UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F
FORM 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: June 30, 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 August 12, 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: 3,931
Form 13F Information Table Value Total: $17,501,935 (thousands)
List of Other Included Managers:
Provide a numbered list of the name(s) and Form 13F file number(s) of all
institutional investment managers with respect to which this report is filed,
other than the manager filing this report.
No. Form 13F File Number Name
-- -------------------- -------------------------------------------
1 28-4637 AIG GLOBAL INVESTMENT CORP.
2 28-2725 AIG SUNAMERICA ASSET MANAGEMENT CORP.
3 28-3463 JOHN MCSTAY INVESTMENT COUNSEL, L.P.
4 28-5794 HSB GROUP, INC.
TITLE OF CUSIP VALUE SHARES/ SH/ PUT/ INVESTMENT OTHER (A) (B) (C)
NAME OF ISSUER CLASS NUMBER (X1000) PRINCIPAL PN CALL DISCRETION MGRS SOLE SHARED NONE
------- ---------- --- ---- ---------- ----- ---------- --------- -------
1-800 CONTACTS INC EQUITY 681977104 114 5,910 SH SOLE 1 5,910
1-800-FLOWERS.COM INC EQUITY 68243Q106 123 17,525 SH SOLE 1 17,525
1ST SOURCE CORP. EQUITY 336901103 186 8,096 SH SOLE 1 8,096
21ST CENTURY INSURANCE COMPANY EQUITY 90130N103 330 22,234 SH SOLE 1 22,234
21ST CENTURY INSURANCE COMPANY EQUITY 90130N103 793133 53,445,620 SH SOLE 1 53,445,620
3COM CORP. EQUITY 885535104 3440 947,738 SH SOLE 1 947,738
3D SYSTEMS CORP EQUITY 88554D205 202 8,394 SH SOLE 1 8,394
3M EQUITY 88579Y101 2386 33,000 SH SOLE 4 33,000
3M CO EQUITY 88579Y101 66 919 SH DEFINED 2 919
3M CO EQUITY 88579Y101 40228 556,402 SH SOLE 1 556,402
3M COMPANY EQUITY 88579Y101 27 370 SH DEFINED 2 370
4KIDS ENTERTAINMENT INC EQUITY 350865101 183 9,208 SH SOLE 1 9,208
7-ELEVEN INC. EQUITY 817826209 16 522 SH SOLE 1 522
99 CENTS ONLY STORES EQUITY 65440K106 1711 134,586 SH SOLE 1 134,586
A C MOORE ARTS & CRAFT EQUITY 00086T103 317 10,018 SH SOLE 1 10,018
A.G. EDWARDS, INC. EQUITY 281760108 6282 139,141 SH SOLE 1 139,141
A.S.V. INC EQUITY 001963107 247 6,087 SH SOLE 1 6,087
AAMES INVESTMENT CORP EQUITY 00253G108 277 28,471 SH SOLE 1 28,471
AAON INC EQUITY 000360206 108 6,064 SH SOLE 1 6,064
AAR CORP. EQUITY 000361105 352 22,408 SH SOLE 1 22,408
AARON RENTS, INC. EQUITY 002535201 670 26,926 SH SOLE 1 26,926
AASTROM BIOSCIENCES INC EQUITY 00253U107 219 70,311 SH SOLE 1 70,311
ABAXIS INC EQUITY 002567105 149 13,672 SH SOLE 1 13,672
ABBEY NATIONAL PLC CorpBond 002920809 43089 1,640,800 SH SOLE 1 1,641
Abbey National PLC 7.375% EQUITY 002920809 2764 105,000 SH SOLE 4 105,000
ABBOTT LABORATORIES EQUITY 002824100 34814 710,335 SH SOLE 1 710,335
Abbott Labs EQUITY 002824100 1715 35,000 SH SOLE 4 35,000
ABBOTT LABS EQUITY 002824100 25414 518,541 SH DEFINED 2 518,541
ABC BANCORP EQUITY 000400101 148 8,189 SH SOLE 1 8,189
ABERCROMBIE & FITCH CO CL A EQUITY 002896207 2 27005 SH SOLE 3 27005 1278
ABERCROMBIE AND FITCH CO. EQUITY 002896207 10682 155,490 SH SOLE 1 155,490
ABGENIX, INC. EQUITY 00339B107 532 61,971 SH SOLE 1 61,971
ABIOMED, INC. EQUITY 003654100 112 13,134 SH SOLE 1 13,134
ABM INDUSTRIES, INC. EQUITY 000957100 532 27,276 SH SOLE 1 27,276
ABX AIR INC EQUITY 00080S101 328 40,253 SH SOLE 1 40,253
ACADIA PHARMACEUTICALS INC EQUITY 004225108 95 11,275 SH SOLE 1 11,275
ACADIA REALTY TRUST EQUITY 004239109 393 21,062 SH SOLE 1 21,062
ACCENTURE LTD-CL A EQUITY G1150G111 7705 339,870 SH SOLE 1 339,870
ACCREDITED HOME LENDERS EQUITY 00437P107 535 12,156 SH SOLE 1 12,156
ACCREDO HEALTH INC. EQUITY 00437V104 47 1,028 SH SOLE 1 1,028
ACCURIDE CORP EQUITY 004398103 81 7,595 SH SOLE 1 7,595
ACE CASH EXPRESS INC EQUITY 004403101 201 7,852 SH SOLE 1 7,852
ACE LTD EQUITY G0070K103 16 349 SH DEFINED 2 349
ACE LTD EQUITY G0070K103 5613 125,141 SH SOLE 1 125,141
ACTEL CORP. EQUITY 004934105 242 17,391 SH SOLE 1 17,391
ACTIVISION, INC. EQUITY 004930202 6000 363,205 SH SOLE 1 363,205
ACTUANT CORP EQUITY 00508X203 886 18,483 SH SOLE 1 18,483
ACUITY BRANDS INC EQUITY 00508Y102 783 30,484 SH SOLE 1 30,484
ACXIOM CORP. EQUITY 005125109 4534 217,138 SH SOLE 1 217,138
ADAPTEC, INC. EQUITY 00651F108 299 77,078 SH SOLE 1 77,078
ADC TELECOMMUNICATIONS INC EQUITY 000886309 3 139 SH DEFINED 2 139
ADC TELECOMMUNICATIONS INC EQUITY 000886309 1159 53,246 SH SOLE 1 53,246
ADE CORP. EQUITY 00089C107 195 6,958 SH SOLE 1 6,958
ADESA INC EQUITY 00686U104 3516 161,484 SH SOLE 1 161,484
ADEZA BIOMEDICAL CORP EQUITY 006864102 49 2,897 SH SOLE 1 2,897
ADMINISTAFF, INC. EQUITY 007094105 323 13,580 SH SOLE 1 13,580
ADOBE SYS INC EQUITY 00724F101 17 588 SH DEFINED 2 588
ADOBE SYSTEMS INC. EQUITY 00724F101 16101 562,790 SH SOLE 1 562,790
ADOLOR CORPORATION EQUITY 00724X102 250 27,001 SH SOLE 1 27,001
ADTRAN INC EQUITY 00738A106 5647 227,800 SH DEFINED 2 227,800
ADTRAN INC COM EQUITY 00738A106 3 109207 SH SOLE 3 109207 2083
ADTRAN, INC. EQUITY 00738A106 4140 167,425 SH SOLE 1 167,425
ADVANCE AMERICA CASH ADVANCE EQUITY 00739W107 754 47,153 SH SOLE 1 47,153
ADVANCE AUTO PARTS EQUITY 00751Y106 25205 390,477 SH SOLE 1 390,477
ADVANCED DIGITAL INFO CORP. EQUITY 007525108 335 44,091 SH SOLE 1 44,091
ADVANCED ENERGY INDUSTRIES EQUITY 007973100 116 14,701 SH SOLE 1 14,701
ADVANCED MEDICAL OPTICS EQUITY 00763M108 4649 116,948 SH SOLE 1 116,948
ADVANCED MICRO DEVICES INC EQUITY 007903107 8 469 SH DEFINED 2 469
ADVANCED MICRO DEVICES, INC. EQUITY 007903107 3123 180,104 SH SOLE 1 180,104
ADVANCED NEUROMODULATION S EQUITY 00757T101 6555 165,200 SH DEFINED 2 165,200
ADVANCES NEUROMODULATIONS SYS EQUITY 00757T101 544 13,702 SH SOLE 1 13,702
ADVANTA CORP [B] EQUITY 007942204 369 13,121 SH SOLE 1 13,121
ADVENT SOFTWARE, INC. EQUITY 007974108 1267 62,515 SH SOLE 1 62,515
ADVISORY BRD CO EQUITY 00762W107 647 13,262 SH SOLE 1 13,262
ADVO, INC. EQUITY 007585102 688 21,600 SH SOLE 1 21,600
AEROFLEX, INC EQUITY 007768104 433 51,543 SH SOLE 1 51,543
AEROPOSTALE INC EQUITY 007865108 4604 137,030 SH SOLE 1 137,030
AES CORP EQUITY 00130H105 13 777 SH DEFINED 2 777
AES DRAX ENERGY LTD EQUITY 00130H105 8398 512,712 SH SOLE 1 512,712
AETNA INC EQUITY 00817Y108 1089 13,146 SH DEFINED 2 13,146
AETNA INC-NEW EQUITY 00817Y108 36469 440,340 SH SOLE 1 440,340
AFC ENTERPRISES EQUITY 00104Q107 2361 179,107 SH SOLE 1 179,107
AFFILIATED COMPUTER SERVICES CLASS A EQUITY 008190100 3585 70,153 SH SOLE 1 70,153
AFFILIATED COMPUTER SVCS I EQUITY 008190100 8 156 SH DEFINED 2 156
AFFILIATED MANAGERS GROUP EQUITY 008252108 39 570 SH SOLE 1 570
AFFIRMATIVE INSURANCE HOLDIN EQUITY 008272106 106 6,659 SH SOLE 1 6,659
AFFORDABLE RESIDENTIAL COMMU EQUITY 008273104 265 19,839 SH SOLE 1 19,839
AFFYMETRIX INC EQUITY 00826T108 71 1,309 SH SOLE 1 1,309
AFFYMETRIX INC COM EQUITY 00826T108 2 30373 SH SOLE 3 30373 1171
AFLAC INC EQUITY 001055102 26 594 SH DEFINED 2 594
AFLAC, INC. EQUITY 001055102 21438 495,330 SH SOLE 1 495,330
AFTERMARKET TECHNOLOGY EQUITY 008318107 257 14,719 SH SOLE 1 14,719
AGCO CORP. EQUITY 001084102 4273 223,465 SH SOLE 1 223,465
AGERE SYSTEMS INC EQUITY 00845V308 45 3,766 SH SOLE 1 3,766
AGILE SOFTWARE CORP. EQUITY 00846X105 232 36,804 SH SOLE 1 36,804
AGILENT TECHNOLOGIES INC EQUITY 00846U101 12 512 SH DEFINED 2 512
AGILENT TECHNOLOGIES INC. EQUITY 00846U101 4552 197,751 SH SOLE 1 197,751
AGILYSYS INC EQUITY 00847J105 312 19,867 SH SOLE 1 19,867
AGL RESOURCES, INC. EQUITY 001204106 6970 180,329 SH SOLE 1 180,329
AGNICO-EAGLE MINES EQUITY 008474108 3854 308,100 SH Defined 1 0 308,100
AGREE REALTY CORP EQUITY 008492100 160 5,302 SH SOLE 1 5,302
AIR PRODS + CHEMS INC EQUITY 009158106 17 278 SH DEFINED 2 278
AIR PRODUCTS AND CHEMICALS INC EQUITY 009158106 5973 99,058 SH SOLE 1 99,058
AIRGAS, INC. EQUITY 009363102 3147 127,577 SH SOLE 1 127,577
AIRTRAN HOLDINGS, INC. EQUITY 00949P108 1979 214,368 SH SOLE 1 214,368
AK STEEL CORP. EQUITY 001547108 486 75,831 SH SOLE 1 75,831
AKAMAI TECHNOLOGIES INC. EQUITY 00971T101 30 2,251 SH SOLE 1 2,251
ALABAMA NATIONAL BANCORP EQUITY 010317105 615 9,405 SH SOLE 1 9,405
ALADDIN KNOWLEDGE SYS ORD (F) EQUITY M0392N101 6 269500 SH SOLE 3 269500
ALAMO GROUP INC EQUITY 011311107 79 4,254 SH SOLE 1 4,254
ALAMOSA HOLDINGS INC EQUITY 011589108 344 24,721 SH DEFINED 2 24,721
ALAMOSA HOLDINGS INC. EQUITY 011589108 14805 1,065,110 SH SOLE 1 1,065,110
ALASKA AIR GROUP, INC. EQUITY 011659109 1927 64,778 SH SOLE 1 64,778
ALASKA COMM. SYS. HLDGS., INC. EQUITY 01167P101 89 8,962 SH SOLE 1 8,962
ALBANY INTERNATIONAL CORP. CLASS A EQUITY 012348108 632 19,672 SH SOLE 1 19,672
ALBANY MOLECULAR EQUITY 012423109 230 16,407 SH SOLE 1 16,407
ALBEMARLE CORP. EQUITY 012653101 3062 83,965 SH SOLE 1 83,965
ALBERTO CULVER CO EQUITY 013068101 4 103 SH DEFINED 2 103
ALBERTO-CULVER CO. CLASS B EQUITY 013068101 1762 40,672 SH SOLE 1 40,672
ALBERTSONS INC EQUITY 013104104 10252 495,731 SH DEFINED 2 495,731
ALBERTSON'S, INC. EQUITY 013104104 3502 169,339 SH SOLE 1 169,339
ALCAN INC EQUITY 013716105 4802 160,000 SH Defined 1 0 160,000
ALCOA INC EQUITY 013817101 27 1,043 SH DEFINED 2 1,043
ALCOA, INC. EQUITY 013817101 11837 453,021 SH SOLE 1 453,021
ALDERWOODS GROUP INC EQUITY 014383103 397 27,696 SH SOLE 1 27,696
ALDILA INC EQUITY 014384200 1189 60,810 SH SOLE 1 60,810
ALERIS INTERNATIONAL INC EQUITY 014477103 479 21,258 SH SOLE 1 21,258
ALEXANDER & BALDWIN, INC. EQUITY 014482103 3662 79,017 SH SOLE 1 79,017
ALEXANDER'S, INC. EQUITY 014752109 330 1,328 SH SOLE 1 1,328
ALEXANDRIA REAL ESTATE EQUITIE EQUITY 015271109 1183 16,105 SH SOLE 1 16,105
ALEXION PHARMACEUTICLAS, INC. EQUITY 015351109 445 19,296 SH SOLE 1 19,296
ALFA CORP. EQUITY 015385107 331 22,460 SH SOLE 1 22,460
ALICO INC EQUITY 016230104 135 2,633 SH SOLE 1 2,633
ALIGN TECHNOLOGY INC EQUITY 016255101 313 42,458 SH SOLE 1 42,458
ALKERMES INC EQUITY 01642T108 825 62,400 SH SOLE 1 62,400
ALLEGHANY CORP EQUITY 017175100 40 134 SH SOLE 1 134
ALLEGHENY ENERGY INC EQUITY 017361106 5 196 SH DEFINED 2 196
ALLEGHENY ENERGY, INC. EQUITY 017361106 1884 74,696 SH SOLE 1 74,696
ALLEGHENY TECHNOLOGIES INC EQUITY 01741R102 2726 32,058 SH DEFINED 2 32,058
ALLEGHENY TECHNOLOGIES, INC. EQUITY 01741R102 2692 122,047 SH SOLE 1 122,047
ALLERGAN, INC. EQUITY 018490102 19410 227,707 SH SOLE 1 227,707
ALLETE INC. EQUITY 018522300 874 17,511 SH SOLE 1 17,511
ALLIANCE DATA SYSTEMS EQUITY 018581108 4849 119,551 SH SOLE 1 119,551
ALLIANCE GAMING CORP EQUITY 01859P609 495 35,299 SH SOLE 1 35,299
ALLIANCE IMAGING INC EQUITY 018606202 100 9,524 SH SOLE 1 9,524
ALLIANCE ONE INTERNATIONAL I EQUITY 018772103 360 59,819 SH SOLE 1 59,819
ALLIANT ENERGY CORP. EQUITY 018802108 5915 210,132 SH SOLE 1 210,132
ALLIANT TECHSYSTEMS INC EQUITY 018804104 4698 66,549 SH SOLE 1 66,549
ALLIANT TECHSYSTEMS INC EQUITY 018804104 20721 293,500 SH DEFINED 2 293,500
ALLIED CAPITAL CORP EQUITY 01903Q108 108 3,715 SH SOLE 1 3,715
ALLIED HEALTHCARE INTL INC EQUITY 01923A109 149 20,997 SH SOLE 1 20,997
ALLIED WASTE INDUSTRIES IN EQUITY 019589308 3 332 SH DEFINED 2 332
ALLIED WASTE INDUSTRIES, INC. EQUITY 019589308 987 124,409 SH SOLE 1 124,409
ALLMERICA FINANCIAL CORP EQUITY 019754100 3581 96,560 SH SOLE 1 96,560
ALLOS THERAPEUTICS INC EQUITY 019777101 18 8,294 SH SOLE 1 8,294
ALLOY ONLINE, INC EQUITY 019855105 121 23,475 SH SOLE 1 23,475
ALLSCRIPTS HEALTHCARE SOLUTION EQUITY 01988P108 385 23,196 SH SOLE 1 23,196
ALLSCRIPTS HEATHCARE SOLUT EQUITY 01988P108 615 37,000 SH DEFINED 2 37,000
ALLSTATE CORP EQUITY 020002101 6424 107,508 SH DEFINED 2 107,508
ALLSTATE CORP. EQUITY 020002101 31014 519,071 SH SOLE 1 519,071
ALLTEL CORP EQUITY 020039103 25 395 SH DEFINED 2 395
ALLTEL CORP. EQUITY 020039103 8802 141,335 SH SOLE 1 141,335
ALPHA NATURAL RESOURCES INC EQUITY 02076X102 486 20,371 SH SOLE 1 20,371
ALPHARMA INC. CLASS A EQUITY 020813101 396 27,374 SH SOLE 1 27,374
ALTERA CORP EQUITY 021441100 9 453 SH DEFINED 2 453
ALTERA CORP. EQUITY 021441100 4006 202,300 SH SOLE 1 202,300
ALTIRIS INC EQUITY 02148M100 223 15,207 SH SOLE 1 15,207
Altria Group Inc EQUITY 02209S103 7113 110,000 SH SOLE 4 110,000
ALTRIA GROUP INC EQUITY 02209S103 18557 286,995 SH DEFINED 2 286,995
ALTRIA GROUP INC EQUITY 02209S103 127480 1,971,537 SH SOLE 1 1,971,537
AMAZON COM INC EQUITY 023135106 26 795 SH DEFINED 2 795
AMAZON.COM, INC. EQUITY 023135106 601 18,170 SH SOLE 1 18,170
AMB PPTY CORP EQUITY 00163T109 5860 SH SOLE 3 5860 5860
AMB PROPERTY CORP EQUITY 00163T109 6853 157,797 SH SOLE 1 157,797
AMBAC FINANCIAL GROUP INC. EQUITY 023139108 4731 67,815 SH SOLE 1 67,815
AMBAC FINL GROUP INC EQUITY 023139108 9 134 SH DEFINED 2 134
AMBASSADORS GROUP INC EQUITY 023177108 216 5,820 SH SOLE 1 5,820
AMCOL INTERNATIONAL CORP. EQUITY 02341W103 280 14,921 SH SOLE 1 14,921
