UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, DC 20549
Form 13F Cover Page
Report for the Calendar Year or Quarter Ended September 30, 2004
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: 28-04375
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. Bernett
Title: Assistant Vice President and Compliance Officer
Phone: (412) 288-6399
Signature, Place, and Date of Signing:
/s/Lisa J. Bernett Pittsburgh, PA November 10, 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 Edward D. Jones
Money Market Fund. PR is 50.5% owned subsidiary of FIM. FIM is a
wholly-owned subsidiary of 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.
8. Federated Advisory Services Company ("FASC") is an Investment Adviser that
provides investment advice and other services to related advisers.
9. Federated Equity Management Company of Pennsylvania ("FEMCOPA") is the
Investment Adviser to certain Federated Funds. FEMCOPA is a wholly-owned
subsidiary of Investors. Subject to guidelines established by the Boards of
Trustees or Directors of the aforementioned Funds, FEMCOPA exercises
investment discretion over the investments identified with the number "9"
under Item 7 in the attached tables. This filing is made on behalf of
FEMCOPA with respect to all investments over which it exercise investment
discretion.
10. Passport Research II, Ltd. ("PRII") is the Investment Adviser to Federated
Capital Income Fund. PRII is 50.5% owned subsidiary of FEMCOPA. FEMCOPA is
a wholly-owned of Investors. Subject to guidelines established by the
Boards of Trustees of the aforementioned investment company, PRII examines
investment discretion over the investments identified with the number "10"
under Item 7 in the attached tables. This filing is made on behalf of PRII
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: 7
Form 13F Information Table Entry Total: 1515
Form 13F Information Table Value Total: $17,962,217
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 28-01454 Federated Investment Counseling
02 28-04377 Federated Investment Management Company
04 28-02491 Passport Research, Ltd.
08 28-10899 Federated Advisory Services Company
09 28-10900 Federated Equity Management Company of Pennsylvania
10 28-10901 Passport Research II, Ltd.
21 28-04379 Federated Global Investment Management Corp.
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Column 1 Column 2 Column 3 Column 4 Column 5 Column 6 Column 7 Column 8
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Voting
authority
Name of issuer Title of CUSIP Value Shrs or SH/ Put/ Investment Other Sole Shared None
Class (x$1000) prn PRN Call discretion managers
amt
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1 800 FLOWERS COM CL 68243Q106 1284 154700 SH DEFINED 01 154700 0 0
A
-----------------------------------------------------------------------------------------------------------------------------------
-----------------------------------------------------------------------------------------------------------------------------------
1 800 FLOWERS COM CL 68243Q106 8223 990690 SH DEFINED 09 990690 0 0
A
-----------------------------------------------------------------------------------------------------------------------------------
-----------------------------------------------------------------------------------------------------------------------------------
3M CO COM 88579Y101 2636 32962 SH DEFINED 01 32962 0 0
-----------------------------------------------------------------------------------------------------------------------------------
-----------------------------------------------------------------------------------------------------------------------------------
3M CO COM 88579Y101 2263 28300 SH DEFINED 02 28300 0 0
-----------------------------------------------------------------------------------------------------------------------------------
-----------------------------------------------------------------------------------------------------------------------------------
3M CO COM 88579Y101 34211 427800 SH DEFINED 09 427800 0 0
-----------------------------------------------------------------------------------------------------------------------------------
-----------------------------------------------------------------------------------------------------------------------------------
3M CO COM 88579Y101 5641 71600 SH DEFINED 21 71600 0 0
-----------------------------------------------------------------------------------------------------------------------------------
-----------------------------------------------------------------------------------------------------------------------------------
A C MOORE ARTS & CRAFTS INC COM 00086T103 2829 114400 SH DEFINED 01 114400 0 0
-----------------------------------------------------------------------------------------------------------------------------------
-----------------------------------------------------------------------------------------------------------------------------------
A C MOORE ARTS & CRAFTS INC COM 00086T103 4093 165500 SH DEFINED 09 165500 0 0
-----------------------------------------------------------------------------------------------------------------------------------
-----------------------------------------------------------------------------------------------------------------------------------
ABBOTT LABS COM 002824100 2071 48900 SH DEFINED 01 48900 0 0
-----------------------------------------------------------------------------------------------------------------------------------
-----------------------------------------------------------------------------------------------------------------------------------
ABBOTT LABS COM 002824100 2114 49900 SH DEFINED 02 49900 0 0
-----------------------------------------------------------------------------------------------------------------------------------
-----------------------------------------------------------------------------------------------------------------------------------
ABBOTT LABS COM 002824100 30021 708703 SH DEFINED 09 708703 0 0
-----------------------------------------------------------------------------------------------------------------------------------
-----------------------------------------------------------------------------------------------------------------------------------
ABGENIX INC COM 00339B107 2379 241300 SH DEFINED 01 241300 0 0
-----------------------------------------------------------------------------------------------------------------------------------
-----------------------------------------------------------------------------------------------------------------------------------
ABGENIX INC COM 00339B107 3435 348400 SH DEFINED 09 348400 0 0
-----------------------------------------------------------------------------------------------------------------------------------
-----------------------------------------------------------------------------------------------------------------------------------
ACADIA PHARMACEUTICALS INC COM 004225108 116 14900 SH DEFINED 01 14900 0 0
-----------------------------------------------------------------------------------------------------------------------------------
-----------------------------------------------------------------------------------------------------------------------------------
ACADIA PHARMACEUTICALS INC COM 004225108 1831 235100 SH DEFINED 09 235100 0 0
-----------------------------------------------------------------------------------------------------------------------------------
