UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F
FORM 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: December 31, 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 January 30, 2004
------------------- ------------- ----- ----------------
(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: 3
Form 13F Information Table Entry Total: 703
Form 13F Information Table Value Total: $36,493,385
(thousands)
List of Other Included Managers:
No. Form 13F File Number Name
-- -------------------- ----
01 028-05827 GE Asset Management
02 028-06513 GE Capital Equity Investments, Inc.
03 028-06519 National Broadcasting Company, Inc.
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 11108 268173 SH DEFINED 01 268173
ARCH CAP GROUP LTD ORD G0450A105 9861 247397 SH DEFINED 01 247397
AXIS CAPITAL HOLDINGS SHS G0692U109 108407 3702413 SH DEFINED 01 3702413
ACCENTURE LTD BERMUDA CL A G1150G111 1719 65300 SH DEFINED 01 65300
EVEREST RE GROUP LTD COM G3223R108 15651 185000 SH DEFINED 01 185000
FRESH DEL MONTE PRODUCE INC ORD G36738105 2061 86495 SH SOLE 86495
GLOBALSANTAFE CORP SHS G3930E101 4972 200247 SH DEFINED 01 200247
INGERSOLL-RAND COMPANY LTD CL A G4776G101 3391 49961 SH SOLE 49961
INGERSOLL-RAND COMPANY LTD CL A G4776G101 3373 49692 SH DEFINED 01 49692
NABORS INDUSTRIES LTD SHS G6359F103 97322 2345116 SH DEFINED 01 2345116
NOBLE CORPORATION SHS G65422100 4117 115078 SH DEFINED 01 115078
RENAISSANCE RE HLDGS LTD COM G7496G103 3679 75000 SH DEFINED 01 75000
WEATHERFORD INTERNATIONAL LT COM G95089101 8043 223408 SH DEFINED 01 223408
ALCON INC COM SHS H01301102 8173 135000 SH DEFINED 01 135000
BACKWEB TECHNOLOGIES LTD ORD M15633106 1711 1316304 SH DEFINED 01 1316304
CHECK POINT SOFTWARE TECH LT ORD M22465104 164 9704 SH SOLE 9704
CHECK POINT SOFTWARE TECH LT ORD M22465104 549 32567 SH DEFINED 01 32567
ORBOTECH LTD ORD M75253100 311 13006 SH DEFINED 01 13006
AFLAC INC COM 001055102 3483 96280 SH SOLE 96280
AFLAC INC COM 001055102 161867 4473948 SH DEFINED 01 4473948
AGCO CORP COM 001084102 6848 340000 SH DEFINED 01 340000
AES CORP COM 00130H105 1863 197307 SH DEFINED 01 197307
AMB PROPERTY CORP COM 00163T109 1356 41237 SH SOLE 41237
AMR CORP COM 001765106 179 13856 SH DEFINED 01 13856
AT&T CORP COM NEW 001957505 51534 2538613 SH DEFINED 01 2538613
AT&T WIRELESS SVCS INC COM 00209A106 11615 1453745 SH SOLE 1453745
AT&T WIRELESS SVCS INC COM 00209A106 5433 680019 SH DEFINED 01 680019
ABBOTT LABS COM 002824100 336882 7229224 SH DEFINED 01 7229224
ADOBE SYS INC COM 00724F101 554 14178 SH DEFINED 01 14178
ADVANCED FIBRE COMMUNICATION COM 00754A105 15098 749300 SH DEFINED 01 749300
ADVANCED MICRO DEVICES INC COM 007903107 1788 120000 SH DEFINED 01 120000
AFFILIATED COMPUTER SERVICES CL A 008190100 14428 264929 SH DEFINED 01 264929
AFFILIATED MANAGERS GROUP COM 008252108 5219 75000 SH DEFINED 01 75000
AFTERMARKET TECHNOLOGY CORP COM 008318107 22278 1623751 SH DEFINED 01 1623751
AGILENT TECHNOLOGIES INC COM 00846U101 5296 181122 SH DEFINED 01 181122
AIR PRODS & CHEMS INC COM 009158106 6514 123305 SH DEFINED 01 123305
ALCOA INC COM 013817101 97205 2558036 SH DEFINED 01 2558036
