UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F
FORM 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: March 31, 2004
Check here if Amendment [X]; Amendment Number: 1
This Amendment (Check only one.): [X] 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 May 21, 2004
------------------- ------------- ----- ----------------
(Signature) (City, State) (Zip) (Date)
As a result of an arithmetic error, several security holdings of GE Asset
Management were reported incorrectly in the Form 13-F filed on May 12, 2004.
Attached hereto is a revised schedule reporting the corrected information for GE
Asset Management.
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: 1
Form 13F Information Table Entry Total: 540
Form 13F Information Table Value Total: $36,372,183
(thousands)
List of Other Included Managers:
No. Form 13F File Number Name
-- -------------------- ----
01 028-05827 GE Asset Management
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 13507 316624 SH 01 316624
ARCH CAP GROUP LTD ORD G0450A105 24442 580560 SH 01 580560
AXIS CAPITAL HOLDINGS SHS G0692U109 109406 3702413 SH 01 3702413
ACCENTURE LTD BERMUDA CL A G1150G111 1595 64301 SH 01 64301
EVEREST RE GROUP LTD COM G3223R108 15208 178000 SH 01 178000
GLOBALSANTAFE CORP SHS G3930E101 4737 170590 SH 01 170590
INGERSOLL-RAND COMPANY LTD CL A G4776G101 3352 49547 SH 01 49547
NABORS INDUSTRIES LTD SHS G6359F103 98913 2162037 SH 01 2162037
NOBLE CORPORATION SHS G65422100 2377 61859 SH 01 61859
RENAISSANCE RE HLDGS LTD COM G7496G103 3614 69500 SH 01 69500
WEATHERFORD INTERNATIONAL LT COM G95089101 9036 215000 SH 01 215000
ALCON INC COM SHS H01301102 8546 135000 SH 01 135000
SBS BROADCASTING SA ORD L8137F102 6288 175585 SH 01 175585
BACKWEB TECHNOLOGIES LTD ORD M15633106 1185 1316304 SH 01 1316304
CHECK POINT SOFTWARE TECH LT ORD M22465104 440 19328 SH 01 19328
ORBOTECH LTD ORD M75253100 310 12880 SH 01 12880
AFLAC INC COM 001055102 188361 4692604 SH 01 4692604
AGCO CORP COM 001084102 7041 340000 SH 01 340000
AES CORP COM 00130H105 1683 197307 SH 01 197307
AMR CORP COM 001765106 176 13856 SH 01 13856
AT&T CORP COM NEW 001957505 40996 2094831 SH 01 2094831
AT&T WIRELESS SVCS INC COM 00209A106 8496 624263 SH 01 624263
ABBOTT LABS COM 002824100 345289 8401203 SH 01 8401203
ADOBE SYS INC COM 00724F101 3761 95712 SH 01 95712
ADVANCED FIBRE COMMUNICATION COM 00754A105 17203 778777 SH 01 778777
ADVANCED MICRO DEVICES INC COM 007903107 1948 120000 SH 01 120000
AFFILIATED COMPUTER SERVICES CL A 008190100 13423 258625 SH 01 258625
AFFILIATED MANAGERS GROUP COM 008252108 6140 112500 SH 01 112500
AFTERMARKET TECHNOLOGY CORP COM 008318107 20524 1397165 SH 01 1397165
AGILENT TECHNOLOGIES INC COM 00846U101 4604 145573 SH 01 145573
AIR PRODS & CHEMS INC COM 009158106 5631 112351 SH 01 112351
ALCAN INC COM 013716105 896 20000 SH 01 20000
ALCOA INC COM 013817101 87578 2524602 SH 01 2524602
ALLEGHANY CORP DEL COM 017175100 13639 55151 SH 01 55151
ALLETE INC COM 018522102 7018 200000 SH 01 200000
ALLSTATE CORP COM 020002101 178465 3925765 SH 01 3925765
ALLTEL CORP COM 020039103 998 20000 SH 01 20000
ALTRIA GROUP INC COM 02209S103 62595 1149590 SH 01 1149590
AMBAC FINL GROUP INC COM 023139108 5467 74101 SH 01 74101
AMBASSADORS GROUP INC COM 023177108 4950 200000 SH 01 200000
AMBASSADORS INTL INC COM 023178106 2622 200000 SH 01 200000
AMEREN CORP COM 023608102 4218 91518 SH 01 91518
AMERICA MOVIL S A DE C V SPON ADR L SHS 02364W105 60318 1560620 SH 01 1560620
AMERICAN ELEC PWR INC COM 025537101 11742 356675 SH 01 356675
AMERICAN EXPRESS CO COM 025816109 334314 6447715 SH 01 6447715
AMERICAN GREETINGS CORP CL A 026375105 558 24494 SH 01 24494