-----------------------------------------------------------------------------------------------------------------------------------
ACCENTURE LTD BERMUDA CL G1150G111 114159 4220300 SH DEFINED 09 4220300 0 0
A
-----------------------------------------------------------------------------------------------------------------------------------
-----------------------------------------------------------------------------------------------------------------------------------
ACE LTD ORD G0070K103 7868 196400 SH DEFINED 01 196400 0 0
-----------------------------------------------------------------------------------------------------------------------------------
-----------------------------------------------------------------------------------------------------------------------------------
ACE LTD ORD G0070K103 40080 1000493 SH DEFINED 02 1000493 0 0
-----------------------------------------------------------------------------------------------------------------------------------
-----------------------------------------------------------------------------------------------------------------------------------
ACE LTD ORD G0070K103 32795 818643 SH DEFINED 09 818643 0 0
-----------------------------------------------------------------------------------------------------------------------------------
-----------------------------------------------------------------------------------------------------------------------------------
ACUSPHERE INC COM 00511R870 1102 176100 SH DEFINED 01 176100 0 0
-----------------------------------------------------------------------------------------------------------------------------------
-----------------------------------------------------------------------------------------------------------------------------------
ACUSPHERE INC COM 00511R870 1753 280000 SH DEFINED 09 280000 0 0
-----------------------------------------------------------------------------------------------------------------------------------
-----------------------------------------------------------------------------------------------------------------------------------
ADESA INC COM 00686U104 516 31400 SH DEFINED 01 31400 0 0
-----------------------------------------------------------------------------------------------------------------------------------
-----------------------------------------------------------------------------------------------------------------------------------
ADESA INC COM 00686U104 775 47200 SH DEFINED 09 47200 0 0
-----------------------------------------------------------------------------------------------------------------------------------
-----------------------------------------------------------------------------------------------------------------------------------
ADVANCE AUTO PARTS INC COM 00751Y106 12390 360172 SH DEFINED 01 360172 0 0
-----------------------------------------------------------------------------------------------------------------------------------
-----------------------------------------------------------------------------------------------------------------------------------
ADVANCE AUTO PARTS INC COM 00751Y106 273968 7964182 SH DEFINED 09 7964182 0 0
-----------------------------------------------------------------------------------------------------------------------------------
-----------------------------------------------------------------------------------------------------------------------------------
ADVANCED MICRO DEVICES INC COM COMMON 007903107 1,323 101,797 SH DEFINED 01 101,680 0 117
-----------------------------------------------------------------------------------------------------------------------------------
-----------------------------------------------------------------------------------------------------------------------------------
ADVANTEST CORP SPONSORED 00762U101 602 40400 SH DEFINED 09 40400 0 0
ADR
-----------------------------------------------------------------------------------------------------------------------------------
-----------------------------------------------------------------------------------------------------------------------------------
AES CORP COM 00130H105 424 42400 SH DEFINED 02 42400 0 0
-----------------------------------------------------------------------------------------------------------------------------------
-----------------------------------------------------------------------------------------------------------------------------------
AES CORP COM 00130H105 4720 472500 SH DEFINED 09 472500 0 0
-----------------------------------------------------------------------------------------------------------------------------------
-----------------------------------------------------------------------------------------------------------------------------------
AETNA INC NEW COM 00817Y108 110 1100 SH DEFINED 01 1100 0 0
-----------------------------------------------------------------------------------------------------------------------------------
-----------------------------------------------------------------------------------------------------------------------------------
AETNA INC NEW COM 00817Y108 670 6700 SH DEFINED 02 6700 0 0
-----------------------------------------------------------------------------------------------------------------------------------
-----------------------------------------------------------------------------------------------------------------------------------
AETNA INC NEW COM 00817Y108 7465 74700 SH DEFINED 09 74700 0 0
-----------------------------------------------------------------------------------------------------------------------------------
-----------------------------------------------------------------------------------------------------------------------------------
AETNA INC NEW COM 00817Y108 1739 17400 SH DEFINED 21 17400 0 0
-----------------------------------------------------------------------------------------------------------------------------------
-----------------------------------------------------------------------------------------------------------------------------------
AFFILIATED COMPUTER SERVICES CL 008190100 328 5900 SH DEFINED 02 5900 0 0
A
-----------------------------------------------------------------------------------------------------------------------------------
-----------------------------------------------------------------------------------------------------------------------------------
AFFILIATED COMPUTER SERVICES CL 008190100 82998 1490900 SH DEFINED 09 1490900 0 0
A
-----------------------------------------------------------------------------------------------------------------------------------
-----------------------------------------------------------------------------------------------------------------------------------
AFFILIATED MANAGERS GROUP COM 008252108 926 17287 SH DEFINED 01 17287 0 0
-----------------------------------------------------------------------------------------------------------------------------------
-----------------------------------------------------------------------------------------------------------------------------------
AFFILIATED MANAGERS GROUP COM 008252108 1283 23958 SH DEFINED 09 23958 0 0
-----------------------------------------------------------------------------------------------------------------------------------
-----------------------------------------------------------------------------------------------------------------------------------
AGERE SYS INC CL 00845V100 562 535600 SH DEFINED 09 535600 0 0
