UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F
FORM 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: March 31, 2003
Check here if Amendment [ ]; Amendment Number:
This Amendment (Check only one.): [ ] is a restatement.
[ ] adds new holdings entries
Institutional Investment Manager Filing this Report:
Name: 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 May 15, 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: 3,526
Form 13F Information Table Value Total: $15,695,091 (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.
File Number 28-219 (Consolidated)
As of 3/31/03
TITLE OF CUSIP VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER CLASS NUMBER (X1000) PRN AMT PRN CALL DISCRTN MGRS SOLE SHARED NONE
-------------- ----- ------ ------- ------- --- ---- ------- ---- ---- ------ ----
1-800 CONTACTS INC EQUITY 681977104 41 2,029 SH SOLE 1 2,029
1-800-FLOWERS.COM INC EQUITY 68243Q106 30 4,491 SH SOLE 1 4,491
1ST SOURCE CORP. EQUITY 336901103 67 5,262 SH SOLE 1 5,262
21ST CENTURY INSURANCE COMPANY EQUITY 90130N103 6 462 SH SOLE 1 462
21ST CENTURY INSURANCE COMPANY EQUITY 90130N103 662726 53,445,620 SH SOLE 1 53,445,620
3COM CORP. EQUITY 885535104 2392 485,988 SH SOLE 1 485,988
3D SYSTEMS CORPORATION EQUITY 88554D205 13 2,882 SH SOLE 1 2,882
3M EQUITY 88579Y101 2145 16,500 SH DEFINED 4 2,145,495
3M CO EQUITY 88579Y101 44591 342,930 SH SOLE 1 342,930
3M CO COM EQUITY 88579Y101 3511 27000 SH SOLE 3 27000
3M COMPANY EQUITY 88579Y101 21739 167,185 SH DEFINED 2 167,185
3TEC ENERGY CORPORATION EQUITY 88575R308 86 5,694 SH SOLE 1 5,694
4KIDS ENTERTAINMENT INC EQUITY 350865101 41 3,455 SH SOLE 1 3,455
7-ELEVEN INC. EQUITY 817826209 58 8,355 SH SOLE 1 8,355
99 CENTS ONLY STORES EQUITY 65440K106 2394 93,866 SH SOLE 1 93,866
99 CENTS ONLY STORES COM EQUITY 65440K106 11373 445996 SH SOLE 3 433189 12807
A C MOORE ARTS & CRAFT EQUITY 00086T103 61 4,410 SH SOLE 1 4,410
A.G. EDWARDS, INC. EQUITY 281760108 2784 107,476 SH SOLE 1 107,476
AAIPHARMA INC EQUITY 00252W104 52 6,078 SH SOLE 1 6,078
AAON INC COM 000360206 43 3,416 SH SOLE 1 3,416
AAR CORP. COM 000361105 35 9,224 SH SOLE 1 9,224
AARON RENTS, INC. EQUITY 002535201 105 5,152 SH SOLE 1 5,152
ABBOTT LABORATORIES EQUITY 002824100 28426 755,815 SH SOLE 1 755,815
ABBOTT LABS EQUITY 002824100 7093 188,602 SH DEFINED 2 188,602
Abbott Labs EQUITY 002824100 3009 80,000 SH DEFINED 4 3,008,800
ABC BANCORP EQUITY 000400101 49 3,599 SH SOLE 1 3,599
ABERCROMBIE & FITCH CO CL A EQUITY 002896207 15690 522468 SH SOLE 3 451500 70968
ABERCROMBIE AND FITCH CO EQUITY 002896207 5012 166,900 SH DEFINED 2 166,900
ABERCROMBIE AND FITCH CO. EQUITY 002896207 3924 130,656 SH SOLE 1 130,656
ABGENIX, INC. EQUITY 00339B107 245 28,156 SH SOLE 1 28,156
ABIOMED, INC. EQUITY 003654100 18 4,530 SH SOLE 1 4,530
ABLE LABORATORIES INC COM NEW EQUITY 00371N407 1752 123800 SH SOLE 3 123800
ABM INDUSTRIES, INC. EQUITY 000957100 179 13,585 SH SOLE 1 13,585
ACACIA RESEARCH-ACACIA INC EQUITY 003881307 9 7,082 SH SOLE 1 7,082
ACACIA RESEARCH-COMBIMATRIX EQUITY 003881208 7 3,982 SH SOLE 1 3,982
ACADIA REALTY TRUST EQUITY 004239109 39 4,861 SH SOLE 1 4,861
ACCLAIM ENTERTAINMENT, INC. EQUITY 004325205 10 25,094 SH SOLE 1 25,094
ACCREDO HEALTH INC EQUITY 00437V104 2434 100,000 SH DEFINED 2 100,000
ACCREDO HEALTH INC COM EQUITY 00437V104 14083 578609 SH SOLE 3 547899 30710
ACCREDO HEALTH INC. EQUITY 00437V104 15 605 SH SOLE 1 605
ACE LTD EQUITY G0070K103 5403 186,620 SH SOLE 1 186,620
ACME COMMUNICATION INC EQUITY 004631107 22 3,362 SH SOLE 1 3,362
ACTEL CORP. EQUITY 004934105 130 7,591 SH SOLE 1 7,591
ACTERNA CORP EQUITY 00503U105 1 9,051 SH SOLE 1 9,051
ACTION PERFORMANCE CO., INC. EQUITY 004933107 120 5,666 SH SOLE 1 5,666
ACTIVE POWER INC EQUITY 00504W100 13 12,078 SH SOLE 1 12,078
ACTIVISION, INC. EQUITY 004930202 1284 88,842 SH SOLE 1 88,842
ACTUANT CORP EQUITY 00508X203 117 3,338 SH SOLE 1 3,338
ACTUATE CORP. EQUITY 00508B102 22 15,885 SH SOLE 1 15,885
ACUITY BRANDS INC EQUITY 00508Y102 200 14,905 SH SOLE 1 14,905
ACXIOM CORP. EQUITY 005125109 2016 119,783 SH SOLE 1 119,783
ADAPTEC, INC. EQUITY 00651F108 9 1,489 SH SOLE 1 1,489
ADC TELECOMMUNICATIONS, INC EQUITY 000886101 816 396,206 SH SOLE 1 396,206
ADE CORP. EQUITY 00089C107 20 3,409 SH SOLE 1 3,409
ADMINISTAFF, INC. EQUITY 007094105 43 6,890 SH SOLE 1 6,890
ADOBE SYS INC EQUITY 00724F101 3268 106,000 SH DEFINED 2 106,000
ADOBE SYSTEMS INC. EQUITY 00724F101 9416 305,404 SH SOLE 1 305,404
ADOLOR CORPORATION EQUITY 00724X102 111 11,242 SH SOLE 1 11,242
ADTRAN INC COM EQUITY 00738A106 15854 441488 SH SOLE 3 430000 11488
ADTRAN, INC. EQUITY 00738A106 2043 56,903 SH SOLE 1 56,903
ADVANCE AUTO PARTS EQUITY 00751Y106 9 196 SH SOLE 1 196
ADVANCE AUTO PARTS COM EQUITY 00751Y106 47922 1036142 SH SOLE 3 1007400 28742
ADVANCED DIGITAL INFO CORP. EQUITY 007525108 155 22,450 SH SOLE 1 22,450
ADVANCED ENERGY INDUSTRIES EQUITY 007973100 51 5,971 SH SOLE 1 5,971
ADVANCED FIBRE COMMNCT COM EQUITY 00754A105 10264 677970 SH SOLE 3 658800 19170
ADVANCED FIBRE COMMUNICATIONS EQUITY 00754A105 1712 113,061 SH SOLE 1 113,061
ADVANCED MARKETING SERV. INC. EQUITY 00753T105 57 5,103 SH SOLE 1 5,103
ADVANCED MEDICAL OPTICS EQUITY 00763M108 6 418 SH SOLE 1 418
ADVANCED MICRO DEVICES, INC. EQUITY 007903107 1131 183,033 SH SOLE 1 183,033
ADVANCED NEUROMOD SYS COM EQUITY 00757t101 8160 190200 SH SOLE 3 190200
ADVANCED POWER TECHNOLOG INC EQUITY 00761E108 6 1,993 SH SOLE 1 1,993
ADVANCEPCS EQUITY 00790K109 15460 545,536 SH SOLE 1 545,536
ADVANCEPCS COM EQUITY 00790K109 54671 1929108 SH SOLE 3 1834300 94808
ADVANCES NEUROMODULATIONS SYS EQUITY 00757T101 139 3,234 SH SOLE 1 3,234
ADVANTA CORP [B] EQUITY 007942204 60 7,981 SH SOLE 1 7,981
ADVENT SOFTWARE, INC. EQUITY 007974108 535 43,945 SH SOLE 1 43,945
ADVISORY BRD CO EQUITY 00762W107 70 2,000 SH SOLE 1 2,000
ADVO, INC. EQUITY 007585102 224 6,797 SH SOLE 1 6,797
AEP INDS INC COM EQUITY 001031103 13 1,466 SH SOLE 1 1,466
AEROFLEX, INC EQUITY 007768104 122 21,625 SH SOLE 1 21,625
AEROPOSTALE INC EQUITY 007865108 60 4,541 SH SOLE 1 4,541
AES DRAX ENERGY LTD EQUITY 00130H105 864 238,804 SH SOLE 1 238,804
AETHER SYSTEMS INC. EQUITY 00808V105 41 13,022 SH SOLE 1 13,022
AETNA INC-NEW EQUITY 00817Y108 3285 66,631 SH SOLE 1 66,631
AFC ENTERPRISES EQUITY 00104Q107 64 4,735 SH SOLE 1 4,735
AFFILIATED COMPUTER CL A EQUITY 008190100 41294 932986 SH SOLE 3 882792 50194
AFFILIATED COMPUTER SERVICES CLASS A EQUITY 008190100 7866 177,720 SH SOLE 1 177,720
AFFILIATED COMPUTER SVCS I EQUITY 008190100 9144 206,600 SH DEFINED 2 206,600
AFFILIATED MANAGERS GROUP EQUITY 008252108 12 300 SH SOLE 1 300
AFFYMETRIX INC EQUITY 00826T108 221 8,512 SH SOLE 1 8,512
AFFYMETRIX INC COM EQUITY 00826T108 20380 783848 SH SOLE 3 768000 15848
AFLAC, INC. EQUITY 001055102 7087 221,110 SH SOLE 1 221,110
AFTERMARKET TECHNOLOGY EQUITY 008318107 31 2,755 SH SOLE 1 2,755
AGCO CORP. EQUITY 001084102 1625 100,946 SH SOLE 1 100,946
AGERE SYSTEMS INC-CL B W/I EQUITY 00845V209 34 22,926 SH SOLE 1 22,926
AGILE SOFTWARE CORP. EQUITY 00846X105 87 13,598 SH SOLE 1 13,598
AGILENT TECHNOLOGIES INC. EQUITY 00846U101 3445 261,960 SH SOLE 1 261,960
AGL RESOURCES, INC. EQUITY 001204106 3121 132,099 SH SOLE 1 132,099
AIR PRODUCTS AND CHEMICALS INC EQUITY 009158106 4032 97,330 SH SOLE 1 97,330
AIRBORNE INC. EQUITY 009269101 2295 117,029 SH SOLE 1 117,029
AIRGAS, INC. EQUITY 009363102 2158 116,572 SH SOLE 1 116,572
AIRGATE PCS, INC. EQUITY 009367103 2 8,820 SH SOLE 1 8,820
AIRTRAN HOLDINGS, INC. EQUITY 00949P108 153 22,712 SH SOLE 1 22,712
AK STEEL CORP. EQUITY 001547108 9564 2,942,738 SH SOLE 1 2,942,738
AKAMAI TECHNOLOGIES INC. EQUITY 00971T101 50 35,460 SH SOLE 1 35,460
AKSYS LTD EQUITY 010196103 64 9,181 SH SOLE 1 9,181
ALABAMA NATIONAL BANCORP EQUITY 010317105 145 3,545 SH SOLE 1 3,545
ALAMO GROUP INC EQUITY 011311107 26 2,261 SH SOLE 1 2,261
ALAMOSA HOLDINGS INC. EQUITY 011589108 10 26,558 SH SOLE 1 26,558
ALARIS MEDICAL INC EQUITY 011637105 53 5,106 SH SOLE 1 5,106
ALASKA AIR GROUP, INC. EQUITY 011659109 689 43,982 SH SOLE 1 43,982
ALASKA COMM. SYS. HLDGS., INC. EQUITY 01167P101 5 2,260 SH SOLE 1 2,260
ALBANY INTERNATIONAL CORP. CLASS A EQUITY 012348108 195 8,533 SH SOLE 1 8,533
ALBANY MOLECULAR EQUITY 012423109 111 7,463 SH SOLE 1 7,463
ALBEMARLE CORP. EQUITY 012653101 1361 55,897 SH SOLE 1 55,897
ALBERTO-CULVER CO. CLASS B EQUITY 013068101 1260 25,562 SH SOLE 1 25,562
ALBERTSONS INC EQUITY 013104104 5864 311,103 SH DEFINED 2 311,103
ALBERTSON'S, INC. EQUITY 013104104 3060 162,360 SH SOLE 1 162,360
ALCOA INC EQUITY 013817101 2064 106,500 SH DEFINED 2 106,500
ALCOA, INC. EQUITY 013817101 7895 407,390 SH SOLE 1 407,390
ALCON INC EQUITY H01301102 2711 66,100 SH DEFINED 2 66,100
ALDERWOODS GROUP INC EQUITY 014383103 50 14,384 SH SOLE 1 14,384
ALEXANDER & BALDWIN, INC. EQUITY 014482103 1731 69,614 SH SOLE 1 69,614
ALEXANDER'S, INC. EQUITY 014752109 46 717 SH SOLE 1 717
ALEXANDRIA REAL EST EQ COM EQUITY 015271109 6968 165700 SH SOLE 3 130100 35600
ALEXANDRIA REAL ESTATE EQUITIE EQUITY 015271109 270 6,418 SH SOLE 1 6,418
ALEXION PHARMACEUTICLAS, INC. EQUITY 015351109 79 6,532 SH SOLE 1 6,532
ALFA CORP. EQUITY 015385107 146 12,554 SH SOLE 1 12,554
ALICO INC EQUITY 016230104 30 1,238 SH SOLE 1 1,238
ALIGN TECHNOLOGY INC EQUITY 016255101 72 11,917 SH SOLE 1 11,917
ALKERMES INC EQUITY 01642T108 178 19,655 SH SOLE 1 19,655
ALLEGHANY CORP EQUITY 017175100 14 84 SH SOLE 1 84
ALLEGHENY ENERGY, INC. EQUITY 017361106 346 55,666 SH SOLE 1 55,666
ALLEGHENY TECHNOLOGIES, INC. EQUITY 01741R102 222 76,606 SH SOLE 1 76,606
ALLEGIANCE TELECOM I EQUITY 01747T102 11 39,419 SH SOLE 1 39,419
ALLEGIANT BANCORP INC EQUITY 017476102 73 4,294 SH SOLE 1 4,294
ALLEN TELECOM, INC. EQUITY 018091108 277 28,405 SH SOLE 1 28,405
ALLERGAN INC EQUITY 018490102 3240 47,500 SH DEFINED 2 47,500
ALLERGAN, INC. EQUITY 018490102 30640 449,200 SH SOLE 1 449,200
ALLETE INC. EQUITY 018522102 2392 115,211 SH SOLE 1 115,211
ALLIANCE DATA SYS CORP COM EQUITY 018581108 29109 1712265 SH SOLE 3 1656579 55686
ALLIANCE DATA SYSTEMS EQUITY 018581108 14 831 SH SOLE 1 831
ALLIANCE GAMING CORP EQUITY 01859P609 229 15,247 SH SOLE 1 15,247
ALLIANCE GAMING CORP COM NEW EQUITY 01859P609 27315 1820970 SH SOLE 3 1782900 38070
ALLIANCE IMAGING INC EQUITY 018606202 13 4,243 SH SOLE 1 4,243
ALLIANCE SEMICONDUCTOR CORP. EQUITY 01877H100 26 8,029 SH SOLE 1 8,029
ALLIANT ENERGY CORP. EQUITY 018802108 1983 123,416 SH SOLE 1 123,416
ALLIANT TECHSYSTEMS INC EQUITY 018804104 24 441 SH SOLE 1 441
ALLIED CAPITAL CORP EQUITY 01903Q108 6262 313,391 SH SOLE 1 313,391
ALLIED WASTE INDUSTRIES, INC. EQUITY 019589308 1199 150,013 SH SOLE 1 150,013
ALLMERICA FINANCIAL CORP EQUITY 019754100 998 71,167 SH SOLE 1 71,167
ALLOS THERAPEUTICS INC EQUITY 019777101 66 16,575 SH SOLE 1 16,575
ALLOY ONLINE, INC EQUITY 019855105 56 11,238 SH SOLE 1 11,238
ALLSCRIPTS HEALTHCARE SOLUTION EQUITY 01988P108 23 8,342 SH SOLE 1 8,342
ALLSTATE CORP EQUITY 020002101 17799 536,600 SH DEFINED 2 536,600
ALLSTATE CORP. EQUITY 020002101 9986 301,060 SH SOLE 1 301,060
ALLTEL CORP EQUITY 020039103 10696 238,970 SH DEFINED 2 238,970
ALLTEL CORP. EQUITY 020039103 5961 133,170 SH SOLE 1 133,170
ALPHARMA INC. CLASS A EQUITY 020813101 191 10,631 SH SOLE 1 10,631
ALTERA CORP EQUITY 021441100 3202 236,500 SH DEFINED 2 236,500
ALTERA CORP COM EQUITY 021441100 3543 261700 SH SOLE 3 227300 34400
ALTERA CORP. EQUITY 021441100 2589 191,231 SH SOLE 1 191,231
ALTIRIS INC EQUITY 02148M100 23 1,820 SH SOLE 1 1,820
ALTRIA GROUP INC EQUITY 02209S103 26883 897,300 SH SOLE 1 897,300
ALTRIA GROUP INC EQUITY 02209S103 14403 480,742 SH DEFINED 2 480,742
AMAZON COM INC EQUITY 023135106 3644 139,995 SH DEFINED 2 139,995
AMAZON.COM, INC. EQUITY 023135106 346 13,298 SH SOLE 1 13,298
AMB PROPERTY CORP EQUITY 00163T109 8264 292,521 SH SOLE 1 292,521
AMBAC FINANCIAL GROUP INC. EQUITY 023139108 2356 46,629 SH SOLE 1 46,629
AMBASSADORS GROUP INC EQUITY 023177108 24 2,021 SH SOLE 1 2,021
AMC ENTERTAINMENT, INC. EQUITY 001669100 92 10,590 SH SOLE 1 10,590
AMCOL INTERNATIONAL CORP. EQUITY 02341W103 41 7,151 SH SOLE 1 7,151
AMCORE FINANCIAL, INC. EQUITY 023912108 194 8,898 SH SOLE 1 8,898
AMDOCS LTD EQUITY G02602103 1461 110,000 SH DEFINED 2 110,000
AMERADA HESS CORP EQUITY 023551104 1777 40,157 SH SOLE 1 40,157
AMERCO, INC. EQUITY 023586100 15 3,623 SH SOLE 1 3,623
Ameren EQUITY 023608102 1953 50,000 SH DEFINED 4 1,952,500
AMEREN CORP. EQUITY 023608102 2746 70,328 SH SOLE 1 70,328
AMERICA MOVIL-SERIES L ADR EQUITY 02364W105 2245 167,940 SH SOLE 1 167,940
AMERICAN AXLE & MFG HOLDINGS EQUITY 024061103 8 382 SH SOLE 1 382
AMERICAN CAP. STRATEGIES, INC. EQUITY 024937104 334 14,926 SH SOLE 1 14,926
AMERICAN EAGLE OUTFITTERS EQUITY 02553E106 1387 95,532 SH SOLE 1 95,532
AMERICAN ELECTRIC POWER, INC. EQUITY 025537101 18519 810,480 SH SOLE 1 810,480
American Express EQUITY 025816109 831 25,000 SH DEFINED 4 830,750
AMERICAN EXPRESS CO. EQUITY 025816109 47307 1,423,610 SH SOLE 1 1,423,610
AMERICAN EXPRESS INC EQUITY 025816109 15180 456,810 SH DEFINED 2 456,810
AMERICAN FINANCIAL GROUP, INC. EQUITY 025932104 1833 92,336 SH SOLE 1 92,336
AMERICAN FIRST MORTGAGE INVES EQUITY 55272X102 3069 354,828 SH SOLE 1 354,828
AMERICAN GREETINGS CORP. CLASS A EQUITY 026375105 383 29,211 SH SOLE 1 29,211
AMERICAN HEALTHWAYS INC EQUITY 02649V104 74 3,885 SH SOLE 1 3,885
AMERICAN HOME MTG HLDG EQUITY 02660M108 31 3,139 SH SOLE 1 3,139
AMERICAN INTL GROUP INC EQUITY 026874107 1496 30,250 SH DEFINED 2 30,250
AMERICAN INTL GRP INC COM EQUITY 026874107 116811 2,362,202 SH SOLE 1 2,362,202
AMERICAN ITALIAN PASTA CO. CLASS A EQUITY 027070101 258 5,973 SH SOLE 1 5,973
AMERICAN MANAGEMENT SYSTEMS EQUITY 027352103 170 14,112 SH SOLE 1 14,112
AMERICAN MED SEC GROUP EQUITY 02744P101 30 2,241 SH SOLE 1 2,241
AMERICAN MEDICAL SYSTEMS HOLDI EQUITY 02744M108 102 7,030 SH SOLE 1 7,030
AMERICAN NATIONAL IN EQUITY 028591105 12 149 SH SOLE 1 149
AMERICAN NATL BANKSHAR EQUITY 027745108 52 2,109 SH SOLE 1 2,109
AMERICAN PHARMACEU PTN COM EQUITY 02886P109 17557 916800 SH SOLE 3 907100 9700
AMERICAN PHARMACEUTICA EQUITY 02886P109 59 3,065 SH SOLE 1 3,065
AMERICAN PHYSICIANS CAPITAL IN EQUITY 028884104 66 3,134 SH SOLE 1 3,134
AMERICAN POWER CONVERSION EQUITY 029066107 1347 94,562 SH SOLE 1 94,562
AMERICAN STANDARD COMPANIES EQUITY 029712106 2188 31,818 SH SOLE 1 31,818
AMERICAN STATES WATER CO. EQUITY 029899101 131 5,501 SH SOLE 1 5,501
AMERICAN TOWER EQUITY 029912201 11928 2160900 SH SOLE 3 2136700 24200
AMERICAN TOWER CORP EQUITY 029912201 321 58,222 SH SOLE 1 58,222
AMERICAN WOODMARK CORP. EQUITY 030506109 73 1,656 SH SOLE 1 1,656
AMERICREDIT CORP. EQUITY 03060R101 686 208,012 SH SOLE 1 208,012
AMERIGROUP CORP EQUITY 03073T102 102 3,501 SH SOLE 1 3,501
AMERISOURCEBERGEN CO EQUITY 03073E105 22124 421,403 SH SOLE 1 421,403
AMERISTAR CASINOS EQUITY 03070Q101 40 3,771 SH SOLE 1 3,771
AMERITRADE HLDG CORP COM EQUITY 03074K100 7534 1519000 SH SOLE 3 1500000 19000
AMERITRADE HOLDING CORP - CL A EQUITY 03074K100 327 65,839 SH SOLE 1 65,839
AMERON, INC. EQUITY 030710107 78 1,299 SH SOLE 1 1,299
AMERUS GROUP CO. EQUITY 03072M108 1288 52,485 SH SOLE 1 52,485
AMETEK, INC. EQUITY 031100100 1845 55,901 SH SOLE 1 55,901
AMGEN INC COM EQUITY 031162100 2446 42500 SH SOLE 3 42500
AMGEN, INC. EQUITY 031162100 66987 1,163,971 SH SOLE 1 1,163,971
AMKOR TECHNOLOGY, INC EQUITY 031652100 6 1,215 SH SOLE 1 1,215
AMLI RESIDENTIAL PROPERTIES EQUITY 001735109 101 4,821 SH SOLE 1 4,821
AMN HEALTHCARE SERVICE EQUITY 001744101 2 195 SH SOLE 1 195
AMPHENOL CORP. CLASS A EQUITY 032095101 220 5,409 SH SOLE 1 5,409
AMR CORP. EQUITY 001765106 5 2,254 SH SOLE 1 2,254
AMSOUTH BANCORPORATION EQUITY 032165102 3131 157,512 SH SOLE 1 157,512
AMSURG CORP CL A EQUITY 03232P405 186 7,363 SH SOLE 1 7,363
AMSURG CORP CL A EQUITY 03232P405 9702 385000 SH SOLE 3 380300 4700
AMYLIN PHARMACEUTICALS, INC. EQUITY 032346108 358 22,084 SH SOLE 1 22,084
ANADARKO PETROLEUM CORP. EQUITY 032511107 29853 656,112 SH SOLE 1 656,112
