UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F
FORM 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: June 30, 2003
Check here if Amendment [ ]; 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 August 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: 3,623
Form 13F Information Table Value Total: $17,582,012 (thousands)
List of Other Included Managers:
Provide a numbered list of the name(s) and Form 13F file number(s) of all
institutional investment managers with respect to which this report is filed,
other than the manager filing this report.
No. Form 13F File Number Name
-- -------------------- -------------------------------------------
1 28-4637 AIG GLOBAL INVESTMENT CORP.
2 28-2725 AIG SUNAMERICA ASSET MANAGEMENT CORP.
3 28-3463 JOHN MCSTAY INVESTMENT COUNSEL, L.P.
4 28-5794 HSB GROUP, INC.
File Number 28-219 (Consolidated)
as of 6/30/03
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 50 2,029 SH SOLE 1 2,029
1-800-FLOWERS.COM INC EQUITY 68243Q106 60 7,142 SH SOLE 1 7,142
1ST SOURCE CORP. EQUITY 336901103 89 4,816 SH SOLE 1 4,816
21ST CENTURY INSURANCE COMPANY EQUITY 90130N103 764,272 53,445,620 SH SOLE 1 53,445,620
21ST CENTURY INSURANCE COMPANY EQUITY 90130N103 125 8,771 SH SOLE 1 8,771
3COM CORP. EQUITY 885535104 2274 486,977 SH SOLE 1 486,977
3M EQUITY 88579Y101 2128 16,500 SH DEFINED 4 16,500
3M CO EQUITY 88579Y101 54624 423,510 SH SOLE 1 423,510
3M CO EQUITY 88579Y101 1545 11,975 SH DEFINED 2 11,975
3M CO COM EQUITY 88579Y101 3511 27000 SH Sole 3 27000
4KIDS ENTERTAINMENT INC EQUITY 350865101 86 4,610 SH SOLE 1 4,610
7-ELEVEN INC. EQUITY 817826209 92 8,743 SH SOLE 1 8,743
99 CENTS ONLY STORES EQUITY 65440K106 3243 94,505 SH SOLE 1 94,505
99 CENTS ONLY STORES EQUITY 65440K106 4441 129,400 SH DEFINED 2 129,400
99 CENTS ONLY STORES COM EQUITY 65440K106 11373 445996 SH Sole 3 433189 12807
A C MOORE ARTS & CRAFT EQUITY 00086T103 96 4,788 SH SOLE 1 4,788
A.G. EDWARDS, INC. EQUITY 281760108 3683 107,677 SH SOLE 1 107,677
A.S.V. INC EQUITY 001963107 37 2,512 SH SOLE 1 2,512
AAIPHARMA INC EQUITY 00252W104 105 5,301 SH SOLE 1 5,301
AAON INC EQUITY 000360206 64 3,455 SH SOLE 1 3,455
AAR CORP. EQUITY 000361105 85 12,110 SH SOLE 1 12,110
AARON RENTS, INC. EQUITY 002535201 156 6,037 SH SOLE 1 6,037
ABBEY NATIONAL PLC EQUITY 002920809 9141 335,900 SH SOLE 1 336
ABBOTT LABORATORIES EQUITY 002824100 33658 769,155 SH SOLE 1 769,155
ABBOTT LABS EQUITY 002824100 9433 215,565 SH DEFINED 2 215,565
Abbott Labs EQUITY 002824100 2844 65,000 SH DEFINED 4 65,000
ABC BANCORP EQUITY 000400101 52 3,702 SH SOLE 1 3,702
ABERCROMBIE & FITCH CO CL A EQUITY 002896207 15690 522468 SH Sole 3 451500 70968
ABERCROMBIE AND FITCH CO EQUITY 002896207 1639 57,700 SH DEFINED 2 57,700
ABERCROMBIE AND FITCH CO. EQUITY 002896207 3737 131,554 SH SOLE 1 131,554
ABGENIX, INC. EQUITY 00339B107 349 33,429 SH SOLE 1 33,429
ABLE LABORATORIES INC EQUITY 00371N407 99 5,011 SH SOLE 1 5,011
ABLE LABORATORIES INC COM NEW EQUITY 00371N407 1752 123800 SH Sole 3 123800
ABM INDUSTRIES, INC. EQUITY 000957100 220 14,310 SH SOLE 1 14,310
ACADIA REALTY TRUST EQUITY 004239109 49 5,404 SH SOLE 1 5,404
ACCREDITED HOME LENDERS EQUITY 00437P107 71 3,672 SH SOLE 1 3,672
ACCREDO HEALTH INC COM EQUITY 00437V104 14083 578609 SH Sole 3 547899 30710
ACCREDO HEALTH INC. EQUITY 00437V104 393 18,164 SH SOLE 1 18,164
ACE LTD EQUITY G0070K103 6465 188,540 SH SOLE 1 188,540
ACETO CORP EQUITY 004446100 63 3,378 SH SOLE 1 3,378
ACLARA BIOSCIENCES INC. EQUITY 00461P106 39 9,223 SH SOLE 1 9,223
ACME COMMUNICATION INC EQUITY 004631107 24 3,188 SH SOLE 1 3,188
ACTEL CORP. EQUITY 004934105 172 8,351 SH SOLE 1 8,351
ACTION PERFORMANCE CO., INC. EQUITY 004933107 111 5,844 SH SOLE 1 5,844
ACTIVCARD CORP EQUITY 00506J107 126 13,334 SH SOLE 1 13,334
ACTIVISION, INC. EQUITY 004930202 2185 169,738 SH SOLE 1 169,738
ACTUANT CORP EQUITY 00508X203 190 4,018 SH SOLE 1 4,018
ACUITY BRANDS INC EQUITY 00508Y102 287 15,786 SH SOLE 1 15,786
ACXIOM CORP. EQUITY 005125109 1757 115,181 SH SOLE 1 115,181
ADAPTEC, INC. EQUITY 00651F108 324 40,769 SH SOLE 1 40,769
ADC TELECOMMUNICATIONS, INC EQUITY 000886101 953 414,502 SH SOLE 1 414,502
ADMINISTAFF, INC. EQUITY 007094105 77 7,456 SH SOLE 1 7,456
ADOBE SYS INC EQUITY 00724F101 3399 106,000 SH DEFINED 2 106,000
ADOBE SYSTEMS INC. EQUITY 00724F101 10095 314,775 SH SOLE 1 314,775
ADOLOR CORPORATION EQUITY 00724X102 147 12,003 SH SOLE 1 12,003
ADTRAN INC COM EQUITY 00738A106 15854 441488 SH Sole 3 430000 11488
ADTRAN, INC. EQUITY 00738A106 2613 50,612 SH SOLE 1 50,612
ADVANCE AUTO PARTS EQUITY 00751Y106 23 384 SH SOLE 1 384
ADVANCE AUTO PARTS COM EQUITY 00751Y106 47922 1036142 SH Sole 3 1007400 28742
ADVANCED DIGITAL INFO CORP. EQUITY 007525108 234 23,549 SH SOLE 1 23,549
ADVANCED ENERGY INDUSTRIES EQUITY 007973100 91 6,374 SH SOLE 1 6,374
ADVANCED FIBRE COMMNCT COM EQUITY 00754A105 10264 677970 SH Sole 3 658800 19170
ADVANCED FIBRE COMMUNICATI EQUITY 00754A105 1891 116,200 SH DEFINED 2 116,200
ADVANCED FIBRE COMMUNICATIONS EQUITY 00754A105 1873 114,341 SH SOLE 1 114,341
ADVANCED MARKETING SERV. INC. EQUITY 00753T105 72 5,557 SH SOLE 1 5,557
ADVANCED MEDICAL OPTICS EQUITY 00763M108 188 11,028 SH SOLE 1 11,028
ADVANCED MICRO DEVICES, INC. EQUITY 007903107 1195 186,487 SH SOLE 1 186,487
ADVANCED NEUROMOD SYS COM EQUITY 00757t101 8160 190200 SH Sole 3 190200
ADVANCEPCS EQUITY 00790K109 24409 638,147 SH SOLE 1 638,147
ADVANCEPCS COM EQUITY 00790K109 54671 1929108 SH Sole 3 1834300 94808
ADVANCES NEUROMODULATIONS SYS EQUITY 00757T101 237 4,600 SH SOLE 1 4,600
ADVANTA CORP [B] EQUITY 007942204 77 7,682 SH SOLE 1 7,682
ADVENT SOFTWARE, INC. EQUITY 007974108 936 54,658 SH SOLE 1 54,658
ADVISORY BRD CO EQUITY 00762W107 149 3,692 SH SOLE 1 3,692
ADVO, INC. EQUITY 007585102 336 7,576 SH SOLE 1 7,576
AEROFLEX, INC EQUITY 007768104 153 19,862 SH SOLE 1 19,862
AEROPOSTALE INC EQUITY 007865108 156 7,247 SH SOLE 1 7,247
AES DRAX ENERGY LTD EQUITY 00130H105 1718 270,597 SH SOLE 1 270,597
AETHER SYSTEMS INC. EQUITY 00808V105 66 13,837 SH SOLE 1 13,837
AETNA INC-NEW EQUITY 00817Y108 4080 67,774 SH SOLE 1 67,774
AFC ENTERPRISES EQUITY 00104Q107 82 4,990 SH SOLE 1 4,990
AFFILIATED COMPUTER CL A EQUITY 008190100 41294 932986 SH Sole 3 882792 50194
AFFILIATED COMPUTER SERVICES CLASS A EQUITY 008190100 8160 178,435 SH SOLE 1 178,435
AFFILIATED COMPUTER SVCS I EQUITY 008190100 7065 154,500 SH DEFINED 2 154,500
AFFILIATED MANAGERS GROUP EQUITY 008252108 487 7,995 SH SOLE 1 7,995
AFFYMETRIX INC EQUITY 00826T108 173 8,762 SH SOLE 1 8,762
AFFYMETRIX INC COM EQUITY 00826T108 20380 783848 SH Sole 3 768000 15848
AFLAC, INC. EQUITY 001055102 6833 222,220 SH SOLE 1 222,220
AFTERMARKET TECHNOLOGY EQUITY 008318107 57 5,340 SH SOLE 1 5,340
AGCO CORP. EQUITY 001084102 1726 101,075 SH SOLE 1 101,075
AGERE SYSTEMS INC-CL B W/I EQUITY 00845V209 60 25,982 SH SOLE 1 25,982
AGILE SOFTWARE CORP. EQUITY 00846X105 158 16,438 SH SOLE 1 16,438
AGILENT TECHNOLOGIES INC. EQUITY 00846U101 5308 271,534 SH SOLE 1 271,534
AGL RESOURCES, INC. EQUITY 001204106 2903 114,120 SH SOLE 1 114,120
AIR PRODUCTS AND CHEMICALS INC EQUITY 009158106 4085 98,190 SH SOLE 1 98,190
AIRBORNE INC. EQUITY 009269101 2467 118,032 SH SOLE 1 118,032
AIRGAS, INC. EQUITY 009363102 1618 96,621 SH SOLE 1 96,621
AIRGATE PCS, INC. EQUITY 009367103 420 350,000 SH SOLE 1 350,000
AIRTRAN HOLDINGS, INC. EQUITY 00949P108 263 25,093 SH SOLE 1 25,093
AK STEEL CORP. EQUITY 001547108 656 181,136 SH SOLE 1 181,136
AKAMAI TECHNOLOGIES INC. EQUITY 00971T101 187 39,077 SH SOLE 1 39,077
AKSYS LTD EQUITY 010196103 135 10,465 SH SOLE 1 10,465
ALABAMA NATIONAL BANCORP EQUITY 010317105 177 3,698 SH SOLE 1 3,698
ALAMO GROUP INC EQUITY 011311107 25 2,051 SH SOLE 1 2,051
ALARIS MEDICAL SYSTEMS INC EQUITY 011637105 74 5,727 SH SOLE 1 5,727
ALASKA AIR GROUP, INC. EQUITY 011659109 951 44,344 SH SOLE 1 44,344
ALBANY INTERNATIONAL CORP. CLASS A EQUITY 012348108 277 10,099 SH SOLE 1 10,099
ALBANY MOLECULAR EQUITY 012423109 150 9,981 SH SOLE 1 9,981
ALBEMARLE CORP. EQUITY 012653101 1872 66,925 SH SOLE 1 66,925
ALBERTSONS INC EQUITY 013104104 6837 356,080 SH DEFINED 2 356,080
ALBERTSON'S, INC. EQUITY 013104104 3133 163,195 SH SOLE 1 163,195
ALCOA INC EQUITY 013817101 16677 654,000 SH DEFINED 2 654,000
ALCOA, INC. EQUITY 013817101 10538 413,240 SH SOLE 1 413,240
ALDERWOODS GROUP INC EQUITY 014383103 76 14,113 SH SOLE 1 14,113
ALEXANDER & BALDWIN, INC. EQUITY 014482103 1849 70,838 SH SOLE 1 70,838
ALEXANDER'S, INC. EQUITY 014752109 62 748 SH SOLE 1 748
ALEXANDRIA REAL EST EQ COM EQUITY 015271109 6968 165700 SH Sole 3 130100 35600
ALEXANDRIA REAL ESTATE EQUITIE EQUITY 015271109 325 7,226 SH SOLE 1 7,226
ALEXION PHARMACEUTICLAS, INC. EQUITY 015351109 106 6,225 SH SOLE 1 6,225
ALFA CORP. EQUITY 015385107 161 12,841 SH SOLE 1 12,841
ALICO INC EQUITY 016230104 33 1,320 SH SOLE 1 1,320
ALIGN TECHNOLOGY INC EQUITY 016255101 212 16,806 SH SOLE 1 16,806
ALKERMES INC EQUITY 01642T108 189 17,763 SH SOLE 1 17,763
ALLEGHANY CORP EQUITY 017175100 9 46 SH SOLE 1 46
ALLEGHENY ENERGY, INC. EQUITY 017361106 866 102,518 SH SOLE 1 102,518
ALLEGHENY TECHNOLOGIES, INC. EQUITY 01741R102 820 124,194 SH SOLE 1 124,194
ALLEGIANT BANCORP INC EQUITY 017476102 99 4,881 SH SOLE 1 4,881
ALLEN TELECOM, INC. EQUITY 018091108 481 29,086 SH SOLE 1 29,086
ALLERGAN INC EQUITY 018490102 3786 49,100 SH DEFINED 2 49,100
ALLERGAN, INC. EQUITY 018490102 27071 351,114 SH SOLE 1 351,114
ALLETE INC. EQUITY 018522102 3074 115,783 SH SOLE 1 115,783
ALLIANCE DATA SYS CORP COM EQUITY 018581108 29109 1712265 SH Sole 3 1656579 55686
ALLIANCE DATA SYSTEMS EQUITY 018581108 6 240 SH SOLE 1 240
ALLIANCE GAMING CORP EQUITY 01859P609 355 18,765 SH SOLE 1 18,765
ALLIANCE GAMING CORP COM NEW EQUITY 01859P609 27315 1820970 SH Sole 3 1782900 38070
ALLIANCE IMAGING INC EQUITY 018606202 20 4,531 SH SOLE 1 4,531
ALLIANCE SEMICONDUCTOR CORP. EQUITY 01877H100 40 8,275 SH SOLE 1 8,275
ALLIANT ENERGY CORP. EQUITY 018802108 2373 124,674 SH SOLE 1 124,674
ALLIANT TECHSYSTEMS INC EQUITY 018804104 31 590 SH SOLE 1 590
ALLIED CAPITAL CORP EQUITY 01903Q108 2748 118,953 SH SOLE 1 118,953
ALLIED WASTE INDUSTRIES, INC. EQUITY 019589308 1564 155,592 SH SOLE 1 155,592
ALLMERICA FINANCIAL CORP EQUITY 019754100 1636 90,920 SH SOLE 1 90,920
ALLOS THERAPEUTICS INC EQUITY 019777101 25 8,294 SH SOLE 1 8,294
ALLOY ONLINE, INC EQUITY 019855105 84 12,993 SH SOLE 1 12,993
ALLSCRIPTS HEALTHCARE SOLUTION EQUITY 01988P108 34 9,179 SH SOLE 1 9,179
ALLSTATE CORP. EQUITY 020002101 10847 304,270 SH SOLE 1 304,270
ALLTEL CORP EQUITY 020039103 11599 240,550 SH DEFINED 2 240,550
ALLTEL CORP. EQUITY 020039103 6640 137,700 SH SOLE 1 137,700
ALPHARMA INC. CLASS A EQUITY 020813101 318 14,713 SH SOLE 1 14,713
ALTEON INC EQUITY 02144G107 62 12,806 SH SOLE 1 12,806
ALTERA CORP COM EQUITY 021441100 3543 261700 SH Sole 3 227300 34400
ALTERA CORP. EQUITY 021441100 3309 201,400 SH SOLE 1 201,400
ALTIRIS INC EQUITY 02148M100 65 3,239 SH SOLE 1 3,239
ALTRIA GROUP INC EQUITY 02209S103 71244 1,567,860 SH SOLE 1 1,567,860
ALTRIA GROUP INC EQUITY 02209S103 22524 495,685 SH DEFINED 2 495,685
AMAZON COM INC EQUITY 023135106 16342 447,840 SH DEFINED 2 447,840
AMAZON.COM, INC. EQUITY 023135106 528 14,540 SH SOLE 1 14,540
AMB PROPERTY CORP EQUITY 00163T109 3063 108,735 SH SOLE 1 108,735
AMBAC FINANCIAL GROUP INC. EQUITY 023139108 3120 47,091 SH SOLE 1 47,091
AMBASSADORS GROUP INC EQUITY 023177108 27 1,968 SH SOLE 1 1,968
AMBASSADORS INTERNATIONAL EQUITY 023178106 27 2,273 SH SOLE 1 2,273
AMC ENTERTAINMENT, INC. EQUITY 001669100 135 11,803 SH SOLE 1 11,803
AMCOL INTERNATIONAL CORP. EQUITY 02341W103 58 7,259 SH SOLE 1 7,259
AMCORE FINANCIAL, INC. EQUITY 023912108 219 9,448 SH SOLE 1 9,448
AMDOCS LIMITED EQUITY G02602103 1425 59,369 SH SOLE 1 59,369
AMDOCS LTD EQUITY G02602103 2789 116,200 SH DEFINED 2 116,200
AMERADA HESS CORP EQUITY 023551104 2012 40,914 SH SOLE 1 40,914
Ameren EQUITY 023608102 1103 25,000 SH DEFINED 4 25,000
AMEREN CORP. EQUITY 023608102 3172 71,934 SH SOLE 1 71,934
AMERICA MOVIL-SERIES L ADR EQUITY 02364W105 5178 276,140 SH SOLE 1 276,140
AMERICAN AXLE & MFG HOLDINGS EQUITY 024061103 9 372 SH SOLE 1 372
AMERICAN CAP. STRATEGIES, INC. EQUITY 024937104 1247 49,854 SH SOLE 1 49,854
AMERICAN EAGLE OUTFITTERS EQUITY 02553E106 2104 114,357 SH SOLE 1 114,357
AMERICAN ELECTRIC POWER, INC. EQUITY 025537101 5135 172,130 SH SOLE 1 172,130
AMERICAN EXPRESS CO EQUITY 025816109 19079 456,310 SH DEFINED 2 456,310
AMERICAN EXPRESS CO. EQUITY 025816109 60583 1,449,000 SH SOLE 1 1,449,000
AMERICAN FINANCIAL GROUP, INC. EQUITY 025932104 2122 93,065 SH SOLE 1 93,065
AMERICAN FIRST MORTGAGE INVES EQUITY 55272X102 177 17,626 SH SOLE 1 17,626
AMERICAN GREETINGS CORP. CLASS A EQUITY 026375105 1019 51,903 SH SOLE 1 51,903
AMERICAN HEALTHWAYS INC EQUITY 02649V104 179 4,978 SH SOLE 1 4,978
AMERICAN HOME MTG HLDG EQUITY 02660M108 84 4,331 SH SOLE 1 4,331
AMERICAN INTL GROUP INC EQUITY 026874107 1669 30,250 SH DEFINED 2 30,250
AMERICAN INTL GRP INC COM EQUITY 026874107 130782 2,370,101 SH SOLE 1 2,370,101
AMERICAN ITALIAN PASTA CO. CLASS A EQUITY 027070101 236 5,670 SH SOLE 1 5,670
AMERICAN LAND LEASE INC EQUITY 027118108 33 1,948 SH SOLE 1 1,948
AMERICAN MANAGEMENT SYSTEMS EQUITY 027352103 230 16,050 SH SOLE 1 16,050
AMERICAN MED SEC GROUP EQUITY 02744P101 83 4,351 SH SOLE 1 4,351
AMERICAN MEDICAL SYSTEMS HOLDI EQUITY 02744M108 389 23,038 SH SOLE 1 23,038
AMERICAN MORTGAGE ACCEPTANCE EQUITY 027568104 53 3,066 SH SOLE 1 3,066
AMERICAN NATIONAL IN EQUITY 028591105 13 149 SH SOLE 1 149
AMERICAN NATL BANKSHAR EQUITY 027745108 45 1,731 SH SOLE 1 1,731
AMERICAN PHARMACEU PTN COM EQUITY 02886P109 17557 916800 SH Sole 3 907100 9700
AMERICAN PHARMACEUTICA EQUITY 02886P109 7 194 SH SOLE 1 194
AMERICAN PHYSICIANS CAPITAL IN EQUITY 028884104 81 3,310 SH SOLE 1 3,310
AMERICAN POWER CONVERSION EQUITY 029066107 1534 98,294 SH SOLE 1 98,294
AMERICAN REALTY INVESTORS IN EQUITY 029174109 10 812 SH SOLE 1 812
AMERICAN STANDARD COMPANIES EQUITY 029712106 2362 31,951 SH SOLE 1 31,951
AMERICAN STATES WATER CO. EQUITY 029899101 158 5,778 SH SOLE 1 5,778
AMERICAN TOWER EQUITY 029912201 11928 2160900 SH Sole 3 2136700 24200
AMERICAN TOWER CORP EQUITY 029912201 25 2,823 SH SOLE 1 2,823
AMERICAN WEST HOLDINGS CORP. CLASS B EQUITY 023657208 77 11,320 SH SOLE 1 11,320
AMERICAN WOODMARK CORP. EQUITY 030506109 98 2,083 SH SOLE 1 2,083
AMERICANWEST BANCORPORATION EQUITY 03058P109 57 3,491 SH SOLE 1 3,491
AMERICA'S CAR-MART INC EQUITY 03062T105 28 1,544 SH SOLE 1 1,544
AMERICREDIT CORP. EQUITY 03060R101 1795 209,995 SH SOLE 1 209,995
AMERIGROUP CORP EQUITY 03073T102 292 7,854 SH SOLE 1 7,854
AMERISOURCEBERGEN CO EQUITY 03073E105 26978 389,008 SH SOLE 1 389,008
AMERISTAR CASINOS EQUITY 03070Q101 87 4,071 SH SOLE 1 4,071
AMERITRADE HLDG CORP COM EQUITY 03074K100 7534 1519000 SH Sole 3 1500000 19000
AMERITRADE HOLDING CORP - CL A EQUITY 03074K100 27 3,664 SH SOLE 1 3,664
AMERON, INC. EQUITY 030710107 88 2,527 SH SOLE 1 2,527
AMERUS GROUP CO. EQUITY 03072M108 1885 66,858 SH SOLE 1 66,858
AMETEK, INC. EQUITY 031100100 1621 44,230 SH SOLE 1 44,230
AMGEN INC EQUITY 031162100 38901 585,300 SH DEFINED 2 585,300
AMGEN INC COM EQUITY 031162100 2446 42500 SH Sole 3 42500
AMGEN, INC. EQUITY 031162100 82149 1,245,811 SH SOLE 1 1,245,811
AMKOR TECHNOLOGY, INC EQUITY 031652100 19 1,451 SH SOLE 1 1,451