A
-----------------------------------------------------------------------------------------------------------------------------------
-----------------------------------------------------------------------------------------------------------------------------------
AGREE REALTY CORP COM 008492100 148 5200 SH DEFINED 01 5200 0 0
-----------------------------------------------------------------------------------------------------------------------------------
-----------------------------------------------------------------------------------------------------------------------------------
AGREE REALTY CORP COM 008492100 287 10100 SH DEFINED 09 10100 0 0
-----------------------------------------------------------------------------------------------------------------------------------
-----------------------------------------------------------------------------------------------------------------------------------
AGRIUM INC COM 008916108 709 39900 SH DEFINED 02 39900 0 0
-----------------------------------------------------------------------------------------------------------------------------------
-----------------------------------------------------------------------------------------------------------------------------------
AGRIUM INC COM 008916108 7944 447300 SH DEFINED 09 447300 0 0
-----------------------------------------------------------------------------------------------------------------------------------
-----------------------------------------------------------------------------------------------------------------------------------
AIR PRODS & CHEMS INC COM 009158106 8173 150302 SH DEFINED 01 150302 0 0
-----------------------------------------------------------------------------------------------------------------------------------
-----------------------------------------------------------------------------------------------------------------------------------
AIR PRODS & CHEMS INC COM 009158106 39077 718600 SH DEFINED 02 718600 0 0
-----------------------------------------------------------------------------------------------------------------------------------
-----------------------------------------------------------------------------------------------------------------------------------
AIR PRODS & CHEMS INC COM 009158106 28408 522400 SH DEFINED 09 522400 0 0
-----------------------------------------------------------------------------------------------------------------------------------
-----------------------------------------------------------------------------------------------------------------------------------
AIR PRODS & CHEMS INC COM 009158106 3263 60000 SH DEFINED 21 60000 0 0
-----------------------------------------------------------------------------------------------------------------------------------
-----------------------------------------------------------------------------------------------------------------------------------
AKTIEBOLAGETT ELECTROLUX SPONSORED 010198208 1964 53471 SH DEFINED 02 53471 0 0
ADR
-----------------------------------------------------------------------------------------------------------------------------------
-----------------------------------------------------------------------------------------------------------------------------------
AKZO NOBEL N V ADR SPONSORED COMMON 010199305 11,758 331,412 SH DEFINED 01 316,050 543 14,819
-----------------------------------------------------------------------------------------------------------------------------------
-----------------------------------------------------------------------------------------------------------------------------------
AKZO NOBEL NV SPONSORED 010199305 5 153 SH DEFINED 01 153 0 0
ADR
-----------------------------------------------------------------------------------------------------------------------------------
-----------------------------------------------------------------------------------------------------------------------------------
AKZO NOBEL NV SPONSORED 010199305 721 20300 SH DEFINED 02 20300 0 0
ADR
-----------------------------------------------------------------------------------------------------------------------------------
-----------------------------------------------------------------------------------------------------------------------------------
AKZO NOBEL NV SPONSORED 010199305 13433 378400 SH DEFINED 09 378400 0 0
ADR
-----------------------------------------------------------------------------------------------------------------------------------
-----------------------------------------------------------------------------------------------------------------------------------
ALBERTO CULVER CO COM 013068101 439 10100 SH DEFINED 02 10100 0 0
-----------------------------------------------------------------------------------------------------------------------------------
-----------------------------------------------------------------------------------------------------------------------------------
ALBERTO CULVER CO COM 013068101 4892 112500 SH DEFINED 09 112500 0 0
-----------------------------------------------------------------------------------------------------------------------------------
-----------------------------------------------------------------------------------------------------------------------------------
ALBERTSONS INC COM 013104104 16684 697198 SH DEFINED 01 666926 1272 29000
-----------------------------------------------------------------------------------------------------------------------------------
-----------------------------------------------------------------------------------------------------------------------------------
ALBERTSONS INC COM 013104104 1486 62100 SH DEFINED 02 62100 0 0
-----------------------------------------------------------------------------------------------------------------------------------
-----------------------------------------------------------------------------------------------------------------------------------
ALBERTSONS INC COM 013104104 3479 145400 SH DEFINED 09 145400 0 0
-----------------------------------------------------------------------------------------------------------------------------------
-----------------------------------------------------------------------------------------------------------------------------------
ALCAN INC COM 013716105 5354 112000 SH DEFINED 21 112000 0 0
-----------------------------------------------------------------------------------------------------------------------------------
-----------------------------------------------------------------------------------------------------------------------------------
ALCOA INC COM 013817101 10847 322925 SH DEFINED 01 322890 0 35
-----------------------------------------------------------------------------------------------------------------------------------
-----------------------------------------------------------------------------------------------------------------------------------
ALCOA INC COM 013817101 35592 1059600 SH DEFINED 02 1059600 0 0
-----------------------------------------------------------------------------------------------------------------------------------
-----------------------------------------------------------------------------------------------------------------------------------
ALCOA INC COM 013817101 62338 1855842 SH DEFINED 09 1855842 0 0
-----------------------------------------------------------------------------------------------------------------------------------
