UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, DC 20549
Form 13F Cover Page
Report for the Calendar Year or Quarter Ended December 31, 2003
Check here if Amendment [ ]; Amendment Number: _______
This Amendment:
[ ] is a restatement.
[ ] adds new holdings entries.
Institutional Investment Manager Filing this Report:
Name: Federated Investors, Inc.
Address: Federated Investors Tower
1001 Liberty Avenue
Pittsburgh, PA 15222-3779
Form 13F File Number: 28-5680
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: Lisa J. Ling
Title: Assistant Vice President and Compliance Officer
Phone: (412) 288-6399
Signature, Place, and Date of Signing:
/s/Lisa J. Ling Pittsburgh, PA February 12, 2004
COVER PAGE ADDENDUM FOR FORM 13F
Federated Investors, Inc. ("Investors") is affiliated with the
institutional investment managers listed on the summary page of this Form 13F in
the manner described below. By virtue of Rule 13F-1(b) under the Securities
Exchange Act of 1934, Investors is deemed to share investment discretion over
all investments reported herein. This filing does not constitute an admission
that such investment discretion does in fact exist, but is made solely to comply
with applicable law.
The information set forth below is numbered to correspond with the names of
the other parties with respect to which this schedule is filed as listed at the
bottom of the cover page hereof:
1. Federated Investment Counseling ("FIC") is an Investment Adviser to
Federated International Funds, PLC and certain private investment accounts,
consisting primarily of pension and retirement plans. FIC is a wholly-owned
subsidiary of Investors. Investors exercises investment discretion over certain
investments as reported by FIC. FIC exercises investment discretion over the
investments identified with the number "1" under Item 7 in the attached tables.
This filing is made on behalf of FIC with respect to all investments over which
it exercises investment discretion.
2. Federated Investment Management Company ("FIM") is the Investment
Adviser to certain Federated Funds. FIM is a wholly-owned subsidiary of
Investors. Subject to guidelines established by the Boards of Trustees or
Directors of the aforementioned Funds, FIM exercises investment discretion over
the investments identified with the number "2" under Item 7 in the attached
tables. This filing is made on behalf of FIM with respect to all investments
over which it exercises investment discretion.
4. Passport Research Ltd. ("PR") is the Investment Adviser to Federated
Utility Fund, Inc. PR is 50.5% owned subsidiary of Daily Cash Research Corp.
Daily Cash Research Corp. is a wholly-owned subsidiary of Federated Investors.
Subject to guidelines established by the Boards of Trustees of the
aforementioned investment company, PR exercises investment discretion over the
investments identified with the number "4" under Item 7 in the attached tables.
This filing is made on behalf of PR with respect to all investments over which
it exercises investment discretion.
21. Federated Global Investment Management Corp. ("Global") is the
Investment Adviser to certain international Federated Funds and certain
international private investment accounts. Global is a wholly-owned subsidiary
of Investors. Subject to guidelines established by the Board of Trustees or
Directors of the aforementioned Funds, Global exercises investment discretion
over the investments identified with the number "21" under Item 7 in the
attached tables. This filing is made on behalf of Global with respect to all
investments over which it exercises investment discretion.
Report Type
[ X] 13F HOLDING REPORT.
[ ] 13F NOTICE.
[ ] 13F COMBINATION REPORT.
Form 13 F Summary Page
Number of Other Included Managers: 4
Form 13F Information Table Entry Total: 1013
Form 13F Information Table Value Total: $16,953,958
List of Other Included Managers:
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. 13F File Number Name
01 28-1454 Federated Investment Counseling
02 28-2576 Federated Investment Management Company
04 28-2491 Passport Research, Ltd.
21 28-6486 Federated Global Investment Management Corp.
Column 1 Column 2 Column 3 Column 4 Column 5 Column 6 Column 7 Column 8
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Voting authority
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Name of issuer Title of CUSIP Value Shrs or SH/ Put/Investment Other Sole Shared None
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Class (x$1000) prn amt PRN Calldiscretionmanagers
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1 800 FLOWERS COM CL A 68243Q106 7,190 650,090 SH DEFINED 02 650,090 0 0
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3COM CORP COM 885535104 10,878 1,331,414 SH DEFINED 02 1,331,414 0 0
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3M CO COM COMMON 88579Y101 7 87 SH DEFINED 01 87 0 0
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A C MOORE ARTS & CRAFTS INC COM 00086T103 422 21,900 SH DEFINED 02 21,900 0 0
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A D C TELECOMMUNICATIONS COM 000886101 6,110 2,057,100 SH DEFINED 02 2,057,100 0 0
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ABBOTT LABS COM 002824100 1,296 27,802 SH DEFINED 01 27,777 0 25
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ABBOTT LABS COM 002824100 44,107 946,503 SH DEFINED 02 946,503 0 0
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ABBOTT LABS COM 002824100 185 5,000 SH DEFINED 21 5,000 0 0
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ABGENIX INC COM 00339B107 528 42,400 SH DEFINED 02 42,400 0 0
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ACCENTURE LTD BERMUDA CL A G1150G111 128,726 4,890,800 SH DEFINED 02 4,890,800 0 0
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ACE LTD ORD G0070K103 46 1,100 SH DEFINED 01 1,100 0 0
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ACE LTD ORD G0070K103 5,162 124,626 SH DEFINED 02 124,626 0 0
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ACUSPHERE INC COM 00511R870 1,067 121,500 SH DEFINED 02 121,500 0 0
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ADOBE SYS INC COM 00724F101 79 2,000 SH DEFINED 01 2,000 0 0
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ADOBE SYS INC COM 00724F101 8,658 220,300 SH DEFINED 02 220,300 0 0
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ADVANCED AUTO PARTS INC COM 00751Y106 294,000 3,611,791 SH DEFINED 02 3,611,791 0 0
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ADVANCEPCS COM 00790K109 63 1,200 SH DEFINED 01 1,200 0 0
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ADVANCEPCS COM 00790K109 1,580 30,000 SH DEFINED 02 30,000 0 0
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ADVO INC COM 007585102 7,006 220,600 SH DEFINED 02 220,600 0 0
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AES CORP COM 00130H105 241 25,500 SH DEFINED 01 25,500 0 0
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AES CORP COM 00130H105 36,765 3,894,600 SH DEFINED 02 3,894,600 0 0
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AETNA INC NEW COM 00817Y108 88 1,300 SH DEFINED 01 1,300 0 0
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AETNA INC NEW COM 00817Y108 8,637 127,800 SH DEFINED 02 127,800 0 0
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AFFILIATED COMPUTER SERVICES CL A 008190100 109,083 2,003,000 SH DEFINED 02 2,003,000 0 0
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AFFILIATED MANAGERS GROUP COM 008252108 12,362 177,639 SH DEFINED 02 177,639 0 0
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AGERE SYS INC CL A 00845V100 6,360 2,085,400 SH DEFINED 02 2,085,400 0 0
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AGERE SYS INC CL A 00845V100 579 227,200 SH DEFINED 21 227,200 0 0
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AGERE SYSTEMS INC XXXSUBMIT COMMON 008990970 0 46 SH DEFINED 01 46 0 0
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AGILENT TECHNOLOGIES INC COM 00846U101 1,500 51,300 SH DEFINED 02 51,300 0 0
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AGREE REALTY CORP COM 008492100 2,984 105,500 SH DEFINED 02 105,500 0 0
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AIR PRODS & CHEMS INC COM 009158106 5,141 97,307 SH DEFINED 01 97,307 0 0
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AIR PRODS & CHEMS INC COM 009158106 61,991 1,173,400 SH DEFINED 02 1,173,400 0 0
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AKZO NOBEL N V ADR SPONSORED COMMON 010199305 5,245 137,258 SH DEFINED 01 133,789 339 3,130
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AKZO NOBEL NV SPONSORED ADR 010199305 11,013 288,310 SH DEFINED 02 288,310 0 0
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ALBERTSONS INC COM 013104104 4,383 193,520 SH DEFINED 02 193,520 0 0
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ALCAN INC COM 013716105 7,249 154,400 SH DEFINED 02 154,400 0 0
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ALCOA INC COM 013817101 6,648 174,945 SH DEFINED 01 174,910 0 35
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ALCOA INC COM 013817101 115,814 3,047,742 SH DEFINED 02 3,047,742 0 0
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ALEXION PHARMACEUTICALS INC COM 015351109 10,269 603,378 SH DEFINED 02 603,378 0 0
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ALLERGAN INC COM 018490102 53,959 702,500 SH DEFINED 02 702,500 0 0
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ALLIED WASTE INDS INC COM PAR$.01NEW 019589308 8,098 583,400 SH DEFINED 02 583,400 0 0
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ALLSTATE CORP COM 020002101 8,123 188,826 SH DEFINED 01 188,775 0 51
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ALLSTATE CORP COM 020002101 113,635 2,641,440 SH DEFINED 02 2,641,440 0 0
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ALLSTREAM INC CL B LT VTG SH 02004C204 22,261 388,166 SH DEFINED 02 388,166 0 0
