UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F
FORM 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: September 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 November 3, 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: 702
Form 13F Information Table Value Total: $33,359,971
(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 8064 243758 SH SOLE 01 243758
ARCH CAP GROUP LTD ORD G0450A105 1636 49479 SH SOLE 04 49479
ARCH CAP GROUP LTD ORD G0450A105 8181 247397 SH SOLE 01 247397
AXIS CAPITAL HOLDINGS SHS G0692U109 92375 3702413 SH SOLE 04 3702413
AXIS CAPITAL HOLDINGS SHS G0692U109 92375 3702413 SH SOLE 01 3702413
ACCENTURE LTD BERMUDA CL A G1150G111 1459 65300 SH SOLE 01 65300
EVEREST RE GROUP LTD COM G3223R108 13905 185000 SH SOLE 01 185000
FRESH DEL MONTE PRODUCE INC ORD G36738105 1337 54348 SH SOLE 54348
GLOBALSANTAFE CORP SHS G3930E101 4796 200247 SH SOLE 01 200247
INGERSOLL-RAND COMPANY LTD CL A G4776G101 1912 35787 SH SOLE 35787
INGERSOLL-RAND COMPANY LTD CL A G4776G101 2691 50349 SH SOLE 01 50349
NABORS INDUSTRIES LTD SHS G6359F103 91356 2451850 SH SOLE 01 2451850
NOBLE CORPORATION SHS G65422100 2613 76861 SH SOLE 01 76861
PLATINUM UNDERWRITER HLDGS L COM G7127P100 2006 71395 SH SOLE 01 71395
RENAISSANCE RE HLDGS LTD COM G7496G103 3422 75000 SH SOLE 01 75000
WEATHERFORD INTERNATIONAL LT COM G95089101 8440 223408 SH SOLE 01 223408
ALCON INC COM SHS H01301102 7580 135000 SH SOLE 01 135000
BACKWEB TECHNOLOGIES LTD ORD M15633106 1093 1316304 SH SOLE 01 1316304
CHECK POINT SOFTWARE TECH LT ORD M22465104 74 4371 SH SOLE 4371
CHECK POINT SOFTWARE TECH LT ORD M22465104 548 32567 SH SOLE 01 32567
ECTEL LTD ORD M29925100 722 115527 SH SOLE 01 115527
ORBOTECH LTD ORD M75253100 267 13006 SH SOLE 01 13006
FLEXTRONICS INTL LTD ORD Y2573F102 1269 89222 SH SOLE 01 89222
AFLAC INC COM 001055102 2154 66680 SH SOLE 66680
AFLAC INC COM 001055102 113781 3522631 SH SOLE 01 3522631
AGCO CORP COM 001084102 5828 340000 SH SOLE 01 340000
AMB PROPERTY CORP COM 00163T109 895 29053 SH SOLE 29053
AMR CORP COM 001765106 159 13856 SH SOLE 01 13856
AOL TIME WARNER INC COM 00184A105 124418 8234124 SH SOLE 01 8234124
AOL TIME WARNER INC COM 00184A105 742 49100 SH SOLE 03 49100
AT&T CORP COM NEW 001957505 69626 3230903 SH SOLE 01 3230903
AT&T WIRELESS SVCS INC COM 00209A106 8561 1046607 SH SOLE 01 1046607
AT&T WIRELESS SVCS INC COM 00209A106 11884 1452849 SH SOLE 05 1452849
ABBOTT LABS COM 002824100 280874 6601033 SH SOLE 01 6601033
ACXIOM CORP COM 005125109 948 60200 SH SOLE 03 60200
ADOBE SYS INC COM 00724F101 747 18960 SH SOLE 01 18960
ADVANCED FIBRE COMMUNICATION COM 00754A105 8842 422071 SH SOLE 01 422071
ADVANCED MICRO DEVICES INC COM 007903107 1333 120000 SH SOLE 01 120000
AFFILIATED COMPUTER SERVICES CL A 008190100 13396 275124 SH SOLE 01 275124
AFFILIATED MANAGERS GROUP COM 008252108 5150 82000 SH SOLE 01 82000
AFTERMARKET TECHNOLOGY CORP COM 008318107 18527 1623751 SH SOLE 01 1623751
AGILENT TECHNOLOGIES INC COM 00846U101 3126 141395 SH SOLE 01 141395
