UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F
FORM 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: September 30, 2004
Check here if Amendment [ ]; Amendment Number:
This Amendment (Check only one.): [ ] is a restatement.
[ ] adds new holdings entries
Institutional Investment Manager Filing this Report:
Name: AMERICAN INTERNATIONAL GROUP, INC.
Address: 70 Pine Street
New York, New York 10270
Form 13F File Number: 28-219
The Institutional Investment Manager filing this report and the person by whom
it is signed represent that the person signing the report is authorized to
submit it, that all information contained herein is true, correct and complete,
and that it is understood that all required items, statements, schedules,
lists, and tables, are considered integral parts of this form.
Person Signing this Report on Behalf of Reporting Manager:
Name: Win J. Neuger
Title: Executive Vice President and Chief Investment Officer
Phone: (212) 770-7000
Signature, Place, and Date of Signing:
/s/ Win J. Neuger New York, New York November 12, 2004
- ------------------------------- ------------------------ -----------------
(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: 4,023
Form 13F Information Table Value Total: $16,617,830 (thousands)
List of Other Included Managers:
Provide a numbered list of the name(s) and Form 13F file number(s) of all
institutional investment managers with respect to which this report is filed,
other than the manager filing this report.
No. Form 13F File Number Name
- -- -------------------- -------------------------------------------
1 28-4637 AIG GLOBAL INVESTMENT CORP.
2 28-2725 AIG SUNAMERICA ASSET MANAGEMENT CORP.
3 28-3463 JOHN MCSTAY INVESTMENT COUNSEL, L.P.
4 28-5794 HSB GROUP, INC.
TITLE OF CUSIP VALUE SHARES/ SH/ PUT/ INVESTMENT OTHER (A) (B) (C)
NAME OF ISSUER CLASS NUMBER (X1000) PRINCIPAL PN CALL DISCRETION MGRS SOLE SHARED NONE
------- ---------- --- ---- ---------- ----- ---------- ---------- ------
1-800 CONTACTS INC EQUITY 681977104 60 3,959 SH sole 1 3,959
1-800-FLOWERS. COM INC EQUITY 68243Q106 100 12,074 SH sole 1 12,074
1ST SOURCE CORP. EQUITY 336901103 165 6,417 SH sole 1 6,417
21ST CENTURY INSURANCE COMPANY EQUITY 90130N103 713499 53,445,620 SH sole 1 53,445,620
21ST CENTURY INSURANCE COMPANY EQUITY 90130N103 161 12,058 SH sole 1 12,058
24/7 REAL MEDIA INC EQUITY 901314203 45 11,842 SH sole 1 11,842
3COM CORP. EQUITY 885535104 2741 649,496 SH sole 1 649,496
3M EQUITY 88579Y101 2639 33,000 SH sole 4 33,000
3M CO EQUITY 88579Y101 37056 463,374 SH sole 1 463,374
3M CO EQUITY 88579Y101 106 1,322 SH defined 2 1,322
4KIDS ENTERTAINMENT INC EQUITY 350865101 152 7,533 SH sole 1 7,533
7-ELEVEN INC. EQUITY 817826209 11 543 SH sole 1 543
99 CENTS ONLY STORES EQUITY 65440K106 1990 139,875 SH sole 1 139,875
A C MOORE ARTS & CRAFT EQUITY 00086T103 185 7,485 SH sole 1 7,485
A.G. EDWARDS, INC. EQUITY 281760108 4531 130,864 SH sole 1 130,864
A.S.V. INC EQUITY 001963107 159 4,247 SH sole 1 4,247
AAON INC EQUITY 000360206 83 4,749 SH sole 1 4,749
AAR CORP. EQUITY 000361105 219 17,567 SH sole 1 17,567
AARON RENTS INC COM EQUITY 002535201 6 279,847 SH sole 3 270,402 9,445
AARON RENTS, INC. EQUITY 002535201 450 20,660 SH sole 1 20,660
ABAXIS INC EQUITY 002567105 124 9,512 SH sole 1 9,512
ABBEY NATIONAL PLC CorpBond 002920809 30332 1,139,600 SH sole 1 1,140
Abbey National PLC 7.375% EQUITY 002920809 2797 105,000 SH sole 4 105,000
ABBOTT JAPAN EQUITY 771340II9 700 76,000,000 SH defined 2 76,000,000
ABBOTT LABORATORIES EQUITY 002824100 28215 666,069 SH sole 1 666,069
Abbott Labs EQUITY 002824100 1059 25,000 SH sole 4 25,000
ABBOTT LABS EQUITY 002824100 19349 456,815 SH defined 2 456,815
ABC BANCORP EQUITY 000400101 107 5,320 SH sole 1 5,320
ABERCROMBIE AND FITCH CO. EQUITY 002896207 4912 155,936 SH sole 1 155,936
ABGENIX INC EQUITY 00339B107 986 100,000 SH defined 2 100,000
ABGENIX, INC. EQUITY 00339B107 437 44,275 SH sole 1 44,275
ABIOMED, INC. EQUITY 003654100 73 8,300 SH sole 1 8,300
ABLE LABORATORIES INC EQUITY 00371N407 178 9,274 SH sole 1 9,274
ABLE LABORATORIES INC COM NEW EQUITY 00371N407 3 168,400 SH sole 3 168,400
ABM INDUSTRIES, INC. EQUITY 000957100 412 20,459 SH sole 1 20,459
ACADIA REALTY TRUST EQUITY 004239109 246 16,666 SH sole 1 16,666
ACCELRYS INC EQUITY 00430U103 87 13,273 SH sole 1 13,273
ACCENTURE LTD BERMUDA EQUITY G1150G111 641 23,700 SH defined 2 23,700
Accenture Ltd Class A USD 0.00002 EQUITY G1150G111 19891 735,340 SH sole 1 735,340
ACCREDITED HOME LENDERS EQUITY 00437P107 343 8,906 SH sole 1 8,906
ACCREDO HEALTH INC. EQUITY 00437V104 25 1,040 SH sole 1 1,040
ACE CASH EXPRESS INC EQUITY 004403101 128 4,909 SH sole 1 4,909
ACE LTD EQUITY G0070K103 4841 120,834 SH sole 1 120,834
ACE LTD EQUITY G0070K103 13 324 SH defined 2 324
ACETO CORP EQUITY 004446100 125 8,692 SH sole 1 8,692
ACTEL CORP. EQUITY 004934105 213 14,024 SH sole 1 14,024
ACTION PERFORMANCE CO., INC. EQUITY 004933107 85 8,430 SH sole 1 8,430
ACTIVCARD CORP EQUITY 00506J107 141 22,994 SH sole 1 22,994
ACTIVISION, INC. EQUITY 004930202 3166 228,267 SH sole 1 228,267
ACTUANT CORP EQUITY 00508X203 532 12,916 SH sole 1 12,916
ACTUATE CORP. EQUITY 00508B102 99 28,174 SH sole 1 28,174
ACUITY BRANDS INC EQUITY 00508Y102 551 23,201 SH sole 1 23,201
ACXIOM CORP. EQUITY 005125109 3367 141,823 SH sole 1 141,823
ADAPTEC, INC. EQUITY 00651F108 452 59,433 SH sole 1 59,433
ADC TELECOMMUNICATIONS INC EQUITY 000886101 2 922 SH defined 2 922
ADC TELECOMMUNICATIONS, INC EQUITY 000886101 1000 552,460 SH sole 1 552,460
ADE CORP. EQUITY 00089C107 88 5,149 SH sole 1 5,149
ADESA INC EQUITY 00686U104 2569 156,348 SH sole 1 156,348
ADMINISTAFF, INC. EQUITY 007094105 138 11,784 SH sole 1 11,784
ADOBE SYS INC EQUITY 00724F101 13687 276,673 SH defined 2 276,673
ADOBE SYSTEMS INC. EQUITY 00724F101 16282 329,128 SH sole 1 329,128
ADOLOR CORPORATION EQUITY 00724X102 238 21,140 SH sole 1 21,140
ADTRAN INC EQUITY 00738A106 435 19,200 SH defined 2 19,200
ADTRAN, INC. EQUITY 00738A106 2973 131,064 SH sole 1 131,064
ADVANCE AUTO PARTS EQUITY 00751Y106 52 1,523 SH sole 1 1,523
Advance Auto Parts EQUITY 00751Y106 1032 30,000 SH sole 4 30,000
ADVANCED DIGITAL INFO CORP. EQUITY 007525108 304 34,959 SH sole 1 34,959
ADVANCED ENERGY INDUSTRIES EQUITY 007973100 107 11,541 SH sole 1 11,541
ADVANCED FIBRE COMMUNICATIONS EQUITY 00754A105 5914 371,947 SH sole 1 371,947
ADVANCED MARKETING SERV. INC. EQUITY 00753T105 84 7,755 SH sole 1 7,755
ADVANCED MEDICAL OPTIC COM EQUITY 00763M108 9 219,300 SH sole 3 214,800 4,500
ADVANCED MEDICAL OPTICS EQUITY 00763M108 769 19,425 SH sole 1 19,425
ADVANCED MICRO DEVICES, INC. EQUITY 007903107 2057 158,229 SH sole 1 158,229
ADVANCED NEUROMODULATION S EQUITY 00757T101 3914 129,205 SH defined 2 129,205
ADVANCES NEUROMODULATIONS SYS EQUITY 00757T101 332 10,941 SH sole 1 10,941
ADVANCIS PHARMACEUTICAL EQUITY 00764L109 42 5,141 SH sole 1 5,141
ADVANTA CORP [B] EQUITY 007942204 259 10,698 SH sole 1 10,698
ADVENT SOFTWARE, INC. EQUITY 007974108 1129 67,058 SH sole 1 67,058
ADVISORY BRD CO EQUITY 00762W107 324 9,637 SH sole 1 9,637
ADVO, INC. EQUITY 007585102 511 16,527 SH sole 1 16,527
AEROFLEX, INC EQUITY 007768104 380 35,943 SH sole 1 35,943
AEROPOSTALE INC EQUITY 007865108 3186 121,597 SH sole 1 121,597
AES CORP EQUITY 00130H105 7 737 SH defined 2 737
AES DRAX ENERGY LTD EQUITY 00130H105 3375 337,853 SH sole 1 337,853
AETNA INC EQUITY 00817Y108 16156 161,675 SH defined 2 161,675
AETNA INC-NEW EQUITY 00817Y108 22691 227,065 SH sole 1 227,065
AFFILIATED COMPUTER SERVICES CLASS A EQUITY 008190100 3557 63,892 SH sole 1 63,892
AFFILIATED COMPUTER SVCS I EQUITY 008190100 8 146 SH defined 2 146
AFFILIATED MANAGERS CORP EQUITY 008252108 11 206,840 SH sole 3 202,600 4,240
AFFILIATED MANAGERS GROUP EQUITY 008252108 710 13,268 SH sole 1 13,268
AFFIRMATIVE INSURANCE HOLDIN EQUITY 008272106 81 5,121 SH sole 1 5,121
AFFORDABLE RESIDENTIAL COMMU EQUITY 008273104 1145 78,453 SH sole 1 78,453
AFFYMETRIX INC EQUITY 00826T108 40 1,297 SH sole 1 1,297
AFLAC INC EQUITY 001055102 23 578 SH defined 2 578
AFLAC, INC. EQUITY 001055102 15112 385,408 SH sole 1 385,408
AFTERMARKET TECHNOLOGY EQUITY 008318107 80 6,377 SH sole 1 6,377
AGCO CORP. EQUITY 001084102 3370 149,002 SH sole 1 149,002
AGERE SYSTEMS INC-CL B W/I EQUITY 00845V209 35 34,697 SH sole 1 34,697
AGILE SOFTWARE CORP. EQUITY 00846X105 225 28,415 SH sole 1 28,415
AGILENT TECHNOLOGIES INC EQUITY 00846U101 12 554 SH defined 2 554
AGILENT TECHNOLOGIES INC. EQUITY 00846U101 4528 209,944 SH sole 1 209,944
AGILYSYS INC EQUITY 00847J105 270 15,642 SH sole 1 15,642
AGL RESOURCES, INC. EQUITY 001204106 4299 139,705 SH sole 1 139,705
AIR PRODS + CHEMS INC EQUITY 009158106 400 7,359 SH defined 2 7,359
AIR PRODUCTS AND CHEMICALS INC EQUITY 009158106 5513 101,379 SH sole 1 101,379
AIRGAS, INC. EQUITY 009363102 3716 154,372 SH sole 1 154,372
AIRGATE PCS INC EQUITY 009367301 1754 89,500 SH defined 2 89,500
AIRSPAN NETWORKS INC EQUITY 00950H102 91 16,765 SH sole 1 16,765
AIRTRAN HOLDINGS, INC. EQUITY 00949P108 1847 185,432 SH sole 1 185,432
AK STEEL CORP. EQUITY 001547108 483 59,222 SH sole 1 59,222
AKAMAI TECHNOLOGIES INC. EQUITY 00971T101 32 2,290 SH sole 1 2,290
AKSYS LTD EQUITY 010196103 21 4,386 SH sole 1 4,386
ALABAMA NATIONAL BANCORP EQUITY 010317105 426 7,119 SH sole 1 7,119
ALADDIN KNOWLEDGE SYS ORD (F) EQUITY M0392N101 13 601,900 SH sole 3 587,300 14,600
ALAMOSA HOLDINGS INC. EQUITY 011589108 307 40,204 SH sole 1 40,204
ALASKA AIR GROUP, INC. EQUITY 011659109 1484 59,902 SH sole 1 59,902
ALASKA COMM. SYS. HLDGS., INC. EQUITY 01167P101 30 5,354 SH sole 1 5,354
ALBANY INTERNATIONAL CORP. CLASS A EQUITY 012348108 426 14,284 SH sole 1 14,284
ALBANY MOLECULAR EQUITY 012423109 121 12,649 SH sole 1 12,649
ALBEMARLE CORP. EQUITY 012653101 2988 85,153 SH sole 1 85,153
ALBERTO CULVER CO EQUITY 013068101 4 103 SH defined 2 103
ALBERTO-CULVER CO. CLASS B EQUITY 013068101 1954 44,948 SH sole 1 44,948
ALBERTSONS INC EQUITY 013104104 12668 529,360 SH defined 2 529,360
ALBERTSON'S, INC. EQUITY 013104104 3925 164,007 SH sole 1 164,007
ALCOA INC EQUITY 013817101 581 17,291 SH defined 2 17,291
ALCOA, INC. EQUITY 013817101 13748 409,286 SH sole 1 409,286
ALDERWOODS GROUP INC EQUITY 014383103 214 21,790 SH sole 1 21,790
ALEXANDER & BALDWIN, INC. EQUITY 014482103 3145 92,662 SH sole 1 92,662
ALEXANDER'S, INC. EQUITY 014752109 207 1,039 SH sole 1 1,039
ALEXANDRIA REAL ESTATE EQUITIE EQUITY 015271109 838 12,747 SH sole 1 12,747
ALEXION PHARMACEUTICLAS, INC. EQUITY 015351109 265 14,722 SH sole 1 14,722
ALFA CORP. EQUITY 015385107 251 17,981 SH sole 1 17,981
ALICO INC EQUITY 016230104 83 1,948 SH sole 1 1,948
ALIGN TECHNOLOGY INC EQUITY 016255101 433 28,353 SH sole 1 28,353
ALIGN TECHNOLOGY INC EQUITY 016255101 1377 90,100 SH defined 2 90,100
ALKERMES INC EQUITY 01642T108 564 48,836 SH sole 1 48,836
ALLEGHANY CORP EQUITY 017175100 26 94 SH sole 1 94
ALLEGHENY ENERGY INC EQUITY 017361106 2 145 SH defined 2 145
ALLEGHENY ENERGY, INC. EQUITY 017361106 904 56,627 SH sole 1 56,627
ALLEGHENY TECHNOLOGIES INC EQUITY 01741R102 2 109 SH defined 2 109
ALLEGHENY TECHNOLOGIES, INC. EQUITY 01741R102 1684 92,249 SH sole 1 92,249
ALLERGAN INC EQUITY 018490102 11 150 SH defined 2 150
ALLERGAN, INC. EQUITY 018490102 35425 488,280 SH sole 1 488,280
ALLETE INC. EQUITY 018522300 5042 155,136 SH sole 1 155,136
ALLIANCE DATA SYS CORP COM EQUITY 018581108 9 218,228 SH sole 3 207,500 10,728
ALLIANCE DATA SYSTEMS EQUITY 018581108 5377 132,561 SH sole 1 132,561
ALLIANCE GAMING CORP EQUITY 01859P609 422 28,015 SH sole 1 28,015
ALLIANCE IMAGING INC EQUITY 018606202 51 6,848 SH sole 1 6,848
ALLIANCE SEMICONDUCTOR CORP. EQUITY 01877H100 38 11,115 SH sole 1 11,115
ALLIANT ENERGY CORP. EQUITY 018802108 4648 186,818 SH sole 1 186,818
ALLIANT TECHSYSTEMS INC EQUITY 018804104 3756 62,082 SH sole 1 62,082
ALLIANT TECHSYSTEMS INC EQUITY 018804104 14278 236,000 SH defined 2 236,000
ALLIED CAPITAL CORP EQUITY 01903Q108 65 2,668 SH sole 1 2,668
ALLIED WASTE INDUSTRIES IN EQUITY 019589308 3 363 SH defined 2 363
ALLIED WASTE INDUSTRIES, INC. EQUITY 019589308 1249 141,144 SH sole 1 141,144
ALLMERICA FINANCIAL CORP EQUITY 019754100 2362 87,873 SH sole 1 87,873
ALLOS THERAPEUTICS INC EQUITY 019777101 18 8,294 SH sole 1 8,294
ALLOY ONLINE, INC EQUITY 019855105 68 17,931 SH sole 1 17,931
ALLSCRIPTS HEALTHCARE SOLUTION EQUITY 01988P108 134 14,909 SH sole 1 14,909
ALLSTATE CORP EQUITY 020002101 4131 86,090 SH defined 2 86,090
ALLSTATE CORP. EQUITY 020002101 31294 652,098 SH sole 1 652,098
ALLTEL CORP EQUITY 020039103 1958 35,651 SH defined 2 35,651
ALLTEL CORP. EQUITY 020039103 7936 144,531 SH sole 1 144,531
ALPHARMA INC. CLASS A EQUITY 020813101 391 21,395 SH sole 1 21,395
ALTERA CORP EQUITY 021441100 437 22,324 SH defined 2 22,324
ALTERA CORP. EQUITY 021441100 3986 203,654 SH sole 1 203,654
ALTIRIS INC EQUITY 02148M100 358 11,323 SH sole 1 11,323
ALTRIA GROUP INC EQUITY 02209S103 66648 1,416,836 SH sole 1 1,416,836
ALTRIA GROUP INC EQUITY 02209S103 22306 474,200 SH defined 2 474,200
ALVARION LTD EQUITY M0861T100 3403 263,000 SH defined 2 263,000
ALVARION LTD SHS (F) EQUITY M0861T100 8 641,332 SH sole 3 621,400 19,932
AMAZON COM INC EQUITY 023135106 3710 90,800 SH defined 2 90,800
AMAZON. COM, INC. EQUITY 023135106 801 19,610 SH sole 1 19,610
AMB PROPERTY CORP EQUITY 00163T109 5397 145,785 SH sole 1 145,785
AMBAC FINANCIAL GROUP INC. EQUITY 023139108 3866 48,349 SH sole 1 48,349
AMBAC FINL GROUP INC EQUITY 023139108 1033 12,924 SH defined 2 12,924
AMBASSADORS GROUP INC EQUITY 023177108 118 4,358 SH sole 1 4,358
AMC ENTERTAINMENT, INC. EQUITY 001669100 1623 84,820 SH sole 1 84,820
AMCOL INTERNATIONAL CORP. EQUITY 02341W103 224 11,731 SH sole 1 11,731
AMCORE FINANCIAL, INC. EQUITY 023912108 388 13,666 SH sole 1 13,666
AMDOCS LIMITED EQUITY G02602103 5649 258,780 SH sole 1 258,780
AMEDISYS INC EQUITY 023436108 178 5,934 SH sole 1 5,934
AMEDISYS INC COM EQUITY 023436108 1 45,000 SH sole 3 45,000
AMERADA HESS CORP EQUITY 023551104 4885 54,893 SH sole 1 54,893
AMERADA HESS CORP EQUITY 023551104 9 104 SH defined 2 104
AMERCO, INC. EQUITY 023586100 192 5,068 SH sole 1 5,068
Ameren EQUITY 023608102 4846 105,000 SH sole 4 105,000
AMEREN CORP EQUITY 023608102 10 221 SH defined 2 221
AMEREN CORP. EQUITY 023608102 12604 273,104 SH sole 1 273,104
AMERICA MOVIL S A DEC V EQUITY 02364W105 242 6,200 SH defined 2 6,200
AMERICA MOVIL SA ADR EACH R EQUITY 02364W105 6628 174,290 SH sole 1 174,290
AMERICA SERVICE GROUP INC EQUITY 02364L109 158 3,860 SH sole 1 3,860
AMERICAN AXLE & MFG HOLDINGS EQUITY 024061103 25 852 SH sole 1 852
AMERICAN CAMPUS COMMUNITIES EQUITY 024835100 122 6,592 SH sole 1 6,592
AMERICAN CAP. STRATEGIES, INC. EQUITY 024937104 53 1,704 SH sole 1 1,704
AMERICAN EAGLE OUTFITTERS EQUITY 02553E106 4346 117,934 SH sole 1 117,934
AMERICAN ELEC PWR INC EQUITY 025537101 14 451 SH defined 2 451
AMERICAN ELECTRIC POWER, INC. EQUITY 025537101 27886 872,541 SH sole 1 872,541
AMERICAN EQUITY INVT LIFE HL EQUITY 025676206 111 11,714 SH sole 1 11,714
AMERICAN EXPRESS CO EQUITY 025816109 27361 531,685 SH defined 2 531,685
AMERICAN EXPRESS CO. EQUITY 025816109 53980 1,048,965 SH sole 1 1,048,965
AMERICAN FINANCIAL GROUP, INC. EQUITY 025932104 3609 120,749 SH sole 1 120,749
AMERICAN FINANCIAL REALTY TR EQUITY 02607P305 1018 72,167 SH sole 1 72,167
AMERICAN FIRST MORTGAGE INVES EQUITY 55272X102 2993 325,020 SH sole 1 325,020
AMERICAN GREETINGS CORP. CLASS A EQUITY 026375105 3662 145,773 SH sole 1 145,773
AMERICAN HEALTHWAYS INC EQUITY 02649V104 459 15,754 SH sole 1 15,754
AMERICAN HOME MORTGAGE INVESTMENT COR EQUITY 02660R107 528 18,908 SH sole 1 18,908
AMERICAN INTL GROUP INC EQUITY 026874107 746 10,970 SH defined 2 10,970
AMERICAN INTL GRP INC COM EQUITY 026874107 159571 2,346,976 SH sole 1 2,346,976
AMERICAN ITALIAN PASTA CO. CLASS A EQUITY 027070101 229 8,741 SH sole 1 8,741
AMERICAN LAND LEASE INC EQUITY 027118108 16 820 SH sole 1 820
AMERICAN MED SEC GROUP EQUITY 02744P101 207 6,462 SH sole 1 6,462
AMERICAN MEDICAL SYSTEMS HOLDI EQUITY 02744M108 499 13,746 SH sole 1 13,746
AMERICAN NATIONAL IN EQUITY 028591105 16 161 SH sole 1 161
AMERICAN PHARMACEUTICA EQUITY 02886P109 11 410 SH sole 1 410
AMERICAN PHYSICIANS CAPITAL IN EQUITY 028884104 142 4,632 SH sole 1 4,632
AMERICAN POWER CONVERSION EQUITY 029066107 1800 103,512 SH sole 1 103,512
AMERICAN PWR CONVERSION CO EQUITY 029066107 4 228 SH defined 2 228
AMERICAN SCIENCE &ENGR COM EQUITY 029429107 3 87,500 SH sole 3 87,500
AMERICAN STANDARD COMPANIES EQUITY 029712106 3687 94,768 SH sole 1 94,768
AMERICAN STATES WATER CO. EQUITY 029899101 207 8,306 SH sole 1 8,306
AMERICAN STD COS INC DEL EQUITY 029712106 9 244 SH defined 2 244
AMERICAN SUPERCONDUCTOR CORP EQUITY 030111108 165 13,285 SH sole 1 13,285
AMERICAN TOWER CORP EQUITY 029912201 60711 3,955,133 SH sole 1 3,955,133
AMERICAN TOWER CORP EQUITY 029912201 470 30,600 SH defined 2 30,600
AMERICAN VANGUARD CORP EQUITY 030371108 97 2,725 SH sole 1 2,725
AMERICAN WEST HOLDINGS CORP. CLASS B EQUITY 023657208 103 19,132 SH sole 1 19,132
AMERICAN WOODMARK CORP. EQUITY 030506109 216 5,834 SH sole 1 5,834
AMERICANWEST BANCORPORATION EQUITY 03058P109 105 5,562 SH sole 1 5,562
AMERICA'S CAR-MART INC EQUITY 03062T105 103 3,061 SH sole 1 3,061
AMERICREDIT CORP. EQUITY 03060R101 5426 259,865 SH sole 1 259,865
AMERIGROUP CORP EQUITY 03073T102 758 13,480 SH sole 1 13,480
AMERISOURCEBERGEN CO EQUITY 03073E105 4224 78,646 SH sole 1 78,646
AMERISOURCEBERGEN CORP EQUITY 03073E105 7 128 SH defined 2 128
AMERISTAR CASINOS EQUITY 03070Q101 188 6,215 SH sole 1 6,215
AMERITRADE HLDG CORP NEW EQUITY 03074K100 5433 452,400 SH defined 2 452,400
AMERITRADE HOLDING CORP - CL A EQUITY 03074K100 58 4,839 SH sole 1 4,839
AMERN EAGLE OUTFIT NEW COM EQUITY 02553E106 20 546,932 SH sole 3 528,300 18,632
AMERON, INC. EQUITY 030710107 147 4,472 SH sole 1 4,472
AMERUS GROUP CO. EQUITY 03072M108 3490 85,122 SH sole 1 85,122
AMETEK INC NEW EQUITY 031100100 7665 252,800 SH defined 2 252,800
AMETEK, INC. EQUITY 031100100 3411 112,505 SH sole 1 112,505
AMGEN INC EQUITY 031162100 22161 751,166 SH defined 2 751,166
Amgen Inc. USD0.0001 EQUITY 031162100 80434 1,415,834 SH sole 1 1,415,834
AMIS HOLDINGS INC EQUITY 031538101 230 17,000 SH sole 1 17,000
AMKOR TECHNOLOGY, INC EQUITY 031652100 8 2,076 SH sole 1 2,076
AMLI RESIDENTIAL PROPERTIES EQUITY 001735109 509 16,655 SH sole 1 16,655
AMN HEALTHCARE SERVICE EQUITY 001744101 75 6,251 SH sole 1 6,251
AMPHENOL CORP. CLASS A EQUITY 032095101 4987 145,574 SH sole 1 145,574
AMR CORP. EQUITY 001765106 15363 2,095,874 SH sole 1 2,095,874
Amsouth Bancorp EQUITY 032165102 1708 70,000 SH sole 4 70,000
AMSOUTH BANCORPORATION EQUITY 032165102 3849 157,738 SH sole 1 157,738
AMSOUTH BANCORPORATION EQUITY 032165102 10 403 SH defined 2 403
AMSURG CORP CL A EQUITY 03232P405 349 16,473 SH sole 1 16,473
AMX CORP NEW COM EQUITY 00180C105 10 563,900 SH sole 3 558,200 5,700
AMYLIN PHARMACEUTICALS, INC. EQUITY 032346108 41 2,015 SH sole 1 2,015
ANADARKO PETE CORP EQUITY 032511107 503 7,585 SH defined 2 7,585
ANADARKO PETROLEUM CORP. EQUITY 032511107 8061 121,475 SH sole 1 121,475
ANALOG DEVICES INC EQUITY 032654105 12097 311,931 SH defined 2 311,931
Analog Devices USD0.167 EQUITY 032654105 19359 499,211 SH sole 1 499,211
ANALOGIC CORP. EQUITY 032657207 260 6,239 SH sole 1 6,239
ANAREN INC EQUITY 032744104 152 11,270 SH sole 1 11,270
ANCHOR BANCORP WISCONSIN, INC. EQUITY 032839102 278 10,721 SH sole 1 10,721
ANCHOR GLASS CONTAINER CORP EQUITY 03304B300 44 5,357 SH sole 1 5,357
ANDREW CORP EQUITY 034425108 1674 136,783 SH defined 2 136,783
ANDREW CORP. EQUITY 034425108 6705 547,784 SH sole 1 547,784
ANDRX GROUP EQUITY 034553107 35 1,560 SH sole 1 1,560
ANGELICA CORP EQUITY 034663104 121 4,866 SH sole 1 4,866
ANGIOTECH PHARMACEUTICALS EQUITY 034918102 2210 109,300 SH defined 1 0 109,300
ANHEUSER-BUSCH COMPANIES, INC. EQUITY 035229103 17290 346,153 SH sole 1 346,153
ANIMAS CORP EQUITY 03525Y105 37 2,312 SH sole 1 2,312
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ANTHEM INC EQUITY 03674B104 3722 42,659 SH defined 2 42,659
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APARTMENT INVT. + MGMT CO EQUITY 03748R101 4 108 SH defined 2 108
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APOLLO GROUP, INC. CLASS A EQUITY 037604105 10979 149,645 SH sole 1 149,645
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APPLE COMPUTER, INC. EQUITY 037833100 9790 252,649 SH sole 1 252,649
APPLEBEES INTERNATIONAL, INC. EQUITY 037899101 3427 135,567 SH sole 1 135,567
APPLEBEES INTL INC EQUITY 037899101 8612 340,650 SH defined 2 340,650
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APPLIED SIGNAL TECHNOLOGY EQUITY 038237103 171 5,353 SH sole 1 5,353
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APTARGROUP, INC. EQUITY 038336103 876 19,912 SH sole 1 19,912
AQUA AMERICA INC EQUITY 03836W103 3393 153,456 SH sole 1 153,456
AQUANTIVE INC EQUITY 03839G105 250 25,859 SH sole 1 25,859
AQUILA INC EQUITY 03840P102 1531 490,572 SH sole 1 490,572
ARAID PHARAMACEUTICLAS, INC. EQUITY 04033A100 191 28,493 SH sole 1 28,493
ARAMARK CORP EQUITY 038521100 50 2,080 SH sole 1 2,080
ARBITRON, INC. EQUITY 03875Q108 617 16,847 SH sole 1 16,847
ARBOR REALTY TRUST INC EQUITY 038923108 85 3,819 SH sole 1 3,819
ARCH CHEMICALS, INC. EQUITY 03937R102 361 12,678 SH sole 1 12,678
ARCH COAL INC COM EQUITY 039380100 3 92,414 SH sole 3 90,814 1,600
ARCH COAL, INC. EQUITY 039380100 3213 90,529 SH sole 1 90,529
ARCH WIRELESS INC-CL A EQUITY 039392709 278 9,659 SH sole 1 9,659
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ARDEN REALTY INC. EQUITY 039793104 287 8,798 SH sole 1 8,798
ARGONAUT GROUP, INC. EQUITY 040157109 238 12,742 SH sole 1 12,742
ARGOSY GAMING CO. EQUITY 040228108 557 14,201 SH sole 1 14,201
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ARKANSAS BEST CORP. EQUITY 040790107 439 12,001 SH sole 1 12,001
ARMOR HOLDINGS, INC. EQUITY 042260109 647 15,553 SH sole 1 15,553
ARRAY BIOPHARMA INC EQUITY 04269X105 91 13,005 SH sole 1 13,005
ARRIS GROUP INC EQUITY 04269Q100 247 47,376 SH sole 1 47,376
ARROW ELECTRONICS INC EQUITY 042735100 4302 190,525 SH sole 1 190,525
ARROW FINANCIAL CORP EQUITY 042744102 142 4,722 SH sole 1 4,722
ARROW INTERNATIONAL, INC. EQUITY 042764100 312 10,430 SH sole 1 10,430
ARTESYN TECHNOLOGIES, INC. EQUITY 043127109 187 18,728 SH sole 1 18,728
ARTHROCARE CORP. EQUITY 043136100 339 11,583 SH sole 1 11,583
ARTISAN COMPONENTS INC. EQUITY 042923102 365 12,535 SH sole 1 12,535
ARVINMERITOR, INC EQUITY 043353101 2829 150,897 SH sole 1 150,897
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ASCENTIAL SOFTWARE CORP EQUITY 04362P207 1722 127,810 SH sole 1 127,810
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ASHLAND INC EQUITY 044204105 5 81 SH defined 2 81
ASHLAND OIL, INC. EQUITY 044204105 1775 31,643 SH sole 1 31,643
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ASPECT MEDICAL SYSTEMS, INC. EQUITY 045235108 121 6,692 SH sole 1 6,692
ASPEN TECHNOLOGY, INC. EQUITY 045327103 157 22,489 SH sole 1 22,489
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ASYST TECHNOLOGIES, INC. EQUITY 04648X107 131 25,585 SH sole 1 25,585
AT & T CORP EQUITY 001957505 4912 343,016 SH sole 1 343,016
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AT RD INC EQUITY 04648K105 79 18,602 SH sole 1 18,602
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ATMI INC EQUITY 00207R101 520 25,400 SH defined 2 25,400
ATMI, INC. EQUITY 00207R101 348 17,002 SH sole 1 17,002
ATMOS ENERGY CORP. EQUITY 049560105 3073 121,973 SH sole 1 121,973
ATRIX LABS INC EQUITY 04962L101 1800 58,662 SH sole 1 58,662
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AUTHENTIDATE HOLDING CORP EQUITY 052666104 95 15,754 SH sole 1 15,754
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AUTODESK INCORPORATED EQUITY 052769106 6 129 SH defined 2 129
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AUTOMATIC DATA PROCESSING INC. EQUITY 053015103 19750 477,966 SH sole 1 477,966
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AUTOZONE, INC. EQUITY 053332102 2821 36,519 SH sole 1 36,519
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AVANEX CORP EQUITY 05348W109 89 43,397 SH sole 1 43,397
AVANT IMMUNOTHERAPEUTICS INC EQUITY 053491106 69 40,474 SH sole 1 40,474
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AVISTA CORP EQUITY 05379B107 477 26,356 SH sole 1 26,356
AVNET, INC. EQUITY 053807103 3402 198,735 SH sole 1 198,735
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AXONYX INC EQUITY 05461R101 158 27,912 SH sole 1 27,912
AZTAR CORP. EQUITY 054802103 499 18,816 SH sole 1 18,816
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BAKER HUGHES, INC. EQUITY 057224107 8283 189,451 SH sole 1 189,451
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BALDWIN & LYONS, INC., CLASS B EQUITY 057755209 110 4,365 SH sole 1 4,365
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Bank America Corp EQUITY 060505104 2167 50,000 SH sole 4 50,000
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BANK OF HAWAII CORP EQUITY 062540109 4102 86,814 SH sole 1 86,814
BANK OF MONTREAL EQUITY 063671101 7337 167,700 SH defined 1 0 167,700
BANK OF NEW YORK CO., INC. EQUITY 064057102 9893 339,137 SH sole 1 339,137
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BANK OF THE OZARKS INC EQUITY 063904106 172 5,801 SH sole 1 5,801
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BEA SYSTEMS, INC. EQUITY 073325102 241 34,873 SH sole 1 34,873
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BEAZER HOMES USA, INC. EQUITY 07556Q105 797 7,459 SH sole 1 7,459
BEBE STORES, INC. EQUITY 075571109 69 3,273 SH sole 1 3,273
BECKMAN COULTER, INC. EQUITY 075811109 5667 100,978 SH sole 1 100,978
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BED BATH + BEYOND INC EQUITY 075896100 13 343 SH defined 2 343
BEDFORD PRPTY INVESTORS, INC. EQUITY 076446301 296 9,749 SH sole 1 9,749
BEI TECHNOLOGIES INC EQUITY 05538P104 166 6,044 SH sole 1 6,044
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BEL FUSE INC. CLASS B EQUITY 077347300 203 6,148 SH sole 1 6,148
BELDEN CDT INC EQUITY 077454106 556 25,520 SH sole 1 25,520
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BELO CORP. EQUITY 080555105 4268 189,349 SH sole 1 189,349
BEMIS CO INC EQUITY 081437105 12847 483,337 SH defined 2 483,337
BEMIS CO., INC. EQUITY 081437105 1267 47,680 SH sole 1 47,680
BENCHMARK ELECTRONICS, INC. EQUITY 08160H101 666 22,361 SH sole 1 22,361
BENCHMARK ELECTRS INC COM EQUITY 08160H101 8 262,400 SH sole 3 250,600 11,800
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BEST BUY CO INC EQUITY 086516101 5634 103,870 SH defined 2 103,870
BEST BUY CO., INC. EQUITY 086516101 24470 451,152 SH sole 1 451,152
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BIO-RAD LABORATORIES, INC., CLASS A EQUITY 090572207 484 9,476 SH sole 1 9,476
BIO-REFERENCE LABS INC EQUITY 09057G602 58 4,195 SH sole 1 4,195
BIOSITE INC. EQUITY 090945106 345 7,056 SH sole 1 7,056
BIOVERIS CORP EQUITY 090676107 69 11,183 SH sole 1 11,183
BISYS GROUP, INC. EQUITY 055472104 3830 262,173 SH sole 1 262,173
BJ SERVICES CO. EQUITY 055482103 3765 71,839 SH sole 1 71,839
BJ SVCS CO EQUITY 055482103 13322 254,184 SH defined 2 254,184
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BLAIR CORP EQUITY 092828102 125 4,430 SH sole 1 4,430
BLOCK FINANCIAL CORP EQUITY 093671105 3645 73,749 SH sole 1 73,749
BLOCK H + R INC EQUITY 093671105 9 188 SH defined 2 188
BLOCKBUSTER INC -CLA EQUITY 093679108 5 700 SH sole 1 700
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BLUE NILE INC EQUITY 09578R103 1347 40,000 SH defined 2 40,000
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BLYTH INC. EQUITY 09643P108 2541 82,241 SH sole 1 82,241
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BMC SOFTWARE, INC. EQUITY 055921100 1575 99,649 SH sole 1 99,649
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Boeing Co EQUITY 097023105 2581 50,000 SH sole 4 50,000
BOEING CO EQUITY 097023105 4187 139,014 SH defined 2 139,014
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BOMBAY CO INC EQUITY 097924104 142 19,358 SH sole 1 19,358
