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, 2002
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 06431
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 06431 November 1, 2002
------------------- ------------- ----- ----------------
(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: 1,096
Form 13F Information Table Value Total: $26,262,529
(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 6553 221324 SH DEFINED 01 221324
ARCH CAP GROUP LTD ORD G0450A105 6902 247397 SH DEFINED 01 247397
BANK OF BERMUDA LTD SHS G07644100 249 7650 SH SOLE 7650
EVEREST RE GROUP LTD COM G3223R108 12182 222060 SH DEFINED 01 222060
GLOBALSANTAFE CORP SHS G3930E101 1011 45250 SH DEFINED 03 45250
GLOBALSANTAFE CORP SHS G3930E101 17161 767812 SH DEFINED 01 767812
NABORS INDUSTRIES LTD SHS G6359F103 747 22800 SH SOLE 22800
NOBLE CORPORATION SHS G65422100 1730 55800 SH DEFINED 03 55800
NOBLE CORPORATION SHS G65422100 4137 133436 SH DEFINED 01 133436
RENAISSANCE RE HLDGS LTD COM G7496G103 2834 75000 SH DEFINED 01 75000
HILFIGER TOMMY CORP ORD G8915Z102 494 52800 SH DEFINED 01 52800
ALCON INC COM SHS H01301102 5806 149830 SH DEFINED 01 149830
BACKWEB TECHNOLOGIES LTD ORD M15633106 303 1316304 SH DEFINED 01 1316304
CAMTEK LTD ORD M20791105 149 237143 SH DEFINED 01 237143
ECTEL LTD ORD M29925100 6971 841961 SH DEFINED 01 841961
FUNDTECH LTD ORD M47095100 1173 335187 SH DEFINED 01 335187
LUMENIS LTD SHS M6778Q105 1477 376676 SH DEFINED 01 376676
RADVIEW SOFTWARE LTD ORD M81867109 194 776329 SH DEFINED 01 776329
TARO PHARMACEUTICAL INDS LTD ORD M8737E108 1256 37205 SH DEFINED 01 37205
TTI TEAM TELECOM INTL LTD ORD M88258104 1650 243343 SH DEFINED 01 243343
SAPIENS INTL CORP N V ORD N7716A102 670 848293 SH DEFINED 01 848293
FLEXTRONICS INTL LTD ORD Y2573F102 547 78505 SH DEFINED 01 78505
A D C TELECOMMUNICATIONS COM 000886101 175 151800 SH DEFINED 01 151800
AFLAC INC COM 001055102 68009 2215984 SH DEFINED 01 2215984
AGCO CORP COM 001084102 3128 134807 SH DEFINED 01 134807
AES CORP COM 00130H105 595 237000 SH DEFINED 03 237000
AES CORP COM 00130H105 196 77900 SH DEFINED 01 77900
AK STL HLDG CORP COM 001547108 618 84500 SH DEFINED 01 84500
AOL TIME WARNER INC COM 00184A105 1000 85500 SH DEFINED 03 85500
AOL TIME WARNER INC COM 00184A105 56601 4837721 SH DEFINED 01 4837721
AOL TIME WARNER INC COM 00184A105 421 36000 SH SOLE 36000
AT&T CORP COM 001957109 129959 10820892 SH DEFINED 01 10820892
ABBOTT LABS COM 002824100 175937 4354881 SH DEFINED 01 4354881
ABBOTT LABS COM 002824100 1333 33000 SH SOLE 33000
ABERCROMBIE & FITCH CO CL A 002896207 787 40010 SH DEFINED 01 40010
ACCREDO HEALTH INC COM 00437V104 672 14100 SH DEFINED 01 14100
ACTIVISION INC NEW COM NEW 004930202 624 26089 SH DEFINED 01 26089
ACTUATE CORP COM 00508B102 129 135900 SH DEFINED 01 135900
ACXIOM CORP COM 005125109 3148 222000 SH DEFINED 03 222000
ACXIOM CORP COM 005125109 373 26318 SH DEFINED 01 26318
ADAPTEC INC COM 00651F108 110 25000 SH DEFINED 01 25000
ADOBE SYS INC COM 00724F101 3712 194368 SH DEFINED 01 194368
ADVANCED AUTO PARTS INC COM 00751Y106 585 11100 SH DEFINED 03 11100
ADVANCED AUTO PARTS INC COM 00751Y106 348 6600 SH DEFINED 01 6600
ADVANCED LTG TECHNOLOGIES COM 00753C102 572 1429590 SH DEFINED 04 1429590
ADVANCED FIBRE COMMUNICATION COM 00754A105 6740 507946 SH DEFINED 01 507946
ADVANCED MEDICAL OPTICS INC COM 00763M108 104 10901 SH DEFINED 01 10901
AEROFLEX INC COM 007768104 470 93300 SH DEFINED 01 93300
ADVANCED MICRO DEVICES INC COM 007903107 267 50000 SH DEFINED 01 50000
ADVANCEPCS COM 00790K109 692 30700 SH DEFINED 03 30700
ADVANCEPCS COM 00790K109 1681 74600 SH DEFINED 01 74600
ADVENT SOFTWARE INC COM 007974108 176 15340 SH DEFINED 01 15340
AFFILIATED COMPUTER SERVICES CL A 008190100 1000 23500 SH DEFINED 03 23500
AFFILIATED COMPUTER SERVICES CL A 008190100 11699 274956 SH DEFINED 01 274956
AFFILIATED MANAGERS GROUP COM 008252108 2750 61645 SH DEFINED 01 61645
AFFYMETRIX INC COM 00826T108 493 23700 SH DEFINED 01 23700
AFTERMARKET TECHNOLOGY CORP COM 008318107 20995 1623751 SH DEFINED 01 1623751
AGERE SYS INC CL B 00845V209 419 423100 SH DEFINED 01 423100
AGILENT TECHNOLOGIES INC COM 00846U101 1764 135038 SH DEFINED 01 135038
AIR PRODS & CHEMS INC COM 009158106 15190 361586 SH DEFINED 01 361586
AIR PRODS & CHEMS INC COM 009158106 508 12100 SH SOLE 12100
AIRGAS INC COM 009363102 638 48600 SH DEFINED 01 48600
AKAMAI TECHNOLOGIES INC COM 00971T101 399 480219 SH DEFINED 02 480219
ALBERTO CULVER CO CL B CONV 013068101 1289 26300 SH DEFINED 01 26300
ALBERTSONS INC COM 013104104 2218 91800 SH DEFINED 03 91800
ALBERTSONS INC COM 013104104 9721 402364 SH DEFINED 01 402364
