13F-HR 1 srz9431666v2.txt JOHN LEVIN/GENERAL JUNE 30, 2003 UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 Form 13F Form 13F COVER PAGE Report for the Calendar Year or Quarter Ended: June 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: 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 August 14, 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: ------------- Form 13F Information Table Value Total: $ 8,428,752 ------------- (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 COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 ------------------------------ -------------- --------- -------- ----------------- ---------- -------- ----------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE ------------------------------ -------------- --------- -------- -------- --- ---- ---------- -------- -------- -------- ----- 1ST INVS FINL SVCS GROUP I COM 32058A101 921 230900 SH SOLE 230900 57 14200 SH OTHER 14200 ABBOTT LABS COM 002824100 827 18900 SH DEFINED 18900 ABITIBI-CONSOLIDATED INC COM 003924107 151 23600 SH SOLE 23600 ACCENTURE LTD BERMUDA CL A G1150G111 1529 84500 SH SOLE 84500 133218 7364158 SH DEFINED 03 6201653 1162505 ACTIVISION INC NEW COM 004930202 154 12000 SH SOLE 12000 ACTV INC COM 00088E104 48 50000 SH DEFINED 50000 ADOLOR CORP COM 00724X102 3666 298800 SH SOLE 298800 593 48300 SH DEFINED 46300 2000 AETNA INC NEW COM 00817Y108 6453 107185 SH DEFINED 600 63090 43495 AGERE SYS INC CL A 00845V100 549 235813 SH DEFINED 235813 AIR PRODS & CHEMS INC COM 009158106 7817 187920 SH DEFINED 1000 176920 AIRTRAN HLDGS INC COM 00949P108 157 15000 SH DEFINED 15000
ALCAN INC COM 013716105 300 9600 SH SOLE 9600 ALCAN INC COM 013716105 114235 3650833 SH DEFINED 03 2985488 665345 ALCIDE CORP COM NEW 013742507 353 32828 SH DEFINED 26588 6240 ALLEGHANY CORP DEL COM 017175100 271 1420 SH DEFINED 1420 ALLEGHENY ENERGY INC COM 017361106 111 13100 SH DEFINED 13100 ALLIANCE GAMING CORP COM NEW 01859P609 1324 70000 SH DEFINED 70000 ALLIANT TECHSYSTEMS COM 018804104 260 5000 SH DEFINED 5000 AMERICAN AXLE & MFG HLDGS IN COM 024061103 1542 64500 SH SOLE 64500 2211 92500 SH DEFINED 92500 BARRICK GOLD CORP COM 067901108 385 21500 SH SOLE 21500 4624 258300 SH DEFINED 7000 251300 AMERICAN EXPRESS CO COM 025816109 301 7200 SH SOLE 7200 AMERICAN EXPRESS CO COM 025816109 285 6825 SH DEFINED 5225 1600 AMERICAN INTL GROUP INC COM 026874107 336394 6096312 SH DEFINED 03 5389021 707291 AMGEN INC COM 031162100 766 11616 SH DEFINED 11616 ANADARKO PETE CORP COM 032511107 1866 41957 SH DEFINED 400 34315 7242 ANHEUSER BUSCH COS INC COM 035229103 260 5100 SH SOLE 5100 97369 1907317 SH DEFINED 1518854 388463 ANNUITY AND LIFE RE HLDGS COM G03910109 423 338383 SH SOLE 338383 27 22000 SH DEFINED 22000 AOL TIME WARNER INC COM 00184A105 238 14800 SH SOLE 14800
6686 415560 SH DEFINED 4745 301957 108858 AON CORP COM 037389103 3287 136495 SH SOLE 136495 162292 6739699 SH DEFINED 03 4325 5379856 1355518 APPLIED MATLS INC COM 038222105 603 38040 SH DEFINED 38040 ARACRUZ CELULOSE S A SPON ADR PFD B 038496204 394 18700 SH SOLE 18700 ARCHER DANIELS MIDLAND CO COM 039483102 225 17500 SH SOLE 17500 81173 6307184 SH DEFINED 03 5022206 1284978 ARIAD PHARMACEUTICALS INC COM 04033A100 44 10000 SH SOLE 10000 247 56249 SH DEFINED 56249 ASCENT MEDIA GROUP INC COM 043634104 63 51142 SH DEFINED 51142 AT&T COM 001957505 721 37444 SH DEFINED 37426 18 AT&T WIRELESS SRVS INC COM 00209A106 838 102072 SH DEFINED 63044 39028 AVATAR HLDGS INC COM 053494100 854 28575 SH DEFINED 28575 BALLY TOTAL FITNESS HLDG COR COM 05873K108 1559 172600 SH SOLE 172600 247 27400 SH DEFINED 27400 BANDAG INC CL A 059815308 1113 31700 SH SOLE 31700 BANK NEW YORK INC COM 064057102 860 29900 SH SOLE 29900 212358 7386356 SH DEFINED 03 3500 6096714 1286142 BANK OF AMERICA CORPORATION COM 060505104 506 6400 SH SOLE 6400 185961 2353037 SH DEFINED 03 1967500 385537
