01 417600 0 0 D ATHEROGENICS INC COMMON 047439104 19517 1217500 SH DEFINED 01 1217500 0 0 D ATHEROS COMMUNICATIONS COMMON 04743P108 5516 565200 SH DEFINED 01 565200 0 0 D ATMOS ENERGY CORP COMMON 049560105 26306 931200 SH DEFINED 01 931200 0 0 D AVANIR PHARMACEUTICALS-CL A CL A 05348P104 12134 3926999 SH DEFINED 01 3926999 0 0 D AVAYA INC COMMON 053499109 30176 2929639 SH DEFINED 01 2929639 0 0 D AVID TECHNOLOGY INC COMMON 05367P100 32097 775300 SH DEFINED 01 775300 0 0 D AVOCENT CORPORATION COMMON 053893103 13618 430400 SH DEFINED 01 430400 0 0 D AXONYX INC COMMON 05461R101 1725 1500000 SH DEFINED 01 1500000 0 0 D BJ SERVICES CO COMMON 055482103 170803 4745851 SH DEFINED 01 4398251 0 347600 D BANK OF AMERICA CORP COMMON 060505104 49037 1164767 SH DEFINED 01 1164767 0 0 D BANK OF THE OZARKS COMMON 063904106 16331 475700 SH DEFINED 01 475700 0 0 D BANK OF NEW YORK CO INC COMMON 064057102 95660 3252627 SH DEFINED 01 3084427 0 168200 D BILL BARRETT CORP COMMON 06846N104 14728 400000 SH DEFINED 01 400000 0 0 D BARRIER THERAPEUTICS INC COMMON 06850R108 1905 227000 SH DEFINED 01 227000 0 0 D BEA SYSTEMS INC COMMON 073325102 42288 4709087 SH DEFINED 01 4149087 0 560000 D BED BATH & BEYOND INC COMMON 075896100 5183 128986 SH DEFINED 01 88970 0 40016 D BENCHMARK ELECTRONICS INC COMMON 08160H101 9295 308600 SH DEFINED 01 308600 0 0 D BIOMARIN PHARMACEUTICAL INC COMMON 09061G101 10053 1151600 SH DEFINED 01 1151600 0 0 D BLACKBAUD, INC. COMMON 09227Q100 2647 186800 SH DEFINED 01 186800 0 0 D BLOCKBUSTER INC-CL A CL A 093679108 7041 1482200 SH DEFINED 01 1283300 0 198900 D BLOUNT INTERNATIONAL INC COMMON 095180105 6174 350000 SH DEFINED 01 350000 0 0 D BOSTON PRIVATE FINL HOLDING COMMON 101119105 8771 330500 SH DEFINED 01 330500 0 0 D BRIGHT HORIZONS FAMILY SOLUT COMMON 109195107 9600 250000 SH DEFINED 01 250000 0 0 D BROADCOM CORP-CL A CL A 111320107 10067 214600 SH DEFINED 01 214600 0 0 D BROADWING CORP COMMON 11161E101 11871 2379026 SH DEFINED 01 2379026 0 0 D CB RICHARD ELLIS GROUP INC-A CL A 12497T101 15040 305700 SH DEFINED 01 305700 0 0 D CIGNA CORP COMMON 125509109 463371 3931536 SH DEFINED 01 3095418 0 836118 D CLECO CORPORATION COMMON 12561W105 25575 1084600 SH DEFINED 01 1084600 0 0 D CMS ENERGY CORP COMMON 125896100 26406 1605200 SH DEFINED 01 1605200 0 0 D CSX CORP COMMON 126408103 41240 887275 SH DEFINED 01 769675 0 117600 D CABOT CORP COMMON 127055101 15752 477200 SH DEFINED 01 477200 0 0 D CABOT MICROELECTRONICS CORP COMMON 12709P103 11276 383800 SH DEFINED 01 383800 0 0 D CALIFORNIA WATER SERVICE GRP COMMON 130788102 5208 126400 SH DEFINED 01 126400 0 0 D CAPITAL AUTOMOTIVE REIT COMMON 139733109 9701 250600 SH DEFINED 01 250600 0 0 D CAPITAL ONE FINANCIAL CORP COMMON 14040H105 4612 58000 SH DEFINED 01 58000 0 0 D CARBO CERAMICS INC COMMON 140781105 19876 301200 SH DEFINED 01 301200 0 0 D CARDINAL HEALTH INC COMMON 14149Y108 12707 200300 SH DEFINED 01 200300 0 0 D CAREMARK RX INC COMMON 141705103 600037 12017554 SH DEFINED 01 9201036 0 2816518 D CARMIKE CINEMAS INC COMMON 143436400 9142 398500 SH DEFINED 01 398500 0 0 D CASUAL MALE RETAIL GROUP INC COMMON 148711104 6539 950400 SH DEFINED 01 950400 0 0 D CATERPILLAR INC COMMON 149123101 375113 6384900 SH DEFINED 01 6339300 0 45600 D CELGENE CORP COMMON 151020104 29496 543000 SH DEFINED 01 543000 0 0 D CENDANT CORP COMMON 151313103 46996 2276967 SH DEFINED 01 2276967 0 0 D CENTERPOINT ENERGY INC COMMON 15189T107 19657 1321900 SH DEFINED 01 1321900 0 0 D CENTURY ALUMINUM COMPANY COMMON 156431108 13263 590000 SH DEFINED 01 590000 0 0 D CERNER CORP COMMON 156782104 51419 591500 SH DEFINED 01 591500 0 0 D CHECKFREE CORP COMMON 162813109 10325 273000 SH DEFINED 01 273000 0 0 D CHENIERE ENERGY INC COMMON 16411R208 60166 1454700 SH DEFINED 01 1454700 0 0 D CHICO'S FAS INC COMMON 168615102 708644 19256627 SH DEFINED 01 14360760 0 4895867 D CISCO SYSTEMS INC COMMON 17275R102 373651 20839424 SH DEFINED 01 15480424 0 5359000 D CITIGROUP INC COMMON 172967101 117291 2576681 SH DEFINED 01 2576681 0 0 D CITIZENS COMMUNICATIONS COMPAN CL B 17453B101 88065 6499285 SH DEFINED 01 6106585 0 392700 D CITRIX SYSTEMS INC COMMON 177376100 13628 542100 SH DEFINED 01 542100 0 0 D COACH INC COMMON 189754104 428135 13652250 SH DEFINED 01 10139950 