13F-HR 1 srz9431666v1.txt JOHN A. LEVIN & CO., INC. 13F-HR UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 Form 13F Form 13F COVER PAGE Report for the Calendar Year or Quarter Ended: March 31, 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: Name: John A. Levin & Co., Inc. -------------------------------------------------- Address: One Rockefeller Plaza -------------------------------------------------- 19th Floor -------------------------------------------------- New York, New York 10020 -------------------------------------------------- Form 13F File Number: 28-1944 ------------------ 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: Norris Nissim -------------------------------------------------- Title: Vice President and General Counsel -------------------------------------------------- Phone: (212) 332-8400 -------------------------------------------------- Signature, Place, and Date of Signing: /s/ Norris Nissim New York, New York May 15, 2003 [Signature] [City, State] [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: 1 ------------- Form 13F Information Table Entry Total: 991 ------------- Form 13F Information Table Value Total: $8,284,882 ------------- (thousands) List of Other Included Managers: 1. Strategic Investment International Provide a numbered list of the name(s) and Form 13F file number(s) of all institutional investment managers with respect to which this report is filed, other than the manager filing this report. No. Form 13F File Number Name 1 28-2495 Strategic Investment International
FORM 13F INFORMATION TABLE VALUE SHRS/ SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE --------------------------------- -------------- --------- --------- --------- --- ----- ------- --------- ------ -------- -------- S&P 500 INDEX - PIT ONLY (CME) FUT SP03M 48702 230 SH SOLE 230 1ST INVS FINL SVCS GRP COM COM 32058A101 808 230900 SH SOLE 230900 50 14200 SH OTHER 14200 3COM CORP COM 885535104 98 20000 SH DEFINED 20000 ABBOTT LABS COM 002824100 782 20800 SH DEFINED 20800 ABGENIX INC COM COM 00339B107 2255 259200 SH SOLE 259200 355 40800 SH DEFINED 40800 ABITIBI-CONSOLIDATED COM COM 003924107 103 14800 SH SOLE 14800 4 600 SH DEFINED 600 ACCENTURE BERMUDA CL A COM G1150G111 1114 71900 SH SOLE 71900 132917 8575278 SH DEFINED 03 7227128 1348150 14 900 SH OTHER 900 ACTV INC COM COM 00088E104 27 50000 SH DEFINED 50000 ADOLOR CORP COM COM 00724X102 377 38000 SH SOLE 38000 45 4500 SH DEFINED 2500 2000 AETNA INC NEW COM COM 00817Y108 9 175 SH SOLE 175 5092 103285 SH DEFINED 600 63150 39535 AFFILIATED MNGRS GRP COM COM 008252108 229 5500 SH DEFINED 5500 AGERE SYS INC CL A COM 00845V100 377 235813 SH DEFINED 235813 ALBERTO CULVER CO CL A COM 013068200 4220 88000 SH SOLE 88000 518 10800 SH DEFINED 10800 ALCAN ALUMINIUM NEW COM 013716105 235 8420 SH SOLE 8420 82085 2942120 SH DEFINED 03 2425700 516420 10 350 SH OTHER 350 ALCIDE CORP COM NEW COM 013742507 1 83 SH SOLE 83 469 32828 SH DEFINED 26588 6240 ALLEGHANY CORP DEL COM COM 017175100 233 1420 SH DEFINED 1420 ALLEGHENY ENERGY INC COM 017361106 7277 1171841 SH DEFINED 334141 837700 ALTRIA GROUP INC COM COM 02209S103 8928 298000 SH SOLE 298000 48368 1614435 SH DEFINED 1413825 200610 AMBAC INC COM 023139108 450 8900 SH SOLE 8900 86 1700 SH DEFINED 1100 600 AMBASE CORP. COM 023164106 144 191500 SH DEFINED 191500 AMERICAN BARRICK RES COM 067901108 296 19000 SH SOLE 19000 5146 330700 SH DEFINED 330700
AMERICAN CMNTY PPTY TR COM COM 02520N106 16 3000 SH SOLE 3000 42 7900 SH DEFINED 7900 AMERICAN ELECTRIC POWER COM 025537101 457 20000 SH DEFINED 20000 AMERICAN EXPRESS CO. COM 025816109 239 7200 SH SOLE 7200 227 6825 SH DEFINED 5225 1600 AMERICAN INTL GROUP COM 026874107 208 4200 SH SOLE 4200 315536 6380920 SH DEFINED 03 5647439 733481 11 218 SH OTHER 218 AMERISOURCEBERGEN CORP COM COM 03073E105 16 300 SH SOLE 300 520 9900 SH DEFINED 9900 AMGEN INC COM 031162100 669 11616 SH DEFINED 11616 91 1584 SH OTHER 1584 ANADARKO PETE CORP COM 032511107 0 5 SH SOLE 5 1909 41957 SH DEFINED 400 34315 7242 ANHEUSER BUSCH COS COM 035229103 238 5100 SH SOLE 5100 100492 2156015 SH