AIR PRODS & CHEMS INC COM 009158106 6030 133696 SH SOLE 01 133696
ALBERTSONS INC COM 013104104 492 23900 SH SOLE 03 23900
ALCOA INC COM 013817101 62759 2399029 SH SOLE 01 2399029
ALCATEL SPONSORED ADR 013904305 1588 134217 SH SOLE 04 134217
ALLEGHANY CORP DEL COM 017175100 10557 54070 SH SOLE 01 54070
ALLETE INC COM 018522102 6845 250000 SH SOLE 01 250000
ALLSTATE CORP COM 020002101 1342 36736 SH SOLE 36736
ALLSTATE CORP COM 020002101 130069 3560605 SH SOLE 01 3560605
ALLTEL CORP COM 020039103 655 14145 SH SOLE 14145
ALLTEL CORP COM 020039103 6078 131171 SH SOLE 01 131171
ALLTEL CORP COM 020039103 649 14000 SH SOLE 03 14000
ALTRIA GROUP INC COM 02209S103 641 14626 SH SOLE 14626
ALTRIA GROUP INC COM 02209S103 89702 2047987 SH SOLE 01 2047987
AMBAC FINL GROUP INC COM 023139108 4177 65264 SH SOLE 01 65264
AMBASSADORS GROUP INC COM 023177108 3402 200000 SH SOLE 01 200000
AMBASSADORS INTL INC COM 023178106 2438 200000 SH SOLE 01 200000
AMEREN CORP COM 023608102 1287 30000 SH SOLE 01 30000
AMERICA MOVIL S A DE C V SPON ADR L SHS 02364W105 105 4555 SH SOLE 4555
AMERICA MOVIL S A DE C V SPON ADR L SHS 02364W105 15760 681959 SH SOLE 01 681959
AMERICAN ELEC PWR INC COM 025537101 3948 131596 SH SOLE 01 131596
AMERICAN EXPRESS CO COM 025816109 346952 7699785 SH SOLE 01 7699785
AMERICAN GREETINGS CORP CL A 026375105 476 24494 SH SOLE 01 24494
AMERICAN INTL GROUP INC COM 026874107 2106 36499 SH SOLE 36499
AMERICAN INTL GROUP INC COM 026874107 708040 12271055 SH SOLE 01 12271055
AMERISOURCEBERGEN CORP COM 03073E105 15999 296000 SH SOLE 01 296000
AMGEN INC COM 031162100 70680 1095472 SH SOLE 01 1095472
AMSOUTH BANCORPORATION COM 032165102 657 30954 SH SOLE 30954
ANALOG DEVICES INC COM 032654105 190897 5020959 SH SOLE 01 5020959
ANHEUSER BUSCH COS INC COM 035229103 94253 1910270 SH SOLE 01 1910270
ANTHEM INC COM 03674B104 1826 25600 SH SOLE 03 25600
ANTHRACITE CAP INC COM 037023108 174 18040 SH SOLE 18040
AON CORP COM 037389103 13638 654115 SH SOLE 01 654115
APARTMENT INVT & MGMT CO CL A 03748R101 1191 30253 SH SOLE 30253
APOGENT TECHNOLOGIES INC COM 03760A101 11891 570031 SH SOLE 01 570031
APPLIED MATLS INC COM 038222105 167190 9221737 SH SOLE 01 9221737
ARACRUZ CELULOSE S A SPON ADR PFD B 038496204 54541 1997840 SH SOLE 01 1997840
ARCH COAL INC COM 039380100 1111 50000 SH SOLE 01 50000
ARCHSTONE SMITH TR COM 039583109 896 33971 SH SOLE 33971
ARGONAUT TECHNOLOGIES INC COM 040175101 102 78455 SH SOLE 78455
ARROW ELECTRS INC COM 042735100 3461 188194 SH SOLE 01 188194
ASTORIA FINL CORP COM 046265104 1379 44638 SH SOLE 44638
ASTORIA FINL CORP COM 046265104 3090 100000 SH SOLE 01 100000
AUTOMATIC DATA PROCESSING IN COM 053015103 2131 59438 SH SOLE 59438
AUTOMATIC DATA PROCESSING IN COM 053015103 153233 4274269 SH SOLE 01 4274269
AUTONATION INC COM 05329W102 1738 99082 SH SOLE 01 99082
AVALONBAY CMNTYS INC COM 053484101 1198 25595 SH SOLE 25595
AVERY DENNISON CORP COM 053611109 15067 298239 SH SOLE 01 298239
AVON PRODS INC COM 054303102 58687 909030 SH SOLE 01 909030
AXA SPONSORED ADR 054536107 876 51576 SH SOLE 51576
