UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F
FORM 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: June 30, 2003
Check here if Amendment [ ]; Amendment Number:
This Amendment (Check only one.): [ ] is a restatement.
[ ] adds new holdings entries.
Institutional Investment Manager Filing this Report:
General Electric Company
3135 Easton Turnpike
Fairfield, CT 06828
13F File Number: 028-01502
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: Robert R. DeGennaro
Title: Manager - Accounting Projects
Phone: (203) 373-2535
Signature, Place, and Date of Signing:
Robert R. DeGennaro Fairfield, CT 06828 August 1, 2003
------------------- ------------- ----- --------------
(Signature) (City, State) (Zip) (Date)
Report Type (Check only one.):
[X] 13F HOLDINGS REPORT. (Check here if all holdings of this reporting manager
are reported in this report).)
[ ] 13F NOTICE. (Check here if no holdings reported are in this report, and
all holdings are reported by other reporting manager(s).)
[ ] 13F COMBINATION REPORT. (Check here if a portion of the holdings for this
reporting manager are reported in this report and a portion are reported by
other reporting manager(s).)
FORM 13F SUMMARY PAGE
Report Summary:
Number of Other Included Managers: 5
Form 13F Information Table Entry Total: 688
Form 13F Information Table Value Total: $31,971,876
(thousands)
List of Other Included Managers:
No. Form 13F File Number Name
-- -------------------- ----
01 028-05827 GE Asset Management
02 028-06519 National Broadcasting Company, Inc.
03 028-06517 General Electric Mortgage Insurance Corporation
04 028-06513 GE Capital Equity Investments, Inc.
05 028-06603 GE Capital Structured Finance Group
FORM 13F INFORMATION TABLE
TITLE OF VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER --VOTING AUTHORITY-
NAME OF ISSUER CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
-------------- ----- ----- -------- ------- --- ---- ---------- -------- -------- ------ ----
ACE LTD ORD G0070K103 7245 211298 SH DEFINED 01 211298
ARCH CAP GROUP LTD ORD G0450A105 1716 49479 SH DEFINED 02 49479
ARCH CAP GROUP LTD ORD G0450A105 8580 247397 SH DEFINED 01 247397
BANK OF BERMUDA LTD SHS G07644100 370 10579 SH DEFINED 01 10579
EVEREST RE GROUP LTD COM G3223R108 14682 191920 SH DEFINED 01 191920
FRESH DEL MONTE PRODUCE INC ORD G36738105 639 24875 SH SOLE 24875
GLOBALSANTAFE CORP SHS G3930E101 4924 210979 SH DEFINED 01 210979
INGERSOLL-RAND COMPANY LTD CL A G4776G101 748 15815 SH SOLE 15815
INGERSOLL-RAND COMPANY LTD CL A G4776G101 2380 50293 SH DEFINED 01 50293
NABORS INDUSTRIES LTD SHS G6359F103 100537 2543314 SH DEFINED 01 2543314
NOBLE CORPORATION SHS G65422100 3570 104089 SH DEFINED 01 104089
PLATINUM UNDERWRITER HLDGS L COM G7127P100 956 35239 SH DEFINED 01 35239
RENAISSANCE RE HLDGS LTD COM G7496G103 3414 75000 SH DEFINED 01 75000
WEATHERFORD INTERNATIONAL LT COM G95089101 10921 260647 SH DEFINED 01 260647
ALCON INC COM SHS H01301102 6558 143493 SH DEFINED 01 143493
BACKWEB TECHNOLOGIES LTD ORD M15633106 658 1316304 SH DEFINED 01 1316304
CHECK POINT SOFTWARE TECH LT ORD M22465104 23 1202 SH SOLE 1202
CHECK POINT SOFTWARE TECH LT ORD M22465104 672 34463 SH DEFINED 01 34463
ECTEL LTD ORD M29925100 396 64432 SH DEFINED 01 64432
