UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F
FORM 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: December 31, 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 February 14, 2003
------------------------------- ------------------------ -----------------
(Signature) (City, State) (Date)
Report Type (Check only one.):
[X] 13F HOLDINGS REPORT. (Check if all holdings of this reporting manager are
reported in this report.)
[ ] 13F NOTICE. (Check if no holdings reported are in this report, and all
holdings are reported in this report and a portion are reported by other
reporting manager(s).)
[ ] 13F COMBINATION REPORT. (Check if a portion of the holdings for this
reporting manager are reported in this report and a portion are reported by
other reporting manager(s).)
FORM 13F SUMMARY PAGE
REPORT SUMMARY:
Number of Other Included Managers: 4
Form 13F Information Table Entry Total: 3,538
Form 13F Information Table Value Total: $ 16,353,105 (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 12/31/02
TITLE OF VALUE SHRS OR SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY
NAME OF ISSUER CLASS CUSIP (X1000) PRN AMT PRN CALL DSCRETN MGS SOLE SHARED NONE
-------------- ----- ----- ------- ------- --- ---- ------- --- ---- ------ ----
02MICRO INTERNATIONAL LIMI EQUITY G6797E106 1072 110,000 SH DEFINED 2 110,000
1-800 CONTACTS INC EQUITY 681977104 49 1,794 SH SOLE 1 1,794
1-800-FLOWERS.COM INC EQUITY 68243Q106 26 4,194 SH SOLE 1 4,194
1ST SOURCE CORP. EQUITY 336901103 82 4,907 SH SOLE 1 4,907
21ST CENTURY INSURANCE COMPANY EQUITY 90130N103 669139 53,445,620 SH SOLE 1 53,445,620
21ST CENTURY INSURANCE COMPANY EQUITY 90130N104 6 462 SH SOLE 1 462
3COM CORP. EQUITY 885535104 2289 494,488 SH SOLE 1 494,488
3D SYSTEMS CORPORATION EQUITY 88554D205 19 2,441 SH SOLE 1 2,441
3M EQUITY 88579Y101 2034 16,500 SH DEFINED 4 16,500
3M CO EQUITY 88579Y101 41479 336,410 SH SOLE 1 336,410
3M CO EQUITY 88579Y101 19198 155,700 SH DEFINED 2 155,700
3M CO COM EQUITY 88579Y101 3329 27000 SH SOLE 3 27000
3TEC ENERGY CORPORATION EQUITY 88575R308 75 5,313 SH SOLE 1 5,313
4 KIDS ENTMT INC COM EQUITY 350865101 2025 91700 SH SOLE 3 91700
4KIDS ENTERTAINMENT INC EQUITY 350865101 71 3,222 SH SOLE 1 3,222
7-ELEVEN INC. EQUITY 817826209 59 7,873 SH SOLE 1 7,873
99 CENTS ONLY STORES EQUITY 65440K106 2521 93,866 SH SOLE 1 93,866
99 CENTS ONLY STORES COM EQUITY 65440K106 28322 1054412 SH SOLE 3 1019420 34992
A C MOORE ARTS & CRAFT EQUITY 00086T103 52 4,118 SH SOLE 1 4,118
A.G. EDWARDS, INC. EQUITY 281760108 3496 106,076 SH SOLE 1 106,076
AAIPHARMA INC EQUITY 00252W104 53 3,783 SH SOLE 1 3,783
AAON INC EQUITY 000360206 59 3,185 SH SOLE 1 3,185
AAR CORP. EQUITY 000361105 45 8,685 SH SOLE 1 8,685
AARON RENTS, INC. EQUITY 002535201 105 4,814 SH SOLE 1 4,814
ABBOTT LABORATORIES EQUITY 002824100 30211 755,265 SH SOLE 1 755,265
ABBOTT LABS EQUITY 002824100 9232 230,800 SH DEFINED 2 230,800
Abbott Labs EQUITY 002824100 3200 80,000 SH DEFINED 4 80,000
ABC BANCORP EQUITY 000400101 43 3,358 SH SOLE 1 3,358
ABERCROMBIE AND FITCH CO EQUITY 002896207 3977 194,400 SH DEFINED 2 194,400
ABERCROMBIE AND FITCH CO. EQUITY 002896207 2683 131,156 SH SOLE 1 131,156
ABGENIX, INC. EQUITY 00339B107 195 26,516 SH SOLE 1 26,516
ABIOMED, INC. EQUITY 003654100 15 4,230 SH SOLE 1 4,230
ABM INDUSTRIES, INC. EQUITY 000957100 198 12,794 SH SOLE 1 12,794
ACADIA REALTY TRUST EQUITY 004239109 34 4,541 SH SOLE 1 4,541
ACCLAIM ENTERTAINMENT, INC. EQUITY 004325205 16 23,637 SH SOLE 1 23,637
ACCREDO HEALTH INC EQUITY 00437V104 1586 45,000 SH DEFINED 2 45,000
ACCREDO HEALTH INC COM EQUITY 00437V104 40724 1155280 SH SOLE 3 1089848 62732
ACCREDO HEALTH INC. EQUITY 00437V104 21 605 SH SOLE 1 605
ACE LTD EQUITY G0070K103 4039 137,660 SH SOLE 1 137,660
ACME COMMUNICATION INC EQUITY 004631107 25 3,135 SH SOLE 1 3,135
ACTEL CORP. EQUITY 004934105 116 7,144 SH SOLE 1 7,144
ACTERNA CORP EQUITY 00503U105 1 9,071 SH SOLE 1 9,071
ACTION PERFORMANCE CO., INC. EQUITY 004933107 100 5,286 SH SOLE 1 5,286
ACTIVE POWER INC EQUITY 00504W100 20 11,378 SH SOLE 1 11,378
ACTIVISION, INC. EQUITY 004930202 1314 90,042 SH SOLE 1 90,042
ACTRADE FINANCIAL TECHNOLOGIES EQUITY 00507P102 2,333 SH SOLE 1 2,333
ACTUANT CORP EQUITY 00508X203 145 3,113 SH SOLE 1 3,113
ACTUATE CORP. EQUITY 00508B102 26 14,966 SH SOLE 1 14,966
ACUITY BRANDS INC EQUITY 00508Y102 190 14,043 SH SOLE 1 14,043
ACXIOM CORP. EQUITY 005125109 1844 119,883 SH SOLE 1 119,883
ADAPTEC, INC. EQUITY 00651F108 8 1,489 SH SOLE 1 1,489
ADE CORP. EQUITY 00089C107 19 3,179 SH SOLE 1 3,179
ADMINISTAFF, INC. EQUITY 007094105 39 6,489 SH SOLE 1 6,489
ADOBE SYS INC EQUITY 00724F101 2604 105,000 SH DEFINED 2 105,000
ADOBE SYSTEMS INC. EQUITY 00724F101 13595 548,174 SH SOLE 1 548,174
ADOLOR CORPORATION EQUITY 00724X102 147 10,588 SH SOLE 1 10,588
ADTRAN, INC. EQUITY 00738A106 1858 56,469 SH SOLE 1 56,469
ADVANCE AUTO PARTS EQUITY 00751Y106 10 196 SH SOLE 1 196
ADVANCE AUTO PARTS COM EQUITY 00751Y106 38934 796204 SH SOLE 3 772500 23704
ADVANCED DIGITAL INFO CORP. EQUITY 007525108 142 21,143 SH SOLE 1 21,143
ADVANCED ENERGY INDUSTRIES EQUITY 007973100 72 5,627 SH SOLE 1 5,627
ADVANCED FIBRE COMMUNICATIONS EQUITY 00754A105 1886 113,061 SH SOLE 1 113,061
ADVANCED MARKETING SERV. INC. EQUITY 00753T105 70 4,768 SH SOLE 1 4,768
ADVANCED MEDICAL OPTICS EQUITY 00763M108 58 4,822 SH SOLE 1 4,822
ADVANCED MICRO DEVICES, INC. EQUITY 007903107 1008 156,083 SH SOLE 1 156,083
ADVANCED NEUROMOD SYS COM EQUITY 00757t101 7729 220200 SH SOLE 3 220200
ADVANCED POWER TECHNOLOG INC EQUITY 00761E108 6 1,860 SH SOLE 1 1,860
ADVANCED TISSUE SCIENCES, INC. EQUITY 00755F103 1 23,372 SH SOLE 1 23,372
ADVANCEPCS EQUITY 00790K109 10202 459,336 SH SOLE 1 459,336
ADVANCEPCS COM EQUITY 00790K109 11856 533814 SH SOLE 3 504300 28314
ADVANCES NEUROMODULATIONS SYS EQUITY 00757T101 106 3,015 SH SOLE 1 3,015
ADVANTA CORP [B] EQUITY 007942204 71 7,511 SH SOLE 1 7,511
ADVENT SOFTWARE, INC. EQUITY 007974108 599 43,945 SH SOLE 1 43,945
ADVISORY BRD CO EQUITY 00762W107 47 1,572 SH SOLE 1 1,572
ADVO, INC. EQUITY 007585102 210 6,406 SH SOLE 1 6,406
AEP INDS INC COM EQUITY 001031103 18 1,376 SH SOLE 1 1,376
AEROFLEX, INC EQUITY 007768104 141 20,374 SH SOLE 1 20,374
AEROPOSTALE INC EQUITY 007865108 45 4,241 SH SOLE 1 4,241
AES DRAX ENERGY LTD EQUITY 00130H105 721 238,704 SH SOLE 1 238,704
AETHER SYSTEMS INC. EQUITY 00808V105 46 12,255 SH SOLE 1 12,255
AETNA INC-NEW EQUITY 00817Y108 2740 66,631 SH SOLE 1 66,631
AFC ENTERPRISES EQUITY 00104Q107 102 4,841 SH SOLE 1 4,841
AFFILIATED COMPUTER CL A EQUITY 008190100 84219 1599602 SH SOLE 3 1512142 83860
AFFILIATED COMPUTER SERVICES CLASS A EQUITY 008190100 9336 177,320 SH SOLE 1 177,320
AFFILIATED COMPUTER SVCS I EQUITY 008190100 9882 187,700 SH DEFINED 2 187,700
AFFILIATED MANAGERS GROUP EQUITY 008252108 15 300 SH SOLE 1 300
AFFYMETRIX INC EQUITY 00826T108 16 682 SH SOLE 1 682
AFLAC, INC. EQUITY 001055102 6672 221,500 SH SOLE 1 221,500
AFTERMARKET TECHNOLOGY EQUITY 008318107 37 2,565 SH SOLE 1 2,565
AGCO CORP. EQUITY 001084102 2231 100,946 SH SOLE 1 100,946
AGERE SYSTEMS INC-CL B W/I EQUITY 00845V209 32 22,926 SH SOLE 1 22,926
AGILE SOFTWARE CORP. EQUITY 00846X105 99 12,807 SH SOLE 1 12,807
AGILENT TECHNOLOGIES INC EQUITY 00846U101 4607 256,500 SH DEFINED 2 256,500
AGILENT TECHNOLOGIES INC. EQUITY 00846U101 4700 261,700 SH SOLE 1 261,700
AGL RESOURCES, INC. EQUITY 001204106 2985 122,859 SH SOLE 1 122,859
AIR PRODS & CHEMS INC COM EQUITY 009158106 2244 52500 SH SOLE 3 52500
AIR PRODUCTS AND CHEMICALS INC EQUITY 009158106 4161 97,330 SH SOLE 1 97,330
AIRBORNE INC. EQUITY 009269101 1719 115,919 SH SOLE 1 115,919
AIRGAS, INC. EQUITY 009363102 1981 114,867 SH SOLE 1 114,867
AIRGATE PCS, INC. EQUITY 009367103 5 8,304 SH SOLE 1 8,304
AIRTRAN HOLDINGS, INC. EQUITY 00949P108 83 21,393 SH SOLE 1 21,393
AK STEEL CORP. EQUITY 001547108 32344 3,984,148 SH SOLE 1 3,984,148
AKAMAI TECHNOLOGIES INC. EQUITY 00971T101 58 33,396 SH SOLE 1 33,396
AKSYS LTD EQUITY 010196103 46 8,642 SH SOLE 1 8,642
ALABAMA NATIONAL BANCORP EQUITY 010317105 144 3,307 SH SOLE 1 3,307
ALAMO GROUP INC EQUITY 011311107 26 2,102 SH SOLE 1 2,102
ALAMOSA HOLDINGS INC. EQUITY 011589108 13 25,020 SH SOLE 1 25,020
ALARIS MEDICAL INC EQUITY 011637105 29 4,818 SH SOLE 1 4,818
ALASKA AIR GROUP, INC. EQUITY 011659109 941 43,477 SH SOLE 1 43,477
ALASKA COMM. SYS. HLDGS., INC. EQUITY 01167P101 4 2,101 SH SOLE 1 2,101
ALBANY INTERNATIONAL CORP. CLASS A EQUITY 012348108 1057 51,140 SH SOLE 1 51,140
ALBANY MOLECULAR EQUITY 012423109 104 7,027 SH SOLE 1 7,027
ALBEMARLE CORP. EQUITY 012653101 1590 55,897 SH SOLE 1 55,897
ALBERTO-CULVER CO. CLASS B EQUITY 013068101 1278 25,352 SH SOLE 1 25,352
ALBERTSONS INC EQUITY 013104104 4611 207,156 SH DEFINED 2 207,156
ALBERTSON'S, INC. EQUITY 013104104 3614 162,360 SH SOLE 1 162,360
ALCOA INC EQUITY 013817101 2426 106,500 SH DEFINED 2 106,500
ALCOA, INC. EQUITY 013817101 9273 407,060 SH SOLE 1 407,060
ALCON INC EQUITY H01301102 9693 245,700 SH DEFINED 2 245,700
ALDERWOODS GROUP INC EQUITY 014383103 64 13,547 SH SOLE 1 13,547
ALEXANDER & BALDWIN, INC. EQUITY 014482103 1773 68,764 SH SOLE 1 68,764
ALEXANDER'S, INC. EQUITY 014752109 43 673 SH SOLE 1 673
ALEXANDRIA REAL EST EQ COM EQUITY 015271109 6041 141800 SH SOLE 3 112600 29200
ALEXANDRIA REAL ESTATE EQUITIE EQUITY 015271109 228 5,362 SH SOLE 1 5,362
ALEXION PHARMACEUTICLAS, INC. EQUITY 015351109 87 6,153 SH SOLE 1 6,153
ALFA CORP. EQUITY 015385107 142 11,821 SH SOLE 1 11,821
ALIGN TECHNOLOGY INC EQUITY 016255101 31 11,218 SH SOLE 1 11,218
ALKERMES INC EQUITY 01642T108 116 18,519 SH SOLE 1 18,519
ALLEGHANY CORP EQUITY 017175100 15 82 SH SOLE 1 82
ALLEGHENY ENERGY, INC. EQUITY 017361106 421 55,666 SH SOLE 1 55,666
ALLEGHENY TECHNOLOGIES, INC. EQUITY 01741R102 284 45,656 SH SOLE 1 45,656
ALLEGIANCE TELECOM I EQUITY 01747T102 23 35,025 SH SOLE 1 35,025
ALLEGIANT BANCORP INC EQUITY 017476102 73 4,009 SH SOLE 1 4,009
ALLEN TELECOM, INC. EQUITY 018091108 729 20,442 SH SOLE 1 20,442
ALLERGAN, INC. EQUITY 018490102 30486 529,090 SH SOLE 1 529,090
ALLETE INC. EQUITY 018522102 2606 114,911 SH SOLE 1 114,911
ALLIANCE DATA SYS CORP COM EQUITY 018581108 36055 2034699 SH SOLE 3 1972379 62320
ALLIANCE DATA SYSTEMS EQUITY 018581108 15 831 SH SOLE 1 831
ALLIANCE GAMING CORP EQUITY 01859P609 245 14,363 SH SOLE 1 14,363
ALLIANCE GAMING CORP COM NEW EQUITY 01859P609 23225 1363778 SH SOLE 3 1343400 20378
ALLIANCE IMAGING INC EQUITY 018606202 21 3,962 SH SOLE 1 3,962
ALLIANCE SEMICONDUCTOR CORP. EQUITY 01877H100 33 8,518 SH SOLE 1 8,518
ALLIANT ENERGY CORP. EQUITY 018802108 2043 123,416 SH SOLE 1 123,416
ALLIANT TECHSYSTEMS COM EQUITY 018804104 8317 133400 SH SOLE 3 114650 17450
ALLIANT TECHSYSTEMS INC EQUITY 018804104 27 441 SH SOLE 1 441
ALLIED CAPITAL CORP EQUITY 01903Q108 31 1,401 SH SOLE 1 1,401
ALLIED WASTE INDUSTRIES, INC. EQUITY 019589308 1485 148,483 SH SOLE 1 148,483
ALLMERICA FINANCIAL CORP EQUITY 019754100 719 71,167 SH SOLE 1 71,167
ALLOS THERAPEUTICS INC EQUITY 019777101 121 16,093 SH SOLE 1 16,093
ALLOY ONLINE, INC EQUITY 019855105 116 10,584 SH SOLE 1 10,584
ALLSCRIPTS HEALTHCARE SOLUTION EQUITY 01988P108 19 7,859 SH SOLE 1 7,859
ALLSTATE CORP EQUITY 020002101 19294 521,600 SH DEFINED 2 521,600
ALLSTATE CORP. EQUITY 020002101 11136 301,060 SH SOLE 1 301,060
ALLTEL CORP EQUITY 020039103 9867 193,464 SH DEFINED 2 193,464
ALLTEL CORP. EQUITY 020039103 6791 133,150 SH SOLE 1 133,150
ALPHARMA INC. CLASS A EQUITY 020813101 119 10,012 SH SOLE 1 10,012
ALTERA CORP EQUITY 021441100 2886 234,100 SH DEFINED 2 234,100
ALTERA CORP. EQUITY 021441100 2328 188,791 SH SOLE 1 188,791
ALTIRIS INC EQUITY 02148M100 27 1,698 SH SOLE 1 1,698
AMAZON.COM, INC. EQUITY 023135106 227 12,038 SH SOLE 1 12,038
AMB PPTY CORP EQUITY 00163T109 3830 140000 SH SOLE 3 113894 26106
AMB PROPERTY CORP EQUITY 00163T109 33 1,221 SH SOLE 1 1,221
AMBAC FINANCIAL GROUP INC. EQUITY 023139108 2622 46,629 SH SOLE 1 46,629
AMBASSADORS GROUP INC EQUITY 023177108 24 1,887 SH SOLE 1 1,887
AMC ENTERTAINMENT, INC. EQUITY 001669100 83 9,410 SH SOLE 1 9,410
AMCOL INTERNATIONAL CORP. EQUITY 02341W103 39 6,727 SH SOLE 1 6,727
AMCORE FINANCIAL, INC. EQUITY 023912108 182 8,381 SH SOLE 1 8,381
AMERADA HESS CORP EQUITY 023551104 2282 41,447 SH SOLE 1 41,447
AMERCO, INC. EQUITY 023586100 15 3,380 SH SOLE 1 3,380
AMEREN CORP. EQUITY 023608102 2827 67,998 SH SOLE 1 67,998
AMERICA MOVIL-SERIES L ADR EQUITY 02364W105 3491 243,130 SH SOLE 1 243,130
AMERICAN AXLE & MFG HOLDINGS EQUITY 024061103 9 382 SH SOLE 1 382
AMERICAN AXLE + MFG HLDGS EQUITY 024061103 1618 69,100 SH DEFINED 2 69,100
AMERICAN CAP. STRATEGIES, INC. EQUITY 024937104 281 13,038 SH SOLE 1 13,038
AMERICAN EAGLE OUTFITTERS EQUITY 02553E106 1327 96,332 SH SOLE 1 96,332
AMERICAN ELECTRIC POWER, INC. EQUITY 025537101 7493 274,150 SH SOLE 1 274,150
American Express EQUITY 025816109 884 25,000 SH DEFINED 4 25,000
AMERICAN EXPRESS CO EQUITY 025816109 13171 372,600 SH DEFINED 2 372,600
AMERICAN EXPRESS CO. EQUITY 025816109 57329 1,621,750 SH SOLE 1 1,621,750
AMERICAN FINANCIAL GROUP, INC. EQUITY 025932104 2132 92,436 SH SOLE 1 92,436
AMERICAN FINANCIAL HLDGS INC. EQUITY 026075101 237 7,915 SH SOLE 1 7,915
AMERICAN FIRST MORTGAGE INVES EQUITY 55272X102 2156 256,617 SH SOLE 1 256,617
AMERICAN GREETINGS CORP. CLASS A EQUITY 026375105 460 29,101 SH SOLE 1 29,101
AMERICAN HEALTHWAYS INC EQUITY 02649V104 63 3,625 SH SOLE 1 3,625
AMERICAN HOME MTG HLDG EQUITY 02660M108 32 2,936 SH SOLE 1 2,936
AMERICAN INTL GROUP INC EQUITY 026874107 1750 30,250 SH DEFINED 2 30,250
AMERICAN INTL GRP INC COM EQUITY 026874107 136641 2,361,982 SH SOLE 1 2,361,982
AMERICAN ITALIAN PASTA CO. CLASS A EQUITY 027070101 203 5,629 SH SOLE 1 5,629
AMERICAN MANAGEMENT SYSTEMS EQUITY 027352103 159 13,287 SH SOLE 1 13,287
AMERICAN MED SEC GROUP EQUITY 02744P101 29 2,093 SH SOLE 1 2,093
AMERICAN MEDICAL SYSTEMS HOLDI EQUITY 02744M108 107 6,627 SH SOLE 1 6,627
AMERICAN NATIONAL IN EQUITY 028591105 12 149 SH SOLE 1 149
AMERICAN NATL BANKSHAR EQUITY 027745108 51 1,969 SH SOLE 1 1,969
AMERICAN PHARMACEUTICA EQUITY 02886P109 54 3,057 SH SOLE 1 3,057
AMERICAN PHYSICIANS CAPITAL IN EQUITY 028884104 64 3,376 SH SOLE 1 3,376
AMERICAN POWER CONVERSION EQUITY 029066107 1420 93,732 SH SOLE 1 93,732
AMERICAN STANDARD COMPANIES EQUITY 029712106 2263 31,808 SH SOLE 1 31,808
AMERICAN STATES WATER CO. EQUITY 029899101 119 5,142 SH SOLE 1 5,142
AMERICAN SUPERCONDUCTOR CORP EQUITY 030111108 21 6,947 SH SOLE 1 6,947
AMERICAN TOWER CORP EQUITY 029912201 194 54,837 SH SOLE 1 54,837
AMERICAN WATER WORKS CO., INC. EQUITY 030411102 9107 200,238 SH SOLE 1 200,238
AMERICAN WOODMARK CORP. EQUITY 030506109 74 1,554 SH SOLE 1 1,554
