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, 2002
Check here if Amendment [ ]; Amendment Number:
This Amendment (Check only one.): [ ] is a restatement.
[ ] adds new holdings entries
Institutional Investment Manager Filing this Report:
Name: AMERICAN INTERNATIONAL GROUP, INC.
Address: 70 Pine Street
New York, New York 10270
Form 13F File Number: 28-219
The Institutional Investment Manager filing this report and the person by whom
it is signed represent that the person signing the report is authorized to
submit it, that all information contained herein is true, correct and complete,
and that it is understood that all required items, statements, schedules,
lists, and tables, are considered integral parts of this form.
Person Signing this Report on Behalf of Reporting Manager:
Name: Edward E. Matthews
Title: Senior Vice Chairman -- Investments and Financial Services
Phone: (212) 770-7000
Signature, Place, and Date of Signing:
/s/ Edward E. Matthews New York, New York November 14, 2002
------------------------------- ------------------------ -----------------
(Signature) (City, State) (Date)
Report Type (Check only one.):
[X] 13F HOLDINGS REPORT. (Check if all holdings of this reporting manager are
reported in this report.)
[ ] 13F NOTICE. (Check if no holdings reported are in this report, and all
holdings are reported in this report and a portion are reported by other
reporting manager(s).)
[ ] 13F COMBINATION REPORT. (Check if a portion of the holdings for this
reporting manager are reported in this report and a portion are reported by
other reporting manager(s).)
FORM 13F SUMMARY PAGE
REPORT SUMMARY:
Number of Other Included Managers: 4
Form 13F Information Table Entry Total: 3,601
Form 13F Information Table Value Total: $15,686,113 (thousands)
List of Other Included Managers:
Provide a numbered list of the name(s) and Form 13F file number(s) of all
institutional investment managers with respect to which this report is filed,
other than the manager filing this report.
No. Form 13F File Number Name
-- -------------------- -------------------------------------------
1 28-4637 AIG GLOBAL INVESTMENT CORP.
2 28-2725 SUNAMERICA ASSET MANAGEMENT CORP.
3 28-3463 JOHN MCSTAY INVESTMENT COUNSEL, L.P.
4 28-5794 HSB GROUP, INC.
File Number 28-219 (Consolidated)
As of 9/30/02
------------------------------------------------------------------------------------------------------------------------------------
TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR VOTING AUTHORITY
----------------------------
NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE
------------------------------------------------------------------------------------------------------------------------------------
1-800 CONTACTS INC EQUITY 681977104 18 1,794 SH DEFINED 1 1,794
1-800-FLOWERS.COM INC EQUITY 68243Q106 29 4,194 SH DEFINED 1 4,194
1ST SOURCE CORP. EQUITY 336901103 69 4,907 SH DEFINED 1 4,907
21ST CENTURY INSURANCE COMPANY EQUITY 90130N103 551024 53,445,620 SH DEFINED 1 53,445,620
21ST CENTURY INSURANCE COMPANY EQUITY 90130N103 5 462 SH DEFINED 1 462
3COM CORP. EQUITY 885535104 1884 478,058 SH DEFINED 1 478,058
3D SYSTEMS CORPORATION EQUITY 88554D205 16 2,441 SH DEFINED 1 2,441
3M EQUITY 88579Y101 2364 21,500 SH DEFINED 4 21,500
3M CO EQUITY 88579Y101 38859 353,360 SH DEFINED 1 353,360
3M CO EQUITY 88579Y101 13009 118,300 SH DEFINED 2 118,300
3M CO COM EQUITY 88579Y101 2419 22000 SH Sole 3 22000
3TEC ENERGY CORPORATION EQUITY 88575R308 76 5,313 SH DEFINED 1 5,313
4KIDS ENTERTAINMENT INC EQUITY 350865101 76 3,222 SH DEFINED 1 3,222
7-ELEVEN INC. EQUITY 817826209 67 7,873 SH DEFINED 1 7,873
99 CENTS ONLY STORES EQUITY 65440K106 1926 93,036 SH DEFINED 1 93,036
99 CENTS ONLY STORES COM EQUITY 65440K106 19607 947174 SH Sole 3 913012 34162
A C MOORE ARTS & CRAFT EQUITY 00086T103 87 4,118 SH DEFINED 1 4,118
A.G. EDWARDS, INC. EQUITY 281760108 3389 105,966 SH DEFINED 1 105,966
AAIPHARMA INC EQUITY 00252W104 45 3,783 SH DEFINED 1 3,783
AAON INC EQUITY 000360206 54 3,185 SH DEFINED 1 3,185
AAR CORP. EQUITY 000361105 41 8,685 SH DEFINED 1 8,685
AARON RENTS, INC. EQUITY 002535201 111 4,814 SH DEFINED 1 4,814
ABBOTT LABORATORIES EQUITY 002824100 30564 756,535 SH DEFINED 1 756,535
Abbott Labs EQUITY 002824100 3232 80,000 SH DEFINED 4 80,000
ABBOTT LABS EQUITY 002824100 13869 343,295 SH DEFINED 2 343,295
ABC BANCORP EQUITY 000400101 43 3,358 SH DEFINED 1 3,358
ABERCROMBIE AND FITCH CO EQUITY 002896207 708 36,000 SH DEFINED 2 36,000
ABERCROMBIE AND FITCH CO. EQUITY 002896207 2592 131,796 SH DEFINED 1 131,796
ABGENIX, INC. EQUITY 00339B107 189 29,136 SH DEFINED 1 29,136
ABIOMED, INC. EQUITY 003654100 14 4,230 SH DEFINED 1 4,230
ABM INDUSTRIES, INC. EQUITY 000957100 180 12,794 SH DEFINED 1 12,794
ACACIA RESEARCH CORP. EQUITY 003881109 26 6,659 SH DEFINED 1 6,659
ACADIA REALTY TRUST EQUITY 004239109 34 4,541 SH DEFINED 1 4,541
ACCLAIM ENTERTAINMENT, INC. EQUITY 004325205 26 23,637 SH DEFINED 1 23,637
ACCREDO HEALTH INC EQUITY 00437V104 1430 30,000 SH DEFINED 2 30,000
ACCREDO HEALTH INC COM EQUITY 00437V104 57008 1195628 SH Sole 3 1144616 51012
ACCREDO HEALTH INC. EQUITY 00437V104 19 390 SH DEFINED 1 390
ACE LTD EQUITY G0070K103 4044 136,590 SH DEFINED 1 136,590
ACME COMMUNICATION INC EQUITY 004631107 24 3,135 SH DEFINED 1 3,135
ACTEL CORP. EQUITY 004934105 74 7,144 SH DEFINED 1 7,144
ACTERNA CORP EQUITY 00503U105 4 9,071 SH DEFINED 1 9,071
ACTION PERFORMANCE CO., INC. EQUITY 004933107 136 5,286 SH DEFINED 1 5,286
ACTIVE POWER INC EQUITY 00504W100 15 11,378 SH DEFINED 1 11,378
ACTIVISION INC NEW EQUITY 004930202 14181 592,600 SH DEFINED 2 592,600
ACTIVISION, INC. EQUITY 004930202 2123 88,702 SH DEFINED 1 88,702
ACTRADE FINANCIAL TECHNOLOGIES EQUITY 00507P102 6 2,333 SH DEFINED 1 2,333
ACTUANT CORP EQUITY 00508X203 115 3,113 SH DEFINED 1 3,113
ACTUATE CORP. EQUITY 00508B102 14 14,966 SH DEFINED 1 14,966
ACUITY BRANDS INC EQUITY 00508Y102 172 14,043 SH DEFINED 1 14,043
ACXIOM CORP. EQUITY 005125109 1661 117,143 SH DEFINED 1 117,143
ADAPTEC, INC. EQUITY 00651F108 6 1,449 SH DEFINED 1 1,449
ADC Telecommunications EQUITY 000886101 125 100,000 SH DEFINED 4 100,000
ADC TELECOMMUNICATIONS, INC EQUITY 000886101 441 383,456 SH DEFINED 1 383,456
ADE CORP. EQUITY 00089C107 13 3,179 SH DEFINED 1 3,179
ADELPHIA COMMUNICATIONS CORP. EQUITY 006848303 22 14,549 SH DEFINED 1 15
ADMINISTAFF, INC. EQUITY 007094105 25 6,489 SH DEFINED 1 6,489
ADOBE SYS INC EQUITY 00724F101 3010 157,600 SH DEFINED 2 157,600
ADOBE SYSTEMS INC. EQUITY 00724F101 2395 125,404 SH DEFINED 1 125,404
ADOLOR CORPORATION EQUITY 00724X102 148 10,588 SH DEFINED 1 10,588
ADTRAN, INC. EQUITY 00738A106 886 56,769 SH DEFINED 1 56,769
ADVANCE AUTO PARTS EQUITY 00751Y106 10 186 SH DEFINED 1 186
ADVANCE AUTO PARTS COM EQUITY 00751Y106 38880 737200 SH Sole 3 725400 11800
ADVANCED DIGITAL INFO CORP. EQUITY 007525108 101 21,143 SH DEFINED 1 21,143
ADVANCED ENERGY INDUSTRIES EQUITY 007973100 50 5,627 SH DEFINED 1 5,627
ADVANCED FIBRE COMMUNICATIONS EQUITY 00754A105 1461 110,121 SH DEFINED 1 110,121
ADVANCED MARKETING SERV. INC. EQUITY 00753T105 66 4,768 SH DEFINED 1 4,768
ADVANCED MEDICAL OPTICS EQUITY 00763M108 45 4,712 SH DEFINED 1 4,712
ADVANCED MICRO DEVICES, INC. EQUITY 007903107 817 153,043 SH DEFINED 1 153,043
ADVANCED NEUROMOD SYS COM EQUITY 00757t101 6426 193100 SH Sole 3 193100
ADVANCED POWER TECHNOLOG INC EQUITY 00761E108 7 1,860 SH DEFINED 1 1,860
ADVANCED TISSUE SCIENCES, INC. EQUITY 00755F103 19 24,842 SH DEFINED 1 24,842
ADVANCEPCS EQUITY 00790K109 13267 588,866 SH DEFINED 1 588,866
ADVANCES NEUROMODULATIONS SYS EQUITY 00757T101 100 3,015 SH DEFINED 1 3,015
ADVANTA CORP [B] EQUITY 007942204 78 7,511 SH DEFINED 1 7,511
ADVENT SOFTWARE, INC. EQUITY 007974108 611 53,325 SH DEFINED 1 53,325
ADVISORY BRD CO EQUITY 00762W107 47 1,572 SH DEFINED 1 1,572
ADVO, INC. EQUITY 007585102 203 6,406 SH DEFINED 1 6,406
AEP INDS INC COM EQUITY 001031103 37 1,376 SH DEFINED 1 1,376
AEROFLEX, INC EQUITY 007768104 103 20,374 SH DEFINED 1 20,374
AEROPOSTALE INC EQUITY 007865108 65 4,241 SH DEFINED 1 4,241
AES DRAX ENERGY LTD EQUITY 00130H105 598 238,134 SH DEFINED 1 238,134
AETHER SYSTEMS INC. EQUITY 00808V105 33 12,255 SH DEFINED 1 12,255
AETNA INC-NEW EQUITY 00817Y108 2381 66,501 SH DEFINED 1 66,501
AFC ENTERPRISES EQUITY 00104Q107 98 4,841 SH DEFINED 1 4,841
AFFILIATED COMPUTER CL A EQUITY 008190100 51373 1207356 SH Sole 3 1138342 69014
AFFILIATED COMPUTER SERVICES CLASS A EQUITY 008190100 7452 175,140 SH DEFINED 1 175,140
AFFILIATED COMPUTER SVCS I EQUITY 008190100 8246 193,800 SH DEFINED 2 193,800
AFFILIATED MANAGERS GROUP EQUITY 008252108 13 300 SH DEFINED 1 300
AFFYMETRIX INC EQUITY 00826T108 13 642 SH DEFINED 1 642
AFLAC, INC. EQUITY 001055102 7797 254,060 SH DEFINED 1 254,060
AFTERMARKET TECHNOLOGY EQUITY 008318107 33 2,565 SH DEFINED 1 2,565
AFTERMARKET TECHNOLOGY COR EQUITY 008318107 2316 179,100 SH DEFINED 2 179,100
Agco Corp EQUITY 001084102 812 35,000 SH DEFINED 4 35,000
AGCO CORP. EQUITY 001084102 2304 99,316 SH DEFINED 1 99,316
AGERE SYSTEMS INC-CL B W/I EQUITY 00845V209 22 22,197 SH DEFINED 1 22,197
AGILE SOFTWARE CORP. EQUITY 00846X105 82 12,807 SH DEFINED 1 12,807
AGILENT TECHNOLOGIES INC. EQUITY 00846U101 2668 204,250 SH DEFINED 1 204,250
AGL RESOURCES, INC. EQUITY 001204106 2692 121,859 SH DEFINED 1 121,859
AIR PRODS & CHEMS INC COM EQUITY 009158106 1890 45000 SH Sole 3 45000
AIR PRODUCTS AND CHEMICALS INC EQUITY 009158106 4088 97,310 SH DEFINED 1 97,310
AIRBORNE INC. EQUITY 009269101 1347 118,759 SH DEFINED 1 118,759
AIRGAS, INC. EQUITY 009363102 1491 113,567 SH DEFINED 1 113,567
AIRGATE PCS, INC. EQUITY 009367103 4 8,304 SH DEFINED 1 8,304
AIRTRAN HOLDINGS, INC. EQUITY 00949P108 67 21,393 SH DEFINED 1 21,393
AK STEEL CORP. EQUITY 001547108 27978 3,827,298 SH DEFINED 1 3,827,298
AKAMAI TECHNOLOGIES INC. EQUITY 00971T101 28 33,396 SH DEFINED 1 33,396
AKSYS LTD EQUITY 010196103 48 8,642 SH DEFINED 1 8,642
ALABAMA NATIONAL BANCORP EQUITY 010317105 150 3,307 SH DEFINED 1 3,307
ALAMO GROUP INC EQUITY 011311107 26 2,102 SH DEFINED 1 2,102
ALAMOSA HOLDINGS INC. EQUITY 011589108 6 25,020 SH DEFINED 1 25,020
ALARIS MEDICAL INC EQUITY 011637105 23 4,818 SH DEFINED 1 4,818
ALASKA AIR GROUP, INC. EQUITY 011659109 764 43,177 SH DEFINED 1 43,177
ALASKA COMM. SYS. HLDGS., INC. EQUITY 01167P101 4 2,101 SH DEFINED 1 2,101
ALBANY INTERNATIONAL CORP. CLASS A EQUITY 012348108 961 50,640 SH DEFINED 1 50,640
ALBANY MOLECULAR EQUITY 012423109 120 7,027 SH DEFINED 1 7,027
ALBEMARLE CORP. EQUITY 012653101 1401 55,397 SH DEFINED 1 55,397
ALBERTO CULVER CO EQUITY 013068101 2452 50,000 SH DEFINED 2 50,000
ALBERTO-CULVER CO. CLASS B EQUITY 013068101 1239 25,272 SH DEFINED 1 25,272
ALBERTSONS INC EQUITY 013104104 4735 195,970 SH DEFINED 2 195,970
ALBERTSON'S, INC. EQUITY 013104104 4213 174,360 SH DEFINED 1 174,360
ALCOA, INC. EQUITY 013817101 7865 407,490 SH DEFINED 1 407,490
ALCON INC EQUITY H01301102 6440 166,200 SH DEFINED 2 166,200
ALDERWOODS GROUP INC EQUITY 014383103 88 13,547 SH DEFINED 1 13,547
ALEXANDER & BALDWIN, INC. EQUITY 014482103 1514 68,064 SH DEFINED 1 68,064
ALEXANDER'S, INC. EQUITY 014752109 41 673 SH DEFINED 1 673
ALEXANDRIA REAL EST EQ COM EQUITY 015271109 6950 163600 SH Sole 3 131300 32300
ALEXANDRIA REAL ESTATE EQUITIE EQUITY 015271109 228 5,362 SH DEFINED 1 5,362
ALEXION PHARMACEUTICLAS, INC. EQUITY 015351109 71 6,153 SH DEFINED 1 6,153
ALFA CORP. EQUITY 015385107 145 11,821 SH DEFINED 1 11,821
ALICO INC EQUITY 016230104 33 1,162 SH DEFINED 1 1,162
ALIGN TECHNOLOGY INC EQUITY 016255101 31 11,218 SH DEFINED 1 11,218
ALKERMES INC EQUITY 01642T108 146 18,519 SH DEFINED 1 18,519
ALLEGHANY CORP EQUITY 017175100 16 83 SH DEFINED 1 83
ALLEGHENY ENERGY, INC. EQUITY 017361106 6086 464,576 SH DEFINED 1 464,576
ALLEGHENY TECHNOLOGIES, INC. EQUITY 01741R102 2742 396,216 SH DEFINED 1 396,216
ALLEGIANCE TELECOM I EQUITY 01747T102 29 35,025 SH DEFINED 1 35,025
ALLEGIANT BANCORP INC EQUITY 017476102 65 4,009 SH DEFINED 1 4,009
ALLEN TELECOM, INC. EQUITY 018091108 50 9,322 SH DEFINED 1 9,322
ALLERGAN, INC. EQUITY 018490102 23168 425,880 SH DEFINED 1 425,880
ALLETE INC. EQUITY 018522102 2452 113,501 SH DEFINED 1 113,501
ALLIANCE DATA SYS CORP COM EQUITY 018581108 31496 2078959 SH Sole 3 2010779 68180
ALLIANCE DATA SYSTEMS EQUITY 018581108 12 791 SH DEFINED 1 791
ALLIANCE GAMING CORP EQUITY 01859P609 222 14,363 SH DEFINED 1 14,363
ALLIANCE GAMING CORP COM NEW EQUITY 01859P609 12932 836500 SH Sole 3 836500
ALLIANCE IMAGING INC EQUITY 018606202 47 3,962 SH DEFINED 1 3,962
ALLIANCE SEMICONDUCTOR CORP. EQUITY 01877H100 32 8,518 SH DEFINED 1 8,518
ALLIANT ENERGY CORP. EQUITY 018802108 2335 121,306 SH DEFINED 1 121,306
ALLIANT TECHSYSTEMS COM EQUITY 018804104 14598 210800 SH Sole 3 182650 28150
ALLIANT TECHSYSTEMS INC EQUITY 018804104 28 411 SH DEFINED 1 411
ALLIED CAPITAL CORP EQUITY 01903Q108 4972 227,131 SH DEFINED 1 227,131
ALLIED WASTE INDUSTRIES, INC. EQUITY 019589308 1160 157,813 SH DEFINED 1 157,813
ALLMERICA FINANCIAL CORP EQUITY 019754100 849 70,767 SH DEFINED 1 70,767
ALLOS THERAPEUTICS INC EQUITY 019777101 66 7,799 SH DEFINED 1 7,799
ALLOY ONLINE, INC EQUITY 019855105 88 10,584 SH DEFINED 1 10,584
ALLSCRIPTS HEALTHCARE SOLUTION EQUITY 01988P108 22 7,859 SH DEFINED 1 7,859
ALLSTATE CORP EQUITY 020002101 12844 361,300 SH DEFINED 2 361,300
ALLSTATE CORP. EQUITY 020002101 12644 355,660 SH DEFINED 1 355,660
ALLTEL CORP EQUITY 020039103 4058 101,120 SH DEFINED 2 101,120
ALLTEL CORP. EQUITY 020039103 6084 151,610 SH DEFINED 1 151,610
ALPHARMA INC. CLASS A EQUITY 020813101 96 10,012 SH DEFINED 1 10,012
ALTERA CORP EQUITY 021441100 1907 220,000 SH DEFINED 2 220,000
ALTERA CORP. EQUITY 021441100 1605 185,101 SH DEFINED 1 185,101
ALTIRIS INC EQUITY 02148M100 17 1,698 SH DEFINED 1 1,698
AMAZON.COM, INC. EQUITY 023135106 166 10,398 SH DEFINED 1 10,398
AMB PPTY CORP EQUITY 00163T109 4780 165400 SH Sole 3 134094 31306
AMB PROPERTY CORP EQUITY 00163T109 35 1,211 SH DEFINED 1 1,211
AMBAC FINANCIAL GROUP INC. EQUITY 023139108 2509 46,559 SH DEFINED 1 46,559
AMBASSADORS GROUP INC EQUITY 023177108 28 1,887 SH DEFINED 1 1,887
AMC ENTERTAINMENT, INC. EQUITY 001669100 70 9,410 SH DEFINED 1 9,410
AMCOL INTERNATIONAL CORP. EQUITY 02341W103 38 6,727 SH DEFINED 1 6,727
AMCORE FINANCIAL, INC. EQUITY 023912108 184 8,381 SH DEFINED 1 8,381
AMERADA HESS CORP EQUITY 023551104 2652 39,067 SH DEFINED 1 39,067
AMERCO, INC. EQUITY 023586100 34 3,380 SH DEFINED 1 3,380
AMEREN CORP. EQUITY 023608102 11035 264,948 SH DEFINED 1 264,948
Ameren Corporation EQUITY 023608102 5206 125,000 SH DEFINED 4 125,000
AMERICA MOVIL-SERIES L ADR EQUITY 02364W105 2860 236,750 SH DEFINED 1 236,750
AMERICAN AXLE & MFG HOLDINGS EQUITY 024061103 10 382 SH DEFINED 1 382
AMERICAN AXLE + MFG HLDGS EQUITY 024061103 1911 76,500 SH DEFINED 2 76,500
AMERICAN CAP. STRATEGIES, INC. EQUITY 024937104 10553 560,118 SH DEFINED 1 560,118
AMERICAN EAGLE OUTFITTERS EQUITY 02553E106 1157 95,902 SH DEFINED 1 95,902
AMERICAN ELECTRIC POWER, INC. EQUITY 025537101 4140 145,210 SH DEFINED 1 145,210
American Express EQUITY 025816109 780 25,000 SH DEFINED 4 25,000
AMERICAN EXPRESS CO EQUITY 025816109 13584 435,600 SH DEFINED 2 435,600
AMERICAN EXPRESS CO. EQUITY 025816109 49145 1,576,180 SH DEFINED 1 1,576,180
AMERICAN FINANCIAL GROUP, INC. EQUITY 025932104 2103 91,336 SH DEFINED 1 91,336
AMERICAN FINANCIAL HLDGS INC. EQUITY 026075101 241 7,915 SH DEFINED 1 7,915
AMERICAN FIRST MORTGAGE INVES EQUITY 55272X102 4495 554,917 SH DEFINED 1 554,917
AMERICAN GREETINGS CORP. CLASS A EQUITY 026375105 469 29,111 SH DEFINED 1 29,111
AMERICAN HEALTHWAYS INC EQUITY 02649V104 59 3,625 SH DEFINED 1 3,625
AMERICAN HOME MTG HLDG EQUITY 02660M108 32 2,936 SH DEFINED 1 2,936
AMERICAN INTL GROUP INC EQUITY 026874107 1655 30,250 SH DEFINED 2 30,250
AMERICAN INTL GRP INC COM EQUITY 026874107 246638 4,508,927 SH DEFINED 1 4,508,927
AMERICAN ITALIAN PASTA CO. CLASS A EQUITY 027070101 201 5,629 SH DEFINED 1 5,629
AMERICAN MANAGEMENT SYSTEMS EQUITY 027352103 169 13,287 SH DEFINED 1 13,287
AMERICAN MED SEC GROUP EQUITY 02744P101 30 2,093 SH DEFINED 1 2,093
AMERICAN MEDICAL SYSTEMS HOLDI EQUITY 02744M108 138 6,627 SH DEFINED 1 6,627
AMERICAN NATIONAL IN EQUITY 028591105 10 149 SH DEFINED 1 149
AMERICAN NATL BANKSHAR EQUITY 027745108 54 1,969 SH DEFINED 1 1,969
AMERICAN PHARMACEUTICA EQUITY 02886P109 50 3,057 SH DEFINED 1 3,057
AMERICAN PHYSICIANS CAPITAL IN EQUITY 028884104 57 3,376 SH DEFINED 1 3,376
AMERICAN POWER CONVERSION EQUITY 029066107 823 86,132 SH DEFINED 1 86,132
American Standard Co EQUITY 029712106 954 15,000 SH DEFINED 4 15,000
AMERICAN STANDARD COMPANIES EQUITY 029712106 2004 31,498 SH DEFINED 1 31,498
AMERICAN STATES WATER CO. EQUITY 029899101 135 5,142 SH DEFINED 1 5,142
AMERICAN SUPERCONDUCTOR CORP EQUITY 030111108 19 6,947 SH DEFINED 1 6,947
AMERICAN TOWER CORP EQUITY 029912201 87 54,837 SH DEFINED 1 54,837
AMERICAN WATER WORKS CO., INC. EQUITY 030411102 5928 132,738 SH DEFINED 1 132,738
AMERICAN WOODMARK CORP. EQUITY 030506109 79 1,554 SH DEFINED 1 1,554
AMERICREDIT CORP. EQUITY 03060R101 1788 221,592 SH DEFINED 1 221,592
AMERIGROUP CORP EQUITY 03073T102 110 3,265 SH DEFINED 1 3,265
AMERIPATH, INC. EQUITY 03071D109 142 9,551 SH DEFINED 1 9,551
AMERISOURCEBERGEN CO EQUITY 03073E105 30130 421,874 SH DEFINED 1 421,874
AMERISTAR CASINOS EQUITY 03070Q101 67 3,519 SH DEFINED 1 3,519
AMERITRADE HOLDING CORP - CL A EQUITY 03074K100 116 31,220 SH DEFINED 1 31,220
AMERON, INC. EQUITY 030710107 60 1,219 SH DEFINED 1 1,219
AMERUS GROUP CO. EQUITY 03072M108 1503 52,985 SH DEFINED 1 52,985
AMETEK, INC. EQUITY 031100100 1593 54,712 SH DEFINED 1 54,712
AMGEN INC EQUITY 031162100 16175 387,901 SH DEFINED 2 387,901
AMGEN, INC. EQUITY 031162100 49750 1,047,592 SH DEFINED 1 1,047,592
AMKOR TECHNOLOGY, INC EQUITY 031652100 3 1,175 SH DEFINED 1 1,175
AMLI RESIDENTIAL PROPERTIES EQUITY 001735109 106 4,798 SH DEFINED 1 4,798
AMN HEALTHCARE SERVICE EQUITY 001744101 3 185 SH DEFINED 1 185
AMN HEALTHCARE SVCS INC EQUITY 001744101 925 50,000 SH DEFINED 2 50,000
AMPHENOL CORP. CLASS A EQUITY 032095101 293 9,439 SH DEFINED 1 9,439
AMR CORP. EQUITY 001765106 287 68,674 SH DEFINED 1 68,674
AMSOUTH BANCORPORATION EQUITY 032165102 3287 158,482 SH DEFINED 1 158,482
AMSURG CORP CL A EQUITY 03232P405 209 6,928 SH DEFINED 1 6,928
AMSURG CORP CL A EQUITY 03232P405 28592 947682 SH Sole 3 938982 8700
AMYLIN PHARMACEUTICALS INC EQUITY 032346108 831 50,000 SH DEFINED 2 50,000
AMYLIN PHARMACEUTICALS, INC. EQUITY 032346108 346 20,799 SH DEFINED 1 20,799
ANADARKO PETE CORP EQUITY 032511107 7928 178,000 SH DEFINED 2 178,000
ANADARKO PETROLEUM CORP. EQUITY 032511107 27173 610,082 SH DEFINED 1 610,082
ANADIGICS, INC. EQUITY 032515108 22 10,377 SH DEFINED 1 10,377
ANALOG DEVICES, INC. EQUITY 032654105 3080 156,350 SH DEFINED 1 156,350
ANALOGIC CORP. EQUITY 032657207 94 2,251 SH DEFINED 1 2,251
ANAREN MICROWAVE, INC EQUITY 032744104 63 7,630 SH DEFINED 1 7,630
ANCHOR BANCORP WISCONSIN, INC. EQUITY 032839102 144 7,153 SH DEFINED 1 7,153
ANDREW CORP. EQUITY 034425108 282 43,113 SH DEFINED 1 43,113
ANDRX GROUP EQUITY 034553107 3954 178,532 SH DEFINED 1 178,532
ANGELICA CORP EQUITY 034663104 63 2,930 SH DEFINED 1 2,930
ANGLO AMERICAN PLC - UNSP ADR EQUITY 03485P102 2094 166,210 SH DEFINED 1 166,210
Anheuser Busch EQUITY 035229103 2024 40,000 SH DEFINED 4 40,000
ANHEUSER BUSCH COS INC EQUITY 035229103 8197 162,000 SH DEFINED 2 162,000
ANHEUSER-BUSCH COMPANIES, INC. EQUITY 035229103 45463 898,480 SH DEFINED 1 898,480
ANIXTER INTERNATIONALL, INC. EQUITY 035290105 218 10,597 SH DEFINED 1 10,597
ANN TAYLOR STORES CORP. EQUITY 036115103 344 14,933 SH DEFINED 1 14,933
ANNALY MTG MGMT INC EQUITY 035710409 11427 619,362 SH DEFINED 1 619,362
ANNTAYLOR STORES CORP COM EQUITY 036115103 48475 2104862 SH Sole 3 2056326 48536
ANSWERTHINK INC EQUITY 036916104 23 15,898 SH DEFINED 1 15,898
ANSYS INC EQUITY 03662Q105 86 5,013 SH DEFINED 1 5,013
ANTEON INTERNATIONAL CORP EQUITY 03674E108 138 5,084 SH DEFINED 1 5,084
ANTEON INTL CORP COM EQUITY 03674E108 34335 1263228 SH Sole 3 1244028 19200
ANTHEM INC EQUITY 03674B104 5438 75,175 SH DEFINED 1 75,175
ANTHEM INC EQUITY 03674B104 3417 52,564 SH DEFINED 2 52,564
ANTHEM INC COM EQUITY 03674B104 21688 333662 SH Sole 3 272300 61362
ANTHRACITE CAPITAL INC. EQUITY 037023108 6041 534,564 SH DEFINED 1 534,564
ANTIGENICS INC. EQUITY 037032109 60 7,448 SH DEFINED 1 7,448
ANWORTH MORTGAGE ASSET EQUITY 037347101 2428 199,146 SH DEFINED 1 199,146
AO Tafneft ADR EQUITY 03737P306 390 25,000 SH DEFINED 1 25,000
AOL Time Warner EQUITY 00184A105 117 10,000 SH DEFINED 4 10,000
AOL TIME WARNER EQUITY 00184A105 142 12,192 SH DEFINED 2 12,192
AOL TIME WARNER INC. EQUITY 00184A105 25292 2,161,694 SH DEFINED 1 2,161,694
AON CORP. EQUITY 037389103 2464 120,238 SH DEFINED 1 120,238
APAC TELESERVICES, INC. EQUITY 00185E106 25 8,754 SH DEFINED 1 8,754
APACHE CORP EQUITY 037411105 11156 187,647 SH DEFINED 2 187,647
APACHE CORP. EQUITY 037411105 3777 63,528 SH DEFINED 1 63,528
APARTMENT INVT & MGMT CL A EQUITY 03748R101 30179 776800 SH Sole 3 633746 143054
APARTMENT INVT & MGMT CO - A EQUITY 03748R101 41 1,057 SH DEFINED 1 1,057
APEX MORTGAGE CAPITAL INC EQUITY 037564101 8911 796,346 SH DEFINED 1 796,346
APHTON CORP. EQUITY 03759P101 14 6,140 SH DEFINED 1 6,140
APOGEE ENTERPRISES, INC. EQUITY 037598109 105 9,620 SH DEFINED 1 9,620
APOGENT TECHNOLOGIES EQUITY 03760A101 2658 142,469 SH DEFINED 1 142,469
APOLLO GROUP INC EQUITY 037604105 5533 127,400 SH DEFINED 2 127,400
APOLLO GROUP INC CL A EQUITY 037604105 17955 413423 SH Sole 3 349750 63673
APOLLO GROUP, INC. CLASS A EQUITY 037604105 3526 81,192 SH DEFINED 1 81,192
APPLE COMPUTER, INC. EQUITY 037833100 2534 174,736 SH DEFINED 1 174,736
APPLEBEES INTERNATIONAL, INC. EQUITY 037899101 16 717 SH DEFINED 1 717
APPLERA CORP APPLIED BIOSYSTEM EQUITY 038020103 1974 107,884 SH DEFINED 1 107,884
APPLICA INC. EQUITY 03815A106 29 5,481 SH DEFINED 1 5,481
APPLIED FILMS CORP EQUITY 038197109 41 3,745 SH DEFINED 1 3,745
APPLIED INDUSTRIAL TECH., INC. EQUITY 03820C105 110 6,511 SH DEFINED 1 6,511
APPLIED MATERIALS, INC. EQUITY 038222105 8579 742,800 SH DEFINED 1 742,800
APPLIED MICRO CIRCUITS CORP. EQUITY 03822W109 412 144,000 SH DEFINED 1 144,000
APPLIED MOLECULAR EVOLUTION EQUITY 03823E108 20 5,213 SH DEFINED 1 5,213
APRIA HEALTHCARE GROUP, INC. EQUITY 037933108 2025 85,949 SH DEFINED 1 85,949
APTARGROUP, INC. EQUITY 038336103 14 520 SH DEFINED 1 520
AQUILA INC EQUITY 03840P102 983 239,757 SH DEFINED 1 239,757
ARACRUZ CELULOSE SA-SPON ADR EQUITY 038496204 276 18,840 SH DEFINED 1 18,840
ARAID PHARAMACEUTICLAS, INC. EQUITY 04033A100 31 9,832 SH DEFINED 1 9,832
ARAMARK CORP EQUITY 038521100 8 399 SH DEFINED 1 399
ARBITRON, INC. EQUITY 03875Q108 340 9,964 SH DEFINED 1 9,964
ARCH CHEMICALS, INC. EQUITY 03937R102 121 6,809 SH DEFINED 1 6,809
ARCH COAL, INC. EQUITY 039380100 1398 84,477 SH DEFINED 1 84,477
ARCHER DANIELS MIDLAND CO. EQUITY 039483102 3595 287,368 SH DEFINED 1 287,368
ARCHSTONE COMMUNITIES TRUST EQUITY 039583109 61 2,546 SH DEFINED 1 2,546
ARCHSTONE SMITH TR COM EQUITY 039583109 26010 1089208 SH Sole 3 880479 208729
ARCTIC CAT, INC. EQUITY 039670104 76 5,420 SH DEFINED 1 5,420
ARDEN GROUP INC EQUITY 039762109 25 458 SH DEFINED 1 458
ARDEN REALTY INC. EQUITY 039793104 8309 351,337 SH DEFINED 1 351,337
ARDEN RLTY GROUP INC COM EQUITY 039793104 15129 639700 SH Sole 3 533641 106059
ARENA PHARMACEUTICALS INC EQUITY 040047102 37 6,610 SH DEFINED 1 6,610
ARGONAUT GROUP, INC. EQUITY 040157109 126 7,320 SH DEFINED 1 7,320
ARGOSY GAMING CO. EQUITY 040228108 194 8,459 SH DEFINED 1 8,459
ARIBA, INC. EQUITY 04033V104 154 113,821 SH DEFINED 1 113,821
ARKANSAS BEST CORP EQUITY 040790107 2077 72,400 SH DEFINED 2 72,400
ARKANSAS BEST CORP. EQUITY 040790107 209 7,287 SH DEFINED 1 7,287
ARMOR HOLDINGS, INC. EQUITY 042260109 128 8,521 SH DEFINED 1 8,521
ARQULE, INC. EQUITY 04269E107 37 7,207 SH DEFINED 1 7,207
ARRAY BIOPHARMA INC EQUITY 04269X105 51 6,516 SH DEFINED 1 6,516
ARRAY BIOPHARMA INC EQUITY 04269X105 517 66400 SH Sole 3 66400
ARRIS GROUP INC EQUITY 04269Q100 82 22,216 SH DEFINED 1 22,216
ARROW ELECTRONICS INC EQUITY 042735100 2056 162,788 SH DEFINED 1 162,788
ARROW FINANCIAL CORP EQUITY 042744102 62 2,156 SH DEFINED 1 2,156
ARROW INTERNATIONAL, INC. EQUITY 042764100 102 3,168 SH DEFINED 1 3,168
ARTESYN TECHNOLOGIES, INC. EQUITY 043127109 15 10,033 SH DEFINED 1 10,033
ARTHROCARE CORP. EQUITY 043136100 90 7,418 SH DEFINED 1 7,418
Arthur J Gallagher EQUITY 363576109 1233 50,000 SH DEFINED 4 50,000
ARTISAN COMPONENTS INC. EQUITY 042923102 46 5,034 SH DEFINED 1 5,034
ARVINMERITOR, INC EQUITY 043353101 1694 90,579 SH DEFINED 1 90,579
ASBURY AUTOMOTIVE GROUP EQUITY 043436104 23 2,604 SH DEFINED 1 2,604
ASCENTIAL SOFTWARE CORP. EQUITY 04362P108 769 413,793 SH DEFINED 1 413,793
ASHLAND OIL, INC. EQUITY 044204105 3274 122,194 SH DEFINED 1 122,194
ASIAINFO HOLDINGS INC. EQUITY 04518A104 33 9,816 SH DEFINED 1 9,816
ASPECT COMMUNICATIONS INC. EQUITY 04523Q102 26 17,827 SH DEFINED 1 17,827
ASPEN TECHNOLOGY, INC. EQUITY 045327103 36 12,042 SH DEFINED 1 12,042
ASSOCIATED BANC-CORP. EQUITY 045487105 3198 100,800 SH DEFINED 1 100,800
ASSOCIATED ESTATES REALTY EQUITY 045604105 530 65,450 SH DEFINED 1 65,450
ASTEC INDS INC COM EQUITY 046224101 56 5,154 SH DEFINED 1 5,154
ASTORIA FINANCIAL CORP. EQUITY 046265104 2882 118,119 SH DEFINED 1 118,119
ASTROPOWER INC EQUITY 04644A101 45 6,354 SH DEFINED 1 6,354
ASYST TECHNOLOGIES, INC. EQUITY 04648X107 74 12,170 SH DEFINED 1 12,170
AT & T CORP EQUITY 001957109 39 3,287 SH DEFINED 2 3,287
AT + T WIRELESS SVCS INC EQUITY 00209A106 1467 355,998 SH DEFINED 2 355,998
AT RD INC EQUITY 04648K105 38 7,114 SH DEFINED 1 7,114
AT&T EQUITY 001957109 53073 4,419,030 SH DEFINED 1 4,419,030
AT&T WIRELESS (USD) EQUITY 00209A106 4800 1,165,140 SH DEFINED 1 1,165,140
ATA HOLDINGS CORP EQUITY 00209H101 4 1,110 SH DEFINED 1 1,110
ATHEROGENICS INC EQUITY 047439104 53 8,464 SH DEFINED 1 8,464
ATLANTIC COAST AIRLINES HL EQUITY 048396105 913 98,700 SH DEFINED 2 98,700
ATLANTIC COAST AIRLINES HLDG. EQUITY 048396105 128 13,789 SH DEFINED 1 13,789
ATLAS AIR WORLDWIDE HLDGS INC. EQUITY 049164106 135 56,083 SH DEFINED 1 56,083
ATMEL CORP. EQUITY 049513104 670 632,350 SH DEFINED 1 632,350
ATMI INC EQUITY 00207R101 2671 189,400 SH DEFINED 2 189,400
ATMI, INC. EQUITY 00207R101 130 9,187 SH DEFINED 1 9,187
ATMOS ENERGY CORP. EQUITY 049560105 2289 106,445 SH DEFINED 1 106,445
ATRIX LABS INC EQUITY 04962L101 104 7,041 SH DEFINED 1 7,041
ATWOOD OCEANICS, INC. EQUITY 050095108 89 3,032 SH DEFINED 1 3,032
AUDIOVOX COPR. EQUITY 050757103 40 5,681 SH DEFINED 1 5,681
AUGUST TECHNOLOGY CORP. EQUITY 05106U105 11 2,481 SH DEFINED 1 2,481
AURORA FOODS, INC. EQUITY 05164B106 16 25,124 SH DEFINED 1 25,124
AUTO ZONE INC EQUITY 053332102 7886 100000 SH Sole 3 86600 13400
AUTODESK, INC. EQUITY 052769106 646 51,012 SH DEFINED 1 51,012
AUTOLIV, INC. EQUITY 052800109 30 1,418 SH DEFINED 1 1,418
AUTOMATIC DATA PROCESSING INC. EQUITY 053015103 10657 306,510 SH DEFINED 1 306,510
AUTONATION INC EQUITY 05329W102 33 2,875 SH DEFINED 1 2,875
AUTOZONE, INC. EQUITY 053332102 3633 46,068 SH DEFINED 1 46,068
AVALONBAY COMM EQUITY 053484101 5877 140605 SH Sole 3 113893 26712
AVALONBAY COMMUNITIE EQUITY 053484101 3389 81,075 SH DEFINED 1 81,075
AVANEX CORP EQUITY 05348W109 27 19,863 SH DEFINED 1 19,863
AVANIR PHARMACEUTICALS EQUITY 05348P104 23 19,790 SH DEFINED 1 19,790
AVATAR HOLDINGS, INC. EQUITY 053494100 35 1,458 SH DEFINED 1 1,458
AVAYA INC. EQUITY 053499109 229 159,940 SH DEFINED 1 159,940
AVAYA INC. EQUITY 053499109 1 482 SH DEFINED 2 482
AVENUE A INC EQUITY 053566105 29 11,787 SH DEFINED 1 11,787
AVERY DENNISON CORP EQUITY 053611109 9550 167,601 SH DEFINED 2 167,601
AVERY DENNISON CORP. EQUITY 053611109 2760 48,438 SH DEFINED 1 48,438
AVIALL, INC. EQUITY 05366B102 64 6,315 SH DEFINED 1 6,315
AVID TECHNOLOGY, INC. EQUITY 05367P100 87 8,444 SH DEFINED 1 8,444
AVIGEN, INC. EQUITY 053690103 54 6,821 SH DEFINED 1 6,821
AVISTA CORP EQUITY 05379B107 182 16,212 SH DEFINED 1 16,212
AVNET, INC. EQUITY 053807103 1978 183,363 SH DEFINED 1 183,363
AVOCENT CORPORATION EQUITY 053893103 983 73,502 SH DEFINED 1 73,502
AVON PRODS INC EQUITY 054303102 7491 162,500 SH DEFINED 2 162,500
AVON PRODUCTS, INC. EQUITY 054303102 5805 125,920 SH DEFINED 1 125,920
AVX CORP EQUITY 002444107 111 12,825 SH DEFINED 1 12,825
AXCAN PHARMA INC COM EQUITY 054923107 1584 165200 SH Sole 3 165200
AXCELIS TECHNOLOGIES INC EQUITY 054540109 162 33,227 SH DEFINED 1 33,227
AXT INC. EQUITY 00246W103 13 6,326 SH DEFINED 1 6,326
AZTAR CORP. EQUITY 054802103 153 11,616 SH DEFINED 1 11,616
BAKER HUGHES INC. EQUITY 057224107 3115 107300 SH Sole 3 107300
BAKER HUGHES, INC. EQUITY 057224107 7410 255,260 SH DEFINED 1 255,260
BALDOR ELECTRIC CO. EQUITY 057741100 197 10,329 SH DEFINED 1 10,329
BALDWIN & LYONS, INC., CLASS B EQUITY 057755209 42 1,936 SH DEFINED 1 1,936
BALL CORP. EQUITY 058498106 1266 25,125 SH DEFINED 1 25,125
BALLY TOTAL FITNESS HLDG COR COM EQUITY 05873K108 104 10,480 SH DEFINED 1 10,480
BANC CORP EQUITY 05944B103 34 4,430 SH DEFINED 1 4,430
BANCFIRST CORP. EQUITY 05945F103 65 1,320 SH DEFINED 1 1,320
BANCORPSOUTH, INC. EQUITY 059692103 23 1,175 SH DEFINED 1 1,175
BANDAG, INC. EQUITY 059815100 885 29,023 SH DEFINED 1 29,023
BANK AMER CORP EQUITY 060505104 25568 400,750 SH DEFINED 2 400,750
BANK ATLANTIC BANCORP CLASS A EQUITY 065908501 127 14,135 SH DEFINED 1 14,135
BANK MUTUAL CORP EQUITY 063748107 76 3,774 SH DEFINED 1 3,774
BANK OF AMERICA CORP EQUITY 060505104 59430 931,500 SH DEFINED 1 931,500
BANK OF GRANITE CORP. EQUITY 062401104 83 4,625 SH DEFINED 1 4,625
BANK OF HAWAII CORP EQUITY 062540109 2535 90,856 SH DEFINED 1 90,856
BANK OF NEW YORK CO., INC. EQUITY 064057102 31213 1,086,055 SH DEFINED 1 1,086,055
BANK OF THE OZARKS INC EQUITY 063904106 35 1,516 SH DEFINED 1 1,516
BANK ONE CORP EQUITY 06423A103 5083 135,900 SH DEFINED 2 135,900
BANK UNITED CORP-CPR WI EQUITY 065416117 30 506,802 SH DEFINED 1 506,802
BANKNORTH GROUP INC. EQUITY 06646R107 4696 197,726 SH DEFINED 1 197,726
BANKONE CORP. EQUITY 06423A103 21263 568,520 SH DEFINED 1 568,520
BANKUNITED FINANCIAL CORP CLASS A EQUITY 06652B103 116 7,243 SH DEFINED 1 7,243
BANNER CORPORATION EQUITY 06652V109 71 3,501 SH DEFINED 1 3,501
BANTA CORP. EQUITY 066821109 1484 41,799 SH DEFINED 1 41,799
BARNES & NOBLE, INC. EQUITY 067774109 1894 89,527 SH DEFINED 1 89,527
BARNES GROUP, INC. EQUITY 067806109 71 3,516 SH DEFINED 1 3,516
BARR LABORATORIES, INC EQUITY 068306109 4623 74,225 SH DEFINED 1 74,225
BARRA, INC. EQUITY 068313105 148 5,425 SH DEFINED 1 5,425
BASSETT FURNITURE INDUSTRIES EQUITY 070203104 47 3,414 SH DEFINED 1 3,414
BAUSCH & LOMB, INC. EQUITY 071707103 790 23,812 SH DEFINED 1 23,812
BAXTER INTERNATIONAL, INC. EQUITY 071813109 12164 398,160 SH DEFINED 1 398,160
BAXTER INTL INC EQUITY 071813109 1101 36,050 SH DEFINED 2 36,050
BAY VIEW CAPITAL CORP. EQUITY 07262L101 121 21,279 SH DEFINED 1 21,279
BBT CORP. EQUITY 054937107 7280 207,751 SH DEFINED 1 207,751
BE AEROSPACE, INC. EQUITY 073302101 58 12,098 SH DEFINED 1 12,098