0 3512300 D COEUR D'ALENE MINES CORP COMMON 192108108 18555 4386500 SH DEFINED 01 4386500 0 0 D COGENT INC COMMON 19239Y108 44761 1884700 SH DEFINED 01 463300 0 1421400 D COGNOS INC COMMON 19244C109 518 13300 SH DEFINED 01 13300 0 0 D COMMONWEALTH TELEPHONE ENTRP COMMON 203349105 7551 200300 SH DEFINED 01 200300 0 0 D COMMUNITY HEALTH SYSTEMS INC COMMON 203668108 46836 1206800 SH DEFINED 01 1109300 0 97500 D COMPUTER ASSOCIATES INTL INC COMMON 204912109 128714 4628371 SH DEFINED 01 4380171 0 248200 D COMVERSE TECHNOLOGY INC COM PAR $0.01 205862402 17278 657700 SH DEFINED 01 657700 0 0 D CONOR MEDSYSTEMS INC COMMON 208264101 1321 56200 SH DEFINED 01 56200 0 0 D CONSOL ENERGY INC COMMON 20854P109 125198 1641500 SH DEFINED 01 1641500 0 0 D CONSOLIDATED COMM ILLINOIS-A COMMON 209034107 26066 1916600 SH DEFINED 01 1916600 0 0 D CONSTELLATION ENERGY GROUP COMMON 210371100 78873 1280400 SH DEFINED 01 1280400 0 0 D COOPER CAMERON CORP COMMON 216640102 56329 761921 SH DEFINED 01 709821 0 52100 D CORTEX PHARMACEUTICALS INC COMMON 220524300 624 263100 SH DEFINED 01 263100 0 0 D COST PLUS INC/CALIFORNIA COMMON 221485105 12068 664900 SH DEFINED 01 664900 0 0 D COUNTRYWIDE FINANCIAL CORP COMMON 222372104 22120 670698 SH DEFINED 01 670698 0 0 D COVANCE INC COMMON 222816100 22978 478800 SH DEFINED 01 478800 0 0 D CRYSTALLEX INTL CORP COMMON 22942F101 8494 5410100 SH DEFINED 01 5410100 0 0 D CYPRESS BIOSCIENCE INC COMMON 232674507 2769 511800 SH DEFINED 01 511800 0 0 D DPL INC COMMON 233293109 99224 3569200 SH DEFINED 01 3569200 0 0 D DR HORTON INC COMMON 23331A109 7436 205300 SH DEFINED 01 205300 0 0 D DAVITA INC COMMON 23918K108 10776 233900 SH DEFINED 01 233900 0 0 D DEERE & CO COMMON 244199105 25612 418499 SH DEFINED 01 363599 0 54900 D DELL INC COMMON 24702R101 439526 12851608 SH DEFINED 01 9519230 0 3332378 D DENBURY RESOURCES INC COMMON 247916208 26728 529900 SH DEFINED 01 529900 0 0 D DESIGN WITHIN REACH INC COMMON 250557105 4395 486703 SH DEFINED 01 486703 0 0 D DEVRY INC COMMON 251893103 26639 1398400 SH DEFINED 01 1287100 0 111300 D DIGITAL RIVER INC COMMON 25388B104 10580 303600 SH DEFINED 01 303600 0 0 D DIGITAS INC COMMON 25388K104 23606 2078000 SH DEFINED 01 2078000 0 0 D DISCOVERY HOLDING CO-A COMMON 25468Y107 25785 1785639 SH DEFINED 01 1486939 0 298700 D DOMINION RESOURCES INC/VA COMMON 25746U109 51641 599500 SH DEFINED 01 599500 0 0 D DOV PHARMACEUTICAL INC COMMON 259858108 8103 477200 SH DEFINED 01 477200 0 0 D DOVER CORP COMMON 260003108 50622 1241047 SH DEFINED 01 1043547 0 197500 D DRESSER-RAND GROUP, INC. COMMON 261608103 2268 92100 SH DEFINED 01 92100 0 0 D DU PONT (E.I.) DE NEMOURS COMMON 263534109 184232 4703416 SH DEFINED 01 4386616 0 316800 D DUKE ENERGY CORP COMMON 264399106 51237 1756500 SH DEFINED 01 1756500 0 0 D DUN & BRADSTREET CORP COMMON 26483E100 9011 136800 SH DEFINED 01 136800 0 0 D EMC CORP/MASS COMMON 268648102 286296 22124900 SH DEFINED 01 15798900 0 6326000 D ENSCO INTERNATIONAL INC COMMON 26874Q100 1146 24608 SH DEFINED 01 24608 0 0 D EOG RESOURCES INC COMMON 26875P101 147616 1970833 SH DEFINED 01 1893333 0 77500 D EATON VANCE CORP COMMON NON-VTG 278265103 40087 1615082 SH DEFINED 01 1615082 0 0 D EBAY INC COMMON 278642103 1135279 27555328 SH DEFINED 01 20635618 0 6919710 D ECHOSTAR COMMUNICATIONS - A CL A 278762109 27955 945386 SH DEFINED 01 945386 0 0 D EDISON INTERNATIONAL COMMON 281020107 108588 2296700 SH DEFINED 01 2296700 0 0 D EDUCATION MANAGEMENT CORP COMMON 28139T101 69420 2153233 SH DEFINED 01 2052733 0 100500 D ELECTRONIC ARTS INC COMMON 285512109 663828 11668638 SH DEFINED 01 8970763 0 2697875 D ENCORE ACQUISITION CO COMMON 29255W100 15942 410350 SH DEFINED 01 410350 0 0 D ENCYSIVE PHARMACEUTICALS INC COMMON 29256X107 11071 939800 SH DEFINED 01 939800 0 0 D ENDEAVOUR INTERNATIONAL CORP COMMON 29259G101 15053 3010506 SH DEFINED 01 3010506 0 0 D ENGINEERED SUPPORT SYSTEMS COMMON 292866100 19574 476950 SH DEFINED 01 476950 0 0 D ENTERCOM COMMUNICATIONS CORP CL A 293639100 13018 412100 SH DEFINED 01 412100 0 0 D ENTERGY CORP COMMON 29364G103 37844 509200 SH DEFINED 01 509200 0 0 D ENTERPRISE GP HOLDINGS LP COMMON 293716106 23792 682100 SH DEFINED 01 682100 0 0 D ENTRAVISION COMMUNICAT -CL A CL A 29382R107 9176 1166000 SH DEFINED 