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
GOLD FIELDS LTD NEW            SPONSORED ADR    38059T106       465    32821    SH          SOLE      01           32821
GOLDEN WEST FINL CORP DEL      COM              381317106      7536    84190    SH          SOLE      01           84190
GOLDMAN SACHS GROUP INC        COM              38141G104    107014  1275490    SH          SOLE      01         1275490
GOODRICH CORP                  COM              382388106      1288    53135    SH          SOLE                   53135
GRUPO TELEVISA SA DE CV        SP ADR REP ORD   40049J206     45645  1247461    SH          SOLE      01         1247461
GRUPO AEROPORTUARIO DEL SURE   SPON ADR SER B   40051E202      8460   575543    SH          SOLE      01          575543
HCA INC                        COM              404119109     30148   817919    SH          SOLE      01          817919
HALLIBURTON CO                 COM              406216101      3982   164197    SH          SOLE      01          164197
HANCOCK JOHN FINL SVCS INC     COM              41014S106      4360   129005    SH          SOLE      01          129005
HARLEY DAVIDSON INC            COM              412822108      2305    47826    SH          SOLE                   47826
HARLEY DAVIDSON INC            COM              412822108     57108  1184822    SH          SOLE      01         1184822
HARRIS CORP DEL                COM              413875105      5870   164000    SH          SOLE      01          164000
HARSCO CORP                    COM              415864107      4858   126284    SH          SOLE      01          126284
HARTFORD FINL SVCS GROUP INC   COM              416515104    182122  3460413    SH          SOLE      01         3460413
HERSHEY FOODS CORP             COM              427866108      5044    69396    SH          SOLE      01           69396
HEWLETT PACKARD CO             COM              428236103      1679    86747    SH          SOLE                   86747
HEWLETT PACKARD CO             COM              428236103     47558  2456533    SH          SOLE      01         2456533
HIGH INCOME OPPORTUNITY FD I   COM              42967Q105      2088   294543    SH          SOLE                  294543
HILTON HOTELS CORP             COM              432848109     51160  3154154    SH          SOLE      01         3154154
HOME DEPOT INC                 COM              437076102      2159    67773    SH          SOLE                   67773
HOME DEPOT INC                 COM              437076102    570204 17902807    SH          SOLE      01        17902807
HOME DEPOT INC                 COM              437076102      2650    83200    SH          SOLE      03           83200
HONEYWELL INTL INC             COM              438516106     24434   927279    SH          SOLE      01          927279
HONEYWELL INTL INC             COM              438516106      1117    42400    SH          SOLE      03           42400
HOST MARRIOTT CORP NEW         COM              44107P104       960    89448    SH          SOLE                   89448
HUANENG PWR INTL INC           SPON ADR N       443304100       122     2234    SH          SOLE                    2234
HUANENG PWR INTL INC           SPON ADR N       443304100      8955   163708    SH          SOLE      01          163708
HUGOTON RTY TR TEX             UNIT BEN INT     444717102     13841   738600    SH          SOLE      01          738600
HUTCHINSON TECHNOLOGY INC      COM              448407106       688    20898    SH          SOLE                   20898
IDEC PHARMACEUTICALS CORP      COM              449370105      5526   166000    SH          SOLE      01          166000
IMS HEALTH INC                 COM              449934108      8651   410000    SH          SOLE      01          410000
ILLINOIS TOOL WKS INC          COM              452308109      8173   123348    SH          SOLE      01          123348
ING GROUP N V                  SPONSORED ADR    456837103       828    44768    SH          SOLE                   44768
INTEL CORP                     COM              458140100    508664 18483415    SH          SOLE      01        18483415
INTEGRATED DEFENSE TECHNOLOG   COM              45819B101      3307   197063    SH          SOLE      01          197063
INTERACTIVECORP                COM              45840Q101     16860   508149    SH          SOLE      01          508149
INTERACTIVECORP                COM              45840Q101      2386    71900    SH          SOLE      03           71900
INTERNAP NETWORK SVCS CORP     COM              45885A102        51    41244    SH          SOLE      01           41244
INTERNATIONAL BUSINESS MACHS   COM              459200101    380062  4302751    SH          SOLE      01         4302751
INTERNATIONAL BUSINESS MACHS   COM              459200101      1855    21000    SH          SOLE      03           21000
