UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F
FORM 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: March 31, 2005
Check here if Amendment [ ]; Amendment Number:
This Amendment (Check only one.): [ ] is a restatement.
[ ] adds new holdings entries
Institutional Investment Manager Filing this Report:
Name: AMERICAN INTERNATIONAL GROUP, INC.
Address: 70 Pine Street
New York, New York 10270
Form 13F File Number: 28-219
The Institutional Investment Manager filing this report and the person by whom
it is signed represent that the person signing the report is authorized to
submit it, that all information contained herein is true, correct and complete,
and that it is understood that all required items, statements, schedules,
lists, and tables, are considered integral parts of this form.
Person Signing this Report on Behalf of Reporting Manager:
Name: Win J. Neuger
Title: Executive Vice President and Chief Investment Officer
Phone: (212) 770-7000
Signature, Place, and Date of Signing:
/s/ Win J. Neuger New York, New York May 13, 2005
------------------------------- ------------------------ -----------------
(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: 3,936
Form 13F Information Table Value Total: $17,790,181 (thousands)
List of Other Included Managers:
Provide a numbered list of the name(s) and Form 13F file number(s) of all
institutional investment managers with respect to which this report is filed,
other than the manager filing this report.
No. Form 13F File Number Name
-- -------------------- -------------------------------------------
1 28-4637 AIG GLOBAL INVESTMENT CORP.
2 28-2725 AIG SUNAMERICA ASSET MANAGEMENT CORP.
3 28-3463 JOHN MCSTAY INVESTMENT COUNSEL, L.P.
4 28-5794 HSB GROUP, INC.
NAME OF ISSUER TITLE OF CUSIP VALUE SHARES/ SH/ PUT/ INVESTMENT OTHER (A) (B) (C)
CLASS NUMBER (X1000) PRINCIPAL PN CALL DISCRETION MGRS SOLE SHARED NONE
----------- ---------- --- ---- ---------- ----- ----------- --------- -----
1-800 CONTACTS INC EQUITY 681977104 94 4,527 SH SOLE 1 4,527
1-800-FLOWERS.COM INC EQUITY 68243Q106 105 13,817 SH SOLE 1 13,817
1ST SOURCE CORP. EQUITY 336901103 157 7,342 SH SOLE 1 7,342
21ST CENTURY INSURANCE COMPANY EQUITY 90130N103 193 13,800 SH SOLE 1 13,800
21ST CENTURY INSURANCE COMPANY EQUITY 90130N103 745566 53,445,620 SH SOLE 1 53,445,620
24/7 REAL MEDIA INC EQUITY 901314203 58 17,712 SH SOLE 1 17,712
3COM CORP. EQUITY 885535104 2449 687,987 SH SOLE 1 687,987
3M EQUITY 88579Y101 2828 33,000 SH SOLE 4 33,000
3M CO EQUITY 88579Y101 79 919 SH DEFINED 2 919
3M CO EQUITY 88579Y101 47364 552,737 SH SOLE 1 552,737
4KIDS ENTERTAINMENT INC EQUITY 350865101 191 8,626 SH SOLE 1 8,626
7-ELEVEN INC. EQUITY 817826209 15 618 SH SOLE 1 618
99 CENTS ONLY STORES EQUITY 65440K106 1790 135,939 SH SOLE 1 135,939
A C MOORE ARTS & CRAFT EQUITY 00086T103 228 8,570 SH SOLE 1 8,570
A.G. EDWARDS, INC. EQUITY 281760108 6161 137,525 SH SOLE 1 137,525
A.S.V. INC EQUITY 001963107 193 4,866 SH SOLE 1 4,866
AAMES INVESTMENT CORP EQUITY 00253G108 187 22,768 SH SOLE 1 22,768
AAON INC EQUITY 000360206 90 5,439 SH SOLE 1 5,439
AAR CORP. EQUITY 000361105 273 20,105 SH SOLE 1 20,105
AARON RENTS INC COM EQUITY 002535201 3 141777 SH SOLE 3 134727 7050
AARON RENTS, INC. EQUITY 002535201 473 23,653 SH SOLE 1 23,653
ABAXIS INC EQUITY 002567105 96 10,894 SH SOLE 1 10,894
ABBEY NATIONAL PLC CorpBond 002920809 41227 1,579,700 SH SOLE 1 1,580
Abbey National PLC 7.375% EQUITY 002920809 1258 50,000 SH SOLE 4 50,000
ABBOTT LABORATORIES EQUITY 002824100 32152 689,663 SH SOLE 1 689,663
Abbott Labs EQUITY 002824100 1632 35,000 SH SOLE 4 35,000
ABBOTT LABS EQUITY 002824100 12251 262,791 SH DEFINED 2 262,791
ABBOTT LABS EQUITY 002824100 13852 297,116 SH DEFINED 2 297,116
ABC BANCORP EQUITY 000400101 123 7,307 SH SOLE 1 7,307
ABERCROMBIE & FITCH CO CL A EQUITY 002896207 1 17100 SH SOLE 3 16600 500
ABERCROMBIE AND FITCH CO. EQUITY 002896207 9010 157,416 SH SOLE 1 157,416
ABGENIX INC EQUITY 00339B107 700 100,000 SH DEFINED 2 100,000
ABGENIX, INC. EQUITY 00339B107 355 50,680 SH SOLE 1 50,680
ABIOMED, INC. EQUITY 003654100 101 9,500 SH SOLE 1 9,500
ABLE LABORATORIES INC EQUITY 00371N407 262 11,168 SH SOLE 1 11,168
ABM INDUSTRIES, INC. EQUITY 000957100 450 23,415 SH SOLE 1 23,415
ACADIA REALTY TRUST EQUITY 004239109 297 18,464 SH SOLE 1 18,464
ACCELRYS INC EQUITY 00430U103 98 16,460 SH SOLE 1 16,460
Accenture Ltd Class A USD 0.00002 EQUITY G1150G111 16067 665,316 SH SOLE 1 665,316
ACCREDITED HOME LENDERS EQUITY 00437P107 369 10,193 SH SOLE 1 10,193
ACCREDO HEALTH INC. EQUITY 00437V104 52 1,174 SH SOLE 1 1,174
ACE CASH EXPRESS INC EQUITY 004403101 128 5,620 SH SOLE 1 5,620
ACE LTD EQUITY G0070K103 14 349 SH DEFINED 2 349
ACE LTD EQUITY G0070K103 5065 122,739 SH SOLE 1 122,739
ACETO CORP EQUITY 004446100 111 14,922 SH SOLE 1 14,922
ACTEL CORP. EQUITY 004934105 247 16,052 SH SOLE 1 16,052
ACTION PERFORMANCE CO., INC. EQUITY 004933107 128 9,649 SH SOLE 1 9,649
ACTIVCARD CORP EQUITY 00506J107 167 26,318 SH SOLE 1 26,318
ACTIVISION, INC. EQUITY 004930202 5074 342,840 SH SOLE 1 342,840
ACTUANT CORP EQUITY 00508X203 667 14,845 SH SOLE 1 14,845
ACTUATE CORP. EQUITY 00508B102 77 32,248 SH SOLE 1 32,248
ACUITY BRANDS INC EQUITY 00508Y102 717 26,553 SH SOLE 1 26,553
ACXIOM CORP. EQUITY 005125109 3237 154,644 SH SOLE 1 154,644
ADAPTEC, INC. EQUITY 00651F108 325 67,783 SH SOLE 1 67,783
ADC TELECOMMUNICATIONS INC EQUITY 000886101 2 979 SH DEFINED 2 979
ADC TELECOMMUNICATIONS, INC EQUITY 000886101 736 369,746 SH SOLE 1 369,746
ADE CORP. EQUITY 00089C107 131 5,897 SH SOLE 1 5,897
ADESA INC EQUITY 00686U104 3873 165,803 SH SOLE 1 165,803
ADMINISTAFF, INC. EQUITY 007094105 197 13,485 SH SOLE 1 13,485
ADOBE SYS INC EQUITY 00724F101 7347 109,384 SH DEFINED 2 109,384
ADOBE SYSTEMS INC. EQUITY 00724F101 19988 297,571 SH SOLE 1 297,571
ADOLOR CORPORATION EQUITY 00724X102 240 24,202 SH SOLE 1 24,202
ADTRAN, INC. EQUITY 00738A106 2183 123,740 SH SOLE 1 123,740
Advance Auto Parts EQUITY 00751Y106 1009 20,000 SH SOLE 4 20,000
ADVANCE AUTO PARTS EQUITY 00751Y106 22103 438,111 SH SOLE 1 438,111
ADVANCED DIGITAL INFO CORP. EQUITY 007525108 326 40,020 SH SOLE 1 40,020
ADVANCED ENERGY INDUSTRIES EQUITY 007973100 128 13,208 SH SOLE 1 13,208
ADVANCED MARKETING SERV. INC. EQUITY 00753T105 53 8,878 SH SOLE 1 8,878
ADVANCED MICRO DEVICES COM EQUITY 007903107 1 52200 SH SOLE 3 49900 2300
ADVANCED MICRO DEVICES INC EQUITY 007903107 8 469 SH DEFINED 2 469
ADVANCED MICRO DEVICES, INC. EQUITY 007903107 2881 178,735 SH SOLE 1 178,735
ADVANCED NEUROMODULATION S EQUITY 00757T101 3370 125,700 SH DEFINED 2 125,700
ADVANCES NEUROMODULATIONS SYS EQUITY 00757T101 336 12,524 SH SOLE 1 12,524
ADVANCIS PHARMACEUTICAL EQUITY 00764L109 22 5,886 SH SOLE 1 5,886
ADVANTA CORP [B] EQUITY 007942204 282 12,248 SH SOLE 1 12,248
ADVENT SOFTWARE, INC. EQUITY 007974108 1188 65,321 SH SOLE 1 65,321
ADVISORY BRD CO EQUITY 00762W107 482 11,037 SH SOLE 1 11,037
ADVO, INC. EQUITY 007585102 709 18,919 SH SOLE 1 18,919
AEROFLEX, INC EQUITY 007768104 384 41,142 SH SOLE 1 41,142
AEROPOSTALE INC EQUITY 007865108 4381 133,766 SH SOLE 1 133,766
AES CORP EQUITY 00130H105 13 777 SH DEFINED 2 777
AES DRAX ENERGY LTD EQUITY 00130H105 8452 515,981 SH SOLE 1 515,981
AETNA INC EQUITY 00817Y108 26 346 SH DEFINED 2 346
AETNA INC-NEW EQUITY 00817Y108 33808 451,070 SH SOLE 1 451,070
AFFILIATED COMPUTER SERVICES
CLASS A EQUITY 008190100 3718 69,842 SH SOLE 1 69,842
AFFILIATED COMPUTER SVCS I EQUITY 008190100 8 156 SH DEFINED 2 156
AFFILIATED MANAGERS CORP EQUITY 008252108 8 121800 SH SOLE 3 117700 4100
AFFILIATED MANAGERS GROUP EQUITY 008252108 942 15,190 SH SOLE 1 15,190
AFFIRMATIVE INSURANCE HOLDIN EQUITY 008272106 86 5,864 SH SOLE 1 5,864
AFFORDABLE RESIDENTIAL COMMU EQUITY 008273104 229 18,091 SH SOLE 1 18,091
AFFYMETRIX INC EQUITY 00826T108 63 1,466 SH SOLE 1 1,466
AFFYMETRIX INC EQUITY 00826T108 1499 35,000 SH DEFINED 2 35,000
AFFYMETRIX INC COM EQUITY 00826T108 1 24500 SH SOLE 3 23400 1100
AFLAC INC EQUITY 001055102 22 594 SH DEFINED 2 594
AFLAC, INC. EQUITY 001055102 18005 483,230 SH SOLE 1 483,230
AFTERMARKET TECHNOLOGY EQUITY 008318107 120 7,296 SH SOLE 1 7,296
AGCO CORP. EQUITY 001084102 2980 163,284 SH SOLE 1 163,284
AGERE SYSTEMS INC-CL B W/I EQUITY 00845V209 59 41,624 SH SOLE 1 41,624
AGILE SOFTWARE CORP. EQUITY 00846X105 237 32,522 SH SOLE 1 32,522
AGILENT TECHNOLOGIES INC EQUITY 00846U101 11 512 SH DEFINED 2 512
AGILENT TECHNOLOGIES INC. EQUITY 00846U101 4139 186,462 SH SOLE 1 186,462
AGILYSYS INC EQUITY 00847J105 350 17,799 SH SOLE 1 17,799
AGL RESOURCES, INC. EQUITY 001204106 6226 178,243 SH SOLE 1 178,243
AGNICO-EAGLE MINES EQUITY 008474108 4129 283,000 SH DEFINED 1 0 283,000
AIR PRODS + CHEMS INC EQUITY 009158106 18 278 SH DEFINED 2 278
AIR PRODUCTS AND CHEMICALS INC EQUITY 009158106 6586 104,055 SH SOLE 1 104,055
AIRGAS, INC. EQUITY 009363102 3881 162,443 SH SOLE 1 162,443
AIRSPAN NETWORKS INC EQUITY 00950H102 98 19,190 SH SOLE 1 19,190
AIRTRAN HOLDINGS, INC. EQUITY 00949P108 1860 205,494 SH SOLE 1 205,494
AK STEEL CORP. EQUITY 001547108 750 67,796 SH SOLE 1 67,796
AKAMAI TECHNOLOGIES INC. EQUITY 00971T101 33 2,588 SH SOLE 1 2,588
AKSYS LTD EQUITY 010196103 16 5,024 SH SOLE 1 5,024
ALABAMA NATIONAL BANCORP EQUITY 010317105 505 8,152 SH SOLE 1 8,152
ALADDIN KNOWLEDGE SYS ORD (F) EQUITY M0392N101 10 431900 SH SOLE 3 424500 7400
ALAMOSA HOLDINGS INC EQUITY 011589108 3971 340,257 SH DEFINED 2 340,257
ALAMOSA HOLDINGS INC. EQUITY 011589108 26086 2,235,287 SH SOLE 1 2,235,287
ALASKA AIR GROUP, INC. EQUITY 011659109 1894 64,335 SH SOLE 1 64,335
ALASKA COMM. SYS. HLDGS., INC. EQUITY 01167P101 63 6,249 SH SOLE 1 6,249
ALBANY INTERNATIONAL CORP. CLASS A EQUITY 012348108 505 16,350 SH SOLE 1 16,350
ALBANY MOLECULAR EQUITY 012423109 149 14,483 SH SOLE 1 14,483
ALBEMARLE CORP. EQUITY 012653101 3701 101,782 SH SOLE 1 101,782
ALBERTO CULVER CO EQUITY 013068101 5 103 SH DEFINED 2 103
ALBERTO-CULVER CO. CLASS B EQUITY 013068101 1836 38,354 SH SOLE 1 38,354
ALBERTSONS INC EQUITY 013104104 10874 513,493 SH DEFINED 2 513,493
ALBERTSON'S, INC. EQUITY 013104104 3474 168,234 SH SOLE 1 168,234
ALCOA INC EQUITY 013817101 32 1,043 SH DEFINED 2 1,043
ALCOA, INC. EQUITY 013817101 13710 451,140 SH SOLE 1 451,140
ALDERWOODS GROUP INC EQUITY 014383103 310 24,944 SH SOLE 1 24,944
ALERIS INTERNATIONAL INC EQUITY 014477103 223 8,949 SH SOLE 1 8,949
ALEXANDER & BALDWIN, INC. EQUITY 014482103 4285 104,009 SH SOLE 1 104,009
ALEXANDER'S, INC. EQUITY 014752109 286 1,186 SH SOLE 1 1,186
ALEXANDRIA REAL ESTATE EQUITIE EQUITY 015271109 883 13,717 SH SOLE 1 13,717
ALEXION PHARMACEUTICLAS, INC. EQUITY 015351109 365 16,849 SH SOLE 1 16,849
ALFA CORP. EQUITY 015385107 297 20,587 SH SOLE 1 20,587
ALICO INC EQUITY 016230104 118 2,233 SH SOLE 1 2,233
ALIGN TECHNOLOGY INC EQUITY 016255101 203 32,453 SH SOLE 1 32,453
ALKERMES INC EQUITY 01642T108 580 55,905 SH SOLE 1 55,905
ALLEGHANY CORP EQUITY 017175100 34 121 SH SOLE 1 121
ALLEGHENY ENERGY INC EQUITY 017361106 3 166 SH DEFINED 2 166
ALLEGHENY ENERGY, INC. EQUITY 017361106 1298 62,818 SH SOLE 1 62,818
ALLEGHENY TECHNOLOGIES INC EQUITY 01741R102 3 109 SH DEFINED 2 109
ALLEGHENY TECHNOLOGIES, INC. EQUITY 01741R102 2572 106,694 SH SOLE 1 106,694
ALLERGAN INC EQUITY 018490102 10 149 SH DEFINED 2 149
ALLERGAN, INC. EQUITY 018490102 16851 242,564 SH SOLE 1 242,564
ALLETE INC. EQUITY 018522300 31 746 SH SOLE 1 746
ALLIANCE DATA SYS CORP COM EQUITY 018581108 3 82600 SH SOLE 3 81400 1200
ALLIANCE DATA SYSTEMS EQUITY 018581108 4807 118,997 SH SOLE 1 118,997
ALLIANCE GAMING CORP EQUITY 01859P609 308 32,068 SH SOLE 1 32,068
ALLIANCE IMAGING INC EQUITY 018606202 75 7,844 SH SOLE 1 7,844
ALLIANCE SEMICONDUCTOR CORP. EQUITY 01877H100 32 12,722 SH SOLE 1 12,722
ALLIANT ENERGY CORP. EQUITY 018802108 5622 209,920 SH SOLE 1 209,920
ALLIANT TECHSYSTEMS INC EQUITY 018804104 4881 68,316 SH SOLE 1 68,316
ALLIANT TECHSYSTEMS INC EQUITY 018804104 24436 342,000 SH DEFINED 2 342,000
ALLIED CAPITAL CORP EQUITY 01903Q108 85 3,261 SH SOLE 1 3,261
ALLIED WASTE INDUSTRIES IN EQUITY 019589308 2 332 SH DEFINED 2 332
ALLIED WASTE INDUSTRIES, INC. EQUITY 019589308 908 124,196 SH SOLE 1 124,196
ALLMERICA FINANCIAL CORP EQUITY 019754100 3467 96,447 SH SOLE 1 96,447
ALLOS THERAPEUTICS INC EQUITY 019777101 17 8,294 SH SOLE 1 8,294
ALLOY ONLINE, INC EQUITY 019855105 121 20,530 SH SOLE 1 20,530
ALLSCRIPTS HEALTHCARE SOLUTION EQUITY 01988P108 244 17,062 SH SOLE 1 17,062
ALLSTATE CORP EQUITY 020002101 5812 107,508 SH DEFINED 2 107,508
ALLSTATE CORP. EQUITY 020002101 28223 522,061 SH SOLE 1 522,061
ALLTEL CORP EQUITY 020039103 20 365 SH DEFINED 2 365
ALLTEL CORP. EQUITY 020039103 7408 135,065 SH SOLE 1 135,065
ALPHARMA INC. CLASS A EQUITY 020813101 302 24,494 SH SOLE 1 24,494
ALTERA CORP EQUITY 021441100 9 453 SH DEFINED 2 453
ALTERA CORP. EQUITY 021441100 4045 204,476 SH SOLE 1 204,476
ALTIRIS INC EQUITY 02148M100 309 12,961 SH SOLE 1 12,961
Altria Group Inc EQUITY 02209S103 4904 75,000 SH SOLE 4 75,000
ALTRIA GROUP INC EQUITY 02209S103 26483 405,002 SH DEFINED 2 405,002
ALTRIA GROUP INC EQUITY 02209S103 110647 1,692,112 SH SOLE 1 1,692,112
ALVARION LTD EQUITY M0861T100 3009 313,800 SH DEFINED 2 313,800
AMAZON.COM, INC. EQUITY 023135106 632 18,440 SH SOLE 1 18,440
AMB PPTY CORP EQUITY 00163T109 6410 SH SOLE 3 6410
AMB PROPERTY CORP EQUITY 00163T109 5976 158,102 SH SOLE 1 158,102
AMBAC FINANCIAL GROUP INC. EQUITY 023139108 4265 57,054 SH SOLE 1 57,054
AMBAC FINL GROUP INC EQUITY 023139108 10 134 SH DEFINED 2 134
AMBASSADORS GROUP INC EQUITY 023177108 167 4,993 SH SOLE 1 4,993
AMCOL INTERNATIONAL CORP. EQUITY 02341W103 252 13,426 SH SOLE 1 13,426
AMCORE FINANCIAL, INC. EQUITY 023912108 442 15,643 SH SOLE 1 15,643
AMDOCS LIMITED EQUITY G02602103 4598 161,910 SH SOLE 1 161,910
AMEDISYS INC EQUITY 023436108 248 8,199 SH SOLE 1 8,199
AMEDISYS INC COM EQUITY 023436108 4 147200 SH SOLE 3 147200
AMERADA HESS CORP EQUITY 023551104 10 104 SH DEFINED 2 104
AMERADA HESS CORP EQUITY 023551104 17491 181,805 SH SOLE 1 181,805
AMERCO, INC. EQUITY 023586100 269 5,803 SH SOLE 1 5,803
Ameren EQUITY 023608102 3676 75,000 SH SOLE 4 75,000
AMEREN CORP EQUITY 023608102 12 241 SH DEFINED 2 241
AMEREN CORP. EQUITY 023608102 33240 678,232 SH SOLE 1 678,232
AMERICA FIRST APARTMENT INV EQUITY 02363X104 10 820 SH SOLE 1 820
AMERICA MOVIL SA ADR EACH R EQUITY 02364W105 8703 171,990 SH SOLE 1 171,990
AMERICA SERVICE GROUP INC EQUITY 02364L109 147 6,628 SH SOLE 1 6,628
AMERICAN AXLE & MFG HOLDINGS EQUITY 024061103 25 1,016 SH SOLE 1 1,016
AMERICAN CAMPUS COMMUNITIES EQUITY 024835100 158 7,542 SH SOLE 1 7,542
AMERICAN CAP. STRATEGIES, INC. EQUITY 024937104 67 2,147 SH SOLE 1 2,147
AMERICAN EAGLE OUTFITTERS EQUITY 02553E106 7068 239,204 SH SOLE 1 239,204
AMERICAN ECOLOGY CORP COM NEW EQUITY 025533407 2 211200 SH SOLE 3 211200
AMERICAN ELEC PWR INC EQUITY 025537101 16 468 SH DEFINED 2 468
AMERICAN ELECTRIC POWER, INC. EQUITY 025537101 12248 359,588 SH SOLE 1 359,588
AMERICAN EQUITY INVT LIFE HL EQUITY 025676206 171 13,407 SH SOLE 1 13,407
AMERICAN EXPRESS CO EQUITY 025816109 18868 367,303 SH DEFINED 2 367,303
AMERICAN EXPRESS CO. EQUITY 025816109 38250 744,601 SH SOLE 1 744,601
AMERICAN FINANCIAL GROUP, INC. EQUITY 025932104 3235 105,040 SH SOLE 1 105,040
AMERICAN FINANCIAL REALTY TR EQUITY 02607P305 1126 76,963 SH SOLE 1 76,963
AMERICAN FIRST MORTGAGE INVES EQUITY 55272X102 383 50,269 SH SOLE 1 50,269
AMERICAN GREETINGS CORP. CLASS A EQUITY 026375105 4138 162,403 SH SOLE 1 162,403
AMERICAN HEALTHWAYS INC EQUITY 02649V104 596 18,036 SH SOLE 1 18,036
AMERICAN HOME MORTGAGE
INVESTMENT COR EQUITY 02660R107 5964 208,235 SH SOLE 1 208,235
AMERICAN INTL GROUP INC EQUITY 026874107 173 3,120 SH DEFINED 2 3,120
AMERICAN INTL GRP INC COM EQUITY 026874107 64151 1,157,759 SH SOLE 1 1,157,759
AMERICAN ITALIAN PASTA CO. CLASS A EQUITY 027070101 274 10,004 SH SOLE 1 10,004
AMERICAN LAND LEASE INC EQUITY 027118108 11 490 SH SOLE 1 490
AMERICAN MEDICAL SYSTEMS HOLDI EQUITY 02744M108 1379 80,278 SH SOLE 1 80,278
AMERICAN NATIONAL IN EQUITY 028591105 21 202 SH SOLE 1 202
AMERICAN PHARMACEUTICA EQUITY 02886P109 24 461 SH SOLE 1 461
AMERICAN PHYSICIANS CAPITAL IN EQUITY 028884104 182 5,305 SH SOLE 1 5,305
AMERICAN POWER CONVERSION EQUITY 029066107 2484 94,980 SH SOLE 1 94,980
AMERICAN PWR CONVERSION CO EQUITY 029066107 6 217 SH DEFINED 2 217
AMERICAN SCIENCE &ENGR COM EQUITY 029429107 4 94800 SH SOLE 3 94800
AMERICAN STANDARD COMPANIES EQUITY 029712106 3811 82,001 SH SOLE 1 82,001
AMERICAN STATES WATER CO. EQUITY 029899101 263 10,395 SH SOLE 1 10,395
AMERICAN STD COS INC DEL EQUITY 029712106 10 222 SH DEFINED 2 222
AMERICAN SUPERCONDUCTOR CORP EQUITY 030111108 152 15,209 SH SOLE 1 15,209
AMERICAN TOWER CORP EQUITY 029912201 37376 3,050,242 SH SOLE 1 2,050,342
AMERICAN VANGUARD CORP EQUITY 030371108 140 3,119 SH SOLE 1 3,119
AMERICAN WEST HOLDINGS CORP.