ALLEGHANY CORP DEL COM 017175100 12031 54070 SH DEFINED 01 54070
ALLETE INC COM 018522102 7650 250000 SH DEFINED 01 250000
ALLSTATE CORP COM 020002101 2286 53137 SH SOLE 53137
ALLSTATE CORP COM 020002101 155920 3624367 SH DEFINED 01 3624367
ALLTEL CORP COM 020039103 918 19705 SH SOLE 19705
ALLTEL CORP COM 020039103 6062 130152 SH DEFINED 01 130152
ALTRIA GROUP INC COM 02209S103 1123 20630 SH SOLE 20630
ALTRIA GROUP INC COM 02209S103 74961 1377452 SH DEFINED 01 1377452
AMBAC FINL GROUP INC COM 023139108 5140 74071 SH DEFINED 01 74071
AMBASSADORS GROUP INC COM 023177108 4698 200000 SH DEFINED 01 200000
AMBASSADORS INTL INC COM 023178106 2510 200000 SH DEFINED 01 200000
AMEREN CORP COM 023608102 3642 79166 SH DEFINED 01 79166
AMERICA MOVIL S A DE C V SPON ADR L SHS 02364W105 228 8327 SH SOLE 8327
AMERICA MOVIL S A DE C V SPON ADR L SHS 02364W105 20053 733459 SH DEFINED 01 733459
AMERICAN ELEC PWR INC COM 025537101 1991 65269 SH DEFINED 01 65269
AMERICAN EXPRESS CO COM 025816109 22 462 SH SOLE 462
AMERICAN EXPRESS CO COM 025816109 362068 7507111 SH DEFINED 01 7507111
AMERICAN GREETINGS CORP CL A 026375105 536 24494 SH DEFINED 01 24494
AMERICAN INTL GROUP INC COM 026874107 3571 53879 SH SOLE 53879
AMERICAN INTL GROUP INC COM 026874107 938877 14165308 SH DEFINED 01 14165308
AMERISOURCEBERGEN CORP COM 03073E105 15217 271000 SH DEFINED 01 271000
AMGEN INC COM 031162100 122015 1974668 SH DEFINED 01 1974668
AMSOUTH BANCORPORATION COM 032165102 1025 41819 SH SOLE 41819
ANALOG DEVICES INC COM 032654105 252596 5533328 SH DEFINED 01 5533328
ANGLO AMERN PLC ADR 03485P102 362 16374 SH SOLE 16374
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ANTHRACITE CAP INC COM 037023108 200 18040 SH SOLE 18040
AON CORP COM 037389103 10157 424269 SH DEFINED 01 424269
APACHE CORP COM 037411105 6878 84805 SH DEFINED 01 84805
APARTMENT INVT & MGMT CO CL A 03748R101 1546 44808 SH SOLE 44808
APARTMENT INVT & MGMT CO CL A 03748R101 3795 110000 SH DEFINED 01 110000
APOGENT TECHNOLOGIES INC COM 03760A101 8180 355031 SH DEFINED 01 355031
APPLIED MATLS INC COM 038222105 217138 9676384 SH DEFINED 01 9676384
ARACRUZ CELULOSE S A SPON ADR PFD B 038496204 62223 1775777 SH DEFINED 01 1775777
ARCH COAL INC COM 039380100 1559 50000 SH DEFINED 01 50000
ARCHSTONE SMITH TR COM 039583109 1346 48088 SH SOLE 48088
ARGONAUT TECHNOLOGIES INC COM 040175101 138 78455 SH SOLE 78455
ARROW ELECTRS INC COM 042735100 4355 188194 SH DEFINED 01 188194
ASTORIA FINL CORP COM 046265104 2601 69916 SH SOLE 69916
ASTORIA FINL CORP COM 046265104 3720 100000 SH DEFINED 01 100000
AUTOMATIC DATA PROCESSING IN COM 053015103 3448 87037 SH SOLE 87037
AUTOMATIC DATA PROCESSING IN COM 053015103 146631 3701878 SH DEFINED 01 3701878
AVALONBAY CMNTYS INC COM 053484101 1755 36712 SH SOLE 36712
AVAYA INC COM 053499109 1400 108196 SH DEFINED 01 108196
AVENTIS SPONSORED ADR 053561106 222 3355 SH SOLE 3355
AVERY DENNISON CORP COM 053611109 25404 453487 SH DEFINED 01 453487
AVON PRODS INC COM 054303102 18611 275759 SH DEFINED 01 275759
AXA SPONSORED ADR 054536107 1654 77016 SH SOLE 77016
AXCELIS TECHNOLOGIES INC COM 054540109 8006 779562 SH DEFINED 01 779562
BJ SVCS CO COM 055482103 4892 136275 SH DEFINED 01 136275
