UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F
FORM 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: June 30, 2003
Check here if Amendment [x]; Amendment Number: 1
This Amendment (Check only one.): [x] is a restatement.
[ ] adds new holdings entries
Institutional Investment Manager Filing this Report:
Name: AMERICAN INTERNATIONAL GROUP, INC.
Address: 70 Pine Street
New York, New York 10270
Form 13F File Number: 28-219
The Institutional Investment Manager filing this report and the person by whom
it is signed 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: Win J. Neuger
Title: Executive Vice President and Chief Investment Officer
Phone: (212) 770-7000
Signature, Place, and Date of Signing:
/s/ Win J. Neuger New York, New York September 17, 2003
------------------------------- ------------------------ -------------------
(Signature) (City, State) (Date)
Report Type (Check only one.):
[X] 13F HOLDINGS REPORT. (Check if all holdings of this reporting manager are
reported in this report.)
[ ] 13F NOTICE. (Check if no holdings reported are in this report, and all
holdings are reported in this report and a portion are reported by other
reporting manager(s).)
[ ] 13F COMBINATION REPORT. (Check if a portion of the holdings for this
reporting manager are reported in this report and a portion are reported by
other reporting manager(s).)
FORM 13F SUMMARY PAGE
REPORT SUMMARY:
Number of Other Included Managers: 4
Form 13F Information Table Entry Total: 3,653
Form 13F Information Table Value Total: $17,898,468 (thousands)
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. Form 13F File Number Name
-- -------------------- -------------------------------------------
1 28-4637 AIG GLOBAL INVESTMENT CORP.
2 28-2725 AIG SUNAMERICA ASSET MANAGEMENT CORP.
3 28-3463 JOHN MCSTAY INVESTMENT COUNSEL, L.P.
4 28-5794 HSB GROUP, INC.
------------------------------
VOTING AUTHORITY
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NAME OF ISSUER TITLE OF CUSIP VALUE SHARES/ SH/ PUT/ INVESTMENT OTHER (A) (B) (C)
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CLASS NUMBER (X1000) PRINCIPAL PN CALL DISCRETION MGRS SOLE SHARED NONE
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1-800 CONTACTS INC EQUITY 681977104 50 2,029 SH SOLE 1 2,029
1-800-FLOWERS.COM INC EQUITY 68243Q106 60 7,142 SH SOLE 1 7,142
1ST SOURCE CORP. EQUITY 336901103 89 4,816 SH SOLE 1 4,816
21ST CENTURY INSURANCE COMPANY EQUITY 90130N103 764,272 53,445,620 SH SOLE 1 53,445,620
21ST CENTURY INSURANCE COMPANY EQUITY 90130N103 125 8,771 SH SOLE 1 8,771
3COM CORP. EQUITY 885535104 2,274 486,977 SH SOLE 1 486,977
3M EQUITY 88579Y101 2,128 16,500 SH DEFINED 4 16,500
3M CO EQUITY 88579Y101 54,624 423,510 SH SOLE 1 423,510
3M CO EQUITY 88579Y101 1,545 11,975 SH DEFINED 2 11,975
4KIDS ENTERTAINMENT INC EQUITY 350865101 86 4,610 SH SOLE 1 4,610
7-ELEVEN INC. EQUITY 817826209 92 8,743 SH SOLE 1 8,743
99 CENTS ONLY STORES EQUITY 65440K106 3,243 94,505 SH SOLE 1 94,505
99 CENTS ONLY STORES EQUITY 65440K106 4,441 129,400 SH DEFINED 2 129,400
99 CENTS ONLY STORES COM EQUITY 65440K106 15 429,580 SH Sole 3 417,460 12,120
A C MOORE ARTS & CRAFT EQUITY 00086T103 96 4,788 SH SOLE 1 4,788
A.G. EDWARDS, INC. EQUITY 281760108 3,683 107,677 SH SOLE 1 107,677
A.S.V. INC EQUITY 001963107 37 2,512 SH SOLE 1 2,512
AAIPHARMA INC EQUITY 00252W104 105 5,301 SH SOLE 1 5,301
AAON INC EQUITY 000360206 64 3,455 SH SOLE 1 3,455
AAR CORP. EQUITY 000361105 85 12,110 SH SOLE 1 12,110
AARON RENTS, INC. EQUITY 002535201 156 6,037 SH SOLE 1 6,037
ABBEY NATIONAL PLC EQUITY 002920809 9,141 335,900 SH SOLE 1 336
ABBOTT LABORATORIES EQUITY 002824100 33,658 769,155 SH SOLE 1 769,155
ABBOTT LABS EQUITY 002824100 9,433 215,565 SH DEFINED 2 215,565
Abbott Labs EQUITY 002824100 2,844 65,000 SH DEFINED 4 65,000
ABC BANCORP EQUITY 000400101 52 3,702 SH SOLE 1 3,702
ABERCROMBIE & FITCH CO CL A EQUITY 002896207 4 152,366 SH Sole 3 131,200 21,166
ABERCROMBIE AND FITCH CO EQUITY 002896207 1,639 57,700 SH DEFINED 2 57,700
ABERCROMBIE AND FITCH CO. EQUITY 002896207 3,737 131,554 SH SOLE 1 131,554
ABGENIX, INC. EQUITY 00339B107 349 33,429 SH SOLE 1 33,429
ABLE LABORATORIES INC EQUITY 00371N407 99 5,011 SH SOLE 1 5,011
ABLE LABORATORIES INC COM NEW EQUITY 00371N407 4 202,500 SH Sole 3 202,500
ABM INDUSTRIES, INC. EQUITY 000957100 220 14,310 SH SOLE 1 14,310
ACADIA REALTY TRUST EQUITY 004239109 49 5,404 SH SOLE 1 5,404
ACCREDITED HOME LENDERS EQUITY 00437P107 71 3,672 SH SOLE 1 3,672
ACCREDO HEALTH INC. EQUITY 00437V104 393 18,164 SH SOLE 1 18,164
ACE LTD EQUITY G0070K103 6,465 188,540 SH SOLE 1 188,540
ACETO CORP EQUITY 004446100 63 3,378 SH SOLE 1 3,378
ACLARA BIOSCIENCES INC. EQUITY 00461P106 39 9,223 SH SOLE 1 9,223
ACME COMMUNICATION INC EQUITY 004631107 24 3,188 SH SOLE 1 3,188
ACTEL CORP. EQUITY 004934105 172 8,351 SH SOLE 1 8,351
ACTION PERFORMANCE CO., INC. EQUITY 004933107 111 5,844 SH SOLE 1 5,844
ACTIVCARD CORP EQUITY 00506J107 126 13,334 SH SOLE 1 13,334
ACTIVISION, INC. EQUITY 004930202 2,185 169,738 SH SOLE 1 169,738
ACTUANT CORP EQUITY 00508X203 190 4,018 SH SOLE 1 4,018
ACUITY BRANDS INC EQUITY 00508Y102 287 15,786 SH SOLE 1 15,786
ACXIOM CORP. EQUITY 005125109 1,757 115,181 SH SOLE 1 115,181
ADAPTEC, INC. EQUITY 00651F108 324 40,769 SH SOLE 1 40,769
ADC TELECOMMUNICATIONS, INC EQUITY 000886101 953 414,502 SH SOLE 1 414,502
ADMINISTAFF, INC. EQUITY 007094105 77 7,456 SH SOLE 1 7,456
ADOBE SYS INC EQUITY 00724F101 3,399 106,000 SH DEFINED 2 106,000
ADOBE SYSTEMS INC. EQUITY 00724F101 10,095 314,775 SH SOLE 1 314,775
ADOLOR CORPORATION EQUITY 00724X102 147 12,003 SH SOLE 1 12,003
ADTRAN INC COM EQUITY 00738A106 15 291,100 SH Sole 3 281,900 9,200
ADTRAN, INC. EQUITY 00738A106 2,613 50,612 SH SOLE 1 50,612
ADVANCE AUTO PARTS EQUITY 00751Y106 23 384 SH SOLE 1 384
ADVANCE AUTO PARTS COM EQUITY 00751Y106 49 797,904 SH Sole 3 761,100 36,804
ADVANCED DIGITAL INFO CORP. EQUITY 007525108 234 23,549 SH SOLE 1 23,549
ADVANCED ENERGY INDUSTRIES EQUITY 007973100 91 6,374 SH SOLE 1 6,374
ADVANCED FIBRE COMMUNICATI EQUITY 00754A105 1,891 116,200 SH DEFINED 2 116,200
ADVANCED FIBRE COMMUNICATIONS EQUITY 00754A105 1,873 114,341 SH SOLE 1 114,341
ADVANCED MARKETING SERV. INC. EQUITY 00753T105 72 5,557 SH SOLE 1 5,557
ADVANCED MEDICAL OPTICS EQUITY 00763M108 188 11,028 SH SOLE 1 11,028
ADVANCED MICRO DEVICES, INC. EQUITY 007903107 1,195 186,487 SH SOLE 1 186,487
ADVANCED NEUROMOD SYS COM EQUITY 00757t101 8 155,000 SH Sole 3 155,000
ADVANCEPCS EQUITY 00790K109 24,409 638,147 SH SOLE 1 638,147
ADVANCEPCS COM EQUITY 00790K109 104 2,719,638 SH Sole 3 2,608,900 110,738
ADVANCES NEUROMODULATIONS SYS EQUITY 00757T101 237 4,600 SH SOLE 1 4,600
ADVANTA CORP [B] EQUITY 007942204 77 7,682 SH SOLE 1 7,682
ADVENT SOFTWARE, INC. EQUITY 007974108 936 54,658 SH SOLE 1 54,658
ADVISORY BRD CO EQUITY 00762W107 149 3,692 SH SOLE 1 3,692
ADVO, INC. EQUITY 007585102 336 7,576 SH SOLE 1 7,576
AEROFLEX, INC EQUITY 007768104 153 19,862 SH SOLE 1 19,862
AEROPOSTALE INC EQUITY 007865108 156 7,247 SH SOLE 1 7,247
AES DRAX ENERGY LTD EQUITY 00130H105 1,718 270,597 SH SOLE 1 270,597
AETHER SYSTEMS INC. EQUITY 00808V105 66 13,837 SH SOLE 1 13,837
AETNA INC-NEW EQUITY 00817Y108 4,080 67,774 SH SOLE 1 67,774
AFC ENTERPRISES EQUITY 00104Q107 82 4,990 SH SOLE 1 4,990
AFFILIATED COMPUTER SERVICES CLASS A EQUITY 008190100 8,160 178,435 SH SOLE 1 178,435
AFFILIATED COMPUTER SVCS I EQUITY 008190100 7,065 154,500 SH DEFINED 2 154,500
AFFILIATED MANAGERS GROUP EQUITY 008252108 487 7,995 SH SOLE 1 7,995
AFFYMETRIX INC EQUITY 00826T108 173 8,762 SH SOLE 1 8,762
AFLAC, INC. EQUITY 001055102 6833 222,220 SH SOLE 1 222,220
AFTERMARKET TECHNOLOGY EQUITY 008318107 57 5,340 SH SOLE 1 5,340
AGCO CORP. EQUITY 001084102 1726 101,075 SH SOLE 1 101,075
AGERE SYSTEMS INC-CL B W/I EQUITY 00845V209 60 25,982 SH SOLE 1 25,982
AGILE SOFTWARE CORP. EQUITY 00846X105 158 16,438 SH SOLE 1 16,438
AGILENT TECHNOLOGIES INC. EQUITY 00846U101 5308 271,534 SH SOLE 1 271,534
AGL RESOURCES, INC. EQUITY 001204106 2903 114,120 SH SOLE 1 114,120
AIR PRODUCTS AND CHEMICALS INC EQUITY 009158106 4085 98,190 SH SOLE 1 98,190
AIRBORNE INC. EQUITY 009269101 2467 118,032 SH SOLE 1 118,032
AIRGAS, INC. EQUITY 009363102 1618 96,621 SH SOLE 1 96,621
AIRGATE PCS, INC. EQUITY 009367103 420 350,000 SH SOLE 1 350,000
AIRTRAN HOLDINGS, INC. EQUITY 00949P108 263 25,093 SH SOLE 1 25,093
AK STEEL CORP. EQUITY 001547108 656 181,136 SH SOLE 1 181,136
AKAMAI TECHNOLOGIES INC. EQUITY 00971T101 187 39,077 SH SOLE 1 39,077
AKSYS LTD EQUITY 010196103 135 10,465 SH SOLE 1 10,465
ALABAMA NATIONAL BANCORP EQUITY 010317105 177 3,698 SH SOLE 1 3,698
ALAMO GROUP INC EQUITY 011311107 25 2,051 SH SOLE 1 2,051
ALARIS MEDICAL SYSTEMS INC EQUITY 011637105 74 5,727 SH SOLE 1 5,727
ALASKA AIR GROUP, INC. EQUITY 011659109 951 44,344 SH SOLE 1 44,344
ALBANY INTERNATIONAL CORP. CLASS A EQUITY 012348108 277 10,099 SH SOLE 1 10,099
ALBANY MOLECULAR EQUITY 012423109 150 9,981 SH SOLE 1 9,981
ALBEMARLE CORP. EQUITY 012653101 1872 66,925 SH SOLE 1 66,925
ALBERTSONS INC EQUITY 013104104 6837 356,080 SH DEFINED 2 356,080
ALBERTSON'S, INC. EQUITY 013104104 3133 163,195 SH SOLE 1 163,195
ALCOA INC EQUITY 013817101 16677 654,000 SH DEFINED 2 654,000
ALCOA, INC. EQUITY 013817101 10538 413,240 SH SOLE 1 413,240
ALDERWOODS GROUP INC EQUITY 014383103 76 14,113 SH SOLE 1 14,113
ALEXANDER & BALDWIN, INC. EQUITY 014482103 1849 70,838 SH SOLE 1 70,838
ALEXANDER'S, INC. EQUITY 014752109 62 748 SH SOLE 1 748
ALEXANDRIA REAL EST EQ COM EQUITY 015271109 7 153,700 SH Sole 3 153,700
ALEXANDRIA REAL ESTATE EQUITIE EQUITY 015271109 325 7,226 SH SOLE 1 7,226
ALEXION PHARMACEUTICLAS, INC. EQUITY 015351109 106 6,225 SH SOLE 1 6,225
ALFA CORP. EQUITY 015385107 161 12,841 SH SOLE 1 12,841
ALICO INC EQUITY 016230104 33 1,320 SH SOLE 1 1,320
ALIGN TECHNOLOGY INC EQUITY 016255101 212 16,806 SH SOLE 1 16,806
ALKERMES INC EQUITY 01642T108 189 17,763 SH SOLE 1 17,763
ALLEGHANY CORP EQUITY 017175100 9 46 SH SOLE 1 46
ALLEGHENY ENERGY, INC. EQUITY 017361106 866 102,518 SH SOLE 1 102,518
ALLEGHENY TECHNOLOGIES, INC. EQUITY 01741R102 820 124,194 SH SOLE 1 124,194
ALLEGIANT BANCORP INC EQUITY 017476102 99 4,881 SH SOLE 1 4,881
ALLEN TELECOM, INC. EQUITY 018091108 481 29,086 SH SOLE 1 29,086
ALLERGAN INC EQUITY 018490102 3786 49,100 SH DEFINED 2 49,100
ALLERGAN, INC. EQUITY 018490102 27071 351,114 SH SOLE 1 351,114
ALLETE INC. EQUITY 018522102 3074 115,783 SH SOLE 1 115,783
ALLIANCE DATA SYS CORP COM EQUITY 018581108 39 1,664,407 SH Sole 3 1,612,279 52,128
ALLIANCE DATA SYSTEMS EQUITY 018581108 6 240 SH SOLE 1 240
ALLIANCE GAMING CORP EQUITY 01859P609 355 18,765 SH SOLE 1 18,765
ALLIANCE GAMING CORP COM NEW EQUITY 01859P609 30 1,567,354 SH Sole 3 1,531,500 35,854
ALLIANCE IMAGING INC EQUITY 018606202 20 4,531 SH SOLE 1 4,531
ALLIANCE SEMICONDUCTOR CORP. EQUITY 01877H100 40 8,275 SH SOLE 1 8,275
ALLIANT ENERGY CORP. EQUITY 018802108 2373 124,674 SH SOLE 1 124,674
ALLIANT TECHSYSTEMS INC EQUITY 018804104 31 590 SH SOLE 1 590
ALLIED CAPITAL CORP EQUITY 01903Q108 2748 118,953 SH SOLE 1 118,953
ALLIED WASTE INDUSTRIES, INC. EQUITY 019589308 1564 155,592 SH SOLE 1 155,592
ALLMERICA FINANCIAL CORP EQUITY 019754100 1636 90,920 SH SOLE 1 90,920
ALLOS THERAPEUTICS INC EQUITY 019777101 25 8,294 SH SOLE 1 8,294
ALLOY ONLINE, INC EQUITY 019855105 84 12,993 SH SOLE 1 12,993
ALLSCRIPTS HEALTHCARE SOLUTION EQUITY 01988P108 34 9,179 SH SOLE 1 9,179
ALLSTATE CORP. EQUITY 020002101 10847 304,270 SH SOLE 1 304,270
ALLTEL CORP EQUITY 020039103 11599 240,550 SH DEFINED 2 240,550
ALLTEL CORP. EQUITY 020039103 6640 137,700 SH SOLE 1 137,700
ALPHARMA INC. CLASS A EQUITY 020813101 318 14,713 SH SOLE 1 14,713
ALTEON INC EQUITY 02144G107 62 12,806 SH SOLE 1 12,806
ALTERA CORP. EQUITY 021441100 3309 201,400 SH SOLE 1 201,400
ALTIRIS INC EQUITY 02148M100 65 3,239 SH SOLE 1 3,239
ALTRIA GROUP INC EQUITY 02209S103 71244 1,567,860 SH SOLE 1 1,567,860
ALTRIA GROUP INC EQUITY 02209S103 22524 495,685 SH DEFINED 2 495,685
AMAZON COM INC EQUITY 023135106 16342 447,840 SH DEFINED 2 447,840
AMAZON.COM, INC. EQUITY 023135106 528 14,540 SH SOLE 1 14,540
AMB PPTY CORP EQUITY 00163T109 15 531,100 SH Sole 3 531,100
AMB PROPERTY CORP EQUITY 00163T109 3063 108,735 SH SOLE 1 108,735
AMBAC FINANCIAL GROUP INC. EQUITY 023139108 3120 47,091 SH SOLE 1 47,091
AMBASSADORS GROUP INC EQUITY 023177108 27 1,968 SH SOLE 1 1,968
AMBASSADORS INTERNATIONAL EQUITY 023178106 27 2,273 SH SOLE 1 2,273
AMC ENTERTAINMENT, INC. EQUITY 001669100 135 11,803 SH SOLE 1 11,803
AMCOL INTERNATIONAL CORP. EQUITY 02341W103 58 7,259 SH SOLE 1 7,259
AMCORE FINANCIAL, INC. EQUITY 023912108 219 9,448 SH SOLE 1 9,448
AMDOCS LIMITED EQUITY G02602103 1425 59,369 SH SOLE 1 59,369
AMDOCS LTD EQUITY G02602103 2789 116,200 SH DEFINED 2 116,200
AMERADA HESS CORP EQUITY 023551104 2012 40,914 SH SOLE 1 40,914
Ameren EQUITY 023608102 1103 25,000 SH DEFINED 4 25,000
AMEREN CORP. EQUITY 023608102 3172 71,934 SH SOLE 1 71,934
AMERICA MOVIL-SERIES L ADR EQUITY 02364W105 5178 276,140 SH SOLE 1 276,140
AMERICAN AXLE & MFG HOLDINGS EQUITY 024061103 9 372 SH SOLE 1 372
AMERICAN CAP. STRATEGIES, INC. EQUITY 024937104 1247 49,854 SH SOLE 1 49,854
AMERICAN EAGLE OUTFITTERS EQUITY 02553E106 2104 114,357 SH SOLE 1 114,357
AMERICAN ELECTRIC POWER, INC. EQUITY 025537101 5135 172,130 SH SOLE 1 172,130
AMERICAN EXPRESS CO EQUITY 025816109 19079 456,310 SH DEFINED 2 456,310
AMERICAN EXPRESS CO. EQUITY 025816109 60583 1,449,000 SH SOLE 1 1,449,000
AMERICAN FINANCIAL GROUP, INC. EQUITY 025932104 2122 93,065 SH SOLE 1 93,065
AMERICAN FIRST MORTGAGE INVES EQUITY 55272X102 177 17,626 SH SOLE 1 17,626
AMERICAN GREETINGS CORP. CLASS A EQUITY 026375105 1019 51,903 SH SOLE 1 51,903
AMERICAN HEALTHWAYS INC EQUITY 02649V104 179 4,978 SH SOLE 1 4,978
AMERICAN HOME MTG HLDG EQUITY 02660M108 84 4,331 SH SOLE 1 4,331
AMERICAN INTL GROUP INC EQUITY 026874107 1669 30,250 SH DEFINED 2 30,250
AMERICAN INTL GRP INC COM EQUITY 026874107 130782 2,370,101 SH SOLE 1 2,370,101
AMERICAN ITALIAN PASTA CO. CLASS A EQUITY 027070101 236 5,670 SH SOLE 1 5,670
AMERICAN LAND LEASE INC EQUITY 027118108 33 1,948 SH SOLE 1 1,948
AMERICAN MANAGEMENT SYSTEMS EQUITY 027352103 230 16,050 SH SOLE 1 16,050
AMERICAN MED SEC GROUP EQUITY 02744P101 83 4,351 SH SOLE 1 4,351
AMERICAN MEDICAL SYSTEMS HOLDI EQUITY 02744M108 389 23,038 SH SOLE 1 23,038
AMERICAN MORTGAGE ACCEPTANCE EQUITY 027568104 53 3,066 SH SOLE 1 3,066
AMERICAN NATIONAL IN EQUITY 028591105 13 149 SH SOLE 1 149
AMERICAN NATL BANKSHAR EQUITY 027745108 45 1,731 SH SOLE 1 1,731
AMERICAN PHARMACEU PTN COM EQUITY 02886P109 10 305,700 SH Sole 3 301,600 4,100
AMERICAN PHARMACEUTICA EQUITY 02886P109 7 194 SH SOLE 1 194
AMERICAN PHYSICIANS CAPITAL IN EQUITY 028884104 81 3,310 SH SOLE 1 3,310
AMERICAN POWER CONVERSION EQUITY 029066107 1534 98,294 SH SOLE 1 98,294
AMERICAN REALTY INVESTORS IN EQUITY 029174109 10 812 SH SOLE 1 812
AMERICAN STANDARD COMPANIES EQUITY 029712106 2362 31,951 SH SOLE 1 31,951
AMERICAN STATES WATER CO. EQUITY 029899101 158 5,778 SH SOLE 1 5,778
AMERICAN TOWER EQUITY 029912201 15 1,700,400 SH Sole 3 1,678,500 21,900
AMERICAN TOWER CORP EQUITY 029912201 25 2,823 SH SOLE 1 2,823
AMERICAN WEST HOLDINGS CORP. CLASS B EQUITY 023657208 77 11,320 SH SOLE 1 11,320
AMERICAN WOODMARK CORP. EQUITY 030506109 98 2,083 SH SOLE 1 2,083
AMERICANWEST BANCORPORATION EQUITY 03058P109 57 3,491 SH SOLE 1 3,491
AMERICA'S CAR-MART INC EQUITY 03062T105 28 1,544 SH SOLE 1 1,544
AMERICREDIT CORP. EQUITY 03060R101 1795 209,995 SH SOLE 1 209,995
AMERIGROUP CORP EQUITY 03073T102 292 7,854 SH SOLE 1 7,854
AMERIGROUP CORP COM EQUITY 03073T102 13 338,100 SH Sole 3 333,800 4,300
AMERISOURCEBERGEN CO EQUITY 03073E105 26978 389,008 SH SOLE 1 389,008
AMERISTAR CASINOS EQUITY 03070Q101 87 4,071 SH SOLE 1 4,071
AMERITRADE HLDG CORP COM EQUITY 03074K100 13 1,807,608 SH Sole 3 1,565,200 242,408
AMERITRADE HOLDING CORP - CL A EQUITY 03074K100 27 3,664 SH SOLE 1 3,664
AMERON, INC. EQUITY 030710107 88 2,527 SH SOLE 1 2,527
AMERUS GROUP CO. EQUITY 03072M108 1885 66,858 SH SOLE 1 66,858
AMETEK, INC. EQUITY 031100100 1621 44,230 SH SOLE 1 44,230
AMGEN INC EQUITY 031162100 38901 585,300 SH DEFINED 2 585,300
AMGEN INC COM EQUITY 031162100 2 24,000 SH Sole 3 24,000
AMGEN, INC. EQUITY 031162100 82149 1,245,811 SH SOLE 1 1,245,811
AMKOR TECHNOLOGY, INC EQUITY 031652100 19 1,451 SH SOLE 1 1,451
AMLI RESIDENTIAL PROPERTIES EQUITY 001735109 126 5,357 SH SOLE 1 5,357
AMN HEALTHCARE SERVICE EQUITY 001744101 87 6,878 SH SOLE 1 6,878
AMPCO-PITTSBURGH CORP EQUITY 032037103 24 1,780 SH SOLE 1 1,780
AMPHENOL CORP. CLASS A EQUITY 032095101 255 5,457 SH SOLE 1 5,457
AMR CORP. EQUITY 001765106 654 59,468 SH SOLE 1 59,468
AMSOUTH BANCORPORATION EQUITY 032165102 3419 156,543 SH SOLE 1 156,543
AMSURG CORP CL A EQUITY 03232P405 205 6,701 SH SOLE 1 6,701
AMSURG CORP CL A EQUITY 03232P405 13 425,500 SH Sole 3 420,100 5,400
AMYLIN PHARMACEUTICALS, INC. EQUITY 032346108 32 1,471 SH SOLE 1 1,471
ANADARKO PETROLEUM CORP. EQUITY 032511107 18428 414,382 SH SOLE 1 414,382
ANALOG DEVICES INC EQUITY 032654105 10561 303,300 SH DEFINED 2 303,300
ANALOG DEVICES INC SUB NTS EQUITY 032654AD7 509 5,000 SH SOLE 1 5,000
ANALOG DEVICES, INC. EQUITY 032654105 10633 305,370 SH SOLE 1 305,370
ANALOGIC CORP. EQUITY 032657207 146 2,999 SH SOLE 1 2,999
ANAREN INC EQUITY 032744104 81 8,456 SH SOLE 1 8,456
ANCHOR BANCORP WISCONSIN, INC. EQUITY 032839102 189 7,894 SH SOLE 1 7,894
ANDREW CORP. EQUITY 034425108 1075 49,474 SH SOLE 1 49,474
ANDRX CORP DEL ANDRX GROUP EQUITY 034553107 14 695,100 SH Sole 3 687,200 7,900
ANDRX GROUP EQUITY 034553107 22 1,104 SH SOLE 1 1,104
ANGELICA CORP EQUITY 034663104 57 3,347 SH SOLE 1 3,347
ANGIOTECH PHARMACEUTLS COM EQUITY 034918102 12 290,500 SH Sole 3 286,700 3,800
ANGLO AMERICAN PLC - UNSP ADR EQUITY 03485P102 779 50,700 SH SOLE 1 50,700
Anheuser Busch EQUITY 035229103 2042 40,000 SH DEFINED 4 40,000
ANHEUSER-BUSCH COMPANIES, INC. EQUITY 035229103 18579 363,930 SH SOLE 1 363,930
ANIXTER INTERNATIONALL, INC. EQUITY 035290105 277 11,830 SH SOLE 1 11,830
ANN TAYLOR STORES CORP. EQUITY 036115103 491 16,958 SH SOLE 1 16,958
ANNALY MTG MGMT INC EQUITY 035710409 13193 662,621 SH SOLE 1 662,621
ANNTAYLOR STORES CORP COM EQUITY 036115103 22 776,300 SH Sole 3 766,900 9,400
ANSOFT CORP EQUITY 036384105 26 2,468 SH SOLE 1 2,468
ANSYS INC EQUITY 03662Q105 177 5,632 SH SOLE 1 5,632
ANTEON INTERNATIONAL CORP EQUITY 03674E108 198 7,080 SH SOLE 1 7,080
ANTHEM INC EQUITY 03674B104 6878 89,150 SH SOLE 1 89,150
ANTHEM INC EQUITY 03674B104 16530 214,265 SH DEFINED 2 214,265
ANTHEM INC COM EQUITY 03674B104 16 205,984 SH Sole 3 177,100 28,884
ANTHRACITE CAPITAL INC. EQUITY 037023108 2631 218,180 SH SOLE 1 218,180
ANTIGENICS INC. EQUITY 037032109 86 7,487 SH SOLE 1 7,487
ANWORTH MORTGAGE ASSET EQUITY 037347101 1442 93,494 SH SOLE 1 93,494
AO Tafneft ADR EQUITY 03737P306 413 21,740 SH SOLE 1 21,740
AOL TIME WARNER INC EQUITY 00184A105 21352 1,327,047 SH DEFINED 2 1,327,047
AOL TIME WARNER INC. EQUITY 00184A105 35246 2,190,530 SH SOLE 1 2,190,530
AON CORP. EQUITY 037389103 3334 138,469 SH SOLE 1 138,469
APAC TELESERVICES, INC. EQUITY 00185E106 29 11,411 SH SOLE 1 11,411
APACHE CORP EQUITY 037411105 3940 60,561 SH DEFINED 2 60,561
APACHE CORP COM EQUITY 037411105 2 38,030 SH Sole 3 34,775 3,255
APACHE CORP. EQUITY 037411105 4544 69,840 SH SOLE 1 69,840
APARTMENT INVT & MGMT CL A EQUITY 03748R101 7 212,203 SH Sole 3 212,203
APARTMENT INVT & MGMT CO - A EQUITY 03748R101 1447 41,809 SH SOLE 1 41,809
APEX MORTGAGE CAPITAL INC EQUITY 037564101 62 11,353 SH SOLE 1 11,353