AMERICAN INTL GROUP INC COM 026874107 1012580 14191724 SH 01 14191724
AMERISOURCEBERGEN CORP COM 03073E105 13998 256000 SH 01 256000
AMGEN INC COM 031162100 137933 2372028 SH 01 2372028
ANALOG DEVICES INC COM 032654105 248382 5173537 SH 01 5173537
ANHEUSER BUSCH COS INC COM 035229103 156028 3059371 SH 01 3059371
APARTMENT INVT & MGMT CO CL A 03748R101 7773 250000 SH 01 250000
APPLIED MATLS INC COM 038222105 209457 9819823 SH 01 9819823
ARACRUZ CELULOSE S A SPON ADR PFD B 038496204 65421 1710355 SH 01 1710355
ARCH COAL INC COM 039380100 1570 50000 SH 01 50000
ARROW ELECTRS INC COM 042735100 4791 188194 SH 01 188194
ASTORIA FINL CORP COM 046265104 3803 100000 SH 01 100000
AUTOMATIC DATA PROCESSING IN COM 053015103 151240 3600951 SH 01 3600951
AVAYA INC COM 053499109 4826 303892 SH 01 303892
AVERY DENNISON CORP COM 053611109 27691 445118 SH 01 445118
AVON PRODS INC COM 054303102 13271 174916 SH 01 174916
BJ SVCS CO COM 055482103 5253 121409 SH 01 121409
BP PLC SPONSORED ADR 055622104 30093 587755 SH 01 587755
BMC SOFTWARE INC COM 055921100 83280 4259870 SH 01 4259870
BAKER HUGHES INC COM 057224107 55174 1512433 SH 01 1512433
BANK OF AMERICA CORPORATION COM 060505104 399226 4929935 SH 01 4929935
BANK NEW YORK INC COM 064057102 15783 501035 SH 01 501035
BANK ONE CORP COM 06423A103 103712 1902276 SH 01 1902276
BANKNORTH GROUP INC NEW COM 06646R107 23871 701268 SH 01 701268
BARRICK GOLD CORP COM 067901108 61040 2566845 SH 01 2566845
BARR PHARMACEUTICALS INC COM 068306109 8331 181500 SH 01 181500
BEAR STEARNS COS INC COM 073902108 5085 58000 SH 01 58000
BED BATH & BEYOND INC COM 075896100 19409 463214 SH 01 463214
BELLSOUTH CORP COM 079860102 14635 528546 SH 01 528546
BERKSHIRE HATHAWAY INC DEL CL B 084670207 121031 38904 SH 01 38904
BEST BUY INC COM 086516101 10531 203612 SH 01 203612
BIOGEN IDEC INC COM 09062X103 14258 256441 SH 01 256441
BLACK & DECKER CORP COM 091797100 1529 26861 SH 01 26861
BLACKROCK INC CL A 09247X101 35472 579898 SH 01 579898
BLOCK H & R INC COM 093671105 2960 58013 SH 01 58013
BOEING CO COM 097023105 6290 153148 SH 01 153148
BOSTON PROPERTIES INC COM 101121101 4073 75000 SH 01 75000
BOSTON SCIENTIFIC CORP COM 101137107 16018 377962 SH 01 377962
BOWATER INC COM 102183100 5236 120000 SH 01 120000
BRASIL TELECOM PARTICIPACOES SPON ADR PFD 105530109 5776 169138 SH 01 169138
BRINKER INTL INC COM 109641100 3522 92850 SH 01 92850
BURLINGTON NORTHN SANTA FE C COM 12189T104 93097 2955455 SH 01 2955455
BURLINGTON RES INC COM 122014103 237914 3739016 SH 01 3739016
C D W CORP COM 12512N105 8789 129989 SH 01 129989
CIGNA CORP COM 125509109 17823 301985 SH 01 301985
CVS CORP COM 126650100 3818 108150 SH 01 108150
CABOT CORP COM 127055101 5523 168397 SH 01 168397
CAPITAL ONE FINL CORP COM 14040H105 12114 160603 SH 01 160603
CARDINAL HEALTH INC COM 14149Y108 543098 7882409 SH 01 7882409
CAREMARK RX INC COM 141705103 14372 432245 SH 01 432245
CARNIVAL CORP PAIRED CTF 143658300 383925 8548760 SH 01 8548760
CATALINA MARKETING CORP COM 148867104 32311 1666398 SH 01 1666398
CATALYTICA ENERGY SYS INC COM 148884109 654 183120 SH 01 183120
CATERPILLAR INC DEL COM 149123101 29661 375118 SH 01 375118
CENDANT CORP COM 151313103 9876 404910 SH 01 404910
CENTEX CORP COM 152312104 1907 35282 SH 01 35282
CERTEGY INC COM 156880106 213794 6104904 SH 01 6104904
CHEESECAKE FACTORY INC COM 163072101 2366 51316 SH 01 51316
CHEVRONTEXACO CORP COM 166764100 42039 478912 SH 01 478912
CHIRON CORP COM 170040109 1901 43197 SH 01 43197
CHOICEPOINT INC COM 170388102 4183 110000 SH 01 110000
CHUBB CORP COM 171232101 25137 361482 SH 01 361482
CINCINNATI BELL INC NEW COM 171871106 1565 384615 SH 01 384615
CINERGY CORP COM 172474108 2453 60000 SH 01 60000