CLASS B EQUITY 023657208 119 21,900 SH SOLE 1 21,900
AMERICAN WOODMARK CORP. EQUITY 030506109 242 6,676 SH SOLE 1 6,676
AMERICANWEST BANCORPORATION EQUITY 03058P109 123 6,366 SH SOLE 1 6,366
AMERICA'S CAR-MART INC EQUITY 03062T105 123 3,502 SH SOLE 1 3,502
AMERICREDIT CORP. EQUITY 03060R101 6441 274,791 SH SOLE 1 274,791
AMERIGROUP CORP EQUITY 03073T102 1128 30,864 SH SOLE 1 30,864
AMERIGROUP CORP COM EQUITY 03073T102 2 41700 SH SOLE 3 39800 1900
AMERISOURCEBERGEN CO EQUITY 03073E105 2911 50,814 SH SOLE 1 50,814
AMERISOURCEBERGEN CORP EQUITY 03073E105 8 141 SH DEFINED 2 141
AMERISTAR CASINOS EQUITY 03070Q101 389 7,111 SH SOLE 1 7,111
AMERITRADE HLDG CORP COM EQUITY 03074K100 1 75400 SH SOLE 3 72000 3400
AMERITRADE HLDG CORP NEW EQUITY 03074K100 5117 501,200 SH DEFINED 2 501,200
AMERITRADE HOLDING CORP - CL A EQUITY 03074K100 58 5,726 SH SOLE 1 5,726
AMERN EAGLE OUTFIT NEW COM EQUITY 02553E106 2 61800 SH SOLE 3 60800 1000
AMERON, INC. EQUITY 030710107 184 5,123 SH SOLE 1 5,123
AMERUS GROUP CO. EQUITY 03072M108 4480 94,823 SH SOLE 1 94,823
AMETEK INC NEW EQUITY 031100100 22383 556,100 SH DEFINED 2 556,100
AMETEK, INC. EQUITY 031100100 5021 124,755 SH SOLE 1 124,755
AMGEN INC EQUITY 031162100 19669 337,901 SH DEFINED 2 337,901
AMGEN, INC. EQUITY 031162100 81407 1,398,503 SH SOLE 1 1,398,503
AMIS HOLDINGS INC EQUITY 031538101 220 19,457 SH SOLE 1 19,457
AMKOR TECHNOLOGY, INC EQUITY 031652100 9 2,355 SH SOLE 1 2,355
AMLI RESIDENTIAL PROPERTIES EQUITY 001735109 481 17,549 SH SOLE 1 17,549
AMN HEALTHCARE SERVICE EQUITY 001744101 114 7,152 SH SOLE 1 7,152
AMPHENOL CORP. CLASS A EQUITY 032095101 5902 159,342 SH SOLE 1 159,342
AMR CORP. EQUITY 001765106 168 15,659 SH SOLE 1 15,659
Amsouth Bancorp EQUITY 032165102 1817 70,000 SH SOLE 4 70,000
AMSOUTH BANCORPORATION EQUITY 032165102 11 434 SH DEFINED 2 434
AMSOUTH BANCORPORATION EQUITY 032165102 4212 162,326 SH SOLE 1 162,326
AMSURG CORP CL A EQUITY 03232P405 477 18,856 SH SOLE 1 18,856
AMYLIN PHARMACEUTICALS, INC. EQUITY 032346108 43 2,486 SH SOLE 1 2,486
ANADARKO PETE CORP EQUITY 032511107 22 283 SH DEFINED 2 283
ANADARKO PETROLEUM CORP. EQUITY 032511107 9506 124,913 SH SOLE 1 124,913
ANALOG DEVICES INC EQUITY 032654105 8205 227,042 SH DEFINED 2 227,042
Analog Devices USD0.167 EQUITY 032654105 8064 223,122 SH SOLE 1 223,122
ANALOGIC CORP. EQUITY 032657207 309 7,138 SH SOLE 1 7,138
ANAREN INC EQUITY 032744104 149 12,255 SH SOLE 1 12,255
ANCHOR BANCORP WISCONSIN, INC. EQUITY 032839102 345 12,272 SH SOLE 1 12,272
ANCHOR GLASS CONTAINER CORP EQUITY 03304B300 14 6,132 SH SOLE 1 6,132
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ANGELICA CORP EQUITY 034663104 156 5,573 SH SOLE 1 5,573
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ANSOFT CORP EQUITY 036384105 112 4,148 SH SOLE 1 4,148
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ANTEON INTERNATIONAL CORP EQUITY 03674E108 654 16,807 SH SOLE 1 16,807
ANTHRACITE CAPITAL INC. EQUITY 037023108 2598 233,181 SH SOLE 1 233,181
ANTIGENICS INC. EQUITY 037032109 106 15,821 SH SOLE 1 15,821
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AON CORP EQUITY 037389103 8 370 SH DEFINED 2 370
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APPLE COMPUTER, INC. EQUITY 037833100 22567 541,558 SH SOLE 1 541,558
APPLEBEES INTERNATIONAL, INC. EQUITY 037899101 4038 146,504 SH SOLE 1 146,504
APPLEBEES INTL INC EQUITY 037899101 10094 366,250 SH DEFINED 2 366,250
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APPLERA CORP APPLIED BIOSY EQUITY 038020103 5 243 SH DEFINED 2 243
APPLICA INC. EQUITY 03815A106 62 12,215 SH SOLE 1 12,215
APPLIED FILMS CORP EQUITY 038197109 213 9,198 SH SOLE 1 9,198
APPLIED INDUSTRIAL TECH., INC. EQUITY 03820C105 435 16,006 SH SOLE 1 16,006
APPLIED MATERIALS, INC. EQUITY 038222105 17023 1,047,563 SH SOLE 1 1,047,563
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APPLIED MICRO CIRCUITS CORP. EQUITY 03822W109 462 140,720 SH SOLE 1 140,720
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APRIA HEALTHCARE GROUP, INC. EQUITY 037933108 3770 117,459 SH SOLE 1 117,459
APTARGROUP, INC. EQUITY 038336103 1185 22,790 SH SOLE 1 22,790
AQUA AMERICA INC EQUITY 03836W103 4106 168,552 SH SOLE 1 168,552
AQUANTIVE INC EQUITY 03839G105 326 29,597 SH SOLE 1 29,597
AQUILA INC EQUITY 03840P102 2214 577,993 SH SOLE 1 577,993
ARACRUZ CELULOSE SA-SPON ADR EQUITY 038496204 866 24,200 SH SOLE 1 24,200
ARAID PHARAMACEUTICLAS, INC. EQUITY 04033A100 183 32,613 SH SOLE 1 32,613
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ARBITRON, INC. EQUITY 03875Q108 827 19,283 SH SOLE 1 19,283
ARBOR REALTY TRUST INC EQUITY 038923108 114 4,622 SH SOLE 1 4,622
ARCH CHEMICALS, INC. EQUITY 03937R102 413 14,517 SH SOLE 1 14,517
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ARCHER DANIELS MIDLAND CO EQUITY 039483102 18 744 SH DEFINED 2 744
ARCHER DANIELS MIDLAND CO. EQUITY 039483102 8070 328,315 SH SOLE 1 328,315
ARCHIPELAGO HOLDINGS INC EQUITY 03957A104 118 6,641 SH SOLE 1 6,641
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ARCHSTONE SMITH TR EQUITY 039583109 8 242 SH DEFINED 2 242
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ARCTIC CAT, INC. EQUITY 039670104 232 8,589 SH SOLE 1 8,589
ARDEN GROUP INC EQUITY 039762109 62 870 SH SOLE 1 870
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ARGON ST INC COM EQUITY 040149106 1 27300 SH SOLE 3 27300
ARGONAUT GROUP, INC. EQUITY 040157109 310 14,590 SH SOLE 1 14,590
ARGOSY GAMING CO. EQUITY 040228108 3538 77,042 SH SOLE 1 77,042
ARIBA INC EQUITY 04033V203 290 37,409 SH SOLE 1 37,409
ARKANSAS BEST CORP. EQUITY 040790107 519 13,735 SH SOLE 1 13,735
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ARRAY BIOPHARMA INC EQUITY 04269X105 106 15,173 SH SOLE 1 15,173
ARRIS GROUP INC EQUITY 04269Q100 375 54,229 SH SOLE 1 54,229
ARROW ELECTRONICS INC EQUITY 042735100 5309 209,419 SH SOLE 1 209,419
ARROW FINANCIAL CORP EQUITY 042744102 147 5,407 SH SOLE 1 5,407
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ARTESYN TECHNOLOGIES, INC. EQUITY 043127109 187 21,439 SH SOLE 1 21,439
ARTHROCARE CORP COM EQUITY 043136100 6 222900 SH SOLE 3 219400 3500
ARTHROCARE CORP. EQUITY 043136100 378 13,257 SH SOLE 1 13,257
ARVINMERITOR, INC EQUITY 043353101 2600 168,069 SH SOLE 1 168,069
ASBURY AUTOMOTIVE GROUP EQUITY 043436104 108 6,985 SH SOLE 1 6,985
ASCENTIAL SOFTWARE CORP EQUITY 04362P207 2623 141,567 SH SOLE 1 141,567
ASHFORD HOSPITALITY TRUST EQUITY 044103109 152 14,901 SH SOLE 1 14,901
ASHLAND INC EQUITY 044204105 5 81 SH DEFINED 2 81
ASHLAND OIL, INC. EQUITY 044204105 4545 67,363 SH SOLE 1 67,363
ASIAINFO HOLDINGS INC. EQUITY 04518A104 110 22,011 SH SOLE 1 22,011
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ASPECT COMMUNICATIONS INC. EQUITY 04523Q102 264 25,350 SH SOLE 1 25,350
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ASPECT MEDICAL SYSTEMS, INC. EQUITY 045235108 165 7,656 SH SOLE 1 7,656
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ASSET ACCEPTANCE CAPITAL EQUITY 04543P100 94 4,902 SH SOLE 1 4,902
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ASTEC INDS INC COM EQUITY 046224101 189 8,572 SH SOLE 1 8,572
ASTORIA FINANCIAL CORP. EQUITY 046265104 4709 186,118 SH SOLE 1 186,118
ASYST TECHNOLOGIES, INC. EQUITY 04648X107 140 29,284 SH SOLE 1 29,284
AT & T CORP EQUITY 001957505 26924 1,435,930 SH SOLE 1 1,435,930
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AT+T CORP EQUITY 001957505 18 950 SH DEFINED 2 950
ATARI INC EQUITY 04651M105 18 5,747 SH SOLE 1 5,747
ATHEROGENICS INC EQUITY 047439104 302 23,077 SH SOLE 1 23,077
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ATLANTIC COAST FEDERAL/WAYCR EQUITY 048425102 45 3,588 SH SOLE 1 3,588
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ATMEL CORP. EQUITY 049513104 2390 810,170 SH SOLE 1 810,170
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ATMOS ENERGY CORP. EQUITY 049560105 1288 47,707 SH SOLE 1 47,707
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AUDIOVOX COPR. EQUITY 050757103 137 10,726 SH SOLE 1 10,726
AUGUST TECHNOLOGY CORP. EQUITY 05106U105 130 11,077 SH SOLE 1 11,077
AUTHENTIDATE HOLDING CORP EQUITY 052666104 72 18,036 SH SOLE 1 18,036
AUTOBYTEL.COM INC EQUITY 05275N106 131 25,894 SH SOLE 1 25,894
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AUTOLIV, INC. EQUITY 052800109 114 2,401 SH SOLE 1 2,401
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AUTOMATIC DATA PROCESSING INC. EQUITY 053015103 23266 517,604 SH SOLE 1 517,604
AUTONATION INC EQUITY 05329W102 1932 102,007 SH SOLE 1 102,007
AUTONATION INC DEL EQUITY 05329W102 5 271 SH DEFINED 2 271
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AVALONBAY COMMUNITIE EQUITY 053484101 495 7,403 SH SOLE 1 7,403
AVANEX CORP EQUITY 05348W109 65 49,679 SH SOLE 1 49,679
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AVERY DENNISON CORP EQUITY 053611109 12467 201,301 SH DEFINED 2 201,301
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AVIALL, INC. EQUITY 05366B102 412 14,725 SH SOLE 1 14,725
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AVOCENT CORPORATION EQUITY 053893103 2309 89,986 SH SOLE 1 89,986
AVON PRODS INC EQUITY 054303102 13526 314,987 SH DEFINED 2 314,987
Avon Products Inc USD0.25 EQUITY 054303102 40269 937,798 SH SOLE 1 937,798
AVX CORP EQUITY 002444107 16 1,278 SH SOLE 1 1,278
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BANCFIRST CORP. EQUITY 05945F103 138 2,003 SH SOLE 1 2,003
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BANDAG, INC. EQUITY 059815100 1635 34,794 SH SOLE 1 34,794
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Bank America Corp EQUITY 060505104 2205 50,000 SH SOLE 4 50,000
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BANK OF AMERICA CORP EQUITY 060505104 129718 2,941,443 SH SOLE 1 2,941,443
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BOB EVANS FARMS, INC. EQUITY 096761101 1992 84,957 SH SOLE 1 84,957
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BOYKIN LODGING CO. EQUITY 103430104 13 1,360 SH SOLE 1 1,360
BRADLEY PHARMACEUTICAL EQUITY 104576103 81 8,437 SH SOLE 1 8,437
BRADY CORP. EQUITY 104674106 734 22,684 SH SOLE 1 22,684
BRANDYWINE REALTY TRUST EQUITY 105368203 8521 300,022 SH SOLE 1 300,022
BRASKEM SA-SPON ADR EQUITY 105532105 2516 62,118 SH SOLE 1 62,118
BRAZIL TELECOM PART SA -ADR EQUITY 105530109 1799 55,100 SH SOLE 1 55,100
BRE PROPERTIES, INC., CLASS A EQUITY 05564E106 183 5,179 SH SOLE 1 5,179
BRIGGS & STRATTON CORP. EQUITY 109043109 46 1,256 SH SOLE 1 1,256
BRIGHAM EXPLORATION CO EQUITY 109178103 135 14,666 SH SOLE 1 14,666
BRIGHT HORIZON FAMILY COM EQUITY 109195107 6 170000 SH SOLE 3 168200 1800
BRIGHT HORIZONS FAM. SOLUTIONS EQUITY 109195107 556 16,466 SH SOLE 1 16,466
BRIGHTPOINT INC EQUITY 109473405 210 11,188 SH SOLE 1 11,188
BRINKER INTERNATIONAL, INC. EQUITY 109641100 5777 159,488 SH SOLE 1 159,488
BRINKER INTL INC EQUITY 109641100 2 43300 SH SOLE 3 41300 2000
BRINK'S CO/THE EQUITY 109696104 3546 102,478 SH SOLE 1 102,478
BRISTOL MYERS SQUIBB CO EQUITY 110122108 12185 478,580 SH DEFINED 2 478,580
BRISTOL MYERS SQUIBB CO. EQUITY 110122108 21468 843,210 SH SOLE 1 843,210
BRISTOL WEST HOLDINGS INC EQUITY 11037M105 146 9,433 SH SOLE 1 9,433
BROADCOM CORP EQUITY 111320107 10 344 SH DEFINED 2 344
BROADCOM CORP CL A EQUITY 111320107 1 28000 SH SOLE 3 26700 1300
BROADCOM CORP. EQUITY 111320107 7954 265,828 SH SOLE 1 265,828
BROADWING CORP EQUITY 11161E101 126 30,351 SH SOLE 1 30,351
BROCADE COMMUNICATION EQUITY 111621108 956 161,509 SH SOLE 1 161,509
BROOKFIELD HOMES CORP EQUITY 112723101 393 9,303 SH SOLE 1 9,303
BROOKLINE BANCORP INC EQUITY 11373M107 548 36,805 SH SOLE 1 36,805
BROOKS AUTOMATION INC EQUITY 114340102 420 27,686 SH SOLE 1 27,686
BROOKSTONE INC EQUITY 114537103 203 12,499 SH SOLE 1 12,499
BROWN & BROWN INC EQUITY 115236101 5176 112,309 SH SOLE 1 112,309
BROWN FORMAN CORP EQUITY 115637209 13697 250,177 SH DEFINED 2 250,177
BROWN SHOE COMANY, INC. EQUITY 115736100 387 11,282 SH SOLE 1 11,282
BROWN-FORMAN CORP CLASS B EQUITY 115637209 3912 71,452 SH SOLE 1 71,452
BRUKER BIOSCIENCES CORP EQUITY 116794108 47 13,331 SH SOLE 1 13,331
BRUNSWICK CORP EQUITY 117043109 6 119 SH DEFINED 2 119
BRUNSWICK CORP. EQUITY 117043109 2591 55,302 SH SOLE 1 55,302
BRUSH ENGINEERED MATERIALS EQUITY 117421107 225 11,812 SH SOLE 1 11,812
BRYN MAWR BK CORP EQUITY 117665109 90 4,392 SH SOLE 1 4,392
BUCKEYE TECHNOLOGIES INC EQUITY 118255108 198 18,316 SH SOLE 1 18,316
BUCKLE, INC. EQUITY 118440106 165 4,737 SH SOLE 1 4,737
BUCYRUS INTERNATIONAL INC-A EQUITY 118759109 301 7,704 SH SOLE 1 7,704
BUCYRUS INTL INC NEW CL A EQUITY 118759109 5 134500 SH SOLE 3 131200 3300
BUFFALO WILD WINGS INC EQUITY 119848109 134 3,543 SH SOLE 1 3,543
BUILD-A-BEAR WORKSHOP INC EQUITY 120076104 171 5,574 SH SOLE 1 5,574
BUILDING MATERIAL HOLDING CORP EQUITY 120113105 372 8,362 SH SOLE 1 8,362
BUILDING MATLS HLDG CP COM EQUITY 120113105 1 32100 SH SOLE 3 32100
BUNGE LIMITED EQUITY G16962105 2928 54,350 SH SOLE 1 54,350
BURLINGTON COAT FACTORY WHSE EQUITY 121579106 328 11,416 SH SOLE 1 11,416
BURLINGTON NORTHERN SANTA FE EQUITY 12189T104 9309 172,604 SH SOLE 1 172,604
BURLINGTON NORTHN SANTA FE EQUITY 12189T104 24 450 SH DEFINED 2 450
BURLINGTON RES INC EQUITY 122014103 23 463 SH DEFINED 2 463
BURLINGTON RESOURCES, INC. EQUITY 122014103 8437 168,513 SH SOLE 1 168,513
C & D TECHNOLOGIES, INC. EQUITY 124661109 159 15,842 SH SOLE 1 15,842
C H ROBINSON WORLDWIDE EQUITY 12541W100 9956 193,200 SH DEFINED 2 193,200
C. H. ROBINSON WORLDWIDE, INC. EQUITY 12541W100 8239 159,886 SH SOLE 1 159,886
C. R. BARD, INC. EQUITY 067383109 3346 49,141 SH SOLE 1 49,141
CABELA'S INC-CL A EQUITY 126804301 5 238 SH SOLE 1 238
CABLEVISION SYSTEMS-NY GRP-A EQUITY 12686C109 117 4,188 SH SOLE 1 4,188
CABOT CORP. EQUITY 127055101 3800 113,677 SH SOLE 1 113,677
CABOT MICROELECTRONICS CORP EQUITY 12709P103 1866 59,479 SH SOLE 1 59,479
CABOT OIL & GAS CORP., CLASS A EQUITY 127097103 1129 20,474 SH SOLE 1 20,474
CACHE INC EQUITY 127150308 81 5,958 SH SOLE 1 5,958
CACI INTERNATIONAL EQUITY 127190304 1002 18,144 SH SOLE 1 18,144
CACI INTL INC CL A EQUITY 127190304 3 50500 SH SOLE 3 48100 2400
CADENCE DESIGN SYSTEMS, INC. EQUITY 127387108 7305 488,657 SH SOLE 1 488,657
CAESARS ENTERTAINMENT INC EQUITY 127687101 11225 567,187 SH SOLE 1 567,187
CAKTRONICS INC EQUITY 234264109 195 8,985 SH SOLE 1 8,985
CAL DIVE INTERNATIONAL, INC. EQUITY 127914109 1078 23,787 SH SOLE 1 23,787
CALAMOS ASSET MANAGEMENT EQUITY 12811R104 11 395900 SH SOLE 3 387900 8000
CALAMOS ASSET MANAGEMENT-A EQUITY 12811R104 339 12,579 SH SOLE 1 12,579
CALGON CARBON CORP. EQUITY 129603106 180 21,132 SH SOLE 1 21,132
CALIFORNIA MICRO DEVICES CP EQUITY 130439102 66 13,149 SH SOLE 1 13,149
CALIFORNIA PIZZA KITCHEN INC EQUITY 13054D109 280 11,925 SH SOLE 1 11,925
CALIFORNIA WATER SERVICE GROUP EQUITY 130788102 354 10,622 SH SOLE 1 10,622
CALLAWAY GOLF CO. EQUITY 131193104 2157 168,533 SH SOLE 1 168,533
CALLON PETROLEUM CO. EQUITY 13123X102 122 7,822 SH SOLE 1 7,822
CALLWAVE INC EQUITY 13126N101 15 2,487 SH SOLE 1 2,487
CAL-MAINE FOODS INC EQUITY 128030202 73 9,345 SH SOLE 1 9,345
CALPINE CORP EQUITY 131347106 2 637 SH DEFINED 2 637
CALPINE CORP. EQUITY 131347106 5104 1,822,814 SH SOLE 1 1,822,814
CAMBREX CORP. EQUITY 132011107 347 16,282 SH SOLE 1 16,282
CAMDEN NATL CORP EQUITY 133034108 171 4,826 SH SOLE 1 4,826
CAMDEN POPERTY TRUST EQUITY 133131102 251 5,328 SH SOLE 1 5,328
CAMPBELL SOUP CO EQUITY 134429109 11 394 SH DEFINED 2 394
CAMPBELL SOUP CO. EQUITY 134429109 4399 151,574 SH SOLE 1 151,574
CANADIAN IMPERIAL BANK OF
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CANCERVAX CORP EQUITY 13738Y107 68 10,302 SH SOLE 1 10,302
CANDELA CORP EQUITY 136907102 107 11,989 SH SOLE 1 11,989
CAPITAL AUTOMOTIVE REIT EQUITY 139733109 796 24,031 SH SOLE 1 24,031
CAPITAL CITY BANK GROUP, INC. EQUITY 139674105 238 5,873 SH SOLE 1 5,873
CAPITAL CORP OF THE WEST EQUITY 140065103 146 3,142 SH SOLE 1 3,142
CAPITAL CROSSING BANK EQUITY 140071101 87 2,639 SH SOLE 1 2,639
CAPITAL LEASE FUNDING INC EQUITY 140288101 156 14,116 SH SOLE 1 14,116
CAPITAL ONE FINANCIAL CORP. EQUITY 14040H105 14091 188,458 SH SOLE 1 188,458
CAPITAL ONE FINL CORP EQUITY 14040H105 27971 374,090 SH DEFINED 2 374,090
CAPITAL SOUTHWEST CORP EQUITY 140501107 133 1,687 SH SOLE 1 1,687
CAPITAL TRUST-CL A EQUITY 14052H506 241 7,251 SH SOLE 1 7,251
CAPITALSOURCE INC EQUITY 14055X102 36 1,568 SH SOLE 1 1,568
CAPITALSOURCE INC EQUITY 14055X102 2284 99,300 SH DEFINED 2 99,300
CAPITOL BANCORP LTD EQUITY 14056D105 192 6,342 SH SOLE 1 6,342
CAPITOL FEDERAL FINANCIAL EQUITY 14057C106 18 529 SH SOLE 1 529
CAPSTEAD MORTGAGE CORP. EQUITY 14067E506 94 10,996 SH SOLE 1 10,996
CAPSTONE TURBINE COR EQUITY 14067D102 80 51,916 SH SOLE 1 51,916
CAPTARIS INC EQUITY 14071N104 75 18,613 SH SOLE 1 18,613
CARACO PHARM LABS INC EQUITY 14075T107 46 5,658 SH SOLE 1 5,658
CARAUSTAR INDUSTRIES, INC. EQUITY 140909102 229 17,742 SH SOLE 1 17,742
CARBO CERAMICS INC EQUITY 140781105 556 7,919 SH SOLE 1 7,919
CARDIAC SCIENCE INC. EQUITY 141410209 53 45,724 SH SOLE 1 45,724
CARDINAL HEALTH INC EQUITY 14149Y108 10062 180,316 SH DEFINED 2 180,316
CARDINAL HEALTH INC EQUITY 14149Y108 10441 187,106 SH SOLE 1 187,106
CARDIODYNAMICS INTERNATIONAL EQUITY 141597104 66 22,443 SH SOLE 1 22,443
CAREER EDUCATION CORP EQUITY 141665109 6585 192,219 SH SOLE 1 192,219
CAREER EDUCATION CORP COM EQUITY 141665109 1 36400 SH SOLE 3 35700 700
CAREMARK RX INC EQUITY 141705103 22 546 SH DEFINED 2 546
CAREMARK RX INC EQUITY 141705103 14357 360,909 SH SOLE 1 360,909
CAREMARK RX INC COM EQUITY 141705103 7 179500 SH SOLE 3 176300 3200
CARLISLE COS INC. EQUITY 142339100 3913 56,087 SH SOLE 1 56,087
CARMAX INC EQUITY 143130102 5932 188,310 SH SOLE 1 188,310
CARMIKE CINEMAS INC EQUITY 143436400 178 4,785 SH SOLE 1 4,785
CARNIVAL CORP EQUITY 143658300 11777 227,314 SH SOLE 1 227,314
CARNIVAL CORP EQUITY 143658300 19870 383,524 SH DEFINED 2 383,524
CARPENTER TECHNOLOGY CORP. EQUITY 144285103 886 14,905 SH SOLE 1 14,905
CARRAMERICA REALTY C EQUITY 144418100 1203 38,115 SH SOLE 1 38,115
CARREKER CORP EQUITY 144433109 71 12,615 SH SOLE 1 12,615
CARRIER ACCESS CORP. EQUITY 144460102 74 12,474 SH SOLE 1 12,474
CARTER INC EQUITY 146229109 955 24,021 SH SOLE 1 24,021
CASCADE BANCORP EQUITY 147154108 201 10,369 SH SOLE 1 10,369
CASCADE CORP EQUITY 147195101 232 6,634 SH SOLE 1 6,634
CASCADE NAT GAS CORP COM EQUITY 147339105 140 6,994 SH SOLE 1 6,994
CASELLA WASTE SYSTEMS, INC. EQUITY 147448104 162 12,248 SH SOLE 1 12,248
CASEYS GENERAL STORES, INC. EQUITY 147528103 560 31,177 SH SOLE 1 31,177
CASH AMERICA INTERNATIONAL EQUITY 14754D100 388 17,682 SH SOLE 1 17,682
CASUAL MALE RETAIL GROUP INC EQUITY 148711104 114 17,537 SH SOLE 1 17,537
CATALINA MARKETING CORP. EQUITY 148867104 3113 120,209 SH SOLE 1 120,209
CATAPULT COMM CORP EQUITY 149016107 94 4,381 SH SOLE 1 4,381
CATAPULT COMMUNICATNS COM EQUITY 149016107 3 121500 SH SOLE 3 121500
CATELLUS DEVELOPMENT EQUITY 149113102 279 10,480 SH SOLE 1 10,480
CATELLUS DEVELOPMENT CORP EQUITY 149113102 7970 SH SOLE 3 7970
Caterpillar EQUITY 149123101 2103 23,000 SH SOLE 4 23,000
CATERPILLAR INC EQUITY 149123101 37 409 SH DEFINED 2 409
CATERPILLAR, INC. EQUITY 149123101 21130 231,076 SH SOLE 1 231,076
CATHAY GENERAL BANCORP INC. EQUITY 149150104 852 27,033 SH SOLE 1 27,033
CATO CORP. CLASS A EQUITY 149205106 392 12,155 SH SOLE 1 12,155
CB RICHARD ELLIS GROUP CL A EQUITY 12497T101 8 219900 SH SOLE 3 212800 7100
CB RICHARD ELLIS GROUP INC-A EQUITY 12497T101 550 15,731 SH SOLE 1 15,731
CBL & ASSOCIATES PROPERTIES EQUITY 124830100 202 2,828 SH SOLE 1 2,828
CBRL GROUP, INC. EQUITY 12489V106 4776 115,632 SH SOLE 1 115,632
CCC INFORMATION SERVICES EQUITY 12487Q109 108 4,728 SH SOLE 1 4,728
C-COR INC. EQUITY 125010108 164 26,997 SH SOLE 1 26,997
CDI CORP. EQUITY 125071100 170 7,673 SH SOLE 1 7,673
CDW CORP EQUITY 12512N105 7897 139,330 SH SOLE 1 139,330
CEC ENTERTAINMENT, INC. EQUITY 125137109 852 23,291 SH SOLE 1 23,291
CEDAR SHOPPING CENTERS INC EQUITY 150602209 167 11,730 SH SOLE 1 11,730
CELEBRATE EXPRESS INC. EQUITY 15100A104 3 157200 SH SOLE 3 157200
CELERA GENOMICS GROU EQUITY 038020202 466 45,492 SH SOLE 1 45,492
CELGENE CORP EQUITY 151020104 135 3,971 SH SOLE 1 3,971
CELGENE CORP EQUITY 151020104 1022 30,000 SH DEFINED 2 30,000
CELL GENESYS, INC. EQUITY 150921104 126 27,855 SH SOLE 1 27,855
CELL THERAPEUTICS, INC. EQUITY 150934107 137 38,050 SH SOLE 1 38,050
CENDANT CORP EQUITY 151313103 26 1,263 SH DEFINED 2 1,263
CENDANT CORP. EQUITY 151313103 9354 455,383 SH SOLE 1 455,383
CENTENE CORP DEL EQUITY 15135B101 758 25,270 SH SOLE 1 25,270
CENTENE CORP DEL EQUITY 15135B101 12266 409,000 SH DEFINED 2 409,000
CENTENE CORP. EQUITY 15135B101 3 87900 SH SOLE 3 83700 4200
CENTENNIAL CELLULAR CORP. EQUITY 15133V208 80 7,391 SH SOLE 1 7,391
CENTER FINANCIAL CORP EQUITY 15146E102 106 6,004 SH SOLE 1 6,004
CENTERPOINT ENERGY INC EQUITY 15189T107 4 350 SH DEFINED 2 350
CENTERPOINT ENERGY INC EQUITY 15189T107 16111 1,339,261 SH SOLE 1 1,339,261
CENTERPOINT PROPERTIES CORP. EQUITY 151895109 203 4,952 SH SOLE 1 4,952
CENTEX CORP EQUITY 152312104 9 151 SH DEFINED 2 151
CENTEX CORP. EQUITY 152312104 3301 57,632 SH SOLE 1 57,632
CENTRAL COAST BANCORP EQUITY 153145107 117 6,988 SH SOLE 1 6,988
CENTRAL EURO DISTRIBUTION CP EQUITY 153435102 254 7,633 SH SOLE 1 7,633
CENTRAL EUROPEAN DIST COM EQUITY 153435102 1 28900 SH SOLE 3 28900
CENTRAL FREIGHT LINES INC EQUITY 153491105 19 5,347 SH SOLE 1 5,347
CENTRAL GARDEN & PET C EQUITY 153527106 461 10,507 SH SOLE 1 10,507
CENTRAL PACIFIC FINANCIAL CO EQUITY 154760102 585 17,398 SH SOLE 1 17,398
CENTRAL PARKING CORP. EQUITY 154785109 198 11,534 SH SOLE 1 11,534
CENTRAL VT PUB SVC CORP COM EQUITY 155771108 170 7,544 SH SOLE 1 7,544
CENTURY ALUMINUM CO. EQUITY 156431108 354 11,706 SH SOLE 1 11,706
CENTURY BANCORP INC EQUITY 156432106 63 2,180 SH SOLE 1 2,180
CENTURY BUSINESS SERVICES EQUITY 156490104 162 39,406 SH SOLE 1 39,406
CENTURY CASINOS INC COM EQUITY 156492100 2 248900 SH SOLE 3 248900
CENTURYTEL INC EQUITY 156700106 5 163 SH DEFINED 2 163
CENTURYTEL, INC. EQUITY 156700106 2027 61,720 SH SOLE 1 61,720
CEPHALON INC EQUITY 156708109 4906 104,754 SH SOLE 1 104,754
CEPHEID EQUITY 15670R107 252 26,009 SH SOLE 1 26,009
CERADYNE INC EQUITY 156710105 334 14,915 SH SOLE 1 14,915
CERES GROUP INC EQUITY 156772105 102 18,804 SH SOLE 1 18,804
CERIDIAN CORP EQUITY 156779100 4598 269,668 SH SOLE 1 269,668
CERNER CORP EQUITY 156782104 929 17,701 SH SOLE 1 17,701
CERNER CORP EQUITY 156782104 1092 20,800 SH DEFINED 2 20,800
CERTEGY INC EQUITY 156880106 3903 112,751 SH SOLE 1 112,751
CH ENERGY GROUP INC. EQUITY 12541M102 449 9,829 SH SOLE 1 9,829
CHAMPION ENTERPRISES, INC. EQUITY 158496109 413 43,926 SH SOLE 1 43,926
CHARLES RIV LABORATORIES I EQUITY 159864107 941 20,000 SH DEFINED 2 20,000
CHARLES RIVER ASSOCIAT EQUITY 159852102 313 6,336 SH SOLE 1 6,336
CHARLES RIVER LABORATORIES EQUITY 159864107 5610 119,261 SH SOLE 1 119,261
CHARLES SCHWAB CORP. EQUITY 808513105 5350 509,073 SH SOLE 1 509,073
CHARLOTTE RUSSE HOLDING INC EQUITY 161048103 93 7,232 SH SOLE 1 7,232
CHARMING SHOPPES, INC. EQUITY 161133103 582 71,541 SH SOLE 1 71,541
CHARTER COMMUNICATIONS INC
CLASS A EQUITY 16117M107 1869 1,167,940 SH SOLE 1 1,167,940
CHARTER FINL CORP WEST EQUITY 16122M100 83 2,475 SH SOLE 1 2,475
CHARTER MUNICIPAL MORTGAGE ACC EQUITY 160908109 589 27,375 SH SOLE 1 27,375
CHATTEM INC EQUITY 162456107 464 10,430 SH SOLE 1 10,430
CHECK POINT SOFTWARE TECH EQUITY M22465104 375 17,240 SH SOLE 1 17,240
CHECKFREE HOLDINGS CORP. EQUITY 162813109 6179 151,598 SH SOLE 1 151,598
CHECKPOINT SYSTEMS, INC. EQUITY 162825103 395 23,427 SH SOLE 1 23,427
CHEESECAKE FACTORY EQUITY 163072101 4981 140,494 SH SOLE 1 140,494
CHEMED CORP. EQUITY 16359R103 578 7,560 SH SOLE 1 7,560
CHEMICAL FINANCIAL CORP. EQUITY 163731102 509 15,674 SH SOLE 1 15,674
CHENIERE ENERGY INC EQUITY 16411R208 775 12,017 SH SOLE 1 12,017
CHEROKEE INC DEL NEW EQUITY 16444H102 141 4,226 SH SOLE 1 4,226
CHEROKEE INTERNATIONAL CORP EQUITY 164450108 31 4,422 SH SOLE 1 4,422
CHESAPEAKE CORP. EQUITY 165159104 256 12,165 SH SOLE 1 12,165
CHESAPEAKE ENERGY CORP. EQUITY 165167107 149 6,777 SH SOLE 1 6,777
CHEVRONTEXACO CORP EQUITY 166764100 20404 349,918 SH DEFINED 2 349,918
CHEVRONTEXACO CORP EQUITY 166764100 69854 1,197,978 SH SOLE 1 1,197,978
CHICAGO MERCANTILE EXCHANGE EQUITY 167760107 155 799 SH SOLE 1 799
CHICOS FAS INC COM EQUITY 168615102 1 50000 SH SOLE 3 47800 2200
CHICOS'S FAS INC. EQUITY 168615102 9120 322,726 SH SOLE 1 322,726
CHILDREN'S PLACE, INC. EQUITY 168905107 504 10,557 SH SOLE 1 10,557
CHINA MOBILE HK LTD - SPON ADR EQUITY 16941M109 3228 196,730 SH SOLE 1 196,730
CHINA PETROLEUM & CHEM-ADR EQUITY 16941R108 3275 80,330 SH SOLE 1 80,330
CHIQUITA BRANDS INTL EQUITY 170032809 680 25,403 SH SOLE 1 25,403
CHIRON CORP EQUITY 170040109 1409 40,182 SH DEFINED 2 40,182
CHIRON CORP. EQUITY 170040109 2951 84,178 SH SOLE 1 84,178
CHITTENDEN CORP. EQUITY 170228100 748 28,690 SH SOLE 1 28,690
CHOICE HOTELS INTL INC. EQUITY 169905106 26 427 SH SOLE 1 427
CHOICEPOINT INC. EQUITY 170388102 6427 160,246 SH SOLE 1 160,246
CHORDIANT SOFTWARE INC EQUITY 170404107 75 44,699 SH SOLE 1 44,699
CHRISTOPHER & BANKS CORPORATIO EQUITY 171046105 412 23,427 SH SOLE 1 23,427
CHUBB CORP EQUITY 171232101 5528 69,738 SH DEFINED 2 69,738
Chubb Corp Com Stk USD1 EQUITY 171232101 52339 660,265 SH SOLE 1 660,265
CHURCH & DWIGHT CO., INC. EQUITY 171340102 4061 114,503 SH SOLE 1 114,503
CHURCHILL DOWNS, INC. EQUITY 171484108 187 4,731 SH SOLE 1 4,731
CIA CERVECERIA UNIDAS-ADR EQUITY 204429104 398 16,200 SH SOLE 1 16,200
CIA SANEAMENTO BASICODE-ADR EQUITY 20441A102 1800 146,226 SH SOLE 1 146,226
CIBER, INC. EQUITY 17163B102 231 31,799 SH SOLE 1 31,799
CIENA CORP EQUITY 171779101 1 690 SH DEFINED 2 690
CIENA CORP. EQUITY 171779101 460 267,643 SH SOLE 1 267,643
CIGNA CORP EQUITY 125509109 14 153 SH DEFINED 2 153
CIGNA CORP. EQUITY 125509109 8797 98,513 SH SOLE 1 98,513
CINCINNATI BELL INC EQUITY 171871106 4151 976,656 SH SOLE 1 976,656
CINCINNATI FINANCIAL CORP. EQUITY 172062101 3159 72,434 SH SOLE 1 72,434
CINCINNATI FINL CORP EQUITY 172062101 8 191 SH DEFINED 2 191
CINERGY CORP EQUITY 172474108 10 236 SH DEFINED 2 236
Cinergy Corp EQUITY 172474108 1216 30,000 SH SOLE 4 30,000
CINERGY CORP. EQUITY 172474108 23778 586,833 SH SOLE 1 586,833
CINTAS CORP EQUITY 172908105 8 185 SH DEFINED 2 185
CINTAS CORP. EQUITY 172908105 3356 81,239 SH SOLE 1 81,239
CIPHERGEN BIOSYSTEMS INC EQUITY 17252Y104 40 14,439 SH SOLE 1 14,439
CIRCLE GROUP HOLDINGS INC EQUITY 172570103 9 12,527 SH SOLE 1 12,527
CIRCOR INTERNATIONAL, INC. EQUITY 17273K109 236 9,564 SH SOLE 1 9,564
CIRCUIT CITY STORES, INC. EQUITY 172737108 1405 87,525 SH SOLE 1 87,525
CIRRUS LOGIC, INC. EQUITY 172755100 238 52,612 SH SOLE 1 52,612
CISCO SYS INC EQUITY 17275R102 16077 898,649 SH DEFINED 2 898,649
Cisco Systems Inc EQUITY 17275R102 1073 60,000 SH SOLE 4 60,000
Cisco Systems Inc Com Stk EQUITY 17275R102 89558 5,006,027 SH SOLE 1 5,006,027
CIT GROUP INC EQUITY 125581108 3660 96,312 SH SOLE 1 96,312
CIT GROUP INC NEW EQUITY 125581108 9 249 SH DEFINED 2 249
CITADEL BROADCASTING CORP EQUITY 17285T106 18 1,330 SH SOLE 1 1,330
CITIGOUP INC EQUITY 172967101 201234 4,477,836 SH SOLE 1 4,477,836
CITIGROUP INC EQUITY 172967101 44007 979,232 SH DEFINED 2 979,232
CITIZENS BANKING CORP. EQUITY 174420109 794 27,032 SH SOLE 1 27,032
CITIZENS COMMUNICATIONS CO EQUITY 17453B101 5 411 SH DEFINED 2 411
CITIZENS COMMUNICATIONS INC EQUITY 17453B101 4654 359,678 SH SOLE 1 359,678
CITIZENS FIRST BANCORP EQUITY 17461R106 119 5,317 SH SOLE 1 5,317
CITIZENS INC EQUITY 174740100 112 19,544 SH SOLE 1 19,544
CITRIX SYS INC EQUITY 177376100 5 203 SH DEFINED 2 203
CITRIX SYSTEMS, INC. EQUITY 177376100 2155 90,489 SH SOLE 1 90,489
CITY HOLDING CO. EQUITY 177835105 308 10,425 SH SOLE 1 10,425
CITY NATIONAL CORP. EQUITY 178566105 5707 81,737 SH SOLE 1 81,737
CITYBANK EQUITY 17770A109 156 4,812 SH SOLE 1 4,812
CK WITCO CORP EQUITY 227116100 4028 275,878 SH SOLE 1 275,878
CKE RESTAURANTS INC EQUITY 12561E105 511 32,264 SH SOLE 1 32,264
CLAIRE'S STORES, INC. EQUITY 179584107 4114 178,546 SH SOLE 1 178,546
CLARCOR, INC. EQUITY 179895107 822 15,823 SH SOLE 1 15,823
CLARK INC EQUITY 181457102 156 10,053 SH SOLE 1 10,053
CLAYTON WILLIAMS ENERGY, INC. EQUITY 969490101 82 3,169 SH SOLE 1 3,169
CLEAR CHANNEL COMMUNICATIO EQUITY 184502102 21 623 SH DEFINED 2 623
CLEAR CHANNEL COMMUNICATIONS EQUITY 184502102 8938 259,295 SH SOLE 1 259,295
CLECO CORP EQUITY 12561W105 632 29,651 SH SOLE 1 29,651
CLEVELAND-CLIFFS, INC. EQUITY 185896107 972 13,338 SH SOLE 1 13,338
CLIFTON SAVINGS BANCORP INC EQUITY 18712Q103 96 8,571 SH SOLE 1 8,571
CLOROX CO EQUITY 189054109 13018 206,674 SH DEFINED 2 206,674
CLOROX CO. EQUITY 189054109 4597 72,985 SH SOLE 1 72,985
CLOSURE MEDICAL CORP. EQUITY 189093107 114 4,284 SH SOLE 1 4,284
CMGI INC. EQUITY 125750109 571 278,598 SH SOLE 1 278,598
CMS ENERGY CORP EQUITY 125896100 3 241 SH DEFINED 2 241
CMS ENERGY CORP. EQUITY 125896100 14770 1,132,678 SH SOLE 1 1,132,678
CNA FINANCIAL CORP EQUITY 126117100 18 648 SH SOLE 1 648
CNA SURETY CORP. EQUITY 12612L108 132 9,704 SH SOLE 1 9,704
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DTE ENERGY CO. EQUITY 233331107 3617 79,521 SH SOLE 1 79,521
DTE Energy Company EQUITY 233331107 6140 135,000 SH SOLE 4 135,000
Du Pont E I De Nemours & Co EQUITY 263534109 1537 30,000 SH SOLE 4 30,000
DU PONT E I DE NEMOURS + C EQUITY 263534109 25017 488,237 SH DEFINED 2 488,237
DUCOMMUN INC DEL EQUITY 264147109 91 4,531 SH SOLE 1 4,531
DUKE ENERGY CO EQUITY 264399106 31 1,117 SH DEFINED 2 1,117
DUKE ENERGY CORP. EQUITY 264399106 23814 850,207 SH SOLE 1 850,207
DUKE REALTY EQUITY 264411505 437 14,628 SH SOLE 1 14,628
DUKE REALTY CORP COM NEW EQUITY 264411505 11030 SH SOLE 3 11030
DUN & BRADSTREET CORP NEW WI EQUITY 26483E100 7664 124,718 SH SOLE 1 124,718
DUPONT PHOTOMASKS EQUITY 26613X101 3182 119,293 SH SOLE 1 119,293
DUQUESNE LIGHT HOLDINGS INC EQUITY 266233105 10941 610,558 SH SOLE 1 610,558
DURATEK INC EQUITY 26658Q102 127 6,350 SH SOLE 1 6,350
DURECT CORPORATION EQUITY 266605104 69 18,922 SH SOLE 1 18,922
DUSA PHARAMACEUTICALS INC EQUITY 266898105 82 9,337 SH SOLE 1 9,337
DYAX CORP EQUITY 26746E103 53 16,324 SH SOLE 1 16,324
DYCOM INDUSTRIES, INC. EQUITY 267475101 2687 116,886 SH SOLE 1 116,886
DYNAMIC MATLS CORP COM EQUITY 267888105 1 32100 SH SOLE 3 32100
DYNAVAX TECHNOLOGIES CORP EQUITY 268158102 18 3,880 SH SOLE 1 3,880
DYNEGY INC NEW EQUITY 26816Q101 2 402 SH DEFINED 2 402
DYNEGY INC. EQUITY 26816Q101 587 150,174 SH SOLE 1 150,174
E TRADE FINL CORP EQUITY 269246104 5 453 SH DEFINED 2 453
E*TRADE FINANCIAL CORP EQUITY 269246104 2028 168,967 SH SOLE 1 168,967
E.I. DU PONT DE NEMOURS AND CO EQUITY 263534109 41930 818,301 SH SOLE 1 818,301
E.PIHPANY, INC. EQUITY 26881V100 168 47,374 SH SOLE 1 47,374
EAGLE BROADBAND INC EQUITY 269437109 43 126,809 SH SOLE 1 126,809
EAGLE MATERIALS INC EQUITY 26969P108 949 11,719 SH SOLE 1 11,719
EARTHLINK INC EQUITY 270321102 738 81,990 SH SOLE 1 81,990
EAST WEST BANCORP EQUITY 27579R104 1157 31,336 SH SOLE 1 31,336
EASTGROUP PROPERTIES, INC. EQUITY 277276101 556 14,756 SH SOLE 1 14,756
EASTMAN CHEM CO EQUITY 277432100 6 99 SH DEFINED 2 99
EASTMAN CHEMICAL CO. EQUITY 277432100 7341 124,429 SH SOLE 1 124,429
EASTMAN KODAK CO EQUITY 277461109 11 336 SH DEFINED 2 336
EASTMAN KODAK CO. EQUITY 277461109 4261 130,895 SH SOLE 1 130,895
EATON CORP EQUITY 278058102 13 193 SH DEFINED 2 193
EATON CORP. EQUITY 278058102 4568 69,847 SH SOLE 1 69,847
EATON VANCE CORP. EQUITY 278265103 5642 240,705 SH SOLE 1 240,705
EBAY INC EQUITY 278642103 11858 318,242 SH DEFINED 2 318,242
EBAY, INC. EQUITY 278642103 28277 758,918 SH SOLE 1 758,918
ECHELON EQUITY 27874N105 119 17,456 SH SOLE 1 17,456
ECHOSTAR COMMUNICATIONS CO EQUITY 278762109 8336 285,000 SH DEFINED 2 285,000
ECHOSTAR COMMUNICATIONS CORP.