BAXTER INTL INC COM 071813109 472 18150 SH SOLE 18150 2704 103982 SH DEFINED 1300 101282 1400 BCE INC COM 05534B109 682 29532 SH DEFINED 29532 BEARINGPOINT INC COM 074002106 1599 165684 SH SOLE 165684 405 42000 SH DEFINED 42000 BECTON DICKINSON & CO COM 075887109 13186 339402 SH DEFINED 600 214002 124800 BELLSOUTH CORP COM 079860102 405 15200 SH SOLE 15200 156175 5864614 SH DEFINED 03 4875941 988673 BEMIS INC COM 081437105 267 5700 SH SOLE 5700 BERKSHIRE HATHAWAY INC DEL CL A 084670108 217 3 SH DEFINED 3 BERKSHIRE HATHAWAY INC DEL CL B 084670207 2289 942 SH DEFINED 482 460 BIOGEN INC COM 090597105 592 15593 SH DEFINED 15593 BIORELIANCE CORP COM 090951104 528 24886 SH DEFINED 24886 BKF CAP GROUP INC COM 05548G102 12687 581179 SH SOLE 581179 BLACKROCK INC CL A 09247x101 360 8000 SH DEFINED 8000 BOEING CO COM 097023105 1136 33100 SH DEFINED 33100 BOISE CASCADE CORP COM 097383103 222 9300 SH SOLE 9300 BP PLC SPONSORED ADR 055622104 6223 148104 SH DEFINED 140903 7201 BRISTOL MYERSSQUIBB CO COM 110122108 795 29300 SH SOLE 29300 122971 4529337 SH DEFINED 03 950 3698509 829878 BROOKS AUTOMATION INC COM 114341027 113 10000 SH DEFINED 10000
BUCKEYE TECHNOLOGIES INC COM 118255108 118 17400 SH SOLE 17400 BURLINGTON NRTHN SANTA FE C COM 12189T104 398 14000 SH DEFINED 2142 11858 BURLINGTON RES INC COM 122014103 835 15450 SH SOLE 15450 93723 1733358 SH DEFINED 03 5289 1232980 495089 CABLEVISION SYS CORP CL A NY CABLVS 12686C109 2497 120300 SH DEFINED 120300 CACI INTL INC CL A 127190304 1132 33000 SH DEFINED 33000 CADUS PHARMACEUTICAL CORP COM 127639102 118 84300 SH SOLE 84300 19 13300 SH DEFINED 13300 CANADIAN NATL RY CO COM 136375102 376 7800 SH DEFINED 7800 CARAUSTAR INDS INC COM 140909102 121 15100 SH SOLE 15100 CATALYTICA ENERGY SYS COM 148884109 1692 626816 SH SOLE 626816 265 98242 SH DEFINED 98242 CATERPILLAR INC DEL COM 149123101 325 5845 SH SOLE 5845 3035 54520 SH DEFINED 25 41169 13326 CCC INFORMATION SVCS GROUP I COM 12487Q109 1028 73400 SH DEFINED 73400 CENDANT CORP COM 151313103 2447 133555 SH DEFINED 111485 22070 CERIDIAN CORP NEW COM 156779100 339 20000 SH SOLE 20000 4018 236755 SH DEFINED 1440 157285 78030 CHAMPION ENTERPRISES INC COM 158496109 423 81750 SH DEFINED 81750 CHEVRONTEXACO CORP COM 166764100 63928 885432 SH DEFINED 03 717806 167626
CHICAGO BRIDGE & IRON CO NV NY REGISTRY SH 167250109 680 30000 SH DEFINED 30000 CHIQUITA BRANDS INTL COM 170032809 2103 145025 SH DEFINED 145025 CIGNA CORP COM 125509109 1675 35680 SH SOLE 35680 91138 1941579 SH DEFINED 03 1265 1446989 493325 CINAR CORP SUB VTG SHS B COM 171905300 635 231000 SH SOLE 231000 69 25200 SH DEFINED 25200 CISCO SYS INC COM 17275R102 225 13381 SH DEFINED 1000 12381 CIT GROUP INC COM 125581108 1602 64975 SH SOLE 64975 106658 4326884 SH DEFINED 03 3815234 511650 CITIGROUP INC COM 172967101 1472 34400 SH SOLE 34400 248744 5811765 SH DEFINED 03 3700 4514155 1293910 CNA FINL CORP COM 126117100 585 23800 SH SOLE 23800 750 30500 SH DEFINED 30500 COCA COLA CO COM 191216100 709 15281 SH SOLE 15281 14464 311662 SH DEFINED 3625 187771 120266 COLGATE PALMOLIVE CO COM 194162103 1275 22000 SH DEFINED 12000 10000 COMCAST CORP NEW CL A 20030N101 1828 60571 SH DEFINED 60541 30 COMCAST CORP NEW CL A SPL 20030N200 30742 1060440 SH DEFINED 03 2075 905010 153355 CONOCOPHILLIPS COM COM 20825C104 994 18140 SH DEFINED 46 15516 2578 CONSTELLATION ENERGY COM 210371100 264 7700 SH SOLE 7700 91496 2667518 SH DEFINED 03 2440683 226835