BEA SYSTEMS, INC. EQUITY 073325102 85 16,479 SH DEFINED 1 16,479
BEAR STEARNS COS EQUITY 073902108 2467 43,735 SH DEFINED 1 43,735
BEASLEY BROADCAST GROUP, INC. EQUITY 074014101 25 1,979 SH DEFINED 1 1,979
BEAZER HOMES USA INC COM EQUITY 07556Q105 20788 340500 SH Sole 3 340500
BEAZER HOMES USA, INC. EQUITY 07556Q105 247 4,050 SH DEFINED 1 4,050
BEBE STORES, INC. EQUITY 075571109 18 1,490 SH DEFINED 1 1,490
Beckman Coulter Inc EQUITY 075811109 194 5,000 SH DEFINED 4 5,000
BECKMAN COULTER INC EQUITY 075811109 4892 126,400 SH DEFINED 2 126,400
BECKMAN COULTER, INC. EQUITY 075811109 3183 82,252 SH DEFINED 1 82,252
BECTON, DICKINSON AND CO. EQUITY 075887109 3376 118,857 SH DEFINED 1 118,857
BED BATH & BEYOND INC COM EQUITY 075896100 18943 581600 SH Sole 3 519400 62200
BED BATH & BEYOND, INC. EQUITY 075896100 4593 141,006 SH DEFINED 1 141,006
BEDFORD PRPTY INVESTORS, INC. EQUITY 076446301 122 4,924 SH DEFINED 1 4,924
BEI TECHNOLOGIES INC EQUITY 05538P104 41 3,704 SH DEFINED 1 3,704
BEL FUSE INC. CLASS B EQUITY 077347300 71 3,322 SH DEFINED 1 3,322
BELDEN, INC. EQUITY 077459105 103 7,696 SH DEFINED 1 7,696
BELL MICROPRODUCTS INC EQUITY 078137106 25 5,898 SH DEFINED 1 5,898
BELLSOUTH CORP. EQUITY 079860102 17282 941,260 SH DEFINED 1 941,260
BELO CORP. EQUITY 080555105 3266 149,273 SH DEFINED 1 149,273
BEMIS CO., INC. EQUITY 081437105 1161 23,507 SH DEFINED 1 23,507
BEMIS INC EQUITY 081437105 11707 236,986 SH DEFINED 2 236,986
BENCHMARK ELECTRONICS, INC. EQUITY 08160H101 163 7,722 SH DEFINED 1 7,722
BENIHANA INC [A] EQUITY 082047200 20 1,596 SH DEFINED 1 1,596
BENTLEY PHARMACEUTICAL EQUITY 082657107 35 4,115 SH DEFINED 1 4,115
BERKSHIRE HATHAWAY INC DEL EQUITY 084670207 1632 662 SH DEFINED 2 662
BERKSHIRE HILLS BANCOR EQUITY 084680107 50 2,117 SH DEFINED 1 2,117
BERRY PETROLEUM CO. CLASS A EQUITY 085789105 95 5,608 SH DEFINED 1 5,608
BEST BUY CO., INC. EQUITY 086516101 3427 153,620 SH DEFINED 1 153,620
BEVERLY ENTERPRISES, INC. EQUITY 087851309 80 33,257 SH DEFINED 1 33,257
BIG LOTS INC COM EQUITY 089302103 49546 3129900 SH Sole 3 3004200 125700
BIG LOTS INC. EQUITY 089302103 811 51,203 SH DEFINED 1 51,203
BIOGEN, INC. EQUITY 090597105 2086 71,278 SH DEFINED 1 71,278
BIOMARIN PHARMACEUTICAL IN EQUITY 09061G101 579 100,000 SH DEFINED 2 100,000
BIOMARIN PHARMACEUTICAL INC. EQUITY 09061G101 71 12,297 SH DEFINED 1 12,297
BIOMET INC COM EQUITY 090613100 7315 274700 SH Sole 3 237900 36800
BIOMET, INC. EQUITY 090613100 3384 127,092 SH DEFINED 1 127,092
BIOPURE CORP. EQUITY 09065H105 22 6,297 SH DEFINED 1 6,297
BIO-RAD LABORATORIES, INC., CLASS A EQUITY 090572207 216 5,730 SH DEFINED 1 5,730
BIO-REFERENCE LABS INC EQUITY 09057G602 16 2,490 SH DEFINED 1 2,490
BIORELIANCE CORP EQUITY 090951104 24 1,164 SH DEFINED 1 1,164
BIOSITE INC. EQUITY 090945106 113 3,895 SH DEFINED 1 3,895
BIO-TECHNOLOGY GENERAL CORP. EQUITY 090578105 59 19,837 SH DEFINED 1 19,837
BISYS GROUP, INC. EQUITY 055472104 2654 158,812 SH DEFINED 1 158,812
BJ SERVICES CO. EQUITY 055482103 1803 69,342 SH DEFINED 1 69,342
BJ'S WHOLESALE CLUB INC. EQUITY 05548J106 2351 123,692 SH DEFINED 1 123,692
BKF CAPITAL GROUP INC EQUITY 05548G102 42 1,977 SH DEFINED 1 1,977
BLACK & DECKER CORP. EQUITY 091797100 1491 35,562 SH DEFINED 1 35,562
BLACK BOX CORP. EQUITY 091826107 228 6,873 SH DEFINED 1 6,873
BLACK HILLS CORP. EQUITY 092113109 2166 82,701 SH DEFINED 1 82,701
BLACKROCK INC EQUITY 09247X101 9 227 SH DEFINED 1 227
BLAIR CORP EQUITY 092828102 55 2,711 SH DEFINED 1 2,711
BLOCK FINANCIAL CORP EQUITY 093671105 3372 80,276 SH DEFINED 1 80,276
BLOCKBUSTER INC -CLA EQUITY 093679108 11 424 SH DEFINED 1 424
BLYTH INC. EQUITY 09643P108 2011 72,076 SH DEFINED 1 72,076
BMC SOFTWARE, INC. EQUITY 055921100 1393 106,561 SH DEFINED 1 106,561
BOB EVANS FARMS, INC. EQUITY 096761101 1395 58,877 SH DEFINED 1 58,877
BOCA RESORTS INC -CL A EQUITY 09688T106 99 9,684 SH DEFINED 1 9,684
BOEING CO. EQUITY 097023105 12273 359,600 SH DEFINED 1 359,600
BOISE CASCADE CORP. EQUITY 097383103 585 25,642 SH DEFINED 1 25,642
BOK FINANCIAL CORP. EQUITY 05561Q201 7 205 SH DEFINED 1 205
BOMBAY CO INC EQUITY 097924104 30 11,234 SH DEFINED 1 11,234
BONE CARE INTERNATIONAL, INC. EQUITY 098072101 19 3,251 SH DEFINED 1 3,251
BORDERS GROUP, INC. EQUITY 099709107 1723 109,066 SH DEFINED 1 109,066
BORG WARNER INC EQUITY 099724106 2483 50,024 SH DEFINED 1 50,024
BORLAND SOFTWARE CORP. EQUITY 099849101 160 20,584 SH DEFINED 1 20,584
BOSTON BEER, INC. CLASS A EQUITY 100557107 44 3,141 SH DEFINED 1 3,141
BOSTON COMMUNICATIONS GROUP EQUITY 100582105 45 4,359 SH DEFINED 1 4,359
BOSTON EDISON EQUITY 67019E107 3938 86,457 SH DEFINED 1 70,683
BOSTON PRIVATE FINANCIAL HOLDI EQUITY 101119105 139 6,520 SH DEFINED 1 6,520
BOSTON PROPERTIES INC EQUITY 101121101 6054 162,752 SH DEFINED 1 162,752
BOSTON PROPERTIES INC COM EQUITY 101121101 22417 602600 SH Sole 3 487311 115289
BOSTON SCIENTIFIC CORP. EQUITY 101137107 5490 173,970 SH DEFINED 1 173,970
BOSTONFED BANCORP INC EQUITY 101178101 40 1,335 SH DEFINED 1 1,335
BOWATER, INC. EQUITY 102183100 2600 73,656 SH DEFINED 1 73,656
BOWNE & CO., INC. EQUITY 103043105 114 11,377 SH DEFINED 1 11,377
BOYD GAMING CORP COM EQUITY 103304101 12964 694400 SH Sole 3 683200 11200
BOYD GAMING CORP. EQUITY 103304101 197 10,544 SH DEFINED 1 10,544
BOYDS COLLECTION, LTD. EQUITY 103354106 39 6,021 SH DEFINED 1 6,021
BOYKIN LODGING CO. EQUITY 103430104 56 5,845 SH DEFINED 1 5,845
BP P.L.C. EQUITY 055622104 798 20,000 SH DEFINED 4 20,000
BP PLC EQUITY 055622104 294 1,278 SH DEFINED 2 1,278
BRADLEY PHARMACEUTICAL EQUITY 104576103 25 2,802 SH DEFINED 1 2,802
BRADY CORP. EQUITY 104674106 201 6,242 SH DEFINED 1 6,242
BRANDYWINE REALTY TRUST EQUITY 105368203 204 9,046 SH DEFINED 1 9,046
BRASIL DISTR PAO ACU-SP ADR EQUITY 20440T201 492 41,580 SH DEFINED 1 41,580
BRE PROPERTIES, INC., CLASS A EQUITY 05564E106 1865 60,664 SH DEFINED 1 60,664
BRIDGFORD FOODS CORP EQUITY 108763103 10 983 SH DEFINED 1 983
BRIGGS & STRATTON CORP. EQUITY 109043109 276 7,346 SH DEFINED 1 7,346
BRIGHT HORIZON FAMILY COM EQUITY 109195107 32675 1169889 SH Sole 3 1156389 13500
BRIGHT HORIZONS FAM. SOLUTIONS EQUITY 109195107 96 3,433 SH DEFINED 1 3,433
BRINKER INTERNATIONAL, INC. EQUITY 109641100 3382 130,570 SH DEFINED 1 130,570
BRINKER INTL INC EQUITY 109641100 20208 780226 SH Sole 3 668300 111926
BRISTOL MYERS SCRIBB COMPANY EQUITY 110122108 2899 121,798 SH DEFINED 2 500
BRISTOL MYERS SQUIBB CO. EQUITY 110122108 29595 1,243,500 SH DEFINED 1 1,243,500
BRITESMILE, INC. EQUITY 110415106 3 4,094 SH DEFINED 1 4,094
BROADCOM CORP. EQUITY 111320107 1357 127,033 SH DEFINED 1 127,033
BROADWING INC. EQUITY 111620100 700 353,709 SH DEFINED 1 353,709
BROCADE COMMUNICATION EQUITY 111621108 2611 346,810 SH DEFINED 1 346,810
BROOKLINE BANCORP INC EQUITY 11373M107 234 19,910 SH DEFINED 1 19,910
BROOKS-PRI AUTOMATION INC EQUITY 11442E102 131 11,478 SH DEFINED 1 11,478
BROOKSTONE INC EQUITY 114537103 35 2,876 SH DEFINED 1 2,876
BROWN & BROWN INC EQUITY 115236101 19 623 SH DEFINED 1 623
BROWN FORMAN CORP EQUITY 115637209 6725 100,447 SH DEFINED 2 100,447
BROWN SHOE COMANY, INC. EQUITY 115736100 107 5,955 SH DEFINED 1 5,955
BROWN, TOM INC. EQUITY 115660201 260 11,348 SH DEFINED 1 11,348
BROWN-FORMAN CORP CLASS B EQUITY 115637209 1999 29,852 SH DEFINED 1 29,852
BRUCKER DALTRONICS INC EQUITY 116795105 19 3,799 SH DEFINED 1 3,799
BRUKER AXS INC EQUITY 11679P101 6 3,070 SH DEFINED 1 3,070
Brunswick Corp EQUITY 117043109 421 20,000 SH DEFINED 4 20,000
BRUNSWICK CORP. EQUITY 117043109 843 40,043 SH DEFINED 1 40,043
BRUSH ENGINEERED MATERIALS EQUITY 117421107 44 5,640 SH DEFINED 1 5,640
BRYN MAWR BK CORP EQUITY 117665109 50 1,268 SH DEFINED 1 1,268
BSB BANCORP, INC. EQUITY 055652101 997 50,068 SH DEFINED 1 50,068
BUCA, INC. EQUITY 117769109 41 5,156 SH DEFINED 1 5,156
BUCKEYE TECHNOLOGIES INC EQUITY 118255108 60 8,191 SH DEFINED 1 8,191
BUCKLE, INC. EQUITY 118440106 48 2,383 SH DEFINED 1 2,383
BUILDING MATERIAL HOLDING CORP EQUITY 120113105 48 4,144 SH DEFINED 1 4,144
BURLINGTON COAT FACTORY WHSE EQUITY 121579106 109 6,060 SH DEFINED 1 6,060
BURLINGTON NORTHERN SANTA FE EQUITY 12189T104 5222 218,300 SH DEFINED 1 218,300
BURLINGTON NORTHN SANTA FE EQUITY 12189T104 7343 307,000 SH DEFINED 2 307,000
BURLINGTON RESOURCES, INC. EQUITY 122014103 3486 90,868 SH DEFINED 1 90,868
BUSH INDUSTRIES, INC. EQUITY 123164105 23 2,871 SH DEFINED 1 2,871
BUSINESS OBJECTS EQUITY 12328X107 1005 94,600 SH DEFINED 2 94,600
BUTLER MANUFACTURING CO. EQUITY 123655102 41 1,887 SH DEFINED 1 1,887
BWAY CORP EQUITY 056039100 20 1,422 SH DEFINED 1 1,422
C & D TECHNOLOGIES, INC. EQUITY 124661109 129 8,809 SH DEFINED 1 8,809
C H ROBINSON WORLDWIDE INC EQUITY 12541W100 12161 450060 SH Sole 3 372600 77460
C. H. ROBINSON WORLDWIDE, INC. EQUITY 12541W100 3039 112,464 SH DEFINED 1 112,464
C. R. BARD, INC. EQUITY 067383109 1365 24,991 SH DEFINED 1 24,991
CABLE & WIRELESS PLC ADR EQUITY 126830207 4 720 SH DEFINED 2 720
CABLE DESIGN TECHNOLOGIES CORP EQUITY 126924109 92 15,058 SH DEFINED 1 15,058
CABLEVISION SYSTEMS-NY GRP-A EQUITY 12686C109 6171 681,127 SH DEFINED 1 681,127
CABOT CORP. EQUITY 127055101 1720 81,886 SH DEFINED 1 81,886
CABOT MICROELECTRONICS CORP EQUITY 12709P103 1478 39,695 SH DEFINED 1 39,695
CABOT OIL & GAS CORP., CLASS A EQUITY 127097103 202 9,408 SH DEFINED 1 9,408
CACHE INC EQUITY 127150308 12 887 SH DEFINED 1 887
CACI INTERNATIONAL EQUITY 127190304 342 9,644 SH DEFINED 1 9,644
CACI INTL INC EQUITY 127190304 4343 122,500 SH DEFINED 2 122,500
CADENCE DESIGN SYSTEMS, INC. EQUITY 127387108 3989 392,261 SH DEFINED 1 392,261
CADIZ INC. EQUITY 127537108 37 12,300 SH DEFINED 1 12,300
CAKTRONICS INC EQUITY 234264109 46 4,759 SH DEFINED 1 4,759
CAL DIVE INTERNATIONAL, INC. EQUITY 127914109 251 12,465 SH DEFINED 1 12,465
CALGON CARBON CORP. EQUITY 129603106 66 11,370 SH DEFINED 1 11,370
CALIFORNIA FIRST NTNL EQUITY 130222102 16 1,178 SH DEFINED 1 1,178
CALIFORNIA PIZZA KITCHEN INC EQUITY 13054D109 111 4,817 SH DEFINED 1 4,817
CALIFORNIA PIZZA KTCHN COM EQUITY 13054D109 3916 170200 SH Sole 3 170200
CALIFORNIA WATER SERVICE GROUP EQUITY 130788102 122 4,785 SH DEFINED 1 4,785
CALIPER TECHNOLOGIES CORP EQUITY 130876105 35 8,251 SH DEFINED 1 8,251
CALLAWAY GOLF CO. EQUITY 131193104 1052 101,163 SH DEFINED 1 101,163
CALPINE CORP. EQUITY 131347106 465 188,060 SH DEFINED 1 188,060
CAMBREX CORP. EQUITY 132011107 281 7,630 SH DEFINED 1 7,630
CAMDEN NATL CORP EQUITY 133034108 71 2,738 SH DEFINED 1 2,738
CAMDEN POPERTY TRUST EQUITY 133131102 2406 72,591 SH DEFINED 1 72,591
CAMDEN PPTY TR SH BEN INT EQUITY 133131102 14768 445500 SH Sole 3 360352 85148
CAMINUS CORP. EQUITY 133766105 6 3,383 SH DEFINED 1 3,383
CAMPBELL SOUP CO. EQUITY 134429109 3868 175,160 SH DEFINED 1 175,160
CANTEL MEDICAL CORP EQUITY 138098108 23 2,257 SH DEFINED 1 2,257
CAPITAL AUTOMOTIVE REIT EQUITY 139733109 181 7,260 SH DEFINED 1 7,260
CAPITAL CITY BANK GROUP, INC. EQUITY 139674105 79 2,375 SH DEFINED 1 2,375
CAPITAL ONE FINANCIAL CORP. EQUITY 14040H105 40251 1,152,675 SH DEFINED 1 1,152,675
CAPITOL BANCORP LTD EQUITY 14056D105 45 2,609 SH DEFINED 1 2,609
CAPITOL FEDERAL FINANCIAL EQUITY 14057C106 7 324 SH DEFINED 1 324
CAPSTEAD MORTGAGE CORP. EQUITY 14067E506 1207 58,385 SH DEFINED 1 58,385
CAPSTONE TURBINE COR EQUITY 14067D102 16 26,285 SH DEFINED 1 26,285
CARAUSTAR INDUSTRIES, INC. EQUITY 140909102 84 8,940 SH DEFINED 1 8,940
CARBO CERAMICS INC EQUITY 140781105 112 3,126 SH DEFINED 1 3,126
CARDIAC SCIENCE INC. EQUITY 141410209 37 18,617 SH DEFINED 1 18,617
CARDINAL HEALTH INC EQUITY 14149Y108 16442 175,940 SH DEFINED 1 175,940
CARDIODYNAMICS INTERNATIONAL EQUITY 141597104 31 10,848 SH DEFINED 1 10,848
CAREER ED CORP EQUITY 141665109 6913 144,000 SH DEFINED 2 144,000
CAREER EDUCATION CORP EQUITY 141665109 28 576 SH DEFINED 1 576
CAREER EDUCATION CORP COM EQUITY 141665109 53503 1114456 SH Sole 3 1053924 60532
CAREMARK RX INC EQUITY 141705103 88 5,201 SH DEFINED 1 5,201
CARLISLE COS INC. EQUITY 142339100 1849 50,411 SH DEFINED 1 50,411
CARMAX INC EQUITY 143130102 2225 137,361 SH DEFINED 1 137,361
CARMIKE CINEMAS INC EQUITY 143436400 14 750 SH DEFINED 1 750
CARNIVAL CORP EQUITY 143658102 4177 166,400 SH DEFINED 2 166,400
CARNIVAL CORP. CLASS A EQUITY 143658102 7760 309,150 SH DEFINED 1 309,150
CARPENTER TECHNOLOGY CORP. EQUITY 144285103 2145 165,010 SH DEFINED 1 165,010
CARRAMERICA REALTY C EQUITY 144418100 19 767 SH DEFINED 1 767
CARRAMERICA REALTY CORPORATION EQUITY 144418100 25359 1007500 SH Sole 3 829484 178016
CARREKER CORP EQUITY 144433109 40 6,554 SH DEFINED 1 6,554
CASCADE BANCORP EQUITY 147154108 58 4,230 SH DEFINED 1 4,230
CASCADE CORP EQUITY 147195101 45 3,176 SH DEFINED 1 3,176
CASCADE NAT GAS CORP COM EQUITY 147339105 74 3,753 SH DEFINED 1 3,753
CASELLA WASTE SYSTEMS, INC. EQUITY 147448104 36 5,626 SH DEFINED 1 5,626
CASEYS GENERAL STORES, INC. EQUITY 147528103 153 13,210 SH DEFINED 1 13,210
CASH AMERICA INTERNATIONAL EQUITY 14754D100 61 7,451 SH DEFINED 1 7,451
CASTLE A. M. & CO. EQUITY 148411101 16 2,363 SH DEFINED 1 2,363
CATALINA MARKETING CORP. EQUITY 148867104 2038 72,575 SH DEFINED 1 72,575
CATAPULT COMM CORP EQUITY 149016107 18 1,805 SH DEFINED 1 1,805
CATELLUS DEVELOPMENT EQUITY 149111106 20 1,080 SH DEFINED 1 1,080
CATELLUS DEVELOPMENT CORP EQUITY 149111106 11598 628600 SH Sole 3 499385 129215
Caterpillar EQUITY 149123101 1117 30,000 SH DEFINED 4 30,000
CATERPILLAR INC EQUITY 149123101 4397 118,130 SH DEFINED 2 118,130
CATERPILLAR, INC. EQUITY 149123101 5487 147,420 SH DEFINED 1 147,420
CATHAY BANCORP INC. EQUITY 149150104 204 5,226 SH DEFINED 1 5,226
CATO CORP. CLASS A EQUITY 149205106 94 4,963 SH DEFINED 1 4,963
CB BANCSHARES INC HAWA EQUITY 124785106 40 1,129 SH DEFINED 1 1,129
CBL & ASSOC PPTYS INC COM EQUITY 124830100 21712 560300 SH Sole 3 453151 107149
CBL & ASSOCIATES PROPERTIES EQUITY 124830100 266 6,875 SH DEFINED 1 6,875
CBRL GROUP, INC. EQUITY 12489V106 1597 69,991 SH DEFINED 1 69,991
CCBT FINANCIAL COMPANIES INC EQUITY 12500Q102 77 2,928 SH DEFINED 1 2,928
CCC INFORMATION SERVICES EQUITY 12487Q109 54 4,163 SH DEFINED 1 4,163
C-COR ELECTRONICS, INC. EQUITY 125010108 40 10,684 SH DEFINED 1 10,684
CDI CORP. EQUITY 125071100 105 4,014 SH DEFINED 1 4,014
CDW COMPUTER CENTERS, INC. EQUITY 125129106 4855 114,620 SH DEFINED 1 114,620
CEC ENTERTAINMENT, INC. EQUITY 125137109 12 341 SH DEFINED 1 341
CELERA GENOMICS GROU EQUITY 038020202 185 23,309 SH DEFINED 1 23,309
CELGENE CORP EQUITY 151020104 16 974 SH DEFINED 1 974
CELGENE CORP EQUITY 151020104 842 50,000 SH DEFINED 2 50,000
CELL GENESYS, INC. EQUITY 150921104 135 11,164 SH DEFINED 1 11,164
CELL THERAPEUTICS INC EQUITY 150934107 682 155,000 SH DEFINED 2 155,000
CELL THERAPEUTICS, INC. EQUITY 150934107 52 11,914 SH DEFINED 1 11,914
CEMEX SA -SPONS ADR PART CER EQUITY 151290889 167 8,000 SH DEFINED 1 8,000
CENDANT CORP EQUITY 151313103 4587 426,300 SH DEFINED 2 426,300
CENDANT CORP. EQUITY 151313103 5772 536,440 SH DEFINED 1 536,440
CENTENE CORP DEL EQUITY 15135B101 45 1,695 SH DEFINED 1 1,695
CENTENE CORP DEL EQUITY 15135B101 801 30,000 SH DEFINED 2 30,000
CENTENNIAL BANCORP EQUITY 15133T104 63 7,245 SH DEFINED 1 7,245
CENTENNIAL CELLULAR CORP. EQUITY 15133V208 10 3,395 SH DEFINED 1 3,395
CENTER TR INC EQUITY 151845104 21 3,580 SH DEFINED 1 3,580
CENTERPOINT PPTYS TRUST EQUITY 151895109 12876 232000 SH Sole 3 188238 43762
CENTERPOINT PROPERTIES CORP. EQUITY 151895109 18 333 SH DEFINED 1 333
CENTEX CONSTRUCTION PRODUCTION EQUITY 15231R109 77 2,169 SH DEFINED 1 2,169
CENTEX CORP COM EQUITY 152312104 13957 314700 SH Sole 3 285300 29400
CENTEX CORP. EQUITY 152312104 1288 29,036 SH DEFINED 1 29,036
CENTILLIUM COMMUNICATIONS EQUITY 152319109 11 9,417 SH DEFINED 1 9,417
CENTRAL COAST BANCORP EQUITY 153145107 47 2,523 SH DEFINED 1 2,523
CENTRAL GARDEN & PET C EQUITY 153527106 83 4,857 SH DEFINED 1 4,857
CENTRAL PARKING CORP. EQUITY 154785109 119 5,912 SH DEFINED 1 5,912
CENTRAL VT PUB SVC CORP COM EQUITY 155771108 70 3,958 SH DEFINED 1 3,958
CENTURY ALUMINUM CO. EQUITY 156431108 28 4,006 SH DEFINED 1 4,006
CENTURY BANCORP INC EQUITY 156432106 29 1,088 SH DEFINED 1 1,088
CENTURY BUSINESS SERVICES EQUITY 156490104 71 26,729 SH DEFINED 1 26,729
CENTURYTEL, INC. EQUITY 156700106 1409 62,835 SH DEFINED 1 62,835
CEPHALON INC EQUITY 156708109 89 2,183 SH DEFINED 1 2,183
CEPHEID EQUITY 15670R107 30 7,748 SH DEFINED 1 7,748
CERES GROUP INC EQUITY 156772105 12 6,444 SH DEFINED 1 6,444
CERIDIAN CORP EQUITY 156779100 2921 204,993 SH DEFINED 1 204,993
CERNER CORP EQUITY 156782104 13 371 SH DEFINED 1 371
CERTEGY INC EQUITY 156880106 1851 92,101 SH DEFINED 1 92,101
CERTEGY INC COM EQUITY 156880106 10001 497580 SH Sole 3 467576 30004
CERUS CORP. EQUITY 157085101 76 4,583 SH DEFINED 1 4,583
CFS BANCORP, INC. EQUITY 12525D102 57 4,077 SH DEFINED 1 4,077
CH ENERGY GROUP INC. EQUITY 12541M102 261 5,552 SH DEFINED 1 5,552
CHAMPION ENTERPRISES, INC. EQUITY 158496109 49 16,538 SH DEFINED 1 16,538
CHAMPIONSHIP AUTO RACING TEAMS EQUITY 158711101 14 3,660 SH DEFINED 1 3,660
CHAMPS ENTMT INC DEL EQUITY 158787101 22 2,809 SH DEFINED 1 2,809
CHARLES RIV LABORATORIES I EQUITY 159864107 6951 177,100 SH DEFINED 2 177,100
CHARLES RIV LABS INTL COM EQUITY 159864107 90228 2298790 SH Sole 3 2191224 107566
CHARLES RIVER ASSOCIAT EQUITY 159852102 41 2,497 SH DEFINED 1 2,497
CHARLES RIVER LABORATORIES EQUITY 159864107 2338 59,569 SH DEFINED 1 59,569
CHARLES SCHWAB CORP. EQUITY 808513105 5583 641,680 SH DEFINED 1 641,680
CHARLOTTE RUSSE HOLDING INC EQUITY 161048103 24 2,545 SH DEFINED 1 2,545
CHARMING SHOPPES, INC. EQUITY 161133103 248 36,678 SH DEFINED 1 36,678
CHARTER COMMUNICATIONS INC CLASS A EQUITY 16117M107 21 11,454 SH DEFINED 1 11,454
CHARTER FINL CORP WEST EQUITY 16122M100 38 1,345 SH DEFINED 1 1,345
CHARTER MUNICIPAL MORTGAGE ACC EQUITY 160908109 2646 150,174 SH DEFINED 1 150,174
CHARTER ONE FINANCIAL INC. EQUITY 160903100 3032 102,008 SH DEFINED 1 102,008
CHATEAU COMMUNITIES, INC. EQUITY 161726104 7255 274,697 SH DEFINED 1 274,697
CHATTEM INC EQUITY 162456107 71 1,749 SH DEFINED 1 1,749
CHECK POINT SOFTWARE TECH EQUITY M22465104 274 19,950 SH DEFINED 1 19,950
CHECKERS DRIVE-IN REST EQUITY 162809305 20 2,530 SH DEFINED 1 2,530
CHECKFREE HOLDINGS CORP. EQUITY 162813109 1182 103,864 SH DEFINED 1 103,864
CHECKPOINT SYSTEMS, INC. EQUITY 162825103 135 10,919 SH DEFINED 1 10,919
CHEESECAKE FACTORY EQUITY 163072101 2012 67,452 SH DEFINED 1 67,452
CHEESECAKE FACTORY INC COM EQUITY 163072101 16149 541356 SH Sole 3 532407 8949
CHELSEA PPTY GROUP INC COM EQUITY 163421100 14064 416700 SH Sole 3 337130 79570
CHELSEA PROPERTY GROUP INC. EQUITY 163421100 318 9,420 SH DEFINED 1 9,420
CHEMED CORP. EQUITY 163596109 102 3,326 SH DEFINED 1 3,326
CHEMFIRST, INC. EQUITY 16361A106 1358 47,213 SH DEFINED 1 47,213
CHEMICAL FINANCIAL CORP. EQUITY 163731102 221 7,657 SH DEFINED 1 7,657
CHEROKEE INC DEL NEW EQUITY 16444H102 26 1,609 SH DEFINED 1 1,609
CHESAPEAKE CORP. EQUITY 165159104 71 4,757 SH DEFINED 1 4,757
CHESAPEAKE ENERGY CORP. EQUITY 165167107 318 48,129 SH DEFINED 1 48,129
CHEVRONTEXACO CORP EQUITY 166764100 40801 589,178 SH DEFINED 1 589,178
ChevronTexaco Corp EQUITY 166764100 1039 15,000 SH DEFINED 4 15,000
CHEVRONTEXACO CORPORATION EQUITY 166764100 107 1,547 SH DEFINED 2 1,547
CHICAGO PIZZA & BREWER EQUITY 167889104 25 3,583 SH DEFINED 1 3,583
CHICOS'S FAS INC. EQUITY 168615102 15 930 SH DEFINED 1 930
CHILDREN'S PLACE, INC. EQUITY 168905107 39 3,883 SH DEFINED 1 3,883
CHINA MOBILE HK LTD - SPON ADR EQUITY 16941M109 1432 126,760 SH DEFINED 1 126,760
CHIPPAC INC EQUITY 169657103 31 14,317 SH DEFINED 1 14,317
CHIQUITA BRANDS INTL EQUITY 170032809 188 12,190 SH DEFINED 1 12,190
CHIRON CORP. EQUITY 170040109 3160 90,427 SH DEFINED 1 90,427
CHITTENDEN CORP. EQUITY 170228100 298 10,080 SH DEFINED 1 10,080
CHOICE HOTELS INTL INC. EQUITY 169905106 175 7,586 SH DEFINED 1 7,586
CHOICEPOINT INC EQUITY 170388102 2709 75,999 SH DEFINED 2 75,999
CHOICEPOINT INC COM EQUITY 170388102 69720 1956234 SH Sole 3 1839377 116857
CHOICEPOINT INC. EQUITY 170388102 4063 113,994 SH DEFINED 1 113,994
CHOLESTECH CORP EQUITY 170393102 41 3,989 SH DEFINED 1 3,989
CHOLESTECH CORP COM EQUITY 170393102 3741 360800 SH Sole 3 360800
CHORDIANT SOFTWARE INC EQUITY 170404107 11 12,121 SH DEFINED 1 12,121
CHRISTOPHER & BANKS CORPORATIO EQUITY 171046105 200 7,968 SH DEFINED 1 7,968
CHUBB CORP. EQUITY 171232101 5101 93,030 SH DEFINED 1 93,030
CHURCH & DWIGHT CO., INC. EQUITY 171340102 1757 53,000 SH DEFINED 1 53,000
CHURCHILL DOWNS, INC. EQUITY 171484108 74 2,038 SH DEFINED 1 2,038
CIA ANONIMA TELEF DE VEN-ADR (CANTV) EQUITY 204421101 58 5,500 SH DEFINED 1 5,500
CIA VALE DO RIO DOCE-ADR EQUITY 204412209 340 14,960 SH DEFINED 1 14,960
CIBER, INC. EQUITY 17163B102 103 17,771 SH DEFINED 1 17,771
CIENA CORP. EQUITY 171779101 614 206,642 SH DEFINED 1 206,642
CIGNA CORP. EQUITY 125509109 6141 86,800 SH DEFINED 1 86,800
CIMA LABS EQUITY 171796105 121 4,814 SH DEFINED 1 4,814
CINCINNATI FINANCIAL CORP. EQUITY 172062101 2540 71,383 SH DEFINED 1 71,383
CINERGY CORP. EQUITY 172474108 2334 74,257 SH DEFINED 1 74,257
CINTAS CORP EQUITY 172908105 9732 232148 SH Sole 3 192600 39548
CINTAS CORP. EQUITY 172908105 3379 80,601 SH DEFINED 1 80,601
CIPHERGEN BIOSYSTEMS INC EQUITY 17252Y104 21 6,950 SH DEFINED 1 6,950
CIRCOR INTERNATIONAL, INC. EQUITY 17273K109 45 3,376 SH DEFINED 1 3,376
CIRCUIT CITY STORES, INC. EQUITY 172737108 1408 92,942 SH DEFINED 1 92,942
CIRRUS LOGIC, INC. EQUITY 172755100 346 135,699 SH DEFINED 1 135,699
CISCO SYS INC EQUITY 17275R102 6269 598,195 SH DEFINED 2 598,195
CISCO SYSTEMS, INC. EQUITY 17275R102 53715 5,125,450 SH DEFINED 1 5,125,450
CIT GROUP INC EQUITY 125581108 26189 1,456,590 SH DEFINED 1 1,456,590
CITIGOUP INC EQUITY 172967101 98587 3,213,009 SH DEFINED 1 3,213,009
CITIGROUP INC EQUITY 172967101 21738 733,173 SH DEFINED 2 706,996
CITIZENS BANKING CORP. EQUITY 174420109 16 650 SH DEFINED 1 650
CITIZENS COMMUNICATIONS INC EQUITY 17453B101 846 124,786 SH DEFINED 1 124,786
CITIZENS FIRST BANCORP EQUITY 17461R106 55 3,071 SH DEFINED 1 3,071
CITIZENS INC EQUITY 174740100 69 7,687 SH DEFINED 1 7,687
CITRIX SYSTEMS, INC. EQUITY 177376100 544 90,267 SH DEFINED 1 90,267
CITY HOLDING CO. EQUITY 177835105 148 5,732 SH DEFINED 1 5,732
CITY NATIONAL CORP. EQUITY 178566105 3114 66,579 SH DEFINED 1 66,579
CITYBANK EQUITY 17770A109 74 2,564 SH DEFINED 1 2,564
CK WITCO CORP EQUITY 227116100 1894 188,441 SH DEFINED 1 188,441
CKE RESTAURANTS INC EQUITY 12561E105 69 17,256 SH DEFINED 1 17,256
CLAIRE'S STORES, INC. EQUITY 179584107 1715 78,661 SH DEFINED 1 78,661
CLARCOR, INC. EQUITY 179895107 259 8,432 SH DEFINED 1 8,432
CLARK/BARDES INC EQUITY 180668105 86 4,817 SH DEFINED 1 4,817
CLAYTON HOMES, INC. EQUITY 184190106 2010 183,025 SH DEFINED 1 183,025
CLEAR CHANNEL COMMUNICATIO EQUITY 184502102 3468 99,810 SH DEFINED 2 99,810
CLEAR CHANNEL COMMUNICATIONS EQUITY 184502102 49442 1,422,782 SH DEFINED 1 1,422,782
CLEARONE COMMUNICATION EQUITY 185060100 9 2,493 SH DEFINED 1 2,493
CLECO CORP EQUITY 12561W105 1021 75,777 SH DEFINED 1 75,777
CLEVELAND-CLIFFS, INC. EQUITY 185896107 72 3,010 SH DEFINED 1 3,010
CLOROX CO EQUITY 189054109 13247 329,693 SH DEFINED 2 215
CLOROX CO. EQUITY 189054109 4052 100,849 SH DEFINED 1 100,849
CLOSURE MEDICAL CORP. EQUITY 189093107 20 1,784 SH DEFINED 1 1,784
CMS ENERGY CORP. EQUITY 125896100 531 65,865 SH DEFINED 1 65,865
CNA FINANCIAL CORP EQUITY 126117100 9 362 SH DEFINED 1 362
CNA SURETY CORP. EQUITY 12612L108 69 5,232 SH DEFINED 1 5,232
CNET NETWORKS INC. EQUITY 12613R104 46 42,128 SH DEFINED 1 42,128
CNF INC. EQUITY 12612W104 2061 65,648 SH DEFINED 1 65,648
COACH INC EQUITY 189754104 22409 875,336 SH DEFINED 1 875,336
COACH INC EQUITY 189754104 17477 682,700 SH DEFINED 2 682,700
COACH INC COM EQUITY 189754104 35155 1373236 SH Sole 3 1283600 89636
COACHMEN INDUSTRIES, INC. EQUITY 189873102 73 4,885 SH DEFINED 1 4,885
COASTAL BANCORP INC EQUITY 19041P105 40 1,439 SH DEFINED 1 1,439
COASTAL FINL CORP DEL EQUITY 19046E105 38 2,819 SH DEFINED 1 2,819
COBALT CORP EQUITY 19074W100 53 3,186 SH DEFINED 1 3,186
COBIZ INC EQUITY 190897108 40 2,514 SH DEFINED 1 2,514
COCA COLA CO EQUITY 191216100 19697 410,700 SH DEFINED 2 410,700
COCA COLA ENTERPRISES, INC. EQUITY 191219104 4177 196,656 SH DEFINED 1 196,656
COCA-COLA BOTTLING CO. EQUITY 191098102 14 296 SH DEFINED 1 296
COCA-COLA CO. EQUITY 191216100 87625 1,827,045 SH DEFINED 1 1,827,045
COCA-COLA FEMSA S.A.-SP ADR EQUITY 191241108 420 22,100 SH DEFINED 1 22,100
COGNEX CORP. EQUITY 192422103 159 11,400 SH DEFINED 1 11,400
COGNIZANT TECH SOLUTION EQUITY 192446102 159 2,761 SH DEFINED 1 2,761
COGNIZANT TECH SOLUTNS CL A EQUITY 192446102 20762 361260 SH Sole 3 354760 6500
COHERENT, INC. EQUITY 192479103 179 9,801 SH DEFINED 1 9,801
COHU, INC. EQUITY 192576106 79 7,024 SH DEFINED 1 7,024
COINSTAR INC COM EQUITY 19259P300 4511 175000 SH Sole 3 175000
COINSTAR, INC EQUITY 19259P300 190 7,389 SH DEFINED 1 7,389
COLDWATER CREEK, INC. EQUITY 193068103 21 1,607 SH DEFINED 1 1,607
COLE NATIONAL CORP. CLASS A EQUITY 193290103 42 3,311 SH DEFINED 1 3,311
COLE, K. PRODUCTIONS, INC. CLASS A EQUITY 193294105 49 2,409 SH DEFINED 1 2,409
Colgate EQUITY 194162103 3102 57,500 SH DEFINED 4 57,500
COLGATE-PALMOLIVE CO. EQUITY 194162103 54254 1,005,630 SH DEFINED 1 1,005,630
COLLINS & AIKMAN CORP EQUITY 194830204 30 8,247 SH DEFINED 1 8,247
COLONIAL BANCGROUP, INC. EQUITY 195493309 1944 156,739 SH DEFINED 1 156,739
COLONIAL PROPERTIES TRUST EQUITY 195872106 174 4,816 SH DEFINED 1 4,816
COLUMBIA BANCORP EQUITY 197227101 37 1,956 SH DEFINED 1 1,956
COLUMBIA BANKING SYSTEM, INC EQUITY 197236102 50 4,502 SH DEFINED 1 4,502
COLUMBIA LABORATORIES, INC. EQUITY 197779101 40 8,878 SH DEFINED 1 8,878
COLUMBIA SPORTSWEAR EQUITY 198516106 6 171 SH DEFINED 1 171
COLUMBUS MCKINNON CORP EQUITY 199333105 22 4,162 SH DEFINED 1 4,162
COMCAST CORP EQUITY 200300200 3792 181,800 SH DEFINED 2 181,800
COMCAST CORP. CLASS A SPECIAL EQUITY 200300200 9956 477,260 SH DEFINED 1 477,260
COMERICA, INC. EQUITY 200340107 3701 76,760 SH DEFINED 1 76,760
COMFORT SYS USA INC EQUITY 199908104 39 12,844 SH DEFINED 1 12,844
COMMERCE BANCORP INC EQUITY 200519106 3713 89,446 SH DEFINED 1 89,446
COMMERCE BANCORP INC N J EQUITY 200519106 2283 55,000 SH DEFINED 2 55,000
COMMERCE BANCSHARES EQUITY 200525103 33 848 SH DEFINED 1 848
COMMERCE BANCSHARES INC EQUITY 200525103 5741 146,950 SH DEFINED 2 146,950
COMMERCE GROUP, INC. EQUITY 200641108 269 8,324 SH DEFINED 1 8,324
COMMERCIAL FEDERAL CORP. EQUITY 201647104 335 15,378 SH DEFINED 1 15,378
COMMERCIAL METALS CO. EQUITY 201723103 147 8,188 SH DEFINED 1 8,188
COMMERCIAL NET LEASE REALTY EQUITY 202218103 200 12,418 SH DEFINED 1 12,418
COMMONWEALTH BANCORP, INC. EQUITY 20268X102 118 2,566 SH DEFINED 1 2,566
COMMONWEALTH EDISON EQUITY 30161N101 6779 142,710 SH DEFINED 1 142,710
COMMONWEALTH TELEPHONE ENT. EQUITY 203349105 128 3,688 SH DEFINED 1 3,688
COMMSCOPE INC. EQUITY 203372107 671 99,014 SH DEFINED 1 99,014
COMMUNITY BANK SYSTEM, INC. EQUITY 203607106 114 3,858 SH DEFINED 1 3,858
COMMUNITY BANKS INC EQUITY 203628102 71 2,628 SH DEFINED 1 2,628
COMMUNITY FIRST BANKSHARES EQUITY 203902101 377 13,536 SH DEFINED 1 13,536
COMMUNITY HEALTH SYS EQUITY 203668108 18 669 SH DEFINED 1 669
COMMUNITY TRUST BANCORP EQUITY 204149108 104 3,884 SH DEFINED 1 3,884
COMPANHIA DE BEBIDAS-PR ADR EQUITY 20441W203 834 77,800 SH DEFINED 1 77,800
Compania Telecomunicaciones Chile ADR EQUITY 204449300 255 13,500 SH DEFINED 1 13,500
COMPASS BANCSHARES, INC. EQUITY 20449H109 5062 171,646 SH DEFINED 1 171,646
COMPUCOM SYS INC EQUITY 204780100 45 7,740 SH DEFINED 1 7,740
COMPUCREDIT CORPORATION EQUITY 20478N100 31 5,818 SH DEFINED 1 5,818
COMPUTER ASSOCIATES INT'L. EQUITY 204912109 2444 254,588 SH DEFINED 1 254,588
COMPUTER HORIZONS CORP EQUITY 205908106 40 10,654 SH DEFINED 1 10,654
COMPUTER NETWORK TECHNOLOGY EQUITY 204925101 46 9,234 SH DEFINED 1 9,234
COMPUTER PROGRAMS & SY EQUITY 205306103 22 1,021 SH DEFINED 1 1,021
Computer Sciences EQUITY 205363104 556 20,000 SH DEFINED 4 20,000
COMPUTER SCIENCES CORP. EQUITY 205363104 2501 90,008 SH DEFINED 1 90,008
COMPUWARE CORP. EQUITY 205638109 530 173,639 SH DEFINED 1 173,639
COMPX INTERNATIONAL INC. EQUITY 20563P101 12 1,259 SH DEFINED 1 1,259
COMSTOCK RESOURCES, INC. EQUITY 205768203 53 7,690 SH DEFINED 1 7,690
COMVERSE TECHNOLOGY, INC. EQUITY 205862402 620 88,723 SH DEFINED 1 88,723
CONAGRA INC EQUITY 205887102 9814 394,930 SH DEFINED 2 394,930
CONAGRA, INC. EQUITY 205887102 5721 230,220 SH DEFINED 1 230,220
CONCEPTUS INC EQUITY 206016107 88 5,720 SH DEFINED 1 5,720
CONCEPTUS INC EQUITY 206016107 4284 280,000 SH DEFINED 2 280,000
CONCORD CAMERA CORP. EQUITY 206156101 38 8,186 SH DEFINED 1 8,186
CONCORD COMMUNICATIONS EQUITY 206186108 27 5,400 SH DEFINED 1 5,400
CONCORD EFS INC EQUITY 206197105 3847 242,260 SH DEFINED 1 242,260
CONCORD EFS INC EQUITY 206197105 2338 147,200 SH DEFINED 2 147,200
CONCURRENT COMPUTER EQUITY 206710204 48 21,007 SH DEFINED 1 21,007
CONEXANT SYSTEMS INC. EQUITY 207142100 14 12,720 SH DEFINED 1 12,720
CONMED CORP. EQUITY 207410101 184 9,143 SH DEFINED 1 9,143
CONNECTICUT BANCSHARES INC EQUITY 207540105 141 3,817 SH DEFINED 1 3,817
CONNECTICUT WATER SVC INC EQUITY 207797101 67 2,596 SH DEFINED 1 2,596
CONNETICS CORP EQUITY 208192104 96 10,393 SH DEFINED 1 10,393
CONOCOPHILLIPS PETROLEUM CO EQUITY 20825C104 44865 970,274 SH DEFINED 1 970,274
CONSECO, INC. EQUITY 208464107 8 104,980 SH DEFINED 1 104,980
CONSOL ENERGY INC EQUITY 20854P109 4 278 SH DEFINED 1 278
Consolidated Edison EQUITY 209115104 2011 50,000 SH DEFINED 4 50,000
CONSOLIDATED EDISON, INC. EQUITY 209115104 3832 95,286 SH DEFINED 1 95,286
CONSOLIDATED GRAPHICS, INC. EQUITY 209341106 66 3,772 SH DEFINED 1 3,772
CONSTELLATION BRANDS EQUITY 21036P108 2745 118,825 SH DEFINED 1 118,825
CONSTELLATION BRANDS INC EQUITY 21036P108 1123 83,500 SH DEFINED 2 83,500
CONSTELLATION ENERGY GRUOP INC EQUITY 210371100 1798 72,533 SH DEFINED 1 72,533
CONTINENTAL AIRLS INC COM CL B EQUITY 210795308 8 1,487 SH DEFINED 1 1,487
CONVERGYS CORP EQUITY 212485106 1666 110,818 SH DEFINED 1 110,818
COOPER CAMERON CORP. EQUITY 216640102 3556 85,164 SH DEFINED 1 85,164
COOPER COMPANIES, INC. EQUITY 216648402 272 5,176 SH DEFINED 1 5,176
COOPER INDUSTRIES INC CL A EQUITY G24182100 1260 41,520 SH DEFINED 1 41,520
COOPER TIRE & RUBBER CO EQUITY 216831107 524 32,439 SH DEFINED 1 32,439
COORS ADOLPH CLASS B EQUITY 217016104 1069 18,991 SH DEFINED 1 18,991
COORSTEK INC EQUITY 217020106 40 2,687 SH DEFINED 1 2,687
COPART, INC. EQUITY 217204106 1311 120,863 SH DEFINED 1 120,863
CORINTHIAN COLLEGES COM EQUITY 218868107 69289 1835966 SH Sole 3 1777556 58410
CORINTHIAN COLLEGES INC EQUITY 218868107 485 12,839 SH DEFINED 1 12,839
CORIXA CORP. EQUITY 21887F100 84 13,274 SH DEFINED 1 13,274
CORN PRODUCTS INTERNATIONAL EQUITY 219023108 329 11,449 SH DEFINED 1 11,449
CORNELL COMPANIES INC EQUITY 219141108 35 4,445 SH DEFINED 1 4,445
CORNERSTONE REALITY INCOME EQUITY 21922V102 2025 227,482 SH DEFINED 1 227,482
CORNING, INC. EQUITY 219350105 673 420,794 SH DEFINED 1 420,794
CORP EXEC BOARD CO. EQUITY 21988R102 358 12,551 SH DEFINED 1 12,551