AMLI RESIDENTIAL PROPERTIES EQUITY 001735109 126 5,357 SH SOLE 1 5,357
AMN HEALTHCARE SERVICE EQUITY 001744101 87 6,878 SH SOLE 1 6,878
AMPCO-PITTSBURGH CORP EQUITY 032037103 24 1,780 SH SOLE 1 1,780
AMPHENOL CORP. CLASS A EQUITY 032095101 255 5,457 SH SOLE 1 5,457
AMR CORP. EQUITY 001765106 654 59,468 SH SOLE 1 59,468
AMSOUTH BANCORPORATION EQUITY 032165102 3419 156,543 SH SOLE 1 156,543
AMSURG CORP CL A EQUITY 03232P405 205 6,701 SH SOLE 1 6,701
AMSURG CORP CL A EQUITY 03232P405 9702 385000 SH Sole 3 380300 4700
AMYLIN PHARMACEUTICALS, INC. EQUITY 032346108 32 1,471 SH SOLE 1 1,471
ANADARKO PETROLEUM CORP. EQUITY 032511107 18428 414,382 SH SOLE 1 414,382
ANALOG DEVICES INC EQUITY 032654105 10561 303,300 SH DEFINED 2 303,300
ANALOG DEVICES INC SUB NTS EQUITY 032654AD7 509 5,000 SH SOLE 1 5,000
ANALOG DEVICES, INC. EQUITY 032654105 10633 305,370 SH SOLE 1 305,370
ANALOGIC CORP. EQUITY 032657207 146 2,999 SH SOLE 1 2,999
ANAREN INC EQUITY 032744104 81 8,456 SH SOLE 1 8,456
ANCHOR BANCORP WISCONSIN, INC. EQUITY 032839102 189 7,894 SH SOLE 1 7,894
ANDREW CORP. EQUITY 034425108 1075 49,474 SH SOLE 1 49,474
ANDRX GROUP EQUITY 034553107 22 1,104 SH SOLE 1 1,104
ANGELICA CORP EQUITY 034663104 57 3,347 SH SOLE 1 3,347
ANGLO AMERICAN PLC - UNSP ADR EQUITY 03485P102 779 50,700 SH SOLE 1 50,700
Anheuser Busch EQUITY 035229103 2042 40,000 SH DEFINED 4 40,000
ANHEUSER-BUSCH COMPANIES, INC. EQUITY 035229103 18579 363,930 SH SOLE 1 363,930
ANIXTER INTERNATIONALL, INC. EQUITY 035290105 277 11,830 SH SOLE 1 11,830
ANN TAYLOR STORES CORP. EQUITY 036115103 491 16,958 SH SOLE 1 16,958
ANNALY MTG MGMT INC EQUITY 035710409 13193 662,621 SH SOLE 1 662,621
ANSOFT CORP EQUITY 036384105 26 2,468 SH SOLE 1 2,468
ANSYS INC EQUITY 03662Q105 177 5,632 SH SOLE 1 5,632
ANTEON INTERNATIONAL CORP EQUITY 03674E108 198 7,080 SH SOLE 1 7,080
ANTHEM INC EQUITY 03674B104 6878 89,150 SH SOLE 1 89,150
ANTHEM INC EQUITY 03674B104 16530 214,265 SH DEFINED 2 214,265
ANTHEM INC COM EQUITY 03674B104 10616 160234 SH Sole 3 137800 22434
ANTHRACITE CAPITAL INC. EQUITY 037023108 2631 218,180 SH SOLE 1 218,180
ANTIGENICS INC. EQUITY 037032109 86 7,487 SH SOLE 1 7,487
ANWORTH MORTGAGE ASSET EQUITY 037347101 1442 93,494 SH SOLE 1 93,494
AO Tafneft ADR EQUITY 03737P306 413 21,740 SH SOLE 1 21,740
AOL TIME WARNER INC EQUITY 00184A105 21352 1,327,047 SH DEFINED 2 1,327,047
AOL TIME WARNER INC. EQUITY 00184A105 35246 2,190,530 SH SOLE 1 2,190,530
AON CORP. EQUITY 037389103 3334 138,469 SH SOLE 1 138,469
APAC TELESERVICES, INC. EQUITY 00185E106 29 11,411 SH SOLE 1 11,411
APACHE CORP EQUITY 037411105 3940 60,561 SH DEFINED 2 60,561
APACHE CORP COM EQUITY 037411105 1854 30030 SH Sole 3 26775 3255
APACHE CORP. EQUITY 037411105 4544 69,840 SH SOLE 1 69,840
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APPLIED FILMS CORP EQUITY 038197109 109 4,231 SH SOLE 1 4,231
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Arthur J Gallagher EQUITY 363576109 957 35,200 SH DEFINED 4 35,200
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ARVINMERITOR, INC EQUITY 043353101 1856 91,957 SH SOLE 1 91,957
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AVANEX CORP EQUITY 05348W109 87 21,962 SH SOLE 1 21,962
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BRUNSWICK CORP. EQUITY 117043109 1006 40,202 SH SOLE 1 40,202
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CABOT OIL & GAS CORP., CLASS A EQUITY 127097103 263 9,535 SH SOLE 1 9,535
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ELI LILLY AND COMPANY EQUITY 532457108 86 1,250 SH DEFINED 2 1,250
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EMERSON RADIO CORP EQUITY 291087203 42 6,271 SH SOLE 1 6,271
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EMPIRE DISTRICT ELECTRIC CO. EQUITY 291641108 188 8,634 SH SOLE 1 8,634
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ENCORE ACQUISITION CO EQUITY 29255W100 10938 592860 SH Sole 3 592860
ENCORE WIRE CORP EQUITY 292562105 37 3,944 SH SOLE 1 3,944
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ENERGEN CORP. EQUITY 29265N108 442 13,284 SH SOLE 1 13,284
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ENERGY CONVERSION DEVICES, INC EQUITY 292659109 60 6,413 SH SOLE 1 6,413
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ENERGY PARTNERS LTD EQUITY 29270U105 92 8,003 SH SOLE 1 8,003
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ENSCO INTL INC EQUITY 26874Q100 1435 53,350 SH DEFINED 2 53,350
ENSCO INTL INC COM EQUITY 26874Q100 19394 760232 SH Sole 3 645900 114332
ENSTAR GROUP INC EQUITY 29358R107 46 1,151 SH SOLE 1 1,151
ENTEGRIS INC EQUITY 29362U104 271 20,068 SH SOLE 1 20,068
ENTERASYS NETWORKS INC EQUITY 293637104 234 77,236 SH SOLE 1 77,236
ENTERCOM COMM CORP CL A EQUITY 293639100 37909 863338 SH Sole 3 843132 20206
ENTERCOM COMMUNICATIONS CORP. EQUITY 293639100 3372 68,800 SH SOLE 1 68,800
ENTERGY ARKANSAS INC EQUITY 29364G103 5149 97,560 SH SOLE 1 97,560
ENTERTAINMENT PROPERTIES TRUST EQUITY 29380T105 189 6,557 SH SOLE 1 6,557
ENTRAVISION COMMUNIC EQUITY 29382R107 8 664 SH SOLE 1 664
ENTRUST TECHNOLOGIES INC. EQUITY 293848107 52 18,419 SH SOLE 1 18,419
ENZO BIOCHEM, INC. EQUITY 294100102 184 8,562 SH SOLE 1 8,562
ENZON PHARMACEUTICALS INC EQUITY 293904108 207 16,524 SH SOLE 1 16,524
EOG RESOURCES INC EQUITY 26875P101 2151 51,406 SH SOLE 1 51,406
EON LABS INC EQUITY 29412E100 6 182 SH SOLE 1 182
EON LABS INC EQUITY 29412E100 2109 60,000 SH DEFINED 2 60,000
EON LABS INC COM EQUITY 29412E100 6363 238300 SH Sole 3 235400 2900
EPICOR SOFTWARE CORPORATION EQUITY 29426L108 86 14,381 SH SOLE 1 14,381
EPIQ SYSTEMS INC EQUITY 26882D109 83 4,841 SH SOLE 1 4,841
EPIX MEDICAL INC EQUITY 26881Q101 68 4,858 SH SOLE 1 4,858
EQUIFAX, INC. EQUITY 294429105 1640 63,078 SH SOLE 1 63,078
EQUITABLE RESOURCES, INC. EQUITY 294549100 3420 83,958 SH SOLE 1 83,958
EQUITY INNS, INC. EQUITY 294703103 106 15,417 SH SOLE 1 15,417
EQUITY OFFICE PPTYS TR COM EQUITY 294741103 27131 1066048 SH Sole 3 856135 209913
EQUITY OFFICE PROPERTIES TRUST EQUITY 294741103 18376 680,350 SH SOLE 1 680,350
EQUITY ONE INC EQUITY 294752100 171 10,452 SH SOLE 1 10,452
EQUITY RESIDENT PPTYS SH BEN I EQUITY 29476L107 18948 787200 SH Sole 3 631007 156193
EQUITY RESIDENTIAL EQUITY 29476L107 3155 121,564 SH SOLE 1 121,564
ERESEARCHTECHNOLOGY IN EQUITY 29481V108 152 6,801 SH SOLE 1 6,801
ERICCSON 9LM0 TEL-SP ADR EQUITY 294821608 70 6,630 SH SOLE 1 6,630
ERIE INDEMNITY COMPA EQUITY 29530P102 15 363 SH SOLE 1 363
ESB FINANCIAL CORP EQUITY 26884F102 37 2,718 SH SOLE 1 2,718
ESCO ELECTRONICS CORP EQUITY 296315104 201 4,557 SH SOLE 1 4,557
ESPEED INC EQUITY 296643109 177 8,947 SH SOLE 1 8,947
ESPERION THERAPEUTICS INC (USD) EQUITY 29664R106 218 11,200 SH SOLE 1 11,200
ESS TECHNOLOGY, INC. EQUITY 269151106 113 11,607 SH SOLE 1 11,607
ESSEX PPTY TR INC COM EQUITY 297178105 5518 105600 SH Sole 3 85000 20600
ESSEX PROPERTY TRUST, INC. EQUITY 297178105 361 6,313 SH SOLE 1 6,313
ESTEE LAUDER COMPANIES-CL A EQUITY 518439104 54 1,604 SH SOLE 1 1,604
ESTERLINE TECHNOLOGIES CORP. EQUITY 297425100 138 7,919 SH SOLE 1 7,919
ETHAN ALLEN INTERIOR EQUITY 297602104 16 448 SH SOLE 1 448
ETHYL CORP EQUITY 297659609 55 5,552 SH SOLE 1 5,552
EUNIVERSE INC EQUITY 298412107 16 4,538 SH SOLE 1 4,538
EURONET WORLDWIDE INC EQUITY 298736109 65 6,062 SH SOLE 1 6,062
EVEREST RE GROUP, LTD EQUITY G3223R108 5638 73,700 SH SOLE 1 73,700
EVERGREEN RES INC COM NO PAR EQUITY 299900308 37775 833708 SH Sole 3 812724 20984
EVERGREEN RESOURCES, INC. EQUITY 299900308 399 7,354 SH SOLE 1 7,354
EVERTRUST FINANCIAL GROUP IN EQUITY 300412103 37 1,599 SH SOLE 1 1,599
EVOLVE SOFTWARE INC EQUITY 30049P708 30,989 SH SOLE 1 30,989
EXACT SCIENCES CORP (USD) EQUITY 30063P105 61 5,559 SH SOLE 1 5,559
EXACTECH INC EQUITY 30064E109 33 2,255 SH SOLE 1 2,255
EXAR CORP. EQUITY 300645108 237 15,208 SH SOLE 1 15,208
EXCEL TECHNOLOGY EQUITY 30067T103 80 3,474 SH SOLE 1 3,474
EXCHANGE NATL BANCSHARES INC EQUITY 301309100 59 1,057 SH SOLE 1 1,057
EXCO RESOURCES INC EQUITY 269279204 35 1,942 SH SOLE 1 1,942
EXELIXIS, INC. EQUITY 30161Q104 110 16,005 SH SOLE 1 16,005
EXPEDIA INC -CL A EQUITY 302125109 3820 50,176 SH SOLE 1 50,176
EXPEDIA INC COM EQUITY 302125109 2800 54200 SH Sole 3 47700 6500
EXPEDITORS INTERNATIONAL OF WA EQUITY 302130109 5041 146,275 SH SOLE 1 146,275
EXPRESS SCRIPTS INC EQUITY 302182100 12426 223100 SH Sole 3 195100 28000
EXPRESS SCRIPTS, INC. EQUITY 302182100 8762 128,080 SH SOLE 1 128,080
EXPRESSJET HOLDINGS IN EQUITY 30218U108 173 11,436 SH SOLE 1 11,436
EXTENDED STAY AMERICA INC EQUITY 30224P101 2053 152,201 SH SOLE 1 152,201
EXTREME NETWORK INC EQUITY 30226D106 193 36,692 SH SOLE 1 36,692
EXULT INC EQUITY 302284104 109 12,682 SH SOLE 1 12,682
EXXON MOBIL CORP EQUITY 30231G102 22184 617,778 SH DEFINED 2 617,778
EXXON MOBIL CORP. EQUITY 30231G102 151793 4,227,028 SH SOLE 1 4,227,028
F N B CORP VA EQUITY 302930102 60 2,208 SH SOLE 1 2,208
F&M BANCORP/FREDERICK EQUITY 302367107 202 4,094 SH SOLE 1 4,094
F5 NETWORKS INC EQUITY 315616102 140 8,452 SH SOLE 1 8,452
FACTSET RESEARCH SYSTEMS, INC. EQUITY 303075105 13 306 SH SOLE 1 306
FAIR ISSAC CORP EQUITY 303250104 3262 63,393 SH SOLE 1 63,393
FAIRCHILD CORP. CLASS A EQUITY 303698104 17 4,261 SH SOLE 1 4,261
FAIRCHILD SEMICONDUCTOR CORP. EQUITY 303726103 2013 157,366 SH SOLE 1 157,366
FAIRMONT HOTELS RESORT (F) EQUITY 305204109 5098 226600 SH Sole 3 182400 44200
FALCONSTOR SOFTWARE INC EQUITY 306137100 86 12,921 SH SOLE 1 12,921
FAMILY DOLLAR STORES, INC. EQUITY 307000109 2922 76,591 SH SOLE 1 76,591
FAO INC EQUITY 30240S600 0 SH SOLE 1 0
FARGO ELECTRONICS EQUITY 30744P102 42 4,372 SH SOLE 1 4,372
FARGO ELECTRONICS INC COM EQUITY 30744P102 2002 196100 SH Sole 3 196100
FARMER BROS. CO. EQUITY 307675108 96 283 SH SOLE 1 283
FARMERS CAPITAL BANK CORP EQUITY 309562106 73 2,280 SH SOLE 1 2,280
FASTENAL CO. EQUITY 311900104 3609 105,908 SH SOLE 1 105,908
FBL FINANCIAL GROUP, INC., CLASS A EQUITY 30239F106 90 4,442 SH SOLE 1 4,442
FEDERAL AGRIC MTG CORP EQUITY 313148306 66 2,965 SH SOLE 1 2,965
Federal Home Loan Mortgage Corp USD.8 EQUITY 313400301 452 8,910 SH SOLE 1 8,910
FEDERAL NATIONAL MORTGAGE ASSO EQUITY 313586109 31446 466,274 SH SOLE 1 466,274
FEDERAL NATL MTG ASSN EQUITY 313586109 8680 128,700 SH DEFINED 2 128,700
FEDERAL REALTY INVESTMENT TR. EQUITY 313747206 19 600 SH SOLE 1 600
FEDERAL SIGNAL CORP. EQUITY 313855108 1441 82,043 SH SOLE 1 82,043
FEDERATED DEPT STORES, INC. EQUITY 31410H101 3077 83,513 SH SOLE 1 83,513
FEDERATED INVESTORS EQUITY 314211103 1323 48,239 SH SOLE 1 48,239
FEDEX CORP EQUITY 31428X106 16233 261,700 SH DEFINED 2 261,700
FEDEX CORPORATION EQUITY 31428X106 8076 130,200 SH SOLE 1 130,200
FEI COMPANY EQUITY 30241L109 174 9,289 SH SOLE 1 9,289
FELCOR LODGING TRUST, INC. EQUITY 31430F101 146 18,589 SH SOLE 1 18,589
FERRO CORP. EQUITY 315405100 1525 67,697 SH SOLE 1 67,697
FFLC BANCORP INC EQUITY 30242W104 40 1,556 SH SOLE 1 1,556
FIDELITY BANKSHARES INC EQUITY 31604Q107 112 5,033 SH SOLE 1 5,033
FIDELITY NATIONAL FINANCIAL EQUITY 316326107 5574 181,217 SH SOLE 1 181,217
FIDELITY NATL INFO SOLUTIONS EQUITY 31620P109 126 4,822 SH SOLE 1 4,822
FIFTH THIRD BANCORP EQUITY 316773100 14230 247,830 SH SOLE 1 247,830
FILENET CORP. EQUITY 316869106 233 12,928 SH SOLE 1 12,928
FINANCIAL FEDERAL CORP. EQUITY 317492106 135 5,528 SH SOLE 1 5,528
FINANCIAL INDS CORP EQUITY 317574101 45 3,004 SH SOLE 1 3,004
FINCANCIAL INSTITUTIONS INC EQUITY 317585404 75 3,173 SH SOLE 1 3,173
FINDWHAT.COM EQUITY 317794105 81 4,224 SH SOLE 1 4,224
FINISAR CORPORATION EQUITY 31787A101 80 52,396 SH SOLE 1 52,396
FINISH LINE, INC. EQUITY 317923100 148 6,681 SH SOLE 1 6,681
FINLAY ENTERPRISES INC. EQUITY 317884203 39 2,361 SH SOLE 1 2,361
FIRST ALBANY COMPANIES INC EQUITY 318465101 32 2,659 SH SOLE 1 2,659
FIRST AMERICAN CAP TRUST CLASS A EQUITY 318522307 2696 102,321 SH SOLE 1 102,321
FIRST BANCORP NORTH CAROLINA EQUITY 318910106 73 2,828 SH SOLE 1 2,828
FIRST BANCORP/PUERTO RICO EQUITY 318672102 14 512 SH SOLE 1 512
FIRST BELL BANCORP INC EQUITY 319301107 31 1,184 SH SOLE 1 1,184
FIRST BUSEY CORP EQUITY 319383105 81 3,349 SH SOLE 1 3,349
FIRST CHARTER CORP. EQUITY 319439105 199 11,314 SH SOLE 1 11,314
FIRST CITIZENS BANC CORP EQUITY 319459202 41 1,589 SH SOLE 1 1,589
FIRST CITIZENS BANCSHARES, INC CLASS EQUITY 31946M103 234 2,321 SH SOLE 1 2,321
FIRST CMNTY BANCORP CA EQUITY 31983B101 145 4,698 SH SOLE 1 4,698
FIRST COMMONWEALTH FINANCIAL EQUITY 319829107 291 22,435 SH SOLE 1 22,435
FIRST COMMUNITY BANCSHARES INC EQUITY 31983A103 116 3,309 SH SOLE 1 3,309
FIRST CONSULTING GROUP, INC. EQUITY 31986R103 33 7,243 SH SOLE 1 7,243
FIRST DATA CORP EQUITY 319963104 9544 230,300 SH DEFINED 2 230,300
FIRST DATA CORP. EQUITY 319963104 18472 239,950 SH SOLE 1 239,950
FIRST DEFIANCE FINL CO EQUITY 32006W106 37 1,871 SH SOLE 1 1,871
FIRST ESSEX BANCORP INC EQUITY 320103104 120 2,541 SH SOLE 1 2,541
FIRST FED FINL OF KENTUCKY EQUITY 319961108 39 1,204 SH SOLE 1 1,204
FIRST FEDERAL CAPITAL CORP. EQUITY 319960100 128 6,482 SH SOLE 1 6,482
FIRST FINANCIAL BANCORP EQUITY 320209109 195 12,315 SH SOLE 1 12,315
FIRST FINANCIAL BANKSHARES EQUITY 32020R109 216 6,469 SH SOLE 1 6,469
FIRST FINANCIAL CORP. EQUITY 320218100 136 2,579 SH SOLE 1 2,579
FIRST FINANCIAL HOLDINGS, INC. EQUITY 320239106 132 4,812 SH SOLE 1 4,812
FIRST HEALTH GROUP CORP EQUITY 320960107 2766 100,200 SH DEFINED 2 100,200
FIRST HEALTH GROUP CORP. EQUITY 320960107 3697 133,861 SH SOLE 1 133,861
FIRST HORIZON PHARMACEUTICAL EQUITY 32051K106 29 7,703 SH SOLE 1 7,703
FIRST INDIANA CORP. EQUITY 32054R108 76 4,410 SH SOLE 1 4,410
FIRST INDUSTRIAL REALITY TRUST EQUITY 32054K103 1286 40,702 SH SOLE 1 40,702
FIRST INDUSTRIAL RLTY COM EQUITY 32054K103 4877 172200 SH Sole 3 172200
FIRST M & F CORP EQUITY 320744105 42 1,299 SH SOLE 1 1,299
FIRST MERCHANTS CORP. EQUITY 320817109 161 6,660 SH SOLE 1 6,660
FIRST MIDWEST BANCORP, INC. EQUITY 320867104 18 640 SH SOLE 1 640
FIRST NATL CORP ORANGE EQUITY 320942105 72 2,910 SH SOLE 1 2,910
FIRST NIAGARA FINANCIAL GRP EQUITY 33582V108 374 26,901 SH SOLE 1 26,901
FIRST OAK BROOK BANCSH EQUITY 335847208 53 1,621 SH SOLE 1 1,621
FIRST OF LONG ISLAND CORP EQUITY 320734106 51 1,278 SH SOLE 1 1,278
FIRST PLACE FINANCIAL CORP EQUITY 33610T109 76 4,515 SH SOLE 1 4,515
FIRST REPUBLIC BANK EQUITY 336158100 105 3,962 SH SOLE 1 3,962
FIRST SENTINEL BANCORP INC EQUITY 33640T103 134 8,411 SH SOLE 1 8,411
FIRST SOUTH BANCORP IN EQUITY 33646W100 39 1,173 SH SOLE 1 1,173
FIRST ST BANCORPORATIO EQUITY 336453105 77 2,821 SH SOLE 1 2,821
FIRST TENNESSEE NATIONAL CORP. EQUITY 337162101 2474 56,340 SH SOLE 1 56,340
FIRST UNITED CORP EQUITY 33741H107 49 2,315 SH SOLE 1 2,315
FIRST VIRGINIA BANKS, INC. EQUITY 337477103 3976 92,218 SH SOLE 1 92,218
FIRSTBANK CORP/ALMA MICH EQUITY 33761G104 62 2,054 SH SOLE 1 2,054
FIRSTENERGY CORP. EQUITY 337932107 4948 128,680 SH SOLE 1 128,680
FIRSTFED AMER BANCORP EQUITY 337929103 96 2,789 SH SOLE 1 2,789
FIRSTFED FINANCIAL CORP. EQUITY 337907109 228 6,455 SH SOLE 1 6,455
FIRSTMERIT CORP. EQUITY 337915102 2587 113,459 SH SOLE 1 113,459
FISERV INC COM EQUITY 337738108 13439 426910 SH Sole 3 362900 64010
FISERV, INC. EQUITY 337738108 4939 138,494 SH SOLE 1 138,494
FISHER COMMUNICATIONS INC EQUITY 337756209 92 1,872 SH SOLE 1 1,872
FISHER SCIENTIFIC INT'L., INC. EQUITY 338032204 23 648 SH SOLE 1 648