COOPER INDS LTD CL A G24182100 39477 955851 SH DEFINED 03 783501 172350 CORTECH INC COM NEW 22051J308 53 20000 SH OTHER 20000 CROWN HOLDINGS INC COM 228368106 250 35000 SH DEFINED 35000 CSX CORP COM 126408103 346 11500 SH SOLE 11500 120967 4020162 SH DEFINED 03 3458317 561845 D&E COMMUNICATIONS INC COM 232860106 6824 600682 SH SOLE 600682 1211 106600 SH DEFINED 106600 DEERE & CO COM 244199105 219 4800 SH SOLE 4800 70580 1544427 SH DEFINED 03 1305272 239155 DELL COMPUTER CORP COM 247025109 367 11520 SH OTHER 11520 DEUTSCHE TELEKOM AG SPONSORED ADR 251566105 14422 948798 SH DEFINED 948798 DILLARDS INC CL A 254067101 135 10000 SH DEFINED 10000 DISNEY WALT CO COM DISNEY 254687106 44228 2239394 SH DEFINED 03 1563703 675691 DOW CHEM CO COM 260543103 226 7300 SH SOLE 7300 76110 2458331 SH DEFINED 03 1971181 487150 DOW JONES & CO INC COM 260561105 1416 32900 SH DEFINED 26400 6500 DRS TECHNOLOGIES INC COM 23330X100 1170 41900 SH DEFINED 41900 DU PONT E I DE NEMOURS & CO COM 263534109 400 9600 SH SOLE 9600 143296 3441299 SH DEFINED 03 2931023 510276 DYAX CORP COM 26746E103 1454 356468 SH DEFINED 322274 34194
EATON CORP COM 278058102 2563 32600 SH DEFINED 32600 EATON VANCE CORP COM NON VTG 278265103 1744 55200 SH DEFINED 55200 ECHOSTAR COMMUNICATIONS NEW CL A 278762109 882 25475 SH DEFINED 25475 EDO CORP COM 281347104 1400 79075 SH DEFINED 32875 46200 EL PASO CORP COM 28336L109 1455 180135 SH SOLE 180135 50027 6191450 SH DEFINED 03 4994659 1196791 ELECTRIC FUEL CORP COM 284871100 20 24600 SH OTHER 24600 EMBRAER-EMPRESA BRASIL SP ADR PFD SHS 29081M102 785 41100 SH DEFINED 41100 EMERSON ELEC CO COM 291011104 1625 31800 SH DEFINED 31800 ENCANA CORP COM 292505104 266 6943 SH SOLE 6943 5609 146186 SH DEFINED 527 44005 101654 ENPRO INDS INC COM 29355X107 160 15000 SH DEFINED 15000 EXXON MOBIL CORP COM 30231G102 485 13500 SH SOLE 13500 178716 4976789 SH DEFINED 03 4157104 819685 FAB INDS INC COM 302747100 1069 116200 SH SOLE 116200 186 20200 SH DEFINED 20200 FEDERAL HOME LN MTG CORP COM 313400301 305 6000 SH DEFINED 6000 FEDERATED DEPT STORES INC DE COM 31410H101 921 25000 SH DEFINED 25000 FIDELITY NATL FINL INC COM 316326107 487 15827 SH DEFINED 15827 FIRST DATA CORP COM 319963104 79287 1913295 SH DEFINED 03 1591445 321850 FIRST MIDWEST FINL INC COM 320878101 376 20622 SH OTHER 20622
FISERV INC COM 337738108 713 20000 SH DEFINED 20000 FLAMEL TECHNOLOGIES SA SPONSOR ADR 338488109 336 25000 SH DEFINED 25000 FLEETBOSTON FINL CORP COM 339030108 1096 36900 SH SOLE 36900 122102 4109810 SH DEFINED 03 1650 3300157 808003 FOUR SEASON HOTEL INC LTD VTG SH 35100E104 926 21400 SH SOLE 21400 FPL GROUP INC COM 302571104 62514 935140 SH DEFINED 03 793975 141165 FREEMARKETS INC COM 356602102 347 50000 SH DEFINED 12858 37142 FUELCELL ENERGY INC COM 35952H106 3046 371938 SH DEFINED 263726 108212 GAP INC DEL COM 364760108 380 20250 SH OTHER 20250 GANNETT INC COM 364730101 568 7400 SH DEFINED 5600 1800 GENELABS TECHNOLOGIES INC COM 368706107 90 60000 SH SOLE 60000 GENERAL AMERINVS INC COM 368802104 721 26287 SH SOLE 26287 1636 59624 SH DEFINED 59624 GENERAL ELEC CO COM 369604103 445 15500 SH SOLE 15500 192725 6719832 SH DEFINED 03 1400 5159171 1559261 GENERAL MTRS CORP COM 370442105 1275 35410 SH DEFINED 35210 200 GENERAL MTRS CORP CL H NEW 370442832 236 18450 SH SOLE 18450 53532 4178922 SH DEFINED 03 1090 3839232 338600 GENTIVA HEALTH SERVICES INC COM 37247A102 1008 111403 SH DEFINED 111403 GILLETTE CO COM 375766102 542 17000 SH DEFINED 17000
GLAXOSMITHKLINE PLC SPONSORED ADR 37733W105 2608 64341 SH DEFINED 64341 GRAFTECH INTL LTD COM 384313102 968 177600 SH DEFINED 176600 1000 GULFMARK OFFSHORE INC COM 402629109 1057 63000 SH DEFINED 63000 H & Q HEALTHCARE FD SH BEN INT 404052102 193 11000 SH DEFINED 11000 H&Q LIFE SCIENCES INVS SH BEN INT 404053100 165 11027 SH SOLE 11027 174 11600 SH DEFINED 11600 HANCOCK JOHN FINL SVCS INC COM 41014S106 1396 45420 SH SOLE 45420 141701 4611146 SH DEFINED 03 3947631 663515 HARTE-HANKS INC COM 416196103 399 21000 SH DEFINED 21000 HCAINC COM 404119109 491 15330 SH SOLE 15330 23689 739370 SH DEFINED 03 725 625585 113060 HEALTH NET INC COM 42222G108 1465 44470 SH DEFINED 44470 HEALTHSOUTH CORP COM 421924101 577 1110100 SH SOLE 1110100 33 62900 SH DEFINED 62900 HEINZ H J CO COM 423074103 277 8400 SH SOLE 8400 113309 3435683 SH DEFINED 03 2730038 705645 HERLEY INDS INC DEL COM 427398102 2881 171800 SH SOLE 171800 2328 138812 SH DEFINED 138812 HEWLETT PACKARD CO COM 428236103 219 10300 SH SOLE 10300 75814 3559326 SH DEFINED 03 3190791 368535 HILTON HOTEL CORP COM 432848109 179 14000 SH DEFINED 14000