ORBOTECH LTD ORD M75253100 216 13006 SH DEFINED 01 13006
AFLAC INC COM 001055102 793 25774 SH SOLE 25774
AFLAC INC COM 001055102 90863 2954887 SH DEFINED 01 2954887
AGCO CORP COM 001084102 5157 301953 SH DEFINED 01 301953
AMB PROPERTY CORP COM 00163T109 330 11725 SH SOLE 11725
AOL TIME WARNER INC COM 00184A105 128795 8004635 SH DEFINED 01 8004635
AOL TIME WARNER INC COM 00184A105 619 38500 SH DEFINED 04 38500
AT&T CORP COM NEW 001957505 58452 3036473 SH DEFINED 01 3036473
AT&T WIRELESS SVCS INC COM 00209A106 7216 878968 SH DEFINED 01 878968
AT&T WIRELESS SVCS INC COM 00209A106 11928 1452849 SH DEFINED 05 1452849
ABBOTT LABS COM 002824100 284430 6499767 SH DEFINED 01 6499767
ACXIOM CORP COM 005125109 824 54000 SH DEFINED 04 54000
ADOBE SYS INC COM 00724F101 891 27768 SH DEFINED 01 27768
ADVANCED FIBRE COMMUNICATION COM 00754A105 6906 421638 SH DEFINED 01 421638
AFFILIATED COMPUTER SERVICES CL A 008190100 13604 297484 SH DEFINED 01 297484
AFFILIATED MANAGERS GROUP COM 008252108 5312 87159 SH DEFINED 01 87159
AFTERMARKET TECHNOLOGY CORP COM 008318107 17212 1623751 SH DEFINED 01 1623751
AGILENT TECHNOLOGIES INC COM 00846U101 2784 142392 SH DEFINED 01 142392
AIR PRODS & CHEMS INC COM 009158106 13645 327993 SH DEFINED 01 327993
ALBERTSONS INC COM 013104104 459 23900 SH DEFINED 04 23900
ALCOA INC COM 013817101 58038 2275983 SH DEFINED 01 2275983
ALCATEL SPONSORED ADR 013904305 1201 134217 SH DEFINED 02 134217
ALLEGHANY CORP DEL COM 017175100 10327 54070 SH DEFINED 01 54070
ALLETE INC COM 018522102 6638 250000 SH DEFINED 01 250000
ALLSTATE CORP COM 020002101 519 14548 SH SOLE 14548
ALLSTATE CORP COM 020002101 139170 3903783 SH DEFINED 01 3903783
ALLTEL CORP COM 020039103 263 5455 SH SOLE 5455
ALLTEL CORP COM 020039103 10304 213681 SH DEFINED 01 213681
ALLTEL CORP COM 020039103 506 10500 SH DEFINED 04 10500
ALTRIA GROUP INC COM 02209S103 281 6181 SH SOLE 6181
ALTRIA GROUP INC COM 02209S103 105681 2325720 SH DEFINED 01 2325720
AMBAC FINL GROUP INC COM 023139108 4355 65743 SH DEFINED 01 65743
AMBASSADORS GROUP INC COM 023177108 2794 200000 SH DEFINED 01 200000
AMBASSADORS INTL INC COM 023178106 2400 200000 SH DEFINED 01 200000
AMEREN CORP COM 023608102 1323 30000 SH DEFINED 01 30000
AMERICA MOVIL S A DE C V SPON ADR L SHS 02364W105 27 1452 SH SOLE 1452
AMERICA MOVIL S A DE C V SPON ADR L SHS 02364W105 13315 710109 SH DEFINED 01 710109
AMERICAN ELEC PWR INC COM 025537101 3916 131281 SH DEFINED 01 131281
AMERICAN EXPRESS CO COM 025816109 318379 7614895 SH DEFINED 01 7614895
AMERICAN GREETINGS CORP CL A 026375105 481 24494 SH DEFINED 01 24494
AMERICAN INTL GROUP INC COM 026874107 818 14831 SH SOLE 14831
AMERICAN INTL GROUP INC COM 026874107 539906 9784442 SH DEFINED 01 9784442
AMERISOURCEBERGEN CORP COM 03073E105 22686 327120 SH DEFINED 01 327120
AMGEN INC COM 031162100 38638 585951 SH DEFINED 01 585951
AMSOUTH BANCORPORATION COM 032165102 263 12028 SH SOLE 12028
ANADARKO PETE CORP COM 032511107 45635 1026205 SH DEFINED 01 1026205
ANALOG DEVICES INC COM 032654105 178332 5121536 SH DEFINED 01 5121536
ANHEUSER BUSCH COS INC COM 035229103 96156 1883557 SH DEFINED 01 1883557
ANTHEM INC COM 03674B104 1975 25600 SH DEFINED 04 25600
ANTHRACITE CAP INC COM 037023108 218 18040 SH SOLE 18040
AON CORP COM 037389103 16365 679621 SH DEFINED 01 679621