FLAG FINANCIAL CORP EQUITY 33832H107 34 2,498 SH SOLE 1 2,498
FLAGSTAR BANCORP, INC. EQUITY 337930101 272 11,112 SH SOLE 1 11,112
Fleet Boston Financial Corp EQUITY 339030108 1486 50,000 SH DEFINED 4 50,000
FLEETBOSTON FINANCIAL CORP. EQUITY 339030108 66583 2,241,090 SH SOLE 1 2,241,090
FLEETBOSTON FINL CORP EQUITY 339030108 5389 181,400 SH DEFINED 2 181,400
FLEETWOOD ENTERPRISES, INC. EQUITY 339099103 101 13,664 SH SOLE 1 13,664
FLIR SYS INC EQUITY 302445101 14716 310400 SH SOLE 3 302800 7600
FLIR SYSTEMS INC (USD) EQUITY 302445101 377 12,536 SH SOLE 1 12,536
FLORIDA EAST COAST INDUSTRIES EQUITY 340632108 142 5,559 SH SOLE 1 5,559
FLOWERS FOODS INC EQUITY 343498101 236 11,946 SH SOLE 1 11,946
FLOWSERVE CORP. EQUITY 34354P105 1797 91,371 SH SOLE 1 91,371
FLUOR CORP EQUITY 343412102 1256 37,341 SH SOLE 1 37,341
FLUSHING FINANCIAL CORP EQUITY 343873105 80 3,604 SH SOLE 1 3,604
FMC CORP. EQUITY 302491303 1362 60,182 SH SOLE 1 60,182
FMC TECHNOLOGIES INC EQUITY 30249U101 1866 88,627 SH SOLE 1 88,627
FMC TECHNOLOGIES INC COM EQUITY 30249U101 33614 1750738 SH SOLE 3 1710264 40474
FMS FINANCIAL CORP EQUITY 302509104 24 1,436 SH SOLE 1 1,436
FNB CORP. EQUITY 302520101 19 634 SH SOLE 1 634
FNB CORP/NORTH CAROLINA EQUITY 302519103 46 1,878 SH SOLE 1 1,878
FOOT LOCKER INC EQUITY 344849104 26 1,948 SH SOLE 1 1,948
FOOTHILL INDEPENDENT BANCORP EQUITY 344905104 33 1,745 SH SOLE 1 1,745
FOOTSTAR, INC. EQUITY 344912100 95 7,280 SH SOLE 1 7,280
FORD MOTOR CO. EQUITY 345370860 8715 792,960 SH SOLE 1 792,960
FORD MTR CO DEL EQUITY 345370860 10858 988,000 SH DEFINED 2 988,000
FOREST CITY ENTERPRISES, INC. CLASS A EQUITY 345550107 16 398 SH SOLE 1 398
FOREST LABORATORIES, INC. EQUITY 345838106 8636 157,740 SH SOLE 1 157,740
FOREST LABS INC EQUITY 345838106 3548 64,800 SH DEFINED 2 64,800
FOREST OIL CORP EQUITY 346091705 1995 79,432 SH SOLE 1 79,432
FORRESTER RESEARCH, INC. EQUITY 346563109 85 5,268 SH SOLE 1 5,268
FORTUNE BRANDS, INC. EQUITY 349631101 3382 64,796 SH SOLE 1 64,796
FORWARD AIR CORP EQUITY 349853101 105 4,142 SH SOLE 1 4,142
FOSSIL, INC. EQUITY 349882100 217 9,175 SH SOLE 1 9,175
FOUNDRY NETWORKS INC EQUITY 35063R100 23 1,612 SH SOLE 1 1,612
FOUNDRY NETWORKS INC EQUITY 35063R100 3613 250,900 SH DEFINED 2 250,900
FOX ENTMT GROUP INC EQUITY 35138T107 2564 89,100 SH DEFINED 2 89,100
FOX ENTMT GROUP INC CL A EQUITY 35138T107 1600 60000 SH SOLE 3 60000
FPL GROUP, INC. EQUITY 302571104 5296 79,220 SH SOLE 1 79,220
FRANKLIN ELECTRIC CO., INC. EQUITY 353514102 140 2,532 SH SOLE 1 2,532
FRANKLIN FINL CORP TEN EQUITY 353523202 38 1,252 SH SOLE 1 1,252
FRANKLIN RESOURCES, INC. EQUITY 354613101 4370 111,846 SH SOLE 1 111,846
FREDDIE MAC EQUITY 313400301 21888 431,120 SH SOLE 1 431,120
FRED'S INC. EQUITY 356108100 366 9,789 SH SOLE 1 9,789
FREEMARKETS INC EQUITY 356602102 98 14,076 SH SOLE 1 14,076
FREEPORT-MCMORAN COPPER & GOLD CLASS EQUITY 35671D857 1580 64,486 SH SOLE 1 64,486
FREMONT GENERAL CORP. EQUITY 357288109 317 23,152 SH SOLE 1 23,152
FRIEDMAN BILLINGS RAMSEY-A EQUITY 358434108 13 968 SH SOLE 1 968
FRIEDMAN'S, INC., CLASS A EQUITY 358438109 73 6,425 SH SOLE 1 6,425
FRONTIER AIRLINES, INC. EQUITY 359065109 102 11,276 SH SOLE 1 11,276
FRONTIER FINANCIAL CORP. EQUITY 35907K105 164 5,841 SH SOLE 1 5,841
FRONTIER OIL CORP. EQUITY 35914P105 151 9,936 SH SOLE 1 9,936
FRONTLINE LTD (F) EQUITY G3682E127 2150 200000 SH SOLE 3 200000
FTD INC-CL A EQUITY 30265Q109 24 1,167 SH SOLE 1 1,167
FTI CONSULTING INC EQUITY 302941109 391 15,664 SH SOLE 1 15,664
FUELCELL ENERGY INC EQUITY 35952H106 106 12,921 SH SOLE 1 12,921
FULTON FIN CORP EQUITY 360271100 29 1,450 SH SOLE 1 1,450
FURNITURE BRANDS INTERNATIONAL EQUITY 360921100 1948 74,635 SH SOLE 1 74,635
FURNITURE BRANDS INTL COM EQUITY 360921100 8255 422050 SH SOLE 3 416950 5100
FURNITURE BRANDS INTL INC EQUITY 360921100 6917 265,000 SH DEFINED 2 265,000
G & K SERVICES, INC. CLASS A EQUITY 361268105 190 6,465 SH SOLE 1 6,465
GA FINANCIAL INC EQUITY 361437106 40 1,592 SH SOLE 1 1,592
GABELLI ASSET MANAGEMENT, INC. EQUITY 36239Y102 89 2,477 SH SOLE 1 2,477
GABLES RESIDENTIAL TR SH BEN I EQUITY 362418105 2455 91755 SH SOLE 3 91755
GABLES RESIDENTIAL TRUST EQUITY 362418105 282 9,345 SH SOLE 1 9,345
GALLAGHER, ARTHUR J & CO EQUITY 363576109 19394 712,999 SH SOLE 1 712,999
GALYANS TRADING INC EQUITY 36458R101 36 2,535 SH SOLE 1 2,535
GAMESTOP CORP EQUITY 36466R101 104 8,011 SH SOLE 1 8,011
GANNETT CO., INC. EQUITY 364730101 8918 116,100 SH SOLE 1 116,100
GAP INC EQUITY 364760108 16359 872,000 SH DEFINED 2 872,000
GAP, INC. EQUITY 364760108 7211 384,400 SH SOLE 1 384,400
GARDNER DENVER, INC. EQUITY 365558105 125 6,101 SH SOLE 1 6,101
GARMIN LTD EQUITY G37260109 6957 174,500 SH DEFINED 2 174,500
GART SPORTS CO EQUITY 366630101 527 -12,535 SH SOLE 1 -12,535
GARTNER INC. EQUITY 366651206 796 106,100 SH SOLE 1 106,100
GARTNER INC. CLASS A EQUITY 366651107 225 29,692 SH SOLE 1 29,692
GATEWAY, INC. EQUITY 367626108 812 222,517 SH SOLE 1 222,517
GATX CORP. EQUITY 361448103 1327 81,160 SH SOLE 1 81,160
GAYLORD ENTERTAINMENT CO. EQUITY 367905106 92 4,690 SH SOLE 1 4,690
GB&T BANCSHARES INC EQUITY 361462104 42 1,692 SH SOLE 1 1,692
GBC BANCORP EQUITY 361475106 112 2,934 SH SOLE 1 2,934
GCI, INC. EQUITY 369385109 147 16,773 SH SOLE 1 16,773
GEMSTAR-TV GUIDE INTERNATIONAL EQUITY 36866W106 14 2,837 SH SOLE 1 2,837
GENCORP, INC. EQUITY 368682100 106 11,925 SH SOLE 1 11,925
GENE LOGIC, INC. EQUITY 368689105 70 11,809 SH SOLE 1 11,809
GENENCOR INTERNATIONAL INC EQUITY 368709101 53 3,253 SH SOLE 1 3,253
GENENTECH INC EQUITY 368710406 59 820 SH DEFINED 2 820
GENENTECH INC COM NEW EQUITY 368710406 980 28000 SH Sole 3 28000
GENENTECH, INC. EQUITY 368710406 2147 29,765 SH SOLE 1 29,765
GENERAL BINDING CORP EQUITY 369154109 28 2,305 SH SOLE 1 2,305
GENERAL CABLE CORP. EQUITY 369300108 68 12,616 SH SOLE 1 12,616
GENERAL COMMUNICATION CL A EQUITY 369385109 2333 390100 SH Sole 3 390100
General Dynamics EQUITY 369550108 1813 25,000 SH DEFINED 4 25,000
GENERAL DYNAMICS CORP. EQUITY 369550108 9343 128,870 SH SOLE 1 128,870
General Elec Co EQUITY 369604103 1577 55,000 SH DEFINED 4 55,000
GENERAL ELEC CO EQUITY 369604103 53720 1,873,102 SH DEFINED 2 1,873,102
GENERAL ELECTRIC CO. EQUITY 369604103 203422 7,092,820 SH SOLE 1 7,092,820
GENERAL GROWTH PPTYS EQUITY 370021107 1672 31000 SH Sole 3 31000
GENERAL GROWTH PPTYS COM EQUITY 370021107 19551 362400 SH Sole 3 291227 71173
GENERAL GROWTH PROPE EQUITY 370021107 54 863 SH SOLE 1 863
GENERAL MILLS, INC. EQUITY 370334104 10162 214,350 SH SOLE 1 214,350
GENERAL MOTORS CORP. EQUITY 370442105 31089 863,580 SH SOLE 1 863,580
GENERAL MTRS CORP EQUITY 370442105 7828 217,459 SH DEFINED 2 217,459
GENERAL MTRS CORP EQUITY 370442BS3 1937 1,950,000 SH DEFINED 2 1,950,000
GENESCO, INC. EQUITY 371532102 146 8,268 SH SOLE 1 8,268
GENESEE & WYO INC EQUITY 371559105 95 4,631 SH SOLE 1 4,631
GENESIS HEALTH VENTURES INC EQUITY 37183F107 1403 79,652 SH SOLE 1 79,652
GENESIS MICROCHIP INC EQUITY 37184C103 454 33,559 SH SOLE 1 33,559
GEN-PROBE INC EQUITY 36866T103 371 9,051 SH SOLE 1 9,051
GENTA INC EQUITY 37245M207 237 17,851 SH SOLE 1 17,851
GENTA INC EQUITY 37245M207 1332 100,000 SH DEFINED 2 100,000
GENTEX CORP. EQUITY 371901109 3271 106,735 SH SOLE 1 106,735
GENTIVA HEALTH SERVICES EQUITY 37247A102 86 9,504 SH SOLE 1 9,504
GENUINE PARTS CO EQUITY 372460105 8341 260,566 SH DEFINED 2 260,566
GENUINE PARTS CO. EQUITY 372460105 2483 77,568 SH SOLE 1 77,568
GENZYME CORP EQUITY 372917104 17660 421,884 SH SOLE 1 421,884
GENZYME CORP GENL DIVISION EQUITY 372917104 836 20,000 SH DEFINED 2 20,000
GEORGIA GULF CORP. EQUITY 373200203 210 10,592 SH SOLE 1 10,592
GEORGIA-PACIFIC CORP. EQUITY 373298108 2177 114,878 SH SOLE 1 114,878
GERBER SCIENTIFIC, INC. EQUITY 373730100 53 7,935 SH SOLE 1 7,935
GERMAN AMERICAN BANCORP EQUITY 373865104 59 3,364 SH SOLE 1 3,364
GERON CORP EQUITY 374163103 82 11,254 SH SOLE 1 11,254
GETTY IMAGES, INC. EQUITY 374276103 21 508 SH SOLE 1 508
GETTY REALTY CORP. EQUITY 374297109 132 5,929 SH SOLE 1 5,929
GEVITY HR INC EQUITY 374393106 61 5,213 SH SOLE 1 5,213
GIBRALTAR STEEL CORP. EQUITY 37476F103 74 3,596 SH SOLE 1 3,596
GILEAD SCIENCES INC EQUITY 375558103 556 10,000 SH DEFINED 2 10,000
GILEAD SCIENCES INC COM EQUITY 375558103 3901 92900 SH Sole 3 80700 12200
GILEAD SCIENCES, INC. EQUITY 375558103 15394 277,120 SH SOLE 1 277,120
GILLETTE CO. EQUITY 375766102 18594 583,630 SH SOLE 1 583,630
GLACIER BANCORP, INC. EQUITY 37637Q105 167 6,785 SH SOLE 1 6,785
GLADSTONE CAPITAL CORP EQUITY 376535100 68 3,329 SH SOLE 1 3,329
GLATFELTER, P.H. CO. EQUITY 377316104 1017 68,919 SH SOLE 1 68,919
GLAXO PLC EQUITY 37733W105 115 2,860 SH DEFINED 2 2,860
GLENBOROUGH REALITY TRUST, INC EQUITY 37803P105 126 6,584 SH SOLE 1 6,584
GLIMCHER REALITY TRUST EQUITY 379302102 262 11,702 SH SOLE 1 11,702
GLIMCHER RLTY TR SH BEN INT EQUITY 379302102 6697 348800 SH Sole 3 348800
GLOBAL INDUSTRIES LT EQUITY 379336100 130 27,054 SH SOLE 1 27,054
GLOBAL PAYMENTS INC. EQUITY 37940X102 15 429 SH SOLE 1 429
GLOBAL POWER EQUIPME EQUITY 37941P108 43 9,333 SH SOLE 1 9,333
GLOBALSANTAFE CORPORATION EQUITY G3930E101 1707 73,165 SH DEFINED 2 73,165
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GOLD BANK CORP., INC. EQUITY 379907108 140 13,395 SH SOLE 1 13,395
GOLDEN TELECOM INC EQUITY 38122G107 141 6,403 SH SOLE 1 6,403
GOLDEN WEST FINANCIAL CORP. EQUITY 381317106 5280 65,990 SH SOLE 1 65,990
GOLDMAN SACHS GROUP INC EQUITY 38141G104 78844 941,425 SH SOLE 1 941,425
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GOODRICH CORP. EQUITY 382388106 1102 52,465 SH SOLE 1 52,465
GOODYEAR TIRE & RUBBER CO. EQUITY 382550101 699 133,126 SH SOLE 1 133,126
GOODYS FAMILY CLOTHING EQUITY 382588101 60 6,995 SH SOLE 1 6,995
GORMAN RUPP CO COM EQUITY 383082104 67 2,784 SH SOLE 1 2,784
GRACE, W.R. & CO. EQUITY 38388F108 222 50,431 SH SOLE 1 50,431
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GRACO, INC. EQUITY 384109104 23 724 SH SOLE 1 724
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GRANITE CONSTRUCTION, INC. EQUITY 387328107 1298 67,746 SH SOLE 1 67,746
GRANT PRIDECO INC EQUITY 38821G101 1916 163,053 SH SOLE 1 163,053
GRANT PRIDECO INC EQUITY 38821G101 890 75,415 SH DEFINED 2 75,415
GRANT PRIDECO INC COM EQUITY 38821G101 29562 2451228 SH Sole 3 2422128 29100
GRAPHIC PACKAGING INTL EQUITY 388690109 38 8,484 SH SOLE 1 8,484
GRAY TELEVISION INC EQUITY 389375106 188 15,167 SH SOLE 1 15,167
GRAY TELEVISION INC EQUITY 389375106 1247 100,600 SH DEFINED 2 100,600
GREAT AMERICAN FINANCIAL RES EQUITY 389915109 33 2,546 SH SOLE 1 2,546
GREAT ATLANTIC & PACIFIC TEA EQUITY 390064103 49 5,623 SH SOLE 1 5,623
GREAT LAKES CHEM CORP. EQUITY 390568103 725 35,519 SH SOLE 1 35,519
GREAT LAKES REIT, INC. EQUITY 390752103 86 5,398 SH SOLE 1 5,398
GREAT PLAINS ENERGY INC EQUITY 391164100 2684 92,950 SH SOLE 1 92,950
GREAT SOUTHERN BANCORP, INC. EQUITY 390905107 83 2,151 SH SOLE 1 2,151
GREATER BAY BANCORP EQUITY 391648102 1780 88,843 SH SOLE 1 88,843
GREATER COMMUNITY BANCORP EQUITY 39167M108 29 1,917 SH SOLE 1 1,917
GREEN MOUNTAIN COFFEE ROASTE EQUITY 393122106 26 1,347 SH SOLE 1 1,347
GREENBRIER COMPANIES INC EQUITY 393657101 22 2,040 SH SOLE 1 2,040
GREENE COUNTY BANCSHARES INC EQUITY 394361208 47 2,226 SH SOLE 1 2,226
GREENPOINT FINANCIAL CORP. EQUITY 395384100 6372 125,087 SH SOLE 1 125,087
GREIF INC CL A EQUITY 397624107 113 4,900 SH SOLE 1 4,900
GREY GLOBAL GROUP INC EQUITY 39787M108 254 329 SH SOLE 1 329
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GRIFFON CORP. EQUITY 398433102 165 10,302 SH SOLE 1 10,302
GROUP 1 AUTOMOTIVE, INC. EQUITY 398905109 201 6,215 SH SOLE 1 6,215
GROUP 1 SOFTWARE INC EQUITY 39943Y103 64 3,422 SH SOLE 1 3,422
GRUPO TELEVISA SA - SPONS ADR EQUITY 40049J206 3015 87,400 SH SOLE 1 87,400
GSI COMMERCE INC EQUITY 36238G102 39 5,865 SH SOLE 1 5,865
GTC BIOTHERAPEUTICS INC EQUITY 36238T104 29 8,790 SH SOLE 1 8,790
GTECH HOLDINGS CORP. EQUITY 400518106 2870 76,226 SH SOLE 1 76,226
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GUIDANT CORP. EQUITY 401698105 11731 264,280 SH SOLE 1 264,280
GUILFORD PHARMACEUTICALS INC EQUITY 401829106 38 8,614 SH SOLE 1 8,614
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GUITAR CENTER, INC. EQUITY 402040109 149 5,129 SH SOLE 1 5,129
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Gulfterra Energy Partners EQUITY 40274U108 2440 65,000 SH DEFINED 4 65,000
GUNDLE/SLT ENVIRONMENTAL INC EQUITY 402809107 28 2,048 SH SOLE 1 2,048
GYMBOREE CORP EQUITY 403777105 4180 249,100 SH DEFINED 2 249,100
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H.B. FULLER CO. EQUITY 359694106 238 10,793 SH SOLE 1 10,793
HAEMONETICS CORP. EQUITY 405024100 114 6,073 SH SOLE 1 6,073
HAIN CELESTIAL GROUP INC EQUITY 405217100 135 8,469 SH SOLE 1 8,469
HALLIBURTON CO. EQUITY 406216101 4402 191,390 SH SOLE 1 191,390
HALLIBURTON COMPANY EQUITY 406216101 89 3,935 SH DEFINED 2 3,935
HAMPSHIRE GROUP LTD EQUITY 408859106 23 758 SH SOLE 1 758
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HANCOCK HOLDING CO. EQUITY 410120109 238 5,090 SH SOLE 1 5,090
HANDLEMAN CO. EQUITY 410252100 145 9,066 SH SOLE 1 9,066
HANDSPRING INC EQUITY 410293104 25 21,710 SH SOLE 1 21,710
HANGER ORTHOPEDIC GROUP EQUITY 41043F208 90 7,866 SH SOLE 1 7,866
HANMI FINL CORP EQUITY 410495105 61 3,522 SH SOLE 1 3,522
HANOVER COMPRESSOR COMPANY EQUITY 410768105 1225 108,405 SH SOLE 1 108,405
HARBOR FLORIDA BANCSHARES EQUITY 411901101 191 7,967 SH SOLE 1 7,967
HARLAND, JOHN H. CO. EQUITY 412693103 276 10,567 SH SOLE 1 10,567
HARLEY DAVIDSON INC EQUITY 412822108 9674 242,700 SH DEFINED 2 242,700
HARLEY-DAVIDSON FUNDING EQUITY 412822108 5254 131,800 SH SOLE 1 131,800
HARLEYSVILLE GROUP, INC. EQUITY 412824104 264 11,465 SH SOLE 1 11,465
HARLEYSVILLE NATIONAL CORP. EQUITY 412850109 195 7,233 SH SOLE 1 7,233
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HARMONIC INC. EQUITY 413160102 94 22,990 SH SOLE 1 22,990
HARMONY GOLD MNG-SPON ADR EQUITY 413216300 2400 178,180 SH SOLE 1 178,180
HARRAH'S ENTERTAINMENT, INC. EQUITY 413619107 1975 49,081 SH SOLE 1 49,081
HARRAHS ENTMT INC EQUITY 413619107 5634 140,000 SH DEFINED 2 140,000
HARRIS CORP. EQUITY 413875105 2685 89,357 SH SOLE 1 89,357
HARRIS INTERACTIVE INC EQUITY 414549105 104 16,147 SH SOLE 1 16,147
HARRIS INTERACTIVE INC COM EQUITY 414549105 1693 309000 SH Sole 3 309000
HARSCO CORP. EQUITY 415864107 1967 54,557 SH SOLE 1 54,557
HARTE-HANKS COMMUNICATIONS EQUITY 416196103 2246 118,192 SH SOLE 1 118,192
HARTFORD FINANCIAL SVCS GROUP EQUITY 416515104 60332 1,198,005 SH SOLE 1 1,198,005
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HASBRO, INC. EQUITY 418056107 1342 76,755 SH SOLE 1 76,755
HAVERTY FURNITURE COMPANIES EQUITY 419596101 105 6,011 SH SOLE 1 6,011
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HCA INC. EQUITY 404119109 8893 277,550 SH SOLE 1 277,550
HCC INSURANCE HOLDINGS, INC. EQUITY 404132102 2496 84,416 SH SOLE 1 84,416
HEADWATERS INC EQUITY 42210P102 144 9,895 SH SOLE 1 9,895
HEALTH CARE PPTY INVS COM EQUITY 421915109 9635 288900 SH Sole 3 228768 60132
HEALTH CARE PPTYS INVEST INC EQUITY 421915109 35 837 SH SOLE 1 837
Health Care Prop Investors EQUITY 421915109 1906 45,000 SH DEFINED 4 45,000
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HEALTH CARE REIT, INC. EQUITY 42217K106 468 15,341 SH SOLE 1 15,341