AXCELIS TECHNOLOGIES INC COM 054540109 12794 1541474 SH SOLE 01 1541474
BJ SVCS CO COM 055482103 4657 136275 SH SOLE 01 136275
BP PLC SPONSORED ADR 055622104 1806 42909 SH SOLE 42909
BP PLC SPONSORED ADR 055622104 59754 1419326 SH SOLE 01 1419326
BMC SOFTWARE INC COM 055921100 58191 4177407 SH SOLE 01 4177407
BAKER HUGHES INC COM 057224107 96843 3272831 SH SOLE 01 3272831
BANCO ITAU HLDG FINANCIERA S SP ADR 500 PFD 059602201 405 11200 SH SOLE 01 11200
BANK OF AMERICA CORPORATION COM 060505104 2544 32603 SH SOLE 32603
BANK OF AMERICA CORPORATION COM 060505104 278903 3573846 SH SOLE 01 3573846
BANK NEW YORK INC COM 064057102 16407 563630 SH SOLE 01 563630
BANK ONE CORP COM 06423A103 89229 2308629 SH SOLE 01 2308629
BANK ONE CORP COM 06423A103 3594 93000 SH SOLE 03 93000
BANKNORTH GROUP INC NEW COM 06646R107 19790 701268 SH SOLE 01 701268
BARRICK GOLD CORP COM 067901108 54804 2910454 SH SOLE 01 2910454
BARR LABS INC COM 068306109 9277 136000 SH SOLE 01 136000
BAXTER INTL INC COM 071813109 1061 36500 SH SOLE 03 36500
BEAR STEARNS COS INC COM 073902108 1690 22592 SH SOLE 22592
BED BATH & BEYOND INC COM 075896100 2045 53434 SH SOLE 53434
BED BATH & BEYOND INC COM 075896100 10606 277146 SH SOLE 01 277146
BELLSOUTH CORP COM 079860102 1647 69542 SH SOLE 69542
BELLSOUTH CORP COM 079860102 13280 560829 SH SOLE 01 560829
BEMIS INC COM 081437105 786 17747 SH SOLE 01 17747
BERKSHIRE HATHAWAY INC DEL CL B 084670207 121181 48550 SH SOLE 01 48550
BEST BUY INC COM 086516101 22016 463296 SH SOLE 01 463296
BHP BILLITON LTD SPONSORED ADR 088606108 1145 80751 SH SOLE 80751
BIOGEN INC COM 090597105 5298 138975 SH SOLE 01 138975
BLACK & DECKER CORP COM 091797100 1109 27338 SH SOLE 01 27338
BLACKROCK INC CL A 09247X101 34543 704957 SH SOLE 01 704957
BLOCK H & R INC COM 093671105 2523 58480 SH SOLE 01 58480
BOEING CO COM 097023105 6931 201881 SH SOLE 01 201881
BORG WARNER INC COM 099724106 1218 17946 SH SOLE 17946
BOSTON PROPERTIES INC COM 101121101 1006 23138 SH SOLE 23138
BOSTON PROPERTIES INC COM 101121101 3260 75000 SH SOLE 01 75000
BOSTON SCIENTIFIC CORP COM 101137107 11103 174036 SH SOLE 01 174036
BOWATER INC COM 102183100 5047 120000 SH SOLE 01 120000
BRASIL TELECOM PARTICIPACOES SPON ADR PFD 105530109 7735 201956 SH SOLE 01 201956
BRINKER INTL INC COM 109641100 2977 89250 SH SOLE 01 89250
BRISTOL MYERS SQUIBB CO COM 110122108 3649 142187 SH SOLE 01 142187
BRISTOL MYERS SQUIBB CO COM 110122108 1750 68200 SH SOLE 03 68200
BULL RUN CORP GA COM NEW 120182209 466 164500 SH SOLE 04 164500
BULL RUN CORP GA COM NEW 120182209 455 160825 SH SOLE 02 160825
BURLINGTON NORTHN SANTA FE C COM 12189T104 83013 2875394 SH SOLE 01 2875394
BURLINGTON RES INC COM 122014103 161960 3360167 SH SOLE 01 3360167
C D W CORP COM 12512N105 7487 129989 SH SOLE 01 129989
CIGNA CORP COM 125509109 21959 491807 SH SOLE 01 491807
CNET NETWORKS INC COM 12613R104 2525 358605 SH SOLE 02 358605
CVS CORP COM 126650100 1951 62826 SH SOLE 62826
CVS CORP COM 126650100 4725 152118 SH SOLE 01 152118
CABOT CORP COM 127055101 4801 168397 SH SOLE 01 168397