AMCORE FINANCIAL, INC. EQUITY 023912108 437 14,627 SH SOLE 1 14,627
AMDOCS LIMITED EQUITY G02602103 1359 51,420 SH SOLE 1 51,420
AMEDISYS INC EQUITY 023436108 393 10,686 SH SOLE 1 10,686
AMEDISYS INC COM EQUITY 023436108 3 70300 SH SOLE 3 70300
AMEGY BANCORP INC EQUITY 02343R102 1085 48,471 SH SOLE 1 48,471
AMERADA HESS CORP EQUITY 023551104 11 104 SH DEFINED 2 104
AMERADA HESS CORP EQUITY 023551104 20112 188,831 SH SOLE 1 188,831
AMERCO, INC. EQUITY 023586100 380 7,087 SH SOLE 1 7,087
Ameren EQUITY 023608102 5972 108,000 SH SOLE 4 108,000
AMEREN CORP EQUITY 023608102 13 241 SH DEFINED 2 241
AMEREN CORP. EQUITY 023608102 5159 93,288 SH SOLE 1 93,288
AMERICA MOVIL SA ADR EACH R EQUITY 02364W105 7233 121,340 SH SOLE 1 121,340
AMERICA SERVICE GROUP INC EQUITY 02364L109 119 7,510 SH SOLE 1 7,510
AMERICAN AXLE & MFG HOLDINGS EQUITY 024061103 748 29,585 SH SOLE 1 29,585
AMERICAN CAMPUS COMMUNITIES EQUITY 024835100 198 8,714 SH SOLE 1 8,714
AMERICAN CAP. STRATEGIES, INC. EQUITY 024937104 93 2,574 SH SOLE 1 2,574
AMERICAN DENTAL PARTNERS INC EQUITY 025353103 134 5,503 SH SOLE 1 5,503
AMERICAN EAGLE OUTFITTERS EQUITY 02553E106 7633 249,121 SH SOLE 1 249,121
AMERICAN ECOLOGY CORP EQUITY 025533407 149 8,341 SH SOLE 1 8,341
AMERICAN ECOLOGY CORP COM NEW EQUITY 025533407 5 291600 SH SOLE 3 291600
AMERICAN ELEC PWR INC EQUITY 025537101 17 468 SH DEFINED 2 468
AMERICAN ELECTRIC POWER, INC. EQUITY 025537101 13788 373,966 SH SOLE 1 373,966
AMERICAN EQUITY INVT LIFE HL EQUITY 025676206 270 22,692 SH SOLE 1 22,692
AMERICAN EXPRESS CO EQUITY 025816109 15598 293,030 SH DEFINED 2 293,030
AMERICAN EXPRESS CO. EQUITY 025816109 38978 732,265 SH SOLE 1 732,265
AMERICAN FINANCIAL GROUP, INC. EQUITY 025932104 3529 105,271 SH SOLE 1 105,271
AMERICAN FINANCIAL REALTY TR EQUITY 02607P305 4343 282,394 SH SOLE 1 282,394
AMERICAN FIRST MORTGAGE INVES EQUITY 55272X102 424 56,912 SH SOLE 1 56,912
AMERICAN GREETINGS CORP. CLASS A EQUITY 026375105 3279 123,753 SH SOLE 1 123,753
AMERICAN HEALTHWAYS INC EQUITY 02649V104 968 22,910 SH SOLE 1 22,910
AMERICAN HEALTHWAYS INC EQUITY 02649V104 1433 33,900 SH DEFINED 2 33,900
AMERICAN HOME MORTGAGE INVESTMENT COR EQUITY 02660R107 917 26,220 SH SOLE 1 26,220
AMERICAN INTL GROUP INC EQUITY 026874107 181 3,120 SH DEFINED 2 3,120
AMERICAN INTL GRP INC COM EQUITY 026874107 67107 115,019 SH SOLE 1 115,019
AMERICAN ITALIAN PASTA CO. CLASS A EQUITY 027070101 268 12,734 SH SOLE 1 12,734
AMERICAN MEDICAL SYSTEMS HOLDI EQUITY 02744M108 985 47,710 SH SOLE 1 47,710
AMERICAN NATIONAL IN EQUITY 028591105 25 222 SH SOLE 1 222
AMERICAN PHARMACEUTICA EQUITY 02886P109 17 403 SH SOLE 1 403
AMERICAN PHYSICIANS CAPITAL IN EQUITY 028884104 189 5,088 SH SOLE 1 5,088
AMERICAN POWER CONVERSION EQUITY 029066107 2407 102,050 SH SOLE 1 102,050
AMERICAN PWR CONVERSION CO EQUITY 029066107 5 217 SH DEFINED 2 217
AMERICAN REPROGRAPHICS CO EQUITY 029263100 148 9,226 SH SOLE 1 9,226
AMERICAN RETIREMENT CORP EQUITY 028913101 280 19,137 SH SOLE 1 19,137
AMERICAN SCIENCE & ENGINEERI EQUITY 029429107 251 5,650 SH SOLE 1 5,650
AMERICAN SCIENCE &ENGR COM EQUITY 029429107 1 30700 SH SOLE 3 30700
AMERICAN STANDARD COMPANIES EQUITY 029712106 3385 80,750 SH SOLE 1 80,750
AMERICAN STATES WATER CO. EQUITY 029899101 340 11,586 SH SOLE 1 11,586
AMERICAN STD COS INC DEL EQUITY 029712106 9 222 SH DEFINED 2 222
AMERICAN SUPERCONDUCTOR CORP EQUITY 030111108 202 22,066 SH SOLE 1 22,066
AMERICAN TOWER CORP EQUITY 029912201 9637 458,484 SH SOLE 1 458,484
AMERICAN VANGUARD CORP EQUITY 030371108 153 7,331 SH SOLE 1 7,331
AMERICAN WEST HOLDINGS CORP. CLASS B EQUITY 023657208 148 24,590 SH SOLE 1 24,590
AMERICAN WOODMARK CORP. EQUITY 030506109 235 7,821 SH SOLE 1 7,821
AMERICANWEST BANCORPORATION EQUITY 03058P109 143 7,177 SH SOLE 1 7,177
AMERICA'S CAR-MART INC EQUITY 03062T105 139 6,182 SH SOLE 1 6,182
AMERICREDIT CORP. EQUITY 03060R101 6795 266,465 SH SOLE 1 266,465
AMERIGROUP CORP EQUITY 03073T102 43 1,061 SH SOLE 1 1,061
AMERIGROUP CORP COM EQUITY 03073T102 3 64372 SH SOLE 3 64372 2023
AMERISOURCEBERGEN CO EQUITY 03073E105 3346 48,394 SH SOLE 1 48,394
AMERISOURCEBERGEN CORP EQUITY 03073E105 9 126 SH DEFINED 2 126
AMERISTAR CASINOS EQUITY 03070Q101 441 16,894 SH SOLE 1 16,894
AMERITRADE HOLDING CORP - CL A EQUITY 03074K100 109 5,860 SH SOLE 1 5,860
AMERN EAGLE OUTFIT NEW COM EQUITY 02553E106 1 28916 SH SOLE 3 28916 1065
AMERON, INC. EQUITY 030710107 219 5,851 SH SOLE 1 5,851
AMERUS GROUP CO. EQUITY 03072M108 3406 70,889 SH SOLE 1 70,889
AMES NATIONAL CORP EQUITY 031001100 214 1,940 SH SOLE 1 1,940
AMETEK INC NEW EQUITY 031100100 24277 580,100 SH DEFINED 2 580,100
AMETEK, INC. EQUITY 031100100 5246 125,345 SH SOLE 1 125,345
AMGEN INC EQUITY 031162100 24378 403,198 SH DEFINED 2 403,198
AMGEN, INC. EQUITY 031162100 76092 1,258,549 SH SOLE 1 1,258,549
AMICAS INC EQUITY 001712108 141 31,038 SH SOLE 1 31,038
AMIS HOLDINGS INC EQUITY 031538101 405 30,360 SH SOLE 1 30,360
AMKOR TECHNOLOGY, INC EQUITY 031652100 314 69,218 SH SOLE 1 69,218
AMLI RESIDENTIAL PROPERTIES EQUITY 001735109 610 19,517 SH SOLE 1 19,517
AMN HEALTHCARE SERVICE EQUITY 001744101 120 7,982 SH SOLE 1 7,982
AMPHENOL CORP. CLASS A EQUITY 032095101 6380 158,829 SH SOLE 1 158,829
AMR CORP. EQUITY 001765106 183 15,104 SH SOLE 1 15,104
Amsouth Bancorp EQUITY 032165102 1820 70,000 SH SOLE 4 70,000
AMSOUTH BANCORPORATION EQUITY 032165102 11 424 SH DEFINED 2 424
AMSOUTH BANCORPORATION EQUITY 032165102 4224 162,459 SH SOLE 1 162,459
AMSURG CORP CL A EQUITY 03232P405 564 20,379 SH SOLE 1 20,379
AMYLIN PHARMACEUTICALS, INC. EQUITY 032346108 1507 72,010 SH SOLE 1 72,010
ANADARKO PETE CORP EQUITY 032511107 23 283 SH DEFINED 2 283
ANADARKO PETROLEUM CORP. EQUITY 032511107 10244 124,693 SH SOLE 1 124,693
ANALOG DEVICES INC EQUITY 032654105 22052 591,042 SH DEFINED 2 591,042
ANALOG DEVICES, INC. EQUITY 032654105 8600 230,506 SH SOLE 1 230,506
ANALOGIC CORP. EQUITY 032657207 476 9,469 SH SOLE 1 9,469
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ANCHOR BANCORP WISCONSIN, INC. EQUITY 032839102 475 15,707 SH SOLE 1 15,707
ANDERSONS INC/THE EQUITY 034164103 164 4,590 SH SOLE 1 4,590
ANDREW CORP EQUITY 034425108 6279 492,103 SH DEFINED 2 492,103
ANDREW CORP. EQUITY 034425108 11482 899,844 SH SOLE 1 899,844
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ANGELICA CORP EQUITY 034663104 155 6,340 SH SOLE 1 6,340
ANGIODYNAMICS INC EQUITY 03475V101 35 1,604 SH SOLE 1 1,604
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ANIMAS CORP EQUITY 03525Y105 171 8,473 SH SOLE 1 8,473
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ANN TAYLOR STORES CORP. EQUITY 036115103 3195 131,592 SH SOLE 1 131,592
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ANSOFT CORP EQUITY 036384105 108 4,464 SH SOLE 1 4,464
ANSYS INC EQUITY 03662Q105 779 21,856 SH SOLE 1 21,856
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ANTHRACITE CAPITAL INC. EQUITY 037023108 3233 272,823 SH SOLE 1 272,823
ANTIGENICS INC. EQUITY 037032109 108 19,925 SH SOLE 1 19,925
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AON CORP EQUITY 037389103 10 382 SH DEFINED 2 382
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APOLLO GROUP, INC. CLASS A EQUITY 037604105 6581 84,135 SH SOLE 1 84,135
APOLLO INVESTMENT CORP EQUITY 03761U106 793 43,030 SH SOLE 1 43,030
APPLE COMPUTER EQUITY 037833100 36 991 SH DEFINED 2 991
APPLE COMPUTER, INC. EQUITY 037833100 19334 525,249 SH SOLE 1 525,249
APPLEBEES INTERNATIONAL, INC. EQUITY 037899101 3870 146,082 SH SOLE 1 146,082
APPLEBEES INTL INC EQUITY 037899101 11625 438,850 SH DEFINED 2 438,850
APPLERA CORP APPLIED BIOSYSTEM EQUITY 038020103 1784 90,691 SH SOLE 1 90,691
APPLERA CORP APPLIED BIOSY EQUITY 038020103 5 243 SH DEFINED 2 243
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APPLIED FILMS CORP EQUITY 038197109 264 10,299 SH SOLE 1 10,299
APPLIED INDUSTRIAL TECH., INC. EQUITY 03820C105 670 20,759 SH SOLE 1 20,759
APPLIED MATERIALS INC EQUITY 038222105 6423 396,977 SH DEFINED 2 396,977
APPLIED MATERIALS, INC. EQUITY 038222105 16433 1,015,625 SH SOLE 1 1,015,625
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APPLIED MICRO CIRCUITS CORP. EQUITY 03822W109 884 345,352 SH SOLE 1 345,352
APPLIED SIGNAL TECHNOLOGY EQUITY 038237103 149 7,846 SH SOLE 1 7,846
APRIA HEALTHCARE GROUP, INC. EQUITY 037933108 4194 121,074 SH SOLE 1 121,074
APTARGROUP, INC. EQUITY 038336103 50 987 SH SOLE 1 987
APTIMUS INC COM EQUITY 03833V108 1 59700 SH SOLE 3 59700
AQUA AMERICA INC EQUITY 03836W103 5145 172,989 SH SOLE 1 172,989
AQUA AMERICA INC COM (F) EQUITY 03836W103 3 95000 SH SOLE 3 95000
AQUANTIVE INC EQUITY 03839G105 693 39,134 SH SOLE 1 39,134
AQUILA INC EQUITY 03840P102 2157 597,471 SH SOLE 1 597,471
ARACRUZ CELULOSE SA-SPON ADR EQUITY 038496204 841 24,200 SH SOLE 1 24,200
ARAID PHARAMACEUTICLAS, INC. EQUITY 04033A100 243 36,528 SH SOLE 1 36,528
ARAMARK CORP EQUITY 038521100 58 2,192 SH SOLE 1 2,192
ARBINET-THEXCHANGE INC EQUITY 03875P100 31 4,575 SH SOLE 1 4,575
ARBITRON INC EQUITY 03875Q108 1364 31,800 SH DEFINED 2 31,800
ARBITRON, INC. EQUITY 03875Q108 931 21,704 SH SOLE 1 21,704
ARBOR REALTY TRUST INC EQUITY 038923108 254 8,859 SH SOLE 1 8,859
ARCH CHEMICALS, INC. EQUITY 03937R102 407 16,326 SH SOLE 1 16,326
ARCH COAL, INC. EQUITY 039380100 6223 114,250 SH SOLE 1 114,250
ARCHER DANIELS MIDLAND CO EQUITY 039483102 16 744 SH DEFINED 2 744
ARCHER DANIELS MIDLAND CO. EQUITY 039483102 6111 285,820 SH SOLE 1 285,820
ARCHIPELAGO HOLDINGS INC EQUITY 03957A104 793 20,385 SH SOLE 1 20,385
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ARCHSTONE SMITH TR EQUITY 039583109 9 242 SH DEFINED 2 242
ARCHSTONE SMITH TR COM EQUITY 039583109 1 14120 SH SOLE 3 14120 14120
ARCTIC CAT, INC. EQUITY 039670104 193 9,384 SH SOLE 1 9,384
ARDEN GROUP INC EQUITY 039762109 73 918 SH SOLE 1 918
ARDEN REALTY INC. EQUITY 039793104 234 6,497 SH SOLE 1 6,497
ARENA PHARMACEUTICALS INC EQUITY 040047102 166 24,355 SH SOLE 1 24,355
ARES CAPITAL CORP EQUITY 04010L103 285 16,005 SH SOLE 1 16,005
ARGON ST INC EQUITY 040149106 215 6,050 SH SOLE 1 6,050
ARGONAUT GROUP, INC. EQUITY 040157109 445 19,264 SH SOLE 1 19,264
ARGOSY GAMING CO. EQUITY 040228108 5268 113,031 SH SOLE 1 113,031
ARIBA INC EQUITY 04033V203 264 45,671 SH SOLE 1 45,671
ARKANSAS BEST CORP. EQUITY 040790107 557 17,514 SH SOLE 1 17,514
ARMOR HOLDINGS, INC. EQUITY 042260109 945 23,858 SH SOLE 1 23,858
ARQULE, INC. EQUITY 04269E107 141 21,789 SH SOLE 1 21,789
ARRAY BIOPHARMA INC EQUITY 04269X105 137 21,736 SH SOLE 1 21,736
ARRIS GROUP INC EQUITY 04269Q100 529 60,741 SH SOLE 1 60,741
ARRIS GROUP INC COM EQUITY 04269Q100 2 261681 SH SOLE 3 261681 5019
ARROW ELECTRONICS INC EQUITY 042735100 5773 212,572 SH SOLE 1 212,572
ARROW FINANCIAL CORP EQUITY 042744102 197 7,078 SH SOLE 1 7,078
ARROW INTERNATIONAL, INC. EQUITY 042764100 466 14,618 SH SOLE 1 14,618
ARTESYN TECHNOLOGIES, INC. EQUITY 043127109 225 25,899 SH SOLE 1 25,899
ARTHROCARE CORP COM EQUITY 043136100 6 162800 SH SOLE 3 162800
ARTHROCARE CORP. EQUITY 043136100 585 16,747 SH SOLE 1 16,747
ARVINMERITOR, INC EQUITY 043353101 3082 173,230 SH SOLE 1 173,230
ASBURY AUTOMOTIVE GROUP EQUITY 043436104 138 8,941 SH SOLE 1 8,941
ASHFORD HOSPITALITY TRUST EQUITY 044103109 259 23,947 SH SOLE 1 23,947
ASHLAND INC EQUITY 044204105 6 81 SH DEFINED 2 81
ASIAINFO HOLDINGS INC. EQUITY 04518A104 141 25,664 SH SOLE 1 25,664
ASK JEEVES INC EQUITY 045174109 37 1,227 SH SOLE 1 1,227
ASPECT COMMUNICATIONS INC. EQUITY 04523Q102 336 29,929 SH SOLE 1 29,929
ASPECT MED SYS INC COM EQUITY 045235108 5 176100 SH SOLE 3 176100
ASPECT MEDICAL SYSTEMS, INC. EQUITY 045235108 334 11,233 SH SOLE 1 11,233
ASPEN TECHNOLOGY, INC. EQUITY 045327103 154 29,630 SH SOLE 1 29,630
ASSET ACCEP CAP CORP COM EQUITY 04543P100 8 322279 SH SOLE 3 322279 6283
ASSET ACCEPTANCE CAPITAL EQUITY 04543P100 160 6,172 SH SOLE 1 6,172
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ASSURANT INC EQUITY 04621X108 116 3,226 SH SOLE 1 3,226
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ASTEC INDS INC COM EQUITY 046224101 252 10,859 SH SOLE 1 10,859
ASTORIA FINANCIAL CORP. EQUITY 046265104 5167 181,482 SH SOLE 1 181,482
ASYST TECHNOLOGIES, INC. EQUITY 04648X107 147 32,870 SH SOLE 1 32,870
AT & T CORP EQUITY 001957505 9107 478,300 SH SOLE 1 478,300
AT+T CORP EQUITY 001957505 24 1,276 SH DEFINED 2 1,276
ATARI INC EQUITY 04651M105 93 33,516 SH SOLE 1 33,516
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ATHEROS COMMUNICATIONS EQUITY 04743P108 191 23,682 SH SOLE 1 23,682
ATI TECHNOLOGIES EQUITY 001941103 1350 114,100 SH Defined 1 0 114,100