APHTON CORP. EQUITY 03759P101 67 8,172 SH SOLE 1 8,172
APOGEE ENTERPRISES, INC. EQUITY 037598109 75 8,477 SH SOLE 1 8,477
APOGENT TECHNOLOGIES EQUITY 03760A101 2665 133,264 SH SOLE 1 133,264
APOLLO GROUP INC EQUITY 037604105 6862 111,100 SH DEFINED 2 111,100
APOLLO GROUP INC CL A EQUITY 037604105 27 437,307 SH Sole 3 377,000 60,307
APOLLO GROUP, INC. CLASS A EQUITY 037604105 5416 87,640 SH SOLE 1 87,640
APPLE COMPUTER, INC. EQUITY 037833100 3974 208,502 SH SOLE 1 208,502
APPLEBEES INTERNATIONAL, INC. EQUITY 037899101 2347 74,679 SH SOLE 1 74,679
APPLEBEES INTL INC EQUITY 037899101 14474 460,500 SH DEFINED 2 460,500
APPLEBEES INTL INC COM EQUITY 037899101 23 728,400 SH Sole 3 719,300 9,100
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APPLICA INC. EQUITY 03815A106 62 7,273 SH SOLE 1 7,273
APPLIED FILMS CORP EQUITY 038197109 109 4,231 SH SOLE 1 4,231
APPLIED INDUSTRIAL TECH., INC. EQUITY 03820C105 136 6,467 SH SOLE 1 6,467
APPLIED MATERIALS INC EQUITY 038222105 21089 1,329,700 SH DEFINED 2 1,329,700
APPLIED MATERIALS, INC. EQUITY 038222105 18590 1,173,630 SH SOLE 1 1,173,630
APPLIED MICRO CIRCUITS CORP. EQUITY 03822W109 937 155,188 SH SOLE 1 155,188
APPLIED SIGNAL TECHNOLOGY EQUITY 038237103 57 3,330 SH SOLE 1 3,330
APRIA HEALTHCARE GROUP, INC. EQUITY 037933108 1843 74,073 SH SOLE 1 74,073
APTARGROUP, INC. EQUITY 038336103 17 465 SH SOLE 1 465
AQUANTIVE INC EQUITY 03839G105 157 14,918 SH SOLE 1 14,918
AQUILA INC EQUITY 03840P102 848 328,520 SH SOLE 1 328,520
ARACRUZ CELULOSE SA-SPON ADR EQUITY 038496204 550 26,100 SH SOLE 1 26,100
ARAID PHARAMACEUTICLAS, INC. EQUITY 04033A100 58 13,262 SH SOLE 1 13,262
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ARCH CHEMICALS, INC. EQUITY 03937R102 143 7,506 SH SOLE 1 7,506
ARCH COAL INC COM EQUITY 039380100 24 1,053,768 SH Sole 3 1,023,700 30,068
ARCH COAL, INC. EQUITY 039380100 2007 87,326 SH SOLE 1 87,326
ARCHER DANIELS MIDLAND CO. EQUITY 039483102 3677 285,706 SH SOLE 1 285,706
ARCHSTONE COMMUNITIES TRUST EQUITY 039583109 60 2,496 SH SOLE 1 2,496
ARCHSTONE SMITH TR COM EQUITY 039583109 24 991,466 SH Sole 3 991,466
ARCTIC CAT, INC. EQUITY 039670104 107 5,639 SH SOLE 1 5,639
ARDEN GROUP INC EQUITY 039762109 31 528 SH SOLE 1 528
ARDEN REALTY INC. EQUITY 039793104 20 780 SH SOLE 1 780
ARENA PHARMACEUTICALS INC EQUITY 040047102 47 7,051 SH SOLE 1 7,051
ARGONAUT GROUP, INC. EQUITY 040157109 94 7,679 SH SOLE 1 7,679
ARGOSY GAMING CO. EQUITY 040228108 181 8,662 SH SOLE 1 8,662
ARIBA, INC. EQUITY 04033V104 379 126,238 SH SOLE 1 126,238
ARKANSAS BEST CORP. EQUITY 040790107 195 8,256 SH SOLE 1 8,256
ARMOR HOLDINGS, INC. EQUITY 042260109 104 7,743 SH SOLE 1 7,743
ARRIS GROUP INC EQUITY 04269Q100 100 20,207 SH SOLE 1 20,207
ARROW ELECTRONICS INC EQUITY 042735100 2064 135,457 SH SOLE 1 135,457
ARROW FINANCIAL CORP EQUITY 042744102 84 2,540 SH SOLE 1 2,540
ARROW INTERNATIONAL, INC. EQUITY 042764100 196 4,389 SH SOLE 1 4,389
ARTESYN TECHNOLOGIES, INC. EQUITY 043127109 67 12,010 SH SOLE 1 12,010
ARTHROCARE CORP. EQUITY 043136100 110 6,743 SH SOLE 1 6,743
Arthur J Gallagher EQUITY 363576109 957 35,200 SH DEFINED 4 35,200
ARTISAN COMPONENTS INC. EQUITY 042923102 142 6,322 SH SOLE 1 6,322
ARVINMERITOR, INC EQUITY 043353101 1856 91,957 SH SOLE 1 91,957
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ASIAINFO HOLDINGS INC. EQUITY 04518A104 92 11,306 SH SOLE 1 11,306
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ASPECT COMMUNICATIONS INC. EQUITY 04523Q102 41 11,672 SH SOLE 1 11,672
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ASPECT MEDICAL SYSTEMS, INC. EQUITY 045235108 26 3,525 SH SOLE 1 3,525
ASPEN TECHNOLOGY, INC. EQUITY 045327103 63 13,363 SH SOLE 1 13,363
ASSOCIATED BANC-CORP. EQUITY 045487105 3637 99,345 SH SOLE 1 99,345
ASSOCIATED ESTATES REALTY EQUITY 045604105 41 6,225 SH SOLE 1 6,225
ASTEC INDS INC COM EQUITY 046224101 49 5,641 SH SOLE 1 5,641
ASTORIA FINANCIAL CORP. EQUITY 046265104 3088 110,563 SH SOLE 1 110,563
ASYST TECHNOLOGIES, INC. EQUITY 04648X107 98 14,663 SH SOLE 1 14,663
AT & T CORP EQUITY 001957505 7190 373,502 SH SOLE 1 373,502
AT + T WIRELESS SVCS INC EQUITY 00209A106 10870 1,323,948 SH DEFINED 2 1,323,948
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AT&T CANADA-CL A EQUITY 04650D106 2 SH SOLE 1 2
AT&T Corp USD1 EQUITY 001957505 33 1,700 SH SOLE 1 1,700
AT&T WIRELESS (USD) EQUITY 00209A106 10588 1,289,700 SH SOLE 1 1,289,700
AT+T CORP EQUITY 001957505 5898 306,377 SH DEFINED 2 306,377
ATARI INC EQUITY 04651M105 12 2,659 SH SOLE 1 2,659
ATHEROGENICS INC EQUITY 047439104 207 13,853 SH SOLE 1 13,853
ATLANTIC COAST AIRLINES HLDG. EQUITY 048396105 210 15,807 SH SOLE 1 15,807
ATMEL CORP. EQUITY 049513104 1599 629,628 SH SOLE 1 629,628
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ATMOS ENERGY CORP. EQUITY 049560105 431 17,369 SH SOLE 1 17,369
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AVALONBAY COMM EQUITY 053484101 9 201,400 SH Sole 3 201,400
AVALONBAY COMMUNITIE EQUITY 053484101 36 845 SH SOLE 1 845
AVANEX CORP EQUITY 05348W109 87 21,962 SH SOLE 1 21,962
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AVAYA INC EQUITY 053499109 3 442 SH DEFINED 2 442
AVAYA INC. EQUITY 053499109 1097 169,808 SH SOLE 1 169,808
AVERY DENNISON CORP EQUITY 053611109 6599 131,457 SH DEFINED 2 131,457
AVERY DENNISON CORP. EQUITY 053611109 2613 52,060 SH SOLE 1 52,060
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AVX CORP EQUITY 002444107 25 2,244 SH SOLE 1 2,244
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AZTAR CORP. EQUITY 054802103 173 10,725 SH SOLE 1 10,725
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BALDOR ELECTRIC CO. EQUITY 057741100 229 11,127 SH SOLE 1 11,127
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BALL CORP. EQUITY 058498106 1160 25,495 SH SOLE 1 25,495
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BANKRATE INC EQUITY 06646V108 26 2,140 SH SOLE 1 2,140
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BARR LABS INC EQUITY 068306109 4801 73,300 SH DEFINED 2 73,300
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BARRA, INC. EQUITY 068313105 202 5,656 SH SOLE 1 5,656
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Bellsouth Corp EQUITY 079860102 1,864 70,000 SH DEFINED 4 70,000
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BERRY PETROLEUM CO. CLASS A EQUITY 085789105 108 6,005 SH SOLE 1 6,005
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BEVERLY ENTERPRISE INC COM NEW EQUITY 087851309 2 574,200 SH Sole 3 574,200
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BIOLASE TECHNOLOGY INC EQUITY 090911108 77 7,163 SH SOLE 1 7,163
BIOMARIN PHARMACEUTICAL IN EQUITY 09061G101 2,468 252,900 SH DEFINED 2 252,900
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BIOTECH HOLDRS TR EQUITY 09067D201 14,889 120,800 SH DEFINED 2 120,800
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BJ SERVICES CO. EQUITY 055482103 2,637 70,580 SH SOLE 1 70,580
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BLAIR CORP EQUITY 092828102 56 2,515 SH SOLE 1 2,515
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BLOCKBUSTER INC -CLA EQUITY 093679108 9 505 SH SOLE 1 505
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BOCA RESORTS INC -CL A EQUITY 09688T106 123 9,469 SH SOLE 1 9,469
BOEING CO EQUITY 097023105 9,773 284,760 SH DEFINED 2 284,760
Boeing Co EQUITY 097023105 858 25,000 SH DEFINED 4 25,000
BOEING CO. EQUITY 097023105 12,654 368,710 SH SOLE 1 368,710
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BORLAND SOFTWARE CORP. EQUITY 099849101 263 26,906 SH SOLE 1 26,906
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BOSTON COMMUNICATIONS GROUP EQUITY 100582105 103 6,078 SH SOLE 1 6,078
BOSTON PRIVATE FINANCIAL HOLDI EQUITY 101119105 161 7,632 SH SOLE 1 7,632
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BOSTON SCIENTIFIC CORP EQUITY 101137107 16,234 265,700 SH DEFINED 2 265,700
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BOYD GAMING CORP. EQUITY 103304101 210 12,175 SH SOLE 1 12,175
BOYDS COLLECTION, LTD. EQUITY 103354106 34 7,193 SH SOLE 1 7,193
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BP P.L.C. EQUITY 055622104 1,891 45,000 SH DEFINED 4 45,000
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BRASIL DISTR PAO ACU-SP ADR EQUITY 20440T201 325 21,200 SH SOLE 1 21,200
BRAZIL TELECOM PART SA -ADR EQUITY 105530109 528 14,100 SH SOLE 1 14,100
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BRIGGS & STRATTON CORP. EQUITY 109043109 415 8,223 SH SOLE 1 8,223
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BRIGHT HORIZON FAMILY COM EQUITY 109195107 28 835,152 SH Sole 3 827,252 7,900
BRIGHT HORIZONS FAM. SOLUTIONS EQUITY 109195107 151 4,501 SH SOLE 1 4,501
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BRINKER INTL INC EQUITY 109641100 11 301,726 SH Sole 3 260,400 41,326
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BRISTOL MYERS SQUIBB CO EQUITY 110122108 28687 1,056,619 SH DEFINED 2 1,056,619
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BROADCOM CORP. EQUITY 111320107 3359 134,835 SH SOLE 1 134,835
BROADVISION INC EQUITY 111412607 54 9,755 SH SOLE 1 9,755
BROCADE COMMUNICATION EQUITY 111621108 109 18,390 SH SOLE 1 18,390
BROOKFIELD HOMES CORP EQUITY 112723101 92 5,979 SH SOLE 1 5,979
BROOKLINE BANCORP INC EQUITY 11373M107 307 21,906 SH SOLE 1 21,906
BROOKS AUTOMATION INC EQUITY 114340102 159 14,020 SH SOLE 1 14,020
BROOKSTONE INC EQUITY 114537103 61 3,051 SH SOLE 1 3,051
BROWN & BROWN INC EQUITY 115236101 2970 91,388 SH SOLE 1 91,388
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BROWN, TOM INC. EQUITY 115660201 334 12,005 SH SOLE 1 12,005
BROWN-FORMAN CORP CLASS B EQUITY 115637209 2083 26,497 SH SOLE 1 26,497
BRT REALTY TRUST EQUITY 055645303 21 1,324 SH SOLE 1 1,324
BRUCKER DALTRONICS INC EQUITY 116795105 22 4,161 SH SOLE 1 4,161
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BRUNSWICK CORP. EQUITY 117043109 1006 40,202 SH SOLE 1 40,202
BRUSH ENGINEERED MATERIALS EQUITY 117421107 42 5,076 SH SOLE 1 5,076
BRYN MAWR BK CORP EQUITY 117665109 50 1,337 SH SOLE 1 1,337
BSB BANCORP, INC. EQUITY 055652101 76 3,071 SH SOLE 1 3,071
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BUCKEYE TECHNOLOGIES INC EQUITY 118255108 69 10,150 SH SOLE 1 10,150
BUCKLE, INC. EQUITY 118440106 55 2,850 SH SOLE 1 2,850
BUILDING MATERIAL HOLDING CORP EQUITY 120113105 69 4,661 SH SOLE 1 4,661
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BURLINGTON NORTHERN SANTA FE EQUITY 12189T104 6041 212,410 SH SOLE 1 212,410
BURLINGTON RES INC EQUITY 122014103 2379 44,000 SH DEFINED 2 44,000
BURLINGTON RESOURCES, INC. EQUITY 122014103 4693 86,790 SH SOLE 1 86,790
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C & D TECHNOLOGIES, INC. EQUITY 124661109 112 7,766 SH SOLE 1 7,766
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C. H. ROBINSON WORLDWIDE, INC. EQUITY 12541W100 4181 117,973 SH SOLE 1 117,973
C. R. BARD, INC. EQUITY 067383109 1659 23,263 SH SOLE 1 23,263
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CABOT CORP. EQUITY 127055101 2381 82,955 SH SOLE 1 82,955
CABOT MICROELECTRONICS CORP EQUITY 12709P103 1987 39,397 SH SOLE 1 39,397
CABOT OIL & GAS CORP., CLASS A EQUITY 127097103 263 9,535 SH SOLE 1 9,535
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CALIFORNIA PIZZA KITCHEN INC EQUITY 13054D109 136 6,310 SH SOLE 1 6,310
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CALPINE CORP. EQUITY 131347106 1119 169,621 SH SOLE 1 169,621
CAMBREX CORP. EQUITY 132011107 169 7,343 SH SOLE 1 7,343
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CAMDEN NATL CORP EQUITY 133034108 84 3,039 SH SOLE 1 3,039
CAMDEN POPERTY TRUST EQUITY 133131102 16 462 SH SOLE 1 462
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CAMPBELL SOUP CO. EQUITY 134429109 4589 187,310 SH SOLE 1 187,310
CANDELA CORP EQUITY 136907102 34 2,931 SH SOLE 1 2,931
CANTEL MEDICAL CORP EQUITY 138098108 34 2,569 SH SOLE 1 2,569
CAPITAL AUTOMOTIVE REIT EQUITY 139733109 263 9,379 SH SOLE 1 9,379
CAPITAL CITY BANK GROUP, INC. EQUITY 139674105 120 3,333 SH SOLE 1 3,333
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CAPITAL ONE FINL CORP COM EQUITY 14040H105 12 244,616 SH Sole 3 205,600 39,016
CAPITOL BANCORP LTD EQUITY 14056D105 90 3,324 SH SOLE 1 3,324
CAPITOL FEDERAL FINANCIAL EQUITY 14057C106 8 288 SH SOLE 1 288
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Cardinal Health Inc EQUITY 14149Y108 1286 20,000 SH DEFINED 4 20,000
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CAREER ED CORP EQUITY 141665109 1581 23,100 SH DEFINED 2 23,100
CAREER EDUCATION CORP EQUITY 141665109 4285 62,738 SH SOLE 1 62,738
CAREER EDUCATION CORP COM EQUITY 141665109 37 547,872 SH Sole 3 518,224 29,648
CAREMARK RX INC EQUITY 141705103 107 4,149 SH SOLE 1 4,149
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CARNIVAL CORP EQUITY 143658300 8832 271,660 SH SOLE 1 271,660
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CARPENTER TECHNOLOGY CORP. EQUITY 144285103 582 37,290 SH SOLE 1 37,290
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CARRAMERICA REALTY CORPORATION EQUITY 144418100 15 537,684 SH Sole 3 537,684
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CASCADE CORP EQUITY 147195101 68 3,896 SH SOLE 1 3,896
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CATALINA MARKETING CORP. EQUITY 148867104 1512 85,685 SH SOLE 1 85,685
CATAPULT COMM CORP EQUITY 149016107 22 2,129 SH SOLE 1 2,129
CATELLUS DEVELOPMENT EQUITY 149111106 26 1,200 SH SOLE 1 1,200
Caterpillar EQUITY 149123101 1670 30,000 SH DEFINED 4 30,000
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CATHAY BANCORP INC. EQUITY 149150104 263 5,892 SH SOLE 1 5,892
CATO CORP. CLASS A EQUITY 149205106 134 6,343 SH SOLE 1 6,343
CAVALRY BANCORP INC EQUITY 149547101 33 1,947 SH SOLE 1 1,947
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CELGENE CORP EQUITY 151020104 1520 50,000 SH DEFINED 2 50,000
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CEMEX SA -SPONS ADR PART CER EQUITY 151290889 1189 53,335 SH SOLE 1 53,335
Cemig-Energetica De Minas Gerais-ADR EQUITY 204409601 268 14,500 SH SOLE 1 14,500
CENDANT CORP. EQUITY 151313103 9347 510,190 SH SOLE 1 510,190
CENTENE CORP DEL EQUITY 15135B101 143 3,711 SH SOLE 1 3,711
CENTENE CORP DEL EQUITY 15135B101 1680 43,200 SH DEFINED 2 43,200
CENTENNIAL CELLULAR CORP. EQUITY 15133V208 16 4,076 SH SOLE 1 4,076
CENTER BANCORP INC EQUITY 151408101 43 2,860 SH SOLE 1 2,860
CENTER FINANCIAL CORP EQUITY 15146E102 26 1,757 SH SOLE 1 1,757
CENTERPOINT ENERGY INC EQUITY 15189T107 1147 140,696 SH SOLE 1 140,696
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CENTERPOINT PROPERTIES CORP. EQUITY 151895109 20 323 SH SOLE 1 323
CENTEX CONSTRUCTION PRODUCTION EQUITY 15231R109 100 2,482 SH SOLE 1 2,482
CENTEX CORP. EQUITY 152312104 2160 27,764 SH SOLE 1 27,764
CENTILLIUM COMMUNICATIONS EQUITY 152319109 109 11,138 SH SOLE 1 11,138
CENTILLIUM COMMUNICATIONS INC EQUITY 152319109 1 96,200 SH Sole 3 96,200
CENTRAL COAST BANCORP EQUITY 153145107 52 3,097 SH SOLE 1 3,097
CENTRAL EURO DISTRIBUTION CP EQUITY 153435102 53 2,645 SH SOLE 1 2,645
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CEPHEID EQUITY 15670R107 53 10,725 SH SOLE 1 10,725
CERADYNE INC EQUITY 156710105 50 2,681 SH SOLE 1 2,681
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CHICAGO MERCANTILE EXCHANGE EQUITY 167760107 5 75 SH SOLE 1 75
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CHINA PETROLEUM & CHEM-ADR EQUITY 16941R108 840 34,800 SH SOLE 1 34,800
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COX RADIO INC-CL A EQUITY 224051102 12 513 SH SOLE 1 513
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CRANE CO. EQUITY 224399105 1316 58,148 SH SOLE 1 58,148
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CTS CORP. EQUITY 126501105 136 12,985 SH SOLE 1 12,985
CUBIC CORP. EQUITY 229669106 131 5,883 SH SOLE 1 5,883
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DAVE & BUSTERS INC EQUITY 23833N104 46 4,212 SH SOLE 1 4,212
DAVITA INC EQUITY 23918K108 23 870 SH SOLE 1 870
DEAN FOODS CO EQUITY 242370104 5713 181,354 SH SOLE 1 181,354
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DIAL CORP. EQUITY 25247D101 2498 128,432 SH SOLE 1 128,432
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DUN & BRADSTREET CORP NEW WI EQUITY 26483E100 4117 100,180 SH SOLE 1 100,180
DUPONT PHOTOMASKS EQUITY 26613X101 85 4,533 SH SOLE 1 4,533
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EDUCATION MGMT CORP COM EQUITY 28139T101 11 208,100 SH Sole 3 205,400 2,700
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ELECTRONIC DATA SYS CORP N EQUITY 285661104 9314 434,240 SH DEFINED 2 434,240
ELECTRONIC DATA SYSTEMS CORP. EQUITY 285661104 5026 234,316 SH SOLE 1 234,316
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EMMIS COMMUNICATIONS CORP. CLASS A EQUITY 291525103 2058 88,968 SH SOLE 1 88,968
EMPIRE DISTRICT ELECTRIC CO. EQUITY 291641108 188 8,634 SH SOLE 1 8,634
EMPRESA NACIONAL DE ELEC ADR EQUITY 29244T101 600 66,610 SH SOLE 1 66,610
EMS TECHNOLOGIES INC EQUITY 26873N108 55 4,052 SH SOLE 1 4,052
EMULEX CORP EQUITY 292475209 29 1,256 SH SOLE 1 1,256
ENCORE ACQUISITION CO EQUITY 29255W100 64 3,322 SH SOLE 1 3,322
ENCORE ACQUISITION CO EQUITY 29255W100 11 592,860 SH Sole 3 592,860
ENCORE WIRE CORP EQUITY 292562105 37 3,944 SH SOLE 1 3,944
ENCYSIVE PHARMACEUTICALS INC EQUITY 29256X107 80 16,836 SH SOLE 1 16,836
ENDO PHARMACEUTICALS EQUITY 29264F205 9 518 SH SOLE 1 518
ENDURANCE SPECIALTY HL SHS (F) EQUITY G30397106 7 250,600 SH Sole 3 245,500 5,100
ENERGEN CORP. EQUITY 29265N108 442 13,284 SH SOLE 1 13,284
ENERGIZER HOLDINGS INC EQUITY 29266R108 3540 112,725 SH SOLE 1 112,725
ENERGY CONVERSION DEVICES, INC EQUITY 292659109 60 6,413 SH SOLE 1 6,413
ENERGY EAST CORP EQUITY 29266M109 4061 195,599 SH SOLE 1 195,599
ENERGY PARTNERS LTD EQUITY 29270U105 92 8,003 SH SOLE 1 8,003
ENERGYSOUTH INC EQUITY 292970100 54 1,670 SH SOLE 1 1,670
Enersis S.A.-ADR EQUITY 29274F104 332 13,500 SH SOLE 1 13,500
ENGELHARD CORP. EQUITY 292845104 1388 56,054 SH SOLE 1 56,054
ENGINEERED SUPPORT SYSTEMS EQUITY 292866100 183 4,388 SH SOLE 1 4,388
ENNIS BUSINESS FORMS I EQUITY 293389102 90 6,210 SH SOLE 1 6,210
ENPRO INDUSTRIES INC EQUITY 29355X107 83 7,768 SH SOLE 1 7,768
ENSCO INTERNATIONAL, INC. EQUITY 26874Q100 5406 200,968 SH SOLE 1 200,968
ENSCO INTL INC EQUITY 26874Q100 1435 53,350 SH DEFINED 2 53,350
ENSCO INTL INC COM EQUITY 26874Q100 20 730,274 SH Sole 3 619,000 111,274
ENSTAR GROUP INC EQUITY 29358R107 46 1,151 SH SOLE 1 1,151
ENTEGRIS INC EQUITY 29362U104 271 20,068 SH SOLE 1 20,068
ENTERASYS NETWORKS INC EQUITY 293637104 234 77,236 SH SOLE 1 77,236
ENTERCOM COMM CORP CL A EQUITY 293639100 39 798,206 SH Sole 3 747,732 50,474
ENTERCOM COMMUNICATIONS CORP. EQUITY 293639100 3372 68,800 SH SOLE 1 68,800
ENTERGY ARKANSAS INC EQUITY 29364G103 5149 97,560 SH SOLE 1 97,560
ENTERTAINMENT PROPERTIES TRUST EQUITY 29380T105 189 6,557 SH SOLE 1 6,557
ENTRAVISION COMMUNIC EQUITY 29382R107 8 664 SH SOLE 1 664
ENTRUST TECHNOLOGIES INC. EQUITY 293848107 52 18,419 SH SOLE 1 18,419
ENZO BIOCHEM, INC. EQUITY 294100102 184 8,562 SH SOLE 1 8,562
ENZON PHARMACEUTICALS INC EQUITY 293904108 207 16,524 SH SOLE 1 16,524
EOG RESOURCES INC EQUITY 26875P101 2151 51,406 SH SOLE 1 51,406
EON LABS INC EQUITY 29412E100 6 182 SH SOLE 1 182
EON LABS INC EQUITY 29412E100 2109 60,000 SH DEFINED 2 60,000
EON LABS INC COM EQUITY 29412E100 17 491,600 SH Sole 3 485,700 5,900