AMERICREDIT CORP. EQUITY 03060R101 1591 205,612 SH SOLE 1 205,612
AMERIGROUP CORP EQUITY 03073T102 99 3,265 SH SOLE 1 3,265
AMERIPATH, INC. EQUITY 03071D109 205 9,551 SH SOLE 1 9,551
AMERISOURCEBERGEN CO EQUITY 03073E105 28155 518,414 SH SOLE 1 518,414
AMERISTAR CASINOS EQUITY 03070Q101 50 3,519 SH SOLE 1 3,519
AMERITRADE HOLDING CORP - CL A EQUITY 03074K100 177 31,220 SH SOLE 1 31,220
AMERON, INC. EQUITY 030710107 67 1,219 SH SOLE 1 1,219
AMERUS GROUP CO. EQUITY 03072M108 1484 52,485 SH SOLE 1 52,485
AMETEK, INC. EQUITY 031100100 2125 55,212 SH SOLE 1 55,212
AMGEN INC EQUITY 031162100 17874 369,755 SH DEFINED 2 369,755
AMGEN INC COM EQUITY 031162100 2054 42500 SH SOLE 3 42500
AMGEN, INC. EQUITY 031162100 51747 1,070,471 SH SOLE 1 1,070,471
AMKOR TECHNOLOGY, INC EQUITY 031652100 6 1,215 SH SOLE 1 1,215
AMLI RESIDENTIAL PROPERTIES EQUITY 001735109 102 4,798 SH SOLE 1 4,798
AMN HEALTHCARE SERVICE EQUITY 001744101 3 195 SH SOLE 1 195
AMPHENOL CORP. CLASS A EQUITY 032095101 358 9,429 SH SOLE 1 9,429
AMR CORP. EQUITY 001765106 456 69,104 SH SOLE 1 69,104
AMSOUTH BANCORPORATION EQUITY 032165102 3068 159,802 SH SOLE 1 159,802
AMSURG CORP CL A EQUITY 03232P405 142 6,928 SH SOLE 1 6,928
AMSURG CORP CL A EQUITY 03232P405 9142 447482 SH SOLE 3 442182 5300
AMYLIN PHARMACEUTICALS, INC. EQUITY 032346108 336 20,799 SH SOLE 1 20,799
ANADARKO PETE CORP EQUITY 032511107 3933 227,000 SH DEFINED 2 227,000
ANADARKO PETROLEUM CORP. EQUITY 032511107 30822 643,472 SH SOLE 1 643,472
ANADIGICS, INC. EQUITY 032515108 27 10,377 SH SOLE 1 10,377
ANALOG DEVICES INC EQUITY 032654105 8543 357,900 SH DEFINED 2 357,900
ANALOG DEVICES INC SUB NTS EQUITY 032654AD7 497 5,000 SH SOLE 1 5,000
ANALOG DEVICES, INC. EQUITY 032654105 3732 156,360 SH SOLE 1 156,360
ANALOGIC CORP. EQUITY 032657207 113 2,251 SH SOLE 1 2,251
ANAREN INC EQUITY 032744104 67 7,630 SH SOLE 1 7,630
ANCHOR BANCORP WISCONSIN, INC. EQUITY 032839102 148 7,153 SH SOLE 1 7,153
ANDREW CORP. EQUITY 034425108 462 44,933 SH SOLE 1 44,933
ANDRX GROUP EQUITY 034553107 13 862 SH SOLE 1 862
ANGELICA CORP EQUITY 034663104 61 2,930 SH SOLE 1 2,930
ANGLO AMERICAN PLC - UNSP ADR EQUITY 03485P102 2892 198,110 SH SOLE 1 198,110
Anheuser Busch EQUITY 035229103 1936 40,000 SH DEFINED 4 40,000
ANHEUSER BUSCH COS INC EQUITY 035229103 3848 79,500 SH DEFINED 2 79,500
ANHEUSER-BUSCH COMPANIES, INC. EQUITY 035229103 17712 365,950 SH SOLE 1 365,950
ANIXTER INTERNATIONALL, INC. EQUITY 035290105 246 10,597 SH SOLE 1 10,597
ANN TAYLOR STORES CORP. EQUITY 036115103 305 14,933 SH SOLE 1 14,933
ANNALY MTG MGMT INC EQUITY 035710409 3988 212,152 SH SOLE 1 212,152
ANSWERTHINK INC EQUITY 036916104 40 15,898 SH SOLE 1 15,898
ANSYS INC EQUITY 03662Q105 101 5,013 SH SOLE 1 5,013
ANTEON INTERNATIONAL CORP EQUITY 03674E108 122 5,084 SH SOLE 1 5,084
ANTHEM INC EQUITY 03674B104 5774 91,794 SH SOLE 1 91,794
ANTHEM INC EQUITY 03674B104 2925 46,500 SH DEFINED 2 46,500
ANTHEM INC COM EQUITY 03674B104 15800 251188 SH SOLE 3 212200 37088
ANTHRACITE CAPITAL INC. EQUITY 037023108 4323 396,604 SH SOLE 1 396,604
ANTIGENICS INC. EQUITY 037032109 76 7,448 SH SOLE 1 7,448
ANWORTH MORTGAGE ASSET EQUITY 037347101 2451 195,006 SH SOLE 1 195,006
AO Tafneft ADR EQUITY 03737P306 378 25,000 SH SOLE 1 25,000
AOL TIME WARNER INC EQUITY 00184A105 18027 1,376,075 SH DEFINED 2 1,376,075
AOL TIME WARNER INC. EQUITY 00184A105 28253 2,156,684 SH SOLE 1 2,156,684
AON CORP. EQUITY 037389103 2580 136,578 SH SOLE 1 136,578
APAC TELESERVICES, INC. EQUITY 00185E106 20 8,754 SH SOLE 1 8,754
APACHE CORP EQUITY 037411105 15148 265,800 SH DEFINED 2 265,800
APACHE CORP. EQUITY 037411105 3626 63,618 SH SOLE 1 63,618
APARTMENT INVT & MGMT CL A EQUITY 03748R101 22990 613400 SH SOLE 3 524546 88854
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APEX MORTGAGE CAPITAL INC EQUITY 037564101 1131 172,916 SH SOLE 1 172,916
APHTON CORP. EQUITY 03759P101 24 6,140 SH SOLE 1 6,140
APOGEE ENTERPRISES, INC. EQUITY 037598109 86 9,620 SH SOLE 1 9,620
APOGENT TECHNOLOGIES EQUITY 03760A101 2991 143,809 SH SOLE 1 143,809
APOLLO GROUP INC EQUITY 037604105 5155 117,150 SH DEFINED 2 117,150
APOLLO GROUP INC CL A EQUITY 037604105 14135 321253 SH SOLE 3 276400 42703
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APPLIED MICRO CIRCUITS CORP. EQUITY 03822W109 507 137,530 SH SOLE 1 137,530
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AT+T CORP EQUITY 001957505 2739 104,920 SH DEFINED 2 104,920
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ATLANTIC COAST AIRLINES HL EQUITY 048396105 537 44,600 SH DEFINED 2 44,600
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CALIFORNIA WATER SERVICE GROUP EQUITY 130788102 113 4,785 SH SOLE 1 4,785
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Capital One Financial Corp USD.01 EQUITY 14040H105 675 22,720 SH SOLE 1 22,720
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COURIER CORP EQUITY 222660102 57 1,253 SH SOLE 1 1,253
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COX COMMUNICATIONS, INC. CLASS A EQUITY 224044107 30688 1,080,560 SH SOLE 1 1,080,560
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CRANE CO. EQUITY 224399105 522 26,215 SH SOLE 1 26,215
CRAWFORD & CO. CLASS B EQUITY 224633107 45 9,012 SH SOLE 1 9,012
CRAY INC EQUITY 225223106 107 13,899 SH SOLE 1 13,899
CREDENCE SYSTEMS CORP. EQUITY 225302108 948 101,641 SH SOLE 1 101,641
CREDIT ACCEPTANCE CORP. EQUITY 225310101 29 4,537 SH SOLE 1 4,537
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CROWN AMERICAN REALTY TRUST EQUITY 228186102 79 8,534 SH SOLE 1 8,534
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CSK AUTO CORP EQUITY 125965103 80 7,307 SH SOLE 1 7,307
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CSX CORP. EQUITY 126408103 13060 601,706 SH SOLE 1 601,706
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CUBIC CORP. EQUITY 229669106 96 5,234 SH SOLE 1 5,234
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CURTISS-WRIGHT CORP. EQUITY 231561101 225 3,528 SH SOLE 1 3,528
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D.R. HORTON INC EQUITY 23331A109 3412 196,660 SH SOLE 1 196,660
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DANA CORP EQUITY 235811106 844 71,770 SH SOLE 1 71,770
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DAVITA INC EQUITY 23918K108 19 759 SH SOLE 1 759
DDI CORP EQUITY 233162106 4 16,300 SH SOLE 1 16,300
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DEERE & CO. EQUITY 244199105 4683 102,140 SH SOLE 1 102,140
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DTE Energy Company EQUITY 233331107 3480 75,000 SH DEFINED 4 75,000
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EMPRESA NACIONAL DE ELEC ADR EQUITY 29244T101 585 76,100 SH SOLE 1 76,100
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ENERGY CONVERSION DEVICES, INC EQUITY 292659109 50 5,071 SH SOLE 1 5,071
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ENERGY PARTNERS LTD EQUITY 29270U105 70 6,503 SH SOLE 1 6,503
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ENGELHARD CORP. EQUITY 292845104 3657 163,605 SH SOLE 1 163,605
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ENTERCOM COMMUNICATIONS CORP. EQUITY 293639100 3133 66,779 SH SOLE 1 66,779
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EQUITY OFFICE PROPERTIES TRUST EQUITY 294741103 4405 176,340 SH SOLE 1 176,340
EQUITY ONE INC EQUITY 294752100 28 2,092 SH SOLE 1 2,092
EQUITY RESIDENT PPTYS SH BEN I EQUITY 29476L107 20328 827000 SH SOLE 3 670107 156893
EQUITY RESIDENTIAL EQUITY 29476L107 2949 119,963 SH SOLE 1 119,963
ERESEARCHTECHNOLOGY IN EQUITY 29481V108 47 2,795 SH SOLE 1 2,795
ERICCSON 9LM0 TEL-SP ADR EQUITY 294821608 35 5,150 SH SOLE 1 5,150
ERIE INDEMNITY COMPA EQUITY 29530P102 12 332 SH SOLE 1 332
ESCALADE INC EQUITY 296056104 24 1,223 SH SOLE 1 1,223
ESCO ELECTRONICS CORP EQUITY 296315104 150 4,053 SH SOLE 1 4,053
ESPEED INC EQUITY 296643109 129 7,639 SH SOLE 1 7,639
ESPERION THERAPEUTICS INC (USD) EQUITY 29664R106 71 9,930 SH SOLE 1 9,930
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ESSEX PROPERTY TRUST, INC. EQUITY 297178105 249 4,892 SH SOLE 1 4,892
ESTEE LAUDER COMPANIES-CL A EQUITY 518439104 38 1,448 SH SOLE 1 1,448
ESTERLINE TECHNOLOGIES CORP. EQUITY 297425100 124 7,044 SH SOLE 1 7,044
ETHAN ALLEN INTERIOR EQUITY 297602104 15 438 SH SOLE 1 438
EUNIVERSE INC EQUITY 298412107 23 4,058 SH SOLE 1 4,058
EURONET WORLDWIDE INC EQUITY 298736109 36 4,839 SH SOLE 1 4,839
EVEREST RE GROUP, LTD EQUITY G3223R108 3744 67,700 SH SOLE 1 67,700
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EVOLVE SOFTWARE INC. EQUITY 30049P104 128 30,989 SH SOLE 1 30,989
EXACT SCIENCES CORP (USD) EQUITY 30063P105 42 3,873 SH SOLE 1 3,873
EXAR CORP. EQUITY 300645108 164 13,251 SH SOLE 1 13,251
EXCEL TECHNOLOGY EQUITY 30067T103 53 2,971 SH SOLE 1 2,971
EXELIXIS, INC. EQUITY 30161Q104 122 15,310 SH SOLE 1 15,310
EXELON EQUITY 30161N101 7542 142,930 SH SOLE 1 142,930
EXPEDIA INC -CL A EQUITY 302125109 9 136 SH SOLE 1 136
EXPEDITORS INTERNATIONAL OF WA EQUITY 302130109 4691 143,690 SH SOLE 1 143,690
EXPLORATION CO EQUITY 302133202 16 5,275 SH SOLE 1 5,275
EXPRESS SCRIPTS, INC. EQUITY 302182100 6072 126,400 SH SOLE 1 126,400
EXPRESSJET HOLDINGS IN EQUITY 30218U108 104 10,188 SH SOLE 1 10,188
EXTENDED STAY AMERICA INC EQUITY 30224P101 1858 125,935 SH SOLE 1 125,935
EXTREME NETWORK INC EQUITY 30226D106 114 34,959 SH SOLE 1 34,959
EXULT INC EQUITY 302284104 51 16,049 SH SOLE 1 16,049
EXXON MOBIL CORP EQUITY 30231G102 26509 758,625 SH DEFINED 2 758,625
EXXON MOBIL CORP. EQUITY 30231G102 124653 3,567,618 SH SOLE 1 3,567,618
F A O INC EQUITY 30240S105 3 5,645 SH SOLE 1 5,645
F N B CORP VA EQUITY 302930102 47 1,971 SH SOLE 1 1,971
F&M BANCORP/FREDERICK EQUITY 302367107 118 3,678 SH SOLE 1 3,678
F5 NETWORKS INC EQUITY 315616102 81 7,519 SH SOLE 1 7,519
FACTORY 2-U STORES, INC. EQUITY 303072102 15 4,401 SH SOLE 1 4,401
FACTSET RESEARCH SYSTEMS, INC. EQUITY 303075105 200 7,071 SH SOLE 1 7,071
FAIR ISSAC & CO., INC. EQUITY 303250104 9404 684 SH SOLE 1 684
FAIRCHILD SEMICONDUCTOR CORP. EQUITY 303726103 1684 157,257 SH SOLE 1 157,257
FAIRCHILD SEMICONDUCTOR IN EQUITY 303726103 3043 284,100 SH DEFINED 2 284,100
FALCONSTOR SOFTWARE INC EQUITY 306137100 45 11,558 SH SOLE 1 11,558
FAMILY DOLLAR STORES, INC. EQUITY 307000109 2377 76,155 SH SOLE 1 76,155
FARGO ELECTRONICS INC COM EQUITY 30744P102 2041 233800 SH SOLE 3 233800
FARMER BROS. CO. EQUITY 307675108 92 298 SH SOLE 1 298
FARMERS CAPITAL BANK CORP EQUITY 309562106 69 2,086 SH SOLE 1 2,086
FASTENAL CO. EQUITY 311900104 3908 104,507 SH SOLE 1 104,507
FBL FINANCIAL GROUP, INC., CLASS A EQUITY 30239F106 75 3,876 SH SOLE 1 3,876
FBR ASSET INVESTMENT CORP EQUITY 30241E303 9955 293,661 SH SOLE 1 293,661
FEDERAL AGRIC MTG CORP EQUITY 313148306 83 2,696 SH SOLE 1 2,696
FEDERAL NATIONAL MORTGAGE ASSO EQUITY 313586109 39262 610,318 SH SOLE 1 610,318
FEDERAL REALTY INVESTMENT TR. EQUITY 313747206 347 12,330 SH SOLE 1 12,330
FEDERAL SIGNAL CORP. EQUITY 313855108 2029 104,461 SH SOLE 1 104,461
FEDERATED DEPT STORES, INC. EQUITY 31410H101 2500 86,930 SH SOLE 1 86,930
FEDERATED INVESTORS EQUITY 314211103 28 1,117 SH SOLE 1 1,117
FEDEX CORP EQUITY 31428X106 8122 149,800 SH DEFINED 2 149,800
FEDEX CORPORATION EQUITY 31428X106 6925 127,720 SH SOLE 1 127,720
FEI COMPANY EQUITY 30241L109 789 51,584 SH SOLE 1 51,584
FELCOR LODGING TRUST, INC. EQUITY 31430F101 173 15,092 SH SOLE 1 15,092
FERRO CORP. EQUITY 315405100 1583 64,799 SH SOLE 1 64,799
FIDELITY BANKSHARES INC EQUITY 31604Q107 96 5,358 SH SOLE 1 5,358
FIDELITY NATIONAL FINANCIAL EQUITY 316326107 4222 128,593 SH SOLE 1 128,593
FIDELITY NATL INFO SOLUTIONS EQUITY 31620P109 77 4,460 SH SOLE 1 4,460
FIFTH THIRD BANCORP EQUITY 316773100 14465 247,060 SH SOLE 1 247,060
FILENET CORP. EQUITY 316869106 138 11,307 SH SOLE 1 11,307
FINANCIAL FEDERAL CORP. EQUITY 317492106 97 3,865 SH SOLE 1 3,865
FINANCIAL INDS CORP EQUITY 317574101 38 2,655 SH SOLE 1 2,655
FINCANCIAL INSTITUTIONS INC EQUITY 317585404 77 2,632 SH SOLE 1 2,632
FINISAR CORPORATION EQUITY 31787A101 43 45,161 SH SOLE 1 45,161
FINISH LINE, INC. EQUITY 317923100 67 6,378 SH SOLE 1 6,378
FINLAY ENTERPRISES INC. EQUITY 317884203 22 1,800 SH SOLE 1 1,800
FIRST AMERICAN CAP TRUST CLASS A EQUITY 318522307 23 1,044 SH SOLE 1 1,044
FIRST BANCORP NORTH CAROLINA EQUITY 318910106 58 2,456 SH SOLE 1 2,456
FIRST BANCORP/PUERTO RICO EQUITY 318672102 255 11,299 SH SOLE 1 11,299
FIRST BANKS AMERICA INC EQUITY 31928N103 11 259 SH SOLE 1 259
FIRST BUSEY CORP EQUITY 319383105 71 3,067 SH SOLE 1 3,067
FIRST CHARTER CORP. EQUITY 319439105 188 10,460 SH SOLE 1 10,460
FIRST CITIZENS BANCSHARES, INC CLASS EQUITY 31946M103 199 2,057 SH SOLE 1 2,057
FIRST CMNTY BANCORP CA EQUITY 31983B101 56 1,702 SH SOLE 1 1,702
FIRST COMMONWEALTH FINANCIAL EQUITY 319829107 229 19,932 SH SOLE 1 19,932
FIRST COMMUNITY BANCSHARES INC EQUITY 31983A103 92 2,995 SH SOLE 1 2,995
FIRST CONSULTING GROUP, INC. EQUITY 31986R103 35 6,158 SH SOLE 1 6,158
FIRST DATA CORP EQUITY 319963104 503 14,200 SH DEFINED 2 14,200
FIRST DATA CORP. EQUITY 319963104 15114 426,840 SH SOLE 1 426,840
FIRST DEFIANCE FINL CO EQUITY 32006W106 34 1,798 SH SOLE 1 1,798
FIRST ESSEX BANCORP INC EQUITY 320103104 76 2,261 SH SOLE 1 2,261
FIRST FEDERAL CAPITAL CORP. EQUITY 319960100 113 5,838 SH SOLE 1 5,838
FIRST FINANCIAL BANCORP EQUITY 320209109 200 12,223 SH SOLE 1 12,223
FIRST FINANCIAL BANKSHARES EQUITY 32020R109 159 4,189 SH SOLE 1 4,189
FIRST FINANCIAL CORP. EQUITY 320218100 113 2,320 SH SOLE 1 2,320
FIRST FINANCIAL HOLDINGS, INC. EQUITY 320239106 113 4,569 SH SOLE 1 4,569
FIRST HEALTH GROUP CORP. EQUITY 320960107 3419 140,410 SH SOLE 1 140,410
FIRST HORIZON PHARMACEUTICAL EQUITY 32051K106 57 7,564 SH SOLE 1 7,564
FIRST INDIANA CORP. EQUITY 32054R108 73 3,945 SH SOLE 1 3,945
FIRST INDUSTRIAL REALITY TRUST EQUITY 32054K103 3399 121,380 SH SOLE 1 121,380
FIRST INDUSTRIAL RLTY COM EQUITY 32054K103 8072 288300 SH SOLE 3 266357 21943
FIRST MERCHANTS CORP. EQUITY 320817109 112 4,926 SH SOLE 1 4,926
FIRST MIDWEST BANCORP, INC. EQUITY 320867104 19 701 SH SOLE 1 701
FIRST NATL CORP ORANGE EQUITY 320942105 62 2,586 SH SOLE 1 2,586
FIRST NIAGARA FINANCIAL GRP EQUITY 33582U100 83 3,168 SH SOLE 1 3,168
FIRST OAK BROOK BANCSH EQUITY 335847208 46 1,458 SH SOLE 1 1,458
FIRST OF LONG ISLAND CORP EQUITY 320734106 43 1,180 SH SOLE 1 1,180
FIRST PLACE FINANCIAL CORP EQUITY 33610T109 72 4,341 SH SOLE 1 4,341
FIRST REPUBLIC BANK EQUITY 336158100 70 3,495 SH SOLE 1 3,495
FIRST SENTINEL BANCORP INC EQUITY 33640T103 121 8,413 SH SOLE 1 8,413
FIRST SOUTH BANCORP IN EQUITY 33646W100 34 957 SH SOLE 1 957
FIRST ST BANCORPORATIO EQUITY 336453105 35 1,405 SH SOLE 1 1,405