ANADIGICS, INC. EQUITY 032515108 23 11,019 SH SOLE 1 11,019
ANALOG DEVICES INC SUB NTS EQUITY 032654AD7 505 5,000 SH SOLE 1 5,000
ANALOG DEVICES, INC. EQUITY 032654105 4285 155,800 SH SOLE 1 155,800
ANALOGIC CORP. EQUITY 032657207 109 2,399 SH SOLE 1 2,399
ANAREN INC EQUITY 032744104 70 8,100 SH SOLE 1 8,100
ANCHOR BANCORP WISCONSIN, INC. EQUITY 032839102 167 7,600 SH SOLE 1 7,600
ANDREW CORP. EQUITY 034425108 433 13,088 SH SOLE 1 13,088
ANDRX GROUP EQUITY 034553107 10 862 SH SOLE 1 862
ANGELICA CORP EQUITY 034663104 54 3,143 SH SOLE 1 3,143
ANGLO AMERICAN PLC - UNSP ADR EQUITY 03485P102 1108 77,480 SH SOLE 1 77,480
Anheuser Busch EQUITY 035229103 1864 40,000 SH DEFINED 4 1,864,400
ANHEUSER BUSCH COS INC EQUITY 035229103 3911 83,900 SH DEFINED 2 83,900
ANHEUSER-BUSCH COMPANIES, INC. EQUITY 035229103 17243 369,940 SH SOLE 1 369,940
ANIXTER INTERNATIONALL, INC. EQUITY 035290105 255 11,251 SH SOLE 1 11,251
ANN TAYLOR STORES CORP. EQUITY 036115103 325 15,851 SH SOLE 1 15,851
ANNALY MTG MGMT INC EQUITY 035710409 3886 222,459 SH SOLE 1 222,459
ANSWERTHINK INC EQUITY 036916104 37 16,894 SH SOLE 1 16,894
ANSYS INC EQUITY 03662Q105 127 5,313 SH SOLE 1 5,313
ANTEON INTERNATIONAL CORP EQUITY 03674E108 122 5,450 SH SOLE 1 5,450
ANTHEM INC EQUITY 03674B104 6086 91,864 SH SOLE 1 91,864
ANTHEM INC EQUITY 03674B104 4803 72,500 SH DEFINED 2 72,500
ANTHEM INC COM EQUITY 03674B104 10616 160234 SH SOLE 3 137800 22434
ANTHRACITE CAPITAL INC. EQUITY 037023108 4875 426,168 SH SOLE 1 426,168
ANTIGENICS INC. EQUITY 037032109 66 7,907 SH SOLE 1 7,907
ANWORTH MORTGAGE ASSET EQUITY 037347101 114 8,737 SH SOLE 1 8,737
AOL TIME WARNER EQUITY 00184A105 14086 1,297,047 SH DEFINED 2 1,297,047
AOL TIME WARNER INC. EQUITY 00184A105 23425 2,157,004 SH SOLE 1 2,157,004
AON CORP. EQUITY 037389103 2824 136,578 SH SOLE 1 136,578
APAC TELESERVICES, INC. EQUITY 00185E106 22 9,304 SH SOLE 1 9,304
APACHE CORP EQUITY 037411105 19715 319,331 SH DEFINED 2 319,331
APACHE CORP COM EQUITY 037411105 1854 30030 SH SOLE 3 26775 3255
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APEX MORTGAGE CAPITAL INC EQUITY 037564101 63 10,524 SH SOLE 1 10,524
APHTON CORP. EQUITY 03759P101 20 7,849 SH SOLE 1 7,849
APOGEE ENTERPRISES, INC. EQUITY 037598109 84 10,216 SH SOLE 1 10,216
APOGENT TECHNOLOGIES EQUITY 03760A101 2538 174,089 SH SOLE 1 174,089
APOLLO GROUP INC EQUITY 037604105 6826 136,800 SH DEFINED 2 136,800
APOLLO GROUP INC CL A EQUITY 037604105 22347 447826 SH SOLE 3 385850 61976
APOLLO GROUP, INC. CLASS A EQUITY 037604105 4275 85,662 SH SOLE 1 85,662
APPLE COMPUTER, INC. EQUITY 037833100 2763 195,426 SH SOLE 1 195,426
APPLEBEES INTERNATIONAL, INC. EQUITY 037899101 2082 74,257 SH SOLE 1 74,257
APPLEBEES INTL INC EQUITY 037899101 1851 66,000 SH DEFINED 2 66,000
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APPLICA INC. EQUITY 03815A106 29 5,874 SH SOLE 1 5,874
APPLIED FILMS CORP EQUITY 038197109 65 4,012 SH SOLE 1 4,012
APPLIED INDUSTRIAL TECH., INC. EQUITY 03820C105 116 6,913 SH SOLE 1 6,913
APPLIED MATERIALS INC EQUITY 038222105 13708 1,089,700 SH DEFINED 2 1,089,700
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APPLIED MICRO CIRCUITS CORP. EQUITY 03822W109 451 138,270 SH SOLE 1 138,270
APPLIED MOLECULAR EVOLUTION EQUITY 03823E108 13 4,824 SH SOLE 1 4,824
APRIA HEALTHCARE GROUP, INC. EQUITY 037933108 2051 87,798 SH SOLE 1 87,798
APTARGROUP, INC. EQUITY 038336103 17 520 SH SOLE 1 520
AQUILA INC EQUITY 03840P102 508 244,417 SH SOLE 1 244,417
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ARAMARK CORP EQUITY 038521100 9 409 SH SOLE 1 409
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ARCHER DANIELS MIDLAND CO. EQUITY 039483102 3076 284,838 SH SOLE 1 284,838
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ARCTIC CAT, INC. EQUITY 039670104 85 5,442 SH SOLE 1 5,442
ARDEN GROUP INC EQUITY 039762109 26 488 SH SOLE 1 488
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ARGOSY GAMING CO. EQUITY 040228108 179 8,976 SH SOLE 1 8,976
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ARRAY BIOPHARMA INC EQUITY 04269X105 30 6,918 SH SOLE 1 6,918
ARRIS GROUP INC EQUITY 04269Q100 87 23,582 SH SOLE 1 23,582
ARROW ELECTRONICS INC EQUITY 042735100 1976 134,438 SH SOLE 1 134,438
ARROW FINANCIAL CORP EQUITY 042744102 65 2,271 SH SOLE 1 2,271
ARROW INTERNATIONAL, INC. EQUITY 042764100 138 3,397 SH SOLE 1 3,397
ARTESYN TECHNOLOGIES, INC. EQUITY 043127109 33 10,652 SH SOLE 1 10,652
ARTHROCARE CORP. EQUITY 043136100 98 7,877 SH SOLE 1 7,877
Arthur J Gallagher EQUITY 363576109 864 35,200 SH DEFINED 4 864,160
ARTISAN COMPONENTS INC. EQUITY 042923102 87 5,387 SH SOLE 1 5,387
ARVINMERITOR, INC EQUITY 043353101 1290 92,189 SH SOLE 1 92,189
ASBURY AUTOMOTIVE GROUP EQUITY 043436104 22 2,796 SH SOLE 1 2,796
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ASCENTIAL SOFTWARE CORP. EQUITY 04362P108 1142 407,940 SH SOLE 1 407,940
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ASTEC INDS INC COM EQUITY 046224101 32 5,475 SH SOLE 1 5,475
ASTORIA FINANCIAL CORP. EQUITY 046265104 2721 117,129 SH SOLE 1 117,129
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AT & T CORP EQUITY 001957505 5915 365,094 SH SOLE 1 365,094
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ATA HOLDINGS CORP EQUITY 00209H101 4 1,182 SH SOLE 1 1,182
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ATLANTIC COAST AIRLINES HLDG. EQUITY 048396105 91 14,638 SH SOLE 1 14,638
ATLAS AIR WORLDWIDE HLDGS INC. EQUITY 049164106 5 5,927 SH SOLE 1 5,927
ATMEL CORP. EQUITY 049513104 1001 625,450 SH SOLE 1 625,450
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ATMOS ENERGY CORP. EQUITY 049560105 316 14,886 SH SOLE 1 14,886
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AUGUST TECHNOLOGY CORP. EQUITY 05106U105 10 2,665 SH SOLE 1 2,665
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AVX CORP EQUITY 002444107 21 2,285 SH SOLE 1 2,285
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BARRA, INC. EQUITY 068313105 160 5,376 SH SOLE 1 5,376
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BOISE CASCADE CORP. EQUITY 097383103 561 25,672 SH SOLE 1 25,672
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BOSTON BEER, INC. CLASS A EQUITY 100557107 42 3,368 SH SOLE 1 3,368
BOSTON COMMUNICATIONS GROUP EQUITY 100582105 73 4,667 SH SOLE 1 4,667
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BOYKIN LODGING CO. EQUITY 103430104 46 6,212 SH SOLE 1 6,212
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CABOT OIL & GAS CORP., CLASS A EQUITY 127097103 240 9,992 SH SOLE 1 9,992
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CENTERPOINT PROPERTIES CORP. EQUITY 151895109 19 333 SH SOLE 1 333
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CORIXA CORP. EQUITY 21887F100 113 16,588 SH SOLE 1 16,588
CORN PRODUCTS INTERNATIONAL EQUITY 219023108 355 12,160 SH SOLE 1 12,160
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COTT CORP QUE EQUITY 22163N106 2573 146,600 SH DEFINED 2 146,600
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COURIER CORP EQUITY 222660102 66 1,335 SH SOLE 1 1,335
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COVANSYS CORP. EQUITY 22281W103 16 6,932 SH SOLE 1 6,932
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COX COMMUNICATIONS, INC. CLASS A EQUITY 224044107 23211 746,100 SH SOLE 1 746,100
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CPI CORP. EQUITY 125902106 34 2,573 SH SOLE 1 2,573
CRANE CO. EQUITY 224399105 1011 58,065 SH SOLE 1 58,065
CRAWFORD & CO. CLASS B EQUITY 224633107 40 9,573 SH SOLE 1 9,573
CRAY INC EQUITY 225223106 110 16,582 SH SOLE 1 16,582
CRAY INC COM EQUITY 225223106 850 128600 SH SOLE 3 128600
CREDENCE SYSTEMS CORP. EQUITY 225302108 700 102,914 SH SOLE 1 102,914
CREDIT ACCEPTANCE CORP. EQUITY 225310101 24 4,856 SH SOLE 1 4,856
CREE INC EQUITY 225447101 2292 123,738 SH SOLE 1 123,738
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CROSS CTRY INC EQUITY 22748P105 134 11,621 SH SOLE 1 11,621
CROSS MEDIA MARKETING EQUITY 22754R201 1 3,042 SH SOLE 1 3,042
CROWN AMERICAN REALTY TRUST EQUITY 228186102 89 9,057 SH SOLE 1 9,057
CROWN CASTLE INTERNATIONAL EQUITY 228227104 406 73,728 SH SOLE 1 73,728
CROWN HOLDINGS INC EQUITY 228368106 323 57,425 SH SOLE 1 57,425
CROWN MEDIA HOLDINGS-CLASS A EQUITY 228411104 25 9,029 SH SOLE 1 9,029
CRYOLIFE INC. EQUITY 228903100 40 5,877 SH SOLE 1 5,877
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CSK AUTO CORP EQUITY 125965103 94 10,277 SH SOLE 1 10,277
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CSX CORP. EQUITY 126408103 9583 336,013 SH SOLE 1 336,013
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CTS CORP. EQUITY 126501105 66 10,743 SH SOLE 1 10,743
CUBIC CORP. EQUITY 229669106 91 5,556 SH SOLE 1 5,556
CUBIST PHARMA INC EQUITY 229678107 78 9,744 SH SOLE 1 9,744
CULLEN/FROST BANKERS EQUITY 229899109 23 741 SH SOLE 1 741
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CURTISS-WRIGHT CORP. EQUITY 231561101 229 3,781 SH SOLE 1 3,781
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CYMER, INC. EQUITY 232572107 11 463 SH SOLE 1 463
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CYTEC INDUSTRIES, INC. EQUITY 232820100 1838 65,989 SH SOLE 1 65,989
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D & K HEALTHCARE RES I EQUITY 232861104 48 4,671 SH SOLE 1 4,671
D.R. HORTON INC EQUITY 23331A109 3778 196,760 SH SOLE 1 196,760
DAISYTEK INTERNATIONAL CORP. EQUITY 234053106 12 6,375 SH SOLE 1 6,375
DANA CORP EQUITY 235811106 507 71,770 SH SOLE 1 71,770
DANAHER CORP EQUITY 235851102 4965 75,500 SH DEFINED 2 75,500
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DATASCOPE CORP. EQUITY 238113104 117 4,330 SH SOLE 1 4,330
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DAVE & BUSTERS INC EQUITY 23833N104 36 3,998 SH SOLE 1 3,998
DAVITA INC EQUITY 23918K108 16 759 SH SOLE 1 759
DDI CORP EQUITY 233162106 3 17,309 SH SOLE 1 17,309
DEAN FOODS CO EQUITY 242370104 5270 122,813 SH SOLE 1 122,813
DEB SHOPS, INC EQUITY 242728103 28 1,523 SH SOLE 1 1,523
DECODE GENETICS, INC EQUITY 243586104 24 13,064 SH SOLE 1 13,064
DEERE & CO EQUITY 244199105 100 2,550 SH DEFINED 2 2,550
DEERE & CO. EQUITY 244199105 4022 102,440 SH SOLE 1 102,440
DEL LABS INC EQUITY 245091103 28 1,504 SH SOLE 1 1,504
DEL MONTE EQUITY 24522P103 495 66,301 SH SOLE 1 66,301
DELIA'S CORP EQUITY 24688Q101 4 11,666 SH SOLE 1 11,666
DELL COMPUTER CORP EQUITY 247025109 11668 427,225 SH DEFINED 2 427,225
DELL COMPUTER CORP. EQUITY 247025109 58291 2,134,403 SH SOLE 1 2,134,403
DELPHI CORP EQUITY 247126105 1692 247,790 SH SOLE 1 247,790
DELPHI FINANCIAL GROUP, INC., CLASS A EQUITY 247131105 187 4,772 SH SOLE 1 4,772
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DELTIC TIMBER CORP. EQUITY 247850100 86 3,607 SH SOLE 1 3,607
DELUXE CORP. EQUITY 248019101 1176 29,295 SH SOLE 1 29,295
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DENTSPLY INTERNATIONAL INC. EQUITY 249030107 3770 108,372 SH SOLE 1 108,372
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DEPARTMENT 56 INC EQUITY 249509100 39 4,017 SH SOLE 1 4,017
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DIAL CORP. EQUITY 25247D101 2482 127,926 SH SOLE 1 127,926
DIAMOND OFFSHORE DRILLING EQUITY 25271C102 412 21,228 SH SOLE 1 21,228
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DIEBOLD, INC. EQUITY 253651103 3301 97,251 SH SOLE 1 97,251
DIGENE CORP EQUITY 253752109 71 4,276 SH SOLE 1 4,276
DIGIMARC CORP EQUITY 253807101 38 3,236 SH SOLE 1 3,236
DIGITAL INSIGHT EQUITY 25385P106 142 10,175 SH SOLE 1 10,175
DIGITAL RIV INC EQUITY 25388B104 132 9,655 SH SOLE 1 9,655
DIGITAL RIV INC COM EQUITY 25388B104 2561 187100 SH SOLE 3 187100
DIGITAS INC EQUITY 25388K104 11 3,396 SH SOLE 1 3,396
DILLARDS, INC. CLASS A EQUITY 254067101 506 39,179 SH SOLE 1 39,179
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DIONEX CORP. EQUITY 254546104 208 6,296 SH SOLE 1 6,296
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DISNEY WALT CO EQUITY 254687106 4750 279,100 SH DEFINED 2 279,100
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DIVERSA CORP EQUITY 255064107 81 8,678 SH SOLE 1 8,678
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DONALDSON CO., INC. EQUITY 257651109 2137 58,432 SH SOLE 1 58,432
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DORCHESTER MINERALS LP EQUITY 25820R105 60 4,200 SH SOLE 1 4,200
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DOVER CORP. EQUITY 260003108 3674 151,694 SH SOLE 1 151,694
DOVER DOWNS GAMING & ENTERTA EQUITY 260095104 36 3,631 SH SOLE 1 3,631
DOVER MOTORSPORTS INC EQUITY 260174107 18 5,671 SH SOLE 1 5,671
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DRILL QUIP EQUITY 262037104 32 2,314 SH SOLE 1 2,314
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DSP GROUP, INC. COM EQUITY 23332B106 177 9,742 SH SOLE 1 9,742
DST SYSTEMS INC EQUITY 233326107 4372 160,727 SH SOLE 1 160,727
DTE ENERGY CO. EQUITY 233331107 16195 419,022 SH SOLE 1 419,022
DTE Energy Company EQUITY 233331107 3865 100,000 SH DEFINED 4 3,865,000
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DUCOMMUN INC DEL EQUITY 264147109 26 2,516 SH SOLE 1 2,516
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DUKE REALTY EQUITY 264411505 53 1,953 SH SOLE 1 1,953
DUKE REALTY CORP COM NEW EQUITY 264411505 21770 806904 SH SOLE 3 686540 120364
DUN & BRADSTREET CORP NEW WI EQUITY 26483E100 3822 99,927 SH SOLE 1 99,927
DUPONT PHOTOMASKS EQUITY 26613X101 87 4,339 SH SOLE 1 4,339
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EARTHLINK INC EQUITY 270321102 516 89,703 SH SOLE 1 89,703
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EAST WEST BANCORP EQUITY 27579R104 263 8,510 SH SOLE 1 8,510
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EASTMAN KODAK CO EQUITY 277461109 5837 197,193 SH DEFINED 2 197,193
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ECHOSTAR COMMUNICATIONS CO EQUITY 278762109 10459 362,150 SH DEFINED 2 362,150
ECHOSTAR COMMUNICATIONS CORP. CLASS A EQUITY 278762109 300 10,400 SH SOLE 1 10,400
ECLIPSYS CORP. EQUITY 278856109 99 12,458 SH SOLE 1 12,458
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EDUCATION MANAGEMENT CORP. EQUITY 28139T101 2575 64,752 SH SOLE 1 64,752
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EGL INC. EQUITY 268484102 1115 75,035 SH SOLE 1 75,035
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EL PASO CORP EQUITY 28336L109 474 78,300 SH DEFINED 2 78,300
EL PASO ELECTRIC CO. EQUITY 283677854 182 16,877 SH SOLE 1 16,877
El Paso Energy Partners EQUITY 28368B102 2017 65,000 SH DEFINED 4 2,016,950
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ELECTRONIC DATA SYS CORP N EQUITY 285661104 6668 378,857 SH DEFINED 2 378,857
ELECTRONIC DATA SYSTEMS CORP. EQUITY 285661104 3837 218,000 SH SOLE 1 218,000
ELECTRONICS BOUTIQUE HLDGS. CO EQUITY 286045109 62 3,669 SH SOLE 1 3,669
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ELIZABETH ARDEN INC EQUITY 28660G106 47 4,727 SH SOLE 1 4,727
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Emerson Elec Co EQUITY 291011104 2268 50,000 SH DEFINED 4 2,267,500
EMERSON ELEC CO EQUITY 291011104 6299 138,903 SH DEFINED 2 138,903
EMERSON ELECTRIC CO. EQUITY 291011104 8187 180,540 SH SOLE 1 180,540
EMMIS COMMUNICATIONS CORP. CLASS A EQUITY 291525103 1213 71,834 SH SOLE 1 71,834
EMPIRE DISTRICT ELECTRIC CO. EQUITY 291641108 141 8,029 SH SOLE 1 8,029
EMPRESA NACIONAL DE ELEC ADR EQUITY 29244T101 385 54,810 SH SOLE 1 54,810
EMS TECHNOLOGIES INC EQUITY 26873N108 53 3,825 SH SOLE 1 3,825
EMULEX CORP EQUITY 292475209 22 1,126 SH SOLE 1 1,126
ENCORE ACQUISITION CO EQUITY 29255W100 59 3,199 SH SOLE 1 3,199
ENCORE ACQUISITION CO EQUITY 29255W100 10938 592860 SH SOLE 3 592860
ENCORE WIRE CORP EQUITY 292562105 41 4,832 SH SOLE 1 4,832
ENDO PHARMACEUTICALS EQUITY 29264F205 102 7,584 SH SOLE 1 7,584
ENDOCARDIAL SOLUTIONS EQUITY 292962107 14 5,006 SH SOLE 1 5,006