EPICOR SOFTWARE CORPORATION EQUITY 29426L108 86 14,381 SH SOLE 1 14,381
EPIQ SYSTEMS INC EQUITY 26882D109 83 4,841 SH SOLE 1 4,841
EPIX MEDICAL INC EQUITY 26881Q101 68 4,858 SH SOLE 1 4,858
EQUIFAX, INC. EQUITY 294429105 1640 63,078 SH SOLE 1 63,078
EQUITABLE RESOURCES, INC. EQUITY 294549100 3420 83,958 SH SOLE 1 83,958
EQUITY INNS, INC. EQUITY 294703103 106 15,417 SH SOLE 1 15,417
EQUITY OFFICE PPTYS TR COM EQUITY 294741103 42 1,554,435 SH Sole 3 1,554,435
EQUITY OFFICE PROPERTIES TRUST EQUITY 294741103 18376 680,350 SH SOLE 1 680,350
EQUITY ONE INC EQUITY 294752100 171 10,452 SH SOLE 1 10,452
EQUITY RESIDENT PPTYS SH BEN I EQUITY 29476L107 32 1,235,607 SH Sole 3 1,235,607
EQUITY RESIDENTIAL EQUITY 29476L107 3155 121,564 SH SOLE 1 121,564
ERESEARCHTECHNOLOGY IN EQUITY 29481V108 152 6,801 SH SOLE 1 6,801
ERICCSON 9LM0 TEL-SP ADR EQUITY 294821608 70 6,630 SH SOLE 1 6,630
ERIE INDEMNITY COMPA EQUITY 29530P102 15 363 SH SOLE 1 363
ESB FINANCIAL CORP EQUITY 26884F102 37 2,718 SH SOLE 1 2,718
ESCO ELECTRONICS CORP EQUITY 296315104 201 4,557 SH SOLE 1 4,557
ESPEED INC EQUITY 296643109 177 8,947 SH SOLE 1 8,947
ESPERION THERAPEUTICS INC (USD) EQUITY 29664R106 218 11,200 SH SOLE 1 11,200
ESS TECHNOLOGY, INC. EQUITY 269151106 113 11,607 SH SOLE 1 11,607
ESSEX PROPERTY TRUST, INC. EQUITY 297178105 361 6,313 SH SOLE 1 6,313
ESTEE LAUDER COMPANIES-CL A EQUITY 518439104 54 1,604 SH SOLE 1 1,604
ESTERLINE TECHNOLOGIES CORP. EQUITY 297425100 138 7,919 SH SOLE 1 7,919
ETHAN ALLEN INTERIOR EQUITY 297602104 16 448 SH SOLE 1 448
ETHYL CORP EQUITY 297659609 55 5,552 SH SOLE 1 5,552
EUNIVERSE INC EQUITY 298412107 16 4,538 SH SOLE 1 4,538
EURONET WORLDWIDE INC EQUITY 298736109 65 6,062 SH SOLE 1 6,062
EVEREST RE GROUP LTD COM EQUITY G3223R108 6 75,500 SH Sole 3 63,100 12,400
EVEREST RE GROUP, LTD EQUITY G3223R108 5638 73,700 SH SOLE 1 73,700
EVERGREEN RES INC COM NO PAR EQUITY 299900308 40 743,812 SH Sole 3 724,024 19,788
EVERGREEN RESOURCES, INC. EQUITY 299900308 399 7,354 SH SOLE 1 7,354
EVERTRUST FINANCIAL GROUP IN EQUITY 300412103 37 1,599 SH SOLE 1 1,599
EVOLVE SOFTWARE INC EQUITY 30049P708 30,989 SH SOLE 1 30,989
EXACT SCIENCES CORP (USD) EQUITY 30063P105 61 5,559 SH SOLE 1 5,559
EXACTECH INC EQUITY 30064E109 33 2,255 SH SOLE 1 2,255
EXAR CORP. EQUITY 300645108 237 15,208 SH SOLE 1 15,208
EXCEL TECHNOLOGY EQUITY 30067T103 80 3,474 SH SOLE 1 3,474
EXCHANGE NATL BANCSHARES INC EQUITY 301309100 59 1,057 SH SOLE 1 1,057
EXCO RESOURCES INC EQUITY 269279204 35 1,942 SH SOLE 1 1,942
EXELIXIS, INC. EQUITY 30161Q104 110 16,005 SH SOLE 1 16,005
EXPEDIA INC -CL A EQUITY 302125109 3820 50,176 SH SOLE 1 50,176
EXPEDITORS INTERNATIONAL OF WA EQUITY 302130109 5041 146,275 SH SOLE 1 146,275
EXPRESS SCRIPTS INC EQUITY 302182100 15 226,700 SH Sole 3 195,600 31,100
EXPRESS SCRIPTS, INC. EQUITY 302182100 8762 128,080 SH SOLE 1 128,080
EXPRESSJET HOLDINGS IN EQUITY 30218U108 173 11,436 SH SOLE 1 11,436
EXTENDED STAY AMERICA INC EQUITY 30224P101 2053 152,201 SH SOLE 1 152,201
EXTREME NETWORK INC EQUITY 30226D106 193 36,692 SH SOLE 1 36,692
EXTREME NETWORKS INC COM EQUITY 30226D106 14 2,734,400 SH Sole 3 2,702,500 31,900
EXULT INC EQUITY 302284104 109 12,682 SH SOLE 1 12,682
EXXON MOBIL CORP EQUITY 30231G102 22184 617,778 SH DEFINED 2 617,778
EXXON MOBIL CORP. EQUITY 30231G102 151793 4,227,028 SH SOLE 1 4,227,028
F N B CORP VA EQUITY 302930102 60 2,208 SH SOLE 1 2,208
F&M BANCORP/FREDERICK EQUITY 302367107 202 4,094 SH SOLE 1 4,094
F5 NETWORKS INC EQUITY 315616102 140 8,452 SH SOLE 1 8,452
FACTSET RESEARCH SYSTEMS, INC. EQUITY 303075105 13 306 SH SOLE 1 306
FAIR ISSAC CORP EQUITY 303250104 3262 63,393 SH SOLE 1 63,393
FAIRCHILD CORP. CLASS A EQUITY 303698104 17 4,261 SH SOLE 1 4,261
FAIRCHILD SEMICONDUCTOR CORP. EQUITY 303726103 2013 157,366 SH SOLE 1 157,366
FALCONSTOR SOFTWARE INC EQUITY 306137100 86 12,921 SH SOLE 1 12,921
FAMILY DOLLAR STORES, INC. EQUITY 307000109 2922 76,591 SH SOLE 1 76,591
FAO INC EQUITY 30240S600 0 SH SOLE 1 0
FARGO ELECTRONICS EQUITY 30744P102 42 4,372 SH SOLE 1 4,372
FARGO ELECTRONICS INC COM EQUITY 30744P102 1 84,000 SH Sole 3 84,000
FARMER BROS. CO. EQUITY 307675108 96 283 SH SOLE 1 283
FARMERS CAPITAL BANK CORP EQUITY 309562106 73 2,280 SH SOLE 1 2,280
FASTENAL CO. EQUITY 311900104 3609 105,908 SH SOLE 1 105,908
FBL FINANCIAL GROUP, INC., CLASS A EQUITY 30239F106 90 4,442 SH SOLE 1 4,442
FEDERAL AGRIC MTG CORP EQUITY 313148306 66 2,965 SH SOLE 1 2,965
Federal Home Loan Mortgage Corp USD.8 EQUITY 313400301 452 8,910 SH SOLE 1 8,910
FEDERAL NATIONAL MORTGAGE ASSO EQUITY 313586109 31446 466,274 SH SOLE 1 466,274
FEDERAL NATL MTG ASSN EQUITY 313586109 8680 128,700 SH DEFINED 2 128,700
FEDERAL REALTY INVESTMENT TR. EQUITY 313747206 19 600 SH SOLE 1 600
FEDERAL SIGNAL CORP. EQUITY 313855108 1441 82,043 SH SOLE 1 82,043
FEDERATED DEPT STORES, INC. EQUITY 31410H101 3077 83,513 SH SOLE 1 83,513
FEDERATED INVESTORS EQUITY 314211103 1323 48,239 SH SOLE 1 48,239
FEDEX CORP EQUITY 31428X106 16233 261,700 SH DEFINED 2 261,700
FEDEX CORPORATION EQUITY 31428X106 8076 130,200 SH SOLE 1 130,200
FEI COMPANY EQUITY 30241L109 174 9,289 SH SOLE 1 9,289
FELCOR LODGING TRUST, INC. EQUITY 31430F101 146 18,589 SH SOLE 1 18,589
FERRO CORP. EQUITY 315405100 1525 67,697 SH SOLE 1 67,697
FFLC BANCORP INC EQUITY 30242W104 40 1,556 SH SOLE 1 1,556
FIDELITY BANKSHARES INC EQUITY 31604Q107 112 5,033 SH SOLE 1 5,033
FIDELITY NATIONAL FINANCIAL EQUITY 316326107 5574 181,217 SH SOLE 1 181,217
FIDELITY NATL INFO SOLUTIONS EQUITY 31620P109 126 4,822 SH SOLE 1 4,822
FIFTH THIRD BANCORP EQUITY 316773100 14230 247,830 SH SOLE 1 247,830
FILENET CORP. EQUITY 316869106 233 12,928 SH SOLE 1 12,928
FINANCIAL FEDERAL CORP. EQUITY 317492106 135 5,528 SH SOLE 1 5,528
FINANCIAL INDS CORP EQUITY 317574101 45 3,004 SH SOLE 1 3,004
FINCANCIAL INSTITUTIONS INC EQUITY 317585404 75 3,173 SH SOLE 1 3,173
FINDWHAT.COM EQUITY 317794105 81 4,224 SH SOLE 1 4,224
FINISAR CORPORATION EQUITY 31787A101 80 52,396 SH SOLE 1 52,396
FINISH LINE, INC. EQUITY 317923100 148 6,681 SH SOLE 1 6,681
FINLAY ENTERPRISES INC. EQUITY 317884203 39 2,361 SH SOLE 1 2,361
FIRST ALBANY COMPANIES INC EQUITY 318465101 32 2,659 SH SOLE 1 2,659
FIRST AMERICAN CAP TRUST CLASS A EQUITY 318522307 2696 102,321 SH SOLE 1 102,321
FIRST BANCORP NORTH CAROLINA EQUITY 318910106 73 2,828 SH SOLE 1 2,828
FIRST BANCORP/PUERTO RICO EQUITY 318672102 14 512 SH SOLE 1 512
FIRST BELL BANCORP INC EQUITY 319301107 31 1,184 SH SOLE 1 1,184
FIRST BUSEY CORP EQUITY 319383105 81 3,349 SH SOLE 1 3,349
FIRST CHARTER CORP. EQUITY 319439105 199 11,314 SH SOLE 1 11,314
FIRST CITIZENS BANC CORP EQUITY 319459202 41 1,589 SH SOLE 1 1,589
FIRST CITIZENS BANCSHARES, INC CLASS EQUITY 31946M103 234 2,321 SH SOLE 1 2,321
FIRST CMNTY BANCORP CA EQUITY 31983B101 145 4,698 SH SOLE 1 4,698
FIRST COMMONWEALTH FINANCIAL EQUITY 319829107 291 22,435 SH SOLE 1 22,435
FIRST COMMUNITY BANCSHARES INC EQUITY 31983A103 116 3,309 SH SOLE 1 3,309
FIRST CONSULTING GROUP, INC. EQUITY 31986R103 33 7,243 SH SOLE 1 7,243
FIRST DATA CORP EQUITY 319963104 9544 230,300 SH DEFINED 2 230,300
FIRST DATA CORP. EQUITY 319963104 18472 239,950 SH SOLE 1 239,950
FIRST DEFIANCE FINL CO EQUITY 32006W106 37 1,871 SH SOLE 1 1,871
FIRST ESSEX BANCORP INC EQUITY 320103104 120 2,541 SH SOLE 1 2,541
FIRST FED FINL OF KENTUCKY EQUITY 319961108 39 1,204 SH SOLE 1 1,204
FIRST FEDERAL CAPITAL CORP. EQUITY 319960100 128 6,482 SH SOLE 1 6,482
FIRST FINANCIAL BANCORP EQUITY 320209109 195 12,315 SH SOLE 1 12,315
FIRST FINANCIAL BANKSHARES EQUITY 32020R109 216 6,469 SH SOLE 1 6,469
FIRST FINANCIAL CORP. EQUITY 320218100 136 2,579 SH SOLE 1 2,579
FIRST FINANCIAL HOLDINGS, INC. EQUITY 320239106 132 4,812 SH SOLE 1 4,812
FIRST HEALTH GROUP CORP EQUITY 320960107 2766 100,200 SH DEFINED 2 100,200
FIRST HEALTH GROUP CORP. EQUITY 320960107 3697 133,861 SH SOLE 1 133,861
FIRST HORIZON PHARMACEUTICAL EQUITY 32051K106 29 7,703 SH SOLE 1 7,703
FIRST INDIANA CORP. EQUITY 32054R108 76 4,410 SH SOLE 1 4,410
FIRST INDUSTRIAL REALITY TRUST EQUITY 32054K103 1286 40,702 SH SOLE 1 40,702
FIRST INDUSTRIAL RLTY COM EQUITY 32054K103 5 172,200 SH Sole 3 172,200
FIRST M & F CORP EQUITY 320744105 42 1,299 SH SOLE 1 1,299
FIRST MERCHANTS CORP. EQUITY 320817109 161 6,660 SH SOLE 1 6,660
FIRST MIDWEST BANCORP, INC. EQUITY 320867104 18 640 SH SOLE 1 640
FIRST NATL CORP ORANGE EQUITY 320942105 72 2,910 SH SOLE 1 2,910
FIRST NIAGARA FINANCIAL GRP EQUITY 33582V108 374 26,901 SH SOLE 1 26,901
FIRST OAK BROOK BANCSH EQUITY 335847208 53 1,621 SH SOLE 1 1,621
FIRST OF LONG ISLAND CORP EQUITY 320734106 51 1,278 SH SOLE 1 1,278
FIRST PLACE FINANCIAL CORP EQUITY 33610T109 76 4,515 SH SOLE 1 4,515
FIRST REPUBLIC BANK EQUITY 336158100 105 3,962 SH SOLE 1 3,962
FIRST SENTINEL BANCORP INC EQUITY 33640T103 134 8,411 SH SOLE 1 8,411
FIRST SOUTH BANCORP IN EQUITY 33646W100 39 1,173 SH SOLE 1 1,173
FIRST ST BANCORPORATIO EQUITY 336453105 77 2,821 SH SOLE 1 2,821
FIRST TENNESSEE NATIONAL CORP. EQUITY 337162101 2474 56,340 SH SOLE 1 56,340
FIRST UNITED CORP EQUITY 33741H107 49 2,315 SH SOLE 1 2,315
FIRST VIRGINIA BANKS, INC. EQUITY 337477103 3976 92,218 SH SOLE 1 92,218
FIRSTBANK CORP/ALMA MICH EQUITY 33761G104 62 2,054 SH SOLE 1 2,054
FIRSTENERGY CORP. EQUITY 337932107 4948 128,680 SH SOLE 1 128,680
FIRSTFED AMER BANCORP EQUITY 337929103 96 2,789 SH SOLE 1 2,789
FIRSTFED FINANCIAL CORP. EQUITY 337907109 228 6,455 SH SOLE 1 6,455
FIRSTMERIT CORP. EQUITY 337915102 2587 113,459 SH SOLE 1 113,459
FISERV INC COM EQUITY 337738108 15 410,086 SH Sole 3 347,800 62,286
FISERV, INC. EQUITY 337738108 4939 138,494 SH SOLE 1 138,494
FISHER COMMUNICATIONS INC EQUITY 337756209 92 1,872 SH SOLE 1 1,872
FISHER SCIENTIFIC INT'L., INC. EQUITY 338032204 23 648 SH SOLE 1 648
FLAG FINANCIAL CORP EQUITY 33832H107 34 2,498 SH SOLE 1 2,498
FLAGSTAR BANCORP, INC. EQUITY 337930101 272 11,112 SH SOLE 1 11,112
Fleet Boston Financial Corp EQUITY 339030108 1486 50,000 SH DEFINED 4 50,000
FLEETBOSTON FINANCIAL CORP. EQUITY 339030108 66583 2,241,090 SH SOLE 1 2,241,090
FLEETBOSTON FINL CORP EQUITY 339030108 5389 181,400 SH DEFINED 2 181,400
FLEETWOOD ENTERPRISES, INC. EQUITY 339099103 101 13,664 SH SOLE 1 13,664
FLIR SYS INC EQUITY 302445101 35 1,153,774 SH Sole 3 1,124,600 29,174
FLIR SYSTEMS INC (USD) EQUITY 302445101 377 12,536 SH SOLE 1 12,536
FLORIDA EAST COAST INDUSTRIES EQUITY 340632108 142 5,559 SH SOLE 1 5,559
FLOWERS FOODS INC EQUITY 343498101 236 11,946 SH SOLE 1 11,946
FLOWSERVE CORP. EQUITY 34354P105 1797 91,371 SH SOLE 1 91,371
FLUOR CORP EQUITY 343412102 1256 37,341 SH SOLE 1 37,341
FLUSHING FINANCIAL CORP EQUITY 343873105 80 3,604 SH SOLE 1 3,604
FMC CORP. EQUITY 302491303 1362 60,182 SH SOLE 1 60,182
FMC TECHNOLOGIES INC EQUITY 30249U101 1866 88,627 SH SOLE 1 88,627
FMC TECHNOLOGIES INC COM EQUITY 30249U101 36 1,728,864 SH Sole 3 1,681,964 46,900
FMS FINANCIAL CORP EQUITY 302509104 24 1,436 SH SOLE 1 1,436
FNB CORP. EQUITY 302520101 19 634 SH SOLE 1 634
FNB CORP/NORTH CAROLINA EQUITY 302519103 46 1,878 SH SOLE 1 1,878
FOOT LOCKER INC EQUITY 344849104 26 1,948 SH SOLE 1 1,948
FOOTHILL INDEPENDENT BANCORP EQUITY 344905104 33 1,745 SH SOLE 1 1,745
FOOTSTAR INC COM EQUITY 344912100 3 238,400 SH Sole 3 238,400
FOOTSTAR, INC. EQUITY 344912100 95 7,280 SH SOLE 1 7,280
FORD MOTOR CO. EQUITY 345370860 8715 792,960 SH SOLE 1 792,960
FORD MTR CO DEL EQUITY 345370860 10858 988,000 SH DEFINED 2 988,000
FOREST CITY ENTERPRISES, INC. CLASS A EQUITY 345550107 16 398 SH SOLE 1 398
FOREST LABORATORIES, INC. EQUITY 345838106 8636 157,740 SH SOLE 1 157,740
FOREST LABS INC EQUITY 345838106 3548 64,800 SH DEFINED 2 64,800
FOREST OIL CORP EQUITY 346091705 1995 79,432 SH SOLE 1 79,432
FORRESTER RESEARCH, INC. EQUITY 346563109 85 5,268 SH SOLE 1 5,268
FORTUNE BRANDS, INC. EQUITY 349631101 3382 64,796 SH SOLE 1 64,796
FORWARD AIR CORP EQUITY 349853101 105 4,142 SH SOLE 1 4,142
FOSSIL, INC. EQUITY 349882100 217 9,175 SH SOLE 1 9,175
FOUNDRY NETWORKS INC EQUITY 35063R100 23 1,612 SH SOLE 1 1,612
FOUNDRY NETWORKS INC EQUITY 35063R100 3613 250,900 SH DEFINED 2 250,900
FOX ENTMT GROUP INC EQUITY 35138T107 2564 89,100 SH DEFINED 2 89,100
FPL GROUP, INC. EQUITY 302571104 5296 79,220 SH SOLE 1 79,220
FRANKLIN ELECTRIC CO., INC. EQUITY 353514102 140 2,532 SH SOLE 1 2,532
FRANKLIN FINL CORP TEN EQUITY 353523202 38 1,252 SH SOLE 1 1,252
FRANKLIN RESOURCES, INC. EQUITY 354613101 4370 111,846 SH SOLE 1 111,846
FREDDIE MAC EQUITY 313400301 21888 431,120 SH SOLE 1 431,120
FRED'S INC. EQUITY 356108100 366 9,789 SH SOLE 1 9,789
FREEMARKETS INC EQUITY 356602102 98 14,076 SH SOLE 1 14,076
FREEPORT-MCMORAN COPPER & GOLD CLASS EQUITY 35671D857 1580 64,486 SH SOLE 1 64,486
FREMONT GENERAL CORP. EQUITY 357288109 317 23,152 SH SOLE 1 23,152
FRIEDMAN BILLINGS RAMSEY-A EQUITY 358434108 13 968 SH SOLE 1 968
FRIEDMAN'S, INC., CLASS A EQUITY 358438109 73 6,425 SH SOLE 1 6,425
FRONTIER AIRLINES, INC. EQUITY 359065109 102 11,276 SH SOLE 1 11,276
FRONTIER FINANCIAL CORP. EQUITY 35907K105 164 5,841 SH SOLE 1 5,841
FRONTIER OIL CORP. EQUITY 35914P105 151 9,936 SH SOLE 1 9,936
FTD INC-CL A EQUITY 30265Q109 24 1,167 SH SOLE 1 1,167
FTI CONSULTING INC EQUITY 302941109 391 15,664 SH SOLE 1 15,664
FUELCELL ENERGY INC EQUITY 35952H106 106 12,921 SH SOLE 1 12,921
FULTON FIN CORP EQUITY 360271100 29 1,450 SH SOLE 1 1,450
FURNITURE BRANDS INTERNATIONAL EQUITY 360921100 1948 74,635 SH SOLE 1 74,635
FURNITURE BRANDS INTL INC EQUITY 360921100 6917 265,000 SH DEFINED 2 265,000
G & K SERVICES, INC. CLASS A EQUITY 361268105 190 6,465 SH SOLE 1 6,465
GA FINANCIAL INC EQUITY 361437106 40 1,592 SH SOLE 1 1,592
GABELLI ASSET MANAGEMENT, INC. EQUITY 36239Y102 89 2,477 SH SOLE 1 2,477
GABLES RESIDENTIAL TRUST EQUITY 362418105 282 9,345 SH SOLE 1 9,345
GALLAGHER, ARTHUR J & CO EQUITY 363576109 19394 712,999 SH SOLE 1 712,999
GALYANS TRADING INC EQUITY 36458R101 36 2,535 SH SOLE 1 2,535
GAMESTOP CORP EQUITY 36466R101 104 8,011 SH SOLE 1 8,011
GANNETT CO., INC. EQUITY 364730101 8918 116,100 SH SOLE 1 116,100
GAP INC EQUITY 364760108 16359 872,000 SH DEFINED 2 872,000
GAP, INC. EQUITY 364760108 7211 384,400 SH SOLE 1 384,400
GARDNER DENVER, INC. EQUITY 365558105 125 6,101 SH SOLE 1 6,101
GARMIN LTD EQUITY G37260109 6957 174,500 SH DEFINED 2 174,500
GART SPORTS CO EQUITY 366630101 527 -12,535 SH SOLE 1 -12,535
GARTNER INC. EQUITY 366651206 796 106,100 SH SOLE 1 106,100
GARTNER INC. CLASS A EQUITY 366651107 225 29,692 SH SOLE 1 29,692
GATEWAY, INC. EQUITY 367626108 812 222,517 SH SOLE 1 222,517
GATX CORP. EQUITY 361448103 1327 81,160 SH SOLE 1 81,160
GAYLORD ENTERTAINMENT CO. EQUITY 367905106 92 4,690 SH SOLE 1 4,690
GB&T BANCSHARES INC EQUITY 361462104 42 1,692 SH SOLE 1 1,692
GBC BANCORP EQUITY 361475106 112 2,934 SH SOLE 1 2,934
GCI, INC. EQUITY 369385109 147 16,773 SH SOLE 1 16,773
GEMSTAR-TV GUIDE INTERNATIONAL EQUITY 36866W106 14 2,837 SH SOLE 1 2,837
GENCORP, INC. EQUITY 368682100 106 11,925 SH SOLE 1 11,925
GENE LOGIC, INC. EQUITY 368689105 70 11,809 SH SOLE 1 11,809
GENENCOR INTERNATIONAL INC EQUITY 368709101 53 3,253 SH SOLE 1 3,253
GENENTECH INC EQUITY 368710406 59 820 SH DEFINED 2 820
GENENTECH, INC. EQUITY 368710406 2147 29,765 SH SOLE 1 29,765
GENERAL BINDING CORP EQUITY 369154109 28 2,305 SH SOLE 1 2,305
GENERAL CABLE CORP. EQUITY 369300108 68 12,616 SH SOLE 1 12,616
General Dynamics EQUITY 369550108 1813 25,000 SH DEFINED 4 25,000
GENERAL DYNAMICS CORP. EQUITY 369550108 9343 128,870 SH SOLE 1 128,870
General Elec Co EQUITY 369604103 1577 55,000 SH DEFINED 4 55,000
GENERAL ELEC CO EQUITY 369604103 53720 1,873,102 SH DEFINED 2 1,873,102
GENERAL ELECTRIC CO. EQUITY 369604103 203422 7,092,820 SH SOLE 1 7,092,820
GENERAL GROWTH PPTYS COM EQUITY 370021107 4 68,527 SH Sole 3 68,527
GENERAL GROWTH PROPE EQUITY 370021107 54 863 SH SOLE 1 863
GENERAL MILLS, INC. EQUITY 370334104 10162 214,350 SH SOLE 1 214,350
GENERAL MOTORS CORP. EQUITY 370442105 31089 863,580 SH SOLE 1 863,580
GENERAL MTRS CORP EQUITY 370442105 7828 217,459 SH DEFINED 2 217,459
GENERAL MTRS CORP EQUITY 370442BS3 1937 1,950,000 SH DEFINED 2 1,950,000
GENESCO, INC. EQUITY 371532102 146 8,268 SH SOLE 1 8,268
GENESEE & WYO INC EQUITY 371559105 95 4,631 SH SOLE 1 4,631
GENESIS HEALTH VENTURES INC EQUITY 37183F107 1403 79,652 SH SOLE 1 79,652
GENESIS MICROCHIP INC EQUITY 37184C103 454 33,559 SH SOLE 1 33,559
GEN-PROBE INC EQUITY 36866T103 371 9,051 SH SOLE 1 9,051
GEN-PROBE INC NEW COM EQUITY 36866T103 15 377,900 SH Sole 3 373,500 4,400
GENTA INC EQUITY 37245M207 237 17,851 SH SOLE 1 17,851
GENTA INC EQUITY 37245M207 1332 100,000 SH DEFINED 2 100,000
GENTEX CORP. EQUITY 371901109 3271 106,735 SH SOLE 1 106,735
GENTIVA HEALTH SERVICES EQUITY 37247A102 86 9,504 SH SOLE 1 9,504
GENUINE PARTS CO EQUITY 372460105 8341 260,566 SH DEFINED 2 260,566
GENUINE PARTS CO. EQUITY 372460105 2483 77,568 SH SOLE 1 77,568
GENZYME CORP EQUITY 372917104 17660 421,884 SH SOLE 1 421,884
GENZYME CORP GENL DIVISION EQUITY 372917104 836 20,000 SH DEFINED 2 20,000
GEORGIA GULF CORP. EQUITY 373200203 210 10,592 SH SOLE 1 10,592
GEORGIA-PACIFIC CORP. EQUITY 373298108 2177 114,878 SH SOLE 1 114,878
GERBER SCIENTIFIC, INC. EQUITY 373730100 53 7,935 SH SOLE 1 7,935
GERMAN AMERICAN BANCORP EQUITY 373865104 59 3,364 SH SOLE 1 3,364
GERON CORP EQUITY 374163103 82 11,254 SH SOLE 1 11,254
GETTY IMAGES INC COM EQUITY 374276103 31 745,714 SH Sole 3 712,800 32,914
GETTY IMAGES, INC. EQUITY 374276103 21 508 SH SOLE 1 508
GETTY REALTY CORP. EQUITY 374297109 132 5,929 SH SOLE 1 5,929
GEVITY HR INC EQUITY 374393106 61 5,213 SH SOLE 1 5,213
GIBRALTAR STEEL CORP. EQUITY 37476F103 74 3,596 SH SOLE 1 3,596
GILEAD SCIENCES INC EQUITY 375558103 556 10,000 SH DEFINED 2 10,000
GILEAD SCIENCES INC COM EQUITY 375558103 11 197,100 SH Sole 3 174,600 22,500
GILEAD SCIENCES, INC. EQUITY 375558103 15394 277,120 SH SOLE 1 277,120
GILLETTE CO. EQUITY 375766102 18594 583,630 SH SOLE 1 583,630
GLACIER BANCORP, INC. EQUITY 37637Q105 167 6,785 SH SOLE 1 6,785
GLADSTONE CAPITAL CORP EQUITY 376535100 68 3,329 SH SOLE 1 3,329
GLATFELTER, P.H. CO. EQUITY 377316104 1017 68,919 SH SOLE 1 68,919
GLAXO PLC EQUITY 37733W105 115 2,860 SH DEFINED 2 2,860
GLENBOROUGH REALITY TRUST, INC EQUITY 37803P105 126 6,584 SH SOLE 1 6,584
GLIMCHER REALITY TRUST EQUITY 379302102 262 11,702 SH SOLE 1 11,702
GLOBAL INDUSTRIES LT EQUITY 379336100 130 27,054 SH SOLE 1 27,054
GLOBAL PAYMENTS INC. EQUITY 37940X102 15 429 SH SOLE 1 429
GLOBAL POWER EQUIPME EQUITY 37941P108 43 9,333 SH SOLE 1 9,333
GLOBALSANTAFE CORPORATION EQUITY G3930E101 1707 73,165 SH DEFINED 2 73,165
GLOBESPAN VIRATA INC EQUITY 37957V106 335 40,128 SH SOLE 1 40,128
GOLD BANK CORP., INC. EQUITY 379907108 140 13,395 SH SOLE 1 13,395
GOLDEN TELECOM INC EQUITY 38122G107 141 6,403 SH SOLE 1 6,403
GOLDEN WEST FINANCIAL CORP. EQUITY 381317106 5280 65,990 SH SOLE 1 65,990
GOLDMAN SACHS GROUP INC EQUITY 38141G104 78844 941,425 SH SOLE 1 941,425
GOLDMAN SACHS GROUP INC EQUITY 38141G104 4414 52,700 SH DEFINED 2 52,700
GOODRICH CORP. EQUITY 382388106 1102 52,465 SH SOLE 1 52,465
GOODYEAR TIRE & RUBBER CO. EQUITY 382550101 699 133,126 SH SOLE 1 133,126
GOODYS FAMILY CLOTHING EQUITY 382588101 60 6,995 SH SOLE 1 6,995
GORMAN RUPP CO COM EQUITY 383082104 67 2,784 SH SOLE 1 2,784
GRACE, W.R. & CO. EQUITY 38388F108 222 50,431 SH SOLE 1 50,431
GRACO, INC. EQUITY 384109104 23 724 SH SOLE 1 724
GRAFTECH INTERNATIONAL LTD EQUITY 384313102 111 20,415 SH SOLE 1 20,415
GRANITE CONSTRUCTION, INC. EQUITY 387328107 1298 67,746 SH SOLE 1 67,746
GRANT PRIDECO INC EQUITY 38821G101 1916 163,053 SH SOLE 1 163,053