CAMDEN PPTY TR SH BEN INT 133131102 1041 27084 SH SOLE 27084
CAMPBELL SOUP CO COM 134429109 5502 207611 SH SOLE 01 207611
CANON INC ADR 138006309 948 19453 SH SOLE 19453
CAPITAL ONE FINL CORP COM 14040H105 2168 38000 SH SOLE 03 38000
CARDINAL HEALTH INC COM 14149Y108 2084 35683 SH SOLE 35683
CARDINAL HEALTH INC COM 14149Y108 497128 8513923 SH SOLE 01 8513923
CAREMARK RX INC COM 141705103 9769 432245 SH SOLE 01 432245
CARNIVAL CORP PAIRED CTF 143658300 278692 8473444 SH SOLE 01 8473444
CARRAMERICA RLTY CORP COM 144418100 708 23710 SH SOLE 23710
CATALINA MARKETING CORP COM 148867104 61085 4021406 SH SOLE 01 4021406
CATALYTICA ENERGY SYS INC COM 148884109 595 183120 SH SOLE 01 183120
CATELLUS DEV CORP COM 149111106 1257 51412 SH SOLE 51412
CATERPILLAR INC DEL COM 149123101 21828 317087 SH SOLE 01 317087
CENDANT CORP COM 151313103 7720 413066 SH SOLE 01 413066
CENDANT CORP COM 151313103 2850 152500 SH SOLE 03 152500
CENTEX CORP COM 152312104 1399 17960 SH SOLE 01 17960
CERTEGY INC COM 156880106 178829 5569266 SH SOLE 01 5569266
CHARTER ONE FINL INC COM 160903100 574 18751 SH SOLE 18751
CHEESECAKE FACTORY INC COM 163072101 2480 68316 SH SOLE 01 68316
CHESAPEAKE ENERGY CORP COM 165167107 759 70413 SH SOLE 70413
CHEVRONTEXACO CORP COM 166764100 2047 28650 SH SOLE 28650
CHEVRONTEXACO CORP COM 166764100 35650 498951 SH SOLE 01 498951
CHOICEPOINT INC COM 170388102 3015 90000 SH SOLE 01 90000
CHUBB CORP COM 171232101 28582 440530 SH SOLE 01 440530
CINCINNATI BELL INC NEW COM 171871106 13704 2692310 SH SOLE 01 2692310
CISCO SYS INC COM 17275R102 487832 24902082 SH SOLE 01 24902082
CITADEL BROADCASTING CORP COM 17285T106 319 16160 SH SOLE 01 16160
CINTAS CORP COM 172908105 2785 75240 SH SOLE 01 75240
CITIGROUP INC COM 172967101 1919 42175 SH SOLE 42175
CITIGROUP INC COM 172967101 1202809 26429560 SH SOLE 01 26429560
CITIGROUP INC COM 172967101 3307 72667 SH SOLE 03 72667
CITY NATL CORP COM 178566105 8052 158000 SH SOLE 01 158000
CLEAR CHANNEL COMMUNICATIONS COM 184502102 10367 270668 SH SOLE 01 270668
CLOROX CO DEL COM 189054109 181211 3950545 SH SOLE 01 3950545
COCA COLA CO COM 191216100 30589 712025 SH SOLE 01 712025
COLGATE PALMOLIVE CO COM 194162103 193687 3465504 SH SOLE 01 3465504
COMCAST CORP NEW CL A 20030N101 49263 1598413 SH SOLE 01 1598413
COMCAST CORP NEW CL A 20030N101 2062 66900 SH SOLE 03 66900
COMCAST CORP NEW CL A SPL 20030N200 488240 16472325 SH SOLE 01 16472325
COMPANHIA SIDERURGICA NACION SPONSORED ADR 20440W105 121 3418 SH SOLE 3418
COMPANHIA SIDERURGICA NACION SPONSORED ADR 20440W105 820 23096 SH SOLE 01 23096
COMPANHIA VALE DO RIO DOCE SPON ADR PFD 204412100 35986 975221 SH SOLE 01 975221
COMPANHIA VALE DO RIO DOCE SPONSORED ADR 204412209 73240 1794226 SH SOLE 01 1794226
COMPANHIA PARANAENSE ENERG C SPON ADR PFD 20441B407 60 18692 SH SOLE 01 18692
COMPANHIA DE BEBIDAS DAS AME SPON ADR PFD 20441W203 7009 323746 SH SOLE 01 323746
COMPUTER SCIENCES CORP COM 205363104 5507 146570 SH SOLE 01 146570
COMVERSE TECHNOLOGY INC COM PAR $0.10 205862402 745 49759 SH SOLE 01 49759