ALCOA INC COM 013817101 56899 2948133 SH DEFINED 01 2948133
ALCATEL SPONSORED ADR 013904305 313 134217 SH DEFINED 04 134217
ALLEGHANY CORP DEL COM 017175100 10046 53011 SH DEFINED 01 53011
ALLERGAN INC COM 018490102 6336 116471 SH DEFINED 01 116471
ALLETE INC COM 018522102 4199 194391 SH DEFINED 01 194391
ALLIANCE DATA SYSTEMS CORP COM 018581108 326 21500 SH DEFINED 01 21500
ALLIANT TECHSYSTEMS INC COM 018804104 1053 15200 SH DEFINED 01 15200
ALLIED CAP CORP NEW COM 01903Q108 836 38200 SH DEFINED 01 38200
ALLIED WASTE INDS INC COM PAR$.01NEW 019589308 382 52000 SH DEFINED 01 52000
ALLSTATE CORP COM 020002101 93085 2618436 SH DEFINED 01 2618436
ALLTEL CORP COM 020039103 6031 150286 SH DEFINED 01 150286
ALTERA CORP COM 021441100 1868 215400 SH DEFINED 01 215400
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AMAZON COM INC COM 023135106 1440 90400 SH DEFINED 01 90400
AMBASSADORS GROUP INC COM 023177108 2944 200000 SH DEFINED 01 200000
AMBASSADORS INTL INC COM 023178106 1634 200000 SH DEFINED 01 200000
AMERADA HESS CORP COM 023551104 1127 16600 SH DEFINED 01 16600
AMERICA MOVIL S A DE C V SPON ADR L SHS 02364W105 6433 532558 SH DEFINED 01 532558
AMERICAN ELEC PWR INC COM 025537101 17334 607996 SH DEFINED 01 607996
AMERICAN EAGLE OUTFITTERS NE COM 02553E106 272 22589 SH DEFINED 01 22589
AMERICAN EXPRESS CO COM 025816109 226240 7255945 SH DEFINED 01 7255945
AMERICAN EXPRESS CO COM 025816109 702 22500 SH SOLE 22500
AMERICAN GREETINGS CORP CL A 026375105 402 24947 SH DEFINED 01 24947
AMERICAN INTL GROUP INC COM 026874107 452625 8274673 SH DEFINED 01 8274673
AMERICAN INTL GROUP INC COM 026874107 2211 40412 SH SOLE 40412
AMERICAN PWR CONVERSION CORP COM 029066107 102 10700 SH DEFINED 01 10700
AMERICAN STD COS INC DEL COM 029712106 3075 48333 SH DEFINED 01 48333
AMERICREDIT CORP COM 03060R101 1247 154500 SH DEFINED 03 154500
AMERICREDIT CORP COM 03060R101 252 31200 SH DEFINED 01 31200
AMERISOURCEBERGEN CORP COM 03073E105 1878 26300 SH DEFINED 03 26300
AMERISOURCEBERGEN CORP COM 03073E105 31174 436493 SH DEFINED 01 436493
AMGEN INC COM 031162100 18610 446274 SH DEFINED 01 446274
AMKOR TECHNOLOGY INC COM 031652100 62 26000 SH DEFINED 01 26000
AMPHENOL CORP NEW CL A 032095101 282 9100 SH DEFINED 01 9100
ANADARKO PETE CORP COM 032511107 69877 1568862 SH DEFINED 01 1568862
ANALOG DEVICES INC COM 032654105 51691 2623924 SH DEFINED 01 2623924
ANALOG DEVICES INC COM 032654105 691 35100 SH SOLE 35100
ANDRX GROUP COM 034553107 614 27700 SH DEFINED 03 27700
ANDRX GROUP COM 034553107 658 29700 SH DEFINED 01 29700
ANHEUSER BUSCH COS INC COM 035229103 127586 2521464 SH DEFINED 01 2521464
ANTHEM INC COM 03674B104 5140 79073 SH DEFINED 03 79073
ANTHEM INC COM 03674B104 3524 54223 SH DEFINED 01 54223
APARTMENT INVT & MGMT CO CL A 03748R101 1815 46728 SH DEFINED 01 46728
APOLLO GROUP INC CL A 037604105 982 22600 SH DEFINED 03 22600
APOLLO GROUP INC CL A 037604105 5890 135613 SH DEFINED 01 135613
APOLLO GROUP INC COM UNV PHOENX 037604204 225 7000 SH DEFINED 01 7000
APOGENT TECHNOLOGIES INC COM 03760A101 418 22400 SH DEFINED 03 22400
APOGENT TECHNOLOGIES INC COM 03760A101 79426 4256476 SH DEFINED 01 4256476
APPLEBEES INTL INC COM 037899101 574 26200 SH DEFINED 01 26200
APPLERA CORP COM AP BIO GRP 038020103 1722 94100 SH DEFINED 01 94100
APPLIED MATLS INC COM 038222105 153419 13283024 SH DEFINED 01 13283024
APPLIED MATLS INC COM 038222105 582 50400 SH SOLE 50400
APPLIED MICRO CIRCUITS CORP COM 03822W109 201 70300 SH DEFINED 01 70300
APTARGROUP INC COM 038336103 811 30200 SH DEFINED 01 30200
ARACRUZ CELULOSE S A SPON ADR CL B 038496204 1881 128334 SH DEFINED 01 128334
ARAMARK CORP CL B 038521100 296 14100 SH DEFINED 01 14100
ARCH COAL INC COM 039380100 828 50000 SH DEFINED 01 50000
ARGONAUT TECHNOLOGIES INC COM 040175101 57 78455 SH SOLE 78455
ARROW ELECTRS INC COM 042735100 2518 199394 SH DEFINED 01 199394
ASTORIA FINL CORP COM 046265104 2440 100000 SH DEFINED 01 100000
AT & T LATIN AMER CORP COM 04649A106 636 883089 SH DEFINED 04 883089
ATMEL CORP COM 049513104 893 842253 SH DEFINED 01 842253
AUTODESK INC COM 052769106 188 14800 SH DEFINED 01 14800
AUTOMATIC DATA PROCESSING IN COM 053015103 169932 4887324 SH DEFINED 01 4887324
AUTOMATIC DATA PROCESSING IN COM 053015103 1179 33900 SH SOLE 33900
AUTOZONE INC COM 053332102 2705 34300 SH DEFINED 01 34300
AVAYA INC COM 053499109 31 21900 SH DEFINED 01 21900
AVERY DENNISON CORP COM 053611109 4688 82280 SH DEFINED 01 82280
AVON PRODS INC COM 054303102 103178 2238143 SH DEFINED 01 2238143
AVON PRODS INC COM 054303102 973 21100 SH SOLE 21100
AXCELIS TECHNOLOGIES INC COM 054540109 8154 1670821 SH DEFINED 01 1670821
BISYS GROUP INC COM 055472104 595 35600 SH DEFINED 03 35600