GRANT PRIDECO INC EQUITY 38821G101 890 75,415 SH DEFINED 2 75,415
GRANT PRIDECO INC COM EQUITY 38821G101 50 4,251,628 SH Sole 3 4,193,128 58,500
GRAPHIC PACKAGING INTL EQUITY 388690109 38 8,484 SH SOLE 1 8,484
GRAY TELEVISION INC EQUITY 389375106 188 15,167 SH SOLE 1 15,167
GRAY TELEVISION INC EQUITY 389375106 1247 100,600 SH DEFINED 2 100,600
GREAT AMERICAN FINANCIAL RES EQUITY 389915109 33 2,546 SH SOLE 1 2,546
GREAT ATLANTIC & PACIFIC TEA EQUITY 390064103 49 5,623 SH SOLE 1 5,623
GREAT LAKES CHEM CORP. EQUITY 390568103 725 35,519 SH SOLE 1 35,519
GREAT LAKES REIT, INC. EQUITY 390752103 86 5,398 SH SOLE 1 5,398
GREAT PLAINS ENERGY INC EQUITY 391164100 2684 92,950 SH SOLE 1 92,950
GREAT SOUTHERN BANCORP, INC. EQUITY 390905107 83 2,151 SH SOLE 1 2,151
GREATER BAY BANCORP EQUITY 391648102 1780 88,843 SH SOLE 1 88,843
GREATER COMMUNITY BANCORP EQUITY 39167M108 29 1,917 SH SOLE 1 1,917
GREEN MOUNTAIN COFFEE ROASTE EQUITY 393122106 26 1,347 SH SOLE 1 1,347
GREENBRIER COMPANIES INC EQUITY 393657101 22 2,040 SH SOLE 1 2,040
GREENE COUNTY BANCSHARES INC EQUITY 394361208 47 2,226 SH SOLE 1 2,226
GREENPOINT FINANCIAL CORP. EQUITY 395384100 6372 125,087 SH SOLE 1 125,087
GREIF INC CL A EQUITY 397624107 113 4,900 SH SOLE 1 4,900
GREY GLOBAL GROUP INC EQUITY 39787M108 254 329 SH SOLE 1 329
GREY WOLF, INC. EQUITY 397888108 259 64,012 SH SOLE 1 64,012
GRIFFON CORP. EQUITY 398433102 165 10,302 SH SOLE 1 10,302
GROUP 1 AUTOMOTIVE, INC. EQUITY 398905109 201 6,215 SH SOLE 1 6,215
GROUP 1 SOFTWARE INC EQUITY 39943Y103 64 3,422 SH SOLE 1 3,422
GRUPO TELEVISA SA - SPONS ADR EQUITY 40049J206 3015 87,400 SH SOLE 1 87,400
GSI COMMERCE INC EQUITY 36238G102 39 5,865 SH SOLE 1 5,865
GTC BIOTHERAPEUTICS INC EQUITY 36238T104 29 8,790 SH SOLE 1 8,790
GTECH HOLDINGS CORP. EQUITY 400518106 2870 76,226 SH SOLE 1 76,226
GUESS? INC EQUITY 401617105 17 2,862 SH SOLE 1 2,862
GUIDANT CORP. EQUITY 401698105 11731 264,280 SH SOLE 1 264,280
GUILFORD PHARMACEUTICALS INC EQUITY 401829106 38 8,614 SH SOLE 1 8,614
GUITAR CENTER INC EQUITY 402040109 10 336,600 SH Sole 3 336,600
GUITAR CENTER, INC. EQUITY 402040109 149 5,129 SH SOLE 1 5,129
GULF ISLAND FABRICATION, INC. EQUITY 402307102 45 2,675 SH SOLE 1 2,675
GULFMARK OFFSHORE, INC. EQUITY 402629109 87 5,163 SH SOLE 1 5,163
Gulfterra Energy Partners EQUITY 40274U108 2440 65,000 SH DEFINED 4 65,000
GUNDLE/SLT ENVIRONMENTAL INC EQUITY 402809107 28 2,048 SH SOLE 1 2,048
GYMBOREE CORP EQUITY 403777105 4180 249,100 SH DEFINED 2 249,100
GYMBOREE CORP. EQUITY 403777105 187 11,178 SH SOLE 1 11,178
H J HEINZ CO. EQUITY 423074103 5003 151,690 SH SOLE 1 151,690
H.B. FULLER CO. EQUITY 359694106 238 10,793 SH SOLE 1 10,793
HAEMONETICS CORP. EQUITY 405024100 114 6,073 SH SOLE 1 6,073
HAIN CELESTIAL GROUP INC EQUITY 405217100 135 8,469 SH SOLE 1 8,469
HALLIBURTON CO. EQUITY 406216101 4402 191,390 SH SOLE 1 191,390
HALLIBURTON COMPANY EQUITY 406216101 89 3,935 SH DEFINED 2 3,935
HAMPSHIRE GROUP LTD EQUITY 408859106 23 758 SH SOLE 1 758
HANCOCK FABRICS, INC. EQUITY 409900107 89 5,512 SH SOLE 1 5,512
HANCOCK HOLDING CO. EQUITY 410120109 238 5,090 SH SOLE 1 5,090
HANDLEMAN CO. EQUITY 410252100 145 9,066 SH SOLE 1 9,066
HANDSPRING INC EQUITY 410293104 25 21,710 SH SOLE 1 21,710
HANGER ORTHOPEDIC GROUP EQUITY 41043F208 90 7,866 SH SOLE 1 7,866
HANMI FINL CORP EQUITY 410495105 61 3,522 SH SOLE 1 3,522
HANOVER COMPRESSOR COMPANY EQUITY 410768105 1225 108,405 SH SOLE 1 108,405
HARBOR FLORIDA BANCSHARES EQUITY 411901101 191 7,967 SH SOLE 1 7,967
HARLAND, JOHN H. CO. EQUITY 412693103 276 10,567 SH SOLE 1 10,567
HARLEY DAVIDSON INC EQUITY 412822108 9674 242,700 SH DEFINED 2 242,700
HARLEY-DAVIDSON FUNDING EQUITY 412822108 5254 131,800 SH SOLE 1 131,800
HARLEYSVILLE GROUP, INC. EQUITY 412824104 264 11,465 SH SOLE 1 11,465
HARLEYSVILLE NATIONAL CORP. EQUITY 412850109 195 7,233 SH SOLE 1 7,233
HARMAN INT'L INDUSTRIES, INC. EQUITY 413086109 32 407 SH SOLE 1 407
HARMONIC INC. EQUITY 413160102 94 22,990 SH SOLE 1 22,990
HARMONY GOLD MNG-SPON ADR EQUITY 413216300 2400 178,180 SH SOLE 1 178,180
HARRAH'S ENTERTAINMENT, INC. EQUITY 413619107 1975 49,081 SH SOLE 1 49,081
HARRAHS ENTMT INC EQUITY 413619107 5634 140,000 SH DEFINED 2 140,000
HARRIS CORP. EQUITY 413875105 2685 89,357 SH SOLE 1 89,357
HARRIS INTERACTIVE INC EQUITY 414549105 104 16,147 SH SOLE 1 16,147
HARRIS INTERACTIVE INC COM EQUITY 414549105 2 372,100 SH Sole 3 372,100
HARSCO CORP. EQUITY 415864107 1967 54,557 SH SOLE 1 54,557
HARTE-HANKS COMMUNICATIONS EQUITY 416196103 2246 118,192 SH SOLE 1 118,192
HARTFORD FINANCIAL SVCS GROUP EQUITY 416515104 60332 1,198,005 SH SOLE 1 1,198,005
HARVEST NATURAL RESOUR EQUITY 41754V103 85 13,390 SH SOLE 1 13,390
HASBRO, INC. EQUITY 418056107 1342 76,755 SH SOLE 1 76,755
HAVERTY FURNITURE COMPANIES EQUITY 419596101 105 6,011 SH SOLE 1 6,011
HAWAIIAN ELECTRIC INDUSTRIES, EQUITY 419870100 2913 63,543 SH SOLE 1 63,543
HAWTHORNE FINL CORP EQUITY 420542102 101 2,921 SH SOLE 1 2,921
HCA INC. EQUITY 404119109 8893 277,550 SH SOLE 1 277,550
HCC INSURANCE HOLDINGS, INC. EQUITY 404132102 2496 84,416 SH SOLE 1 84,416
HEADWATERS INC EQUITY 42210P102 144 9,895 SH SOLE 1 9,895
HEALTH CARE PPTY INVS COM EQUITY 421915109 6 131,268 SH Sole 3 131,268
HEALTH CARE PPTYS INVEST INC EQUITY 421915109 35 837 SH SOLE 1 837
Health Care Prop Investors EQUITY 421915109 1906 45,000 SH DEFINED 4 45,000
HEALTH CARE REIT, INC. EQUITY 42217K106 468 15,341 SH SOLE 1 15,341
HEALTH MANAGEMENT ASSOC. EQUITY 421933102 2308 125,084 SH SOLE 1 125,084
HEALTH NET INC. CLASS A EQUITY 42222G108 5128 155,643 SH SOLE 1 155,643
Healthcare Realty Trust EQUITY 421946104 1895 65,000 SH DEFINED 4 65,000
HEALTHCARE REALTY TRUST, INC. EQUITY 421946104 17 577 SH SOLE 1 577
HEALTHCARE SVCS GRP IN EQUITY 421906108 49 3,560 SH SOLE 1 3,560
HEALTHEXTRAS INC EQUITY 422211102 187 23,914 SH SOLE 1 23,914
HEARST ARGYLE TELEVISION I EQUITY 422317107 2606 100,600 SH DEFINED 2 100,600
HEARST-ARGYLE TELEVI EQUITY 422317107 11 417 SH SOLE 1 417
HEARTLAND EXPRESS INC EQUITY 422347104 3952 177,603 SH DEFINED 2 177,603
HEARTLAND EXPRESS, INC. EQUITY 422347104 260 11,503 SH SOLE 1 11,503
HECLA MNG CO EQUITY 422704106 176 41,594 SH SOLE 1 41,594
HEICO CORP. EQUITY 422806109 61 4,989 SH SOLE 1 4,989
HEIDRICK & STRUGGLES INT'L EQUITY 422819102 78 6,192 SH SOLE 1 6,192
HELIX TECHNOLOGY CORP. EQUITY 423319102 130 9,924 SH SOLE 1 9,924
HELMERICH & PAYNE, INC. EQUITY 423452101 3421 117,157 SH SOLE 1 117,157
HENRY JACK & ASSOCIATES EQUITY 426281101 2111 117,959 SH SOLE 1 117,959
HENRY SCHEIN INC EQUITY 806407102 3240 61,704 SH SOLE 1 61,704
HERCULES, INC. EQUITY 427056106 853 86,146 SH SOLE 1 86,146
HERITAGE COMMERCE CORP EQUITY 426927109 51 4,271 SH SOLE 1 4,271
HERITAGE FINANCIAL CORP EQUITY 42722X106 45 2,050 SH SOLE 1 2,050
HERITAGE PPTY INVT TR COM EQUITY 42725M107 18 681,800 SH Sole 3 681,800
HERITAGE PROPERTY INVESTMENT EQUITY 42725M107 191 7,038 SH SOLE 1 7,038
HERLEY INDS INC DEL EQUITY 427398102 69 4,133 SH SOLE 1 4,133
HERMAN MILLER, INC. EQUITY 600544100 21898 1,091,633 SH SOLE 1 1,091,633
HERSHEY FOODS CORP. EQUITY 427866108 4369 62,720 SH SOLE 1 62,720
HEWITT ASSOCIATES INC-CL A EQUITY 42822Q100 7 276 SH SOLE 1 276
HEWLETT PACKARD CO EQUITY 428236103 24795 1,164,104 SH DEFINED 2 1,164,104
HEWLETT PACKARD CO. EQUITY 428236103 40550 1,903,761 SH SOLE 1 1,903,761
HEXCEL CORP. EQUITY 428291108 27 8,444 SH SOLE 1 8,444
HIBBETT SPORTING GOODS, INC. EQUITY 428565105 91 2,769 SH SOLE 1 2,769
HIBERNIA CORP EQUITY 428656102 5145 283,300 SH DEFINED 2 283,300
HIBERNIA CORP. CLASS A EQUITY 428656102 3831 210,956 SH SOLE 1 210,956
HICKORY TECH CORP EQUITY 429060106 55 4,917 SH SOLE 1 4,917
HIGHWOODS PPTYS INC COM EQUITY 431284108 18 792,400 SH Sole 3 792,400
HIGHWOODS PROPERTIES, INC. EQUITY 431284108 454 20,337 SH SOLE 1 20,337
HILB, ROGAL & HAMILTON CO. EQUITY 431294107 389 11,420 SH SOLE 1 11,420
HILLENBRAND INDUSTRIES, INC. EQUITY 431573104 4184 82,932 SH SOLE 1 82,932
HILTON HOTELS CORP EQUITY 432848109 2147 167,896 SH SOLE 1 167,896
HILTON HOTELS CORP COM EQUITY 432848109 4 297,800 SH Sole 3 297,800
HISPANIC BROADCASTING CORP. CLASS A EQUITY 43357B104 7555 296,840 SH SOLE 1 296,840
HI-TECH PHARMACAL CO INC EQUITY 42840B101 68 1,668 SH SOLE 1 1,668
HOLLINGER INTERNATIONAL, INC. EQUITY 435569108 172 15,950 SH SOLE 1 15,950
HOLLIS-EDEN PHARMACEUTICALS EQUITY 435902101 32 2,562 SH SOLE 1 2,562
HOLLY CORP. EQUITY 435758305 104 3,753 SH SOLE 1 3,753
HOLLYWOOD ENTERTAINMENT CORP. EQUITY 436141105 351 20,206 SH SOLE 1 20,206
HOLLYWOOD PARK, INC. EQUITY 723456109 56 8,174 SH SOLE 1 8,174
HOLOGIC INC EQUITY 436440101 98 7,487 SH SOLE 1 7,487
HOME DEPOT EQUITY 437076102 127 3,897 SH DEFINED 2 3,897
HOME DEPOT, INC. EQUITY 437076102 33280 1,004,830 SH SOLE 1 1,004,830
HOME PPTYS N Y INC COM EQUITY 437306103 12 341,420 SH Sole 3 341,420
HOME PROPERTIES OF NY, INC. EQUITY 437306103 373 10,590 SH SOLE 1 10,590
HOMESTORE.COM EQUITY 437852106 57 33,055 SH SOLE 1 33,055
HON INDUSTRIES INC. EQUITY 438092108 2387 78,251 SH SOLE 1 78,251
HONEYWELL INTERNATIONAL INC. EQUITY 438516106 10037 373,810 SH SOLE 1 373,810
HONEYWELL INTL INC EQUITY 438516106 19654 732,001 SH DEFINED 2 732,001
HOOKER FURNITURE CORP EQUITY 439038100 29 1,156 SH SOLE 1 1,156
HOOPER HOLMES, INC. EQUITY 439104100 139 21,574 SH SOLE 1 21,574
HORACE MANN EDUCATORS CORP. EQUITY 440327104 1156 71,673 SH SOLE 1 71,673
HORIZON FINANCIAL CORP EQUITY 44041F105 64 4,050 SH SOLE 1 4,050
HORIZON OFFSHORE, INC. EQUITY 44043J105 50 10,045 SH SOLE 1 10,045
HORIZON ORGANIC HOLDIN EQUITY 44043T103 1255 52,863 SH SOLE 1 52,863
HORMEL FOODS CORP. EQUITY 440452100 4387 185,121 SH SOLE 1 185,121
HOSPITALITY PPTYS TR COM SH BE EQUITY 44106M102 3 86,100 SH Sole 3 86,100
HOST MARRIOTT CORP COM EQUITY 44107p104 4 446,750 SH Sole 3 446,750
HOT TOPIC INC EQUITY 441339108 322 11,947 SH SOLE 1 11,947
HOUSTON EXPLORATION COMPAN EQUITY 442120101 180 5,181 SH SOLE 1 5,181
HOVNANIAN ENTER, INC. COM PAR $0.01 EQUITY 442487203 14 234 SH SOLE 1 234
HOVNANIAN ENTERPRISES CL A EQUITY 442487203 6 100,400 SH Sole 3 99,000 1,400
HRPT PROPERTIES TRUST EQUITY 40426W101 16 1,771 SH SOLE 1 1,771
HS RESOURCES, INC. EQUITY 492386107 2191 48,905 SH SOLE 1 48,905
HSBC HOLDINGS PLC-SPONS ADR EQUITY 404280406 1099 18,595 SH SOLE 1 18,595
HUBBELL INC. CLASS B EQUITY 443510201 2634 79,586 SH SOLE 1 79,586
HUDSON CITY BANCORP EQUITY 443683107 26 1,011 SH SOLE 1 1,011
HUDSON HIGHLAND GROUP INC EQUITY 443792106 53 2,816 SH SOLE 1 2,816
HUDSON RIVER BANKCORP. EQUITY 444128102 161 5,769 SH SOLE 1 5,769
HUGHES SUPPLY, INC. EQUITY 444482103 309 8,909 SH SOLE 1 8,909
HUMAN GENOME SCIENCES, INC. EQUITY 444903108 115 9,088 SH SOLE 1 9,088
Humana Inc. EQUITY 444859102 1208 80,000 SH DEFINED 4 80,000
HUMANA, INC. EQUITY 444859102 1161 76,869 SH SOLE 1 76,869
HUMBOLDT BANCORP EQUITY 445069107 70 4,700 SH SOLE 1 4,700
HUNGARIAN TELEPHONE & CABLE EQUITY 445542103 12 1,275 SH SOLE 1 1,275
HUNT J B TRANS SVCS INC EQUITY 445658107 4802 127,200 SH DEFINED 2 127,200
HUNT JB TRANS SVC INC COM EQUITY 445658107 11 293,024 SH Sole 3 252,100 40,924
HUNTINGTON BANCSHARES, INC. EQUITY 446150104 1989 101,970 SH SOLE 1 101,970
HUSDON UNITED BANCORP EQUITY 444165104 21 621 SH SOLE 1 621
HUTCHINSON TECHNOLOGY COM EQUITY 448407106 26 803,400 SH Sole 3 793,400 10,000
HUTCHINSON TECHNOLOGY, INC. EQUITY 448407106 288 8,692 SH SOLE 1 8,692
HYDRIL COMPANY EQUITY 448774109 143 5,242 SH SOLE 1 5,242
HYPERCOM CORP EQUITY 44913M105 41 9,872 SH SOLE 1 9,872
HYPERION SOLUTIONS CORP EQUITY 44914M104 468 13,862 SH SOLE 1 13,862
HYPERION SOLUTIONS CP COM EQUITY 44914M104 13 395,600 SH Sole 3 390,900 4,700
I SHARES MSCI EMU EQUITY 464286608 51 1,040 SH SOLE 1 1,040
I SHARES MSCI JAPAN INDEX FUND EQUITY 464286848 225 30,900 SH SOLE 1 30,900
IBERIABANK CORP EQUITY 450828108 125 2,550 SH SOLE 1 2,550
IBT BANCORP INC/IRWIN PA EQUITY 44923F108 49 989 SH SOLE 1 989
ICICI BANK LTD-SPON ADR EQUITY 45104G104 827 113,820 SH SOLE 1 113,820
ICN PHARMACEUTICALS, INC. EQUITY 448924100 1888 112,621 SH SOLE 1 112,621
Icon Plc - Sponsored ADR EQUITY 45103T107 2246 70,600 SH SOLE 1 70,600
ICOS CORPORATION EQUITY 449295104 153 4,147 SH SOLE 1 4,147
ICT GROUP INC EQUITY 44929Y101 21 2,088 SH SOLE 1 2,088
ICU MED INC COM EQUITY 44930G107 1 32,200 SH Sole 3 32,200
ICU MEDICAL, INC. EQUITY 44930G107 125 4,011 SH SOLE 1 4,011
IDACORP, INC. EQUITY 451107106 1715 65,324 SH SOLE 1 65,324
IDEC PHARMACEUTICALS CORP EQUITY 449370105 5908 173,750 SH DEFINED 2 173,750
IDEC PHARMACEUTICALS CORP. EQUITY 449370105 7426 218,667 SH SOLE 1 218,667
IDENTIX INC EQUITY 451906101 206 32,504 SH SOLE 1 32,504
IDEX CORP. EQUITY 45167R104 380 10,490 SH SOLE 1 10,490
IDEXX LABORATORIES, INC. EQUITY 45168D104 17 498 SH SOLE 1 498
IDINE REWARDS NETWORK EQUITY 45168A100 117 8,521 SH SOLE 1 8,521
IDT CORP. EQUITY 448947101 14 810 SH SOLE 1 810
IDX SYSTEMS CORP. EQUITY 449491109 102 6,558 SH SOLE 1 6,558
IGATE CORP EQUITY 45169U105 27 7,707 SH SOLE 1 7,707
IGEN INTERNATIONAL, INC. EQUITY 449536101 214 6,826 SH SOLE 1 6,826
IHOP CORP. EQUITY 449623107 238 7,525 SH SOLE 1 7,525
II-VI INC EQUITY 902104108 95 4,159 SH SOLE 1 4,159
IKON OFFICE SOLUTIONS INC. EQUITY 451713101 18 1,989 SH SOLE 1 1,989
ILEX ONCOLOGY INC EQUITY 451923106 241 12,436 SH SOLE 1 12,436
ILEX ONCOLOGY INC EQUITY 451923106 1941 100,000 SH DEFINED 2 100,000
ILLINOIS TOOL WORKS, INC. EQUITY 452308109 8755 132,950 SH SOLE 1 132,950
IMAGISTICS INTL INC EQUITY 45247T104 152 5,882 SH SOLE 1 5,882
IMATION CORP COM EQUITY 45245A107 15 383,900 SH Sole 3 378,800 5,100
IMATION CORP. EQUITY 45245A107 1811 47,890 SH SOLE 1 47,890
IMC GLOBAL CHASE & CO EQUITY 449669100 10 1,500 SH DEFINED 2 1,500
IMC GLOBAL, INC. EQUITY 449669100 1516 225,929 SH SOLE 1 225,929
IMCLONE SYSTEMS EQUITY 45245W109 26 814 SH SOLE 1 814
IMMUCOR INC EQUITY 452526106 106 4,852 SH SOLE 1 4,852
IMMUNOGEN INC EQUITY 45253H101 66 15,431 SH SOLE 1 15,431
IMMUNOMEDICS, INC. EQUITY 452907108 100 15,855 SH SOLE 1 15,855
IMPAC MED SYS INC COM EQUITY 45255A104 3 138,000 SH Sole 3 138,000
IMPAC MEDICAL SYSTEMS INC EQUITY 45255A104 50 2,340 SH SOLE 1 2,340
IMPAC MORTGAGE HOLDINGS INC EQUITY 45254P102 2038 122,106 SH SOLE 1 122,106
IMPATH INC. EQUITY 45255G101 84 5,946 SH SOLE 1 5,946
IMPAX LABORATORIES INC EQUITY 45256B101 125 10,433 SH SOLE 1 10,433
IMPERIAL SUGAR CO EQUITY 453096208 1594 210,272 SH SOLE 1 210,272
IMS HEALTH, INC. EQUITY 449934108 1956 108,713 SH SOLE 1 108,713
INAMED CORP EQUITY 453235103 361 6,761 SH SOLE 1 6,761
INCYTE CORP EQUITY 45337C102 132 27,252 SH SOLE 1 27,252
INDEPENDENCE COMMUNITY BANK EQUITY 453414104 2076 73,768 SH SOLE 1 73,768
INDEPENDENCE HLDG CO N EQUITY 453440307 26 1,233 SH SOLE 1 1,233
INDEPENDENT BANK CORP. -MASSACHUSETTS EQUITY 453836108 101 4,475 SH SOLE 1 4,475
INDEPENDENT BANK CORP.-MICHIGAN EQUITY 453838104 176 6,841 SH SOLE 1 6,841
INDEVUS PHARMACEUTICALS INC EQUITY 454072109 89 14,273 SH SOLE 1 14,273
INDEX I-SHARES RUSSELL 2000 EQUITY 464287655 605 6,800 SH SOLE 1 6,800
INDYMAC BANCORP, INC. EQUITY 456607100 1888 74,268 SH SOLE 1 74,268
INET TECHNOLOGY EQUITY 45662V105 50 4,945 SH SOLE 1 4,945
INFINITY PROPERTY & CASUALTY EQUITY 45665Q103 107 4,703 SH SOLE 1 4,703
INFOCUS CORPORATION EQUITY 45665B106 314 66,560 SH SOLE 1 66,560
INFONET SERVICES COR EQUITY 45666T106 41 25,949 SH SOLE 1 25,949
INFORMATICA CORP EQUITY 45666Q102 168 24,333 SH SOLE 1 24,333
INFORMATION HOLDINGS INC. EQUITY 456727106 88 4,808 SH SOLE 1 4,808
INFOSPACE INC. EQUITY 45678T201 132 9,644 SH SOLE 1 9,644
INFOUSA INC. CLASS B EQUITY 456818301 91 11,234 SH SOLE 1 11,234
INGERSOLL-RAND CO CL A EQUITY G4776G101 3869 81,760 SH SOLE 1 81,760
INGLES MARKETS, INC., CLASS A EQUITY 457030104 33 3,246 SH SOLE 1 3,246
INGRAM MICRO INC. CLASS A EQUITY 457153104 16 1,456 SH SOLE 1 1,456
INNKEEPERS USA TRUST EQUITY 4576J0104 69 10,207 SH SOLE 1 10,207
INNOVEX INC/MN EQUITY 457647105 59 5,781 SH SOLE 1 5,781
INPUT/OUTPUT, INC. EQUITY 457652105 90 16,797 SH SOLE 1 16,797
INSIGHT COMMUNICATIO EQUITY 45768V108 225 16,889 SH SOLE 1 16,889
INSIGHT ENTERPRISES, INC. EQUITY 45765U103 175 17,543 SH SOLE 1 17,543
INSIGNIA FINANCIAL GROUP INC. EQUITY 45767A105 84 7,585 SH SOLE 1 7,585
INSITUFORM TECHNOLOGIES, INC. CLASS A EQUITY 457667103 151 8,565 SH SOLE 1 8,565
INSPIRE PHARMACEUTICALS INC EQUITY 457733103 116 10,659 SH SOLE 1 10,659
INSTINET GROUP INCORPORATED EQUITY 457750107 8 1,700 SH SOLE 1 1,700
INSURANCE AUTO AUCTIONS INC COM EQUITY 457875102 42 3,319 SH SOLE 1 3,319
INSWEB CORP EQUITY 45809K202 44 9,194 SH SOLE 1 9,194
INTEGRA BANK CORP. EQUITY 45814P105 100 5,819 SH SOLE 1 5,819
INTEGRA LIFESCIENCES CORP EQUITY 457985208 13392 485,400 SH DEFINED 2 485,400
INTEGRA LIFESCIENCES HOLDINGS EQUITY 457985208 178 6,769 SH SOLE 1 6,769
INTEGRAL SYS INC MD COM EQUITY 45810H107 5 233,400 SH Sole 3 233,400
INTEGRAL SYSTEMS INC/MD EQUITY 45810H107 73 3,693 SH SOLE 1 3,693
INTEGRATED CIRCUIT SYS COM EQUITY 45811K208 46 1,467,556 SH Sole 3 1,429,400 38,156
INTEGRATED CIRCUIT SYSTEMS EQUITY 45811K208 3092 98,433 SH SOLE 1 98,433
INTEGRATED DEFENSE TEC EQUITY 45819B101 56 3,640 SH SOLE 1 3,640
INTEGRATED DEVICE TECHNOLOGY, EQUITY 458118106 6158 558,300 SH SOLE 1 558,300
INTEGRATED ELECTRICAL SERVICES EQUITY 45811E103 87 12,034 SH SOLE 1 12,034
INTEGRATED SILICON SOLUTION EQUITY 45812P107 73 10,561 SH SOLE 1 10,561
Intel EQUITY 458140100 916 44,000 SH DEFINED 4 44,000
INTEL CORP EQUITY 458140100 24281 1,168,164 SH DEFINED 2 1,168,164
INTEL CORP. EQUITY 458140100 92923 4,465,320 SH SOLE 1 4,465,320
INTELIDATA TECHNOLOGIES CORP. EQUITY 45814T107 56 18,618 SH SOLE 1 18,618
INTER PARFUMS INC EQUITY 458334109 10 1,294 SH SOLE 1 1,294
INTERACTIVE DATA CORP EQUITY 45840J107 9 525 SH SOLE 1 525
INTERACTIVECORP EQUITY 45840Q101 11444 289,200 SH DEFINED 2 289,200
INTERCEPT INC EQUITY 45845L107 57 6,803 SH SOLE 1 6,803
INTERCHANGE FINL SVCS EQUITY 458447109 82 4,246 SH SOLE 1 4,246
INTERDIGITAL COMMUNCTN COM EQUITY 45866A105 13 555,000 SH Sole 3 548,200 6,800
INTERDIGITAL COMMUNICATION EQUITY 45866A105 21 882 SH SOLE 1 882
INTERFACE, INC. CLASS A EQUITY 458665106 76 16,543 SH SOLE 1 16,543
INTERGRAPH CORP. EQUITY 458683109 371 17,527 SH SOLE 1 17,527
INTERLAND INC EQUITY 458727104 45 45,973 SH SOLE 1 45,973
INTERMAGNETICS GENERAL CORP. EQUITY 458771102 124 6,257 SH SOLE 1 6,257
INTERMUNE INC. EQUITY 45884X103 154 9,517 SH SOLE 1 9,517
INTERNATIONAL BANCSHARES CORP. EQUITY 459044103 13 358 SH SOLE 1 358
International Bus. Machines ComStk U$ EQUITY 459200101 1119 13,560 SH SOLE 1 13,560
INTERNATIONAL BUSINESS MAC EQUITY 459200101 25012 303,140 SH DEFINED 2 303,140
INTERNATIONAL GAME TECHN EQUITY 459902102 24 232,438 SH Sole 3 199,400 33,038
INTERNATIONAL GAME TECHNOL EQUITY 459902102 1279 12,500 SH DEFINED 2 12,500
INTERNATIONAL GAME TECHNOLOGY EQUITY 459902102 3908 38,194 SH SOLE 1 38,194
INTERNATIONAL MULTIFOODS CORP. EQUITY 460043102 153 6,678 SH SOLE 1 6,678
INTERNATIONAL PAPER CO EQUITY 460146103 3280 91,800 SH DEFINED 2 91,800
INTERNATIONAL PAPER CO. EQUITY 460146103 7398 207,040 SH SOLE 1 207,040
International Rectifier EQUITY 460254105 1073 40,000 SH DEFINED 4 40,000
INTERNATIONAL RECTIFIER CORP. EQUITY 460254105 2316 86,347 SH SOLE 1 86,347
INTERNATIONAL SPEEDWAY CORP. EQUITY 460335201 2816 71,274 SH SOLE 1 71,274
INTERNET SECURITY SY EQUITY 46060X107 1144 80,222 SH SOLE 1 80,222
INTERPOOL, INC. EQUITY 46062R108 42 2,558 SH SOLE 1 2,558
INTERPORE INTERNATIONAL EQUITY 46062W107 84 6,614 SH SOLE 1 6,614
INTERPUBLIC GROUP CORP EQUITY 460690100 3417 255,358 SH SOLE 1 255,358
INTERPUBLIC GROUP COS INC EQUITY 460690100 7537 563,325 SH DEFINED 2 563,325