DEFINED 1749204 406811 19 400 SH OTHER 400 ANNUITY & LIFE RE HLDS COM G03910109 203 338383 SH SOLE 338383 13 22000 SH DEFINED 22000 AOL TIME WARNER INC COM COM 00184A105 161 14800 SH SOLE 14800 3922 361105 SH DEFINED 4745 302002 54358 10 958 SH OTHER 958 AON CORP COM 037389103 3535 170920 SH SOLE 170920 287236 13889562 SH DEFINED 03 5525 11327199 2556838 26 1250 SH OTHER 1250 APPLIED MATLS INC COM COM 038222105 479 38040 SH DEFINED 38040 APROPOS TECHNOLOGY INC COM COM 038334108 421 216900 SH SOLE 216900 55 28100 SH DEFINED 28100 ARCH COAL INC COM COM 039380100 962 50600 SH SOLE 50600 152 8000 SH DEFINED 8000 40 2100 SH OTHER 2100 ARCHER DANIELS MIDLAND COM 039483102 187 17300 SH SOLE 17300 69880 6470412 SH DEFINED 03 5309714 1160698 ARGOSY GAMING CO COM COM 040228108 863 43200 SH SOLE 43200 136 6800 SH DEFINED 6800 ARIAD PHARMACEUTICALS COM COM 04033A100 6 5000 SH SOLE 5000 71 56249 SH DEFINED 56249 0 100 SH OTHER 100 ARVINMERITOR INC COM COM 043353101 276 19700 SH DEFINED 19700 ASCENT MEDIA GROUP INC COM COM 043634104 59 51142 SH DEFINED 51142 AT&T COM 001957505 607 37444 SH DEFINED 37426 18
AT&T CORP COM WIRLES GRP COM 00209A106 0 14 SH SOLE 14 643 97430 SH DEFINED 58402 39028 ATLANTICA DEL GOLFO SUGAR COM 049141104 0 2989 SH SOLE 2989 9 90797 SH DEFINED 69666 21131 ATP OIL & GAS CORP COM COM 00208J108 149 39200 SH DEFINED 39200 AVATAR HOLDINGS INC COM 053494100 730 28575 SH DEFINED 28575 AVIVA PETE INC COM NEW COM 05379P205 1 30401 SH SOLE 30401 AXCESS INC COM COM 054546106 13 15000 SH OTHER 15000 BALLY TOT FITNESS HLDG COM COM 05873K108 875 172600 SH SOLE 172600 139 27400 SH DEFINED 27400 BANDAG INC CL A COM 059815308 1037 34400 SH SOLE 34400 160 5300 SH DEFINED 5300 BANK NEW YORK INC COM 064057102 531 25900 SH SOLE 25900 133206 6497847 SH DEFINED 03 3500 5422575 1071772 37 1790 SH OTHER 1790 BANKAMERICA CORP NEW COM COM 060505104 174 2600 SH SOLE 2600 65381 978167 SH DEFINED 03 840785 137382 BARNES & NOBLE INC COM 067774109 12311 648300 SH SOLE 648300 1796 94600 SH DEFINED 94600 2 100 SH OTHER 100 BAXTER INTL INC COM 071813109 96 5150 SH SOLE 5150 1938 103982 SH DEFINED 1300 101282 1400 BCE CORP. COM 05534B109 541 29532 SH DEFINED 29532 BEARINGPOINT INC COM COM 074002106 1190 186784 SH SOLE 186784 59395 9324249 SH DEFINED 03 8028019 1296230 9 1400 SH OTHER 1400 BECTON DICKINSON COM 075887109 12285 356702 SH DEFINED 600 214002 142100 BELLSOUTH CORP COM 079860102 329 15200 SH SOLE 15200 137494 6344882 SH DEFINED 03 5348077 996805 13 600 SH OTHER 600 BERKSHIRE HATHAWAY INC CL B COM 084670207 2013 942 SH DEFINED 482 460 BIOGEN INC. COM 090597105 471 15725 SH DEFINED 15725 BIORELIANCE CORP COM COM 090951104 481 24886 SH DEFINED 24886 BKF CAP GROUP INC COM COM 05548G102 9444 581179 SH SOLE 581179 74 4549 SH DEFINED 2487 2062 BLACK & DECKER CORP COM COM 091797100 16 445 SH SOLE 445 383 11000 SH DEFINED 11000 BOEING CO COM 097023105 829 33100 SH DEFINED 33100 BP PLC SPONSORED ADR COM 055622104 53 1379 SH SOLE 1379 5715 148104 SH DEFINED 140903 7201 BRIGGS & STRATTON CORP COM COM 109043109 843 21700 SH DEFINED 21700
BRISTOL MYERS-SQUIBB COM 110122108 807 38200 SH SOLE 38200 187477 8872565 SH DEFINED 03 950 7434662 1436953 15 700 SH OTHER 700 BUCKEYE TECHNOLOGIES COM COM 118255108 73 15400 SH SOLE 15400 4 800 SH DEFINED 800 BURLINGTON NRTHN SANTA COM COM 12189t104 779 31300 SH DEFINED 19442 11858 BURLINGTON RES INC COM 122014103 871 18250 SH SOLE 18250 150090 3145879 SH DEFINED 03 5299 2364140 776440 21 450 SH OTHER 450 CABLEVISION SYS CORP CL A COM 12686C109 6 330 SH SOLE 330 2493 131272 SH DEFINED 10972 120300 CADENCE DESIGN SYS COM 127387108 9 900 SH SOLE 900 239 23900 SH DEFINED 23900 CADUS PHARMACEUTICAL CORP. COM 127639102 96 84300 SH SOLE 84300 14 12400 SH DEFINED 12400 CAMPBELL SOUP CO COM COM 134429109 19 900 SH SOLE 900 2402 114375 SH DEFINED 1150 104825 8400 CANADIAN NATL RY CO COM COM 136375102 334 7800 SH DEFINED 7800 CARAUSTAR INDS INC COM COM 140909102 79 11600 SH SOLE 11600 1 200 SH DEFINED 200 CARVERN INTERNATIONAL COM 0 27200 SH DEFINED 11658 15542 CATALYTICA ENERGY SYS COM COM 148884109 1577 618416 SH SOLE 618416 239 