HOME DEPOT INC COM 437076102 447 13500 SH SOLE 13500 144873 4374180 SH DEFINED 03 3895920 478260 HONDA MOTOR LTD AMERN SHS 438128308 217 11400 SH DEFINED 11400 HONEYWELL INTL INC COM 438516106 59857 2229328 SH DEFINED 03 1912988 316340 HUBBELL INC CL A 443510102 7295 226900 SH SOLE 226900 1302 40500 SH DEFINED 40500 HUDSON HIGHLAND GROUP INC COM 443792106 2654 140549 SH SOLE 140549 774 41000 SH DEFINED 41000 IDEC PHARMACEUTICALS CORP COM 449370105 475 14000 SH SOLE 14000 IMAGISTICS INTERNATIONAL INC COM 45247T104 1290 50000 SH DEFINED 50000 IMC GLOBAL INC COM 449669100 7307 1089000 SH DEFINED 558100 530900 INCO LTD COM 453258402 540 25550 SH DEFINED 850 12770 11930 INDIA FD INC COM 454089103 129 10500 SH DEFINED 10500 INGERSOLL-RAND COMPANY LTD CL A G4776G101 53392 1128320 SH DEFINED 03 734055 394265 INSIGHT COMMUNICATIONS INC CL A 45768V108 9622 721300 SH DEFINED 537300 184000 INTEL CORP COM 458140100 1355 65108 SH DEFINED 56948 8160 INTER TEL INC COM 458372109 321 15000 SH DEFINED 15000 INTEREP NATL RADIO SALES INC COM 45866V109 171 61400 SH SOLE 61400 INTERGRAPH CORP COM 458683109 866 40950 SH DEFINED 40950 INTL PAPER CO COM 460146103 2612 73099 SH DEFINED 845 55198 17056
INTERNATIONAL SPEEDWAY CORP CL A 460335201 8850 224000 SH SOLE 224000 1572 39800 SH DEFINED 39800 INTERNATIONAL BUSINESS MACHS COM 459200101 260 3150 SH SOLE 3150 100974 1223932 SH DEFINED 03 760 917254 305918 INVESTORS FINL SERVICES CORP COM 461915100 1183 40760 SH DEFINED 40760 INVISION TECHNOLOGIES INC COM 461851107 985 40064 SH OTHER 40064 JACUZZI BRANDS INC COM 469865109 661 125000 SH DEFINED 125000 JARDINE FLEMING CHINA REGION COM 471110106 213 24800 SH SOLE 24800 142 16500 SH DEFINED 16500 JARDINE FLEMING INDIA FD INC COM 471112102 290 34550 SH SOLE 34550 309 36800 SH DEFINED 36800 NUVEEN INVTS INC CL A 67090F106 1103 40498 SH DEFINED 900 31798 7800 JOHNSON & JOHNSON COM 478160104 1159 22420 SH SOLE 22420 38949 753359 SH DEFINED 3800 559500 190059 JP MORGAN CHASE & CO COM 46625H100 191 5600 SH SOLE 5600 62728 1835218 SH DEFINED 03 1560241 274977 KEYSPAN CORP COM 49337W100 12115 341736 SH DEFINED 107136 234600 KIMBERLY CLARK CORP COM 494368103 209 4000 SH SOLE 4000 52812 1012882 SH DEFINED 03 789177 223705 KINDER MORGAN INC KANS COM 49455P101 1566 28650 SH DEFINED 28650 KLM ROYAL DUTCH AIRLS NY REG NEW 482516309 96 11400 SH DEFINED 11400
KNIGHT RIDDER INC COM 499040103 979 14200 SH DEFINED 1200 13000 KONINKLIJKE PHILIPS NY REG SH NEW 500472303 345 18032 SH SOLE 18032 142682 7466330 SH DEFINED 03 4612 6035977 1425741 KRAFT FOODS INC CL A 50075N104 33785 1037946 SH DEFINED 03 890496 147450 L-3 COMMUNICATNS HLDGS COM 502424104 2827 65000 SH DEFINED 65000 LAIDLAW GLOBAL CORP COM 50730R102 330 44406 SH SOLE 44406 405 54393 SH DEFINED 54393 LEAR CORP COM 521865105 3373 73300 SH SOLE 73300 2138 46450 SH DEFINED 46450 LIBERTY MEDIA CORP NEW COM 530718105 1061 91821 SH SOLE 91821 110929 9595947 SH DEFINED 03 7800 7681253 1906894 LIBERTY MEDIA CORP NEW COM SER A 530718204 499 42192 SH SOLE 42192 LILLY ELI & CO COM 532457108 37062 537371 SH DEFINED 03 462381 74990 LIMITED BRANDS INC COM 532716107 18893 1218930 SH DEFINED 03 992340 226590 LIONS GATE ENTMNT CORP COM NEW 535919203 285 150000 SH DEFINED 150000 LOCKHEED MARTIN CORP COM 539830109 385 8100 SH SOLE 8100 137702 2894733 SH DEFINED 03 2417658 477075 LOEWS CORP COM 540424108 2968 62754 SH DEFINED 52754 10000 LONGVIEW FIBRE CO COM 543213102 394 48000 SH DEFINED 48000 LOUISIANA PAC CORP COM 546347105 255 23500 SH SOLE 23500