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ALLTEL CORP CORP UNT 7.75% 020039822 13,260 266,800 SH DEFINED 02 266,800 0 0
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ALTIRIS INC COM 02148M100 19,076 522,918 SH DEFINED 02 522,918 0 0
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ALTRIA GROUP INC COM 02209S103 8,669 159,307 SH DEFINED 01 159,268 0 39
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ALTRIA GROUP INC COM 02209S103 199,258 3,661,490 SH DEFINED 02 3,661,490 0 0
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ALTRIA GROUP INC COM 02209S103 199 4,600 SH DEFINED 21 4,600 0 0
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ALUMINA LTD ADR SPONSORED COMMON 022205108 3,374 168,304 SH DEFINED 01 162,476 0 5,828
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AMAZON COM INC COM 023135106 5,927 112,600 SH DEFINED 02 112,600 0 0
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AMCOR LTD ADR NEW COMMON 02341R302 4,598 184,351 SH DEFINED 01 180,496 674 3,181
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AMDOCS LTD ORD G02602103 11,343 504,600 SH DEFINED 02 504,600 0 0
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AMDOCS LTD ORD G02602103 13,530 606,600 SH DEFINED 21 606,600 0 0
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AMEREN CORP COM COMMON 023608102 6,814 148,130 SH DEFINED 01 144,606 421 3,103
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AMERICAN ELECTRIC POWER COMMON 025537101 3,171 103,937 SH DEFINED 01 101,990 444 1,503
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AMERICAN EXPRESS CO COM 025816109 164 3,400 SH DEFINED 01 3,400 0 0
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AMERICAN EXPRESS CO COM 025816109 1,929 40,000 SH DEFINED 02 40,000 0 0
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AMERICAN EXPRESS CO COM 025816109 2,610 57,670 SH DEFINED 21 57,670 0 0
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AMERICAN FINL RLTY TR COM 02607P305 2,278 133,600 SH DEFINED 02 133,600 0 0
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AMERICAN INTL GROUP INC COM 026874107 9,018 136,062 SH DEFINED 01 136,027 0 35
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AMERICAN INTL GROUP INC COM 026874107 176,192 2,658,300 SH DEFINED 02 2,658,300 0 0
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AMERICAN INTL GROUP INC COM 026874107 1,010 17,987 SH DEFINED 21 17,987 0 0
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AMERICAN NATL INS CO COM COMMON 028591105 2,637 31,217 SH DEFINED 01 30,628 131 458
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AMERICAN PWR CONVERSION CORP COM 029066107 808 33,048 SH DEFINED 02 33,048 0 0
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AMGEN INC COM 031162100 1,528 24,722 SH DEFINED 01 24,692 0 30
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AMGEN INC COM 031162100 28,615 463,020 SH DEFINED 02 463,020 0 0
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AMGEN INC COM 031162100 812 15,600 SH DEFINED 21 15,600 0 0
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AMKOR TECHNOLOGY INC COM 031652100 11,509 632,000 SH DEFINED 02 632,000 0 0
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AMLI RESIDENTIAL PPTYS TR SH B COMMON 001735109 1,833 68,392 SH DEFINED 01 66,027 0 2,365
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AMR CORP COMMON 001765106 7,252 560,000 SH P DEFINED 02 0 0 0
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AMVESCAP PLC SPONSORED ADR 03235E100 14,084 955,500 SH DEFINED 02 955,500 0 0
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AMVESCAP PLC SPONSORED ADR 03235E100 917 62,200 SH DEFINED 21 62,200 0 0
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ANADARKO PETE CORP COM 032511107 1,979 38,800 SH DEFINED 01 38,800 0 0
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ANADARKO PETE CORP COM 032511107 58,054 1,138,100 SH DEFINED 02 1,138,100 0 0
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ANGIOTECH PHARMACEUTICALS IN COM 034918102 8,165 177,500 SH DEFINED 02 177,500 0 0
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ANGLO AMERN PLC ADR 03485P102 1,259 56,900 SH DEFINED 02 56,900 0 0
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ANGLOGOLD LTD SPONSORED ADR 035128206 6,467 138,490 SH DEFINED 01 135,072 303 3115
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ANGLOGOLD LTD SPONSORED ADR 035128206 11,166 239,100 SH DEFINED 02 239,100 0 0
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ANIKA THERAPEUTICS INC COM 035255108 15,220 1,562,600 SH DEFINED 02 1,562,600 0 0
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ANTHEM INC COM 03674B104 3,720 49,600 SH DEFINED 02 49,600 0 0
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AON CORP COM 037389103 1,630 68,100 SH DEFINED 01 68,100 0 0
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AON CORP COM 037389103 20,112 840,100 SH DEFINED 02 840,100 0 0
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APACHE CORP COM 037411105 138 1,700 SH DEFINED 01 1,700 0 0
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APACHE CORP COM 037411105 2,028 25,000 SH DEFINED 02 25,000 0 0
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APARTMENT INVT & MGMT CO CL A 03748R101 966 28,000 SH DEFINED 02 28,000 0 0
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APOLLO GROUP INC CL A 037604105 3,794 55,800 SH DEFINED 02 55,800 0 0
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APOLLO GROUP INC COM UNV PHOENX 037604204 4,680 67,900 SH DEFINED 02 67,900 0 0
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APPLE COMPUTER INC COM 037833100 158 7,400 SH DEFINED 01 7,400 0 0
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APPLE COMPUTER INC COM 037833100 24,599 1,151,100 SH DEFINED 02 1,151,100 0 0
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APPLEBEES INTL INC COM 037899101 4,818 122,700 SH DEFINED 02 122,700 0 0
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APPLIED MATLS INC COM 038222105 137 6,100 SH DEFINED 01 6,100 0 0
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APPLIED MATLS INC COM 038222105 8,107 361,100 SH DEFINED 02 361,100 0 0
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ARBITRON INC COM 03875Q108 1,072 25,700 SH DEFINED 02 25,700 0 0
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ARCH CAP GROUP LTD ORD G0450A105 15,900 398,900 SH DEFINED 02 398,900 0 0
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ARCHER DANIELS MIDLAND CO COM 039483102 3,566 234,300 SH DEFINED 02 234,300 0 0
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ARCHSTONE-SMITH TRUST COM COMMON 039583109 4,477 160,023 SH DEFINED 01 157,004 662 2,357
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ARDEN RLTY INC COM COMMON 039793104 1,810 59,665 SH DEFINED 01 57,601 0 2,064
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ARM HLDGS PLC SPONSORED ADR 042068106 10,683 1,548,264 SH DEFINED 02 1,548,264 0 0
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ARROW ELECTRS INC COM 042735100 1,101 47,600 SH DEFINED 21 47,600 0 0
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ASK JEEVES Common 045174109 6,704 370,000 SH P DEFINED 02 0 0 0
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ASML HLDG NV N Y SHS N07059111 5,698 284,200 SH DEFINED 02 284,200 0 0
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ASPECT MED SYS INC COM 045235108 35,471 3,108,785 SH DEFINED 02 3,108,785 0 0
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ASYST TECHNOLOGY CORP COM 04648X107 5,568 320,900 SH DEFINED 02 320,900 0 0
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AT RD INC COM 04648K105 2,128 159,970 SH DEFINED 02 159,970 0 0
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AT&T CORP COM NEW 001957505 285 14,040 SH DEFINED 01 14,040 0 0
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AT&T CORP COM NEW 001957505 40,270 1,983,738 SH DEFINED 02 1,983,738 0 0
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AT&T WIRELESS SVCS INC COM 00209A106 1,065 159,500 SH DEFINED 21 159,500 0 0
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ATI TECHNOLOGIES INC COM 001941103 26,148 1,729,360 SH DEFINED 02 1,729,360 0 0
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ATRIX LABS INC COM 04962L101 19,549 813,167 SH DEFINED 02 813,167 0 0
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ATS MED INC COM 002083103 4,063 1,003,200 SH DEFINED 02 1,003,200 0 0
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AUGUST TECHNOLOGY CORP COM 05106U105 751 40,500 SH DEFINED 02 40,500 0 0
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AVALONBAY CMNTYS INC COM 053484101 1,119 23,400 SH DEFINED 02 23,400 0 0
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AVAYA INC COM 053499109 7,756 599,400 SH DEFINED 02 599,400 0 0
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AVERY DENNISON CORP COM 053611109 4,385 78,280 SH DEFINED 02 78,280 0 0
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AVIGEN INC COM 053690103 6,297 1,071,000 SH DEFINED 02 1,071,000 0 0
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AVNET INC COM 053807103 279 12,900 SH DEFINED 02 12,900 0 0
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AVON PRODS INC COM 054303102 3,725 55,200 SH DEFINED 02 55,200 0 0
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AXIS CAPITAL HOLDINGS SHS G0692U109 56,607 1,933,300 SH DEFINED 02 1,933,300 0 0
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BANK NEW YORK INC COMMON 064057102 626 18,909 SH DEFINED 01 18,877 0 32
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BANK NEW YORK INC COM 064057102 47,436 1,432,256 SH DEFINED 02 1,432,256 0 0
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BANK OF AMERICA CORPORATION COM 060505104 11,236 139,694 SH DEFINED 01 139,659 0 35
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BANK OF AMERICA CORPORATION COM 060505104 181,729 2,259,468 SH DEFINED 02 2,259,468 0 0
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BANKRATE INC COM 06646V108 12,386 1,000,464 SH DEFINED 02 1,000,464 0 0