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ECLIPSYS CORP. EQUITY 278856109 352 22,752 SH SOLE 1 22,752
ECOLAB INC EQUITY 278865100 9 273 SH DEFINED 2 273
ECOLAB, INC. EQUITY 278865100 7608 230,191 SH SOLE 1 230,191
ECOLLEGE.COM INC EQUITY 27887E100 128 9,908 SH SOLE 1 9,908
EDGE PETROLEUM CORP EQUITY 279862106 136 8,211 SH SOLE 1 8,211
Edison International Com Stk EQUITY 281020107 30962 891,772 SH SOLE 1 891,772
EDISON INTL EQUITY 281020107 14 400 SH DEFINED 2 400
EDO CORP EQUITY 281347104 294 9,770 SH SOLE 1 9,770
EDUCATE INC EQUITY 28138P100 155 11,149 SH SOLE 1 11,149
EDUCATION MANAGEMENT CORP. EQUITY 28139T101 3446 123,276 SH SOLE 1 123,276
EDWARDS LIFESCIENCES CP EQUITY 28176E108 4652 107,643 SH SOLE 1 107,643
EFUNDS CORP EQUITY 28224R101 664 29,763 SH SOLE 1 29,763
EGL INC. EQUITY 268484102 508 22,291 SH SOLE 1 22,291
EL PASO CORP EQUITY 28336L109 8 771 SH DEFINED 2 771
EL PASO CORP EQUITY 28336L109 5090 481,126 SH SOLE 1 481,126
EL PASO ELECTRIC CO. EQUITY 283677854 564 29,675 SH SOLE 1 29,675
ELDORADO GOLD CORPORATION EQUITY 284902103 3915 1,372,600 SH DEFINED 1 0 1,372,600
ELECTRO RENT CORP. EQUITY 285218103 151 11,241 SH SOLE 1 11,241
ELECTRO SCIENTIFIC INDUSTRIES, EQUITY 285229100 340 17,523 SH SOLE 1 17,523
ELECTRONIC ARTS EQUITY 285512109 7934 153,220 SH SOLE 1 153,220
ELECTRONIC ARTS INC EQUITY 285512109 2898 55,960 SH DEFINED 2 55,960
ELECTRONIC DATA SYS CORP N EQUITY 285661104 13 613 SH DEFINED 2 613
ELECTRONIC DATA SYSTEMS CORP. EQUITY 285661104 4884 236,275 SH SOLE 1 236,275
ELECTRONICS BOUTIQUE HLDGS. CO EQUITY 286045109 311 7,239 SH SOLE 1 7,239
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ELI LILLY AND CO. EQUITY 532457108 44137 847,165 SH SOLE 1 847,165
ELIZABETH ARDEN INC EQUITY 28660G106 332 13,979 SH SOLE 1 13,979
ELKCORP EQUITY 287456107 473 12,294 SH SOLE 1 12,294
EMBARCADERO TECHNOLOGIES INC EQUITY 290787100 87 13,229 SH SOLE 1 13,229
EMC CORP EQUITY 268648102 4079 331,075 SH DEFINED 2 331,075
EMC CORP. EQUITY 268648102 14785 1,200,085 SH SOLE 1 1,200,085
EMC INS GROUP INC EQUITY 268664109 71 3,749 SH SOLE 1 3,749
EMCOR GROUP, INC. EQUITY 29084Q100 442 9,439 SH SOLE 1 9,439
EMERSON ELEC CO EQUITY 291011104 11326 174,428 SH DEFINED 2 174,428
Emerson Electric EQUITY 291011104 1948 30,000 SH SOLE 4 30,000
EMERSON ELECTRIC CO. EQUITY 291011104 27451 422,778 SH SOLE 1 422,778
EMMIS COMMUNICATIONS CORP.
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EMPIRE DISTRICT ELECTRIC CO. EQUITY 291641108 368 15,824 SH SOLE 1 15,824
EMPIRE RESORTS INC EQUITY 292052107 39 5,345 SH SOLE 1 5,345
EMS TECHNOLOGIES INC EQUITY 26873N108 94 6,907 SH SOLE 1 6,907
EMULEX CORP EQUITY 292475209 963 51,124 SH SOLE 1 51,124
ENCANA CORP EQUITY 292505104 6724 95,200 SH DEFINED 1 0 95,200
ENCORE ACQUISITION CO EQUITY 29255W100 2318 56,128 SH SOLE 1 56,128
ENCORE CAPITAL GROUP INC EQUITY 292554102 110 7,559 SH SOLE 1 7,559
ENCORE MEDICAL CORP EQUITY 29256E109 104 19,419 SH SOLE 1 19,419
ENCORE WIRE CORP EQUITY 292562105 101 9,884 SH SOLE 1 9,884
ENCYSIVE PHARMACEUTICALS INC EQUITY 29256X107 363 35,558 SH SOLE 1 35,558
ENDO PHARMACEUTC HLDGS COM EQUITY 29264F205 1 35200 SH SOLE 3 33600 1600
ENDO PHARMACEUTICALS EQUITY 29264F205 26 1,147 SH SOLE 1 1,147
ENERGEN CORP. EQUITY 29265N108 1509 22,663 SH SOLE 1 22,663
ENERGIZER HOLDINGS INC EQUITY 29266R108 7643 127,808 SH SOLE 1 127,808
ENERGY CONVERSION DEVICES, INC EQUITY 292659109 285 12,559 SH SOLE 1 12,559
ENERGY EAST CORP EQUITY 29266M109 15874 605,410 SH SOLE 1 605,410
ENERGY PARTNERS LTD EQUITY 29270U105 391 15,065 SH SOLE 1 15,065
ENERGYSOUTH INC EQUITY 292970100 121 4,224 SH SOLE 1 4,224
ENERSIS SA ADR EQUITY 29274F104 2793 332,510 SH SOLE 1 332,510
ENERSYS EQUITY 29275Y102 102 7,799 SH SOLE 1 7,799
ENGELHARD CORP EQUITY 292845104 4 149 SH DEFINED 2 149
ENGELHARD CORP. EQUITY 292845104 1680 55,946 SH SOLE 1 55,946
ENGINEERED SUPPORT SYS COM EQUITY 292866100 4 81800 SH SOLE 3 79800 2000
ENGINEERED SUPPORT SYSTEMS EQUITY 292866100 743 13,885 SH SOLE 1 13,885
ENNIS INC EQUITY 293389102 179 10,550 SH SOLE 1 10,550
ENPRO INDUSTRIES INC EQUITY 29355X107 355 12,927 SH SOLE 1 12,927
ENSCO INTERNATIONAL, INC. EQUITY 26874Q100 10294 273,338 SH SOLE 1 273,338
ENSCO INTL INC COM EQUITY 26874Q100 2 40600 SH SOLE 3 38800 1800
ENSTAR GROUP INC EQUITY 29358R107 119 1,991 SH SOLE 1 1,991
ENTEGRIS INC EQUITY 29362U104 269 27,187 SH SOLE 1 27,187
ENTERASYS NETWORKS INC EQUITY 293637104 183 131,013 SH SOLE 1 131,013
ENTERCOM COMMUNICATIONS CORP. EQUITY 293639100 2834 79,776 SH SOLE 1 79,776
ENTERGY ARKANSAS INC EQUITY 29364G103 6505 92,064 SH SOLE 1 92,064
ENTERGY CORP NEW EQUITY 29364G103 19 264 SH DEFINED 2 264
Enterprise Prod Partners EQUITY 293792107 2271 88,350 SH SOLE 4 88,350
ENTERTAINMENT PROPERTIES TRUST EQUITY 29380T105 729 17,594 SH SOLE 1 17,594
ENTRAVISION COMMUNIC EQUITY 29382R107 267 30,070 SH SOLE 1 30,070
ENTRUST TECHNOLOGIES INC. EQUITY 293848107 149 39,646 SH SOLE 1 39,646
ENZO BIOCHEM, INC. EQUITY 294100102 228 15,793 SH SOLE 1 15,793
ENZON PHARMACEUTICALS INC EQUITY 293904108 279 27,348 SH SOLE 1 27,348
EOG RESOURCES INC EQUITY 26875P101 5320 109,154 SH SOLE 1 109,154
EOG RESOURCES INC EQUITY 26875P101 7423 152,290 SH DEFINED 2 152,290
EON LABS INC EQUITY 29412E100 1569 51,889 SH SOLE 1 51,889
EPICOR SOFTWARE CORPORATION EQUITY 29426L108 338 25,888 SH SOLE 1 25,888
EPIQ SYSTEMS INC EQUITY 26882D109 110 8,509 SH SOLE 1 8,509
EPIX PHARMACEUTICAL INC EQUITY 26881Q101 100 14,215 SH SOLE 1 14,215
EQUIFAX INC EQUITY 294429105 5 164 SH DEFINED 2 164
EQUIFAX, INC. EQUITY 294429105 1882 61,327 SH SOLE 1 61,327
EQUINIX INC EQUITY 29444U502 256 6,054 SH SOLE 1 6,054
EQUITABLE RESOURCES, INC. EQUITY 294549100 6340 110,383 SH SOLE 1 110,383
EQUITY INNS, INC. EQUITY 294703103 394 35,753 SH SOLE 1 35,753
EQUITY LIFESTYLE PROPERTIES EQUITY 29472R108 463 13,136 SH SOLE 1 13,136
EQUITY OFFICE PPTYS TR EQUITY 294741103 15 488 SH DEFINED 2 488
EQUITY OFFICE PPTYS TR COM EQUITY 294741103 1 31210 SH SOLE 3 31210
EQUITY OFFICE PROPERTIES TRUST EQUITY 294741103 6495 215,570 SH SOLE 1 215,570
EQUITY ONE INC EQUITY 294752100 524 25,432 SH SOLE 1 25,432
EQUITY RESIDENT PPTYS SH BEN I EQUITY 29476L107 1 21880 SH SOLE 3 21880
EQUITY RESIDENTIAL EQUITY 29476L107 17508 543,568 SH SOLE 1 543,568
ERESEARCHTECHNOLOGY IN EQUITY 29481V108 327 27,726 SH SOLE 1 27,726
ERICCSON 9LM0 TEL-SP ADR EQUITY 294821608 8400 297,870 SH SOLE 1 297,870
ERIE INDEMNITY COMPA EQUITY 29530P102 37 714 SH SOLE 1 714
ESCALADE INC EQUITY 296056104 67 4,902 SH SOLE 1 4,902
ESCO ELECTRONICS CORP EQUITY 296315104 647 8,048 SH SOLE 1 8,048
ESPEED INC EQUITY 296643109 138 15,023 SH SOLE 1 15,023
ESS TECHNOLOGY, INC. EQUITY 269151106 110 20,896 SH SOLE 1 20,896
ESSEX CORP COM EQUITY 296744105 2 129700 SH SOLE 3 129700
ESSEX PROPERTY TRUST, INC. EQUITY 297178105 1096 15,866 SH SOLE 1 15,866
ESTEE LAUDER COMPANIES-CL A EQUITY 518439104 118 2,622 SH SOLE 1 2,622
ESTERLINE TECHNOLOGIES CORP. EQUITY 297425100 528 15,285 SH SOLE 1 15,285
ETHAN ALLEN INTERIOR EQUITY 297602104 656 20,508 SH SOLE 1 20,508
EUROBANCSHARES INC EQUITY 298716101 86 5,071 SH SOLE 1 5,071
EURONET WORLDWIDE INC EQUITY 298736109 401 14,031 SH SOLE 1 14,031
EURONET WORLDWIDE INC COM EQUITY 298736109 10 350800 SH SOLE 3 345900 4900
EVEREST RE GROUP, LTD EQUITY G3223R108 8511 100,000 SH SOLE 1 100,000
EXACTECH INC EQUITY 30064E109 65 3,801 SH SOLE 1 3,801
EXAR CORP. EQUITY 300645108 342 25,500 SH SOLE 1 25,500
EXCEL TECHNOLOGY EQUITY 30067T103 184 7,467 SH SOLE 1 7,467
EXELIXIS, INC. EQUITY 30161Q104 265 39,082 SH SOLE 1 39,082
EXELON CORP EQUITY 30161N101 36 789 SH DEFINED 2 789
EXELON CORP EQUITY 30161N101 22314 486,239 SH SOLE 1 486,239
EXIDE TECHNOLOGIES EQUITY 302051206 420 32,540 SH SOLE 1 32,540
EXIDE TECHNOLOGIES-CW11 EQUITY 302051123 90 50,176 SH SOLE 1 50,176
EXPEDITORS INTERNATIONAL OF WA EQUITY 302130109 10692 199,663 SH SOLE 1 199,663
EXPONENT INC EQUITY 30214U102 95 3,965 SH SOLE 1 3,965
EXPRESS SCRIPTS INC EQUITY 302182100 6 67400 SH SOLE 3 66100 1300
EXPRESS SCRIPTS INC EQUITY 302182100 8 96 SH DEFINED 2 96
EXPRESS SCRIPTS, INC. EQUITY 302182100 4674 53,609 SH SOLE 1 53,609
EXPRESSJET HOLDINGS IN EQUITY 30218U108 266 23,353 SH SOLE 1 23,353
EXTRA SPACE STORAGE INC EQUITY 30225T102 187 13,883 SH SOLE 1 13,883
EXTREME NETWORK INC EQUITY 30226D106 397 67,327 SH SOLE 1 67,327
EXTREME NETWORKS INC COM EQUITY 30226D106 3 547800 SH SOLE 3 528700 19100
EXXON MOBIL CORP EQUITY 30231G102 28271 474,352 SH DEFINED 2 474,352
Exxon Mobil Corp Stk NPV EQUITY 30231G102 271759 4,559,708 SH SOLE 1 4,559,708
ExxonMobil Corp EQUITY 30231G102 2682 45,000 SH SOLE 4 45,000
EYETECH PHARMACEUTICALS IN EQUITY 302297106 825 30,000 SH DEFINED 2 30,000
EYETECH PHARMACEUTICALS INC EQUITY 302297106 5 172 SH SOLE 1 172
E-Z-EM INC EQUITY 269305405 49 4,106 SH SOLE 1 4,106
F N B CORP VA EQUITY 302930102 117 4,519 SH SOLE 1 4,519
F5 NETWORKS INC EQUITY 315616102 4386 86,872 SH SOLE 1 86,872
FACTSET RESEARCH SYSTEMS, INC. EQUITY 303075105 629 19,047 SH SOLE 1 19,047
FAIR ISSAC CORP EQUITY 303250104 4196 121,822 SH SOLE 1 121,822
FAIRCHILD SEMICONDUCTOR CORP. EQUITY 303726103 3317 216,355 SH SOLE 1 216,355
FALCONSTOR SOFTWARE INC EQUITY 306137100 98 16,453 SH SOLE 1 16,453
FAMILY DLR STORES INC EQUITY 307000109 6 211 SH DEFINED 2 211
FAMILY DOLLAR STORES, INC. EQUITY 307000109 2301 75,790 SH SOLE 1 75,790
FARMER BROS. CO. EQUITY 307675108 100 4,187 SH SOLE 1 4,187
FARMERS CAPITAL BANK CORP EQUITY 309562106 127 3,767 SH SOLE 1 3,767
FARO TECHNOLOGIES INC EQUITY 311642102 155 6,590 SH SOLE 1 6,590
FASTENAL CO EQUITY 311900104 9441 170,700 SH DEFINED 2 170,700
FASTENAL CO. EQUITY 311900104 7089 128,198 SH SOLE 1 128,198
FBL FINANCIAL GROUP, INC., CLASS A EQUITY 30239F106 217 7,765 SH SOLE 1 7,765
FEDERAL AGRIC MTG CORP EQUITY 313148306 92 5,257 SH SOLE 1 5,257
FEDERAL HOME LN MTG CORP EQUITY 313400301 52 821 SH DEFINED 2 821
FEDERAL NATIONAL MORTGAGE ASSO EQUITY 313586109 34919 641,311 SH SOLE 1 641,311
FEDERAL NATL MTG ASSN EQUITY 313586109 63 1,159 SH DEFINED 2 1,159
FEDERAL REALTY INVESTMENT TR. EQUITY 313747206 258 5,336 SH SOLE 1 5,336
FEDERAL SIGNAL CORP. EQUITY 313855108 1755 115,703 SH SOLE 1 115,703
FEDERATED DEPT STORES INC EQUITY 31410H101 13 202 SH DEFINED 2 202
FEDERATED DEPT STORES, INC. EQUITY 31410H101 5909 61,658 SH SOLE 1 61,658
FEDERATED INVESTORS EQUITY 314211103 2222 78,491 SH SOLE 1 78,491
FEDERATED INVS INC PA EQUITY 314211103 3 122 SH DEFINED 2 122
FEDEX CORP EQUITY 31428X106 33 353 SH DEFINED 2 353
FEDEX CORPORATION EQUITY 31428X106 12212 129,983 SH SOLE 1 129,983
FEI COMPANY EQUITY 30241L109 342 14,775 SH SOLE 1 14,775
FELCOR LODGING TRUST, INC. EQUITY 31430F101 431 34,681 SH SOLE 1 34,681
FERRO CORP. EQUITY 315405100 1898 100,828 SH SOLE 1 100,828
FIDELITY BANKSHARES INC EQUITY 31604Q107 284 12,377 SH SOLE 1 12,377
FIDELITY NATIONAL FINANCIAL EQUITY 316326107 26246 796,776 SH SOLE 1 796,776
Fidelity National Financial Inc EQUITY 316326107 659 20,000 SH SOLE 4 20,000
FIFTH THIRD BANCORP EQUITY 316773100 27 631 SH DEFINED 2 631
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FILENET CORP. EQUITY 316869106 587 25,771 SH SOLE 1 25,771
FINANCIAL FEDERAL CORP. EQUITY 317492106 380 10,757 SH SOLE 1 10,757
FINCANCIAL INSTITUTIONS INC EQUITY 317585404 100 5,023 SH SOLE 1 5,023
FINDWHAT.COM EQUITY 317794105 166 15,962 SH SOLE 1 15,962
FINISAR CORPORATION EQUITY 31787A101 129 103,132 SH SOLE 1 103,132
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FINISH LINE, INC. EQUITY 317923100 542 23,401 SH SOLE 1 23,401
FIRST ACCEPTANCE CORP EQUITY 318457108 135 12,751 SH SOLE 1 12,751
FIRST ADVANTAGE CORP-CL A EQUITY 31845F100 44 2,082 SH SOLE 1 2,082
FIRST AMERICAN CAP TRUST CLASS A EQUITY 318522307 4858 147,478 SH SOLE 1 147,478
FIRST BANCORP NORTH CAROLINA EQUITY 318910106 157 6,944 SH SOLE 1 6,944
FIRST BANCORP/PUERTO RICO EQUITY 318672102 905 21,415 SH SOLE 1 21,415
FIRST BUSEY CORP EQUITY 319383105 160 8,257 SH SOLE 1 8,257
FIRST CASH FINL SVCS INC EQUITY 31942D107 155 7,313 SH SOLE 1 7,313
FIRST CHARTER CORP. EQUITY 319439105 419 18,557 SH SOLE 1 18,557
FIRST CITIZENS BANCSHARES,
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FIRST CMNTY BANCORP CA EQUITY 31983B101 359 8,113 SH SOLE 1 8,113
FIRST COMMONWEALTH FINANCIAL EQUITY 319829107 594 43,369 SH SOLE 1 43,369
FIRST COMMUNITY BANCSHARES INC EQUITY 31983A103 176 6,256 SH SOLE 1 6,256
FIRST DATA CORP EQUITY 319963104 38 960 SH DEFINED 2 960
FIRST DATA CORP. EQUITY 319963104 18927 481,488 SH SOLE 1 481,488
FIRST FINANCIAL BANCORP EQUITY 320209109 399 21,867 SH SOLE 1 21,867
FIRST FINANCIAL BANKSHARES EQUITY 32020R109 381 8,533 SH SOLE 1 8,533
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FIRST FINANCIAL HOLDINGS, INC. EQUITY 320239106 216 7,784 SH SOLE 1 7,784
FIRST HORIZON NATIONAL CORP EQUITY 320517105 2300 56,380 SH SOLE 1 56,380
FIRST HORIZON NATL CORP EQUITY 320517105 6 150 SH DEFINED 2 150
FIRST HORIZON PHARMACEUTICAL EQUITY 32051K106 276 16,367 SH SOLE 1 16,367
FIRST INDIANA CORP. EQUITY 32054R108 178 7,359 SH SOLE 1 7,359
FIRST INDUSTRIAL REALITY TRUST EQUITY 32054K103 1097 29,011 SH SOLE 1 29,011
FIRST MARBLEHEAD CORP/THE EQUITY 320771108 26 455 SH SOLE 1 455
FIRST MERCHANTS CORP. EQUITY 320817109 299 11,563 SH SOLE 1 11,563
FIRST MIDWEST BANCORP, INC. EQUITY 320867104 943 29,032 SH SOLE 1 29,032
FIRST NIAGARA FINANCIAL GRP EQUITY 33582V108 1035 78,386 SH SOLE 1 78,386
FIRST OAK BROOK BANCSH EQUITY 335847208 122 4,172 SH SOLE 1 4,172
FIRST OF LONG ISLAND CORP EQUITY 320734106 88 2,090 SH SOLE 1 2,090
FIRST PLACE FINANCIAL CORP EQUITY 33610T109 155 8,491 SH SOLE 1 8,491
FIRST POTOMAC REALTY TRUST EQUITY 33610F109 29 1,260 SH SOLE 1 1,260
FIRST REPUBLIC BANK EQUITY 336158100 392 12,117 SH SOLE 1 12,117
FIRST ST BANCORPORATIO EQUITY 336453105 162 9,530 SH SOLE 1 9,530
FIRSTENERGY CORP EQUITY 337932107 17 405 SH DEFINED 2 405
FIRSTENERGY CORP. EQUITY 337932107 5975 142,425 SH SOLE 1 142,425
FIRSTFED FINANCIAL CORP. EQUITY 337907109 539 10,573 SH SOLE 1 10,573
FIRSTMERIT CORP. EQUITY 337915102 4071 152,148 SH SOLE 1 152,148
FISERV INC EQUITY 337738108 9 232 SH DEFINED 2 232
FISERV, INC. EQUITY 337738108 5192 130,442 SH SOLE 1 130,442
FISHER COMMUNICATIONS INC EQUITY 337756209 210 4,055 SH SOLE 1 4,055
FISHER SCIENTIFIC INTL COM NEW EQUITY 338032204 2 36100 SH SOLE 3 35300 800
FISHER SCIENTIFIC INTL INC EQUITY 338032204 8 143 SH DEFINED 2 143
FISHER SCIENTIFIC INT'L., INC. EQUITY 338032204 5111 89,794 SH SOLE 1 89,794
FLAGSTAR BANCORP, INC. EQUITY 337930101 388 19,841 SH SOLE 1 19,841
FLANDERS CORP COM EQUITY 338494107 3 260800 SH SOLE 3 260800
FLANDERS CORPORATION EQUITY 338494107 92 8,159 SH SOLE 1 8,159
FLEETWOOD ENTERPRISES, INC. EQUITY 339099103 291 33,455 SH SOLE 1 33,455
FLEXTRONICS INTERNATIONAL EQUITY Y2573F102 6144 510,300 SH DEFINED 2 510,300
FLEXTRONICS INTERNATIONAL LTD EQUITY Y2573F102 501 41,600 SH SOLE 1 42
FLIR SYS INC EQUITY 302445101 8 258196 SH SOLE 3 249896 8300
FLIR SYSTEMS INC (USD) EQUITY 302445101 49 1,626 SH SOLE 1 1,626
FLORIDA EAST COAST INDUSTRIES EQUITY 340632108 571 13,435 SH SOLE 1 13,435
FLORIDA ROCK INDUSTRIES, INC. EQUITY 341140101 45 767 SH SOLE 1 767
FLOWERS FOODS INC EQUITY 343498101 625 22,154 SH SOLE 1 22,154
FLOWSERVE CORP. EQUITY 34354P105 3423 132,334 SH SOLE 1 132,334
FLUOR CORP EQUITY 343412102 16761 302,376 SH SOLE 1 302,376
FLUOR CORP NEW EQUITY 343412102 6 105 SH DEFINED 2 105
FLUSHING FINANCIAL CORP EQUITY 343873105 192 10,536 SH SOLE 1 10,536
FLYI INC EQUITY 34407T104 36 28,272 SH SOLE 1 28,272
FMC CORP. EQUITY 302491303 4724 88,375 SH SOLE 1 88,375
FMC TECHNOLOGIES INC EQUITY 30249U101 4099 123,536 SH SOLE 1 123,536
FNB CORP. EQUITY 302520101 597 31,150 SH SOLE 1 31,150
FOOT LOCKER INC EQUITY 344849104 8256 281,780 SH SOLE 1 281,780
FORD MOTOR CO. EQUITY 345370860 9011 795,344 SH SOLE 1 795,344
FORD MOTOR COMPANY CorpBond 345395206 3809 84,000 SH SOLE 1 84
FORD MTR CO DEL EQUITY 345370860 25 2,194 SH DEFINED 2 2,194
FOREST CITY ENTERPRISES, INC.