INTERNATIONAL FLAVORS&FRAGRA   COM              459506101      2439    73733    SH          SOLE      01           73733
INTERNATIONAL GAME TECHNOLOG   COM              459902102      3162   112320    SH          SOLE      01          112320
INTL PAPER CO                  COM              460146103      1550    39732    SH          SOLE                   39732
INTL PAPER CO                  COM              460146103      6562   168161    SH          SOLE      01          168161
INTERNET CAP GROUP INC         COM              46059C106      1062  2333334    SH          SOLE      04         2333334
INTERPUBLIC GROUP COS INC      COM              460690100      2991   211821    SH          SOLE      01          211821
INTERPUBLIC GROUP COS INC      COM              460690100      1017    72000    SH          SOLE      03           72000
INTERSIL CORP                  CL A             46069S109      3094   130000    SH          SOLE      01          130000
INTUIT                         COM              461202103    288375  5977917    SH          SOLE      01         5977917
INTUIT                         COM              461202103      1592    33000    SH          SOLE      03           33000
IRELAND BK                     SPONSORED ADR    46267Q103       802    16468    SH          SOLE                   16468
ISHARES TR                     7-10 YR TRS BD   464287440      1231    14215    SH          SOLE                   14215
ISHARES TR                     RUSSELL1000VAL   464287598      1592    30976    SH          SOLE      01           30976
IVAX CORP                      COM              465823102      2617   133501    SH          SOLE      01          133501
IXYS CORP                      COM              46600W106       218    23284    SH          SOLE      01           23284
J P MORGAN CHASE & CO          COM              46625H100    110217  3210516    SH          SOLE      01         3210516
J P MORGAN CHASE & CO          COM              46625H100      2300    67000    SH          SOLE      03           67000
JACOBS ENGR GROUP INC DEL      COM              469814107      2255    50000    SH          SOLE      01           50000
JETBLUE AWYS CORP              COM              477143101      1041    17100    SH          SOLE      03           17100
JOHNSON & JOHNSON              COM              478160104      2141    43241    SH          SOLE                   43241
JOHNSON & JOHNSON              COM              478160104    562847 11366063    SH          SOLE      01        11366063
JOHNSON CTLS INC               COM              478366107      1892    20000    SH          SOLE      01           20000
JONES APPAREL GROUP INC        COM              480074103      8530   285000    SH          SOLE      01          285000
KLA-TENCOR CORP                COM              482480100      3605    69865    SH          SOLE      01           69865
KT CORP                        SPONSORED ADR    48268K101      1712    85910    SH          SOLE      01           85910
KB HOME                        COM              48666K109       912    15295    SH          SOLE      01           15295
KELLOGG CO                     COM              487836108      1268    38023    SH          SOLE      01           38023
KEYCORP NEW                    COM              493267108      1790    70000    SH          SOLE      01           70000
KEYSPAN CORP                   COM              49337W100       351    10000    SH          SOLE      01           10000
KIMBERLY CLARK CORP            COM              494368103       334     6504    SH          SOLE                    6504
KIMBERLY CLARK CORP            COM              494368103    185579  3616120    SH          SOLE      01         3616120
KIMCO REALTY CORP              COM              49446R109       698    17034    SH          SOLE                   17034
KIMCO REALTY CORP              COM              49446R109      1350    32950    SH          SOLE      01           32950
KINDER MORGAN INC KANS         COM              49455P101      4571    84626    SH          SOLE      01           84626
KOHLS CORP                     COM              500255104      7968   148941    SH          SOLE      01          148941
KOOKMIN BK NEW                 SPONSORED ADR    50049M109       128     3885    SH          SOLE                    3885
KOOKMIN BK NEW                 SPONSORED ADR    50049M109      4819   146473    SH          SOLE      01          146473
KROGER CO                      COM              501044101     17012   951959    SH          SOLE      01          951959
KROGER CO                      COM              501044101       670    37500    SH          SOLE      03           37500
L-3 COMMUNICATIONS HLDGS INC   COM              502424104      1234    28538    SH          SOLE                   28538