ENERGEN CORP. EQUITY 29265N108 398 12,401 SH SOLE 1 12,401
ENERGIZER HOLDINGS INC EQUITY 29266R108 3003 117,826 SH SOLE 1 117,826
ENERGY CONVERSION DEVICES, INC EQUITY 292659109 46 5,437 SH SOLE 1 5,437
ENERGY EAST CORP EQUITY 29266M109 7033 395,100 SH SOLE 1 395,100
ENERGY PARTNERS LTD EQUITY 29270U105 71 6,914 SH SOLE 1 6,914
ENERGYSOUTH INC EQUITY 292970100 40 1,524 SH SOLE 1 1,524
Enersis S.A.-ADR EQUITY 29274F1049 332 13,500 SH SOLE 1 13,500
ENGELHARD CORP. EQUITY 292845104 2105 98,285 SH SOLE 1 98,285
ENGINEERED SUPPORT SYS COM EQUITY 292866100 13603 347450 SH SOLE 3 347450
ENGINEERED SUPPORT SYSTEMS EQUITY 292866100 181 4,628 SH SOLE 1 4,628
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ENSCO INTERNATIONAL, INC. EQUITY 26874Q100 5116 200,544 SH SOLE 1 200,544
ENSCO INTL INC EQUITY 26874Q100 9221 361,450 SH DEFINED 2 361,450
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ENTEGRIS INC EQUITY 29362U104 165 16,531 SH SOLE 1 16,531
ENTERASYS NETWORKS INC EQUITY 293637104 108 58,214 SH SOLE 1 58,214
ENTERCOM COMM CORP CL A EQUITY 293639100 37909 863338 SH SOLE 3 843132 20206
ENTERCOM COMMUNICATIONS CORP. EQUITY 293639100 2937 66,879 SH SOLE 1 66,879
ENTERGY ARKANSAS INC EQUITY 29364G103 4735 98,335 SH SOLE 1 98,335
ENTERTAINMENT PROPERTIES TRUST EQUITY 29380T105 534 20,165 SH SOLE 1 20,165
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EOG RESOURCES INC EQUITY 26875P101 3204 81,000 SH DEFINED 2 81,000
EON LABS INC EQUITY 29412E100 96 3,580 SH SOLE 1 3,580
EON LABS INC COM EQUITY 29412E100 6363 238300 SH SOLE 3 235400 2900
EPIQ SYSTEMS INC EQUITY 26882D109 69 3,599 SH SOLE 1 3,599
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EQUIFAX, INC. EQUITY 294429105 1257 62,902 SH SOLE 1 62,902
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EQUITY OFFICE PROPERTIES TRUST EQUITY 294741103 10130 398,040 SH SOLE 1 398,040
EQUITY ONE INC EQUITY 294752100 34 2,240 SH SOLE 1 2,240
EQUITY RESIDENT PPTYS SH BEN I EQUITY 29476L107 18948 787200 SH SOLE 3 631007 156193
EQUITY RESIDENTIAL EQUITY 29476L107 2888 119,973 SH SOLE 1 119,973
ERESEARCHTECHNOLOGY IN EQUITY 29481V108 79 2,926 SH SOLE 1 2,926
ERICCSON 9LM0 TEL-SP ADR EQUITY 294821608 34 5,390 SH SOLE 1 5,390
ERIE INDEMNITY COMPA EQUITY 29530P102 13 371 SH SOLE 1 371
ESCALADE INC EQUITY 296056104 18 1,303 SH SOLE 1 1,303
ESCO ELECTRONICS CORP EQUITY 296315104 142 4,341 SH SOLE 1 4,341
ESPEED INC EQUITY 296643109 94 8,110 SH SOLE 1 8,110
ESPERION THERAPEUTICS INC (USD) EQUITY 29664R106 105 10,539 SH SOLE 1 10,539
ESS TECHNOLOGY, INC. EQUITY 269151106 65 10,924 SH SOLE 1 10,924
ESSEX PPTY TR INC COM EQUITY 297178105 5518 105600 SH SOLE 3 85000 20600
ESSEX PROPERTY TRUST, INC. EQUITY 297178105 274 5,235 SH SOLE 1 5,235
ESTEE LAUDER COMPANIES-CL A EQUITY 518439104 44 1,448 SH SOLE 1 1,448
ESTERLINE TECHNOLOGIES CORP. EQUITY 297425100 126 7,479 SH SOLE 1 7,479
ETHAN ALLEN INTERIOR EQUITY 297602104 13 438 SH SOLE 1 438
EUNIVERSE INC EQUITY 298412107 23 4,538 SH SOLE 1 4,538
EURONET WORLDWIDE INC EQUITY 298736109 41 5,179 SH SOLE 1 5,179
EVEREST RE GROUP, LTD EQUITY G3223R108 3873 67,700 SH SOLE 1 67,700
EVERGREEN RES INC COM NO PAR EQUITY 299900308 37775 833708 SH SOLE 3 812724 20984
EVERGREEN RESOURCES, INC. EQUITY 299900308 309 6,828 SH SOLE 1 6,828
EVOLVE SOFTWARE INC EQUITY 30049P708 40 30,989 SH SOLE 1 30,989
EXACT SCIENCES CORP (USD) EQUITY 30063P105 43 4,149 SH SOLE 1 4,149
EXAR CORP. EQUITY 300645108 179 14,076 SH SOLE 1 14,076
EXCEL TECHNOLOGY EQUITY 30067T103 65 3,187 SH SOLE 1 3,187
EXELIXIS, INC. EQUITY 30161Q104 108 16,251 SH SOLE 1 16,251
EXPEDIA INC -CL A EQUITY 302125109 14 272 SH SOLE 1 272
EXPEDIA INC COM EQUITY 302125109 2800 54200 SH SOLE 3 47700 6500
EXPEDITORS INTERNATIONAL OF WA EQUITY 302130109 5178 144,030 SH SOLE 1 144,030
EXPLORATION CO EQUITY 302133202 17 5,654 SH SOLE 1 5,654
EXPRESS SCRIPTS INC EQUITY 302182100 12426 223100 SH SOLE 3 195100 28000
EXPRESS SCRIPTS, INC. EQUITY 302182100 7060 126,750 SH SOLE 1 126,750
EXPRESSJET HOLDINGS IN EQUITY 30218U108 89 10,819 SH SOLE 1 10,819
EXTENDED STAY AMERICA INC EQUITY 30224P101 1274 126,135 SH SOLE 1 126,135
EXTREME NETWORK INC EQUITY 30226D106 161 37,115 SH SOLE 1 37,115
EXULT INC EQUITY 302284104 125 17,046 SH SOLE 1 17,046
EXXON MOBIL CORP EQUITY 30231G102 21656 619,554 SH DEFINED 2 619,554
EXXON MOBIL CORP. EQUITY 30231G102 145814 4,172,088 SH SOLE 1 4,172,088
F A O INC EQUITY 30240S105 1 6,539 SH SOLE 1 6,539
F N B CORP VA EQUITY 302930102 59 2,111 SH SOLE 1 2,111
F&M BANCORP/FREDERICK EQUITY 302367107 171 3,889 SH SOLE 1 3,889
F5 NETWORKS INC EQUITY 315616102 101 7,989 SH SOLE 1 7,989
FACTORY 2-U STORES, INC. EQUITY 303072102 19 4,711 SH SOLE 1 4,711
FACTSET RESEARCH SYSTEMS, INC. EQUITY 303075105 244 7,507 SH SOLE 1 7,507
FAIR ISSAC CORP EQUITY 303250104 9489 86,535 SH SOLE 1 86,535
FAIRCHILD SEMICONDUCTOR CORP. EQUITY 303726103 1645 157,257 SH SOLE 1 157,257
FAIRMONT HOTELS RESORT (F) EQUITY 305204109 5098 226600 SH SOLE 3 182400 44200
FALCONSTOR SOFTWARE INC EQUITY 306137100 47 12,270 SH SOLE 1 12,270
FAMILY DOLLAR STORES, INC. EQUITY 307000109 2339 75,755 SH SOLE 1 75,755
FARGO ELECTRONICS INC COM EQUITY 30744P102 2002 196100 SH SOLE 3 196100
FARMER BROS. CO. EQUITY 307675108 97 317 SH SOLE 1 317
FARMERS CAPITAL BANK CORP EQUITY 309562106 72 2,244 SH SOLE 1 2,244
FASTENAL CO. EQUITY 311900104 2955 104,807 SH SOLE 1 104,807
FBL FINANCIAL GROUP, INC., CLASS A EQUITY 30239F106 82 4,152 SH SOLE 1 4,152
FEDERAL AGRIC MTG CORP EQUITY 313148306 63 2,894 SH SOLE 1 2,894
FEDERAL HOME LN MTG CORP EQUITY 313400301 7062 133,000 SH DEFINED 2 133,000
FEDERAL NATIONAL MORTGAGE ASSO EQUITY 313586109 54195 829,310 SH SOLE 1 829,310
FEDERAL REALTY INVESTMENT TR. EQUITY 313747206 422 13,884 SH SOLE 1 13,884
FEDERAL SIGNAL CORP. EQUITY 313855108 1146 80,697 SH SOLE 1 80,697
FEDERATED DEPT STORES, INC. EQUITY 31410H101 2396 85,510 SH SOLE 1 85,510
FEDERATED INVESTORS EQUITY 314211103 28 1,117 SH SOLE 1 1,117
FEDEX CORP EQUITY 31428X106 8591 156,000 SH DEFINED 2 156,000
FEDEX CORPORATION EQUITY 31428X106 7040 127,830 SH SOLE 1 127,830
FEI COMPANY EQUITY 30241L109 139 8,689 SH SOLE 1 8,689
FELCOR LODGING TRUST, INC. EQUITY 31430F101 111 17,756 SH SOLE 1 17,756
FERRO CORP. EQUITY 315405100 1399 65,476 SH SOLE 1 65,476
FIDELITY BANKSHARES INC EQUITY 31604Q107 104 5,691 SH SOLE 1 5,691
FIDELITY NATIONAL FINANCIAL EQUITY 316326107 4391 128,593 SH SOLE 1 128,593
FIDELITY NATL INFO SOLUTIONS EQUITY 31620P109 93 5,226 SH SOLE 1 5,226
FIFTH THIRD BANCORP EQUITY 316773100 12417 247,190 SH SOLE 1 247,190
FILENET CORP. EQUITY 316869106 126 11,996 SH SOLE 1 11,996
FINANCIAL FEDERAL CORP. EQUITY 317492106 87 4,562 SH SOLE 1 4,562
FINANCIAL INDS CORP EQUITY 317574101 41 2,850 SH SOLE 1 2,850
FINCANCIAL INSTITUTIONS INC EQUITY 317585404 56 2,826 SH SOLE 1 2,826
FINISAR CORPORATION EQUITY 31787A101 37 47,948 SH SOLE 1 47,948
FINISH LINE, INC. EQUITY 317923100 102 6,768 SH SOLE 1 6,768
FINLAY ENTERPRISES INC. EQUITY 317884203 24 1,929 SH SOLE 1 1,929
FIRST AMERICAN CAP TRUST CLASS A EQUITY 318522307 2370 97,144 SH SOLE 1 97,144
FIRST BANCORP NORTH CAROLINA EQUITY 318910106 66 2,638 SH SOLE 1 2,638
FIRST BANCORP/PUERTO RICO EQUITY 318672102 324 12,003 SH SOLE 1 12,003
FIRST BUSEY CORP EQUITY 319383105 77 3,290 SH SOLE 1 3,290
FIRST CHARTER CORP. EQUITY 319439105 192 11,103 SH SOLE 1 11,103
FIRST CITIZENS BANCSHARES, INC CLASS EQUITY 31946M103 207 2,203 SH SOLE 1 2,203
FIRST CMNTY BANCORP CA EQUITY 31983B101 103 3,554 SH SOLE 1 3,554
FIRST COMMONWEALTH FINANCIAL EQUITY 319829107 247 21,160 SH SOLE 1 21,160
FIRST COMMUNITY BANCSHARES INC EQUITY 31983A103 106 3,213 SH SOLE 1 3,213
FIRST CONSULTING GROUP, INC. EQUITY 31986R103 42 6,537 SH SOLE 1 6,537
FIRST DATA CORP EQUITY 319963104 585 15,800 SH DEFINED 2 15,800
FIRST DATA CORP. EQUITY 319963104 15816 427,340 SH SOLE 1 427,340
FIRST DEFIANCE FINL CO EQUITY 32006W106 36 1,927 SH SOLE 1 1,927
FIRST ESSEX BANCORP INC EQUITY 320103104 75 2,430 SH SOLE 1 2,430
FIRST FEDERAL CAPITAL CORP. EQUITY 319960100 126 6,194 SH SOLE 1 6,194
FIRST FINANCIAL BANCORP EQUITY 320209109 206 12,990 SH SOLE 1 12,990
FIRST FINANCIAL BANKSHARES EQUITY 32020R109 159 4,486 SH SOLE 1 4,486
FIRST FINANCIAL CORP. EQUITY 320218100 118 2,493 SH SOLE 1 2,493
FIRST FINANCIAL HOLDINGS, INC. EQUITY 320239106 121 4,890 SH SOLE 1 4,890
FIRST HEALTH GROUP CORP. EQUITY 320960107 3581 140,760 SH SOLE 1 140,760
FIRST HORIZON PHARMACEUTICAL EQUITY 32051K106 20 8,033 SH SOLE 1 8,033
FIRST INDIANA CORP. EQUITY 32054R108 67 4,225 SH SOLE 1 4,225
FIRST INDUSTRIAL REALITY TRUST EQUITY 32054K103 746 26,350 SH SOLE 1 26,350
FIRST INDUSTRIAL RLTY COM EQUITY 32054K103 4877 172200 SH SOLE 3 172200
FIRST MERCHANTS CORP. EQUITY 320817109 120 5,271 SH SOLE 1 5,271
FIRST MIDWEST BANCORP, INC. EQUITY 320867104 18 701 SH SOLE 1 701
FIRST NATL CORP ORANGE EQUITY 320942105 70 2,777 SH SOLE 1 2,777
FIRST NIAGARA FINANCIAL GRP EQUITY 33582V108 102 8,700 SH SOLE 1 8,700
FIRST OAK BROOK BANCSH EQUITY 335847208 48 1,564 SH SOLE 1 1,564
FIRST OF LONG ISLAND CORP EQUITY 320734106 43 1,258 SH SOLE 1 1,258
FIRST PLACE FINANCIAL CORP EQUITY 33610T109 71 4,647 SH SOLE 1 4,647
FIRST REPUBLIC BANK EQUITY 336158100 81 3,746 SH SOLE 1 3,746
FIRST SENTINEL BANCORP INC EQUITY 33640T103 124 8,930 SH SOLE 1 8,930
FIRST SOUTH BANCORP IN EQUITY 33646W100 33 1,020 SH SOLE 1 1,020
FIRST ST BANCORPORATIO EQUITY 336453105 45 2,127 SH SOLE 1 2,127
FIRST TENNESSEE NATIONAL CORP. EQUITY 337162101 2207 55,574 SH SOLE 1 55,574
FIRST VIRGINIA BANKS, INC. EQUITY 337477103 3784 96,448 SH SOLE 1 96,448
FIRSTENERGY CORP. EQUITY 337932107 4143 131,539 SH SOLE 1 131,539
FIRSTFED AMER BANCORP EQUITY 337929103 74 2,643 SH SOLE 1 2,643
FIRSTFED FINANCIAL CORP. EQUITY 337907109 188 6,220 SH SOLE 1 6,220
FIRSTMERIT CORP. EQUITY 337915102 2097 113,740 SH SOLE 1 113,740
FISERV INC COM EQUITY 337738108 13439 426910 SH SOLE 3 362900 64010
FISERV, INC. EQUITY 337738108 4219 134,033 SH SOLE 1 134,033
FISHER COMMUNICATIONS INC EQUITY 337756209 80 1,794 SH SOLE 1 1,794
FISHER SCIENTIFIC INT'L., INC. EQUITY 338032204 379 13,538 SH SOLE 1 13,538
FLAGSTAR BANCORP, INC. EQUITY 337930101 129 4,901 SH SOLE 1 4,901
FLEETBOSTON FINANCIAL CORP. EQUITY 339030108 33938 1,421,170 SH SOLE 1 1,421,170
FLEETBOSTON FINL CORP EQUITY 339030108 6753 282,800 SH DEFINED 2 282,800
FLEETWOOD ENTERPRISES, INC. EQUITY 339099103 51 12,610 SH SOLE 1 12,610
FLEMING COMPANIES, INC EQUITY 339130106 8 16,680 SH SOLE 1 16,680
FLIR SYS INC EQUITY 302445101 14716 310400 SH SOLE 3 302800 7600
FLIR SYSTEMS INC (USD) EQUITY 302445101 258 5,433 SH SOLE 1 5,433
FLORIDA EAST COAST INDUSTRIES EQUITY 340632108 201 8,208 SH SOLE 1 8,208
FLORIDA ROCK INDUSTRIES, INC. EQUITY 341140101 240 7,100 SH SOLE 1 7,100
FLOW INTERNATIONAL CORP EQUITY 343468104 10 4,783 SH SOLE 1 4,783
FLOWERS FOODS INC EQUITY 343498101 218 7,964 SH SOLE 1 7,964
FLOWSERVE CORP. EQUITY 34354P105 865 74,252 SH SOLE 1 74,252
FLUOR CORP EQUITY 343412102 1233 36,618 SH SOLE 1 36,618
FLUSHING FINANCIAL CORP EQUITY 343873105 63 3,623 SH SOLE 1 3,623
FMC CORP. EQUITY 302491303 901 57,480 SH SOLE 1 57,480
FMC TECHNOLOGIES INC EQUITY 30249U101 1686 87,836 SH SOLE 1 87,836
FMC TECHNOLOGIES INC COM EQUITY 30249U101 33614 1750738 SH SOLE 3 1710264 40474
FNB CORP. EQUITY 302520101 18 633 SH SOLE 1 633
FOAMEX INTERNATIONAL, INC. EQUITY 344123104 9 7,772 SH SOLE 1 7,772
FOMENTO ECONOMICO MEX-SP ADR EQUITY 344419106 1957 58,820 SH SOLE 1 58,820
FOOT LOCKER INC EQUITY 344849104 21 1,992 SH SOLE 1 1,992
FOOTSTAR, INC. EQUITY 344912100 61 7,255 SH SOLE 1 7,255
FORD MOTOR CO. EQUITY 345370860 5924 787,730 SH SOLE 1 787,730
FOREST CITY ENTERPRISES, INC. CLASS A EQUITY 345550107 11 320 SH SOLE 1 320
FOREST LABORATORIES, INC. EQUITY 345838106 8437 156,320 SH SOLE 1 156,320
FOREST LABS INC EQUITY 345838106 6201 114,900 SH DEFINED 2 114,900
FOREST OIL CORP EQUITY 346091705 1403 62,924 SH SOLE 1 62,924
FORRESTER RESEARCH, INC. EQUITY 346563109 73 5,163 SH SOLE 1 5,163
FORTUNE BRANDS, INC. EQUITY 349631101 2836 66,143 SH SOLE 1 66,143
FORWARD AIR CORP EQUITY 349853101 91 4,170 SH SOLE 1 4,170
FOSSIL, INC. EQUITY 349882100 125 7,238 SH SOLE 1 7,238
FOUNDRY NETWORKS INC EQUITY 35063R100 249 31,003 SH SOLE 1 31,003
FOUNDRY NETWORKS INC EQUITY 35063R100 1967 244,600 SH DEFINED 2 244,600
FOX ENTMT GROUP INC EQUITY 35138T107 4673 175,200 SH DEFINED 2 175,200
FOX ENTMT GROUP INC CL A EQUITY 35138T107 1600 60000 SH SOLE 3 60000
FPIC INS GROUP INC EQUITY 302563101 24 3,195 SH SOLE 1 3,195
FPL GROUP, INC. EQUITY 302571104 4606 78,160 SH SOLE 1 78,160
FRANKLIN ELECTRIC CO., INC. EQUITY 353514102 110 2,331 SH SOLE 1 2,331
FRANKLIN FINL CORP TEN EQUITY 353523202 29 982 SH SOLE 1 982
FRANKLIN RESOURCES, INC. EQUITY 354613101 3628 110,230 SH SOLE 1 110,230
FREDDIE MAC EQUITY 313400301 18042 339,770 SH SOLE 1 339,770
FRED'S INC. EQUITY 356108100 217 7,802 SH SOLE 1 7,802
FREEMARKETS INC EQUITY 356602102 77 14,142 SH SOLE 1 14,142
FREEPORT-MCMORAN COPPER & GOLD CLASS EQUITY 35671D857 1074 62,989 SH SOLE 1 62,989
FREMONT GENERAL CORP. EQUITY 357288109 146 21,029 SH SOLE 1 21,029
FRIEDMAN'S, INC., CLASS A EQUITY 358438109 57 5,972 SH SOLE 1 5,972
FRONTIER AIRLINES, INC. EQUITY 359065109 53 10,637 SH SOLE 1 10,637
FRONTIER FINANCIAL CORP. EQUITY 35907K105 144 5,860 SH SOLE 1 5,860
FRONTIER OIL CORP. EQUITY 35914P105 161 9,405 SH SOLE 1 9,405
FRONTLINE LTD (F) EQUITY G3682E127 2150 200000 SH SOLE 3 200000
FSI INTERNATIONAL, INC. EQUITY 302633102 25 10,598 SH SOLE 1 10,598
FTI CONSULTING INC EQUITY 302941109 364 7,875 SH SOLE 1 7,875
FUELCELL ENERGY INC EQUITY 35952H106 62 12,314 SH SOLE 1 12,314
FULTON FIN CORP EQUITY 360271100 28 1,503 SH SOLE 1 1,503
FURNITURE BRANDS INTERNATIONAL EQUITY 360921100 1479 75,597 SH SOLE 1 75,597
FURNITURE BRANDS INTL COM EQUITY 360921100 8255 422050 SH SOLE 3 416950 5100
G & K SERVICES, INC. CLASS A EQUITY 361268105 169 7,028 SH SOLE 1 7,028
GABELLI ASSET MANAGEMENT, INC. EQUITY 36239Y102 63 2,272 SH SOLE 1 2,272
GABLES RESIDENTIAL TR SH BEN I EQUITY 362418105 2455 91755 SH SOLE 3 91755
GABLES RESIDENTIAL TRUST EQUITY 362418105 239 8,940 SH SOLE 1 8,940
GAIAM INC EQUITY 36268Q103 11 1,990 SH SOLE 1 1,990
GALLAGHER, ARTHUR J & CO EQUITY 363576109 16818 685,040 SH SOLE 1 685,040
GALYANS TRADING INC EQUITY 36458R101 47 3,777 SH SOLE 1 3,777
GAMESTOP CORP EQUITY 36466R101 3 255 SH SOLE 1 255
GANNETT CO., INC. EQUITY 364730101 8064 114,500 SH SOLE 1 114,500
GANNETT INC EQUITY 364730101 6501 92,300 SH DEFINED 2 92,300
GAP INC EQUITY 364760108 55 3,800 SH DEFINED 2 3,800
GAP, INC. EQUITY 364760108 5480 378,180 SH SOLE 1 378,180
GARDNER DENVER, INC. EQUITY 365558105 105 5,714 SH SOLE 1 5,714
GART SPORTS CO EQUITY 366630101 40 2,095 SH SOLE 1 2,095
GARTNER INC. EQUITY 366651206 822 109,100 SH SOLE 1 109,100
GARTNER INC. CLASS A EQUITY 366651107 207 29,803 SH SOLE 1 29,803
GATEWAY, INC. EQUITY 367626108 334 141,380 SH SOLE 1 141,380
GATX CORP. EQUITY 361448103 953 65,800 SH SOLE 1 65,800
GAYLORD ENTERTAINMENT CO. EQUITY 367905106 142 7,938 SH SOLE 1 7,938
GBC BANCORP EQUITY 361475106 68 2,814 SH SOLE 1 2,814
GCI, INC. EQUITY 369385109 89 14,901 SH SOLE 1 14,901
GEMSTAR-TV GUIDE INTERNATIONAL EQUITY 36866W106 12 3,163 SH SOLE 1 3,163
GENCORP, INC. EQUITY 368682100 70 11,202 SH SOLE 1 11,202
GENE LOGIC, INC. EQUITY 368689105 49 9,701 SH SOLE 1 9,701
GENENCOR INTERNATIONAL INC EQUITY 368709101 36 3,518 SH SOLE 1 3,518
GENENTECH INC COM NEW EQUITY 368710406 980 28000 SH SOLE 3 28000
GENENTECH, INC. EQUITY 368710406 893 25,520 SH SOLE 1 25,520
GENERAL BINDING CORP EQUITY 369154109 17 2,170 SH SOLE 1 2,170
GENERAL CABLE CORP. EQUITY 369300108 44 11,927 SH SOLE 1 11,927
GENERAL COMMUNICATION CL A EQUITY 369385109 2333 390100 SH SOLE 3 390100
General Dynamics EQUITY 369550108 1377 25,000 SH DEFINED 4 1,376,750
GENERAL DYNAMICS CORP. EQUITY 369550108 7494 136,090 SH SOLE 1 136,090
General Elec Co EQUITY 369604103 2168 85,000 SH DEFINED 4 2,167,500
