UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F
FORM 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: September 30, 2003
Check here if Amendment [ ]; Amendment Number:
This Amendment (Check only one.): [ ] is a restatement.
[ ] adds new holdings entries
Institutional Investment Manager Filing this Report:
Name: 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 November 14, 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: 3,640
Form 13F Information Table Value Total: $18,040,326 (thousands)
List of Other Included Managers:
Provide a numbered list of the name(s) and Form 13F file number(s) of all
institutional investment managers with respect to which this report is filed,
other than the manager filing this report.
No. Form 13F File Number Name
-- -------------------- -------------------------------------------
1 28-4637 AIG GLOBAL INVESTMENT CORP.
2 28-2725 AIG SUNAMERICA ASSET MANAGEMENT CORP.
3 28-3463 JOHN MCSTAY INVESTMENT COUNSEL, L.P.
4 28-5794 HSB GROUP, INC.
VOTING AUTHORITY
---------------------------
TITLE OF CUSIP VALUE SHARES/ SH/ PUT/ INVESTMENT OTHER (A) (B) (C)
NAME OF ISSUER CLASS NUMBER (X1000) PRINCIPAL PN CALL DISCRETION MGRS SOLE SHARED NONE
-----------------------------------------------------------------------------------------------------------------------------------
1-800 CONTACTS INC EQUITY 681977104 46 2,278 SH SOLE 1 2,278
1-800-FLOWERS.COM INC EQUITY 68243Q106 60 8,024 SH SOLE 1 8,024
1ST SOURCE CORP. EQUITY 336901103 103 5,411 SH SOLE 1 5,411
21ST CENTURY INSURANCE COMPANY EQUITY 90130N103 736481 53,445,620 SH SOLE 1 455,620
21ST CENTURY INSURANCE COMPANY EQUITY 90130N103 136 9,856 SH SOLE 1 9,856
3COM CORP. EQUITY 885535104 3050 516,029 SH SOLE 1 516,029
3M EQUITY 88579Y101 2,279 33,000 SH DEFINED 4 33,000
3M CO EQUITY 88579Y101 80500 1,165,480 SH SOLE 1 165,480
3M COMPANY EQUITY 88579Y101 34 490 SH DEFINED 2 490
4KIDS ENTERTAINMENT INC EQUITY 350865101 109 5,179 SH SOLE 1 5,179
7-ELEVEN INC. EQUITY 817826209 135 9,823 SH SOLE 1 9,823
99 CENTS ONLY STORES EQUITY 65440K106 3220 99,573 SH SOLE 1 99,573
99 CENTS ONLY STORES EQUITY 65440K106 4793 148,200 SH DEFINED 2 148,200
A C MOORE ARTS & CRAFT EQUITY 00086T103 120 5,380 SH SOLE 1 5,380
A.G. EDWARDS, INC. EQUITY 281760108 4281 111,447 SH SOLE 1 111,447
A.S.V. INC EQUITY 001963107 54 2,821 SH SOLE 1 2,821
AAIPHARMA INC EQUITY 00252W104 102 5,955 SH SOLE 1 5,955
AAON INC EQUITY 000360206 64 3,882 SH SOLE 1 3,882
AAR CORP. EQUITY 000361105 109 13,607 SH SOLE 1 13,607
AARON RENTS INC COM EQUITY 002535201 16234 774910 SH Sole 3 753500 21410
AARON RENTS, INC. EQUITY 002535201 213 10,174 SH SOLE 1 10,174
ABBEY NATIONAL PLC EQUITY 002920809 15243 574,900 SH SOLE 1 575
ABBOTT LABORATORIES EQUITY 002824100 32745 769,555 SH SOLE 1 769,555
ABBOTT LABS EQUITY 002824100 10118 237,783 SH DEFINED 2 237,783
Abbott Labs EQUITY 002824100 1,064 25,000 SH DEFINED 4 25,000
ABC BANCORP EQUITY 000400101 65 4,160 SH SOLE 1 4,160
ABERCROMBIE AND FITCH CO. EQUITY 002896207 3798 137,067 SH SOLE 1 137,067
ABGENIX, INC. EQUITY 00339B107 544 37,563 SH SOLE 1 37,563
ABLE LABORATORIES INC EQUITY 00371N407 106 5,630 SH SOLE 1 5,630
ABLE LABORATORIES INC COM NEW EQUITY 00371N407 11576 618700 SH Sole 3 611500 7200
ABM INDUSTRIES, INC. EQUITY 000957100 228 16,079 SH SOLE 1 16,079
ACADIA REALTY TRUST EQUITY 004239109 67 6,113 SH SOLE 1 6,113
ACCREDITED HOME LENDERS EQUITY 00437P107 90 4,125 SH SOLE 1 4,125
ACCREDO HEALTH INC. EQUITY 00437V104 571 20,410 SH SOLE 1 20,410
ACE LTD EQUITY G0070K103 4105 124,100 SH SOLE 1 124,100
ACETO CORP EQUITY 004446100 53 3,795 SH SOLE 1 3,795
ACLARA BIOSCIENCES INC. EQUITY 00461P106 41 10,363 SH SOLE 1 10,363
ACME COMMUNICATION INC EQUITY 004631107 27 3,580 SH SOLE 1 3,580
ACTEL CORP COM EQUITY 004934105 12839 535624 SH SOLE 3 511700 23924
ACTEL CORP. EQUITY 004934105 225 9,383 SH SOLE 1 9,383
ACTION PERFORMANCE CO., INC. EQUITY 004933107 160 6,567 SH SOLE 1 6,567
ACTIVCARD CORP EQUITY 00506J107 122 14,983 SH SOLE 1 14,983
ACTIVISION, INC. EQUITY 004930202 1913 159,830 SH SOLE 1 159,830
ACTUANT CORP EQUITY 00508X203 253 4,514 SH SOLE 1 4,514
ACUITY BRANDS INC EQUITY 00508Y102 320 17,738 SH SOLE 1 17,738
ACXIOM CORP. EQUITY 005125109 1882 119,466 SH SOLE 1 119,466
ADAPTEC, INC. EQUITY 00651F108 316 41,768 SH SOLE 1 41,768
ADC TELECOMMUNICATIONS, INC EQUITY 000886101 993 425,967 SH SOLE 1 425,967
ADMINISTAFF, INC. EQUITY 007094105 74 8,378 SH SOLE 1 8,378
ADOBE SYS INC EQUITY 00724F101 4162 106,000 SH DEFINED 2 106,000
ADOBE SYSTEMS INC. EQUITY 00724F101 5177 131,427 SH SOLE 1 131,427
ADOLOR CORPORATION EQUITY 00724X102 247 13,487 SH SOLE 1 13,487
ADTRAN INC COM EQUITY 00738A106 33005 539476 SH SOLE 3 521300 18176
ADTRAN, INC. EQUITY 00738A106 3301 53,843 SH SOLE 1 53,843
ADVANCE AUTO PARTS EQUITY 00751Y106 32 448 SH SOLE 1 448
ADVANCE AUTO PARTS COM EQUITY 00751Y106 33964 479046 SH SOLE 3 462200 16846
ADVANCED DIGITAL INFO CORP. EQUITY 007525108 372 26,461 SH SOLE 1 26,461
ADVANCED ENERGY INDUSTRIES EQUITY 007973100 135 7,162 SH SOLE 1 7,162
ADVANCED FIBRE COMMNCT COM EQUITY 00754A105 7428 354230 SH SOLE 3 329400 24830
ADVANCED FIBRE COMMUNICATIONS EQUITY 00754A105 677 32,300 SH DEFINED 2 32,300
ADVANCED FIBRE COMMUNICATIONS EQUITY 00754A105 4363 208,249 SH SOLE 1 208,249
ADVANCED MARKETING SERV. INC. EQUITY 00753T105 64 6,243 SH SOLE 1 6,243
ADVANCED MEDICAL OPTICS EQUITY 00763M108 223 12,392 SH SOLE 1 12,392
ADVANCED MICRO DEVICES, INC. EQUITY 007903107 2095 188,594 SH SOLE 1 188,594
ADVANCED NEUROMOD SYS COM EQUITY 00757t101 7681 192500 SH Sole 3 192500
ADVANCEPCS EQUITY 00790K109 17310 379,848 SH SOLE 1 379,848
ADVANCES NEUROMODULATIONS SYS EQUITY 00757T101 309 7,753 SH SOLE 1 7,753
ADVANTA CORP [B] EQUITY 007942204 92 8,631 SH SOLE 1 8,631
ADVENT SOFTWARE, INC. EQUITY 007974108 943 58,661 SH SOLE 1 58,661
ADVISORY BRD CO EQUITY 00762W107 188 4,147 SH SOLE 1 4,147
ADVO, INC. EQUITY 007585102 354 8,513 SH SOLE 1 8,513
AEROFLEX, INC EQUITY 007768104 196 22,318 SH SOLE 1 22,318
AEROPOSTALE INC EQUITY 007865108 220 8,142 SH SOLE 1 8,142
AES DRAX ENERGY LTD EQUITY 00130H105 2042 275,166 SH SOLE 1 275,166
AETHER SYSTEMS INC. EQUITY 00808V105 71 15,548 SH SOLE 1 15,548
AETNA INC-NEW EQUITY 00817Y108 15173 248,616 SH SOLE 1 248,616
AFFILIATED COMPUTER SERVICES CLASS A EQUITY 008190100 9068 186,236 SH SOLE 1 186,236
AFFILIATED MANAGERS GROUP EQUITY 008252108 531 8,462 SH SOLE 1 8,462
AFFYMETRIX INC EQUITY 00826T108 23 1,097 SH SOLE 1 1,097
AFLAC, INC. EQUITY 001055102 10718 331,830 SH SOLE 1 331,830
AFTERMARKET TECHNOLOGY EQUITY 008318107 68 6,000 SH SOLE 1 6,000
AGCO CORP. EQUITY 001084102 1805 105,325 SH SOLE 1 105,325
AGERE SYS INC CL A EQUITY 00845V100 8175 2663000 SH SOLE 3 2572400 90600
AGERE SYSTEMS INC-CL B W/I EQUITY 00845V209 85 29,283 SH SOLE 1 29,283
AGILE SOFTWARE CORP. EQUITY 00846X105 176 18,470 SH SOLE 1 18,470
AGILENT TECHNOLOGIES INC. EQUITY 00846U101 5450 246,474 SH SOLE 1 246,474
AGL RESOURCES, INC. EQUITY 001204106 3331 118,264 SH SOLE 1 118,264
AIR PRODUCTS AND CHEMICALS INC EQUITY 009158106 4433 98,290 SH SOLE 1 98,290
AIRGAS, INC. EQUITY 009363102 1827 102,662 SH SOLE 1 102,662
AIRTRAN HOLDINGS, INC. EQUITY 00949P108 472 28,197 SH SOLE 1 28,197
AK STEEL CORP. EQUITY 001547108 83 41,392 SH SOLE 1 41,392
AKAMAI TECHNOLOGIES INC. EQUITY 00971T101 188 43,910 SH SOLE 1 43,910
AKSYS LTD EQUITY 010196103 118 11,758 SH SOLE 1 11,758
ALABAMA NATIONAL BANCORP EQUITY 010317105 197 4,154 SH SOLE 1 4,154
ALAMO GROUP INC EQUITY 011311107 33 2,304 SH SOLE 1 2,304
ALARIS MEDICAL SYSTEMS INC EQUITY 011637105 109 6,559 SH SOLE 1 6,559
ALASKA AIR GROUP, INC. EQUITY 011659109 1309 47,050 SH SOLE 1 47,050
ALBANY INTERNATIONAL CORP. CLASS A EQUITY 012348108 350 11,348 SH SOLE 1 11,348
ALBANY MOLECULAR EQUITY 012423109 166 11,215 SH SOLE 1 11,215
ALBEMARLE CORP. EQUITY 012653101 1944 70,824 SH SOLE 1 70,824
ALBERTO-CULVER CO. CLASS B EQUITY 013068101 1529 25,997 SH SOLE 1 25,997
ALBERTSONS INC EQUITY 013104104 8090 393,274 SH DEFINED 2 393,274
ALBERTSON'S, INC. EQUITY 013104104 3365 163,592 SH SOLE 1 163,592
ALCOA INC EQUITY 013817101 15929 608,900 SH DEFINED 2 608,900
ALCOA, INC. EQUITY 013817101 10575 404,230 SH SOLE 1 404,230
ALDERWOODS GROUP INC EQUITY 014383103 124 15,857 SH SOLE 1 15,857
ALEXANDER & BALDWIN, INC. EQUITY 014482103 2100 74,052 SH SOLE 1 74,052
ALEXANDER'S, INC. EQUITY 014752109 89 840 SH SOLE 1 840
ALEXANDRIA REAL ESTATE EQUITIE EQUITY 015271109 390 8,119 SH SOLE 1 8,119
ALEXION PHARMACEUTICLAS, INC. EQUITY 015351109 118 6,994 SH SOLE 1 6,994
ALFA CORP. EQUITY 015385107 182 14,428 SH SOLE 1 14,428
ALICO INC EQUITY 016230104 42 1,484 SH SOLE 1 1,484
ALIGN TECHNOLOGY INC EQUITY 016255101 236 18,884 SH SOLE 1 18,884
ALKERMES INC EQUITY 01642T108 372 27,128 SH SOLE 1 27,128
ALLEGHANY CORP EQUITY 017175100 9 46 SH SOLE 1 46
ALLEGHENY ENERGY, INC. EQUITY 017361106 957 104,667 SH SOLE 1 104,667
ALLEGHENY TECHNOLOGIES, INC. EQUITY 01741R102 517 78,912 SH SOLE 1 78,912
ALLEGIANT BANCORP INC EQUITY 017476102 111 5,484 SH SOLE 1 5,484
ALLERGAN, INC. EQUITY 018490102 26402 335,355 SH SOLE 1 335,355
ALLETE INC. EQUITY 018522102 3317 121,143 SH SOLE 1 121,143
ALLIANCE DATA SYS CORP COM EQUITY 018581108 35430 1342055 SH SOLE 3 1290879 51176
ALLIANCE DATA SYSTEMS EQUITY 018581108 7 263 SH SOLE 1 263
ALLIANCE GAMING CORP EQUITY 01859P609 428 21,086 SH SOLE 1 21,086
ALLIANCE GAMING CORP COM NEW EQUITY 01859P609 26485 1305970 SH SOLE 3 1266700 39270
ALLIANCE IMAGING INC EQUITY 018606202 18 5,091 SH SOLE 1 5,091
ALLIANCE SEMICONDUCTOR CORP. EQUITY 01877H100 51 9,298 SH SOLE 1 9,298
ALLIANT ENERGY CORP. EQUITY 018802108 3403 154,660 SH SOLE 1 154,660
ALLIANT TECHSYSTEMS INC EQUITY 018804104 32 676 SH SOLE 1 676
ALLIED CAPITAL CORP EQUITY 01903Q108 40 1,632 SH SOLE 1 1,632
ALLIED WASTE INDUSTRIES, INC. EQUITY 019589308 1024 94,846 SH SOLE 1 94,846
ALLMERICA FINANCIAL CORP EQUITY 019754100 2259 94,891 SH SOLE 1 94,891
ALLOS THERAPEUTICS INC EQUITY 019777101 26 8,294 SH SOLE 1 8,294
ALLOY ONLINE, INC EQUITY 019855105 82 14,599 SH SOLE 1 14,599
ALLSCRIPTS HEALTHCARE SOLUTION EQUITY 01988P108 42 10,314 SH SOLE 1 10,314
ALLSTATE CORP. EQUITY 020002101 11115 304,270 SH SOLE 1 304,270
ALLSTREAM INC-CL A VOTING SH EQUITY 02004C105 10 253 SH SOLE 1 253
ALLSTREAM INC-CL B LTD VOTIN EQUITY 02004C204 9 225 SH SOLE 1 225
ALLTEL CORP EQUITY 020039103 8063 173,990 SH DEFINED 2 173,990
ALLTEL CORP. EQUITY 020039103 6393 137,960 SH SOLE 1 137,960
ALPHARMA INC. CLASS A EQUITY 020813101 307 16,532 SH SOLE 1 16,532
ALTEON INC EQUITY 02144G107 27 14,389 SH SOLE 1 14,389
ALTERA CORP. EQUITY 021441100 3920 207,057 SH SOLE 1 207,057
ALTIRIS INC EQUITY 02148M100 97 3,691 SH SOLE 1 3,691
ALTRIA GROUP INC EQUITY 02209S103 51590 1,177,855 SH SOLE 1 177,855
ALTRIA GROUP INC EQUITY 02209S103 17429 397,932 SH DEFINED 2 397,932
AMAZON COM INC EQUITY 023135106 21599 446,595 SH DEFINED 2 446,595
AMAZON.COM, INC. EQUITY 023135106 837 17,290 SH SOLE 1 17,290
AMB PPTY CORP EQUITY 00163T109 15380 499200 SH SOLE 3 499200
AMB PROPERTY CORP EQUITY 00163T109 3524 114,388 SH SOLE 1 114,388
AMBAC FINANCIAL GROUP INC. EQUITY 023139108 3028 47,315 SH SOLE 1 47,315
AMBASSADORS GROUP INC EQUITY 023177108 38 2,211 SH SOLE 1 2,211
AMBASSADORS INTERNATIONAL EQUITY 023178106 31 2,554 SH SOLE 1 2,554
AMC ENTERTAINMENT, INC. EQUITY 001669100 178 13,262 SH SOLE 1 13,262
AMCOL INTERNATIONAL CORP. EQUITY 02341W103 101 8,157 SH SOLE 1 8,157
AMCORE FINANCIAL, INC. EQUITY 023912108 267 10,616 SH SOLE 1 10,616
AMDOCS LIMITED EQUITY G02602103 334 17,760 SH SOLE 1 17,760
AMERADA HESS CORP EQUITY 023551104 2049 40,894 SH SOLE 1 40,894
Ameren EQUITY 023608102 4,291 100,000 SH DEFINED 4 100,000
AMEREN CORP. EQUITY 023608102 3104 72,337 SH SOLE 1 72,337
AMERICA MOVIL (ADR) EQUITY 02364W105 26327 1139190 SH SOLE 3 1059800 79390
AMERICA MOVIL SA ADR EACH R EQUITY 02364W105 6663 288,310 SH SOLE 1 288,310
AMERICAN AXLE & MFG HOLDINGS EQUITY 024061103 12 395 SH SOLE 1 395
AMERICAN CAP. STRATEGIES, INC. EQUITY 024937104 20 792 SH SOLE 1 792
AMERICAN EAGLE OUTFITTERS EQUITY 02553E106 1803 120,913 SH SOLE 1 120,913
AMERICAN ELECTRIC POWER, INC. EQUITY 025537101 23229 774,310 SH SOLE 1 774,310
AMERICAN EXPRESS CO EQUITY 025816109 19498 432,705 SH DEFINED 2 432,705
AMERICAN EXPRESS CO. EQUITY 025816109 58087 1,289,100 SH SOLE 1 289,100
AMERICAN FINANCIAL GROUP, INC. EQUITY 025932104 2112 97,088 SH SOLE 1 97,088
AMERICAN FINANCIAL REALTY TR EQUITY 02607P305 5494 389,650 SH SOLE 1 389,650
AMERICAN FINL REALTY EQUITY 02607P305 8877 629600 SH SOLE 3 629600
AMERICAN FIRST MORTGAGE INVES EQUITY 55272X102 3861 405,545 SH SOLE 1 405,545
AMERICAN GREETINGS CORP. CLASS A EQUITY 026375105 2456 126,401 SH SOLE 1 126,401
AMERICAN HEALTHWAYS INC EQUITY 02649V104 234 5,593 SH SOLE 1 5,593
AMERICAN HOME MTG HLDG EQUITY 02660M108 85 4,866 SH SOLE 1 4,866
AMERICAN INTL GROUP INC EQUITY 026874107 1745 30,250 SH DEFINED 2 30,250
AMERICAN INTL GRP INC COM EQUITY 026874107 136175 2,360,051 SH SOLE 1 360,051
AMERICAN ITALIAN PASTA CO. CLASS A EQUITY 027070101 246 6,370 SH SOLE 1 6,370
AMERICAN LAND LEASE INC EQUITY 027118108 40 2,188 SH SOLE 1 2,188
AMERICAN MANAGEMENT SYSTEMS EQUITY 027352103 231 18,034 SH SOLE 1 18,034
AMERICAN MED SEC GROUP EQUITY 02744P101 99 4,888 SH SOLE 1 4,888
AMERICAN MEDICAL SYSTEMS HOLDI EQUITY 02744M108 523 24,006 SH SOLE 1 24,006
AMERICAN MORTGAGE ACCEPTANCE EQUITY 027568104 57 3,445 SH SOLE 1 3,445
AMERICAN NATIONAL IN EQUITY 028591105 13 149 SH SOLE 1 149
AMERICAN NATL BANKSHAR EQUITY 027745108 49 1,945 SH SOLE 1 1,945
AMERICAN PHARMACEUTICA EQUITY 02886P109 10 319 SH SOLE 1 319
AMERICAN PHYSICIANS CAPITAL IN EQUITY 028884104 103 3,718 SH SOLE 1 3,718
AMERICAN POWER CONVERSION EQUITY 029066107 1741 100,619 SH SOLE 1 100,619
AMERICAN PWR CONVERSION CO EQUITY 029066107 158 9,200 SH DEFINED 2 9,200
AMERICAN REALTY INVESTORS IN EQUITY 029174109 9 912 SH SOLE 1 912
AMERICAN STANDARD COMPANIES EQUITY 029712106 2723 32,321 SH SOLE 1 32,321
AMERICAN STATES WATER CO. EQUITY 029899101 153 6,492 SH SOLE 1 6,492
AMERICAN TOWER EQUITY 029912201 24626 2426200 SH SOLE 3 2362600 63600
AMERICAN TOWER CORP EQUITY 029912201 31 3,033 SH SOLE 1 3,033
AMERICAN WEST HOLDINGS CORP. CLASS B EQUITY 023657208 124 12,720 SH SOLE 1 12,720
AMERICAN WOODMARK CORP. EQUITY 030506109 105 2,339 SH SOLE 1 2,339
AMERICANWEST BANCORPORATION EQUITY 03058P109 72 3,922 SH SOLE 1 3,922
AMERICA'S CAR-MART INC EQUITY 03062T105 52 1,734 SH SOLE 1 1,734
AMERICREDIT CORP. EQUITY 03060R101 2256 219,036 SH SOLE 1 219,036
AMERIGROUP CORP EQUITY 03073T102 394 8,825 SH SOLE 1 8,825
AMERIGROUP CORP COM EQUITY 03073T102 12273 275000 SH SOLE 3 270700 4300
AMERISOURCEBERGEN CO EQUITY 03073E105 22196 410,650 SH SOLE 1 410,650
AMERISTAR CASINOS EQUITY 03070Q101 114 4,574 SH SOLE 1 4,574
AMERITRADE HLDG CORP COM EQUITY 03074K100 20403 1813592 SH SOLE 3 1683500 130092
AMERITRADE HOLDING CORP - CL A EQUITY 03074K100 48 4,181 SH SOLE 1 4,181
AMERON, INC. EQUITY 030710107 94 2,839 SH SOLE 1 2,839
AMERUS GROUP CO. EQUITY 03072M108 2410 70,895 SH SOLE 1 70,895
AMETEK INC NEW EQUITY 031100100 1762 41,100 SH DEFINED 2 41,100
AMETEK, INC. EQUITY 031100100 1987 46,361 SH SOLE 1 46,361
AMGEN INC EQUITY 031162100 31964 495,030 SH DEFINED 2 495,030
AMGEN, INC. EQUITY 031162100 80277 1,244,221 SH SOLE 1 244,221
AMKOR TECHNOLOGY INC COM EQUITY 031652100 7102 499800 SH SOLE 3 482800 17000
AMKOR TECHNOLOGY, INC EQUITY 031652100 24 1,697 SH SOLE 1 1,697
AMLI RESIDENTIAL PROPERTIES EQUITY 001735109 162 6,188 SH SOLE 1 6,188