INTERSIL CORP EQUITY 46069S109 3369 126,600 SH DEFINED 2 126,600
INTERSIL CORP -CL A EQUITY 46069S109 13405 503,755 SH SOLE 1 503,755
INTERSTATE BAKERIES CORP. EQUITY 46072H108 973 76,637 SH SOLE 1 76,637
INTERTAN INC. EQUITY 461120107 64 7,806 SH SOLE 1 7,806
INTER-TEL, INC. EQUITY 458372109 151 7,070 SH SOLE 1 7,070
INTERVOICE-BRITE INC. EQUITY 461142101 62 12,971 SH SOLE 1 12,971
INTERWOVEN INC EQUITY 46114T102 86 39,132 SH SOLE 1 39,132
INTL BUSINESS MACHINES CORP EQUITY 459200101 109390 1,325,940 SH SOLE 1 1,325,940
INT'L. FLAVORS & FRAGRANCES, EQUITY 459506101 1325 41,508 SH SOLE 1 41,508
INTRADO INC EQUITY 46117A100 87 5,483 SH SOLE 1 5,483
INTROGEN THERAPEUTICS INC EQUITY 46119F107 409 75,000 SH DEFINED 2 75,000
Intuit EQUITY 461202103 892 20,000 SH DEFINED 4 20,000
INTUIT, INC. EQUITY 461202103 4735 106,155 SH SOLE 1 106,155
INTUITIVE SURGICAL INC EQUITY 46120E107 92 12,124 SH SOLE 1 12,124
INVACARE CORP. EQUITY 461203101 329 9,974 SH SOLE 1 9,974
INVERESK RESEARCH GROUP INC EQUITY 461238107 202 11,264 SH SOLE 1 11,264
INVERNESS MEDICAL INNOVATION EQUITY 46126P106 75 3,872 SH SOLE 1 3,872
INVESTMENT TECHNOLOGY GROUP EQUITY 46145F105 1502 80,755 SH SOLE 1 80,755
INVESTORS FINANCIAL SERVICES EQUITY 461915100 2541 87,531 SH SOLE 1 87,531
INVESTORS REAL ESTATE TRUST EQUITY 461730103 145 13,645 SH SOLE 1 13,645
INVISION TECHNOLOGIES EQUITY 461851107 160 6,526 SH SOLE 1 6,526
INVITROGEN CORP EQUITY 46185R100 597 15,554 SH SOLE 1 15,554
INVITROGEN CORP EQUITY 46185R100 767 20,000 SH DEFINED 2 20,000
IOMEGA CORP EQUITY 462030305 207 19,515 SH SOLE 1 19,515
IONICS, INC. EQUITY 462218108 149 6,675 SH SOLE 1 6,675
IPAYMENT INC EQUITY 46262E105 45 1,901 SH SOLE 1 1,901
IPAYMENT INC COM EQUITY 46262E105 1 40,000 SH Sole 3 40,000
IPC HOLDINGS LTDS EQUITY G4933P101 392,804 11,722,000 SH SOLE 1 11,722,000
IRON MOUNTAIN INC. EQUITY 462846106 38 1,027 SH SOLE 1 1,027
IRON MTN INC DEL COM EQUITY 462846106 55 1,471,103 SH Sole 3 1,398,165 72,938
IRSA - SP GDR EQUITY 450047204 1198 132,400 SH SOLE 1 132,400
IRWIN FINANCIAL CORP. EQUITY 464119106 153 5,924 SH SOLE 1 5,924
ISHARES LEHMAN 7-10 YR TREASURY BOND EQUITY 464287440 2325 26,283 SH SOLE 1 26,283
ISHARES MSCI EAFE INDEX FUND EQUITY 464287465 4613 42,590 SH SOLE 1 42,590
ISHARES RUSSELL MIDCAP GRWTH EQUITY 464287481 579 9,400 SH SOLE 1 9,400
ISHARES RUSSELL MIDCAP VALUE EQUITY 464287473 922 11,900 SH SOLE 1 11,900
ISHARES S&P 500/BARRA GROWTH EQUITY 464287309 1037 20,900 SH SOLE 1 20,900
ISHARES S&P 500/BARRA VALUE EQUITY 464287408 985 20,640 SH SOLE 1 20,640
ISIS PHARMACEUTICALS, INC. EQUITY 464330109 90 16,889 SH SOLE 1 16,889
ISLE OF CAPRI CASINOS EQUITY 464592104 95 5,731 SH SOLE 1 5,731
ISTAR FINANCIAL INC EQUITY 45031U101 22380 613,163 SH SOLE 1 613,163
I-STAT CORP. EQUITY 450312103 52 5,857 SH SOLE 1 5,857
ITLA CAP CORP EQUITY 450565106 71 1,778 SH SOLE 1 1,778
ITRON, INC. EQUITY 465741106 166 7,744 SH SOLE 1 7,744
ITT EDUCATIONAL SERVICES, INC. EQUITY 45068B109 20 670 SH SOLE 1 670
ITT EDUCATIONAL SVCS COM EQUITY 45068B109 30 1,017,900 SH Sole 3 986,600 31,300
ITT INDUSTRIAL INC EQUITY 450911102 2687 41,055 SH SOLE 1 41,055
IVAX CORP. EQUITY 465823102 4669 261,564 SH SOLE 1 261,564
IXIA EQUITY 45071R109 56 8,732 SH SOLE 1 8,732
IXYS CORP. EQUITY 46600W106 52 6,556 SH SOLE 1 6,556
J & J SNACK FOODS CORP EQUITY 466032109 73 2,340 SH SOLE 1 2,340
J JILL GROUP INC EQUITY 466189107 110 6,535 SH SOLE 1 6,535
J P MORGAN CHASE + CO EQUITY 46625H100 28291 827,773 SH DEFINED 2 827,773
J.B. HUNT TRANSPORT SERVICES EQUITY 445658107 2012 52,798 SH SOLE 1 52,798
J.C. PENNEY CO., INC. EQUITY 708160106 27726 1,645,459 SH SOLE 1 1,645,459
J.D. EDWARDS & CO. EQUITY 281667105 24 1,708 SH SOLE 1 1,708
J.P. MORGAN CHASE AND CO. EQUITY 46625H100 33054 967,070 SH SOLE 1 967,070
J2 GLOBAL COMMUNICATIO EQUITY 46626E205 145 3,155 SH SOLE 1 3,155
J2 GLOBAL COMMUNICATNS COM NEW EQUITY 46626E205 7 158,900 SH Sole 3 157,500 1,400
JABIL CIRCUIT INC COM EQUITY 466313103 15 692,400 SH Sole 3 598,100 94,300
JABIL CIRCUT, INC. EQUITY 466313103 10813 489,256 SH SOLE 1 489,256
JACK IN THE BOX INC. EQUITY 466367109 289 12,945 SH SOLE 1 12,945
JACOBS ENGINEERING GROUP, INC. EQUITY 469814107 3134 74,352 SH SOLE 1 74,352
JACUZZI BRANDS INC EQUITY 469865109 151 28,490 SH SOLE 1 28,490
JAKKS PACIFIC, INC. EQUITY 47012E106 124 9,349 SH SOLE 1 9,349
JANUS CAPITAL GROUP EQUITY 47102X105 1750 106,707 SH SOLE 1 106,707
JARDEN CORP EQUITY 471109108 151 5,444 SH SOLE 1 5,444
JC Penney Co Inc (Holding Co) USD0.5 EQUITY 708160106 234 13,870 SH SOLE 1 13,870
JDA SOFTWARE GROUP, INC. EQUITY 46612K108 120 10,838 SH SOLE 1 10,838
JDS UNIPHASE CORP EQUITY 46612J101 3222 921,358 SH SOLE 1 921,358
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JEFFERIES GRP INC NEW COM EQUITY 472319102 34 688,940 SH Sole 3 674,600 14,340
JEFFERSON-PILOT CORP. EQUITY 475070108 5158 124,412 SH SOLE 1 124,412
JETBLUE AIRWAYS CORP EQUITY 477143101 18161 432,612 SH SOLE 1 432,612
JETBLUE AWYS CORP EQUITY 477143101 9629 227,700 SH DEFINED 2 227,700
JLG INDUSTRIES, INC. EQUITY 466210101 111 16,352 SH SOLE 1 16,352
JM SMUCKER CO/THE NEW COM WI EQUITY 832696405 2668 66,884 SH SOLE 1 66,884
JNI CORP EQUITY 46622G105 44 8,737 SH SOLE 1 8,737
JO-ANN STORES INC [A] EQUITY 47758P109 146 5,771 SH SOLE 1 5,771
JOHN B. SANFILIPPO & SON EQUITY 800422107 33 2,034 SH SOLE 1 2,034
JOHN HANCOCK FINANCIAL SERVICE EQUITY 41014S106 5956 193,819 SH SOLE 1 193,819
JOHN WILEY & SONS, INC. CLASS A EQUITY 968223206 20 761 SH SOLE 1 761
JOHNSON & JOHNSON EQUITY 478160104 84330 1,631,150 SH SOLE 1 1,631,150
JOHNSON + JOHNSON EQUITY 478160104 10577 204,560 SH DEFINED 2 204,560
Johnson and Johnson EQUITY 478160104 3102 60,000 SH DEFINED 4 60,000
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JONES APPAREL GROUP, INC. EQUITY 480074103 1700 58,090 SH SOLE 1 58,090
JONES LANG LASALLE, INC. EQUITY 48020Q107 186 11,795 SH SOLE 1 11,795
JOS A BANK CLOTHIERS INC EQUITY 480838101 57 1,690 SH SOLE 1 1,690
JOURNAL REGISTER CO. EQUITY 481138105 213 11,792 SH SOLE 1 11,792
JOY GLOBAL INC. EQUITY 481165108 269 18,199 SH SOLE 1 18,199
JUNIPER NETWORKS, INC. EQUITY 48203R104 313 25,073 SH SOLE 1 25,073
K V PHARMACEUT [A] EQUITY 482740206 241 8,654 SH SOLE 1 8,654
K V PHARMACEUTICAL (ADR) EQUITY 482740206 6 198,200 SH Sole 3 198,200
K2, INC. EQUITY 482732104 109 8,932 SH SOLE 1 8,932
KADANT INC EQUITY 48282T104 85 4,519 SH SOLE 1 4,519
KAMAN CORP., CLASS A EQUITY 483548103 95 8,315 SH SOLE 1 8,315
KANA SOFTWARE INC. EQUITY 483600300 27 8,804 SH SOLE 1 8,804
KANEB SERVICES LLC EQUITY 484173109 1182 40,490 SH SOLE 1 40,490
KANSAS CITY LIFE INSURANCE CO. EQUITY 484836101 59 1,376 SH SOLE 1 1,376
KANSAS CITY SOUTHERN EQUITY 485170302 282 23,440 SH SOLE 1 23,440
KAYDON CORP. EQUITY 486587108 220 10,563 SH SOLE 1 10,563
KB HOME EQUITY 48666K109 1310 21,139 SH SOLE 1 21,139
KCS ENERGY, INC. EQUITY 482434206 70 12,935 SH SOLE 1 12,935
KEANE, INC. EQUITY 486665102 1478 108,443 SH SOLE 1 108,443
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KELLOGG CO. EQUITY 487836108 6030 175,450 SH SOLE 1 175,450
KELLWOOD CO. EQUITY 488044108 316 9,981 SH SOLE 1 9,981
KELLY SERVICES, INC., CLASS A EQUITY 488152208 1277 53,761 SH SOLE 1 53,761
KEMET CORP. EQUITY 488360108 1492 147,681 SH SOLE 1 147,681
KENNAMETAL, INC. EQUITY 489170100 2022 59,749 SH SOLE 1 59,749
KENSEY NASH CORP EQUITY 490057106 75 2,927 SH SOLE 1 2,927
KEY BANK NA EQUITY 493267108 4618 182,740 SH SOLE 1 182,740
KEY ENERGY SERVICES INC EQUITY 492914106 21 1,981 SH SOLE 1 1,981
KEYNOTE SYSTEMS INC EQUITY 493308100 76 7,288 SH SOLE 1 7,288
Keyspan Corp EQUITY 49337W100 1773 50,000 SH DEFINED 4 50,000
KEYSPAN CORPORATION EQUITY 49337W100 22954 647,511 SH SOLE 1 647,511
KEYSTONE AUTOMOTIVE IN EQUITY 49338N109 78 4,369 SH SOLE 1 4,369
KEYSTONE PROPERTY TRUST EQUITY 493596100 128 6,892 SH SOLE 1 6,892
KFX INC EQUITY 48245L107 37 9,546 SH SOLE 1 9,546
KILROY REALTY CORP. EQUITY 49427F108 253 9,185 SH SOLE 1 9,185
KIMBALL INTERNATIONAL, INC. CLASS B EQUITY 494274103 130 8,367 SH SOLE 1 8,367
KIMBERLY-CLARK CORP. EQUITY 494368103 38698 742,200 SH SOLE 1 742,200
KIMCO REALTY EQUITY 49446R109 48 1,265 SH SOLE 1 1,265
KIMCO REALTY CORP COM EQUITY 49446R109 6 157,473 SH Sole 3 157,473
Kinder Morgan Energy Partners EQUITY 494550106 2371 60,000 SH DEFINED 4 60,000
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KINDER MORGAN INC. EQUITY 49455P101 2964 54,235 SH SOLE 1 54,235
KINDRED HEALTHCARE INC EQUITY 494580103 80 4,483 SH SOLE 1 4,483
KING PHARMACEUTICALS, INC. EQUITY 495582108 1594 108,010 SH SOLE 1 108,010
KIRBY CORP. EQUITY 497266106 198 7,009 SH SOLE 1 7,009
KIRKLAND'S INC EQUITY 497498105 67 4,085 SH SOLE 1 4,085
KLAMATH FIRST BANCORP INC EQUITY 49842P103 40 2,325 SH SOLE 1 2,325
KLA-TENCOR CORP. EQUITY 482480100 17218 370,597 SH SOLE 1 370,597
KMART HOLDING CORP EQUITY 498780105 154 5,701 SH SOLE 1 5,701
KNIGHT TRADING GROUP EQUITY 499063105 174 27,584 SH SOLE 1 27,584
KNIGHT TRANSN INC COM EQUITY 499064103 16 651,684 SH Sole 3 636,300 15,384
KNIGHT TRANSPORTATION, INC. EQUITY 499064103 229 9,227 SH SOLE 1 9,227
KNIGHTBRIDGE TANKERS LTD EQUITY G5299G106 6225 657,985 SH SOLE 1 657,985
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KOGER EQUITY, INC. EQUITY 500228101 124 7,195 SH SOLE 1 7,195
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KOHLS CORP. EQUITY 500255104 19880 386,920 SH SOLE 1 386,920
KOMAG INC EQUITY 500453204 104 8,944 SH SOLE 1 8,944
KOOKMIN BANK SPONS ADR EQUITY 50049M109 1803 59,606 SH SOLE 1 59,606
KOPIN CORP. EQUITY 500600101 162 26,389 SH SOLE 1 26,389
Korea Electric Power Corp. Kepco Sp A EQUITY 500631106 974 59,500 SH SOLE 1 59,500
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LAM RESH CORP EQUITY 512807108 4835 265,500 SH DEFINED 2 265,500
LAMAR ADVERTISING CO EQUITY 512815101 203 5,719 SH SOLE 1 5,719
LAMAR ADVERTISING CO CL A EQUITY 512815101 8 222,368 SH Sole 3 188,000 34,368
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LANNETT CO INC EQUITY 516012101 52 2,230 SH SOLE 1 2,230
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LATTICE SEMICONDUCTOR CORP. EQUITY 518415104 1559 188,052 SH SOLE 1 188,052
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LAWSON SOFTWARE EQUITY 520780107 125 16,098 SH SOLE 1 16,098
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LEAPFROG ENTERPRISES INC EQUITY 52186N106 6947 218,400 SH DEFINED 2 218,400
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LENNAR CORP COM EQUITY 526057104 14 197,539 SH Sole 3 166,400 31,139
LENNAR CORP. COM CLASS A EQUITY 526057104 6766 94,634 SH SOLE 1 94,634
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LEXINGTON CORP. PROPERTRIES EQUITY 529043101 211 11,893 SH SOLE 1 11,893
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LIBERTY CORP. EQUITY 530370105 262 6,175 SH SOLE 1 6,175
LIBERTY MEDIA CORP A EQUITY 530718105 171 14,944 SH DEFINED 2 14,944
LIBERTY PROPERTY TRUST EQUITY 531172104 3646 105,377 SH SOLE 1 105,377
LIFELINE SYS INC EQUITY 532192101 51 1,802 SH SOLE 1 1,802
LIFEPOINT HOSPITALS HLDG EQUITY 53219L109 1489 70,513 SH SOLE 1 70,513
LIGAND PHARMACEUTICALS CL B EQUITY 53220K207 7 532,300 SH Sole 3 525,500 6,800
LIGAND PHARMACEUTICALS, INC., CLASS B EQUITY 53220K207 295 21,676 SH SOLE 1 21,676
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LIN TV CORP EQUITY 532774106 5188 220,300 SH DEFINED 2 220,300
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MANUFACTURED HOME CMNT COM EQUITY 564682102 3 88,627 SH Sole 3 88,627
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MANUGISTICS GROUP IN EQUITY 565011103 95 23,056 SH SOLE 1 23,056
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MARTIN MARIETTA MATERIALS EQUITY 573284106 2211 65,772 SH SOLE 1 65,772
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MARVELL TECHNOLOGY GROUP L EQUITY G5876H105 14666 426,700 SH DEFINED 2 426,700
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MASSBANK CORP READ MAS EQUITY 576152102 51 1,412 SH SOLE 1 1,412
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MATERIAL SCIENCES CORP EQUITY 576674105 29 2,974 SH SOLE 1 2,974
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MAXTOR CORP EQUITY 577729205 21 2,852 SH SOLE 1 2,852
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MCG CAPITAL CORP EQUITY 58047P107 27605 1,902,472 SH SOLE 1 1,902,472
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MEDIACOM COMMUNICATI EQUITY 58446K105 185 19,041 SH SOLE 1 19,041
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MEDICINES COMPANY EQUITY 584688105 309 15,854 SH SOLE 1 15,854
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MELLON FINANCIAL CORPORATION EQUITY 58551A108 6975 251,350 SH SOLE 1 251,350
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MEMC ELECTR MATLS INC EQUITY 552715104 1292 131,800 SH DEFINED 2 131,800
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Merck and Co Inc EQUITY 589331107 1514 25,000 SH DEFINED 4 25,000
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METROLOGIC INSTRUMENTS INC EQUITY 591676101 25 754 SH SOLE 1 754
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MONSANTO CO NEW EQUITY 61166W101 7 340 SH DEFINED 2 340
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NASSDA CORP EQUITY 63172M101 40 5,144 SH SOLE 1 5,144
NATIONAL BANKSHARES INC/VA EQUITY 634865109 53 1,335 SH SOLE 1 1,335
NATIONAL BEVERAGE CORP. EQUITY 635017106 19 1,365 SH SOLE 1 1,365
NATIONAL CITY CORP. EQUITY 635405103 8855 270,720 SH SOLE 1 270,720
NATIONAL COMMERCE BANCORP. EQUITY 63545P104 6102 275,011 SH SOLE 1 275,011
NATIONAL DATA CORP. EQUITY 639480102 243 13,247 SH SOLE 1 13,247
NATIONAL FUEL GAS CO. EQUITY 636180101 5623 215,871 SH SOLE 1 215,871
NATIONAL HEALTH INVESTORS, INC EQUITY 63633D104 155 8,432 SH SOLE 1 8,432
NATIONAL HEALTH REALTY EQUITY 635905102 38 2,362 SH SOLE 1 2,362
NATIONAL HEALTHCARE CORP EQUITY 635906100 49 2,479 SH SOLE 1 2,479
NATIONAL INSTRS CORP COM EQUITY 636518102 34 890,750 SH Sole 3 840,400 50,350
NATIONAL INSTRUMENTS CORP. EQUITY 636518102 2618 68,989 SH SOLE 1 68,989
NATIONAL PENN BANCSHARES, INC. EQUITY 637138108 221 7,880 SH SOLE 1 7,880
NATIONAL PRESTO INDUSTRIES EQUITY 637215104 56 1,785 SH SOLE 1 1,785
NATIONAL PROCESSING INC EQUITY 637229105 47 2,938 SH SOLE 1 2,938
NATIONAL SEMICONDUCTOR CORP. EQUITY 637640103 1668 84,574 SH SOLE 1 84,574
NATIONAL WESTERN LIFE INS. CO. CLASS EQUITY 638522102 90 817 SH SOLE 1 817
NATIONAL-OILWELL INC COM EQUITY 637071101 29 1,328,830 SH Sole 3 1,296,376 32,454
NATIONAL-OILWELL, INC. EQUITY 637071101 12842 583,705 SH SOLE 1 583,705
NATIONWIDE FINANCIAL EQUITY 638612101 25 771 SH SOLE 1 771
NATIONWIDE HEALTH PPTY COM EQUITY 638620104 1 68,800 SH Sole 3 68,800
NATIONWIDE HEALTH PROPERTIES EQUITY 638620104 356 22,356 SH SOLE 1 22,356
NATURES SUNSHINE PRODUCTS, INC EQUITY 639027101 28 3,487 SH SOLE 1 3,487
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NAVIGANT CONSULTING CO. EQUITY 63935N107 188 15,894 SH SOLE 1 15,894
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NAVIGATORS GROUP INC EQUITY 638904102 47 1,568 SH SOLE 1 1,568
NAVISTAR INTERNATIONAL CORP. EQUITY 63934E108 989 30,307 SH SOLE 1 30,307
NBC CAPITAL CORP EQUITY 628729105 64 2,537 SH SOLE 1 2,537
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NCR CORP. EQUITY 62886E108 1087 42,427 SH SOLE 1 42,427
NECTAR THERAPEUTICS EQUITY 640268108 164 17,830 SH SOLE 1 17,830
NEIMAN MARCUS GROUP INC CL A EQUITY 640204202 2331 63,689 SH SOLE 1 63,689
NEOFORMA INC EQUITY 640475505 32 2,970 SH SOLE 1 2,970
NEOPHARM INC EQUITY 640919106 68 4,954 SH SOLE 1 4,954
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NETFLIX COM INC COM EQUITY 64110L106 1 45,400 SH Sole 3 45,400
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NETIQ CORP. EQUITY 64115P102 315 20,298 SH SOLE 1 20,298
NETRATINGS INC EQUITY 64116M108 36 3,835 SH SOLE 1 3,835
NETSCOUT SYSTEMS INC EQUITY 64115T104 39 7,320 SH SOLE 1 7,320
NETSCREEN TECHNOLOGIES COM EQUITY 64117V107 41 1,822,574 SH Sole 3 1,741,700 80,874
NETSCREEN TECHNOLOGIES INC EQUITY 64117V107 19 860 SH SOLE 1 860
NETSCREEN TECHNOLOGIES INS EQUITY 64117V107 6503 288,400 SH DEFINED 2 288,400
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NETWORKS ASSOCIATES, INC. EQUITY 640938106 2670 210,544 SH SOLE 1 210,544
NEUBERGER BERMAN INC EQUITY 641234109 3764 94,317 SH SOLE 1 94,317
NEUROCRINE BIOSCIENCES INC EQUITY 64125C109 5771 115,550 SH DEFINED 2 115,550
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NEW CENTURY FINANCIAL CORP EQUITY 64352D101 312 7,172 SH SOLE 1 7,172
NEW ENGLAND BUSINESS SERVICE EQUITY 643872104 115 3,840 SH SOLE 1 3,840
NEW JERSEY RESOURCES CORP. EQUITY 646025106 366 10,314 SH SOLE 1 10,314
NEW PLAN EXCEL REALTY TRUST EQUITY 648053106 10 468,464 SH Sole 3 468,464
NEW PLAN EXCEL REALTY TRUST EQUITY 648053106 8735 409,131 SH SOLE 1 409,131
NEW YORK COMMUNITY BANCORP INC EQUITY 649445103 5493 188,831 SH SOLE 1 188,831
NEW YORK TIMES CO. CLASS A EQUITY 650111107 3058 67,202 SH SOLE 1 67,202
NEWCASTLE INVESTMENT CORP EQUITY 65105M108 153 7,806 SH SOLE 1 7,806
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NEWPORT CORP EQUITY 651824104 980 66,103 SH SOLE 1 66,103
NEWS CORP., LTD. SPON-ADR EQUITY 652487703 7130 235,550 SH SOLE 1 235,550
NEWTEK BUSINESS SERVICES INC EQUITY 652526104 5361 1,009,552 SH SOLE 1 1,009,552
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NEXTEL COMMUNICATIONS INC EQUITY 65332V103 34706 1,919,600 SH DEFINED 2 1,919,600
NEXTEL COMMUNICATIONS, INC. CLASS A EQUITY 65332V103 37436 2,071,740 SH SOLE 1 2,071,740
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NII HOLDINGS INC-CL B EQUITY 62913F201 172 4,521 SH SOLE 1 4,521
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NOBLE CORPORATION EQUITY G65422100 1982 57,790 SH SOLE 1 57,790
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NOBLE ENRGY INC COM EQUITY 655044105 32 839,918 SH Sole 3 804,418 35,500
NOKIA CORP SPON-ADR EQUITY 654902204 4462 271,590 SH SOLE 1 271,590
NOLAND CO EQUITY 655286102 9 249 SH SOLE 1 249
NORDSON CORP. EQUITY 655663102 1338 54,631 SH SOLE 1 54,631
NORDSTROM, INC. EQUITY 655664100 1176 60,248 SH SOLE 1 60,248
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NORTEL NETWORKS CORP EQUITY 656568102 10 3,340 SH DEFINED 2 3,340
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NUI CORPORATION EQUITY 629431107 95 6,092 SH SOLE 1 6,092
NUVEEN INVESTMENTS INC EQUITY 67090F106 8 303 SH SOLE 1 303
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OHIO CASUALTY CORP. EQUITY 677240103 1348 101,999 SH SOLE 1 101,999
OIL STATES INTERNATIONAL INC EQUITY 678026105 117 9,641 SH SOLE 1 9,641
OIL STS INTL INC COM EQUITY 678026105 3 248,200 SH Sole 3 248,200
OLD DOMINION FGHT LINE COM EQUITY 679580100 5 212,750 SH Sole 3 212,750
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OMNOVA SOLUTIONS EQUITY 682129101 51 12,511 SH SOLE 1 12,511
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PANAMSAT CORP EQUITY 697933109 216 11,712 SH SOLE 1 11,712
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PAPA JOHNS INTERNATIONAL, INC EQUITY 698813102 120 4,282 SH SOLE 1 4,282
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PATINA OIL & GAS CORP EQUITY 703224105 365 11,342 SH SOLE 1 11,342
PATRIOT BANK CORP EQUITY 70335P103 46 2,537 SH SOLE 1 2,537
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PATTERSON UTI ENERGY INC EQUITY 703481101 5783 178,500 SH DEFINED 2 178,500
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PENNROCK FINL SVCS COR EQUITY 708352109 70 2,628 SH SOLE 1 2,628