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BARCLAYS PLC ADR 06738E204 5,689 156,500 SH DEFINED 02 156,500 0 0
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BARR LABS INC COM 068306109 5,471 71,100 SH DEFINED 02 71,100 0 0
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BARRICK GOLD CORP COM 067901108 6,063 266,977 SH DEFINED 01 261,364 877 4736
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BARRICK GOLD CORP COM 067901108 9,209 405,500 SH DEFINED 02 405,500 0 0
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BAXTER INTL INC COM 071813109 748 24,493 SH DEFINED 01 24,468 0 25
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BAXTER INTL INC COM 071813109 31,988 1,048,102 SH DEFINED 02 1,048,102 0 0
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BB&T CORP COM 054937107 4,289 110,990 SH DEFINED 02 110,990 0 0
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BCE INC COMMON 05534B109 6,546 292,770 SH DEFINED 01 285,733 828 6,209
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BEAR STEARNS COS INC COM 073902108 4,748 59,391 SH DEFINED 01 59,391 0 0
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BEAR STEARNS COS INC COM 073902108 61,089 764,086 SH DEFINED 02 764,086 0 0
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BEARINGPOINT INC COM 074002106 1,303 129,100 SH DEFINED 02 129,100 0 0
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BED BATH & BEYOND INC COM 075896100 39 900 SH DEFINED 01 900 0 0
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BED BATH & BEYOND INC COM 075896100 22,620 521,800 SH DEFINED 02 521,800 0 0
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BELLSOUTH CORP COM 079860102 3,456 122,114 SH DEFINED 01 122,060 0 54
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BELLSOUTH CORP COM 079860102 98,408 3,477,300 SH DEFINED 02 3,477,300 0 0
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BEST BUY INC COM 086516101 272 5,200 SH DEFINED 01 5,200 0 0
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BEST BUY INC COM 086516101 7,052 135,000 SH DEFINED 02 135,000 0 0
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BINDVIEW DEV CORP COM 090327107 2,717 720,800 SH DEFINED 02 720,800 0 0
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BIOGEN IDEC INC COM 09062X103 261 7,100 SH DEFINED 01 7,100 0 0
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BIOGEN IDEC INC COM 09062X103 21,101 573,695 SH DEFINED 02 573,695 0 0
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BIOGEN IDEC INC COM 09062X103 2,083 67,400 SH DEFINED 21 67,400 0 0
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BIOVAIL CORP COM 09067J109 215 10,000 SH DEFINED 02 10,000 0 0
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BLACK & DECKER CORP COM 091797100 6,816 138,200 SH DEFINED 02 138,200 0 0
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BLACKROCK INC CL A 09247X101 3,574 67,300 SH DEFINED 02 67,300 0 0
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BLOCK H & R INC COM 093671105 4,336 78,301 SH DEFINED 01 78,301 0 0
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BLOCK H & R INC COM 093671105 51,765 934,900 SH DEFINED 02 934,900 0 0
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BMC SOFTWARE INC COM 055921100 2,844 152,500 SH DEFINED 01 152,500 0 0
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BMC SOFTWARE INC COM 055921100 37,729 2,023,000 SH DEFINED 02 2,023,000 0 0
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BOB EVANS FARMS INC COM 096761101 3,337 102,805 SH DEFINED 02 102,805 0 0
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BOEING CO COM 097023105 3,734 88,600 SH DEFINED 02 88,600 0 0
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BOISE CASCADE CORP COM 097383103 989 30,100 SH DEFINED 21 30,100 0 0
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BOOTS GROUP PLC UNSPON ADR COMMON 099482101 6,797 274,867 SH DEFINED 01 268,381 797 5,689
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BOSTON SCIENTIFIC CORP COM 101137107 574 15,616 SH DEFINED 01 15,616 0 0
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BOSTON SCIENTIFIC CORP COM 101137107 58,537 1,592,400 SH DEFINED 02 1,592,400 0 0
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BP PLC SPONSORED ADR 055622104 5,695 115,403 SH DEFINED 01 115,403 0 0
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BP PLC SPONSORED ADR 055622104 106,749 2,163,100 SH DEFINED 02 2,163,100 0 0
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BP PLC SPONSORED ADR 055622104 1,241 29,950 SH DEFINED 21 29,950 0 0
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BRILLIAN CORP COM 10949P107 7,679 908,700 SH DEFINED 02 908,700 0 0
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BRISTOL MYERS SQUIBB CO COM 110122108 3,197 111,797 SH DEFINED 01 111,797 0 0
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BRISTOL MYERS SQUIBB CO COM 110122108 92,829 3,245,760 SH DEFINED 02 3,245,760 0 0
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BRITISH AMERN TOB PLC SPONSORED ADR 110448107 4,067 147,000 SH DEFINED 02 147,000 0 0
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BROADCOM CORP COMMON 111320107 6,818 200,000 SH P DEFINED 02 0 0 0
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BROADCOM CORP CL A 111320107 6,842 200,700 SH DEFINED 02 200,700 0 0
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BUFFALO WILD WINGS INC COM 119848109 1,298 50,000 SH DEFINED 02 50,000 0 0
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BUNGE LIMITED COM G16962105 435 13,200 SH DEFINED 01 13,200 0 0
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BUNGE LIMITED COM G16962105 14,985 455,200 SH DEFINED 02 455,200 0 0
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BUSINESS OBJECTS S A SPONSORED ADR 12328X107 1,494 43,092 SH DEFINED 02 43,092 0 0
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CABOT MICROELECTRONICS CORP COM 12709P103 1,473 30,060 SH DEFINED 02 30,060 0 0
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CADBURY SCHWEPPES PLC ADR 127209302 4,899 163,900 SH DEFINED 02 163,900 0 0
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CADBURY SCHWEPPES PLC ADR COMMON 127209302 2,692 90,051 SH DEFINED 01 88,270 357 1,424
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CADENCE DESIGN SYSTEM INC COM 127387108 7,305 406,300 SH DEFINED 02 406,300 0 0
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CALLIDUS SOFTWARE INC COM 13123E500 1,681 95,000 SH DEFINED 02 95,000 0 0
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CAMDEN PPTY TR SH BEN INT COMMON 133131102 2,102 47,446 SH DEFINED 01 45,807 0 1,639
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CAPITAL ONE FINL CORP COM 14040H105 3,910 63,800 SH DEFINED 01 63,800 0 0
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CHOICE HOTELS INTL INC COM 169905106 3,564 101,100 SH DEFINED 02 101,100 0 0
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COMCAST CORP NEW CL A SPL 20030N200 36,767 1,175,400 SH DEFINED 02 1,175,400 0 0
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COMCAST CORP NEW CL A SPL 20030N200 1,379 52,500 SH DEFINED 21 52,500 0 0
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COMERICA INC COM 200340107 27,251 486,110 SH DEFINED 02 486,110 0 0
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COMMERCIAL FEDERAL CORPORATI COM 201647104 3,387 126,800 SH DEFINED 02 126,800 0 0
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COMMUNITY HEALTH SYS INC NEW COM 203668108 532 20,000 SH DEFINED 02 20,000 0 0
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COMVERSE TECHNOLOGY INC COM PAR $0.10 205862402 1,819 103,400 SH DEFINED 02 103,400 0 0
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CONAGRA INC COMMON 205887102 2,964 112,323 SH DEFINED 01 109,942 403 1,978
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CONCEPTUS INC COM 206016107 19,137 1,802,013 SH DEFINED 02 1,802,013 0 0
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CONOCOPHILLIPS COM 20825C104 117,446 1,791,160 SH DEFINED 02 1,791,160 0 0
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CORINTHIAN COLLEGES INC COM 218868107 6,978 125,600 SH DEFINED 02 125,600 0 0
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CORIXA CORP COM 21887F100 133 22,000 SH DEFINED 02 22,000 0 0
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COSTAR GROUP INC COM 22160N109 31,593 757,982 SH DEFINED 02 757,982 0 0
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COUNTRYWIDE FINANCIAL CORP COM 222372104 6,129 80,799 SH DEFINED 02 80,799 0 0
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CRAY INC COM 225223106 630 63,400 SH DEFINED 02 63,400 0 0
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CREE INC COM 225447101 19,916 1,125,852 SH DEFINED 02 1,125,852 0 0
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CTRIP COM INTL LTD ADR 22943F100 2,816 82,800 SH DEFINED 02 82,800 0 0
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CUBIST PHARMACEUTICALS INC COM 229678107 6,102 501,800 SH DEFINED 02 501,800 0 0
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CURON MED INC COM 231292103 9,432 2,999,980 SH DEFINED 02 2,999,980 0 0
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CURTISS WRIGHT CORP COM 231561101 3,547 78,800 SH DEFINED 02 78,800 0 0
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CV THERAPEUTICS INC COM 126667104 478 32,638 SH DEFINED 02 32,638 0 0
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CYMER INC COM 232572107 3,977 86,100 SH DEFINED 02 86,100 0 0
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CYTYC CORP COM 232946103 18,800 1,366,280 SH DEFINED 02 1,366,280 0 0
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DANAHER CORP DEL COM 235851102 37,056 403,880 SH DEFINED 02 403,880 0 0
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DEERE & CO COM 244199105 143 2,200 SH DEFINED 01 2,200 0 0
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DEERE & CO COM 244199105 21,307 327,543 SH DEFINED 02 327,543 0 0