AMN HEALTHCARE SERVICE EQUITY 001744101 126 7,728 SH SOLE 1 7,728
AMPCO-PITTSBURGH CORP EQUITY 032037103 24 1,999 SH SOLE 1 1,999
AMPHENOL CORP. CLASS A EQUITY 032095101 171 3,288 SH SOLE 1 3,288
AMR CORP. EQUITY 001765106 765 66,824 SH SOLE 1 66,824
Amsouth Bancorp EQUITY 032165102 1,061 50,000 SH DEFINED 4 50,000
AMSOUTH BANCORPORATION EQUITY 032165102 3326 156,727 SH SOLE 1 156,727
AMSURG CORP CL A EQUITY 03232P405 249 7,529 SH SOLE 1 7,529
AMYLIN PHARMACEUTICALS, INC. EQUITY 032346108 48 1,680 SH SOLE 1 1,680
ANADARKO PETROLEUM CORP. EQUITY 032511107 13436 321,742 SH SOLE 1 321,742
ANALOG DEVICES INC EQUITY 032654105 1509 39,700 SH DEFINED 2 39,700
ANALOG DEVICES INC SUB NTS EQUITY 032654AD7 509 5,000 SH SOLE 1 5,000
ANALOG DEVICES, INC. EQUITY 032654105 16920 445,030 SH SOLE 1 445,030
ANALOGIC CORP. EQUITY 032657207 162 3,369 SH SOLE 1 3,369
ANAREN INC EQUITY 032744104 121 9,501 SH SOLE 1 9,501
ANCHOR BANCORP WISCONSIN, INC. EQUITY 032839102 208 8,870 SH SOLE 1 8,870
ANDREW CORP COM EQUITY 034425108 15304 1245200 SH SOLE 3 1205300 39900
ANDREW CORP. EQUITY 034425108 16441 1,360,983 SH SOLE 1 360,983
ANDRX GROUP EQUITY 034553107 22 1,204 SH SOLE 1 1,204
ANGELICA CORP EQUITY 034663104 71 3,760 SH SOLE 1 3,760
ANGLO AMERICAN PLC - UNSP ADR EQUITY 03485P102 920 50,700 SH SOLE 1 50,700
Anheuser Busch EQUITY 035229103 1,480 30,000 SH DEFINED 4 30,000
ANHEUSER-BUSCH COMPANIES, INC. EQUITY 035229103 51851 1,050,900 SH SOLE 1 050,900
ANIXTER INTERNATIONAL, INC. EQUITY 035290105 303 13,293 SH SOLE 1 13,293
ANN TAYLOR STORES CORP. EQUITY 036115103 610 18,990 SH SOLE 1 18,990
ANNALY MTG MGMT INC EQUITY 035710409 1664 101,356 SH SOLE 1 101,356
ANNTAYLOR STORES CORP COM EQUITY 036115103 20547 639300 SH Sole 3 629900 9400
ANSOFT CORP EQUITY 036384105 28 2,772 SH SOLE 1 2,772
ANSYS INC EQUITY 03662Q105 225 6,328 SH SOLE 1 6,328
ANTEON INTERNATIONAL CORP EQUITY 03674E108 212 6,937 SH SOLE 1 6,937
ANTHEM INC EQUITY 03674B104 6370 89,300 SH SOLE 1 89,300
ANTHEM INC EQUITY 03674B104 4025 56,425 SH DEFINED 2 56,425
ANTHEM INC COM EQUITY 03674B104 11983 168000 SH Sole 3 162600 5400
ANTHRACITE CAPITAL INC. EQUITY 037023108 5865 607,729 SH SOLE 1 607,729
ANTIGENICS INC. EQUITY 037032109 102 8,412 SH SOLE 1 8,412
ANWORTH MORTGAGE ASSET EQUITY 037347101 3774 264,303 SH SOLE 1 264,303
AO TATNEFT SPON ADR EQUITY 03737P306 879 40,660 SH SOLE 1 40,660
AOL TIME WARNER INC EQUITY 00184A105 9472 626,747 SH DEFINED 2 626,747
AOL TIME WARNER INC. EQUITY 00184A105 33422 2,211,910 SH SOLE 1 211,910
AON CORP. EQUITY 037389103 2896 138,906 SH SOLE 1 138,906
APAC TELESERVICES, INC. EQUITY 00185E106 32 12,822 SH SOLE 1 12,822
APACHE CORP EQUITY 037411105 3161 45,581 SH DEFINED 2 45,581
APACHE CORP. EQUITY 037411105 4854 70,010 SH SOLE 1 70,010
APARTMENT INVT & MGMT CO - A EQUITY 03748R101 1654 42,034 SH SOLE 1 42,034
APEX MORTGAGE CAPITAL INC EQUITY 037564101 69 12,756 SH SOLE 1 12,756
APHTON CORP. EQUITY 03759P101 52 9,182 SH SOLE 1 9,182
APOGEE ENTERPRISES, INC. EQUITY 037598109 98 9,524 SH SOLE 1 9,524
APOGENT TECHNOLOGIES EQUITY 03760A101 2687 128,824 SH SOLE 1 128,824
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CABOT CORP. EQUITY 127055101 2466 86,496 SH SOLE 1 86,496
CABOT MICROELECTRONICS CORP EQUITY 12709P103 2334 41,961 SH SOLE 1 41,961
CABOT OIL & GAS CORP COM EQUITY 127097103 7457 286800 SH Sole 3 282400 4400
CABOT OIL & GAS CORP., CLASS A EQUITY 127097103 279 10,713 SH SOLE 1 10,713
CACI INTERNATIONAL EQUITY 127190304 524 12,226 SH SOLE 1 12,226
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CALGON CARBON CORP. EQUITY 129603106 82 14,562 SH SOLE 1 14,562
CALIFORNIA PIZZA KITCHEN INC EQUITY 13054D109 123 7,090 SH SOLE 1 7,090
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CALLAWAY GOLF CO. EQUITY 131193104 1897 132,909 SH SOLE 1 132,909
CALPINE CORP. EQUITY 131347106 835 170,789 SH SOLE 1 170,789
CAMBREX CORP. EQUITY 132011107 187 8,251 SH SOLE 1 8,251
CAMCO FINANCIAL CORP EQUITY 132618109 55 3,215 SH SOLE 1 3,215
CAMDEN NATL CORP EQUITY 133034108 101 3,414 SH SOLE 1 3,414
CAMDEN PROPERTY TRUST EQUITY 133131102 19 486 SH SOLE 1 486
CAMDEN PPTY TR SH BEN INT EQUITY 133131102 10059 261752 SH Sole 3 261752
CAMPBELL SOUP CO EQUITY 134429109 1813 68,400 SH DEFINED 2 68,400
CAMPBELL SOUP CO. EQUITY 134429109 4697 177,240 SH SOLE 1 177,240
CANDELA CORP EQUITY 136907102 42 3,293 SH SOLE 1 3,293
CANTEL MEDICAL CORP EQUITY 138098108 39 2,887 SH SOLE 1 2,887
CAPITAL AUTOMOTIVE REIT EQUITY 139733109 320 10,538 SH SOLE 1 10,538
CAPITAL CITY BANK GROUP, INC. EQUITY 139674105 143 3,744 SH SOLE 1 3,744
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CAPITAL ONE FINL CORP EQUITY 14040H105 29222 512,300 SH DEFINED 2 512,300
CAPITAL ONE FINL CORP COM EQUITY 14040H105 8744 153298 SH Sole 3 142200 11098
CAPITAL SOURCE INC. EQUITY 14055X102 5617 321000 SH Sole 3 310100 10900
CAPITOL BANCORP LTD EQUITY 14056D105 101 3,778 SH SOLE 1 3,778
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CAPSTEAD MORTGAGE CORP. EQUITY 14067E506 1310 105,397 SH SOLE 1 105,397
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CARBO CERAMICS INC EQUITY 140781105 159 4,388 SH SOLE 1 4,388
CARDIAC SCIENCE INC. EQUITY 141410209 91 21,983 SH SOLE 1 21,983
CARDINAL HEALTH INC EQUITY 14149Y108 13565 232,310 SH SOLE 1 232,310
Cardinal Health Inc EQUITY 14149Y108 1,168 20,000 SH DEFINED 4 20,000
CARDIODYNAMICS INTERNATIONAL EQUITY 141597104 64 14,187 SH SOLE 1 14,187
CAREER ED CORP EQUITY 141665109 2029 44,800 SH DEFINED 2 44,800
CAREER EDUCATION CORP EQUITY 141665109 6308 139,211 SH SOLE 1 139,211
CAREER EDUCATION CORP COM EQUITY 141665109 14482 319698 SH Sole 3 296600 23098
CAREMARK RX INC EQUITY 141705103 1575 69,700 SH DEFINED 2 69,700
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CARLISLE COS INC. EQUITY 142339100 1873 42,942 SH SOLE 1 42,942
CARMAX INC EQUITY 143130102 4747 145,353 SH SOLE 1 145,353
CARMIKE CINEMAS INC EQUITY 143436400 15 577 SH SOLE 1 577
CARNIVAL CORP EQUITY 143658300 8954 272,250 SH SOLE 1 272,250
CARNIVAL CORP EQUITY 143658300 18425 560,200 SH DEFINED 2 560,200
CARPENTER TECHNOLOGY CORP. EQUITY 144285103 847 39,528 SH SOLE 1 39,528
CARRAMERICA REALTY C EQUITY 144418100 22 749 SH SOLE 1 749
CARRAMERICA REALTY CORPORATION EQUITY 144418100 8826 295684 SH Sole 3 295684
CASCADE BANCORP EQUITY 147154108 91 5,372 SH SOLE 1 5,372
CASCADE CORP EQUITY 147195101 97 4,377 SH SOLE 1 4,377
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CASH AMERICA INTERNATIONAL EQUITY 14754D100 170 10,354 SH SOLE 1 10,354
CASUAL MALE RETAIL GROUP INC EQUITY 148711104 95 12,905 SH SOLE 1 12,905
CATALINA MARKETING CORP. EQUITY 148867104 1375 90,488 SH SOLE 1 90,488
CATAPULT COMM CORP EQUITY 149016107 29 2,392 SH SOLE 1 2,392
CATELLUS DEVELOPMENT EQUITY 149111106 31 1,261 SH SOLE 1 1,261
CATERPILLAR INC EQUITY 149123101 13345 193,859 SH DEFINED 2 193,859
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CATHAY BANCORP INC. EQUITY 149150104 293 6,620 SH SOLE 1 6,620
CATO CORP. CLASS A EQUITY 149205106 144 7,127 SH SOLE 1 7,127
CAVALRY BANCORP INC EQUITY 149547101 37 2,187 SH SOLE 1 2,187
CB BANCSHARES INC HAWA EQUITY 124785106 113 1,841 SH SOLE 1 1,841
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CBRL GROUP, INC. EQUITY 12489V106 2428 68,283 SH SOLE 1 68,283
CCBT FINANCIAL COMPANIES INC EQUITY 12500Q102 91 3,604 SH SOLE 1 3,604
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C-COR ELECTRONICS, INC. EQUITY 125010108 89 13,471 SH SOLE 1 13,471
CDI CORP. EQUITY 125071100 141 5,207 SH SOLE 1 5,207
CDW CORP EQUITY 12512N105 6998 121,485 SH SOLE 1 121,485
CEC ENTERTAINMENT, INC. EQUITY 125137109 392 9,989 SH SOLE 1 9,989
CELERA GENOMICS GROU EQUITY 038020202 360 30,774 SH SOLE 1 30,774
CELGENE CORP EQUITY 151020104 63 1,448 SH SOLE 1 1,448
CELGENE CORP EQUITY 151020104 2167 50,000 SH DEFINED 2 50,000
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CELLSTAR CORP COM NEW EQUITY 150925204 2638 333500 SH Sole 3 333500
CEMEX SA -SPONS ADR PART CER EQUITY 151290889 1331 53,335 SH SOLE 1 53,335
Cemig-Energetica De Minas Gerais-ADR EQUITY 204409601 268 14,500 SH SOLE 1 14,500
CENDANT CORP. EQUITY 151313103 10741 574,680 SH SOLE 1 574,680
CENTENE CORP DEL EQUITY 15135B101 230 7,580 SH SOLE 1 7,580
CENTENE CORP DEL EQUITY 15135B101 6832 224,800 SH DEFINED 2 224,800
CENTENE CORP. EQUITY 15135B101 13028 428700 SH Sole 3 422500 6200
CENTENNIAL CELLULAR CORP. EQUITY 15133V208 23 4,579 SH SOLE 1 4,579
CENTER BANCORP INC EQUITY 151408101 52 3,213 SH SOLE 1 3,213
CENTER FINANCIAL CORP EQUITY 15146E102 40 1,974 SH SOLE 1 1,974
CENTERPOINT ENERGY INC EQUITY 15189T107 1359 148,205 SH SOLE 1 148,205
CENTERPOINT PROPERTIES CORP. EQUITY 151895109 23 335 SH SOLE 1 335
CENTEX CONSTRUCTION PRODUCTION EQUITY 15231R109 125 2,788 SH SOLE 1 2,788
CENTEX CORP. EQUITY 152312104 2155 27,669 SH SOLE 1 27,669
CENTILLIUM COMMUNICATIONS EQUITY 152319109 88 12,514 SH SOLE 1 12,514
CENTILLIUM COMMUNICATIONS INC EQUITY 152319109 1908 269900 SH Sole 3 269900
CENTRAL COAST BANCORP EQUITY 153145107 59 3,480 SH SOLE 1 3,480
CENTRAL EURO DISTRIBUTION CP EQUITY 153435102 81 2,971 SH SOLE 1 2,971
CENTRAL GARDEN & PET C EQUITY 153527106 176 6,747 SH SOLE 1 6,747
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CENTRAL PARKING CORP. EQUITY 154785109 95 7,726 SH SOLE 1 7,726
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CENTURY ALUMINUM CO. EQUITY 156431108 56 5,266 SH SOLE 1 5,266
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CEPHEID EQUITY 15670R107 57 12,168 SH SOLE 1 12,168
CERADYNE INC EQUITY 156710105 79 3,069 SH SOLE 1 3,069
CERIDIAN CORP EQUITY 156779100 4002 214,952 SH SOLE 1 214,952
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CHARLES RIVER LABORATORIES EQUITY 159864107 1969 64,149 SH SOLE 1 64,149
CHARLES SCHWAB CORP. EQUITY 808513105 7606 638,600 SH SOLE 1 638,600
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CHECKFREE HOLDINGS CORP. EQUITY 162813109 2231 110,928 SH SOLE 1 110,928
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CHEROKEE INC DEL NEW EQUITY 16444H102 56 2,633 SH SOLE 1 2,633
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CHESAPEAKE ENERGY CORP. EQUITY 165167107 36 3,314 SH SOLE 1 3,314
CHESAPEAKE UTILITIES CORP EQUITY 165303108 55 2,382 SH SOLE 1 2,382
CHEVRONTEXACO CORP EQUITY 166764100 33576 469,930 SH SOLE 1 469,930
CHEVRONTEXACO CORPORATION EQUITY 166764100 97 1,362 SH DEFINED 2 1,362
CHICAGO MERCANTILE EXCHANGE EQUITY 167760107 6 83 SH SOLE 1 83
CHICAGO PIZZA & BREWER EQUITY 167889104 54 4,599 SH SOLE 1 4,599
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CHINA MOBILE HK LTD - SPON ADR EQUITY 16941M109 846 64,910 SH SOLE 1 64,910
CHINA PETROLEUM & CHEM-ADR EQUITY 16941R108 632 23,070 SH SOLE 1 23,070
CHINA UNICOM LTD SPONSORED ADR EQUITY 16945R104 14961 1804700 SH Sole 3 1743700 61000
CHIPPAC INC EQUITY 169657103 181 30,699 SH SOLE 1 30,699
CHIQUITA BRANDS INTL EQUITY 170032809 260 14,698 SH SOLE 1 14,698
CHIRON CORP EQUITY 170040109 15512 300,100 SH DEFINED 2 300,100
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CHOLESTECH CORP EQUITY 170393102 45 5,816 SH SOLE 1 5,816
CHRISTOPHER & BANKS CORPORATIO EQUITY 171046105 358 15,022 SH SOLE 1 15,022
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CIMAREX ENERGY CO EQUITY 171798101 348 17,736 SH SOLE 1 17,736
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CITIZENS BANKING CORP. EQUITY 174420109 488 18,485 SH SOLE 1 18,485
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CITY HOLDING CO. EQUITY 177835105 236 7,102 SH SOLE 1 7,102
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DTE ENERGY CO. EQUITY 233331107 2775 75,214 SH SOLE 1 75,214
DTE Energy Company EQUITY 233331107 4,504 122,100 SH DEFINED 4 122,100
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ENERGY EAST CORP EQUITY 29266M109 4582 204,300 SH SOLE 1 204,300
ENERGY PARTNERS LTD EQUITY 29270U105 100 8,992 SH SOLE 1 8,992
ENERGYSOUTH INC EQUITY 292970100 59 1,875 SH SOLE 1 1,875
ENERSIS SA ADR EQUITY 29274F104 1888 282,710 SH SOLE 1 282,710
ENGELHARD CORP. EQUITY 292845104 2391 86,404 SH SOLE 1 86,404
ENGINEERED SUPPORT SYSTEMS EQUITY 292866100 299 4,930 SH SOLE 1 4,930
ENNIS BUSINESS FORMS I EQUITY 293389102 94 6,977 SH SOLE 1 6,977
ENPRO INDUSTRIES INC EQUITY 29355X107 84 8,728 SH SOLE 1 8,728
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ENSCO INTL INC EQUITY 26874Q100 385 14,350 SH DEFINED 2 14,350
ENSCO INTL INC COM EQUITY 26874Q100 7879 293766 SH Sole 3 271100 22666
ENSTAR GROUP INC EQUITY 29358R107 51 1,292 SH SOLE 1 1,292
ENTEGRIS INC EQUITY 29362U104 255 22,550 SH SOLE 1 22,550
ENTEGRIS INC COM EQUITY 29362U104 16257 1438652 SH Sole 3 1389200 49452
ENTERASYS NETWORKS INC EQUITY 293637104 347 86,791 SH SOLE 1 86,791
ENTERCOM COMMUNICATIONS CORP. EQUITY 293639100 3222 71,892 SH SOLE 1 71,892
ENTERGY ARKANSAS INC EQUITY 29364G103 5340 98,610 SH SOLE 1 98,610
ENTERTAINMENT PROPERTIES TRUST EQUITY 29380T105 221 7,367 SH SOLE 1 7,367
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ENZO BIOCHEM, INC. EQUITY 294100102 188 9,618 SH SOLE 1 9,618
ENZON PHARMACEUTICALS INC EQUITY 293904108 216 18,567 SH SOLE 1 18,567
EOG RES INC COM EQUITY 26875P101 9327 223448 SH Sole 3 206400 17048
EOG RESOURCES INC EQUITY 26875P101 2157 51,682 SH SOLE 1 51,682
EON LABS INC EQUITY 29412E100 8 200 SH SOLE 1 200
EON LABS INC EQUITY 29412E100 2301 60,000 SH DEFINED 2 60,000
EON LABS INC COM EQUITY 29412E100 15302 399000 SH Sole 3 393100 5900
EPICOR SOFTWARE CORPORATION EQUITY 29426L108 146 16,159 SH SOLE 1 16,159
EPIQ SYSTEMS INC EQUITY 26882D109 92 5,439 SH SOLE 1 5,439
EPIX MEDICAL INC EQUITY 26881Q101 94 5,458 SH SOLE 1 5,458
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EQUIFAX, INC. EQUITY 294429105 1403 62,998 SH SOLE 1 62,998
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EQUITY OFFICE PROPERTIES TRUST EQUITY 294741103 18513 672,470 SH SOLE 1 672,470
EQUITY ONE INC EQUITY 294752100 200 11,744 SH SOLE 1 11,744
EQUITY RESIDENT PPTYS SH BEN I EQUITY 29476L107 19963 681807 SH Sole 3 681807
EQUITY RESIDENTIAL EQUITY 29476L107 3581 122,293 SH SOLE 1 122,293
ERESEARCHTECHNOLOGY IN EQUITY 29481V108 265 7,642 SH SOLE 1 7,642
ERICCSON 9LM0 TEL-SP ADR EQUITY 294821608 209 14,229 SH SOLE 1 14,229
ERIE INDEMNITY COMPA EQUITY 29530P102 15 379 SH SOLE 1 379
ESB FINANCIAL CORP EQUITY 26884F102 44 3,053 SH SOLE 1 3,053
ESCO ELECTRONICS CORP EQUITY 296315104 232 5,120 SH SOLE 1 5,120
ESPEED INC EQUITY 296643109 227 10,053 SH SOLE 1 10,053
ESPEED INC CL A EQUITY 296643109 9320 412200 SH Sole 3 405900 6300
ESPERION THERAPEUTICS INC (USD) EQUITY 29664R106 288 14,761 SH SOLE 1 14,761
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ESSEX PROPERTY TRUST, INC. EQUITY 297178105 445 7,093 SH SOLE 1 7,093
ESTEE LAUDER COMPANIES-CL A EQUITY 518439104 62 1,808 SH SOLE 1 1,808
ESTERLINE TECHNOLOGIES CORP. EQUITY 297425100 172 8,898 SH SOLE 1 8,898
ETHAN ALLEN INTERIOR EQUITY 297602104 17 471 SH SOLE 1 471
ETHYL CORP EQUITY 297659609 78 6,238 SH SOLE 1 6,238
EUNIVERSE INC EQUITY 298412107 10 4,538 SH SOLE 1 4,538
EURONET WORLDWIDE INC EQUITY 298736109 83 6,811 SH SOLE 1 6,811
EVEREST RE GROUP LTD COM EQUITY G3223R108 7884 104900 SH Sole 3 101300 3600
EVEREST RE GROUP, LTD EQUITY G3223R108 5780 76,900 SH SOLE 1 76,900
EVERGREEN RES INC COM NO PAR EQUITY 299900308 21566 798756 SH Sole 3 773048 25708
EVERGREEN RESOURCES, INC. EQUITY 299900308 446 16,526 SH SOLE 1 16,526
EVERTRUST FINANCIAL GROUP IN EQUITY 300412103 51 1,796 SH SOLE 1 1,796
EXACT SCIENCES CORP (USD) EQUITY 30063P105 84 6,245 SH SOLE 1 6,245