APARTMENT INVT & MGMT CO CL A 03748R101 430 12424 SH SOLE 12424
APOLLO GROUP INC CL A 037604105 985 15944 SH DEFINED 01 15944
APOGENT TECHNOLOGIES INC COM 03760A101 31840 1591975 SH DEFINED 01 1591975
APPLIED MATLS INC COM 038222105 164737 10400045 SH DEFINED 01 10400045
ARACRUZ CELULOSE S A SPON ADR PFD B 038496204 42859 2035078 SH DEFINED 01 2035078
ARCH COAL INC COM 039380100 1149 50000 SH DEFINED 01 50000
ARCHSTONE SMITH TR COM 039583109 353 14694 SH SOLE 14694
ARGONAUT TECHNOLOGIES INC COM 040175101 97 78455 SH SOLE 78455
ARGONAUT TECHNOLOGIES INC COM 040175101 19 15624 SH DEFINED 01 15624
ARROW ELECTRS INC COM 042735100 2868 188194 SH DEFINED 01 188194
ASTORIA FINL CORP COM 046265104 541 19354 SH SOLE 19354
ASTORIA FINL CORP COM 046265104 2793 100000 SH DEFINED 01 100000
AUTOMATIC DATA PROCESSING IN COM 053015103 837 24720 SH SOLE 24720
AUTOMATIC DATA PROCESSING IN COM 053015103 155974 4606424 SH DEFINED 01 4606424
AUTONATION INC COM 05329W102 1566 99589 SH DEFINED 01 99589
AVALONBAY CMNTYS INC COM 053484101 466 10922 SH SOLE 10922
AVERY DENNISON CORP COM 053611109 11853 236111 SH DEFINED 01 236111
AVON PRODS INC COM 054303102 85021 1366894 SH DEFINED 01 1366894
AXA SPONSORED ADR 054536107 355 22728 SH SOLE 22728
AXCELIS TECHNOLOGIES INC COM 054540109 12808 2096251 SH DEFINED 01 2096251
BJ SVCS CO COM 055482103 5317 142308 SH DEFINED 01 142308
BP PLC SPONSORED ADR 055622104 716 17047 SH SOLE 17047
BP PLC SPONSORED ADR 055622104 74192 1765632 SH DEFINED 01 1765632
BMC SOFTWARE INC COM 055921100 23300 1426850 SH DEFINED 01 1426850
BAKER HUGHES INC COM 057224107 151267 4506027 SH DEFINED 01 4506027
BANK OF AMERICA CORPORATION COM 060505104 1053 13323 SH SOLE 13323
BANK OF AMERICA CORPORATION COM 060505104 426954 5402425 SH DEFINED 01 5402425
BANK NEW YORK INC COM 064057102 16253 565329 SH DEFINED 01 565329
BANK ONE CORP COM 06423A103 89322 2402427 SH DEFINED 01 2402427
BANK ONE CORP COM 06423A103 3458 93000 SH DEFINED 04 93000
BANKNORTH GROUP INC NEW COM 06646R107 18274 716052 SH DEFINED 01 716052
BARRICK GOLD CORP COM 067901108 58733 3281180 SH DEFINED 01 3281180
BARR LABS INC COM 068306109 9468 144556 SH DEFINED 01 144556
BAXTER INTL INC COM 071813109 4507 173341 SH DEFINED 01 173341
BAXTER INTL INC COM 071813109 949 36500 SH DEFINED 04 36500
BEACON POWER CORP COM 073677106 800 2857142 SH DEFINED 02 2857142
BEAR STEARNS COS INC COM 073902108 635 8762 SH SOLE 8762
BED BATH & BEYOND INC COM 075896100 816 21016 SH SOLE 21016
BED BATH & BEYOND INC COM 075896100 8633 222383 SH DEFINED 01 222383
BELLSOUTH CORP COM 079860102 728 27349 SH SOLE 27349
BELLSOUTH CORP COM 079860102 15001 563314 SH DEFINED 01 563314
BEMIS INC COM 081437105 831 17747 SH DEFINED 01 17747
BERKSHIRE HATHAWAY INC DEL CL B 084670207 129453 53273 SH DEFINED 01 53273
BEST BUY INC COM 086516101 24101 548745 SH DEFINED 01 548745
BHP BILLITON LTD SPONSORED ADR 088606108 417 36013 SH SOLE 36013
BIOGEN INC COM 090597105 9288 244604 SH DEFINED 01 244604
BLACK & DECKER CORP COM 091797100 1200 27627 SH DEFINED 01 27627
BLACKROCK INC CL A 09247X101 32279 716684 SH DEFINED 01 716684
BLOCK H & R INC COM 093671105 2552 59000 SH DEFINED 01 59000
BOEING CO COM 097023105 6979 203361 SH DEFINED 01 203361