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DIGITAL IMPACT INC DEL COM 25385G106 7,411 2,573,385 SH DEFINED 02 2,573,385 0 0
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DIGITALNET HLDGS INC COM 25389B103 11,067 567,550 SH DEFINED 02 567,550 0 0
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DISNEY WALT CO COM DISNEY 254687106 7,321 313,795 SH DEFINED 01 313,678 0 117
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DISNEY WALT CO COM DISNEY 254687106 127,379 5,459,900 SH DEFINED 02 5,459,900 0 0
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DISNEY WALT CO COM DISNEY 254687106 1,463 62,700 SH DEFINED 21 62,700 0 0
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DOLLAR GEN CORP COM 256669102 14,745 702,500 SH DEFINED 02 702,500 0 0
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DOLLAR THRIFTY AUTOMOTIVE GP COM 256743105 1,674 64,520 SH DEFINED 02 64,520 0 0
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DOMINION RES INC VA NEW COM COMMON 25746U109 6,464 101,271 SH DEFINED 01 98,775 270 2,226
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DOMTAR INC COM 257561100 4,480 358,700 SH DEFINED 02 358,700 0 0
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DONNELLEY R R & SONS CO COM 257867101 3,118 103,420 SH DEFINED 02 103,420 0 0
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DOV PHARMACEUTICAL INC COM 259858108 12,754 946,825 SH DEFINED 02 946,825 0 0
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DOVER CORP COM 260003108 5,418 136,300 SH DEFINED 02 136,300 0 0
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DOW JONES & CO INC COM 260561105 21,869 438,700 SH DEFINED 02 438,700 0 0
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DPL INC COM 233293109 21,677 1,038,180 SH DEFINED 02 1,038,180 0 0
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DR REDDYS LABS LTD ADR 256135203 10,020 316,580 SH DEFINED 02 316,580 0 0
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DRS TECHNOLOGIES INC COM 23330X100 14,008 504,240 SH DEFINED 02 504,240 0 0
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DU PONT E I DE NEMOURS & CO COM 263534109 4,529 98,698 SH DEFINED 01 98,698 0 0
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DU PONT E I DE NEMOURS & CO COM 263534109 119,644 2,607,200 SH DEFINED 02 2,607,200 0 0
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DUKE-WEEKS REALTY CORP COM NEW COMMON 264411505 1,988 64,120 SH DEFINED 01 61,908 0 2,212
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DUQUESNE LT HLDGS INC COM 266233105 695 37,900 SH DEFINED 02 37,900 0 0
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DYAX CORP COM 26746E103 29,266 3,560,381 SH DEFINED 02 3,560,381 0 0
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EGL INC COM 268484102 13,398 762,986 SH DEFINED 02 762,986 0 0
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ELECTRONIC ARTS INC COM 285512109 172 3,600 SH DEFINED 01 3,600 0 0
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ELIZABETH ARDEN INC COM 28660G106 1,076 54,000 SH DEFINED 02 54,000 0 0
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EMERSON ELEC CO COM 291011104 4,306 66,500 SH DEFINED 02 66,500 0 0
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ENDO PHARMACEUTICALS HLDGS I COM 29264F205 770 40,000 SH DEFINED 02 40,000 0 0
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ENDOLOGIX INC COM 29266S106 15,384 3,875,056 SH DEFINED 02 3,875,056 0 0
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ESS TECHNOLOGY INC COM 269151106 15,108 888,200 SH DEFINED 02 888,200 0 0
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EXELON CORP COM 30161N101 14,201 214,000 SH DEFINED 02 214,000 0 0
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EXULT INC DEL COM 302284104 1,611 226,236 SH DEFINED 02 226,236 0 0
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FEDEX CORP COM 31428X106 66,177 980,400 SH DEFINED 02 980,400 0 0
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FIRST DATA CORP COM 319963104 92,778 2,257,910 SH DEFINED 02 2,257,910 0 0
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FORD MTR CO DEL COM PAR $0.01 345370860 61,018 3,813,597 SH DEFINED 02 3,813,597 0 0
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FORWARD AIR CORP COM 349853101 849 30,860 SH DEFINED 02 30,860 0 0
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FOUNDRY NETWORKS INC COM 35063R100 6,601 241,282 SH DEFINED 02 241,282 0 0
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FPL GROUP INC COM 302571104 39,272 600,300 SH DEFINED 02 600,300 0 0
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HEALTH CARE PPTY INVS INC COM COMMON 421915109 6,322 124,449 SH DEFINED 01 121,389 337 2,723
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HECLA MNG CO COM 422704106 230 27,700 SH DEFINED 02 27,700 0 0
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HEWLETT PACKARD CO COM 428236103 10,892 474,172 SH DEFINED 01 474,078 0 94
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HOME DEPOT INC COM 437076102 5,150 145,117 SH DEFINED 01 145,075 0 42
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HOMESTORE INC COM 437852106 8,571 1,812,000 SH DEFINED 02 1,812,000 0 0
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HRPT PPTYS TR COM SH BEN INT COMMON 40426W101 6,524 646,579 SH DEFINED 01 630,473 1,681 14,425
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HUMMINGBIRD INC COM 44544R101 537 24,900 SH DEFINED 02 24,900 0 0
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HUNT J B TRANS SVCS INC COM 445658107 6,798 251,700 SH DEFINED 02 251,700 0 0
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I-FLOW CORP COM NEW 449520303 2,384 171,400 SH DEFINED 02 171,400 0 0
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ILEX ONCOLOGY INC COM 451923106 967 45,500 SH DEFINED 02 45,500 0 0
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ILLUMINA INC COM 452327109 10,525 1,492,973 SH DEFINED 02 1,492,973 0 0
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IMS HEALTH INC COM 449934108 833 33,500 SH DEFINED 21 33,500 0 0
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INAMED CORP COM 453235103 51,556 1,072,744 SH DEFINED 02 1,072,744 0 0
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INCO LTD COM 453258402 3,301 82,900 SH DEFINED 02 82,900 0 0
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INDIA FD INC COM 454089103 451 17,900 SH DEFINED 21 17,900 0 0
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INDUS INTL INC COM 45578L100 891 297,000 SH DEFINED 02 297,000 0 0
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INDYMAC BANCORP INC COM 456607100 39,224 1,316,700 SH DEFINED 02 1,316,700 0 0
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INFOCROSSING INC COM 45664X109 12,223 1,275,865 SH DEFINED 02 1,275,865 0 0
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INFORMATICA CORP COM 45666Q102 14,142 1,372,972 SH DEFINED 02 1,372,972 0 0
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INGERSOLL-RAND COMPANY LTD CL A G4776G101 3,407 50,188 SH DEFINED 01 50,160 0 28
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INGERSOLL-RAND COMPANY LTD CL A G4776G101 61,689 908,800 SH DEFINED 02 908,800 0 0
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INTEGRATED DEVICE TECHNOLOGY COM 458118106 1,919 111,760 SH DEFINED 02 111,760 0 0
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INTEL CORP COM 458140100 3,046 94,872 SH DEFINED 01 94,782 0 90
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INTEL CORP COM 458140100 1,543 56,700 SH DEFINED 21 56,700 0 0
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INTERMUNE INC COM 45884X103 461 19,910 SH DEFINED 02 19,910 0 0
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INTERNATIONAL BUSINESS MACHS COM 459200101 9,093 98,107 SH DEFINED 01 98,077 0 30
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INTERNATIONAL BUSINESS MACHS COM 459200101 1,164 14,850 SH DEFINED 21 14,850 0 0
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INTERNATIONAL GAME TECHNOLOG COM 459902102 9,553 267,600 SH DEFINED 02 267,600 0 0
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INTERNATIONAL SPEEDWAY CORP CL A 460335201 1,507 33,736 SH DEFINED 02 33,736 0 0
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INTERSIL CORP COMMON 46069S109 7,952 320,000 SH P DEFINED 02 0 0 0
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INTL PAPER CO COM 460146103 5,272 122,288 SH DEFINED 01 122,243 0 45
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INTRADO INC COM 46117A100 16,477 750,682 SH DEFINED 02 750,682 0 0
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INTUIT COM 461202103 74 1,400 SH DEFINED 01 1,400 0 0
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INTUIT COM 461202103 2,000 37,800 SH DEFINED 02 37,800 0 0
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INVITROGEN CORP COM 46185R100 5,159 73,700 SH DEFINED 02 73,700 0 0
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IRON MTN INC PA COM 462846106 9,787 247,530 SH DEFINED 02 247,530 0 0
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ISHARES INC MSCI JAPAN 464286848 960 113,800 SH DEFINED 21 113,800 0 0
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ISIS PHARMACEUTICALS INC COM 464330109 13,046 2,007,000 SH DEFINED 02 2,007,000 0 0
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J P MORGAN CHASE & CO COM 46625H100 12,692 345,556 SH DEFINED 01 345,556 0 0
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J P MORGAN CHASE & CO COM 46625H100 232,406 6,327,405 SH DEFINED 02 6,327,405 0 0
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J P MORGAN CHASE & CO COM 46625H100 2,250 69,112 SH DEFINED 21 69,112 0 0
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JABIL CIRCUIT INC COM 466313103 5,700 201,400 SH DEFINED 02 201,400 0 0
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JANUS CAP GROUP INC COM 47102X105 2,685 165,820 SH DEFINED 21 165,820 0 0