BONE CARE INTERNATIONAL, INC. EQUITY 098072101 207 8,519 SH sole 1 8,519
BONE CARE INTL INC COM EQUITY 098072101 2 96,500 SH sole 3 96,500
BON-TON STORES INC/THE EQUITY 09776J101 34 2,816 SH sole 1 2,816
BORDERS GROUP, INC. EQUITY 099709107 3128 126,139 SH sole 1 126,139
BORG WARNER INC EQUITY 099724106 3991 92,183 SH sole 1 92,183
BORLAND SOFTWARE CORP. EQUITY 099849101 367 43,991 SH sole 1 43,991
BOSTON BEER, INC. CLASS A EQUITY 100557107 116 4,590 SH sole 1 4,590
BOSTON COMMUNICATIONS GROUP EQUITY 100582105 88 9,980 SH sole 1 9,980
BOSTON PRIVATE FINANCIAL HOLDI EQUITY 101119105 371 14,879 SH sole 1 14,879
BOSTON PROPERTIES INC EQUITY 101121101 773 13,947 SH sole 1 13,947
BOSTON SCIENTIFIC CORP EQUITY 101137107 4456 112,160 SH defined 2 112,160
BOSTON SCIENTIFIC CORP. EQUITY 101137107 14683 369,570 SH sole 1 369,570
BOWATER, INC. EQUITY 102183100 3509 91,871 SH sole 1 91,871
BOWNE & CO., INC. EQUITY 103043105 248 19,054 SH sole 1 19,054
BOYD GAMING CORP. EQUITY 103304101 4676 166,094 SH sole 1 166,094
BOYKIN LODGING CO. EQUITY 103430104 17 1,980 SH sole 1 1,980
BP AMOCO ADS EQUITY 055622104 133 2,208 SH defined 2 2,208
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BRADY CORP. EQUITY 104674106 483 9,905 SH sole 1 9,905
BRANDYWINE REALTY TRUST EQUITY 105368203 9351 328,351 SH sole 1 328,351
BRASIL DISTR PAO ACU-SP ADR EQUITY 20440T201 2867 143,400 SH sole 1 143,400
BRASKEM SA-SPON ADR EQUITY 105532105 2481 75,000 SH sole 1 75,000
BRE PROPERTIES, INC., CLASS A EQUITY 05564E106 259 6,748 SH sole 1 6,748
BRIGGS & STRATTON CORP. EQUITY 109043109 38 471 SH sole 1 471
BRIGHAM EXPLORATION CO EQUITY 109178103 120 12,810 SH sole 1 12,810
BRIGHT HORIZON FAMILY COM EQUITY 109195107 13 232,850 SH sole 3 225,050 7,800
BRIGHT HORIZONS FAM. SOLUTIONS EQUITY 109195107 390 7,189 SH sole 1 7,189
BRIGHTPOINT INC EQUITY 109473405 168 9,770 SH sole 1 9,770
BRINKER INTERNATIONAL, INC. EQUITY 109641100 4622 148,375 SH sole 1 148,375
BRINK'S CO/THE EQUITY 109696104 2824 93,608 SH sole 1 93,608
BRISTOL MYERS SQUIBB CO EQUITY 110122108 9964 420,959 SH defined 2 420,959
BRISTOL MYERS SQUIBB CO. EQUITY 110122108 57589 2,432,976 SH sole 1 2,432,976
BRISTOL WEST HOLDINGS INC EQUITY 11037M105 141 8,241 SH sole 1 8,241
BROADCOM CORP EQUITY 111320107 10 367 SH defined 2 367
BROADCOM CORP CL A EQUITY 111320107 2 66,300 SH sole 3 63,100 3,200
BROADCOM CORP. EQUITY 111320107 4585 168,017 SH sole 1 168,017
BROCADE COMMUNICATION EQUITY 111621108 798 141,320 SH sole 1 141,320
BROOKFIELD HOMES CORP EQUITY 112723101 214 8,126 SH sole 1 8,126
BROOKLINE BANCORP INC EQUITY 11373M107 504 32,150 SH sole 1 32,150
BROOKS AUTOMATION INC EQUITY 114340102 344 24,281 SH sole 1 24,281
BROOKSTONE INC EQUITY 114537103 206 10,919 SH sole 1 10,919
BROWN & BROWN INC EQUITY 115236101 5183 113,408 SH sole 1 113,408
BROWN FORMAN CORP EQUITY 115637209 11661 254,617 SH defined 2 254,617
BROWN SHOE COMANY, INC. EQUITY 115736100 247 9,853 SH sole 1 9,853
BROWN-FORMAN CORP CLASS B EQUITY 115637209 2415 52,730 SH sole 1 52,730
BRUKER BIOSCIENCES CORP EQUITY 116794108 40 11,648 SH sole 1 11,648
BRUNSWICK CORP EQUITY 117043109 5 109 SH defined 2 109
BRUNSWICK CORP. EQUITY 117043109 2011 43,948 SH sole 1 43,948
BRUSH ENGINEERED MATERIALS EQUITY 117421107 214 10,317 SH sole 1 10,317
BRUSH ENGINEERED MATLS COM EQUITY 117421107 8 379,100 SH sole 3 374,400 4,700
BRYN MAWR BK CORP EQUITY 117665109 77 3,841 SH sole 1 3,841
BUCKEYE TECHNOLOGIES INC EQUITY 118255108 178 15,999 SH sole 1 15,999
BUCKLE, INC. EQUITY 118440106 114 4,133 SH sole 1 4,133
BUCYRUS INTERNATIONAL INC-A EQUITY 118759109 226 6,734 SH sole 1 6,734
BUCYRUS INTL INC NEW CL A EQUITY 118759109 10 283,100 SH sole 3 280,000 3,100
BUFFALO WILD WINGS INC EQUITY 119848109 87 3,096 SH sole 1 3,096
BUILDING MATERIAL HOLDING CORP EQUITY 120113105 201 7,301 SH sole 1 7,301
BUILDING MATLS HLDG CP COM EQUITY 120113105 2 66,800 SH sole 3 66,800
BURLINGTON COAT FACTORY WHSE EQUITY 121579106 212 9,969 SH sole 1 9,969
BURLINGTON NORTHERN SANTA FE EQUITY 12189T104 6363 166,098 SH sole 1 166,098
BURLINGTON NORTHN SANTA FE EQUITY 12189T104 16 424 SH defined 2 424
BURLINGTON RES INC EQUITY 122014103 6950 170,350 SH defined 2 170,350
BURLINGTON RESOURCES, INC. EQUITY 122014103 6854 167,990 SH sole 1 167,990
C & D TECHNOLOGIES, INC. EQUITY 124661109 263 13,840 SH sole 1 13,840
C H ROBINSON WORLDWIDE EQUITY 12541W100 8397 181,000 SH defined 2 181,000
C. H. ROBINSON WORLDWIDE, INC. EQUITY 12541W100 6820 147,004 SH sole 1 147,004
C. R. BARD, INC. EQUITY 067383109 2642 46,659 SH sole 1 46,659
CABELA'S INC-CL A EQUITY 126804301 5 201 SH sole 1 201
CABLEVISION NY GROUP CLASS EQUITY 12686C109 1824 174,268 SH defined 2 174,268
CABLEVISION SYSTEMS-NY GRP-A EQUITY 12686C109 2100 103,527 SH sole 1 103,527
CABOT CORP. EQUITY 127055101 3930 101,904 SH sole 1 101,904
CABOT MICROELECTRONICS CORP EQUITY 12709P103 1951 53,821 SH sole 1 53,821
CABOT OIL & GAS CORP., CLASS A EQUITY 127097103 805 17,920 SH sole 1 17,920
CACHE INC EQUITY 127150308 78 5,204 SH sole 1 5,204
CACI INTERNATIONAL EQUITY 127190304 838 15,873 SH sole 1 15,873
CADENCE DESIGN SYSTEMS, INC. EQUITY 127387108 5793 444,248 SH sole 1 444,248
CAESARS ENTERTAINMENT INC EQUITY 127687101 8532 510,912 SH sole 1 510,912
CAKTRONICS INC EQUITY 234264109 192 7,848 SH sole 1 7,848
CAL DIVE INTERNATIONAL, INC. EQUITY 127914109 742 20,819 SH sole 1 20,819
CALGON CARBON CORP. EQUITY 129603106 133 18,459 SH sole 1 18,459
CALIFORNIA MICRO DEVICES CP EQUITY 130439102 89 11,489 SH sole 1 11,489
CALIFORNIA PIZZA KITCHEN INC EQUITY 13054D109 228 10,416 SH sole 1 10,416
CALIFORNIA WATER SERVICE GROUP EQUITY 130788102 273 9,283 SH sole 1 9,283
CALLAWAY GOLF CO. EQUITY 131193104 1683 159,236 SH sole 1 159,236
CALLON PETROLEUM CO. EQUITY 13123X102 87 6,828 SH sole 1 6,828
CAL-MAINE FOODS INC EQUITY 128030202 90 8,164 SH sole 1 8,164
CALPINE CORP EQUITY 131347106 1 506 SH defined 2 506
CALPINE CORP. EQUITY 131347106 1499 517,025 SH sole 1 517,025
CAMBREX CORP. EQUITY 132011107 312 14,225 SH sole 1 14,225
CAMDEN NATL CORP EQUITY 133034108 145 4,212 SH sole 1 4,212
CAMDEN POPERTY TRUST EQUITY 133131102 247 5,353 SH sole 1 5,353
CAMPBELL SOUP CO EQUITY 134429109 12 468 SH defined 2 468
CAMPBELL SOUP CO. EQUITY 134429109 5088 193,518 SH sole 1 193,518
CANADIAN IMPERIAL BANK OF COMMERCE EQUITY 136069101 2806 52,400 SH defined 1 0 52,400
CANADIAN NATURAL RESORUCES EQUITY 136385101 6509 162,900 SH defined 1 0 162,900
CANCERVAX CORP EQUITY 13738Y107 73 9,002 SH sole 1 9,002
CANDELA CORP EQUITY 136907102 121 10,473 SH sole 1 10,473
CAPITAL AUTOMOTIVE REIT EQUITY 139733109 659 21,065 SH sole 1 21,065
CAPITAL CITY BANK GROUP, INC. EQUITY 139674105 187 4,831 SH sole 1 4,831
CAPITAL CORP OF THE WEST EQUITY 140065103 118 2,744 SH sole 1 2,744
CAPITAL CROSSING BANK EQUITY 140071101 59 2,304 SH sole 1 2,304
CAPITAL LEASE FUNDING INC EQUITY 140288101 1020 92,414 SH sole 1 92,414
CAPITAL ONE FINANCIAL CORP. EQUITY 14040H105 12021 162,665 SH sole 1 162,665
CAPITAL ONE FINL CORP EQUITY 14040H105 24260 328,275 SH defined 2 328,275
CAPITAL SOURCE INC. EQUITY 14055X102 8 354,798 SH sole 3 336,600 18,198
CAPITAL SOUTHWEST CORP EQUITY 140501107 113 1,490 SH sole 1 1,490
CAPITAL TRUST-CL A EQUITY 14052H506 154 5,283 SH sole 1 5,283
CAPITALSOURCE INC EQUITY 14055X102 31 1,380 SH sole 1 1,380
CAPITOL BANCORP LTD EQUITY 14056D105 163 5,540 SH sole 1 5,540
CAPITOL FEDERAL FINANCIAL EQUITY 14057C106 14 430 SH sole 1 430
CAPSTEAD MORTGAGE CORP. EQUITY 14067E506 671 53,921 SH sole 1 53,921
CAPSTONE TURBINE COR EQUITY 14067D102 69 45,350 SH sole 1 45,350
CAPTARIS INC EQUITY 14071N104 75 17,498 SH sole 1 17,498
CARACO PHARM LABS INC EQUITY 14075T107 38 4,941 SH sole 1 4,941
CARAUSTAR INDUSTRIES, INC. EQUITY 140909102 260 15,496 SH sole 1 15,496
CARBO CERAMICS INC EQUITY 140781105 499 6,913 SH sole 1 6,913
CARDIAC SCIENCE INC. EQUITY 141410209 77 39,941 SH sole 1 39,941
CARDINAL HEALTH INC EQUITY 14149Y108 8146 186,111 SH sole 1 186,111
CARDINAL HEALTH INC EQUITY 14149Y108 21 491 SH defined 2 491
CARDIODYNAMICS INTERNATIONAL EQUITY 141597104 90 19,607 SH sole 1 19,607
CAREER EDUCATION CORP EQUITY 141665109 5013 176,345 SH sole 1 176,345
CAREER EDUCATION CORP COM EQUITY 141665109 5 170,532 SH sole 3 160,500 10,032
CAREMARK RX INC EQUITY 141705103 10764 335,631 SH sole 1 335,631
CAREMARK RX INC EQUITY 141705103 1941 60,531 SH defined 2 60,531
CARLISLE COS INC. EQUITY 142339100 3290 51,456 SH sole 1 51,456
CARMAX INC EQUITY 143130102 3696 171,498 SH sole 1 171,498
CARMIKE CINEMAS INC EQUITY 143436400 147 4,177 SH sole 1 4,177
CARNIVAL CORP EQUITY 143658300 14154 299,292 SH sole 1 299,292
CARNIVAL CORP EQUITY 143658300 11128 235,322 SH defined 2 235,322
CARPENTER TECHNOLOGY CORP. EQUITY 144285103 593 12,426 SH sole 1 12,426
CARRAMERICA REALTY C EQUITY 144418100 1170 35,778 SH sole 1 35,778
CARREKER CORP EQUITY 144433109 84 11,021 SH sole 1 11,021
CARRIER ACCESS CORP. EQUITY 144460102 76 10,897 SH sole 1 10,897
CARTER INC EQUITY 146229109 99 3,584 SH sole 1 3,584
CASCADE BANCORP EQUITY 147154108 176 9,061 SH sole 1 9,061
CASCADE CORP EQUITY 147195101 161 5,796 SH sole 1 5,796
CASCADE NAT GAS CORP COM EQUITY 147339105 130 6,113 SH sole 1 6,113
CASELLA WASTE SYSTEMS, INC. EQUITY 147448104 127 10,698 SH sole 1 10,698
CASEYS GENERAL STORES, INC. EQUITY 147528103 506 27,236 SH sole 1 27,236
CASH AMERICA INTERNATIONAL EQUITY 14754D100 378 15,444 SH sole 1 15,444
CASUAL MALE RETAIL GROUP INC EQUITY 148711104 80 15,317 SH sole 1 15,317
CATALINA MARKETING CORP. EQUITY 148867104 2615 113,303 SH sole 1 113,303
CATAPULT COMM CORP EQUITY 149016107 57 3,049 SH sole 1 3,049
CATAPULT COMMUNICATNS COM EQUITY 149016107 1 75,000 SH sole 3 75,000
CATELLUS DEVELOPMENT EQUITY 149113102 8101 305,597 SH sole 1 305,597
Caterpillar EQUITY 149123101 1850 23,000 SH sole 4 23,000
CATERPILLAR INC EQUITY 149123101 31 391 SH defined 2 391
CATERPILLAR, INC. EQUITY 149123101 35225 437,851 SH sole 1 437,851
CATHAY GENERAL BANCORP INC. EQUITY 149150104 878 23,612 SH sole 1 23,612
CATO CORP. CLASS A EQUITY 149205106 236 10,618 SH sole 1 10,618
CB RICHARD ELLIS GROUP INC-A EQUITY 12497T101 317 13,743 SH sole 1 13,743
CBL & ASSOCIATES PROPERTIES EQUITY 124830100 8176 134,143 SH sole 1 134,143
CBRL GROUP, INC. EQUITY 12489V106 3840 106,421 SH sole 1 106,421
CCC INFORMATION SERVICES EQUITY 12487Q109 122 6,907 SH sole 1 6,907
C-COR INC. EQUITY 125010108 198 23,433 SH sole 1 23,433
CDI CORP. EQUITY 125071100 138 6,708 SH sole 1 6,708
CDW CORP EQUITY 12512N105 8299 143,019 SH sole 1 143,019
CEC ENTERTAINMENT, INC. EQUITY 125137109 748 20,350 SH sole 1 20,350
CEC ENTMT INC EQUITY 125137109 342 9,300 SH defined 2 9,300
CEDAR SHOPPING CENTERS INC EQUITY 150602209 151 10,835 SH sole 1 10,835
CELERA GENOMICS GROU EQUITY 038020202 465 39,746 SH sole 1 39,746
CELGENE CORP EQUITY 151020104 99 1,700 SH sole 1 1,700
CELGENE CORP EQUITY 151020104 2912 50,000 SH defined 2 50,000
CELL GENESYS, INC. EQUITY 150921104 218 24,333 SH sole 1 24,333
CELL THERAPEUTICS, INC. EQUITY 150934107 188 27,431 SH sole 1 27,431
CEMEX SA - Sponsored ADR EQUITY 151290889 4895 173,950 SH sole 1 173,950
CEMIG CIA ENERG MG SPON ADR EQUITY 204409601 1525 74,255 SH sole 1 74,255
CENDANT CORP EQUITY 151313103 26 1,203 SH defined 2 1,203
CENDANT CORP. EQUITY 151313103 10228 473,533 SH sole 1 473,533
CENTENE CORP DEL EQUITY 15135B101 470 11,038 SH sole 1 11,038
CENTENE CORP DEL EQUITY 15135B101 11105 260,800 SH defined 2 260,800
CENTENNIAL CELLULAR CORP. EQUITY 15133V208 38 6,461 SH sole 1 6,461
CENTER FINANCIAL CORP EQUITY 15146E102 100 5,245 SH sole 1 5,245
CENTERPOINT ENERGY INC EQUITY 15189T107 1414 136,478 SH sole 1 136,478
CENTERPOINT ENERGY INC EQUITY 15189T107 4 351 SH defined 2 351
CENTERPOINT PROPERTIES CORP. EQUITY 151895109 272 6,231 SH sole 1 6,231
CENTEX CORP EQUITY 152312104 7 141 SH defined 2 141
CENTEX CORP. EQUITY 152312104 2782 55,141 SH sole 1 55,141
CENTRAL COAST BANCORP EQUITY 153145107 100 4,882 SH sole 1 4,882
CENTRAL EURO DISTRIBUTION CP EQUITY 153435102 149 6,673 SH sole 1 6,673
CENTRAL EUROPEAN DIST COM EQUITY 153435102 2 71,100 SH sole 3 71,100
CENTRAL FREIGHT LINES INC EQUITY 153491105 28 4,669 SH sole 1 4,669
CENTRAL GARDEN & PET C EQUITY 153527106 281 9,183 SH sole 1 9,183
CENTRAL PACIFIC FINANCIAL CO EQUITY 154760102 630 22,894 SH sole 1 22,894
CENTRAL PARKING CORP. EQUITY 154785109 133 10,073 SH sole 1 10,073
CENTRAL VT PUB SVC CORP COM EQUITY 155771108 133 6,594 SH sole 1 6,594
CENTURY ALUMINUM CO. EQUITY 156431108 268 9,681 SH sole 1 9,681
CENTURY BANCORP INC EQUITY 156432106 60 1,903 SH sole 1 1,903
CENTURY BUSINESS SERVICES EQUITY 156490104 155 34,421 SH sole 1 34,421
CENTURYTEL INC EQUITY 156700106 5 154 SH defined 2 154
CENTURYTEL, INC. EQUITY 156700106 2067 60,379 SH sole 1 60,379
CEPHALON INC EQUITY 156708109 4652 97,111 SH sole 1 97,111
CEPHALON INC EQUITY 156708109 7563 157,900 SH defined 2 157,900
CEPHEID EQUITY 15670R107 196 22,724 SH sole 1 22,724
CERADYNE INC EQUITY 156710105 382 8,689 SH sole 1 8,689
CERADYNE INC COM EQUITY 156710105 6 128,700 SH sole 3 127,200 1,500
CERES GROUP INC EQUITY 156772105 90 16,426 SH sole 1 16,426
CERIDIAN CORP EQUITY 156779100 4513 245,120 SH sole 1 245,120
CERNER CORP EQUITY 156782104 670 15,492 SH sole 1 15,492
CERTEGY INC EQUITY 156880106 3892 104,600 SH sole 1 104,600
CH ENERGY GROUP INC. EQUITY 12541M102 1023 22,347 SH sole 1 22,347
CHAMPION ENTERPRISES, INC. EQUITY 158496109 395 38,372 SH sole 1 38,372
CHARLES RIV LABORATORIES I EQUITY 159864107 6275 137,000 SH defined 2 137,000
CHARLES RIVER ASSOCIAT EQUITY 159852102 212 5,536 SH sole 1 5,536
CHARLES RIVER LABORATORIES EQUITY 159864107 5769 26,414 SH sole 1 26,414
CHARLES SCHWAB EQUITY 808513105 19 2,050 SH defined 2 2,050
CHARLES SCHWAB CORP. EQUITY 808513105 6527 710,198 SH sole 1 710,198
CHARLOTTE RUSSE HOLDING INC EQUITY 161048103 73 6,321 SH sole 1 6,321
CHARMING SHOPPES, INC. EQUITY 161133103 446 62,673 SH sole 1 62,673
CHARTER COMMUNICATIONS INC CLASS A EQUITY 16117M107 390 146,715 SH sole 1 146,715
CHARTER FINL CORP WEST EQUITY 16122M100 73 2,160 SH sole 1 2,160
CHARTER MUNICIPAL MORTGAGE ACC EQUITY 160908109 3265 148,461 SH sole 1 148,461
CHATTEM INC EQUITY 162456107 294 9,115 SH sole 1 9,115
CHECK POINT SOFTWARE TECH EQUITY M22465104 313 18,470 SH sole 1 18,470
CHECKFREE HOLDINGS CORP. EQUITY 162813109 3957 143,008 SH sole 1 143,008
CHECKPOINT SYSTEMS, INC. EQUITY 162825103 319 20,469 SH sole 1 20,469
CHEESECAKE FACTORY EQUITY 163072101 3711 85,512 SH sole 1 85,512
CHELSEA PROPERTY GROUP INC. EQUITY 163421100 388 5,788 SH sole 1 5,788
CHEMED CORP. EQUITY 16359R103 368 6,608 SH sole 1 6,608
CHEMICAL FINANCIAL CORP. EQUITY 163731102 476 13,041 SH sole 1 13,041
CHENIERE ENERGY INC EQUITY 16411R208 203 10,286 SH sole 1 10,286
CHEROKEE INC DEL NEW EQUITY 16444H102 88 3,695 SH sole 1 3,695
CHEROKEE INTERNATIONAL CORP EQUITY 164450108 32 3,867 SH sole 1 3,867
CHESAPEAKE CORP. EQUITY 165159104 255 10,626 SH sole 1 10,626
CHESAPEAKE ENERGY CORP. EQUITY 165167107 87 5,476 SH sole 1 5,476
CHEVRONTEXACO CORP EQUITY 166764100 52619 980,968 SH sole 1 980,968
CHEVRONTEXACO CORP EQUITY 166764100 20630 384,596 SH defined 2 384,596
CHICAGO MERCANTILE EXCHANGE EQUITY 167760107 111 690 SH sole 1 690
CHICOS FAS INC EQUITY 168615102 325 9,500 SH defined 2 9,500
CHICOS'S FAS INC. EQUITY 168615102 5043 147,451 SH sole 1 147,451
CHILDREN'S PLACE, INC. EQUITY 168905107 221 9,226 SH sole 1 9,226
CHINA MOBILE HK LTD - SPON ADR EQUITY 16941M109 525 34,300 SH sole 1 34,300
CHINA PETROLEUM & CHEM-ADR EQUITY 16941R108 1850 45,060 SH sole 1 45,060
CHIQUITA BRANDS INTL EQUITY 170032809 386 22,193 SH sole 1 22,193
CHIRON CORP EQUITY 170040109 672 15,214 SH defined 2 15,214
CHIRON CORP. EQUITY 170040109 5202 117,686 SH sole 1 117,686
CHITTENDEN CORP. EQUITY 170228100 683 25,065 SH sole 1 25,065
CHOICE HOTELS INTL INC. EQUITY 169905106 23 397 SH sole 1 397
CHOICEPOINT INC. EQUITY 170388102 6237 146,238 SH sole 1 146,238
CHORDIANT SOFTWARE INC EQUITY 170404107 114 39,050 SH sole 1 39,050
CHRISTOPHER & BANKS CORPORATIO EQUITY 171046105 328 20,469 SH sole 1 20,469
CHUBB CORP EQUITY 171232101 4000 56,918 SH defined 2 56,918
Chubb Corp Com Stk USD1 EQUITY 171232101 2443 34,760 SH sole 1 34,760
CHUBB CORP. EQUITY 171232101 39892 567,611 SH sole 1 567,611
CHURCH & DWIGHT CO., INC. EQUITY 171340102 2864 102,071 SH sole 1 102,071
CHURCHILL DOWNS, INC. EQUITY 171484108 163 4,165 SH sole 1 4,165
CIA ANONIMA TELEF DE VEN-ADR (CANTV) EQUITY 204421101 119 5,300 SH sole 1 5,300
CIBER, INC. EQUITY 17163B102 209 27,780 SH sole 1 27,780
CIENA CORP EQUITY 171779101 1 649 SH defined 2 649
CIENA CORP. EQUITY 171779101 502 253,630 SH sole 1 253,630
CIGNA CORP EQUITY 125509109 11 157 SH defined 2 157
CIGNA CORP. EQUITY 125509109 4292 61,644 SH sole 1 61,644
CIMAREX ENERGY CO EQUITY 171798101 787 22,538 SH sole 1 22,538
CINCINNATI BELL INC EQUITY 171871106 3209 919,536 SH sole 1 919,536
CINCINNATI FINANCIAL CORP. EQUITY 172062101 3079 74,689 SH sole 1 74,689
CINCINNATI FINL CORP EQUITY 172062101 8 192 SH defined 2 192
CINERGY CORP EQUITY 172474108 8 206 SH defined 2 206
CINERGY CORP. EQUITY 172474108 3187 80,477 SH sole 1 80,477
CINTAS CORP EQUITY 172908105 8 195 SH defined 2 195
CINTAS CORP. EQUITY 172908105 3792 90,193 SH sole 1 90,193
CIPHERGEN BIOSYSTEMS INC EQUITY 17252Y104 49 12,609 SH sole 1 12,609
CIRCLE GROUP HOLDINGS INC EQUITY 172570103 20 10,943 SH sole 1 10,943
CIRCOR INTERNATIONAL, INC. EQUITY 17273K109 163 8,356 SH sole 1 8,356
CIRCUIT CITY STORE INC COM EQUITY 172737108 9 588,400 SH sole 3 569,500 18,900
CIRCUIT CITY STORES INC EQUITY 172737108 3 227 SH defined 2 227
CIRCUIT CITY STORES, INC. EQUITY 172737108 1361 88,705 SH sole 1 88,705
CIRRUS LOGIC, INC. EQUITY 172755100 219 45,960 SH sole 1 45,960
CISCO SYS INC EQUITY 17275R102 20943 1,151,507 SH defined 2 1,151,507
CISCO SYS INC COM EQUITY 17275R102 1 78,800 SH sole 3 78,800
Cisco Systems Inc Com Stk EQUITY 17275R102 108841 6,013,332 SH sole 1 6,013,332
CIT GROUP INC EQUITY 125581108 163 4,360 SH sole 1 4,360
CIT GROUP INC NEW EQUITY 125581108 239 6,400 SH defined 2 6,400
CITADEL BROADCASTING CORP EQUITY 17285T106 14 1,124 SH sole 1 1,124
CITIGOUP INC EQUITY 172967101 159808 3,622,129 SH sole 1 3,622,129
CITIGROUP INC EQUITY 172967101 33996 770,524 SH defined 2 770,524
Citigroup Inc. Com Stk USD.01 EQUITY 172967101 1267 28,716 SH sole 1 28,716
CITIZENS BANKING CORP. EQUITY 174420109 769 23,611 SH sole 1 23,611
CITIZENS COMMUNICATIONS CO EQUITY 17453B101 5 378 SH defined 2 378
CITIZENS COMMUNICATIONS INC EQUITY 17453B101 1969 147,016 SH sole 1 147,016
CITIZENS FIRST BANCORP EQUITY 17461R106 116 4,642 SH sole 1 4,642
CITIZENS INC EQUITY 174740100 95 15,959 SH sole 1 15,959
CITRIX SYS INC EQUITY 177376100 3 193 SH defined 2 193
CITRIX SYSTEMS, INC. EQUITY 177376100 1576 89,930 SH sole 1 89,930
CITY HOLDING CO. EQUITY 177835105 300 9,110 SH sole 1 9,110
CITY NATIONAL CORP. EQUITY 178566105 5245 80,753 SH sole 1 80,753
CITYBANK EQUITY 17770A109 147 4,200 SH sole 1 4,200
CK WITCO CORP EQUITY 227116100 2364 249,114 SH sole 1 249,114
CKE RESTAURANTS INC EQUITY 12561E105 311 28,188 SH sole 1 28,188
CLAIRE'S STORES, INC. EQUITY 179584107 4078 162,863 SH sole 1 162,863
CLARCOR, INC. EQUITY 179895107 659 13,823 SH sole 1 13,823
CLARK INC EQUITY 181457102 119 8,783 SH sole 1 8,783
CLARUS CORPORATION EQUITY 182707109 63 7,212 SH sole 1 7,212
CLAYTON WILLIAMS ENERGY, INC. EQUITY 969490101 59 2,769 SH sole 1 2,769
CLEAR CHANNEL COMMUNICATIO EQUITY 184502102 21 673 SH defined 2 673
CLEAR CHANNEL COMMUNICATIONS EQUITY 184502102 8724 279,893 SH sole 1 279,893
CLECO CORP EQUITY 12561W105 2088 121,097 SH sole 1 121,097
CLEVELAND CLIFFS INC EQUITY 185896107 5693 70,400 SH defined 2 70,400
CLEVELAND-CLIFFS, INC. EQUITY 185896107 471 5,827 SH sole 1 5,827
CLIFTON SAVINGS BANCORP INC EQUITY 18712Q103 87 7,486 SH sole 1 7,486
CLOROX CO EQUITY 189054109 13036 244,569 SH defined 2 244,569
CLOROX CO. EQUITY 189054109 4981 93,445 SH sole 1 93,445
CLOSURE MEDICAL CORP. EQUITY 189093107 53 3,745 SH sole 1 3,745
CMGI INC. EQUITY 125750109 248 205,285 SH sole 1 205,285
CMS ENERGY CORP EQUITY 125896100 2 184 SH defined 2 184
CMS ENERGY CORP. EQUITY 125896100 1502 157,754 SH sole 1 157,754
CNA FINANCIAL CORP EQUITY 126117100 14 570 SH sole 1 570
CNA SURETY CORP. EQUITY 12612L108 90 8,479 SH sole 1 8,479
CNET NETWORKS INC EQUITY 12613R104 2508 274,100 SH defined 2 274,100
CNET NETWORKS INC. EQUITY 12613R104 636 69,469 SH sole 1 69,469
CNF INC. EQUITY 12612W104 3445 84,037 SH sole 1 84,037
COACH INC EQUITY 189754104 3556 83,822 SH sole 1 83,822
COACH INC EQUITY 189754104 730 17,214 SH defined 2 17,214
COACHMEN INDUSTRIES, INC. EQUITY 189873102 121 7,673 SH sole 1 7,673
COASTAL FINL CORP DEL EQUITY 19046E105 101 6,985 SH sole 1 6,985
COBIZ INC EQUITY 190897108 116 7,018 SH sole 1 7,018
COCA COLA CO EQUITY 191216100 4024 100,466 SH defined 2 100,466
COCA COLA ENTERPRISES INC EQUITY 191219104 10 535 SH defined 2 535
COCA COLA ENTERPRISES, INC. EQUITY 191219104 4458 235,880 SH sole 1 235,880
COCA-COLA BOTTLING CO. EQUITY 191098102 117 2,158 SH sole 1 2,158
COCA-COLA CO. EQUITY 191216100 44011 1,098,896 SH sole 1 1,098,896
COEUR D'ALENE MINES CORP EQUITY 192108108 553 116,755 SH sole 1 116,755
COGNEX CORP. EQUITY 192422103 570 21,754 SH sole 1 21,754
COGNIZANT TECH SOLUTION EQUITY 192446102 6611 216,692 SH sole 1 216,692
COGNOS INC EQUITY 19244C109 16435 462,700 SH defined 2 462,700
COHEN & STEERS INC EQUITY 19247A100 63 4,081 SH sole 1 4,081
COHERENT, INC. EQUITY 192479103 427 16,446 SH sole 1 16,446
COHU, INC. EQUITY 192576106 173 11,683 SH sole 1 11,683
COINSTAR, INC EQUITY 19259P300 271 11,614 SH sole 1 11,614
COLDWATER CREEK, INC. EQUITY 193068103 249 11,953 SH sole 1 11,953
COLE NATIONAL CORP. CLASS A EQUITY 193290103 204 7,358 SH sole 1 7,358
COLE, K. PRODUCTIONS, INC. CLASS A EQUITY 193294105 128 4,540 SH sole 1 4,540
Coles Myer Ltd ADR EQUITY 193870409 89 1,650 SH sole 1 1,650
Colgate EQUITY 194162103 1807 40,000 SH sole 4 40,000
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CTS CORP. EQUITY 126501105 248 19,653 SH sole 1 19,653
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CYPRESS SEMICONDUCTOR CORP. EQUITY 232806109 1828 206,747 SH sole 1 206,747
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DAVE & BUSTERS INC EQUITY 23833N104 115 6,051 SH sole 1 6,051
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DELTA AIR LINES, INC. EQUITY 247361108 367 111,563 SH sole 1 111,563
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DENDREON CORP EQUITY 24823Q107 1444 171,715 SH sole 1 171,715
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DICK'S SPORTING GOODS INC EQUITY 253393102 585 16,414 SH sole 1 16,414
DIEBOLD, INC. EQUITY 253651103 5529 118,402 SH sole 1 118,402
DIGENE CORP EQUITY 253752109 198 7,642 SH sole 1 7,642
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DIGITALNET HOLDINGS INC EQUITY 25389B103 2240 74,140 SH sole 1 74,140
DIGITAS INC EQUITY 25388K104 226 29,238 SH sole 1 29,238
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DIME COMMUNITY BANCSHARES EQUITY 253922108 283 16,846 SH sole 1 16,846
DIMON, INC. EQUITY 254394109 145 24,581 SH sole 1 24,581
DIODES INC EQUITY 254543101 100 3,895 SH sole 1 3,895
DIONEX CORP. EQUITY 254546104 553 10,111 SH sole 1 10,111
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DIRECTV GROUP INC EQUITY 25459L106 2162 122,883 SH defined 2 122,883
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DJ ORTHOPEDICS INC EQUITY 23325G104 172 9,733 SH sole 1 9,733
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DOLLAR THRIFTY AUTOMOTIVE EQUITY 256743105 334 13,746 SH sole 1 13,746
DOLLAR TREE STORES INC. EQUITY 256747106 5260 195,160 SH sole 1 195,160
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DOMINION RESOURCES, INC. EQUITY 25746U109 9164 140,446 SH sole 1 140,446
DOMINO'S PIZZA INC EQUITY 25754A201 194 13,203 SH sole 1 13,203
DONALDSON CO., INC. EQUITY 257651109 4042 142,361 SH sole 1 142,361
DONEGAL GROUP INC-CL A EQUITY 257701201 66 3,412 SH sole 1 3,412
DONNELLEY R R + SONS CO EQUITY 257867101 8 250 SH defined 2 250
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DORCHESTER MINERALS LP EQUITY 25820R105 85 4,200 SH sole 1 4,200
DOT HILL SYSTEMS CORP EQUITY 25848T109 190 23,630 SH sole 1 23,630
DOUBLECLICK INC EQUITY 258609304 364 61,518 SH sole 1 61,518
DOV PHARMACEUTICAL INC EQUITY 259858108 2427 66,734 SH sole 1 66,734
DOVER CORP EQUITY 260003108 8580 220,732 SH defined 2 220,732
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DOVER DOWNS GAMING & ENTERTA EQUITY 260095104 57 5,525 SH sole 1 5,525
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Dow Chemical EQUITY 260543103 1355 30,000 SH sole 4 30,000
DOW CHEMICAL CO. EQUITY 260543103 19211 425,201 SH sole 1 425,201
DOW JONES & CO., INC. EQUITY 260561105 1748 43,038 SH sole 1 43,038
DOW JONES + CO INC EQUITY 260561105 4 93 SH defined 2 93
DOWNEY FINANCIAL CORP. EQUITY 261018105 587 10,676 SH sole 1 10,676
DPL, INC. EQUITY 233293109 4296 208,742 SH sole 1 208,742
DRESS BARN, INC. EQUITY 261570105 195 11,173 SH sole 1 11,173
DREW INDUSTRIES INC EQUITY 26168L205 139 3,891 SH sole 1 3,891
DREXLER TECHNOLOGY COR COM z 261876106 49 5,305 SH sole 1 5,305
DREYERS GRAND ICE CREAM EQUITY 261877104 555 6,940 SH sole 1 6,940
DRILL QUIP EQUITY 262037104 79 3,542 SH sole 1 3,542
DRS TECHNOLOGIES INC EQUITY 23330X100 483 12,894 SH sole 1 12,894
DRS TECHNOLOGIES INC COM EQUITY 23330X100 5 146,346 SH sole 3 139,700 6,646
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DSP GROUP, INC. COM EQUITY 23332B106 334 15,885 SH sole 1 15,885
DST SYS INC DEL COM EQUITY 233326107 2 35,400 SH sole 3 28,200 7,200
DST SYSTEMS INC EQUITY 233326107 6157 138,450 SH sole 1 138,450
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DTE ENERGY CO. EQUITY 233331107 16365 387,892 SH sole 1 387,892
DTE Energy Company EQUITY 233331107 7594 180,000 SH sole 4 180,000
DU PONT E I DE NEMOURS + C EQUITY 263534109 16488 385,240 SH defined 2 385,240
DUCOMMUN INC DEL EQUITY 264147109 89 3,962 SH sole 1 3,962
DUKE ENERGY CO EQUITY 264399106 24 1,069 SH defined 2 1,069
DUKE ENERGY CORP. EQUITY 264399106 20293 886,539 SH sole 1 886,539
DUKE REALTY EQUITY 264411505 632 19,030 SH sole 1 19,030
DUN & BRADSTREET CORP NEW WI EQUITY 26483E100 6808 115,980 SH sole 1 115,980
DUPONT PHOTOMASKS EQUITY 26613X101 136 7,980 SH sole 1 7,980
DUQUESNE LIGHT HOLDINGS INC EQUITY 266233105 3772 210,044 SH sole 1 210,044
DURATEK INC EQUITY 26658Q102 99 5,548 SH sole 1 5,548
DURECT CORPORATION EQUITY 266605104 23 16,530 SH sole 1 16,530
DUSA PHARAMACEUTICALS INC EQUITY 266898105 94 8,157 SH sole 1 8,157
DYAX CORP EQUITY 26746E103 109 14,262 SH sole 1 14,262
DYAX CORP EQUITY 26746E103 955 125,000 SH defined 2 125,000
DYCOM INDUSTRIES, INC. EQUITY 267475101 2996 105,522 SH sole 1 105,522
DYNAVAX TECHNOLOGIES CORP EQUITY 268158102 18 3,392 SH sole 1 3,392
DYNEGY INC NEW EQUITY 26816Q101 2 433 SH defined 2 433
DYNEGY INC. EQUITY 26816Q101 834 167,102 SH sole 1 167,102
E TRADE FINL CORP EQUITY 269246104 5441 476,425 SH defined 2 476,425
E*TRADE FINANCIAL CORP EQUITY 269246104 1899 166,329 SH sole 1 166,329
E.I. DU PONT DE NEMOURS AND CO EQUITY 263534109 19687 459,977 SH sole 1 459,977
E.PIHPANY, INC. EQUITY 26881V100 167 41,387 SH sole 1 41,387
EAGLE BROADBAND INC EQUITY 269437109 79 110,031 SH sole 1 110,031
EAGLE MATERIALS INC EQUITY 26969P108 731 10,254 SH sole 1 10,254
EARTHLINK INC EQUITY 270321102 777 75,457 SH sole 1 75,457
EAST WEST BANCORP EQUITY 27579R104 919 27,374 SH sole 1 27,374
EAST WEST BANCORP INC COM EQUITY 27579R104 8 241,640 SH sole 3 229,200 12,440
EASTGROUP PROPERTIES, INC. EQUITY 277276101 458 13,795 SH sole 1 13,795
EASTMAN CHEM CO EQUITY 277432100 4 89 SH defined 2 89
EASTMAN CHEMICAL CO. EQUITY 277432100 6163 129,610 SH sole 1 129,610
EASTMAN KODAK CO EQUITY 277461109 11 327 SH defined 2 327
EASTMAN KODAK CO. EQUITY 277461109 8695 269,864 SH sole 1 269,864
EATON CORP EQUITY 278058102 11 173 SH defined 2 173
EATON CORP. EQUITY 278058102 4518 71,249 SH sole 1 71,249