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PEOPLES ENERGY CORP. EQUITY 711030106 689 16,073 SH SOLE 1 16,073
PEOPLES HOLDING COMPANY EQUITY 711148106 94 2,114 SH SOLE 1 2,114
PEOPLESOFT, INC. EQUITY 712713106 2911 165,769 SH SOLE 1 165,769
PEP BOYS-MANNY, MOE & JACK EQUITY 713278109 247 18,262 SH SOLE 1 18,262
PEPCO HOLDINGS INC EQUITY 713291102 4385 228,852 SH SOLE 1 228,852
PEPSI BOTTLING EQUITY 713409100 4265 213,036 SH SOLE 1 213,036
PEPSIAMERICAS INC EQUITY 71343P200 2415 192,303 SH SOLE 1 192,303
Pepsico EQUITY 713448108 1780 40,000 SH DEFINED 4 40,000
PEPSICO INC EQUITY 713448108 13105 294,505 SH DEFINED 2 294,505
PEPSICO, INC. EQUITY 713448108 47880 1,075,960 SH SOLE 1 1,075,960
PEREGRINE PHARMACEUTICALS INC EQUITY 713661106 57 39,518 SH SOLE 1 39,518
PERFORMANCE FOOD GROUP CO. EQUITY 713755106 25 689 SH SOLE 1 689
PERICOM SEMICONDUCTOR CORP EQUITY 713831105 76 7,928 SH SOLE 1 7,928
PERINI CORP EQUITY 713839108 37461 4,712,113 SH SOLE 1 4,712,113
PERKINELMER INC. EQUITY 714046109 778 56,320 SH SOLE 1 56,320
PEROT SYSTEM CORP. EQUITY 714265105 316 27,853 SH SOLE 1 27,853
PERRIGO CO. EQUITY 714290103 1808 115,632 SH SOLE 1 115,632
PERRY ELLIS INTERNATIONAL EQUITY 288853104 21 1,087 SH SOLE 1 1,087
PER-SE TECHNOLOGIES EQUITY 713569309 117 10,580 SH SOLE 1 10,580
PER-SE TECHNOLOGIES COM NEW EQUITY 713569309 1046 93,100 SH Sole 3 93,100
PETCO ANIMAL SUPPLIES EQUITY 716016209 297 13,617 SH SOLE 1 13,617
PETROCORP INC EQUITY 71645N101 23 2,040 SH SOLE 1 2,040
PETROLEO BRASILEIRO S.A. ADR EQUITY 71654V408 2880 145,730 SH SOLE 1 145,730
PETROLEUM DEVELOPMENT CORP EQUITY 716578109 54 5,964 SH SOLE 1 5,964
PETROLEUM HELICOPTERS -VTG EQUITY 716604103 44 1,387 SH SOLE 1 1,387
PETSMART, INC EQUITY 716768106 3298 197,357 SH SOLE 1 197,357
PF CHANGS CHINA BISTRO COM EQUITY 69333Y108 31760 645,400 SH Sole 3 637,800 7,600
PFF BANCORP, INC. EQUITY 69331W104 132 3,410 SH SOLE 1 3,410
PFIZER INC EQUITY 717081103 62655 1,833,999 SH DEFINED 2 1,833,999
PFIZER, INC. EQUITY 717081103 222743 6,522,477 SH SOLE 1 6,522,477
PHARMACEUTICAL PRODUCT DEVELOPMENT EQUITY 717124101 22 764 SH SOLE 1 764
PHARMACEUTICAL RES COM EQUITY 717125108 37872 778,300 SH Sole 3 768,300 10,000
PHARMACEUTICAL RES INC EQUITY 717125108 3795 78,000 SH DEFINED 2 78,000
PHARMACEUTICAL RES INC COM EQUITY 717125108 2181 44,828 SH SOLE 1 44,828
PHARMACOPEIA INC EQUITY 71713B104 74 9,002 SH SOLE 1 9,002
PHELPS DODGE CORP. EQUITY 717265102 1522 39,707 SH SOLE 1 39,707
PHILADELPHIA CONS. HLDG. CO. EQUITY 717528103 237 5,922 SH SOLE 1 5,922
PHILADELPHIA SUBURBAN CORP. EQUITY 718009608 2232 91,535 SH SOLE 1 91,535
PHILLIPINES LONG DISTANCE TELE ADR EQUITY 718252604 537 49,900 SH SOLE 1 49,900
PHILLIPS-VAN HEUSEN CORP. EQUITY 718592108 129 9,479 SH SOLE 1 9,479
PHOENIX COMPANIES INC EQUITY 71902E109 323 35,793 SH SOLE 1 35,793
PHOTON DYNAMICS EQUITY 719364101 169 6,074 SH SOLE 1 6,074
PHOTRONICS INC. EQUITY 719405102 186 10,842 SH SOLE 1 10,842
PICO HOLDINGS INC EQUITY 693366205 30 2,334 SH SOLE 1 2,334
PIEDMONT NATURAL GAS CO., INC. EQUITY 720186105 17 430 SH SOLE 1 430
PIER 1 IMPORTS INC COM EQUITY 720279108 30671 1,503,480 SH Sole 3 1,420,800 82,680
PIER 1 IMPORTS, INC. EQUITY 720279108 2464 120,782 SH SOLE 1 120,782
PILGRIMS PRIDE CORP. EQUITY 721467108 55 5,738 SH SOLE 1 5,738
PINNACLE SYS INC COM EQUITY 723481107 15652 1,462,828 SH Sole 3 1,416,800 46,028
PINNACLE SYSTEMS, INC. EQUITY 723481107 235 21,919 SH SOLE 1 21,919
PINNACLE WEST CAPITAL CORP. EQUITY 723484101 1520 40,592 SH SOLE 1 40,592
PIONEER NATURAL RESOURCES CORP EQUITY 723787107 4128 158,145 SH SOLE 1 158,145
PIONEER-STANDARD ELECTRONICS EQUITY 723877106 90 10,653 SH SOLE 1 10,653
PITNEY BOWES INC EQUITY 724479100 9445 245,892 SH DEFINED 2 245,892
PITNEY BOWES, INC. EQUITY 724479100 6391 166,401 SH SOLE 1 166,401
PIXAR INC EQUITY 725811103 204 3,366 SH SOLE 1 3,366
PIXELWORKS INC EQUITY 72581M107 380 -37,497 SH SOLE 1 -37,497
Placer Dome Inc Com Stk EQUITY 725906101 85 6,900 SH SOLE 1 6,900
PLAINS EXPLORATION & PRODUCT EQUITY 726505100 117 10,811 SH SOLE 1 10,811
PLAINS RESOURCES, INC. EQUITY 726540503 108 7,633 SH SOLE 1 7,633
PLANAR SYSTEMS, INC. EQUITY 726900103 104 5,327 SH SOLE 1 5,327
PLANTRONICS, INC. EQUITY 727493108 1587 73,246 SH SOLE 1 73,246
PLATINUM UNDERWRITERS (F) EQUITY G7127P100 18 660,930 SH Sole 3 645,800 15,130
PLATINUM UNDERWRITERS HOLD EQUITY G7127P100 1647 60,700 SH DEFINED 2 60,700
Platinum Underwriters Holdings USD0.0 EQUITY G7127P100 155 5,700 SH SOLE 1 5,700
PLAYBOY ENTERPRISES, INC. EQUITY 728117300 75 5,529 SH SOLE 1 5,529
PLAYTEX PRODUCTS, INC. EQUITY 72813P100 72 11,267 SH SOLE 1 11,267
PLEXUS CORP. EQUITY 729132100 821 71,441 SH SOLE 1 71,441
PLUG POWER INC EQUITY 72919P103 41 8,840 SH SOLE 1 8,840
PLUM CREEK TIMBER CO INC EQUITY 729251108 2118 81,623 SH SOLE 1 81,623
PMA CAPITAL CORP. EQUITY 693419202 102 8,136 SH SOLE 1 8,136
PMC-SIERRA, INC. EQUITY 69344F106 887 75,598 SH SOLE 1 75,598
PMI GROUP INC EQUITY 69344M101 2123 79,100 SH DEFINED 2 79,100
PMI GROUP, INC. EQUITY 69344M101 3626 135,112 SH SOLE 1 135,112
PNC FINANCIAL SERVICES EQUITY 693475105 5969 122,290 SH SOLE 1 122,290
PNM RESOURCES INC EQUITY 69349H107 1789 66,874 SH SOLE 1 66,874
POGO PRODUCING CO EQUITY 730448107 3555 83,149 SH SOLE 1 83,149
POGO PRODUCING CO COM EQUITY 730448107 88 2,057,167 SH Sole 3 1,971,705 85,462
POLARIS INDUSTRIES, INC. EQUITY 731068102 21 340 SH SOLE 1 340
POLO RALPH LAUREN CO EQUITY 731572103 15 585 SH SOLE 1 585
POLYCOM, INC. EQUITY 73172K104 1928 139,100 SH SOLE 1 139,100
POLYMEDICA CORP EQUITY 731738100 157 3,425 SH SOLE 1 3,425
POLYONE CORPORATION EQUITY 73179P106 155 34,871 SH SOLE 1 34,871
POMEROY IT SOLUTIONS INC EQUITY 731822102 41 3,662 SH SOLE 1 3,662
POPE & TALBOT, INC. EQUITY 732827100 66 5,946 SH SOLE 1 5,946
POPULAR INC EQUITY 733174106 73 1,904 SH SOLE 1 1,904
PORT FINANCIAL CORPORATION EQUITY 734119100 495 9,179 SH SOLE 1 9,179
PORTAL SOFTWARE EQUITY 736126103 89 47,349 SH SOLE 1 47,349
PORTFOLIO RECOVERY ASSOCIATE EQUITY 73640Q105 129 4,183 SH SOLE 1 4,183
PORTFOLIO RECOVERY ASSOCS EQUITY 73640Q105 717 23,000 SH DEFINED 2 23,000
POSSIS MEDICAL INC EQUITY 737407106 81 5,947 SH SOLE 1 5,947
POSSIS MEDICAL INC COM EQUITY 737407106 2 123,800 SH Sole 3 123,800
POST PROPERTIES, INC. EQUITY 737464107 318 12,002 SH SOLE 1 12,002
POTLATCH CORP. EQUITY 737628107 1238 48,063 SH SOLE 1 48,063
POWELL INDUSTRIES INC EQUITY 739128106 36 2,490 SH SOLE 1 2,490
POWER INTEGRATIONS, INC. EQUITY 739276103 237 9,767 SH SOLE 1 9,767
POWER-ONE , INC. EQUITY 739308104 972 136,576 SH SOLE 1 136,576
POWERWAVE TECHNOLOGIES INC EQUITY 739363109 695 112,882 SH SOLE 1 112,882
POZEN INC EQUITY 73941U102 329 30,000 SH DEFINED 2 30,000
POZEN INC. EQUITY 73941U102 94 8,591 SH SOLE 1 8,591
PPG INDUSTRIES, INC. EQUITY 693506107 3840 75,681 SH SOLE 1 75,681
PPL CORPORATION EQUITY 69351T106 10720 249,295 SH SOLE 1 249,295
PRACTICEWORKS INC EQUITY 739419109 131 6,765 SH SOLE 1 6,765
PRAECIS PHARMACEUTICALS INC EQUITY 739421105 84 17,049 SH SOLE 1 17,049
PRAXAIR, INC. EQUITY 74005P104 4357 72,496 SH SOLE 1 72,496
PRECISION CASTPARTS CORP. EQUITY 740189105 2206 70,925 SH SOLE 1 70,925
PREMCOR INC EQUITY 74045Q104 10 459 SH SOLE 1 459
PRENTISS PPTYS TR SH BEN INT EQUITY 740706106 15 489,100 SH Sole 3 489,100
PRENTISS PROPERTIES TRUST EQUITY 740706106 3683 122,824 SH SOLE 1 122,824
PREPAID LEGAL SERVICES, INC. EQUITY 740065107 147 5,975 SH SOLE 1 5,975
PRESIDENTIAL LIFE CORP. EQUITY 740884101 111 7,842 SH SOLE 1 7,842
PRESSTEK INC EQUITY 741113104 72 11,610 SH SOLE 1 11,610
PRG-SCHULTZ INTERNATIONAL EQUITY 69357C107 88 14,859 SH SOLE 1 14,859
PRICE COMMUNICATIONS CO. EQUITY 741437305 1133 87,758 SH SOLE 1 87,758
PRICE ENTERP INC EQUITY 74144P106 29 7,765 SH SOLE 1 7,765
PRIDE INTERNATIONAL EQUITY 74153Q102 3390 180,109 SH SOLE 1 180,109
PRIDE INTERNATIONAL INC EQUITY 74153Q102 6775 360,000 SH DEFINED 2 360,000
PRIMA ENERGY CORP EQUITY 741901201 71 3,387 SH SOLE 1 3,387
PRIME HOSPITALITY CORP. EQUITY 741917108 94 14,016 SH SOLE 1 14,016
PRIMEDIA INC EQUITY 74157K101 171 56,097 SH SOLE 1 56,097
PRIMUS TELECOMMUNICATIONS GP EQUITY 741929103 96 18,674 SH SOLE 1 18,674
PRINCETON REVIEW INC EQUITY 742352107 36 6,078 SH SOLE 1 6,078
PRINCIPAL FINANCIAL GROUP EQUITY 74251V102 4877 151,215 SH SOLE 1 151,215
PRIORITY HEALTHCARE EQUITY 74264T102 244 13,138 SH SOLE 1 13,138
PRIVATEBANCORP INC EQUITY 742962103 58 2,109 SH SOLE 1 2,109
PROASSURANCE CORP COM EQUITY 74267C106 11 392,100 SH Sole 3 387,100 5,000
PROASSURANCE CORPORATION EQUITY 74267C106 243 9,017 SH SOLE 1 9,017
PROCTER & GAMBLE CO. EQUITY 742718109 87739 983,838 SH SOLE 1 983,838
PROCTER + GAMBLE CO EQUITY 742718109 26888 301,500 SH DEFINED 2 301,500
PROFESSIONAL DETAILING, INC. EQUITY 69329V100 27 2,631 SH SOLE 1 2,631
PROGENICS PHARMACEUTICALS EQUITY 743187106 46 3,057 SH SOLE 1 3,057
Progress Energy EQUITY 743263105 4829 110,000 SH DEFINED 4 110,000
PROGRESS ENERGY INC EQUITY 743263105 9245 210,600 SH DEFINED 2 210,600
PROGRESS ENERGY INC. EQUITY 743263105 30729 699,973 SH SOLE 1 699,973
PROGRESS SOFTWARE CORP. EQUITY 743312100 206 9,938 SH SOLE 1 9,938
PROGRESSIVE CORP OHIO COM EQUITY 743315103 1 13,700 SH Sole 3 13,700
PROGRESSIVE CORP. EQUITY 743315103 6864 93,900 SH SOLE 1 93,900
PROLOGIS EQUITY 743410102 123 4,497 SH SOLE 1 4,497
PROLOGIS TR SH BEN INT EQUITY 743410102 8 285,394 SH Sole 3 285,394
PROQUEST CO. EQUITY 74346P102 233 9,037 SH SOLE 1 9,037
PROSPERITY BANCSHARES INC EQUITY 743606105 94 4,877 SH SOLE 1 4,877
PROTECTIVE LIFE CORP COM EQUITY 743674103 2474 92,471 SH SOLE 1 92,471
PROTEIN DESIGN LABS, INC. EQUITY 74369L103 1784 125,626 SH SOLE 1 125,626
PROVIDENT BANCORP INC EQUITY 743835100 44 1,357 SH SOLE 1 1,357
PROVIDENT BANKSHARES CORP. EQUITY 743859100 220 8,731 SH SOLE 1 8,731
PROVIDENT FINANCIAL GROUP EQUITY 743866105 1686 65,472 SH SOLE 1 65,472
PROVIDENT FINANCIAL HLDGS EQUITY 743868101 39 1,314 SH SOLE 1 1,314
PROVIDENT FINANCIAL SERVICES EQUITY 74386T105 343 18,017 SH SOLE 1 18,017
PROVIDIAN FINANCIAL CORP. EQUITY 74406A102 1196 129,123 SH SOLE 1 129,123
PROVIDIAN FINL CORP COM EQUITY 74406A102 27 2,949,064 SH Sole 3 2,872,700 76,364
PROVINCE HEALTHCARE CO. EQUITY 743977100 193 17,433 SH SOLE 1 17,433
PROXIM CORP CL-A EQUITY 744283102 67 46,230 SH SOLE 1 46,230
PRUDENTIAL FINANCIAL INC EQUITY 744320102 7997 237,640 SH SOLE 1 237,640
PS BUSINESS PARKS, INC. EQUITY 69360J107 173 4,893 SH SOLE 1 4,893
PSEG ENERGY HOLDINGS EQUITY 744573106 4660 110,303 SH SOLE 1 110,303
PSS WORLD MEDICAL, INC EQUITY 69366A100 148 25,807 SH SOLE 1 25,807
PTEK HLDGS INC EQUITY 69366M104 82 16,224 SH SOLE 1 16,224
Public Service EQUITY 744573106 2113 50,000 SH DEFINED 4 50,000
PUBLIC STORAGE INC EQUITY 74460D109 46 1,370 SH SOLE 1 1,370
PUBLIC STORAGE INC COM EQUITY 74460D109 16 485,400 SH Sole 3 485,400
PUGET ENEGY INC. EQUITY 745310102 5810 243,419 SH SOLE 1 243,419
PULITZER INC. EQUITY 745769109 86 1,742 SH SOLE 1 1,742
PULTE HOMES INC. EQUITY 745867101 1672 27,109 SH SOLE 1 27,109
PUMA TECHNOLOGY INC EQUITY 745887109 48 14,097 SH SOLE 1 14,097
QAD INC EQUITY 74727D108 29 3,889 SH SOLE 1 3,889
QLOGIC CORP COM EQUITY 747277101 22 461,038 SH Sole 3 395,800 65,238
QLOGIC CORP. EQUITY 747277101 8309 172,237 SH SOLE 1 172,237
QUAKER CHEM CORP COM EQUITY 747316107 75 2,995 SH SOLE 1 2,995
QUAKER CIRY BANCORP INC EQUITY 74731K106 80 1,932 SH SOLE 1 1,932
QUALCOMM, INC. EQUITY 747525103 14490 403,160 SH SOLE 1 403,160
QUALITY SYSTEMS INC EQUITY 747582104 34 1,252 SH SOLE 1 1,252
QUANEX CORP. EQUITY 747620102 183 6,170 SH SOLE 1 6,170
QUANTA SERVICES, INC. EQUITY 74762E102 1295 182,430 SH SOLE 1 182,430
QUANTUM CORP DLT & STORAGE EQUITY 747906204 1148 283,415 SH SOLE 1 283,415
QUEST DIAGNOSTICS INC EQUITY 74834L100 15867 248,700 SH DEFINED 2 248,700
QUEST DIAGNOSTICS, INC. EQUITY 74834L100 3911 61,294 SH SOLE 1 61,294
QUEST SOFTWARE INC EQUITY 74834T103 177 14,932 SH SOLE 1 14,932
QUESTAR CORP. EQUITY 748356102 3720 111,135 SH SOLE 1 111,135
QUICKSILVER RESOURCES COM EQUITY 74837R104 7 291,500 SH Sole 3 291,500
QUICKSILVER RESOURCES INC EQUITY 74837R104 102 4,268 SH SOLE 1 4,268
QUICKSILVER, INC. EQUITY 74838C106 340 20,633 SH SOLE 1 20,633
QUIDEL CORPORATION EQUITY 74838J101 64 10,312 SH SOLE 1 10,312
QUIKSILVER INC COM EQUITY 74838C106 19 1,168,408 SH Sole 3 1,135,700 32,708
QUINTILES TRANSNATIONAL CORP. EQUITY 748767100 4237 299,029 SH SOLE 1 299,029
QUIXOTE CORP EQUITY 749056107 61 2,385 SH SOLE 1 2,385
QWEST COMMUNICATIONS INTL. EQUITY 749121109 3602 753,627 SH SOLE 1 753,627
R&G FINANCIAL CO. EQUITY 749136107 207 6,964 SH SOLE 1 6,964
R. R. DONNELLEY AND SONS CO. EQUITY 257867101 1460 55,872 SH SOLE 1 55,872
R.H. DONNELLEY CORP. EQUITY 74955W307 275 7,536 SH SOLE 1 7,536
R.O.C. TAIWAN FUND EQUITY 749651105 757 196,600 SH SOLE 1 196,600
RADIAN GROUP INC EQUITY 750236101 1334 36,400 SH DEFINED 2 36,400
RADIAN GROUP, INC. EQUITY 750236101 4600 125,500 SH SOLE 1 125,500
RADIANT SYSTEMS, INC. EQUITY 75025N102 44 6,411 SH SOLE 1 6,411
RADIO ONE INC EQUITY 75040P405 2147 120,800 SH DEFINED 2 120,800
RADIO ONE INC -CL D EQUITY 75040P405 21 1,175 SH SOLE 1 1,175
RADIO ONE INC CL D NON VTG EQUITY 75040P405 29 1,631,906 SH Sole 3 1,587,400 44,506
RADIOSHACK CORP. EQUITY 750438103 2048 77,860 SH SOLE 1 77,860
RADISYS CORP. EQUITY 750459109 90 6,742 SH SOLE 1 6,742
RAILAMERICA INC EQUITY 750753105 95 11,244 SH SOLE 1 11,244
RAINBOW TECHNOLOGIES INC EQUITY 750862104 76 9,043 SH SOLE 1 9,043
RAINDANCE COMM EQUITY 75086X106 45 18,166 SH SOLE 1 18,166
RAIT INVESTMENT TRUST EQUITY 749227104 2154 81,284 SH SOLE 1 81,284
RALCORP HOLDINGS, INC. EQUITY 751028101 274 10,987 SH SOLE 1 10,987
RAMBUS INC. EQUITY 750917106 22 1,312 SH SOLE 1 1,312
RAMCO-GERSHENSON PROPERTIES EQUITY 751452202 95 4,067 SH SOLE 1 4,067
RANGE RESOURCES CORP EQUITY 75281A109 125 19,905 SH SOLE 1 19,905
RARE HOSPITALITY INTERNATIONAL EQUITY 753820109 243 7,479 SH SOLE 1 7,479
RAVEN INDUSTRIES INC EQUITY 754212108 50 2,509 SH SOLE 1 2,509
RAYMOND JAMES FINANCIAL, INC. EQUITY 754730109 18 537 SH SOLE 1 537
RAYMOND JAMES FINL INC COM EQUITY 754730109 25 767,625 SH Sole 3 757,938 9,687
RAYONIER, INC. EQUITY 754907103 1850 56,074 SH SOLE 1 56,074
RAYOVAC CORP. EQUITY 755081106 160 12,344 SH SOLE 1 12,344
RAYTECH CORP DEL EQUITY 755103108 12 2,714 SH SOLE 1 2,714
RAYTHEON CO EQUITY 755111507 9110 277,400 SH DEFINED 2 277,400
RAYTHEON CO. EQUITY 755111507 7766 236,480 SH SOLE 1 236,480
RC2 CORP EQUITY 749388104 87 5,091 SH SOLE 1 5,091
RCN CORP. EQUITY 749361101 41 20,587 SH SOLE 1 20,587
READER'S DIGEST ASSOC., INC. EQUITY 755267101 1774 131,587 SH SOLE 1 131,587
READING INTERNATIONAL INC-A EQUITY 755408101 29 5,253 SH SOLE 1 5,253
REALNETWORKS, INC. EQUITY 75605L104 8 1,251 SH SOLE 1 1,251
REALTY INCOME CORP. EQUITY 756109104 18 481 SH SOLE 1 481
RECKSON ASSOC REALTY CORP. EQUITY 75621K106 2613 125,280 SH SOLE 1 125,280
RECKSON ASSOCS RLTY CL B EQUITY 75621K304 3 150,300 SH Sole 3 150,300
RECKSON ASSOCS RLTY COM EQUITY 75621K106 10 463,311 SH Sole 3 463,311
RED HAT, INC. EQUITY 756577102 15 1,992 SH SOLE 1 1,992
RED ROBIN GOURMET BURGERS EQUITY 75689M101 63 3,329 SH SOLE 1 3,329
REDBACK NETWORKS INC EQUITY 757209101 51 58,051 SH SOLE 1 58,051
REDWOOD TRUST, INC. EQUITY 758075402 1802 45,142 SH SOLE 1 45,142
REEBOK INTERNATIONAL, LTD. EQUITY 758110100 915 27,206 SH SOLE 1 27,206
REGAL ENTMT GROUP EQUITY 758766109 6591 279,509 SH SOLE 1 279,509
REGAL-BELOIT CORP. EQUITY 758750103 171 8,937 SH SOLE 1 8,937
REGENCY CENTERS CORPORATION EQUITY 758849103 13 359 SH SOLE 1 359
REGENCY CTRS CORP COM EQUITY 758849103 14 386,200 SH Sole 3 386,200
REGENERATION TECHNOLOGIES EQUITY 75886N100 117 8,840 SH SOLE 1 8,840
REGENERON PHARMACEUTICALS INC. EQUITY 75886F107 205 13,019 SH SOLE 1 13,019
REGENT COMMUNICATIONS, INC EQUITY 758865109 81 13,259 SH SOLE 1 13,259
REGIONS FINANCIAL CORP. EQUITY 758940100 3345 99,011 SH SOLE 1 99,011
REGIS CORP. EQUITY 758932107 19 644 SH SOLE 1 644
REGISTER.COM EQUITY 75914G101 75 12,424 SH SOLE 1 12,424
REHAB CARE GROUP EQUITY 759148109 89 6,046 SH SOLE 1 6,046
REINSURANCE GROUP OF EQUITY 759351109 9 270 SH SOLE 1 270
RELIANCE STEEL & ALUMINIUM CO. EQUITY 759509102 189 9,120 SH SOLE 1 9,120
RELIANT RESOURCES INC EQUITY 75952B105 23 3,694 SH SOLE 1 3,694
REMEC, INC. EQUITY 759543101 150 21,727 SH SOLE 1 21,727
REMINGTON OIL & GAS CORP EQUITY 759594302 146 7,969 SH SOLE 1 7,969
RENAISSANCE LEARNING, INC. EQUITY 75968L105 63 2,909 SH SOLE 1 2,909
RENAL CARE GROUP, INC. EQUITY 759930100 25 722 SH SOLE 1 722
RENT-A-CENTER INC EQUITY 76009N100 33 436 SH SOLE 1 436
RENT-WAY, INC. EQUITY 76009U104 37 8,029 SH SOLE 1 8,029
REPLIGEN CORP EQUITY 759916109 53 10,395 SH SOLE 1 10,395
REPUBLIC BANCORP, INC. EQUITY 760281204 301 22,265 SH SOLE 1 22,265
REPUBLIC BANCSHARES, INC. EQUITY 759929102 72 2,825 SH SOLE 1 2,825
REPUBLIC SERVICES IN EQUITY 760759100 4883 215,388 SH SOLE 1 215,388
REPUBLIC SVCS INC EQUITY 760759100 3908 172,400 SH DEFINED 2 172,400
RESEARCH FRONTIERS EQUITY 760911107 53 3,790 SH SOLE 1 3,790
RESMED INC EQUITY 761152107 21 527 SH SOLE 1 527
RESMED INC COM EQUITY 761152107 26 658,302 SH Sole 3 643,300 15,002
RESOURCE AMERICA, INC. EQUITY 761195205 58 5,621 SH SOLE 1 5,621
RESOURCE BANKSHARES CORP/VA EQUITY 76121R104 39 1,134 SH SOLE 1 1,134
RESOURCES CONNECTION INC EQUITY 76122Q105 179 7,489 SH SOLE 1 7,489
RESPIRONICS INC. EQUITY 761230101 20 535 SH SOLE 1 535
RESTORATION HARDWARE I EQUITY 760981100 32 7,291 SH SOLE 1 7,291
RETEK INC. EQUITY 76128Q109 580 92,073 SH SOLE 1 92,073
RETRACTABLE TECHNOLOGIES INC EQUITY 76129W105 20 2,350 SH SOLE 1 2,350
REVLON INC-RTS EQUITY 761525112 1,058 SH SOLE 1 1,058
REVLON, INC.-CL A EQUITY 761525500 9 2,894 SH SOLE 1 2,894
REX STORES CORP EQUITY 761624105 32 2,612 SH SOLE 1 2,612
REYNOLDS AND REYNOLDS CO., CLASS A EQUITY 761695105 2572 90,051 SH SOLE 1 90,051
RF MICRO DEVICES INC EQUITY 749941100 2402 407,101 SH SOLE 1 407,101
RF MONOLITHICS INC COM(OXFORD PTNRS L EQUITY 74955F106 24 4,973 SH SOLE 1 4,973
RFS HOTEL INVESTORS, INC. EQUITY 74955J108 3774 306,335 SH SOLE 1 306,335
RIBAPHARM INC EQUITY 762537108 73 11,351 SH SOLE 1 11,351
RICHARDSON ELEC LTD EQUITY 763165107 19 2,374 SH SOLE 1 2,374
RIGGS NATIONAL CORP. EQUITY 766570105 90 5,945 SH SOLE 1 5,945
RIGHT MANAGEMENT CONSULTANTS EQUITY 766573109 79 6,233 SH SOLE 1 6,233
RITE AID CORP EQUITY 767754104 30 6,659 SH SOLE 1 6,659
RIVERSTONE NETWORKS INC EQUITY 769320102 58 49,662 SH SOLE 1 49,662
RIVIANA FOODS EQUITY 769536103 61 2,268 SH SOLE 1 2,268
RIVIERA HOLDINGS CORP EQUITY 769627100 1774 345,900 SH SOLE 1 345,900
RJ REYNOLDS TOBACCO HOLDINGS EQUITY 76182K105 1400 37,628 SH SOLE 1 37,628
RLI CORP. EQUITY 749607107 227 6,886 SH SOLE 1 6,886
ROADWAY CORP EQUITY 769742107 30 1,020 SH DEFINED 2 1,020
ROADWAY CORP. EQUITY 769742107 125 4,397 SH SOLE 1 4,397
ROBBINS & MYERS, INC. EQUITY 770196103 76 4,107 SH SOLE 1 4,107
ROBERT HALF INTERNATIONAL INC. EQUITY 770323103 1435 75,788 SH SOLE 1 75,788
ROCK-TENN CO., CLASS A EQUITY 772739207 157 9,290 SH SOLE 1 9,290
ROCKWELL AUTOMATION COM EQUITY 773903109 11 450,700 SH Sole 3 396,700 54,000
ROCKWELL AUTOMATION INC EQUITY 773903109 1963 82,343 SH SOLE 1 82,343
ROCKWELL AUTOMATION INC EQUITY 773903109 3102 130,100 SH DEFINED 2 130,100
ROCKWELL COLLINS INC EQUITY 774341101 1958 79,507 SH SOLE 1 79,507
ROFIN-SINAR TECHNOLOGIES INC EQUITY 775043102 62 4,404 SH SOLE 1 4,404
ROGERS CORP. EQUITY 775133101 202 6,063 SH SOLE 1 6,063
ROHM + HAAS CO EQUITY 775371107 16848 555,237 SH DEFINED 2 555,237
ROHM AND HAAS CO. EQUITY 775371107 3045 98,128 SH SOLE 1 98,128