BP PLC SPONSORED ADR 055622104 3105 62926 SH SOLE 62926
BP PLC SPONSORED ADR 055622104 40675 824224 SH DEFINED 01 824224
BMC SOFTWARE INC COM 055921100 83004 4450590 SH DEFINED 01 4450590
BAKER HUGHES INC COM 057224107 112034 3483648 SH DEFINED 01 3483648
BANK OF AMERICA CORPORATION COM 060505104 3854 47923 SH SOLE 47923
BANK OF AMERICA CORPORATION COM 060505104 283014 3518761 SH DEFINED 01 3518761
BANK NEW YORK INC COM 064057102 22076 666535 SH DEFINED 01 666535
BANK ONE CORP COM 06423A103 86656 1900766 SH DEFINED 01 1900766
BANKNORTH GROUP INC NEW COM 06646R107 22812 701268 SH DEFINED 01 701268
BARRICK GOLD CORP COM 067901108 59701 2628857 SH DEFINED 01 2628857
BARR LABS INC COM 068306109 9311 121000 SH DEFINED 01 121000
BEAR STEARNS COS INC COM 073902108 2649 33130 SH SOLE 33130
BEAR STEARNS COS INC COM 073902108 4882 61060 SH DEFINED 01 61060
BED BATH & BEYOND INC COM 075896100 3417 78820 SH SOLE 78820
BED BATH & BEYOND INC COM 075896100 16117 371796 SH DEFINED 01 371796
BELLSOUTH CORP COM 079860102 2920 103179 SH SOLE 103179
BELLSOUTH CORP COM 079860102 16313 576439 SH DEFINED 01 576439
BEMIS INC COM 081437105 890 17808 SH DEFINED 01 17808
BERKSHIRE HATHAWAY INC DEL CL B 084670207 119975 42620 SH DEFINED 01 42620
BEST BUY INC COM 086516101 7507 143697 SH DEFINED 01 143697
BHP BILLITON LTD SPONSORED ADR 088606108 2109 115473 SH SOLE 115473
BIOGEN IDEC INC COM 09062X103 13841 377151 SH DEFINED 01 377151
BLACK & DECKER CORP COM 091797100 1348 27338 SH DEFINED 01 27338
BLACKROCK INC CL A 09247X101 31583 594674 SH DEFINED 01 594674
BLOCK H & R INC COM 093671105 3222 58182 SH DEFINED 01 58182
BOEING CO COM 097023105 7782 184680 SH DEFINED 01 184680
BORG WARNER INC COM 099724106 2379 27964 SH SOLE 27964
BOSTON PROPERTIES INC COM 101121101 1598 33164 SH SOLE 33164
BOSTON PROPERTIES INC COM 101121101 3614 75000 SH DEFINED 01 75000
BOSTON SCIENTIFIC CORP COM 101137107 12643 343923 SH DEFINED 01 343923
BOWATER INC COM 102183100 5557 120000 SH DEFINED 01 120000
BRASIL TELECOM PARTICIPACOES SPON ADR PFD 105530109 7634 201956 SH DEFINED 01 201956
BRINKER INTL INC COM 109641100 3079 92850 SH DEFINED 01 92850
BRISTOL MYERS SQUIBB CO COM 110122108 4025 140737 SH DEFINED 01 140737
BRITISH AWYS PLC ADR 2ND INSTAL 110419306 246 5905 SH SOLE 5905
BURLINGTON NORTHN SANTA FE C COM 12189T104 88780 2744368 SH DEFINED 01 2744368
BURLINGTON RES INC COM 122014103 196448 3547276 SH DEFINED 01 3547276
C D W CORP COM 12512N105 7508 129989 SH DEFINED 01 129989
CIGNA CORP COM 125509109 22033 383181 SH DEFINED 01 383181
CNOOC LTD SPONSORED ADR 126132109 211 5281 SH SOLE 5281
CVS CORP COM 126650100 3162 87548 SH SOLE 87548
CVS CORP COM 126650100 3906 108150 SH DEFINED 01 108150
CABOT CORP COM 127055101 5362 168397 SH DEFINED 01 168397
CAMDEN PPTY TR SH BEN INT 133131102 1691 38162 SH SOLE 38162
CANON INC ADR 138006309 1449 30424 SH SOLE 30424
CAPITAL ONE FINL CORP COM 14040H105 7 115 SH SOLE 115
CAPITAL ONE FINL CORP COM 14040H105 10567 172403 SH DEFINED 01 172403
CARDINAL HEALTH INC COM 14149Y108 3250 53141 SH SOLE 53141
CARDINAL HEALTH INC COM 14149Y108 478631 7825890 SH DEFINED 01 7825890