CISCO SYS INC COM 17275R102 556877 23626523 SH 01 23626523
CINTAS CORP COM 172908105 3231 74303 SH 01 74303
CITIGROUP INC COM 172967101 1346078 26036326 SH 01 26036326
CITY NATL CORP COM 178566105 9464 158000 SH 01 158000
CLEAR CHANNEL COMMUNICATIONS COM 184502102 11255 265769 SH 01 265769
CLOROX CO DEL COM 189054109 248086 5072296 SH 01 5072296
COCA COLA CO COM 191216100 33397 663958 SH 01 663958
COLGATE PALMOLIVE CO COM 194162103 321557 5835884 SH 01 5835884
COMCAST CORP NEW CL A 20030N101 44700 1554230 SH 01 1554230
COMCAST CORP NEW CL A SPL 20030N200 476055 17093530 SH 01 17093530
COMPANHIA SIDERURGICA NACION SPONSORED ADR 20440W105 830 12173 SH 01 12173
COMPANHIA VALE DO RIO DOCE SPON ADR PFD 204412100 56198 1199532 SH 01 1199532
COMPANHIA VALE DO RIO DOCE SPONSORED ADR 204412209 103827 1891198 SH 01 1891198
COMPANHIA PARANAENSE ENERG C SPON ADR PFD 20441B407 72 18692 SH 01 18692
COMPANHIA DE BEBIDAS DAS AME SPON ADR PFD 20441W203 679 33934 SH 01 33934
COMPUTER SCIENCES CORP COM 205363104 5911 146570 SH 01 146570
COMVERSE TECHNOLOGY INC COM PAR $0.10 205862402 5351 295000 SH 01 295000
CONAGRA FOODS INC COM 205887102 2743 101823 SH 01 101823
CONEXANT SYSTEMS INC COM 207142100 3 524 SH 01 524
CONOCOPHILLIPS COM 20825C104 266738 3820913 SH 01 3820913
CONSOLIDATED EDISON INC COM 209115104 4213 95539 SH 01 95539
CONSTELLATION ENERGY GROUP I COM 210371100 3921 98159 SH 01 98159
CONTINENTAL AIRLS INC CL B 210795308 44 3530 SH 01 3530
CORINTHIAN COLLEGES INC COM 218868107 4357 132000 SH 01 132000
CORNING INC COM 219350105 6181 552886 SH 01 552886
CORPORATE EXECUTIVE BRD CO COM 21988R102 3572 76000 SH 01 76000
COSTCO WHSL CORP NEW COM 22160K105 35341 939665 SH 01 939665
COX COMMUNICATIONS INC NEW CL A 224044107 6162 195000 SH 01 195000
CREE INC COM 225447101 22230 1000000 SH 01 1000000
CULLEN FROST BANKERS INC COM 229899109 1497 35000 SH 01 35000
CYTYC CORP COM 232946103 268 12041 SH 01 12041
DST SYS INC DEL COM 233326107 4490 99000 SH 01 99000
DTE ENERGY CO COM 233331107 12241 297463 SH 01 297463
DANAHER CORP DEL COM 235851102 87217 934104 SH 01 934104
DARDEN RESTAURANTS INC COM 237194105 2287 92257 SH 01 92257
DEERE & CO COM 244199105 228625 3298582 SH 01 3298582
DELL INC COM 24702R101 411479 12239113 SH 01 12239113
DELPHI CORP COM 247126105 3984 400000 SH 01 400000
DENTSPLY INTL INC NEW COM 249030107 170442 3844855 SH 01 3844855
DEVON ENERGY CORP NEW COM 25179M103 64336 1106386 SH 01 1106386
DISNEY WALT CO COM DISNEY 254687106 33000 1320521 SH 01 1320521
DR REDDYS LABS LTD ADR 256135203 27208 1136050 SH 01 1136050
DOMINION RES INC VA NEW COM 25746U109 189781 2951496 SH 01 2951496
DOVER CORP COM 260003108 344631 8889116 SH 01 8889116
DOW CHEM CO COM 260543103 28571 709301 SH 01 709301
DREYERS GRAND ICE CREAM HL I COM A CALL PUT 261877104 388 4900 SH 01 4900
DU PONT E I DE NEMOURS & CO COM 263534109 36541 865482 SH 01 865482
DUKE ENERGY CORP COM 264399106 8626 381694 SH 01 381694
ECI TELECOM LTD ORD 268258100 553 92738 SH 01 92738
E M C CORP MASS COM 268648102 52482 3856117 SH 01 3856117
ENSCO INTL INC COM 26874Q100 6000 213000 SH 01 213000
EATON CORP COM 278058102 67661 1204147 SH 01 1204147
EBAY INC COM 278642103 56658 817811 SH 01 817811
ECOLAB INC COM 278865100 1764 61832 SH 01 61832
EDWARDS AG INC COM 281760108 4303 110000 SH 01 110000
ELECTRONIC ARTS INC COM 285512109 3608 67132 SH 01 67132
EMBRAER-EMPRESA BRASILEIRA D SP ADR PFD SHS 29081M102 146175 4553748 SH 01 4553748
EMERSON ELEC CO COM 291011104 44260 738648 SH 01 738648
EMPRESA NACIONAL DE ELCTRCID SPONSORED ADR 29244T101 193 15800 SH 01 15800
ENCANA CORP COM 292505104 103828 2407894 SH 01 2407894
ENERSIS S A SPONSORED ADR 29274F104 3819 593934 SH 01 593934