-----------------------------------------------------------------------------------------------------------------------------------
ALEXION PHARMACEUTICALS INC COM 015351109 3974 220804 SH DEFINED 01 220804 0 0
-----------------------------------------------------------------------------------------------------------------------------------
-----------------------------------------------------------------------------------------------------------------------------------
ALEXION PHARMACEUTICALS INC COM 015351109 22422 1245678 SH DEFINED 09 1245678 0 0
-----------------------------------------------------------------------------------------------------------------------------------
-----------------------------------------------------------------------------------------------------------------------------------
ALLERGAN INC COM 018490102 73319 1010600 SH DEFINED 09 1010600 0 0
-----------------------------------------------------------------------------------------------------------------------------------
-----------------------------------------------------------------------------------------------------------------------------------
ALLETE INC COM 018522300 287 8833 SH DEFINED 01 8833 0 0
NEW
-----------------------------------------------------------------------------------------------------------------------------------
-----------------------------------------------------------------------------------------------------------------------------------
ALLETE INC COM 018522300 432 13300 SH DEFINED 09 13300 0 0
NEW
-----------------------------------------------------------------------------------------------------------------------------------
-----------------------------------------------------------------------------------------------------------------------------------
ALLIANT TECHSYSTEMS INC COM 018804104 430 7100 SH DEFINED 02 7100 0 0
-----------------------------------------------------------------------------------------------------------------------------------
-----------------------------------------------------------------------------------------------------------------------------------
ALLIANT TECHSYSTEMS INC COM 018804104 4816 79600 SH DEFINED 09 79600 0 0
-----------------------------------------------------------------------------------------------------------------------------------
-----------------------------------------------------------------------------------------------------------------------------------
ALLIED WASTE INDS INC COM 019589308 129 14600 SH DEFINED 01 14600 0 0
PAR$.01NEW
-----------------------------------------------------------------------------------------------------------------------------------
-----------------------------------------------------------------------------------------------------------------------------------
ALLSTATE CORP COM 020002101 15133 315337 SH DEFINED 01 315286 0 51
-----------------------------------------------------------------------------------------------------------------------------------
-----------------------------------------------------------------------------------------------------------------------------------
ALLSTATE CORP COM 020002101 59253 1234700 SH DEFINED 02 1234700 0 0
-----------------------------------------------------------------------------------------------------------------------------------
-----------------------------------------------------------------------------------------------------------------------------------
ALLSTATE CORP COM 020002101 89657 1868240 SH DEFINED 09 1868240 0 0
-----------------------------------------------------------------------------------------------------------------------------------
-----------------------------------------------------------------------------------------------------------------------------------
ALLTEL CORP CORP UNT 020039822 2381 46000 SH DEFINED 01 46000 0 0
7.75%
-----------------------------------------------------------------------------------------------------------------------------------
-----------------------------------------------------------------------------------------------------------------------------------
ALLTEL CORP CORP UNT 020039822 2246 43400 SH DEFINED 02 43400 0 0
7.75%
-----------------------------------------------------------------------------------------------------------------------------------
-----------------------------------------------------------------------------------------------------------------------------------
ALTERA CORP COM 021441100 575 29400 SH DEFINED 02 29400 0 0
-----------------------------------------------------------------------------------------------------------------------------------
-----------------------------------------------------------------------------------------------------------------------------------
ALTERA CORP COM 021441100 7924 404900 SH DEFINED 09 404900 0 0
-----------------------------------------------------------------------------------------------------------------------------------
-----------------------------------------------------------------------------------------------------------------------------------
ALTIRIS INC COM 02148M100 714 22568 SH DEFINED 01 22568 0 0
-----------------------------------------------------------------------------------------------------------------------------------
-----------------------------------------------------------------------------------------------------------------------------------
ALTIRIS INC COM 02148M100 29128 920318 SH DEFINED 09 920318 0 0
-----------------------------------------------------------------------------------------------------------------------------------
-----------------------------------------------------------------------------------------------------------------------------------
ALTRIA GROUP INC COM 02209S103 16724 355526 SH DEFINED 01 355472 0 54
-----------------------------------------------------------------------------------------------------------------------------------
-----------------------------------------------------------------------------------------------------------------------------------
ALTRIA GROUP INC COM 02209S103 63476 1349400 SH DEFINED 02 1349400 0 0
-----------------------------------------------------------------------------------------------------------------------------------
-----------------------------------------------------------------------------------------------------------------------------------
ALTRIA GROUP INC COM 02209S103 101924 2166750 SH DEFINED 09 2166750 0 0
-----------------------------------------------------------------------------------------------------------------------------------
-----------------------------------------------------------------------------------------------------------------------------------
ALTRIA GROUP INC COM 02209S103 4780 111600 SH DEFINED 21 111600 0 0
-----------------------------------------------------------------------------------------------------------------------------------
-----------------------------------------------------------------------------------------------------------------------------------
ALUMINA LTD ADR SPONSORED COMMON 022205108 100 6,123 SH DEFINED 01 6,123 0 0
-----------------------------------------------------------------------------------------------------------------------------------
-----------------------------------------------------------------------------------------------------------------------------------
AMCOR LTD ADR NEW COMMON 02341R302 8,596 413,253 SH DEFINED 01 397,306 881 15,066