93642 SH DEFINED 93642 CATERPILLAR INC COM 149123101 470 9560 SH DEFINED 3844 5716 CCC INFO SVCS GROUP COM COM 12487Q109 1188 73400 SH DEFINED 73400 CELESTICA INC SUB VTG SHS COM 15101Q108 14 1250 SH SOLE 1250 442 38700 SH DEFINED 38700 CENTRAL EUROPEAN MEDIA CL A COM G20045202 224 17400 SH DEFINED 17400 CHEVRONTEXACO CORP COM COM 166764100 11105 171776 SH DEFINED 96976 74800 CHIQUITA BRANDS INTL COM COM 170032809 1102 100500 SH DEFINED 100500 CHRONIMED INC COM COM 171164106 138 15300 SH SOLE 15300 33 3700 SH DEFINED 1700 2000 CIGNA CORP COM 125509109 1257 27500 SH SOLE 27500 147857 3233963 SH DEFINED 03 1265 2583318 649380 18 400 SH OTHER 400 CINAR CORP SUB VTG SHS B COM 171905300 838 364300 SH SOLE 364300 82 35700 SH DEFINED 35700 CISCO SYS INC COM COM 17275R102 174 13381 SH DEFINED 1000 12381 1 50 SH OTHER 50 CIT GROUP INC COM COM 125581108 1273 75475 SH SOLE 75475 126841 7523167 SH DEFINED 03 6651622 871545
CITIGROUP INC COM COM 172967101 1185 34400 SH SOLE 34400 217701 6319322 SH DEFINED 03 3700 5007037 1308585 54 1579 SH OTHER 1579 CLARUS CORP COM COM 182707109 2120 423100 SH SOLE 423100 207 41400 SH DEFINED 41400 CNA FINL CORP COM 126117100 533 23800 SH SOLE 23800 1190 53108 SH DEFINED 34608 18500 COASTLAND CORP FLA COM PAR $0. COM 190580308 0 20216 SH DEFINED 16368 3848 COCA COLA CO COM 191216100 619 15281 SH SOLE 15281 12970 320406 SH DEFINED 3625 188771 128010 10 250 SH OTHER 250 COLGATE PALMOLIVE CO COM 194162103 1198 22000 SH DEFINED 12000 10000 COMCAST CORP NEW CL A COM 20030N101 1732 60571 SH DEFINED 60541 30 COMCAST CORP NEW CL A SPL COM 20030N200 85 3100 SH SOLE 3100 25434 925221 SH DEFINED 03 2075 763605 159541 COMM INTELLIGENCE NEW COM COM 20338K106 50 335971 SH DEFINED 335971 COMPANIA DE MINAS BUEN SPONSOR COM 204448104 5300 212000 SH SOLE 212000 850 34000 SH DEFINED 34000 CONCORD EFS INC COM COM 206197105 5 585 SH SOLE 585 149 15800 SH DEFINED 15800 CONOCOPHILLIPS COM COM 20825C104 972 18140 SH DEFINED 46 15516 2578 CONSOL ENERGY INC COM COM 20854P109 529 32000 SH SOLE 32000 83 5000 SH DEFINED 5000 CONSOLIDATED TOMOKA COM 210226106 692 33200 SH SOLE 33200 814 39020 SH DEFINED 2760 36260 CONSTELLATION ENERGY COM 210371100 272 9795 SH SOLE 9795 95885 3457793 SH DEFINED 03 3105118 352675 8 300 SH OTHER 300 COOPER INDS INC COM G24182100 625 17500 SH SOLE 17500 329 9200 SH DEFINED 9200 CORNERSTONE PROPANE UNIT LTD P COM 218916104 4 17900 SH SOLE 17900 0 2100 SH DEFINED 2100 CORTECH INC COM NEW COM 22051J308 52 20000 SH OTHER 20000 CRAWFORD & CO CL A COM 224633206 365 87800 SH SOLE 87800 20 4900 SH DEFINED 4900 CROWN HOLDINGS INC COM COM 228368106 702 125000 SH DEFINED 125000 CSX CORP COM COM 126408103 434 15200 SH SOLE 15200 177230 6214253 SH DEFINED 03 5141588 1072665 23 800 SH OTHER 800 CURAGEN CORP COM COM 23126R101 61 15000 SH DEFINED 15000 D&E COMMUNICATIONS INC COM COM 232860106 5133 442100 SH SOLE 442100
558 48082 SH DEFINED 48082 DEERE & CO COM COM 244199105 306 7800 SH SOLE 7800 110314 2809833 SH DEFINED 03 2425038 384795 DELL COMPUTER CORP COM COM 247025109 10 358 SH DEFINED 358 315 11520 SH OTHER 11520 DEUTSCHE TELEKOM AG SPONSORED COM 251566105 10456 948798 SH DEFINED 948798 DISNEY WALT CO COM 254687106 209 12300 SH SOLE 12300 75773 4451993 SH DEFINED 03 3524017 927976 22 1275 SH OTHER 1275 DOMTAR INC COM COM 257561100 282 28600 SH SOLE 28600 14 1400 SH DEFINED 1400 DOW CHEM CO COM COM 260543103 202 7300 SH SOLE 7300 74955 2714765 SH DEFINED 03 2215675 499090 17 600 SH OTHER 600 DOW JONES & CO INC COM 260561105 1166 32900 SH DEFINED 26400 6500 DRS TECHNOLOGIES INC COM COM 23330X100 693 27700 SH DEFINED 27700 DST SYS INC DEL COM COM 233326107 14 500 SH SOLE 500 340 12500 SH DEFINED 12500 DTE ENERGY CO COM COM 233331107 66 1700 SH SOLE 1700 15465 400128 SH DEFINED 03 325653 74475 DU PONT E I DE NEMOURS COM 263534109 307 7900 SH SOLE 7900 117871 3033213 SH DEFINED 03 2597206 436007 DYAX CORP COM COM 26746E103 16 9231 SH SOLE 9231 620 356468 SH DEFINED 322274 34194 DYNEGY INC NEW CL A COM 26816Q101 363 139000 SH SOLE 139000 29 11000 SH DEFINED 11000 EASTMAN CHEM CO COM COM 277432100 9 300 SH SOLE 300 217 