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, 2002
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: Edward E. Matthews
Title: Senior Vice Chairman -- Investments and Financial Services
Phone: (212) 770-7000
Signature, Place, and Date of Signing:
/s/ Edward E. Matthews New York, New York August 14, 2002
------------------------------- ------------------------ ------------
(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: 3,688
Form 13F Information Table Value Total: $19,708,398 (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 SUNAMERICA ASSET MANAGEMENT CORP.
3 28-3463 JOHN MCSTAY INVESTMENT COUNSEL, L.P.
4 28-5794 HSB GROUP, INC.
File Number -------- (Consolidated)
As of 6/30/02
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TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR VOTING AUTHORITY
--------------------------
NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE
-----------------------------------------------------------------------------------------------------------------------------------
1-800 CONTACTS INC EQUITY 681977104 26 1,894 SH DEFINED 1 1,894
1-800-FLOWERS.COM INC EQUITY 68243Q106 49 4,414 SH DEFINED 1 4,414
1ST SOURCE CORP. EQUITY 336901103 128 5,167 SH DEFINED 1 5,167
21ST CENTURY INSURANCE COMPANY EQUITY 90130N103 1015467 53,445,620 SH DEFINED 1 53,445,620
21ST CENTURY INSURANCE COMPANY EQUITY 90130N103 9 462 SH DEFINED 1 462
3COM CORP. EQUITY 885535104 2027 460,658 SH DEFINED 1 460,658
3D SYSTEMS CORPORATION EQUITY 88554D205 31 2,571 SH DEFINED 1 2,571
3M EQUITY 88579Y101 2645 21,500 SH DEFINED 4 21,500
3M CO EQUITY 88579Y101 23021 187,160 SH DEFINED 1 187,160
3M CO EQUITY 88579Y101 3690 30,000 SH SOLE 2 30,000
3M CO EQUITY 88579Y101 19039 154,792 SH SOLE 2 154,792
3TEC ENERGY CORPORATION EQUITY 88575R308 97 5,593 SH DEFINED 1 5,593
4KIDS ENTERTAINMENT INC EQUITY 350865101 70 3,392 SH DEFINED 1 3,392
7-ELEVEN INC. EQUITY 817826209 67 8,273 SH DEFINED 1 8,273
99 CENTS ONLY STORES EQUITY 65440K106 2303 89,776 SH DEFINED 1 89,777
99 CENTS ONLY STORES COM EQUITY 65440K106 21 808,530 SH SOLE 3 781,197 27,333
A C MOORE ARTS & CRAFT EQUITY 00086T103 102 2,164 SH DEFINED 1 2,164
A.G. EDWARDS, INC. EQUITY 281760108 4049 104,166 SH DEFINED 1 104,166
AAIPHARMA INC EQUITY 00252W104 89 3,973 SH DEFINED 1 3,973
AAON INC EQUITY 000360206 63 3,355 SH DEFINED 1 3,355
AAR CORP. EQUITY 000361105 93 9,135 SH DEFINED 1 9,135
AARON RENTS, INC. EQUITY 002535201 113 4,704 SH DEFINED 1 4,704
ABBOTT LABORATORIES EQUITY 002824100 29868 793,315 SH DEFINED 1 793,315
ABBOTT LABS EQUITY 2824100 2717 75,762 SH SOLE 2 75,762
Abbott Labs EQUITY 002824100 3012 80,000 SH DEFINED 4 80,000
ABC BANCORP EQUITY 000400101 53 3,528 SH DEFINED 1 3,528
ABERCROMBIE AND FITCH CO EQUITY 002896207 2412 100,000 SH SOLE 2 100,000
ABERCROMBIE AND FITCH CO EQUITY 002896207 3377 140,000 SH SOLE 2 140,000
ABERCROMBIE AND FITCH CO. EQUITY 002896207 3082 127,786 SH DEFINED 1 127,786
ABGENIX, INC. EQUITY 00339B107 296 30,226 SH DEFINED 1 30,226
ABIOMED, INC. EQUITY 003654100 38 4,450 SH DEFINED 1 4,450
ABM INDUSTRIES, INC. EQUITY 000957100 234 13,454 SH DEFINED 1 13,454
ACACIA RESEARCH CORP. EQUITY 003881109 50 7,009 SH DEFINED 1 7,009
ACADIA REALTY TRUST EQUITY 004239109 39 4,771 SH DEFINED 1 4,771
ACCLAIM ENTERTAINMENT, INC. EQUITY 004325205 88 24,857 SH DEFINED 1 24,857
ACCREDO HEALTH INC EQUITY 00437V104 1384 30,000 SH SOLE 2 30,000
ACCREDO HEALTH INC COM EQUITY 00437V104 44 961,915 SH SOLE 3 939,857 22,058
ACCREDO HEALTH INC. EQUITY 00437V104 19 412 SH DEFINED 1 412
ACE LIMITED F EQUITY G0070K103 62 2,000 SH SOLE 2 2,000
ACE LTD EQUITY G0070K103 3717 117,640 SH DEFINED 1 117,640
ACME COMMUNICATION INC EQUITY 004631107 24 3,295 SH DEFINED 1 3,295
ACTEL CORP. EQUITY 004934105 158 7,514 SH DEFINED 1 7,514
ACTERNA CORP EQUITY 00503U105 4 9,541 SH DEFINED 1 9,541
ACTION PERFORMANCE CO., INC. EQUITY 004933107 176 5,566 SH DEFINED 1 5,566
ACTIVE POWER INC EQUITY 00504W100 43 11,958 SH DEFINED 1 11,958
ACTIVISION INC NEW EQUITY 004930202 5902 203,100 SH SOLE 2 203,100
ACTIVISION, INC. EQUITY 004930202 2311 79,522 SH DEFINED 1 79,522
ACTRADE FINANCIAL TECHNOLOGIES EQUITY 00507P102 25 2,443 SH DEFINED 1 2,443
ACTUANT CORP EQUITY 00508X203 135 3,273 SH DEFINED 1 3,273
ACTUATE CORP. EQUITY 00508B102 71 15,736 SH DEFINED 1 15,736
ACUITY BRANDS INC EQUITY 00508Y102 269 14,763 SH DEFINED 1 14,763
ACXIOM CORP. EQUITY 005125109 1982 113,303 SH DEFINED 1 113,303
ADAPTEC, INC. EQUITY 00651F108 12 1,509 SH DEFINED 1 1,509
ADC Telecommunications EQUITY 000886101 229 100,000 SH DEFINED 4 100,000
ADC TELECOMMUNICATIONS, INC EQUITY 000886101 906 395,836 SH DEFINED 1 395,836
ADE CORP. EQUITY 00089C107 38 3,339 SH DEFINED 1 3,339
ADMINISTAFF, INC. EQUITY 007094105 68 6,829 SH DEFINED 1 6,829
ADOBE SYS INC EQUITY 00724F101 2138 75,000 SH SOLE 2 75,000
ADOBE SYS INC EQUITY 00724F101 4566 160,200 SH SOLE 2 160,200
Adobe Systems EQUITY 00724F101 1283 45,000 SH DEFINED 4 45,000
ADOBE SYSTEMS INC. EQUITY 00724F101 3648 128,004 SH DEFINED 1 128,004
ADOLOR CORPORATION EQUITY 00724X102 125 11,138 SH DEFINED 1 11,138
ADTRAN, INC. EQUITY 00738A106 1074 56,529 SH DEFINED 1 56,529
ADVANCE AUTO PARTS EQUITY 00751Y106 11 196 SH DEFINED 1 196
ADVANCED AUTO PARTS COM EQUITY 00751Y106 4 66,000 SH SOLE 3 66,000
ADVANCED DIGITAL INFO CORP. EQUITY 007525108 187 22,233 SH DEFINED 1 22,233
ADVANCED ENERGY INDUSTRIES EQUITY 007973100 131 5,917 SH DEFINED 1 5,917
ADVANCED FIBRE COMMUNICATIONS EQUITY 00754A105 1763 106,571 SH DEFINED 1 106,571
ADVANCED MARKETING SERV. INC. EQUITY 00753T105 92 5,008 SH DEFINED 1 5,008
ADVANCED MICRO DEVICES INC EQUITY 007903107 4374 450,000 SH SOLE 2 450,000
ADVANCED MICRO DEVICES INC EQUITY 007903107 6318 650,000 SH SOLE 2 650,000
ADVANCED MICRO DEVICES, INC. EQUITY 007903107 2079 213,883 SH DEFINED 1 213,883
ADVANCED NEUROMOD SYS COM EQUITY 00757t101 5 178,900 SH SOLE 3 178,900
ADVANCED NEUROMODULATION S EQUITY 00757T101 1525 50,000 SH SOLE 2 50,000
ADVANCED POWER TECHNOLOG INC EQUITY 00761E108 97 1,960 SH DEFINED 1 1,960
ADVANCED TISSUE SCIENCES, INC. EQUITY 00755F103 38 26,122 SH DEFINED 1 26,122
ADVANCEPCS EQUITY 00790K109 12642 528,061 SH DEFINED 1 528,061
ADVANCES NEUROMODULATIONS SYS EQUITY 00757T101 97 3,175 SH DEFINED 1 3,175
ADVANTA CORP [B] EQUITY 007942204 86 7,901 SH DEFINED 1 7,901
ADVENT SOFTWARE, INC. EQUITY 007974108 1417 55,135 SH DEFINED 1 55,135
ADVISORY BRD CO EQUITY 00762W107 60 1,652 SH DEFINED 1 1,652
ADVO, INC. EQUITY 007585102 256 6,736 SH DEFINED 1 6,736
AEP INDS INC COM EQUITY 001031103 51 1,446 SH DEFINED 1 1,446
AEROFLEX, INC EQUITY 007768104 149 21,424 SH DEFINED 1 21,424
AEROPOSTALE EQUITY 007865108 1273 46,500 SH SOLE 2 46,500
AEROPOSTALE INC EQUITY 007865108 122 4,461 SH DEFINED 1 4,461
AES Corp EQUITY 00130H105 1331 245,594 SH DEFINED 1 245,594
AETHER SYSTEMS INC. EQUITY 00808V105 38 12,895 SH DEFINED 1 12,895
AETNA INC NEW EQUITY 00817Y108 72 1,500 SH SOLE 2 1,500
AETNA INC-NEW EQUITY 00817Y108 3244 67,621 SH DEFINED 1 67,621
AFC ENTERPRISES EQUITY 00104Q107 159 5,091 SH DEFINED 1 5,091
AFFILIATED COMPUTER CL A EQUITY 008190100 74 1,548,874 SH SOLE 3 1,468,960 76,214
AFFILIATED COMPUTER SERVICES CLASS A EQUITY 008190100 8064 169,850 SH DEFINED 1 169,850
AFFILIATED COMPUTER SVCS I EQUITY 008190100 5342 112,500 SH SOLE 2 112,500
AFFILIATED MANAGERS CORP EQUITY 008252108 49 799,982 SH SOLE 3 757,410 40,872
AFFILIATED MANAGERS GROUP EQUITY 008252108 19 310 SH DEFINED 1 310
AFFYMETRIX INC EQUITY 00826T108 17 702 SH DEFINED 1 702
AFFYMETRIX INC COM EQUITY 00826T108 36 1,520,871 SH SOLE 3 1,494,471 26,400
AFLAC, INC. EQUITY 001055102 8542 266,940 SH DEFINED 1 266,940
AFTERMARKET TECHNOLOGY EQUITY 008318107 52 2,705 SH DEFINED 1 2,705
AFTERMARKET TECHNOLOGY COR EQUITY 008318107 1354 70,500 SH SOLE 2 70,500
Agco Corp EQUITY 001084102 683 35,000 SH DEFINED 4 35,000
AGCO CORP. EQUITY 001084102 1875 96,156 SH DEFINED 1 96,156
AGERE SYSTEMS INC CL A CLASS A EQUITY 00845V100 17 SH SOLE 2 17
AGERE SYSTEMS INC CL B CLASS B EQUITY 00845V209 1 423 SH SOLE 2 423
AGERE SYSTEMS INC-A EQUITY 00845V100 2 SH DEFINED 1 2
AGERE SYSTEMS INC-CL B W/I EQUITY 00845V209 35 23,179 SH DEFINED 1 23,179
AGILE SOFTWARE CORP. EQUITY 00846X105 98 13,467 SH DEFINED 1 13,468
AGILENT TECHNOLOGIES INC. EQUITY 00846U101 5039 213,050 SH DEFINED 1 213,050
AGL RESOURCES, INC. EQUITY 001204106 2834 122,159 SH DEFINED 1 122,159
AIR PRODS & CHEMS INC COM EQUITY 009158106 5 92,000 SH SOLE 3 92,000
AIR PRODUCTS AND CHEMICALS INC EQUITY 009158106 5144 101,920 SH DEFINED 1 101,920
AIRBORNE INC. EQUITY 009269101 2304 120,009 SH DEFINED 1 120,009
AIRGAS, INC. EQUITY 009363102 1897 109,677 SH DEFINED 1 109,677
AIRGATE PCS, INC. EQUITY 009367103 9 8,734 SH DEFINED 1 8,734
AIRTRAN HOLDINGS, INC. EQUITY 00949P108 120 22,493 SH DEFINED 1 22,493
AK STEEL CORP. EQUITY 001547108 39850 3,110,883 SH DEFINED 1 3,110,883
AKAMAI TECHNOLOGIES INC. EQUITY 00971T101 46 35,126 SH DEFINED 1 35,126
AKSYS LTD EQUITY 010196103 63 9,092 SH DEFINED 1 9,092
ALABAMA NATIONAL BANCORP EQUITY 010317105 151 3,477 SH DEFINED 1 3,477
ALAMO GROUP INC EQUITY 011311107 33 2,212 SH DEFINED 1 2,212
ALAMOSA HOLDINGS INC. EQUITY 011589108 37 26,310 SH DEFINED 1 26,310
ALARIS MEDICAL INC EQUITY 011637105 128 5,058 SH DEFINED 1 5,058
ALASKA AIR GROUP, INC. EQUITY 011659109 1109 42,497 SH DEFINED 1 42,497
ALASKA COMM. SYS. HLDGS., INC. EQUITY 01167P101 11 2,211 SH DEFINED 1 2,211
ALBANY INTERNATIONAL CORP. CLASS A EQUITY 012348108 1328 49,350 SH DEFINED 1 49,350
ALBANY MOLECULAR EQUITY 012423109 156 7,387 SH DEFINED 1 7,387
ALBEMARLE CORP. EQUITY 012653101 1648 53,597 SH DEFINED 1 53,597
ALBERTO-CULVER CO. CLASS B EQUITY 013068101 1264 26,452 SH DEFINED 1 26,452
ALBERTSONS INC EQUITY 013104104 6462 214,164 SH SOLE 2 214,164
ALBERTSON'S, INC. EQUITY 013104104 5559 182,500 SH DEFINED 1 182,500
ALCAN EQUITY 013716105 5408 144,140 SH DEFINED 1 144,140
ALCOA, INC. EQUITY 013817101 14166 427,320 SH DEFINED 1 427,320
ALCON INC EQUITY H01301102 3425 100,000 SH SOLE 2 100,000
ALDERWOODS GROUP INC EQUITY 014383103 108 14,247 SH DEFINED 1 14,247
ALEXANDER & BALDWIN, INC. EQUITY 014482103 1705 66,774 SH DEFINED 1 66,774
ALEXANDER'S, INC. EQUITY 014752109 54 703 SH DEFINED 1 703
ALEXANDRIA REAL ESTATE EQUITIE EQUITY 015271109 278 5,642 SH DEFINED 1 5,642
ALEXION PHARMACEUTICLAS, INC. EQUITY 015351109 98 6,473 SH DEFINED 1 6,473
ALFA CORP. EQUITY 015385107 219 18,741 SH DEFINED 1 18,741
ALICO INC EQUITY 016230104 36 1,222 SH DEFINED 1 1,222
ALIGN TECHNOLOGY INC EQUITY 016255101 48 11,798 SH DEFINED 1 11,798
ALKERMES INC EQUITY 01642T108 312 19,469 SH DEFINED 1 19,469
ALLEGHANY CORP EQUITY 017175100 16 83 SH DEFINED 1 83
ALLEGHENY ENERGY, INC. EQUITY 017361106 2364 91,796 SH DEFINED 1 91,796
ALLEGHENY TECHNOLOGIES, INC. EQUITY 01741R102 590 37,366 SH DEFINED 1 37,366
ALLEGIANCE TELECOM I EQUITY 01747T102 67 36,835 SH DEFINED 1 36,835
ALLEGIANT BANCORP INC EQUITY 017476102 77 4,219 SH DEFINED 1 4,219
ALLEN TELECOM, INC. EQUITY 018091108 42 9,812 SH DEFINED 1 9,812
ALLERGAN, INC. EQUITY 018490102 21963 329,040 SH DEFINED 1 329,040
ALLETE INC. EQUITY 018522102 2967 109,501 SH DEFINED 1 109,501
ALLIANCE DATA SYS CORP COM EQUITY 018581108 38 1,472,154 SH SOLE 3 1,423,480 48,674
ALLIANCE DATA SYSTEMS EQUITY 018581108 21 841 SH DEFINED 1 841
ALLIANCE GAMING CORP EQUITY 01859P609 188 15,103 SH DEFINED 1 15,103
ALLIANCE GAMING CORP COM NEW EQUITY 01859P609 10 809,600 SH SOLE 3 809,600
ALLIANCE IMAGING INC EQUITY 018606202 56 4,162 SH DEFINED 1 4,162
ALLIANCE SEMICONDUCTOR CORP. EQUITY 01877H100 64 8,988 SH DEFINED 1 8,988
ALLIANT CORP EQUITY 018802108 2570 100,000 SH SOLE 2 100,000
ALLIANT ENERGY CORP. EQUITY 018802108 2999 116,706 SH DEFINED 1 116,706
ALLIANT TECHSYSTEMS COM EQUITY 018804104 9 137,700 SH SOLE 3 121,950 14,250
ALLIANT TECHSYSTEMS INC EQUITY 018804104 29 451 SH DEFINED 1 451
ALLIED CAPITAL CORP EQUITY 01903Q108 4132 182,431 SH DEFINED 1 182,431
ALLIED WASTE INDUSTRIES, INC. EQUITY 019589308 1499 156,103 SH DEFINED 1 156,103
ALLMERICA FINANCIAL CORP EQUITY 019754100 3163 68,467 SH DEFINED 1 68,467
ALLOS THERAPEUTICS INC EQUITY 019777101 74 8,199 SH DEFINED 1 8,199
ALLOY ONLINE, INC EQUITY 019855105 161 11,134 SH DEFINED 1 11,134
ALLSCRIPTS HEALTHCARE SOLUTION EQUITY 01988P108 31 8,259 SH DEFINED 1 8,259
ALLSTATE CORP EQUITY 020002101 5917 160,000 SH SOLE 2 160,000
ALLSTATE CORP EQUITY 020002101 18483 499,800 SH SOLE 2 499,800
ALLSTATE CORP. EQUITY 020002101 13859 374,780 SH DEFINED 1 374,780
ALLTEL CORP EQUITY 020039103 5062 107,709 SH SOLE 2 107,709
ALLTEL CORP. EQUITY 020039103 7473 159,010 SH DEFINED 1 159,010
ALPHARMA INC. CLASS A EQUITY 020813101 179 10,532 SH DEFINED 1 10,533
ALTERA CORP. EQUITY 021441100 2622 192,821 SH DEFINED 1 192,821
ALTIRIS INC EQUITY 02148M100 9 1,788 SH DEFINED 1 1,788
AMAZON.COM, INC. EQUITY 023135106 158 9,698 SH DEFINED 1 9,698
AMB PPTY CORP EQUITY 00163T109 5 154,400 SH SOLE 3 124,894 29,506
AMB PROPERTY CORP EQUITY 00163T109 38 1,211 SH DEFINED 1 1,211
AMBAC FINANCIAL GROUP INC. EQUITY 023139108 3260 48,509 SH DEFINED 1 48,509
AMBASSADORS GROUP INC EQUITY 023177108 29 1,987 SH DEFINED 1 1,987
AMC ENTERTAINMENT, INC. EQUITY 001669100 133 9,380 SH DEFINED 1 9,380
AMCOL INTERNATIONAL CORP. EQUITY 02341W103 48 7,077 SH DEFINED 1 7,077
AMCORE FINANCIAL, INC. EQUITY 023912108 204 8,811 SH DEFINED 1 8,811
AMERADA HESS CORP EQUITY 023551104 3380 40,967 SH DEFINED 1 40,967
AMERCO, INC. EQUITY 023586100 53 3,550 SH DEFINED 1 3,551
AMEREN CORP. EQUITY 023608102 8377 194,758 SH DEFINED 1 194,758
Ameren Corporation EQUITY 023608102 9032 210,000 SH DEFINED 4 210,000
AMERICA FIRST MORTGAGE INVST EQUITY 023934102 122 12,407 SH DEFINED 1 12,407
AMERICA MOVIL-SERIES L ADR EQUITY 02364W105 3316 247,490 SH DEFINED 1 247,490
AMERICAN AXLE & MFG HOLDINGS EQUITY 024061103 11 382 SH DEFINED 1 382
AMERICAN AXLE + MFG HLDGS EQUITY 024061103 2903 97,600 SH SOLE 2 97,600
AMERICAN CAP. STRATEGIES, INC. EQUITY 024937104 8371 304,718 SH DEFINED 1 304,718
AMERICAN EAGLE OUTFITTERS EQUITY 02553E106 1963 92,852 SH DEFINED 1 92,853
AMERICAN EAGLE OUTFITTERS EQUITY 02553E106 6678 315,900 SH SOLE 2 315,900
AMERICAN EAGLE OUTFITTERS EQUITY 02553E106 16070 760,150 SH SOLE 2 760,150
American Electric Power EQUITY 025537101 3002 75,000 SH DEFINED 4 75,000
AMERICAN ELECTRIC POWER, INC. EQUITY 025537101 18183 454,360 SH DEFINED 1 454,360
American Express EQUITY 025816109 1634 45,000 SH DEFINED 4 45,000
AMERICAN EXPRESS CO EQUITY 025816109 11164 307,385 SH SOLE 2 307,385
AMERICAN EXPRESS CO EQUITY 025816109 25934 714,045 SH SOLE 2 714,045
AMERICAN EXPRESS CO. EQUITY 025816109 48080 1,323,790 SH DEFINED 1 1,323,790
AMERICAN FINANCIAL GROUP, INC. EQUITY 025932104 2109 88,236 SH DEFINED 1 88,236
AMERICAN FINANCIAL HLDGS INC. EQUITY 026075101 249 8,325 SH DEFINED 1 8,325
AMERICAN GREETINGS CORP. CLASS A EQUITY 026375105 503 30,201 SH DEFINED 1 30,201
AMERICAN HEALTHWAYS INC EQUITY 02649V104 68 3,815 SH DEFINED 1 3,815
AMERICAN HOME MTG HLDG EQUITY 02660M108 29 2,336 SH DEFINED 1 2,336
AMERICAN INTL GROUP INC EQUITY 026874107 2064 30,250 SH SOLE 2 30,250
AMERICAN INTL GROUP INC EQUITY 026874107 2895 42,437 SH SOLE 2 42,437
AMERICAN INTL GRP INC COM EQUITY 026874107 158848 2,328,132 SH DEFINED 1 2,328,132
AMERICAN ITALIAN PASTA CO. CLASS A EQUITY 027070101 302 5,919 SH DEFINED 1 5,919
AMERICAN MANAGEMENT SYSTEMS EQUITY 027352103 267 13,977 SH DEFINED 1 13,977
AMERICAN MED SEC GROUP EQUITY 02744P101 53 2,203 SH DEFINED 1 2,203
AMERICAN MEDICAL SYSTEMS HOLDI EQUITY 02744M108 140 6,967 SH DEFINED 1 6,967
AMERICAN NATIONAL INS EQUITY 028591105 14 149 SH DEFINED 1 149
AMERICAN NATL BANKSHAR EQUITY 027745108 57 2,079 SH DEFINED 1 2,079
AMERICAN PHARMACEUTICA EQUITY 02886P109 40 3,217 SH DEFINED 1 3,217
AMERICAN PHYSICIANS CAPITAL IN EQUITY 028884104 65 3,546 SH DEFINED 1 3,546
AMERICAN POWER CONVERSION EQUITY 029066107 1140 90,282 SH DEFINED 1 90,282
American Standard Co EQUITY 029712106 1127 15,000 SH DEFINED 4 15,000
AMERICAN STANDARD COMPANIES EQUITY 029712106 3273 43,588 SH DEFINED 1 43,588
AMERICAN STATES WATER CO. EQUITY 029899101 143 5,402 SH DEFINED 1 5,402
AMERICAN SUPERCONDUCTOR CORP EQUITY 030111108 40 7,307 SH DEFINED 1 7,307
AMERICAN TOWER CORP EQUITY 029912201 199 57,667 SH DEFINED 1 57,667
AMERICAN WATER WORKS CO., INC. EQUITY 030411102 5554 128,538 SH DEFINED 1 128,538
AMERICAN WOODMARK CORP. EQUITY 030506109 92 1,634 SH DEFINED 1 1,634
AMERICREDIT CORP COM EQUITY 03060R101 68 2,438,085 SH SOLE 3 2,307,271 124,814
AMERICREDIT CORP. EQUITY 03060R101 3676 131,052 SH DEFINED 1 131,052
AMERIGROUP CORP EQUITY 03073T102 94 3,435 SH DEFINED 1 3,435
AMERIPATH, INC. EQUITY 03071D109 241 10,051 SH DEFINED 1 10,051
AMERISOURCEBERGEN CO EQUITY 03073E105 18664 245,574 SH DEFINED 1 245,574
AMERISTAR CASINOS EQUITY 03070Q101 107 3,699 SH DEFINED 1 3,699
AMERITRADE HOLDING CORP EQUITY 03072H109 150 32,830 SH DEFINED 1 32,830
AMERON, INC. EQUITY 030710107 92 1,279 SH DEFINED 1 1,279
AMERUS GROUP CO. EQUITY 03072M108 1940 52,285 SH DEFINED 1 52,285
AMETEK, INC. EQUITY 031100100 2011 53,992 SH DEFINED 1 53,992
AMGEN INC EQUITY 031162100 5568 132,944 SH SOLE 2 132,944
AMGEN INC EQUITY 031162100 13530 323,055 SH SOLE 2 323,055
AMGEN, INC. EQUITY 031162100 23538 416,400 SH DEFINED 1 416,400
AMKOR TECHNOLOGY, INC EQUITY 031652100 8 1,235 SH DEFINED 1 1,235
AMLI RESIDENTIAL PROPERTIES EQUITY 001735109 131 5,038 SH DEFINED 1 5,038
AMN HEALTHCARE SERVICE EQUITY 001744101 7 195 SH DEFINED 1 195
AMN HEALTHCARE SVCS INC EQUITY 001744101 3501 100,000 SH SOLE 2 100,000
AMPHENOL CORP. CLASS A EQUITY 032095101 361 10,019 SH DEFINED 1 10,019
AMR CORP. EQUITY 001765106 1211 71,844 SH DEFINED 1 71,844
AMSOUTH BANCORPORATION EQUITY 032165102 3748 167,482 SH DEFINED 1 167,482
AMSURG CORP CL A EQUITY 03232P405 191 7,288 SH DEFINED 1 7,288
AMSURG CORP CL A EQUITY 03232P405 11 400,715 SH SOLE 3 400,715
AMYLIN PHARMACEUTICALS, INC. EQUITY 032346108 239 21,869 SH DEFINED 1 21,869
ANADARKO PETE CORP EQUITY 032511107 3698 75,000 SH SOLE 2 75,000
ANADARKO PETE CORP EQUITY 032511107 11487 233,000 SH SOLE 2 233,000
ANADARKO PETROLEUM CORP. EQUITY 032511107 22865 463,802 SH DEFINED 1 463,802
ANADIGICS, INC. EQUITY 032515108 90 10,917 SH DEFINED 1 10,918
ANALOG DEVICES, INC. EQUITY 032654105 5162 173,810 SH DEFINED 1 173,810
ANALOGIC CORP. EQUITY 032657207 116 2,361 SH DEFINED 1 2,361
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ANDREW CORP. EQUITY 034425108 674 45,143 SH DEFINED 1 45,143
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ANGELICA CORP EQUITY 034663104 53 3,080 SH DEFINED 1 3,080
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AOL Time Warner EQUITY 00184A105 618 42,000 SH DEFINED 4 42,000
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AON CORP. EQUITY 037389103 3700 125,508 SH DEFINED 1 125,508
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APACHE CORP EQUITY 037411105 13963 242,967 SH SOLE 2 242,967
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APOLLO GROUP INC CL A EQUITY 037604105 34 862,580 SH SOLE 3 747,700 107,830
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APPLIED MATERIALS INC EQUITY 038222105 7656 402,500 SH SOLE 2 402,500
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APTARGROUP, INC. EQUITY 038336103 16 520 SH DEFINED 1 520
AQUILA INC EQUITY 03840P102 5731 716,397 SH DEFINED 1 716,397
ARAID PHARAMACEUTICLAS, INC. EQUITY 04033A100 43 10,342 SH DEFINED 1 10,342
ARAMARK CORP EQUITY 038521100 10 419 SH DEFINED 1 419
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ARCH CAP GROUP LTD ORD EQUITY G0450A105 4 128,000 SH SOLE 3 128,000
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ARCHSTONE SMITH TR COM EQUITY 039583109 31 1,164,208 SH SOLE 3 942,779 221,429
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ARGONAUT GROUP, INC. EQUITY 040157109 165 7,700 SH DEFINED 1 7,700
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ARKANSAS BEST CORP. EQUITY 040790107 195 7,657 SH DEFINED 1 7,657
ARMOR HOLDINGS, INC. EQUITY 042260109 229 8,971 SH DEFINED 1 8,971
ARQULE, INC. EQUITY 04269E107 51 7,577 SH DEFINED 1 7,577
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ARROW FINANCIAL CORP EQUITY 042744102 77 2,276 SH DEFINED 1 2,276
ARROW INTERNATIONAL, INC. EQUITY 042764100 130 3,328 SH DEFINED 1 3,328
ARTESYN TECHNOLOGIES, INC. EQUITY 043127109 69 10,553 SH DEFINED 1 10,553
ARTHROCARE CORP. EQUITY 043136100 100 7,798 SH DEFINED 1 7,798
Arthur J Gallagher EQUITY 363576109 1733 50,000 SH DEFINED 4 50,000
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ASBURY AUTOMOTIVE GROUP EQUITY 043436104 37 2,744 SH DEFINED 1 2,744
ASCENTIAL SOFTWARE CORP. EQUITY 04362P108 1162 416,453 SH DEFINED 1 416,453
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ASIAINFO HOLDINGS INC. EQUITY 04518A104 137 10,326 SH DEFINED 1 10,326
ASPECT COMMUNICATIONS INC. EQUITY 04523Q102 60 18,747 SH DEFINED 1 18,747
ASPEN TECHNOLOGY, INC. EQUITY 045327103 106 12,672 SH DEFINED 1 12,672
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ASTROPOWER INC COM EQUITY 04644A101 21 1,079,963 SH SOLE 3 1,044,085 35,878
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ATMEL CORP EQUITY 049513104 8150 1,301,900 SH SOLE 2 1,301,900
ATMEL CORP. EQUITY 049513104 3838 613,060 SH DEFINED 1 613,060
ATMI INC EQUITY 00207R101 1707 76,300 SH SOLE 2 76,300
ATMI, INC. EQUITY 00207R101 216 9,667 SH DEFINED 1 9,668
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AUTOLIV, INC. EQUITY 052800109 36 1,418 SH DEFINED 1 1,419
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AVERY DENNISON CORP EQUITY 053611109 10974 174,880 SH SOLE 2 174,880
AVERY DENNISON CORP. EQUITY 053611109 3172 50,548 SH DEFINED 1 50,548
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AVID TECHNOLOGY, INC. EQUITY 05367P100 82 8,884 SH DEFINED 1 8,884
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AVISTA CORP EQUITY 05379B107 235 17,052 SH DEFINED 1 17,052
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BEMIS INC EQUITY 081437105 12220 257,255 SH SOLE 2 257,255
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BLYTH INC. EQUITY 09643P108 2205 70,636 SH DEFINED 1 70,636
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BORDERS GROUP, INC. EQUITY 099709107 1941 105,476 SH DEFINED 1 105,476
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BOSTON PROPERTIES INC COM EQUITY 101121101 32 802,600 SH SOLE 3 650,211 152,389
BOSTON SCIENTIFIC CORP EQUITY 101137107 3357 114,500 SH SOLE 2 114,500
BOSTON SCIENTIFIC CORP. EQUITY 101137107 5335 181,960 SH DEFINED 1 181,960
BOSTONFED BANCORP INC EQUITY 101178101 45 1,405 SH DEFINED 1 1,405
BOWATER, INC. EQUITY 102183100 3874 71,256 SH DEFINED 1 71,256
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BOYD GAMING CORP. EQUITY 103304101 160 11,084 SH DEFINED 1 11,084
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BOYKIN LODGING CO. EQUITY 103430104 67 6,155 SH DEFINED 1 6,155
BP AMOCO PLC SPON ADR EQUITY 55622104 204 4,090 SH SOLE 2 4,090
BP P.L.C. EQUITY 055622104 1010 20,000 SH DEFINED 4 20,000
BPP LIQUIDATING TRUST EQUITY 12232C108 11 7,544 SH DEFINED 1 7,544
BRADLEY PHARMACEUTICAL EQUITY 104576103 39 2,952 SH DEFINED 1 2,952
BRADY CORP. EQUITY 104674106 230 6,562 SH DEFINED 1 6,562
BRANDYWINE REALTY TRUST EQUITY 105368203 246 9,516 SH DEFINED 1 9,516
BRASIL DISTR PAO ACU-SP ADR EQUITY 20440T201 745 41,900 SH DEFINED 1 41,900
BRE PROPERTIES INC CL A EQUITY 05564E106 7 231,200 SH SOLE 3 187,438 43,762
BRE PROPERTIES, INC., CLASS A EQUITY 05564E106 21 664 SH DEFINED 1 664
BRIDGFORD FOODS CORP EQUITY 108763103 14 1,033 SH DEFINED 1 1,033
BRIGGS & STRATTON CORP. EQUITY 109043109 296 7,726 SH DEFINED 1 7,726
BRIGHT HORIZON FAMILY COM EQUITY 109195107 45 1,345,056 SH SOLE 3 1,329,256 15,800
BRIGHT HORIZONS FAM. SOLUTIONS EQUITY 109195107 120 3,613 SH DEFINED 1 3,613
BRINKER INTERNATIONAL, INC. EQUITY 109641100 4019 126,570 SH DEFINED 1 126,570
BRINKER INTL INC EQUITY 109641100 21 654,820 SH SOLE 3 564,900 84,420
BRISTOL MYERS SQUIBB CO. EQUITY 110122108 37570 1,461,850 SH DEFINED 1 1,461,850
BRISTOL-MYERS SQUIBB CO EQUITY 110122108 2352 91,506 SH SOLE 2 91,506
BRITESMILE, INC. EQUITY 110415106 10 4,304 SH DEFINED 1 4,305
BROADCOM CORP. EQUITY 111320107 2270 129,443 SH DEFINED 1 129,443
BROADWING INC. EQUITY 111620100 905 347,969 SH DEFINED 1 347,969
BROCADE COMMUNICATION EQUITY 111621108 5126 293,270 SH DEFINED 1 293,270
BROCADE COMMUNICATIONS SYS EQUITY 111621108 3650 166,006 SH SOLE 2 166,006
BROOKLINE BANCORP, INC. EQUITY 113739106 94 3,704 SH DEFINED 1 3,704
BROOKS-PRI AUTOMATION INC EQUITY 11442E102 308 12,068 SH DEFINED 1 12,068
BROOKSTONE INC EQUITY 114537103 54 3,026 SH DEFINED 1 3,026
BROWN & BROWN INC EQUITY 115236101 21 673 SH DEFINED 1 673
BROWN FORMAN CORP EQUITY 115637209 7382 106,988 SH SOLE 2 106,988
BROWN SHOE COMANY, INC. EQUITY 115736100 176 6,265 SH DEFINED 1 6,265
BROWN, TOM INC. EQUITY 115660201 338 11,928 SH DEFINED 1 11,928
BROWN-FORMAN CORP CLASS B EQUITY 115637209 2149 31,152 SH DEFINED 1 31,152
BRUCKER DALTRONICS INC EQUITY 116795105 16 3,999 SH DEFINED 1 3,999
Brunswick Corp EQUITY 117043109 560 20,000 SH DEFINED 4 20,000
BRUNSWICK CORP. EQUITY 117043109 1168 41,723 SH DEFINED 1 41,723
BRUSH ENGINEERED MATERIALS EQUITY 117421107 74 5,940 SH DEFINED 1 5,940
BRYN MAWR BK CORP EQUITY 117665109 54 1,328 SH DEFINED 1 1,328
BSB BANCORP, INC. EQUITY 055652101 82 3,088 SH DEFINED 1 3,088
BUCA INC EQUITY 117769109 4953 260,000 SH SOLE 2 260,000
BUCA, INC. EQUITY 117769109 103 5,426 SH DEFINED 1 5,426
BUCKEYE TECHNOLOGIES INC EQUITY 118255108 84 8,611 SH DEFINED 1 8,611
BUCKLE, INC. EQUITY 118440106 62 2,513 SH DEFINED 1 2,513
BUILDING MATERIAL HOLDING CORP EQUITY 120113105 63 4,354 SH DEFINED 1 4,354
BURLINGTON COAT FACTORY WHSE EQUITY 121579106 136 6,380 SH DEFINED 1 6,380
BURLINGTON NORTHERN SANTA FE EQUITY 12189T104 6889 229,740 SH DEFINED 1 229,740
BURLINGTON NORTHN SANTA FE EQUITY 12189T104 2100 70,000 SH SOLE 2 70,000
BURLINGTON NORTHN SANTA FE EQUITY 12189T104 11085 369,500 SH SOLE 2 369,500
BURLINGTON RESOURCES, INC. EQUITY 122014103 3645 95,918 SH DEFINED 1 95,918
BUSH INDUSTRIES, INC. EQUITY 123164105 36 3,021 SH DEFINED 1 3,021
BUTLER MANUFACTURING CO. EQUITY 123655102 55 1,987 SH DEFINED 1 1,987
BWAY CORP EQUITY 056039100 24 1,502 SH DEFINED 1 1,503
C & D TECHNOLOGIES, INC. EQUITY 124661109 167 9,269 SH DEFINED 1 9,269
C H ROBINSON WORLDWIDE INC EQUITY 12541W100 14 425,884 SH SOLE 3 358,700 63,184
C. H. ROBINSON WORLDWIDE, INC. EQUITY 12541W100 3653 108,934 SH DEFINED 1 108,934
C. R. BARD, INC. EQUITY 067383109 1463 25,851 SH DEFINED 1 25,851
CABLE & WIRELESS PLC ADR EQUITY 126830207 6 720 SH SOLE 2 720
CABLE DESIGN TECHNOLOGIES CORP EQUITY 126924109 162 15,828 SH DEFINED 1 15,828
CABLEVISION SYS CORP EQUITY 12686C109 69 7,270 SH DEFINED 1 7,270
CABLEVISION SYS CORP EQUITY 12686C844 6 704 SH DEFINED 1 704
CABOT CORP. EQUITY 127055101 2303 80,396 SH DEFINED 1 80,396
CABOT MICROELECTRONICS CORP EQUITY 12709P103 1683 38,985 SH DEFINED 1 38,985
CABOT OIL & GAS CORP., CLASS A EQUITY 127097103 226 9,898 SH DEFINED 1 9,898
CACHE INC EQUITY 127150308 13 927 SH DEFINED 1 927
CACI INTERNATIONAL EQUITY 127190304 387 10,144 SH DEFINED 1 10,144
CACI INTL INC EQUITY 127190304 1925 50,400 SH SOLE 2 50,400
CADENCE DESIGN SYSTEMS, INC. EQUITY 127387108 6198 384,495 SH DEFINED 1 384,495
CADIZ INC. EQUITY 127537108 110 12,940 SH DEFINED 1 12,940
CAL DIVE INTERNATIONAL, INC. EQUITY 127914109 289 13,115 SH DEFINED 1 13,115
CALGON CARBON CORP. EQUITY 129603106 100 11,950 SH DEFINED 1 11,950
CALIFORNIA FIRST NTNL EQUITY 130222102 20 1,238 SH DEFINED 1 1,238
CALIFORNIA PIZZA KITCHEN INC EQUITY 13054D109 125 5,057 SH DEFINED 1 5,057
CALIFORNIA WATER SERVICE GROUP EQUITY 130788102 127 5,025 SH DEFINED 1 5,025
CALIPER TECHNOLOGIES CORP EQUITY 130876105 72 8,671 SH DEFINED 1 8,671
CALLAWAY GOLF CO. EQUITY 131193104 1603 101,173 SH DEFINED 1 101,173
CALPINE CORP. EQUITY 131347106 1379 196,090 SH DEFINED 1 196,090
CAMBREX CORP. EQUITY 132011107 322 8,020 SH DEFINED 1 8,020
CAMDEN NATL CORP EQUITY 133034108 80 2,878 SH DEFINED 1 2,878
CAMDEN POPERTY TRUST EQUITY 133131102 19 521 SH DEFINED 1 521
CAMDEN PPTY TR SH BEN INT EQUITY 133131102 23 627,900 SH SOLE 3 518,752 109, 148
CAMINUS CORP. EQUITY 133766105 21 3,553 SH DEFINED 1 3,553
CAMPBELL SOUP CO. EQUITY 134429109 5084 183,790 SH DEFINED 1 183,790
CANTEL MEDICAL CORP EQUITY 138098108 44 2,377 SH DEFINED 1 2,377
CAPITAL AUTOMOTIVE REIT EQUITY 139733109 182 7,630 SH DEFINED 1 7,630
CAPITAL CITY BANK GROUP, INC. EQUITY 139674105 86 2,505 SH DEFINED 1 2,505
CAPITAL GAMING INTL INC EQUITY 140180308 103 SH SOLE 2 103