ATLAS AMERICA INC EQUITY 049167109 65 1,749 SH SOLE 1 1,749
ATMEL CORP. EQUITY 049513104 2582 1,094,007 SH SOLE 1 1,094,007
ATMI, INC. EQUITY 00207R101 744 25,662 SH SOLE 1 25,662
ATMOS ENERGY CORP. EQUITY 049560105 1495 51,923 SH SOLE 1 51,923
ATP OIL & GAS CORP EQUITY 00208J108 294 12,550 SH SOLE 1 12,550
ATWOOD OCEANICS INC COM EQUITY 050095108 2 36400 SH SOLE 3 36400
ATWOOD OCEANICS, INC. EQUITY 050095108 563 9,140 SH SOLE 1 9,140
AU OPTRONICS CORP-ADR EQUITY 002255107 3031 178,900 SH SOLE 1 178,900
AUDIBLE INC EQUITY 05069A302 289 16,646 SH SOLE 1 16,646
AUDIOVOX COPR. EQUITY 050757103 183 11,794 SH SOLE 1 11,794
AUGUST TECHNOLOGY CORP. EQUITY 05106U105 145 12,421 SH SOLE 1 12,421
AUTOBYTEL.COM INC EQUITY 05275N106 139 28,852 SH SOLE 1 28,852
AUTODESK INCORPORATED EQUITY 052769106 9 270 SH DEFINED 2 270
AUTODESK, INC. EQUITY 052769106 4084 118,942 SH SOLE 1 118,942
AUTOLIV, INC. EQUITY 052800109 107 2,436 SH SOLE 1 2,436
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AUTOMATIC DATA PROCESSING INC. EQUITY 053015103 23230 553,484 SH SOLE 1 553,484
AUTONATION INC EQUITY 05329W102 2080 101,362 SH SOLE 1 101,362
AUTONATION INC DEL EQUITY 05329W102 6 271 SH DEFINED 2 271
AUTOZONE INC EQUITY 053332102 7 79 SH DEFINED 2 79
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AVALONBAY COMMUNITIE EQUITY 053484101 577 7,138 SH SOLE 1 7,138
AVANIR PHARMACEUTICALS EQUITY 05348P104 208 74,299 SH SOLE 1 74,299
AVATAR HOLDINGS, INC. EQUITY 053494100 201 4,002 SH SOLE 1 4,002
AVAYA INC EQUITY 053499109 7 841 SH DEFINED 2 841
AVAYA INC. EQUITY 053499109 5265 632,758 SH SOLE 1 632,758
AVERY DENNISON CORP EQUITY 053611109 10292 194,331 SH DEFINED 2 194,331
AVERY DENNISON CORP. EQUITY 053611109 3709 70,028 SH SOLE 1 70,028
AVIALL, INC. EQUITY 05366B102 730 23,116 SH SOLE 1 23,116
AVISTA CORP EQUITY 05379B107 623 33,506 SH SOLE 1 33,506
AVNET, INC. EQUITY 053807103 4909 217,891 SH SOLE 1 217,891
AVOCENT CORPORATION EQUITY 053893103 3208 122,708 SH SOLE 1 122,708
AVON PRODS INC EQUITY 054303102 11510 304,098 SH DEFINED 2 304,098
AVON PRODUCTS, INC. EQUITY 054303102 32338 854,378 SH SOLE 1 854,378
AVX CORP EQUITY 002444107 17 1,362 SH SOLE 1 1,362
AXCELIS TECHNOLOGIES INC EQUITY 054540109 475 69,214 SH SOLE 1 69,214
AZTAR CORP EQUITY 054802103 1315 38,400 SH DEFINED 2 38,400
AZTAR CORP. EQUITY 054802103 2324 67,856 SH SOLE 1 67,856
BADGER METER INC EQUITY 056525108 160 3,880 SH SOLE 1 3,880
BAKER HUGHES INC EQUITY 057224107 21 411 SH DEFINED 2 411
BAKER HUGHES, INC. EQUITY 057224107 15842 309,660 SH SOLE 1 309,660
BALCHEM CORP EQUITY 057665200 160 5,317 SH SOLE 1 5,317
BALDOR ELECTRIC CO. EQUITY 057741100 557 22,920 SH SOLE 1 22,920
BALDWIN & LYONS, INC., CLASS B EQUITY 057755209 125 5,187 SH SOLE 1 5,187
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BALL CORP. EQUITY 058498106 1807 50,252 SH SOLE 1 50,252
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BANCORP INC/THE EQUITY 05969A105 109 6,249 SH SOLE 1 6,249
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BANDAG, INC. EQUITY 059815100 1638 35,576 SH SOLE 1 35,576
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BANK MUTUAL CORP EQUITY 063750103 437 39,522 SH SOLE 1 39,522
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BANK OF AMERICA CORP EQUITY 060505104 119658 2,623,504 SH SOLE 1 2,623,504
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BANK OF MONTREAL EQUITY 063671101 7743 166,400 SH Defined 1 0 166,400
BANK OF NEW YORK CO., INC. EQUITY 064057102 39465 1,371,252 SH SOLE 1 1,371,252
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BANK OF THE OZARKS INC EQUITY 063904106 258 7,844 SH SOLE 1 7,844
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BARNES & NOBLE, INC. EQUITY 067774109 4419 113,886 SH SOLE 1 113,886
BARNES GROUP, INC. EQUITY 067806109 399 12,042 SH SOLE 1 12,042
BARR PHARMACEUTICALS INC EQUITY 068306109 8147 167,142 SH SOLE 1 167,142
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BASSETT FURNITURE INDUSTRIES EQUITY 070203104 135 7,153 SH SOLE 1 7,153
BAUSCH & LOMB, INC. EQUITY 071707103 2021 24,348 SH SOLE 1 24,348
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BAXTER INTERNATIONAL, INC. EQUITY 071813109 9900 266,857 SH SOLE 1 266,857
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BB+T CORP EQUITY 054937107 26 658 SH DEFINED 2 658
BBT CORP. EQUITY 054937107 9439 236,148 SH SOLE 1 236,148
BE AEROSPACE, INC. EQUITY 073302101 615 39,378 SH SOLE 1 39,378
BEA SYSTEMS, INC. EQUITY 073325102 298 33,886 SH SOLE 1 33,886
BEACON ROOFING SUPPLY INC EQUITY 073685109 300 11,404 SH SOLE 1 11,404
BEAR STEARNS COS EQUITY 073902108 7330 70,517 SH SOLE 1 70,517
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BEARINGPOINT INC EQUITY 074002106 929 126,749 SH SOLE 1 126,749
BEASLEY BROADCAST GROUP, INC. EQUITY 074014101 74 5,140 SH SOLE 1 5,140
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BEAZER HOMES USA, INC. EQUITY 07556Q105 59 1,030 SH SOLE 1 1,030
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BECTON, DICKINSON AND CO. EQUITY 075887109 5748 109,552 SH SOLE 1 109,552
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BED BATH + BEYOND INC EQUITY 075896100 15 362 SH DEFINED 2 362
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BEI TECHNOLOGIES INC EQUITY 05538P104 215 8,059 SH SOLE 1 8,059
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BELL MICROPRODUCTS INC EQUITY 078137106 188 20,012 SH SOLE 1 20,012
BELL MICROPRODUCTS INC COM EQUITY 078137106 2 189300 SH SOLE 3 189300
BELLSOUTH CORP EQUITY 079860102 58 2,193 SH DEFINED 2 2,193
Bellsouth Corp EQUITY 079860102 399 15,000 SH SOLE 4 15,000
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BELO CORP. EQUITY 080555105 4625 192,957 SH SOLE 1 192,957
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BEMIS CO., INC. EQUITY 081437105 1307 49,242 SH SOLE 1 49,242
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BENCHMARK ELECTRS INC COM EQUITY 08160H101 2 54800 SH SOLE 3 54800
BENTLEY PHARMACEUTICAL EQUITY 082657107 138 12,608 SH SOLE 1 12,608
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BERRY PETROLEUM CO. CLASS A EQUITY 085789105 626 11,843 SH SOLE 1 11,843
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BEST BUY CO., INC. EQUITY 086516101 46037 671,581 SH SOLE 1 671,581
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BIMINI MORTGAGE MANAGEMENT-A EQUITY 09031E400 205 14,516 SH SOLE 1 14,516
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BIOGEN IDEC INC EQUITY 09062X103 6280 182,293 SH SOLE 1 182,293
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BIOMARIN PHARMACEUTICAL INC. EQUITY 09061G101 334 44,650 SH SOLE 1 44,650
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BIOMET INC EQUITY 090613100 589 16,998 SH DEFINED 2 16,998
BIOMET, INC. EQUITY 090613100 4712 136,072 SH SOLE 1 136,072
BIO-RAD LABORATORIES, INC., CLASS A EQUITY 090572207 719 12,148 SH SOLE 1 12,148
BIO-REFERENCE LABS INC EQUITY 09057G602 97 7,001 SH SOLE 1 7,001
BIOSITE INC. EQUITY 090945106 642 11,671 SH SOLE 1 11,671
BIOSYS INC EQUITY 09069N108 153 25,517 SH SOLE 1 25,517
BISYS GROUP, INC. EQUITY 055472104 3257 217,988 SH SOLE 1 217,988
BJ SERVICES CO. EQUITY 055482103 3836 73,102 SH SOLE 1 73,102
BJ SVCS CO EQUITY 055482103 11 204 SH DEFINED 2 204
BJ'S RESTAURANTS INC EQUITY 09180C106 202 9,908 SH SOLE 1 9,908
BJ'S WHOLESALE CLUB INC. EQUITY 05548J106 4019 123,703 SH SOLE 1 123,703
BKF CAPITAL GROUP INC EQUITY 05548G102 178 4,698 SH SOLE 1 4,698
BLACK & DECKER CORP. EQUITY 091797100 8918 99,257 SH SOLE 1 99,257
BLACK + DECKER CORPORATION EQUITY 091797100 9 102 SH DEFINED 2 102
BLACK BOX CORP. EQUITY 091826107 412 11,633 SH SOLE 1 11,633
BLACK HILLS CORP. EQUITY 092113109 2962 80,382 SH SOLE 1 80,382
BLACKBAUD INC EQUITY 09227Q100 96 7,120 SH SOLE 1 7,120
BLACKBOARD INC EQUITY 091935502 300 12,558 SH SOLE 1 12,558
BLACKROCK INC EQUITY 09247X101 31 388 SH SOLE 1 388
BLAIR CORP EQUITY 092828102 225 5,697 SH SOLE 1 5,697
BLOCK FINANCIAL CORP EQUITY 093671105 4344 74,444 SH SOLE 1 74,444
BLOCK H + R INC EQUITY 093671105 12 207 SH DEFINED 2 207
BLOCKBUSTER INC -CLA EQUITY 093679108 1199 131,521 SH SOLE 1 131,521
BLOUNT INTERNATIONAL INC EQUITY 095180105 344 20,595 SH SOLE 1 20,595
BLUE COAT SYSTEMS INC EQUITY 09534T508 217 7,250 SH SOLE 1 7,250
BLUE NILE INC EQUITY 09578R103 334 10,225 SH SOLE 1 10,225
BLUE NILE INC EQUITY 09578R103 1804 55,200 SH DEFINED 2 55,200
BLUEGREEN CORP EQUITY 096231105 249 14,316 SH SOLE 1 14,316
BLUELINX HOLDINGS INC EQUITY 09624H109 71 6,715 SH SOLE 1 6,715
BLYTH INC. EQUITY 09643P108 2273 81,047 SH SOLE 1 81,047
BMC SOFTWARE INC EQUITY 055921100 5 262 SH DEFINED 2 262
BMC SOFTWARE, INC. EQUITY 055921100 1815 101,117 SH SOLE 1 101,117
BOB EVANS FARMS, INC. EQUITY 096761101 2041 87,428 SH SOLE 1 87,428
BOEING CO EQUITY 097023105 136 2,083 SH DEFINED 2 2,083
Boeing Co EQUITY 097023105 2640 40,000 SH SOLE 4 40,000
BOEING CO. EQUITY 097023105 27235 412,647 SH SOLE 1 412,647
BOIS D' ARC ENERGY INC EQUITY 09738U103 137 9,305 SH SOLE 1 9,305
BOK FINANCIAL CORP. EQUITY 05561Q201 26 562 SH SOLE 1 562
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BONE CARE INTERNATIONAL, INC. EQUITY 098072101 3132 94,974 SH SOLE 1 94,974
BON-TON STORES INC/THE EQUITY 09776J101 86 4,436 SH SOLE 1 4,436
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BORG WARNER INC EQUITY 099724106 5471 101,943 SH SOLE 1 101,943
BORLAND SOFTWARE CORP. EQUITY 099849101 377 54,961 SH SOLE 1 54,961
BOSTON BEER, INC. CLASS A EQUITY 100557107 150 6,674 SH SOLE 1 6,674
BOSTON PRIVATE FINANCIAL HOLDI EQUITY 101119105 488 19,354 SH SOLE 1 19,354
BOSTON PROPERTIES INC EQUITY 101121101 706 10,081 SH SOLE 1 10,081
BOSTON PROPERTIES INC COM EQUITY 101121101 1 7710 SH SOLE 3 7710 7710
BOSTON SCIENTIFIC CORP EQUITY 101137107 456 16,906 SH DEFINED 2 16,906
BOSTON SCIENTIFIC CORP. EQUITY 101137107 9092 336,730 SH SOLE 1 336,730
BOTTOMLINE TECH DEL COM EQUITY 101388106 1 90000 SH SOLE 3 90000
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BOWATER, INC. EQUITY 102183100 4522 139,682 SH SOLE 1 139,682
BOWNE & CO., INC. EQUITY 103043105 342 23,619 SH SOLE 1 23,619
BOYD GAMING CORP EQUITY 103304101 1212 23,700 SH DEFINED 2 23,700
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BOYKIN LODGING CO. EQUITY 103430104 162 12,112 SH SOLE 1 12,112
BRADY CORP. EQUITY 104674106 883 28,476 SH SOLE 1 28,476
BRANDYWINE REALTY TRUST EQUITY 105368203 1301 42,443 SH SOLE 1 42,443
BRASKEM SA-SPON ADR EQUITY 105532105 1209 72,022 SH SOLE 1 72,022
BRE PROPERTIES, INC., CLASS A EQUITY 05564E106 209 4,983 SH SOLE 1 4,983
BRIGGS & STRATTON CORP. EQUITY 109043109 1234 35,641 SH SOLE 1 35,641
BRIGHAM EXPLORATION CO EQUITY 109178103 160 17,551 SH SOLE 1 17,551
BRIGHT HORIZON FAMILY COM EQUITY 109195107 2 45406 SH SOLE 3 45406
BRIGHT HORIZONS FAM. SOLUTIONS EQUITY 109195107 762 18,705 SH SOLE 1 18,705
BRIGHTPOINT INC EQUITY 109473405 278 12,522 SH SOLE 1 12,522
BRIGHTPOINT INC COM NEW EQUITY 109473405 3 134900 SH SOLE 3 134900
BRINKER INTERNATIONAL, INC. EQUITY 109641100 6394 159,640 SH SOLE 1 159,640
BRINK'S CO/THE EQUITY 109696104 3636 101,000 SH SOLE 1 101,000
BRISTOL MYERS SQUIBB CO EQUITY 110122108 11559 462,708 SH DEFINED 2 462,708
BRISTOL MYERS SQUIBB CO. EQUITY 110122108 37892 1,516,885 SH SOLE 1 1,516,885
BRISTOL WEST HOLDINGS INC EQUITY 11037M105 219 11,989 SH SOLE 1 11,989
BROADCOM CORP EQUITY 111320107 12 344 SH DEFINED 2 344
BROADCOM CORP CL A EQUITY 111320107 1 40217 SH SOLE 3 40217 1384
BROADCOM CORP. EQUITY 111320107 10461 294,422 SH SOLE 1 294,422
BROADWING CORP EQUITY 11161E101 208 45,021 SH SOLE 1 45,021
BROCADE COMMUNICATION EQUITY 111621108 720 185,490 SH SOLE 1 185,490
BROOKFIELD HOMES CORP EQUITY 112723101 462 10,123 SH SOLE 1 10,123
BROOKLINE BANCORP INC EQUITY 11373M107 693 42,595 SH SOLE 1 42,595
BROOKS AUTOMATION INC EQUITY 114340102 464 31,270 SH SOLE 1 31,270
BROOKSTONE INC EQUITY 114537103 266 14,068 SH SOLE 1 14,068
BROWN & BROWN INC EQUITY 115236101 5031 111,947 SH SOLE 1 111,947
BROWN FORMAN CORP EQUITY 115637209 14602 241,507 SH DEFINED 2 241,507
BROWN SHOE COMANY, INC. EQUITY 115736100 494 12,616 SH SOLE 1 12,616
BROWN-FORMAN CORP CLASS B EQUITY 115637209 4313 71,342 SH SOLE 1 71,342
BRUKER BIOSCIENCES CORP EQUITY 116794108 103 25,835 SH SOLE 1 25,835
BRUNSWICK CORP EQUITY 117043109 5 119 SH DEFINED 2 119
BRUNSWICK CORP. EQUITY 117043109 2392 55,207 SH SOLE 1 55,207
BRUSH ENGINEERED MATERIALS EQUITY 117421107 189 13,282 SH SOLE 1 13,282
BUCKEYE TECHNOLOGIES INC EQUITY 118255108 169 21,260 SH SOLE 1 21,260