FIRST TENNESSEE NATIONAL CORP. EQUITY 337162101 1997 55,574 SH SOLE 1 55,574
FIRST VIRGINIA BANKS, INC. EQUITY 337477103 3591 96,448 SH SOLE 1 96,448
FIRSTENERGY CORP. EQUITY 337932107 8989 272,634 SH SOLE 1 272,634
FIRSTFED AMER BANCORP EQUITY 337929103 61 2,470 SH SOLE 1 2,470
FIRSTFED FINANCIAL CORP. EQUITY 337907109 169 5,853 SH SOLE 1 5,853
FIRSTMERIT CORP. EQUITY 337915102 2464 113,740 SH SOLE 1 113,740
FIRSTSERVICE CORP SUB VTG SH EQUITY 33761N109 2611 162400 SH SOLE 3 162400
FISERV INC COM EQUITY 337738108 14317 421696 SH SOLE 3 352800 65496
FISERV, INC. EQUITY 337738108 4489 132,213 SH SOLE 1 132,213
FISHER COMMUNICATIONS INC EQUITY 337756209 88 1,674 SH SOLE 1 1,674
FISHER SCIENTIFIC INT'L., INC. EQUITY 338032204 22 740 SH SOLE 1 740
FLAGSTAR BANCORP, INC. EQUITY 337930101 99 4,579 SH SOLE 1 4,579
FLEETBOSTON FINANCIAL CORP. EQUITY 339030108 13465 554,100 SH SOLE 1 554,100
FLEETBOSTON FINL CORP EQUITY 339030108 6597 271,500 SH DEFINED 2 271,500
FLEETWOOD ENTERPRISES, INC. EQUITY 339099103 93 11,876 SH SOLE 1 11,876
FLEMING COMPANIES, INC EQUITY 339130106 103 15,707 SH SOLE 1 15,707
FLIR SYS INC EQUITY 302445101 15235 312184 SH SOLE 3 304200 7984
FLIR SYSTEMS INC (USD) EQUITY 302445101 247 5,068 SH SOLE 1 5,068
FLORIDA EAST COAST INDUSTRIES EQUITY 340632108 179 7,726 SH SOLE 1 7,726
FLORIDA ROCK INDUSTRIES, INC. EQUITY 341140101 254 6,687 SH SOLE 1 6,687
FLOW INTERNATIONAL CORP EQUITY 343468104 11 4,468 SH SOLE 1 4,468
FLOWERS FOODS INC EQUITY 343498101 146 7,494 SH SOLE 1 7,494
FLOWSERVE CORP. EQUITY 34354P105 1098 74,252 SH SOLE 1 74,252
FLUOR CORP EQUITY 343412102 1352 48,278 SH SOLE 1 48,278
FLUSHING FINANCIAL CORP EQUITY 343873105 55 3,380 SH SOLE 1 3,380
FMC CORP. EQUITY 302491303 1553 56,855 SH SOLE 1 56,855
FMC TECHNOLOGIES INC EQUITY 30249U101 1794 87,836 SH SOLE 1 87,836
FMC TECHNOLOGIES INC COM EQUITY 30249U101 35614 1743204 SH SOLE 3 1700764 42440
FNB CORP. EQUITY 302520101 17 633 SH SOLE 1 633
FOAMEX INTERNATIONAL, INC. EQUITY 344123104 23 7,314 SH SOLE 1 7,314
FOOT LOCKER INC EQUITY 344849104 21 1,992 SH SOLE 1 1,992
FOOTSTAR, INC. EQUITY 344912100 48 6,831 SH SOLE 1 6,831
FORD MOTOR CO. EQUITY 345370860 7308 785,820 SH SOLE 1 785,820
FOREST CITY ENTERPRISES, INC. CLASS A EQUITY 345550107 11 320 SH SOLE 1 320
FOREST LABORATORIES, INC. EQUITY 345838106 7652 77,910 SH SOLE 1 77,910
FOREST LABS INC EQUITY 345838106 11531 117,400 SH DEFINED 2 117,400
FOREST OIL CORP EQUITY 346091705 1740 62,924 SH SOLE 1 62,924
FORRESTER RESEARCH, INC. EQUITY 346563109 75 4,824 SH SOLE 1 4,824
FORTUNE BRANDS, INC. EQUITY 349631101 3072 66,043 SH SOLE 1 66,043
FORWARD AIR CORP EQUITY 349853101 76 3,893 SH SOLE 1 3,893
FOSSIL, INC. EQUITY 349882100 139 6,815 SH SOLE 1 6,815
FOUNDRY NETWORKS INC EQUITY 35063R100 206 29,212 SH SOLE 1 29,212
FOUNDRY NETWORKS INC EQUITY 35063R100 1470 208,800 SH DEFINED 2 208,800
FOX ENTMT GROUP INC EQUITY 35138T107 5658 218,200 SH DEFINED 2 218,200
FPIC INS GROUP INC EQUITY 302563101 21 2,978 SH SOLE 1 2,978
FPL GROUP, INC. EQUITY 302571104 4700 78,160 SH SOLE 1 78,160
FRANKLIN ELECTRIC CO., INC. EQUITY 353514102 104 2,168 SH SOLE 1 2,168
FRANKLIN FINL CORP TEN EQUITY 353523202 21 921 SH SOLE 1 921
FRANKLIN RESOURCES, INC. EQUITY 354613101 3793 111,300 SH SOLE 1 111,300
FREDDIE MAC EQUITY 313400301 20360 344,800 SH SOLE 1 344,800
FRED'S INC. EQUITY 356108100 189 7,344 SH SOLE 1 7,344
FREEMARKETS INC EQUITY 356602102 86 13,316 SH SOLE 1 13,316
FREEPORT-MCMORAN COPPER & GOLD CLASS EQUITY 35671D857 1173 69,899 SH SOLE 1 69,899
FREMONT GENERAL CORP. EQUITY 357288109 89 19,812 SH SOLE 1 19,812
FRIEDMAN BILLINGS RAMSEY-A EQUITY 358433100 47 5,054 SH SOLE 1 5,054
FRIEDMAN'S, INC., CLASS A EQUITY 358438109 49 5,628 SH SOLE 1 5,628
FRONTIER AIRLINES, INC. EQUITY 359065109 68 10,018 SH SOLE 1 10,018
FRONTIER FINANCIAL CORP. EQUITY 35907K105 140 5,468 SH SOLE 1 5,468
FRONTIER OIL CORP. EQUITY 35914P105 152 8,855 SH SOLE 1 8,855
FRONTLINE LTD ORD EQUITY G3682E127 2655 300000 SH SOLE 3 300000
FSI INTERNATIONAL, INC. EQUITY 302633102 40 8,957 SH SOLE 1 8,957
FTI CONSULTING INC EQUITY 302941109 251 6,257 SH SOLE 1 6,257
FUELCELL ENERGY INC EQUITY 35952H106 76 11,602 SH SOLE 1 11,602
FULTON FIN CORP EQUITY 360271100 27 1,503 SH SOLE 1 1,503
FURNITURE BRANDS INTERNATIONAL EQUITY 360921100 1803 75,597 SH SOLE 1 75,597
FURNITURE BRANDS INTL COM EQUITY 360921100 18277 766350 SH SOLE 3 757350 9000
G & K SERVICES, INC. CLASS A EQUITY 361268105 235 6,626 SH SOLE 1 6,626
GABELLI ASSET MANAGEMENT, INC. EQUITY 36239Y102 63 2,113 SH SOLE 1 2,113
GABLES RESIDENTIAL TR SH BEN I EQUITY 362418105 4942 198255 SH SOLE 3 198255
GABLES RESIDENTIAL TRUST EQUITY 362418105 210 8,424 SH SOLE 1 8,424
GAIAM INC EQUITY 36268Q103 19 1,857 SH SOLE 1 1,857
GALEN HOLDINGS - ADR EQUITY 363240102 144 4,410 SH SOLE 1 4,410
GALLAGHER, ARTHUR J & CO EQUITY 363576109 6377 217,062 SH SOLE 1 217,062
GALYANS TRADING INC EQUITY 36458R101 35 3,524 SH SOLE 1 3,524
GAMESTOP CORP EQUITY 36466R101 2 255 SH SOLE 1 255
GANNETT CO., INC. EQUITY 364730101 8221 114,500 SH SOLE 1 114,500
GAP, INC. EQUITY 364760108 5865 377,870 SH SOLE 1 377,870
GARDNER DENVER, INC. EQUITY 365558105 109 5,381 SH SOLE 1 5,381
GART SPORTS CO EQUITY 366630101 41 2,134 SH SOLE 1 2,134
GARTNER INC. EQUITY 366651206 1041 110,200 SH SOLE 1 110,200
GARTNER INC. CLASS A EQUITY 366651107 258 28,071 SH SOLE 1 28,071
GATEWAY, INC. EQUITY 367626108 762 242,530 SH SOLE 1 242,530
GATX CORP. EQUITY 361448103 4692 205,600 SH SOLE 1 205,600
GAYLORD ENTERTAINMENT CO. EQUITY 367905106 154 7,479 SH SOLE 1 7,479
GBC BANCORP EQUITY 361475106 51 2,621 SH SOLE 1 2,621
GCI, INC. EQUITY 369385109 94 14,040 SH SOLE 1 14,040
GEMSTAR-TV GUIDE INTERNATIONAL EQUITY 36866W106 10 3,163 SH SOLE 1 3,163
GENCORP, INC. EQUITY 368682100 84 10,559 SH SOLE 1 10,559
GENE LOGIC, INC. EQUITY 368689105 57 9,129 SH SOLE 1 9,129
GENENCOR INTERNATIONAL INC EQUITY 368709101 32 3,281 SH SOLE 1 3,281
GENENTECH INC EQUITY 368710406 1990 60,000 SH DEFINED 2 60,000
GENENTECH, INC. EQUITY 368710406 844 25,460 SH SOLE 1 25,460
GENERAL BINDING CORP EQUITY 369154109 17 2,017 SH SOLE 1 2,017
GENERAL CABLE CORP. EQUITY 369300108 43 11,238 SH SOLE 1 11,238
GENERAL COMMUNICATION CL A EQUITY 369385109 2618 390100 SH SOLE 3 390100
General Dynamics EQUITY 369550108 1984 25,000 SH DEFINED 4 25,000
GENERAL DYNAMICS CORP. EQUITY 369550108 10801 136,080 SH SOLE 1 136,080
General Elec Co EQUITY 369604103 2070 85,000 SH DEFINED 4 85,000
GENERAL ELEC CO EQUITY 369604103 33626 1,380,900 SH DEFINED 2 1,380,900
GENERAL ELECTRIC CO. EQUITY 369604103 194885 8,003,480 SH SOLE 1 8,003,480
GENERAL GROWTH PPTYS EQUITY 370021107 21429 1023880 SH SOLE 3 340627 71473
GENERAL GROWTH PROPE EQUITY 370021107 2464 47,379 SH SOLE 1 47,379
GENERAL MILLS, INC. EQUITY 370334104 12056 256,780 SH SOLE 1 256,780
GENERAL MOTORS CORP. EQUITY 370442105 25155 682,450 SH SOLE 1 682,450
GENERAL MTRS CORP EQUITY 370442105 10674 289,592 SH DEFINED 2 289,592
GENESCO, INC. EQUITY 371532102 127 6,826 SH SOLE 1 6,826
GENESEE & WYO INC EQUITY 371559105 80 3,944 SH SOLE 1 3,944
GENESIS HEALTH VENTURES INC EQUITY 37183F107 1236 79,981 SH SOLE 1 79,981
GENESIS MICROCHIP INC EQUITY 37184C103 135 10,364 SH SOLE 1 10,364
GENESIS MICROCHIP INC DEL EQUITY 37184C103 1175 90,000 SH DEFINED 2 90,000
GEN-PROBE INC EQUITY 36866T103 278 SH SOLE 1 278
GENTA INC EQUITY 37245M207 101 13,136 SH SOLE 1 13,136
GENTA INC EQUITY 37245M207 1538 200,000 SH DEFINED 2 200,000
GENTEX CORP. EQUITY 371901109 3331 105,292 SH SOLE 1 105,292
GENTIVA HEALTH SERVICES EQUITY 37247A102 68 7,707 SH SOLE 1 7,707
GENUINE PARTS CO EQUITY 372460105 5587 181,391 SH DEFINED 2 181,391
GENUINE PARTS CO. EQUITY 372460105 6833 221,861 SH SOLE 1 221,861
GENZYME-MOLECULAR ONCOLOGY- EQUITY 372917104 7306 247,070 SH SOLE 1 247,070
GENZYME-MOLECULAR ONCOLOGY- BIOSURGER EQUITY 372917708 32 12,735 SH SOLE 1 12,735
GEORGIA GULF CORP EQUITY 373200203 2946 127,300 SH DEFINED 2 127,300
GEORGIA GULF CORP. EQUITY 373200203 216 9,331 SH SOLE 1 9,331
GEORGIA-PACIFIC CORP. EQUITY 373298108 1840 113,891 SH SOLE 1 113,891
GERMAN AMERICAN BANCORP EQUITY 373865104 52 3,328 SH SOLE 1 3,328
GERON CORP EQUITY 374163103 30 8,391 SH SOLE 1 8,391
GETTY IMAGES, INC. EQUITY 374276103 12 406 SH SOLE 1 406
GETTY REALTY CORP. EQUITY 374297109 484 25,530 SH SOLE 1 25,530
GIBRALTAR STEEL CORP. EQUITY 37476F103 55 2,866 SH SOLE 1 2,866
GILEAD SCIENCES, INC. EQUITY 375558103 9230 271,469 SH SOLE 1 271,469
GILLETTE CO EQUITY 375766102 10401 342,575 SH DEFINED 2 342,575
GILLETTE CO. EQUITY 375766102 43181 1,422,290 SH SOLE 1 1,422,290
GLACIER BANCORP, INC. EQUITY 37637Q105 127 5,380 SH SOLE 1 5,380
GLADSTONE CAPITAL CORP EQUITY 376535100 49 3,005 SH SOLE 1 3,005
GLATFELTER, P.H. CO. EQUITY 377316104 809 61,440 SH SOLE 1 61,440
GLAXOSMITHKLINE PLC EQUITY 37733W105 58 1,500 SH DEFINED 2 1,500
GLENBOROUGH REALITY TRUST, INC EQUITY 37803P105 95 5,322 SH SOLE 1 5,322
GLIMCHER REALITY TRUST EQUITY 379302102 2531 142,597 SH SOLE 1 142,597
GLIMCHER RLTY TR SH BEN INT EQUITY 379302102 4668 263000 SH SOLE 3 263000
GLOBAL IMAGING SYSTEMS, INC. EQUITY 37934A100 50 2,722 SH SOLE 1 2,722
GLOBAL INDUSTRIES LT EQUITY 379336100 94 22,604 SH SOLE 1 22,604
GLOBAL PAYMENTS INC. EQUITY 37940X102 16 502 SH SOLE 1 502
GLOBAL POWER EQUIPME EQUITY 37941P108 37 7,567 SH SOLE 1 7,567
GLOBALSANTAFE CORPORATION EQUITY G3930E101 13620 560,017 SH DEFINED 2 560,017
GLOBESPAN VIRATA INC EQUITY 37957V106 179 40,540 SH SOLE 1 40,540
GOLD BANK CORP., INC. EQUITY 379907108 100 10,044 SH SOLE 1 10,044
GOLDEN TELECOM INC EQUITY 38122G107 83 6,522 SH SOLE 1 6,522
GOLDEN WEST FINANCIAL CORP. EQUITY 381317106 4716 65,680 SH SOLE 1 65,680
GOLDMAN SACHS GROUP INC EQUITY 38141G104 63924 938,685 SH SOLE 1 938,685
GOODRICH CORP. EQUITY 382388106 928 50,673 SH SOLE 1 50,673
GOODYEAR TIRE & RUBBER CO. EQUITY 382550101 526 77,280 SH SOLE 1 77,280
GOODYS FAMILY CLOTHING EQUITY 382588101 24 5,368 SH SOLE 1 5,368
GORMAN RUPP CO COM EQUITY 383082104 59 2,495 SH SOLE 1 2,495
GRACE, W.R. & CO. EQUITY 38388F108 93 47,691 SH SOLE 1 47,691
GRACO INC COM EQUITY 384109104 28354 989680 SH SOLE 3 965508 24172
GRACO, INC. EQUITY 384109104 18 641 SH SOLE 1 641
GRAFTECH INTERNATIONAL LTD EQUITY 384313102 560 93,979 SH SOLE 1 93,979
GRANITE CONSTRUCTION, INC. EQUITY 387328107 1021 65,894 SH SOLE 1 65,894
GRANITE ST BANKSHARES EQUITY 387472103 76 1,748 SH SOLE 1 1,748
GRANT PRIDECO INC EQUITY 38821G101 1889 162,306 SH SOLE 1 162,306
GRANT PRIDECO INC COM EQUITY 38821G101 29218 2510128 SH SOLE 3 2479428 30700
GRAPHIC PACKAGING INTL EQUITY 388690109 43 7,691 SH SOLE 1 7,691
GRAY TELEVISION INC EQUITY 389375205 36 3,016 SH SOLE 1 3,016
GREAT AMERICAN FINANCIAL RES EQUITY 389915109 43 2,478 SH SOLE 1 2,478
GREAT ATLANTIC & PACIFIC TEA EQUITY 390064103 46 5,666 SH SOLE 1 5,666
GREAT LAKES CHEM CORP. EQUITY 390568103 817 34,230 SH SOLE 1 34,230
GREAT LAKES REIT, INC. EQUITY 390752103 74 4,458 SH SOLE 1 4,458
GREAT PLAINS ENERGY INC EQUITY 391164100 3216 109,758 SH SOLE 1 109,758
GREAT SOUTHERN BANCORP, INC. EQUITY 390905107 71 1,925 SH SOLE 1 1,925
GREATER BAY BANCORP EQUITY 391648102 1197 69,253 SH SOLE 1 69,253
GREEN MOUNTAIN COFFEE ROASTE EQUITY 393122106 16 1,069 SH SOLE 1 1,069
GREENPOINT FINANCIAL CORP. EQUITY 395384100 7015 155,262 SH SOLE 1 155,262
GREIF BROTHERS CORP., CLASS A EQUITY 397624107 104 4,389 SH SOLE 1 4,389
GREY GLOBAL GROUP INC EQUITY 39787M108 156 255 SH SOLE 1 255
GREY WOLF, INC. EQUITY 397888108 227 56,780 SH SOLE 1 56,780
GRIFFON CORP. EQUITY 398433102 122 8,975 SH SOLE 1 8,975
GROUP 1 AUTOMOTIVE, INC. EQUITY 398905109 152 6,359 SH SOLE 1 6,359
GRUPO TELEVISA SA - SPONS ADR EQUITY 40049J206 1265 45,300 SH SOLE 1 45,300
GSI COMMERCE INC EQUITY 36238G102 23 6,337 SH SOLE 1 6,337
GTECH HOLDINGS CORP. EQUITY 400518106 2140 76,798 SH SOLE 1 76,798
GUESS? INC EQUITY 401617105 11 2,548 SH SOLE 1 2,548
GUIDANT CORP. EQUITY 401698105 11817 383,040 SH SOLE 1 383,040
GUILFORD PHARMACEUTICALS INC EQUITY 401829106 33 8,205 SH SOLE 1 8,205
GUITAR CENTER INC EQUITY 402040109 5499 332046 SH SOLE 3 310900 21146
GUITAR CENTER, INC. EQUITY 402040109 77 4,627 SH SOLE 1 4,627
GULF ISLAND FABRICATION, INC. EQUITY 402307102 39 2,371 SH SOLE 1 2,371
GULFMARK OFFSHORE, INC. EQUITY 402629109 67 4,562 SH SOLE 1 4,562
GYMBOREE CORP EQUITY 403777105 2270 143,100 SH DEFINED 2 143,100
GYMBOREE CORP. EQUITY 403777105 129 8,115 SH SOLE 1 8,115
H J HEINZ CO. EQUITY 423074103 4933 150,080 SH SOLE 1 150,080
H.B. FULLER CO. EQUITY 359694106 1224 47,310 SH SOLE 1 47,310
HAEMONETICS CORP. EQUITY 405024100 131 6,099 SH SOLE 1 6,099
HAIN CELESTIAL GROUP INC EQUITY 405217100 121 7,975 SH SOLE 1 7,975
HALL KINOIN & ASSOCIATES INC. EQUITY 406069104 19 3,423 SH SOLE 1 3,423
HALLIBURTON CO. EQUITY 406216101 3620 193,496 SH SOLE 1 193,496
HANCOCK FABRICS, INC. EQUITY 409900107 88 5,749 SH SOLE 1 5,749
HANCOCK HOLDING CO. EQUITY 410120109 202 4,515 SH SOLE 1 4,515
HANDLEMAN CO. EQUITY 410252100 97 8,427 SH SOLE 1 8,427
HANDSPRING INC EQUITY 410293104 14 14,592 SH SOLE 1 14,592
HANGER ORTHOPEDIC GROUP EQUITY 41043F208 86 6,554 SH SOLE 1 6,554
HANMI FINL CORP EQUITY 410495105 49 2,968 SH SOLE 1 2,968
HANOVER COMPRESSOR COMPANY EQUITY 410768105 964 104,982 SH SOLE 1 104,982
HARBOR FLORIDA BANCSHARES EQUITY 411901101 163 7,235 SH SOLE 1 7,235
HARLAND, JOHN H. CO. EQUITY 412693103 219 9,912 SH SOLE 1 9,912
HARLEY DAVIDSON INC EQUITY 412822108 8154 176,500 SH DEFINED 2 176,500
HARLEY-DAVIDSON FUNDING EQUITY 412822108 6169 133,530 SH SOLE 1 133,530
HARLEYSVILLE GROUP, INC. EQUITY 412824104 266 10,050 SH SOLE 1 10,050
HARLEYSVILLE NATIONAL CORP. EQUITY 412850109 172 6,501 SH SOLE 1 6,501
HARMAN INT'L INDUSTRIES, INC. EQUITY 413086109 21 351 SH SOLE 1 351
HARMONIC INC. EQUITY 413160102 47 20,222 SH SOLE 1 20,222
HARRAH'S ENTERTAINMENT, INC. EQUITY 413619107 1957 49,412 SH SOLE 1 49,412
HARRAHS ENTMT INC COM EQUITY 413619107 10502 265200 SH SOLE 3 232400 30600
HARRIS CORP. EQUITY 413875105 2345 89,158 SH SOLE 1 89,158
HARRIS INTERACTIVE INC EQUITY 414549105 37 12,557 SH SOLE 1 12,557
HARSCO CORP. EQUITY 415864107 1737 54,480 SH SOLE 1 54,480
HARTE-HANKS COMMUNICATIONS EQUITY 416196103 2279 122,048 SH SOLE 1 122,048
HARTFORD FINANCIAL SVCS GROUP EQUITY 416515104 6588 145,010 SH SOLE 1 145,010
HARVARD BIOSCIENCE INC EQUITY 416906105 20 5,939 SH SOLE 1 5,939
HARVEST NATURAL RESOUR EQUITY 41754V103 76 11,780 SH SOLE 1 11,780
HASBRO, INC. EQUITY 418056107 881 76,234 SH SOLE 1 76,234
HAVERTY FURNITURE COMPANIES EQUITY 419596101 72 5,175 SH SOLE 1 5,175
HAWAIIAN ELECTRIC INDUSTRIES, EQUITY 419870100 6448 146,603 SH SOLE 1 146,603
HAWTHORNE FINL CORP EQUITY 420542102 57 2,007 SH SOLE 1 2,007