LUCENT TECHNOLOGIES INC COM 549463107 25 12500 SH SOLE 12500 MACROVISION CORP COM 555904101 598 30000 SH DEFINED 30000 MANUFACTURERS SVSC LTD COM 565005105 2033 419087 SH SOLE 419087 MARSH & MCLENNAN COS INC COM 571748102 715 14000 SH SOLE 14000 26589 520640 SH DEFINED 1655 256140 262845 MASSBANK CORP READ MASS COM 576152102 1175 32482 SH DEFINED 5392 27090 MCDONALDS CORP COM 580135101 408 18500 SH SOLE 18500 119054 5396818 SH DEFINED 03 4683308 713510 MCGRAW HILL COS INC COM 580645109 628 10136 SH DEFINED 10136 MEADWESTVACO CORP COM 583334107 343 13900 SH SOLE 13900 mELLON FINL CORP COM 58551A108 575 20706 SH DEFINED 11706 9000 MERCK & CO INC COM 589331107 1247 20600 SH DEFINED 14800 5800 MERCURY INTERACTIVE CORP COM 589405109 1395 36000 SH DEFINED 36000 MEREDITH CORP COM 589433101 418 9500 SH DEFINED 9500 MESA AIR GROUP INC COM 590479101 539 67700 SH DEFINED 67700 METHODE ELECTRS INC CL A 591520200 476 44250 SH DEFINED 44250 METRO GOLDWYN MAYER INC COM 591610100 2637 212300 SH SOLE 212300 468 37700 SH DEFINED 37700 MICROSOFT CORP COM 594918104 436 17000 SH SOLE 17000 156308 6096259 SH DEFINED 03 450 5334344 761465 MONSANTO CO NEW COM 61166W101 451 20859 SH SOLE 20859
38156 1763200 SH DEFINED 03 1325 1469665 292210 MOODYS CORP COM 615369105 2395 45440 SH DEFINED 42940 2500 MORGAN STANLY ASIAPAC FDI COM 61744U106 152 18704 SH SOLE 18704 3266 401783 SH DEFINED 904 400879 MOTOROLA INC COM 620076109 112 11900 SH SOLE 11900 39490 4187663 SH DEFINED 03 3546888 640775 MURPHY OIL CORP COM 626717102 266 5064 SH DEFINED 5064 NABORS INDUSTRIES LTD COM G6359F103 474 11992 SH DEFINED 11992 NAVISTAR INTL CORP NEW COM 63934E108 653 20000 SH DEFINED 20000 NEIMAN MARCUS GROUP INC CL B 640204301 10874 315200 SH SOLE 315200 1925 55800 SH DEFINED 55800 NESTLE S.A. COM 641069406 714 13850 SH SOLE 13850 12916 250375 SH DEFINED 1975 205725 42675 NETFLIX COM INC COM 64110L106 1502 58800 SH SOLE 58800 243 9500 SH DEFINED 9500 NEW FRONTIER MEDIA INC COM 644398109 703 439200 SH SOLE 439200 103 64425 SH DEFINED 64425 NEW YORK TIMES CO CL A 650111107 205 4500 SH DEFINED 4500 NEWHALL LAND & FARMING CO CA DEP REC 651426108 4359 144100 SH DEFINED 144100 NEWPARK RES INC COM PAR $.01NEW 651718504 751 137100 SH DEFINED 137100
NORTH FORK BANCORPORATION NY COM 659424105 511 15000 SH DEFINED 15000 NORTHERN CORP COM 665859104 333 8000 SH SOLE 8000 23243 558728 SH DEFINED 6200 231413 321115 NORTHROP GRUMMAN CORP COM 666807102 311 3600 SH SOLE 3600 104940 1216130 SH DEFINED 03 1040170 175960 ROYAL DUTCH PETE CO NY REG EUR.56 780257804 456 9788 SH DEFINED 4690 5098 OMNICOM GROUP INC COM 681919106 229 3200 SH DEFINED 3200 ORACLE CORP COM 68389X105 289 24100 SH SOLE 24100 90745 7555771 SH DEFINED 03 6735561 820210 PACTIV CORP COM 695257105 396 20100 SH DEFINED 20100 PALL CORP COM 696429307 3885 172649 SH DEFINED 159993 12656 PAXSON COMMUNICATIONS CORP COM 704231109 132 22000 SH DEFINED 22000 PEPSICO INC COM 713448108 338 7600 SH SOLE 7600 62212 1398014 SH DEFINED 03 2500 1213319 182195 PETROCHINA CO LTD SPONSORED ADR 71646E100 624 20660 SH DEFINED 1230 19430 PETROLEO BRASILEIRO SA PETRO SPONSOR ADR 71654V408 743 37600 SH DEFINED 37600 PFIZER INC COM 717081103 1294 37900 SH SOLE 37900 286934 8402180 SH DEFINED 03 2535 6698118 1701527 PG&E CORP COM 69331C108 7779 367800 SH SOLE 367800 2295 108500 SH DEFINED 108500 PHOENIX COS INC NEW COM 71902E109 1482 164120 SH SOLE 164120