CLASS A EQUITY 345550107 50 787 SH SOLE 1 787
Forest Laboratories - Class A EQUITY 345838106 32430 877,673 SH SOLE 1 877,673
FOREST LABS INC EQUITY 345838106 15 415 SH DEFINED 2 415
FOREST OIL CORP EQUITY 346091705 5256 129,787 SH SOLE 1 129,787
FORMFACTOR INC EQUITY 346375108 392 17,296 SH SOLE 1 17,296
FORRESTER RESEARCH, INC. EQUITY 346563109 120 8,520 SH SOLE 1 8,520
FORTUNE BRANDS INC EQUITY 349631101 14 174 SH DEFINED 2 174
FORTUNE BRANDS, INC. EQUITY 349631101 6259 77,620 SH SOLE 1 77,620
FORWARD AIR CORP EQUITY 349853101 571 13,413 SH SOLE 1 13,413
FOSSIL, INC. EQUITY 349882100 25 960 SH SOLE 1 960
FOUNDRY NETWORKS INC EQUITY 35063R100 29 2,895 SH SOLE 1 2,895
FOXHOLLOW TECHNOLOGIES INC EQUITY 35166A103 81 2,890 SH SOLE 1 2,890
FPIC INS GROUP INC EQUITY 302563101 161 5,006 SH SOLE 1 5,006
FPL GROUP INC EQUITY 302571104 19 476 SH DEFINED 2 476
FPL GROUP, INC. EQUITY 302571104 7159 178,318 SH SOLE 1 178,318
FRANKLIN BANK CORP EQUITY 352451108 3057 177,200 SH DEFINED 2 177,200
FRANKLIN BANK CORP/HOUSTON EQUITY 352451108 114 6,631 SH SOLE 1 6,631
FRANKLIN ELECTRIC CO., INC. EQUITY 353514102 378 10,013 SH SOLE 1 10,013
FRANKLIN RES INC EQUITY 354613101 17 242 SH DEFINED 2 242
FRANKLIN RESOURCES, INC. EQUITY 354613101 25144 366,262 SH SOLE 1 366,262
FREDDIE MAC EQUITY 313400301 64979 1,252,804 SH SOLE 1 523,534
FRED'S INC. EQUITY 356108100 419 24,401 SH SOLE 1 24,401
FREEPORT MCMORAN COPPER + EQUITY 35671D857 9 223 SH DEFINED 2 223
FREEPORT-MCMORAN COPPER & GOLD
CLASS EQUITY 35671D857 6929 174,926 SH SOLE 1 174,926
FREESCALE SEMICONDUCTOR IN EQUITY 35687M206 8 473 SH DEFINED 2 473
FREESCALE SEMICONDUCTOR-B EQUITY 35687M206 3153 182,761 SH SOLE 1 182,761
FREMONT GENERAL CORP. EQUITY 357288109 34 1,556 SH SOLE 1 1,556
FRIEDMAN BILLINGS RAMSEY-A EQUITY 358434108 17622 1,110,419 SH SOLE 1 1,110,419
FRONTIER AIRLINES, INC. EQUITY 359065109 232 22,156 SH SOLE 1 22,156
FRONTIER FINANCIAL CORP. EQUITY 35907K105 383 10,101 SH SOLE 1 10,101
FRONTIER OIL CORP. EQUITY 35914P105 600 16,544 SH SOLE 1 16,544
FSI INTERNATIONAL, INC. EQUITY 302633102 79 18,627 SH SOLE 1 18,627
FTI CONSULTING INC EQUITY 302941109 548 26,535 SH SOLE 1 26,535
FUELCELL ENERGY INC EQUITY 35952H106 263 26,321 SH SOLE 1 26,321
FULTON FIN CORP EQUITY 360271100 67 3,096 SH SOLE 1 3,096
FURNITURE BRANDS INTERNATIONAL EQUITY 360921100 2734 125,345 SH SOLE 1 125,345
FX ENERGY INC EQUITY 302695101 218 19,013 SH SOLE 1 19,013
G & K SERVICES, INC. CLASS A EQUITY 361268105 437 10,839 SH SOLE 1 10,839
GABELLI ASSET MANAGEMENT, INC. EQUITY 36239Y102 183 4,103 SH SOLE 1 4,103
GABLES RESIDENTIAL TRUST EQUITY 362418105 683 20,518 SH SOLE 1 20,518
GALLAGHER, ARTHUR J & CO EQUITY 363576109 20849 723,912 SH SOLE 1 723,912
GAMESTOP CORP-CL B EQUITY 36466R200 519 23,283 SH SOLE 1 23,283
GANDER MOUNTAIN CO EQUITY 36471P108 50 3,795 SH SOLE 1 3,795
GANNETT CO., INC. EQUITY 364730101 8576 108,444 SH SOLE 1 108,444
GANNETT INC EQUITY 364730101 24 304 SH DEFINED 2 304
GAP INC EQUITY 364760108 19 879 SH DEFINED 2 879
GAP, INC. EQUITY 364760108 6980 319,609 SH SOLE 1 319,609
GARDNER DENVER, INC. EQUITY 365558105 487 12,320 SH SOLE 1 12,320
GARMIN LTD EQUITY G37260109 315 6,810 SH SOLE 1 6,810
GARTNER INC. CLASS A EQUITY 366651107 1836 191,835 SH SOLE 1 191,835
GATEWAY INC EQUITY 367626108 1 365 SH DEFINED 2 365
GATEWAY, INC. EQUITY 367626108 1077 267,311 SH SOLE 1 267,311
GATX CORP. EQUITY 361448103 3944 118,835 SH SOLE 1 118,835
GAYLORD ENTERTAINMENT CO. EQUITY 367905106 766 18,970 SH SOLE 1 18,970
GB&T BANCSHARES INC EQUITY 361462104 136 6,278 SH SOLE 1 6,278
GCI, INC. EQUITY 369385109 259 28,319 SH SOLE 1 28,319
GEMSTAR-TV GUIDE INTERNATIONAL EQUITY 36866W106 27 6,157 SH SOLE 1 6,157
GENAERA CORPORATION EQUITY 36867G100 81 35,455 SH SOLE 1 35,455
GENCORP, INC. EQUITY 368682100 587 29,338 SH SOLE 1 29,338
GENELABS TECHNOLOGIES, INC. EQUITY 368706107 33 54,883 SH SOLE 1 54,883
GENENCOR INTERNATIONAL INC EQUITY 368709101 90 4,666 SH SOLE 1 4,666
GENENTECH INC EQUITY 368710406 1132 20,000 SH DEFINED 2 20,000
GENENTECH, INC. EQUITY 368710406 836 14,769 SH SOLE 1 14,769
GENERAL BINDING CORP EQUITY 369154109 78 3,724 SH SOLE 1 3,724
GENERAL CABLE CORP. EQUITY 369300108 296 24,507 SH SOLE 1 24,507
General Dynamics EQUITY 369550108 2676 25,000 SH SOLE 4 25,000
GENERAL DYNAMICS CORP EQUITY 369550108 30149 281,638 SH DEFINED 2 281,638
GENERAL DYNAMICS CORP. EQUITY 369550108 9492 88,668 SH SOLE 1 88,668
General Elec Co EQUITY 369604103 1983 55,000 SH SOLE 4 55,000
GENERAL ELEC CO EQUITY 369604103 41433 1,149,006 SH DEFINED 2 1,149,006
GENERAL ELECTRIC CO. EQUITY 369604103 332295 9,215,052 SH SOLE 1 9,215,052
GENERAL GROWTH PPTYS COM EQUITY 370021107 1 17249 SH SOLE 3 17249
GENERAL GROWTH PROPE EQUITY 370021107 775 22,741 SH SOLE 1 22,741
GENERAL MILLS, INC. EQUITY 370334104 7997 162,703 SH SOLE 1 162,703
GENERAL MLS INC EQUITY 370334104 5226 106,333 SH DEFINED 2 106,333
GENERAL MOTORS CORP. EQUITY 370442105 7686 261,502 SH SOLE 1 261,502
GENERAL MTRS CORP EQUITY 370442105 8957 304,767 SH DEFINED 2 304,767
GENESCO, INC. EQUITY 371532102 386 13,585 SH SOLE 1 13,585
GENESEE & WYO INC EQUITY 371559105 286 11,033 SH SOLE 1 11,033
GENESIS HEALTHCARE CORP EQUITY 37184D101 531 12,370 SH SOLE 1 12,370
GENESIS MICROCHIP INC EQUITY 37184C103 289 20,008 SH SOLE 1 20,008
GEN-PROBE INC EQUITY 36866T103 4010 89,991 SH SOLE 1 89,991
GEN-PROBE INC NEW COM EQUITY 36866T103 1 22800 SH SOLE 3 21800 1000
GENTA INC EQUITY 37245M207 43 37,821 SH SOLE 1 37,821
GENTEX CORP. EQUITY 371901109 4487 140,673 SH SOLE 1 140,673
GENTIVA HEALTH SERVICES EQUITY 37247A102 255 15,759 SH SOLE 1 15,759
GENUINE PARTS CO EQUITY 372460105 12067 277,463 SH DEFINED 2 277,463
GENUINE PARTS CO. EQUITY 372460105 3474 79,876 SH SOLE 1 79,876
GENWORTH FINANCIAL INC-CL A EQUITY 37247D106 101 3,654 SH SOLE 1 3,654
GENZYME CORP EQUITY 372917104 9192 160,592 SH DEFINED 2 160,592
GENZYME CORP EQUITY 372917104 10322 180,328 SH SOLE 1 180,328
GEO GROUP INC EQUITY 36159R103 148 5,175 SH SOLE 1 5,175
GEOGLOBAL RESOURCES INC EQUITY 37249T109 263 525,000 SH SOLE 1 525,000
GEORGIA GULF CORP COM PAR $0.0 EQUITY 373200203 5 100700 SH SOLE 3 98500 2200
GEORGIA GULF CORP. EQUITY 373200203 815 17,726 SH SOLE 1 17,726
GEORGIA PAC CORP EQUITY 373298108 11 313 SH DEFINED 2 313
GEORGIA-PACIFIC CORP. EQUITY 373298108 4213 118,721 SH SOLE 1 118,721
GERMAN AMERICAN BANCORP EQUITY 373865104 89 5,773 SH SOLE 1 5,773
GERON CORP EQUITY 374163103 172 28,124 SH SOLE 1 28,124
GETTY IMAGES INC COM EQUITY 374276103 2 31000 SH SOLE 3 29500 1500
GETTY IMAGES, INC. EQUITY 374276103 74 1,038 SH SOLE 1 1,038
GETTY REALTY CORP. EQUITY 374297109 318 12,464 SH SOLE 1 12,464
GEVITY HR INC EQUITY 374393106 282 14,774 SH SOLE 1 14,774
GFI GROUP INC COM EQUITY 361652209 4 152600 SH SOLE 3 148700 3900
GIANT INDUSTRIES INC EQUITY 374508109 170 6,623 SH SOLE 1 6,623
GIBRALTAR INDUSTRIES INC EQUITY 374689107 322 14,663 SH SOLE 1 14,663
GILEAD SCIENCES INC EQUITY 375558103 13357 373,110 SH DEFINED 2 373,110
Gilead Sciences, Inc USD.001
Com Stk EQUITY 375558103 62381 1,742,486 SH SOLE 1 1,742,486
GILLETTE CO EQUITY 375766102 60 1,182 SH DEFINED 2 1,182
GILLETTE CO. EQUITY 375766102 30032 594,931 SH SOLE 1 594,931
GLACIER BANCORP, INC. EQUITY 37637Q105 466 15,273 SH SOLE 1 15,273
GLADSTONE CAPITAL CORP EQUITY 376535100 125 5,912 SH SOLE 1 5,912
GLATFELTER, P.H. CO. EQUITY 377316104 1246 84,479 SH SOLE 1 84,479
GLENBOROUGH REALITY TRUST, INC EQUITY 37803P105 3479 181,942 SH SOLE 1 181,942
GLIMCHER REALITY TRUST EQUITY 379302102 590 24,902 SH SOLE 1 24,902
GLOBAL IMAGING SYSTEMS, INC. EQUITY 37934A100 510 14,388 SH SOLE 1 14,388
GLOBAL INDUSTRIES INC EQUITY 379336100 4929 524,400 SH DEFINED 2 524,400
GLOBAL INDUSTRIES LT EQUITY 379336100 476 50,658 SH SOLE 1 50,658
GLOBAL PAYMENTS INC. EQUITY 37940X102 44 679 SH SOLE 1 679
GLOBAL POWER EQUIPME EQUITY 37941P108 202 21,092 SH SOLE 1 21,092
GLOBAL SIGNAL INC EQUITY 37944Q103 180 5,993 SH SOLE 1 5,993
GMH COMMUNITIES TRUST EQUITY 36188G102 209 17,820 SH SOLE 1 17,820
GOLD BANK CORP., INC. EQUITY 379907108 351 24,991 SH SOLE 1 24,991
GOLD KIST INC EQUITY 380614107 135 8,477 SH SOLE 1 8,477
GOLDCORP INC. EQUITY 380956409 6241 437,875 SH DEFINED 1 0 437,875
GOLDEN TELECOM INC EQUITY 38122G107 1048 40,956 SH SOLE 1 40,956
GOLDEN WEST FINANCIAL CORP. EQUITY 381317106 7378 121,958 SH SOLE 1 121,958
GOLDEN WEST FINL CORP DEL EQUITY 381317106 20 338 SH DEFINED 2 338
GOLDMAN SACHS GROUP INC EQUITY 38141G104 16062 146,029 SH DEFINED 2 146,029
GOLDMAN SACHS GROUP INC EQUITY 38141G104 45182 410,786 SH SOLE 1 410,786
GOODRICH CORP EQUITY 382388106 6 145 SH DEFINED 2 145
GOODRICH CORP. EQUITY 382388106 2100 54,834 SH SOLE 1 54,834
GOODYEAR TIRE & RUBBER CO. EQUITY 382550101 2275 170,382 SH SOLE 1 170,382
GOODYEAR TIRE AND RUBBER EQUITY 382550101 3 219 SH DEFINED 2 219
GOODYS FAMILY CLOTHING EQUITY 382588101 106 11,736 SH SOLE 1 11,736
GORMAN RUPP CO COM EQUITY 383082104 123 5,716 SH SOLE 1 5,716
GOVERNMENT PROPERTIES TRUST EQUITY 38374W107 136 13,643 SH SOLE 1 13,643
GPO TELEVISA SA ADR-REPR 20 EQUITY 40049J206 2377 40,420 SH SOLE 1 40,420
GRACE, W.R. & CO. EQUITY 38388F108 349 40,920 SH SOLE 1 40,920
GRACO, INC. EQUITY 384109104 5028 124,588 SH SOLE 1 124,588
GRAFTECH INTERNATIONAL LTD EQUITY 384313102 345 60,640 SH SOLE 1 60,640
GRAINGER W W INC EQUITY 384802104 6 102 SH DEFINED 2 102
GRAMERCY CAPITAL CORP EQUITY 384871109 115 5,895 SH SOLE 1 5,895
GRANITE CONSTRUCTION, INC. EQUITY 387328107 2280 86,787 SH SOLE 1 86,787
GRANT PRIDECO INC EQUITY 38821G101 5394 223,263 SH SOLE 1 223,263
GRAPHIC PACKAGING CORP EQUITY 388688103 183 41,576 SH SOLE 1 41,576
GRAY TELEVISION INC EQUITY 389375106 405 27,978 SH SOLE 1 27,978
GREAT AMERICAN FINANCIAL RES EQUITY 389915109 77 4,517 SH SOLE 1 4,517
GREAT ATLANTIC & PACIFIC TEA EQUITY 390064103 154 10,303 SH SOLE 1 10,303
GREAT LAKES CHEM CORP. EQUITY 390568103 1804 56,173 SH SOLE 1 56,173
GREAT LAKES CHEMICAL CORP EQUITY 390568103 2 68 SH DEFINED 2 68
GREAT PLAINS ENERGY INC EQUITY 391164100 4115 134,581 SH SOLE 1 134,581
GREAT SOUTHERN BANCORP, INC. EQUITY 390905107 210 6,467 SH SOLE 1 6,467
GREATER BAY BANCORP EQUITY 391648102 3001 122,926 SH SOLE 1 122,926
GREENBRIER COMPANIES INC EQUITY 393657101 124 3,535 SH SOLE 1 3,535
GREENFIELD ONLINE EQUITY 395150105 64 3,276 SH SOLE 1 3,276
GREENHILL & CO INC EQUITY 395259104 112 3,125 SH SOLE 1 3,125
GREIF INC CL A EQUITY 397624107 566 8,124 SH SOLE 1 8,124
GREY WOLF, INC. EQUITY 397888108 764 116,185 SH SOLE 1 116,185
GRIFFON CORP. EQUITY 398433102 326 15,224 SH SOLE 1 15,224
GROUP 1 AUTOMOTIVE, INC. EQUITY 398905109 319 12,142 SH SOLE 1 12,142
GSI COMMERCE INC EQUITY 36238G102 163 12,065 SH SOLE 1 12,065
GTECH HOLDINGS CORP. EQUITY 400518106 4924 209,279 SH SOLE 1 209,279
GTX INC EQUITY 40052B108 31 3,382 SH SOLE 1 3,382
GUESS? INC EQUITY 401617105 127 9,291 SH SOLE 1 9,291
GUIDANT CORP EQUITY 401698105 28 379 SH DEFINED 2 379
GUIDANT CORP. EQUITY 401698105 13599 184,014 SH SOLE 1 184,014
GUILFORD PHARMACEUTICALS INC EQUITY 401829106 63 27,400 SH SOLE 1 27,400
GUITAR CENTER, INC. EQUITY 402040109 832 15,183 SH SOLE 1 15,183
GULF ISLAND FABRICATION, INC. EQUITY 402307102 117 4,990 SH SOLE 1 4,990
GULFMARK OFFSHORE, INC. EQUITY 402629109 234 9,013 SH SOLE 1 9,013
GYMBOREE CORP. EQUITY 403777105 239 19,040 SH SOLE 1 19,040
H J HEINZ CO. EQUITY 423074103 5542 150,437 SH SOLE 1 150,437
H.B. FULLER CO. EQUITY 359694106 515 17,774 SH SOLE 1 17,774
HAEMONETICS CORP. EQUITY 405024100 513 12,173 SH SOLE 1 12,173
HAIN CELESTIAL GROUP INC EQUITY 405217100 299 16,019 SH SOLE 1 16,019
HALLIBURTON CO EQUITY 406216101 26 600 SH DEFINED 2 600
HALLIBURTON CO. EQUITY 406216101 20295 469,237 SH SOLE 1 469,237
HANCOCK FABRICS, INC. EQUITY 409900107 88 11,780 SH SOLE 1 11,780
HANCOCK HOLDING CO. EQUITY 410120109 564 17,345 SH SOLE 1 17,345
HANDLEMAN CO. EQUITY 410252100 262 13,813 SH SOLE 1 13,813
HANGER ORTHOPEDIC GROUP EQUITY 41043F208 79 13,350 SH SOLE 1 13,350
HANMI FINL CORP EQUITY 410495105 304 18,342 SH SOLE 1 18,342
HANOVER COMPRESSOR COMPANY EQUITY 410768105 2258 187,100 SH SOLE 1 187,100
HANSEN NATURAL CORP EQUITY 411310105 224 3,744 SH SOLE 1 3,744
HARBOR FLORIDA BANCSHARES EQUITY 411901101 442 12,968 SH SOLE 1 12,968
HARLAND, JOHN H. CO. EQUITY 412693103 604 17,567 SH SOLE 1 17,567
HARLEY DAVIDSON INC EQUITY 412822108 20 344 SH DEFINED 2 344
HARLEY-DAVIDSON FUNDING EQUITY 412822108 7508 129,994 SH SOLE 1 129,994
HARLEYSVILLE GROUP, INC. EQUITY 412824104 160 8,061 SH SOLE 1 8,061
HARLEYSVILLE NATIONAL CORP. EQUITY 412850109 347 16,327 SH SOLE 1 16,327
HARMAN INT'L INDUSTRIES, INC. EQUITY 413086109 10282 116,228 SH SOLE 1 116,228
HARMONIC INC. EQUITY 413160102 428 44,782 SH SOLE 1 44,782
HARRAH'S ENTERTAINMENT, INC. EQUITY 413619107 3342 51,757 SH SOLE 1 51,757
HARRAHS ENTMT INC EQUITY 413619107 9 137 SH DEFINED 2 137
HARRAHS ENTMT INC COM EQUITY 413619107 2 32900 SH SOLE 3 31400 1500
HARRIS & HARRIS GROUP INC EQUITY 413833104 117 9,681 SH SOLE 1 9,681
HARRIS CORP DEL COM EQUITY 413875105 2 47600 SH SOLE 3 45400 2200
HARRIS CORP. EQUITY 413875105 7851 240,460 SH SOLE 1 240,460
HARRIS INTERACTIVE INC EQUITY 414549105 150 32,465 SH SOLE 1 32,465
HARSCO CORP. EQUITY 415864107 4473 75,035 SH SOLE 1 75,035
HART MARX EQUITY 417119104 136 14,262 SH SOLE 1 14,262
HARTE-HANKS COMMUNICATIONS EQUITY 416196103 3561 129,216 SH SOLE 1 129,216
HARTFORD FINANCIAL SVCS GR EQUITY 416515104 24 353 SH DEFINED 2 353
HARTFORD FINANCIAL SVCS GROUP EQUITY 416515104 47656 695,097 SH SOLE 1 695,097
HARVEST NATURAL RESOUR EQUITY 41754V103 267 22,414 SH SOLE 1 22,414
HASBRO INC EQUITY 418056107 4 201 SH DEFINED 2 201
HASBRO, INC. EQUITY 418056107 1556 76,098 SH SOLE 1 76,098
HAVERTY FURNITURE COMPANIES EQUITY 419596101 177 11,577 SH SOLE 1 11,577
HAWAIIAN ELECTRIC INDUSTRIES, EQUITY 419870100 4665 182,791 SH SOLE 1 182,791
HAYES LEMMERZ INTERNATIONAL EQUITY 420781304 122 23,529 SH SOLE 1 23,529
HCA INC EQUITY 404119109 26 488 SH DEFINED 2 488
HCA INC. EQUITY 404119109 9539 178,066 SH SOLE 1 178,066
HCC INSURANCE HOLDINGS, INC. EQUITY 404132102 4441 122,810 SH SOLE 1 122,810
HEADWATERS INC EQUITY 42210P102 687 20,939 SH SOLE 1 20,939
HEALTH CARE PPTY INVS COM EQUITY 421915109 10290 SH SOLE 3 10290
HEALTH CARE PPTYS INVEST INC EQUITY 421915109 320 13,634 SH SOLE 1 13,634
Health Care Prop Investors EQUITY 421915109 2112 90,000 SH SOLE 4 90,000
HEALTH CARE REIT, INC. EQUITY 42217K106 171 5,350 SH SOLE 1 5,350
HEALTH MANAGEMENT ASSOC. EQUITY 421933102 2914 111,296 SH SOLE 1 111,296
HEALTH MGMT ASSOC EQUITY 421933102 8 297 SH DEFINED 2 297
HEALTH NET INC. EQUITY 42222G108 6567 200,757 SH SOLE 1 200,757
Healthcare Realty Trust EQUITY 421946104 2369 65,000 SH SOLE 4 65,000
HEALTHCARE REALTY TRUST, INC. EQUITY 421946104 1218 33,422 SH SOLE 1 33,422
HEALTHCARE SVCS GRP IN EQUITY 421906108 236 9,716 SH SOLE 1 9,716
HEALTHEXTRAS INC EQUITY 422211102 492 29,527 SH SOLE 1 29,527
HEALTHEXTRAS INC COM EQUITY 422211102 4 220400 SH SOLE 3 216800 3600
HEARST-ARGYLE TELEVI EQUITY 422317107 20 780 SH SOLE 1 780
HEARTLAND EXPRESS, INC. EQUITY 422347104 540 28,210 SH SOLE 1 28,210
HEARTLAND FINANCIAL USA INC EQUITY 42234Q102 123 6,186 SH SOLE 1 6,186
HECLA MNG CO EQUITY 422704106 404 73,750 SH SOLE 1 73,750
HEICO CORP. EQUITY 422806109 244 12,144 SH SOLE 1 12,144
HEIDRICK & STRUGGLES INT'L EQUITY 422819102 384 10,439 SH SOLE 1 10,439
HEINZ H J CO EQUITY 423074103 16 427 SH DEFINED 2 427
HELIX TECHNOLOGY CORP. EQUITY 423319102 252 16,283 SH SOLE 1 16,283
HELMERICH & PAYNE, INC. EQUITY 423452101 4836 121,832 SH SOLE 1 121,832
HENRY JACK & ASSOCIATES EQUITY 426281101 2633 146,360 SH SOLE 1 146,360
HENRY SCHEIN INC EQUITY 806407102 5607 156,458 SH SOLE 1 156,458
HERCULES INC EQUITY 427056106 2 137 SH DEFINED 2 137
HERCULES, INC. EQUITY 427056106 1695 116,986 SH SOLE 1 116,986
HERITAGE PROPERTY INVESTMENT EQUITY 42725M107 583 19,657 SH SOLE 1 19,657
HERLEY INDS INC DEL EQUITY 427398102 122 7,117 SH SOLE 1 7,117
HERMAN MILLER, INC. EQUITY 600544100 3806 126,349 SH SOLE 1 126,349
HERSHA HOSPITALITY TRUST EQUITY 427825104 16 1,580 SH SOLE 1 1,580
HERSHEY FOODS CORP EQUITY 427866108 16 270 SH DEFINED 2 270
HEWITT ASSOCIATES INC-CL A EQUITY 42822Q100 26 984 SH SOLE 1 984
HEWLETT PACKARD CO EQUITY 428236103 6006 273,764 SH DEFINED 2 273,764
HEWLETT PACKARD CO. EQUITY 428236103 42355 1,930,510 SH SOLE 1 1,930,510
HEXCEL CORP. EQUITY 428291108 206 13,289 SH SOLE 1 13,289
HIBBETT SPORTING GOODS, INC. EQUITY 428565105 438 14,591 SH SOLE 1 14,591
HIBERNIA CORP EQUITY 428656102 10800 337,400 SH DEFINED 2 337,400
HIBERNIA CORP. CLASS A EQUITY 428656102 8980 280,530 SH SOLE 1 280,530
HIGHLAND HOSPITALITY CORP EQUITY 430141101 255 24,663 SH SOLE 1 24,663
HIGHWOODS PROPERTIES, INC. EQUITY 431284108 3559 132,689 SH SOLE 1 132,689
HILB, ROGAL & HAMILTON CO. EQUITY 431294107 687 19,199 SH SOLE 1 19,199
HILLENBRAND INDUSTRIES, INC. EQUITY 431573104 5890 106,182 SH SOLE 1 106,182
HILTON HOTELS CORP EQUITY 432848109 3922 175,471 SH SOLE 1 175,471
HILTON HOTELS CORP EQUITY 432848109 7006 313,469 SH DEFINED 2 313,469
HNI CORP EQUITY 404251100 1596 35,500 SH DEFINED 2 35,500
HNI CORP EQUITY 404251100 4217 93,812 SH SOLE 1 93,812
HOLLINGER INTERNATIONAL, INC. EQUITY 435569108 390 35,786 SH SOLE 1 35,786
HOLLIS-EDEN PHARMACEUTICALS EQUITY 435902101 60 8,582 SH SOLE 1 8,582
HOLLY CORP. EQUITY 435758305 473 12,692 SH SOLE 1 12,692
HOLLYWOOD ENTERTAINMENT CORP. EQUITY 436141105 432 32,801 SH SOLE 1 32,801
HOLLYWOOD PARK, INC. EQUITY 723456109 373 22,313 SH SOLE 1 22,313
HOLOGIC INC EQUITY 436440101 405 12,716 SH SOLE 1 12,716
HOLOGIC INC COM EQUITY 436440101 4 114300 SH SOLE 3 110800 3500
HOME DEPOT INC EQUITY 437076102 18976 496,229 SH DEFINED 2 496,229
HOME DEPOT, INC. EQUITY 437076102 47504 1,242,264 SH SOLE 1 1,242,264
HOME PROPERTIES INC. EQUITY 437306103 893 23,014 SH SOLE 1 23,014
HOMEBANC CORP/GA EQUITY 43738R109 192 21,773 SH SOLE 1 21,773
HOMESTORE.COM EQUITY 437852106 156 70,430 SH SOLE 1 70,430
HONEYWELL INTERNATIONAL INC. EQUITY 438516106 13662 367,155 SH SOLE 1 367,155
HONEYWELL INTL INC EQUITY 438516106 38 1,015 SH DEFINED 2 1,015
HOOKER FURNITURE CORP EQUITY 439038100 81 4,267 SH SOLE 1 4,267
HOOPER HOLMES, INC. EQUITY 439104100 136 35,699 SH SOLE 1 35,699
HORACE MANN EDUCATORS CORP. EQUITY 440327104 1825 102,849 SH SOLE 1 102,849
HORIZON FINANCIAL CORP EQUITY 44041F105 122 6,489 SH SOLE 1 6,489
HORMEL FOODS CORP. EQUITY 440452100 5882 189,086 SH SOLE 1 189,086
HORNBECK OFFSHORE SERVICES EQUITY 440543106 95 3,781 SH SOLE 1 3,781
HORNBECK OFFSHORE SVCS COM EQUITY 440543106 5 211800 SH SOLE 3 207000 4800
HORNBECK OFFSHORE SVCS INC EQUITY 440543106 6731 268,600 SH DEFINED 2 268,600
HOSPIRA INC EQUITY 441060100 6 197 SH DEFINED 2 197
Hospira Inc EQUITY 441060100 81 2,500 SH SOLE 4 2,500
HOSPIRA INC EQUITY 441060100 2343 72,597 SH SOLE 1 72,597
HOSPITALITY PROPERTIES TRUST EQUITY 44106M102 4819 119,342 SH SOLE 1 119,342
HOST MARRIOTT CORP COM EQUITY 44107p104 25620 SH SOLE 3 25620
HOT TOPIC INC EQUITY 441339108 655 29,982 SH SOLE 1 29,982
HOUSTON EXPLORATION COMPAN EQUITY 442120101 449 7,880 SH SOLE 1 7,880
HOVNANIAN ENTER, INC. COM
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HRPT PROPERTIES TRUST EQUITY 40426W101 8842 742,370 SH SOLE 1 742,370
HRPT TRUST EQUITY 40426w101 15460 SH SOLE 3 15460
HUB GROUP INC-CL A EQUITY 443320106 280 4,475 SH SOLE 1 4,475
HUBBELL INC. CLASS B EQUITY 443510201 5679 111,134 SH SOLE 1 111,134
HUDSON CITY BANCORP EQUITY 443683107 60 1,631 SH SOLE 1 1,631
HUDSON HIGHLAND GROUP INC EQUITY 443792106 212 12,420 SH SOLE 1 12,420
HUGHES SUPPLY, INC. EQUITY 444482103 49 1,643 SH SOLE 1 1,643
HUMAN GENOME SCIENCES, INC. EQUITY 444903108 744 80,745 SH SOLE 1 80,745
HUMANA INC EQUITY 444859102 6 191 SH DEFINED 2 191
HUMANA, INC. EQUITY 444859102 3582 112,161 SH SOLE 1 112,161
HUNT JB TRANS SVC INC COM EQUITY 445658107 3 62700 SH SOLE 3 61100 1600
HUNTINGTON BANCSHARES INC EQUITY 446150104 7 283 SH DEFINED 2 283
HUNTINGTON BANCSHARES, INC. EQUITY 446150104 2533 106,004 SH SOLE 1 106,004
HURON CONSULTING GROUP INC EQUITY 447462102 74 3,585 SH SOLE 1 3,585
HUSDON UNITED BANCORP EQUITY 444165104 40 1,137 SH SOLE 1 1,137
HUTCHINSON TECHNOLOGY, INC. EQUITY 448407106 565 16,258 SH SOLE 1 16,258
HYDRIL EQUITY 448774109 580 9,931 SH SOLE 1 9,931
HYPERCOM CORP EQUITY 44913M105 150 31,782 SH SOLE 1 31,782
HYPERION SOLUTIONS CORP EQUITY 44914M104 1071 24,285 SH SOLE 1 24,285
HYPERION SOLUTIONS CP COM EQUITY 44914M104 3 74600 SH SOLE 3 72300 2300
IAC/INTERACTIVECORP EQUITY 44919P102 1083 48,620 SH SOLE 1 48,620
IAMGOLD CORPORATION EQUITY 450913108 2714 440,700 SH DEFINED 1 0 440,700
IBERIABANK CORP EQUITY 450828108 220 3,904 SH SOLE 1 3,904
ICOS CORPORATION EQUITY 449295104 30 1,318 SH SOLE 1 1,318
ICU MEDICAL, INC. EQUITY 44930G107 233 6,575 SH SOLE 1 6,575
ID BIOMEDICAL CORP EQUITY 44936D108 1076 70,500 SH DEFINED 2 70,500
IDACORP, INC. EQUITY 451107106 2813 99,146 SH SOLE 1 99,146
IDENIX PHARMACEUTICALS INC EQUITY 45166R204 72 3,613 SH SOLE 1 3,613
IDENTIX INC EQUITY 451906101 278 55,014 SH SOLE 1 55,014
IDEX CORP EQUITY 45167R104 8667 185,600 SH DEFINED 2 185,600
IDEX CORP. EQUITY 45167R104 1262 31,272 SH SOLE 1 31,272
IDEXX LABORATORIES, INC. EQUITY 45168D104 46 849 SH SOLE 1 849
IDINE REWARDS NETWORK EQUITY 761557107 41 9,962 SH SOLE 1 9,962
IDT CORP-CL B EQUITY 448947309 21 1,446 SH SOLE 1 1,446
IDX SYSTEMS CORP. EQUITY 449491109 449 12,928 SH SOLE 1 12,928
I-FLOW CORP EQUITY 449520303 179 11,310 SH SOLE 1 11,310
IGATE CORP EQUITY 45169U105 48 12,986 SH SOLE 1 12,986
IHOP CORP. EQUITY 449623107 601 12,603 SH SOLE 1 12,603
II-VI INC EQUITY 902104108 244 13,980 SH SOLE 1 13,980
IKON OFFICE SOLUTIONS INC. EQUITY 451713101 28 2,866 SH SOLE 1 2,866
ILLINOIS TOOL WKS INC EQUITY 452308109 29 326 SH DEFINED 2 326
Illinois Tool Works EQUITY 452308109 1791 20,000 SH SOLE 4 20,000
ILLINOIS TOOL WORKS, INC. EQUITY 452308109 16278 181,813 SH SOLE 1 181,813
ILLUMINA INC EQUITY 452327109 147 18,141 SH SOLE 1 18,141
IMAGISTICS INTL INC EQUITY 45247T104 363 10,381 SH SOLE 1 10,381
IMATION CORP. EQUITY 45245A107 2871 82,610 SH SOLE 1 82,610
IMCLONE SYSTEMS EQUITY 45245W109 56 1,614 SH SOLE 1 1,614
IMMUCOR INC EQUITY 452526106 842 27,876 SH SOLE 1 27,876
IMMUNICON CORP EQUITY 45260A107 22 3,770 SH SOLE 1 3,770
IMMUNOGEN INC EQUITY 45253H101 119 22,829 SH SOLE 1 22,829
IMMUNOMEDICS, INC. EQUITY 452907108 68 28,124 SH SOLE 1 28,124
IMPAC MORTGAGE HOLDINGS INC EQUITY 45254P102 890 46,396 SH SOLE 1 46,396
IMPAX LABORATORIES INC EQUITY 45256B101 485 30,330 SH SOLE 1 30,330
IMPAX LABORATORIES INC COM EQUITY 45256B101 1 41000 SH SOLE 3 38800 2200
IMS HEALTH INC EQUITY 449934108 7 284 SH DEFINED 2 284
IMS HEALTH, INC. EQUITY 449934108 2571 105,398 SH SOLE 1 105,398
INAMED CORP EQUITY 453235103 4518 64,657 SH SOLE 1 64,657
INCO LTD EQUITY 453258402 2423 61,000 SH DEFINED 1 0 61,000
INCYTE CORP EQUITY 45337C102 295 43,183 SH SOLE 1 43,183
INDEPENDENCE COMMUNITY BANK EQUITY 453414104 5546 142,201 SH SOLE 1 142,201
INDEPENDENCE HLDG CO N EQUITY 453440307 51 2,854 SH SOLE 1 2,854
INDEPENDENT BANK CORP.