ENTERCOM COMMUNICATIONS CORP CL A 293639100 3395 75000 SH 01 75000
ENTERGY CORP NEW COM 29364G103 83038 1395605 SH 01 1395605
EQUIFAX INC COM 294429105 62228 2410056 SH 01 2410056
EQUITY RESIDENTIAL SH BEN INT 29476L107 5970 200000 SH 01 200000
EXELON CORP COM 30161N101 131402 1907967 SH 01 1907967
EXXON MOBIL CORP COM 30231G102 890320 21407073 SH 01 21407073
FPL GROUP INC COM 302571104 7209 107838 SH 01 107838
FAIRCHILD SEMICONDUCTOR INTL COM 303726103 4050 168520 SH 01 168520
FAMILY DLR STORES INC COM 307000109 14469 402480 SH 01 402480
FEDERAL HOME LN MTG CORP COM 313400301 86309 1461386 SH 01 1461386
FEDERAL NATL MTG ASSN COM 313586109 748686 10069754 SH 01 10069754
FEDERATED DEPT STORES INC DE COM 31410H101 28530 527836 SH 01 527836
FEDEX CORP COM 31428X106 1910 25412 SH 01 25412
FIFTH THIRD BANCORP COM 316773100 6050 109257 SH 01 109257
FIRST DATA CORP COM 319963104 862595 20460025 SH 01 20460025
FISERV INC COM 337738108 8102 226499 SH 01 226499
FIRSTENERGY CORP COM 337932107 13353 341690 SH 01 341690
FLEETBOSTON FINL CORP COM 339030108 113372 2524984 SH 01 2524984
FORD MTR CO DEL COM PAR $0.01 345370860 3588 264382 SH 01 264382
FOREST LABS INC COM 345838106 9246 129102 SH 01 129102
FORTUNE BRANDS INC COM 349631101 3656 47712 SH 01 47712
FRANKLIN RES INC COM 354613101 13208 237216 SH 01 237216
FREEPORT-MCMORAN COPPER & GO CL B 35671D857 70894 1813607 SH 01 1813607
GANNETT INC COM 364730101 38755 439695 SH 01 439695
GAP INC DEL COM 364760108 3210 146451 SH 01 146451
GENERAL DYNAMICS CORP COM 369550108 124867 1397822 SH 01 1397822
GENERAL ELEC CO COM 369604103 2919730 95666116 SH 01 95666116
GENERAL MLS INC COM 370334104 50321 1078008 SH 01 1078008
GENERAL MTRS CORP COM 370442105 8807 186986 SH 01 186986
GENZYME CORP COM GENL DIV 372917104 1107 23674 SH 01 23674
GETTY IMAGES INC COM 374276103 4534 84000 SH 01 84000
GILEAD SCIENCES INC COM 375558103 7767 140080 SH 01 140080
GILLETTE CO COM 375766102 75557 1932408 SH 01 1932408
GOLD FIELDS LTD NEW SPONSORED ADR 38059T106 432 32821 SH 01 32821
GOLDEN WEST FINL CORP DEL COM 381317106 5698 50900 SH 01 50900
GOLDMAN SACHS GROUP INC COM 38141G104 85359 818004 SH 01 818004
GRUPO TELEVISA SA DE CV SP ADR REP ORD 40049J206 54499 1151231 SH 01 1151231
GRUPO AEROPORTUARIO DEL SURE SPON ADR SER B 40051E202 7360 352980 SH 01 352980
GUIDANT CORP COM 401698105 7897 124610 SH 01 124610
HCA INC COM 404119109 23293 573433 SH 01 573433
HALLIBURTON CO COM 406216101 9634 317024 SH 01 317024
HARLEY DAVIDSON INC COM 412822108 118635 2224132 SH 01 2224132
HARRIS CORP DEL COM 413875105 7939 164000 SH 01 164000
HARSCO CORP COM 415864107 5746 126284 SH 01 126284
HARTFORD FINL SVCS GROUP INC COM 416515104 125016 1962582 SH 01 1962582
HEINZ H J CO COM 423074103 9049 242655 SH 01 242655
HERSHEY FOODS CORP COM 427866108 6764 81647 SH 01 81647
HEWLETT PACKARD CO COM 428236103 134032 5868282 SH 01 5868282
HILTON HOTELS CORP COM 432848109 51262 3154554 SH 01 3154554
HOME DEPOT INC COM 437076102 519746 13911818 SH 01 13911818
HONEYWELL INTL INC COM 438516106 47795 1411974 SH 01 1411974
HUANENG PWR INTL INC SPON ADR N 443304100 7303 93250 SH 01 93250
HUGOTON RTY TR TEX UNIT BEN INT 444717102 16227 738600 SH 01 738600
IMS HEALTH INC COM 449934108 9537 410000 SH 01 410000
ICICI BK LTD ADR 45104G104 633 39657 SH 01 39657
ILLINOIS TOOL WKS INC COM 452308109 8062 101749 SH 01 101749
INTEL CORP COM 458140100 557904 20511185 SH 01 20511185
INTERACTIVECORP COM 45840Q101 115767 3660041 SH 01 3660041
INTERNAP NETWORK SVCS CORP COM 45885A102 71 41244 SH 01 41244
INTERNATIONAL BUSINESS MACHS COM 459200101 355316 3868859 SH 01 3868859
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 1651 46515 SH 01 46515