L-3 COMMUNICATIONS HLDGS INC   COM              502424104      8310   192149    SH          SOLE      01          192149
LAUDER ESTEE COS INC           CL A             518439104      3291    96500    SH          SOLE      01           96500
LEAR CORP                      COM              521865105      5580   106000    SH          SOLE      01          106000
LEGGETT & PLATT INC            COM              524660107      1361    62906    SH          SOLE      01           62906
LEGG MASON INC                 COM              524901105     10758   149000    SH          SOLE      01          149000
LEHMAN BROS HLDGS INC          COM              524908100      6219    90021    SH          SOLE      01           90021
LIBERTY MEDIA CORP NEW         COM SER A        530718105    532715 53431758    SH          SOLE      01        53431758
LIBERTY PPTY TR                SH BEN INT       531172104       896    24225    SH          SOLE                   24225
LIFEPOINT HOSPITALS INC        COM              53219L109      1692    69948    SH          SOLE      03           69948
LILLY ELI & CO                 COM              532457108     21018   353843    SH          SOLE      01          353843
LIN TV CORP                    CL A             532774106      6089   286390    SH          SOLE      04          286390
LINCARE HLDGS INC              COM              532791100    253437  6922606    SH          SOLE      01         6922606
LINCOLN NATL CORP IND          COM              534187109      1589    44907    SH          SOLE                   44907
LINCOLN NATL CORP IND          COM              534187109     67514  1908260    SH          SOLE      01         1908260
LINEAR TECHNOLOGY CORP         COM              535678106      2779    77336    SH          SOLE      01           77336
LOCKHEED MARTIN CORP           COM              539830109    137308  2975247    SH          SOLE      01         2975247
LOEWS CORP                     COM              540424108      1237    30652    SH          SOLE      01           30652
LOWES COS INC                  COM              548661107      2361    45495    SH          SOLE                   45495
LOWES COS INC                  COM              548661107     60742  1170363    SH          SOLE      01         1170363
LUBRIZOL CORP                  COM              549271104      2434    75000    SH          SOLE      01           75000
LUCENT TECHNOLOGIES INC        COM              549463107      1761   815209    SH          SOLE      01          815209
M & T BK CORP                  COM              55261F104      9727   111415    SH          SOLE      01          111415
MBIA INC                       COM              55262C100      5497   100000    SH          SOLE      01          100000
MBNA CORP                      COM              55262L100      9662   423774    SH          SOLE      01          423774
MKTG SERVICES INC              COM NEW          55308X308       132    90430    SH          SOLE      04           90430
MACROVISION CORP               COM              555904101      1609    86999    SH          SOLE      01           86999
MAGUIRE PPTYS INC              COM              559775101      7082   345448    SH          SOLE      01          345448
MANITOWOC INC                  COM              563571108      4407   203187    SH          SOLE      05          203187
MANOR CARE INC NEW             COM              564055101     11975   399166    SH          SOLE      01          399166
MARATHON OIL CORP              COM              565849106      2444    85744    SH          SOLE                   85744
MARSH & MCLENNAN COS INC       COM              571748102    344121  7227905    SH          SOLE      01         7227905
MARRIOTT INTL INC NEW          CL A             571903202      5596   130053    SH          SOLE      01          130053
MARTIN MARIETTA MATLS INC      COM              573284106      7757   212800    SH          SOLE      01          212800
MASCO CORP                     COM              574599106      2507   102392    SH          SOLE      01          102392
MATTEL INC                     COM              577081102      2961   156168    SH          SOLE      01          156168
MAXIM INTEGRATED PRODS INC     COM              57772K101      7172   182087    SH          SOLE      01          182087
MAYTAG CORP                    COM              578592107       617    24712    SH          SOLE      01           24712
MCDONALDS CORP                 COM              580135101     13520   574330    SH          SOLE      01          574330
MCGRAW HILL COS INC            COM              580645109      5086    81867    SH          SOLE      01           81867
MCKESSON CORP                  COM              58155Q103      1500    45060    SH          SOLE                   45060
MCKESSON CORP                  COM              58155Q103      1378    41400    SH          SOLE      03           41400