CAPITAL ONE FINANCIAL CORP. EQUITY 14040H105 23016 377,010 SH DEFINED 1 377,010
CAPITAL ONE FINL CORP COM EQUITY 14040H105 30 492,514 SH SOLE 3 416,200 71,614
CAPITOL BANCORP LTD EQUITY 14056D105 66 2,749 SH DEFINED 1 2,749
CAPITOL FEDERAL FINANCIAL EQUITY 14057C106 8 324 SH DEFINED 1 324
CAPSTEAD MORTGAGE CORP. EQUITY 14067E506 78 3,455 SH DEFINED 1 3,455
CAPSTONE TURBINE COR EQUITY 14067D102 46 27,645 SH DEFINED 1 27,645
CARAUSTAR INDUSTRIES, INC. EQUITY 140909102 117 9,410 SH DEFINED 1 9,410
CARBO CERAMICS INC EQUITY 140781105 121 3,286 SH DEFINED 1 3,286
CARDIAC SCIENCE INC. EQUITY 141410209 73 19,577 SH DEFINED 1 19,577
CARDINAL HEALTH INC EQUITY 14149Y108 14367 233,950 SH DEFINED 1 233,950
CARDINAL HEALTH INC EQUITY 14149Y108 4299 70,000 SH SOLE 2 70,000
CARDINAL HEALTH INC EQUITY 14149Y108 12270 199,800 SH SOLE 2 199,800
CARDIODYNAMICS INTERNATIONAL EQUITY 141597104 42 11,408 SH DEFINED 1 11,408
CARECENTRIC INC. EQUITY 14166Y106 647 SH DEFINED 1 647
CAREER ED CORP EQUITY 141665109 2696 59,900 SH SOLE 2 59,900
CAREER EDUCATION CORP EQUITY 141665109 28 626 SH DEFINED 1 626
CAREER EDUCATION CORP COM EQUITY 141665109 21 464,426 SH SOLE 3 449,100 15,326
CAREMARK RX INC EQUITY 141705103 116 7,041 SH DEFINED 1 7,041
CARLISLE COS INC. EQUITY 142339100 2233 49,641 SH DEFINED 1 49,641
CARMIKE CINEMAS INC EQUITY 143436400 20 790 SH DEFINED 1 790
CARNIVAL CORP EQUITY 143658102 6230 225,000 SH SOLE 2 225,000
CARNIVAL CORP EQUITY 143658102 13579 490,400 SH SOLE 2 490,400
CARNIVAL CORP. CLASS A EQUITY 143658102 8993 324,790 SH DEFINED 1 324,790
CARPENTER TECHNOLOGY CORP. EQUITY 144285103 1016 35,250 SH DEFINED 1 35,250
CARRAMERICA REALTY C EQUITY 144418100 24 767 SH DEFINED 1 767
CARRAMERICA REALTY CORPORATION EQUITY 144418100 30 963,500 SH SOLE 3 780,284 183,216
CARREKER CORP EQUITY 144433109 79 6,894 SH DEFINED 1 6,894
CASCADE BANCORP EQUITY 147154108 80 4,450 SH DEFINED 1 4,450
CASCADE CORP EQUITY 147195101 52 3,346 SH DEFINED 1 3,346
CASCADE NAT GAS CORP COM EQUITY 147339105 82 3,943 SH DEFINED 1 3,943
CASELLA WASTE SYSTEMS, INC. EQUITY 147448104 71 5,926 SH DEFINED 1 5,926
CASEYS GENERAL STORES, INC. EQUITY 147528103 167 13,890 SH DEFINED 1 13,890
CASH AMERICA INTERNATIONAL EQUITY 14754D100 72 7,831 SH DEFINED 1 7,831
CASTLE A. M. & CO. EQUITY 148411101 31 2,493 SH DEFINED 1 2,493
CATALINA MARKETING CORP. EQUITY 148867104 2013 71,315 SH DEFINED 1 71,315
CATAPULT COMM CORP EQUITY 149016107 42 1,905 SH DEFINED 1 1,905
CATELLUS DEVELOPMENT EQUITY 149111106 23 1,150 SH DEFINED 1 1,150
CATELLUS DEVELOPMENT CORP EQUITY 149111106 12 604,700 SH SOLE 3 481,185 123,515
Caterpillar EQUITY 149123101 1469 30,000 SH DEFINED 4 30,000
CATERPILLAR INC EQUITY 149123101 4895 100,000 SH SOLE 2 100,000
CATERPILLAR INC EQUITY 149123101 19082 389,821 SH SOLE 2 389,821
CATERPILLAR, INC. EQUITY 149123101 7552 154,280 SH DEFINED 1 154,280
CATHAY BANCORP INC. EQUITY 149150104 228 5,506 SH DEFINED 1 5,506
CATO CORP. CLASS A EQUITY 149205106 116 5,213 SH DEFINED 1 5,213
CB BANCSHARES INC HAWAII EQUITY 124785106 45 1,189 SH DEFINED 1 1,189
CBL & ASSOC PPTYS INC COM EQUITY 124830100 25 614,200 SH SOLE 3 497,251 116,949
CBL & ASSOCIATES PROPERTIES EQUITY 124830100 293 7,225 SH DEFINED 1 7,225
CBRL GROUP, INC. EQUITY 12489V106 2188 71,901 SH DEFINED 1 71,901
CCBT FINANCIAL COMPANIES INC EQUITY 12500Q102 87 3,078 SH DEFINED 1 3,078
CCC INFORMATION SERVICES EQUITY 12487Q109 61 4,373 SH DEFINED 1 4,373
C-COR ELECTRONICS, INC. EQUITY 125010108 79 11,234 SH DEFINED 1 11,234
CDI CORP. EQUITY 125071100 137 4,224 SH DEFINED 1 4,224
CDW COMPUTER CENTERS, INC. EQUITY 125129106 5301 113,250 SH DEFINED 1 113,250
CEC ENTERTAINMENT, INC. EQUITY 125137109 15 361 SH DEFINED 1 361
CELGENE CORP EQUITY 151020104 16 1,054 SH DEFINED 1 1,054
CELL GENESYS, INC. EQUITY 150921104 158 11,734 SH DEFINED 1 11,734
CELL THERAPEUTICS INC EQUITY 150934107 1747 320,000 SH SOLE 2 320,000
CELL THERAPEUTICS, INC. EQUITY 150934107 68 12,534 SH DEFINED 1 12,534
CENDANT CORP EQUITY 151313103 3785 100,000 SH SOLE 2 100,000
CENDANT CORP EQUITY 151313103 7103 447,300 SH SOLE 2 447,300
CENDANT CORP. EQUITY 151313103 8911 561,150 SH DEFINED 1 561,150
CENTENE CORP DEL EQUITY 15135B101 55 1,785 SH DEFINED 1 1,785
CENTENE CORP DEL EQUITY 15135B101 1859 60,000 SH SOLE 2 60,000
CENTENNIAL BANCORP EQUITY 15133T104 60 7,615 SH DEFINED 1 7,615
CENTENNIAL CELLULAR CORP. EQUITY 15133V208 9 3,575 SH DEFINED 1 3,575
CENTER TR INC EQUITY 151845104 27 3,760 SH DEFINED 1 3,760
CENTERPOINT PPTYS TRUST EQUITY 151895109 14 235,100 SH SOLE 3 191,138 43,962
CENTERPOINT PROPERTIES CORP. EQUITY 151895109 19 333 SH DEFINED 1 333
CENTEX CONSTRUCTION PRODUCTION EQUITY 15231R109 83 2,279 SH DEFINED 1 2,279
CENTEX CORP COM EQUITY 152312104 42 725,800 SH SOLE 3 681,200 41,200
CENTEX CORP. EQUITY 152312104 1740 30,106 SH DEFINED 1 30,106
CENTILLIUM COMMUNICATIONS EQUITY 152319109 86 9,907 SH DEFINED 1 9,907
CENTRAL COAST BANCORP EQUITY 153145107 60 2,653 SH DEFINED 1 2,653
CENTRAL GARDEN & PET C EQUITY 153527106 90 5,107 SH DEFINED 1 5,107
CENTRAL PARKING CORP. EQUITY 154785109 142 6,222 SH DEFINED 1 6,222
CENTRAL VT PUB SVC CORP COM EQUITY 155771108 75 4,158 SH DEFINED 1 4,158
CENTURY ALUMINUM CO. EQUITY 156431108 63 4,216 SH DEFINED 1 4,216
CENTURY BANCORP INC EQUITY 156432106 31 1,138 SH DEFINED 1 1,138
CENTURY BUSINESS SERVICES EQUITY 156490104 92 28,109 SH DEFINED 1 28,109
CENTURYTEL, INC. EQUITY 156700106 1932 65,495 SH DEFINED 1 65,495
CEPHALON INC EQUITY 156708109 93 2,068 SH DEFINED 1 2,068
CERES GROUP INC EQUITY 156772105 26 6,774 SH DEFINED 1 6,774
CERIDIAN CORP EQUITY 156779100 3764 198,323 SH DEFINED 1 198,323
CERNER CORP EQUITY 156782104 18 381 SH DEFINED 1 381
CERTEGY INC EQUITY 156880106 3328 89,671 SH DEFINED 1 89,671
CERTEGY INC COM EQUITY 156880106 61 1,649,873 SH SOLE 3 1,570,963 75,610
CERUS CORP. EQUITY 157085101 163 4,813 SH DEFINED 1 4,813
CFS BANCORP, INC. EQUITY 12525D102 66 4,287 SH DEFINED 1 4,287
CH ENERGY GROUP INC. EQUITY 12541M102 288 5,842 SH DEFINED 1 5,842
CHAMPION ENTERPRISES, INC. EQUITY 158496109 98 17,398 SH DEFINED 1 17,398
CHAMPIONSHIP AUTO RACING TEAMS EQUITY 158711101 38 3,850 SH DEFINED 1 3,850
CHAMPS ENTMT INC DEL EQUITY 158787101 36 2,959 SH DEFINED 1 2,959
CHARLES RIV LABORATORIES I EQUITY 159864107 6551 186,900 SH SOLE 2 186,900
CHARLES RIV LABS INTL COM EQUITY 159864107 33 929,300 SH SOLE 3 913,000 16,300
CHARLES RIVER ASSOCIAT EQUITY 159852102 53 2,627 SH DEFINED 1 2,627
CHARLES RIVER LABORATORIES EQUITY 159864107 22 619 SH DEFINED 1 619
CHARLES SCHWAB CORP. EQUITY 808513105 6939 619,570 SH DEFINED 1 619,570
CHARLOTTE RUSSE HOLDING INC EQUITY 161048103 60 2,685 SH DEFINED 1 2,685
CHARMING SHOPPES, INC. EQUITY 161133103 331 38,338 SH DEFINED 1 38,338
CHARTER COMMUNICATIONS INC CLASS A EQUITY 16117M107 43 10,484 SH DEFINED 1 10,484
CHARTER FINL CORP WEST EQUITY 16122M100 40 1,415 SH DEFINED 1 1,415
CHARTER MUNICIPAL MORTGAGE ACC EQUITY 160908109 263 14,694 SH DEFINED 1 14,694
CHARTER ONE FINANCIAL INC. EQUITY 160903100 3576 104,028 SH DEFINED 1 104,028
CHASE INDS INC EQUITY 161568100 30 2,175 SH DEFINED 1 2,175
CHATEAU COMMUNITIES, INC. EQUITY 161726104 771 25,187 SH DEFINED 1 25,187
CHATTEM INC EQUITY 162456107 58 1,849 SH DEFINED 1 1,849
CHECK POINT SOFTWARE TECH EQUITY M22465104 92 6,790 SH DEFINED 1 6,790
CHECKERS DRIVE-IN REST EQUITY 162809305 31 2,640 SH DEFINED 1 2,640
CHECKFREE HOLDINGS CORP. EQUITY 162813109 1573 100,584 SH DEFINED 1 100,584
CHECKPOINT SYSTEMS, INC. EQUITY 162825103 134 11,479 SH DEFINED 1 11,479
CHEESECAKE FACTORY EQUITY 163072101 2310 65,102 SH DEFINED 1 65,102
CHEESECAKE FACTORY INC COM EQUITY 163072101 27 759,075 SH SOLE 3 745,926 13,149
CHELSEA PPTY GROUP INC COM EQUITY 163421100 10 293,000 SH SOLE 3 236,730 56,270
CHELSEA PROPERTY GROUP INC. EQUITY 163421100 331 9,910 SH DEFINED 1 9,910
CHEMED CORP. EQUITY 163596109 132 3,496 SH DEFINED 1 3,496
CHEMFIRST, INC. EQUITY 16361A106 112 3,903 SH DEFINED 1 3,903
CHEMICAL FINANCIAL CORP. EQUITY 163731102 302 8,047 SH DEFINED 1 8,047
CHEROKEE INC DEL NEW EQUITY 16444H102 35 1,699 SH DEFINED 1 1,699
CHESAPEAKE CORP. EQUITY 165159104 132 4,997 SH DEFINED 1 4,997
CHESAPEAKE ENERGY CORP. EQUITY 165167107 364 50,609 SH DEFINED 1 50,609
CHEVRONTEXACO CORPORATION EQUITY 166764100 173 1,987 SH SOLE 2 1,987
ChevronTexaco Corp EQUITY 166764100 1328 15,000 SH DEFINED 4 15,000
CHEVRONTEXACO CORP EQUITY 166764100 50145 566,610 SH DEFINED 1 566,610
CHICAGO PIZZA & BREWER EQUITY 167889104 38 3,763 SH DEFINED 1 3,763
CHICOS'S FAS INC. EQUITY 168615102 18 505 SH DEFINED 1 505
CHILDREN'S PLACE, INC. EQUITY 168905107 108 4,083 SH DEFINED 1 4,083
CHILES OFFSHORE INC EQUITY 16888M104 110 4,535 SH DEFINED 1 4,535
CHINA MOBILE HK LTD - SPON ADR EQUITY 16941M109 2721 186,100 SH DEFINED 1 186,100
CHIPPAC INC EQUITY 169657103 93 15,057 SH DEFINED 1 15,057
CHIQUITA BRANDS INTL EQUITY 170032809 230 12,820 SH DEFINED 1 12,820
CHIRON CORP. EQUITY 170040109 3325 94,047 SH DEFINED 1 94,047
CHITTENDEN CORP. EQUITY 170228100 307 10,600 SH DEFINED 1 10,600
CHOICE HOTELS INTL INC. EQUITY 169905106 160 7,976 SH DEFINED 1 7,976
CHOICEPOINT INC EQUITY 170388102 3759 82,665 SH SOLE 2 82,665
CHOICEPOINT INC COM EQUITY 170388102 53 1,157,568 SH SOLE 3 1,098,385 56,384
CHOICEPOINT INC. EQUITY 170388102 5007 110,111 SH DEFINED 1 110,111
CHOLESTECH CORP EQUITY 170393102 44 4,189 SH DEFINED 1 4,189
CHOLESTECH CORP COM EQUITY 170393102 5 468,800 SH SOLE 3 468,800
CHORDIANT SOFTWARE INC EQUITY 170404107 25 12,751 SH DEFINED 1 12,751
CHRISTOPHER & BANKS CORPORATIO EQUITY 171046105 354 8,378 SH DEFINED 1 8,378
CHUBB CORP EQUITY 171232101 4000 56,500 SH SOLE 2 56,500
CHUBB CORP. EQUITY 171232101 6901 97,470 SH DEFINED 1 97,470
CHURCH & DWIGHT CO., INC. EQUITY 171340102 1595 50,910 SH DEFINED 1 50,910
CHURCHILL DOWNS, INC. EQUITY 171484108 87 2,148 SH DEFINED 1 2,148
CIBER, INC. EQUITY 17163B102 135 18,681 SH DEFINED 1 18,681
CIENA CORP. EQUITY 171779101 880 210,073 SH DEFINED 1 210,073
CIGNA CORP. EQUITY 125509109 11162 114,580 SH DEFINED 1 114,580
CIMA LABS EQUITY 171796105 122 5,054 SH DEFINED 1 5,055
CINCINNATI FINANCIAL CORP. EQUITY 172062101 3481 74,813 SH DEFINED 1 74,813
CINERGY CORP. EQUITY 172474108 2786 77,417 SH DEFINED 1 77,417
CINTAS CORP EQUITY 172908105 12 239,000 SH SOLE 3 209,900 27,000
CINTAS CORP. EQUITY 172908105 4128 83,511 SH DEFINED 1 83,511
CIRCOR INTERNATIONAL, INC. EQUITY 17273K109 61 3,546 SH DEFINED 1 3,546
CIRCUIT CITY STORES, INC. EQUITY 172737108 1822 97,162 SH DEFINED 1 97,162
CIRCUIT CITY STORES, INC. CARMAX EQUITY 172737306 11 523 SH DEFINED 1 523
CIRRUS LOGIC, INC. EQUITY 172755100 974 132,209 SH DEFINED 1 132,209
CISCO SYS INC EQUITY 17275R102 6557 470,000 SH SOLE 2 470,000
CISCO SYS INC EQUITY 17275R102 16123 1,156,195 SH SOLE 2 1,156,195
Cisco Systems EQUITY 17275R102 900 64,500 SH DEFINED 4 64,500
CISCO SYSTEMS, INC. EQUITY 17275R102 64254 4,605,990 SH DEFINED 1 4,605,990
CITIGOUP INC EQUITY 172967101 155730 3,982,243 SH DEFINED 1 3,982,243
CITIGROUP INC EQUITY 172967101 23837 615,159 SH SOLE 2 615,159
CITIGROUP INC EQUITY 172967101 55361 1,429,211 SH SOLE 2 1,429,211
CITIZENS BANKING CORP. EQUITY 174420109 19 650 SH DEFINED 1 651
CITIZENS COMMUNICATIONS INC EQUITY 17453B101 1091 130,486 SH DEFINED 1 130,486
CITIZENS FIRST BANCORP EQUITY 17461R106 73 3,231 SH DEFINED 1 3,231
CITIZENS INC EQUITY 174740100 105 8,087 SH DEFINED 1 8,087
CITRIX SYSTEMS, INC. EQUITY 177376100 567 93,877 SH DEFINED 1 93,877
CITY HOLDING CO. EQUITY 177835105 141 6,032 SH DEFINED 1 6,032
CITY NATIONAL CORP. EQUITY 178566105 3466 64,479 SH DEFINED 1 64,479
CITYBANK EQUITY 17770A109 87 2,704 SH DEFINED 1 2,704
CKE RESTAURANTS INC EQUITY 12561E105 207 18,146 SH DEFINED 1 18,146
CLAIRE'S STORES, INC. EQUITY 179584107 1770 77,301 SH DEFINED 1 77,301
CLARCOR, INC. EQUITY 179895107 280 8,862 SH DEFINED 1 8,862
CLARK DICK PRODTNS INC EQUITY 181512104 10 720 SH DEFINED 1 720
CLARK/BARDES INC EQUITY 180668105 116 5,057 SH DEFINED 1 5,057
CLAYTON HOMES, INC. EQUITY 184190106 2802 177,325 SH DEFINED 1 177,325
CLEAR CHANNEL COMMUNICATIO EQUITY 184502102 5776 180,375 SH SOLE 2 180,375
CLEAR CHANNEL COMMUNICATIO EQUITY 184502102 12979 405,325 SH SOLE 2 405,325
CLEAR CHANNEL COMMUNICATIONS EQUITY 184502102 29754 929,233 SH DEFINED 1 929,233
CLEARONE COMMUNICATION EQUITY 185060100 38 2,603 SH DEFINED 1 2,603
CLECO CORP EQUITY 12561W105 1577 71,987 SH DEFINED 1 71,987
CLEVELAND-CLIFFS, INC. EQUITY 185896107 87 3,170 SH DEFINED 1 3,170
CLOROX CO EQUITY 189054109 1861 45,000 SH SOLE 2 45,000
CLOROX CO EQUITY 189054109 12737 308,024 SH SOLE 2 308,024
CLOROX CO. EQUITY 189054109 4365 105,569 SH DEFINED 1 105,569
CLOSURE MEDICAL CORP. EQUITY 189093107 26 1,884 SH DEFINED 1 1,885
CMS ENERGY CORP. EQUITY 125896100 9326 849,400 SH DEFINED 1 849,400
CNA FINANCIAL CORP EQUITY 126117100 10 362 SH DEFINED 1 362
CNA SURETY CORP. EQUITY 12612L108 80 5,512 SH DEFINED 1 5,512
CNET NETWORKS INC. EQUITY 12613R104 88 44,298 SH DEFINED 1 44,298
CNF INC. EQUITY 12612W104 2357 62,048 SH DEFINED 1 62,048
COACH INC EQUITY 189754104 13374 243,613 SH DEFINED 1 243,613
COACH INC EQUITY 189754104 4118 75,000 SH SOLE 2 75,000
COACH INC EQUITY 189754104 12199 222,200 SH SOLE 2 222,200
COACH INC COM EQUITY 189754104 5,000 SH SOLE 3 5,000
COACHMEN INDUSTRIES, INC. EQUITY 189873102 74 5,135 SH DEFINED 1 5,135
COASTAL BANCORP INC EQUITY 19041P105 48 1,519 SH DEFINED 1 1,519
COASTAL FINL CORP DEL EQUITY 19046E105 44 2,969 SH DEFINED 1 2,969
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DUKE ENERGY CORP. EQUITY 264399106 11579 372,320 SH DEFINED 1 372,320
DUKE REALTY EQUITY 264411505 56 1,943 SH DEFINED 1 1,943
DUKE REALTY CORP COM NEW EQUITY 264411505 22 758,594 SH SOLE 3 628,324 130,270
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DURA AUTOMOTIVE SYSTEM EQUITY 265903104 109 5,266 SH DEFINED 1 5,266
DURATEK INC EQUITY 26658Q102 108 15,200 SH DEFINED 1 15,200
DURECT CORPORATION EQUITY 266605104 70 8,808 SH DEFINED 1 8,808
DVI, INC. EQUITY 233343102 86 4,450 SH DEFINED 1 4,450
DYCOM INDUSTRIES, INC. EQUITY 267475101 914 78,167 SH DEFINED 1 78,167
DYNACARE INC EQUITY 267920205 1801 81,900 SH DEFINED 1 81,900
DYNACQ INTERNATIONAL INC EQUITY 267919306 27 1,918 SH DEFINED 1 1,918
DYNAMICS RESH CORP EQUITY 268057106 58 2,393 SH DEFINED 1 2,393
DYNEGY INC. EQUITY 26816Q101 1195 165,935 SH DEFINED 1 165,935
E*TRADE GROUP, INC. EQUITY 269246104 2501 458,010 SH DEFINED 1 458,010
E.I. DU PONT DE NEMOURS AND CO EQUITY 263534109 20070 452,020 SH DEFINED 1 452,020
E.PIHPANY, INC. EQUITY 26881V100 98 22,370 SH DEFINED 1 22,370
EAGLE BANCSHARES INC EQUITY 26942C109 46 1,781 SH DEFINED 1 1,781
EARTHLINK INC EQUITY 270321102 610 92,027 SH DEFINED 1 92,027
EARTHSHELL CORP. EQUITY 27032B100 27 23,581 SH DEFINED 1 23,581
EAST WEST BANCORP EQUITY 27579R104 291 8,427 SH DEFINED 1 8,427
EASTGROUP PROPERTIES, INC. EQUITY 277276101 132 5,172 SH DEFINED 1 5,172
EASTMAN CHEMICAL CO. EQUITY 277432100 2265 48,298 SH DEFINED 1 48,298
Eastman Chemical Company EQUITY 277432100 1173 25,000 SH DEFINED 4 25,000
EASTMAN KODAK CO EQUITY 277461109 6405 219,580 SH SOLE 2 219,580
EASTMAN KODAK CO. EQUITY 277461109 17165 588,451 SH DEFINED 1 588,451
EATON CORP. EQUITY 278058102 2363 32,476 SH DEFINED 1 32,476
EATON VANCE CORP. EQUITY 278265103 3283 105,216 SH DEFINED 1 105,216
EBAY, INC. EQUITY 278642103 365 5,920 SH DEFINED 1 5,920
ECHELON EQUITY 27874N105 115 8,925 SH DEFINED 1 8,925
ECHOSTAR COMMUNICATIONS CO EQUITY 278762109 6829 367,950 SH SOLE 2 367,950
ECHOSTAR COMMUNICATIONS CORP. CLASS A EQUITY 278762109 131 7,060 SH DEFINED 1 7,060
ECLIPSYS CORP. EQUITY 278856109 81 12,336 SH DEFINED 1 12,336
ECOLAB, INC. EQUITY 278865100 2785 60,236 SH DEFINED 1 60,236
EDISON INTERNATIONAL INC EQUITY 281020107 2565 150,904 SH DEFINED 1 150,904
EDO CORP EQUITY 281347104 156 5,461 SH DEFINED 1 5,461
EDO CORP EQUITY 281347104 949 33,300 SH SOLE 2 33,300
EDUCATION MANAGEMENT CORP. EQUITY 28139T101 1835 45,042 SH DEFINED 1 45,042
EDUCATION MGMT CORP COM EQUITY 28139T101 33 810,402 SH SOLE 3 797,302 13,100
EDWARDS J D + CO EQUITY 281667105 1002 82,500 SH SOLE 2 82,500
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EFUNDS CORP EQUITY 28224R101 158 16,631 SH DEFINED 1 16,631
EGL INC. EQUITY 268484102 1247 73,513 SH DEFINED 1 73,514
EL PASO CORP EQUITY 28336L109 6363 308,710 SH DEFINED 1 308,710
EL PASO CORPORATION EQUITY 28336L109 18 861 SH SOLE 2 861
EL PASO ELECTRIC CO. EQUITY 283677854 231 16,711 SH DEFINED 1 16,711
El Paso Energy Partners EQUITY 28368B102 797 25,000 SH DEFINED 4 25,000
ELAN CORP PLC - B WARRANTS EQUITY 284131802 27 68,700 SH DEFINED 1 68,700
ELCOR CORP. EQUITY 284443108 189 6,922 SH DEFINED 1 6,922
ELECTRO RENT CORP. EQUITY 285218103 65 4,998 SH DEFINED 1 4,998
ELECTRO SCIENTIFIC INDUSTRIES, EQUITY 285229100 239 9,816 SH DEFINED 1 9,816
ELECTROGLAS, INC. EQUITY 285324109 76 7,550 SH DEFINED 1 7,550
ELECTRONIC ARTS EQUITY 285512109 12016 181,919 SH DEFINED 1 181,919
ELECTRONIC ARTS INC EQUITY 285512109 5898 89,300 SH SOLE 2 89,300
ELECTRONIC ARTS INC COM EQUITY 285512109 2 30,000 SH SOLE 3 30,000
ELECTRONIC DATA SYSTEMS CORP. EQUITY 285661104 9950 267,840 SH DEFINED 1 267,840
ELECTRONICS BOUTIQUE HLDGS. CO EQUITY 286045109 106 3,603 SH DEFINED 1 3,603
ELECTRONICS FOR IMAGING, INC. EQUITY 286082102 308 19,356 SH DEFINED 1 19,356
ELI LILLY AND CO. EQUITY 532457108 30839 546,790 SH DEFINED 1 546,790
ELIZABETH ARDEN INC EQUITY 28660G106 81 4,645 SH DEFINED 1 4,645
EMBARCADERO TECHNOLOGIES INC EQUITY 290787100 18 2,868 SH DEFINED 1 2,868
EMBREX INC EQUITY 290817105 54 2,572 SH DEFINED 1 2,572
EMC Corp / Mass EQUITY 268648102 415 55,000 SH DEFINED 4 55,000
EMC CORP MASS EQUITY 268648102 24794 909,525 SH SOLE 2 909,525
EMC CORP. EQUITY 268648102 8510 1,127,141 SH DEFINED 1 1,127,141
EMC INS GROUP INC EQUITY 268664109 13 836 SH DEFINED 1 836
EMCOR GROUP INC EQUITY 29084Q100 16 269,000 SH SOLE 3 264,600 4,400
EMCOR GROUP, INC. EQUITY 29084Q100 312 5,307 SH DEFINED 1 5,307
EMCORE CORPORATION EQUITY 290846104 52 8,603 SH DEFINED 1 8,603
Emerson Elec Co EQUITY 291011104 2676 50,000 SH DEFINED 4 50,000
EMERSON ELECTRIC CO. EQUITY 291011104 12326 230,350 SH DEFINED 1 230,350
EMEX CORP EQUITY 291206100 - SH DEFINED 1 0
EMMIS COMMUNICATIONS CORP. CLASS A EQUITY 291525103 1444 68,134 SH DEFINED 1 68,134
EMMIS COMMUNICTNS CORP CL A EQUITY 291525103 45 2,109,122 SH SOLE 3 2,057,600 51,522
EMPIRE DISTRICT ELECTRIC CO. EQUITY 291641108 2667 130,089 SH DEFINED 1 130,089
EMS TECHNOLOGIES INC EQUITY 26873N108 78 3,750 SH DEFINED 1 3,750
EMULEX CORP EQUITY 292475209 11 509,300 SH SOLE 3 500,700 8,600
EMULEX CORP EQUITY 292475209 26 1,146 SH DEFINED 1 1,146
ENCORE ACQUISITION CO EQUITY 29255W100 54 3,142 SH DEFINED 1 3,142
ENCORE ACQUISITION CO EQUITY 29255W100 6 370,800 SH SOLE 3 370,800
ENCORE WIRE CORP EQUITY 292562105 68 4,744 SH DEFINED 1 4,744
ENDO PHARMACEUTICALS EQUITY 29264F205 53 7,508 SH DEFINED 1 7,508
ENDOCARDIAL SOLUTIONS EQUITY 292962107 37 4,917 SH DEFINED 1 4,917
ENDOCARE INC EQUITY 29264P104 85 6,457 SH DEFINED 1 6,457
ENDOCARE INC COM EQUITY 29264P104 18 1,325,739 SH SOLE 3 1,313,139 12,600
ENERGEN CORP. EQUITY 29265N108 338 12,278 SH DEFINED 1 12,278
ENERGIZER HOLDINGS INC EQUITY 29266R108 3239 118,116 SH DEFINED 1 118,116
ENERGY CONVERSION DEVICES, INC EQUITY 292659109 84 5,341 SH DEFINED 1 5,341
ENERGY EAST CORP EQUITY 29266M109 4203 185,990 SH DEFINED 1 185,990
ENERGY PARTNERS LTD EQUITY 29270U105 64 6,843 SH DEFINED 1 6,843
ENERGYSOUTH INC EQUITY 292970100 48 1,500 SH DEFINED 1 1,500
Enersis S.A.-ADR EQUITY 29274F104 332 13,500 SH DEFINED 1 13,500
ENGELHARD CORP EQUITY 292845104 1416 50,000 SH SOLE 2 50,000
ENGELHARD CORP COM EQUITY 292845104 23 814,692 SH SOLE 3 711,100 97,992
ENGELHARD CORP. EQUITY 292845104 1776 62,705 SH DEFINED 1 62,705
ENGINEERED SUPPORT SYS COM EQUITY 292866100 12 231,500 SH SOLE 3 231,500
ENGINEERED SUPPORT SYSTEMS EQUITY 292866100 159 3,032 SH DEFINED 1 3,032
ENNIS BUSINESS FORMS I EQUITY 293389102 76 5,811 SH DEFINED 1 5,811
ENPRO INDUSTRIES INC EQUITY 29355X107 1 SH DEFINED 1 1
ENSCO INTERNATIONAL, INC. EQUITY 26874Q100 4768 174,894 SH DEFINED 1 174,894
ENSCO INTL INC EQUITY 26874Q100 7360 270,000 SH SOLE 2 270,000
ENSCO INTL INC COM EQUITY 26874Q100 22 798,482 SH SOLE 3 690,700 100,982
ENTEGRIS INC EQUITY 29362U104 239 16,377 SH DEFINED 1 16,377
ENTERASYS NETWORKS INC EQUITY 293637104 103 57,660 SH DEFINED 1 57,660
ENTERCOM COMM CORP CL A EQUITY 293639100 28 607,100 SH SOLE 3 596,400 10,700
ENTERCOM COMMUNICATIONS CORP. EQUITY 293639100 2923 63,689 SH DEFINED 1 63,689
ENTERGY ARKANSAS INC EQUITY 29364G103 4408 103,855 SH DEFINED 1 103,855
ENTERTAINMENT PROPERTIES TRUST EQUITY 29380T105 151 6,109 SH DEFINED 1 6,109
ENTRAVISION COMMUNIC EQUITY 29382R107 8 629 SH DEFINED 1 629
ENTRUST TECHNOLOGIES INC. EQUITY 293848107 47 17,103 SH DEFINED 1 17,103
ENZO BIOCHEM, INC. EQUITY 294100102 118 8,235 SH DEFINED 1 8,235
ENZON INC EQUITY 293904108 378 15,342 SH DEFINED 1 15,342
EOG RESOURCES INC EQUITY 26875P101 2133 53,719 SH DEFINED 1 53,719
EOG RESOURCES INC EQUITY 26875P101 596 15,000 SH SOLE 2 15,000
EOG RESOURCES INC EQUITY 26875P101 596 15,000 SH SOLE 2 15,000
EON LABS INC EQUITY 29412E100 62 3,510 SH DEFINED 1 3,510
EON LABS INC EQUITY 29412E100 1067 60,000 SH SOLE 2 60,000
EPIQ SYSTEMS INC EQUITY 26882D109 60 3,528 SH DEFINED 1 3,528
EPIX MEDICAL INC EQUITY 26881Q101 47 4,462 SH DEFINED 1 4,462
EQUIFAX, INC. EQUITY 294429105 1929 71,462 SH DEFINED 1 71,462
EQUITABLE RESOURCES, INC. EQUITY 294549100 2806 81,817 SH DEFINED 1 81,817
EQUITY INNS, INC. EQUITY 294703103 116 14,450 SH DEFINED 1 14,450
EQUITY OFFICE PPTYS TR COM EQUITY 294741103 54 1,807,319 SH SOLE 3 1,475,758 331,561
EQUITY OFFICE PROPERTIES TRUST EQUITY 294741103 12703 422,020 SH DEFINED 1 422,020
EQUITY ONE COM EQUITY 294752100 5 338,200 SH SOLE 3 282,500 55,700
EQUITY ONE INC EQUITY 294752100 31 2,202 SH DEFINED 1 2,203
EQUITY RESIDENT PPTYS SH BEN I EQUITY 29476L107 30 1,027,100 SH SOLE 3 831,207 195,893
EQUITY RESIDENTIAL EQUITY 29476L107 3657 127,213 SH DEFINED 1 127,213
ERESEARCHTECHNOLOGY IN EQUITY 29481V108 49 1,930 SH DEFINED 1 1,930
ERICSSON LMTEL CO.-ADR SERIES B EQUITY 294821400 37 25,870 SH DEFINED 1 25,870
ERIE INDEMNITY COMPA EQUITY 29530P102 13 332 SH DEFINED 1 332
ESCALADE INC EQUITY 296056104 29 1,283 SH DEFINED 1 1,283
ESCO ELECTRONICS CORP EQUITY 296315104 149 4,263 SH DEFINED 1 4,263
ESPEED INC EQUITY 296643109 88 8,029 SH DEFINED 1 8,029
ESPERION THERAPEUTICS COM EQUITY 29664R106 2 404,700 SH SOLE 3 404,700
ESPERION THERAPEUTICS INC (USD) EQUITY 29664R106 57 10,440 SH DEFINED 1 10,440
ESS TECHNOLOGY INC COM EQUITY 269151106 29 1,635,300 SH SOLE 3 1,611,400 23,900
ESS TECHNOLOGY, INC. EQUITY 269151106 200 11,417 SH DEFINED 1 11,417
ESSEX PROPERTY TRUST, INC. EQUITY 297178105 4832 88,332 SH DEFINED 1 88,332
ESTEE LAUDER COMPANIES-CL A EQUITY 518439104 52 1,478 SH DEFINED 1 1,478
ESTERLINE TECHNOLOGIES CORP. EQUITY 297425100 168 7,404 SH DEFINED 1 7,404
ETHAN ALLEN INTERIOR EQUITY 297602104 16 448 SH DEFINED 1 448
EUNIVERSE INC EQUITY 298412107 26 4,268 SH DEFINED 1 4,268
EURONET WORLDWIDE INC EQUITY 298736109 81 5,089 SH DEFINED 1 5,089
EVEREST RE GROUP, LTD EQUITY G3223R108 3665 65,500 SH DEFINED 1 65,500
EVERGREEN RES INC COM NO PAR EQUITY 299900308 33 777,298 SH SOLE 3 756,700 20,598
EVERGREEN RESOURCES, INC. EQUITY 299900308 288 6,767 SH DEFINED 1 6,767
EVOLVE SOFTWARE INC. EQUITY 30049P104 161 1,239,564 SH DEFINED 1 1,239,564
EXACT SCIENCES CORP (USD) EQUITY 30063P105 65 4,073 SH DEFINED 1 4,073
EXAR CORP. EQUITY 300645108 275 13,941 SH DEFINED 1 13,941
EXCEL TECHNOLOGY EQUITY 30067T103 66 3,121 SH DEFINED 1 3,121
EXELIXIS, INC. EQUITY 30161Q104 121 16,100 SH DEFINED 1 16,100
EXELON CORP EQUITY 30161N101 7673 146,720 SH DEFINED 1 146,720
EXPEDIA INC -CL A EQUITY 302125109 8 136 SH DEFINED 1 136
EXPEDITORS INTERNATIONAL OF WA EQUITY 302130109 4434 133,710 SH DEFINED 1 133,710
EXPLORATION CO EQUITY 302133202 38 5,555 SH DEFINED 1 5,555
EXPRESS SCRIPTS, INC. EQUITY 302182100 6286 125,450 SH DEFINED 1 125,450
EXPRESSJET HOLDINGS IN EQUITY 30218U108 140 10,718 SH DEFINED 1 10,718
EXTENDED STAY AMERICA INC EQUITY 30224P101 1937 119,435 SH DEFINED 1 119,435
EXTREME NETWORK INC EQUITY 30226D106 371 36,759 SH DEFINED 1 36,759
EXULT INC EQUITY 302284104 110 16,879 SH DEFINED 1 16,879
EXXON MOBIL CORP EQUITY 30231G102 7979 195,000 SH SOLE 2 195,000
EXXON MOBIL CORP EQUITY 30231G102 30806 753,112 SH SOLE 2 753,112
EXXON MOBIL CORP. EQUITY 30231G102 143376 3,503,812 SH DEFINED 1 3,503,812
F A O INC EQUITY 30240S105 47 5,945 SH DEFINED 1 5,945
F N B CORP VA EQUITY 302930102 63 2,081 SH DEFINED 1 2,081
F&M BANCORP/FREDERICK EQUITY 302367107 136 3,868 SH DEFINED 1 3,868
F5 NETWORKS INC EQUITY 315616102 77 7,909 SH DEFINED 1 7,909
FACTORY 2-U STORES, INC. EQUITY 303072102 64 4,621 SH DEFINED 1 4,621
FACTSET RESEARCH SYSTEMS, INC. EQUITY 303075105 221 7,431 SH DEFINED 1 7,431
FAIRCHILD SEMICONDUCTOR CORP. EQUITY 303726103 4121 169,597 SH DEFINED 1 169,597
FALCONSTOR SOFTWARE INC EQUITY 306137100 51 12,148 SH DEFINED 1 12,148
FAMILY DOLLAR STORES, INC. EQUITY 307000109 2813 79,805 SH DEFINED 1 79,805
FARMER BROS. CO. EQUITY 307675108 115 318 SH DEFINED 1 318
FARMERS CAPITAL BANK CORP EQUITY 309562106 77 2,196 SH DEFINED 1 2,196
FASTENAL CO COM EQUITY 311900104 6 145,800 SH SOLE 3 127,700 16,900
FASTENAL CO. EQUITY 311900104 3767 97,817 SH DEFINED 1 97,817
FBL FINANCIAL GROUP, INC., CLASS A EQUITY 30239F106 90 4,076 SH DEFINED 1 4,076
FBR ASSET INVESTMENT CORP EQUITY 30241E303 185 5,541 SH DEFINED 1 5,541
FEDERAL AGRIC MTG CORP EQUITY 313148306 76 2,836 SH DEFINED 1 2,836
FEDERAL NATIONAL MORTGAGE ASSO EQUITY 313586109 40397 547,760 SH DEFINED 1 547,760
FEDERAL REALTY INVESTMENT TR. EQUITY 313747206 4783 172,620 SH DEFINED 1 172,620
FEDERAL SIGNAL CORP. EQUITY 313855108 1775 73,961 SH DEFINED 1 73,961
FEDERATED DEPT STORES INC EQUITY 31410H101 5655 150,000 SH SOLE 2 150,000
FEDERATED DEPT STORES INC EQUITY 31410H101 3216 81,000 SH SOLE 2 81,000
FEDERATED DEPT STORES, INC. EQUITY 31410H101 3700 93,190 SH DEFINED 1 93,190
FEDERATED INVESTORS EQUITY 314211103 40 1,147 SH DEFINED 1 1,148
FEDEX CORPORATION EQUITY 31428X106 7151 133,910 SH DEFINED 1 133,910
FEI COMPANY EQUITY 30241L109 1223 49,904 SH DEFINED 1 49,904
FELCOR LODGING TRUST, INC. EQUITY 31430F101 291 15,872 SH DEFINED 1 15,872
FERRO CORP. EQUITY 315405100 1871 62,069 SH DEFINED 1 62,069
FIDELITY BANKSHARES INC EQUITY 31604Q107 125 5,638 SH DEFINED 1 5,638
FIDELITY NATIONAL FINANCIAL EQUITY 316326107 3905 123,583 SH DEFINED 1 123,583
FIDELITY NATL INFO SOLUTIONS EQUITY 31620P109 47 1,951 SH DEFINED 1 1,951
FIFTH THIRD BANCORP EQUITY 316773100 17696 265,499 SH DEFINED 1 265,499
FILENET CORP. EQUITY 316869106 172 11,887 SH DEFINED 1 11,887
FINANCIAL FED CORP COM EQUITY 317492106 13 382,800 SH SOLE 3 382,800
FINANCIAL FEDERAL CORP. EQUITY 317492106 135 4,065 SH DEFINED 1 4,065
FINANCIAL INDS CORP EQUITY 317574101 51 2,795 SH DEFINED 1 2,795
FINCANCIAL INSTITUTIONS INC EQUITY 317585404 105 2,772 SH DEFINED 1 2,772
FINISAR CORPORATION EQUITY 31787A101 113 47,491 SH DEFINED 1 47,491
FINISH LINE, INC. EQUITY 317923100 120 6,708 SH DEFINED 1 6,708
FINLAY ENTERPRISES INC. EQUITY 317884203 31 1,900 SH DEFINED 1 1,900
FIRST AMERICAN CAP TRUST CLASS A EQUITY 318522307 24 1,034 SH DEFINED 1 1,034
FIRST BANCORP NORTH CAROLINA EQUITY 318910106 71 2,586 SH DEFINED 1 2,586
FIRST BANCORP/PUERTO RICO EQUITY 318672102 299 7,923 SH DEFINED 1 7,923
FIRST BANKS AMERICA INC EQUITY 31928N103 11 269 SH DEFINED 1 269
FIRST BUSEY CORP EQUITY 319383105 72 3,227 SH DEFINED 1 3,227
FIRST CHARTER CORP. EQUITY 319439105 199 11,000 SH DEFINED 1 11,000
FIRST CITIZENS BANCSHARES, INC CLASS EQUITY 31946M103 240 2,167 SH DEFINED 1 2,167
FIRST CMNTY BANCORP CA EQUITY 31983B101 40 1,742 SH DEFINED 1 1,742
FIRST COMMONWEALTH FINANCIAL EQUITY 319829107 283 20,962 SH DEFINED 1 20,962
FIRST COMMUNITY BANCSHARES INC EQUITY 31983A103 106 3,156 SH DEFINED 1 3,156
FIRST CONSULTING GROUP, INC. EQUITY 31986R103 56 6,478 SH DEFINED 1 6,478
FIRST DATA CORP EQUITY 319963104 14977 402,600 SH SOLE 2 402,600
FIRST DATA CORP COM EQUITY 319963104 2 62,000 SH SOLE 3 62,000
FIRST DATA CORP. EQUITY 319963104 17163 461,380 SH DEFINED 1 461,380
FIRST DEFIANCE FINL CO EQUITY 32006W106 38 1,898 SH DEFINED 1 1,898
FIRST ESSEX BANCORP INC EQUITY 320103104 81 2,381 SH DEFINED 1 2,381
FIRST FEDERAL CAPITAL CORP. EQUITY 319960100 136 6,138 SH DEFINED 1 6,138
FIRST FINANCIAL BANCORP EQUITY 320209109 252 12,863 SH DEFINED 1 12,863
FIRST FINANCIAL BANKSHARES EQUITY 32020R109 184 4,409 SH DEFINED 1 4,409
FIRST FINANCIAL CORP. EQUITY 320218100 125 2,440 SH DEFINED 1 2,440