CORPORATE EXEC BRD CO COM EQUITY 21988R102 40564 1420797 SH Sole 3 1365167 55630
CORPORATE OFFICE PROPERTIES TR EQUITY 22002T108 78 5,746 SH DEFINED 1 5,746
CORRECTIONAL PROPERTIES TRUST EQUITY 22025E104 56 2,431 SH DEFINED 1 2,431
CORRECTIONS CORP. OF AMERICA EQUITY 22025Y407 134 9,513 SH DEFINED 1 9,513
CORUS BANKSHARES, INC. EQUITY 220873103 133 3,045 SH DEFINED 1 3,045
CORVEL CORP. EQUITY 221006109 67 2,236 SH DEFINED 1 2,236
COST PLUS, INC. EQUITY 221485105 176 6,549 SH DEFINED 1 6,549
COSTAR GROUP, INC. EQUITY 22160N109 80 4,420 SH DEFINED 1 4,420
COSTCO WHOLESALE CORPORATION EQUITY 22160K105 12118 374,365 SH DEFINED 1 374,365
COUNTRYWIDE CREDIT IND INC EQUITY 222372104 2606 55,269 SH DEFINED 1 55,269
COURIER CORP EQUITY 222660102 48 1,253 SH DEFINED 1 1,253
COURTYARD BY MARRIOTT II EQUITY 44107P104 931 100,271 SH DEFINED 1 100,271
COUSINS PROPERTIES, INC. EQUITY 222795106 12 522 SH DEFINED 1 522
COVANCE INC. EQUITY 222816100 1973 100,829 SH DEFINED 1 100,829
COVANSYS CORP. EQUITY 22281W103 11 6,520 SH DEFINED 1 6,520
COVENANT TRANSPORT INC CLASS A EQUITY 22284P105 35 1,996 SH DEFINED 1 1,996
COVENTRY HEALTH CARE, INC. EQUITY 222862104 17 528 SH DEFINED 1 528
COX COMMUNICATIONS, INC. CLASS A EQUITY 224044107 23608 960,070 SH DEFINED 1 960,070
COX RADIO INC-CL A EQUITY 224051102 12 468 SH DEFINED 1 468
CPB, INC. EQUITY 125903104 110 2,385 SH DEFINED 1 2,385
CPI CORP. EQUITY 125902106 33 2,395 SH DEFINED 1 2,395
CRANE CO. EQUITY 224399105 523 26,485 SH DEFINED 1 26,485
CRAWFORD & CO. CLASS B EQUITY 224633107 57 9,012 SH DEFINED 1 9,012
CRAY INC EQUITY 225223106 55 13,899 SH DEFINED 1 13,899
CREDENCE SYSTEMS CORP. EQUITY 225302108 871 100,541 SH DEFINED 1 100,541
Credicorp Limited Com Stk USD 5 EQUITY G2519Y1084 301 42,621 SH DEFINED 1 42,621
CREDIT ACCEPTANCE CORP. EQUITY 225310101 37 4,537 SH DEFINED 1 4,537
CREE INC EQUITY 225447101 1508 120,623 SH DEFINED 1 120,623
CRESCENT REAL ESTATE COM EQUITY 225756105 1942 123700 SH Sole 3 110000 13700
CRESCENT REAL ESTATE EQUITIES, INC. EQUITY 225756105 18 1,177 SH DEFINED 1 1,177
CROSS CTRY INC EQUITY 22748P105 155 10,954 SH DEFINED 1 10,954
CROSS MEDIA MARKETING EQUITY 22754R201 2 2,835 SH DEFINED 1 2,835
CROWN AMERICAN REALTY TRUST EQUITY 228186102 1195 130,004 SH DEFINED 1 130,004
CROWN CASTLE INTERNATIONAL EQUITY 228227104 151 69,448 SH DEFINED 1 69,448
CROWN CORK & SEAL CO., INC. EQUITY 228255105 224 42,732 SH DEFINED 1 42,732
CROWN MEDIA HOLDINGS-CLASS A EQUITY 228411104 30 8,501 SH DEFINED 1 8,501
CRYOLIFE INC. EQUITY 228903100 14 5,533 SH DEFINED 1 5,533
CSG SYSTEMS INTERNATIONAL, INC EQUITY 126349109 747 68,574 SH DEFINED 1 68,574
CSK AUTO CORP EQUITY 125965103 91 7,307 SH DEFINED 1 7,307
CSS INDUSTRIES, INC. EQUITY 125906107 47 1,299 SH DEFINED 1 1,299
CSX CORP. EQUITY 126408103 19293 731,353 SH DEFINED 1 731,353
CT COMMUNICATION EQUITY 126426402 83 5,700 SH DEFINED 1 5,700
CTB INTL CORP EQUITY 125960104 15 1,194 SH DEFINED 1 1,194
CTI MOLECULAR IMAGING INC EQUITY 22943D105 1771 70,000 SH DEFINED 2 70,000
CTS CORP. EQUITY 126501105 47 10,123 SH DEFINED 1 10,123
CUBIC CORP. EQUITY 229669106 89 5,234 SH DEFINED 1 5,234
CUBIST PHARMA INC EQUITY 229678107 47 9,172 SH DEFINED 1 9,172
CULLEN/FROST BANKERS EQUITY 229899109 25 741 SH DEFINED 1 741
CULP INC EQUITY 230215105 17 2,046 SH DEFINED 1 2,046
CUMMINS INC. EQUITY 231021106 1112 47,060 SH DEFINED 1 47,060
CUMULUS MEDIA, INC. EQUITY 231082108 7 410 SH DEFINED 1 410
CUNO, INC. EQUITY 126583103 163 5,284 SH DEFINED 1 5,284
CURAGEN CORP EQUITY 23126R101 61 14,538 SH DEFINED 1 14,538
CURATIVE HEALTH SVCS I EQUITY 231264102 38 3,491 SH DEFINED 1 3,491
CURTISS-WRIGHT CORP. EQUITY 231561101 211 3,528 SH DEFINED 1 3,528
CV THERAPEUTICS INC EQUITY 126667104 1882 90,000 SH DEFINED 2 90,000
CV THERAPEUTICS, INC. EQUITY 126667104 183 8,741 SH DEFINED 1 8,741
CVB FINANCIAL CORP EQUITY 126600105 196 8,938 SH DEFINED 1 8,938
CVS Corp EQUITY 126650100 380 15,000 SH DEFINED 4 15,000
CVS CORP. EQUITY 126650100 4941 194,900 SH DEFINED 1 194,900
CYBERONICS EQUITY 23251P102 127 7,376 SH DEFINED 1 7,376
CYMER, INC. EQUITY 232572107 8 433 SH DEFINED 1 433
CYPRESS SEMICONDUCTOR CORP EQUITY 232806109 1870 285,000 SH DEFINED 2 285,000
CYPRESS SEMICONDUCTOR CORP. EQUITY 232806109 1076 164,025 SH DEFINED 1 164,025
CYTEC INDUSTRIES, INC. EQUITY 232820100 1437 65,453 SH DEFINED 1 65,453
CYTYC CORPORATION EQUITY 232946103 1797 167,656 SH DEFINED 1 167,656
D & K HEALTHCARE RES I EQUITY 232861104 39 4,363 SH DEFINED 1 4,363
D R HORTON INC COM EQUITY 23331A109 20302 1090333 SH Sole 3 935894 154439
D.R. HORTON INC EQUITY 23331A109 3628 194,850 SH DEFINED 1 194,850
DAISYTEK INTERNATIONAL CORP. EQUITY 234053106 78 6,008 SH DEFINED 1 6,008
DANA CORP EQUITY 235811106 884 67,550 SH DEFINED 1 67,550
DANAHER CORP DEL COM EQUITY 235851102 22785 400800 SH Sole 3 354700 46100
DANAHER CORP. EQUITY 235851102 3753 66,016 SH DEFINED 1 66,016
DARDEN RESTAURANTS, INC. EQUITY 237194105 1828 75,423 SH DEFINED 1 75,423
DATASCOPE CORP. EQUITY 238113104 109 4,043 SH DEFINED 1 4,043
DATASTREAM SYSTEMS EQUITY 238124101 26 5,290 SH DEFINED 1 5,290
DAVE & BUSTERS INC EQUITY 23833N104 42 3,732 SH DEFINED 1 3,732
DAVITA INC EQUITY 23918K108 24 999 SH DEFINED 1 999
DDI CORP EQUITY 233162106 3 16,300 SH DEFINED 1 16,300
DEAN FOODS CO EQUITY 242370104 5946 149,483 SH DEFINED 1 149,483
DEB SHOPS, INC EQUITY 242728103 36 1,429 SH DEFINED 1 1,429
DECODE GENETICS, INC EQUITY 243586104 27 12,297 SH DEFINED 1 12,297
DEERE & CO EQUITY 244199105 7314 160,925 SH DEFINED 2 2,925
DEERE & CO. EQUITY 244199105 4640 102,100 SH DEFINED 1 102,100
DEL LABS INC EQUITY 245091103 24 1,344 SH DEFINED 1 1,344
DEL MONTE EQUITY 24522P103 76 9,287 SH DEFINED 1 9,287
DELIA'S CORP EQUITY 24688Q101 12 10,989 SH DEFINED 1 10,989
DELL COMPUTER CORP EQUITY 247025109 10991 467,400 SH DEFINED 2 467,400
DELL COMPUTER CORP. EQUITY 247025109 46182 1,964,350 SH DEFINED 1 1,964,350
DELPHI CORP EQUITY 247126105 2229 260,760 SH DEFINED 1 260,760
DELPHI FINANCIAL GROUP, INC., CLASS A EQUITY 247131105 162 4,458 SH DEFINED 1 4,458
DELTA & PINE LAND CO. EQUITY 247357106 233 12,459 SH DEFINED 1 12,459
DELTA AIR LINES, INC. EQUITY 247361108 618 66,563 SH DEFINED 1 66,563
DELTAGEN INC EQUITY 24783R103 3 2,312 SH DEFINED 1 2,312
DELTIC TIMBER CORP. EQUITY 247850100 74 3,365 SH DEFINED 1 3,365
DELUXE CORP. EQUITY 248019101 1238 27,485 SH DEFINED 1 27,485
DENBURY RESOURCES INC EQUITY 247916208 82 8,029 SH DEFINED 1 8,029
DENDRITE INTERNATIONAL, INC. EQUITY 248239105 66 10,510 SH DEFINED 1 10,510
DENTSPLY INTERNATIONAL INC. EQUITY 249030107 4181 104,092 SH DEFINED 1 104,092
DENTSPLY INTL INC NEW EQUITY 249030107 3433 85,450 SH DEFINED 2 85,450
DENTSPLY INTL INC NEW COM EQUITY 249030107 25228 628038 SH Sole 3 567200 60838
DEPARTMENT 56 INC EQUITY 249509100 39 3,750 SH DEFINED 1 3,750
DEVELOPERS DIVERS RLTY COM EQUITY 251591103 25650 1165400 SH Sole 3 959034 206366
DEVELOPERS DIVERSIFIED REALTY EQUITY 251591103 4958 225,281 SH DEFINED 1 225,281
DEVON ENERGY CORP. EQUITY 25179M103 3333 69,068 SH DEFINED 1 69,068
DEVRY, INC. EQUITY 251893103 1730 92,935 SH DEFINED 1 92,935
DEWOLFE COS INC EQUITY 252115100 5 250 SH DEFINED 1 250
DHB INDS INC EQUITY 23321E103 10 4,609 SH DEFINED 1 4,609
DIAGEO PLC EQUITY 25243Q205 9578 191,900 SH DEFINED 2 191,900
DIAGNOSTIC PRODS CORP COM EQUITY 252450101 3390 73700 SH Sole 3 72500 1200
DIAGNOSTIC PRODUCTS CORP. EQUITY 252450101 14 294 SH DEFINED 1 294
DIAL CORP. EQUITY 25247D101 2712 126,396 SH DEFINED 1 126,396
DIAMOND OFFSHORE DRILLING EQUITY 25271C102 15 728 SH DEFINED 1 728
DIAMONDCLUSTER INT'L INC CL A EQUITY 25278P106 22 6,897 SH DEFINED 1 6,897
DIANON SYSTEMS INC EQUITY 252826102 136 2,881 SH DEFINED 1 2,881
DIEBOLD, INC. EQUITY 253651103 3162 96,041 SH DEFINED 1 96,041
DIGENE CORP EQUITY 253752109 32 3,993 SH DEFINED 1 3,993
DIGIMARC CORP EQUITY 253807101 35 3,017 SH DEFINED 1 3,017
DIGITAL INSIGHT EQUITY 25385P106 151 9,579 SH DEFINED 1 9,579
DIGITAL RIV INC EQUITY 25388B104 70 9,093 SH DEFINED 1 9,093
DIGITAL RIV INC COM EQUITY 25388B104 3142 409700 SH Sole 3 409700
DIGITAS INC EQUITY 25388K104 7 3,167 SH DEFINED 1 3,167
DILLARDS, INC. CLASS A EQUITY 254067101 749 37,099 SH DEFINED 1 37,099
DIME COMMUNITY BANCSHARES EQUITY 253922108 162 7,574 SH DEFINED 1 7,574
DIMON, INC. EQUITY 254394109 87 13,992 SH DEFINED 1 13,992
DIONEX CORP. EQUITY 254546104 152 5,929 SH DEFINED 1 5,929
DISCOVERY PARTNERS INT EQUITY 254675101 18 5,741 SH DEFINED 1 5,741
DISTRIBUCION Y SERVICIO ADR EQUITY 254753106 161 18,500 SH DEFINED 1 18,500
DIVERSA CORP EQUITY 255064107 70 8,173 SH DEFINED 1 8,173
DJ ORTHOPEDICS INC EQUITY 23325G104 9 2,484 SH DEFINED 1 2,484
DOBSON COMMUNICATIONS EQUITY 256069105 2 7,191 SH DEFINED 1 7,191
DOCUCORP INTL INC EQUITY 255911109 29 2,676 SH DEFINED 1 2,676
DOCUMENTUM, INC. EQUITY 256159104 155 13,429 SH DEFINED 1 13,429
DOLE FOOD CO., INC. EQUITY 256605106 2163 74,507 SH DEFINED 1 74,507
DOLLAR GENERAL CORP. EQUITY 256669102 1984 147,840 SH DEFINED 1 147,840
DOLLAR THRIFTY AUTOMOTIVE EQUITY 256743105 133 8,295 SH DEFINED 1 8,295
DOLLAR TREE STORES INC. EQUITY 256747106 3448 156,422 SH DEFINED 1 156,422
DOMINION HOMES INC EQUITY 257386102 13 853 SH DEFINED 1 853
Dominion Resources EQUITY 25746U109 6595 130,000 SH DEFINED 4 130,000
DOMINION RESOURCES, INC. EQUITY 25746U109 6198 122,170 SH DEFINED 1 122,170
DONALDSON CO INC EQUITY 257651109 2321 67,600 SH DEFINED 2 67,600
DONALDSON CO., INC. EQUITY 257651109 2016 58,722 SH DEFINED 1 58,722
DONNELLY CORP EQUITY 257870105 26 1,005 SH DEFINED 1 1,005
DORAL FINANCIAL CORP. EQUITY 25811P100 19 779 SH DEFINED 1 779
DORCHESTER HUGOTON EQUITY 258205202 53 4,200 SH DEFINED 1 4,200
DOUBLECLICK INC EQUITY 258609304 207 40,256 SH DEFINED 1 40,256
DOVER CORP. EQUITY 260003108 3761 148,174 SH DEFINED 1 148,174
DOVER DOWNS GAMING & ENTERTA EQUITY 260095104 28 3,388 SH DEFINED 1 3,388
DOVER MOTORSPORTS INC EQUITY 260174107 21 5,291 SH DEFINED 1 5,291
DOW CHEM CO EQUITY 260543103 819 30,000 SH DEFINED 2 30,000
Dow Chemical EQUITY 260543103 1092 40,000 SH DEFINED 4 40,000
DOW CHEMICAL CO. EQUITY 260543103 20755 759,960 SH DEFINED 1 759,960
DOW JONES & CO., INC. EQUITY 260561105 2376 61,863 SH DEFINED 1 61,863
DOWNEY FINANCIAL CORP. EQUITY 261018105 11 309 SH DEFINED 1 309
DPL, INC. EQUITY 233293109 2891 175,730 SH DEFINED 1 175,730
DQE INC EQUITY 23329J104 9458 630,563 SH DEFINED 1 630,563
DRESS BARN, INC. EQUITY 261570105 66 4,255 SH DEFINED 1 4,255
DREW INDUSTRIES INC EQUITY 26168L205 27 1,765 SH DEFINED 1 1,765
DREXLER TECHNOLOGY COR EQUITY 261876106 42 2,862 SH DEFINED 1 2,862
DREYER'S GRAND ICE CREAM, INC. EQUITY 261878102 3224 46,149 SH DEFINED 1 46,149
DRILL QUIP EQUITY 262037104 36 2,152 SH DEFINED 1 2,152
DRS TECHNOLOGIES INC EQUITY 23330X100 209 5,608 SH DEFINED 1 5,608
DRUGSTORE.COM EQUITY 262241102 15 8,830 SH DEFINED 1 8,830
DSP GROUP, INC. COM EQUITY 23332B106 147 9,170 SH DEFINED 1 9,170
DST SYSTEMS INC EQUITY 233326107 4705 159,637 SH DEFINED 1 159,637
DTE ENERGY CO. EQUITY 233331107 17307 425,242 SH DEFINED 1 425,242
DTE Energy Company EQUITY 233331107 8189 201,200 SH DEFINED 4 201,200
DU PONT E I DE NEMOURS & CO PFD $4.50 CorpBon 263534307 2058 24,800 PRN DEFINED 1 25
DU PONT E I DE NEMOURS + C EQUITY 263534109 11101 307,761 SH DEFINED 2 307,761
DUANE READE, INC. EQUITY 263578106 198 12,358 SH DEFINED 1 12,358
DUCOMMUN INC DEL EQUITY 264147109 41 2,342 SH DEFINED 1 2,342
DUKE ENERGY CORP. EQUITY 264399106 7436 380,350 SH DEFINED 1 380,350
DUKE REALTY EQUITY 264411505 48 1,943 SH DEFINED 1 1,943
DUKE REALTY CORP COM NEW EQUITY 264411505 18017 731794 SH Sole 3 607324 124470
DUN & BRADSTREET CORP NEW WI EQUITY 26483E100 3323 98,877 SH DEFINED 1 98,877
DUPONT PHOTOMASKS EQUITY 26613X101 92 4,051 SH DEFINED 1 4,051
DURA AUTOMOTIVE SYSTEM EQUITY 265903104 61 5,016 SH DEFINED 1 5,016
DURECT CORPORATION EQUITY 266605104 26 8,378 SH DEFINED 1 8,378
DVI, INC. EQUITY 233343102 20 4,230 SH DEFINED 1 4,230
DYCOM INDUSTRIES, INC. EQUITY 267475101 727 79,327 SH DEFINED 1 79,327
DYNACQ INTERNATIONAL INC EQUITY 267919306 21 1,818 SH DEFINED 1 1,818
DYNAMICS RESH CORP EQUITY 268057106 33 2,273 SH DEFINED 1 2,273
DYNEGY INC. EQUITY 26816Q101 188 162,015 SH DEFINED 1 162,015
E*TRADE GROUP, INC. EQUITY 269246104 2162 485,870 SH DEFINED 1 485,870
E.I. DU PONT DE NEMOURS AND CO EQUITY 263534109 32908 912,350 SH DEFINED 1 912,350
E.PIHPANY, INC. EQUITY 26881V100 77 21,270 SH DEFINED 1 21,270
EARTHLINK INC EQUITY 270321102 466 87,257 SH DEFINED 1 87,257
EARTHSHELL CORP. EQUITY 27032B100 16 22,421 SH DEFINED 1 22,421
EAST WEST BANCORP EQUITY 27579R104 271 8,017 SH DEFINED 1 8,017
EASTGROUP PROPERTIES, INC. EQUITY 277276101 1550 62,622 SH DEFINED 1 62,622
EASTMAN CHEMICAL CO. EQUITY 277432100 1736 45,468 SH DEFINED 1 45,468
EASTMAN KODAK CO EQUITY 277461109 5616 206,163 SH DEFINED 2 206,163
EASTMAN KODAK CO. EQUITY 277461109 3530 129,591 SH DEFINED 1 129,591
EATON CORP EQUITY 278058102 3104 48,700 SH DEFINED 2 48,700
EATON CORP. EQUITY 278058102 1992 31,256 SH DEFINED 1 31,256
EATON VANCE CORP. EQUITY 278265103 2952 106,796 SH DEFINED 1 106,796
EBAY, INC. EQUITY 278642103 9958 65,773 SH DEFINED 1 65,773
ECHELON EQUITY 27874N105 74 8,495 SH DEFINED 1 8,495
ECHOSTAR COMMUNICATIONS CO EQUITY 278762109 8047 465,150 SH DEFINED 2 465,150
ECHOSTAR COMMUNICATIONS CORP. CLASS A EQUITY 278762109 136 7,880 SH DEFINED 1 7,880
ECLIPSYS CORP. EQUITY 278856109 60 11,736 SH DEFINED 1 11,736
ECOLAB, INC. EQUITY 278865100 2410 57,746 SH DEFINED 1 57,746
EDISON INTERNATIONAL INC EQUITY 281020107 1442 144,164 SH DEFINED 1 144,164
EDO CORP EQUITY 281347104 116 5,191 SH DEFINED 1 5,191
EDUCATION MANAGEMENT CORP. EQUITY 28139T101 2059 46,512 SH DEFINED 1 46,512
EDUCATION MGMT CORP COM EQUITY 28139T101 36930 834201 SH Sole 3 821101 13100
EDWARDS J D + CO EQUITY 281667105 1944 210,200 SH DEFINED 2 210,200
EDWARDS LIFESCIENCES CP EQUITY 28176E108 2039 79,689 SH DEFINED 1 79,689
EFUNDS CORP EQUITY 28224R101 148 15,811 SH DEFINED 1 15,811
EGL INC. EQUITY 268484102 840 76,313 SH DEFINED 1 76,313
EL PASO CORP EQUITY 28336L109 4831 584,180 SH DEFINED 1 584,180
EL PASO ELECTRIC CO. EQUITY 283677854 189 15,891 SH DEFINED 1 15,891
El Paso Energy Partners EQUITY 28368B102 1331 45,000 SH DEFINED 4 45,000
ELECTRO RENT CORP. EQUITY 285218103 46 4,758 SH DEFINED 1 4,758
ELECTRO SCIENTIFIC INDUSTRIES, EQUITY 285229100 138 9,336 SH DEFINED 1 9,336
ELECTROGLAS, INC. EQUITY 285324109 14 7,180 SH DEFINED 1 7,180
ELECTRONIC ARTS EQUITY 285512109 4317 65,449 SH DEFINED 1 65,449
ELECTRONIC ARTS EQUITY 285512109 14330 217,250 SH DEFINED 2 650
ELECTRONIC ARTS INC COM EQUITY 285512109 1979 30000 SH Sole 3 30000
ELECTRONIC DATA SYSTEMS CORP. EQUITY 285661104 3063 219,120 SH DEFINED 1 219,120
ELECTRONICS BOUTIQUE HLDGS. CO EQUITY 286045109 94 3,423 SH DEFINED 1 3,423
ELECTRONICS FOR IMAGING, INC. EQUITY 286082102 275 18,406 SH DEFINED 1 18,406
ELI LILLY & COMPANY EQUITY 532457108 70 1,250 SH DEFINED 2 1,250
ELI LILLY AND CO. EQUITY 532457108 26682 482,140 SH DEFINED 1 482,140
ELIZABETH ARDEN INC EQUITY 28660G106 53 4,415 SH DEFINED 1 4,415
ELKCORP EQUITY 287456107 112 6,582 SH DEFINED 1 6,582
EMBARCADERO TECHNOLOGIES INC EQUITY 290787100 11 2,728 SH DEFINED 1 2,728
EMBRAER AIRCRAFT CORP ADR EQUITY 29081M102 1184 89,000 SH DEFINED 1 89,000
EMBREX INC EQUITY 290817105 27 2,442 SH DEFINED 1 2,442
EMC CORP EQUITY 268648102 32 6,900 SH DEFINED 2 6,900
EMC CORP. EQUITY 268648102 4874 1,066,580 SH DEFINED 1 1,066,580
EMC INS GROUP INC EQUITY 268664109 11 796 SH DEFINED 1 796
EMCOR GROUP INC EQUITY 29084Q100 19893 400264 SH Sole 3 393764 6500
EMCOR GROUP, INC. EQUITY 29084Q100 250 5,037 SH DEFINED 1 5,037
EMCORE CORPORATION EQUITY 290846104 12 8,183 SH DEFINED 1 8,183
Emerson Elec Co EQUITY 291011104 2197 50,000 SH DEFINED 4 50,000
EMERSON ELEC CO EQUITY 291011104 4801 109,269 SH DEFINED 2 109,269
EMERSON ELECTRIC CO. EQUITY 291011104 9648 219,570 SH DEFINED 1 219,570
EMMIS COMMUNICATIONS CORP. CLASS A EQUITY 291525103 1338 70,434 SH DEFINED 1 70,434
EMPIRE DISTRICT ELECTRIC CO. EQUITY 291641108 2713 160,529 SH DEFINED 1 160,529
EMS TECHNOLOGIES INC EQUITY 26873N108 37 3,570 SH DEFINED 1 3,570
EMULEX CORP EQUITY 292475209 12 1,076 SH DEFINED 1 1,076
ENCORE ACQUISITION CO EQUITY 29255W100 49 2,982 SH DEFINED 1 2,982
ENCORE ACQUISITION CO EQUITY 29255W100 9788 595000 SH Sole 3 595000
ENCORE WIRE CORP EQUITY 292562105 40 4,514 SH DEFINED 1 4,514
ENDO PHARMACEUTICALS EQUITY 29264F205 61 7,138 SH DEFINED 1 7,138
ENDOCARDIAL SOLUTIONS EQUITY 292962107 15 4,677 SH DEFINED 1 4,677
ENDOCARE INC EQUITY 29264P104 88 6,137 SH DEFINED 1 6,137
ENDOCARE INC COM EQUITY 29264P104 15828 1106069 SH Sole 3 1093469 12600
ENERGEN CORP. EQUITY 29265N108 296 11,678 SH DEFINED 1 11,678
ENERGIZER HOLDINGS INC EQUITY 29266R108 3569 117,406 SH DEFINED 1 117,406
ENERGY CONVERSION DEVICES, INC EQUITY 292659109 55 5,071 SH DEFINED 1 5,071
ENERGY EAST CORP EQUITY 29266M109 3809 192,290 SH DEFINED 1 192,290
ENERGY PARTNERS LTD EQUITY 29270U105 53 6,503 SH DEFINED 1 6,503
ENERGYSOUTH INC EQUITY 292970100 36 1,430 SH DEFINED 1 1,430
Enersis S.A.-ADR EQUITY 29274F104 332 13,500 SH DEFINED 1 13,500
ENGELHARD CORP EQUITY 292845104 3014 126,500 SH DEFINED 2 126,500
ENGELHARD CORP COM EQUITY 292845104 20295 851668 SH Sole 3 732800 118868
ENGELHARD CORP. EQUITY 292845104 1455 61,075 SH DEFINED 1 61,075
ENGINEERED SUPPORT SYS COM EQUITY 292866100 18977 332700 SH Sole 3 332700
ENGINEERED SUPPORT SYSTEMS EQUITY 292866100 164 2,882 SH DEFINED 1 2,882
ENNIS BUSINESS FORMS I EQUITY 293389102 72 5,521 SH DEFINED 1 5,521
ENSCO INTERNATIONAL, INC. EQUITY 26874Q100 5032 200,947 SH DEFINED 1 200,947
ENSCO INTL INC EQUITY 26874Q100 20240 808,325 SH DEFINED 2 808,325
ENSCO INTL INC COM EQUITY 26874Q100 24076 961494 SH Sole 3 816300 145194
ENTEGRIS INC EQUITY 29362U104 121 15,567 SH DEFINED 1 15,567
ENTERASYS NETWORKS INC EQUITY 293637104 71 54,830 SH DEFINED 1 54,830
ENTERCOM COMM CORP CL A EQUITY 293639100 42972 907164 SH Sole 3 882232 24932
ENTERCOM COMMUNICATIONS CORP. EQUITY 293639100 3134 66,169 SH DEFINED 1 66,169
ENTERGY ARKANSAS INC EQUITY 29364G103 4128 99,235 SH DEFINED 1 99,235
ENTERTAINMENT PROPERTIES TRUST EQUITY 29380T105 128 5,809 SH DEFINED 1 5,809
ENTRAVISION COMMUNIC EQUITY 29382R107 8 629 SH DEFINED 1 629
ENTRUST TECHNOLOGIES INC. EQUITY 293848107 51 16,263 SH DEFINED 1 16,263
ENZO BIOCHEM, INC. EQUITY 294100102 112 7,834 SH DEFINED 1 7,834
ENZON INC EQUITY 293904108 281 14,592 SH DEFINED 1 14,592
EOG RESOURCES INC EQUITY 26875P101 1859 51,709 SH DEFINED 1 51,709
EOG RESOURCES INC EQUITY 26875P101 539 15,000 SH DEFINED 2 15,000
EON LABS INC EQUITY 29412E100 72 3,340 SH DEFINED 1 3,340
EON LABS INC EQUITY 29412E100 2374 110,000 SH DEFINED 2 110,000
EPIQ SYSTEMS INC EQUITY 26882D109 59 3,358 SH DEFINED 1 3,358
EPIX MEDICAL INC EQUITY 26881Q101 19 4,242 SH DEFINED 1 4,242
EQUIFAX, INC. EQUITY 294429105 1461 67,222 SH DEFINED 1 67,222
EQUITABLE RESOURCES, INC. EQUITY 294549100 2858 82,717 SH DEFINED 1 82,717
EQUITY INNS, INC. EQUITY 294703103 85 13,740 SH DEFINED 1 13,740
EQUITY OFFICE PPTYS TR COM EQUITY 294741103 37501 1452419 SH Sole 3 1173758 278661
EQUITY OFFICE PROPERTIES TRUST EQUITY 294741103 4627 179,190 SH DEFINED 1 179,190
EQUITY ONE INC EQUITY 294752100 28 2,092 SH DEFINED 1 2,092
EQUITY RESIDENT PPTYS SH BEN I EQUITY 29476L107 24886 1039500 SH Sole 3 840607 198893
EQUITY RESIDENTIAL EQUITY 29476L107 5150 215,113 SH DEFINED 1 215,113
ERESEARCHTECHNOLOGY IN EQUITY 29481V108 52 2,795 SH DEFINED 1 2,795
ERICSSON LMTEL CO.-ADR SERIES B EQUITY 294821400 10 28,300 SH DEFINED 1 28,300
ERIE INDEMNITY COMPA EQUITY 29530P102 14 332 SH DEFINED 1 332
ESCALADE INC EQUITY 296056104 24 1,223 SH DEFINED 1 1,223
ESCO ELECTRONICS CORP EQUITY 296315104 131 4,053 SH DEFINED 1 4,053
ESPEED INC EQUITY 296643109 78 7,639 SH DEFINED 1 7,639
ESPERION THERAPEUTICS INC (USD) EQUITY 29664R106 57 9,930 SH DEFINED 1 9,930
ESS TECHNOLOGY, INC. EQUITY 269151106 67 10,857 SH DEFINED 1 10,857
ESSEX PROPERTY TRUST, INC. EQUITY 297178105 242 4,892 SH DEFINED 1 4,892
ESTEE LAUDER COMPANIES-CL A EQUITY 518439104 40 1,398 SH DEFINED 1 1,398
ESTERLINE TECHNOLOGIES CORP. EQUITY 297425100 117 7,044 SH DEFINED 1 7,044
ETHAN ALLEN INTERIOR EQUITY 297602104 14 438 SH DEFINED 1 438
EUNIVERSE INC EQUITY 298412107 12 4,058 SH DEFINED 1 4,058
EURONET WORLDWIDE INC EQUITY 298736109 24 4,839 SH DEFINED 1 4,839
EVEREST RE GROUP, LTD EQUITY G3223R108 3709 67,600 SH DEFINED 1 67,600
EVERGREEN RES INC COM NO PAR EQUITY 299900308 34863 850730 SH Sole 3 825724 25006
EVERGREEN RESOURCES, INC. EQUITY 299900308 264 6,437 SH DEFINED 1 6,437
EVOLVE SOFTWARE INC. EQUITY 30049P104 149 1,239,564 SH DEFINED 1 1,239,564
EXACT SCIENCES CORP (USD) EQUITY 30063P105 52 3,873 SH DEFINED 1 3,873
EXAR CORP. EQUITY 300645108 153 13,251 SH DEFINED 1 13,251
EXCEL TECHNOLOGY EQUITY 30067T103 56 2,971 SH DEFINED 1 2,971
EXELIXIS, INC. EQUITY 30161Q104 76 15,310 SH DEFINED 1 15,310
EXPEDIA INC -CL A EQUITY 302125109 6 126 SH DEFINED 1 126
EXPEDITORS INTERNATIONAL OF WA EQUITY 302130109 3864 138,310 SH DEFINED 1 138,310
EXPLORATION CO EQUITY 302133202 27 5,275 SH DEFINED 1 5,275
EXPRESS SCRIPTS, INC. EQUITY 302182100 6879 126,180 SH DEFINED 1 126,180
EXPRESSJET HOLDINGS IN EQUITY 30218U108 94 10,188 SH DEFINED 1 10,188
EXTENDED STAY AMERICA INC EQUITY 30224P101 1584 124,725 SH DEFINED 1 124,725
EXTREME NETWORK INC EQUITY 30226D106 147 34,959 SH DEFINED 1 34,959
EXULT INC EQUITY 302284104 47 16,049 SH DEFINED 1 16,049
EXXON MOBIL CORP EQUITY 30231G102 19379 607,382 SH DEFINED 2 607,382
EXXON MOBIL CORP. EQUITY 30231G102 113322 3,552,428 SH DEFINED 1 3,552,428
F A O INC EQUITY 30240S105 16 5,645 SH DEFINED 1 5,645
F N B CORP VA EQUITY 302930102 61 1,971 SH DEFINED 1 1,971
F&M BANCORP/FREDERICK EQUITY 302367107 116 3,678 SH DEFINED 1 3,678
F5 NETWORKS INC EQUITY 315616102 57 7,519 SH DEFINED 1 7,519
FACTORY 2-U STORES, INC. EQUITY 303072102 9 4,401 SH DEFINED 1 4,401
FACTSET RESEARCH SYSTEMS, INC. EQUITY 303075105 188 7,071 SH DEFINED 1 7,071
FAIR ISSAC & CO., INC. EQUITY 303250104 7200 644 SH DEFINED 1 644
FAIRCHILD SEMICONDUCTOR CORP. EQUITY 303726103 1680 177,407 SH DEFINED 1 177,407
FALCONSTOR SOFTWARE INC EQUITY 306137100 56 11,558 SH DEFINED 1 11,558
FAMILY DOLLAR STORES, INC. EQUITY 307000109 2053 76,395 SH DEFINED 1 76,395
FARMER BROS. CO. EQUITY 307675108 97 298 SH DEFINED 1 298
FARMERS CAPITAL BANK CORP EQUITY 309562106 70 2,086 SH DEFINED 1 2,086
FASTENAL CO COM EQUITY 311900104 11821 374318 SH Sole 3 318500 55818
FASTENAL CO. EQUITY 311900104 3185 100,857 SH DEFINED 1 100,857
FBL FINANCIAL GROUP, INC., CLASS A EQUITY 30239F106 72 3,876 SH DEFINED 1 3,876
FBR ASSET INVESTMENT CORP EQUITY 30241E303 18564 593,861 SH DEFINED 1 593,861
FEDERAL AGRIC MTG CORP EQUITY 313148306 80 2,696 SH DEFINED 1 2,696
FEDERAL NATIONAL MORTGAGE ASSO EQUITY 313586109 41274 693,218 SH DEFINED 1 693,218
FEDERAL REALTY INVESTMENT TR. EQUITY 313747206 2393 88,630 SH DEFINED 1 88,630
FEDERAL SIGNAL CORP. EQUITY 313855108 1384 75,161 SH DEFINED 1 75,161
FEDERATED DEPT STORES INC EQUITY 31410H101 3857 131,000 SH DEFINED 2 131,000
FEDERATED DEPT STORES, INC. EQUITY 31410H101 2633 89,440 SH DEFINED 1 89,440
FEDERATED INVESTORS EQUITY 314211103 29 1,057 SH DEFINED 1 1,057
FEDEX CORPORATION EQUITY 31428X106 6385 127,520 SH DEFINED 1 127,520
FEI COMPANY EQUITY 30241L109 737 50,984 SH DEFINED 1 50,984
FELCOR LODGING TRUST, INC. EQUITY 31430F101 194 15,092 SH DEFINED 1 15,092
FERRO CORP. EQUITY 315405100 1483 64,199 SH DEFINED 1 64,199
FIDELITY BANKSHARES INC EQUITY 31604Q107 96 5,358 SH DEFINED 1 5,358
FIDELITY NATIONAL FINANCIAL EQUITY 316326107 3661 127,383 SH DEFINED 1 127,383
FIDELITY NATL INFO SOLUTIONS EQUITY 31620P109 68 4,460 SH DEFINED 1 4,460
FIFTH THIRD BANCORP EQUITY 316773100 15254 249,120 SH DEFINED 1 249,120
FILENET CORP. EQUITY 316869106 117 11,307 SH DEFINED 1 11,307
FINANCIAL FED CORP COM EQUITY 317492106 12192 382800 SH Sole 3 382800
FINANCIAL FEDERAL CORP. EQUITY 317492106 123 3,865 SH DEFINED 1 3,865
FINANCIAL INDS CORP EQUITY 317574101 41 2,655 SH DEFINED 1 2,655
FINCANCIAL INSTITUTIONS INC EQUITY 317585404 71 2,632 SH DEFINED 1 2,632
FINISAR CORPORATION EQUITY 31787A101 31 45,161 SH DEFINED 1 45,161
FINISH LINE, INC. EQUITY 317923100 58 6,378 SH DEFINED 1 6,378
FINLAY ENTERPRISES INC. EQUITY 317884203 27 1,800 SH DEFINED 1 1,800
FIRST AMERICAN CAP TRUST CLASS A EQUITY 318522307 21 1,034 SH DEFINED 1 1,034
FIRST BANCORP NORTH CAROLINA EQUITY 318910106 61 2,456 SH DEFINED 1 2,456
FIRST BANCORP/PUERTO RICO EQUITY 318672102 287 7,533 SH DEFINED 1 7,533
FIRST BANKS AMERICA INC EQUITY 31928N103 10 259 SH DEFINED 1 259
FIRST BUSEY CORP EQUITY 319383105 70 3,067 SH DEFINED 1 3,067
FIRST CHARTER CORP. EQUITY 319439105 173 10,460 SH DEFINED 1 10,460
FIRST CITIZENS BANCSHARES, INC CLASS EQUITY 31946M103 212 2,057 SH DEFINED 1 2,057
FIRST CMNTY BANCORP CA EQUITY 31983B101 49 1,702 SH DEFINED 1 1,702
FIRST COMMONWEALTH FINANCIAL EQUITY 319829107 247 19,932 SH DEFINED 1 19,932
FIRST COMMUNITY BANCSHARES INC EQUITY 31983A103 88 2,996 SH DEFINED 1 2,996
FIRST CONSULTING GROUP, INC. EQUITY 31986R103 33 6,158 SH DEFINED 1 6,158
FIRST DATA CORP EQUITY 319963104 3075 110,000 SH DEFINED 2 110,000
FIRST DATA CORP. EQUITY 319963104 12197 436,380 SH DEFINED 1 436,380
FIRST DEFIANCE FINL CO EQUITY 32006W106 31 1,798 SH DEFINED 1 1,798
FIRST ESSEX BANCORP INC EQUITY 320103104 75 2,261 SH DEFINED 1 2,261
FIRST FEDERAL CAPITAL CORP. EQUITY 319960100 113 5,838 SH DEFINED 1 5,838
FIRST FINANCIAL BANCORP EQUITY 320209109 218 12,223 SH DEFINED 1 12,223
FIRST FINANCIAL BANKSHARES EQUITY 32020R109 153 4,189 SH DEFINED 1 4,189
FIRST FINANCIAL CORP. EQUITY 320218100 112 2,320 SH DEFINED 1 2,320
FIRST FINANCIAL HOLDINGS, INC. EQUITY 320239106 124 4,569 SH DEFINED 1 4,569
FIRST HEALTH GROUP CORP EQUITY 320960107 6216 229,200 SH DEFINED 2 229,200
FIRST HEALTH GROUP CORP. EQUITY 320960107 3658 134,900 SH DEFINED 1 134,900
FIRST HORIZON PHARMACEUTICAL EQUITY 32051K106 41 7,564 SH DEFINED 1 7,564
FIRST INDIANA CORP. EQUITY 32054R108 72 3,945 SH DEFINED 1 3,945
FIRST INDUSTRIAL REALITY TRUST EQUITY 32054K103 18 570 SH DEFINED 1 570
FIRST INDUSTRIAL RLTY COM EQUITY 32054K103 16053 518000 SH Sole 3 430257 87743
FIRST MERCHANTS CORP. EQUITY 320817109 122 4,926 SH DEFINED 1 4,926
FIRST MIDWEST BANCORP, INC. EQUITY 320867104 19 701 SH DEFINED 1 701
FIRST NATL CORP ORANGE EQUITY 320942105 65 2,352 SH DEFINED 1 2,352
FIRST NIAGARA FINANCIAL GRP EQUITY 33582U100 100 3,168 SH DEFINED 1 3,168
FIRST OAK BROOK BANCSH EQUITY 335847208 43 1,458 SH DEFINED 1 1,458
FIRST OF LONG ISLAND CORP EQUITY 320734106 39 1,180 SH DEFINED 1 1,180
FIRST PLACE FINANCIAL CORP EQUITY 33610T109 61 4,341 SH DEFINED 1 4,341
FIRST REPUBLIC BANK EQUITY 336158100 76 3,495 SH DEFINED 1 3,495
FIRST SENTINEL BANCORP INC EQUITY 33640T103 114 8,413 SH DEFINED 1 8,413
FIRST SOUTH BANCORP IN EQUITY 33646W100 34 957 SH DEFINED 1 957
FIRST ST BANCORPORATIO EQUITY 336453105 35 1,405 SH DEFINED 1 1,405
FIRST TENNESSEE NATIONAL CORP. EQUITY 337162101 1956 56,404 SH DEFINED 1 56,404
FIRST VIRGINIA BANKS, INC. EQUITY 337477103 3571 95,738 SH DEFINED 1 95,738
FIRSTENERGY CORP. EQUITY 337932107 3946 132,029 SH DEFINED 1 132,029
FIRSTFED AMER BANCORP EQUITY 337929103 60 2,470 SH DEFINED 1 2,470
FIRSTFED FINANCIAL CORP. EQUITY 337907109 151 5,853 SH DEFINED 1 5,853
FIRSTMERIT CORP. EQUITY 337915102 2417 112,830 SH DEFINED 1 112,830
FIRSTSERVICE CORP SUB VTG SH EQUITY 33761N109 5882 300100 SH Sole 3 300100
FISERV, INC. EQUITY 337738108 2587 92,143 SH DEFINED 1 92,143
FISHER COMMUNICATIONS INC EQUITY 337756209 79 1,674 SH DEFINED 1 1,674
FISHER SCIENTIFIC INT'L., INC. EQUITY 338032204 21 700 SH DEFINED 1 700
FLAGSTAR BANCORP, INC. EQUITY 337930101 95 4,579 SH DEFINED 1 4,579
Fleet Boston Financial Corp EQUITY 339030108 1118 55,000 SH DEFINED 4 55,000
FLEETBOSTON FINANCIAL CORP. EQUITY 339030108 11005 541,340 SH DEFINED 1 541,340
FLEETBOSTON FINL CORP EQUITY 339030108 3954 194,500 SH DEFINED 2 194,500
FLEETWOOD ENTERPRISES, INC. EQUITY 339099103 80 11,876 SH DEFINED 1 11,876
FLEMING COMPANIES, INC EQUITY 339130106 79 15,707 SH DEFINED 1 15,707
FLEXTRONICS INTERNATIONAL LTD EQUITY Y2573F102 123 17,660 SH DEFINED 1 17,660
FLEXTRONICS INTL LTD EQUITY Y2573F102 7 1,000 SH DEFINED 2 1,000
FLIR SYSTEMS INC (USD) EQUITY 302445101 177 5,068 SH DEFINED 1 5,068
FLORIDA EAST COAST INDUSTRIES EQUITY 340632108 182 7,726 SH DEFINED 1 7,726
FLORIDA ROCK INDUSTRIES, INC. EQUITY 341140101 204 6,687 SH DEFINED 1 6,687
FLOW INTERNATIONAL CORP EQUITY 343468104 14 4,468 SH DEFINED 1 4,468
FLOWERS FOODS INC EQUITY 343498101 170 7,494 SH DEFINED 1 7,494
FLOWSERVE CORP. EQUITY 34354P105 735 73,522 SH DEFINED 1 73,522
FLUOR CORP EQUITY 343412102 915 37,448 SH DEFINED 1 37,448
FLUSHING FINANCIAL CORP EQUITY 343873105 56 3,380 SH DEFINED 1 3,380
FMC CORP. EQUITY 302491303 1458 56,455 SH DEFINED 1 56,455
FMC TECHNOLOGIES INC EQUITY 30249U101 1460 87,136 SH DEFINED 1 87,136
FMC TECHNOLOGIES INC COM EQUITY 30249U101 26607 1587534 SH Sole 3 1542164 45370
FNB CORP. EQUITY 302520101 18 633 SH DEFINED 1 633
FOAMEX INTERNATIONAL, INC. EQUITY 344123104 40 7,314 SH DEFINED 1 7,314
FOOT LOCKER INC EQUITY 344849104 19 1,942 SH DEFINED 1 1,942
FOOTSTAR, INC. EQUITY 344912100 53 6,831 SH DEFINED 1 6,831
FORD MOTOR CO. EQUITY 345370860 7787 794,640 SH DEFINED 1 794,640
FORD MTR CO EQUITY 345370860 51 5,251 SH DEFINED 2 5,251
FOREST CITY ENTERPRISES, INC. CLASS A EQUITY 345550107 10 320 SH DEFINED 1 320
FOREST LABORATORIES, INC. EQUITY 345838106 9800 119,500 SH DEFINED 1 119,500
FOREST LABS INC EQUITY 345838106 10514 128,200 SH DEFINED 2 128,200
FOREST OIL CORP EQUITY 346091705 1592 62,424 SH DEFINED 1 62,424
FORRESTER RESEARCH, INC. EQUITY 346563109 72 4,824 SH DEFINED 1 4,824
FORTUNE BRANDS, INC. EQUITY 349631101 3200 67,663 SH DEFINED 1 67,663
FORWARD AIR CORP EQUITY 349853101 70 3,893 SH DEFINED 1 3,893
FOSSIL, INC. EQUITY 349882100 137 6,815 SH DEFINED 1 6,815
FOUNDRY NETWORKS INC EQUITY 35063R100 160 29,212 SH DEFINED 1 29,212
FOX ENTMT GROUP INC EQUITY 35138T107 5287 240,000 SH DEFINED 2 240,000
FPIC INS GROUP INC EQUITY 302563101 26 2,978 SH DEFINED 1 2,978
FPL Group EQUITY 302571104 3497 65,000 SH DEFINED 4 65,000
FPL GROUP, INC. EQUITY 302571104 4199 78,040 SH DEFINED 1 78,040
FRANKLIN ELECTRIC CO., INC. EQUITY 353514102 93 2,168 SH DEFINED 1 2,168
FRANKLIN FINL CORP TEN EQUITY 353523202 23 921 SH DEFINED 1 921
FRANKLIN RESOURCES, INC. EQUITY 354613101 3472 111,650 SH DEFINED 1 111,650
FREDDIE MAC EQUITY 313400301 19140 342,400 SH DEFINED 1 342,400
FRED'S INC. EQUITY 356108100 219 7,344 SH DEFINED 1 7,344
FREEMARKETS INC EQUITY 356602102 66 13,316 SH DEFINED 1 13,316
FREEPORT-MCMORAN COPPER & GOLD CLASS EQUITY 35671D857 948 70,409 SH DEFINED 1 70,409
FREMONT GENERAL CORP. EQUITY 357288109 97 19,812 SH DEFINED 1 19,812
FRIEDMAN BILLINGS RAMSEY-A EQUITY 358433100 51 5,054 SH DEFINED 1 5,054
FRIEDMAN'S, INC., CLASS A EQUITY 358438109 44 5,628 SH DEFINED 1 5,628
FRONTIER AIRLINES, INC. EQUITY 359065109 49 10,018 SH DEFINED 1 10,018
FRONTIER FINANCIAL CORP. EQUITY 35907K105 139 5,468 SH DEFINED 1 5,468