INTERNATIONAL GAME TECHNOLOG COM 459902102 4947 110029 SH 01 110029
INTL PAPER CO COM 460146103 6968 164877 SH 01 164877
INTERPUBLIC GROUP COS INC COM 460690100 3258 211821 SH 01 211821
INTERSIL CORP CL A 46069S109 4014 180000 SH 01 180000
INTUIT COM 461202103 292838 6561454 SH 01 6561454
ISHARES TR S&P 500 INDEX 464287200 317 2798 SH 01 2798
IVAX CORP COM 465823102 3040 133501 SH 01 133501
IXYS CORP COM 46600W106 219 23284 SH 01 23284
J P MORGAN CHASE & CO COM 46625H100 143315 3416323 SH 01 3416323
JACOBS ENGR GROUP INC DEL COM 469814107 3345 75000 SH 01 75000
JOHNSON & JOHNSON COM 478160104 662988 13071531 SH 01 13071531
JONES APPAREL GROUP INC COM 480074103 11207 310000 SH 01 310000
KLA-TENCOR CORP COM 482480100 282 5599 SH 01 5599
KB HOME COM 48666K109 1188 14706 SH 01 14706
KELLOGG CO COM 487836108 27388 697952 SH 01 697952
KEYCORP NEW COM 493267108 3029 100000 SH 01 100000
KEYSPAN CORP COM 49337W100 5932 155196 SH 01 155196
KIMBERLY CLARK CORP COM 494368103 213594 3385014 SH 01 3385014
KIMCO REALTY CORP COM 49446R109 1680 32950 SH 01 32950
KINDER MORGAN INC KANS COM 49455P101 4250 67444 SH 01 67444
KOHLS CORP COM 500255104 6692 138472 SH 01 138472
KOOKMIN BK NEW SPONSORED ADR 50049M109 5365 132604 SH 01 132604
KROGER CO COM 501044101 16031 963411 SH 01 963411
L-3 COMMUNICATIONS HLDGS INC COM 502424104 11429 192149 SH 01 192149
LAIDLAW INTL INC COM 50730R102 15803 1086083 SH 01 1086083
LAUDER ESTEE COS INC CL A 518439104 4279 96500 SH 01 96500
LEAR CORP COM 521865105 6568 106000 SH 01 106000
LEAPFROG ENTERPRISES INC CL A 52186N106 1935 100000 SH 01 100000
LEGGETT & PLATT INC COM 524660107 1474 62161 SH 01 62161
LEGG MASON INC COM 524901105 11505 124000 SH 01 124000
LEXMARK INTL NEW CL A 529771107 3853 41883 SH 01 41883
LIBERTY MEDIA CORP NEW COM SER A 530718105 630585 57587630 SH 01 57587630
LILLY ELI & CO COM 532457108 25168 376206 SH 01 376206
LIMITED BRANDS INC COM 532716107 1283 64126 SH 01 64126
LINCARE HLDGS INC COM 532791100 230563 7342759 SH 01 7342759
LINCOLN NATL CORP IND COM 534187109 61977 1309745 SH 01 1309745
LINEAR TECHNOLOGY CORP COM 535678106 1819 49049 SH 01 49049
LOCKHEED MARTIN CORP COM 539830109 132650 2906445 SH 01 2906445
LOWES COS INC COM 548661107 108208 1927813 SH 01 1927813
LUBRIZOL CORP COM 549271104 3149 100000 SH 01 100000
M & T BK CORP COM 55261F104 10011 111415 SH 01 111415
MBIA INC COM 55262C100 6270 100000 SH 01 100000
MBNA CORP COM 55262L100 14585 527881 SH 01 527881
MACROVISION CORP COM 555904101 2399 126999 SH 01 126999
MAGUIRE PPTYS INC COM 559775101 8843 345448 SH 01 345448
MANHATTAN ASSOCS INC COM 562750109 3421 122981 SH 01 122981
MANOR CARE INC NEW COM 564055101 11250 318777 SH 01 318777
MARKETWATCH COM INC COM 570619106 5704 409194 SH 01 409194
MARSH & MCLENNAN COS INC COM 571748102 249559 5390033 SH 01 5390033
MARRIOTT INTL INC NEW CL A 571903202 5491 129055 SH 01 129055
MARTIN MARIETTA MATLS INC COM 573284106 9823 212800 SH 01 212800
MASCO CORP COM 574599106 3093 101601 SH 01 101601
MATTEL INC COM 577081102 2836 153789 SH 01 153789
MAXIM INTEGRATED PRODS INC COM 57772K101 3108 66162 SH 01 66162
MAYTAG CORP COM 578592107 780 24712 SH 01 24712
MCDONALDS CORP COM 580135101 14460 506142 SH 01 506142
MCGRAW HILL COS INC COM 580645109 3734 49039 SH 01 49039
MEADWESTVACO CORP COM 583334107 20387 720654 SH 01 720654
MEDICAL STAFFING NETWK HLDGS COM 58463F104 8624 1095794 SH 01 1095794
MEDIMMUNE INC COM 584699102 1996 86468 SH 01 86468
MEDTRONIC INC COM 585055106 55113 1154204 SH 01 1154204
MELLON FINL CORP COM 58551A108 230174 7356154 SH 01 7356154
MERCK & CO INC COM 589331107 75107 1699631 SH 01 1699631
MERRILL LYNCH & CO INC COM 590188108 23799 399586 SH 01 399586