-MASSACHUSETTS EQUITY 453836108 266 9,165 SH SOLE 1 9,165
INDEPENDENT BANK CORP.-MICHIGAN EQUITY 453838104 333 11,590 SH SOLE 1 11,590
INDEVUS PHARMACEUTICALS INC EQUITY 454072109 72 25,793 SH SOLE 1 25,793
INDYMAC BANCORP, INC. EQUITY 456607100 3819 112,326 SH SOLE 1 112,326
INFINITY PROPERTY & CASUALTY EQUITY 45665Q103 403 12,881 SH SOLE 1 12,881
INFOCROSSING INC EQUITY 45664X109 156 9,822 SH SOLE 1 9,822
INFOCROSSING INC COM EQUITY 45664X109 5 335800 SH SOLE 3 331000 4800
INFOCUS CORPORATION EQUITY 45665B106 142 24,688 SH SOLE 1 24,688
INFORMATICA CORP EQUITY 45666Q102 442 53,467 SH SOLE 1 53,467
INFOSPACE INC. EQUITY 45678T201 812 19,895 SH SOLE 1 19,895
INFOUSA INC. CLASS B EQUITY 456818301 208 19,823 SH SOLE 1 19,823
INFRASOURCE SERVICES INC EQUITY 45684P102 65 5,377 SH SOLE 1 5,377
INGERSOLL RAND COMPANY LIM EQUITY G4776G101 17 212 SH DEFINED 2 212
INGERSOLL-RAND CO CL A EQUITY G4776G101 8379 105,202 SH SOLE 1 105,202
INGLES MARKETS INC CLASS A EQUITY 457030104 85 6,361 SH SOLE 1 6,361
INGRAM MICRO INC. CLASS A EQUITY 457153104 51 3,049 SH SOLE 1 3,049
INKINE PHARMACEUTICAL CO INC EQUITY 457214104 94 30,353 SH SOLE 1 30,353
INNKEEPERS USA TRUST EQUITY 4576J0104 307 23,781 SH SOLE 1 23,781
INNOVATIVE SOLUTIONS & SUPPORT EQUITY 45769N105 138 4,345 SH SOLE 1 4,345
INPHONIC INC EQUITY 45772G105 106 4,666 SH SOLE 1 4,666
INPUT/OUTPUT, INC. EQUITY 457652105 256 39,719 SH SOLE 1 39,719
INSIGHT COMMUNICATIO EQUITY 45768V108 329 27,769 SH SOLE 1 27,769
INSIGHT ENTERPRISES, INC. EQUITY 45765U103 528 30,079 SH SOLE 1 30,079
INSITUFORM TECH INC CL A EQUITY 457667103 1 94300 SH SOLE 3 91900 2400
INSITUFORM TECHNOLOGIES, INC.
CLASS A EQUITY 457667103 242 16,655 SH SOLE 1 16,655
INSPIRE PHARMACEUTICALS INC EQUITY 457733103 209 25,662 SH SOLE 1 25,662
INSTINET GROUP INCORPORATED EQUITY 457750107 18 3,068 SH SOLE 1 3,068
INSURANCE AUTO AUCTIONS INC COM EQUITY 457875102 150 5,389 SH SOLE 1 5,389
INSWEB CORP EQUITY 45809K202 26 9,194 SH SOLE 1 9,194
INTAC INTERNATIONAL EQUITY 45811T100 62 4,913 SH SOLE 1 4,913
INTEGRA BANK CORP. EQUITY 45814P105 211 9,546 SH SOLE 1 9,546
INTEGRA LIFESCIENCES CORP EQUITY 457985208 1208 34,300 SH DEFINED 2 34,300
INTEGRA LIFESCIENCES CORP EQUITY 457985208 9580 272,000 SH DEFINED 2 272,000
INTEGRA LIFESCIENCES HOLDINGS EQUITY 457985208 445 12,645 SH SOLE 1 12,645
INTEGRATED CIRCUIT SYSTEMS EQUITY 45811K208 2521 131,826 SH SOLE 1 131,826
INTEGRATED DEVICE TECHNOLOGY, EQUITY 458118106 3043 252,967 SH SOLE 1 252,967
INTEGRATED ELECTRICAL SERVICES EQUITY 45811E103 57 20,502 SH SOLE 1 20,502
INTEGRATED SILICON SOLUTION EQUITY 45812P107 149 22,250 SH SOLE 1 22,250
INTEL CORP EQUITY 458140100 27302 1,175,306 SH DEFINED 2 1,175,306
INTEL CORP. EQUITY 458140100 99537 4,284,829 SH SOLE 1 4,284,829
INTER PARFUMS INC EQUITY 458334109 45 3,156 SH SOLE 1 3,156
INTERACTIVE DATA CORP EQUITY 45840J107 476 22,921 SH SOLE 1 22,921
INTERCHANGE CORP EQUITY 45845K109 21 2,108 SH SOLE 1 2,108
INTERCHANGE FINL SVCS EQUITY 458447109 178 10,306 SH SOLE 1 10,306
INTERDIGITAL COMMUNICATION EQUITY 45866A105 531 34,639 SH SOLE 1 34,639
INTERFACE, INC. CLASS A EQUITY 458665106 188 27,602 SH SOLE 1 27,602
INTERGRAPH CORP. EQUITY 458683109 593 20,590 SH SOLE 1 20,590
INTERMAGNETICS GENERAL CORP. EQUITY 458771102 424 17,431 SH SOLE 1 17,431
INTERMUNE INC. EQUITY 45884X103 197 17,899 SH SOLE 1 17,899
INTERNAP NETWORK SERVICES EQUITY 45885A102 107 180,897 SH SOLE 1 180,897
INTERNATIONAL BANCSHARES CORP. EQUITY 459044103 31 893 SH SOLE 1 893
International Bus. Machines
ComStk U$ EQUITY 459200101 1067 11,680 SH SOLE 1 11,680
INTERNATIONAL BUSINESS MAC EQUITY 459200101 28022 306,651 SH DEFINED 2 306,651
International Business Machines EQUITY 459200101 914 10,000 SH SOLE 4 10,000
INTERNATIONAL FLAVOURS EQUITY 459506101 4 107 SH DEFINED 2 107
INTERNATIONAL GAME TECHNOL EQUITY 459902102 11 412 SH DEFINED 2 412
INTERNATIONAL GAME TECHNOLOGY EQUITY 459902102 3965 148,742 SH SOLE 1 148,742
INTERNATIONAL PAPER CO EQUITY 460146103 21 580 SH DEFINED 2 580
INTERNATIONAL PAPER CO. EQUITY 460146103 10196 277,150 SH SOLE 1 277,150
International Rectifier EQUITY 460254105 455 10,000 SH SOLE 4 10,000
INTERNATIONAL RECTIFIER CORP. EQUITY 460254105 5560 122,207 SH SOLE 1 122,207
INTERNATIONAL SECS EXCHANG EQUITY 46031W204 218 8,400 SH DEFINED 2 8,400
INTERNATIONAL SPEEDWAY CORP. EQUITY 460335201 4326 79,744 SH SOLE 1 79,744
INTERNATIONAL STEEL GROUP EQUITY 460377104 17 427 SH SOLE 1 427
INTERNET CAPITAL GROUP, INC. EQUITY 46059C205 167 23,738 SH SOLE 1 23,738
INTERNET SECURITY SY EQUITY 46060X107 439 24,002 SH SOLE 1 24,002
INTERPUBLIC GROUP CORP EQUITY 460690100 2371 193,091 SH SOLE 1 193,091
INTERPUBLIC GROUP COS INC EQUITY 460690100 6 511 SH DEFINED 2 511
INTERSECTIONS INC EQUITY 460981301 64 4,409 SH SOLE 1 4,409
INTERSIL CORP -CL A EQUITY 46069S109 4890 282,336 SH SOLE 1 282,336
INTER-TEL, INC. EQUITY 458372109 314 12,829 SH SOLE 1 12,829
INTERVIDEO INC EQUITY 46114Y101 59 5,344 SH SOLE 1 5,344
INTERVOICE-BRITE INC. EQUITY 461142101 251 22,404 SH SOLE 1 22,404
INTERWOVEN INC EQUITY 46114T508 196 25,211 SH SOLE 1 25,211
INTEVAC INC EQUITY 461148108 98 10,432 SH SOLE 1 10,432
INTL BUSINESS MACHINES CORP EQUITY 459200101 114387 1,251,772 SH SOLE 1 1,251,772
INT'L. FLAVORS & FRAGRANCES, EQUITY 459506101 1587 40,172 SH SOLE 1 40,172
INTRADO INC EQUITY 46117A100 132 10,767 SH SOLE 1 10,767
INTRALASE CORP EQUITY 461169104 80 4,756 SH SOLE 1 4,756
INTUIT EQUITY 461202103 9 213 SH DEFINED 2 213
Intuit EQUITY 461202103 875 20,000 SH SOLE 4 20,000
INTUIT, INC. EQUITY 461202103 6669 152,365 SH SOLE 1 152,365
INTUITIVE SURGICAL INC EQUITY 46120E602 950 20,897 SH SOLE 1 20,897
INVACARE CORP. EQUITY 461203101 722 16,182 SH SOLE 1 16,182
INVERNESS MEDICAL INNOVATION EQUITY 46126P106 197 8,375 SH SOLE 1 8,375
INVESTMENT TECHNOLOGY GROUP EQUITY 46145F105 478 27,339 SH SOLE 1 27,339
INVESTORS FINANCIAL SERVICES EQUITY 461915100 5879 120,200 SH SOLE 1 120,200
INVESTORS FINL SERVICE COM EQUITY 461915100 2 44500 SH SOLE 3 43500 1000
INVESTORS REAL ESTATE TRUST EQUITY 461730103 270 28,992 SH SOLE 1 28,992
INVITROGEN CORP EQUITY 46185R100 2768 40,000 SH DEFINED 2 40,000
INVITROGEN CORP EQUITY 46185R100 6676 96,480 SH SOLE 1 96,480
IOMEGA CORP EQUITY 462030305 138 32,132 SH SOLE 1 32,132
IOWA TELECOMMUNICATIONS SERV EQUITY 462594201 232 11,905 SH SOLE 1 11,905
IPASS INC EQUITY 46261V108 169 27,554 SH SOLE 1 27,554
IPAYMENT INC EQUITY 46262E105 276 6,541 SH SOLE 1 6,541
IPC Holdings Ltd. EQUITY G4933P101 460440 11,722,000 SH SOLE 1 11,722,000
IRON MOUNTAIN INC. EQUITY 462846106 77 2,654 SH SOLE 1 2,654
IRWIN FINANCIAL CORP. EQUITY 464119106 251 10,917 SH SOLE 1 10,917
ISHARES COHEN & STEERS RLTY EQUITY 464287564 275 2,200 SH SOLE 1 2,200
ISHARES LEHMAN 7-10 YR TREASURY
BOND EQUITY 464287440 937 11,200 SH SOLE 1 11,200
ISHARES MSCI EAFE INDEX FUND EQUITY 464287465 12630 79,500 SH SOLE 1 79,500
iSHARES MSCI HONG KONG INDEX EQUITY 464286871 1830 159,000 SH SOLE 1 159
iSHARES MSCI JAPAN INDEX FD EQUITY 464286848 10610 1,011,470 SH SOLE 1 1,011,470
iSHARES RUSSELL 2000 EQUITY 464287655 4031 33,000 SH SOLE 1 33,000
ISHARES RUSSELL MIDCAP GRWTH EQUITY 464287481 1592 19,200 SH SOLE 1 19,200
ISHARES RUSSELL MIDCAP VALUE EQUITY 464287473 1332 11,800 SH SOLE 1 11,800
ISHARES S&P 500/BARRA GROWTH EQUITY 464287309 977 17,300 SH SOLE 1 17,300
ISHARES S&P 500/BARRA VALUE EQUITY 464287408 768 12,600 SH SOLE 1 12,600
ISHARES S&P GLOBAL 100 EQUITY 464287572 139 2,300 SH SOLE 1 2,300
ISIS PHARMACEUTICALS, INC. EQUITY 464330109 125 32,316 SH SOLE 1 32,316
ISLE CAPRI CASINOS INC EQUITY 464592104 1083 40,800 SH DEFINED 2 40,800
ISLE OF CAPRI CASINOS EQUITY 464592104 1441 54,313 SH SOLE 1 54,313
ISOLAGEN INC EQUITY 46488N103 86 13,716 SH SOLE 1 13,716
ISOLAGEN INC COM EQUITY 46488N103 3 460100 SH SOLE 3 451900 8200
ISTA PHARMACEUTICALS INC. EQUITY 45031X204 51 5,168 SH SOLE 1 5,168
ISTAR FINANCIAL INC EQUITY 45031U101 9735 236,407 SH SOLE 1 236,407
ITC DELTACOM INC EQUITY 45031T401 6 7,828 SH SOLE 1 7,828
ITLA CAP CORP EQUITY 450565106 154 3,091 SH SOLE 1 3,091
ITRON, INC. EQUITY 465741106 385 13,000 SH SOLE 1 13,000
ITT EDUCATIONAL SERVICES, INC. EQUITY 45068B109 4026 83,009 SH SOLE 1 83,009
ITT EDUCATIONAL SVCS COM EQUITY 45068B109 6 117700 SH SOLE 3 115000 2700
ITT INDS INC EQUITY 450911102 22588 250,315 SH DEFINED 2 250,315
ITT INDUSTRIAL INC EQUITY 450911102 3810 42,222 SH SOLE 1 42,222
ITT Industries EQUITY 450911102 2184 24,200 SH SOLE 4 24,200
IVANHOE MINES LTD EQUITY 46579N103 12916 1,716,860 SH DEFINED 1 0 1,716,860
IVAX CORP. EQUITY 465823102 7867 397,933 SH SOLE 1 397,933
IVAX DIAGNOSTICS INC EQUITY 45070W109 17 4,190 SH SOLE 1 4,190
IVILLAGE INC EQUITY 46588H105 119 19,602 SH SOLE 1 19,602
IXIA EQUITY 45071R109 291 16,476 SH SOLE 1 16,476
IXIA COM EQUITY 45071R109 6 351600 SH SOLE 3 345000 6600
IXYS CORP. EQUITY 46600W106 134 11,715 SH SOLE 1 11,715
J & J SNACK FOODS CORP EQUITY 466032109 177 3,777 SH SOLE 1 3,777
J JILL GROUP INC EQUITY 466189107 152 11,077 SH SOLE 1 11,077
J.B. HUNT TRANSPORT SERVICES EQUITY 445658107 5435 124,178 SH SOLE 1 124,178
J.C. PENNEY CO., INC. EQUITY 708160106 15190 292,558 SH SOLE 1 292,558
J0-ANN STORES INC EQUITY 47758P307 331 11,770 SH SOLE 1 11,770
J2 GLOBAL COMMUNICATIO EQUITY 46626E205 403 11,744 SH SOLE 1 11,744
JABIL CIRCUIT INC EQUITY 466313103 7 229 SH DEFINED 2 229
Jabil Circuit Inc USD0.001 EQUITY 466313103 16338 572,865 SH SOLE 1 572,865
JACK IN THE BOX INC. EQUITY 466367109 844 22,754 SH SOLE 1 22,754
JACKSON HEWITT TAX SERVICE EQUITY 468202106 490 23,445 SH SOLE 1 23,445
JACOBS ENGINEERING GROUP, INC. EQUITY 469814107 5331 102,685 SH SOLE 1 102,685
JACOBS ENGR GROUP DEL EQUITY 469814107 1 12300 SH SOLE 3 11700 600
JACUZZI BRANDS INC EQUITY 469865109 459 46,995 SH SOLE 1 46,995
JAKKS PACIFIC, INC. EQUITY 47012E106 339 15,795 SH SOLE 1 15,795
JAMDAT MOBILE INC EQUITY 47023T100 16 900 SH DEFINED 2 900
JAMDAT MOBILE INC EQUITY 47023T100 66 3,817 SH SOLE 1 3,817
JANUS CAP GROUP INC EQUITY 47102X105 4 289 SH DEFINED 2 289
JANUS CAPITAL GROUP EQUITY 47102X105 2293 164,382 SH SOLE 1 164,382
JARDEN CORP EQUITY 471109108 778 16,958 SH SOLE 1 16,958
JDA SOFTWARE GROUP, INC. EQUITY 46612K108 225 16,033 SH SOLE 1 16,033
JDS UNIPHASE CORP EQUITY 46612J101 3 1,731 SH DEFINED 2 1,731
JDS UNIPHASE CORP EQUITY 46612J101 2121 1,269,903 SH SOLE 1 1,269,903
JEFFERIES GROUP, INC. EQUITY 472319102 3507 93,086 SH SOLE 1 93,086
JEFFERSON PILOT CORP EQUITY 475070108 8 165 SH DEFINED 2 165
JEFFERSON-PILOT CORP. EQUITY 475070108 3625 73,897 SH SOLE 1 73,897
JETBLUE AIRWAYS CORP EQUITY 477143101 3372 177,103 SH SOLE 1 177,103
JLG INDUSTRIES, INC. EQUITY 466210101 587 27,249 SH SOLE 1 27,249
JM SMUCKER CO/THE NEW COM WI EQUITY 832696405 5314 105,653 SH SOLE 1 105,653
JOHN B. SANFILIPPO & SON EQUITY 800422107 96 3,925 SH SOLE 1 3,925
JOHN WILEY & SONS, INC. CLASS A EQUITY 968223206 40 1,148 SH SOLE 1 1,148
JOHNSON & JOHNSON EQUITY 478160104 171707 3,554,613 SH SOLE 1 2,554,613
JOHNSON + JOHNSON EQUITY 478160104 46224 688,266 SH DEFINED 2 688,266
Johnson and Johnson EQUITY 478160104 4030 60,000 SH SOLE 4 60,000
JOHNSON CONTROLS, INC. EQUITY 478366107 4884 87,589 SH SOLE 1 87,589
JOHNSON CTLS INC EQUITY 478366107 10684 191,610 SH DEFINED 2 191,610
JONES APPAREL GROUP INC EQUITY 480074103 5 149 SH DEFINED 2 149
JONES APPAREL GROUP, INC. EQUITY 480074103 5074 151,507 SH SOLE 1 151,507
JONES LANG LASALLE INC COM EQUITY 48020Q107 3 69300 SH SOLE 3 65700 3600
JONES LANG LASALLE, INC. EQUITY 48020Q107 927 19,880 SH SOLE 1 19,880
JOS A BANK CLOTHIERS INC EQUITY 480838101 187 6,379 SH SOLE 1 6,379
JOURNAL COMMUNICATIONS INC-A EQUITY 481130102 208 12,585 SH SOLE 1 12,585
JOURNAL REGISTER CO. EQUITY 481138105 437 26,152 SH SOLE 1 26,152
JOY GLOBAL INC. EQUITY 481165108 1665 47,492 SH SOLE 1 47,492
JPMorgan Chase & Co USD1.00 EQUITY 46625H100 131577 3,802,797 SH SOLE 1 3,802,797
JPMORGAN CHASE + CO EQUITY 46625H100 21055 608,528 SH DEFINED 2 608,528
JUNIPER NETWORKS, INC. EQUITY 48203R104 19642 890,369 SH SOLE 1 890,369
JUPITERMEDIA CORP EQUITY 48207D101 161 10,383 SH SOLE 1 10,383
JUPITERMEDIA CORP COM 144 EQUITY 48207D101 7 446100 SH SOLE 3 441200 4900
K V PHARMACEUT [A] EQUITY 482740206 517 22,263 SH SOLE 1 22,263
K.FORCE INC. EQUITY 493732101 175 15,916 SH SOLE 1 15,916
K2, INC. EQUITY 482732104 356 25,920 SH SOLE 1 25,920
KADANT INC EQUITY 48282T104 165 8,919 SH SOLE 1 8,919
KAMAN CORP., CLASS A EQUITY 483548103 164 13,168 SH SOLE 1 13,168
KANA SOFTWARE INC. EQUITY 483600300 36 SH SOLE 1 36
KANBAY INTERNATIONAL INC EQUITY 48369P207 91 4,457 SH SOLE 1 4,457
KANSAS CITY LIFE INSURANCE CO. EQUITY 484836101 112 2,294 SH SOLE 1 2,294
KANSAS CITY SOUTHERN EQUITY 485170302 752 39,065 SH SOLE 1 39,065
KAYDON CORP. EQUITY 486587108 551 17,533 SH SOLE 1 17,533
KB HOME EQUITY 48666K109 6 53 SH DEFINED 2 53
KB HOME EQUITY 48666K109 2220 18,898 SH SOLE 1 18,898
KCS ENERGY, INC. EQUITY 482434206 468 30,493 SH SOLE 1 30,493
KEANE INC EQUITY 486665102 2012 154,400 SH DEFINED 2 154,400
KEANE, INC. EQUITY 486665102 1708 131,086 SH SOLE 1 131,086
KEITHLEY INSTRUMENTS, INC. EQUITY 487584104 127 7,848 SH SOLE 1 7,848
KELLOGG CO EQUITY 487836108 19 429 SH DEFINED 2 429
KELLOGG CO. EQUITY 487836108 6890 159,239 SH SOLE 1 159,239
KELLWOOD CO. EQUITY 488044108 487 16,926 SH SOLE 1 16,926
KELLY SERVICES, INC., CLASS A EQUITY 488152208 1719 59,711 SH SOLE 1 59,711
KEMET CORP. EQUITY 488360108 1611 207,882 SH SOLE 1 207,882
KENNAMETAL, INC. EQUITY 489170100 4252 89,539 SH SOLE 1 89,539
KENSEY NASH CORP EQUITY 490057106 161 5,939 SH SOLE 1 5,939
KERR MCGEE CORP EQUITY 492386107 15 190 SH DEFINED 2 190
KERR-MCGEE CORP EQUITY 492386107 5784 73,840 SH SOLE 1 73,840
KERYX BIOPHARMACEUTICALS EQUITY 492515101 180 13,495 SH SOLE 1 13,495
KEY BANK NA EQUITY 493267108 12997 400,512 SH SOLE 1 400,512
KEY ENERGY SERVICES INC EQUITY 492914106 932 81,253 SH SOLE 1 81,253
Keycorp EQUITY 493267108 2109 65,000 SH SOLE 4 65,000
KEYCORP NEW EQUITY 493267108 16 492 SH DEFINED 2 492
KEYNOTE SYSTEMS INC EQUITY 493308100 114 9,593 SH SOLE 1 9,593
Keyspan EQUITY 49337W100 7326 188,000 SH SOLE 4 188,000
KEYSPAN CORP EQUITY 49337W100 8 193 SH DEFINED 2 193
KEYSPAN CORPORATION EQUITY 49337W100 39537 1,014,560 SH SOLE 1 1,014,560
KEYSTONE AUTOMOTIVE IN EQUITY 49338N109 219 9,474 SH SOLE 1 9,474
K-FED BANCORP EQUITY 48246S101 45 3,546 SH SOLE 1 3,546
KFX INC EQUITY 48245L107 377 28,151 SH SOLE 1 28,151
KILROY REALTY CORP. EQUITY 49427F108 815 19,920 SH SOLE 1 19,920
KIMBALL INTERNATIONAL, INC.