EXACTECH INC EQUITY 30064E109 42 2,532 SH SOLE 1 2,532
EXAR CORP. EQUITY 300645108 240 17,088 SH SOLE 1 17,088
EXCEL TECHNOLOGY EQUITY 30067T103 98 3,903 SH SOLE 1 3,903
EXCHANGE NATL BANCSHARES INC EQUITY 301309100 62 1,780 SH SOLE 1 1,780
EXELIXIS, INC. EQUITY 30161Q104 150 20,951 SH SOLE 1 20,951
EXPEDITORS INTERNATIONAL OF WA EQUITY 302130109 5286 153,658 SH SOLE 1 153,658
EXPRESS SCRIPTS INC EQUITY 302182100 9772 159800 SH Sole 3 153800 6000
EXPRESS SCRIPTS, INC. EQUITY 302182100 2465 40,329 SH SOLE 1 40,329
EXPRESSJET HOLDINGS IN EQUITY 30218U108 177 12,850 SH SOLE 1 12,850
EXTENDED STAY AMERICA INC EQUITY 30224P101 2386 159,819 SH SOLE 1 159,819
EXTREME NETWORK INC EQUITY 30226D106 261 41,230 SH SOLE 1 41,230
EXULT INC EQUITY 302284104 115 14,250 SH SOLE 1 14,250
EXXON MOBIL CORP EQUITY 30231G102 32057 875,748 SH DEFINED 2 875,748
EXXON MOBIL CORP. EQUITY 30231G102 166568 4,551,028 SH SOLE 1 4,551,028
F N B CORP VA EQUITY 302930102 68 2,480 SH SOLE 1 2,480
F5 NETWORKS INC EQUITY 315616102 183 9,496 SH SOLE 1 9,496
FACTSET RESEARCH SYSTEMS, INC. EQUITY 303075105 15 337 SH SOLE 1 337
FAIR ISSAC CORP EQUITY 303250104 3985 67,593 SH SOLE 1 67,593
FAIRCHILD CORP. CLASS A EQUITY 303698104 24 4,788 SH SOLE 1 4,788
FAIRCHILD SEMICONDUCTOR CORP. EQUITY 303726103 2722 164,165 SH SOLE 1 164,165
FALCONSTOR SOFTWARE INC EQUITY 306137100 90 14,519 SH SOLE 1 14,519
FAMILY DOLLAR STORES, INC. EQUITY 307000109 3070 76,969 SH SOLE 1 76,969
FARGO ELECTRONICS EQUITY 30744P102 61 4,911 SH SOLE 1 4,911
FARMER BROS. CO. EQUITY 307675108 101 317 SH SOLE 1 317
FARMERS CAPITAL BANK CORP EQUITY 309562106 83 2,561 SH SOLE 1 2,561
FASTENAL CO EQUITY 311900104 420 11,100 SH DEFINED 2 11,100
FASTENAL CO. EQUITY 311900104 4193 111,027 SH SOLE 1 111,027
FBL FINANCIAL GROUP, INC., CLASS A EQUITY 30239F106 123 4,990 SH SOLE 1 4,990
FEDERAL AGRIC MTG CORP EQUITY 313148306 90 3,332 SH SOLE 1 3,332
FEDERAL HOME LN MTG CORP EQUITY 313400301 942 18,000 SH DEFINED 2 18,000
FEDERAL NATIONAL MORTGAGE ASSO EQUITY 313586109 41189 586,732 SH SOLE 1 586,732
FEDERAL REALTY INVESTMENT TR. EQUITY 313747206 23 631 SH SOLE 1 631
FEDERAL SIGNAL CORP. EQUITY 313855108 1295 86,896 SH SOLE 1 86,896
FEDERATED DEPT STORES, INC. EQUITY 31410H101 3472 82,853 SH SOLE 1 82,853
FEDERATED INVESTORS EQUITY 314211103 1337 48,250 SH SOLE 1 48,250
FEDEX CORP EQUITY 31428X106 17461 271,000 SH DEFINED 2 271,000
FEDEX CORPORATION EQUITY 31428X106 8314 129,040 SH SOLE 1 129,040
FEI COMPANY EQUITY 30241L109 244 10,438 SH SOLE 1 10,438
FELCOR LODGING TRUST, INC. EQUITY 31430F101 216 20,888 SH SOLE 1 20,888
FERRO CORP. EQUITY 315405100 1531 71,666 SH SOLE 1 71,666
FFLC BANCORP INC EQUITY 30242W104 51 1,747 SH SOLE 1 1,747
FIDELITY BANKSHARES INC EQUITY 31604Q107 150 5,654 SH SOLE 1 5,654
FIDELITY NATIONAL FINANCIAL EQUITY 316326107 5669 188,603 SH SOLE 1 188,603
FIDELITY NATL INFO SOLUTIONS EQUITY 31620P109 135 5,418 SH SOLE 1 5,418
FIFTH THIRD BANCORP EQUITY 316773100 13662 245,980 SH SOLE 1 245,980
FILENET CORP. EQUITY 316869106 292 14,526 SH SOLE 1 14,526
FINANCIAL FEDERAL CORP. EQUITY 317492106 189 6,211 SH SOLE 1 6,211
FINANCIAL INDS CORP EQUITY 317574101 48 3,376 SH SOLE 1 3,376
FINCANCIAL INSTITUTIONS INC EQUITY 317585404 78 3,564 SH SOLE 1 3,564
FINDWHAT.COM EQUITY 317794105 83 4,786 SH SOLE 1 4,786
FINISAR CORPORATION EQUITY 31787A101 135 58,877 SH SOLE 1 58,877
FINISH LINE, INC. EQUITY 317923100 197 7,507 SH SOLE 1 7,507
FINLAY ENTERPRISES INC. EQUITY 317884203 39 2,652 SH SOLE 1 2,652
FIRST ALBANY COMPANIES INC EQUITY 318465101 38 2,987 SH SOLE 1 2,987
FIRST AMERICAN CAP TRUST CLASS A EQUITY 318522307 2703 108,568 SH SOLE 1 108,568
FIRST BANCORP NORTH CAROLINA EQUITY 318910106 89 3,177 SH SOLE 1 3,177
FIRST BANCORP/PUERTO RICO EQUITY 318672102 18 597 SH SOLE 1 597
FIRST BUSEY CORP EQUITY 319383105 97 3,763 SH SOLE 1 3,763
FIRST CHARTER CORP. EQUITY 319439105 249 12,713 SH SOLE 1 12,713
FIRST CITIZENS BANC CORP EQUITY 319459202 47 1,784 SH SOLE 1 1,784
FIRST CITIZENS BANCSHARES, INC CLASS EQUITY 31946M103 276 2,607 SH SOLE 1 2,607
FIRST CMNTY BANCORP CA EQUITY 31983B101 177 5,278 SH SOLE 1 5,278
FIRST COMMONWEALTH FINANCIAL EQUITY 319829107 332 25,210 SH SOLE 1 25,210
FIRST COMMUNITY BANCSHARES INC EQUITY 31983A103 144 4,089 SH SOLE 1 4,089
FIRST CONSULTING GROUP, INC. EQUITY 31986R103 41 8,138 SH SOLE 1 8,138
FIRST DATA CORP EQUITY 319963104 1119 28,000 SH DEFINED 2 28,000
FIRST DATA CORP. EQUITY 319963104 17664 236,240 SH SOLE 1 236,240
FIRST DEFIANCE FINL CO EQUITY 32006W106 49 2,102 SH SOLE 1 2,102
FIRST ESSEX BANCORP INC EQUITY 320103104 145 2,855 SH SOLE 1 2,855
FIRST FED FINL OF KENTUCKY EQUITY 319961108 41 1,352 SH SOLE 1 1,352
FIRST FEDERAL CAPITAL CORP. EQUITY 319960100 150 7,283 SH SOLE 1 7,283
FIRST FINANCIAL BANCORP EQUITY 320209109 204 13,837 SH SOLE 1 13,837
FIRST FINANCIAL BANKSHARES EQUITY 32020R109 216 5,848 SH SOLE 1 5,848
FIRST FINANCIAL CORP. EQUITY 320218100 175 2,898 SH SOLE 1 2,898
FIRST FINANCIAL HOLDINGS, INC. EQUITY 320239106 163 5,407 SH SOLE 1 5,407
FIRST HEALTH GROUP CORP EQUITY 320960107 2806 107,300 SH DEFINED 2 107,300
FIRST HEALTH GROUP CORP. EQUITY 320960107 3667 139,661 SH SOLE 1 139,661
FIRST HORIZON PHARMACEUTICAL EQUITY 32051K106 55 8,655 SH SOLE 1 8,655
FIRST INDIANA CORP. EQUITY 32054R108 92 4,955 SH SOLE 1 4,955
FIRST INDUSTRIAL REALITY TRUST EQUITY 32054K103 1364 42,537 SH SOLE 1 42,537
FIRST INDUSTRIAL RLTY COM EQUITY 32054K103 11215 349700 SH Sole 3 349700
FIRST M & F CORP EQUITY 320744105 52 1,459 SH SOLE 1 1,459
FIRST MERCHANTS CORP. EQUITY 320817109 201 7,857 SH SOLE 1 7,857
FIRST MIDWEST BANCORP, INC. EQUITY 320867104 20 672 SH SOLE 1 672
FIRST NATL CORP ORANGE EQUITY 320942105 87 3,271 SH SOLE 1 3,271
FIRST NIAGARA FINANCIAL GRP EQUITY 33582V108 456 30,228 SH SOLE 1 30,228
FIRST OAK BROOK BANCSH EQUITY 335847208 68 2,732 SH SOLE 1 2,732
FIRST OF LONG ISLAND CORP EQUITY 320734106 54 1,436 SH SOLE 1 1,436
FIRST PLACE FINANCIAL CORP EQUITY 33610T109 90 5,073 SH SOLE 1 5,073
FIRST REPUBLIC BANK EQUITY 336158100 137 4,451 SH SOLE 1 4,451
FIRST SENTINEL BANCORP INC EQUITY 33640T103 169 9,451 SH SOLE 1 9,451
FIRST SOUTH BANCORP IN EQUITY 33646W100 42 1,317 SH SOLE 1 1,317
FIRST ST BANCORPORATIO EQUITY 336453105 94 3,169 SH SOLE 1 3,169
FIRST TENNESSEE NATIONAL CORP. EQUITY 337162101 2389 56,263 SH SOLE 1 56,263
FIRST UNITED CORP EQUITY 33741H107 59 2,600 SH SOLE 1 2,600
FIRSTBANK CORP/ALMA MICH EQUITY 33761G104 73 2,307 SH SOLE 1 2,307
FIRSTENERGY CORP. EQUITY 337932107 4491 140,780 SH SOLE 1 140,780
FIRSTFED AMER BANCORP EQUITY 337929103 139 6,268 SH SOLE 1 6,268
FIRSTFED FINANCIAL CORP. EQUITY 337907109 286 7,252 SH SOLE 1 7,252
FIRSTMERIT CORP. EQUITY 337915102 2927 118,313 SH SOLE 1 118,313
FISERV INC EQUITY 337738108 402 11,100 SH DEFINED 2 11,100
FISERV INC COM EQUITY 337738108 10546 291096 SH Sole 3 268200 22896
FISERV, INC. EQUITY 337738108 5128 141,307 SH SOLE 1 141,307
FISHER COMMUNICATIONS INC EQUITY 337756209 99 2,103 SH SOLE 1 2,103
FISHER SCIENTIFIC INT'L., INC. EQUITY 338032204 28 713 SH SOLE 1 713
FLAG FINANCIAL CORP EQUITY 33832H107 38 2,806 SH SOLE 1 2,806
FLAGSTAR BANCORP, INC. EQUITY 337930101 287 12,485 SH SOLE 1 12,485
Fleet Boston Financial Corp EQUITY 339030108 1,508 50,000 SH DEFINED 4 50,000
FLEETBOSTON FINANCIAL CORP. EQUITY 339030108 47327 1,569,734 SH SOLE 1 1,569,734
FLEETWOOD ENTERPRISES, INC. EQUITY 339099103 142 15,353 SH SOLE 1 15,353
FLEXTRONICS INTERNATIONAL LTD EQUITY Y2573F102 526 37,010 SH SOLE 1 37
FLIR SYS INC EQUITY 302445101 12023 469282 SH Sole 3 455100 14182
FLIR SYSTEMS INC (USD) EQUITY 302445101 358 14,086 SH SOLE 1 14,086
FLORIDA EAST COAST INDUSTRIES EQUITY 340632108 180 6,245 SH SOLE 1 6,245
FLORIDA ROCK INDUSTRIES, INC. EQUITY 341140101 15 303 SH SOLE 1 303
FLORIDAFIRST BANCORP INC EQUITY 343258109 60 2,297 SH SOLE 1 2,297
FLOWERS FOODS INC EQUITY 343498101 306 13,423 SH SOLE 1 13,423
FLOWSERVE CORP. EQUITY 34354P105 1963 96,681 SH SOLE 1 96,681
FLUOR CORP EQUITY 343412102 1401 37,524 SH SOLE 1 37,524
FLUSHING FINANCIAL CORP EQUITY 343873105 84 4,049 SH SOLE 1 4,049
FMC CORP. EQUITY 302491303 1611 63,936 SH SOLE 1 63,936
FMC TECHNOLOGIES INC EQUITY 30249U101 1983 92,599 SH SOLE 1 92,599
FMC TECHNOLOGIES INC COM EQUITY 30249U101 19264 899364 SH Sole 3 886264 13100
FMS FINANCIAL CORP EQUITY 302509104 27 1,612 SH SOLE 1 1,612
FNB CORP. EQUITY 302520101 23 666 SH SOLE 1 666
FNB CORP/NORTH CAROLINA EQUITY 302519103 53 2,110 SH SOLE 1 2,110
FOOT LOCKER INC EQUITY 344849104 33 2,046 SH SOLE 1 2,046
FOOT LOCKER INC EQUITY 344849104 2216 136,800 SH DEFINED 2 136,800
FOOTHILL INDEPENDENT BANCORP EQUITY 344905104 42 1,960 SH SOLE 1 1,960
FOOTSTAR, INC. EQUITY 344912100 55 8,180 SH SOLE 1 8,180
FORD MOTOR CO. EQUITY 345370860 8575 796,180 SH SOLE 1 796,180
FORD MTR CO DEL EQUITY 345370860 8720 809,700 SH DEFINED 2 809,700
FOREST CITY ENTERPRISES, INC. CLASS A EQUITY 345550107 18 418 SH SOLE 1 418
FOREST LABORATORIES, INC. EQUITY 345838106 8163 158,660 SH SOLE 1 158,660
FOREST OIL CORP EQUITY 346091705 2228 93,028 SH SOLE 1 93,028
FOREST OIL CORP COM PAR $0.01 EQUITY 346091705 16413 685290 SH Sole 3 666000 19290
FORRESTER RESEARCH, INC. EQUITY 346563109 85 5,918 SH SOLE 1 5,918
FORTUNE BRANDS, INC. EQUITY 349631101 3681 64,867 SH SOLE 1 64,867
FORWARD AIR CORP EQUITY 349853101 129 4,654 SH SOLE 1 4,654
FOSSIL, INC. EQUITY 349882100 251 10,309 SH SOLE 1 10,309
FOUNDRY NETWORKS INC EQUITY 35063R100 40 1,856 SH SOLE 1 1,856
FOUNDRY NETWORKS INC EQUITY 35063R100 5272 245,100 SH DEFINED 2 245,100
FOX ENTMT GROUP INC EQUITY 35138T107 2441 87,200 SH DEFINED 2 87,200
FPL Group Inc EQUITY 302571104 3,160 50,000 SH DEFINED 4 50,000
FPL GROUP, INC. EQUITY 302571104 5018 79,400 SH SOLE 1 79,400
FRANKLIN ELECTRIC CO., INC. EQUITY 353514102 158 2,845 SH SOLE 1 2,845
FRANKLIN FINL CORP TEN EQUITY 353523202 43 1,406 SH SOLE 1 1,406
FRANKLIN RESOURCES, INC. EQUITY 354613101 4903 110,910 SH SOLE 1 110,910
FREDDIE MAC EQUITY 313400301 17937 342,630 SH SOLE 1 342,630
FREDS INC CL A EQUITY 356108100 16421 498200 SH Sole 3 479700 18500
FRED'S INC. EQUITY 356108100 512 15,534 SH SOLE 1 15,534
FREEMARKETS INC EQUITY 356602102 123 15,817 SH SOLE 1 15,817
FREEPORT MCMORAN COPPER + EQUITY 35671D857 8550 258,300 SH DEFINED 2 258,300
FREEPORT-MCMORAN COPPER & GOLD CLASS EQUITY 35671D857 2473 74,704 SH SOLE 1 74,704
FREMONT GENERAL CORP. EQUITY 357288109 331 26,015 SH SOLE 1 26,015
FRIEDMAN BILLINGS RAMSEY-A EQUITY 358434108 6585 381,749 SH SOLE 1 381,749
FRIEDMAN'S, INC., CLASS A EQUITY 358438109 101 7,219 SH SOLE 1 7,219
FRONTIER AIRLINES, INC. EQUITY 359065109 208 12,670 SH SOLE 1 12,670
FRONTIER FINANCIAL CORP. EQUITY 35907K105 196 6,564 SH SOLE 1 6,564
FRONTIER OIL CORP. EQUITY 35914P105 164 11,164 SH SOLE 1 11,164
FTD INC-CL A EQUITY 30265Q109 30 1,310 SH SOLE 1 1,310
FTI CONSULTING INC EQUITY 302941109 305 17,600 SH SOLE 1 17,600
FUELCELL ENERGY INC EQUITY 35952H106 170 14,519 SH SOLE 1 14,519
FULTON FIN CORP EQUITY 360271100 31 1,524 SH SOLE 1 1,524
FURNITURE BRANDS INTERNATIONAL EQUITY 360921100 1879 77,967 SH SOLE 1 77,967
FURNITURE BRANDS INTL INC EQUITY 360921100 6387 265,000 SH DEFINED 2 265,000
G & K SERVICES, INC. CLASS A EQUITY 361268105 254 7,264 SH SOLE 1 7,264
G A P INC EQUITY 364760108 58 3,375 SH DEFINED 2 3,375
GA FINANCIAL INC EQUITY 361437106 48 1,787 SH SOLE 1 1,787
GABELLI ASSET MANAGEMENT, INC. EQUITY 36239Y102 99 2,782 SH SOLE 1 2,782
GABLES RESIDENTIAL TRUST EQUITY 362418105 339 10,500 SH SOLE 1 10,500
Gallagher Arthur J EQUITY 363576109 995 35,200 SH DEFINED 4 35,200
GALLAGHER, ARTHUR J & CO EQUITY 363576109 19728 697,597 SH SOLE 1 697,597
GALYANS TRADING INC EQUITY 36458R101 29 2,848 SH SOLE 1 2,848
GAMESTOP CORP EQUITY 36466R101 143 9,001 SH SOLE 1 9,001
GANNETT CO., INC. EQUITY 364730101 9047 116,650 SH SOLE 1 116,650
GAP, INC. EQUITY 364760108 6735 393,380 SH SOLE 1 393,380
GARDNER DENVER, INC. EQUITY 365558105 144 6,854 SH SOLE 1 6,854
GARTNER INC. EQUITY 366651206 1174 107,800 SH SOLE 1 107,800
GARTNER INC. CLASS A EQUITY 366651107 368 33,364 SH SOLE 1 33,364
GATEWAY, INC. EQUITY 367626108 1317 232,765 SH SOLE 1 232,765
GATX CORP. EQUITY 361448103 1817 85,921 SH SOLE 1 85,921
GAYLORD ENTERTAINMENT CO. EQUITY 367905106 129 5,269 SH SOLE 1 5,269
GB&T BANCSHARES INC EQUITY 361462104 42 1,900 SH SOLE 1 1,900
GBC BANCORP EQUITY 361475106 126 3,297 SH SOLE 1 3,297
GCI, INC. EQUITY 369385109 157 18,847 SH SOLE 1 18,847
GEMSTAR-TV GUIDE INTERNATIONAL EQUITY 36866W106 14 2,966 SH SOLE 1 2,966
GENCORP, INC. EQUITY 368682100 120 13,399 SH SOLE 1 13,399
GENE LOGIC, INC. EQUITY 368689105 62 13,269 SH SOLE 1 13,269
GENENCOR INTERNATIONAL INC EQUITY 368709101 57 3,654 SH SOLE 1 3,654
GENENTECH INC EQUITY 368710406 66 820 SH DEFINED 2 820
GENENTECH, INC. EQUITY 368710406 313 3,910 SH SOLE 1 3,910
GENERAL BINDING CORP EQUITY 369154109 27 2,590 SH SOLE 1 2,590
GENERAL CABLE CORP. EQUITY 369300108 113 14,176 SH SOLE 1 14,176
General Dynamics EQUITY 369550108 1,952 25,000 SH DEFINED 4 25,000
GENERAL DYNAMICS CORP. EQUITY 369550108 10087 129,215 SH SOLE 1 129,215
GENERAL ELEC CO EQUITY 369604103 51149 1,715,805 SH DEFINED 2 1,715,805
General Elec Co EQUITY 369604103 1,640 55,000 SH DEFINED 4 55,000
GENERAL ELECTRIC CO. EQUITY 369604103 195436 6,556,040 SH SOLE 1 6,556,040
GENERAL GROWTH PROPE EQUITY 370021107 65 907 SH SOLE 1 907
GENERAL MILLS, INC. EQUITY 370334104 10158 215,800 SH SOLE 1 215,800
GENERAL MOTORS CORP. EQUITY 370442105 9925 242,480 SH SOLE 1 242,480
GENERAL MTRS CORP EQUITY 370442105 9819 239,907 SH DEFINED 2 239,907
GENESCO, INC. EQUITY 371532102 149 9,290 SH SOLE 1 9,290
GENESEE & WYO INC EQUITY 371559105 123 5,203 SH SOLE 1 5,203
GENESIS HEALTH VENTURES INC EQUITY 37183F107 1956 80,785 SH SOLE 1 80,785
GENESIS MICROCHIP INC EQUITY 37184C103 150 13,325 SH SOLE 1 13,325
GEN-PROBE INC EQUITY 36866T103 551 10,170 SH SOLE 1 10,170
GEN-PROBE INC NEW COM EQUITY 36866T103 26105 481900 SH Sole 3 474600 7300
GENTA INC EQUITY 37245M207 254 20,058 SH SOLE 1 20,058
GENTA INC EQUITY 37245M207 1267 100,000 SH DEFINED 2 100,000
GENTEX CORP. EQUITY 371901109 3921 112,563 SH SOLE 1 112,563
GENTIVA HEALTH SERVICES EQUITY 37247A102 123 10,679 SH SOLE 1 10,679
GENUINE PARTS CO EQUITY 372460105 9204 287,790 SH DEFINED 2 287,790
GENUINE PARTS CO. EQUITY 372460105 2486 77,749 SH SOLE 1 77,749
GENZYME CORP EQUITY 372917104 16307 352,120 SH SOLE 1 352,120
GENZYME CORP EQUITY 372917104 16655 360,100 SH DEFINED 2 360,100
GEORGIA GULF CORP. EQUITY 373200203 278 11,901 SH SOLE 1 11,901
GEORGIA-PACIFIC CORP. EQUITY 373298108 2825 116,532 SH SOLE 1 116,532
GERBER SCIENTIFIC, INC. EQUITY 373730100 63 8,915 SH SOLE 1 8,915
GERMAN AMERICAN BANCORP EQUITY 373865104 66 3,779 SH SOLE 1 3,779
GERON CORP EQUITY 374163103 175 12,813 SH SOLE 1 12,813
GETTY IMAGES INC COM EQUITY 374276103 17567 499638 SH Sole 3 483100 16538
GETTY IMAGES, INC. EQUITY 374276103 20 559 SH SOLE 1 559
GETTY REALTY CORP. EQUITY 374297109 163 6,661 SH SOLE 1 6,661
GEVITY HR INC EQUITY 374393106 86 5,857 SH SOLE 1 5,857
GIBRALTAR STEEL CORP. EQUITY 37476F103 88 4,040 SH SOLE 1 4,040
GILEAD SCIENCES INC EQUITY 375558103 13434 240,200 SH DEFINED 2 240,200
GILEAD SCIENCES INC COM EQUITY 375558103 4295 76800 SH Sole 3 74200 2600
GILEAD SCIENCES, INC. EQUITY 375558103 16377 292,240 SH SOLE 1 292,240
GILLETTE CO. EQUITY 375766102 18656 583,380 SH SOLE 1 583,380
GLACIER BANCORP, INC. EQUITY 37637Q105 209 7,624 SH SOLE 1 7,624
GLADSTONE CAPITAL CORP EQUITY 376535100 73 3,741 SH SOLE 1 3,741