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JDA SOFTWARE GROUP INC COM 46612K108 6,627 401,400 SH DEFINED 02 401,400 0 0
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JEFFERSON PILOT CORP COM 475070108 3,566 70,400 SH DEFINED 02 70,400 0 0
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JETBLUE AWYS CORP COM 477143101 85 3,200 SH DEFINED 01 3,200 0 0
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JETBLUE AWYS CORP COM 477143101 29,269 1,103,650 SH DEFINED 02 1,103,650 0 0
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JETBLUE AWYS CORP COM 477143101 982 44,200 SH DEFINED 21 44,200 0 0
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JOHNSON & JOHNSON COM 478160104 1,727 33,434 SH DEFINED 01 33,401 0 33
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JOHNSON & JOHNSON COM 478160104 59,264 1,147,185 SH DEFINED 02 1,147,185 0 0
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JOHNSON & JOHNSON COM 478160104 2,464 56,850 SH DEFINED 21 56,850 0 0
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JOHNSON CTLS INC COM 478366107 8,175 70,399 SH DEFINED 01 70,387 0 12
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JOHNSON CTLS INC COM 478366107 114,856 989,119 SH DEFINED 02 989,119 0 0
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JONES LANG LASALLE INC COM 48020Q107 1,385 66,800 SH DEFINED 21 66,800 0 0
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JOURNAL COMMUNICATIONS INC CL A 481130102 6,969 376,100 SH DEFINED 02 376,100 0 0
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JUNIPER NETWORKS INC COM 48203R104 1,578 84,500 SH DEFINED 02 84,500 0 0
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KB HOME COM 48666K109 5,874 81,000 SH DEFINED 02 81,000 0 0
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KEMET CORP COM 488360108 534 39,000 SH DEFINED 21 39,000 0 0
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KERR MCGEE CORP COM 492386107 3,237 69,620 SH DEFINED 02 69,620 0 0
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KERR MCGEE CORP COM COMMON 492386107 6,235 134,117 SH DEFINED 01 130,814 358 2,945
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KEY ENERGY SVCS INC COM 492914106 5,986 580,600 SH DEFINED 02 580,600 0 0
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KEYSTONE PPTY TR CORP COM COMMON 493596100 6,522 295,228 SH DEFINED 01 288,361 894 5,973
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KIMBERLY CLARK CORP COM 494368103 25,062 424,130 SH DEFINED 02 424,130 0 0
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KINDER MORGAN INC KANS COM 49455P101 46,748 791,000 SH DEFINED 02 791,000 0 0
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KING PHARMACEUTICALS INC COM 495582108 928 60,840 SH DEFINED 02 60,840 0 0
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KLA-TENCOR CORP COM 482480100 241 4,100 SH DEFINED 01 4,100 0 0
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KOHLS CORP COM 500255104 81 1,800 SH DEFINED 01 1,800 0 0
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KOHLS CORP COM 500255104 45,097 1,003,500 SH DEFINED 02 1,003,500 0 0
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KOHLS CORP COM 500255104 243 6,800 SH DEFINED 21 6,800 0 0
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KOMAG INC COM NEW 500453204 15,206 1,039,400 SH DEFINED 02 1,039,400 0 0
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KONINKLIJKE PHILIPS ELECTRS NY REG SH NEW 500472303 4,723 162,359 SH DEFINED 01 162,359 0 0
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KONINKLIJKE PHILIPS ELECTRS NY REG SH NEW 500472303 65,484 2,251,085 SH DEFINED 02 2,251,085 0 0
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KOSAN BIOSCIENCES INC COM 50064W107 8,807 893,200 SH DEFINED 02 893,200 0 0
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KRAFT FOODS INC CL A 50075N104 11,584 359,520 SH DEFINED 02 359,520 0 0
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KROGER CO COM 501044101 801 43,293 SH DEFINED 01 43,245 0 48
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KROGER CO COM 501044101 34,440 1,860,609 SH DEFINED 02 1,860,609 0 0
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KROLL INC COM 501049100 10,773 414,330 SH DEFINED 02 414,330 0 0
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KYPHON INC COM 501577100 26,552 1,069,334 SH DEFINED 02 1,069,334 0 0
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L-3 COMMUNICATIONS HLDGS INC COM 502424104 2,474 48,170 SH DEFINED 02 48,170 0 0
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LABRANCHE & CO INC COM 505447102 991 84,900 SH DEFINED 21 84,900 0 0
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LAFARGE NORTH AMERICA INC COM 505862102 632 15,600 SH DEFINED 21 15,600 0 0
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LAM RESEARCH COMMON 512807108 9,044 280,000 SH P DEFINED 02 0 0 0
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LAMAR ADVERTISING CO CL A 512815101 38,165 1,022,650 SH DEFINED 02 1,022,650 0 0
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LARGE SCALE BIOLOGY CORP COM 517053104 553 300,800 SH DEFINED 02 300,800 0 0
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LEAPFROG ENTERPRISES INC CL A 52186N106 24,089 908,000 SH DEFINED 02 908,000 0 0
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LEGG MASON INC COM 524901105 3,874 50,200 SH DEFINED 02 50,200 0 0
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LEGGETT & PLATT INC COM 524660107 6,294 291,000 SH DEFINED 02 291,000 0 0
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LEHMAN BROS HLDGS INC COM 524908100 1,404 18,182 SH DEFINED 01 18,161 0 21
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LEHMAN BROS HLDGS INC COM 524908100 32,690 423,331 SH DEFINED 02 423,331 0 0
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LENNAR CORP CL A 526057104 173 1,800 SH DEFINED 01 1,800 0 0
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LENNAR CORP CL A 526057104 10,445 108,800 SH DEFINED 02 108,800 0 0
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LEXAR MEDIA INC COM 52886P104 10,092 579,000 SH DEFINED 02 579,000 0 0
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LIBERTY PPTY TR SH BEN INT COMMON 531172104 1,708 43,911 SH DEFINED 01 42,391 0 1,520
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LIFEPOINT HOSPITALS INC COM 53219L109 1,187 40,306 SH DEFINED 02 40,306 0 0
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LIHIR GOLD LTD SPONSORED ADR 532349107 3,691 169,000 SH DEFINED 02 169,000 0 0
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LILLY ELI & CO COM 532457108 1,157 16,450 SH DEFINED 01 16,427 0 23
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LILLY ELI & CO COM 532457108 28,735 408,580 SH DEFINED 02 408,580 0 0
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LIMITED BRANDS INC COM 532716107 24,268 1,346,000 SH DEFINED 02 1,346,000 0 0
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LINCOLN NATL CORP IND COM 534187109 3,159 78,246 SH DEFINED 01 78,246 0 0
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LKQ CORP COM 501889208 969 54,000 SH DEFINED 02 54,000 0 0
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LLOYDS TSB GROUP PLC SPONSORED ADR 539439109 5,520 169,600 SH DEFINED 02 169,600 0 0
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LOCKHEED MARTIN CORP COM 539830109 93 1,800 SH DEFINED 01 1,800 0 0
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LOEWS CORP CAROLNA GP STK 540424207 9,624 381,300 SH DEFINED 02 381,300 0 0
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LOEWS CORP CAROLINA GROUP COMMON 540424207 7,742 306,722 SH DEFINED 01 299,072 854 6,796
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LOWES COS INC COM 548661107 111 2,000 SH DEFINED 01 2,000 0 0
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LOWES COS INC COM 548661107 3,323 60,000 SH DEFINED 02 60,000 0 0
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LUCENT TECHNOLOGIES INC COM 549463107 6,786 2,389,600 SH DEFINED 02 2,389,600 0 0
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M SYS FLASH DISK PIONEERS LT ORD M7061C100 9,385 543,100 SH DEFINED 02 543,100 0 0
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MACK CALI RLTY CORP COM COMMON 554489104 4,993 119,959 SH DEFINED 01 117,346 411 2,202
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MACROMEDIA INC COM 556100105 5,557 311,500 SH DEFINED 02 311,500 0 0
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MAGMA DESIGN AUTOMATION COM 559181102 71,416 3,059,802 SH DEFINED 02 3,059,802 0 0
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MANDALAY RESORT GROUP COM 562567107 7,213 161,300 SH DEFINED 02 161,300 0 0
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MANHATTAN ASSOCS INC COM 562750109 8,538 308,890 SH DEFINED 02 308,890 0 0
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MARATHON OIL CORP COM 565849106 12,194 368,510 SH DEFINED 01 362,907 667 4936
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MARATHON OIL CORP COM 565849106 53,238 1,608,870 SH DEFINED 02 1,608,870 0 0
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MARIMBA INC COM 56781Q109 2,460 447,300 SH DEFINED 02 447,300 0 0
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MARKEL CORP COM 570535104 19,089 75,300 SH DEFINED 02 75,300 0 0
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MARSH & MCLENNAN COS INC COM 571748102 244 5,100 SH DEFINED 01 5,100 0 0
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MARSH & MCLENNAN COS INC COM 571748102 70 1,460 SH DEFINED 02 1,460 0 0
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MARTIN MARIETTA MATLS INC COM 573284106 3,593 76,500 SH DEFINED 02 76,500 0 0
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MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 1,620 42,700 SH DEFINED 02 42,700 0 0
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MASCO CORP COM 574599106 4,712 171,916 SH DEFINED 01 171,874 0 42