7500 SH DEFINED 7500 EATON VANCE CORP COM 278265103 1475 55200 SH DEFINED 55200 EL PASO CORP COM COM 28336L109 1126 186180 SH SOLE 186180 58674 9698223 SH DEFINED 03 7845044 1853179 7 1200 SH OTHER 1200 ELECTRIC FUEL CORP COM COM 284871100 13 24600 SH OTHER 24600 EMERSON ELEC CO COM COM 291011104 621 13700 SH DEFINED 13700 EMMIS BROADCASTING CP CL A COM 291525103 258 15300 SH DEFINED 15300 ENCANA CORP COM COM 292505104 225 6943 SH SOLE 6943 4731 146186 SH DEFINED 527 44005 101654 ENPRO INDS INC COM COM 29355X107 220 55350 SH DEFINED 55350 ENTRAVISION COMMUNCTNS CL A COM 29382R107 323 59900 SH DEFINED 59900 EXXON MOBIL CORP COM COM 30231G102 329 9400 SH SOLE 9400 155055 4436487 SH DEFINED 03 3834602 601885
14 400 SH OTHER 400 FAB INDS INC COM COM 302747100 1112 116200 SH SOLE 116200 130 13600 SH DEFINED 13600 FEDERAL HOME LN MTG CP COM COM 313400301 319 6000 SH DEFINED 6000 FIDELITY NATL FINL INC COM COM 316326107 432 12662 SH DEFINED 12662 FIRST MIDWEST FINL INC COM COM 320878101 338 20622 SH OTHER 20622 FISERV INC COM COM 337738108 1007 32000 SH DEFINED 32000 FLEETBOSTON FINL CORP COM 339030108 404 16900 SH SOLE 16900 95155 3984706 SH DEFINED 03 900 3384488 599318 46 1925 SH OTHER 1925 FPL GROUP INC. COM 302571104 3652 61964 SH DEFINED 20464 41500 FREEMARKETS INC COM COM 356602102 273 50000 SH DEFINED 12858 37142 FUELCELL ENERGY INC COM COM 35952H106 166 32800 SH DEFINED 32800 G A P INC COM 364760108 293 20250 SH OTHER 20250 GAMESTOP CORP CL A COM 36466R101 2689 224100 SH SOLE 224100 311 25900 SH DEFINED 25900 GANNETT INC DEL COM 364730101 521 7400 SH DEFINED 5600 1800 GENELABS TECHNOLOGIES COM 368706107 85 66200 SH SOLE 66200 260 201300 SH DEFINED 201300 GENERAL AMER INVS COM 368802104 611 26287 SH SOLE 26287 1386 59624 SH DEFINED 59624 GENERAL ELECTRIC CO COM 369604103 954 37400 SH SOLE 37400 182617 7161457 SH DEFINED 03 5795571 1365886 24 950 SH OTHER 950 GENERAL MTR CL H COM 370442832 81 7250 SH SOLE 7250 2446 218373 SH DEFINED 1090 121638 95645 GENTIVA HEALTH SERV COM COM 37247A102 909 108373 SH DEFINED 108373 GERON CORP COM COM 374163103 53 10000 SH DEFINED 10000 1 100 SH OTHER 100 GILLETTE CO COM 375766102 526 17000 SH DEFINED 17000 GLAXOSMITHKLINE PLC SPONSORED COM 37733W105 2264 64341 SH DEFINED 64341 4 100 SH OTHER 100 GOLDMAN SACHS COM 38141G104 300 4400 SH SOLE 4400 71 1045 SH DEFINED 730 315 GOODRICH B F CO COM COM 382388106 14 1000 SH SOLE 1000 333 23700 SH DEFINED 23700 GRAY TELEVISION INC COM COM 389375106 85 9400 SH SOLE 9400 10 1100 SH DEFINED 1100 GREY ADVERTISING INC COM 397838103 355 575 SH DEFINED 575 GULFMARK OFFSHORE INC COM COM 402629109 847 63000 SH DEFINED 63000 HAIN CELESTIAL GRP INC COM 405217100 2247 148700 SH DEFINED 113400 35300
HANCOCK JOHN FINL SVCS COM 41014S106 722 26000 SH SOLE 26000 105992 3815403 SH DEFINED 03 3315823 499580 HARTE-HANKS COMMNC NEW COM COM 416196103 401 21000 SH DEFINED 21000 HEALTH NET INC COM COM 42222G108 1190 44470 SH DEFINED 44470 HEALTHSOUTH OTC COM 421924101 8 95100 SH SOLE 95100 0 4900 SH DEFINED 4900 HEINZ H J CO COM 423074103 353 12100 SH SOLE 12100 152592 5225748 SH DEFINED 03 4324818 900930 20 700 SH OTHER 700 HEWLETT PACKARD CO COM COM 428236103 204 13100 SH SOLE 13100 70402 4527490 SH DEFINED 03 4078115 449375 HILTON HOTEL CORP COM 432848109 163 14000 SH DEFINED 14000 HOLLY CORP COM PAR $0.01 COM 435758305 5648 197200 SH SOLE 197200 891 31100 SH DEFINED 31100 HOME DEPOT INC COM 437076102 304 12500 SH SOLE 12500 112007 4597981 SH DEFINED 03 4156516 441465 HONEYWELL INC. COM 438516106 154 7200 SH SOLE 7200 63679 2981229 SH DEFINED 03 2576779 404450 HUBBELL INC CL A COM 443510102 6670 220200 SH SOLE 220200 1069 35300 SH DEFINED 35300 IGENE BIOTECHNOLOGY INC COM 451695100 4 62853 SH SOLE 62853 38 631166 SH DEFINED 538754 92412 IMC GLOBAL INC COM COM 449669100 211 21900 SH SOLE 21900 7032 731000 SH DEFINED 331400 399600 INCO LTD COM 453258402 10 550 SH SOLE 550 476 25550 SH DEFINED 850 12770 11930 INGERSOLL-RAND CO COM G4776G101 85 2200 SH SOLE 2200 22092 572480 SH DEFINED 03 418800 153680 INSIGHT COMMUNICATIONS CL A COM 45768V108 8620 721300 SH DEFINED 537300 184000 INTEL CORP COM 458140100 1226 75333 SH DEFINED 65873 9460 INTERCEPT INC COM COM 45845L107 123 30000 SH DEFINED 30000 INTEREP NATL RADIO COM COM 45866V109 109 61400 SH SOLE 61400 6 3600 SH DEFINED 3600 INTERGRAPH CORP COM COM 458683109 498 28700 SH DEFINED 28700 INTERNATIONAL PAPER CO COM 460146103 291 8596 SH SOLE 8596 41167 1217946 SH DEFINED 03 645 1144080 73221 INTERNATIONAL SPEEDWAY CL A COM 460335201 4875 121700 SH SOLE 121700 761 19000 SH DEFINED 19000 INTL BUS MACHINES COM 459200101 294 3750 SH SOLE 3750 135113 1722726 SH DEFINED 03 760 1371343 350623 51 650 SH OTHER 650