BUCKLE, INC. EQUITY 118440106 236 5,326 SH SOLE 1 5,326
BUCYRUS INTERNATIONAL INC-A EQUITY 118759109 533 14,040 SH SOLE 1 14,040
BUCYRUS INTL INC NEW CL A EQUITY 118759109 3 68300 SH SOLE 3 68300
BUFFALO WILD WINGS INC EQUITY 119848109 149 4,778 SH SOLE 1 4,778
BUILD-A-BEAR WORKSHOP INC EQUITY 120076104 155 6,605 SH SOLE 1 6,605
BUILDING MATERIAL HOLDING CORP EQUITY 120113105 666 9,612 SH SOLE 1 9,612
BUILDING MATLS HLDG CP COM EQUITY 120113105 1 18300 SH SOLE 3 18300
BUNGE LIMITED EQUITY G16962105 3956 62,400 SH SOLE 1 62,400
BURLINGTON COAT FACTORY WHSE EQUITY 121579106 489 11,468 SH SOLE 1 11,468
BURLINGTON NORTHERN SANTA FE EQUITY 12189T104 7663 162,770 SH SOLE 1 162,770
BURLINGTON NORTHN SANTA FE EQUITY 12189T104 21 450 SH DEFINED 2 450
BURLINGTON RES INC EQUITY 122014103 26 463 SH DEFINED 2 463
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C & D TECHNOLOGIES, INC. EQUITY 124661109 161 17,509 SH SOLE 1 17,509
C. H. ROBINSON WORLDWIDE, INC. EQUITY 12541W100 9292 159,648 SH SOLE 1 159,648
C. R. BARD, INC. EQUITY 067383109 3253 48,909 SH SOLE 1 48,909
CABELA'S INC-CL A EQUITY 126804301 455 21,289 SH SOLE 1 21,289
CABLEVISION SYSTEMS-NY GRP-A EQUITY 12686C109 120 3,725 SH SOLE 1 3,725
CABOT CORP. EQUITY 127055101 3756 113,819 SH SOLE 1 113,819
CABOT MICROELECTRONICS CORP EQUITY 12709P103 1770 61,060 SH SOLE 1 61,060
CABOT OIL & GAS CORP., CLASS A EQUITY 127097103 1173 33,797 SH SOLE 1 33,797
CACHE INC EQUITY 127150308 142 8,517 SH SOLE 1 8,517
CACI INTERNATIONAL EQUITY 127190304 39 621 SH SOLE 1 621
CACI INTL INC CL A EQUITY 127190304 3 41473 SH SOLE 3 41473 1171
CADENCE DESIGN SYSTEMS, INC. EQUITY 127387108 6760 494,868 SH SOLE 1 494,868
CAKTRONICS INC EQUITY 234264109 207 10,359 SH SOLE 1 10,359
CAL DIVE INTERNATIONAL, INC. EQUITY 127914109 1401 26,746 SH SOLE 1 26,746
CALAMOS ASSET MANAGEMENT EQUITY 12811R104 6 204960 SH SOLE 3 204960 1917
CALAMOS ASSET MANAGEMENT-A EQUITY 12811R104 446 16,358 SH SOLE 1 16,358
CALGON CARBON CORP. EQUITY 129603106 207 23,343 SH SOLE 1 23,343
CALIFORNIA COASTAL COMM INC EQUITY 129915203 186 5,418 SH SOLE 1 5,418
CALIFORNIA PIZZA KITCHEN INC EQUITY 13054D109 364 13,335 SH SOLE 1 13,335
CALIFORNIA WATER SERVICE GROUP EQUITY 130788102 448 11,930 SH SOLE 1 11,930
CALIPER LIFE SCIENCES INC EQUITY 130872104 106 18,926 SH SOLE 1 18,926
CALLAWAY GOLF CO. EQUITY 131193104 2762 179,002 SH SOLE 1 179,002
CALLON PETROLEUM CO. EQUITY 13123X102 128 8,658 SH SOLE 1 8,658
CALPINE CORP EQUITY 131347106 2 647 SH DEFINED 2 647
CALPINE CORP. EQUITY 131347106 4180 1,229,317 SH SOLE 1 1,229,317
CAMBREX CORP. EQUITY 132011107 347 18,233 SH SOLE 1 18,233
CAMDEN NATL CORP EQUITY 133034108 173 5,278 SH SOLE 1 5,278
CAMDEN POPERTY TRUST EQUITY 133131102 277 5,160 SH SOLE 1 5,160
CAMPBELL SOUP CO EQUITY 134429109 12 394 SH DEFINED 2 394
CAMPBELL SOUP CO. EQUITY 134429109 4602 149,560 SH SOLE 1 149,560
CANADIAN IMPERIAL BANK OF COMMERCE EQUITY 136069101 600 9,700 SH Defined 1 0 9,700
CANDELA CORP EQUITY 136907102 163 15,600 SH SOLE 1 15,600
CANTEL MEDICAL CORP EQUITY 138098108 127 7,782 SH SOLE 1 7,782
CAPITAL AUTOMOTIVE REIT EQUITY 139733109 1153 30,208 SH SOLE 1 30,208
CAPITAL CITY BANK GROUP, INC. EQUITY 139674105 260 6,427 SH SOLE 1 6,427
CAPITAL CORP OF THE WEST EQUITY 140065202 178 6,414 SH SOLE 1 6,414
CAPITAL CROSSING BANK EQUITY 140071101 139 4,067 SH SOLE 1 4,067
CAPITAL LEASE FUNDING INC EQUITY 140288101 181 16,714 SH SOLE 1 16,714
CAPITAL ONE FINANCIAL CORP. EQUITY 14040H105 20093 226,265 SH SOLE 1 226,265
CAPITAL ONE FINL CORP EQUITY 14040H105 26663 333,248 SH DEFINED 2 333,248
CAPITAL SOURCE INC. EQUITY 14055X102 1 35504 SH SOLE 3 35504 1704
CAPITAL SOUTHWEST CORP EQUITY 140501107 171 1,908 SH SOLE 1 1,908
CAPITAL TRUST-CL A EQUITY 14052H506 277 8,281 SH SOLE 1 8,281
CAPITALSOURCE INC EQUITY 14055X102 29 1,485 SH SOLE 1 1,485
CAPITALSOURCE INC EQUITY 14055X102 3180 162,000 SH DEFINED 2 162,000
CAPITOL BANCORP LTD EQUITY 14056D105 289 8,607 SH SOLE 1 8,607
CAPITOL FEDERAL FINANCIAL EQUITY 14057C106 1042 30,209 SH SOLE 1 30,209
CAPTIVA SOFTWARE CORP COM EQUITY 14073T109 1 82700 SH SOLE 3 82700
CARACO PHARM LABS INC EQUITY 14075T107 57 6,647 SH SOLE 1 6,647
CARAUSTAR INDUSTRIES, INC. EQUITY 140909102 209 19,870 SH SOLE 1 19,870
CARBO CERAMICS INC EQUITY 140781105 709 8,982 SH SOLE 1 8,982
CARDINAL FINANCIAL CORP EQUITY 14149F109 149 15,910 SH SOLE 1 15,910
CARDINAL HEALTH INC EQUITY 14149Y108 513 8,916 SH DEFINED 2 8,916
CARDINAL HEALTH INC EQUITY 14149Y108 10663 185,186 SH SOLE 1 185,186
CAREER EDUCATION CORP EQUITY 141665109 7021 191,790 SH SOLE 1 191,790
CAREMARK RX INC EQUITY 141705103 24 546 SH DEFINED 2 546
CAREMARK RX INC EQUITY 141705103 16284 365,769 SH SOLE 1 365,769
CAREMARK RX INC COM EQUITY 141705103 4 90695 SH SOLE 3 90695 3126
CARLISLE COS INC. EQUITY 142339100 3853 56,148 SH SOLE 1 56,148
CARMAX INC EQUITY 143130102 5001 187,666 SH SOLE 1 187,666
CARMIKE CINEMAS INC EQUITY 143436400 261 8,503 SH SOLE 1 8,503
CARNIVAL CORP EQUITY 143658300 12421 227,694 SH SOLE 1 227,694
CARPENTER TECHNOLOGY CORP. EQUITY 144285103 880 16,990 SH SOLE 1 16,990
CARRAMERICA REALTY C EQUITY 144418100 196 5,425 SH SOLE 1 5,425
CARRIZO OIL & GAS INC EQUITY 144577103 221 12,974 SH SOLE 1 12,974
CARTER INC EQUITY 146229109 1905 32,624 SH SOLE 1 32,624
CASCADE BANCORP EQUITY 147154108 245 11,633 SH SOLE 1 11,633
CASCADE CORP EQUITY 147195101 365 8,447 SH SOLE 1 8,447
CASCADE NAT GAS CORP COM EQUITY 147339105 161 7,847 SH SOLE 1 7,847
CASELLA WASTE SYSTEMS, INC. EQUITY 147448104 160 13,354 SH SOLE 1 13,354
CASEYS GENERAL STORES, INC. EQUITY 147528103 687 34,660 SH SOLE 1 34,660
CASH AMERICA INTERNATIONAL EQUITY 14754D100 407 20,238 SH SOLE 1 20,238
CASTLE A. M. & CO. EQUITY 148411101 112 7,248 SH SOLE 1 7,248
CASUAL MALE RETAIL GROUP INC EQUITY 148711104 131 17,947 SH SOLE 1 17,947
CATALINA MARKETING CORP EQUITY 148867104 808 31,800 SH DEFINED 2 31,800
CATALINA MARKETING CORP. EQUITY 148867104 3068 120,738 SH SOLE 1 120,738
CATAPULT COMM CORP EQUITY 149016107 116 6,774 SH SOLE 1 6,774
CATELLUS DEVELOPMENT EQUITY 149113102 325 9,905 SH SOLE 1 9,905
CATELLUS DEVELOPMENT CORP EQUITY 149113102 7300 SH SOLE 3 7300 7300
Caterpillar EQUITY 149123101 2192 23,000 SH SOLE 4 23,000
CATERPILLAR INC EQUITY 149123101 39 409 SH DEFINED 2 409
CATERPILLAR, INC. EQUITY 149123101 22304 234,016 SH SOLE 1 234,016
CATHAY GENERAL BANCORP INC. EQUITY 149150104 1055 31,417 SH SOLE 1 31,417
CATO CORP. CLASS A EQUITY 149205106 436 21,107 SH SOLE 1 21,107
CB RICHARD ELLIS GROUP CL A EQUITY 12497T101 4 99686 SH SOLE 3 99686 2130
CB RICHARD ELLIS GROUP INC-A EQUITY 12497T101 43 986 SH SOLE 1 986
CBL & ASSOCIATES PROPERTIES EQUITY 124830100 233 5,413 SH SOLE 1 5,413
CBRL GROUP, INC. EQUITY 12489V106 3282 84,456 SH SOLE 1 84,456
CCC INFORMATION SERVICES EQUITY 12487Q109 139 5,787 SH SOLE 1 5,787
C-COR INC. EQUITY 125010108 226 32,973 SH SOLE 1 32,973
CDI CORP. EQUITY 125071100 189 8,641 SH SOLE 1 8,641
CDW CORP EQUITY 12512N105 7756 136,186 SH SOLE 1 136,186
CEC ENTERTAINMENT, INC. EQUITY 125137109 1021 24,269 SH SOLE 1 24,269
CEDAR SHOPPING CENTERS INC EQUITY 150602209 205 13,921 SH SOLE 1 13,921
CELANESE CORP-SERIES A EQUITY 150870103 20 1,230 SH SOLE 1 1,230
CELEBRATE EXPRESS INC. EQUITY 15100A104 2 135200 SH SOLE 3 135200
CELERA GENOMICS GROU EQUITY 038020202 559 50,939 SH SOLE 1 50,939
CELGENE CORP EQUITY 151020104 141 3,460 SH SOLE 1 3,460
CELGENE CORP EQUITY 151020104 1223 30,000 SH DEFINED 2 30,000
CELL GENESYS, INC. EQUITY 150921104 168 31,365 SH SOLE 1 31,365
CELL THERAPEUTICS, INC. EQUITY 150934107 121 44,603 SH SOLE 1 44,603
CEMEX SA -SPONS ADR PART CER EQUITY 151290889 4098 96,600 SH SOLE 1 96,600
CENDANT CORP EQUITY 151313103 28 1,263 SH DEFINED 2 1,263
CENDANT CORP. EQUITY 151313103 10167 454,493 SH SOLE 1 454,493
CENTENE CORP DEL EQUITY 15135B101 970 28,891 SH SOLE 1 28,891
CENTENE CORP. EQUITY 15135B101 4 108359 SH SOLE 3 108359 2343
CENTENNIAL CELLULAR CORP. EQUITY 15133V208 211 15,219 SH SOLE 1 15,219
CENTER FINANCIAL CORP EQUITY 15146E102 191 7,702 SH SOLE 1 7,702
CENTERPOINT ENERGY INC EQUITY 15189T107 5 350 SH DEFINED 2 350
CENTERPOINT ENERGY INC EQUITY 15189T107 16827 1,273,774 SH SOLE 1 1,273,774
CENTERPOINT PROPERTIES CORP. EQUITY 151895109 202 4,772 SH SOLE 1 4,772
CENTEX CORP EQUITY 152312104 11 151 SH DEFINED 2 151
CENTEX CORP COM EQUITY 152312104 1 18338 SH SOLE 3 18338 586
CENTEX CORP. EQUITY 152312104 4129 58,429 SH SOLE 1 58,429
CENTRAL COAST BANCORP EQUITY 153145107 144 7,968 SH SOLE 1 7,968
CENTRAL EURO DISTRIBUTION CP EQUITY 153435102 353 9,452 SH SOLE 1 9,452
CENTRAL EUROPEAN DIST COM EQUITY 153435102 3 74400 SH SOLE 3 74400
CENTRAL GARDEN & PET C EQUITY 153527106 655 13,327 SH SOLE 1 13,327
CENTRAL PACIFIC FINANCIAL CO EQUITY 154760102 746 20,968 SH SOLE 1 20,968
CENTRAL PARKING CORP. EQUITY 154785109 191 13,863 SH SOLE 1 13,863
CENTRAL VT PUB SVC CORP COM EQUITY 155771108 157 8,460 SH SOLE 1 8,460
CENTURY ALUMINUM CO. EQUITY 156431108 320 15,678 SH SOLE 1 15,678
CENTURY BUSINESS SERVICES EQUITY 156490104 170 42,010 SH SOLE 1 42,010
CENTURY CASINOS INC COM EQUITY 156492100 2 300000 SH SOLE 3 300000
CENTURYTEL INC EQUITY 156700106 6 163 SH DEFINED 2 163
CENTURYTEL, INC. EQUITY 156700106 2342 67,624 SH SOLE 1 67,624
CENVEO INC EQUITY 15670S105 256 33,896 SH SOLE 1 33,896
CEPHALON INC EQUITY 156708109 418 10,500 SH DEFINED 2 10,500
CEPHALON INC EQUITY 156708109 4159 104,504 SH SOLE 1 104,504
CEPHEID EQUITY 15670R107 215 29,330 SH SOLE 1 29,330
CERADYNE INC EQUITY 156710105 407 16,924 SH SOLE 1 16,924
CERES GROUP INC EQUITY 156772105 145 23,874 SH SOLE 1 23,874
CERIDIAN CORP EQUITY 156779100 5260 270,043 SH SOLE 1 270,043
CERNER CORP EQUITY 156782104 41 596 SH SOLE 1 596
CERNER CORP EQUITY 156782104 1890 27,800 SH DEFINED 2 27,800
CERTEGY INC EQUITY 156880106 4257 111,382 SH SOLE 1 111,382
CH ENERGY GROUP INC. EQUITY 12541M102 2357 48,478 SH SOLE 1 48,478
CHAMPION ENTERPRISES, INC. EQUITY 158496109 520 52,284 SH SOLE 1 52,284
CHARLES & COLVARD LTD EQUITY 159765106 207 8,438 SH SOLE 1 8,438
CHARLES RIV LABORATORIES I EQUITY 159864107 314 6,500 SH DEFINED 2 6,500
CHARLES RIVER LABORATORIES EQUITY 159864107 5801 120,230 SH SOLE 1 120,230
CHARLES SCHWAB EQUITY 808513105 18 1,620 SH DEFINED 2 1,620
CHARLES SCHWAB CORP. EQUITY 808513105 5554 492,375 SH SOLE 1 492,375
CHARLOTTE RUSSE HOLDING INC EQUITY 161048103 129 10,320 SH SOLE 1 10,320
CHARMING SHOPPES, INC. EQUITY 161133103 772 82,769 SH SOLE 1 82,769
CHARTER COMMUNICATIONS INC EQUITY 16117M107 2537 2,150,000 SH DEFINED 2 2,150,000
CHARTER COMMUNICATIONS INC CLASS A EQUITY 16117M107 4401 3,729,929 SH SOLE 1 3,729,929
CHARTER FINL CORP WEST EQUITY 16122M100 95 2,709 SH SOLE 1 2,709
CHARTER MUNICIPAL MORTGAGE ACC EQUITY 160908109 1362 62,027 SH SOLE 1 62,027
CHATTEM INC EQUITY 162456107 509 12,288 SH SOLE 1 12,288
CHECK POINT SOFTWARE TECH EQUITY M22465104 324 16,340 SH SOLE 1 16,340
CHECKFREE HOLDINGS CORP. EQUITY 162813109 5211 152,983 SH SOLE 1 152,983
CHECKPOINT SYSTEMS, INC. EQUITY 162825103 463 26,140 SH SOLE 1 26,140
CHEESECAKE FACTORY EQUITY 163072101 4880 140,519 SH SOLE 1 140,519
CHEMED CORP. EQUITY 16359R103 714 17,473 SH SOLE 1 17,473
CHEMICAL FINANCIAL CORP. EQUITY 163731102 576 17,402 SH SOLE 1 17,402
CHENIERE ENERGY INC EQUITY 16411R208 1029 33,080 SH SOLE 1 33,080
CHEROKEE INC DEL NEW EQUITY 16444H102 168 4,849 SH SOLE 1 4,849
CHESAPEAKE CORP. EQUITY 165159104 285 13,612 SH SOLE 1 13,612
CHESAPEAKE ENERGY CORP. EQUITY 165167107 180 7,890 SH SOLE 1 7,890
CHEVRON CORP EQUITY 166764100 18933 338,533 SH DEFINED 2 338,533
CHEVRON CORPORATION EQUITY 166764100 70001 1,251,808 SH SOLE 1 1,251,808
CHICAGO MERCANTILE EXCHANGE EQUITY 167760107 210 710 SH SOLE 1 710
CHICOS FAS INC COM EQUITY 168615102 1 23412 SH SOLE 3 23412 1143
CHICOS'S FAS INC. EQUITY 168615102 11136 324,842 SH SOLE 1 324,842
CHILDREN'S PLACE, INC. EQUITY 168905107 678 14,523 SH SOLE 1 14,523
CHINA ENERGY SAVINGS TECHNOL EQUITY 16938W102 9 921 SH SOLE 1 921
CHINA MOBILE HK LTD - SPON ADR EQUITY 16941M109 3714 199,790 SH SOLE 1 199,790
CHINA PETROLEUM & CHEM-ADR EQUITY 16941R108 2645 67,780 SH SOLE 1 67,780
CHIQUITA BRANDS INTL EQUITY 170032809 791 28,809 SH SOLE 1 28,809
CHIRON CORP EQUITY 170040109 6 182 SH DEFINED 2 182
CHIRON CORP. EQUITY 170040109 2922 83,751 SH SOLE 1 83,751
CHITTENDEN CORP. EQUITY 170228100 872 32,055 SH SOLE 1 32,055
CHOICE HOTELS INTL INC. EQUITY 169905106 24 370 SH SOLE 1 370
CHOICEPOINT INC. EQUITY 170388102 6503 162,371 SH SOLE 1 162,371
CHOLESTECH CORP COM EQUITY 170393102 2 204300 SH SOLE 3 204300
CHRISTOPHER & BANKS CORPORATIO EQUITY 171046105 451 24,719 SH SOLE 1 24,719