GLATFELTER, P.H. CO. EQUITY 377316104 940 79,756 SH SOLE 1 79,756
GLAXO PLC EQUITY 37733W105 118 2,765 SH DEFINED 2 2,765
GLENBOROUGH REALITY TRUST, INC EQUITY 37803P105 466 24,697 SH SOLE 1 24,697
GLIMCHER REALITY TRUST EQUITY 379302102 277 13,149 SH SOLE 1 13,149
GLOBAL IMAGING SYSTEMS COM EQUITY 37934A100 16060 652832 SH Sole 3 630400 22432
GLOBAL IMAGING SYSTEMS, INC. EQUITY 37934A100 156 6,326 SH SOLE 1 6,326
GLOBAL INDUSTRIES LT EQUITY 379336100 139 30,400 SH SOLE 1 30,400
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GLOBAL POWER EQUIPME EQUITY 37941P108 55 10,487 SH SOLE 1 10,487
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GOLD BANK CORP., INC. EQUITY 379907108 183 15,051 SH SOLE 1 15,051
GOLDEN TELECOM INC EQUITY 38122G107 146 5,351 SH SOLE 1 5,351
GOLDEN WEST FINANCIAL CORP. EQUITY 381317106 5895 65,860 SH SOLE 1 65,860
GOLDEN WEST FINL CORP DEL EQUITY 381317106 2551 28,500 SH DEFINED 2 28,500
GOLDMAN SACHS GROUP INC EQUITY 38141G104 60241 718,015 SH SOLE 1 718,015
GOLDMAN SACHS GROUP INC EQUITY 38141G104 20115 239,750 SH DEFINED 2 239,750
GOODRICH CORP. EQUITY 382388106 1273 52,506 SH SOLE 1 52,506
GOODYEAR TIRE & RUBBER CO. EQUITY 382550101 921 140,188 SH SOLE 1 140,188
GOODYS FAMILY CLOTHING EQUITY 382588101 77 7,859 SH SOLE 1 7,859
GORMAN RUPP CO COM EQUITY 383082104 71 3,129 SH SOLE 1 3,129
GPO TELEVISA SA ADR-REPR 20 EQUITY 40049J206 2955 80,760 SH SOLE 1 80,760
GRACE, W.R. & CO. EQUITY 38388F108 166 53,513 SH SOLE 1 53,513
GRACO INC EQUITY 384109104 1543 41,100 SH DEFINED 2 41,100
GRACO, INC. EQUITY 384109104 2416 64,343 SH SOLE 1 64,343
GRAFTECH INTERNATIONAL LTD EQUITY 384313102 184 22,939 SH SOLE 1 22,939
GRANITE CONSTRUCTION, INC. EQUITY 387328107 1337 71,585 SH SOLE 1 71,585
GRANT PRIDECO INC EQUITY 38821G101 1733 170,100 SH SOLE 1 170,100
GRANT PRIDECO INC EQUITY 38821G101 115 11,300 SH DEFINED 2 11,300
GRAY TELEVISION INC EQUITY 389375106 199 17,043 SH SOLE 1 17,043
GREAT AMERICAN FINANCIAL RES EQUITY 389915109 41 2,876 SH SOLE 1 2,876
GREAT ATLANTIC & PACIFIC TEA EQUITY 390064103 51 6,318 SH SOLE 1 6,318
GREAT LAKES CHEM CORP. EQUITY 390568103 751 37,361 SH SOLE 1 37,361
GREAT LAKES REIT, INC. EQUITY 390752103 97 6,065 SH SOLE 1 6,065
GREAT PLAINS ENERGY INC EQUITY 391164100 2941 96,998 SH SOLE 1 96,998
GREAT SOUTHERN BANCORP, INC. EQUITY 390905107 94 2,417 SH SOLE 1 2,417
GREATER BAY BANCORP EQUITY 391648102 1935 92,953 SH SOLE 1 92,953
GREATER COMMUNITY BANCORP EQUITY 39167M108 35 2,206 SH SOLE 1 2,206
GREEN MOUNTAIN COFFEE ROASTE EQUITY 393122106 30 1,513 SH SOLE 1 1,513
GREENBRIER COMPANIES INC EQUITY 393657101 31 2,292 SH SOLE 1 2,292
GREENE COUNTY BANCSHARES INC EQUITY 394361208 60 2,500 SH SOLE 1 2,500
GREENPOINT FINANCIAL CORP. EQUITY 395384100 5739 192,213 SH SOLE 1 192,213
GREIF INC CL A EQUITY 397624107 143 5,505 SH SOLE 1 5,505
GREY GLOBAL GROUP INC EQUITY 39787M108 285 375 SH SOLE 1 375
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GRIFFON CORP. EQUITY 398433102 172 9,595 SH SOLE 1 9,595
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GROUP 1 SOFTWARE INC EQUITY 39943Y103 69 3,844 SH SOLE 1 3,844
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GTC BIOTHERAPEUTICS INC EQUITY 36238T104 31 9,877 SH SOLE 1 9,877
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GUIDANT CORP. EQUITY 401698105 10792 230,360 SH SOLE 1 230,360
GUILFORD PHARMACEUTICALS INC EQUITY 401829106 60 9,678 SH SOLE 1 9,678
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Gulfterra Energy Partners EQUITY 40274U108 1,404 35,000 SH DEFINED 4 35,000
GUNDLE/SLT ENVIRONMENTAL INC EQUITY 402809107 35 2,300 SH SOLE 1 2,300
GYMBOREE CORP EQUITY 403777105 1712 121,500 SH DEFINED 2 121,500
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H.B. FULLER CO. EQUITY 359694106 294 12,127 SH SOLE 1 12,127
HAEMONETICS CORP. EQUITY 405024100 161 6,823 SH SOLE 1 6,823
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HALLIBURTON CO. EQUITY 406216101 4701 193,870 SH SOLE 1 193,870
HALLIBURTON COMPANY EQUITY 406216101 85 3,510 SH DEFINED 2 3,510
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HANCOCK HOLDING CO. EQUITY 410120109 282 5,719 SH SOLE 1 5,719
HANDLEMAN CO. EQUITY 410252100 172 10,187 SH SOLE 1 10,187
HANDSPRING INC EQUITY 410293104 28 24,395 SH SOLE 1 24,395
HANGER ORTHOPEDIC GROUP EQUITY 41043F208 136 8,838 SH SOLE 1 8,838
HANMI FINL CORP EQUITY 410495105 79 3,957 SH SOLE 1 3,957
HANOVER COMPRESSOR COMPANY EQUITY 410768105 1219 123,142 SH SOLE 1 123,142
HARBOR FLORIDA BANCSHARES EQUITY 411901101 239 8,952 SH SOLE 1 8,952
HARLAND, JOHN H. CO. EQUITY 412693103 314 11,873 SH SOLE 1 11,873
HARLEY-DAVIDSON FUNDING EQUITY 412822108 6414 133,070 SH SOLE 1 133,070
HARLEYSVILLE GROUP, INC. EQUITY 412824104 300 12,882 SH SOLE 1 12,882
HARLEYSVILLE NATIONAL CORP. EQUITY 412850109 238 10,159 SH SOLE 1 10,159
HARMAN INT'L INDUSTRIES, INC. EQUITY 413086109 46 465 SH SOLE 1 465
HARMONIC INC. EQUITY 413160102 162 25,833 SH SOLE 1 25,833
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HARRIS CORP. EQUITY 413875105 3331 93,059 SH SOLE 1 93,059
HARRIS INTERACTIVE INC EQUITY 414549105 128 18,143 SH SOLE 1 18,143
HARRIS INTERACTIVE INC COM EQUITY 414549105 8751 1243000 SH Sole 3 1229500 13500
HARSCO CORP. EQUITY 415864107 2196 57,085 SH SOLE 1 57,085
HARTE-HANKS COMMUNICATIONS EQUITY 416196103 2288 124,071 SH SOLE 1 124,071
HARTFORD FINANCIAL SVCS GROUP EQUITY 416515104 63994 1,215,929 SH SOLE 1 1,215,929
HARVEST NATURAL RESOUR EQUITY 41754V103 93 15,045 SH SOLE 1 15,045
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HAVERTY FURNITURE COMPANIES EQUITY 419596101 123 6,754 SH SOLE 1 6,754
HAWAIIAN ELECTRIC INDUSTRIES, EQUITY 419870100 2880 66,166 SH SOLE 1 66,166
HAWTHORNE FINL CORP EQUITY 420542102 132 3,282 SH SOLE 1 3,282
HCA INC. EQUITY 404119109 9782 265,390 SH SOLE 1 265,390
HCC INSURANCE HOLDINGS, INC. EQUITY 404132102 2596 89,282 SH SOLE 1 89,282
HEADWATERS INC EQUITY 42210P102 179 11,118 SH SOLE 1 11,118
HEALTH CARE PPTY INVS COM EQUITY 421915109 9282 198768 SH Sole 3 198768
HEALTH CARE PPTYS INVEST INC EQUITY 421915109 41 880 SH SOLE 1 880
Health Care Prop Investors EQUITY 421915109 2,102 45,000 SH DEFINED 4 45,000
HEALTH CARE REIT, INC. EQUITY 42217K106 532 17,238 SH SOLE 1 17,238
HEALTH MANAGEMENT ASSOC. EQUITY 421933102 2751 126,124 SH SOLE 1 126,124
HEALTH NET INC. CLASS A EQUITY 42222G108 5160 162,932 SH SOLE 1 162,932
Healthcare Realty Trust EQUITY 421946104 2,079 65,000 SH DEFINED 4 65,000
HEALTHCARE REALTY TRUST, INC. EQUITY 421946104 19 606 SH SOLE 1 606
HEALTHCARE SVCS GRP IN EQUITY 421906108 66 3,999 SH SOLE 1 3,999
HEALTHEXTRAS INC EQUITY 422211102 212 24,640 SH SOLE 1 24,640
HEARST-ARGYLE TELEVI EQUITY 422317107 11 438 SH SOLE 1 438
HEARTLAND EXPRESS INC EQUITY 422347104 662 27,544 SH DEFINED 2 27,544
HEARTLAND EXPRESS, INC. EQUITY 422347104 310 12,925 SH SOLE 1 12,925
HEARTLAND FINANCIAL USA INC EQUITY 42234Q102 74 2,652 SH SOLE 1 2,652
HECLA MNG CO EQUITY 422704106 245 46,739 SH SOLE 1 46,739
HEICO CORP. EQUITY 422806109 76 5,605 SH SOLE 1 5,605
HEIDRICK & STRUGGLES INT'L EQUITY 422819102 118 6,957 SH SOLE 1 6,957
HELEN OF TROY CORP LTD COM EQUITY G4388N106 50672 2092158 SH Sole 3 2055200 36958
HELIX TECHNOLOGY CORP. EQUITY 423319102 182 11,151 SH SOLE 1 11,151
HELMERICH & PAYNE, INC. EQUITY 423452101 3139 120,092 SH SOLE 1 120,092
HENRY JACK & ASSOCIATES EQUITY 426281101 2142 123,164 SH SOLE 1 123,164
HENRY SCHEIN INC EQUITY 806407102 3607 63,604 SH SOLE 1 63,604
HERCULES, INC. EQUITY 427056106 1080 95,311 SH SOLE 1 95,311
HERITAGE COMMERCE CORP EQUITY 426927109 52 4,799 SH SOLE 1 4,799
HERITAGE FINANCIAL CORP EQUITY 42722X106 50 2,303 SH SOLE 1 2,303
HERITAGE PPTY INVT TR COM EQUITY 42725M107 7991 276700 SH Sole 3 276700
HERITAGE PROPERTY INVESTMENT EQUITY 42725M107 228 7,908 SH SOLE 1 7,908
HERLEY INDS INC DEL EQUITY 427398102 81 4,643 SH SOLE 1 4,643
HERMAN MILLER, INC. EQUITY 600544100 15107 663,443 SH SOLE 1 663,443
HERSHEY FOODS CORP. EQUITY 427866108 4550 62,601 SH SOLE 1 62,601
HEWITT ASSOCIATES INC-CL A EQUITY 42822Q100 7 304 SH SOLE 1 304
HEWLETT PACKARD CO EQUITY 428236103 13610 702,987 SH DEFINED 2 702,987
HEWLETT PACKARD CO. EQUITY 428236103 41902 2,164,381 SH SOLE 1 2,164,381
HEXCEL CORP. EQUITY 428291108 56 9,487 SH SOLE 1 9,487
HIBBETT SPORTING GOODS, INC. EQUITY 428565105 112 4,666 SH SOLE 1 4,666
HIBERNIA CORP EQUITY 428656102 5582 275,500 SH DEFINED 2 275,500
HIBERNIA CORP. CLASS A EQUITY 428656102 4432 218,766 SH SOLE 1 218,766
HICKORY TECH CORP EQUITY 429060106 64 5,524 SH SOLE 1 5,524
HIGHWOODS PPTYS INC COM EQUITY 431284108 13987 586200 SH Sole 3 586200
HIGHWOODS PROPERTIES, INC. EQUITY 431284108 545 22,852 SH SOLE 1 22,852
HILB, ROGAL & HAMILTON CO. EQUITY 431294107 398 12,832 SH SOLE 1 12,832
HILLENBRAND INDUSTRIES, INC. EQUITY 431573104 4879 86,481 SH SOLE 1 86,481
HILTON HOTELS CORP EQUITY 432848109 2738 168,791 SH SOLE 1 168,791
HILTON HOTELS CORP EQUITY 432848109 9802 604,300 SH DEFINED 2 604,300
HI-TECH PHARMACAL CO INC EQUITY 42840B101 45 1,899 SH SOLE 1 1,899
HOLLINGER INTERNATIONAL, INC. EQUITY 435569108 221 17,923 SH SOLE 1 17,923
HOLLIS-EDEN PHARMACEUTICALS EQUITY 435902101 71 2,920 SH SOLE 1 2,920
HOLLY CORP. EQUITY 435758305 104 4,217 SH SOLE 1 4,217
HOLLYWOOD ENTERTAINMENT CORP. EQUITY 436141105 386 22,705 SH SOLE 1 22,705
HOLLYWOOD PARK, INC. EQUITY 723456109 64 9,184 SH SOLE 1 9,184
HOLOGIC INC EQUITY 436440101 114 8,412 SH SOLE 1 8,412
HOME DEPOT INC EQUITY 437076102 13405 420,717 SH DEFINED 2 420,717
HOME DEPOT, INC. EQUITY 437076102 33329 1,046,450 SH SOLE 1 1,046,450
HOME PROPERTIES INC. EQUITY 437306103 466 11,899 SH SOLE 1 11,899
HOMESTORE.COM EQUITY 437852106 103 37,144 SH SOLE 1 37,144
HON INDS INC EQUITY 438092108 1519 41,100 SH DEFINED 2 41,100
HON INDUSTRIES INC. EQUITY 438092108 3002 81,213 SH SOLE 1 81,213
HONEYWELL INTERNATIONAL INC. EQUITY 438516106 9839 373,390 SH SOLE 1 373,390
HONEYWELL INTL INC EQUITY 438516106 18837 714,878 SH DEFINED 2 714,878
HOOKER FURNITURE CORP EQUITY 439038100 44 1,298 SH SOLE 1 1,298
HOOPER HOLMES, INC. EQUITY 439104100 161 24,242 SH SOLE 1 24,242
HORACE MANN EDUCATORS CORP. EQUITY 440327104 1103 76,012 SH SOLE 1 76,012
HORIZON FINANCIAL CORP EQUITY 44041F105 73 4,550 SH SOLE 1 4,550
HORIZON OFFSHORE, INC. EQUITY 44043J105 46 11,287 SH SOLE 1 11,287
HORIZON ORGANIC HOLDIN EQUITY 44043T103 1271 53,154 SH SOLE 1 53,154
HORMEL FOODS CORP. EQUITY 440452100 4435 192,973 SH SOLE 1 192,973
HOSPITALITY PPTYS TR COM SH BE EQUITY 44106M102 8103 231000 SH Sole 3 231000
HOSPITALITY PROPERTIES TRUST EQUITY 44106M102 3075 87,645 SH SOLE 1 87,645
HOT TOPIC INC EQUITY 441339108 454 20,137 SH SOLE 1 20,137
HOUSTON EXPLORATION COMPAN EQUITY 442120101 204 5,821 SH SOLE 1 5,821
HOVNANIAN ENTER, INC. COM PAR $0.01 EQUITY 442487203 2687 41,743 SH SOLE 1 41,743
HRPT PROPERTIES TRUST EQUITY 40426W101 19 2,052 SH SOLE 1 2,052
HS RESOURCES, INC. EQUITY 492386107 2188 49,015 SH SOLE 1 49,015
HSBC HOLDINGS PLC-SPONS ADR EQUITY 404280406 1227 18,585 SH SOLE 1 18,585
HUBBELL INC. CLASS B EQUITY 443510201 3033 83,121 SH SOLE 1 83,121
HUDSON CITY BANCORP EQUITY 443683107 33 1,082 SH SOLE 1 1,082
HUDSON HIGHLAND GROUP INC EQUITY 443792106 61 3,164 SH SOLE 1 3,164
HUDSON RIVER BANKCORP. EQUITY 444128102 208 6,482 SH SOLE 1 6,482
HUGHES SUPPLY, INC. EQUITY 444482103 325 10,011 SH SOLE 1 10,011
HUMAN GENOME SCIENCES, INC. EQUITY 444903108 143 10,446 SH SOLE 1 10,446
HUMANA, INC. EQUITY 444859102 1391 77,051 SH SOLE 1 77,051
HUMBOLDT BANCORP EQUITY 445069107 82 5,281 SH SOLE 1 5,281
HUNGARIAN TELEPHONE & CABLE EQUITY 445542103 13 1,432 SH SOLE 1 1,432
HUNT J B TRANS SVCS INC EQUITY 445658107 6448 247,800 SH DEFINED 2 247,800
HUNT JB TRANS SVC INC COM EQUITY 445658107 13227 508352 SH Sole 3 472300 36052
HUNTINGTON BANCSHARES, INC. EQUITY 446150104 2029 102,229 SH SOLE 1 102,229
HUSDON UNITED BANCORP EQUITY 444165104 23 649 SH SOLE 1 649
HUTCHINSON TECHNOLOGY, INC. EQUITY 448407106 321 9,766 SH SOLE 1 9,766
HYDRIL EQUITY 448774109 120 5,890 SH SOLE 1 5,890
HYPERCOM CORP EQUITY 44913M105 60 11,092 SH SOLE 1 11,092
HYPERION SOLUTIONS CORP EQUITY 44914M104 452 15,576 SH SOLE 1 15,576
I SHARES MSCI EMU EQUITY 464286608 188 3,720 SH SOLE 1 3,720
IBERIABANK CORP EQUITY 450828108 151 2,865 SH SOLE 1 2,865
IBT BANCORP INC/IRWIN PA EQUITY 44923F108 55 1,110 SH SOLE 1 1,110
ICN PHARMACEUTICALS, INC. EQUITY 448924100 1996 116,294 SH SOLE 1 116,294
Icon Plc - Sponsored ADR EQUITY 45103T107 2774 73,600 SH SOLE 1 73,600
ICOS CORP COM EQUITY 449295104 10197 266100 SH Sole 3 261700 4400
ICOS CORPORATION EQUITY 449295104 183 4,783 SH SOLE 1 4,783
ICT GROUP INC EQUITY 44929Y101 25 2,345 SH SOLE 1 2,345
ICU MEDICAL, INC. EQUITY 44930G107 122 4,507 SH SOLE 1 4,507
ID BIOMEDICAL CORP EQUITY 44936D108 2779 158,900 SH DEFINED 2 158,900
IDACORP, INC. EQUITY 451107106 1768 69,320 SH SOLE 1 69,320
IDEC PHARMACEUTICALS CORP. EQUITY 449370105 11079 126,813 SH SOLE 1 126,813
IDENTIX INC EQUITY 451906101 192 36,524 SH SOLE 1 36,524
IDEX CORP. EQUITY 45167R104 399 10,948 SH SOLE 1 10,948
IDEXX LABORATORIES, INC. EQUITY 45168D104 23 548 SH SOLE 1 548
IDINE REWARDS NETWORK EQUITY 45168A100 156 9,575 SH SOLE 1 9,575
IDT CORP. EQUITY 448947101 15 870 SH SOLE 1 870
IDX SYSTEMS CORP. EQUITY 449491109 170 7,368 SH SOLE 1 7,368
IGATE CORP EQUITY 45169U105 51 8,660 SH SOLE 1 8,660
IGEN INTERNATIONAL, INC. EQUITY 449536101 442 7,670 SH SOLE 1 7,670
IHOP CORP. EQUITY 449623107 278 8,455 SH SOLE 1 8,455
II-VI INC EQUITY 902104108 93 4,673 SH SOLE 1 4,673
IKON OFFICE SOLUTIONS INC. EQUITY 451713101 15 2,090 SH SOLE 1 2,090
ILEX ONCOLOGY INC EQUITY 451923106 271 16,189 SH SOLE 1 16,189
ILEX ONCOLOGY INC EQUITY 451923106 1661 100,000 SH DEFINED 2 100,000
ILLINOIS TOOL WORKS, INC. EQUITY 452308109 10606 160,060 SH SOLE 1 160,060
IMAGISTICS INTL INC EQUITY 45247T104 192 6,609 SH SOLE 1 6,609
IMATION CORP. EQUITY 45245A107 1626 49,814 SH SOLE 1 49,814
IMC GLOBAL INC EQUITY 449669100 10 1,500 SH DEFINED 2 1,500
IMC GLOBAL, INC. EQUITY 449669100 1498 233,715 SH SOLE 1 233,715
IMCLONE SYSTEMS EQUITY 45245W109 36 934 SH SOLE 1 934
IMMUCOR INC EQUITY 452526106 147 5,451 SH SOLE 1 5,451
IMMUNOGEN INC EQUITY 45253H101 77 17,339 SH SOLE 1 17,339
IMMUNOMEDICS, INC. EQUITY 452907108 131 17,816 SH SOLE 1 17,816
IMPAC MED SYS INC COM EQUITY 45255A104 2469 138000 SH Sole 3 138000
IMPAC MEDICAL SYSTEMS INC EQUITY 45255A104 47 2,628 SH SOLE 1 2,628
IMPAC MORTGAGE HOLDINGS INC EQUITY 45254P102 3105 191,779 SH SOLE 1 191,779
IMPAX LABORATORIES INC EQUITY 45256B101 148 11,849 SH SOLE 1 11,849
IMPERIAL SUGAR CO EQUITY 453096208 2111 210,272 SH SOLE 1 210,272
IMS HEALTH, INC. EQUITY 449934108 2270 107,589 SH SOLE 1 107,589
INAMED CORP EQUITY 453235103 558 7,596 SH SOLE 1 7,596
INAMED CORP EQUITY 453235103 1866 25,400 SH DEFINED 2 25,400
INCYTE CORP EQUITY 45337C102 142 30,623 SH SOLE 1 30,623
INDEPENDENCE COMMUNITY BANK EQUITY 453414104 2686 76,502 SH SOLE 1 76,502
INDEPENDENCE HLDG CO N EQUITY 453440307 30 1,386 SH SOLE 1 1,386
INDEPENDENT BANK CORP.-MASSACHUSETTS EQUITY 453836108 129 5,027 SH SOLE 1 5,027
INDEPENDENT BANK CORP.-MICHIGAN EQUITY 453838104 225 7,686 SH SOLE 1 7,686
INDEVUS PHARMACEUTICALS INC EQUITY 454072109 86 16,038 SH SOLE 1 16,038
INDYMAC BANCORP, INC. EQUITY 456607100 1803 77,804 SH SOLE 1 77,804
INET TECHNOLOGY EQUITY 45662V105 71 5,556 SH SOLE 1 5,556
INFINITY PROPERTY & CASUALTY EQUITY 45665Q103 149 5,284 SH SOLE 1 5,284
INFOCUS CORPORATION EQUITY 45665B106 77 15,910 SH SOLE 1 15,910
INFONET SERVICES COR EQUITY 45666T106 61 29,158 SH SOLE 1 29,158