GENERAL ELEC CO EQUITY 369604103 29952 1,174,561 SH DEFINED 2 1,174,561
GENERAL ELECTRIC CO. EQUITY 369604103 185134 7,260,151 SH SOLE 1 7,260,151
GENERAL GROWTH PPTYS EQUITY 370021107 1672 31000 SH SOLE 3 31000
GENERAL GROWTH PPTYS COM EQUITY 370021107 19551 362400 SH SOLE 3 291227 71173
GENERAL GROWTH PROPE EQUITY 370021107 49 909 SH SOLE 1 909
GENERAL MILLS, INC. EQUITY 370334104 9684 212,610 SH SOLE 1 212,610
GENERAL MOTORS CORP. EQUITY 370442105 8068 239,990 SH SOLE 1 239,990
GENERAL MTRS CO EQUITY 370442105 11843 352,272 SH DEFINED 2 352,272
GENESCO, INC. EQUITY 371532102 103 7,240 SH SOLE 1 7,240
GENESEE & WYO INC EQUITY 371559105 65 4,224 SH SOLE 1 4,224
GENESIS HEALTH VENTURES INC EQUITY 37183F107 1197 80,566 SH SOLE 1 80,566
GENESIS MICROCHIP INC EQUITY 37184C103 137 11,006 SH SOLE 1 11,006
GENETECH INC EQUITY 368710406 1079 30,820 SH DEFINED 2 30,820
GENTA INC EQUITY 37245M207 110 15,381 SH SOLE 1 15,381
GENTA INC EQUITY 37245M207 1427 200,000 SH DEFINED 2 200,000
GENTEX CORP. EQUITY 371901109 2693 105,832 SH SOLE 1 105,832
GENTIVA HEALTH SERVICES EQUITY 37247A102 69 8,184 SH SOLE 1 8,184
GENUINE PARTS CO EQUITY 372460105 6945 227,643 SH DEFINED 2 227,643
GENUINE PARTS CO. EQUITY 372460105 2361 77,381 SH SOLE 1 77,381
GENZYME-MOLECULAR ONCOLOGY- EQUITY 372917104 15138 415,300 SH SOLE 1 415,300
GENZYME-MOLECULAR ONCOLOGY- BIOSURGER EQUITY 372917708 16 13,526 SH SOLE 1 13,526
GEORGIA GULF CORP. EQUITY 373200203 199 9,905 SH SOLE 1 9,905
GEORGIA-PACIFIC CORP. EQUITY 373298108 1584 113,991 SH SOLE 1 113,991
GERMAN AMERICAN BANCORP EQUITY 373865104 31 1,783 SH SOLE 1 1,783
GERON CORP EQUITY 374163103 47 8,907 SH SOLE 1 8,907
GETTY IMAGES, INC. EQUITY 374276103 11 406 SH SOLE 1 406
GETTY REALTY CORP. EQUITY 374297109 105 5,606 SH SOLE 1 5,606
GIBRALTAR STEEL CORP. EQUITY 37476F103 57 3,075 SH SOLE 1 3,075
GILEAD SCIENCES INC COM EQUITY 375558103 3901 92900 SH SOLE 3 80700 12200
GILEAD SCIENCES, INC. EQUITY 375558103 11429 272,179 SH SOLE 1 272,179
GILLETTE CO EQUITY 375766102 11125 359,575 SH DEFINED 2 359,575
GILLETTE CO. EQUITY 375766102 43031 1,390,780 SH SOLE 1 1,390,780
GLACIER BANCORP, INC. EQUITY 37637Q105 153 5,713 SH SOLE 1 5,713
GLADSTONE CAPITAL CORP EQUITY 376535100 52 3,224 SH SOLE 1 3,224
GLATFELTER, P.H. CO. EQUITY 377316104 658 61,680 SH SOLE 1 61,680
GLAXO PLC EQUITY 37733W105 109 3,075 SH DEFINED 2 3,075
GLENBOROUGH REALITY TRUST, INC EQUITY 37803P105 87 5,654 SH SOLE 1 5,654
GLIMCHER REALITY TRUST EQUITY 379302102 1318 68,658 SH SOLE 1 68,658
GLIMCHER RLTY TR SH BEN INT EQUITY 379302102 6697 348800 SH SOLE 3 348800
GLOBAL IMAGING SYSTEMS, INC. EQUITY 37934A100 54 2,922 SH SOLE 1 2,922
GLOBAL INDUSTRIES LT EQUITY 379336100 112 24,003 SH SOLE 1 24,003
GLOBAL PAYMENTS INC. EQUITY 37940X102 15 502 SH SOLE 1 502
GLOBAL POWER EQUIPME EQUITY 37941P108 41 8,037 SH SOLE 1 8,037
GLOBAL SANTAFE CORPORATION EQUITY G3930E101 8637 418,265 SH DEFINED 2 418,265
GLOBESPAN VIRATA INC EQUITY 37957V106 179 39,866 SH SOLE 1 39,866
GOLD BANK CORP., INC. EQUITY 379907108 98 12,155 SH SOLE 1 12,155
GOLDEN TELECOM INC EQUITY 38122G107 113 7,571 SH SOLE 1 7,571
GOLDEN WEST FINANCIAL CORP. EQUITY 381317106 4724 65,680 SH SOLE 1 65,680
GOLDMAN SACHS GROUP INC EQUITY 38141G104 65774 966,135 SH SOLE 1 966,135
GOODRICH CORP. EQUITY 382388106 730 51,907 SH SOLE 1 51,907
GOODYEAR TIRE & RUBBER CO. EQUITY 382550101 400 77,280 SH SOLE 1 77,280
GOODYS FAMILY CLOTHING EQUITY 382588101 23 5,701 SH SOLE 1 5,701
GORMAN RUPP CO COM EQUITY 383082104 53 2,680 SH SOLE 1 2,680
GRACE, W.R. & CO. EQUITY 38388F108 73 49,117 SH SOLE 1 49,117
GRACO INC COM EQUITY 384109104 27570 981150 SH SOLE 3 958108 23042
GRACO, INC. EQUITY 384109104 18 641 SH SOLE 1 641
GRAFTECH INTERNATIONAL LTD EQUITY 384313102 58 20,472 SH SOLE 1 20,472
GRANITE CONSTRUCTION, INC. EQUITY 387328107 1043 66,460 SH SOLE 1 66,460
GRANT PRIDECO INC EQUITY 38821G101 1956 162,206 SH SOLE 1 162,206
GRANT PRIDECO INC EQUITY 38821G101 160 13,275 SH DEFINED 2 13,275
GRANT PRIDECO INC COM EQUITY 38821G101 29562 2451228 SH SOLE 3 2422128 29100
GRAPHIC PACKAGING INTL EQUITY 388690109 45 8,162 SH SOLE 1 8,162
GRAY TELEVISION INC EQUITY 389375205 34 3,235 SH SOLE 1 3,235
GREAT AMERICAN FINANCIAL RES EQUITY 389915109 40 2,662 SH SOLE 1 2,662
GREAT ATLANTIC & PACIFIC TEA EQUITY 390064103 26 6,021 SH SOLE 1 6,021
GREAT LAKES CHEM CORP. EQUITY 390568103 777 35,021 SH SOLE 1 35,021
GREAT LAKES REIT, INC. EQUITY 390752103 68 4,772 SH SOLE 1 4,772
GREAT PLAINS ENERGY INC EQUITY 391164100 2222 93,096 SH SOLE 1 93,096
GREAT SOUTHERN BANCORP, INC. EQUITY 390905107 77 2,072 SH SOLE 1 2,072
GREATER BAY BANCORP EQUITY 391648102 992 69,153 SH SOLE 1 69,153
GREEN MOUNTAIN COFFEE ROASTE EQUITY 393122106 21 1,139 SH SOLE 1 1,139
GREENPOINT FINANCIAL CORP. EQUITY 395384100 5876 131,142 SH SOLE 1 131,142
GREIF INC CL A EQUITY 397624107 84 4,698 SH SOLE 1 4,698
GREY GLOBAL GROUP INC EQUITY 39787M108 167 271 SH SOLE 1 271
GREY WOLF, INC. EQUITY 397888108 237 60,270 SH SOLE 1 60,270
GRIFFON CORP. EQUITY 398433102 123 9,536 SH SOLE 1 9,536
GROUP 1 AUTOMOTIVE, INC. EQUITY 398905109 144 6,749 SH SOLE 1 6,749
GRUPO TELEVISA SA - SPONS ADR EQUITY 40049J206 1446 57,500 SH SOLE 1 57,500
GSI COMMERCE INC EQUITY 36238G102 11 6,727 SH SOLE 1 6,727
GTECH HOLDINGS CORP. EQUITY 400518106 2482 75,998 SH SOLE 1 75,998
GUESS? INC EQUITY 401617105 10 2,736 SH SOLE 1 2,736
GUIDANT CORP. EQUITY 401698105 9581 264,660 SH SOLE 1 264,660
GUILFORD PHARMACEUTICALS INC EQUITY 401829106 32 8,710 SH SOLE 1 8,710
GUITAR CENTER INC EQUITY 402040109 8117 398466 SH SOLE 3 369700 28766
GUITAR CENTER, INC. EQUITY 402040109 101 4,953 SH SOLE 1 4,953
GULF ISLAND FABRICATION, INC. EQUITY 402307102 45 2,538 SH SOLE 1 2,538
GULFMARK OFFSHORE, INC. EQUITY 402629109 66 4,883 SH SOLE 1 4,883
GYMBOREE CORP EQUITY 403777105 3664 243,600 SH DEFINED 2 243,600
GYMBOREE CORP. EQUITY 403777105 130 8,619 SH SOLE 1 8,619
H J HEINZ CO. EQUITY 423074103 4391 150,380 SH SOLE 1 150,380
H.B. FULLER CO. EQUITY 359694106 236 10,206 SH SOLE 1 10,206
HAEMONETICS CORP. EQUITY 405024100 142 6,477 SH SOLE 1 6,477
HAIN CELESTIAL GROUP INC EQUITY 405217100 128 8,469 SH SOLE 1 8,469
HALL KINOIN & ASSOCIATES INC. EQUITY 406069104 5 3,669 SH SOLE 1 3,669
HALLIBURTON CO. EQUITY 406216101 4011 193,496 SH SOLE 1 193,496
HALLIBURTON COMPANY EQUITY 406216101 84 4,035 SH DEFINED 2 4,035
HANCOCK FABRICS, INC. EQUITY 409900107 85 6,104 SH SOLE 1 6,104
HANCOCK HOLDING CO. EQUITY 410120109 208 4,833 SH SOLE 1 4,833
HANDLEMAN CO. EQUITY 410252100 131 8,944 SH SOLE 1 8,944
HANDSPRING INC EQUITY 410293104 10 15,488 SH SOLE 1 15,488
HANGER ORTHOPEDIC GROUP EQUITY 41043F208 80 6,966 SH SOLE 1 6,966
HANMI FINL CORP EQUITY 410495105 54 3,184 SH SOLE 1 3,184
HANOVER COMPRESSOR COMPANY EQUITY 410768105 689 106,002 SH SOLE 1 106,002
HARBOR FLORIDA BANCSHARES EQUITY 411901101 179 7,682 SH SOLE 1 7,682
HARLAND, JOHN H. CO. EQUITY 412693103 256 10,520 SH SOLE 1 10,520
HARLEY DAVIDSON INC EQUITY 412822108 7374 185,700 SH DEFINED 2 185,700
HARLEY-DAVIDSON FUNDING EQUITY 412822108 5142 129,500 SH SOLE 1 129,500
HARLEYSVILLE GROUP, INC. EQUITY 412824104 266 10,670 SH SOLE 1 10,670
HARLEYSVILLE NATIONAL CORP. EQUITY 412850109 168 6,897 SH SOLE 1 6,897
HARMAN INT'L INDUSTRIES, INC. EQUITY 413086109 21 351 SH SOLE 1 351
HARMONIC INC. EQUITY 413160102 71 21,462 SH SOLE 1 21,462
HARMONY GOLD MNG-SPON ADR EQUITY 413216300 1150 94,020 SH SOLE 1 94,020
HARRAH'S ENTERTAINMENT, INC. EQUITY 413619107 1764 49,412 SH SOLE 1 49,412
HARRIS CORP. EQUITY 413875105 2476 89,158 SH SOLE 1 89,158
HARRIS INTERACTIVE INC EQUITY 414549105 73 13,337 SH SOLE 1 13,337
HARRIS INTERACTIVE INC COM EQUITY 414549105 1693 309000 SH SOLE 3 309000
HARSCO CORP. EQUITY 415864107 1661 54,480 SH SOLE 1 54,480
HARTE-HANKS COMMUNICATIONS EQUITY 416196103 2331 122,048 SH SOLE 1 122,048
HARTFORD FINANCIAL SVCS GROUP EQUITY 416515104 5190 147,080 SH SOLE 1 147,080
HARVARD BIOSCIENCE INC EQUITY 416906105 27 7,067 SH SOLE 1 7,067
HARVEST NATURAL RESOUR EQUITY 41754V103 61 12,503 SH SOLE 1 12,503
HASBRO, INC. EQUITY 418056107 1059 76,234 SH SOLE 1 76,234
HAVERTY FURNITURE COMPANIES EQUITY 419596101 59 5,496 SH SOLE 1 5,496
HAWAIIAN ELECTRIC INDUSTRIES, EQUITY 419870100 10278 252,161 SH SOLE 1 252,161
HAWTHORNE FINL CORP EQUITY 420542102 80 2,709 SH SOLE 1 2,709
HCA INC EQUITY 404119109 11134 269,200 SH DEFINED 2 269,200
HCA INC. EQUITY 404119109 9919 239,830 SH SOLE 1 239,830
HCC INSURANCE HOLDINGS, INC. EQUITY 404132102 2142 83,795 SH SOLE 1 83,795
HEADWATERS INC EQUITY 42210P102 138 9,847 SH SOLE 1 9,847
HEALTH CARE PPTY INVS COM EQUITY 421915109 9635 288900 SH SOLE 3 228768 60132
HEALTH CARE PPTYS INVEST INC EQUITY 421915109 28 828 SH SOLE 1 828
Health Care Prop Investors EQUITY 421915109 1501 45,000 SH DEFINED 4 1,500,750
HEALTH CARE REIT INC COM EQUITY 42217K106 13839 528200 SH SOLE 3 458200 70000
HEALTH CARE REIT, INC. EQUITY 42217K106 368 14,054 SH SOLE 1 14,054
HEALTH MANAGEMENT ASSOC. EQUITY 421933102 2197 115,630 SH SOLE 1 115,630
HEALTH NET INC. CLASS A EQUITY 42222G108 4453 166,353 SH SOLE 1 166,353
Healthcare Realty Trust EQUITY 421946104 1587 65,000 SH DEFINED 4 1,587,300
HEALTHCARE REALTY TRUST, INC. EQUITY 421946104 369 15,106 SH SOLE 1 15,106
HEALTHCARE RLTY TR COM EQUITY 421946104 5409 221500 SH SOLE 3 175500 46000
HEALTHCARE SVCS GRP IN EQUITY 421906108 40 3,378 SH SOLE 1 3,378
HEALTHEXTRAS INC EQUITY 422211102 91 23,534 SH SOLE 1 23,534
HEALTHTRONICS SURGICAL EQUITY 42222L107 24 2,891 SH SOLE 1 2,891
HEARST-ARGYLE TELEVI EQUITY 422317107 5 244 SH SOLE 1 244
HEARTLAND EXPRESS INC EQUITY 422347104 3351 174,703 SH DEFINED 2 174,703
HEARTLAND EXPRESS, INC. EQUITY 422347104 206 10,742 SH SOLE 1 10,742
HECLA MNG CO EQUITY 422704106 102 30,993 SH SOLE 1 30,993
HEICO CORP. EQUITY 422806109 46 5,136 SH SOLE 1 5,136
HEIDRICK & STRUGGLES INT'L EQUITY 422819102 76 6,519 SH SOLE 1 6,519
HELIX TECHNOLOGY CORP. EQUITY 423319102 81 9,407 SH SOLE 1 9,407
HELMERICH & PAYNE, INC. EQUITY 423452101 3002 117,192 SH SOLE 1 117,192
HENRY JACK & ASSOCIATES EQUITY 426281101 1246 117,627 SH SOLE 1 117,627
HENRY SCHEIN INC EQUITY 806407102 2745 60,854 SH SOLE 1 60,854
HERCULES, INC. EQUITY 427056106 455 52,284 SH SOLE 1 52,284
HERITAGE PPTY INVT TR COM EQUITY 42725M107 15133 604100 SH SOLE 3 537700 66400
HERITAGE PROPERTY INVESTMENT EQUITY 42725M107 162 6,483 SH SOLE 1 6,483
HERLEY INDS INC DEL EQUITY 427398102 75 4,342 SH SOLE 1 4,342
HERMAN MILLER, INC. EQUITY 600544100 25230 1,567,050 SH SOLE 1 1,567,050
HERSHEY FOODS CORP. EQUITY 427866108 4041 64,486 SH SOLE 1 64,486
HEWLETT PACKARD CO EQUITY 428236103 16363 1,052,311 SH DEFINED 2 1,052,311
HEWLETT PACKARD CO. EQUITY 428236103 29079 1,870,013 SH SOLE 1 1,870,013
HEXCEL CORP. EQUITY 428291108 25 8,593 SH SOLE 1 8,593
HIBBETT SPORTING GOODS, INC. EQUITY 428565105 63 2,545 SH SOLE 1 2,545
HIBERNIA CORP EQUITY 428656102 4664 275,000 SH DEFINED 2 275,000
HIBERNIA CORP. CLASS A EQUITY 428656102 3596 212,026 SH SOLE 1 212,026
HICKORY TECH CORP EQUITY 429060106 46 5,086 SH SOLE 1 5,086
HIGHWOODS PPTYS INC COM EQUITY 431284108 4977 243500 SH SOLE 3 243500
HIGHWOODS PROPERTIES, INC. EQUITY 431284108 16 765 SH SOLE 1 765
HILB, ROGAL & HAMILTON CO. EQUITY 431294107 376 12,032 SH SOLE 1 12,032
HILLENBRAND INDUSTRIES, INC. EQUITY 431573104 4229 82,947 SH SOLE 1 82,947
HILTON HOTELS CORP EQUITY 432848109 2059 177,362 SH SOLE 1 177,362
HISPANIC BROADCASTING CORP. CLASS A EQUITY 43357B104 6116 296,018 SH SOLE 1 296,018
HOLLINGER INTERNATIONAL, INC. EQUITY 435569108 156 19,791 SH SOLE 1 19,791
HOLLY CORP. EQUITY 435758305 103 3,581 SH SOLE 1 3,581
HOLLYWOOD ENTERTAINMENT CORP. EQUITY 436141105 304 19,020 SH SOLE 1 19,020
HOLLYWOOD PARK, INC. EQUITY 723456109 42 8,669 SH SOLE 1 8,669
HOLOGIC INC EQUITY 436440101 60 6,942 SH SOLE 1 6,942
HOME DEPOT INC EQUITY 437076102 96 3,897 SH DEFINED 2 3,897
HOME DEPOT, INC. EQUITY 437076102 24264 996,050 SH SOLE 1 996,050
HOME PPTYS N Y INC COM EQUITY 437306103 16939 510200 SH SOLE 3 442120 68080
HOME PROPERTIES OF NY, INC. EQUITY 437306103 311 9,360 SH SOLE 1 9,360
HOMESTORE.COM EQUITY 437852106 16 27,884 SH SOLE 1 27,884
HON INDUSTRIES INC. EQUITY 438092108 2259 79,249 SH SOLE 1 79,249
HONEYWELL INTERNATIONAL INC. EQUITY 438516106 7891 369,440 SH SOLE 1 369,440
HONEYWELL INTL INC EQUITY 438516106 6588 308,425 SH DEFINED 2 308,425
HOOPER HOLMES, INC. EQUITY 439104100 96 19,290 SH SOLE 1 19,290
HORACE MANN EDUCATORS CORP. EQUITY 440327104 882 67,200 SH SOLE 1 67,200
HORIZON OFFSHORE, INC. EQUITY 44043J105 22 6,361 SH SOLE 1 6,361
HORIZON ORGANIC HOLDIN EQUITY 44043T103 31 2,375 SH SOLE 1 2,375
HORMEL FOODS CORP. EQUITY 440452100 3925 185,390 SH SOLE 1 185,390
HOSPITALITY PPTYS TR COM SH BE EQUITY 44106M102 4830 158100 SH SOLE 3 158100
HOSPITALITY PROPERTIES TRUST EQUITY 44106M102 2572 84,205 SH SOLE 1 84,205
HOST MARRIOTT CORP COM EQUITY 44107p104 10259 1482500 SH SOLE 3 1191450 291050
HOT TOPIC INC EQUITY 441339108 265 11,377 SH SOLE 1 11,377
HOTELS.COM-CL A EQUITY 44147T108 8 133 SH SOLE 1 133
HOUSEHOLD FINANCE CORP. EQUITY 441815107 4683 165,609 SH SOLE 1 165,609
HOUSTON EXPLORATION COMPAN EQUITY 442120101 99 3,683 SH SOLE 1 3,683
HOVNANIAN ENTER, INC. COM PAR $0.01 EQUITY 442487203 188 5,449 SH SOLE 1 5,449
HOVNANIAN ENTERPRISES CL A EQUITY 442487203 4105 118800 SH SOLE 3 118800
HRPT PROPERTIES TRUST EQUITY 40426W101 395 46,440 SH SOLE 1 46,440
HS RESOURCES, INC. EQUITY 492386107 1964 48,351 SH SOLE 1 48,351
HSBC HOLDINGS PLC-SPONS ADR EQUITY 404280406 3581 -70,054 SH SOLE 1 -70,054
HUBBELL INC. CLASS B EQUITY 443510201 2485 79,407 SH SOLE 1 79,407
HUDSON CITY BANCORP EQUITY 443683107 22 1,087 SH SOLE 1 1,087
HUDSON RIVER BANKCORP. EQUITY 444128102 126 5,487 SH SOLE 1 5,487
HUGHES SUPPLY, INC. EQUITY 444482103 200 8,600 SH SOLE 1 8,600
HUMAN GENOME SCIENCES, INC. EQUITY 444903108 60 7,030 SH SOLE 1 7,030
Humana Inc. EQUITY 444859102 768 80,000 SH DEFINED 4 768,000
HUMANA, INC. EQUITY 444859102 737 76,778 SH SOLE 1 76,778
HUMBOLDT BANCORP EQUITY 445069107 50 3,905 SH SOLE 1 3,905
HUNT J B TRANS SVCS INC EQUITY 445658107 3368 125,100 SH DEFINED 2 125,100
HUNTINGTON BANCSHARES, INC. EQUITY 446150104 1938 104,239 SH SOLE 1 104,239
HUSDON UNITED BANCORP EQUITY 444165104 20 647 SH SOLE 1 647
HUTCHINSON TECHNOLOGY, INC. EQUITY 448407106 226 9,132 SH SOLE 1 9,132
HYDRIL COMPANY EQUITY 448774109 105 4,219 SH SOLE 1 4,219
HYPERCOM CORP EQUITY 44913M105 46 12,182 SH SOLE 1 12,182
HYPERION SOLUTIONS CORP EQUITY 44914M104 291 12,000 SH SOLE 1 12,000
HYPERION SOLUTIONS CP COM EQUITY 44914M104 19102 787700 SH SOLE 3 779000 8700
I SHARES MSCI EMU EQUITY 464286608 136 3,530 SH SOLE 1 3,530
I2 TECHNOLOGIES EQUITY 465754109 3 4,083 SH SOLE 1 4,083
IBERIABANK CORP EQUITY 450828108 89 2,188 SH SOLE 1 2,188
IBM EQUITY 459200101 23956 305,440 SH DEFINED 2 305,440
ICICI BANK LTD-SPON ADR EQUITY 45104G104 988 156,900 SH SOLE 1 156,900
ICN PHARMACEUTICALS, INC. EQUITY 448924100 1004 112,692 SH SOLE 1 112,692
Icon Plc - Sponsored ADR EQUITY 45103T1079 1637 68,800 SH SOLE 1 68,800
ICOS CORPORATION EQUITY 449295104 61 3,260 SH SOLE 1 3,260
ICU MEDICAL, INC. EQUITY 44930G107 105 3,832 SH SOLE 1 3,832
IDACORP, INC. EQUITY 451107106 1162 50,944 SH SOLE 1 50,944
IDEC PHARMACEUTICALS CORP EQUITY 449370105 11622 337,650 SH DEFINED 2 337,650
IDEC PHARMACEUTICALS CORP. EQUITY 449370105 7296 213,197 SH SOLE 1 213,197
IDENTIX INC EQUITY 451906101 136 30,229 SH SOLE 1 30,229
IDEX CORP. EQUITY 45167R104 289 9,977 SH SOLE 1 9,977
IDEXX LABORATORIES, INC. EQUITY 45168D104 402 11,482 SH SOLE 1 11,482
IDINE REWARDS NETWORK EQUITY 45168A100 46 6,124 SH SOLE 1 6,124
IDT CORP. EQUITY 448947101 11 719 SH SOLE 1 719
IDX SYSTEMS CORP. EQUITY 449491109 96 6,095 SH SOLE 1 6,095
IGATE CORP EQUITY 45169U105 21 7,251 SH SOLE 1 7,251
IGEN INTERNATIONAL, INC. EQUITY 449536101 203 5,749 SH SOLE 1 5,749
IHOP CORP. EQUITY 449623107 160 7,116 SH SOLE 1 7,116
II-VI INC EQUITY 902104108 66 3,974 SH SOLE 1 3,974