CHUBB CORP EQUITY 171232101 5739 67,038 SH DEFINED 2 67,038
CHUBB CORP. EQUITY 171232101 47064 549,745 SH SOLE 1 549,745
CHURCH & DWIGHT CO., INC. EQUITY 171340102 4138 114,317 SH SOLE 1 114,317
CHURCHILL DOWNS, INC. EQUITY 171484108 228 5,368 SH SOLE 1 5,368
CIA ANONIMA TELEF DE VEN-ADR (CANTV) EQUITY 204421101 104 5,500 SH SOLE 1 5,500
CIA CERVECERIA UNIDAS-ADR EQUITY 204429104 389 16,200 SH SOLE 1 16,200
CIA SANEAMENTO BASICODE-ADR EQUITY 20441A102 2201 146,226 SH SOLE 1 146,226
CIBER, INC. EQUITY 17163B102 293 36,742 SH SOLE 1 36,742
CIENA CORP EQUITY 171779101 1 690 SH DEFINED 2 690
CIENA CORP. EQUITY 171779101 1347 644,337 SH SOLE 1 644,337
CIGNA CORP EQUITY 125509109 391 3,653 SH DEFINED 2 3,653
CIGNA CORP. EQUITY 125509109 10757 100,502 SH SOLE 1 100,502
CIMAREX ENERGY CO EQUITY 171798101 2185 56,151 SH SOLE 1 56,151
CINCINNATI BELL INC EQUITY 171871106 4273 993,710 SH SOLE 1 993,710
CINCINNATI FINANCIAL CORP. EQUITY 172062101 3030 76,584 SH SOLE 1 76,584
CINCINNATI FINL CORP EQUITY 172062101 8 200 SH DEFINED 2 200
CINERGY CORP EQUITY 172474108 11 236 SH DEFINED 2 236
CINERGY CORP. EQUITY 172474108 24393 544,242 SH SOLE 1 544,242
CINTAS CORP EQUITY 172908105 7 185 SH DEFINED 2 185
CINTAS CORP. EQUITY 172908105 3361 87,060 SH SOLE 1 87,060
CIRCOR INTERNATIONAL, INC. EQUITY 17273K109 266 10,801 SH SOLE 1 10,801
CIRCUIT CITY STORES INC EQUITY 172737108 4 232 SH DEFINED 2 232
CIRCUIT CITY STORES, INC. EQUITY 172737108 1508 87,226 SH SOLE 1 87,226
CIRRUS LOGIC, INC. EQUITY 172755100 312 58,780 SH SOLE 1 58,780
CISCO SYS INC EQUITY 17275R102 17265 903,495 SH DEFINED 2 903,495
CISCO SYS INC COM EQUITY 17275R102 15800 SH SOLE 3 15800
Cisco Systems Inc EQUITY 17275R102 1145 60,000 SH SOLE 4 60,000
CISCO SYSTEMS, INC. EQUITY 17275R102 91646 4,803,269 SH SOLE 1 4,803,269
CIT GROUP INC EQUITY 125581108 4158 96,762 SH SOLE 1 96,762
CIT GROUP INC NEW EQUITY 125581108 11 249 SH DEFINED 2 249
CITADEL BROADCASTING CORP EQUITY 17285T106 347 30,288 SH SOLE 1 30,288
CITI TRENDS INC EQUITY 17306X102 51 2,795 SH SOLE 1 2,795
CITIGOUP INC EQUITY 172967101 220590 4,771,583 SH SOLE 1 4,771,583
CITIGROUP INC EQUITY 172967101 34094 737,502 SH DEFINED 2 737,502
CITIZENS & NORTHERN CORP EQUITY 172922106 177 5,672 SH SOLE 1 5,672
CITIZENS BANKING CORP. EQUITY 174420109 901 29,824 SH SOLE 1 29,824
CITIZENS COMMUNICATIONS CO EQUITY 17453B101 6 411 SH DEFINED 2 411
CITIZENS COMMUNICATIONS INC EQUITY 17453B101 24531 1,825,247 SH SOLE 1 1,825,247
CITIZENS INC EQUITY 174740100 133 21,775 SH SOLE 1 21,775
CITRIX SYS INC EQUITY 177376100 4 203 SH DEFINED 2 203
CITRIX SYSTEMS, INC. EQUITY 177376100 1943 89,684 SH SOLE 1 89,684
CITY HOLDING CO. EQUITY 177835105 419 11,486 SH SOLE 1 11,486
CITY NATIONAL CORP. EQUITY 178566105 5848 81,546 SH SOLE 1 81,546
CITYBANK EQUITY 17770A109 167 5,378 SH SOLE 1 5,378
CKE RESTAURANTS INC EQUITY 12561E105 567 40,763 SH SOLE 1 40,763
CKX INC EQUITY 12562M106 5 355 SH SOLE 1 355
CLAIRE'S STORES, INC. EQUITY 179584107 4290 178,371 SH SOLE 1 178,371
CLARCOR, INC. EQUITY 179895107 1041 35,590 SH SOLE 1 35,590
CLARK INC EQUITY 181457102 160 11,173 SH SOLE 1 11,173
CLAYTON WILLIAMS ENERGY, INC. EQUITY 969490101 117 3,887 SH SOLE 1 3,887
CLEAN HARBORS INC EQUITY 184496107 226 10,444 SH SOLE 1 10,444
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CLEAR CHANNEL COMMUNICATIONS EQUITY 184502102 17807 575,733 SH SOLE 1 575,733
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DTE ENERGY CO. EQUITY 233331107 17342 370,791 SH SOLE 1 370,791
DTE Energy Company EQUITY 233331107 7249 155,000 SH SOLE 4 155,000
Du Pont E I De Nemours & Co EQUITY 263534109 1290 30,000 SH SOLE 4 30,000
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DUKE ENERGY CO EQUITY 264399106 33 1,117 SH DEFINED 2 1,117
DUKE ENERGY CORP. EQUITY 264399106 27824 935,884 SH SOLE 1 935,884
DUKE REALTY EQUITY 264411505 445 14,069 SH SOLE 1 14,069
DUKE REALTY CORP COM NEW EQUITY 264411505 10080 SH SOLE 3 10080 10080
DUN & BRADSTREET CORP NEW WI EQUITY 26483E100 7559 122,612 SH SOLE 1 122,612
DUQUESNE LIGHT HOLDINGS INC EQUITY 266233105 3577 191,466 SH SOLE 1 191,466
DURATEK INC EQUITY 26658Q102 224 9,646 SH SOLE 1 9,646
DURECT CORP COM EQUITY 266605104 2 302300 SH SOLE 3 302300
DURECT CORPORATION EQUITY 266605104 127 24,898 SH SOLE 1 24,898
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DYNAMEX INC EQUITY 26784F103 136 8,004 SH SOLE 1 8,004
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DYNEGY INC. EQUITY 26816Q101 735 151,264 SH SOLE 1 151,264
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E*TRADE FINANCIAL CORP EQUITY 269246104 2416 172,661 SH SOLE 1 172,661
E.I. DU PONT DE NEMOURS AND CO EQUITY 263534109 33868 787,441 SH SOLE 1 787,441
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EAGLE MATERIALS INC EQUITY 26969P108 1173 12,671 SH SOLE 1 12,671
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EASTMAN CHEMICAL CO. EQUITY 277432100 2623 47,563 SH SOLE 1 47,563
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ECC CAPITAL CORP EQUITY 26826M108 262 39,382 SH SOLE 1 39,382
ECHELON EQUITY 27874N105 140 20,400 SH SOLE 1 20,400
ECHOSTAR COMMUNICATIONS CO EQUITY 278762109 9709 322,015 SH DEFINED 2 322,015
ECHOSTAR COMMUNICATIONS CORP. CLASS A EQUITY 278762109 574 19,045 SH SOLE 1 19,045
ECLIPSYS CORP. EQUITY 278856109 372 26,442 SH SOLE 1 26,442
ECOLAB INC EQUITY 278865100 9 273 SH DEFINED 2 273
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ECOLLEGE.COM INC EQUITY 27887E100 145 12,213 SH SOLE 1 12,213
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EDISON INTL EQUITY 281020107 16 400 SH DEFINED 2 400
EDO CORP EQUITY 281347104 327 10,937 SH SOLE 1 10,937
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EDUCATION MANAGEMENT CORP. EQUITY 28139T101 4154 123,141 SH SOLE 1 123,141
EDUCATION REALTY TRUST INC EQUITY 28140H104 276 15,084 SH SOLE 1 15,084
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EGL INC. EQUITY 268484102 594 29,222 SH SOLE 1 29,222
EL PASO CORP EQUITY 28336L109 9 771 SH DEFINED 2 771
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ELECTRO RENT CORP. EQUITY 285218103 180 12,399 SH SOLE 1 12,399
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ELECTRONIC ARTS EQUITY 285512109 8628 152,420 SH SOLE 1 152,420
ELECTRONIC ARTS INC EQUITY 285512109 20 360 SH DEFINED 2 360
ELECTRONIC DATA SYS CORP N EQUITY 285661104 12 624 SH DEFINED 2 624
ELECTRONIC DATA SYSTEMS CORP. EQUITY 285661104 4577 237,752 SH SOLE 1 237,752
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ELIZABETH ARDEN INC EQUITY 28660G106 411 17,574 SH SOLE 1 17,574
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E-LOAN INC EQUITY 26861P107 127 37,902 SH SOLE 1 37,902
EMAGEON INC EQUITY 29076V109 139 9,919 SH SOLE 1 9,919
EMC CORP EQUITY 268648102 14117 1,029,569 SH DEFINED 2 1,029,569
EMC CORP. EQUITY 268648102 16362 1,193,409 SH SOLE 1 1,193,409
EMC INS GROUP INC EQUITY 268664109 79 4,350 SH SOLE 1 4,350
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EMCORE CORPORATION EQUITY 290846104 106 25,582 SH SOLE 1 25,582
EMERSON ELEC CO EQUITY 291011104 10547 168,403 SH DEFINED 2 168,403
Emerson Electric EQUITY 291011104 1879 30,000 SH SOLE 4 30,000
EMERSON ELECTRIC CO. EQUITY 291011104 23262 371,423 SH SOLE 1 371,423
EMMIS COMMUNICATIONS CORP. CLASS A EQUITY 291525103 1652 93,504 SH SOLE 1 93,504
EMPIRE DISTRICT ELECTRIC CO. EQUITY 291641108 427 17,833 SH SOLE 1 17,833
EMULEX CORP EQUITY 292475209 1048 57,411 SH SOLE 1 57,411
ENCANA CORP EQUITY 292505104 3332 84,500 SH Defined 1 0 84,500
ENCORE ACQUISITION CO EQUITY 29255W100 3285 80,131 SH SOLE 1 80,131
ENCORE CAPITAL GROUP INC EQUITY 292554102 173 10,148 SH SOLE 1 10,148
ENCORE MEDICAL CORP EQUITY 29256E109 155 27,846 SH SOLE 1 27,846
ENCORE WIRE CORP EQUITY 292562105 128 11,046 SH SOLE 1 11,046
ENCYSIVE PHARMACEUTICALS INC EQUITY 29256X107 434 40,141 SH SOLE 1 40,141
ENDEAVOUR INTERNATIONAL CORP EQUITY 29259G101 141 38,790 SH SOLE 1 38,790
ENDO PHARMACEUTICALS EQUITY 29264F205 28 1,067 SH SOLE 1 1,067
ENDWAVE CORPORATION EQUITY 29264A206 225 4,719 SH SOLE 1 4,719
ENERGEN CORP. EQUITY 29265N108 71 2,037 SH SOLE 1 2,037
ENERGIZER HOLDINGS INC EQUITY 29266R108 8000 128,678 SH SOLE 1 128,678
ENERGY CONVERSION DEVICES, INC EQUITY 292659109 357 15,957 SH SOLE 1 15,957
ENERGY EAST CORP EQUITY 29266M109 7711 266,096 SH SOLE 1 266,096
ENERGY PARTNERS LTD EQUITY 29270U105 605 23,076 SH SOLE 1 23,076
ENERGYSOUTH INC EQUITY 292970100 130 4,698 SH SOLE 1 4,698
ENERSIS SA ADR EQUITY 29274F104 4745 454,510 SH SOLE 1 454,510
ENERSYS EQUITY 29275Y102 433 31,780 SH SOLE 1 31,780
ENGELHARD CORP EQUITY 292845104 4 149 SH DEFINED 2 149
ENGELHARD CORP. EQUITY 292845104 1586 55,553 SH SOLE 1 55,553
ENGINEERED SUPPORT SYS COM EQUITY 292866100 2 64745 SH SOLE 3 64745 2130
ENGINEERED SUPPORT SYSTEMS EQUITY 292866100 1025 28,615 SH SOLE 1 28,615
ENNIS INC EQUITY 293389102 318 17,559 SH SOLE 1 17,559
ENPRO INDUSTRIES INC EQUITY 29355X107 417 14,457 SH SOLE 1 14,457
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ENSCO INTL INC EQUITY 26874Q100 43 1,195 SH DEFINED 2 1,195
ENSCO INTL INC COM EQUITY 26874Q100 1 39854 SH SOLE 3 39854 1917
ENSTAR GROUP INC EQUITY 29358R107 148 2,245 SH SOLE 1 2,245
ENTEGRIS INC EQUITY 29362U104 411 41,550 SH SOLE 1 41,550
ENTERCOM COMMUNICATIONS CORP. EQUITY 293639100 3332 100,102 SH SOLE 1 100,102
ENTERGY ARKANSAS INC EQUITY 29364G103 6929 91,714 SH SOLE 1 91,714
ENTERGY CORP NEW EQUITY 29364G103 20 264 SH DEFINED 2 264
ENTERPRISE FINANCIAL SERVICE EQUITY 293712105 127 5,349 SH SOLE 1 5,349
Enterprise Prod Partners EQUITY 293792107 2367 88,350 SH SOLE 4 88,350
ENTERTAINMENT PROPERTIES TRUST EQUITY 29380T105 888 19,309 SH SOLE 1 19,309
ENTRAVISION COMMUNIC EQUITY 29382R107 412 52,880 SH SOLE 1 52,880
ENTRUST TECHNOLOGIES INC. EQUITY 293848107 205 42,809 SH SOLE 1 42,809
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ENZON PHARMACEUTICALS INC EQUITY 293904108 196 30,298 SH SOLE 1 30,298
EOG RESOURCES INC EQUITY 26875P101 6149 108,252 SH SOLE 1 108,252
EOG RESOURCES INC EQUITY 26875P101 9178 161,590 SH DEFINED 2 161,590
EON LABS INC EQUITY 29412E100 3031 98,933 SH SOLE 1 98,933
EPICOR SOFTWARE CORPORATION EQUITY 29426L108 483 36,610 SH SOLE 1 36,610
EPIQ SYSTEMS INC EQUITY 26882D109 150 9,173 SH SOLE 1 9,173
EPIX PHARMACEUTICAL INC EQUITY 26881Q101 142 16,066 SH SOLE 1 16,066
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EQUIFAX, INC. EQUITY 294429105 2119 59,328 SH SOLE 1 59,328
EQUINIX INC EQUITY 29444U502 462 10,661 SH SOLE 1 10,661
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EQUITY OFFICE PPTYS TR COM EQUITY 294741103 1 28550 SH SOLE 3 28550 28550
EQUITY OFFICE PROPERTIES TRUST EQUITY 294741103 7149 215,971 SH SOLE 1 215,971
EQUITY ONE INC EQUITY 294752100 639 28,129 SH SOLE 1 28,129
EQUITY RESIDENT PPTYS SH BEN I EQUITY 29476L107 1 20150 SH SOLE 3 20150 20150
EQUITY RESIDENTIAL EQUITY 29476L107 5597 152,011 SH SOLE 1 152,011
ERESEARCHTECHNOLOGY IN EQUITY 29481V108 467 34,876 SH SOLE 1 34,876
ERICCSON 9LM0 TEL-SP ADR EQUITY 294821608 26568 831,540 SH SOLE 1 831,540
ERIE INDEMNITY COMPA EQUITY 29530P102 40 733 SH SOLE 1 733
ESCALADE INC EQUITY 296056104 75 5,436 SH SOLE 1 5,436
ESCO ELECTRONICS CORP EQUITY 296315104 885 8,778 SH SOLE 1 8,778
ESCO TECHNOLOGIES INC COM EQUITY 296315104 1 5300 SH SOLE 3 5300
ESPEED INC EQUITY 296643109 129 14,461 SH SOLE 1 14,461
ESSEX CORP EQUITY 296744105 270 11,817 SH SOLE 1 11,817
ESSEX CORP COM EQUITY 296744105 2 69000 SH SOLE 3 69000
ESSEX PROPERTY TRUST, INC. EQUITY 297178105 181 2,181 SH SOLE 1 2,181
ESTEE LAUDER COMPANIES-CL A EQUITY 518439104 93 2,389 SH SOLE 1 2,389
ESTERLINE TECHNOLOGIES CORP. EQUITY 297425100 695 17,331 SH SOLE 1 17,331
ETHAN ALLEN INTERIOR EQUITY 297602104 808 24,114 SH SOLE 1 24,114
EUROBANCSHARES INC EQUITY 298716101 102 6,379 SH SOLE 1 6,379
EURONET WORLDWIDE INC EQUITY 298736109 624 21,462 SH SOLE 1 21,462
EURONET WORLDWIDE INC COM EQUITY 298736109 7 245300 SH SOLE 3 245300
EVEREST RE GROUP, LTD EQUITY G3223R108 9328 100,300 SH SOLE 1 100,300
EVERGREEN SOLAR INC EQUITY 30033R108 175 27,287 SH SOLE 1 27,287
EXAR CORP. EQUITY 300645108 430 28,866 SH SOLE 1 28,866
EXCEL TECHNOLOGY EQUITY 30067T103 202 8,327 SH SOLE 1 8,327
EXELIXIS, INC. EQUITY 30161Q104 392 52,712 SH SOLE 1 52,712
EXELON CORP EQUITY 30161N101 41 805 SH DEFINED 2 805
EXELON CORP EQUITY 30161N101 14839 289,095 SH SOLE 1 289,095
EXIDE TECHNOLOGIES EQUITY 302051206 97 20,070 SH SOLE 1 20,070
EXIDE TECHNOLOGIES-CW11 EQUITY 302051123 25 50,176 SH SOLE 1 50,176