5694 630600 SH DEFINED 458300 172300 PITNEY BOWES INC COM 724479100 1115 29020 SH DEFINED 800 22091 6129 PLACER DOME INC COM 725906101 123 10000 SH SOLE 10000 8299 676375 SH DEFINED 84931 591444 PLAYBOY ENTERPRISES INC CL A 728117201 2268 189000 SH SOLE 189000 373 31100 SH DEFINED 31100 PLAYBOY ENTERPRISES INC CL B 728117300 3036 223200 SH SOLE 223200 364 26800 SH DEFINED 26800 PNC FNL SRVS GROUP INC COM 693475105 910 18650 SH SOLE 18650 114912 2354278 SH DEFINED 03 500 1987563 366215 POLO RALPH LAUREN CORP CL A 731572103 5495 213050 SH DEFINED 1850 169800 41400 POPE & TALBOT INC COM 732827100 208 18800 SH SOLE 18800 POTLATCH CORP COM 737628107 955 37100 SH SOLE 37100 PPL CORP COM 69351T106 2709 63000 SH DEFINED 63000 PRESIDENTIAL LIFE CORP COM 740884101 974 69040 SH SOLE 69040 PROCTER & GAMBLE CO COM 742718109 312 3500 SH SOLE 3500 133198 1493591 SH DEFINED 03 1236146 257445 PROVIDENT FINL SVCS INC COM 74386T105 514 27000 SH SOLE 27000 QUANTUM CORP DSSG 747906204 219 53975 SH DEFINED 53975 RADIO ONE INC CL A 75040P108 7898 441500 SH SOLE 441500
1404 78500 SH DEFINED 78500 RAYTHEON CO COM NEW 755111507 394 12000 SH SOLE 12000 120622 3673020 SH DEFINED 03 3096410 576610 RCN CORP COM 749361101 49 25000 SH DEFINED 25000 RECKSON ASSOCS RLTY CORP CL B 75621K304 3119 146449 SH SOLE 146449 731 34306 SH DEFINED 34306 REINSURANCE GROUP AMER INC COM 759351109 560 17460 SH DEFINED 17460 RELIANT RES INC COM 75952B105 503 82100 SH SOLE 82100 2723 444150 SH DEFINED 84750 359400 REPLIGEN CORP COM 759916109 76 15000 SH SOLE 15000 RESOURCE AMERICA INC CL A 761195205 555 53600 SH SOLE 53600 RIBAPHARM INC COM 762537108 1918 297300 SH SOLE 297300 340 52700 SH DEFINED 52700 SAFLINK CORP COM NEW 786578302 317 50000 SH DEFINED 50000 SANDERSON FARMS INC COM 800013104 284 10100 SH DEFINED 10100 SARA LEE CORP COM 803111103 372 19800 SH SOLE 19800 122112 6491858 SH DEFINED 03 5538673 953185 SBC COMMUNICATIONS INC COM 78387G103 49255 1927776 SH DEFINED 03 1586902 340874 SCANA CORP NEW COM 80589M102 10238 298661 SH DEFINED 1450 128554 168657 SCHERING PLOUGH CORP COM 806605101 283 15228 SH DEFINED 15228 SCHLUMBERGER LTD COM 806857108 2372 49864 SH DEFINED 44864 5000
SEALED AIR CORP NEW COM 81211k100 2779 58300 SH SOLE 58300 SELECT SECTOR SPDR TR SBI INT-UTILS 81369Y886 3210 145100 SH SOLE 145100 573 25900 SH DEFINED 25900 SIERRA PAC RES NEW COM 826428104 3737 629200 SH SOLE 629200 381 64200 SH DEFINED 64200 SIRIUS SATELLITE RADIO INC COM 82966U103 34 20000 SH DEFINED 20000 SLM CORP COM 78442P106 206 5250 SH DEFINED 5250 SONY CORP ADR NEW 835699307 612 21870 SH SOLE 21870 4995 178390 SH DEFINED 1450 133270 43670 SOUTHERN UN CO NEW COM 844030106 200 11809 SH SOLE 11809 1084 63990 SH DEFINED 63990 SOVEREIGN BANCORP INC COM 845905108 333 21273 SH OTHER 21273 SPDR TR UNIT SER 1 78462F103 3603 36900 SH SOLE 36900 576 5900 SH DEFINED 5900 SPX CORP COM 784635104 850 19300 SH DEFINED 19300 ST PAUL COS INC COM 792860108 277 7600 SH DEFINED 7600 STARWOOD HOTELS & RESORTS WRLD PAIRED CTF 85590A203 205 7175 SH DEFINED 7175 STERLING FINL CORP COM 859319105 1380 56689 SH DEFINED 56689 SUNAIR ELECTRS INC COM 867017105 50 13500 SH OTHER 13500 SUNGARD DATA SYS INC COM 867363103 59043 2278759 SH DEFINED 03 2025039 253720
SUNTRUST BKS INC COM 867914103 368 6200 SH SOLE 6200 737 12425 SH DEFINED 425 12000 TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 549 19400 SH OTHER 19400 TEJON RANCH CO DEL COM 879080109 2251 74796 SH DEFINED 350 74446 TEMPLETON CHINA WORLD FD INC COM 88018X102 750 57450 SH SOLE 57450 1379 105700 SH DEFINED 7150 98550 TEMPLETON DRAGON FD INC COM 88018T101 761 67972 SH SOLE 67972 1543 137750 SH DEFINED 8450 129300 TENET HEALTHCARE CORP COM 88033G100 303 26030 SH DEFINED 17500 8530 TEXAS INSTRS INC COM 882508104 28402 1613725 SH DEFINED 03 20 1474035 139670 TEXTRON INC COM 883203101 230 5900 SH SOLE 5900 106746 2735677 SH DEFINED 03 2159697 575980 THERMO ELECTRON COM 883556102 256 12200 SH SOLE 12200 85255 4055877 SH DEFINED 03 3705807 350070 TIFFANY & CO NEW COM 886547108 1157 35400 SH DEFINED 35400 TITAN CORP COM 888266103 847 82350 SH DEFINED 82350 TLC VISION CORP COM 872549100 370 75000 SH DEFINED 75000 TOOTSIE ROLL INDS INC COM 890516107 3656 119917 SH SOLE 119917 657 21562 SH DEFINED 21562 TORCH OFFSHORE INC COM 891019101 1040 153175 SH SOLE 153175