01 1166000 0 0 D EQUINIX INC COMMON 29444U502 30380 729400 SH DEFINED 01 729400 0 0 D EQUITABLE RESOURCES INC COMMON 294549100 125937 3224200 SH DEFINED 01 3224200 0 0 D EVERGREEN SOLAR INC COMMON 30033R108 11053 1184700 SH DEFINED 01 1184700 0 0 D EXELON CORP COMMON 30161N101 206420 3862665 SH DEFINED 01 3738565 0 124100 D EXPEDIA, INC. COMMON 30212P105 30106 1519726 SH DEFINED 01 1371026 0 148700 D EXPRESS SCRIPTS INC CL A 302182100 25990 417847 SH DEFINED 01 417847 0 0 D EXTREME NETWORKS INC COMMON 30226D106 672 151000 SH DEFINED 01 151000 0 0 D EXXON MOBIL CORP COMMON 30231G102 23885 375900 SH DEFINED 01 375900 0 0 D FPL GROUP INC COMMON 302571104 40712 855300 SH DEFINED 01 855300 0 0 D FTI CONSULTING INC COMMON 302941109 19306 764300 SH DEFINED 01 764300 0 0 D FAIRPOINT COMMUNICATIONS INC COMMON 305560104 14416 985400 SH DEFINED 01 985400 0 0 D FEDERATED DEPARTMENT STORES COMMON 31410H101 498993 7462157 SH DEFINED 01 5815068 0 1647089 D FIFTH THIRD BANCORP COMMON 316773100 285 7753 SH DEFINED 01 7753 0 0 D FIRST NIAGARA FINANCIAL GRP COMMON 33582V108 11140 771500 SH DEFINED 01 771500 0 0 D FISHER SCIENTIFIC INTL INC COM NEW 338032204 7558 121800 SH DEFINED 01 121800 0 0 D FREEPORT-MCMORAN COPPER-B CL B 35671D857 177422 3651422 SH DEFINED 01 3463622 0 187800 D GSI COMMERCE INC COMMON 36238G102 26835 1348500 SH DEFINED 01 1348500 0 0 D GASCO ENERGY INC COMMON 367220100 12835 1930000 SH DEFINED 01 1930000 0 0 D GEMSTAR-TV GUIDE INTL INC COMMON 36866W106 31730 10719523 SH DEFINED 01 8987823 0 1731700 D GENENTECH INC COM NEW 368710406 1105756 13130931 SH DEFINED 01 9926571 0 3204360 D GENERAL ELECTRIC CO COMMON 369604103 1189980 35342441 SH DEFINED 01 27404601 0 7937840 D GENWORTH FINANCIAL INC-CL A CL A 37247D106 29999 930500 SH DEFINED 01 930500 0 0 D GEORGIA-PACIFIC CORP COMMON 373298108 50451 1481255 SH DEFINED 01 1481255 0 0 D GEVITY HR INC COMMON 374393106 17777 652600 SH DEFINED 01 652600 0 0 D GILEAD SCIENCES INC COMMON 375558103 514339 10548399 SH DEFINED 01 8048799 0 2499600 D GILLETTE COMPANY COMMON 375766102 356648 6127976 SH DEFINED 01 4606576 0 1521400 D GLADSTONE CAPITAL CORP COMMON 376535100 4533 201000 SH DEFINED 01 201000 0 0 D GLADSTONE COMMERCIAL CORP COMMON 376536108 9013 539700 SH DEFINED 01 539700 0 0 D GLAMIS GOLD LTD COMMON 376775102 4973 225000 SH DEFINED 01 225000 0 0 D GLOBAL PAYMENTS INC COMMON 37940X102 11487 147800 SH DEFINED 01 147800 0 0 D GOLDCORP INC COMMON 380956409 10974 547600 SH DEFINED 01 547600 0 0 D GOLDEN WEST FINANCIAL CORP COMMON 381317106 3682 62000 SH DEFINED 01 62000 0 0 D GOLDMAN SACHS GROUP INC COMMON 38141G104 392732 3230228 SH DEFINED 01 2399577 0 830651 D GOODRICH PETROLEUM CORP COMMON 382410405 13829 589200 SH DEFINED 01 589200 0 0 D GOOGLE INC-CL A CL A 38259P508 1583652 5004276 SH DEFINED 01 3748366 0 1255910 D GRACO INC COMMON 384109104 17318 505200 SH DEFINED 01 505200 0 0 D GRAFTECH INTERNATIONAL LTD COMMON 384313102 9305 1713700 SH DEFINED 01 1713700 0 0 D GRANT PRIDECO INC COMMON 38821G101 11715 288200 SH DEFINED 01 288200 0 0 D GREY WOLF INC COMMON 397888108 7046 835800 SH DEFINED 01 835800 0 0 D GTECH HOLDINGS CORP COMMON 400518106 151472 4724651 SH DEFINED 01 4452451 0 272200 D GUIDANT CORP COMMON 401698105 32055 465300 SH DEFINED 01 465300 0 0 D HCA INC COMMON 404119109 8166 170400 SH DEFINED 01 170400 0 0 D HALLIBURTON CO COMMON 406216101 283615 4139157 SH DEFINED 01 4118757 0 20400 D HARRIS INTERACTIVE INC COMMON 414549105 6117 1432510 SH DEFINED 01 1432510 0 0 D HEARTLAND EXPRESS INC COMMON 422347104 38943 1914600 SH DEFINED 01 1914600 0 0 D HEWITT ASSOCIATES INC-CL A COMMON 42822Q100 28139 1031480 SH DEFINED 01 985080 0 46400 D HILTON HOTELS CORP COMMON 432848109 3850 172500 SH DEFINED 01 172500 0 0 D HONEYWELL INTERNATIONAL INC COMMON 438516106 188997 5039918 SH DEFINED 01 4875618 0 164300 D HORIZON HEALTH CORP COMMON 44041Y104 10721 394600 SH DEFINED 01 394600 0 0 D HOST MARRIOTT CORP COMMON 44107P104 4862 287700 SH DEFINED 01 287700 0 0 D HOUSTON EXPLORATION CO COMMON 442120101 17714 263400 SH DEFINED 01 263400 0 0 D HUMANA INC COMMON 444859102 2825 59000 SH DEFINED 01 59000 0 0 D HUMAN GENOME SCIENCES INC COMMON 444903108 41878 3081500 SH DEFINED 01 2898300 0 183200 D HUNTSMAN CORP COMMON 447011107 