EATON VANCE CORP. EQUITY 278265103 4511 111,696 SH sole 1 111,696
EBAY INC EQUITY 278642103 18485 201,053 SH defined 2 201,053
eBay Inc USD0.001 EQUITY 278642103 84775 922,073 SH sole 1 922,073
ECHELON EQUITY 27874N105 120 15,246 SH sole 1 15,246
ECHOSTAR COMMUN COR EQUITY 278762109 38 1,225 SH defined 2 1,225
ECHOSTAR COMMUNICATIONS CORP. CLASS A EQUITY 278762109 504 16,180 SH sole 1 16,180
ECLIPSYS CORP. EQUITY 278856109 310 19,878 SH sole 1 19,878
ECOLAB INC EQUITY 278865100 9 293 SH defined 2 293
ECOLAB, INC. EQUITY 278865100 6650 211,512 SH sole 1 211,512
ECOLLEGE.COM INC EQUITY 27887E100 84 8,658 SH sole 1 8,658
EDGE PETROLEUM CORP EQUITY 279862106 113 7,055 SH sole 1 7,055
EDISON INTERNATIONAL INC EQUITY 281020107 5031 189,782 SH sole 1 189,782
EDISON INTL EQUITY 281020107 10 371 SH defined 2 371
EDO CORP EQUITY 281347104 237 8,536 SH sole 1 8,536
EDUCATION LENDING GROUP INC EQUITY 28140A109 101 6,809 SH sole 1 6,809
EDUCATION MANAGEMENT CORP. EQUITY 28139T101 3212 120,585 SH sole 1 120,585
EDUCATION MGMT CORP EQUITY 28139T101 546 20,500 SH defined 2 20,500
EDWARDS LIFESCIENCES CORP EQUITY 28176E108 362 10,800 SH defined 2 10,800
EDWARDS LIFESCIENCES CP EQUITY 28176E108 3302 98,575 SH sole 1 98,575
EFUNDS CORP EQUITY 28224R101 485 26,069 SH sole 1 26,069
EGL INC. EQUITY 268484102 589 19,474 SH sole 1 19,474
EL PASO CORP EQUITY 28336L109 3026 329,246 SH sole 1 329,246
EL PASO CORP EQUITY 28336L109 7 731 SH defined 2 731
EL PASO ELECTRIC CO. EQUITY 283677854 417 25,927 SH sole 1 25,927
ELAN PLC EQUITY 284131208 438 18,700 SH defined 2 18,700
ELDORADO GOLD CORPORATION EQUITY 284902103 2955 913,100 SH defined 1 0 913,100
ELECTRO RENT CORP. EQUITY 285218103 108 9,815 SH sole 1 9,815
ELECTRO SCIENTIFIC INDUSTRIES, EQUITY 285229100 266 15,305 SH sole 1 15,305
ELECTRONIC ARTS EQUITY 285512109 7051 153,316 SH sole 1 153,316
ELECTRONIC ARTS INC EQUITY 285512109 16 346 SH defined 2 346
ELECTRONIC DATA SYS CORP N EQUITY 285661104 11 584 SH defined 2 584
ELECTRONIC DATA SYSTEMS CORP. EQUITY 285661104 4429 228,424 SH sole 1 228,424
ELECTRONICS BOUTIQUE HLDGS. CO EQUITY 286045109 216 6,327 SH sole 1 6,327
ELECTRONICS FOR IMAGING, INC. EQUITY 286082102 474 29,193 SH sole 1 29,193
ELI LILLY AND CO. EQUITY 532457108 44128 734,860 SH sole 1 734,860
ELIZABETH ARDEN INC EQUITY 28660G106 257 12,216 SH sole 1 12,216
ELKCORP EQUITY 287456107 298 10,739 SH sole 1 10,739
EMBARCADERO TECHNOLOGIES INC EQUITY 290787100 98 11,559 SH sole 1 11,559
EMC CORP EQUITY 268648102 6754 585,251 SH defined 2 585,251
EMC CORP. EQUITY 268648102 12154 1,053,171 SH sole 1 1,053,171
EMC INS GROUP INC EQUITY 268664109 25 1,209 SH sole 1 1,209
EMCOR GROUP, INC. EQUITY 29084Q100 310 8,246 SH sole 1 8,246
EMERSON ELEC CO EQUITY 291011104 11373 183,763 SH defined 2 183,763
Emerson Electric EQUITY 291011104 1857 30,000 SH sole 4 30,000
EMERSON ELECTRIC CO. EQUITY 291011104 35760 577,799 SH sole 1 577,799
EMMIS COMMUNICATIONS CORP. CLASS A EQUITY 291525103 2131 117,994 SH sole 1 117,994
EMPIRE DISTRICT ELECTRIC CO. EQUITY 291641108 284 13,824 SH sole 1 13,824
EMPIRE RESORTS INC EQUITY 292052107 35 4,667 SH sole 1 4,667
EMPRESA NACIONAL DE ELEC ADR EQUITY 29244T101 2411 155,051 SH sole 1 155,051
EMS TECHNOLOGIES INC EQUITY 26873N108 104 6,036 SH sole 1 6,036
EMULEX CORP EQUITY 292475209 516 44,770 SH sole 1 44,770
ENCANA CORP EQUITY 292505104 2668 57,800 SH defined 1 0 57,800
ENCORE ACQUISITION CO EQUITY 29255W100 1106 32,068 SH sole 1 32,068
ENCORE ACQUISITION CO EQUITY 29255W100 6,800 SH sole 3 6,800
ENCORE CAPITAL GROUP INC EQUITY 292554102 125 6,606 SH sole 1 6,606
ENCORE MED CORP EQUITY 29256E109 1047 210,200 SH defined 2 210,200
ENCORE MEDICAL CORP EQUITY 29256E109 83 16,755 SH sole 1 16,755
ENCORE WIRE CORP EQUITY 292562105 114 8,637 SH sole 1 8,637
ENCYSIVE PHARMA INC COM EQUITY 29256X107 6 708,300 SH sole 3 681,700 26,600
ENCYSIVE PHARMACEUTICALS INC EQUITY 29256X107 260 28,764 SH sole 1 28,764
ENDO PHARMACEUTICALS EQUITY 29264F205 18 1,007 SH sole 1 1,007
ENDOCARDIAL SOLUTIONS EQUITY 292962107 138 11,957 SH sole 1 11,957
ENERGEN CORP. EQUITY 29265N108 1021 19,799 SH sole 1 19,799
ENERGIZER HOLDINGS INC EQUITY 29266R108 5935 128,742 SH sole 1 128,742
ENERGY CONVERSION DEVICES, INC EQUITY 292659109 145 10,971 SH sole 1 10,971
ENERGY EAST CORP EQUITY 29266M109 13756 546,299 SH sole 1 546,299
ENERGY PARTNERS LTD EQUITY 29270U105 214 13,160 SH sole 1 13,160
ENERGYSOUTH INC EQUITY 292970100 101 3,694 SH sole 1 3,694
Enersis S.A.-ADR EQUITY 29274F104 332 13,500 SH sole 1 13,500
ENERSYS EQUITY 29275Y102 87 6,808 SH sole 1 6,808
ENGELHARD CORP EQUITY 292845104 4 142 SH defined 2 142
ENGELHARD CORP. EQUITY 292845104 1610 56,775 SH sole 1 56,775
ENGINEERED SUPPORT SYS COM EQUITY 292866100 10 216,874 SH sole 3 208,900 7,974
ENGINEERED SUPPORT SYSTEMS EQUITY 292866100 554 12,134 SH sole 1 12,134
ENNIS INC EQUITY 293389102 191 8,931 SH sole 1 8,931
ENPRO INDUSTRIES INC EQUITY 29355X107 273 11,293 SH sole 1 11,293
ENSCO INTERNATIONAL, INC. EQUITY 26874Q100 8137 249,069 SH sole 1 249,069
ENSCO INTL INC EQUITY 26874Q100 47 1,450 SH defined 2 1,450
ENSTAR GROUP INC EQUITY 29358R107 86 1,736 SH sole 1 1,736
ENTEGRIS INC EQUITY 29362U104 198 23,748 SH sole 1 23,748
ENTERASYS NETWORKS INC EQUITY 293637104 183 114,449 SH sole 1 114,449
ENTERCOM COMMUNICATIONS CORP. EQUITY 293639100 2682 82,116 SH sole 1 82,116
ENTERGY ARKANSAS INC EQUITY 29364G103 17390 286,919 SH sole 1 286,919
ENTERGY CORP EQUITY 29364G103 16 259 SH defined 2 259
ENTERTAINMENT PROPERTIES TRUST EQUITY 29380T105 590 15,609 SH sole 1 15,609
ENTRAVISION COMMUNIC EQUITY 29382R107 200 26,265 SH sole 1 26,265
ENTRUST TECHNOLOGIES INC. EQUITY 293848107 88 34,632 SH sole 1 34,632
ENZO BIOCHEM, INC. EQUITY 294100102 197 13,142 SH sole 1 13,142
ENZON PHARMACEUTICALS INC EQUITY 293904108 381 23,889 SH sole 1 23,889
EOG RESOURCES INC EQUITY 26875P101 3456 52,489 SH sole 1 52,489
EOG RESOURCES INC EQUITY 26875P101 15642 237,534 SH defined 2 237,534
EON LABS INC EQUITY 29412E100 13 602 SH sole 1 602
EPICOR SOFTWARE CORPORATION EQUITY 29426L108 272 22,618 SH sole 1 22,618
EPIQ SYSTEMS INC EQUITY 26882D109 116 7,432 SH sole 1 7,432
EPIX PHARMACEUTICAL INC EQUITY 26881Q101 240 12,413 SH sole 1 12,413
EQUIFAX INC EQUITY 294429105 4 155 SH defined 2 155
EQUIFAX, INC. EQUITY 294429105 2015 76,423 SH sole 1 76,423
EQUINIX INC EQUITY 29444U502 163 5,288 SH sole 1 5,288
EQUITABLE RESOURCES, INC. EQUITY 294549100 5550 102,194 SH sole 1 102,194
EQUITY INNS, INC. EQUITY 294703103 296 29,919 SH sole 1 29,919
EQUITY OFFICE PPTYS TR EQUITY 294741103 13 459 SH defined 2 459
EQUITY OFFICE PROPERTIES TRUST EQUITY 294741103 6147 225,594 SH sole 1 225,594
EQUITY ONE INC EQUITY 294752100 520 26,482 SH sole 1 26,482
EQUITY RESIDENTIAL EQUITY 29476L107 4864 156,906 SH sole 1 156,906
ERESEARCHTECHNOLOGY IN EQUITY 29481V108 323 24,219 SH sole 1 24,219
ERICCSON 9LM0 TEL-SP ADR EQUITY 294821608 9284 297,170 SH sole 1 297,170
ERIE INDEMNITY COMPA EQUITY 29530P102 29 569 SH sole 1 569
ESCALADE INC EQUITY 296056104 59 4,279 SH sole 1 4,279
ESCO ELECTRONICS CORP EQUITY 296315104 478 7,048 SH sole 1 7,048
ESPEED INC EQUITY 296643109 129 13,121 SH sole 1 13,121
ESS TECHNOLOGY, INC. EQUITY 269151106 125 18,252 SH sole 1 18,252
ESSEX CORP COM EQUITY 296744105 3 222,700 SH sole 3 222,700
ESSEX PROPERTY TRUST, INC. EQUITY 297178105 1082 15,057 SH sole 1 15,057
ESTEE LAUDER COMPANIES-CL A EQUITY 518439104 95 2,263 SH sole 1 2,263
ESTERLINE TECHNOLOGIES CORP. EQUITY 297425100 353 11,533 SH sole 1 11,533
ETHAN ALLEN INTERIOR EQUITY 297602104 624 17,955 SH sole 1 17,955
EUROBANCSHARES INC EQUITY 298716101 82 4,426 SH sole 1 4,426
EURONET WORLDWIDE INC EQUITY 298736109 229 12,252 SH sole 1 12,252
EVEREST RE GROUP, LTD EQUITY G3223R108 6771 91,100 SH sole 1 91,100
EVERGREEN RESOURCES, INC. EQUITY 299900308 37 925 SH sole 1 925
EXACTECH INC EQUITY 30064E109 68 3,322 SH sole 1 3,322
EXAR CORP. EQUITY 300645108 315 22,277 SH sole 1 22,277
EXCEL TECHNOLOGY EQUITY 30067T103 169 6,526 SH sole 1 6,526
EXELIXIS, INC. EQUITY 30161Q104 277 34,313 SH sole 1 34,313
EXELON CORP EQUITY 30161N101 11053 301,252 SH sole 1 301,252
EXELON CORP EQUITY 30161N101 28 752 SH defined 2 752
EXIDE TECHNOLOGIES EQUITY 302051206 935 59,012 SH sole 1 59,012
EXIDE TECHNOLOGIES EQUITY 302051123 139 46,549 SH defined 2 46,549
EXIDE TECHNOLOGIES FORMERL EQUITY 302051206 295 18,619 SH defined 2 18,619
EXIDE TECHNOLOGIES-CW11 EQUITY 302051123 359 120,302 SH sole 1 120,302
EXPEDITORS INTERNATIONAL OF WA EQUITY 302130109 9428 182,357 SH sole 1 182,357
EXPONENT INC EQUITY 30214U102 90 3,278 SH sole 1 3,278
EXPRESS SCRIPTS INC EQUITY 302182100 6520 99,788 SH defined 2 99,788
EXPRESS SCRIPTS, INC. EQUITY 302182100 2572 39,370 SH sole 1 39,370
EXPRESSJET HOLDINGS IN EQUITY 30218U108 204 20,405 SH sole 1 20,405
EXTRA SPACE STORAGE INC EQUITY 30225T102 140 11,008 SH sole 1 11,008
EXTREME NETWORK INC EQUITY 30226D106 262 58,820 SH sole 1 58,820
EXTREME NETWORKS INC COM EQUITY 30226D106 5 1,141,000 SH sole 3 1,076,900 64,100
EXULT INC EQUITY 302284104 144 27,436 SH sole 1 27,436
EXXON MOBIL CORP EQUITY 30231G102 45135 933,889 SH defined 2 933,889
Exxon Mobil Corp Stk NPV EQUITY 30231G102 247601 5,123,126 SH sole 1 5,123,126
ExxonMobil Corp EQUITY 30231G102 2175 45,000 SH sole 4 45,000
EYETECH PHARMACEUTICALS INC EQUITY 302297106 5 142 SH sole 1 142
E-Z-EM INC EQUITY 269305405 64 3,590 SH sole 1 3,590
F N B CORP VA EQUITY 302930102 105 3,952 SH sole 1 3,952
F5 NETWORKS INC EQUITY 315616102 572 18,773 SH sole 1 18,773
FACTSET RESEARCH SYSTEMS, INC. EQUITY 303075105 535 11,094 SH sole 1 11,094
FAIR ISSAC CORP EQUITY 303250104 3387 116,000 SH sole 1 116,000
FAIRCHILD SEMICONDUCTOR CORP. EQUITY 303726103 2790 196,889 SH sole 1 196,889
FALCON FINANCIAL INVESTMENT EQUITY 306032103 3125 386,250 SH sole 1 386,250
FALCONSTOR SOFTWARE INC EQUITY 306137100 107 14,374 SH sole 1 14,374
FAMILY DLR STORES INC EQUITY 307000109 5 192 SH defined 2 192
FAMILY DOLLAR STORES, INC. EQUITY 307000109 2023 74,661 SH sole 1 74,661
FARMER BROS. CO. EQUITY 307675108 98 3,660 SH sole 1 3,660
FARMERS CAPITAL BANK CORP EQUITY 309562106 113 3,292 SH sole 1 3,292
FARO TECHNOLOGIES INC EQUITY 311642102 117 5,758 SH sole 1 5,758
FASTENAL CO EQUITY 311900104 6509 113,000 SH defined 2 113,000
FASTENAL CO. EQUITY 311900104 7490 130,037 SH sole 1 130,037
FBL FINANCIAL GROUP, INC., CLASS A EQUITY 30239F106 178 6,778 SH sole 1 6,778
FEDERAL AGRIC MTG CORP EQUITY 313148306 102 4,590 SH sole 1 4,590
FEDERAL NATIONAL MORTGAGE ASSO EQUITY 313586109 30908 487,509 SH sole 1 487,509
FEDERAL REALTY INVESTMENT TR. EQUITY 313747206 303 6,880 SH sole 1 6,880
FEDERAL SIGNAL CORP. EQUITY 313855108 1946 104,713 SH sole 1 104,713
FEDERATED DEPT STORES INC EQUITY 31410H101 6120 134,705 SH defined 2 134,705
FEDERATED DEPT STORES, INC. EQUITY 31410H101 3643 80,192 SH sole 1 80,192
FEDERATED INVESTORS EQUITY 314211103 1357 47,701 SH sole 1 47,701
FEDERATED INVS INC PA EQUITY 314211103 4 124 SH defined 2 124
FEDEX CORP EQUITY 31428X106 29 342 SH defined 2 342
FEDEX CORPORATION EQUITY 31428X106 10944 127,722 SH sole 1 127,722
FEI COMPANY EQUITY 30241L109 257 12,983 SH sole 1 12,983
FELCOR LODGING TRUST, INC. EQUITY 31430F101 380 33,611 SH sole 1 33,611
FERRO CORP. EQUITY 315405100 1988 91,129 SH sole 1 91,129
FIDELITY BANKSHARES INC EQUITY 31604Q107 267 7,174 SH sole 1 7,174
FIDELITY NATIONAL FINANCIAL EQUITY 316326107 10904 286,199 SH sole 1 286,199
FIFTH THIRD BANCORP EQUITY 316773100 11996 241,130 SH sole 1 241,130
FIFTH THIRD BANCORP EQUITY 316773100 32 650 SH defined 2 650
FILENET CORP. EQUITY 316869106 370 21,214 SH sole 1 21,214
FINANCIAL FEDERAL CORP. EQUITY 317492106 352 9,402 SH sole 1 9,402
FINCANCIAL INSTITUTIONS INC EQUITY 317585404 98 4,384 SH sole 1 4,384
FINDWHAT.COM EQUITY 317794105 261 13,945 SH sole 1 13,945
FINISAR CORPORATION EQUITY 31787A101 117 90,095 SH sole 1 90,095
FINISH LINE, INC. EQUITY 317923100 316 10,223 SH sole 1 10,223
FIRST ACCEPTANCE CORP EQUITY 318457108 80 11,139 SH sole 1 11,139
FIRST ADVANTAGE CORP-CL A EQUITY 31845F100 27 1,682 SH sole 1 1,682
FIRST AMERICAN CAP TRUST CLASS A EQUITY 318522307 4502 146,036 SH sole 1 146,036
FIRST BANCORP NORTH CAROLINA EQUITY 318910106 136 4,045 SH sole 1 4,045
FIRST BANCORP/PUERTO RICO EQUITY 318672102 905 18,733 SH sole 1 18,733
FIRST BUSEY CORP EQUITY 319383105 138 7,211 SH sole 1 7,211
FIRST CASH FINL SVCS INC EQUITY 31942D107 128 6,391 SH sole 1 6,391
FIRST CHARTER CORP. EQUITY 319439105 392 16,210 SH sole 1 16,210
FIRST CITIZENS BANCSHARES, INC CLASS EQUITY 31946M103 390 3,304 SH sole 1 3,304
FIRST CMNTY BANCORP CA EQUITY 31983B101 290 7,084 SH sole 1 7,084
FIRST COMMONWEALTH FINANCIAL EQUITY 319829107 2037 149,645 SH sole 1 149,645
FIRST COMMUNITY BANCSHARES INC EQUITY 31983A103 180 5,465 SH sole 1 5,465
FIRST DATA CORP EQUITY 319963104 42 977 SH defined 2 977
FIRST DATA CORP. EQUITY 319963104 30152 693,158 SH sole 1 693,158
FIRST FEDERAL CAPITAL CORP. EQUITY 319960100 328 10,854 SH sole 1 10,854
FIRST FINANCIAL BANCORP EQUITY 320209109 326 19,103 SH sole 1 19,103
FIRST FINANCIAL BANKSHARES EQUITY 32020R109 299 7,453 SH sole 1 7,453
FIRST FINANCIAL CORP. EQUITY 320218100 232 7,370 SH sole 1 7,370
FIRST FINANCIAL HOLDINGS, INC. EQUITY 320239106 214 6,849 SH sole 1 6,849
FIRST HEALTH GROUP CORP. EQUITY 320960107 3316 206,112 SH sole 1 206,112
FIRST HORIZON NATIONAL CORP EQUITY 320517105 2393 55,194 SH sole 1 55,194
FIRST HORIZON NATL CORP EQUITY 320517105 6 141 SH defined 2 141
FIRST HORIZON PHARMACEUTICAL EQUITY 32051K106 286 14,299 SH sole 1 14,299
FIRST INDIANA CORP. EQUITY 32054R108 129 6,432 SH sole 1 6,432
FIRST INDUSTRIAL REALITY TRUST EQUITY 32054K103 1001 27,135 SH sole 1 27,135
FIRST MARBLEHEAD CORP/THE EQUITY 320771108 17 377 SH sole 1 377
FIRST MERCHANTS CORP. EQUITY 320817109 249 10,099 SH sole 1 10,099
FIRST MIDWEST BANCORP, INC. EQUITY 320867104 877 25,364 SH sole 1 25,364
FIRST NATIONAL BANKSHARES-WI EQUITY 321100109 703 28,625 SH sole 1 28,625
FIRST NIAGARA FINANCIAL GRP EQUITY 33582V108 614 45,852 SH sole 1 45,852
FIRST OAK BROOK BANCSH EQUITY 335847208 112 3,647 SH sole 1 3,647
FIRST OF LONG ISLAND CORP EQUITY 320734106 79 1,857 SH sole 1 1,857
FIRST PLACE FINANCIAL CORP EQUITY 33610T109 148 7,416 SH sole 1 7,416
FIRST POTOMAC REALTY TRUST EQUITY 33610F109 33 1,610 SH sole 1 1,610
FIRST REPUBLIC BANK EQUITY 336158100 326 7,085 SH sole 1 7,085
FIRST ST BANCORPORATIO EQUITY 336453105 131 4,158 SH sole 1 4,158
FIRSTENERGY CORP EQUITY 337932107 15 376 SH defined 2 376
FIRSTENERGY CORP. EQUITY 337932107 25051 609,806 SH sole 1 609,806
FIRSTFED FINANCIAL CORP. EQUITY 337907109 452 9,240 SH sole 1 9,240
FIRSTMERIT CORP. EQUITY 337915102 3680 139,911 SH sole 1 139,911
FISERV INC EQUITY 337738108 8 223 SH defined 2 223
FISERV, INC. EQUITY 337738108 7199 206,525 SH sole 1 206,525
FISHER COMMUNICATIONS INC EQUITY 337756209 170 3,545 SH sole 1 3,545
FISHER SCIENTIFIC INTL COM NEW EQUITY 338032204 6 109,600 SH sole 3 105,000 4,600
FISHER SCIENTIFIC INTL INC EQUITY 338032204 8 131 SH defined 2 131
FISHER SCIENTIFIC INT'L., INC. EQUITY 338032204 7702 132,044 SH sole 1 132,044
FLAGSTAR BANCORP, INC. EQUITY 337930101 369 17,336 SH sole 1 17,336
FLANDERS CORPORATION EQUITY 338494107 61 7,124 SH sole 1 7,124
FLEETWOOD ENTERPRISES, INC. EQUITY 339099103 444 29,224 SH sole 1 29,224
FLEXTRONICS INTERNATIONAL EQUITY Y2573F102 5018 378,700 SH defined 2 378,700
FLEXTRONICS INTERNATIONAL LTD INFORMAT Y2573F102 580 43,800 SH sole 1 44
FLEXTRONICS INTL LTD ORD EQUITY Y2573F102 2 115,300 SH sole 3 95,300 20,000
FLIR SYS INC EQUITY 302445101 13 223,896 SH sole 3 211,898 11,998
FLIR SYSTEMS INC (USD) EQUITY 302445101 42 721 SH sole 1 721
FLORIDA EAST COAST INDUSTRIES EQUITY 340632108 441 11,739 SH sole 1 11,739
FLORIDA ROCK INDUSTRIES, INC. EQUITY 341140101 31 626 SH sole 1 626
FLOWERS FOODS INC EQUITY 343498101 500 19,355 SH sole 1 19,355
FLOWSERVE CORP. EQUITY 34354P105 2893 119,654 SH sole 1 119,654
FLUOR CORP EQUITY 343412102 37499 842,290 SH sole 1 842,290
FLUOR CORP NEW EQUITY 343412102 4 95 SH defined 2 95
FLUSHING FINANCIAL CORP EQUITY 343873105 175 9,208 SH sole 1 9,208
FLYI INC EQUITY 34407T104 97 24,699 SH sole 1 24,699
FMC CORP. EQUITY 302491303 3847 79,210 SH sole 1 79,210
FMC TECHNOLOGIES INC EQUITY 30249U101 3719 111,362 SH sole 1 111,362
FNB CORP. EQUITY 302520101 558 25,215 SH sole 1 25,215
FOOT LOCKER INC EQUITY 344849104 6081 256,576 SH sole 1 256,576
FORD MOTOR CO. EQUITY 345370860 10938 778,486 SH sole 1 778,486
FORD MTR CO DEL EQUITY 345370860 29 2,086 SH defined 2 2,086
FOREST CITY ENTERPRISES, INC. CLASS A EQUITY 345550107 35 627 SH sole 1 627
FOREST LABORATORIES, INC. EQUITY 345838106 8170 181,709 SH sole 1 181,709
FOREST LABS INC EQUITY 345838106 4868 108,222 SH defined 2 108,222
FOREST OIL CORP EQUITY 346091705 3717 123,418 SH sole 1 123,418
FORMFACTOR INC EQUITY 346375108 293 15,105 SH sole 1 15,105
FORRESTER RESEARCH, INC. EQUITY 346563109 113 7,440 SH sole 1 7,440
FORTUNE BRANDS INC EQUITY 349631101 12 164 SH defined 2 164
FORTUNE BRANDS, INC. EQUITY 349631101 5304 71,586 SH sole 1 71,586
FORWARD AIR CORP EQUITY 349853101 469 11,720 SH sole 1 11,720
FOSSIL INC COM EQUITY 349882100 12 374,708 SH sole 3 353,350 21,358
FOSSIL, INC. EQUITY 349882100 26 846 SH sole 1 846
FOUNDRY NETWORKS INC EQUITY 35063R100 23 2,467 SH sole 1 2,467
FOX ENTMT GROUP INC EQUITY 35138T107 7210 259,900 SH defined 2 259,900
FPIC INS GROUP INC EQUITY 302563101 113 4,370 SH sole 1 4,370
FPL GROUP INC EQUITY 302571104 14 211 SH defined 2 211
FPL GROUP, INC. EQUITY 302571104 5644 82,612 SH sole 1 82,612
FRANKLIN BANK CORP EQUITY 352451108 2951 173,100 SH defined 2 173,100
FRANKLIN BANK CORP/HOUSTON EQUITY 352451108 99 5,794 SH sole 1 5,794
FRANKLIN ELECTRIC CO., INC. EQUITY 353514102 346 8,749 SH sole 1 8,749
FRANKLIN RES INC EQUITY 354613101 16 284 SH defined 2 284
FRANKLIN RESOURCES, INC. EQUITY 354613101 5918 106,134 SH sole 1 106,134
FREDDIE MAC EQUITY 313400301 47513 747,813 SH sole 1 662,898
FRED'S INC. EQUITY 356108100 383 21,315 SH sole 1 21,315
FREEPORT MCMORAN COPPER + EQUITY 35671D857 8 202 SH defined 2 202
FREEPORT-MCMORAN COPPER & GOLD CLASS EQUITY 35671D857 3172 78,326 SH sole 1 78,326
FREESCALE SEMICONDUCTOR-A EQUITY 35687M107 39 2,719 SH sole 1 2,719
FREMONT GENERAL CORP. EQUITY 357288109 31 1,342 SH sole 1 1,342
FRIEDMAN BILLINGS RAMSEY-A EQUITY 358434108 55 2,882 SH sole 1 2,882
FRONTIER AIRLINES, INC. EQUITY 359065109 149 19,356 SH sole 1 19,356
FRONTIER FINANCIAL CORP. EQUITY 35907K105 312 8,825 SH sole 1 8,825
FRONTIER OIL CORP. EQUITY 35914P105 341 14,455 SH sole 1 14,455
FSI INTERNATIONAL, INC. EQUITY 302633102 68 16,272 SH sole 1 16,272
FTI CONSULTING INC EQUITY 302941109 438 23,185 SH sole 1 23,185
FUELCELL ENERGY INC EQUITY 35952H106 236 22,997 SH sole 1 22,997
FULTON FIN CORP EQUITY 360271100 55 2,550 SH sole 1 2,550
FURNITURE BRANDS INTERNATIONAL EQUITY 360921100 2949 117,572 SH sole 1 117,572
FX ENERGY INC EQUITY 302695101 139 15,365 SH sole 1 15,365
G & K SERVICES, INC. CLASS A EQUITY 361268105 378 9,505 SH sole 1 9,505
GABELLI ASSET MANAGEMENT, INC. EQUITY 36239Y102 154 3,587 SH sole 1 3,587
GABLES RESIDENTIAL TRUST EQUITY 362418105 658 19,269 SH sole 1 19,269
GALLAGHER, ARTHUR J & CO EQUITY 363576109 23491 709,053 SH sole 1 709,053
GAMESTOP CORP EQUITY 36466R101 149 8,037 SH sole 1 8,037
GANDER MOUNTAIN CO EQUITY 36471P108 62 3,115 SH sole 1 3,115
GANNETT CO., INC. EQUITY 364730101 9493 113,333 SH sole 1 113,333
GANNETT INC EQUITY 364730101 503 6,003 SH defined 2 6,003
GAP INC EQUITY 364760108 71 3,825 SH defined 2 3,825
GAP, INC. EQUITY 364760108 8038 431,017 SH sole 1 431,017
GARDNER DENVER, INC. EQUITY 365558105 297 10,762 SH sole 1 10,762
GARMIN LTD EQUITY G37260109 315 7,290 SH sole 1 7,290
GARTNER INC. CLASS A EQUITY 366651107 2495 213,427 SH sole 1 213,427
GATEWAY INC EQUITY 367626108 2 425 SH defined 2 425
GATEWAY, INC. EQUITY 367626108 1385 279,887 SH sole 1 279,887
GATX CORP. EQUITY 361448103 2859 107,248 SH sole 1 107,248
GAYLORD ENTERTAINMENT CO. EQUITY 367905106 515 16,612 SH sole 1 16,612
GB&T BANCSHARES INC EQUITY 361462104 91 4,111 SH sole 1 4,111
GCI, INC. EQUITY 369385109 224 24,739 SH sole 1 24,739
GEMSTAR-TV GUIDE INTERNATIONAL EQUITY 36866W106 29 5,100 SH sole 1 5,100
GENAERA CORPORATION EQUITY 36867G100 112 28,559 SH sole 1 28,559
GENCORP, INC. EQUITY 368682100 292 21,560 SH sole 1 21,560
GENELABS TECHNOLOGIES, INC. EQUITY 368706107 125 47,950 SH sole 1 47,950
GENENCOR INTERNATIONAL INC EQUITY 368709101 65 4,072 SH sole 1 4,072
GENENTECH INC EQUITY 368710406 5771 110,100 SH defined 2 110,100
GENENTECH, INC. EQUITY 368710406 139 2,660 SH sole 1 2,660
GENERAL BINDING CORP EQUITY 369154109 46 3,254 SH sole 1 3,254
GENERAL CABLE CORP. EQUITY 369300108 228 21,408 SH sole 1 21,408
General Dynamics EQUITY 369550108 2553 25,000 SH sole 4 25,000
GENERAL DYNAMICS CORP EQUITY 369550108 24823 243,128 SH defined 2 243,128
GENERAL DYNAMICS CORP. EQUITY 369550108 8923 87,398 SH sole 1 87,398
General Elec Co EQUITY 369604103 1847 55,000 SH sole 4 55,000
GENERAL ELEC CO EQUITY 369604103 68854 2,050,446 SH defined 2 2,050,446
GENERAL ELECTRIC CO. EQUITY 369604103 322046 9,590,401 SH sole 1 9,590,401
GENERAL GROWTH PROPE EQUITY 370021107 906 29,212 SH sole 1 29,212
GENERAL MILLS, INC. EQUITY 370334104 7261 161,723 SH sole 1 161,723
GENERAL MLS INC EQUITY 370334104 19 433 SH defined 2 433
GENERAL MOTORS CORP. EQUITY 370442105 10514 247,504 SH sole 1 247,504
GENERAL MTRS CORP EQUITY 370442105 9466 222,827 SH defined 2 222,827
GENESCO, INC. EQUITY 371532102 280 11,872 SH sole 1 11,872
GENESEE & WYO INC EQUITY 371559105 244 9,634 SH sole 1 9,634
GENESIS HEALTHCARE CORP EQUITY 37184D101 329 10,806 SH sole 1 10,806
GENESIS MICROCHIP INC EQUITY 37184C103 236 17,482 SH sole 1 17,482
GEN-PROBE INC EQUITY 36866T103 42 1,055 SH sole 1 1,055
GENTA INC EQUITY 37245M207 89 33,041 SH sole 1 33,041
GENTEX CORP EQUITY 371901109 362 10,300 SH defined 2 10,300
GENTEX CORP. EQUITY 371901109 4694 133,607 SH sole 1 133,607
GENTIVA HEALTH SERVICES EQUITY 37247A102 225 13,767 SH sole 1 13,767
GENUINE PARTS CO EQUITY 372460105 13807 359,755 SH defined 2 359,755
GENUINE PARTS CO. EQUITY 372460105 2995 78,038 SH sole 1 78,038
GENWORTH FINANCIAL INC-CL A EQUITY 37247D106 71 3,027 SH sole 1 3,027
GENZYME CORP EQUITY 372917104 6860 126,088 SH sole 1 126,088
GENZYME CORP EQUITY 372917104 395 7,260 SH defined 2 7,260
GEO GROUP INC EQUITY 36159R103 92 4,518 SH sole 1 4,518
GEOGLOBAL RESOURCES INC EQUITY 37249T109 587 525,000 SH sole 1 525,000
GEORGIA GULF CORP COM PAR $0.0 EQUITY 373200203 23 517,250 SH sole 3 500,400 16,850
GEORGIA GULF CORP. EQUITY 373200203 692 15,517 SH sole 1 15,517
GEORGIA-PACIFIC CORP. EQUITY 373298108 4447 123,706 SH sole 1 123,706
GERMAN AMERICAN BANCORP EQUITY 373865104 85 5,042 SH sole 1 5,042
GERON CORP EQUITY 374163103 147 24,568 SH sole 1 24,568
GETTY IMAGES INC EQUITY 374276103 3722 67,300 SH defined 2 67,300
GETTY IMAGES INC COM EQUITY 374276103 8,200 SH sole 3 3,600 4,600
GETTY IMAGES, INC. EQUITY 374276103 49 880 SH sole 1 880
GETTY REALTY CORP. EQUITY 374297109 397 15,156 SH sole 1 15,156
GEVITY HR INC EQUITY 374393106 198 12,904 SH sole 1 12,904
GIANT INDS INC COM EQUITY 374508109 2 75,300 SH sole 3 75,300
GIANT INDUSTRIES INC EQUITY 374508109 141 5,787 SH sole 1 5,787
GIBRALTAR STEEL CORP. COM z 37476F103 309 8,538 SH sole 1 8,538
GILEAD SCIENCES INC EQUITY 375558103 16563 443,091 SH defined 2 443,091
GILEAD SCIENCES, INC. EQUITY 375558103 12522 334,991 SH sole 1 334,991
GILLETTE CO EQUITY 375766102 716 17,142 SH defined 2 17,142
GILLETTE CO. EQUITY 375766102 25633 614,112 SH sole 1 614,112
GLACIER BANCORP, INC. EQUITY 37637Q105 389 13,341 SH sole 1 13,341
GLADSTONE CAPITAL CORP EQUITY 376535100 107 4,718 SH sole 1 4,718
GLATFELTER, P.H. CO. EQUITY 377316104 1078 87,016 SH sole 1 87,016
GLAXOSMITHKLINE EQUITY 37733W105 49 1,130 SH defined 2 1,130
GLENBOROUGH REALITY TRUST, INC EQUITY 37803P105 3294 158,603 SH sole 1 158,603
GLIMCHER REALITY TRUST EQUITY 379302102 568 23,384 SH sole 1 23,384
GLOBAL IMAGING SYSTEMS, INC. EQUITY 37934A100 391 12,565 SH sole 1 12,565
GLOBAL INDUSTRIES INC EQUITY 379336100 4093 662,300 SH defined 2 662,300
GLOBAL INDUSTRIES LT EQUITY 379336100 273 44,255 SH sole 1 44,255
GLOBAL PAYMENTS INC. EQUITY 37940X102 32 599 SH sole 1 599
GLOBAL POWER EQUIPME EQUITY 37941P108 137 18,423 SH sole 1 18,423
GLOBAL SANTAFE CORPORATION EQUITY G3930E101 30 975 SH defined 2 975
GLOBAL SIGNAL INC EQUITY 37944Q103 120 5,235 SH sole 1 5,235
GOL LINHAS AREAS INTEL ADR EQUITY 38045R107 284 14,000 SH sole 1 14,000
GOLD BANK CORP., INC. EQUITY 379907108 1779 131,891 SH sole 1 131,891
GOLDEN TELECOM INC EQUITY 38122G107 1137 39,839 SH sole 1 39,839
GOLDEN WEST FINANCIAL CORP. EQUITY 381317106 7204 64,934 SH sole 1 64,934
GOLDEN WEST FINL CORP DEL EQUITY 381317106 19 174 SH defined 2 174
GOLDMAN SACHS GROUP INC EQUITY 38141G104 66626 714,569 SH sole 1 714,569
GOLDMAN SACHS GROUP INC EQUITY 38141G104 27297 292,756 SH defined 2 292,756
GOODRICH CORP EQUITY 382388106 4 135 SH defined 2 135
GOODRICH CORP. EQUITY 382388106 1661 52,953 SH sole 1 52,953
GOODYEAR TIRE & RUBBER CO. EQUITY 382550101 1692 157,497 SH sole 1 157,497
GOODYEAR TIRE AND RUBBER EQUITY 382550101 2 200 SH defined 2 200
GOODYS FAMILY CLOTHING EQUITY 382588101 86 10,250 SH sole 1 10,250
GORMAN RUPP CO COM EQUITY 383082104 102 4,992 SH sole 1 4,992
GOVERNMENT PROPERTIES TRUST EQUITY 38374W107 100 10,511 SH sole 1 10,511
GPO TELEVISA SA ADR-REPR 20 EQUITY 40049J206 5307 100,650 SH sole 1 100,650
GRACE, W.R. & CO. EQUITY 38388F108 338 35,748 SH sole 1 35,748
GRACO, INC. EQUITY 384109104 3833 114,410 SH sole 1 114,410
GRAFTECH INTERNATIONAL LTD EQUITY 384313102 739 52,978 SH sole 1 52,978
GRAFTECH INTL LTD EQUITY 384313102 392 28,100 SH defined 2 28,100
GRAINGER W W INC EQUITY 384802104 6 104 SH defined 2 104
GRAMERCY CAPITAL CORP EQUITY 384871109 80 5,148 SH sole 1 5,148
GRANITE CONSTRUCTION, INC. EQUITY 387328107 2054 85,932 SH sole 1 85,932
GRANT PRIDECO INC EQUITY 38821G101 4147 202,388 SH sole 1 202,388
GRANT PRIDECO INC EQUITY 38821G101 1641 80,075 SH defined 2 80,075
GRAPHIC PACKAGING CORP EQUITY 388688103 235 36,322 SH sole 1 36,322
GRAY TELEVISION INC EQUITY 389375106 291 24,441 SH sole 1 24,441
GRAY TELEVISION INC COM EQUITY 389375106 1 89,000 SH sole 3 89,000
GREAT AMERICAN FINANCIAL RES EQUITY 389915109 60 3,951 SH sole 1 3,951
GREAT ATLANTIC & PACIFIC TEA EQUITY 390064103 55 9,003 SH sole 1 9,003
GREAT LAKES CHEM CORP. EQUITY 390568103 1320 51,543 SH sole 1 51,543
GREAT LAKES CHEMICAL CORP EQUITY 390568103 1 58 SH defined 2 58
GREAT PLAINS ENERGY INC EQUITY 391164100 5468 187,592 SH sole 1 187,592
GREAT SOUTHERN BANCORP, INC. EQUITY 390905107 177 5,650 SH sole 1 5,650
GREATER BAY BANCORP EQUITY 391648102 3205 111,479 SH sole 1 111,479
GREENBRIER COMPANIES INC EQUITY 393657101 74 3,090 SH sole 1 3,090
GREENFIELD ONLINE EQUITY 395150105 57 2,817 SH sole 1 2,817
GREENHILL & CO INC EQUITY 395259104 64 2,729 SH sole 1 2,729
GREENPOINT FINANCIAL CORP. EQUITY 395384100 2978 64,371 SH sole 1 64,371
GREIF INC CL A EQUITY 397624107 299 7,093 SH sole 1 7,093
GREY GLOBAL GROUP INC EQUITY 39787M108 470 472 SH sole 1 472
GREY WOLF, INC. EQUITY 397888108 496 101,498 SH sole 1 101,498
GRIFFON CORP. EQUITY 398433102 281 13,298 SH sole 1 13,298
GROUP 1 AUTOMOTIVE, INC. EQUITY 398905109 289 10,606 SH sole 1 10,606
GSI COMMERCE INC EQUITY 36238G102 93 10,538 SH sole 1 10,538
GTECH HOLDINGS CORP. EQUITY 400518106 4928 194,641 SH sole 1 194,641
GTX INC EQUITY 40052B108 34 2,955 SH sole 1 2,955
GUESS? INC EQUITY 401617105 145 8,116 SH sole 1 8,116
GUIDANT CORP EQUITY 401698105 13294 201,309 SH defined 2 201,309
Guidant Corp Com Stk NPV EQUITY 401698105 30996 469,354 SH sole 1 469,354
GUILFORD PHARMACEUTICALS INC EQUITY 401829106 120 23,934 SH sole 1 23,934
GUITAR CENTER, INC. EQUITY 402040109 574 13,262 SH sole 1 13,262
GULF ISLAND FABRICATION, INC. EQUITY 402307102 97 4,355 SH sole 1 4,355
GULFMARK OFFSHORE, INC. EQUITY 402629109 129 7,872 SH sole 1 7,872
Gulfterra Energy Partners EQUITY 40274U108 1469 35,000 SH sole 4 35,000