BISYS GROUP INC COM 055472104 867 51875 SH DEFINED 01 51875
BJ SVCS CO COM 055482103 507 19500 SH DEFINED 03 19500
BJ SVCS CO COM 055482103 6805 261715 SH DEFINED 01 261715
BJS WHOLESALE CLUB INC COM 05548J106 1027 54000 SH DEFINED 03 54000
BJS WHOLESALE CLUB INC COM 05548J106 1365 71818 SH DEFINED 01 71818
BP PLC SPONSORED ADR 055622104 68262 1710834 SH DEFINED 01 1710834
BMC SOFTWARE INC COM 055921100 7238 553769 SH DEFINED 01 553769
BAKER HUGHES INC COM 057224107 145993 5029048 SH DEFINED 01 5029048
BALL CORP COM 058498106 760 15084 SH DEFINED 01 15084
BANK OF AMERICA CORPORATION COM 060505104 297582 4664297 SH DEFINED 01 4664297
BANK OF AMERICA CORPORATION COM 060505104 1423 22300 SH SOLE 22300
BANK NEW YORK INC COM 064057102 14387 500602 SH DEFINED 01 500602
BANK ONE CORP COM 06423A103 5498 147000 SH DEFINED 03 147000
BANK ONE CORP COM 06423A103 204002 5454597 SH DEFINED 01 5454597
BANK ONE CORP COM 06423A103 1186 31700 SH SOLE 31700
BANKNORTH GROUP INC NEW COM 06646R107 14070 592405 SH DEFINED 01 592405
BANTA CORP COM 066821109 1317 37100 SH DEFINED 01 37100
BARRICK GOLD CORP COM 067901108 43588 2803056 SH DEFINED 01 2803056
BARR LABS INC COM 068306109 7655 122888 SH DEFINED 01 122888
BAXTER INTL INC COM 071813109 48173 1576872 SH DEFINED 01 1576872
BEA SYS INC COM 073325102 4592 886500 SH DEFINED 01 886500
BEACON POWER CORP COM 073677106 486 2857142 SH DEFINED 04 2857142
BEAZER HOMES USA INC COM 07556Q105 1032 16900 SH DEFINED 01 16900
BECKMAN COULTER INC COM 075811109 1074 27762 SH DEFINED 01 27762
BECTON DICKINSON & CO COM 075887109 2642 93044 SH DEFINED 01 93044
BED BATH & BEYOND INC COM 075896100 12463 382661 SH DEFINED 01 382661
BELLSOUTH CORP COM 079860102 10203 555716 SH DEFINED 01 555716
BERKSHIRE HATHAWAY INC DEL CL B 084670207 133662 54224 SH DEFINED 01 54224
BERKSHIRE HATHAWAY INC DEL CL B 084670207 2219 900 SH SOLE 900
BEST BUY INC COM 086516101 26173 1173173 SH DEFINED 01 1173173
BIG LOTS INC COM 089302103 372 23500 SH DEFINED 03 23500
BIG LOTS INC COM 089302103 475 30000 SH DEFINED 01 30000
BIOGEN INC COM 090597105 29200 997618 SH DEFINED 01 997618
BIOMET INC COM 090613100 506 19000 SH DEFINED 03 19000
BIOMET INC COM 090613100 3358 126100 SH DEFINED 01 126100
BLACK & DECKER CORP COM 091797100 2709 64610 SH DEFINED 01 64610
BLACK BOX CORP DEL COM 091826107 647 19500 SH DEFINED 01 19500
BLACKROCK INC CL A 09247X101 609 14700 SH DEFINED 03 14700
BLACKROCK INC CL A 09247X101 29258 706385 SH DEFINED 01 706385
BLOCK H & R INC COM 093671105 6207 147739 SH DEFINED 01 147739
BOEING CO COM 097023105 23641 692675 SH DEFINED 01 692675
BORG WARNER INC COM 099724106 953 19200 SH DEFINED 01 19200
BOSTON PROPERTIES INC COM 101121101 1860 50000 SH DEFINED 01 50000
BOWATER INC COM 102183100 35671 1010524 SH DEFINED 01 1010524
BRINKER INTL INC COM 109641100 1107 42748 SH DEFINED 01 42748
BRISTOL MYERS SQUIBB CO COM 110122108 990 41600 SH DEFINED 03 41600
BRISTOL MYERS SQUIBB CO COM 110122108 105819 4446191 SH DEFINED 01 4446191
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BROCADE COMMUNICATIONS SYS I COM 111621108 828 110000 SH DEFINED 01 110000
BROCADE COMMUNICATIONS SYS I COM 111621108 38 5008 SH SOLE 5008
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BROOK-PRI AUTOMATION INC COM 11442E102 578 50516 SH DEFINED 01 50516
BROWN & BROWN INC COM 115236101 903 30100 SH DEFINED 03 30100
BROWN & BROWN INC COM 115236101 681 22700 SH DEFINED 01 22700
BROWN FORMAN CORP CL B 115637209 1091 16300 SH DEFINED 01 16300
BULL RUN CORP GA COM 120182100 1184 1645000 SH DEFINED 04 1645000
BULL RUN CORP GA COM 120182100 1158 1608251 SH DEFINED 02 1608251
BURLINGTON NORTHN SANTA FE C COM 12189T104 99953 4178651 SH DEFINED 01 4178651
BURLINGTON NORTHN SANTA FE C COM 12189T104 1198 50100 SH SOLE 50100
BURLINGTON RES INC COM 122014103 114050 2973162 SH DEFINED 01 2973162
BURLINGTON RES INC COM 122014103 1093 28500 SH SOLE 28500
CDW COMPUTER CTRS INC COM 125129106 326 7700 SH DEFINED 03 7700
CDW COMPUTER CTRS INC COM 125129106 5979 141145 SH DEFINED 01 141145
CEC ENTMT INC COM 125137109 2439 71500 SH DEFINED 01 71500
CEC ENTMT INC COM 125137109 17 511 SH SOLE 511
C H ROBINSON WORLDWIDE INC COM 12541W100 860 31836 SH DEFINED 01 31836
CNF INC COM 12612W104 1312 41800 SH DEFINED 01 41800
CNET NETWORKS INC COM 12613R104 596 541975 SH DEFINED 02 541975
CSG SYS INTL INC COM 126349109 270 24790 SH DEFINED 01 24790
CVS CORP COM 126650100 6062 239134 SH DEFINED 01 239134
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CADENCE DESIGN SYSTEM INC COM 127387108 4263 419209 SH DEFINED 01 419209