15050 769800 SH DEFINED 01 669400 0 100400 D HYDRIL COMMON 448774109 15938 232200 SH DEFINED 01 232200 0 0 D IDT CORP-CL B CL B 448947309 28856 2367175 SH DEFINED 01 1978775 0 388400 D IAC/INTERACTIVECORP COMMON 44919P300 78782 3107759 SH DEFINED 01 2825609 0 282150 D IMS HEALTH INC COMMON 449934108 8263 328284 SH DEFINED 01 172284 0 156000 D IDENIX PHARMACEUTICALS INC COMMON 45166R204 5038 200700 SH DEFINED 01 200700 0 0 D IDEX CORP COMMON 45167R104 8927 209800 SH DEFINED 01 209800 0 0 D IMAX CORP COMMON 45245E109 8998 862700 SH DEFINED 01 862700 0 0 D IMCLONE SYSTEMS COMMON 45245W109 20851 663000 SH DEFINED 01 663000 0 0 D INAMED CORP COMMON 453235103 15514 205000 SH DEFINED 01 205000 0 0 D INCO LTD COMMON 453258402 98555 2081407 SH DEFINED 01 2081407 0 0 D INFORMATICA CORP COMMON 45666Q102 6741 560800 SH DEFINED 01 560800 0 0 D INHIBITEX INC (PHYSICAL) COMMON 45719T103 3054 300000 SH DEFINED 01 300000 0 0 D INSIGHT ENTERPRISES INC COMMON 45765U103 41958 2255800 SH DEFINED 01 2255800 0 0 D INSITUFORM TECHNOLOGIES-CL A CL A 457667103 4157 240400 SH DEFINED 01 240400 0 0 D INTEGRA LIFESCIENCES HOLDING COMMON 457985208 15733 411200 SH DEFINED 01 411200 0 0 D INTEGRATED DEVICE TECHNOLOGY I COMMON 458118106 21277 1981100 SH DEFINED 01 1981100 0 0 D INTEGRATED SILICON SOLUTION COMMON 45812P107 10156 1209100 SH DEFINED 01 1209100 0 0 D INTEL CORP COMMON 458140100 559563 22700288 SH DEFINED 01 16913176 0 5787112 D INTERLINE BRANDS INC COMMON 458743101 20552 978200 SH DEFINED 01 978200 0 0 D INTERSIL CORP -CL A CL A 46069S109 24010 1102400 SH DEFINED 01 1102400 0 0 D INTUIT INC COMMON 461202103 8958 199900 SH DEFINED 01 199900 0 0 D INVACARE CORP COMMON 461203101 12718 305200 SH DEFINED 01 305200 0 0 D INVITROGEN CORP COMMON 46185R100 3844 51100 SH DEFINED 01 51100 0 0 D IOWA TELECOMMUNICATIONS SERV COMMON 462594201 14391 855600 SH DEFINED 01 855600 0 0 D IRON MOUNTAIN INC COMMON 462846106 36860 1004350 SH DEFINED 01 1004350 0 0 D ISHARES NASDAQ BIOTECH INDX UNIT SER 1 464287556 9417 122300 SH DEFINED 01 122300 0 0 D IVAX CORP COMMON 465823102 17076 647800 SH DEFINED 01 647800 0 0 D JER INVESTORS TRUST INC COMMON 46614H301 3249 179900 SH DEFINED 01 179900 0 0 D JPMORGAN CHASE & CO COMMON 46625H100 406755 11988068 SH DEFINED 01 9115908 0 2872160 D JUNIPER NETWORKS INC COMMON 48203R104 583 24500 SH DEFINED 01 24500 0 0 D K&F INDUSTRIES HOLDINGS INC COMMON 482241106 6538 390800 SH DEFINED 01 390800 0 0 D KAYDON CORP COMMON 486587108 16589 583900 SH DEFINED 01 583900 0 0 D KERR-MCGEE CORP COMMON 492386107 38844 400000 SH DEFINED 01 400000 0 0 D KERYX BIOPHARMACEUTICALS COMMON 492515101 18814 1193800 SH DEFINED 01 1193800 0 0 D KIMBERLY-CLARK CORP COMMON 494368103 75721 1271980 SH DEFINED 01 1235880 0 36100 D KROGER CO COMMON 501044101 300047 14572506 SH DEFINED 01 13730006 0 842500 D ESTEE LAUDER COMPANIES-CL A CL A 518439104 203344 5838200 SH DEFINED 01 4158900 0 1679300 D LEGG MASON INC COMMON 524901105 12000 109400 SH DEFINED 01 109400 0 0 D LEHMAN BROTHERS HOLDINGS INC COMMON 524908100 123337 1058864 SH DEFINED 01 1046364 0 12500 D LENNAR CORP-CL A CL A 526057104 1936 32400 SH DEFINED 01 32400 0 0 D LIFEPOINT HOSPITALS INC COMMON 53219L109 14663 335300 SH DEFINED 01 335300 0 0 D ELI LILLY & CO COMMON 532457108 475645 8887237 SH DEFINED 01 6933506 0 1953731 D LIONBRIDGE TECHNOLOGIES INC COMMON 536252109 12288 1820455 SH DEFINED 01 1820455 0 0 D LOCKHEED MARTIN CORP COMMON 539830109 91721 1502645 SH DEFINED 01 1456745 0 45900 D LODGIAN INC COMMON 54021P403 4032 393400 SH DEFINED 01 393400 0 0 D LOEWS CORP COMMON 540424108 149902 1622151 SH DEFINED 01 1562251 0 59900 D LOWE'S COS INC COMMON 548661107 377732 5865407 SH DEFINED 01 4238417 0 1626990 D LYONDELL CHEMICAL COMPANY COMMON 552078107 12650 442000 SH DEFINED 01 384300 0 57700 D MBNA CORP COMMON 55262L100 28605 1160907 SH DEFINED 01 1160907 0 0 D MEMC ELECTRONIC MATERIALS COMMON 552715104 45637 2002540 SH DEFINED 01 1769040 0 233500 D MGI PHARMA INC COMMON 552880106 27697 1188200 SH DEFINED 01 1188200 0 0 D MACROMEDIA INC COMMON 556100105 16748 411800 SH DEFINED 01 411800 0 0 D MANHATTAN ASSOCIATES INC COMMON 562750109 34855 1502400 SH DEFINED 01 1266000 0 236400 D MANOR CARE, INC. COMMON 564055101 10209 265800 SH DEFINED 