BORG WARNER INC COM 099724106 499 7756 SH SOLE 7756
BOSTON PROPERTIES INC COM 101121101 416 9509 SH SOLE 9509
BOSTON PROPERTIES INC COM 101121101 3285 75000 SH DEFINED 01 75000
BOSTON SCIENTIFIC CORP COM 101137107 10013 163882 SH DEFINED 01 163882
BOWATER INC COM 102183100 4494 120000 SH DEFINED 01 120000
BRISTOL MYERS SQUIBB CO COM 110122108 15314 564061 SH DEFINED 01 564061
BRISTOL MYERS SQUIBB CO COM 110122108 1852 68200 SH DEFINED 04 68200
BROADCOM CORP CL A 111320107 1697 68141 SH DEFINED 01 68141
BULL RUN CORP GA COM NEW 120182209 541 164500 SH DEFINED 02 164500
BULL RUN CORP GA COM NEW 120182209 529 160825 SH DEFINED 03 160825
BURLINGTON NORTHN SANTA FE C COM 12189T104 111315 3914029 SH DEFINED 01 3914029
BURLINGTON RES INC COM 122014103 135644 2508681 SH DEFINED 01 2508681
CIGNA CORP COM 125509109 44071 938872 SH DEFINED 01 938872
CNET NETWORKS INC COM 12613R104 2134 358605 SH DEFINED 03 358605
CVS CORP COM 126650100 750 26770 SH SOLE 26770
CVS CORP COM 126650100 2418 86268 SH DEFINED 01 86268
CABOT CORP COM 127055101 4833 168397 SH DEFINED 01 168397
CAMDEN PPTY TR SH BEN INT 133131102 394 11283 SH SOLE 11283
CAMPBELL SOUP CO COM 134429109 5124 209134 SH DEFINED 01 209134
CANON INC ADR 138006309 400 8765 SH SOLE 8765
CAPITAL ONE FINL CORP COM 14040H105 816 16600 SH DEFINED 04 16600
CARDINAL HEALTH INC COM 14149Y108 915 14229 SH SOLE 14229
CARDINAL HEALTH INC COM 14149Y108 589749 9171838 SH DEFINED 01 9171838
CAREMARK RX INC COM 141705103 12699 494524 SH DEFINED 01 494524
CARRAMERICA RLTY CORP COM 144418100 271 9745 SH SOLE 9745
CATALINA MARKETING CORP COM 148867104 94694 5365104 SH DEFINED 01 5365104
CATALYTICA ENERGY SYS INC COM 148884109 494 183120 SH DEFINED 01 183120
CATELLUS DEV CORP COM 149111106 467 21233 SH SOLE 21233
CATERPILLAR INC DEL COM 149123101 19678 353548 SH DEFINED 01 353548
CENDANT CORP COM 151313103 7582 413856 SH DEFINED 01 413856
CENDANT CORP COM 151313103 2794 152500 SH DEFINED 04 152500
CENTEX CORP COM 152312104 1397 17960 SH DEFINED 01 17960
CERTEGY INC COM 156880106 164728 5936156 SH DEFINED 01 5936156
CHARTER ONE FINL INC COM 160903100 233 7482 SH SOLE 7482
CHEESECAKE FACTORY INC COM 163072101 2602 72614 SH DEFINED 01 72614
CHESAPEAKE ENERGY CORP COM 165167107 297 29407 SH SOLE 29407
CHEVRONTEXACO CORP COM 166764100 850 11779 SH SOLE 11779
CHEVRONTEXACO CORP COM 166764100 38439 532392 SH DEFINED 01 532392
CHINA MOBILE HONG KONG LTD SPONSORED ADR 16941M109 3264 277298 SH DEFINED 01 277298
CHOICEPOINT INC COM 170388102 2018 58460 SH DEFINED 01 58460
CHUBB CORP COM 171232101 49332 822201 SH DEFINED 01 822201
CISCO SYS INC COM 17275R102 177 10522 SH SOLE 10522
CISCO SYS INC COM 17275R102 426884 25424881 SH DEFINED 01 25424881
CINTAS CORP COM 172908105 2681 75663 SH DEFINED 01 75663
CITIGROUP INC COM 172967101 754 17617 SH SOLE 17617
CITIGROUP INC COM 172967101 1150947 26891277 SH DEFINED 01 26891277
CITIGROUP INC COM 172967101 3110 72667 SH DEFINED 04 72667
CITY NATL CORP COM 178566105 7245 162592 SH DEFINED 01 162592
CLEAR CHANNEL COMMUNICATIONS COM 184502102 10170 239923 SH DEFINED 01 239923
CLOROX CO DEL COM 189054109 59364 1391888 SH DEFINED 01 1391888
COCA COLA CO COM 191216100 33191 715179 SH DEFINED 01 715179
COLGATE PALMOLIVE CO COM 194162103 184922 3191062 SH DEFINED 01 3191062