HCA INC EQUITY 404119109 7927 191,000 SH DEFINED 2 191,000
HCA INC. EQUITY 404119109 9943 239,580 SH SOLE 1 239,580
HCC INSURANCE HOLDINGS, INC. EQUITY 404132102 2061 83,795 SH SOLE 1 83,795
HEADWATERS INC EQUITY 42210P102 130 8,407 SH SOLE 1 8,407
HEALTH CARE PPTY INVS COM EQUITY 421915109 11701 305500 SH SOLE 3 245068 60432
HEALTH CARE PPTYS INVEST INC EQUITY 421915109 32 828 SH SOLE 1 828
Health Care Prop Investors EQUITY 421915109 1724 45,000 SH DEFINED 4 45,000
HEALTH CARE REIT INC COM EQUITY 42217K106 13593 502500 SH SOLE 3 432300 70200
HEALTH CARE REIT, INC. EQUITY 42217K106 339 12,543 SH SOLE 1 12,543
HEALTH MANAGEMENT ASSOC. EQUITY 421933102 2055 114,780 SH SOLE 1 114,780
HEALTH NET INC. CLASS A EQUITY 42222G108 4392 166,353 SH SOLE 1 166,353
Healthcare Realty Trust EQUITY 421946104 1901 65,000 SH DEFINED 4 65,000
HEALTHCARE REALTY TRUST, INC. EQUITY 421946104 416 14,233 SH SOLE 1 14,233
HEALTHCARE SVCS GRP IN EQUITY 421906108 41 3,150 SH SOLE 1 3,150
HEALTHEXTRAS INC EQUITY 422211102 94 23,213 SH SOLE 1 23,213
HEALTHSOUTH CORP EQUITY 421924101 737 175,428 SH SOLE 1 175,428
HEALTHTRONICS SURGICAL EQUITY 42222L107 22 2,693 SH SOLE 1 2,693
HEARST-ARGYLE TELEVI EQUITY 422317107 6 244 SH SOLE 1 244
HEARTLAND EXPRESS INC EQUITY 422347104 4691 204,759 SH DEFINED 2 204,759
HEARTLAND EXPRESS, INC. EQUITY 422347104 232 10,121 SH SOLE 1 10,121
HECLA MNG CO EQUITY 422704106 128 25,385 SH SOLE 1 25,385
HEICO CORP. EQUITY 422806109 51 4,799 SH SOLE 1 4,799
HEIDRICK & STRUGGLES INT'L EQUITY 422819102 90 6,140 SH SOLE 1 6,140
HELIX TECHNOLOGY CORP. EQUITY 423319102 99 8,857 SH SOLE 1 8,857
HELMERICH & PAYNE, INC. EQUITY 423452101 3222 115,452 SH SOLE 1 115,452
HENRY JACK & ASSOCIATES EQUITY 426281101 1416 117,627 SH SOLE 1 117,627
HENRY SCHEIN INC EQUITY 806407102 2731 60,684 SH SOLE 1 60,684
HERCULES, INC. EQUITY 427056106 460 52,284 SH SOLE 1 52,284
HERITAGE PPTY INVT TR COM EQUITY 42725M107 13923 557600 SH SOLE 3 490900 66700
HERITAGE PROPERTY INVESTMENT EQUITY 42725M107 382 15,305 SH SOLE 1 15,305
HERLEY INDS INC DEL EQUITY 427398102 71 4,054 SH SOLE 1 4,054
HERLEY INDS INC DEL COM EQUITY 427398102 4867 279600 SH SOLE 3 279600
HERMAN MILLER, INC. EQUITY 600544100 30140 1,638,019 SH SOLE 1 1,638,019
HERSHEY FOODS CORP. EQUITY 427866108 4398 65,216 SH SOLE 1 65,216
HEWITT ASSOCS INC COM EQUITY 42822Q100 40961 1292540 SH SOLE 3 1219300 70140
HEWLETT PACKARD CO EQUITY 428236103 16900 973,500 SH DEFINED 2 973,500
HEWLETT PACKARD CO COM EQUITY 428236103 2083 120000 SH SOLE 3 120000
HEWLETT PACKARD CO. EQUITY 428236103 47953 2,762,274 SH SOLE 1 2,762,274
HEXCEL CORP. EQUITY 428291108 24 8,099 SH SOLE 1 8,099
HIBBETT SPORTING GOODS, INC. EQUITY 428565105 57 2,368 SH SOLE 1 2,368
HIBERNIA CORP EQUITY 428656102 4545 236,000 SH DEFINED 2 236,000
HIBERNIA CORP. CLASS A EQUITY 428656102 4084 212,026 SH SOLE 1 212,026
HICKORY TECH CORP EQUITY 429060106 45 4,752 SH SOLE 1 4,752
HIGHWOODS PPTYS INC COM EQUITY 431284108 4743 214600 SH SOLE 3 214600
HIGHWOODS PROPERTIES, INC. EQUITY 431284108 17 765 SH SOLE 1 765
HILB, ROGAL & HAMILTON CO. EQUITY 431294107 397 9,695 SH SOLE 1 9,695
HILLENBRAND INDUSTRIES, INC. EQUITY 431573104 4002 82,847 SH SOLE 1 82,847
HILTON HOTELS CORP EQUITY 432848109 2930 230,542 SH SOLE 1 230,542
HISPANIC BROADCASTING CORP. CLASS A EQUITY 43357B104 6085 296,118 SH SOLE 1 296,118
HOLLINGER INTERNATIONAL, INC. EQUITY 435569108 179 17,593 SH SOLE 1 17,593
HOLLY CORP. EQUITY 435758305 73 3,341 SH SOLE 1 3,341
HOLLYWOOD CASINO CORP EQUITY 436132203 43 3,515 SH SOLE 1 3,515
HOLLYWOOD ENTERTAINMENT CORP. EQUITY 436141105 271 17,918 SH SOLE 1 17,918
HOLOGIC INC EQUITY 436440101 80 6,540 SH SOLE 1 6,540
HOLOGIC INC COM EQUITY 436440101 4759 389800 SH SOLE 3 389800
HOME DEPOT INC EQUITY 437076102 10176 424,538 SH DEFINED 2 424,538
HOME DEPOT, INC. EQUITY 437076102 27249 1,134,430 SH SOLE 1 1,134,430
HOME PPTYS N Y INC COM EQUITY 437306103 15227 442000 SH SOLE 3 387020 54980
HOME PROPERTIES OF NY, INC. EQUITY 437306103 304 8,810 SH SOLE 1 8,810
HOMESTORE.COM EQUITY 437852106 22 26,256 SH SOLE 1 26,256
HON INDUSTRIES INC. EQUITY 438092108 2244 79,349 SH SOLE 1 79,349
HONEYWELL INTERNATIONAL INC. EQUITY 438516106 8511 354,610 SH SOLE 1 354,610
HOOPER HOLMES, INC. EQUITY 439104100 112 18,176 SH SOLE 1 18,176
HORACE MANN EDUCATORS CORP. EQUITY 440327104 1019 66,445 SH SOLE 1 66,445
HORIZON OFFSHORE, INC. EQUITY 44043J105 30 5,993 SH SOLE 1 5,993
HORIZON ORGANIC HOLDIN EQUITY 44043T103 36 2,209 SH SOLE 1 2,209
HORMEL FOODS CORP. EQUITY 440452100 4332 185,690 SH SOLE 1 185,690
HOSPITALITY PPTYS TR COM SH BE EQUITY 44106M102 5086 144500 SH SOLE 3 144500
HOSPITALITY PROPERTIES TRUST EQUITY 44106M102 10030 284,935 SH SOLE 1 284,935
HOST MARRIOTT CORP COM EQUITY 44107p104 12746 1440200 SH SOLE 3 1169650 270550
HOT TOPIC INC EQUITY 441339108 245 10,721 SH SOLE 1 10,721
HOTELS.COM-CL A EQUITY 44147T108 7 133 SH SOLE 1 133
HOUSEHOLD FINANCE CORP. EQUITY 441815107 9746 350,440 SH SOLE 1 350,440
HOUSTON EXPLORATION COMPAN EQUITY 442120101 105 3,436 SH SOLE 1 3,436
HOVNANIAN ENTER, INC. COM PAR $0.01 EQUITY 442487203 161 5,083 SH SOLE 1 5,083
HOVNANIAN ENTERPRISES CL A EQUITY 442487203 7944 250600 SH SOLE 3 250600
HRPT PROPERTIES TRUST EQUITY 40426W101 360 43,734 SH SOLE 1 43,734
HS RESOURCES, INC. EQUITY 492386107 2142 48,351 SH SOLE 1 48,351
HSBC HOLDINGS PLC-SPONS ADR EQUITY 404280406 3326 -60,500 SH SOLE 1 -60,500
HUBBELL INC. CLASS B EQUITY 443510201 2790 79,407 SH SOLE 1 79,407
HUDSON CITY BANCORP EQUITY 443683107 20 1,087 SH SOLE 1 1,087
HUDSON RIVER BANKCORP. EQUITY 444128102 128 5,176 SH SOLE 1 5,176
HUGHES SUPPLY, INC. EQUITY 444482103 221 8,106 SH SOLE 1 8,106
HUMAN GENOME SCIENCES, INC. EQUITY 444903108 57 6,480 SH SOLE 1 6,480
Humana Inc. EQUITY 444859102 800 80,000 SH DEFINED 4 80,000
HUMANA, INC. EQUITY 444859102 760 75,968 SH SOLE 1 75,968
HUMBOLDT BANCORP EQUITY 445069107 38 3,644 SH SOLE 1 3,644
HUNT J B TRANS SVCS INC EQUITY 445658107 3490 119,100 SH DEFINED 2 119,100
HUNTINGTON BANCSHARES, INC. EQUITY 446150104 1954 104,447 SH SOLE 1 104,447
HUSDON UNITED BANCORP EQUITY 444165104 20 647 SH SOLE 1 647
HUTCHINSON TECHNOLOGY, INC. EQUITY 448407106 178 8,594 SH SOLE 1 8,594
HYDRIL COMPANY EQUITY 448774109 93 3,939 SH SOLE 1 3,939
HYPERCOM CORP EQUITY 44913M105 43 11,471 SH SOLE 1 11,471
HYPERION SOLUTIONS CORP EQUITY 44914M104 290 11,310 SH SOLE 1 11,310
HYPERION SOLUTIONS CP COM EQUITY 44914M104 11143 434100 SH SOLE 3 429200 4900
I2 TECHNOLOGIES EQUITY 465754109 5 4,083 SH SOLE 1 4,083
IBERIABANK CORP EQUITY 450828108 82 2,034 SH SOLE 1 2,034
ICN PHARMACEUTICALS SUB NTS NOTE 448924AM2 107 1,330 SH SOLE 1 1,330
ICN PHARMACEUTICALS, INC. EQUITY 448924100 1229 112,692 SH SOLE 1 112,692
Icon Plc - Sponsored ADR EQUITY 45103T107 1851 68,800 SH SOLE 1 68,800
ICOS CORP EQUITY 449295104 468 20,000 SH DEFINED 2 20,000
ICOS CORPORATION EQUITY 449295104 70 3,000 SH SOLE 1 3,000
ICT GROUP INC EQUITY 44929Y101 12 1,045 SH SOLE 1 1,045
ICU MEDICAL, INC. EQUITY 44930G107 133 3,576 SH SOLE 1 3,576
IDACORP, INC. EQUITY 451107106 1265 50,944 SH SOLE 1 50,944
IDEC PHARMACEUTICALS CORP. EQUITY 449370105 7047 212,437 SH SOLE 1 212,437
IDENTIX INC EQUITY 451906101 147 28,480 SH SOLE 1 28,480
IDEX CORP COM EQUITY 45167R104 4032 123300 SH SOLE 3 121600 1700
IDEX CORP. EQUITY 45167R104 307 9,390 SH SOLE 1 9,390
IDEXX LABORATORIES, INC. EQUITY 45168D104 355 10,807 SH SOLE 1 10,807
IDINE REWARDS NETWORK EQUITY 45168A100 51 4,760 SH SOLE 1 4,760
IDT CORP. EQUITY 448947101 12 719 SH SOLE 1 719
IDX SYSTEMS CORP. EQUITY 449491109 98 5,739 SH SOLE 1 5,739
IGATE CORP EQUITY 45169U105 18 6,837 SH SOLE 1 6,837
IGEN INTERNATIONAL, INC. EQUITY 449536101 220 5,135 SH SOLE 1 5,135
IHOP CORP. EQUITY 449623107 161 6,703 SH SOLE 1 6,703
II-VI INC EQUITY 902104108 60 3,709 SH SOLE 1 3,709
IKON OFFICE SOLUTIONS INC. EQUITY 451713101 15 2,093 SH SOLE 1 2,093
ILEX ONCOLOGY INC EQUITY 451923106 78 11,017 SH SOLE 1 11,017
ILLINOIS TOOL WKS INC COM EQUITY 452308109 3081 47500 SH SOLE 3 47500
ILLINOIS TOOL WORKS, INC. EQUITY 452308109 8512 131,230 SH SOLE 1 131,230
ILLUMINA INC EQUITY 452327109 27 8,062 SH SOLE 1 8,062
IMAGEX.COM INC EQUITY 45244D102 174 791,394 SH SOLE 1 791,394
IMAGISTICS INTL INC EQUITY 45247T104 122 6,080 SH SOLE 1 6,080
I-MANY INC EQUITY 44973Q103 19 13,687 SH SOLE 1 13,687
IMATION CORP. EQUITY 45245A107 2063 58,797 SH SOLE 1 58,797
IMC GLOBAL, INC. EQUITY 449669100 9669 906,213 SH SOLE 1 906,213
IMCLONE SYSTEMS EQUITY 45245W109 184 17,358 SH SOLE 1 17,358
IMCO RECYCLING INC EQUITY 449681105 33 4,037 SH SOLE 1 4,037
IMMUCOR INC EQUITY 452526106 65 3,186 SH SOLE 1 3,186
IMMUNOGEN INC EQUITY 45253H101 42 13,637 SH SOLE 1 13,637
IMMUNOMEDICS, INC. EQUITY 452907108 64 13,879 SH SOLE 1 13,879
IMPAC MED SYS INC COM EQUITY 45255A104 1852 100000 SH SOLE 3 100000
IMPAC MORTGAGE HOLDINGS INC EQUITY 45254P102 2440 212,137 SH SOLE 1 212,137
IMPATH INC. EQUITY 45255G101 117 5,942 SH SOLE 1 5,942
IMPAX LABORATORIES INC EQUITY 45256B101 35 8,847 SH SOLE 1 8,847
IMPCO TECHNOLOGIES INC EQUITY 45255W106 15 3,302 SH SOLE 1 3,302
IMS HEALTH, INC. EQUITY 449934108 1984 124,001 SH SOLE 1 124,001
INAMED CORP EQUITY 453235103 125 4,046 SH SOLE 1 4,046
INCYTE GENOMICS, INC. EQUITY 45337C102 516 113,217 SH SOLE 1 113,217
INDEPENDENCE COMMUNITY BANK EQUITY 453414104 1950 76,849 SH SOLE 1 76,849
INDEPENDENCE HLDG CO N EQUITY 453440307 24 1,118 SH SOLE 1 1,118
INDEPENDENT BANK CORP.-MASSACHUSETTS EQUITY 453836108 93 4,092 SH SOLE 1 4,092
INDEPENDENT BANK CORP.-MICHIGAN EQUITY 453838104 127 4,186 SH SOLE 1 4,186
INDEVUS PHARMACEUTICALS INC EQUITY 454072109 27 12,827 SH SOLE 1 12,827
INDEX I-SHARES RUSSELL 2000 EQUITY 464287655 538 7,100 SH SOLE 1 7,100
INDYMAC BANCORP, INC. EQUITY 456607100 1374 74,337 SH SOLE 1 74,337
INET TECHNOLOGY EQUITY 45662V105 24 3,985 SH SOLE 1 3,985
INFOCUS CORPORATION EQUITY 45665B106 399 64,831 SH SOLE 1 64,831
INFOGRAMES INC. EQUITY 45665T107 3 1,895 SH SOLE 1 1,895
INFONET SERVICES COR EQUITY 45666T106 42 21,299 SH SOLE 1 21,299
INFORMATICA CORP EQUITY 45666Q102 112 19,425 SH SOLE 1 19,425
INFORMATION HOLDINGS INC. EQUITY 456727106 54 3,460 SH SOLE 1 3,460
INFORMATION RESOURCES, INC. EQUITY 456905108 15 9,312 SH SOLE 1 9,312
INFORTE CORP EQUITY 45677R107 17 2,168 SH SOLE 1 2,168
INFOUSA INC. CLASS B EQUITY 456818301 43 8,694 SH SOLE 1 8,694
INGERSOLL-RAND CO CL A EQUITY G4776G101 3487 80,990 SH SOLE 1 80,990
INGLES MARKETS, INC., CLASS A EQUITY 457030104 39 3,381 SH SOLE 1 3,381
INGRAM MICRO INC. CLASS A EQUITY 457153104 14 1,160 SH SOLE 1 1,160
INHALE THERAPEUTIC S EQUITY 457191104 152 18,750 SH SOLE 1 18,750
Inhale Therapeutic System EQUITY 457191104 162 20,000 SH DEFINED 4 20,000
INKTOMI CORP. EQUITY 457277101 79 49,344 SH SOLE 1 49,344
INNKEEPERS USA TRUST EQUITY 4576J0104 65 8,539 SH SOLE 1 8,539
INPUT/OUTPUT, INC. EQUITY 457652105 65 15,208 SH SOLE 1 15,208
INRANGE TECHNOLOGIES CL B EQUITY 45769V206 7 2,952 SH SOLE 1 2,952
INSIGHT COMMUNICATIO EQUITY 45768V108 174 14,023 SH SOLE 1 14,023
INSIGHT ENTERPRISES, INC. EQUITY 45765U103 116 13,913 SH SOLE 1 13,913
INSIGNIA FINANCIAL GROUP INC. EQUITY 45767A105 48 6,612 SH SOLE 1 6,612
INSITUFORM TECHNOLOGIES, INC. CLASS A EQUITY 457667103 131 7,689 SH SOLE 1 7,689
INSTINET GROUP INCORPORATED EQUITY 457750107 3 801 SH SOLE 1 801
INSURANCE AUTO AUCTIONS INC COM EQUITY 457875102 56 3,377 SH SOLE 1 3,377
INSWEB CORP EQUITY 45809K202 15 9,194 SH SOLE 1 9,194
INTEGRA BANK CORP. EQUITY 45814P105 93 5,231 SH SOLE 1 5,231
INTEGRA LIFESCIENCES CORP EQUITY 457985208 6133 347,500 SH DEFINED 2 347,500
INTEGRA LIFESCIENCES HOLDINGS EQUITY 457985208 111 6,276 SH SOLE 1 6,276
INTEGRAL SYS INC MD COM EQUITY 45810H107 5829 290700 SH SOLE 3 290700
INTEGRAL SYSTEMS INC/MD EQUITY 45810H107 63 3,134 SH SOLE 1 3,134
INTEGRATED CIRCUIT SYSTEMS EQUITY 45811K208 100 5,503 SH SOLE 1 5,503
INTEGRATED DEFENSE TEC EQUITY 45819B101 34 2,374 SH SOLE 1 2,374
INTEGRATED DEVICE TECHNOLO EQUITY 458118106 2372 283,400 SH DEFINED 2 283,400
INTEGRATED DEVICE TECHNOLOGY, EQUITY 458118106 1162 138,861 SH SOLE 1 138,861
INTEGRATED ELECTRICAL SERVICES EQUITY 45811E103 40 10,329 SH SOLE 1 10,329
INTEGRATED SILICON SOLUTION EQUITY 45812P107 40 9,078 SH SOLE 1 9,078
Intel EQUITY 458140100 685 44,000 SH DEFINED 4 44,000
INTEL CORP EQUITY 458140100 16767 1,076,822 SH DEFINED 2 1,076,822
INTEL CORP. EQUITY 458140100 83623 5,370,800 SH SOLE 1 5,370,800
INTER PARFUMS INC EQUITY 458334109 9 1,115 SH SOLE 1 1,115
INTERACTIVE DATA CORP EQUITY 45840J107 7 499 SH SOLE 1 499
INTERCEPT INC EQUITY 45845L107 84 4,937 SH SOLE 1 4,937
INTERCHANGE FINL SVCS EQUITY 458447109 47 2,913 SH SOLE 1 2,913
INTERDIGITAL COMMUNICATION EQUITY 45866A105 269 18,463 SH SOLE 1 18,463
INTERFACE, INC. CLASS A EQUITY 458665106 45 14,813 SH SOLE 1 14,813
INTERGRAPH CORP. EQUITY 458683109 302 17,005 SH SOLE 1 17,005
INTERLAND INC EQUITY 458727104 54 41,564 SH SOLE 1 41,564
INTERMAGNETICS GENERAL CORP. EQUITY 458771102 98 5,011 SH SOLE 1 5,011
INTERMET CORP EQUITY 45881K104 31 7,301 SH SOLE 1 7,301
INTERMUNE INC. EQUITY 45884X103 216 8,464 SH SOLE 1 8,464
INTERNATIONAL BANCSHARES CORP. EQUITY 459044103 304 7,700 SH SOLE 1 7,700
INTERNATIONAL BUSINESS MAC EQUITY 459200101 21502 277,400 SH DEFINED 2 277,400
INTERNATIONAL GAME TECHN EQUITY 459902102 4176 55008 SH SOLE 3 47100 7508
INTERNATIONAL GAME TECHNOL EQUITY 459902102 6438 84,800 SH DEFINED 2 84,800
INTERNATIONAL GAME TECHNOLOGY EQUITY 459902102 2905 38,265 SH SOLE 1 38,265
INTERNATIONAL MULTIFOODS CORP. EQUITY 460043102 114 5,357 SH SOLE 1 5,357
INTERNATIONAL PAPER CO EQUITY 460146103 8204 234,592 SH DEFINED 2 234,592
INTERNATIONAL PAPER CO. EQUITY 460146103 7296 208,630 SH SOLE 1 208,630
International Rectifier EQUITY 460254105 738 40,000 SH DEFINED 4 40,000
INTERNATIONAL RECTIFIER CORP. EQUITY 460254105 1585 85,869 SH SOLE 1 85,869
INTERNATIONAL SPEEDWAY CORP. EQUITY 460335201 2655 71,193 SH SOLE 1 71,193
INTERNET SECURITY SY EQUITY 46060X107 1445 78,809 SH SOLE 1 78,809
INTERPOOL, INC. EQUITY 46062R108 31 1,903 SH SOLE 1 1,903
INTERPORE INTERNATIONAL EQUITY 46062W107 37 5,844 SH SOLE 1 5,844
INTERPUBLIC GROUP CORP EQUITY 460690100 3481 247,230 SH SOLE 1 247,230
INTERSIL CORP EQUITY 46069S109 3104 222,700 SH DEFINED 2 222,700
INTERSIL CORP -CL A EQUITY 46069S109 2563 183,867 SH SOLE 1 183,867
INTERSTATE BAKERIES CORP. EQUITY 46072H108 1122 73,597 SH SOLE 1 73,597
INTERTAN INC. EQUITY 461120107 57 7,933 SH SOLE 1 7,933
INTER-TEL, INC. EQUITY 458372109 128 6,142 SH SOLE 1 6,142
INTERTRUST TECHNOLOGIES CORP. EQUITY 46113Q109 105 24,873 SH SOLE 1 24,873
INTERWOVEN INC EQUITY 46114T102 94 36,001 SH SOLE 1 36,001