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MASCO CORP COM 574599106 99,414 3,626,930 SH DEFINED 02 3,626,930 0 0
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MAXIM INTEGRATED PRODS INC COM 57772K101 219 4,400 SH DEFINED 01 4,400 0 0
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MAXIM INTEGRATED PRODS INC COM 57772K101 36,100 724,900 SH DEFINED 02 724,900 0 0
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MAXTOR CORP COM NEW 577729205 6,537 588,900 SH DEFINED 02 588,900 0 0
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MAY DEPT STORES CO COM 577778103 8,776 301,880 SH DEFINED 02 301,880 0 0
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MAYTAG CORP COM 578592107 9,451 339,360 SH DEFINED 02 339,360 0 0
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MBNA CORP COM 55262L100 4,606 185,350 SH DEFINED 01 185,350 0 0
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MBNA CORP COM 55262L100 91,090 3,665,600 SH DEFINED 02 3,665,600 0 0
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MCDONALDS CORP COM 580135101 1,378 55,483 SH DEFINED 01 55,415 0 68
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MCDONALDS CORP COM 580135101 50,938 2,051,490 SH DEFINED 02 2,051,490 0 0
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MCKESSON CORP COM 58155Q103 1,650 51,300 SH DEFINED 01 51,300 0 0
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MCKESSON CORP COM 58155Q103 46,757 1,453,900 SH DEFINED 02 1,453,900 0 0
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MEDAREX INC COM 583916101 947 152,020 SH DEFINED 02 152,020 0 0
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MEDICIS PHARMACEUTICAL CORP CL A NEW 584690309 5,027 70,500 SH DEFINED 02 70,500 0 0
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MEDIMMUNE INC COM 584699102 84 3,300 SH DEFINED 01 3,300 0 0
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MEDIMMUNE INC COM 584699102 1,016 40,000 SH DEFINED 02 40,000 0 0
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MEDIMMUNE INC COM 584699102 792 37,200 SH DEFINED 21 37,200 0 0
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MELLON FINL CORP COM 58551A108 80 2,500 SH DEFINED 01 2,500 0 0
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MELLON FINL CORP COM 58551A108 1,606 50,000 SH DEFINED 02 50,000 0 0
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MERCK & CO INC COM 589331107 1,464 31,678 SH DEFINED 01 31,652 0 26
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MERCK & CO INC COM 589331107 53,624 1,160,693 SH DEFINED 02 1,160,693 0 0
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MERCK & CO INC COM 589331107 1,354 34,900 SH DEFINED 21 34,900 0 0
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MERRILL LYNCH & CO INC COM 590188108 387 6,600 SH DEFINED 01 6,600 0 0
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MERRILL LYNCH & CO INC COM 590188108 3,058 54,950 SH DEFINED 21 54,950 0 0
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METLIFE INC COM 59156R108 3,013 89,500 SH DEFINED 01 89,500 0 0
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METLIFE INC COM 59156R108 44,990 1,336,200 SH DEFINED 02 1,336,200 0 0
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METRON TECHNOLOGY N V ORD N5665B105 1,005 233,700 SH DEFINED 02 233,700 0 0
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MICROCHIP TECHNOLOGY INC COMMON 595017104 9,341 280,000 SH P DEFINED 02 0 0 0
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MICROCHIP TECHNOLOGY INC COM 595017104 1,004 30,100 SH DEFINED 02 30,100 0 0
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MICRON TECHNOLOGY INC COM 595112103 144 10,700 SH DEFINED 01 10,700 0 0
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MICRON TECHNOLOGY INC COM 595112103 5,370 398,700 SH DEFINED 02 398,700 0 0
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MICROSOFT CORP COM 594918104 4,093 149,048 SH DEFINED 01 148,933 0 115
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MICROSOFT CORP COM 594918104 171,996 6,245,309 SH DEFINED 02 6,245,309 0 0
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MICROSOFT CORP COM 594918104 3,285 141,400 SH DEFINED 21 141,400 0 0
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MICROSTRATEGY INC CL A NEW 594972408 10,727 204,400 SH DEFINED 02 204,400 0 0
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MILLENNIUM PHARMACEUTICALS I COM 599902103 1,874 100,400 SH DEFINED 02 100,400 0 0
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MILLER HERMAN INC COM 600544100 616 25,400 SH DEFINED 21 25,400 0 0
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MIM CORP COM 553044108 248 35,230 SH DEFINED 02 35,230 0 0
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MKS INSTRUMENT INC COM 55306N104 226 7,800 SH DEFINED 02 7,800 0 0
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MOLEX INC COM 608554101 2,355 67,500 SH DEFINED 02 67,500 0 0
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MONRO MUFFLER BRAKE INC COM 610236101 2,533 126,598 SH DEFINED 02 126,598 0 0
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MONSANTO CO NEW COM 61166W101 5,169 179,600 SH DEFINED 02 179,600 0 0
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MONSTER WORLDWIDE INC COM 611742107 1,395 63,526 SH DEFINED 02 63,526 0 0
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MOODYS CORP COM 615369105 12,155 200,740 SH DEFINED 02 200,740 0 0
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MORGAN STANLEY COM NEW 617446448 3,895 74,095 SH DEFINED 21 74,095 0 0
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MOTOROLA INC COM 620076109 30,404 2,160,875 SH DEFINED 02 2,160,875 0 0
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MSC INDL DIRECT INC CL A 553530106 13,822 502,600 SH DEFINED 02 502,600 0 0
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MYLAN LABS INC COM 628530107 6,440 254,950 SH DEFINED 02 254,950 0 0
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NASDAQ 100 TR COMMON 631100104 10,938 300,000 SH P DEFINED 02 0 0 0
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NATIONAL COMMERCE FINL CORP COM 63545P104 3,426 125,600 SH DEFINED 02 125,600 0 0
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NATIONAL FUEL GAS CO N J COM 636180101 4,001 163,700 SH DEFINED 02 163,700 0 0
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NATIONAL SEMICONDUCTOR COMMON 637640103 12,611 320,000 SH P DEFINED 02 0 0 0
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NATIONAL SEMICONDUCTOR CORP COM 637640103 9,888 250,900 SH DEFINED 02 250,900 0 0
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NATIONWIDE FINL SVCS INC CL A 638612101 10,308 311,800 SH DEFINED 02 311,800 0 0
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NATIONWIDE HEALTH PPTYS INC CO COMMON 638620104 4,971 254,281 SH DEFINED 01 248,283 754 5,244
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NATUS MEDICAL INC DEL COM 639050103 8,043 1,919,600 SH DEFINED 02 1,919,600 0 0
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NBTY INC COM 628782104 12,364 460,300 SH DEFINED 02 460,300 0 0
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NEIMAN MARCUS GROUP INC CL A 640204202 751 14,000 SH DEFINED 21 14,000 0 0
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NELNET INC CL A 64031N108 1,120 50,000 SH DEFINED 02 50,000 0 0
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NETEGRITY INC COM 64110P107 605 58,644 SH DEFINED 02 58,644 0 0
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NETGEAR INC COM 64111Q104 353 26,300 SH DEFINED 21 26,300 0 0
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NETOPIA INC COM 64114K104 781 53,600 SH DEFINED 02 53,600 0 0
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NETWORK APPLIANCE INC COM 64120L104 4,016 195,600 SH DEFINED 02 195,600 0 0
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NETWORKS ASSOCS INC COM 640938106 8,976 596,800 SH DEFINED 02 596,800 0 0
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NETWORKS ASSOCS INC COM 640938106 563 47,200 SH DEFINED 21 47,200 0 0
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NEUROCHEM INC COM 64125K101 4,624 196,000 SH DEFINED 02 196,000 0 0
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NEUROCRINE BIOSCIENCES INC COM 64125C109 4,031 73,900 SH DEFINED 02 73,900 0 0
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NEW YORK CMNTY BANCORP INC COM 649445103 6,136 161,265 SH DEFINED 02 161,265 0 0
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NEWMONT MINING CORP COM 651639106 212 4,354 SH DEFINED 01 4,354 0 0
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NEWMONT MINING CORP COM 651639106 27,572 567,200 SH DEFINED 02 567,200 0 0
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NEWS CORP LTD ADR NEW 652487703 7,807 216,273 SH DEFINED 21 216,273 0 0
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NEWS CORP LTD SP ADR PFD 652487802 6,012 198,730 SH DEFINED 01 198,730 0 0
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NEWS CORP LTD SP ADR PFD 652487802 74,681 2,468,800 SH DEFINED 02 2,468,800 0 0
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NEWS CORP LTD ADR NEW COMMON 652487703 171 4,729 SH DEFINED 01 4,729 0 0
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NEXTEL COMMUNICATIONS INC CL A 65332V103 9,770 348,200 SH DEFINED 02 348,200 0 0
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NEXTEL COMMUNICATIONS INC NOTE 5.250% 1/1 65332VAY9 5,061 5,000,000 PRN DEFINED 01 0 0 0
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NIC INC COM 62914B100 30,526 3,801,442 SH DEFINED 02 3,801,442 0 0
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NICOR INC COM 654086107 1,045 30,700 SH DEFINED 02 30,700 0 0
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NICOR INC COM COMMON 654086107 4,725 138,818 SH DEFINED 01 136,039 545 2,234
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NIKE INC CL B 654106103 418 6,100 SH DEFINED 01 6,100 0 0