INFORMATICA CORP EQUITY 45666Q102 203 27,342 SH SOLE 1 27,342
INFORMATION HOLDINGS INC. EQUITY 456727106 108 5,402 SH SOLE 1 5,402
INFOSPACE INC. EQUITY 45678T201 221 10,836 SH SOLE 1 10,836
INFOUSA INC. CLASS B EQUITY 456818301 95 12,623 SH SOLE 1 12,623
INGERSOLL RAND COMPANY LIM EQUITY G4776G101 7850 146,900 SH DEFINED 2 146,900
INGERSOLL-RAND CO CL A EQUITY G4776G101 4084 76,430 SH SOLE 1 76,430
INGLES MARKETS, INC., CLASS A EQUITY 457030104 36 3,647 SH SOLE 1 3,647
INGRAM MICRO INC. CLASS A EQUITY 457153104 20 1,530 SH SOLE 1 1,530
INNKEEPERS USA TRUST EQUITY 4576J0104 100 11,468 SH SOLE 1 11,468
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INPUT/OUTPUT, INC. EQUITY 457652105 74 18,874 SH SOLE 1 18,874
INSIGHT COMMUNICATIO EQUITY 45768V108 181 18,978 SH SOLE 1 18,978
INSIGHT ENTERPRISES COM EQUITY 45765U103 9837 646352 SH Sole 3 625000 21352
INSIGHT ENTERPRISES, INC. EQUITY 45765U103 300 19,713 SH SOLE 1 19,713
INSITUFORM TECHNOLOGIES, INC. CLASS A EQUITY 457667103 171 9,623 SH SOLE 1 9,623
INSPIRE PHARMACEUTICALS INC EQUITY 457733103 207 11,977 SH SOLE 1 11,977
INSTINET GROUP INCORPORATED EQUITY 457750107 8 1,786 SH SOLE 1 1,786
INSURANCE AUTO AUCTIONS INC COM EQUITY 457875102 42 3,729 SH SOLE 1 3,729
INSWEB CORP EQUITY 45809K202 46 9,194 SH SOLE 1 9,194
INTEGRA BANK CORP. EQUITY 45814P105 126 6,538 SH SOLE 1 6,538
INTEGRA LIFESCIENCES CORP EQUITY 457985208 9573 338,400 SH DEFINED 2 338,400
INTEGRA LIFESCIENCES HOLDINGS EQUITY 457985208 215 7,606 SH SOLE 1 7,606
INTEGRAL SYS INC MD COM EQUITY 45810H107 329 18200 SH Sole 3 18200
INTEGRAL SYSTEMS INC/MD EQUITY 45810H107 75 4,149 SH SOLE 1 4,149
INTEGRATED CIRCUIT SYS COM EQUITY 45811K208 36026 1199272 SH Sole 3 1161700 37572
INTEGRATED CIRCUIT SYSTEMS EQUITY 45811K208 3091 102,482 SH SOLE 1 102,482
INTEGRATED DEFENSE TEC EQUITY 45819B101 69 4,090 SH SOLE 1 4,090
INTEGRATED DEVICE TECHNOLOGY, EQUITY 458118106 7064 568,749 SH SOLE 1 568,749
INTEGRATED ELECTRICAL SERVICES EQUITY 45811E103 93 13,522 SH SOLE 1 13,522
INTEGRATED SILICON SOLUTION EQUITY 45812P107 118 11,866 SH SOLE 1 11,866
INTEL CORP EQUITY 458140100 37472 1,362,082 SH DEFINED 2 1,362,082
INTEL CORP. EQUITY 458140100 129251 4,696,620 SH SOLE 1 4,696,620
INTELIDATA TECHNOLOGIES CORP. EQUITY 45814T107 49 20,921 SH SOLE 1 20,921
INTER PARFUMS INC EQUITY 458334109 14 1,453 SH SOLE 1 1,453
INTERACTIVE DATA CORP EQUITY 45840J107 9 538 SH SOLE 1 538
INTERACTIVECORP EQUITY 45840Q101 12480 49,282 SH SOLE 1 376,128
INTERCEPT INC EQUITY 45845L107 104 7,644 SH SOLE 1 7,644
INTERCHANGE FINL SVCS EQUITY 458447109 98 4,770 SH SOLE 1 4,770
INTERDIGITAL COMMUNICATION EQUITY 45866A105 15 970 SH SOLE 1 970
INTERFACE, INC. CLASS A EQUITY 458665106 100 18,588 SH SOLE 1 18,588
INTERGRAPH CORP. EQUITY 458683109 430 18,307 SH SOLE 1 18,307
INTERLAND INC EQUITY 458727203 40 5,232 SH SOLE 1 5,232
INTERMAGNETICS GENERAL CORP. EQUITY 458771102 157 7,030 SH SOLE 1 7,030
INTERMUNE INC. EQUITY 45884X103 205 10,693 SH SOLE 1 10,693
INTERNATIONAL BANCSHARES CORP. EQUITY 459044103 16 376 SH SOLE 1 376
INTERNATIONAL BUSINESS MAC EQUITY 459200101 23811 281,190 SH DEFINED 2 281,190
INTERNATIONAL GAME TECHNOLOGY EQUITY 459902102 23382 830624 SH Sole 3 773400 57224
INTERNATIONAL GAME TECHNOLOGY EQUITY 459902102 1126 40,000 SH DEFINED 2 40,000
INTERNATIONAL GAME TECHNOLOGY EQUITY 459902102 4366 155,092 SH SOLE 1 155,092
INTERNATIONAL MULTIFOODS CORP. EQUITY 460043102 175 7,503 SH SOLE 1 7,503
INTERNATIONAL PAPER CO. EQUITY 460146103 21394 548,280 SH SOLE 1 548,280
International Rectifier EQUITY 460254105 1,498 40,000 SH DEFINED 4 40,000
INTERNATIONAL RECTIFIER CORP. EQUITY 460254105 3370 90,020 SH SOLE 1 90,020
INTERNATIONAL SPEEDWAY CORP. EQUITY 460335201 3262 74,312 SH SOLE 1 74,312
INTERNET SECURITY SY EQUITY 46060X107 1061 84,868 SH SOLE 1 84,868
INTERPOOL, INC. EQUITY 46062R108 46 2,874 SH SOLE 1 2,874
INTERPORE INTERNATIONAL EQUITY 46062W107 114 7,431 SH SOLE 1 7,431
INTERPUBLIC GROUP CORP EQUITY 460690100 2472 175,045 SH SOLE 1 175,045
INTERPUBLIC GROUP COS INC EQUITY 460690100 8807 623,735 SH DEFINED 2 623,735
INTERSIL CORP EQUITY 46069S109 6393 268,600 SH DEFINED 2 268,600
INTERSIL CORP -CL A EQUITY 46069S109 4615 193,906 SH SOLE 1 193,906
INTERSILL CORP EQUITY 46069S109 8918 374712 SH Sole 3 348600 26112
INTERSTATE BAKERIES CORP. EQUITY 46072H108 1219 81,244 SH SOLE 1 81,244
INTERTAN INC. EQUITY 461120107 80 8,771 SH SOLE 1 8,771
INTER-TEL, INC. EQUITY 458372109 195 7,944 SH SOLE 1 7,944
INTERVIDEO INC COM EQUITY 46114Y101 2572 119900 SH Sole 3 119900
INTERVOICE-BRITE INC. EQUITY 461142101 130 14,574 SH SOLE 1 14,574
INTERWOVEN INC EQUITY 46114T102 118 43,972 SH SOLE 1 43,972
INTL BUSINESS MACHINES CORP EQUITY 459200101 119757 1,355,795 SH SOLE 1 1,355,795
INT'L. FLAVORS & FRAGRANCES, EQUITY 459506101 3931 118,841 SH SOLE 1 118,841
INTRADO INC EQUITY 46117A100 140 6,161 SH SOLE 1 6,161
INTROGEN THERAPEUTICS INC EQUITY 46119F107 662 75,000 SH DEFINED 2 75,000
Intuit EQUITY 461202103 965 20,000 SH DEFINED 4 20,000
INTUIT, INC. EQUITY 461202103 5255 108,942 SH SOLE 1 108,942
INTUITIVE SURGICAL INC EQUITY 46120E602 159 9,566 SH SOLE 1 9,566
INVACARE CORP. EQUITY 461203101 421 11,207 SH SOLE 1 11,207
INVERESK RESEARCH GROUP INC EQUITY 461238107 251 12,656 SH SOLE 1 12,656
INVERNESS MEDICAL INNOVATION EQUITY 46126P106 112 4,401 SH SOLE 1 4,401
INVESTMENT TECHNOLOGY GROUP EQUITY 46145F105 1645 85,776 SH SOLE 1 85,776
INVESTORS FINANCIAL SERVICES EQUITY 461915100 2889 91,594 SH SOLE 1 91,594
INVESTORS REAL ESTATE TRUST EQUITY 461730103 150 15,332 SH SOLE 1 15,332
INVISION TECHNOLOGIES EQUITY 461851107 178 7,333 SH SOLE 1 7,333
INVITROGEN CORP EQUITY 46185R100 223 3,841 SH SOLE 1 3,841
INVITROGEN CORP EQUITY 46185R100 1160 20,000 SH DEFINED 2 20,000
INVITROGEN CORP COM EQUITY 46185r100 4984 85944 SH SOLE 3 79300 6644
IOMEGA CORP EQUITY 462030305 244 21,929 SH SOLE 1 21,929
IONICS, INC. EQUITY 462218108 183 7,500 SH SOLE 1 7,500
IPASS INC COM EQUITY 46261V108 724 30800 SH SOLE 3 30800
IPAYMENT INC EQUITY 46262E105 52 2,331 SH SOLE 1 2,331
IPAYMENT INC COM EQUITY 46262E105 1366 60000 SH SOLE 3 60000
IPC HOLDINGS LTDS EQUITY G4933P101 410739 11,722,000 SH SOLE 1 11,722,000
IRON MOUNTAIN INC. EQUITY 462846106 42 1,180 SH SOLE 1 1,180
IRON MTN INC DEL COM EQUITY 462846106 10216 284556 SH SOLE 3 262550 22006
IRSA - SP GDR EQUITY 450047204 1221 132,728 SH SOLE 1 132,728
IRWIN FINANCIAL CORP. EQUITY 464119106 162 6,656 SH SOLE 1 6,656
ISHARES LEHMAN 7-10 YR TREASURY BOND EQUITY 464287440 199 2,300 SH SOLE 1 2,300
ISHARES MSCI EAFE INDEX FUND EQUITY 464287465 1919 16,400 SH SOLE 1 16,400
iSHARES MSCI JAPAN INDEX FD EQUITY 464286848 218 24,840 SH SOLE 1 24,840
iSHARES RUSSELL 2000 EQUITY 464287655 708 7,300 SH SOLE 1 7,300
ISHARES RUSSELL MIDCAP GRWTH EQUITY 464287481 830 12,600 SH SOLE 1 12,600
ISHARES RUSSELL MIDCAP VALUE EQUITY 464287473 984 12,100 SH SOLE 1 12,100
ISHARES S&P 500/BARRA GROWTH EQUITY 464287309 1140 22,400 SH SOLE 1 22,400
ISHARES S&P 500/BARRA VALUE EQUITY 464287408 1260 25,900 SH SOLE 1 25,900
ISIS PHARMACEUTICALS, INC. EQUITY 464330109 124 18,978 SH SOLE 1 18,978
ISLE OF CAPRI CASINOS EQUITY 464592104 128 6,439 SH SOLE 1 6,439
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I-STAT CORP. EQUITY 450312103 88 6,581 SH SOLE 1 6,581
ITLA CAP CORP EQUITY 450565106 85 1,997 SH SOLE 1 1,997
ITRON, INC. EQUITY 465741106 175 8,701 SH SOLE 1 8,701
ITT EDUCATIONAL SERVICES, INC. EQUITY 45068B109 37 779 SH SOLE 1 779
ITT EDUCATIONAL SVCS COM EQUITY 45068B109 55790 1164242 SH Sole 3 1128700 35542
ITT INDUSTRIAL INC EQUITY 450911102 2482 41,482 SH SOLE 1 41,482
IVAX CORP. EQUITY 465823102 5368 273,873 SH SOLE 1 273,873
IXIA EQUITY 45071R109 106 9,811 SH SOLE 1 9,811
IXYS CORP. EQUITY 46600W106 69 7,366 SH SOLE 1 7,366
J & J SNACK FOODS CORP EQUITY 466032109 94 2,628 SH SOLE 1 2,628
J JILL GROUP INC EQUITY 466189107 85 7,343 SH SOLE 1 7,343
J P MORGAN CHASE + CO EQUITY 46625H100 22992 669,677 SH DEFINED 2 669,677
J.B. HUNT TRANSPORT SERVICES EQUITY 445658107 2898 110,654 SH SOLE 1 110,654
J.C. PENNEY CO., INC. EQUITY 708160106 33192 1,553,207 SH SOLE 1 1,553,207
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J2 GLOBAL COMMUNICATIO EQUITY 46626E205 268 7,090 SH SOLE 1 7,090
J2 GLOBAL COMMUNICATNS COM NEW EQUITY 46626E205 1241 32800 SH Sole 3 32800
JABIL CIRCUIT INC COM EQUITY 466313103 15713 603200 SH Sole 3 579500 23700
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JACK IN THE BOX INC. EQUITY 466367109 257 14,449 SH SOLE 1 14,449
JACOBS ENGINEERING GROUP, INC. EQUITY 469814107 3507 77,757 SH SOLE 1 77,757
JACUZZI BRANDS INC EQUITY 469865109 198 32,014 SH SOLE 1 32,014
JAKKS PACIFIC, INC. EQUITY 47012E106 129 10,505 SH SOLE 1 10,505
JANUS CAPITAL GROUP EQUITY 47102X105 1493 106,863 SH SOLE 1 106,863
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JEFFERIES GRP INC NEW COM EQUITY 472319102 32233 1121164 SH Sole 3 1092800 28364
JEFFERSON-PILOT CORP. EQUITY 475070108 4365 98,361 SH SOLE 1 98,361
JETBLUE AIRWAYS CORP EQUITY 477143101 5504 90,409 SH SOLE 1 90,409
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JLG INDUSTRIES, INC. EQUITY 466210101 212 18,374 SH SOLE 1 18,374
JM SMUCKER CO/THE NEW COM WI EQUITY 832696405 2952 70,018 SH SOLE 1 70,018
JNI CORP EQUITY 46622G105 68 9,817 SH SOLE 1 9,817
JO-ANN STORES INC [A] EQUITY 47758P109 181 6,484 SH SOLE 1 6,484
JOHN B. SANFILIPPO & SON EQUITY 800422107 49 2,285 SH SOLE 1 2,285
JOHN HANCOCK FINANCIAL SERVICE EQUITY 41014S106 6666 197,220 SH SOLE 1 197,220
JOHN WILEY & SONS, INC. CLASS A EQUITY 968223206 24 906 SH SOLE 1 906
JOHNSON & JOHNSON EQUITY 478160104 84260 1,701,540 SH SOLE 1 1,701,540
JOHNSON + JOHNSON EQUITY 478160104 24435 493,410 SH DEFINED 2 493,410
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JOS A BANK CLOTHIERS INC EQUITY 480838101 83 1,898 SH SOLE 1 1,898
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KANA SOFTWARE INC. EQUITY 483600300 39 9,888 SH SOLE 1 9,888
KANSAS CITY LIFE INSURANCE CO. EQUITY 484836101 71 1,546 SH SOLE 1 1,546
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KELLWOOD CO. EQUITY 488044108 375 11,215 SH SOLE 1 11,215
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KENSEY NASH CORP EQUITY 490057106 77 3,289 SH SOLE 1 3,289
KEY BANK NA EQUITY 493267108 27851 1,089,190 SH SOLE 1 1,089,190
KEY ENERGY SERVICES INC EQUITY 492914106 21 2,155 SH SOLE 1 2,155
KEY ENERGY SVCS INC EQUITY 492914106 1068 110,700 SH DEFINED 2 110,700
Keycorp EQUITY 493267108 1,279 50,000 SH DEFINED 4 50,000
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Keyspan Corp EQUITY 49337W100 1,403 40,000 SH DEFINED 4 40,000
KEYSPAN CORPORATION EQUITY 49337W100 16391 467,250 SH SOLE 1 467,250
KEYSTONE AUTOMOTIVE IN EQUITY 49338N109 107 4,908 SH SOLE 1 4,908
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KFORCE INC COM EQUITY 493732101 2787 353200 SH Sole 3 353200
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KIMBALL INTERNATIONAL, INC. CLASS B EQUITY 494274103 138 9,402 SH SOLE 1 9,402
KIMBERLY-CLARK CORP. EQUITY 494368103 25553 497,920 SH SOLE 1 497,920
KIMCO REALTY EQUITY 49446R109 54 1,330 SH SOLE 1 1,330
KIMCO REALTY CORP COM EQUITY 49446R109 7641 186500 SH Sole 3 186500
Kinder Morgan Energy Partners EQUITY 494550106 1,498 35,000 SH DEFINED 4 35,000
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Korea Electric Power Corp. Kepco Sp A EQUITY 500631106 974 59,500 SH SOLE 1 59,500
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LAM RESH CORP EQUITY 512807108 1792 80,900 SH DEFINED 2 80,900
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LATTICE SEMICONDUCTOR CORP. EQUITY 518415104 1430 199,208 SH SOLE 1 199,208
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LEAPFROG ENTERPRISES INC EQUITY 52186N106 17105 450,130 SH DEFINED 2 450,130
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LIBERTY MEDIA CORP A EQUITY 530718105 142 14,054 SH DEFINED 2 14,054
LIBERTY PROPERTY TRUST EQUITY 531172104 7856 212,431 SH SOLE 1 212,431
LIFELINE SYS INC EQUITY 532192101 64 2,024 SH SOLE 1 2,024
LIFEPOINT HOSPITALS HLDG EQUITY 53219L109 1775 73,384 SH SOLE 1 73,384
LIGAND PHARMACEUTICALS, INC., CLASS B EQUITY 53220K207 314 24,357 SH SOLE 1 24,357
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LIN TV CORP EQUITY 532774106 243 11,411 SH SOLE 1 11,411
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LINDSAY MANUFACTURING CO. EQUITY 535555106 101 5,013 SH SOLE 1 5,013
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MATTHEWS INTERNATIONAL CORP. CLASS A EQUITY 577128101 319 12,092 SH SOLE 1 12,092
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NCR CORP. EQUITY 62886E108 1338 42,233 SH SOLE 1 42,233
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NETIQ CORP. EQUITY 64115P102 272 22,808 SH SOLE 1 22,808
NETRATINGS INC EQUITY 64116M108 40 4,308 SH SOLE 1 4,308
NETSCOUT SYSTEMS INC EQUITY 64115T104 39 8,225 SH SOLE 1 8,225
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NETSCREEN TECHNOLOGIES INC EQUITY 64117V107 23 1,017 SH SOLE 1 1,017
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Network Associates Inc EQUITY 640938106 688 50,000 SH DEFINED 4 50,000
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NEW CENTURY FINANCIAL CORP EQUITY 64352D101 343 12,088 SH SOLE 1 12,088
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NEW JERSEY RESOURCES CORP. EQUITY 646025106 418 11,589 SH SOLE 1 11,589
NEW PLAN EXCEL REALTY TRUST EQUITY 648053106 5161 221,501 SH SOLE 1 221,501
NEW YORK COMMUNITY BANCORP INC EQUITY 649445103 6122 194,275 SH SOLE 1 194,275
NEW YORK TIMES CO. CLASS A EQUITY 650111107 2906 66,864 SH SOLE 1 66,864
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NEWS CORP., LTD. SPON-ADR EQUITY 652487703 8173 249,190 SH SOLE 1 249,190
NEWTEK BUSINESS SERVICES INC EQUITY 652526104 4989 1,009,950 SH SOLE 1 1,009,950
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NOKIA CORP (ADR) EQUITY 654902204 983 63000 SH Sole 3 63000
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OCCIDENTAL PETROLEUM CORP. EQUITY 674599105 5832 165,530 SH SOLE 1 165,530
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PHARMACOPEIA INC EQUITY 71713B104 128 10,114 SH SOLE 1 10,114
PHELPS DODGE CORP. EQUITY 717265102 1867 39,886 SH SOLE 1 39,886
PHILADELPHIA CONS. HLDG. CO. EQUITY 717528103 304 6,653 SH SOLE 1 6,653
PHILADELPHIA SUBURBAN CORP. EQUITY 718009608 2355 97,783 SH SOLE 1 97,783
PHILIPS ELECTRONICS - NY SHR ADR EQUITY 500472303 94 4,093 SH SOLE 1 4,093
PHILLIPINES LONG DISTANCE TELE ADR EQUITY 718252604 666 56,420 SH SOLE 1 56,420
PHILLIPS-VAN HEUSEN CORP. EQUITY 718592108 160 10,651 SH SOLE 1 10,651
PHOENIX COMPANIES INC EQUITY 71902E109 465 40,220 SH SOLE 1 40,220
PHOTON DYNAMICS EQUITY 719364101 198 6,824 SH SOLE 1 6,824
PHOTRONICS INC. EQUITY 719405102 260 12,182 SH SOLE 1 12,182
PICO HOLDINGS INC EQUITY 693366205 35 2,621 SH SOLE 1 2,621
PIEDMONT NATURAL GAS CO., INC. EQUITY 720186105 18 451 SH SOLE 1 451
PIER 1 IMPORTS, INC. EQUITY 720279108 2421 125,808 SH SOLE 1 125,808
PILGRIMS PRIDE CORP. EQUITY 721467108 81 6,447 SH SOLE 1 6,447
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PINNACLE WEST CAPITAL CORP. EQUITY 723484101 1444 40,680 SH SOLE 1 40,680
PIONEER NATURAL RESOURCES CORP EQUITY 723787107 4204 165,139 SH SOLE 1 165,139
PITNEY BOWES INC EQUITY 724479100 10406 271,559 SH DEFINED 2 271,559
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PIXAR INC EQUITY 725811103 266 3,996 SH SOLE 1 3,996
Placer Dome Inc Com Stk EQUITY 725906101 50 3,600 SH SOLE 1 3,600