GYMBOREE CORP. EQUITY 403777105 240 16,633 SH sole 1 16,633
H J HEINZ CO. EQUITY 423074103 5342 148,298 SH sole 1 148,298
H.B. FULLER CO. EQUITY 359694106 425 15,524 SH sole 1 15,524
HAEMONETICS CORP. EQUITY 405024100 349 10,634 SH sole 1 10,634
HAIN CELESTIAL GROUP INC EQUITY 405217100 247 13,996 SH sole 1 13,996
HALLIBURTON CO EQUITY 406216101 110 3,278 SH defined 2 3,278
HALLIBURTON CO. EQUITY 406216101 51528 1,529,473 SH sole 1 1,529,473
HAMMONS JOHN Q HOTELS INC EQUITY 408623106 480 43,825 SH defined 2 43,825
HANCOCK FABRICS, INC. EQUITY 409900107 296 24,669 SH sole 1 24,669
HANCOCK HOLDING CO. EQUITY 410120109 482 15,148 SH sole 1 15,148
HANDLEMAN CO. EQUITY 410252100 266 12,994 SH sole 1 12,994
HANGER ORTHOPEDIC GROUP EQUITY 41043F208 58 11,665 SH sole 1 11,665
HANMI FINL CORP EQUITY 410495105 242 8,012 SH sole 1 8,012
HANOVER COMPRESSOR COMPANY EQUITY 410768105 2272 168,947 SH sole 1 168,947
HANSEN NATURAL CORP EQUITY 411310105 79 3,272 SH sole 1 3,272
HARBOR FLORIDA BANCSHARES EQUITY 411901101 352 11,330 SH sole 1 11,330
HARLAND, JOHN H. CO. EQUITY 412693103 481 15,342 SH sole 1 15,342
HARLEY DAVIDSON INC EQUITY 412822108 20 336 SH defined 2 336
HARLEY-DAVIDSON FUNDING EQUITY 412822108 7440 125,166 SH sole 1 125,166
HARLEYSVILLE GROUP, INC. EQUITY 412824104 145 7,038 SH sole 1 7,038
HARLEYSVILLE NATIONAL CORP. EQUITY 412850109 350 14,265 SH sole 1 14,265
HARMAN INT'L INDUSTRIES, INC. EQUITY 413086109 11716 108,737 SH sole 1 108,737
HARMONIC INC. EQUITY 413160102 260 39,123 SH sole 1 39,123
HARRAH'S ENTERTAINMENT, INC. EQUITY 413619107 2650 50,026 SH sole 1 50,026
HARRAHS ENTMT INC EQUITY 413619107 7 128 SH defined 2 128
HARRIS & HARRIS GROUP INC EQUITY 413833104 87 8,458 SH sole 1 8,458
HARRIS CORP DEL EQUITY 413875105 214 3,900 SH defined 2 3,900
HARRIS CORP. EQUITY 413875105 6008 109,347 SH sole 1 109,347
HARRIS INTERACTIVE INC EQUITY 414549105 176 26,680 SH sole 1 26,680
HARSCO CORP. EQUITY 415864107 3051 67,947 SH sole 1 67,947
HART MARX EQUITY 417119104 92 12,456 SH sole 1 12,456
HARTE-HANKS COMMUNICATIONS EQUITY 416196103 3534 141,320 SH sole 1 141,320
HARTFORD FINANCIAL SVCS GR EQUITY 416515104 21 334 SH defined 2 334
HARTFORD FINANCIAL SVCS GROUP EQUITY 416515104 55877 902,264 SH sole 1 902,264
HARVEST NATURAL RESOUR EQUITY 41754V103 325 19,581 SH sole 1 19,581
HASBRO INC EQUITY 418056107 4 202 SH defined 2 202
HASBRO, INC. EQUITY 418056107 1894 100,758 SH sole 1 100,758
HAVERTY FURNITURE COMPANIES EQUITY 419596101 177 10,111 SH sole 1 10,111
HAWAIIAN ELECTRIC INDUSTRIES, EQUITY 419870100 4339 163,471 SH sole 1 163,471
HAYES LEMMERZ INTERNATIONAL EQUITY 420781304 209 20,551 SH sole 1 20,551
HCA INC EQUITY 404119109 269 7,050 SH defined 2 7,050
HCA INC. EQUITY 404119109 9211 241,448 SH sole 1 241,448
HCC INSURANCE HOLDINGS, INC. EQUITY 404132102 3221 106,823 SH sole 1 106,823
HEADWATERS INC EQUITY 42210P102 564 18,290 SH sole 1 18,290
HEALTH CARE PPTYS INVEST INC EQUITY 421915109 4290 165,014 SH sole 1 165,014
Health Care Prop Investors EQUITY 421915109 2340 90,000 SH sole 4 90,000
HEALTH CARE REIT, INC. EQUITY 42217K106 6020 171,009 SH sole 1 171,009
HEALTH MANAGEMENT ASSOC. EQUITY 421933102 2220 108,656 SH sole 1 108,656
HEALTH MGMT ASSOC EQUITY 421933102 6 277 SH defined 2 277
HEALTH NET INC. EQUITY 42222G108 4565 184,649 SH sole 1 184,649
Healthcare Realty Trust EQUITY 421946104 2538 65,000 SH sole 4 65,000
HEALTHCARE REALTY TRUST, INC. EQUITY 421946104 1222 31,308 SH sole 1 31,308
HEALTHCARE SVCS GRP IN EQUITY 421906108 145 8,097 SH sole 1 8,097
HEALTHEXTRAS INC EQUITY 422211102 378 27,082 SH sole 1 27,082
HEARST-ARGYLE TELEVI EQUITY 422317107 15 621 SH sole 1 621
HEARTLAND EXPRESS INC EQUITY 422347104 4686 253,958 SH defined 2 253,958
HEARTLAND EXPRESS, INC. EQUITY 422347104 456 24,721 SH sole 1 24,721
HEARTLAND FINANCIAL USA INC EQUITY 42234Q102 100 5,404 SH sole 1 5,404
HECLA MNG CO EQUITY 422704106 479 64,432 SH sole 1 64,432
HEICO CORP. EQUITY 422806109 188 10,608 SH sole 1 10,608
HEIDRICK & STRUGGLES INT'L EQUITY 422819102 263 9,122 SH sole 1 9,122
HEINZ H J CO EQUITY 423074103 14 398 SH defined 2 398
HELEN OF TROY CORP LTD COM EQUITY G4388N106 12,800 SH sole 3 5,600 7,200
HELIX TECHNOLOGY CORP. EQUITY 423319102 193 14,226 SH sole 1 14,226
HELMERICH & PAYNE, INC. EQUITY 423452101 4748 165,509 SH sole 1 165,509
HENRY JACK & ASSOCIATES EQUITY 426281101 2789 148,564 SH sole 1 148,564
HENRY SCHEIN INC EQUITY 806407102 4664 74,850 SH sole 1 74,850
HERCULES INC EQUITY 427056106 2 127 SH defined 2 127
HERCULES, INC. EQUITY 427056106 1533 107,605 SH sole 1 107,605
HERITAGE PROPERTY INVESTMENT EQUITY 42725M107 4835 165,760 SH sole 1 165,760
HERLEY INDS INC DEL EQUITY 427398102 116 6,220 SH sole 1 6,220
HERMAN MILLER, INC. EQUITY 600544100 2900 117,645 SH sole 1 117,645
HERSHA HOSPITALITY TRUST EQUITY 427825104 17 1,860 SH sole 1 1,860
HERSHEY FOODS CORP EQUITY 427866108 13 281 SH defined 2 281
HERSHEY FOODS CORP. EQUITY 427866108 5053 108,176 SH sole 1 108,176
HEWITT ASSOCIATES INC-CL A EQUITY 42822Q100 17 651 SH sole 1 651
HEWLETT PACKARD CO EQUITY 428236103 8052 429,436 SH defined 2 429,436
HEWLETT PACKARD CO. EQUITY 428236103 31204 1,664,193 SH sole 1 1,664,193
HEXCEL CORP. EQUITY 428291108 157 11,369 SH sole 1 11,369
HIBBETT SPORTING GOODS, INC. EQUITY 428565105 261 12,743 SH sole 1 12,743
HIBERNIA CORP EQUITY 428656102 7487 283,500 SH defined 2 283,500
HIBERNIA CORP. CLASS A EQUITY 428656102 6769 256,299 SH sole 1 256,299
HIGHLAND HOSPITALITY CORP EQUITY 430141101 266 23,376 SH sole 1 23,376
HIGHWOODS PROPERTIES, INC. EQUITY 431284108 3020 122,708 SH sole 1 122,708
HILB, ROGAL & HAMILTON CO. EQUITY 431294107 608 16,773 SH sole 1 16,773
HILLENBRAND INDUSTRIES, INC. EQUITY 431573104 5157 102,060 SH sole 1 102,060
HILTON HOTELS CORP EQUITY 432848109 3602 191,182 SH sole 1 191,182
HILTON HOTELS CORP EQUITY 432848109 8 439 SH defined 2 439
HNI CORP EQUITY 404251100 3755 94,882 SH sole 1 94,882
HNI CORP EQUITY 404251100 3499 88,400 SH defined 2 88,400
HOLLINGER INTERNATIONAL, INC. EQUITY 435569108 541 31,266 SH sole 1 31,266
HOLLIS-EDEN PHARMACEUTICALS EQUITY 435902101 81 7,495 SH sole 1 7,495
HOLLY CORP. EQUITY 435758305 283 11,087 SH sole 1 11,087
HOLLYWOOD ENTERTAINMENT CORP. EQUITY 436141105 1243 125,959 SH sole 1 125,959
HOLLYWOOD PARK, INC. EQUITY 723456109 267 19,355 SH sole 1 19,355
HOLOGIC INC EQUITY 436440101 214 11,109 SH sole 1 11,109
HOME DEPOT INC EQUITY 437076102 18115 462,122 SH defined 2 462,122
HOME DEPOT, INC. EQUITY 437076102 67616 1,724,892 SH sole 1 1,724,892
HOME PROPERTIES INC. EQUITY 437306103 852 21,549 SH sole 1 21,549
HOMEBANC CORP/GA EQUITY 43738R109 169 18,790 SH sole 1 18,790
HOMESTORE INC EQUITY 437852106 2008 869,100 SH defined 2 869,100
HOMESTORE.COM EQUITY 437852106 142 61,531 SH sole 1 61,531
HONEYWELL INTERNATIONAL INC. EQUITY 438516106 13543 377,660 SH sole 1 377,660
HONEYWELL INTL INC EQUITY 438516106 24872 693,580 SH defined 2 693,580
HOOKER FURNITURE CORP EQUITY 439038100 103 3,730 SH sole 1 3,730
HOOPER HOLMES, INC. EQUITY 439104100 140 31,190 SH sole 1 31,190
HORACE MANN EDUCATORS CORP. EQUITY 440327104 1636 93,076 SH sole 1 93,076
HORIZON FINANCIAL CORP EQUITY 44041F105 109 5,670 SH sole 1 5,670
HORMEL FOODS CORP. EQUITY 440452100 6094 227,570 SH sole 1 227,570
HORNBECK OFFSHORE SERVICES EQUITY 440543106 55 3,305 SH sole 1 3,305
HORNBECK OFFSHORE SVCS COM EQUITY 440543106 5 284,900 SH sole 3 282,200 2,700
HORNBECK OFFSHORE SVCS INC EQUITY 440543106 5572 337,700 SH defined 2 337,700
HOSPIRA INC EQUITY 441060100 2176 71,105 SH sole 1 71,105
Hospira Inc EQUITY 441060100 77 2,500 SH sole 4 2,500
HOSPIRA INC EQUITY 441060100 7 227 SH defined 2 227
HOSPITALITY PROPERTIES TRUST EQUITY 44106M102 10732 252,575 SH sole 1 252,575
HOT TOPIC INC EQUITY 441339108 448 26,276 SH sole 1 26,276
HOUSTON EXPLORATION COMPAN EQUITY 442120101 408 6,879 SH sole 1 6,879
HOVNANIAN ENTER, INC. COM PAR $0.01 EQUITY 442487203 4018 100,203 SH sole 1 100,203
HRPT PROPERTIES TRUST EQUITY 40426W101 262 23,862 SH sole 1 23,862
HUB GROUP INC-CL A EQUITY 443320106 146 3,912 SH sole 1 3,912
HUBBELL INC. CLASS B EQUITY 443510201 4502 100,422 SH sole 1 100,422
HUDSON CITY BANCORP EQUITY 443683107 51 1,438 SH sole 1 1,438
HUDSON HIGHLAND GROUP INC EQUITY 443792106 158 5,425 SH sole 1 5,425
HUDSON RIVER BANKCORP. EQUITY 444128102 314 16,529 SH sole 1 16,529
HUGHES SUPPLY, INC. EQUITY 444482103 38 1,270 SH sole 1 1,270
HUMAN GENOME SCIENCES, INC. EQUITY 444903108 771 70,681 SH sole 1 70,681
HUMANA INC EQUITY 444859102 4 182 SH defined 2 182
HUMANA, INC. EQUITY 444859102 1525 76,333 SH sole 1 76,333
HUNT JB TRANS SVC INC COM EQUITY 445658107 6 172,700 SH sole 3 165,900 6,800
HUNTINGTON BANCSHARES INC EQUITY 446150104 7 262 SH defined 2 262
HUNTINGTON BANCSHARES, INC. EQUITY 446150104 2550 102,371 SH sole 1 102,371
HUSDON UNITED BANCORP EQUITY 444165104 35 954 SH sole 1 954
HUTCHINSON TECHNOLOGY, INC. EQUITY 448407106 380 14,205 SH sole 1 14,205
HYDRIL EQUITY 448774109 373 8,676 SH sole 1 8,676
HYPERCOM CORP EQUITY 44913M105 205 27,765 SH sole 1 27,765
HYPERION SOLUTIONS CORP EQUITY 44914M104 722 21,249 SH sole 1 21,249
HYPERION SOLUTIONS CP COM EQUITY 44914M104 7 216,308 SH sole 3 203,300 13,008
IAC/INTERACTIVECORP EQUITY 44919P102 1153 52,340 SH sole 1 52,340
IBERIABANK CORP EQUITY 450828108 197 3,413 SH sole 1 3,413
Icon Plc - Sponsored ADR EQUITY 45103T107 2166 65,800 SH sole 1 65,800
ICOS CORPORATION EQUITY 449295104 27 1,112 SH sole 1 1,112
ICU MEDICAL, INC. EQUITY 44930G107 150 5,744 SH sole 1 5,744
ID BIOMEDICAL CORP EQUITY 44936D108 260 20,000 SH defined 2 20,000
IDACORP, INC. EQUITY 451107106 2415 83,103 SH sole 1 83,103
IDENIX PHARMACEUTICALS INC EQUITY 45166R204 51 3,159 SH sole 1 3,159
IDENTIX INC EQUITY 451906101 320 48,056 SH sole 1 48,056
IDEX CORP EQUITY 45167R104 7427 218,700 SH defined 2 218,700
IDEX CORP. EQUITY 45167R104 928 27,318 SH sole 1 27,318
IDEXX LABORATORIES, INC. EQUITY 45168D104 38 745 SH sole 1 745
IDINE REWARDS NETWORK EQUITY 761557107 58 8,705 SH sole 1 8,705
IDT CORP-CL B EQUITY 448947309 18 1,204 SH sole 1 1,204
IDX SYSTEMS CORP. EQUITY 449491109 367 11,295 SH sole 1 11,295
I-FLOW CORP EQUITY 449520303 143 9,877 SH sole 1 9,877
IGATE CORP EQUITY 45169U105 42 11,346 SH sole 1 11,346
IHOP CORP. EQUITY 449623107 421 11,010 SH sole 1 11,010
II VI INC COM EQUITY 902104108 6 175,600 SH sole 3 169,100 6,500
II-VI INC EQUITY 902104108 214 6,108 SH sole 1 6,108
IKON OFFICE SOLUTIONS INC. EQUITY 451713101 29 2,406 SH sole 1 2,406
ILEX ONCOLOGY INC EQUITY 451923106 536 21,286 SH sole 1 21,286
ILLINOIS TOOL WKS INC EQUITY 452308109 32 345 SH defined 2 345
Illinois Tool Works EQUITY 452308109 1863 20,000 SH sole 4 20,000
ILLINOIS TOOL WORKS, INC. EQUITY 452308109 16178 173,635 SH sole 1 173,635
ILLUMINA INC EQUITY 452327109 94 15,847 SH sole 1 15,847
IMAGISTICS INTL INC EQUITY 45247T104 305 9,071 SH sole 1 9,071
IMATION CORP. EQUITY 45245A107 2752 77,316 SH sole 1 77,316
IMC GLOBAL, INC. EQUITY 449669100 4379 251,798 SH sole 1 251,798
IMCLONE SYSTEMS EQUITY 45245W109 74 1,400 SH sole 1 1,400
IMCO RECYCLING INC EQUITY 449681105 85 7,429 SH sole 1 7,429
IMMUCOR INC EQUITY 452526106 402 16,235 SH sole 1 16,235
IMMUNICON CORP EQUITY 45260A107 33 3,285 SH sole 1 3,285
IMMUNOGEN INC EQUITY 45253H101 101 19,946 SH sole 1 19,946
IMMUNOMEDICS, INC. EQUITY 452907108 59 22,664 SH sole 1 22,664
IMPAC MORTGAGE HOLDINGS INC EQUITY 45254P102 946 35,968 SH sole 1 35,968
IMPAX LABORATORIES INC EQUITY 45256B101 407 26,493 SH sole 1 26,493
IMPAX LABORATORIES INC COM EQUITY 45256B101 10 637,378 SH sole 3 624,300 13,078
IMS HEALTH INC EQUITY 449934108 6 267 SH defined 2 267
IMS HEALTH, INC. EQUITY 449934108 2493 104,232 SH sole 1 104,232
INAMED CORP EQUITY 453235103 2801 58,761 SH sole 1 58,761
INCYTE CORP EQUITY 45337C102 320 33,256 SH sole 1 33,256
INDEPENDENCE COMMUNITY BANK EQUITY 453414104 5413 138,619 SH sole 1 138,619
INDEPENDENCE HLDG CO N EQUITY 453440307 44 2,492 SH sole 1 2,492
INDEPENDENT BANK CORP.-MASSACHUSETTS EQUITY 453836108 247 8,006 SH sole 1 8,006
INDEPENDENT BANK CORP.-MICHIGAN EQUITY 453838104 273 10,122 SH sole 1 10,122
INDEVUS PHARMACEUTICALS INC EQUITY 454072109 160 22,534 SH sole 1 22,534
INDYMAC BANCORP, INC. EQUITY 456607100 5371 148,357 SH sole 1 148,357
INET TECHNOLOGY EQUITY 45662V105 160 12,692 SH sole 1 12,692
INFINITY PROPERTY & CASUALTY EQUITY 45665Q103 332 11,253 SH sole 1 11,253
INFOCROSSING INC EQUITY 45664X109 135 8,547 SH sole 1 8,547
INFOCROSSING INC COM EQUITY 45664X109 1 50,200 SH sole 3 50,200
INFOCUS CORPORATION EQUITY 45665B106 198 21,566 SH sole 1 21,566
INFONET SERVICES COR EQUITY 45666T106 56 34,043 SH sole 1 34,043
INFORMATICA CORP EQUITY 45666Q102 273 46,709 SH sole 1 46,709
INFORMATION HOLDINGS INC. EQUITY 456727106 696 25,555 SH sole 1 25,555
INFOSPACE INC. EQUITY 45678T201 824 17,384 SH sole 1 17,384
INFOUSA INC. CLASS B EQUITY 456818301 154 17,320 SH sole 1 17,320
INFRASOURCE SERVICES INC EQUITY 45684P102 49 4,695 SH sole 1 4,695
INGERSOLL RAND COMPANY LIM EQUITY G4776G101 1291 18,998 SH defined 2 18,998
INGERSOLL-RAND CO CL A EQUITY G4776G101 8243 121,268 SH sole 1 121,268
INGLES MARKETS, INC., CLASS A EQUITY 457030104 67 5,557 SH sole 1 5,557
INGRAM MICRO INC. CLASS A EQUITY 457153104 41 2,570 SH sole 1 2,570
INKINE PHARMACEUTICAL CO INC EQUITY 457214104 135 26,514 SH sole 1 26,514
INNKEEPERS USA TRUST EQUITY 4576J0104 275 22,069 SH sole 1 22,069
INNOVATIVE SOLTNS&SUPP COM EQUITY 45769N105 1 28,300 SH sole 3 28,300
INNOVATIVE SOLUTIONS & SUPPORT EQUITY 45769N105 93 3,799 SH sole 1 3,799
INPUT/OUTPUT, INC. EQUITY 457652105 358 34,695 SH sole 1 34,695
INSIGHT COMMUNICATIO EQUITY 45768V108 213 24,258 SH sole 1 24,258
INSIGHT ENTERPRISES, INC. EQUITY 45765U103 444 26,354 SH sole 1 26,354
INSITUFORM TECHNOLOGIES, INC. CLASS A EQUITY 457667103 272 14,552 SH sole 1 14,552
INSPIRE PHARMACEUTICALS INC EQUITY 457733103 325 20,676 SH sole 1 20,676
INSTINET GROUP INCORPORATED EQUITY 457750107 14 2,792 SH sole 1 2,792
INSURANCE AUTO AUCTIONS INC COM EQUITY 457875102 81 4,705 SH sole 1 4,705
INSWEB CORP EQUITY 45809K202 28 9,194 SH sole 1 9,194
INTAC INTERNATIONAL EQUITY 45811T100 34 4,289 SH sole 1 4,289
INTEGRA BANK CORP. EQUITY 45814P105 181 8,339 SH sole 1 8,339
INTEGRA LIFESCIENCES CORP EQUITY 457985208 10391 323,600 SH defined 2 323,600
INTEGRA LIFESCIENCES HOLDINGS EQUITY 457985208 355 11,047 SH sole 1 11,047
INTEGRATED CIRCUIT SYSTEMS EQUITY 45811K208 2679 124,620 SH sole 1 124,620
INTEGRATED DEVICE TECHNOLOGY, EQUITY 458118106 2195 230,325 SH sole 1 230,325
INTEGRATED ELECTRICAL SERVICES EQUITY 45811E103 86 17,906 SH sole 1 17,906
INTEGRATED SILICON SOLUTION EQUITY 45812P107 141 19,438 SH sole 1 19,438
INTEL CORP EQUITY 458140100 21806 1,087,014 SH defined 2 1,087,014
INTEL CORP COM EQUITY 458140100 2 74,800 SH sole 3 74,800
INTEL CORP. EQUITY 458140100 83197 4,147,417 SH sole 1 4,147,417
INTER PARFUMS INC EQUITY 458334109 38 2,757 SH sole 1 2,757
INTERACTIVE DATA CORP EQUITY 45840J107 377 20,026 SH sole 1 20,026
INTERCEPT INC EQUITY 45845L107 671 35,819 SH sole 1 35,819
INTERCHANGE FINL SVCS EQUITY 458447109 144 6,005 SH sole 1 6,005
INTERDIGITAL COMMUNICATION EQUITY 45866A105 494 30,260 SH sole 1 30,260
INTERFACE, INC. CLASS A EQUITY 458665106 193 24,111 SH sole 1 24,111
INTERGRAPH CORP EQUITY 458683109 736 27,100 SH defined 2 27,100
INTERGRAPH CORP. EQUITY 458683109 541 19,894 SH sole 1 19,894
INTERMAGNETICS GENERAL CORP. EQUITY 458771102 318 13,752 SH sole 1 13,752
INTERMUNE INC. EQUITY 45884X103 184 15,634 SH sole 1 15,634
INTERNAP NETWORK SERVICES EQUITY 45885A102 86 128,800 SH sole 1 128,800
INTERNATIONAL BANCSHARES CORP. EQUITY 459044103 26 711 SH sole 1 711
International Bus. Machines ComStk U$ EQUITY 459200101 3806 44,390 SH sole 1 44,390
INTERNATIONAL BUSINESS MAC EQUITY 459200101 27146 316,604 SH defined 2 316,604
International Business Machines EQUITY 459200101 857 10,000 SH sole 4 10,000
INTERNATIONAL FLAVOURS EQUITY 459506101 4 107 SH defined 2 107
INTERNATIONAL GAME TECHNOL EQUITY 459902102 13132 365,293 SH defined 2 365,293
INTERNATIONAL GAME TECHNOLOGY EQUITY 459902102 5259 146,283 SH sole 1 146,283
International Game Technology EQUITY 459902102 1798 50,000 SH sole 4 50,000
INTERNATIONAL PAPER CO EQUITY 460146103 22 554 SH defined 2 554
International Paper Co Com Stk USD1 EQUITY 460146103 31138 770,554 SH sole 1 770,554
International Rectifier EQUITY 460254105 686 20,000 SH sole 4 20,000
INTERNATIONAL RECTIFIER CORP. EQUITY 460254105 3736 108,928 SH sole 1 108,928
INTERNATIONAL SPEEDWAY CORP. EQUITY 460335201 4367 87,519 SH sole 1 87,519
INTERNATIONAL STEEL GROUP EQUITY 460377104 10690 318,851 SH sole 1 651
INTERNET CAPITAL GROUP, INC. EQUITY 46059C205 134 20,733 SH sole 1 20,733
INTERNET SECURITY SY EQUITY 46060X107 377 22,150 SH sole 1 22,150
INTEROIL CORP EQUITY 460951106 5894 267,000 SH defined 1 0 267,000
INTERPUBLIC GROUP CORP EQUITY 460690100 1992 188,094 SH sole 1 188,094
INTERPUBLIC GROUP COS INC EQUITY 460690100 5 481 SH defined 2 481
INTERSECTIONS INC EQUITY 460981301 56 3,855 SH sole 1 3,855
INTERSIL CORP -CL A EQUITY 46069S109 4132 259,354 SH sole 1 259,354
INTERSTATE BAKERIES CORP. EQUITY 46072H108 91 23,410 SH sole 1 23,410
INTER-TEL, INC. EQUITY 458372109 242 11,208 SH sole 1 11,208
INTERVIDEO INC EQUITY 46114Y101 56 4,666 SH sole 1 4,666
INTERVOICE-BRITE INC. EQUITY 461142101 211 19,574 SH sole 1 19,574
INTERWOVEN INC EQUITY 46114T508 159 22,023 SH sole 1 22,023
INTEVAC INC EQUITY 461148108 57 9,116 SH sole 1 9,116
INTL BUSINESS MACHINES CORP EQUITY 459200101 104461 1,218,349 SH sole 1 1,218,349
INT'L. FLAVORS & FRAGRANCES, EQUITY 459506101 1595 41,751 SH sole 1 41,751
INTRADO INC EQUITY 46117A100 95 9,409 SH sole 1 9,409
Intuit EQUITY 461202103 908 20,000 SH sole 4 20,000
INTUIT EQUITY 461202103 10 218 SH defined 2 218
INTUIT, INC. EQUITY 461202103 5157 113,583 SH sole 1 113,583
INTUITIVE SURGICAL INC EQUITY 46120E602 452 18,253 SH sole 1 18,253
INVACARE CORP. EQUITY 461203101 650 14,137 SH sole 1 14,137
INVERESK RESEARCH GROUP INC EQUITY 461238107 4415 119,693 SH sole 1 119,693
INVERNESS MEDICAL INNOVATION EQUITY 46126P106 152 7,314 SH sole 1 7,314
INVESTMENT TECHNOLOGY GROUP EQUITY 46145F105 365 23,881 SH sole 1 23,881
INVESTORS FINANCIAL SERVICES EQUITY 461915100 4931 109,263 SH sole 1 109,263
INVESTORS FINL SERVICE COM EQUITY 461915100 5 102,714 SH sole 3 100,300 2,414
INVESTORS REAL ESTATE TRUST EQUITY 461730103 272 27,137 SH sole 1 27,137
INVISION TECHNOLOGIES EQUITY 461851107 2562 56,952 SH sole 1 56,952
INVITROGEN CORP EQUITY 46185R100 4975 90,478 SH sole 1 90,478
INVITROGEN CORP EQUITY 46185R100 2200 40,000 SH defined 2 40,000
IOMEGA CORP EQUITY 462030305 131 28,072 SH sole 1 28,072
IONICS, INC. EQUITY 462218108 271 10,028 SH sole 1 10,028
IPASS INC EQUITY 46261V108 144 24,069 SH sole 1 24,069
IPAYMENT INC EQUITY 46262E105 230 5,715 SH sole 1 5,715
IPC HOLDINGS LTD. EQUITY G4933P101 445553 11,722,000 SH sole 1 11,722,000
IRON MOUNTAIN INC. EQUITY 462846106 77 2,267 SH sole 1 2,267
IRON MTN INC DEL COM EQUITY 462846106 12,600 SH sole 3 4,450 8,150
IRWIN FINANCIAL CORP. EQUITY 464119106 246 9,532 SH sole 1 9,532
ISHARES COHEN & STEERS RLTY EQUITY 464287564 1352 11,400 SH sole 1 11,400
ISHARES LEHMAN 7-10 YR TREASURY BOND EQUITY 464287440 1797 20,930 SH sole 1 20,930
ISHARES MSCI EAFE INDEX FUND EQUITY 464287465 14083 99,600 SH sole 1 99,600
iSHARES MSCI HONG KONG INDEX FINANCIAL 464286871 1726 155,200 SH sole 1 155
iSHARES MSCI JAPAN INDEX FD EQUITY 464286848 1999 206,060 SH sole 1 206,060
iSHARES RUSSELL 2000 EQUITY 464287655 2971 26,100 SH sole 1 26,100
ISHARES RUSSELL MIDCAP GRWTH EQUITY 464287481 994 13,400 SH sole 1 13,400
ISHARES RUSSELL MIDCAP VALUE EQUITY 464287473 1658 16,600 SH sole 1 16,600
ISHARES S&P 500/BARRA GROWTH EQUITY 464287309 1212 22,500 SH sole 1 22,500
ISHARES S&P 500/BARRA VALUE EQUITY 464287408 1796 31,200 SH sole 1 31,200
ISIS PHARMACEUTICALS, INC. EQUITY 464330109 138 28,234 SH sole 1 28,234
ISLE OF CAPRI CASINOS EQUITY 464592104 142 7,347 SH sole 1 7,347
ISOLAGEN INC EQUITY 46488N103 114 12,050 SH sole 1 12,050
ISOLAGEN INC COM EQUITY 46488N103 3 282,800 SH sole 3 282,800
ISTA PHARMACEUTICALS COM NEW EQUITY 45031X204 7 543,600 SH sole 3 538,000 5,600
ISTA PHARMACEUTICALS INC. EQUITY 45031X204 49 4,013 SH sole 1 4,013
ISTAR FINANCIAL INC EQUITY 45031U101 93 2,264 SH sole 1 2,264
ITC DELTACOM INC EQUITY 45031T401 30 6,834 SH sole 1 6,834
ITLA CAP CORP EQUITY 450565106 135 2,914 SH sole 1 2,914
ITRON, INC. EQUITY 465741106 198 11,358 SH sole 1 11,358
ITT EDUCATIONAL SERVICES, INC. EQUITY 45068B109 2721 75,481 SH sole 1 75,481
ITT EDUCATIONAL SVCS COM EQUITY 45068B109 11 293,014 SH sole 3 280,800 12,214
ITT INDS INC EQUITY 450911102 8 105 SH defined 2 105
ITT INDUSTRIAL INC EQUITY 450911102 3296 41,209 SH sole 1 41,209
ITT Industries EQUITY 450911102 1936 24,200 SH sole 4 24,200
IVANHOE MINES LTD EQUITY 46579N103 7643 1,360,600 SH defined 1 0 1,360,600
IVAX CORP. EQUITY 465823102 7877 411,355 SH sole 1 411,355
IVAX DIAGNOSTICS INC EQUITY 45070W109 20 3,663 SH sole 1 3,663
IVILLAGE INC EQUITY 46588H105 103 17,126 SH sole 1 17,126
IXIA EQUITY 45071R109 140 14,396 SH sole 1 14,396
IXIA COM EQUITY 45071R109 3 276,800 SH sole 3 276,800
IXYS CORP. EQUITY 46600W106 73 10,231 SH sole 1 10,231
J & J SNACK FOODS CORP EQUITY 466032109 142 3,301 SH sole 1 3,301
J JILL GROUP INC EQUITY 466189107 192 9,673 SH sole 1 9,673
J.B. HUNT TRANSPORT SERVICES EQUITY 445658107 4927 132,651 SH sole 1 132,651
J.C. PENNEY CO., INC. EQUITY 708160106 7235 205,084 SH sole 1 205,084
J0-ANN STORES INC EQUITY 47758P307 288 10,280 SH sole 1 10,280
J2 GLOBAL COMMUNICATIO EQUITY 46626E205 324 10,257 SH sole 1 10,257
JABIL CIRCUIT INC EQUITY 466313103 5 229 SH defined 2 229
Jabil Circuit Inc USD0.001 EQUITY 466313103 25733 1,118,838 SH sole 1 1,118,838
JACK IN THE BOX INC. EQUITY 466367109 631 19,880 SH sole 1 19,880
JACKSON HEWITT TAX SERVICE EQUITY 468202106 414 20,485 SH sole 1 20,485
JACOBS ENGINEERING GROUP, INC. EQUITY 469814107 3560 92,984 SH sole 1 92,984
JACUZZI BRANDS INC EQUITY 469865109 382 41,054 SH sole 1 41,054
JAKKS PACIFIC, INC. EQUITY 47012E106 317 13,799 SH sole 1 13,799
JANUS CAP GROUP INC EQUITY 47102X105 4 273 SH defined 2 273
JANUS CAPITAL GROUP EQUITY 47102X105 1453 106,761 SH sole 1 106,761
JARDEN CORP EQUITY 471109108 541 14,818 SH sole 1 14,818
JDA SOFTWARE GROUP, INC. EQUITY 46612K108 152 14,007 SH sole 1 14,007
JDS UNIPHASE CORP EQUITY 46612J101 2562 760,199 SH sole 1 760,199
JDS UNIPHASE CORP EQUITY 46612J101 6 1,642 SH defined 2 1,642
JEFFERIES GROUP, INC. EQUITY 472319102 3217 93,324 SH sole 1 93,324
JEFFERSON PILOT CORP EQUITY 475070108 8 156 SH defined 2 156
JEFFERSON-PILOT CORP. EQUITY 475070108 4186 84,288 SH sole 1 84,288
JETBLUE AIRWAYS CORP EQUITY 477143101 3592 171,681 SH sole 1 171,681
JETBLUE AWYS CORP EQUITY 477143101 138 6,600 SH defined 2 6,600
JLG INDUSTRIES, INC. EQUITY 466210101 400 23,802 SH sole 1 23,802
JM SMUCKER CO/THE NEW COM WI EQUITY 832696405 4277 96,297 SH sole 1 96,297
JOHN B. SANFILIPPO & SON EQUITY 800422107 90 3,431 SH sole 1 3,431
JOHN Q HAMMONS HOTELS INC EQUITY 408623106 535 48,900 SH sole 1 48,900
JOHN WILEY & SONS, INC. CLASS A EQUITY 968223206 30 928 SH sole 1 928
JOHNSON & JOHNSON EQUITY 478160104 107400 1,906,613 SH sole 1 1,906,613
JOHNSON & JOHNSON COM EQUITY 478160104 2 34,500 SH sole 3 34,500
JOHNSON + JOHNSON EQUITY 478160104 30122 534,737 SH defined 2 534,737
Johnson and Johnson EQUITY 478160104 3380 60,000 SH sole 4 60,000
JOHNSON CONTROLS, INC. EQUITY 478366107 4818 84,813 SH sole 1 84,813
JOHNSON CTLS INC EQUITY 478366107 12575 221,360 SH defined 2 221,360
JONES APPAREL GROUP INC EQUITY 480074103 352 9,842 SH defined 2 9,842
JONES APPAREL GROUP, INC. EQUITY 480074103 9596 268,040 SH sole 1 268,040
JONES LANG LASALLE INC COM EQUITY 48020Q107 11 333,120 SH sole 3 325,900 7,220
JONES LANG LASALLE, INC. EQUITY 48020Q107 573 17,370 SH sole 1 17,370
JOS A BANK CLOTHIERS INC EQUITY 480838101 154 5,573 SH sole 1 5,573
JOURNAL COMMUNICATIONS INC-A EQUITY 481130102 193 10,994 SH sole 1 10,994
JOURNAL REGISTER CO. EQUITY 481138105 432 22,850 SH sole 1 22,850
JOY GLOBAL INC. EQUITY 481165108 952 27,699 SH sole 1 27,699
JPMorgan Chase & Co USD1.00 EQUITY 46625H100 148292 3,732,485 SH sole 1 3,732,485
JPMORGAN CHASE + CO EQUITY 46625H100 26466 666,135 SH defined 2 666,135
JUNIPER NETWORKS INC EQUITY 48203R104 132 5,600 SH defined 2 5,600
JUNIPER NETWORKS, INC. EQUITY 48203R104 914 38,730 SH sole 1 38,730
JUPITERMEDIA CORP EQUITY 48207D101 152 8,517 SH sole 1 8,517
JUPITERMEDIA CORP COM 144 EQUITY 48207D101 2 115,600 SH sole 3 115,600
K V PHARMACEUT [A] EQUITY 482740206 348 19,450 SH sole 1 19,450
K.FORCE INC. EQUITY 493732101 117 13,905 SH sole 1 13,905
K2, INC. EQUITY 482732104 324 22,645 SH sole 1 22,645
KADANT INC EQUITY 48282T104 143 7,791 SH sole 1 7,791
KAMAN CORP., CLASS A EQUITY 483548103 137 11,505 SH sole 1 11,505
KANA SOFTWARE INC. EQUITY 483600300 36 SH sole 1 36
KANBAY INTERNATIONAL INC EQUITY 48369P207 83 3,896 SH sole 1 3,896
KANSAS CITY LIFE INSURANCE CO. EQUITY 484836101 85 2,001 SH sole 1 2,001
KANSAS CITY SOUTHERN EQUITY 485170302 518 34,130 SH sole 1 34,130
KAYDON CORP. EQUITY 486587108 442 15,362 SH sole 1 15,362
KB HOME EQUITY 48666K109 1736 20,549 SH sole 1 20,549
KB HOME EQUITY 48666K109 4 53 SH defined 2 53
KCS ENERGY, INC. EQUITY 482434206 370 26,635 SH sole 1 26,635
KEANE INC EQUITY 486665102 2310 150,400 SH defined 2 150,400
KEANE, INC. EQUITY 486665102 1971 128,306 SH sole 1 128,306
KEITHLEY INSTRUMENTS, INC. EQUITY 487584104 120 6,852 SH sole 1 6,852
KELLOGG CO EQUITY 487836108 20 471 SH defined 2 471
KELLOGG CO. EQUITY 487836108 7479 175,321 SH sole 1 175,321
KELLWOOD CO. EQUITY 488044108 539 14,789 SH sole 1 14,789
KELLY SERVICES, INC., CLASS A EQUITY 488152208 1789 66,983 SH sole 1 66,983
KEMET CORP. EQUITY 488360108 1522 188,094 SH sole 1 188,094
Kennametal Inc USD 1.25 EQUITY 489170100 5086 112,641 SH sole 1 112,641
KENSEY NASH CORP EQUITY 490057106 136 5,188 SH sole 1 5,188
KERR MCGEE CORP EQUITY 492386107 10 172 SH defined 2 172
KERR-MCGEE CORP EQUITY 492386107 13442 234,787 SH sole 1 234,787
KERYX BIOPHARMACEUTICALS EQUITY 492515101 132 11,792 SH sole 1 11,792
KEY BANK NA EQUITY 493267108 5473 173,194 SH sole 1 173,194
KEY ENERGY SERVICES INC EQUITY 492914106 786 71,127 SH sole 1 71,127
Keycorp EQUITY 493267108 1580 50,000 SH sole 4 50,000
KEYCORP NEW EQUITY 493267108 15 464 SH defined 2 464
KEYNOTE SYSTEMS INC EQUITY 493308100 119 8,381 SH sole 1 8,381
Keyspan EQUITY 49337W100 6860 175,000 SH sole 4 175,000
KEYSPAN CORP EQUITY 49337W100 7 183 SH defined 2 183
KEYSPAN CORPORATION EQUITY 49337W100 23327 595,075 SH sole 1 595,075
KEYSTONE AUTOMOTIVE IN EQUITY 49338N109 182 8,276 SH sole 1 8,276
K-FED BANCORP EQUITY 48246S101 46 3,099 SH sole 1 3,099
KFX INC EQUITY 48245L107 190 24,593 SH sole 1 24,593
KILROY REALTY CORP. EQUITY 49427F108 711 18,688 SH sole 1 18,688
KIMBALL INTERNATIONAL, INC. CLASS B EQUITY 494274103 164 11,793 SH sole 1 11,793
KIMBERLY CLARK CORP EQUITY 494368103 36 564 SH defined 2 564
KIMBERLY-CLARK CORP. EQUITY 494368103 15169 234,844 SH sole 1 234,844
KIMCO REALTY EQUITY 49446R109 748 14,586 SH sole 1 14,586
Kinder Morgan Energy Partners EQUITY 494550106 2576 55,000 SH sole 4 55,000
Kinder Morgan Inc EQUITY 49455P101 2513 40,000 SH sole 4 40,000
KINDER MORGAN INC KANS EQUITY 49455P101 9 141 SH defined 2 141
KINDER MORGAN INC. EQUITY 49455P101 3433 54,653 SH sole 1 54,653
KINDRED HEALTHCARE INC EQUITY 494580103 350 14,349 SH sole 1 14,349
KINETIC CONSEPTS INC EQUITY 49460W208 28 530 SH sole 1 530
KING PHARMACEUTICALS INC EQUITY 495582108 3 275 SH defined 2 275
KING PHARMACEUTICALS, INC. EQUITY 495582108 1287 107,753 SH sole 1 107,753
KINROSS GOLD EQUITY 496902206 2537 374,200 SH defined 1 0 374,200
KINTERA INC EQUITY 49720P506 34 3,633 SH sole 1 3,633
KIRBY CORP. EQUITY 497266106 474 11,811 SH sole 1 11,811
KIRKLAND'S INC EQUITY 497498105 57 6,031 SH sole 1 6,031
KITE REALTY GROUP TRUST EQUITY 49803T102 123 9,343 SH sole 1 9,343
KLA TENCOR CORP EQUITY 482480100 9 224 SH defined 2 224
KLA-TENCOR CORP. EQUITY 482480100 12599 303,731 SH sole 1 303,731