INTL BUSINESS MACHINES CORP EQUITY 459200101 100909 1,302,050 SH SOLE 1 1,302,050
INTL SPECIALTY PRODUCTS, INC. EQUITY 460337108 37 3,582 SH SOLE 1 3,582
INT'L. FLAVORS & FRAGRANCES, EQUITY 459506101 1452 41,369 SH SOLE 1 41,369
INTRADO INC EQUITY 46117A100 51 5,162 SH SOLE 1 5,162
INTROGEN THERAPEUTICS INC EQUITY 46119F107 161 75,000 SH DEFINED 2 75,000
Intuit EQUITY 461202103 1501 32,000 SH DEFINED 4 32,000
INTUIT EQUITY 461202103 10034 213,850 SH DEFINED 2 213,850
INTUIT COM EQUITY 461202103 2158 46000 SH SOLE 3 46000
INTUIT, INC. EQUITY 461202103 4743 101,081 SH SOLE 1 101,081
INTUITIVE SURGICAL INC EQUITY 46120E107 63 10,212 SH SOLE 1 10,212
INVACARE CORP. EQUITY 461203101 297 8,925 SH SOLE 1 8,925
INVERESK RESH GROUP INC EQUITY 461238107 1165 45,000 SH DEFINED 2 45,000
INVERNESS MEDICAL INNOVATION EQUITY 46126P106 30 2,255 SH SOLE 1 2,255
INVESTMENT TECHNOLOGY GROUP EQUITY 46145F105 21298 952,505 SH SOLE 1 952,505
INVESTORS FINANCIAL SERVICES EQUITY 461915100 2380 86,875 SH SOLE 1 86,875
INVESTORS REAL ESTATE TRUST EQUITY 461730103 94 9,376 SH SOLE 1 9,376
INVISION TECHNOLOGIES EQUITY 461851107 104 3,929 SH SOLE 1 3,929
INVITROGEN CORP EQUITY 46185R100 80 2,556 SH SOLE 1 2,556
IOMEGA CORP EQUITY 462030305 136 17,371 SH SOLE 1 17,371
IONICS, INC. EQUITY 462218108 136 5,951 SH SOLE 1 5,951
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IRON MTN INC DEL COM EQUITY 462846106 84305 2553933 SH SOLE 3 2409465 138368
IRT PROPERTY CO. EQUITY 450058102 135 11,393 SH SOLE 1 11,393
IRWIN FINANCIAL CORP. EQUITY 464119106 86 5,216 SH SOLE 1 5,216
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ISHARES MSCI EAFE INDEX FUND EQUITY 464287465 3406 34,400 SH SOLE 1 34,400
ISHARES MSCI TAIWAN EQUITY 464286731 180 22,100 SH SOLE 1 22,100
ISHARES RUSSELL MIDCAP GRWTH EQUITY 464287481 326 6,300 SH SOLE 1 6,300
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ITRON, INC. EQUITY 465741106 136 7,107 SH SOLE 1 7,107
ITT EDUCATIONAL SERVICES, INC. EQUITY 45068B109 339 14,415 SH SOLE 1 14,415
ITT INDUSTRIAL INC EQUITY 450911102 2468 40,669 SH SOLE 1 40,669
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IXIA EQUITY 45071R109 27 7,294 SH SOLE 1 7,294
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J & J SNACK FOODS CORP EQUITY 466032109 74 2,059 SH SOLE 1 2,059
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J P MORGAN CHASE + CO EQUITY 46625H100 8911 371,139 SH DEFINED 2 371,139
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JEFFERSON-PILOT CORP. EQUITY 475070108 6743 176,933 SH SOLE 1 176,933
JETBLUE AIRWAYS CORP EQUITY 477143101 3 126 SH SOLE 1 126
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JM SMUCKER CO/THE NEW COM WI EQUITY 832696405 3229 81,098 SH SOLE 1 81,098
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JOHN HANCOCK FINANCIAL SERVICE EQUITY 41014S106 5305 190,160 SH SOLE 1 190,160
JOHN NUVEEN CO EQUITY 478035108 479 18,905 SH DEFINED 2 18,905
JOHN NUVEEN CO-CL A EQUITY 478035108 7 290 SH SOLE 1 290
JOHN WILEY & SONS, INC. CLASS A EQUITY 968223206 15 639 SH SOLE 1 639
JOHNSON & JOHNSON EQUITY 478160104 73640 1,371,060 SH SOLE 1 1,371,060
JOHNSON + JOHNSON EQUITY 478160104 28779 535,762 SH DEFINED 2 535,762
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JOHNSON OUTDOORS INC EQUITY 479167108 12 1,250 SH SOLE 1 1,250
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KANA SOFTWARE INC. EQUITY 483600300 43 SH SOLE 1 43
KANSAS CITY LIFE INSURANCE CO. EQUITY 484836101 47 1,242 SH SOLE 1 1,242
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KENSEY NASH CORP EQUITY 490057106 45 2,453 SH SOLE 1 2,453
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KEY ENERGY SERVICES INC EQUITY 492914106 295 32,832 SH SOLE 1 32,832
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KEYSPAN CORPORATION EQUITY 49337W100 18194 516,286 SH SOLE 1 516,286
KEYSTONE AUTOMOTIVE IN EQUITY 49338N109 52 3,488 SH SOLE 1 3,488
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KILROY REALTY CORP. EQUITY 49427F108 2979 129,253 SH SOLE 1 129,253
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LEAR CORP EQUITY 521865105 2944 88,454 SH SOLE 1 88,454
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LIBERTY PROPERTY TRUST EQUITY 531172104 3280 102,692 SH SOLE 1 102,692
LIFECORE BIOMEDICAL IN EQUITY 532187101 29 3,383 SH SOLE 1 3,383
LIFEPOINT HOSPITALS COM EQUITY 53219L109 22002 735086 SH SOLE 3 716200 18886
LIFEPOINT HOSPITALS HLDG EQUITY 53219L109 1591 53,139 SH SOLE 1 53,139
LIGAND PHARMACEUTICALS, INC., CLASS B EQUITY 53220K207 94 17,529 SH SOLE 1 17,529
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MANDALAY RESORT GROUP EQUITY 562567107 2822 92,184 SH SOLE 1 92,184
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MARATHON OIL CORP EQUITY 565849106 3125 146,781 SH SOLE 1 146,781
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MARVEL ENTERPRISES INC EQUITY 57383M108 52 5,775 SH SOLE 1 5,775
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MASSBANK CORP READ MAS EQUITY 576152102 37 1,299 SH SOLE 1 1,299
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MASTEC, INC. EQUITY 576323109 20 6,820 SH SOLE 1 6,820
MATERIAL SCIENCES CORP EQUITY 576674105 45 3,465 SH SOLE 1 3,465
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MCG CAPITAL CORP EQUITY 58047P107 28903 2,683,693 SH SOLE 1 2,683,693
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MEDCATH CORP EQUITY 58404W109 22 2,150 SH SOLE 1 2,150
MED-DESIGN CORP EQUITY 583926100 23 2,888 SH SOLE 1 2,888
MEDIA GENERAL, INC. CLASS A EQUITY 584404107 1863 31,083 SH SOLE 1 31,083
MEDIACOM COMMUNICATI EQUITY 58446K105 160 18,203 SH SOLE 1 18,203
MEDICAL DEVICE MANUFACTURING INC (RIV EQUITY 552996209 4995 312,213 SH SOLE 1 312,213
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MEDICINES COMPANY EQUITY 584688105 129 8,059 SH SOLE 1 8,059
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MELLON FINL CORP EQUITY 58551A108 5888 225,500 SH DEFINED 2 225,500
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MONSANTO CO EQUITY 61166W101 2427 115,869 SH SOLE 1 115,869
MONSANTO CO NEW EQUITY 61166W101 7 340 SH DEFINED 2 340
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NATIONAL WESTERN LIFE INS. CO. CLASS EQUITY 638522102 70 730 SH SOLE 1 730
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PERICOM SEMICONDUCTOR CORP EQUITY 713831105 55 6,675 SH SOLE 1 6,675
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PORTAL SOFTWARE EQUITY 736126103 33 40,522 SH SOLE 1 40,522
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POTLATCH CORP. EQUITY 737628107 1137 47,632 SH SOLE 1 47,632
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PPG INDUSTRIES, INC. EQUITY 693506107 3763 75,042 SH SOLE 1 75,042
PPL CORPORATION EQUITY 69351T106 10349 298,414 SH SOLE 1 298,414
PRACTICEWORKS INC EQUITY 739419109 42 5,301 SH SOLE 1 5,301
PRAECIS PHARMACEUTICALS INC EQUITY 739421105 57 17,558 SH SOLE 1 17,558
PRAXAIR, INC. EQUITY 74005P104 4134 71,554 SH SOLE 1 71,554
PRECISION CASTPARTS CORP. EQUITY 740189105 1708 70,451 SH SOLE 1 70,451
PREMCOR INC EQUITY 74045Q104 6 260 SH SOLE 1 260
PRENTISS PROPERTIES TRUST EQUITY 740706106 295 10,439 SH SOLE 1 10,439
PREPAID LEGAL SERVICES, INC. EQUITY 740065107 123 4,709 SH SOLE 1 4,709
PRESIDENTIAL LIFE CORP. EQUITY 740884101 70 7,004 SH SOLE 1 7,004
PRESSTEK INC EQUITY 741113104 48 10,389 SH SOLE 1 10,389
PRG-SCHULTZ INTERNATIONAL EQUITY 69357C107 108 12,094 SH SOLE 1 12,094
PRICE COMMUNICATIONS CO. EQUITY 741437305 1230 88,952 SH SOLE 1 88,952
PRICE ENTERP INC EQUITY 74144P106 18 6,257 SH SOLE 1 6,257
PRICELINE.COM INC. EQUITY 741503106 69 42,963 SH SOLE 1 42,963
PRICESMART, INC. EQUITY 741511109 30 1,292 SH SOLE 1 1,292
PRIDE INTERNATIONAL EQUITY 74153Q102 2690 180,552 SH SOLE 1 180,552
PRIDE INTERNATIONAL INC EQUITY 74153Q102 2147 263,800 SH DEFINED 2 263,800
PRIMA ENERGY CORP EQUITY 741901201 76 3,417 SH SOLE 1 3,417
PRIME HOSPITALITY CORP. EQUITY 741917108 125 15,306 SH SOLE 1 15,306
PRIME MED SVCS INC NEW EQUITY 74156D108 37 4,272 SH SOLE 1 4,272
PRIMEDIA INC EQUITY 74157K101 100 44,480 SH SOLE 1 44,480
PRINCETON REVIEW INC EQUITY 742352107 27 5,452 SH SOLE 1 5,452
PRINCIPAL FINANCIAL GROUP EQUITY 74251V102 15533 515,545 SH SOLE 1 515,545
PRIORITY HEALTHCARE EQUITY 74264T102 189 8,167 SH SOLE 1 8,167
PRIVATE MEDIA GROUP INC EQUITY 74266R104 16 4,888 SH SOLE 1 4,888
PRIVATEBANCORP INC EQUITY 742962103 47 1,245 SH SOLE 1 1,245
PROASSURANCE CORPORATION EQUITY 74267C106 153 7,272 SH SOLE 1 7,272
PROBUSINESS SERVICES INC. EQUITY 742674104 71 7,132 SH SOLE 1 7,132
PROCTER & GAMBLE CO. EQUITY 742718109 88368 1,028,258 SH SOLE 1 1,028,258
PROCTER + GAMBLE CO EQUITY 742718109 7189 83,656 SH DEFINED 2 83,656
PROFESSIONAL DETAILING, INC. EQUITY 69329V100 30 2,772 SH SOLE 1 2,772
PROGENICS PHARMACEUTICALS EQUITY 743187106 18 2,677 SH SOLE 1 2,677
Progress Energy EQUITY 743263105 4335 100,000 SH DEFINED 4 100,000
PROGRESS ENERGY INC EQUITY 743263105 2168 50,000 SH DEFINED 2 50,000
PROGRESS ENERGY INC. EQUITY 743263105 18228 420,490 SH SOLE 1 420,490
PROGRESS SOFTWARE CORP. EQUITY 743312100 138 10,643 SH SOLE 1 10,643
PROGRESSIVE CORP. EQUITY 743315103 4623 93,150 SH SOLE 1 93,150
PROLOGIS EQUITY 743410102 115 4,588 SH SOLE 1 4,588
PROLOGIS TR SH BEN INT EQUITY 743410102 18237 725120 SH SOLE 3 588894 136226
PROQUEST CO. EQUITY 74346P102 103 5,268 SH SOLE 1 5,268
PROSPERITY BANCSHARES INC EQUITY 743606105 71 3,728 SH SOLE 1 3,728
PROTECTION ONE INC EQUITY 743663304 8 4,021 SH SOLE 1 4,021
PROTECTIVE LIFE CORP COM EQUITY 743674103 2543 92,403 SH SOLE 1 92,403
PROTEIN DESIGN LABS, INC. EQUITY 74369L103 1264 148,733 SH SOLE 1 148,733
PROTON ENERGY SYSTEMS EQUITY 74371K101 25 8,215 SH SOLE 1 8,215
PROVIDENT BANCORP INC EQUITY 743835100 32 1,016 SH SOLE 1 1,016
PROVIDENT BANKSHARES CORP. EQUITY 743859100 187 8,102 SH SOLE 1 8,102
PROVIDENT FINANCIAL GROUP EQUITY 743866105 1705 65,488 SH SOLE 1 65,488
PROVIDIAN FINANCIAL CORP. EQUITY 74406A102 970 149,496 SH SOLE 1 149,496
PROVINCE HEALTHCARE CO. EQUITY 743977100 158 16,227 SH SOLE 1 16,227
PROXIM CORP CL-A EQUITY 744283102 35 40,454 SH SOLE 1 40,454
PROXYMED PHARMACY INC EQUITY 744290305 16 1,554 SH SOLE 1 1,554
PRUDENTIAL FINANCIAL INC EQUITY 744320102 90040 2,836,800 SH SOLE 1 2,836,800
PS BUSINESS PARKS, INC. EQUITY 69360J107 108 3,400 SH SOLE 1 3,400
PS BUSINESS PKS INC CA COM EQUITY 69360J107 9225 290100 SH SOLE 3 235620 54480
PSEG ENERGY HOLDINGS EQUITY 744573106 3160 98,434 SH SOLE 1 98,434
PSS WORLD MEDICAL, INC EQUITY 69366A100 165 24,179 SH SOLE 1 24,179
PTEK HLDGS INC EQUITY 69366M104 70 16,022 SH SOLE 1 16,022
PUBLIC STORAGE INC EQUITY 74460D109 47 1,446 SH SOLE 1 1,446
PUBLIC STORAGE INC COM EQUITY 74460D109 9677 299500 SH SOLE 3 243200 56300
PUGET ENEGY INC. EQUITY 745310102 10446 473,733 SH SOLE 1 473,733
PULITZER INC. EQUITY 745769109 136 3,028 SH SOLE 1 3,028
PULTE HOMES INC. EQUITY 745867101 2002 41,831 SH SOLE 1 41,831
Q MED EQUITY 747914109 16 2,605 SH SOLE 1 2,605
QLOGIC CORP COM EQUITY 747277101 20999 608500 SH SOLE 3 563800 41900
QLOGIC CORP. EQUITY 747277101 8422 244,037 SH SOLE 1 244,037
QRS CORP. EQUITY 74726X105 31 4,624 SH SOLE 1 4,624
QUADRAMED CORP EQUITY 74730W101 24 9,210 SH SOLE 1 9,210
QUAKER CHEM CORP COM EQUITY 747316107 61 2,616 SH SOLE 1 2,616
QUAKER CIRY BANCORP INC EQUITY 74731K106 57 1,732 SH SOLE 1 1,732
QUAKER FABRIC CORP. EQUITY 747399103 28 3,975 SH SOLE 1 3,975
QUALCOMM INC EQUITY 747525103 24865 683,300 SH DEFINED 2 683,300
QUALCOMM, INC. EQUITY 747525103 13750 377,850 SH SOLE 1 377,850
QUANEX CORP. EQUITY 747620102 161 4,813 SH SOLE 1 4,813
QUANTA SERVICES, INC. EQUITY 74762E102 362 103,473 SH SOLE 1 103,473
QUANTUM CORP DLT & STORAGE EQUITY 747906204 679 254,436 SH SOLE 1 254,436
Quest Diagnostics EQUITY 74834L100 1758 30,900 SH DEFINED 4 30,900
QUEST DIAGNOSTICS, INC. EQUITY 74834L100 2491 43,772 SH SOLE 1 43,772
QUEST SOFTWARE INC EQUITY 74834T103 130 12,598 SH SOLE 1 12,598
QUESTAR CORP. EQUITY 748356102 4168 149,830 SH SOLE 1 149,830
QUICKSILVER RESOURCES COM EQUITY 74837R104 3950 176100 SH SOLE 3 176100
QUICKSILVER RESOURCES INC EQUITY 74837R104 73 3,249 SH SOLE 1 3,249
QUICKSILVER, INC. EQUITY 74838C106 176 6,604 SH SOLE 1 6,604
QUIDEL CORPORATION EQUITY 74838J101 30 8,710 SH SOLE 1 8,710
QUINTILES TRANSNATIONAL CORP. EQUITY 748767100 630 52,096 SH SOLE 1 52,096
QUINTON CARDIOLOGY SYS INC EQUITY 748773108 1443 182,700 SH DEFINED 2 182,700
QUIXOTE CORP EQUITY 749056107 40 2,218 SH SOLE 1 2,218
QUOVADX INC EQUITY 74913K106 17 7,096 SH SOLE 1 7,096
QWEST COMMUNICATIONS INTL. EQUITY 749121109 3726 745,104 SH SOLE 1 745,104
R&G FINANCIAL CO. EQUITY 749136107 112 4,800 SH SOLE 1 4,800
R. R. DONNELLEY AND SONS CO. EQUITY 257867101 1208 55,507 SH SOLE 1 55,507
R.H. DONNELLEY CORP. EQUITY 74955W307 272 9,294 SH SOLE 1 9,294
R.O.C. TAIWAN FUND EQUITY 749651105 1160 286,500 SH SOLE 1 286,500
RACING CHAMPIONS ERTL EQUITY 750069106 39 2,880 SH SOLE 1 2,880
RADIAN GROUP INC COM EQUITY 750236101 42218 1136411 SH SOLE 3 1048072 84439
RADIAN GROUP, INC. EQUITY 750236101 4670 125,710 SH SOLE 1 125,710
RADIANT SYSTEMS, INC. EQUITY 75025N102 56 5,834 SH SOLE 1 5,834
RADIO ONE INC EQUITY 75040P405 10354 717,500 SH DEFINED 2 717,500
RADIO ONE INC -CL D EQUITY 75040P405 15 1,031 SH SOLE 1 1,031
RADIO ONE INC CL D NON VTG EQUITY 75040P405 47664 3303119 SH SOLE 3 3212101 91018
RADIOLOGIX INC EQUITY 75040K109 15 6,473 SH SOLE 1 6,473
RADIOSHACK CORP. EQUITY 750438103 1402 74,831 SH SOLE 1 74,831
RADISYS CORP. EQUITY 750459109 44 5,551 SH SOLE 1 5,551
RAILAMERICA INC EQUITY 750753105 69 9,684 SH SOLE 1 9,684
RAINBOW TECHNOLOGIES INC EQUITY 750862104 58 8,039 SH SOLE 1 8,039
RAINDANCE COMM EQUITY 75086X106 47 14,683 SH SOLE 1 14,683
RAINDANCE COMMUNICATIONS I EQUITY 75086X106 92 28,400 SH DEFINED 2 28,400
RAIT INVESTMENT TRUST EQUITY 749227104 1694 78,409 SH SOLE 1 78,409
RALCORP HOLDINGS, INC. EQUITY 751028101 256 10,165 SH SOLE 1 10,165
RAMBUS INC. EQUITY 750917106 190 28,342 SH SOLE 1 28,342
RAMCO-GERSHENSON PROPERTIES EQUITY 751452202 55 2,762 SH SOLE 1 2,762
RANGE RESOURCES CORP EQUITY 75281A109 94 17,392 SH SOLE 1 17,392
RARE HOSPITALITY INTERNATIONAL EQUITY 753820109 185 6,692 SH SOLE 1 6,692
RATIONALE SOFTWARE CORP EQUITY 75409P202 1932 185,984 SH SOLE 1 185,984
RAYMOND JAMES FINANCIAL, INC. EQUITY 754730109 17 563 SH SOLE 1 563
RAYONIER, INC. EQUITY 754907103 2995 66,181 SH SOLE 1 66,181
RAYOVAC CORP. EQUITY 755081106 145 10,877 SH SOLE 1 10,877
RAYTECH CORP DEL EQUITY 755103108 80 14,110 SH SOLE 1 14,110
RAYTHEON CO EQUITY 755111507 3521 114,500 SH DEFINED 2 114,500
RAYTHEON CO. EQUITY 755111507 6970 226,680 SH SOLE 1 226,680
RCN CORP. EQUITY 749361101 11 20,051 SH SOLE 1 20,051