COMCAST CORP NEW CL A 20030N101 44309 1468153 SH DEFINED 01 1468153
COMCAST CORP NEW CL A 20030N101 2019 66900 SH DEFINED 04 66900
COMCAST CORP NEW CL A SPL 20030N200 434381 14983818 SH DEFINED 01 14983818
COMPANHIA SIDERURGICA NACION SPONSORED ADR 20440W105 29 1168 SH SOLE 1168
COMPANHIA SIDERURGICA NACION SPONSORED ADR 20440W105 725 29227 SH DEFINED 01 29227
COMPANHIA VALE DO RIO DOCE SPONSORED ADR 204412209 41265 1391256 SH DEFINED 01 1391256
COMPUTER SCIENCES CORP COM 205363104 5587 146570 SH DEFINED 01 146570
CONAGRA FOODS INC COM 205887102 21237 899880 SH DEFINED 01 899880
CONCORD EFS INC COM 206197105 74022 5028702 SH DEFINED 01 5028702
CONOCOPHILLIPS COM 20825C104 269 4916 SH SOLE 4916
CONOCOPHILLIPS COM 20825C104 209739 3827355 SH DEFINED 01 3827355
CONSOLIDATED EDISON INC COM 209115104 1093 25250 SH DEFINED 01 25250
CONTINENTAL AIRLS INC CL B 210795308 199 13261 SH SOLE 13261
CORIXA CORP COM 21887F100 251 32415 SH SOLE 32415
CORNING INC COM 219350105 3519 476181 SH DEFINED 01 476181
CORPORATE EXECUTIVE BRD CO COM 21988R102 1388 34013 SH DEFINED 01 34013
CORVIS CORP COM 221009103 54 37448 SH SOLE 37448
COSTCO WHSL CORP NEW COM 22160K105 38448 1050488 SH DEFINED 01 1050488
COUNTRYWIDE FINANCIAL CORP COM 222372104 7943 114172 SH DEFINED 01 114172
COUSINS PPTYS INC COM 222795106 341 12226 SH SOLE 12226
COVENTRY HEALTH CARE INC COM 222862104 521 11291 SH SOLE 11291
CREDIT SUISSE GROUP SPONSORED ADR 225401108 281 10669 SH SOLE 10669
CREE INC COM 225447101 24659 1517500 SH DEFINED 01 1517500
CULLEN FROST BANKERS INC COM 229899109 1124 35000 SH DEFINED 01 35000
CUMULUS MEDIA INC CL A 231082108 4856 258728 SH SOLE 258728
CYTYC CORP COM 232946103 22 2092 SH SOLE 2092
CYTYC CORP COM 232946103 127 12041 SH DEFINED 01 12041
DST SYS INC DEL COM 233326107 3999 105228 SH DEFINED 01 105228
DTE ENERGY CO COM 233331107 9736 251968 SH DEFINED 01 251968
DANAHER CORP DEL COM 235851102 81028 1190708 SH DEFINED 01 1190708
DARDEN RESTAURANTS INC COM 237194105 2117 111558 SH DEFINED 01 111558
DECODE GENETICS INC COM 243586104 1430 454120 SH SOLE 454120
DEERE & CO COM 244199105 87503 1914719 SH DEFINED 01 1914719
DELL COMPUTER CORP COM 247025109 376691 11830747 SH DEFINED 01 11830747
DELPHI CORP COM 247126105 3452 400000 SH DEFINED 01 400000
DELTAGEN INC COM 24783R103 3 22180 SH SOLE 22180
DELUXE CORP COM 248019101 259 5783 SH SOLE 5783
DENTSPLY INTL INC NEW COM 249030107 125858 3072698 SH DEFINED 01 3072698
DEVELOPERS DIVERSIFIED RLTY COM 251591103 269 9454 SH SOLE 9454
DEVON ENERGY CORP NEW COM 25179M103 21473 402108 SH DEFINED 01 402108
DIGITAL GENERATION SYS INC COM 253921100 1802 933520 SH SOLE 933520
DISNEY WALT CO COM DISNEY 254687106 64837 3282872 SH DEFINED 01 3282872
DOCENT INC COM NEW 25608L502 482 141844 SH DEFINED 02 141844
DR REDDYS LABS LTD ADR 256135203 4934 211685 SH DEFINED 01 211685
DOMINION RES INC VA NEW COM 25746U109 169191 2632501 SH DEFINED 01 2632501
DORAL FINL CORP COM 25811P100 569 12742 SH SOLE 12742
DOVER CORP COM 260003108 252671 8433625 SH DEFINED 01 8433625
DOW CHEM CO COM 260543103 11832 382169 SH DEFINED 01 382169
DU PONT E I DE NEMOURS & CO COM 263534109 52818 1268455 SH DEFINED 01 1268455
DUKE ENERGY CORP COM 264399106 20726 1038892 SH DEFINED 01 1038892