HEALTH MANAGEMENT ASSOC. EQUITY 421933102 2308 125,084 SH SOLE 1 125,084
HEALTH NET INC. CLASS A EQUITY 42222G108 5128 155,643 SH SOLE 1 155,643
Healthcare Realty Trust EQUITY 421946104 1895 65,000 SH DEFINED 4 65,000
HEALTHCARE REALTY TRUST, INC. EQUITY 421946104 17 577 SH SOLE 1 577
HEALTHCARE RLTY TR COM EQUITY 421946104 5409 221500 SH Sole 3 175500 46000
HEALTHCARE SVCS GRP IN EQUITY 421906108 49 3,560 SH SOLE 1 3,560
HEALTHEXTRAS INC EQUITY 422211102 187 23,914 SH SOLE 1 23,914
HEARST ARGYLE TELEVISION I EQUITY 422317107 2606 100,600 SH DEFINED 2 100,600
HEARST-ARGYLE TELEVI EQUITY 422317107 11 417 SH SOLE 1 417
HEARTLAND EXPRESS INC EQUITY 422347104 3952 177,603 SH DEFINED 2 177,603
HEARTLAND EXPRESS, INC. EQUITY 422347104 260 11,503 SH SOLE 1 11,503
HECLA MNG CO EQUITY 422704106 176 41,594 SH SOLE 1 41,594
HEICO CORP. EQUITY 422806109 61 4,989 SH SOLE 1 4,989
HEIDRICK & STRUGGLES INT'L EQUITY 422819102 78 6,192 SH SOLE 1 6,192
HELIX TECHNOLOGY CORP. EQUITY 423319102 130 9,924 SH SOLE 1 9,924
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HENRY JACK & ASSOCIATES EQUITY 426281101 2111 117,959 SH SOLE 1 117,959
HENRY SCHEIN INC EQUITY 806407102 3240 61,704 SH SOLE 1 61,704
HERCULES, INC. EQUITY 427056106 853 86,146 SH SOLE 1 86,146
HERITAGE COMMERCE CORP EQUITY 426927109 51 4,271 SH SOLE 1 4,271
HERITAGE FINANCIAL CORP EQUITY 42722X106 45 2,050 SH SOLE 1 2,050
HERITAGE PPTY INVT TR COM EQUITY 42725M107 15133 604100 SH SOLE 3 537700 66400
HERITAGE PROPERTY INVESTMENT EQUITY 42725M107 191 7,038 SH SOLE 1 7,038
HERLEY INDS INC DEL EQUITY 427398102 69 4,133 SH SOLE 1 4,133
HERMAN MILLER, INC. EQUITY 600544100 21898 1,091,633 SH SOLE 1 1,091,633
HERSHEY FOODS CORP. EQUITY 427866108 4369 62,720 SH SOLE 1 62,720
HEWITT ASSOCIATES INC-CL A EQUITY 42822Q100 7 276 SH SOLE 1 276
HEWLETT PACKARD CO EQUITY 428236103 24795 1,164,104 SH DEFINED 2 1,164,104
HEWLETT PACKARD CO. EQUITY 428236103 40550 1,903,761 SH SOLE 1 1,903,761
HEXCEL CORP. EQUITY 428291108 27 8,444 SH SOLE 1 8,444
HIBBETT SPORTING GOODS, INC. EQUITY 428565105 91 2,769 SH SOLE 1 2,769
HIBERNIA CORP EQUITY 428656102 5145 283,300 SH DEFINED 2 283,300
HIBERNIA CORP. CLASS A EQUITY 428656102 3831 210,956 SH SOLE 1 210,956
HICKORY TECH CORP EQUITY 429060106 55 4,917 SH SOLE 1 4,917
HIGHWOODS PPTYS INC COM EQUITY 431284108 4977 243500 SH Sole 3 243500
HIGHWOODS PROPERTIES, INC. EQUITY 431284108 454 20,337 SH SOLE 1 20,337
HILB, ROGAL & HAMILTON CO. EQUITY 431294107 389 11,420 SH SOLE 1 11,420
HILLENBRAND INDUSTRIES, INC. EQUITY 431573104 4184 82,932 SH SOLE 1 82,932
HILTON HOTELS CORP EQUITY 432848109 2147 167,896 SH SOLE 1 167,896
HISPANIC BROADCASTING CORP. CLASS A EQUITY 43357B104 7555 296,840 SH SOLE 1 296,840
HI-TECH PHARMACAL CO INC EQUITY 42840B101 68 1,668 SH SOLE 1 1,668
HOLLINGER INTERNATIONAL, INC. EQUITY 435569108 172 15,950 SH SOLE 1 15,950
HOLLIS-EDEN PHARMACEUTICALS EQUITY 435902101 32 2,562 SH SOLE 1 2,562
HOLLY CORP. EQUITY 435758305 104 3,753 SH SOLE 1 3,753
HOLLYWOOD ENTERTAINMENT CORP. EQUITY 436141105 351 20,206 SH SOLE 1 20,206
HOLLYWOOD PARK, INC. EQUITY 723456109 56 8,174 SH SOLE 1 8,174
HOLOGIC INC EQUITY 436440101 98 7,487 SH SOLE 1 7,487
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HOME DEPOT, INC. EQUITY 437076102 33280 1,004,830 SH SOLE 1 1,004,830
HOME PPTYS N Y INC COM EQUITY 437306103 16939 510200 SH Sole 3 442120 68080
HOME PROPERTIES OF NY, INC. EQUITY 437306103 373 10,590 SH SOLE 1 10,590
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HON INDUSTRIES INC. EQUITY 438092108 2387 78,251 SH SOLE 1 78,251
HONEYWELL INTERNATIONAL INC. EQUITY 438516106 10037 373,810 SH SOLE 1 373,810
HONEYWELL INTL INC EQUITY 438516106 19654 732,001 SH DEFINED 2 732,001
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HORACE MANN EDUCATORS CORP. EQUITY 440327104 1156 71,673 SH SOLE 1 71,673
HORIZON FINANCIAL CORP EQUITY 44041F105 64 4,050 SH SOLE 1 4,050
HORIZON OFFSHORE, INC. EQUITY 44043J105 50 10,045 SH SOLE 1 10,045
HORIZON ORGANIC HOLDIN EQUITY 44043T103 1255 52,863 SH SOLE 1 52,863
HORMEL FOODS CORP. EQUITY 440452100 4387 185,121 SH SOLE 1 185,121
HOSPITALITY PPTYS TR COM SH BE EQUITY 44106M102 4830 158100 SH Sole 3 158100
HOST MARRIOTT CORP COM EQUITY 44107p104 10259 1482500 SH Sole 3 1191450 291050
HOT TOPIC INC EQUITY 441339108 322 11,947 SH SOLE 1 11,947
HOUSTON EXPLORATION COMPAN EQUITY 442120101 180 5,181 SH SOLE 1 5,181
HOVNANIAN ENTER, INC. COM PAR $0.01 EQUITY 442487203 14 234 SH SOLE 1 234
HOVNANIAN ENTERPRISES CL A EQUITY 442487203 4105 118800 SH Sole 3 118800
HRPT PROPERTIES TRUST EQUITY 40426W101 16 1,771 SH SOLE 1 1,771
HS RESOURCES, INC. EQUITY 492386107 2191 48,905 SH SOLE 1 48,905
HSBC HOLDINGS PLC-SPONS ADR EQUITY 404280406 1099 18,595 SH SOLE 1 18,595
HUBBELL INC. CLASS B EQUITY 443510201 2634 79,586 SH SOLE 1 79,586
HUDSON CITY BANCORP EQUITY 443683107 26 1,011 SH SOLE 1 1,011
HUDSON HIGHLAND GROUP INC EQUITY 443792106 53 2,816 SH SOLE 1 2,816
HUDSON RIVER BANKCORP. EQUITY 444128102 161 5,769 SH SOLE 1 5,769
HUGHES SUPPLY, INC. EQUITY 444482103 309 8,909 SH SOLE 1 8,909
HUMAN GENOME SCIENCES, INC. EQUITY 444903108 115 9,088 SH SOLE 1 9,088
Humana Inc. EQUITY 444859102 1208 80,000 SH DEFINED 4 80,000
HUMANA, INC. EQUITY 444859102 1161 76,869 SH SOLE 1 76,869
HUMBOLDT BANCORP EQUITY 445069107 70 4,700 SH SOLE 1 4,700
HUNGARIAN TELEPHONE & CABLE EQUITY 445542103 12 1,275 SH SOLE 1 1,275
HUNT J B TRANS SVCS INC EQUITY 445658107 4802 127,200 SH DEFINED 2 127,200
HUNTINGTON BANCSHARES, INC. EQUITY 446150104 1989 101,970 SH SOLE 1 101,970
HUSDON UNITED BANCORP EQUITY 444165104 21 621 SH SOLE 1 621
HUTCHINSON TECHNOLOGY, INC. EQUITY 448407106 288 8,692 SH SOLE 1 8,692
HYDRIL COMPANY EQUITY 448774109 143 5,242 SH SOLE 1 5,242
HYPERCOM CORP EQUITY 44913M105 41 9,872 SH SOLE 1 9,872
HYPERION SOLUTIONS CORP EQUITY 44914M104 468 13,862 SH SOLE 1 13,862
HYPERION SOLUTIONS CP COM EQUITY 44914M104 19102 787700 SH Sole 3 779000 8700
I SHARES MSCI EMU EQUITY 464286608 51 1,040 SH SOLE 1 1,040
I SHARES MSCI JAPAN INDEX FUND EQUITY 464286848 225 30,900 SH SOLE 1 30,900
IBERIABANK CORP EQUITY 450828108 125 2,550 SH SOLE 1 2,550
IBT BANCORP INC/IRWIN PA EQUITY 44923F108 49 989 SH SOLE 1 989
ICICI BANK LTD-SPON ADR EQUITY 45104G104 827 113,820 SH SOLE 1 113,820
ICN PHARMACEUTICALS, INC. EQUITY 448924100 1888 112,621 SH SOLE 1 112,621
Icon Plc - Sponsored ADR EQUITY 45103T107 2246 70,600 SH SOLE 1 70,600
ICOS CORPORATION EQUITY 449295104 153 4,147 SH SOLE 1 4,147
ICT GROUP INC EQUITY 44929Y101 21 2,088 SH SOLE 1 2,088
ICU MEDICAL, INC. EQUITY 44930G107 125 4,011 SH SOLE 1 4,011
IDACORP, INC. EQUITY 451107106 1715 65,324 SH SOLE 1 65,324
IDEC PHARMACEUTICALS CORP EQUITY 449370105 5908 173,750 SH DEFINED 2 173,750
IDEC PHARMACEUTICALS CORP. EQUITY 449370105 7426 218,667 SH SOLE 1 218,667
IDENTIX INC EQUITY 451906101 206 32,504 SH SOLE 1 32,504
IDEX CORP. EQUITY 45167R104 380 10,490 SH SOLE 1 10,490
IDEXX LABORATORIES, INC. EQUITY 45168D104 17 498 SH SOLE 1 498
IDINE REWARDS NETWORK EQUITY 45168A100 117 8,521 SH SOLE 1 8,521
IDT CORP. EQUITY 448947101 14 810 SH SOLE 1 810
IDX SYSTEMS CORP. EQUITY 449491109 102 6,558 SH SOLE 1 6,558
IGATE CORP EQUITY 45169U105 27 7,707 SH SOLE 1 7,707
IGEN INTERNATIONAL, INC. EQUITY 449536101 214 6,826 SH SOLE 1 6,826
IHOP CORP. EQUITY 449623107 238 7,525 SH SOLE 1 7,525
II-VI INC EQUITY 902104108 95 4,159 SH SOLE 1 4,159
IKON OFFICE SOLUTIONS INC. EQUITY 451713101 18 1,989 SH SOLE 1 1,989
ILEX ONCOLOGY INC EQUITY 451923106 241 12,436 SH SOLE 1 12,436
ILEX ONCOLOGY INC EQUITY 451923106 1941 100,000 SH DEFINED 2 100,000
ILLINOIS TOOL WKS INC COM EQUITY 452308109 1861 32000 SH Sole 3 32000
ILLINOIS TOOL WORKS, INC. EQUITY 452308109 8755 132,950 SH SOLE 1 132,950
IMAGISTICS INTL INC EQUITY 45247T104 152 5,882 SH SOLE 1 5,882
IMATION CORP COM EQUITY 45245A107 10466 281200 SH Sole 3 277800 3400
IMATION CORP. EQUITY 45245A107 1811 47,890 SH SOLE 1 47,890
IMC GLOBAL CHASE & CO EQUITY 449669100 10 1,500 SH DEFINED 2 1,500
IMC GLOBAL, INC. EQUITY 449669100 1516 225,929 SH SOLE 1 225,929
IMCLONE SYSTEMS EQUITY 45245W109 26 814 SH SOLE 1 814
IMMUCOR INC EQUITY 452526106 106 4,852 SH SOLE 1 4,852
IMMUNOGEN INC EQUITY 45253H101 66 15,431 SH SOLE 1 15,431
IMMUNOMEDICS, INC. EQUITY 452907108 100 15,855 SH SOLE 1 15,855
IMPAC MED SYS INC COM EQUITY 45255A104 847 38000 SH Sole 3 38000
IMPAC MEDICAL SYSTEMS INC EQUITY 45255A104 50 2,340 SH SOLE 1 2,340
IMPAC MORTGAGE HOLDINGS INC EQUITY 45254P102 2038 122,106 SH SOLE 1 122,106
IMPATH INC. EQUITY 45255G101 84 5,946 SH SOLE 1 5,946
IMPAX LABORATORIES INC EQUITY 45256B101 125 10,433 SH SOLE 1 10,433
IMPERIAL SUGAR CO EQUITY 453096208 1594 210,272 SH SOLE 1 210,272
IMS HEALTH, INC. EQUITY 449934108 1956 108,713 SH SOLE 1 108,713
INAMED CORP EQUITY 453235103 361 6,761 SH SOLE 1 6,761
INCYTE CORP EQUITY 45337C102 132 27,252 SH SOLE 1 27,252
INDEPENDENCE COMMUNITY BANK EQUITY 453414104 2076 73,768 SH SOLE 1 73,768
INDEPENDENCE HLDG CO N EQUITY 453440307 26 1,233 SH SOLE 1 1,233
INDEPENDENT BANK CORP.-MASSACHUSETTS EQUITY 453836108 101 4,475 SH SOLE 1 4,475
INDEPENDENT BANK CORP.-MICHIGAN EQUITY 453838104 176 6,841 SH SOLE 1 6,841
INDEVUS PHARMACEUTICALS INC EQUITY 454072109 89 14,273 SH SOLE 1 14,273
INDEX I-SHARES RUSSELL 2000 EQUITY 464287655 605 6,800 SH SOLE 1 6,800
INDYMAC BANCORP, INC. EQUITY 456607100 1888 74,268 SH SOLE 1 74,268
INET TECHNOLOGY EQUITY 45662V105 50 4,945 SH SOLE 1 4,945
INFINITY PROPERTY & CASUALTY EQUITY 45665Q103 107 4,703 SH SOLE 1 4,703
INFOCUS CORPORATION EQUITY 45665B106 314 66,560 SH SOLE 1 66,560
INFONET SERVICES COR EQUITY 45666T106 41 25,949 SH SOLE 1 25,949
INFORMATICA CORP EQUITY 45666Q102 168 24,333 SH SOLE 1 24,333
INFORMATION HOLDINGS INC. EQUITY 456727106 88 4,808 SH SOLE 1 4,808
INFOSPACE INC. EQUITY 45678T201 132 9,644 SH SOLE 1 9,644
INFOUSA INC. CLASS B EQUITY 456818301 91 11,234 SH SOLE 1 11,234
INGERSOLL-RAND CO CL A EQUITY G4776G101 3869 81,760 SH SOLE 1 81,760
INGLES MARKETS, INC., CLASS A EQUITY 457030104 33 3,246 SH SOLE 1 3,246
INGRAM MICRO INC. CLASS A EQUITY 457153104 16 1,456 SH SOLE 1 1,456
INNKEEPERS USA TRUST EQUITY 4576J0104 69 10,207 SH SOLE 1 10,207
INNOVEX INC/MN EQUITY 457647105 59 5,781 SH SOLE 1 5,781
INPUT/OUTPUT, INC. EQUITY 457652105 90 16,797 SH SOLE 1 16,797
INSIGHT COMMUNICATIO EQUITY 45768V108 225 16,889 SH SOLE 1 16,889
INSIGHT ENTERPRISES, INC. EQUITY 45765U103 175 17,543 SH SOLE 1 17,543
INSIGNIA FINANCIAL GROUP INC. EQUITY 45767A105 84 7,585 SH SOLE 1 7,585
INSITUFORM TECHNOLOGIES, INC. CLASS A EQUITY 457667103 151 8,565 SH SOLE 1 8,565
INSPIRE PHARMACEUTICALS INC EQUITY 457733103 116 10,659 SH SOLE 1 10,659
INSTINET GROUP INCORPORATED EQUITY 457750107 8 1,700 SH SOLE 1 1,700
INSURANCE AUTO AUCTIONS INC COM EQUITY 457875102 42 3,319 SH SOLE 1 3,319
INSWEB CORP EQUITY 45809K202 44 9,194 SH SOLE 1 9,194
INTEGRA BANK CORP. EQUITY 45814P105 100 5,819 SH SOLE 1 5,819
INTEGRA LIFESCIENCES CORP EQUITY 457985208 13392 485,400 SH DEFINED 2 485,400
INTEGRA LIFESCIENCES HOLDINGS EQUITY 457985208 178 6,769 SH SOLE 1 6,769
INTEGRAL SYS INC MD COM EQUITY 45810H107 5855 276200 SH Sole 3 276200
INTEGRAL SYSTEMS INC/MD EQUITY 45810H107 73 3,693 SH SOLE 1 3,693
INTEGRATED CIRCUIT SYS COM EQUITY 45811K208 31619 1457094 SH Sole 3 1416600 40494
INTEGRATED CIRCUIT SYSTEMS EQUITY 45811K208 3092 98,433 SH SOLE 1 98,433
INTEGRATED DEFENSE TEC EQUITY 45819B101 56 3,640 SH SOLE 1 3,640
INTEGRATED DEVICE TECHNOLOGY, EQUITY 458118106 6158 558,300 SH SOLE 1 558,300
INTEGRATED ELECTRICAL SERVICES EQUITY 45811E103 87 12,034 SH SOLE 1 12,034
INTEGRATED SILICON SOLUTION EQUITY 45812P107 73 10,561 SH SOLE 1 10,561
Intel EQUITY 458140100 916 44,000 SH DEFINED 4 44,000
INTEL CORP EQUITY 458140100 24281 1,168,164 SH DEFINED 2 1,168,164
INTEL CORP. EQUITY 458140100 92923 4,465,320 SH SOLE 1 4,465,320
INTELIDATA TECHNOLOGIES CORP. EQUITY 45814T107 56 18,618 SH SOLE 1 18,618
INTER PARFUMS INC EQUITY 458334109 10 1,294 SH SOLE 1 1,294
INTERACTIVE DATA CORP EQUITY 45840J107 9 525 SH SOLE 1 525
INTERACTIVECORP EQUITY 45840Q101 11444 289,200 SH DEFINED 2 289,200
INTERCEPT INC EQUITY 45845L107 57 6,803 SH SOLE 1 6,803
INTERCHANGE FINL SVCS EQUITY 458447109 82 4,246 SH SOLE 1 4,246
INTERDIGITAL COMMUNCTN COM EQUITY 45866A105 11316 500000 SH Sole 3 494200 5800
INTERDIGITAL COMMUNICATION EQUITY 45866A105 21 882 SH SOLE 1 882
INTERFACE, INC. CLASS A EQUITY 458665106 76 16,543 SH SOLE 1 16,543
INTERGRAPH CORP. EQUITY 458683109 371 17,527 SH SOLE 1 17,527
INTERLAND INC EQUITY 458727104 45 45,973 SH SOLE 1 45,973
INTERMAGNETICS GENERAL CORP. EQUITY 458771102 124 6,257 SH SOLE 1 6,257
INTERMUNE INC. EQUITY 45884X103 154 9,517 SH SOLE 1 9,517
INTERNATIONAL BANCSHARES CORP. EQUITY 459044103 13 358 SH SOLE 1 358
International Bus. Machines ComStk U$ EQUITY 459200101 1119 13,560 SH SOLE 1 13,560
INTERNATIONAL BUSINESS MAC EQUITY 459200101 25012 303,140 SH DEFINED 2 303,140
INTERNATIONAL GAME TECHN EQUITY 459902102 20457 249780 SH Sole 3 215800 33980
INTERNATIONAL GAME TECHNOL EQUITY 459902102 1279 12,500 SH DEFINED 2 12,500
INTERNATIONAL GAME TECHNOLOGY EQUITY 459902102 3908 38,194 SH SOLE 1 38,194
INTERNATIONAL MULTIFOODS CORP. EQUITY 460043102 153 6,678 SH SOLE 1 6,678
INTERNATIONAL PAPER CO EQUITY 460146103 3280 91,800 SH DEFINED 2 91,800
INTERNATIONAL PAPER CO. EQUITY 460146103 7398 207,040 SH SOLE 1 207,040
International Rectifier EQUITY 460254105 1073 40,000 SH DEFINED 4 40,000
INTERNATIONAL RECTIFIER CORP. EQUITY 460254105 2316 86,347 SH SOLE 1 86,347
INTERNATIONAL SPEEDWAY CORP. EQUITY 460335201 2816 71,274 SH SOLE 1 71,274
INTERNET SECURITY SY EQUITY 46060X107 1144 80,222 SH SOLE 1 80,222
INTERPOOL, INC. EQUITY 46062R108 42 2,558 SH SOLE 1 2,558
INTERPORE INTERNATIONAL EQUITY 46062W107 84 6,614 SH SOLE 1 6,614
INTERPUBLIC GROUP CORP EQUITY 460690100 3417 255,358 SH SOLE 1 255,358
INTERPUBLIC GROUP COS INC EQUITY 460690100 7537 563,325 SH DEFINED 2 563,325
INTERSIL CORP EQUITY 46069S109 3369 126,600 SH DEFINED 2 126,600
INTERSIL CORP -CL A EQUITY 46069S109 13405 503,755 SH SOLE 1 503,755
INTERSTATE BAKERIES CORP. EQUITY 46072H108 973 76,637 SH SOLE 1 76,637
INTERTAN INC. EQUITY 461120107 64 7,806 SH SOLE 1 7,806
INTER-TEL, INC. EQUITY 458372109 151 7,070 SH SOLE 1 7,070
INTERVOICE-BRITE INC. EQUITY 461142101 62 12,971 SH SOLE 1 12,971
INTERWOVEN INC EQUITY 46114T102 86 39,132 SH SOLE 1 39,132
INTL BUSINESS MACHINES CORP EQUITY 459200101 109390 1,325,940 SH SOLE 1 1,325,940
INT'L. FLAVORS & FRAGRANCES, EQUITY 459506101 1325 41,508 SH SOLE 1 41,508
INTRADO INC EQUITY 46117A100 87 5,483 SH SOLE 1 5,483
INTROGEN THERAPEUTICS INC EQUITY 46119F107 409 75,000 SH DEFINED 2 75,000
Intuit EQUITY 461202103 892 20,000 SH DEFINED 4 20,000
INTUIT, INC. EQUITY 461202103 4735 106,155 SH SOLE 1 106,155
INTUITIVE SURGICAL INC EQUITY 46120E107 92 12,124 SH SOLE 1 12,124
INVACARE CORP. EQUITY 461203101 329 9,974 SH SOLE 1 9,974
INVERESK RESEARCH GROUP INC EQUITY 461238107 202 11,264 SH SOLE 1 11,264
INVERNESS MEDICAL INNOVATION EQUITY 46126P106 75 3,872 SH SOLE 1 3,872
INVESTMENT TECHNOLOGY GROUP EQUITY 46145F105 1502 80,755 SH SOLE 1 80,755
INVESTORS FINANCIAL SERVICES EQUITY 461915100 2541 87,531 SH SOLE 1 87,531
INVESTORS REAL ESTATE TRUST EQUITY 461730103 145 13,645 SH SOLE 1 13,645
INVISION TECHNOLOGIES EQUITY 461851107 160 6,526 SH SOLE 1 6,526