CONAGRA FOODS INC COM 205887102 18711 880924 SH SOLE 01 880924
CONCORD EFS INC COM 206197105 27455 2008422 SH SOLE 01 2008422
CONOCOPHILLIPS COM 20825C104 717 13091 SH SOLE 13091
CONOCOPHILLIPS COM 20825C104 221088 4038135 SH SOLE 01 4038135
CONSOLIDATED EDISON INC COM 209115104 1029 25250 SH SOLE 01 25250
CONTINENTAL AIRLS INC CL B 210795308 220 13261 SH SOLE 13261
CORIXA CORP COM 21887F100 633 78390 SH SOLE 78390
CORNING INC COM 219350105 4477 475274 SH SOLE 01 475274
CORPORATE EXECUTIVE BRD CO COM 21988R102 2871 61000 SH SOLE 01 61000
CORVIS CORP COM 221009103 48 37448 SH SOLE 37448
COSTCO WHSL CORP NEW COM 22160K105 33006 1059570 SH SOLE 01 1059570
COUNTRYWIDE FINANCIAL CORP COM 222372104 9091 116136 SH SOLE 01 116136
COUSINS PPTYS INC COM 222795106 827 29784 SH SOLE 29784
COVENTRY HEALTH CARE INC COM 222862104 1317 24965 SH SOLE 24965
CREDIT SUISSE GROUP SPONSORED ADR 225401108 711 22230 SH SOLE 22230
CREE INC COM 225447101 24400 1317500 SH SOLE 01 1317500
CROWN CASTLE INTL CORP COM 228227104 725 76994 SH SOLE 76994
CULLEN FROST BANKERS INC COM 229899109 1303 35000 SH SOLE 01 35000
CUMULUS MEDIA INC CL A 231082108 4572 266109 SH SOLE 266109
CYTYC CORP COM 232946103 31 2092 SH SOLE 2092
CYTYC CORP COM 232946103 181 12041 SH SOLE 01 12041
DST SYS INC DEL COM 233326107 3722 99000 SH SOLE 01 99000
DSP GROUP INC COM 23332B106 214 8607 SH SOLE 01 8607
DTE ENERGY CO COM 233331107 9035 244922 SH SOLE 01 244922
DANAHER CORP DEL COM 235851102 89736 1214945 SH SOLE 01 1214945
DARDEN RESTAURANTS INC COM 237194105 2101 110558 SH SOLE 01 110558
DEERE & CO COM 244199105 190912 3581175 SH SOLE 01 3581175
DELL INC COM 24702R101 391985 11729042 SH SOLE 01 11729042
DELPHI CORP COM 247126105 3620 400000 SH SOLE 01 400000
DELUXE CORP COM 248019101 611 15218 SH SOLE 15218
DENTSPLY INTL INC NEW COM 249030107 144379 3219881 SH SOLE 01 3219881
DEVELOPERS DIVERSIFIED RLTY COM 251591103 675 22607 SH SOLE 22607
DEVON ENERGY CORP NEW COM 25179M103 18961 393468 SH SOLE 01 393468
DIGITAL GENERATION SYS INC COM 253921100 2034 933520 SH SOLE 933520
DISNEY WALT CO COM DISNEY 254687106 50735 2515374 SH SOLE 01 2515374
DOCENT INC COM NEW 25608L502 528 141844 SH SOLE 04 141844
DR REDDYS LABS LTD ADR 256135203 5106 217757 SH SOLE 01 217757
DOMINION RES INC VA NEW COM 25746U109 175190 2830208 SH SOLE 01 2830208
DORAL FINL CORP COM 25811P100 1431 30442 SH SOLE 30442
DOVER CORP COM 260003108 291968 8254666 SH SOLE 01 8254666
DOW CHEM CO COM 260543103 8843 271755 SH SOLE 01 271755
DOW JONES & CO INC COM 260561105 517 10926 SH SOLE 01 10926
DREYERS GRAND ICE CREAM HL I COM A CALL PUT 261877104 381 4900 SH SOLE 01 4900
DU PONT E I DE NEMOURS & CO COM 263534109 52854 1321012 SH SOLE 01 1321012
DUKE ENERGY CORP COM 264399106 13933 782317 SH SOLE 01 782317
ECI TELECOM LTD ORD 268258100 375 92738 SH SOLE 01 92738
E M C CORP MASS COM 268648102 52443 4152221 SH SOLE 01 4152221
ENSCO INTL INC COM 26874Q100 5713 213000 SH SOLE 01 213000
ENI S P A SPONSORED ADR 26874R108 1230 16073 SH SOLE 16073
EASTMAN KODAK CO COM 277461109 1006 48051 SH SOLE 01 48051