EXPEDITORS INTERNATIONAL OF WA EQUITY 302130109 9912 198,992 SH SOLE 1 198,992
EXPONENT INC EQUITY 30214U102 158 5,511 SH SOLE 1 5,511
EXPRESS SCRIPTS INC EQUITY 302182100 2 33288 SH SOLE 3 33288 1078
EXPRESS SCRIPTS INC EQUITY 302182100 10 192 SH DEFINED 2 192
EXPRESS SCRIPTS, INC. EQUITY 302182100 5124 102,522 SH SOLE 1 102,522
EXPRESSJET HOLDINGS IN EQUITY 30218U108 257 30,218 SH SOLE 1 30,218
EXTRA SPACE STORAGE INC EQUITY 30225T102 332 23,192 SH SOLE 1 23,192
EXTREME NETWORK INC EQUITY 30226D106 343 84,180 SH SOLE 1 84,180
EXXON MOBIL CORP EQUITY 30231G102 13773 239,652 SH DEFINED 2 239,652
EXXON MOBIL CORP. EQUITY 30231G102 259200 4,510,173 SH SOLE 1 4,510,173
ExxonMobil Corp EQUITY 30231G102 2586 45,000 SH SOLE 4 45,000
EYETECH PHARMACEUTICALS INC EQUITY 302297106 296 23,397 SH SOLE 1 23,397
F N B CORP VA EQUITY 302930102 141 5,031 SH SOLE 1 5,031
F5 NETWORKS INC EQUITY 315616102 3194 67,579 SH SOLE 1 67,579
FACTSET RESEARCH SYSTEMS, INC. EQUITY 303075105 850 23,711 SH SOLE 1 23,711
FAIR ISSAC CORP EQUITY 303250104 4439 121,612 SH SOLE 1 121,612
FAIRCHILD SEMICONDUCTOR CORP. EQUITY 303726103 4363 295,790 SH SOLE 1 295,790
FAIRPOINT COMMUNICATIONS INC EQUITY 305560104 303 18,750 SH SOLE 1 18,750
FALCONSTOR SOFTWARE INC EQUITY 306137100 109 16,692 SH SOLE 1 16,692
FAMILY DLR STORES INC EQUITY 307000109 5 201 SH DEFINED 2 201
FAMILY DOLLAR STORES, INC. EQUITY 307000109 2065 79,126 SH SOLE 1 79,126
FARGO ELECTRONICS EQUITY 30744P102 174 8,729 SH SOLE 1 8,729
FARMER BROS. CO. EQUITY 307675108 104 4,652 SH SOLE 1 4,652
FARMERS CAPITAL BANK CORP EQUITY 309562106 146 4,207 SH SOLE 1 4,207
FARO TECHNOLOGIES INC EQUITY 311642102 213 7,826 SH SOLE 1 7,826
FASTENAL CO. EQUITY 311900104 7822 127,699 SH SOLE 1 127,699
FAVRILLE INC COM EQUITY 312088404 1 236600 SH SOLE 3 236600 13000
FBL FINANCIAL GROUP, INC., CLASS A EQUITY 30239F106 248 8,965 SH SOLE 1 8,965
FEDERAL AGRIC MTG CORP EQUITY 313148306 167 7,572 SH SOLE 1 7,572
FEDERAL HOME LN MTG CORP EQUITY 313400301 54 821 SH DEFINED 2 821
FEDERAL NATIONAL MORTGAGE ASSO EQUITY 313586109 38386 657,291 SH SOLE 1 657,291
FEDERAL NATL MTG ASSN EQUITY 313586109 7730 132,359 SH DEFINED 2 132,359
FEDERAL REALTY INVESTMENT TR. EQUITY 313747206 295 4,996 SH SOLE 1 4,996
FEDERAL REALTY INVT TR SH BEN EQUITY 313747206 3680 SH SOLE 3 3680 3680
FEDERAL SIGNAL CORP. EQUITY 313855108 1865 119,527 SH SOLE 1 119,527
FEDERATED DEPT STORES INC EQUITY 31410H101 15 202 SH DEFINED 2 202
FEDERATED DEPT STORES, INC. EQUITY 31410H101 12961 102,342 SH SOLE 1 102,342
FEDERATED INVESTORS EQUITY 314211103 2654 88,426 SH SOLE 1 88,426
FEDERATED INVS INC PA EQUITY 314211103 4 122 SH DEFINED 2 122
FEDEX CORP EQUITY 31428X106 29 363 SH DEFINED 2 363
FEDEX CORPORATION EQUITY 31428X106 10573 130,513 SH SOLE 1 130,513
FEI COMPANY EQUITY 30241L109 376 16,499 SH SOLE 1 16,499
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FERRO CORP. EQUITY 315405100 2056 103,547 SH SOLE 1 103,547
FIDELITY BANKSHARES INC EQUITY 31604Q107 411 15,496 SH SOLE 1 15,496
FIDELITY NATIONAL FINANCIAL EQUITY 316326107 11136 312,016 SH SOLE 1 312,016
FIELDSTONE INVESTMENT CORP EQUITY 31659U300 4509 313,096 SH SOLE 1 313,096
FIFTH THIRD BANCORP EQUITY 316773100 26 631 SH DEFINED 2 631
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FILENET CORP. EQUITY 316869106 711 28,280 SH SOLE 1 28,280
FINANCIAL FEDERAL CORP. EQUITY 317492106 465 12,033 SH SOLE 1 12,033
FINCANCIAL INSTITUTIONS INC EQUITY 317585404 112 6,241 SH SOLE 1 6,241
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FINISH LINE, INC. EQUITY 317923100 550 29,075 SH SOLE 1 29,075
FIRST ACCEPTANCE CORP EQUITY 318457108 111 11,733 SH SOLE 1 11,733
FIRST ADVANTAGE CORP-CL A EQUITY 31845F100 56 2,372 SH SOLE 1 2,372
FIRST AMERICAN CAP TRUST CLASS A EQUITY 318522307 6233 155,284 SH SOLE 1 155,284
FIRST BANCORP NORTH CAROLINA EQUITY 318910106 174 7,864 SH SOLE 1 7,864
FIRST BANCORP/PUERTO RICO EQUITY 318672102 949 23,642 SH SOLE 1 23,642
FIRST BUSEY CORP EQUITY 319383105 187 9,662 SH SOLE 1 9,662
FIRST CASH FINL SVCS INC EQUITY 31942D107 189 8,822 SH SOLE 1 8,822
FIRST CHARTER CORP. EQUITY 319439105 461 20,990 SH SOLE 1 20,990
FIRST CITIZENS BANCSHARES, INC CLASS EQUITY 31946M103 602 4,166 SH SOLE 1 4,166
FIRST CMNTY BANCORP CA EQUITY 31983B101 429 9,042 SH SOLE 1 9,042
FIRST COMMONWEALTH FINANCIAL EQUITY 319829107 662 48,300 SH SOLE 1 48,300
FIRST COMMUNITY BANCSHARES INC EQUITY 31983A103 226 6,961 SH SOLE 1 6,961
FIRST DATA CORP EQUITY 319963104 38 936 SH DEFINED 2 936
FIRST DATA CORP. EQUITY 319963104 18270 455,154 SH SOLE 1 455,154
FIRST DEFIANCE FINL CO EQUITY 32006W106 130 4,854 SH SOLE 1 4,854
FIRST FINANCIAL BANCORP EQUITY 320209109 460 24,343 SH SOLE 1 24,343
FIRST FINANCIAL BANKSHARES EQUITY 32020R109 430 12,707 SH SOLE 1 12,707
FIRST FINANCIAL CORP. EQUITY 320218100 268 9,321 SH SOLE 1 9,321
FIRST FINANCIAL HOLDINGS, INC. EQUITY 320239106 255 8,533 SH SOLE 1 8,533
FIRST HORIZON NATIONAL CORP EQUITY 320517105 2408 57,072 SH SOLE 1 57,072
FIRST HORIZON NATL CORP EQUITY 320517105 6 150 SH DEFINED 2 150
FIRST HORIZON PHARMACEUTICAL EQUITY 32051K106 363 19,079 SH SOLE 1 19,079
FIRST INDIANA CORP. EQUITY 32054R108 219 7,386 SH SOLE 1 7,386
FIRST INDUSTRIAL REALITY TRUST EQUITY 32054K103 1305 32,707 SH SOLE 1 32,707
FIRST MARBLEHEAD CORP/THE EQUITY 320771108 20 562 SH SOLE 1 562
FIRST MERCHANTS CORP. EQUITY 320817109 318 12,779 SH SOLE 1 12,779
FIRST MIDWEST BANCORP, INC. EQUITY 320867104 1107 31,568 SH SOLE 1 31,568
FIRST NIAGARA FINANCIAL GRP EQUITY 33582V108 1165 79,870 SH SOLE 1 79,870
FIRST OAK BROOK BANCSH EQUITY 335847208 129 4,575 SH SOLE 1 4,575
FIRST PLACE FINANCIAL CORP EQUITY 33610T109 208 10,351 SH SOLE 1 10,351
FIRST POTOMAC REALTY TRUST EQUITY 33610F109 282 11,366 SH SOLE 1 11,366
FIRST REGIONAL BANCORP/CAL EQUITY 33615C101 111 1,673 SH SOLE 1 1,673
FIRST REPUBLIC BANK EQUITY 336158100 528 14,954 SH SOLE 1 14,954
FIRST SOUTH BANCORP IN EQUITY 33646W100 106 3,351 SH SOLE 1 3,351
FIRST ST BANCORPORATIO EQUITY 336453105 205 10,604 SH SOLE 1 10,604
FIRSTENERGY CORP EQUITY 337932107 19 405 SH DEFINED 2 405
FIRSTENERGY CORP. EQUITY 337932107 6855 142,485 SH SOLE 1 142,485
FIRSTFED FINANCIAL CORP. EQUITY 337907109 681 11,421 SH SOLE 1 11,421
FIRSTMERIT CORP. EQUITY 337915102 4233 162,125 SH SOLE 1 162,125
FISERV INC EQUITY 337738108 10 232 SH DEFINED 2 232
FISERV, INC. EQUITY 337738108 5486 127,899 SH SOLE 1 127,899
FISHER COMMUNICATIONS INC EQUITY 337756209 216 4,568 SH SOLE 1 4,568
FISHER SCIENTIFIC INTL COM NEW EQUITY 338032204 3 53804 SH SOLE 3 53804 1704
FISHER SCIENTIFIC INTL INC EQUITY 338032204 1281 19,743 SH DEFINED 2 19,743
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FLAGSTAR BANCORP, INC. EQUITY 337930101 7822 413,229 SH SOLE 1 413,229
FLANDERS CORP COM EQUITY 338494107 1 126700 SH SOLE 3 126700
FLANDERS CORPORATION EQUITY 338494107 82 9,068 SH SOLE 1 9,068
FLEETWOOD ENTERPRISES, INC. EQUITY 339099103 390 38,385 SH SOLE 1 38,385
FLEXTRONICS INTERNATIONAL LTD EQUITY Y2573F102 540 40,850 SH SOLE 1 41
FLIR SYSTEMS INC (USD) EQUITY 302445101 43 1,438 SH SOLE 1 1,438
FLORIDA EAST COAST INDUSTRIES EQUITY 340632108 969 22,380 SH SOLE 1 22,380
FLORIDA ROCK INDUSTRIES, INC. EQUITY 341140101 46 633 SH SOLE 1 633
FLOWERS FOODS INC EQUITY 343498101 816 23,087 SH SOLE 1 23,087
FLOWSERVE CORP. EQUITY 34354P105 4133 136,584 SH SOLE 1 136,584
FLUOR CORP EQUITY 343412102 15647 271,691 SH SOLE 1 271,691
FLUOR CORP NEW EQUITY 343412102 6 105 SH DEFINED 2 105
FLUSHING FINANCIAL CORP EQUITY 343873105 244 13,278 SH SOLE 1 13,278
FMC CORP. EQUITY 302491303 3803 67,743 SH SOLE 1 67,743
FMC TECHNOLOGIES INC EQUITY 30249U101 3978 124,435 SH SOLE 1 124,435
FNB CORP. EQUITY 302520101 764 38,858 SH SOLE 1 38,858
FOOT LOCKER INC EQUITY 344849104 7692 282,586 SH SOLE 1 282,586
FORD MOTOR CO. EQUITY 345370860 8144 795,323 SH SOLE 1 795,323
FORD MOTOR COMPANY CorpBond 345395206 2884 71,500 SH SOLE 1 72
FOREST CITY ENTERPRISES, INC. CLASS A EQUITY 345550107 41 584 SH SOLE 1 584
FOREST LABORATORIES, INC. EQUITY 345838106 50835 1,308,502 SH SOLE 1 1,308,502
FOREST LABS INC EQUITY 345838106 16 415 SH DEFINED 2 415
FOREST OIL CORP EQUITY 346091705 4273 101,733 SH SOLE 1 101,733
FORMFACTOR INC EQUITY 346375108 617 23,368 SH SOLE 1 23,368
FORRESTER RESEARCH, INC. EQUITY 346563109 160 8,948 SH SOLE 1 8,948
FORTUNE BRANDS INC EQUITY 349631101 3408 38,374 SH DEFINED 2 38,374
FORTUNE BRANDS, INC. EQUITY 349631101 6315 71,120 SH SOLE 1 71,120
FORWARD AIR CORP EQUITY 349853101 631 22,325 SH SOLE 1 22,325
FOSSIL, INC. EQUITY 349882100 759 33,437 SH SOLE 1 33,437
FOUNDATION COAL HOLDINGS INC EQUITY 35039W100 425 16,401 SH SOLE 1 16,401
FOUNDRY NETWORKS INC EQUITY 35063R100 729 84,539 SH SOLE 1 84,539
FOXHOLLOW TECHNOLOGIES INC EQUITY 35166A103 367 9,592 SH SOLE 1 9,592
FPIC INS GROUP INC EQUITY 302563101 206 7,020 SH SOLE 1 7,020
FPL GROUP INC EQUITY 302571104 6821 162,176 SH DEFINED 2 162,176
FPL GROUP, INC. EQUITY 302571104 7125 169,396 SH SOLE 1 169,396
FRANKLIN BANK CORP EQUITY 352451108 4448 237,100 SH DEFINED 2 237,100
FRANKLIN BANK CORP/HOUSTON EQUITY 352451108 262 13,957 SH SOLE 1 13,957
FRANKLIN ELECTRIC CO., INC. EQUITY 353514102 593 15,349 SH SOLE 1 15,349
FRANKLIN RES INC EQUITY 354613101 19 242 SH DEFINED 2 242
FRANKLIN RESOURCES, INC. EQUITY 354613101 6560 85,222 SH SOLE 1 85,222
FREDDIE MAC EQUITY 313400301 87213 1,632,071 SH SOLE 1 514,690
FRED'S INC. EQUITY 356108100 456 27,502 SH SOLE 1 27,502
FREEPORT MCMORAN COPPER + EQUITY 35671D857 8 223 SH DEFINED 2 223
FREEPORT-MCMORAN COPPER & GOLD CLASS EQUITY 35671D857 6714 179,322 SH SOLE 1 179,322
FREESCALE SEMICONDUCTOR IN EQUITY 35687M206 10 483 SH DEFINED 2 483
FREESCALE SEMICONDUCTOR-B EQUITY 35687M206 3907 184,453 SH SOLE 1 184,453
FREIGHTCAR AMERICA INC EQUITY 357023100 115 5,783 SH SOLE 1 5,783
FREMONT GENERAL CORP. EQUITY 357288109 1091 44,844 SH SOLE 1 44,844
FRIEDMAN BILLINGS RAMSEY-A EQUITY 358434108 18598 1,300,560 SH SOLE 1 1,300,560
FRONTIER AIRLINES, INC. EQUITY 359065109 254 24,627 SH SOLE 1 24,627
FRONTIER FINANCIAL CORP. EQUITY 35907K105 430 17,013 SH SOLE 1 17,013
FRONTIER OIL CORP. EQUITY 35914P105 1111 37,856 SH SOLE 1 37,856
FROZEN FOOD EXPRESS INDS EQUITY 359360104 117 10,353 SH SOLE 1 10,353
FTD GROUP INC EQUITY 30267U108 104 9,196 SH SOLE 1 9,196
FTI CONSULTING INC EQUITY 302941109 623 29,793 SH SOLE 1 29,793
FUELCELL ENERGY INC EQUITY 35952H106 340 33,287 SH SOLE 1 33,287
FULTON FIN CORP EQUITY 360271100 79 4,369 SH SOLE 1 4,369
FURNITURE BRANDS INTERNATIONAL EQUITY 360921100 2774 128,367 SH SOLE 1 128,367
FX ENERGY INC EQUITY 302695101 264 23,935 SH SOLE 1 23,935
G & K SERVICES, INC. CLASS A EQUITY 361268105 505 13,387 SH SOLE 1 13,387
GABELLI ASSET MANAGEMENT, INC. EQUITY 36239Y102 218 4,931 SH SOLE 1 4,931
GABLES RESIDENTIAL TRUST EQUITY 362418105 5196 120,192 SH SOLE 1 120,192
GALLAGHER, ARTHUR J & CO EQUITY 363576109 29098 1,072,525 SH SOLE 1 1,072,525
GAMESTOP CORP-CL B EQUITY 36466R200 937 31,325 SH SOLE 1 31,325
GANNETT CO., INC. EQUITY 364730101 7646 107,494 SH SOLE 1 107,494
GANNETT INC EQUITY 364730101 22 304 SH DEFINED 2 304
GAP INC EQUITY 364760108 59 2,996 SH DEFINED 2 2,996
GAP, INC. EQUITY 364760108 6537 330,971 SH SOLE 1 330,971
GARDNER DENVER, INC. EQUITY 365558105 608 17,343 SH SOLE 1 17,343
GARMIN LTD EQUITY G37260109 286 6,700 SH SOLE 1 6,700
GARTNER INC. CLASS A EQUITY 366651107 2040 192,083 SH SOLE 1 192,083
GASCO ENERGY INC EQUITY 367220100 164 44,355 SH SOLE 1 44,355
GATEWAY INC EQUITY 367626108 1 365 SH DEFINED 2 365
GATEWAY, INC. EQUITY 367626108 1010 306,024 SH SOLE 1 306,024
GATX CORP. EQUITY 361448103 4112 119,195 SH SOLE 1 119,195
GAYLORD ENTERTAINMENT CO. EQUITY 367905106 1289 27,726 SH SOLE 1 27,726
GB&T BANCSHARES INC EQUITY 361462104 208 8,757 SH SOLE 1 8,757
GCI, INC. EQUITY 369385109 378 38,291 SH SOLE 1 38,291
GEHL COMPANY EQUITY 368483103 182 4,671 SH SOLE 1 4,671
GEMSTAR-TV GUIDE INTERNATIONAL EQUITY 36866W106 611 170,104 SH SOLE 1 170,104
GEN PROBE INC NEW EQUITY 36866T103 362 10,000 SH DEFINED 2 10,000
GENCORP, INC. EQUITY 368682100 725 37,618 SH SOLE 1 37,618
GENENTECH INC EQUITY 368710406 12221 152,210 SH DEFINED 2 152,210
GENENTECH, INC. EQUITY 368710406 2891 36,014 SH SOLE 1 36,014
GENERAL BINDING CORP EQUITY 369154109 94 4,300 SH SOLE 1 4,300
GENERAL CABLE CORP. EQUITY 369300108 405 27,315 SH SOLE 1 27,315
General Dynamics EQUITY 369550108 2739 25,000 SH SOLE 4 25,000
GENERAL DYNAMICS CORP EQUITY 369550108 12568 114,738 SH DEFINED 2 114,738
GENERAL DYNAMICS CORP. EQUITY 369550108 9737 88,892 SH SOLE 1 88,892