INVITROGEN CORP EQUITY 46185R100 597 15,554 SH SOLE 1 15,554
INVITROGEN CORP EQUITY 46185R100 767 20,000 SH DEFINED 2 20,000
IOMEGA CORP EQUITY 462030305 207 19,515 SH SOLE 1 19,515
IONICS, INC. EQUITY 462218108 149 6,675 SH SOLE 1 6,675
IPAYMENT INC EQUITY 46262E105 45 1,901 SH SOLE 1 1,901
IPC HOLDINGS LTDS EQUITY G4933P101 392,804 11,722,000 SH SOLE 1 11,722,000
IRON MOUNTAIN INC. EQUITY 462846106 38 1,027 SH SOLE 1 1,027
IRON MTN INC DEL COM EQUITY 462846106 96485 2522475 SH SOLE 3 2386565 135910
IRSA - SP GDR EQUITY 450047204 1198 132,400 SH SOLE 1 132,400
IRWIN FINANCIAL CORP. EQUITY 464119106 153 5,924 SH SOLE 1 5,924
ISHARES LEHMAN 7-10 YR TREASURY BOND EQUITY 464287440 2325 26,283 SH SOLE 1 26,283
ISHARES MSCI EAFE INDEX FUND EQUITY 464287465 4613 42,590 SH SOLE 1 42,590
ISHARES RUSSELL MIDCAP GRWTH EQUITY 464287481 579 9,400 SH SOLE 1 9,400
ISHARES RUSSELL MIDCAP VALUE EQUITY 464287473 922 11,900 SH SOLE 1 11,900
ISHARES S&P 500/BARRA GROWTH EQUITY 464287309 1037 20,900 SH SOLE 1 20,900
ISHARES S&P 500/BARRA VALUE EQUITY 464287408 985 20,640 SH SOLE 1 20,640
ISIS PHARMACEUTICALS, INC. EQUITY 464330109 90 16,889 SH SOLE 1 16,889
ISLE OF CAPRI CASINOS EQUITY 464592104 95 5,731 SH SOLE 1 5,731
ISTAR FINANCIAL INC EQUITY 45031U101 22380 613,163 SH SOLE 1 613,163
I-STAT CORP. EQUITY 450312103 52 5,857 SH SOLE 1 5,857
ITLA CAP CORP EQUITY 450565106 71 1,778 SH SOLE 1 1,778
ITRON, INC. EQUITY 465741106 166 7,744 SH SOLE 1 7,744
ITT EDUCATIONAL SERVICES, INC. EQUITY 45068B109 20 670 SH SOLE 1 670
ITT INDUSTRIAL INC EQUITY 450911102 2687 41,055 SH SOLE 1 41,055
IVAX CORP. EQUITY 465823102 4669 261,564 SH SOLE 1 261,564
IXIA EQUITY 45071R109 56 8,732 SH SOLE 1 8,732
IXYS CORP. EQUITY 46600W106 52 6,556 SH SOLE 1 6,556
J & J SNACK FOODS CORP EQUITY 466032109 73 2,340 SH SOLE 1 2,340
J JILL GROUP INC EQUITY 466189107 110 6,535 SH SOLE 1 6,535
J P MORGAN CHASE + CO EQUITY 46625H100 28291 827,773 SH DEFINED 2 827,773
J.B. HUNT TRANSPORT SERVICES EQUITY 445658107 2012 52,798 SH SOLE 1 52,798
J.C. PENNEY CO., INC. EQUITY 708160106 27726 1,645,459 SH SOLE 1 1,645,459
J.D. EDWARDS & CO. EQUITY 281667105 24 1,708 SH SOLE 1 1,708
J.P. MORGAN CHASE AND CO. EQUITY 46625H100 33054 967,070 SH SOLE 1 967,070
J2 GLOBAL COMMUNICATIO EQUITY 46626E205 145 3,155 SH SOLE 1 3,155
J2 GLOBAL COMMUNICATNS COM NEW EQUITY 46626E205 4364 154000 SH Sole 3 154000
JABIL CIRCUIT INC COM EQUITY 466313103 8004 457400 SH Sole 3 397400 60000
JABIL CIRCUT, INC. EQUITY 466313103 10813 489,256 SH SOLE 1 489,256
JACK IN THE BOX INC. EQUITY 466367109 289 12,945 SH SOLE 1 12,945
JACOBS ENGINEERING GROUP, INC. EQUITY 469814107 3134 74,352 SH SOLE 1 74,352
JACOBS ENGR GROUP DEL EQUITY 469814107 63555 1512862 SH Sole 3 1433200 79662
JACUZZI BRANDS INC EQUITY 469865109 151 28,490 SH SOLE 1 28,490
JAKKS PACIFIC, INC. EQUITY 47012E106 124 9,349 SH SOLE 1 9,349
JANUS CAPITAL GROUP EQUITY 47102X105 1750 106,707 SH SOLE 1 106,707
JARDEN CORP EQUITY 471109108 151 5,444 SH SOLE 1 5,444
JC Penney Co Inc (Holding Co) USD0.5 EQUITY 708160106 234 13,870 SH SOLE 1 13,870
JDA SOFTWARE GROUP, INC. EQUITY 46612K108 120 10,838 SH SOLE 1 10,838
JDS UNIPHASE CORP EQUITY 46612J101 3222 921,358 SH SOLE 1 921,358
JEFFERIES GROUP, INC. EQUITY 472319102 15 295 SH SOLE 1 295
JEFFERSON-PILOT CORP. EQUITY 475070108 5158 124,412 SH SOLE 1 124,412
JETBLUE AIRWAYS CORP EQUITY 477143101 18161 432,612 SH SOLE 1 432,612
JETBLUE AWYS CORP EQUITY 477143101 9629 227,700 SH DEFINED 2 227,700
JLG INDUSTRIES, INC. EQUITY 466210101 111 16,352 SH SOLE 1 16,352
JM SMUCKER CO/THE NEW COM WI EQUITY 832696405 2668 66,884 SH SOLE 1 66,884
JNI CORP EQUITY 46622G105 44 8,737 SH SOLE 1 8,737
JO-ANN STORES INC [A] EQUITY 47758P109 146 5,771 SH SOLE 1 5,771
JOHN B. SANFILIPPO & SON EQUITY 800422107 33 2,034 SH SOLE 1 2,034
JOHN HANCOCK FINANCIAL SERVICE EQUITY 41014S106 5956 193,819 SH SOLE 1 193,819
JOHN WILEY & SONS, INC. CLASS A EQUITY 968223206 20 761 SH SOLE 1 761
JOHNSON & JOHNSON EQUITY 478160104 84330 1,631,150 SH SOLE 1 1,631,150
JOHNSON + JOHNSON EQUITY 478160104 10577 204,560 SH DEFINED 2 204,560
Johnson and Johnson EQUITY 478160104 3102 60,000 SH DEFINED 4 60,000
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JONES LANG LASALLE, INC. EQUITY 48020Q107 186 11,795 SH SOLE 1 11,795
JOS A BANK CLOTHIERS INC EQUITY 480838101 57 1,690 SH SOLE 1 1,690
JOURNAL REGISTER CO. EQUITY 481138105 213 11,792 SH SOLE 1 11,792
JOY GLOBAL INC. EQUITY 481165108 269 18,199 SH SOLE 1 18,199
JUNIPER NETWORKS, INC. EQUITY 48203R104 313 25,073 SH SOLE 1 25,073
K V PHARMACEUT [A] EQUITY 482740206 241 8,654 SH SOLE 1 8,654
K V PHARMACEUTICAL (ADR) EQUITY 482740206 1604 88600 SH Sole 3 88600
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KADANT INC EQUITY 48282T104 85 4,519 SH SOLE 1 4,519
KAMAN CORP., CLASS A EQUITY 483548103 95 8,315 SH SOLE 1 8,315
KANA SOFTWARE INC. EQUITY 483600300 27 8,804 SH SOLE 1 8,804
KANEB SERVICES LLC EQUITY 484173109 1182 40,490 SH SOLE 1 40,490
KANSAS CITY LIFE INSURANCE CO. EQUITY 484836101 59 1,376 SH SOLE 1 1,376
KANSAS CITY SOUTHERN EQUITY 485170302 282 23,440 SH SOLE 1 23,440
KAYDON CORP. EQUITY 486587108 220 10,563 SH SOLE 1 10,563
KB HOME EQUITY 48666K109 1310 21,139 SH SOLE 1 21,139
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KELLOGG CO. EQUITY 487836108 6030 175,450 SH SOLE 1 175,450
KELLWOOD CO. EQUITY 488044108 316 9,981 SH SOLE 1 9,981
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KEMET CORP. EQUITY 488360108 1492 147,681 SH SOLE 1 147,681
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KENSEY NASH CORP EQUITY 490057106 75 2,927 SH SOLE 1 2,927
KEY BANK NA EQUITY 493267108 4618 182,740 SH SOLE 1 182,740
KEY ENERGY SERVICES INC EQUITY 492914106 21 1,981 SH SOLE 1 1,981
KEYNOTE SYSTEMS INC EQUITY 493308100 76 7,288 SH SOLE 1 7,288
Keyspan Corp EQUITY 49337W100 1773 50,000 SH DEFINED 4 50,000
KEYSPAN CORPORATION EQUITY 49337W100 22954 647,511 SH SOLE 1 647,511
KEYSTONE AUTOMOTIVE IN EQUITY 49338N109 78 4,369 SH SOLE 1 4,369
KEYSTONE PROPERTY TRUST EQUITY 493596100 128 6,892 SH SOLE 1 6,892
KFX INC EQUITY 48245L107 37 9,546 SH SOLE 1 9,546
KILROY REALTY CORP. EQUITY 49427F108 253 9,185 SH SOLE 1 9,185
KILROY RLTY CORP COM EQUITY 49427F108 2316 104800 SH Sole 3 104800
KIMBALL INTERNATIONAL, INC. CLASS B EQUITY 494274103 130 8,367 SH SOLE 1 8,367
KIMBERLY-CLARK CORP. EQUITY 494368103 38698 742,200 SH SOLE 1 742,200
KIMCO REALTY EQUITY 49446R109 48 1,265 SH SOLE 1 1,265
KIMCO REALTY CORP COM EQUITY 49446R109 12517 356400 SH Sole 3 285973 70427
Kinder Morgan Energy Partners EQUITY 494550106 2371 60,000 SH DEFINED 4 60,000
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KIRBY CORP. EQUITY 497266106 198 7,009 SH SOLE 1 7,009
KIRKLAND'S INC EQUITY 497498105 67 4,085 SH SOLE 1 4,085
KLAMATH FIRST BANCORP INC EQUITY 49842P103 40 2,325 SH SOLE 1 2,325
KLA-TENCOR CORP. EQUITY 482480100 17218 370,597 SH SOLE 1 370,597
KMART HOLDING CORP EQUITY 498780105 154 5,701 SH SOLE 1 5,701
KNIGHT TRADING GROUP EQUITY 499063105 174 27,584 SH SOLE 1 27,584
KNIGHT TRANSN INC COM EQUITY 499064103 18043 916348 SH Sole 3 890100 26248
KNIGHT TRANSPORTATION, INC. EQUITY 499064103 229 9,227 SH SOLE 1 9,227
KNIGHTBRIDGE TANKERS LTD EQUITY G5299G106 6225 657,985 SH SOLE 1 657,985
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KOHLS CORP. EQUITY 500255104 19880 386,920 SH SOLE 1 386,920
KOMAG INC EQUITY 500453204 104 8,944 SH SOLE 1 8,944
KOOKMIN BANK SPONS ADR EQUITY 50049M109 1803 59,606 SH SOLE 1 59,606
KOPIN CORP. EQUITY 500600101 162 26,389 SH SOLE 1 26,389
Korea Electric Power Corp. Kepco Sp A EQUITY 500631106 974 59,500 SH SOLE 1 59,500
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LAM RESH CORP EQUITY 512807108 4835 265,500 SH DEFINED 2 265,500
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LATTICE SEMICONDUCTOR CORP. EQUITY 518415104 1559 188,052 SH SOLE 1 188,052
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LAWSON SOFTWARE EQUITY 520780107 125 16,098 SH SOLE 1 16,098
LA-Z-BOY CHAIR CO. EQUITY 505336107 17 779 SH SOLE 1 779
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LEAPFROG ENTERPRISES INC EQUITY 52186N106 6947 218,400 SH DEFINED 2 218,400
LEAR CORP EQUITY 521865105 4076 88,560 SH SOLE 1 88,560
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LENNAR CORP. COM CLASS A EQUITY 526057104 6766 94,634 SH SOLE 1 94,634
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LEXINGTON CORP. PROPERTRIES EQUITY 529043101 211 11,893 SH SOLE 1 11,893
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LIBERTY CORP. EQUITY 530370105 262 6,175 SH SOLE 1 6,175
LIBERTY MEDIA CORP A EQUITY 530718105 171 14,944 SH DEFINED 2 14,944
LIBERTY PROPERTY TRUST EQUITY 531172104 3646 105,377 SH SOLE 1 105,377
LIFELINE SYS INC EQUITY 532192101 51 1,802 SH SOLE 1 1,802
LIFEPOINT HOSPITALS HLDG EQUITY 53219L109 1489 70,513 SH SOLE 1 70,513
LIGAND PHARMACEUTICALS, INC., CLASS B EQUITY 53220K207 295 21,676 SH SOLE 1 21,676
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Lilly (Eli) & Co Com Stk EQUITY 532457108 255 3,700 SH SOLE 1 3,700
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LIN TV CORP EQUITY 532774106 239 10,156 SH SOLE 1 10,156
LIN TV CORP EQUITY 532774106 5188 220,300 SH DEFINED 2 220,300
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LINDSAY MANUFACTURING CO. EQUITY 535555106 104 4,462 SH SOLE 1 4,462
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NAVISTAR INTERNATIONAL CORP. EQUITY 63934E108 989 30,307 SH SOLE 1 30,307
NBC CAPITAL CORP EQUITY 628729105 64 2,537 SH SOLE 1 2,537
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NCR CORP. EQUITY 62886E108 1087 42,427 SH SOLE 1 42,427
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NETIQ CORP. EQUITY 64115P102 315 20,298 SH SOLE 1 20,298
NETRATINGS INC EQUITY 64116M108 36 3,835 SH SOLE 1 3,835
NETSCOUT SYSTEMS INC EQUITY 64115T104 39 7,320 SH SOLE 1 7,320
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NETSCREEN TECHNOLOGIES INC EQUITY 64117V107 19 860 SH SOLE 1 860
NETSCREEN TECHNOLOGIES INS EQUITY 64117V107 6503 288,400 SH DEFINED 2 288,400
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NEW CENTURY FINANCIAL CORP EQUITY 64352D101 312 7,172 SH SOLE 1 7,172
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NEW JERSEY RESOURCES CORP. EQUITY 646025106 366 10,314 SH SOLE 1 10,314
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NEW PLAN EXCEL REALTY TRUST EQUITY 648053106 8735 409,131 SH SOLE 1 409,131
NEW YORK COMMUNITY BANCORP INC EQUITY 649445103 5493 188,831 SH SOLE 1 188,831
NEW YORK TIMES CO. CLASS A EQUITY 650111107 3058 67,202 SH SOLE 1 67,202
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NEWS CORP., LTD. SPON-ADR EQUITY 652487703 7130 235,550 SH SOLE 1 235,550
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NOBLE ENRGY INC COM EQUITY 655044105 59617 1738618 SH Sole 3 1676818 61800
NOKIA CORP SPON-ADR EQUITY 654902204 4462 271,590 SH SOLE 1 271,590
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NORTEL NETWORKS CORP EQUITY 656568102 10 3,340 SH DEFINED 2 3,340
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NUVEEN INVESTMENTS INC EQUITY 67090F106 8 303 SH SOLE 1 303
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PATRIOT BANK CORP EQUITY 70335P103 46 2,537 SH SOLE 1 2,537
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PHARMACEUTICAL RES COM EQUITY 717125108 28423 669100 SH Sole 3 661100 8000
PHARMACEUTICAL RES INC EQUITY 717125108 3795 78,000 SH DEFINED 2 78,000
PHARMACEUTICAL RES INC COM EQUITY 717125108 2181 44,828 SH SOLE 1 44,828
PHARMACOPEIA INC EQUITY 71713B104 74 9,002 SH SOLE 1 9,002
PHELPS DODGE CORP. EQUITY 717265102 1522 39,707 SH SOLE 1 39,707
PHILADELPHIA CONS. HLDG. CO. EQUITY 717528103 237 5,922 SH SOLE 1 5,922
PHILADELPHIA SUBURBAN CORP. EQUITY 718009608 2232 91,535 SH SOLE 1 91,535
PHILLIPINES LONG DISTANCE TELE ADR EQUITY 718252604 537 49,900 SH SOLE 1 49,900
PHILLIPS-VAN HEUSEN CORP. EQUITY 718592108 129 9,479 SH SOLE 1 9,479
PHOENIX COMPANIES INC EQUITY 71902E109 323 35,793 SH SOLE 1 35,793
PHOTON DYNAMICS EQUITY 719364101 169 6,074 SH SOLE 1 6,074
PHOTRONICS INC. EQUITY 719405102 186 10,842 SH SOLE 1 10,842
PICO HOLDINGS INC EQUITY 693366205 30 2,334 SH SOLE 1 2,334
PIEDMONT NATURAL GAS CO., INC. EQUITY 720186105 17 430 SH SOLE 1 430
PIER 1 IMPORTS INC COM EQUITY 720279108 32008 2018158 SH Sole 3 1910500 107658
PIER 1 IMPORTS, INC. EQUITY 720279108 2464 120,782 SH SOLE 1 120,782
PILGRIMS PRIDE CORP. EQUITY 721467108 55 5,738 SH SOLE 1 5,738
PINNACLE SYS INC COM EQUITY 723481107 10985 1055200 SH Sole 3 1044900 10300
PINNACLE SYSTEMS, INC. EQUITY 723481107 235 21,919 SH SOLE 1 21,919
PINNACLE WEST CAPITAL CORP. EQUITY 723484101 1520 40,592 SH SOLE 1 40,592
PIONEER NATURAL RESOURCES CORP EQUITY 723787107 4128 158,145 SH SOLE 1 158,145
PIONEER-STANDARD ELECTRONICS EQUITY 723877106 90 10,653 SH SOLE 1 10,653
PITNEY BOWES INC EQUITY 724479100 9445 245,892 SH DEFINED 2 245,892
PITNEY BOWES, INC. EQUITY 724479100 6391 166,401 SH SOLE 1 166,401
PIXAR INC EQUITY 725811103 204 3,366 SH SOLE 1 3,366
PIXELWORKS INC EQUITY 72581M107 380 -37,497 SH SOLE 1 -37,497
Placer Dome Inc Com Stk EQUITY 725906101 85 6,900 SH SOLE 1 6,900
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PLANAR SYSTEMS, INC. EQUITY 726900103 104 5,327 SH SOLE 1 5,327
PLANTRONICS, INC. EQUITY 727493108 1587 73,246 SH SOLE 1 73,246
PLATINUM UNDERWRITERS (F) EQUITY G7127P100 17889 705670 SH Sole 3 685800 19870
PLATINUM UNDERWRITERS HOLD EQUITY G7127P100 1647 60,700 SH DEFINED 2 60,700
Platinum Underwriters Holdings USD0.0 EQUITY G7127P100 155 5,700 SH SOLE 1 5,700
PLAYBOY ENTERPRISES, INC. EQUITY 728117300 75 5,529 SH SOLE 1 5,529
PLAYTEX PRODUCTS, INC. EQUITY 72813P100 72 11,267 SH SOLE 1 11,267
PLEXUS CORP. EQUITY 729132100 821 71,441 SH SOLE 1 71,441
PLUG POWER INC EQUITY 72919P103 41 8,840 SH SOLE 1 8,840
PLUM CREEK TIMBER CO COM EQUITY 729251108 3711 171900 SH Sole 3 161000 10900
PLUM CREEK TIMBER CO INC EQUITY 729251108 2118 81,623 SH SOLE 1 81,623
PMA CAPITAL CORP. EQUITY 693419202 102 8,136 SH SOLE 1 8,136
PMC-SIERRA, INC. EQUITY 69344F106 887 75,598 SH SOLE 1 75,598
PMI GROUP INC EQUITY 69344M101 2123 79,100 SH DEFINED 2 79,100
PMI GROUP, INC. EQUITY 69344M101 3626 135,112 SH SOLE 1 135,112
PNC FINANCIAL SERVICES EQUITY 693475105 5969 122,290 SH SOLE 1 122,290
PNM RESOURCES INC EQUITY 69349H107 1789 66,874 SH SOLE 1 66,874
POGO PRODUCING CO EQUITY 730448107 3555 83,149 SH SOLE 1 83,149
POGO PRODUCING CO COM EQUITY 730448107 81784 2056427 SH Sole 3 2002705 53722
POLARIS INDUSTRIES, INC. EQUITY 731068102 21 340 SH SOLE 1 340
POLO RALPH LAUREN CO EQUITY 731572103 15 585 SH SOLE 1 585
POLYCOM, INC. EQUITY 73172K104 1928 139,100 SH SOLE 1 139,100
POLYMEDICA CORP EQUITY 731738100 157 3,425 SH SOLE 1 3,425
POLYONE CORPORATION EQUITY 73179P106 155 34,871 SH SOLE 1 34,871
POMEROY IT SOLUTIONS INC EQUITY 731822102 41 3,662 SH SOLE 1 3,662
POPE & TALBOT, INC. EQUITY 732827100 66 5,946 SH SOLE 1 5,946
POPULAR INC EQUITY 733174106 73 1,904 SH SOLE 1 1,904
PORT FINANCIAL CORPORATION EQUITY 734119100 495 9,179 SH SOLE 1 9,179
PORTAL SOFTWARE EQUITY 736126103 89 47,349 SH SOLE 1 47,349
PORTFOLIO RECOVERY ASSOCIATE EQUITY 73640Q105 129 4,183 SH SOLE 1 4,183
PORTFOLIO RECOVERY ASSOCS EQUITY 73640Q105 717 23,000 SH DEFINED 2 23,000