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CAMINUS CORP COM 133766105 180 101300 SH DEFINED 01 101300
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CAPITAL ONE FINL CORP COM 14040H105 66972 1917861 SH DEFINED 01 1917861
CAPSTONE TURBINE CORP COM 14067D102 19 32542 SH SOLE 32542
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CARDINAL HEALTH INC COM 14149Y108 2301 37000 SH SOLE 37000
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CERTEGY INC COM 156880106 521 25900 SH SOLE 25900
CHARLES & COLVARD LTD COM 159765106 506 122737 SH DEFINED 01 122737
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CHOICEPOINT INC COM 170388102 709 19900 SH DEFINED 03 19900
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CHOICE ONE COMMUNICATION INC COM 17038P104 98 264602 SH DEFINED 05 264602
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CHURCH & DWIGHT INC COM 171340102 729 22000 SH DEFINED 03 22000
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CIENA CORP COM 171779101 311 104600 SH DEFINED 01 104600
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CIRCUIT CITY STORE INC CARMAX GROUP 172737306 186 11600 SH DEFINED 01 11600
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CLEAR CHANNEL COMMUNICATIONS COM 184502102 8439 242840 SH DEFINED 01 242840
CLOROX CO DEL COM 189054109 6503 161850 SH DEFINED 01 161850
COACH INC COM 189754104 1075 41986 SH DEFINED 01 41986
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COMERICA INC COM 200340107 8910 184772 SH DEFINED 01 184772
COMMERCE BANCORP INC NJ COM 200519106 1129 27190 SH DEFINED 01 27190
COMMUNITY HEALTH SYS INC NEW COM 203668108 1925 72300 SH DEFINED 01 72300
COMPUTER ASSOC INTL INC COM 204912109 251 26100 SH DEFINED 01 26100
COMPUTER SCIENCES CORP COM 205363104 4276 153870 SH DEFINED 01 153870
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CONCORD EFS INC COM 206197105 77057 4852437 SH DEFINED 01 4852437
CONCORD EFS INC COM 206197105 79 5000 SH SOLE 5000
CONEXANT SYSTEMS INC COM 207142100 67 60700 SH DEFINED 01 60700
CONEXANT SYSTEMS INC COM 207142100 1 524 SH SOLE 524
CONSTELLATION BRANDS INC CL A 21036P108 326 14100 SH DEFINED 01 14100
CONTINENTAL AIRLS INC CL B 210795308 71 13261 SH SOLE 13261
CONVERGYS CORP COM 212485106 4745 315731 SH DEFINED 01 315731
COOPER CAMERON CORP COM 216640102 841 20139 SH DEFINED 01 20139
COPART INC COM 217204106 341 31402 SH DEFINED 01 31402
CORNING INC COM 219350105 147 92100 SH DEFINED 03 92100
CORNING INC COM 219350105 310 193600 SH DEFINED 01 193600
CORVIS CORP COM 221009103 21 37448 SH SOLE 37448
COSTCO WHSL CORP NEW COM 22160K105 40277 1244272 SH DEFINED 01 1244272
COUNTRYWIDE CR INDS INC DEL COM 222372104 2207 46800 SH DEFINED 01 46800
COVENTRY HEALTH CARE INC COM 222862104 1804 55500 SH DEFINED 01 55500
COX RADIO INC CL A 224051102 1337 51100 SH DEFINED 01 51100
CREE INC COM 225447101 31250 2500000 SH DEFINED 01 2500000
CROSS CTRY INC COM 22748P105 144 10200 SH DEFINED 03 10200
CROWN CORK & SEAL INC COM 228255105 3026 576400 SH DEFINED 01 576400
CUMULUS MEDIA INC CL A 231082108 1950 110500 SH DEFINED 01 110500
CUMULUS MEDIA INC CL A 231082108 4567 258728 SH SOLE 258728
CYMER INC COM 232572107 302 16200 SH DEFINED 01 16200
CYPRESS SEMICONDUCTOR CORP COM 232806109 729 111087 SH DEFINED 01 111087
CYTEC INDS INC COM 232820100 856 39000 SH DEFINED 01 39000
CYTYC CORP COM 232946103 244 22800 SH DEFINED 03 22800
CYTYC CORP COM 232946103 617 57560 SH DEFINED 01 57560
CYTYC CORP COM 232946103 155 14482 SH SOLE 14482
DST SYS INC DEL COM 233326107 716 24300 SH DEFINED 03 24300
DST SYS INC DEL COM 233326107 4903 166357 SH DEFINED 01 166357
DSP GROUP INC COM 23332B106 4508 280722 SH DEFINED 01 280722
DTE ENERGY CO COM 233331107 8182 201035 SH DEFINED 01 201035
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DANAHER CORP DEL COM 235851102 49146 864481 SH DEFINED 01 864481
DARDEN RESTAURANTS INC COM 237194105 4791 197642 SH DEFINED 01 197642
DAVITA INC COM 23918K108 654 27700 SH DEFINED 01 27700
DEAN FOODS CO NEW COM 242370104 834 20972 SH DEFINED 01 20972
DEERE & CO COM 244199105 3527 77591 SH DEFINED 01 77591
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DELPHI CORP COM 247126105 15174 1774679 SH DEFINED 01 1774679
DELTA & PINE LD CO COM 247357106 879 46900 SH DEFINED 01 46900
DELTA AIR LINES INC DEL COM 247361108 1019 109716 SH DEFINED 01 109716
DELTAGEN INC COM 24783R103 33 22180 SH SOLE 22180
DELUXE CORP COM 248019101 1361 30200 SH DEFINED 01 30200
DENTSPLY INTL INC NEW COM 249030107 104663 2605500 SH DEFINED 01 2605500
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DEVRY INC DEL COM 251893103 498 26767 SH DEFINED 01 26767
DIAGNOSTIC PRODS CORP COM 252450101 474 10300 SH DEFINED 01 10300