-----------------------------------------------------------------------------------------------------------------------------------
-----------------------------------------------------------------------------------------------------------------------------------
AMDOCS LTD ORD G02602103 458 21000 SH DEFINED 02 21000 0 0
-----------------------------------------------------------------------------------------------------------------------------------
-----------------------------------------------------------------------------------------------------------------------------------
AMDOCS LTD ORD G02602103 24185 1107900 SH DEFINED 09 1107900 0 0
-----------------------------------------------------------------------------------------------------------------------------------
-----------------------------------------------------------------------------------------------------------------------------------
AMDOCS LTD ORD G02602103 12859 596600 SH DEFINED 21 596600 0 0
-----------------------------------------------------------------------------------------------------------------------------------
-----------------------------------------------------------------------------------------------------------------------------------
AMEREN CORP COM COMMON 023608102 16,117 349,232 SH DEFINED 01 333,902 624 14,706
-----------------------------------------------------------------------------------------------------------------------------------
-----------------------------------------------------------------------------------------------------------------------------------
AMERICAN ELEC PWR INC COM 025537101 14326 448238 SH DEFINED 01 440585 543 7110
-----------------------------------------------------------------------------------------------------------------------------------
-----------------------------------------------------------------------------------------------------------------------------------
AMERICAN ELEC PWR INC COM 025537101 31784 994500 SH DEFINED 02 994500 0 0
-----------------------------------------------------------------------------------------------------------------------------------
-----------------------------------------------------------------------------------------------------------------------------------
AMERICAN ELEC PWR INC COM 025537101 21503 672800 SH DEFINED 09 672800 0 0
-----------------------------------------------------------------------------------------------------------------------------------
-----------------------------------------------------------------------------------------------------------------------------------
AMERICAN EXPRESS CO COM 025816109 926 18000 SH DEFINED 21 18000 0 0
-----------------------------------------------------------------------------------------------------------------------------------
-----------------------------------------------------------------------------------------------------------------------------------
AMERICAN FINL RLTY TR COM 02607P305 320 22700 SH DEFINED 01 22700 0 0
-----------------------------------------------------------------------------------------------------------------------------------
-----------------------------------------------------------------------------------------------------------------------------------
AMERICAN FINL RLTY TR COM 02607P305 457 32400 SH DEFINED 09 32400 0 0
-----------------------------------------------------------------------------------------------------------------------------------
-----------------------------------------------------------------------------------------------------------------------------------
AMERICAN INTL GROUP INC COM 026874107 11641 171222 SH DEFINED 01 171187 0 35
-----------------------------------------------------------------------------------------------------------------------------------
-----------------------------------------------------------------------------------------------------------------------------------
AMERICAN INTL GROUP INC COM 026874107 31248 459600 SH DEFINED 02 459600 0 0
-----------------------------------------------------------------------------------------------------------------------------------
-----------------------------------------------------------------------------------------------------------------------------------
AMERICAN INTL GROUP INC COM 026874107 107475 1580749 SH DEFINED 09 1580749 0 0
-----------------------------------------------------------------------------------------------------------------------------------
-----------------------------------------------------------------------------------------------------------------------------------
AMERICAN INTL GROUP INC COM 026874107 5439 80000 SH DEFINED 21 80000 0 0
-----------------------------------------------------------------------------------------------------------------------------------
-----------------------------------------------------------------------------------------------------------------------------------
AMERICAN NATL INS CO COM COMMON 028591105 1 12 SH DEFINED 01 12 0 0
-----------------------------------------------------------------------------------------------------------------------------------
-----------------------------------------------------------------------------------------------------------------------------------
AMERICAN PWR CONVERSION CORP COM 029066107 335 19267 SH DEFINED 01 19267 0 0
-----------------------------------------------------------------------------------------------------------------------------------
-----------------------------------------------------------------------------------------------------------------------------------
AMERICAN PWR CONVERSION CORP COM 029066107 545 31348 SH DEFINED 09 31348 0 0
-----------------------------------------------------------------------------------------------------------------------------------
-----------------------------------------------------------------------------------------------------------------------------------
AMERICAN STD COS INC DEL COM 029712106 358 9200 SH DEFINED 02 9200 0 0
-----------------------------------------------------------------------------------------------------------------------------------
-----------------------------------------------------------------------------------------------------------------------------------
AMERICAN STD COS INC DEL COM 029712106 3973 102100 SH DEFINED 09 102100 0 0
-----------------------------------------------------------------------------------------------------------------------------------
-----------------------------------------------------------------------------------------------------------------------------------
AMERICAN TOWER CORP CL 029912201 453 29500 SH DEFINED 02 29500 0 0
A
-----------------------------------------------------------------------------------------------------------------------------------
-----------------------------------------------------------------------------------------------------------------------------------
AMERICAN TOWER CORP CL 029912201 5030 327700 SH DEFINED 09 327700 0 0
A
-----------------------------------------------------------------------------------------------------------------------------------
-----------------------------------------------------------------------------------------------------------------------------------
AMERICREDIT CORP COM 03060R101 288 13800 SH DEFINED 02 13800 0 0
-----------------------------------------------------------------------------------------------------------------------------------