MEADWESTVACO CORP              COM              583334107      3191   125152    SH          SOLE      01          125152
MEDAREX INC                    COM              583916101      1147   194416    SH          SOLE                  194416
MEDCO HEALTH SOLUTIONS INC     COM              58405U102        15      585    SH          SOLE                     585
MEDCO HEALTH SOLUTIONS INC     COM              58405U102       904    34845    SH          SOLE      01           34845
MEDICAL STAFFING NETWK HLDGS   COM              58463F104      8751  1157594    SH          SOLE      01         1157594
MEDIMMUNE INC                  COM              584699102      4247   128588    SH          SOLE      01          128588
MEDIFAST INC                   COM              58470H101       371    30000    SH          SOLE                   30000
MEDTRONIC INC                  COM              585055106      2047    43626    SH          SOLE                   43626
MEDTRONIC INC                  COM              585055106     21280   453535    SH          SOLE      01          453535
MELLON FINL CORP               COM              58551A108    162330  5385874    SH          SOLE      01         5385874
MERCK & CO INC                 COM              589331107       605    11952    SH          SOLE                   11952
MERCK & CO INC                 COM              589331107    326829  6456514    SH          SOLE      01         6456514
MERRILL LYNCH & CO INC         COM              590188108     10468   195557    SH          SOLE      01          195557
METHANEX CORP                  COM              59151K108      1079   115201    SH          SOLE                  115201
METLIFE INC                    COM              59156R108     18836   671506    SH          SOLE      01          671506
METTLER TOLEDO INTERNATIONAL   COM              592688105     17434   484955    SH          SOLE      01          484955
MICHAELS STORES INC            COM              594087108      8315   204000    SH          SOLE      01          204000
MICROSOFT CORP                 COM              594918104      2248    80860    SH          SOLE                   80860
MICROSOFT CORP                 COM              594918104    918434 33037204    SH          SOLE      01        33037204
MICROVISION INC WASH           COM              594960106      1794   226200    SH          SOLE      01          226200
MICROCHIP TECHNOLOGY INC       COM              595017104      3929   164000    SH          SOLE      01          164000
MICRON TECHNOLOGY INC          COM              595112103      2518   187654    SH          SOLE      01          187654
MILLENNIUM PHARMACEUTICALS I   COM              599902103       773    50000    SH          SOLE      01           50000
MOBILE TELESYSTEMS OJSC        SPONSORED ADR    607409109      8323   113156    SH          SOLE      01          113156
MOLEX INC                      CL A             608554200    270292 11045848    SH          SOLE      01        11045848
MORGAN STANLEY                 COM NEW          617446448      1921    38073    SH          SOLE                   38073
MORGAN STANLEY                 COM NEW          617446448    124973  2476667    SH          SOLE      01         2476667
MOTOROLA INC                   COM              620076109      9983   835365    SH          SOLE      01          835365
MURPHY OIL CORP                COM              626717102      3231    55000    SH          SOLE      01           55000
NAM TAI ELECTRS INC            COM PAR $0.02    629865205      1243    45820    SH          SOLE                   45820
NATIONAL CITY CORP             COM              635405103       619    20998    SH          SOLE                   20998
NATIONAL COMMERCE FINL CORP    COM              63545P104      7887   317000    SH          SOLE      01          317000
NATIONAL GRID TRANSCO PLC      SPONSORED ADR    636274102       689    21095    SH          SOLE                   21095
NATIONAL SEMICONDUCTOR CORP    COM              637640103       953    29500    SH          SOLE                   29500
NATIONWIDE FINL SVCS INC       CL A             638612101      4701   150000    SH          SOLE      01          150000
NAVIGANT INTL INC              COM              63935R108      9247   660033    SH          SOLE      01          660033
NEIMAN MARCUS GROUP INC        CL A             640204202      5757   138050    SH          SOLE      01          138050
NEW YORK CMNTY BANCORP INC     COM              649445103      3781   120000    SH          SOLE      01          120000
NEW YORK TIMES CO              CL A             650111107     10801   248536    SH          SOLE      01          248536
NEWCASTLE INVT CORP            COM              65105M108     17243   750000    SH          SOLE      01          750000