DIAL CORP NEW COM 25247D101 497 23163 SH DEFINED 01 23163
DIAMOND OFFSHORE DRILLING IN COM 25271C102 325 16300 SH DEFINED 01 16300
DIGITALTHINK INC COM 25388M100 1280 1152961 SH DEFINED 04 1152961
DIGITAL GENERATION SYS INC COM 253921100 859 933520 SH SOLE 933520
DISNEY WALT CO COM DISNEY 254687106 49386 3261942 SH DEFINED 01 3261942
DISNEY WALT CO COM DISNEY 254687106 1070 70700 SH SOLE 70700
DIVINE INC CL A NEW 255402406 108 40627 SH DEFINED 04 40627
DOCENT INC COM 25608L106 323 425532 SH DEFINED 04 425532
DR REDDYS LABS LTD ADR 256135203 4687 278466 SH DEFINED 01 278466
DOCUMENTUM INC COM 256159104 765 66200 SH DEFINED 01 66200
DOLLAR GEN CORP COM 256669102 1779 132600 SH DEFINED 01 132600
DOLLAR TREE STORES INC COM 256747106 420 19050 SH DEFINED 03 19050
DOLLAR TREE STORES INC COM 256747106 1181 53582 SH DEFINED 01 53582
DOMINION RES INC VA NEW COM 25746U109 127046 2504353 SH DEFINED 01 2504353
DONALDSON INC COM 257651109 429 12499 SH DEFINED 01 12499
DORAL FINL CORP COM 25811P100 485 20100 SH DEFINED 01 20100
DOVER CORP COM 260003108 739 29100 SH DEFINED 03 29100
DOVER CORP COM 260003108 201508 7939627 SH DEFINED 01 7939627
DOVER CORP COM 260003108 1244 49000 SH SOLE 49000
DOW CHEM CO COM 260543103 12466 456461 SH DEFINED 01 456461
DOW JONES & CO INC COM 260561105 576 15000 SH DEFINED 01 15000
DREYERS GRAND ICE CREAM INC COM 261878102 342 4900 SH DEFINED 01 4900
DU PONT E I DE NEMOURS & CO COM 263534109 65068 1803941 SH DEFINED 01 1803941
DUKE ENERGY CORP COM 264399106 60906 3115401 SH DEFINED 01 3115401
DUN & BRADSTREET CORP DEL NE COM 26483E100 941 27998 SH DEFINED 01 27998
DUPONT PHOTOMASKS INC COM 26613X101 355 15600 SH DEFINED 01 15600
ECI TELECOM LTD ORD 268258100 158 92738 SH DEFINED 01 92738
E M C CORP MASS COM 268648102 3364 736072 SH DEFINED 01 736072
ENSCO INTL INC COM 26874Q100 6773 270494 SH DEFINED 01 270494
EOG RES INC COM 26875P101 11526 320526 SH DEFINED 01 320526
E TRADE GROUP INC COM 269246104 275 61900 SH DEFINED 01 61900
EASTMAN CHEM CO COM 277432100 1738 45546 SH DEFINED 01 45546
EASTMAN KODAK CO COM 277461109 3105 114000 SH DEFINED 03 114000
EASTMAN KODAK CO COM 277461109 2637 96815 SH DEFINED 01 96815
EASYLINK SVCS CORP CL A NEW 27784T200 325 222768 SH DEFINED 02 222768
EATON CORP COM 278058102 30610 480231 SH DEFINED 01 480231
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EBAY INC COM 278642103 16907 320152 SH DEFINED 01 320152
ECOLAB INC COM 278865100 789 18900 SH DEFINED 03 18900
ECOLAB INC COM 278865100 4386 105102 SH DEFINED 01 105102
EDISON INTL COM 281020107 665 66500 SH DEFINED 01 66500
EDUCATION MGMT CORP COM 28139T101 511 11532 SH DEFINED 01 11532
J D EDWARDS & CO COM 281667105 437 47200 SH DEFINED 01 47200
EDWARDS AG INC COM 281760108 4560 142600 SH DEFINED 01 142600
EDWARDS LIFESCIENCES CORP COM 28176E108 497 19441 SH DEFINED 01 19441
ELECTRONIC ARTS INC COM 285512109 633 9600 SH DEFINED 03 9600
ELECTRONIC ARTS INC COM 285512109 10021 151928 SH DEFINED 01 151928
ELECTRONIC DATA SYS NEW COM 285661104 30344 2170532 SH DEFINED 01 2170532
ELIZABETH ARDEN INC COM 28660G106 1311 109300 SH DEFINED 01 109300
EMCORE CORP COM 290846104 350 230020 SH DEFINED 04 230020
EMCOR GROUP INC COM 29084Q100 969 19500 SH DEFINED 01 19500
EMERSON ELEC CO COM 291011104 196395 4469625 SH DEFINED 01 4469625
EMERSON ELEC CO COM 291011104 1762 40100 SH SOLE 40100
EMMIS COMMUNICATIONS CORP CL A 291525103 1710 90000 SH DEFINED 01 90000
EMPRESA NACIONAL DE ELCTRCID SPONSORED ADR 29244T101 1520 230293 SH DEFINED 01 230293
EMULEX CORP COM NEW 292475209 243 21600 SH DEFINED 03 21600
EMULEX CORP COM NEW 292475209 343 30500 SH DEFINED 01 30500
ENCANA CORP COM 292505104 77817 2585280 SH DEFINED 01 2585280
ENTERCOM COMMUNICATIONS CORP CL A 293639100 1999 42207 SH DEFINED 01 42207
ENTERGY CORP NEW COM 29364G103 961 23100 SH DEFINED 03 23100
ENTERGY CORP NEW COM 29364G103 87496 2103271 SH DEFINED 01 2103271
EQUIFAX INC COM 294429105 109009 5014211 SH DEFINED 01 5014211
EQUIFAX INC COM 294429105 1409 64800 SH SOLE 64800
EQUITY OFFICE PROPERTIES TRU COM 294741103 3593 139158 SH DEFINED 01 139158
EQUITY RESIDENTIAL SH BEN INT 29476L107 3591 150000 SH DEFINED 01 150000
EQUITY RESIDENTIAL SH BEN INT 29476L107 5 200 SH SOLE 200
ETHAN ALLEN INTERIORS INC COM 297602104 272 8400 SH DEFINED 01 8400
EXELON CORP COM 30161N101 59813 1259219 SH DEFINED 01 1259219
EXPEDIA INC CL A 302125109 233 4600 SH DEFINED 01 4600
EXPEDITORS INTL WASH INC COM 302130109 1236 44244 SH DEFINED 01 44244
EXPRESS SCRIPTS INC COM 302182100 1636 30008 SH DEFINED 01 30008
EXTENDED STAY AMER INC COM 30224P101 860 67700 SH DEFINED 01 67700