INTL UTIL STRUCTURES COM COM 460934102 7 20000 SH OTHER 20000 INVESTORS FINANCIAL SERVICES C COM 461915100 992 40760 SH DEFINED 40760 INVISION TECHNOLOGIES COM COM 461851107 900 40064 SH OTHER 40064 JANUS CAO GROUP INC COM COM 47102X105 6794 596500 SH DEFINED 800 206100 389600 JOHN NUVEEN CO CL A COM 67090F106 905 40498 SH DEFINED 900 31798 7800 JOHNSON & JOHNSON COM 478160104 1297 22420 SH SOLE 22420 43090 744605 SH DEFINED 3800 537766 203039 59 1020 SH OTHER 1020 JP MORGAN CHASE & CO COM COM 46625H100 173 7300 SH SOLE 7300 78294 3302146 SH DEFINED 03 2918819 383327 2 75 SH OTHER 75 KENNAMETAL INC COM COM 489170100 1091 38800 SH DEFINED 38800 KEYSPAN CORP COM COM 49337W100 8876 275229 SH DEFINED 112929 162300 KIMBERLY CLARK CORP COM 494368103 232 5100 SH SOLE 5100 95001 2089779 SH DEFINED 03 1801329 288450 KINDER MORGAN INC KANS COM COM 49455P101 1289 28650 SH DEFINED 28650 KNIGHT RIDDER INC COM 499040103 831 14200 SH DEFINED 1200 13000 KONINKLIJKE PHILIPS ADR COM 500472303 328 21032 SH SOLE 21032 138183 8863557 SH DEFINED 03 4612 7315477 1543468 20 1300 SH OTHER 1300 KRAFT FOODS INC CL A COM 50075N104 152 5400 SH SOLE 5400 58894 2088456 SH DEFINED 03 1823376 265080 LEAR SEATING CORP COM COM 521865105 12 340 SH SOLE 340 1022 28900 SH DEFINED 28900 LENNAR CORP COM-OLD COM 526057104 477 8900 SH SOLE 8900 59 1100 SH DEFINED 1100 LEVEL 3 COMMUNICTIONS COM 52729N100 13 2500 SH SOLE 2500 397 77000 SH DEFINED 77000 LIBERTY MEDIA CORP NEW COM SER COM 530718105 899 92421 SH SOLE 92421 113398 11654457 SH DEFINED 03 7800 9695598 1951059 26 2700 SH OTHER 2700 LIBERTY MEDIA CORP NEW COM SER COM 530718204 339 34292 SH SOLE 34292 19 1900 SH DEFINED 1900 LILLY ELI & CO COM 532457108 189 3300 SH SOLE 3300 138720 2427288 SH DEFINED 03 2045358 381930 17 300 SH OTHER 300 LIMITED INC COM 532716107 9 710 SH SOLE 710 987 76700 SH DEFINED 68700 8000 5 400 SH OTHER 400 LOCKHEED MARTIN CORP COM COM 539830109 190 4000 SH SOLE 4000 81302 1709825 SH DEFINED 03 1406935 302890
14 300 SH OTHER 300 LOEHMANNS HOLDINGS INC COM COM 540411501 326 21200 SH SOLE 21200 25 1600 SH DEFINED 1600 LOEWS CORP COM 540424108 80 2000 SH SOLE 2000 707 17754 SH DEFINED 7754 10000 LONGVIEW FIBRE CO COM 543213102 319 48000 SH DEFINED 48000 LUCENT TECHNOLOGIES COM COM 549463107 18 12500 SH SOLE 12500 LYONDELL PETROCHEMICAL COM 552078107 29 2100 SH SOLE 2100 555 39800 SH DEFINED 39800 MANUFACTURERS SVSC LTD COM COM 565005105 1932 410981 SH SOLE 410981 MARINER HEALTH CARE INC W/I COM 56845X108 337 129578 SH SOLE 129578 7 2526 SH DEFINED 2526 MARSH & MCLENNAN COS COM 571748102 597 14000 SH SOLE 14000 25529 598855 SH DEFINED 1655 266960 330240 13 300 SH OTHER 300 MASSBANK CP READ MASS COM 576152102 4854 176392 SH DEFINED 130075 46317 41 1498 SH OTHER 1498 MASSEY ENERGY CORP COM COM 576206106 691 73500 SH SOLE 73500 108 11500 SH DEFINED 11500 MATTEL INC COM 577081102 13 570 SH SOLE 570 344 15300 SH DEFINED 15300 MAX RE CAPITAL HAM SHS COM G6052F103 478 37900 SH SOLE 37900 285 22600 SH DEFINED 22600 MAY DEPT STORES CO COM 577778103 8 400 SH SOLE 400 3966 199400 SH DEFINED 154200 45200 MAYTAG CORP COM COM 578592107 17 900 SH SOLE 900 301 15800 SH DEFINED 15800 MCDONALDS CORP. COM 580135101 370 25600 SH SOLE 25600 151536 10479692 SH DEFINED 03 8614351 1865341 13 900 SH OTHER 900 MCGRAW HILL INC COM 580645109 563 10136 SH DEFINED 10136 MEADWESTVACO CORP COM COM 583334107 278 12200 SH SOLE 12200 7 300 SH DEFINED 300 MELLON FINL CORP COM COM 58551A108 440 20706 SH DEFINED 11706 9000 MERCK & CO INC COM 589331107 1128 20600 SH DEFINED 14800 5800 11 200 SH OTHER 200 MERCURY INTERACTIVE CORP COM 589405109 1068 36000 SH DEFINED 36000 MEREDITH CORP COM COM 589433101 363 9500 SH DEFINED 9500 METRO GOLDWYN MAYER COM COM 591610100 2482 236400 SH SOLE 236400 405 38600 SH DEFINED 38600 MICROSOFT CORP COM 594918104 4143 171110 SH DEFINED 450 169230 1430