NEWELL RUBBERMAID INC          COM              651229106      1852    85475    SH          SOLE      01           85475
NEWMONT MINING CORP            COM              651639106    117314  3001119    SH          SOLE      01         3001119
NEWS CORP LTD                  ADR NEW          652487703        81     2473    SH          SOLE                    2473
NEWS CORP LTD                  ADR NEW          652487703      1716    52326    SH          SOLE      01           52326
NEWTEK BUSINESS SVCS INC       COM              652526104       191    38750    SH          SOLE      01           38750
NEXTEL COMMUNICATIONS INC      CL A             65332V103      6359   322618    SH          SOLE      01          322618
NEXTEL PARTNERS INC            CL A             65333F107     21453  2732862    SH          SOLE      05         2732862
NIKE INC                       CL B             654106103      4737    77882    SH          SOLE      01           77882
NISSAN MOTORS                  SPONSORED ADR    654744408      1627    74872    SH          SOLE                   74872
NOKIA CORP                     SPONSORED ADR    654902204       619    39693    SH          SOLE                   39693
NORTH FORK BANCORPORATION NY   COM              659424105      9564   275228    SH          SOLE      01          275228
NORTHROP GRUMMAN CORP          COM              666807102     85188   988029    SH          SOLE      01          988029
NOVARTIS A G                   SPONSORED ADR    66987V109       958    24653    SH          SOLE                   24653
NVIDIA CORP                    COM              67066G104      6066   379854    SH          SOLE      01          379854
NUVEEN DIV ADV MUNI FD 3       COM SH BEN INT   67070X101       573    41366    SH          SOLE                   41366
OGE ENERGY CORP                COM              670837103      9036   400000    SH          SOLE      01          400000
OCCIDENTAL PETE CORP DEL       COM              674599105       710    20165    SH          SOLE                   20165
OLD REP INTL CORP              COM              680223104     12523   378458    SH          SOLE      01          378458
OMNICARE INC                   COM              681904108      3271    90700    SH          SOLE      03           90700
OMNICOM GROUP INC              COM              681919106      2151    29942    SH          SOLE                   29942
OMNICOM GROUP INC              COM              681919106     60851   846913    SH          SOLE      01          846913
ONVIA COM INC                  COM NEW          68338T403       865   227690    SH          SOLE      04          227690
OPEN JT STK CO-VIMPEL COMMUN   SPONSORED ADR    68370R109      6800   111730    SH          SOLE      01          111730
ORACLE CORP                    COM              68389X105    232058 20627412    SH          SOLE      01        20627412
ORCHID BIOSCIENCES INC         COM              68571P100        16    11860    SH          SOLE                   11860
OUTBACK STEAKHOUSE INC         COM              689899102      1090    28793    SH          SOLE                   28793
OVERTURE SVCS INC              COM              69039R100       955    36274    SH          SOLE                   36274
OXFORD HEALTH PLANS INC        COM              691471106       290     7022    SH          SOLE      01            7022
POSCO                          SPONSORED ADR    693483109        86     2991    SH          SOLE                    2991
POSCO                          SPONSORED ADR    693483109     29196  1020851    SH          SOLE      01         1020851
PPG INDS INC                   COM              693506107      6194   118614    SH          SOLE      01          118614
PACIFICARE HEALTH SYS DEL      COM              695112102      1220    25010    SH          SOLE                   25010
PACTIV CORP                    COM              695257105      6697   330228    SH          SOLE      01          330228
PAXSON COMMUNICATIONS CORP     COM              704231109       206    41500    SH          SOLE      02           41500
PAYCHEX INC                    COM              704326107     74700  2190628    SH          SOLE      01         2190628
PEABODY ENERGY CORP            COM              704549104      1569    50000    SH          SOLE      01           50000
PEOPLESOFT INC                 COM              712713106      7132   390386    SH          SOLE      01          390386
PEPCO HOLDINGS INC             COM              713291102      5038   291525    SH          SOLE      01          291525
PEPSI BOTTLING GROUP INC       COM              713409100      2077   100938    SH          SOLE                  100938
PEPSI BOTTLING GROUP INC       COM              713409100     10448   507659    SH          SOLE      01          507659