01 265800 0 0 D MANPOWER INC COMMON 56418H100 56290 1268102 SH DEFINED 01 1076702 0 191400 D MASSEY ENERGY CO COMMON 576206106 5725 112100 SH DEFINED 01 112100 0 0 D MAXIM INTEGRATED PRODUCTS COMMON 57772K101 539090 12639875 SH DEFINED 01 9065936 0 3573939 D MCDONALD'S CORP COMMON 580135101 29156 870582 SH DEFINED 01 870582 0 0 D MCKESSON CORP COMMON 58155Q103 31948 673300 SH DEFINED 01 673300 0 0 D MCMORAN EXPLORATION CO COMMON 582411104 30997 1594500 SH DEFINED 01 1594500 0 0 D MEADWESTVACO CORP COM PAR $0.01 583334107 50119 1814613 SH DEFINED 01 1524413 0 290200 D MEDCO HEALTH SOLUTIONS INC COMMON 58405U102 100224 1827899 SH DEFINED 01 1728899 0 99000 D MEDIMMUNE INC COMMON 584699102 68068 2022816 SH DEFINED 01 1742016 0 280800 D MELLON FINANCIAL CORP COMMON 58551A108 24317 760626 SH DEFINED 01 760626 0 0 D MENTOR CORP COMMON 587188103 22978 417700 SH DEFINED 01 417700 0 0 D MERCK & CO. INC. COMMON 589331107 23636 868631 SH DEFINED 01 752731 0 115900 D MERCURY INTERACTIVE CORP COMMON 589405109 295060 7451027 SH DEFINED 01 5570565 0 1880462 D MERIDIAN GOLD INC COMMON 589975101 34745 1585800 SH DEFINED 01 1585800 0 0 D MERRILL LYNCH & CO INC COMMON 590188108 661621 10784367 SH DEFINED 01 8557967 0 2226400 D MICROSOFT CORP COMMON 594918104 572298 22242457 SH DEFINED 01 17383238 0 4859219 D MONSANTO CO COMMON 61166W101 34895 556100 SH DEFINED 01 556100 0 0 D MONSTER WORLDWIDE INC COMMON 611742107 37110 1208400 SH DEFINED 01 1208400 0 0 D MOSAIC CO/THE COMMON 61945A107 29168 1820700 SH DEFINED 01 1820700 0 0 D MYOGEN INC COMMON 62856E104 15832 673715 SH DEFINED 01 673715 0 0 D NII HOLDINGS INC COMMON 62913F201 101036 1196400 SH DEFINED 01 1196400 0 0 D NRG ENERGY INC COMMON 629377508 75513 1772600 SH DEFINED 01 1772600 0 0 D NALCO HOLDING CO COMMON 62985Q101 25845 1532000 SH DEFINED 01 1320700 0 211300 D NATIONAL OILWELL VARCO INC COMMON 637071101 127863 1943200 SH DEFINED 01 1943200 0 0 D NAVISTAR INTERNATIONAL COMMON 63934E108 270563 8342954 SH DEFINED 01 8268554 0 74400 D NAVIGANT CONSULTING INC COMMON 63935N107 9952 519400 SH DEFINED 01 447700 0 71700 D NAVTEQ CORP COMMON 63936L100 357672 7160600 SH DEFINED 01 5455149 0 1705451 D NELNET INC-CL A CL A 64031N108 4204 110600 SH DEFINED 01 110600 0 0 D NEWMONT MINING CORP COMMON 651639106 52849 1120400 SH DEFINED 01 1084500 0 35900 D NEWS CORP-CL A CL A 65248E104 23487 1506521 SH DEFINED 01 1506521 0 0 D NEXEN INC COMMON 65334H102 408359 8568165 SH DEFINED 01 8333281 0 234884 D NIKE INC -CL B CL B 654106103 437986 5362211 SH DEFINED 01 3853719 0 1508492 D NITROMED INC COMMON 654798503 2821 156700 SH DEFINED 01 156700 0 0 D NORTEL NETWORKS CORP COMMON 656568102 51651 15843924 SH DEFINED 01 15843924 0 0 D NORTHERN DYNASTY MINERALS COMMON 66510M204 3408 685800 SH DEFINED 01 685800 0 0 D NORTHROP GRUMMAN CORP COMMON 666807102 47353 871256 SH DEFINED 01 871256 0 0 D NOVEN PHARMACEUTICALS INC COMMON 670009109 3067 219100 SH DEFINED 01 219100 0 0 D NUVELO INC COMMON 67072M301 6638 691500 SH DEFINED 01 691500 0 0 D NUVEEN INVESTMENTS INC - CL A CL A 67090F106 67535 1714539 SH DEFINED 01 1534839 0 179700 D OCCIDENTAL PETROLEUM CORP COMMON 674599105 57973 678600 SH DEFINED 01 678600 0 0 D ODYSSEY HEALTHCARE INC COMMON 67611V101 17224 1014975 SH DEFINED 01 1014975 0 0 D ONEOK INC COMMON 682680103 35891 1055000 SH DEFINED 01 1055000 0 0 D ONYX PHARMACEUTICALS INC COMMON 683399109 38319 1534000 SH DEFINED 01 1534000 0 0 D OPTION CARE INC COMMON 683948103 7330 500700 SH DEFINED 01 500700 0 0 D ORMAT TECHNOLOGIES INC COMMON 686688102 13831 625000 SH DEFINED 01 625000 0 0 D PC-TEL INC COMMON 69325Q105 7938 844511 SH DEFINED 01 844511 0 0 D P G & E CORP COMMON 69331C108 66917 1704900 SH DEFINED 01 1704900 0 0 D PNM RESOURCES INC COMMON 69349H107 54720 1908600 SH DEFINED 01 1908600 0 0 D PPL CORPORATION COMMON 69351T106 85953 2658600 SH DEFINED 01 2658600 0 0 D PSS WORLD MEDICAL INC COMMON 69366A100 9437 707400 SH DEFINED 01 707400 0 0 D PACKETEER INC COMMON 695210104 491 39100 SH DEFINED 01 39100 0 0 D PATTERSON-UTI ENERGY INC COMMON 703481101 29153 808000 SH DEFINED 01 808000 0 0 D PAYCHEX INC COMMON 704326107 7668 206800 SH DEFINED 01 206800 0 0 D PEABODY ENERGY CORP COMMON 704549104 37367 443000 SH DEFINED 01 443000 0 0 D PENTAIR INC