READER'S DIGEST ASSOC., INC. EQUITY 755267101 1988 131,677 SH SOLE 1 131,677
READ-RITE CORP. EQUITY 755246105 14 41,095 SH SOLE 1 41,095
REALNETWORKS, INC. EQUITY 75605L104 5 1,226 SH SOLE 1 1,226
REALTY INCOME CORP. EQUITY 756109104 396 11,316 SH SOLE 1 11,316
RECKSON ASSOC REALTY CORP. EQUITY 75621K106 16 773 SH SOLE 1 773
RECKSON ASSOCS RLTY CL B EQUITY 75621K304 4330 193300 SH SOLE 3 193300
RECKSON ASSOCS RLTY COM EQUITY 75621K106 9262 440000 SH SOLE 3 366611
RED HAT, INC. EQUITY 756577102 227 38,431 SH SOLE 1 38,431
REDBACK NETWORKS INC EQUITY 757209101 38 45,677 SH SOLE 1 45,677
REDWOOD TRUST, INC. EQUITY 758075402 1887 68,125 SH SOLE 1 68,125
REEBOK INTERNATIONAL, LTD. EQUITY 758110100 776 26,405 SH SOLE 1 26,405
REGAL ENTMT GROUP EQUITY 758766109 5 256 SH SOLE 1 256
REGAL-BELOIT CORP. EQUITY 758750103 162 7,848 SH SOLE 1 7,848
REGENCY CENTERS CORPORATION EQUITY 758849103 11 345 SH SOLE 1 345
REGENERON PHARMACEUTICALS INC. EQUITY 75886F107 210 11,347 SH SOLE 1 11,347
REGENT COMMUNICATIONS, INC EQUITY 758865109 53 9,049 SH SOLE 1 9,049
REGIONS FINANCIAL CORP. EQUITY 758940100 3270 98,008 SH SOLE 1 98,008
REGIS CORP. EQUITY 758932107 382 14,692 SH SOLE 1 14,692
REGISTER.COM EQUITY 75914G101 45 10,020 SH SOLE 1 10,020
REHAB CARE GROUP EQUITY 759148109 112 5,894 SH SOLE 1 5,894
REINSURANCE GROUP OF EQUITY 759351109 7 248 SH SOLE 1 248
RELIANCE STEEL & ALUMINIUM CO. EQUITY 759509102 168 8,052 SH SOLE 1 8,052
RELIANT RESOURCES INC EQUITY 75952B105 13 4,212 SH SOLE 1 4,212
REMEC, INC. EQUITY 759543101 74 19,181 SH SOLE 1 19,181
REMEDYTEMP INC EQUITY 759549108 26 1,858 SH SOLE 1 1,858
REMINGTON OIL & GAS CORP EQUITY 759594302 113 6,889 SH SOLE 1 6,889
RENAISSANCE LEARNING, INC. EQUITY 75968L105 70 3,685 SH SOLE 1 3,685
RENAL CARE GROUP, INC. EQUITY 759930100 22 692 SH SOLE 1 692
RENT-A-CENTER INC EQUITY 76009N100 24 486 SH SOLE 1 486
RENT-WAY, INC. EQUITY 76009U104 30 8,670 SH SOLE 1 8,670
REPUBLIC BANCORP, INC. EQUITY 760281204 236 20,142 SH SOLE 1 20,142
REPUBLIC BANCSHARES, INC. EQUITY 759929102 33 1,701 SH SOLE 1 1,701
REPUBLIC SERVICES IN EQUITY 760759100 4623 220,339 SH SOLE 1 220,339
REPUBLIC SVCS INC EQUITY 760759100 3019 143,900 SH DEFINED 2 143,900
RES-CARE INC EQUITY 760943100 19 5,230 SH SOLE 1 5,230
RESEARCH FRONTIERS EQUITY 760911107 27 3,258 SH SOLE 1 3,258
RESMED INC EQUITY 761152107 316 10,326 SH SOLE 1 10,326
RESOURCE AMERICA, INC. EQUITY 761195205 46 5,091 SH SOLE 1 5,091
RESOURCES CONNECTION INC EQUITY 76122Q105 150 6,467 SH SOLE 1 6,467
RESPIRONICS INC. EQUITY 761230101 316 10,396 SH SOLE 1 10,396
RESTORATION HARDWARE I EQUITY 760981100 30 6,056 SH SOLE 1 6,056
RETEK INC. EQUITY 76128Q109 241 88,535 SH SOLE 1 88,535
REVLON, INC.-CL A EQUITY 761525500 9 2,900 SH SOLE 1 2,900
REX STORES CORP EQUITY 761624105 29 2,853 SH SOLE 1 2,853
REYNOLDS AND REYNOLDS CO., CLASS A EQUITY 761695105 2379 93,390 SH SOLE 1 93,390
RF MICRO DEVICES INC EQUITY 749941100 1718 234,330 SH SOLE 1 234,330
RF MONOLITHICS INC COM(OXFORD PTNRS L EQUITY 74955F106 14 4,973 SH SOLE 1 4,973
RFS HOTEL INVESTORS, INC. EQUITY 74955J108 115 10,609 SH SOLE 1 10,609
RIBAPHARM INC EQUITY 762537108 2 354 SH SOLE 1 354
RICHARDSON ELEC LTD EQUITY 763165107 19 2,169 SH SOLE 1 2,169
RIGEL PHARMACEUTICALS INC EQUITY 766559108 10 8,907 SH SOLE 1 8,907
RIGGS NATIONAL CORP. EQUITY 766570105 73 4,737 SH SOLE 1 4,737
RIGHT MANAGEMENT CONSULTANTS EQUITY 766573109 74 5,584 SH SOLE 1 5,584
RITA MED SYS INC DEL EQUITY 76774E103 17 3,386 SH SOLE 1 3,386
RITE AID CORP EQUITY 767754104 14 5,719 SH SOLE 1 5,719
RIVERSTONE NETWORKS INC EQUITY 769320102 87 41,160 SH SOLE 1 41,160
RIVIANA FOODS EQUITY 769536103 55 2,023 SH SOLE 1 2,023
RIVIERA HOLDINGS CORP EQUITY 769627100 1494 345,900 SH SOLE 1 345,900
RJ Reynolds EQUITY 76182K105 4253 101,000 SH DEFINED 4 101,000
RJ REYNOLDS TOBACCO HOLDINGS EQUITY 76182K105 1646 39,079 SH SOLE 1 39,079
RLI CORP. EQUITY 749607107 119 4,260 SH SOLE 1 4,260
RMH TELESERVICES INC EQUITY 749938106 42 3,968 SH SOLE 1 3,968
ROADWAY CORP. EQUITY 769742107 147 4,005 SH SOLE 1 4,005
ROANOKE ELECTRIC STEEL CORP EQUITY 769841107 32 3,328 SH SOLE 1 3,328
ROBBINS & MYERS, INC. EQUITY 770196103 61 3,329 SH SOLE 1 3,329
ROBERT HALF INTERNATIONAL INC. EQUITY 770323103 1227 76,169 SH SOLE 1 76,169
ROCK-TENN CO., CLASS A EQUITY 772739207 51 3,817 SH SOLE 1 3,817
ROCKWELL AUTOMATION INC EQUITY 773903109 3005 145,083 SH SOLE 1 145,083
ROCKWELL COLLINS INC EQUITY 774341101 1881 80,876 SH SOLE 1 80,876
ROGERS CORP. EQUITY 775133101 119 5,365 SH SOLE 1 5,365
ROHM + HAAS CO EQUITY 775371107 9031 278,036 SH DEFINED 2 278,036
ROHM AND HAAS CO. EQUITY 775371107 3149 96,946 SH SOLE 1 96,946
ROLLINS, INC. EQUITY 775711104 1133 44,500 SH SOLE 1 44,500
ROPER INDUSTRIES, INC. EQUITY 776696106 362 9,884 SH SOLE 1 9,884
ROSLYN BANCORP, INC. EQUITY 778162107 2010 111,474 SH SOLE 1 111,474
ROSS STORES, INC. EQUITY 778296103 4554 107,422 SH SOLE 1 107,422
ROUSE CO EQUITY 779273101 34 1,078 SH SOLE 1 1,078
ROWAN COMPANIES, INC. EQUITY 779382100 940 41,389 SH SOLE 1 41,389
ROXIO INC EQUITY 780008108 31 6,510 SH SOLE 1 6,510
ROYAL BANCSHARES OF PENN-A EQUITY 780081105 37 1,723 SH SOLE 1 1,723
ROYAL GOLD INC EQUITY 780287108 106 4,244 SH SOLE 1 4,244
RPC EQUITY 749660106 44 3,767 SH SOLE 1 3,767
RPM INTERNATIONAL INC. EQUITY 749685103 2363 154,667 SH SOLE 1 154,667
RSA SECURITY INC. EQUITY 749719100 545 91,012 SH SOLE 1 91,012
RTI INTERNATIONAL METALS, INC. EQUITY 74973W107 71 7,063 SH SOLE 1 7,063
RUBY TUESDAY, INC. EQUITY 781182100 15 887 SH SOLE 1 887
RUDDICK CORP. EQUITY 781258108 994 72,639 SH SOLE 1 72,639
RUDOLPH TECHNOLOGIES INC. EQUITY 781270103 60 3,122 SH SOLE 1 3,122
RUSS BERRIE AND CO., INC. EQUITY 782233100 113 3,348 SH SOLE 1 3,348
RUSSELL CORP. EQUITY 782352108 138 8,220 SH SOLE 1 8,220
RYANAIR HOLDINGS PLC-SP ADR EQUITY 783513104 134 3,420 SH SOLE 1 3,420
RYAN'S FAMILY STEAK HOUSES EQUITY 783519101 171 15,047 SH SOLE 1 15,047
RYDER SYSTEM, INC. EQUITY 783549108 635 28,285 SH SOLE 1 28,285
RYERSON TULL, INC. EQUITY 78375P107 46 7,573 SH SOLE 1 7,573
RYLAND GROUP EQUITY 783764103 12 374 SH SOLE 1 374
RYLAND GROUP INC COM EQUITY 783764103 2358 70700 SH SOLE 3 70700
S J W CORP COM EQUITY 784305104 54 694 SH SOLE 1 694
S&T BANCORP, INC. EQUITY 783859101 226 9,011 SH SOLE 1 9,011
S.Y. BANCORP INC EQUITY 785060104 72 1,930 SH SOLE 1 1,930
S1 CORPORATION EQUITY 78463B101 107 24,049 SH SOLE 1 24,049
SABRE HOLDINGS CORP. EQUITY 785905100 1663 91,802 SH SOLE 1 91,802
SAFECO CORP EQUITY 786429100 2358 68,000 SH DEFINED 2 68,000
SAFECO CORP. EQUITY 786429100 2120 61,159 SH SOLE 1 61,159
SAFEGUARD SCIENTIFICS, INC. EQUITY 786449108 55 40,552 SH SOLE 1 40,552
SAFEWAY INC EQUITY 786514208 4413 188,920 SH SOLE 1 188,920
SAGA COMMUNICATIONS, INC. CLASS A EQUITY 786598102 96 5,052 SH SOLE 1 5,052
SAKS INC. EQUITY 79377W108 2257 192,257 SH SOLE 1 192,257
SALEM COMMUNICATION- CLASS A EQUITY 794093104 74 2,966 SH SOLE 1 2,966
SALIX PHARMACEUTICALS EQUITY 795435106 42 6,040 SH SOLE 1 6,040
SALTON, INC. EQUITY 795757103 21 2,191 SH SOLE 1 2,191
SANCHEZ COMPUTER ASSOCIATES EQUITY 799702105 13 4,627 SH SOLE 1 4,627
SANDERSON FARMS, INC. EQUITY 800013104 36 1,701 SH SOLE 1 1,701
SANDISK CORP. EQUITY 80004C101 2281 112,344 SH SOLE 1 112,344
SANDY SPRING BANCORP, INC. EQUITY 800363103 155 4,927 SH SOLE 1 4,927
SANGAMO BIOSCIENCES INC EQUITY 800677106 17 5,785 SH SOLE 1 5,785
SANGSTAT MEDICAL CORP. EQUITY 801003104 101 8,945 SH SOLE 1 8,945
SANMINA - SCI CORP EQUITY 800907107 1211 269,661 SH SOLE 1 269,661
SANTANDER BANCORP EQUITY 802809103 37 2,878 SH SOLE 1 2,878
SAPIENT CORP. EQUITY 803062108 57 27,594 SH SOLE 1 27,594
SARA LEE CORP. EQUITY 803111103 7505 333,390 SH SOLE 1 333,390
SAUER-DANFOSS INC. EQUITY 804137107 26 3,301 SH SOLE 1 3,301
SAUL CENTERS, INC. EQUITY 804395101 405 17,005 SH SOLE 1 17,005
SAXON CAPITAL INC EQUITY 80556P302 119 9,539 SH SOLE 1 9,539
SBC COMMUNICATIONS INC EQUITY 78387G103 8423 310,681 SH DEFINED 2 310,681
SBC COMMUNICATIONS, INC. EQUITY 78387G103 90377 3,333,719 SH SOLE 1 3,333,719
SBS TECHNOLOGIES INC EQUITY 78387P103 45 4,957 SH SOLE 1 4,957
SCANA CORP EQUITY 80589M102 8363 270,125 SH SOLE 1 270,125
SCANSOFT INC EQUITY 80603P107 92 17,671 SH SOLE 1 17,671
SCANSOURCE INC EQUITY 806037107 81 1,637 SH SOLE 1 1,637
SCANSOURCE INC COM EQUITY 806037107 3697 75000 SH SOLE 3 75000
SCHAWK, INC. EQUITY 806373106 26 2,613 SH SOLE 1 2,613
SCHEIN HENRY INC COM EQUITY 806407102 49017 1089266 SH SOLE 3 1040600 46566
SCHERING PLOUGH CORP EQUITY 806605101 4393 197,900 SH DEFINED 2 197,900
SCHERING-PLOUGH CORP. EQUITY 806605101 23548 1,060,710 SH SOLE 1 1,060,710
SCHLUMBERGER LTD F EQUITY 806857108 43 1,000 SH DEFINED 2 1,000
SCHLUMBERGER, LTD. EQUITY 806857108 13510 320,970 SH SOLE 1 320,970
SCHNITZER STL INDS EQUITY 806882106 28 1,386 SH SOLE 1 1,386
SCHOLASTIC CORP. EQUITY 807066105 1888 52,529 SH SOLE 1 52,529
SCHOOL SPECIALTY, INC. EQUITY 807863105 100 5,015 SH SOLE 1 5,015
SCHULMAN, A. INC. EQUITY 808194104 969 52,069 SH SOLE 1 52,069
SCHWAB CHARLES CORP EQUITY 808513105 12130 1,118,000 SH DEFINED 2 1,118,000
SCHWEITZER-MAUDUIT INC. EQUITY 808541106 124 5,054 SH SOLE 1 5,054
SCIENTIFIC GAMES CORP A EQUITY 80874P109 84 11,638 SH SOLE 1 11,638
SCIENTIFIC-ATLANTA, INC. EQUITY 808655104 1061 89,426 SH SOLE 1 89,426
SCIOS INC EQUITY 808905103 1629 50,000 SH DEFINED 2 50,000
SCIOS NOVA INC. EQUITY 808905103 512 15,708 SH SOLE 1 15,708
SCM MICROSYSTEMS, INC. EQUITY 784018103 22 5,291 SH SOLE 1 5,291
SCOTTS CO. EQUITY 810186106 14 279 SH SOLE 1 279
SCP POOL CORPORATION EQUITY 784028102 201 6,886 SH SOLE 1 6,886
SCRIPPS CO EQUITY 811054204 31 397 SH SOLE 1 397
SCS TRANSPORTATION INC EQUITY 81111T102 49 4,921 SH SOLE 1 4,921
SEABOARD CORP. EQUITY 811543107 30 124 SH SOLE 1 124
SEACHANGE INTERNATIONAL, INC. EQUITY 811699107 46 7,526 SH SOLE 1 7,526
SEACOAST BANKING CORP FL EQUITY 811707306 67 3,533 SH SOLE 1 3,533
SEACOAST FINANCIAL SERVICES CO EQUITY 81170Q106 165 8,233 SH SOLE 1 8,233
SEACOR SMIT, INC. EQUITY 811904101 262 5,886 SH SOLE 1 5,886
SEALED AIR CORP EQUITY 81211K100 1383 37,083 SH SOLE 1 37,083
SEARS ROEBUCK & CO EQUITY 812387108 4027 168,158 SH SOLE 1 168,158
SEATTLE GENETICS INC WA EQUITY 812578102 19 6,099 SH SOLE 1 6,099
SECOND BANCORP, INC. EQUITY 813114105 76 2,872 SH SOLE 1 2,872
SECURE COMPUTING CORP EQUITY 813705100 64 9,947 SH SOLE 1 9,947
SEEBEYOND TECHNOLOGY CORP. EQUITY 815704101 43 17,728 SH SOLE 1 17,728
SEI INVESTMENTS CO. EQUITY 784117103 3866 142,223 SH SOLE 1 142,223
SELECT MEDICAL CORP EQUITY 816196109 80 5,954 SH SOLE 1 5,954
SELECTIVE INSURANCE GROUP, INC EQUITY 816300107 221 8,767 SH SOLE 1 8,767
SEMCO ENERGY, INC. EQUITY 78412D109 38 6,252 SH SOLE 1 6,252
SEMINIS INC EQUITY 816658108 14 4,689 SH SOLE 1 4,689
SEMITOOL, INC. EQUITY 816909105 34 5,444 SH SOLE 1 5,444
SEMPRA ENERGY EQUITY 816851109 4774 166,490 SH SOLE 1 166,490
SEMTECH CORP. EQUITY 816850101 1081 98,832 SH SOLE 1 98,832
SENIOR HOUSING PROP TRUST EQUITY 81721M109 164 15,430 SH SOLE 1 15,430
SENIOR HOUSING PROP TRUST EQUITY 81721M109 8963 844800 SH SOLE 3 741104 103696
SENSIENT TECHNOLOGIES CORP. EQUITY 81725T100 1750 77,883 SH SOLE 1 77,883
SEPRACOR, INC. EQUITY 817315104 1311 135,584 SH SOLE 1 135,584
SEQUA CORP CLASS A EQUITY 817320104 623 15,939 SH SOLE 1 15,939
SEQUENOM, INC. EQUITY 817337108 23 12,731 SH SOLE 1 12,731
SERENA SOFTWARE, INC. EQUITY 817492101 93 5,899 SH SOLE 1 5,899
SEROLOGICALS CORP. EQUITY 817523103 81 7,329 SH SOLE 1 7,329
SERVICE CORP INTERNATIONAL EQUITY 817565104 331 99,755 SH SOLE 1 99,755
SERVICEMASTER COMPAN EQUITY 81760N109 49 4,387 SH SOLE 1 4,387
SHARPER IMAGE CORP EQUITY 820013100 42 2,394 SH SOLE 1 2,394
SHAW GROUP INC EQUITY 820280105 10 598 SH SOLE 1 598
SHENANDOAH TELECOMMUNI EQUITY 82312B106 54 1,111 SH SOLE 1 1,111
SHERWIN WILLIAMS CO EQUITY 824348106 10020 354,676 SH DEFINED 2 354,676
SHERWIN-WILLIAMS CO. EQUITY 824348106 1866 66,057 SH SOLE 1 66,057
SHOE CARNIVAL INC EQUITY 824889109 34 2,436 SH SOLE 1 2,436
SHOPKO STORES, INC. EQUITY 824911101 121 9,753 SH SOLE 1 9,753
SHUFFLE MASTER, INC. EQUITY 825549108 115 6,039 SH SOLE 1 6,039
SHURGARD STORAGE CENTERS, INC. CLASS EQUITY 82567D104 359 11,448 SH SOLE 1 11,448
SICOR INC EQUITY 825846108 2488 156,949 SH SOLE 1 156,949
SIEBEL SYS INC EQUITY 826170102 1352 180,700 SH DEFINED 2 180,700
SIEBEL SYSTEMS, INC. EQUITY 826170102 1731 233,948 SH SOLE 1 233,948
SIERRA HEALTH SERVICES, INC. EQUITY 826322109 99 8,250 SH SOLE 1 8,250
SIERRA PACIFIC RESOURCES EQUITY 826428104 1109 170,670 SH SOLE 1 170,670
SIGMA ALDRICH CORP. EQUITY 826552101 1669 34,276 SH SOLE 1 34,276
SIGNAL TECHNOLOGY CORP COM EQUITY 826675100 5061 469500 SH SOLE 3 469500
SILGAN HOLDINGS, INC. EQUITY 827048109 86 3,479 SH SOLE 1 3,479
SILICON GRAPHICS, INC. EQUITY 827056102 73 64,332 SH SOLE 1 64,332
SILICON IMAGE INC EQUITY 82705T102 118 19,683 SH SOLE 1 19,683
SILICON LABORATORIES COM EQUITY 826919102 11439 599548 SH SOLE 3 589648 9900
SILICON LABORATORIES INC EQUITY 826919102 170 8,922 SH SOLE 1 8,922
SILICON STORAGE TECHNOLOGY EQUITY 827057100 106 26,263 SH SOLE 1 26,263
SILICON VALLEY BANCSHARES EQUITY 827064106 1052 57,618 SH SOLE 1 57,618
SILICONIX, INC. EQUITY 827079203 46 1,981 SH SOLE 1 1,981
SIMMONS FIRST NATIONAL CORP. EQUITY 828730200 88 2,402 SH SOLE 1 2,402
SIMON PPTY GROUP EQUITY 828806109 32162 944000 SH SOLE 3 792819 151181
SIMON PROPERTY GROUP INC EQUITY 828806109 2809 82,436 SH SOLE 1 82,436
SIMPLETECH INC EQUITY 828823104 7 2,434 SH SOLE 1 2,434
SIMPSON MANUFACTURING CO. EQUITY 829073105 163 4,958 SH SOLE 1 4,958
SINCLAIR BROADCAST GROUP, INC. EQUITY 829226109 121 10,441 SH SOLE 1 10,441
SIPEX CORP. EQUITY 829909100 32 8,630 SH SOLE 1 8,630
SIRIUS SATELLITE RADIO INC. EQUITY 82966U103 15 23,417 SH SOLE 1 23,417
SITEL CORP. EQUITY 82980K107 23 19,205 SH SOLE 1 19,205
SIX FLAGS, INC EQUITY 83001P109 711 124,558 SH SOLE 1 124,558
SIZELER PPTY INVS INC EQUITY 830137105 36 3,913 SH SOLE 1 3,913
SKECHERS USA INC. CL-A EQUITY 830566105 44 5,241 SH SOLE 1 5,241
SKY FINANCIAL GROUP EQUITY 83080P103 22 1,088 SH SOLE 1 1,088
SKYLINE CORP. EQUITY 830830105 62 2,086 SH SOLE 1 2,086
SKYWEST INC EQUITY 830879102 10 745 SH SOLE 1 745
SKYWEST INC EQUITY 830879102 358 27,400 SH DEFINED 2 27,400
SKYWORKS SOLUTIONS INC EQUITY 83088M102 395 45,846 SH SOLE 1 45,846
SL GREEN REALTY CORP. EQUITY 78440X101 282 8,939 SH SOLE 1 8,939
SL GREEN RLTY CORP COM EQUITY 78440X101 10494 332100 SH SOLE 3 269341 62759
SLM CORP EQUITY 78442P106 6823 65,690 SH SOLE 1 65,690
SLM CORP EQUITY 78442P106 26765 257,700 SH DEFINED 2 257,700
SMART & FINAL, INC., EQUITY 831683107 21 4,010 SH SOLE 1 4,010
SMARTFORCE PLC-SPONSORED ADR EQUITY 83170A206 1 SH SOLE 1 1