EXTREME NETWORKS INC COM 30226D106 238 56500 SH DEFINED 03 56500
EXXON MOBIL CORP COM 30231G102 597292 18723889 SH DEFINED 01 18723889
EXXON MOBIL CORP COM 30231G102 2836 88900 SH SOLE 88900
FLIR SYS INC COM 302445101 584 16700 SH DEFINED 03 16700
FPL GROUP INC COM 302571104 4185 77788 SH DEFINED 01 77788
FAIR ISAAC & CO INC COM 303250104 1936 59200 SH DEFINED 01 59200
FAIRCHILD SEMICONDUCTOR INTL CL A 303726103 482 50888 SH DEFINED 01 50888
FAMILY DLR STORES INC COM 307000109 573 21300 SH DEFINED 03 21300
FAMILY DLR STORES INC COM 307000109 3573 132928 SH DEFINED 01 132928
FASTENAL CO COM 311900104 870 27550 SH DEFINED 01 27550
FEDERAL HOME LN MTG CORP COM 313400301 78538 1404977 SH DEFINED 01 1404977
FEDERAL NATL MTG ASSN COM 313586109 473801 7957691 SH DEFINED 01 7957691
FEDERAL NATL MTG ASSN COM 313586109 2215 37200 SH SOLE 37200
FEDERATED DEPT STORES INC DE COM 31410H101 27240 925256 SH DEFINED 01 925256
FEDERATED INVS INC PA CL B 314211103 1058 39200 SH DEFINED 01 39200
FEDEX CORP COM 31428X106 2552 50961 SH DEFINED 01 50961
FIDELITY NATIONAL SOLTNS INC COM 31620P109 912 59671 SH DEFINED 01 59671
FIDELITY NATL FINL INC COM 316326107 7772 270431 SH DEFINED 01 270431
FIFTH THIRD BANCORP COM 316773100 35596 581357 SH DEFINED 01 581357
FIRST DATA CORP COM 319963104 476292 17040874 SH DEFINED 01 17040874
FIRST DATA CORP COM 319963104 2079 74400 SH SOLE 74400
FIRST HEALTH GROUP CORP COM 320960107 1294 47732 SH DEFINED 01 47732
FIRST TENN NATL CORP COM 337162101 974 28100 SH DEFINED 03 28100
FIRST TENN NATL CORP COM 337162101 4515 130216 SH DEFINED 01 130216
FIRST VIRTUAL COMMUNICATIONS COM 337484109 135 408204 SH SOLE 408204
FISERV INC COM 337738108 6166 219590 SH DEFINED 01 219590
FIRSTENERGY CORP COM 337932107 2989 100000 SH DEFINED 01 100000
FISHER SCIENTIFIC INTL INC COM NEW 338032204 777 25600 SH DEFINED 01 25600
FLEETBOSTON FINL CORP COM 339030108 1626 80000 SH DEFINED 03 80000
FLEETBOSTON FINL CORP COM 339030108 54106 2661379 SH DEFINED 01 2661379
FLOWSERVE CORP COM 34354P105 229 22902 SH DEFINED 01 22902
FOOT LOCKER INC COM 344849104 250 25000 SH DEFINED 01 25000
FORD MTR CO DEL COM PAR $0.01 345370860 2745 280146 SH DEFINED 01 280146
FOREST LABS INC COM 345838106 2058 25100 SH DEFINED 01 25100
FORTUNE BRANDS INC COM 349631101 2392 50582 SH DEFINED 01 50582
FRANKLIN RES INC COM 354613101 4268 137241 SH DEFINED 01 137241
FREEPORT-MCMORAN COPPER & GO CL B 35671D857 463 34400 SH DEFINED 01 34400
FURNITURE BRANDS INTL INC COM 360921100 353 15400 SH DEFINED 01 15400
GALLAGHER ARTHUR J & CO COM 363576109 542 22000 SH DEFINED 03 22000
GALLAGHER ARTHUR J & CO COM 363576109 1008 40880 SH DEFINED 01 40880
GANNETT INC COM 364730101 52184 722972 SH DEFINED 01 722972
GANNETT INC COM 364730101 1487 20600 SH SOLE 20600
GAP INC DEL COM 364760108 4050 373305 SH DEFINED 01 373305
GATEWAY INC COM 367626108 598 201500 SH DEFINED 03 201500
GEMSTAR-TV GUIDE INTL INC COM 36866W106 133 52800 SH DEFINED 01 52800
GENAISSANCE PHARMACEUTICALS COM 36867W105 12 20463 SH SOLE 20463
GENCORP INC COM 368682100 841 83600 SH DEFINED 01 83600
GENENTECH INC COM NEW 368710406 3733 114411 SH DEFINED 01 114411
GENERAL DYNAMICS CORP COM 369550108 165678 2037112 SH DEFINED 01 2037112
GENERAL ELEC CO COM 369604103 2453649 99539493 SH DEFINED 01 99539493
GENERAL MLS INC COM 370334104 107655 2423576 SH DEFINED 01 2423576
GENERAL MTRS CORP COM 370442105 1634 42000 SH DEFINED 03 42000
GENERAL MTRS CORP COM 370442105 5289 135954 SH DEFINED 01 135954
GENESIS HEALTH VENTURE INC N COM 37183F107 945 57500 SH DEFINED 01 57500
GENESIS HEALTH VENTURE INC N COM 37183F107 22904 1393216 SH SOLE 1393216
GENTEX CORP COM 371901109 978 35963 SH DEFINED 01 35963
GENZYME CORP COM GENL DIV 372917104 798 38700 SH DEFINED 03 38700
GENZYME CORP COM GENL DIV 372917104 1633 79240 SH DEFINED 01 79240
GETTY IMAGES INC COM 374276103 1320 65800 SH DEFINED 01 65800
GILEAD SCIENCES INC COM 375558103 848 25300 SH DEFINED 03 25300
GILEAD SCIENCES INC COM 375558103 7854 234247 SH DEFINED 01 234247
GILLETTE CO COM 375766102 85190 2878057 SH DEFINED 01 2878057
GLOBAL PMTS INC COM 37940X102 415 16200 SH DEFINED 01 16200
GLOBAL POWER EQUIPMENT INC COM 37941P108 2230 474462 SH SOLE 474462
GLOBESPANVIRATA INC COM 37957V106 52 22176 SH DEFINED 04 22176
GOLD FIELDS LTD NEW SPONSORED ADR 38059T106 3025 236347 SH DEFINED 01 236347
GOLDEN ST BANCORP INC COM 381197102 12743 394286 SH DEFINED 01 394286
GOLDMAN SACHS GROUP INC COM 38141G104 9560 144789 SH DEFINED 01 144789
GRACO INC COM 384109104 777 31350 SH DEFINED 03 31350
GRACO INC COM 384109104 553 22300 SH DEFINED 01 22300
GRAFTECH INTL LTD COM 384313102 683 94200 SH DEFINED 01 94200