ROLLINS, INC. EQUITY 775711104 1268 67,251 SH SOLE 1 67,251
ROPER INDUSTRIES, INC. EQUITY 776696106 387 10,400 SH SOLE 1 10,400
ROSLYN BANCORP, INC. EQUITY 778162107 2236 103,574 SH SOLE 1 103,574
ROSS STORES, INC. EQUITY 778296103 4643 108,072 SH SOLE 1 108,072
Rostelecom ADR EQUITY 778529107 831 80,000 SH SOLE 1 80,000
ROTO-ROOTER INC EQUITY 778787101 142 3,736 SH SOLE 1 3,736
ROUSE CO EQUITY 779273101 40 1,061 SH SOLE 1 1,061
ROWAN COMPANIES, INC. EQUITY 779382100 937 41,824 SH SOLE 1 41,824
ROXIO INC EQUITY 780008108 48 7,442 SH SOLE 1 7,442
ROYAL BANCSHARES OF PENN-A EQUITY 780081105 35 1,629 SH SOLE 1 1,629
ROYAL CARIBBEAN CRUISES LT EQUITY V7780T103 783 33,800 SH DEFINED 2 33,800
ROYAL GOLD INC EQUITY 780287108 130 6,078 SH SOLE 1 6,078
RPC EQUITY 749660106 40 3,668 SH SOLE 1 3,668
RPM INTERNATIONAL INC. EQUITY 749685103 2137 155,388 SH SOLE 1 155,388
RSA SECURITY INC. EQUITY 749719100 1027 95,322 SH SOLE 1 95,322
RTI INTERNATIONAL METALS, INC. EQUITY 74973W107 78 7,217 SH SOLE 1 7,217
RUBY TUESDAY INC EQUITY 781182100 5824 235,500 SH DEFINED 2 235,500
RUBY TUESDAY, INC. EQUITY 781182100 2128 86,052 SH SOLE 1 86,052
RUDDICK CORP. EQUITY 781258108 1165 74,110 SH SOLE 1 74,110
RUDOLPH TECHNOLOGIES INC. EQUITY 781270103 71 4,438 SH SOLE 1 4,438
RUSS BERRIE AND CO., INC. EQUITY 782233100 125 3,424 SH SOLE 1 3,424
RUSSELL CORP. EQUITY 782352108 190 10,007 SH SOLE 1 10,007
RYANAIR HOLDINGS PLC-SP ADR EQUITY 783513104 207 4,611 SH SOLE 1 4,611
RYAN'S FAMILY STEAK HOUSES EQUITY 783519101 219 16,020 SH SOLE 1 16,020
RYDER SYSTEM, INC. EQUITY 783549108 714 27,881 SH SOLE 1 27,881
RYERSON TULL, INC. EQUITY 78375P107 72 8,246 SH SOLE 1 8,246
RYLAND GROUP EQUITY 783764103 24 343 SH SOLE 1 343
RYLAND GROUP INC COM EQUITY 783764103 27 391,400 SH Sole 3 386,200 5,200
S & P 500 FUTURE EQUITY 84749R100 27 2,641 SH SOLE 1 2,641
S J W CORP COM EQUITY 784305104 69 807 SH SOLE 1 807
S&T BANCORP, INC. EQUITY 783859101 275 10,011 SH SOLE 1 10,011
S.Y. BANCORP INC EQUITY 785060104 71 1,997 SH SOLE 1 1,997
S1 CORPORATION EQUITY 78463B101 105 26,373 SH SOLE 1 26,373
SABRE HOLDINGS CORP. EQUITY 785905100 2282 92,582 SH SOLE 1 92,582
SAFECO CORP EQUITY 786429100 2607 73,900 SH DEFINED 2 73,900
SAFECO CORP. EQUITY 786429100 2173 61,579 SH SOLE 1 61,579
SAFEGUARD SCIENTIFICS, INC. EQUITY 786449108 122 45,366 SH SOLE 1 45,366
SAFENET INC EQUITY 78645R107 90 3,251 SH SOLE 1 3,251
SAFENET INC COM EQUITY 78645R107 4 131,700 SH Sole 3 131,700
SAFETY INSURANCE GROUP INC EQUITY 78648T100 53 3,603 SH SOLE 1 3,603
SAFEWAY INC EQUITY 786514208 4028 196,893 SH SOLE 1 196,893
SAFLINK CORP EQUITY 786578302 62 9,851 SH SOLE 1 9,851
SAGA COMMUNICATIONS, INC. CLASS A EQUITY 786598102 101 5,168 SH SOLE 1 5,168
SAKS INC. EQUITY 79377W108 1860 191,728 SH SOLE 1 191,728
SALEM COMMUNICATION- CLASS A EQUITY 794093104 67 3,295 SH SOLE 1 3,295
SALIX PHARMACEUTICALS EQUITY 795435106 70 6,782 SH SOLE 1 6,782
SANCHEZ COMPUTER ASSOCIATES EQUITY 799702105 27 5,254 SH SOLE 1 5,254
SANDERS MORRIS HARRIS GRP IN EQUITY 80000Q104 36 4,025 SH SOLE 1 4,025
SANDERSON FARMS, INC. EQUITY 800013104 56 1,977 SH SOLE 1 1,977
SANDISK CORP COM EQUITY 80004C101 21 520,986 SH Sole 3 509,300 11,686
SANDISK CORP. EQUITY 80004C101 3784 93,265 SH SOLE 1 93,265
SANDY SPRING BANCORP, INC. EQUITY 800363103 176 5,515 SH SOLE 1 5,515
SANGSTAT MEDICAL CORP. EQUITY 801003104 132 10,063 SH SOLE 1 10,063
SANMINA - SCI CORP EQUITY 800907107 1734 274,397 SH SOLE 1 274,397
SANTANDER BANCORP EQUITY 802809103 30 1,837 SH SOLE 1 1,837
SAPIENT CORP. EQUITY 803062108 81 29,400 SH SOLE 1 29,400
SARA LEE CORP. EQUITY 803111103 6310 335,440 SH SOLE 1 335,440
SAUER-DANFOSS INC. EQUITY 804137107 41 3,822 SH SOLE 1 3,822
SAUL CENTERS, INC. EQUITY 804395101 106 4,158 SH SOLE 1 4,158
SAXON CAPITAL INC EQUITY 80556P302 178 10,298 SH SOLE 1 10,298
SBA COMMUNICATIONS CORPORATION EQUITY 78388J106 50 16,467 SH SOLE 1 16,467
SBC COMMUNICATIONS INC EQUITY 78387G103 11376 445,252 SH DEFINED 2 445,252
SBC Communications Inc EQUITY 78387G103 1789 70,000 SH DEFINED 4 70,000
SBC COMMUNICATIONS, INC. EQUITY 78387G103 41412 1,620,820 SH SOLE 1 1,620,820
SBS TECHNOLOGIES INC EQUITY 78387P103 54 5,552 SH SOLE 1 5,552
SCANA CORP EQUITY 80589M102 5105 148,922 SH SOLE 1 148,922
SCANSOFT INC EQUITY 80603P107 105 19,294 SH SOLE 1 19,294
SCANSOURCE INC EQUITY 806037107 109 4,064 SH SOLE 1 4,064
SCHAWK, INC. EQUITY 806373106 30 2,875 SH SOLE 1 2,875
SCHERING PLOUGH CORP EQUITY 806605101 7221 388,229 SH DEFINED 2 388,229
SCHERING-PLOUGH CORP. EQUITY 806605101 18831 1,012,440 SH SOLE 1 1,012,440
SCHLUMBERGER EQUITY 806857108 142 2,980 SH DEFINED 2 2,980
SCHLUMBERGER, LTD. EQUITY 806857108 12194 256,330 SH SOLE 1 256,330
SCHNITZER STL INDS EQUITY 806882106 75 1,714 SH SOLE 1 1,714
SCHOLASTIC CORP. EQUITY 807066105 1566 52,593 SH SOLE 1 52,593
SCHOOL SPECIALTY, INC. EQUITY 807863105 175 6,194 SH SOLE 1 6,194
SCHULMAN, A. INC. EQUITY 808194104 180 11,208 SH SOLE 1 11,208
SCHWAB CHARLES CORP EQUITY 808513105 5760 570,900 SH DEFINED 2 570,900
SCHWEITZER-MAUDUIT INC. EQUITY 808541106 136 5,623 SH SOLE 1 5,623
SCICLONE PHARMACEUTICALS, INC. EQUITY 80862K104 122 14,278 SH SOLE 1 14,278
SCIENTIFIC ATLANTA INC COM EQUITY 808655104 10 421,434 SH Sole 3 362,000 59,434
SCIENTIFIC GAMES CORP A EQUITY 80874P109 175 18,735 SH SOLE 1 18,735
SCIENTIFIC-ATLANTA, INC. EQUITY 808655104 1581 66,318 SH SOLE 1 66,318
SCOTTS CO. EQUITY 810186106 15 301 SH SOLE 1 301
SCP POOL CORPORATION EQUITY 784028102 261 7,578 SH SOLE 1 7,578
SCRIPPS CO EQUITY 811054204 43 489 SH SOLE 1 489
SCS TRANSPORTATION INC EQUITY 81111T102 67 5,276 SH SOLE 1 5,276
SEABOARD CORP. EQUITY 811543107 29 140 SH SOLE 1 140
SEABULK INTERNATIONAL INC EQUITY 81169P101 39 4,443 SH SOLE 1 4,443
SEACHANGE INTERNATIONAL, INC. EQUITY 811699107 86 9,026 SH SOLE 1 9,026
SEACOAST BANKING CORP FL EQUITY 811707306 68 3,935 SH SOLE 1 3,935
SEACOAST FINANCIAL SERVICES CO EQUITY 81170Q106 174 8,774 SH SOLE 1 8,774
SEACOR SMIT, INC. EQUITY 811904101 237 6,482 SH SOLE 1 6,482
SEALED AIR CORP EQUITY 81211K100 1799 37,748 SH SOLE 1 37,748
SEARS ROEBUCK & CO EQUITY 812387108 5034 149,639 SH SOLE 1 149,639
SEATTLE GENETICS INC WA EQUITY 812578102 41 8,021 SH SOLE 1 8,021
SECOND BANCORP, INC. EQUITY 813114105 79 3,082 SH SOLE 1 3,082
SECURE COMPUTING CORP EQUITY 813705100 106 12,150 SH SOLE 1 12,150
SECURITY BANK CORP EQUITY 814047106 50 1,433 SH SOLE 1 1,433
SEEBEYOND TECHNOLOGY CORP. EQUITY 815704101 41 18,240 SH SOLE 1 18,240
SEI INVESTMENTS CO. EQUITY 784117103 4497 140,561 SH SOLE 1 140,561
SELECT COMFORT CORP EQUITY 81616X103 123 7,459 SH SOLE 1 7,459
SELECT MED CORP EQUITY 816196109 497 20,000 SH DEFINED 2 20,000
SELECT MEDICAL CORP EQUITY 816196109 218 8,773 SH SOLE 1 8,773
SELECTIVE INSURANCE GROUP, INC EQUITY 816300107 256 10,225 SH SOLE 1 10,225
SEMCO ENERGY, INC. EQUITY 78412D109 42 7,202 SH SOLE 1 7,202
SEMINIS INC EQUITY 816658108 21 5,583 SH SOLE 1 5,583
SEMITOOL, INC. EQUITY 816909105 30 6,163 SH SOLE 1 6,163
SEMPRA ENERGY EQUITY 816851109 4228 112,410 SH SOLE 1 92,200
SEMTECH CORP. EQUITY 816850101 1709 119,929 SH SOLE 1 119,929
SENIOR HOUSING PROP TRUST EQUITY 81721M109 234 17,286 SH SOLE 1 17,286
SENSIENT TECHNOLOGIES CORP. EQUITY 81725T100 1788 77,768 SH SOLE 1 77,768
SEPRACOR, INC. EQUITY 817315104 2034 113,442 SH SOLE 1 113,442
SEQUA CORP CLASS A EQUITY 817320104 523 15,248 SH SOLE 1 15,248
SERENA SOFTWARE, INC. EQUITY 817492101 179 8,651 SH SOLE 1 8,651
SEROLOGICALS CORP. EQUITY 817523103 117 8,617 SH SOLE 1 8,617
SERVICE CORP INTERNATIONAL EQUITY 817565104 16 4,109 SH SOLE 1 4,109
SERVICEMASTER COMPAN EQUITY 81760N109 44 4,106 SH SOLE 1 4,106
SFBC INTERNATIONAL INC EQUITY 784121105 36 1,975 SH SOLE 1 1,975
SHARPER IMAGE CORP EQUITY 820013100 97 3,560 SH SOLE 1 3,560
SHAW GROUP INC EQUITY 820280105 173 14,351 SH SOLE 1 14,351
SHENANDOAH TELECOMMUNI EQUITY 82312B106 59 1,234 SH SOLE 1 1,234
SHERWIN WILLIAMS CO EQUITY 824348106 7667 285,242 SH DEFINED 2 285,242
SHERWIN-WILLIAMS CO. EQUITY 824348106 1751 65,126 SH SOLE 1 65,126
SHOE CARNIVAL INC EQUITY 824889109 41 2,746 SH SOLE 1 2,746
SHOPKO STORES, INC. EQUITY 824911101 135 10,409 SH SOLE 1 10,409
SHORE BANCSHARES INC EQUITY 825107105 63 2,044 SH SOLE 1 2,044
SHUFFLE MASTER, INC. EQUITY 825549108 185 6,323 SH SOLE 1 6,323
SHURGARD STORAGE CENTERS, INC. CLASS EQUITY 82567D104 16 495 SH SOLE 1 495
SI INTERNATIONAL EQUITY 78427V102 2 186,700 SH Sole 3 186,700
SICOR INC EQUITY 825846108 3214 158,009 SH SOLE 1 158,009
SICOR INC COM EQUITY 825846108 13 645,934 SH Sole 3 628,400 17,534
SIEBEL SYSTEMS, INC. EQUITY 826170102 2369 249,855 SH SOLE 1 249,855
SIERRA BANCORP EQUITY 82620P102 27 1,925 SH SOLE 1 1,925
SIERRA HEALTH SERVICES, INC. EQUITY 826322109 177 8,853 SH SOLE 1 8,853
SIERRA PACIFIC RESOURCES EQUITY 826428104 1190 200,338 SH SOLE 1 200,338
SIGMA ALDRICH CORP. EQUITY 826552101 2014 37,082 SH SOLE 1 37,082
SIGMA DESIGNS INC EQUITY 826565103 66 6,082 SH SOLE 1 6,082
SILGAN HOLDINGS, INC. EQUITY 827048109 129 4,112 SH SOLE 1 4,112
SILICON GRAPHICS, INC. EQUITY 827056102 89 77,695 SH SOLE 1 77,695
SILICON IMAGE INC EQUITY 82705T102 145 26,386 SH SOLE 1 26,386
SILICON LABORATORIES COM EQUITY 826919102 22 823,110 SH Sole 3 763,148 59,962
SILICON LABORATORIES INC EQUITY 826919102 1748 65,662 SH SOLE 1 65,662
SILICON STORAGE TECHNOLOGY EQUITY 827057100 127 30,231 SH SOLE 1 30,231
SILICON VALLEY BANCSHARES EQUITY 827064106 1529 64,213 SH SOLE 1 64,213
SILICONIX, INC. EQUITY 827079203 80 2,224 SH SOLE 1 2,224
SIMMONS FIRST NATIONAL CORP. EQUITY 828730200 108 5,380 SH SOLE 1 5,380
SIMON PPTY GROUP EQUITY 828806109 21 526,919 SH Sole 3 526,919
SIMON PROPERTY GROUP INC EQUITY 828806109 3258 83,484 SH SOLE 1 83,484
SIMPLETECH INC EQUITY 828823104 12 2,914 SH SOLE 1 2,914
SIMPSON MANUFACTURING CO. EQUITY 829073105 207 5,647 SH SOLE 1 5,647
SINCLAIR BROADCAST GROUP, INC. EQUITY 829226109 168 14,451 SH SOLE 1 14,451
SIPEX CORP. EQUITY 829909100 45 9,421 SH SOLE 1 9,421
SIRIUS SATELLITE RADIO INC. EQUITY 82966U103 683 403,914 SH SOLE 1 403,914
SIRNA THERAPEUTICS INC EQUITY 829669100 21 2,448 SH SOLE 1 2,448
SIX FLAGS, INC EQUITY 83001P109 1074 158,415 SH SOLE 1 158,415
SIZELER PPTY INVS INC EQUITY 830137105 45 4,389 SH SOLE 1 4,389
SKECHERS USA INC. CL-A EQUITY 830566105 52 7,068 SH SOLE 1 7,068
SKY FINANCIAL GROUP EQUITY 83080P103 26 1,196 SH SOLE 1 1,196
SKYLINE CORP. EQUITY 830830105 69 2,305 SH SOLE 1 2,305
SKYWEST INC EQUITY 830879102 18137 950,571 SH SOLE 1 950,571
SKYWORKS SOLUTIONS INC EQUITY 83088M102 357 52,718 SH SOLE 1 52,718
SL GREEN REALTY CORP. EQUITY 78440X101 363 10,408 SH SOLE 1 10,408
SL GREEN RLTY CORP COM EQUITY 78440X101 7 198,641 SH Sole 3 198,641
SLM CORP EQUITY 78442P106 7693 196,410 SH SOLE 1 196,410
SLM CORP EQUITY 78442P106 20494 523,200 SH DEFINED 2 523,200
SM&A EQUITY 78465D105 52 4,627 SH SOLE 1 4,627
SMART & FINAL, INC., EQUITY 831683107 22 4,683 SH SOLE 1 4,683
SMITH A O CORP EQUITY 831865209 3938 139,900 SH DEFINED 2 139,900
SMITH INTERNATIONAL, INC. EQUITY 832110100 5034 137,006 SH SOLE 1 137,006
SMITH INTL INC EQUITY 832110100 17150 466,800 SH DEFINED 2 466,800
SMITH, A.O. CORP. EQUITY 831865209 178 6,329 SH SOLE 1 6,329
SMITHFIELD FOODS INC EQUITY 832248108 3363 146,738 SH SOLE 1 146,738
SMURFIT-STONE CONTAINER CORP. EQUITY 832727101 21088 1,620,931 SH SOLE 1 1,620,931
SNAP-ON, INC. EQUITY 833034101 754 25,959 SH SOLE 1 25,959
SOHU.COM INC EQUITY 83408W103 219 6,427 SH SOLE 1 6,427
SOLA INTERNATIONAL, INC. EQUITY 834092108 152 8,745 SH SOLE 1 8,745
SOLECTRON CORP. EQUITY 834182107 1384 370,141 SH SOLE 1 370,141
SOLUTIA, INC. EQUITY 834376105 87 39,811 SH SOLE 1 39,811
SONIC AUTOMOTIVE INC EQUITY 83545G102 227 10,352 SH SOLE 1 10,352
SONIC CORP. EQUITY 835451105 373 14,714 SH SOLE 1 14,714
SONIC SOLUTIONS EQUITY 835460106 39 4,546 SH SOLE 1 4,546
SONICWALL INC EQUITY 835470105 95 19,596 SH SOLE 1 19,596
SONOCO PRODUCTS CO. EQUITY 835495102 3,119 129,860 SH SOLE 1 129,860
SONOSIGHT, INC. EQUITY 83568G104 108 5,408 SH SOLE 1 5,408
SONUS NETWORKS INC EQUITY 835916107 365 75,351 SH SOLE 1 75,351
SONUS NETWORKS INC EQUITY 835916107 8,779 1,745,300 SH DEFINED 2 1,745,300
SOTHEBY'S HOLDINGS, INC. CLASS A EQUITY 835898107 735 98,848 SH SOLE 1 98,848
SOUND FEDERAL BANCORP INC EQUITY 83607V104 69 5,028 SH SOLE 1 5,028
SOUNDVIEW TECHNOLOGY GRUOP INC EQUITY 83611Q109 64 6,232 SH SOLE 1 6,232
SOURCE INTERLINK COS INC EQUITY 836151209 33 4,400 SH SOLE 1 4,400
SOURCECORP EQUITY 836167106 125 5,797 SH SOLE 1 5,797
SOUTH FINANCIAL GROUP INC. EQUITY 837841105 410 17,735 SH SOLE 1 17,735
SOUTH JERSEY INDUSTRIES, INC. EQUITY 838518108 174 4,712 SH SOLE 1 4,712
SOUTHERN CO EQUITY 842587107 9,720 311,950 SH SOLE 1 311,950
SOUTHERN CO EQUITY 842587107 9,177 294,500 SH DEFINED 2 294,500
SOUTHERN FINANCIAL BNCRP EQUITY 842870107 64 2,081 SH SOLE 1 2,081
SOUTHERN PERU COPPER CORP. EQUITY 843611104 3 207 SH SOLE 1 207
SOUTHERN UNION CO. EQUITY 844030106 340 20,097 SH SOLE 1 20,097
SOUTHSIDE BANCSHARES INC EQUITY 84470P109 57 3,200 SH SOLE 1 3,200
SOUTHTRUST CORP. EQUITY 844730101 4,097 151,757 SH SOLE 1 151,757
SOUTHWEST AIRLINES CO. EQUITY 844741108 5,791 336,680 SH SOLE 1 336,680
SOUTHWEST BANCORP INC EQUITY 844767103 55 2,019 SH SOLE 1 2,019
SOUTHWEST BANCORPORATION OF TX EQUITY 84476R109 349 10,746 SH SOLE 1 10,746
SOUTHWEST GAS CORP EQUITY 844895102 245 11,585 SH SOLE 1 11,585
SOUTHWEST WTR CO EQUITY 845331107 52 3,721 SH SOLE 1 3,721
SOUTHWESTERN ENERGY CO. EQUITY 845467109 203 13,511 SH SOLE 1 13,511
SOVEREIGN BANCORP, INC. EQUITY 845905108 5,493 350,987 SH SOLE 1 350,987
SOVRAN SELF STORAGE, INC. EQUITY 84610H108 156 4,945 SH SOLE 1 4,945
SPANISH BROADCASTING SYS, INC. CLASS EQUITY 846425882 97 12,027 SH SOLE 1 12,027
SPARTECH CORP. EQUITY 847220209 186 8,765 SH SOLE 1 8,765
SPECTRALINK CORP EQUITY 847580107 59 6,074 SH SOLE 1 6,074
SPEECHWORKS INTERNATIONAL EQUITY 84764M101 49 10,329 SH SOLE 1 10,329
SPEEDWAY MOTORSPORTS EQUITY 847788106 143 5,348 SH SOLE 1 5,348
SPHERION CORPORATION EQUITY 848420105 157 22,543 SH SOLE 1 22,543
SPINNAKER EXPLORATION CO EQUITY 84855W109 246 9,404 SH SOLE 1 9,404
SPORTS AUTH INC EQUITY 849176102 584 54,594 SH SOLE 1 54,594
SPORTS RESORTS INTL INC EQUITY 84918U108 2 533 SH SOLE 1 533
SPRINT CORP PCS COM SER 1 EQUITY 852061506 10 1,733,900 SH Sole 3 1,495,100 238,800
SPRINT CORP. FON GROUP EQUITY 852061100 5,596 388,600 SH SOLE 1 388,600
SPRINT CORP. PCS GROUP EQUITY 852061506 2,653 461,324 SH SOLE 1 461,324
SPS TECHNOLOGIES, INC. EQUITY 784626103 84 3,111 SH SOLE 1 3,111
SPSS INC COM EQUITY 78462K102 1 60,400 SH Sole 3 60,400
SPSS, INC. EQUITY 78462K102 77 4,667 SH SOLE 1 4,667
SPX CORP. EQUITY 784635104 19,962 453,072 SH SOLE 1 453,072
SRA INTERNATIONAL CL A EQUITY 78464R105 91 2,850 SH SOLE 1 2,850
SS&C TECHNOLOGIES INC EQUITY 85227Q100 44 2,799 SH SOLE 1 2,799
ST FRANCIS CAPITAL CORP. EQUITY 789374105 80 2,736 SH SOLE 1 2,736
ST JUDE MEDICAL, INC. EQUITY 790849103 4,463 77,610 SH SOLE 1 77,610
ST PAUL COS INC EQUITY 792860108 2,698 73,900 SH DEFINED 2 73,900
ST. MARY LAND & EXPLORATION EQUITY 792228108 292 10,686 SH SOLE 1 10,686
ST. PAUL COMPANIES, INC. EQUITY 792860108 4,918 134,705 SH SOLE 1 134,705
STAAR SURGICAL CO EQUITY 852312305 75 6,502 SH SOLE 1 6,502
STAGE STORES INC EQUITY 85254C305 131 5,578 SH SOLE 1 5,578
STAMPS.COM INC EQUITY 852857101 67 13,892 SH SOLE 1 13,892
STANCORP FINANCIAL GROUP, INC. EQUITY 852891100 2,042 39,099 SH SOLE 1 39,099
STANDARD & POOR'S DEPOSITARY SPDR EQUITY 78462F103 5,289 54,170 SH SOLE 1 54,170
STANDARD COML CORP. COM EQUITY 853258101 64 3,760 SH SOLE 1 3,760
STANDARD MICROSYSTEMS CORP. EQUITY 853626109 69 4,566 SH SOLE 1 4,566
STANDARD MOTOR PRODUCTS, INC. EQUITY 853666105 18 1,633 SH SOLE 1 1,633
STANDARD PACIFIC CORP. EQUITY 85375C101 406 12,244 SH SOLE 1 12,244
STANDARD REGISTER CO. EQUITY 853887107 74 4,469 SH SOLE 1 4,469
STANDEX INTERNATIONAL CORP. EQUITY 854231107 87 4,158 SH SOLE 1 4,158
STANLEY FURNITURE CO INC EQUITY 854305208 51 1,863 SH SOLE 1 1,863
STANLEY WORKS EQUITY 854616109 1,043 37,797 SH SOLE 1 37,797
STAPLES, INC. EQUITY 855030102 54,739 2,983,077 SH SOLE 1 2,983,077
STAR SCIENTIFIC INC EQUITY 85517P101 31 9,310 SH SOLE 1 9,310
STARBUCKS CORP. EQUITY 855244109 5,035 205,081 SH SOLE 1 205,081
STARTEK INC EQUITY 85569C107 105 3,986 SH SOLE 1 3,986
STARWOOD HOTELS & RESORTS WW EQUITY 85590A203 2,556 89,395 SH SOLE 1 89,395
STATE AUTO FINANCIAL CORP. EQUITY 855707105 110 4,884 SH SOLE 1 4,884
STATE BANCORP INC EQUITY 855716106 50 2,551 SH SOLE 1 2,551
STATE FINL SERVICES CORP-A EQUITY 856855101 43 1,947 SH SOLE 1 1,947
STATE STREET CORP. EQUITY 857477103 7,085 179,810 SH SOLE 1 179,810
STATEN ISLAND BANCORP, INC. EQUITY 857550107 393 20,165 SH SOLE 1 20,165
STATION CASINOS INC COM EQUITY 857689103 14 535,100 SH Sole 3 528,400 6,700
STATION CASINOS, INC. EQUITY 857689103 14 565 SH SOLE 1 565
STEEL DYNAMICS, INC. EQUITY 858119100 197 14,273 SH SOLE 1 14,273
STEELCASE INC-CL A EQUITY 858155203 7 572 SH SOLE 1 572
STEIN MART, INC. EQUITY 858375108 45 7,708 SH SOLE 1 7,708
STEINWAY MUSICAL INSTRUMENTS EQUITY 858495104 27,306 1,773,104 SH SOLE 1 1,773,104
STELLENT INC EQUITY 85856W105 36 6,678 SH SOLE 1 6,678
STEPAN CO. EQUITY 858586100 44 1,957 SH SOLE 1 1,957
STERICYCLE INC EQUITY 858912108 3,913 101,700 SH DEFINED 2 101,700
STERICYCLE INC COM EQUITY 858912108 48 1,241,326 SH Sole 3 1,210,104 31,222
STERICYCLE, INC. EQUITY 858912108 2,100 54,734 SH SOLE 1 54,734
STERIS CORP COM EQUITY 859152100 2161 93,591 SH SOLE 1 93,591
STERLING BANCORP EQUITY 859158107 110 3,944 SH SOLE 1 3,944
STERLING BANCSHARES, INC. EQUITY 858907108 196 15,064 SH SOLE 1 15,064
STERLING FINANCIAL CORP EQUITY 859317109 150 6,437 SH SOLE 1 6,437
STERLING FINL CORP WAS EQUITY 859319105 137 5,620 SH SOLE 1 5,620
STEVEN MADDEN, LTD. EQUITY 556269108 82 3,798 SH SOLE 1 3,798
STEWART & STEVENSON SERVICES EQUITY 860342104 171 10,834 SH SOLE 1 10,834
STEWART ENTERPRISES, INC. EQUITY 860370105 158 36,708 SH SOLE 1 36,708
STEWART INFORMATION SERVICES COM EQUITY 860372101 177 6,357 SH SOLE 1 6,357
STILLWATER MINING CO. EQUITY 86074Q102 86 16,708 SH SOLE 1 16,708
STONE ENERGY CORP. EQUITY 861642106 360 8,597 SH SOLE 1 8,597
STONERIDGE, INC. EQUITY 86183P102 66 4,829 SH SOLE 1 4,829
STORAGE TECHNOLOGY CORP. EQUITY 862111200 3765 146,288 SH SOLE 1 146,288
STORAGENETWORKS INC EQUITY 86211E103 52 37,796 SH SOLE 1 37,796
STRATASYS INC EQUITY 862685104 61 1,754 SH SOLE 1 1,754
STRATEX NETWORKS INC EQUITY 86279T109 98 31,510 SH SOLE 1 31,510
STRATTEC SEC CORP EQUITY 863111100 64 1,210 SH SOLE 1 1,210
STRAYER ED INC COM EQUITY 863236105 6 75,400 SH Sole 3 75,400
STRAYER EDUCATION, INC EQUITY 863236105 322 4,050 SH SOLE 1 4,050
STRIDE RITE CORP. EQUITY 863314100 139 13,997 SH SOLE 1 13,997
STRYKER CORP COM EQUITY 863667101 2 25,000 SH Sole 3 25,000
STRYKER CORP. EQUITY 863667101 5945 85,700 SH SOLE 1 85,700
STUDENT LOAN CORP. EQUITY 863902102 1091 8,658 SH SOLE 1 8,658
STURM, RUGER & CO., INC. EQUITY 864159108 81 8,084 SH SOLE 1 8,084
SUBURBAN PROPANE PARTNERS LP EQUITY 864482104 5581 190,550 SH SOLE 1 190,550
SUFFOLK BANCORP EQUITY 864739107 135 4,199 SH SOLE 1 4,199
SUMMIT AMERICA TELEVISION INC EQUITY 86600T109 39 13,556 SH SOLE 1 13,556
SUMMIT BANCSHARES INC EQUITY 866011109 47 1,983 SH SOLE 1 1,983
SUMMIT PROPERTIES, INC. EQUITY 866239106 185 8,944 SH SOLE 1 8,944
SUN BANCORP INC EQUITY 86663B102 90 4,496 SH SOLE 1 4,496
SUN COMMUNITIES, INC. EQUITY 866674104 205 5,223 SH SOLE 1 5,223
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SUNCOR ENERGY INC COM (F) EQUITY 867229106 15 813,644 SH Sole 3 674,400 139,244