CAREMARK RX INC COM 141705103 10949 432245 SH DEFINED 01 432245
CARNIVAL CORP PAIRED CTF 143658300 364028 9162551 SH DEFINED 01 9162551
CARRAMERICA RLTY CORP COM 144418100 1015 34082 SH SOLE 34082
CATALINA MARKETING CORP COM 148867104 50277 2493876 SH DEFINED 01 2493876
CATALYTICA ENERGY SYS INC COM 148884109 641 183120 SH DEFINED 01 183120
CATELLUS DEV CORP NEW COM 149113102 1792 74283 SH SOLE 74283
CATERPILLAR INC DEL COM 149123101 95 1141 SH SOLE 1141
CATERPILLAR INC DEL COM 149123101 25959 312686 SH DEFINED 01 312686
CENDANT CORP COM 151313103 9091 408231 SH DEFINED 01 408231
CENTEX CORP COM 152312104 1923 17861 SH DEFINED 01 17861
CERTEGY INC COM 156880106 195166 5950177 SH DEFINED 01 5950177
CHARTER ONE FINL INC COM 160903100 885 25609 SH SOLE 25609
CHEESECAKE FACTORY INC COM 163072101 2260 51316 SH DEFINED 01 51316
CHESAPEAKE ENERGY CORP COM 165167107 1530 112695 SH SOLE 112695
CHEVRONTEXACO CORP COM 166764100 3628 41991 SH SOLE 41991
CHEVRONTEXACO CORP COM 166764100 41567 481157 SH DEFINED 01 481157
CHINA TELECOM CORP LTD SPON ADR H SHS 169426103 493 12091 SH SOLE 12091
CHIRON CORP COM 170040109 4913 86216 SH DEFINED 01 86216
CHOICEPOINT INC COM 170388102 4190 110000 SH DEFINED 01 110000
CHUBB CORP COM 171232101 23693 347922 SH DEFINED 01 347922
CINCINNATI BELL INC NEW COM 171871106 7769 1538460 SH DEFINED 01 1538460
CISCO SYS INC COM 17275R102 8 310 SH SOLE 310
CISCO SYS INC COM 17275R102 595479 24576122 SH DEFINED 01 24576122
CINTAS CORP COM 172908105 3726 74365 SH DEFINED 01 74365
CITIGROUP INC COM 172967101 3080 63455 SH SOLE 63455
CITIGROUP INC COM 172967101 1254966 25854268 SH DEFINED 01 25854268
CITY NATL CORP COM 178566105 9815 158000 SH DEFINED 01 158000
CLEAR CHANNEL COMMUNICATIONS COM 184502102 12567 268354 SH DEFINED 01 268354
CLOROX CO DEL COM 189054109 219672 4523716 SH DEFINED 01 4523716
COCA COLA CO COM 191216100 33919 668357 SH DEFINED 01 668357
COLGATE PALMOLIVE CO COM 194162103 273101 5456557 SH DEFINED 01 5456557
COMCAST CORP NEW CL A 20030N101 51661 1575515 SH DEFINED 01 1575515
COMCAST CORP NEW CL A SPL 20030N200 599872 19171379 SH DEFINED 01 19171379
COMPANHIA SIDERURGICA NACION SPONSORED ADR 20440W105 293 5474 SH SOLE 5474
COMPANHIA SIDERURGICA NACION SPONSORED ADR 20440W105 652 12173 SH DEFINED 01 12173
COMPANHIA VALE DO RIO DOCE SPON ADR PFD 204412100 58602 1137687 SH DEFINED 01 1137687
COMPANHIA VALE DO RIO DOCE SPONSORED ADR 204412209 109144 1865716 SH DEFINED 01 1865716
COMPANHIA PARANAENSE ENERG C SPON ADR PFD 20441B407 89 18692 SH DEFINED 01 18692
COMPANHIA DE BEBIDAS DAS AME SPON ADR PFD 20441W203 4863 190619 SH DEFINED 01 190619
COMPUTER SCIENCES CORP COM 205363104 6483 146570 SH DEFINED 01 146570
COMVERSE TECHNOLOGY INC COM PAR $0.10 205862402 875 49759 SH DEFINED 01 49759
CONAGRA FOODS INC COM 205887102 10348 392123 SH DEFINED 01 392123
CONCORD EFS INC COM 206197105 2574 173472 SH DEFINED 01 173472
CONOCOPHILLIPS COM 20825C104 1175 17923 SH SOLE 17923
CONOCOPHILLIPS COM 20825C104 261362 3986004 SH DEFINED 01 3986004
CONSECO INC COM NEW 208464883 2207 101233 SH SOLE 101233
CONSOLIDATED EDISON INC COM 209115104 4115 95671 SH DEFINED 01 95671