POSSIS MEDICAL INC EQUITY 737407106 81 5,947 SH SOLE 1 5,947
POSSIS MEDICAL INC COM EQUITY 737407106 2631 162800 SH Sole 3 162800
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POTLATCH CORP. EQUITY 737628107 1238 48,063 SH SOLE 1 48,063
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POWERWAVE TECHNOLOGIES INC EQUITY 739363109 695 112,882 SH SOLE 1 112,882
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PPG INDUSTRIES, INC. EQUITY 693506107 3840 75,681 SH SOLE 1 75,681
PPL CORPORATION EQUITY 69351T106 10720 249,295 SH SOLE 1 249,295
PRACTICEWORKS INC EQUITY 739419109 131 6,765 SH SOLE 1 6,765
PRAECIS PHARMACEUTICALS INC EQUITY 739421105 84 17,049 SH SOLE 1 17,049
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PRECISION CASTPARTS CORP. EQUITY 740189105 2206 70,925 SH SOLE 1 70,925
PREMCOR INC EQUITY 74045Q104 10 459 SH SOLE 1 459
PRENTISS PPTYS TR SH BEN INT EQUITY 740706106 5054 186500 SH Sole 3 186500
PRENTISS PROPERTIES TRUST EQUITY 740706106 3683 122,824 SH SOLE 1 122,824
PREPAID LEGAL SERVICES, INC. EQUITY 740065107 147 5,975 SH SOLE 1 5,975
PRESIDENTIAL LIFE CORP. EQUITY 740884101 111 7,842 SH SOLE 1 7,842
PRESSTEK INC EQUITY 741113104 72 11,610 SH SOLE 1 11,610
PRG-SCHULTZ INTERNATIONAL EQUITY 69357C107 88 14,859 SH SOLE 1 14,859
PRICE COMMUNICATIONS CO. EQUITY 741437305 1133 87,758 SH SOLE 1 87,758
PRICE ENTERP INC EQUITY 74144P106 29 7,765 SH SOLE 1 7,765
PRIDE INTERNATIONAL EQUITY 74153Q102 3390 180,109 SH SOLE 1 180,109
PRIDE INTERNATIONAL INC EQUITY 74153Q102 6775 360,000 SH DEFINED 2 360,000
PRIMA ENERGY CORP EQUITY 741901201 71 3,387 SH SOLE 1 3,387
PRIME HOSPITALITY CORP. EQUITY 741917108 94 14,016 SH SOLE 1 14,016
PRIMEDIA INC EQUITY 74157K101 171 56,097 SH SOLE 1 56,097
PRIMUS TELECOMMUNICATIONS GP EQUITY 741929103 96 18,674 SH SOLE 1 18,674
PRINCETON REVIEW INC EQUITY 742352107 36 6,078 SH SOLE 1 6,078
PRINCIPAL FINANCIAL GROUP EQUITY 74251V102 4877 151,215 SH SOLE 1 151,215
PRIORITY HEALTHCARE EQUITY 74264T102 244 13,138 SH SOLE 1 13,138
PRIVATEBANCORP INC EQUITY 742962103 58 2,109 SH SOLE 1 2,109
PROASSURANCE CORPORATION EQUITY 74267C106 243 9,017 SH SOLE 1 9,017
PROCTER & GAMBLE CO. EQUITY 742718109 87739 983,838 SH SOLE 1 983,838
PROCTER + GAMBLE CO EQUITY 742718109 26888 301,500 SH DEFINED 2 301,500
PROFESSIONAL DETAILING, INC. EQUITY 69329V100 27 2,631 SH SOLE 1 2,631
PROGENICS PHARMACEUTICALS EQUITY 743187106 46 3,057 SH SOLE 1 3,057
Progress Energy EQUITY 743263105 4829 110,000 SH DEFINED 4 110,000
PROGRESS ENERGY INC EQUITY 743263105 9245 210,600 SH DEFINED 2 210,600
PROGRESS ENERGY INC. EQUITY 743263105 30729 699,973 SH SOLE 1 699,973
PROGRESS SOFTWARE CORP. EQUITY 743312100 206 9,938 SH SOLE 1 9,938
PROGRESSIVE CORP. EQUITY 743315103 6864 93,900 SH SOLE 1 93,900
PROLOGIS EQUITY 743410102 123 4,497 SH SOLE 1 4,497
PROLOGIS TR SH BEN INT EQUITY 743410102 18352 724820 SH Sole 3 582294 142526
PROQUEST CO. EQUITY 74346P102 233 9,037 SH SOLE 1 9,037
PROSPERITY BANCSHARES INC EQUITY 743606105 94 4,877 SH SOLE 1 4,877
PROTECTIVE LIFE CORP COM EQUITY 743674103 2474 92,471 SH SOLE 1 92,471
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PROVIDENT BANCORP INC EQUITY 743835100 44 1,357 SH SOLE 1 1,357
PROVIDENT BANKSHARES CORP. EQUITY 743859100 220 8,731 SH SOLE 1 8,731
PROVIDENT FINANCIAL GROUP EQUITY 743866105 1686 65,472 SH SOLE 1 65,472
PROVIDENT FINANCIAL HLDGS EQUITY 743868101 39 1,314 SH SOLE 1 1,314
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PROVIDIAN FINANCIAL CORP. EQUITY 74406A102 1196 129,123 SH SOLE 1 129,123
PROVINCE HEALTHCARE CO. EQUITY 743977100 193 17,433 SH SOLE 1 17,433
PROXIM CORP CL-A EQUITY 744283102 67 46,230 SH SOLE 1 46,230
PRUDENTIAL FINANCIAL INC EQUITY 744320102 7997 237,640 SH SOLE 1 237,640
PS BUSINESS PARKS, INC. EQUITY 69360J107 173 4,893 SH SOLE 1 4,893
PS BUSINESS PKS INC CA COM EQUITY 69360J107 8190 275300 SH Sole 3 221120 54180
PSEG ENERGY HOLDINGS EQUITY 744573106 4660 110,303 SH SOLE 1 110,303
PSS WORLD MEDICAL, INC EQUITY 69366A100 148 25,807 SH SOLE 1 25,807
PTEK HLDGS INC EQUITY 69366M104 82 16,224 SH SOLE 1 16,224
Public Service EQUITY 744573106 2113 50,000 SH DEFINED 4 50,000
PUBLIC STORAGE INC EQUITY 74460D109 46 1,370 SH SOLE 1 1,370
PUBLIC STORAGE INC COM EQUITY 74460D109 10747 354700 SH Sole 3 284900 69800
PUGET ENEGY INC. EQUITY 745310102 5810 243,419 SH SOLE 1 243,419
PULITZER INC. EQUITY 745769109 86 1,742 SH SOLE 1 1,742
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PULTE HOMES INC. EQUITY 745867101 1672 27,109 SH SOLE 1 27,109
PUMA TECHNOLOGY INC EQUITY 745887109 48 14,097 SH SOLE 1 14,097
QAD INC EQUITY 74727D108 29 3,889 SH SOLE 1 3,889
QLOGIC CORP COM EQUITY 747277101 61312 1650824 SH Sole 3 1574000 76824
QLOGIC CORP. EQUITY 747277101 8309 172,237 SH SOLE 1 172,237
QUAKER CHEM CORP COM EQUITY 747316107 75 2,995 SH SOLE 1 2,995
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QUALCOMM, INC. EQUITY 747525103 14490 403,160 SH SOLE 1 403,160
QUALITY SYSTEMS INC EQUITY 747582104 34 1,252 SH SOLE 1 1,252
QUANEX CORP. EQUITY 747620102 183 6,170 SH SOLE 1 6,170
QUANTA SERVICES, INC. EQUITY 74762E102 1295 182,430 SH SOLE 1 182,430
QUANTUM CORP DLT & STORAGE EQUITY 747906204 1148 283,415 SH SOLE 1 283,415
QUEST DIAGNOSTICS INC EQUITY 74834L100 15867 248,700 SH DEFINED 2 248,700
QUEST DIAGNOSTICS, INC. EQUITY 74834L100 3911 61,294 SH SOLE 1 61,294
QUEST SOFTWARE INC EQUITY 74834T103 177 14,932 SH SOLE 1 14,932
QUESTAR CORP. EQUITY 748356102 3720 111,135 SH SOLE 1 111,135
QUICKSILVER RESOURCES COM EQUITY 74837R104 7129 299900 SH Sole 3 299900
QUICKSILVER RESOURCES INC EQUITY 74837R104 102 4,268 SH SOLE 1 4,268
QUICKSILVER, INC. EQUITY 74838C106 340 20,633 SH SOLE 1 20,633
QUIDEL CORPORATION EQUITY 74838J101 64 10,312 SH SOLE 1 10,312
QUINTILES TRANSNATIONAL CORP. EQUITY 748767100 4237 299,029 SH SOLE 1 299,029
QUIXOTE CORP EQUITY 749056107 61 2,385 SH SOLE 1 2,385
QWEST COMMUNICATIONS INTL. EQUITY 749121109 3602 753,627 SH SOLE 1 753,627
R&G FINANCIAL CO. EQUITY 749136107 207 6,964 SH SOLE 1 6,964
R. R. DONNELLEY AND SONS CO. EQUITY 257867101 1460 55,872 SH SOLE 1 55,872
R.H. DONNELLEY CORP. EQUITY 74955W307 275 7,536 SH SOLE 1 7,536
R.O.C. TAIWAN FUND EQUITY 749651105 757 196,600 SH SOLE 1 196,600
RADIAN GROUP INC EQUITY 750236101 1334 36,400 SH DEFINED 2 36,400
RADIAN GROUP, INC. EQUITY 750236101 4600 125,500 SH SOLE 1 125,500
RADIANT SYSTEMS, INC. EQUITY 75025N102 44 6,411 SH SOLE 1 6,411
RADIO ONE INC EQUITY 75040P405 2147 120,800 SH DEFINED 2 120,800
RADIO ONE INC -CL D EQUITY 75040P405 21 1,175 SH SOLE 1 1,175
RADIO ONE INC CL D NON VTG EQUITY 75040P405 22816 1723254 SH Sole 3 1676500 46754
RADIOSHACK CORP. EQUITY 750438103 2048 77,860 SH SOLE 1 77,860
RADISYS CORP. EQUITY 750459109 90 6,742 SH SOLE 1 6,742
RAILAMERICA INC EQUITY 750753105 95 11,244 SH SOLE 1 11,244
RAINBOW TECHNOLOGIES INC EQUITY 750862104 76 9,043 SH SOLE 1 9,043
RAINDANCE COMM EQUITY 75086X106 45 18,166 SH SOLE 1 18,166
RAIT INVESTMENT TRUST EQUITY 749227104 2154 81,284 SH SOLE 1 81,284
RALCORP HOLDINGS, INC. EQUITY 751028101 274 10,987 SH SOLE 1 10,987
RAMBUS INC. EQUITY 750917106 22 1,312 SH SOLE 1 1,312
RAMCO-GERSHENSON PROPERTIES EQUITY 751452202 95 4,067 SH SOLE 1 4,067
RANGE RESOURCES CORP EQUITY 75281A109 125 19,905 SH SOLE 1 19,905
RARE HOSPITALITY INTERNATIONAL EQUITY 753820109 243 7,479 SH SOLE 1 7,479
RAVEN INDUSTRIES INC EQUITY 754212108 50 2,509 SH SOLE 1 2,509
RAYMOND JAMES FINANCIAL, INC. EQUITY 754730109 18 537 SH SOLE 1 537
RAYONIER, INC. EQUITY 754907103 1850 56,074 SH SOLE 1 56,074
RAYOVAC CORP. EQUITY 755081106 160 12,344 SH SOLE 1 12,344
RAYTECH CORP DEL EQUITY 755103108 12 2,714 SH SOLE 1 2,714
RAYTHEON CO EQUITY 755111507 9110 277,400 SH DEFINED 2 277,400
RAYTHEON CO. EQUITY 755111507 7766 236,480 SH SOLE 1 236,480
RC2 CORP EQUITY 749388104 87 5,091 SH SOLE 1 5,091
RCN CORP. EQUITY 749361101 41 20,587 SH SOLE 1 20,587
READER'S DIGEST ASSOC., INC. EQUITY 755267101 1774 131,587 SH SOLE 1 131,587
READING INTERNATIONAL INC-A EQUITY 755408101 29 5,253 SH SOLE 1 5,253
REALNETWORKS, INC. EQUITY 75605L104 8 1,251 SH SOLE 1 1,251
REALTY INCOME CORP. EQUITY 756109104 18 481 SH SOLE 1 481
RECKSON ASSOC REALTY CORP. EQUITY 75621K106 2613 125,280 SH SOLE 1 125,280
RECKSON ASSOCS RLTY CL B EQUITY 75621K304 3810 196900 SH Sole 3 196900
RECKSON ASSOCS RLTY COM EQUITY 75621K106 7797 414700 SH Sole 3 341611 73089
RED HAT, INC. EQUITY 756577102 15 1,992 SH SOLE 1 1,992
RED ROBIN GOURMET BURGERS EQUITY 75689M101 63 3,329 SH SOLE 1 3,329
REDBACK NETWORKS INC EQUITY 757209101 51 58,051 SH SOLE 1 58,051
REDWOOD TRUST, INC. EQUITY 758075402 1802 45,142 SH SOLE 1 45,142
REEBOK INTERNATIONAL, LTD. EQUITY 758110100 915 27,206 SH SOLE 1 27,206
REGAL ENTMT GROUP EQUITY 758766109 6591 279,509 SH SOLE 1 279,509
REGAL-BELOIT CORP. EQUITY 758750103 171 8,937 SH SOLE 1 8,937
REGENCY CENTERS CORPORATION EQUITY 758849103 13 359 SH SOLE 1 359
REGENERATION TECHNOLOGIES EQUITY 75886N100 117 8,840 SH SOLE 1 8,840
REGENERON PHARMACEUTICALS INC. EQUITY 75886F107 205 13,019 SH SOLE 1 13,019
REGENT COMMUNICATIONS, INC EQUITY 758865109 81 13,259 SH SOLE 1 13,259
REGIONS FINANCIAL CORP. EQUITY 758940100 3345 99,011 SH SOLE 1 99,011
REGIS CORP. EQUITY 758932107 19 644 SH SOLE 1 644
REGISTER.COM EQUITY 75914G101 75 12,424 SH SOLE 1 12,424
REHAB CARE GROUP EQUITY 759148109 89 6,046 SH SOLE 1 6,046
REINSURANCE GROUP OF EQUITY 759351109 9 270 SH SOLE 1 270
RELIANCE STEEL & ALUMINIUM CO. EQUITY 759509102 189 9,120 SH SOLE 1 9,120
RELIANT RESOURCES INC EQUITY 75952B105 23 3,694 SH SOLE 1 3,694
REMEC, INC. EQUITY 759543101 150 21,727 SH SOLE 1 21,727
REMINGTON OIL & GAS CORP EQUITY 759594302 146 7,969 SH SOLE 1 7,969
RENAISSANCE LEARNING, INC. EQUITY 75968L105 63 2,909 SH SOLE 1 2,909
RENAL CARE GROUP, INC. EQUITY 759930100 25 722 SH SOLE 1 722
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RENT-WAY, INC. EQUITY 76009U104 37 8,029 SH SOLE 1 8,029
REPLIGEN CORP EQUITY 759916109 53 10,395 SH SOLE 1 10,395
REPUBLIC BANCORP, INC. EQUITY 760281204 301 22,265 SH SOLE 1 22,265
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REPUBLIC SERVICES IN EQUITY 760759100 4883 215,388 SH SOLE 1 215,388
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RESEARCH FRONTIERS EQUITY 760911107 53 3,790 SH SOLE 1 3,790
RESMED INC EQUITY 761152107 21 527 SH SOLE 1 527
RESOURCE AMERICA, INC. EQUITY 761195205 58 5,621 SH SOLE 1 5,621
RESOURCE BANKSHARES CORP/VA EQUITY 76121R104 39 1,134 SH SOLE 1 1,134
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RESPIRONICS INC. EQUITY 761230101 20 535 SH SOLE 1 535
RESTORATION HARDWARE I EQUITY 760981100 32 7,291 SH SOLE 1 7,291
RETEK INC. EQUITY 76128Q109 580 92,073 SH SOLE 1 92,073
RETRACTABLE TECHNOLOGIES INC EQUITY 76129W105 20 2,350 SH SOLE 1 2,350
REVLON INC-RTS EQUITY 761525112 1,058 SH SOLE 1 1,058
REVLON, INC.-CL A EQUITY 761525500 9 2,894 SH SOLE 1 2,894
REX STORES CORP EQUITY 761624105 32 2,612 SH SOLE 1 2,612
REYNOLDS AND REYNOLDS CO., CLASS A EQUITY 761695105 2572 90,051 SH SOLE 1 90,051
RF MICRO DEVICES INC EQUITY 749941100 2402 407,101 SH SOLE 1 407,101
RF MONOLITHICS INC COM(OXFORD PTNRS L EQUITY 74955F106 24 4,973 SH SOLE 1 4,973
RFS HOTEL INVESTORS, INC. EQUITY 74955J108 3774 306,335 SH SOLE 1 306,335
RIBAPHARM INC EQUITY 762537108 73 11,351 SH SOLE 1 11,351
RICHARDSON ELEC LTD EQUITY 763165107 19 2,374 SH SOLE 1 2,374
RIGGS NATIONAL CORP. EQUITY 766570105 90 5,945 SH SOLE 1 5,945
RIGHT MANAGEMENT CONSULTANTS EQUITY 766573109 79 6,233 SH SOLE 1 6,233
RITE AID CORP EQUITY 767754104 30 6,659 SH SOLE 1 6,659
RIVERSTONE NETWORKS INC EQUITY 769320102 58 49,662 SH SOLE 1 49,662
RIVIANA FOODS EQUITY 769536103 61 2,268 SH SOLE 1 2,268
RIVIERA HOLDINGS CORP EQUITY 769627100 1774 345,900 SH SOLE 1 345,900
RJ REYNOLDS TOBACCO HOLDINGS EQUITY 76182K105 1400 37,628 SH SOLE 1 37,628
RLI CORP. EQUITY 749607107 227 6,886 SH SOLE 1 6,886
ROADWAY CORP EQUITY 769742107 30 1,020 SH DEFINED 2 1,020
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ROBBINS & MYERS, INC. EQUITY 770196103 76 4,107 SH SOLE 1 4,107
ROBERT HALF INTERNATIONAL INC. EQUITY 770323103 1435 75,788 SH SOLE 1 75,788
ROCK-TENN CO., CLASS A EQUITY 772739207 157 9,290 SH SOLE 1 9,290
ROCKWELL AUTOMATION COM EQUITY 773903109 9692 468200 SH Sole 3 414200 54000
ROCKWELL AUTOMATION INC EQUITY 773903109 1963 82,343 SH SOLE 1 82,343
ROCKWELL AUTOMATION INC EQUITY 773903109 3102 130,100 SH DEFINED 2 130,100
ROCKWELL COLLINS INC EQUITY 774341101 1958 79,507 SH SOLE 1 79,507
ROFIN-SINAR TECHNOLOGIES INC EQUITY 775043102 62 4,404 SH SOLE 1 4,404
ROGERS CORP. EQUITY 775133101 202 6,063 SH SOLE 1 6,063
ROHM + HAAS CO EQUITY 775371107 16848 555,237 SH DEFINED 2 555,237
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ROLLINS, INC. EQUITY 775711104 1268 67,251 SH SOLE 1 67,251
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Rostelecom ADR EQUITY 778529107 831 80,000 SH SOLE 1 80,000
ROTO-ROOTER INC EQUITY 778787101 142 3,736 SH SOLE 1 3,736
ROUSE CO EQUITY 779273101 40 1,061 SH SOLE 1 1,061
ROWAN COMPANIES, INC. EQUITY 779382100 937 41,824 SH SOLE 1 41,824
ROXIO INC EQUITY 780008108 48 7,442 SH SOLE 1 7,442
ROYAL BANCSHARES OF PENN-A EQUITY 780081105 35 1,629 SH SOLE 1 1,629
ROYAL CARIBBEAN CRUISE COM EQUITY V7780T103 3473 231100 SH Sole 3 200700 30400
ROYAL CARIBBEAN CRUISES LT EQUITY V7780T103 783 33,800 SH DEFINED 2 33,800
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RPC EQUITY 749660106 40 3,668 SH SOLE 1 3,668
RPM INTERNATIONAL INC. EQUITY 749685103 2137 155,388 SH SOLE 1 155,388
RSA SECURITY INC. EQUITY 749719100 1027 95,322 SH SOLE 1 95,322
RTI INTERNATIONAL METALS, INC. EQUITY 74973W107 78 7,217 SH SOLE 1 7,217
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RUDDICK CORP. EQUITY 781258108 1165 74,110 SH SOLE 1 74,110
RUDOLPH TECHNOLOGIES INC. EQUITY 781270103 71 4,438 SH SOLE 1 4,438
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RUSSELL CORP. EQUITY 782352108 190 10,007 SH SOLE 1 10,007
RYANAIR HOLDINGS PLC-SP ADR EQUITY 783513104 207 4,611 SH SOLE 1 4,611
RYAN'S FAMILY STEAK HOUSES EQUITY 783519101 219 16,020 SH SOLE 1 16,020
RYDER SYSTEM, INC. EQUITY 783549108 714 27,881 SH SOLE 1 27,881
RYERSON TULL, INC. EQUITY 78375P107 72 8,246 SH SOLE 1 8,246
RYLAND GROUP EQUITY 783764103 24 343 SH SOLE 1 343
RYLAND GROUP INC COM EQUITY 783764103 13924 322400 SH Sole 3 316500 5900
S & P 500 FUTURE EQUITY 84749R100 27 2,641 SH SOLE 1 2,641
S J W CORP COM EQUITY 784305104 69 807 SH SOLE 1 807
S&T BANCORP, INC. EQUITY 783859101 275 10,011 SH SOLE 1 10,011
S.Y. BANCORP INC EQUITY 785060104 71 1,997 SH SOLE 1 1,997
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SABRE HOLDINGS CORP. EQUITY 785905100 2282 92,582 SH SOLE 1 92,582
SAFECO CORP EQUITY 786429100 2607 73,900 SH DEFINED 2 73,900
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SAFENET INC EQUITY 78645R107 90 3,251 SH SOLE 1 3,251
SAFENET INC COM EQUITY 78645R107 3145 153500 SH Sole 3 153500
SAFETY INSURANCE GROUP INC EQUITY 78648T100 53 3,603 SH SOLE 1 3,603
SAFEWAY INC EQUITY 786514208 4028 196,893 SH SOLE 1 196,893
SAFLINK CORP EQUITY 786578302 62 9,851 SH SOLE 1 9,851
SAGA COMMUNICATIONS, INC. CLASS A EQUITY 786598102 101 5,168 SH SOLE 1 5,168
SAKS INC. EQUITY 79377W108 1860 191,728 SH SOLE 1 191,728
SALEM COMMUNICATION- CLASS A EQUITY 794093104 67 3,295 SH SOLE 1 3,295