FIRST FINANCIAL HOLDINGS, INC. EQUITY 320239106 157 4,799 SH DEFINED 1 4,799
FIRST HEALTH GROUP CORP EQUITY 320960107 2243 80,000 SH SOLE 2 80,000
FIRST HEALTH GROUP CORP. EQUITY 320960107 3665 130,710 SH DEFINED 1 130,710
FIRST HORIZON PHARMACE COM EQUITY 32051K106 7 343,100 SH SOLE 3 343,100
FIRST HORIZON PHARMACEUTICAL EQUITY 32051K106 165 7,954 SH DEFINED 1 7,954
FIRST INDIANA CORP. EQUITY 32054R108 90 4,145 SH DEFINED 1 4,145
FIRST INDUSTRIAL REALITY TRUST EQUITY 32054K103 1037 31,570 SH DEFINED 1 31,570
FIRST INDUSTRIAL RLTY COM EQUITY 32054K103 23 692,600 SH SOLE 3 574,857 117,743
FIRST MERCHANTS CORP. EQUITY 320817109 148 4,932 SH DEFINED 1 4,932
FIRST MIDWEST BANCORP, INC. EQUITY 320867104 19 701 SH DEFINED 1 701
FIRST NATL CORP ORANGE EQUITY 320942105 75 2,482 SH DEFINED 1 2,482
FIRST NIAGARA FINANCIAL GRP EQUITY 33582U100 92 3,328 SH DEFINED 1 3,328
FIRST OAK BROOK BANCSH EQUITY 335847208 49 1,538 SH DEFINED 1 1,538
FIRST PLACE FINANCIAL CORP EQUITY 33610T109 91 4,561 SH DEFINED 1 4,561
FIRST REPUBLIC BANK EQUITY 336158100 101 3,675 SH DEFINED 1 3,675
FIRST SENTINEL BANCORP INC EQUITY 33640T103 122 8,843 SH DEFINED 1 8,843
FIRST SOUTH BANCORP IN EQUITY 33646W100 37 1,007 SH DEFINED 1 1,007
FIRST ST BANCORPORATIO EQUITY 336453105 38 1,475 SH DEFINED 1 1,475
FIRST TENNESSEE NATIONAL CORP. EQUITY 337162101 2249 58,714 SH DEFINED 1 58,714
FIRST VIRGINIA BANKS, INC. EQUITY 337477103 3319 61,892 SH DEFINED 1 61,893
FIRSTENERGY CORP. EQUITY 337932107 8076 241,939 SH DEFINED 1 241,939
FIRSTFED AMER BANCORP EQUITY 337929103 47 1,980 SH DEFINED 1 1,980
FIRSTFED FINANCIAL CORP. EQUITY 337907109 179 6,163 SH DEFINED 1 6,163
FIRSTMERIT CORP. EQUITY 337915102 3029 109,830 SH DEFINED 1 109,830
FIRSTSERVICE CORP SUB VTG SH EQUITY 33761N109 8 300,100 SH SOLE 3 300,100
FISERV INC COM EQUITY 337738108 16 425,322 SH SOLE 3 382,935 39,087
FISERV, INC. EQUITY 337738108 3491 95,103 SH DEFINED 1 95,103
FISHER COMMUNICATIONS INC EQUITY 337756209 104 1,764 SH DEFINED 1 1,764
FISHER SCIENTIFIC INT'L., INC. EQUITY 338032204 21 760 SH DEFINED 1 761
FLAGSTAR BANCORP, INC. EQUITY 337930101 111 4,809 SH DEFINED 1 4,809
FLEETBOSTON FINANCIAL CORP. EQUITY 339030108 17068 527,610 SH DEFINED 1 527,610
FLEETBOSTON FINL CORP EQUITY 339030108 3698 114,300 SH SOLE 2 114,300
FLEETBOSTON FINL CORP EQUITY 339030108 9074 280,500 SH SOLE 2 280,500
FLEETWOOD ENTERPRISES, INC. EQUITY 339099103 109 12,486 SH DEFINED 1 12,486
FLEMING COMPANIES, INC EQUITY 339130106 249 13,697 SH DEFINED 1 13,697
FLEXTRONICS INTERNATIONAL LTD EQUITY Y2573F102 112 15,760 SH DEFINED 1 16
FLEXTRONICS INTL LTD EQUITY Y2573F102 7 1,000 SH SOLE 2 1,000
FLIR SYSTEMS INC (USD) EQUITY 302445101 224 5,338 SH DEFINED 1 5,338
FLORIDA EAST COAST INDUSTRIES EQUITY 340632108 206 8,126 SH DEFINED 1 8,126
FLORIDA ROCK INDUSTRIES, INC. EQUITY 341140101 252 7,037 SH DEFINED 1 7,037
FLOW INTERNATIONAL CORP EQUITY 343468104 32 4,698 SH DEFINED 1 4,698
FLOWERS FOODS INC EQUITY 343498101 204 7,884 SH DEFINED 1 7,884
FLOWSERVE CORP EQUITY 34354P105 2152 72,200 SH SOLE 2 72,200
FLOWSERVE CORP. EQUITY 34354P105 2124 71,272 SH DEFINED 1 71,272
FLUOR CORP EQUITY 343412102 1539 39,508 SH DEFINED 1 39,508
FLUSHING FINANCIAL CORP EQUITY 343873105 73 3,560 SH DEFINED 1 3,560
FMC CORP. EQUITY 302491303 1638 54,285 SH DEFINED 1 54,285
FMC TECHNOLOGIES INC EQUITY 30249U101 1753 84,436 SH DEFINED 1 84,436
FMC TECHNOLOGIES INC COM EQUITY 30249U101 30 1,464,346 SH SOLE 3 1,427,400 36,946
FNB CORP. EQUITY 302520101 17 633 SH DEFINED 1 633
FOAMEX INTERNATIONAL, INC. EQUITY 344123104 85 7,694 SH DEFINED 1 7,694
FOCAL COMMUNICATION CORP EQUITY 344155205 1 SH DEFINED 1 1
FOMENTO ECONOMICO MEX-SP ADR EQUITY 344419106 314 8,000 SH DEFINED 1 8,000
FOOT LOCKER INC EQUITY 344849104 29 2,002 SH DEFINED 1 2,002
FOOTSTAR, INC. EQUITY 344912100 176 7,181 SH DEFINED 1 7,181
FORD MOTOR CO. EQUITY 345370860 13230 826,870 SH DEFINED 1 826,870
FORD MOTOR COMPANY NEW EQUITY 345370860 12313 769,751 SH SOLE 2 769,751
FORD MTR CO DEL EQUITY 345370860 2080 130,000 SH SOLE 2 130,000
FOREST CITY ENTERPRISES, INC. CLASS A EQUITY 345550107 11 320 SH DEFINED 1 321
FOREST LABORATORIES, INC. EQUITY 345838106 5697 80,460 SH DEFINED 1 80,460
FOREST LABS INC EQUITY 345838106 8277 116,900 SH SOLE 2 116,900
FOREST OIL CORP EQUITY 346091705 1715 60,334 SH DEFINED 1 60,334
FORRESTER RESEARCH, INC. EQUITY 346563109 98 5,074 SH DEFINED 1 5,074
FORTUNE BRANDS, INC. EQUITY 349631101 4069 72,653 SH DEFINED 1 72,653
FORWARD AIR CORP EQUITY 349853101 134 4,093 SH DEFINED 1 4,093
FOSSIL, INC. EQUITY 349882100 147 7,165 SH DEFINED 1 7,165
FOUNDRY NETWORKS INC EQUITY 35063R100 216 30,712 SH DEFINED 1 30,712
FOX ENTMT GROUP INC EQUITY 35138T107 4691 215,700 SH SOLE 2 215,700
FPIC INS GROUP INC EQUITY 302563101 47 3,138 SH DEFINED 1 3,138
FPL Group EQUITY 302571104 1800 30,000 SH DEFINED 4 30,000
FPL GROUP, INC. EQUITY 302571104 4737 78,970 SH DEFINED 1 78,970
FRANKLIN ELECTRIC CO., INC. EQUITY 353514102 108 2,288 SH DEFINED 1 2,288
FRANKLIN FINL CORP TEN EQUITY 353523202 25 971 SH DEFINED 1 971
FRANKLIN RESOURCES, INC. EQUITY 354613101 5011 117,520 SH DEFINED 1 117,520
FREDDIE MAC EQUITY 313400301 21970 358,990 SH DEFINED 1 358,990
FRED'S INC. EQUITY 356108100 284 7,724 SH DEFINED 1 7,724
FREEMARKETS INC EQUITY 356602102 198 14,006 SH DEFINED 1 14,006
FREEPORT-MCMORAN COPPER & GOLD CLASS EQUITY 35671D857 1308 73,259 SH DEFINED 1 73,259
FREMONT GENERAL CORP. EQUITY 357288109 87 20,832 SH DEFINED 1 20,832
FRIEDMAN BILLINGS RAMSEY-A EQUITY 358433100 68 5,314 SH DEFINED 1 5,314
FRIEDMAN'S, INC., CLASS A EQUITY 358438109 77 5,918 SH DEFINED 1 5,918
FRONTIER AIRLINES, INC. EQUITY 359065109 86 10,538 SH DEFINED 1 10,538
FRONTIER FINANCIAL CORP. EQUITY 35907K105 169 5,758 SH DEFINED 1 5,758
FRONTIER OIL CORP. EQUITY 35914P105 164 9,315 SH DEFINED 1 9,315
FSI INTERNATIONAL, INC. EQUITY 302633102 70 9,347 SH DEFINED 1 9,347
FTI CONSULTING INC EQUITY 302941109 231 6,587 SH DEFINED 1 6,587
FUELCELL ENERGY INC EQUITY 35952H106 125 12,192 SH DEFINED 1 12,192
FULTON FIN CORP EQUITY 360271100 28 1,493 SH DEFINED 1 1,493
FURNITURE BRANDS INTERNATIONAL EQUITY 360921100 2196 72,607 SH DEFINED 1 72,607
FURNITURE BRANDS INTL COM EQUITY 360921100 45 1,471,215 SH SOLE 3 1,446,115 25,100
FURNITURE BRANDS INTL INC EQUITY 360921100 2269 75,000 SH SOLE 2 75,000
FURNITURE BRANDS INTL INC EQUITY 360921100 6942 229,500 SH SOLE 2 229,500
FUTURELINK CORP EQUITY 36114Q307 14,556 SH SOLE 2 14,556
G & K SERVICES, INC. CLASS A EQUITY 361268105 239 6,966 SH DEFINED 1 6,966
GABELLI ASSET MANAGEMENT, INC. EQUITY 36239Y102 81 2,223 SH DEFINED 1 2,223
GABLES RESIDENTIAL TR SH BEN I EQUITY 362418105 5 162,700 SH SOLE 3 144,355 18,345
GABLES RESIDENTIAL TRUST EQUITY 362418105 758 23,754 SH DEFINED 1 23,754
GAIAM INC EQUITY 36268Q103 29 1,957 SH DEFINED 1 1,957
GALEN HOLDINGS - ADR EQUITY 363240102 1102 39,385 SH DEFINED 1 39,385
GALLAGHER, ARTHUR J & CO EQUITY 363576109 7276 209,992 SH DEFINED 1 209,992
GALYANS TRADING INC EQUITY 36458R101 85 3,704 SH DEFINED 1 3,704
GAMESTOP CORP EQUITY 36466R101 5 255 SH DEFINED 1 255
GANNETT CO., INC. EQUITY 364730101 13081 172,340 SH DEFINED 1 172,340
GAP INC EQUITY 364760108 3966 279,135 SH SOLE 2 279,135
GAP, INC. EQUITY 364760108 5516 388,450 SH DEFINED 1 388,450
GARAN INC EQUITY 364802108 71 1,228 SH DEFINED 1 1,228
GARDNER DENVER, INC. EQUITY 365558105 113 5,661 SH DEFINED 1 5,661
GART SPORTS CO EQUITY 366630101 64 2,244 SH DEFINED 1 2,244
GARTNER INC. EQUITY 366651206 1014 107,900 SH DEFINED 1 107,900
GARTNER INC. CLASS A EQUITY 366651107 298 29,521 SH DEFINED 1 29,521
GATEWAY, INC. EQUITY 367626108 657 147,890 SH DEFINED 1 147,890
GATX CORP. EQUITY 361448103 1896 63,000 SH DEFINED 1 63,000
GAYLORD ENTERTAINMENT CO. EQUITY 367905106 173 7,859 SH DEFINED 1 7,859
GCI, INC. EQUITY 369385109 98 14,760 SH DEFINED 1 14,760
GEMSTAR-TV GUIDE INTERNATIONAL EQUITY 36866W106 84 15,503 SH DEFINED 1 15,503
GENCORP, INC. EQUITY 368682100 159 11,099 SH DEFINED 1 11,099
GENE LOGIC, INC. EQUITY 368689105 135 9,609 SH DEFINED 1 9,609
GENENCOR INTERNATIONAL INC EQUITY 368709101 34 3,451 SH DEFINED 1 3,451
GENENTECH INC EQUITY 368710406 1005 30,000 SH SOLE 2 30,000
GENENTECH, INC. EQUITY 368710406 905 27,010 SH DEFINED 1 27,010
GENERAL BINDING CORP EQUITY 369154109 36 2,127 SH DEFINED 1 2,127
GENERAL CABLE CORP. EQUITY 369300108 74 11,818 SH DEFINED 1 11,818
GENERAL COMMUNICATION CL A EQUITY 369385109 14 2,084,078 SH SOLE 3 2,020,400 63,678
General Dynamics EQUITY 369550108 2659 25,000 SH DEFINED 4 25,000
GENERAL DYNAMICS CORP COM EQUITY 369550108 5 48,000 SH SOLE 3 48,000
GENERAL DYNAMICS CORP. EQUITY 369550108 23794 223,730 SH DEFINED 1 223,730
General Elec Co EQUITY 369604103 2469 85,000 SH DEFINED 4 85,000
GENERAL ELEC CO EQUITY 369604103 16268 560,000 SH SOLE 2 560,000
GENERAL ELEC CO EQUITY 369604103 43873 1,510,400 SH SOLE 2 1,510,400
GENERAL ELECTRIC CO. EQUITY 369604103 195478 6,729,030 SH DEFINED 1 6,729,030
GENERAL ELECTRONIC COMPANY EQUITY 369604103 29 1,000 SH SOLE 2 1,000
GENERAL GROWTH PPTYS EQUITY 370021107 2 34,200 SH SOLE 3 34,200
GENERAL GROWTH PPTYS COM EQUITY 370021107 29 571,300 SH SOLE 3 461,927 109,373
GENERAL GROWTH PROPE EQUITY 370021107 46 899 SH DEFINED 1 900
GENERAL MILLS, INC. EQUITY 370334104 10115 229,475 SH DEFINED 1 229,475
GENERAL MOTORS CORP. EQUITY 370442105 13451 251,660 SH DEFINED 1 251,660
GENERAL MTRS CORP EQUITY 370442105 20198 481,902 SH SOLE 2 481,902
GENERAL MTRS CORP EQUITY 370442105 3742 70,000 SH SOLE 2 70,000
GENESCO, INC. EQUITY 371532102 175 7,176 SH DEFINED 1 7,176
GENESEE & WYO INC EQUITY 371559105 93 4,144 SH DEFINED 1 4,144
GENESIS HEALTH VENTURES EQUITY 37183F115 96 71,292 SH DEFINED 1 71292
GENESIS HEALTH VENTURES INC EQUITY 37183F107 991 49,319 SH DEFINED 1 49,319
GENESIS MICROCHIP INC EQUITY 37184C103 91 10,904 SH DEFINED 1 10,904
GENETECH INC EQUITY 368710406 25 905 SH SOLE 2 905
GENTA INC EQUITY 37245M207 115 13,816 SH DEFINED 1 13,816
GENTA INC EQUITY 37245M207 1658 200,000 SH SOLE 2 200,000
GENTEX CORP. EQUITY 371901109 2680 97,552 SH DEFINED 1 97,552
GENTIVA HEALTH SERVICES EQUITY 37247A102 132 14,647 SH DEFINED 1 14,648
GENUINE PARTS CO EQUITY 372460105 1220 35,000 SH SOLE 2 35,000
GENUINE PARTS CO EQUITY 372460105 9724 278,862 SH SOLE 2 278,862
GENUINE PARTS CO. EQUITY 372460105 2815 80,731 SH DEFINED 1 80,731
GENZYME CORP EQUITY 372917708 8 1,708 SH SOLE 2 1,708
GENZYME-MOLECULAR ONCOLOGY- EQUITY 372917104 6053 314,620 SH DEFINED 1 314,620
GENZYME-MOLECULAR ONCOLOGY- BIOSURGER EQUITY 372917708 61 13,395 SH DEFINED 1 13,395
GEORGIA GULF CORP EQUITY 373200203 1933 73,100 SH SOLE 2 73,100
GEORGIA GULF CORP. EQUITY 373200203 259 9,811 SH DEFINED 1 9,811
GEORGIA-PACIFIC CORP. EQUITY 373298108 2637 107,291 SH DEFINED 1 107,291
GERDAU SA-SPON ADR EQUITY 373737105 451 43,200 SH DEFINED 1 43,200
GERMAN AMERICAN BANCORP EQUITY 373865104 62 3,330 SH DEFINED 1 3,330
GERON CORP EQUITY 374163103 40 8,821 SH DEFINED 1 8,821
GETTY IMAGES, INC. EQUITY 374276103 9 416 SH DEFINED 1 416
GETTY REALTY CORP. EQUITY 374297109 2138 105,560 SH DEFINED 1 105,560
GIBRALTAR STEEL CORP. EQUITY 37476F103 67 3,016 SH DEFINED 1 3,016
GILEAD SCIENCES INC EQUITY 375558103 1315 40,000 SH SOLE 2 40,000
GILEAD SCIENCES, INC. EQUITY 375558103 8445 256,829 SH DEFINED 1 256,829
GILLETTE CO EQUITY 375766102 5019 148,175 SH SOLE 2 148,175
GILLETTE CO EQUITY 375766102 12277 362,475 SH SOLE 2 362,475
GILLETTE CO. EQUITY 375766102 16192 478,060 SH DEFINED 1 478,060
GLACIER BANCORP, INC. EQUITY 37637Q105 139 5,660 SH DEFINED 1 5,660
GLADSTONE CAP CORP EQUITY 376535100 2153 119,300 SH SOLE 2 119,300
GLADSTONE CAPITAL CORP EQUITY 376535100 57 3,165 SH DEFINED 1 3,165
GLATFELTER, P.H. CO. EQUITY 377316104 1106 58,810 SH DEFINED 1 58,810
GLAXO PLC EQUITY 37733W105 64 1,575 SH SOLE 2 1,575
GLENBOROUGH REALTY TRUST, INC EQUITY 37803P105 5826 245,802 SH DEFINED 1 245,802
GLIMCHER REALTY TRUST EQUITY 379302102 2873 155,317 SH DEFINED 1 155,317
Glimcher Realty Trust EQUITY 379302102 833 45,000 SH DEFINED 4 45,000
GLIMCHER RLTY TR SH BEN INT EQUITY 379302102 6 324,300 SH SOLE 3 287,800 36,500
GLOBAL IMAGING SYSTEMS, INC. EQUITY 37934A100 54 2,862 SH DEFINED 1 2,862
GLOBAL INDUSTRIES LT EQUITY 379336100 166 23,774 SH DEFINED 1 23,774
GLOBAL PAYMENTS INC. EQUITY 37940X102 15 512 SH DEFINED 1 512
GLOBAL POWER EQUIPME EQUITY 37941P108 79 7,957 SH DEFINED 1 7,957
GLOBALSANTAFE CORPORATION EQUITY G3930E101 2462 90,000 SH SOLE 2 90,000
GLOBALSANTAFE CORPORATION EQUITY G3930E101 12823 468,839 SH SOLE 2 468,839
GLOBESPAN VIRATA INC EQUITY 37957V106 165 42,630 SH DEFINED 1 42,630
GOLD BANK CORP., INC. EQUITY 379907108 116 10,564 SH DEFINED 1 10,564
GOLD FIELDS LTD-SPONS ADR EQUITY 38059T106 733 65,300 SH DEFINED 1 65,300
GOLDCORP INC EQUITY 380956409 3075 309,000 SH SOLE 2 309,000
GOLDEN STATE BANCORP, INC. EQUITY 381197102 8207 226,395 SH DEFINED 1 226,395
GOLDEN TELECOM INC EQUITY 38122G107 118 6,732 SH DEFINED 1 6,732
GOLDEN WEST FINANCIAL CORP. EQUITY 381317106 4780 69,500 SH DEFINED 1 69,500
GOLDMAN SACHS GROUP INC EQUITY 38141G104 28840 393,190 SH DEFINED 1 393,190
GOODRICH CORP. EQUITY 382388106 1289 47,173 SH DEFINED 1 47,173
GOODYEAR TIRE & RUBBER CO. EQUITY 382550101 1409 75,330 SH DEFINED 1 75,330
GOODYS FAMILY CLOTHING EQUITY 382588101 65 5,648 SH DEFINED 1 5,648
GORMAN RUPP CO COM EQUITY 383082104 83 2,625 SH DEFINED 1 2,625
GRACE, W.R. & CO. EQUITY 38388F108 224 74,731 SH DEFINED 1 74,731
GRACO INC COM EQUITY 384109104 21 833,300 SH SOLE 3 820,100 13,200
GRACO, INC. EQUITY 384109104 17 661 SH DEFINED 1 661
GRAFTECH INTERNATIONAL LTD EQUITY 384313102 1128 91,679 SH DEFINED 1 91,679
GRANITE CONSTRUCTION, INC. EQUITY 387328107 1623 64,154 SH DEFINED 1 64,154
GRANITE ST BANKSHARES EQUITY 387472103 61 1,848 SH DEFINED 1 1,848
GRANT PRIDE INC EQUITY 38821G101 1541 113,605 SH SOLE 2 113,605
GRANT PRIDECO INC EQUITY 38821G101 1949 143,336 SH DEFINED 1 143,336
GRANT PRIDECO INC COM EQUITY 38821G101 15 1,090,600 SH SOLE 3 1,071,300 19,300
GRAPHIC PACKAGING INTL EQUITY 388690109 75 8,081 SH DEFINED 1 8,081
GRAY COMMUNICATIONS SYSTEMS EQUITY 389190109 57 3,176 SH DEFINED 1 3,176
GREAT AMERICAN FINANCIAL RES EQUITY 389915109 50 2,608 SH DEFINED 1 2,608
GREAT ATLANTIC & PACIFIC TEA EQUITY 390064103 112 5,966 SH DEFINED 1 5,966
GREAT LAKES CHEM CORP. EQUITY 390568103 1011 38,170 SH DEFINED 1 38,170
GREAT LAKES REIT, INC. EQUITY 390752103 89 4,688 SH DEFINED 1 4,688
GREAT PLAINS ENERGY INC EQUITY 391164100 11434 536,646 SH DEFINED 1 524,608
GREAT SOUTHERN BANCORP, INC. EQUITY 390905107 81 2,025 SH DEFINED 1 2,025
GREATER BAY BANCORP EQUITY 391648102 2004 65,153 SH DEFINED 1 65,153
GREEN MOUNTAIN COFFEE INC EQUITY 393122106 24 1,119 SH DEFINED 1 1,119
GREENPOINT FINANCIAL CORP. EQUITY 395384100 7595 154,682 SH DEFINED 1 154,682
GREIF BROTHERS CORP., CLASS A EQUITY 397624107 154 4,609 SH DEFINED 1 4,609
GREY GLOBAL GROUP INC EQUITY 39787M108 183 265 SH DEFINED 1 265
GREY WOLF, INC. EQUITY 397888108 244 59,700 SH DEFINED 1 59,700
GRIFFON CORP COM EQUITY 398433102 17 963,500 SH SOLE 3 949,300 14,200
GRIFFON CORP. EQUITY 398433102 171 9,445 SH DEFINED 1 9,445
GROUP 1 AUTOMOTIVE, INC. EQUITY 398905109 255 6,689 SH DEFINED 1 6,689
Grupo Televisa S.A. GDR (ADR) EQUITY 40049J206 1469 39,300 SH DEFINED 1 39,300
GSI COMMERCE INC EQUITY 36238G102 50 6,667 SH DEFINED 1 6,667
GT GROUP TELECOM INC CL B EQUITY 362359408 2 35,000 SH DEFINED 1 35,000
GTECH HOLDINGS CORP. EQUITY 400518106 1895 74,208 SH DEFINED 1 74,208
GUESS? INC EQUITY 401617105 19 2,678 SH DEFINED 1 2,678
GUIDANT CORP. EQUITY 401698105 10140 335,430 SH DEFINED 1 335,430
GUILFORD PHARMACEUTICALS INC EQUITY 401829106 65 8,625 SH DEFINED 1 8,625
GUITAR CENTER, INC. EQUITY 402040109 90 4,867 SH DEFINED 1 4,867
GULF ISLAND FABRICATION, INC. EQUITY 402307102 46 2,501 SH DEFINED 1 2,501
GULFMARK OFFSHORE, INC. EQUITY 402629109 99 2,396 SH DEFINED 1 2,396
GYMBOREE CORP EQUITY 403777105 1849 115,400 SH SOLE 2 115,400
GYMBOREE CORP. EQUITY 403777105 137 8,535 SH DEFINED 1 8,535
H J HEINZ CO. EQUITY 423074103 6833 166,250 SH DEFINED 1 166,250
H.B. FULLER CO. EQUITY 359694106 1356 46,310 SH DEFINED 1 46,310
HAEMONETICS CORP. EQUITY 405024100 187 6,419 SH DEFINED 1 6,419
HAIN CELESTIAL GROUP INC EQUITY 405217100 155 8,385 SH DEFINED 1 8,385
HALL KINOIN & ASSOCIATES INC. EQUITY 406069104 27 3,603 SH DEFINED 1 3,603
HALLIBURTON CO. EQUITY 406216101 4648 291,606 SH DEFINED 1 291,606
HALLIBURTON COMPANY EQUITY 406216101 62 4,375 SH SOLE 2 4,375
Halliburton Company EQUITY 406216101 1435 90,000 SH DEFINED 4 90,000
HANCOCK FABRICS, INC. EQUITY 409900107 112 6,049 SH DEFINED 1 6,049
HANCOCK HOLDING CO. EQUITY 410120109 213 3,167 SH DEFINED 1 3,167
HANDLEMAN CO. EQUITY 410252100 128 8,857 SH DEFINED 1 8,857
HANDSPRING INC EQUITY 410293104 27 15,342 SH DEFINED 1 15,342
HANGER ORTHOPEDIC GROUP EQUITY 41043F208 105 6,894 SH DEFINED 1 6,894
HANMI FINL CORP EQUITY 410495105 53 3,118 SH DEFINED 1 3,118
HANOVER COMPRESSOR COMPANY EQUITY 410768105 1364 101,032 SH DEFINED 1 101,032
HARBOR FLORIDA BANCSHARES EQUITY 411901101 158 7,605 SH DEFINED 1 7,605
HARLAND, JOHN H. CO. EQUITY 412693103 294 10,422 SH DEFINED 1 10,422
HARLEY DAVIDSON INC EQUITY 412822108 2564 50,000 SH SOLE 2 50,000
HARLEY DAVIDSON INC EQUITY 412822108 3589 70,000 SH SOLE 2 70,000
HARLEY-DAVIDSON FUNDING EQUITY 412822108 8709 169,870 SH DEFINED 1 169,870
HARLEYSVILLE GROUP, INC. EQUITY 412824104 293 10,570 SH DEFINED 1 10,570
HARLEYSVILLE NATIONAL CORP. EQUITY 412850109 176 6,511 SH DEFINED 1 6,511
HARMAN INT'L INDUSTRIES, INC. EQUITY 413086109 18 361 SH DEFINED 1 361
HARMONIC INC. EQUITY 413160102 78 21,262 SH DEFINED 1 21,262
HARRAH'S ENTERTAINMENT, INC. EQUITY 413619107 2354 53,082 SH DEFINED 1 53,082
HARRIS CORP. EQUITY 413875105 3101 85,568 SH DEFINED 1 85,568
HARRIS INTERACTIVE INC EQUITY 414549105 45 13,207 SH DEFINED 1 13,207
HARSCO CORP. EQUITY 415864107 1946 51,880 SH DEFINED 1 51,880
HARTE-HANKS COMMUNICATIONS EQUITY 416196103 2494 121,358 SH DEFINED 1 121,358
HARTFORD FINANCIAL SVCS GROUP EQUITY 416515104 7474 125,680 SH DEFINED 1 125,680
HARVARD BIOSCIENCE INC EQUITY 416906105 35 6,249 SH DEFINED 1 6,249
HARVEST NATURAL RESOUR EQUITY 41754V103 62 12,380 SH DEFINED 1 12,380
HASBRO, INC. EQUITY 418056107 1081 79,704 SH DEFINED 1 79,704
HAVERTY FURNITURE COMPANIES EQUITY 419596101 108 5,445 SH DEFINED 1 5,445
HAWAIIAN ELECTRIC INDUSTRIES, EQUITY 419870100 6885 161,813 SH DEFINED 1 161,813
HAWTHORNE FINL CORP EQUITY 420542102 68 2,097 SH DEFINED 1 2,097
HCA INC EQUITY 404119109 6650 140,000 SH SOLE 2 140,000
HCA INC EQUITY 404119109 16815 354,000 SH SOLE 2 354,000
HCA INC. EQUITY 404119109 15376 359,026 SH DEFINED 1 359,026
HCC INSURANCE HOLDINGS, INC. EQUITY 404132102 2118 80,395 SH DEFINED 1 80,395
HEADWATERS INC EQUITY 42210P102 139 8,837 SH DEFINED 1 8,837
HEALTH CARE PPTY INVS COM EQUITY 421915109 4 103,600 SH SOLE 3 83,068 20,532
HEALTH CARE PPTYS INVEST INC EQUITY 421915109 36 828 SH DEFINED 1 828
HEALTH CARE REIT INC COM EQUITY 42217K106 16 535,400 SH SOLE 3 436,500 98,900
HEALTH CARE REIT, INC. EQUITY 42217K106 395 13,193 SH DEFINED 1 13,193
HEALTH MANAGEMENT ASSOC. EQUITY 421933102 2247 111,500 SH DEFINED 1 111,500
HEALTH NET INC. CLASS A EQUITY 42222G108 4335 161,953 SH DEFINED 1 161,953
HEALTHCARE REALTY TRUST, INC. EQUITY 421946104 479 14,963 SH DEFINED 1 14,963
HEALTHCARE RLTY TR COM EQUITY 421946104 9 288,200 SH SOLE 3 231,501 56,699
HEALTHCARE SVCS GRP IN EQUITY 421906108 51 3,310 SH DEFINED 1 3,310
HEALTHEXTRAS INC EQUITY 422211102 119 23,483 SH DEFINED 1 23,483
HEALTHSOUTH CORP EQUITY 421924101 2331 182,248 SH DEFINED 1 182,248
HEALTHTRONICS SURGICAL EQUITY 42222L107 50 2,833 SH DEFINED 1 2,833
HEARST-ARGYLE TELEVI EQUITY 422317107 6 244 SH DEFINED 1 244
HEARTLAND EXPRESS INC EQUITY 422347104 2246 93,861 SH SOLE 2 93,861
HEARTLAND EXPRESS, INC. EQUITY 422347104 255 10,641 SH DEFINED 1 10,641
HECLA MNG CO EQUITY 422704106 125 26,695 SH DEFINED 1 26,695
HEICO CORP. EQUITY 422806109 71 5,039 SH DEFINED 1 5,039
HEIDRICK & STRUGGLES INT'L EQUITY 422819102 129 6,460 SH DEFINED 1 6,460
HELIX TECHNOLOGY CORP. EQUITY 423319102 192 9,317 SH DEFINED 1 9,317
HELMERICH & PAYNE, INC. EQUITY 423452101 4139 115,872 SH DEFINED 1 115,872
HENRY JACK & ASSOCIATES EQUITY 426281101 1945 116,547 SH DEFINED 1 116,547
HENRY SCHEIN INC EQUITY 806407102 2481 55,764 SH DEFINED 1 55,764
HERBALIFE INTL INC [B] EQUITY 426908307 122 6,384 SH DEFINED 1 6,384
HERCULES, INC. EQUITY 427056106 623 53,744 SH DEFINED 1 53,744
HERITAGE PPTY INVT TR COM EQUITY 42725M107 10 390,800 SH SOLE 3 324,200 66,600
HERITAGE PROPERTY INVESTMENT EQUITY 42725M107 5514 206,425 SH DEFINED 1 206,425
HERLEY INDS INC DEL EQUITY 427398102 90 4,264 SH DEFINED 1 4,264
HERLEY INDS INC DEL COM EQUITY 427398102 3 162,500 SH SOLE 3 162,500
HERMAN MILLER, INC. EQUITY 600544100 9267 456,499 SH DEFINED 1 456,499
HERSHEY FOODS CORP. EQUITY 427866108 4225 67,606 SH DEFINED 1 67,606
HEWITT ASSOCS INC COM EQUITY 42822Q100 8 360,200 SH SOLE 3 337,100 22,300
HEWLETT PACKARD CO EQUITY 428236103 1528 100,000 SH SOLE 2 100,000
HEWLETT PACKARD CO EQUITY 428236103 3757 245,809 SH SOLE 2 245,809
HEWLETT PACKARD CO. EQUITY 428236103 23457 1,535,166 SH DEFINED 1 1,535,166
HEXCEL CORP. EQUITY 428291108 37 8,509 SH DEFINED 1 8,509
HIBBETT SPORTING GOODS, INC. EQUITY 428565105 63 2,498 SH DEFINED 1 2,498
HIBERNIA CORP EQUITY 428656102 4033 203,800 SH SOLE 2 203,800
HIBERNIA CORP. CLASS A EQUITY 428656102 4095 206,916 SH DEFINED 1 206,916
HICKORY TECH CORP EQUITY 429060106 75 4,992 SH DEFINED 1 4,992
HIGHWOODS PPTYS INC COM EQUITY 431284108 5 180,300 SH SOLE 3 160,000 20,300
HIGHWOODS PROPERTIES, INC. EQUITY 431284108 20 765 SH DEFINED 1 765
HILB, ROGAL & HAMILTON CO. EQUITY 431294107 461 10,195 SH DEFINED 1 10,195
HILFIGER TOMMY CORP ORD EQUITY G8915Z102 53 3,735,798 SH SOLE 3 3,578,700 150,598
HILLENBRAND INDUSTRIES, INC. EQUITY 431573104 4551 81,047 SH DEFINED 1 81,047
HILTON HOTELS CORP EQUITY 432848109 6374 560,932 SH DEFINED 1 560,932
HILTON HOTELS CORP COM EQUITY 432848109 9 654,800 SH SOLE 3 521,754 133,046
HISPANIC BROADCASTING EQUITY 43357b104 80 3,052,493 SH SOLE 3 2,904,245 141,148
HISPANIC BROADCASTING CORP. CLASS A EQUITY 43357B104 7170 274,728 SH DEFINED 1 274,728
HNC SOFTWARE, INC. EQUITY 40425P107 3741 224,001 SH DEFINED 1 224,001
HOLLINGER INTERNATIONAL, INC. EQUITY 435569108 222 18,503 SH DEFINED 1 18,503
HOLLY CORP. EQUITY 435758305 59 3,511 SH DEFINED 1 3,511
HOLLYWOOD CASINO CORP EQUITY 436132203 40 3,695 SH DEFINED 1 3,695
HOLLYWOOD ENTERTAINMENT CORP. EQUITY 436141105 390 18,838 SH DEFINED 1 18,838
HOLLYWOOD PARK, INC. EQUITY 723456109 91 8,584 SH DEFINED 1 8,584
HOLOGIC INC EQUITY 436440101 100 6,880 SH DEFINED 1 6,880
HOME DEPOT INC EQUITY 437076102 15079 410,547 SH SOLE 2 410,547
HOME DEPOT INC EQUITY 437076102 32803 893,599 SH SOLE 2 893,599
HOME DEPOT, INC. EQUITY 437076102 43043 1,171,880 SH DEFINED 1 1,171,880
HOME PPTYS N Y INC COM EQUITY 437306103 18 467,900 SH SOLE 3 389,220 78,680
HOME PROPERTIES OF NY, INC. EQUITY 437306103 352 9,270 SH DEFINED 1 9,270
HOMESTORE.COM EQUITY 437852106 40 27,616 SH DEFINED 1 27,616
HON INDUSTRIES INC. EQUITY 438092108 2073 76,149 SH DEFINED 1 76,149
HONEYWELL INTERNATIONAL INC. EQUITY 438516106 13163 373,620 SH DEFINED 1 373,620
HOOPER HOLMES, INC. EQUITY 439104100 153 19,106 SH DEFINED 1 19,106
HORACE MANN EDUCATORS CORP. EQUITY 440327104 1211 64,875 SH DEFINED 1 64,875
HORIZON OFFSHORE, INC. EQUITY 44043J105 53 6,303 SH DEFINED 1 6,303
HORIZON ORGANIC HOLDIN EQUITY 44043T103 41 2,329 SH DEFINED 1 2,329
HORMEL FOODS CORP. EQUITY 440452100 4273 178,480 SH DEFINED 1 178,480
HOSPITALITY PPTYS TR COM SH BE EQUITY 44106M102 5 137,400 SH SOLE 3 122,000 15,400
HOSPITALITY PROPERTIES TRUST EQUITY 44106M102 3497 95,805 SH DEFINED 1 95,805
HOST MARRIOTT CORP COM EQUITY 44107p104 17 1,508,200 SH SOLE 3 1,232,750 275,450
HOST MARRIOTT CORP NEW EQUITY 44107P104 1790 158,400 SH SOLE 2 158,400
HOT TOPIC INC EQUITY 441339108 301 11,272 SH DEFINED 1 11,272
HOT TOPIC INC COM EQUITY 441339108 24 892,909 SH SOLE 3 875,909 17,000
HOTELS.COM-CL A EQUITY 44147T108 6 133 SH DEFINED 1 133
HOUSEHOLD FINANCE CORP. EQUITY 441815107 12223 245,940 SH DEFINED 1 245,940
HOUSEHOLD INTL INC EQUITY 441815107 3728 75,000 SH SOLE 2 75,000
HOUSEHOLD INTL INC EQUITY 441815107 10268 206,600 SH SOLE 2 206,600
HOUSTON EXPLORATION COMPAN EQUITY 442120101 105 3,616 SH DEFINED 1 3,616
HOVNANIAN ENTER, INC. COM PAR $0.01 EQUITY 442487203 192 5,353 SH DEFINED 1 5,353
HOVNANIAN ENTERPRISES CL A EQUITY 442487203 6 177,000 SH SOLE 3 177,000
HPL TECHNOLOGIES INC EQUITY 40426C105 49 3,235 SH DEFINED 1 3,235
HRPT PROPERTIES TRUST EQUITY 40426W101 407 45,994 SH DEFINED 1 45,994
HUBBELL INC. CLASS B EQUITY 443510201 2599 76,107 SH DEFINED 1 76,107
HUDSON CITY BANCORP EQUITY 443683107 21 1,077 SH DEFINED 1 1,077
HUDSON RIVER BANKCORP. EQUITY 444128102 147 5,436 SH DEFINED 1 5,436
HUGHES SUPPLY, INC. EQUITY 444482103 382 8,516 SH DEFINED 1 8,516
HUMAN GENOME SCIENCES INC EQUITY 444903108 670 50,000 SH SOLE 2 50,000
HUMAN GENOME SCIENCES, INC. EQUITY 444903108 71 5,330 SH DEFINED 1 5,330
Humana Inc. EQUITY 444859102 1250 80,000 SH DEFINED 4 80,000
HUMANA, INC. EQUITY 444859102 1225 78,398 SH DEFINED 1 78,398
HUMBOLDT BANCORP EQUITY 445069107 54 3,196 SH DEFINED 1 3,196
HUNTINGTON BANCSHARES, INC. EQUITY 446150104 2225 114,847 SH DEFINED 1 114,847
HUSDON UNITED BANCORP EQUITY 444165104 18 647 SH DEFINED 1 647
HUTCHINSON TECHNOLOGY, INC. EQUITY 448407106 141 9,044 SH DEFINED 1 9,044
HYDRIL COMPANY EQUITY 448774109 111 4,129 SH DEFINED 1 4,129
HYPERCOM CORP EQUITY 44913M105 93 12,061 SH DEFINED 1 12,061
HYPERION SOLUTIONS CORP EQUITY 44914M104 217 11,890 SH DEFINED 1 11,890
I2 TECHNOLOGIES EQUITY 465754109 25 17,103 SH DEFINED 1 17,103
IBERIABANK CORP EQUITY 450828108 87 2,144 SH DEFINED 1 2,144
IBM EQUITY 459200101 336 3,671 SH SOLE 2 3,671
ICN PHARMACEUTICALS, INC. EQUITY 448924100 2602 107,492 SH DEFINED 1 107,492
Icon Plc - Sponsored ADR EQUITY 45103T107 1568 55,000 SH DEFINED 1 55,000
ICOS CORPORATION EQUITY 449295104 41 2,410 SH DEFINED 1 2,410
ICT GROUP INC EQUITY 44929Y101 20 1,095 SH DEFINED 1 1,095
ICTS INTERNATIONAL NV EQUITY N43837108 686 98,000 SH DEFINED 1 98,000
ICU MEDICAL, INC. EQUITY 44930G107 116 3,766 SH DEFINED 1 3,766
IDACORP, INC. EQUITY 451107106 1345 48,544 SH DEFINED 1 48,544
IDEC PHARMACEUTICALS CORP EQUITY 449370105 3545 100,000 SH SOLE 2 100,000
IDEC PHARMACEUTICALS CORP EQUITY 449370105 20451 576,900 SH SOLE 2 576,900
IDEC PHARMACEUTICALS CORP. EQUITY 449370105 7152 201,757 SH DEFINED 1 201,757
IDENTIX INC EQUITY 451906101 117 16,030 SH DEFINED 1 16,030
IDEX CORP. EQUITY 45167R104 331 9,890 SH DEFINED 1 9,890
IDEXX LABORATORIES, INC. EQUITY 45168D104 293 11,367 SH DEFINED 1 11,367
IDINE REWARDS NETWORK EQUITY 45168A100 58 5,000 SH DEFINED 1 5,000
IDT CORP. EQUITY 448947101 12 719 SH DEFINED 1 719
IDX SYSTEMS CORP. EQUITY 449491109 79 6,039 SH DEFINED 1 6,039
IGATE CORP EQUITY 45169U105 33 7,187 SH DEFINED 1 7,187
IGEN INTERNATIONAL, INC. EQUITY 449536101 170 5,385 SH DEFINED 1 5,385
IHOP CORP. EQUITY 449623107 208 7,053 SH DEFINED 1 7,053
II-VI INC EQUITY 902104108 58 3,899 SH DEFINED 1 3,899
IKON OFFICE SOLUTIONS INC. EQUITY 451713101 20 2,083 SH DEFINED 1 2,083
ILEX ONCOLOGY INC EQUITY 451923106 163 11,587 SH DEFINED 1 11,587
ILLINOIS TOOL WKS INC COM EQUITY 452308109 4 65,000 SH SOLE 3 65,000
Illinois Tool Works Inc EQUITY 452308109 2391 35,000 SH DEFINED 4 35,000
ILLINOIS TOOL WORKS, INC. EQUITY 452308109 9382 137,360 SH DEFINED 1 137,360
ILLUMINA INC EQUITY 452327109 57 8,472 SH DEFINED 1 8,472
IMAGEX.COM INC EQUITY 45244D102 356 791,393 SH DEFINED 1 791,393
IMAGISTICS INTL INC EQUITY 45247T104 137 6,400 SH DEFINED 1 6,400
I-MANY INC EQUITY 44973Q103 40 14,397 SH DEFINED 1 14,397
IMATION CORP. EQUITY 45245A107 1706 57,317 SH DEFINED 1 57,317
IMC GLOBAL INC EQUITY 449669100 2250 180,000 SH SOLE 2 180,000
IMC GLOBAL INC EQUITY 449669100 15176 760,500 SH SOLE 2 760,500
IMC GLOBAL, INC. EQUITY 449669100 9850 788,036 SH DEFINED 1 788,036
IMCLONE SYSTEMS EQUITY 45245W109 177 20,388 SH DEFINED 1 20,388
IMCO RECYCLING INC EQUITY 449681105 42 4,247 SH DEFINED 1 4,247
IMMUCOR INC EQUITY 452526106 52 2,234 SH DEFINED 1 2,234
IMMUNEX CORP. EQUITY 452528102 20659 924,760 SH DEFINED 1 924,760
IMMUNOGEN INC EQUITY 45253H101 39 14,337 SH DEFINED 1 14,337
IMMUNOMEDICS, INC. EQUITY 452907108 76 14,599 SH DEFINED 1 14,599
IMPAC MORTGAGE HOLDINGS INC EQUITY 45254P102 190 14,077 SH DEFINED 1 14,077
IMPATH INC. EQUITY 45255G101 113 6,292 SH DEFINED 1 6,292
IMPAX LABORATORIES INC EQUITY 45256B101 70 9,307 SH DEFINED 1 9,307