CONSTELLATION ENERGY GROUP I COM 210371100 2951 75360 SH DEFINED 01 75360
CONTINENTAL AIRLS INC CL B 210795308 216 13261 SH SOLE 13261
CONTINENTAL AIRLS INC CL B 210795308 57 3530 SH DEFINED 01 3530
CORIXA CORP COM 21887F100 895 148156 SH SOLE 148156
CORNING INC COM 219350105 5784 554529 SH DEFINED 01 554529
CORPORATE EXECUTIVE BRD CO COM 21988R102 3547 76000 SH DEFINED 01 76000
CORVIS CORP COM 221009103 64 37448 SH SOLE 37448
COSTCO WHSL CORP NEW COM 22160K105 38516 1035942 SH DEFINED 01 1035942
COUNTRYWIDE FINANCIAL CORP COM 222372104 4446 58614 SH DEFINED 01 58614
COUSINS PPTYS INC COM 222795106 1309 42773 SH SOLE 42773
COVENTRY HEALTH CARE INC COM 222862104 2428 37646 SH SOLE 37646
CREDIT SUISSE GROUP SPONSORED ADR 225401108 1167 32122 SH SOLE 32122
CREE INC COM 225447101 23307 1317500 SH DEFINED 01 1317500
CROWN CASTLE INTL CORP COM 228227104 849 76994 SH SOLE 76994
CULLEN FROST BANKERS INC COM 229899109 1420 35000 SH DEFINED 01 35000
CUMULUS MEDIA INC CL A 231082108 5854 266109 SH SOLE 266109
CYTYC CORP COM 232946103 29 2092 SH SOLE 2092
CYTYC CORP COM 232946103 167 12041 SH DEFINED 01 12041
DRS TECHNOLOGIES INC COM 23330X100 1110 39943 SH DEFINED 01 39943
DST SYS INC DEL COM 233326107 4134 99000 SH DEFINED 01 99000
DSP GROUP INC COM 23332B106 215 8607 SH DEFINED 01 8607
DTE ENERGY CO COM 233331107 12687 321998 SH DEFINED 01 321998
DANAHER CORP DEL COM 235851102 98229 1070621 SH DEFINED 01 1070621
DARDEN RESTAURANTS INC COM 237194105 2311 109840 SH DEFINED 01 109840
DEERE & CO COM 244199105 216940 3334977 SH DEFINED 01 3334977
DELL INC COM 24702R101 416667 12262133 SH DEFINED 01 12262133
DELPHI CORP COM 247126105 6 572 SH SOLE 572
DELPHI CORP COM 247126105 4084 400000 SH DEFINED 01 400000
DELUXE CORP COM 248019101 894 21631 SH SOLE 21631
DENTSPLY INTL INC NEW COM 249030107 169670 3756257 SH DEFINED 01 3756257
DEVELOPERS DIVERSIFIED RLTY COM 251591103 1082 32245 SH SOLE 32245
DEVON ENERGY CORP NEW COM 25179M103 56744 990990 SH DEFINED 01 990990
DIGITAL GENERATION SYS INC COM 253921100 2091 933520 SH SOLE 933520
DISNEY WALT CO COM DISNEY 254687106 58069 2489017 SH DEFINED 01 2489017
DR REDDYS LABS LTD ADR 256135203 5417 171166 SH DEFINED 01 171166
DOMINION RES INC VA NEW COM 25746U109 174591 2735257 SH DEFINED 01 2735257
DORAL FINL CORP COM 25811P100 2259 69996 SH SOLE 69996
DOVER CORP COM 260003108 350199 8810047 SH DEFINED 01 8810047
DOW CHEM CO COM 260543103 21013 505480 SH DEFINED 01 505480
DREYERS GRAND ICE CREAM HL I COM A CALL PUT 261877104 381 4900 SH DEFINED 01 4900
DU PONT E I DE NEMOURS & CO COM 263534109 92 2000 SH SOLE 2000
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ECI TELECOM LTD ORD 268258100 530 92738 SH DEFINED 01 92738
E M C CORP MASS COM 268648102 50607 3916937 SH DEFINED 01 3916937
ENSCO INTL INC COM 26874Q100 5787 213000 SH DEFINED 01 213000
ENI S P A SPONSORED ADR 26874R108 2327 24497 SH SOLE 24497
EATON CORP COM 278058102 69914 647471 SH DEFINED 01 647471
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EBAY INC COM 278642103 52292 809346 SH DEFINED 01 809346
ECOLAB INC COM 278865100 2162 78978 SH DEFINED 01 78978