GRANT PRIDECO INC COM 38821G101 356 41670 SH DEFINED 01 41670
GRIC COMMUNICATIONS INC COM 398081109 446 357142 SH DEFINED 01 357142
GRUPO TELEVISA SA DE CV SP ADR REP ORD 40049J206 38139 1496225 SH DEFINED 01 1496225
GTECH HLDGS CORP COM 400518106 437 17618 SH DEFINED 01 17618
GRUPO AEROPORTUARIO DEL SURE SPON ADR SER B 40051E202 5252 477455 SH DEFINED 01 477455
GUIDANT CORP COM 401698105 9903 306492 SH DEFINED 01 306492
HCA INC COM 404119109 9262 194547 SH DEFINED 01 194547
HCC INS HLDGS INC COM 404132102 1986 82700 SH DEFINED 01 82700
HALLIBURTON CO COM 406216101 1326 102700 SH DEFINED 01 102700
HANCOCK JOHN FINL SVCS INC COM 41014S106 4193 150832 SH DEFINED 01 150832
HANCOCK JOHN FINL SVCS INC COM 41014S106 22 809 SH SOLE 809
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HARMONY GOLD MNG LTD SPONSORED ADR 413216300 4961 316982 SH DEFINED 01 316982
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HARRAHS ENTMT INC COM 413619107 4929 102241 SH DEFINED 01 102241
HARRIS CORP DEL COM 413875105 5499 164191 SH DEFINED 01 164191
HARTE-HANKS INC COM 416196103 395 21233 SH DEFINED 01 21233
HARTFORD FINL SVCS GROUP INC COM 416515104 166828 4068981 SH DEFINED 01 4068981
HEALTHSOUTH CORP COM 421924101 54 13100 SH DEFINED 01 13100
HEALTHSOUTH CORP SDCV 3.250% 4/0 421924AF8 23129 25250000 PRN SOLE 25250000
HEALTH MGMT ASSOC INC NEW CL A 421933102 712 35200 SH DEFINED 03 35200
HEALTH MGMT ASSOC INC NEW CL A 421933102 2311 114300 SH DEFINED 01 114300
HEALTH NET INC COM 42222G108 205 9550 SH DEFINED 01 9550
HEALTHSTREAM INC COM 42222N103 385 428238 SH DEFINED 04 428238
HENRY JACK & ASSOC INC COM 426281101 397 31922 SH DEFINED 01 31922
HERSHEY FOODS CORP COM 427866108 15120 243668 SH DEFINED 01 243668
HEWLETT PACKARD CO COM 428236103 25666 2199283 SH DEFINED 01 2199283
HILB ROGAL & HAMILTON CO COM 431294107 883 21400 SH DEFINED 03 21400
HILTON HOTELS CORP COM 432848109 35894 3154154 SH DEFINED 01 3154154
HISPANIC BROADCASTING CORP CL A 43357B104 1884 101010 SH DEFINED 01 101010
HOME DEPOT INC COM 437076102 1018 39000 SH DEFINED 03 39000
HOME DEPOT INC COM 437076102 344775 13209779 SH DEFINED 01 13209779
HOME DEPOT INC COM 437076102 1357 52000 SH SOLE 52000
HONEYWELL INTL INC COM 438516106 31756 1466124 SH DEFINED 01 1466124
HOOVERS INC COM 439321100 1036 206444 SH DEFINED 02 206444
HOTELS COM COM 44147T108 223 4400 SH DEFINED 01 4400
HOUSEHOLD INTL INC COM 441815107 3149 111235 SH DEFINED 01 111235
HUANENG PWR INTL INC SPON ADR N 443304100 5388 171485 SH DEFINED 01 171485
HUGOTON RTY TR TEX UNIT BEN INT 444717102 8501 738600 SH DEFINED 01 738600
HUMAN GENOME SCIENCES INC COM 444903108 341 28300 SH DEFINED 01 28300
HUNT J B TRANS SVCS INC COM 445658107 659 28000 SH DEFINED 01 28000
HUNTINGTON BANCSHARES INC COM 446150104 3191 175451 SH DEFINED 01 175451
ICN PHARMACEUTICALS INC NEW COM 448924100 95 10500 SH DEFINED 01 10500
IDEC PHARMACEUTICALS CORP COM 449370105 1229 29600 SH DEFINED 03 29600
IDEC PHARMACEUTICALS CORP COM 449370105 8710 209769 SH DEFINED 01 209769
IMS HEALTH INC COM 449934108 30782 2056257 SH DEFINED 01 2056257
ISTAR FINL INC COM 45031U101 1508 54000 SH DEFINED 01 54000
ITT EDUCATIONAL SERVICES INC COM 45068B109 1900 101200 SH DEFINED 01 101200
ITT INDS INC IND COM 450911102 231 3700 SH DEFINED 01 3700
IDEX CORP COM 45167R104 380 13300 SH DEFINED 03 13300
ILLINOIS TOOL WKS INC COM 452308109 4152 71181 SH DEFINED 01 71181
INDYMAC BANCORP INC COM 456607100 1796 93200 SH DEFINED 01 93200
INGRAM MICRO INC CL A 457153104 141 10600 SH DEFINED 01 10600
INTEGRATED DEVICE TECHNOLOGY COM 458118106 356 34100 SH DEFINED 03 34100
INTEGRATED DEVICE TECHNOLOGY COM 458118106 846 81076 SH DEFINED 01 81076
INTEGRATED CIRCUIT SYS INC COM 45811K208 349 22200 SH DEFINED 01 22200
INTEL CORP COM 458140100 238517 17171825 SH DEFINED 01 17171825
INTEL CORP COM 458140100 1138 81900 SH SOLE 81900
INTEGRATED DEFENSE TECHNOLOG COM 45819B101 5461 277222 SH DEFINED 01 277222
INTERCEPT INC COM 45845L107 435 44000 SH DEFINED 03 44000
INTERFACE INC CL A 458665106 535 135200 SH DEFINED 01 135200
INTERMUNE INC COM 45884X103 630 19200 SH DEFINED 03 19200
INTERNAP NETWORK SVCS CORP COM 45885A102 9 41244 SH DEFINED 01 41244
INTERNATIONAL BUSINESS MACHS COM 459200101 1225 21000 SH DEFINED 03 21000
INTERNATIONAL BUSINESS MACHS COM 459200101 196925 3377212 SH DEFINED 01 3377212
INTERNATIONAL BUSINESS MACHS COM 459200101 1539 26400 SH SOLE 26400
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 2259 70917 SH DEFINED 01 70917
INTERNATIONAL GAME TECHNOLOG COM 459902102 4964 71796 SH DEFINED 01 71796
INTL PAPER CO COM 460146103 4134 123823 SH DEFINED 01 123823
INTERNATIONAL RECTIFIER CORP COM 460254105 1574 100766 SH DEFINED 01 100766