CLASS B EQUITY 494274103 196 13,496 SH SOLE 1 13,496
KIMBERLY CLARK CORP EQUITY 494368103 38 574 SH DEFINED 2 574
KIMBERLY-CLARK CORP. EQUITY 494368103 13580 206,604 SH SOLE 1 206,604
KIMCO REALTY EQUITY 49446R109 7195 133,481 SH SOLE 1 133,481
KIMCO REALTY CORP COM EQUITY 49446R109 7370 SH SOLE 3 7370
Kinder Morgan Energy Partners EQUITY 494550106 2475 55,000 SH SOLE 4 55,000
KINDER MORGAN ENERGY PRTNRS EQUITY 494550106 10460 232,450 SH SOLE 1 232,450
Kinder Morgan Inc EQUITY 49455P101 3028 40,000 SH SOLE 4 40,000
KINDER MORGAN INC KANS EQUITY 49455P101 11 141 SH DEFINED 2 141
KINDER MORGAN INC. EQUITY 49455P101 13111 173,194 SH SOLE 1 173,194
KINDRED HEALTHCARE INC EQUITY 494580103 576 16,423 SH SOLE 1 16,423
KINETIC CONSEPTS INC EQUITY 49460W208 37 625 SH SOLE 1 625
KING PHARMACEUTICALS INC EQUITY 495582108 2 295 SH DEFINED 2 295
KING PHARMACEUTICALS, INC. EQUITY 495582108 3318 399,300 SH SOLE 1 399,300
KINROSS GOLD EQUITY 496902404 5218 857,500 SH DEFINED 1 0 857,500
KINTERA INC EQUITY 49720P506 22 4,155 SH SOLE 1 4,155
KIRBY CORP. EQUITY 497266106 568 13,517 SH SOLE 1 13,517
KIRKLAND'S INC EQUITY 497498105 76 6,903 SH SOLE 1 6,903
KITE REALTY GROUP TRUST EQUITY 49803T102 171 11,879 SH SOLE 1 11,879
KLA TENCOR CORP EQUITY 482480100 11 238 SH DEFINED 2 238
KLA-TENCOR CORP COM EQUITY 482480100 9400 SH SOLE 3 9000 400
KLA-TENCOR CORP. EQUITY 482480100 5163 112,216 SH SOLE 1 112,216
KNBT BANCORP INC EQUITY 482921103 291 19,046 SH SOLE 1 19,046
KNIGHT RIDDER INC EQUITY 499040103 7 98 SH DEFINED 2 98
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LUBRIZOL CORP. EQUITY 549271104 4944 121,656 SH SOLE 1 121,656
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LUCENT TECHNOLOGIES INC EQUITY 549463107 5233 1,903,084 SH SOLE 1 1,903,084
LUFKIN INDS INC COM EQUITY 549764108 214 4,427 SH SOLE 1 4,427
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LUMINEX CORP EQUITY 55027E102 126 16,723 SH SOLE 1 16,723
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M&T BANK CORP. EQUITY 55261F104 4536 44,444 SH SOLE 1 44,444
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MAPINFO CORP COM EQUITY 565105103 152 12,597 SH SOLE 1 12,597
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MARATHON OIL CORP EQUITY 565849106 7438 158,517 SH SOLE 1 158,517
MARCHEX INC-CLASS B EQUITY 56624R108 48 2,563 SH SOLE 1 2,563
MARCONI CORP PLC-SPONS ADR EQUITY 56630M101 504 24,568 SH SOLE 1 24,568
MARCUS CORP EQUITY 566330106 252 12,304 SH SOLE 1 12,304
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MARSH & MCLENNAN COMPANIES INC EQUITY 571748102 12568 413,161 SH SOLE 1 413,161
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MARSHALL EDWARDS INC EQUITY 572322303 37 4,470 SH SOLE 1 4,470
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MARTEN TRANSPORT LTD EQUITY 573075108 122 5,703 SH SOLE 1 5,703
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MARTIN MARIETTA MATERIALS EQUITY 573284106 4771 85,321 SH SOLE 1 85,321
MARVEL ENTERPRISES INC EQUITY 57383M108 34 1,719 SH SOLE 1 1,719
MARVELL TECH GROUP LTD ORD EQUITY G5876H105 1 29600 SH SOLE 3 28300 1300
MARVELL TECHNOLOGY GROUP L EQUITY G5876H105 16839 439,200 SH DEFINED 2 439,200
MARVELL TECHNOLOGY GROUP LTD EQUITY G5876H105 679 17,720 SH SOLE 1 17,720
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MASCO CORP. EQUITY 574599106 8204 236,617 SH SOLE 1 236,617
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MATRIX SERVICE CO EQUITY 576853105 46 10,685 SH SOLE 1 10,685
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MAYTAG CORP EQUITY 578592107 1 100 SH DEFINED 2 100
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MCCORMICK + CO INC EQUITY 579780206 10919 317,122 SH DEFINED 2 317,122
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MCG CAPITAL CORP EQUITY 58047P107 1809 117,562 SH SOLE 1 117,562
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MCI INC EQUITY 552691107 4170 167,454 SH SOLE 1 167,454
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MEASUREMENT SPECIALTIES INC EQUITY 583421102 153 6,658 SH SOLE 1 6,658
Mechel Steel Group OAO - ADR EQUITY 583840103 5410 202,100 SH SOLE 1 202,100
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MEDAREX INC COM EQUITY 583916101 3 438300 SH SOLE 3 425800 12500
MEDCATH CORP EQUITY 58404W109 110 3,756 SH SOLE 1 3,756
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MEDCO HEALTH SOLUTIONS INC EQUITY 58405U102 16 330 SH DEFINED 2 330
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MEDIA GENERAL, INC. CLASS A EQUITY 584404107 2677 43,287 SH SOLE 1 43,287
MEDIACOM COMMUNICATI EQUITY 58446K105 269 41,120 SH SOLE 1 41,120
MEDICAL ACTION IND INC EQUITY 58449L100 96 5,090 SH SOLE 1 5,090
MEDICAL STAFFING NETWORK HOLDINGS EQUITY 58463F104 50 7,555 SH SOLE 1 7,555
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MEDICINES COMPANY EQUITY 584688105 674 29,740 SH SOLE 1 29,740
MEDICIS PHARMACEUTIC EQUITY 584690309 41 1,353 SH SOLE 1 1,353
MEDICURE EQUITY 58469E101 1110 1,839,000 SH DEFINED 1 0 1,839,000
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MERCANTILE BANK CORP EQUITY 587376104 183 4,467 SH SOLE 1 4,467
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MERCK & CO., INC. EQUITY 589331107 41257 1,274,531 SH SOLE 1 1,274,531
MERCK + CO INC EQUITY 589331107 12358 381,775 SH DEFINED 2 381,775
MERCURY COMPUTER SYSTEMS INC EQUITY 589378108 365 13,229 SH SOLE 1 13,229
MERCURY GENERAL CORP EQUITY 589400100 37 661 SH SOLE 1 661
MERCURY INTERACTIVE CORP EQUITY 589405109 5 106 SH DEFINED 2 106
MERCURY INTERACTIVE CORP. EQUITY 589405109 10407 219,660 SH SOLE 1 219,660
MEREDITH CORP EQUITY 589433101 3 57 SH DEFINED 2 57
MEREDITH CORP EQUITY 589433101 958 20,490 SH SOLE 1 20,490
MERGE TECHNOLOGIES INC EQUITY 589981109 120 6,840 SH SOLE 1 6,840
MERIDIAN RESOURCE CORP EQUITY 58977Q109 196 37,982 SH SOLE 1 37,982
MERISTAR HOSPITALITY CORP EQUITY 58984Y103 3456 493,695 SH DEFINED 2 493,695
MERISTAR HOSPITALITY CORP. EQUITY 58984Y103 4230 604,218 SH SOLE 1 604,218
MERIT MED SYS INC EQUITY 589889104 175 14,620 SH SOLE 1 14,620
MERITAGE HOMES CORPORATION EQUITY 59001A102 778 13,197 SH SOLE 1 13,197
MERIX CORPORATION EQUITY 590049102 126 11,233 SH SOLE 1 11,233
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MERRILL LYNCH + CO INC EQUITY 590188108 16901 298,612 SH DEFINED 2 298,612
MESA AIRLINES, INC. EQUITY 590479101 138 19,769 SH SOLE 1 19,769
METAL MANAGEMENT INC EQUITY 591097209 282 10,986 SH SOLE 1 10,986
METALS USA INC EQUITY 591324207 246 12,581 SH SOLE 1 12,581
METHODE ELECTRONICS, INC. EQUITY 591520200 268 22,127 SH SOLE 1 22,127
METLIFE INC EQUITY 59156R108 34 875 SH DEFINED 2 875
METLIFE, INC. EQUITY 59156R108 15464 395,505 SH SOLE 1 395,505
METRIS COMPANIES INC EQUITY 591598107 233 20,111 SH SOLE 1 20,111
METRO-GOLDWYN-MAYER EQUITY 591610100 822 68,789 SH SOLE 1 68,789
METROLOGIC INSTRUMENTS INC EQUITY 591676101 147 6,546 SH SOLE 1 6,546
METTLER-TOLEDO INTERNATIONAL EQUITY 592688105 52 1,090 SH SOLE 1 1,090
MFS Municipal Inc EQUITY 552738106 132 17,700 SH SOLE 4 17,700
MGE ENERGY INC EQUITY 55277P104 413 12,453 SH SOLE 1 12,453
MGI PHARMA INC EQUITY 552880106 43 1,702 SH SOLE 1 1,702
MGIC INVESTMENT CORP. EQUITY 552848103 2733 44,322 SH SOLE 1 44,322
MGIC INVT CORP WIS EQUITY 552848103 7 120 SH DEFINED 2 120
MGM GRAND INC EQUITY 552953101 2967 41,893 SH SOLE 1 41,893
MGM MIRAGE COM EQUITY 552953101 6 82400 SH SOLE 3 80700 1700
MGM MIRAGEINC EQUITY 552953101 2532 35,750 SH DEFINED 2 35,750
MGP INGREDIENTS INC EQUITY 55302G103 41 4,933 SH SOLE 1 4,933
MICHAELS STORES, INC. EQUITY 594087108 8844 243,633 SH SOLE 1 243,633
MICREL, INC. EQUITY 594793101 1695 183,890 SH SOLE 1 183,890
MICRO THERAPEUTICS INC EQUITY 59500W100 33 8,474 SH SOLE 1 8,474
MICROCHIP TECHNOLOGY, INC. EQUITY 595017104 10046 386,240 SH SOLE 1 386,240
MICROMUSE INC EQUITY 595094103 221 48,816 SH SOLE 1 48,816
MICRON TECHNOLOGY INC EQUITY 595112103 8 736 SH DEFINED 2 736
MICRON TECHNOLOGY, INC. EQUITY 595112103 2887 279,219 SH SOLE 1 279,219
MICROS SYSTEMS, INC. EQUITY 594901100 737 20,086 SH SOLE 1 20,086
MICROSEMI CORP COM EQUITY 595137100 7 437700 SH SOLE 3 428900 8800
MICROSEMI CORP. EQUITY 595137100 604 37,074 SH SOLE 1 37,074
MICROSOFT CORP EQUITY 594918104 43485 1,799,130 SH DEFINED 2 1,799,130
Microsoft Corp Com Stk EQUITY 594918104 197892 8,187,490 SH SOLE 1 8,187,490
MICROSTRATEGY INC EQUITY 594972408 406 7,474 SH SOLE 1 7,474
MICROSTRATEGY INC CL A NEW EQUITY 594972408 2 36400 SH SOLE 3 35200 1200
MICROSTRATERGY INC-WT07 EQUITY 594972119 509 SH SOLE 1 1
MICROTEK MEDICAL HOLDINGS IN EQUITY 59515B109 96 26,792 SH SOLE 1 26,792
MICROTUNE INC EQUITY 59514P109 138 32,060 SH SOLE 1 32,060
MICROTUNE INC DEL COM EQUITY 59514P109 2 531300 SH SOLE 3 520500 10800
MICROVISION INC. EQUITY 594960106 68 11,626 SH SOLE 1 11,626
MID STATE BANCSHARES EQUITY 595440108 390 14,643 SH SOLE 1 14,643
MID-AMERICA APT. COMMUNITIES EQUITY 59522J103 461 12,625 SH SOLE 1 12,625
MIDAS, INC. EQUITY 595626102 220 9,630 SH SOLE 1 9,630
MIDDLEBY CORP EQUITY 596278101 138 2,784 SH SOLE 1 2,784
MIDDLESEX WATER CO EQUITY 596680108 128 7,051 SH SOLE 1 7,051
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MIDWAY GAMES INC. EQUITY 598148104 295 28,772 SH SOLE 1 28,772
MIDWEST BANC HOLDINGS INC. EQUITY 598251106 134 6,719 SH SOLE 1 6,719
MILACRON, INC. EQUITY 598709103 53 17,511 SH SOLE 1 17,511
MILLENNIUM PHARMACEUTICALS EQUITY 599902103 3531 419,400 SH DEFINED 2 419,400
MILLENNIUM PHARMACEUTICALS, IN EQUITY 599902103 5078 603,042 SH SOLE 1 603,042
MILLIPORE CORP EQUITY 601073109 3 67 SH DEFINED 2 67
MILLIPORE CORP. EQUITY 601073109 980 22,591 SH SOLE 1 22,591
MILLS CORP COM EQUITY 601148109 4240 SH SOLE 3 4240
MILLS CORP. EQUITY 601148109 295 5,580 SH SOLE 1 5,580
MINAS BUENAVENTURA-SPON ADR EQUITY 204448104 979 42,960 SH SOLE 1 42,960
MINDSPEED TECHNOLOGIES INC EQUITY 602682106 138 62,041 SH SOLE 1 62,041
MINE SAFETY APPLIANCES CO. EQUITY 602720104 521 13,446 SH SOLE 1 13,446
MINERALS TECHNOLOGIES, INC. EQUITY 603158106 3250 49,407 SH SOLE 1 49,407
MIPS TECHNOLOGIES INC EQUITY 604567107 294 25,545 SH SOLE 1 25,545
MISSION RESOURCES CORP EQUITY 605109107 179 25,307 SH SOLE 1 25,307
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MOBILE MINI INC. EQUITY 60740F105 362 8,952 SH SOLE 1 8,952
Mobile Telesystems - Sponsored ADR 607409109 9566 271,850 SH SOLE 1 271,850
MOBILITY ELECTRONICS INC EQUITY 60741U101 108 15,410 SH SOLE 1 15,410
MODINE MANUFACTURING CO. EQUITY 607828100 2125 72,457 SH SOLE 1 72,457
MOHAWK INDUSTRIES, INC. EQUITY 608190104 9053 107,394 SH SOLE 1 107,394
MOLECULAR DEVICES CORP. EQUITY 60851C107 183 9,607 SH SOLE 1 9,607
MOLEX INC EQUITY 608554101 5 204 SH DEFINED 2 204
MOLEX, INC. EQUITY 608554101 2176 82,537 SH SOLE 1 82,537
MOLINA HEALTHCARE INC EQUITY 60855R100 298 6,464 SH SOLE 1 6,464
MOLSON COORS BREWING CO EQUITY 60871R209 8 98 SH DEFINED 2 98
MOLSON COORS BREWING CO -B EQUITY 60871R209 2880 37,326 SH SOLE 1 37,326
MOMENTA PHARMACEUTICALS INC EQUITY 60877T100 32 3,829 SH SOLE 1 3,829
MONACO COACH CORP EQUITY 60886R103 263 16,278 SH SOLE 1 16,278
MONEYGRAM INTERNATIONAL EQUITY 60935Y109 2928 155,005 SH SOLE 1 155,005
MONMOUTH REIT -CL A EQUITY 609720107 10 1,210 SH SOLE 1 1,210
MONOLITHIC POWER SYSTEMS INC EQUITY 609839105 30 3,453 SH SOLE 1 3,453
MONOLITHIC SYS TECHNOL EQUITY 609842109 85 14,564 SH SOLE 1 14,564
MONRO MUFFLER BRAKE IN EQUITY 610236101 151 5,852 SH SOLE 1 5,852
MONSANTO CO EQUITY 61166W101 7855 121,784 SH SOLE 1 121,784
MONSANTO CO NEW EQUITY 61166W101 20 317 SH DEFINED 2 317
MONSTER WORLDWIDE INC EQUITY 611742107 4 135 SH DEFINED 2 135
MONSTER WORLDWIDE INC EQUITY 611742107 1518 54,206 SH SOLE 1 54,206
MONSTER WORLDWIDE INC COM EQUITY 611742107 2 59600 SH SOLE 3 56500 3100
MOODYS CORP EQUITY 615369105 14 168 SH DEFINED 2 168
MOODY'S CORP. EQUITY 615369105 12474 154,271 SH SOLE 1 154,271
MOOG INC. EQUITY 615394202 734 16,229 SH SOLE 1 16,229
MORGAN STANLEY EQUITY 617446448 13430 234,579 SH DEFINED 2 234,579
MORGAN STANLEY EQUITY 617446448 34170 596,853 SH SOLE 1 596,853
MORGAN STANLEY DEAN WITTER & C REPO EQUITY 568427108 136 8,095 SH SOLE 1 8,095
MORTGAGEIT HOLDINGS INC EQUITY 61915Q108 145 9,104 SH SOLE 1 9,104
MOSAIC CO/THE EQUITY 61945A107 1237 72,509 SH SOLE 1 72,509
MOTIVE INC EQUITY 61980V107 33 3,287 SH SOLE 1 3,287
MOTOROLA INC EQUITY 620076109 13185 880,734 SH DEFINED 2 880,734
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MOVADO GROUP, INC. EQUITY 624580106 175 9,471 SH SOLE 1 9,471
MOVIE GALLERY, INC. EQUITY 624581104 440 15,348 SH SOLE 1 15,348
MPS GROUP INC EQUITY 553409103 2610 248,344 SH SOLE 1 248,344
MPS GROUP INC COM EQUITY 553409103 1 93890 SH SOLE 3 88990 4900
MRO SOFTWARE EQUITY 55347W105 171 12,195 SH SOLE 1 12,195
MRV COMMUNICATIONS, INC. EQUITY 553477100 213 65,852 SH SOLE 1 65,852
MSC INDUSTRIAL DIRECT CO. EQUITY 553530106 24 792 SH SOLE 1 792
MTC TECHNOLOGIES INC EQUITY 55377A106 147 4,509 SH SOLE 1 4,509
MTC TECHNOLOGIES INC COM EQUITY 55377A106 4 109163 SH SOLE 3 106800 2363
MTR GAMING GROUP INC EQUITY 553769100 179 14,473 SH SOLE 1 14,473
MTS SYSTEMS CORP. EQUITY 553777103 382 13,155 SH SOLE 1 13,155
MUELLER INDUSTRIES, INC. EQUITY 624756102 614 21,814 SH SOLE 1 21,814
MULTI-FINELINE ELECTRONIX IN EQUITY 62541B101 65 3,683 SH SOLE 1 3,683
MULTIMEDIA GAMES INC EQUITY 625453105 114 14,753 SH SOLE 1 14,753
Municipal High Income Fund EQUITY 626214100 707 98,900 SH SOLE 4 98,900
MUNICIPAL MORTGAGE & EQUITY EQUITY 62624B101 1558 64,000 SH SOLE 1 64,000
Murphy Oil Corp EQUITY 626717102 987 10,000 SH SOLE 4 10,000
MURPHY OIL CORP. EQUITY 626717102 15596 157,971 SH SOLE 1 157,971
MYERS INDUSTRIES, INC. EQUITY 628464109 215 15,216 SH SOLE 1 15,216
MYKROLIS CORP EQUITY 62852P103 368 25,725 SH SOLE 1 25,725
MYLAN LABORATORIES INC. EQUITY 628530107 2175 122,743 SH SOLE 1 122,743
MYLAN LABS INC EQUITY 628530107 6 326 SH DEFINED 2 326
MYOGEN INC EQUITY 62856E104 93 11,738 SH SOLE 1 11,738
MYRIAD GENETICS INC EQUITY 62855J104 352 19,116 SH SOLE 1 19,116
NABI BIOPHARMACEUTICALS EQUITY 629519109 448 35,892 SH SOLE 1 35,892
NABORS INDUSTRIES LTD EQUITY G6359F103 10 170 SH DEFINED 2 170
NABORS INDUSTRIES LTD EQUITY G6359F103 10154 171,695 SH SOLE 1 171,695
NACCO INDUSTRIES, INC. CLASS A EQUITY 629579103 298 2,925 SH SOLE 1 2,925
NALCO HOLDING CO EQUITY 62985Q101 21 1,104 SH SOLE 1 1,104
NANOGEN INC. EQUITY 630075109 76 21,706 SH SOLE 1 21,706
NARA BANCORP INC EQUITY 63080P105 161 11,462 SH SOLE 1 11,462
NASB FINL INC EQUITY 628968109 76 1,924 SH SOLE 1 1,924
NASDAQ-100 SHARES EQUITY 631100104 10093 276,000 SH SOLE 1 276,000
NASHFINCH CO. EQUITY 631158102 291 7,667 SH SOLE 1 7,667
NATIONAL BEVERAGE CORP. EQUITY 635017106 37 4,489 SH SOLE 1 4,489
NATIONAL CITY CORP EQUITY 635405103 24 713 SH DEFINED 2 713
NATIONAL CITY CORP. EQUITY 635405103 45797 1,367,073 SH SOLE 1 1,367,073
NATIONAL DATA CORP. EQUITY 639480102 359 22,457 SH SOLE 1 22,457
NATIONAL FINANCIAL PARTNERS EQUITY 63607P208 827 20,768 SH SOLE 1 20,768
NATIONAL FUEL GAS CO. EQUITY 636180101 8195 286,631 SH SOLE 1 286,631
NATIONAL HEALTH INVESTORS, INC EQUITY 63633D104 2606 100,323 SH SOLE 1 100,323
NATIONAL HEALTH INVS INC EQUITY 63633D104 1970 75,825 SH DEFINED 2 75,825
NATIONAL HEALTH REALTY EQUITY 635905102 10 560 SH SOLE 1 560
NATIONAL HEALTHCARE CORP EQUITY 635906100 143 4,184 SH SOLE 1 4,184
NATIONAL INSTRUMENTS CORP. EQUITY 636518102 3249 120,107 SH SOLE 1 120,107
NATIONAL OILWELL VARCO INC EQUITY 637071101 10 208 SH DEFINED 2 208
NATIONAL OILWELL VARCO INC EQUITY 637071101 3580 76,658 SH SOLE 1 76,658
NATIONAL PENN BANCSHARES, INC. EQUITY 637138108 528 21,482 SH SOLE 1 21,482
NATIONAL PRESTO INDUSTRIES EQUITY 637215104 118 2,931 SH SOLE 1 2,931
NATIONAL SEMICONDUCTOR COR EQUITY 637640103 3281 159,217 SH DEFINED 2 159,217
NATIONAL SEMICONDUCTOR CORP. EQUITY 637640103 6154 298,611 SH SOLE 1 298,611
NATIONAL WESTERN LIFE INS. CO.
CLASS EQUITY 638522102 233 1,361 SH SOLE 1 1,361
NATIONAL-OILWELL INC COM EQUITY 637071101 2 37600 SH SOLE 3 35900 1700
NATIONWIDE FINANCIAL EQUITY 638612101 51 1,429 SH SOLE 1 1,429
NATIONWIDE HEALTH PROPERTIES EQUITY 638620104 942 46,616 SH SOLE 1 46,616
NATURES SUNSHINE PRODUCTS, INC EQUITY 639027101 111 6,461 SH SOLE 1 6,461
NAUTILUS INC EQUITY 63910B102 424 17,851 SH SOLE 1 17,851
NAVARRE CORP EQUITY 639208107 109 13,700 SH SOLE 1 13,700
NAVIGANT CONSULTING CO. EQUITY 63935N107 779 28,624 SH SOLE 1 28,624
NAVIGANT INTERNATIONAL, INC. EQUITY 63935R108 120 8,773 SH SOLE 1 8,773
NAVIGATORS GROUP INC EQUITY 638904102 177 5,346 SH SOLE 1 5,346
NAVISTAR INTERNATIONAL CORP. EQUITY 63934E108 1087 29,849 SH SOLE 1 29,849
NAVISTAR INTL CORP INC EQUITY 63934E108 3 79 SH DEFINED 2 79
NAVTEQ CORP EQUITY 63936L100 43 981 SH SOLE 1 981
NBC CAPITAL CORP EQUITY 628729105 104 4,309 SH SOLE 1 4,309
NBT BANCORP, INC. EQUITY 628778102 458 20,450 SH SOLE 1 20,450
NBTY, INC. EQUITY 628782104 33 1,316 SH SOLE 1 1,316
NCI BUILDING SYSTEMS, INC. EQUITY 628852105 470 12,184 SH SOLE 1 12,184
NCO GROUP, INC. EQUITY 628858102 330 16,855 SH SOLE 1 16,855
NCR CORP NEW EQUITY 62886E108 7 222 SH DEFINED 2 222
NCR CORP. EQUITY 62886E108 2865 84,904 SH SOLE 1 84,904
NDS Group Plc - ADR 628891103 4529 130,400 SH SOLE 1 130,400
NECTAR THERAPEUTICS EQUITY 640268108 28 2,021 SH SOLE 1 2,021
NEIGHBORCARE INC EQUITY 64015Y104 685 23,419 SH SOLE 1 23,419
NEIMAN MARCUS GROUP INC CL A EQUITY 640204202 8079 88,288 SH SOLE 1 88,288
NELNET INC EQUITY 64031N108 11812 371,100 SH DEFINED 2 371,100
NELNET INC-CL A EQUITY 64031N108 161 5,055 SH SOLE 1 5,055
NEOFORMA INC EQUITY 640475505 46 5,750 SH SOLE 1 5,750
NEOPHARM INC EQUITY 640919106 83 10,726 SH SOLE 1 10,726
NEOSE TECHNOLOGIES, INC. EQUITY 640522108 34 13,088 SH SOLE 1 13,088
NESS TECHNOLOGIES INC EQUITY 64104X108 101 8,395 SH SOLE 1 8,395
NET2PHONE, INC. EQUITY 64108N106 36 22,242 SH SOLE 1 22,242
NETBANK INC EQUITY 640933107 245 28,894 SH SOLE 1 28,894
NETFLIX.COM INC EQUITY 64110L106 9 850 SH SOLE 1 850
NETGEAR INC EQUITY 64111Q104 204 13,490 SH SOLE 1 13,490
NETIQ CORP. EQUITY 64115P102 407 35,568 SH SOLE 1 35,568
NETRATINGS INC EQUITY 64116M108 117 7,654 SH SOLE 1 7,654
NETSCOUT SYSTEMS INC EQUITY 64115T104 66 14,803 SH SOLE 1 14,803
NETWORK APPLIANCE INC EQUITY 64120L104 12 438 SH DEFINED 2 438
NETWORK APPLIANCE, INC. EQUITY 64120L104 5275 190,712 SH SOLE 1 190,712
NETWORK EQUIPMENT TECH. EQUITY 641208103 84 14,958 SH SOLE 1 14,958
NEUROCHEM INC EQUITY 64125K101 6037 507,100 SH DEFINED 1 0 507,100
NEUROCRINE BIOSCIENCES INC EQUITY 64125C109 1454 38,200 SH DEFINED 2 38,200
NEUROCRINE BIOSCIENCES, INC. EQUITY 64125C109 33 878 SH SOLE 1 878
NEUROGEN CORP. EQUITY 64124E106 110 15,578 SH SOLE 1 15,578
NEVADA GOLD & CASINO EQUITY 64126Q206 65 5,077 SH SOLE 1 5,077
NEW CENTURY FINANCIAL CORP EQUITY 6435EV108 1164 24,852 SH SOLE 1 24,852
NEW JERSEY RESOURCES CORP. EQUITY 646025106 748 17,188 SH SOLE 1 17,188
NEW PLAN EXCEL REALTY TRUST EQUITY 648053106 24195 963,577 SH SOLE 1 963,577
NEW YORK & CO EQUITY 649295102 126 6,273 SH SOLE 1 6,273
NEW YORK COMMUNITY BANCORP INC EQUITY 649445103 27555 1,517,346 SH SOLE 1 1,517,346
NEW YORK TIMES CO EQUITY 650111107 7 183 SH DEFINED 2 183
NEW YORK TIMES CO. CLASS A EQUITY 650111107 2424 66,279 SH SOLE 1 66,279
NEWALLIANCE BANCSHARES INC EQUITY 650203102 31 2,187 SH SOLE 1 2,187
NEWCASTLE INVESTMENT CORP EQUITY 65105M108 661 22,344 SH SOLE 1 22,344
NEWELL RUBBERMAID INC EQUITY 651229106 7 332 SH DEFINED 2 332
NEWELL RUBBERMAID, INC. EQUITY 651229106 2744 125,066 SH SOLE 1 125,066
NEWFIELD EXPLORATION EQUITY 651290108 8470 114,055 SH SOLE 1 114,055
Newfield Exploration Co EQUITY 651290108 743 10,000 SH SOLE 4 10,000
NEWMARKET CORP EQUITY 651587107 159 8,562 SH SOLE 1 8,562
NEWMONT MINING CORP HLDG CO EQUITY 651639106 11248 266,225 SH SOLE 1 266,225
NEWMONT MNG CORP EQUITY 651639106 22 525 SH DEFINED 2 525
NEWPARK RESOURCES, INC. EQUITY 651718504 308 52,265 SH SOLE 1 52,265
NEWPORT CORP EQUITY 651824104 1493 103,006 SH SOLE 1 103,006
NEWS CORP EQUITY 65248E104 26238 579,000 SH DEFINED 2 579,000
NEWS CORP INC-CL A EQUITY 65248E104 21058 1,244,564 SH SOLE 1 1,244,564
NEWTEK BUSINESS SERVICES INC EQUITY 652526104 2563 687,233 SH SOLE 1 687,233
NEXEN EQUITY 65334H102 4127 75,400 SH DEFINED 1 0 75,400
NEXSTAR BROADCASTING GROUP-A EQUITY 65336K103 44 6,279 SH SOLE 1 6,279
NEXTEL COMMUNICATIONS INC EQUITY 65332V103 38 1,348 SH DEFINED 2 1,348
NEXTEL COMMUNICATIONS, INC.
CLASS A EQUITY 65332V103 20447 719,448 SH SOLE 1 719,448
NEXTEL PARTNERS INC EQUITY 65333F107 1161 52,972 SH SOLE 1 52,972
NGP CAPITAL RESOURCES CO EQUITY 62912R107 160 9,968 SH SOLE 1 9,968
NIC INC EQUITY 62914B100 93 19,414 SH SOLE 1 19,414
NICOR INC EQUITY 654086107 2 60 SH DEFINED 2 60
Nicor Inc EQUITY 654086107 742 20,000 SH SOLE 4 20,000
NICOR, INC. EQUITY 654086107 11483 309,608 SH SOLE 1 309,608
NII HLDGS INC EQUITY 62913F201 15956 277,500 SH DEFINED 2 277,500
NII HOLDINGS INC-CL B EQUITY 62913F201 79 1,374 SH SOLE 1 1,374
NIKE INC EQUITY 654106103 5825 69,920 SH DEFINED 2 69,920
NIKE, INC. CLASS B EQUITY 654106103 13672 164,112 SH SOLE 1 164,112
NIKU CORP EQUITY 654113703 1776 98,400 SH DEFINED 2 98,400
NIKU CORPORATION EQUITY 654113703 2 134100 SH SOLE 3 131000 3100
NISOURCE INC EQUITY 65473P105 7 327 SH DEFINED 2 327
NISOURCE, INC. EQUITY 65473P105 8106 355,669 SH SOLE 1 355,669
NITROMED INC EQUITY 654798503 107 6,197 SH SOLE 1 6,197
NL INDUSTRIES, INC. EQUITY 629156407 114 4,919 SH SOLE 1 4,919
NMS COMMUNUCATIONS CORP. EQUITY 629248105 124 28,996 SH SOLE 1 28,996
NN INC EQUITY 629337106 128 10,419 SH SOLE 1 10,419
NOBLE CORPORATION EQUITY G65422100 9 164 SH DEFINED 2 164
NOBLE CORPORATION EQUITY G65422100 3295 58,624 SH SOLE 1 58,624
NOBLE CORPORATION SHS EQUITY G65422100 3 45700 SH SOLE 3 44600 1100
NOBLE ENERGYINC EQUITY 655044105 8333 90,835 SH SOLE 1 90,835
NOBLE INTERNATIONAL LTD EQUITY 655053106 90 3,955 SH SOLE 1 3,955
NOKIA CORP SPON-ADR EQUITY 654902204 1583 102,590 SH SOLE 1 102,590
NORDSON CORP EQUITY 655663102 11830 321,300 SH DEFINED 2 321,300
NORDSON CORP. EQUITY 655663102 2763 75,041 SH SOLE 1 75,041
NORDSTROM INC EQUITY 655664100 9 159 SH DEFINED 2 159
NORDSTROM, INC. EQUITY 655664100 4594 82,951 SH SOLE 1 82,951
NORFOLK SOUTHERN CORP. EQUITY 655844108 13612 367,400 SH SOLE 1 367,400
NORFOLK SOUTHN CORP EQUITY 655844108 18 480 SH DEFINED 2 480
NORTH FORK BANCORPORATION EQUITY 659424105 5554 200,205 SH DEFINED 2 200,205
NORTH FORK BANCORPORATION INC. EQUITY 659424105 5935 213,942 SH SOLE 1 213,942
NORTH PITTSBURGH SYSTEMS EQUITY 661562108 185 9,358 SH SOLE 1 9,358
NORTHEAST UTILITIES EQUITY 664397106 4473 232,142 SH SOLE 1 232,142
NORTHERN TRUST CORP EQUITY 665859104 11 249 SH DEFINED 2 249
NORTHERN TRUST CORP. EQUITY 665859104 5799 133,504 SH SOLE 1 133,504
NORTHFIELD LABORATORIES, INC. EQUITY 666135108 135 12,033 SH SOLE 1 12,033
NORTHROP GRUMMAN CORP EQUITY 666807102 23 425 SH DEFINED 2 425
NORTHROP GRUMMAN CORP. EQUITY 666807102 8393 155,485 SH SOLE 1 155,485
NORTHWEST AIRLINES CORP CL-A EQUITY 667280101 312 46,626 SH SOLE 1 46,626
NORTHWEST BANCORP INC. EQUITY 667328108 252 11,790 SH SOLE 1 11,790
NORTHWEST NATURAL GAS CO. EQUITY 667655104 616 17,020 SH SOLE 1 17,020
NOVASTAR FINL INC EQUITY 669947400 604 16,766 SH SOLE 1 16,766
NOVATEL WIRELESS INC EQUITY 66987M604 124 11,499 SH SOLE 1 11,499
NOVELL INC EQUITY 670006105 3 457 SH DEFINED 2 457
NOVELL, INC . EQUITY 670006105 1077 180,644 SH SOLE 1 180,644
NOVELLUS SYS INC EQUITY 670008101 5 169 SH DEFINED 2 169
NOVELLUS SYSTEMS, INC. EQUITY 670008101 1965 73,518 SH SOLE 1 73,518
NOVEN PHARMACEUTICALS, INC. EQUITY 670009109 247 14,586 SH SOLE 1 14,586
NPS PHARMACEUTICALS INC. EQUITY 62936P103 293 23,215 SH SOLE 1 23,215
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NS GROUP, INC. EQUITY 628916108 359 11,427 SH SOLE 1 11,427
NSTAR EQUITY 67019E107 15006 276,353 SH SOLE 1 276,353
NTL INC EQUITY 62940M104 524 8,226 SH SOLE 1 8,226
NTN COMMUNICATIONS INC EQUITY 629410309 143 45,639 SH SOLE 1 45,639
NU SKIN ENTERPRISES, INC. CLASS A EQUITY 67018T105 737 32,760 SH SOLE 1 32,760
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NUCOR CORP EQUITY 670346105 11 191 SH DEFINED 2 191
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PREMIERE GLOBAL SERVICES INC EQUITY 740585104 444 39,233 SH SOLE 1 39,233
PRENTISS PROPERTIES TRUST EQUITY 740706106 8887 260,157 SH SOLE 1 260,157
PREPAID LEGAL SERVICES, INC. EQUITY 740065107 207 6,111 SH SOLE 1 6,111
PRESIDENTIAL LIFE CORP. EQUITY 740884101 216 13,281 SH SOLE 1 13,281
PRESSTEK INC EQUITY 741113104 124 16,022 SH SOLE 1 16,022
PRG-SCHULTZ INTERNATIONAL EQUITY 69357C107 128 25,574 SH SOLE 1 25,574
PRICE COMMUNICATIONS CO. EQUITY 741437305 438 25,010 SH SOLE 1 25,010
PRICE T ROWE GROUP INC EQUITY 74144T108 9 156 SH DEFINED 2 156
PRICELINE.COM INC EQUITY 741503403 375 14,886 SH SOLE 1 14,886
PRIDE INTERNATIONAL EQUITY 74153Q102 5683 228,798 SH SOLE 1 228,798
PRIMEDIA INC EQUITY 74157K101 358 82,284 SH SOLE 1 82,284
PRIMUS TELECOMMUNICATIONS GP EQUITY 741929103 72 46,162 SH SOLE 1 46,162
PRINCETON REVIEW INC EQUITY 742352107 57 10,275 SH SOLE 1 10,275
PRINCIPAL FINANCIAL GROUP EQUITY 74251V102 14 369 SH DEFINED 2 369
PRINCIPAL FINANCIAL GROUP EQUITY 74251V102 39594 1,028,694 SH SOLE 1 1,028,694