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NIKE INC CL B 654106103 31,101 454,288 SH DEFINED 02 454,288 0 0
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NIKU CORP COM NEW 654113703 202 23,800 SH DEFINED 02 23,800 0 0
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NISOURCE INC COM 65473P105 5,792 264,004 SH DEFINED 01 258,765 666 4573
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NISOURCE INC COM 65473P105 34,326 1,564,518 SH DEFINED 02 1,564,518 0 0
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NMT MED INC COM 629294109 5,008 1,112,900 SH DEFINED 02 1,112,900 0 0
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NOKIA CORP SPONSORED ADR 654902204 925 54,423 SH DEFINED 01 54,345 0 78
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NOKIA CORP SPONSORED ADR 654902204 5,260 309,400 SH DEFINED 02 309,400 0 0
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NOKIA CORP SPONSORED ADR 654902204 660 47,050 SH DEFINED 21 47,050 0 0
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NORDSTROM INC COMMON 655664100 10,976 320,000 SH P DEFINED 02 0 0 0
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NORSK HYDRO A S ADR COMMON 656531605 5,964 96,510 SH DEFINED 01 94,298 298 1,914
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NORTEL NETWORKS CORP NEW COM 656568102 8,905 2,105,100 SH DEFINED 02 2,105,100 0 0
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NORTEL NETWORKS CORP NEW COM 656568102 844 199,620 SH DEFINED 21 199,620 0 0
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NORTHEAST UTILS COM 664397106 4,748 235,400 SH DEFINED 02 235,400 0 0
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NORTHERN TR CORP COM 665859104 3,588 77,300 SH DEFINED 02 77,300 0 0
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NORTHERN TR CORP COM 665859104 1,741 37,500 SH DEFINED 21 37,500 0 0
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NORTHROP GRUMMAN CORP COM 666807102 1,766 18,476 SH DEFINED 01 18,476 0 0
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NORTHROP GRUMMAN CORP COM 666807102 20,592 215,401 SH DEFINED 02 215,401 0 0
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NORTHROP GRUMMAN CORP COM 666807102 1,458 18,250 SH DEFINED 21 18,250 0 0
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NOVELLUS SYS COMMON 670008101 8,410 200,000 SH P DEFINED 02 0 0 0
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NPTEST HLDG CORP COM 67019A105 5,540 501,800 SH DEFINED 02 501,800 0 0
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NTL INC DEL COM 62940M104 323 4,625 SH DEFINED 01 4,625 0 0
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NTL INC DEL COM 62940M104 2,898 41,554 SH DEFINED 02 41,554 0 0
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NUCO2 INC COM 629428103 3,563 281,200 SH DEFINED 02 281,200 0 0
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NVR INC COM 62944T105 6,804 14,600 SH DEFINED 02 14,600 0 0
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OCEANEERING INTL INC COM 675232102 22,214 793,350 SH DEFINED 02 793,350 0 0
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OFFICE DEPOT INC COM 676220106 1,688 121,600 SH DEFINED 21 121,600 0 0
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OFFSHORE LOGISTICS INC COM 676255102 476 19,400 SH DEFINED 21 19,400 0 0
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OGE ENERGY CORP COM COMMON 670837103 3,699 152,922 SH DEFINED 01 147,628 0 5,294
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OLD NATL BANCORP IND COM 680033107 3,680 161,050 SH DEFINED 02 161,050 0 0
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OMNICELL INC COM 68213N109 32,513 2,007,000 SH DEFINED 02 2,007,000 0 0
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OMNICOM GROUP INC COM 681919106 349 4,000 SH DEFINED 01 4,000 0 0
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OMNICOM GROUP INC COM 681919106 34,574 395,900 SH DEFINED 02 395,900 0 0
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ON SEMICONDUCTOR CORP COM 682189105 3,904 605,300 SH DEFINED 02 605,300 0 0
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ONLINE RES CORP COM 68273G101 12,433 1,881,259 SH DEFINED 02 1,881,259 0 0
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ONYX PHARMACEUTICALS INC COM 683399109 933 33,060 SH DEFINED 02 33,060 0 0
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OPEN TEXT CORP COM 683715106 3,221 168,000 SH DEFINED 21 168,000 0 0
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OPENTV CORP CL A G67543101 357 106,700 SH DEFINED 02 106,700 0 0
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ORACLE CORP COM 68389X105 1,278 96,689 SH DEFINED 01 96,588 0 101
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ORACLE CORP COM 68389X105 46,214 3,501,041 SH DEFINED 02 3,501,041 0 0
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ORACLE CORP COM 68389X105 548 49,500 SH DEFINED 21 49,500 0 0
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ORASURE TECHNOLOGIES INC COM 68554V108 2,086 262,000 SH DEFINED 02 262,000 0 0
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ORIENT-EXPRESS HOTELS LTD CL A G67743107 14,023 853,506 SH DEFINED 02 853,506 0 0
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ORTHOFIX INTL N V COM N6748L102 56,069 1,144,726 SH DEFINED 02 1,144,726 0 0
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OUTBACK STEAKHOUSE INC COM 689899102 1,119 25,300 SH DEFINED 02 25,300 0 0
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P T TELEKOMUNIKASI INDONESIA SPONSORED ADR 715684106 4,314 262,700 SH DEFINED 02 262,700 0 0
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PACIFICARE HEALTH SYS DEL COM 695112102 7,801 115,400 SH DEFINED 02 115,400 0 0
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PACKAGING CORP AMER COM 695156109 6,976 319,100 SH DEFINED 02 319,100 0 0
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PAN PACIFIC RETAIL PPTYS INC COM 69806L104 3,621 76,000 SH DEFINED 02 76,000 0 0
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PARK PL ENTMT CORP COM 700690100 943 87,100 SH DEFINED 21 87,100 0 0
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PARKER HANNIFIN CORP COM 701094104 5,266 88,500 SH DEFINED 02 88,500 0 0
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PEABODY ENERGY CORP COM 704549104 4,876 116,900 SH DEFINED 02 116,900 0 0
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PEARSON PLC SPONSORED ADR 705015105 8,254 736,350 SH DEFINED 02 736,350 0 0
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PEC SOLUTIONS INC COM 705107100 10,772 635,500 SH DEFINED 02 635,500 0 0
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PEGASUS SOLUTIONS INC COM 705906105 162 15,500 SH DEFINED 02 15,500 0 0
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PENNEY J C INC COM 708160106 612 27,800 SH DEFINED 21 27,800 0 0
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PEOPLESOFT INC COM 712713106 6,067 266,100 SH DEFINED 02 266,100 0 0
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PEPCO HLDGS INC COM COMMON 713291102 3,898 199,467 SH DEFINED 01 192,564 0 6,903
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PEPSICO INC COM 713448108 1,331 28,547 SH DEFINED 01 28,523 0 24
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PEPSICO INC COM 713448108 46,013 986,972 SH DEFINED 02 986,972 0 0
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PERKINELMER INC COM 714046109 3,644 213,500 SH DEFINED 02 213,500 0 0
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PERVASIVE SOFTWARE INC COM 715710109 713 98,280 SH DEFINED 02 98,280 0 0
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PETCO ANIMAL SUPPLIES COM NEW 716016209 37,519 1,232,160 SH DEFINED 02 1,232,160 0 0
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PETSMART INC COM 716768106 247,108 10,382,680SH DEFINED 02 10,382,680 0 0
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PFIZER INC COM 717081103 6,208 175,728 SH DEFINED 01 175,656 0 72
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PFIZER INC COM 717081103 174,594 4,941,806 SH DEFINED 02 4,941,806 0 0
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PFIZER INC COM 717081103 2,493 82,830 SH DEFINED 21 82,830 0 0
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PG&E CORP COM 69331C108 239 8,600 SH DEFINED 01 8,600 0 0
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PG&E CORP COM 69331C108 30,308 1,091,400 SH DEFINED 02 1,091,400 0 0
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PHARMACEUTICAL RES INC COM 717125108 6,782 104,100 SH DEFINED 02 104,100 0 0
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PHARMACYCLICS INC COM 716933106 5,126 692,750 SH DEFINED 02 692,750 0 0
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PHELPS DODGE CORP COM 717265102 4,588 60,300 SH DEFINED 02 60,300 0 0
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PHILADELPHIA CONS HLDG CORP COM 717528103 65,319 1,337,676 SH DEFINED 02 1,337,676 0 0
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PINNACLE WEST CAP CORP COM 723484101 3,531 88,220 SH DEFINED 02 88,220 0 0
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PITNEY BOWES INC COM 724479100 8,563 210,800 SH DEFINED 02 210,800 0 0
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PLACER DOME INC COM 725906101 596 33,300 SH DEFINED 01 33,300 0 0
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PLACER DOME INC COM 725906101 21,628 1,207,600 SH DEFINED 02 1,207,600 0 0
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PLACER DOME INC COM 725906101 13,336 744,600 SH DEFINED 21 744,600 0 0
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PMC SIERRA INC COMMON 69344F106 13,467 670,000 SH P DEFINED 02 0 0 0
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PNC FINL SVCS GROUP INC COM 693475105 3,869 70,699 SH DEFINED 01 70,699 0 0
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PNC FINL SVCS GROUP INC COM 693475105 43,406 793,090 SH DEFINED 02 793,090 0 0