PEPSI BOTTLING GROUP INC       COM              713409100      1486    72200    SH          SOLE      03           72200
PEPSICO INC                    COM              713448108    480741 10489664    SH          SOLE      01        10489664
PER-SE TECHNOLOGIES INC        COM NEW          713569309       242    15175    SH          SOLE      01           15175
PETROLEO BRASILEIRO SA PETRO   SPONSORED ADR    71654V101      8621   405696    SH          SOLE      01          405696
PETROLEO BRASILEIRO SA PETRO   SPONSORED ADR    71654V408     11829   515893    SH          SOLE      01          515893
PFIZER INC                     COM              717081103      2007    66066    SH          SOLE                   66066
PFIZER INC                     COM              717081103   1037971 34166256    SH          SOLE      01        34166256
PINNACLE WEST CAP CORP         COM              723484101      1065    30000    SH          SOLE      01           30000
PINNACOR INC                   COM              723487104      3539  1538903    SH          SOLE      01         1538903
PIONEER NAT RES CO             COM              723787107      6262   245965    SH          SOLE      01          245965
PITNEY BOWES INC               COM              724479100       322     8402    SH          SOLE                    8402
PITNEY BOWES INC               COM              724479100     62558  1632514    SH          SOLE      01         1632514
PLUG POWER INC                 COM              72919P103     29070  5666666    SH          SOLE                 5666666
PLUM CREEK TIMBER CO INC       COM              729251108      3180   125000    SH          SOLE      01          125000
POLYCOM INC                    COM              73172K104      2037   122651    SH          SOLE      01          122651
PRAXAIR INC                    COM              74005P104    144427  2331352    SH          SOLE      01         2331352
PRENTISS PPTYS TR              SH BEN INT       740706106      1032    33297    SH          SOLE                   33297
PRINCIPAL FINANCIAL GROUP IN   COM              74251V102      1776    57299    SH          SOLE                   57299
PROCTER & GAMBLE CO            COM              742718109    180976  1949747    SH          SOLE      01         1949747
PROGRESS ENERGY INC            COM              743263105       343     7710    SH          SOLE                    7710
PROGRESS ENERGY INC            COM              743263105      7921   178159    SH          SOLE      01          178159
PROLOGIS                       SH BEN INT       743410102      1074    35501    SH          SOLE                   35501
PROLOGIS                       SH BEN INT       743410102      1541    50951    SH          SOLE      01           50951
PROVIDIAN FINL CORP            COM              74406A102      1190   100900    SH          SOLE      03          100900
PROXIM CORP                    CL A             744283102       914   609000    SH          SOLE                  609000
PRUDENTIAL FINL INC            COM              744320102       348     9324    SH          SOLE                    9324
PRUDENTIAL FINL INC            COM              744320102     52722  1411183    SH          SOLE      01         1411183
PUBLIC SVC ENTERPRISE GROUP    COM              744573106      1808    43047    SH          SOLE                   43047
PUBLIC SVC ENTERPRISE GROUP    COM              744573106     24015   571778    SH          SOLE      01          571778
PUBLIC STORAGE INC             COM              74460D109      1093    27874    SH          SOLE                   27874
PUBLIC STORAGE INC             COM              74460D109      3923   100000    SH          SOLE      01          100000
PULTE HOMES INC                COM              745867101      1266    18618    SH          SOLE      01           18618
QUALCOMM INC                   COM              747525103      8434   202390    SH          SOLE      01          202390
QUEST DIAGNOSTICS INC          COM              74834L100     10552   174017    SH          SOLE      01          174017
RF MICRODEVICES INC            COM              749941100      2961   320500    SH          SOLE      01          320500
RADIAN GROUP INC               COM              750236101      1391    31323    SH          SOLE                   31323
RADIOLOGIX INC                 COM              75040K109      1275   416677    SH          SOLE                  416677
RAYONIER INC                   COM              754907103     20710   510088    SH          SOLE      01          510088
RAYTHEON CO                    COM NEW          755111507     64433  2301165    SH          SOLE      01         2301165
REGAL ENTMT GROUP              CL A             758766109      5925   318541    SH          SOLE      01          318541
REGENCY CTRS CORP              COM              758849103    449752 12204927    SH          SOLE                12204927