EASTMAN KODAK CO COM 277461109 1319 63000 SH SOLE 03 63000
EATON CORP COM 278058102 59404 670322 SH SOLE 01 670322
EBAY INC COM 278642103 45721 852363 SH SOLE 01 852363
ECOLAB INC COM 278865100 2016 79860 SH SOLE 01 79860
EDWARDS AG INC COM 281760108 4225 110000 SH SOLE 01 110000
ELECTRONIC ARTS INC COM 285512109 1673 18145 SH SOLE 01 18145
ELECTRONIC DATA SYS NEW COM 285661104 1530 75751 SH SOLE 75751
ELECTRONIC DATA SYS NEW COM 285661104 24184 1197225 SH SOLE 01 1197225
ELECTRONIC DATA SYS NEW COM 285661104 2576 127500 SH SOLE 03 127500
EMBRAER-EMPRESA BRASILEIRA D SP ADR PFD SHS 29081M102 109 5156 SH SOLE 5156
EMBRAER-EMPRESA BRASILEIRA D SP ADR PFD SHS 29081M102 122344 5798303 SH SOLE 01 5798303
EMCORE CORP COM 290846104 676 230020 SH SOLE 04 230020
EMERSON ELEC CO COM 291011104 44450 844259 SH SOLE 01 844259
EMPRESA NACIONAL DE ELCTRCID SPONSORED ADR 29244T101 171 15800 SH SOLE 01 15800
ENCANA CORP COM 292505104 96788 2660462 SH SOLE 01 2660462
ENTERCOM COMMUNICATIONS CORP CL A 293639100 1569 35000 SH SOLE 01 35000
ENTERGY CORP NEW COM 29364G103 704 12997 SH SOLE 12997
ENTERGY CORP NEW COM 29364G103 82658 1526458 SH SOLE 01 1526458
EQUIFAX INC COM 294429105 93781 4211073 SH SOLE 01 4211073
EQUITY RESIDENTIAL SH BEN INT 29476L107 5856 200000 SH SOLE 01 200000
EXELON CORP COM 30161N101 735 11574 SH SOLE 11574
EXELON CORP COM 30161N101 129801 2044104 SH SOLE 01 2044104
EXPRESS SCRIPTS INC COM 302182100 1502 24581 SH SOLE 01 24581
EXXON MOBIL CORP COM 30231G102 191 5208 SH SOLE 5208
EXXON MOBIL CORP COM 30231G102 687959 18796701 SH SOLE 01 18796701
FPL GROUP INC COM 302571104 1592 25186 SH SOLE 25186
FPL GROUP INC COM 302571104 10666 168773 SH SOLE 01 168773
FAMILY DLR STORES INC COM 307000109 2180 54646 SH SOLE 01 54646
FEDERAL HOME LN MTG CORP COM 313400301 75290 1438195 SH SOLE 01 1438195
FEDERAL NATL MTG ASSN COM 313586109 669035 9530407 SH SOLE 01 9530407
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 729 19767 SH SOLE 19767
FEDERATED DEPT STORES INC DE COM 31410H101 2057 49098 SH SOLE 49098
FEDERATED DEPT STORES INC DE COM 31410H101 28596 682488 SH SOLE 01 682488
FEDERATED INVS INC PA CL B 314211103 602 21739 SH SOLE 01 21739
FEDEX CORP COM 31428X106 2583 40095 SH SOLE 01 40095
FIFTH THIRD BANCORP COM 316773100 4518 81352 SH SOLE 01 81352
FIRST DATA CORP COM 319963104 755869 18915646 SH SOLE 01 18915646
FISERV INC COM 337738108 8239 227045 SH SOLE 01 227045
FLAGSTAR BANCORP INC COM 337930101 1660 72324 SH SOLE 72324
FIRSTENERGY CORP COM 337932107 10663 334278 SH SOLE 01 334278
FLEETBOSTON FINL CORP COM 339030108 68977 2287784 SH SOLE 01 2287784
FLEETBOSTON FINL CORP COM 339030108 693 23000 SH SOLE 03 23000
FORD MTR CO DEL COM PAR $0.01 345370860 2892 268525 SH SOLE 01 268525
FOREST LABS INC COM 345838106 9944 193269 SH SOLE 01 193269
FORTUNE BRANDS INC COM 349631101 2751 48484 SH SOLE 01 48484
FREEPORT-MCMORAN COPPER & GO CL B 35671D857 12430 375539 SH SOLE 01 375539
GANNETT INC COM 364730101 48936 630950 SH SOLE 01 630950
GAP INC DEL COM 364760108 4499 262821 SH SOLE 01 262821