-----------------------------------------------------------------------------------------------------------------------------------
AMERICREDIT CORP COM 03060R101 3253 155800 SH DEFINED 09 155800 0 0
-----------------------------------------------------------------------------------------------------------------------------------
-----------------------------------------------------------------------------------------------------------------------------------
AMLI RESIDENTIAL PPTYS TR SH B COMMON 001735109 2 60 SH DEFINED 01 60 0 0
-----------------------------------------------------------------------------------------------------------------------------------
-----------------------------------------------------------------------------------------------------------------------------------
AMSOUTH BANCORPORATION COM COMMON 032165102 20,444 837,875 SH DEFINED 01 799,800 1,426 36,649
-----------------------------------------------------------------------------------------------------------------------------------
-----------------------------------------------------------------------------------------------------------------------------------
AMVESCAP PLC SPONSORED 03235E100 1221 111290 SH DEFINED 02 111290 0 0
ADR
-----------------------------------------------------------------------------------------------------------------------------------
-----------------------------------------------------------------------------------------------------------------------------------
AMVESCAP PLC SPONSORED 03235E100 17213 1569100 SH DEFINED 09 1569100 0 0
ADR
-----------------------------------------------------------------------------------------------------------------------------------
-----------------------------------------------------------------------------------------------------------------------------------
AMVESCAP PLC SPONSORED 03235E100 682 62200 SH DEFINED 21 62200 0 0
ADR
-----------------------------------------------------------------------------------------------------------------------------------
-----------------------------------------------------------------------------------------------------------------------------------
ANALOG DEVICES INC COM 032654105 2238 57700 SH DEFINED 01 57700 0 0
-----------------------------------------------------------------------------------------------------------------------------------
-----------------------------------------------------------------------------------------------------------------------------------
ANALOG DEVICES INC COM 032654105 2528 65200 SH DEFINED 02 65200 0 0
-----------------------------------------------------------------------------------------------------------------------------------
-----------------------------------------------------------------------------------------------------------------------------------
ANALOG DEVICES INC COM 032654105 40591 1046700 SH DEFINED 09 1046700 0 0
-----------------------------------------------------------------------------------------------------------------------------------
-----------------------------------------------------------------------------------------------------------------------------------
ANGLOGOLD ASHANTI LTD SPONSORED 035128206 11479 295100 SH DEFINED 09 295100 0 0
ADR
-----------------------------------------------------------------------------------------------------------------------------------
-----------------------------------------------------------------------------------------------------------------------------------
ANGLOGOLD LTD ADR SPONSORED COMMON 035128206 128 3,283 SH DEFINED 01 3,283 0 0
-----------------------------------------------------------------------------------------------------------------------------------
-----------------------------------------------------------------------------------------------------------------------------------
ANHEUSER BUSCH COS INC COM 035229103 160 3200 SH DEFINED 02 3200 0 0
-----------------------------------------------------------------------------------------------------------------------------------
-----------------------------------------------------------------------------------------------------------------------------------
ANHEUSER BUSCH COS INC COM 035229103 2977 59600 SH DEFINED 09 59600 0 0
-----------------------------------------------------------------------------------------------------------------------------------
-----------------------------------------------------------------------------------------------------------------------------------
ANIKA THERAPEUTICS INC COM 035255108 20471 1483400 SH DEFINED 09 1483400 0 0
-----------------------------------------------------------------------------------------------------------------------------------
-----------------------------------------------------------------------------------------------------------------------------------
AON CORP COM 037389103 6349 220900 SH DEFINED 01 220900 0 0
-----------------------------------------------------------------------------------------------------------------------------------
-----------------------------------------------------------------------------------------------------------------------------------
AON CORP COM 037389103 30439 1059100 SH DEFINED 02 1059100 0 0
-----------------------------------------------------------------------------------------------------------------------------------
-----------------------------------------------------------------------------------------------------------------------------------
AON CORP COM 037389103 20618 717400 SH DEFINED 09 717400 0 0
-----------------------------------------------------------------------------------------------------------------------------------
-----------------------------------------------------------------------------------------------------------------------------------
APOLLO GROUP INC CL A COMMON 037604105 2 32 SH DEFINED 01 32 0 0
-----------------------------------------------------------------------------------------------------------------------------------
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APPLE COMPUTER INC COM 037833100 523 13500 SH DEFINED 02 13500 0 0
-----------------------------------------------------------------------------------------------------------------------------------
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APPLE COMPUTER INC COM 037833100 5805 149800 SH DEFINED 09 149800 0 0
-----------------------------------------------------------------------------------------------------------------------------------
-----------------------------------------------------------------------------------------------------------------------------------
APPLEBEES INTL INC COM 037899101 493 19500 SH DEFINED 01 19500 0 0
-----------------------------------------------------------------------------------------------------------------------------------
-----------------------------------------------------------------------------------------------------------------------------------
APPLEBEES INTL INC COM 037899101 739 29250 SH DEFINED 09 29250 0 0
-----------------------------------------------------------------------------------------------------------------------------------
-----------------------------------------------------------------------------------------------------------------------------------
APPLIED MATLS INC COM 038222105 9922 601716 SH DEFINED 01 601716 0
-----------------------------------------------------------------------------------------------------------------------------------