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EMBRAER-EMPRESA BRASILEIRA D SP ADR PFD SHS 29081M102 293 8371 SH SOLE 8371
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EMCORE CORP COM 290846104 1083 230020 SH DEFINED 02 230020
EMERSON ELEC CO COM 291011104 49235 760382 SH DEFINED 01 760382
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ENTERCOM COMMUNICATIONS CORP CL A 293639100 1854 35000 SH DEFINED 01 35000
ENTERGY CORP NEW COM 29364G103 1013 17730 SH SOLE 17730
ENTERGY CORP NEW COM 29364G103 81352 1423974 SH DEFINED 01 1423974
EQUIFAX INC COM 294429105 93096 3799829 SH DEFINED 01 3799829
EQUITY RESIDENTIAL SH BEN INT 29476L107 5902 200000 SH DEFINED 01 200000
EXELON CORP COM 30161N101 1038 15639 SH SOLE 15639
EXELON CORP COM 30161N101 131248 1977820 SH DEFINED 01 1977820
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EXXON MOBIL CORP COM 30231G102 811451 19791476 SH DEFINED 01 19791476
FPL GROUP INC COM 302571104 2446 37396 SH SOLE 37396
FPL GROUP INC COM 302571104 9417 143947 SH DEFINED 01 143947
FAIRCHILD SEMICONDUCTOR INTL COM 303726103 2207 88372 SH DEFINED 01 88372
FAMILY DLR STORES INC COM 307000109 2372 66114 SH DEFINED 01 66114
FEDERAL HOME LN MTG CORP COM 313400301 86275 1479344 SH DEFINED 01 1479344
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FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 1064 27717 SH SOLE 27717
FEDERATED DEPT STORES INC DE COM 31410H101 3204 67979 SH SOLE 67979
FEDERATED DEPT STORES INC DE COM 31410H101 30517 647509 SH DEFINED 01 647509
FEDERATED INVS INC PA CL B 314211103 2540 86524 SH DEFINED 01 86524
FEDEX CORP COM 31428X106 2667 39513 SH DEFINED 01 39513
FIFTH THIRD BANCORP COM 316773100 4774 80777 SH DEFINED 01 80777
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FISERV INC COM 337738108 8959 226590 SH DEFINED 01 226590
FLAGSTAR BANCORP INC COM 337930101 2410 112493 SH SOLE 112493
FIRSTENERGY CORP COM 337932107 10698 303914 SH DEFINED 01 303914
FLEETBOSTON FINL CORP COM 339030108 96658 2214398 SH DEFINED 01 2214398
FORD MTR CO DEL COM PAR $0.01 345370860 4242 265152 SH DEFINED 01 265152
FOREST LABS INC COM 345838106 11551 186905 SH DEFINED 01 186905
FORTUNE BRANDS INC COM 349631101 3421 47851 SH DEFINED 01 47851
FRANKLIN RES INC COM 354613101 3633 69786 SH DEFINED 01 69786
FREEPORT-MCMORAN COPPER & GO CL B 35671D857 29491 699997 SH DEFINED 01 699997
GANNETT INC COM 364730101 39742 445737 SH DEFINED 01 445737
GAP INC DEL COM 364760108 6057 260963 SH DEFINED 01 260963
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GENERAL ELEC CO COM 369604103 41 1330 SH SOLE 1330
GENERAL ELEC CO COM 369604103 2970962 95899340 SH DEFINED 01 95899340
GENERAL GROWTH PPTYS INC COM 370021107 1774 63915 SH SOLE 63915
GENERAL MLS INC COM 370334104 132918 2934183 SH DEFINED 01 2934183
GENERAL MTRS CORP COM 370442105 41 772 SH SOLE 772
GENERAL MTRS CORP COM 370442105 10069 188561 SH DEFINED 01 188561
GENESIS HEALTHCARE CORP COM 37184D101 10570 463997 SH SOLE 463997
GENLYTE GROUP INC COM 372302109 2539 43499 SH SOLE 43499
GENZYME CORP COM GENL DIV 372917104 1167 23674 SH DEFINED 01 23674
GETTY IMAGES INC COM 374276103 4211 84000 SH DEFINED 01 84000
GILEAD SCIENCES INC COM 375558103 8164 140080 SH DEFINED 01 140080