IMPCO TECHNOLOGIES INC EQUITY 45255W106 45 3,472 SH DEFINED 1 3,472
IMS HEALTH, INC. EQUITY 449934108 3315 184,701 SH DEFINED 1 184,701
INAMED CORP EQUITY 453235103 114 4,256 SH DEFINED 1 4,256
INCO LIMITED EQUITY 453258402 1851 81,760 SH DEFINED 1 81,760
Incyte Genomics EQUITY 45337C102 145 20,000 SH DEFINED 4 20,000
INCYTE GENOMICS, INC. EQUITY 45337C102 799 109,897 SH DEFINED 1 109,897
INDEPENDENCE COMMUNITY BANK EQUITY 453414104 2142 74,549 SH DEFINED 1 74,549
INDEPENDENCE HLDG CO N EQUITY 453440307 26 1,168 SH DEFINED 1 1,168
INDEPENDENT BANK CORP. EQUITY 453838104 231 8,490 SH DEFINED 1 8,490
INDEVUS PHARMACEUTICALS INC EQUITY 454072109 16 13,497 SH DEFINED 1 13,497
INDYMAC BANCORP, INC. EQUITY 456607100 1778 78,377 SH DEFINED 1 78,377
INET TECHNOLOGY EQUITY 45662V105 28 4,185 SH DEFINED 1 4,185
INFOCUS CORPORATION EQUITY 45665B106 745 63,271 SH DEFINED 1 63,271
INFOGRAMES INC. EQUITY 45665T107 5 1,995 SH DEFINED 1 1,995
INFONET SERVICES COR EQUITY 45666T106 56 22,399 SH DEFINED 1 22,399
INFORMATICA CORP EQUITY 45666Q102 145 20,435 SH DEFINED 1 20,435
INFORMATION HOLDINGS INC. EQUITY 456727106 89 3,640 SH DEFINED 1 3,640
INFORMATION RESOURCES, INC. EQUITY 456905108 92 9,792 SH DEFINED 1 9,792
INFORTE CORP EQUITY 45677R107 23 2,288 SH DEFINED 1 2,288
INFOUSA INC. CLASS B EQUITY 456818301 50 9,144 SH DEFINED 1 9,144
INGERSOLL RAND COMPANY LIM EQUITY G4776G101 1142 25,000 SH SOLE 2 25,000
INGERSOLL-RAND CO CL A EQUITY G4776G101 3867 84,690 SH DEFINED 1 84,690
INGLES MARKETS, INC., CLASS A EQUITY 457030104 45 3,551 SH DEFINED 1 3,551
INGRAM MICRO INC. CLASS A EQUITY 457153104 16 1,170 SH DEFINED 1 1,170
INHALE THERAPEUTIC S EQUITY 457191104 187 19,710 SH DEFINED 1 19,710
Inhale Therapeutic System EQUITY 457191104 190 20,000 SH DEFINED 4 20,000
INKTOMI CORP. EQUITY 457277101 46 51,884 SH DEFINED 1 51,884
INNKEEPERS USA TRUST EQUITY 4576J0104 80 8,359 SH DEFINED 1 8,359
INPUT/OUTPUT, INC. EQUITY 457652105 144 15,988 SH DEFINED 1 15,988
INRANGE TECHNOLOGIES CL B EQUITY 45769V206 15 3,102 SH DEFINED 1 3,102
INSIGHT COMMUNICATIO EQUITY 45768V108 173 14,743 SH DEFINED 1 14,743
INSIGHT ENTERPRISES, INC. EQUITY 45765U103 369 14,633 SH DEFINED 1 14,633
INSIGNIA FINANCIAL GROUP INC. EQUITY 45767A105 68 6,952 SH DEFINED 1 6,952
INSITUFORM TECHNOLOGIES, INC. CLASS A EQUITY 457667103 171 8,089 SH DEFINED 1 8,089
INSTINET GROUP INCORPORATED EQUITY 457750107 4 601 SH DEFINED 1 601
INSURANCE AUTO AUCTIONS INC COM EQUITY 457875102 69 3,547 SH DEFINED 1 3,547
INSWEB CORP EQUITY 45809K202 21 9,194 SH DEFINED 1 9,194
INTEGRA BANK CORP. EQUITY 45814P105 123 5,511 SH DEFINED 1 5,511
INTEGRA LIFESCIENCES CORP EQUITY 457985208 10092 483,900 SH SOLE 2 483,900
INTEGRA LIFESCIENCES HOLDINGS EQUITY 457985208 144 6,606 SH DEFINED 1 6,606
INTEGRAL SYS INC MD COM EQUITY 45810H107 3 158,200 SH SOLE 3 158,200
INTEGRAL SYSTEMS INC/MD EQUITY 45810H107 72 3,294 SH DEFINED 1 3,294
INTEGRATED CIRCUIT SYSTEMS EQUITY 45811K208 13 660 SH DEFINED 1 660
INTEGRATED DEFENSE TEC EQUITY 45819B101 74 2,504 SH DEFINED 1 2,504
INTEGRATED DEFENSE TEC COM EQUITY 45819B101 18 608,100 SH SOLE 3 599,700 8,400
INTEGRATED DEVICE TECHNOLOGY, EQUITY 458118106 2496 137,591 SH DEFINED 1 137,591
INTEGRATED ELECTRICAL SERVICES EQUITY 45811E103 68 10,859 SH DEFINED 1 10,859
INTEGRATED SILICON SOLUTION EQUITY 45812P107 85 9,548 SH DEFINED 1 9,548
Intel EQUITY 458140100 438 24,000 SH DEFINED 4 24,000
INTEL CORP EQUITY 458140100 8042 440,198 SH SOLE 2 440,198
INTEL CORP EQUITY 458140100 18630 1,019,762 SH SOLE 2 1,019,762
INTEL CORP. EQUITY 458140100 88679 4,853,780 SH DEFINED 1 4,853,780
INTER PARFUMS INC EQUITY 458334109 8 1,175 SH DEFINED 1 1,175
INTERACTIVE DATA CORP EQUITY 45840J107 7 499 SH DEFINED 1 499
INTERCEPT INC EQUITY 45845L107 107 5,187 SH DEFINED 1 5,187
INTERCHANGE FINL SVCS EQUITY 458447109 57 2,042 SH DEFINED 1 2,042
INTERDIGITAL COMMUNICATION EQUITY 45866A105 176 19,413 SH DEFINED 1 19,413
INTERFACE, INC. CLASS A EQUITY 458665106 125 15,573 SH DEFINED 1 15,573
INTERGRAPH CORP. EQUITY 458683109 312 17,885 SH DEFINED 1 17,885
INTERLAND INC EQUITY 458727104 138 43,704 SH DEFINED 1 43,704
INTERMAGNETICS GENERAL CORP. EQUITY 458771102 106 5,271 SH DEFINED 1 5,271
INTERMET CORP EQUITY 45881K104 82 7,681 SH DEFINED 1 7,681
INTERMUNE INC. EQUITY 45884X103 188 8,894 SH DEFINED 1 8,894
INTERNATIONAL BANCSHARES CORP. EQUITY 459044103 342 8,101 SH DEFINED 1 8,101
INTERNATIONAL GAME TECHNOLOGY EQUITY 459902102 2363 41,675 SH DEFINED 1 41,675
INTERNATIONAL MULTIFOODS CORP. EQUITY 460043102 147 5,637 SH DEFINED 1 5,637
INTERNATIONAL PAPER CO EQUITY 460146103 1307 30,000 SH SOLE 2 30,000
INTERNATIONAL PAPER CO EQUITY 460146103 11595 266,059 SH SOLE 2 266,059
INTERNATIONAL PAPER CO. EQUITY 460146103 9442 216,660 SH DEFINED 1 216,660
International Rectifier EQUITY 460254105 583 20,000 SH DEFINED 4 20,000
INTERNATIONAL RECTIFIER CORP. EQUITY 460254105 2393 82,089 SH DEFINED 1 82,089
INTERNATIONAL SPEEDWAY CORP. EQUITY 460335201 2739 68,293 SH DEFINED 1 68,293
INTERNATIONAL WIRELESS COM EQUITY 46058G504 18 181,292 SH SOLE 2 181,292
INTERNET SECURITY SY EQUITY 46060X107 988 75,279 SH DEFINED 1 75,279
INTERPOOL, INC. EQUITY 46062R108 35 2,003 SH DEFINED 1 2,003
INTERPORE INTERNATIONAL EQUITY 46062W107 60 6,154 SH DEFINED 1 6,154
INTERPUBLIC GROUP CORP EQUITY 460690100 4266 172,300 SH DEFINED 1 172,300
INTERSIL CORP -CL A EQUITY 46069S109 3750 175,387 SH DEFINED 1 175,387
INTERSILL CORP EQUITY 46069S109 38 1,789,326 SH SOLE 3 1,601,924 174,602
INTERSTATE BAKERIES CORP. EQUITY 46072H108 2058 71,257 SH DEFINED 1 71,257
INTERTAN INC. EQUITY 461120107 93 8,343 SH DEFINED 1 8,343
INTER-TEL, INC. EQUITY 458372109 111 6,462 SH DEFINED 1 6,462
INTERTRUST TECHNOLOGIES CORP. EQUITY 46113Q109 79 26,153 SH DEFINED 1 26,153
INTERWOVEN INC EQUITY 46114T102 115 37,851 SH DEFINED 1 37,851
INTL BUSINESS MACHINES CORP EQUITY 459200101 88825 1,233,675 SH DEFINED 1 1,233,675
INTL SPECIALTY PRODUCTS, INC. EQUITY 460337108 29 3,772 SH DEFINED 1 3,772
INT'L. FLAVORS & FRAGRANCES, EQUITY 459506101 1407 43,309 SH DEFINED 1 43,309
INTRADO INC EQUITY 46117A100 105 5,432 SH DEFINED 1 5,432
INTROGEN THERAPEUTICS INC EQUITY 46119F107 152 75,000 SH SOLE 2 75,000
Intuit EQUITY 461202103 1094 22,000 SH DEFINED 4 22,000
INTUIT EQUITY 461202103 2983 60,000 SH SOLE 2 60,000
INTUIT EQUITY 461202103 5797 116,600 SH SOLE 2 116,600
INTUIT, INC. EQUITY 461202103 6061 121,901 SH DEFINED 1 121,901
INTUITIVE SURGICAL INC EQUITY 46120E107 91 10,742 SH DEFINED 1 10,742
INVACARE CORP. EQUITY 461203101 348 9,395 SH DEFINED 1 9,395
INVERESK RESH GROUP COM EQUITY 461238107 6 450,000 SH SOLE 3 450,000
INVERESK RESH GROUP INC EQUITY 461238107 1301 100,000 SH SOLE 2 100,000
INVERNESS MEDICAL INNOVATION EQUITY 46126P106 48 2,375 SH DEFINED 1 2,375
INVESTMENT TEC GRP NEW COM EQUITY 46145F105 25 776,190 SH SOLE 3 763,540 12,650
INVESTMENT TECHNOLOGY GROUP EQUITY 46145F105 2079 63,585 SH DEFINED 1 63,585
INVESTORS FINANCIAL SERVICES EQUITY 461915100 2784 82,995 SH DEFINED 1 82,995
INVESTORS REAL ESTATE TRUST EQUITY 461730103 105 9,866 SH DEFINED 1 9,866
INVISION TECHNOLOGIES EQUITY 461851107 100 4,129 SH DEFINED 1 4,129
INVITROGEN CORP EQUITY 46185R100 69 2,166 SH DEFINED 1 2,166
IOMEGA CORP EQUITY 462030305 235 18,271 SH DEFINED 1 18,271
IONICS, INC. EQUITY 462218108 152 6,261 SH DEFINED 1 6,261
IPC HOLDINGS LTD EQUITY G4933P101 357990 11,722,000 SH DEFINED 1 11,722,000
IRON MOUNTAIN INC. EQUITY 462846106 27 871 SH DEFINED 1 871
IRON MTN INC DEL COM EQUITY 462846106 91 2,944,320 SH SOLE 3 2,784,154 152,666
IRON MTN INC PA EQUITY 462846106 4011 130,000 SH SOLE 2 130,000
IRT PROPERTY CO. EQUITY 450058102 153 11,983 SH DEFINED 1 11,983
IRWIN FINANCIAL CORP. EQUITY 464119106 110 5,486 SH DEFINED 1 5,486
IRWIN FINL CORP COM EQUITY 464119106 14 706,100 SH SOLE 3 706,100
ISHARES RUSSELL MIDCAP GRWTH EQUITY 464287481 114 2,000 SH DEFINED 1 2,000
ISHARES RUSSELL MIDCAP VALUE EQUITY 464287473 428 5,425 SH DEFINED 1 5,425
ISHARES S&P 500/BARRA GROWTH EQUITY 464287309 188 3,800 SH DEFINED 1 3,800
ISHARES S&P 500/BARRA VALUE EQUITY 464287408 873 17,600 SH DEFINED 1 17,600
ISIS PHARMACEUTICALS, INC. EQUITY 464330109 158 16,653 SH DEFINED 1 16,653
ISLE OF CAPRI CASINOS EQUITY 464592104 115 5,663 SH DEFINED 1 5,663
ISTAR FINANCIAL INC EQUITY 45031U101 12831 450,227 SH DEFINED 1 450,227
ITLA CAP CORP EQUITY 450565106 49 1,649 SH DEFINED 1 1,649
ITRON, INC. EQUITY 465741106 179 6,827 SH DEFINED 1 6,827
ITT EDUCATIONAL SERVICES, INC. EQUITY 45068B109 330 15,155 SH DEFINED 1 15,155
ITT INDUSTRIAL INC EQUITY 450911102 2967 42,029 SH DEFINED 1 42,029
ITXC CORP EQUITY 45069F109 35 6,774 SH DEFINED 1 6,774
IVAX CORP. EQUITY 465823102 3154 292,067 SH DEFINED 1 292,067
IVEX PACKAGING CORP. EQUITY 465855104 118 5,172 SH DEFINED 1 5,172
IXIA EQUITY 45071R109 45 7,674 SH DEFINED 1 7,674
IXYS CORP. EQUITY 46600W106 20 3,735 SH DEFINED 1 3,735
J & J SNACK FOODS CORP EQUITY 466032109 98 2,169 SH DEFINED 1 2,169
J JILL GROUP INC EQUITY 466189107 163 4,286 SH DEFINED 1 4,286
J P MORGAN CHASE + CO EQUITY 46625H100 10029 295,675 SH SOLE 2 295,675
J P MORGAN CHASE + CO EQUITY 46625H100 32933 970,889 SH SOLE 2 970,889
J.B. HUNT TRANSPORT SERVICES EQUITY 445658107 1595 54,031 SH DEFINED 1 54,031
J.C. PENNEY CO., INC. EQUITY 708160106 2741 124,462 SH DEFINED 1 124,462
J.D. EDWARDS & CO. EQUITY 281667105 17 1,399 SH DEFINED 1 1,399
J.P. MORGAN CHASE AND CO. EQUITY 46625H100 47118 1,389,080 SH DEFINED 1 1,389,080
J2 GLOBAL COMMUNICATIO EQUITY 46626E205 29 1,783 SH DEFINED 1 1,783
JABIL CIRCUT, INC. EQUITY 466313103 1917 90,830 SH DEFINED 1 90,830
JACK IN THE BOX INC. EQUITY 466367109 419 13,170 SH DEFINED 1 13,170
JACOBS ENGINEERING GROUP, INC. EQUITY 469814107 2437 70,065 SH DEFINED 1 70,065
JACOBS ENGR GROUP INC EQUITY 469814107 2643 76,000 SH SOLE 2 76,000
JAKKS PACIFIC, INC. EQUITY 47012E106 146 8,220 SH DEFINED 1 8,220
JARDEN CORP EQUITY 471109108 81 4,109 SH DEFINED 1 4,109
JDA SOFTWARE GROUP, INC. EQUITY 46612K108 282 9,989 SH DEFINED 1 9,989
JDN REALITY CORP. EQUITY 465917102 155 12,431 SH DEFINED 1 12,431
JDS UNIPHASE CORP EQUITY 46612J101 1785 668,671 SH DEFINED 1 668,671
JEFFERIES GROUP, INC. EQUITY 472319102 291 6,902 SH DEFINED 1 6,902
JEFFERSON-PILOT CORP. EQUITY 475070108 361 69,603 SH DEFINED 1 69,603
JETBLUE AIRWAYS CORP EQUITY 477143101 4 84 SH DEFINED 1 84
JLG INDUSTRIES, INC. EQUITY 466210101 211 15,047 SH DEFINED 1 15,047
JM SMUCKER CO/THE NEW COM WI EQUITY 832696405 2690 78,819 SH DEFINED 1 78,819
JO-ANN STORES INC [A] EQUITY 47758P109 149 5,112 SH DEFINED 1 5,112
JOHN HANCOCK FINANCIAL SERVICE EQUITY 41014S106 7967 226,340 SH DEFINED 1 226,340
JOHN NUVEEN CO-CL A EQUITY 478035108 8 300 SH DEFINED 1 300
JOHN WILEY & SONS, INC. CLASS A EQUITY 968223206 16 649 SH DEFINED 1 649
JOHNSON & JOHNSON EQUITY 478160104 39156 749,265 SH SOLE 2 749,265
JOHNSON & JOHNSON EQUITY 478160104 76404 1,462,000 SH DEFINED 1 SH
JOHNSON + JOHNSON EQUITY 478160104 12813 245,175 SH SOLE 2 245,175
Johnson and Johnson EQUITY 478160104 3920 75,000 SH DEFINED 4 75,000
JOHNSON CONTROLS, INC. EQUITY 478366107 5864 71,852 SH DEFINED 1 71,852
JOHNSON CTLS INC EQUITY 478366107 1224 15,000 SH SOLE 2 15,000
JOHNSON CTLS INC EQUITY 478366107 3313 40,600 SH SOLE 2 40,600
JOHNSON OUTDOORS INC EQUITY 479167108 22 1,310 SH DEFINED 1 1,310
JONES APPAREL GROUP COM EQUITY 480074103 14 360,302 SH SOLE 3 305,200 51,702
JONES APPAREL GROUP, INC. EQUITY 480074103 15545 414,540 SH DEFINED 1 414,540
JONES LANG LASALLE, INC. EQUITY 48020Q107 267 10,807 SH DEFINED 1 10,807
JOURNAL REGISTER CO. EQUITY 481138105 195 9,722 SH DEFINED 1 9,722
JOY GLOBAL INC. EQUITY 481165108 267 15,405 SH DEFINED 1 15,405
JP MORGAN CHASE CO EQUITY 46622H100 82 2,500 SH SOLE 2 2,500
JP REALITY, INC. EQUITY 46624A106 127 4,769 SH DEFINED 1 4,769
JUNIPER NETWORKS, INC. EQUITY 48203R104 99 17,524 SH DEFINED 1 17,524
K V PHARMACEUT [A] EQUITY 482740206 198 7,330 SH DEFINED 1 7,330
K.FORCE INC. EQUITY 493732101 41 6,920 SH DEFINED 1 6,920
K2, INC. EQUITY 482732104 66 6,406 SH DEFINED 1 6,406
KADANT INC EQUITY 48282T104 72 4,373 SH DEFINED 1 4,373
KAMAN CORP., CLASS A EQUITY 483548103 134 7,998 SH DEFINED 1 7,998
KANA SOFTWARE INC. EQUITY 483600300 43 SH DEFINED 1 43
KANEB SERVICES LLC EQUITY 484173109 491 24,540 SH DEFINED 1 24,540
KANSAS CITY LIFE INSURANCE CO. EQUITY 484836101 50 1,302 SH DEFINED 1 1,302
KANSAS CITY SOUTHERN EQUITY 485170302 365 21,453 SH DEFINED 1 21,453
KAYDON CORP. EQUITY 486587108 1138 48,212 SH DEFINED 1 48,212
KB HOME EQUITY 48666K109 1220 23,688 SH DEFINED 1 23,688
KEANE, INC. EQUITY 486665102 1460 117,767 SH DEFINED 1 117,767
KEITHLEY INSTRUMENTS, INC. EQUITY 487584104 30 2,111 SH DEFINED 1 2,111
KELLOGG CO. EQUITY 487836108 6575 183,360 SH DEFINED 1 183,360
KELLWOOD CO. EQUITY 488044108 266 8,195 SH DEFINED 1 8,195
KELLY SERVICES, INC., CLASS A EQUITY 488152208 1406 52,038 SH DEFINED 1 52,038
KEMET CORP. EQUITY 488360108 2715 151,992 SH DEFINED 1 151,992
KENDLE INTERNATIONAL, INC. EQUITY 48880L107 51 3,769 SH DEFINED 1 3,769
KENNAMETAL INC COM EQUITY 489170100 29 788,983 SH SOLE 3 775,483 13,500
KENNAMETAL, INC. EQUITY 489170100 2007 54,830 SH DEFINED 1 54,830
KENSEY NASH CORP EQUITY 490057106 42 2,583 SH DEFINED 1 2,583
KERR MCGEE CORP EQUITY 492386107 2724 50,871 SH DEFINED 1 50,871
KERR-MC GEE CORPORATION EQUITY 492386107 54 1,000 SH SOLE 2 1,000
KEY BANK NA EQUITY 493267108 5554 203,440 SH DEFINED 1 203,440
KEY ENERGY SERVICES INC EQUITY 492914106 363 34,532 SH DEFINED 1 34,532
KEY PRODUCTION COMPANY, INC. EQUITY 493138101 98 5,027 SH DEFINED 1 5,027
KEYNOTE SYSTEMS INC EQUITY 493308100 63 8,585 SH DEFINED 1 8,586
KEYSPAN CORPORATION EQUITY 49337W100 10462 277,866 SH DEFINED 1 277,866
KEYSTONE AUTOMOTIVE IN EQUITY 49338N109 70 3,668 SH DEFINED 1 3,668
KEYSTONE PROPERTY TRUST EQUITY 493596100 81 5,107 SH DEFINED 1 5,107
KILROY REALTY CORP. EQUITY 49427F108 3088 115,433 SH DEFINED 1 115,433
KIMBALL INTERNATIONAL, INC.
CLASS B EQUITY 494274103 198 12,084 SH DEFINED 1 12,084
KIMBERLY-CLARK CORP. EQUITY 494368103 23106 372,680 SH DEFINED 1 372,680
KIMCO REALTY EQUITY 49446R109 2841 84,826 SH DEFINED 1 84,826
KIMCO REALTY CORP COM EQUITY 49446R109 26 780,250 SH SOLE 3 631,423 148,827
Kinder Morgan Energy Partners EQUITY 494550106 1885 60,000 SH DEFINED 4 60,000
KINDER MORGAN INC. EQUITY 49455P101 2133 56,115 SH DEFINED 1 55,455
KINDRED HEALTHCARE INC EQUITY 494580103 179 4,034 SH DEFINED 1 4,034
KING PHARMACEUTICALS INC EQUITY 495582108 27 1,460 SH SOLE 2 1,460
KING PHARMACEUTICALS, INC. EQUITY 495582108 2858 128,446 SH DEFINED 1 128,446
KIRBY CORP. EQUITY 497266106 163 6,652 SH DEFINED 1 6,652
KLA-TENCOR CORP. EQUITY 482480100 4131 93,914 SH DEFINED 1 93,914
KMART CORP. EQUITY 482584109 183 177,969 SH DEFINED 1 177,969
KNIGHT TRADING GROUP EQUITY 499063105 152 29,067 SH DEFINED 1 29,067
KNIGHT TRANSPORTATION, INC. EQUITY 499064103 198 8,541 SH DEFINED 1 8,541
KNIGHTBRIDGE TANKERS LTD EQUITY G5299G106 20267 1,408,530 SH DEFINED 1 1,408,530
KNIGHT-RIDDER, INC. EQUITY 499040103 2447 38,865 SH DEFINED 1 38,865
KOGER EQUITY, INC. EQUITY 500228101 4511 233,712 SH DEFINED 1 233,712
KOHLS CORP EQUITY 500255104 8953 127,758 SH SOLE 2 127,758
KOHLS CORP EQUITY 500255104 22952 327,514 SH SOLE 2 327,514
KOHLS CORP. EQUITY 500255104 32099 458,040 SH DEFINED 1 458,040
KONNKLIJKE PHILIPS ELECTRS EQUITY 500472303 1656 60,000 SH SOLE 2 60,000
KOOKMIN BANK SPONS ADR EQUITY 50049M109 4293 87,347 SH DEFINED 1 87,347
KOPIN CORP. EQUITY 500600101 163 24,756 SH DEFINED 1 24,756
Korea Electric Power Corp.
Kepco Sp A EQUITY 500631106 974 59,500 SH DEFINED 1 59,500
KORN/FERRY INTERNATIONAL EQUITY 500643200 562 61,785 SH DEFINED 1 61,785
KOS PHARMACEUTICALS, INC. EQUITY 500648100 39 1,934 SH DEFINED 1 1,934
KOSAN BIOSCIENCES INC EQUITY 50064W107 53 6,125 SH DEFINED 1 6,125
KPMG CONSULTING INC EQUITY 48265R109 29 1,984 SH DEFINED 1 1,984
KRAFT FOODS INC EQUITY 50075N104 6759 165,060 SH DEFINED 1 165,060
KRAMONT REALTY TRUST EQUITY 50075Q107 2419 151,275 SH DEFINED 1 151,275
KRISPY KREME DOUGHNU EQUITY 501014104 19 577 SH DEFINED 1 577
KROGER CO. EQUITY 501044101 7082 355,860 SH DEFINED 1 355,860
KROLL INC. EQUITY 501049100 161 7,691 SH DEFINED 1 7,691
KROLL INC. EQUITY 501049100 30300 1,444,212 SH DEFINED 1 1,444,212
KRONOS, INC. EQUITY 501052104 214 7,027 SH DEFINED 1 7,027
K-SWISS, INC. EQUITY 482686102 109 4,200 SH DEFINED 1 4,200
KT CORP ADR EQUITY 48268K101 318 14,700 SH DEFINED 1 14,700
KULICKE & SOFFA INDUSTRIES EQUITY 501242101 218 17,592 SH DEFINED 1 17,592
KULICKE + SOFFA INDS INC EQUITY 501242101 1487 120,000 SH SOLE 2 120,000
KYPHON INC EQUITY 501577100 31 2,151 SH DEFINED 1 2,151
KYPHON INC EQUITY 501577100 109 7,500 SH SOLE 2 7,500
L S B BANCSHARES N C EQUITY 502158108 60 3,017 SH DEFINED 1 3,017
L-3 COMMUNICATIONS HOLDINGS, EQUITY 502424104 6491 120,211 SH DEFINED 1 120,211
L-3 COMMUNICATNS HLDGS COM EQUITY 502424104 13 242,100 SH SOLE 3 210,400 29,200
LA JOLLA PHARMACEUTICAL CO EQUITY 503459109 94 15,116 SH DEFINED 1 15,116
LA QUINTA PROPERTIES-PAIRED EQUITY 50419U202 356 49,093 SH DEFINED 1 49,093
Lab Corp of America Holdings EQUITY 50540R409 1095 23,996 SH DEFINED 4 23,996
LABONE INC NEW EQUITY 50540L105 49 1,894 SH DEFINED 1 1,894
LABOR READY, INC. EQUITY 505401208 85 14,606 SH DEFINED 1 14,606
LABORATORY CORP OF AMERICA EQUITY 50540R409 15 323,600 SH SOLE 3 280,800 39,400
LABRANCHE & CO. INC. EQUITY 505447102 1740 75,973 SH DEFINED 1 75,973
LACLEDE GAS CO. EQUITY 505597104 1861 79,250 SH DEFINED 1 79,250
LADISH CO., INC. EQUITY 505754200 40 3,257 SH DEFINED 1 3,257
LAFARGE NORTH AMERIC EQUITY 505862102 557 15,857 SH DEFINED 1 15,857
LAKELAND BANCORP INC EQUITY 511637100 88 3,978 SH DEFINED 1 3,978
LAKELAND FINL CORP EQUITY 511656100 53 1,821 SH DEFINED 1 1,821
LAM RESEARCH CORP. EQUITY 512807108 2959 164,574 SH DEFINED 1 164,574
LAM RESH CORP EQUITY 512807108 4074 226,600 SH SOLE 2 226,600
LAMAR ADVERTISING CO EQUITY 512815101 39 1,042 SH DEFINED 1 1,042
LAMAR CORP CV EQUITY 512815AF8 13 13,228,000 PRN SOLE 3 11,016,000 2,050,000
LANCASTER COLONY CORP. EQUITY 513847103 1683 47,208 SH DEFINED 1 47,208
LANCE, INC. EQUITY 514606102 126 8,658 SH DEFINED 1 8,658
LANDAMERICA FINANCIAL GROUP EQUITY 514936103 209 6,629 SH DEFINED 1 6,629
LANDAUER, INC. EQUITY 51476K103 113 2,908 SH DEFINED 1 2,908
LANDRY'S RESTAURANTS INC. EQUITY 51508L103 200 7,823 SH DEFINED 1 7,823
LANDSTAR SYSTEM, INC. EQUITY 515098101 291 2,720 SH DEFINED 1 2,720
LANNETT CO INC EQUITY 516012101 48 1,326 SH DEFINED 1 1,326
LASALLE HOTEL PPTYS COM SH BEN EQUITY 517942108 7 424,000 SH SOLE 3 345,337 78,663
LASALLE HOTEL PROPERTIES EQUITY 517942108 95 6,010 SH DEFINED 1 6,010
LATTICE SEMICONDUCTOR CORP. EQUITY 518415104 1491 170,557 SH DEFINED 1 170,557
LAWSON PRODUCTS, INC. EQUITY 520776105 54 1,748 SH DEFINED 1 1,748
LAWSON SOFTWARE EQUITY 520780107 29 5,014 SH DEFINED 1 5,014
LA-Z-BOY CHAIR CO. EQUITY 505336107 19 736 SH DEFINED 1 736
LEAR CORP EQUITY 521865105 3901 84,344 SH DEFINED 1 84,344
LEARNING TREE INTERNATIONAL EQUITY 522015106 69 3,730 SH DEFINED 1 3,730
LECROY CORP EQUITY 52324W109 35 2,949 SH DEFINED 1 2,949
LEE ENTERPRISES, INC. EQUITY 523768109 2000 57,140 SH DEFINED 1 57,140
LEEDS FED BANKSHARES I EQUITY 524226107 14 442 SH DEFINED 1 442
LEGATO SYSTEMS, INC. EQUITY 524651106 635 176,384 SH DEFINED 1 176,384
LEGG MASON, INC. EQUITY 524901105 4096 83,010 SH DEFINED 1 83,011
LEGGETT & PLATT, INC. EQUITY 524660107 2123 90,713 SH DEFINED 1 90,713
LEHMAN BROTHERS HLDGS INC EQUITY 524908100 5627 90,000 SH SOLE 2 90,000
LEHMAN BROTHERS HLDGS INC EQUITY 524908100 15311 244,900 SH SOLE 2 244,900
LEHMAN BROTHERS HOLDINGS, INC. EQUITY 524908100 7703 123,210 SH DEFINED 1 123,210
LENDING TREE INC EQUITY 52602Q105 30 2,347 SH DEFINED 1 2,347
LENNAR CORP COM EQUITY 526057104 53 863,296 SH SOLE 3 826,151 37,145
LENNAR CORP. EQUITY 526057104 6335 103,516 SH DEFINED 1 103,516
LENNOX INTERNATIONAL INC EQUITY 526107107 274 15,241 SH DEFINED 1 15,241
LEUCADIA NATIONAL CORP. EQUITY 527288104 2255 71,221 SH DEFINED 1 71,221
LEVEL 3 COMMUNICATIONS, INC. EQUITY 52729N100 13 4,479 SH DEFINED 1 4,479
LEXAR MEDIA INC EQUITY 52886P104 1057 247,626 SH DEFINED 1 247,626
LEXICON GENETICS INC. EQUITY 528872104 58 11,948 SH DEFINED 1 11,948
LEXINGTON CORP. PROPERTRIES EQUITY 529043101 138 8,340 SH DEFINED 1 8,340
LEXMARK INTERNATIONAL GROUP EQUITY 529771107 3956 72,717 SH DEFINED 1 72,017
LIBBEY, INC. EQUITY 529898108 187 5,485 SH DEFINED 1 5,485
LIBERATE TECHNOLOGIES, INC. EQUITY 530129105 101 38,146 SH DEFINED 1 38,146
LIBERTY CORP. EQUITY 530370105 240 6,015 SH DEFINED 1 6,015
LIBERTY LIVEWIRE CORP EQUITY 530709104 5 1,725 SH DEFINED 1 1,725
LIBERTY MEDIA CORP A EQUITY 530718105 137 15,700 SH SOLE 2 15,700
LIBERTY PROPERTY TRUST EQUITY 531172104 5435 155,282 SH DEFINED 1 155,282
LIFECORE BIOMEDICAL IN EQUITY 532187101 40 3,563 SH DEFINED 1 3,563
LIFELINE SYS INC EQUITY 532192101 38 1,428 SH DEFINED 1 1,428
LIFEPOINT HOSPITALS HLDG EQUITY 53219L109 1850 50,949 SH DEFINED 1 50,949
LIGAND PHARMACEUTICALS, INC.,
CLASS B EQUITY 53220K207 267 18,429 SH DEFINED 1 18,429
LIGHTBRIDGE INC EQUITY 532226107 85 10,089 SH DEFINED 1 10,089
Lilly (Eli) & Co Com Stk EQUITY 532457108 342 6,070 SH DEFINED 1 6,070
LILLY ELI COMPANY EQUITY 532457108 68 1,250 SH SOLE 2 1,250
LIMITED BRANDS INC EQUITY 532716107 8393 340,000 SH SOLE 2 340,000
LIMITED BRANDS INC EQUITY 532716107 12725 597,400 SH SOLE 2 597,400
LIMITED BRANDS, INC. EQUITY 532716107 4966 233,140 SH DEFINED 1 233,140
LIN TV CORP EQUITY 532774106 7 241 SH DEFINED 1 241
LIN TV CORP EQUITY 532774106 2231 82,500 SH SOLE 2 82,500
LIN TV CORP CL A EQUITY 532774106 14 516,778 SH SOLE 3 496,200 20,578
LINCARE HOLDINGS, INC. EQUITY 532791100 4486 138,898 SH DEFINED 1 138,898
LINCOLN ELECTRIC HOLDINGS, INC EQUITY 533900106 305 11,341 SH DEFINED 1 11,341
LINCOLN NATIONAL CORP. EQUITY 534187109 5074 120,816 SH DEFINED 1 120,816
LINCOLN NATL CORP IND EQUITY 534187109 32 830 SH SOLE 2 830
LINDSAY MANUFACTURING CO. EQUITY 535555106 82 3,557 SH DEFINED 1 3,557
LINEAR TECHNOLOGY CORP. EQUITY 535678106 4848 154,260 SH DEFINED 1 154,260
LINENS N THINGS INC EQUITY 535679104 9010 274,600 SH SOLE 2 274,600
LINENS 'N THINGS, INC. EQUITY 535679104 392 11,939 SH DEFINED 1 11,939
LITHIA MOTORS, INC. EQUITY 536797103 104 3,879 SH DEFINED 1 3,879
LITTELFUSE, INC. EQUITY 537008104 162 6,988 SH DEFINED 1 6,988
LIZ CLAIBORNE, INC. EQUITY 539320101 1570 49,383 SH DEFINED 1 49,383
LNR PROPERTY CORP. EQUITY 501940100 276 8,006 SH DEFINED 1 8,006
LOCAL FINANCIAL CORP. EQUITY 539553107 112 6,840 SH DEFINED 1 6,840
LOCKHEED MARTIN CORP EQUITY 539830109 17424 250,700 SH SOLE 2 250,700
LOCKHEED MARTIN CORP EQUITY 539830109 38531 554,400 SH SOLE 2 554,400
LOCKHEED MARTIN CORP. EQUITY 539830109 14054 202,220 SH DEFINED 1 202,220
LODGENET ENTERTAINMENT CORP. EQUITY 540211109 57 3,933 SH DEFINED 1 3,933
LOEWS CORP. EQUITY 540424108 4874 91,979 SH DEFINED 1 91,979
LO-JACK CORPORATION EQUITY 539451104 665 190,100 SH DEFINED 1 190,100
LONE STAR STEAKHOUSE & SALOON EQUITY 542307103 161 6,815 SH DEFINED 1 6,815
LONE STAR TECHNOLOGIES, INC. EQUITY 542312103 233 10,186 SH DEFINED 1 10,186
LONGS DRUG STORES CORP. EQUITY 543162101 1692 59,803 SH DEFINED 1 59,803
LONGVIEW FIBRE CO. EQUITY 543213102 787 83,538 SH DEFINED 1 83,538
LOOKSMART LTD EQUITY 543442107 48 24,408 SH DEFINED 1 24,408
LOUDCLOUD INC EQUITY 545735102 8 5,732 SH DEFINED 1 5,732
LOUISIANA PACIFIC CORP. EQUITY 546347105 962 90,808 SH DEFINED 1 90,808
LOWE'S COMPANIES, INC. EQUITY 548661107 30270 666,750 SH DEFINED 1 666,750
LOWES COS INC COM EQUITY 548661107 5 104,000 SH SOLE 3 104,000
LSI INDUSTRIES, INC. EQUITY 50216C108 94 5,105 SH DEFINED 1 5,105
LSI LOGIC CORP EQUITY 502161102 2188 250,000 SH SOLE 2 250,000
LSI LOGIC CORP. EQUITY 502161102 2192 250,562 SH DEFINED 1 250,562
LTC PROP INC EQUITY 502175102 43 5,031 SH DEFINED 1 5,031
LTX CORP. EQUITY 502392103 1122 78,562 SH DEFINED 1 78,562
LUBRIZOL CORP COM EQUITY 549271104 53 1,578,534 SH SOLE 3 1,550,634 27,900
LUBRIZOL CORP. EQUITY 549271104 2222 66,343 SH DEFINED 1 66,343
LUBY'S, INC. EQUITY 549282101 53 8,010 SH DEFINED 1 8,010
LUCENT TECHNOLOGIES INC EQUITY 549463107 3 1,600 SH SOLE 2 1,600
LUCENT TECHNOLOGIES INC EQUITY 549463107 2912 1,754,282 SH DEFINED 1 1,754,282
LUFKIN INDS INC COM EQUITY 549764108 58 2,009 SH DEFINED 1 2,009
LUMINEX CORP EQUITY 55027E102 52 6,871 SH DEFINED 1 6,871
LYDALL, INC. EQUITY 550819106 80 5,247 SH DEFINED 1 5,247
LYON WILLIAM HOMES EQUITY 552074106 46 1,769 SH DEFINED 1 1,769
LYONDELL CHEMICAL CO EQUITY 552078107 1208 80,000 SH SOLE 2 80,000
LYONDELL CHEMICAL CO EQUITY 552078107 3700 245,000 SH SOLE 2 245,000
LYONDELL CHEMICAL CO. EQUITY 552078107 5477 362,701 SH DEFINED 1 362,701
M&T BANK CORP. EQUITY 55261F104 10261 119,643 SH DEFINED 1 119,643
M.D.C. HOLDINGS, INC. EQUITY 552676108 359 6,911 SH DEFINED 1 6,911
M/I SCHOTTENSTEIN HOMES INC EQUITY 55305B101 162 4,308 SH DEFINED 1 4,308
MACATAWA BK CORP EQUITY 554225102 52 2,385 SH DEFINED 1 2,385
MACDERMID, INC. EQUITY 554273102 199 9,247 SH DEFINED 1 9,247
MACERICH CO. EQUITY 554382101 361 11,642 SH DEFINED 1 11,642
MACK-CALI REALTY CORP EQUITY 554489104 5484 156,020 SH DEFINED 1 156,020
MACROMEDIA, INC. EQUITY 556100105 853 96,212 SH DEFINED 1 96,212
MACROVISION CORP EQUITY 555904101 1056 80,563 SH DEFINED 1 80,563
MADDEN STEVEN LTD COM EQUITY 556269108 6 278,400 SH SOLE 3 278,400
MADISON GAS & ELECTRIC CO. EQUITY 557497104 161 5,790 SH DEFINED 1 5,790
MAF BANCORP, INC. EQUITY 55261R108 255 6,780 SH DEFINED 1 6,780
MAGELLAN HEALTH SERVICES, INC. EQUITY 559079108 9 8,670 SH DEFINED 1 8,670
MAGMA DESIGN AUTOMATIO EQUITY 559181102 111 6,608 SH DEFINED 1 6,608
MAGNA ENTERTAINMENT CL A EQUITY 559211107 110 15,794 SH DEFINED 1 15,794
MAGNATEK, INC. EQUITY 559424106 69 7,014 SH DEFINED 1 7,014
MAGNUM HUNTER RES INC COM PAR EQUITY 55972F203 5 601,500 SH SOLE 3 601,500
MAGNUM HUNTER RESOURCES INC EQUITY 55972F203 136 17,275 SH DEFINED 1 17,275
MAIL-WELL, INC. EQUITY 560321200 53 10,148 SH DEFINED 1 10,148
MAIN STREET BANKS INC EQUITY 56034R102 77 3,718 SH DEFINED 1 3,718
MAINSOURCE FINANCIAL G EQUITY 56062Y102 48 1,995 SH DEFINED 1 1,995
MANDALAY RESORT GROUP EQUITY 562567107 2423 87,884 SH DEFINED 1 87,884
MANHATTAN ASSOCIATES, INC. EQUITY 562750109 223 6,922 SH DEFINED 1 6,922
MANITOWOC CO., INC. EQUITY 563571108 305 8,596 SH DEFINED 1 8,596
MANOR CARE, INC. EQUITY 564055101 1121 48,759 SH DEFINED 1 48,759
MANPOWER, INC. EQUITY 56418H100 3586 97,566 SH DEFINED 1 97,566
MANTECH INTL CORP EQUITY 564563104 62 2,576 SH DEFINED 1 2,576
MANUFACTURED HOME CMNT COM EQUITY 564682102 8 227,100 SH SOLE 3 183,727 43,373
MANUFACTURED HOME COMMUNITIES EQUITY 564682102 161 4,586 SH DEFINED 1 4,586
MANUFACTURERS SERVICES LTD EQUITY 565005105 25 5,133 SH DEFINED 1 5,133
MANUGISTICS GROUP IN EQUITY 565011103 129 21,193 SH DEFINED 1 21,193
MAPICS INC EQUITY 564910107 29 5,124 SH DEFINED 1 5,124
MAPINFO CORP COM EQUITY 565105103 49 5,398 SH DEFINED 1 5,398
MARATHON OIL CORP EQUITY 565849106 4161 153,411 SH DEFINED 1 153,411
MARCUS CORP EQUITY 566330106 117 7,033 SH DEFINED 1 7,033
MARINEMAX INC EQUITY 567908108 34 2,608 SH DEFINED 1 2,608
MARKEL CORP EQUITY 570535104 22 112 SH DEFINED 1 112
MARRIOTT INTERNATIONAL, INC. EQUITY 571903202 4248 111,640 SH DEFINED 1 111,640
MARSH & MCLENNAN COMPANIES INC EQUITY 571748102 34486 357,000 SH DEFINED 1 357,000
MARSHALL & ILSLEY CORP. EQUITY 571834100 2993 96,775 SH DEFINED 1 96,775
MARTEK BIOSCIENCES CORP. EQUITY 572901106 149 7,117 SH DEFINED 1 7,117
MARTHA STEWART LIVING INC EQUITY 573083102 750 65,400 SH SOLE 2 65,400
MARTHA STEWART LIVING-CL A EQUITY 573083102 41 3,563 SH DEFINED 1 3,563
MARTIN MARIETTA MATERIALS EQUITY 573284106 2457 63,003 SH DEFINED 1 63,003
MARVEL ENTERPRISES INC EQUITY 57383M108 33 6,075 SH DEFINED 1 6,075
MARVELL TECHNOLOGY GROUP L EQUITY G5876H105 3656 183,800 SH SOLE 2 183,800
MASCO CORP EQUITY 574599106 4216 155,500 SH SOLE 2 155,500
MASCO CORP EQUITY 574599106 15304 564,500 SH SOLE 2 564,500
MASCO CORP. EQUITY 574599106 6176 227,830 SH DEFINED 1 227,830
MASSBANK CORP READ MAS EQUITY 576152102 48 1,359 SH DEFINED 1 1,359
MASSEY ENERGY COMPANY EQUITY 576206106 284 22,399 SH DEFINED 1 22,399
MASTEC, INC. EQUITY 576323109 53 7,170 SH DEFINED 1 7,170
MATERIAL SCIENCES CORP EQUITY 576674105 51 3,645 SH DEFINED 1 3,645
MATRIA HEALTHCARE INC EQUITY 576817209 18 2,207 SH DEFINED 1 2,207
MATRIXONE INC EQUITY 57685P304 113 18,515 SH DEFINED 1 18,515
MATTEL INC EQUITY 577081102 2108 100,000 SH SOLE 2 100,000
MATTEL INC EQUITY 577081102 3120 148,000 SH SOLE 2 148,000
MATTEL, INC. EQUITY 577081102 6632 314,617 SH DEFINED 1 314,617
MATTHEWS INTERNATIONAL CORP.