6067 893650 SH DEFINED 666000 227650 TOWER AUTOMOTIVE INC COM 891707101 201 55000 SH DEFINED 55000 TRAVELERS PPTY CAS CORP NEW CL A 89420G109 167 10528 SH SOLE 10528 384 24141 SH DEFINED 159 18962 5020 TRAVELERS PPTY CAS CORP NEW CL B 89420G406 625 39656 SH DEFINED 328 38977 351 TRIARC COS INC CL A 895927101 834 27800 SH DEFINED 27800 TRIBUNE CO NEW COM 896047107 353 7300 SH SOLE 7300 134969 2794381 SH DEFINED 03 3680 2391581 399120 TXU CORP COM 873168108 213 9467 SH DEFINED 1700 7600 167 TYCO INTL LTD NEW COM 902124106 1669 87945 SH SOLE 87945 132610 6986822 SH DEFINED 03 5850250 1136572 UAL CORP COM 902549500 30 37800 SH SOLE 37800 UNILEVER NV NY SHS NEW 904784501 210 3890 SH SOLE 3890 2781 51495 SH DEFINED 535 33980 16980 UNION PAC CORP COM 907818108 284 4900 SH DEFINED 4900 UNIVERSAL DISPLAY CORP COM 91347P105 231 26100 SH DEFINED 26100 UNIVERSAL HLTH SVCS INC COM 913903100 495 12500 SH DEFINED 3500 9000 UNOCAL CORP COM 915289102 1753 61090 SH SOLE 61090 139118 4848995 SH DEFINED 03 3000 3562400 1283595 UNUMPROVIDENT CORP COM 91529Y106 2132 158995 SH SOLE 158995 86216 6429202 SH DEFINED 03 2900 5161037 1265265
US BANCORP DEL COM NEW 902973304 334 13637 SH SOLE 13637 137024 5592825 SH DEFINED 03 4821676 771149 VARIAN MED SYS INC COM 92220P105 531 9220 SH DEFINED 9220 VERITY INC COM 92343C106 704 55400 SH OTHER 55400 VERIZON COMMUNICATIONS COM 92343V104 379 9600 SH SOLE 9600 151255 3834083 SH DEFINED 03 1558 3178145 654380 VIAD CORP COM COM 92552R109 1693 75625 SH DEFINED 75625 VISION-SCIENCES INC DEL COM 927912105 15 14000 SH SOLE 14000 VIVENDI UNIVERSAL SPONSORED ADR NEW 92851S204 1151 62416 SH DEFINED 58256 4160 VORNADO RLTY TR SH BEN INT 929042109 205 4700 SH SOLE 4700 3026 69410 SH DEFINED 400 54410 14600 VOTORANTIM CELULOSE E PAPEL SPONSORED ADR 92906P106 449 23200 SH SOLE 23200 WACHOVIA CORP 2ND NEW COM 929903102 328 8200 SH DEFINED 8200 WAL MART STORES INC COM 931142103 328 6103 SH DEFINED 200 2803 3100 WASHINGTON MUT INC COM 939322103 205 4964 SH DEFINED 4964 WEATHERFORD INTERNATIOANL LT COM G95089101 2103 50200 SH DEFINED 50200 WESTERN GAS INC COM 958259103 356 9000 SH DEFINED 9000 WEYERHAEUSER CO COM 962166104 756 14000 SH SOLE 14000 WHITE MTNS INS GRP LTD COM G9618E107 1185 3000 SH DEFINED 3000 WHX CORP COM NEW 929248409 36 17333 SH DEFINED 17333 WILEY JOHN & SONS INC CL A 968223206 1247 47600 SH DEFINED 47600
WILLIAM WRIGLEY CL B 982526105 1604 28532 SH DEFINED 1200 27332 WILLIAMS COS INC DEL COM 969457100 1718 217450 SH SOLE 217450 64943 8220574 SH DEFINED 03 6750414 1470160 WISCONSIN ENERGY CORP COM 976657106 17185 592569 SH DEFINED 160869 431700 WRIGLEY WM JR CO COM 982526105 3177 56502 SH DEFINED 1260 55242 WYETH COM 983024100 2367 51970 SH DEFINED 50290 1680 XCEL ENERGY INC COM 98389B100 9364 622600 SH DEFINED 124000 498600 XEROX CORP COM 984121103 1391 131350 SH DEFINED 131350 XICOR INC COM 984903104 784 125900 SH SOLE 125900 XL CAP LTD CL A G98255105 232 2800 SH SOLE 2800 79645 959584 SH DEFINED 03 819399 140185 ZIMMER HLDGS INC COM 98956P102 276 6136 SH DEFINED 5336 800 CALAMOS CONV & HI INC COM SHS 12811P108 456 29800 SH SOLE 29800 CALAMOS CONV AND OPP INC FD SH BEN IN 128117108 299 16200 SH SOLE 16200 CIGNA HIGH INCOME SH BEN INT 12551D109 68 24100 SH SOLE 24100 CORPORATE HI YIELD FD III COM 219925104 245 28700 SH SOLE 28700 CREDIT SUISSE HIGH YLD BND F SH BEN INT 22544F103 184 38100 SH SOLE 38100 DEBT STRATEGIES FD INC NEW NEW COM 24276Q109 426 62900 SH SOLE 62900 DREYFUS HIGH YIELD STRATEGIE SH BEN INT 26200S101 818 166000 SH SOLE 166000 92 18700 SH DEFINED 18700