PRIORITY HEALTHCARE EQUITY 74264T102 386 17,839 SH SOLE 1 17,839
PRIVATEBANCORP INC EQUITY 742962103 322 10,237 SH SOLE 1 10,237
PROASSURANCE CORPORATION EQUITY 74267C106 645 16,326 SH SOLE 1 16,326
Procter & Gamble Co USD1 EQUITY 742718109 153417 2,846,824 SH SOLE 1 2,846,824
PROCTER AND GAMBLE CO EQUITY 742718109 25431 479,824 SH DEFINED 2 479,824
Proctor & Gamble Co EQUITY 742718109 1590 30,000 SH SOLE 4 30,000
PROFESSIONAL DETAILING, INC. EQUITY 69329V100 108 5,262 SH SOLE 1 5,262
PROGENICS PHARMACEUTICALS EQUITY 743187106 123 7,332 SH SOLE 1 7,332
Progress Energy EQUITY 743263105 7341 175,000 SH SOLE 4 175,000
PROGRESS ENERGY INC EQUITY 743263105 13 301 SH DEFINED 2 301
PROGRESS ENERGY INC. EQUITY 743263105 6125 146,016 SH SOLE 1 146,016
PROGRESS SOFTWARE CORP. EQUITY 743312100 514 19,612 SH SOLE 1 19,612
PROGRESSIVE CORP OHIO EQUITY 743315103 22 238 SH DEFINED 2 238
PROGRESSIVE CORP. EQUITY 743315103 7921 86,318 SH SOLE 1 86,318
PROLOGIS EQUITY 743410102 8 229 SH DEFINED 2 229
PROLOGIS EQUITY 743410102 3730 100,547 SH SOLE 1 100,547
PROLOGIS TR SH BEN INT EQUITY 743410102 1 14230 SH SOLE 3 14230
PROQUEST CO. EQUITY 74346P102 539 14,921 SH SOLE 1 14,921
PROSPERITY BANCSHARES INC EQUITY 743606105 273 10,313 SH SOLE 1 10,313
PROTECTIVE LIFE CORP COM EQUITY 743674103 4934 125,556 SH SOLE 1 125,556
PROTEIN DESIGN LABS, INC. EQUITY 74369L103 3039 190,070 SH SOLE 1 190,070
PROVIDE COMMERCE INC EQUITY 74373W103 79 2,733 SH SOLE 1 2,733
PROVIDENT BANCORP INC EQUITY 74383A109 350 28,630 SH SOLE 1 28,630
PROVIDENT BANKSHARES CORP. EQUITY 743859100 668 20,274 SH SOLE 1 20,274
PROVIDENT FINANCIAL HLDGS EQUITY 743868101 93 3,129 SH SOLE 1 3,129
PROVIDENT FINANCIAL SERVICES EQUITY 74386T105 800 46,804 SH SOLE 1 46,804
PROVIDIAN FINANCIAL CORP. EQUITY 74406A102 2296 133,788 SH SOLE 1 133,788
PROVIDIAN FINL CORP EQUITY 74406A102 7549 439,943 SH DEFINED 2 439,943
PROVINCE HEALTHCARE CO. EQUITY 743977100 741 30,775 SH SOLE 1 30,775
PROXYMED PHARMACY INC EQUITY 744290305 32 3,739 SH SOLE 1 3,739
PRUDENTIAL FINANCIAL INC EQUITY 744320102 12980 226,130 SH SOLE 1 226,130
PRUDENTIAL FINL INC EQUITY 744320102 36 620 SH DEFINED 2 620
PS BUSINESS PARKS, INC. EQUITY 69360J107 457 11,338 SH SOLE 1 11,338
PSEG ENERGY HOLDINGS EQUITY 744573106 5925 108,943 SH SOLE 1 108,943
PSS WORLD MEDICAL, INC EQUITY 69366A100 478 42,037 SH SOLE 1 42,037
PSYCHIATRIC SOLUTIONS COM EQUITY 74439H108 9 201200 SH SOLE 3 197800 3400
PSYCHIATRIC SOLUTIONS INC EQUITY 74439H108 341 7,420 SH SOLE 1 7,420
Public Service EQUITY 744573106 4079 75,000 SH SOLE 4 75,000
PUBLIC STORAGE INC EQUITY 74460D109 602 10,574 SH SOLE 1 10,574
PUBLIC STORAGE INC COM EQUITY 74460D109 8500 SH SOLE 3 8500
PUBLIC SVC ENTERPRISE GROU EQUITY 744573106 16 290 SH DEFINED 2 290
PUGET ENEGY INC. EQUITY 745310102 11954 542,368 SH SOLE 1 542,368
PULITZER INC. EQUITY 745769109 331 5,188 SH SOLE 1 5,188
PULTE HOMES INC EQUITY 745867101 10 135 SH DEFINED 2 135
PULTE HOMES INC. EQUITY 745867101 3954 53,697 SH SOLE 1 53,697
QAD INC EQUITY 74727D108 66 7,992 SH SOLE 1 7,992
QC HOLDINGS INC EQUITY 74729T101 47 3,112 SH SOLE 1 3,112
QLOGIC CORP EQUITY 747277101 5 115 SH DEFINED 2 115
QLOGIC CORP. EQUITY 747277101 2336 57,668 SH SOLE 1 57,668
QUAKER CHEM CORP COM EQUITY 747316107 106 5,143 SH SOLE 1 5,143
QUALCOMM INC EQUITY 747525103 11666 318,314 SH DEFINED 2 318,314
Qualcomm Inc Common Stock USD0.0001 EQUITY 747525103 38943 1,063,142 SH SOLE 1 1,063,142
QUALITY SYSTEMS INC EQUITY 747582104 178 4,210 SH SOLE 1 4,210
QUALTY DISTRIBUTION INC EQUITY 74756M102 56 5,202 SH SOLE 1 5,202
QUANEX CORP. EQUITY 747620102 819 15,359 SH SOLE 1 15,359
QUANTA SERVICES, INC. EQUITY 74762E102 1667 218,421 SH SOLE 1 218,421
QUANTUM CORP DLT & STORAGE EQUITY 747906204 327 112,363 SH SOLE 1 112,363
QUEENSTAKE RESOURCES LTD EQUITY 748314101 241 1,100,000 SH DEFINED 1 0 1,100,000
QUEST DIAGNOSTICS INC EQUITY 74834L100 12 115 SH DEFINED 2 115
QUEST DIAGNOSTICS, INC. EQUITY 74834L100 4354 41,416 SH SOLE 1 41,416
QUEST SOFTWARE INC EQUITY 74834T103 429 31,007 SH SOLE 1 31,007
QUEST SOFTWARE INC COM EQUITY 74834T103 1 73800 SH SOLE 3 70500 3300
QUESTAR CORP. EQUITY 748356102 9072 153,122 SH SOLE 1 153,122
QUICKSILVER RESOURCES COM EQUITY 74837R104 2 48000 SH SOLE 3 43800 4200
QUICKSILVER RESOURCES INC EQUITY 74837R104 897 18,412 SH SOLE 1 18,412
QUICKSILVER, INC. EQUITY 74838C106 1010 34,775 SH SOLE 1 34,775
QUIDEL CORPORATION EQUITY 74838J101 77 19,705 SH SOLE 1 19,705
QUIXOTE CORP EQUITY 749056107 100 4,597 SH SOLE 1 4,597
QWEST COMMUNICATIONS INTL EQUITY 749121109 7 2,004 SH DEFINED 2 2,004
QWEST COMMUNICATIONS INTL. EQUITY 749121109 2858 772,400 SH SOLE 1 772,400
R&G FINANCIAL CO. EQUITY 749136107 540 17,340 SH SOLE 1 17,340
R. R. DONNELLEY AND SONS CO. EQUITY 257867101 3217 101,732 SH SOLE 1 101,732
R.H. DONNELLEY CORP. EQUITY 74955W307 816 14,051 SH SOLE 1 14,051
RADIAN GROUP, INC. EQUITY 750236101 7646 160,154 SH SOLE 1 160,154
RADIATION THERAPY SERVICES EQUITY 750323206 65 3,429 SH SOLE 1 3,429
RADIO ONE INC -CL D EQUITY 75040P405 29 1,991 SH SOLE 1 1,991
RADIOSHACK CORP EQUITY 750438103 5 200 SH DEFINED 2 200
RADIOSHACK CORP. EQUITY 750438103 1792 73,145 SH SOLE 1 73,145
RADISYS CORP. EQUITY 750459109 166 11,690 SH SOLE 1 11,690
RAE SYSTEMS INC EQUITY 75061P102 66 21,526 SH SOLE 1 21,526
RAILAMERICA INC EQUITY 750753105 286 22,917 SH SOLE 1 22,917
RAIT INVESTMENT TRUST EQUITY 749227104 3754 139,959 SH SOLE 1 139,959
RALCORP HOLDINGS, INC. EQUITY 751028101 863 18,229 SH SOLE 1 18,229
RAMBUS INC. EQUITY 750917106 32 2,096 SH SOLE 1 2,096
RAMCO-GERSHENSON PROPERTIES EQUITY 751452202 277 10,207 SH SOLE 1 10,207
RANGE RESOURCES CORP EQUITY 75281A109 984 42,120 SH SOLE 1 42,120
RARE HOSPITALITY INTERNATIONAL EQUITY 753820109 655 21,196 SH SOLE 1 21,196
RAVEN INDUSTRIES INC EQUITY 754212108 197 9,650 SH SOLE 1 9,650
RAYMOND JAMES FINANCIAL, INC. EQUITY 754730109 3638 120,058 SH SOLE 1 120,058
RAYONIER, INC. EQUITY 754907103 4490 90,655 SH SOLE 1 90,655
RAYOVAC CORP. EQUITY 755081106 917 22,038 SH SOLE 1 22,038
RAYTHEON CO EQUITY 755111507 21 538 SH DEFINED 2 538
RAYTHEON CO. EQUITY 755111507 9727 251,338 SH SOLE 1 251,338
RC2 CORP EQUITY 749388104 350 10,284 SH SOLE 1 10,284
READER'S DIGEST ASSOC., INC. EQUITY 755267101 4139 239,103 SH SOLE 1 239,103
READING INTERNATIONAL INC-A EQUITY 755408101 63 8,988 SH SOLE 1 8,988
REALNETWORKS, INC. EQUITY 75605L104 405 70,146 SH SOLE 1 70,146
REALTY INCOME CORP. EQUITY 756109104 1271 55,552 SH SOLE 1 55,552
RECKSON ASSOC REALTY CORP. EQUITY 75621K106 250 8,156 SH SOLE 1 8,156
RED HAT, INC. EQUITY 756577102 43 3,929 SH SOLE 1 3,929
RED ROBIN GOURMET BURGERS EQUITY 75689M101 380 7,459 SH SOLE 1 7,459
REDBACK NETWORKS INC EQUITY 757209507 116 19,461 SH SOLE 1 19,461
REDWOOD TRUST, INC. EQUITY 758075402 559 10,918 SH SOLE 1 10,918
REEBOK INTERNATIONAL, LTD. EQUITY 758110100 2270 51,244 SH SOLE 1 51,244
REEBOK INTL LTD EQUITY 758110100 3 76 SH DEFINED 2 76
REGAL ENTMT GROUP EQUITY 758766109 22 1,026 SH SOLE 1 1,026
REGAL-BELOIT CORP. EQUITY 758750103 437 15,182 SH SOLE 1 15,182
REGENCY CENTERS CORPORATION EQUITY 758849103 303 6,357 SH SOLE 1 6,357
REGENCY CTRS CORP COM EQUITY 758849103 4850 SH SOLE 3 4850
REGENERATION TECHNOLOGIES EQUITY 75886N100 149 14,479 SH SOLE 1 14,479
REGENERON PHARMACEUTICALS INC. EQUITY 75886F107 121 23,671 SH SOLE 1 23,671
REGENT COMMUNICATIONS, INC EQUITY 758865109 116 21,738 SH SOLE 1 21,738
REGIONS FINANCIAL CORP EQUITY 7591EP100 8478 261,664 SH SOLE 1 261,664
REGIONS FINL CORP NEW EQUITY 7591EP100 18 558 SH DEFINED 2 558
REGIS CORP. EQUITY 758932107 3308 80,809 SH SOLE 1 80,809
REHAB CARE GROUP EQUITY 759148109 290 10,105 SH SOLE 1 10,105
REINSURANCE GROUP OF EQUITY 759351109 31 739 SH SOLE 1 739
RELIANCE STEEL & ALUMINIUM CO. EQUITY 759509102 704 17,585 SH SOLE 1 17,585
RELIANT ENERGY INC EQUITY 75952B105 85 7,506 SH SOLE 1 7,506
REMEC, INC. EQUITY 759543101 203 38,371 SH SOLE 1 38,371
REMINGTON OIL & GAS CORP EQUITY 759594302 424 13,462 SH SOLE 1 13,462
RENAISSANCE LEARNING, INC. EQUITY 75968L105 81 4,749 SH SOLE 1 4,749
RENAL CARE GROUP, INC. EQUITY 759930100 4649 122,526 SH SOLE 1 122,526
RENOVIS INC EQUITY 759885106 30 3,718 SH SOLE 1 3,718
RENT-A-CENTER INC EQUITY 76009N100 3460 126,686 SH SOLE 1 126,686
RENT-WAY, INC. EQUITY 76009U104 134 16,349 SH SOLE 1 16,349
REPUBLIC AIRWAYS HOLDINGS IN EQUITY 760276105 39 3,154 SH SOLE 1 3,154
REPUBLIC BANCORP, INC. EQUITY 760281204 713 49,245 SH SOLE 1 49,245
REPUBLIC SERVICES IN EQUITY 760759100 8531 254,805 SH SOLE 1 254,805
RES-CARE INC EQUITY 760943100 136 10,863 SH SOLE 1 10,863
RESMED INC EQUITY 761152107 46 818 SH SOLE 1 818
RESOURCE AMERICA, INC. EQUITY 761195205 325 9,268 SH SOLE 1 9,268
RESOURCES GLOBAL PROFESSIONALS EQUITY 76122Q105 602 28,776 SH SOLE 1 28,776
RESPIRONICS INC. EQUITY 761230101 50 852 SH SOLE 1 852
RESTORATION HARDWARE I EQUITY 760981100 93 16,398 SH SOLE 1 16,398
RETAIL VENTURES INC EQUITY 76128Y102 75 8,250 SH SOLE 1 8,250
RETEK INC. EQUITY 76128Q109 1959 174,589 SH SOLE 1 174,589
REVLON, INC.-CL A EQUITY 761525500 262 91,004 SH SOLE 1 91,004
REYNOLDS AMERICAN INC EQUITY 761713106 4366 54,177 SH SOLE 1 54,177
REYNOLDS AMERN INC EQUITY 761713106 11 138 SH DEFINED 2 138
REYNOLDS AND REYNOLDS CO., CLASS A EQUITY 761695105 2848 105,235 SH SOLE 1 105,235
RF MICRO DEVICES INC EQUITY 749941100 2348 449,892 SH SOLE 1 449,892
RF MONOLITHICS INC COM(OXFORD
PTNRS L EQUITY 74955F106 23 4,973 SH SOLE 1 4,973
RHODIA SA - SPONSORED ADR EQUITY 762397107 2140 1,000,000 SH SOLE 1 1,000,000
RIGEL PHARMACEUTICALS INC EQUITY 766559603 107 6,664 SH SOLE 1 6,664
RIGGS NATIONAL CORP. EQUITY 766570105 206 10,774 SH SOLE 1 10,774
RIGHTNOW TECHNOLOGIES INC EQUITY 76657R106 48 3,923 SH SOLE 1 3,923
Rio Tinto PLC EQUITY 767204100 1427 11,000 SH SOLE 4 11,000
RITE AID CORP EQUITY 767754104 41 10,468 SH SOLE 1 10,468
RIVIERA HOLDINGS CORP EQUITY 769627100 12556 1,037,700 SH SOLE 1 1,037,700
RLI CORP. EQUITY 749607107 579 13,961 SH SOLE 1 13,961
ROBBINS & MYERS, INC. EQUITY 770196103 149 6,780 SH SOLE 1 6,780
ROBERT HALF INTERNATIONAL INC. EQUITY 770323103 9674 358,823 SH SOLE 1 358,823
ROBERT HALF INTL INC EQUITY 770323103 5 197 SH DEFINED 2 197
ROCK-TENN CO., CLASS A EQUITY 772739207 242 18,219 SH SOLE 1 18,219
ROCKWELL AUTOMATION INC EQUITY 773903109 11737 207,220 SH SOLE 1 207,220
ROCKWELL AUTOMATION INC EQUITY 773903109 14206 250,809 SH DEFINED 2 250,809
ROCKWELL COLLINS INC EQUITY 774341101 11 221 SH DEFINED 2 221
ROCKWELL COLLINS INC EQUITY 774341101 3853 80,955 SH SOLE 1 80,955
ROFIN-SINAR TECHNOLOGIES INC EQUITY 775043102 299 9,306 SH SOLE 1 9,306
ROGERS CORP. EQUITY 775133101 413 10,330 SH SOLE 1 10,330
ROHM + HAAS CO EQUITY 775371107 13220 275,420 SH DEFINED 2 275,420
ROHM AND HAAS CO. EQUITY 775371107 14521 302,515 SH SOLE 1 302,515
ROLLINS, INC. EQUITY 775711104 1973 106,079 SH SOLE 1 106,079
ROPER INDS EQUITY 776696106 30778 469,900 SH DEFINED 2 469,900
ROPER INDUSTRIES, INC. EQUITY 776696106 68 1,033 SH SOLE 1 1,033
ROSS STORES, INC. EQUITY 778296103 8018 275,164 SH SOLE 1 275,164
ROSTELECOM-SPONSORED ADR EQUITY 778529107 1141 91,000 SH SOLE 1 91,000
ROWAN COMPANIES, INC. EQUITY 779382100 2971 99,279 SH SOLE 1 99,279
ROWAN COS INC EQUITY 779382100 4 132 SH DEFINED 2 132
ROYAL BANCSHARES OF PENN-A EQUITY 780081105 62 2,725 SH SOLE 1 2,725
ROYAL BANK CDA COMMON EQUITY 780087102 4591 75,500 SH DEFINED 1 0 75,500
ROYAL BK OF SCOT GRP PLC PERP CorpBond 780097796 921 36,400 SH SOLE 1 36
Royal Bk Scotland 8.5% EQUITY 780097804 1587 60,000 SH SOLE 4 60,000
Royal Bk Scotland 8.8889% EQUITY 780097861 3053 120,000 SH SOLE 4 120,000
Royal Bk Scotland 9.125% EQUITY 780097606 1664 65,000 SH SOLE 4 65,000
ROYAL CARIBBEAN CRUISES LT EQUITY V7780T103 9698 217,000 SH DEFINED 2 217,000
ROYAL CARIBBEAN CRUISES LTD EQUITY V7780T103 7440 166,490 SH SOLE 1 166,490
ROYAL GOLD INC EQUITY 780287108 188 10,237 SH SOLE 1 10,237
RPC EQUITY 749660106 136 8,924 SH SOLE 1 8,924
RPM INTERNATIONAL INC. EQUITY 749685103 3872 211,838 SH SOLE 1 211,838
RSA SECURITY INC. EQUITY 749719100 2653 167,362 SH SOLE 1 167,362
RTI INTERNATIONAL METALS, INC. EQUITY 74973W107 309 13,213 SH SOLE 1 13,213
RUBY TUESDAY INC EQUITY 781182100 4559 187,700 SH DEFINED 2 187,700
RUBY TUESDAY, INC. EQUITY 781182100 2816 115,921 SH SOLE 1 115,921
RUDDICK CORP. EQUITY 781258108 2327 100,503 SH SOLE 1 100,503
RUDOLPH TECHNOLOGIES INC. EQUITY 781270103 121 8,019 SH SOLE 1 8,019
RUSH ENTERPRISES INC - CL B EQUITY 781846308 92 5,442 SH SOLE 1 5,442
RUSH ENTERPRISES INC CL B EQUITY 781846308 2 132000 SH SOLE 3 132000
RUSS BERRIE AND CO., INC. EQUITY 782233100 215 11,206 SH SOLE 1 11,206
RUSSELL CORP. EQUITY 782352108 322 17,827 SH SOLE 1 17,827
RYANAIR HOLDINGS PLC-SP ADR EQUITY 783513104 69 1,576 SH SOLE 1 1,576
RYAN'S RESTAURANT GROUP INC EQUITY 783520109 381 26,225 SH SOLE 1 26,225
RYDER SYS INC EQUITY 783549108 3 83 SH DEFINED 2 83
RYDER SYSTEM, INC. EQUITY 783549108 1225 29,377 SH SOLE 1 29,377
RYERSON TULL, INC. EQUITY 78375P107 186 14,664 SH SOLE 1 14,664
RYLAND GROUP EQUITY 783764103 5328 85,915 SH SOLE 1 85,915
S J W CORP COM EQUITY 784305104 141 4,019 SH SOLE 1 4,019
S&P 500 DEPOSITORY RECEIPT EQUITY 78462F103 47052 398,879 SH SOLE 1 398,879
S&T BANCORP, INC. EQUITY 783859101 523 14,772 SH SOLE 1 14,772
S.Y. BANCORP INC EQUITY 785060104 162 7,368 SH SOLE 1 7,368
S1 CORPORATION EQUITY 78463B101 305 43,991 SH SOLE 1 43,991
SABRE HLDGS CORP EQUITY 785905100 4 164 SH DEFINED 2 164
SABRE HOLDINGS CORP. EQUITY 785905100 1320 60,346 SH SOLE 1 60,346
SAFECO CORP EQUITY 786429100 8 154 SH DEFINED 2 154
SAFECO CORP. EQUITY 786429100 2831 58,126 SH SOLE 1 58,126
SAFEGUARD SCIENTIFICS, INC. EQUITY 786449108 106 74,656 SH SOLE 1 74,656
SAFENET INC EQUITY 78645R107 434 14,822 SH SOLE 1 14,822
SAFENET INC EQUITY 78645R107 5006 170,800 SH DEFINED 2 170,800
SAFETY INSURANCE GROUP INC EQUITY 78648T100 194 6,255 SH SOLE 1 6,255
SAFEWAY INC EQUITY 786514208 37 539 SH DEFINED 2 539
SAFEWAY INC EQUITY 786514208 3790 204,553 SH SOLE 1 204,553
SAGA COMMUNICATIONS, INC. CLASS A EQUITY 786598102 164 10,181 SH SOLE 1 10,181
SAKS INC. EQUITY 79377W108 4554 252,311 SH SOLE 1 252,311
SALEM COMMUNICATION- CLASS A EQUITY 794093104 123 5,986 SH SOLE 1 5,986
SALESFORCE.COM INC EQUITY 79466L302 108 7,184 SH SOLE 1 7,184
SALIX PHARMACEUTICALS EQUITY 795435106 370 22,449 SH SOLE 1 22,449
SANDERS MORRIS HARRIS GRP IN EQUITY 80000Q104 135 7,440 SH SOLE 1 7,440
SANDERSON FARMS, INC. EQUITY 800013104 278 6,423 SH SOLE 1 6,423
SANDISK CORP. EQUITY 80004C101 8464 304,465 SH SOLE 1 304,465
SANDY SPRING BANCORP, INC. EQUITY 800363103 293 9,052 SH SOLE 1 9,052
SANMINA - SCI CORP EQUITY 800907107 1444 276,638 SH SOLE 1 276,638
SANMINA SCI CORP EQUITY 800907107 3 622 SH DEFINED 2 622
SANTANDER BANCORP EQUITY 802809103 87 3,286 SH SOLE 1 3,286
SANTARUS INC EQUITY 802817304 25 5,218 SH SOLE 1 5,218
SAPIENT CORP. EQUITY 803062108 361 49,118 SH SOLE 1 49,118
SARA LEE CORP EQUITY 803111103 21 944 SH DEFINED 2 944
SARA LEE CORP. EQUITY 803111103 8236 371,674 SH SOLE 1 371,674
SAUER-DANFOSS INC. EQUITY 804137107 142 6,272 SH SOLE 1 6,272
SAUL CENTERS, INC. EQUITY 804395101 257 8,041 SH SOLE 1 8,041
SAXON CAPITAL INC EQUITY 80556T106 534 31,055 SH SOLE 1 31,055
SBA COMMUNICATIONS CORPORATION EQUITY 78388J106 263 28,802 SH SOLE 1 28,802
SBC Communications Inc EQUITY 78387G103 355 15,000 SH SOLE 4 15,000
SBC COMMUNICATIONS INC EQUITY 78387G103 11328 478,160 SH DEFINED 2 478,160
SBC COMMUNICATIONS, INC. EQUITY 78387G103 38081 1,607,485 SH SOLE 1 1,607,485
SBS TECHNOLOGIES INC EQUITY 78387P103 106 9,519 SH SOLE 1 9,519
SCANA CORP EQUITY 80589M102 7801 204,114 SH SOLE 1 204,114
SCANSOFT INC EQUITY 80603P107 187 50,337 SH SOLE 1 50,337
SCANSOURCE INC EQUITY 806037107 404 7,792 SH SOLE 1 7,792
SCBT FINANCIAL CORP EQUITY 78401V102 150 5,004 SH SOLE 1 5,004
SCHAWK, INC. EQUITY 806373106 104 5,722 SH SOLE 1 5,722
SCHERING PLOUGH CORP EQUITY 806605101 32 1,768 SH DEFINED 2 1,768
SCHERING-PLOUGH CORP. EQUITY 806605101 12201 647,408 SH SOLE 1 633,422
Schlumberger LTD EQUITY 806857108 1938 27,500 SH SOLE 4 27,500
SCHLUMBERGER LTD EQUITY 806857108 3552 50,399 SH DEFINED 2 50,399
SCHLUMBERGER, LTD. EQUITY 806857108 25671 364,227 SH SOLE 1 364,227
SCHNITZER STL INDS EQUITY 806882106 412 12,226 SH SOLE 1 12,226
SCHOLASTIC CORP. EQUITY 807066105 3144 85,223 SH SOLE 1 85,223
SCHOOL SPECIALTY, INC. EQUITY 807863105 551 14,083 SH SOLE 1 14,083
SCHULMAN, A. INC. EQUITY 808194104 328 18,805 SH SOLE 1 18,805
SCHWAB CHARLES CORP EQUITY 808513105 14 1,371 SH DEFINED 2 1,371
SCHWEITZER-MAUDUIT INC. EQUITY 808541106 314 9,366 SH SOLE 1 9,366
SCICLONE PHARMACEUTICALS, INC. EQUITY 80862K104 79 27,805 SH SOLE 1 27,805
SCIENTIFIC ATLANTA INC EQUITY 808655104 5 184 SH DEFINED 2 184
SCIENTIFIC GAMES CORP A EQUITY 80874P109 1089 47,639 SH SOLE 1 47,639
SCIENTIFIC-ATLANTA, INC. EQUITY 808655104 1989 70,483 SH SOLE 1 70,483
SCOTTS MIRACLE-GRO CO. EQUITY 810186106 3501 49,848 SH SOLE 1 49,848
SCP POOL CORPORATION EQUITY 784028102 1058 33,198 SH SOLE 1 33,198
SCRIPPS CO EQUITY 811054204 75 1,536 SH SOLE 1 1,536
SCS TRANSPORTATION INC EQUITY 81111T102 172 9,269 SH SOLE 1 9,269
Scudder Strategic Muni Inc EQUITY 811234103 252 20,000 SH SOLE 4 20,000
SEABOARD CORP. EQUITY 811543107 236 220 SH SOLE 1 220
SEABULK INTERNATIONAL INC EQUITY 81169P101 75 3,619 SH SOLE 1 3,619
SEACHANGE INTERNATIONAL, INC. EQUITY 811699107 198 15,251 SH SOLE 1 15,251
SEACOAST BANKING CORP FL EQUITY 811707306 142 7,211 SH SOLE 1 7,211
SEACOR HOLDINGS INC EQUITY 811904101 735 11,537 SH SOLE 1 11,537
SEAGATE TECHNOLOGY EQUITY G7945J104 6021 308,000 SH DEFINED 2 308,000
SEALED AIR CORP EQUITY 81211K100 11049 212,731 SH SOLE 1 212,731
SEALED AIR CORP NEW EQUITY 81211K100 5 105 SH DEFINED 2 105
SEATTLE GENETICS INC WA EQUITY 812578102 100 19,455 SH SOLE 1 19,455
SECURE COMPUTING CORP EQUITY 813705100 190 22,188 SH SOLE 1 22,188
SECURITY BANK CORP EQUITY 814047106 120 2,914 SH SOLE 1 2,914
SEEBEYOND TECHNOLOGY CORP. EQUITY 815704101 98 30,928 SH SOLE 1 30,928
SEI INVESTMENTS CO. EQUITY 784117103 5477 151,459 SH SOLE 1 151,459
SELECT COMFORT CORP EQUITY 81616X103 464 22,695 SH SOLE 1 22,695
Select Sector Spdr Tr EQUITY 81369Y100 303 10,000 SH SOLE 4 10,000
SELECTIVE INSURANCE GROUP, INC EQUITY 816300107 799 17,291 SH SOLE 1 17,291
SEMITOOL, INC. EQUITY 816909105 103 10,146 SH SOLE 1 10,146
SEMPRA ENERGY EQUITY 816851109 12 295 SH DEFINED 2 295
SEMPRA ENERGY EQUITY 816851109 4843 121,572 SH SOLE 1 121,572
SEMTECH CORP. EQUITY 816850101 2391 133,814 SH SOLE 1 133,814
SENIOR HOUSING PROP TRUST EQUITY 81721M109 636 38,119 SH SOLE 1 38,119
SENSIENT TECHNOLOGIES CORP. EQUITY 81725T100 2438 113,076 SH SOLE 1 113,076
SEPRACOR, INC. EQUITY 817315104 10899 189,849 SH SOLE 1 189,849
SEQUA CORP CLASS A EQUITY 817320104 979 18,884 SH SOLE 1 18,884
SERENA SOFTWARE, INC. EQUITY 817492101 372 15,652 SH SOLE 1 15,652
SEROLOGICALS CORP. EQUITY 817523103 455 18,608 SH SOLE 1 18,608
SERVICE CORP INTERNATIONAL EQUITY 817565104 64 8,555 SH SOLE 1 8,555
SERVICEMASTER COMPAN EQUITY 81760N109 97 7,182 SH SOLE 1 7,182
SFBC INTERNATIONAL INC EQUITY 784121105 274 7,784 SH SOLE 1 7,784
SFBC INTL INC COM EQUITY 784121105 3 94300 SH SOLE 3 92300 2000
SHARPER IMAGE CORP EQUITY 820013100 121 7,303 SH SOLE 1 7,303
SHAW GROUP INC EQUITY 820280105 857 39,320 SH SOLE 1 39,320
SHENANDOAH TELECOMMUNI EQUITY 82312B106 127 4,090 SH SOLE 1 4,090
SHERWIN WILLIAMS CO EQUITY 824348106 11980 272,340 SH DEFINED 2 272,340
SHERWIN-WILLIAMS CO. EQUITY 824348106 2528 57,458 SH SOLE 1 57,458
SHIRE PHARMACEUTICALS GR ADR EQUITY 82481R106 10114 295,037 SH SOLE 1 295,037
SHOE CARNIVAL INC EQUITY 824889109 80 4,597 SH SOLE 1 4,597
SHOPKO STORES, INC. EQUITY 824911101 407 18,303 SH SOLE 1 18,303
SHUFFLE MASTER INC EQUITY 825549108 2 63225 SH SOLE 3 60000 3225
SHUFFLE MASTER, INC. EQUITY 825549108 629 21,706 SH SOLE 1 21,706
SHURGARD STORAGE CENTERS, INC.
CLASS EQUITY 82567D104 180 4,392 SH SOLE 1 4,392
SI INTERNATIONAL EQUITY 78427V102 9 309500 SH SOLE 3 305300 4200
SI INTERNATIONAL INC EQUITY 78427V102 111 4,019 SH SOLE 1 4,019
SIDER NACIONAL CIA SPONS AD EQUITY 20440W105 661 33,200 SH SOLE 1 33,200
SIEBEL SYS INC EQUITY 826170102 3291 118,600 SH DEFINED 2 118,600
SIEBEL SYSTEMS, INC. EQUITY 826170102 3900 427,146 SH SOLE 1 427,146
SIERRA HEALTH SERVICES, INC. EQUITY 826322109 914 14,312 SH SOLE 1 14,312
SIERRA PACIFIC RESOURCES EQUITY 826428104 3036 282,424 SH SOLE 1 282,424
SIGMA ALDRICH EQUITY 826552101 5 88 SH DEFINED 2 88
SIGMA ALDRICH CORP. EQUITY 826552101 16310 266,286 SH SOLE 1 266,286
SIGMATEL INC EQUITY 82661W107 574 15,337 SH SOLE 1 15,337
SIGNATURE BANK EQUITY 82669G104 102 3,838 SH SOLE 1 3,838
SIGNATURE BK NEW YORK NY EQUITY 82669G104 13016 491,000 SH DEFINED 2 491,000
SILGAN HOLDINGS, INC. EQUITY 827048109 444 6,831 SH SOLE 1 6,831
SILICON GRAPHICS, INC. EQUITY 827056102 194 162,796 SH SOLE 1 162,796
SILICON IMAGE INC EQUITY 82705T102 464 46,163 SH SOLE 1 46,163
SILICON LABORATORIES INC EQUITY 826919102 2427 81,689 SH SOLE 1 81,689
SILICON STORAGE TECHNOLOGY EQUITY 827057100 188 50,625 SH SOLE 1 50,625
SILICON VALLEY BANCSHARES EQUITY 827064106 3806 86,382 SH SOLE 1 86,382
SILICONIX, INC. EQUITY 827079203 129 3,650 SH SOLE 1 3,650
SIMMONS FIRST NATIONAL CORP. EQUITY 828730200 227 9,150 SH SOLE 1 9,150
SIMON PPTY GROUP EQUITY 828806109 1 16305 SH SOLE 3 16305
SIMON PPTY GROUP INC NEW EQUITY 828806109 16 271 SH DEFINED 2 271
SIMON PROPERTY GROUP INC EQUITY 828806109 7004 115,619 SH SOLE 1 115,619
SIMPLETECH INC EQUITY 828823104 50 12,569 SH SOLE 1 12,569
SIMPSON MANUFACTURING CO. EQUITY 829073105 707 22,889 SH SOLE 1 22,889
SINCLAIR BROADCAST GROUP, INC. EQUITY 829226109 224 27,917 SH SOLE 1 27,917
SIPEX CORP. EQUITY 829909100 29 12,334 SH SOLE 1 12,334
SIRF TECHNOLOGY HOLDINGS INC EQUITY 82967H101 80 7,169 SH SOLE 1 7,169
SIRIUS SATELLITE RADIO INC. EQUITY 82966U103 2899 515,790 SH SOLE 1 515,790
SIRVA INC EQUITY 82967Y104 4 496 SH SOLE 1 496
SITEL CORP. EQUITY 82980K107 71 36,337 SH SOLE 1 36,337
SIX FLAGS, INC EQUITY 83001P109 239 58,020 SH SOLE 1 58,020
SIZELER PPTY INVS INC EQUITY 830137105 15 1,250 SH SOLE 1 1,250
SKECHERS USA INC. CL-A EQUITY 830566105 191 12,366 SH SOLE 1 12,366
SKY FINANCIAL GROUP EQUITY 83080P103 70 2,618 SH SOLE 1 2,618
SKYLINE CORP. EQUITY 830830105 164 4,251 SH SOLE 1 4,251
SKYWEST INC EQUITY 830879102 27822 1,496,606 SH SOLE 1 1,496,606
SKYWORKS SOLUTIONS INC EQUITY 83088M102 592 93,154 SH SOLE 1 93,154
SL GREEN REALTY CORP. EQUITY 78440X101 234 4,169 SH SOLE 1 4,169
SLM CORP EQUITY 78442P106 26 515 SH DEFINED 2 515
SLM CORP EQUITY 78442P106 39251 1,375,871 SH SOLE 1 209,738
SMART & FINAL, INC., EQUITY 831683107 95 7,791 SH SOLE 1 7,791
SMITH INTERNATIONAL, INC. EQUITY 832110100 12015 191,533 SH SOLE 1 191,533
SMITH, A.O. CORP. EQUITY 831865209 306 10,612 SH SOLE 1 10,612
SMITHFIELD FOODS INC EQUITY 832248108 5706 180,850 SH SOLE 1 180,850
SMITHTOWN BANCORP INC EQUITY 832449102 91 3,249 SH SOLE 1 3,249
SMURFIT STONE CONTAINER CO EQUITY 832727101 1434 28,800 SH DEFINED 2 28,800
SMURFIT-STONE CONTAINER CORP. EQUITY 832727101 23790 1,537,845 SH SOLE 1 1,537,845
SNAP ON INC EQUITY 833034101 2 75 SH DEFINED 2 75
SNAP-ON, INC. EQUITY 833034101 844 26,558 SH SOLE 1 26,558
SOHU.COM INC EQUITY 83408W103 242 13,761 SH SOLE 1 13,761
SOLECTRON CORP EQUITY 834182107 4 1,163 SH DEFINED 2 1,163
SOLECTRON CORP. EQUITY 834182107 1533 441,796 SH SOLE 1 441,796
SONIC AUTOMOTIVE INC EQUITY 83545G102 392 17,267 SH SOLE 1 17,267
SONIC CORP. EQUITY 835451105 1236 37,020 SH SOLE 1 37,020
SONIC INNOVATIONS INC EQUITY 83545M109 64 11,540 SH SOLE 1 11,540
SONIC SOLUTIONS EQUITY 835460106 175 11,647 SH SOLE 1 11,647
SONICWALL INC EQUITY 835470105 189 37,077 SH SOLE 1 37,077
SONOCO PRODUCTS CO. EQUITY 835495102 5161 178,879 SH SOLE 1 178,879
SONOSIGHT, INC. EQUITY 83568G104 239 9,183 SH SOLE 1 9,183
SOTHEBY'S HOLDINGS, INC. CLASS A EQUITY 835898107 1923 113,376 SH SOLE 1 113,376
SOURCE INTERLINK COS INC EQUITY 836151209 138 12,259 SH SOLE 1 12,259
SOURCECORP EQUITY 836167106 202 10,041 SH SOLE 1 10,041
SOUTH FINANCIAL GROUP INC. EQUITY 837841105 55 1,789 SH SOLE 1 1,789
SOUTH JERSEY INDUSTRIES, INC. EQUITY 838518108 483 8,567 SH SOLE 1 8,567
SOUTHERN CO EQUITY 842587107 28 881 SH DEFINED 2 881
SOUTHERN CO EQUITY 842587107 13599 427,241 SH SOLE 1 427,241
SOUTHERN COMMUNITY FINANCIAL EQUITY 842632101 87 9,283 SH SOLE 1 9,283
SOUTHERN PERU COPPER CORP. EQUITY 843611104 19 349 SH SOLE 1 349
SOUTHERN UNION CO. EQUITY 844030106 1052 41,876 SH SOLE 1 41,876
SOUTHSIDE BANCSHARES INC EQUITY 84470P109 127 6,100 SH SOLE 1 6,100
SOUTHWEST AIRLINES CO. EQUITY 844741108 4804 337,345 SH SOLE 1 337,345
SOUTHWEST AIRLS CO EQUITY 844741108 2129 149,492 SH DEFINED 2 149,492
SOUTHWEST BANCORP INC EQUITY 844767103 123 6,679 SH SOLE 1 6,679
SOUTHWEST BANCORPORATION OF TX EQUITY 84476R109 785 42,806 SH SOLE 1 42,806
SOUTHWEST GAS CORP EQUITY 844895102 523 21,628 SH SOLE 1 21,628
SOUTHWEST WTR CO EQUITY 845331107 125 11,997 SH SOLE 1 11,997
SOUTHWESTERN ENERGY CO. EQUITY 845467109 1277 22,498 SH SOLE 1 22,498
SOVEREIGN BANCORP INC EQUITY 845905108 10 450 SH DEFINED 2 450
SOVEREIGN BANCORP, INC. EQUITY 845905108 3794 171,217 SH SOLE 1 171,217
SOVRAN SELF STORAGE, INC. EQUITY 84610H108 2742 69,182 SH SOLE 1 69,182
SPANISH BROADCASTING SYS, INC.