KMART HOLDING CORP EQUITY 498780105 1180 13,485 SH sole 1 13,485
KNBT BANCORP INC EQUITY 482921103 280 16,640 SH sole 1 16,640
KNIGHT RIDDER INC EQUITY 499040103 6 88 SH defined 2 88
KNIGHT TRADING GROUP EQUITY 499063105 583 63,207 SH sole 1 63,207
KNIGHT TRADING GROUP INC EQUITY 499063105 1849 200,300 SH defined 2 200,300
KNIGHT TRANSPORTATION, INC. EQUITY 499064103 427 19,950 SH sole 1 19,950
KNIGHT-RIDDER, INC. EQUITY 499040103 2265 34,602 SH sole 1 34,602
KNOLOGY INC EQUITY 499183804 165 39,813 SH sole 1 39,813
KOHLS CORP EQUITY 500255104 23603 489,789 SH defined 2 489,789
KOHLS CORP. EQUITY 500255104 7982 165,639 SH sole 1 165,639
KOMAG INC EQUITY 500453204 208 14,983 SH sole 1 14,983
KOPIN CORP. EQUITY 500600101 155 38,170 SH sole 1 38,170
Korea Electric Power Corp. Kepco Sp A EQUITY 500631106 974 59,500 SH sole 1 59,500
KORN/FERRY INTERNATIONAL EQUITY 500643200 1461 80,132 SH sole 1 80,132
KOS PHARMACEUTICALS, INC. EQUITY 500648100 231 6,498 SH sole 1 6,498
KOSAN BIOSCIENCES INC EQUITY 50064W107 66 11,503 SH sole 1 11,503
KRAFT FOODS INC EQUITY 50075N104 27029 852,110 SH sole 1 852,110
KRAMONT REALTY TRUST EQUITY 50075Q107 295 15,846 SH sole 1 15,846
KRISPY KREME DOUGHNU EQUITY 501014104 1652 130,497 SH sole 1 130,497
KROGER CO EQUITY 501044101 13 842 SH defined 2 842
KROGER CO. EQUITY 501044101 5118 329,763 SH sole 1 329,763
KRONOS WORLDWIDE INC EQUITY 50105F105 67 1,680 SH sole 1 1,680
KRONOS, INC. EQUITY 501052104 749 16,916 SH sole 1 16,916
K-SWISS, INC. EQUITY 482686102 271 14,090 SH sole 1 14,090
KULICKE & SOFFA INDUSTRIES EQUITY 501242101 156 27,682 SH sole 1 27,682
KVH INDUSTRIES INC EQUITY 482738101 57 7,852 SH sole 1 7,852
KYPHON INC EQUITY 501577100 314 12,679 SH sole 1 12,679
L 3 COMMUNICATIONS HLDG CO EQUITY 502424104 817 12,200 SH defined 2 12,200
L-3 COMMUNICATIONS HOLDINGS, EQUITY 502424104 11797 176,070 SH sole 1 176,070
L-3 COMMUNICATNS HLDGS COM EQUITY 502424104 9 134,000 SH sole 3 128,700 5,300
LA QUINTA PROPERTIES-PAIRED EQUITY 50419U202 798 102,332 SH sole 1 102,332
LABONE INC NEW EQUITY 50540L105 569 19,467 SH sole 1 19,467
LABOR READY INC COM NEW EQUITY 505401208 8 550,045 SH sole 3 543,445 6,600
LABOR READY, INC. EQUITY 505401208 316 22,543 SH sole 1 22,543
LABORATORY CRP OF AMER HLDGS EQUITY 50540R409 130 2,963 SH sole 1 2,963
LABRANCHE & CO. INC. EQUITY 505447102 1067 126,310 SH sole 1 126,310
LACLEDE GAS CO. EQUITY 505597104 330 11,288 SH sole 1 11,288
LAFARGE NORTH AMERIC EQUITY 505862102 31 666 SH sole 1 666
LAIDLAW INTERNATIONAL EQUITY 50730R102 8357 508,034 SH sole 1 508,034
LAKELAND BANCORP INC EQUITY 511637100 153 9,327 SH sole 1 9,327
LAKELAND FINL CORP EQUITY 511656100 107 3,171 SH sole 1 3,171
LAKES ENTERTAINMENT INC EQUITY 51206P109 87 8,348 SH sole 1 8,348
LAM RESEARCH CORP. EQUITY 512807108 5054 231,008 SH sole 1 231,008
LAM RESH CORP EQUITY 512807108 12511 571,800 SH defined 2 571,800
LAMAR ADVERTISING CO EQUITY 512815101 327 7,861 SH sole 1 7,861
LAMAR ADVERTISING CO EQUITY 512815101 537 12,900 SH defined 2 12,900
LANCASTER COLONY CORP. EQUITY 513847103 3075 72,926 SH sole 1 72,926
LANCE, INC. EQUITY 514606102 226 13,977 SH sole 1 13,977
LANDAMERICA FINANCIAL GROUP EQUITY 514936103 469 10,311 SH sole 1 10,311
LANDAUER, INC. EQUITY 51476K103 228 4,849 SH sole 1 4,849
LANDRY'S RESTAURANTS INC. EQUITY 51508L103 320 11,724 SH sole 1 11,724
LANDSTAR SYSTEM, INC. EQUITY 515098101 953 16,237 SH sole 1 16,237
LANNETT CO INC EQUITY 516012101 37 3,764 SH sole 1 3,764
LASALLE HOTEL PROPERTIES EQUITY 517942108 503 18,239 SH sole 1 18,239
LASERSCOPE EQUITY 518081104 200 9,850 SH sole 1 9,850
LATTICE SEMICONDUCTOR CORP. EQUITY 518415104 1210 246,431 SH sole 1 246,431
LAUDER ESTEE COS INC EQUITY 518439104 16875 403,700 SH defined 2 403,700
LAUREATE EDUCATION INC EQUITY 518613104 2800 75,240 SH sole 1 75,240
LAWSON PRODUCTS, INC. EQUITY 520776105 109 2,668 SH sole 1 2,668
LAWSON SOFTWARE EQUITY 520780107 170 30,280 SH sole 1 30,280
LAWSON SOFTWARE INC EQUITY 520780107 3244 579,200 SH defined 2 579,200
LAYNE CHRISTENSEN COMPANY EQUITY 521050104 81 5,368 SH sole 1 5,368
LA-Z-BOY CHAIR CO. EQUITY 505336107 435 28,648 SH sole 1 28,648
LCA VISION INC EQUITY 501803308 1547 60,000 SH defined 2 60,000
LCA-VISION INC EQUITY 501803308 145 5,606 SH sole 1 5,606
LEADIS TECHNOLOGY INC EQUITY 52171N103 37 3,264 SH sole 1 3,264
LEAPFROG ENTERPRISE EQUITY 52186N106 14 695 SH defined 2 695
LEAPFROG ENTERPRISES EQUITY 52186N106 303 14,959 SH sole 1 14,959
LEAR CORP EQUITY 521865105 6160 113,123 SH sole 1 113,123
LEARNING TREE INTERNATIONAL EQUITY 522015106 68 4,795 SH sole 1 4,795
LECG CORP EQUITY 523234102 120 7,109 SH sole 1 7,109
LECROY CORP EQUITY 52324W109 71 4,246 SH sole 1 4,246
LEE ENTERPRISES, INC. EQUITY 523768109 3459 74,646 SH sole 1 74,646
LEGG MASON, INC. EQUITY 524901105 8853 166,190 SH sole 1 166,190
LEGGETT & PLATT, INC. EQUITY 524660107 6199 220,589 SH sole 1 220,589
LEGGETT + PLATT INC EQUITY 524660107 6 218 SH defined 2 218
LEHMAN BROTHERS HLDGS INC EQUITY 524908100 4003 50,209 SH defined 2 50,209
LEHMAN BROTHERS HOLDINGS, INC. EQUITY 524908100 9212 115,559 SH sole 1 115,559
LENNAR CORP. COM CLASS A EQUITY 526057104 12229 256,919 SH sole 1 256,919
LENNOX INTERNATIONAL INC EQUITY 526107107 361 24,130 SH sole 1 24,130
LEUCADIA NATIONAL CORP. EQUITY 527288104 6605 116,588 SH sole 1 116,588
LEVEL 3 COMMUNICATIONS, INC. EQUITY 52729N100 164 63,461 SH sole 1 63,461
LEVITT CORP-CL A EQUITY 52742P108 196 8,345 SH sole 1 8,345
LEXAR MEDIA INC EQUITY 52886P104 324 38,565 SH sole 1 38,565
LEXICON GENETICS INC COM EQUITY 528872104 2 289,600 SH sole 3 289,600
LEXICON GENETICS INC. EQUITY 528872104 227 34,507 SH sole 1 34,507
LEXINGTON CORP. PROPERTRIES EQUITY 529043101 688 31,686 SH sole 1 31,686
LEXMARK INTERNATIONAL GROUP EQUITY 529771107 19000 226,163 SH sole 1 226,163
LEXMARK INTL INC EQUITY 529771107 8220 97,848 SH defined 2 97,848
LIBBEY, INC. EQUITY 529898108 139 7,438 SH sole 1 7,438
LIBERTY CORP. EQUITY 530370105 340 8,556 SH sole 1 8,556
LIBERTY MEDIA CORP EQUITY 530718105 69 7,860 SH defined 2 7,860
LIBERTY MEDIA INTL EQUITY 530719103 13 392 SH defined 2 392
LIBERTY MEDIA INTL INC-A EQUITY 530719103 94 2,810 SH sole 1 2,810
LIBERTY PROPERTY TRUST EQUITY 531172104 5982 150,162 SH sole 1 150,162
LIFE TIME FITNESS INC EQUITY 53217R207 166 6,474 SH sole 1 6,474
LIFECELL CORPORATION EQUITY 531927101 155 15,478 SH sole 1 15,478
LIFELINE SYS INC EQUITY 532192101 147 6,033 SH sole 1 6,033
LIFEPOINT HOSPITALS HLDG EQUITY 53219L109 2518 83,922 SH sole 1 83,922
LIFETIME HOAN CORP EQUITY 531926103 58 3,887 SH sole 1 3,887
LIGAND PHARMACEUTICALS, INC., CLASS B EQUITY 53220K207 403 40,245 SH sole 1 40,245
LILLY ELI + CO EQUITY 532457108 846 14,089 SH defined 2 14,089
LIMITED BRANDS INC EQUITY 532716107 28548 1,280,739 SH defined 2 1,280,739
LIMITED BRANDS, INC. EQUITY 532716107 4671 209,551 SH sole 1 209,551
LIN TV CORP EQUITY 532774106 285 14,621 SH sole 1 14,621
LINCARE HOLDINGS, INC. EQUITY 532791100 5103 171,744 SH sole 1 171,744
LINCOLN ELECTRIC HOLDINGS, INC EQUITY 533900106 574 18,311 SH sole 1 18,311
LINCOLN NATIONAL CORP. EQUITY 534187109 3830 81,479 SH sole 1 81,479
LINCOLN NATL CORP IN EQUITY 534187109 48 1,031 SH defined 2 1,031
LINDSAY MANUFACTURING CO. EQUITY 535555106 172 6,405 SH sole 1 6,405
LINEAR TECHNOLOGY CORP EQUITY 535678106 13 351 SH defined 2 351
LINEAR TECHNOLOGY CORP EQUITY 535678106 3 94,900 SH sole 3 90,500 4,400
LINEAR TECHNOLOGY CORP. EQUITY 535678106 6326 174,570 SH sole 1 174,570
LINENS 'N THINGS, INC. EQUITY 535679104 569 24,568 SH sole 1 24,568
LIONBRIDGE TECHNOLOGIES INC EQUITY 536252109 218 25,377 SH sole 1 25,377
LITHIA MOTORS, INC. EQUITY 536797103 165 7,772 SH sole 1 7,772
LITTELFUSE INC COM EQUITY 537008104 11,600 SH sole 3 5,100 6,500
LITTELFUSE, INC. EQUITY 537008104 415 12,020 SH sole 1 12,020
LIZ CLAIBORNE INC EQUITY 539320101 5 123 SH defined 2 123
LIZ CLAIBORNE, INC. EQUITY 539320101 1817 48,169 SH sole 1 48,169
LKQ CORP EQUITY 501889208 145 7,946 SH sole 1 7,946
LNR PROPERTY CORP. EQUITY 501940100 2376 38,378 SH sole 1 38,378
LOCKHEED MARTIN CORP EQUITY 539830109 28 507 SH defined 2 507
LOCKHEED MARTIN CORP. EQUITY 539830109 11043 197,968 SH sole 1 197,968
LODGENET ENTERTAINMENT CORP. EQUITY 540211109 94 7,120 SH sole 1 7,120
LODGIAN INC EQUITY 54021P403 1 124 SH sole 1 124
LOEWS CORP EQUITY 540424108 12 211 SH defined 2 211
LOEWS CORP - CAROLINA GROUP EQUITY 540424207 28 1,168 SH sole 1 1,168
LOEWS CORP. EQUITY 540424108 4865 83,157 SH sole 1 83,157
LO-JACK CORPORATION EQUITY 539451104 805 71,900 SH sole 1 71,900
LONE STAR STEAKHOUSE & SALOON EQUITY 542307103 223 8,651 SH sole 1 8,651
LONE STAR TECHNOLOGIES, INC. EQUITY 542312103 592 15,671 SH sole 1 15,671
LONGS DRUG STORES CORP. EQUITY 543162101 398 16,461 SH sole 1 16,461
LONGVIEW FIBRE CO. EQUITY 543213102 1695 111,127 SH sole 1 111,127
LOOKSMART LTD EQUITY 543442107 76 52,014 SH sole 1 52,014
LOUISIANA PAC CORP EQUITY 546347105 3 125 SH defined 2 125
LOUISIANA PACIFIC CORP. EQUITY 546347105 1311 50,502 SH sole 1 50,502
LOWE'S COMPANIES, INC. EQUITY 548661107 22785 419,229 SH sole 1 419,229
LSI INDUSTRIES, INC. EQUITY 50216C108 112 10,752 SH sole 1 10,752
LSI LOGIC CORP EQUITY 502161102 2 439 SH defined 2 439
LSI LOGIC CORP. EQUITY 502161102 885 205,279 SH sole 1 205,279
LTC PROP INC EQUITY 502175102 144 8,036 SH sole 1 8,036
LTX CORP. EQUITY 502392103 717 132,576 SH sole 1 132,576
LUBRIZOL CORP. EQUITY 549271104 3709 107,193 SH sole 1 107,193
LUCENT TECHNOLOGIES INC EQUITY 549463107 6139 1,936,722 SH sole 1 1,936,722
LUCENT TECHNOLOGIES INC EQUITY 549463107 16 4,912 SH defined 2 4,912
LUFKIN INDS INC COM EQUITY 549764108 137 3,679 SH sole 1 3,679
LUMINENT MORTGAGE CAPITAL IN EQUITY 550278303 252 19,877 SH sole 1 19,877
LUMINEX CORP EQUITY 55027E102 104 14,611 SH sole 1 14,611
LYON WILLIAM HOMES EQUITY 552074106 203 2,286 SH sole 1 2,286
LYONDELL CHEMICAL CO COM EQUITY 552078107 14 619,126 SH sole 3 604,900 14,226
LYONDELL CHEMICAL CO. EQUITY 552078107 6594 293,578 SH sole 1 293,578
M & F WORLDWIDE CORP EQUITY 552541104 72 5,539 SH sole 1 5,539
M + T BK CORP EQUITY 55261F104 13 133 SH defined 2 133
M SYS FLASH DISK PIONR ORD (F) EQUITY M7061C100 10 600,154 SH sole 3 589,700 10,454
M&T BANK CORP. EQUITY 55261F104 4925 51,460 SH sole 1 51,460
M.D.C. HOLDINGS, INC. EQUITY 552676108 37 506 SH sole 1 506
M/I HOMES INC EQUITY 55305B101 280 6,602 SH sole 1 6,602
MACATAWA BK CORP EQUITY 554225102 135 4,797 SH sole 1 4,797
MACDERMID, INC. EQUITY 554273102 426 14,707 SH sole 1 14,707
MACERICH CO. EQUITY 554382101 419 7,866 SH sole 1 7,866
MACK-CALI REALTY CORP EQUITY 554489104 4737 106,923 SH sole 1 106,923
MACROMEDIA, INC. EQUITY 556100105 2299 114,483 SH sole 1 114,483
MACROVISION CORP EQUITY 555904101 2583 107,262 SH sole 1 107,262
MAF BANCORP, INC. EQUITY 55261R108 654 15,171 SH sole 1 15,171
MAGELLAN HEALTH SERVICES INC EQUITY 559079207 536 14,665 SH sole 1 14,665
Magellan Midstream Partner EQUITY 559080106 2199 40,000 SH sole 4 40,000
MAGMA DESIGN AUTOMATIO EQUITY 559181102 202 13,411 SH sole 1 13,411
MAGNA ENTERTAINMENT CL A EQUITY 559211107 112 20,528 SH sole 1 20,528
MAGNATEK, INC. EQUITY 559424106 96 12,898 SH sole 1 12,898
MAGNUM HUNTER RESOURCES INC EQUITY 55972F203 546 47,273 SH sole 1 47,273
MAGUIRE PROPERTIES INC EQUITY 559775101 567 23,323 SH sole 1 23,323
MAIN STREET BANKS INC EQUITY 56034R102 226 7,400 SH sole 1 7,400
MAINSOURCE FINANCIAL G EQUITY 56062Y102 104 5,072 SH sole 1 5,072
MANDALAY RESORT GROUP EQUITY 562567107 11855 172,685 SH sole 1 172,685
MANHATTAN ASSOCIATES, INC. EQUITY 562750109 401 16,441 SH sole 1 16,441
MANHATTAN ASSOCS INC EQUITY 562750109 3436 140,700 SH defined 2 140,700
MANITOWOC CO., INC. EQUITY 563571108 517 14,584 SH sole 1 14,584
MANNATECH INC EQUITY 563771104 108 7,735 SH sole 1 7,735
MANNING (GREG) AUCTIONS INC EQUITY 563823103 31 2,749 SH sole 1 2,749
MANNKIND CORP EQUITY 56400P201 142 7,076 SH sole 1 7,076
MANOR CARE INC NEW EQUITY 564055101 3 100 SH defined 2 100
MANOR CARE, INC. EQUITY 564055101 5076 169,430 SH sole 1 169,430
MANPOWER, INC. EQUITY 56418H100 6609 148,550 SH sole 1 148,550
MANTECH INTL CORP EQUITY 564563104 172 9,169 SH sole 1 9,169
MANUFACTURED HOME COMMUNITIES EQUITY 564682102 424 12,754 SH sole 1 12,754
MANUGISTICS GROUP IN EQUITY 565011103 71 29,895 SH sole 1 29,895
MANULIFE FINANCIAL EQUITY 56501R106 4339 99,000 SH defined 1 0 99,000
MAPICS INC EQUITY 564910107 125 13,840 SH sole 1 13,840
MAPINFO CORP COM EQUITY 565105103 119 11,005 SH sole 1 11,005
MARATHON OIL CORP EQUITY 565849106 6371 154,332 SH sole 1 154,332
MARATHON OIL CORP EQUITY 565849106 10774 260,994 SH defined 2 260,994
MARCHEX INC-CLASS B EQUITY 56624R108 28 2,238 SH sole 1 2,238
MARCONI CORP PLC-SPONS ADR EQUITY 56630M101 495 24,568 SH sole 1 24,568
MARCUS CORP EQUITY 566330106 209 10,748 SH sole 1 10,748
MARINEMAX INC EQUITY 567908108 143 6,339 SH sole 1 6,339
MARKEL CORP EQUITY 570535104 56 181 SH sole 1 181
MARKETWATCH INC EQUITY 570619106 71 5,680 SH sole 1 5,680
MARLIN BUSINESS SERVICES INC EQUITY 571157106 61 3,231 SH sole 1 3,231
MARRIOTT INTERNATIONAL, INC. EQUITY 571903202 5787 111,379 SH sole 1 111,379
MARRIOTT INTL INC NEW EQUITY 571903202 14 261 SH defined 2 261
MARSH & MCLENNAN COMPANIES INC EQUITY 571748102 15137 330,783 SH sole 1 330,783
MARSH + MCLENNAN COS INC EQUITY 571748102 27 593 SH defined 2 593
MARSHALL & ILSLEY CORP. EQUITY 571834100 4005 99,373 SH sole 1 99,373
MARSHALL + ILSLEY CORP EQUITY 571834100 10 254 SH defined 2 254
MARSHALL EDWARDS INC EQUITY 572322303 35 3,908 SH sole 1 3,908
MARTEK BIOSCIENCES CORP EQUITY 572901106 141 2,900 SH defined 2 2,900
MARTEK BIOSCIENCES CORP. EQUITY 572901106 27 557 SH sole 1 557
MARTEN TRANSPORT LTD EQUITY 573075108 87 4,981 SH sole 1 4,981
MARTHA STEWART LIVING-CL A EQUITY 573083102 100 6,346 SH sole 1 6,346
MARTIN MARIETTA MATERIALS EQUITY 573284106 3604 79,612 SH sole 1 79,612
MARVEL ENTERPRISES INC EQUITY 57383M108 22 1,527 SH sole 1 1,527
MARVEL ENTERPRISES INC EQUITY 57383M108 405 27,800 SH defined 2 27,800
MARVELL TECH GROUP LTD ORD EQUITY G5876H105 8 299,100 SH sole 3 291,400 7,700
MARVELL TECHNOLOGY GROUP L EQUITY G5876H105 7829 299,600 SH defined 2 299,600
MARVELL TECHNOLOGY GROUP LTD EQUITY G5876H105 482 18,440 SH sole 1 18,440
MASCO CORP EQUITY 574599106 4737 137,194 SH defined 2 137,194
MASCO CORP. EQUITY 574599106 7962 230,584 SH sole 1 230,584
MASISA SA ADR EACH REP 30 C EQUITY 574799102 77 6,000 SH sole 1 6,000
MASSEY ENERGY COMPANY EQUITY 576206106 46 1,597 SH sole 1 1,597
MASTEC, INC. EQUITY 576323109 67 12,789 SH sole 1 12,789
MATRIA HEALTHCARE INC EQUITY 576817209 159 5,613 SH sole 1 5,613
MATRIX SERVICE CO EQUITY 576853105 48 9,337 SH sole 1 9,337
MATRIXONE INC EQUITY 57685P304 143 28,245 SH sole 1 28,245
MATTEL INC EQUITY 577081102 9 472 SH defined 2 472
MATTEL, INC. EQUITY 577081102 3535 194,987 SH sole 1 194,987
MATTHEWS INTERNATIONAL CORP. CLASS A EQUITY 577128101 594 17,538 SH sole 1 17,538
MATTSON TECHNOLOGY, INC. EQUITY 577223100 167 21,734 SH sole 1 21,734
MAUI LAND & PINEAPPLE CO EQUITY 577345101 55 1,753 SH sole 1 1,753
MAVERICK TUBE CORP. EQUITY 577914104 710 23,060 SH sole 1 23,060
MAXIM INTEGRATED PRODS INC EQUITY 57772K101 3483 82,370 SH defined 2 82,370
MAXIM INTEGRATED PRODUCTS INC. EQUITY 57772K101 7457 176,340 SH sole 1 176,340
MAXIM PHARMACEUTICALS INC. EQUITY 57772M107 41 15,427 SH sole 1 15,427
MAXIMUS, INC. EQUITY 577933104 293 10,164 SH sole 1 10,164
MAXTOR CORP EQUITY 577729205 28 5,347 SH sole 1 5,347
MAXWELL TECHNOLOGIES, INC. EQUITY 577767106 61 5,963 SH sole 1 5,963
MAXYGEN EQUITY 577776107 121 12,266 SH sole 1 12,266
MAY DEPARTMENT STORES CO. EQUITY 577778103 3330 129,911 SH sole 1 129,911
MAY DEPT STORES CO EQUITY 577778103 9 332 SH defined 2 332
MAYTAG CORP EQUITY 578592107 2 90 SH defined 2 90
MAYTAG CORP. EQUITY 578592107 952 51,838 SH sole 1 51,838
MB FINANCIAL INC EQUITY 55264U108 416 10,500 SH sole 1 10,500
MBIA INC EQUITY 55262C100 9 163 SH defined 2 163
MBIA, INC EQUITY 55262C100 4771 81,966 SH sole 1 81,966
MBNA CORP EQUITY 55262L100 37 1,456 SH defined 2 1,456
MBNA CORP. EQUITY 55262L100 13912 552,066 SH sole 1 552,066
MBT FINANCIAL CORP EQUITY 578877102 154 7,865 SH sole 1 7,865
MCAFEE INC EQUITY 579064106 5182 257,824 SH sole 1 257,824
MCCLATCHY COMPANY-CL EQUITY 579489105 29 409 SH sole 1 409
MCCORMICK & CO., INC. EQUITY 579780206 2096 61,039 SH sole 1 61,039
MCCORMICK + CO INC EQUITY 579780206 13773 401,089 SH defined 2 401,089
MCDATA CORP EQUITY 580031201 57 SH defined 2 57
MCDATA CORP-CL A EQUITY 580031201 1295 257,397 SH sole 1 257,397
MCDONALDS CORP EQUITY 580135101 40 1,432 SH defined 2 1,432
McDonalds Corp Com Stk USD0.01 EQUITY 580135101 70497 2,515,046 SH sole 1 2,515,046
MCG CAPITAL CORP EQUITY 58047P107 2150 123,853 SH sole 1 123,853
MCGRATH RENTCORP EQUITY 580589109 192 5,245 SH sole 1 5,245
MCGRAW HILL COS INC EQUITY 580645109 11732 147,217 SH defined 2 147,217
MCGRAW-HILL, INC. EQUITY 580645109 6431 80,697 SH sole 1 80,697
MCI INC EQUITY 552691107 2407 143,724 SH sole 1 143,724
MCKESSON CORP EQUITY 58155Q103 9 335 SH defined 2 335
MCKESSON CORP. EQUITY 58155Q103 3450 134,489 SH sole 1 134,489
MCMORAN EXPLORATION CO EQUITY 582411104 94 7,206 SH sole 1 7,206
MDU RESOURCES GROUP, INC. EQUITY 552690109 5106 193,925 SH sole 1 193,925
MEADWESTVACO CORP EQUITY 583334107 4040 126,655 SH sole 1 126,655
MEADWESTVACO CORP EQUITY 583334107 7 230 SH defined 2 230
MEASUREMENT SPECIALTIE COM EQUITY 583421102 2 93,000 SH sole 3 93,000
MEASUREMENT SPECIALTIES INC EQUITY 583421102 145 5,818 SH sole 1 5,818
MEDAREX INC EQUITY 583916101 318 43,097 SH sole 1 43,097
MEDAREX INC EQUITY 583916101 627 85,000 SH defined 2 85,000
MEDCATH CORP EQUITY 58404W109 52 3,283 SH sole 1 3,283
MEDCO HEALTH SOLUTIONS INC EQUITY 58405U102 5112 165,438 SH sole 1 165,438
MEDCO HEALTH SOLUTIONS INC EQUITY 58405U102 718 23,226 SH defined 2 23,226
MEDIA GENERAL, INC. CLASS A EQUITY 584404107 2193 39,193 SH sole 1 39,193
MEDIACOM COMMUNICATI EQUITY 58446K105 235 35,923 SH sole 1 35,923
MEDICAL ACTION IND INC EQUITY 58449L100 74 4,443 SH sole 1 4,443
MEDICAL STAFFING NETWORK HOLDINGS EQUITY 58463F104 41 6,604 SH sole 1 6,604
MEDICINES CO EQUITY 584688105 5045 209,000 SH defined 2 209,000
MEDICINES CO COM EQUITY 584688105 4 183,100 SH sole 3 179,800 3,300
MEDICINES COMPANY EQUITY 584688105 627 25,985 SH sole 1 25,985
MEDICIS PHARMACEUTIC EQUITY 584690309 44 1,135 SH sole 1 1,135
MEDICIS PHARMACEUTICAL CL A NE EQUITY 584690309 11,800 SH sole 3 5,200 6,600
MEDICURE EQUITY 58469E101 522 634,000 SH defined 1 0 634,000
MEDIMMUNE INC EQUITY 584699102 7 284 SH defined 2 284
MEDIMMUNE, INC. EQUITY 584699102 3095 130,595 SH sole 1 130,595
MEDIS TECHNOLOGIES LTD EQUITY 58500P107 80 7,083 SH sole 1 7,083
MEDTRONIC INC EQUITY 585055106 17666 340,379 SH defined 2 340,379
MEDTRONIC, INC. EQUITY 585055106 28270 544,709 SH sole 1 544,709
MELLON FINANCIAL CORPORATION EQUITY 58551A108 4995 180,403 SH sole 1 180,403
MELLON FINL CORP EQUITY 58551A108 7825 282,583 SH defined 2 282,583
MEMBERWORKS INCORPORATED EQUITY 586002107 84 3,206 SH sole 1 3,206
MEMC ELECTR MATLS INC EQUITY 552715104 1827 215,400 SH defined 2 215,400
MEMC ELECTRONIC MATERIALS, INC EQUITY 552715104 14 1,632 SH sole 1 1,632
MENS WEARHOUSE, INC. EQUITY 587118100 500 17,210 SH sole 1 17,210
MENTOR CORP. EQUITY 587188103 803 23,851 SH sole 1 23,851
MENTOR GRAPHICS CORP. EQUITY 587200106 1700 155,058 SH sole 1 155,058
MERCANTILE BANK CORP EQUITY 587376104 136 3,907 SH sole 1 3,907
MERCANTILE BANKSHARES CORP. EQUITY 587405101 6260 130,530 SH sole 1 130,530
MERCK & CO., INC. EQUITY 589331107 34438 1,043,589 SH sole 1 1,043,589
MERCK + CO INC EQUITY 589331107 8838 267,811 SH defined 2 267,811
MERCURY COMPUTER SYSTEMS INC EQUITY 589378108 310 11,559 SH sole 1 11,559
MERCURY GENERAL CORP EQUITY 589400100 28 526 SH sole 1 526
MERCURY INTERACTIVE CORP EQUITY 589405109 4 106 SH defined 2 106
MERCURY INTERACTIVE CORP. EQUITY 589405109 1997 57,261 SH sole 1 57,261
MEREDITH CORP EQUITY 589433101 1137 22,132 SH sole 1 22,132
MEREDITH CORP EQUITY 589433101 3 57 SH defined 2 57
MERGE TECHNOLOGIES INC EQUITY 589981109 103 5,977 SH sole 1 5,977
MERIDIAN GOLD EQUITY 589975101 3715 223,600 SH defined 1 0 223,600
MERIDIAN RESOURCE CORP EQUITY 58977Q109 252 28,544 SH sole 1 28,544
MERISTAR HOSPITALITY CORP EQUITY 58984Y103 2691 493,695 SH defined 2 493,695
MERISTAR HOSPITALITY CORP. EQUITY 58984Y103 3256 597,367 SH sole 1 597,367
MERIT MED SYS INC EQUITY 589889104 193 12,770 SH sole 1 12,770
MERITAGE HOMES CORPORATION EQUITY 59001A102 453 5,765 SH sole 1 5,765
MERIX CORPORATION EQUITY 590049102 102 9,810 SH sole 1 9,810
MERRILL LYNCH & CO., INC. EQUITY 590188108 20413 410,551 SH sole 1 410,551
MERRILL LYNCH + CO INC EQUITY 590188108 53 1,071 SH defined 2 1,071
MESA AIRLINES, INC. EQUITY 590479101 88 17,272 SH sole 1 17,272
METAL MANAGEMENT INC EQUITY 591097209 174 9,593 SH sole 1 9,593
METALS USA INC EQUITY 591324207 195 10,991 SH sole 1 10,991
METHODE ELECTRONICS, INC. EQUITY 591520200 247 19,331 SH sole 1 19,331
METLIFE INC EQUITY 59156R108 33 855 SH defined 2 855
METLIFE, INC. EQUITY 59156R108 12578 325,445 SH sole 1 325,445
METRIS COMPANIES INC EQUITY 591598107 172 17,572 SH sole 1 17,572
METROCALL HOLDINGS INC - W/I EQUITY 59164X105 193 2,975 SH sole 1 2,975
METRO-GOLDWYN-MAYER EQUITY 591610100 13 1,130 SH sole 1 1,130
METROLOGIC INSTRUMENTS INC EQUITY 591676101 91 5,720 SH sole 1 5,720
METTLER-TOLEDO INTERNATIONAL EQUITY 592688105 44 926 SH sole 1 926
MFS Municipal Inc EQUITY 552738106 135 17,700 SH sole 4 17,700
MGE ENERGY INC EQUITY 55277P104 323 10,141 SH sole 1 10,141
MGI PHARMA INC EQUITY 552880106 40 1,511 SH sole 1 1,511
MGI PHARMA INC EQUITY 552880106 4131 92,450 SH defined 2 92,450
MGIC INVESTMENT CORP. EQUITY 552848103 2928 43,991 SH sole 1 43,991
MGIC INVT CORP WIS EQUITY 552848103 7 112 SH defined 2 112
MGM GRAND INC EQUITY 552953101 4208 84,752 SH sole 1 84,752
MGP INGREDIENTS INC EQUITY 55302G103 43 4,306 SH sole 1 4,306
MICHAELS STORES, INC. EQUITY 594087108 6663 112,531 SH sole 1 112,531
MICREL, INC. EQUITY 594793101 1940 186,371 SH sole 1 186,371
MICRO THERAPEUTICS INC EQUITY 59500W100 27 6,387 SH sole 1 6,387
MICROCHIP TECHNOLOGY COM EQUITY 595017104 4 145,600 SH sole 3 139,500 6,100
MICROCHIP TECHNOLOGY, INC. EQUITY 595017104 9450 352,101 SH sole 1 352,101
MICROMUSE INC EQUITY 595094103 157 42,642 SH sole 1 42,642
MICRON TECHNOLOGY INC EQUITY 595112103 8 697 SH defined 2 697
MICRON TECHNOLOGY, INC. EQUITY 595112103 3273 272,065 SH sole 1 272,065
MICROS SYSTEMS, INC. EQUITY 594901100 439 8,776 SH sole 1 8,776
MICROSEMI CORP COM EQUITY 595137100 18 1,280,982 SH sole 3 1,229,800 51,182
MICROSEMI CORP. EQUITY 595137100 457 32,386 SH sole 1 32,386
Microsoft Corp EQUITY 594918104 2074 75,000 SH sole 4 75,000
MICROSOFT CORP EQUITY 594918104 54490 1,970,699 SH defined 2 1,970,699
MICROSOFT CORP COM EQUITY 594918104 2 86,400 SH sole 3 86,400
Microsoft Corp Com Stk EQUITY 594918104 240597 8,701,537 SH sole 1 8,701,537
MICROSTRATEGY INC EQUITY 594972408 268 6,534 SH sole 1 6,534
MICROSTRATEGY INC CL A NEW EQUITY 594972408 4 102,400 SH sole 3 97,400 5,000
MICROSTRATERGY INC-WT07 INFORMATI 594972119 509 SH sole 1 1
MICROTEK MEDICAL HOLDINGS IN EQUITY 59515B109 75 23,401 SH sole 1 23,401
MICROTUNE INC EQUITY 59514P109 148 28,009 SH sole 1 28,009
MICROVISION INC. EQUITY 594960106 60 10,154 SH sole 1 10,154
MID STATE BANCSHARES EQUITY 595440108 331 12,847 SH sole 1 12,847
MID-AMERICA APT. COMMUNITIES EQUITY 59522J103 468 12,017 SH sole 1 12,017
MIDAS, INC. EQUITY 595626102 136 8,413 SH sole 1 8,413
MIDDLEBY CORP EQUITY 596278101 128 2,432 SH sole 1 2,432
MIDDLESEX WATER CO EQUITY 596680108 110 6,163 SH sole 1 6,163
MIDLAND CO COM EQUITY 597486109 135 4,943 SH sole 1 4,943
MIDWAY GAMES INC. EQUITY 598148104 249 25,136 SH sole 1 25,136
MIDWEST BANC HOLDINGS INC. EQUITY 598251106 113 5,871 SH sole 1 5,871
MILACRON, INC. EQUITY 598709103 47 14,986 SH sole 1 14,986
MILLENNIUM CHEMICALS INC. EQUITY 599903101 751 35,396 SH sole 1 35,396
MILLENNIUM PHARMACEUTICALS EQUITY 599902103 4888 356,500 SH defined 2 356,500
MILLENNIUM PHARMACEUTICALS, IN EQUITY 599902103 7566 553,456 SH sole 1 553,456
MILLIPORE CORP EQUITY 601073109 3 57 SH defined 2 57
MILLIPORE CORP. EQUITY 601073109 1062 22,195 SH sole 1 22,195
MILLS CORP. EQUITY 601148109 4979 95,986 SH sole 1 95,986
MINAS BUENAVENTURA-SPON ADR EQUITY 204448104 1020 42,960 SH sole 1 42,960
MINDSPEED TECHNOLOGIES INC EQUITY 602682106 108 54,196 SH sole 1 54,196
MINE SAFETY APPLIANCES CO. EQUITY 602720104 478 11,749 SH sole 1 11,749
MINE SAFETY APPLIANCES COM EQUITY 602720104 17 425,170 SH sole 3 409,100 16,070
MINERALS TECHNOLOGIES, INC. EQUITY 603158106 2636 44,788 SH sole 1 44,788
MIPS TECHNOLOGIES INC EQUITY 604567107 127 22,317 SH sole 1 22,317
MISSION RESOURCES CORP EQUITY 605109107 139 22,109 SH sole 1 22,109
MISSION WEST PROPERTIES EQUITY 605203108 121 11,723 SH sole 1 11,723
MKS INSTRUMENTS, INC. EQUITY 55306N104 271 17,666 SH sole 1 17,666
MOBILE MINI INC. EQUITY 60740F105 194 7,819 SH sole 1 7,819
Mobile Telesystems - Sponsored ADR EQUITY 607409109 15787 108,885 SH sole 1 108,885
MOBILITY ELECTRONICS INC EQUITY 60741U101 111 13,461 SH sole 1 13,461
MODINE MANUFACTURING CO. EQUITY 607828100 2082 69,138 SH sole 1 69,138
MOHAWK INDUSTRIES, INC. EQUITY 608190104 8715 109,778 SH sole 1 109,778
MOLECULAR DEVICES CORP COM EQUITY 60851C107 2 93,700 SH sole 3 93,700
MOLECULAR DEVICES CORP. EQUITY 60851C107 162 6,864 SH sole 1 6,864
MOLEX INC EQUITY 608554101 6 216 SH defined 2 216
MOLEX, INC. EQUITY 608554101 2835 95,073 SH sole 1 95,073
MOLINA HEALTHCARE INC EQUITY 60855R100 201 5,648 SH sole 1 5,648
MOMENTA PHARMACEUTICALS INC EQUITY 60877T100 28 3,347 SH sole 1 3,347
MONACO COACH CORP EQUITY 60886R103 308 14,222 SH sole 1 14,222
MONDAVI, ROBERT CORP. CLASS A EQUITY 609200100 209 5,325 SH sole 1 5,325
MONEYGRAM INTERNATIONAL EQUITY 60935Y109 2496 146,137 SH sole 1 146,137
MONMOUTH REIT -CL A EQUITY 609720107 16 1,870 SH sole 1 1,870
MONOLITHIC SYS TECHNOL EQUITY 609842109 55 12,720 SH sole 1 12,720
MONRO MUFFLER BRAKE IN EQUITY 610236101 112 5,112 SH sole 1 5,112
MONSANTO CO EQUITY 61166W101 4333 118,975 SH sole 1 118,975
MONSANTO CO NEW EQUITY 61166W101 11 304 SH defined 2 304
MONSTER WORLDWIDE INC EQUITY 611742107 1289 52,318 SH sole 1 52,318
MONSTER WORLDWIDE INC EQUITY 611742107 4485 182,004 SH defined 2 182,004
MONSTER WORLDWIDE INC COM EQUITY 611742107 6 246,900 SH sole 3 242,600 4,300
MOODYS CORP EQUITY 615369105 12 169 SH defined 2 169
MOODY'S CORP. EQUITY 615369105 4799 65,516 SH sole 1 65,516
MOOG INC. EQUITY 615394202 515 14,178 SH sole 1 14,178
MORGAN STANLEY EQUITY 617446448 24660 500,202 SH sole 1 500,202
MORGAN STANLEY EQUITY 617446448 19557 396,697 SH defined 2 396,697
MORGAN STANLEY DEAN WITTER & C REPO EQUITY 568427108 85 4,712 SH sole 1 4,712
MORTGAGEIT HOLDINGS INC EQUITY 61915Q108 115 7,953 SH sole 1 7,953
MOTIVE INC EQUITY 61980V107 32 2,873 SH sole 1 2,873
MOTOROLA INC EQUITY 620076109 16285 902,693 SH defined 2 902,693
MOTOROLA, INC. EQUITY 620076109 22391 1,241,183 SH sole 1 1,241,183
MOVADO GROUP, INC. EQUITY 624580106 141 8,273 SH sole 1 8,273
MOVIE GALLERY, INC. EQUITY 624581104 254 14,491 SH sole 1 14,491
MPS GROUP INC EQUITY 553409103 1925 228,858 SH sole 1 228,858
MPS GROUP INC COM EQUITY 553409103 4 512,290 SH sole 3 505,190 7,100
MRO SOFTWARE EQUITY 55347W105 107 10,653 SH sole 1 10,653
MRV COMMUNICATIONS, INC. EQUITY 553477100 144 57,528 SH sole 1 57,528
MSC INDUSTRIAL DIRECT CO. EQUITY 553530106 24 693 SH sole 1 693
MSC SOFTWARE CORPORATION EQUITY 553531104 120 14,908 SH sole 1 14,908
MTC TECHNOLOGIES INC EQUITY 55377A106 109 3,943 SH sole 1 3,943
MTR GAMING GROUP INC EQUITY 553769100 118 12,640 SH sole 1 12,640
MTS SYSTEMS CORP. EQUITY 553777103 245 11,536 SH sole 1 11,536
MUELLER INDUSTRIES, INC. EQUITY 624756102 818 19,055 SH sole 1 19,055
MULTI-FINELINE ELECTRONIX IN EQUITY 62541B101 30 3,219 SH sole 1 3,219
MULTIMEDIA GAMES INC EQUITY 625453105 200 12,886 SH sole 1 12,886
Municipal High Income Fund EQUITY 626214100 727 98,900 SH sole 4 98,900