FRANKLIN UNVL TR SH BEN INT 355145103 145 26900 SH SOLE 26900 HIGH INCOME OPPORTUNITY FDI COM 42967Q105 167 22400 SH SOLE 22400 HIGH YIELD PLUS FD INC COM 429906100 91 22400 SH SOLE 22400 LINCOLN NATL CONV SECS FD IN COM 534183108 152 10800 SH SOLE 10800 MANAGED HIGH YIELD PLUS FD I COM 561911108 115 22400 SH SOLE 22400 MORGAN STANLEY HIGH YIELD FD COM 61744M104 70 10734 SH SOLE 10734 NICHOLAS-APPLEGATE CV & INC COM 65370F101 3324 221600 SH SOLE 221600 346 23100 SH DEFINED 23100 PROSPECT STR HIGH INCOME PTF COM NEW 743586406 36 13500 SH SOLE 13500 TCW CONV SECS FD INC COM 872340104 212 44800 SH SOLE 44800 VAN KAMPEN HIGH INCOME TR II SH BEN INT 920913100 66 13500 SH SOLE 13500 VAN KAMPEN HIGH INCOME TR SH BEN INT 920911104 57 14600 SH SOLE 14600 ALZA CORP DEL NOTE7/1 022615AC2 20 15000 PRN DEFINED 4000 11000 CHARLES RIV LABORATORIES INC DBCV3.500%2/0 159863AL3 7253 6794000 PRN SOLE 6794000 1287 1206000 PRN DEFINED 1206000 DEVON ENERGY CORP NEW DEB 4.900%8/1 25179MAA1 57 56000 PRN DEFINED 56000 EVERGREEN RES INC NOTE4.750%12/1 299900AB6 6861 5308000 PRN SOLE 5308000 1218 942000 PRN DEFINED 942000 GAP INC DEL NOTE5.750%3/1 364760AJ7 7939 5886000 PRN SOLE 5886000 1098 814000 PRN DEFINED 814000 HEWLETT PACKARD CO NOTE10/1 428236AC7 28 50000 PRN DEFINED 50000
INCO LTD NOTE3/1 453258AM7 199 300000 PRN DEFINED 300000 INCYTE CORP NOTE5.500%2/0 45337CAC6 1044 1452000 PRN DEFINED 5000 794000 653000 INVITROGEN CORP NOTE2.250%12/1 46185RAD2 5611 6072000 PRN SOLE 6072000 2861 3096000 PRN DEFINED 1078000 2018000 LATTICE SEMICONDUCTOR CORP NOTE4.750%11/0 518415AC8 204 200000 PRN DEFINED 200000 LIBERTY MEDIA CORP DEB3.750%2/1 530715AL5 24599 39676000 PRN SOLE 39676000 4231 6824000 PRN DEFINED 6824000 NEXTEL COMMUNICATIONS INC NOTE6.000%6/0 65332VBC6 12111 11510000 PRN SOLE 11510000 2094 1990000 PRN DEFINED 1990000 REGENERON PHARMACEUTICALS NOTE5.500%10/1 75886FAB3 707 752000 PRN SOLE 752000 10236 10889000 PRN DEFINED 27000 3205500 7656500 SYMANTEC CORP NOTE3.000%11/0 871503AB4 10738 7643000 PRN SOLE 7643000 1907 1357000 PRN DEFINED 1357000 TYCO NOTE11/1 902124AC0 8656 11315000 PRN SOLE 11315000 524 685000 PRN DEFINED 685000 NEWS CORP SPN ADR PFD 652487802 30270 1208390 SH SOLE 1208390 86630 3458273 SH DEFINED 03 4670 2567298 886305 23 900 SH OTHER 900 SEALED AIR CORP NEW PFD CV A $2 81211K209 754 14800 SH SOLE 14800 KEY3MEDIA 5.5% 11/27/11-LV 26. 0 150000 SH SOLE 150000
THERMO FIBERGEN INC RIGHT99/99/9999 88355U117 1 27300 SH DEFINED 27300 INCO LTD W EXP08/21/200 453258139 64 13140 SH DEFINED 13140 AMERICREDIT COM 03060R106 229 602 SH PUT SOLE 602 37 98 SH PUT DEFINED 98 COINSTAR INC COM 19259P300 346 866 SH PUT SOLE 866 54 134 SH PUT DEFINED 134 DANAHER CORP COM 235851102 205 301 SH PUT SOLE 301 33 49 SH PUT DEFINED 49 DANAHER CORP COM 235851102 188 258 SH PUT SOLE 258 31 42 SH PUT DEFINED 42 DANAHER CORP COM 235851102 236 860 SH PUT SOLE 860 43 155 SH PUT DEFINED 155 FOOTSTAR INC COM 344912100 307 1255 SH PUT SOLE 1255 50 205 SH PUT DEFINED 205 FREMONT GEN CP COM 357288106 303 1892 SH PUT SOLE 1892 49 308 SH PUT DEFINED 308 GOLDMAN SACHS GROUP INC COM 38141G104 260 946 SH PUT SOLE 946 42 154 SH PUT DEFINED 154 MGIC INVT CORP WIS COM 552848103 423 516 SH PUT SOLE 516 69 84 SH PUT DEFINED 84 NETFLIX COM INC COM 64110L106 279 430 SH PUT SOLE 430
71 110 SH PUT DEFINED 70 40 RESMED INC COM 761152107 216 385 SH PUT SOLE 385 28 50 SH PUT DEFINED 50 TYCO INTL LTD COM 902124106 76 15275 SH PUT SOLE 15275 5 925 SH PUT DEFINED 925 VALERO ENERGY CORP NEW COM 91913Y100 162 451 SH PUT SOLE 451 81 224 SH PUT DEFINED 224 FIRST DATA CORP COM 319963104 961 2287 SH CALL SOLE 2287 110 263 SH CALL DEFINED 263 U S G CORP COM NEW 903293405 675 925 SH CALL SOLE 925 120 165 SH CALL DEFINED 165 CANADA LIFE FINL CORP COM 135113108 9737 297300 SH SOLE 297300 1726 52700 SH DEFINED 52700