ECI TELECOM LTD ORD 268258100 273 92738 SH DEFINED 01 92738
E M C CORP MASS COM 268648102 44068 4208999 SH DEFINED 01 4208999
ENSCO INTL INC COM 26874Q100 5730 213000 SH DEFINED 01 213000
ENI S P A SPONSORED ADR 26874R108 501 6589 SH SOLE 6589
EOG RES INC COM 26875P101 4104 98093 SH DEFINED 01 98093
EASTMAN KODAK CO COM 277461109 2535 92696 SH DEFINED 01 92696
EATON CORP COM 278058102 49645 631541 SH DEFINED 01 631541
EBAY INC COM 278642103 45340 435963 SH DEFINED 01 435963
ECOLAB INC COM 278865100 2055 80270 SH DEFINED 01 80270
EDWARDS AG INC COM 281760108 3762 110000 SH DEFINED 01 110000
ELECTRONIC ARTS INC COM 285512109 3561 48182 SH DEFINED 01 48182
ELECTRONIC DATA SYS NEW COM 285661104 689 32138 SH SOLE 32138
ELECTRONIC DATA SYS NEW COM 285661104 24466 1140613 SH DEFINED 01 1140613
ELECTRONIC DATA SYS NEW COM 285661104 2735 127500 SH DEFINED 04 127500
EMCORE CORP COM 290846104 750 230020 SH DEFINED 02 230020
EMERSON ELEC CO COM 291011104 106763 2089293 SH DEFINED 01 2089293
EMPRESA NACIONAL DE ELCTRCID SPONSORED ADR 29244T101 142 15800 SH DEFINED 01 15800
ENCANA CORP COM 292505104 97170 2532448 SH DEFINED 01 2532448
ENTERGY CORP NEW COM 29364G103 272 5157 SH SOLE 5157
ENTERGY CORP NEW COM 29364G103 78085 1479435 SH DEFINED 01 1479435
EQUIFAX INC COM 294429105 114242 4393930 SH DEFINED 01 4393930
EQUITY RESIDENTIAL SH BEN INT 29476L107 5218 201066 SH DEFINED 01 201066
EXELON CORP COM 30161N101 279 4666 SH SOLE 4666
EXELON CORP COM 30161N101 114621 1916414 SH DEFINED 01 1916414
EXXON MOBIL CORP COM 30231G102 74 2069 SH SOLE 2069
EXXON MOBIL CORP COM 30231G102 658719 18343612 SH DEFINED 01 18343612
FPL GROUP INC COM 302571104 659 9859 SH SOLE 9859
FPL GROUP INC COM 302571104 10598 158533 SH DEFINED 01 158533
FAMILY DLR STORES INC COM 307000109 2097 54962 SH DEFINED 01 54962
FEDERAL HOME LN MTG CORP COM 313400301 64576 1271935 SH DEFINED 01 1271935
FEDERAL NATL MTG ASSN COM 313586109 615087 9120512 SH DEFINED 01 9120512
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 266 8300 SH SOLE 8300
FEDERATED DEPT STORES INC DE COM 31410H101 814 22095 SH SOLE 22095
FEDERATED DEPT STORES INC DE COM 31410H101 40411 1096641 SH DEFINED 01 1096641
FEDEX CORP COM 31428X106 2484 40047 SH DEFINED 01 40047
FIFTH THIRD BANCORP COM 316773100 3580 62346 SH DEFINED 01 62346
FIRST DATA CORP COM 319963104 728947 17590422 SH DEFINED 01 17590422
FIRST VIRTUAL COMMUNICATIONS COM 337484109 1812 408204 SH SOLE 408204
FISERV INC COM 337738108 8387 235198 SH DEFINED 01 235198
FLAGSTAR BANCORP INC COM 337930101 773 31599 SH SOLE 31599
FIRSTENERGY CORP COM 337932107 74112 1927483 SH DEFINED 01 1927483
FLEETBOSTON FINL CORP COM 339030108 71633 2411085 SH DEFINED 01 2411085
FLEETBOSTON FINL CORP COM 339030108 479 16135 SH DEFINED 04 16135
FORD MTR CO DEL COM PAR $0.01 345370860 2948 268227 SH DEFINED 01 268227
FOREST LABS INC COM 345838106 8012 146337 SH DEFINED 01 146337
FORTUNE BRANDS INC COM 349631101 2528 48430 SH DEFINED 01 48430
FREEPORT-MCMORAN COPPER & GO CL B 35671D857 6380 260395 SH DEFINED 01 260395
GANNETT INC COM 364730101 55453 721952 SH DEFINED 01 721952
GAP INC DEL COM 364760108 5061 269762 SH DEFINED 01 269762
GENAISSANCE PHARMACEUTICALS COM 36867W105 32 20463 SH SOLE 20463
GENERAL DYNAMICS CORP COM 369550108 113340 1563315 SH DEFINED 01 1563315