SUNGARD DATA SYS INC EQUITY 867363103 9 353,200 SH Sole 3 309,800 43,400
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SUNOCO, INC. EQUITY 86764P109 1291 34,203 SH SOLE 1 34,203
SUNRISE SENIOR LIVING INC EQUITY 86768K106 142 6,333 SH SOLE 1 6,333
SUNTRUST BANKS, INC. EQUITY 867914103 8364 140,950 SH SOLE 1 140,950
SUPERCONDUCTOR TECHNOLOGIES EQUITY 867931107 42 18,789 SH SOLE 1 18,789
SUPERGEN, INC. EQUITY 868059106 60 11,173 SH SOLE 1 11,173
SUPERIOR ENERGY SERVICES, INC. EQUITY 868157108 173 18,272 SH SOLE 1 18,272
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SUPERTEX INC EQUITY 868532102 62 3,361 SH SOLE 1 3,361
SUPERVALU, INC. EQUITY 868536103 1271 59,626 SH SOLE 1 59,626
SUPPORTSOFT INC EQUITY 868587106 61 9,409 SH SOLE 1 9,409
SUREBEAM CORP CL A EQUITY 86866R102 77 28,664 SH SOLE 1 28,664
SUREWEST COMMUNICATION EQUITY 868733106 168 5,528 SH SOLE 1 5,528
SURMODICS INC EQUITY 868873100 162 5,310 SH SOLE 1 5,310
SUSQUEHANNA BANCSHARES, INC. EQUITY 869099101 352 15,086 SH SOLE 1 15,086
SWIFT ENERGY CO. EQUITY 870738101 107 9,753 SH SOLE 1 9,753
SWIFT TRANSN CO COM EQUITY 870756103 30 1,584,550 SH Sole 3 1,513,150 71,400
SWIFT TRANSPORTATION CO., INC. EQUITY 870756103 2069 111,256 SH SOLE 1 111,256
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SYBRON DENTAL SPECIALTIES INC. EQUITY 871142105 342 14,509 SH SOLE 1 14,509
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SYKES ENTERPRISES, INC. EQUITY 871237103 44 9,072 SH SOLE 1 9,072
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SYMANTEC CORP COM EQUITY 871503108 12 282,030 SH Sole 3 242,800 39,230
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SYMBOL TECHNOLOGIES, INC. EQUITY 871508107 1344 103,283 SH SOLE 1 103,283
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SYNOVIS LIFE TECHNOLOGIES IN EQUITY 87162G105 64 3,211 SH SOLE 1 3,211
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SYSCO CORP. EQUITY 871829107 8423 280,390 SH SOLE 1 280,390
SYSTEMAX INC EQUITY 871851101 12 3,488 SH SOLE 1 3,488
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T ROWE PRICE GROUP INC. EQUITY 74144T108 2397 63,453 SH SOLE 1 63,453
TAIWAN FUND EQUITY 874036106 526 57,450 SH SOLE 1 57,450
TAIWAN SEMICONDUCTOR-SP ADR EQUITY 874039100 97 9,600 SH SOLE 1 9,600
TAKE-TWO INTERACTIVE SOFTWARE EQUITY 874054109 416 14,681 SH SOLE 1 14,681
TALBOTS INC EQUITY 874161102 11 370 SH SOLE 1 370
TALK AMERICA HLDGS INC COM NEW EQUITY 87426R202 2 150,900 SH Sole 3 150,900
TALK AMERICA HOLDINGS INC EQUITY 87426R202 111 9,954 SH SOLE 1 9,954
TALX CORP EQUITY 874918105 115 5,157 SH SOLE 1 5,157
TANGER FACTORY OUTLET CTRS EQUITY 875465106 82 2,464 SH SOLE 1 2,464
TANOX INC EQUITY 87588Q109 145 9,070 SH SOLE 1 9,070
TANOX INC EQUITY 87588Q109 803 50,000 SH DEFINED 2 50,000
TARGET CORPORATION EQUITY 87612E106 17729 468,530 SH SOLE 1 468,530
TARO PHARMACEUT INDS EQUITY M8737E108 14 258,846 SH Sole 3 253,000 5,846
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TBC CORP. EQUITY 872180104 122 6,388 SH SOLE 1 6,388
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Technology Select Sector (SPDR) EQUITY 81369Y803 683 40,000 SH DEFINED 4 40,000
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TECUMSEH PRODUCTS CO. CLASS A EQUITY 878895200 1179 30,741 SH SOLE 1 30,741
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TELEFLEX INC. EQUITY 879369106 2254 52,979 SH SOLE 1 52,979
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TELEPHONE AND DATA SYSTEMS EQUITY 879433100 3838 77,224 SH SOLE 1 77,224
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TEMPLE-INLAND INC. EQUITY 879868107 1029 23,989 SH SOLE 1 23,989
TENARIS SA-ADR EQUITY 88031M109 1674 65,632 SH SOLE 1 65,632
TENET HEALTHCARE CORP. EQUITY 88033G100 2427 208,296 SH SOLE 1 208,296
TENNANT CO. EQUITY 880345103 119 3,229 SH SOLE 1 3,229
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TEREX CORP. EQUITY 880779103 324 16,622 SH SOLE 1 16,622
TESORO PETROLEUM CORP. EQUITY 881609101 151 21,964 SH SOLE 1 21,964
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TEVA PHARMACEUTICAL ADR EQUITY 881624209 7204 126,600 SH SOLE 1 126,600
TEVA PHARMACEUTICAL INDS L EQUITY 881624209 25700 451,350 SH DEFINED 2 451,350
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TEXTRON FINANACIAL CORP EQUITY 883203101 2341 60,007 SH SOLE 1 60,007
THE ADVISORY BOARD COMPANY EQUITY 00762W107 16 405,100 SH Sole 3 401,600 3,500
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THE STEAK N SHAKE COMPANY EQUITY 857873103 128 8,417 SH SOLE 1 8,417
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THREE-FIVE SYS INC COM EQUITY 88554L108 56 8,094 SH SOLE 1 8,094
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TIERONE CORP EQUITY 88650R108 168 8,584 SH SOLE 1 8,584
TIFFANY & CO. EQUITY 886547108 2106 64,452 SH SOLE 1 64,452
TIFFANY + CO NEW EQUITY 886547108 15958 488,290 SH DEFINED 2 488,290
TIMBERLAND COMPANY EQUITY 887100105 2537 47,988 SH SOLE 1 47,988
TIME WARNER TELECOM EQUITY 887319101 93 15,204 SH SOLE 1 15,204
TIMKEN CO. EQUITY 887389104 12 687 SH SOLE 1 687
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TOMPKINS TRUSTCO INC EQUITY 890110109 125 2,806 SH SOLE 1 2,806
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TORO CO. EQUITY 891092108 370 9,305 SH SOLE 1 9,305
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TRACTOR SUPPLY CO EQUITY 892356106 262 5,532 SH SOLE 1 5,532
TRADESTATION GROUP INC EQUITY 89267P105 68 6,598 SH SOLE 1 6,598
TRAMMELL CROW CO. EQUITY 89288R106 124 11,724 SH SOLE 1 11,724
TRANS WORLD ENTERTAINMENT CORP EQUITY 89336Q100 27 5,187 SH SOLE 1 5,187
TRANSACTION SYSTEMS ARCHITECTS CLASS EQUITY 893416107 544 60,103 SH SOLE 1 60,103
TRANSATLANTIC HOLDINGS INC EQUITY 893521104 2162606 31,274,130 SH SOLE 1 31,274,130
TRANSATLANTIC HOLDINGS INC EQUITY 893521104 20 294 SH SOLE 1 294
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TRANSOCEAN INC EQUITY G90078109 5037 229,280 SH SOLE 1 229,280
TRANSOCEAN SEDCO FOREX INC EQUITY G90078109 8 378 SH DEFINED 2 378
TRAVELERS PPTY CAS CORP NE EQUITY 89420G109 8304 522,311 SH DEFINED 2 522,311
TRAVELERS PPTY CAS CORP NEW EQUITY 89420G406 10 640 SH DEFINED 2 640
TRAVELERS PROPERTY CASUALTY EQUITY 89420G406 6860 434,981 SH SOLE 1 434,981
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TRIARC COMPANIES INC. CLASS A EQUITY 895927101 140 4,671 SH SOLE 1 4,671
Tribune Co EQUITY 896047107 725 15,000 SH DEFINED 4 15,000
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TRICO BANCSHARES EQUITY 896095106 51 1,997 SH SOLE 1 1,997
TRIMBLE NAVIGATION LTD. EQUITY 896239100 277 12,038 SH SOLE 1 12,038
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TRIZEC HAHN CORP SUB VTG EQUITY 89687P107 9 748,000 SH Sole 3 748,000
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TRIZETTO GROUP INC EQUITY 896882107 71 11,772 SH SOLE 1 11,772
TROY FINANCIAL CORP EQUITY 897329108 68 2,495 SH SOLE 1 2,495
TRUST CO. OF NEW JERSEY EQUITY 898304100 213 7,044 SH SOLE 1 7,044
TRUSTCO BANK CORP. NY EQUITY 898349105 313 28,321 SH SOLE 1 28,321
TRUSTMARK CORP. EQUITY 898402102 17 668 SH SOLE 1 668
TTM TECHONOLOGIES EQUITY 87305R109 34 7,322 SH SOLE 1 7,322
TUESDAY MORNING CORPORATION EQUITY 899035505 137 5,200 SH SOLE 1 5,200
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TUPPERWARE CORP. EQUITY 899896104 646 44,993 SH SOLE 1 44,993
TURNSTONE SYSTEMS INC EQUITY 900423104 32 12,842 SH SOLE 1 12,842
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TXU CORP EQUITY 873168108 3228 143,767 SH SOLE 1 143,767
TYCO INTERNATIONAL, LTD. EQUITY 902124106 33911 1,786,684 SH SOLE 1 1,786,684
TYCO INTL LTD EQUITY 902124106 11477 604,720 SH DEFINED 2 604,720
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UNIFIRST CORP. EQUITY 904708104 75 3,418 SH SOLE 1 3,418
UNION BANKSHARES CORP EQUITY 905399101 81 2,881 SH SOLE 1 2,881
Union Pac Corp EQUITY 907818108 1224 21,100 SH DEFINED 4 21,100
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UNITED CAPITAL CORPORATION EQUITY 909912107 18 527 SH SOLE 1 527
UNITED CMNTY BKS BLAIR EQUITY 90984P105 173 6,937 SH SOLE 1 6,937
UNITED COMMUNITY FINANCIAL CO EQUITY 909839102 106 11,491 SH SOLE 1 11,491
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UNITED DOMINION REALTY TRUST EQUITY 910197102 2599 150,943 SH SOLE 1 150,943
UNITED DOMINION RLTYTR COM EQUITY 910197102 5 289,668 SH Sole 3 289,668
UNITED FIRE & CASUALTY CO. EQUITY 910331107 88 2,728 SH SOLE 1 2,728
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UNITED INDUSTRIAL CORP EQUITY 910671106 64 3,907 SH SOLE 1 3,907
UNITED MICROELECTRONICS-ADR EQUITY 910873207 292 77,795 SH SOLE 1 77,795
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UNITED PANAM FINANCIAL CORP EQUITY 911301109 18 1,497 SH SOLE 1 1,497
UNITED PARCEL SERVICE CLASS -B EQUITY 911312106 31057 487,550 SH SOLE 1 487,550
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UNOVA, INC. EQUITY 91529B106 194 17,496 SH SOLE 1 17,496
UNUMPROVIDENT CORP. EQUITY 91529Y106 2124 158,372 SH SOLE 1 158,372
URBAN OUTFITTERS, INC. EQUITY 917047102 168 4,668 SH SOLE 1 4,668
URS CORP. EQUITY 903236107 118 6,077 SH SOLE 1 6,077
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US Bancorp Com St USD 0.01 EQUITY 9029733048 569 23,240 SH SOLE 1 23,240
US CELLULAR EQUITY 911684108 1485 51,323 SH SOLE 1 274
US ONCOLOGY, INC. EQUITY 90338W103 193 26,114 SH SOLE 1 26,114
US PHYSICAL THERAPY INC EQUITY 90337L108 59 4,517 SH SOLE 1 4,517
USANA HEALTH SCIENCES INC EQUITY 90328M107 74 1,678 SH SOLE 1 1,678
USEC, INC EQUITY 90333E108 219 31,222 SH SOLE 1 31,222
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USG CORP. EQUITY 903293405 264 13,909 SH SOLE 1 13,909
USI HOLDINGS CORP EQUITY 90333H101 99 8,499 SH SOLE 1 8,499
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UTI WORLDWIDE INC EQUITY G87210103 3 94,900 SH Sole 3 94,900
UTSTARCOM INC EQUITY 918076100 39 1,102 SH SOLE 1 1,102
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VAIL RESORTS, INC. EQUITY 91879Q109 96 7,119 SH SOLE 1 7,119
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VALERO ENERGY CORP. EQUITY 91913Y100 6625 182,349 SH SOLE 1 182,349
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VARIAN, INC. EQUITY 922206107 1931 56,230 SH SOLE 1 56,230
VASTERA INC EQUITY 92239N109 61 10,184 SH SOLE 1 10,184
VCA ANTECH INC EQUITY 918194101 227 11,500 SH SOLE 1 11,500
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VENTAS, INC. EQUITY 92276F100 427 28,196 SH SOLE 1 28,196
VERIDIAN CORP EQUITY 92342R203 294 8,437 SH SOLE 1 8,437
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VERITY INC COM EQUITY 92343C106 101 7,964 SH SOLE 1 7,964
VERIZON COMMUNICATIONS EQUITY 92343V104 111645 2,830,027 SH SOLE 1 2,890,027
VERIZON COMMUNICATIONS EQUITY 92343V104 10009 253,718 SH DEFINED 2 253,718
Verizon Communications EQUITY 92343V104 1578 40,000 SH DEFINED 4 40,000
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VIACOM INC EQUITY 925524308 18103 414,666 SH DEFINED 2 414,666
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VICOR CORP. EQUITY 925815102 71 7,305 SH SOLE 1 7,305
VICURON PHARMACEUTICALS EQUITY 926471103 221 15,555 SH SOLE 1 15,555
VIGNETTE CORPORATION EQUITY 926734104 155 78,478 SH SOLE 1 78,478
VIMPEL-COMMUNICATIONS-SP ADR EQUITY 68370R109 2614 56,290 SH SOLE 1 56,290
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VIRGINIA COMMERCE BANCORP EQUITY 92778Q109 35 1,817 SH SOLE 1 1,817
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VISTACARE INC-CL A EQUITY 92839Y109 107 4,373 SH SOLE 1 4,373
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VISTEON CORP. EQUITY 92839U107 730 106,210 SH SOLE 1 106,210
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VODAFONE GROUP PLC -SP ADR EQUITY 92857W100 11778 599,371 SH SOLE 1 599,371
VOLT INFORMATION SCIENCES INC. EQUITY 928703107 41 3,008 SH SOLE 1 3,008
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WABASH NATIONAL CORP. EQUITY 929566107 137 9,758 SH SOLE 1 9,758
WABASH NATL CORP COM EQUITY 929566107 4 309,500 SH Sole 3 309,500
WABTEC EQUITY 929740108 167 12,022 SH SOLE 1 12,022
WACHOVIA CORP EQUITY 929903102 60370 1,510,760 SH SOLE 1 1,510,760
WACHOVIA CORP 2ND NEW EQUITY 929903102 7101 177,700 SH DEFINED 2 177,700
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WASHINGTON FEDERAL I EQUITY 938824109 22 956 SH SOLE 1 956
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WASHINGTON MUTUAL INC. EQUITY 939322103 217 5,250 SH DEFINED 2 5,250
Washington Mutual Savings EQUITY 939322103 1718 41,600 SH DEFINED 4 41,600
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WATSON WYATT & CO HOLDINGS EQUITY 942712100 290 12,526 SH SOLE 1 12,526
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WCI COMMUNITIES INC EQUITY 92923C104 123 6,405 SH SOLE 1 6,405
WD-40 CO. EQUITY 929236107 179 6,301 SH SOLE 1 6,301
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WEB MD CORP EQUITY 94769M105 4568 421,800 SH DEFINED 2 421,800
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WEBSTER FINANCIAL CORP. EQUITY 947890109 2318 61,326 SH SOLE 1 61,326
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WEIGHT WATCHERS INTL INC N EQUITY 948626106 3634 79,875 SH DEFINED 2 79,875
WEINGARTEN REALTY INVESTORS EQUITY 948741103 26 631 SH SOLE 1 631
WEINGARTEN RLTY INVS SH BEN IN EQUITY 948741103 6 144,500 SH Sole 3 144,500
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Wells Fargo & Co USD5 EQUITY 9497461015 600 11,900 SH SOLE 1 11,900
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WEST COAST BANCORP EQUITY 952145100 105 5,783 SH SOLE 1 5,783
WEST CORPORATION EQUITY 952355105 8 292 SH SOLE 1 292
WEST ESSEX BANCORP INC EQUITY 952698108 26 742 SH SOLE 1 742
WEST MARINE INC EQUITY 954235107 79 4,529 SH SOLE 1 4,529
WEST PHARMACEUTICAL SERVICES EQUITY 955306105 101 4,107 SH SOLE 1 4,107
WESTAMERICA BANKCORPORATION EQUITY 957090103 2133 49,522 SH SOLE 1 49,522
WESTAR ENERGY EQUITY 95709T100 1966 121,141 SH SOLE 1 121,141
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WESTELL TECHNOLOGIES CL A EQUITY 957541105 2 258,000 SH Sole 3 258,000
WESTELL TECHNOLOGIES INC-A EQUITY 957541105 139 16,835 SH SOLE 1 16,835
WESTERN DIGITIAL CORP. EQUITY 958102105 32 3,140 SH SOLE 1 3,140
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WESTERN SIERRA BANCORP EQUITY 959522103 42 1,271 SH SOLE 1 1,271
WESTERN WIRELESS CORP. CLASS A EQUITY 95988E204 231 20,003 SH SOLE 1 20,003
WESTFIELD FINANCIAL IN EQUITY 96008D101 34 1,819 SH SOLE 1 1,819
WESTMORELAND COAL CO EQUITY 960878106 43 2,377 SH SOLE 1 2,377
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WESTWOOD ONE INC EQUITY 961815107 6915 203,800 SH DEFINED 2 203,800
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WHIRLPOOL CORP. EQUITY 963320106 1948 30,579 SH SOLE 1 30,579
WHITE ELECTR DESIGNS C EQUITY 963801105 74 7,013 SH SOLE 1 7,013
WHITEHALL JEWELLERS IN EQUITY 965063100 37 4,059 SH SOLE 1 4,059
WHITMAN EDUCATION GROUP INC EQUITY 966524100 53 3,427 SH SOLE 1 3,427
WHITNEY HOLDING CORP. EQUITY 966612103 18 552 SH SOLE 1 552
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WILD OATS MARKETS, INC. EQUITY 96808B107 104 9,420 SH SOLE 1 9,420
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Williams Energy Partners EQUITY 969491109 1184 25,000 SH DEFINED 4 25,000
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WILMINGTON TRUST CORP EQUITY 971807102 2592 88,303 SH SOLE 1 88,303
WILSON GREATBATCH TECH INC EQUITY 972232102 3 96,200 SH Sole 3 96,200
WILSON GREATBATCH TECHNOLOGIES EQUITY 972232102 273 7,563 SH SOLE 1 7,563
WILSONS THE LEATHER EXPERTS EQUITY 972463103 47 6,568 SH SOLE 1 6,568
WILTEL COMMUNICATIONS INC EQUITY 972487102 149 10,001 SH SOLE 1 10,001
WIMM-BILL-DANN FOODS ADR EQUITY 97263M109 3271 161,109 SH SOLE 1 161,109
WIND RIVER SYSTEMS INC. EQUITY 973149107 504 132,170 SH SOLE 1 132,170
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WINNEBAGO INDUSTRIES, INC. EQUITY 974637100 179 4,729 SH SOLE 1 4,729
WINSTON HOTELS INC EQUITY 97563A102 53 6,535 SH SOLE 1 6,535
WINTRUST FINANCIAL CORP EQUITY 97650W108 197 6,617 SH SOLE 1 6,617
WIRELESS FACILITIES COM EQUITY 97653A103 9 730,100 SH Sole 3 730,100
WIRELESS FACILITIES INC. EQUITY 97653A103 121 10,147 SH SOLE 1 10,147
WISCONSIN ENERGY CORP. EQUITY 976657106 4533 156,297 SH SOLE 1 156,297
WM. WRIGLEY JR. CO. EQUITY 982526105 5459 97,090 SH SOLE 1 97,090
WMS INDUSTRIES INC. EQUITY 929297109 130 8,369 SH SOLE 1 8,369
WOLVERINE WORLD WIDE, INC. EQUITY 978097103 292 15,168 SH SOLE 1 15,168
WOODHEAD INDS INC COM EQUITY 979438108 44 3,722 SH SOLE 1 3,722
WOODWARD GOVERNOR CO. EQUITY 980745103 145 3,366 SH SOLE 1 3,366
WORLD ACCEPTANCE CORP. EQUITY 981419104 92 5,678 SH SOLE 1 5,678
WORLD FUEL SVCS CORP EQUITY 981475106 88 3,580 SH SOLE 1 3,580
WORLD WRESTLING ENTMNT EQUITY 98156Q108 47 4,606 SH SOLE 1 4,606
WORTHINGTON INDS IN EQUITY 981811102 825 61,600 SH DEFINED 2 61,600
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WPS RESOURCES CORP. EQUITY 92931B106 5455 135,703 SH SOLE 1 135,703
WRIGHT MED GROUP INC EQUITY 98235T107 403 21,197 SH SOLE 1 21,197
WSFS FINANCIAL CORP EQUITY 929328102 85 2,229 SH SOLE 1 2,229
WYETH EQUITY 983024100 58891 1,292,880 SH SOLE 1 1,292,880
WYETH EQUITY 983024100 14111 309,800 SH DEFINED 2 309,800
WYNDHAM INTERNATIONAL, INC. EQUITY 983101106 88 200,000 SH SOLE 1 200,000
WYNN RESORTS LTD EQUITY 983134107 7 405 SH SOLE 1 405
XCEL STATES POWER-MINES EQUITY 98389B100 2717 180,637 SH SOLE 1 180,637
XEROX CORP. EQUITY 984121103 3675 347,026 SH SOLE 1 347,026
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XL CAPITAL LTD EQUITY G98255105 4902 59,060 SH SOLE 1 59,060
XM SATTELLITE RADIO HOLDINGS EQUITY 983759101 15 1,347 SH SOLE 1 1,347
XOMA LTD ORD EQUITY G9825R107 1 162,800 SH Sole 3 162,800
X-RITE, INC. EQUITY 983857103 77 7,702 SH SOLE 1 7,702
XTO ENERGY CORP COM EQUITY 98385X106 10 482,166 SH Sole 3 421,066 61,100
XTO ENERGY INC EQUITY 98385X106 4960 246,642 SH SOLE 1 246,642
YADKIN VY BK & TR ELKIN N C EQUITY 984308106 48 2,976 SH SOLE 1 2,976
YAHOO INC EQUITY 984332106 24008 732,775 SH DEFINED 2 732,775
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YANKEE CANDLE INC EQUITY 984757104 3903 168,100 SH DEFINED 2 168,100
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YELLOW CORP. EQUITY 985509108 263 11,293 SH SOLE 1 11,293
YORK INTERNATIONAL CORP. EQUITY 986670107 1588 67,879 SH SOLE 1 67,879
YOUNG BROADCASTING, INC. CLASS A EQUITY 987434107 100 4,766 SH SOLE 1 4,766
YOUNG INNOVATIONS INC EQUITY 987520103 44 1,535 SH SOLE 1 1,535
YPF S.A.-Sponsored ADR EQUITY 9842451000 265 9,000 SH SOLE 1 9,000
YUKOS-ADR EQUITY 98849W108 10580 189,262 SH SOLE 1 189,262
Yum Brands Inc EQUITY 988498101 887 30,000 SH DEFINED 4 30,000
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ZALE CORP. EQUITY 988858106 488 12,201 SH SOLE 1 12,201
ZEBRA TECHNOLOGIES CORP. CLASS A EQUITY 989207105 29 390 SH SOLE 1 390
ZEBRA TECHNOLOGIES CP CL A EQUITY 989207105 64 853,554 SH Sole 3 807,700 45,854
ZENITH NATIONAL INSURANCE CORP EQUITY 989390109 96 3,356 SH SOLE 1 3,356
ZIMMER HLDGS INC COM EQUITY 98956P102 9 199,310 SH Sole 3 169,000 30,310
ZIMMER HOLDINGS INC EQUITY 98956P102 3958 87,864 SH SOLE 1 87,864
ZIONS BANCORPORATION EQUITY 989701107 3417 67,528 SH SOLE 1 67,528
ZOLL MEDICAL CORP. EQUITY 989922109 107 3,226 SH SOLE 1 3,226
ZORAN CORP. EQUITY 98975F101 200 10,442 SH SOLE 1 10,442
ZYGO CORP. EQUITY 989855101 48 6,003 SH SOLE 1 6,003
ZYMOGENETICS INC EQUITY 98985T109 56 4,826 SH SOLE 1 4,826