INTERNATIONAL SPEEDWAY CORP CL A 460335201 257 6474 SH DEFINED 01 6474
INTERNET CAP GROUP INC COM 46059C106 1128 5666668 SH DEFINED 04 5666668
INTERNET SEC SYS INC COM 46060X107 173 14042 SH DEFINED 03 14042
INTERPUBLIC GROUP COS INC COM 460690100 80140 5056144 SH DEFINED 01 5056144
INTERPUBLIC GROUP COS INC COM 460690100 1247 78700 SH SOLE 78700
INTERSIL CORP CL A 46069S109 1116 86074 SH DEFINED 01 86074
INTERSTATE BAKERIES CORP DEL COM 46072H108 1334 50200 SH DEFINED 01 50200
INTUIT COM 461202103 231831 5091837 SH DEFINED 01 5091837
INVACARE CORP COM 461203101 1096 32000 SH DEFINED 01 32000
INVESTMENT TECHNOLOGY GRP NE COM 46145F105 515 17600 SH DEFINED 03 17600
INVESTMENT TECHNOLOGY GRP NE COM 46145F105 687 23467 SH DEFINED 01 23467
INVITROGEN CORP COM 46185R100 371 10900 SH DEFINED 01 10900
INVESTORS FINL SERVICES CORP COM 461915100 481 17768 SH DEFINED 03 17768
INVESTORS FINL SERVICES CORP COM 461915100 817 30171 SH DEFINED 01 30171
IRON MTN INC PA COM 462846106 475 19000 SH DEFINED 01 19000
ISHARES TR RUSSELL1000VAL 464287598 2193 51829 SH DEFINED 01 51829
I3 MOBILE INC COM 465713105 155 516000 SH DEFINED 02 516000
I2 TECHNOLOGIES INC COM 465754109 37 71400 SH DEFINED 01 71400
IVAX CORP COM 465823102 2963 241464 SH DEFINED 01 241464
IVILLAGE INC COM 46588H105 9 15689 SH DEFINED 04 15689
IVILLAGE INC COM 46588H105 1076 1855359 SH DEFINED 02 1855359
IXYS CORP COM 46600W106 117 23284 SH DEFINED 01 23284
JDS UNIPHASE CORP COM 46612J101 774 397352 SH DEFINED 01 397352
J P MORGAN CHASE & CO COM 46625H100 2469 130000 SH DEFINED 03 130000
J P MORGAN CHASE & CO COM 46625H100 22025 1159825 SH DEFINED 01 1159825
J P MORGAN CHASE & CO COM 46625H100 414 21800 SH SOLE 21800
JABIL CIRCUIT INC COM 466313103 1931 130656 SH DEFINED 01 130656
JACOBS ENGR GROUP INC DEL COM 469814107 6856 222031 SH DEFINED 01 222031
JOHN NUVEEN CO CL A 478035108 230 10100 SH DEFINED 01 10100
JOHNSON & JOHNSON COM 478160104 599021 11076579 SH DEFINED 01 11076579
JOHNSON & JOHNSON COM 478160104 1225 22654 SH SOLE 22654
JONES APPAREL GROUP INC COM 480074103 5474 178320 SH DEFINED 01 178320
JUNIPER NETWORKS INC COM 48203R104 642 133700 SH DEFINED 01 133700
KLA-TENCOR CORP COM 482480100 235 8400 SH DEFINED 03 8400
KLA-TENCOR CORP COM 482480100 4649 166378 SH DEFINED 01 166378
KT CORP SPONSORED ADR 48268K101 27602 1244462 SH DEFINED 01 1244462
K V PHARMACEUTICAL CO CL A 482740206 1058 56000 SH DEFINED 01 56000
KB HOME COM 48666K109 771 15792 SH DEFINED 01 15792
KELLOGG CO COM 487836108 4315 129774 SH DEFINED 01 129774
KEMET CORP COM 488360108 603 70500 SH DEFINED 01 70500
KENNAMETAL INC COM 489170100 912 28400 SH DEFINED 01 28400
KIMBERLY CLARK CORP COM 494368103 181241 3199878 SH DEFINED 01 3199878
KIMBERLY CLARK CORP COM 494368103 1637 28900 SH SOLE 28900
KINDER MORGAN INC KANS COM 49455P101 4078 115035 SH DEFINED 01 115035
KING PHARMACEUTICALS INC COM 495582108 618 34000 SH DEFINED 03 34000
KING PHARMACEUTICALS INC COM 495582108 3777 207877 SH DEFINED 01 207877
KNIGHT RIDDER INC COM 499040103 1213 21500 SH DEFINED 01 21500
KOHLS CORP COM 500255104 5308 87283 SH DEFINED 01 87283
KOOKMIN BK NEW SPONSORED ADR 50049M109 8481 239379 SH DEFINED 01 239379
KRAFT FOODS INC CL A 50075N104 834 22887 SH DEFINED 01 22887
KRISPY KREME DOUGHNUTS INC COM 501014104 1022 32700 SH DEFINED 03 32700
KRISPY KREME DOUGHNUTS INC COM 501014104 619 19800 SH DEFINED 01 19800
KROGER CO COM 501044101 2030 144000 SH DEFINED 03 144000
KROGER CO COM 501044101 17617 1249451 SH DEFINED 01 1249451
KYPHON INC COM 501577100 232 17601 SH SOLE 17601
LSI LOGIC CORP COM 502161102 552 86900 SH DEFINED 01 86900
LTX CORP COM 502392103 89 19600 SH DEFINED 03 19600
LTX CORP COM 502392103 28 6208 SH SOLE 6208
L-3 COMMUNICATIONS HLDGS INC COM 502424104 6685 126844 SH DEFINED 01 126844
LABORATORY CORP AMER HLDGS COM NEW 50540R409 1182 35000 SH DEFINED 03 35000
LABORATORY CORP AMER HLDGS COM NEW 50540R409 2284 67600 SH DEFINED 01 67600
LAM RESEARCH CORP COM 512807108 627 70500 SH DEFINED 03 70500
LAM RESEARCH CORP COM 512807108 532 59783 SH DEFINED 01 59783
LAMAR ADVERTISING CO CL A 512815101 649 21400 SH DEFINED 03 21400
LAMAR ADVERTISING CO CL A 512815101 716 23600 SH DEFINED 01 23600
LANDSTAR SYS INC COM 515098101 1128 23000 SH DEFINED 01 23000
LAUDER ESTEE COS INC CL A 518439104 3795 132034 SH DEFINED 01 132034
LEAR CORP COM 521865105 854 20500 SH DEFINED 01 20500
LEGGETT & PLATT INC COM 524660107 1867 94359 SH DEFINED 01 94359
LEGG MASON INC COM 524901105 992 23300 SH DEFINED 03 23300
LEGG MASON INC COM 524901105 6358 149389 SH DEFINED 01 149389
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