MURPHY OIL CORP. EQUITY 626717102 13144 151,484 SH sole 1 151,484
MYERS INDUSTRIES, INC. EQUITY 628464109 146 13,291 SH sole 1 13,291
MYKROLIS CORP EQUITY 62852P103 226 22,476 SH sole 1 22,476
MYLAN LABORATORIES INC. EQUITY 628530107 2152 119,565 SH sole 1 119,565
MYLAN LABS INC EQUITY 628530107 6 306 SH defined 2 306
MYOGEN INC EQUITY 62856E104 62 7,604 SH sole 1 7,604
MYRIAD GENETICS INC EQUITY 62855J104 253 14,797 SH sole 1 14,797
NABI BIOPHARMACEUTICALS EQUITY 629519109 420 31,359 SH sole 1 31,359
NABORS INDUSTRIES LTD EQUITY G6359F103 2994 63,240 SH sole 1 63,240
NABORS INDUSTRIES LTD EQUITY G6359F103 59 1,245 SH defined 2 1,245
NACCO INDUSTRIES, INC. CLASS A EQUITY 629579103 220 2,555 SH sole 1 2,555
NANOGEN INC. EQUITY 630075109 71 18,537 SH sole 1 18,537
NARA BANCORP INC EQUITY 63080P105 202 10,010 SH sole 1 10,010
NASB FINL INC EQUITY 628968109 66 1,678 SH sole 1 1,678
NASDAQ-100 SHARES EQUITY 631100104 9621 273,800 SH sole 1 273,800
NASHFINCH CO. EQUITY 631158102 211 6,702 SH sole 1 6,702
NATIONAL BEVERAGE CORP. EQUITY 635017106 32 3,926 SH sole 1 3,926
NATIONAL CITY CORP EQUITY 635405103 29 755 SH defined 2 755
NATIONAL CITY CORP. EQUITY 635405103 11332 293,415 SH sole 1 293,415
NATIONAL COMMERCE BANCORP. EQUITY 63545P104 3 74 SH sole 1 74
NATIONAL DATA CORP. EQUITY 639480102 315 19,619 SH sole 1 19,619
NATIONAL FINANCIAL PARTNERS EQUITY 63607P208 651 18,183 SH sole 1 18,183
NATIONAL FUEL GAS CO. EQUITY 636180101 9325 329,165 SH sole 1 329,165
NATIONAL HEALTH INVESTORS, INC EQUITY 63633D104 354 12,442 SH sole 1 12,442
NATIONAL HEALTH REALTY EQUITY 635905102 21 1,100 SH sole 1 1,100
NATIONAL HEALTHCARE CORP EQUITY 635906100 104 3,657 SH sole 1 3,657
NATIONAL INSTRUMENTS CORP. EQUITY 636518102 3922 129,552 SH sole 1 129,552
NATIONAL PENN BANCSHARES, INC. EQUITY 637138108 480 15,011 SH sole 1 15,011
NATIONAL PRESTO INDUSTRIES EQUITY 637215104 107 2,561 SH sole 1 2,561
NATIONAL PROCESSING INC EQUITY 637229105 1945 73,353 SH sole 1 73,353
NATIONAL SEMICONDUCTOR COR EQUITY 637640103 2224 143,608 SH defined 2 143,608
NATIONAL SEMICONDUCTOR CORP. EQUITY 637640103 3252 209,930 SH sole 1 209,930
NATIONAL WESTERN LIFE INS. CO. CLASS EQUITY 638522102 195 1,194 SH sole 1 1,194
NATIONAL-OILWELL, INC. EQUITY 637071101 4811 137,202 SH sole 1 137,202
NATIONWIDE FINANCIAL EQUITY 638612101 42 1,189 SH sole 1 1,189
NATIONWIDE HEALTH PROPERTIES EQUITY 638620104 908 43,767 SH sole 1 43,767
NATURES SUNSHINE PRODUCTS, INC EQUITY 639027101 86 5,644 SH sole 1 5,644
NAUTILUS GROUP INC EQUITY 63910B102 352 15,592 SH sole 1 15,592
NAVARRE CORP EQUITY 639208107 165 11,396 SH sole 1 11,396
NAVIGANT CONSULTING CO. EQUITY 63935N107 549 25,007 SH sole 1 25,007
NAVIGANT INTERNATIONAL, INC. EQUITY 63935R108 125 7,662 SH sole 1 7,662
NAVIGATORS GROUP INC EQUITY 638904102 136 4,668 SH sole 1 4,668
NAVISTAR INTERNATIONAL CORP. EQUITY 63934E108 1841 49,493 SH sole 1 49,493
NAVISTAR INTL CORP INC EQUITY 63934E108 3 80 SH defined 2 80
NAVTEQ CORP EQUITY 63936L100 30 835 SH sole 1 835
NBC CAPITAL CORP EQUITY 628729105 97 3,768 SH sole 1 3,768
NBT BANCORP, INC. EQUITY 628778102 420 17,924 SH sole 1 17,924
NBTY, INC. EQUITY 628782104 25 1,170 SH sole 1 1,170
NCI BUILDING SYSTEMS, INC. EQUITY 628852105 338 10,607 SH sole 1 10,607
NCO GROUP, INC. EQUITY 628858102 397 14,728 SH sole 1 14,728
NCR CORP NEW EQUITY 62886E108 5 107 SH defined 2 107
NCR CORP. EQUITY 62886E108 2088 42,106 SH sole 1 42,106
NDS Group Plc - ADR EQUITY 628891103 2924 108,300 SH sole 1 108,300
NECTAR THERAPEUTICS EQUITY 640268108 26 1,792 SH sole 1 1,792
NEIGHBORCARE INC EQUITY 64015Y104 519 20,462 SH sole 1 20,462
NEIMAN MARCUS GROUP INC CL A EQUITY 640204202 4669 81,199 SH sole 1 81,199
NELNET INC EQUITY 64031N108 5100 227,900 SH defined 2 227,900
NELNET INC-CL A EQUITY 64031N108 99 4,414 SH sole 1 4,414
NEOFORMA INC EQUITY 640475505 47 5,021 SH sole 1 5,021
NEOPHARM INC EQUITY 640919106 80 9,373 SH sole 1 9,373
NEOSE TECHNOLOGIES, INC. EQUITY 640522108 84 11,255 SH sole 1 11,255
NET2PHONE, INC. EQUITY 64108N106 63 19,432 SH sole 1 19,432
NETBANK INC EQUITY 640933107 253 25,243 SH sole 1 25,243
NETEGRITY, INC. EQUITY 64110P107 134 17,885 SH sole 1 17,885
NETFLIX.COM INC EQUITY 64110L106 12 749 SH sole 1 749
NETGEAR INC EQUITY 64111Q104 2745 224,607 SH sole 1 224,607
NETIQ CORP. EQUITY 64115P102 333 31,075 SH sole 1 31,075
NETRATINGS INC EQUITY 64116M108 119 6,691 SH sole 1 6,691
NETSCOUT SYSTEMS INC EQUITY 64115T104 69 12,930 SH sole 1 12,930
NETWORK APPLIANCE INC EQUITY 64120L104 9 408 SH defined 2 408
NETWORK APPLIANCE, INC. EQUITY 64120L104 4384 190,215 SH sole 1 190,215
Network Associates Inc EQUITY 640938106 503 25,000 SH sole 4 25,000
NETWORK EQUIPMENT TECH. EQUITY 641208103 86 13,065 SH sole 1 13,065
NEUROCRINE BIOSCIENCES COM EQUITY 64125C109 8 167,322 SH sole 3 160,700 6,622
NEUROCRINE BIOSCIENCES INC EQUITY 64125C109 2410 51,100 SH defined 2 51,100
NEUROCRINE BIOSCIENCES, INC. EQUITY 64125C109 37 780 SH sole 1 780
NEUROGEN CORP. EQUITY 64124E106 88 13,608 SH sole 1 13,608
NEVADA GOLD & CASINO EQUITY 64126Q206 53 4,432 SH sole 1 4,432
NEW CENTURY FINANCIAL CORP COM z 64352D101 932 15,472 SH sole 1 15,472
NEW JERSEY RESOURCES CORP. EQUITY 646025106 621 15,011 SH sole 1 15,011
NEW PLAN EXCEL REALTY TRUST EQUITY 648053106 18907 756,271 SH sole 1 756,271
NEW YORK COMMUNITY BANCORP INC EQUITY 649445103 25234 1,228,516 SH sole 1 1,228,516
NEW YORK TIMES CO EQUITY 650111107 7 167 SH defined 2 167
NEW YORK TIMES CO. CLASS A EQUITY 650111107 2558 65,428 SH sole 1 65,428
NEWALLIANCE BANCSHARES INC EQUITY 650203102 28 1,925 SH sole 1 1,925
NEWCASTLE INVESTMENT CORP EQUITY 65105M108 568 18,505 SH sole 1 18,505
NEWELL RUBBERMAID INC EQUITY 651229106 6 313 SH defined 2 313
NEWELL RUBBERMAID, INC. EQUITY 651229106 18234 909,899 SH sole 1 909,899
NEWFIELD EXPLORATION EQUITY 651290108 6303 102,919 SH sole 1 102,919
NEWMARKET CORP EQUITY 651587107 156 7,478 SH sole 1 7,478
NEWMONT MINING CORP HLDG CO EQUITY 651639106 8699 191,055 SH sole 1 191,055
NEWMONT MNG CORP EQUITY 651639106 23 505 SH defined 2 505
NEWPARK RESOURCES, INC. EQUITY 651718504 274 45,654 SH sole 1 45,654
NEWPORT CORP EQUITY 651824104 1065 92,846 SH sole 1 92,846
NEWS CORP LTD EQUITY 652487703 342 10,400 SH defined 2 10,400
NEWS CORP LTD EQUITY 652487802 430 13,731 SH defined 2 13,731
NEWS CORP LTD ADR EQUITY 652487802 2 SH sole 1 2
NEWTEK BUSINESS SERVICES INC EQUITY 652526104 3090 792,333 SH sole 1 792,333
NEXEN EQUITY 65334H102 7538 180,600 SH defined 1 0 180,600
NEXSTAR BROADCASTING GROUP-A EQUITY 65336K103 47 5,485 SH sole 1 5,485
NEXTEL COMMUNICATIONS INC EQUITY 65332V103 19879 833,869 SH defined 2 833,869
NEXTEL COMMUNICATIONS, INC. CLASS A EQUITY 65332V103 16266 682,284 SH sole 1 682,284
NEXTEL PARTNERS INC EQUITY 65333F107 873 52,630 SH sole 1 52,630
NIC INC EQUITY 62914B100 91 16,962 SH sole 1 16,962
NICOR INC EQUITY 654086107 2 50 SH defined 2 50
NICOR, INC. EQUITY 654086107 1569 42,753 SH sole 1 42,753
NII HLDGS INC EQUITY 62913F201 3095 75,100 SH defined 2 75,100
NII HOLDINGS INC-CL B EQUITY 62913F201 50 1,222 SH sole 1 1,222
NIKE INC EQUITY 654106103 13912 176,550 SH defined 2 176,550
NIKE, INC. CLASS B EQUITY 654106103 11514 146,120 SH sole 1 146,120
NISOURCE INC EQUITY 65473P105 6 300 SH defined 2 300
NISOURCE, INC. EQUITY 65473P105 5268 250,748 SH sole 1 250,748
NITROMED INC EQUITY 654798503 128 5,366 SH sole 1 5,366
NL INDUSTRIES, INC. EQUITY 629156407 79 4,294 SH sole 1 4,294
NMS COMMUNUCATIONS CORP. EQUITY 629248105 124 25,332 SH sole 1 25,332
NN INC EQUITY 629337106 104 9,105 SH sole 1 9,105
NOBLE CORPORATION EQUITY G65422100 2563 57,013 SH sole 1 57,013
NOBLE CORPORATION EQUITY G65422100 7 153 SH defined 2 153
NOBLE CORPORATION SHS EQUITY G65422100 10 213,500 SH sole 3 207,700 5,800
NOBLE ENERGYINC EQUITY 655044105 5615 96,404 SH sole 1 96,404
NOBLE INTERNATIONAL LTD EQUITY 655053106 63 3,458 SH sole 1 3,458
NOKIA CORP SPON-ADR EQUITY 654902204 267 19,470 SH sole 1 19,470
NORDSON CORP EQUITY 655663102 4909 143,000 SH defined 2 143,000
NORDSON CORP. EQUITY 655663102 2494 72,653 SH sole 1 72,653
NORDSTROM INC EQUITY 655664100 6 160 SH defined 2 160
NORDSTROM, INC. EQUITY 655664100 2368 61,926 SH sole 1 61,926
NORFOLK SOUTHERN CORP. EQUITY 655844108 12178 409,486 SH sole 1 409,486
NORFOLK SOUTHN CORP EQUITY 655844108 13 449 SH defined 2 449
NORTEL NETWORKS CORP EQUITY 656568102 4913 1,450,900 SH defined 1 0 1,450,900
NORTEL NETWORKS CORP EQUITY 656568102 9 2,545 SH defined 2 2,545
NORTH FORK BANCORPORATION EQUITY 659424105 9 197 SH defined 2 197
NORTH FORK BANCORPORATION INC. EQUITY 659424105 8954 70,661 SH sole 1 70,661
NORTH PITTSBURGH SYSTEMS EQUITY 661562108 169 8,175 SH sole 1 8,175
NORTHEAST UTILITIES EQUITY 664397106 4104 211,676 SH sole 1 211,676
NORTHERN TRUST CORP EQUITY 665859104 10 251 SH defined 2 251
NORTHERN TRUST CORP. EQUITY 665859104 5172 126,763 SH sole 1 126,763
NORTHFIELD LABORATORIES, INC. EQUITY 666135108 139 10,363 SH sole 1 10,363
NORTHROP GRUMMAN CORP EQUITY 666807102 22 409 SH defined 2 409
NORTHROP GRUMMAN CORP. EQUITY 666807102 8138 152,599 SH sole 1 152,599
NORTHWEST AIRLINES CORP CL-A EQUITY 667280101 334 40,731 SH sole 1 40,731
NORTHWEST BANCORP INC. EQUITY 667328108 233 10,266 SH sole 1 10,266
NORTHWEST NATURAL GAS CO. EQUITY 667655104 472 14,873 SH sole 1 14,873
NOVA CHECMICALS EQUITY 66977W109 3850 99,800 SH defined 1 0 99,800
NOVA CHEMICALS CORP COM EQUITY 66977W109 18 470,004 SH sole 3 452,700 17,304
NOVASTAR FINL INC EQUITY 669947400 594 13,616 SH sole 1 13,616
NOVATEL WIRELESS INC EQUITY 66987M604 236 10,043 SH sole 1 10,043
NOVATEL WIRELESS INC EQUITY 66987M604 345 14,700 SH defined 2 14,700
NOVATEL WIRELESS INC COM NEW EQUITY 66987M604 11 487,480 SH sole 3 474,900 12,580
NOVELL INC EQUITY 670006105 3 441 SH defined 2 441
NOVELL, INC . EQUITY 670006105 1087 172,278 SH sole 1 172,278
NOVELLUS SYS INC EQUITY 670008101 4 163 SH defined 2 163
NOVELLUS SYSTEMS, INC. EQUITY 670008101 1982 74,416 SH sole 1 74,416
NOVEN PHARMACEUTICALS, INC. EQUITY 670009109 265 12,739 SH sole 1 12,739
NPS PHARMACEUTICALS INC. EQUITY 62936P103 442 20,284 SH sole 1 20,284
NRG ENERGY INC EQUITY 629377508 3880 144,009 SH sole 1 144,009
NS GROUP, INC. EQUITY 628916108 185 9,980 SH sole 1 9,980
NSTAR EQUITY 67019E107 10899 221,966 SH sole 1 221,966
NTL INC EQUITY 62940M104 88 1,421 SH sole 1 1,421
NTN COMMUNICATIONS INC EQUITY 629410309 119 45,639 SH sole 1 45,639
NU SKIN ENTERPRISES, INC. CLASS A EQUITY 67018T105 673 28,623 SH sole 1 28,623
NUCO2 INC EQUITY 629428103 67 3,430 SH sole 1 3,430
NUCOR CORP EQUITY 670346105 8 90 SH defined 2 90
NUCOR CORP. EQUITY 670346105 3512 38,440 SH sole 1 38,440
NUI CORPORATION EQUITY 629431107 116 8,699 SH sole 1 8,699
NUTRACEUTICAL INTL CORP EQUITY 67060Y101 60 4,290 SH sole 1 4,290
NUVASIVE INC EQUITY 670704105 37 3,535 SH sole 1 3,535
NUVEEN INVESTMENTS INC EQUITY 67090F106 12 399 SH sole 1 399
NUVELO INC EQUITY 67072M301 208 21,043 SH sole 1 21,043
NVIDIA CORP EQUITY 67066G104 1267 87,261 SH sole 1 87,261
NVIDIA CORP EQUITY 67066G104 3 190 SH defined 2 190
NVR, INC. EQUITY 62944T105 61 111 SH sole 1 111
NYMAGIC, INC. EQUITY 629484106 39 1,797 SH sole 1 1,797
OAK HILL FINANCIAL INC EQUITY 671337103 66 1,908 SH sole 1 1,908
OAKLEY INC. EQUITY 673662102 134 11,270 SH sole 1 11,270
OCA INC EQUITY 67083Q101 109 23,008 SH sole 1 23,008
OCCIDENTAL PETE CORP EQUITY 674599105 25 446 SH defined 2 446
OCCIDENTAL PETROLEUM CORP. EQUITY 674599105 9318 166,596 SH sole 1 166,596
OCEANEERING INTERNATIONAL, INC EQUITY 675232102 501 13,591 SH sole 1 13,591
OCEANEERING INTL INC EQUITY 675232102 1945 52,800 SH defined 2 52,800
OCEANFIRST FINANCIAL CORP EQUITY 675234108 124 5,095 SH sole 1 5,095
O'CHARLEY'S INC. EQUITY 670823103 188 11,557 SH sole 1 11,557
OCTEL CORP. EQUITY 675727101 144 6,778 SH sole 1 6,778
OCULAR SCIENCES INC COM EQUITY 675744106 4,900 SH sole 3 3,000 1,900
OCULAR SCIENCES, INC. EQUITY 675744106 2485 51,802 SH sole 1 51,802
OCWEN FINANCIAL CORP. EQUITY 675746101 184 20,140 SH sole 1 20,140
ODYSSEY HEALTHCARE INC EQUITY 67611V101 354 19,941 SH sole 1 19,941
ODYSSEY RE HLDGS CORP EQUITY 67612W108 6 248 SH sole 1 248
OFFICE DEPOT INC EQUITY 676220106 5 357 SH defined 2 357
OFFICE DEPOT, INC. EQUITY 676220106 2099 139,671 SH sole 1 139,671
OFFSHORE LOGISTICS, INC. EQUITY 676255102 379 11,000 SH sole 1 11,000
OGE ENERGY CORP. EQUITY 670837103 11894 471,438 SH sole 1 471,438
OHIO CASUALTY CORP. EQUITY 677240103 2794 133,515 SH sole 1 133,515
OIL STATES INTERNATIONAL INC EQUITY 678026105 296 15,828 SH sole 1 15,828
OLD DOMINION FGHT LINE COM EQUITY 679580100 5 164,125 SH sole 3 155,525 8,600
OLD DOMINION FREIGHT LINE EQUITY 679580100 259 8,976 SH sole 1 8,976
OLD NATL BANCORP EQUITY 680033107 898 36,152 SH sole 1 36,152
OLD REPUBLIC INTL CORP. EQUITY 680223104 7520 300,445 SH sole 1 300,445
OLD SECOND BANCORP INC EQUITY 680277100 204 7,306 SH sole 1 7,306
OLIN CORP. EQUITY 680665205 3033 151,651 SH sole 1 151,651
OM GROUP INC EQUITY 670872100 565 15,448 SH sole 1 15,448
OMEGA FINANCIAL CORP. EQUITY 682092101 144 4,166 SH sole 1 4,166
OMEGA HEALTHCARE INVESTORS EQUITY 681936100 328 30,517 SH sole 1 30,517
OMEGA PROTEIN CORP EQUITY 68210P107 25 3,246 SH sole 1 3,246
OMNICARE, INC. EQUITY 681904108 4869 171,701 SH sole 1 171,701
OMNICELL INC EQUITY 68213N109 157 11,856 SH sole 1 11,856
OMNICOM GROUP EQUITY 681919106 6321 86,513 SH defined 2 86,513
OMNICOM GROUP, INC. EQUITY 681919106 5811 79,543 SH sole 1 79,543
OMNIVISION TECHNOLOGIE EQUITY 682128103 429 30,303 SH sole 1 30,303
OMNOVA SOLUTIONS EQUITY 682129101 132 21,892 SH sole 1 21,892
ON SEMICONDUCTOR CORPORATION EQUITY 682189105 205 65,553 SH sole 1 65,553
ONE LIBERTY PROPERTIES INC EQUITY 682406103 20 1,110 SH sole 1 1,110
ONEOK, INC. EQUITY 682680103 4849 186,354 SH sole 1 186,354
ONYX PHARMACEUTICALS COM EQUITY 683399109 8 190,428 SH sole 3 186,500 3,928
ONYX PHARMACEUTICALS INC EQUITY 683399109 812 18,883 SH sole 1 18,883
ONYX PHARMACEUTICALS INC EQUITY 683399109 2581 60,000 SH defined 2 60,000
OPEN SOLLUTIONS INC EQUITY 68371P102 179 7,161 SH sole 1 7,161
OPEN TEXT CORP EQUITY 683715106 3954 230,400 SH defined 1 0 230,400
OPENWAVE SYS INC EQUITY 683718308 282 32,000 SH defined 2 32,000
OPENWAVE SYSTEMS INC. EQUITY 683718308 309 35,022 SH sole 1 35,022
OPLINK COMMUNICATIONS INC EQUITY 68375Q106 104 58,239 SH sole 1 58,239
OPNET TECHNOLOGIES EQUITY 683757108 66 6,417 SH sole 1 6,417
OPSWARE INC EQUITY 68383A101 157 27,946 SH sole 1 27,946
OPTICAL COMMUNICATION PROD EQUITY 68382T101 21 10,004 SH sole 1 10,004
OPTION CARE INC EQUITY 683948103 111 7,204 SH sole 1 7,204
ORACLE CORP EQUITY 68389X105 7810 692,394 SH defined 2 692,394
ORACLE CORP. EQUITY 68389X105 45387 4,023,649 SH sole 1 4,023,649
ORASURE TECHNOLOGIES INC EQUITY 68554V108 136 21,629 SH sole 1 21,629
ORBITAL SCIENCES CORP. EQUITY 685564106 497 43,492 SH sole 1 43,492
ORBITZ INC EQUITY 68556Y100 2782 102,275 SH sole 1 102,275
ORBITZ INC EQUITY 68556Y100 1782 65,500 SH defined 2 65,500
OREGON STEEL MILLS, INC. EQUITY 686079104 240 14,460 SH sole 1 14,460
O'REILLY AUTOMOTIVE, INC. EQUITY 686091109 3476 90,781 SH sole 1 90,781
ORIENTAL FINANCIAL GROUP EQUITY 68618W100 250 9,232 SH sole 1 9,232
ORIGEN FINANCIAL INC EQUITY 68619E208 33 4,486 SH sole 1 4,486
ORLEANS HOMEBUILDERS INC EQUITY 686588104 30 1,326 SH sole 1 1,326
ORTHOLOGIC CORP EQUITY 68750J107 132 18,810 SH sole 1 18,810
ORTHOVITA INC EQUITY 68750U102 113 25,311 SH sole 1 25,311
OSCIENT PHARMACEUTICALS CORP EQUITY 68812R105 117 33,068 SH sole 1 33,068
OSHKOSH B'GOSH, INC. CLASS A EQUITY 688222207 73 3,629 SH sole 1 3,629
OSHKOSH TRUCK CORP CL B EQUITY 688239201 40 695 SH sole 1 695
OSI PHARMACEUTICALS EQUITY 671040103 56 916 SH sole 1 916
OSI PHARMACEUTICALS INC EQUITY 671040103 615 10,000 SH defined 2 10,000
OSI SYSTEMS INC EQUITY 671044105 115 7,167 SH sole 1 7,167
OTTER TAIL POWER CO. EQUITY 689648103 359 14,097 SH sole 1 14,097
OUTBACK STEAKHOUSE INC. EQUITY 689899102 5039 121,337 SH sole 1 121,337
OVERLAND STORAGE INC EQUITY 690310107 104 7,447 SH sole 1 7,447
OVERNITE CORP EQUITY 690322102 479 15,256 SH sole 1 15,256
OVERNITE CORP COM EQUITY 690322102 7 229,260 SH sole 3 221,200 8,060
OVERSEAS SHIPHOLDING GROUP EQUITY 690368105 3914 78,856 SH sole 1 78,856
OVERSTOCK.COM EQUITY 690370101 218 5,927 SH sole 1 5,927
OWENS & MINOR, INC. EQUITY 690732102 543 21,391 SH sole 1 21,391
OWENS-ILLINOIS, INC. EQUITY 690768403 37 2,339 SH sole 1 2,339
OXFORD INDS INC. EQUITY 691497309 269 7,225 SH sole 1 7,225
P A M TRANSN SVCS INC EQUITY 693149106 67 3,477 SH sole 1 3,477
P G & E CORP. EQUITY 69331C108 5497 180,823 SH sole 1 180,823
P. F. CHANGS CHINA BISTRO INC. EQUITY 69333Y108 676 13,936 SH sole 1 13,936
PACCAR INC EQUITY 693718108 14 198 SH defined 2 198
PACCAR INC COM EQUITY 693718108 7 95,300 SH sole 3 95,300
PACCAR, INC EQUITY 693718108 6336 91,672 SH sole 1 91,672
PACER INTERNATIONAL INC EQUITY 69373H106 247 15,057 SH sole 1 15,057
PACIFIC CAPITAL BANCORP EQUITY 69404P101 732 24,752 SH sole 1 24,752
PACIFIC SUNWEAR OF CALIFORNIA EQUITY 694873100 2577 122,445 SH sole 1 122,445
PACIFICARE HEALTH SYSTEMS INC CLASS A EQUITY 695112102 5208 141,914 SH sole 1 141,914
PACKAGING CORP OF AMERICA EQUITY 695156109 4288 175,221 SH sole 1 175,221
PACKETEER, INC EQUITY 695210104 193 17,879 SH sole 1 17,879
PACTIV CORP EQUITY 695257105 4 171 SH defined 2 171
PACTIV CORPORATION EQUITY 695257105 1556 66,928 SH sole 1 66,928
PAIN THERAPEUTICS INC EQUITY 69562K100 101 14,046 SH sole 1 14,046
PALATIN TECHNOLOGIES INC EQUITY 696077304 84 28,694 SH sole 1 28,694
PALL CORP EQUITY 696429307 1366 55,819 SH sole 1 55,819
PALL CORP EQUITY 696429307 4 143 SH defined 2 143
PALM HARBOR HOMES, INC EQUITY 696639103 87 5,176 SH sole 1 5,176
PALMONE INC EQUITY 69713P107 693 22,773 SH sole 1 22,773
PALMSOURCE INC EQUITY 697154102 165 7,970 SH sole 1 7,970
PALOMAR MEDICAL TECHNOLOGIES EQUITY 697529303 143 6,539 SH sole 1 6,539
PAN PACIFIC RETAIL PROPERTIES EQUITY 69806L104 293 5,417 SH sole 1 5,417
PANERA BREAD COMPANY CL A EQUITY 69840W108 580 15,462 SH sole 1 15,462
PANTRY INC EQUITY 698657103 159 6,320 SH sole 1 6,320
PAPA JOHNS INTERNATIONAL, INC EQUITY 698813102 194 6,332 SH sole 1 6,332
PAR PHARMACEUTICAL COMPANIES, INC EQUITY 69888P106 2654 73,855 SH sole 1 73,855
PAR PHARMACEUTICAL COS INC EQUITY 69888P106 2515 70,000 SH defined 2 70,000
PARADYNE NETWORKS INC EQUITY 69911G107 99 21,452 SH sole 1 21,452
PARAMETRIC TECHNOLOGY CORP EQUITY 699173100 2380 450,807 SH defined 2 450,807
PARAMETRIC TECHNOLOGY CORP. EQUITY 699173100 1374 260,225 SH sole 1 260,225
PAREXEL INTERNATIONAL CORP. EQUITY 699462107 279 14,223 SH sole 1 14,223
PARK ELECTROCHEMICAL CORP. EQUITY 700416209 200 9,419 SH sole 1 9,419
PARK NATIONAL CORP. EQUITY 700658107 949 7,456 SH sole 1 7,456
PARKER DRILLING CO. EQUITY 701081101 189 51,370 SH sole 1 51,370
PARKER HANNIFIN CORP EQUITY 701094104 8 136 SH defined 2 136
PARKER HANNIFIN CORP. EQUITY 701094104 4429 75,248 SH sole 1 75,248
PARKWAY PROPERTIES, INC. EQUITY 70159Q104 336 7,236 SH sole 1 7,236
PARTNERS TRUST FINANCIAL GRP EQUITY 70213F102 174 16,805 SH sole 1 16,805
PARTY CITY CORP EQUITY 702145103 92 6,213 SH sole 1 6,213
PATHMARK STORES INC EQUITY 70322A101 79 16,383 SH sole 1 16,383
PATINA OIL & GAS CORP EQUITY 703224105 42 1,420 SH sole 1 1,420
PATTERSON COS INC EQUITY 703395103 8984 117,349 SH sole 1 117,349
PATTERSON UTI ENERGY INC EQUITY 703481101 5084 266,600 SH defined 2 266,600
PATTERSON-UTI ENERGY INC EQUITY 703481101 5488 287,792 SH sole 1 287,792
PAXAR CORP. EQUITY 704227107 427 18,834 SH sole 1 18,834
PAXSON COMMUNICATIONS CORP. EQUITY 704231109 33 24,702 SH sole 1 24,702
PAYCHEX INC EQUITY 704326107 3219 106,781 SH defined 2 106,781
PAYCHEX, INC. EQUITY 704326107 5619 186,361 SH sole 1 186,361
PAYLESS SHOESOURCE, INC. EQUITY 704379106 1500 148,062 SH sole 1 148,062
PC CONNECTION INC EQUITY 69318J100 27 3,924 SH sole 1 3,924
PC MALL INC EQUITY 69323K100 65 4,239 SH sole 1 4,239
PC-TEL INC. EQUITY 69325Q105 94 11,406 SH sole 1 11,406
PDF SOLUTIONS INC EQUITY 693282105 97 7,950 SH sole 1 7,950
PEABODY ENERGY CORP EQUITY 704549104 6302 105,923 SH sole 1 105,923
PEABODY ENERGY CORP COM EQUITY 704549104 7 117,732 SH sole 3 111,300 6,432
PEAPACK-GLADSTONE FINL EQUITY 704699107 121 3,982 SH sole 1 3,982
PEC SOLUTIONS INC EQUITY 705107100 74 6,287 SH sole 1 6,287
PEDIATRIX MEDICAL GROUP EQUITY 705324101 732 13,345 SH sole 1 13,345
PEETS COFFEE & TEA INC EQUITY 705560100 150 6,399 SH sole 1 6,399
PEGASUS COMMUNICATIONS CORP EQUITY 705904605 66 SH sole 1 66
PEGASUS SOLUTIONS INC. EQUITY 705906105 151 12,667 SH sole 1 12,667
PEGASYSTEMS INC EQUITY 705573103 43 6,156 SH sole 1 6,156
PENN ENGINERRING & MFG CORP EQUITY 707389300 109 5,851 SH sole 1 5,851
PENN NATIONAL GAMING, INC. EQUITY 707569109 704 17,438 SH sole 1 17,438
PENN VA CORP COM EQUITY 707882106 2 46,500 SH sole 3 46,500
PENN VIRGINIA CORPORATION EQUITY 707882106 393 9,932 SH sole 1 9,932
PENN-AMERICA GROUP INC EQUITY 707247102 71 5,229 SH sole 1 5,229
PENNEY J C INC EQUITY 708160106 12 328 SH defined 2 328
PENNFED FINANCIAL SVCS INC EQUITY 708167101 75 2,473 SH sole 1 2,473
PENNROCK FINL SVCS COR EQUITY 708352109 116 4,173 SH sole 1 4,173
PENNSYLVANIA REAL ESTATE INV. EQUITY 709102107 819 21,178 SH sole 1 21,178
PENTAIR INC COM EQUITY 709631105 9 260,522 SH sole 3 247,000 13,522
PENTAIR INC. EQUITY 709631105 5784 165,676 SH sole 1 165,676
PENWEST PHARMACEUTICALS CO EQUITY 709754105 102 9,045 SH sole 1 9,045
PEOPLES BANCORP INC EQUITY 709789101 152 5,786 SH sole 1 5,786
PEOPLES BANK EQUITY 710198102 28 778 SH sole 1 778
PEOPLES ENERGY CORP EQUITY 711030106 2 43 SH defined 2 43
PEOPLES ENERGY CORP. EQUITY 711030106 6962 167,036 SH sole 1 167,036
PEOPLES HOLDING COMPANY EQUITY 711148106 159 4,884 SH sole 1 4,884
PEOPLESOFT INC EQUITY 712713106 8 418 SH defined 2 418
PEOPLESOFT, INC. EQUITY 712713106 4022 202,599 SH sole 1 202,599
PEP BOYS-MANNY, MOE & JACK EQUITY 713278109 440 31,450 SH sole 1 31,450
PEPCO HOLDINGS INC EQUITY 713291102 6091 306,065 SH sole 1 306,065
PEPSI BOTTLING EQUITY 713409100 3193 117,617 SH sole 1 117,617
PEPSI BOTTLING GROUP INC EQUITY 713409100 8 290 SH defined 2 290
PEPSIAMERICAS INC EQUITY 71343P200 4329 226,634 SH sole 1 226,634
Pepsico EQUITY 713448108 1460 30,000 SH sole 4 30,000
PEPSICO INC EQUITY 713448108 14854 305,331 SH defined 2 305,331
PEPSICO, INC. EQUITY 713448108 63240 1,299,906 SH sole 1 1,299,906
PEREGRINE PHARMACEUTICALS INC EQUITY 713661106 110 68,498 SH sole 1 68,498
PERFORMANCE FOOD GROUP CO. EQUITY 713755106 598 25,252 SH sole 1 25,252
PERICOM SEMICONDUCTOR CORP EQUITY 713831105 117 12,067 SH sole 1 12,067
PERINI CORP EQUITY 713839108 37979 2,663,346 SH sole 1 2,663,346
PERKINELMER INC EQUITY 714046109 3 146 SH defined 2 146
PERKINELMER INC. EQUITY 714046109 1032 59,937 SH sole 1 59,937
PEROT SYSTEM CORP. EQUITY 714265105 665 41,420 SH sole 1 41,420
PERRIGO CO. EQUITY 714290103 3072 149,478 SH sole 1 149,478
PERRY ELLIS INTERNATIONAL EQUITY 288853104 66 2,950 SH sole 1 2,950
PER-SE TECHNOLOGIES EQUITY 713569309 175 12,729 SH sole 1 12,729
PETCO ANIMAL SUPPLIES EQUITY 716016209 29 884 SH sole 1 884
PETMED EXPRESS INC EQUITY 716382106 25 5,368 SH sole 1 5,368
PETRO-CANADA EQUITY 71644E102 4239 81,500 SH defined 1 0 81,500
PETROL BRASILEIROS SPONS AD EQUITY 71654V101 306 12,100 SH sole 1 12,100
PETROLEO BRASILEIRO S.A. ADR EQUITY 71654V408 7584 216,550 SH sole 1 216,550
PETROLEO BRASILEIRO SA EQUITY 71654V408 2298 65,200 SH defined 2 65,200
PETROLEUM DEVELOPMENT CORP EQUITY 716578109 388 8,851 SH sole 1 8,851
PETSMART, INC EQUITY 716768106 7095 249,907 SH sole 1 249,907
PFF BANCORP, INC. EQUITY 69331W104 258 6,750 SH sole 1 6,750
Pfizer Inc EQUITY 717081103 612 20,000 SH sole 4 20,000
PFIZER INC EQUITY 717081103 45128 1,474,773 SH defined 2 1,474,773
Pfizer Inc USD0.05 EQUITY 717081103 207221 6,771,916 SH sole 1 6,771,916
PFIZER INC COM EQUITY 717081103 3 90,100 SH sole 3 90,100
PG+E CORP EQUITY 69331C108 14 457 SH defined 2 457
PHARMACEUTICAL PRODUCT DEVELOPMENT EQUITY 717124101 37 1,026 SH sole 1 1,026
PHARMACYCLICS INC. EQUITY 716933106 110 10,684 SH sole 1 10,684
PHARMION CORP EQUITY 71715B409 419 8,098 SH sole 1 8,098
PHARMOS CORP EQUITY 717139208 138 47,916 SH sole 1 47,916
PHASE FORWARD INC EQUITY 71721R406 25 2,989 SH sole 1 2,989
PHELPS DODGE CORP EQUITY 717265102 10 107 SH defined 2 107
PHELPS DODGE CORP. EQUITY 717265102 3851 41,845 SH sole 1 41,845
PHILADELPHIA CONS. HLDG. CO. EQUITY 717528103 535 9,710 SH sole 1 9,710
PHILLIPINES LONG DISTANCE TELE ADR EQUITY 718252604 1387 55,400 SH sole 1 55,400
PHILLIPS-VAN HEUSEN CORP. EQUITY 718592108 294 13,205 SH sole 1 13,205
PHOENIX COMPANIES INC EQUITY 71902E109 537 51,538 SH sole 1 51,538
PHOTON DYNAMICS EQUITY 719364101 184 9,067 SH sole 1 9,067
PHOTRONICS INC. EQUITY 719405102 294 17,717 SH sole 1 17,717
PICO HOLDINGS INC EQUITY 693366205 83 4,347 SH sole 1 4,347
PIEDMONT NATURAL GAS CO., INC. EQUITY 720186105 3509 79,865 SH sole 1 79,865
PIER 1 IMPORTS, INC. EQUITY 720279108 2608 144,223 SH sole 1 144,223
PILGRIMS PRIDE CORP. EQUITY 721467108 8 293 SH sole 1 293
PINNACLE AIRLINES CORP EQUITY 723443107 107 10,567 SH sole 1 10,567
PINNACLE SYSTEMS, INC. EQUITY 723481107 156 37,485 SH sole 1 37,485
PINNACLE WEST CAP CORP EQUITY 723484101 560 13,504 SH defined 2 13,504
PINNACLE WEST CAPITAL CORP. EQUITY 723484101 8210 197,831 SH sole 1 197,831
PIONEER NATURAL RESOURCES CORP EQUITY 723787107 8257 239,480 SH sole 1 239,480
PIPER JAFFRAY COS EQUITY 724078100 434 10,966 SH sole 1 10,966
PIPER JAFFRAY COS EQUITY 724078100 5990 151,300 SH defined 2 151,300
PITNEY BOWES INC EQUITY 724479100 12 263 SH defined 2 263
PITNEY BOWES, INC. EQUITY 724479100 4535 102,833 SH sole 1 102,833
PIXAR INC EQUITY 725811103 367 4,651 SH sole 1 4,651
PIXELWORKS INC EQUITY 72581M107 221 22,060 SH sole 1 22,060
PIXELWORKS INC COM EQUITY 72581M107 15 1,461,788 SH sole 3 1,421,800 39,988
PLACER DOME INC EQUITY 725906101 4474 224,400 SH defined 1 0 224,400
PLACER SIERRA BANCSHARES EQUITY 726079106 66 3,122 SH sole 1 3,122
PLAINS EXPL + PRODTN CO EQUITY 726505100 666 27,900 SH defined 2 27,900
PLAINS EXPLORATION & PRODUCT EQUITY 726505100 4000 167,650 SH sole 1 167,650
PLANAR SYSTEMS, INC. EQUITY 726900103 89 7,967 SH sole 1 7,967
PLANTRONICS INC NEW EQUITY 727493108 778 18,000 SH defined 2 18,000
PLANTRONICS, INC. EQUITY 727493108 3421 79,122 SH sole 1 79,122
PLATO LEARNING INC EQUITY 72764Y100 111 12,522 SH sole 1 12,522
PLAYBOY ENTERPRISES, INC. EQUITY 728117300 107 10,640 SH sole 1 10,640
PLAYTEX PRODUCTS, INC. EQUITY 72813P100 119 18,943 SH sole 1 18,943
PLEXUS CORP. EQUITY 729132100 1036 93,854 SH sole 1 93,854
PLUG POWER INC EQUITY 72919P103 169 26,382 SH sole 1 26,382
PLUM CREEK TIMBER CO INC EQUITY 729251108 2863 81,719 SH sole 1 81,719
PLUM CREEK TIMBER CO INC EQUITY 729251108 7 209 SH defined 2 209
PLX TECHNOLOGY, INC. EQUITY 693417107 84 11,713 SH sole 1 11,713
PMA CAPITAL CORP. EQUITY 693419202 111 14,716 SH sole 1 14,716
PMC SIERRA INC EQUITY 69344F106 2 202 SH defined 2 202
PMC-SIERRA INC COM EQUITY 69344F106 2 229,936 SH sole 3 217,300 12,636
PMC-SIERRA, INC. EQUITY 69344F106 694 78,791 SH sole 1 78,791
PMI GROUP, INC. EQUITY 69344M101 6431 158,476 SH sole 1 158,476
PNC FINANCIAL SERVICES EQUITY 693475105 21453 396,552 SH sole 1 396,552
PNC FINL SVCS GROUP INC EQUITY 693475105 17 322 SH defined 2 322
PNM RESOURCES INC EQUITY 69349H107 2958 131,408 SH sole 1 131,408
POGO PRODUCING CO EQUITY 730448107 5003 105,445 SH sole 1 105,445
POLARIS INDUSTRIES, INC. EQUITY 731068102 49 869 SH sole 1 869
POLO RALPH LAUREN CO EQUITY 731572103 31 860 SH sole 1 860
POLO RALPH LAUREN CORP CL A EQUITY 731572103 3 85,100 SH sole 3 85,100
POLYCOM, INC. EQUITY 73172K104 3250 163,997 SH sole 1 163,997
POLYMEDICA CORP EQUITY 731738100 441 14,308 SH sole 1 14,308
POLYONE CORPORATION EQUITY 73179P106 375 49,890 SH sole 1 49,890
POPE & TALBOT, INC. EQUITY 732827100 151 8,589 SH sole 1 8,589
POPULAR INC EQUITY 733174106 145 5,505 SH sole 1 5,505
PORTAL SOFTWARE INC EQUITY 736126301 48 17,570 SH sole 1 17,570
PORTFOLIO RECOVERY ASS COM EQUITY 73640Q105 4 132,300 SH sole 3 132,300
PORTFOLIO RECOVERY ASSOCIATE EQUITY 73640Q105 194 6,608 SH sole 1 6,608