7 300 SH OTHER 300 MOLTEN METAL TECH INC COM COM 608712105 0 130040 SH OTHER 130040 MONSANTO CO NEW COM COM 61166W101 425 25909 SH SOLE 25909 62561 3814702 SH DEFINED 03 1325 3335464 477913 MOODYS CORP COM COM 615369105 23 504 SH SOLE 504 2101 45440 SH DEFINED 42940 2500 MORGAN STAN INDIA INVT COM COM 61745C105 77 8293 SH SOLE 8293 2494 268416 SH DEFINED 268416 MORGAN STANLY ASIA-PAC COM COM 61744U106 110 15704 SH SOLE 15704 2777 396783 SH DEFINED 904 395879 MOTIENT CORP COM NEW COM 619908304 136 48500 SH SOLE 48500 131 46925 SH DEFINED 46925 MOTOROLA INC COM 620076109 85 10300 SH SOLE 10300 29018 3513034 SH DEFINED 03 3248389 264645 MUELLER INDS INC COM COM 624756102 335 13400 SH DEFINED 13400 MURPHY OIL CORP COM 626717102 224 5064 SH DEFINED 5064 Montpelier(sh adj 10% dwn) COM G62185106 3046 108000 SH SOLE 108000 NABORS INDUSTRIES LTD SHS COM G6359F103 742 18623 SH DEFINED 18623 NEIMAN MARCUS GROUP CL B COM 640204301 8121 302000 SH SOLE 302000 1283 47700 SH DEFINED 47700 NESTLE S.A. ADR COM 641069406 505 10200 SH SOLE 10200 9523 192450 SH DEFINED 1500 162950 28000 NEUROBIOLOGICAL TECH COM COM 64124W106 351 56300 SH SOLE 56300 281 45100 SH DEFINED 45100 NEW FRONTIER MEDIA INC COM COM 644398109 337 421000 SH SOLE 421000 46 57300 SH DEFINED 57300 NEW YORK TIMES CL A COM 650111107 251 5808 SH DEFINED 4500 1308 NEWHALL LD & FARM CAL DEPOSIT COM 651426108 159 5460 SH SOLE 5460 5091 175125 SH DEFINED 8079 167046 NEWPARK RES INC COM PAR $.01NE COM 651718504 621 137100 SH DEFINED 137100 NEXT LEVEL COMM INC COM COM 65333U104 492 419800 SH SOLE 419800 78 66200 SH DEFINED 66200 NORTH FORK BANCORP NY COM 659424105 442 15000 SH DEFINED 15000 2 54 SH OTHER 54 NORTHERN TRUST CORP COM 665859104 244 8000 SH SOLE 8000 17336 569315 SH DEFINED 6200 248950 314165 17 550 SH OTHER 550 NORTHWEST AIRLS CORP CL A COM 667280101 254 36760 SH DEFINED 36760 NORTHWESTERN CORP COM COM 668074107 2116 1007800 SH SOLE 1007800 268 127700 SH DEFINED 127700 NY ROYAL DUTCH PETE GLDR 5 COM 780257804 1404 34456 SH DEFINED 30190 4266
OCEAN ENERGY INC COM COM 67481e106 1726 86300 SH SOLE 86300 274 13700 SH DEFINED 13700 OFFICEMAX INC COM COM 67622M108 1764 342600 SH DEFINED 342600 ORACLE SYSTEMS CORP COM 68389X105 291 26800 SH SOLE 26800 96818 8924114 SH DEFINED 03 8030199 893915 10 900 SH OTHER 900 PACKAGING CORP AMER COM COM 695156109 360 20000 SH SOLE 20000 18 1000 SH DEFINED 1000 PAG SWAP 2 WITH MERRILL COM 187 935853 SH SOLE 935853 13 67400 SH DEFINED 67400 PALL CORP COM 696429307 4 200 SH SOLE 200 446 22299 SH DEFINED 9643 12656 PANAMERICAN BEVERAGES CL A COM P74823108 7902 364500 SH SOLE 364500 1257 58000 SH DEFINED 58000 PAXSON COMMUNICATIONS COM 704231109 48 22000 SH DEFINED 22000 PEPSICO INC COM 713448108 160 4000 SH SOLE 4000 6175 154383 SH DEFINED 2500 98468 53415 PFIZER INC COM 717081103 1041 33400 SH SOLE 33400 211566 6789675 SH DEFINED 03 2535 5615138 1172002 22 700 SH OTHER 700 PHARMACIA CORP COM COM 71713U102 712 16436 SH DEFINED 12987 3449 PHOENIX COS INC COM COM 71902E109 1200 165720 SH SOLE 165720 5154 711900 SH DEFINED 562000 149900 PITNEY BOWES INC. COM 724479100 926 29020 SH DEFINED 800 22091 6129 PITTSTON CO COM BRINKS GRP COM 725701106 848 61200 SH DEFINED 61200 PLACER DOME INC COM COM 725906101 49 5000 SH SOLE 5000 6620 675475 SH DEFINED 82931 592544 PLAYBOY ENTERPRISES CL A COM 728117201 1427 178400 SH SOLE 178400 168 21000 SH DEFINED 21000 PLAYBOY ENTERPRISES CL B COM 728117300 1897 223200 SH SOLE 223200 228 26800 SH DEFINED 26800 PNC FINANCIAL CORP COM 693475105 786 18550 SH SOLE 18550 108501 2560190 SH DEFINED 03 500 2215015 344675 POLO RALPH LAUREN CORP CL A COM 731572103 3019 131850 SH DEFINED 950 106400 24500 POPE & TALBOT INC COM COM 732827100 133 10600 SH SOLE 10600 6 500 SH DEFINED 500 PPL CORP COM COM 69351T106 4 100 SH SOLE 100 1065 29900 SH DEFINED 4700 25200 PREMIERE TECHNOLOGIES COM COM 74058F102 75 20000 SH OTHER 20000 PRESIDENTIAL LIFE CORP COM COM 740884101 311 49500 SH SOLE 49500 PROCTER & GAMBLE CO COM 742718109 89 1000 SH SOLE 1000