General Elec Co EQUITY 369604103 1906 55,000 SH SOLE 4 55,000
GENERAL ELEC CO EQUITY 369604103 34942 1,008,410 SH DEFINED 2 1,008,410
GENERAL ELECTRIC CO. EQUITY 369604103 317507 9,163,263 SH SOLE 1 9,163,263
GENERAL GROWTH PPTYS COM EQUITY 370021107 1 15769 SH SOLE 3 15769 15769
GENERAL GROWTH PROPE EQUITY 370021107 885 21,537 SH SOLE 1 21,537
GENERAL MILLS, INC. EQUITY 370334104 31381 670,675 SH SOLE 1 670,675
GENERAL MLS INC EQUITY 370334104 21 445 SH DEFINED 2 445
GENERAL MOTORS CorpBond 370442733 2973 159,000 SH SOLE 1 159
GENERAL MOTORS CORP. EQUITY 370442105 8796 258,702 SH SOLE 1 258,702
GENERAL MTRS CORP EQUITY 370442105 10016 294,588 SH DEFINED 2 294,588
GENESCO, INC. EQUITY 371532102 578 15,593 SH SOLE 1 15,593
GENESEE & WYO INC EQUITY 371559105 437 16,077 SH SOLE 1 16,077
GENESIS HEALTHCARE CORP EQUITY 37184D101 634 13,692 SH SOLE 1 13,692
GENESIS MICROCHIP INC EQUITY 37184C103 426 23,097 SH SOLE 1 23,097
GENITOPE CORP EQUITY 37229P507 211 16,468 SH SOLE 1 16,468
GEN-PROBE INC EQUITY 36866T103 3295 90,948 SH SOLE 1 90,948
GENTEX CORP. EQUITY 371901109 5111 280,834 SH SOLE 1 280,834
GENTIVA HEALTH SERVICES EQUITY 37247A102 288 16,124 SH SOLE 1 16,124
GENUINE PARTS CO EQUITY 372460105 11006 267,863 SH DEFINED 2 267,863
GENUINE PARTS CO. EQUITY 372460105 3297 80,239 SH SOLE 1 80,239
GENWORTH FINANCIAL INC-CL A EQUITY 37247D106 178 5,884 SH SOLE 1 5,884
GENZYME CORP EQUITY 372917104 9582 159,457 SH SOLE 1 159,457
GENZYME CORP EQUITY 372917104 16351 272,103 SH DEFINED 2 272,103
GENZYME CORP COM EQUITY 372917104 1 21537 SH SOLE 3 21537 1086
GEO GROUP INC EQUITY 36159R103 165 6,597 SH SOLE 1 6,597
GEORGIA GULF CORP. EQUITY 373200203 732 23,563 SH SOLE 1 23,563
GEORGIA PAC CORP EQUITY 373298108 10 313 SH DEFINED 2 313
GEORGIA-PACIFIC CORP. EQUITY 373298108 3805 119,656 SH SOLE 1 119,656
GERON CORP EQUITY 374163103 296 38,295 SH SOLE 1 38,295
GETTY IMAGES INC COM EQUITY 374276103 3 36954 SH SOLE 3 36954 1597
GETTY IMAGES, INC. EQUITY 374276103 77 1,041 SH SOLE 1 1,041
GETTY REALTY CORP. EQUITY 374297109 535 19,314 SH SOLE 1 19,314
GEVITY HR INC EQUITY 374393106 383 19,109 SH SOLE 1 19,109
GFI GROUP INC EQUITY 361652209 144 4,048 SH SOLE 1 4,048
GFI GROUP INC COM EQUITY 361652209 4 103000 SH SOLE 3 103000
GIANT INDUSTRIES INC EQUITY 374508109 333 9,250 SH SOLE 1 9,250
GIBRALTAR INDUSTRIES INC EQUITY 374689107 307 16,640 SH SOLE 1 16,640
GILEAD SCIENCES INC EQUITY 375558103 12618 286,843 SH DEFINED 2 286,843
GILEAD SCIENCES, INC. EQUITY 375558103 63208 1,436,869 SH SOLE 1 1,436,869
GILLETTE CO EQUITY 375766102 61 1,200 SH DEFINED 2 1,200
GILLETTE CO. EQUITY 375766102 31394 620,059 SH SOLE 1 620,059
GLACIER BANCORP, INC. EQUITY 37637Q105 564 21,570 SH SOLE 1 21,570
GLADSTONE CAPITAL CORP EQUITY 376535100 183 7,805 SH SOLE 1 7,805
GLATFELTER, P.H. CO. EQUITY 377316104 1203 96,979 SH SOLE 1 96,979
GLENAYRE TECHNOLOGIES INC EQUITY 377899109 174 46,232 SH SOLE 1 46,232
GLENBOROUGH REALITY TRUST, INC EQUITY 37803P105 508 24,672 SH SOLE 1 24,672
GLIMCHER REALITY TRUST EQUITY 379302102 1228 44,248 SH SOLE 1 44,248
GLOBAL IMAGING SYSTEMS, INC. EQUITY 37934A100 517 16,213 SH SOLE 1 16,213
GLOBAL INDUSTRIES INC EQUITY 379336100 3631 427,200 SH DEFINED 2 427,200
GLOBAL INDUSTRIES LT EQUITY 379336100 486 57,199 SH SOLE 1 57,199
GLOBAL PAYMENTS INC. EQUITY 37940X102 39 582 SH SOLE 1 582
GLOBAL POWER EQUIPME EQUITY 37941P108 196 24,697 SH SOLE 1 24,697
GLOBAL SANTAFE CORP EQUITY G3930E101 32 700 SH DEFINED 2 700
GLOBAL SIGNAL INC EQUITY 37944Q103 12 311 SH SOLE 1 311
GLOBETEL COMMUNICATIONS CORP EQUITY 37958F209 123 44,075 SH SOLE 1 44,075
GMH COMMUNITIES TRUST EQUITY 36188G102 320 23,133 SH SOLE 1 23,133
GOL LINHAS AREAS INTEL ADR EQUITY 38045R107 2155 71,700 SH SOLE 1 71,700
GOLD BANK CORP., INC. EQUITY 379907108 394 27,053 SH SOLE 1 27,053
GOLD KIST INC EQUITY 380614107 768 35,578 SH SOLE 1 35,578
GOLDCORP INC. EQUITY 380956409 5785 363,775 SH Defined 1 0 363,775
GOLDEN TELECOM INC EQUITY 38122G107 1014 33,036 SH SOLE 1 33,036
GOLDEN WEST FINANCIAL CORP. EQUITY 381317106 7865 122,168 SH SOLE 1 122,168
GOLDEN WEST FINL CORP DEL EQUITY 381317106 8580 84,230 SH DEFINED 2 84,230
GOLDMAN SACHS GROUP INC EQUITY 38141G104 33892 332,209 SH SOLE 1 332,209
GOODRICH CORP EQUITY 382388106 6150 150,145 SH DEFINED 2 150,145
GOODRICH CORP. EQUITY 382388106 2235 54,575 SH SOLE 1 54,575
GOODRICH PETROLEUM CORP EQUITY 382410405 146 7,070 SH SOLE 1 7,070
GOODYEAR TIRE & RUBBER CO. EQUITY 382550101 2342 157,185 SH SOLE 1 157,185
GOODYEAR TIRE AND RUBBER EQUITY 382550101 3 219 SH DEFINED 2 219
GOODYS FAMILY CLOTHING EQUITY 382588101 96 12,969 SH SOLE 1 12,969
GORMAN RUPP CO COM EQUITY 383082104 135 6,324 SH SOLE 1 6,324
GOVERNMENT PROPERTIES TRUST EQUITY 38374W107 139 14,300 SH SOLE 1 14,300
GPO TELEVISA SA ADR-REPR 20 EQUITY 40049J206 3389 54,580 SH SOLE 1 54,580
GRACE, W.R. & CO. EQUITY 38388F108 360 46,218 SH SOLE 1 46,218
GRACO, INC. EQUITY 384109104 4243 124,535 SH SOLE 1 124,535
GRAFTECH INTERNATIONAL LTD EQUITY 384313102 290 67,422 SH SOLE 1 67,422
GRAINGER W W INC EQUITY 384802104 6 102 SH DEFINED 2 102
GRAMERCY CAPITAL CORP EQUITY 384871109 231 9,458 SH SOLE 1 9,458
GRANITE CONSTRUCTION, INC. EQUITY 387328107 2530 90,018 SH SOLE 1 90,018
GRANT PRIDECO INC EQUITY 38821G101 238 8,785 SH DEFINED 2 8,785
GRANT PRIDECO INC EQUITY 38821G101 5927 224,082 SH SOLE 1 224,082
GRAPHIC PACKAGING CORP EQUITY 388688103 164 44,999 SH SOLE 1 44,999
GRAY TELEVISION INC EQUITY 389375106 360 29,871 SH SOLE 1 29,871
GREAT AMERICAN FINANCIAL RES EQUITY 389915109 116 5,846 SH SOLE 1 5,846
GREAT ATLANTIC & PACIFIC TEA EQUITY 390064103 351 12,072 SH SOLE 1 12,072
GREAT LAKES CHEM CORP. EQUITY 390568103 1838 58,403 SH SOLE 1 58,403
GREAT LAKES CHEMICAL CORP EQUITY 390568103 2 68 SH DEFINED 2 68
GREAT PLAINS ENERGY INC EQUITY 391164100 5523 173,174 SH SOLE 1 173,174
GREAT SOUTHERN BANCORP, INC. EQUITY 390905107 225 7,191 SH SOLE 1 7,191
GREAT WOLF RESORTS INC EQUITY 391523107 360 17,602 SH SOLE 1 17,602
GREATER BAY BANCORP EQUITY 391648102 3327 126,346 SH SOLE 1 126,346
GREEN MOUNTAIN COFFEE ROASTE EQUITY 393122106 104 3,050 SH SOLE 1 3,050
GREENBRIER COMPANIES INC EQUITY 393657101 116 4,293 SH SOLE 1 4,293
GREENE COUNTY BANCSHARES INC EQUITY 394361208 123 4,503 SH SOLE 1 4,503
GREENFIELD ONLINE EQUITY 395150105 138 11,386 SH SOLE 1 11,386
GREENHILL & CO INC EQUITY 395259104 335 8,266 SH SOLE 1 8,266
GREENHILL & CO INC COM EQUITY 395259104 4 96948 SH SOLE 3 96948 1491
GREIF INC CL A EQUITY 397624107 651 10,652 SH SOLE 1 10,652
GREY WOLF, INC. EQUITY 397888108 977 131,846 SH SOLE 1 131,846
GRIFFON CORP. EQUITY 398433102 447 20,133 SH SOLE 1 20,133
GROUP 1 AUTOMOTIVE, INC. EQUITY 398905109 348 14,481 SH SOLE 1 14,481
GRUPO AEROPORTUARIO SUR ADR EQUITY 40051E202 2437 76,500 SH SOLE 1 76,500
GSI COMMERCE INC EQUITY 36238G102 358 21,363 SH SOLE 1 21,363
GTECH HOLDINGS CORP. EQUITY 400518106 6049 206,883 SH SOLE 1 206,883
GTX INC EQUITY 40052B108 52 5,248 SH SOLE 1 5,248
GUESS? INC EQUITY 401617105 184 11,117 SH SOLE 1 11,117
GUIDANT CORP EQUITY 401698105 26 391 SH DEFINED 2 391
GUIDANT CORP. EQUITY 401698105 11667 173,359 SH SOLE 1 173,359
GUITAR CENTER, INC. EQUITY 402040109 1043 17,868 SH SOLE 1 17,868
GULF ISLAND FABRICATION, INC. EQUITY 402307102 128 6,444 SH SOLE 1 6,444
GULFMARK OFFSHORE, INC. EQUITY 402629109 280 10,242 SH SOLE 1 10,242
GYMBOREE CORP EQUITY 403777105 4341 317,800 SH DEFINED 2 317,800
GYMBOREE CORP. EQUITY 403777105 294 21,540 SH SOLE 1 21,540
H J HEINZ CO. EQUITY 423074103 5629 158,927 SH SOLE 1 158,927
H.B. FULLER CO. EQUITY 359694106 678 19,894 SH SOLE 1 19,894
HAEMONETICS CORP. EQUITY 405024100 727 17,882 SH SOLE 1 17,882
HAIN CELESTIAL GROUP INC EQUITY 405217100 393 20,177 SH SOLE 1 20,177
HALLIBURTON CO EQUITY 406216101 137 2,860 SH DEFINED 2 2,860
HALLIBURTON CO. EQUITY 406216101 23751 496,677 SH SOLE 1 496,677
HANCOCK HOLDING CO. EQUITY 410120109 636 18,483 SH SOLE 1 18,483
HANDLEMAN CO. EQUITY 410252100 249 15,070 SH SOLE 1 15,070
HANMI FINL CORP EQUITY 410495105 460 27,565 SH SOLE 1 27,565
HANOVER COMPRESSOR COMPANY EQUITY 410768105 2226 193,412 SH SOLE 1 193,412
HANSEN NATURAL CORP EQUITY 411310105 437 5,154 SH SOLE 1 5,154
HARBOR FLORIDA BANCSHARES EQUITY 411901101 538 14,373 SH SOLE 1 14,373
HARLAND, JOHN H. CO. EQUITY 412693103 721 18,973 SH SOLE 1 18,973
HARLEY DAVIDSON INC EQUITY 412822108 17 344 SH DEFINED 2 344
HARLEY-DAVIDSON FUNDING EQUITY 412822108 6307 127,164 SH SOLE 1 127,164
HARLEYSVILLE GROUP, INC. EQUITY 412824104 191 9,153 SH SOLE 1 9,153
HARLEYSVILLE NATIONAL CORP. EQUITY 412850109 420 18,130 SH SOLE 1 18,130
HARMAN INT'L INDUSTRIES, INC. EQUITY 413086109 9367 115,129 SH SOLE 1 115,129
HARMONIC INC. EQUITY 413160102 244 50,497 SH SOLE 1 50,497
HARRAH'S ENTERTAINMENT, INC. EQUITY 413619107 19156 265,791 SH SOLE 1 265,791
HARRAHS ENTMT INC EQUITY 413619107 9039 125,418 SH DEFINED 2 125,418
HARRAHS ENTMT INC COM EQUITY 413619107 2 24180 SH SOLE 3 24180 745
HARRIS & HARRIS GROUP INC EQUITY 413833104 142 11,916 SH SOLE 1 11,916
HARRIS CORP DEL COM EQUITY 413875105 1 45997 SH SOLE 3 45997 1481
HARRIS CORP. EQUITY 413875105 7507 240,516 SH SOLE 1 240,516
HARRIS INTERACTIVE INC EQUITY 414549105 172 35,354 SH SOLE 1 35,354
HARSCO CORP. EQUITY 415864107 4086 74,896 SH SOLE 1 74,896
HART MARX EQUITY 417119104 179 17,819 SH SOLE 1 17,819
HARTE-HANKS COMMUNICATIONS EQUITY 416196103 3790 127,491 SH SOLE 1 127,491
HARTFORD FINANCIAL SVCS GR EQUITY 416515104 26 353 SH DEFINED 2 353
HARTFORD FINANCIAL SVCS GROUP EQUITY 416515104 47344 633,117 SH SOLE 1 633,117
HARVEST NATURAL RESOUR EQUITY 41754V103 284 26,001 SH SOLE 1 26,001
HASBRO INC EQUITY 418056107 4 201 SH DEFINED 2 201
HASBRO, INC. EQUITY 418056107 1596 76,764 SH SOLE 1 76,764
HAVERTY FURNITURE COMPANIES EQUITY 419596101 199 13,445 SH SOLE 1 13,445
HAWAIIAN ELECTRIC INDUSTRIES, EQUITY 419870100 4950 184,632 SH SOLE 1 184,632
HAYES LEMMERZ INTERNATIONAL EQUITY 420781304 186 26,158 SH SOLE 1 26,158
HCA INC EQUITY 404119109 709 12,504 SH DEFINED 2 12,504
HCA INC. EQUITY 404119109 10215 180,252 SH SOLE 1 180,252
HCC INSURANCE HOLDINGS, INC. EQUITY 404132102 4768 125,897 SH SOLE 1 125,897
HEADWATERS INC EQUITY 42210P102 982 28,570 SH SOLE 1 28,570
HEALTH CARE PPTY INVS COM EQUITY 421915109 9400 SH SOLE 3 9400 9400
HEALTH CARE PPTYS INVEST INC EQUITY 421915109 355 13,135 SH SOLE 1 13,135
Health Care Prop Investors EQUITY 421915109 2434 90,000 SH SOLE 4 90,000
HEALTH CARE REIT, INC. EQUITY 42217K106 196 5,197 SH SOLE 1 5,197
HEALTH MANAGEMENT ASSOC. EQUITY 421933102 2925 111,737 SH SOLE 1 111,737
HEALTH MGMT ASSOC EQUITY 421933102 8 297 SH DEFINED 2 297
HEALTH NET INC. EQUITY 42222G108 7737 202,745 SH SOLE 1 202,745
Healthcare Realty Trust EQUITY 421946104 2510 65,000 SH SOLE 4 65,000
HEALTHCARE REALTY TRUST, INC. EQUITY 421946104 182 4,706 SH SOLE 1 4,706
HEALTHCARE SVCS GRP IN EQUITY 421906108 369 18,378 SH SOLE 1 18,378
HEALTHEXTRAS INC EQUITY 422211102 658 32,793 SH SOLE 1 32,793
HEALTHEXTRAS INC COM EQUITY 422211102 4 208800 SH SOLE 3 208800
HEALTHTRONICS SURGICAL EQUITY 42222L107 304 23,375 SH SOLE 1 23,375
HEARST-ARGYLE TELEVI EQUITY 422317107 15 619 SH SOLE 1 619
HEARTLAND EXPRESS, INC. EQUITY 422347104 610 31,397 SH SOLE 1 31,397
HEARTLAND FINANCIAL USA INC EQUITY 42234Q102 143 7,325 SH SOLE 1 7,325
HECLA MNG CO EQUITY 422704106 373 81,790 SH SOLE 1 81,790
HEICO CORP. EQUITY 422806109 348 14,875 SH SOLE 1 14,875
HEIDRICK & STRUGGLES INT'L EQUITY 422819102 351 13,476 SH SOLE 1 13,476
HEINZ H J CO EQUITY 423074103 15 427 SH DEFINED 2 427
HELIX TECHNOLOGY CORP. EQUITY 423319102 240 18,042 SH SOLE 1 18,042
HELMERICH & PAYNE, INC. EQUITY 423452101 4325 92,185 SH SOLE 1 92,185
HENRY JACK & ASSOCIATES EQUITY 426281101 3567 194,819 SH SOLE 1 194,819
HENRY SCHEIN INC EQUITY 806407102 6481 156,099 SH SOLE 1 156,099
HERCULES INC EQUITY 427056106 2 137 SH DEFINED 2 137
HERCULES, INC. EQUITY 427056106 1872 132,294 SH SOLE 1 132,294
HERITAGE COMMERCE CORP EQUITY 426927109 150 8,197 SH SOLE 1 8,197
HERITAGE PROPERTY INVESTMENT EQUITY 42725M107 724 20,682 SH SOLE 1 20,682
HERLEY INDS INC DEL EQUITY 427398102 163 8,927 SH SOLE 1 8,927
HERMAN MILLER, INC. EQUITY 600544100 3903 126,559 SH SOLE 1 126,559
HERSHA HOSPITALITY TRUST EQUITY 427825104 134 14,018 SH SOLE 1 14,018
HERSHEY CO / THE EQUITY 427866108 1600 25,770 SH DEFINED 2 25,770
HEWITT ASSOCIATES INC-CL A EQUITY 42822Q100 22 821 SH SOLE 1 821
HEWLETT PACKARD CO EQUITY 428236103 116 4,948 SH DEFINED 2 4,948
HEWLETT PACKARD CO. EQUITY 428236103 39180 1,666,505 SH SOLE 1 1,666,505
HEXCEL CORP. EQUITY 428291108 548 32,364 SH SOLE 1 32,364