POSSIS MEDICAL INC EQUITY 737407106 137 8,742 SH sole 1 8,742
POST PROPERTIES, INC. EQUITY 737464107 783 26,185 SH sole 1 26,185
POTASH CORP SASK INC COM (F) EQUITY 73755L107 7 105,700 SH sole 3 101,500 4,200
POTLATCH CORP. EQUITY 737628107 3003 64,152 SH sole 1 64,152
POWELL INDUSTRIES INC EQUITY 739128106 62 3,703 SH sole 1 3,703
POWER INTEGRATIONS, INC. EQUITY 739276103 307 15,017 SH sole 1 15,017
POWER ONE INC EQUITY 739308104 1 96 SH defined 2 96
POWER-ONE , INC. EQUITY 739308104 456 70,384 SH sole 1 70,384
POWERWAVE TECHNOLOGIES INC EQUITY 739363109 1397 226,776 SH sole 1 226,776
POZEN INC. EQUITY 73941U102 114 13,064 SH sole 1 13,064
PPG INDS INC EQUITY 693506107 12 196 SH defined 2 196
PPG INDUSTRIES, INC. EQUITY 693506107 4811 78,509 SH sole 1 78,509
PPL CORP EQUITY 69351T106 10 215 SH defined 2 215
PPL CORPORATION EQUITY 69351T106 4248 90,045 SH sole 1 90,045
PRAECIS PHARMACEUTICALS IN EQUITY 739421105 132 60,000 SH defined 2 60,000
PRAECIS PHARMACEUTICALS INC EQUITY 739421105 63 28,506 SH sole 1 28,506
PRAXAIR INC EQUITY 74005P104 16 370 SH defined 2 370
PRAXAIR, INC. EQUITY 74005P104 6177 144,527 SH sole 1 144,527
PRECISION CASTPARTS CORP. EQUITY 740189105 6427 107,033 SH sole 1 107,033
PRECISION DRILLING CORP C EQUITY 74022D100 6930 120,600 SH defined 1 0 120,600
PREMCOR INC EQUITY 74045Q104 30 784 SH sole 1 784
PREMCOR INC COM EQUITY 74045Q104 5 137,530 SH sole 3 127,800 9,730
PRENTISS PROPERTIES TRUST EQUITY 740706106 8449 234,697 SH sole 1 234,697
PREPAID LEGAL SERVICES, INC. EQUITY 740065107 146 5,696 SH sole 1 5,696
PRESIDENTIAL LIFE CORP. EQUITY 740884101 199 11,605 SH sole 1 11,605
PRESSTEK INC EQUITY 741113104 135 13,997 SH sole 1 13,997
PRG-SCHULTZ INTERNATIONAL EQUITY 69357C107 128 22,343 SH sole 1 22,343
PRICE COMMUNICATIONS CO. EQUITY 741437305 333 21,849 SH sole 1 21,849
PRICE LEGACY CORP EQUITY 74144P502 305 16,099 SH sole 1 16,099
PRICE T ROWE GROUP INC EQUITY 74144T108 7 145 SH defined 2 145
PRICELINE.COM INC EQUITY 741503403 288 13,002 SH sole 1 13,002
PRIDE INTERNATIONAL EQUITY 74153Q102 4432 223,940 SH sole 1 223,940
PRIME HOSPITALITY CORP. EQUITY 741917108 1752 143,923 SH sole 1 143,923
PRIMEDIA INC EQUITY 74157K101 169 71,884 SH sole 1 71,884
PRIMUS TELECOMMUNICATIONS GP EQUITY 741929103 59 40,324 SH sole 1 40,324
PRINCETON REVIEW INC EQUITY 742352107 67 8,979 SH sole 1 8,979
PRINCIPAL FINANCIAL GROUP EQUITY 74251V102 20247 562,883 SH sole 1 562,883
PRINCIPAL FINANCIAL GROUP EQUITY 74251V102 13 357 SH defined 2 357
PRIORITY HEALTHCARE EQUITY 74264T102 314 15,581 SH sole 1 15,581
PRIVATEBANCORP INC EQUITY 742962103 241 8,945 SH sole 1 8,945
PROASSURANCE CORPORATION EQUITY 74267C106 500 14,264 SH sole 1 14,264
PROCTER & GAMBLE CO COM EQUITY 742718109 1 27,000 SH sole 3 27,000
Procter & Gamble Co USD1 EQUITY 742718109 166156 3,070,145 SH sole 1 3,070,145
PROCTER AND GAMBLE CO EQUITY 742718109 16095 297,398 SH defined 2 297,398
PROFESSIONAL DETAILING, INC. EQUITY 69329V100 124 4,594 SH sole 1 4,594
PROGENICS PHARMACEUTICALS EQUITY 743187106 94 6,408 SH sole 1 6,408
Progress Energy EQUITY 743263105 7410 175,000 SH sole 4 175,000
PROGRESS ENERGY INC EQUITY 743263105 12 281 SH defined 2 281
PROGRESS ENERGY INC. EQUITY 743263105 28335 669,215 SH sole 1 669,215
PROGRESS SOFTWARE CORP. EQUITY 743312100 341 17,136 SH sole 1 17,136
PROGRESSIVE CORP OHIO EQUITY 743315103 21 247 SH defined 2 247
PROGRESSIVE CORP. EQUITY 743315103 8834 104,237 SH sole 1 104,237
PROLOGIS EQUITY 743410102 3661 103,879 SH sole 1 103,879
PROLOGIS EQUITY 743410102 7 207 SH defined 2 207
PROQUEST CO. EQUITY 74346P102 335 13,032 SH sole 1 13,032
PROSPERITY BANCSHARES INC EQUITY 743606105 241 9,013 SH sole 1 9,013
PROTECTIVE LIFE CORP COM EQUITY 743674103 4507 114,645 SH sole 1 114,645
PROTEIN DESIGN LABS, INC. EQUITY 74369L103 3071 156,821 SH sole 1 156,821
PROVIDE COMMERCE INC EQUITY 74373W103 50 2,378 SH sole 1 2,378
PROVIDENT BANCORP INC EQUITY 74383A109 253 21,584 SH sole 1 21,584
PROVIDENT BANKSHARES CORP. EQUITY 743859100 594 17,714 SH sole 1 17,714
PROVIDENT FINANCIAL HLDGS EQUITY 743868101 79 2,734 SH sole 1 2,734
PROVIDENT FINANCIAL SERVICES EQUITY 74386T105 707 41,008 SH sole 1 41,008
PROVIDIAN FINANCIAL CORP. EQUITY 74406A102 2029 130,542 SH sole 1 130,542
PROVIDIAN FINL CORP EQUITY 74406A102 9326 600,134 SH defined 2 600,134
PROVINCE HEALTHCARE CO. EQUITY 743977100 562 26,883 SH sole 1 26,883
PROXIM CORP CL-A COM z 744283102 1 SH sole 1 1
PROXYMED PHARMACY INC EQUITY 744290305 33 3,267 SH sole 1 3,267
PRUDENTIAL FINANCIAL INC EQUITY 744320102 10394 220,952 SH sole 1 220,952
PRUDENTIAL FINL INC EQUITY 744320102 28 592 SH defined 2 592
PS BUSINESS PARKS, INC. EQUITY 69360J107 441 11,057 SH sole 1 11,057
PSEG ENERGY HOLDINGS EQUITY 744573106 4825 113,261 SH sole 1 113,261
PSS WORLD MEDICAL, INC EQUITY 69366A100 369 36,726 SH sole 1 36,726
PSYCHIATRIC SOLUTIONS INC EQUITY 74439H108 137 5,401 SH sole 1 5,401
PTEK HLDGS INC EQUITY 69366M104 294 34,269 SH sole 1 34,269
Public Service EQUITY 744573106 5325 125,000 SH sole 4 125,000
PUBLIC STORAGE INC EQUITY 74460D109 806 16,268 SH sole 1 16,268
PUBLIC SVC ENTERPRISE GROU EQUITY 744573106 12 270 SH defined 2 270
PUGET ENEGY INC. EQUITY 745310102 13515 595,362 SH sole 1 595,362
PULITZER INC. EQUITY 745769109 225 4,555 SH sole 1 4,555
PULTE HOMES EQUITY 745867101 9 152,400 SH sole 3 149,100 3,300
PULTE HOMES INC EQUITY 745867101 11516 187,645 SH defined 2 187,645
PULTE HOMES INC. EQUITY 745867101 3486 56,803 SH sole 1 56,803
QAD INC EQUITY 74727D108 49 6,979 SH sole 1 6,979
QC HOLDINGS INC EQUITY 74729T101 43 2,719 SH sole 1 2,719
QLOGIC CORP EQUITY 747277101 3 105 SH defined 2 105
QLOGIC CORP. EQUITY 747277101 1478 49,745 SH sole 1 49,745
QUAKER CHEM CORP COM EQUITY 747316107 577 23,910 SH sole 1 23,910
QUALCOMM INC EQUITY 747525103 25394 650,455 SH defined 2 650,455
QUALCOMM, INC. EQUITY 747525103 48391 1,239,515 SH sole 1 1,239,515
QUALITY SYSTEMS INC EQUITY 747582104 93 1,837 SH sole 1 1,837
QUALTY DISTRIBUTION INC EQUITY 74756M102 28 4,541 SH sole 1 4,541
QUANEX CORP. EQUITY 747620102 459 8,947 SH sole 1 8,947
QUANTA SERVICES, INC. EQUITY 74762E102 1394 230,346 SH sole 1 230,346
QUANTUM CORP DLT & STORAGE EQUITY 747906204 911 394,557 SH sole 1 394,557
QUEST DIAGNOSTICS INC EQUITY 74834L100 10 116 SH defined 2 116
QUEST DIAGNOSTICS, INC. EQUITY 74834L100 15016 170,214 SH sole 1 170,214
QUEST SOFTWARE INC EQUITY 74834T103 301 27,087 SH sole 1 27,087
QUESTAR CORP. EQUITY 748356102 6352 138,635 SH sole 1 138,635
QUICKSILVER RESOURCES COM EQUITY 74837R104 7 214,842 SH sole 3 208,000 6,842
QUICKSILVER RESOURCES INC EQUITY 74837R104 525 16,084 SH sole 1 16,084
QUICKSILVER, INC. EQUITY 74838C106 771 30,339 SH sole 1 30,339
QUIDEL CORPORATION EQUITY 74838J101 78 17,216 SH sole 1 17,216
QUIMICA Y MINERA ADR-EACH R EQUITY 833635105 267 7,000 SH sole 1 7,000
QUIXOTE CORP EQUITY 749056107 79 4,094 SH sole 1 4,094
QWEST COMMUNICATIONS INTL EQUITY 749121109 7 2,069 SH defined 2 2,069
QWEST COMMUNICATIONS INTL. EQUITY 749121109 2676 803,589 SH sole 1 803,589
R&G FINANCIAL CO. EQUITY 749136107 585 15,145 SH sole 1 15,145
R. R. DONNELLEY AND SONS CO. EQUITY 257867101 3058 97,645 SH sole 1 97,645
R.H. DONNELLEY CORP. EQUITY 74955W307 606 12,270 SH sole 1 12,270
RADIAN GROUP, INC. EQUITY 750236101 7072 152,978 SH sole 1 152,978
RADIATION THERAPY SERVICES EQUITY 750323206 34 2,997 SH sole 1 2,997
RADIO ONE INC EQUITY 75040P405 1631 114,600 SH defined 2 114,600
RADIO ONE INC -CL D EQUITY 75040P405 24 1,682 SH sole 1 1,682
RADIOSHACK CORP EQUITY 750438103 5 182 SH defined 2 182
RADIOSHACK CORP. EQUITY 750438103 2910 101,618 SH sole 1 101,618
RADISYS CORP. EQUITY 750459109 142 10,210 SH sole 1 10,210
RAE SYSTEMS INC EQUITY 75061P102 105 18,804 SH sole 1 18,804
RAILAMERICA INC EQUITY 750753105 221 20,022 SH sole 1 20,022
RAIT INVESTMENT TRUST EQUITY 749227104 4727 172,847 SH sole 1 172,847
RALCORP HOLDINGS, INC. EQUITY 751028101 575 15,923 SH sole 1 15,923
RAMBUS INC. EQUITY 750917106 29 1,861 SH sole 1 1,861
RAMCO-GERSHENSON PROPERTIES EQUITY 751452202 262 9,681 SH sole 1 9,681
RANGE RES CORP COM EQUITY 75281A109 13 771,808 SH sole 3 745,600 26,208
RANGE RESOURCES CORP EQUITY 75281A109 644 36,799 SH sole 1 36,799
RARE HOSPITALITY INTERNATIONAL EQUITY 753820109 493 18,514 SH sole 1 18,514
RARE HOSPITALITY INTL INC EQUITY 753820109 525 19,700 SH defined 2 19,700
RAVEN INDUSTRIES INC EQUITY 754212108 187 4,216 SH sole 1 4,216
RAYMOND JAMES FINANCIAL, INC. EQUITY 754730109 2932 121,541 SH sole 1 121,541
RAYONIER, INC. EQUITY 754907103 3712 82,041 SH sole 1 82,041
RAYOVAC CORP. EQUITY 755081106 494 18,765 SH sole 1 18,765
RAYTHEON CO EQUITY 755111507 551 14,514 SH defined 2 14,514
RAYTHEON CO. EQUITY 755111507 8666 228,184 SH sole 1 228,184
RC2 CORP EQUITY 749388104 296 8,988 SH sole 1 8,988
READER'S DIGEST ASSOC., INC. EQUITY 755267101 3153 216,136 SH sole 1 216,136
READING INTERNATIONAL INC-A EQUITY 755408101 63 7,850 SH sole 1 7,850
REALNETWORKS, INC. EQUITY 75605L104 286 61,283 SH sole 1 61,283
REALTY INCOME CORP. EQUITY 756109104 1174 26,082 SH sole 1 26,082
RECKSON ASSOC REALTY CORP. EQUITY 75621K106 275 9,552 SH sole 1 9,552
RED HAT INC EQUITY 756577102 905 146,000 SH defined 2 146,000
RED HAT, INC. EQUITY 756577102 42 3,473 SH sole 1 3,473
RED ROBIN GOURMET BURGERS EQUITY 75689M101 285 6,520 SH sole 1 6,520
RED ROBIN GOURMET BURGERS EQUITY 75689M101 598 13,700 SH defined 2 13,700
REDBACK NETWORKS INC EQUITY 757209507 89 17,002 SH sole 1 17,002
REDWOOD TRUST, INC. EQUITY 758075402 543 8,707 SH sole 1 8,707
REEBOK INTERNATIONAL, LTD. EQUITY 758110100 1040 28,317 SH sole 1 28,317
REEBOK INTL LTD EQUITY 758110100 2 67 SH defined 2 67
REGAL ENTMT GROUP EQUITY 758766109 16 838 SH sole 1 838
REGAL-BELOIT CORP. EQUITY 758750103 322 13,320 SH sole 1 13,320
REGENCY CENTERS CORPORATION EQUITY 758849103 377 8,106 SH sole 1 8,106
REGENERATION TECHNOLOGIES EQUITY 75886N100 101 12,646 SH sole 1 12,646
REGENERON PHARMACEUTICALS INC. EQUITY 75886F107 179 20,675 SH sole 1 20,675
REGENT COMMUNICATIONS, INC EQUITY 758865109 107 18,988 SH sole 1 18,988
REGIONS FINANCIAL CORP EQUITY 7591EP100 16052 485,531 SH sole 1 485,531
REGIONS FINL CORP NEW EQUITY 7591EP100 17 527 SH defined 2 527
REGIS CORP. EQUITY 758932107 2937 73,017 SH sole 1 73,017
REHAB CARE GROUP EQUITY 759148109 203 8,829 SH sole 1 8,829
REINSURANCE GROUP OF EQUITY 759351109 24 589 SH sole 1 589
RELIANCE STEEL & ALUMINIUM CO. EQUITY 759509102 610 15,358 SH sole 1 15,358
RELIANT ENERGY INC EQUITY 75952B105 58 6,167 SH sole 1 6,167
REMEC, INC. EQUITY 759543101 158 33,522 SH sole 1 33,522
REMINGTON OIL & GAS CORP EQUITY 759594302 309 11,763 SH sole 1 11,763
RENAISSANCE LEARNING, INC. EQUITY 75968L105 90 4,146 SH sole 1 4,146
RENAISSANCERE HOLDINGS LTD EQUITY G7496G103 511 9,900 SH defined 2 9,900
RENAL CARE GROUP, INC. EQUITY 759930100 3566 110,654 SH sole 1 110,654
RENOVIS INC EQUITY 759885106 26 3,249 SH sole 1 3,249
RENT-A-CENTER INC EQUITY 76009N100 3373 130,431 SH sole 1 130,431
RENT-WAY, INC. EQUITY 76009U104 98 14,284 SH sole 1 14,284
REPUBLIC AIRWAYS HOLDINGS IN EQUITY 760276105 24 2,718 SH sole 1 2,718
REPUBLIC BANCORP, INC. EQUITY 760281204 640 39,307 SH sole 1 39,307
REPUBLIC SERVICES IN EQUITY 760759100 7457 250,575 SH sole 1 250,575
RES-CARE INC EQUITY 760943100 113 9,494 SH sole 1 9,494
RESEARCH IN MOTION LTD EQUITY 760975102 2199 28,800 SH defined 2 28,800
RESMED INC EQUITY 761152107 35 725 SH sole 1 725
RESOURCE AMERICA, INC. EQUITY 761195205 191 8,096 SH sole 1 8,096
RESOURCES CONNECTION INC EQUITY 76122Q105 476 12,597 SH sole 1 12,597
RESPIRONICS INC EQUITY 761230101 476 8,900 SH defined 2 8,900
RESPIRONICS INC. EQUITY 761230101 40 747 SH sole 1 747
RESTORATION HARDWARE I EQUITY 760981100 74 14,327 SH sole 1 14,327
RETAIL VENTURES INC EQUITY 76128Y102 54 7,204 SH sole 1 7,204
RETEK INC. EQUITY 76128Q109 554 121,592 SH sole 1 121,592
REVLON, INC.-CL A EQUITY 761525500 200 79,500 SH sole 1 79,500
REYNOLDS AMERICAN INC EQUITY 761713106 4500 66,131 SH sole 1 66,131
REYNOLDS AMERN INC EQUITY 761713106 11 169 SH defined 2 169
REYNOLDS AND REYNOLDS CO., CLASS A EQUITY 761695105 2631 106,635 SH sole 1 106,635
RF MICRO DEVICES INC EQUITY 749941100 2569 405,229 SH sole 1 405,229
RF MONOLITHICS INC COM(OXFORD PTNRS L EQUITY 74955F106 35 4,973 SH sole 1 4,973
RHODIA SA - SPONSORED ADR EQUITY 762397107 577 387,300 SH sole 1 387,300
RIGEL PHARMACEUTICALS COM NEW EQUITY 766559603 7 284,172 SH sole 3 276,700 7,472
RIGEL PHARMACEUTICALS INC EQUITY 766559603 293 11,592 SH sole 1 11,592
RIGGS NATIONAL CORP. EQUITY 766570105 192 8,660 SH sole 1 8,660
RIGHTNOW TECHNOLOGIES INC EQUITY 76657R106 43 3,429 SH sole 1 3,429
RITE AID CORP EQUITY 767754104 32 9,089 SH sole 1 9,089
RIVIERA HOLDINGS CORP EQUITY 769627100 6676 345,900 SH sole 1 345,900
RLI CORP. EQUITY 749607107 458 12,201 SH sole 1 12,201
ROBBINS & MYERS, INC. EQUITY 770196103 130 5,924 SH sole 1 5,924
ROBERT HALF INTERNATIONAL INC. EQUITY 770323103 1962 76,143 SH sole 1 76,143
ROBERT HALF INTL INC EQUITY 770323103 5 196 SH defined 2 196
ROCK-TENN CO., CLASS A EQUITY 772739207 251 15,915 SH sole 1 15,915
ROCKWELL AUTOMATION INC EQUITY 773903109 3418 88,327 SH sole 1 88,327
ROCKWELL COLLINS INC EQUITY 774341101 2932 78,933 SH sole 1 78,933
ROCKWELL COLLINS INC EQUITY 774341101 598 16,102 SH defined 2 16,102
ROFIN-SINAR TECHNOLOGIES INC EQUITY 775043102 239 8,130 SH sole 1 8,130
ROGERS COMMUNICATIONS INC B EQUITY 775109200 2122 104,800 SH defined 1 0 104,800
ROGERS CORP. EQUITY 775133101 384 9,027 SH sole 1 9,027
ROHM + HAAS CO EQUITY 775371107 12016 279,640 SH defined 2 279,640
ROHM AND HAAS CO. EQUITY 775371107 11609 270,169 SH sole 1 270,169
ROLLINS, INC. EQUITY 775711104 2066 85,045 SH sole 1 85,045
ROPER INDS EQUITY 776696106 6843 119,100 SH defined 2 119,100
ROPER INDUSTRIES, INC. EQUITY 776696106 44 761 SH sole 1 761
ROSS STORES, INC. EQUITY 778296103 5951 253,864 SH sole 1 253,864
Rostelecom ADR EQUITY 778529107 2341 173,000 SH sole 1 173,000
ROUSE CO EQUITY 779273101 2729 40,797 SH sole 1 40,797
ROWAN COMPANIES, INC. EQUITY 779382100 1260 47,718 SH sole 1 47,718
ROWAN COS INC EQUITY 779382100 12902 488,722 SH defined 2 488,722
ROYAL BANCSHARES OF PENN-A EQUITY 780081105 57 2,334 SH sole 1 2,334
ROYAL BANK CDA COMMON EQUITY 780087102 5697 120,100 SH defined 1 0 120,100
ROYAL BK OF SCOT GRP PLC PERP CorpBond 780097796 920 36,400 SH sole 1 36
Royal Bk Scotland 8.5% EQUITY 780097804 549 20,000 SH sole 4 20,000
Royal Bk Scotland 8.8889% EQUITY 780097861 3036 120,000 SH sole 4 120,000
Royal Bk Scotland 9.125% EQUITY 780097606 1189 45,000 SH sole 4 45,000
ROYAL CARIBBEAN CRUISES LT EQUITY V7780T103 680 15,600 SH defined 2 15,600
ROYAL CARIBBEAN CRUISES LTD EQUITY V7780T103 16683 382,648 SH sole 1 382,648
ROYAL GOLD INC EQUITY 780287108 153 8,945 SH sole 1 8,945
RPC EQUITY 749660106 93 5,196 SH sole 1 5,196
RPM INTERNATIONAL INC. EQUITY 749685103 3386 191,851 SH sole 1 191,851
RSA SEC INC EQUITY 749719100 762 39,500 SH defined 2 39,500
RSA SECURITY INC. EQUITY 749719100 2649 137,247 SH sole 1 137,247
RTI INTERNATIONAL METALS, INC. EQUITY 74973W107 224 11,545 SH sole 1 11,545
RUBY TUESDAY INC EQUITY 781182100 4718 169,300 SH defined 2 169,300
RUBY TUESDAY, INC. EQUITY 781182100 3022 108,428 SH sole 1 108,428
RUDDICK CORP. EQUITY 781258108 1848 94,095 SH sole 1 94,095
RUDOLPH TECHNOLOGIES INC. EQUITY 781270103 117 7,002 SH sole 1 7,002
RUSH ENTERPRISES INC - CL B EQUITY 781846308 37 3,177 SH sole 1 3,177
RUSH ENTERPRISES INC CL B EQUITY 781846308 2 132,000 SH sole 3 132,000
RUSS BERRIE AND CO., INC. EQUITY 782233100 88 4,359 SH sole 1 4,359
RUSSELL CORP. EQUITY 782352108 262 15,571 SH sole 1 15,571
RYANAIR HOLDINGS PLC-SP ADR EQUITY 783513104 173 5,938 SH sole 1 5,938
RYAN'S RESTAURANT GROUP INC EQUITY 783520109 340 22,912 SH sole 1 22,912
RYDER SYS INC EQUITY 783549108 3 73 SH defined 2 73
RYDER SYSTEM, INC. EQUITY 783549108 1577 33,531 SH sole 1 33,531
RYERSON TULL, INC. EQUITY 78375P107 220 12,808 SH sole 1 12,808
RYLAND GROUP EQUITY 783764103 3633 39,210 SH sole 1 39,210
RYLAND GROUP INC COM EQUITY 783764103 2 25,794 SH sole 3 24,600 1,194
S J W CORP COM EQUITY 784305104 116 3,514 SH sole 1 3,514
S&P 500 DEPOSITORY RECEIPT EQUITY 78462F103 39127 350,100 SH sole 1 350,100
S&T BANCORP, INC. EQUITY 783859101 461 12,903 SH sole 1 12,903
S.Y. BANCORP INC EQUITY 785060104 145 6,439 SH sole 1 6,439
S1 CORPORATION EQUITY 78463B101 307 38,431 SH sole 1 38,431
SABRE HLDGS CORP EQUITY 785905100 4 156 SH defined 2 156
SABRE HOLDINGS CORP. EQUITY 785905100 1523 62,089 SH sole 1 62,089
SAFECO CORP EQUITY 786429100 7 143 SH defined 2 143
SAFECO CORP. EQUITY 786429100 2577 56,451 SH sole 1 56,451
SAFEGUARD SCIENTIFICS, INC. EQUITY 786449108 122 65,216 SH sole 1 65,216
SAFENET INC EQUITY 78645R107 342 12,947 SH sole 1 12,947
SAFETY INSURANCE GROUP INC EQUITY 78648T100 121 5,464 SH sole 1 5,464
SAFEWAY INC EQUITY 786514208 3848 199,294 SH sole 1 199,294
SAFEWAY INC EQUITY 786514208 10 509 SH defined 2 509
SAGA COMMUNICATIONS, INC. CLASS A EQUITY 786598102 151 8,896 SH sole 1 8,896
SAKS INC. EQUITY 79377W108 2817 233,757 SH sole 1 233,757
SALEM COMMUNICATION- CLASS A EQUITY 794093104 132 5,229 SH sole 1 5,229
SALESFORCE COM INC EQUITY 79466L302 663 42,400 SH defined 2 42,400
SALESFORCE.COM INC EQUITY 79466L302 98 6,279 SH sole 1 6,279
SALIX PHARMACEUTICALS EQUITY 795435106 422 19,613 SH sole 1 19,613
SALIX PHARMACEUTICALS LTD EQUITY 795435106 1076 50,000 SH defined 2 50,000
SALIX PHARMACEUTICALS ORD EQUITY 795435106 10 486,376 SH sole 3 461,200 25,176
SANDERS MORRIS HARRIS GRP IN EQUITY 80000Q104 78 6,503 SH sole 1 6,503
SANDERSON FARMS, INC. EQUITY 800013104 188 5,612 SH sole 1 5,612
SANDISK CORP COM EQUITY 80004C101 7 245,776 SH sole 3 240,100 5,676
SANDISK CORP. EQUITY 80004C101 8094 277,953 SH sole 1 277,953
SANDY SPRING BANCORP, INC. EQUITY 800363103 259 7,906 SH sole 1 7,906
SANMINA - SCI CORP EQUITY 800907107 1923 272,787 SH sole 1 272,787
SANMINA SCI CORP EQUITY 800907107 4 594 SH defined 2 594
SANTANDER BANCORP EQUITY 802809103 72 2,871 SH sole 1 2,871
SANTARUS INC EQUITY 802817304 41 4,555 SH sole 1 4,555
SANTARUS INC EQUITY 802817304 181 20,000 SH defined 2 20,000
SAPIENT CORP. EQUITY 803062108 327 42,906 SH sole 1 42,906
SARA LEE CORP EQUITY 803111103 21 904 SH defined 2 904
SARA LEE CORP. EQUITY 803111103 9087 397,504 SH sole 1 397,504
SAUER-DANFOSS INC. EQUITY 804137107 94 5,479 SH sole 1 5,479
SAUL CENTERS, INC. EQUITY 804395101 260 7,913 SH sole 1 7,913
SBA COMMUNICATIONS CORPORATION EQUITY 78388J106 155 22,175 SH sole 1 22,175
SBC Communications Inc EQUITY 78387G103 1038 40,000 SH sole 4 40,000
SBC COMMUNICATIONS INC EQUITY 78387G103 12242 471,746 SH defined 2 471,746
SBC COMMUNICATIONS, INC. EQUITY 78387G103 54852 2,113,773 SH sole 1 2,113,773
SBS TECHNOLOGIES INC EQUITY 78387P103 101 8,317 SH sole 1 8,317
SCANA CORP EQUITY 80589M102 6878 184,190 SH sole 1 184,190
SCANSOFT INC EQUITY 80603P107 179 43,974 SH sole 1 43,974
SCANSOURCE INC EQUITY 806037107 436 6,829 SH sole 1 6,829
SCBT FINANCIAL CORP EQUITY 78401V102 124 4,205 SH sole 1 4,205
SCHAWK, INC. EQUITY 806373106 72 4,942 SH sole 1 4,942
SCHERING PLOUGH CORP EQUITY 806605101 43 2,238 SH defined 2 2,238
SCHERING-PLOUGH CORP. EQUITY 806605101 11997 629,438 SH sole 1 629,438
Schlumberger LTD EQUITY 806857108 1010 15,000 SH sole 4 15,000
SCHLUMBERGER LTD EQUITY 806857108 147 2,183 SH defined 2 2,183
SCHLUMBERGER, LTD. EQUITY 806857108 20341 302,203 SH sole 1 302,203
SCHNITZER STL INDS EQUITY 806882106 345 10,678 SH sole 1 10,678
SCHOLASTIC CORP. EQUITY 807066105 2500 80,943 SH sole 1 80,943
SCHOOL SPECIALTY, INC. EQUITY 807863105 408 10,351 SH sole 1 10,351
SCHULMAN, A. INC. EQUITY 808194104 362 16,428 SH sole 1 16,428
SCHWAB CHARLES CORP EQUITY 808513105 156 16,958 SH defined 2 16,958
SCHWEITZER-MAUDUIT INC. EQUITY 808541106 265 8,182 SH sole 1 8,182
SCICLONE PHARMACEUTICALS, INC. EQUITY 80862K104 86 24,289 SH sole 1 24,289
SCIENTIFIC ATLANTA INC EQUITY 808655104 642 24,775 SH defined 2 24,775
SCIENTIFIC GAMES CORP A EQUITY 80874P109 796 41,689 SH sole 1 41,689
SCIENTIFIC-ATLANTA, INC. EQUITY 808655104 1884 72,684 SH sole 1 72,684
SCOTTISH RE GROUP LTD EQUITY G7885T104 504 23,800 SH defined 2 23,800
SCOTTS CO. EQUITY 810186106 3454 53,839 SH sole 1 53,839
SCP POOL CORPORATION EQUITY 784028102 777 29,051 SH sole 1 29,051
SCRIPPS CO EQUITY 811054204 65 1,352 SH sole 1 1,352
SCRIPPS E W CO OH EQUITY 811054204 726 15,200 SH defined 2 15,200
SCS TRANSPORTATION INC EQUITY 81111T102 153 8,097 SH sole 1 8,097
Scudder Strategic Muni Inc EQUITY 811234103 250 20,000 SH sole 4 20,000
SEABOARD CORP. EQUITY 811543107 113 193 SH sole 1 193
SEABULK INTERNATIONAL INC EQUITY 81169P101 33 3,163 SH sole 1 3,163
SEACHANGE INTERNATIONAL, INC. EQUITY 811699107 213 13,322 SH sole 1 13,322
SEACOAST BANKING CORP FL EQUITY 811707306 135 6,302 SH sole 1 6,302
SEACOR HOLDINGS INC EQUITY 811904101 473 10,108 SH sole 1 10,108
SEALED AIR CORP EQUITY 81211K100 1736 37,446 SH sole 1 37,446
SEALED AIR CORP NEW EQUITY 81211K100 4 96 SH defined 2 96
SEARS ROEBUCK & CO EQUITY 812387108 3770 94,613 SH sole 1 94,613
SEARS ROEBUCK + CO EQUITY 812387108 10 242 SH defined 2 242
SEATTLE GENETICS INC WA EQUITY 812578102 112 16,999 SH sole 1 16,999
SECURE COMPUTING CORP EQUITY 813705100 147 19,384 SH sole 1 19,384
SECURE COMPUTING CORP EQUITY 813705100 3921 516,600 SH defined 2 516,600
SECURITY BANK CORP EQUITY 814047106 89 2,545 SH sole 1 2,545
SEEBEYOND TECHNOLOGY CORP. EQUITY 815704101 83 27,018 SH sole 1 27,018
SEI INVESTMENTS CO. EQUITY 784117103 5701 169,273 SH sole 1 169,273
SELECT COMFORT CORP EQUITY 81616X103 361 19,828 SH sole 1 19,828
SELECT COMFORT CORP EQUITY 81616X103 342 18,800 SH defined 2 18,800
SELECT MEDICAL CORP EQUITY 816196109 673 50,138 SH sole 1 50,138
SELECTIVE INSURANCE GROUP, INC EQUITY 816300107 562 15,101 SH sole 1 15,101
SEMITOOL, INC. EQUITY 816909105 67 8,865 SH sole 1 8,865
SEMPRA ENERGY EQUITY 816851109 4180 115,499 SH sole 1 115,499
SEMPRA ENERGY EQUITY 816851109 10 264 SH defined 2 264
SEMTECH CORP. EQUITY 816850101 2354 122,795 SH sole 1 122,795
SENIOR HOUSING PROP TRUST EQUITY 81721M109 649 36,418 SH sole 1 36,418
SENSIENT TECHNOLOGIES CORP. EQUITY 81725T100 2205 101,889 SH sole 1 101,889
SEPRACOR INC EQUITY 817315104 288 5,900 SH defined 2 5,900
SEPRACOR, INC. EQUITY 817315104 7043 144,385 SH sole 1 144,385
SEQUA CORP CLASS A EQUITY 817320104 1065 20,396 SH sole 1 20,396
SERENA SOFTWARE, INC. EQUITY 817492101 229 13,674 SH sole 1 13,674
SEROLOGICALS CORP. EQUITY 817523103 317 13,601 SH sole 1 13,601
SERVICE CORP INTERNATIONAL EQUITY 817565104 43 6,942 SH sole 1 6,942
SERVICEMASTER COMPAN EQUITY 81760N109 77 6,019 SH sole 1 6,019
SFBC INTERNATIONAL INC EQUITY 784121105 179 6,794 SH sole 1 6,794
SHARPER IMAGE CORP EQUITY 820013100 137 6,383 SH sole 1 6,383
SHARPER IMAGE CORP EQUITY 820013100 1502 70,000 SH defined 2 70,000
SHAW GROUP INC EQUITY 820280105 413 34,444 SH sole 1 34,444
SHENANDOAH TELECOMMUNI EQUITY 82312B106 92 3,575 SH sole 1 3,575
SHERWIN WILLIAMS CO EQUITY 824348106 15273 347,419 SH defined 2 347,419
SHERWIN-WILLIAMS CO. EQUITY 824348106 2769 62,985 SH sole 1 62,985
SHOE CARNIVAL INC EQUITY 824889109 47 4,011 SH sole 1 4,011
SHOPKO STORES, INC. EQUITY 824911101 278 15,988 SH sole 1 15,988
SHUFFLE MASTER INC EQUITY 825549108 13 334,512 SH sole 3 326,900 7,612
SHUFFLE MASTER, INC. EQUITY 825549108 473 12,639 SH sole 1 12,639
SHURGARD STORAGE CENTERS, INC. CLASS EQUITY 82567D104 240 6,193 SH sole 1 6,193
SI INTERNATIONAL EQUITY 78427V102 5 248,800 SH sole 3 246,100 2,700
SI INTERNATIONAL INC EQUITY 78427V102 60 2,736 SH sole 1 2,736
SIDER NACIONAL CIA SPONS AD EQUITY 20440W105 408 33,200 SH sole 1 33,200
SIEBEL SYS INC EQUITY 826170102 2450 324,876 SH defined 2 324,876
SIEBEL SYSTEMS, INC. EQUITY 826170102 2296 304,516 SH sole 1 304,516
SIERRA HEALTH SERVICES, INC. EQUITY 826322109 601 12,529 SH sole 1 12,529
SIERRA PACIFIC RESOURCES EQUITY 826428104 2283 255,084 SH sole 1 255,084
SIGMA ALDRICH EQUITY 826552101 5 79 SH defined 2 79
SIGMA ALDRICH CORP. EQUITY 826552101 2061 35,537 SH sole 1 35,537
SIGMATEL INC EQUITY 82661W107 284 13,398 SH sole 1 13,398
SIGMATEL INC COM EQUITY 82661W107 2 88,600 SH sole 3 88,600
SIGNATURE BANK EQUITY 82669G104 81 3,042 SH sole 1 3,042
SIGNATURE BK NEW YORK NY EQUITY 82669G104 7439 278,100 SH defined 2 278,100
SILGAN HOLDINGS, INC. EQUITY 827048109 276 5,970 SH sole 1 5,970
SILICON GRAPHICS, INC. EQUITY 827056102 205 142,215 SH sole 1 142,215
SILICON IMAGE INC EQUITY 82705T102 510 40,326 SH sole 1 40,326
SILICON LABORATORIES INC EQUITY 826919102 2816 85,090 SH sole 1 85,090
SILICON STORAGE TECHNOLOGY EQUITY 827057100 282 44,228 SH sole 1 44,228
SILICON VALLEY BANCSHARES EQUITY 827064106 2875 77,342 SH sole 1 77,342
SILICONIX, INC. EQUITY 827079203 114 3,191 SH sole 1 3,191
SIMMONS FIRST NATIONAL CORP. EQUITY 828730200 204 7,992 SH sole 1 7,992
SIMON PPTY GROUP INC NEW EQUITY 828806109 13 237 SH defined 2 237
SIMON PROPERTY GROUP INC EQUITY 828806109 6174 115,130 SH sole 1 115,130
SIMPLETECH INC EQUITY 828823104 40 10,980 SH sole 1 10,980
SIMPSON MANUFACTURING CO. EQUITY 829073105 632 9,999 SH sole 1 9,999
SINCLAIR BROADCAST GROUP, INC. EQUITY 829226109 178 24,387 SH sole 1 24,387
SIPEX CORP. EQUITY 829909100 57 10,775 SH sole 1 10,775
SIRF TECHNOLOGY HOLDINGS INC EQUITY 82967H101 85 5,972 SH sole 1 5,972
SIRIUS SATELLITE RADIO INC. EQUITY 82966U103 1335 417,305 SH sole 1 417,305
SIRVA INC EQUITY 82967Y104 10 434 SH sole 1 434
SIRVA INC EQUITY 82967Y104 568 24,800 SH defined 2 24,800
SITEL CORP. EQUITY 82980K107 69 31,739 SH sole 1 31,739
SIX FLAGS, INC EQUITY 83001P109 1100 202,289 SH sole 1 202,289
SIZELER PPTY INVS INC EQUITY 830137105 14 1,500 SH sole 1 1,500
SKECHERS USA INC. CL-A EQUITY 830566105 157 10,802 SH sole 1 10,802
SKY FINANCIAL GROUP EQUITY 83080P103 54 2,157 SH sole 1 2,157
SKYLINE CORP. EQUITY 830830105 149 3,716 SH sole 1 3,716
SKYWEST INC EQUITY 830879102 47496 3,155,898 SH sole 1 3,155,898
SKYWORKS SOLUTIONS INC EQUITY 83088M102 773 81,548 SH sole 1 81,548
SKYWORKS SOLUTIONS INC COM EQUITY 83088M102 17 1,835,970 SH sole 3 1,773,500 62,470
SL GREEN REALTY CORP. EQUITY 78440X101 269 5,195 SH sole 1 5,195
SLM CORP EQUITY 78442P106 37557 1,331,751 SH sole 1 252,232
SLM CORP EQUITY 78442P106 3670 82,297 SH defined 2 82,297
SMART & FINAL, INC., EQUITY 831683107 114 6,801 SH sole 1 6,801
SMITH INTERNATIONAL, INC. EQUITY 832110100 10494 172,796 SH sole 1 172,796
SMITH INTL INC EQUITY 832110100 3328 54,800 SH defined 2 54,800
SMITH, A.O. CORP. EQUITY 831865209 226 9,274 SH sole 1 9,274
SMITHFIELD FOODS INC EQUITY 832248108 4547 181,882 SH sole 1 181,882
SMITHTOWN BANCORP INC EQUITY 832449102 71 2,839 SH sole 1 2,839
SMURFIT STONE CONTAINER CO EQUITY 832727101 1046 54,000 SH defined 2 54,000
SMURFIT-STONE CONTAINER CORP. EQUITY 832727101 49331 2,546,790 SH sole 1 2,546,790
SNAP ON INC EQUITY 833034101 2 66 SH defined 2 66
SNAP-ON, INC. EQUITY 833034101 714 25,925 SH sole 1 25,925
SOHU.COM INC EQUITY 83408W103 200 12,024 SH sole 1 12,024
SOLA INTERNATIONAL, INC. EQUITY 834092108 332 17,414 SH sole 1 17,414
SOLECTRON CORP EQUITY 834182107 5 1,096 SH defined 2 1,096
SOLECTRON CORP. EQUITY 834182107 2116 427,486 SH sole 1 427,486
SONIC AUTOMOTIVE INC EQUITY 83545G102 302 15,080 SH sole 1 15,080
SONIC CORP. EQUITY 835451105 829 32,339 SH sole 1 32,339
SONIC INNOVATIONS INC EQUITY 83545M109 46 10,034 SH sole 1 10,034
SONIC SOLUTIONS EQUITY 835460106 166 10,172 SH sole 1 10,172
SONICWALL INC EQUITY 835470105 219 32,388 SH sole 1 32,388
SONOCO PRODUCTS CO. EQUITY 835495102 4277 161,744 SH sole 1 161,744
SONOSIGHT, INC. EQUITY 83568G104 209 8,022 SH sole 1 8,022
SOTHEBY'S HOLDINGS, INC. CLASS A EQUITY 835898107 2010 127,877 SH sole 1 127,877
SOURCE INTERLINK COS INC EQUITY 836151209 104 10,709 SH sole 1 10,709
SOURCECORP EQUITY 836167106 194 8,773 SH sole 1 8,773
SOUTH FINANCIAL GROUP INC. EQUITY 837841105 40 1,425 SH sole 1 1,425
SOUTH JERSEY INDUSTRIES, INC. EQUITY 838518108 357 7,481 SH sole 1 7,481
SOUTHERN CO EQUITY 842587107 37409 1,247,791 SH sole 1 1,247,791
SOUTHERN CO EQUITY 842587107 25 841 SH defined 2 841