GENAISSANCE PHARMACEUTICALS COM 36867W105 39 20463 SH SOLE 20463
GENERAL DYNAMICS CORP COM 369550108 130075 1666348 SH SOLE 01 1666348
GENERAL DYNAMICS CORP COM 369550108 1850 23700 SH SOLE 03 23700
GENERAL ELEC CO COM 369604103 2874717 96434641 SH SOLE 01 96434641
GENERAL GROWTH PPTYS INC COM 370021107 1109 15462 SH SOLE 15462
GENERAL MLS INC COM 370334104 164391 3492472 SH SOLE 01 3492472
GENERAL MTRS CORP COM 370442105 6553 160114 SH SOLE 01 160114
GENERAL MTRS CORP CL H NEW 370442832 1581 110500 SH SOLE 03 110500
GENESIS HEALTH VENTURE INC N COM 37183F107 33730 1393216 SH SOLE 1393216
GENLYTE GROUP INC COM 372302109 1324 29706 SH SOLE 29706
GENZYME CORP COM GENL DIV 372917104 1096 23674 SH SOLE 01 23674
GETTY IMAGES INC COM 374276103 1899 54000 SH SOLE 01 54000
GILEAD SCIENCES INC COM 375558103 7290 130080 SH SOLE 01 130080
GILLETTE CO COM 375766102 97886 3060863 SH SOLE 01 3060863
GLOBAL POWER EQUIPMENT INC COM 37941P108 2828 536535 SH SOLE 536535
GLOBESPANVIRATA INC COM 37957V106 160 22176 SH SOLE 04 22176
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TENET HEALTHCARE CORP COM 88033G100 5068 350000 SH SOLE 01 350000
TEVA PHARMACEUTICAL INDS LTD ADR 881624209 65 1128 SH SOLE 1128
TEVA PHARMACEUTICAL INDS LTD ADR 881624209 115062 2011565 SH SOLE 01 2011565
TEXAS INSTRS INC COM 882508104 42999 1885908 SH SOLE 01 1885908
TEXTRON INC COM 883203101 1881 47689 SH SOLE 47689
TEXTRON INC COM 883203101 7937 201188 SH SOLE 01 201188
THERMO ELECTRON CORP COM 883556102 17749 817906 SH SOLE 01 817906
3COM CORP COM 885535104 2352 398000 SH SOLE 01 398000
3M CO COM 88579Y101 118313 1712939 SH SOLE 01 1712939
TIDEWATER INC COM 886423102 608 21496 SH SOLE 21496
TIVO INC COM 888706108 7510 1013513 SH SOLE 02 1013513
TORCHMARK CORP COM 891027104 8642 212643 SH SOLE 01 212643
TOTAL S A SPONSORED ADR 89151E109 1593 21020 SH SOLE 21020
TRAVELERS PPTY CAS CORP NEW CL B 89420G406 43634 2747741 SH SOLE 01 2747741
TRIBUNE CO NEW COM 896047107 33006 719089 SH SOLE 01 719089
TUPPERWARE CORP COM 899896104 275 20533 SH SOLE 01 20533
TYCO INTL LTD NEW COM 902124106 18888 924501 SH SOLE 01 924501
TYSON FOODS INC CL A 902494103 10632 752435 SH SOLE 01 752435
UIL HLDG CORP COM 902748102 1067 30484 SH SOLE 30484
US BANCORP DEL COM NEW 902973304 165415 6895172 SH SOLE 01 6895172
UNION PAC CORP COM 907818108 118048 2029355 SH SOLE 01 2029355
UNION PLANTERS CORP COM 908068109 423 13368 SH SOLE 13368
UNISYS CORP COM 909214108 89259 6597112 SH SOLE 01 6597112
UNITED DEFENSE INDS INC COM 91018B104 9350 329349 SH SOLE 01 329349
UNITED PARCEL SERVICE INC CL B 911312106 18161 284656 SH SOLE 01 284656
UNITED TECHNOLOGIES CORP COM 913017109 411687 5327213 SH SOLE 01 5327213
UNITEDGLOBALCOM CL A 913247508 3050 499120 SH SOLE 01 499120
UNITEDHEALTH GROUP INC COM 91324P102 2166 43051 SH SOLE 43051
UNITEDHEALTH GROUP INC COM 91324P102 78849 1566955 SH SOLE 01 1566955
UNITEDHEALTH GROUP INC COM 91324P102 2566 51000 SH SOLE 03 51000
UNIVISION COMMUNICATIONS INC CL A 914906102 2139 67000 SH SOLE 01 67000