GILLETTE CO COM 375766102 79484 2164021 SH DEFINED 01 2164021
GLOBAL POWER EQUIPMENT INC COM 37941P108 3584 536535 SH SOLE 536535
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TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 1112 38596 SH SOLE 38596
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TELE NORTE LESTE PART S A SPON ADR PFD 879246106 871 56461 SH DEFINED 01 56461
TELEFONICA S A SPONSORED ADR 879382208 192 4349 SH SOLE 4349
TELEFONICA S A SPONSORED ADR 879382208 5617 127104 SH DEFINED 01 127104
TELEFONOS DE MEXICO S A SPON ADR ORD L 879403780 9 270 SH SOLE 270
TELEFONOS DE MEXICO S A SPON ADR ORD L 879403780 7032 212883 SH DEFINED 01 212883
TELEPHONE & DATA SYS INC COM 879433100 1113 17790 SH SOLE 17790
TELEPHONE & DATA SYS INC COM 879433100 6608 105647 SH DEFINED 01 105647
TELESP CELULAR PART S A SPON ADR PFD 87952L108 440 66944 SH DEFINED 01 66944
TELUS CORP NON-VTG SHS 87971M202 207 11144 SH SOLE 11144
TENET HEALTHCARE CORP COM 88033G100 4815 300000 SH DEFINED 01 300000
TEVA PHARMACEUTICAL INDS LTD ADR 881624209 123 2167 SH SOLE 2167
TEVA PHARMACEUTICAL INDS LTD ADR 881624209 97929 1726847 SH DEFINED 01 1726847
TEXAS INSTRS INC COM 882508104 52091 1772999 SH DEFINED 01 1772999
TEXTRON INC COM 883203101 3720 65187 SH SOLE 65187
TEXTRON INC COM 883203101 11480 201188 SH DEFINED 01 201188
THERMO ELECTRON CORP COM 883556102 20611 817906 SH DEFINED 01 817906
3COM CORP COM 885535104 3252 398000 SH DEFINED 01 398000
3M CO COM 88579Y101 204 2400 SH SOLE 2400
3M CO COM 88579Y101 117708 1384313 SH DEFINED 01 1384313
TIDEWATER INC COM 886423102 1056 35337 SH SOLE 35337
TIME WARNER INC COM 887317105 161490 8976638 SH DEFINED 01 8976638
TIVO INC COM 888706108 7500 1013513 SH DEFINED 03 1013513
TORCHMARK CORP COM 891027104 9684 212643 SH DEFINED 01 212643
TOTAL S A SPONSORED ADR 89151E109 2968 32083 SH SOLE 32083
TRAVELERS PPTY CAS CORP NEW CL B 89420G406 4 228 SH SOLE 228
TRAVELERS PPTY CAS CORP NEW CL B 89420G406 40804 2404488 SH DEFINED 01 2404488
TRIBUNE CO NEW COM 896047107 46514 901439 SH DEFINED 01 901439
TUPPERWARE CORP COM 899896104 356 20533 SH DEFINED 01 20533
TYCO INTL LTD NEW COM 902124106 17 660 SH SOLE 660
TYCO INTL LTD NEW COM 902124106 29677 1119892 SH DEFINED 01 1119892
TYSON FOODS INC CL A 902494103 9391 709266 SH DEFINED 01 709266
UIL HLDG CORP COM 902748102 2207 48927 SH SOLE 48927
US BANCORP DEL COM NEW 902973304 198188 6655086 SH DEFINED 01 6655086
UNION PAC CORP COM 907818108 140294 2019205 SH DEFINED 01 2019205
UNION PLANTERS CORP COM 908068109 575 18262 SH SOLE 18262
UNISYS CORP COM 909214108 109340 7362950 SH DEFINED 01 7362950
UNITED DEFENSE INDS INC COM 91018B104 10500 329349 SH DEFINED 01 329349
UNITED PARCEL SERVICE INC CL B 911312106 51 688 SH SOLE 688
UNITED PARCEL SERVICE INC CL B 911312106 20945 280950 SH DEFINED 01 280950
UNITED TECHNOLOGIES CORP COM 913017109 446241 4708672 SH DEFINED 01 4708672
UNITEDGLOBALCOM CL A 913247508 4299 506986 SH DEFINED 01 506986
UNITEDHEALTH GROUP INC COM 91324P102 3665 62991 SH SOLE 62991
UNITEDHEALTH GROUP INC COM 91324P102 89325 1535316 SH DEFINED 01 1535316