COMMON 709631105 2635 72200 SH DEFINED 01 72200 0 0 D PEPSICO INC COMMON 713448108 501703 8846823 SH DEFINED 01 6813718 0 2033105 D PERFORMANCE FOOD GROUP CO COMMON 713755106 56155 1779321 SH DEFINED 01 1611321 0 168000 D PFIZER INC COMMON 717081103 161650 6473810 SH DEFINED 01 6021210 0 452600 D PHELPS DODGE CORP COMMON 717265102 262044 2016806 SH DEFINED 01 1981106 0 35700 D PHILLIPS-VAN HEUSEN COMMON 718592108 4948 159500 SH DEFINED 01 159500 0 0 D Pinnacle Entertainment Inc COMMON 723456109 16827 918000 SH DEFINED 01 788000 0 130000 D PIONEER DRILLING COMPANY COMMON 723655106 13459 689500 SH DEFINED 01 689500 0 0 D PLACER DOME INC COMMON 725906101 26953 1571600 SH DEFINED 01 1571600 0 0 D POLYCOM INC COMMON 73172K104 12705 785700 SH DEFINED 01 785700 0 0 D POWER INTEGRATIONS INC COMMON 739276103 11793 542200 SH DEFINED 01 542200 0 0 D PRAXAIR INC COMMON 74005P104 20236 422200 SH DEFINED 01 422200 0 0 D PRIDE INTERNATIONAL INC COMMON 74153Q102 35854 1257600 SH DEFINED 01 1257600 0 0 D PRIORITY HEALTHCARE CORP-B CL B 74264T102 9653 346500 SH DEFINED 01 346500 0 0 D PROCTER & GAMBLE CO COMMON 742718109 566153 9521569 SH DEFINED 01 7479969 0 2041600 D PROGENICS PHARMACEUTICALS COMMON 743187106 17733 747900 SH DEFINED 01 747900 0 0 D PUBLIC SERVICE ENTERPRISE GP COMMON 744573106 37554 583500 SH DEFINED 01 583500 0 0 D QUALCOMM INC COMMON 747525103 757168 16919934 SH DEFINED 01 12559665 0 4360269 D QUEST SOFTWARE INC COMMON 74834T103 15617 1036300 SH DEFINED 01 1036300 0 0 D QUESTAR CORP COMMON 748356102 153285 1739500 SH DEFINED 01 1739500 0 0 D QUICKSILVER RESOURCES INC COMMON 74837R104 51403 1075600 SH DEFINED 01 1075600 0 0 D QWEST COMMUNICATIONS INTL COMMON 749121109 54574 13310700 SH DEFINED 01 13310700 0 0 D RACKABLE SYSTEMS INC COMMON 750077109 11589 880600 SH DEFINED 01 880600 0 0 D RADIO ONE INC -CL D CLASS D - NON VT 75040P405 52947 4026458 SH DEFINED 01 3648258 0 378200 D RALCORP HOLDINGS INC COMMON 751028101 10962 261500 SH DEFINED 01 261500 0 0 D RANGE RESOURCES CORP COMMON 75281A109 36371 942000 SH DEFINED 01 942000 0 0 D RARE HOSPITALITY INTL INC COMMON 753820109 8956 348500 SH DEFINED 01 348500 0 0 D REDWOOD TRUST INC COMMON 758075402 5230 107600 SH DEFINED 01 107600 0 0 D REGAL ENTERTAINMENT GROUP-A CL A 758766109 22655 1130500 SH DEFINED 01 1130500 0 0 D REGENT COMMUNICATIONS INC COMMON 758865109 6392 1215288 SH DEFINED 01 1215288 0 0 D REGENERON PHARMACEUTICALS COMMON 75886F107 11859 1249600 SH DEFINED 01 1249600 0 0 D RELIANT ENERGY INC COMMON 75952B105 20896 1353400 SH DEFINED 01 1353400 0 0 D REMINGTON OIL & GAS CORP COMMON 759594302 13554 326600 SH DEFINED 01 326600 0 0 D RENAL CARE GROUP INC COMMON 759930100 5522 116700 SH DEFINED 01 116700 0 0 D REPUBLIC COMPANIES GROUP, INC. COMMON 760349100 7371 582200 SH DEFINED 01 582200 0 0 D RESEARCH IN MOTION COMMON 760975102 11302 165224 SH DEFINED 01 106251 0 58973 D RESPIRONICS INC. COMMON 761230101 8668 205500 SH DEFINED 01 205500 0 0 D RIGEL PHARMACEUTICALS INC COMMON 766559603 15691 660100 SH DEFINED 01 660100 0 0 D ROBERT HALF INTL INC COMMON 770323103 5712 160500 SH DEFINED 01 160500 0 0 D ROCKWOOD HOLDINGS INC COMMON 774415103 19588 1028200 SH DEFINED 01 890000 0 138200 D ROGERS CORP COMMON 775133101 18406 475600 SH DEFINED 01 475600 0 0 D ROWAN COMPANIES INC COMMON 779382100 27363 771001 SH DEFINED 01 668901 0 102100 D SBC COMMUNICATIONS INC COMMON 78387G103 35791 1493150 SH DEFINED 01 1493150 0 0 D SBA COMMUNICATIONS CORP - CL A COMMON 78388J106 15450 1000000 SH DEFINED 01 1000000 0 0 D SCP POOL CORP COMMON 784028102 12788 366100 SH DEFINED 01 366100 0 0 D ST JUDE MEDICAL INC COMMON 790849103 524408 11205297 SH DEFINED 01 8770397 0 2434900 D SALESFORCE.COM INC COMMON 79466L302 3544 153300 SH DEFINED 01 153300 0 0 D HENRY SCHEIN INC COMMON 806407102 4036 94700 SH DEFINED 01 94700 0 0 D SCHERING-PLOUGH CORP COMMON 806605101 21391 1016200 SH DEFINED 01 1016200 0 0 D SCHLUMBERGER LTD COM PAR $0.01 806857108 990025 11732943 SH DEFINED 01 8535237 0 3197706 D SCHWAB (CHARLES) CORP COMMON 808513105 735876 50996211 SH DEFINED 01 39089771 0 11906440 D SCIENTIFIC-ATLANTA INC COMMON 808655104 1440 38400 SH DEFINED 01 38400 0 0 D EW SCRIPPS CO-CL A CL A 811054204 14951 299200 SH DEFINED 01 299200 0 0 D