REGENT COMMUNICATIONS INC DE   COM              758865109      6710  1099998    SH          SOLE                 1099998
REPUBLIC SVCS INC              COM              760759100     16980   750000    SH          SOLE      01          750000
REPUBLIC SVCS INC              COM              760759100      1653    73000    SH          SOLE      03           73000
REYNOLDS R J TOB HLDGS INC     COM              76182K105      6662   168500    SH          SOLE      01          168500
RITCHIE BROS AUCTIONEERS       COM              767744105      1948    46989    SH          SOLE      01           46989
ROCKWELL COLLINS INC           COM              774341101     17312   685619    SH          SOLE      01          685619
ROHM & HAAS CO                 COM              775371107     76189  2277689    SH          SOLE      01         2277689
ROUSE CO                       COM              779273101      1262    30274    SH          SOLE                   30274
ROYAL DUTCH PETE CO            NY REG EUR .56   780257804      3978    90000    SH          SOLE      01           90000
RYLAND GROUP INC               COM              783764103      1732    23686    SH          SOLE                   23686
SBC COMMUNICATIONS INC         COM              78387G103      1662    74716    SH          SOLE                   74716
SBC COMMUNICATIONS INC         COM              78387G103    114232  5134000    SH          SOLE      01         5134000
SEI INVESTMENTS CO             COM              784117103      4378   134500    SH          SOLE      01          134500
SLM CORP                       COM              78442P106      2094    53756    SH          SOLE                   53756
SLM CORP                       COM              78442P106     53927  1384165    SH          SOLE      01         1384165
SPDR TR                        UNIT SER 1       78462F103     37102   371207    SH          SOLE      01          371207
SAFEWAY INC                    COM NEW          786514208      5778   251862    SH          SOLE      01          251862
ST PAUL COS INC                COM              792860108      2962    80000    SH          SOLE      01           80000
SANMINA SCI CORP               COM              800907107      3132   324232    SH          SOLE      01          324232
SARA LEE CORP                  COM              803111103       654    35608    SH          SOLE                   35608
SARA LEE CORP                  COM              803111103     44981  2449931    SH          SOLE      01         2449931
SATYAM COMPUTER SERVICES LTD   ADR              804098101      1835   142253    SH          SOLE      01          142253
SCANA CORP NEW                 COM              80589M102     12793   373532    SH          SOLE      01          373532
SCHEIN HENRY INC               COM              806407102      4189    73874    SH          SOLE      01           73874
SCHERING PLOUGH CORP           COM              806605101       447    29329    SH          SOLE                   29329
SCHERING PLOUGH CORP           COM              806605101       581    38114    SH          SOLE      01           38114
SCHLUMBERGER LTD               COM              806857108    270050  5579549    SH          SOLE      01         5579549
SCHWAB CHARLES CORP NEW        COM              808513105      5024   421827    SH          SOLE      01          421827
SCRIPPS E W CO OHIO            CL A             811054204      5119    60151    SH          SOLE      01           60151
SEA CONTAINERS LTD             CL B             811371103      2198   150000    SH          SOLE                  150000
SEA CONTAINERS LTD             CL A             811371707      5715   391198    SH          SOLE                  391198
SEALED AIR CORP NEW            COM              81211K100      9009   190752    SH          SOLE      01          190752
SEARS ROEBUCK & CO             COM              812387108      2447    55961    SH          SOLE      01           55961
SEPRACOR INC                   COM              817315104      1712    62000    SH          SOLE      03           62000
SHERWIN WILLIAMS CO            COM              824348106      1471    50000    SH          SOLE      01           50000
SIEBEL SYS INC                 COM              826170102      4431   453983    SH          SOLE      01          453983
SIMON PPTY GROUP INC NEW       COM              828806109      6191   142057    SH          SOLE      01          142057
SMITH & NEPHEW PLC             SPDN ADR NEW     83175M205       817    12269    SH          SOLE                   12269
SMITH & NEPHEW PLC             SPDN ADR NEW     83175M205       970    14561    SH          SOLE      01           14561
SMTC CORP                      COM              832682108       135   192901    SH          SOLE                  192901