FRONTIER OIL CORP. EQUITY 35914P105 110 8,855 SH DEFINED 1 8,855
FSI INTERNATIONAL, INC. EQUITY 302633102 27 8,957 SH DEFINED 1 8,957
FTI CONSULTING INC EQUITY 302941109 249 6,257 SH DEFINED 1 6,257
FUELCELL ENERGY INC EQUITY 35952H106 73 11,602 SH DEFINED 1 11,602
FULTON FIN CORP EQUITY 360271100 28 1,493 SH DEFINED 1 1,493
FURNITURE BRANDS INTERNATIONAL EQUITY 360921100 1718 74,867 SH DEFINED 1 74,867
FURNITURE BRANDS INTL COM EQUITY 360921100 23851 1039250 SH Sole 3 1022450 16800
FURNITURE BRANDS INTL INC EQUITY 360921100 3397 148,000 SH DEFINED 2 148,000
G & K SERVICES, INC. CLASS A EQUITY 361268105 224 6,626 SH DEFINED 1 6,626
G A P INC EQUITY 364760108 1343 123,800 SH DEFINED 2 3,800
GABELLI ASSET MANAGEMENT, INC. EQUITY 36239Y102 63 2,113 SH DEFINED 1 2,113
GABLES RESIDENTIAL TR SH BEN I EQUITY 362418105 4485 167900 SH Sole 3 149355 18545
GABLES RESIDENTIAL TRUST EQUITY 362418105 2744 102,724 SH DEFINED 1 102,724
GAIAM INC EQUITY 36268Q103 21 1,857 SH DEFINED 1 1,857
GALEN HOLDINGS - ADR EQUITY 363240102 151 6,590 SH DEFINED 1 6,590
GALLAGHER, ARTHUR J & CO EQUITY 363576109 5334 216,402 SH DEFINED 1 216,402
GALYANS TRADING INC EQUITY 36458R101 35 3,524 SH DEFINED 1 3,524
GAMESTOP CORP EQUITY 36466R101 5 245 SH DEFINED 1 245
GANNETT CO., INC. EQUITY 364730101 11710 162,230 SH DEFINED 1 162,230
GAP, INC. EQUITY 364760108 4035 371,860 SH DEFINED 1 371,860
GARDNER DENVER, INC. EQUITY 365558105 85 5,381 SH DEFINED 1 5,381
GART SPORTS CO EQUITY 366630101 40 2,134 SH DEFINED 1 2,134
GARTNER INC. EQUITY 366651206 874 109,200 SH DEFINED 1 109,200
GARTNER INC. CLASS A EQUITY 366651107 227 28,071 SH DEFINED 1 28,071
GATEWAY, INC. EQUITY 367626108 497 167,190 SH DEFINED 1 167,190
GATX CORP. EQUITY 361448103 4863 245,630 SH DEFINED 1 245,630
GAYLORD ENTERTAINMENT CO. EQUITY 367905106 142 7,479 SH DEFINED 1 7,479
GBC BANCORP EQUITY 361475106 51 2,621 SH DEFINED 1 2,621
GCI, INC. EQUITY 369385109 53 14,040 SH DEFINED 1 14,040
GEMSTAR-TV GUIDE INTERNATIONAL EQUITY 36866W106 42 16,763 SH DEFINED 1 16,763
GENCORP, INC. EQUITY 368682100 106 10,559 SH DEFINED 1 10,559
GENE LOGIC, INC. EQUITY 368689105 71 9,129 SH DEFINED 1 9,129
GENENCOR INTERNATIONAL INC EQUITY 368709101 31 3,281 SH DEFINED 1 3,281
GENENTECH INC EQUITY 368710406 1987 60,905 SH DEFINED 2 60,000
GENENTECH, INC. EQUITY 368710406 831 25,460 SH DEFINED 1 25,460
GENERAL BINDING CORP EQUITY 369154109 32 2,017 SH DEFINED 1 2,017
GENERAL CABLE CORP. EQUITY 369300108 43 11,238 SH DEFINED 1 11,238
General Dynamics EQUITY 369550108 2033 25,000 SH DEFINED 4 25,000
GENERAL DYNAMICS CORP COM EQUITY 369550108 3904 48000 SH Sole 3 48000
GENERAL DYNAMICS CORP. EQUITY 369550108 27300 335,670 SH DEFINED 1 335,670
General Elec Co EQUITY 369604103 2095 85,000 SH DEFINED 4 85,000
GENERAL ELEC CO EQUITY 369604103 28912 1,172,900 SH DEFINED 2 6,100
GENERAL ELECTRIC CO. EQUITY 369604103 198519 8,053,500 SH DEFINED 1 8,053,500
GENERAL GROWTH PPTYS COM EQUITY 370021107 31080 603500 SH Sole 3 494527 108973
GENERAL GROWTH PROPE EQUITY 370021107 46 899 SH DEFINED 1 899
GENERAL MILLS, INC. EQUITY 370334104 9836 221,440 SH DEFINED 1 221,440
GENERAL MOTORS CORP. EQUITY 370442105 26939 692,530 SH DEFINED 1 692,530
GENERAL MTRS CORP EQUITY 370442105 9178 235,940 SH DEFINED 2 700
GENESCO, INC. EQUITY 371532102 94 6,826 SH DEFINED 1 6,826
GENESEE & WYO INC EQUITY 371559105 88 3,944 SH DEFINED 1 3,944
GENESIS HEALTH VENTURES INC EQUITY 37183F107 1091 66,361 SH DEFINED 1 66,361
GENESIS MICROCHIP INC EQUITY 37184C103 79 10,364 SH DEFINED 1 10,364
GEN-PROBE INC EQUITY 36866T103 278 SH DEFINED 1 278
GENTA INC EQUITY 37245M207 84 13,136 SH DEFINED 1 13,136
GENTA INC EQUITY 37245M207 1294 200,000 SH DEFINED 2 200,000
GENTEX CORP. EQUITY 371901109 2745 100,972 SH DEFINED 1 100,972
GENTIVA HEALTH SERVICES EQUITY 37247A102 64 7,707 SH DEFINED 1 7,707
GENUINE PARTS CO EQUITY 372460105 8203 267,709 SH DEFINED 2 267,709
GENUINE PARTS CO. EQUITY 372460105 2373 77,451 SH DEFINED 1 77,451
GENZYME-MOLECULAR ONCOLOGY- EQUITY 372917104 5461 264,980 SH DEFINED 1 264,980
GENZYME-MOLECULAR ONCOLOGY- BIOSURGER EQUITY 372917708 24 12,735 SH DEFINED 1 12,735
GEORGIA GULF CORP EQUITY 373200203 5384 235,400 SH DEFINED 2 235,400
GEORGIA GULF CORP. EQUITY 373200203 213 9,331 SH DEFINED 1 9,331
GEORGIA-PACIFIC CORP. EQUITY 373298108 1399 106,851 SH DEFINED 1 106,851
GERMAN AMERICAN BANCORP EQUITY 373865104 54 3,170 SH DEFINED 1 3,170
GERON CORP EQUITY 374163103 33 8,391 SH DEFINED 1 8,391
GETTY IMAGES, INC. EQUITY 374276103 8 396 SH DEFINED 1 396
GETTY REALTY CORP. EQUITY 374297109 168 8,830 SH DEFINED 1 8,830
GIBRALTAR STEEL CORP. EQUITY 37476F103 64 2,866 SH DEFINED 1 2,866
GILEAD SCIENCES, INC. EQUITY 375558103 8938 266,579 SH DEFINED 1 266,579
GILLETTE CO EQUITY 375766102 7054 238,300 SH DEFINED 2 238,300
GILLETTE CO. EQUITY 375766102 13622 460,210 SH DEFINED 1 460,210
GLACIER BANCORP, INC. EQUITY 37637Q105 123 5,380 SH DEFINED 1 5,380
GLADSTONE CAPITAL CORP EQUITY 376535100 51 3,005 SH DEFINED 1 3,005
GLATFELTER, P.H. CO. EQUITY 377316104 703 60,840 SH DEFINED 1 60,840
GLAXO PLC EQUITY 37733W105 120 3,075 SH DEFINED 2 3,075
GLENBOROUGH REALITY TRUST, INC EQUITY 37803P105 108 5,322 SH DEFINED 1 5,322
GLIMCHER REALITY TRUST EQUITY 379302102 6783 361,967 SH DEFINED 1 361,967
Glimcher Realty Trust EQUITY 379302102 843 45,000 SH DEFINED 4 45,000
GLIMCHER RLTY TR SH BEN INT EQUITY 379302102 4134 220600 SH Sole 3 196200 24400
GLOBAL IMAGING SYSTEMS, INC. EQUITY 37934A100 51 2,722 SH DEFINED 1 2,722
GLOBAL INDUSTRIES LT EQUITY 379336100 93 22,604 SH DEFINED 1 22,604
GLOBAL PAYMENTS INC. EQUITY 37940X102 12 472 SH DEFINED 1 472
GLOBAL POWER EQUIPME EQUITY 37941P108 36 7,567 SH DEFINED 1 7,567
GLOBALSANTAFE CORPORATION EQUITY G3930E101 11536 516,160 SH DEFINED 2 516,160
GLOBESPAN VIRATA INC EQUITY 37957V106 96 40,540 SH DEFINED 1 40,540
GOLD BANK CORP., INC. EQUITY 379907108 97 10,044 SH DEFINED 1 10,044
GOLDEN STAE BANCORP, INC. EQUITY 381197102 9622 297,715 SH DEFINED 1 297,715
GOLDEN TELECOM INC EQUITY 38122G107 79 6,522 SH DEFINED 1 6,522
GOLDEN WEST FINANCIAL CORP. EQUITY 381317106 4124 66,320 SH DEFINED 1 66,320
GOLDMAN SACHS GROUP INC EQUITY 38141G104 62452 945,805 SH DEFINED 1 945,805
GOODRICH CORP. EQUITY 382388106 851 45,023 SH DEFINED 1 45,023
GOODYEAR TIRE & RUBBER CO. EQUITY 382550101 639 71,890 SH DEFINED 1 71,890
GOODYS FAMILY CLOTHING EQUITY 382588101 25 5,368 SH DEFINED 1 5,368
GORMAN RUPP CO COM EQUITY 383082104 58 2,495 SH DEFINED 1 2,495
GRACE, W.R. & CO. EQUITY 38388F108 113 70,471 SH DEFINED 1 70,471
GRACO INC COM EQUITY 384109104 22272 898058 SH Sole 3 884858 13200
GRACO, INC. EQUITY 384109104 15 611 SH DEFINED 1 611
GRAFTECH INTERNATIONAL LTD EQUITY 384313102 673 92,879 SH DEFINED 1 92,879
GRANITE CONSTRUCTION, INC. EQUITY 387328107 1083 65,694 SH DEFINED 1 65,694
GRANITE ST BANKSHARES EQUITY 387472103 59 1,748 SH DEFINED 1 1,748
GRANT PRIDECO INC EQUITY 38821G101 1263 147,836 SH DEFINED 1 147,836
GRANT PRIDECO INC EQUITY 38821G101 113 13,275 SH DEFINED 2 13,275
GRANT PRIDECO INC COM EQUITY 38821G101 17547 2054628 SH Sole 3 2022228 32400
GRAPHIC PACKAGING INTL EQUITY 388690109 61 7,691 SH DEFINED 1 7,691
GRAY TELEVISION INC EQUITY 389375205 41 3,016 SH DEFINED 1 3,016
GREAT AMERICAN FINANCIAL RES EQUITY 389915109 39 2,478 SH DEFINED 1 2,478
GREAT ATLANTIC & PACIFIC TEA EQUITY 390064103 47 5,666 SH DEFINED 1 5,666
GREAT LAKES CHEM CORP. EQUITY 390568103 819 34,090 SH DEFINED 1 34,090
GREAT LAKES REIT, INC. EQUITY 390752103 78 4,458 SH DEFINED 1 4,458
GREAT PLAINS ENERGY INC EQUITY 391164100 5658 255,848 SH DEFINED 1 238,004
GREAT SOUTHERN BANCORP, INC. EQUITY 390905107 72 1,925 SH DEFINED 1 1,925
GREATER BAY BANCORP EQUITY 391648102 1243 68,353 SH DEFINED 1 68,353
GREEN MOUNTAIN COFFEE INC EQUITY 393122106 14 1,069 SH DEFINED 1 1,069
GREENPOINT FINANCIAL CORP. EQUITY 395384100 6522 156,252 SH DEFINED 1 156,252
GREIF BROTHERS CORP., CLASS A EQUITY 397624107 108 4,389 SH DEFINED 1 4,389
GREY GLOBAL GROUP INC EQUITY 39787M108 150 255 SH DEFINED 1 255
GREY WOLF, INC. EQUITY 397888108 204 56,780 SH DEFINED 1 56,780
GRIFFON CORP. EQUITY 398433102 96 8,975 SH DEFINED 1 8,975
GROUP 1 AUTOMOTIVE, INC. EQUITY 398905109 142 6,359 SH DEFINED 1 6,359
GRUPO TELEVISA SA - SPONS ADR EQUITY 40049J206 813 31,900 SH DEFINED 1 31,900
GSI COMMERCE INC EQUITY 36238G102 32 6,337 SH DEFINED 1 6,337
GT GROUP TELECOM INC CL B EQUITY 362359408 2 35,000 SH DEFINED 1 35,000
GTECH HOLDINGS CORP. EQUITY 400518106 1893 76,268 SH DEFINED 1 76,268
GUESS? INC EQUITY 401617105 11 2,548 SH DEFINED 1 2,548
GUIDANT CORP. EQUITY 401698105 11016 340,960 SH DEFINED 1 340,960
GUILFORD PHARMACEUTICALS INC EQUITY 401829106 40 8,205 SH DEFINED 1 8,205
GUITAR CENTER, INC. EQUITY 402040109 87 4,627 SH DEFINED 1 4,627
GULF ISLAND FABRICATION, INC. EQUITY 402307102 28 2,371 SH DEFINED 1 2,371
GULFMARK OFFSHORE, INC. EQUITY 402629109 79 4,562 SH DEFINED 1 4,562
GYMBOREE CORP EQUITY 403777105 2629 161,200 SH DEFINED 2 161,200
GYMBOREE CORP. EQUITY 403777105 132 8,115 SH DEFINED 1 8,115
H J HEINZ CO. EQUITY 423074103 9589 287,360 SH DEFINED 1 287,360
H.B. FULLER CO. EQUITY 359694106 1250 47,010 SH DEFINED 1 47,010
HAEMONETICS CORP. EQUITY 405024100 145 6,099 SH DEFINED 1 6,099
HAIN CELESTIAL GROUP INC EQUITY 405217100 117 7,975 SH DEFINED 1 7,975
HALL KINOIN & ASSOCIATES INC. EQUITY 406069104 21 3,423 SH DEFINED 1 3,423
HALLIBURTON CO. EQUITY 406216101 3591 278,146 SH DEFINED 1 278,146
Halliburton Company EQUITY 406216101 1162 90,000 SH DEFINED 4 90,000
HALLIBURTON COMPANY EQUITY 406216101 52 4,035 SH DEFINED 2 4,035
HANCOCK FABRICS INC COM EQUITY 409900107 807 50000 SH Sole 3 50000
HANCOCK FABRICS, INC. EQUITY 409900107 93 5,749 SH DEFINED 1 5,749
HANCOCK HOLDING CO. EQUITY 410120109 212 4,515 SH DEFINED 1 4,515
HANDLEMAN CO. EQUITY 410252100 77 8,427 SH DEFINED 1 8,427
HANDSPRING INC EQUITY 410293104 14 14,592 SH DEFINED 1 14,592
HANGER ORTHOPEDIC GROUP EQUITY 41043F208 104 6,554 SH DEFINED 1 6,554
HANMI FINL CORP EQUITY 410495105 45 2,968 SH DEFINED 1 2,968
HANOVER COMPRESSOR COMPANY EQUITY 410768105 855 102,982 SH DEFINED 1 102,982
HARBOR FLORIDA BANCSHARES EQUITY 411901101 148 7,235 SH DEFINED 1 7,235
HARLAND, JOHN H. CO. EQUITY 412693103 269 9,912 SH DEFINED 1 9,912
HARLEY DAVIDSON INC EQUITY 412822108 836 18,000 SH DEFINED 2 18,000
HARLEY-DAVIDSON FUNDING EQUITY 412822108 7499 161,450 SH DEFINED 1 161,450
HARLEYSVILLE GROUP, INC. EQUITY 412824104 264 10,050 SH DEFINED 1 10,050
HARLEYSVILLE NATIONAL CORP. EQUITY 412850109 157 6,501 SH DEFINED 1 6,501
HARMAN INT'L INDUSTRIES, INC. EQUITY 413086109 18 341 SH DEFINED 1 341
HARMONIC INC. EQUITY 413160102 35 20,222 SH DEFINED 1 20,222
HARRAH'S ENTERTAINMENT, INC. EQUITY 413619107 2386 49,482 SH DEFINED 1 49,482
HARRAHS ENTMT INC COM EQUITY 413619107 17307 359000 SH Sole 3 316200 42800
HARRIS CORP. EQUITY 413875105 2958 88,328 SH DEFINED 1 88,328
HARRIS INTERACTIVE INC EQUITY 414549105 29 12,557 SH DEFINED 1 12,557
HARSCO CORP. EQUITY 415864107 1468 53,980 SH DEFINED 1 53,980
HARTE-HANKS COMMUNICATIONS EQUITY 416196103 2274 122,208 SH DEFINED 1 122,208
HARTFORD FINANCIAL SVCS GROUP EQUITY 416515104 5297 129,200 SH DEFINED 1 129,200
HARVARD BIOSCIENCE INC EQUITY 416906105 18 5,939 SH DEFINED 1 5,939
HARVEST NATURAL RESOUR EQUITY 41754V103 64 11,780 SH DEFINED 1 11,780
HASBRO, INC. EQUITY 418056107 852 76,514 SH DEFINED 1 76,514
HAVERTY FURNITURE COMPANIES EQUITY 419596101 65 5,175 SH DEFINED 1 5,175
HAWAIIAN ELECTRIC INDUSTRIES, EQUITY 419870100 4721 109,533 SH DEFINED 1 109,533
HAWTHORNE FINL CORP EQUITY 420542102 53 2,007 SH DEFINED 1 2,007
HCA INC EQUITY 404119109 11664 245,000 SH DEFINED 2 245,000
HCA INC. EQUITY 404119109 12561 263,830 SH DEFINED 1 263,830
HCC INSURANCE HOLDINGS, INC. EQUITY 404132102 1995 83,085 SH DEFINED 1 83,085
HEADWATERS INC EQUITY 42210P102 116 8,407 SH DEFINED 1 8,407
HEALTH CARE PPTY INVS COM EQUITY 421915109 15327 359800 SH Sole 3 288568 71232
HEALTH CARE PPTYS INVEST INC EQUITY 421915109 35 828 SH DEFINED 1 828
Health Care Prop Investors EQUITY 421915109 1278 30,000 SH DEFINED 4 30,000
HEALTH CARE REIT INC COM EQUITY 42217K106 17526 640800 SH Sole 3 526300 114500
HEALTH CARE REIT, INC. EQUITY 42217K106 1082 39,543 SH DEFINED 1 39,543
HEALTH MANAGEMENT ASSOC. EQUITY 421933102 2122 104,960 SH DEFINED 1 104,960
HEALTH NET INC. CLASS A EQUITY 42222G108 3574 166,643 SH DEFINED 1 166,643
Healthcare Realty Trust EQUITY 421946104 2022 65,000 SH DEFINED 4 65,000
HEALTHCARE REALTY TRUST, INC. EQUITY 421946104 443 14,233 SH DEFINED 1 14,233
HEALTHCARE RLTY TR COM EQUITY 421946104 3455 111100 SH Sole 3 88901 22199
HEALTHCARE SVCS GRP IN EQUITY 421906108 43 3,150 SH DEFINED 1 3,150
HEALTHEXTRAS INC EQUITY 422211102 98 23,213 SH DEFINED 1 23,213
HEALTHSOUTH CORP EQUITY 421924101 728 175,368 SH DEFINED 1 175,368
HEALTHTRONICS SURGICAL EQUITY 42222L107 23 2,693 SH DEFINED 1 2,693
HEARST-ARGYLE TELEVI EQUITY 422317107 6 244 SH DEFINED 1 244
HEARTLAND EXPRESS INC EQUITY 422347104 1998 106,610 SH DEFINED 2 106,610
HEARTLAND EXPRESS, INC. EQUITY 422347104 190 10,121 SH DEFINED 1 10,121
HECLA MNG CO EQUITY 422704106 91 25,385 SH DEFINED 1 25,385
HEICO CORP. EQUITY 422806109 54 4,799 SH DEFINED 1 4,799
HEIDRICK & STRUGGLES INT'L EQUITY 422819102 93 6,140 SH DEFINED 1 6,140
HELIX TECHNOLOGY CORP. EQUITY 423319102 85 8,857 SH DEFINED 1 8,857
HELMERICH & PAYNE, INC. EQUITY 423452101 3931 114,852 SH DEFINED 1 114,852
HENRY JACK & ASSOCIATES EQUITY 426281101 1494 120,177 SH DEFINED 1 120,177
HENRY SCHEIN INC EQUITY 806407102 3078 58,344 SH DEFINED 1 58,344
HERCULES, INC. EQUITY 427056106 473 51,404 SH DEFINED 1 51,404
HERITAGE PPTY INVT TR COM EQUITY 42725M107 16773 672000 SH Sole 3 558900 113100
HERITAGE PROPERTY INVESTMENT EQUITY 42725M107 152 6,105 SH DEFINED 1 6,105
HERLEY INDS INC DEL EQUITY 427398102 75 4,054 SH DEFINED 1 4,054
HERLEY INDS INC DEL COM EQUITY 427398102 10314 555400 SH Sole 3 555400
HERMAN MILLER, INC. EQUITY 600544100 11262 634,129 SH DEFINED 1 634,129
HERSHEY FOODS CORP. EQUITY 427866108 4006 64,566 SH DEFINED 1 64,566
HEWITT ASSOCS INC COM EQUITY 42822Q100 37833 1280744 SH Sole 3 1206900 73844
HEWLETT PACKARD CO EQUITY 428236103 3474 297,711 SH DEFINED 2 2,711
HEWLETT PACKARD CO. EQUITY 428236103 17705 1,517,153 SH DEFINED 1 1,517,153
HEXCEL CORP. EQUITY 428291108 20 8,099 SH DEFINED 1 8,099
HIBBETT SPORTING GOODS, INC. EQUITY 428565105 49 2,368 SH DEFINED 1 2,368
HIBERNIA CORP EQUITY 428656102 10731 536,800 SH DEFINED 2 536,800
HIBERNIA CORP. CLASS A EQUITY 428656102 4214 210,816 SH DEFINED 1 210,816
HICKORY TECH CORP EQUITY 429060106 63 4,752 SH DEFINED 1 4,752
HIGHWOODS PPTYS INC COM EQUITY 431284108 4444 189900 SH Sole 3 168900 21000
HIGHWOODS PROPERTIES, INC. EQUITY 431284108 18 765 SH DEFINED 1 765
HILB, ROGAL & HAMILTON CO. EQUITY 431294107 400 9,695 SH DEFINED 1 9,695
HILFIGER TOMMY CORP ORD EQUITY G8915Z102 31048 3320646 SH Sole 3 3150232 170414
HILLENBRAND INDUSTRIES, INC. EQUITY 431573104 4461 82,147 SH DEFINED 1 82,147
HILTON HOTELS CORP EQUITY 432848109 2079 182,712 SH DEFINED 1 182,712
HILTON HOTELS CORP COM EQUITY 432848109 7330 644100 SH Sole 3 511954 132146
HISPANIC BROADCASTING EQUITY 43357b104 22842 1224796 SH Sole 3 1158914 65882
HISPANIC BROADCASTING CORP. CLASS A EQUITY 43357B104 5207 279,188 SH DEFINED 1 279,188
HOLLINGER INTERNATIONAL, INC. EQUITY 435569108 160 17,593 SH DEFINED 1 17,593
HOLLY CORP. EQUITY 435758305 57 3,341 SH DEFINED 1 3,341
HOLLYWOOD CASINO CORP EQUITY 436132203 42 3,515 SH DEFINED 1 3,515
HOLLYWOOD ENTERTAINMENT CORP. EQUITY 436141105 260 17,918 SH DEFINED 1 17,918
HOLLYWOOD PARK, INC. EQUITY 723456109 60 8,164 SH DEFINED 1 8,164
HOLOGIC INC EQUITY 436440101 64 6,540 SH DEFINED 1 6,540
HOME DEPOT INC EQUITY 437076102 14590 559,152 SH DEFINED 2 17,208
HOME DEPOT, INC. EQUITY 437076102 29163 1,117,370 SH DEFINED 1 1,117,370
HOME PPTYS N Y INC COM EQUITY 437306103 16815 517400 SH Sole 3 430020 87380
HOME PROPERTIES OF NY, INC. EQUITY 437306103 286 8,810 SH DEFINED 1 8,810
HOMESTORE.COM EQUITY 437852106 8 26,256 SH DEFINED 1 26,256
HON HAI PRECISION-GDR REG S EQUITY 438090201 316 47,320 SH DEFINED 1 47,320
HON INDUSTRIES INC. EQUITY 438092108 1999 78,549 SH DEFINED 1 78,549
HONEYWELL INTERNATIONAL INC. EQUITY 438516106 7716 356,220 SH DEFINED 1 356,220
HOOPER HOLMES, INC. EQUITY 439104100 113 18,176 SH DEFINED 1 18,176
HORACE MANN EDUCATORS CORP. EQUITY 440327104 969 65,945 SH DEFINED 1 65,945
HORIZON OFFSHORE, INC. EQUITY 44043J105 25 5,993 SH DEFINED 1 5,993
HORIZON ORGANIC HOLDIN EQUITY 44043T103 34 2,209 SH DEFINED 1 2,209
HORMEL FOODS CORP. EQUITY 440452100 4030 184,180 SH DEFINED 1 184,180
HOSPITALITY PPTYS TR COM SH BE EQUITY 44106M102 4544 137200 SH Sole 3 122000 15200
HOSPITALITY PROPERTIES TRUST EQUITY 44106M102 2762 83,405 SH DEFINED 1 83,405
HOST MARRIOTT CORP COM EQUITY 44107p104 17363 1871000 SH Sole 3 1521650 349350
HOT TOPIC INC EQUITY 441339108 193 10,721 SH DEFINED 1 10,721
HOTELS.COM-CL A EQUITY 44147T108 6 123 SH DEFINED 1 123
HOUSEHOLD FINANCE CORP. EQUITY 441815107 6609 233,460 SH DEFINED 1 233,460
HOUSTON EXPLORATION COMPAN EQUITY 442120101 107 3,436 SH DEFINED 1 3,436
HOVNANIAN ENTER, INC. COM PAR $0.01 EQUITY 442487203 172 5,083 SH DEFINED 1 5,083
HOVNANIAN ENTERPRISES CL A EQUITY 442487203 6452 190900 SH Sole 3 190900
HPL TECHNOLOGIES INC EQUITY 40426C105 3,425 SH DEFINED 1 3,425
HRPT PROPERTIES TRUST EQUITY 40426W101 1267 153,534 SH DEFINED 1 153,534
HS RESOURCES, INC. EQUITY 492386107 2092 48,161 SH DEFINED 1 48,161
HSBC HOLDINGS PLC-SPONS ADR EQUITY 404280406 239 4,650 SH DEFINED 1 4,650
HUBBELL INC. CLASS B EQUITY 443510201 2285 78,607 SH DEFINED 1 78,607
HUDSON CITY BANCORP EQUITY 443683107 17 1,077 SH DEFINED 1 1,077
HUDSON RIVER BANKCORP. EQUITY 444128102 125 5,176 SH DEFINED 1 5,176
HUGHES SUPPLY, INC. EQUITY 444482103 236 8,106 SH DEFINED 1 8,106
HUMAN GENOME SCIENCES, INC. EQUITY 444903108 68 5,670 SH DEFINED 1 5,670
Humana Inc. EQUITY 444859102 992 80,000 SH DEFINED 4 80,000
HUMANA, INC. EQUITY 444859102 929 74,948 SH DEFINED 1 74,948
HUMBOLDT BANCORP EQUITY 445069107 44 3,645 SH DEFINED 1 3,645
HUNT J B TRANS SVCS INC EQUITY 445658107 3175 134,000 SH DEFINED 2 134,000
HUNTINGTON BANCSHARES, INC. EQUITY 446150104 1947 107,037 SH DEFINED 1 107,037
HUSDON UNITED BANCORP EQUITY 444165104 17 637 SH DEFINED 1 637
HUTCHINSON TECHNOLOGY, INC. EQUITY 448407106 139 8,594 SH DEFINED 1 8,594
HYDRIL COMPANY EQUITY 448774109 98 3,939 SH DEFINED 1 3,939
HYPERCOM CORP EQUITY 44913M105 33 11,471 SH DEFINED 1 11,471
HYPERION SOLUTIONS CORP EQUITY 44914M104 208 11,310 SH DEFINED 1 11,310
I B M EQUITY 459200101 13156 225,290 SH DEFINED 2 225,290
I2 TECHNOLOGIES EQUITY 465754109 10 18,563 SH DEFINED 1 18,563
IBERIABANK CORP EQUITY 450828108 77 2,034 SH DEFINED 1 2,034
ICN PHARMACEUTICALS SUB NTS CorpBon 448924AM2 153 2,360 PRN DEFINED 1 2,360
ICN PHARMACEUTICALS, INC. EQUITY 448924100 999 110,262 SH DEFINED 1 110,262
Icon Plc - Sponsored ADR EQUITY 45103T107 1637 76,500 SH DEFINED 1 76,500
ICOS CORPORATION EQUITY 449295104 55 2,640 SH DEFINED 1 2,640
ICT GROUP INC EQUITY 44929Y101 21 1,045 SH DEFINED 1 1,045
ICTS INTERNATIONAL NV EQUITY N43837108 10 1,500 SH DEFINED 1 1,500
ICU MEDICAL, INC. EQUITY 44930G107 131 3,576 SH DEFINED 1 3,576
IDACORP, INC. EQUITY 451107106 1222 50,244 SH DEFINED 1 50,244
IDEC PHARMACEUTICALS CORP EQUITY 449370105 22568 543,550 SH DEFINED 2 543,550
IDEC PHARMACEUTICALS CORP. EQUITY 449370105 8681 209,077 SH DEFINED 1 209,077
IDENTIX INC EQUITY 451906101 169 28,480 SH DEFINED 1 28,480
IDEX CORP. EQUITY 45167R104 268 9,390 SH DEFINED 1 9,390
IDEXX LABORATORIES, INC. EQUITY 45168D104 334 10,807 SH DEFINED 1 10,807
IDINE REWARDS NETWORK EQUITY 45168A100 44 4,760 SH DEFINED 1 4,760
IDT CORP. EQUITY 448947101 12 719 SH DEFINED 1 719
IDX SYSTEMS CORP. EQUITY 449491109 71 5,739 SH DEFINED 1 5,739
IGATE CORP EQUITY 45169U105 19 6,837 SH DEFINED 1 6,837
IGEN INTERNATIONAL, INC. EQUITY 449536101 151 5,135 SH DEFINED 1 5,135
IHOP CORP. EQUITY 449623107 162 6,703 SH DEFINED 1 6,703
II-VI INC EQUITY 902104108 50 3,709 SH DEFINED 1 3,709
IKON OFFICE SOLUTIONS INC. EQUITY 451713101 16 2,083 SH DEFINED 1 2,083
ILEX ONCOLOGY INC EQUITY 451923106 52 11,017 SH DEFINED 1 11,017
ILLINOIS TOOL WKS INC COM EQUITY 452308109 3791 65000 SH Sole 3 65000
Illinois Tool Works Inc EQUITY 452308109 2042 35,000 SH DEFINED 4 35,000
ILLINOIS TOOL WORKS, INC. EQUITY 452308109 7656 131,260 SH DEFINED 1 131,260
ILLUMINA INC EQUITY 452327109 28 8,062 SH DEFINED 1 8,062
IMAGEX.COM INC EQUITY 45244D102 174 791,394 SH DEFINED 1 791,394
IMAGISTICS INTL INC EQUITY 45247T104 105 6,080 SH DEFINED 1 6,080
I-MANY INC EQUITY 44973Q103 27 13,687 SH DEFINED 1 13,687
IMATION CORP. EQUITY 45245A107 1646 58,097 SH DEFINED 1 58,097
IMC GLOBAL INC EQUITY 449669100 3500 290,500 SH DEFINED 2 1,500
IMC GLOBAL, INC. EQUITY 449669100 12643 1,049,186 SH DEFINED 1 1,049,186
IMCLONE SYSTEMS EQUITY 45245W109 154 19,728 SH DEFINED 1 19,728
IMCO RECYCLING INC EQUITY 449681105 24 4,037 SH DEFINED 1 4,037
IMMUCOR INC EQUITY 452526106 52 3,186 SH DEFINED 1 3,186
IMMUNOGEN INC EQUITY 45253H101 44 13,637 SH DEFINED 1 13,637
IMMUNOMEDICS, INC. EQUITY 452907108 83 13,879 SH DEFINED 1 13,879
IMPAC MORTGAGE HOLDINGS INC EQUITY 45254P102 5654 507,047 SH DEFINED 1 507,047
IMPATH INC. EQUITY 45255G101 77 5,942 SH DEFINED 1 5,942
IMPAX LABORATORIES INC EQUITY 45256B101 43 8,847 SH DEFINED 1 8,847
IMPCO TECHNOLOGIES INC EQUITY 45255W106 12 3,302 SH DEFINED 1 3,302
IMS HEALTH, INC. EQUITY 449934108 1877 125,401 SH DEFINED 1 125,401
INAMED CORP EQUITY 453235103 93 4,046 SH DEFINED 1 4,046
Incyte Genomics EQUITY 45337C102 77 20,000 SH DEFINED 4 20,000
INCYTE GENOMICS, INC. EQUITY 45337C102 519 111,917 SH DEFINED 1 111,917
INDEPENDENCE COMMUNITY BANK EQUITY 453414104 1911 76,149 SH DEFINED 1 76,149
INDEPENDENCE HLDG CO N EQUITY 453440307 22 1,118 SH DEFINED 1 1,118
INDEPENDENT BANK CORP.-MASSACHUSETTS EQUITY 453836108 81 4,092 SH DEFINED 1 4,092
INDEPENDENT BANK CORP.-MICHIGAN EQUITY 453838104 132 3,988 SH DEFINED 1 3,988
INDEVUS PHARMACEUTICALS INC EQUITY 454072109 20 12,827 SH DEFINED 1 12,827
INDEX I-SHARES RUSSELL 2000 EQUITY 464287655 436 6,100 SH DEFINED 1 6,100
INDYMAC BANCORP, INC. EQUITY 456607100 1472 76,377 SH DEFINED 1 76,377
INET TECHNOLOGY EQUITY 45662V105 20 3,985 SH DEFINED 1 3,985
INFOCUS CORPORATION EQUITY 45665B106 490 64,331 SH DEFINED 1 64,331
INFOGRAMES INC. EQUITY 45665T107 4 1,895 SH DEFINED 1 1,895
INFONET SERVICES COR EQUITY 45666T106 48 21,299 SH DEFINED 1 21,299
INFORMATICA CORP EQUITY 45666Q102 60 19,425 SH DEFINED 1 19,425
INFORMATION HOLDINGS INC. EQUITY 456727106 75 3,460 SH DEFINED 1 3,460
INFORMATION RESOURCES, INC. EQUITY 456905108 35 9,312 SH DEFINED 1 9,312
INFORTE CORP EQUITY 45677R107 11 2,168 SH DEFINED 1 2,168
INFOUSA INC. CLASS B EQUITY 456818301 38 8,694 SH DEFINED 1 8,694
INGERSOLL RAND COMPANY LIM EQUITY G4776G101 5786 168,000 SH DEFINED 2 168,000
INGERSOLL-RAND CO CL A EQUITY G4776G101 2801 81,340 SH DEFINED 1 81,340
INGLES MARKETS, INC., CLASS A EQUITY 457030104 36 3,381 SH DEFINED 1 3,381
INGRAM MICRO INC. CLASS A EQUITY 457153104 15 1,160 SH DEFINED 1 1,160
INHALE THERAPEUTIC S EQUITY 457191104 94 18,750 SH DEFINED 1 18,750
Inhale Therapeutic System EQUITY 457191104 90 20,000 SH DEFINED 4 20,000
INKTOMI CORP. EQUITY 457277101 12 49,344 SH DEFINED 1 49,344
INNKEEPERS USA TRUST EQUITY 4576J0104 68 8,539 SH DEFINED 1 8,539
INPUT/OUTPUT, INC. EQUITY 457652105 73 15,208 SH DEFINED 1 15,208
INRANGE TECHNOLOGIES CL B EQUITY 45769V206 8 2,952 SH DEFINED 1 2,952
INSIGHT COMMUNICATIO EQUITY 45768V108 129 14,023 SH DEFINED 1 14,023
INSIGHT ENTERPRISES, INC. EQUITY 45765U103 141 13,913 SH DEFINED 1 13,913
INSIGNIA FINANCIAL GROUP INC. EQUITY 45767A105 52 6,612 SH DEFINED 1 6,612
INSITUFORM TECHNOLOGIES, INC. CLASS A EQUITY 457667103 110 7,689 SH DEFINED 1 7,689
INSTINET GROUP INCORPORATED EQUITY 457750107 2 601 SH DEFINED 1 601
INSURANCE AUTO AUCTIONS INC COM EQUITY 457875102 51 3,377 SH DEFINED 1 3,377
Insurance Services Office, Inc EQUITY 45806@109 279 11,172 SH DEFINED 4 11,172
INSWEB CORP EQUITY 45809K202 16 9,194 SH DEFINED 1 9,194
INTEGRA BANK CORP. EQUITY 45814P105 94 5,231 SH DEFINED 1 5,231
INTEGRA LIFESCIENCES CORP EQUITY 457985208 5465 343,900 SH DEFINED 2 343,900
INTEGRA LIFESCIENCES HOLDINGS EQUITY 457985208 100 6,276 SH DEFINED 1 6,276
INTEGRAL SYS INC MD COM EQUITY 45810H107 3788 198200 SH Sole 3 198200
INTEGRAL SYSTEMS INC/MD EQUITY 45810H107 60 3,134 SH DEFINED 1 3,134
INTEGRATED CIRCUIT SYSTEMS EQUITY 45811K208 86 5,473 SH DEFINED 1 5,473
INTEGRATED DEFENSE TEC EQUITY 45819B101 47 2,374 SH DEFINED 1 2,374
INTEGRATED DEFENSE TEC COM EQUITY 45819B101 8360 424372 SH Sole 3 421272 3100
INTEGRATED DEVICE TECHNOLO EQUITY 458118106 2297 220,000 SH DEFINED 2 220,000
INTEGRATED DEVICE TECHNOLOGY, EQUITY 458118106 1470 140,811 SH DEFINED 1 140,811
INTEGRATED ELECTRICAL SERVICES EQUITY 45811E103 39 10,329 SH DEFINED 1 10,329
INTEGRATED SILICON SOLUTION EQUITY 45812P107 27 9,078 SH DEFINED 1 9,078
Intel EQUITY 458140100 643 44,000 SH DEFINED 4 44,000
INTEL CORP EQUITY 458140100 6651 478,884 SH DEFINED 2 3,640
INTEL CORP. EQUITY 458140100 73142 5,265,810 SH DEFINED 1 5,265,810
INTER PARFUMS INC EQUITY 458334109 7 1,115 SH DEFINED 1 1,115
INTERACTIVE DATA CORP EQUITY 45840J107 6 499 SH DEFINED 1 499
INTERCEPT INC EQUITY 45845L107 49 4,937 SH DEFINED 1 4,937
INTERCHANGE FINL SVCS EQUITY 458447109 48 2,913 SH DEFINED 1 2,913
INTERDIGITAL COMMUNICATION EQUITY 45866A105 161 18,463 SH DEFINED 1 18,463
INTERFACE, INC. CLASS A EQUITY 458665106 59 14,813 SH DEFINED 1 14,813
INTERGRAPH CORP. EQUITY 458683109 291 17,005 SH DEFINED 1 17,005
INTERLAND INC EQUITY 458727104 85 41,564 SH DEFINED 1 41,564
INTERMAGNETICS GENERAL CORP. EQUITY 458771102 86 5,011 SH DEFINED 1 5,011
INTERMET CORP EQUITY 45881K104 35 7,301 SH DEFINED 1 7,301
INTERMUNE INC. EQUITY 45884X103 278 8,464 SH DEFINED 1 8,464
INTERNATIONAL BANCSHARES CORP. EQUITY 459044103 299 7,700 SH DEFINED 1 7,700
INTERNATIONAL GAME TECHNOL EQUITY 459902102 4598 66,500 SH DEFINED 2 66,500
INTERNATIONAL GAME TECHNOLOGY EQUITY 459902102 2655 38,395 SH DEFINED 1 38,395
INTERNATIONAL MULTIFOODS CORP. EQUITY 460043102 105 5,357 SH DEFINED 1 5,357
INTERNATIONAL PAPER CO EQUITY 460146103 8047 241,001 SH DEFINED 2 241,001
INTERNATIONAL PAPER CO. EQUITY 460146103 6892 206,420 SH DEFINED 1 206,420
International Rectifier EQUITY 460254105 625 40,000 SH DEFINED 4 40,000
INTERNATIONAL RECTIFIER CORP. EQUITY 460254105 1322 84,629 SH DEFINED 1 84,629
INTERNATIONAL SPEEDWAY CORP. EQUITY 460335201 2804 70,583 SH DEFINED 1 70,583
INTERNET SECURITY SY EQUITY 46060X107 945 76,709 SH DEFINED 1 76,709
INTERPOOL, INC. EQUITY 46062R108 23 1,903 SH DEFINED 1 1,903
INTERPORE INTERNATIONAL EQUITY 46062W107 47 5,844 SH DEFINED 1 5,844
INTERPUBLIC GROUP CORP EQUITY 460690100 3034 191,410 SH DEFINED 1 191,410
INTERSIL CORP EQUITY 46069S109 1426 110,000 SH DEFINED 2 110,000
INTERSIL CORP -CL A EQUITY 46069S109 2354 181,607 SH DEFINED 1 181,607
INTERSTATE BAKERIES CORP. EQUITY 46072H108 1937 72,897 SH DEFINED 1 72,897
INTERTAN INC. EQUITY 461120107 55 7,933 SH DEFINED 1 7,933
INTER-TEL, INC. EQUITY 458372109 125 6,142 SH DEFINED 1 6,142
INTERTRUST TECHNOLOGIES CORP. EQUITY 46113Q109 79 24,873 SH DEFINED 1 24,873
INTERWOVEN INC EQUITY 46114T102 72 36,001 SH DEFINED 1 36,001
INTL BUSINESS MACHINES CORP EQUITY 459200101 80995 1,389,040 SH DEFINED 1 1,389,040
INTL SPECIALTY PRODUCTS, INC. EQUITY 460337108 35 3,582 SH DEFINED 1 3,582
INT'L. FLAVORS & FRAGRANCES, EQUITY 459506101 1320 41,459 SH DEFINED 1 41,459
INTRADO INC EQUITY 46117A100 50 5,162 SH DEFINED 1 5,162
INTROGEN THERAPEUTICS INC EQUITY 46119F107 124 75,000 SH DEFINED 2 75,000
Intuit EQUITY 461202103 1464 32,000 SH DEFINED 4 32,000
INTUIT EQUITY 461202103 7654 168,100 SH DEFINED 2 168,100
INTUIT, INC. EQUITY 461202103 5385 118,271 SH DEFINED 1 118,271
INTUITIVE SURGICAL INC EQUITY 46120E107 82 10,212 SH DEFINED 1 10,212
INVACARE CORP. EQUITY 461203101 306 8,925 SH DEFINED 1 8,925
INVERNESS MEDICAL INNOVATION EQUITY 46126P106 21 2,255 SH DEFINED 1 2,255
INVESTMENT TECHNOLOGY GROUP EQUITY 46145F105 14111 482,255 SH DEFINED 1 482,255
INVESTORS FINANCIAL SERVICES EQUITY 461915100 2326 85,925 SH DEFINED 1 85,925
INVESTORS REAL ESTATE TRUST EQUITY 461730103 99 9,376 SH DEFINED 1 9,376
INVISION TECHNOLOGIES EQUITY 461851107 126 3,929 SH DEFINED 1 3,929
INVITROGEN CORP EQUITY 46185R100 78 2,296 SH DEFINED 1 2,296
INVITROGEN CORP EQUITY 46185R100 681 20,000 SH DEFINED 2 20,000
IOMEGA CORP EQUITY 462030305 186 17,371 SH DEFINED 1 17,371
IONICS, INC. EQUITY 462218108 142 5,951 SH DEFINED 1 5,951
IPC Holdings LTD EQUITY G4933P101 344275 11,722,000 SH DEFINED 1 11,722,000
IRON MOUNTAIN INC. EQUITY 462846106 21 831 SH DEFINED 1 831
IRON MTN INC DEL COM EQUITY 462846106 75055 3003384 SH Sole 3 2826940 176444
IRT PROPERTY CO. EQUITY 450058102 134 11,393 SH DEFINED 1 11,393
IRWIN FINANCIAL CORP. EQUITY 464119106 89 5,216 SH DEFINED 1 5,216
IRWIN FINL CORP COM EQUITY 464119106 9282 546000 SH Sole 3 546000
ISHARES LEHMAN 7-10 YR TREASURY BOND EQUITY 464287440 1664 19,000 SH DEFINED 1 19,000
ISHARES MSCI EAFE INDEX FUND EQUITY 464287465 2028 21,300 SH DEFINED 1 21,300
ISHARES RUSSELL MIDCAP GRWTH EQUITY 464287481 324 6,800 SH DEFINED 1 6,800
ISHARES RUSSELL MIDCAP VALUE EQUITY 464287473 556 8,525 SH DEFINED 1 8,525
ISHARES S&P 500/BARRA GROWTH EQUITY 464287309 583 13,900 SH DEFINED 1 13,900
ISHARES S&P 500/BARRA VALUE EQUITY 464287408 205 5,200 SH DEFINED 1 5,200
ISIS PHARMACEUTICALS, INC. EQUITY 464330109 156 15,833 SH DEFINED 1 15,833
ISLE OF CAPRI CASINOS EQUITY 464592104 89 5,363 SH DEFINED 1 5,363
ISTAR FINANCIAL INC EQUITY 45031U101 4890 175,157 SH DEFINED 1 175,157
ITLA CAP CORP EQUITY 450565106 47 1,569 SH DEFINED 1 1,569
ITRON, INC. EQUITY 465741106 131 7,107 SH DEFINED 1 7,107
ITT EDUCATIONAL SERVICES, INC. EQUITY 45068B109 271 14,415 SH DEFINED 1 14,415
ITT INDUSTRIAL INC EQUITY 450911102 2536 40,689 SH DEFINED 1 40,689
ITXC CORP EQUITY 45069F109 16 6,444 SH DEFINED 1 6,444
IVAX CORP. EQUITY 465823102 3646 297,110 SH DEFINED 1 297,110
IXIA EQUITY 45071R109 30 7,294 SH DEFINED 1 7,294
IXYS CORP. EQUITY 46600W106 21 4,205 SH DEFINED 1 4,205
J & J SNACK FOODS CORP EQUITY 466032109 76 2,059 SH DEFINED 1 2,059
J JILL GROUP INC EQUITY 466189107 106 6,108 SH DEFINED 1 6,108
J P MORGAN CHASE + CO EQUITY 46625H100 9826 517,421 SH DEFINED 2 517,421
J.B. HUNT TRANSPORT SERVICES EQUITY 445658107 1395 59,251 SH DEFINED 1 59,251
J.C. PENNEY CO., INC. EQUITY 708160106 9508 597,212 SH DEFINED 1 597,212
J.D. EDWARDS & CO. EQUITY 281667105 12 1,289 SH DEFINED 1 1,289
J.P. MORGAN CHASE AND CO. EQUITY 46625H100 29093 1,532,030 SH DEFINED 1 1,532,030
J2 GLOBAL COMMUNICATIO EQUITY 46626E205 34 1,693 SH DEFINED 1 1,693
JABIL CIRCUT, INC. EQUITY 466313103 1285 86,950 SH DEFINED 1 86,950
JACK IN THE BOX INC. EQUITY 466367109 285 12,520 SH DEFINED 1 12,520
JACOBS ENGINEERING GROUP, INC. EQUITY 469814107 2233 72,325 SH DEFINED 1 72,325
JAKKS PACIFIC, INC. EQUITY 47012E106 87 7,820 SH DEFINED 1 7,820