CLASS A EQUITY 577128101 228 9,777 SH DEFINED 1 9,777
MATTSON TECHNOLOGY, INC. EQUITY 577223100 35 7,476 SH DEFINED 1 7,476
MAUI LAND & PINEAPPLE CO EQUITY 577345101 21 1,051 SH DEFINED 1 1,051
MAVERICK TUBE CORP. EQUITY 577914104 201 13,429 SH DEFINED 1 13,429
MAXIM INTEGRATED PRODUCTS INC. EQUITY 57772K101 6038 157,530 SH DEFINED 1 157,530
MAXIMUS, INC. EQUITY 577933104 194 6,127 SH DEFINED 1 6,127
MAXTOR CORP EQUITY 577729205 321 71,120 SH DEFINED 1 71,120
MAXWELL SHOE INC EQUITY 577766108 78 4,892 SH DEFINED 1 4,892
MAXYGEN EQUITY 577776107 122 10,211 SH DEFINED 1 10,211
MAY DEPARTMENT STORES CO. EQUITY 577778103 8314 252,464 SH DEFINED 1 252,464
MAY DEPT STORES CO EQUITY 577778103 5900 179,182 SH SOLE 2 179,182
MAYTAG CORP COM EQUITY 578592107 16 380,000 SH SOLE 3 336,100 40,500
MAYTAG CORP. EQUITY 578592107 1528 35,830 SH DEFINED 1 35,830
MB FINANCIAL INC EQUITY 55264U108 135 4,032 SH DEFINED 1 4,032
MBIA, INC EQUITY 55262C100 3866 68,397 SH DEFINED 1 68,397
MBNA CORP EQUITY 55262L100 5448 164,750 SH SOLE 2 164,750
MBNA CORP EQUITY 55262L100 5448 164,750 SH SOLE 2 164,750
MBNA CORP. EQUITY 55262L100 14611 441,820 SH DEFINED 1 441,820
MCAFEE.COM CORP. EQUITY 579062100 62 4,217 SH DEFINED 1 4,217
MCCLATCHY COMPANY-CL EQUITY 579489105 17 266 SH DEFINED 1 266
MCCORMICK & CO., INC. EQUITY 579780206 4632 179,875 SH DEFINED 1 179,875
MCDATA CORP CL A EQUITY 580031201 34 258 SH SOLE 2 258
MCDERMOTT INTERNATIONAL, INC. EQUITY 580037109 286 35,280 SH DEFINED 1 35,280
MCDONALDS CORP EQUITY 580135101 2276 80,000 SH SOLE 2 80,000
MCDONALDS CORP EQUITY 580135101 9056 318,300 SH SOLE 2 318,300
MCDONALDS CORP COM EQUITY 580135101 3 110,000 SH SOLE 3 110,000
MCDONALD'S CORP. EQUITY 580135101 16322 573,700 SH DEFINED 1 573,700
MCG CAPITAL CORP EQUITY 58047P107 39498 2,363,740 SH DEFINED 1 2,363,740
MCGRATH RENTCORP EQUITY 580589109 85 3,267 SH DEFINED 1 3,267
MCGRAW-HILL, INC. EQUITY 580645109 6448 108,010 SH DEFINED 1 108,010
MCKESSON CORP. EQUITY 58155Q103 5215 159,474 SH DEFINED 1 159,474
MCSI INC EQUITY 55270M108 89 7,850 SH DEFINED 1 7,850
MDU RESOURCES GROUP, INC. EQUITY 552690109 2406 91,525 SH DEFINED 1 91,525
MEADWESTVACO CORP EQUITY 583334107 3106 92,541 SH DEFINED 1 92,541
MEDAREX INC EQUITY 583916101 184 24,858 SH DEFINED 1 24,858
MEDAREX INC EQUITY 583916101 1484 200,000 SH SOLE 2 200,000
MEDCATH CORP EQUITY 58404W109 39 2,270 SH DEFINED 1 2,270
MED-DESIGN CORP EQUITY 583926100 39 3,038 SH DEFINED 1 3,038
MEDFORD BANCORP INC EQUITY 584131106 83 2,388 SH DEFINED 1 2,388
MEDIA GENERAL, INC. CLASS A EQUITY 584404107 1787 29,783 SH DEFINED 1 29,783
MEDIACOM COMMUNICATI EQUITY 58446K105 149 19,143 SH DEFINED 1 19,143
MEDICAL STAFFING NETWORK H EQUITY 58463F104 184 7,500 SH SOLE 2 7,500
MEDICAL STAFFING NETWORK
HOLDINGS EQUITY 58463F104 68 2,787 SH DEFINED 1 2,787
MEDICINES CO EQUITY 584688105 2775 225,100 SH SOLE 2 225,100
MEDICINES COMPANY EQUITY 584688105 93 7,549 SH DEFINED 1 7,549
MEDICIS PHARMACEUTIC EQUITY 584690309 19 433 SH DEFINED 1 433
MEDICIS PHARMACEUTICAL CL A NE EQUITY 584690309 35 827,428 SH SOLE 3 786,422 39,306
MEDICIS PHARMACEUTICAL SR NT C EQUITY 584690AA9 150,000 PRN SOLE 3 150,000
MEDIMMUNE INC EQUITY 584699102 5990 226,900 SH SOLE 2 226,900
MEDIMMUNE, INC. EQUITY 584699102 3252 123,194 SH DEFINED 1 123,194
MEDIS TECHNOLOGIES LTD EQUITY 58500P107 31 3,857 SH DEFINED 1 3,857
MEDQUIST, INC. EQUITY 584949101 96 3,604 SH DEFINED 1 3,604
MEDSOURCE TECHNOLOGIES EQUITY 58505Y103 36 2,974 SH DEFINED 1 2,974
Medtronic EQUITY 585055106 857 20,000 SH DEFINED 4 20,000
MEDTRONIC, INC. EQUITY 585055106 23396 546,000 SH DEFINED 1 546,000
MEEMIC HOLDINGS INC EQUITY 585135106 11 381 SH DEFINED 1 381
MELLON FINANCIAL CORPORATION EQUITY 58551A108 7731 245,970 SH DEFINED 1 245,970
MELLON FINL CORP EQUITY 58551A108 943 30,000 SH SOLE 2 30,000
MELLON FINL CORP EQUITY 58551A108 4834 153,800 SH SOLE 2 153,800
MEMBERWORKS INCORPORATED EQUITY 586002107 61 3,306 SH DEFINED 1 3,306
MEMC ELECTRONIC MATERIALS, INC EQUITY 552715104 36 7,248 SH DEFINED 1 7,248
MENS WEARHOUSE, INC. EQUITY 587118100 280 10,981 SH DEFINED 1 10,981
MENTOR CORP. EQUITY 587188103 258 7,035 SH DEFINED 1 7,035
MENTOR GRAPHICS CORP. EQUITY 587200106 1521 106,953 SH DEFINED 1 106,953
MERCANTILE BANKSHARES CORP. EQUITY 587405101 3723 90,731 SH DEFINED 1 90,731
MERCHANTS BANCSHARES EQUITY 588448100 40 1,424 SH DEFINED 1 1,424
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MERCK & CO., INC. EQUITY 589331107 57154 1,128,640 SH DEFINED 1 1,128,640
MERCK + CO INC EQUITY 589331107 4558 90,000 SH SOLE 2 90,000
Merck and Co Inc EQUITY 589331107 2375 46,900 SH DEFINED 4 46,900
MERCURY COMPUTER SYSTEMS INC EQUITY 589378108 160 7,725 SH DEFINED 1 7,725
MERCURY GENERAL CORP EQUITY 589400100 18 374 SH DEFINED 1 374
MERCURY INTERACTIVE CORP. EQUITY 589405109 944 41,132 SH DEFINED 1 41,132
MERCURY INTERACTIVE CP COM EQUITY 589405109 38 1,657,383 SH SOLE 3 1,559,680 92,803
MEREDITH CORP EQUITY 589433101 877 22,860 SH DEFINED 1 22,860
MERIDIAN GOLD INC EQUITY 589975101 3130 195,000 SH SOLE 2 195,000
MERIDIAN MED TECHNOLOG EQUITY 589658103 44 1,205 SH DEFINED 1 1,205
MERIDIAN RESOURCE CORP EQUITY 58977Q109 42 11,286 SH DEFINED 1 11,286
MERISTAR HOSPITALITY CORP. EQUITY 58984Y103 222 14,561 SH DEFINED 1 14,561
MERIT MED SYS INC EQUITY 589889104 85 4,102 SH DEFINED 1 4,102
MERITAGE CORPORATION EQUITY 59001A102 124 2,726 SH DEFINED 1 2,726
MERIX CORPORATION EQUITY 590049102 42 4,854 SH DEFINED 1 4,854
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MERRILL LYNCH + CO INC EQUITY 590188108 6278 155,000 SH SOLE 2 155,000
MERRILL LYNCH + CO INC EQUITY 590188108 14461 357,050 SH SOLE 2 357,050
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MESA AIRLINES, INC. EQUITY 590479101 101 11,007 SH DEFINED 1 11,007
MESABA HOLDINGS, INC. EQUITY 59066B102 20 3,420 SH DEFINED 1 3,420
MESTEK, INC. EQUITY 590829107 21 1,084 SH DEFINED 1 1,084
METAL MGMT INC EQUITY 591097209 596 183,347 SH SOLE 2 183,347
METASOLV INC. EQUITY 59139P104 41 10,338 SH DEFINED 1 10,338
METHODE ELECTRONICS, INC.,
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METLIFE INC EQUITY 59156R108 9461 400,000 SH SOLE 2 400,000
METLIFE INC EQUITY 59156R108 10526 365,500 SH SOLE 2 365,500
METLIFE, INC. EQUITY 59156R108 9116 316,520 SH DEFINED 1 316,520
METRIS COMPANIES INC EQUITY 591598107 757 91,126 SH DEFINED 1 91,126
METRO ONE TELECOMMUNICATIONS EQUITY 59163F105 92 6,611 SH DEFINED 1 6,611
METRO-GOLDWYN-MAYER EQUITY 591610100 293 25,036 SH DEFINED 1 25,036
METTLER-TOLEDO INTERNATIONAL EQUITY 592688105 18 495 SH DEFINED 1 495
MGI PHARMA INC EQUITY 552880106 63 8,947 SH DEFINED 1 8,947
MGIC INVESTMENT CORP. EQUITY 552848103 3486 51,418 SH DEFINED 1 51,418
MGM GRAND INC EQUITY 552953101 33 980 SH DEFINED 1 980
MICHAELS STORES INC COM EQUITY 594087108 18 449,076 SH SOLE 3 388,500 56,976
MICHAELS STORES, INC. EQUITY 594087108 3328 85,323 SH DEFINED 1 85,323
MICREL, INC. EQUITY 594793101 1719 119,571 SH DEFINED 1 119,571
MICRO GENERAL CORP EQUITY 594838302 57 3,433 SH DEFINED 1 3,433
MICROCHIP TECHNOLOGY COM EQUITY 595017104 20 717,467 SH SOLE 3 608,450 102,317
MICROCHIP TECHNOLOGY, INC. EQUITY 595017104 7198 262,398 SH DEFINED 1 262,398
MICROMUSE INC EQUITY 595094103 124 26,673 SH DEFINED 1 26,673
MICRON TECHNOLOGY INC EQUITY 595112103 9681 478,800 SH SOLE 2 478,800
MICRON TECHNOLOGY, INC. EQUITY 595112103 7138 353,020 SH DEFINED 1 353,020
MICROS SYSTEMS, INC. EQUITY 594901100 164 5,920 SH DEFINED 1 5,920
MICROSEMI CORP. EQUITY 595137100 68 10,310 SH DEFINED 1 10,310
Microsoft Corp EQUITY 594918104 1094 20,000 SH DEFINED 4 20,000
MICROSOFT CORP EQUITY 594918104 22154 405,000 SH SOLE 2 405,000
MICROSOFT CORP EQUITY 594918104 56271 1,028,798 SH SOLE 2 1,028,798
MICROSOFT CORP. EQUITY 594918104 196004 3,564,980 SH DEFINED 1 3,564,980
MICROTUNE INC EQUITY 59514P109 139 15,561 SH DEFINED 1 15,561
MICROTUNE INC DEL COM EQUITY 59514P109 5 527,300 SH SOLE 3 527,300
MID ATLANTIC MED SERVICES, INC EQUITY 59523C107 21 657 SH DEFINED 1 657
MID ATLANTIC REALTY TRUST EQUITY 595232109 110 6,222 SH DEFINED 1 6,222
MID STATE BANCSHARES EQUITY 595440108 166 8,598 SH DEFINED 1 8,598
MID-AMERICA APT. COMMUNITIES EQUITY 59522J103 134 5,026 SH DEFINED 1 5,026
MIDAS, INC. EQUITY 595626102 25 1,978 SH DEFINED 1 1,978
MIDDLESEX WATER CO EQUITY 596680108 72 2,735 SH DEFINED 1 2,735
MIDLAND CO COM EQUITY 597486109 70 1,394 SH DEFINED 1 1,394
MIDWAY GAMES INC. EQUITY 598148104 83 9,816 SH DEFINED 1 9,816
MIDWEST BANC HOLDINGS INC. EQUITY 598251106 66 2,202 SH DEFINED 1 2,202
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MILACRON, INC. EQUITY 598709103 62 6,103 SH DEFINED 1 6,103
MILLENNIUM CHEMICALS INC. EQUITY 599903101 316 22,465 SH DEFINED 1 22,465
MILLENNIUM PHARMACEUTICALS, IN EQUITY 599902103 4531 372,942 SH DEFINED 1 372,942
MILLIPORE CORP. EQUITY 601073109 769 24,053 SH DEFINED 1 24,053
MILLS CORP COM EQUITY 601148109 4 136,400 SH SOLE 3 110,300 26,100
MILLS CORP. EQUITY 601148109 242 7,803 SH DEFINED 1 7,803
MIM CORP EQUITY 553044108 99 8,183 SH DEFINED 1 8,183
MINAS BUENAVENTURA-SPON ADR EQUITY 204448104 947 37,000 SH DEFINED 1 37,000
MINE SAFETY APPLIANCES CO. EQUITY 602720104 112 2,803 SH DEFINED 1 2,803
MINERALS TECHNOLOGIES, INC. EQUITY 603158106 1647 33,395 SH DEFINED 1 33,395
MIPS TECHNOLOGIES INC EQUITY 604567107 78 12,713 SH DEFINED 1 12,713
MIPS TECHNOLOGIES INC CL B EQUITY 604567206 279 50,100 SH DEFINED 1 50,100
MIRANT CORP. EQUITY 604675108 2114 289,536 SH DEFINED 1 289,536
MISSION WEST PROPERTIES EQUITY 605203108 63 5,155 SH DEFINED 1 5,155
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MOBILE MINI INC. EQUITY 60740F105 76 4,421 SH DEFINED 1 4,421
MOBILE TELESYSTEMS-SP ADR EQUITY 607409109 1609 53,105 SH DEFINED 1 53,105
MODINE MANUFACTURING CO. EQUITY 607828100 1296 52,712 SH DEFINED 1 52,712
MODTECH HLDGS INC EQUITY 60783C100 40 3,174 SH DEFINED 1 3,174
MOHAWK INDS INC COM EQUITY 608190104 58 941,846 SH SOLE 3 894,898 44,848
MOHAWK INDUSTRIES, INC. EQUITY 608190104 5348 86,916 SH DEFINED 1 86,916
MOLECULAR DEVICES CORP. EQUITY 60851C107 97 5,458 SH DEFINED 1 5,458
MOLEX, INC. EQUITY 608554101 3062 91,333 SH DEFINED 1 91,333
MONACO COACH CORP EQUITY 60886R103 182 8,527 SH DEFINED 1 8,527
MONARCH CASINO & RESOR EQUITY 609027107 17 1,146 SH DEFINED 1 1,146
MONDAVI, ROBERT CORP. CLASS A EQUITY 609200100 114 3,316 SH DEFINED 1 3,316
MONOLITHIC SYS TECHNOL EQUITY 609842109 72 6,395 SH DEFINED 1 6,395
MONRO MUFFLER BRAKE IN EQUITY 610236101 44 1,928 SH DEFINED 1 1,928
MONSANTO CO EQUITY 61166W101 10 559 SH DEFINED 1 559
MONTEREY PASTA CO EQUITY 612570101 47 5,015 SH DEFINED 1 5,015
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MOODY'S CORP. EQUITY 615369105 3533 71,006 SH DEFINED 1 71,006
MOOG INC. EQUITY 615394202 231 5,385 SH DEFINED 1 5,385
MORGAN STANLEY EQUITY 617446448 12372 287,200 SH SOLE 2 287,200
MORGAN STANLEY EQUITY 617446448 21550 500,240 SH DEFINED 1 500,240
MORGAN STANLEY DEAN WITTER EQUITY 617446448 5385 125,000 SH SOLE 2 125,000
MORGAN STANLEY DEAN WITTER &
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MORGAN STANLY DN WTTR DISCVR EQUITY 651229106 577 13,840 SH SOLE 2 13,840
MOSSIMO INC EQUITY 619696107 16 1,746 SH DEFINED 1 1,746
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MPS GROUP INC EQUITY 553409103 1361 160,103 SH DEFINED 1 160,103
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MSC INDUSTRIAL DIRECT CO. EQUITY 553530106 194 9,950 SH DEFINED 1 9,950
MSC SOFTWARE CORPORATION EQUITY 553531104 81 9,087 SH DEFINED 1 9,087
MTR GAMING GROUP INC EQUITY 553769100 125 7,500 SH DEFINED 1 7,500
MTS SYSTEMS CORP. EQUITY 553777103 94 7,517 SH DEFINED 1 7,517
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MURPHY OIL CORP. EQUITY 626717102 4860 58,915 SH DEFINED 1 58,915
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MYRIAD GENETICS INC EQUITY 62855J104 173 8,493 SH DEFINED 1 8,493
MYRIAD GENETICS INC EQUITY 62855J104 1015 49,900 SH SOLE 2 49,900
NABI BIOPHARMACEUTICALS EQUITY 629519109 74 13,790 SH DEFINED 1 13,790
NABORS INDUSTRIES LTD EQUITY G6359F103 6001 170,000 SH SOLE 2 170,000
NABORS INDUSTRIES LTD EQUITY G6359F103 33895 960,200 SH SOLE 2 960,200
NABORS INDUSTRIES LTD EQUITY G6359F103 40 1,115 SH SOLE 2 1,115
NACCO INDUSTRIES, INC. CLASS A EQUITY 629579103 111 1,917 SH DEFINED 1 1,917
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NAPRO BIOTHERAPEUTICS INC EQUITY 630795102 60 9,108 SH DEFINED 1 9,108
NARA BANCORP INC EQUITY 63080P105 33 1,423 SH DEFINED 1 1,423
NASB FINL INC EQUITY 628968109 24 1,088 SH DEFINED 1 1,088
NASHFINCH CO. EQUITY 631158102 125 3,922 SH DEFINED 1 3,922
NASSDA CORP EQUITY 63172M101 22 1,786 SH DEFINED 1 1,786
NASTECH PHARMACEUTICAL EQUITY 631728409 46 2,820 SH DEFINED 1 2,820
NATCO GROUP INC EQUITY 63227W203 28 3,273 SH DEFINED 1 3,273
NATIONAL BEVERAGE CORP. EQUITY 635017106 18 1,285 SH DEFINED 1 1,285
NATIONAL CITY CORP EQUITY 635405103 2394 72,000 SH SOLE 2 72,000
NATIONAL CITY CORP. EQUITY 635405103 9255 278,360 SH DEFINED 1 278,360
NATIONAL COMMERCE BANCORP. EQUITY 63545P104 7011 266,585 SH DEFINED 1 266,585
NATIONAL DATA CORP. EQUITY 639480102 321 11,497 SH DEFINED 1 11,497
NATIONAL EQUIPMENT SERVICES EQUITY 635847106 116 75,000 SH DEFINED 1 75,000
NATIONAL FUEL GAS CO. EQUITY 636180101 4892 217,336 SH DEFINED 1 217,336
NATIONAL HEALTH INVESTORS, INC EQUITY 63633D104 1245 77,803 SH DEFINED 1 77,803
NATIONAL HEALTH REALTY EQUITY 635905102 40 2,116 SH DEFINED 1 2,116
NATIONAL HEALTHCARE CORP EQUITY 635906100 64 2,999 SH DEFINED 1 2,999
NATIONAL INSTRUMENTS CORP. EQUITY 636518102 2152 66,106 SH DEFINED 1 66,106
NATIONAL PENN BANCSHARES, INC. EQUITY 637138108 166 6,351 SH DEFINED 1 6,351
NATIONAL PRESTO INDUSTRIES EQUITY 637215104 54 1,683 SH DEFINED 1 1,683
NATIONAL PROCESSING INC EQUITY 637229105 3 104 SH DEFINED 1 104
NATIONAL SEMICONDUCTOR CORP. EQUITY 637640103 2418 82,902 SH DEFINED 1 82,902
NATIONAL WESTERN LIFE INS. CO.
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NATIONAL-OILWELL INC COM EQUITY 637071101 23 1,070,032 SH SOLE 3 1,054,232 15,800
NATIONAL-OILWELL, INC. EQUITY 637071101 24580 1,167,694 SH DEFINED 1 1,167,694
NATIONWIDE FINANCIAL EQUITY 638612101 12 299 SH DEFINED 1 299
NATIONWIDE HEALTH PROPERTIES EQUITY 638620104 2365 126,109 SH DEFINED 1 126,109
NATURES SUNSHINE PRODUCTS, INC EQUITY 639027101 46 4,105 SH DEFINED 1 4,105
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NAUTILUS GROUP INC EQUITY 63910B102 327 10,677 SH DEFINED 1 10,677
NAVIGANT CONSULTING CO. EQUITY 63935N107 97 13,926 SH DEFINED 1 13,926
NAVIGANT INTERNATIONAL, INC. EQUITY 63935R108 67 4,321 SH DEFINED 1 4,321
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NAVISTAR INTERNATIONAL CORP. EQUITY 63934E108 894 27,947 SH DEFINED 1 27,947
NBC CAPITAL CORP EQUITY 628729105 71 1,871 SH DEFINED 1 1,871
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NCR CORP. EQUITY 62886E108 1570 45,377 SH DEFINED 1 45,377
NEIMAN MARCUS GROUP INC CL A EQUITY 640204202 2145 61,823 SH DEFINED 1 61,823
NEOFORMA INC EQUITY 640475505 35 2,669 SH DEFINED 1 2,669
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NETEGRITY, INC. EQUITY 64110P107 59 9,580 SH DEFINED 1 9,580
NETFLIX.COM INC EQUITY 64110L106 28 1,972 SH DEFINED 1 1,972
NETIQ CORP. EQUITY 64115P102 319 14,108 SH DEFINED 1 14,108
NETRATINGS INC EQUITY 64116M108 25 2,728 SH DEFINED 1 2,728
NETRO CORP EQUITY 64114R109 31 13,732 SH DEFINED 1 13,732
NETSCOUT SYSTEMS INC EQUITY 64115T104 44 6,430 SH DEFINED 1 6,430
NETSCREEN TECHNOLOGIES INC EQUITY 64117V107 33 3,582 SH DEFINED 1 3,582
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Network Associates EQUITY 640938106 771 40,000 SH DEFINED 4 40,000
NETWORKS ASSOCIATES, INC. EQUITY 640938106 3654 189,645 SH DEFINED 1 189,645
NETWORKS ASSOCS INC EQUITY 640938106 2443 126,800 SH SOLE 2 126,800
NEUBERGER BERMAN INC EQUITY 641234109 3323 90,781 SH DEFINED 1 90,781
NEUROCRINE BIOSCIENCES, INC. EQUITY 64125C109 288 10,047 SH DEFINED 1 10,047
NEUROGEN CORP. EQUITY 64124E106 54 4,619 SH DEFINED 1 4,619
NEW CENTURY FINANCIAL CORP EQUITY 64352D101 196 5,616 SH DEFINED 1 5,616
NEW ENGLAND BUSINESS SERVICE EQUITY 643872104 104 4,128 SH DEFINED 1 4,128
NEW JERSEY RESOURCES CORP. EQUITY 646025106 287 9,623 SH DEFINED 1 9,623
NEW PLAN EXCEL REALTY TRUST EQUITY 648053106 23 1,122,100 SH SOLE 3 929,264 192,836
NEW PLAN EXCEL REALTY TRUST EQUITY 648053106 2551 122,471 SH DEFINED 1 122,471
NEW YORK COMMUNITY BANCORP INC EQUITY 649445103 3757 138,633 SH DEFINED 1 138,633
NEW YORK TIMES CO EQUITY 650111107 2575 50,000 SH SOLE 2 50,000
NEW YORK TIMES CO EQUITY 650111107 7071 137,300 SH SOLE 2 137,300
NEW YORK TIMES CO. CLASS A EQUITY 650111107 3594 69,796 SH DEFINED 1 69,796
NEWELL RUBBERMAID INC EQUITY 651229106 6837 195,000 SH SOLE 2 195,000
NEWELL RUBBERMAID INC EQUITY 651229106 28002 798,680 SH SOLE 2 798,680
NEWELL RUBBERMAID, INC. EQUITY 651229106 4330 123,505 SH DEFINED 1 123,505
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NEWMONT MINING CORP COM EQUITY 651639106 4 135,000 SH SOLE 3 135,000
NEWMONT MINING CORP HLDG CO EQUITY 651639106 4800 182,293 SH DEFINED 1 182,293
NEWPARK RESOURCES, INC. EQUITY 651718504 189 25,649 SH DEFINED 1 25,649
NEWPORT CORP EQUITY 651824104 970 61,932 SH DEFINED 1 61,932
NEWTEK CAPITAL INC EQUITY 652526104 3376 803,805 SH DEFINED 1 803,805
NEXT LEVEL COMMUNICATION EQUITY 65333U104 6 5,905 SH DEFINED 1 5,905
NEXTEL COMMUNICATIONS, INC. CLASS A EQUITY 65332V103 1374 428,009 SH DEFINED 1 427,969
NEXTEL PARTNERS INC EQUITY 65333F107 223 74,140 SH DEFINED 1 74,140
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NICOR, INC. EQUITY 654086107 936 20,460 SH DEFINED 1 20,460
Nike Inc EQUITY 654106103 1341 25,000 SH DEFINED 4 25,000
NIKE INC EQUITY 654106103 5460 101,775 SH SOLE 2 101,775
NIKE INC EQUITY 654106103 7815 145,500 SH SOLE 2 145,500
NIKE, INC. CLASS B EQUITY 654106103 6462 120,450 SH DEFINED 1 120,450
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NITCHES INC EQUITY 65476M109 562 93,050 SH DEFINED 1 93,050
NL INDUSTRIES, INC. EQUITY 629156407 46 3,034 SH DEFINED 1 3,034
NN INC EQUITY 629337106 52 4,058 SH DEFINED 1 4,058
NOBLE CORPORATION EQUITY G65422100 2329 60,340 SH DEFINED 1 60,340
NOBLE ENERGYINC EQUITY 655044105 2657 73,707 SH DEFINED 1 73,707
NOBLE ENRGY INC COM EQUITY 655044105 40 1,117,378 SH SOLE 3 1,097,978 19,400
NOKIA CORP A ADR EQUITY 654902204 27 1,890 SH SOLE 2 1,890
NOKIA CORP SPON-ADR EQUITY 654902204 2690 185,780 SH DEFINED 1 185,780
NORDSON CORP. EQUITY 655663102 1251 50,748 SH DEFINED 1 50,748
NORDSTROM, INC. EQUITY 655664100 1400 61,809 SH DEFINED 1 61,809
NORFOLK SOUTHERN CORP. EQUITY 655844108 4201 179,695 SH DEFINED 1 179,695
NORTEK, INC. EQUITY 656559101 137 3,033 SH DEFINED 1 3,033
NORTEL NETWORKS CORP EQUITY 656568102 6 3,550 SH SOLE 2 3,550
NORTEL NETWORKS CORP. EQUITY 656568102 2725 1,879,540 SH DEFINED 1 1,879,540
NORTH FORK BANCORPORATION EQUITY 659424105 1194 30,000 SH SOLE 2 30,000
NORTH FORK BANCORPORATION INC. EQUITY 659424105 8430 211,748 SH DEFINED 1 211,748
NORTH PITTSBURGH SYSTEMS EQUITY 661562108 86 5,358 SH DEFINED 1 5,358
NORTHEAST UTILITIES EQUITY 664397106 3344 177,775 SH DEFINED 1 177,775
NORTHERN TRUST CORP. EQUITY 665859104 4565 103,610 SH DEFINED 1 103,610
NORTHROP GRUMMAN CORP EQUITY 666807102 3125 25,000 SH SOLE 2 25,000
NORTHROP GRUMMAN CORP EQUITY 666807102 6125 49,000 SH SOLE 2 49,000
NORTHROP GRUMMAN CORP. EQUITY 666807102 6361 50,890 SH DEFINED 1 50,890
NORTHWEST AIRLINES CORP CL-A EQUITY 667280101 9 778 SH DEFINED 1 778
NORTHWEST BANCORP INC. EQUITY 667328108 51 3,869 SH DEFINED 1 3,869
NORTHWEST NATURAL GAS CO. EQUITY 667655104 280 9,727 SH DEFINED 1 9,727
NORTHWEST PIPE COMPANY EQUITY 667746101 48 2,055 SH DEFINED 1 2,055
NORTHWESTERN CORP. EQUITY 668074107 9997 589,783 SH DEFINED 1 589,783
NOVADIGM INC EQUITY 669937104 35 4,829 SH DEFINED 1 4,829
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NOVELL, INC . EQUITY 670006105 975 303,801 SH DEFINED 1 303,801
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NU HORIZONS ELEC CORP EQUITY 669908105 42 5,119 SH DEFINED 1 5,119
NU SKIN ENTERPRISES, INC. CLASS A EQUITY 67018T105 230 15,784 SH DEFINED 1 15,784
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NUCOR CORP. EQUITY 670346105 2350 36,139 SH DEFINED 1 36,139
NUEVO ENERGY CO. EQUITY 670509108 89 5,612 SH DEFINED 1 5,612
NUI CORPORATION EQUITY 629431107 155 5,626 SH DEFINED 1 5,626
NUMERICAL TECHNOLOGIES, INC. EQUITY 67053T101 35 8,673 SH DEFINED 1 8,673
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NVR, INC. EQUITY 62944T105 24 75 SH DEFINED 1 75
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OAKLEY INC. EQUITY 673662102 159 9,154 SH DEFINED 1 9,154
OCCIDENTAL PETROLEUM CORP. EQUITY 674599105 4986 166,260 SH DEFINED 1 166,260
Occidental Petroleum Corporation USD. EQUITY 674599105 61 2,020 SH DEFINED 1 2,020
OCEAN ENERGY INC NEW EQUITY 67481E106 2167 100,000 SH SOLE 2 100,000
OCEAN ENERGY INC NEW EQUITY 67481E106 5498 253,700 SH SOLE 2 253,700
OCEAN ENERGY INC TEX COM EQUITY 67481E106 28 1,287,300 SH SOLE 3 1,142,500 133,100
OCEAN ENERGY, INC. EQUITY 67481E106 4905 226,367 SH DEFINED 1 226,367
OCEANEERING INTERNATIONAL, INC EQUITY 675232102 222 8,220 SH DEFINED 1 8,220
OCEANFIRST FINANCIAL CORP EQUITY 675234108 90 3,729 SH DEFINED 1 3,729
O'CHARLEY'S INC. EQUITY 670823103 143 5,650 SH DEFINED 1 5,650
OCTEL CORP. EQUITY 675727101 89 3,516 SH DEFINED 1 3,516
OCULAR SCIENCES, INC. EQUITY 675744106 160 6,054 SH DEFINED 1 6,054
OCWEN FINANCIAL CORP. EQUITY 675746101 73 13,317 SH DEFINED 1 13,317
ODYSSEY HEALTHCARE INC EQUITY 67611V101 154 4,237 SH DEFINED 1 4,237
ODYSSEY HEALTHCARE INC EQUITY 67611V101 4 105,200 SH SOLE 3 105,200
ODYSSEY RE HLDGS CORP EQUITY 67612W108 104 5,978 SH DEFINED 1 5,978
OFFICE DEPOT INC EQUITY 676220106 4536 270,000 SH SOLE 2 270,000
OFFICE DEPOT INC EQUITY 676220106 15555 925,900 SH SOLE 2 925,900
OFFICE DEPOT, INC. EQUITY 676220106 2399 142,791 SH DEFINED 1 142,791
OFFICEMAX, INC. EQUITY 67622M108 242 41,110 SH DEFINED 1 41,110
OFFSHORE LOGISTICS INC EQUITY 676255102 1555 65,100 SH SOLE 2 65,100
OFFSHORE LOGISTICS, INC. EQUITY 676255102 167 7,007 SH DEFINED 1 7,007
OGE ENERGY CORP. EQUITY 670837103 6256 273,679 SH DEFINED 1 273,679
OHIO CASUALTY CORP. EQUITY 677240103 1991 95,251 SH DEFINED 1 95,251
OIL STATES INTERNATIONAL INC EQUITY 678026105 72 6,077 SH DEFINED 1 6,077
OLD NATL BANCORP EQUITY 680033107 23 885 SH DEFINED 1 885
OLD REPUBLIC INTL CORP. EQUITY 680223104 4896 155,427 SH DEFINED 1 155,427
OLD SECOND BANCORP INC EQUITY 680277100 69 1,880 SH DEFINED 1 1,880
OLIN CORP. EQUITY 680665205 1698 76,641 SH DEFINED 1 76,641
OM GROUP INC EQUITY 670872100 25 406 SH DEFINED 1 406
OMEGA FINANCIAL CORP. EQUITY 682092101 107 2,941 SH DEFINED 1 2,941
OMEGA HEALTHCARE INVESTORS EQUITY 681936100 44 5,740 SH DEFINED 1 5,740
OMNICARE, INC. EQUITY 681904108 3190 121,466 SH DEFINED 1 121,466
OMNICELL INC EQUITY 68213N109 36 5,184 SH DEFINED 1 5,184
OMNICOM GROUP, INC. EQUITY 681919106 4626 101,010 SH DEFINED 1 101,010
OMNIVISION TECHNOLOGIE EQUITY 682128103 101 7,077 SH DEFINED 1 7,077
OMNOVA SOLUTIONS EQUITY 682129101 119 14,138 SH DEFINED 1 14,138
ON ASSIGNMENT, INC. EQUITY 682159108 134 7,538 SH DEFINED 1 7,538
ON SEMICONDUCTOR CORPORATION EQUITY 682189105 21 9,955 SH DEFINED 1 9,955
ONEIDA LTD. EQUITY 682505102 99 5,152 SH DEFINED 1 5,152
ONEOK, INC. EQUITY 682680103 2450 111,634 SH DEFINED 1 111,634
ONYX PHARMACEUTICALS INC EQUITY 683399109 24 4,236 SH DEFINED 1 4,236
ONYX SOFTWARE CORP. EQUITY 683402101 53 15,671 SH DEFINED 1 15,671