METLIFE INC COM 59156R108 20777 582319 SH 01 582319
METTLER TOLEDO INTERNATIONAL COM 592688105 18043 406367 SH 01 406367
MICHAELS STORES INC COM 594087108 10794 222000 SH 01 222000
MICROSOFT CORP COM 594918104 912138 36587985 SH 01 36587985
MICROCHIP TECHNOLOGY INC COM 595017104 4333 164000 SH 01 164000
MICRON TECHNOLOGY INC COM 595112103 359 21510 SH 01 21510
MILLENNIUM PHARMACEUTICALS I COM 599902103 845 50000 SH 01 50000
MOBILE TELESYSTEMS OJSC SPONSORED ADR 607409109 12496 95029 SH 01 95029
MOLEX INC CL A 608554200 304836 11701962 SH 01 11701962
MORGAN STANLEY COM NEW 617446448 160539 2801724 SH 01 2801724
MOTOROLA INC COM 620076109 14415 819059 SH 01 819059
MURPHY OIL CORP COM 626717102 1889 30000 SH 01 30000
NATIONAL COMMERCE FINL CORP COM 63545P104 9069 317000 SH 01 317000
NATIONAL SEMICONDUCTOR CORP COM 637640103 7186 161734 SH 01 161734
NATIONWIDE FINL SVCS INC CL A 638612101 5408 150000 SH 01 150000
NAVIGANT INTL INC COM 63935R108 11894 660033 SH 01 660033
NEIMAN MARCUS GROUP INC CL A 640204202 7446 138050 SH 01 138050
NEW YORK CMNTY BANCORP INC COM 649445103 5485 160000 SH 01 160000
NEW YORK TIMES CO CL A 650111107 10930 247294 SH 01 247294
NEWCASTLE INVT CORP COM 65105M108 25275 750000 SH 01 750000
NEWELL RUBBERMAID INC COM 651229106 1930 83169 SH 01 83169
NEWMONT MINING CORP COM 651639106 137649 2951949 SH 01 2951949
NEWS CORP LTD ADR NEW 652487703 1883 52326 SH 01 52326
NEWTEK BUSINESS SVCS INC COM 652526104 212 40750 SH 01 40750
NEXTEL COMMUNICATIONS INC CL A 65332V103 9679 392509 SH 01 392509
NIKE INC CL B 654106103 5960 76535 SH 01 76535
NORTH FORK BANCORPORATION NY COM 659424105 11648 275228 SH 01 275228
NORTHROP GRUMMAN CORP COM 666807102 136868 1390652 SH 01 1390652
NOVELL INC COM 670006105 1303 114526 SH 01 114526
NOVELLUS SYS INC COM 670008101 10399 328362 SH 01 328362
OGE ENERGY CORP COM 670837103 10576 400000 SH 01 400000
OCCIDENTAL PETE CORP DEL COM 674599105 14913 323852 SH 01 323852
OLD REP INTL CORP COM 680223104 13942 567687 SH 01 567687
OMNICOM GROUP INC COM 681919106 88349 1100917 SH 01 1100917
OPEN JT STK CO-VIMPEL COMMUN SPONSORED ADR 68370R109 9519 91537 SH 01 91537
ORACLE CORP COM 68389X105 275194 22932868 SH 01 22932868
OXFORD HEALTH PLANS INC COM 691471106 1221 25000 SH 01 25000
PG&E CORP COM 69331C108 9748 336482 SH 01 336482
PNC FINL SVCS GROUP INC COM 693475105 5510 99424 SH 01 99424
POSCO SPONSORED ADR 693483109 21166 598074 SH 01 598074
PPG INDS INC COM 693506107 6897 118294 SH 01 118294
PPL CORP COM 69351T106 3701 81155 SH 01 81155
PACCAR INC COM 693718108 5041 89935 SH 01 89935
PACTIV CORP COM 695257105 7305 328297 SH 01 328297
PAYCHEX INC COM 704326107 107941 3032047 SH 01 3032047
PEABODY ENERGY CORP COM 704549104 4816 103556 SH 01 103556
PEOPLESOFT INC COM 712713106 7923 428492 SH 01 428492
PEPCO HOLDINGS INC COM 713291102 5959 291525 SH 01 291525
PEPSI BOTTLING GROUP INC COM 713409100 33150 1114277 SH 01 1114277
PEPSICO INC COM 713448108 591255 10979666 SH 01 10979666
PER-SE TECHNOLOGIES INC COM NEW 713569309 170 15175 SH 01 15175
PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V101 10702 362296 SH 01 362296
PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 21455 640456 SH 01 640456
PFIZER INC COM 717081103 1266543 36135307 SH 01 36135307
PHARMION CORP COM 71715B409 26962 1196172 SH 01 1196172
PHELPS DODGE CORP COM 717265102 10902 133502 SH 01 133502
PIONEER NAT RES CO COM 723787107 7945 245965 SH 01 245965
PITNEY BOWES INC COM 724479100 54994 1290626 SH 01 1290626
PLUM CREEK TIMBER CO INC COM 729251108 4060 125000 SH 01 125000
POLYCOM INC COM 73172K104 2603 122651 SH 01 122651
PRAXAIR INC COM 74005P104 214321 5773737 SH 01 5773737
PRINCIPAL FINANCIAL GROUP IN COM 74251V102 3895 109326 SH 01 109326