JARDEN CORP EQUITY 471109108 106 3,909 SH DEFINED 1 3,909
JDA SOFTWARE GROUP, INC. EQUITY 46612K108 66 9,499 SH DEFINED 1 9,499
JDN REALITY CORP. EQUITY 465917102 1713 141,801 SH DEFINED 1 141,801
JDS UNIPHASE CORP EQUITY 46612J101 1258 645,971 SH DEFINED 1 645,971
JEFFERIES GROUP, INC. EQUITY 472319102 250 6,562 SH DEFINED 1 6,562
JEFFERSON-PILOT CORP. EQUITY 475070108 2640 65,833 SH DEFINED 1 65,833
JETBLUE AIRWAYS CORP EQUITY 477143101 3 84 SH DEFINED 1 84
JLG INDUSTRIES, INC. EQUITY 466210101 115 14,307 SH DEFINED 1 14,307
JM SMUCKER CO/THE NEW COM WI EQUITY 832696405 2954 80,498 SH DEFINED 1 80,498
JO-ANN STORES INC [A] EQUITY 47758P109 136 4,862 SH DEFINED 1 4,862
JOHN HANCOCK FINANCIAL SERVICE EQUITY 41014S106 5929 213,270 SH DEFINED 1 213,270
JOHN NUVEEN CO-CL A EQUITY 478035108 7 290 SH DEFINED 1 290
JOHN WILEY & SONS, INC. CLASS A EQUITY 968223206 13 599 SH DEFINED 1 599
JOHNSON & JOHNSON EQUITY 478160104 74602 1,379,470 SH DEFINED 1 1,379,470
JOHNSON & JOHNSON EQUITY 478160104 20962 387,568 SH DEFINED 2 3,095
Johnson and Johnson EQUITY 478160104 4056 75,000 SH DEFINED 4 75,000
JOHNSON CONTROLS, INC. EQUITY 478366107 4723 61,482 SH DEFINED 1 61,482
JOHNSON CTLS INC EQUITY 478366107 6238 81,200 SH DEFINED 2 81,200
JOHNSON OUTDOORS INC EQUITY 479167108 13 1,250 SH DEFINED 1 1,250
JONES APPAREL GROUP COM EQUITY 480074103 14584 475042 SH Sole 3 398800 76242
JONES APPAREL GROUP, INC. EQUITY 480074103 8568 279,085 SH DEFINED 1 279,085
JONES LANG LASALLE, INC. EQUITY 48020Q107 211 10,277 SH DEFINED 1 10,277
JOURNAL REGISTER CO. EQUITY 481138105 174 9,242 SH DEFINED 1 9,242
JOY GLOBAL INC. EQUITY 481165108 122 14,655 SH DEFINED 1 14,655
JUNIPER NETWORKS, INC. EQUITY 48203R104 88 18,334 SH DEFINED 1 18,334
K V PHARMACEUT [A] EQUITY 482740206 133 7,020 SH DEFINED 1 7,020
K.FORCE INC. EQUITY 493732101 20 6,580 SH DEFINED 1 6,580
K2, INC. EQUITY 482732104 48 6,086 SH DEFINED 1 6,086
KADANT INC EQUITY 48282T104 62 4,593 SH DEFINED 1 4,593
KAMAN CORP., CLASS A EQUITY 483548103 93 7,608 SH DEFINED 1 7,608
KANSAS CITY LIFE INSURANCE CO. EQUITY 484836101 47 1,242 SH DEFINED 1 1,242
KANSAS CITY SOUTHERN EQUITY 485170302 253 20,403 SH DEFINED 1 20,403
KAYDON CORP. EQUITY 486587108 992 49,522 SH DEFINED 1 49,522
KB HOME EQUITY 48666K109 1071 21,928 SH DEFINED 1 21,928
KEANE, INC. EQUITY 486665102 808 119,637 SH DEFINED 1 119,637
KEITHLEY INSTRUMENTS, INC. EQUITY 487584104 24 2,011 SH DEFINED 1 2,011
KELLOGG CO. EQUITY 487836108 5841 175,670 SH DEFINED 1 175,670
KELLWOOD CO. EQUITY 488044108 196 8,595 SH DEFINED 1 8,595
KELLY SERVICES, INC., CLASS A EQUITY 488152208 1138 52,538 SH DEFINED 1 52,538
KEMET CORP. EQUITY 488360108 1312 153,402 SH DEFINED 1 153,402
KENDLE INTERNATIONAL, INC. EQUITY 48880L107 24 3,589 SH DEFINED 1 3,589
KENNAMETAL INC COM EQUITY 489170100 26365 820817 SH Sole 3 807317 13500
KENNAMETAL, INC. EQUITY 489170100 1834 57,100 SH DEFINED 1 57,100
KENSEY NASH CORP EQUITY 490057106 37 2,453 SH DEFINED 1 2,453
KEY BANK NA EQUITY 493267108 9627 385,560 SH DEFINED 1 385,560
KEY ENERGY SERVICES INC EQUITY 492914106 259 32,832 SH DEFINED 1 32,832
KEY PRODUCTION COMPANY, INC. EQUITY 493138101 78 4,787 SH DEFINED 1 4,787
KEYNOTE SYSTEMS INC EQUITY 493308100 53 8,165 SH DEFINED 1 8,165
KEYSPAN CORPORATION EQUITY 49337W100 2097 62,586 SH DEFINED 1 62,586
KEYSTONE AUTOMOTIVE IN EQUITY 49338N109 58 3,488 SH DEFINED 1 3,488
KEYSTONE PROPERTY TRUST EQUITY 493596100 81 4,857 SH DEFINED 1 4,857
KILROY REALTY CORP. EQUITY 49427F108 4715 198,853 SH DEFINED 1 198,853
KIMBALL INTERNATIONAL, INC. CLASS B EQUITY 494274103 159 11,494 SH DEFINED 1 11,494
KIMBERLY-CLARK CORP. EQUITY 494368103 16316 288,070 SH DEFINED 1 288,070
KIMCO REALTY EQUITY 49446R109 41 1,326 SH DEFINED 1 1,326
KIMCO REALTY CORP COM EQUITY 49446R109 23131 743750 SH Sole 3 601623 142127
Kinder Morgan Energy Partners EQUITY 494550106 1916 60,000 SH DEFINED 4 60,000
KINDER MORGAN INC. EQUITY 49455P101 1893 53,395 SH DEFINED 1 53,395
KINDRED HEALTHCARE INC EQUITY 494580103 142 3,834 SH DEFINED 1 3,834
KING PHARMACEUTICALS, INC. EQUITY 495582108 2167 119,245 SH DEFINED 1 119,245
KIRBY CORP. EQUITY 497266106 143 6,322 SH DEFINED 1 6,322
KLA-TENCOR CORP. EQUITY 482480100 11282 403,804 SH DEFINED 1 403,804
KMART CORP. EQUITY 482584109 83 169,239 SH DEFINED 1 169,239
KNIGHT TRADING GROUP EQUITY 499063105 104 27,637 SH DEFINED 1 27,637
KNIGHT TRANSPORTATION, INC. EQUITY 499064103 126 8,121 SH DEFINED 1 8,121
KNIGHTBRIDGE TANKERS LTD EQUITY G5299G106 16849 1,421,840 SH DEFINED 1 1,421,840
KNIGHT-RIDDER, INC. EQUITY 499040103 2107 37,345 SH DEFINED 1 37,345
KOGER EQUITY, INC. EQUITY 500228101 3317 196,402 SH DEFINED 1 196,402
KOHLS CORP EQUITY 500255104 13120 215,756 SH DEFINED 2 215,756
KOHLS CORP. EQUITY 500255104 29415 483,720 SH DEFINED 1 483,720
KOOKMIN BANK SPONS ADR EQUITY 50049M109 1986 56,042 SH DEFINED 1 56,042
KOPIN CORP. EQUITY 500600101 82 23,536 SH DEFINED 1 23,536
Korea Electric Power Corp. Kepco Sp A EQUITY 500631106 974 59,500 SH DEFINED 1 59,500
KORN/FERRY INTERNATIONAL EQUITY 500643200 492 62,725 SH DEFINED 1 62,725
KOS PHARMACEUTICALS, INC. EQUITY 500648100 21 1,834 SH DEFINED 1 1,834
KOSAN BIOSCIENCES INC EQUITY 50064W107 38 5,825 SH DEFINED 1 5,825
KPMG CONSULTING INC EQUITY 48265R109 12 1,834 SH DEFINED 1 1,834
KRAFT FOODS INC EQUITY 50075N104 8613 236,237 SH DEFINED 1 236,237
KRAMONT REALTY TRUST EQUITY 50075Q107 468 31,645 SH DEFINED 1 31,645
KRISPY KREME DOUGHNU EQUITY 501014104 2261 72,327 SH DEFINED 1 72,327
KROGER CO. EQUITY 501044101 5316 376,990 SH DEFINED 1 376,990
KROLL INC. EQUITY 501049100 145 7,311 SH DEFINED 1 7,311
KROLL INC. EQUITY 501049100 28639 1,444,212 SH DEFINED 1 1,444,212
KRONOS, INC. EQUITY 501052104 164 6,677 SH DEFINED 1 6,677
K-SWISS, INC. EQUITY 482686102 85 3,990 SH DEFINED 1 3,990
KULICKE & SOFFA INDUSTRIES EQUITY 501242101 50 16,732 SH DEFINED 1 16,732
KYPHON INC EQUITY 501577100 27 2,041 SH DEFINED 1 2,041
KYPHON INC EQUITY 501577100 99 7,500 SH DEFINED 2 7,500
L S B BANCSHARES N C EQUITY 502158108 47 2,867 SH DEFINED 1 2,867
L-3 COMMUNICATIONS HOLDINGS, EQUITY 502424104 6576 124,781 SH DEFINED 1 124,781
L-3 COMMUNICATNS HLDGS COM EQUITY 502424104 16547 313990 SH Sole 3 266900 47090
LA JOLLA PHARMACEUTICAL CO EQUITY 503459109 61 14,376 SH DEFINED 1 14,376
LA QUINTA PROPERTIES-PAIRED EQUITY 50419U202 224 46,683 SH DEFINED 1 46,683
Lab Corp of America Holdings EQUITY 50540R409 811 23,996 SH DEFINED 4 23,996
LABONE INC NEW EQUITY 50540L105 29 1,794 SH DEFINED 1 1,794
LABOR READY, INC. EQUITY 505401208 88 13,886 SH DEFINED 1 13,886
LABORATORY CRP OF AMER HLDGS EQUITY 50540R409 1120 1,827 SH DEFINED 1 1,827
LABRANCHE & CO. INC. EQUITY 505447102 1589 78,473 SH DEFINED 1 78,473
LACLEDE GAS CO. EQUITY 505597104 2730 117,170 SH DEFINED 1 117,170
LADISH CO., INC. EQUITY 505754200 19 3,097 SH DEFINED 1 3,097
LAFARGE NORTH AMERIC EQUITY 505862102 432 14,897 SH DEFINED 1 14,897
LAKELAND BANCORP INC EQUITY 511637100 64 3,778 SH DEFINED 1 3,778
LAKELAND FINL CORP EQUITY 511656100 41 1,731 SH DEFINED 1 1,731
LAM RESEARCH CORP. EQUITY 512807108 1510 169,634 SH DEFINED 1 169,634
LAM RESH CORP EQUITY 512807108 1794 201,600 SH DEFINED 2 201,600
LAMAR ADVERTISING CO EQUITY 512815101 30 982 SH DEFINED 1 982
LAMAR CORP CV EQUITY 512815af8 13136 13549000 PRN Sole 3 11354000 2195000
LANCASTER COLONY CORP. EQUITY 513847103 2052 48,708 SH DEFINED 1 48,708
LANCE, INC. EQUITY 514606102 105 8,238 SH DEFINED 1 8,238
LANDAMERICA FINANCIAL GROUP EQUITY 514936103 207 6,299 SH DEFINED 1 6,299
LANDAUER, INC. EQUITY 51476K103 91 2,758 SH DEFINED 1 2,758
LANDRY'S RESTAURANTS INC. EQUITY 51508L103 168 7,443 SH DEFINED 1 7,443
LANDSTAR SYSTEM, INC. EQUITY 515098101 253 5,170 SH DEFINED 1 5,170
LANNETT CO INC EQUITY 516012101 13 1,266 SH DEFINED 1 1,266
LASALLE HOTEL PPTYS COM SH BEN EQUITY 517942108 5989 479100 SH Sole 3 390837 88263
LASALLE HOTEL PROPERTIES EQUITY 517942108 71 5,710 SH DEFINED 1 5,710
LATTICE SEMICONDUCTOR CORP. EQUITY 518415104 1080 173,667 SH DEFINED 1 173,667
LAWSON PRODUCTS, INC. EQUITY 520776105 48 1,658 SH DEFINED 1 1,658
LAWSON SOFTWARE EQUITY 520780107 17 4,774 SH DEFINED 1 4,774
LA-Z-BOY CHAIR CO. EQUITY 505336107 17 736 SH DEFINED 1 736
LEAPFROG ENTERPRISES INC EQUITY 52186N106 378 20,000 SH DEFINED 2 20,000
LEAR CORP EQUITY 521865105 3650 87,644 SH DEFINED 1 87,644
LEARNING TREE INTERNATIONAL EQUITY 522015106 52 3,550 SH DEFINED 1 3,550
LECROY CORP EQUITY 52324W109 25 2,799 SH DEFINED 1 2,799
LEE ENTERPRISES, INC. EQUITY 523768109 1940 59,040 SH DEFINED 1 59,040
LEEDS FED BANKSHARES I EQUITY 524226107 13 422 SH DEFINED 1 422
LEGATO SYSTEMS, INC. EQUITY 524651106 499 181,054 SH DEFINED 1 181,054
LEGG MASON, INC. EQUITY 524901105 3680 86,470 SH DEFINED 1 86,470
LEGGETT & PLATT, INC. EQUITY 524660107 1724 87,123 SH DEFINED 1 87,123
LEHMAN BROTHERS HLDGS INC EQUITY 524908100 10379 211,600 SH DEFINED 2 211,600
LEHMAN BROTHERS HOLDINGS, INC. EQUITY 524908100 5753 117,290 SH DEFINED 1 117,290
LENDING TREE INC EQUITY 52602Q105 33 2,227 SH DEFINED 1 2,227
LENNAR CORP COM EQUITY 526057104 50842 911474 SH Sole 3 850817 60657
LENNAR CORP. EQUITY 526057104 5875 105,326 SH DEFINED 1 105,326
LENNOX INTERNATIONAL INC EQUITY 526107107 192 14,491 SH DEFINED 1 14,491
LEUCADIA NATIONAL CORP. EQUITY 527288104 2500 73,521 SH DEFINED 1 73,521
LEVEL 3 COMMUNICATIONS, INC. EQUITY 52729N100 16 4,129 SH DEFINED 1 4,129
LEXAR MEDIA INC EQUITY 52886P104 343 129,541 SH DEFINED 1 129,541
LEXICON GENETICS INC. EQUITY 528872104 46 11,368 SH DEFINED 1 11,368
LEXINGTON CORP. PROPERTRIES EQUITY 529043101 128 7,930 SH DEFINED 1 7,930
LEXMARK INTERNATIONAL GROUP EQUITY 529771107 3157 67,167 SH DEFINED 1 67,167
LIBBEY, INC. EQUITY 529898108 166 5,215 SH DEFINED 1 5,215
LIBERATE TECHNOLOGIES, INC. EQUITY 530129105 57 36,266 SH DEFINED 1 36,266
LIBERTY CORP. EQUITY 530370105 205 5,715 SH DEFINED 1 5,715
LIBERTY LIVEWIRE CORP EQUITY 530709104 3 1,635 SH DEFINED 1 1,635
LIBERTY MEDIA CORP A EQUITY 530718105 105 14,760 SH DEFINED 2 14,760
LIBERTY PROPERTY TRUST EQUITY 531172104 5949 191,902 SH DEFINED 1 191,902
LIFECORE BIOMEDICAL IN EQUITY 532187101 21 3,383 SH DEFINED 1 3,383
LIFELINE SYS INC EQUITY 532192101 30 1,358 SH DEFINED 1 1,358
LIFEPOINT HOSPITALS HLDG EQUITY 53219L109 1641 52,609 SH DEFINED 1 52,609
LIFEPOINT HOSPS INC EQUITY 53219L109 2339 75,000 SH DEFINED 2 75,000
LIGAND PHARMACEUTICALS, INC., CLASS B EQUITY 53220K207 119 17,529 SH DEFINED 1 17,529
LIGHTBRIDGE INC EQUITY 532226107 65 9,589 SH DEFINED 1 9,589
LIMITED BRANDS INC EQUITY 532716107 5340 372,400 SH DEFINED 2 372,400
LIMITED BRANDS, INC. EQUITY 532716107 3203 223,340 SH DEFINED 1 223,340
LIN TV CORP EQUITY 532774106 6 231 SH DEFINED 1 231
LIN TV CORP EQUITY 532774106 4992 201,700 SH DEFINED 2 201,700
LIN TV CORP CL A EQUITY 532774106 23894 965414 SH Sole 3 930824 34590
LINCARE HOLDINGS, INC. EQUITY 532791100 4495 144,808 SH DEFINED 1 144,808
LINCOLN ELECTRIC HOLDINGS, INC EQUITY 533900106 239 10,781 SH DEFINED 1 10,781
LINCOLN NATIONAL CORP. EQUITY 534187109 3481 113,956 SH DEFINED 1 113,956
LINCOLN NATL CORP IND EQUITY 534187109 25 830 SH DEFINED 2 830
LINDSAY MANUFACTURING CO. EQUITY 535555106 82 3,387 SH DEFINED 1 3,387
LINEAR TECHNOLOGY CORP. EQUITY 535678106 3092 149,210 SH DEFINED 1 149,210
LINENS N THINGS INC EQUITY 535679104 3116 169,600 SH DEFINED 2 169,600
LINENS 'N THINGS, INC. EQUITY 535679104 226 12,289 SH DEFINED 1 12,289
LIQUIDMETAL TECHNOLOGIES EQUITY 53634X100 14 1,700 SH DEFINED 1 1,700
LITHIA MOTORS, INC. EQUITY 536797103 63 3,689 SH DEFINED 1 3,689
LITTELFUSE, INC. EQUITY 537008104 112 6,648 SH DEFINED 1 6,648
LIZ CLAIBORNE, INC. EQUITY 539320101 1183 47,423 SH DEFINED 1 47,423
LNR PROPERTY CORP. EQUITY 501940100 254 7,616 SH DEFINED 1 7,616
LOCAL FINANCIAL CORP. EQUITY 539553107 90 6,500 SH DEFINED 1 6,500
LOCKHEED MARTIN CORP EQUITY 539830109 22337 345,400 SH DEFINED 2 345,400
LOCKHEED MARTIN CORP. EQUITY 539830109 12605 194,910 SH DEFINED 1 194,910
LODGENET ENTERTAINMENT CORP. EQUITY 540211109 29 3,743 SH DEFINED 1 3,743
LOEWS CORP - CAROLINA GROUP EQUITY 540424207 4113 218,677 SH DEFINED 1 218,677
LOEWS CORP. EQUITY 540424108 3715 86,609 SH DEFINED 1 86,609
LO-JACK CORPORATION EQUITY 539451104 516 121,300 SH DEFINED 1 121,300
LONE STAR STEAKHOUSE & SALOON EQUITY 542307103 136 6,475 SH DEFINED 1 6,475
LONE STAR TECHNOLOGIES, INC. EQUITY 542312103 115 9,686 SH DEFINED 1 9,686
LONGS DRUG STORES CORP. EQUITY 543162101 1408 60,963 SH DEFINED 1 60,963
LONGVIEW FIBRE CO. EQUITY 543213102 588 84,748 SH DEFINED 1 84,748
LOOKSMART LTD EQUITY 543442107 23 23,208 SH DEFINED 1 23,208
LOUISIANA PACIFIC CORP. EQUITY 546347105 561 86,718 SH DEFINED 1 86,718
LOWE'S COMPANIES, INC. EQUITY 548661107 35094 847,680 SH DEFINED 1 847,680
LOWES COS INC COM EQUITY 548661107 3829 92500 SH Sole 3 92500
LSI INDUSTRIES, INC. EQUITY 50216C108 49 4,855 SH DEFINED 1 4,855
LSI LOGIC CORP EQUITY 502161102 1429 225,000 SH DEFINED 2 225,000
LSI LOGIC CORP. EQUITY 502161102 1045 164,622 SH DEFINED 1 164,622
LTC PROP INC EQUITY 502175102 39 4,791 SH DEFINED 1 4,791
LTX CORP. EQUITY 502392103 366 80,262 SH DEFINED 1 80,262
LUBRIZOL CORP COM EQUITY 549271104 46315 1638314 SH Sole 3 1609914 28400
LUBRIZOL CORP. EQUITY 549271104 1938 68,543 SH DEFINED 1 68,543
LUBY'S, INC. EQUITY 549282101 37 7,620 SH DEFINED 1 7,620
LUCENT TECHNOLOGIES INC EQUITY 549463107 1135 1,492,930 SH DEFINED 1 1,492,930
LUFKIN INDS INC COM EQUITY 549764108 47 1,909 SH DEFINED 1 1,909
LUMINEX CORP EQUITY 55027E102 46 6,531 SH DEFINED 1 6,531
LYDALL, INC. EQUITY 550819106 59 4,997 SH DEFINED 1 4,997
LYON WILLIAM HOMES EQUITY 552074106 38 1,679 SH DEFINED 1 1,679
LYONDELL CHEMICAL CO EQUITY 552078107 1875 157,000 SH DEFINED 2 157,000
LYONDELL CHEMICAL CO. EQUITY 552078107 2537 212,501 SH DEFINED 1 212,501
M&T BANK CORP. EQUITY 55261F104 9634 122,243 SH DEFINED 1 122,243
M.D.C. HOLDINGS, INC. EQUITY 552676108 232 6,571 SH DEFINED 1 6,571
M/I SCHOTTENSTEIN HOMES INC EQUITY 55305B101 129 4,098 SH DEFINED 1 4,098
MACATAWA BK CORP EQUITY 554225102 42 2,265 SH DEFINED 1 2,265
MACDERMID, INC. EQUITY 554273102 175 8,787 SH DEFINED 1 8,787
MACERICH CO. EQUITY 554382101 343 11,072 SH DEFINED 1 11,072
MACK-CALI REALTY CORP EQUITY 554489104 4460 138,800 SH DEFINED 1 138,800
MACROMEDIA, INC. EQUITY 556100105 615 79,500 SH DEFINED 1 79,500
MACROVISION CORP EQUITY 555904101 1001 81,813 SH DEFINED 1 81,813
MADDEN STEVEN LTD COM EQUITY 556269108 5710 396500 SH Sole 3 396500
MAF BANCORP, INC. EQUITY 55261R108 199 6,450 SH DEFINED 1 6,450
MAGELLAN HEALTH SERVICES, INC. EQUITY 559079108 2 8,250 SH DEFINED 1 8,250
MAGMA DESIGN AUTOMATIO EQUITY 559181102 56 6,278 SH DEFINED 1 6,278
MAGNA ENTERTAINMENT CL A EQUITY 559211107 82 15,024 SH DEFINED 1 15,024
MAGNATEK, INC. EQUITY 559424106 21 6,664 SH DEFINED 1 6,664
MAGNUM HUNTER RES INC COM PAR EQUITY 55972F203 3801 724000 SH Sole 3 724000
MAGNUM HUNTER RESOURCES INC EQUITY 55972F203 86 16,425 SH DEFINED 1 16,425
MAIL-WELL, INC. EQUITY 560321200 10 9,648 SH DEFINED 1 9,648
MAIN STREET BANKS INC EQUITY 56034R102 66 3,538 SH DEFINED 1 3,538
MAINSOURCE FINANCIAL G EQUITY 56062Y102 45 1,895 SH DEFINED 1 1,895
MANDALAY RESORT GROUP EQUITY 562567107 3046 90,784 SH DEFINED 1 90,784
MANDALAY RESORT GROUP EQUITY 562567107 2969 88,500 SH DEFINED 2 88,500
MANHATTAN ASSOCIATES, INC. EQUITY 562750109 89 6,582 SH DEFINED 1 6,582
MANITOWOC CO., INC. EQUITY 563571108 1274 46,578 SH DEFINED 1 46,578
MANOR CARE, INC. EQUITY 564055101 1005 44,689 SH DEFINED 1 44,689
MANPOWER, INC. EQUITY 56418H100 2993 102,006 SH DEFINED 1 102,006
MANTECH INTL CORP EQUITY 564563104 57 2,446 SH DEFINED 1 2,446
MANUFACTURED HOME CMNT COM EQUITY 564682102 6950 218000 SH Sole 3 177027 40973
MANUFACTURED HOME COMMUNITIES EQUITY 564682102 2618 82,106 SH DEFINED 1 82,106
MANUFACTURERS SERVICES LTD EQUITY 565005105 13 4,873 SH DEFINED 1 4,873
MANUGISTICS GROUP IN EQUITY 565011103 56 20,153 SH DEFINED 1 20,153
MAPICS INC EQUITY 564910107 27 4,874 SH DEFINED 1 4,874
MAPINFO CORP COM EQUITY 565105103 20 5,128 SH DEFINED 1 5,128
MARATHON OIL CORP EQUITY 565849106 3317 146,261 SH DEFINED 1 146,261
MARCUS CORP EQUITY 566330106 88 6,683 SH DEFINED 1 6,683
MARINEMAX INC EQUITY 567908108 22 2,478 SH DEFINED 1 2,478
MARKEL CORP EQUITY 570535104 24 122 SH DEFINED 1 122
MARRIOTT INTERNATIONAL, INC. EQUITY 571903202 3076 106,110 SH DEFINED 1 106,110
MARSH & MCLENNAN COMPANIES INC EQUITY 571748102 40268 967,060 SH DEFINED 1 967,060
MARSHALL & ILSLEY CORP. EQUITY 571834100 2547 91,325 SH DEFINED 1 91,325
MARTEK BIOSCIENCES CORP. EQUITY 572901106 111 6,767 SH DEFINED 1 6,767
MARTHA STEWART LIVING INC EQUITY 573083102 1082 154,600 SH DEFINED 2 154,600
MARTHA STEWART LIVING-CL A EQUITY 573083102 24 3,383 SH DEFINED 1 3,383
MARTIN MARIETTA MATERIALS EQUITY 573284106 2120 65,103 SH DEFINED 1 65,103
MARVEL ENTERPRISES INC EQUITY 57383M108 40 5,775 SH DEFINED 1 5,775
MARVELL TECHNOLOGY GROUP L EQUITY G5876H105 5712 360,400 SH DEFINED 2 360,400
MASCO CORP EQUITY 574599106 11947 611,100 SH DEFINED 2 611,100
MASCO CORP. EQUITY 574599106 4352 222,610 SH DEFINED 1 222,610
MASSBANK CORP READ MAS EQUITY 576152102 39 1,299 SH DEFINED 1 1,299
MASSEY ENERGY COMPANY EQUITY 576206106 137 21,299 SH DEFINED 1 21,299
MASTEC, INC. EQUITY 576323109 22 6,820 SH DEFINED 1 6,820
MATERIAL SCIENCES CORP EQUITY 576674105 42 3,465 SH DEFINED 1 3,465
MATRIA HEALTHCARE INC EQUITY 576817209 18 2,097 SH DEFINED 1 2,097
MATRIXONE INC EQUITY 57685P304 77 17,685 SH DEFINED 1 17,685
MATTEL INC EQUITY 577081102 4133 229,500 SH DEFINED 2 229,500
MATTEL, INC. EQUITY 577081102 5335 296,197 SH DEFINED 1 296,197
MATTHEWS INTERNATIONAL CORP. CLASS A EQUITY 577128101 217 9,297 SH DEFINED 1 9,297
MATTSON TECHNOLOGY, INC. EQUITY 577223100 12 7,106 SH DEFINED 1 7,106
MAUI LAND & PINEAPPLE CO EQUITY 577345101 18 1,001 SH DEFINED 1 1,001
MAVERICK TUBE CORP. EQUITY 577914104 113 12,769 SH DEFINED 1 12,769
MAXIM INTEGRATED PRODUCTS INC. EQUITY 57772K101 3772 152,330 SH DEFINED 1 152,330
MAXIMUS, INC. EQUITY 577933104 131 5,827 SH DEFINED 1 5,827
MAXTOR CORP EQUITY 577729205 177 67,630 SH DEFINED 1 67,630
MAXWELL SHOE INC EQUITY 577766108 53 4,652 SH DEFINED 1 4,652
MAXYGEN EQUITY 577776107 60 9,711 SH DEFINED 1 9,711
MAY DEPARTMENT STORES CO. EQUITY 577778103 5029 220,844 SH DEFINED 1 220,844
MAY DEPT STORES CO EQUITY 577778103 3831 168,232 SH DEFINED 2 168,232
MAYTAG CORP. EQUITY 578592107 794 34,250 SH DEFINED 1 34,250
MB FINANCIAL INC EQUITY 55264U108 128 3,832 SH DEFINED 1 3,832
MBIA, INC EQUITY 55262C100 2599 65,057 SH DEFINED 1 65,057
MBNA EQUITY 55262L100 368 20,000 SH DEFINED 4 20,000
MBNA CORP. EQUITY 55262L100 12307 669,585 SH DEFINED 1 669,585
MCCLATCHY COMPANY-CL EQUITY 579489105 16 266 SH DEFINED 1 266
MCCORMICK & CO., INC. EQUITY 579780206 4250 186,395 SH DEFINED 1 186,395
MCDATA CORP CL A EQUITY 580031201 1 170 SH DEFINED 2 170
MCDATA CORP-CL A EQUITY 580031201 929 171,072 SH DEFINED 1 171,072
MCDERMOTT INTERNATIONAL, INC. EQUITY 580037109 187 30,450 SH DEFINED 1 30,450
MCDONALDS CORP EQUITY 580135101 3982 225,500 SH DEFINED 2 225,500
MCDONALD'S CORP. EQUITY 580135101 9738 551,410 SH DEFINED 1 551,410
MCG CAPITAL CORP EQUITY 58047P107 29232 2,217,935 SH DEFINED 1 2,217,935
MCGRATH RENTCORP EQUITY 580589109 63 3,107 SH DEFINED 1 3,107
MCGRAW-HILL, INC. EQUITY 580645109 5109 83,450 SH DEFINED 1 83,450
MCKESSON CORP. EQUITY 58155Q103 4860 171,534 SH DEFINED 1 171,534
MCSI INC EQUITY 55270M108 37 7,470 SH DEFINED 1 7,470
MDU RESOURCES GROUP, INC. EQUITY 552690109 2174 95,225 SH DEFINED 1 95,225
MEADWESTVACO CORP EQUITY 583334107 1707 88,881 SH DEFINED 1 88,881
MEDAREX INC EQUITY 583916101 79 23,638 SH DEFINED 1 23,638
MEDAREX INC EQUITY 583916101 335 100,000 SH DEFINED 2 100,000
MEDCATH CORP EQUITY 58404W109 24 2,150 SH DEFINED 1 2,150
MED-DESIGN CORP EQUITY 583926100 10 2,888 SH DEFINED 1 2,888
MEDFORD BANCORP INC EQUITY 584131106 79 2,268 SH DEFINED 1 2,268
MEDIA GENERAL, INC. CLASS A EQUITY 584404107 1565 30,783 SH DEFINED 1 30,783
MEDIACOM COMMUNICATI EQUITY 58446K105 98 18,203 SH DEFINED 1 18,203
MEDICAL STAFFING NETWORK HOLDINGS EQUITY 58463F104 40 2,647 SH DEFINED 1 2,647
MEDICINES CO EQUITY 584688105 2360 215,000 SH DEFINED 2 215,000
MEDICINES COMPANY EQUITY 584688105 88 8,059 SH DEFINED 1 8,059
MEDICIS PHARMACEUTIC EQUITY 584690309 17 413 SH DEFINED 1 413
MEDICIS PHARMACEUTICAL CL A NE EQUITY 584690309 35763 875050 SH Sole 3 827392 47658
MEDIMMUNE, INC. EQUITY 584699102 3350 160,134 SH DEFINED 1 160,134
MEDIS TECHNOLOGIES LTD EQUITY 58500P107 16 3,667 SH DEFINED 1 3,667
MEDQUIST, INC. EQUITY 584949101 80 3,424 SH DEFINED 1 3,424
MEDSOURCE TECHNOLOGIES EQUITY 58505Y103 21 2,824 SH DEFINED 1 2,824
Medtronic EQUITY 585055106 1339 31,800 SH DEFINED 4 31,800
MEDTRONIC, INC. EQUITY 585055106 21942 520,950 SH DEFINED 1 520,950
MEEMIC HOLDINGS INC EQUITY 585135106 10 351 SH DEFINED 1 351
MELLON FINANCIAL CORPORATION EQUITY 58551A108 6763 260,800 SH DEFINED 1 260,800
MELLON FINL CORP EQUITY 58551A108 3843 148,200 SH DEFINED 2 148,200
MEMBERWORKS INCORPORATED EQUITY 586002107 55 3,146 SH DEFINED 1 3,146
MEMC ELECTRONIC MATERIALS, INC EQUITY 552715104 23 6,888 SH DEFINED 1 6,888
MENS WEARHOUSE, INC. EQUITY 587118100 153 10,441 SH DEFINED 1 10,441
MENTOR CORP. EQUITY 587188103 213 6,685 SH DEFINED 1 6,685
MENTOR GRAPHICS CORP. EQUITY 587200106 533 109,303 SH DEFINED 1 109,303
MERCANTILE BANKSHARES CORP. EQUITY 587405101 3562 93,331 SH DEFINED 1 93,331
MERCHANTS BANCSHARES EQUITY 588448100 33 1,354 SH DEFINED 1 1,354
MERCK & CO INC. EQUITY 589331107 12416 271,619 SH DEFINED 2 8,160
MERCK & CO., INC. EQUITY 589331107 48864 1,068,990 SH DEFINED 1 1,068,990
Merck and Co Inc EQUITY 589331107 2144 46,900 SH DEFINED 4 46,900
MERCURY COMPUTER SYSTEMS INC EQUITY 589378108 173 7,345 SH DEFINED 1 7,345
MERCURY GENERAL CORP EQUITY 589400100 16 374 SH DEFINED 1 374
MERCURY INTERACTIVE CORP. EQUITY 589405109 682 39,722 SH DEFINED 1 39,722
MERCURY INTERACTIVE CP COM EQUITY 589405109 30122 1755376 SH Sole 3 1640783 114593
MEREDITH CORP EQUITY 589433101 940 21,840 SH DEFINED 1 21,840
MERIDIAN MED TECH INC COM EQUITY 589658103 2678 74500 SH Sole 3 74500
MERIDIAN MED TECHNOLOG EQUITY 589658103 41 1,145 SH DEFINED 1 1,145
MERIDIAN RESOURCE CORP EQUITY 58977Q109 23 10,726 SH DEFINED 1 10,726
MERISTAR HOSPITALITY CORP. EQUITY 58984Y103 119 13,851 SH DEFINED 1 13,851
MERIT MED SYS INC EQUITY 589889104 75 3,902 SH DEFINED 1 3,902
MERITAGE CORPORATION EQUITY 59001A102 106 2,996 SH DEFINED 1 2,996
MERIX CORPORATION EQUITY 590049102 38 4,614 SH DEFINED 1 4,614
MERRILL LYNCH & CO., INC. EQUITY 590188108 13530 410,620 SH DEFINED 1 410,620
MERRILL LYNCH + CO INC EQUITY 590188108 7564 229,550 SH DEFINED 2 229,550
MESA AIR GROUP INC EQUITY 590479101 986 270,000 SH DEFINED 2 270,000
MESA AIRLINES, INC. EQUITY 590479101 38 10,467 SH DEFINED 1 10,467
MESABA HOLDINGS, INC. EQUITY 59066B102 18 3,250 SH DEFINED 1 3,250
MESTEK, INC. EQUITY 590829107 19 1,034 SH DEFINED 1 1,034
METASOLV INC. EQUITY 59139P104 15 9,828 SH DEFINED 1 9,828
METHODE ELECTRONICS, INC., CLASS A EQUITY 591520200 106 11,591 SH DEFINED 1 11,591
METLIFE INC EQUITY 59156R108 4437 195,000 SH DEFINED 2 195,000
METLIFE, INC. EQUITY 59156R108 6842 300,630 SH DEFINED 1 300,630
METRIS COMPANIES INC EQUITY 591598107 202 87,456 SH DEFINED 1 87,456
METRO ONE TELECOMMUNICATIONS EQUITY 59163F105 53 6,281 SH DEFINED 1 6,281
METRO-GOLDWYN-MAYER EQUITY 591610100 281 23,476 SH DEFINED 1 23,476
METTLER-TOLEDO INTERNATIONAL EQUITY 592688105 12 455 SH DEFINED 1 455
MGE ENERGY INC EQUITY 55277P104 1872 72,940 SH DEFINED 1 72,940
MGI PHARMA INC EQUITY 552880106 60 8,517 SH DEFINED 1 8,517
MGIC INVESTMENT CORP. EQUITY 552848103 2295 56,208 SH DEFINED 1 56,208
MGM GRAND INC EQUITY 552953101 37 980 SH DEFINED 1 980
MICHAEL BAKER CORP. EQUITY 057149106 18 1,730 SH DEFINED 1 1,730
MICHAELS STORES INC COM EQUITY 594087108 48029 1050958 SH Sole 3 957600 93358
MICHAELS STORES, INC. EQUITY 594087108 4038 88,353 SH DEFINED 1 88,353
MICREL, INC. EQUITY 594793101 758 123,101 SH DEFINED 1 123,101
MICROCHIP TECHNOLOGY COM EQUITY 595017104 14559 711948 SH Sole 3 585800 126148
MICROCHIP TECHNOLOGY, INC. EQUITY 595017104 5606 274,148 SH DEFINED 1 274,148
MICROMUSE INC EQUITY 595094103 64 25,373 SH DEFINED 1 25,373
MICRON TECHNOLOGY, INC. EQUITY 595112103 4306 348,120 SH DEFINED 1 348,120
MICROS SYSTEMS, INC. EQUITY 594901100 131 5,630 SH DEFINED 1 5,630
MICROSEMI CORP. EQUITY 595137100 55 9,800 SH DEFINED 1 9,800
Microsoft Corp EQUITY 594918104 1358 30,000 SH DEFINED 4 30,000
MICROSOFT CORP EQUITY 594918104 31393 717,708 SH DEFINED 2 3,308
MICROSOFT CORP. EQUITY 594918104 162327 3,711,190 SH DEFINED 1 3,711,190
MICROSTRATEGY INC EQUITY 594972408 1 75 SH DEFINED 1 75
MICROTUNE INC EQUITY 59514P109 36 14,801 SH DEFINED 1 14,801
MID ATLANTIC MED SERVICES, INC EQUITY 59523C107 22 607 SH DEFINED 1 607
MID ATLANTIC REALTY TRUST EQUITY 595232109 95 5,912 SH DEFINED 1 5,912
MID STATE BANCSHARES EQUITY 595440108 134 8,178 SH DEFINED 1 8,178
MID-AMERICA APT. COMMUNITIES EQUITY 59522J103 119 4,786 SH DEFINED 1 4,786
MIDAS, INC. EQUITY 595626102 9 1,878 SH DEFINED 1 1,878
MIDDLESEX WATER CO EQUITY 596680108 58 2,595 SH DEFINED 1 2,595
MIDLAND CO COM EQUITY 597486109 46 2,718 SH DEFINED 1 2,718
MIDWAY GAMES INC. EQUITY 598148104 51 9,336 SH DEFINED 1 9,336
MIDWEST BANC HOLDINGS INC. EQUITY 598251106 60 3,143 SH DEFINED 1 3,143
MIDWEST EXPRESS HOLDINGS, INC. EQUITY 597911106 18 4,450 SH DEFINED 1 4,450
MILACRON, INC. EQUITY 598709103 26 5,803 SH DEFINED 1 5,803
MILLENNIUM CHEMICALS INC. EQUITY 599903101 211 21,365 SH DEFINED 1 21,365
MILLENNIUM PHARMACEUTICALS, IN EQUITY 599902103 3624 388,842 SH DEFINED 1 388,842
MILLIPORE CORP. EQUITY 601073109 710 22,323 SH DEFINED 1 22,323
MILLS CORP COM EQUITY 601148109 6851 231000 SH Sole 3 187200 43800
MILLS CORP. EQUITY 601148109 2439 82,223 SH DEFINED 1 82,223
MIM CORP EQUITY 553044108 74 7,783 SH DEFINED 1 7,783
MINAS BUENAVENTURA-SPON ADR EQUITY 204448104 1277 59,680 SH DEFINED 1 59,680
MINE SAFETY APPLIANCES CO. EQUITY 602720104 104 2,663 SH DEFINED 1 2,663
MINERALS TECHNOLOGIES, INC. EQUITY 603158106 1243 33,535 SH DEFINED 1 33,535
MIPS TECHNOLOGIES INC EQUITY 604567107 16 12,083 SH DEFINED 1 12,083
MIRANT CORP. EQUITY 604675108 609 275,486 SH DEFINED 1 275,486
MISSION WEST PROPERTIES EQUITY 605203108 54 4,905 SH DEFINED 1 4,905
MISSISSIPPI VALLEY BANCSHARES, EQUITY 605720101 99 1,983 SH DEFINED 1 1,983
MKS INSTRUMENTS, INC. EQUITY 55306N104 3 311 SH DEFINED 1 311
MOBILE MINI INC. EQUITY 60740F105 54 4,201 SH DEFINED 1 4,201
MOBILE TELESYSTEMS-SP ADR EQUITY 607409109 1378 45,615 SH DEFINED 1 45,615
MODINE MANUFACTURING CO. EQUITY 607828100 1027 54,012 SH DEFINED 1 54,012
MODTECH HLDGS INC EQUITY 60783C100 30 3,014 SH DEFINED 1 3,014
MOHAWK INDS INC COM EQUITY 608190104 38721 779889 SH Sole 3 736895 42994
MOHAWK INDUSTRIES, INC. EQUITY 608190104 4407 88,756 SH DEFINED 1 88,756
MOLECULAR DEVICES CORP. EQUITY 60851C107 65 5,188 SH DEFINED 1 5,188
MOLEX, INC. EQUITY 608554101 2059 87,543 SH DEFINED 1 87,543
MONACO COACH CORP EQUITY 60886R103 162 8,107 SH DEFINED 1 8,107
MONARCH CASINO & RESOR EQUITY 609027107 15 1,096 SH DEFINED 1 1,096
MONDAVI, ROBERT CORP. CLASS A EQUITY 609200100 96 3,156 SH DEFINED 1 3,156
MONOLITHIC SYS TECHNOL EQUITY 609842109 61 6,075 SH DEFINED 1 6,075
MONRO MUFFLER BRAKE IN EQUITY 610236101 33 1,828 SH DEFINED 1 1,828
MONSANTO CO EQUITY 61166W101 1877 112,569 SH DEFINED 1 112,569
MONSANTO CO NEW EQUITY 61166W101 5 340 SH DEFINED 2 340
MONTEREY PASTA CO EQUITY 612570101 22 4,775 SH DEFINED 1 4,775
MONY GROUP, INC. EQUITY 615337102 1568 63,551 SH DEFINED 1 63,551
MOODYS CORP COM EQUITY 615369105 20488 422430 SH Sole 3 359600 62830
MOODY'S CORP. EQUITY 615369105 3301 68,066 SH DEFINED 1 68,066
MOOG INC. EQUITY 615394202 145 5,125 SH DEFINED 1 5,125
MORGAN STANLEY EQUITY 617446448 16137 476,310 SH DEFINED 1 476,310
MORGAN STANLEY EQUITY 617446448 6785 200,290 SH DEFINED 2 184,200
MORGAN STANLEY DEAN WITTER & C REPO EQUITY 568427108 24 2,233 SH DEFINED 1 2,233
MOSSIMO INC EQUITY 619696107 10 1,656 SH DEFINED 1 1,656
MOTHERS WK INC EQUITY 619903107 26 689 SH DEFINED 1 689
MOTOROLA, INC. EQUITY 620076109 11529 1,132,490 SH DEFINED 1 1,132,490
MOVADO GROUP, INC. EQUITY 624580106 51 3,148 SH DEFINED 1 3,148
MOVIE GALLERY, INC. EQUITY 624581104 88 5,861 SH DEFINED 1 5,861
MPS GROUP INC EQUITY 553409103 970 167,163 SH DEFINED 1 167,163
MRO SOFTWARE EQUITY 55347W105 52 5,970 SH DEFINED 1 5,970
MRV COMMUNICATIONS, INC. EQUITY 553477100 26 30,757 SH DEFINED 1 30,757
MSC INDUSTRIAL DIRECT CO. EQUITY 553530106 3 250 SH DEFINED 1 250
MSC SOFTWARE CORPORATION EQUITY 553531104 74 8,637 SH DEFINED 1 8,637
MTR GAMING GROUP INC EQUITY 553769100 66 7,130 SH DEFINED 1 7,130
MTS SYSTEMS CORP. EQUITY 553777103 68 7,147 SH DEFINED 1 7,147
MUELLER INDUSTRIES, INC. EQUITY 624756102 247 9,537 SH DEFINED 1 9,537
MULTIMEDIA GAMES INC EQUITY 625453105 68 3,474 SH DEFINED 1 3,474
MURPHY OIL CORP. EQUITY 626717102 4998 60,895 SH DEFINED 1 60,895
MYERS INDUSTRIES, INC. EQUITY 628464109 79 6,275 SH DEFINED 1 6,275
MYKROLIS CORP EQUITY 62852P103 83 13,459 SH DEFINED 1 13,459
MYLAN LABORATORIES INC. EQUITY 628530107 5465 166,927 SH DEFINED 1 166,927
MYRIAD GENETICS INC EQUITY 62855J104 128 8,083 SH DEFINED 1 8,083
MYRIAD GENETICS INC EQUITY 62855J104 634 40,000 SH DEFINED 2 40,000
NABI BIOPHARMACEUTICALS EQUITY 629519109 71 13,110 SH DEFINED 1 13,110
NABORS INDUSTRIES LTD EQUITY G6359F103 2032 62,040 SH DEFINED 1 62,040
NABORS INDUSTRIES LTD EQUITY G6359F103 26633 813,215 SH DEFINED 2 813,215
NACCO INDUSTRIES, INC. CLASS A EQUITY 629579103 72 1,817 SH DEFINED 1 1,817
NANOMETRICS INC. EQUITY 630077105 6 2,442 SH DEFINED 1 2,442
NAPRO BIOTHERAPEUTICS INC EQUITY 630795102 10 8,658 SH DEFINED 1 8,658
NARA BANCORP INC EQUITY 63080P105 23 1,353 SH DEFINED 1 1,353
NASB FINL INC EQUITY 628968109 22 1,038 SH DEFINED 1 1,038
NASHFINCH CO. EQUITY 631158102 51 3,732 SH DEFINED 1 3,732
NASSDA CORP EQUITY 63172M101 9 1,696 SH DEFINED 1 1,696
NASTECH PHARMACEUTICAL EQUITY 631728409 22 2,680 SH DEFINED 1 2,680
NATCO GROUP INC EQUITY 63227W203 23 3,113 SH DEFINED 1 3,113
NATIONAL BEVERAGE CORP. EQUITY 635017106 17 1,225 SH DEFINED 1 1,225
NATIONAL CITY CORP EQUITY 635405103 5153 180,600 SH DEFINED 2 180,600
NATIONAL CITY CORP. EQUITY 635405103 7607 266,630 SH DEFINED 1 266,630
NATIONAL COMMERCE BANCORP. EQUITY 63545P104 6888 274,985 SH DEFINED 1 274,985
NATIONAL DATA CORP. EQUITY 639480102 170 10,937 SH DEFINED 1 10,937
NATIONAL EQUIPMENT SERVICES EQUITY 635847106 45 75,000 SH DEFINED 1 75,000
NATIONAL FUEL GAS CO. EQUITY 636180101 4251 213,946 SH DEFINED 1 213,946
NATIONAL HEALTH INVESTORS, INC EQUITY 63633D104 1103 72,343 SH DEFINED 1 72,343
NATIONAL HEALTH REALTY EQUITY 635905102 32 2,006 SH DEFINED 1 2,006
NATIONAL HEALTHCARE CORP EQUITY 635906100 51 2,849 SH DEFINED 1 2,849
NATIONAL INSTRUMENTS CORP. EQUITY 636518102 1497 68,386 SH DEFINED 1 68,386
NATIONAL PENN BANCSHARES, INC. EQUITY 637138108 169 6,041 SH DEFINED 1 6,041
NATIONAL PRESTO INDUSTRIES EQUITY 637215104 46 1,603 SH DEFINED 1 1,603
NATIONAL PROCESSING INC EQUITY 637229105 2 104 SH DEFINED 1 104