SEMPRA ENERGY COMMON 816851109 305724 6496472 SH DEFINED 01 6282072 0 214400 D SEPRACOR INC COMMON 817315104 31825 539500 SH DEFINED 01 539500 0 0 D SEROLOGICALS CORPORATION COMMON 817523103 9441 418500 SH DEFINED 01 418500 0 0 D SKYWEST INC COMMON 830879102 7960 296800 SH DEFINED 01 296800 0 0 D SMITH INTERNATIONAL INC COMMON 832110100 92009 2762200 SH DEFINED 01 2762200 0 0 D SOUTHERN PERU COPPER CORP COMMON 843611104 10202 182300 SH DEFINED 01 182300 0 0 D SOUTHWESTERN ENERGY CO COMMON 845467109 211612 2883000 SH DEFINED 01 2883000 0 0 D SPEEDWAY MOTORSPORTS INC COMMON 847788106 10594 291600 SH DEFINED 01 291600 0 0 D SPRINT NEXTEL CORP COMMON 852061100 548205 23053210 SH DEFINED 01 17969601 0 5083609 D STANCORP FINANCIAL GROUP COMMON 852891100 17834 211800 SH DEFINED 01 211800 0 0 D STANDARD-PACIFIC CORP COMMON 85375C101 5363 129200 SH DEFINED 01 129200 0 0 D STARBUCKS CORP COMMON 855244109 123334 2461767 SH DEFINED 01 1758643 0 703124 D STERICYCLE INC COMMON 858912108 26066 456100 SH DEFINED 01 456100 0 0 D SUNCOR ENERGY INC COMMON 867229106 829330 13701132 SH DEFINED 01 11237732 0 2463400 D SUNSTONE HOTEL INVESTORS INC COMMON 867892101 17217 705900 SH DEFINED 01 705900 0 0 D SUPERIOR WELL SERVICES, INC. COMMON 86837X105 3338 144500 SH DEFINED 01 144500 0 0 D SYMANTEC CORP COMMON 871503108 1094 48309 SH DEFINED 01 48309 0 0 D TTM TECHNOLOGIES COMMON 87305R109 7893 1103900 SH DEFINED 01 1103900 0 0 D TXU CORP COMMON 873168108 411810 3648204 SH DEFINED 01 3592804 0 55400 D TARGET CORP COMMON 87612E106 728980 14037758 SH DEFINED 01 10635958 0 3401800 D TECHNICAL OLYMPIC USA INC. COMMON 878483106 4795 183300 SH DEFINED 01 183300 0 0 D TEKELEC COMMON 879101103 14280 681600 SH DEFINED 01 681600 0 0 D TEKTRONIX INC COMMON 879131100 9088 360200 SH DEFINED 01 360200 0 0 D TELIK INC COMMON 87959M109 11598 708900 SH DEFINED 01 708900 0 0 D TENET HEALTHCARE CORP COMMON 88033G100 23747 2114593 SH DEFINED 01 1778593 0 336000 D TEXAS INSTRUMENTS INC COMMON 882508104 840583 24795972 SH DEFINED 01 18947698 0 5848274 D TIBCO SOFTWARE INC COMMON 88632Q103 53818 6437588 SH DEFINED 01 5944088 0 493500 D TODCO-CL A CL A 88889T107 9034 216600 SH DEFINED 01 216600 0 0 D TYCO INTERNATIONAL LTD COMMON 902124106 182906 6567546 SH DEFINED 01 6424646 0 142900 D UCBH HOLDINGS INC COMMON 90262T308 40921 2233700 SH DEFINED 01 2233700 0 0 D UNITEDHEALTH GROUP INC COMMON 91324P102 626163 11141700 SH DEFINED 01 8783100 0 2358600 D UNIVERSAL COMPRESSION HLDGS COMMON 913431102 24371 612800 SH DEFINED 01 612800 0 0 D UNOVA INC. COMMON 91529B106 7923 226500 SH DEFINED 01 226500 0 0 D UNUMPROVIDENT CORP COMMON 91529Y106 41906 2044179 SH DEFINED 01 1735179 0 309000 D VALOR COMMUNICATIONS GROUP COMMON 920255106 30053 2204900 SH DEFINED 01 2204900 0 0 D VARIAN MEDICAL SYSTEMS INC COMMON 92220P105 17886 452700 SH DEFINED 01 452700 0 0 D VERISIGN INC COMMON 92343E102 395 18500 SH DEFINED 01 18500 0 0 D VERIZON COMMUNICATIONS INC COMMON 92343V104 337 10297 SH DEFINED 01 10297 0 0 D VERTEX PHARMACEUTICALS INC COMMON 92532F100 28344 1268200 SH DEFINED 01 1268200 0 0 D VIACOM INC-CL B CL B 925524308 168193 5095187 SH DEFINED 01 4695524 0 399663 D WCI COMMUNITIES INC COMMON 92923C104 664 23400 SH DEFINED 01 23400 0 0 D WARREN RESOURCES INC COMMON 93564A100 29145 1740000 SH DEFINED 01 1740000 0 0 D WASTE MANAGEMENT INC COMMON 94106L109 167962 5870764 SH DEFINED 01 5646264 0 224500 D WATSON PHARMACEUTICALS INC COMMON 942683103 47996 1310981 SH DEFINED 01 1108481 0 202500 D WATSON WYATT & CO HOLDINGS CL A 942712100 6837 253700 SH DEFINED 01 253700 0 0 D WELLCARE HEALTH PLANS INC COMMON 94946T106 5365 144800 SH DEFINED 01 144800 0 0 D WELLPOINT INC COMMON 94973V107 531477 7009732 SH DEFINED 01 5418740 0 1590992 D WESCO INTERNATIONAL INC COMMON 95082P105 12779 377300 SH DEFINED 01 377300 0 0 D WEST CORP COMMON 952355105 23294 623000 SH DEFINED 01 623000 0 0 D WESTERN GAS RESOURCES INC COMMON 958259103 111681 2180000 SH DEFINED 01 2180000 0 0 D WESTERN SILVER CORP COMMON 959531104 9880 1170600 SH DEFINED 01 1170600 0 0 D WESTWOOD ONE INC COMMON 961815107 28553 1435560 SH DEFINED 01 1243860 0 191700 D WHOLE FOODS MARKET INC COMMON 966837106 705248 5245434 SH DEFINED 01 3955624 0 1289810 D WILLIAMS COS INC COMMON 969457100 