OPENWAVE SYSTEMS INC. EQUITY 683718100 518 92,394 SH DEFINED 1 92,394
OPLINK COMMUNICATIONS INC EQUITY 68375Q106 27 36,661 SH DEFINED 1 36,661
OPNET TECHNOLOGIES EQUITY 683757108 32 3,607 SH DEFINED 1 3,607
OPTICAL COMMUNICATION PROD EQUITY 68382T101 7 5,331 SH DEFINED 1 5,331
OPTION CARE INC EQUITY 683948103 62 4,544 SH DEFINED 1 4,544
OPTION CARE INC COM EQUITY 683948103 6 439,700 SH SOLE 3 439,700
Oracle EQUITY 68389X105 1222 129,000 SH DEFINED 4 129,000
ORACLE CORP. EQUITY 68389X105 37791 3,990,650 SH DEFINED 1 3,990,650
ORASURE TECHNOLOGIES INC EQUITY 68554V108 61 9,353 SH DEFINED 1 9,353
ORBITAL SCIENCES CORP. EQUITY 685564106 339 42,484 SH DEFINED 1 42,484
OREGON STEEL MILLS, INC. EQUITY 686079104 55 9,209 SH DEFINED 1 9,209
O'REILLY AUTOMOTIVE, INC. EQUITY 686091109 15 558 SH DEFINED 1 558
ORIENTAL FINANCIAL GROUP EQUITY 68618W100 110 4,344 SH DEFINED 1 4,344
ORTHODONTIC CENTERS OF AMERICA EQUITY 68750P103 393 17,038 SH DEFINED 1 17,038
ORTHOLOGIC CORP EQUITY 68750J107 63 11,397 SH DEFINED 1 11,397
OSHKOSH B'GOSH, INC. CLASS A EQUITY 688222207 159 3,662 SH DEFINED 1 3,662
OSHKOSH TRUCK CORP CL B EQUITY 688239201 317 5,368 SH DEFINED 1 5,368
OSI PHARMACEUTICALS EQUITY 671040103 311 12,955 SH DEFINED 1 12,955
OSI PHARMACEUTICALS INC EQUITY 671040103 2402 100,000 SH SOLE 2 100,000
OSI SYSTEMS INC EQUITY 671044105 47 2,392 SH DEFINED 1 2,392
OSMONICS INC EQUITY 688350107 60 3,788 SH DEFINED 1 3,788
OTTER TAIL POWER CO. EQUITY 689648103 279 8,855 SH DEFINED 1 8,855
OUTBACK STEAKHOUSE INC. EQUITY 689899102 3494 99,550 SH DEFINED 1 99,550
OVERLAND DATA INC EQUITY 690213103 45 2,715 SH DEFINED 1 2,715
OVERSEAS SHIPHOLDING GROUP EQUITY 690368105 1132 53,716 SH DEFINED 1 53,716
OVERTURE SERVICES INC EQUITY 69039R100 455 18,213 SH DEFINED 1 18,213
OWENS & MINOR, INC. EQUITY 690732102 240 12,164 SH DEFINED 1 12,164
OWENS-ILLINOIS, INC. EQUITY 690768403 22 1,608 SH DEFINED 1 1,608
OXFORD HEALTH PLANS, INC. EQUITY 691471106 6949 149,575 SH DEFINED 1 149,575
OXFORD INDS INC. EQUITY 691497309 61 2,168 SH DEFINED 1 2,168
P A M TRANSN SVCS INC EQUITY 693149106 26 1,100 SH DEFINED 1 1,100
P G & E CORP. EQUITY 69331C108 3413 190,764 SH DEFINED 1 190,764
P. F. CHANGS CHINA BISTRO INC. EQUITY 69333Y108 181 5,761 SH DEFINED 1 5,761
PACCAR INC EQUITY 693718108 1332 30,000 SH SOLE 2 30,000
PACCAR INC EQUITY 693718108 4175 94,050 SH SOLE 2 94,050
PACCAR, INC EQUITY 693718108 2538 57,186 SH DEFINED 1 57,186
PACER INTL INC TN EQUITY 69373H106 2469 143,200 SH SOLE 2 143,200
PACIFIC CAPITAL BANCORP EQUITY 69404P101 298 12,487 SH DEFINED 1 12,487
PACIFIC NORTHWEST BANCORP EQUITY 69466M103 172 5,500 SH DEFINED 1 5,500
PACIFIC SUNWEAR OF CALIFORNIA EQUITY 694873100 238 10,756 SH DEFINED 1 10,756
PACIFIC UN BK CALIF EQUITY 695025106 66 3,785 SH DEFINED 1 3,785
PACIFICARE HEALTH SYSTEMS INC CLASS A EQUITY 695112102 1549 56,940 SH DEFINED 1 56,940
PACKAGING CORP OF AMERICA EQUITY 695156109 2700 135,755 SH DEFINED 1 135,755
PACKETEER, INC EQUITY 695210104 35 8,030 SH DEFINED 1 8,030
PACTIV CORPORATION EQUITY 695257105 1744 73,278 SH DEFINED 1 73,278
PAIN THERAPEUTICS INC EQUITY 69562K100 48 5,696 SH DEFINED 1 5,696
PALL CORP EQUITY 696429307 1176 56,698 SH DEFINED 1 56,698
PALM HARBOR HOMES, INC EQUITY 696639103 122 6,154 SH DEFINED 1 6,154
PALM, INC EQUITY 696642107 1011 574,710 SH DEFINED 1 574,710
PAN PACIFIC RETAIL COM EQUITY 69806L104 12 342,400 SH SOLE 3 277,385 65,015
PAN PACIFIC RETAIL PROPERTIES EQUITY 69806L104 406 11,891 SH DEFINED 1 11,891
PANAMSAT CORP EQUITY 697933109 139 6,133 SH DEFINED 1 6,133
PANERA BREAD COMPANY CL A EQUITY 69840W108 282 8,190 SH DEFINED 1 8,190
PAPA JOHNS INTERNATIONAL, INC EQUITY 698813102 1043 31,232 SH DEFINED 1 31,232
PARADYNE NETWORKS INC EQUITY 69911G107 39 9,795 SH DEFINED 1 9,795
PARAMETRIC TECHNOLOGY CORP. EQUITY 699173100 737 214,974 SH DEFINED 1 214,974
PAREXEL INTERNATIONAL CORP. EQUITY 699462107 117 8,444 SH DEFINED 1 8,444
PARK ELECTROCHEMICAL CORP. EQUITY 700416209 161 6,093 SH DEFINED 1 6,093
PARK NATIONAL CORP. EQUITY 700658107 15 175 SH DEFINED 1 175
PARKER DRILLING CO. EQUITY 701081101 91 27,720 SH DEFINED 1 27,720
PARKER HANNIFIN CORP. EQUITY 701094104 3192 66,793 SH DEFINED 1 66,793
PARKERVISION, INC EQUITY 701354102 58 3,039 SH DEFINED 1 3,039
PARKVALE FINL CORP EQUITY 701492100 49 1,710 SH DEFINED 1 1,710
PARKWAY PROPERTIES, INC. EQUITY 70159Q104 964 26,495 SH DEFINED 1 26,495
PARTNERS TRUST FINCL G EQUITY 70213A103 38 2,356 SH DEFINED 1 2,356
PARTY CITY CORP EQUITY 702145103 34 2,109 SH DEFINED 1 2,109
PATHMARK STORES INC EQUITY 70322A101 202 10,736 SH DEFINED 1 10,736
PATINA OIL & GAS CORP EQUITY 703224105 234 8,548 SH DEFINED 1 8,548
PATTERSON DENTAL CO. EQUITY 703412106 4393 87,291 SH DEFINED 1 87,291
PATTERSON UTI ENERGY INC EQUITY 703481101 6259 221,700 SH SOLE 2 221,700
PATTERSON-UTI ENERGY INC EQUITY 703481101 2873 101,782 SH DEFINED 1 101,782
PAXAR CORP. EQUITY 704227107 878 52,396 SH DEFINED 1 52,396
PAXSON COMMUNICATIONS CORP. EQUITY 704231109 60 10,980 SH DEFINED 1 10,980
PAYCHEX INC EQUITY 704326107 1787 57,100 SH SOLE 2 57,100
PAYCHEX, INC. EQUITY 704326107 6725 214,910 SH DEFINED 1 214,910
PAYLESS SHOESOURCE, INC. EQUITY 704379106 2117 36,729 SH DEFINED 1 36,729
PAYPAL INC EQUITY 704508100 2 76 SH DEFINED 1 76
PAYPAL INC COM EQUITY 704508100 28 1,398,628 SH SOLE 3 1,357,800 40,828
PC CONNECTION INC EQUITY 69318J100 10 2,351 SH DEFINED 1 2,351
PC-TEL INC. EQUITY 69325Q105 48 7,152 SH DEFINED 1 7,152
PDF SOLUTIONS INC EQUITY 693282105 31 4,269 SH DEFINED 1 4,269
PEABODY ENERGY CORP EQUITY 704549104 9 328 SH DEFINED 1 328
PEAPACK-GLADSTONE FINL EQUITY 704699107 66 1,071 SH DEFINED 1 1,071
PEC SOLUTIONS INC EQUITY 705107100 72 2,991 SH DEFINED 1 2,991
PEDIATRIX MEDICAL GROUP EQUITY 705324101 211 8,458 SH DEFINED 1 8,458
PEETS COFFEE & TEA INC EQUITY 705560100 57 3,098 SH DEFINED 1 3,098
PEGASUS SOLUTIONS INC. EQUITY 705906105 155 8,854 SH DEFINED 1 8,854
PEGASYSTEMS INC EQUITY 705573103 20 2,175 SH DEFINED 1 2,175
PENFORD CORP EQUITY 707051108 49 2,723 SH DEFINED 1 2,723
PENN ENGINERRING & MFG CORP EQUITY 707389300 73 4,166 SH DEFINED 1 4,166
PENN NATIONAL GAMING, INC. EQUITY 707569109 197 10,836 SH DEFINED 1 10,836
PENN TRAFFIC CO NEW EQUITY 707832200 38 3,811 SH DEFINED 1 3,811
PENN VIRGINIA CORPORATION EQUITY 707882106 111 2,850 SH DEFINED 1 2,850
PENNFED FINANCIAL SVCS INC EQUITY 708167101 50 1,780 SH DEFINED 1 1,780
PENNROCK FINL SVCS COR EQUITY 708352109 74 2,257 SH DEFINED 1 2,257
PENNSYLVANIA REAL ESTATE INV. EQUITY 709102107 136 5,029 SH DEFINED 1 5,029
PENNZOIL-QUAKER STATE CO. EQUITY 709323109 6458 299,963 SH DEFINED 1 299,963
PENTAIR INC COM EQUITY 709631105 31 647,776 SH SOLE 3 629,700 18,076
PENTAIR INC. EQUITY 709631105 3058 63,612 SH DEFINED 1 63,612
PENTON MEDIA INC EQUITY 709668107 11 5,314 SH DEFINED 1 5,314
PENWEST PHARMACEUTICALS CO EQUITY 709754105 96 4,942 SH DEFINED 1 4,942
PEOPLES BANCORP INC EQUITY 709789101 84 2,812 SH DEFINED 1 2,812
PEOPLES BANK EQUITY 710198102 9 358 SH DEFINED 1 358
PEOPLES ENERGY CORP. EQUITY 711030106 1048 28,743 SH DEFINED 1 28,743
PEOPLES HOLDING COMPANY EQUITY 711148106 82 2,007 SH DEFINED 1 2,007
PEOPLESOFT, INC. EQUITY 712713106 5453 366,492 SH DEFINED 1 366,492
PEP BOYS-MANNY, MOE & JACK EQUITY 713278109 289 17,144 SH DEFINED 1 17,144
PEPSI BOTTLING EQUITY 713409100 4056 131,694 SH DEFINED 1 131,694
PEPSIAMERICAS INC EQUITY 71343P200 2970 198,826 SH DEFINED 1 198,826
Pepsico EQUITY 713448108 1928 40,000 SH DEFINED 4 40,000
PEPSICO INC EQUITY 713448108 8239 170,930 SH SOLE 2 170,930
PEPSICO INC EQUITY 713448108 20592 427,205 SH SOLE 2 427,205
PEPSICO, INC. EQUITY 713448108 45295 939,730 SH DEFINED 1 939,730
PEREGRINE PHARMACEUTICALS INC EQUITY 713661106 40 34,084 SH DEFINED 1 34,084
PEREGRINE SYSTEMS, INC. EQUITY 71366Q101 21 68,667 SH DEFINED 1 68,667
PEREZ COMPANC SA- SPON ADR EQUITY 71367B103 67 44,400 SH DEFINED 1 44,400
PERFORMANCE FOOD GROUP CO. EQUITY 713755106 21 620 SH DEFINED 1 620
PERICOM SEMICONDUCTOR CORP EQUITY 713831105 81 7,025 SH DEFINED 1 7,025
PERINI CORP EQUITY 713839108 18824 4,705,882 SH DEFINED 1 4,705,882
PERKINELMER INC. EQUITY 714046109 642 58,055 SH DEFINED 1 58,055
PEROT SYSTEM CORP. EQUITY 714265105 11 965 SH DEFINED 1 965
PERRIGO CO. EQUITY 714290103 1488 114,466 SH DEFINED 1 114,466
PER-SE TECHNOLOGIES EQUITY 713569309 102 11,104 SH DEFINED 1 11,104
PETCO ANIMAL SUPPLIES EQUITY 716016209 5 202 SH DEFINED 1 202
PETROCHINA CO LTD ADR EQUITY 71646E100 752 34,240 SH DEFINED 1 34,240
PETROLEO BRASILEIRO S.A. - ADR EQUITY 71654V101 1147 65,900 SH DEFINED 1 65,900
PETROLEO BRASILEIRO S.A. ADR EQUITY 71654V408 538 28,520 SH DEFINED 1 28,520
PETROLEUM HELICOPTERS -VTG EQUITY 716604103 30 899 SH DEFINED 1 899
PETROQUEST ENERGY INC EQUITY 716748108 54 9,656 SH DEFINED 1 9,656
PETSMART, INC EQUITY 716768106 30 1,857 SH DEFINED 1 1,857
PF CHANGS CHINA BISTRO COM EQUITY 69333Y108 7 226,900 SH SOLE 3 226,900
PFF BANCORP, INC. EQUITY 69331W104 155 4,041 SH DEFINED 1 4,041
PFIZER INC EQUITY 717081103 14551 415,751 SH SOLE 2 415,751
PFIZER INC EQUITY 717081103 34958 1,000,459 SH SOLE 2 1,000,459
PFIZER, INC. EQUITY 717081103 159089 4,545,403 SH DEFINED 1 4,545,403
PHARMACEUTICAL PRODUCT DEVELOPMENT EQUITY 717124101 17 654 SH DEFINED 1 654
PHARMACEUTICAL RES INC COM EQUITY 717125108 179 6,436 SH DEFINED 1 6,436
PHARMACIA CORP EQUITY 71713U102 12426 331,802 SH SOLE 2 331,802
PHARMACIA CORP EQUITY 71713U102 4777 127,552 SH SOLE 2 127,552
PHARMACIA CORPORATION EQUITY 71713U102 46996 1,254,910 SH DEFINED 1 1,254,910
PHARMACOPEIA INC EQUITY 71713B104 71 8,364 SH DEFINED 1 8,364
PHASE METRICS INC COM CL A EQUITY 717217103 3422 989,395 SH DEFINED 1 989,395
Phelps Dodge Corp USD6.25 EQUITY 717265102 20 480 SH DEFINED 1 480
PHELPS DODGE CORP. EQUITY 717265102 1714 41,609 SH DEFINED 1 41,609
PHILADELPHIA CONS. HLDG. CO. EQUITY 717528103 273 6,012 SH DEFINED 1 6,012
PHILADELPHIA SUBURBAN CORP. EQUITY 718009608 17 826 SH DEFINED 1 826
PHILIP MORRIS COMPANIES, INC. EQUITY 718154107 69021 1,580,150 SH DEFINED 1 1,580,150
PHILIP MORRIS COS INC EQUITY 718154107 7291 166,925 SH SOLE 2 166,925
PHILIP MORRIS COS INC EQUITY 718154107 29437 673,931 SH SOLE 2 673,931
PHILLIPS PETROLEUM CO. EQUITY 718507106 10726 182,170 SH DEFINED 1 182,170
Phillips Petroleum Company Com USD1.2 EQUITY 718507106 122 2,070 SH DEFINED 1 2,070
PHILLIPS-VAN HEUSEN CORP. EQUITY 718592108 128 8,223 SH DEFINED 1 8,223
PHOENIX COMPANIES INC EQUITY 71902E109 27 1,450 SH DEFINED 1 1,450
PHOENIX TECHNOLOGIES, LTD. EQUITY 719153108 92 9,249 SH DEFINED 1 9,249
PHOTON DYNAMICS EQUITY 719364101 182 6,069 SH DEFINED 1 6,069
PHOTRONICS INC. EQUITY 719405102 178 9,420 SH DEFINED 1 9,420
PICO HOLDINGS INC EQUITY 693366205 39 2,331 SH DEFINED 1 2,331
PIEDMONT NATURAL GAS CO., INC. EQUITY 720186105 406 10,988 SH DEFINED 1 10,988
PIER 1 IMPORTS INC EQUITY 720279108 1260 60,000 SH SOLE 2 60,000
PIER 1 IMPORTS, INC. EQUITY 720279108 28 1,347 SH DEFINED 1 1,347
PILGRIMS PRIDE CORP. EQUITY 721467108 76 5,446 SH DEFINED 1 5,446
PINNACLE SYSTEMS, INC. EQUITY 723481107 230 20,966 SH DEFINED 1 20,966
PINNACLE WEST CAPITAL CORP. EQUITY 723484101 1547 39,154 SH DEFINED 1 39,154
PIONEER NATURAL RESOURCES CORP EQUITY 723787107 3901 149,754 SH DEFINED 1 149,754
PIONEER-STANDARD ELECTRONICS EQUITY 723877106 111 10,715 SH DEFINED 1 10,715
PITNEY BOWES INC EQUITY 724479100 9809 423,525 SH SOLE 2 423,525
PITNEY BOWES, INC. EQUITY 724479100 4630 116,572 SH DEFINED 1 116,572
PITTSTON BRINK'S GROUP EQUITY 725701106 1682 70,085 SH DEFINED 1 70,085
PIXAR INC EQUITY 725811103 11 246 SH DEFINED 1 246
PIXELWORKS INC EQUITY 72581M107 99 11,824 SH DEFINED 1 11,824
PLACER DOME INC. EQUITY 725906101 1659 148,020 SH DEFINED 1 148,020
PLAINS RESOURCES, INC. EQUITY 726540503 228 8,516 SH DEFINED 1 8,516
PLANAR SYSTEMS, INC. EQUITY 726900103 88 4,595 SH DEFINED 1 4,595
PLANTRONICS, INC. EQUITY 727493108 1384 72,779 SH DEFINED 1 72,779
PLATO LEARNING INC EQUITY 72764Y100 58 5,891 SH DEFINED 1 5,891
PLAYBOY ENTERPRISES, INC. EQUITY 728117300 63 4,973 SH DEFINED 1 4,973
PLAYTEX PRODUCTS, INC. EQUITY 72813P100 129 9,950 SH DEFINED 1 9,950
PLEXUS CORP. EQUITY 729132100 1239 68,463 SH DEFINED 1 68,463
PLUG POWER INC EQUITY 72919P103 47 5,927 SH DEFINED 1 5,927
PLUM CREEK TIMBER CO INC EQUITY 729251108 2625 85,512 SH DEFINED 1 85,512
Plum Creek Timber Co. EQUITY 729251108 1075 35,000 SH DEFINED 4 35,000
PLX TECHNOLOGY, INC. EQUITY 693417107 26 6,060 SH DEFINED 1 6,060
PMA CAPITAL CORP. EQUITY 693419202 199 9,420 SH DEFINED 1 9,420
PMC-SIERRA, INC. EQUITY 69344F106 761 82,076 SH DEFINED 1 82,076
PMI GROUP INC COM EQUITY 69344M101 85 2,231,838 SH SOLE 3 2,127,340 99,798
PMI GROUP, INC. EQUITY 69344M101 5530 144,752 SH DEFINED 1 144,752
PNC FINANCIAL SERVICES EQUITY 693475105 7468 142,850 SH DEFINED 1 142,850
PNM RESOURCES INC EQUITY 69349H107 1523 62,946 SH DEFINED 1 62,946
POGO PRODUCING CO EQUITY 730448107 24 741 SH DEFINED 1 741
POGO PRODUCING CO COM EQUITY 730448107 61 1,865,832 SH SOLE 3 1,816,126 49,706
POHANG IRON AND STEEL COMPANY ADR EQUITY 730450103 545 20,000 SH DEFINED 1 20,000
POLARIS INDUSTRIES, INC. EQUITY 731068102 21 324 SH DEFINED 1 324
POLO RALPH LAUREN CO EQUITY 731572103 10 444 SH DEFINED 1 444
POLYCOM, INC. EQUITY 73172K104 1550 129,307 SH DEFINED 1 129,307
POLYMEDICA CORP EQUITY 731738100 85 3,316 SH DEFINED 1 3,316
POLYONE CORPORATION EQUITY 73179P106 316 28,096 SH DEFINED 1 28,096
POMEROY COMPUTER RESOURCES EQUITY 731822102 52 3,539 SH DEFINED 1 3,539
POPE & TALBOT, INC. EQUITY 732827100 104 5,578 SH DEFINED 1 5,578
POPULAR INC EQUITY 733174106 67 1,976 SH DEFINED 1 1,976
PORT FINANCIAL CORPORATION EQUITY 734119100 71 1,762 SH DEFINED 1 1,762
PORTAL SOFTWARE EQUITY 736126103 32 42,612 SH DEFINED 1 42,612
POSSIS MEDICAL INC EQUITY 737407106 75 6,111 SH DEFINED 1 6,111
POST PROPERTIES, INC. EQUITY 737464107 11598 384,539 SH DEFINED 1 384,539
POTLATCH CORP. EQUITY 737628107 1580 46,432 SH DEFINED 1 46,432
POTOMAC ELECTRIC POWER CO. EQUITY 737679100 2971 138,303 SH DEFINED 1 138,303
POWELL INDUSTRIES INC EQUITY 739128106 57 2,340 SH DEFINED 1 2,340
POWER INTEGRATIONS, INC. EQUITY 739276103 161 8,990 SH DEFINED 1 8,990
POWER-ONE , INC. EQUITY 739308104 340 54,700 SH DEFINED 1 54,700
POWERWAVE TECHNOLOGIES INC EQUITY 739363109 980 106,956 SH DEFINED 1 106,956
POZEN INC. EQUITY 73941U102 42 8,051 SH DEFINED 1 8,051
PPG INDS INC EQUITY 693506107 8102 130,893 SH SOLE 2 130,893
PPG INDUSTRIES, INC. EQUITY 693506107 6486 104,782 SH DEFINED 1 104,782
PPL CORPORATION EQUITY 69351T106 2409 72,809 SH DEFINED 1 72,809
PRACTICEWORKS INC EQUITY 739419109 69 3,731 SH DEFINED 1 3,731
PRACTICEWORKS INC COM EQUITY 739419109 3 171,500 SH SOLE 3 171,500
PRAECIS PHARMACEUTICALS INC EQUITY 739421105 64 18,468 SH DEFINED 1 18,468
PRAXAIR INC EQUITY 74005P104 1994 35,000 SH SOLE 2 35,000
PRAXAIR INC EQUITY 74005P104 5691 99,900 SH SOLE 2 99,900
PRAXAIR, INC. EQUITY 74005P104 6647 116,684 SH DEFINED 1 116,684
PRECISE SOFTWARE SOLUTIONS EQUITY M41450103 166 17,400 SH DEFINED 1 17,400
PRECISION CASTPARTS CORP. EQUITY 740189105 2213 67,051 SH DEFINED 1 67,051
PREMCOR INC EQUITY 74045Q104 7 260 SH DEFINED 1 260
PRENTISS PROPERTIES TRUST EQUITY 740706106 349 10,979 SH DEFINED 1 10,979
PREPAID LEGAL SERVICES, INC. EQUITY 740065107 98 4,949 SH DEFINED 1 4,949
PRESIDENTIAL LIFE CORP. EQUITY 740884101 149 7,364 SH DEFINED 1 7,364
PRESSTEK INC EQUITY 741113104 44 10,929 SH DEFINED 1 10,929
PRG-SCHULTZ INTERNATIONAL EQUITY 69357C107 157 12,724 SH DEFINED 1 12,724
PRICE COMMUNICATIONS CO. EQUITY 741437305 1392 87,002 SH DEFINED 1 87,002
PRICE ENTERP INC EQUITY 74144P106 25 6,587 SH DEFINED 1 6,587
PRICELINE.COM INC. EQUITY 741503106 126 45,173 SH DEFINED 1 45,173
PRICESMART, INC. EQUITY 741511109 52 1,352 SH DEFINED 1 1,352
PRIDE INTERNATIONAL EQUITY 74153Q102 2688 171,672 SH DEFINED 1 171,672
PRIDE INTERNATIONAL INC EQUITY 74153Q102 4072 260,000 SH SOLE 2 260,000
PRIMA ENERGY CORP EQUITY 741901201 82 3,597 SH DEFINED 1 3,597
PRIME HOSPITALITY CORP. EQUITY 741917108 209 16,096 SH DEFINED 1 16,096
PRIME MED SVCS INC NEW EQUITY 74156D108 52 4,492 SH DEFINED 1 4,492
PRIMEDIA INC EQUITY 74157K101 61 46,770 SH DEFINED 1 46,770
PRINCETON REVIEW INC EQUITY 742352107 52 5,742 SH DEFINED 1 5,742
PRIORITY HEALTHCARE EQUITY 74264T102 202 8,587 SH DEFINED 1 8,587
PRIVATE MEDIA GROUP INC EQUITY 74266R104 15 5,138 SH DEFINED 1 5,138
PRIVATEBANCORP INC EQUITY 742962103 39 1,305 SH DEFINED 1 1,305
PROASSURANCE CORPORATION EQUITY 74267C106 134 7,642 SH DEFINED 1 7,642
PROBUSINESS SERVICES INC. EQUITY 742674104 109 7,502 SH DEFINED 1 7,502
PROCTER & GAMBLE CO. EQUITY 742718109 95973 1,074,725 SH DEFINED 1 1,074,725
PROCTER + GAMBLE CO EQUITY 742718109 3751 42,000 SH SOLE 2 42,000
PROCTER + GAMBLE CO EQUITY 742718109 17187 192,462 SH SOLE 2 192,462
PROFESSIONAL DETAILING, INC. EQUITY 69329V100 45 2,922 SH DEFINED 1 2,922
PROGENICS PHARMACEUTICALS EQUITY 743187106 35 2,817 SH DEFINED 1 2,817
Progress Energy EQUITY 743263105 8062 155,000 SH DEFINED 4 155,000
PROGRESS ENERGY INC. EQUITY 743263105 15262 293,440 SH DEFINED 1 293,440
PROGRESS SOFTWARE CORP. EQUITY 743312100 165 11,193 SH DEFINED 1 11,193
PROGRESSIVE CORP. EQUITY 743315103 5709 98,680 SH DEFINED 1 98,680
PROLOGIS EQUITY 743410102 119 4,579 SH DEFINED 1 4,579
PROLOGIS TR SH BEN INT EQUITY 743410102 21 823,690 SH SOLE 3 666,874 156,816
PROQUEST CO. EQUITY 74346P102 175 4,938 SH DEFINED 1 4,938
PROSPERITY BANCSHARES INC EQUITY 743606105 88 4,808 SH DEFINED 1 4,808
PROTECTION ONE INC EQUITY 743663304 12 4,231 SH DEFINED 1 4,231
PROTECTIVE LIFE CORP COM EQUITY 743674103 2936 88,693 SH DEFINED 1 88,693
PROTEIN DESIGN LABS, INC. EQUITY 74369L103 1602 147,513 SH DEFINED 1 147,513
PROTON ENERGY SYSTEMS EQUITY 74371K101 28 8,635 SH DEFINED 1 8,635
PROVIDENT BANCORP INC EQUITY 743835100 30 1,066 SH DEFINED 1 1,066
PROVIDENT BANKSHARES CORP. EQUITY 743859100 202 8,522 SH DEFINED 1 8,522
PROVIDENT FINANCIAL GROUP EQUITY 743866105 1845 63,598 SH DEFINED 1 63,598
PROVIDIAN FINANCIAL CORP. EQUITY 74406A102 783 133,236 SH DEFINED 1 133,236
PROVIDIAN FINL CP EQUITY 74406A102 8 1,300 SH SOLE 2 1,300
PROVINCE HEALTHCARE CO. EQUITY 743977100 382 17,067 SH DEFINED 1 17,067
PROXIM CORP CL-A EQUITY 744283102 128 42,544 SH DEFINED 1 42,544
PROXYMED PHARMACY INC EQUITY 744290305 34 1,634 SH DEFINED 1 1,634
PRUDENTIAL FINANCIAL INC EQUITY 744320102 94210 2,824,040 SH DEFINED 1 2,824,040
PS BUSINESS PARKS, INC. EQUITY 69360J107 125 3,580 SH DEFINED 1 3,580
PS BUSINESS PKS INC CA COM EQUITY 69360J107 15 439,500 SH SOLE 3 356,020 83,480
PSEG ENERGY HOLDINGS EQUITY 744573106 4272 98,664 SH DEFINED 1 98,664
PSS WORLD MEDICAL, INC EQUITY 69366A100 206 25,429 SH DEFINED 1 25,429
PTEK HLDGS INC EQUITY 69366M104 97 16,852 SH DEFINED 1 16,852
PUBLIC STORAGE INC EQUITY 74460D109 53 1,436 SH DEFINED 1 1,436
Public Svc Enterprise Group EQUITY 744573106 8444 195,000 SH DEFINED 4 195,000
PUGET ENEGY INC. EQUITY 745310102 4905 237,513 SH DEFINED 1 237,513
PULITZER INC. EQUITY 745769109 165 3,188 SH DEFINED 1 3,188
PULTE HOMES INC EQUITY 745867101 977 17,000 SH SOLE 2 17,000
PULTE HOMES INC EQUITY 745867101 6294 109,500 SH SOLE 2 109,500
PULTE HOMES INC. EQUITY 745867101 2568 44,671 SH DEFINED 1 44,671
PURE RESOURCES INC EQUITY 74622E102 130 6,245 SH DEFINED 1 6,245
Q MED EQUITY 747914109 23 2,745 SH DEFINED 1 2,745
QLOGIC CORP COM EQUITY 747277101 16 413,500 SH SOLE 3 364,000 45,700
QLOGIC CORP. EQUITY 747277101 1735 45,547 SH DEFINED 1 45,547
QRS CORP. EQUITY 74726X105 38 4,864 SH DEFINED 1 4,864
QUADRAMED CORP EQUITY 74730W101 68 9,690 SH DEFINED 1 9,690
QUAKER CHEM CORP COM EQUITY 747316107 68 2,756 SH DEFINED 1 2,756
QUAKER CIRY BANCORP INC EQUITY 74731K106 60 1,450 SH DEFINED 1 1,450
QUAKER FABRIC CORP. EQUITY 747399103 65 4,175 SH DEFINED 1 4,175
QUALCOMM INC EQUITY 747525103 2199 80,000 SH SOLE 2 80,000
QUALCOMM INC EQUITY 747525103 7095 258,100 SH SOLE 2 258,100
QUALCOMM, INC. EQUITY 747525103 16553 602,130 SH DEFINED 1 602,130
QUANEX CORP. EQUITY 747620102 211 4,823 SH DEFINED 1 4,823
QUANTA SERVICES, INC. EQUITY 74762E102 1257 127,308 SH DEFINED 1 127,308
QUANTUM CORP DLT & STORAGE EQUITY 747906204 1030 245,206 SH DEFINED 1 245,206
Quest Diagnostics EQUITY 74834L100 2659 30,900 SH DEFINED 4 30,900
QUEST DIAGNOSTICS INC EQUITY 74834L100 4819 56,000 SH SOLE 2 56,000
QUEST DIAGNOSTICS, INC. EQUITY 74834L100 10826 125,812 SH DEFINED 1 125,812
QUEST SOFTWARE INC EQUITY 74834T103 192 13,248 SH DEFINED 1 13,248
QUESTAR CORP. EQUITY 748356102 3648 147,710 SH DEFINED 1 147,710
QUICKSILVER RESOURCES COM EQUITY 74837R104 6 240,500 SH SOLE 3 240,500
QUICKSILVER RESOURCES INC EQUITY 74837R104 88 3,419 SH DEFINED 1 3,419
QUICKSILVER, INC. EQUITY 74838C106 172 6,944 SH DEFINED 1 6,944
QUIDEL CORPORATION EQUITY 74838J101 63 9,160 SH DEFINED 1 9,160
QUIKSILVER INC EQUITY 74838C106 1396 56,300 SH SOLE 2 56,300
QUINTILES TRANSNATIONAL CORP. EQUITY 748767100 686 54,896 SH DEFINED 1 54,896
QUINTON CARDIOLOGY EQUITY 748773108 3 335,500 SH SOLE 3 335,500
QUINTON CARDIOLOGY SYS INC EQUITY 748773108 1812 200,000 SH SOLE 2 200,000
QUIXOTE CORP EQUITY 749056107 40 2,338 SH DEFINED 1 2,339
QUOVADX INC EQUITY 74913K106 47 7,466 SH DEFINED 1 7,466
QWEST COMMUNICATIONS INTL. EQUITY 749121109 2161 771,674 SH DEFINED 1 771,674
R&G FINANCIAL CO. EQUITY 749136107 119 5,040 SH DEFINED 1 5,040
R. R. DONNELLEY AND SONS CO. EQUITY 257867101 1518 55,117 SH DEFINED 1 55,117
R.H. DONNELLEY CORP. EQUITY 74955W307 273 9,774 SH DEFINED 1 9,774
R.O.C. TAIWAN FUND EQUITY 749651105 1412 320,800 SH DEFINED 1 320,800
RACING CHAMPIONS ERTL EQUITY 750069106 54 3,030 SH DEFINED 1 3,030
RADIAN GROUP INC COM EQUITY 750236101 114 2,324,502 SH SOLE 3 2,192,450 125,952
RADIAN GROUP, INC. EQUITY 750236101 5974 122,300 SH DEFINED 1 122,300
RADIANT SYSTEMS, INC. EQUITY 75025N102 80 6,144 SH DEFINED 1 6,144
RADIO ONE INC EQUITY 75040P405 5245 352,700 SH SOLE 2 352,700
RADIO ONE INC -CL D EQUITY 75040P405 15 1,041 SH DEFINED 1 1,041
RADIO ONE INC CL D NON VTG EQUITY 75040P405 43 2,869,762 SH SOLE 3 2,790,864 78,898
RADIOLOGIX INC EQUITY 75040K109 104 6,813 SH DEFINED 1 6,813
RADIOSHACK CORP. EQUITY 750438103 2415 80,331 SH DEFINED 1 80,331
RADISYS CORP. EQUITY 750459109 68 5,841 SH DEFINED 1 5,841
RAILAMERICA INC EQUITY 750753105 110 10,184 SH DEFINED 1 10,184
RAINBOW TECHNOLOGIES INC EQUITY 750862104 42 8,449 SH DEFINED 1 8,449
RAINDANCE COMM EQUITY 75086X106 89 15,443 SH DEFINED 1 15,443
RAINDANCE COMMUNICATIONS I EQUITY 75086X106 531 92,300 SH SOLE 2 92,300
RAIT INVESTMENT TRUST EQUITY 749227104 133 5,589 SH DEFINED 1 5,589
RALCORP HOLDINGS, INC. EQUITY 751028101 334 10,695 SH DEFINED 1 10,695
RAMBUS INC. EQUITY 750917106 122 29,802 SH DEFINED 1 29,802
RAMCO-GERSHENSON PROPERTIES EQUITY 751452202 1170 58,042 SH DEFINED 1 58,042
RANGE RESOURCES CORP EQUITY 75281A109 102 18,292 SH DEFINED 1 18,292
RARE HOSPITALITY INTERNATIONAL EQUITY 753820109 190 7,042 SH DEFINED 1 7,042
RATIONALE SOFTWARE CORP EQUITY 75409P202 784 95,454 SH DEFINED 1 95,454
RAYMOND JAMES FINANCIAL, INC. EQUITY 754730109 16 563 SH DEFINED 1 563
RAYONIER, INC. EQUITY 754907103 3272 66,601 SH DEFINED 1 66,601
RAYOVAC CORP. EQUITY 755081106 212 11,437 SH DEFINED 1 11,437
RAYTECH CORP DEL EQUITY 755103108 134 14,840 SH DEFINED 1 14,840
RAYTHEON CO EQUITY 755111507 4890 120,000 SH SOLE 2 120,000
RAYTHEON CO EQUITY 755111507 21357 524,100 SH SOLE 2 524,100
RAYTHEON CO COM NEW EQUITY 755111507 4 110,000 SH SOLE 3 110,000
RAYTHEON CO. EQUITY 755111507 9251 227,010 SH DEFINED 1 227,010
RCN CORP. EQUITY 749361101 29 21,091 SH DEFINED 1 21,091
READER'S DIGEST ASSOC., INC.