GENERAL DYNAMICS CORP COM 369550108 1718 23700 SH DEFINED 04 23700
GENERAL ELEC CO COM 369604103 2771366 96630630 SH DEFINED 01 96630630
GENERAL GROWTH PPTYS INC COM 370021107 422 6751 SH SOLE 6751
GENERAL MLS INC COM 370334104 153272 3232903 SH DEFINED 01 3232903
GENERAL MTRS CORP COM 370442105 5806 161288 SH DEFINED 01 161288
GENERAL MTRS CORP CL H NEW 370442832 1138 88800 SH DEFINED 04 88800
GENESIS HEALTH VENTURE INC N COM 37183F107 24535 1393216 SH SOLE 1393216
GENLYTE GROUP INC COM 372302109 427 12235 SH SOLE 12235
GENZYME CORP COM GENL DIV 372917104 991 23674 SH DEFINED 01 23674
GILEAD SCIENCES INC COM 375558103 8684 156334 SH DEFINED 01 156334
GILLETTE CO COM 375766102 100483 3153902 SH DEFINED 01 3153902
GLOBAL POWER EQUIPMENT INC COM 37941P108 2206 474462 SH SOLE 474462
GLOBESPANVIRATA INC COM 37957V106 185 22176 SH DEFINED 02 22176
GOLD FIELDS LTD NEW SPONSORED ADR 38059T106 400 32821 SH DEFINED 01 32821
GOLDEN WEST FINL CORP DEL COM 381317106 6785 84807 SH DEFINED 01 84807
GOLDMAN SACHS GROUP INC COM 38141G104 111985 1337136 SH DEFINED 01 1337136
GOODRICH CORP COM 382388106 534 25440 SH SOLE 25440
GRIC COMMUNICATIONS INC COM 398081109 1389 357142 SH DEFINED 01 357142
GRUPO TELEVISA SA DE CV SP ADR REP ORD 40049J206 42587 1234407 SH DEFINED 01 1234407
GRUPO AEROPORTUARIO DEL SURE SPON ADR SER B 40051E202 8904 608631 SH DEFINED 01 608631
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TEVA PHARMACEUTICAL INDS LTD ADR 881624209 20 343 SH SOLE 343
TEVA PHARMACEUTICAL INDS LTD ADR 881624209 122752 2157330 SH DEFINED 01 2157330
TEXAS INSTRS INC COM 882508104 24398 1386252 SH DEFINED 01 1386252
TEXTRON INC COM 883203101 837 21442 SH SOLE 21442
TEXTRON INC COM 883203101 11013 282229 SH DEFINED 01 282229
THERMO ELECTRON CORP COM 883556102 17684 841296 SH DEFINED 01 841296
3COM CORP COM 885535104 1859 398000 SH DEFINED 01 398000
3M CO COM 88579Y101 113708 881595 SH DEFINED 01 881595
TIDEWATER INC COM 886423102 235 8000 SH SOLE 8000
TIVO INC COM 888706108 12253 1013513 SH DEFINED 03 1013513
TORCHMARK CORP COM 891027104 7921 212643 SH DEFINED 01 212643
TOTAL S A SPONSORED ADR 89151E109 683 9016 SH SOLE 9016
TRAVELERS PPTY CAS CORP NEW CL B 89420G406 50004 3170812 SH DEFINED 01 3170812
TRIBUNE CO NEW COM 896047107 7164 148321 SH DEFINED 01 148321
TUPPERWARE CORP COM 899896104 290 20222 SH DEFINED 01 20222
TYCO INTL LTD NEW COM 902124106 22377 1178986 SH DEFINED 01 1178986
TYSON FOODS INC CL A 902494103 7991 752435 SH DEFINED 01 752435
UIL HLDG CORP COM 902748102 468 11539 SH SOLE 11539
US BANCORP DEL COM NEW 902973304 152180 6211437 SH DEFINED 01 6211437
UNION PAC CORP COM 907818108 111275 1917866 SH DEFINED 01 1917866
UNISYS CORP COM 909214108 92996 7572990 SH DEFINED 01 7572990
UNITED DEFENSE INDS INC COM 91018B104 8632 332768 SH DEFINED 01 332768
UNITED PARCEL SERVICE INC CL B 911312106 18220 286032 SH DEFINED 01 286032
UNITED TECHNOLOGIES CORP COM 913017109 360777 5093558 SH DEFINED 01 5093558
UNITEDGLOBALCOM CL A 913247508 2423 475095 SH DEFINED 01 475095
UNITEDHEALTH GROUP INC COM 91324P102 882 17548 SH SOLE 17548
UNITEDHEALTH GROUP INC COM 91324P102 58562 1165410 SH DEFINED 01 1165410
UNITEDHEALTH GROUP INC COM 91324P102 1910 38000 SH DEFINED 04 38000