NATIONAL SEMICONDUCTOR CORP. EQUITY 637640103 952 79,752 SH DEFINED 1 79,752
NATIONAL WESTERN LIFE INS. CO. CLASS EQUITY 638522102 74 730 SH DEFINED 1 730
NATIONAL-OILWELL INC COM EQUITY 637071101 40120 2070176 SH Sole 3 2037576 32600
NATIONAL-OILWELL, INC. EQUITY 637071101 16413 846,921 SH DEFINED 1 846,921
NATIONWIDE FINANCIAL EQUITY 638612101 8 299 SH DEFINED 1 299
NATIONWIDE HEALTH PROPERTIES EQUITY 638620104 370 21,679 SH DEFINED 1 21,679
NATURES SUNSHINE PRODUCTS, INC EQUITY 639027101 42 3,905 SH DEFINED 1 3,905
NAUTICA ENTERPRISES, INC. EQUITY 639089101 89 8,517 SH DEFINED 1 8,517
NAUTILUS GROUP INC EQUITY 63910B102 198 10,157 SH DEFINED 1 10,157
NAVIGANT CONSULTING CO. EQUITY 63935N107 73 13,236 SH DEFINED 1 13,236
NAVIGANT INTERNATIONAL, INC. EQUITY 63935R108 43 4,111 SH DEFINED 1 4,111
NAVIGATORS GROUP INC EQUITY 638904102 28 1,372 SH DEFINED 1 1,372
NAVISTAR INTERNATIONAL CORP. EQUITY 63934E108 578 26,657 SH DEFINED 1 26,657
NBC CAPITAL CORP EQUITY 628729105 59 2,361 SH DEFINED 1 2,361
NBT BANCORP, INC. EQUITY 628778102 175 10,154 SH DEFINED 1 10,154
NBTY, INC. EQUITY 628782104 180 13,887 SH DEFINED 1 13,887
NCI BUILDING SYSTEMS, INC. EQUITY 628852105 117 6,233 SH DEFINED 1 6,233
NCO GROUP, INC. EQUITY 628858102 72 6,341 SH DEFINED 1 6,341
NCR CORP. EQUITY 62886E108 854 43,137 SH DEFINED 1 43,137
NEIMAN MARCUS GROUP INC CL A EQUITY 640204202 1675 63,823 SH DEFINED 1 63,823
NEOFORMA INC EQUITY 640475505 24 2,539 SH DEFINED 1 2,539
NEOPHARM INC EQUITY 640919106 54 3,831 SH DEFINED 1 3,831
NEOSE TECHNOLOGIES, INC. EQUITY 640522108 29 3,714 SH DEFINED 1 3,714
NET2PHONE, INC. EQUITY 64108N106 14 6,018 SH DEFINED 1 6,018
NETBANK INC EQUITY 640933107 173 16,595 SH DEFINED 1 16,595
NETEGRITY, INC. EQUITY 64110P107 19 9,110 SH DEFINED 1 9,110
NETFLIX.COM INC EQUITY 64110L106 18 1,872 SH DEFINED 1 1,872
NETIQ CORP. EQUITY 64115P102 195 13,418 SH DEFINED 1 13,418
NETRATINGS INC EQUITY 64116M108 15 2,588 SH DEFINED 1 2,588
NETRO CORP EQUITY 64114R109 7 3,372 SH DEFINED 1 3,372
NETSCOUT SYSTEMS INC EQUITY 64115T104 22 6,110 SH DEFINED 1 6,110
NETSCREEN TECHNOLOGIES INC EQUITY 64117V107 37 3,402 SH DEFINED 1 3,402
NETWORK APPLIANCE, INC. EQUITY 64120L104 1163 158,709 SH DEFINED 1 158,709
Network Associates EQUITY 640938106 425 40,000 SH DEFINED 4 40,000
NETWORKS ASSOCIATES, INC. EQUITY 640938106 2234 210,190 SH DEFINED 1 210,190
NEUBERGER BERMAN INC EQUITY 641234109 2504 92,921 SH DEFINED 1 92,921
NEUROCRINE BIOSCIENCES INC EQUITY 64125C109 3280 80,000 SH DEFINED 2 80,000
NEUROCRINE BIOSCIENCES, INC. EQUITY 64125C109 391 9,547 SH DEFINED 1 9,547
NEUROGEN CORP. EQUITY 64124E106 35 4,399 SH DEFINED 1 4,399
NEW CENTURY FINANCIAL CORP EQUITY 64352D101 125 5,336 SH DEFINED 1 5,336
NEW ENGLAND BUSINESS SERVICE EQUITY 643872104 83 3,928 SH DEFINED 1 3,928
NEW JERSEY RESOURCES CORP. EQUITY 646025106 301 9,143 SH DEFINED 1 9,143
NEW PLAN EXCEL REALTY TRUST EQUITY 648053106 8203 444,872 SH DEFINED 1 444,872
NEW PLAN EXCEL REALTY TRUST EQUITY 648053106 21602 1171500 SH Sole 3 967264 204236
NEW YORK COMMUNITY BANCORP INC EQUITY 649445103 4037 143,293 SH DEFINED 1 143,293
NEW YORK TIMES CO EQUITY 650111107 8331 183,300 SH DEFINED 2 183,300
NEW YORK TIMES CO. CLASS A EQUITY 650111107 3040 66,876 SH DEFINED 1 66,876
NEWELL RUBBERMAID INC EQUITY 651229106 22719 735,955 SH DEFINED 2 1,475
NEWELL RUBBERMAID, INC. EQUITY 651229106 3643 118,025 SH DEFINED 1 118,025
NEWFIELD EXPLORATION EQUITY 651290108 20 608 SH DEFINED 1 608
NEWFOCUS, INC. EQUITY 644383101 61 22,594 SH DEFINED 1 22,594
NEWMONT MINING CORP HLDG CO EQUITY 651639106 4879 177,343 SH DEFINED 1 177,343
NEWPARK RESOURCES, INC. EQUITY 651718504 97 24,389 SH DEFINED 1 24,389
NEWPORT CORP EQUITY 651824104 714 63,262 SH DEFINED 1 63,262
NEWTEK CAPITAL INC EQUITY 652526104 3298 999,333 SH DEFINED 1 999,333
NEXT LEVEL COMMUNICATION EQUITY 65333U104 4 5,615 SH DEFINED 1 5,615
NEXTEL COMMUNICATIONS, INC. CLASS A EQUITY 65332V103 3273 433,573 SH DEFINED 1 433,573
NEXTEL PARTNERS INC EQUITY 65333F107 392 72,950 SH DEFINED 1 72,950
NIC INC EQUITY 62914B100 14 8,172 SH DEFINED 1 8,172
NICOR, INC. EQUITY 654086107 4746 168,300 SH DEFINED 1 168,300
Nike Inc EQUITY 654106103 1080 25,000 SH DEFINED 4 25,000
NIKE INC EQUITY 654106103 1726 39,975 SH DEFINED 2 36,500
NIKE, INC. CLASS B EQUITY 654106103 5989 138,710 SH DEFINED 1 138,710
NISOURCE, INC. EQUITY 65473P105 1702 98,783 SH DEFINED 1 98,783
NITCHES INC EQUITY 65476M109 647 95,750 SH DEFINED 1 95,750
NL INDUSTRIES, INC. EQUITY 629156407 1012 69,764 SH DEFINED 1 69,764
NN INC EQUITY 629337106 36 3,858 SH DEFINED 1 3,858
NOBLE CORPORATION EQUITY G65422100 1776 57,290 SH DEFINED 1 57,290
NOBLE ENERGYINC EQUITY 655044105 2594 76,367 SH DEFINED 1 76,367
NOBLE ENRGY INC COM EQUITY 655044105 50001 1471918 SH Sole 3 1447218 24700
NOKIA CORP A ADR EQUITY 654902204 25 1,890 SH DEFINED 2 1,890
NOKIA CORP SPON-ADR EQUITY 654902204 3940 297,350 SH DEFINED 1 297,350
NORDSON CORP. EQUITY 655663102 1229 51,758 SH DEFINED 1 51,758
NORDSTROM, INC. EQUITY 655664100 1061 59,169 SH DEFINED 1 59,169
NORFOLK SOUTHERN CORP. EQUITY 655844108 3470 171,885 SH DEFINED 1 171,885
NORTEK, INC. EQUITY 656559101 125 2,883 SH DEFINED 1 2,883
NORTEL NETWORKS CORP EQUITY 656568102 2 3,475 SH DEFINED 2 3,475
NORTEL NETWORKS CORP. EQUITY 656568102 608 1,126,840 SH DEFINED 1 1,126,840
NORTH FORK BANCORPORATION EQUITY 659424105 2081 55,000 SH DEFINED 2 55,000
NORTH FORK BANCORPORATION INC. EQUITY 659424105 2724 71,978 SH DEFINED 1 71,978
NORTH PITTSBURGH SYSTEMS EQUITY 661562108 68 5,088 SH DEFINED 1 5,088
NORTHEAST UTILITIES EQUITY 664397106 3077 182,075 SH DEFINED 1 182,075
NORTHERN TRUST CORP. EQUITY 665859104 3696 97,980 SH DEFINED 1 97,980
NORTHROP GRUMMAN CORP EQUITY 666807102 18941 152,700 SH DEFINED 2 152,700
NORTHROP GRUMMAN CORP. EQUITY 666807102 22612 182,300 SH DEFINED 1 182,300
NORTHWEST AIRLINES CORP CL-A EQUITY 667280101 5 778 SH DEFINED 1 778
NORTHWEST BANCORP INC. EQUITY 667328108 47 3,679 SH DEFINED 1 3,679
NORTHWEST NATURAL GAS CO. EQUITY 667655104 272 9,277 SH DEFINED 1 9,277
NORTHWEST PIPE COMPANY EQUITY 667746101 35 1,945 SH DEFINED 1 1,945
NORTHWESTERN CORP. EQUITY 668074107 1649 168,973 SH DEFINED 1 168,973
NOVADIGM INC EQUITY 669937104 9 4,599 SH DEFINED 1 4,599
NOVASTAR FINL INC EQUITY 669947400 77 3,538 SH DEFINED 1 3,538
NOVELL, INC . EQUITY 670006105 609 290,041 SH DEFINED 1 290,041
NOVELLUS SYS INC EQUITY 670008101 4023 193,300 SH DEFINED 2 193,300
NOVELLUS SYSTEMS, INC. EQUITY 670008101 1792 86,117 SH DEFINED 1 86,117
NOVEN PHARMACEUTICALS, INC. EQUITY 670009109 86 7,052 SH DEFINED 1 7,052
NPS PHARMACEUTICALS INC. EQUITY 62936P103 180 8,752 SH DEFINED 1 8,752
NPS PHARMACEUTICALS INC EQUITY 62936P103 1028 50,000 SH DEFINED 2 50,000
NS GROUP, INC. EQUITY 628916108 34 5,805 SH DEFINED 1 5,805
NU HORIZONS ELEC CORP EQUITY 669908105 29 4,869 SH DEFINED 1 4,869
NU SKIN ENTERPRISES, INC. CLASS A EQUITY 67018T105 183 15,014 SH DEFINED 1 15,014
NUANCE COMMUNICATIONS, INC. EQUITY 669967101 17 9,806 SH DEFINED 1 9,806
NUCOR CORP. EQUITY 670346105 1313 34,649 SH DEFINED 1 34,649
NUEVO ENERGY CO. EQUITY 670509108 58 5,332 SH DEFINED 1 5,332
NUI CORPORATION EQUITY 629431107 1934 89,546 SH DEFINED 1 89,546
NUMERICAL TECHNOLOGIES, INC. EQUITY 67053T101 24 8,253 SH DEFINED 1 8,253
NVIDIA CORP EQUITY 67066G104 847 98,993 SH DEFINED 1 98,993
NVR, INC. EQUITY 62944T105 22 75 SH DEFINED 1 75
NYFIX INC EQUITY 670712108 33 8,482 SH DEFINED 1 8,482
NYMAGIC, INC. EQUITY 629484106 7 493 SH DEFINED 1 493
OAK TECHNOLOGY, INC. EQUITY 671802106 60 18,966 SH DEFINED 1 18,966
OAKLEY INC. EQUITY 673662102 87 8,704 SH DEFINED 1 8,704
OCCIDENTAL PETROLEUM CORP. EQUITY 674599105 4583 161,470 SH DEFINED 1 161,470
OCEAN ENERGY INC NEW EQUITY 67481E106 5061 253,700 SH DEFINED 2 253,700
OCEAN ENERGY INC TEX COM EQUITY 67481E106 26811 1343914 SH Sole 3 1171400 172514
OCEAN ENERGY, INC. EQUITY 67481E106 4675 234,327 SH DEFINED 1 234,327
OCEANEERING INTERNATIONAL, INC EQUITY 675232102 199 7,820 SH DEFINED 1 7,820
OCEANFIRST FINANCIAL CORP EQUITY 675234108 73 3,549 SH DEFINED 1 3,549
O'CHARLEY'S INC. EQUITY 670823103 101 5,370 SH DEFINED 1 5,370
OCTEL CORP. EQUITY 675727101 63 3,346 SH DEFINED 1 3,346
OCULAR SCIENCES, INC. EQUITY 675744106 134 5,754 SH DEFINED 1 5,754
OCWEN FINANCIAL CORP. EQUITY 675746101 37 12,657 SH DEFINED 1 12,657
ODYSSEY HEALTHCARE INC EQUITY 67611V101 121 4,027 SH DEFINED 1 4,027
ODYSSEY HEALTHCARE INC EQUITY 67611V101 3151 105200 SH Sole 3 105200
ODYSSEY HEALTHCARE INC EQUITY 67611V101 1572 52,500 SH DEFINED 2 52,500
ODYSSEY RE HLDGS CORP EQUITY 67612W108 94 5,678 SH DEFINED 1 5,678
OFFICE DEPOT INC EQUITY 676220106 7810 632,900 SH DEFINED 2 632,900
OFFICE DEPOT, INC. EQUITY 676220106 1693 137,191 SH DEFINED 1 137,191
OFFICEMAX, INC. EQUITY 67622M108 160 39,100 SH DEFINED 1 39,100
OFFSHORE LOGISTICS, INC. EQUITY 676255102 120 6,667 SH DEFINED 1 6,667
OGE ENERGY CORP. EQUITY 670837103 2457 145,669 SH DEFINED 1 145,669
OHIO CASUALTY CORP. EQUITY 677240103 1583 97,261 SH DEFINED 1 97,261
OIL STATES INTERNATIONAL INC EQUITY 678026105 58 5,777 SH DEFINED 1 5,777
OLD NATL BANCORP EQUITY 680033107 22 885 SH DEFINED 1 885
OLD REPUBLIC INTL CORP. EQUITY 680223104 4559 160,627 SH DEFINED 1 160,627
OLD SECOND BANCORP INC EQUITY 680277100 90 2,360 SH DEFINED 1 2,360
OLIN CORP. EQUITY 680665205 1507 92,033 SH DEFINED 1 92,033
OM GROUP INC EQUITY 670872100 17 406 SH DEFINED 1 406
OMEGA FINANCIAL CORP. EQUITY 682092101 94 2,791 SH DEFINED 1 2,791
OMEGA HEALTHCARE INVESTORS EQUITY 681936100 31 5,450 SH DEFINED 1 5,450
OMNICARE, INC. EQUITY 681904108 2649 125,416 SH DEFINED 1 125,416
OMNICELL INC EQUITY 68213N109 29 4,924 SH DEFINED 1 4,924
OMNICOM GROUP, INC. EQUITY 681919106 5369 96,430 SH DEFINED 1 96,430
OMNIVISION TECHNOLOGIE EQUITY 682128103 44 6,727 SH DEFINED 1 6,727
OMNOVA SOLUTIONS EQUITY 682129101 62 13,448 SH DEFINED 1 13,448
ON ASSIGNMENT, INC. EQUITY 682159108 59 7,168 SH DEFINED 1 7,168
ON SEMICONDUCTOR CORPORATION EQUITY 682189105 12 9,465 SH DEFINED 1 9,465
ONEIDA LTD. EQUITY 682505102 68 4,902 SH DEFINED 1 4,902
ONEOK, INC. EQUITY 682680103 2123 112,334 SH DEFINED 1 112,334
ONYX PHARMACEUTICALS INC EQUITY 683399109 20 4,676 SH DEFINED 1 4,676
ONYX SOFTWARE CORP. EQUITY 683402101 28 14,901 SH DEFINED 1 14,901
OPENWAVE SYSTEMS INC. EQUITY 683718100 54 87,464 SH DEFINED 1 87,464
OPLINK COMMUNICATIONS INC EQUITY 68375Q106 20 34,861 SH DEFINED 1 34,861
OPNET TECHNOLOGIES EQUITY 683757108 22 3,427 SH DEFINED 1 3,427
OPTICAL COMMUNICATION PROD EQUITY 68382T101 4 5,071 SH DEFINED 1 5,071
OPTION CARE INC EQUITY 683948103 38 4,324 SH DEFINED 1 4,324
OPTION CARE INC COM EQUITY 683948103 3891 439700 SH Sole 3 439700
ORACLE CORP. EQUITY 68389X105 38319 4,875,250 SH DEFINED 1 4,875,250
ORASURE TECHNOLOGIES INC EQUITY 68554V108 39 8,893 SH DEFINED 1 8,893
ORBITAL SCIENCES CORP. EQUITY 685564106 142 41,734 SH DEFINED 1 41,734
OREGON STEEL MILLS, INC. EQUITY 686079104 54 8,749 SH DEFINED 1 8,749
O'REILLY AUTOMOTIVE, INC. EQUITY 686091109 15 518 SH DEFINED 1 518
ORIENTAL FINANCIAL GROUP EQUITY 68618W100 91 4,134 SH DEFINED 1 4,134
ORTHODONTIC CENTERS OF AMERICA EQUITY 68750P103 172 16,038 SH DEFINED 1 16,038
ORTHOLOGIC CORP EQUITY 68750J107 42 10,837 SH DEFINED 1 10,837
OSHKOSH B'GOSH, INC. CLASS A EQUITY 688222207 120 3,482 SH DEFINED 1 3,482
OSHKOSH TRUCK CORP CL B EQUITY 688239201 288 5,098 SH DEFINED 1 5,098
OSI PHARMACEUTICALS EQUITY 671040103 209 12,315 SH DEFINED 1 12,315
OSI PHARMACEUTICALS INC EQUITY 671040103 4412 260,000 SH DEFINED 2 260,000
OSI SYSTEMS INC EQUITY 671044105 39 2,272 SH DEFINED 1 2,272
OSMONICS INC EQUITY 688350107 43 3,598 SH DEFINED 1 3,598
OTTER TAIL POWER CO. EQUITY 689648103 222 8,425 SH DEFINED 1 8,425
OUTBACK STEAKHOUSE INC. EQUITY 689899102 2804 102,030 SH DEFINED 1 102,030
OVERLAND STORAGE INC EQUITY 690310107 56 5,135 SH DEFINED 1 5,135
OVERSEAS SHIPHOLDING GROUP EQUITY 690368105 835 54,636 SH DEFINED 1 54,636
OVERSTOCK.COM EQUITY 690370101 6 1,020 SH DEFINED 1 1,020
OVERTURE SERVICES INC EQUITY 69039R100 408 17,323 SH DEFINED 1 17,323
OWENS & MINOR, INC. EQUITY 690732102 165 11,574 SH DEFINED 1 11,574
OWENS-ILLINOIS, INC. EQUITY 690768403 18 1,608 SH DEFINED 1 1,608
OXFORD HEALTH PLANS, INC. EQUITY 691471106 5881 151,025 SH DEFINED 1 151,025
OXFORD INDS INC. EQUITY 691497309 45 2,058 SH DEFINED 1 2,058
P A M TRANSN SVCS INC EQUITY 693149106 20 1,050 SH DEFINED 1 1,050
P G & E CORP. EQUITY 69331C108 1961 174,144 SH DEFINED 1 174,144
P. F. CHANGS CHINA BISTRO INC. EQUITY 69333Y108 159 5,471 SH DEFINED 1 5,471
PACCAR, INC EQUITY 693718108 1868 55,285 SH DEFINED 1 55,285
PACER INTL INC TN EQUITY 69373H106 3980 350,700 SH DEFINED 2 350,700
PACIFIC CAPITAL BANCORP EQUITY 69404P101 323 11,877 SH DEFINED 1 11,877
PACIFIC NORTHWEST BANCORP EQUITY 69466M103 142 5,230 SH DEFINED 1 5,230
PACIFIC SUNWEAR CA INC COM EQUITY 694873100 25884 1271300 SH Sole 3 1252600 18700
PACIFIC SUNWEAR OF CALIFORNIA EQUITY 694873100 208 10,226 SH DEFINED 1 10,226
PACIFIC UN BK CALIF EQUITY 695025106 40 3,595 SH DEFINED 1 3,595
PACIFICARE HEALTH SYSTEMS INC CLASS A EQUITY 695112102 1356 58,730 SH DEFINED 1 58,730
PACKAGING CORP OF AMERICA EQUITY 695156109 2426 138,555 SH DEFINED 1 138,555
PACKETEER, INC EQUITY 695210104 23 7,640 SH DEFINED 1 7,640
PACTIV CORP EQUITY 695257105 2319 141,000 SH DEFINED 2 141,000
PACTIV CORPORATION EQUITY 695257105 1158 70,388 SH DEFINED 1 70,388
PAIN THERAPEUTICS INC EQUITY 69562K100 22 5,416 SH DEFINED 1 5,416
PALL CORP EQUITY 696429307 859 54,418 SH DEFINED 1 54,418
PALM HARBOR HOMES, INC EQUITY 696639103 68 5,844 SH DEFINED 1 5,844
PALM, INC EQUITY 696642107 217 293,410 SH DEFINED 1 293,410
PAN PACIFIC RETAIL COM EQUITY 69806L104 7948 230500 SH Sole 3 186585 43915
PAN PACIFIC RETAIL PROPERTIES EQUITY 69806L104 390 11,311 SH DEFINED 1 11,311
PANAMSAT CORP EQUITY 697933109 117 6,763 SH DEFINED 1 6,763
PANERA BREAD COMPANY CL A EQUITY 69840W108 210 7,790 SH DEFINED 1 7,790
PAPA JOHNS INTERNATIONAL, INC EQUITY 698813102 883 30,302 SH DEFINED 1 30,302
PARADYNE NETWORKS INC EQUITY 69911G107 12 9,315 SH DEFINED 1 9,315
PARAMETRIC TECHNOLOGY CORP. EQUITY 699173100 367 204,114 SH DEFINED 1 204,114
PAREXEL INTERNATIONAL CORP. EQUITY 699462107 68 8,034 SH DEFINED 1 8,034
PARK ELECTROCHEMICAL CORP. EQUITY 700416209 97 5,793 SH DEFINED 1 5,793
PARK NATIONAL CORP. EQUITY 700658107 16 175 SH DEFINED 1 175
PARK PLACE ENTERTAINMENT EQUITY 700690100 3194 401,730 SH DEFINED 1 401,730
PARKER DRILLING CO. EQUITY 701081101 58 26,360 SH DEFINED 1 26,360
PARKER HANNIFIN CORP. EQUITY 701094104 2443 63,933 SH DEFINED 1 63,933
PARKERVISION, INC EQUITY 701354102 33 2,889 SH DEFINED 1 2,889
PARKVALE FINL CORP EQUITY 701492100 38 1,620 SH DEFINED 1 1,620
PARKWAY PROPERTIES, INC. EQUITY 70159Q104 1747 51,615 SH DEFINED 1 51,615
PARTNERRE LTD EQUITY G6852T105 8550 177,460 SH DEFINED 1 177,460
PARTNERS TRUST FINCL G EQUITY 70213A103 31 2,236 SH DEFINED 1 2,236
PARTY CITY CORP EQUITY 702145103 27 1,999 SH DEFINED 1 1,999
PATHMARK STORES INC EQUITY 70322A101 93 10,206 SH DEFINED 1 10,206
PATINA OIL & GAS CORP EQUITY 703224105 232 8,127 SH DEFINED 1 8,127
PATTERSON DENTAL CO. EQUITY 703412106 4634 90,541 SH DEFINED 1 90,541
PATTERSON UTI ENERGY INC EQUITY 703481101 8862 347,400 SH DEFINED 2 347,400
PATTERSON-UTI ENERGY INC EQUITY 703481101 2679 105,012 SH DEFINED 1 105,012
PAXAR CORP. EQUITY 704227107 717 49,346 SH DEFINED 1 49,346
PAXSON COMMUNICATIONS CORP. EQUITY 704231109 23 10,440 SH DEFINED 1 10,440
PAYCHEX INC EQUITY 704326107 3440 141,750 SH DEFINED 2 141,750
PAYCHEX, INC. EQUITY 704326107 5252 216,390 SH DEFINED 1 216,390
PAYLESS SHOESOURCE, INC. EQUITY 704379106 2022 37,439 SH DEFINED 1 37,439
PAYPAL INC EQUITY 704508100 3291 157,376 SH DEFINED 1 157,376
PC CONNECTION INC EQUITY 69318J100 9 2,231 SH DEFINED 1 2,231
PC-TEL INC. EQUITY 69325Q105 35 6,802 SH DEFINED 1 6,802
PDF SOLUTIONS INC EQUITY 693282105 21 4,059 SH DEFINED 1 4,059
PEABODY ENERGY CORP EQUITY 704549104 1763 69,128 SH DEFINED 1 69,128
PEAPACK-GLADSTONE FINL EQUITY 704699107 66 1,021 SH DEFINED 1 1,021
PEC SOLUTIONS INC EQUITY 705107100 63 2,841 SH DEFINED 1 2,841
PEDIATRIX MEDICAL GROUP EQUITY 705324101 249 8,048 SH DEFINED 1 8,048
PEETS COFFEE & TEA INC EQUITY 705560100 38 2,948 SH DEFINED 1 2,948
PEGASUS SOLUTIONS INC. EQUITY 705906105 89 8,424 SH DEFINED 1 8,424
PEGASYSTEMS INC EQUITY 705573103 11 2,065 SH DEFINED 1 2,065
PENFORD CORP EQUITY 707051108 35 2,583 SH DEFINED 1 2,583
PENN ENGINERRING & MFG CORP EQUITY 707389300 44 3,966 SH DEFINED 1 3,966
PENN NATIONAL GAMING, INC. EQUITY 707569109 195 10,306 SH DEFINED 1 10,306
PENN TRAFFIC CO NEW EQUITY 707832200 24 3,621 SH DEFINED 1 3,621
PENN VIRGINIA CORPORATION EQUITY 707882106 88 2,710 SH DEFINED 1 2,710
PENNFED FINANCIAL SVCS INC EQUITY 708167101 46 1,690 SH DEFINED 1 1,690
PENNROCK FINL SVCS COR EQUITY 708352109 68 2,351 SH DEFINED 1 2,351
PENNSYLVANIA REAL ESTATE INV. EQUITY 709102107 1124 43,619 SH DEFINED 1 43,619
PENNZOIL-QUAKER STATE CO. EQUITY 709323109 6671 303,663 SH DEFINED 1 303,663
PENTAIR INC COM EQUITY 709631105 46337 1246624 SH Sole 3 1205696 40928
PENTAIR INC. EQUITY 709631105 2439 65,612 SH DEFINED 1 65,612
PENTON MEDIA INC EQUITY 709668107 1 5,054 SH DEFINED 1 5,054
PENWEST PHARMACEUTICALS CO EQUITY 709754105 39 4,702 SH DEFINED 1 4,702
PEOPLES BANCORP INC EQUITY 709789101 69 2,672 SH DEFINED 1 2,672
PEOPLES BANK EQUITY 710198102 8 358 SH DEFINED 1 358
PEOPLES ENERGY CORP. EQUITY 711030106 902 26,773 SH DEFINED 1 26,773
PEOPLES HOLDING COMPANY EQUITY 711148106 78 1,907 SH DEFINED 1 1,907
PEOPLESOFT, INC. EQUITY 712713106 3743 302,572 SH DEFINED 1 302,572
PEP BOYS-MANNY, MOE & JACK EQUITY 713278109 200 16,304 SH DEFINED 1 16,304
PEPCO HOLDINGS INC EQUITY 713291102 4325 216,803 SH DEFINED 1 216,803
PEPSI BOTTLING EQUITY 713409100 2964 126,664 SH DEFINED 1 126,664
PEPSIAMERICAS INC EQUITY 71343P200 2899 204,126 SH DEFINED 1 204,126
Pepsico EQUITY 713448108 1478 40,000 SH DEFINED 4 40,000
PEPSICO INC EQUITY 713448108 10689 289,275 SH DEFINED 2 287,675
PEPSICO, INC. EQUITY 713448108 33403 904,010 SH DEFINED 1 904,010
PEREGRINE PHARMACEUTICALS INC EQUITY 713661106 14 32,414 SH DEFINED 1 32,414
PEREZ COMPANC SA- SPON ADR EQUITY 71367B103 60 44,400 SH DEFINED 1 44,400
PERFORMANCE FOOD GROUP CO. EQUITY 713755106 20 580 SH DEFINED 1 580
PERICOM SEMICONDUCTOR CORP EQUITY 713831105 58 6,675 SH DEFINED 1 6,675
PERINI CORP EQUITY 713839108 19765 4,705,882 SH DEFINED 1 4,705,882
PERKINELMER INC. EQUITY 714046109 300 54,995 SH DEFINED 1 54,995
PEROT SYSTEM CORP. EQUITY 714265105 8 895 SH DEFINED 1 895
PERRIGO CO. EQUITY 714290103 1237 116,396 SH DEFINED 1 116,396
PER-SE TECHNOLOGIES EQUITY 713569309 104 10,574 SH DEFINED 1 10,574
PETCO ANIMAL SUPPLIES EQUITY 716016209 4 192 SH DEFINED 1 192
PETROLEO BRASILEIRO S.A. ADR EQUITY 71654V408 336 31,320 SH DEFINED 1 31,320
PETROLEUM HELICOPTERS -VTG EQUITY 716604103 23 859 SH DEFINED 1 859
PETROQUEST ENERGY INC EQUITY 716748108 41 9,176 SH DEFINED 1 9,176
PETSMART, INC EQUITY 716768106 3203 179,817 SH DEFINED 1 179,817
PF CHANGS CHINA BISTRO COM EQUITY 69333Y108 9705 334300 SH Sole 3 334300
PFF BANCORP, INC. EQUITY 69331W104 106 3,841 SH DEFINED 1 3,841
PFIZER INC EQUITY 717081103 24927 858,813 SH DEFINED 2 38,648
PFIZER, INC. EQUITY 717081103 134645 4,396,958 SH DEFINED 1 4,396,958
PHARMACEUTICAL PRODUCT DEVELOPMENT EQUITY 717124101 12 604 SH DEFINED 1 604
PHARMACEUTICAL RES INC COM EQUITY 717125108 171 6,116 SH DEFINED 1 6,116
PHARMACIA CORP EQUITY 71713U102 8856 227,750 SH DEFINED 2 227,750
PHARMACIA CORPORATION EQUITY 71713U102 78627 2,022,290 SH DEFINED 1 2,022,290
PHARMACOPEIA INC EQUITY 71713B104 70 7,954 SH DEFINED 1 7,954
PHELPS DODGE CORP. EQUITY 717265102 1068 41,679 SH DEFINED 1 41,679
PHILADELPHIA CONS. HLDG. CO. EQUITY 717528103 169 5,712 SH DEFINED 1 5,712
PHILADELPHIA SUBURBAN CORP. EQUITY 718009608 17 826 SH DEFINED 1 826
PHILIP MORRIS COMPANIES, INC. EQUITY 718154107 72354 1,864,790 SH DEFINED 1 1,864,790
PHILIP MORRIS COS INC EQUITY 718154107 22993 592,615 SH DEFINED 2 592,615
PHILLIPS-VAN HEUSEN CORP. EQUITY 718592108 99 7,823 SH DEFINED 1 7,823
PHOENIX COMPANIES INC EQUITY 71902E109 20 1,450 SH DEFINED 1 1,450
PHOENIX TECHNOLOGIES, LTD. EQUITY 719153108 64 8,789 SH DEFINED 1 8,789
PHOTON DYNAMICS EQUITY 719364101 107 5,769 SH DEFINED 1 5,769
PHOTRONICS INC. EQUITY 719405102 90 8,950 SH DEFINED 1 8,950
PICO HOLDINGS INC EQUITY 693366205 24 2,211 SH DEFINED 1 2,211
PIEDMONT NATURAL GAS CO., INC. EQUITY 720186105 371 10,448 SH DEFINED 1 10,448
PIER 1 IMPORTS, INC. EQUITY 720279108 2377 124,627 SH DEFINED 1 124,627
PILGRIMS PRIDE CORP. EQUITY 721467108 48 5,176 SH DEFINED 1 5,176
PINNACLE PARTNER EQUITY 873168108 4974 119,240 SH DEFINED 1 119,240
PINNACLE SYSTEMS, INC. EQUITY 723481107 215 19,936 SH DEFINED 1 19,936
PINNACLE WEST CAPITAL CORP. EQUITY 723484101 1033 37,214 SH DEFINED 1 37,214
PIONEER NATURAL RESOURCES CORP EQUITY 723787107 3753 154,744 SH DEFINED 1 154,744
PIONEER-STANDARD ELECTRONICS EQUITY 723877106 74 10,185 SH DEFINED 1 10,185
PITNEY BOWES INC EQUITY 724479100 5082 166,676 SH DEFINED 2 166,676
PITNEY BOWES, INC. EQUITY 724479100 3363 110,312 SH DEFINED 1 110,312
PITTSTON BRINK'S GROUP EQUITY 725701106 1621 72,385 SH DEFINED 1 72,385
PIXAR INC EQUITY 725811103 11 236 SH DEFINED 1 236
PIXELWORKS INC EQUITY 72581M107 58 11,244 SH DEFINED 1 11,244
PLAINS RESOURCES, INC. EQUITY 726540503 209 8,106 SH DEFINED 1 8,106
PLANAR SYSTEMS, INC. EQUITY 726900103 70 4,375 SH DEFINED 1 4,375
PLANTRONICS, INC. EQUITY 727493108 1197 73,419 SH DEFINED 1 73,419
PLATO LEARNING INC EQUITY 72764Y100 37 5,601 SH DEFINED 1 5,601
PLAYBOY ENTERPRISES, INC. EQUITY 728117300 45 4,733 SH DEFINED 1 4,733
PLAYTEX PRODUCTS, INC. EQUITY 72813P100 81 9,460 SH DEFINED 1 9,460
PLEXUS CORP. EQUITY 729132100 644 69,633 SH DEFINED 1 69,633
PLUG POWER INC EQUITY 72919P103 27 5,637 SH DEFINED 1 5,637
PLUM CREEK TIMBER CO COM EQUITY 729251108 4870 215400 SH Sole 3 174600 40800
PLUM CREEK TIMBER CO INC EQUITY 729251108 2461 108,862 SH DEFINED 1 108,862
Plum Creek Timber Co. EQUITY 729251108 1244 55,000 SH DEFINED 4 55,000
PLX TECHNOLOGY, INC. EQUITY 693417107 6 5,760 SH DEFINED 1 5,760
PMA CAPITAL CORP. EQUITY 693419202 134 8,950 SH DEFINED 1 8,950
PMC-SIERRA, INC. EQUITY 69344F106 308 79,426 SH DEFINED 1 79,426
PMI GROUP INC COM EQUITY 69344M101 34933 1283836 SH Sole 3 1207202 76634
PMI GROUP, INC. EQUITY 69344M101 3996 146,852 SH DEFINED 1 146,852
PNC FINANCIAL SERVICES EQUITY 693475105 5735 136,000 SH DEFINED 1 136,000
PNM RESOURCES INC EQUITY 69349H107 1266 63,916 SH DEFINED 1 63,916
POGO PRODUCING CO EQUITY 730448107 25 741 SH DEFINED 1 741
POGO PRODUCING CO COM EQUITY 730448107 82769 2430081 SH Sole 3 2356605 73476
POLARIS INDUSTRIES, INC. EQUITY 731068102 18 294 SH DEFINED 1 294
POLO RALPH LAUREN CO EQUITY 731572103 9 444 SH DEFINED 1 444
POLYCOM, INC. EQUITY 73172K104 903 132,927 SH DEFINED 1 132,927
POLYMEDICA CORP EQUITY 731738100 83 3,156 SH DEFINED 1 3,156
POLYONE CORPORATION EQUITY 73179P106 229 26,716 SH DEFINED 1 26,716
POMEROY COMPUTER RESOURCES EQUITY 731822102 33 3,369 SH DEFINED 1 3,369
POPE & TALBOT, INC. EQUITY 732827100 68 5,298 SH DEFINED 1 5,298
POPULAR INC EQUITY 733174106 62 1,976 SH DEFINED 1 1,976
PORT FINANCIAL CORPORATION EQUITY 734119100 67 1,672 SH DEFINED 1 1,672
PORTAL SOFTWARE EQUITY 736126103 10 40,522 SH DEFINED 1 40,522
POSSIS MEDICAL INC EQUITY 737407106 59 5,811 SH DEFINED 1 5,811
POST PROPERTIES, INC. EQUITY 737464107 10113 389,259 SH DEFINED 1 389,259
POTLATCH CORP. EQUITY 737628107 1352 47,132 SH DEFINED 1 47,132
POWELL INDUSTRIES INC EQUITY 739128106 42 2,220 SH DEFINED 1 2,220
POWER INTEGRATIONS, INC. EQUITY 739276103 104 8,540 SH DEFINED 1 8,540
POWER-ONE , INC. EQUITY 739308104 157 52,570 SH DEFINED 1 52,570
POWERWAVE TECHNOLOGIES INC EQUITY 739363109 368 108,516 SH DEFINED 1 108,516
POZEN INC. EQUITY 73941U102 39 7,661 SH DEFINED 1 7,661
PPG INDS INC EQUITY 693506107 5493 122,889 SH DEFINED 2 122,889
PPG INDUSTRIES, INC. EQUITY 693506107 4473 100,072 SH DEFINED 1 100,072
PPL CORPORATION EQUITY 69351T106 2461 75,629 SH DEFINED 1 75,629
PRACTICEWORKS INC EQUITY 739419109 92 5,301 SH DEFINED 1 5,301
PRACTICEWORKS INC COM EQUITY 739419109 6596 381300 SH Sole 3 381300
PRAECIS PHARMACEUTICALS INC EQUITY 739421105 52 17,558 SH DEFINED 1 17,558
PRAXAIR, INC. EQUITY 74005P104 5530 108,204 SH DEFINED 1 108,204
PRECISION CASTPARTS CORP. EQUITY 740189105 1512 69,751 SH DEFINED 1 69,751
PREMCOR INC EQUITY 74045Q104 4 260 SH DEFINED 1 260
PRENTISS PROPERTIES TRUST EQUITY 740706106 2102 72,619 SH DEFINED 1 72,619
PREPAID LEGAL SERVICES, INC. EQUITY 740065107 94 4,709 SH DEFINED 1 4,709
PRESIDENTIAL LIFE CORP. EQUITY 740884101 101 7,004 SH DEFINED 1 7,004
PRESSTEK INC EQUITY 741113104 26 10,389 SH DEFINED 1 10,389
PRG-SCHULTZ INTERNATIONAL EQUITY 69357C107 150 12,094 SH DEFINED 1 12,094
PRG-SCHULTZ INTL INC COM EQUITY 69357C107 18408 1486900 SH Sole 3 1465100 21800
PRICE COMMUNICATIONS CO. EQUITY 741437305 997 88,252 SH DEFINED 1 88,252
PRICE ENTERP INC EQUITY 74144P106 18 6,257 SH DEFINED 1 6,257
PRICELINE.COM INC. EQUITY 741503106 63 42,963 SH DEFINED 1 42,963
PRICESMART, INC. EQUITY 741511109 26 1,292 SH DEFINED 1 1,292
PRIDE INTERNATIONAL EQUITY 74153Q102 2304 177,212 SH DEFINED 1 177,212
PRIDE INTERNATIONAL INC EQUITY 74153Q102 4290 330,000 SH DEFINED 2 330,000
PRIMA ENERGY CORP EQUITY 741901201 72 3,417 SH DEFINED 1 3,417
PRIME HOSPITALITY CORP. EQUITY 741917108 126 15,306 SH DEFINED 1 15,306
PRIME MED SVCS INC NEW EQUITY 74156D108 39 4,272 SH DEFINED 1 4,272
PRIMEDIA INC EQUITY 74157K101 66 44,480 SH DEFINED 1 44,480
PRINCETON REVIEW INC EQUITY 742352107 33 5,452 SH DEFINED 1 5,452
PRINCIPAL FINANCIAL GROUP EQUITY 74251V102 13311 508,445 SH DEFINED 1 508,445
PRIORITY HEALTHCARE EQUITY 74264T102 206 8,167 SH DEFINED 1 8,167
PRIVATE MEDIA GROUP INC EQUITY 74266R104 12 4,888 SH DEFINED 1 4,888
PRIVATEBANCORP INC EQUITY 742962103 38 1,245 SH DEFINED 1 1,245
PROASSURANCE CORPORATION EQUITY 74267C106 123 7,272 SH DEFINED 1 7,272
PROBUSINESS SERVICES INC. EQUITY 742674104 45 7,132 SH DEFINED 1 7,132
PROCTER & GAMBLE CO. EQUITY 742718109 105988 1,185,818 SH DEFINED 1 1,185,818
PROCTER + GAMBLE CO EQUITY 742718109 13855 155,012 SH DEFINED 2 155,012
PROFESSIONAL DETAILING, INC. EQUITY 69329V100 11 2,772 SH DEFINED 1 2,772
PROGENICS PHARMACEUTICALS EQUITY 743187106 13 2,677 SH DEFINED 1 2,677
Progress Energy EQUITY 743263105 7561 185,000 SH DEFINED 4 185,000
PROGRESS ENERGY INC. EQUITY 743263105 3881 94,950 SH DEFINED 1 94,950
PROGRESS SOFTWARE CORP. EQUITY 743312100 129 10,643 SH DEFINED 1 10,643
PROGRESSIVE CORP. EQUITY 743315103 4722 93,260 SH DEFINED 1 93,260
PROLOGIS EQUITY 743410102 114 4,579 SH DEFINED 1 4,579
PROLOGIS TR SH BEN INT EQUITY 743410102 20005 803090 SH Sole 3 650374 152716
PROQUEST CO. EQUITY 74346P102 160 5,268 SH DEFINED 1 5,268
PROSPERITY BANCSHARES INC EQUITY 743606105 63 3,728 SH DEFINED 1 3,728
PROTECTION ONE INC EQUITY 743663304 11 4,021 SH DEFINED 1 4,021
PROTECTIVE LIFE CORP COM EQUITY 743674103 2818 91,593 SH DEFINED 1 91,593
PROTEIN DESIGN LABS, INC. EQUITY 74369L103 1247 150,223 SH DEFINED 1 150,223
PROTON ENERGY SYSTEMS EQUITY 74371K101 17 8,215 SH DEFINED 1 8,215
PROVIDENT BANCORP INC EQUITY 743835100 29 1,016 SH DEFINED 1 1,016
PROVIDENT BANKSHARES CORP. EQUITY 743859100 175 8,102 SH DEFINED 1 8,102
PROVIDENT FINANCIAL GROUP EQUITY 743866105 1626 64,788 SH DEFINED 1 64,788
PROVIDIAN FINANCIAL CORP. EQUITY 74406A102 624 127,336 SH DEFINED 1 127,336
PROVINCE HEALTHCARE CO. EQUITY 743977100 278 16,227 SH DEFINED 1 16,227
PROXIM CORP CL-A EQUITY 744283102 71 40,454 SH DEFINED 1 40,454
PROXYMED PHARMACY INC EQUITY 744290305 24 1,554 SH DEFINED 1 1,554
PRUDENTIAL FINANCIAL INC EQUITY 744320102 81195 2,842,950 SH DEFINED 1 2,842,950
PS BUSINESS PARKS, INC. EQUITY 69360J107 116 3,400 SH DEFINED 1 3,400
PS BUSINESS PKS INC CA COM EQUITY 69360J107 14953 439800 SH Sole 3 356820 82980
PSEG ENERGY HOLDINGS EQUITY 744573106 18259 598,662 SH DEFINED 1 598,662
PSS WORLD MEDICAL, INC EQUITY 69366A100 161 24,179 SH DEFINED 1 24,179
PTEK HLDGS INC EQUITY 69366M104 75 16,022 SH DEFINED 1 16,022
PUBLIC STORAGE INC EQUITY 74460D109 46 1,436 SH DEFINED 1 1,436
PUBLIC STORAGE INC COM EQUITY 74460D109 9318 292100 SH Sole 3 237000 55100
Public Svc Enterprise Group EQUITY 744573106 3965 130,000 SH DEFINED 4 130,000
PUGET ENEGY INC. EQUITY 745310102 4772 233,803 SH DEFINED 1 233,803
PULITZER INC. EQUITY 745769109 126 3,028 SH DEFINED 1 3,028
PULTE HOMES INC. EQUITY 745867101 1802 42,281 SH DEFINED 1 42,281
PURE RESOURCES INC EQUITY 74622E102 133 5,935 SH DEFINED 1 5,935
Q MED EQUITY 747914109 18 2,605 SH DEFINED 1 2,605
QLOGIC CORP COM EQUITY 747277101 11223 431000 SH Sole 3 378200 52800
QLOGIC CORP. EQUITY 747277101 1147 44,057 SH DEFINED 1 44,057
QRS CORP. EQUITY 74726X105 31 4,624 SH DEFINED 1 4,624
QUADRAMED CORP EQUITY 74730W101 17 9,210 SH DEFINED 1 9,210
QUAKER CHEM CORP COM EQUITY 747316107 50 2,616 SH DEFINED 1 2,616
QUAKER CIRY BANCORP INC EQUITY 74731K106 57 1,732 SH DEFINED 1 1,732
QUAKER FABRIC CORP. EQUITY 747399103 25 3,975 SH DEFINED 1 3,975
QUALCOMM INC EQUITY 747525103 3121 113,000 SH DEFINED 2 113,000
QUALCOMM, INC. EQUITY 747525103 11318 409,790 SH DEFINED 1 409,790
QUANEX CORP. EQUITY 747620102 167 4,813 SH DEFINED 1 4,813
QUANTA SERVICES, INC. EQUITY 74762E102 243 116,778 SH DEFINED 1 116,778
QUANTUM CORP DLT & STORAGE EQUITY 747906204 557 251,936 SH DEFINED 1 251,936
Quest Diagnostics EQUITY 74834L100 1901 30,900 SH DEFINED 4 30,900
QUEST DIAGNOSTICS, INC. EQUITY 74834L100 8019 130,332 SH DEFINED 1 130,332
QUEST SOFTWARE INC EQUITY 74834T103 118 12,598 SH DEFINED 1 12,598
QUESTAR CORP. EQUITY 748356102 3394 148,620 SH DEFINED 1 148,620
QUICKSILVER RESOURCES COM EQUITY 74837R104 4793 266300 SH Sole 3 266300
QUICKSILVER RESOURCES INC EQUITY 74837R104 58 3,249 SH DEFINED 1 3,249
QUICKSILVER, INC. EQUITY 74838C106 149 6,604 SH DEFINED 1 6,604
QUIDEL CORPORATION EQUITY 74838J101 39 8,710 SH DEFINED 1 8,710
QUINTILES TRANSNATIONAL CORP. EQUITY 748767100 493 51,876 SH DEFINED 1 51,876
QUINTON CARDIOLOGY EQUITY 748773108 1575 258200 SH Sole 3 258200
QUINTON CARDIOLOGY SYS INC EQUITY 748773108 1098 180,000 SH DEFINED 2 180,000
QUIXOTE CORP EQUITY 749056107 41 2,218 SH DEFINED 1 2,218
QUOVADX INC EQUITY 74913K106 10 7,096 SH DEFINED 1 7,096
QWEST COMMUNICATIONS INTL. EQUITY 749121109 1681 737,194 SH DEFINED 1 737,194
R&G FINANCIAL CO. EQUITY 749136107 105 4,800 SH DEFINED 1 4,800
R. R. DONNELLEY AND SONS CO. EQUITY 257867101 1245 52,977 SH DEFINED 1 52,977
R.H. DONNELLEY CORP. EQUITY 74955W307 242 9,294 SH DEFINED 1 9,294
R.O.C. TAIWAN FUND EQUITY 749651105 1123 320,800 SH DEFINED 1 320,800
RACING CHAMPIONS ERTL EQUITY 750069106 47 2,880 SH DEFINED 1 2,880
RADIAN GROUP INC COM EQUITY 750236101 36639 1121837 SH Sole 3 1056772 65065
RADIAN GROUP, INC. EQUITY 750236101 4128 126,400 SH DEFINED 1 126,400
RADIANT SYSTEMS, INC. EQUITY 75025N102 47 5,834 SH DEFINED 1 5,834
RADIO ONE INC EQUITY 75040P405 7759 470,500 SH DEFINED 2 470,500