PROCTER & GAMBLE CO COM 742718109 205626 1960580 SH 01 1960580
PROGRESS ENERGY INC COM 743263105 3788 80464 SH 01 80464
PROGRESSIVE CORP OHIO COM 743315103 6007 68576 SH 01 68576
PROXIM CORP CL A 744283102 98 55642 SH 01 55642
PRUDENTIAL FINL INC COM 744320102 70071 1564784 SH 01 1564784
PUBLIC SVC ENTERPRISE GROUP COM 744573106 24697 525682 SH 01 525682
PUBLIC STORAGE INC COM 74460D109 4866 100000 SH 01 100000
PULTE HOMES INC COM 745867101 2044 36762 SH 01 36762
QUALCOMM INC COM 747525103 13121 197940 SH 01 197940
QUEST DIAGNOSTICS INC COM 74834L100 11899 143654 SH 01 143654
QWEST COMMUNICATIONS INTL IN COM 749121109 3686 855286 SH 01 855286
RF MICRODEVICES INC COM 749941100 2711 320500 SH 01 320500
RAYONIER INC COM 754907103 27390 626624 SH 01 626624
RAYTHEON CO COM NEW 755111507 424 13526 SH 01 13526
REGAL ENTMT GROUP CL A 758766109 7002 318541 SH 01 318541
REPUBLIC SVCS INC COM 760759100 17596 650000 SH 01 650000
REYNOLDS R J TOB HLDGS INC COM 76182K105 8984 148500 SH 01 148500
RITCHIE BROS AUCTIONEERS COM 767744105 2785 49563 SH 01 49563
ROCKWELL COLLINS INC COM 774341101 20904 661325 SH 01 661325
ROHM & HAAS CO COM 775371107 94328 2367661 SH 01 2367661
ROYAL DUTCH PETE CO NY REG EUR .56 780257804 1427 30000 SH 01 30000
SBC COMMUNICATIONS INC COM 78387G103 91225 3717392 SH 01 3717392
SEI INVESTMENTS CO COM 784117103 5924 179500 SH 01 179500
SLM CORP COM 78442P106 233934 5589832 SH 01 5589832
SPDR TR UNIT SER 1 78462F103 19133 169168 SH 01 169168
SAFECO CORP COM 786429100 5011 116201 SH 01 116201
SAFEWAY INC COM NEW 786514208 9182 446160 SH 01 446160
SANMINA SCI CORP COM 800907107 5957 539627 SH 01 539627
SARA LEE CORP COM 803111103 1093 50010 SH 01 50010
SATYAM COMPUTER SERVICES LTD ADR 804098101 3683 179462 SH 01 179462
SCANA CORP NEW COM 80589M102 13204 373532 SH 01 373532
SCHEIN HENRY INC COM 806407102 5266 73874 SH 01 73874
SCHLUMBERGER LTD COM 806857108 393332 6160256 SH 01 6160256
SCRIPPS E W CO OHIO CL A 811054204 6082 60151 SH 01 60151
SEALED AIR CORP NEW COM 81211K100 9486 190752 SH 01 190752
SEARS ROEBUCK & CO COM 812387108 1236 28769 SH 01 28769
SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 11646 396113 SH 01 396113
SELECT SECTOR SPDR TR SBI INT-INDS 81369Y704 47417 1795412 SH 01 1795412
SHERWIN WILLIAMS CO COM 824348106 2874 74784 SH 01 74784
SIEBEL SYS INC COM 826170102 3665 317880 SH 01 317880
SMITH & NEPHEW PLC SPDN ADR NEW 83175M205 7896 156237 SH 01 156237
SNAP ON INC COM 833034101 625 19317 SH 01 19317
SOUTHERN CO COM 842587107 7636 250347 SH 01 250347
SOUTHTRUST CORP COM 844730101 6634 200000 SH 01 200000
SOUTHWEST AIRLS CO COM 844741108 33010 2322997 SH 01 2322997
SPRINT CORP PCS COM SER 1 852061506 4801 521863 SH 01 521863
STANCORP FINL GROUP INC COM 852891100 1327 20344 SH 01 20344
STANLEY WKS COM 854616109 1197 28040 SH 01 28040
STATE STR CORP COM 857477103 429990 8248419 SH 01 8248419
STERICYCLE INC COM 858912108 4748 99000 SH 01 99000
STET HELLAS COMMUNICATIONS S ADR 859823106 346 16967 SH 01 16967
STORAGE TECHNOLOGY CORP COM PAR $0.10 862111200 1392 50000 SH 01 50000
SUN MICROSYSTEMS INC COM 866810104 5782 1386606 SH 01 1386606
SUNGARD DATA SYS INC COM 867363103 7927 289295 SH 01 289295
SUNTRUST BKS INC COM 867914103 22314 320098 SH 01 320098
SYCAMORE NETWORKS INC COM 871206108 2653 650153 SH 01 650153
SYMANTEC CORP COM 871503108 11324 244588 SH 01 244588
SYNOPSYS INC COM 871607107 4338 151000 SH 01 151000
SYSCO CORP COM 871829107 21027 538457 SH 01 538457
TECO ENERGY INC COM 872375100 2195 150000 SH 01 150000
TXU CORP COM 873168108 4776 166630 SH 01 166630
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 42893 4108537 SH 01 4108537