SMITH A O CORP EQUITY 831865209 6156 227,900 SH DEFINED 2 227,900
SMITH INTERNATIONAL, INC. EQUITY 832110100 4455 136,582 SH SOLE 1 136,582
SMITH INTL INC EQUITY 832110100 23317 714,800 SH DEFINED 2 714,800
SMITH, A.O. CORP. EQUITY 831865209 152 5,641 SH SOLE 1 5,641
SMITHFIELD FOODS INC EQUITY 832248108 2923 147,312 SH SOLE 1 147,312
SMURFIT-STONE CONTAINER CORP. EQUITY 832727101 26426 1,717,050 SH SOLE 1 1,717,050
SNAP-ON, INC. EQUITY 833034101 728 25,892 SH SOLE 1 25,892
Sociedad Quimica y Minera Chile - ADR EQUITY 833635105 595 27,400 SH SOLE 1 27,400
SOLA INTERNATIONAL, INC. EQUITY 834092108 96 7,387 SH SOLE 1 7,387
SOLECTRON CORP. EQUITY 834182107 1297 365,303 SH SOLE 1 365,303
SOLUTIA, INC. EQUITY 834376105 636 175,083 SH SOLE 1 175,083
SOMERA COMMUNICATIONS INC EQUITY 834458101 29 10,653 SH SOLE 1 10,653
SONIC AUTOMOTIVE INC EQUITY 83545G102 6 370 SH SOLE 1 370
SONIC CORP. EQUITY 835451105 253 12,338 SH SOLE 1 12,338
SONIC INNOVATIONS INC EQUITY 83545M109 14 3,685 SH SOLE 1 3,685
SONICBLUE INC EQUITY 83546Q109 13 29,108 SH SOLE 1 29,108
SONICWALL INC EQUITY 835470105 63 17,339 SH SOLE 1 17,339
SONOCO PRODUCTS CO. EQUITY 835495102 2981 130,005 SH SOLE 1 130,005
SONOSIGHT, INC. EQUITY 83568G104 63 4,785 SH SOLE 1 4,785
SONUS NETWORKS INC EQUITY 835916107 61 61,385 SH SOLE 1 61,385
SOTHEBY'S HOLDINGS, INC. CLASS A EQUITY 835898107 874 97,134 SH SOLE 1 97,134
SOUNDVIEW TECHNOLOGY GROUP EQUITY 83611Q109 38 25,187 SH SOLE 1 25,187
SOURCECORP EQUITY 836167106 96 5,168 SH SOLE 1 5,168
SOUTH FINANCIAL GROUP INC. EQUITY 837841105 282 13,671 SH SOLE 1 13,671
SOUTH JERSEY INDUSTRIES, INC. EQUITY 838518108 134 4,069 SH SOLE 1 4,069
SOUTHERN CO EQUITY 842587107 30178 1,062,980 SH SOLE 1 1,062,980
SOUTHERN CO EQUITY 842587107 1221 43,000 SH DEFINED 2 43,000
SOUTHERN PERU COPPER CORP. EQUITY 843611104 69 4,788 SH SOLE 1 4,788
SOUTHERN UNION CO. EQUITY 844030106 227 13,762 SH SOLE 1 13,762
SOUTHTRUST CORP EQUITY 844730101 457 18,400 SH DEFINED 2 18,400
SOUTHTRUST CORP. EQUITY 844730101 3816 153,546 SH SOLE 1 153,546
SOUTHWEST AIRLINES CO. EQUITY 844741108 4610 331,660 SH SOLE 1 331,660
SOUTHWEST BANCORP INC EQUITY 844767103 45 1,737 SH SOLE 1 1,737
SOUTHWEST BANCORPORATION OF TX EQUITY 84476R109 276 9,590 SH SOLE 1 9,590
SOUTHWEST GAS CORP EQUITY 844895102 262 11,164 SH SOLE 1 11,164
SOUTHWEST WTR CO EQUITY 845331107 44 3,302 SH SOLE 1 3,302
SOUTHWESTERN ENERGY CO. EQUITY 845467109 100 8,691 SH SOLE 1 8,691
SOVEREIGN BANCORP, INC. EQUITY 845905108 4940 351,588 SH SOLE 1 351,588
SOVRAN SELF STORAGE, INC. EQUITY 84610H108 1489 52,519 SH SOLE 1 52,519
SPANISH BROADCASTING SYS, INC. CLASS EQUITY 846425882 88 12,246 SH SOLE 1 12,246
SPARTAN MTRS INC EQUITY 846819100 35 3,060 SH SOLE 1 3,060
SPARTECH CORP. EQUITY 847220209 103 4,996 SH SOLE 1 4,996
SPECTRALINK CORP EQUITY 847580107 41 5,692 SH SOLE 1 5,692
SPEECHWORKS INTERNATIONAL EQUITY 84764M101 24 8,756 SH SOLE 1 8,756
SPEEDWAY MOTORSPORTS EQUITY 847788106 119 4,627 SH SOLE 1 4,627
SPHERION CORPORATION EQUITY 848420105 134 19,976 SH SOLE 1 19,976
SPINNAKER EXPLORATION CO EQUITY 84855W109 174 7,913 SH SOLE 1 7,913
SPORTS AUTH INC EQUITY 849176102 78 11,113 SH SOLE 1 11,113
SPORTS RESORTS INTL INC EQUITY 84918U108 49 8,284 SH SOLE 1 8,284
SPRINT CORP. FON GROUP EQUITY 852061100 5547 383,050 SH SOLE 1 383,050
SPRINT CORP. PCS GROUP EQUITY 852061506 1930 440,536 SH SOLE 1 440,536
SPS TECHNOLOGIES, INC. EQUITY 784626103 99 4,178 SH SOLE 1 4,178
SPSS, INC. EQUITY 78462K102 56 4,038 SH SOLE 1 4,038
SPX CORP. EQUITY 784635104 26214 699,970 SH SOLE 1 699,970
SRA INTERNATIONAL CL A EQUITY 78464R105 46 1,708 SH SOLE 1 1,708
SS&C TECHNOLOGIES INC EQUITY 85227Q100 28 2,668 SH SOLE 1 2,668
ST FRANCIS CAPITAL CORP. EQUITY 789374105 57 2,452 SH SOLE 1 2,452
ST JUDE MEDICAL, INC. EQUITY 790849103 4497 113,214 SH SOLE 1 113,214
ST PAUL COS INC EQUITY 792860108 2315 68,000 SH DEFINED 2 68,000
ST. MARY LAND & EXPLORATION EQUITY 792228108 236 9,444 SH SOLE 1 9,444
ST. PAUL COMPANIES, INC. EQUITY 792860108 4375 128,474 SH SOLE 1 128,474
STAGE STORES INC EQUITY 85254C305 143 6,777 SH SOLE 1 6,777
STAMPS.COM INC EQUITY 852857101 56 11,893 SH SOLE 1 11,893
STANCORP FINANCIAL GROUP, INC. EQUITY 852891100 1931 39,529 SH SOLE 1 39,529
STANDARD & POOR'S DEPOSITARY SPDR EQUITY 78462F103 4189 47,480 SH SOLE 1 47,480
STANDARD COML CORP. COM EQUITY 853258101 69 3,809 SH SOLE 1 3,809
STANDARD MICROSYSTEMS CORP. EQUITY 853626109 96 4,908 SH SOLE 1 4,908
STANDARD MOTOR PRODUCTS, INC. EQUITY 853666105 30 2,346 SH SOLE 1 2,346
STANDARD PACIFIC CORP. EQUITY 85375C101 270 10,912 SH SOLE 1 10,912
STANDARD REGISTER CO. EQUITY 853887107 106 5,887 SH SOLE 1 5,887
STANDEX INTERNATIONAL CORP. EQUITY 854231107 88 3,677 SH SOLE 1 3,677
STANLEY FURNITURE CO INC EQUITY 854305208 40 1,738 SH SOLE 1 1,738
STANLEY WORKS EQUITY 854616109 1342 38,795 SH SOLE 1 38,795
STAPLES, INC. EQUITY 855030102 4913 268,464 SH SOLE 1 268,464
STARBUCKS CORP. EQUITY 855244109 5098 250,127 SH SOLE 1 250,127
STARRETT L S CO EQUITY 855668109 37 2,207 SH SOLE 1 2,207
STARTEK INC EQUITY 85569C107 97 3,522 SH SOLE 1 3,522
STARWOOD HOTELS & RESORTS WW EQUITY 85590A203 2812 118,448 SH SOLE 1 118,448
STATE AUTO FINANCIAL CORP. EQUITY 855707105 67 4,305 SH SOLE 1 4,305
STATE BANCORP INC EQUITY 855716106 45 2,488 SH SOLE 1 2,488
STATE STREET CORP. EQUITY 857477103 7268 186,350 SH SOLE 1 186,350
STATEN ISLAND BANCORP, INC. EQUITY 857550107 377 18,725 SH SOLE 1 18,725
STATION CASINOS, INC. EQUITY 857689103 207 11,702 SH SOLE 1 11,702
STEEL DYNAMICS, INC. EQUITY 858119100 130 10,826 SH SOLE 1 10,826
STEELCASE INC-CL A EQUITY 858155203 5 435 SH SOLE 1 435
STEIN MART, INC. EQUITY 858375108 45 7,419 SH SOLE 1 7,419
STEINWAY MUSICAL INSTRUMENTS EQUITY 858495104 28844 1,772,840 SH SOLE 1 1,772,840
STEPAN CO. EQUITY 858586100 53 2,138 SH SOLE 1 2,138
STERICYCLE INC EQUITY 858912108 2105 65,000 SH DEFINED 2 65,000
STERICYCLE INC COM EQUITY 858912108 32371 999756 SH SOLE 3 970704 29052
STERICYCLE, INC. EQUITY 858912108 369 11,400 SH SOLE 1 11,400
STERIS CORP COM EQUITY 859152100 2264 93,349 SH SOLE 1 93,349
STERLING BANCORP EQUITY 859158107 93 3,549 SH SOLE 1 3,549
STERLING BANCSHARES, INC. EQUITY 858907108 158 12,936 SH SOLE 1 12,936
STERLING FINANCIAL CORP EQUITY 859317109 135 5,726 SH SOLE 1 5,726
STERLING FINL CORP WAS EQUITY 859319105 74 3,953 SH SOLE 1 3,953
STEVEN MADDEN, LTD. EQUITY 556269108 57 3,132 SH SOLE 1 3,132
STEWART & STEVENSON SERVICES EQUITY 860342104 137 9,664 SH SOLE 1 9,664
STEWART ENTERPRISES, INC. EQUITY 860370105 182 32,730 SH SOLE 1 32,730
STEWART INFORMATION SERVICES COM EQUITY 860372101 123 5,744 SH SOLE 1 5,744
STILLWATER MINING CO. EQUITY 86074Q102 78 14,642 SH SOLE 1 14,642
STILLWELL FINANCIAL INC EQUITY 860831106 1357 103,863 SH SOLE 1 103,863
STONE ENERGY CORP. EQUITY 861642106 242 7,244 SH SOLE 1 7,244
STONERIDGE, INC. EQUITY 86183P102 52 4,363 SH SOLE 1 4,363
STORAGE TECHNOLOGY CORP. EQUITY 862111200 3070 143,322 SH SOLE 1 143,322
STORAGENETWORKS INC EQUITY 86211E103 26 22,420 SH SOLE 1 22,420
STRATEX NETWORKS INC EQUITY 86279T109 62 27,988 SH SOLE 1 27,988
STRATOS LIGHTWAVE INC EQUITY 863100202 11 2,471 SH SOLE 1 2,471
STRATTEC SEC CORP EQUITY 863111100 58 1,207 SH SOLE 1 1,207
STRAYER ED INC COM EQUITY 863236105 4703 81800 SH SOLE 3 81800
STRAYER EDUCATION, INC EQUITY 863236105 143 2,495 SH SOLE 1 2,495
STRIDE RITE CORP. EQUITY 863314100 97 13,485 SH SOLE 1 13,485
STRYKER CORP COM EQUITY 863667101 1678 25000 SH SOLE 3 25000
STRYKER CORP. EQUITY 863667101 5845 87,084 SH SOLE 1 87,084
STUDENT LOAN CORP. EQUITY 863902102 6 58 SH SOLE 1 58
STURM, RUGER & CO., INC. EQUITY 864159108 63 6,608 SH SOLE 1 6,608
SUBURBAN PROPANE PARTNERS LP EQUITY 864482104 142 5,000 SH SOLE 1 5,000
SUFFOLK BANCORP EQUITY 864739107 126 3,987 SH SOLE 1 3,987
SUMMIT AMERICA TELEVISION INC EQUITY 86600T109 32 11,960 SH SOLE 1 11,960
SUMMIT BANCSHARES INC EQUITY 866011109 35 1,779 SH SOLE 1 1,779
SUMMIT PROPERTIES, INC. EQUITY 866239106 1714 96,281 SH SOLE 1 96,281
SUN BANCORP INC EQUITY 86663B102 59 3,835 SH SOLE 1 3,835
SUN COMMUNITIES, INC. EQUITY 866674104 1212 33,132 SH SOLE 1 33,132
SUN MICROSYSTEMS, INC. EQUITY 866810104 4971 1,598,452 SH SOLE 1 1,598,452
SUNCOR ENERGY INC COM EQUITY 867229106 14840 947028 SH SOLE 3 793100 146428
SUNGARD DATA SYSTEMS, INC. EQUITY 867363103 3935 167,008 SH SOLE 1 167,008
SUNOCO, INC. EQUITY 86764P109 1118 33,710 SH SOLE 1 33,710
SUNRISE ASSISTED LIVING, INC. EQUITY 86768K106 151 6,050 SH SOLE 1 6,050
SUNTRON CORP EQUITY 86789P100 4 850 SH SOLE 1 850
SUNTRUST BANKS, INC. EQUITY 867914103 9236 162,271 SH SOLE 1 162,271
SUPERGEN, INC. EQUITY 868059106 36 9,960 SH SOLE 1 9,960
SUPERIOR ENERGY SERVICES, INC. EQUITY 868157108 135 16,502 SH SOLE 1 16,502
SUPERIOR FINANCIAL CORP EQUITY 868161100 43 2,361 SH SOLE 1 2,361
SUPERIOR INDS INTL INC COM EQUITY 868168105 33671 814084 SH SOLE 3 789196 24888
SUPERIOR INDUSTRIES INTL, INC. EQUITY 868168105 1825 44,128 SH SOLE 1 44,128
SUPERTEX INC EQUITY 868532102 52 3,519 SH SOLE 1 3,519
SUPERVALU, INC. EQUITY 868536103 1295 78,453 SH SOLE 1 78,453
SUREBEAM CORP CL A EQUITY 86866R102 21 5,217 SH SOLE 1 5,217
SUREWEST COMMUNICATION EQUITY 868733106 168 4,511 SH SOLE 1 4,511
SURMODICS INC EQUITY 868873100 130 4,530 SH SOLE 1 4,530
SUSQUEHANNA BANCSHARES, INC. EQUITY 869099101 279 13,368 SH SOLE 1 13,368
SWIFT ENERGY CO. EQUITY 870738101 76 7,824 SH SOLE 1 7,824
SWIFT TRANSN CO COM EQUITY 870756103 34617 1729300 SH SOLE 3 1653800 71400
SWIFT TRANSPORTATION CO., INC. EQUITY 870756103 2247 112,264 SH SOLE 1 112,264
SWS GROUP INC EQUITY 78503N107 62 4,592 SH SOLE 1 4,592
SYBASE, INC. EQUITY 871130100 2126 158,668 SH SOLE 1 158,668
SYBRON DENTAL SPECIALTIES INC. EQUITY 871142105 191 12,878 SH SOLE 1 12,878
SYCAMORE NETWORKS, INC EQUITY 871206108 156 53,987 SH SOLE 1 53,987
SYKES ENTERPRISES, INC. EQUITY 871237103 203 62,028 SH SOLE 1 62,028
SYLVAN LEARNING SYSTEMS, INC. EQUITY 871399101 1057 64,451 SH SOLE 1 64,451
SYMANTEC CORP. EQUITY 871503108 8955 221,061 SH SOLE 1 221,061
SYMBOL TECHNOLOGIES, INC. EQUITY 871508107 838 101,946 SH SOLE 1 101,946
SYMX TECHNOLOGIES INC. EQUITY 87155S108 98 7,779 SH SOLE 1 7,779
SYNAPTICS INC EQUITY 87157D109 13 1,697 SH SOLE 1 1,697
SYNCOR INTERNATIONAL EQUITY 87157J106 2518 90,822 SH SOLE 1 90,822
SYNOPSYS INC. EQUITY 871607107 4811 104,250 SH SOLE 1 104,250
SYNOVUS FINANCIAL CORP. EQUITY 87161C105 2991 154,183 SH SOLE 1 154,183
SYNPLICITY INC EQUITY 87160Y108 12 3,244 SH SOLE 1 3,244
SYNTEL, INC. EQUITY 87162H103 40 1,896 SH SOLE 1 1,896
SYNTROLEUM CORPORATION EQUITY 871630109 12 6,660 SH SOLE 1 6,660
SYPRIS SOLUTIONS INC EQUITY 871655106 17 1,687 SH SOLE 1 1,687
SYSCO CORP. EQUITY 871829107 8417 282,550 SH SOLE 1 282,550
SYSTEMS & COMPUTER TECHNOLOGY EQUITY 871873105 90 10,519 SH SOLE 1 10,519
T ROWE PRICE GROUP INC. EQUITY 74144T108 1849 67,794 SH SOLE 1 67,794
TAIWAN FUND EQUITY 874036106 614 69,750 SH SOLE 1 69,750
TAIWAN SEMICONDUCTOR-SP ADR EQUITY 874039100 1942 275,470 SH SOLE 1 275,470
TAKE-TWO INTERACTIVE SOFTWARE EQUITY 874054109 301 12,819 SH SOLE 1 12,819
TALBOTS INC EQUITY 874161102 10 349 SH SOLE 1 349
TALBOTS INC EQUITY 874161102 1533 55,700 SH DEFINED 2 55,700
TALK AMERICA HOLDINGS INC EQUITY 87426R202 44 7,790 SH SOLE 1 7,790
TALX CORP EQUITY 874918105 54 4,181 SH SOLE 1 4,181
TANGER FACTORY OUTLET CTRS EQUITY 875465106 255 8,217 SH SOLE 1 8,217
TANOX INC EQUITY 87588Q109 74 8,146 SH SOLE 1 8,146
TANOX INC EQUITY 87588Q109 453 50,000 SH DEFINED 2 50,000
TARGET CORP EQUITY 87612E106 5597 186,550 SH DEFINED 2 186,550
TARGET CORPORATION EQUITY 87612E106 13628 454,270 SH SOLE 1 454,270
TARO PHARMACEUTICALS INDUS EQUITY M8737E108 238 6,340 SH SOLE 1 6,340
TASTY BAKING CO EQUITY 876553306 24 2,740 SH SOLE 1 2,740
TAUBMAN CENTERS, INC. EQUITY 876664103 158 9,739 SH SOLE 1 9,739
TBC CORP. EQUITY 872180104 69 5,744 SH SOLE 1 5,744
TCF FINANCIAL CORP. EQUITY 872275102 4359 99,762 SH SOLE 1 99,762
TECH DATA CORP. EQUITY 878237106 2047 75,925 SH SOLE 1 75,925
TECHE CORP. EQUITY 878377100 403 14,114 SH SOLE 1 14,114
TECHNE CORP COM EQUITY 878377100 39856 1395118 SH SOLE 3 1329000 63818
TECHNICAL OLYMPIC USA INC EQUITY 878483106 5 317 SH SOLE 1 317
TECHNITROL, INC. EQUITY 878555101 220 13,604 SH SOLE 1 13,604
Technology Select Sector (SPDR) EQUITY 81369Y803 592 40,000 SH DEFINED 4 40,000
TECO ENERGY, INC. EQUITY 872375100 15982 1,033,072 SH SOLE 1 1,033,072
TECUMSEH PRODUCTS CO. CLASS A EQUITY 878895200 1312 29,728 SH SOLE 1 29,728
TEJON RANCH CO. EQUITY 879080109 70 2,368 SH SOLE 1 2,368
TEKELEC EQUITY 879101103 165 15,750 SH SOLE 1 15,750
TEKTRONIX, INC. EQUITY 879131100 699 38,409 SH SOLE 1 38,409
Telebras - Spons ADR Pfd Block EQUITY 879287308 349 5,500 SH SOLE 1 5,500
TELEDYNE TECHOLOGIES INC EQUITY 879360105 161 10,293 SH SOLE 1 10,293
TELEFLEX INC. EQUITY 879369106 2269 52,896 SH SOLE 1 52,896
TELEFONICA S.A. SPON ADR EQUITY 879382208 3 102 SH SOLE 1 102
TELEFONOS DE MEXICO CL L-TELMEX EQUITY 879403780 7662 213,420 SH SOLE 1 213,420
TELEKOMUNIKASI INDONESIA - SP ADR EQUITY 715684106 928 109,250 SH SOLE 1 109,250
TELEPHONE AND DATA SYSTEMS EQUITY 879433100 3708 78,855 SH SOLE 1 78,855
TELETECH HOLDINGS EQUITY 879939106 96 13,226 SH SOLE 1 13,226
TELIK INC EQUITY 87959M109 102 8,745 SH SOLE 1 8,745
TELIK INC EQUITY 87959M109 583 50,000 SH DEFINED 2 50,000
TELLABS, INC. EQUITY 879664100 1389 191,005 SH SOLE 1 191,005
TELLIUM INC EQUITY 87967E107 17 26,477 SH SOLE 1 26,477
TEMPLE-INLAND INC. EQUITY 879868107 1063 23,719 SH SOLE 1 23,719
TENET HEALTHCARE CORP EQUITY 88033G100 2624 160,000 SH DEFINED 2 160,000
Tenet Healthcare Corp EQUITY 88033G100 738 45,000 SH DEFINED 4 45,000
TENET HEALTHCARE CORP. EQUITY 88033G100 3425 208,850 SH SOLE 1 208,850
TENNANT CO. EQUITY 880345103 99 3,050 SH SOLE 1 3,050
TENNECO AUTOMOTIVE INC EQUITY 880349105 52 12,824 SH SOLE 1 12,824
TERADYNE, INC. EQUITY 880770102 1146 88,099 SH SOLE 1 88,099
TERAYON COMMUNICATION EQUITY 880775101 45 22,078 SH SOLE 1 22,078
TEREX CORP. EQUITY 880779103 164 14,747 SH SOLE 1 14,747
TERRA INDUSTRIES, INC. EQUITY 880915103 20 13,219 SH SOLE 1 13,219
TESORO PETROLEUM CORP. EQUITY 881609101 99 21,935 SH SOLE 1 21,935
TETRA TECH, INC. EQUITY 88162G103 207 16,988 SH SOLE 1 16,988
TETRA TECHNOLOGIES, INC. EQUITY 88162F105 95 4,468 SH SOLE 1 4,468
TEVA PHARMACEUTICAL ADR EQUITY 881624209 1355 35,090 SH SOLE 1 35,090
TEVA PHARMACEUTICAL INDS L EQUITY 881624209 15039 389,500 SH DEFINED 2 389,500
TEXAS BIOTECH CORP EQUITY 88221T104 21 14,861 SH SOLE 1 14,861
TEXAS INDUSTRIES, INC. EQUITY 882491103 173 7,122 SH SOLE 1 7,122
TEXAS INSTRS INC EQUITY 882508104 9799 652,850 SH DEFINED 2 652,850
TEXAS INSTRUMENTS, INC. EQUITY 882508104 27359 1,822,750 SH SOLE 1 1,822,750