UNIVISION COMMUNICATIONS INC CL A 914906102 2659 67000 SH DEFINED 01 67000
UNOCAL CORP COM 915289102 5575 151364 SH DEFINED 01 151364
V F CORP COM 918204108 486 11251 SH SOLE 11251
VALERO ENERGY CORP NEW COM 91913Y100 6514 140559 SH DEFINED 01 140559
VALUEVISION MEDIA INC CL A 92047K107 101360 6069486 SH DEFINED 03 6069486
VAN KAMPEN SENIOR INCOME TR COM 920961109 42193 4889100 SH SOLE 4889100
VASOGEN INC COM 92232F103 4167 555556 SH DEFINED 01 555556
VASTERA INC COM 92239N109 204 51046 SH SOLE 51046
VERITAS SOFTWARE CO COM 923436109 8656 233815 SH DEFINED 01 233815
VERIZON COMMUNICATIONS COM 92343V104 243359 6937254 SH DEFINED 01 6937254
VIACOM INC CL B 925524308 2482 55936 SH SOLE 55936
VIACOM INC CL B 925524308 376388 8481038 SH DEFINED 01 8481038
VIAD CORP COM 92552R109 18759 750377 SH DEFINED 01 750377
VISHAY INTERTECHNOLOGY INC COM 928298108 3132 136786 SH DEFINED 01 136786
VIVENDI UNIVERSAL SPON ADR NEW 92851S204 1116 45945 SH SOLE 45945
VODAFONE GROUP PLC NEW SPONSORED ADR 92857W100 3258 130129 SH SOLE 130129
VODAFONE GROUP PLC NEW SPONSORED ADR 92857W100 530256 21176376 SH DEFINED 01 21176376
VORNADO RLTY TR SH BEN INT 929042109 1709 31207 SH SOLE 31207
VORNADO RLTY TR SH BEN INT 929042109 4106 75000 SH DEFINED 01 75000
WACHOVIA CORP 2ND NEW COM 929903102 2586 55511 SH SOLE 55511
WACHOVIA CORP 2ND NEW COM 929903102 178119 3823110 SH DEFINED 01 3823110
WADDELL & REED FINL INC CL A 930059100 18502 788650 SH DEFINED 01 788650
WAL MART STORES INC COM 931142103 3032 57147 SH SOLE 57147
WAL MART STORES INC COM 931142103 409679 7722515 SH DEFINED 01 7722515
WALGREEN CO COM 931422109 6527 179410 SH DEFINED 01 179410
WARNACO GROUP INC COM NEW 934390402 38915 2439786 SH SOLE 2439786
WASHINGTON MUT INC COM 939322103 3525 87852 SH SOLE 87852
WASHINGTON MUT INC COM 939322103 15605 388969 SH DEFINED 01 388969
WASTE MGMT INC DEL COM 94106L109 140529 4747608 SH DEFINED 01 4747608
WATERS CORP COM 941848103 5471 164985 SH DEFINED 01 164985
WATSON PHARMACEUTICALS INC COM 942683103 3 65 SH SOLE 65
WATSON PHARMACEUTICALS INC COM 942683103 8714 189442 SH DEFINED 01 189442
WEBMD CORP COM 94769M105 10017 1114195 SH DEFINED 01 1114195
WEIGHT WATCHERS INTL INC NEW COM 948626106 4374 114000 SH DEFINED 01 114000
WELLPOINT HEALTH NETWORK NEW COM 94973H108 6216 64084 SH DEFINED 01 64084
WELLS FARGO & CO NEW COM 949746101 229610 3898969 SH DEFINED 01 3898969
WESTWOOD ONE INC COM 961815107 6534 191004 SH DEFINED 01 191004
WEYERHAEUSER CO COM 962166104 118638 1853723 SH DEFINED 01 1853723
WHIRLPOOL CORP COM 963320106 1050 14446 SH SOLE 14446
WHIRLPOOL CORP COM 963320106 1539 21177 SH DEFINED 01 21177
WILLIAMS SONOMA INC COM 969904101 4624 133000 SH DEFINED 01 133000
WISCONSIN ENERGY CORP COM 976657106 9199 275000 SH DEFINED 01 275000
WRIGLEY WM JR CO COM 982526105 7683 136681 SH DEFINED 01 136681
WYETH COM 983024100 582251 13716164 SH DEFINED 01 13716164
XILINX INC COM 983919101 6377 165090 SH DEFINED 01 165090
YAHOO INC COM 984332106 958 21285 SH SOLE 21285
YAHOO INC COM 984332106 92859 2062165 SH DEFINED 01 2062165
ZIMMER HLDGS INC COM 98956P102 17142 243489 SH DEFINED 01 243489
ZIONS BANCORPORATION COM 989701107 16463 268393 SH DEFINED 01 268393