TARGET CORP COM 87612E106 502731 11161879 SH 01 11161879
TELE NORTE LESTE PART S A SPON ADR PFD 879246106 551 42464 SH 01 42464
TELEFONICA S A SPONSORED ADR 879382208 5813 127647 SH 01 127647
TELEFONOS DE MEXICO S A SPON ADR ORD L 879403780 5247 150291 SH 01 150291
TELEPHONE & DATA SYS INC COM 879433100 7431 104854 SH 01 104854
TELEMIG CELULAR PART S A SPON ADR PFD 87944E105 2478 63387 SH 01 63387
TELESP CELULAR PART S A SPON ADR PFD 87952L108 9699 1062315 SH 01 1062315
TENET HEALTHCARE CORP COM 88033G100 3348 300000 SH 01 300000
TEVA PHARMACEUTICAL INDS LTD ADR 881624209 49536 781700 SH 01 781700
TEXAS INSTRS INC COM 882508104 46906 1605287 SH 01 1605287
TEXTRON INC COM 883203101 10693 201188 SH 01 201188
THERMO ELECTRON CORP COM 883556102 21914 774880 SH 01 774880
3COM CORP COM 885535104 2810 398000 SH 01 398000
3M CO COM 88579Y101 106280 1298156 SH 01 1298156
TIME WARNER INC COM 887317105 151733 8999614 SH 01 8999614
TORCHMARK CORP COM 891027104 11438 212643 SH 01 212643
TRAVELERS PPTY CAS CORP NEW CL B 89420G406 40105 2322249 SH 01 2322249
TRIBUNE CO NEW COM 896047107 92634 1836528 SH 01 1836528
TYCO INTL LTD NEW COM 902124106 71793 2505863 SH 01 2505863
TYSON FOODS INC CL A 902494103 3610 200000 SH 01 200000
US BANCORP DEL COM NEW 902973304 174826 6322839 SH 01 6322839
UNION PAC CORP COM 907818108 118770 1985455 SH 01 1985455
UNISYS CORP COM 909214108 103786 7267941 SH 01 7267941
UNITED DEFENSE INDS INC COM 91018B104 10470 329349 SH 01 329349
UNITED PARCEL SERVICE INC CL B 911312106 18897 270580 SH 01 270580
UNITED TECHNOLOGIES CORP COM 913017109 354584 4108738 SH 01 4108738
UNITEDGLOBALCOM CL A 913247508 2123 250000 SH 01 250000
UNITEDHEALTH GROUP INC COM 91324P102 186869 2899899 SH 01 2899899
UNIVISION COMMUNICATIONS INC CL A 914906102 3697 112000 SH 01 112000
UNOCAL CORP COM 915289102 5632 151081 SH 01 151081
VALERO ENERGY CORP NEW COM 91913Y100 7229 120559 SH 01 120559
VASOGEN INC COM 92232F103 3394 555556 SH 01 555556
VERITAS SOFTWARE CO COM 923436109 7480 277949 SH 01 277949
VERIZON COMMUNICATIONS COM 92343V104 249710 6833877 SH 01 6833877
VIACOM INC CL B 925524308 351328 8960167 SH 01 8960167
VIAD CORP COM 92552R109 18137 750377 SH 01 750377
VISHAY INTERTECHNOLOGY INC COM 928298108 2919 136786 SH 01 136786
VODAFONE GROUP PLC NEW SPONSORED ADR 92857W100 555030 23223001 SH 01 23223001
VORNADO RLTY TR SH BEN INT 929042109 4536 75000 SH 01 75000
WACHOVIA CORP 2ND NEW COM 929903102 118144 2513695 SH 01 2513695
WADDELL & REED FINL INC CL A 930059100 19059 777300 SH 01 777300
WAL MART STORES INC COM 931142103 451167 7558498 SH 01 7558498
WALGREEN CO COM 931422109 5840 177237 SH 01 177237
WASHINGTON MUT INC COM 939322103 15055 352496 SH 01 352496
WASTE MGMT INC DEL COM 94106L109 144849 4799514 SH 01 4799514
WATSON PHARMACEUTICALS INC COM 942683103 8104 189390 SH 01 189390
WEBMD CORP COM 94769M105 9934 1117451 SH 01 1117451
WEIGHT WATCHERS INTL INC NEW COM 948626106 4819 114000 SH 01 114000
WELLPOINT HEALTH NETWORK NEW COM 94973H108 44165 388366 SH 01 388366
WELLS FARGO & CO NEW COM 949746101 261584 4615914 SH 01 4615914
WESTWOOD ONE INC COM 961815107 5625 191004 SH 01 191004
WEYERHAEUSER CO COM 962166104 149642 2284605 SH 01 2284605
WHIRLPOOL CORP COM 963320106 1433 20806 SH 01 20806
WILLIAMS SONOMA INC COM 969904101 4549 133000 SH 01 133000
WISCONSIN ENERGY CORP COM 976657106 8841 275000 SH 01 275000
WRIGLEY WM JR CO COM 982526105 9740 164745 SH 01 164745
WYETH COM 983024100 501380 13352322 SH 01 13352322
XILINX INC COM 983919101 4269 113051 SH 01 113051
YAHOO INC COM 984332106 97970 2021252 SH 01 2021252
ZIMMER HLDGS INC COM 98956P102 18686 253272 SH 01 253272
ZIONS BANCORPORATION COM 989701107 15325 268393 SH 01 268393