V F CORP COM 918204108 325 8352 SH SOLE 8352
VALERO ENERGY CORP NEW COM 91913Y100 5379 140559 SH SOLE 01 140559
VALUEVISION MEDIA INC CL A 92047K107 73034 4604932 SH SOLE 04 4604932
VALUEVISION MEDIA INC CL A 92047K107 96262 6069486 SH SOLE 02 6069486
VAN KAMPEN SENIOR INCOME TR COM 920961109 53525 6741200 SH SOLE 6741200
VASOGEN INC COM 92232F103 3083 555556 SH SOLE 01 555556
VASTERA INC COM 92239N109 262 51046 SH SOLE 51046
VERITAS SOFTWARE CO COM 923436109 3310 105010 SH SOLE 01 105010
VERIZON COMMUNICATIONS COM 92343V104 232243 7159153 SH SOLE 01 7159153
VERIZON COMMUNICATIONS COM 92343V104 1025 31600 SH SOLE 03 31600
VIACOM INC CL B 925524308 1391 36321 SH SOLE 36321
VIACOM INC CL B 925524308 293545 7664350 SH SOLE 01 7664350
VIAD CORP COM 92552R109 17919 750377 SH SOLE 01 750377
VISHAY INTERTECHNOLOGY INC COM 928298108 2396 136786 SH SOLE 01 136786
VIVENDI UNIVERSAL SPON ADR NEW 92851S204 572 32213 SH SOLE 32213
VODAFONE GROUP PLC NEW SPONSORED ADR 92857W100 1729 85380 SH SOLE 85380
VODAFONE GROUP PLC NEW SPONSORED ADR 92857W100 378432 18688020 SH SOLE 01 18688020
VORNADO RLTY TR SH BEN INT 929042109 1081 22503 SH SOLE 22503
VORNADO RLTY TR SH BEN INT 929042109 3603 75000 SH SOLE 01 75000
WACHOVIA CORP 2ND NEW COM 929903102 1582 38403 SH SOLE 38403
WACHOVIA CORP 2ND NEW COM 929903102 253077 6144133 SH SOLE 01 6144133
WADDELL & REED FINL INC CL A 930059100 14824 628933 SH SOLE 01 628933
WAL MART STORES INC COM 931142103 2129 38124 SH SOLE 38124
WAL MART STORES INC COM 931142103 463483 8298714 SH SOLE 01 8298714
WALGREEN CO COM 931422109 5532 180555 SH SOLE 01 180555
WARNACO GROUP INC CL A NEW 934390402 61342 3939786 SH SOLE 3939786
WASHINGTON MUT INC COM 939322103 2417 61380 SH SOLE 61380
WASHINGTON MUT INC COM 939322103 22138 562308 SH SOLE 01 562308
WASHINGTON MUT INC COM 939322103 2343 59500 SH SOLE 03 59500
WASTE MGMT INC DEL COM 94106L109 123859 4732877 SH SOLE 01 4732877
WATERS CORP COM 941848103 3836 139854 SH SOLE 01 139854
WATSON PHARMACEUTICALS INC COM 942683103 7034 168725 SH SOLE 01 168725
WEBMD CORP COM 94769M105 11560 1291660 SH SOLE 01 1291660
WEIGHT WATCHERS INTL INC NEW COM 948626106 3869 93000 SH SOLE 01 93000
WELLPOINT HEALTH NETWORK NEW COM 94973H108 1742 22600 SH SOLE 03 22600
WELLS FARGO & CO NEW COM 949746101 205431 3988949 SH SOLE 01 3988949
WESTWOOD ONE INC COM 961815107 5766 191004 SH SOLE 01 191004
WEYERHAEUSER CO COM 962166104 85079 1455591 SH SOLE 01 1455591
WHIRLPOOL CORP COM 963320106 726 10708 SH SOLE 10708
WHIRLPOOL CORP COM 963320106 1432 21131 SH SOLE 01 21131
WILLIAMS SONOMA INC COM 969904101 3588 133000 SH SOLE 01 133000
WIMM BILL DANN FOODS OJSC SPONSORED ADR 97263M109 763 39700 SH SOLE 01 39700
WISCONSIN ENERGY CORP COM 976657106 8407 275000 SH SOLE 01 275000
WYETH COM 983024100 558539 12115809 SH SOLE 01 12115809
XILINX INC COM 983919101 5375 189046 SH SOLE 01 189046
YAHOO INC COM 984332106 60190 1700761 SH SOLE 01 1700761
ZIMMER HLDGS INC COM 98956P102 13352 242316 SH SOLE 01 242316
ZIONS BANCORPORATION COM 989701107 15027 268393 SH SOLE 01 268393