IKON OFFICE SOLUTIONS INC. EQUITY 451713101 15 2,093 SH SOLE 1 2,093
ILEX ONCOLOGY INC EQUITY 451923106 108 11,694 SH SOLE 1 11,694
ILLINOIS TOOL WKS INC COM EQUITY 452308109 1861 32000 SH SOLE 3 32000
ILLINOIS TOOL WORKS, INC. EQUITY 452308109 7657 131,670 SH SOLE 1 131,670
ILLUMINA INC EQUITY 452327109 19 8,556 SH SOLE 1 8,556
IMAGEX.COM INC EQUITY 45244D102 401 791,394 SH SOLE 1 791,394
IMAGISTICS INTL INC EQUITY 45247T104 112 6,000 SH SOLE 1 6,000
I-MANY INC EQUITY 44973Q103 11 14,536 SH SOLE 1 14,536
IMATION CORP COM EQUITY 45245A107 10466 281200 SH SOLE 3 277800 3400
IMATION CORP. EQUITY 45245A107 2216 59,541 SH SOLE 1 59,541
IMC GLOBAL INC EQUITY 449669100 2410 250,000 SH DEFINED 2 250,000
IMC GLOBAL, INC. EQUITY 449669100 1754 182,306 SH SOLE 1 182,306
IMCLONE SYSTEMS EQUITY 45245W109 305 18,435 SH SOLE 1 18,435
IMCO RECYCLING INC EQUITY 449681105 26 4,051 SH SOLE 1 4,051
IMMUCOR INC EQUITY 452526106 82 3,774 SH SOLE 1 3,774
IMMUNOGEN INC EQUITY 45253H101 37 15,817 SH SOLE 1 15,817
IMMUNOMEDICS, INC. EQUITY 452907108 39 14,739 SH SOLE 1 14,739
IMPAC MED SYS INC COM EQUITY 45255A104 847 38000 SH SOLE 3 38000
IMPAC MORTGAGE HOLDINGS INC EQUITY 45254P102 2530 194,801 SH SOLE 1 194,801
IMPATH INC. EQUITY 45255G101 76 5,624 SH SOLE 1 5,624
IMPAX LABORATORIES INC EQUITY 45256B101 42 9,397 SH SOLE 1 9,397
IMPCO TECHNOLOGIES INC EQUITY 45255W106 9 4,577 SH SOLE 1 4,577
IMS HEALTH, INC. EQUITY 449934108 1686 108,013 SH SOLE 1 108,013
INAMED CORP EQUITY 453235103 162 4,524 SH SOLE 1 4,524
INCYTE CORP EQUITY 45337C102 72 24,228 SH SOLE 1 24,228
INDEPENDENCE COMMUNITY BANK EQUITY 453414104 2388 90,299 SH SOLE 1 90,299
INDEPENDENCE HLDG CO N EQUITY 453440307 23 1,191 SH SOLE 1 1,191
INDEPENDENT BANK CORP.-MASSACHUSETTS EQUITY 453836108 88 4,382 SH SOLE 1 4,382
INDEPENDENT BANK CORP.-MICHIGAN EQUITY 453838104 134 6,659 SH SOLE 1 6,659
INDEVUS PHARMACEUTICALS INC EQUITY 454072109 33 13,629 SH SOLE 1 13,629
INDEX I-SHARES RUSSELL 2000 EQUITY 464287655 504 7,000 SH SOLE 1 7,000
INDYMAC BANCORP, INC. EQUITY 456607100 1446 74,337 SH SOLE 1 74,337
INET TECHNOLOGY EQUITY 45662V105 25 4,268 SH SOLE 1 4,268
INFOCUS CORPORATION EQUITY 45665B106 324 65,599 SH SOLE 1 65,599
INFOGRAMES INC. EQUITY 45665T107 4 2,030 SH SOLE 1 2,030
INFONET SERVICES COR EQUITY 45666T106 29 22,617 SH SOLE 1 22,617
INFORMATICA CORP EQUITY 45666Q102 133 20,629 SH SOLE 1 20,629
INFORMATION HOLDINGS INC. EQUITY 456727106 60 3,709 SH SOLE 1 3,709
INFORMATION RESOURCES, INC. EQUITY 456905108 13 9,885 SH SOLE 1 9,885
INFORTE CORP EQUITY 45677R107 12 2,104 SH SOLE 1 2,104
INFOUSA INC. CLASS B EQUITY 456818301 44 9,233 SH SOLE 1 9,233
INGERSOLL RAND COMPANY LIM EQUITY G4776G101 8015 207,700 SH DEFINED 2 207,700
INGERSOLL-RAND CO CL A EQUITY G4776G101 3125 80,990 SH SOLE 1 80,990
INGLES MARKETS, INC., CLASS A EQUITY 457030104 35 3,624 SH SOLE 1 3,624
INGRAM MICRO INC. CLASS A EQUITY 457153104 13 1,160 SH SOLE 1 1,160
INNKEEPERS USA TRUST EQUITY 4576J0104 59 9,075 SH SOLE 1 9,075
INPUT/OUTPUT, INC. EQUITY 457652105 58 16,139 SH SOLE 1 16,139
INRANGE TECHNOLOGIES CL B EQUITY 45769V206 6 3,167 SH SOLE 1 3,167
INSIGHT COMMUNICATIO EQUITY 45768V108 178 14,884 SH SOLE 1 14,884
INSIGHT ENTERPRISES, INC. EQUITY 45765U103 104 14,773 SH SOLE 1 14,773
INSIGNIA FINANCIAL GROUP INC. EQUITY 45767A105 1406 128,514 SH SOLE 1 128,514
INSITUFORM TECHNOLOGIES, INC. CLASS A EQUITY 457667103 110 8,170 SH SOLE 1 8,170
INSTINET GROUP INCORPORATED EQUITY 457750107 3 801 SH SOLE 1 801
INSURANCE AUTO AUCTIONS INC COM EQUITY 457875102 40 3,620 SH SOLE 1 3,620
INSWEB CORP EQUITY 45809K202 19 9,194 SH SOLE 1 9,194
INTEGRA BANK CORP. EQUITY 45814P105 96 5,607 SH SOLE 1 5,607
INTEGRA LIFESCIENCES CORP EQUITY 457985208 8041 349,600 SH DEFINED 2 349,600
INTEGRA LIFESCIENCES HOLDINGS EQUITY 457985208 153 6,666 SH SOLE 1 6,666
INTEGRAL SYS INC MD COM EQUITY 45810H107 5855 276200 SH SOLE 3 276200
INTEGRAL SYSTEMS INC/MD EQUITY 45810H107 71 3,361 SH SOLE 1 3,361
INTEGRATED CIRCUIT SYS COM EQUITY 45811K208 31619 1457094 SH SOLE 3 1416600 40494
INTEGRATED CIRCUIT SYS INC EQUITY 45811K208 2387 110,000 SH DEFINED 2 110,000
INTEGRATED CIRCUIT SYSTEMS EQUITY 45811K208 119 5,503 SH SOLE 1 5,503
INTEGRATED DEFENSE TEC EQUITY 45819B101 39 2,726 SH SOLE 1 2,726
INTEGRATED DEVICE TECHNOLOGY, EQUITY 458118106 6425 809,151 SH SOLE 1 809,151
INTEGRATED ELECTRICAL SERVICES EQUITY 45811E103 50 11,731 SH SOLE 1 11,731
INTEGRATED SILICON SOLUTION EQUITY 45812P107 23 9,640 SH SOLE 1 9,640
Intel EQUITY 458140100 716 44,000 SH DEFINED 4 716,320
INTEL CORP EQUITY 458140100 18269 1,122,182 SH DEFINED 2 1,122,182
INTEL CORP. EQUITY 458140100 72666 4,463,520 SH SOLE 1 4,463,520
INTER PARFUMS INC EQUITY 458334109 9 1,188 SH SOLE 1 1,188
INTERACTIVE DATA CORP EQUITY 45840J107 7 499 SH SOLE 1 499
INTERCEPT INC EQUITY 45845L107 23 5,640 SH SOLE 1 5,640
INTERCHANGE FINL SVCS EQUITY 458447109 53 3,125 SH SOLE 1 3,125
INTERDIGITAL COMMUNCTN COM EQUITY 45866A105 11316 500000 SH SOLE 3 494200 5800
INTERDIGITAL COMMUNICATION EQUITY 45866A105 444 19,599 SH SOLE 1 19,599
INTERFACE, INC. CLASS A EQUITY 458665106 52 15,720 SH SOLE 1 15,720
INTERGRAPH CORP. EQUITY 458683109 292 16,843 SH SOLE 1 16,843
INTERLAND INC EQUITY 458727104 29 44,123 SH SOLE 1 44,123
INTERMAGNETICS GENERAL CORP. EQUITY 458771102 95 5,320 SH SOLE 1 5,320
INTERMET CORP EQUITY 45881K104 28 7,759 SH SOLE 1 7,759
INTERMUNE INC. EQUITY 45884X103 192 8,981 SH SOLE 1 8,981
INTERNATIONAL BANCSHARES CORP. EQUITY 459044103 318 8,181 SH SOLE 1 8,181
INTERNATIONAL GAME TECHN EQUITY 459902102 20457 249780 SH SOLE 3 215800 33980
INTERNATIONAL GAME TECHNOLOGY EQUITY 459902102 3070 37,486 SH SOLE 1 37,486
INTERNATIONAL MULTIFOODS CORP. EQUITY 460043102 110 5,689 SH SOLE 1 5,689
INTERNATIONAL PAPER CO EQUITY 460146103 2924 86,500 SH DEFINED 2 86,500
INTERNATIONAL PAPER CO. EQUITY 460146103 7136 211,130 SH SOLE 1 211,130
International Rectifier EQUITY 460254105 787 40,000 SH DEFINED 4 786,800
INTERNATIONAL RECTIFIER CORP. EQUITY 460254105 1695 86,169 SH SOLE 1 86,169
INTERNATIONAL SPEEDWAY CORP. EQUITY 460335201 2852 71,193 SH SOLE 1 71,193
INTERNET SECURITY SY EQUITY 46060X107 791 79,611 SH SOLE 1 79,611
INTERPOOL, INC. EQUITY 46062R108 27 2,039 SH SOLE 1 2,039
INTERPORE INTERNATIONAL EQUITY 46062W107 50 6,210 SH SOLE 1 6,210
INTERPUBLIC GROUP CORP EQUITY 460690100 2301 247,430 SH SOLE 1 247,430
INTERPUBLIC GROUP COS INC EQUITY 460690100 4569 491,255 SH DEFINED 2 491,255
INTERSIL CORP EQUITY 46069S109 3490 224,300 SH DEFINED 2 224,300
INTERSIL CORP -CL A EQUITY 46069S109 2859 183,767 SH SOLE 1 183,767
INTERSTATE BAKERIES CORP. EQUITY 46072H108 791 75,304 SH SOLE 1 75,304
INTERTAN INC. EQUITY 461120107 36 7,693 SH SOLE 1 7,693
INTER-TEL, INC. EQUITY 458372109 98 6,520 SH SOLE 1 6,520
INTERWOVEN INC EQUITY 46114T102 70 38,216 SH SOLE 1 38,216
INTL BUSINESS MACHINES CORP EQUITY 459200101 101762 1,297,490 SH SOLE 1 1,297,490
INT'L. FLAVORS & FRAGRANCES, EQUITY 459506101 1287 41,399 SH SOLE 1 41,399
INTRADO INC EQUITY 46117A100 43 5,483 SH SOLE 1 5,483
INTROGEN THERAPEUTICS INC EQUITY 46119F107 153 75,000 SH DEFINED 2 75,000
Intuit EQUITY 461202103 744 20,000 SH DEFINED 4 744,000
INTUIT EQUITY 461202103 9970 268,000 SH DEFINED 2 268,000
INTUIT, INC. EQUITY 461202103 3811 102,441 SH SOLE 1 102,441
INTUITIVE SURGICAL INC EQUITY 46120E107 70 10,843 SH SOLE 1 10,843
INVACARE CORP. EQUITY 461203101 299 9,485 SH SOLE 1 9,485
INVERNESS MEDICAL INNOVATION EQUITY 46126P106 67 3,326 SH SOLE 1 3,326
INVESTMENT TECHNOLOGY GROUP EQUITY 46145F105 901 64,465 SH SOLE 1 64,465
INVESTORS FINANCIAL SERVICES EQUITY 461915100 2121 87,175 SH SOLE 1 87,175
INVESTORS REAL ESTATE TRUST EQUITY 461730103 107 11,458 SH SOLE 1 11,458
INVISION TECHNOLOGIES EQUITY 461851107 95 4,208 SH SOLE 1 4,208
INVITROGEN CORP EQUITY 46185R100 456 14,886 SH SOLE 1 14,886
INVITROGEN CORP EQUITY 46185R100 613 20,000 SH DEFINED 2 20,000
IOMEGA CORP EQUITY 462030305 205 18,462 SH SOLE 1 18,462
IONICS, INC. EQUITY 462218108 105 6,318 SH SOLE 1 6,318
IPC HOLDINGS EQUITY G4933P101 352715 11,722,000 SH SOLE 1 11,722,000
IRON MOUNTAIN INC. EQUITY 462846106 33 861 SH SOLE 1 861
IRON MTN INC DEL COM EQUITY 462846106 96485 2522475 SH SOLE 3 2386565 135910
IRWIN FINANCIAL CORP. EQUITY 464119106 108 5,537 SH SOLE 1 5,537
ISHARES MSCI EAFE INDEX FUND EQUITY 464287465 3234 35,690 SH SOLE 1 35,690
ISHARES RUSSELL MIDCAP GRWTH EQUITY 464287481 427 8,200 SH SOLE 1 8,200
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ISHARES S&P 500/BARRA VALUE EQUITY 464287408 592 14,700 SH SOLE 1 14,700
ISIS PHARMACEUTICALS, INC. EQUITY 464330109 60 16,808 SH SOLE 1 16,808
ISLE OF CAPRI CASINOS EQUITY 464592104 61 5,220 SH SOLE 1 5,220
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ITLA CAP CORP EQUITY 450565106 55 1,672 SH SOLE 1 1,672
ITRON, INC. EQUITY 465741106 126 7,543 SH SOLE 1 7,543
ITT EDUCATIONAL SERVICES, INC. EQUITY 45068B109 428 15,300 SH SOLE 1 15,300
ITT INDUSTRIAL INC EQUITY 450911102 2172 40,669 SH SOLE 1 40,669
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IVAX CORP. EQUITY 465823102 3198 261,060 SH SOLE 1 261,060
IXIA EQUITY 45071R109 38 7,752 SH SOLE 1 7,752
IXYS CORP. EQUITY 46600W106 24 4,502 SH SOLE 1 4,502
J & J SNACK FOODS CORP EQUITY 466032109 67 2,205 SH SOLE 1 2,205
J JILL GROUP INC EQUITY 466189107 75 6,487 SH SOLE 1 6,487
J.B. HUNT TRANSPORT SERVICES EQUITY 445658107 1621 60,221 SH SOLE 1 60,221
J.C. PENNEY CO., INC. EQUITY 708160106 28197 1,435,674 SH SOLE 1 1,435,674
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JEFFERSON-PILOT CORP. EQUITY 475070108 4700 122,153 SH SOLE 1 122,153
JETBLUE AIRWAYS CORP EQUITY 477143101 3 126 SH SOLE 1 126
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JM SMUCKER CO/THE NEW COM WI EQUITY 832696405 2875 82,218 SH SOLE 1 82,218
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JOHN HANCOCK FINANCIAL SERVICE EQUITY 41014S106 5230 188,270 SH SOLE 1 188,270
JOHN WILEY & SONS, INC. CLASS A EQUITY 968223206 14 639 SH SOLE 1 639
JOHNSON & JOHNSON EQUITY 478160104 88082 1,522,074 SH SOLE 1 1,522,074
JOHNSON & JOHNSON EQUITY 478160104 29101 502,860 SH DEFINED 2 502,860
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KENSEY NASH CORP EQUITY 490057106 54 2,635 SH SOLE 1 2,635
KEY BANK NA EQUITY 493267108 4105 181,970 SH SOLE 1 181,970
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KEY ENERGY SVCS INC EQUITY 492914106 1109 110,000 SH DEFINED 2 110,000
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KILROY REALTY CORP. EQUITY 49427F108 1221 55,259 SH SOLE 1 55,259
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LENNAR CORP. COM CLASS A EQUITY 526057104 4668 87,166 SH SOLE 1 87,166
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LIBERTY MEDIA CORP-A EQUITY 530718105 826 84,880 SH SOLE 1 84,880
LIBERTY PROPERTY TRUST EQUITY 531172104 3214 102,692 SH SOLE 1 102,692
LIFECORE BIOMEDICAL IN EQUITY 532187101 13 3,627 SH SOLE 1 3,627
LIFELINE SYS INC EQUITY 532192101 30 1,447 SH SOLE 1 1,447
LIFEPOINT HOSPITALS HLDG EQUITY 53219L109 1424 56,709 SH SOLE 1 56,709
LIGAND PHARMACEUTICALS, INC., CLASS B EQUITY 53220K207 121 18,608 SH SOLE 1 18,608
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LONGVIEW FIBRE CO. EQUITY 543213102 575 86,415 SH SOLE 1 86,415
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LUCENT TECHNOLOGIES INC EQUITY 549463107 2460 1,673,310 SH SOLE 1 1,673,310
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MAPINFO CORP COM EQUITY 565105103 21 5,497 SH SOLE 1 5,497
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MARCUS CORP EQUITY 566330106 97 7,096 SH SOLE 1 7,096
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MARVEL ENTERPRISES INC EQUITY 57383M108 85 6,131 SH SOLE 1 6,131
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MASCO CORP. EQUITY 574599106 4744 254,760 SH SOLE 1 254,760
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Microsoft Corp EQUITY 594918104 1453 60,000 SH DEFINED 4 1,452,600
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NATIONAL WESTERN LIFE INS. CO. CLASS EQUITY 638522102 73 778 SH SOLE 1 778
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NETRO CORP EQUITY 64114R109 24 8,747 SH SOLE 1 8,747
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PERFORMANCE FOOD GROUP CO. EQUITY 713755106 19 610 SH SOLE 1 610
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PHILLIPS-VAN HEUSEN CORP. EQUITY 718592108 103 8,304 SH SOLE 1 8,304
PHOENIX COMPANIES INC EQUITY 71902E109 10 1,370 SH SOLE 1 1,370
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PORTAL SOFTWARE EQUITY 736126103 31 43,023 SH SOLE 1 43,023
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PRICELINE.COM INC. EQUITY 741503106 75 45,603 SH SOLE 1 45,603
PRICESMART, INC. EQUITY 741511109 21 1,432 SH SOLE 1 1,432
PRIDE INTERNATIONAL EQUITY 74153Q102 2436 180,552 SH SOLE 1 180,552
PRIDE INTERNATIONAL INC EQUITY 74153Q102 1967 145,800 SH DEFINED 2 145,800
PRIMA ENERGY CORP EQUITY 741901201 69 3,663 SH SOLE 1 3,663
PRIME HOSPITALITY CORP. EQUITY 741917108 84 16,247 SH SOLE 1 16,247
PRIME MED SVCS INC NEW EQUITY 74156D108 36 4,883 SH SOLE 1 4,883
PRIMEDIA INC EQUITY 74157K101 133 49,888 SH SOLE 1 49,888
PRINCETON REVIEW INC EQUITY 742352107 24 5,843 SH SOLE 1 5,843
PRINCIPAL FINANCIAL GROUP EQUITY 74251V102 13945 513,815 SH SOLE 1 513,815
PRIORITY HEALTHCARE EQUITY 74264T102 231 8,671 SH SOLE 1 8,671
PRIVATE MEDIA GROUP INC EQUITY 74266R104 6 5,231 SH SOLE 1 5,231
PRIVATEBANCORP INC EQUITY 742962103 46 1,990 SH SOLE 1 1,990
PROASSURANCE CORPORATION EQUITY 74267C106 200 8,503 SH SOLE 1 8,503
PROBUSINESS SERVICES INC. EQUITY 742674104 2099 157,579 SH SOLE 1 157,579
PROCTER & GAMBLE CO. EQUITY 742718109 106176 1,192,318 SH SOLE 1 1,192,318
PROFESSIONAL DETAILING, INC. EQUITY 69329V100 22 2,975 SH SOLE 1 2,975
PROGENICS PHARMACEUTICALS EQUITY 743187106 13 2,874 SH SOLE 1 2,874
Progress Energy EQUITY 743263105 4894 125,000 SH DEFINED 4 4,893,750
PROGRESS ENERGY INC EQUITY 743263105 1958 50,000 SH DEFINED 2 50,000
PROGRESS ENERGY INC. EQUITY 743263105 22154 565,870 SH SOLE 1 565,870
PROGRESS SOFTWARE CORP. EQUITY 743312100 203 11,297 SH SOLE 1 11,297
PROGRESSIVE CORP. EQUITY 743315103 5528 93,200 SH SOLE 1 93,200
PROLOGIS EQUITY 743410102 116 4,588 SH SOLE 1 4,588
PROLOGIS TR SH BEN INT EQUITY 743410102 18352 724820 SH SOLE 3 582294 142526
PROQUEST CO. EQUITY 74346P102 116 5,596 SH SOLE 1 5,596
PROSPERITY BANCSHARES INC EQUITY 743606105 76 4,598 SH SOLE 1 4,598
PROTECTION ONE INC EQUITY 743663304 7 4,307 SH SOLE 1 4,307
PROTECTIVE LIFE CORP COM EQUITY 743674103 2638 92,403 SH SOLE 1 92,403
PROTEIN DESIGN LABS, INC. EQUITY 74369L103 1119 150,602 SH SOLE 1 150,602
PROTON ENERGY SYSTEMS EQUITY 74371K101 21 8,720 SH SOLE 1 8,720
PROVIDENT BANCORP INC EQUITY 743835100 34 1,083 SH SOLE 1 1,083
PROVIDENT BANKSHARES CORP. EQUITY 743859100 199 8,606 SH SOLE 1 8,606
PROVIDENT FINANCIAL GROUP EQUITY 743866105 1390 65,488 SH SOLE 1 65,488
PROVIDIAN FINANCIAL CORP. EQUITY 74406A102 985 150,186 SH SOLE 1 150,186
PROVINCE HEALTHCARE CO. EQUITY 743977100 153 17,234 SH SOLE 1 17,234
PROXIM CORP CL-A EQUITY 744283102 26 42,954 SH SOLE 1 42,954
PROXYMED PHARMACY INC EQUITY 744290305 12 1,656 SH SOLE 1 1,656
PRUDENTIAL FINANCIAL INC EQUITY 744320102 62417 2,133,900 SH SOLE 1 2,133,900
PS BUSINESS PARKS, INC. EQUITY 69360J107 108 3,645 SH SOLE 1 3,645
PS BUSINESS PKS INC CA COM EQUITY 69360J107 8190 275300 SH SOLE 3 221120 54180
PSEG ENERGY HOLDINGS EQUITY 744573106 3615 98,534 SH SOLE 1 98,534
PSS WORLD MEDICAL, INC EQUITY 69366A100 167 25,671 SH SOLE 1 25,671
PTEK HLDGS INC EQUITY 69366M104 63 17,019 SH SOLE 1 17,019
Public Service EQUITY 744573106 4036 110,000 SH DEFINED 4 4,035,900
PUBLIC STORAGE INC EQUITY 74460D109 44 1,446 SH SOLE 1 1,446
PUBLIC STORAGE INC COM EQUITY 74460D109 10747 354700 SH SOLE 3 284900 69800
PUGET ENEGY INC. EQUITY 745310102 11550 542,003 SH SOLE 1 542,003