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PLANTRONICS, INC. EQUITY 727493108 1860 77,931 SH SOLE 1 77,931
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PLAYBOY ENTERPRISES, INC. EQUITY 728117300 90 6,212 SH SOLE 1 6,212
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PLEXUS CORP. EQUITY 729132100 1181 76,025 SH SOLE 1 76,025
PLUG POWER INC EQUITY 72919P103 51 9,933 SH SOLE 1 9,933
PLUM CREEK TIMBER CO COM EQUITY 729251108 19988 785700 SH Sole 3 785700
PLUM CREEK TIMBER CO INC EQUITY 729251108 2079 81,730 SH SOLE 1 81,730
PMA CAPITAL CORP. EQUITY 693419202 115 9,142 SH SOLE 1 9,142
PMC-SIERRA INC COM EQUITY 69344F106 8388 635900 SH Sole 3 614300 21600
PMC-SIERRA, INC. EQUITY 69344F106 1096 83,130 SH SOLE 1 83,130
PMI GROUP, INC. EQUITY 69344M101 35506 1,052,024 SH SOLE 1 1,052,024
PNC FINANCIAL SERVICES EQUITY 693475105 5763 121,130 SH SOLE 1 121,130
PNM RESOURCES INC EQUITY 69349H107 2033 72,514 SH SOLE 1 72,514
POGO PRODUCING CO EQUITY 730448107 4030 88,992 SH SOLE 1 88,992
POGO PRODUCING CO COM EQUITY 730448107 10312 227740 SH Sole 3 211900 15840
POLARIS INDUSTRIES, INC. EQUITY 731068102 30 404 SH SOLE 1 404
POLO RALPH LAUREN CO EQUITY 731572103 16 613 SH SOLE 1 613
POLYCOM INC COM EQUITY 73172K104 11789 709766 SH Sole 3 686000 23766
POLYCOM, INC. EQUITY 73172K104 2303 138,644 SH SOLE 1 138,644
POLYMEDICA CORP EQUITY 731738100 204 7,696 SH SOLE 1 7,696
POLYONE CORPORATION EQUITY 73179P106 154 39,184 SH SOLE 1 39,184
POMEROY IT SOLUTIONS INC EQUITY 731822102 52 4,115 SH SOLE 1 4,115
POPE & TALBOT, INC. EQUITY 732827100 101 6,680 SH SOLE 1 6,680
POPULAR INC EQUITY 733174106 83 2,079 SH SOLE 1 2,079
PORTFOLIO RECOVERY ASSOCIATE EQUITY 73640Q105 121 4,759 SH SOLE 1 4,759
POSSIS MEDICAL INC EQUITY 737407106 104 6,681 SH SOLE 1 6,681
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POST PROPERTIES, INC. EQUITY 737464107 367 13,486 SH SOLE 1 13,486
POTLATCH CORP. EQUITY 737628107 1513 50,922 SH SOLE 1 50,922
POWELL INDUSTRIES INC EQUITY 739128106 47 2,797 SH SOLE 1 2,797
POWER INTEGRATIONS INC COM EQUITY 739276103 22050 663346 SH Sole 3 642100 21246
POWER INTEGRATIONS, INC. EQUITY 739276103 365 10,974 SH SOLE 1 10,974
POWER-ONE , INC. EQUITY 739308104 656 63,047 SH SOLE 1 63,047
POWERWAVE TECHNOLOGIES COM EQUITY 739363109 14308 2161300 SH Sole 3 2097600 63700
POWERWAVE TECHNOLOGIES INC EQUITY 739363109 768 115,685 SH SOLE 1 115,685
POZEN INC EQUITY 73941U102 533 30,000 SH DEFINED 2 30,000
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PPG INDUSTRIES, INC. EQUITY 693506107 3962 75,879 SH SOLE 1 75,879
PPL CORPORATION EQUITY 69351T106 3419 83,486 SH SOLE 1 83,486
PRACTICEWORKS INC EQUITY 739419109 2749 128,150 SH SOLE 1 128,150
PRAECIS PHARMACEUTICALS INC EQUITY 739421105 130 19,157 SH SOLE 1 19,157
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PRECISION CASTPARTS CORP. EQUITY 740189105 2603 74,161 SH SOLE 1 74,161
PREMCOR INC EQUITY 74045Q104 11 482 SH SOLE 1 482
PRENTISS PPTYS TR SH BEN INT EQUITY 740706106 16790 541600 SH Sole 3 541600
PRENTISS PROPERTIES TRUST EQUITY 740706106 1860 59,986 SH SOLE 1 59,986
PREPAID LEGAL SERVICES, INC. EQUITY 740065107 157 6,714 SH SOLE 1 6,714
PRESIDENTIAL LIFE CORP. EQUITY 740884101 134 8,812 SH SOLE 1 8,812
PRESSTEK INC EQUITY 741113104 96 13,045 SH SOLE 1 13,045
PRG-SCHULTZ INTERNATIONAL EQUITY 69357C107 95 16,696 SH SOLE 1 16,696
PRICE COMMUNICATIONS CO. EQUITY 741437305 1146 92,457 SH SOLE 1 92,457
PRICE ENTERP INC EQUITY 74144P106 31 8,725 SH SOLE 1 8,725
PRIDE INTERNATIONAL EQUITY 74153Q102 3206 189,130 SH SOLE 1 189,130
PRIDE INTERNATIONAL INC EQUITY 74153Q102 5934 350,100 SH DEFINED 2 350,100
PRIMA ENERGY CORP EQUITY 741901201 97 3,805 SH SOLE 1 3,805
PRIME HOSPITALITY CORP. EQUITY 741917108 137 15,749 SH SOLE 1 15,749
PRIMEDIA INC EQUITY 74157K101 180 63,036 SH SOLE 1 63,036
PRIMUS TELECOMMUNICATIONS GP EQUITY 741929103 142 20,983 SH SOLE 1 20,983
PRINCETON REVIEW INC EQUITY 742352107 44 6,829 SH SOLE 1 6,829
PRINCIPAL FINANCIAL GROUP EQUITY 74251V102 4653 150,155 SH SOLE 1 150,155
PRIORITY HEALTHCARE EQUITY 74264T102 304 14,763 SH SOLE 1 14,763
PRIVATEBANCORP INC EQUITY 742962103 82 2,486 SH SOLE 1 2,486
PROASSURANCE CORPORATION EQUITY 74267C106 262 10,131 SH SOLE 1 10,131
PROCTER & GAMBLE CO. EQUITY 742718109 93917 1,011,821 SH SOLE 1 1,011,821
PROCTER + GAMBLE CO EQUITY 742718109 18601 200,400 SH DEFINED 2 200,400
PROFESSIONAL DETAILING, INC. EQUITY 69329V100 72 2,955 SH SOLE 1 2,955
PROGENICS PHARMACEUTICALS EQUITY 743187106 59 3,435 SH SOLE 1 3,435
Progress Energy EQUITY 743263105 5,558 125,000 SH DEFINED 4 125,000
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PROGRESS SOFTWARE CORP. EQUITY 743312100 242 11,166 SH SOLE 1 11,166
PROGRESSIVE CORP. EQUITY 743315103 6483 93,800 SH SOLE 1 93,800
PROLOGIS EQUITY 743410102 2486 82,190 SH SOLE 1 82,190
PROLOGIS TR SH BEN INT EQUITY 743410102 6480 214214 SH Sole 3 214214
PROQUEST CO. EQUITY 74346P102 267 10,154 SH SOLE 1 10,154
PROSPERITY BANCSHARES INC EQUITY 743606105 117 5,479 SH SOLE 1 5,479
PROTECTIVE LIFE CORP COM EQUITY 743674103 2881 96,515 SH SOLE 1 96,515
PROTEIN DESIGN LABS, INC. EQUITY 74369L103 1847 131,452 SH SOLE 1 131,452
PROVIDENT BANCORP INC EQUITY 743835100 64 1,524 SH SOLE 1 1,524
PROVIDENT BANKSHARES CORP. EQUITY 743859100 278 9,810 SH SOLE 1 9,810
PROVIDENT FINANCIAL GROUP EQUITY 743866105 1910 68,301 SH SOLE 1 68,301
PROVIDENT FINANCIAL HLDGS EQUITY 743868101 44 1,475 SH SOLE 1 1,475
PROVIDENT FINANCIAL SERVICES EQUITY 74386T105 388 20,245 SH SOLE 1 20,245
PROVIDIAN FINANCIAL CORP. EQUITY 74406A102 1528 129,643 SH SOLE 1 129,643
PROVINCE HEALTHCARE CO COM EQUITY 743977100 18565 1433600 SH Sole 3 1410600 23000
PROVINCE HEALTHCARE CO. EQUITY 743977100 254 19,589 SH SOLE 1 19,589
PROXIM CORP CL-A EQUITY 744283102 78 51,948 SH SOLE 1 51,948
PRUDENTIAL FINANCIAL INC EQUITY 744320102 8816 235,970 SH SOLE 1 235,970
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PSS WORLD MEDICAL, INC EQUITY 69366A100 255 28,999 SH SOLE 1 28,999
PTEK HLDGS INC EQUITY 69366M104 150 18,230 SH SOLE 1 18,230
Public Service EQUITY 744573106 3,150 75,000 SH DEFINED 4 75,000
PUBLIC STORAGE INC EQUITY 74460D109 56 1,439 SH SOLE 1 1,439
PUBLIC STORAGE INC COM EQUITY 74460D109 5265 134200 SH Sole 3 134200
PUGET ENEGY INC. EQUITY 745310102 5587 249,064 SH SOLE 1 249,064
PULITZER INC. EQUITY 745769109 102 1,957 SH SOLE 1 1,957
PULTE HOMES INC. EQUITY 745867101 1863 27,393 SH SOLE 1 27,393
PUMA TECHNOLOGY INC EQUITY 745887109 75 15,840 SH SOLE 1 15,840
QAD INC EQUITY 74727D108 47 4,369 SH SOLE 1 4,369
QLOGIC CORP EQUITY 747277101 8297 176,500 SH DEFINED 2 176,500
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QLOGIC CORP. EQUITY 747277101 2363 50,264 SH SOLE 1 50,264
QUAKER CHEM CORP COM EQUITY 747316107 78 3,364 SH SOLE 1 3,364
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QUALCOMM, INC. EQUITY 747525103 17004 408,060 SH SOLE 1 408,060
QUALITY SYSTEMS INC EQUITY 747582104 57 1,406 SH SOLE 1 1,406
QUANEX CORP. EQUITY 747620102 233 6,932 SH SOLE 1 6,932
QUANTA SERVICES, INC. EQUITY 74762E102 1596 192,972 SH SOLE 1 192,972
QUANTUM CORP DLT & STORAGE EQUITY 747906204 942 305,859 SH SOLE 1 305,859
QUEST DIAGNOSTICS, INC. EQUITY 74834L100 3456 57,000 SH SOLE 1 57,000
QUEST SOFTWARE INC EQUITY 74834T103 204 16,778 SH SOLE 1 16,778
QUESTAR CORP. EQUITY 748356102 3577 116,093 SH SOLE 1 116,093
QUICKLOGIC CORP COM EQUITY 74837p108 6256 940700 SH Sole 3 940700
QUICKSILVER RESOURCES COM EQUITY 74837R104 5577 228300 SH Sole 3 228300
QUICKSILVER RESOURCES INC EQUITY 74837R104 117 4,795 SH SOLE 1 4,795
QUICKSILVER, INC. EQUITY 74838C106 370 23,185 SH SOLE 1 23,185
QUIDEL CORPORATION EQUITY 74838J101 77 11,587 SH SOLE 1 11,587
QUIKSILVER INC COM EQUITY 74838C106 15161 950562 SH Sole 3 918400 32162
QUIMICA Y MINERA ADR-EACH R EQUITY 833635105 140 3,500 SH SOLE 1 3,500
QUIXOTE CORP EQUITY 749056107 67 2,678 SH SOLE 1 2,678
QWEST COMMUNICATIONS INTL. EQUITY 749121109 2561 753,290 SH SOLE 1 753,290
R&G FINANCIAL CO. EQUITY 749136107 228 7,825 SH SOLE 1 7,825
R. R. DONNELLEY AND SONS CO. EQUITY 257867101 1393 55,996 SH SOLE 1 55,996
R.H. DONNELLEY CORP. EQUITY 74955W307 342 8,467 SH SOLE 1 8,467
R.O.C. TAIWAN FUND EQUITY 749651105 740 164,700 SH SOLE 1 164,700
RADIAN GROUP, INC. EQUITY 750236101 5824 131,172 SH SOLE 1 131,172
RADIANT SYSTEMS, INC. EQUITY 75025N102 44 7,203 SH SOLE 1 7,203
RADIO ONE INC -CL D EQUITY 75040P405 18 1,257 SH SOLE 1 1,257
RADIO ONE INC CL D NON VTG EQUITY 75040P405 9211 641434 SH Sole 3 619500 21934
RADIOSHACK CORP COM EQUITY 750438103 7796 274400 SH Sole 3 263900 10500
RADIOSHACK CORP. EQUITY 750438103 2205 77,630 SH SOLE 1 77,630
RADISYS CORP. EQUITY 750459109 137 7,575 SH SOLE 1 7,575
RAILAMERICA INC EQUITY 750753105 109 12,634 SH SOLE 1 12,634
RAINBOW TECHNOLOGIES INC EQUITY 750862104 93 10,161 SH SOLE 1 10,161
RAINDANCE COMM EQUITY 75086X106 56 20,412 SH SOLE 1 20,412
RAIT INVESTMENT TRUST EQUITY 749227104 1891 82,343 SH SOLE 1 82,343
RALCORP HOLDINGS, INC. EQUITY 751028101 342 12,345 SH SOLE 1 12,345
RAMBUS INC. EQUITY 750917106 24 1,443 SH SOLE 1 1,443
RAMCO-GERSHENSON PROPERTIES EQUITY 751452202 116 4,569 SH SOLE 1 4,569
RANGE RESOURCES CORP EQUITY 75281A109 153 22,367 SH SOLE 1 22,367
RARE HOSPITALITY INTERNATIONAL EQUITY 753820109 314 12,606 SH SOLE 1 12,606
RARE HOSPITALITY INTL COM EQUITY 753820109 13159 528257 SH SOLE 3 511150 17107
RAVEN INDUSTRIES INC EQUITY 754212108 69 2,818 SH SOLE 1 2,818
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RAYMOND JAMES FINL INC COM EQUITY 754730109 29401 808836 SH SOLE 3 795949 12887
RAYONIER, INC. EQUITY 754907103 2383 58,702 SH SOLE 1 58,702
RAYOVAC CORP. EQUITY 755081106 203 13,871 SH SOLE 1 13,871
RAYTECH CORP DEL EQUITY 755103108 11 3,049 SH SOLE 1 3,049
RAYTHEON CO. EQUITY 755111507 6665 238,040 SH SOLE 1 238,040
RC2 CORP EQUITY 749388104 110 5,720 SH SOLE 1 5,720
RCN CORP. EQUITY 749361101 43 23,133 SH SOLE 1 23,133
READER'S DIGEST ASSOC., INC. EQUITY 755267101 1935 138,342 SH SOLE 1 138,342
READING INTERNATIONAL INC-A EQUITY 755408101 34 5,902 SH SOLE 1 5,902
REALNETWORKS, INC. EQUITY 75605L104 9 1,376 SH SOLE 1 1,376
REALTY INCOME CORP. EQUITY 756109104 20 505 SH SOLE 1 505
RECKSON ASSOC REALTY CORP. EQUITY 75621K106 461 19,928 SH SOLE 1 19,928
RECKSON ASSOCS RLTY CL B EQUITY 75621K304 3297 142400 SH Sole 3 142400
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RED HAT, INC. EQUITY 756577102 22 2,191 SH SOLE 1 2,191
RED ROBIN GOURMET BURG COM EQUITY 75689M101 1273 50000 SH Sole 3 50000
RED ROBIN GOURMET BURGERS EQUITY 75689M101 95 3,740 SH SOLE 1 3,740
REDBACK NETWORKS INC EQUITY 757209101 40 65,232 SH SOLE 1 65,232
REDWOOD TRUST, INC. EQUITY 758075402 229 5,395 SH SOLE 1 5,395
REEBOK INTERNATIONAL, LTD. EQUITY 758110100 908 27,165 SH SOLE 1 27,165
REGAL ENTMT GROUP EQUITY 758766109 6 345 SH SOLE 1 345
REGAL-BELOIT CORP. EQUITY 758750103 205 10,042 SH SOLE 1 10,042
REGENCY CENTERS CORPORATION EQUITY 758849103 14 377 SH SOLE 1 377
REGENCY CTRS CORP COM EQUITY 758849103 17888 485438 SH Sole 3 485438
REGENERATION TECHNOLOGIES EQUITY 75886N100 89 9,933 SH SOLE 1 9,933
REGENERON PHARMACEUTICALS INC. EQUITY 75886F107 258 14,629 SH SOLE 1 14,629
REGENT COMMUNICATIONS, INC EQUITY 758865109 91 14,898 SH SOLE 1 14,898
REGIONS FINANCIAL CORP. EQUITY 758940100 3407 99,485 SH SOLE 1 99,485
REGIS CORP. EQUITY 758932107 22 695 SH SOLE 1 695
REGISTER.COM EQUITY 75914G101 35 7,727 SH SOLE 1 7,727
REHAB CARE GROUP EQUITY 759148109 116 6,793 SH SOLE 1 6,793
REINSURANCE GROUP OF EQUITY 759351109 12 283 SH SOLE 1 283
RELIANCE STEEL & ALUMINIUM CO. EQUITY 759509102 194 8,747 SH SOLE 1 8,747
RELIANT RESOURCES INC EQUITY 75952B105 20 3,881 SH SOLE 1 3,881
REMEC, INC. EQUITY 759543101 249 24,414 SH SOLE 1 24,414
REMINGTON OIL & GAS CORP EQUITY 759594302 163 8,954 SH SOLE 1 8,954
RENAISSANCE LEARNING, INC. EQUITY 75968L105 77 3,267 SH SOLE 1 3,267
RENAL CARE GROUP, INC. EQUITY 759930100 27 781 SH SOLE 1 781
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REPLIGEN CORP EQUITY 759916109 64 11,798 SH SOLE 1 11,798
REPUBLIC BANCORP, INC. EQUITY 760281204 320 22,678 SH SOLE 1 22,678
REPUBLIC BANCSHARES, INC. EQUITY 759929102 92 3,229 SH SOLE 1 3,229
REPUBLIC SERVICES IN EQUITY 760759100 5094 224,993 SH SOLE 1 24,993
RESEARCH FRONTIERS EQUITY 760911107 49 4,258 SH SOLE 1 4,258
RESMED INC EQUITY 761152107 27 622 SH SOLE 1 622
RESMED INC COM EQUITY 761152107 24021 546172 SH Sole 3 528100 18072
RESOURCE AMERICA, INC. EQUITY 761195205 75 6,316 SH SOLE 1 6,316
RESOURCE BANKSHARES CORP/VA EQUITY 76121R104 56 1,909 SH SOLE 1 1,909
RESOURCES CONNECTION INC EQUITY 76122Q105 203 8,414 SH SOLE 1 8,414
RESPIRONICS INC. EQUITY 761230101 26 632 SH SOLE 1 632
RESTORATION HARDWARE I EQUITY 760981100 48 8,192 SH SOLE 1 8,192
RETEK INC. EQUITY 76128Q109 660 97,805 SH SOLE 1 97,805
RETRACTABLE TECHNOLOGIES INC EQUITY 76129W105 16 2,655 SH SOLE 1 2,655
REVLON, INC.-CL A EQUITY 761525500 11 4,290 SH SOLE 1 4,290
REX STORES CORP EQUITY 761624105 38 2,933 SH SOLE 1 2,933
REYNOLDS AND REYNOLDS CO., CLASS A EQUITY 761695105 2634 95,620 SH SOLE 1 95,620
RF MICRO DEVICES INC EQUITY 749941100 3167 342,725 SH SOLE 1 42,725
RF MONOLITHICS INC COM(OXFORD PTNRS L EQUITY 74955F106 33 4,973 SH SOLE 1 4,973
RICHARDSON ELEC LTD EQUITY 763165107 28 2,666 SH SOLE 1 2,666
RIGGS NATIONAL CORP. EQUITY 766570105 107 6,679 SH SOLE 1 6,679
RIGHT MANAGEMENT CONSULTANTS EQUITY 766573109 127 7,003 SH SOLE 1 7,003
RITE AID CORP EQUITY 767754104 39 7,627 SH SOLE 1 7,627
RIVERSTONE NETWORKS INC EQUITY 769320102 56 55,805 SH SOLE 1 55,805
RIVIANA FOODS EQUITY 769536103 72 2,548 SH SOLE 1 2,548
RIVIERA HOLDINGS CORP EQUITY 769627100 1868 345,900 SH SOLE 1 45,900
RJ REYNOLDS TOBACCO HOLDINGS EQUITY 76182K105 1491 37,717 SH SOLE 1 37,717
RLI CORP. EQUITY 749607107 255 7,736 SH SOLE 1 7,736
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ROBBINS & MYERS, INC. EQUITY 770196103 103 4,614 SH SOLE 1 4,614
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ROBERT HALF INTL INC EQUITY 770323103 7626 391100 SH Sole 3 375800 15300
ROCK-TENN CO., CLASS A EQUITY 772739207 152 10,439 SH SOLE 1 10,439
ROCKWELL AUTOMATION COM EQUITY 773903109 10135 386100 SH Sole 3 372600 13500
ROCKWELL AUTOMATION INC EQUITY 773903109 2161 82,328 SH SOLE 1 82,328
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ROCKWELL COLLINS INC EQUITY 774341101 2027 80,279 SH SOLE 1 80,279
ROFIN-SINAR TECHNOLOGIES INC EQUITY 775043102 104 4,948 SH SOLE 1 4,948
ROGERS CORP. EQUITY 775133101 211 6,812 SH SOLE 1 6,812
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ROHM AND HAAS CO. EQUITY 775371107 3293 98,448 SH SOLE 1 98,448
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ROPER INDUSTRIES, INC. EQUITY 776696106 478 10,971 SH SOLE 1 10,971
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Rostelecom ADR EQUITY 778529107 826 80,000 SH SOLE 1 80,000
ROTO-ROOTER INC EQUITY 778787101 149 4,198 SH SOLE 1 4,198
ROUSE CO EQUITY 779273101 46 1,115 SH SOLE 1 1,115
ROWAN COMPANIES, INC. EQUITY 779382100 1032 41,979 SH SOLE 1 41,979
ROXIO INC EQUITY 780008108 109 12,518 SH SOLE 1 12,518
ROYAL BANCSHARES OF PENN-A EQUITY 780081105 49 1,830 SH SOLE 1 1,830
Royal Bk Scotland 8.5% EQUITY 780097804 565 20,000 SH DEFINED 4 20,000
Royal Bk Scotland 8.8889% EQUITY 780097861 3,120 120,000 SH DEFINED 4 120,000
Royal Bk Scotland 9.125% EQUITY 780097606 1,231 45,000 SH DEFINED 4 45,000
ROYAL GOLD INC EQUITY 780287108 125 6,829 SH SOLE 1 6,829
RPC EQUITY 749660106 41 4,121 SH SOLE 1 4,121