-----------------------------------------------------------------------------------------------------------------------------------
APPLIED MATLS INC COM 038222105 27825 1687400 SH DEFINED 02 1687400 0 0
-----------------------------------------------------------------------------------------------------------------------------------
-----------------------------------------------------------------------------------------------------------------------------------
APPLIED MATLS INC COM 038222105 85372 5177200 SH DEFINED 09 5177200 0 0
-----------------------------------------------------------------------------------------------------------------------------------
-----------------------------------------------------------------------------------------------------------------------------------
APPLIED MATLS INC COM 038222105 5029 305000 SH DEFINED 21 305000 0 0
-----------------------------------------------------------------------------------------------------------------------------------
-----------------------------------------------------------------------------------------------------------------------------------
APPLIED MICRO CIRCUITS CORP COM 03822W109 458 146300 SH DEFINED 09 146300 0 0
-----------------------------------------------------------------------------------------------------------------------------------
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ARBITRON INC COM 03875Q108 366 10000 SH DEFINED 01 10000 0 0
-----------------------------------------------------------------------------------------------------------------------------------
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ARBITRON INC COM 03875Q108 886 24200 SH DEFINED 09 24200 0 0
-----------------------------------------------------------------------------------------------------------------------------------
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ARCHER DANIELS MIDLAND CO COM 039483102 183 10800 SH DEFINED 02 10800 0 0
-----------------------------------------------------------------------------------------------------------------------------------
-----------------------------------------------------------------------------------------------------------------------------------
ARCHER DANIELS MIDLAND CO COM 039483102 3348 197200 SH DEFINED 09 197200 0 0
-----------------------------------------------------------------------------------------------------------------------------------
-----------------------------------------------------------------------------------------------------------------------------------
ARCHSTONE-SMITH TRUST COM COMMON 039583109 9,415 297,557 SH DEFINED 01 285,776 611 11,170
-----------------------------------------------------------------------------------------------------------------------------------
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ARDEN RLTY INC COM COMMON 039793104 5,391 165,465 SH DEFINED 01 155,559 134 9,772
-----------------------------------------------------------------------------------------------------------------------------------
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ARENA PHARMACEUTICALS INC COM 040047102 2752 638400 SH DEFINED 09 638400 0 0
-----------------------------------------------------------------------------------------------------------------------------------
-----------------------------------------------------------------------------------------------------------------------------------
ARM HLDGS PLC SPONSORED 042068106 598 130829 SH DEFINED 01 130829 0 0
ADR
-----------------------------------------------------------------------------------------------------------------------------------
-----------------------------------------------------------------------------------------------------------------------------------
ARM HLDGS PLC SPONSORED 042068106 579 126800 SH DEFINED 02 126800 0 0
ADR
-----------------------------------------------------------------------------------------------------------------------------------
-----------------------------------------------------------------------------------------------------------------------------------
ARM HLDGS PLC SPONSORED 042068106 9284 2031500 SH DEFINED 09 2031500 0 0
ADR
-----------------------------------------------------------------------------------------------------------------------------------
-----------------------------------------------------------------------------------------------------------------------------------
ARROW ELECTRS INC COM 042735100 695 30800 SH DEFINED 21 30800 0 0
-----------------------------------------------------------------------------------------------------------------------------------
-----------------------------------------------------------------------------------------------------------------------------------
ARTHROCARE CORP COM 043136100 902 30800 SH DEFINED 01 30800 0 0
-----------------------------------------------------------------------------------------------------------------------------------
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ARTHROCARE CORP COM 043136100 11898 406200 SH DEFINED 09 406200 0 0
-----------------------------------------------------------------------------------------------------------------------------------
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ASML HLDG NV N Y N07059111 546 42400 SH DEFINED 02 42400 0 0
SHS
-----------------------------------------------------------------------------------------------------------------------------------
-----------------------------------------------------------------------------------------------------------------------------------
ASML HLDG NV N Y N07059111 8223 638900 SH DEFINED 09 638900 0 0
SHS
-----------------------------------------------------------------------------------------------------------------------------------
-----------------------------------------------------------------------------------------------------------------------------------
ASPECT MED SYS INC COM 045235108 25529 1411200 SH DEFINED 09 1411200 0 0
-----------------------------------------------------------------------------------------------------------------------------------
-----------------------------------------------------------------------------------------------------------------------------------
ASSURANT INC COM 04621X108 41805 1607900 SH DEFINED 09 1607900 0 0
-----------------------------------------------------------------------------------------------------------------------------------
-----------------------------------------------------------------------------------------------------------------------------------
AT&T CORP COM 001957505 2536 177081 SH DEFINED 01 177081 0 0
NEW
-----------------------------------------------------------------------------------------------------------------------------------
-----------------------------------------------------------------------------------------------------------------------------------
AT&T CORP COM 001957505 4565 318800 SH DEFINED 02 318800 0 0
NEW
-----------------------------------------------------------------------------------------------------------------------------------
-----------------------------------------------------------------------------------------------------------------------------------
AT&T CORP COM 001957505 22441 1567128 SH DEFINED 09 1567128 0 0
NEW
-----------------------------------------------------------------------------------------------------------------------------------