64428 723505 SH DEFINED 03 599255 124250 13 150 SH OTHER 150 PROVIDENT FINANCIAL SERVICES, COM 74386T105 822 52000 SH SOLE 52000 QUANTUM CORP COM DSSG COM 747906204 137 37900 SH DEFINED 37900 QUINTILES TRANSNATIONL COM COM 748767100 4202 345600 SH SOLE 345600 662 54400 SH DEFINED 54400 RAYONIER INC COM COM 754907103 469 10650 SH DEFINED 10650 0 4 SH OTHER 4 RAYTHEON CO COM NEW COM 755111507 491 17300 SH SOLE 17300 175516 6186660 SH DEFINED 03 5209685 976975 21 750 SH OTHER 750 RCN CORP COM 749361101 18 25000 SH DEFINED 25000 READERS DIGEST CL A NON VTG COM 755267101 488 47824 SH SOLE 47824 RECKSON ASSOCS RLTY CL B COM 75621K304 2834 146449 SH SOLE 146449 664 34306 SH DEFINED 34306 REGENERON PHARMA INC COM 75886F107 201 26700 SH SOLE 26700 138 18300 SH DEFINED 18300 REINSURANCE GROUP AMER COM COM 759351109 459 17460 SH DEFINED 17460 RELIANT RES INC COM COM 75952B105 698 196000 SH SOLE 196000 20744 5827039 SH DEFINED 4860171 966868 5 1300 SH OTHER 1300 REPLIGEN CORP COM COM 759916109 70 15000 SH SOLE 15000 RIBAPHARM INC COM COM 762537108 2673 516100 SH SOLE 516100 422 81400 SH DEFINED 81400 ROTECH HEALTHCARE INC COM 778669101 350 23147 SH SOLE 23147 11 704 SH DEFINED 704 SARA LEE CORP COM 803111103 123 6600 SH SOLE 6600 33455 1789012 SH DEFINED 03 1438362 350650 SBC COMMUNICATIONS INC COM 78387G103 1409 70218 SH DEFINED 20260 49958 SCANA CORP NEW COM COM 80589M102 8716 291320 SH DEFINED 1450 131726 158144 SCHERING PLOUGH CORP COM 806605101 272 15228 SH DEFINED 15228 SCHLUMBERGER LTD F COM 806857108 1895 49864 SH DEFINED 44864 5000 SEAGATE TECHNOLOGY SHS COM G7945J104 19 1800 SH SOLE 1800 3332 322900 SH DEFINED 257700 65200 SEALED AIR CORP COM COM 81211k100 1814 45200 SH SOLE 45200 SIERRA PAC RES NEW COM COM 826428104 1708 537000 SH SOLE 537000 200 63000 SH DEFINED 63000 SOUTHERN UN CO NEW COM 844030106 143 11809 SH SOLE 11809 777 63990 SH DEFINED 63990 SOVEREIGN BANCORP INC COM 845905108 11 800 SH SOLE 800
295 21273 SH OTHER 21273 SPDR TR UNIT SER 1 COM 78462F103 330 3900 SH SOLE 3900 4390 51800 SH DEFINED 51800 2 20 SH OTHER 20 SPX CORP COM COM 784635104 10 300 SH SOLE 300 3776 110525 SH DEFINED 110525 ST PAUL COS INC COM 792860108 242 7600 SH DEFINED 7600 STARWOOD LODGING TR COMBND CTF COM 85590A203 349 14675 SH DEFINED 14675 1 45 SH OTHER 45 STATE ST BOSTON CORP COM COM 857477103 247 7800 SH DEFINED 7800 STERLING FINANCIAL CORP COM 859319105 1094 51536 SH DEFINED 51536 SUNAIR ELECTRS INC COM COM 867017105 53 13500 SH OTHER 13500 SUNOCO INC COM COM 86764P109 1097 30000 SH DEFINED 30000 SYBRON DENTAL SPECIAL COM COM 871142105 550 31500 SH SOLE 31500 86 4900 SH DEFINED 4900 SYNAVANT INC COM COM 87157A105 278 174046 SH SOLE 174046 29 18100 SH DEFINED 18100 TAKE-TWO INTERACTIVE COM COM 874054109 432 19400 SH OTHER 19400 TEJON RANCH CO DEL COM COM 879080109 119 4492 SH SOLE 4492 1978 74796 SH DEFINED 350 74446 TEMPLE INLAND INC COM COM 879868107 942 25187 SH DEFINED 25000 187 TENET HEALTHCARE COM 88033G100 1907 114200 SH SOLE 114200 373 22330 SH DEFINED 16800 5530 TETON PETE CO COM COM 88162A106 12 34002 SH DEFINED 34002 TEXAS INSTRUMENTS COM 882508104 178 10900 SH SOLE 10900 63519 3880205 SH DEFINED 03 20 3575510 304675 TEXTRON INC COM 883203101 165 6000 SH SOLE 6000 70153 2554724 SH DEFINED 03 2227454 327270 THERMO ELECTRON COM 883556102 267 14775 SH SOLE 14775 88971 4915547 SH DEFINED 03 4506037 409510 THQ INC COM NEW COM 872443403 607 46500 SH DEFINED 46500 TIFFANY & CO NEW COM COM 886547108 885 35400 SH DEFINED 35400 TOOTSIE ROLL INDS INC COM 890516107 1863 65317 SH SOLE 65317 298 10462 SH DEFINED 10462 TORCH OFFSHORE INC COM COM 891019101 786 155675 SH SOLE 155675 5293 1048200 SH DEFINED 812200 236000 TRAVELERS PPTY Class A COM 89420G109 7 528 SH SOLE 528 2232 158421 SH DEFINED 159 144642 13620 0 32 SH OTHER 32 TRAVELERS PPTY Class B COM 89420G406 11 770 SH SOLE 770 560 39656 SH DEFINED 328 38977 351 1 68 SH OTHER 68