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RSA SECURITY INC. EQUITY 749719100 1463 101,763 SH SOLE 1 101,763
RTI INTERNATIONAL METALS, INC. EQUITY 74973W107 85 8,109 SH SOLE 1 8,109
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RUDDICK CORP. EQUITY 781258108 1213 78,044 SH SOLE 1 78,044
RUDOLPH TECHNOLOGIES COM EQUITY 781270103 1095 56700 SH Sole 3 56700
RUDOLPH TECHNOLOGIES INC. EQUITY 781270103 96 4,986 SH SOLE 1 4,986
RUSS BERRIE AND CO., INC. EQUITY 782233100 130 3,845 SH SOLE 1 3,845
RUSSELL CORP. EQUITY 782352108 183 11,244 SH SOLE 1 11,244
RYANAIR HOLDINGS PLC-SP ADR EQUITY 783513104 187 4,616 SH SOLE 1 4,616
RYAN'S FAMILY STEAK HOUSES EQUITY 783519101 230 18,001 SH SOLE 1 18,001
RYDER SYSTEM, INC. EQUITY 783549108 829 28,271 SH SOLE 1 28,271
RYERSON TULL, INC. EQUITY 78375P107 72 9,266 SH SOLE 1 9,266
RYLAND GROUP EQUITY 783764103 26 361 SH SOLE 1 361
S & P 500 FUTURE EQUITY 84749R100 39 2,966 SH SOLE 1 2,966
S J W CORP COM EQUITY 784305104 79 932 SH SOLE 1 932
S&P 500 DEPOSITORY RECEIPT EQUITY 78462F103 5122 51,250 SH SOLE 1 51,250
S&T BANCORP, INC. EQUITY 783859101 321 11,249 SH SOLE 1 11,249
S.Y. BANCORP INC EQUITY 785060104 84 4,488 SH SOLE 1 4,488
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SABRE HOLDINGS CORP. EQUITY 785905100 1391 64,745 SH SOLE 1 64,745
SAFECO CORP EQUITY 786429100 2976 84,400 SH DEFINED 2 84,400
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SAFENET INC COM EQUITY 78645R107 1384 38300 SH Sole 3 38300
SAFETY INSURANCE GROUP INC EQUITY 78648T100 63 4,048 SH SOLE 1 4,048
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SAFLINK CORP EQUITY 786578302 51 11,069 SH SOLE 1 11,069
SAGA COMMUNICATIONS, INC. CLASS A EQUITY 786598102 112 5,805 SH SOLE 1 5,805
SAKS INC. EQUITY 79377W108 2305 199,916 SH SOLE 1 199,916
SALEM COMMUNICATION- CLASS A EQUITY 794093104 72 3,702 SH SOLE 1 3,702
SALIX PHARMACEUTICALS EQUITY 795435106 147 7,620 SH SOLE 1 7,620
SANCHEZ COMPUTER ASSOCIATES EQUITY 799702105 23 5,903 SH SOLE 1 5,903
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SANDERSON FARMS, INC. EQUITY 800013104 70 2,220 SH SOLE 1 2,220
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SANDISK CORP. EQUITY 80004C101 7111 111,591 SH SOLE 1 111,591
SANDY SPRING BANCORP, INC. EQUITY 800363103 203 6,196 SH SOLE 1 6,196
SANMINA - SCI CORP EQUITY 800907107 2554 264,384 SH SOLE 1 264,384
SANTANDER BANCORP EQUITY 802809103 39 2,063 SH SOLE 1 2,063
SAPIENT CORP. EQUITY 803062108 119 33,036 SH SOLE 1 33,036
SARA LEE CORP. EQUITY 803111103 6162 335,600 SH SOLE 1 335,600
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SAVIENT PHARMACEUTICALS INC EQUITY 80517Q100 121 23,965 SH SOLE 1 23,965
SAXON CAPITAL INC EQUITY 80556P302 198 11,571 SH SOLE 1 11,571
SBA COMMUNICATIONS CORPORATION EQUITY 78388J106 58 18,504 SH SOLE 1 18,504
SBC COMMUNICATIONS INC EQUITY 78387G103 7280 327,198 SH DEFINED 2 327,198
SBC Communications Inc EQUITY 78387G103 1,891 85,000 SH DEFINED 4 85,000
SBC COMMUNICATIONS, INC. EQUITY 78387G103 32696 1,469,470 SH SOLE 1 1,469,470
SBS TECHNOLOGIES INC EQUITY 78387P103 68 6,238 SH SOLE 1 6,238
SCANA CORP EQUITY 80589M102 5322 155,400 SH SOLE 1 155,400
SCANSOFT INC EQUITY 80603P107 133 31,660 SH SOLE 1 31,660
SCANSOURCE INC EQUITY 806037107 167 4,565 SH SOLE 1 4,565
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SCHERING PLOUGH CORP EQUITY 806605101 6494 426,102 SH DEFINED 2 426,102
SCHERING-PLOUGH CORP. EQUITY 806605101 15488 1,016,250 SH SOLE 1 1,016,250
SCHLUMBERGER LTD EQUITY 806857108 136 2,780 SH DEFINED 2 2,780
SCHLUMBERGER, LTD. EQUITY 806857108 12174 251,520 SH SOLE 1 251,520
SCHNITZER STL INDS EQUITY 806882106 116 3,851 SH SOLE 1 3,851
SCHOLASTIC CORP. EQUITY 807066105 1581 54,912 SH SOLE 1 54,912
SCHOOL SPECIALTY, INC. EQUITY 807863105 196 6,959 SH SOLE 1 6,959
SCHULMAN, A. INC. EQUITY 808194104 200 12,594 SH SOLE 1 12,594
SCHWAB CHARLES CORP EQUITY 808513105 13002 1,091,650 SH DEFINED 2 1,091,650
SCHWEITZER-MAUDUIT INC. EQUITY 808541106 160 6,318 SH SOLE 1 6,318
SCICLONE PHARMACEUTICALS, INC. EQUITY 80862K104 128 16,043 SH SOLE 1 16,043
SCIENTIFIC ATLANTA INC COM EQUITY 808655104 14955 480106 SH SOLE 3 444600 35506
SCIENTIFIC GAMES CORP A EQUITY 80874P109 240 21,052 SH SOLE 1 21,052
SCIENTIFIC-ATLANTA, INC. EQUITY 808655104 2071 66,485 SH SOLE 1 66,485
SCOTTISH RE GROUP LTD ORD EQUITY G7885T104 1505 62300 SH SOLE 3 62300
SCOTTS CO. EQUITY 810186106 17 314 SH SOLE 1 314
SCP POOL CORPORATION EQUITY 784028102 355 12,773 SH SOLE 1 12,773
SCRIPPS CO EQUITY 811054204 48 559 SH SOLE 1 559
SCS TRANSPORTATION INC EQUITY 81111T102 89 5,927 SH SOLE 1 5,927
Scudder Strategic Muni Inc EQUITY 811234103 251 20,000 SH DEFINED 4 20,000
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SEABULK INTERNATIONAL INC EQUITY 81169P101 36 4,992 SH SOLE 1 4,992
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SEACOAST BANKING CORP FL EQUITY 811707306 85 4,862 SH SOLE 1 4,862
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SEACOR SMIT, INC. EQUITY 811904101 263 7,283 SH SOLE 1 7,283
SEALED AIR CORP EQUITY 81211K100 1803 38,180 SH SOLE 1 38,180
SEARS ROEBUCK & CO EQUITY 812387108 5523 126,302 SH SOLE 1 126,302
SEATTLE GENETICS INC WA EQUITY 812578102 55 9,012 SH SOLE 1 9,012
SECOND BANCORP, INC. EQUITY 813114105 94 3,463 SH SOLE 1 3,463
SECURE COMPUTING CORP EQUITY 813705100 159 13,652 SH SOLE 1 13,652
SECURITY BANK CORP EQUITY 814047106 47 1,609 SH SOLE 1 1,609
SEEBEYOND TECHNOLOGY CORP. EQUITY 815704101 52 20,496 SH SOLE 1 20,496
SEI INVESTMENTS CO. EQUITY 784117103 4779 146,831 SH SOLE 1 146,831
SELECT COMFORT CORP EQUITY 81616X103 222 8,381 SH SOLE 1 8,381
SELECT MED CORP EQUITY 816196109 4084 141,800 SH DEFINED 2 141,800
SELECT MEDICAL CORP EQUITY 816196109 284 9,858 SH SOLE 1 9,858
SELECTIVE INSURANCE GROUP, INC EQUITY 816300107 342 11,489 SH SOLE 1 11,489
SEMCO ENERGY, INC. EQUITY 78412D109 37 8,092 SH SOLE 1 8,092
SEMITOOL INC COM EQUITY 816909105 935 117500 SH Sole 3 117500
SEMITOOL, INC. EQUITY 816909105 55 6,925 SH SOLE 1 6,925
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SEMTECH CORP. EQUITY 816850101 2349 126,891 SH SOLE 1 126,891
SENIOR HOUSING PROP TRUST EQUITY 81721M109 280 19,424 SH SOLE 1 19,424
SENSIENT TECHNOLOGIES CORP. EQUITY 81725T100 1723 82,031 SH SOLE 1 82,031
SEPRACOR INC EQUITY 817315104 2985 108,400 SH DEFINED 2 108,400
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SEQUA CORP CLASS A EQUITY 817320104 686 16,014 SH SOLE 1 16,014
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SEROLOGICALS CORP. EQUITY 817523103 127 9,682 SH SOLE 1 9,682
SERVICE CORP INTERNATIONAL EQUITY 817565104 20 4,317 SH SOLE 1 4,317
SERVICEMASTER COMPAN EQUITY 81760N109 44 4,314 SH SOLE 1 4,314
SFBC INTERNATIONAL INC EQUITY 784121105 64 2,237 SH SOLE 1 2,237
SHARPER IMAGE CORP EQUITY 820013100 93 3,999 SH SOLE 1 3,999
SHAW GROUP INC EQUITY 820280105 169 16,126 SH SOLE 1 16,126
SHENANDOAH TELECOMMUNI EQUITY 82312B106 53 1,387 SH SOLE 1 1,387
SHERWIN WILLIAMS CO EQUITY 824348106 9265 315,038 SH DEFINED 2 315,038
SHERWIN-WILLIAMS CO. EQUITY 824348106 1908 64,862 SH SOLE 1 64,862
SHOE CARNIVAL INC EQUITY 824889109 44 3,085 SH SOLE 1 3,085
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SHUFFLE MASTER, INC. EQUITY 825549108 193 7,104 SH SOLE 1 7,104
SHURGARD STORAGE CENTERS, INC. CLASS EQUITY 82567D104 23 638 SH SOLE 1 638
SHURGARD STORAGE CTRS COM EQUITY 82567D104 16354 463300 SH Sole 3 463300
SI INTERNATIONAL EQUITY 78427V102 3043 186700 SH Sole 3 186700
SICOR INC EQUITY 825846108 3216 166,527 SH SOLE 1 166,527
SICOR INC COM EQUITY 825846108 15248 790852 SH Sole 3 756600 34252
SIDER NACIONAL CIA SPONS AD EQUITY 20440W105 14 400 SH SOLE 1 400
SIEBEL SYSTEMS, INC. EQUITY 826170102 2521 258,273 SH SOLE 1 258,273
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SIERRA HEALTH SERVICES, INC. EQUITY 826322109 204 9,947 SH SOLE 1 9,947
SIERRA HEALTH SVCS INC COM EQUITY 826322109 8910 433562 SH Sole 3 419000 14562
SIERRA PACIFIC RESOURCES EQUITY 826428104 1031 212,547 SH SOLE 1 212,547
SIGMA ALDRICH CORP. EQUITY 826552101 1887 36,183 SH SOLE 1 36,183
SIGMA DESIGNS INC EQUITY 826565103 60 6,910 SH SOLE 1 6,910
SIGMATEL INC COM EQUITY 82661W107 10598 514200 SH Sole 3 495900 18300
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SILICON IMAGE INC EQUITY 82705T102 140 29,649 SH SOLE 1 29,649
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SILICON LABORATORIES INC EQUITY 826919102 3093 68,846 SH SOLE 1 68,846
SILICON STORAGE TECHNOLOGY EQUITY 827057100 297 33,970 SH SOLE 1 33,970
SILICON VALLEY BANCSHARES EQUITY 827064106 1670 60,503 SH SOLE 1 60,503
SILICONIX, INC. EQUITY 827079203 126 2,498 SH SOLE 1 2,498
SIMMONS FIRST NATIONAL CORP. EQUITY 828730200 139 6,045 SH SOLE 1 6,045
SIMON PPTY GROUP EQUITY 828806109 29775 683219 SH Sole 3 683219
SIMON PROPERTY GROUP INC EQUITY 828806109 3706 85,036 SH SOLE 1 85,036
SIMPLETECH INC EQUITY 828823104 24 3,273 SH SOLE 1 3,273
SIMPSON MANUFACTURING CO. EQUITY 829073105 259 6,345 SH SOLE 1 6,345
SINA CORP (F) EQUITY G81477104 10060 281400 SH Sole 3 277100 4300
SINCLAIR BROADCAST GROUP, INC. EQUITY 829226109 166 16,238 SH SOLE 1 16,238
SIPEX CORP. EQUITY 829909100 83 10,586 SH SOLE 1 10,586
SIRIUS SATELLITE RADIO INC. EQUITY 82966U103 736 404,530 SH SOLE 1 404,530
SIRNA THERAPEUTICS INC EQUITY 829669100 16 2,750 SH SOLE 1 2,750
SIX FLAGS, INC EQUITY 83001P109 884 168,071 SH SOLE 1 168,071
SIZELER PPTY INVS INC EQUITY 830137105 52 4,931 SH SOLE 1 4,931
SKECHERS USA INC. CL-A EQUITY 830566105 59 7,942 SH SOLE 1 7,942
SKILLSOFT CORP COM (ADR) EQUITY 830928107 11668 1566200 SH Sole 3 1544900 21300
SKY FINANCIAL GROUP EQUITY 83080P103 28 1,257 SH SOLE 1 1,257
SKYLINE CORP. EQUITY 830830105 83 2,590 SH SOLE 1 2,590
SKYWEST INC EQUITY 830879102 32137 1,855,467 SH SOLE 1 1,855,467
SKYWORKS SOLUTIONS INC EQUITY 83088M102 539 59,239 SH SOLE 1 59,239
SL GREEN REALTY CORP. EQUITY 78440X101 422 11,695 SH SOLE 1 11,695
SL GREEN RLTY CORP COM EQUITY 78440X101 9542 264241 SH Sole 3 264241
SLM CORP EQUITY 78442P106 7678 197,080 SH SOLE 1 197,080
SLM CORP EQUITY 78442P106 28433 729,800 SH DEFINED 2 729,800
SM&A EQUITY 78465D105 60 5,198 SH SOLE 1 5,198
SMART & FINAL, INC., EQUITY 831683107 33 5,262 SH SOLE 1 5,262
SMITH INTERNATIONAL, INC. EQUITY 832110100 5047 140,273 SH SOLE 1 140,273
SMITH INTL INC EQUITY 832110100 4059 112,800 SH DEFINED 2 112,800
SMITH, A.O. CORP. EQUITY 831865209 199 7,111 SH SOLE 1 7,111
SMITHFIELD FOODS INC EQUITY 832248108 2928 152,496 SH SOLE 1 152,496
SMURFIT-STONE CONTAINER CORP. EQUITY 832727101 38152 2,553,671 SH SOLE 1 2,553,671
SNAP-ON, INC. EQUITY 833034101 720 26,030 SH SOLE 1 26,030
SOHU COM(F) EQUITY 83408W103 7912 254400 SH Sole 3 250400 4000
SOHU.COM INC EQUITY 83408W103 225 7,221 SH SOLE 1 7,221
SOLA INTERNATIONAL, INC. EQUITY 834092108 157 9,825 SH SOLE 1 9,825
SOLECTRON CORP. EQUITY 834182107 2173 371,447 SH SOLE 1 371,447
SOLUTIA, INC. EQUITY 834376105 178 44,736 SH SOLE 1 44,736
SONIC AUTOMOTIVE INC EQUITY 83545G102 280 11,632 SH SOLE 1 11,632
SONIC CORP. EQUITY 835451105 417 16,533 SH SOLE 1 16,533
SONIC SOLUTIONS EQUITY 835460106 72 5,198 SH SOLE 1 5,198
SONICWALL INC EQUITY 835470105 127 22,019 SH SOLE 1 22,019
SONOCO PRODUCTS CO. EQUITY 835495102 2977 135,624 SH SOLE 1 135,624
SONOSIGHT, INC. EQUITY 83568G104 122 6,076 SH SOLE 1 6,076
SONUS NETWORKS INC EQUITY 835916107 587 84,672 SH SOLE 1 84,672
SONUS NETWORKS INC EQUITY 835916107 10392 1,499,600 SH DEFINED 2 1,499,600
SOTHEBY'S HOLDINGS, INC. CLASS A EQUITY 835898107 1130 104,444 SH SOLE 1 104,444
SOUND FEDERAL BANCORP INC EQUITY 83607V104 84 5,649 SH SOLE 1 5,649
SOURCE INTERLINK COS INC EQUITY 836151209 46 4,944 SH SOLE 1 4,944
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SOUTH FINANCIAL GROUP INC. EQUITY 837841105 499 19,928 SH SOLE 1 19,928
SOUTH JERSEY INDUSTRIES, INC. EQUITY 838518108 200 5,294 SH SOLE 1 5,294
SOUTHERN CO EQUITY 842587107 53142 1,810,640 SH SOLE 1 1,810,640
SOUTHERN CO EQUITY 842587107 7738 263,900 SH DEFINED 2 263,900
SOUTHERN FINANCIAL BNCRP EQUITY 842870107 92 2,337 SH SOLE 1 2,337
SOUTHERN PERU COPPER CORP. EQUITY 843611104 5 207 SH SOLE 1 207
SOUTHERN UNION CO. EQUITY 844030106 384 22,581 SH SOLE 1 22,581
SOUTHSIDE BANCSHARES INC EQUITY 84470P109 63 3,774 SH SOLE 1 3,774
SOUTHTRUST CORP. EQUITY 844730101 4431 150,915 SH SOLE 1 150,915
SOUTHWEST AIRLINES CO. EQUITY 844741108 5992 338,520 SH SOLE 1 338,520
SOUTHWEST AIRLS CO EQUITY 844741108 22537 1,273,300 SH DEFINED 2 1,273,300
SOUTHWEST BANCORP INC EQUITY 844767103 76 4,537 SH SOLE 1 4,537
SOUTHWEST BANCORPORATION OF TX EQUITY 84476R109 441 12,074 SH SOLE 1 12,074
SOUTHWEST GAS CORP EQUITY 844895102 295 13,017 SH SOLE 1 13,017
SOUTHWEST WTR CO EQUITY 845331107 60 4,236 SH SOLE 1 4,236
SOUTHWESTERN ENERGY CO. EQUITY 845467109 275 15,181 SH SOLE 1 15,181
SOVEREIGN BANCORP, INC. EQUITY 845905108 7585 408,869 SH SOLE 1 408,869
SOVRAN SELF STORAGE, INC. EQUITY 84610H108 184 5,556 SH SOLE 1 5,556
SPANISH BROADCASTING SYS, INC. CLASS EQUITY 846425882 115 13,514 SH SOLE 1 13,514
SPARTECH CORP. EQUITY 847220209 210 9,849 SH SOLE 1 9,849
SPECTRALINK CORP EQUITY 847580107 128 6,825 SH SOLE 1 6,825
SPECTRALINK CORP COM EQUITY 847580107 1272 68100 SH Sole 3 68100
SPEEDWAY MOTORSPORTS EQUITY 847788106 177 6,009 SH SOLE 1 6,009
SPHERION CORPORATION EQUITY 848420105 176 25,331 SH SOLE 1 25,331
SPINNAKER EXPLORATION CO EQUITY 84855W109 254 10,566 SH SOLE 1 10,566
SPORTS AUTHORITY INC EQUITY 84917U109 271 8,610 SH SOLE 1 8,610
SPORTS RESORTS INTL INC EQUITY 84918U108 3 598 SH SOLE 1 598
SPRINT CORP PCS COM SER 1 EQUITY 852061506 15625 2726900 SH Sole 3 2619200 107700
SPRINT CORP. FON GROUP EQUITY 852061100 5897 390,520 SH SOLE 1 390,520
SPRINT CORP. PCS GROUP EQUITY 852061506 2665 465,109 SH SOLE 1 465,109
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SPSS INC COM EQUITY 78462K102 1019 60400 SH Sole 3 60400
SPSS, INC. EQUITY 78462K102 88 5,244 SH SOLE 1 5,244
SPX CORP. EQUITY 784635104 12910 285,117 SH SOLE 1 285,117
SRA INTERNATIONAL CL A EQUITY 78464R105 135 3,594 SH SOLE 1 3,594
SS&C TECHNOLOGIES INC EQUITY 85227Q100 63 3,144 SH SOLE 1 3,144
ST FRANCIS CAPITAL CORP. EQUITY 789374105 582 19,774 SH SOLE 1 19,774
ST JUDE MEDICAL, INC. EQUITY 790849103 3989 74,190 SH SOLE 1 74,190
ST PAUL COS INC EQUITY 792860108 4199 113,400 SH DEFINED 2 113,400
ST. MARY LAND & EXPLORATION EQUITY 792228108 304 12,007 SH SOLE 1 12,007
ST. PAUL COMPANIES, INC. EQUITY 792860108 4997 134,951 SH SOLE 1 134,951
STAAR SURGICAL CO EQUITY 852312305 78 7,306 SH SOLE 1 7,306
STAGE STORES INC EQUITY 85254C305 159 6,268 SH SOLE 1 6,268
STAMPS.COM INC EQUITY 852857101 91 15,609 SH SOLE 1 15,609
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STANDARD COML CORP. COM EQUITY 853258101 78 4,224 SH SOLE 1 4,224
STANDARD MICROSYSTEMS CORP. EQUITY 853626109 138 5,130 SH SOLE 1 5,130
STANDARD MOTOR PRODUCTS, INC. EQUITY 853666105 28 2,751 SH SOLE 1 2,751
STANDARD PACIFIC CORP. EQUITY 85375C101 521 13,758 SH SOLE 1 13,758
STANDARD REGISTER CO. EQUITY 853887107 83 5,021 SH SOLE 1 5,021
STANDEX INTERNATIONAL CORP. EQUITY 854231107 114 4,672 SH SOLE 1 4,672
STANLEY FURNITURE CO INC EQUITY 854305208 65 2,093 SH SOLE 1 2,093
STANLEY WORKS EQUITY 854616109 1632 55,293 SH SOLE 1 55,293
STAPLES, INC. EQUITY 855030102 75191 3,154,001 SH SOLE 1 3,154,001
STAR SCIENTIFIC INC EQUITY 85517P101 19 10,461 SH SOLE 1 10,461
STARBUCKS CORP. EQUITY 855244109 6085 211,283 SH SOLE 1 211,283
STARTEK INC EQUITY 85569C107 143 4,479 SH SOLE 1 4,479