CLASS EQUITY 846425882 236 23,038 SH SOLE 1 23,038
SPARTECH CORP. EQUITY 847220209 311 15,643 SH SOLE 1 15,643
SPATIALIGHT INC EQUITY 847248101 74 14,643 SH SOLE 1 14,643
SPECIALTY LABORATORIES INC EQUITY 84749R100 48 4,981 SH SOLE 1 4,981
SPECTRALINK CORP EQUITY 847580107 168 11,877 SH SOLE 1 11,877
SPECTRASITE INC EQUITY 84761M104 55 943 SH SOLE 1 943
SPEEDWAY MOTORSPORTS EQUITY 847788106 329 9,227 SH SOLE 1 9,227
SPHERION CORPORATION EQUITY 848420105 282 37,647 SH SOLE 1 37,647
SPINNAKER EXPLORATION CO EQUITY 84855W109 556 15,642 SH SOLE 1 15,642
SPORTS AUTHORITY INC EQUITY 84917U109 382 13,880 SH SOLE 1 13,880
SPORTS RESORTS INTL INC EQUITY 84918U108 3 872 SH SOLE 1 872
SPRINT CORP EQUITY 852061100 40 1,772 SH DEFINED 2 1,772
SPRINT CORP EQUITY 852061100 41268 1,451,137 SH SOLE 1 1,451,137
SPSS, INC. EQUITY 78462K102 154 8,829 SH SOLE 1 8,829
SPX CORP. EQUITY 784635104 5879 135,829 SH SOLE 1 135,829
SRA INTERNATIONAL CL A EQUITY 78464R105 488 8,093 SH SOLE 1 8,093
SRA INTL INC CL A EQUITY 78464R105 3 53700 SH SOLE 3 50900 2800
SS&C TECHNOLOGIES INC EQUITY 85227Q100 193 8,474 SH SOLE 1 8,474
ST JUDE MED INC EQUITY 790849103 17922 497,826 SH DEFINED 2 497,826
ST JUDE MEDICAL, INC. EQUITY 790849103 8859 246,076 SH SOLE 1 246,076
ST. MARY LAND & EXPLORATION EQUITY 792228108 889 17,755 SH SOLE 1 17,755
ST. PAUL TRAVELERS COMPANIES, INC. EQUITY 792860108 18066 491,847 SH SOLE 1 491,847
STAGE STORES INC EQUITY 85254C305 447 11,642 SH SOLE 1 11,642
STAKTEK HOLDINGS INC EQUITY 85256P106 25 6,375 SH SOLE 1 6,375
STAMPS.COM INC EQUITY 852857200 174 10,465 SH SOLE 1 10,465
STANCORP FINANCIAL GROUP, INC. EQUITY 852891100 4360 51,432 SH SOLE 1 51,432
STANDARD COML CORP. COM EQUITY 853258101 117 6,295 SH SOLE 1 6,295
STANDARD MICROSYSTEMS CORP. EQUITY 853626109 199 11,477 SH SOLE 1 11,477
STANDARD MOTOR PRODUCTS, INC. EQUITY 853666105 92 7,842 SH SOLE 1 7,842
STANDARD PACIFIC CORP. EQUITY 85375C101 63 867 SH SOLE 1 867
STANDARD REGISTER CO. EQUITY 853887107 92 7,303 SH SOLE 1 7,303
STANDEX INTERNATIONAL CORP. EQUITY 854231107 208 7,602 SH SOLE 1 7,602
STANLEY FURNITURE CO INC EQUITY 854305208 165 3,486 SH SOLE 1 3,486
STANLEY WORKS EQUITY 854616109 4 93 SH DEFINED 2 93
STANLEY WORKS EQUITY 854616109 1545 34,126 SH SOLE 1 34,126
STAPLES INC EQUITY 855030102 18 587 SH DEFINED 2 587
STAPLES, INC. EQUITY 855030102 12986 413,174 SH SOLE 1 413,174
STAR SCIENTIFIC INC EQUITY 85517P101 92 17,340 SH SOLE 1 17,340
STARBUCKS CORP EQUITY 855244109 25 478 SH DEFINED 2 478
STARBUCKS CORP. EQUITY 855244109 15381 297,728 SH SOLE 1 297,728
STARTEK INC EQUITY 85569C107 114 6,775 SH SOLE 1 6,775
STARWOOD HOTELS & RESORTS WW EQUITY 85590A203 5832 97,154 SH SOLE 1 97,154
STARWOOD HOTELS + RESORTS EQUITY 85590A203 2752 45,850 SH DEFINED 2 45,850
STATE AUTO FINANCIAL CORP. EQUITY 855707105 224 8,403 SH SOLE 1 8,403
STATE BANCORP INC EQUITY 855716106 129 4,976 SH SOLE 1 4,976
STATE FINL SERVICES CORP-A EQUITY 856855101 133 3,587 SH SOLE 1 3,587
STATE STREET CORP. EQUITY 857477103 6300 144,099 SH SOLE 1 144,099
STATE STREET CORPORATION EQUITY 857477103 18 409 SH DEFINED 2 409
STATION CASINOS, INC. EQUITY 857689103 69 1,020 SH SOLE 1 1,020
STATS CHIPPAC LTD-ADR EQUITY 85771T104 289 43,742 SH SOLE 1 43,742
STEEL DYNAMICS, INC. EQUITY 858119100 3543 102,833 SH SOLE 1 102,833
STEEL TECHNOLOGIES INC EQUITY 858147101 150 6,256 SH SOLE 1 6,256
STEELCASE INC-CL A EQUITY 858155203 17 1,225 SH SOLE 1 1,225
STEIN MART, INC. EQUITY 858375108 347 15,434 SH SOLE 1 15,434
STEINWAY MUSICAL INSTRUMENTS EQUITY 858495104 12313 410,967 SH SOLE 1 410,967
STELLENT INC EQUITY 85856W105 106 12,654 SH SOLE 1 12,654
STEPAN CO. EQUITY 858586100 77 3,291 SH SOLE 1 3,291
STEREOTAXIS INC EQUITY 85916J102 27 3,437 SH SOLE 1 3,437
STERICYCLE INC EQUITY 858912108 4756 107,600 SH DEFINED 2 107,600
STERICYCLE, INC. EQUITY 858912108 3673 83,109 SH SOLE 1 83,109
STERIS CORP COM EQUITY 859152100 4216 166,961 SH SOLE 1 166,961
STERLING BANCORP EQUITY 859158107 243 9,999 SH SOLE 1 9,999
STERLING BANCSHARES, INC. EQUITY 858907108 396 27,914 SH SOLE 1 27,914
STERLING FINANCIAL CORP EQUITY 859317109 349 13,395 SH SOLE 1 13,395
STERLING FINL CORP WAS EQUITY 859319105 503 14,096 SH SOLE 1 14,096
STEVEN MADDEN, LTD. EQUITY 556269108 121 7,232 SH SOLE 1 7,232
STEWART & STEVENSON SERVICES EQUITY 860342104 408 17,820 SH SOLE 1 17,820
STEWART ENTERPRISES, INC. EQUITY 860370105 412 66,959 SH SOLE 1 66,959
STEWART INFORMATION SERVICES COM EQUITY 860372101 398 10,607 SH SOLE 1 10,607
STIFEL FINANCIAL CORP EQUITY 860630102 98 4,496 SH SOLE 1 4,496
STILLWATER MINING CO. EQUITY 86074Q102 247 25,061 SH SOLE 1 25,061
STONE ENERGY CORP. EQUITY 861642106 698 14,375 SH SOLE 1 14,375
STONERIDGE, INC. EQUITY 86183P102 118 9,694 SH SOLE 1 9,694
STORAGE TECHNOLOGY CORP. EQUITY 862111200 5935 192,681 SH SOLE 1 192,681
STRATASYS INC EQUITY 862685104 162 5,724 SH SOLE 1 5,724
STRATEGIC HOTEL CAPITAL INC EQUITY 86272T106 185 12,613 SH SOLE 1 12,613
STRATEX NETWORKS INC EQUITY 86279T109 109 59,063 SH SOLE 1 59,063
STRATTEC SEC CORP EQUITY 863111100 128 2,385 SH SOLE 1 2,385
STRAYER EDUCATION, INC EQUITY 863236105 1046 9,227 SH SOLE 1 9,227
STRIDE RITE CORP. EQUITY 863314100 304 22,831 SH SOLE 1 22,831
STRYKER CORP EQUITY 863667101 20 447 SH DEFINED 2 447
Stryker Corp EQUITY 863667101 892 20,000 SH SOLE 4 20,000
STRYKER CORP. EQUITY 863667101 8478 190,047 SH SOLE 1 190,047
STUDENT LOAN CORP. EQUITY 863902102 21 101 SH SOLE 1 101
STURM, RUGER & CO., INC. EQUITY 864159108 92 13,206 SH SOLE 1 13,206
SUFFOLK BANCORP EQUITY 864739107 224 6,788 SH SOLE 1 6,788
SUMMIT PROPERTIES, INC. EQUITY 866239106 1 30 SH SOLE 1 30
SUN BANCORP INC EQUITY 86663B102 139 6,062 SH SOLE 1 6,062
SUN COMMUNITIES, INC. EQUITY 866674104 408 11,398 SH SOLE 1 11,398
SUN HEALTHCARE GROUP INC - W/I EQUITY 866933401 19 2,793 SH SOLE 1 2,793
SUN HYDRAULICS CORP COM EQUITY 866942105 1 30000 SH SOLE 3 30000
SUN MICROSYSTEMS INC EQUITY 866810104 16 4,047 SH DEFINED 2 4,047
SUN MICROSYSTEMS, INC. EQUITY 866810104 6944 1,718,718 SH SOLE 1 1,718,718
SUNGARD DATA SYS INC EQUITY 867363103 12 348 SH DEFINED 2 348
SUNGARD DATA SYSTEMS, INC. EQUITY 867363103 7134 206,797 SH SOLE 1 206,797
SUNOCO INC EQUITY 86764P109 10 92 SH DEFINED 2 92
SUNOCO, INC. EQUITY 86764P109 9742 94,106 SH SOLE 1 94,106
SUNOPTA INC EQUITY 8676EP108 996 157,900 SH DEFINED 2 157,900
SUNRISE SENIOR LIVING INC EQUITY 86768K106 492 10,123 SH SOLE 1 10,123
SUNSTONE HOTEL INVESTORS INC EQUITY 867892101 296 13,789 SH SOLE 1 13,789
SUNTERRA CORP EQUITY 86787D208 174 11,569 SH SOLE 1 11,569
SUNTRON CORP EQUITY 86789P100 3 1,526 SH SOLE 1 1,526
SUNTRUST BANKS, INC. EQUITY 867914103 16711 231,877 SH SOLE 1 231,877
SUNTRUST BKS INC EQUITY 867914103 29 401 SH DEFINED 2 401
SUPERGEN, INC. EQUITY 868059106 152 31,303 SH SOLE 1 31,303
SUPERIOR ENERGY SERVICES, INC. EQUITY 868157108 582 33,823 SH SOLE 1 33,823
SUPERIOR INDUSTRIES INTL, INC. EQUITY 868168105 367 13,914 SH SOLE 1 13,914
SUPERTEX INC EQUITY 868532102 102 5,567 SH SOLE 1 5,567
SUPERVALU INC EQUITY 868536103 5 163 SH DEFINED 2 163
SUPERVALU, INC. EQUITY 868536103 2062 61,831 SH SOLE 1 61,831
SUPPORTSOFT INC EQUITY 868587106 119 22,627 SH SOLE 1 22,627
SUPPORTSOFT INC EQUITY 868587106 1695 321,000 SH DEFINED 2 321,000
SUREWEST COMMUNICATION EQUITY 868733106 210 9,090 SH SOLE 1 9,090
SURMODICS INC EQUITY 868873100 282 8,847 SH SOLE 1 8,847
SUSQUEHANNA BANCSHARES, INC. EQUITY 869099101 700 28,723 SH SOLE 1 28,723
SWIFT ENERGY CO. EQUITY 870738101 490 17,218 SH SOLE 1 17,218
SWIFT TRANSPORTATION CO., INC. EQUITY 870756103 3071 138,725 SH SOLE 1 138,725
SWS GROUP INC EQUITY 78503N107 151 9,413 SH SOLE 1 9,413
SYBASE, INC. EQUITY 871130100 3174 171,955 SH SOLE 1 171,955
SYBRON DENTAL SPECIALTIES INC. EQUITY 871142105 861 23,985 SH SOLE 1 23,985
SYCAMORE NETWORKS, INC EQUITY 871206108 386 108,399 SH SOLE 1 108,399
SYKES ENTERPRISES, INC. EQUITY 871237103 107 15,601 SH SOLE 1 15,601
SYMANTEC CORP EQUITY 871503108 23733 1,112,645 SH DEFINED 2 1,112,645
SYMANTEC CORP. EQUITY 871503108 14844 353,954 SH SOLE 1 353,954
SYMBION INC EQUITY 871507109 110 5,164 SH SOLE 1 5,164
SYMBOL TECHNOLOGIES INC EQUITY 871508107 4 293 SH DEFINED 2 293
SYMBOL TECHNOLOGIES, INC. EQUITY 871508107 1592 109,886 SH SOLE 1 109,886
SYMMETRICOM, INC. EQUITY 871543104 310 27,987 SH SOLE 1 27,987
SYMMETRY MED INC COM EQUITY 871546206 2 122400 SH SOLE 3 116000 6400
SYMX TECHNOLOGIES INC. EQUITY 87155S108 387 17,552 SH SOLE 1 17,552
SYNAPTICS INC EQUITY 87157D109 319 13,761 SH SOLE 1 13,761
SYNNEX CORP EQUITY 87162W100 71 4,097 SH SOLE 1 4,097
SYNOPSYS INC. EQUITY 871607107 4913 271,423 SH SOLE 1 271,423
SYNOVUS FINANCIAL CORP. EQUITY 87161C105 14108 506,405 SH SOLE 1 506,405
SYNOVUS FINL CORP EQUITY 87161C105 11 382 SH DEFINED 2 382
SYNTEL, INC. EQUITY 87162H103 81 4,574 SH SOLE 1 4,574
SYNTROLEUM CORPORATION EQUITY 871630109 214 17,508 SH SOLE 1 17,508
SYPRIS SOLUTIONS INC EQUITY 871655106 45 4,206 SH SOLE 1 4,206
SYSCO CORP EQUITY 871829107 11569 323,155 SH DEFINED 2 323,155
SYSCO CORP. EQUITY 871829107 10407 290,711 SH SOLE 1 290,711
SYSTEMAX INC EQUITY 871851101 33 6,002 SH SOLE 1 6,002
T ROWE PRICE GROUP INC. EQUITY 74144T108 3321 55,924 SH SOLE 1 55,924
Taiwan Semiconductor SP ADR EQUITY 874039100 3078 362,940 SH SOLE 1 362,940
TAKE-TWO INTERACTIVE SOFTWARE EQUITY 874054109 1088 27,817 SH SOLE 1 27,817
TALBOTS INC EQUITY 874161102 14 449 SH SOLE 1 449
TALISMAN ENERGY INC. EQUITY 87425E103 9400 274,700 SH DEFINED 1 0 274,700
TALK AMERICA HOLDINGS INC EQUITY 87426R202 107 16,639 SH SOLE 1 16,639
TALX CORP EQUITY 874918105 232 12,764 SH SOLE 1 12,764
TANGER FACTORY OUTLET CTRS EQUITY 875465106 420 19,085 SH SOLE 1 19,085
TANOX INC EQUITY 87588Q109 142 14,801 SH SOLE 1 14,801
TARGET CORP EQUITY 87612E106 11423 228,368 SH DEFINED 2 228,368
TARGET CORPORATION EQUITY 87612E106 21032 420,478 SH SOLE 1 420,478
TARO PHARMACEUTICALS INDUS EQUITY M8737E108 2725 86,350 SH SOLE 1 86,350
TARRAGON CORP EQUITY 876287103 126 6,246 SH SOLE 1 6,246
TASER INTERNATIONAL INC EQUITY 87651B104 360 30,039 SH SOLE 1 30,039
TAUBMAN CENTERS, INC. EQUITY 876664103 964 34,760 SH SOLE 1 34,760
TAYLOR CAPITAL GROUP INC EQUITY 876851106 79 2,426 SH SOLE 1 2,426
TBC CORP EQUITY 872183108 344 12,339 SH SOLE 1 12,339
TCF FINANCIAL CORP. EQUITY 872275102 6240 229,834 SH SOLE 1 229,834
TD BANKNORTH INC EQUITY 87235A101 67 2,138 SH SOLE 1 2,138
TECH DATA CORP. EQUITY 878237106 3909 105,468 SH SOLE 1 105,468
TECHE CORP. EQUITY 878377100 3778 94,029 SH SOLE 1 94,029
TECHNICAL OLYMPIC USA INC EQUITY 878483106 173 5,735 SH SOLE 1 5,735
TECHNITROL, INC. EQUITY 878555101 375 25,159 SH SOLE 1 25,159
TECO ENERGY INC EQUITY 872375100 4 257 SH DEFINED 2 257
TECO ENERGY, INC. EQUITY 872375100 2703 172,363 SH SOLE 1 172,363
TECUMSEH PRODUCTS CO. CLASS A EQUITY 878895200 1709 43,154 SH SOLE 1 43,154
TEJON RANCH CO. EQUITY 879080109 211 4,727 SH SOLE 1 4,727
TEKELEC EQUITY 879101103 493 30,940 SH SOLE 1 30,940
TEKELEC INC EQUITY 879101103 2428 152,300 SH DEFINED 2 152,300
TEKTRONIX INC EQUITY 879131100 3 112 SH DEFINED 2 112
TEKTRONIX, INC. EQUITY 879131100 1001 40,802 SH SOLE 1 40,802
TELE NORTE LESTE PARTICIPACOES
S.A. A EQUITY 879246106 2223 143,680 SH SOLE 1 143,680
TELECOM ARGENTINA S.A. - ADR EQUITY 879273209 522 42,600 SH SOLE 1 42,600
TELECOM DE CHILE SPONS ADR EQUITY 204449300 223 20,000 SH SOLE 1 20,000
TELEDYNE TECHOLOGIES INC EQUITY 879360105 634 20,240 SH SOLE 1 20,240
TELEFLEX INC. EQUITY 879369106 3562 69,601 SH SOLE 1 69,601
TELEFONOS DE MEXIC ADR-EACH EQUITY 879403780 3811 113,600 SH SOLE 1 113,600
TELEPHONE AND DATA SYSTEMS EQUITY 879433100 8049 98,636 SH SOLE 1 98,636
TELETECH HOLDINGS EQUITY 879939106 303 23,460 SH SOLE 1 23,460
TELEWEST GLOBAL INC EQUITY 87956T107 2062 115,912 SH DEFINED 2 115,912
TELEWEST GLOBAL INC EQUITY 87956T107 17107 961,597 SH SOLE 1 961,597
TELIK INC EQUITY 87959M109 413 27,406 SH SOLE 1 27,406
TELIK INC COM EQUITY 87959M109 1 99400 SH SOLE 3 96200 3200
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TELLABS, INC. EQUITY 879664100 1671 228,906 SH SOLE 1 228,906
TELVENT GIT SA SHS (F) EQUITY E90215109 4 368100 SH SOLE 3 368100
TEMPLE INLAND INC EQUITY 879868107 5 74 SH DEFINED 2 74
TEMPLE-INLAND INC. EQUITY 879868107 1900 26,186 SH SOLE 1 26,186
TEMPUR-PEDIC INTERNATIONAL EQUITY 88023U101 219 11,727 SH SOLE 1 11,727
TENARIS SA-ADR EQUITY 88031M109 2565 42,979 SH SOLE 1 42,979
TENET HEALTHCARE CORP EQUITY 88033G100 6 560 SH DEFINED 2 560
TENET HEALTHCARE CORP. EQUITY 88033G100 2467 213,930 SH SOLE 1 213,930
TENNANT CO. EQUITY 880345103 183 4,740 SH SOLE 1 4,740
TENNECO AUTOMOTIVE INC EQUITY 880349105 325 26,122 SH SOLE 1 26,122
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TERCICA INC EQUITY 88078L105 27 3,600 SH SOLE 1 3,600
TEREX CORP. EQUITY 880779103 1330 30,706 SH SOLE 1 30,706
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TERRA INDUSTRIES, INC. EQUITY 880915103 7136 919,524 SH SOLE 1 919,524
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TESORO CORP EQUITY 881609101 1510 40,796 SH SOLE 1 40,796
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TEXAS REGIONAL BANCSHARES, INC
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TEXAS ROADHOUSE INC EQUITY 882681109 587 20,900 SH DEFINED 2 20,900
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TEXTRON FINANCIAL CORP EQUITY 883203101 4582 61,407 SH SOLE 1 61,407
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THE ST JOE COMPANY EQUITY 790148100 90 1,335 SH SOLE 1 1,335
THE ST PAUL TRAVELERS COS EQUITY 792860108 29 794 SH DEFINED 2 794
THE STEAK N SHAKE COMPANY EQUITY 857873103 293 15,156 SH SOLE 1 15,156
THE TITAN CORPORATION EQUITY 888266103 3690 203,212 SH SOLE 1 203,212
THE YANKEE CANDLE CO. EQUITY 984757104 983 31,001 SH SOLE 1 31,001
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THERMO ELECTRON CORP. EQUITY 883556102 5074 200,617 SH SOLE 1 200,617
THERMOGENESIS CORP EQUITY 883623209 139 27,820 SH SOLE 1 27,820
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TIFFANY + CO NEW EQUITY 886547108 6 175 SH DEFINED 2 175
TIMBERLAND COMPANY EQUITY 887100105 3957 55,794 SH SOLE 1 55,794
TIME WARNER INC EQUITY 887317105 86350 4,920,230 SH SOLE 1 4,920,230
TIME WARNER INC NEW EQUITY 887317105 26116 1,488,106 SH DEFINED 2 1,488,106
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TIMKEN CO. EQUITY 887389104 46 1,687 SH SOLE 1 1,687
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TJX COS INC NEW EQUITY 872540109 14 568 SH DEFINED 2 568
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TORCHMARK INC EQUITY 891027104 7 133 SH DEFINED 2 133
TORO CO. EQUITY 891092108 1259 14,226 SH SOLE 1 14,226
TORONTO DOMINION BK EQUITY 891160509 4837 116,784 SH DEFINED 1 0 116,784
TOTAL SYSTEM SERVICE EQUITY 891906109 23 908 SH SOLE 1 908
TOWER GROUP INC EQUITY 891777104 124 9,304 SH SOLE 1 9,304
TOWN & COUNTRY TRUST EQUITY 892081100 321 12,148 SH SOLE 1 12,148
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TRACTOR SUPPLY CO EQUITY 892356106 847 19,395 SH SOLE 1 19,395
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TRAMMELL CROW CO. EQUITY 89288R106 420 20,406 SH SOLE 1 20,406
TRANS WORLD ENTERTAINMENT CORP EQUITY 89336Q100 202 13,746 SH SOLE 1 13,746
TRANSACT TECHNOLOGIES INC EQUITY 892918103 53 5,330 SH SOLE 1 5,330
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TRANSATLANTIC HOLDINGS INC EQUITY 893521104 45 674 SH SOLE 1 674
TRANSATLANTIC HOLDINGS INC EQUITY 893521104 2590034 39,112,562 SH SOLE 1 39,112,562
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TRANSOCEAN INC ORD EQUITY G90078109 1 24100 SH SOLE 3 23000 1100
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TRIARC COS-B EQUITY 895927309 308 22,260 SH SOLE 1 22,260
TRIBUNE CO NEW EQUITY 896047107 14 358 SH DEFINED 2 358
TRIBUNE CO. EQUITY 896047107 5137 128,848 SH SOLE 1 128,848
TRICO BANCSHARES EQUITY 896095106 146 6,981 SH SOLE 1 6,981
TRICO MARINE SVCS INC EQUITY 896106200 7501 353,000 SH DEFINED 2 353,000
TRIDENT MICROSYSTEMS INC EQUITY 895919108 207 11,687 SH SOLE 1 11,687
TRIMBLE NAVIGATION LTD. EQUITY 896239100 1066 31,532 SH SOLE 1 31,532
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TUESDAY MORNING CORPORATION EQUITY 899035505 463 16,048 SH SOLE 1 16,048
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TUPPERWARE CORP. EQUITY 899896104 2711 133,130 SH SOLE 1 133,130
TXU CORP EQUITY 873168108 23 284 SH DEFINED 2 284
TXU CORP EQUITY 873168108 8810 110,632 SH SOLE 1 110,632
Tyco International Ltd USD0.2 EQUITY 902124106 96431 2,852,993 SH SOLE 1 2,852,993
TYCO INTL LTD EQUITY 902124106 20835 616,410 SH DEFINED 2 616,410
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UIL HOLDINGS CORP. EQUITY 902748102 394 7,784 SH SOLE 1 7,784
ULTICOM INC EQUITY 903844108 72 6,451 SH SOLE 1 6,451
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VITESSE SEMICONDUCTOR CORP. EQUITY 928497106 359 135,359 SH SOLE 1 135,359
VNUS MED TECHNOLOGIES INC EQUITY 928566108 71 38,500 SH DEFINED 2 38,500
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VOLT INFORMATION SCIENCES INC. EQUITY 928703107 119 4,941 SH SOLE 1 4,941
VOLTERRA SEMICONDUCTOR CORP EQUITY 928708106 38 2,820 SH SOLE 1 2,820
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VORNADO RLTY TR SH BEN INT EQUITY 929042109 1 8860 SH SOLE 3 8860
VOTORANTIM CELULOSE - SPON ADR EQUITY 92906P106 2165 166,523 SH SOLE 1 166,523
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WABASH NATIONAL CORP. EQUITY 929566107 462 18,922 SH SOLE 1 18,922
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Wachovia Corp EQUITY 929903102 2036 40,000 SH SOLE 4 40,000
WACHOVIA CORP EQUITY 929903102 89330 1,754,660 SH SOLE 1 1,754,660
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WASHINGTON GROUP INTL INC EQUITY 938862208 707 15,725 SH SOLE 1 15,725
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WASHINGTON POST CO. CLASS B EQUITY 939640108 11121 12,440 SH SOLE 1 12,440
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WATSON PHARMACEUTICALS, INC EQUITY 942683103 1537 50,019 SH SOLE 1 50,019
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WEBEX COMMUNICATIONS INC (USD) EQUITY 94767L109 406 18,786 SH SOLE 1 18,786
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WEBSTER FINANCIAL CORP. EQUITY 947890109 4410 97,121 SH SOLE 1 97,121
WEIGHT WATCHERS INTL INC EQUITY 948626106 43 992 SH SOLE 1 992
WEINGARTEN REALTY INVESTORS EQUITY 948741103 5490 159,078 SH SOLE 1 159,078
WEINGARTEN RLTY INVS SH BEN IN EQUITY 948741103 6530 SH SOLE 3 6530
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WEST CORPORATION EQUITY 952355105 16 492 SH SOLE 1 492
WEST MARINE INC EQUITY 954235107 178 8,370 SH SOLE 1 8,370
WEST PHARMACEUTICAL SERVICES EQUITY 955306105 442 18,491 SH SOLE 1 18,491
WESTAMERICA BANKCORPORATION EQUITY 957090103 4110 79,395 SH SOLE 1 79,395
WESTAR ENERGY EQUITY 95709T100 3360 155,266 SH SOLE 1 155,266
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WESTERN DIGITIAL CORP. EQUITY 958102105 67 5,222 SH SOLE 1 5,222
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WESTERN WIRELESS CORP. CLASS A EQUITY 95988E204 76 1,995 SH SOLE 1 1,995
WESTFIELD FINANCIAL IN EQUITY 96008D101 76 3,041 SH SOLE 1 3,041
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Willis Group Hldgs Ltd USD .00011 EQUITY G96655108 13865 376,050 SH SOLE 1 376,050
WILMINGTON TRUST CORP EQUITY 971807102 4271 121,682 SH SOLE 1 121,682
WILSHIRE BANCORP INC EQUITY 97186T108 114 8,780 SH SOLE 1 8,780
WILSON GREATBATCH TECHNOLOGIES EQUITY 972232102 243 13,323 SH SOLE 1 13,323
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WIND RIVER SYSTEMS INC. EQUITY 973149107 2765 183,374 SH SOLE 1 183,374
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WINSTON HOTELS INC EQUITY 97563A102 192 16,410 SH SOLE 1 16,410
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WISCONSIN ENERGY CORP. EQUITY 976657106 7508 211,495 SH SOLE 1 211,495
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WOODHEAD INDS INC COM EQUITY 979438108 103 7,546 SH SOLE 1 7,546
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WORLD ACCEPTANCE CORP. EQUITY 981419104 256 10,043 SH SOLE 1 10,043
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WORLD WRESTLING ENTMNT EQUITY 98156Q108 100 8,327 SH SOLE 1 8,327
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WPS RESOURCES CORP. EQUITY 92931B106 3601 68,040 SH SOLE 1 68,040
WRIGHT MED GROUP INC EQUITY 98235T107 763 31,771 SH SOLE 1 31,771
WRIGLEY WM JR CO EQUITY 982526105 15 235 SH DEFINED 2 235
WSFS FINANCIAL CORP EQUITY 929328102 197 3,742 SH SOLE 1 3,742
WYETH EQUITY 983024100 67 1,594 SH DEFINED 2 1,594
WYETH EQUITY 983024100 47402 1,123,808 SH SOLE 1 1,123,808
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XCEL STATES POWER-MINES EQUITY 98389B100 3147 183,198 SH SOLE 1 183,198
XEROX CORP EQUITY 984121103 2532 167,144 SH DEFINED 2 167,144
XEROX CORP. EQUITY 984121103 9871 651,563 SH SOLE 1 651,563
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Xilinx Inc USD0.01 EQUITY 983919101 12235 418,567 SH SOLE 1 418,567
XILINX INC COM EQUITY 983919101 1 37500 SH SOLE 3 35800 1700
XL CAPITAL LTD EQUITY G98255105 12 168 SH DEFINED 2 168
XL CAPITAL LTD EQUITY G98255105 7679 136,658 SH SOLE 1 88,606
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XYBERNAUT CORP. EQUITY 984149104 46 110,296 SH SOLE 1 110,296
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YANKEE CANDLE INC EQUITY 984757104 5595 176,500 SH DEFINED 2 176,500
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YELLOW ROADWAY CORP EQUITY 985577105 5141 87,816 SH SOLE 1 87,816
YORK INTERNATIONAL CORP. EQUITY 986670107 3909 99,774 SH SOLE 1 99,774
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Yum Brands Inc EQUITY 988498101 2979 57,500 SH SOLE 4 57,500
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ZALE CORP. EQUITY 988858106 983 33,084 SH SOLE 1 33,084
ZEBRA TECHNOLOGIES CORP. CLASS A EQUITY 989207105 6149 129,485 SH SOLE 1 129,485
ZENITH NATIONAL INSURANCE CORP EQUITY 989390109 344 6,637 SH SOLE 1 6,637
ZHONE TECHNOLOGIES INC NEW EQUITY 98950P108 86 33,816 SH SOLE 1 33,816
ZILA INC EQUITY 989513205 114 28,276 SH SOLE 1 28,276
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ZIONS BANCORP EQUITY 989701107 8 112 SH DEFINED 2 112
ZIONS BANCORPORATION EQUITY 989701107 2837 41,110 SH SOLE 1 41,110
ZIPREALTY INC EQUITY 98974V107 40 2,843 SH SOLE 1 2,843
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ZOLL MEDICAL CORP. EQUITY 989922109 129 5,737 SH SOLE 1 5,737
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ZYGO CORP. EQUITY 989855101 144 11,146 SH SOLE 1 11,146
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