CLASS A EQUITY 755267101 2411 128,727 SH DEFINED 1 128,727
READ-RITE CORP. EQUITY 755246105 21 43,215 SH DEFINED 1 43,215
REALNETWORKS, INC. EQUITY 75605L104 5 1,246 SH DEFINED 1 1,246
REALTY INCOME CORP COM EQUITY 756109104 5 134,400 SH SOLE 3 119,300 15,100
REALTY INCOME CORP. EQUITY 756109104 439 11,896 SH DEFINED 1 11,896
RECKSON ASSOC REALTY CORP. EQUITY 75621K106 19 773 SH DEFINED 1 773
RECKSON ASSOCS RLTY CL B EQUITY 75621K304 5 187,200 SH SOLE 3 166,200 21,000
RECKSON ASSOCS RLTY COM EQUITY 75621K106 1 50,500 SH SOLE 3 50,500
RECKSON ASSOCS RLTY COM EQUITY 75621K106 16 656,600 SH SOLE 3 531,311 125,289
RED HAT, INC. EQUITY 756577102 237 40,411 SH DEFINED 1 40,411
REDBACK NETWORKS INC EQUITY 757209101 86 48,027 SH DEFINED 1 48,027
REDWOOD TRUST, INC. EQUITY 758075402 3130 99,365 SH DEFINED 1 99,365
REEBOK INTERNATIONAL, LTD. EQUITY 758110100 809 27,435 SH DEFINED 1 27,435
REGAL ENTMT GROUP EQUITY 758766109 6 256 SH DEFINED 1 256
REGAL-BELOIT CORP. EQUITY 758750103 201 8,248 SH DEFINED 1 8,248
REGENCY CENTERS CORPORATION EQUITY 758849103 10 345 SH DEFINED 1 345
REGENERON PHARMACEUTICALS INC. EQUITY 75886F107 173 11,927 SH DEFINED 1 11,927
REGENT COMMUNICATIONS, INC EQUITY 758865109 67 9,519 SH DEFINED 1 9,519
REGIONS FINANCIAL CORP. EQUITY 758940100 3733 106,208 SH DEFINED 1 106,208
REGIS CORP. EQUITY 758932107 417 15,452 SH DEFINED 1 15,452
REGISTER.COM EQUITY 75914G101 80 10,540 SH DEFINED 1 10,540
REHAB CARE GROUP EQUITY 759148109 149 6,204 SH DEFINED 1 6,204
REINSURANCE GROUP OF EQUITY 759351109 8 248 SH DEFINED 1 248
RELIANCE STEEL & ALUMINIUM CO. EQUITY 759509102 258 8,462 SH DEFINED 1 8,462
RELIANT ENERGY, INC. EQUITY 75952J108 11696 692,077 SH DEFINED 1 692,077
RELIANT RESOURCES INC EQUITY 75952B105 541 61,817 SH DEFINED 1 61,817
REMEC, INC. EQUITY 759543101 90 16,066 SH DEFINED 1 16,066
REMEDYTEMP INC EQUITY 759549108 36 1,958 SH DEFINED 1 1,958
REMINGTON OIL & GAS CORP EQUITY 759594302 144 7,249 SH DEFINED 1 7,249
RENAISSANCE LEARNING, INC. EQUITY 75968L105 78 3,875 SH DEFINED 1 3,875
RENAL CARE GROUP, INC. EQUITY 759930100 22 702 SH DEFINED 1 702
RENT-A-CENTER INC EQUITY 76009N100 22 386 SH DEFINED 1 386
RENT-WAY, INC. EQUITY 76009U104 118 9,120 SH DEFINED 1 9,120
REPUBLIC BANCORP, INC. EQUITY 760281204 283 19,498 SH DEFINED 1 19,498
REPUBLIC BANCSHARES, INC. EQUITY 759929102 36 1,791 SH DEFINED 1 1,791
REPUBLIC SERVICES IN EQUITY 760759100 4093 214,629 SH DEFINED 1 214,629
REPUBLIC SVCS INC EQUITY 760759100 1421 74,500 SH SOLE 2 74,500
RES-CARE INC EQUITY 760943100 36 5,510 SH DEFINED 1 5,510
RESEARCH FRONTIERS EQUITY 760911107 51 3,428 SH DEFINED 1 3,428
RESMED INC EQUITY 761152107 319 10,856 SH DEFINED 1 10,856
RESOURCE AMERICA, INC. EQUITY 761195205 56 5,351 SH DEFINED 1 5,351
RESOURCES CONNECTION INC EQUITY 76122Q105 183 6,797 SH DEFINED 1 6,797
RESPIRONICS INC. EQUITY 761230101 372 10,936 SH DEFINED 1 10,936
RESTORATION HARDWARE I EQUITY 760981100 56 6,376 SH DEFINED 1 6,376
RETEK INC EQUITY 76128Q109 7446 306,400 SH SOLE 2 306,400
RETEK INC COM EQUITY 76128Q109 30 1,234,223 SH SOLE 3 1,211,323 22,900
RETEK INC. EQUITY 76128Q109 2082 85,695 SH DEFINED 1 85,695
REVLON, INC.-CL A EQUITY 761525500 15 3,050 SH DEFINED 1 3,050
REX STORES CORP EQUITY 761624105 41 3,003 SH DEFINED 1 3,003
REYNOLDS AND REYNOLDS CO.,
CLASS A EQUITY 761695105 2528 90,460 SH DEFINED 1 90,460
RF MICRO DEVICES INC EQUITY 749941100 1686 221,200 SH DEFINED 1 221,200
RF MONOLITHICS INC COM
(OXFORD PTNRS L EQUITY 74955F106 21 4,973 SH DEFINED 1 4,973
RFS HOTEL INVESTORS, INC. EQUITY 74955J108 128 9,449 SH DEFINED 1 9,449
RGS ENERGY GROUP, INC. EQUITY 74956K104 20 502 SH DEFINED 1 502
RIBAPHARM INC EQUITY 762537108 3 364 SH DEFINED 1 364
RICHARDSON ELEC LTD EQUITY 763165107 25 2,289 SH DEFINED 1 2,289
RIGEL PHARMACEUTICALS INC EQUITY 766559108 34 9,367 SH DEFINED 1 9,367
RIGGS NATIONAL CORP. EQUITY 766570105 74 4,977 SH DEFINED 1 4,977
RIGHT MANAGEMENT CONSULTANTS EQUITY 766573109 103 3,913 SH DEFINED 1 3,913
RITA MED SYS INC DEL EQUITY 76774E103 36 3,566 SH DEFINED 1 3,566
RITE AID CORP EQUITY 767754104 14 5,749 SH DEFINED 1 5,749
Riverdeep Group PLC USD0.01 Spons ADR EQUITY 76870Q109 1128 72,500 SH DEFINED 1 72,500
RIVERSTONE NETWORKS INC EQUITY 769320102 135 43,280 SH DEFINED 1 43,280
RIVIANA FOODS EQUITY 769536103 54 2,133 SH DEFINED 1 2,133
RIVIERA HOLDINGS CORP EQUITY 769627100 2165 352,000 SH DEFINED 1 352,000
RJ Reynolds EQUITY 76182K105 5429 101,000 SH DEFINED 4 101,000
RJ REYNOLDS TOBACCO HOLDINGS EQUITY 76182K105 6382 118,729 SH DEFINED 1 118,729
RLI CORP. EQUITY 749607107 114 2,240 SH DEFINED 1 2,240
RMH TELESERVICES INC EQUITY 749938106 29 4,168 SH DEFINED 1 4,168
ROADWAY CORP. EQUITY 769742107 151 4,205 SH DEFINED 1 4,205
ROANOKE ELECTRIC STEEL CORP EQUITY 769841107 54 3,498 SH DEFINED 1 3,498
ROBBINS & MYERS, INC. EQUITY 770196103 78 2,989 SH DEFINED 1 2,989
ROBERT HALF INTERNATIONAL INC. EQUITY 770323103 1890 81,129 SH DEFINED 1 81,129
ROCK-TENN CO., CLASS A EQUITY 772739207 74 4,017 SH DEFINED 1 4,017
ROCKWELL AUTOMATION INC EQUITY 773903109 3051 152,683 SH DEFINED 1 152,683
Rockwell Collins EQUITY 774341101 27 990 SH DEFINED 1 990
ROCKWELL COLLINS INC EQUITY 774341101 4936 180,000 SH SOLE 2 180,000
ROCKWELL COLLINS INC EQUITY 774341101 12446 453,900 SH SOLE 2 453,900
ROGERS CORP. EQUITY 775133101 154 5,645 SH DEFINED 1 5,645
ROHM + HAAS CO EQUITY 775371107 1417 35,000 SH SOLE 2 35,000
ROHM + HAAS CO EQUITY 775371107 11708 289,164 SH SOLE 2 289,164
ROHM AND HAAS CO. EQUITY 775371107 4105 101,386 SH DEFINED 1 101,386
ROLLINS, INC. EQUITY 775711104 886 43,540 SH DEFINED 1 43,540
ROPER INDS INC NEW COM EQUITY 776696106 15 410,282 SH SOLE 3 401,582 8,700
ROPER INDUSTRIES, INC. EQUITY 776696106 388 10,394 SH DEFINED 1 10,394
ROSLYN BANCORP, INC. EQUITY 778162107 2381 109,064 SH DEFINED 1 109,064
ROSS STORES INC EQUITY 778296103 5738 140,800 SH SOLE 2 140,800
ROSS STORES, INC. EQUITY 778296103 4165 102,202 SH DEFINED 1 102,202
Rostelecom ADR EQUITY 778529107 582 97,000 SH DEFINED 1 97,000
ROUSE CO EQUITY 779273101 36 1,078 SH DEFINED 1 1,078
ROUSE CO COM EQUITY 779273101 25 754,600 SH SOLE 3 610,879 143,721
ROWAN COMPANIES, INC. EQUITY 779382100 1262 58,849 SH DEFINED 1 58,849
ROXIO INC EQUITY 780008108 49 6,850 SH DEFINED 1 6,850
ROYAL BANCSHARES OF PENN-A EQUITY 780081105 39 1,813 SH DEFINED 1 1,813
ROYAL CARIBBEAN CRUISES LTD EQUITY V7780T103 14 685 SH SOLE 2 685
ROYAL DUTCH PETROLEUM CO. NY REG SH P EQUITY 780257804 53180 962,180 SH DEFINED 1 962,180
ROYAL GOLD INC EQUITY 780287108 61 4,464 SH DEFINED 1 4,464
RPC EQUITY 749660106 47 3,957 SH DEFINED 1 3,957
RPM, INC. EQUITY 749685103 2258 148,057 SH DEFINED 1 148,057
RSA SECURITY INC. EQUITY 749719100 425 88,412 SH DEFINED 1 88,412
RTI INTERNATIONAL METALS, INC. EQUITY 74973W107 90 7,423 SH DEFINED 1 7,423
RUBY TUESDAY, INC. EQUITY 781182100 18 907 SH DEFINED 1 907
RUDDICK CORP. EQUITY 781258108 1195 70,489 SH DEFINED 1 70,489
RUDOLPH TECHNOLOGIES INC. EQUITY 781270103 82 3,282 SH DEFINED 1 3,282
RUSS BERRIE AND CO., INC. EQUITY 782233100 125 3,518 SH DEFINED 1 3,518
RUSSELL CORP. EQUITY 782352108 166 8,640 SH DEFINED 1 8,640
RYAN'S FAMILY STEAK HOUSES EQUITY 783519101 209 15,817 SH DEFINED 1 15,817
RYDER SYSTEM, INC. EQUITY 783549108 775 28,625 SH DEFINED 1 28,625
RYERSON TULL, INC. EQUITY 78375P107 93 7,963 SH DEFINED 1 7,963
RYLAND GROUP EQUITY 783764103 20 394 SH DEFINED 1 394
RYLAND GROUP INC COM EQUITY 783764103 4 75,400 SH SOLE 3 75,400
S J W CORP COM EQUITY 784305104 59 734 SH DEFINED 1 734
S&T BANCORP, INC. EQUITY 783859101 256 9,481 SH DEFINED 1 9,481
S.Y. BANCORP INC EQUITY 785060104 83 2,030 SH DEFINED 1 2,030
S1 CORPORATION EQUITY 78463B101 187 25,289 SH DEFINED 1 25,289
SABRE HOLDINGS CORP. EQUITY 785905100 2392 66,802 SH DEFINED 1 66,802
SAFECO CORP. EQUITY 786429100 1828 59,169 SH DEFINED 1 59,169
SAFEGUARD SCIENTIFICS, INC. EQUITY 786449108 85 42,652 SH DEFINED 1 42,653
SAFEWAY INC EQUITY 786514208 8143 278,960 SH DEFINED 1 278,960
SAGA COMMUNICATIONS, INC. CLASS A EQUITY 786598102 120 5,322 SH DEFINED 1 5,322
SAKS INC EQUITY 79377WAC2 224 250,000 SH SOLE 2 250,000
SAKS INC. EQUITY 79377W108 2359 183,747 SH DEFINED 1 183,747
SALEM COMMUNICATION- CLASS A EQUITY 794093104 77 3,116 SH DEFINED 1 3,116
SALIX PHARMACEUTICALS EQUITY 795435106 97 6,360 SH DEFINED 1 6,360
SALIX PHARMACEUTICALS LTD EQUITY 795435106 3739 245,000 SH SOLE 2 245,000
SALIX PHARMACEUTICALS ORD EQUITY 795435106 7 470,900 SH SOLE 3 470,900
SALTON, INC. EQUITY 795757103 33 2,311 SH DEFINED 1 2,311
SANCHEZ COMPUTER ASSOCIATES EQUITY 799702105 22 4,867 SH DEFINED 1 4,867
SANDERSON FARMS, INC. EQUITY 800013104 45 1,791 SH DEFINED 1 1,791
SANDISK CORP. EQUITY 80004C101 1355 109,304 SH DEFINED 1 109,304
SANDY SPRING BANCORP, INC. EQUITY 800363103 166 5,177 SH DEFINED 1 5,177
SANGAMO BIOSCIENCES INC EQUITY 800677106 36 6,085 SH DEFINED 1 6,085
SANGSTAT MEDICAL CORP. EQUITY 801003104 216 9,415 SH DEFINED 1 9,415
SANMINA - SCI CORP EQUITY 800907107 1743 276,191 SH DEFINED 1 276,191
SANTANDER BANCORP EQUITY 802809103 47 2,753 SH DEFINED 1 2,753
SAPIENT CORP. EQUITY 803062108 31 29,014 SH DEFINED 1 29,014
SARA LEE CORP. EQUITY 803111103 9014 436,740 SH DEFINED 1 436,740
SATYAM COMPUTER SERVICES-ADR EQUITY 804098101 397 37,900 SH DEFINED 1 37,900
SAUER-DANFOSS INC. EQUITY 804137107 39 3,471 SH DEFINED 1 3,471
SAUL CENTERS, INC. EQUITY 804395101 98 3,765 SH DEFINED 1 3,765
SAXON CAPITAL INC EQUITY 80556P302 163 10,029 SH DEFINED 1 10,029
SBC COMMUNICATIONS INC EQUITY 78387G103 1525 50,000 SH SOLE 2 50,000
SBC COMMUNICATIONS INC EQUITY 78387G103 9226 302,478 SH SOLE 2 302,478
SBC COMMUNICATIONS, INC. EQUITY 78387G103 63364 2,077,510 SH DEFINED 1 2,077,510
SBS TECHNOLOGIES INC EQUITY 78387P103 64 5,207 SH DEFINED 1 5,207
SCANA CORP EQUITY 80589M102 4177 135,315 SH DEFINED 1 135,315
SCANSOFT INC EQUITY 80603P107 137 18,581 SH DEFINED 1 18,581
SCANSOURCE INC EQUITY 806037107 106 1,727 SH DEFINED 1 1,727
SCHAWK, INC. EQUITY 806373106 29 2,753 SH DEFINED 1 2,753
SCHERING PLOUGH CORP EQUITY 806605101 17 750 SH SOLE 2 750
SCHERING-PLOUGH CORP. EQUITY 806605101 25911 1,053,300 SH DEFINED 1 1,053,300
SCHLUMBERGER EQUITY 806857108 143 3,150 SH SOLE 2 3,150
SCHLUMBERGER, LTD. EQUITY 806857108 14631 314,650 SH DEFINED 1 314,650
SCHNITZER STL INDS EQUITY 806882106 32 1,456 SH DEFINED 1 1,456
SCHOLASTIC CORP COM EQUITY 807066105 57 1,500,276 SH SOLE 3 1,423,400 73,276
SCHOLASTIC CORP. EQUITY 807066105 1900 50,129 SH DEFINED 1 50,129
SCHOOL SPECIALTY, INC. EQUITY 807863105 140 5,275 SH DEFINED 1 5,275
SCHULMAN, A. INC. EQUITY 808194104 1097 51,129 SH DEFINED 1 51,129
SCHWAB CHARLES CORP EQUITY 80851305 4582 409,335 SH SOLE 2 409,335
SCHWAB CHARLES CORP EQUITY 808513105 1120 100,000 SH SOLE 2 100,000
SCHWEITZER-MAUDUIT INC. EQUITY 808541106 131 5,314 SH DEFINED 1 5,314
SCIENTIFIC ATLANTA INC EQUITY 808655104 8 500 SH SOLE 2 500
SCIENTIFIC GAMES CORP A EQUITY 80874P109 96 12,038 SH DEFINED 1 12,038
SCIENTIFIC-ATLANTA, INC. EQUITY 808655104 1531 93,066 SH DEFINED 1 93,066
SCIOS INC EQUITY 808905103 4592 150,000 SH SOLE 2 150,000
SCIOS NOVA INC. EQUITY 808905103 506 16,518 SH DEFINED 1 16,518
SCM MICROSYSTEMS, INC. EQUITY 784018103 75 5,571 SH DEFINED 1 5,571
SCOTTISH ANNUITY&LIFE ORD EQUITY G7885T104 16 833,936 SH SOLE 3 818,100 15,836
SCOTTS CO. EQUITY 810186106 13 279 SH DEFINED 1 279
SCP POOL CORPORATION EQUITY 784028102 203 7,296 SH DEFINED 1 7,296
SCRIPPS CO EQUITY 811054204 31 407 SH DEFINED 1 407
SEABOARD CORP. EQUITY 811543107 33 134 SH DEFINED 1 134
SEACHANGE INTERNATIONAL, INC. EQUITY 811699107 70 7,916 SH DEFINED 1 7,916
SEACOAST BANKING CORP FL EQUITY 811707306 72 1,241 SH DEFINED 1 1,241
SEACOAST FINANCIAL SERVICES CO EQUITY 81170Q106 217 8,653 SH DEFINED 1 8,653
SEACOR SMIT, INC. EQUITY 811904101 293 6,196 SH DEFINED 1 6,196
SEALED AIR CORP EQUITY 81211K100 1564 38,833 SH DEFINED 1 38,833
SEARS ROEBUCK & CO EQUITY 812387108 9923 182,738 SH DEFINED 1 182,738
SEARS ROEBUCK & CO COM EQUITY 812387108 5 90,000 SH SOLE 3 90,000
SEARS ROEBUCK + CO EQUITY 812387108 2444 45,000 SH SOLE 2 45,000
SEARS ROEBUCK + CO EQUITY 812387108 10453 192,500 SH SOLE 2 192,500
SEATTLE GENETICS INC WA EQUITY 812578102 33 6,419 SH DEFINED 1 6,419
SECOND BANCORP, INC. EQUITY 813114105 83 3,022 SH DEFINED 1 3,022
SECURE COMPUTING CORP EQUITY 813705100 79 10,467 SH DEFINED 1 10,467
SECURE COMPUTING CORP COM EQUITY 813705100 5 619,800 SH SOLE 3 619,800
SEEBEYOND TECHNOLOGY CORP. EQUITY 815704101 58 18,638 SH DEFINED 1 18,638
SEI INVESTMENTS CO. EQUITY 784117103 3979 141,253 SH DEFINED 1 141,253
SELECT MEDICAL CORP EQUITY 816196109 98 6,264 SH DEFINED 1 6,264
SELECT MEDICAL CORP COM EQUITY 816196109 14 909,000 SH SOLE 3 909,000
SELECTIVE INSURANCE GROUP, INC EQUITY 816300107 261 9,227 SH DEFINED 1 9,227
SEMCO ENERGY, INC. EQUITY 78412D109 59 6,572 SH DEFINED 1 6,572
SEMINIS INC EQUITY 816658108 18 4,929 SH DEFINED 1 4,929
SEMITOOL, INC. EQUITY 816909105 47 5,734 SH DEFINED 1 5,734
SEMPRA ENERGY EQUITY 816851109 3316 113,860 SH DEFINED 1 93,650
SEMTECH CORP COM EQUITY 816850101 25 934,776 SH SOLE 3 914,000 20,776
SEMTECH CORP. EQUITY 816850101 2514 94,152 SH DEFINED 1 94,152
SENIOR HOUSING PROP TRUST EQUITY 81721M109 255 16,230 SH DEFINED 1 16,230
SENIOR HOUSING PROP TRUST EQUITY 81721M109 19 1,197,300 SH SOLE 3 989,004 208,296
SENSIENT TECHNOLOGIES CORP. EQUITY 81725T100 1742 76,543 SH DEFINED 1 76,543
SEPRACOR, INC. EQUITY 817315104 1283 134,294 SH DEFINED 1 134,294
SEQUA CORP CLASS A EQUITY 817320104 1010 15,449 SH DEFINED 1 15,449
SEQUENOM, INC. EQUITY 817337108 47 13,391 SH DEFINED 1 13,391
SERENA SOFTWARE, INC. EQUITY 817492101 85 6,209 SH DEFINED 1 6,209
SEROLOGICALS CORP. EQUITY 817523103 141 7,709 SH DEFINED 1 7,709
SERVICE CORP INTERNATIONAL EQUITY 817565104 507 104,905 SH DEFINED 1 104,905
SERVICEMASTER COMPAN EQUITY 81760N109 60 4,367 SH DEFINED 1 4,367
SFBC INTL INC COM EQUITY 784121105 3 178,100 SH SOLE 3 178,100
SHARPER IMAGE CORP EQUITY 820013100 51 2,524 SH DEFINED 1 2,524
SHAW GROUP INC EQUITY 820280105 17 568 SH DEFINED 1 568
SHENANDOAH TELECOMMUNI EQUITY 82312B106 62 1,161 SH DEFINED 1 1,161
SHERWIN WILLIAMS CO EQUITY 824348106 1497 50,000 SH SOLE 2 50,000
SHERWIN WILLIAMS CO EQUITY 824348106 10957 366,072 SH SOLE 2 366,072
SHERWIN-WILLIAMS CO. EQUITY 824348106 2145 71,677 SH DEFINED 1 71,677
SHOE CARNIVAL INC EQUITY 824889109 55 2,566 SH DEFINED 1 2,566
SHOPKO STORES, INC. EQUITY 824911101 207 10,263 SH DEFINED 1 10,263
SHUFFLE MASTER, INC. EQUITY 825549108 117 6,349 SH DEFINED 1 6,349
SHURGARD STORAGE CENTERS, INC. CLASS EQUITY 82567D104 386 11,138 SH DEFINED 1 11,138
SICOR INC EQUITY 825846108 20 1,069 SH DEFINED 1 1,069
SIDERCA S.A.I.C ADR EQUITY 825863103 330 20,900 SH DEFINED 1 20,900
SIEBEL SYS INC EQUITY 826170102 5698 400,700 SH SOLE 2 400,700
SIEBEL SYSTEMS, INC. EQUITY 826170102 3318 233,358 SH DEFINED 1 233,358
SIERRA HEALTH SERVICES, INC. EQUITY 826322109 194 8,670 SH DEFINED 1 8,670
SIERRA PACIFIC RESOURCES EQUITY 826428104 1302 166,960 SH DEFINED 1 166,960
SIGMA ALDRICH CORP. EQUITY 826552101 3244 64,676 SH DEFINED 1 64,676
SILGAN HOLDINGS, INC. EQUITY 827048109 148 3,659 SH DEFINED 1 3,659
SILICON GRAPHICS, INC. EQUITY 827056102 199 67,652 SH DEFINED 1 67,652
SILICON IMAGE INC EQUITY 82705T102 127 20,703 SH DEFINED 1 20,703
SILICON LABORATORIES COM EQUITY 826919102 17 599,200 SH SOLE 3 586,400 12,800
SILICON LABORATORIES INC EQUITY 826919102 254 9,382 SH DEFINED 1 9,382
SILICON STORAGE TECHNOLOGY EQUITY 827057100 215 27,623 SH DEFINED 1 27,623
SILICON VALLEY BANCSHARES EQUITY 827064106 1554 58,958 SH DEFINED 1 58,958
SILICONIX, INC. EQUITY 827079203 58 2,091 SH DEFINED 1 2,091
SIMMONS FIRST NATIONAL CORP. EQUITY 828730200 108 2,532 SH DEFINED 1 2,532
SIMON PPTY GROUP EQUITY 828806109 42 1,140,400 SH SOLE 3 934,019 206,381
SIMON PROPERTY GROUP INC EQUITY 828806109 3129 84,946 SH DEFINED 1 84,946
SIMPLETECH INC EQUITY 828823104 9 2,564 SH DEFINED 1 2,564
SIMPSON MANUFACTURING CO. EQUITY 829073105 149 2,609 SH DEFINED 1 2,609
SINCLAIR BROADCAST GROUP, INC. EQUITY 829226109 159 10,981 SH DEFINED 1 10,981
SIPEX CORP. EQUITY 829909100 44 9,080 SH DEFINED 1 9,080
SIRIUS SATELLITE RADIO INC. EQUITY 82966U103 93 24,627 SH DEFINED 1 24,627
SITEL CORP. EQUITY 82980K107 64 20,205 SH DEFINED 1 20,205
SIX FLAGS, INC EQUITY 83001P109 1725 119,348 SH DEFINED 1 119,348
SIZELER PPTY INVS INC EQUITY 830137105 45 4,113 SH DEFINED 1 4,113
SKECHERS USA INC. CL-A EQUITY 830566105 119 5,521 SH DEFINED 1 5,521
SKILLSOFT CORPORATION EQUITY 83066P101 27 3,465 SH DEFINED 1 3,465
SKY FINANCIAL GROUP EQUITY 83080P103 21 1,008 SH DEFINED 1 1,008
SKYLINE CORP. EQUITY 830830105 72 2,196 SH DEFINED 1 2,196
SKYWEST INC EQUITY 830879102 18 755 SH DEFINED 1 755
SKYWEST INC EQUITY 830879102 917 39,200 SH SOLE 2 39,200
SKYWORKS SOLUTIONS INC EQUITY 83088M102 1115 200,842 SH SOLE 2 200,842
SL GREEN REALTY CORP. EQUITY 78440X101 335 9,409 SH DEFINED 1 9,409
SL GREEN RLTY CORP COM EQUITY 78440X101 10 275,400 SH SOLE 3 223,241 52,159
SLM CORP EQUITY 78442P106 6746 69,620 SH DEFINED 1 69,620
SLM CORP EQUITY 78442P106 5330 55,000 SH SOLE 2 55,000
SLM CORP EQUITY 78442P106 28110 276,000 SH SOLE 2 276,000
SMART & FINAL, INC., EQUITY 831683107 33 4,220 SH DEFINED 1 4,220
SMITH A O CORP EQUITY 831865209 2615 83,800 SH SOLE 2 83,800
SMITH INTERNATIONAL, INC. EQUITY 832110100 4460 65,406 SH DEFINED 1 65,406
SMITH INTL INC EQUITY 832110100 6819 100,000 SH SOLE 2 100,000
SMITH INTL INC EQUITY 832110100 18936 277,700 SH SOLE 2 277,700
SMITH, A.O. CORP. EQUITY 831865209 185 5,941 SH DEFINED 1 5,941
SMITHFIELD FOODS INC EQUITY 832248108 2653 143,002 SH DEFINED 1 143,002
SMURFIT-STONE CONTAINER CORP. EQUITY 832727101 17323 1,123,426 SH DEFINED 1 1,123,426
SNAP-ON, INC. EQUITY 833034101 799 26,912 SH DEFINED 1 26,912
SOC QUIMICA Y MINERA CHIL-SPON ADR EQUITY 833635105 1280 57,730 SH DEFINED 1 57,730
SOLA INTERNATIONAL, INC. EQUITY 834092108 89 7,767 SH DEFINED 1 7,767
SOLECTRON CORP DEL EQUITY 834182107 10 1,667 SH SOLE 2 1,667
SOLECTRON CORP. EQUITY 834182107 2592 421,423 SH DEFINED 1 421,423
SOLUTIA, INC. EQUITY 834376105 1203 171,313 SH DEFINED 1 171,313
SOMERA COMMUNICATIONS INC EQUITY 834458101 80 11,203 SH DEFINED 1 11,203
SONG NETWORKS HLDG ADR EQUITY 83544Q101 25 140,901 SH DEFINED 1 140,901
SONIC AUTOMOTIVE INC EQUITY 83545G102 10 370 SH DEFINED 1 370
SONIC CORP COM EQUITY 835451105 20 625,603 SH SOLE 3 615,403 10,200
SONIC CORP. EQUITY 835451105 408 12,978 SH DEFINED 1 12,978
SONIC INNOVATIONS INC EQUITY 83545M109 27 3,875 SH DEFINED 1 3,875
SONICBLUE INC EQUITY 83546Q109 32 30,608 SH DEFINED 1 30,608
SONICWALL INC EQUITY 835470105 92 18,239 SH DEFINED 1 18,239
SONOCO PRODUCTS CO. EQUITY 835495102 3529 124,595 SH DEFINED 1 124,595
SONOSIGHT, INC. EQUITY 83568G104 73 5,026 SH DEFINED 1 5,026
SONUS NETWORKS INC EQUITY 835916107 130 64,555 SH DEFINED 1 64,555
SOTHEBY'S HOLDINGS, INC. CLASS A EQUITY 835898107 1347 94,524 SH DEFINED 1 94,524
SOUNDVIEW TECHNOLOGY GROUP EQUITY 83611Q109 45 26,487 SH DEFINED 1 26,487
SOURCECORP EQUITY 836167106 144 5,438 SH DEFINED 1 5,438
SOUTH FINANCIAL GROUP INC. EQUITY 837841105 322 14,381 SH DEFINED 1 14,381
SOUTH JERSEY INDUSTRIES, INC. EQUITY 838518108 144 4,279 SH DEFINED 1 4,279
SOUTHERN CO EQUITY 842587107 22551 823,020 SH DEFINED 1 823,020
SOUTHERN CO EQUITY 842587107 2192 80,000 SH SOLE 2 80,000
SOUTHERN CO EQUITY 842587107 5014 183,000 SH SOLE 2 183,000
SOUTHERN PERU COPPER CORP. EQUITY 843611104 75 5,028 SH DEFINED 1 5,028
SOUTHERN UNION CO. EQUITY 844030106 246 14,472 SH DEFINED 1 14,472
SOUTHTRUST CORP. EQUITY 844730101 4194 160,576 SH DEFINED 1 160,576
SOUTHWEST AIRLINES CO. EQUITY 844741108 7190 444,950 SH DEFINED 1 444,950
SOUTHWEST AIRLS CO EQUITY 844741108 1414 87,500 SH SOLE 2 87,500
SOUTHWEST AIRLS CO EQUITY 844741108 1947 120,500 SH SOLE 2 120,500
SOUTHWEST BANCORP INC EQUITY 844767103 50 1,837 SH DEFINED 1 1,837
SOUTHWEST BANCORPORATION OF TX EQUITY 84476R109 365 10,090 SH DEFINED 1 10,090
SOUTHWEST GAS CORP EQUITY 844895102 290 11,734 SH DEFINED 1 11,734
SOUTHWEST WTR CO EQUITY 845331107 63 3,305 SH DEFINED 1 3,305
SOUTHWESTERN ENERGY CO. EQUITY 845467109 139 9,141 SH DEFINED 1 9,141
SOVEREIGN BANCORP, INC. EQUITY 845905108 5032 336,568 SH DEFINED 1 336,568
SOVRAN SELF STORAGE, INC. EQUITY 84610H108 2570 75,219 SH DEFINED 1 75,219
SPACELABS MED INC EQUITY 846247104 42 2,968 SH DEFINED 1 2,968
SPANISH BROADCASTING SYS, INC. CLASS EQUITY 846425882 129 12,886 SH DEFINED 1 12,886
SPARTAN MTRS INC EQUITY 846819100 49 3,220 SH DEFINED 1 3,220
SPARTECH CORP. EQUITY 847220209 143 5,256 SH DEFINED 1 5,256
Specialty Lab Inc EQUITY 84749R100 19 2,318 SH DEFINED 1 2,318
SPECTRALINK CORP EQUITY 847580107 64 5,992 SH DEFINED 1 5,992
SPECTRIAN CORP. EQUITY 847608106 42 4,095 SH DEFINED 1 4,095
SPEECHWORKS INTERNATIONAL EQUITY 84764M101 34 9,216 SH DEFINED 1 9,216
SPEEDFAM-IPEC INC EQUITY 847705100 50 9,605 SH DEFINED 1 9,605
SPEEDWAY MOTORSPORTS EQUITY 847788106 124 4,867 SH DEFINED 1 4,867
SPHERION CORPORATION EQUITY 848420105 250 21,006 SH DEFINED 1 21,006
SPIEGEL, INC. CLASS A EQUITY 848457107 4 4,793 SH DEFINED 1 4,793
SPINNAKER EXPL CO COM EQUITY 84855W109 1 23,500 SH SOLE 3 23,500
SPINNAKER EXPLORATION CO EQUITY 84855W109 300 8,323 SH DEFINED 1 8,323
SPORTS AUTH INC EQUITY 849176102 133 11,683 SH DEFINED 1 11,683
SPORTS RESORTS INTL INC EQUITY 84918U108 47 8,704 SH DEFINED 1 8,704
SPRINT CORP. FON GROUP EQUITY 852061100 4242 399,790 SH DEFINED 1 399,790
SPRINT CORP. PCS GROUP EQUITY 852061506 2196 491,374 SH DEFINED 1 491,374
SPS TECHNOLOGIES, INC. EQUITY 784626103 167 4,388 SH DEFINED 1 4,388
SPSS, INC. EQUITY 78462K102 66 4,248 SH DEFINED 1 4,248
SPX CORP EQUITY 784635104 4230 36,000 SH SOLE 2 36,000
SPX CORP. EQUITY 784635104 43423 369,560 SH DEFINED 1 369,560
SRA INTERNATIONAL CL A EQUITY 78464R105 49 1,798 SH DEFINED 1 1,798
SS&C TECHNOLOGIES INC EQUITY 85227Q100 39 2,808 SH DEFINED 1 2,808
ST FRANCIS CAPITAL CORP. EQUITY 789374105 64 2,582 SH DEFINED 1 2,582
ST JUDE MED INC EQUITY 790849103 3168 42,900 SH SOLE 2 42,900
ST JUDE MEDICAL, INC. EQUITY 790849103 4979 67,427 SH DEFINED 1 67,427
ST. MARY LAND & EXPLORATION EQUITY 792228108 238 9,934 SH DEFINED 1 9,934
ST. PAUL COMPANIES, INC. EQUITY 792860108 4556 117,064 SH DEFINED 1 117,064
STAGE STORES INC EQUITY 85254C305 248 7,127 SH DEFINED 1 7,127
STAGE STORES INC EQUITY 85254C305 3158 90,900 SH SOLE 2 90,900
STAMPS.COM INC EQUITY 852857101 55 12,513 SH DEFINED 1 12,513
STANCORP FINANCIAL GROUP, INC. EQUITY 852891100 2127 38,329 SH DEFINED 1 38,329
STANDARD COML CORP. COM EQUITY 853258101 87 4,009 SH DEFINED 1 4,009
STANDARD MICROSYSTEMS CORP. EQUITY 853626109 122 5,168 SH DEFINED 1 5,168
STANDARD MOTOR PRODUCTS, INC. EQUITY 853666105 42 2,466 SH DEFINED 1 2,466
STANDARD PACIFIC CORP. EQUITY 85375C101 402 11,472 SH DEFINED 1 11,472
STANDARD REGISTER CO. EQUITY 853887107 212 6,197 SH DEFINED 1 6,197
STANDEX INTERNATIONAL CORP. EQUITY 854231107 97 3,867 SH DEFINED 1 3,867
STANLEY FURNITURE CO INC EQUITY 854305208 49 1,838 SH DEFINED 1 1,838
STANLEY WORKS EQUITY 854616109 1606 39,165 SH DEFINED 1 39,165
STAPLES, INC. EQUITY 855030102 4438 225,304 SH DEFINED 1 225,304
STARBUCKS CORP. EQUITY 855244109 5294 213,047 SH DEFINED 1 213,047
STARRETT L S CO EQUITY 855668109 59 2,327 SH DEFINED 1 2,327
STARTEK INC EQUITY 85569C107 99 3,702 SH DEFINED 1 3,702
STARWOOD HOTELS & RESORTS WW EQUITY 85590A203 3034 92,258 SH DEFINED 1 92,258
STATE AUTO FINANCIAL CORP. EQUITY 855707105 74 4,525 SH DEFINED 1 4,525
STATE BANCORP INC EQUITY 855716106 61 2,618 SH DEFINED 1 2,618
STATE STREET CORP. EQUITY 857477103 6713 150,180 SH DEFINED 1 150,180
STATEN ISLAND BANCORP, INC. EQUITY 857550107 378 19,685 SH DEFINED 1 19,685
STATION CASINOS, INC. EQUITY 857689103 220 12,302 SH DEFINED 1 12,302
STEEL DYNAMICS, INC. EQUITY 858119100 188 11,386 SH DEFINED 1 11,386
STEELCASE INC-CL A EQUITY 858155203 6 435 SH DEFINED 1 435
STEIN MART, INC. EQUITY 858375108 93 7,799 SH DEFINED 1 7,799
STEINWAY MUSICAL INSTRUMENTS EQUITY 858495104 37940 1,772,910 SH DEFINED 1 1,772,910
STEPAN CO. EQUITY 858586100 64 2,258 SH DEFINED 1 2,258
STERICYCLE INC EQUITY 858912108 1933 54,600 SH SOLE 2 54,600
STERICYCLE INC COM EQUITY 858912108 65 1,825,328 SH SOLE 3 1,785,512 39,816
STERICYCLE, INC. EQUITY 858912108 424 11,980 SH DEFINED 1 11,980
STERIS CORP COM EQUITY 859152100 1714 89,669 SH DEFINED 1 89,669
STERLING BANCORP EQUITY 859158107 111 3,108 SH DEFINED 1 3,108
STERLING BANCSHARES, INC. EQUITY 858907108 201 13,606 SH DEFINED 1 13,606
STERLING FINANCIAL CORP EQUITY 859317109 150 6,026 SH DEFINED 1 6,026
STERLING FINL CORP WASH EQUITY 859319105 81 4,153 SH DEFINED 1 4,153
STEVEN MADDEN, LTD. EQUITY 556269108 65 3,292 SH DEFINED 1 3,292
STEWART & STEVENSON SERVICES EQUITY 860342104 826 46,564 SH DEFINED 1 46,564
STEWART ENTERPRISES, INC. EQUITY 860370105 219 34,410 SH DEFINED 1 34,410
STEWART INFORMATION SERVICES COM EQUITY 860372101 124 6,044 SH DEFINED 1 6,044
STILLWATER MINING CO. EQUITY 86074Q102 251 15,392 SH DEFINED 1 15,392
STILLWELL FINANCIAL INC EQUITY 860831106 1971 108,313 SH DEFINED 1 108,313
STMICROELECTRONICS NV-NY EQUITY 861012102 2099 86,290 SH DEFINED 1 86,290
STONE ENERGY CORP. EQUITY 861642106 306 7,614 SH DEFINED 1 7,614
STONERIDGE, INC. EQUITY 86183P102 86 4,583 SH DEFINED 1 4,583
STORAGE TECHNOLOGY CORP. EQUITY 862111200 2185 136,822 SH DEFINED 1 136,822
STORAGENETWORKS INC EQUITY 86211E103 46 23,570 SH DEFINED 1 23,570
STRATOS LIGHTWAVE INC. EQUITY 863100103 42 25,988 SH DEFINED 1 25,988
STRATTEC SEC CORP EQUITY 863111100 70 1,267 SH DEFINED 1 1,267
STRAYER EDUCATION, INC EQUITY 863236105 167 2,625 SH DEFINED 1 2,625
STRIDE RITE CORP. EQUITY 863314100 113 14,185 SH DEFINED 1 14,185
Stryker EQUITY 863667101 1070 20,000 SH DEFINED 4 20,000
STRYKER CORP. EQUITY 863667101 4924 92,024 SH DEFINED 1 92,024
STUDENT LOAN CORP. EQUITY 863902102 5 58 SH DEFINED 1 58
STURM, RUGER & CO., INC. EQUITY 864159108 2890 204,268 SH DEFINED 1 204,268
SUFFOLK BANCORP EQUITY 864739107 153 4,187 SH DEFINED 1 4,187
SUMMIT BANCSHARES INC EQUITY 866011109 46 1,879 SH DEFINED 1 1,879
SUMMIT PROPERTIES, INC. EQUITY 866239106 2884 123,521 SH DEFINED 1 123,521
SUN BANCORP INC EQUITY 86663B102 75 4,045 SH DEFINED 1 4,045
SUN COMMUNITIES, INC. EQUITY 866674104 221 5,302 SH DEFINED 1 5,302
Sun Microsystems EQUITY 866810104 125 25,000 SH DEFINED 4 25,000
SUN MICROSYSTEMS, INC. EQUITY 866810104 18483 3,689,182 SH DEFINED 1 3,689,182
SUNCOR ENERGY INC COM EQUITY 867229106 16 870,678 SH SOLE 3 751,000 112,578
SUNGARD DATA SYS INC EQUITY 867363103 56 2,133,202 SH SOLE 3 2,014,116 113,686
SUNGARD DATA SYS INC EQUITY 867363103 3178 120,000 SH SOLE 2 120,000
SUNGARD DATA SYS INC EQUITY 867363103 4488 169,500 SH SOLE 2 169,500
SUNGARD DATA SYSTEMS, INC. EQUITY 867363103 9647 364,328 SH DEFINED 1 364,329
SUNOCO, INC. EQUITY 86764P109 1256 35,240 SH DEFINED 1 35,240
SUNRISE ASSISTED LIVING, INC. EQUITY 86768K106 170 6,360 SH DEFINED 1 6,360
SUNTRON CORP EQUITY 86789P100 8 890 SH DEFINED 1 890
SUNTRUST BANKS, INC. EQUITY 867914103 11699 172,751 SH DEFINED 1 172,751
SUPERGEN, INC. EQUITY 868059106 76 10,480 SH DEFINED 1 10,480
SUPERIOR ENERGY SERVICES, INC. EQUITY 868157108 176 17,352 SH DEFINED 1 17,352
SUPERIOR FINANCIAL CORP EQUITY 868161100 48 2,491 SH DEFINED 1 2,491
SUPERIOR INDS INTL INC COM EQUITY 868168105 33 723,762 SH SOLE 3 706,200 17,562
SUPERIOR INDUSTRIES INTL, INC. EQUITY 868168105 1892 40,898 SH DEFINED 1 40,898
SUPERTEX INC EQUITY 868532102 65 3,699 SH DEFINED 1 3,699
SUPERVALU, INC. EQUITY 868536103 1514 61,723 SH DEFINED 1 61,723
SUREBEAM CORP CL A EQUITY 86866R102 24 4,417 SH DEFINED 1 4,417
SUREWEST COMMUNICATION EQUITY 868733106 252 4,741 SH DEFINED 1 4,741
SURMODICS INC EQUITY 868873100 124 4,760 SH DEFINED 1 4,760
SUSQUEHANNA BANCSHARES, INC. EQUITY 869099101 319 14,058 SH DEFINED 1 14,058
SWIFT ENERGY CO. EQUITY 870738101 130 8,224 SH DEFINED 1 8,224
SWIFT TRANSN CO COM EQUITY 870756103 42 1,787,500 SH SOLE 3 1,756,000 31,500
SWIFT TRANSPORTATION CO., INC. EQUITY 870756103 2593 111,274 SH DEFINED 1 111,274
SWS GROUP INC EQUITY 78503N107 95 4,822 SH DEFINED 1 4,822
SYBASE, INC. EQUITY 871130100 1730 163,958 SH DEFINED 1 163,958
SYBRON DENTAL SPECIALTIES INC. EQUITY 871142105 251 13,548 SH DEFINED 1 13,548
SYCAMORE NETWORKS, INC EQUITY 871206108 219 56,777 SH DEFINED 1 56,777
SYKES ENTERPRISES, INC. EQUITY 871237103 464 60,348 SH DEFINED 1 60,348
SYLVAN LEARNING SYS COM EQUITY 871399101 41 2,065,998 SH SOLE 3 1,978,200 84,198
SYLVAN LEARNING SYSTEMS, INC. EQUITY 871399101 1240 62,201 SH DEFINED 1 62,201
SYMANTEC CORP. EQUITY 871503108 12746 388,001 SH DEFINED 1 388,001
SYMBOL TECHNOLOGIES INC EQUITY 871508107 942 110,800 SH SOLE 2 110,800
SYMBOL TECHNOLOGIES, INC. EQUITY 871508107 936 110,136 SH DEFINED 1 110,136
SYMX TECHNOLOGIES INC. EQUITY 87155S108 114 8,179 SH DEFINED 1 8,179
SYNAPTICS INC EQUITY 87157D109 13 1,787 SH DEFINED 1 1,787
SYNCOR INTERNATIONAL EQUITY 87157J106 193 6,122 SH DEFINED 1 6,122
SYNOPSYS INC. EQUITY 871607107 5631 102,740 SH DEFINED 1 102,740
SYNOVUS FINANCIAL CORP. EQUITY 87161C105 3755 136,463 SH DEFINED 1 136,463
SYNPLICITY INC EQUITY 87160Y108 16 3,414 SH DEFINED 1 3,414
SYNTEL, INC. EQUITY 87162H103 25 1,996 SH DEFINED 1 1,996
SYNTROLEUM CORPORATION EQUITY 871630109 20 7,000 SH DEFINED 1 7,000
SYPRIS SOLUTIONS INC EQUITY 871655106 32 1,777 SH DEFINED 1 1,777
SYSCO CORP. EQUITY 871829107 10379 381,305 SH DEFINED 1 381,305
SYSTEMS & COMPUTER TECHNOLOGY EQUITY 871873105 149 11,059 SH DEFINED 1 11,059
T ROWE PRICE GROUP INC. EQUITY 74144T108 1872 56,924 SH DEFINED 1 56,924
TAIWAN FUND EQUITY 874036106 774 69,750 SH DEFINED 1 69,750
TAIWAN SEMICONDUCTOR-SP ADR EQUITY 874039100 400 30,800 SH DEFINED 1 30,800
TAKE-TWO INTERACTIVE SOFTWARE EQUITY 874054109 278 13,479 SH DEFINED 1 13,479
TALBOTS INC EQUITY 874161102 12 349 SH DEFINED 1 349
TALK AMERICA HLDGS INC EQUITY 87426R103 102 24,583 SH DEFINED 1 24,583
TALX CORP EQUITY 874918105 83 4,391 SH DEFINED 1 4,391
TANGER FACTORY OUTLET CTRS EQUITY 875465106 55 1,857 SH DEFINED 1 1,857
TANOX INC EQUITY 87588Q109 93 8,566 SH DEFINED 1 8,566
TARGET CORP EQUITY 87612E106 5906 155,000 SH SOLE 2 155,000
TARGET CORP EQUITY 87612E106 14806 388,600 SH SOLE 2 388,600
TARGET CORPORATION EQUITY 87612E106 17769 466,370 SH DEFINED 1 466,370
TAUBMAN CENTERS, INC. EQUITY 876664103 2665 174,749 SH DEFINED 1 174,749
TBC CORP. EQUITY 872180104 96 6,044 SH DEFINED 1 6,044
TCF FINANCIAL CORP. EQUITY 872275102 4801 97,782 SH DEFINED 1 97,782
TECH DATA CORP. EQUITY 878237106 2756 72,825 SH DEFINED 1 72,825
TECHE CORP. EQUITY 878377100 419 14,844 SH DEFINED 1 14,844
TECHNITROL, INC. EQUITY 878555101 333 14,304 SH DEFINED 1 14,304
TECO ENERGY, INC. EQUITY 872375100 21839 882,392 SH DEFINED 1 882,392
TECUMSEH PRODUCTS CO. CLASS A EQUITY 878895200 1539 28,998 SH DEFINED 1 28,998
TEJON RANCH CO. EQUITY 879080109 81 2,498 SH DEFINED 1 2,498
TEKELEC EQUITY 879101103 133 16,570 SH DEFINED 1 16,570
TEKELEC INC EQUITY 879101103 2008 250,000 SH SOLE 2 250,000
TEKTRONIX, INC. EQUITY 879131100 788 42,139 SH DEFINED 1 42,139