RADIO ONE INC -CL D EQUITY 75040P405 17 1,001 SH DEFINED 1 1,001
RADIO ONE INC CL D NON VTG EQUITY 75040P405 51741 3137709 SH Sole 3 3051301 86408
RADIOLOGIX INC EQUITY 75040K109 41 6,473 SH DEFINED 1 6,473
RADIOSHACK CORP. EQUITY 750438103 1515 75,531 SH DEFINED 1 75,531
RADISYS CORP. EQUITY 750459109 22 5,551 SH DEFINED 1 5,551
RAILAMERICA INC EQUITY 750753105 70 9,684 SH DEFINED 1 9,684
RAINBOW TECHNOLOGIES INC EQUITY 750862104 23 8,039 SH DEFINED 1 8,039
RAINDANCE COMM EQUITY 75086X106 45 14,683 SH DEFINED 1 14,683
RAINDANCE COMMUNICATIONS I EQUITY 75086X106 448 145,000 SH DEFINED 2 145,000
RAIT INVESTMENT TRUST EQUITY 749227104 870 42,209 SH DEFINED 1 42,209
RALCORP HOLDINGS, INC. EQUITY 751028101 216 10,165 SH DEFINED 1 10,165
RAMBUS INC. EQUITY 750917106 123 28,342 SH DEFINED 1 28,342
RAMCO-GERSHENSON PROPERTIES EQUITY 751452202 54 2,762 SH DEFINED 1 2,762
RANGE RESOURCES CORP EQUITY 75281A109 81 17,392 SH DEFINED 1 17,392
RARE HOSPITALITY INTERNATIONAL EQUITY 753820109 157 6,692 SH DEFINED 1 6,692
RATIONALE SOFTWARE CORP EQUITY 75409P202 395 91,364 SH DEFINED 1 91,364
RAYMOND JAMES FINANCIAL, INC. EQUITY 754730109 15 563 SH DEFINED 1 563
RAYONIER, INC. EQUITY 754907103 2761 65,881 SH DEFINED 1 65,881
RAYOVAC CORP. EQUITY 755081106 133 10,877 SH DEFINED 1 10,877
RAYTECH CORP DEL EQUITY 755103108 86 14,110 SH DEFINED 1 14,110
RAYTHEON CO EQUITY 755111507 3695 126,100 SH DEFINED 2 126,100
RAYTHEON CO COM NEW EQUITY 755111507 3223 110000 SH Sole 3 110000
RAYTHEON CO. EQUITY 755111507 6474 220,960 SH DEFINED 1 220,960
RCN CORP. EQUITY 749361101 10 20,051 SH DEFINED 1 20,051
READER'S DIGEST ASSOC., INC. CLASS A EQUITY 755267101 2078 132,807 SH DEFINED 1 132,807
READ-RITE CORP. EQUITY 755246105 21 41,095 SH DEFINED 1 41,095
REALNETWORKS, INC. EQUITY 75605L104 4 1,166 SH DEFINED 1 1,166
REALTY INCOME CORP COM EQUITY 756109104 4610 135000 SH Sole 3 120000 15000
REALTY INCOME CORP. EQUITY 756109104 386 11,316 SH DEFINED 1 11,316
RECKSON ASSOC REALTY CORP. EQUITY 75621K106 18 773 SH DEFINED 1 773
RECKSON ASSOCS RLTY CL B EQUITY 75621K304 4439 186900 SH Sole 3 166200 20700
RECKSON ASSOCS RLTY COM EQUITY 75621K106 14384 631700 SH Sole 3 519911 111789
RED HAT, INC. EQUITY 756577102 183 38,431 SH DEFINED 1 38,431
REDBACK NETWORKS INC EQUITY 757209101 14 45,677 SH DEFINED 1 45,677
REDWOOD TRUST, INC. EQUITY 758075402 2478 90,665 SH DEFINED 1 90,665
REEBOK INTERNATIONAL, LTD. EQUITY 758110100 658 26,265 SH DEFINED 1 26,265
REGAL ENTMT GROUP EQUITY 758766109 4 246 SH DEFINED 1 246
REGAL-BELOIT CORP. EQUITY 758750103 134 7,848 SH DEFINED 1 7,848
REGENCY CENTERS CORPORATION EQUITY 758849103 11 345 SH DEFINED 1 345
REGENERON PHARMACEUTICALS INC. EQUITY 75886F107 153 11,347 SH DEFINED 1 11,347
REGENT COMMUNICATIONS, INC EQUITY 758865109 46 9,049 SH DEFINED 1 9,049
REGIONS FINANCIAL CORP. EQUITY 758940100 3193 97,748 SH DEFINED 1 97,748
REGIS CORP. EQUITY 758932107 416 14,692 SH DEFINED 1 14,692
REGISTER.COM EQUITY 75914G101 30 10,020 SH DEFINED 1 10,020
REHAB CARE GROUP EQUITY 759148109 136 5,894 SH DEFINED 1 5,894
REINSURANCE GROUP OF EQUITY 759351109 6 248 SH DEFINED 1 248
RELIANCE STEEL & ALUMINIUM CO. EQUITY 759509102 176 8,052 SH DEFINED 1 8,052
RELIANT ENERGY, INC. EQUITY 75952J108 1377 137,547 SH DEFINED 1 137,547
RELIANT RESOURCES INC EQUITY 75952B105 112 63,916 SH DEFINED 1 63,916
REMEC, INC. EQUITY 759543101 52 15,286 SH DEFINED 1 15,286
REMEDYTEMP INC EQUITY 759549108 23 1,858 SH DEFINED 1 1,858
REMINGTON OIL & GAS CORP EQUITY 759594302 97 6,889 SH DEFINED 1 6,889
RENAISSANCE LEARNING, INC. EQUITY 75968L105 52 3,685 SH DEFINED 1 3,685
RENAL CARE GROUP, INC. EQUITY 759930100 22 662 SH DEFINED 1 662
RENT-A-CENTER INC EQUITY 76009N100 19 366 SH DEFINED 1 366
RENT-WAY, INC. EQUITY 76009U104 26 8,670 SH DEFINED 1 8,670
REPUBLIC BANCORP, INC. EQUITY 760281204 237 18,528 SH DEFINED 1 18,528
REPUBLIC BANCSHARES, INC. EQUITY 759929102 33 1,701 SH DEFINED 1 1,701
REPUBLIC SERVICES IN EQUITY 760759100 4099 218,029 SH DEFINED 1 218,029
REPUBLIC SVCS INC EQUITY 760759100 5072 269,800 SH DEFINED 2 269,800
RES-CARE INC EQUITY 760943100 26 5,230 SH DEFINED 1 5,230
RESEARCH FRONTIERS EQUITY 760911107 29 3,258 SH DEFINED 1 3,258
RESMED INC EQUITY 761152107 295 10,326 SH DEFINED 1 10,326
RESOURCE AMERICA, INC. EQUITY 761195205 41 5,091 SH DEFINED 1 5,091
RESOURCES CONNECTION INC EQUITY 76122Q105 93 6,467 SH DEFINED 1 6,467
RESPIRONICS INC. EQUITY 761230101 333 10,396 SH DEFINED 1 10,396
RESTORATION HARDWARE I EQUITY 760981100 27 6,056 SH DEFINED 1 6,056
RETEK INC. EQUITY 76128Q109 315 87,585 SH DEFINED 1 87,585
REVLON, INC.-CL A EQUITY 761525500 9 2,900 SH DEFINED 1 2,900
REX STORES CORP EQUITY 761624105 29 2,853 SH DEFINED 1 2,853
REYNOLDS AND REYNOLDS CO., CLASS A EQUITY 761695105 2075 92,480 SH DEFINED 1 92,480
RF MICRO DEVICES INC EQUITY 749941100 1382 230,280 SH DEFINED 1 230,280
RF MONOLITHICS INC COM(OXFORD PTNRS L EQUITY 74955F106 18 4,973 SH DEFINED 1 4,973
RFS HOTEL INVESTORS, INC. EQUITY 74955J108 935 85,049 SH DEFINED 1 85,049
RIBAPHARM INC EQUITY 762537108 2 354 SH DEFINED 1 354
RICHARDSON ELEC LTD EQUITY 763165107 14 2,169 SH DEFINED 1 2,169
RIGEL PHARMACEUTICALS INC EQUITY 766559108 14 8,907 SH DEFINED 1 8,907
RIGGS NATIONAL CORP. EQUITY 766570105 68 4,737 SH DEFINED 1 4,737
RIGHT MANAGEMENT CONSULTANTS EQUITY 766573109 92 3,723 SH DEFINED 1 3,723
RITA MED SYS INC DEL EQUITY 76774E103 15 3,386 SH DEFINED 1 3,386
RITE AID CORP EQUITY 767754104 12 5,579 SH DEFINED 1 5,579
Riverdeep Group PLC USD0.01 Spons ADR EQUITY 76870Q109 457 72,500 SH DEFINED 1 72,500
RIVERSTONE NETWORKS INC EQUITY 769320102 21 41,160 SH DEFINED 1 41,160
RIVIANA FOODS EQUITY 769536103 46 2,023 SH DEFINED 1 2,023
RIVIERA HOLDINGS CORP EQUITY 769627100 2041 345,900 SH DEFINED 1 345,900
RJ Reynolds EQUITY 76182K105 4072 101,000 SH DEFINED 4 101,000
RJ REYNOLDS TOBACCO HOLDINGS EQUITY 76182K105 1595 39,559 SH DEFINED 1 39,559
RLI CORP. EQUITY 749607107 114 2,130 SH DEFINED 1 2,130
RMH TELESERVICES INC EQUITY 749938106 32 3,968 SH DEFINED 1 3,968
ROADWAY CORP. EQUITY 769742107 147 4,005 SH DEFINED 1 4,005
ROANOKE ELECTRIC STEEL CORP EQUITY 769841107 36 3,328 SH DEFINED 1 3,328
ROBBINS & MYERS, INC. EQUITY 770196103 62 3,329 SH DEFINED 1 3,329
ROBERT HALF INTERNATIONAL INC. EQUITY 770323103 1218 76,769 SH DEFINED 1 76,769
ROCK-TENN CO., CLASS A EQUITY 772739207 59 3,817 SH DEFINED 1 3,817
ROCKWELL AUTOMATION INC EQUITY 773903109 2363 145,263 SH DEFINED 1 145,263
ROCKWELL COLLINS INC EQUITY 774341101 1779 81,106 SH DEFINED 1 81,106
ROGERS CORP. EQUITY 775133101 125 5,365 SH DEFINED 1 5,365
ROHM + HAAS CO EQUITY 775371107 8289 267,384 SH DEFINED 2 267,384
ROHM AND HAAS CO. EQUITY 775371107 3004 96,896 SH DEFINED 1 96,896
ROLLINS, INC. EQUITY 775711104 867 44,700 SH DEFINED 1 44,700
ROPER INDUSTRIES, INC. EQUITY 776696106 341 9,884 SH DEFINED 1 9,884
ROSLYN BANCORP, INC. EQUITY 778162107 1939 111,364 SH DEFINED 1 111,364
ROSS STORES, INC. EQUITY 778296103 3732 104,712 SH DEFINED 1 104,712
Rostelecom ADR EQUITY 778529107 565 97,000 SH DEFINED 1 97,000
ROUSE CO EQUITY 779273101 34 1,068 SH DEFINED 1 1,068
ROUSE CO COM EQUITY 779273101 24506 767000 SH Sole 3 620479 146521
ROWAN COMPANIES, INC. EQUITY 779382100 768 41,209 SH DEFINED 1 41,209
ROXIO INC EQUITY 780008108 20 6,510 SH DEFINED 1 6,510
ROYAL BANCSHARES OF PENN-A EQUITY 780081105 32 1,723 SH DEFINED 1 1,723
ROYAL CARRIBEAN CRUISES LTD. EQUITY V7780T103 11 685 SH DEFINED 2 685
ROYAL GOLD INC EQUITY 780287108 81 4,244 SH DEFINED 1 4,244
RPC EQUITY 749660106 37 3,767 SH DEFINED 1 3,767
RPM INTERNATIONAL INC. EQUITY 749685103 2153 153,157 SH DEFINED 1 153,157
RSA SECURITY INC. EQUITY 749719100 302 90,012 SH DEFINED 1 90,012
RTI INTERNATIONAL METALS, INC. EQUITY 74973W107 74 7,063 SH DEFINED 1 7,063
RUBY TUESDAY, INC. EQUITY 781182100 16 837 SH DEFINED 1 837
RUDDICK CORP. EQUITY 781258108 1093 71,939 SH DEFINED 1 71,939
RUDOLPH TECHNOLOGIES INC. EQUITY 781270103 32 3,122 SH DEFINED 1 3,122
RUSS BERRIE AND CO., INC. EQUITY 782233100 100 3,348 SH DEFINED 1 3,348
RUSSELL CORP. EQUITY 782352108 123 8,220 SH DEFINED 1 8,220
RYANAIR HOLDINGS PLC-SP ADR EQUITY 783513104 39 1,150 SH DEFINED 1 1,150
RYAN'S FAMILY STEAK HOUSES EQUITY 783519101 183 15,047 SH DEFINED 1 15,047
RYDER SYSTEM, INC. EQUITY 783549108 684 27,435 SH DEFINED 1 27,435
RYERSON TULL, INC. EQUITY 78375P107 49 7,573 SH DEFINED 1 7,573
RYLAND GROUP EQUITY 783764103 15 394 SH DEFINED 1 394
RYLAND GROUP INC COM EQUITY 783764103 3379 90900 SH Sole 3 90900
S J W CORP COM EQUITY 784305104 54 694 SH DEFINED 1 694
S&T BANCORP, INC. EQUITY 783859101 227 9,011 SH DEFINED 1 9,011
S.Y. BANCORP INC EQUITY 785060104 67 1,930 SH DEFINED 1 1,930
S1 CORPORATION EQUITY 78463B101 129 24,049 SH DEFINED 1 24,049
SABRE HOLDINGS CORP. EQUITY 785905100 1236 63,882 SH DEFINED 1 63,882
SAFECO CORP. EQUITY 786429100 1795 56,479 SH DEFINED 1 56,479
SAFEGUARD SCIENTIFICS, INC. EQUITY 786449108 45 40,552 SH DEFINED 1 40,552
SAFEWAY INC EQUITY 786514208 5759 258,240 SH DEFINED 1 258,240
SAGA COMMUNICATIONS, INC. CLASS A EQUITY 786598102 93 5,052 SH DEFINED 1 5,052
SAKS INC. EQUITY 79377W108 1999 189,847 SH DEFINED 1 189,847
SALEM COMMUNICATION- CLASS A EQUITY 794093104 66 2,966 SH DEFINED 1 2,966
SALIX PHARMACEUTICALS EQUITY 795435106 51 6,040 SH DEFINED 1 6,040
SALTON, INC. EQUITY 795757103 19 2,191 SH DEFINED 1 2,191
SANCHEZ COMPUTER ASSOCIATES EQUITY 799702105 11 4,627 SH DEFINED 1 4,627
SANDERSON FARMS, INC. EQUITY 800013104 27 1,701 SH DEFINED 1 1,701
SANDISK CORP. EQUITY 80004C101 1458 111,244 SH DEFINED 1 111,244
SANDY SPRING BANCORP, INC. EQUITY 800363103 152 4,927 SH DEFINED 1 4,927
SANGAMO BIOSCIENCES INC EQUITY 800677106 11 5,785 SH DEFINED 1 5,785
SANGSTAT MEDICAL CORP. EQUITY 801003104 187 8,945 SH DEFINED 1 8,945
SANMINA - SCI CORP EQUITY 800907107 738 266,501 SH DEFINED 1 266,501
SANTANDER BANCORP EQUITY 802809103 40 2,878 SH DEFINED 1 2,878
SAPIENT CORP. EQUITY 803062108 28 27,594 SH DEFINED 1 27,594
SARA LEE CORP. EQUITY 803111103 8370 457,610 SH DEFINED 1 457,610
SAUER-DANFOSS INC. EQUITY 804137107 30 3,301 SH DEFINED 1 3,301
SAUL CENTERS, INC. EQUITY 804395101 185 7,985 SH DEFINED 1 7,985
SAXON CAPITAL INC EQUITY 80556P302 106 9,539 SH DEFINED 1 9,539
SBC COMMUNICATIONS INC EQUITY 78387G103 5872 292,119 SH DEFINED 2 292,119
SBC COMMUNICATIONS, INC. EQUITY 78387G103 38328 1,906,889 SH DEFINED 1 1,906,889
SBS TECHNOLOGIES INC EQUITY 78387P103 35 4,957 SH DEFINED 1 4,957
SCANA CORP EQUITY 80589M102 3633 139,615 SH DEFINED 1 139,615
SCANSOFT INC EQUITY 80603P107 58 17,671 SH DEFINED 1 17,671
SCANSOURCE INC EQUITY 806037107 95 1,637 SH DEFINED 1 1,637
SCHAWK, INC. EQUITY 806373106 26 2,613 SH DEFINED 1 2,613
SCHEIN HENRY INC COM EQUITY 806407102 57882 1097292 SH Sole 3 1046900 50392
SCHERING PLOUGH CORP EQUITY 806605101 15 690 SH DEFINED 2 690
SCHERING-PLOUGH CORP. EQUITY 806605101 25262 1,184,920 SH DEFINED 1 1,184,920
SCHLUMBERGER LTD EQUITY 806857108 122 3,150 SH DEFINED 2 3,150
SCHLUMBERGER, LTD. EQUITY 806857108 12540 326,050 SH DEFINED 1 326,050
SCHNITZER STL INDS EQUITY 806882106 25 1,386 SH DEFINED 1 1,386
SCHOLASTIC CORP. EQUITY 807066105 2320 51,919 SH DEFINED 1 51,919
SCHOOL SPECIALTY, INC. EQUITY 807863105 125 5,015 SH DEFINED 1 5,015
SCHULMAN, A. INC. EQUITY 808194104 895 51,669 SH DEFINED 1 51,669
SCHWAB CHARLES CORP EQUITY 808513105 1254 144,135 SH DEFINED 2 4,935
SCHWEITZER-MAUDUIT INC. EQUITY 808541106 108 5,054 SH DEFINED 1 5,054
SCIENTIFIC GAMES CORP A EQUITY 80874P109 78 11,638 SH DEFINED 1 11,638
SCIENTIFIC-ATLANTA, INC. EQUITY 808655104 1110 88,706 SH DEFINED 1 88,706
SCIOS NOVA INC. EQUITY 808905103 400 15,708 SH DEFINED 1 15,708
SCM MICROSYSTEMS, INC. EQUITY 784018103 21 5,291 SH DEFINED 1 5,291
SCOTTS CO. EQUITY 810186106 12 279 SH DEFINED 1 279
SCP POOL CORPORATION EQUITY 784028102 189 6,886 SH DEFINED 1 6,886
SCRIPPS CO EQUITY 811054204 27 387 SH DEFINED 1 387
SEABOARD CORP. EQUITY 811543107 27 124 SH DEFINED 1 124
SEACHANGE INTERNATIONAL, INC. EQUITY 811699107 52 7,526 SH DEFINED 1 7,526
SEACOAST BANKING CORP FL EQUITY 811707306 68 3,533 SH DEFINED 1 3,533
SEACOAST FINANCIAL SERVICES CO EQUITY 81170Q106 165 8,233 SH DEFINED 1 8,233
SEACOR SMIT, INC. EQUITY 811904101 241 5,886 SH DEFINED 1 5,886
SEALED AIR CORP EQUITY 81211K100 627 37,093 SH DEFINED 1 37,093
SEARS ROEBUCK & CO EQUITY 812387108 6790 174,098 SH DEFINED 1 174,098
SEARS ROEBUCK & CO COM EQUITY 812387108 3120 80000 SH Sole 3 80000
SEARS ROEBUCK + CO EQUITY 812387108 3647 93,500 SH DEFINED 2 93,500
SEATTLE GENETICS INC WA EQUITY 812578102 20 6,099 SH DEFINED 1 6,099
SECOND BANCORP, INC. EQUITY 813114105 77 2,872 SH DEFINED 1 2,872
SECURE COMPUTING CORP EQUITY 813705100 32 9,947 SH DEFINED 1 9,947
SEEBEYOND TECHNOLOGY CORP. EQUITY 815704101 25 17,728 SH DEFINED 1 17,728
SEI INVESTMENTS CO. EQUITY 784117103 3429 143,573 SH DEFINED 1 143,573
SELECT COMFORT CORP EQUITY 81616X103 156 25,290 SH DEFINED 1 25,290
SELECT MEDICAL CORP EQUITY 816196109 85 5,954 SH DEFINED 1 5,954
SELECT MEDICAL CORP COM EQUITY 816196109 8488 593600 SH Sole 3 593600
SELECTIVE INSURANCE GROUP, INC EQUITY 816300107 191 8,767 SH DEFINED 1 8,767
SEMCO ENERGY, INC. EQUITY 78412D109 49 6,252 SH DEFINED 1 6,252
SEMINIS INC EQUITY 816658108 14 4,689 SH DEFINED 1 4,689
SEMITOOL, INC. EQUITY 816909105 28 5,444 SH DEFINED 1 5,444
SEMPRA ENERGY EQUITY 816851109 3028 110,480 SH DEFINED 1 90,270
SEMTECH CORP. EQUITY 816850101 942 97,082 SH DEFINED 1 97,082
SENIOR HOUSING PROP TRUST EQUITY 81721M109 173 15,430 SH DEFINED 1 15,430
SENIOR HOUSING PROP TRUST EQUITY 81721M109 12048 1073800 SH Sole 3 885404 188396
SENSIENT TECHNOLOGIES CORP. EQUITY 81725T100 1631 77,183 SH DEFINED 1 77,183
SEPRACOR, INC. EQUITY 817315104 718 137,054 SH DEFINED 1 137,054
SEQUA CORP CLASS A EQUITY 817320104 825 15,839 SH DEFINED 1 15,839
SEQUENOM, INC. EQUITY 817337108 20 12,731 SH DEFINED 1 12,731
SERENA SOFTWARE, INC. EQUITY 817492101 71 5,899 SH DEFINED 1 5,899
SEROLOGICALS CORP. EQUITY 817523103 98 7,329 SH DEFINED 1 7,329
SERVICE CORP INTERNATIONAL EQUITY 817565104 349 99,755 SH DEFINED 1 99,755
SERVICEMASTER COMPAN EQUITY 81760N109 47 4,367 SH DEFINED 1 4,367
SHARPER IMAGE CORP EQUITY 820013100 46 2,394 SH DEFINED 1 2,394
SHAW GROUP INC EQUITY 820280105 8 558 SH DEFINED 1 558
SHENANDOAH TELECOMMUNI EQUITY 82312B106 56 1,111 SH DEFINED 1 1,111
SHERWIN WILLIAMS CO EQUITY 824348106 8085 341,447 SH DEFINED 2 341,447
SHERWIN-WILLIAMS CO. EQUITY 824348106 1601 67,597 SH DEFINED 1 67,597
SHOE CARNIVAL INC EQUITY 824889109 35 2,436 SH DEFINED 1 2,436
SHOP AT HOME INC EQUITY 825066301 28 11,960 SH DEFINED 1 11,960
SHOPKO STORES, INC. EQUITY 824911101 127 9,753 SH DEFINED 1 9,753
SHUFFLE MASTER, INC. EQUITY 825549108 112 6,039 SH DEFINED 1 6,039
SHURGARD STORAGE CENTERS, INC. CLASS EQUITY 82567D104 362 11,448 SH DEFINED 1 11,448
SICOR INC EQUITY 825846108 2345 154,189 SH DEFINED 1 154,189
SIEBEL SYS INC EQUITY 826170102 1329 231,200 SH DEFINED 2 231,200
SIEBEL SYSTEMS, INC. EQUITY 826170102 1305 226,978 SH DEFINED 1 226,978
SIERRA HEALTH SERVICES, INC. EQUITY 826322109 148 8,250 SH DEFINED 1 8,250
SIERRA PACIFIC RESOURCES EQUITY 826428104 1033 169,370 SH DEFINED 1 169,370
SIGMA ALDRICH CORP. EQUITY 826552101 1710 34,706 SH DEFINED 1 34,706
SILGAN HOLDINGS, INC. EQUITY 827048109 99 3,479 SH DEFINED 1 3,479
SILICON GRAPHICS, INC. EQUITY 827056102 53 64,332 SH DEFINED 1 64,332
SILICON IMAGE INC EQUITY 82705T102 81 19,683 SH DEFINED 1 19,683
SILICON LABORATORIES COM EQUITY 826919102 11402 622048 SH Sole 3 609248 12800
SILICON LABORATORIES INC EQUITY 826919102 164 8,922 SH DEFINED 1 8,922
SILICON STORAGE TECHNOLOGY EQUITY 827057100 103 26,263 SH DEFINED 1 26,263
SILICON VALLEY BANCSHARES EQUITY 827064106 1003 59,258 SH DEFINED 1 59,258
SILICONIX, INC. EQUITY 827079203 35 1,981 SH DEFINED 1 1,981
SIMMONS FIRST NATIONAL CORP. EQUITY 828730200 89 2,402 SH DEFINED 1 2,402
SIMON PPTY GROUP EQUITY 828806109 47842 1339000 SH Sole 3 1093019 245981
SIMON PROPERTY GROUP INC EQUITY 828806109 2911 81,486 SH DEFINED 1 81,486
SIMPLETECH INC EQUITY 828823104 5 2,434 SH DEFINED 1 2,434
SIMPSON MANUFACTURING CO. EQUITY 829073105 156 4,958 SH DEFINED 1 4,958
SINCLAIR BROADCAST GROUP, INC. EQUITY 829226109 143 10,441 SH DEFINED 1 10,441
SIPEX CORP. EQUITY 829909100 15 8,630 SH DEFINED 1 8,630
SIRIUS SATELLITE RADIO INC. EQUITY 82966U103 23 23,417 SH DEFINED 1 23,417
SITEL CORP. EQUITY 82980K107 34 19,205 SH DEFINED 1 19,205
SIX FLAGS, INC EQUITY 83001P109 434 123,248 SH DEFINED 1 123,248
SIZELER PPTY INVS INC EQUITY 830137105 39 3,913 SH DEFINED 1 3,913
SKECHERS USA INC. CL-A EQUITY 830566105 50 5,241 SH DEFINED 1 5,241
SKY FINANCIAL GROUP EQUITY 83080P103 20 1,008 SH DEFINED 1 1,008
SKYLINE CORP. EQUITY 830830105 57 2,086 SH DEFINED 1 2,086
SKYWEST INC EQUITY 830879102 9 715 SH DEFINED 1 715
SKYWEST INC EQUITY 830879102 1258 96,000 SH DEFINED 2 96,000
SKYWORKS SOLUTIONS INC EQUITY 83088M102 208 45,846 SH DEFINED 1 45,846
SL GREEN REALTY CORP. EQUITY 78440X101 275 8,939 SH DEFINED 1 8,939
SL GREEN RLTY CORP COM EQUITY 78440X101 15530 505200 SH Sole 3 409641 95559
SLM CORP EQUITY 78442P106 6154 66,070 SH DEFINED 1 66,070
SLM CORP EQUITY 78442P106 21301 228,700 SH DEFINED 2 228,700
SMART & FINAL, INC., EQUITY 831683107 17 4,010 SH DEFINED 1 4,010
SMARTFORCE PLC-SPONSORED ADR EQUITY 83170A206 26 7,800 SH DEFINED 1 7,800
SMITH A O CORP EQUITY 831865209 9396 322,600 SH DEFINED 2 322,600
SMITH INTERNATIONAL, INC. EQUITY 832110100 3957 135,002 SH DEFINED 1 135,002
SMITH INTL INC EQUITY 832110100 11859 404,600 SH DEFINED 2 404,600
SMITH, A.O. CORP. EQUITY 831865209 160 5,641 SH DEFINED 1 5,641
SMITHFIELD FOODS INC EQUITY 832248108 2291 145,902 SH DEFINED 1 145,902
SMURFIT-STONE CONTAINER CORP. EQUITY 832727101 20939 1,665,761 SH DEFINED 1 1,665,761
SNAP-ON, INC. EQUITY 833034101 594 25,852 SH DEFINED 1 25,852
Sociedad Quimica y Minera Chile - ADR EQUITY 833635105 523 27,400 SH DEFINED 1 27,400
SOLA INTERNATIONAL, INC. EQUITY 834092108 74 7,387 SH DEFINED 1 7,387
SOLECTRON CORP. EQUITY 834182107 848 402,073 SH DEFINED 1 402,073
SOLUTIA, INC. EQUITY 834376105 907 173,783 SH DEFINED 1 173,783
SOMERA COMMUNICATIONS INC EQUITY 834458101 22 10,653 SH DEFINED 1 10,653
SONG NETWORKS HLDG ADR EQUITY 83544Q101 5 140,901 SH DEFINED 1 140,901
SONIC AUTOMOTIVE INC EQUITY 83545G102 6 360 SH DEFINED 1 360
SONIC CORP. EQUITY 835451105 285 12,338 SH DEFINED 1 12,338
SONIC INNOVATIONS INC EQUITY 83545M109 19 3,685 SH DEFINED 1 3,685
SONICBLUE INC EQUITY 83546Q109 7 29,108 SH DEFINED 1 29,108
SONICWALL INC EQUITY 835470105 48 17,339 SH DEFINED 1 17,339
SONOCO PRODUCTS CO. EQUITY 835495102 2742 128,695 SH DEFINED 1 128,695
SONOSIGHT, INC. EQUITY 83568G104 55 4,785 SH DEFINED 1 4,785
SONUS NETWORKS INC EQUITY 835916107 13 61,385 SH DEFINED 1 61,385
SOTHEBY'S HOLDINGS, INC. CLASS A EQUITY 835898107 674 96,334 SH DEFINED 1 96,334
SOUNDVIEW TECHNOLOGY GROUP EQUITY 83611Q109 33 25,187 SH DEFINED 1 25,187
SOURCECORP EQUITY 836167106 105 5,168 SH DEFINED 1 5,168
SOUTH FINANCIAL GROUP INC. EQUITY 837841105 288 13,671 SH DEFINED 1 13,671
SOUTH JERSEY INDUSTRIES, INC. EQUITY 838518108 133 4,069 SH DEFINED 1 4,069
SOUTHERN CO EQUITY 842587107 30097 1,045,750 SH DEFINED 1 1,045,750
SOUTHERN CO EQUITY 842587107 2633 91,500 SH DEFINED 2 91,500
SOUTHERN PERU COPPER CORP. EQUITY 843611104 66 4,788 SH DEFINED 1 4,788
SOUTHERN UNION CO. EQUITY 844030106 156 13,762 SH DEFINED 1 13,762
SOUTHTRUST CORP. EQUITY 844730101 3742 154,296 SH DEFINED 1 154,296
SOUTHWEST AIRLINES CO. EQUITY 844741108 4481 343,110 SH DEFINED 1 343,110
SOUTHWEST BANCORP INC EQUITY 844767103 44 1,737 SH DEFINED 1 1,737
SOUTHWEST BANCORPORATION OF TX EQUITY 84476R109 349 9,590 SH DEFINED 1 9,590
SOUTHWEST GAS CORP EQUITY 844895102 248 11,164 SH DEFINED 1 11,164
SOUTHWEST WTR CO EQUITY 845331107 45 3,145 SH DEFINED 1 3,145
SOUTHWESTERN ENERGY CO. EQUITY 845467109 104 8,691 SH DEFINED 1 8,691
SOVEREIGN BANCORP, INC. EQUITY 845905108 4489 347,968 SH DEFINED 1 347,968
SOVRAN SELF STORAGE, INC. EQUITY 84610H108 129 4,249 SH DEFINED 1 4,249
SPANISH BROADCASTING SYS, INC. CLASS EQUITY 846425882 80 12,246 SH DEFINED 1 12,246
SPARTAN MTRS INC EQUITY 846819100 35 3,060 SH DEFINED 1 3,060
SPARTECH CORP. EQUITY 847220209 106 4,996 SH DEFINED 1 4,996
SPECTRALINK CORP EQUITY 847580107 32 5,692 SH DEFINED 1 5,692
SPECTRIAN CORP. EQUITY 847608106 11 3,895 SH DEFINED 1 3,895
SPEECHWORKS INTERNATIONAL EQUITY 84764M101 20 8,756 SH DEFINED 1 8,756
SPEEDFAM-IPEC INC EQUITY 847705100 34 9,125 SH DEFINED 1 9,125
SPEEDWAY MOTORSPORTS EQUITY 847788106 109 4,627 SH DEFINED 1 4,627
SPHERION CORPORATION EQUITY 848420105 141 19,976 SH DEFINED 1 19,976
SPINNAKER EXPLORATION CO EQUITY 84855W109 227 7,913 SH DEFINED 1 7,913
SPORTS AUTH INC EQUITY 849176102 66 11,113 SH DEFINED 1 11,113
SPORTS RESORTS INTL INC EQUITY 84918U108 35 8,284 SH DEFINED 1 8,284
SPRINT CORP. FON GROUP EQUITY 852061100 3488 382,490 SH DEFINED 1 382,490
SPRINT CORP. PCS GROUP EQUITY 852061506 912 465,244 SH DEFINED 1 465,244
SPS TECHNOLOGIES, INC. EQUITY 784626103 104 4,178 SH DEFINED 1 4,178
SPSS, INC. EQUITY 78462K102 47 4,038 SH DEFINED 1 4,038
SPX CORP EQUITY 784635104 3784 37,500 SH DEFINED 2 37,500
SPX CORP. EQUITY 784635104 33101 328,060 SH DEFINED 1 328,060
SRA INTERNATIONAL CL A EQUITY 78464R105 49 1,708 SH DEFINED 1 1,708
SS&C TECHNOLOGIES INC EQUITY 85227Q100 21 2,668 SH DEFINED 1 2,668
ST FRANCIS CAPITAL CORP. EQUITY 789374105 56 2,452 SH DEFINED 1 2,452
St Jude Medical EQUITY 790849103 357 10,000 SH DEFINED 4 10,000
ST JUDE MEDICAL, INC. EQUITY 790849103 4027 112,814 SH DEFINED 1 112,814
ST. MARY LAND & EXPLORATION EQUITY 792228108 226 9,444 SH DEFINED 1 9,444
ST. PAUL COMPANIES, INC. EQUITY 792860108 3422 119,164 SH DEFINED 1 119,164
STAGE STORES INC EQUITY 85254C305 147 6,777 SH DEFINED 1 6,777
STAMPS.COM INC EQUITY 852857101 50 11,893 SH DEFINED 1 11,893
STANCORP FINANCIAL GROUP, INC. EQUITY 852891100 2086 39,429 SH DEFINED 1 39,429
STANDARD & POOR'S DEPOSITARY SPDR EQUITY 78462F103 4167 50,950 SH DEFINED 1 50,950
STANDARD COML CORP. COM EQUITY 853258101 64 3,809 SH DEFINED 1 3,809
STANDARD MICROSYSTEMS CORP. EQUITY 853626109 75 4,908 SH DEFINED 1 4,908
STANDARD MOTOR PRODUCTS, INC. EQUITY 853666105 25 2,346 SH DEFINED 1 2,346
STANDARD PACIFIC CORP. EQUITY 85375C101 255 10,912 SH DEFINED 1 10,912
STANDARD REGISTER CO. EQUITY 853887107 141 5,887 SH DEFINED 1 5,887
STANDEX INTERNATIONAL CORP. EQUITY 854231107 75 3,677 SH DEFINED 1 3,677
STANLEY FURNITURE CO INC EQUITY 854305208 37 1,738 SH DEFINED 1 1,738
STANLEY WORKS EQUITY 854616109 1227 37,565 SH DEFINED 1 37,565
STAPLES, INC. EQUITY 855030102 3067 239,834 SH DEFINED 1 239,834
STARBUCKS CORP. EQUITY 855244109 5092 246,697 SH DEFINED 1 246,697
STARRETT L S CO EQUITY 855668109 34 2,207 SH DEFINED 1 2,207
STARTEK INC EQUITY 85569C107 78 3,522 SH DEFINED 1 3,522
STARWOOD HOTELS & RESORTS WW EQUITY 85590A203 2081 93,338 SH DEFINED 1 93,338
STATE AUTO FINANCIAL CORP. EQUITY 855707105 65 4,305 SH DEFINED 1 4,305
STATE BANCORP INC EQUITY 855716106 44 2,488 SH DEFINED 1 2,488
STATE STREET CORP. EQUITY 857477103 5523 142,930 SH DEFINED 1 142,930
STATEN ISLAND BANCORP, INC. EQUITY 857550107 326 18,725 SH DEFINED 1 18,725
STATION CASINOS, INC. EQUITY 857689103 199 11,702 SH DEFINED 1 11,702
STEEL DYNAMICS, INC. EQUITY 858119100 142 10,826 SH DEFINED 1 10,826
STEELCASE INC-CL A EQUITY 858155203 5 435 SH DEFINED 1 435
STEIN MART, INC. EQUITY 858375108 43 7,419 SH DEFINED 1 7,419
STEINWAY MUSICAL INSTRUMENTS EQUITY 858495104 27213 1,772,840 SH DEFINED 1 1,772,840
STEPAN CO. EQUITY 858586100 57 2,138 SH DEFINED 1 2,138
STERICYCLE INC EQUITY 858912108 4572 134,800 SH DEFINED 2 134,800
STERICYCLE INC COM EQUITY 858912108 45350 1336972 SH Sole 3 1298804 38168
STERICYCLE, INC. EQUITY 858912108 387 11,400 SH DEFINED 1 11,400
STERIS CORP COM EQUITY 859152100 2284 91,699 SH DEFINED 1 91,699
STERLING BANCORP EQUITY 859158107 78 2,958 SH DEFINED 1 2,958
STERLING BANCSHARES, INC. EQUITY 858907108 169 12,936 SH DEFINED 1 12,936
STERLING FINANCIAL CORP EQUITY 859317109 134 5,726 SH DEFINED 1 5,726
STERLING FINL CORP WAS EQUITY 859319105 72 3,953 SH DEFINED 1 3,953
STEVEN MADDEN, LTD. EQUITY 556269108 45 3,132 SH DEFINED 1 3,132
STEWART & STEVENSON SERVICES EQUITY 860342104 95 9,664 SH DEFINED 1 9,664
STEWART ENTERPRISES, INC. EQUITY 860370105 167 32,730 SH DEFINED 1 32,730
STEWART INFORMATION SERVICES COM EQUITY 860372101 123 5,744 SH DEFINED 1 5,744
STILLWATER MINING CO. EQUITY 86074Q102 88 14,642 SH DEFINED 1 14,642
STILLWELL FINANCIAL INC EQUITY 860831106 1259 104,303 SH DEFINED 1 104,303
STONE ENERGY CORP. EQUITY 861642106 235 7,244 SH DEFINED 1 7,244
STONERIDGE, INC. EQUITY 86183P102 74 4,363 SH DEFINED 1 4,363
STORAGE TECHNOLOGY CORP. EQUITY 862111200 1484 141,212 SH DEFINED 1 141,212
STORAGENETWORKS INC EQUITY 86211E103 28 22,420 SH DEFINED 1 22,420
STRATEX NETWORKS INC EQUITY 86279T109 33 27,988 SH DEFINED 1 27,988
STRATOS LIGHTWAVE INC. EQUITY 863100103 9 24,718 SH DEFINED 1 24,718
STRATTEC SEC CORP EQUITY 863111100 62 1,207 SH DEFINED 1 1,207
STRAYER ED INC COM EQUITY 863236105 4480 75300 SH Sole 3 75300
STRAYER EDUCATION, INC EQUITY 863236105 148 2,495 SH DEFINED 1 2,495
STRIDE RITE CORP. EQUITY 863314100 107 13,485 SH DEFINED 1 13,485
STRYKER CORP. EQUITY 863667101 5035 87,414 SH DEFINED 1 87,414
STUDENT LOAN CORP. EQUITY 863902102 5 58 SH DEFINED 1 58
STURM, RUGER & CO., INC. EQUITY 864159108 3436 281,648 SH DEFINED 1 281,648
SUFFOLK BANCORP EQUITY 864739107 128 3,987 SH DEFINED 1 3,987
SUMMIT BANCSHARES INC EQUITY 866011109 37 1,779 SH DEFINED 1 1,779
SUMMIT PROPERTIES, INC. EQUITY 866239106 1906 98,231 SH DEFINED 1 98,231
SUN BANCORP INC EQUITY 86663B102 66 3,835 SH DEFINED 1 3,835
SUN COMMUNITIES, INC. EQUITY 866674104 185 5,032 SH DEFINED 1 5,032
SUN MICROSYSTEMS, INC. EQUITY 866810104 4279 1,652,202 SH DEFINED 1 1,652,202
SUNCOR ENERGY INC COM EQUITY 867229106 30608 1805808 SH Sole 3 1543500 262308
SUNGARD DATA SYS INC EQUITY 867363103 24632 1266430 SH Sole 3 1187336 79094
SUNGARD DATA SYSTEMS, INC. EQUITY 867363103 2419 124,388 SH DEFINED 1 124,388
SUNOCO, INC. EQUITY 86764P109 1012 33,560 SH DEFINED 1 33,560
SUNRISE ASSISTED LIVING, INC. EQUITY 86768K106 130 6,050 SH DEFINED 1 6,050
SUNTRON CORP EQUITY 86789P100 3 850 SH DEFINED 1 850
SUNTRUST BANKS, INC. EQUITY 867914103 10087 164,071 SH DEFINED 1 164,071
SUPERGEN, INC. EQUITY 868059106 17 9,960 SH DEFINED 1 9,960
SUPERIOR ENERGY SERVICES, INC. EQUITY 868157108 107 16,502 SH DEFINED 1 16,502
SUPERIOR FINANCIAL CORP EQUITY 868161100 44 2,361 SH DEFINED 1 2,361
SUPERIOR INDS INTL INC COM EQUITY 868168105 48747 1035414 SH Sole 3 1003996 31418
SUPERIOR INDUSTRIES INTL, INC. EQUITY 868168105 1988 42,228 SH DEFINED 1 42,228
SUPERTEX INC EQUITY 868532102 37 3,519 SH DEFINED 1 3,519
SUPERVALU, INC. EQUITY 868536103 955 59,103 SH DEFINED 1 59,103
SUREBEAM CORP CL A EQUITY 86866R102 10 5,295 SH DEFINED 1 5,295
SUREWEST COMMUNICATION EQUITY 868733106 132 4,511 SH DEFINED 1 4,511
SURMODICS INC EQUITY 868873100 144 4,530 SH DEFINED 1 4,530
SUSQUEHANNA BANCSHARES, INC. EQUITY 869099101 289 13,368 SH DEFINED 1 13,368
SWIFT ENERGY CO. EQUITY 870738101 81 7,824 SH DEFINED 1 7,824
SWIFT TRANSN CO COM EQUITY 870756103 21478 1376768 SH Sole 3 1354768 22000
SWIFT TRANSPORTATION CO., INC. EQUITY 870756103 1776 113,834 SH DEFINED 1 113,834
SWS GROUP INC EQUITY 78503N107 56 4,592 SH DEFINED 1 4,592
SYBASE, INC. EQUITY 871130100 1896 163,158 SH DEFINED 1 163,158
SYBRON DENTAL SPECIALTIES INC. EQUITY 871142105 180 12,878 SH DEFINED 1 12,878
SYCAMORE NETWORKS, INC EQUITY 871206108 127 53,987 SH DEFINED 1 53,987
SYKES ENTERPRISES, INC. EQUITY 871237103 259 61,528 SH DEFINED 1 61,528
SYLVAN LEARNING SYSTEMS, INC. EQUITY 871399101 875 63,951 SH DEFINED 1 63,951
SYMANTEC CORP EQUITY 871503108 4036 120,000 SH DEFINED 2 120,000
SYMANTEC CORP. EQUITY 871503108 18531 551,011 SH DEFINED 1 551,011
SYMBOL TECHNOLOGIES, INC. EQUITY 871508107 796 103,836 SH DEFINED 1 103,836
SYMX TECHNOLOGIES INC. EQUITY 87155S108 81 7,779 SH DEFINED 1 7,779
SYNAPTICS INC EQUITY 87157D109 8 1,697 SH DEFINED 1 1,697
SYNCOR INTERNATIONAL EQUITY 87157J106 2916 90,822 SH DEFINED 1 90,822
SYNOPSYS INC. EQUITY 871607107 3960 103,790 SH DEFINED 1 103,790
SYNOVUS FINANCIAL CORP. EQUITY 87161C105 2693 130,603 SH DEFINED 1 130,603
SYNPLICITY INC EQUITY 87160Y108 14 3,244 SH DEFINED 1 3,244
SYNTEL, INC. EQUITY 87162H103 22 1,896 SH DEFINED 1 1,896
SYNTROLEUM CORPORATION EQUITY 871630109 11 6,660 SH DEFINED 1 6,660
SYPRIS SOLUTIONS INC EQUITY 871655106 18 1,687 SH DEFINED 1 1,687
SYSCO CORP. EQUITY 871829107 10282 362,155 SH DEFINED 1 362,155
SYSTEMS & COMPUTER TECHNOLOGY EQUITY 871873105 74 10,519 SH DEFINED 1 10,519
T HQ INC EQUITY 872443403 4160 200,000 SH DEFINED 2 200,000
T ROWE PRICE GROUP INC. EQUITY 74144T108 1686 67,564 SH DEFINED 1 67,564
TAIWAN FUND EQUITY 874036106 556 69,750 SH DEFINED 1 69,750
TAIWAN SEMICONDUCTOR-SP ADR EQUITY 874039100 196 30,800 SH DEFINED 1 30,800
TAKE-TWO INTERACTIVE SOFTWARE EQUITY 874054109 372 12,819 SH DEFINED 1 12,819
TALBOTS INC EQUITY 874161102 9 319 SH DEFINED 1 319
TALBOTS INC EQUITY 874161102 1540 55,000 SH DEFINED 2 55,000
TALK AMERICA HLDGS INC EQUITY 87426R103 54 23,373 SH DEFINED 1 23,373
TALX CORP EQUITY 874918105 55 4,181 SH DEFINED 1 4,181
TANGER FACTORY OUTLET CTRS EQUITY 875465106 49 1,757 SH DEFINED 1 1,757
TANOX INC EQUITY 87588Q109 86 8,146 SH DEFINED 1 8,146
TANOX INC EQUITY 87588Q109 525 50,000 SH DEFINED 2 50,000
TARGET CORP EQUITY 87612E106 8172 274,600 SH DEFINED 2 274,600
TARGET CORPORATION EQUITY 87612E106 13162 445,870 SH DEFINED 1 445,870
TASTY BAKING CO EQUITY 876553306 35 2,740 SH DEFINED 1 2,740
TAUBMAN CENTERS, INC. EQUITY 876664103 139 9,739 SH DEFINED 1 9,739
TBC CORP. EQUITY 872180104 60 5,744 SH DEFINED 1 5,744
TCF FINANCIAL CORP. EQUITY 872275102 4222 99,732 SH DEFINED 1 99,732
TECH DATA CORP. EQUITY 878237106 1983 75,115 SH DEFINED 1 75,115
TECHE CORP. EQUITY 878377100 463 14,114 SH DEFINED 1 14,114
TECHNE CORP COM EQUITY 878377100 12296 375000 SH Sole 3 368800 6200
TECHNICAL OLYMPIC USA INC EQUITY 878483106 5 317 SH DEFINED 1 317
TECHNITROL, INC. EQUITY 878555101 203 13,604 SH DEFINED 1 13,604
Technology Select Sector (SPDR) EQUITY 81369Y803 473 40,000 SH DEFINED 4 40,000
TECO ENERGY, INC. EQUITY 872375100 5000 314,872 SH DEFINED 1 314,872
TECUMSEH PRODUCTS CO. CLASS A EQUITY 878895200 1239 29,528 SH DEFINED 1 29,528
TEJON RANCH CO. EQUITY 879080109 58 2,368 SH DEFINED 1 2,368
TEKELEC EQUITY 879101103 136 15,750 SH DEFINED 1 15,750
TEKTRONIX, INC. EQUITY 879131100 647 39,409 SH DEFINED 1 39,409
Telebras - Spons ADR Pfd Block EQUITY 879287308 349 5,500 SH DEFINED 1 5,500
TELEDYNE TECHOLOGIES INC EQUITY 879360105 187 10,293 SH DEFINED 1 10,293
TELEFLEX INC. EQUITY 879369106 2383 52,286 SH DEFINED 1 52,286
TELEFONICA S.A. SPON ADR EQUITY 879382208 2 102 SH DEFINED 1 102
TELEFONOS DE MEXICO CL L-TELMEX EQUITY 879403780 5905 175,200 SH DEFINED 1 175,200
TELEKOMUNIKASI INDONESIA - SP ADR EQUITY 715684106 3198 430,430 SH DEFINED 1 430,430
TELEPHONE AND DATA SYSTEMS EQUITY 879433100 3943 78,155 SH DEFINED 1 78,155