SNAP ON INC                    COM              833034101       547    19792    SH          SOLE      01           19792
SOUTHERN CO                    COM              842587107     11287   384563    SH          SOLE      01          384563
SOUTHTRUST CORP                COM              844730101      5872   200000    SH          SOLE      01          200000
SOUTHWEST AIRLS CO             COM              844741108      1713    96798    SH          SOLE      01           96798
SPRINT CORP                    PCS COM SER 1    852061506      2880   502560    SH          SOLE      01          502560
STANCORP FINL GROUP INC        COM              852891100      1169    20344    SH          SOLE      01           20344
STANLEY WKS                    COM              854616109       851    28811    SH          SOLE      01           28811
STARWOOD HOTELS&RESORTS WRLD   PAIRED CTF       85590A203      1133    32545    SH          SOLE                   32545
STATE STR CORP                 COM              857477103      2339    51969    SH          SOLE                   51969
STATE STR CORP                 COM              857477103    340379  7563983    SH          SOLE      01         7563983
STEEL DYNAMICS INC             COM              858119100      6634   436150    SH          SOLE                  436150
STEEL DYNAMICS INC             COM              858119100      7172   471500    SH          SOLE      05          471500
STERICYCLE INC                 COM              858912108      4678    99000    SH          SOLE      01           99000
STET HELLAS COMMUNICATIONS S   ADR              859823106       139    12396    SH          SOLE      01           12396
STORA ENSO CORP                SPON ADR REP R   86210M106       767    62625    SH          SOLE                   62625
STORAGE TECHNOLOGY CORP        COM PAR $0.10    862111200      1207    50000    SH          SOLE      01           50000
STRYKER CORP                   COM              863667101      2244    29794    SH          SOLE                   29794
SUN INC                        SDCV  6.750% 6/1 866762AG2       515   500000    PRN         SOLE      01          500000
SUN MICROSYSTEMS INC           COM              866810104      3717  1123090    SH          SOLE      01         1123090
SUNGARD DATA SYS INC           COM              867363103      7611   289295    SH          SOLE      01          289295
SUNTRUST BKS INC               COM              867914103     22383   370770    SH          SOLE      01          370770
SYMANTEC CORP                  COM              871503108      5194    82196    SH          SOLE      01           82196
SYNOPSYS INC                   COM              871607107      4204   136000    SH          SOLE      01          136000
SYSCO CORP                     COM              871829107      2299    70281    SH          SOLE                   70281
SYSCO CORP                     COM              871829107     72468  2215466    SH          SOLE      01         2215466
TCF FINL CORP                  COM              872275102       527    11000    SH          SOLE      01           11000
TECO ENERGY INC                COM              872375100      2073   150000    SH          SOLE      01          150000
TXU CORP                       COM              873168108      4999   212190    SH          SOLE      01          212190
TAIWAN SEMICONDUCTOR MFG LTD   SPONSORED ADR    874039100       180    16659    SH          SOLE                   16659
TAIWAN SEMICONDUCTOR MFG LTD   SPONSORED ADR    874039100     50143  4629974    SH          SOLE      01         4629974
TAKE-TWO INTERACTIVE SOFTWAR   COM              874054109       867    25376    SH          SOLE                   25376
TARGET CORP                    COM              87612E106    415714 11047414    SH          SOLE      01        11047414
TELE NORTE LESTE PART S A      SPON ADR PFD     879246106       823    59039    SH          SOLE      01           59039
TELEFONICA S A                 SPONSORED ADR    879382208        79     2242    SH          SOLE                    2242
TELEFONICA S A                 SPONSORED ADR    879382208      5061   142777    SH          SOLE      01          142777
TELEFONOS DE MEXICO S A        SPON ADR ORD L   879403780     10502   343766    SH          SOLE      01          343766
TELEPHONE & DATA SYS INC       COM              879433100       667    11791    SH          SOLE                   11791
TELEPHONE & DATA SYS INC       COM              879433100      5973   105647    SH          SOLE      01          105647
TELESP CELULAR PART S A        SPON ADR PFD     87952L108       326    70000    SH          SOLE      01           70000
TENARIS S A                    SPONSORED ADR    88031M109       351    13349    SH          SOLE      01           13349
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