TEXAS REGIONAL BANCSHARES, INC CLASS EQUITY 882673106 267 7,508 SH SOLE 1 7,508
TEXTRON FINANACIAL CORP EQUITY 883203101 2604 60,570 SH SOLE 1 60,570
TEXTRON INC EQUITY 883203101 12442 289,412 SH DEFINED 2 289,412
THE ADVISORY BOARD COMPANY EQUITY 00762W107 4712 157600 SH SOLE 3 157600
THE GENLYTE GROUP, INC. EQUITY 372302109 128 4,104 SH SOLE 1 4,104
THE ST JOE COMPANY EQUITY 790148100 12 407 SH SOLE 1 407
THE STEAK N SHAKE COMPANY EQUITY 857873103 77 7,695 SH SOLE 1 7,695
THE TITAN CORPORATION EQUITY 888266103 1091 104,903 SH SOLE 1 104,903
THE YANKEE CANDLE CO. EQUITY 984757104 147 9,184 SH SOLE 1 9,184
THERAGENICS CORP. EQUITY 883375107 41 10,104 SH SOLE 1 10,104
THERASENSE INC EQUITY 883381105 63 7,523 SH SOLE 1 7,523
THERMA-WAVE INC. EQUITY 88343A108 9 8,375 SH SOLE 1 8,375
THERMO ELECTRON CORP. EQUITY 883556102 1678 83,387 SH SOLE 1 83,387
THOMAS & BETTS CORP. EQUITY 884315102 670 39,646 SH SOLE 1 39,646
THOMAS INDUSTRIES, INC. EQUITY 884425109 128 4,907 SH SOLE 1 4,907
THOMAS NELSON EQUITY 640376109 27 2,717 SH SOLE 1 2,717
THOR INDUSTRIES, INC. EQUITY 885160101 179 5,194 SH SOLE 1 5,194
THORATEC LABORATORIES CORP. EQUITY 885175307 127 16,682 SH SOLE 1 16,682
THORNBURG MORTGAGE INC. EQUITY 885218107 6775 337,048 SH SOLE 1 337,048
THQ INC EQUITY 872443403 177 13,363 SH SOLE 1 13,363
THREE-FIVE SYS INC COM EQUITY 88554L108 47 7,302 SH SOLE 1 7,302
TIBCO SOFTWARE INC EQUITY 88632Q103 168 27,219 SH SOLE 1 27,219
TICKETMASTER ONLINE-CITY B EQUITY 88633P203 10 449 SH SOLE 1 449
TIDEWATER INC EQUITY 886423102 4444 142,900 SH DEFINED 2 142,900
TIDEWATER, INC. EQUITY 886423102 3906 125,582 SH SOLE 1 125,582
TIER TECHNOLOGIES INC EQUITY 88650Q100 78 4,904 SH SOLE 1 4,904
TIFFANY & CO. EQUITY 886547108 1582 66,180 SH SOLE 1 66,180
TIMBERLAND COMPANY EQUITY 887100105 1757 49,350 SH SOLE 1 49,350
TIME WARNER TELECOM EQUITY 887319101 31 14,462 SH SOLE 1 14,462
TIMKEN CO. EQUITY 887389104 14 751 SH SOLE 1 751
TIVO INC EQUITY 888706108 150 28,783 SH SOLE 1 28,783
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TMP WORLDWIDE INC. EQUITY 872941109 602 53,250 SH SOLE 1 53,250
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TOLL BROTHERS, INC. EQUITY 889478103 13 652 SH SOLE 1 652
TOLLGRADE COMMUNICATIONS INC EQUITY 889542106 51 4,317 SH SOLE 1 4,317
TOMPKINS TRUSTCO INC EQUITY 890110109 111 2,519 SH SOLE 1 2,519
TOO INC EQUITY 890333107 271 11,507 SH SOLE 1 11,507
TOO INC EQUITY 890333107 3330 141,600 SH DEFINED 2 141,600
TOOTSIE ROLL INDUSTRIES, INC. EQUITY 890516107 2118 69,043 SH SOLE 1 69,043
TOPPS CO. INC. EQUITY 890786106 110 12,595 SH SOLE 1 12,595
TORCHMARK CORP. EQUITY 891027104 1918 52,507 SH SOLE 1 52,507
TORO CO. EQUITY 891092108 268 4,188 SH SOLE 1 4,188
TOTAL SYSTEM SERVICE EQUITY 891906109 99 7,299 SH SOLE 1 7,299
TOUCH AMERICA HOLDINGS INC EQUITY 891539108 14 35,221 SH SOLE 1 35,221
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TRACTOR SUPPLY CO EQUITY 892356106 174 4,640 SH SOLE 1 4,640
TRAMMELL CROW CO. EQUITY 89288R106 90 9,988 SH SOLE 1 9,988
TRANS WORLD ENTERTAINMENT CORP EQUITY 89336Q100 20 5,637 SH SOLE 1 5,637
TRANSACTION SYSTEMS ARCHITECTS CLASS EQUITY 893416107 376 57,878 SH SOLE 1 57,878
TRANSATLANTIC HOLDINGS INC EQUITY 893521104 2085984 31,274,130 SH SOLE 1 31,274,130
TRANSATLANTIC HOLDINGS INC EQUITY 893521104 20 304 SH SOLE 1 304
TRANSCONTINENTAL RLTY EQUITY 893617209 17 969 SH SOLE 1 969
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TRANSOCEAN INC EQUITY G90078109 3208 138,260 SH SOLE 1 138,260
TRAVELERS PPTY CASUALTY CLASS A EQUITY 89420G109 5 311 SH DEFINED 2 311
TRAVELERS PPTY CASUALTY CLASS B EQUITY 89420G406 10 640 SH DEFINED 2 640
TRAVELERS PROPERTY CASUALTY EQUITY 89420G406 6296 429,750 SH SOLE 1 429,750
TRC COS INC EQUITY 872625108 39 2,957 SH SOLE 1 2,957
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TRIARC COMPANIES INC. CLASS A EQUITY 895927101 118 4,509 SH SOLE 1 4,509
Tribune Co EQUITY 896047107 682 15,000 SH DEFINED 4 15,000
TRIBUNE CO. EQUITY 896047107 5933 130,500 SH SOLE 1 130,500
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TRIKON TECHNOLOGIES INC EQUITY 896187408 17 3,496 SH SOLE 1 3,496
TRIMBLE NAVIGATION LTD. EQUITY 896239100 107 8,542 SH SOLE 1 8,542
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TRIPATH IMAGIN INC EQUITY 896942109 20 7,471 SH SOLE 1 7,471
TRIPOS INC EQUITY 896928108 18 2,481 SH SOLE 1 2,481
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TRIZEC PROPERTIES INC EQUITY 89687P107 12 1,311 SH SOLE 1 1,311
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TROPICAL SPORTSWEAR INT'L EQUITY 89708P102 16 1,774 SH SOLE 1 1,774
TROY FINANCIAL CORP EQUITY 897329108 77 2,849 SH SOLE 1 2,849
TRUST CO. OF NEW JERSEY EQUITY 898304100 176 6,308 SH SOLE 1 6,308
TRUSTCO BANK CORP. NY EQUITY 898349105 264 24,531 SH SOLE 1 24,531
TRUSTMARK CORP. EQUITY 898402102 473 19,880 SH SOLE 1 19,880
TTM TECHONOLOGIES EQUITY 87305R109 17 5,220 SH SOLE 1 5,220
TUESDAY MORNING CORPORATION EQUITY 899035505 48 2,807 SH SOLE 1 2,807
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TUPPERWARE CORP. EQUITY 899896104 641 42,533 SH SOLE 1 42,533
TURNSTONE SYSTEMS INC EQUITY 900423104 32 11,931 SH SOLE 1 11,931
TWEETER HOME ENTERTAINMENT EQUITY 901167106 38 6,550 SH SOLE 1 6,550
TXU CORP EQUITY 873168108 2577 137,960 SH SOLE 1 137,960
TYCO INTERNATIONAL, LTD. EQUITY 902124106 27045 1,583,438 SH SOLE 1 1,583,438
TYLER TECHNOLOGIES INC EQUITY 902252105 46 10,935 SH SOLE 1 10,935
TYSON FOODS, INC. CLASS A EQUITY 902494103 5307 472,973 SH SOLE 1 472,973
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UNION PACIFIC CORP. EQUITY 907818108 6491 108,420 SH SOLE 1 108,420
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UNITED COMMUNITY FINANCIAL CO EQUITY 909839102 92 10,613 SH SOLE 1 10,613
UNITED DEFENSE INDS IN EQUITY 91018B104 167 7,162 SH SOLE 1 7,162
UNITED DOMINION REALTY TRUST EQUITY 910197102 26 1,563 SH SOLE 1 1,563
UNITED DOMINION RLTYTR COM EQUITY 910197102 12676 774800 SH SOLE 3 681768 93032
UNITED FIRE & CASUALTY CO. EQUITY 910331107 82 2,444 SH SOLE 1 2,444
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WATSON WYATT & CO HOLDINGS EQUITY 942712100 148 6,816 SH SOLE 1 6,816
WATTS INDUSTRIES, INC., CLASS A EQUITY 942749102 83 5,304 SH SOLE 1 5,304
WAUSAU-MOSINEE PAPER CORP. EQUITY 943315101 908 80,897 SH SOLE 1 80,897
WAYPOINT FINANCIAL CORP. EQUITY 946756103 229 12,866 SH SOLE 1 12,866
WCI COMMUNITIES INC EQUITY 92923C104 24 2,349 SH SOLE 1 2,349
WD-40 CO. EQUITY 929236107 143 5,418 SH SOLE 1 5,418
WEATHERFORD INTL LTD EQUITY G95089101 3539 88,640 SH DEFINED 2 88,640
WEATHERFORD INTL LTD COM EQUITY G95089101 19378 485300 SH SOLE 3 419900 61000
WEATHERFORDNINTL LTD EQUITY G95089101 13502 338,150 SH SOLE 1 338,150
WEBEX COMMUNICATIONS INC (USD) EQUITY 94767L109 118 7,863 SH SOLE 1 7,863
WEBMD CORPORATION EQUITY 94769M105 34 4,020 SH SOLE 1 4,020
WEBMETHODS INC EQUITY 94768C108 126 15,308 SH SOLE 1 15,308
WEBSENSE INC EQUITY 947684106 12735 596175 SH SOLE 3 590875 5300
WEBSENSE INC EQUITY 947684106 153 7,151 SH SOLE 1 7,151
WEBSTER FINANCIAL CORP. EQUITY 947890109 2153 61,867 SH SOLE 1 61,867
WEIGHT WATCHERS INTL COM EQUITY 948626106 32502 707034 SH SOLE 3 605500 96634
WEIGHT WATCHERS INTL INC EQUITY 948626106 16 339 SH SOLE 1 339
WEIGHT WATCHERS INTL INC N EQUITY 948626106 10532 229,100 SH DEFINED 2 229,100
WEINGARTEN REALTY INVESTORS EQUITY 948741103 24 660 SH SOLE 1 660
WEINGARTEN RLTY INVS SH BEN IN EQUITY 948741103 4832 131100 SH SOLE 3 106800 24300
WEIS MARKETS INC EQUITY 948849104 116 3,744 SH SOLE 1 3,744
WELLCHOICE INC EQUITY 949475107 599 25,000 SH DEFINED 2 25,000
WELLMAN, INC. EQUITY 949702104 146 10,816 SH SOLE 1 10,816
WELLPOINT HEALTH NETWORKS INC. EQUITY 94973H108 4677 65,725 SH SOLE 1 65,725
WELLS FARGO + CO NEW EQUITY 949746101 23538 502,200 SH DEFINED 2 502,200
WELLS FARGO CO. EQUITY 949746101 35973 767,500 SH SOLE 1 767,500
WELLSFORD REAL PROPERTIES EQUITY 950240200 28 1,802 SH SOLE 1 1,802
WENDY'S INTERNATIONAL, INC. EQUITY 950590109 1383 51,084 SH SOLE 1 51,084
WENDYS INTL INC EQUITY 950590109 4364 161,200 SH DEFINED 2 161,200
WERNER ENTERPRISES INC COM EQUITY 950755108 41178 1912600 SH SOLE 3 1839100 69800
WERNER ENTERPRISES, INC. EQUITY 950755108 281 13,054 SH SOLE 1 13,054
WESBANCO, INC. EQUITY 950810101 169 7,235 SH SOLE 1 7,235
WESCO FINANCIAL CORP EQUITY 950817106 8 26 SH SOLE 1 26
WESCO INTERNATIONAL, INC. EQUITY 95082P105 26 4,804 SH SOLE 1 4,804
WEST COAST BANCORP EQUITY 952145100 81 5,337 SH SOLE 1 5,337
WEST CORPORATION EQUITY 952355105 4 253 SH SOLE 1 253
WEST MARINE INC EQUITY 954235107 48 3,514 SH SOLE 1 3,514
WEST PHARMACEUTICAL SERVICES EQUITY 955306105 109 4,447 SH SOLE 1 4,447
WESTAMERICA BANCORPORATION EQUITY 957090103 603 15,000 SH DEFINED 2 15,000
WESTAMERICA BANKCORPORATION EQUITY 957090103 2453 61,040 SH SOLE 1 61,040
WESTAR ENERGY EQUITY 95709T100 1130 114,188 SH SOLE 1 114,188
WESTCORP EQUITY 957907108 84 3,992 SH SOLE 1 3,992
WESTERN DIGITIAL CORP. EQUITY 958102105 417 65,219 SH SOLE 1 65,219
WESTERN GAS RESOURCES, INC. EQUITY 958259103 1857 50,398 SH SOLE 1 50,398
WESTERN WIRELESS CORP. CLASS A EQUITY 95988E204 96 18,103 SH SOLE 1 18,103
WESTFIELD FINANCIAL IN EQUITY 96008D101 26 1,686 SH SOLE 1 1,686
WESTPOINT STEVENS INC. CLASS A EQUITY 961238102 7 11,826 SH SOLE 1 11,826
WESTPORT RESOURSES EQUITY 961418100 113 5,434 SH SOLE 1 5,434
WESTWOOD ONE INC EQUITY 961815107 4005 107,200 SH DEFINED 2 107,200
WESTWOOD ONE INC COM EQUITY 961815107 26867 719149 SH SOLE 3 616300 97849
WESTWOOD ONE, INC. EQUITY 961815107 5318 142,344 SH SOLE 1 142,344
WET SEAL, INC. EQUITY 961840105 93 8,663 SH SOLE 1 8,663
WEYERHAEUSER CO. EQUITY 962166104 4690 95,300 SH SOLE 1 95,300
WFS FINANCIAL, INC. EQUITY 92923B106 49 2,340 SH SOLE 1 2,340
WGL HOLDINGS INC. EQUITY 92924F106 1942 81,191 SH SOLE 1 81,191
W-H ENERGY SERVICES INC EQUITY 92925E108 115 7,864 SH SOLE 1 7,864
WHIRLPOOL CORP. EQUITY 963320106 1573 30,119 SH SOLE 1 30,119
WHITE ELECTR DESIGNS C EQUITY 963801105 45 5,940 SH SOLE 1 5,940
WHITEHALL JEWELLERS IN EQUITY 965063100 36 3,803 SH SOLE 1 3,803
WHITNEY HOLDING CORP. EQUITY 966612103 19 576 SH SOLE 1 576
WHOLE FOODS MARKET I EQUITY 966837106 4183 79,321 SH SOLE 1 79,321
WILD OATS MARKETS, INC. EQUITY 96808B107 67 6,532 SH SOLE 1 6,532
WILLIAMS COMPANIES, INC. EQUITY 969457100 616 228,137 SH SOLE 1 228,137
WILLIAMS SONOMA INC EQUITY 969904101 3027 111,500 SH DEFINED 2 111,500
WILLIAMS SONOMA INC COM EQUITY 969904101 82179 3026865 SH SOLE 3 2860941 159124
WILLIAMS-SONOMA, INC. EQUITY 969904101 4225 155,614 SH SOLE 1 155,614
WILLOW GROVE BANCORP I EQUITY 97111W101 23 1,642 SH SOLE 1 1,642
WILMINGTON TRUST CORP EQUITY 971807102 2796 88,255 SH SOLE 1 88,255
WILSON GREATBATCH TECH INC EQUITY 972232102 2809 96200 SH SOLE 3 96200
WILSON GREATBATCH TECHNOLOGIES EQUITY 972232102 207 7,105 SH SOLE 1 7,105
WILSONS THE LEATHER EXPERTS EQUITY 972463103 23 4,539 SH SOLE 1 4,539
WIMM-BILL-DANN FOODS ADR EQUITY 97263M109 2359 131,400 SH SOLE 1 131,400
WIND RIVER SYSTEMS INC. EQUITY 973149107 527 128,551 SH SOLE 1 128,551
WINN-DIXIE STORES, INC. EQUITY 974280109 1004 65,686 SH SOLE 1 65,686
WINNEBAGO INDUSTRIES, INC. EQUITY 974637100 160 4,085 SH SOLE 1 4,085
WINSTON HOTELS INC EQUITY 97563A102 45 5,727 SH SOLE 1 5,727
WINTRUST FINANCIAL CORP EQUITY 97650W108 156 4,981 SH SOLE 1 4,981
WIRELESS FACILITIES INC. EQUITY 97653A103 47 7,861 SH SOLE 1 7,861
WISCONSIN ENERGY CORP. EQUITY 976657106 3921 155,578 SH SOLE 1 155,578
WITNESS SYSTEMS INC EQUITY 977424100 16 4,648 SH SOLE 1 4,648
WM. WRIGLEY JR. CO. EQUITY 982526105 5287 96,340 SH SOLE 1 96,340
WMS INDUSTRIES INC. EQUITY 929297109 111 7,435 SH SOLE 1 7,435
WOLVERINE WORLD WIDE, INC. EQUITY 978097103 213 14,110 SH SOLE 1 14,110
WOMEN FIRST HEALTHCARE EQUITY 978150100 24 5,266 SH SOLE 1 5,266
WOODHEAD INDS INC COM EQUITY 979438108 40 3,552 SH SOLE 1 3,552
WOODWARD GOVERNOR CO. EQUITY 980745103 131 3,002 SH SOLE 1 3,002
WORLD ACCEPTANCE CORP. EQUITY 981419104 30 3,910 SH SOLE 1 3,910
WORLD FUEL SVCS CORP EQUITY 981475106 62 3,000 SH SOLE 1 3,000
WORLD WRESTLING ENTMNT EQUITY 98156Q108 27 3,378 SH SOLE 1 3,378
WORTHINGTON INDS IN EQUITY 981811102 1698 111,400 SH DEFINED 2 111,400
WORTHINGTON INDUSTRIES, INC. EQUITY 981811102 907 59,509 SH SOLE 1 59,509
WPS RESOURCES CORP. EQUITY 92931B106 2063 53,152 SH SOLE 1 53,152
WRIGHT MED GROUP INC EQUITY 98235T107 93 5,301 SH SOLE 1 5,301
WSFS FINANCIAL CORP EQUITY 929328102 88 2,665 SH SOLE 1 2,665
WYETH EQUITY 983024100 45493 1,216,380 SH SOLE 1 1,216,380
WYETH EQUITY 983024100 9842 263,168 SH DEFINED 2 263,168
WYNDHAM INTERNATIONAL, INC. EQUITY 983101106 58 250,842 SH SOLE 1 250,842
XCEL STATES POWER-MINES EQUITY 98389B100 3164 287,646 SH SOLE 1 287,646
XEROX CORP. EQUITY 984121103 2619 325,287 SH SOLE 1 325,287
XICOR INC EQUITY 984903104 26 7,086 SH SOLE 1 7,086
XILINX INC EQUITY 983919101 15202 737,950 SH DEFINED 2 737,950
XILINX, INC. EQUITY 983919101 3313 160,820 SH SOLE 1 160,820
XL CAPITAL LTD EQUITY G98255105 4496 58,200 SH SOLE 1 58,200
XM SATTELLITE RADIO HOLDINGS EQUITY 983759101 50 18,403 SH SOLE 1 18,403
X-RITE, INC. EQUITY 983857103 43 6,092 SH SOLE 1 6,092
XTO ENERGY INC EQUITY 98385X106 4206 170,280 SH SOLE 1 170,280
YAHOO INC EQUITY 984332106 17038 1,042,100 SH DEFINED 2 1,042,100
YAHOO!, INC. EQUITY 984332106 4390 268,507 SH SOLE 1 268,507
YANKEE CANDLE INC EQUITY 984757104 2240 140,000 SH DEFINED 2 140,000
YARDVILLE NATL BANCORP EQUITY 985021104 34 1,998 SH SOLE 1 1,998
YELLOW CORP. EQUITY 985509108 248 9,843 SH SOLE 1 9,843
YORK INTERNATIONAL CORP. EQUITY 986670107 1357 53,070 SH SOLE 1 53,070
YOUNG BROADCASTING, INC. CLASS A EQUITY 987434107 62 4,713 SH SOLE 1 4,713
YOUNG INNOVATIONS INC EQUITY 987520103 34 1,477 SH SOLE 1 1,477
YPF S.A.-Sponsored ADR EQUITY 984245100 265 9,000 SH SOLE 1 9,000
Yum Brands Inc EQUITY 988498101 1284 53,000 SH DEFINED 4 53,000
YUM! BRANDS INC EQUITY 988498101 3743 154,560 SH SOLE 1 154,560
ZALE CORP. EQUITY 988858106 14 446 SH SOLE 1 446
ZEBRA TECHNOLOGIES CORP. CLASS A EQUITY 989207105 18 321 SH SOLE 1 321
ZENITH NATIONAL INSURANCE CORP EQUITY 989390109 182 7,752 SH SOLE 1 7,752
ZIMMER HLDGS INC COM EQUITY 98956P102 13685 329600 SH SOLE 3 283400 43100
ZIMMER HOLDINGS INC EQUITY 98956P102 3585 86,352 SH SOLE 1 86,352
ZIONS BANCORPORATION EQUITY 989701107 2659 67,578 SH SOLE 1 67,578
ZOLL MEDICAL CORP. EQUITY 989922109 101 2,830 SH SOLE 1 2,830
ZOMAX INCORPORATED EQUITY 989929104 42 9,971 SH SOLE 1 9,971
ZORAN CORP. EQUITY 98975F101 129 9,156 SH SOLE 1 9,156
ZYGO CORP. EQUITY 989855101 37 5,277 SH SOLE 1 5,277
ZYMOGENETICS INC EQUITY 98985T109 33 3,383 SH SOLE 1 3,383