SALIX PHARMACEUTICALS EQUITY 795435106 70 6,782 SH SOLE 1 6,782
SANCHEZ COMPUTER ASSOCIATES EQUITY 799702105 27 5,254 SH SOLE 1 5,254
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SANMINA - SCI CORP EQUITY 800907107 1734 274,397 SH SOLE 1 274,397
SANTANDER BANCORP EQUITY 802809103 30 1,837 SH SOLE 1 1,837
SAPIENT CORP. EQUITY 803062108 81 29,400 SH SOLE 1 29,400
SARA LEE CORP. EQUITY 803111103 6310 335,440 SH SOLE 1 335,440
SAUER-DANFOSS INC. EQUITY 804137107 41 3,822 SH SOLE 1 3,822
SAUL CENTERS, INC. EQUITY 804395101 106 4,158 SH SOLE 1 4,158
SAXON CAPITAL INC EQUITY 80556P302 178 10,298 SH SOLE 1 10,298
SBA COMMUNICATIONS CORPORATION EQUITY 78388J106 50 16,467 SH SOLE 1 16,467
SBC COMMUNICATIONS INC EQUITY 78387G103 11376 445,252 SH DEFINED 2 445,252
SBC Communications Inc EQUITY 78387G103 1789 70,000 SH DEFINED 4 70,000
SBC COMMUNICATIONS, INC. EQUITY 78387G103 41412 1,620,820 SH SOLE 1 1,620,820
SBS TECHNOLOGIES INC EQUITY 78387P103 54 5,552 SH SOLE 1 5,552
SCANA CORP EQUITY 80589M102 5105 148,922 SH SOLE 1 148,922
SCANSOFT INC EQUITY 80603P107 105 19,294 SH SOLE 1 19,294
SCANSOURCE INC EQUITY 806037107 109 4,064 SH SOLE 1 4,064
SCANSOURCE INC COM EQUITY 806037107 1500 80000 SH Sole 3 80000
SCHAWK, INC. EQUITY 806373106 30 2,875 SH SOLE 1 2,875
SCHEIN HENRY INC COM EQUITY 806407102 356 7900 SH Sole 3 7900
SCHERING PLOUGH CORP EQUITY 806605101 7221 388,229 SH DEFINED 2 388,229
SCHERING-PLOUGH CORP. EQUITY 806605101 18831 1,012,440 SH SOLE 1 1,012,440
SCHLUMBERGER EQUITY 806857108 142 2,980 SH DEFINED 2 2,980
SCHLUMBERGER, LTD. EQUITY 806857108 12194 256,330 SH SOLE 1 256,330
SCHNITZER STL INDS EQUITY 806882106 75 1,714 SH SOLE 1 1,714
SCHOLASTIC CORP. EQUITY 807066105 1566 52,593 SH SOLE 1 52,593
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SCHWAB CHARLES CORP EQUITY 808513105 5760 570,900 SH DEFINED 2 570,900
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SCICLONE PHARMACEUTICALS, INC. EQUITY 80862K104 122 14,278 SH SOLE 1 14,278
SCIENTIFIC GAMES CORP A EQUITY 80874P109 175 18,735 SH SOLE 1 18,735
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SCOTTS CO. EQUITY 810186106 15 301 SH SOLE 1 301
SCP POOL CORPORATION EQUITY 784028102 261 7,578 SH SOLE 1 7,578
SCRIPPS CO EQUITY 811054204 43 489 SH SOLE 1 489
SCS TRANSPORTATION INC EQUITY 81111T102 67 5,276 SH SOLE 1 5,276
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SEACOAST BANKING CORP FL EQUITY 811707306 68 3,935 SH SOLE 1 3,935
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SEALED AIR CORP EQUITY 81211K100 1799 37,748 SH SOLE 1 37,748
SEARS ROEBUCK & CO EQUITY 812387108 5034 149,639 SH SOLE 1 149,639
SEATTLE GENETICS INC WA EQUITY 812578102 41 8,021 SH SOLE 1 8,021
SECOND BANCORP, INC. EQUITY 813114105 79 3,082 SH SOLE 1 3,082
SECURE COMPUTING CORP EQUITY 813705100 106 12,150 SH SOLE 1 12,150
SECURITY BANK CORP EQUITY 814047106 50 1,433 SH SOLE 1 1,433
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SEI INVESTMENTS CO. EQUITY 784117103 4497 140,561 SH SOLE 1 140,561
SELECT COMFORT CORP EQUITY 81616X103 123 7,459 SH SOLE 1 7,459
SELECT MED CORP EQUITY 816196109 497 20,000 SH DEFINED 2 20,000
SELECT MEDICAL CORP EQUITY 816196109 218 8,773 SH SOLE 1 8,773
SELECTIVE INSURANCE GROUP, INC EQUITY 816300107 256 10,225 SH SOLE 1 10,225
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SEMITOOL, INC. EQUITY 816909105 30 6,163 SH SOLE 1 6,163
SEMPRA ENERGY EQUITY 816851109 4228 112,410 SH SOLE 1 92,200
SEMTECH CORP. EQUITY 816850101 1709 119,929 SH SOLE 1 119,929
SENIOR HOUSING PROP TRUST EQUITY 81721M109 234 17,286 SH SOLE 1 17,286
SENSIENT TECHNOLOGIES CORP. EQUITY 81725T100 1788 77,768 SH SOLE 1 77,768
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SEQUA CORP CLASS A EQUITY 817320104 523 15,248 SH SOLE 1 15,248
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SEROLOGICALS CORP. EQUITY 817523103 117 8,617 SH SOLE 1 8,617
SERVICE CORP INTERNATIONAL EQUITY 817565104 16 4,109 SH SOLE 1 4,109
SERVICEMASTER COMPAN EQUITY 81760N109 44 4,106 SH SOLE 1 4,106
SFBC INTERNATIONAL INC EQUITY 784121105 36 1,975 SH SOLE 1 1,975
SHARPER IMAGE CORP EQUITY 820013100 97 3,560 SH SOLE 1 3,560
SHAW GROUP INC EQUITY 820280105 173 14,351 SH SOLE 1 14,351
SHENANDOAH TELECOMMUNI EQUITY 82312B106 59 1,234 SH SOLE 1 1,234
SHERWIN WILLIAMS CO EQUITY 824348106 7667 285,242 SH DEFINED 2 285,242
SHERWIN-WILLIAMS CO. EQUITY 824348106 1751 65,126 SH SOLE 1 65,126
SHOE CARNIVAL INC EQUITY 824889109 41 2,746 SH SOLE 1 2,746
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SHURGARD STORAGE CENTERS, INC. CLASS EQUITY 82567D104 16 495 SH SOLE 1 495
SICOR INC EQUITY 825846108 3214 158,009 SH SOLE 1 158,009
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SIEBEL SYSTEMS, INC. EQUITY 826170102 2369 249,855 SH SOLE 1 249,855
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SIERRA PACIFIC RESOURCES EQUITY 826428104 1190 200,338 SH SOLE 1 200,338
SIGMA ALDRICH CORP. EQUITY 826552101 2014 37,082 SH SOLE 1 37,082
SIGMA DESIGNS INC EQUITY 826565103 66 6,082 SH SOLE 1 6,082
SIGNAL TECHNOLOGY CORP COM EQUITY 826675100 5160 469500 SH Sole 3 469500
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SILICON LABORATORIES INC EQUITY 826919102 1748 65,662 SH SOLE 1 65,662
SILICON STORAGE TECHNOLOGY EQUITY 827057100 127 30,231 SH SOLE 1 30,231
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SILICONIX, INC. EQUITY 827079203 80 2,224 SH SOLE 1 2,224
SIMMONS FIRST NATIONAL CORP. EQUITY 828730200 108 5,380 SH SOLE 1 5,380
SIMON PPTY GROUP EQUITY 828806109 24769 691300 SH Sole 3 554419 136881
SIMON PROPERTY GROUP INC EQUITY 828806109 3258 83,484 SH SOLE 1 83,484
SIMPLETECH INC EQUITY 828823104 12 2,914 SH SOLE 1 2,914
SIMPSON MANUFACTURING CO. EQUITY 829073105 207 5,647 SH SOLE 1 5,647
SINCLAIR BROADCAST GROUP, INC. EQUITY 829226109 168 14,451 SH SOLE 1 14,451
SIPEX CORP. EQUITY 829909100 45 9,421 SH SOLE 1 9,421
SIRIUS SATELLITE RADIO INC. EQUITY 82966U103 683 403,914 SH SOLE 1 403,914
SIRNA THERAPEUTICS INC EQUITY 829669100 21 2,448 SH SOLE 1 2,448
SIX FLAGS, INC EQUITY 83001P109 1074 158,415 SH SOLE 1 158,415
SIZELER PPTY INVS INC EQUITY 830137105 45 4,389 SH SOLE 1 4,389
SKECHERS USA INC. CL-A EQUITY 830566105 52 7,068 SH SOLE 1 7,068
SKY FINANCIAL GROUP EQUITY 83080P103 26 1,196 SH SOLE 1 1,196
SKYLINE CORP. EQUITY 830830105 69 2,305 SH SOLE 1 2,305
SKYWEST INC EQUITY 830879102 18137 950,571 SH SOLE 1 950,571
SKYWORKS SOLUTIONS INC EQUITY 83088M102 357 52,718 SH SOLE 1 52,718
SL GREEN REALTY CORP. EQUITY 78440X101 363 10,408 SH SOLE 1 10,408
SL GREEN RLTY CORP COM EQUITY 78440X101 10601 346900 SH Sole 3 278641 68259
SLM CORP EQUITY 78442P106 7693 196,410 SH SOLE 1 196,410
SLM CORP EQUITY 78442P106 20494 523,200 SH DEFINED 2 523,200
SM&A EQUITY 78465D105 52 4,627 SH SOLE 1 4,627
SMART & FINAL, INC., EQUITY 831683107 22 4,683 SH SOLE 1 4,683
SMITH A O CORP EQUITY 831865209 3938 139,900 SH DEFINED 2 139,900
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SMITH INTL INC EQUITY 832110100 17150 466,800 SH DEFINED 2 466,800
SMITH, A.O. CORP. EQUITY 831865209 178 6,329 SH SOLE 1 6,329
SMITHFIELD FOODS INC EQUITY 832248108 3363 146,738 SH SOLE 1 146,738
SMURFIT-STONE CONTAINER CORP. EQUITY 832727101 21088 1,620,931 SH SOLE 1 1,620,931
SNAP-ON, INC. EQUITY 833034101 754 25,959 SH SOLE 1 25,959
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SOLA INTERNATIONAL, INC. EQUITY 834092108 152 8,745 SH SOLE 1 8,745
SOLECTRON CORP. EQUITY 834182107 1384 370,141 SH SOLE 1 370,141
SOLUTIA, INC. EQUITY 834376105 87 39,811 SH SOLE 1 39,811
SONIC AUTOMOTIVE INC EQUITY 83545G102 227 10,352 SH SOLE 1 10,352
SONIC CORP. EQUITY 835451105 373 14,714 SH SOLE 1 14,714
SONIC SOLUTIONS EQUITY 835460106 39 4,546 SH SOLE 1 4,546
SONICWALL INC EQUITY 835470105 95 19,596 SH SOLE 1 19,596
SONOCO PRODUCTS CO. EQUITY 835495102 3119 129,860 SH SOLE 1 129,860
SONOSIGHT, INC. EQUITY 83568G104 108 5,408 SH SOLE 1 5,408
SONUS NETWORKS INC EQUITY 835916107 365 75,351 SH SOLE 1 75,351
SONUS NETWORKS INC EQUITY 835916107 8779 1,745,300 SH DEFINED 2 1,745,300
SOTHEBY'S HOLDINGS, INC. CLASS A EQUITY 835898107 735 98,848 SH SOLE 1 98,848
SOUND FEDERAL BANCORP INC EQUITY 83607V104 69 5,028 SH SOLE 1 5,028
SOUNDVIEW TECHNOLOGY GRUOP INC EQUITY 83611Q109 64 6,232 SH SOLE 1 6,232
SOURCE INTERLINK COS INC EQUITY 836151209 33 4,400 SH SOLE 1 4,400
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SOUTH FINANCIAL GROUP INC. EQUITY 837841105 410 17,735 SH SOLE 1 17,735
SOUTH JERSEY INDUSTRIES, INC. EQUITY 838518108 174 4,712 SH SOLE 1 4,712
SOUTHERN CO EQUITY 842587107 9720 311,950 SH SOLE 1 311,950
SOUTHERN CO EQUITY 842587107 9177 294,500 SH DEFINED 2 294,500
SOUTHERN FINANCIAL BNCRP EQUITY 842870107 64 2,081 SH SOLE 1 2,081
SOUTHERN PERU COPPER CORP. EQUITY 843611104 3 207 SH SOLE 1 207
SOUTHERN UNION CO. EQUITY 844030106 340 20,097 SH SOLE 1 20,097
SOUTHSIDE BANCSHARES INC EQUITY 84470P109 57 3,200 SH SOLE 1 3,200
SOUTHTRUST CORP. EQUITY 844730101 4097 151,757 SH SOLE 1 151,757
SOUTHWEST AIRLINES CO. EQUITY 844741108 5791 336,680 SH SOLE 1 336,680
SOUTHWEST BANCORP INC EQUITY 844767103 55 2,019 SH SOLE 1 2,019
SOUTHWEST BANCORPORATION OF TX EQUITY 84476R109 349 10,746 SH SOLE 1 10,746
SOUTHWEST GAS CORP EQUITY 844895102 245 11,585 SH SOLE 1 11,585
SOUTHWEST WTR CO EQUITY 845331107 52 3,721 SH SOLE 1 3,721
SOUTHWESTERN ENERGY CO. EQUITY 845467109 203 13,511 SH SOLE 1 13,511
SOVEREIGN BANCORP, INC. EQUITY 845905108 5493 350,987 SH SOLE 1 350,987
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SPANISH BROADCASTING SYS, INC. CLASS EQUITY 846425882 97 12,027 SH SOLE 1 12,027
SPARTECH CORP. EQUITY 847220209 186 8,765 SH SOLE 1 8,765
SPECTRALINK CORP EQUITY 847580107 59 6,074 SH SOLE 1 6,074
SPEECHWORKS INTERNATIONAL EQUITY 84764M101 49 10,329 SH SOLE 1 10,329
SPEEDWAY MOTORSPORTS EQUITY 847788106 143 5,348 SH SOLE 1 5,348
SPHERION CORPORATION EQUITY 848420105 157 22,543 SH SOLE 1 22,543
SPINNAKER EXPLORATION CO EQUITY 84855W109 246 9,404 SH SOLE 1 9,404
SPORTS AUTH INC EQUITY 849176102 584 54,594 SH SOLE 1 54,594
SPORTS RESORTS INTL INC EQUITY 84918U108 2 533 SH SOLE 1 533
SPRINT CORP. FON GROUP EQUITY 852061100 5596 388,600 SH SOLE 1 388,600
SPRINT CORP. PCS GROUP EQUITY 852061506 2653 461,324 SH SOLE 1 461,324
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SPX CORP. EQUITY 784635104 19962 453,072 SH SOLE 1 453,072
SRA INTERNATIONAL CL A EQUITY 78464R105 91 2,850 SH SOLE 1 2,850
SS&C TECHNOLOGIES INC EQUITY 85227Q100 44 2,799 SH SOLE 1 2,799
ST FRANCIS CAPITAL CORP. EQUITY 789374105 80 2,736 SH SOLE 1 2,736
ST JUDE MEDICAL, INC. EQUITY 790849103 4463 77,610 SH SOLE 1 77,610
ST PAUL COS INC EQUITY 792860108 2698 73,900 SH DEFINED 2 73,900
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STAAR SURGICAL CO EQUITY 852312305 75 6,502 SH SOLE 1 6,502
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STAMPS.COM INC EQUITY 852857101 67 13,892 SH SOLE 1 13,892
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STANDARD & POOR'S DEPOSITARY SPDR EQUITY 78462F103 5289 54,170 SH SOLE 1 54,170
STANDARD COML CORP. COM EQUITY 853258101 64 3,760 SH SOLE 1 3,760
STANDARD MICROSYSTEMS CORP. EQUITY 853626109 69 4,566 SH SOLE 1 4,566
STANDARD MOTOR PRODUCTS, INC. EQUITY 853666105 18 1,633 SH SOLE 1 1,633
STANDARD PACIFIC CORP. EQUITY 85375C101 406 12,244 SH SOLE 1 12,244
STANDARD REGISTER CO. EQUITY 853887107 74 4,469 SH SOLE 1 4,469
STANDEX INTERNATIONAL CORP. EQUITY 854231107 87 4,158 SH SOLE 1 4,158
STANLEY FURNITURE CO INC EQUITY 854305208 51 1,863 SH SOLE 1 1,863
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STAPLES, INC. EQUITY 855030102 54739 2,983,077 SH SOLE 1 2,983,077
STAR SCIENTIFIC INC EQUITY 85517P101 31 9,310 SH SOLE 1 9,310
STARBUCKS CORP. EQUITY 855244109 5035 205,081 SH SOLE 1 205,081
STARTEK INC EQUITY 85569C107 105 3,986 SH SOLE 1 3,986
STARWOOD HOTELS & RESORTS EQUITY 85590A203 2289 96200 SH Sole 3 77600 18600
STARWOOD HOTELS & RESORTS WW EQUITY 85590A203 2556 89,395 SH SOLE 1 89,395
STATE AUTO FINANCIAL CORP. EQUITY 855707105 110 4,884 SH SOLE 1 4,884
STATE BANCORP INC EQUITY 855716106 50 2,551 SH SOLE 1 2,551
STATE FINL SERVICES CORP-A EQUITY 856855101 43 1,947 SH SOLE 1 1,947
STATE STREET CORP. EQUITY 857477103 7085 179,810 SH SOLE 1 179,810
STATEN ISLAND BANCORP, INC. EQUITY 857550107 393 20,165 SH SOLE 1 20,165
STATION CASINOS INC COM EQUITY 857689103 4264 202000 SH Sole 3 199800 2200
STATION CASINOS, INC. EQUITY 857689103 14 565 SH SOLE 1 565
STEEL DYNAMICS, INC. EQUITY 858119100 197 14,273 SH SOLE 1 14,273
STEELCASE INC-CL A EQUITY 858155203 7 572 SH SOLE 1 572
STEIN MART, INC. EQUITY 858375108 45 7,708 SH SOLE 1 7,708
STEINWAY MUSICAL INSTRUMENTS EQUITY 858495104 27306 1,773,104 SH SOLE 1 1,773,104
STELLENT INC EQUITY 85856W105 36 6,678 SH SOLE 1 6,678
STEPAN CO. EQUITY 858586100 44 1,957 SH SOLE 1 1,957
STERICYCLE INC EQUITY 858912108 3913 101,700 SH DEFINED 2 101,700
STERICYCLE INC COM EQUITY 858912108 45414 1208134 SH Sole 3 1175004 33130
STERICYCLE, INC. EQUITY 858912108 2100 54,734 SH SOLE 1 54,734
STERIS CORP COM EQUITY 859152100 2161 93,591 SH SOLE 1 93,591
STERLING BANCORP EQUITY 859158107 110 3,944 SH SOLE 1 3,944
STERLING BANCSHARES, INC. EQUITY 858907108 196 15,064 SH SOLE 1 15,064
STERLING FINANCIAL CORP EQUITY 859317109 150 6,437 SH SOLE 1 6,437
STERLING FINL CORP WAS EQUITY 859319105 137 5,620 SH SOLE 1 5,620
STEVEN MADDEN, LTD. EQUITY 556269108 82 3,798 SH SOLE 1 3,798
STEWART & STEVENSON SERVICES EQUITY 860342104 171 10,834 SH SOLE 1 10,834
STEWART ENTERPRISES, INC. EQUITY 860370105 158 36,708 SH SOLE 1 36,708
STEWART INFORMATION SERVICES COM EQUITY 860372101 177 6,357 SH SOLE 1 6,357
STILLWATER MINING CO. EQUITY 86074Q102 86 16,708 SH SOLE 1 16,708
STONE ENERGY CORP. EQUITY 861642106 360 8,597 SH SOLE 1 8,597
STONERIDGE, INC. EQUITY 86183P102 66 4,829 SH SOLE 1 4,829
STORAGE TECHNOLOGY CORP. EQUITY 862111200 3765 146,288 SH SOLE 1 146,288
STORAGENETWORKS INC EQUITY 86211E103 52 37,796 SH SOLE 1 37,796
STRATASYS INC EQUITY 862685104 61 1,754 SH SOLE 1 1,754
STRATEX NETWORKS INC EQUITY 86279T109 98 31,510 SH SOLE 1 31,510
STRATTEC SEC CORP EQUITY 863111100 64 1,210 SH SOLE 1 1,210
STRAYER ED INC COM EQUITY 863236105 6637 120900 SH Sole 3 120900
STRAYER EDUCATION, INC EQUITY 863236105 322 4,050 SH SOLE 1 4,050
STRIDE RITE CORP. EQUITY 863314100 139 13,997 SH SOLE 1 13,997
STRYKER CORP COM EQUITY 863667101 1716 25000 SH Sole 3 25000
STRYKER CORP. EQUITY 863667101 5945 85,700 SH SOLE 1 85,700
STUDENT LOAN CORP. EQUITY 863902102 1091 8,658 SH SOLE 1 8,658
STURM, RUGER & CO., INC. EQUITY 864159108 81 8,084 SH SOLE 1 8,084
SUBURBAN PROPANE PARTNERS LP EQUITY 864482104 5581 190,550 SH SOLE 1 190,550
SUFFOLK BANCORP EQUITY 864739107 135 4,199 SH SOLE 1 4,199
SUMMIT AMERICA TELEVISION INC EQUITY 86600T109 39 13,556 SH SOLE 1 13,556
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SUMMIT PROPERTIES, INC. EQUITY 866239106 185 8,944 SH SOLE 1 8,944
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SUNCOR ENERGY INC COM (F) EQUITY 867229106 14795 846902 SH Sole 3 703800 143102
SUNGARD DATA SYSTEMS, INC. EQUITY 867363103 4391 169,454 SH SOLE 1 169,454
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SUPERCONDUCTOR TECHNOLOGIES EQUITY 867931107 42 18,789 SH SOLE 1 18,789
SUPERGEN, INC. EQUITY 868059106 60 11,173 SH SOLE 1 11,173