STARWOOD HOTELS & RESORTS WW EQUITY 85590A203 3130 89,935 SH SOLE 1 89,935
STATE AUTO FINANCIAL CORP. EQUITY 855707105 138 5,487 SH SOLE 1 5,487
STATE BANCORP INC EQUITY 855716106 57 2,866 SH SOLE 1 2,866
STATE FINL SERVICES CORP-A EQUITY 856855101 54 2,187 SH SOLE 1 2,187
STATE STREET CORP. EQUITY 857477103 6479 143,970 SH SOLE 1 143,970
STATEN ISLAND BANCORP, INC. EQUITY 857550107 410 21,082 SH SOLE 1 21,082
STATION CASINOS INC COM EQUITY 857689103 13342 436000 SH Sole 3 429300 6700
STATION CASINOS, INC. EQUITY 857689103 19 622 SH SOLE 1 622
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STEEL DYNAMICS, INC. EQUITY 858119100 244 16,038 SH SOLE 1 16,038
STEELCASE INC-CL A EQUITY 858155203 7 601 SH SOLE 1 601
STEIN MART, INC. EQUITY 858375108 47 8,660 SH SOLE 1 8,660
STEINWAY MUSICAL INSTRUMENTS EQUITY 858495104 31476 1,773,310 SH SOLE 1 1,773,310
STELLENT INC EQUITY 85856W105 58 7,503 SH SOLE 1 7,503
STEPAN CO. EQUITY 858586100 50 2,198 SH SOLE 1 2,198
STERICYCLE INC EQUITY 858912108 4679 99,200 SH DEFINED 2 99,200
STERICYCLE INC COM EQUITY 858912108 20501 434610 SH Sole 3 420104 14506
STERICYCLE, INC. EQUITY 858912108 2778 58,787 SH SOLE 1 58,787
STERIS CORP COM EQUITY 859152100 2242 97,373 SH SOLE 1 97,373
STERLING BANCORP EQUITY 859158107 149 5,539 SH SOLE 1 5,539
STERLING BANCSHARES, INC. EQUITY 858907108 202 16,926 SH SOLE 1 16,926
STERLING FINANCIAL CORP EQUITY 859317109 184 7,232 SH SOLE 1 7,232
STERLING FINL CORP WAS EQUITY 859319105 178 6,314 SH SOLE 1 6,314
STEVEN MADDEN, LTD. EQUITY 556269108 81 4,267 SH SOLE 1 4,267
STEWART & STEVENSON SERVICES EQUITY 860342104 183 12,173 SH SOLE 1 12,173
STEWART ENTERPRISES, INC. EQUITY 860370105 157 41,248 SH SOLE 1 41,248
STEWART INFORMATION SERVICES COM EQUITY 860372101 202 7,142 SH SOLE 1 7,142
STILLWATER MINING CO. EQUITY 86074Q102 105 16,629 SH SOLE 1 16,629
STMICROELECTRONICS NV-NY EQUITY 861012102 97 4,023 SH SOLE 1 4,023
STONE ENERGY CORP. EQUITY 861642106 341 9,659 SH SOLE 1 9,659
STONERIDGE, INC. EQUITY 86183P102 80 5,426 SH SOLE 1 5,426
STORAGE TECHNOLOGY CORP. EQUITY 862111200 3708 153,602 SH SOLE 1 153,602
STRATASYS INC EQUITY 862685104 86 2,012 SH SOLE 1 2,012
STRATEX NETWORKS INC EQUITY 86279T109 136 35,407 SH SOLE 1 35,407
STRATTEC SEC CORP EQUITY 863111100 65 1,360 SH SOLE 1 1,360
STRAYER ED INC COM EQUITY 863236105 13150 135978 SH Sole 3 133000 2978
STRAYER EDUCATION, INC EQUITY 863236105 440 4,550 SH SOLE 1 4,550
STRIDE RITE CORP. EQUITY 863314100 170 15,728 SH SOLE 1 15,728
STRYKER CORP EQUITY 863667101 6281 83,400 SH DEFINED 2 83,400
STRYKER CORP COM EQUITY 863667101 2071 27500 SH Sole 3 27500
STRYKER CORP. EQUITY 863667101 6477 86,010 SH SOLE 1 86,010
STUDENT LOAN CORP. EQUITY 863902102 7 58 SH SOLE 1 58
STURM, RUGER & CO., INC. EQUITY 864159108 94 9,083 SH SOLE 1 9,083
SUFFOLK BANCORP EQUITY 864739107 153 4,717 SH SOLE 1 4,717
SUMMIT AMERICA TELEVISION INC EQUITY 86600T109 44 15,232 SH SOLE 1 15,232
SUMMIT BANCSHARES INC EQUITY 866011109 60 2,227 SH SOLE 1 2,227
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SUN MICROSYSTEMS, INC. EQUITY 866810104 5471 1,652,771 SH SOLE 1 1,652,771
SUNCOR ENERGY INC COM (F) EQUITY 867229106 7683 414200 SH Sole 3 390900 23300
SUNGARD DATA SYS INC EQUITY 867363103 7993 303800 SH Sole 3 293400 10400
SUNGARD DATA SYSTEMS, INC. EQUITY 867363103 4484 170,443 SH SOLE 1 170,443
SUNOCO, INC. EQUITY 86764P109 1384 34,406 SH SOLE 1 34,406
SUNRISE SENIOR LIVING INC EQUITY 86768K106 187 7,115 SH SOLE 1 7,115
SUNTRUST BANKS, INC. EQUITY 867914103 7345 121,670 SH SOLE 1 121,670
SUPERCONDUCTOR TECHNOLOGIES EQUITY 867931107 82 21,311 SH SOLE 1 21,311
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SUPERIOR ENERGY SERVICES, INC. EQUITY 868157108 201 20,531 SH SOLE 1 20,531
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SUPERTEX INC EQUITY 868532102 68 3,776 SH SOLE 1 3,776
SUPERVALU, INC. EQUITY 868536103 1426 59,779 SH SOLE 1 59,779
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SUREBEAM CORP CL A EQUITY 86866R102 46 32,210 SH SOLE 1 32,210
SUREWEST COMMUNICATION EQUITY 868733106 207 6,211 SH SOLE 1 6,211
SURMODICS INC EQUITY 868873100 160 5,967 SH SOLE 1 5,967
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SYMBOL TECHNOLOGIES, INC. EQUITY 871508107 1240 103,767 SH SOLE 1 103,767
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SYSCO CORP. EQUITY 871829107 9176 280,520 SH SOLE 1 280,520
SYSTEMAX INC EQUITY 871851101 26 3,919 SH SOLE 1 3,919
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T ROWE PRICE GROUP INC. EQUITY 74144T108 2271 55,021 SH SOLE 1 55,021
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TAIWAN SEMICONDUCTOR-SP ADR EQUITY 874039100 190 17,568 SH SOLE 1 17,568
TAKE-TWO INTERACTIVE SOFTWARE EQUITY 874054109 534 15,623 SH SOLE 1 15,623
TALBOTS INC EQUITY 874161102 14 402 SH SOLE 1 402
TALBOTS INC COM EQUITY 874161102 8768 251600 SH Sole 3 243000 8600
TALK AMERICA HLDGS INC COM NEW EQUITY 87426R202 39179 3433711 SH Sole 3 3388811 44900
TALK AMERICA HOLDINGS INC EQUITY 87426R202 128 11,185 SH SOLE 1 11,185
TALX CORP EQUITY 874918105 144 5,794 SH SOLE 1 5,794
TANGER FACTORY OUTLET CTRS EQUITY 875465106 103 2,800 SH SOLE 1 2,800
TANOX INC EQUITY 87588Q109 203 10,191 SH SOLE 1 10,191
TANOX INC EQUITY 87588Q109 1001 50,000 SH DEFINED 2 50,000
TARGET CORP EQUITY 87612E106 13833 367,600 SH DEFINED 2 367,600
TARGET CORPORATION EQUITY 87612E106 17504 465,170 SH SOLE 1 465,170
TARO PHARMACEUT INDS EQUITY M8737E108 18210 323100 SH SOLE 3 312900 10200
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TBC CORP. EQUITY 872180104 180 7,178 SH SOLE 1 7,178
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Telenor ASA ADR EQUITY 87944W105 125 9,546 SH SOLE 1 9,546
TELEPHONE AND DATA SYSTEMS EQUITY 879433100 4546 80,405 SH SOLE 1 80,405
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TENNANT CO. EQUITY 880345103 134 3,627 SH SOLE 1 3,627
TENNECO AUTOMOTIVE INC EQUITY 880349105 113 17,895 SH SOLE 1 17,895
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TERAYON COMMUNICATION EQUITY 880775101 161 27,938 SH SOLE 1 27,938
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TEREX CORP. EQUITY 880779103 346 18,678 SH SOLE 1 18,678
TESORO PETROLEUM CORP. EQUITY 881609101 209 24,680 SH SOLE 1 24,680
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TETRA TECHNOLOGIES, INC. EQUITY 88162F105 176 8,523 SH SOLE 1 8,523
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TEVA PHARMACEUTICAL ADR EQUITY 881624209 8335 145,720 SH SOLE 1 145,720
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TEXAS REGIONAL BANCSHARES, INC CLASS EQUITY 882673106 338 10,016 SH SOLE 1 10,016
TEXTRON FINANCIAL CORP EQUITY 883203101 2377 60,257 SH SOLE 1 60,257
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THE STEAK N SHAKE COMPANY EQUITY 857873103 141 9,457 SH SOLE 1 9,457
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THE YANKEE CANDLE CO. EQUITY 984757104 339 13,311 SH SOLE 1 13,311
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TIERONE CORP EQUITY 88650R108 204 9,645 SH SOLE 1 9,645
TIFFANY & CO. EQUITY 886547108 2414 64,655 SH SOLE 1 64,655
TIFFANY + CO NEW EQUITY 886547108 17059 456,975 SH DEFINED 2 456,975
TIMBERLAND COMPANY EQUITY 887100105 2121 49,717 SH SOLE 1 49,717
TIME WARNER TELECOM EQUITY 887319101 158 17,084 SH SOLE 1 17,084
TIMKEN CO. EQUITY 887389104 12 810 SH SOLE 1 810
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TRACTOR SUPPLY CO EQUITY 892356106 408 12,432 SH SOLE 1 12,432
TRADESTATION GROUP INC EQUITY 89267P105 55 7,413 SH SOLE 1 7,413
TRAMMELL CROW CO. EQUITY 89288R106 164 13,174 SH SOLE 1 13,174
TRANS WORLD ENTERTAINMENT CORP EQUITY 89336Q100 33 5,828 SH SOLE 1 5,828
TRANSACTION SYSTEMS ARCHITECTS CLASS EQUITY 893416107 1056 63,786 SH SOLE 1 63,786
TRANSATLANTIC HOLDINGS INC EQUITY 893521104 2224216 31,274,130 SH SOLE 1 31,274,130
TRANSATLANTIC HOLDINGS INC EQUITY 893521104 22 307 SH SOLE 1 307
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TRAVELERS PPTY CAS CORP NE EQUITY 89420G109 7361 463,511 SH DEFINED 2 463,511
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TRAVELERS PROPERTY CASUALTY EQUITY 89420G406 6915 435,440 SH SOLE 1 435,440
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TRIARC COMPANIES INC. CLASS A EQUITY 895927101 1 74 SH SOLE 1 74
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Tribune Co EQUITY 896047107 689 15,000 SH DEFINED 4 15,000
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TRICO BANCSHARES EQUITY 896095106 64 2,243 SH SOLE 1 2,243
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TRUST CO. OF NEW JERSEY EQUITY 898304100 253 7,915 SH SOLE 1 7,915
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TXU CORP EQUITY 873168108 3391 143,911 SH SOLE 1 143,911
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TYCO INTL LTD EQUITY 902124106 11437 559,830 SH DEFINED 2 559,830
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VALUE LINE, INC. EQUITY 920437100 28 574 SH SOLE 1 574
VALUECLICK INC. EQUITY 92046N102 237 28,211 SH SOLE 1 28,211
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VARCO INTERNATIONAL EQUITY 922122106 2313 136,799 SH SOLE 1 136,799
VARIAN MED SYS INC COM EQUITY 92220P105 4739 82452 SH Sole 3 76300 6152
VARIAN MEDICAL SYSTEMS INC EQUITY 92220P105 5514 95,923 SH SOLE 1 95,923
VARIAN SEMICONDUCTOR COM EQUITY 922207105 20764 554450 SH Sole 3 536800 17650
VARIAN SEMICONDUCTOR EQUIPMENT EQUITY 922207105 455 12,141 SH SOLE 1 12,141
VARIAN, INC. EQUITY 922206107 1873 59,706 SH SOLE 1 59,706
VASTERA INC EQUITY 92239N109 59 11,443 SH SOLE 1 11,443
VCA ANTECH INC EQUITY 918194101 304 12,922 SH SOLE 1 12,922
VECTOR GROUP LTD. EQUITY 92240M108 143 9,946 SH SOLE 1 9,946
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VERIZON COMMUNICATIONS EQUITY 92343V104 92502 2,851,470 SH SOLE 1 2,851,470
Verizon Communications EQUITY 92343V104 1,622 50,000 SH DEFINED 4 50,000
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VERSO TECHNOLOGIES INC EQUITY 925317109 142 38,259 SH SOLE 1 38,259
VERTEX PHARMACEUTICALS, INC. EQUITY 92532F100 1717 139,573 SH SOLE 1 139,573
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VIACOM INC CLASS B EQUITY 925524308 15034 392,488 SH DEFINED 2 392,488
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VIGNETTE CORPORATION EQUITY 926734104 203 88,186 SH SOLE 1 88,186
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VINTAGE PETROLEUM, INC. EQUITY 927460105 230 21,131 SH SOLE 1 21,131
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VIRGINIA COMMERCE BANCORP EQUITY 92778Q109 45 2,041 SH SOLE 1 2,041
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VISTEON CORP. EQUITY 92839U107 1160 175,758 SH SOLE 1 175,758
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VISX, INC. EQUITY 92844S105 1564 82,123 SH SOLE 1 82,123
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Washington Mutual Savings EQUITY 939322103 1,638 41,600 SH DEFINED 4 41,600
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WEBSTER FINANCIAL CORP. EQUITY 947890109 2551 63,958 SH SOLE 1 63,958
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WEIGHT WATCHERS INTL INC N EQUITY 948626106 8498 204,275 SH DEFINED 2 204,275
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WESTAMERICA BANKCORPORATION EQUITY 957090103 2271 51,063 SH SOLE 1 51,063
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WESTELL TECHNOLOGIES INC-A EQUITY 957541105 142 18,916 SH SOLE 1 18,916
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WESTERN WIRELESS CORP. CLASS A EQUITY 95988E204 420 22,477 SH SOLE 1 22,477
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WHIRLPOOL CORP. EQUITY 963320106 2084 30,751 SH SOLE 1 30,751
WHITE ELECTR DESIGNS C EQUITY 963801105 86 7,974 SH SOLE 1 7,974
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WHITNEY HOLDING CORP. EQUITY 966612103 20 579 SH SOLE 1 579
WHOLE FOODS MARKET I EQUITY 966837106 4811 87,150 SH SOLE 1 87,150
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WILMINGTON TRUST CORP EQUITY 971807102 2841 92,348 SH SOLE 1 92,348
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WILSON GREATBATCH TECHNOLOGIES EQUITY 972232102 306 8,498 SH SOLE 1 8,498
WILSONS THE LEATHER EXPERTS EQUITY 972463103 59 7,380 SH SOLE 1 7,380
WILTEL COMMUNICATIONS INC EQUITY 972487102 180 11,237 SH SOLE 1 11,237
WIMM-BILL-DANN FOODS ADR EQUITY 97263M109 2335 121,500 SH SOLE 1 121,500
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WINTRUST FINANCIAL CORP EQUITY 97650W108 281 7,434 SH SOLE 1 7,434
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WIRELESS FACILITIES INC. EQUITY 97653A103 137 11,481 SH SOLE 1 11,481
WISCONSIN ENERGY CORP. EQUITY 976657106 5019 164,178 SH SOLE 1 164,178
WM. WRIGLEY JR. CO. EQUITY 982526105 5375 97,200 SH SOLE 1 97,200
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WOODHEAD INDS INC COM EQUITY 979438108 63 4,182 SH SOLE 1 4,182
WOODWARD GOVERNOR CO. EQUITY 980745103 164 3,782 SH SOLE 1 3,782
WORLD ACCEPTANCE CORP. EQUITY 981419104 86 6,379 SH SOLE 1 6,379
WORLD FUEL SVCS CORP EQUITY 981475106 113 4,021 SH SOLE 1 4,021
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WORTHINGTON INDS IN EQUITY 981811102 883 70,300 SH DEFINED 2 70,300
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WPS RESOURCES CORP. EQUITY 92931B106 1877 45,565 SH SOLE 1 45,565
WRIGHT MED GROUP INC EQUITY 98235T107 938 37,147 SH SOLE 1 37,147
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WYETH EQUITY 983024100 66883 1,450,815 SH SOLE 1 1,450,815
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WYNN RESORTS LTD EQUITY 983134107 8 415 SH SOLE 1 415
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XEROX CORP. EQUITY 984121103 3611 351,979 SH SOLE 1 351,979
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XL CAPITAL LTD EQUITY G98255105 4570 59,010 SH SOLE 1 59,010
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XTO ENERGY CORP COM EQUITY 98385X106 8817 420066 SH SOLE 3 404666 15400
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XTO ENERGY INC EQUITY 98385X106 1436 68,400 SH DEFINED 2 68,400
YADKIN VY BK & TR ELKIN N C EQUITY 984308106 59 3,343 SH SOLE 1 3,343
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YANKEE CANDLE INC EQUITY 984757104 4148 162,800 SH DEFINED 2 162,800
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YELLOW CORP. EQUITY 985509108 378 12,689 SH SOLE 1 12,689
YORK INTERNATIONAL CORP. EQUITY 986670107 2455 70,981 SH SOLE 1 70,981
YOUNG BROADCASTING, INC. CLASS A EQUITY 987434107 105 5,354 SH SOLE 1 5,354
YOUNG INNOVATIONS INC EQUITY 987520103 55 1,724 SH SOLE 1 1,724
YPF S.A.-Sponsored ADR EQUITY 984245100 265 9,000 SH SOLE 1 9,000
Yum Brands Inc EQUITY 988498101 1,333 45,000 SH DEFINED 4 45,000
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ZALE CORP. EQUITY 988858106 607 13,666 SH SOLE 1 13,666
ZEBRA TECHNOLOGIES CORP. CLASS A EQUITY 989207105 35 679 SH SOLE 1 679
ZEBRA TECHNOLOGIES CP CL A EQUITY 989207105 40788 790917 SH SOLE 3 764100 26817
ZENITH NATIONAL INSURANCE CORP EQUITY 989390109 105 3,770 SH SOLE 1 3,770
ZIMMER HLDGS INC COM EQUITY 98956P102 10342 187704 SH SOLE 3 174500 13204
ZIMMER HOLDINGS INC EQUITY 98956P102 5590 101,445 SH SOLE 1 101,445
ZIONS BANCORPORATION EQUITY 989701107 3801 67,891 SH SOLE 1 67,891
ZOLL MEDICAL CORP. EQUITY 989922109 116 3,624 SH SOLE 1 3,624
ZORAN CORP. EQUITY 98975F101 339 17,320 SH SOLE 1 17,320
ZYGO CORP. EQUITY 989855101 110 6,745 SH SOLE 1 6,745
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