TELE CENTRO OESTE CELULAR S.A. ADR EQUITY 87923P105 307 69,330 SH DEFINED 1 69,330
Telebras - Spons ADR Pfd Block EQUITY 879287308 349 5,500 SH DEFINED 1 5,500
TELEDYNE TECHOLOGIES INC EQUITY 879360105 225 10,823 SH DEFINED 1 10,823
TELEFLEX INC. EQUITY 879369106 2886 50,496 SH DEFINED 1 50,496
TELEFONICA S.A. SPON ADR EQUITY 879382208 3 102 SH DEFINED 1 102
TELEFONOS DE MEXICO CL L-TELMEX EQUITY 879403780 6678 182,190 SH DEFINED 1 182,190
TELEKOMUNIKASI INDONESIA - SP ADR EQUITY 715684106 2923 332,170 SH DEFINED 1 332,170
TELEPHONE AND DATA SYSTEMS EQUITY 879433100 4581 75,655 SH DEFINED 1 75,655
TELETECH HOLDINGS EQUITY 879939106 133 13,906 SH DEFINED 1 13,906
TELIK INC EQUITY 87959M109 115 9,205 SH DEFINED 1 9,205
TELLABS, INC. EQUITY 879664100 1331 214,745 SH DEFINED 1 214,745
TELLIUM INC EQUITY 87967E107 26 27,847 SH DEFINED 1 27,848
TEMPLE-INLAND INC. EQUITY 879868107 1415 24,449 SH DEFINED 1 24,449
Tenet Healthcare Corp EQUITY 88033G100 2147 30,000 SH DEFINED 4 30,000
TENET HEALTHCARE CORP. EQUITY 88033G100 12752 178,220 SH DEFINED 1 178,220
TENNANT CO. EQUITY 880345103 127 3,210 SH DEFINED 1 3,210
TENNECO AUTOMOTIVE INC EQUITY 880349105 89 13,484 SH DEFINED 1 13,484
TERADYNE, INC. EQUITY 880770102 2054 87,409 SH DEFINED 1 87,409
TERAYON COMMUNICATION EQUITY 880775101 31 23,218 SH DEFINED 1 23,218
TEREX CORP. EQUITY 880779103 319 14,187 SH DEFINED 1 14,187
TERRA INDUSTRIES, INC. EQUITY 880915103 29 13,899 SH DEFINED 1 13,899
TESORO PETROLEUM CORP. EQUITY 881609101 179 23,065 SH DEFINED 1 23,065
TETRA TECH, INC. EQUITY 88162G103 263 17,868 SH DEFINED 1 17,868
TETRA TECHNOLOGIES, INC. EQUITY 88162F105 125 4,698 SH DEFINED 1 4,698
TEVA PHARMACEUTICAL ADR EQUITY 881624209 528 7,900 SH DEFINED 1 7,900
TEVA PHARMACEUTICAL INDS ADR EQUITY 881624209 106 1,640 SH SOLE 2 1,640
TEXAS BIOTECH CORP EQUITY 88221T104 61 15,621 SH DEFINED 1 15,621
TEXAS INDUSTRIES, INC. EQUITY 882491103 236 7,492 SH DEFINED 1 7,492
TEXAS INSTRS INC EQUITY 882508104 9877 416,750 SH SOLE 2 416,750
TEXAS INSTRS INC EQUITY 882508104 25292 1,067,210 SH SOLE 2 1,067,210
TEXAS INSTRUMENTS, INC. EQUITY 882508104 27704 1,168,950 SH DEFINED 1 1,168,950
TEXAS REGIONAL BANCSHARES, INC CLASS EQUITY 882673106 256 5,259 SH DEFINED 1 5,259
TEXTRON FINANACIAL CORP EQUITY 883203101 3188 67,970 SH DEFINED 1 67,970
TEXTRON INC EQUITY 883203101 938 20,000 SH SOLE 2 20,000
TEXTRON INC EQUITY 883203101 14566 310,599 SH SOLE 2 310,599
THE ADVISORY BOARD COMPANY EQUITY 00762W107 4 117,400 SH SOLE 3 117,400
THE GENLYTE GROUP, INC. EQUITY 372302109 175 4,314 SH DEFINED 1 4,314
THE SOUTHERN COMPANY EQUITY 842587107 142 5,200 SH SOLE 2 5,200
THE ST JOE COMPANY EQUITY 790148100 13 417 SH DEFINED 1 417
THE STEAK N SHAKE COMPANY EQUITY 857873103 127 8,095 SH DEFINED 1 8,095
THE TITAN CORPORATION EQUITY 888266103 1820 99,523 SH DEFINED 1 99,523
THE YANKEE CANDLE CO. EQUITY 984757104 262 9,664 SH DEFINED 1 9,664
THERAGENICS CORP. EQUITY 883375107 90 10,624 SH DEFINED 1 10,624
THERASENSE INC EQUITY 883381105 146 7,913 SH DEFINED 1 7,913
THERMA-WAVE INC. EQUITY 88343A108 100 8,815 SH DEFINED 1 8,815
THERMO ELECTRON CORP. EQUITY 883556102 1486 90,077 SH DEFINED 1 90,077
THOMAS & BETTS CORP. EQUITY 884315102 775 41,646 SH DEFINED 1 41,646
THOMAS INDUSTRIES, INC. EQUITY 884425109 149 5,157 SH DEFINED 1 5,157
THOMAS NELSON EQUITY 640376109 30 2,857 SH DEFINED 1 2,857
THOR INDUSTRIES, INC. EQUITY 885160101 195 2,732 SH DEFINED 1 2,732
THORATEC LABORATORIES CORP. EQUITY 885175307 158 17,542 SH DEFINED 1 17,542
THORNBURG MORTGAGE INC. EQUITY 885218107 292 14,828 SH DEFINED 1 14,828
THQ INC EQUITY 872443403 419 14,053 SH DEFINED 1 14,054
THREE RIVS BANCORP INC EQUITY 88562Q107 54 3,050 SH DEFINED 1 3,050
THREE-FIVE SYS INC COM EQUITY 88554L108 88 7,682 SH DEFINED 1 7,682
TIBCO SOFTWARE INC EQUITY 88632Q103 159 28,629 SH DEFINED 1 28,629
TICKETMASTER ONLINE-CITY B EQUITY 88633P203 9 459 SH DEFINED 1 459
TIDEWATER INC EQUITY 886423102 1646 50,000 SH SOLE 2 50,000
TIDEWATER INC EQUITY 886423102 4342 131,900 SH SOLE 2 131,900
TIDEWATER, INC. EQUITY 886423102 5952 180,802 SH DEFINED 1 180,802
TIER TECHNOLOGIES INC EQUITY 88650Q100 92 5,154 SH DEFINED 1 5,154
TIFFANY & CO. EQUITY 886547108 2354 66,880 SH DEFINED 1 66,880
TIMBERLAND COMPANY EQUITY 887100105 1739 48,560 SH DEFINED 1 48,560
TIME WARNER TELECOM EQUITY 887319101 26 15,202 SH DEFINED 1 15,202
TIMKEN CO. EQUITY 887389104 16 711 SH DEFINED 1 711
TIVO INC EQUITY 888706108 24 6,588 SH DEFINED 1 6,588
TJX COMPANIES, INC. EQUITY 872540109 4983 254,090 SH DEFINED 1 254,090
TMP WORLDWIDE INC. EQUITY 872941109 1181 54,940 SH DEFINED 1 54,940
TOLL BROTHERS INC COM EQUITY 889478103 46 1,553,694 SH SOLE 3 1,527,094 26,600
TOLL BROTHERS, INC. EQUITY 889478103 19 652 SH DEFINED 1 652
TOLLGRADE COMMUNICATIONS INC EQUITY 889542106 67 4,537 SH DEFINED 1 4,537
TOMPKINS TRUSTCO INC EQUITY 890110109 129 2,649 SH DEFINED 1 2,649
TOO INC EQUITY 890333107 373 12,097 SH DEFINED 1 12,097
TOO INC EQUITY 890333107 1916 62,200 SH SOLE 2 62,200
TOO INC COM EQUITY 890333107 26 854,290 SH SOLE 3 807,130 47,160
TOOTSIE ROLL INDUSTRIES, INC. EQUITY 890516107 2559 66,353 SH DEFINED 1 66,353
TOPPS CO. INC. EQUITY 890786106 133 13,245 SH DEFINED 1 13,245
TORCHMARK CORP. EQUITY 891027104 3327 87,087 SH DEFINED 1 87,087
TORO CO. EQUITY 891092108 251 4,408 SH DEFINED 1 4,408
TOTAL SYSTEM SERVICE EQUITY 891906109 145 7,719 SH DEFINED 1 7,719
TOUCH AMERICA HOLDINGS INC EQUITY 891539108 102 37,041 SH DEFINED 1 37,041
TOWER AUTOMOTIVE, INC. EQUITY 891707101 307 21,972 SH DEFINED 1 21,972
TOWN & COUNTRY TRUST EQUITY 892081100 695 31,018 SH DEFINED 1 31,018
TOYS R US INC. EQUITY 892335100 1756 100,516 SH DEFINED 1 100,516
TRACTOR SUPPLY CO EQUITY 892356106 173 2,435 SH DEFINED 1 2,435
TRAMMELL CROW CO. EQUITY 89288R106 152 10,508 SH DEFINED 1 10,508
TRANS WORLD ENTERTAINMENT CORP EQUITY 89336Q100 35 5,937 SH DEFINED 1 5,937
TRANSACTION SYSTEMS ARCHITECTS CLASS EQUITY 893416107 665 56,538 SH DEFINED 1 56,538
TRANSATLANTIC HOLDINGS INC EQUITY 893521104 2501930 31,274,130 SH DEFINED 1 31,274,130
TRANSATLANTIC HOLDINGS INC EQUITY 893521104 24 304 SH DEFINED 1 304
TRANSCONTINENTAL RLTY EQUITY 893617209 20 1,019 SH DEFINED 1 1,019
TRANSKARYOTIC THERAPIES INC EQUITY 893735100 30 827,472 SH SOLE 3 805,000 22,472
TRANSKARYOTIC THERAPIES, INC. EQUITY 893735100 359 9,969 SH DEFINED 1 9,969
TRANSMETA CORP EQUITY 89376R109 200 84,987 SH DEFINED 1 84,987
TRANSMONTAIGNE, INC. EQUITY 893934109 31 5,089 SH DEFINED 1 5,089
TRANSOCEAN INC EQUITY G90078109 4460 143,178 SH DEFINED 1 143,178
TRANSOCEAN SEDCO FOREX INC EQUITY G90078109 12 410 SH SOLE 2 410
TRC COS INC EQUITY 872625108 64 3,107 SH DEFINED 1 3,108
TREDEGAR CORP. EQUITY 894650100 223 9,248 SH DEFINED 1 9,248
TREMONT CORP. EQUITY 894745207 14 457 SH DEFINED 1 457
TREX COMPANY, INC. EQUITY 89531P105 72 2,301 SH DEFINED 1 2,301
TRIAD GTY INC COM EQUITY 895925105 13 296,900 SH SOLE 3 296,900
TRIAD GUARANTY, INC. EQUITY 895925105 122 2,813 SH DEFINED 1 2,813
TRIAD HOSPITALS INC COM EQUITY 89579K109 50 1,176,352 SH SOLE 3 1,112,688 60,764
TRIAD HOSPITALS, INC. EQUITY 89579K109 3985 94,033 SH DEFINED 1 94,033
TRIANGLE PHARMACEUTICALS, INC. EQUITY 89589H104 30 11,196 SH DEFINED 1 11,196
TRIARC COMPANIES INC. CLASS A EQUITY 895927101 131 4,739 SH DEFINED 1 4,739
TRIBUNE CO. EQUITY 896047107 5949 136,750 SH DEFINED 1 136,750
TRICO BANCSHARES EQUITY 896095106 48 1,802 SH DEFINED 1 1,802
TRICO MARINE SERVICES, INC. EQUITY 896106101 53 7,847 SH DEFINED 1 7,847
TRIGON HEALTHCARE INC EQUITY 89618L100 1700 16,900 SH SOLE 2 16,900
TRIGON HEALTHCARE, INC. EQUITY 89618L100 4688 46,606 SH DEFINED 1 46,606
TRIKON TECHNOLOGIES INC EQUITY 896187408 33 3,676 SH DEFINED 1 3,676
TRIMBLE NAVIGATION LTD. EQUITY 896239100 139 8,992 SH DEFINED 1 8,992
TRIMERIS INC EQUITY 896263100 210 4,724 SH DEFINED 1 4,724
TRINITY INDUSTRIES, INC. EQUITY 896522109 1479 71,367 SH DEFINED 1 71,367
TRIPATH IMAGIN INC EQUITY 896942109 34 7,851 SH DEFINED 1 7,851
TRIPOS INC EQUITY 896928108 57 2,611 SH DEFINED 1 2,611
TRIQUINT SEMICONDUCTOR INC EQUITY 89674K103 1165 181,700 SH SOLE 2 181,700
TRIQUINT SEMICONDUCTOR, INC. EQUITY 89674K103 1377 214,819 SH DEFINED 1 214,819
TRITON PCS HOLDINGS EQUITY 89677M106 27 6,942 SH DEFINED 1 6,942
TRIUMPH GROUP, INC. EQUITY 896818101 223 4,992 SH DEFINED 1 4,992
TRIZEC PROPERTIES INC EQUITY 89687P107 22 1,301 SH DEFINED 1 1,301
TRIZETTO GROUP INC EQUITY 896882107 92 10,788 SH DEFINED 1 10,788
TROPICAL SPORTSWEAR INT'L EQUITY 89708P102 30 1,334 SH DEFINED 1 1,334
TROY FINANCIAL CORP EQUITY 897329108 90 2,999 SH DEFINED 1 2,999
TRUST CO. OF NEW JERSEY EQUITY 898304100 171 6,638 SH DEFINED 1 6,638
TRUSTCO BANK CORP. NY EQUITY 898349105 340 25,801 SH DEFINED 1 25,801
TRUSTMARK CORP. EQUITY 898402102 541 21,180 SH DEFINED 1 21,180
TRW INC. EQUITY 872649108 3347 58,738 SH DEFINED 1 58,738
TTM TECHONOLOGIES EQUITY 87305R109 29 5,490 SH DEFINED 1 5,491
TUBOS DE ACERO DE MEX-SP ADR EQUITY 898592506 557 60,500 SH DEFINED 1 60,500
TUESDAY MORNING CORPORATION EQUITY 899035505 55 2,957 SH DEFINED 1 2,957
TULARIK INC EQUITY 899165104 125 13,655 SH DEFINED 1 13,655
TUPPERWARE CORP. EQUITY 899896104 1011 48,623 SH DEFINED 1 48,623
TURNSTONE SYSTEMS INC EQUITY 900423104 54 12,541 SH DEFINED 1 12,541
TV AZTECA S.A.-SPONS ADR EQUITY 901145102 1241 182,300 SH DEFINED 1 182,300
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TXU Corporation EQUITY 873168108 4124 80,000 SH DEFINED 4 80,000
TYCO INTERNATIONAL, LTD. EQUITY 902124106 30430 2,252,434 SH DEFINED 1 2,252,434
TYLER TECHNOLOGIES INC EQUITY 902252105 61 11,495 SH DEFINED 1 11,495
TYSON FOODS, INC. CLASS A EQUITY 902494103 7055 454,853 SH DEFINED 1 454,853
U S XPRESS ENTERPRISES EQUITY 90338N103 26 1,988 SH DEFINED 1 1,988
U.S. BANCORP, INC. EQUITY 902973304 53117 2,274,811 SH DEFINED 1 2,274,811
U.S. RESTAURANT PROPERTIES INC EQUITY 902971100 116 6,982 SH DEFINED 1 6,982
U.S.B. HOLDING CO., INC. EQUITY 902910108 88 4,278 SH DEFINED 1 4,278
UAL CORP EQUITY 902549500 390 34,073 SH DEFINED 1 34,073
UBIQUITEL INC EQUITY 903474302 14 20,941 SH DEFINED 1 20,941
UCBH HOLDINGS INC EQUITY 90262T308 246 6,473 SH DEFINED 1 6,473
UGI CORP. EQUITY 902681105 314 9,828 SH DEFINED 1 9,828
UICI EQUITY 902737105 278 13,774 SH DEFINED 1 13,774
UIL HOLDINGS CORP. EQUITY 902748102 233 4,278 SH DEFINED 1 4,278
ULTICOM INC EQUITY 903844108 26 3,777 SH DEFINED 1 3,777
ULTIMATE ELECTRONIS, INC. EQUITY 903849107 102 3,923 SH DEFINED 1 3,923
ULTRATECH STEPPER, INC. EQUITY 904034105 130 8,060 SH DEFINED 1 8,060
UMB FINANCIAL CORP. EQUITY 902788108 275 5,877 SH DEFINED 1 5,877
UMPQUA HOLDINGS CORP EQUITY 904214103 132 7,132 SH DEFINED 1 7,132
UNIFI, INC. EQUITY 904677101 945 86,675 SH DEFINED 1 86,675
UNIFIRST CORP. EQUITY 904708104 70 2,786 SH DEFINED 1 2,786
UNILAB CORP EQUITY 904763208 39 6,653 SH DEFINED 1 6,653
UNILEVER NV NY SHARES EQUITY 904784709 16790 259,100 SH DEFINED 1 259,100
UNION ACCEP CORP EQUITY 904832102 15 3,512 SH DEFINED 1 3,512
UNION BANKSHARES CORP EQUITY 905399101 71 2,694 SH DEFINED 1 2,694
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UNIONBANCAL CORP EQUITY 908906100 34 735 SH DEFINED 1 735
UNISOURCE ENERGY CORP. EQUITY 909205106 189 10,179 SH DEFINED 1 10,179
UNISYS CORP. EQUITY 909214108 1341 148,987 SH DEFINED 1 148,987
UNIT CORP. EQUITY 909218109 223 12,880 SH DEFINED 1 12,880
UNITED AUTO GROUP INC EQUITY 909440109 1714 82,000 SH SOLE 2 82,000
UNITED AUTO GROUP, INC. EQUITY 909440109 126 6,023 SH DEFINED 1 6,023
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UNITED CMNTY BKS BLAIR EQUITY 90984P105 175 5,922 SH DEFINED 1 5,922
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UNITED FIRE & CASUALTY CO. EQUITY 910331107 97 2,574 SH DEFINED 1 2,574
UNITED HEALTHCARE CORP EQUITY 91324P102 12628 137,940 SH DEFINED 1 137,940
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UNITED MICROELECTRONICS-ADR EQUITY 910873207 304 41,300 SH DEFINED 1 41,300
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UNITED NATIONAL BANCORP EQUITY 910909100 112 4,854 SH DEFINED 1 4,854
UNITED NATURAL FOODS, INC. EQUITY 911163103 133 6,795 SH DEFINED 1 6,795
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UNITED PARCEL SERVICE CLASS -B EQUITY 911312106 10849 175,700 SH DEFINED 1 175,700
UNITED PARCEL SVC INC EQUITY 911312106 10806 175,000 SH SOLE 2 175,000
UNITED PARCEL SVC INC EQUITY 911312106 23825 385,850 SH SOLE 2 385,850
UNITED RENTALS, INC. EQUITY 911363109 2151 98,655 SH DEFINED 1 98,655
UNITED STATES STEEL CORP EQUITY 912909108 933 46,914 SH DEFINED 1 46,914
UNITED STATIONERS INC COM EQUITY 913004107 9 285,428 SH SOLE 3 242,300 40,628
UNITED STATIONERS, INC. EQUITY 913004107 326 10,715 SH DEFINED 1 10,715
UNITED SURGICAL PARTNE EQUITY 913016309 167 5,401 SH DEFINED 1 5,401
UNITED SURGICAL PRTNRS COM EQUITY 913016309 8 257,200 SH SOLE 3 257,200
UNITED TECHNOLOGIES CORP EQUITY 913017109 6790 100,000 SH SOLE 2 100,000
UNITED TECHNOLOGIES CORP EQUITY 913017109 16961 249,800 SH SOLE 2 249,800
UNITED TECHNOLOGIES CORP. EQUITY 913017109 14403 212,120 SH DEFINED 1 212,120
UNITED THERAPEUTICS CORP. EQUITY 91307C102 69 5,576 SH DEFINED 1 5,576
UNITEDGLOBALCOM INC. CLASS A EQUITY 913247508 3 1,060 SH DEFINED 1 1,060
UNITEDHEALTH GROUP INC EQUITY 91324P102 328 3,570 SH SOLE 2 3,570
UNITIL CORP EQUITY 913259107 51 1,694 SH DEFINED 1 1,694
UNITRIN, INC. EQUITY 913275103 3118 87,170 SH DEFINED 1 87,170
UNIVERSAL AMER FINANCIAL CORP EQUITY 913377107 55 8,325 SH DEFINED 1 8,325
UNIVERSAL COMPRESSION HLDGS EQUITY 913431102 141 5,887 SH DEFINED 1 5,887
UNIVERSAL CORP. EQUITY 913456109 1569 42,755 SH DEFINED 1 42,755
UNIVERSAL DISPLAY CORP. EQUITY 91347P105 47 5,688 SH DEFINED 1 5,688
UNIVERSAL ELECTRONICS INC. EQUITY 913483103 74 4,933 SH DEFINED 1 4,933
UNIVERSAL FOREST PRODUCTS, INC EQUITY 913543104 114 4,859 SH DEFINED 1 4,859
UNIVERSAL HEALTH REALTY INCOME EQUITY 91359E105 103 3,896 SH DEFINED 1 3,896
UNIVERSAL HEALTH SERVICES - B EQUITY 913903100 3787 77,286 SH DEFINED 1 77,286
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UNIVISION COMMUNICATNS CL A EQUITY 914906102 18 578,854 SH SOLE 3 497,400 76,454
UNIZAN FINANCIAL CORP EQUITY 91528W101 169 7,871 SH DEFINED 1 7,871
UNOCAL CORP. EQUITY 915289102 4186 113,329 SH DEFINED 1 113,329
UNOVA, INC. EQUITY 91529B106 96 14,752 SH DEFINED 1 14,752
UNUMPROVIDENT CORP. EQUITY 91529Y106 3648 143,325 SH DEFINED 1 143,325
URBAN OUTFITTERS, INC. EQUITY 917047102 92 2,647 SH DEFINED 1 2,647
UROLOGIX INC EQUITY 917273104 63 4,955 SH DEFINED 1 4,955
URS CORP. EQUITY 903236107 142 5,088 SH DEFINED 1 5,088
URSTADT BIDDLE [A] EQUITY 917286205 50 4,421 SH DEFINED 1 4,421
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US CELLULAR EQUITY 911684108 6 244 SH DEFINED 1 244
US CONCRETE INC EQUITY 90333L102 47 7,207 SH DEFINED 1 7,207
US ONCOLOGY, INC. EQUITY 90338W103 218 26,149 SH DEFINED 1 26,149
US PHYSICAL THERAPY INC EQUITY 90337L108 68 3,339 SH DEFINED 1 3,339
US UNWIRED INC EQUITY 90338R104 89 31,772 SH DEFINED 1 31,772
USA INTERACTIVE EQUITY 902984103 265 11,320 SH DEFINED 1 11,320
USEC, INC EQUITY 90333E108 255 28,999 SH DEFINED 1 28,999
USFREIGHTWAYS CORP. EQUITY 916906100 363 9,597 SH DEFINED 1 9,597
USG CORP. EQUITY 903293405 94 13,127 SH DEFINED 1 13,127
USINOR SA EQUITY 912080108 82 23,625 SH DEFINED 1 23,625
USLIFE INCOME FUND EQUITY 917324105 57 8,400 SH DEFINED 1 8,400
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UTSTARCOM INC EQUITY 918076100 18 872 SH DEFINED 1 872
V. F. CORP. EQUITY 918204108 1987 50,667 SH DEFINED 1 50,667
VAIL RESORTS, INC. EQUITY 91879Q109 51 3,000 SH DEFINED 1 3,000
VALASSIS COMMUNICATIONS, INC. EQUITY 918866104 2531 69,332 SH DEFINED 1 69,332
VALERO ENERGY CORP. EQUITY 91913Y100 5694 152,162 SH DEFINED 1 152,162
VALHI INC EQUITY 918905100 117 7,500 SH DEFINED 1 7,500
VALLEY NATIONAL BANC EQUITY 919794107 38 1,373 SH DEFINED 1 1,373
VALMONT INDUSTRIES, INC. EQUITY 920253101 98 4,815 SH DEFINED 1 4,815
VALSPAR CORP. EQUITY 920355104 2921 64,714 SH DEFINED 1 64,714
VALUE LINE, INC. EQUITY 920437100 20 490 SH DEFINED 1 490
VALUECLICK INC. EQUITY 92046N102 79 24,530 SH DEFINED 1 24,530
VALUEVISION MEDIA INC EQUITY 92047K107 131 7,194 SH DEFINED 1 7,194
VANS, INC. EQUITY 921930103 53 6,568 SH DEFINED 1 6,568
VARCO INTERNATIONAL EQUITY 922122106 2182 124,405 SH DEFINED 1 124,405
VARIAN MEDICAL SYSTEMS INC EQUITY 92220P105 3562 87,847 SH DEFINED 1 87,847
VARIAN SEMICONDUCTOR EQUIPMENT EQUITY 922207105 371 10,943 SH DEFINED 1 10,943
VARIAN, INC. EQUITY 922206107 347 10,521 SH DEFINED 1 10,521
VASTERA INC EQUITY 92239N109 50 11,427 SH DEFINED 1 11,427
VCA ANTECH INC EQUITY 918194101 99 6,375 SH DEFINED 1 6,375
VECTOR GROUP LTD. EQUITY 92240M108 5088 289,107 SH DEFINED 1 289,107
VECTREN CORP EQUITY 92240G101 2196 87,480 SH DEFINED 1 87,480
VEECO INSTRUMENTS, INC. EQUITY 922417100 209 9,023 SH DEFINED 1 9,023
VENTANA MEDICAL SYSTEMS, INC. EQUITY 92276H106 99 4,517 SH DEFINED 1 4,517
VENTAS, INC. EQUITY 92276F100 276 21,677 SH DEFINED 1 21,677
VERDIAN CORP EQUITY 92342R203 1117 49,200 SH SOLE 2 49,200
VERIDIAN CORP DEL COM EQUITY 92342R203 5 240,000 SH SOLE 3 240,000
VERINT SYSTEMS EQUITY 92343X100 105 9,282 SH DEFINED 1 9,282
VERISIGN, INC. EQUITY 92343E102 216 30,004 SH DEFINED 1 30,004
VERITAS DGC, INC. EQUITY 92343P107 140 11,082 SH DEFINED 1 11,082
VERITAS SOFTWARE CORP EQUITY 923436109 4799 242,500 SH SOLE 2 242,500
VERITAS SOFTWARE CORP. EQUITY 923436109 3981 201,151 SH DEFINED 1 201,151
VERITY INC COM EQUITY 92343C106 87 7,884 SH DEFINED 1 7,884
VERIZON COMMUNICATIONS EQUITY 92343V104 78122 1,945,756 SH DEFINED 1 1,945,756
VERIZON COMMUNICATIONS EQUITY 92343V104 1807 45,000 SH SOLE 2 45,000
VERIZON COMMUNICATIONS EQUITY 92343V104 5928 147,650 SH SOLE 2 147,650
VERSICOR INC EQUITY 925314106 102 7,619 SH DEFINED 1 7,619
VERTEX PHARMACEUTICALS, INC. EQUITY 92532F100 1593 97,841 SH DEFINED 1 97,841
VESTA INSURANCE GROUP, INC. EQUITY 925391104 52 12,229 SH DEFINED 1 12,229
VIACOM INC EQUITY 925524100 40 975 SH SOLE 2 975
VIACOM INC EQUITY 925524308 25400 572,785 SH SOLE 2 572,785
VIACOM INC EQUITY 925524308 9664 217,804 SH SOLE 2 217,804
VIACOM, INC. CLASS B EQUITY 925524308 37828 852,555 SH DEFINED 1 852,555
VIAD CORP. EQUITY 92552R109 2983 114,746 SH DEFINED 1 114,746
VIASAT INC EQUITY 92552V100 506 60,000 SH SOLE 2 60,000
VIASAT, INC. EQUITY 92552V100 56 6,586 SH DEFINED 1 6,586
VIASYS HEALTHCARE INC EQUITY 92553Q209 162 9,303 SH DEFINED 1 9,303
VIB CORP EQUITY 91823H106 54 4,117 SH DEFINED 1 4,117
VICAL INC. EQUITY 925602104 36 6,782 SH DEFINED 1 6,782
VICOR CORP. EQUITY 925815102 50 7,087 SH DEFINED 1 7,087
VIEWPOINT CORP. EQUITY 92672P108 64 13,232 SH DEFINED 1 13,232
VIGNETTE CORPORATION EQUITY 926734104 165 83,891 SH DEFINED 1 83,891
VINTAGE PETROLEUM, INC. EQUITY 927460105 206 17,336 SH DEFINED 1 17,336
VIRAGE LOGIC CORPORATION EQUITY 92763R104 50 3,840 SH DEFINED 1 3,840
VIRBAC CORP EQUITY 927649103 20 3,098 SH DEFINED 1 3,098
VIRCO MFG CO EQUITY 927651109 23 1,730 SH DEFINED 1 1,730
VIRGINIA FINL CORP EQUITY 927810101 83 2,601 SH DEFINED 1 2,601
VISHAY INTERTECHNOLOGY, INC. EQUITY 928298108 5027 228,488 SH DEFINED 1 228,488
VISTA BANCORP INC EQUITY 92830R103 45 1,664 SH DEFINED 1 1,664
VISTEON CORP EQUITY 92839U107 3 192 SH SOLE 2 192
VISTEON CORP. EQUITY 92839U107 993 69,962 SH DEFINED 1 69,962
VISX, INC. EQUITY 92844S105 939 86,151 SH DEFINED 1 86,151
VITAL SIGNS, INC. EQUITY 928469105 76 2,110 SH DEFINED 1 2,110
VITALWORKS INC EQUITY 928483106 104 12,743 SH DEFINED 1 12,743
VITESSE SEMICONDUCTOR CORP. EQUITY 928497106 522 167,936 SH DEFINED 1 167,936
VITRIA TECHNOLOGY, INC. EQUITY 92849Q104 25 26,484 SH DEFINED 1 26,484
VIVUS INC. EQUITY 928551100 79 11,734 SH DEFINED 1 11,734
VODAFONE GROUP PLC -SP ADR EQUITY 92857W100 7674 562,230 SH DEFINED 1 562,230
VOLT INFORMATION SCIENCES INC. EQUITY 928703107 70 2,842 SH DEFINED 1 2,842
VORNADO EQUITY 929042109 48 1,040 SH DEFINED 1 1,040
VORNADO RLTY TR SH BEN INT EQUITY 929042109 36 768,900 SH SOLE 3 622,952 145,948
VOTORANTIM CELULOSE - SPON ADR EQUITY 92906P106 1195 63,230 SH DEFINED 1 63,230
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VULCAN MATLS CO EQUITY 929160109 1183 27,000 SH SOLE 2 27,000
VULCAN MATLS CO EQUITY 929160109 6180 141,100 SH SOLE 2 141,100
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W. R. BERKLEY CORP. EQUITY 084423102 20 364 SH DEFINED 1 364
W. W. GRAINGER, INC. EQUITY 384802104 2162 43,147 SH DEFINED 1 43,147
WABASH NATIONAL CORP. EQUITY 929566107 82 8,246 SH DEFINED 1 8,246
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WACHOVIA CORP EQUITY 929903102 23806 623,530 SH DEFINED 1 623,530
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WACHOVIA CORP 2ND NEW EQUITY 929903102 7426 194,500 SH SOLE 2 194,500
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WAL MART STORES INC EQUITY 931142103 23379 425,000 SH SOLE 2 425,000
WAL MART STORES INC EQUITY 931142103 106540 1,936,740 SH SOLE 2 1,936,740
Walgreen Co EQUITY 931422109 3090 80,000 SH DEFINED 4 80,000
WALGREEN CO. EQUITY 931422109 19603 507,450 SH DEFINED 1 507,450
WALLACE COMPUTER SERVICES INC. EQUITY 932270101 1423 66,197 SH DEFINED 1 66,197
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WALTER INDUSTRIES, INC. EQUITY 93317Q105 139 10,390 SH DEFINED 1 10,390
WARWICK CMNTY BANCORP EQUITY 936559103 39 1,308 SH DEFINED 1 1,308
WASHINGTON FEDERAL I EQUITY 938824109 23 919 SH DEFINED 1 919
WASHINGTON MUT INC EQUITY 939322103 2227 60,000 SH SOLE 2 60,000
WASHINGTON MUT INC EQUITY 939322103 12227 413,483 SH SOLE 2 413,483
WASHINGTON MUTUAL INC EQUITY 939322103 22138 596,556 SH DEFINED 1 596,556
Washington Mutual Savings EQUITY 939322103 1173 31,600 SH DEFINED 4 31,600
WASHINGTON POST CO. CLASS B EQUITY 939640108 6624 12,155 SH DEFINED 1 12,155
WASHINGTON REAL ESTATE INV. EQUITY 939653101 380 13,142 SH DEFINED 1 13,142
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WATCHGUARD TECH. INC. EQUITY 941105108 48 9,385 SH DEFINED 1 9,385
WATER PIK TECHNOLOGIES INC EQUITY 94113U100 48 3,797 SH DEFINED 1 3,797
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WATSON PHARMACEUTICALS, INC EQUITY 942683103 1246 49,301 SH DEFINED 1 49,301
WATSON WYATT & CO HOLDINGS EQUITY 942712100 174 7,166 SH DEFINED 1 7,166
WATTS INDUSTRIES, INC., CLASS A EQUITY 942749102 111 5,584 SH DEFINED 1 5,584
WAUSAU-MOSINEE PAPER CORP. EQUITY 943315101 950 78,837 SH DEFINED 1 78,837
WAYPOINT FINANCIAL CORP. EQUITY 946756103 265 13,536 SH DEFINED 1 13,536
WCI CMNTYS INC EQUITY 92923C104 663 22,900 SH SOLE 2 22,900
WCI COMMUNITIES INC EQUITY 92923C104 154 2,469 SH DEFINED 1 2,469
WD-40 CO. EQUITY 929236107 158 5,698 SH DEFINED 1 5,698
WEATHERFORD BERMUDA EQUITY G95089101 2078 48,100 SH SOLE 2 48,100
WEATHERFORD INTL LTD COM EQUITY G95089101 19 432,500 SH SOLE 3 375,200 52,900
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WEBMD CORPORATION EQUITY 94769M105 24 4,280 SH DEFINED 1 4,280
WEBMETHODS INC EQUITY 94768C108 159 16,088 SH DEFINED 1 16,088
WEBSENSE INC EQUITY 947684106 24 919,461 SH SOLE 3 908,261 11,200
WEBSENSE INC EQUITY 947684106 192 7,521 SH DEFINED 1 7,521
WEBSTER FINANCIAL CORP. EQUITY 947890109 2417 63,207 SH DEFINED 1 63,207
WEIGHT WATCHERS INTL INC EQUITY 948626106 15 349 SH DEFINED 1 349
WEINGARTEN REALTY INVESTORS EQUITY 948741103 23 661 SH DEFINED 1 661
WEIS MARKETS INC EQUITY 948849104 145 3,934 SH DEFINED 1 3,934
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WELLPOINT HEALTH NETWORKS INC. EQUITY 94973H108 5221 67,095 SH DEFINED 1 67,095
WELLS FARGO + CO NEW EQUITY 949746101 6007 120,000 SH SOLE 2 120,000
WELLS FARGO + CO NEW EQUITY 949746101 24880 497,000 SH SOLE 2 497,000
WELLS FARGO CO. EQUITY 949746101 41339 825,780 SH DEFINED 1 825,780
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WENDY'S INTERNATIONAL, INC. EQUITY 950590109 3539 88,854 SH DEFINED 1 88,854
WENDYS INTL INC EQUITY 950590109 1982 50,000 SH SOLE 2 50,000
WENDYS INTL INC EQUITY 950590109 7149 179,500 SH SOLE 2 179,500
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WESBANCO, INC. EQUITY 950810101 180 7,605 SH DEFINED 1 7,605
WESCO FINANCIAL CORP EQUITY 950817106 5 16 SH DEFINED 1 16
WESCO INTERNATIONAL, INC. EQUITY 95082P105 32 5,044 SH DEFINED 1 5,044
WEST COAST BANCORP EQUITY 952145100 96 5,617 SH DEFINED 1 5,617
WEST CORPORATION EQUITY 952355105 6 263 SH DEFINED 1 263
WEST MARINE INC EQUITY 954235107 47 3,694 SH DEFINED 1 3,694
WEST PHARMACEUTICAL SERVICES EQUITY 955306105 150 4,677 SH DEFINED 1 4,677
WESTAMERICA BANCORPORATION EQUITY 957090103 588 15,000 SH SOLE 2 15,000
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WESTCORP EQUITY 957907108 134 4,192 SH DEFINED 1 4,192
WESTERN DIGITIAL CORP. EQUITY 958102105 223 68,589 SH DEFINED 1 68,589
WESTERN GAS RESOURCES, INC. EQUITY 958259103 1830 48,928 SH DEFINED 1 48,928
WESTERN WIRELESS CORP. CLASS A EQUITY 95988E204 61 19,033 SH DEFINED 1 19,033
WESTFIELD FINANCIAL IN EQUITY 96008D101 28 1,776 SH DEFINED 1 1,776
WESTPOINT STEVENS INC. CLASS A EQUITY 961238102 48 12,446 SH DEFINED 1 12,446
WESTPORT RESOURSES EQUITY 961418100 94 5,714 SH DEFINED 1 5,714
WESTWOOD ONE INC EQUITY 961815107 802 24,000 SH SOLE 2 24,000
WESTWOOD ONE, INC. EQUITY 961815107 4611 137,964 SH DEFINED 1 137,964
WET SEAL INC CL A EQUITY 961840105 21 844,050 SH SOLE 3 831,750 12,300
WET SEAL, INC. EQUITY 961840105 243 9,983 SH DEFINED 1 9,983
WEYERHAEUSER CO. EQUITY 962166104 6259 98,030 SH DEFINED 1 98,030
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WGL HOLDINGS INC. EQUITY 92924F106 2058 79,441 SH DEFINED 1 79,441
W-H ENERGY SERVICES INC EQUITY 92925E108 183 8,264 SH DEFINED 1 8,264
WHIRLPOOL CORP. EQUITY 963320106 2054 31,429 SH DEFINED 1 31,429
WHITE ELECTR DESIGNS C EQUITY 963801105 47 6,250 SH DEFINED 1 6,250
WHITEHALL JEWELLERS IN EQUITY 965063100 83 3,993 SH DEFINED 1 3,993
WHITNEY HOLDING CORP. EQUITY 966612103 18 576 SH DEFINED 1 576
WHOLE FOODS MARKET I EQUITY 966837106 3522 73,031 SH DEFINED 1 73,031
WILD OATS MARKETS INC COM EQUITY 96808B107 7 414,500 SH SOLE 3 414,500
WILD OATS MARKETS, INC. EQUITY 96808B107 111 6,872 SH DEFINED 1 6,872
WILLIAMS COMPANIES, INC. EQUITY 969457100 1442 240,667 SH DEFINED 1 240,667
WILLIAMS SONOMA INC EQUITY 969904101 7297 238,000 SH SOLE 2 238,000
WILLIAMS SONOMA INC COM EQUITY 969904101 99 3,225,606 SH SOLE 3 3,046,176 171,030
WILLIAMS-SONOMA, INC. EQUITY 969904101 4545 148,244 SH DEFINED 1 148,244
WILLOW GROVE BANCORP I EQUITY 97111W101 20 1,732 SH DEFINED 1 1,732
WILMINGTON TRUST CORP EQUITY 971807102 2573 84,375 SH DEFINED 1 84,375
Wilson Greatbatch Tech EQUITY 972232102 622 24,400 SH DEFINED 4 24,400
WILSON GREATBATCH TECH INC EQUITY 972232102 5 177,900 SH SOLE 3 177,900
WILSON GREATBATCH TECHNOLOGIES EQUITY 972232102 272 10,659 SH DEFINED 1 10,659
WILSONS THE LEATHER EXPERTS EQUITY 972463103 67 4,769 SH DEFINED 1 4,769
WIMM-BILL-DANN FOODS ADR EQUITY 97263M109 916 43,430 SH DEFINED 1 43,430
WIND RIVER SYSTEMS INC. EQUITY 973149107 628 125,251 SH DEFINED 1 125,252
WINN-DIXIE STORES, INC. EQUITY 974280109 997 63,966 SH DEFINED 1 63,966
WINNEBAGO INDUSTRIES, INC. EQUITY 974637100 189 4,295 SH DEFINED 1 4,295
WINSTON HOTELS INC EQUITY 97563A102 59 6,027 SH DEFINED 1 6,027
WINTRUST FINANCIAL CORP EQUITY 97650W108 168 4,861 SH DEFINED 1 4,861
WIRELESS FACILITIES INC. EQUITY 97653A103 40 8,261 SH DEFINED 1 8,261
WISCONSIN ENERGY CORP. EQUITY 976657106 3764 148,968 SH DEFINED 1 148,968
WITNESS SYS INC COM EQUITY 977424100 8 1,028,000 SH SOLE 3 1,028,000
WITNESS SYSTEMS INC EQUITY 977424100 36 4,888 SH DEFINED 1 4,888
WM. WRIGLEY JR. CO. EQUITY 982526105 5588 100,950 SH DEFINED 1 100,950
WMS INDUSTRIES INC. EQUITY 929297109 96 7,815 SH DEFINED 1 7,815
WOLVERINE WORLD WIDE, INC. EQUITY 978097103 259 14,840 SH DEFINED 1 14,840
WOMEN FIRST HEALTHCARE EQUITY 978150100 43 5,546 SH DEFINED 1 5,546
WOODHEAD INDS INC COM EQUITY 979438108 64 3,732 SH DEFINED 1 3,732
WOODWARD GOVERNOR CO. EQUITY 980745103 187 3,162 SH DEFINED 1 3,162
WORDLCOM INC-WORLDCOM GROUP EQUITY 98157D106 1303 6,935,546 SH DEFINED 1 6,935,546
WORLD ACCEPTANCE CORP. EQUITY 981419104 35 4,130 SH DEFINED 1 4,130
WORLD FUEL SVCS CORP EQUITY 981475106 77 3,160 SH DEFINED 1 3,160
WORLD WRESTLING ENTMNT EQUITY 98156Q108 52 3,558 SH DEFINED 1 3,558
WORTHINGTON INDS IN EQUITY 981811102 2172 120,000 SH SOLE 2 120,000
WORTHINGTON INDUSTRIES, INC. EQUITY 981811102 1129 62,369 SH DEFINED 1 62,369
WPS RESOURCES CORP. EQUITY 92931B106 2868 70,252 SH DEFINED 1 70,252
WRIGHT MED GROUP INC EQUITY 98235T107 113 5,581 SH DEFINED 1 5,582
WSFS FINANCIAL CORP EQUITY 929328102 73 2,805 SH DEFINED 1 2,805
WYETH EQUITY 983024100 46786 913,790 SH DEFINED 1 913,790
WYETH EQUITY 983024100 7448 145,468 SH SOLE 2 145,468
WYETH EQUITY 983024100 9808 191,568 SH SOLE 2 191,568
WYNDHAM INTERNATIONAL, INC. EQUITY 983101106 294 253,472 SH DEFINED 1 253,472
XCEL STATES POWER-MINES EQUITY 98389B100 3332 198,686 SH DEFINED 1 198,686
XEROX CORP. EQUITY 984121103 2325 333,517 SH DEFINED 1 333,517
XICOR INC EQUITY 984903104 29 7,086 SH DEFINED 1 7,086
XILINX INC EQUITY 983919101 5595 249,450 SH SOLE 2 249,450
XILINX, INC. EQUITY 983919101 3654 162,920 SH DEFINED 1 162,920
XL CAPITAL LTD EQUITY G98255105 5147 60,770 SH DEFINED 1 60,770
XM SATELLITE RADIO HLDGS I EQUITY 983759101 3197 441,000 SH SOLE 2 441,000
XM SATTELLITE RADIO HOLDINGS EQUITY 983759101 140 19,353 SH DEFINED 1 19,353
X-RITE, INC. EQUITY 983857103 55 6,412 SH DEFINED 1 6,412
XTO ENERGY INC EQUITY 98385X106 34 1,670 SH DEFINED 1 1,670
YAHOO INC EQUITY 984332106 12582 852,970 SH SOLE 2 852,970
YAHOO!, INC. EQUITY 984332106 4155 281,517 SH DEFINED 1 281,517
YANKEE CANDLE INC EQUITY 984757104 2582 95,300 SH SOLE 2 95,300
YARDVILLE NATL BANCORP EQUITY 985021104 42 2,108 SH DEFINED 1 2,108
YELLOW CORP. EQUITY 985509108 335 10,353 SH DEFINED 1 10,353
YORK INTERNATIONAL CORP. EQUITY 986670107 1719 50,870 SH DEFINED 1 50,870
YOUNG BROADCASTING, INC. CLASS A EQUITY 987434107 88 4,953 SH DEFINED 1 4,953
YOUNG INNOVATIONS INC EQUITY 987520103 34 1,547 SH DEFINED 1 1,547
YPF S.A.-Sponsored ADR EQUITY 984245100 265 9,000 SH DEFINED 1 9,001
YUM BRANDS INC EQUITY 988498101 3510 120,000 SH SOLE 2 120,000
Yum Brands Inc EQUITY 988498101 2048 70,000 SH DEFINED 4 70,000
YUM! BRANDS INC EQUITY 988498101 4746 162,260 SH DEFINED 1 162,260
ZALE CORP. EQUITY 988858106 17 476 SH DEFINED 1 476
ZEBRA TECHNOLOGIES CORP. CLASS A EQUITY 989207105 16 331 SH DEFINED 1 331
ZENITH NATIONAL INSURANCE CORP EQUITY 989390109 94 2,942 SH DEFINED 1 2,942
ZIMMER HOLDINGS INC EQUITY 98956P102 3510 98,425 SH DEFINED 1 98,425
ZIMMER HOLDINGS INC EQUITY 98956P102 2 50 SH SOLE 2 50
ZIONS BANCORPORATION EQUITY 989701107 2214 42,488 SH DEFINED 1 42,488
ZOLL MEDICAL CORP. EQUITY 989922109 97 2,980 SH DEFINED 1 2,980
ZOMAX INCORPORATED EQUITY 989929104 41 10,491 SH DEFINED 1 10,491
ZORAN CORP COM EQUITY 98975F101 20 863,600 SH SOLE 3 852,200 11,400
ZORAN CORP. EQUITY 98975F101 221 9,636 SH DEFINED 1 9,636
ZYGO CORP. EQUITY 989855101 45 5,557 SH DEFINED 1 5,557
ZYMOGENETICS INC EQUITY 98985T109 31 3,563 SH DEFINED 1 3,563