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SUPERIOR FINANCIAL CORP EQUITY 868161100 162 6,789 SH SOLE 1 6,789
SUPERIOR INDS INTL INC COM EQUITY 868168105 14445 396518 SH Sole 3 385596 10922
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SUPERTEX INC EQUITY 868532102 62 3,361 SH SOLE 1 3,361
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SUPPORTSOFT INC EQUITY 868587106 61 9,409 SH SOLE 1 9,409
SUREBEAM CORP CL A EQUITY 86866R102 77 28,664 SH SOLE 1 28,664
SUREWEST COMMUNICATION EQUITY 868733106 168 5,528 SH SOLE 1 5,528
SURMODICS INC EQUITY 868873100 162 5,310 SH SOLE 1 5,310
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SWIFT ENERGY CO. EQUITY 870738101 107 9,753 SH SOLE 1 9,753
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SYNTEL, INC. EQUITY 87162H103 38 2,416 SH SOLE 1 2,416
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SYSCO CORP. EQUITY 871829107 8423 280,390 SH SOLE 1 280,390
SYSTEMAX INC EQUITY 871851101 12 3,488 SH SOLE 1 3,488
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TAKE-TWO INTERACTIVE SOFTWARE EQUITY 874054109 416 14,681 SH SOLE 1 14,681
TALBOTS INC EQUITY 874161102 11 370 SH SOLE 1 370
TALK AMERICA HOLDINGS INC EQUITY 87426R202 111 9,954 SH SOLE 1 9,954
TALX CORP EQUITY 874918105 115 5,157 SH SOLE 1 5,157
TANGER FACTORY OUTLET CTRS EQUITY 875465106 82 2,464 SH SOLE 1 2,464
TANOX INC EQUITY 87588Q109 145 9,070 SH SOLE 1 9,070
TANOX INC EQUITY 87588Q109 803 50,000 SH DEFINED 2 50,000
TARGET CORPORATION EQUITY 87612E106 17729 468,530 SH SOLE 1 468,530
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TBC CORP. EQUITY 872180104 122 6,388 SH SOLE 1 6,388
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TECUMSEH PRODUCTS CO. CLASS A EQUITY 878895200 1179 30,741 SH SOLE 1 30,741
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TENARIS SA-ADR EQUITY 88031M109 1674 65,632 SH SOLE 1 65,632
TENET HEALTHCARE CORP. EQUITY 88033G100 2427 208,296 SH SOLE 1 208,296
TENNANT CO. EQUITY 880345103 119 3,229 SH SOLE 1 3,229
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TEVA PHARMACEUTICAL ADR EQUITY 881624209 7204 126,600 SH SOLE 1 126,600
TEVA PHARMACEUTICAL INDS L EQUITY 881624209 25700 451,350 SH DEFINED 2 451,350
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TEXTRON FINANACIAL CORP EQUITY 883203101 2341 60,007 SH SOLE 1 60,007
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THE STEAK N SHAKE COMPANY EQUITY 857873103 128 8,417 SH SOLE 1 8,417
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TIFFANY + CO NEW EQUITY 886547108 15958 488,290 SH DEFINED 2 488,290
TIMBERLAND COMPANY EQUITY 887100105 2537 47,988 SH SOLE 1 47,988
TIME WARNER TELECOM EQUITY 887319101 93 15,204 SH SOLE 1 15,204
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TRACTOR SUPPLY CO EQUITY 892356106 262 5,532 SH SOLE 1 5,532
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TRAMMELL CROW CO. EQUITY 89288R106 124 11,724 SH SOLE 1 11,724
TRANS WORLD ENTERTAINMENT CORP EQUITY 89336Q100 27 5,187 SH SOLE 1 5,187
TRANSACTION SYSTEMS ARCHITECTS CLASS EQUITY 893416107 544 60,103 SH SOLE 1 60,103
TRANSATLANTIC HOLDINGS INC EQUITY 893521104 2162606 31,274,130 SH SOLE 1 31,274,130
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TRANSOCEAN SEDCO FOREX INC EQUITY G90078109 8 378.000 SH DEFINED 2 378.000
TRAVELERS PPTY CAS CORP NE EQUITY 89420G109 8304 522,311 SH DEFINED 2 522,311
TRAVELERS PPTY CAS CORP NEW EQUITY 89420G406 10 640 SH DEFINED 2 640
TRAVELERS PROPERTY CASUALTY EQUITY 89420G406 6860 434,981 SH SOLE 1 434,981
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TRIARC COMPANIES INC. CLASS A EQUITY 895927101 140 4,671 SH SOLE 1 4,671
Tribune Co EQUITY 896047107 725 15,000 SH DEFINED 4 15,000
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TRICO BANCSHARES EQUITY 896095106 51 1,997 SH SOLE 1 1,997
TRIMBLE NAVIGATION LTD. EQUITY 896239100 277 12,038 SH SOLE 1 12,038
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TROY FINANCIAL CORP EQUITY 897329108 68 2,495 SH SOLE 1 2,495
TRUST CO. OF NEW JERSEY EQUITY 898304100 213 7,044 SH SOLE 1 7,044
TRUSTCO BANK CORP. NY EQUITY 898349105 313 28,321 SH SOLE 1 28,321
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TUESDAY MORNING CORPORATION EQUITY 899035505 137 5,200 SH SOLE 1 5,200
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VERIDIAN CORP EQUITY 92342R203 294 8,437 SH SOLE 1 8,437
VERIDIAN CORP DEL COM EQUITY 92342R203 10726 539000 SH Sole 3 533100 5900
VERINT SYSTEMS EQUITY 92343X100 50 1,962 SH SOLE 1 1,962
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VERITY INC COM EQUITY 92343C106 101 7,964 SH SOLE 1 7,964
VERIZON COMMUNICATIONS EQUITY 92343V104 111645 2,830,027 SH SOLE 1 2,890,027
VERIZON COMMUNICATIONS EQUITY 92343V104 10009 253,718 SH DEFINED 2 253,718
Verizon Communications EQUITY 92343V104 1578 40,000 SH DEFINED 4 40,000
VERTEX PHARMACEUTICALS, INC. EQUITY 92532F100 1919 131,166 SH SOLE 1 131,166
VIACOM INC EQUITY 925524100 39 890 SH DEFINED 2 890
VIACOM INC EQUITY 925524308 18103 414,666 SH DEFINED 2 414,666
VIACOM, INC. CLASS B EQUITY 925524308 96523 2,210,790 SH SOLE 1 2,210,790
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VICOR CORP. EQUITY 925815102 71 7,305 SH SOLE 1 7,305
VICURON PHARMACEUTICALS EQUITY 926471103 221 15,555 SH SOLE 1 15,555
VIGNETTE CORPORATION EQUITY 926734104 155 78,478 SH SOLE 1 78,478
VIMPEL-COMMUNICATIONS-SP ADR EQUITY 68370R109 2614 56,290 SH SOLE 1 56,290
VINTAGE PETROLEUM, INC. EQUITY 927460105 212 18,806 SH SOLE 1 18,806
VIRAGE LOGIC CORPORATION EQUITY 92763R104 35 4,784 SH SOLE 1 4,784
VIRBAC CORP EQUITY 927649103 20 3,336 SH SOLE 1 3,336
VIRGINIA COMMERCE BANCORP EQUITY 92778Q109 35 1,817 SH SOLE 1 1,817
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VISTACARE INC CL A EQUITY 92839Y109 1070 60000 SH Sole 3 60000
VISTACARE INC-CL A EQUITY 92839Y109 107 4,373 SH SOLE 1 4,373
VISTEON CORP EQUITY 92839U107 1 192 SH DEFINED 2 192
VISTEON CORP. EQUITY 92839U107 730 106,210 SH SOLE 1 106,210
VISX, INC. EQUITY 92844S105 1453 83,746 SH SOLE 1 83,746
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VIVUS INC. EQUITY 928551100 64 12,642 SH SOLE 1 12,642
VODAFONE GROUP PLC NEW EQUITY 92857W100 13775 701,000 SH DEFINED 2 701,000
VODAFONE GROUP PLC -SP ADR EQUITY 92857W100 11778 599,371 SH SOLE 1 599,371
VOLT INFORMATION SCIENCES INC. EQUITY 928703107 41 3,008 SH SOLE 1 3,008
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VORNADO RLTY TR SH BEN INT EQUITY 929042109 19819 553600 SH Sole 3 444852 108748
VOTORANTIM CELULOSE - SPON ADR EQUITY 92906P106 458 23,700 SH SOLE 1 23,700
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WABASH NATIONAL CORP. EQUITY 929566107 137 9,758 SH SOLE 1 9,758
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WACHOVIA CORP EQUITY 929903102 60370 1,510,760 SH SOLE 1 1,510,760
WACHOVIA CORP 2ND NEW EQUITY 929903102 7101 177,700 SH DEFINED 2 177,700
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WARWICK VALLEY TELEPHONE CO EQUITY 936750108 56 685 SH SOLE 1 685
WASHINGTON FEDERAL I EQUITY 938824109 22 956 SH SOLE 1 956
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WASHINGTON MUTUAL INC. EQUITY 939322103 217 5,250 SH DEFINED 2 5,250
Washington Mutual Savings EQUITY 939322103 1718 41,600 SH DEFINED 4 41,600
WASHINGTON POST CO. CLASS B EQUITY 939640108 9364 12,776 SH SOLE 1 12,776
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WATSON WYATT & CO HOLDINGS EQUITY 942712100 290 12,526 SH SOLE 1 12,526
WATTS INDUSTRIES, INC., CLASS A EQUITY 942749102 76 4,246 SH SOLE 1 4,246
WAUSAU-MOSINEE PAPER CORP. EQUITY 943315101 925 82,616 SH SOLE 1 82,616
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WCI COMMUNITIES INC EQUITY 92923C104 123 6,405 SH SOLE 1 6,405
WD-40 CO. EQUITY 929236107 179 6,301 SH SOLE 1 6,301
WEATHERFORD INTL LTD COM (F) EQUITY G95089101 16966 449200 SH Sole 3 388200 61000
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WEB MD CORP EQUITY 94769M105 4568 421,800 SH DEFINED 2 421,800
WEBEX COMMUNICATIONS INC (USD) EQUITY 94767L109 127 9,151 SH SOLE 1 9,151
WEBMD CORPORATION EQUITY 94769M105 51 4,712 SH SOLE 1 4,712
WEBMETHODS INC EQUITY 94768C108 141 17,382 SH SOLE 1 17,382
WEBSENSE INC EQUITY 947684106 14468 984875 SH Sole 3 975275 9600
WEBSENSE INC EQUITY 947684106 117 7,479 SH SOLE 1 7,479
WEBSTER FINANCIAL CORP. EQUITY 947890109 2318 61,326 SH SOLE 1 61,326
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WEIGHT WATCHERS INTL INC EQUITY 948626106 30 668 SH SOLE 1 668
WEIGHT WATCHERS INTL INC N EQUITY 948626106 3634 79,875 SH DEFINED 2 79,875
WEINGARTEN REALTY INVESTORS EQUITY 948741103 26 631 SH SOLE 1 631
WEINGARTEN RLTY INVS SH BEN IN EQUITY 948741103 5976 152800 SH Sole 3 123000 29800
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Wells Fargo & Co USD5 EQUITY 9497461015 600 11,900 SH SOLE 1 11,900
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WENDY'S INTERNATIONAL, INC. EQUITY 950590109 1467 50,632 SH SOLE 1 50,632
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WEST COAST BANCORP EQUITY 952145100 105 5,783 SH SOLE 1 5,783
WEST CORPORATION EQUITY 952355105 8 292 SH SOLE 1 292
WEST ESSEX BANCORP INC EQUITY 952698108 26 742 SH SOLE 1 742
WEST MARINE INC EQUITY 954235107 79 4,529 SH SOLE 1 4,529
WEST PHARMACEUTICAL SERVICES EQUITY 955306105 101 4,107 SH SOLE 1 4,107
WESTAMERICA BANKCORPORATION EQUITY 957090103 2133 49,522 SH SOLE 1 49,522
WESTAR ENERGY EQUITY 95709T100 1966 121,141 SH SOLE 1 121,141
WESTCORP EQUITY 957907108 124 4,412 SH SOLE 1 4,412
WESTELL TECHNOLOGIES CL A EQUITY 957541105 818 202500 SH Sole 3 202500
WESTELL TECHNOLOGIES INC-A EQUITY 957541105 139 16,835 SH SOLE 1 16,835
WESTERN DIGITIAL CORP. EQUITY 958102105 32 3,140 SH SOLE 1 3,140
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WESTERN SIERRA BANCORP EQUITY 959522103 42 1,271 SH SOLE 1 1,271
WESTERN WIRELESS CORP. CLASS A EQUITY 95988E204 231 20,003 SH SOLE 1 20,003
WESTFIELD FINANCIAL IN EQUITY 96008D101 34 1,819 SH SOLE 1 1,819
WESTMORELAND COAL CO EQUITY 960878106 43 2,377 SH SOLE 1 2,377
WESTPORT RESOURSES EQUITY 961418100 10 443 SH SOLE 1 443
WESTWOOD ONE INC EQUITY 961815107 6915 203,800 SH DEFINED 2 203,800
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WGL HOLDINGS INC. EQUITY 92924F106 1743 65,267 SH SOLE 1 65,267
W-H ENERGY SERVICES INC EQUITY 92925E108 166 8,462 SH SOLE 1 8,462
WHIRLPOOL CORP. EQUITY 963320106 1948 30,579 SH SOLE 1 30,579
WHITE ELECTR DESIGNS C EQUITY 963801105 74 7,013 SH SOLE 1 7,013
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WHITMAN EDUCATION GROUP INC EQUITY 966524100 53 3,427 SH SOLE 1 3,427
WHITNEY HOLDING CORP. EQUITY 966612103 18 552 SH SOLE 1 552
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WILD OATS MARKETS, INC. EQUITY 96808B107 104 9,420 SH SOLE 1 9,420
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Williams Energy Partners EQUITY 969491109 1184 25,000 SH DEFINED 4 25,000
WILLIAMS SONOMA INC EQUITY 969904101 2298 78,700 SH DEFINED 2 78,700
WILLIAMS-SONOMA, INC. EQUITY 969904101 4509 154,425 SH SOLE 1 154,425
WILLOW GROVE BANCORP I EQUITY 97111W101 72 4,221 SH SOLE 1 4,221
WILMINGTON TRUST CORP EQUITY 971807102 2592 88,303 SH SOLE 1 88,303
WILSON GREATBATCH TECH INC EQUITY 972232102 2693 96200 SH Sole 3 96200
WILSON GREATBATCH TECHNOLOGIES EQUITY 972232102 273 7,563 SH SOLE 1 7,563
WILSONS THE LEATHER EXPERTS EQUITY 972463103 47 6,568 SH SOLE 1 6,568
WILTEL COMMUNICATIONS INC EQUITY 972487102 149 10,001 SH SOLE 1 10,001
WIMM-BILL-DANN FOODS ADR EQUITY 97263M109 3271 161,109 SH SOLE 1 161,109
WIND RIVER SYSTEMS INC. EQUITY 973149107 504 132,170 SH SOLE 1 132,170
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WINNEBAGO INDUSTRIES, INC. EQUITY 974637100 179 4,729 SH SOLE 1 4,729
WINSTON HOTELS INC EQUITY 97563A102 53 6,535 SH SOLE 1 6,535
WINTRUST FINANCIAL CORP EQUITY 97650W108 197 6,617 SH SOLE 1 6,617
WIRELESS FACILITIES INC. EQUITY 97653A103 121 10,147 SH SOLE 1 10,147
WISCONSIN ENERGY CORP. EQUITY 976657106 4533 156,297 SH SOLE 1 156,297
WM. WRIGLEY JR. CO. EQUITY 982526105 5459 97,090 SH SOLE 1 97,090
WMS INDUSTRIES INC. EQUITY 929297109 130 8,369 SH SOLE 1 8,369
WOLVERINE WORLD WIDE, INC. EQUITY 978097103 292 15,168 SH SOLE 1 15,168
WOODHEAD INDS INC COM EQUITY 979438108 44 3,722 SH SOLE 1 3,722
WOODWARD GOVERNOR CO. EQUITY 980745103 145 3,366 SH SOLE 1 3,366
WORLD ACCEPTANCE CORP. EQUITY 981419104 92 5,678 SH SOLE 1 5,678
WORLD FUEL SVCS CORP EQUITY 981475106 88 3,580 SH SOLE 1 3,580
WORLD WRESTLING ENTMNT EQUITY 98156Q108 47 4,606 SH SOLE 1 4,606
WORTHINGTON INDS IN EQUITY 981811102 825 61,600 SH DEFINED 2 61,600
WORTHINGTON INDUSTRIES, INC. EQUITY 981811102 511 38,099 SH SOLE 1 38,099
WPS RESOURCES CORP. EQUITY 92931B106 5455 135,703 SH SOLE 1 135,703
WRIGHT MED GROUP INC EQUITY 98235T107 403 21,197 SH SOLE 1 21,197
WSFS FINANCIAL CORP EQUITY 929328102 85 2,229 SH SOLE 1 2,229
WYETH EQUITY 983024100 58891 1,292,880 SH SOLE 1 1,292,880
WYETH EQUITY 983024100 14111 309,800 SH DEFINED 2 309,800
WYNDHAM INTERNATIONAL, INC. EQUITY 983101106 88 200,000 SH SOLE 1 200,000
WYNN RESORTS LTD EQUITY 983134107 7 405 SH SOLE 1 405
XCEL STATES POWER-MINES EQUITY 98389B100 2717 180,637 SH SOLE 1 180,637
XEROX CORP. EQUITY 984121103 3675 347,026 SH SOLE 1 347,026
XILINX INC EQUITY 983919101 3355 132,550 SH DEFINED 2 132,550
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XILINX, INC. EQUITY 983919101 4317 170,650 SH SOLE 1 170,650
XL CAPITAL LTD EQUITY G98255105 4902 59,060 SH SOLE 1 59,060
XM SATTELLITE RADIO HOLDINGS EQUITY 983759101 15 1,347 SH SOLE 1 1,347
X-RITE, INC. EQUITY 983857103 77 7,702 SH SOLE 1 7,702
XTO ENERGY CORP COM EQUITY 98385X106 2156 113466 SH Sole 3 113466
XTO ENERGY INC EQUITY 98385X106 4960 246,642 SH SOLE 1 246,642
YADKIN VY BK & TR ELKIN N C EQUITY 984308106 48 2,976 SH SOLE 1 2,976
YAHOO INC EQUITY 984332106 24008 732,775 SH DEFINED 2 732,775
YAHOO!, INC. EQUITY 984332106 9075 277,530 SH SOLE 1 277,530
YANKEE CANDLE INC EQUITY 984757104 3903 168,100 SH DEFINED 2 168,100
YARDVILLE NATL BANCORP EQUITY 985021104 61 3,150 SH SOLE 1 3,150
YELLOW CORP. EQUITY 985509108 263 11,293 SH SOLE 1 11,293
YORK INTERNATIONAL CORP. EQUITY 986670107 1588 67,879 SH SOLE 1 67,879
YOUNG BROADCASTING, INC. CLASS A EQUITY 987434107 100 4,766 SH SOLE 1 4,766
YOUNG INNOVATIONS INC EQUITY 987520103 44 1,535 SH SOLE 1 1,535
YPF S.A.-Sponsored ADR EQUITY 9842451000 265 9,000 SH SOLE 1 9,000
YUKOS-ADR EQUITY 98849W108 10580 189,262 SH SOLE 1 189,262
Yum Brands Inc EQUITY 988498101 887 30,000 SH DEFINED 4 30,000
YUM! BRANDS INC EQUITY 988498101 3869 130,876 SH SOLE 1 130,876
ZALE CORP. EQUITY 988858106 488 12,201 SH SOLE 1 12,201
ZEBRA TECHNOLOGIES CORP. CLASS A EQUITY 989207105 29 390 SH SOLE 1 390
ZEBRA TECHNOLOGIES CP CL A EQUITY 989207105 46907 728374 SH Sole 3 690200 38174
ZENITH NATIONAL INSURANCE CORP EQUITY 989390109 96 3,356 SH SOLE 1 3,356
ZIMMER HLDGS INC COM EQUITY 98956P102 19300 396876 SH Sole 3 336400 60476
ZIMMER HOLDINGS INC EQUITY 98956P102 3958 87,864 SH SOLE 1 87,864
ZIONS BANCORPORATION EQUITY 989701107 3417 67,528 SH SOLE 1 67,528
ZOLL MEDICAL CORP. EQUITY 989922109 107 3,226 SH SOLE 1 3,226
ZORAN CORP. EQUITY 98975F101 200 10,442 SH SOLE 1 10,442
ZYGO CORP. EQUITY 989855101 48 6,003 SH SOLE 1 6,003
ZYMOGENETICS INC EQUITY 98985T109 56 4,826 SH SOLE 1 4,826