PULITZER INC. EQUITY 745769109 142 3,248 SH SOLE 1 3,248
PULTE HOMES EQUITY 745867101 9424 187918 SH SOLE 3 162400 25518
PULTE HOMES INC. EQUITY 745867101 1351 26,941 SH SOLE 1 26,941
Q MED EQUITY 747914109 19 2,797 SH SOLE 1 2,797
QLOGIC CORP EQUITY 747277101 2043 55,000 SH DEFINED 2 55,000
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QLOGIC CORP. EQUITY 747277101 9207 247,887 SH SOLE 1 247,887
QRS CORP. EQUITY 74726X105 24 4,949 SH SOLE 1 4,949
QUADRAMED CORP EQUITY 74730W101 10 9,783 SH SOLE 1 9,783
QUAKER CHEM CORP COM EQUITY 747316107 57 2,809 SH SOLE 1 2,809
QUAKER CIRY BANCORP INC EQUITY 74731K106 63 1,846 SH SOLE 1 1,846
QUAKER FABRIC CORP. EQUITY 747399103 23 4,257 SH SOLE 1 4,257
QUALCOMM INC EQUITY 747525103 26901 746,000 SH DEFINED 2 746,000
QUALCOMM, INC. EQUITY 747525103 13821 383,910 SH SOLE 1 383,910
QUANEX CORP. EQUITY 747620102 187 5,894 SH SOLE 1 5,894
QUANTA SERVICES, INC. EQUITY 74762E102 328 102,639 SH SOLE 1 102,639
QUANTUM CORP DLT & STORAGE EQUITY 747906204 999 276,654 SH SOLE 1 276,654
Quest Diagnostics EQUITY 74834L100 1844 30,900 SH DEFINED 4 1,844,421
QUEST DIAGNOSTICS, INC. EQUITY 74834L100 3681 61,675 SH SOLE 1 61,675
QUEST SOFTWARE INC EQUITY 74834T103 120 13,377 SH SOLE 1 13,377
QUESTAR CORP. EQUITY 748356102 3287 111,170 SH SOLE 1 111,170
QUICKSILVER RESOURCES COM EQUITY 74837R104 7129 299900 SH SOLE 3 299900
QUICKSILVER RESOURCES INC EQUITY 74837R104 86 3,637 SH SOLE 1 3,637
QUICKSILVER, INC. EQUITY 74838C106 215 7,016 SH SOLE 1 7,016
QUIDEL CORPORATION EQUITY 74838J101 31 9,249 SH SOLE 1 9,249
QUINTILES TRANSNATIONAL CO EQUITY 748767100 365 30,000 SH DEFINED 2 30,000
QUINTILES TRANSNATIONAL CORP. EQUITY 748767100 635 52,196 SH SOLE 1 52,196
QUINTON CARDIOLOGY SYS INC EQUITY 748773108 704 125,300 SH DEFINED 2 125,300
QUIXOTE CORP EQUITY 749056107 38 2,385 SH SOLE 1 2,385
QUOVADX INC EQUITY 74913K106 15 7,542 SH SOLE 1 7,542
QWEST COMMUNICATIONS INTL. EQUITY 749121109 2601 745,224 SH SOLE 1 745,224
R&G FINANCIAL CO. EQUITY 749136107 119 5,413 SH SOLE 1 5,413
R. R. DONNELLEY AND SONS CO. EQUITY 257867101 1017 55,507 SH SOLE 1 55,507
R.H. DONNELLEY CORP. EQUITY 74955W307 293 9,867 SH SOLE 1 9,867
R.O.C. TAIWAN FUND EQUITY 749651105 725 196,600 SH SOLE 1 196,600
RACING CHAMPIONS ERTL EQUITY 750069106 47 3,090 SH SOLE 1 3,090
RADIAN GROUP, INC. EQUITY 750236101 4196 125,710 SH SOLE 1 125,710
RADIANT SYSTEMS, INC. EQUITY 75025N102 46 6,200 SH SOLE 1 6,200
RADIO ONE INC EQUITY 75040P405 1558 117,700 SH DEFINED 2 117,700
RADIO ONE INC -CL D EQUITY 75040P405 14 1,031 SH SOLE 1 1,031
RADIO ONE INC CL D NON VTG EQUITY 75040P405 22816 1723254 SH SOLE 3 1676500 46754
RADIOLOGIX INC EQUITY 75040K109 16 7,239 SH SOLE 1 7,239
RADIOSHACK CORP. EQUITY 750438103 1715 76,941 SH SOLE 1 76,941
RADISYS CORP. EQUITY 750459109 39 5,895 SH SOLE 1 5,895
RAILAMERICA INC EQUITY 750753105 63 10,281 SH SOLE 1 10,281
RAINBOW TECHNOLOGIES INC EQUITY 750862104 81 8,533 SH SOLE 1 8,533
RAINDANCE COMM EQUITY 75086X106 26 15,590 SH SOLE 1 15,590
RAINDANCE COMMUNICATIONS I EQUITY 75086X106 259 154,100 SH DEFINED 2 154,100
RALCORP HOLDINGS, INC. EQUITY 751028101 281 10,796 SH SOLE 1 10,796
RAMBUS INC. EQUITY 750917106 397 30,086 SH SOLE 1 30,086
RAMCO-GERSHENSON PROPERTIES EQUITY 751452202 332 15,102 SH SOLE 1 15,102
RANGE RESOURCES CORP EQUITY 75281A109 105 18,470 SH SOLE 1 18,470
RARE HOSPITALITY INTERNATIONAL EQUITY 753820109 198 7,105 SH SOLE 1 7,105
RAYMOND JAMES FINANCIAL, INC. EQUITY 754730109 15 563 SH SOLE 1 563
RAYONIER, INC. EQUITY 754907103 1643 37,301 SH SOLE 1 37,301
RAYOVAC CORP. EQUITY 755081106 125 11,543 SH SOLE 1 11,543
RAYTECH CORP DEL EQUITY 755103108 88 14,982 SH SOLE 1 14,982
RAYTHEON CO. EQUITY 755111507 6421 226,330 SH SOLE 1 226,330
RCN CORP. EQUITY 749361101 17 23,059 SH SOLE 1 23,059
READER'S DIGEST ASSOC., INC. EQUITY 755267101 1346 131,877 SH SOLE 1 131,877
READ-RITE CORP. EQUITY 755246204 6 8,725 SH SOLE 1 8,725
REALNETWORKS, INC. EQUITY 75605L104 5 1,226 SH SOLE 1 1,226
REALTY INCOME CORP. EQUITY 756109104 430 12,016 SH SOLE 1 12,016
RECKSON ASSOC REALTY CORP. EQUITY 75621K106 15 773 SH SOLE 1 773
RECKSON ASSOCS RLTY CL B EQUITY 75621K304 3810 196900 SH SOLE 3 196900
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RED HAT, INC. EQUITY 756577102 222 40,796 SH SOLE 1 40,796
REDBACK NETWORKS INC EQUITY 757209101 32 54,381 SH SOLE 1 54,381
REDWOOD TRUST, INC. EQUITY 758075402 130 3,991 SH SOLE 1 3,991
REEBOK INTERNATIONAL, LTD. EQUITY 758110100 867 26,405 SH SOLE 1 26,405
REGAL ENTMT GROUP EQUITY 758766109 5 256 SH SOLE 1 256
REGAL-BELOIT CORP. EQUITY 758750103 128 8,331 SH SOLE 1 8,331
REGENCY CENTERS CORPORATION EQUITY 758849103 11 345 SH SOLE 1 345
REGENERON PHARMACEUTICALS INC. EQUITY 75886F107 91 12,047 SH SOLE 1 12,047
REGENT COMMUNICATIONS, INC EQUITY 758865109 46 9,611 SH SOLE 1 9,611
REGIONS FINANCIAL CORP. EQUITY 758940100 3175 98,008 SH SOLE 1 98,008
REGIS CORP. EQUITY 758932107 389 15,598 SH SOLE 1 15,598
REGISTER.COM EQUITY 75914G101 59 10,639 SH SOLE 1 10,639
REHAB CARE GROUP EQUITY 759148109 102 5,712 SH SOLE 1 5,712
REINSURANCE GROUP OF EQUITY 759351109 7 248 SH SOLE 1 248
RELIANCE STEEL & ALUMINIUM CO. EQUITY 759509102 129 8,545 SH SOLE 1 8,545
RELIANT RESOURCES INC EQUITY 75952B105 15 4,212 SH SOLE 1 4,212
REMEC, INC. EQUITY 759543101 98 20,354 SH SOLE 1 20,354
REMEDYTEMP INC EQUITY 759549108 24 1,991 SH SOLE 1 1,991
REMINGTON OIL & GAS CORP EQUITY 759594302 125 7,323 SH SOLE 1 7,323
RENAISSANCE LEARNING, INC. EQUITY 75968L105 65 3,677 SH SOLE 1 3,677
RENAL CARE GROUP, INC. EQUITY 759930100 22 692 SH SOLE 1 692
RENT-A-CENTER INC EQUITY 76009N100 27 486 SH SOLE 1 486
RENT-WAY, INC. EQUITY 76009U104 33 9,209 SH SOLE 1 9,209
REPUBLIC BANCORP, INC. EQUITY 760281204 252 21,420 SH SOLE 1 21,420
REPUBLIC BANCSHARES, INC. EQUITY 759929102 36 1,823 SH SOLE 1 1,823
REPUBLIC SERVICES IN EQUITY 760759100 4372 220,339 SH SOLE 1 220,339
REPUBLIC SVCS INC EQUITY 760759100 3335 168,100 SH DEFINED 2 168,100
RES-CARE INC EQUITY 760943100 16 5,606 SH SOLE 1 5,606
RESEARCH FRONTIERS EQUITY 760911107 25 3,493 SH SOLE 1 3,493
RESMED INC EQUITY 761152107 350 10,957 SH SOLE 1 10,957
RESOURCE AMERICA, INC. EQUITY 761195205 43 5,447 SH SOLE 1 5,447
RESOURCES CONNECTION INC EQUITY 76122Q105 146 6,859 SH SOLE 1 6,859
RESPIRONICS INC. EQUITY 761230101 413 12,022 SH SOLE 1 12,022
RESTORATION HARDWARE I EQUITY 760981100 16 6,434 SH SOLE 1 6,434
RETEK INC. EQUITY 76128Q109 517 89,625 SH SOLE 1 89,625
REVLON, INC.-CL A EQUITY 761525500 9 3,111 SH SOLE 1 3,111
REX STORES CORP EQUITY 761624105 29 2,838 SH SOLE 1 2,838
REYNOLDS AND REYNOLDS CO., CLASS A EQUITY 761695105 2294 90,690 SH SOLE 1 90,690
RF MICRO DEVICES INC EQUITY 749941100 2044 340,295 SH SOLE 1 340,295
RF MONOLITHICS INC COM(OXFORD PTNRS L EQUITY 74955F106 15 4,973 SH SOLE 1 4,973
RFS HOTEL INVESTORS, INC. EQUITY 74955J108 100 10,268 SH SOLE 1 10,268
RIBAPHARM INC EQUITY 762537108 2 354 SH SOLE 1 354
RICHARDSON ELEC LTD EQUITY 763165107 19 2,333 SH SOLE 1 2,333
RIGEL PHARMACEUTICALS INC EQUITY 766559108 7 9,457 SH SOLE 1 9,457
RIGGS NATIONAL CORP. EQUITY 766570105 73 5,070 SH SOLE 1 5,070
RIGHT MANAGEMENT CONSULTANTS EQUITY 766573109 77 5,928 SH SOLE 1 5,928
RITA MED SYS INC DEL EQUITY 76774E103 15 3,630 SH SOLE 1 3,630
RITE AID CORP EQUITY 767754104 13 5,719 SH SOLE 1 5,719
RIVERSTONE NETWORKS INC EQUITY 769320102 61 43,696 SH SOLE 1 43,696
RIVIANA FOODS EQUITY 769536103 51 2,167 SH SOLE 1 2,167
RIVIERA HOLDINGS CORP EQUITY 769627100 1366 345,900 SH SOLE 1 345,900
RJ Reynolds EQUITY 76182K105 3258 101,000 SH DEFINED 4 3,258,260
RJ REYNOLDS TOBACCO HOLDINGS EQUITY 76182K105 1216 37,699 SH SOLE 1 37,699
RLI CORP. EQUITY 749607107 151 5,627 SH SOLE 1 5,627
RMH TELESERVICES INC EQUITY 749938106 28 4,250 SH SOLE 1 4,250
ROADWAY CORP. EQUITY 769742107 144 4,289 SH SOLE 1 4,289
ROADWAY EXPRESS INC DEL EQUITY 769742107 2371 70,720 SH DEFINED 2 70,720
ROANOKE ELECTRIC STEEL CORP EQUITY 769841107 31 3,568 SH SOLE 1 3,568
ROBBINS & MYERS, INC. EQUITY 770196103 48 3,569 SH SOLE 1 3,569
ROBERT HALF INTERNATIONAL INC. EQUITY 770323103 1014 76,199 SH SOLE 1 76,199
ROCK-TENN CO., CLASS A EQUITY 772739207 52 4,089 SH SOLE 1 4,089
ROCKWELL AUTOMATION COM EQUITY 773903109 9692 468200 SH SOLE 3 414200 54000
ROCKWELL AUTOMATION INC EQUITY 773903109 1695 81,903 SH SOLE 1 81,903
ROCKWELL COLLINS INC EQUITY 774341101 1459 79,426 SH SOLE 1 79,426
ROGERS CORP. EQUITY 775133101 169 5,698 SH SOLE 1 5,698
ROHM + HAAS CO EQUITY 775371107 9084 305,024 SH DEFINED 2 305,024
ROHM AND HAAS CO. EQUITY 775371107 2928 98,326 SH SOLE 1 98,326
ROLLINS, INC. EQUITY 775711104 1550 67,305 SH SOLE 1 67,305
ROPER INDUSTRIES, INC. EQUITY 776696106 303 10,492 SH SOLE 1 10,492
ROSLYN BANCORP, INC. EQUITY 778162107 2004 111,474 SH SOLE 1 111,474
ROSS STORES, INC. EQUITY 778296103 3880 107,442 SH SOLE 1 107,442
Rostelecom ADR EQUITY 778529107 478 60,000 SH SOLE 1 60,000
ROUSE CO EQUITY 779273101 37 1,078 SH SOLE 1 1,078
ROWAN COMPANIES, INC. EQUITY 779382100 814 41,389 SH SOLE 1 41,389
ROXIO INC EQUITY 780008108 43 6,911 SH SOLE 1 6,911
ROYAL BANCSHARES OF PENN-A EQUITY 780081105 37 1,902 SH SOLE 1 1,902
ROYAL CARIBBEAN CRUISE COM EQUITY V7780T103 3473 231100 SH SOLE 3 200700 30400
ROYAL GOLD INC EQUITY 780287108 71 4,846 SH SOLE 1 4,846
RPC EQUITY 749660106 37 4,035 SH SOLE 1 4,035
RPM INTERNATIONAL INC. EQUITY 749685103 1633 155,567 SH SOLE 1 155,567
RSA SECURITY INC. EQUITY 749719100 653 91,964 SH SOLE 1 91,964
RTI INTERNATIONAL METALS, INC. EQUITY 74973W107 73 7,499 SH SOLE 1 7,499
RUBY TUESDAY INC EQUITY 781182100 10253 502,600 SH DEFINED 2 502,600
RUBY TUESDAY, INC. EQUITY 781182100 1756 86,087 SH SOLE 1 86,087
RUDDICK CORP. EQUITY 781258108 902 73,293 SH SOLE 1 73,293
RUDOLPH TECHNOLOGIES INC. EQUITY 781270103 48 3,348 SH SOLE 1 3,348
RUSS BERRIE AND CO., INC. EQUITY 782233100 115 3,589 SH SOLE 1 3,589
RUSSELL CORP. EQUITY 782352108 153 8,725 SH SOLE 1 8,725
RYANAIR HOLDINGS PLC-SP ADR EQUITY 783513104 158 3,785 SH SOLE 1 3,785
RYAN'S FAMILY STEAK HOUSES EQUITY 783519101 168 15,966 SH SOLE 1 15,966
RYDER SYSTEM, INC. EQUITY 783549108 597 29,125 SH SOLE 1 29,125
RYERSON TULL, INC. EQUITY 78375P107 50 8,043 SH SOLE 1 8,043
RYLAND GROUP EQUITY 783764103 16 374 SH SOLE 1 374
RYLAND GROUP INC COM EQUITY 783764103 13924 322400 SH SOLE 3 316500 5900
S J W CORP COM EQUITY 784305104 57 740 SH SOLE 1 740
S&T BANCORP, INC. EQUITY 783859101 245 9,573 SH SOLE 1 9,573
S.Y. BANCORP INC EQUITY 785060104 74 2,067 SH SOLE 1 2,067
S1 CORPORATION EQUITY 78463B101 131 25,529 SH SOLE 1 25,529
SABRE HOLDINGS CORP. EQUITY 785905100 1462 91,872 SH SOLE 1 91,872
SAFECO CORP EQUITY 786429100 2399 68,600 SH DEFINED 2 68,600
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SAFEGUARD SCIENTIFICS, INC. EQUITY 786449108 61 43,063 SH SOLE 1 43,063
SAFENET INC COM EQUITY 78645R107 3145 153500 SH SOLE 3 153500
SAFEWAY INC EQUITY 786514208 3576 188,920 SH SOLE 1 188,920
SAGA COMMUNICATIONS, INC. CLASS A EQUITY 786598102 94 5,416 SH SOLE 1 5,416
SAKS INC. EQUITY 79377W108 1472 191,357 SH SOLE 1 191,357
SALEM COMMUNICATION- CLASS A EQUITY 794093104 52 3,182 SH SOLE 1 3,182
SALIX PHARMACEUTICALS EQUITY 795435106 43 6,418 SH SOLE 1 6,418
SALTON, INC. EQUITY 795757103 25 2,356 SH SOLE 1 2,356
SANCHEZ COMPUTER ASSOCIATES EQUITY 799702105 20 4,953 SH SOLE 1 4,953
SANDERSON FARMS, INC. EQUITY 800013104 35 1,823 SH SOLE 1 1,823
SANDISK CORP COM EQUITY 80004C101 8711 517900 SH SOLE 3 511500 6400
SANDISK CORP. EQUITY 80004C101 1911 113,616 SH SOLE 1 113,616
SANDY SPRING BANCORP, INC. EQUITY 800363103 172 5,272 SH SOLE 1 5,272
SANGAMO BIOSCIENCES INC EQUITY 800677106 18 6,141 SH SOLE 1 6,141
SANGSTAT MEDICAL CORP. EQUITY 801003104 93 9,506 SH SOLE 1 9,506
SANMINA - SCI CORP EQUITY 800907107 1063 263,141 SH SOLE 1 263,141
SANTANDER BANCORP EQUITY 802809103 41 3,088 SH SOLE 1 3,088
SAPIENT CORP. EQUITY 803062108 45 29,293 SH SOLE 1 29,293
SARA LEE CORP. EQUITY 803111103 6262 334,840 SH SOLE 1 334,840
SAUER-DANFOSS INC. EQUITY 804137107 28 3,539 SH SOLE 1 3,539
SAUL CENTERS, INC. EQUITY 804395101 89 3,841 SH SOLE 1 3,841
SAXON CAPITAL INC EQUITY 80556P302 135 10,125 SH SOLE 1 10,125
SBC COMMUNICATIONS INC EQUITY 78387G103 8069 402,232 SH DEFINED 2 402,232
SBC COMMUNICATIONS, INC. EQUITY 78387G103 62604 3,120,839 SH SOLE 1 3,120,839
SBS TECHNOLOGIES INC EQUITY 78387P103 39 5,304 SH SOLE 1 5,304
SCANA CORP EQUITY 80589M102 12169 406,725 SH SOLE 1 406,725
SCANSOFT INC EQUITY 80603P107 84 18,761 SH SOLE 1 18,761
SCANSOURCE INC EQUITY 806037107 66 3,510 SH SOLE 1 3,510
SCANSOURCE INC COM EQUITY 806037107 1500 80000 SH SOLE 3 80000
SCHAWK, INC. EQUITY 806373106 27 2,806 SH SOLE 1 2,806
SCHEIN HENRY INC COM EQUITY 806407102 356 7900 SH SOLE 3 7900
SCHERING PLOUGH CORP EQUITY 806605101 6076 340,790 SH DEFINED 2 340,790
SCHERING-PLOUGH CORP. EQUITY 806605101 19015 1,066,470 SH SOLE 1 1,066,470
SCHLUMBERGER EQUITY 806857108 121 3,150 SH DEFINED 2 3,150
SCHLUMBERGER, LTD. EQUITY 806857108 12235 321,890 SH SOLE 1 321,890
SCHNITZER STL INDS EQUITY 806882106 36 1,477 SH SOLE 1 1,477
SCHOLASTIC CORP. EQUITY 807066105 1413 52,529 SH SOLE 1 52,529
SCHOOL SPECIALTY, INC. EQUITY 807863105 95 5,325 SH SOLE 1 5,325
SCHULMAN, A. INC. EQUITY 808194104 154 10,597 SH SOLE 1 10,597
SCHWAB CHARLES CORP EQUITY 808513105 9996 1,384,500 SH DEFINED 2 1,384,500
SCHWEITZER-MAUDUIT INC. EQUITY 808541106 122 5,408 SH SOLE 1 5,408
SCIENTIFIC GAMES CORP A EQUITY 80874P109 89 16,483 SH SOLE 1 16,483
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SCIOS NOVA INC. EQUITY 808905103 3445 78,178 SH SOLE 1 78,178
SCM MICROSYSTEMS, INC. EQUITY 784018103 14 5,671 SH SOLE 1 5,671
SCOTTS CO. EQUITY 810186106 14 279 SH SOLE 1 279
SCP POOL CORPORATION EQUITY 784028102 192 6,457 SH SOLE 1 6,457
SCRIPPS CO EQUITY 811054204 30 397 SH SOLE 1 397
SCS TRANSPORTATION INC EQUITY 81111T102 56 5,276 SH SOLE 1 5,276
SEABOARD CORP. EQUITY 811543107 26 130 SH SOLE 1 130
SEACHANGE INTERNATIONAL, INC. EQUITY 811699107 58 7,996 SH SOLE 1 7,996
SEACOAST BANKING CORP FL EQUITY 811707306 73 3,786 SH SOLE 1 3,786
SEACOAST FINANCIAL SERVICES CO EQUITY 81170Q106 160 8,738 SH SOLE 1 8,738
SEACOR SMIT, INC. EQUITY 811904101 219 6,252 SH SOLE 1 6,252
SEALED AIR CORP EQUITY 81211K100 1488 37,083 SH SOLE 1 37,083
SEARS ROEBUCK & CO EQUITY 812387108 4077 168,828 SH SOLE 1 168,828
SEATTLE GENETICS INC WA EQUITY 812578102 15 6,477 SH SOLE 1 6,477
SECOND BANCORP, INC. EQUITY 813114105 68 3,082 SH SOLE 1 3,082
SECURE COMPUTING CORP EQUITY 813705100 39 10,566 SH SOLE 1 10,566
SEEBEYOND TECHNOLOGY CORP. EQUITY 815704101 38 18,818 SH SOLE 1 18,818
SEI INVESTMENTS CO. EQUITY 784117103 3726 142,223 SH SOLE 1 142,223
SELECT MEDICAL CORP EQUITY 816196109 90 6,322 SH SOLE 1 6,322
SELECTIVE INSURANCE GROUP, INC EQUITY 816300107 229 9,317 SH SOLE 1 9,317
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SEMINIS INC EQUITY 816658108 15 5,019 SH SOLE 1 5,019
SEMITOOL, INC. EQUITY 816909105 24 5,834 SH SOLE 1 5,834
SEMPRA ENERGY EQUITY 816851109 3716 111,140 SH SOLE 1 90,930
SEMTECH CORP. EQUITY 816850101 1487 98,132 SH SOLE 1 98,132
SENIOR HOUSING PROP TRUST EQUITY 81721M109 189 16,382 SH SOLE 1 16,382
SENSIENT TECHNOLOGIES CORP. EQUITY 81725T100 1577 78,790 SH SOLE 1 78,790
SEPRACOR, INC. EQUITY 817315104 1854 136,930 SH SOLE 1 136,930
SEQUA CORP CLASS A EQUITY 817320104 551 16,084 SH SOLE 1 16,084
SEQUENOM, INC. EQUITY 817337108 26 14,203 SH SOLE 1 14,203
SERENA SOFTWARE, INC. EQUITY 817492101 100 6,266 SH SOLE 1 6,266
SEROLOGICALS CORP. EQUITY 817523103 66 7,787 SH SOLE 1 7,787
SERVICE CORP INTERNATIONAL EQUITY 817565104 294 105,914 SH SOLE 1 105,914
SERVICEMASTER COMPAN EQUITY 81760N109 44 4,387 SH SOLE 1 4,387
SHARPER IMAGE CORP EQUITY 820013100 46 2,572 SH SOLE 1 2,572
SHAW GROUP INC EQUITY 820280105 6 598 SH SOLE 1 598
SHENANDOAH TELECOMMUNI EQUITY 82312B106 32 1,184 SH SOLE 1 1,184
SHERWIN WILLIAMS CO EQUITY 824348106 9682 366,314 SH DEFINED 2 366,314
SHERWIN-WILLIAMS CO. EQUITY 824348106 1746 66,057 SH SOLE 1 66,057