UNIVISION COMMUNICATIONS INC CL A 914906102 4007 131801 SH DEFINED 01 131801
VALERO ENERGY CORP NEW COM 91913Y100 5256 144683 SH DEFINED 01 144683
VALUEVISION MEDIA INC CL A 92047K107 62949 4604932 SH DEFINED 02 4604932
VALUEVISION MEDIA INC CL A 92047K107 82970 6069486 SH DEFINED 03 6069486
VAN KAMPEN SENIOR INCOME TR COM 920961109 53053 6741200 SH SOLE 6741200
VASOGEN INC COM 92232F103 2706 555556 SH DEFINED 01 555556
VASTERA INC COM 92239N109 304 51046 SH SOLE 51046
VERITAS SOFTWARE CO COM 923436109 7640 265103 SH DEFINED 01 265103
VERIZON COMMUNICATIONS COM 92343V104 338925 8591261 SH DEFINED 01 8591261
VERIZON COMMUNICATIONS COM 92343V104 1136 28800 SH DEFINED 04 28800
VIACOM INC CL B 925524308 616 14100 SH SOLE 14100
VIACOM INC CL B 925524308 264578 6059960 SH DEFINED 01 6059960
VIAD CORP COM 92552R109 17218 768999 SH DEFINED 01 768999
VISHAY INTERTECHNOLOGY INC COM 928298108 1806 136786 SH DEFINED 01 136786
VIVENDI UNIVERSAL SPON ADR NEW 92851S204 258 13998 SH SOLE 13998
VODAFONE GROUP PLC NEW SPONSORED ADR 92857W100 661 33630 SH SOLE 33630
VODAFONE GROUP PLC NEW SPONSORED ADR 92857W100 331346 16862403 SH DEFINED 01 16862403
VORNADO RLTY TR SH BEN INT 929042109 425 9739 SH SOLE 9739
VORNADO RLTY TR SH BEN INT 929042109 3270 75000 SH DEFINED 01 75000
VOTORANTIM CELULOSE E PAPEL SPONSORED ADR 92906P106 4305 222584 SH DEFINED 01 222584
WACHOVIA CORP 2ND NEW COM 929903102 632 15827 SH SOLE 15827
WACHOVIA CORP 2ND NEW COM 929903102 224801 5625641 SH DEFINED 01 5625641
WADDELL & REED FINL INC CL A 930059100 16151 629191 SH DEFINED 01 629191
WAL MART STORES INC COM 931142103 828 15427 SH SOLE 15427
WAL MART STORES INC COM 931142103 405743 7559954 SH DEFINED 01 7559954
WALGREEN CO COM 931422109 5475 181880 SH DEFINED 01 181880
WARNACO GROUP INC CL A NEW 934390402 52911 3939786 SH SOLE 3939786
WASHINGTON MUT INC COM 939322103 992 24011 SH SOLE 24011
WASHINGTON MUT INC COM 939322103 19057 461429 SH DEFINED 01 461429
WASHINGTON MUT INC COM 939322103 2110 51100 SH DEFINED 04 51100
WASTE MGMT INC DEL COM 94106L109 118596 4923049 SH DEFINED 01 4923049
WATERS CORP COM 941848103 1718 58992 SH DEFINED 01 58992
WATSON PHARMACEUTICALS INC COM 942683103 16474 408074 SH DEFINED 01 408074
WEBMD CORP COM 94769M105 12752 1173137 SH DEFINED 01 1173137
WEIGHT WATCHERS INTL INC NEW COM 948626106 3288 72278 SH DEFINED 01 72278
WELLPOINT HEALTH NETWORK NEW COM 94973H108 1770 21000 SH DEFINED 04 21000
WELLS FARGO & CO NEW COM 949746101 211584 4198091 SH DEFINED 01 4198091
WESTWOOD ONE INC COM 961815107 5374 158378 SH DEFINED 01 158378
WEYERHAEUSER CO COM 962166104 107035 1982126 SH DEFINED 01 1982126
WHIRLPOOL CORP COM 963320106 294 4622 SH SOLE 4622
WHIRLPOOL CORP COM 963320106 1360 21354 SH DEFINED 01 21354
WILLIAMS SONOMA INC COM 969904101 4128 141367 SH DEFINED 01 141367
WILTEL COMMUNICATNS GROUP IN COM 972487102 2644 177695 SH DEFINED 01 177695
WIMM BILL DANN FOODS OJSC SPONSORED ADR 97263M109 5320 262083 SH DEFINED 01 262083
WYETH COM 983024100 523658 11496338 SH DEFINED 01 11496338
XILINX INC COM 983919101 4818 190433 SH DEFINED 01 190433
YAHOO INC COM 984332106 51242 1567044 SH DEFINED 01 1567044
ZIMMER HLDGS INC COM 98956P102 2858 63444 SH DEFINED 01 63444
ZIONS BANCORPORATION COM 989701107 16459 325268 SH DEFINED 01 325268