TELETECH HOLDINGS EQUITY 879939106 83 13,226 SH DEFINED 1 13,226
TELIK INC EQUITY 87959M109 108 8,745 SH DEFINED 1 8,745
TELIK INC EQUITY 87959M109 619 50,000 SH DEFINED 2 50,000
TELLABS, INC. EQUITY 879664100 839 206,025 SH DEFINED 1 206,025
TELLIUM INC EQUITY 87967E107 10 26,477 SH DEFINED 1 26,477
TEMPLE-INLAND INC. EQUITY 879868107 905 23,419 SH DEFINED 1 23,419
Tenet Healthcare Corp EQUITY 88033G100 2228 45,000 SH DEFINED 4 45,000
TENET HEALTHCARE CORP EQUITY 88033G100 5940 120,000 SH DEFINED 2 120,000
TENET HEALTHCARE CORP. EQUITY 88033G100 12753 257,640 SH DEFINED 1 257,640
TENNANT CO. EQUITY 880345103 99 3,050 SH DEFINED 1 3,050
TENNECO AUTOMOTIVE INC EQUITY 880349105 54 12,824 SH DEFINED 1 12,824
TERADYNE, INC. EQUITY 880770102 802 83,569 SH DEFINED 1 83,569
TERAYON COMMUNICATION EQUITY 880775101 51 22,078 SH DEFINED 1 22,078
TEREX CORP. EQUITY 880779103 228 13,487 SH DEFINED 1 13,487
TERRA INDUSTRIES, INC. EQUITY 880915103 24 13,219 SH DEFINED 1 13,219
TESORO PETROLEUM CORP. EQUITY 881609101 61 21,935 SH DEFINED 1 21,935
TETRA TECH, INC. EQUITY 88162G103 136 16,988 SH DEFINED 1 16,988
TETRA TECHNOLOGIES, INC. EQUITY 88162F105 90 4,468 SH DEFINED 1 4,468
TEVA PHARMACEUTICAL ADR EQUITY 881624209 1637 24,440 SH DEFINED 1 24,440
TEVA PHARMACEUTICAL INDS ADR EQUITY 881624209 2372 35,500 SH DEFINED 2 35,500
TEXAS BIOTECH CORP EQUITY 88221T104 45 14,861 SH DEFINED 1 14,861
TEXAS INDUSTRIES, INC. EQUITY 882491103 173 7,122 SH DEFINED 1 7,122
TEXAS INSTRS INC EQUITY 882508104 9903 670,450 SH DEFINED 2 668,100
TEXAS INSTRUMENTS, INC. EQUITY 882508104 12473 844,450 SH DEFINED 1 844,450
TEXAS REGIONAL BANCSHARES, INC CLASS EQUITY 882673106 251 7,508 SH DEFINED 1 7,508
TEXTRON FINANACIAL CORP EQUITY 883203101 2201 64,550 SH DEFINED 1 64,550
TEXTRON INC EQUITY 883203101 10177 298,449 SH DEFINED 2 255
THE ADVISORY BOARD COMPANY EQUITY 00762W107 4668 157600 SH Sole 3 157600
THE GENLYTE GROUP, INC. EQUITY 372302109 145 4,104 SH DEFINED 1 4,104
THE ST JOE COMPANY EQUITY 790148100 11 397 SH DEFINED 1 397
THE STEAK N SHAKE COMPANY EQUITY 857873103 85 7,695 SH DEFINED 1 7,695
THE TITAN CORPORATION EQUITY 888266103 996 103,753 SH DEFINED 1 103,753
THE YANKEE CANDLE CO. EQUITY 984757104 158 9,184 SH DEFINED 1 9,184
THERAGENICS CORP. EQUITY 883375107 44 10,104 SH DEFINED 1 10,104
THERASENSE INC EQUITY 883381105 105 7,523 SH DEFINED 1 7,523
THERMA-WAVE INC. EQUITY 88343A108 7 8,375 SH DEFINED 1 8,375
THERMO ELECTRON CORP. EQUITY 883556102 1344 83,327 SH DEFINED 1 83,327
THOMAS & BETTS CORP. EQUITY 884315102 557 39,516 SH DEFINED 1 39,516
THOMAS INDUSTRIES, INC. EQUITY 884425109 122 4,907 SH DEFINED 1 4,907
THOMAS NELSON EQUITY 640376109 24 2,717 SH DEFINED 1 2,717
THOR INDUSTRIES, INC. EQUITY 885160101 181 5,194 SH DEFINED 1 5,194
THORATEC LABORATORIES CORP. EQUITY 885175307 131 16,682 SH DEFINED 1 16,682
THORNBURG MORTGAGE INC. EQUITY 885218107 2145 114,148 SH DEFINED 1 114,148
THQ INC EQUITY 872443403 278 13,363 SH DEFINED 1 13,363
THREE RIVS BANCORP INC EQUITY 88562Q107 46 2,900 SH DEFINED 1 2,900
THREE-FIVE SYS INC COM EQUITY 88554L108 34 7,302 SH DEFINED 1 7,302
TIBCO SOFTWARE INC EQUITY 88632Q103 102 27,219 SH DEFINED 1 27,219
TICKETMASTER ONLINE-CITY B EQUITY 88633P203 7 429 SH DEFINED 1 429
TIDEWATER INC EQUITY 886423102 3560 131,900 SH DEFINED 2 131,900
TIDEWATER, INC. EQUITY 886423102 4777 176,982 SH DEFINED 1 176,982
TIER TECHNOLOGIES INC EQUITY 88650Q100 93 4,904 SH DEFINED 1 4,904
TIFFANY & CO. EQUITY 886547108 1365 63,680 SH DEFINED 1 63,680
TIMBERLAND COMPANY EQUITY 887100105 1576 49,750 SH DEFINED 1 49,750
TIME WARNER TELECOM EQUITY 887319101 12 14,462 SH DEFINED 1 14,462
TIMKEN CO. EQUITY 887389104 12 711 SH DEFINED 1 711
TIVO INC EQUITY 888706108 23 6,258 SH DEFINED 1 6,258
TJX COMPANIES, INC. EQUITY 872540109 3922 230,700 SH DEFINED 1 230,700
TMP WORLDWIDE INC. EQUITY 872941109 478 53,070 SH DEFINED 1 53,070
TOLL BROTHERS INC COM EQUITY 889478103 35066 1612952 SH Sole 3 1584852 28100
TOLL BROTHERS, INC. EQUITY 889478103 14 652 SH DEFINED 1 652
TOLLGRADE COMMUNICATIONS INC EQUITY 889542106 34 4,317 SH DEFINED 1 4,317
TOMPKINS TRUSTCO INC EQUITY 890110109 108 2,519 SH DEFINED 1 2,519
TOO INC EQUITY 890333107 268 11,507 SH DEFINED 1 11,507
TOO INC EQUITY 890333107 3627 155,800 SH DEFINED 2 155,800
TOOTSIE ROLL INDUSTRIES, INC. EQUITY 890516107 2034 68,433 SH DEFINED 1 68,433
TOPPS CO. INC. EQUITY 890786106 109 12,595 SH DEFINED 1 12,595
TORCHMARK CORP. EQUITY 891027104 2807 81,937 SH DEFINED 1 81,937
TORO CO. EQUITY 891092108 236 4,188 SH DEFINED 1 4,188
TOTAL SYSTEM SERVICE EQUITY 891906109 96 7,269 SH DEFINED 1 7,269
TOUCH AMERICA HOLDINGS INC EQUITY 891539108 22 35,221 SH DEFINED 1 35,221
TOWER AUTOMOTIVE, INC. EQUITY 891707101 140 20,892 SH DEFINED 1 20,892
TOWN & COUNTRY TRUST EQUITY 892081100 102 4,858 SH DEFINED 1 4,858
TOYS R US INC. EQUITY 892335100 988 97,026 SH DEFINED 1 97,026
TRACTOR SUPPLY CO EQUITY 892356106 147 4,640 SH DEFINED 1 4,640
TRAMMELL CROW CO. EQUITY 89288R106 98 9,988 SH DEFINED 1 9,988
TRANS WORLD ENTERTAINMENT CORP EQUITY 89336Q100 18 5,637 SH DEFINED 1 5,637
TRANSACTION SYSTEMS ARCHITECTS CLASS EQUITY 893416107 356 57,478 SH DEFINED 1 57,478
TRANSATLANTIC HOLDINGS INC EQUITY 893521104 2078166 31,274,130 SH DEFINED 1 31,274,130
TRANSATLANTIC HOLDINGS INC EQUITY 893521104 20 304 SH DEFINED 1 304
TRANSCONTINENTAL RLTY EQUITY 893617209 16 969 SH DEFINED 1 969
TRANSKARYOTIC THERAPIES IN EQUITY 893735100 3879 119,700 SH DEFINED 2 119,700
TRANSKARYOTIC THERAPIES INC EQUITY 893735100 28771 887706 SH Sole 3 860456 27250
TRANSKARYOTIC THERAPIES, INC. EQUITY 893735100 307 9,479 SH DEFINED 1 9,479
TRANSMETA CORP EQUITY 89376R109 78 80,247 SH DEFINED 1 80,247
TRANSMONTAIGNE, INC. EQUITY 893934109 24 4,839 SH DEFINED 1 4,839
TRANSOCEAN INC EQUITY G90078109 2839 136,490 SH DEFINED 1 136,490
TRANSOCEAN SEDCO FOREX INC. EQUITY G90078109 9 410 SH DEFINED 2 410
TRAVELERS PPTY CAS CORP NE EQUITY 89420G406 31 2,266 SH DEFINED 2 2,266
TRAVELERS PPTY CAS CORP NEW EQUITY 89420G109 14 1,095 SH DEFINED 2 1,095
TRAVELERS PROPERTY CASUALTY EQUITY 89420G109 5808 429,262 SH DEFINED 1 429,262
TRC COS INC EQUITY 872625108 51 2,957 SH DEFINED 1 2,957
TREDEGAR CORP. EQUITY 894650100 147 8,788 SH DEFINED 1 8,788
TREMONT CORP. EQUITY 894745207 14 437 SH DEFINED 1 437
TREX COMPANY, INC. EQUITY 89531P105 60 2,181 SH DEFINED 1 2,181
TRIAD GTY INC COM EQUITY 895925105 10011 287500 SH Sole 3 287500
TRIAD GUARANTY, INC. EQUITY 895925105 93 2,673 SH DEFINED 1 2,673
TRIAD HOSPITALS INC COM EQUITY 89579K109 68461 1803986 SH Sole 3 1700542 103444
TRIAD HOSPITALS, INC. EQUITY 89579K109 3753 98,893 SH DEFINED 1 98,893
TRIANGLE PHARMACEUTICALS, INC. EQUITY 89589H104 29 10,646 SH DEFINED 1 10,646
TRIARC COMPANIES INC. CLASS A EQUITY 895927101 102 4,509 SH DEFINED 1 4,509
Tribune Co EQUITY 896047107 627 15,000 SH DEFINED 4 15,000
TRIBUNE CO NEW EQUITY 896047107 3186 76,200 SH DEFINED 2 76,200
TRIBUNE CO. EQUITY 896047107 5477 131,000 SH DEFINED 1 131,000
TRICO BANCSHARES EQUITY 896095106 43 1,712 SH DEFINED 1 1,712
TRICO MARINE SERVICES, INC. EQUITY 896106101 19 7,467 SH DEFINED 1 7,467
TRIKON TECHNOLOGIES INC EQUITY 896187408 20 3,496 SH DEFINED 1 3,496
TRIMBLE NAVIGATION LTD. EQUITY 896239100 85 8,542 SH DEFINED 1 8,542
TRIMERIS INC EQUITY 896263100 201 4,494 SH DEFINED 1 4,494
TRINITY INDUSTRIES, INC. EQUITY 896522109 1196 72,637 SH DEFINED 1 72,637
TRIPATH IMAGIN INC EQUITY 896942109 17 7,471 SH DEFINED 1 7,471
TRIPOS INC EQUITY 896928108 19 2,481 SH DEFINED 1 2,481
TRIQUINT SEMICONDUCTOR INC EQUITY 89674K103 1587 449,700 SH DEFINED 2 449,700
TRIQUINT SEMICONDUCTOR, INC. EQUITY 89674K103 772 218,819 SH DEFINED 1 218,819
TRITON PCS HOLDINGS EQUITY 89677M106 14 6,602 SH DEFINED 1 6,602
TRIUMPH GROUP, INC. EQUITY 896818101 133 4,752 SH DEFINED 1 4,752
TRIZEC PROPERTIES INC EQUITY 89687P107 15 1,301 SH DEFINED 1 1,301
TRIZETTO GROUP INC EQUITY 896882107 51 10,258 SH DEFINED 1 10,258
TROPICAL SPORTSWEAR INT'L EQUITY 89708P102 23 1,774 SH DEFINED 1 1,774
TROY FINANCIAL CORP EQUITY 897329108 74 2,849 SH DEFINED 1 2,849
TRUST CO. OF NEW JERSEY EQUITY 898304100 161 6,308 SH DEFINED 1 6,308
TRUSTCO BANK CORP. NY EQUITY 898349105 259 24,531 SH DEFINED 1 24,531
TRUSTMARK CORP. EQUITY 898402102 453 19,890 SH DEFINED 1 19,890
TRW INC. EQUITY 872649108 3312 56,568 SH DEFINED 1 56,568
TTM TECHONOLOGIES EQUITY 87305R109 8 5,220 SH DEFINED 1 5,220
TUBOS DE ACERO DE MEX-SP ADR EQUITY 898592506 766 88,980 SH DEFINED 1 88,980
TUESDAY MORNING CORPORATION EQUITY 899035505 51 2,807 SH DEFINED 1 2,807
TULARIK INC EQUITY 899165104 89 12,985 SH DEFINED 1 12,985
TUPPERWARE CORP. EQUITY 899896104 1359 81,783 SH DEFINED 1 81,783
TURNSTONE SYSTEMS INC EQUITY 900423104 26 11,931 SH DEFINED 1 11,931
TV AZTECA S.A.-SPONS ADR EQUITY 901145102 29 6,000 SH DEFINED 1 6,000
TWEETER HOME ENTERTAINMENT EQUITY 901167106 45 6,550 SH DEFINED 1 6,550
TXU Corporation EQUITY 873168108 5839 140,000 SH DEFINED 4 140,000
TYCO INTERNATIONAL, LTD. EQUITY 902124106 12110 858,838 SH DEFINED 1 858,838
TYLER TECHNOLOGIES INC EQUITY 902252105 48 10,935 SH DEFINED 1 10,935
TYSON FOODS, INC. CLASS A EQUITY 902494103 5455 469,053 SH DEFINED 1 469,053
U S XPRESS ENTERPRISES EQUITY 90338N103 18 1,888 SH DEFINED 1 1,888
U.S. BANCORP, INC. EQUITY 902973304 40569 2,183,491 SH DEFINED 1 2,183,491
U.S. RESTAURANT PROPERTIES INC EQUITY 902971100 95 6,642 SH DEFINED 1 6,642
U.S.B. HOLDING CO., INC. EQUITY 902910108 75 4,068 SH DEFINED 1 4,068
UAL CORP EQUITY 902549500 69 32,223 SH DEFINED 1 32,223
UBIQUITEL INC EQUITY 903474302 5 19,911 SH DEFINED 1 19,911
UCBH HOLDINGS INC EQUITY 90262T308 242 6,153 SH DEFINED 1 6,153
UGI CORP. EQUITY 902681105 339 9,338 SH DEFINED 1 9,338
UICI EQUITY 902737105 213 13,094 SH DEFINED 1 13,094
UIL HOLDINGS CORP. EQUITY 902748102 3818 107,688 SH DEFINED 1 107,688
ULTICOM INC EQUITY 903844108 20 3,597 SH DEFINED 1 3,597
ULTIMATE ELECTRONIS, INC. EQUITY 903849107 48 3,733 SH DEFINED 1 3,733
ULTRATECH STEPPER, INC. EQUITY 904034105 62 7,670 SH DEFINED 1 7,670
UMB FINANCIAL CORP. EQUITY 902788108 218 5,587 SH DEFINED 1 5,587
UMPQUA HOLDINGS CORP EQUITY 904214103 111 6,782 SH DEFINED 1 6,782
UNIFI, INC. EQUITY 904677101 552 87,995 SH DEFINED 1 87,995
UNIFIRST CORP. EQUITY 904708104 63 2,646 SH DEFINED 1 2,646
UNILAB CORP EQUITY 904763208 133 6,323 SH DEFINED 1 6,323
UNION ACCEP CORP EQUITY 904832102 13 3,342 SH DEFINED 1 3,342
UNION BANKSHARES CORP EQUITY 905399101 64 2,554 SH DEFINED 1 2,554
UNION PACIFIC CORP. EQUITY 907818108 6266 108,270 SH DEFINED 1 108,270
UNION PLANTERS CORP EQUITY 908068109 2397 87,275 SH DEFINED 1 87,275
UNIONBANCAL CORP EQUITY 908906100 31 735 SH DEFINED 1 735
UNISOURCE ENERGY CORP. EQUITY 909205106 148 9,679 SH DEFINED 1 9,679
UNISYS CORP. EQUITY 909214108 1194 170,617 SH DEFINED 1 170,617
UNIT CORP. EQUITY 909218109 234 12,240 SH DEFINED 1 12,240
UNITED AUTO GROUP INC EQUITY 909440109 2539 200,500 SH DEFINED 2 200,500
UNITED AUTO GROUP, INC. EQUITY 909440109 80 5,723 SH DEFINED 1 5,723
UNITED BANKSHARES INC. WV EQUITY 909907107 360 12,422 SH DEFINED 1 12,422
UNITED CMNTY BKS BLAIR EQUITY 90984P105 137 5,632 SH DEFINED 1 5,632
UNITED COMMUNITY FINANCIAL CO EQUITY 909839102 94 10,613 SH DEFINED 1 10,613
UNITED DEFENSE INDS IN EQUITY 91018B104 169 7,162 SH DEFINED 1 7,162
UNITED DOMINION REALTY TRUST EQUITY 910197102 1558 97,953 SH DEFINED 1 97,953
UNITED DOMINION RLTYTR COM EQUITY 910197102 19151 1203700 SH Sole 3 997368 206332
UNITED FIRE & CASUALTY CO. EQUITY 910331107 83 2,444 SH DEFINED 1 2,444
UNITED HEALTHCARE CORP EQUITY 91324P102 11312 129,690 SH DEFINED 1 129,690
UNITED INDUSTRIAL CORP EQUITY 910671106 65 3,237 SH DEFINED 1 3,237
UNITED MICROELECTRONICS-ADR EQUITY 910873207 168 47,495 SH DEFINED 1 47,495
UNITED NATIONAL BANCORP EQUITY 910909100 96 4,664 SH DEFINED 1 4,664
UNITED NATURAL FOODS, INC. EQUITY 911163103 149 6,465 SH DEFINED 1 6,465
UNITED ONLINE INC EQUITY 911268100 68 7,060 SH DEFINED 1 7,060
UNITED PARCEL SERVICE CLASS -B EQUITY 911312106 30725 491,360 SH DEFINED 1 491,360
UNITED PARCEL SVC INC EQUITY 911312106 13754 219,960 SH DEFINED 2 217,600
UNITED RENTALS, INC. EQUITY 911363109 859 101,745 SH DEFINED 1 101,745
UNITED STATES STEEL CORP EQUITY 912909108 523 45,084 SH DEFINED 1 45,084
UNITED STATIONERS, INC. EQUITY 913004107 268 10,185 SH DEFINED 1 10,185
UNITED SURGICAL PARTNE EQUITY 913016309 114 5,141 SH DEFINED 1 5,141
UNITED SURGICAL PARTNERS EQUITY 913016309 2431 110,000 SH DEFINED 2 110,000
UNITED SURGICAL PRTNRS COM EQUITY 913016309 32777 1483100 SH Sole 3 1465400 17700
UNITED TECHNOLOGIES CORP EQUITY 913017109 8914 157,800 SH DEFINED 2 157,800
UNITED TECHNOLOGIES CORP. EQUITY 913017109 11419 202,150 SH DEFINED 1 202,150
UNITED THERAPEUTICS CORP. EQUITY 91307C102 87 5,296 SH DEFINED 1 5,296
UNITEDGLOBALCOM INC. CLASS A EQUITY 913247508 2 1,060 SH DEFINED 1 1,060
UNITEDHEALTH GROUP INC EQUITY 91324P102 298 3,420 SH DEFINED 2 3,420
UNITIL CORP EQUITY 913259107 44 1,604 SH DEFINED 1 1,604
UNITRIN, INC. EQUITY 913275103 2768 90,170 SH DEFINED 1 90,170
UNIVERSAL AMER FINANCIAL CORP EQUITY 913377107 39 7,915 SH DEFINED 1 7,915
UNIVERSAL COMPRESSION HLDGS EQUITY 913431102 91 5,597 SH DEFINED 1 5,597
UNIVERSAL CORP. EQUITY 913456109 1522 43,395 SH DEFINED 1 43,395
UNIVERSAL DISPLAY CORP. EQUITY 91347P105 33 5,408 SH DEFINED 1 5,408
UNIVERSAL ELECTRONICS INC. EQUITY 913483103 42 4,693 SH DEFINED 1 4,693
UNIVERSAL FOREST PRODUCTS, INC EQUITY 913543104 87 4,619 SH DEFINED 1 4,619
UNIVERSAL HEALTH REALTY INCOME EQUITY 91359E105 96 3,706 SH DEFINED 1 3,706
UNIVERSAL HEALTH SERVICES - B EQUITY 913903100 4073 79,636 SH DEFINED 1 79,636
UNIVERSITY OF PHOENI EQUITY 037604204 6 198 SH DEFINED 1 198
UNIVISION COMMUNICATIONS, INC. EQUITY 914906102 4999 -10,327 SH DEFINED 1 -10,327
UNIZAN FINANCIAL CORP EQUITY 91528W101 144 7,491 SH DEFINED 1 7,491
UNOCAL CORP. EQUITY 915289102 3396 108,199 SH DEFINED 1 108,199
UNOVA, INC. EQUITY 91529B106 69 14,032 SH DEFINED 1 14,032
UNUMPROVIDENT CORP. EQUITY 91529Y106 2761 135,665 SH DEFINED 1 135,665
URBAN OUTFITTERS, INC. EQUITY 917047102 61 2,517 SH DEFINED 1 2,517
UROLOGIX INC EQUITY 917273104 22 4,715 SH DEFINED 1 4,715
URS CORP. EQUITY 903236107 80 4,838 SH DEFINED 1 4,838
URSTADT BIDDLE [A] EQUITY 917286205 51 4,301 SH DEFINED 1 4,301
US AIRWAYS GROUP, INC. EQUITY 911905107 13 23,171 SH DEFINED 1 23,171
US CELLULAR EQUITY 911684108 7 244 SH DEFINED 1 244
US CONCRETE INC EQUITY 90333L102 36 6,857 SH DEFINED 1 6,857
US ONCOLOGY, INC. EQUITY 90338W103 202 24,869 SH DEFINED 1 24,869
US PHYSICAL THERAPY INC EQUITY 90337L108 34 3,179 SH DEFINED 1 3,179
US UNSIRED INC EQUITY 90338R104 21 30,212 SH DEFINED 1 30,212
USA INTERACTIVE EQUITY 902984103 267 13,790 SH DEFINED 1 13,790
USEC, INC EQUITY 90333E108 173 27,579 SH DEFINED 1 27,579
USFREIGHTWAYS CORP. EQUITY 916906100 261 9,117 SH DEFINED 1 9,117
USG CORP. EQUITY 903293405 50 12,477 SH DEFINED 1 12,477
USINOR SA EQUITY 912080108 53 22,465 SH DEFINED 1 22,465
UST INC EQUITY 902911106 4641 164,500 SH DEFINED 2 164,500
UST INC. EQUITY 902911106 2111 74,848 SH DEFINED 1 74,848
UTI WORLDWIDE INC ORD EQUITY G87210103 5027 273500 SH Sole 3 273500
UTSTARCOM INC EQUITY 918076100 12 802 SH DEFINED 1 802
V. F. CORP. EQUITY 918204108 1726 47,977 SH DEFINED 1 47,977
VAIL RESORTS, INC. EQUITY 91879Q109 40 2,850 SH DEFINED 1 2,850
VALASSIS COMMUNICATIONS, INC. EQUITY 918866104 2491 71,032 SH DEFINED 1 71,032
VALERO ENERGY CORP. EQUITY 91913Y100 4116 155,502 SH DEFINED 1 155,502
VALHI INC EQUITY 918905100 70 7,130 SH DEFINED 1 7,130
VALLEY NATIONAL BANC EQUITY 919794107 37 1,373 SH DEFINED 1 1,373
VALMONT INDUSTRIES, INC. EQUITY 920253101 107 4,585 SH DEFINED 1 4,585
VALSPAR CORP. EQUITY 920355104 2488 66,704 SH DEFINED 1 66,704
VALUE LINE, INC. EQUITY 920437100 18 460 SH DEFINED 1 460
VALUECLICK INC. EQUITY 92046N102 51 23,320 SH DEFINED 1 23,320
VALUEVISION MEDIA INC EQUITY 92047K107 80 6,844 SH DEFINED 1 6,844
VANS, INC. EQUITY 921930103 36 6,248 SH DEFINED 1 6,248
VARCO INTERNATIONAL EQUITY 922122106 2177 128,655 SH DEFINED 1 128,655
VARIAN MEDICAL SYSTEMS INC EQUITY 92220P105 3898 90,677 SH DEFINED 1 90,677
VARIAN SEMICONDUCTOR EQUIPMENT EQUITY 922207105 171 10,403 SH DEFINED 1 10,403
VARIAN, INC. EQUITY 922206107 1513 54,801 SH DEFINED 1 54,801
VASTERA INC EQUITY 92239N109 23 10,867 SH DEFINED 1 10,867
VCA ANTECH INC EQUITY 918194101 75 6,055 SH DEFINED 1 6,055
VECTOR GROUP LTD. EQUITY 92240M108 3891 309,085 SH DEFINED 1 309,085
VECTREN CORP EQUITY 92240G101 1988 90,380 SH DEFINED 1 90,380
VEECO INSTRUMENTS, INC. EQUITY 922417100 93 8,573 SH DEFINED 1 8,573
VENTANA MEDICAL SYSTEMS, INC. EQUITY 92276H106 80 4,297 SH DEFINED 1 4,297
VENTAS, INC. EQUITY 92276F100 276 20,617 SH DEFINED 1 20,617
VERDIAN CORP EQUITY 92342R203 2970 118,900 SH DEFINED 2 118,900
VERIDIAN CORP DEL COM EQUITY 92342R203 6994 280000 SH Sole 3 280000
VERINT SYSTEMS EQUITY 92343X100 65 7,542 SH DEFINED 1 7,542
VERISIGN, INC. EQUITY 92343E102 148 29,314 SH DEFINED 1 29,314
VERITAS DGC, INC. EQUITY 92343P107 114 10,542 SH DEFINED 1 10,542
VERITAS SOFTWARE CORP EQUITY 923436109 3264 222,500 SH DEFINED 2 222,500
VERITAS SOFTWARE CORP. EQUITY 923436109 2852 194,431 SH DEFINED 1 194,431
VERITY INC COM EQUITY 92343C106 75 7,494 SH DEFINED 1 7,494
VERIZON COMMUNICATIONS EQUITY 92343V104 65881 2,400,913 SH DEFINED 1 2,400,913
VERIZON COMMUNICATIONS EQUITY 92343V104 2138 77,918 SH DEFINED 2 77,918
VERSICOR INC EQUITY 925314106 62 7,249 SH DEFINED 1 7,249
VERTEX PHARMACEUTICALS, INC. EQUITY 92532F100 1874 101,341 SH DEFINED 1 101,341
VESTA INSURANCE GROUP, INC. EQUITY 925391104 29 11,629 SH DEFINED 1 11,629
VIACOM INC EQUITY 925524100 40 975 SH DEFINED 2 975
VIACOM INC EQUITY 925524308 10388 256,213 SH DEFINED 2 4,113
VIACOM, INC. CLASS B EQUITY 925524308 32918 811,795 SH DEFINED 1 811,795
VIAD CORP. EQUITY 92552R109 2426 118,766 SH DEFINED 1 118,766
VIASAT, INC. EQUITY 92552V100 39 6,256 SH DEFINED 1 6,256
VIASYS HEALTHCARE INC EQUITY 92553Q209 136 8,843 SH DEFINED 1 8,843
VIB CORP EQUITY 91823H106 59 3,917 SH DEFINED 1 3,917
VICAL INC. EQUITY 925602104 15 6,452 SH DEFINED 1 6,452
VICOR CORP. EQUITY 925815102 48 6,737 SH DEFINED 1 6,737
VIEWPOINT CORP. EQUITY 92672P108 27 12,582 SH DEFINED 1 12,582
VIGNETTE CORPORATION EQUITY 926734104 64 79,781 SH DEFINED 1 79,781
Vimpel-Communications-SP ADR EQUITY 68370R109 110 4,640 SH DEFINED 1 4,640
VINTAGE PETROLEUM, INC. EQUITY 927460105 178 16,486 SH DEFINED 1 16,486
VIRAGE LOGIC CORPORATION EQUITY 92763R104 34 3,650 SH DEFINED 1 3,650
VIRBAC CORP EQUITY 927649103 15 2,948 SH DEFINED 1 2,948
VIRCO MFG CO EQUITY 927651109 17 1,804 SH DEFINED 1 1,804
VIRGINIA FINL CORP EQUITY 927810101 74 2,471 SH DEFINED 1 2,471
VISHAY INTERTECHNOLOGY, INC. EQUITY 928298108 2059 233,978 SH DEFINED 1 233,978
VISTEON CORP EQUITY 92839U107 2 192 SH DEFINED 2 192
VISTEON CORP. EQUITY 92839U107 636 67,142 SH DEFINED 1 67,142
VISX, INC. EQUITY 92844S105 800 86,711 SH DEFINED 1 86,711
VITAL SIGNS, INC. EQUITY 928469105 59 2,000 SH DEFINED 1 2,000
VITALWORKS INC EQUITY 928483106 88 12,113 SH DEFINED 1 12,113
VITESSE SEMICONDUCTOR CORP. EQUITY 928497106 51 75,046 SH DEFINED 1 75,046
VITRIA TECHNOLOGY, INC. EQUITY 92849Q104 20 25,184 SH DEFINED 1 25,184
VIVUS EQUITY 928551100 92 SH DEFINED 2 92
VIVUS INC. EQUITY 928551100 48 11,164 SH DEFINED 1 11,164
VODAFONE GROUP PLC -SP ADR EQUITY 92857W100 15009 1,169,850 SH DEFINED 1 1,169,850
VOLT INFORMATION SCIENCES INC. EQUITY 928703107 41 2,702 SH DEFINED 1 2,702
VORNADO EQUITY 929042109 41 1,040 SH DEFINED 1 1,040
VORNADO RLTY TR SH BEN INT EQUITY 929042109 32815 831800 SH Sole 3 672952 158848
VOTORANTIM CELULOSE - SPON ADR EQUITY 92906P106 610 43,700 SH DEFINED 1 43,700
VULCAN MATERIALS CO. EQUITY 929160109 3057 84,551 SH DEFINED 1 84,551
VULCAN MATLS CO EQUITY 929160109 2350 65,000 SH DEFINED 2 65,000
W HOLDING COMPANY INC. EQUITY 929251106 221 13,570 SH DEFINED 1 13,570
W. R. BERKLEY CORP. EQUITY 084423102 19 546 SH DEFINED 1 546
W. W. GRAINGER, INC. EQUITY 384802104 1742 40,947 SH DEFINED 1 40,947
WABASH NATIONAL CORP. EQUITY 929566107 42 7,846 SH DEFINED 1 7,846
WABTEC EQUITY 929740108 164 11,633 SH DEFINED 1 11,633
WACHOVIA CORP EQUITY 929903102 19452 595,050 SH DEFINED 1 595,050
WACHOVIA CORP 2ND NEW EQUITY 929903102 8254 252,500 SH DEFINED 2 252,500
WACKENHUT CORRECTIONS CORP. EQUITY 929798106 34 2,956 SH DEFINED 1 2,956
WADDELL & REED FINANCIAL, INC. EQUITY 930059100 1883 106,635 SH DEFINED 1 106,635
WAL MART STORES INC EQUITY 931142103 30220 613,740 SH DEFINED 2 2,240
Walgreen Co EQUITY 931422109 2461 80,000 SH DEFINED 4 80,000
WALGREEN CO. EQUITY 931422109 14893 484,170 SH DEFINED 1 484,170
WALLACE COMPUTER SERVICES INC. EQUITY 932270101 1192 67,537 SH DEFINED 1 67,537
WAL-MART STORES, INC. EQUITY 931142103 168053 3,412,945 SH DEFINED 1 3,412,945
WALT DISNEY EQUITY 254687106 15080 996,050 SH DEFINED 1 996,050
WALTER INDUSTRIES, INC. EQUITY 93317Q105 122 9,920 SH DEFINED 1 9,920
WARREN BANCORP INC EQUITY 934710104 1501 96,098 SH DEFINED 1 96,098
WARWICK CMNTY BANCORP EQUITY 936559103 34 1,248 SH DEFINED 1 1,248
WASHINGTON FEDERAL I EQUITY 938824109 21 919 SH DEFINED 1 919
WASHINGTON MUTUAL INC EQUITY 939322103 18733 595,276 SH DEFINED 1 595,276
WASHINGTON MUTUAL INC EQUITY 939322103 167 5,250 SH DEFINED 2 5,250
Washington Mutual Savings EQUITY 939322103 1309 41,600 SH DEFINED 4 41,600
WASHINGTON POST CO. CLASS B EQUITY 939640108 8148 12,555 SH DEFINED 1 12,555
WASHINGTON REAL ESTATE INV. EQUITY 939653101 317 12,492 SH DEFINED 1 12,492
WASHINGTON TRUST BANCORP, INC. EQUITY 940610108 87 4,423 SH DEFINED 1 4,423
WASTE CONNECTIONS EQUITY 941053100 21120 607,075 SH DEFINED 2 1,575
WASTE CONNECTIONS, INC. EQUITY 941053100 327 9,389 SH DEFINED 1 9,389
WASTE MANAGEMENT, INC. EQUITY 94106L109 6109 261,980 SH DEFINED 1 261,980
WASTE MGMT INC DEL EQUITY 94106L109 4031 172,860 SH DEFINED 2 172,860
WATCHGUARD TECH. INC. EQUITY 941105108 39 8,915 SH DEFINED 1 8,915
WATER PIK TECHNOLOGIES INC EQUITY 94113U100 37 3,607 SH DEFINED 1 3,607
WATERS CORP. EQUITY 941848103 1404 57,890 SH DEFINED 1 57,890
WATSCO, INC. EQUITY 942622200 83 5,795 SH DEFINED 1 5,795
WATSON PHARMACEUTICALS, INC EQUITY 942683103 1156 47,181 SH DEFINED 1 47,181
WATSON WYATT & CO HOLDINGS EQUITY 942712100 136 6,816 SH DEFINED 1 6,816
WATTS INDUSTRIES, INC., CLASS A EQUITY 942749102 87 5,304 SH DEFINED 1 5,304
WAUSAU-MOSINEE PAPER CORP. EQUITY 943315101 740 80,297 SH DEFINED 1 80,297
WAYPOINT FINANCIAL CORP. EQUITY 946756103 217 12,866 SH DEFINED 1 12,866
WCI COMMUNITIES INC EQUITY 92923C104 30 2,349 SH DEFINED 1 2,349
WD-40 CO. EQUITY 929236107 157 5,418 SH DEFINED 1 5,418
WEATHERFORD INTL LTD EQUITY G95089101 1751 47,140 SH DEFINED 2 47,140
WEATHERFORD INTL LTD COM EQUITY G95089101 16735 450600 SH Sole 3 390500 60100
WEATHERFORDNINTL LTD EQUITY G95089101 12311 331,480 SH DEFINED 1 331,480
WEBEX COMMUNICATIONS INC (USD) EQUITY 94767L109 88 7,863 SH DEFINED 1 7,863
WEBMD CORPORATION EQUITY 94769M105 21 4,120 SH DEFINED 1 4,120
WEBMETHODS INC EQUITY 94768C108 74 15,308 SH DEFINED 1 15,308
WEBSENSE INC EQUITY 947684106 83 7,151 SH DEFINED 1 7,151
WEBSENSE INC EQUITY 947684106 11931 1027675 SH Sole 3 1016475 11200
WEBSTER FINANCIAL CORP. EQUITY 947890109 2149 64,007 SH DEFINED 1 64,007
WEIGHT WATCHERS INTL COM EQUITY 948626106 17670 407520 SH Sole 3 348000 59520
WEIGHT WATCHERS INTL INC EQUITY 948626106 14 319 SH DEFINED 1 319
WEIGHT WATCHERS INTL INC N EQUITY 948626106 5420 125,000 SH DEFINED 2 125,000
WEINGARTEN REALTY INVESTORS EQUITY 948741103 24 660 SH DEFINED 1 660
WEIS MARKETS INC EQUITY 948849104 125 3,744 SH DEFINED 1 3,744
WELLMAN, INC. EQUITY 949702104 148 10,816 SH DEFINED 1 10,816
WELLPOINT HEALTH NETWORKS INC. EQUITY 94973H108 5515 75,245 SH DEFINED 1 75,245
WELLS FARGO + CO NEW EQUITY 949746101 21157 439,300 SH DEFINED 2 439,300
WELLS FARGO CO. EQUITY 949746101 37713 783,070 SH DEFINED 1 783,070
WELLSFORD REAL PROPERTIES EQUITY 950240200 31 1,802 SH DEFINED 1 1,802
WENDY'S INTERNATIONAL, INC. EQUITY 950590109 1680 50,744 SH DEFINED 1 50,744
WENDYS INTL INC EQUITY 950590109 5447 164,500 SH DEFINED 2 164,500
WERNER ENTERPRISES, INC. EQUITY 950755108 240 13,054 SH DEFINED 1 13,054
WESBANCO, INC. EQUITY 950810101 172 7,235 SH DEFINED 1 7,235
WESCO FINANCIAL CORP EQUITY 950817106 5 16 SH DEFINED 1 16
WESCO INTERNATIONAL, INC. EQUITY 95082P105 21 4,804 SH DEFINED 1 4,804
WEST COAST BANCORP EQUITY 952145100 81 5,337 SH DEFINED 1 5,337
WEST CORPORATION EQUITY 952355105 4 253 SH DEFINED 1 253
WEST MARINE INC EQUITY 954235107 45 3,514 SH DEFINED 1 3,514
WEST PHARMACEUTICAL SERVICES EQUITY 955306105 95 4,447 SH DEFINED 1 4,447
WESTAMERICA BANCORPORATION EQUITY 957090103 604 15,000 SH DEFINED 2 15,000
WESTAMERICA BANKCORPORATION EQUITY 957090103 2446 60,730 SH DEFINED 1 60,730
WESTAR ENERGY EQUITY 95709T100 7588 754,232 SH DEFINED 1 754,232
WESTCORP EQUITY 957907108 80 3,992 SH DEFINED 1 3,992
WESTERN DIGITIAL CORP. EQUITY 958102105 307 65,219 SH DEFINED 1 65,219
WESTERN GAS RESOURCES, INC. EQUITY 958259103 1559 49,898 SH DEFINED 1 49,898
WESTERN WIRELESS CORP. CLASS A EQUITY 95988E204 49 18,103 SH DEFINED 1 18,103
WESTFIELD FINANCIAL IN EQUITY 96008D101 25 1,686 SH DEFINED 1 1,686
WESTPOINT STEVENS INC. CLASS A EQUITY 961238102 12 11,826 SH DEFINED 1 11,826
WESTPORT RESOURSES EQUITY 961418100 99 5,434 SH DEFINED 1 5,434
WESTWOOD ONE INC EQUITY 961815107 4344 121,500 SH DEFINED 2 121,500
WESTWOOD ONE INC COM EQUITY 961815107 16725 467842 SH Sole 3 400000 67842
WESTWOOD ONE, INC. EQUITY 961815107 5072 141,884 SH DEFINED 1 141,884
WET SEAL, INC. EQUITY 961840105 87 8,663 SH DEFINED 1 8,663
WEYERHAEUSER CO. EQUITY 962166104 4100 93,680 SH DEFINED 1 93,680
WFS FINANCIAL, INC. EQUITY 92923B106 49 2,340 SH DEFINED 1 2,340
WGL HOLDINGS INC. EQUITY 92924F106 1927 80,591 SH DEFINED 1 80,591
W-H ENERGY SERVICES INC EQUITY 92925E108 136 7,864 SH DEFINED 1 7,864
WHIRLPOOL CORP. EQUITY 963320106 1381 30,109 SH DEFINED 1 30,109
WHITE ELECTR DESIGNS C EQUITY 963801105 44 5,940 SH DEFINED 1 5,940
WHITEHALL JEWELLERS IN EQUITY 965063100 40 3,803 SH DEFINED 1 3,803
WHITNEY HOLDING CORP. EQUITY 966612103 18 576 SH DEFINED 1 576
WHOLE FOODS MARKET I EQUITY 966837106 3276 76,471 SH DEFINED 1 76,471
WILD OATS MARKETS INC COM EQUITY 96808B107 1752 193000 SH Sole 3 193000
WILD OATS MARKETS, INC. EQUITY 96808B107 59 6,532 SH DEFINED 1 6,532
WILLIAMS COMPANIES, INC. EQUITY 969457100 515 227,677 SH DEFINED 1 227,677
WILLIAMS SONOMA INC EQUITY 969904101 3041 128,700 SH DEFINED 2 1,900
WILLIAMS SONOMA INC COM EQUITY 969904101 90681 3837557 SH Sole 3 3621741 215816
WILLIAMS-SONOMA, INC. EQUITY 969904101 3614 152,944 SH DEFINED 1 152,944
WILLOW GROVE BANCORP I EQUITY 97111W101 19 1,642 SH DEFINED 1 1,642
WILMINGTON TRUST CORP EQUITY 971807102 2518 87,075 SH DEFINED 1 87,075
Wilson Greatbatch Tech EQUITY 972232102 678 24,400 SH DEFINED 4 24,400
WILSON GREATBATCH TECH INC EQUITY 972232102 2674 96200 SH Sole 3 96200
WILSON GREATBATCH TECHNOLOGIES EQUITY 972232102 198 7,105 SH DEFINED 1 7,105
WILSONS THE LEATHER EXPERTS EQUITY 972463103 32 4,539 SH DEFINED 1 4,539
WIMM-BILL-DANN FOODS ADR EQUITY 97263M109 1698 99,300 SH DEFINED 1 99,300
WIND RIVER SYSTEMS INC. EQUITY 973149107 410 127,351 SH DEFINED 1 127,351
WINN-DIXIE STORES, INC. EQUITY 974280109 801 61,086 SH DEFINED 1 61,086
WINNEBAGO INDUSTRIES, INC. EQUITY 974637100 161 4,085 SH DEFINED 1 4,085
WINSTON HOTELS INC EQUITY 97563A102 41 5,727 SH DEFINED 1 5,727
WINTRUST FINANCIAL CORP EQUITY 97650W108 143 4,981 SH DEFINED 1 4,981
WIRELESS FACILITIES INC. EQUITY 97653A103 35 7,861 SH DEFINED 1 7,861
WISCONSIN ENERGY CORP. EQUITY 976657106 3729 153,468 SH DEFINED 1 153,468
WITNESS SYS INC COM EQUITY 977424100 3713 638000 SH Sole 3 638000
WITNESS SYSTEMS INC EQUITY 977424100 27 4,648 SH DEFINED 1 4,648
WM. WRIGLEY JR. CO. EQUITY 982526105 4763 96,250 SH DEFINED 1 96,250
WMS INDUSTRIES INC. EQUITY 929297109 105 7,435 SH DEFINED 1 7,435
WOLVERINE WORLD WIDE, INC. EQUITY 978097103 212 14,110 SH DEFINED 1 14,110
WOMEN FIRST HEALTHCARE EQUITY 978150100 25 5,266 SH DEFINED 1 5,266
WOODHEAD INDS INC COM EQUITY 979438108 39 3,552 SH DEFINED 1 3,552
WOODWARD GOVERNOR CO. EQUITY 980745103 142 3,002 SH DEFINED 1 3,002
WORDLCOM INC-WORLDCOM GROUP EQUITY 98157D304 7 38,375 SH DEFINED 1 38,375
WORLD ACCEPTANCE CORP. EQUITY 981419104 31 3,910 SH DEFINED 1 3,910
WORLD FUEL SVCS CORP EQUITY 981475106 58 3,000 SH DEFINED 1 3,000
WORLD WRESTLING ENTMNT EQUITY 98156Q108 28 3,378 SH DEFINED 1 3,378
WORTHINGTON INDS IN EQUITY 981811102 2057 110,000 SH DEFINED 2 110,000
WORTHINGTON INDUSTRIES, INC. EQUITY 981811102 1114 59,549 SH DEFINED 1 59,549
WPS RESOURCES CORP. EQUITY 92931B106 4697 132,522 SH DEFINED 1 132,522
WRIGHT MED GROUP INC EQUITY 98235T107 101 5,301 SH DEFINED 1 5,301
WSFS FINANCIAL CORP EQUITY 929328102 75 2,665 SH DEFINED 1 2,665
WYETH EQUITY 983024100 35866 1,127,860 SH DEFINED 1 1,127,860
WYETH EQUITY 983024100 2579 81,100 SH DEFINED 2 81,100
WYNDHAM INTERNATIONAL, INC. EQUITY 983101106 85 250,842 SH DEFINED 1 250,842
XCEL STATES POWER-MINES EQUITY 98389B100 1657 177,986 SH DEFINED 1 177,986
XEROX CORP. EQUITY 984121103 1600 323,177 SH DEFINED 1 323,177
XICOR INC EQUITY 984903104 26 7,086 SH DEFINED 1 7,086
XILINX INC EQUITY 983919101 3476 219,450 SH DEFINED 2 219,450
XILINX, INC. EQUITY 983919101 2509 158,440 SH DEFINED 1 158,440
XL CAPITAL LTD EQUITY G98255105 4273 58,140 SH DEFINED 1 58,140
XM SATTELLITE RADIO HOLDINGS EQUITY 983759101 72 18,403 SH DEFINED 1 18,403
X-RITE, INC. EQUITY 983857103 47 6,092 SH DEFINED 1 6,092
XTO ENERGY INC EQUITY 98385X106 3412 165,560 SH DEFINED 1 165,560
YAHOO INC EQUITY 984332106 1721 179,865 SH DEFINED 2 2,065
YAHOO!, INC. EQUITY 984332106 2593 270,927 SH DEFINED 1 270,927
YANKEE CANDLE INC EQUITY 984757104 1528 8,900 SH DEFINED 2 8,900
YARDVILLE NATL BANCORP EQUITY 985021104 34 1,998 SH DEFINED 1 1,998
YELLOW CORP. EQUITY 985509108 290 9,843 SH DEFINED 1 9,843
YORK INTERNATIONAL CORP. EQUITY 986670107 1482 52,570 SH DEFINED 1 52,570
YOUNG BROADCASTING, INC. CLASS A EQUITY 987434107 41 4,713 SH DEFINED 1 4,713
YOUNG INNOVATIONS INC EQUITY 987520103 40 1,477 SH DEFINED 1 1,477
YPF S.A.-Sponsored ADR EQUITY 984245100 265 9,000 SH DEFINED 1 9,000
Yum Brands Inc EQUITY 988498101 1940 70,000 SH DEFINED 4 70,000
YUM BRANDS INC EQUITY 988498101 5736 207,000 SH DEFINED 2 207,000
YUM! BRANDS INC EQUITY 988498101 4282 154,520 SH DEFINED 1 154,520
ZALE CORP. EQUITY 988858106 14 466 SH DEFINED 1 466
ZEBRA TECHNOLOGIES CORP. CLASS A EQUITY 989207105 17 321 SH DEFINED 1 321
ZENITH NATIONAL INSURANCE CORP EQUITY 989390109 74 2,792 SH DEFINED 1 2,792
ZIMMER HLDGS INC COM EQUITY 98956P102 7564 197300 SH Sole 3 170900 26400
ZIMMER HOLDINGS INC EQUITY 98956P102 3302 86,112 SH DEFINED 1 86,112
ZIONS BANCORPORATION EQUITY 989701107 1759 40,418 SH DEFINED 1 40,418
ZOLL MEDICAL CORP. EQUITY 989922109 86 2,830 SH DEFINED 1 2,830
ZOMAX INCORPORATED EQUITY 989929104 39 9,971 SH DEFINED 1 9,971
ZORAN CORP. EQUITY 98975F101 101 9,156 SH DEFINED 1 9,156
ZYGO CORP. EQUITY 989855101 22 5,277 SH DEFINED 1 5,277
ZYMOGENETICS INC EQUITY 98985T109 27 3,383 SH DEFINED 1 3,383