SHOE CARNIVAL INC EQUITY 824889109 40 2,617 SH SOLE 1 2,617
SHOPKO STORES, INC. EQUITY 824911101 121 10,361 SH SOLE 1 10,361
SHUFFLE MASTER, INC. EQUITY 825549108 129 6,407 SH SOLE 1 6,407
SHURGARD STORAGE CENTERS, INC. CLASS EQUITY 82567D104 378 12,159 SH SOLE 1 12,159
SICOR INC EQUITY 825846108 2619 156,849 SH SOLE 1 156,849
SICOR INC COM EQUITY 825846108 10478 627400 SH SOLE 3 619600 7800
SIEBEL SYSTEMS, INC. EQUITY 826170102 1895 236,528 SH SOLE 1 236,528
SIERRA HEALTH SERVICES, INC. EQUITY 826322109 119 9,198 SH SOLE 1 9,198
SIERRA PACIFIC RESOURCES EQUITY 826428104 550 172,815 SH SOLE 1 172,815
SIGMA ALDRICH CORP. EQUITY 826552101 1538 34,576 SH SOLE 1 34,576
SIGNAL TECHNOLOGY CORP COM EQUITY 826675100 5160 469500 SH SOLE 3 469500
SILGAN HOLDINGS, INC. EQUITY 827048109 83 3,729 SH SOLE 1 3,729
SILICON GRAPHICS, INC. EQUITY 827056102 105 68,302 SH SOLE 1 68,302
SILICON IMAGE INC EQUITY 82705T102 83 20,899 SH SOLE 1 20,899
SILICON LABORATORIES COM EQUITY 826919102 16912 646748 SH SOLE 3 636848 9900
SILICON LABORATORIES INC EQUITY 826919102 248 9,473 SH SOLE 1 9,473
SILICON STORAGE TECHNOLOGY EQUITY 827057100 64 27,891 SH SOLE 1 27,891
SILICON VALLEY BANCSHARES EQUITY 827064106 953 52,418 SH SOLE 1 52,418
SILICONIX, INC. EQUITY 827079203 51 2,132 SH SOLE 1 2,132
SIMMONS FIRST NATIONAL CORP. EQUITY 828730200 93 2,581 SH SOLE 1 2,581
SIMON PPTY GROUP EQUITY 828806109 24769 691300 SH SOLE 3 554419 136881
SIMON PROPERTY GROUP INC EQUITY 828806109 2904 81,036 SH SOLE 1 81,036
SIMPLETECH INC EQUITY 828823104 7 2,615 SH SOLE 1 2,615
SIMPSON MANUFACTURING CO. EQUITY 829073105 180 5,316 SH SOLE 1 5,316
SINCLAIR BROADCAST GROUP, INC. EQUITY 829226109 87 11,084 SH SOLE 1 11,084
SIPEX CORP. EQUITY 829909100 34 9,169 SH SOLE 1 9,169
SIRIUS SATELLITE RADIO INC. EQUITY 82966U103 18 24,862 SH SOLE 1 24,862
SITEL CORP. EQUITY 82980K107 21 20,397 SH SOLE 1 20,397
SIX FLAGS, INC EQUITY 83001P109 698 124,558 SH SOLE 1 124,558
SIZELER PPTY INVS INC EQUITY 830137105 39 4,191 SH SOLE 1 4,191
SKECHERS USA INC. CL-A EQUITY 830566105 36 5,618 SH SOLE 1 5,618
SKY FINANCIAL GROUP EQUITY 83080P103 21 1,088 SH SOLE 1 1,088
SKYLINE CORP. EQUITY 830830105 59 2,244 SH SOLE 1 2,244
SKYWEST INC EQUITY 830879102 8 745 SH SOLE 1 745
SKYWORKS SOLUTIONS INC EQUITY 83088M102 303 48,665 SH SOLE 1 48,665
SL GREEN REALTY CORP. EQUITY 78440X101 290 9,500 SH SOLE 1 9,500
SL GREEN RLTY CORP COM EQUITY 78440X101 10601 346900 SH SOLE 3 278641 68259
SLM CORP EQUITY 78442P106 26569 239,530 SH SOLE 1 239,530
SLM CORP EQUITY 78442P106 27209 245,300 SH DEFINED 2 245,300
SMART & FINAL, INC., EQUITY 831683107 14 4,295 SH SOLE 1 4,295
SMITH A O CORP EQUITY 831865209 3886 145,000 SH DEFINED 2 145,000
SMITH INTERNATIONAL, INC. EQUITY 832110100 4808 136,482 SH SOLE 1 136,482
SMITH INTL INC EQUITY 832110100 14800 420,100 SH DEFINED 2 420,100
SMITH, A.O. CORP. EQUITY 831865209 162 6,044 SH SOLE 1 6,044
SMITHFIELD FOODS INC EQUITY 832248108 2609 147,212 SH SOLE 1 147,212
SMURFIT-STONE CONTAINER CORP. EQUITY 832727101 19217 1,442,736 SH SOLE 1 1,442,736
SNAP-ON, INC. EQUITY 833034101 638 25,782 SH SOLE 1 25,782
SOLA INTERNATIONAL, INC. EQUITY 834092108 97 7,846 SH SOLE 1 7,846
SOLECTRON CORP. EQUITY 834182107 1104 365,423 SH SOLE 1 365,423
SOLUTIA, INC. EQUITY 834376105 275 177,175 SH SOLE 1 177,175
SOMERA COMMUNICATIONS INC EQUITY 834458101 11 11,308 SH SOLE 1 11,308
SONIC AUTOMOTIVE INC EQUITY 83545G102 5 370 SH SOLE 1 370
SONIC CORP. EQUITY 835451105 334 13,106 SH SOLE 1 13,106
SONIC INNOVATIONS INC EQUITY 83545M109 9 3,948 SH SOLE 1 3,948
SONICBLUE INC EQUITY 83546Q109 1 30,899 SH SOLE 1 30,899
SONICWALL INC EQUITY 835470105 66 18,416 SH SOLE 1 18,416
SONOCO PRODUCTS CO. EQUITY 835495102 2721 130,005 SH SOLE 1 130,005
SONOSIGHT, INC. EQUITY 83568G104 80 5,121 SH SOLE 1 5,121
SONUS NETWORKS INC EQUITY 835916107 147 65,171 SH SOLE 1 65,171
SOTHEBY'S HOLDINGS, INC. CLASS A EQUITY 835898107 899 97,975 SH SOLE 1 97,975
SOUNDVIEW TECHNOLOGY GROUP EQUITY 83611Q109 34 26,746 SH SOLE 1 26,746
SOURCECORP EQUITY 836167106 77 5,489 SH SOLE 1 5,489
SOUTH FINANCIAL GROUP INC. EQUITY 837841105 349 16,132 SH SOLE 1 16,132
SOUTH JERSEY INDUSTRIES, INC. EQUITY 838518108 137 4,358 SH SOLE 1 4,358
SOUTHERN CO EQUITY 842587107 22198 780,530 SH SOLE 1 780,530
SOUTHERN PERU COPPER CORP. EQUITY 843611104 75 5,124 SH SOLE 1 5,124
SOUTHERN UNION CO. EQUITY 844030106 178 14,612 SH SOLE 1 14,612
SOUTHTRUST CORP. EQUITY 844730101 3907 153,036 SH SOLE 1 153,036
SOUTHWEST AIRLINES CO. EQUITY 844741108 4764 331,770 SH SOLE 1 331,770
SOUTHWEST BANCORP INC EQUITY 844767103 42 1,862 SH SOLE 1 1,862
SOUTHWEST BANCORPORATION OF TX EQUITY 84476R109 306 10,186 SH SOLE 1 10,186
SOUTHWEST GAS CORP EQUITY 844895102 241 11,843 SH SOLE 1 11,843
SOUTHWEST WTR CO EQUITY 845331107 44 3,540 SH SOLE 1 3,540
SOUTHWESTERN ENERGY CO. EQUITY 845467109 121 9,230 SH SOLE 1 9,230
SOVEREIGN BANCORP, INC. EQUITY 845905108 4868 351,488 SH SOLE 1 351,488
SOVRAN SELF STORAGE, INC. EQUITY 84610H108 130 4,550 SH SOLE 1 4,550
SPANISH BROADCASTING SYS, INC. CLASS EQUITY 846425882 80 13,013 SH SOLE 1 13,013
SPARTAN MTRS INC EQUITY 846819100 30 3,436 SH SOLE 1 3,436
SPARTECH CORP. EQUITY 847220209 103 5,306 SH SOLE 1 5,306
SPECTRALINK CORP EQUITY 847580107 44 6,047 SH SOLE 1 6,047
SPEECHWORKS INTERNATIONAL EQUITY 84764M101 22 9,305 SH SOLE 1 9,305
SPEEDWAY MOTORSPORTS EQUITY 847788106 117 4,953 SH SOLE 1 4,953
SPHERION CORPORATION EQUITY 848420105 84 21,204 SH SOLE 1 21,204
SPINNAKER EXPLORATION CO EQUITY 84855W109 163 8,406 SH SOLE 1 8,406
SPORTS AUTH INC EQUITY 849176102 82 11,791 SH SOLE 1 11,791
SPORTS RESORTS INTL INC EQUITY 84918U108 44 8,789 SH SOLE 1 8,789
SPRINT CORP. FON GROUP EQUITY 852061100 4502 383,150 SH SOLE 1 383,150
SPRINT CORP. PCS GROUP EQUITY 852061506 1936 444,036 SH SOLE 1 444,036
SPS TECHNOLOGIES, INC. EQUITY 784626103 109 4,474 SH SOLE 1 4,474
SPSS, INC. EQUITY 78462K102 49 4,325 SH SOLE 1 4,325
SPX CORP. EQUITY 784635104 19599 573,740 SH SOLE 1 573,740
SRA INTERNATIONAL CL A EQUITY 78464R105 43 1,831 SH SOLE 1 1,831
SS&C TECHNOLOGIES INC EQUITY 85227Q100 35 2,864 SH SOLE 1 2,864
ST FRANCIS CAPITAL CORP. EQUITY 789374105 60 2,634 SH SOLE 1 2,634
ST JUDE MEDICAL, INC. EQUITY 790849103 3818 78,324 SH SOLE 1 78,324
ST PAUL COS INC EQUITY 792860108 2181 68,600 SH DEFINED 2 68,600
ST. MARY LAND & EXPLORATION EQUITY 792228108 251 10,029 SH SOLE 1 10,029
ST. PAUL COMPANIES, INC. EQUITY 792860108 4251 133,684 SH SOLE 1 133,684
STAGE STORES INC EQUITY 85254C305 144 6,812 SH SOLE 1 6,812
STAMPS.COM INC EQUITY 852857101 53 12,637 SH SOLE 1 12,637
STANCORP FINANCIAL GROUP, INC. EQUITY 852891100 2038 39,529 SH SOLE 1 39,529
STANDARD & POOR'S DEPOSITARY SPDR EQUITY 78462F103 4154 49,020 SH SOLE 1 49,020
STANDARD COML CORP. COM EQUITY 853258101 64 4,081 SH SOLE 1 4,081
STANDARD MICROSYSTEMS CORP. EQUITY 853626109 80 5,263 SH SOLE 1 5,263
STANDARD MOTOR PRODUCTS, INC. EQUITY 853666105 28 2,521 SH SOLE 1 2,521
STANDARD PACIFIC CORP. EQUITY 85375C101 295 11,579 SH SOLE 1 11,579
STANDARD REGISTER CO. EQUITY 853887107 93 6,254 SH SOLE 1 6,254
STANDEX INTERNATIONAL CORP. EQUITY 854231107 75 3,940 SH SOLE 1 3,940
STANLEY FURNITURE CO INC EQUITY 854305208 40 1,863 SH SOLE 1 1,863
STANLEY WORKS EQUITY 854616109 931 38,795 SH SOLE 1 38,795
STAPLES, INC. EQUITY 855030102 5047 275,324 SH SOLE 1 275,324
STARBUCKS CORP. EQUITY 855244109 7316 283,997 SH SOLE 1 283,997
STARRETT L S CO EQUITY 855668109 33 2,373 SH SOLE 1 2,373
STARTEK INC EQUITY 85569C107 86 3,774 SH SOLE 1 3,774
STARWOOD HOTELS & RESORTS EQUITY 85590A203 2289 96200 SH SOLE 3 77600 18600
STARWOOD HOTELS & RESORTS WW EQUITY 85590A203 2822 118,618 SH SOLE 1 118,618
STATE AUTO FINANCIAL CORP. EQUITY 855707105 78 4,609 SH SOLE 1 4,609
STATE BANCORP INC EQUITY 855716106 49 2,672 SH SOLE 1 2,672
STATE STREET CORP. EQUITY 857477103 5697 180,120 SH SOLE 1 180,120
STATEN ISLAND BANCORP, INC. EQUITY 857550107 297 19,873 SH SOLE 1 19,873
STATION CASINOS INC COM EQUITY 857689103 4264 202000 SH SOLE 3 199800 2200
STATION CASINOS, INC. EQUITY 857689103 262 12,425 SH SOLE 1 12,425
STEEL DYNAMICS, INC. EQUITY 858119100 135 11,492 SH SOLE 1 11,492
STEELCASE INC-CL A EQUITY 858155203 4 435 SH SOLE 1 435
STEIN MART, INC. EQUITY 858375108 40 7,878 SH SOLE 1 7,878
STEINWAY MUSICAL INSTRUMENTS EQUITY 858495104 26186 1,772,933 SH SOLE 1 1,772,933
STEPAN CO. EQUITY 858586100 53 2,300 SH SOLE 1 2,300
STERICYCLE INC EQUITY 858912108 3718 98,900 SH DEFINED 2 98,900
STERICYCLE INC COM EQUITY 858912108 45414 1208134 SH SOLE 3 1175004 33130
STERICYCLE, INC. EQUITY 858912108 455 12,100 SH SOLE 1 12,100
STERIS CORP COM EQUITY 859152100 2445 93,449 SH SOLE 1 93,449
STERLING BANCORP EQUITY 859158107 94 3,803 SH SOLE 1 3,803
STERLING BANCSHARES, INC. EQUITY 858907108 163 13,739 SH SOLE 1 13,739
STERLING FINANCIAL CORP EQUITY 859317109 137 6,081 SH SOLE 1 6,081
STERLING FINL CORP WAS EQUITY 859319105 90 4,234 SH SOLE 1 4,234
STEVEN MADDEN, LTD. EQUITY 556269108 53 3,359 SH SOLE 1 3,359
STEWART & STEVENSON SERVICES EQUITY 860342104 112 10,261 SH SOLE 1 10,261
STEWART ENTERPRISES, INC. EQUITY 860370105 94 34,739 SH SOLE 1 34,739
STEWART INFORMATION SERVICES COM EQUITY 860372101 142 6,100 SH SOLE 1 6,100
STILLWATER MINING CO. EQUITY 86074Q102 39 15,538 SH SOLE 1 15,538
STONE ENERGY CORP. EQUITY 861642106 258 7,692 SH SOLE 1 7,692
STONERIDGE, INC. EQUITY 86183P102 45 4,671 SH SOLE 1 4,671
STORAGE TECHNOLOGY CORP. EQUITY 862111200 2926 144,722 SH SOLE 1 144,722
STORAGENETWORKS INC EQUITY 86211E103 21 23,797 SH SOLE 1 23,797
STRATEX NETWORKS INC EQUITY 86279T109 61 29,709 SH SOLE 1 29,709
STRATOS LIGHTWAVE INC EQUITY 863100202 8 2,644 SH SOLE 1 2,644
STRATTEC SEC CORP EQUITY 863111100 53 1,210 SH SOLE 1 1,210
STRAYER ED INC COM EQUITY 863236105 6637 120900 SH SOLE 3 120900
STRAYER EDUCATION, INC EQUITY 863236105 180 3,281 SH SOLE 1 3,281
STRIDE RITE CORP. EQUITY 863314100 122 14,322 SH SOLE 1 14,322
STRYKER CORP EQUITY 863667101 14434 210,260 SH DEFINED 2 210,260
STRYKER CORP COM EQUITY 863667101 1716 25000 SH SOLE 3 25000
STRYKER CORP. EQUITY 863667101 5938 86,494 SH SOLE 1 86,494
STUDENT LOAN CORP. EQUITY 863902102 845 8,658 SH SOLE 1 8,658
STURM, RUGER & CO., INC. EQUITY 864159108 61 7,010 SH SOLE 1 7,010
SUFFOLK BANCORP EQUITY 864739107 132 4,270 SH SOLE 1 4,270
SUMMIT AMERICA TELEVISION INC EQUITY 86600T109 30 12,695 SH SOLE 1 12,695
SUMMIT BANCSHARES INC EQUITY 866011109 36 1,907 SH SOLE 1 1,907
SUMMIT PROPERTIES, INC. EQUITY 866239106 147 7,971 SH SOLE 1 7,971
SUN BANCORP INC EQUITY 86663B102 69 4,108 SH SOLE 1 4,108
SUN COMMUNITIES, INC. EQUITY 866674104 193 5,395 SH SOLE 1 5,395
SUN MICROSYSTEMS, INC. EQUITY 866810104 5346 1,639,902 SH SOLE 1 1,639,902
SUNCOR ENERGY INC COM (F) EQUITY 867229106 14795 846902 SH SOLE 3 703800 143102
SUNGARD DATA SYSTEMS, INC. EQUITY 867363103 3562 167,218 SH SOLE 1 167,218
SUNOCO, INC. EQUITY 86764P109 1233 33,710 SH SOLE 1 33,710
SUNRISE ASSISTED LIVING, INC. EQUITY 86768K106 154 6,418 SH SOLE 1 6,418
SUNTRON CORP EQUITY 86789P100 3 906 SH SOLE 1 906
SUNTRUST BANKS, INC. EQUITY 867914103 7411 140,751 SH SOLE 1 140,751
SUPERGEN, INC. EQUITY 868059106 30 10,579 SH SOLE 1 10,579
SUPERIOR ENERGY SERVICES, INC. EQUITY 868157108 150 17,523 SH SOLE 1 17,523
SUPERIOR FINANCIAL CORP EQUITY 868161100 47 2,537 SH SOLE 1 2,537
SUPERIOR INDS INTL INC COM EQUITY 868168105 14445 396518 SH SOLE 3 385596 10922
SUPERIOR INDUSTRIES INTL, INC. EQUITY 868168105 1620 44,475 SH SOLE 1 44,475
SUPERTEX INC EQUITY 868532102 52 3,771 SH SOLE 1 3,771
SUPERVALU, INC. EQUITY 868536103 1714 110,563 SH SOLE 1 110,563
SUREBEAM CORP CL A EQUITY 86866R102 82 22,872 SH SOLE 1 22,872
SUREWEST COMMUNICATION EQUITY 868733106 132 4,829 SH SOLE 1 4,829
SURMODICS INC EQUITY 868873100 150 4,849 SH SOLE 1 4,849
SUSQUEHANNA BANCSHARES, INC. EQUITY 869099101 294 14,194 SH SOLE 1 14,194
SWIFT ENERGY CO. EQUITY 870738101 71 8,306 SH SOLE 1 8,306
SWIFT TRANSN CO COM EQUITY 870756103 26910 1681900 SH SOLE 3 1610500 71400
SWIFT TRANSPORTATION CO., INC. EQUITY 870756103 1795 112,164 SH SOLE 1 112,164
SWS GROUP INC EQUITY 78503N107 69 4,915 SH SOLE 1 4,915
SYBASE, INC. EQUITY 871130100 2054 158,648 SH SOLE 1 158,648
SYBRON DENTAL SPECIALTIES INC. EQUITY 871142105 239 13,680 SH SOLE 1 13,680
SYCAMORE NETWORKS, INC EQUITY 871206108 175 57,325 SH SOLE 1 57,325
SYKES ENTERPRISES, INC. EQUITY 871237103 34 8,733 SH SOLE 1 8,733
SYLVAN LEARNING SYSTEMS, INC. EQUITY 871399101 1034 65,106 SH SOLE 1 65,106
SYMANTEC CORP EQUITY 871503108 1524 38,900 SH DEFINED 2 38,900
SYMANTEC CORP COM EQUITY 871503108 12270 313158 SH SOLE 3 270900 42258
SYMANTEC CORP. EQUITY 871503108 3626 92,551 SH SOLE 1 92,551
SYMBOL TECHNOLOGIES, INC. EQUITY 871508107 878 101,946 SH SOLE 1 101,946
SYMX TECHNOLOGIES INC. EQUITY 87155S108 124 8,260 SH SOLE 1 8,260
SYNAPTICS INC EQUITY 87157D109 14 1,819 SH SOLE 1 1,819
SYNOPSYS INC. EQUITY 871607107 5311 124,750 SH SOLE 1 124,750
SYNOVUS FINANCIAL CORP. EQUITY 87161C105 2767 154,663 SH SOLE 1 154,663
SYNPLICITY INC EQUITY 87160Y108 11 3,478 SH SOLE 1 3,478
SYNTEL, INC. EQUITY 87162H103 39 2,031 SH SOLE 1 2,031
SYNTROLEUM CORPORATION EQUITY 871630109 18 7,063 SH SOLE 1 7,063
SYPRIS SOLUTIONS INC EQUITY 871655106 14 1,808 SH SOLE 1 1,808
SYSCO CORP. EQUITY 871829107 7159 281,420 SH SOLE 1 281,420
SYSTEMS & COMPUTER TECHNOLOGY EQUITY 871873105 86 11,162 SH SOLE 1 11,162
T ROWE PRICE GROUP INC. EQUITY 74144T108 1837 67,724 SH SOLE 1 67,724
TAIWAN FUND EQUITY 874036106 475 57,450 SH SOLE 1 57,450
TAKE-TWO INTERACTIVE SOFTWARE EQUITY 874054109 329 14,760 SH SOLE 1 14,760
TALBOTS INC EQUITY 874161102 9 349 SH SOLE 1 349
TALK AMERICA HOLDINGS INC EQUITY 87426R202 60 8,272 SH SOLE 1 8,272
TALX CORP EQUITY 874918105 58 4,477 SH SOLE 1 4,477
TANGER FACTORY OUTLET CTRS EQUITY 875465106 65 2,117 SH SOLE 1 2,117
TANOX INC EQUITY 87588Q109 112 8,651 SH SOLE 1 8,651
TANOX INC EQUITY 87588Q109 648 50,000 SH DEFINED 2 50,000
TARGET CORP EQUITY 87612E106 5736 196,050 SH DEFINED 2 196,050
TARGET CORPORATION EQUITY 87612E106 13336 455,760 SH SOLE 1 455,760
TARO PHARMACEUTICALS INDUS EQUITY M8737E108 821 21,440 SH SOLE 1 21,440
TASTY BAKING CO EQUITY 876553306 24 2,941 SH SOLE 1 2,941
TAUBMAN CENTERS, INC. EQUITY 876664103 178 10,433 SH SOLE 1 10,433
TBC CORP. EQUITY 872180104 85 6,100 SH SOLE 1 6,100
TCF FINANCIAL CORP. EQUITY 872275102 3962 98,962 SH SOLE 1 98,962
TECH DATA CORP. EQUITY 878237106 1818 75,925 SH SOLE 1 75,925
TECHE CORP. EQUITY 878377100 311 14,986 SH SOLE 1 14,986
TECHNICAL OLYMPIC USA INC EQUITY 878483106 14 824 SH SOLE 1 824
TECHNITROL, INC. EQUITY 878555101 211 14,442 SH SOLE 1 14,442
Technology Select Sector (SPDR) EQUITY 81369Y803 572 40,000 SH DEFINED 4 572,000
TECO ENERGY, INC. EQUITY 872375100 876 82,432 SH SOLE 1 82,432
TECUMSEH PRODUCTS CO. CLASS A EQUITY 878895200 1233 30,097 SH SOLE 1 30,097
TEJON RANCH CO. EQUITY 879080109 67 2,545 SH SOLE 1 2,545
TEKELEC EQUITY 879101103 145 16,725 SH SOLE 1 16,725
TEKTRONIX, INC. EQUITY 879131100 659 38,409 SH SOLE 1 38,409
TELEDYNE TECHOLOGIES INC EQUITY 879360105 138 10,925 SH SOLE 1 10,925
TELEFLEX INC. EQUITY 879369106 1888 52,896 SH SOLE 1 52,896
TELEFONOS DE MEXICO CL L-TELMEX EQUITY 879403780 7486 221,020 SH SOLE 1 221,020
TELEKOMUNIKASI INDONESIA - SP ADR EQUITY 715684106 526 64,650 SH SOLE 1 64,650
TELEPHONE AND DATA SYSTEMS EQUITY 879433100 3226 78,855 SH SOLE 1 78,855
TELETECH HOLDINGS EQUITY 879939106 76 14,040 SH SOLE 1 14,040
TELIK INC EQUITY 87959M109 155 11,508 SH SOLE 1 11,508
TELIK INC EQUITY 87959M109 672 50,000 SH DEFINED 2 50,000
TELLABS, INC. EQUITY 879664100 1112 191,995 SH SOLE 1 191,995
TELLIUM INC EQUITY 87967E107 15 28,116 SH SOLE 1 28,116
TEMPLE-INLAND INC. EQUITY 879868107 887 23,729 SH SOLE 1 23,729
TENARIS SA-ADR EQUITY 88031M109 1601 72,632 SH SOLE 1 72,632
TENET HEALTHCARE CORP. EQUITY 88033G100 3388 202,880 SH SOLE 1 202,880
TENNANT CO. EQUITY 880345103 103 3,271 SH SOLE 1 3,271