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POGO PRODUCING CO COM 730448107 4,019 83,200 SH DEFINED 02 83,200 0 0
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PORTUGAL TELECOM SGPS S A SPONSORED ADR 737273102 3,619 361,200 SH DEFINED 02 361,200 0 0
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POSCO SPONSORED ADR 693483109 8,795 258,900 SH DEFINED 02 258,900 0 0
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POTASH CORP SASK INC COM 73755L107 4,281 49,500 SH DEFINED 02 49,500 0 0
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POWERWAVE TECHNOLOGIES INC COM 739363109 1,342 175,400 SH DEFINED 02 175,400 0 0
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PPG INDS INC COM 693506107 5,543 86,587 SH DEFINED 01 86,587 0 0
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PPG INDS INC COM 693506107 68,162 1,064,700 SH DEFINED 02 1,064,700 0 0
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PRIME HOSPITALITY CORP COM 741917108 1,721 168,691 SH DEFINED 02 168,691 0 0
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PROCTER & GAMBLE CO COM 742718109 1,572 15,737 SH DEFINED 01 15,723 0 14
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PROCTER & GAMBLE CO COM 742718109 33,993 340,340 SH DEFINED 02 340,340 0 0
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PROGRESS ENERGY INC COM COMMON 743263105 6,028 133,190 SH DEFINED 01 129,912 357 2,921
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PROTECTIVE LIFE CORP COM 743674103 3,452 102,000 SH DEFINED 02 102,000 0 0
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PROVIDENT FINL GROUP INC COM 743866105 709 22,200 SH DEFINED 02 22,200 0 0
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PROVIDIAN FINL CORP COM 74406A102 9,461 812,840 SH DEFINED 02 812,840 0 0
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PROVINCE HEALTHCARE CO COM 743977100 932 58,234 SH DEFINED 02 58,234 0 0
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PUBLIC STORAGE INC COM 74460D109 3,979 91,700 SH DEFINED 02 91,700 0 0
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PUBLIC SVC ENTERPRISE GROUP COM 744573106 7,901 180,389 SH DEFINED 01 178,177 315 1897
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PUBLIC SVC ENTERPRISE GROUP COM 744573106 41,772 953,700 SH DEFINED 02 953,700 0 0
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PULTE HOMES INC COM 745867101 122 1,300 SH DEFINED 01 1,300 0 0
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PULTE HOMES INC COM 745867101 9,006 96,200 SH DEFINED 02 96,200 0 0
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QLOGIC CORP COM 747277101 88 1,700 SH DEFINED 01 1,700 0 0
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QLOGIC CORP COM 747277101 3,096 60,000 SH DEFINED 02 60,000 0 0
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QUALCOMM INC COM 747525103 92 1,700 SH DEFINED 01 1,700 0 0
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QUALCOMM INC COM 747525103 12,301 228,100 SH DEFINED 02 228,100 0 0
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QUALITY DISTR INC FLA COM 74756M102 2,542 130,000 SH DEFINED 02 130,000 0 0
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QUEBECOR WORLD INC COM NON-VTG 748203106 8,240 400,200 SH DEFINED 02 400,200 0 0
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RADVISION LTD ORD M81869105 2,200 192,830 SH DEFINED 02 192,830 0 0
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RAYTHEON CO COM NEW 755111507 835 27,800 SH DEFINED 01 27,766 0 34
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RAYTHEON CO COM NEW 755111507 30,295 1,008,500 SH DEFINED 02 1,008,500 0 0
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RAYTHEON CO COM NEW 755111507 640 25,300 SH DEFINED 21 25,300 0 0
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RECKSON ASSOCS RLTY CORP COM 75621K106 1,162 47,800 SH DEFINED 02 47,800 0 0
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REGENCY CTRS CORP COM 758849103 108 2,700 SH DEFINED 01 2,700 0 0
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REGENCY CTRS CORP COM 758849103 7,197 180,600 SH DEFINED 02 180,600 0 0
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REGIONS FINL CORP COM 758940100 423 11,376 SH DEFINED 01 11,376 0 0
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REPUBLIC SVCS INC COM 760759100 7,222 281,775 SH DEFINED 02 281,775 0 0
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RESEARCH IN MOTION LTD COM 760975102 9,072 135,750 SH DEFINED 21 135,750 0 0
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REUTERS GROUP PLC SPONSORED ADR 76132M102 3,490 137,500 SH DEFINED 02 137,500 0 0
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REYNOLDS R J TOB HLDGS INC COM 76182K105 4,809 82,700 SH DEFINED 02 82,700 0 0
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RITA MED SYS INC DEL COM 76774E103 2,094 470,587 SH DEFINED 02 470,587 0 0
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RITE AID CORP COM 767754104 9,688 1,603,900 SH DEFINED 02 1,603,900 0 0
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ROCKWELL AUTOMATION INC COM 773903109 8,512 239,100 SH DEFINED 02 239,100 0 0
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ROPER INDS INC NEW COM 776696106 14,832 301,100 SH DEFINED 02 301,100 0 0
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ROSS STORES INC COM 778296103 4,678 177,000 SH DEFINED 02 177,000 0 0
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ROYAL DUTCH PETE CO NY REG EUR .56 780257804 2,494 47,600 SH DEFINED 02 47,600 0 0
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RTW INC COM NEW 74974R206 2,931 455,190 SH DEFINED 02 455,190 0 0
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RUBY TUESDAY INC COM 781182100 4,584 160,900 SH DEFINED 02 160,900 0 0
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RYANAIR HLDGS PLC SPONSORED ADR 783513104 25,406 501,700 SH DEFINED 02 501,700 0 0
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SAFEGUARD SCIENTIFICS INC NOTE 5.000% 6/1 786449AE8 2,125 2,325,000 PRN DEFINED 02 0 0 0
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SAFENET INC COM 78645R107 24,038 781,200 SH DEFINED 02 781,200 0 0
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SANDISK CORP COM 80004C101 713 11,655 SH DEFINED 02 11,655 0 0
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SANMINA SCI CORP COM 800907107 2,182 173,000 SH DEFINED 02 173,000 0 0
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SANTOS LIMITED SPONSORED ADR 803021609 606 29,000 SH DEFINED 01 29,000 0 0
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SANTOS LIMITED SPONSORED ADR 803021609 16,791 803,800 SH DEFINED 02 803,800 0 0
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SAP AKTIENGESELLSCHAFT SPONSORED ADR 803054204 50 1,200 SH DEFINED 01 1,200 0 0
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SAP AKTIENGESELLSCHAFT SPONSORED ADR 803054204 9,019 217,000 SH DEFINED 02 217,000 0 0
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SARA LEE CORP COM 803111103 389 17,900 SH DEFINED 01 17,900 0 0
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SARA LEE CORP COM 803111103 45,051 2,075,130 SH DEFINED 02 2,075,130 0 0
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SEQUENOM INC COM 817337108 446 140,300 SH DEFINED 02 140,300 0 0
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SERVICEMASTER CO COM 81760N109 1,735 148,900 SH DEFINED 02 148,900 0 0
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SICOR INC COM 825846108 5,739 211,000 SH DEFINED 02 211,000 0 0
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SIGMATEL INC COM 82661W107 9,322 377,712 SH DEFINED 02 377,712 0 0
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SILICON STORAGE TECHNOLOGY I COM 827057100 4,935 448,600 SH DEFINED 02 448,600 0 0
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SIMPSON MANUFACTURING CO INC COM 829073105 20,364 400,400 SH DEFINED 02 400,400 0 0
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SOLECTRON CORP COM 834182107 1,401 237,000 SH DEFINED 02 237,000 0 0
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SONIC SOLUTIONS COM 835460106 3,692 241,300 SH DEFINED 02 241,300 0 0
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SPEEDWAY MOTORSPORTS INC COM 847788106 1,203 41,600 SH DEFINED 02 41,600 0 0
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STAPLES INC COM 855030102 8,968 328,500 SH DEFINED 02 328,500 0 0
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STARBUCKS CORP COM 855244109 4,866 147,180 SH DEFINED 02 147,180 0 0
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STATION CASINOS INC COM 857689103 7,100 231,800 SH DEFINED 02 231,800 0 0
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STEELCASE INC CL A 858155203 1,196 83,300 SH DEFINED 21 83,300 0 0
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STERICYCLE INC COM 858912108 6,547 140,200 SH DEFINED 02 140,200 0 0
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STMICROELECTRONICS N V NY REGISTRY 861012102 3,500 129,600 SH DEFINED 02 129,600 0 0
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STRYKER CORP COM 863667101 102 1,200 SH DEFINED 01 1,200 0 0
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STRYKER CORP COM 863667101 18,337 215,700 SH DEFINED 02 215,700 0 0
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SYMANTEC CORP COM 871503108 97 2,800 SH DEFINED 01 2,800 0 0
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SYMANTEC CORP COM 871503108 11,123 321,000 SH DEFINED 02 321,000 0 0
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SYNAPTICS INC COM 87157D109 15,966 1,065,791 SH DEFINED 02 1,065,791 0 0
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SYNOPSYS INC COM 871607107 1,573 46,600 SH DEFINED 02 46,600 0 0
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SYSCO CORP COM 871829107 205 5,500 SH DEFINED 01 5,500 0 0
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SYSCO CORP COM 871829107 1,862 50,000 SH DEFINED 02 50,000 0 0
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