SOUTHERN COMMUNITY FINANCIAL EQUITY 842632101 90 8,109 SH sole 1 8,109
SOUTHERN PERU COPPER CORP. EQUITY 843611104 15 293 SH sole 1 293
SOUTHERN UNION CO. EQUITY 844030106 694 33,844 SH sole 1 33,844
SOUTHSIDE BANCSHARES INC EQUITY 84470P109 103 5,075 SH sole 1 5,075
SOUTHTRUST CORP EQUITY 844730101 16 379 SH defined 2 379
SOUTHTRUST CORP. EQUITY 844730101 6997 167,965 SH sole 1 167,965
SOUTHWEST AIRLINES CO. EQUITY 844741108 4850 356,106 SH sole 1 356,106
SOUTHWEST AIRLS CO EQUITY 844741108 1799 132,101 SH defined 2 132,101
SOUTHWEST BANCORP INC EQUITY 844767103 129 5,836 SH sole 1 5,836
SOUTHWEST BANCORPORATION OF TX EQUITY 84476R109 753 37,391 SH sole 1 37,391
SOUTHWEST GAS CORP EQUITY 844895102 452 18,893 SH sole 1 18,893
SOUTHWEST WTR CO EQUITY 845331107 110 8,989 SH sole 1 8,989
SOUTHWESTERN ENERGY CO. EQUITY 845467109 825 19,655 SH sole 1 19,655
SOVEREIGN BANCORP INC EQUITY 845905108 9 391 SH defined 2 391
SOVEREIGN BANCORP, INC. EQUITY 845905108 3342 153,185 SH sole 1 153,185
SOVRAN SELF STORAGE, INC. EQUITY 84610H108 2064 52,691 SH sole 1 52,691
SPANISH BROADCASTING SYS, INC. CLASS EQUITY 846425882 198 20,129 SH sole 1 20,129
SPARTAN MTRS INC COM EQUITY 846819100 3 219,800 SH sole 3 219,800
SPARTECH CORP. EQUITY 847220209 343 13,665 SH sole 1 13,665
SPATIALIGHT INC EQUITY 847248101 75 12,789 SH sole 1 12,789
SPECIALTY LABORATORIES INC EQUITY 84749R100 46 4,348 SH sole 1 4,348
SPECTRALINK CORP EQUITY 847580107 99 10,374 SH sole 1 10,374
SPECTRASITE INC EQUITY 84761M104 39 839 SH sole 1 839
SPEEDWAY MOTORSPORTS EQUITY 847788106 269 8,061 SH sole 1 8,061
SPHERION CORPORATION EQUITY 848420105 257 32,888 SH sole 1 32,888
SPINNAKER EXPLORATION CO EQUITY 84855W109 479 13,664 SH sole 1 13,664
SPORTS AUTHORITY INC EQUITY 84917U109 281 12,129 SH sole 1 12,129
SPORTS RESORTS INTL INC EQUITY 84918U108 3 764 SH sole 1 764
SPRINT CORP EQUITY 852061100 17403 864,516 SH sole 1 864,516
SPRINT CORP EQUITY 852061100 33 1,656 SH defined 2 1,656
SPSS, INC. EQUITY 78462K102 103 7,710 SH sole 1 7,710
SPX CORP. EQUITY 784635104 4442 125,488 SH sole 1 125,488
SRA INTERNATIONAL CL A EQUITY 78464R105 366 7,092 SH sole 1 7,092
SRA INTL INC EQUITY 78464R105 712 13,800 SH defined 2 13,800
SRA INTL INC CL A EQUITY 78464R105 7 142,974 SH sole 3 137,900 5,074
SS&C TECHNOLOGIES INC EQUITY 85227Q100 145 7,401 SH sole 1 7,401
ST JUDE MED INC EQUITY 790849103 21828 290,002 SH defined 2 290,002
ST JUDE MEDICAL, INC. EQUITY 790849103 5652 75,092 SH sole 1 75,092
ST. MARY LAND & EXPLORATION EQUITY 792228108 619 15,549 SH sole 1 15,549
ST. PAUL TRAVELERS COMPANIES, INC. EQUITY 792860108 15125 457,513 SH sole 1 457,513
STAGE STORES INC EQUITY 85254C305 349 10,209 SH sole 1 10,209
STAKTEK HOLDINGS INC EQUITY 85256P106 22 5,569 SH sole 1 5,569
STAMPS.COM INC EQUITY 852857200 122 9,145 SH sole 1 9,145
STANCORP FINANCIAL GROUP, INC. EQUITY 852891100 3340 46,908 SH sole 1 46,908
STANDARD COML CORP. COM EQUITY 853258101 87 5,500 SH sole 1 5,500
STANDARD MICROSYSTEMS CORP. EQUITY 853626109 176 10,023 SH sole 1 10,023
STANDARD MOTOR PRODUCTS, INC. EQUITY 853666105 103 6,846 SH sole 1 6,846
STANDARD PACIFIC CORP. EQUITY 85375C101 39 690 SH sole 1 690
STANDARD REGISTER CO. EQUITY 853887107 269 25,585 SH sole 1 25,585
STANDEX INTERNATIONAL CORP. EQUITY 854231107 163 6,644 SH sole 1 6,644
STANLEY FURNITURE CO INC EQUITY 854305208 134 3,046 SH sole 1 3,046
STANLEY WORKS EQUITY 854616109 2507 58,945 SH sole 1 58,945
STANLEY WORKS EQUITY 854616109 4 93 SH defined 2 93
STAPLES INC EQUITY 855030102 983 32,967 SH defined 2 32,967
Staples Inc. Com Stk USD.0006 EQUITY 855030102 55028 1,845,347 SH sole 1 1,845,347
STAR SCIENTIFIC INC EQUITY 85517P101 83 13,966 SH sole 1 13,966
STARBUCKS CORP EQUITY 855244109 21 453 SH defined 2 453
STARBUCKS CORP. EQUITY 855244109 9486 208,663 SH sole 1 208,663
STARTEK INC EQUITY 85569C107 186 5,920 SH sole 1 5,920
STARWOOD HOTELS & RESORTS WW EQUITY 85590A203 4308 92,806 SH sole 1 92,806
STARWOOD HOTELS + RESORTS EQUITY 85590A203 2796 60,237 SH defined 2 60,237
STATE AUTO FINANCIAL CORP. EQUITY 855707105 212 7,337 SH sole 1 7,337
STATE BANCORP INC EQUITY 855716106 100 4,403 SH sole 1 4,403
STATE FINL SERVICES CORP-A EQUITY 856855101 86 3,134 SH sole 1 3,134
STATE STREET CORP. EQUITY 857477103 6107 142,993 SH sole 1 142,993
STATE STREET CORPORATION EQUITY 857477103 16 383 SH defined 2 383
STATION CASINOS INC EQUITY 857689103 701 14,300 SH defined 2 14,300
STATION CASINOS, INC. EQUITY 857689103 42 854 SH sole 1 854
Statoil ASA - ADR EQUITY 85771P102 454 31,430 SH sole 1 31,430
STATS CHIPPAC LTD-ADR EQUITY 85771T104 262 43,742 SH sole 1 43,742
STEEL DYNAMICS, INC. EQUITY 858119100 787 20,388 SH sole 1 20,388
STEEL TECHNOLOGIES INC EQUITY 858147101 140 5,465 SH sole 1 5,465
STEELCASE INC-CL A EQUITY 858155203 14 996 SH sole 1 996
STEIN MART INC COM EQUITY 858375108 6 414,904 SH sole 3 402,900 12,004
STEIN MART, INC. EQUITY 858375108 205 13,482 SH sole 1 13,482
STEINWAY MUSICAL INSTRUMENTS EQUITY 858495104 13699 503,640 SH sole 1 503,640
STELLENT INC EQUITY 85856W105 85 11,054 SH sole 1 11,054
STEPAN CO. EQUITY 858586100 68 2,876 SH sole 1 2,876
STEREOTAXIS INC EQUITY 85916J102 29 3,004 SH sole 1 3,004
STERICYCLE INC EQUITY 858912108 4457 97,100 SH defined 2 97,100
STERICYCLE INC COM EQUITY 858912108 1 32,500 SH sole 3 25,700 6,800
STERICYCLE, INC. EQUITY 858912108 3525 76,796 SH sole 1 76,796
STERIS CORP COM EQUITY 859152100 3305 150,638 SH sole 1 150,638
STERLING BANCORP EQUITY 859158107 198 7,330 SH sole 1 7,330
STERLING BANCSHARES, INC. EQUITY 858907108 328 24,384 SH sole 1 24,384
STERLING FINANCIAL CORP EQUITY 859317109 314 11,704 SH sole 1 11,704
STERLING FINL CORP WAS EQUITY 859319105 434 12,310 SH sole 1 12,310
STEVEN MADDEN, LTD. EQUITY 556269108 112 6,321 SH sole 1 6,321
STEWART & STEVENSON SERVICES EQUITY 860342104 277 15,652 SH sole 1 15,652
STEWART ENTERPRISES, INC. EQUITY 860370105 407 58,498 SH sole 1 58,498
STEWART INFORMATION SERVICES COM EQUITY 860372101 365 9,269 SH sole 1 9,269
STIFEL FINANCIAL CORP EQUITY 860630102 77 3,931 SH sole 1 3,931
STILLWATER MINING CO. EQUITY 86074Q102 339 21,893 SH sole 1 21,893
STONE ENERGY CORP. EQUITY 861642106 549 12,554 SH sole 1 12,554
STONERIDGE, INC. EQUITY 86183P102 119 8,469 SH sole 1 8,469
STORAGE TECHNOLOGY CORP. EQUITY 862111200 4632 183,370 SH sole 1 183,370
STRATASYS INC EQUITY 862685104 158 4,999 SH sole 1 4,999
STRATEGIC HOTEL CAPITAL INC EQUITY 86272T106 149 11,020 SH sole 1 11,020
STRATEX NETWORKS INC EQUITY 86279T109 103 45,857 SH sole 1 45,857
STRATTEC SEC CORP EQUITY 863111100 130 2,082 SH sole 1 2,082
STRAYER EDUCATION, INC EQUITY 863236105 927 8,061 SH sole 1 8,061
STRIDE RITE CORP. EQUITY 863314100 218 21,284 SH sole 1 21,284
STRYKER CORP EQUITY 863667101 10696 222,457 SH defined 2 222,457
STRYKER CORP. EQUITY 863667101 8575 178,357 SH sole 1 178,357
STUDENT LOAN CORP. EQUITY 863902102 11 78 SH sole 1 78
STURM, RUGER & CO., INC. EQUITY 864159108 104 11,539 SH sole 1 11,539
SUBURBAN PROPANE PARTNERS LP EQUITY 864482104 1629 47,230 SH sole 1 47,230
SUFFOLK BANCORP EQUITY 864739107 179 5,931 SH sole 1 5,931
SUMMIT PROPERTIES, INC. EQUITY 866239106 3207 118,575 SH sole 1 118,575
SUN BANCORP INC EQUITY 86663B102 116 5,296 SH sole 1 5,296
SUN COMMUNITIES, INC. EQUITY 866674104 3031 77,340 SH sole 1 77,340
SUN HEALTHCARE GROUP INC - W/I EQUITY 866933401 22 2,793 SH sole 1 2,793
SUN MICROSYSTEMS INC EQUITY 866810104 15 3,791 SH defined 2 3,791
SUN MICROSYSTEMS, INC. EQUITY 866810104 6294 1,558,012 SH sole 1 1,558,012
SUNGARD DATA SYS INC EQUITY 867363103 8 329 SH defined 2 329
SUNGARD DATA SYSTEMS, INC. EQUITY 867363103 3424 144,038 SH sole 1 144,038
SUNOCO INC EQUITY 86764P109 6 86 SH defined 2 86
SUNOCO, INC. EQUITY 86764P109 2490 33,657 SH sole 1 33,657
SUNOPTA INC EQUITY 8676EP108 1652 212,300 SH defined 2 212,300
SUNRISE SENIOR LIVING INC EQUITY 86768K106 311 8,844 SH sole 1 8,844
SUNTERRA CORP EQUITY 86787D208 96 10,104 SH sole 1 10,104
SUNTRON CORP EQUITY 86789P100 7 1,329 SH sole 1 1,329
SUNTRUST BANKS, INC. EQUITY 867914103 26946 382,697 SH sole 1 382,697
SUNTRUST BKS INC EQUITY 867914103 23 322 SH defined 2 322
SUPERGEN, INC. EQUITY 868059106 149 24,130 SH sole 1 24,130
SUPERIOR ENERGY SERVICES, INC. EQUITY 868157108 382 29,545 SH sole 1 29,545
SUPERIOR INDUSTRIES INTL, INC. EQUITY 868168105 1664 55,558 SH sole 1 55,558
SUPERTEX INC EQUITY 868532102 94 4,861 SH sole 1 4,861
SUPERVALU INC EQUITY 868536103 4 155 SH defined 2 155
SUPERVALU, INC. EQUITY 868536103 1670 60,631 SH sole 1 60,631
SUPPORTSOFT INC EQUITY 868587106 193 19,768 SH sole 1 19,768
SUPPORTSOFT INC EQUITY 868587106 6146 631,000 SH defined 2 631,000
SUREWEST COMMUNICATION EQUITY 868733106 228 7,940 SH sole 1 7,940
SURMODICS INC EQUITY 868873100 184 7,727 SH sole 1 7,727
SUSQUEHANNA BANCSHARES, INC. EQUITY 869099101 617 25,093 SH sole 1 25,093
SWIFT ENERGY CO. EQUITY 870738101 362 15,098 SH sole 1 15,098
SWIFT TRANSPORTATION CO., INC. EQUITY 870756103 2646 157,327 SH sole 1 157,327
SWS GROUP INC EQUITY 78503N107 132 8,223 SH sole 1 8,223
SYBASE, INC. EQUITY 871130100 2162 156,755 SH sole 1 156,755
SYBRON DENTAL SPECIALTIES INC. EQUITY 871142105 623 20,999 SH sole 1 20,999
SYCAMORE NETWORKS, INC EQUITY 871206108 359 95,100 SH sole 1 95,100
SYKES ENTERPRISES, INC. EQUITY 871237103 63 13,628 SH sole 1 13,628
SYMANTEC CORP EQUITY 871503108 12198 222,259 SH defined 2 222,259
SYMANTEC CORP COM EQUITY 871503108 11 199,600 SH sole 3 193,400 6,200
SYMANTEC CORP. EQUITY 871503108 9103 165,879 SH sole 1 165,879
SYMBION INC EQUITY 871507109 73 4,508 SH sole 1 4,508
SYMBOL TECHNOLOGIES INC EQUITY 871508107 3 273 SH defined 2 273
SYMBOL TECHNOLOGIES, INC. EQUITY 871508107 1344 106,340 SH sole 1 106,340
SYMMETRICOM, INC. EQUITY 871543104 231 24,448 SH sole 1 24,448
SYMX TECHNOLOGIES INC. EQUITY 87155S108 361 15,329 SH sole 1 15,329
SYNAPTICS INC EQUITY 87157D109 242 11,988 SH sole 1 11,988
SYNAPTICS INC COM EQUITY 87157D109 14 675,780 SH sole 3 656,200 19,580
SYNNEX CORP EQUITY 87162W100 63 3,569 SH sole 1 3,569
SYNOPSYS INC. EQUITY 871607107 4218 267,632 SH sole 1 267,632
SYNOVUS FINANCIAL CORP. EQUITY 87161C105 4814 184,080 SH sole 1 184,080
SYNOVUS FINL CORP EQUITY 87161C105 9 353 SH defined 2 353
SYNTEL, INC. EQUITY 87162H103 66 3,992 SH sole 1 3,992
SYNTROLEUM CORPORATION EQUITY 871630109 107 15,291 SH sole 1 15,291
SYPRIS SOLUTIONS INC EQUITY 871655106 50 3,677 SH sole 1 3,677
SYSCO CORP EQUITY 871829107 22 729 SH defined 2 729
SYSCO CORP. EQUITY 871829107 9381 313,529 SH sole 1 313,529
SYSTEMAX INC EQUITY 871851101 30 5,242 SH sole 1 5,242
T ROWE PRICE GROUP INC. EQUITY 74144T108 2866 56,258 SH sole 1 56,258
TAKE-TWO INTERACTIVE SOFTWARE EQUITY 874054109 798 24,299 SH sole 1 24,299
TALBOTS INC EQUITY 874161102 10 417 SH sole 1 417
TALISMAN ENERGY INC. EQUITY 87425E103 8219 316,800 SH defined 1 0 316,800
TALK AMERICA HOLDINGS INC EQUITY 87426R202 76 14,539 SH sole 1 14,539
TALX CORP EQUITY 874918105 172 7,432 SH sole 1 7,432
TANGER FACTORY OUTLET CTRS EQUITY 875465106 856 19,117 SH sole 1 19,117
TANOX INC EQUITY 87588Q109 218 12,927 SH sole 1 12,927
TANOX INC EQUITY 87588Q109 1687 100,000 SH defined 2 100,000
TARGET CORP EQUITY 87612E106 608 100,000 SH defined 2 100,000
TARGET CORPORATION EQUITY 87612E106 54100 1,195,590 SH sole 1 1,195,590
TARRAGON CORP EQUITY 876287103 47 3,640 SH sole 1 3,640
TASER INTERNATIONAL INC EQUITY 87651B104 493 13,118 SH sole 1 13,118
TAUBMAN CENTERS, INC. EQUITY 876664103 8904 344,700 SH sole 1 344,700
TAYLOR CAPITAL GROUP INC EQUITY 876851106 51 2,117 SH sole 1 2,117
TBC CORP. EQUITY 872180104 241 10,779 SH sole 1 10,779
TCF FINANCIAL CORP. EQUITY 872275102 6976 230,312 SH sole 1 230,312
TECH DATA CORP. EQUITY 878237106 3690 95,716 SH sole 1 95,716
TECHE CORP. EQUITY 878377100 855 22,391 SH sole 1 22,391
TECHNICAL OLYMPIC USA INC EQUITY 878483106 141 5,008 SH sole 1 5,008
TECHNITROL, INC. EQUITY 878555101 429 21,979 SH sole 1 21,979
TECO ENERGY INC EQUITY 872375100 3 227 SH defined 2 227
TECO ENERGY, INC. EQUITY 872375100 12088 893,391 SH sole 1 893,391
TECUMSEH PRODUCTS CO. CLASS A EQUITY 878895200 1640 39,160 SH sole 1 39,160
TEJON RANCH CO. EQUITY 879080109 155 4,125 SH sole 1 4,125
TEKELEC EQUITY 879101103 451 27,027 SH sole 1 27,027
TEKELEC INC EQUITY 879101103 5166 309,700 SH defined 2 309,700
TEKTRONIX INC EQUITY 879131100 3 96 SH defined 2 96
TEKTRONIX, INC. EQUITY 879131100 1569 47,189 SH sole 1 47,189
TELE CENTRO OESTE CELULAR S.A. ADR EQUITY 87923P105 245 24,000 SH sole 1 24,000
Telebras - Spons ADR Pfd Block EQUITY 879287308 349 5,500 SH sole 1 5,500
TELECOM DE CHILE SPONS ADR EQUITY 204449300 222 20,000 SH sole 1 20,000
TELEDYNE TECHOLOGIES INC EQUITY 879360105 443 17,686 SH sole 1 17,686
TELEFLEX INC. EQUITY 879369106 2820 66,357 SH sole 1 66,357
TELEFONOS DE MEXIC ADR-EACH EQUITY 879403780 6574 183,300 SH sole 1 183,300
TELEPHONE AND DATA SYSTEMS EQUITY 879433100 7933 94,248 SH sole 1 94,248
TELETECH HOLDINGS EQUITY 879939106 194 20,498 SH sole 1 20,498
TELEWEST GLOBAL INC EQUITY 87956T107 13335 1,147,597 SH sole 1 1,147,597
TELEWEST GLOBAL INC EQUITY 87956T107 3438 295,912 SH defined 2 295,912
TELIK INC EQUITY 87959M109 531 23,802 SH sole 1 23,802
TELIK INC COM EQUITY 87959M109 9 423,040 SH sole 3 414,400 8,640
TELLABS INC EQUITY 879664100 4 474 SH defined 2 474
TEMPLE INLAND INC EQUITY 879868107 662 9,864 SH defined 2 9,864
TEMPLE-INLAND INC. EQUITY 879868107 1664 24,778 SH sole 1 24,778
TEMPUR-PEDIC INTERNATIONAL EQUITY 88023U101 154 10,243 SH sole 1 10,243
TENARIS SA-ADR EQUITY 88031M109 2545 57,379 SH sole 1 57,379
TENET HEALTHCARE CORP. EQUITY 88033G100 2243 207,854 SH sole 1 207,854
TENNANT CO. EQUITY 880345103 168 4,137 SH sole 1 4,137
TENNECO AUTOMOTIVE INC EQUITY 880349105 299 22,823 SH sole 1 22,823
TERADYNE INC EQUITY 880770102 3 221 SH defined 2 221
TERADYNE, INC. EQUITY 880770102 1365 101,862 SH sole 1 101,862
TERAYON COMMUNICATION EQUITY 880775101 80 37,631 SH sole 1 37,631
TERCICA INC EQUITY 88078L105 28 3,100 SH sole 1 3,100
TEREX CORP. EQUITY 880779103 1166 26,859 SH sole 1 26,859
TERRA INDS INC COM EQUITY 880915103 3 384,000 SH sole 3 384,000
TERRA INDUSTRIES, INC. EQUITY 880915103 184 21,259 SH sole 1 21,259
TERREMARK WORLDWIDE INC EQUITY 881448104 105 163,542 SH sole 1 163,542
TESORO PETROLEUM CORP. EQUITY 881609101 1054 35,694 SH sole 1 35,694
TESSERA TECHNOLOGIES INC EQUITY 88164L100 519 23,497 SH sole 1 23,497
TETRA TECH, INC. EQUITY 88162G103 386 30,451 SH sole 1 30,451
TETRA TECHNOLOGIES, INC. EQUITY 88162F105 377 12,155 SH sole 1 12,155
TEVA PHARMACEUTCL INDS (ADR) EQUITY 881624209 1 37,600 SH sole 3 37,600
TEVA PHARMACEUTICAL ADR EQUITY 881624209 2306 88,880 SH sole 1 88,880
TEVA PHARMACEUTICAL INDS L EQUITY 881624209 4249 163,720 SH defined 2 163,720
TEXAS CAPITAL BANCSHARES INC EQUITY 88224Q107 211 11,615 SH sole 1 11,615
TEXAS GENCO HOLDINGS INC EQUITY 882443104 14 307 SH sole 1 307
TEXAS INDUSTRIES, INC. EQUITY 882491103 593 11,534 SH sole 1 11,534
TEXAS INSTRS INC EQUITY 882508104 12264 576,298 SH defined 2 576,298
TEXAS INSTRUMENTS, INC. EQUITY 882508104 16573 778,783 SH sole 1 778,783
TEXAS REGIONAL BANCSHARES, INC CLASS EQUITY 882673106 695 22,367 SH sole 1 22,367
TEXTRON FINANCIAL CORP EQUITY 883203101 3941 61,319 SH sole 1 61,319
TEXTRON INC EQUITY 883203101 10 158 SH defined 2 158
THE GENLYTE GROUP, INC. EQUITY 372302109 426 6,619 SH sole 1 6,619
THE ST JOE COMPANY EQUITY 790148100 54 1,134 SH sole 1 1,134
THE ST PAUL TRAVELERS COS EQUITY 792860108 25 762 SH defined 2 762
THE STEAK N SHAKE COMPANY EQUITY 857873103 226 13,238 SH sole 1 13,238
THE TITAN CORPORATION EQUITY 888266103 2558 183,113 SH sole 1 183,113
THE YANKEE CANDLE CO. EQUITY 984757104 784 27,080 SH sole 1 27,080
THERMO ELECTRON CORP EQUITY 883556102 5 186 SH defined 2 186
THERMO ELECTRON CORP. EQUITY 883556102 2777 102,788 SH sole 1 102,788
THERMOGENESIS CORP EQUITY 883623209 117 24,302 SH sole 1 24,302
THIRD WAVE TECHNOLOGIES EQUITY 88428W108 105 15,293 SH sole 1 15,293
THOMAS & BETTS CORP. EQUITY 884315102 3436 128,109 SH sole 1 128,109
THOMAS INDUSTRIES, INC. EQUITY 884425109 248 7,903 SH sole 1 7,903
THOMAS NELSON EQUITY 640376109 107 5,466 SH sole 1 5,466
THOR INDUSTRIES, INC. EQUITY 885160101 2978 112,504 SH sole 1 112,504
THORATEC LABORATORIES CORP. EQUITY 885175307 265 27,499 SH sole 1 27,499
THORNBURG MORTGAGE INC. EQUITY 885218107 8723 300,687 SH sole 1 300,687
THQ INC EQUITY 872443403 404 20,735 SH sole 1 20,735
TIBCO SOFTWARE INC EQUITY 88632Q103 36 4,253 SH sole 1 4,253
TIDEWATER INC EQUITY 886423102 2279 70,000 SH defined 2 70,000
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TIER TECHNOLOGIES INC EQUITY 88650Q100 87 9,035 SH sole 1 9,035
TIERONE CORP EQUITY 88650R108 230 9,963 SH sole 1 9,963
TIFFANY & CO. EQUITY 886547108 2008 65,309 SH sole 1 65,309
TIFFANY + CO NEW EQUITY 886547108 20 637 SH defined 2 637
TIMBERLAND COMPANY EQUITY 887100105 3296 58,031 SH sole 1 58,031
TIME WARNER INC EQUITY 887317105 66778 4,137,428 SH sole 1 4,137,428
TIME WARNER INC NEW EQUITY 887317105 26310 1,629,784 SH defined 2 1,629,784
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TIMKEN CO. EQUITY 887389104 35 1,411 SH sole 1 1,411
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TITANIUM METALS CORPORATION EQUITY 888339207 84 3,569 SH sole 1 3,569
TIVO INC EQUITY 888706108 165 24,864 SH sole 1 24,864
TIVO INC EQUITY 888706108 492 74,300 SH defined 2 74,300
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TODCO CL A EQUITY 88889T107 14 792,296 SH sole 3 766,300 25,996
TODCO-CL A EQUITY 88889T107 114 6,570 SH sole 1 6,570
TOLL BROTHERS INC COM EQUITY 889478103 12 258,154 SH sole 3 247,000 11,154
TOLL BROTHERS, INC. EQUITY 889478103 5685 122,717 SH sole 1 122,717
TOMPKINS TRUSTCO INC EQUITY 890110109 182 3,942 SH sole 1 3,942
TOO INC EQUITY 890333107 339 18,751 SH sole 1 18,751
TOOTSIE ROLL INDUSTRIES, INC. EQUITY 890516107 2507 85,798 SH sole 1 85,798
TOPPS CO. INC. EQUITY 890786106 189 19,313 SH sole 1 19,313
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TORCHMARK INC EQUITY 891027104 219 4,125 SH defined 2 4,125
TORO CO. EQUITY 891092108 901 13,189 SH sole 1 13,189
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TOYS R US INC EQUITY 892335100 4 244 SH defined 2 244
TOYS R US INC. EQUITY 892335100 1693 95,425 SH sole 1 95,425
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TRADESTATION GROUP INC EQUITY 89267P105 63 10,226 SH sole 1 10,226
TRAMMELL CROW CO. EQUITY 89288R106 280 17,822 SH sole 1 17,822
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TRANSACT TECHNOLOGIES INC EQUITY 892918103 120 4,654 SH sole 1 4,654
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TRANSATLANTIC HOLDINGS INC EQUITY 893521104 29 540 SH sole 1 540
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TRC COS INC EQUITY 872625108 93 4,951 SH sole 1 4,951
TREDEGAR CORP. EQUITY 894650100 275 15,091 SH sole 1 15,091
TREX COMPANY, INC. EQUITY 89531P105 248 5,598 SH sole 1 5,598
TRIAD GUARANTY, INC. EQUITY 895925105 282 5,079 SH sole 1 5,079
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Trinity Biotech PLC ADR EQUITY 896438108 957 320,000 SH sole 1 320,000
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TRIPATH TECHNOLOGY EQUITY 89672P104 32 18,631 SH sole 1 18,631
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TXU CORP EQUITY 873168108 16 338 SH defined 2 338
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UICI EQUITY 902737105 673 20,561 SH sole 1 20,561
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ULTRALIFE BATTERIES INC EQUITY 903899102 78 7,649 SH sole 1 7,649
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UNITED PARCEL SERVICE CLASS -B EQUITY 911312106 42719 562,683 SH sole 1 562,683
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UNITEDHEALTH GROUP INC EQUITY 91324P102 385 5,223 SH defined 2 5,223
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WELLPOINT HEALTH NETWORKS INC. EQUITY 94973H108 13689 130,260 SH sole 1 130,260
WELLS FARGO + CO NEW EQUITY 949746101 13424 225,125 SH defined 2 225,125
WELLS FARGO CO. EQUITY 949746101 52140 874,395 SH sole 1 874,395
WENDY'S INTERNATIONAL, INC. EQUITY 950590109 1707 50,800 SH sole 1 50,800
WENDYS INTL INC EQUITY 950590109 4 129 SH defined 2 129
WERNER ENTERPRISES, INC. EQUITY 950755108 2999 155,321 SH sole 1 155,321
WESBANCO, INC. EQUITY 950810101 279 9,606 SH sole 1 9,606
WESCO FINANCIAL CORP EQUITY 950817106 9 26 SH sole 1 26
WESCO INTERNATIONAL, INC. EQUITY 95082P105 237 9,768 SH sole 1 9,768
WEST BANCORPORATION EQUITY 95123P106 154 9,187 SH sole 1 9,187
WEST COAST BANCORP EQUITY 952145100 171 8,193 SH sole 1 8,193
WEST CORPORATION EQUITY 952355105 12 411 SH sole 1 411
WEST MARINE INC EQUITY 954235107 156 7,310 SH sole 1 7,310
WEST PHARMACEUTICAL SERVICES EQUITY 955306105 337 16,152 SH sole 1 16,152
WESTAMERICA BANKCORPORATION EQUITY 957090103 3787 68,996 SH sole 1 68,996
WESTAR ENERGY EQUITY 95709T100 2861 141,613 SH sole 1 141,613
WESTCORP EQUITY 957907108 21 501 SH sole 1 501
WESTELL TECHNOLOGIES INC-A EQUITY 957541105 139 26,812 SH sole 1 26,812
WESTERN DIGITIAL CORP. EQUITY 958102105 38 4,280 SH sole 1 4,280
WESTERN GAS RESOURCES, INC. EQUITY 958259103 3467 121,271 SH sole 1 121,271
WESTERN SIERRA BANCORP EQUITY 959522103 116 3,486 SH sole 1 3,486
WESTERN WIRELESS CORP. CLASS A EQUITY 95988E204 42 1,625 SH sole 1 1,625
WESTFIELD FINANCIAL IN EQUITY 96008D101 63 2,656 SH sole 1 2,656
WESTLAKE CHEM CORP COM EQUITY 960413102 10 440,700 SH sole 3 433,100 7,600
WESTLAKE CHEMICAL CORP EQUITY 960413102 143 6,411 SH sole 1 6,411
WESTWOOD ONE, INC. EQUITY 961815107 3164 160,023 SH sole 1 160,023
WEYCO GROUP INC EQUITY 962149100 55 1,479 SH sole 1 1,479
WEYERHAEUSER CO EQUITY 962166104 18 273 SH defined 2 273
WEYERHAEUSER CO. EQUITY 962166104 6783 102,024 SH sole 1 102,024
WFS FINANCIAL, INC. EQUITY 92923B106 6 129 SH sole 1 129
WGL HOLDINGS INC. EQUITY 92924F106 5177 183,204 SH sole 1 183,204
W-H ENERGY SERVICES INC EQUITY 92925E108 276 13,325 SH sole 1 13,325
WHEATON RIVER MINERALS LTD EQUITY 962902102 6492 2,066,800 SH defined 1 0 2,066,800
WHEELING-PITTSBURG CORP EQUITY 963142302 102 3,269 SH sole 1 3,269
WHIRLPOOL CORP EQUITY 963320106 5 76 SH defined 2 76
WHIRLPOOL CORP. EQUITY 963320106 1786 29,718 SH sole 1 29,718
WHITE MOUNTAINS INS GROUP EQUITY G9618E107 368 700 SH defined 2 700
WHITING PETROLEUM CORP EQUITY 966387102 330 10,840 SH sole 1 10,840
WHITNEY HOLDING CORP. EQUITY 966612103 36 862 SH sole 1 862
WHOLE FOODS MARKET I EQUITY 966837106 9190 107,124 SH sole 1 107,124
WILD OATS MARKETS, INC. EQUITY 96808B107 134 15,496 SH sole 1 15,496
WILLIAMS COMPANIES, INC. EQUITY 969457100 2818 232,882 SH sole 1 232,882
WILLIAMS COS INC EQUITY 969457100 7 595 SH defined 2 595
WILLIAMS SONOMA INC EQUITY 969904101 14806 394,300 SH defined 2 394,300
WILLIAMS SONOMA INC COM EQUITY 969904101 7 194,872 SH sole 3 190,600 4,272
WILLIAMS-SONOMA, INC. EQUITY 969904101 7181 191,231 SH sole 1 191,231
WILLIS GROUP HOLDINGS LTD EQUITY G96655108 337 9,000 SH defined 2 9,000
WILMINGTON TRUST CORP EQUITY 971807102 3965 109,489 SH sole 1 109,489
WILSHIRE BANCORP INC EQUITY 97186T108 116 3,838 SH sole 1 3,838
WILSON GREATBATCH TECHNOLOGIES EQUITY 972232102 208 11,642 SH sole 1 11,642
WIMM-BILL-DANN FOODS ADR EQUITY 97263M109 1665 109,200 SH sole 1 109,200
WIND RIVER SYSTEMS INC. EQUITY 973149107 2099 172,078 SH sole 1 172,078
WINDROSE MEDICAL PROPERTIES EQUITY 973491103 15 1,130 SH sole 1 1,130
WINN DIXIE STORES INC EQUITY 974280109 1 162 SH defined 2 162
WINN-DIXIE STORES, INC. EQUITY 974280109 326 105,586 SH sole 1 105,586
WINNEBAGO INDUSTRIES, INC. EQUITY 974637100 490 14,141 SH sole 1 14,141
WINSTON HOTELS INC EQUITY 97563A102 167 15,628 SH sole 1 15,628
WINTRUST FINANCIAL CORP EQUITY 97650W108 632 11,027 SH sole 1 11,027
WINTRUST FINL CORP COM EQUITY 97650W108 15 263,966 SH sole 3 258,500 5,466
WIRELESS FACILITIES INC. EQUITY 97653A103 180 25,807 SH sole 1 25,807
WISCONSIN ENERGY CORP. EQUITY 976657106 6193 194,142 SH sole 1 194,142
WITNESS SYSTEMS INC EQUITY 977424100 180 11,183 SH sole 1 11,183
WJ COMMUNICATIONS INC EQUITY 929284107 42 17,246 SH sole 1 17,246
WM. WRIGLEY JR. CO. EQUITY 982526105 6032 95,276 SH sole 1 95,276
WMS INDUSTRIES INC. EQUITY 929297109 272 10,580 SH sole 1 10,580
WOLVERINE WORLD WIDE, INC. EQUITY 978097103 546 21,661 SH sole 1 21,661
WOODHEAD INDS INC COM EQUITY 979438108 91 6,596 SH sole 1 6,596
WOODWARD GOVERNOR CO. EQUITY 980745103 357 5,288 SH sole 1 5,288
WORLD ACCEPTANCE CORP. EQUITY 981419104 204 8,777 SH sole 1 8,777
WORLD FUEL SVCS CORP EQUITY 981475106 219 6,109 SH sole 1 6,109
WORLD WRESTLING ENTMNT EQUITY 98156Q108 89 7,271 SH sole 1 7,271
WORTHINGTON INDS IN EQUITY 981811102 3220 150,800 SH defined 2 150,800
WORTHINGTON INDUSTRIES, INC. EQUITY 981811102 821 38,445 SH sole 1 38,445
WPS RESOURCES CORP. EQUITY 92931B106 2766 61,487 SH sole 1 61,487
WRIGHT MED GROUP INC EQUITY 98235T107 364 14,471 SH sole 1 14,471
WRIGLEY WM JR CO EQUITY 982526105 13542 213,906 SH defined 2 213,906
WSFS FINANCIAL CORP EQUITY 929328102 164 3,270 SH sole 1 3,270
WYETH EQUITY 983024100 37308 997,535 SH sole 1 997,535
WYETH EQUITY 983024100 412 11,020 SH defined 2 11,020
WYNDHAM INTERNATIONAL, INC. EQUITY 983101106 164 200,000 SH sole 1 200,000
WYNN RESORTS LTD EQUITY 983134107 37 710 SH sole 1 710
XCEL ENERGY INC EQUITY 98389B100 8 456 SH defined 2 456
XCEL STATES POWER-MINES EQUITY 98389B100 3088 178,271 SH sole 1 178,271
XEROX CORP EQUITY 984121103 13 956 SH defined 2 956
XEROX CORP. EQUITY 984121103 6012 426,975 SH sole 1 426,975
XILINX INC EQUITY 983919101 11 396 SH defined 2 396
Xilinx Inc USD0.01 EQUITY 983919101 27161 10,005,976 SH sole 1 1,005,976
XL CAPITAL LTD EQUITY G98255105 6178 113,838 SH sole 1 65,786
XL CAPITAL LTD EQUITY G98255105 12 158 SH defined 2 158
XM SATELLITE RADIO HLDGS I EQUITY 983759101 546 17,600 SH defined 2 17,600
XM SATTELLITE RADIO HOLDINGS EQUITY 983759101 105 3,370 SH sole 1 3,370
X-RITE, INC. EQUITY 983857103 165 11,302 SH sole 1 11,302
XTO ENERGY CORP COM EQUITY 98385X106 7 212,032 SH sole 3 203,532 8,500
XTO ENERGY INC EQUITY 98385X106 13875 427,189 SH sole 1 427,189
XTO ENERGY INC EQUITY 98385X106 7509 231,200 SH defined 2 231,200
XYBERNAUT CORP. EQUITY 984149104 108 96,354 SH sole 1 96,354
YAHOO INC EQUITY 984332106 10355 305,361 SH defined 2 305,361
YAHOO!, INC. EQUITY 984332106 21885 645,381 SH sole 1 645,381
YAMANA GOLD INC. EQUITY 98462Y100 514 200,000 SH defined 1 0 200,000
YANKEE CANDLE INC EQUITY 984757104 4613 159,300 SH defined 2 159,300
YARDVILLE NATL BANCORP EQUITY 985021104 133 4,576 SH sole 1 4,576
YELLOW ROADWAY CORP EQUITY 985577105 47 1,009 SH sole 1 1,009
YORK INTERNATIONAL CORP. EQUITY 986670107 2844 90,017 SH sole 1 90,017
YOUNG BROADCASTING, INC. CLASS A EQUITY 987434107 96 8,811 SH sole 1 8,811
YOUNG INNOVATIONS INC EQUITY 987520103 85 2,561 SH sole 1 2,561
YPF S.A.-Sponsored ADR EQUITY 984245100 265 9,000 SH sole 1 9,000
Yum Brands Inc EQUITY 988498101 2033 50,000 SH sole 4 50,000
YUM BRANDS INC EQUITY 988498101 371 9,131 SH defined 2 9,131
YUM! BRANDS INC EQUITY 988498101 5260 129,354 SH sole 1 129,354
ZALE CORP. EQUITY 988858106 812 28,897 SH sole 1 28,897
ZEBRA TECHNOLOGIES CORP. CLASS A EQUITY 989207105 7195 117,939 SH sole 1 117,939
ZEBRA TECHNOLOGIES CP CL A EQUITY 989207105 6 93,975 SH sole 3 93,975
ZENITH NATIONAL INSURANCE CORP EQUITY 989390109 245 5,799 SH sole 1 5,799
ZHONE TECHNOLOGIES INC NEW EQUITY 98950P108 91 29,539 SH sole 1 29,539
ZILA INC EQUITY 989513205 102 24,702 SH sole 1 24,702
ZIMMER HOLDINGS INC EQUITY 98956P102 8434 106,709 SH sole 1 106,709
ZIMMER HOLDINGS INC EQUITY 98956P102 22 279 SH defined 2 279
ZIONS BANCORP EQUITY 989701107 6 102 SH defined 2 102
ZIONS BANCORPORATION EQUITY 989701107 2441 39,983 SH sole 1 39,983
ZIXIT CORP. EQUITY 98974P100 52 11,357 SH sole 1 11,357
ZOLL MEDICAL CORP. EQUITY 989922109 167 5,011 SH sole 1 5,011
ZORAN CORP COM EQUITY 98975F101 12 759,776 SH sole 3 733,600 26,176
ZORAN CORP. EQUITY 98975F101 366 23,277 SH sole 1 23,277
ZYGO CORP. EQUITY 989855101 99 9,734 SH sole 1 9,734
ZYMOGENETICS INC EQUITY 98985T109 184 10,572 SH sole 1 10,572