TENNECO AUTOMOTIVE INC EQUITY 880349105 31 13,616 SH SOLE 1 13,616
TERADYNE, INC. EQUITY 880770102 1020 87,669 SH SOLE 1 87,669
TERAYON COMMUNICATION EQUITY 880775101 40 23,443 SH SOLE 1 23,443
TEREX CORP. EQUITY 880779103 190 15,391 SH SOLE 1 15,391
TERRA INDUSTRIES, INC. EQUITY 880915103 19 14,034 SH SOLE 1 14,034
TESORO PETROLEUM CORP. EQUITY 881609101 172 23,289 SH SOLE 1 23,289
TETRA TECH INC NEW COM EQUITY 88162G103 12512 884900 SH SOLE 3 874400 10500
TETRA TECH, INC. EQUITY 88162G103 255 18,043 SH SOLE 1 18,043
TETRA TECHNOLOGIES, INC. EQUITY 88162F105 110 4,783 SH SOLE 1 4,783
TEVA PHARMACEUTCL INDS (ADR) EQUITY 881624209 17889 429500 SH SOLE 3 375400 54100
TEVA PHARMACEUTICAL ADR EQUITY 881624209 7781 186,820 SH SOLE 1 186,820
TEVA PHARMACEUTICAL INDS ADR EQUITY 881624209 17912 430,070 SH DEFINED 2 430,070
TEXAS BIOTECH CORP EQUITY 88221T104 20 15,768 SH SOLE 1 15,768
TEXAS GENCO HOLDINGS INC EQUITY 882443104 8 444 SH SOLE 1 444
TEXAS INDUSTRIES, INC. EQUITY 882491103 146 7,568 SH SOLE 1 7,568
TEXAS INSTRUMENTS INC EQUITY 882508104 12367 755,475 SH DEFINED 2 755,475
TEXAS INSTRUMENTS, INC. EQUITY 882508104 30465 1,861,040 SH SOLE 1 1,861,040
TEXAS REGIONAL BANCSHARES, INC CLASS EQUITY 882673106 265 8,765 SH SOLE 1 8,765
TEXTRON FINANACIAL CORP EQUITY 883203101 1645 59,920 SH SOLE 1 59,920
TEXTRON INC EQUITY 883203101 3927 143,000 SH DEFINED 2 143,000
THE ADVISORY BOARD COMPANY EQUITY 00762W107 5351 153100 SH SOLE 3 153100
THE GENLYTE GROUP, INC. EQUITY 372302109 145 4,395 SH SOLE 1 4,395
THE ST JOE COMPANY EQUITY 790148100 11 407 SH SOLE 1 407
THE STEAK N SHAKE COMPANY EQUITY 857873103 75 8,176 SH SOLE 1 8,176
THE TITAN CORPORATION EQUITY 888266103 782 104,903 SH SOLE 1 104,903
THE YANKEE CANDLE CO. EQUITY 984757104 166 9,756 SH SOLE 1 9,756
THERAGENICS CORP. EQUITY 883375107 37 10,724 SH SOLE 1 10,724
THERASENSE INC EQUITY 883381105 53 7,993 SH SOLE 1 7,993
THERMA-WAVE INC. EQUITY 88343A108 4 8,901 SH SOLE 1 8,901
THERMO ELECTRON CORP. EQUITY 883556102 1510 83,407 SH SOLE 1 83,407
THOMAS & BETTS CORP. EQUITY 884315102 575 40,553 SH SOLE 1 40,553
THOMAS INDUSTRIES, INC. EQUITY 884425109 130 5,251 SH SOLE 1 5,251
THOMAS NELSON EQUITY 640376109 25 2,916 SH SOLE 1 2,916
THOR INDUSTRIES, INC. EQUITY 885160101 138 5,515 SH SOLE 1 5,515
THORATEC LABORATORIES CORP. EQUITY 885175307 225 17,714 SH SOLE 1 17,714
THORNBURG MORTGAGE INC. EQUITY 885218107 390 18,896 SH SOLE 1 18,896
THQ INC EQUITY 872443403 185 14,189 SH SOLE 1 14,189
THREE-FIVE SYS INC COM EQUITY 88554L108 40 7,760 SH SOLE 1 7,760
TIBCO SOFTWARE INC EQUITY 88632Q103 121 28,905 SH SOLE 1 28,905
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TIDEWATER, INC. EQUITY 886423102 3607 125,582 SH SOLE 1 125,582
TIER TECHNOLOGIES INC EQUITY 88650Q100 53 5,248 SH SOLE 1 5,248
TIFFANY & CO. EQUITY 886547108 1631 65,240 SH SOLE 1 65,240
TIMBERLAND COMPANY EQUITY 887100105 2063 49,350 SH SOLE 1 49,350
TIME WARNER TELECOM EQUITY 887319101 50 15,347 SH SOLE 1 15,347
TIMKEN CO. EQUITY 887389104 16 997 SH SOLE 1 997
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TMP WORLDWIDE INC. EQUITY 872941109 577 53,750 SH SOLE 1 53,750
TOLL BROTHERS, INC. EQUITY 889478103 1823 94,452 SH SOLE 1 94,452
TOLLGRADE COMMUNICATIONS INC EQUITY 889542106 66 4,622 SH SOLE 1 4,622
TOMPKINS TRUSTCO INC EQUITY 890110109 122 2,705 SH SOLE 1 2,705
TOO INC EQUITY 890333107 203 12,218 SH SOLE 1 12,218
TOO INC EQUITY 890333107 2749 165,500 SH DEFINED 2 165,500
TOOTSIE ROLL INDUSTRIES, INC. EQUITY 890516107 2027 71,053 SH SOLE 1 71,053
TOPPS CO. INC. EQUITY 890786106 113 13,375 SH SOLE 1 13,375
TORCHMARK CORP. EQUITY 891027104 1880 52,517 SH SOLE 1 52,517
TORO CO. EQUITY 891092108 314 4,485 SH SOLE 1 4,485
TOTAL SYSTEM SERVICE EQUITY 891906109 114 7,299 SH SOLE 1 7,299
TOUCH AMERICA HOLDINGS INC EQUITY 891539108 3 37,400 SH SOLE 1 37,400
TOWER AUTOMOTIVE, INC. EQUITY 891707101 53 22,187 SH SOLE 1 22,187
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TOYS R US INC. EQUITY 892335100 785 93,776 SH SOLE 1 93,776
TRACTOR SUPPLY CO EQUITY 892356106 164 4,966 SH SOLE 1 4,966
TRAMMELL CROW CO. EQUITY 89288R106 84 10,607 SH SOLE 1 10,607
TRANS WORLD ENTERTAINMENT CORP EQUITY 89336Q100 14 6,040 SH SOLE 1 6,040
TRANSACTION SYSTEMS ARCHITECTS CLASS EQUITY 893416107 348 58,644 SH SOLE 1 58,644
TRANSATLANTIC HOLDINGS INC EQUITY 893521104 20 304 SH SOLE 1 304
TRANSATLANTIC HOLDINGS INC EQUITY 893521104 2050019 31,274,130 SH SOLE 1 31,274,130
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TRANSOCEAN INC EQUITY G90078109 4754 232,470 SH SOLE 1 232,470
TRANSOCEAN SEDCO FOREX INC. EQUITY G90078109 8 410 SH DEFINED 2 410
TRAVELERS PROPERTY CASUALTY EQUITY 89420G109 4 311 SH DEFINED 2 311
TRAVELERS PROPERTY CASUALTY EQUITY 89420G406 6080 430,922 SH SOLE 1 430,922
TRAVELERS PROPERTY CASUALTY EQUITY 89420G406 9 640 SH DEFINED 2 640
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TREX COMPANY, INC. EQUITY 89531P105 75 2,335 SH SOLE 1 2,335
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TRIARC COMPANIES INC. CLASS A EQUITY 895927101 134 4,827 SH SOLE 1 4,827
Tribune Co EQUITY 896047107 675 15,000 SH DEFINED 4 675,150
TRIBUNE CO. EQUITY 896047107 5920 131,530 SH SOLE 1 131,530
TRICO BANCSHARES EQUITY 896095106 46 1,835 SH SOLE 1 1,835
TRICO MARINE SERVICES, INC. EQUITY 896106101 21 7,926 SH SOLE 1 7,926
TRIKON TECHNOLOGIES INC EQUITY 896187408 13 3,747 SH SOLE 1 3,747
TRIMBLE NAVIGATION LTD. EQUITY 896239100 172 9,080 SH SOLE 1 9,080
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TRINITY INDUSTRIES, INC. EQUITY 896522109 1274 73,994 SH SOLE 1 73,994
TRIPATH IMAGIN INC EQUITY 896942109 34 7,930 SH SOLE 1 7,930
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TRIZETTO GROUP INC EQUITY 896882107 45 10,889 SH SOLE 1 10,889
TROPICAL SPORTSWEAR INT'L EQUITY 89708P102 9 1,890 SH SOLE 1 1,890
TROY FINANCIAL CORP EQUITY 897329108 78 3,057 SH SOLE 1 3,057
TRUST CO. OF NEW JERSEY EQUITY 898304100 183 6,698 SH SOLE 1 6,698
TRUSTCO BANK CORP. NY EQUITY 898349105 251 26,045 SH SOLE 1 26,045
TRUSTMARK CORP. EQUITY 898402102 15 630 SH SOLE 1 630
TTM TECHONOLOGIES EQUITY 87305R109 19 5,541 SH SOLE 1 5,541
TUESDAY MORNING CORPORATION EQUITY 899035505 59 3,013 SH SOLE 1 3,013
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TUPPERWARE CORP. EQUITY 899896104 603 43,632 SH SOLE 1 43,632
TURNSTONE SYSTEMS INC EQUITY 900423104 36 12,666 SH SOLE 1 12,666
TWEETER HOME ENTERTAINMENT EQUITY 901167106 33 6,952 SH SOLE 1 6,952
TXU CORP EQUITY 873168108 2463 137,960 SH SOLE 1 137,960
TYCO INTERNATIONAL, LTD. EQUITY 902124106 28828 2,241,708 SH SOLE 1 2,241,708
TYCO INT'L LTD EQUITY 902124106 4923 382,795 SH DEFINED 2 382,795
TYLER TECHNOLOGIES INC EQUITY 902252105 41 11,602 SH SOLE 1 11,602
TYSON FOODS, INC. CLASS A EQUITY 902494103 3653 471,373 SH SOLE 1 471,373
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UIL HOLDINGS CORP. EQUITY 902748102 151 4,357 SH SOLE 1 4,357
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UNION PLANTERS CORP EQUITY 908068109 2308 87,795 SH SOLE 1 87,795
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UNITED DOMINION REALTY TRUST EQUITY 910197102 2304 144,163 SH SOLE 1 144,163
UNITED DOMINION RLTYTR COM EQUITY 910197102 6704 419500 SH SOLE 3 337168 82332
UNITED FIRE & CASUALTY CO. EQUITY 910331107 78 2,625 SH SOLE 1 2,625
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UNITED PARCEL SERVICE CLASS -B EQUITY 911312106 27517 482,750 SH SOLE 1 482,750
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UNITED TECHNOLOGIES CORP EQUITY 913017109 14971 259,100 SH DEFINED 2 259,100
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UNITED THERAPEUTICS CORP. EQUITY 91307C102 98 5,676 SH SOLE 1 5,676
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VIGNETTE CORPORATION EQUITY 926734104 129 84,693 SH SOLE 1 84,693
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WASHINGTON MUTUAL INC EQUITY 939322103 16294 461,980 SH SOLE 1 461,980
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WEB MD CORP EQUITY 94769M105 3021 334,900 SH DEFINED 2 334,900
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WEBSENSE INC EQUITY 947684106 112 7,598 SH SOLE 1 7,598
WEBSTER FINANCIAL CORP. EQUITY 947890109 2173 61,867 SH SOLE 1 61,867
WEIGHT WATCHERS INTL EQUITY 948626106 9513 206,575 SH DEFINED 2 206,575
WEIGHT WATCHERS INTL COM EQUITY 948626106 12475 270894 SH SOLE 3 235200 35694
WEIGHT WATCHERS INTL INC EQUITY 948626106 16 339 SH SOLE 1 339
WEINGARTEN REALTY INVESTORS EQUITY 948741103 26 660 SH SOLE 1 660
WEINGARTEN RLTY INVS SH BEN IN EQUITY 948741103 5976 152800 SH SOLE 3 123000 29800
WEIS MARKETS INC EQUITY 948849104 123 4,011 SH SOLE 1 4,011
WELLMAN, INC. EQUITY 949702104 107 11,481 SH SOLE 1 11,481
WELLPOINT HEALTH NETWORKS INC. EQUITY 94973H108 5044 65,725 SH SOLE 1 65,725
WELLS FARGO + CO NEW EQUITY 949746101 22464 499,300 SH DEFINED 2 499,300
WELLS FARGO CO. EQUITY 949746101 36943 821,143 SH SOLE 1 821,143
WELLSFORD REAL PROPERTIES EQUITY 950240200 28 1,931 SH SOLE 1 1,931
WENDY'S INTERNATIONAL, INC. EQUITY 950590109 1405 51,084 SH SOLE 1 51,084
WERNER ENTERPRISES INC COM EQUITY 950755108 38913 2020400 SH SOLE 3 1950300 70100
WERNER ENTERPRISES, INC. EQUITY 950755108 1902 98,768 SH SOLE 1 98,768
WESBANCO, INC. EQUITY 950810101 180 7,682 SH SOLE 1 7,682
WESCO FINANCIAL CORP EQUITY 950817106 6 21 SH SOLE 1 21
WESCO INTERNATIONAL, INC. EQUITY 95082P105 18 5,141 SH SOLE 1 5,141
WEST COAST BANCORP EQUITY 952145100 80 5,670 SH SOLE 1 5,670
WEST CORPORATION EQUITY 952355105 4 253 SH SOLE 1 253
WEST MARINE INC EQUITY 954235107 63 3,766 SH SOLE 1 3,766
WEST PHARMACEUTICAL SERVICES EQUITY 955306105 93 4,761 SH SOLE 1 4,761
WESTAMERICA BANCORPORATION EQUITY 957090103 592 15,000 SH DEFINED 2 15,000
WESTAMERICA BANKCORPORATION EQUITY 957090103 1984 50,230 SH SOLE 1 50,230
WESTAR ENERGY EQUITY 95709T100 1398 115,368 SH SOLE 1 115,368
WESTCORP EQUITY 957907108 79 4,275 SH SOLE 1 4,275
WESTELL TECHNOLOGIES CL A EQUITY 957541105 818 202500 SH SOLE 3 202500
WESTERN DIGITIAL CORP. EQUITY 958102105 627 69,245 SH SOLE 1 69,245
WESTERN GAS RESOURCES, INC. EQUITY 958259103 1653 50,788 SH SOLE 1 50,788
WESTERN WIRELESS CORP. CLASS A EQUITY 95988E204 108 19,217 SH SOLE 1 19,217
WESTFIELD FINANCIAL IN EQUITY 96008D101 28 1,807 SH SOLE 1 1,807
WESTPOINT STEVENS INC. CLASS A EQUITY 961238102 5 11,805 SH SOLE 1 11,805
WESTPORT RESOURSES EQUITY 961418100 146 7,224 SH SOLE 1 7,224
WESTWOOD ONE INC EQUITY 961815107 8635 276,400 SH DEFINED 2 276,400
WESTWOOD ONE INC COM EQUITY 961815107 15498 496103 SH SOLE 3 430700 65403
WESTWOOD ONE, INC. EQUITY 961815107 4416 141,344 SH SOLE 1 141,344
WET SEAL, INC. EQUITY 961840105 67 9,206 SH SOLE 1 9,206
WEYERHAEUSER CO. EQUITY 962166104 4563 95,410 SH SOLE 1 95,410
WFS FINANCIAL, INC. EQUITY 92923B106 49 2,514 SH SOLE 1 2,514
WGL HOLDINGS INC. EQUITY 92924F106 2178 82,212 SH SOLE 1 82,212
W-H ENERGY SERVICES INC EQUITY 92925E108 143 8,346 SH SOLE 1 8,346
WHIRLPOOL CORP. EQUITY 963320106 1477 30,129 SH SOLE 1 30,129
WHITE ELECTR DESIGNS C EQUITY 963801105 43 6,307 SH SOLE 1 6,307
WHITEHALL JEWELLERS IN EQUITY 965063100 35 4,074 SH SOLE 1 4,074
WHITNEY HOLDING CORP. EQUITY 966612103 20 576 SH SOLE 1 576
WHOLE FOODS MARKET I EQUITY 966837106 4506 80,991 SH SOLE 1 80,991
WILD OATS MARKETS, INC. EQUITY 96808B107 76 8,227 SH SOLE 1 8,227
WILLIAMS COMPANIES, INC. EQUITY 969457100 1045 228,237 SH SOLE 1 228,237
WILLIAMS SONOMA INC EQUITY 969904101 1685 77,300 SH DEFINED 2 77,300
WILLIAMS-SONOMA, INC. EQUITY 969904101 3403 156,114 SH SOLE 1 156,114
WILLOW GROVE BANCORP I EQUITY 97111W101 26 1,761 SH SOLE 1 1,761
WILMINGTON TRUST CORP EQUITY 971807102 2453 88,255 SH SOLE 1 88,255
WILSON GREATBATCH TECH INC EQUITY 972232102 2693 96200 SH SOLE 3 96200
WILSON GREATBATCH TECHNOLOGIES EQUITY 972232102 211 7,551 SH SOLE 1 7,551
WILSONS THE LEATHER EXPERTS EQUITY 972463103 20 5,081 SH SOLE 1 5,081
WIMM-BILL-DANN FOODS ADR EQUITY 97263M109 2541 146,709 SH SOLE 1 146,709
WIND RIVER SYSTEMS INC. EQUITY 973149107 387 129,884 SH SOLE 1 129,884
WINN-DIXIE STORES, INC. EQUITY 974280109 1569 118,646 SH SOLE 1 118,646
WINNEBAGO INDUSTRIES, INC. EQUITY 974637100 119 4,375 SH SOLE 1 4,375
WINSTON HOTELS INC EQUITY 97563A102 40 6,083 SH SOLE 1 6,083
WINTRUST FINANCIAL CORP EQUITY 97650W108 152 5,330 SH SOLE 1 5,330
WIRELESS FACILITIES INC. EQUITY 97653A103 48 8,343 SH SOLE 1 8,343
WISCONSIN ENERGY CORP. EQUITY 976657106 3969 156,278 SH SOLE 1 156,278
WITNESS SYSTEMS INC EQUITY 977424100 16 4,975 SH SOLE 1 4,975
WM. WRIGLEY JR. CO. EQUITY 982526105 5446 96,390 SH SOLE 1 96,390
WMS INDUSTRIES INC. EQUITY 929297109 101 7,894 SH SOLE 1 7,894
WOLVERINE WORLD WIDE, INC. EQUITY 978097103 251 14,981 SH SOLE 1 14,981
WOMEN FIRST HEALTHCARE EQUITY 978150100 3 5,644 SH SOLE 1 5,644
WOODHEAD INDS INC COM EQUITY 979438108 45 3,806 SH SOLE 1 3,806
WOODWARD GOVERNOR CO. EQUITY 980745103 112 3,221 SH SOLE 1 3,221
WORLD ACCEPTANCE CORP. EQUITY 981419104 35 3,912 SH SOLE 1 3,912
WORLD FUEL SVCS CORP EQUITY 981475106 66 3,218 SH SOLE 1 3,218
WORLD WRESTLING ENTMNT EQUITY 98156Q108 28 3,621 SH SOLE 1 3,621
WORTHINGTON INDS IN EQUITY 981811102 682 57,200 SH DEFINED 2 57,200
WORTHINGTON INDUSTRIES, INC. EQUITY 981811102 728 61,030 SH SOLE 1 61,030
WPS RESOURCES CORP. EQUITY 92931B106 2148 53,706 SH SOLE 1 53,706
WRIGHT MED GROUP INC EQUITY 98235T107 100 5,682 SH SOLE 1 5,682
WSFS FINANCIAL CORP EQUITY 929328102 90 2,861 SH SOLE 1 2,861
WYETH EQUITY 983024100 48217 1,274,910 SH SOLE 1 1,274,910
WYETH EQUITY 983024100 10951 289,568 SH DEFINED 2 289,568
WYNDHAM INTERNATIONAL, INC. EQUITY 983101106 53 253,985 SH SOLE 1 253,985
XCEL STATES POWER-MINES EQUITY 98389B100 2298 179,426 SH SOLE 1 179,426
XEROX CORP. EQUITY 984121103 2831 325,397 SH SOLE 1 325,397
XICOR INC EQUITY 984903104 31 7,524 SH SOLE 1 7,524
XILINX INC EQUITY 983919101 17683 755,350 SH DEFINED 2 755,350
XILINX INC COM EQUITY 983919101 819 35000 SH SOLE 3 35000
XILINX, INC. EQUITY 983919101 3814 162,910 SH SOLE 1 162,910
XL CAPITAL LTD EQUITY G98255105 4119 58,200 SH SOLE 1 58,200
XM SATTELLITE RADIO HOLDINGS EQUITY 983759101 115 19,539 SH SOLE 1 19,539
X-RITE, INC. EQUITY 983857103 54 6,471 SH SOLE 1 6,471
XTO ENERGY CORP COM EQUITY 98385X106 2156 113466 SH SOLE 3 113466
XTO ENERGY INC EQUITY 98385X106 4315 227,097 SH SOLE 1 227,097
YAHOO INC EQUITY 984332106 27469 1,143,575 SH DEFINED 2 1,143,575
YAHOO!, INC. EQUITY 984332106 6484 269,937 SH SOLE 1 269,937
YANKEE CANDLE INC EQUITY 984757104 2788 163,700 SH DEFINED 2 163,700
YARDVILLE NATL BANCORP EQUITY 985021104 45 2,669 SH SOLE 1 2,669
YELLOW CORP. EQUITY 985509108 252 10,451 SH SOLE 1 10,451
YORK INTERNATIONAL CORP. EQUITY 986670107 1121 53,370 SH SOLE 1 53,370
YOUNG BROADCASTING, INC. CLASS A EQUITY 987434107 62 5,044 SH SOLE 1 5,044
YOUNG INNOVATIONS INC EQUITY 987520103 35 1,574 SH SOLE 1 1,574
YPF S.A.-Sponsored ADR EQUITY 9842451000 265 9,000 SH SOLE 1 9,000
YUKOS-ADR EQUITY 98849W108 7381 50,470 SH SOLE 1 50,470
Yum Brands Inc EQUITY 988498101 1289 53,000 SH DEFINED 4 1,289,490
YUM! BRANDS INC EQUITY 988498101 3175 130,510 SH SOLE 1 130,510
ZALE CORP. EQUITY 988858106 15 446 SH SOLE 1 446
ZEBRA TECHNOLOGIES CORP. CLASS A EQUITY 989207105 21 321 SH SOLE 1 321
ZEBRA TECHNOLOGIES CP CL A EQUITY 989207105 46907 728374 SH SOLE 3 690200 38174
ZENITH NATIONAL INSURANCE CORP EQUITY 989390109 64 2,997 SH SOLE 1 2,997
ZIMMER HLDGS INC COM EQUITY 98956P102 19300 396876 SH SOLE 3 336400 60476
ZIMMER HOLDINGS INC EQUITY 98956P102 4206 86,492 SH SOLE 1 86,492
ZIMMER HOLDINGS INC EQUITY 98956P102 8111 166,800 SH DEFINED 2 166,800
ZIONS BANCORPORATION EQUITY 989701107 2934 68,578 SH SOLE 1 68,578
ZOLL MEDICAL CORP. EQUITY 989922109 124 3,037 SH SOLE 1 3,037
ZOMAX INCORPORATED EQUITY 989929104 31 10,590 SH SOLE 1 10,590
ZORAN CORP. EQUITY 98975F101 126 9,728 SH SOLE 1 9,728
ZYGO CORP. EQUITY 989855101 32 5,656 SH SOLE 1 5,656
ZYMOGENETICS INC EQUITY 98985T109 33 3,627 SH SOLE 1 3,627