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ATI TECHNOLOGIES INC COM 001941103 1183 77170 SH DEFINED 01 77170 0 0
-----------------------------------------------------------------------------------------------------------------------------------
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ATI TECHNOLOGIES INC COM 001941103 31082 2027560 SH DEFINED 09 2027560 0 0
-----------------------------------------------------------------------------------------------------------------------------------
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ATS MED INC COM 002083103 1837 503200 SH DEFINED 09 503200 0 0
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AUGUST TECHNOLOGY CORP COM 05106U105 145 21100 SH DEFINED 01 21100 0 0
-----------------------------------------------------------------------------------------------------------------------------------
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AUGUST TECHNOLOGY CORP COM 05106U105 238 34700 SH DEFINED 09 34700 0 0
-----------------------------------------------------------------------------------------------------------------------------------
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AUTODESK INC COM 052769106 676 13900 SH DEFINED 02 13900 0 0
-----------------------------------------------------------------------------------------------------------------------------------
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AUTODESK INC COM 052769106 36866 758100 SH DEFINED 09 758100 0 0
-----------------------------------------------------------------------------------------------------------------------------------
-----------------------------------------------------------------------------------------------------------------------------------
AUXILIUM PHARMACEUTICALS INC COM 05334D107 703 82400 SH DEFINED 01 82400 0 0
-----------------------------------------------------------------------------------------------------------------------------------
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AUXILIUM PHARMACEUTICALS INC COM 05334D107 5479 642300 SH DEFINED 09 642300 0 0
-----------------------------------------------------------------------------------------------------------------------------------
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AVAYA INC COM 053499109 523 37500 SH DEFINED 02 37500 0 0
-----------------------------------------------------------------------------------------------------------------------------------
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AVAYA INC COM 053499109 7312 524500 SH DEFINED 09 524500 0 0
-----------------------------------------------------------------------------------------------------------------------------------
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AVIGEN INC COM 053690103 10899 2921928 SH DEFINED 09 2921928 0 0
-----------------------------------------------------------------------------------------------------------------------------------
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AXIS CAPITAL HOLDINGS SHS G0692U109 59116 2273700 SH DEFINED 09 2273700 0 0
-----------------------------------------------------------------------------------------------------------------------------------
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BAA PLC ADR SPONSORED COMMON 05518L206 9,601 959,134 SH DEFINED 01 912,954 1,519 44,661
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BANK NEW YORK INC COM 064057102 2988 102420 SH DEFINED 01 102388 32
-----------------------------------------------------------------------------------------------------------------------------------
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BANK NEW YORK INC COM 064057102 7762 266100 SH DEFINED 02 266100 0 0
-----------------------------------------------------------------------------------------------------------------------------------
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BANK NEW YORK INC COM 064057102 46558 1596086 SH DEFINED 09 1596086 0 0
-----------------------------------------------------------------------------------------------------------------------------------
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BANK NEW YORK INC COM 064057102 1459 50000 SH DEFINED 21 50000 0 0
-----------------------------------------------------------------------------------------------------------------------------------
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BANK OF AMERICA CORPORATION COM 060505104 28681 661927 SH DEFINED 01 661857 0 70
-----------------------------------------------------------------------------------------------------------------------------------
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BANK OF AMERICA CORPORATION COM 060505104 118674 2738842 SH DEFINED 02 2738842 0 0
-----------------------------------------------------------------------------------------------------------------------------------
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BANK OF AMERICA CORPORATION COM 060505104 149768 3456450 SH DEFINED 09 3456450 0 0
-----------------------------------------------------------------------------------------------------------------------------------
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BANK OF AMERICA CORPORATION COM 060505104 4510 108700 SH DEFINED 21 108700 0 0
-----------------------------------------------------------------------------------------------------------------------------------
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BANKRATE INC COM 06646V108 401 35700 SH DEFINED 01 35700 0 0
-----------------------------------------------------------------------------------------------------------------------------------
-----------------------------------------------------------------------------------------------------------------------------------
BANKRATE INC COM 06646V108 16917 1505064 SH DEFINED 09 1505064 0 0
-----------------------------------------------------------------------------------------------------------------------------------
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BARCLAYS PLC ADR 06738E204 186 4800 SH DEFINED 02 4800 0 0
-----------------------------------------------------------------------------------------------------------------------------------
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BARCLAYS PLC ADR 06738E204 3362 86900 SH DEFINED 09 86900 0 0
-----------------------------------------------------------------------------------------------------------------------------------
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BARRICK GOLD CORP COM 067901108 10726 509800 SH DEFINED 09 509800 0 0
-----------------------------------------------------------------------------------------------------------------------------------
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BARRICK GOLD CORP COM COMMON 067901108 3 121 SH DEFINED 01 121 0 0
-----------------------------------------------------------------------------------------------------------------------------------
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BAXTER INTL INC COM 071813109 2042 63500 SH DEFINED 01 63500 0 0
-----------------------------------------------------------------------------------------------------------------------------------
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BAXTER INTL INC COM 071813109 2679 83300 SH DEFINED 02 83300 0 0
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