130789 5221100 SH DEFINED 01 5221100 0 0 D WILLIAMS-SONOMA INC COMMON 969904101 252182 6575769 SH DEFINED 01 4711187 0 1864582 D WISCONSIN ENERGY CORP COMMON 976657106 24411 611500 SH DEFINED 01 611500 0 0 D XM SATELLITE RADIO HOLD-CL A CL A 983759101 20343 566500 SH DEFINED 01 566500 0 0 D XENOPORT INC. COMMON 98411C100 11827 716800 SH DEFINED 01 716800 0 0 D XEROX CORP COMMON 984121103 181838 13321473 SH DEFINED 01 12749473 0 572000 D YAHOO! INC COMMON 984332106 815021 24084545 SH DEFINED 01 17891139 0 6193406 D AMDOCS LTD COMMON G02602103 13679 493300 SH DEFINED 01 493300 0 0 D APEX SILVER MINES LTD COMMON G04074103 9036 575200 SH DEFINED 01 575200 0 0 D ASPEN INSURANCE HOLDINGS LTD COMMON G05384105 10996 372100 SH DEFINED 01 372100 0 0 D AXIS CAPITAL HOLDINGS LTD COMMON G0692U109 116466 4085068 SH DEFINED 01 3859468 0 225600 D ACCENTURE LTD-CL A CL A G1150G111 35443 1392100 SH DEFINED 01 1392100 0 0 D FRONTLINE LTD COMMON G3682E127 10483 237600 SH DEFINED 01 237600 0 0 D GLOBALSANTAFE CORP SHS G3930E101 277655 6086256 SH DEFINED 01 5976656 0 109600 D LAZARD LTD-CL A CL A G54050102 99481 3932087 SH DEFINED 01 3645587 0 286500 D MARVELL TECHNOLOGY GROUP LTD COMMON G5876H105 786716 17061734 SH DEFINED 01 12876888 0 4184846 D MONTPELIER RE HOLDINGS LTD COMMON G62185106 66300 2668000 SH DEFINED 01 2504900 0 163100 D SEAGATE TECHNOLOGY COMMON G7945J104 22786 1437600 SH DEFINED 01 1437600 0 0 D UTI WORLDWIDE INC COMMON G87210103 13893 178800 SH DEFINED 01 178800 0 0 D TRANSOCEAN INC ORD G90078109 21710 354100 SH DEFINED 01 354100 0 0 D WEATHERFORD INTL LTD COMMON G95089101 201699 2937651 SH DEFINED 01 2806151 0 131500 D ALCON INC COMMON H01301102 543606 4250904 SH DEFINED 01 3181114 0 1069790 D MILLICOM INTL CELLULAR S.A. ORD L6388F110 28124 1526796 SH DEFINED 01 1526796 0 0 D OMI CORP COMMON Y6476W104 17650 987700 SH DEFINED 01 987700 0 0 D TEEKAY SHIPPING CORP COMMON Y8564W103 23751 551700 SH DEFINED 01 551700 0 0 D ALUMINUM CORP OF CHINA-ADR ADR - LISTED 022276109 7702 122700 SH DEFINED 01 122700 0 0 D AMERICA MOVIL-ADR SERIES L ADR - LISTED 02364W105 84203 3199200 SH DEFINED 01 3199200 0 0 D BUSINESS OBJECTS SA-SP ADR ADR - LISTED 12328X107 52808 1519233 SH DEFINED 01 1417733 0 101500 D CADBURY SCHWEPPES-SPONS ADR ADR - LISTED 127209302 370959 9107768 SH DEFINED 01 8810068 0 297700 D CHUNGHWA TELECOM CO LTD-ADR ADR - LISTED 17133Q205 62782 3391800 SH DEFINED 01 3391800 0 0 D CIA VALE DO RIO DOCE-ADR ADR - LISTED 204412209 239489 5460327 SH DEFINED 01 5249427 0 210900 D ENI SPA-SPONSORED ADR ADR - LISTED 26874R108 66420 448484 SH DEFINED 01 448484 0 0 D E.ON AG -SPONSORED ADR ADR - LISTED 268780103 80842 2629000 SH DEFINED 01 2629000 0 0 D EMPRESA BRASILIERA DE AE-ADR ADR - LISTED 29081M102 64953 1682736 SH DEFINED 01 1576636 0 106100 D ENDESA -SPONSORED ADR ADR - LISTED 29258N107 43397 1621100 SH DEFINED 01 1621100 0 0 D GOLD FIELDS LTD-SPONS ADR ADR - LISTED 38059T106 25105 1727800 SH DEFINED 01 1727800 0 0 D HARMONY GOLD MNG-SPON ADR ADR - LISTED 413216300 55233 5048673 SH DEFINED 01 4720373 0 328300 D HUTCHISON TELECOMMUNICAT-ADR ADR - LISTED 44841T107 29931 1388900 SH DEFINED 01 1388900 0 0 D L.G. PHILIPS LCD CO LTD - ADR ADR - LISTED 50186V102 33552 1631900 SH DEFINED 01 731500 0 900400 D NOKIA CORP-SPON ADR ADR - LISTED 654902204 292286 17284747 SH DEFINED 01 13261947 0 4022800 D NOVARTIS AG-ADR ADR - LISTED 66987V109 822889 16135073 SH DEFINED 01 12746151 0 3388922 D PEARSON PLC-SPONSORED ADR ADR - LISTED 705015105 26155 2229766 SH DEFINED 01 1695466 0 534300 D PETROLEO BRASILEIRO S.A.-ADR ADR - LISTED 71654V408 31213 436600 SH DEFINED 01 436600 0 0 D SANOFI-AVENTIS-ADR ADR - LISTED 80105N105 348038 8376337 SH DEFINED 01 8026564 0 349773 D SAP AG-SPONSORED ADR ADR - LISTED 803054204 374235 8636850 SH DEFINED 01 6332950 0 2303900 D SASOL LTD-SPONSORED ADR ADR - LISTED 803866300 47395 1225000 SH DEFINED 01 1225000 0 0 D SHIRE PHARMACEUTICALS-SP ADR ADR - LISTED 82481R106 19335 522700 SH DEFINED 01 522700 0 0 D TECHNIP SA-ADR ADR - LISTED 878546209 37905 637600 SH DEFINED 01 637600 0 0 D TEVA PHARMACEUTICAL-SP ADR ADR - LISTED 881624209 30492 912400 SH DEFINED 01 912400 0 0 S REPORT SUMMARY 464 DATA RECORDS 50104039 1 OTHER MANAGERS ON WHOSE BEHALF REPORT IS FILED