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1610 929 SH DEFINED 929 PHILIP MORRIS CR AS FOR 4874546 1481 3610 SH SOLE 3610 160 390 SH DEFINED 390 PRANA BIOTECH FOR Q7739U108 265 519125 SH SOLE 519125 34 66400 SH DEFINED 66400 ROCHE HLDGS AG GENUSSCHEINE NP FOR 474577 357 5970 SH DEFINED 504 5466 RTL GROUP FOR 406149 7577 220212 SH SOLE 220212 1153 33500 SH DEFINED 33500 RWE AG(NEU) NON VTG PRF NPV FOR 476914 1303 62953 SH SOLE 62953 199 9600 SH DEFINED 9600 RWE AG(NEU) NPV'A' FOR 4768962 399 17800 SH SOLE 17800 49 2200 SH DEFINED 2200 SAFEWAY FOR 0049241 432 104600 SH DEFINED 104600 SAFEWAY SWAP W/DMG FOR 0049241 6243 1511700 SH SOLE 1511700 606 146800 SH DEFINED 146800 SAFEWAYT SWAP W/LEH FOR 0049241 892 215900 SH SOLE 215900 87 21000 SH DEFINED 21000 SAMSUNG ELECTRONICS PREF SWAP FOR 677381 1033 9391 SH SOLE 9391 67 609 SH DEFINED 609 SAMSUNG SWAP DB FOR 6773812 4066 36964 SH SOLE 36964 114 1036 SH DEFINED 1036 SOLECTRON GLOBAL SERVICES CANA FOR 83418r102 687 224100 SH SOLE 224100 79 25900 SH DEFINED 25900 TIMBERWEST FOR 2298795 2980 354300 SH SOLE 354300 473 56200 SH DEFINED 56200 UNILEVER SWAP WITH DMG FOR 5640898 7467 125300 SH SOLE 125300 727 12200 SH DEFINED 12200 ABB 3.75% CHF 9/30/09 CB FIXED 010174694 1119 2984000 PRN SOLE 2984000 34 91000 PRN DEFINED 91000 ABB FINANCE 10% GBP 5/29/09 FIXED 7369588 5205 4302000 PRN SOLE 4302000 240 198000 PRN DEFINED 198000 AES CORP FIXED 00130HAV7 125 150000 PRN SOLE 150000 AETNA SVCS INC FIXED 008175AC5 11 10000 PRN DEFINED 10000 AHOLD FIN U S A INC FIXED 008685AA7 2967 3804000 PRN SOLE 3804000 153 196000 PRN DEFINED 196000 ALDERWOODS 11% 1/2/07 FIXED 014383AA1 1832 1823000 PRN SOLE 1823000 178 177000 PRN DEFINED 177000 ALLEGHENY ENERGY SUPPLY CO LLC FIXED 017363AD4 1313 1728000 PRN SOLE 1728000 207 272000 PRN DEFINED 272000 ALLEGHENY ENERGY SUPPLY CO LLC FIXED 017363AE2 10805 14217000 PRN SOLE 14217000 975 1283000 PRN DEFINED 1283000
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RITE AID 9.5% 2/15/11 144A FIXED 767754BC7 503 486000 PRN SOLE 486000 14 14000 PRN DEFINED 14000 SOUTHERN CALIF EDISON CO FIXED 842400DH3 2527 2502000 PRN SOLE 2502000 79 78000 PRN DEFINED 78000 SOUTHERN CALIF EDISON CO FIXED 842400DX8 6672 6808000 PRN SOLE 6808000 211 215000 PRN DEFINED 215000 SOUTHERN NAT GAS 8.875% 3/15/1 FIXED 843452BA0 1988 1884000 PRN SOLE 1884000 122 116000 PRN DEFINED 116000 TELECORP PCS INC 11.625% (NO A FIXED 879299AC9 2909 2909000 PRN SOLE 2909000 341 341000 PRN DEFINED 341000 TOYS R US INC FIXED 892335AG5 3532 3550000 PRN SOLE 3550000 448 450000 PRN DEFINED 450000 UNITED AIR LINES INC 10.3600 ( FIXED 909279AP6 281 1876000 PRN SOLE 1876000 19 124000 PRN DEFINED 124000 UNITED AIR LINES INC 9.1250 (N FIXED 909279AT8 37 966000 PRN SOLE 966000 1 34000 PRN DEFINED 34000 UNITED AIR LINES INC 9.7500(No FIXED 909279AR2 73 1880000 PRN SOLE 1880000 5 120000 PRN DEFINED 120000 US WEST COMMUNICATIONS INC FIXED 912920AN5 2832 3112000 PRN SOLE 3112000 89 98000 PRN DEFINED 98000 UTILICORP UTD INC FIXED 918005AS8 1573 1788000 PRN SOLE 1788000 187 212000 PRN DEFINED 212000 VISTEON CORP FIXED 92839UAA5 3824 3741000 PRN SOLE 3741000 265 259000 PRN DEFINED 259000 WINSTAR COMMUNICATIONS INC FIXED 975515AZ0 8 3055000 PRN SOLE 3055000 1 366000 PRN DEFINED 366000 WORLDCOM INC GA NEW 8.2500 (NO FIXED 98157DAK2 795 3456000 PRN SOLE 3456000 125 544000 PRN DEFINED 544000 ALZA CORP CONV 022615AC2 22 15000 PRN DEFINED 4000 11000 AMERISOURCE HEAL CORP CONV 03071pad4 8581 6858000 PRN SOLE 6858000 1366 1092000 PRN DEFINED 1092000 AON CORP CONV 037389AQ6 4901 4030000 PRN SOLE 4030000 572 470000 PRN DEFINED 470000 BARNES & NOBLE INC CONV 067774AD1 1823 1896000 PRN SOLE 1896000 292 304000 PRN DEFINED 304000 BAXTER INTL INC CONV 071813AR0 5737 5773000 PRN SOLE 5773000 921 927000 PRN DEFINED 927000 CHARLES RIV LABORATORIES INC CONV 159863AL3 3451 3455000 PRN SOLE 3455000 544 545000 PRN DEFINED 545000 COCA COLA ENTERPRISES INC CONV 191219AU8 11 10000 PRN DEFINED 10000 COMMONWEALTH EDISON CO CONV 202795FM7 18 15000 PRN DEFINED 15000
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