HIBBETT SPORTING GOODS, INC. EQUITY 428565105 592 15,645 SH SOLE 1 15,645
HIBERNIA CORP EQUITY 428656102 11878 358,000 SH DEFINED 2 358,000
HIBERNIA CORP. CLASS A EQUITY 428656102 11234 338,563 SH SOLE 1 338,563
HIGHLAND HOSPITALITY CORP EQUITY 430141101 319 30,506 SH SOLE 1 30,506
HIGHWOODS PROPERTIES, INC. EQUITY 431284108 4047 136,004 SH SOLE 1 136,004
HILB, ROGAL & HAMILTON CO. EQUITY 431294107 762 22,146 SH SOLE 1 22,146
HILLENBRAND INDUSTRIES, INC. EQUITY 431573104 5338 105,590 SH SOLE 1 105,590
HILTON HOTELS CORP EQUITY 432848109 4105 172,138 SH SOLE 1 172,138
HILTON HOTELS CORP EQUITY 432848109 10829 454,059 SH DEFINED 2 454,059
HI-TECH PHARMACAL CO INC EQUITY 42840B101 113 3,548 SH SOLE 1 3,548
HNI CORP EQUITY 404251100 4769 93,241 SH SOLE 1 93,241
HOLLINGER INTERNATIONAL, INC. EQUITY 435569108 408 40,779 SH SOLE 1 40,779
HOLLY CORP. EQUITY 435758305 706 15,123 SH SOLE 1 15,123
HOLLYWOOD PARK, INC. EQUITY 723456109 547 27,985 SH SOLE 1 27,985
HOLOGIC INC EQUITY 436440101 598 15,051 SH SOLE 1 15,051
HOLOGIC INC COM EQUITY 436440101 5 123473 SH SOLE 3 123473 1597
HOME DEPOT INC EQUITY 437076102 18536 476,486 SH DEFINED 2 476,486
HOME DEPOT, INC. EQUITY 437076102 47501 1,221,112 SH SOLE 1 1,221,112
HOME PROPERTIES INC. EQUITY 437306103 1033 24,023 SH SOLE 1 24,023
HOMEBANC CORP/GA EQUITY 43738R109 354 38,979 SH SOLE 1 38,979
HOMESTORE.COM EQUITY 437852106 207 101,730 SH SOLE 1 101,730
HONEYWELL INTERNATIONAL INC. EQUITY 438516106 13502 368,606 SH SOLE 1 368,606
HONEYWELL INTL INC EQUITY 438516106 38 1,026 SH DEFINED 2 1,026
HOOKER FURNITURE CORP EQUITY 439038100 126 7,224 SH SOLE 1 7,224
HOOPER HOLMES, INC. EQUITY 439104100 187 45,075 SH SOLE 1 45,075
HORACE MANN EDUCATORS CORP. EQUITY 440327104 1994 105,925 SH SOLE 1 105,925
HORIZON FINANCIAL CORP EQUITY 44041F105 155 6,991 SH SOLE 1 6,991
HORIZON HEALTH CORP EQUITY 44041Y104 170 7,272 SH SOLE 1 7,272
HORMEL FOODS CORP. EQUITY 440452100 5546 189,075 SH SOLE 1 189,075
HORNBECK OFFSHORE SERVICES EQUITY 440543106 268 9,891 SH SOLE 1 9,891
HORNBECK OFFSHORE SVCS COM EQUITY 440543106 4 158100 SH SOLE 3 158100
HORNBECK OFFSHORE SVCS INC EQUITY 440543106 3438 126,900 SH DEFINED 2 126,900
HOSPIRA INC EQUITY 441060100 17 423 SH DEFINED 2 423
Hospira Inc EQUITY 441060100 98 2,500 SH SOLE 4 2,500
HOSPIRA INC EQUITY 441060100 2843 72,899 SH SOLE 1 72,899
HOSPITALITY PPTYS TR COM SH BE EQUITY 44106M102 4810 SH SOLE 3 4810 4810
HOSPITALITY PROPERTIES TRUST EQUITY 44106M102 5583 126,679 SH SOLE 1 126,679
HOST MARRIOTT CORP COM EQUITY 44107p104 23530 SH SOLE 3 23530 23530
HOT TOPIC INC EQUITY 441339108 592 30,958 SH SOLE 1 30,958
HOT TOPIC INC COM EQUITY 441339108 1 53300 SH SOLE 3 53300
HOUSEVALUES INC EQUITY 44183Y102 80 4,434 SH SOLE 1 4,434
HOUSTON EXPLORATION COMPAN EQUITY 442120101 1050 19,802 SH SOLE 1 19,802
HOVNANIAN ENTER, INC. COM PAR $0.01 EQUITY 442487203 5707 87,524 SH SOLE 1 87,524
HRPT PROPERTIES TRUST EQUITY 40426W101 245 19,686 SH SOLE 1 19,686
HRPT TRUST EQUITY 40426w101 14130 SH SOLE 3 14130 14130
HUB GROUP INC-CL A EQUITY 443320106 337 13,462 SH SOLE 1 13,462
HUBBELL INC. CLASS B EQUITY 443510201 4908 111,283 SH SOLE 1 111,283
HUDSON CITY BANCORP EQUITY 443683107 48 4,239 SH SOLE 1 4,239
HUDSON HIGHLAND GROUP INC EQUITY 443792106 222 14,241 SH SOLE 1 14,241
HUGHES SUPPLY, INC. EQUITY 444482103 1289 45,884 SH SOLE 1 45,884
HUMAN GENOME SCIENCES, INC. EQUITY 444903108 1045 90,236 SH SOLE 1 90,236
HUMANA, INC. EQUITY 444859102 3782 95,177 SH SOLE 1 95,177
HUNGARIAN TELEPHONE & CABLE EQUITY 445542103 46 2,672 SH SOLE 1 2,672
HUNT JB TRANS SVC INC COM EQUITY 445658107 2 94208 SH SOLE 3 94208 3408
HUNTINGTON BANCSHARES INC EQUITY 446150104 7 283 SH DEFINED 2 283
HUNTINGTON BANCSHARES, INC. EQUITY 446150104 2578 106,802 SH SOLE 1 106,802
HUNTSMAN CORP EQUITY 447011107 36 1,784 SH SOLE 1 1,784
HURON CONSULTING GROUP INC EQUITY 447462102 108 4,605 SH SOLE 1 4,605
HUSDON UNITED BANCORP EQUITY 444165104 1116 30,915 SH SOLE 1 30,915
HUTCHINSON TECHNOLOGY COM EQUITY 448407106 2 56590 SH SOLE 3 56590 1296
HUTCHINSON TECHNOLOGY, INC. EQUITY 448407106 672 17,451 SH SOLE 1 17,451
HUTTIG BUILDING PRODUCTS INC. EQUITY 448451104 106 9,708 SH SOLE 1 9,708
HYDRIL EQUITY 448774109 713 13,115 SH SOLE 1 13,115
HYPERCOM CORP EQUITY 44913M105 235 36,334 SH SOLE 1 36,334
HYPERION SOLUTIONS CORP EQUITY 44914M104 34 838 SH SOLE 1 838
HYPERION SOLUTIONS CP COM EQUITY 44914M104 1 34500 SH SOLE 3 34500
IAC/INTERACTIVECORP EQUITY 44919P102 1095 45,590 SH SOLE 1 45,590
IAMGOLD CORPORATION EQUITY 450913108 4214 624,500 SH Defined 1 0 624,500
IBERIABANK CORP EQUITY 450828108 326 5,296 SH SOLE 1 5,296
ICOS CORPORATION EQUITY 449295104 934 44,105 SH SOLE 1 44,105
ICU MEDICAL, INC. EQUITY 44930G107 307 9,552 SH SOLE 1 9,552
ID BIOMEDICAL CORP EQUITY 44936D108 1580 96,700 SH DEFINED 2 96,700
IDACORP, INC. EQUITY 451107106 3193 104,249 SH SOLE 1 104,249
IDENIX PHARMACEUTICALS INC EQUITY 45166R204 187 8,617 SH SOLE 1 8,617
IDENTIX INC EQUITY 451906101 309 61,429 SH SOLE 1 61,429
IDEX CORP EQUITY 45167R104 5683 147,200 SH DEFINED 2 147,200
IDEX CORP. EQUITY 45167R104 44 1,130 SH SOLE 1 1,130
IDEXX LABORATORIES, INC. EQUITY 45168D104 42 676 SH SOLE 1 676
IDT CORP-CL B EQUITY 448947309 529 40,204 SH SOLE 1 40,204
IDX SYSTEMS CORP. EQUITY 449491109 520 17,266 SH SOLE 1 17,266
I-FLOW CORP EQUITY 449520303 229 13,774 SH SOLE 1 13,774
IGATE CORP EQUITY 45169U105 52 14,597 SH SOLE 1 14,597
IHOP CORP. EQUITY 449623107 601 13,843 SH SOLE 1 13,843
II-VI INC EQUITY 902104108 293 15,934 SH SOLE 1 15,934
IKON OFFICE SOLUTIONS INC. EQUITY 451713101 759 79,760 SH SOLE 1 79,760
ILLINOIS TOOL WKS INC EQUITY 452308109 26 326 SH DEFINED 2 326
Illinois Tool Works EQUITY 452308109 1992 25,000 SH SOLE 4 25,000
ILLINOIS TOOL WORKS, INC. EQUITY 452308109 14693 184,403 SH SOLE 1 184,403
ILLUMINA INC EQUITY 452327109 299 24,791 SH SOLE 1 24,791
ILLUMINA INC COM EQUITY 452327109 2 194100 SH SOLE 3 194100
IMAGISTICS INTL INC EQUITY 45247T104 316 11,284 SH SOLE 1 11,284
IMATION CORP. EQUITY 45245A107 3225 83,136 SH SOLE 1 83,136
IMAX CORP EQUITY 45245E109 2480 250,000 SH Defined 1 0 250,000
IMCLONE SYSTEMS EQUITY 45245W109 44 1,405 SH SOLE 1 1,405
IMMUCOR INC EQUITY 452526106 909 31,388 SH SOLE 1 31,388
IMMUNOGEN INC EQUITY 45253H101 164 28,329 SH SOLE 1 28,329
IMPAC MORTGAGE HOLDINGS INC EQUITY 45254P102 969 51,983 SH SOLE 1 51,983
IMPAX LABORATORIES INC EQUITY 45256B101 532 33,856 SH SOLE 1 33,856
IMPAX LABORATORIES INC COM EQUITY 45256B101 1 91900 SH SOLE 3 91900
IMPERIAL OIL LIMITED COMM EQUITY 453038408 4578 55,000 SH Defined 1 0 55,000
IMS HEALTH INC EQUITY 449934108 7 272 SH DEFINED 2 272
IMS HEALTH, INC. EQUITY 449934108 2533 102,241 SH SOLE 1 102,241
INAMED CORP EQUITY 453235103 6201 92,550 SH SOLE 1 92,550
INCO LTD EQUITY 453258402 1902 50,500 SH Defined 1 0 50,500
INCYTE CORP EQUITY 45337C102 411 57,420 SH SOLE 1 57,420
INDEPENDENCE COMMUNITY BANK EQUITY 453414104 5219 141,334 SH SOLE 1 141,334
INDEPENDENCE HLDG CO N EQUITY 453440307 56 3,200 SH SOLE 1 3,200
INDEPENDENT BANK CORP.-MASSACHUSETTS EQUITY 453836108 300 10,636 SH SOLE 1 10,636
INDEPENDENT BANK CORP.-MICHIGAN EQUITY 453838104 415 14,608 SH SOLE 1 14,608
INDYMAC BANCORP, INC. EQUITY 456607100 4586 112,603 SH SOLE 1 112,603
INFINITY PROPERTY & CASUALTY EQUITY 45665Q103 499 14,292 SH SOLE 1 14,292
INFOCROSSING INC EQUITY 45664X109 174 13,989 SH SOLE 1 13,989
INFOCROSSING INC COM EQUITY 45664X109 1 76400 SH SOLE 3 76400
INFORMATICA CORP EQUITY 45666Q102 503 59,993 SH SOLE 1 59,993
INFOSPACE INC. EQUITY 45678T201 755 22,934 SH SOLE 1 22,934
INFOSYS TECHNOLOGIES-SP ADR EQUITY 456788108 414 5,330 SH SOLE 1 5,330
INFOUSA INC. CLASS B EQUITY 456818301 264 22,585 SH SOLE 1 22,585
INFRASOURCE SERVICES INC EQUITY 45684P102 93 8,915 SH SOLE 1 8,915
INGERSOLL RAND COMPANY LIM EQUITY G4776G101 15 212 SH DEFINED 2 212
INGERSOLL-RAND CO CL A EQUITY G4776G101 7270 101,886 SH SOLE 1 101,886
INGLES MARKETS INC CLASS A EQUITY 457030104 106 7,709 SH SOLE 1 7,709
INGRAM MICRO INC. CLASS A EQUITY 457153104 44 2,822 SH SOLE 1 2,822
INLAND REAL ESTATE CORP EQUITY 457461200 819 50,941 SH SOLE 1 50,941
INNKEEPERS USA TRUST EQUITY 4576J0104 486 32,518 SH SOLE 1 32,518
INNOVATIVE SOLUTIONS & SUPPORT EQUITY 45769N105 206 6,146 SH SOLE 1 6,146
INNOVO GROUP INC EQUITY 457954600 38 17,551 SH SOLE 1 17,551
INPHONIC INC EQUITY 45772G105 163 10,691 SH SOLE 1 10,691
INPUT/OUTPUT, INC. EQUITY 457652105 303 48,258 SH SOLE 1 48,258
INSIGHT COMMUNICATIO EQUITY 45768V108 383 34,667 SH SOLE 1 34,667
INSIGHT ENTERPRISES, INC. EQUITY 45765U103 675 33,427 SH SOLE 1 33,427
INSITUFORM TECH INC CL A EQUITY 457667103 2 117600 SH SOLE 3 117600
INSITUFORM TECHNOLOGIES, INC. CLASS A EQUITY 457667103 295 18,520 SH SOLE 1 18,520
INSPIRE PHARMACEUTICALS INC EQUITY 457733103 245 29,060 SH SOLE 1 29,060
INSTINET GROUP INCORPORATED EQUITY 457750107 15 2,827 SH SOLE 1 2,827
INSWEB CORP EQUITY 45809K202 30 9,194 SH SOLE 1 9,194
INTEGRA BANK CORP. EQUITY 45814P105 240 10,597 SH SOLE 1 10,597
INTEGRA LIFESCIENCES HOLDINGS EQUITY 457985208 414 14,191 SH SOLE 1 14,191
INTEGRAL SYSTEMS INC/MD EQUITY 45810H107 162 7,168 SH SOLE 1 7,168
INTEGRATED CIRCUIT SYSTEMS EQUITY 45811K208 4349 210,692 SH SOLE 1 210,692
INTEGRATED DEVICE TECHNOLOGY, EQUITY 458118106 3254 216,798 SH SOLE 1 216,798
INTEGRATED SILICON SOLUTION EQUITY 45812P107 189 25,444 SH SOLE 1 25,444
INTEL CORP EQUITY 458140100 36975 1,418,845 SH DEFINED 2 1,418,845
INTEL CORP COM EQUITY 458140100 11800 SH SOLE 3 11800
INTEL CORP. EQUITY 458140100 110457 4,245,073 SH SOLE 1 4,245,073
INTER PARFUMS INC EQUITY 458334109 58 3,011 SH SOLE 1 3,011
INTERACTIVE DATA CORP EQUITY 45840J107 1315 63,302 SH SOLE 1 63,302
INTERCHANGE FINL SVCS EQUITY 458447109 217 11,815 SH SOLE 1 11,815
INTERDIGITAL COMMUNICATION EQUITY 45866A105 646 36,920 SH SOLE 1 36,920
INTERFACE, INC. CLASS A EQUITY 458665106 254 31,543 SH SOLE 1 31,543
INTERGRAPH CORP. EQUITY 458683109 672 19,496 SH SOLE 1 19,496
INTERLINE BRANDS INC EQUITY 458743101 171 8,627 SH SOLE 1 8,627
INTERMAGNETICS GENERAL CORP. EQUITY 458771102 596 19,385 SH SOLE 1 19,385
INTERMIX MEDIA INC EQUITY 45881X106 659 78,751 SH SOLE 1 78,751
INTERMUNE INC. EQUITY 45884X103 225 17,271 SH SOLE 1 17,271
INTERNATIONAL BANCSHARES CORP. EQUITY 459044103 36 1,276 SH SOLE 1 1,276
INTERNATIONAL BUSINESS MAC EQUITY 459200101 10909 147,010 SH DEFINED 2 147,010
INTERNATIONAL DISPLAYWORKS I EQUITY 459412102 174 21,750 SH SOLE 1 21,750
INTERNATIONAL FLAVOURS EQUITY 459506101 4 107 SH DEFINED 2 107
INTERNATIONAL GAME TECHNOL EQUITY 459902102 12 412 SH DEFINED 2 412
INTERNATIONAL GAME TECHNOLOGY EQUITY 459902102 4379 155,542 SH SOLE 1 155,542
INTERNATIONAL PAPER CO EQUITY 460146103 18 590 SH DEFINED 2 590
INTERNATIONAL PAPER CO. EQUITY 460146103 6401 211,890 SH SOLE 1 211,890
INTERNATIONAL RECTIFIER CORP. EQUITY 460254105 5547 116,234 SH SOLE 1 116,234
INTERNATIONAL SECS EXCHANG EQUITY 46031W204 316 12,600 SH DEFINED 2 12,600
INTERNATIONAL SECURITIES EXC EQUITY 46031W204 196 7,802 SH SOLE 1 7,802
INTERNATIONAL SPEEDWAY CORP. EQUITY 460335201 4478 79,620 SH SOLE 1 79,620
INTERNET CAPITAL GROUP, INC. EQUITY 46059C205 194 26,527 SH SOLE 1 26,527
INTERNET SECURITY SY EQUITY 46060X107 549 27,042 SH SOLE 1 27,042
INTEROIL CORP EQUITY 460951106 1812 67,908 SH Defined 1 46,408 21,500
INTERPOOL, INC. EQUITY 46062R108 120 5,633 SH SOLE 1 5,633
INTERPUBLIC GROUP CORP EQUITY 460690100 2434 199,817 SH SOLE 1 199,817
INTERPUBLIC GROUP COS INC EQUITY 460690100 6 511 SH DEFINED 2 511
INTERSIL CORP -CL A EQUITY 46069S109 5368 286,010 SH SOLE 1 286,010
INTER-TEL, INC. EQUITY 458372109 275 14,798 SH SOLE 1 14,798
INTERVIDEO INC EQUITY 46114Y101 101 7,034 SH SOLE 1 7,034
INTERVOICE-BRITE INC. EQUITY 461142101 226 26,160 SH SOLE 1 26,160
INTERWOVEN INC EQUITY 46114T508 215 28,539 SH SOLE 1 28,539
INTEVAC INC EQUITY 461148108 147 14,071 SH SOLE 1 14,071
INTL BUSINESS MACHINES CORP EQUITY 459200101 68705 925,940 SH SOLE 1 925,940
INT'L. FLAVORS & FRAGRANCES, EQUITY 459506101 1441 39,776 SH SOLE 1 39,776
INTRADO INC EQUITY 46117A100 182 12,193 SH SOLE 1 12,193
INTRALASE CORP EQUITY 461169104 176 8,976 SH SOLE 1 8,976
INTRALASE CORP COM EQUITY 461169104 4 199800 SH SOLE 3 199800
INTROGEN THERAPEUTICS INC EQUITY 46119F107 82 12,709 SH SOLE 1 12,709
INTUIT EQUITY 461202103 10 223 SH DEFINED 2 223
INTUIT, INC. EQUITY 461202103 6829 151,382 SH SOLE 1 151,382
INTUITIVE SURGICAL INC EQUITY 46120E602 1120 24,003 SH SOLE 1 24,003
INVACARE CORP. EQUITY 461203101 935 21,069 SH SOLE 1 21,069
INVERNESS MEDICAL INNOVATION EQUITY 46126P106 323 11,818 SH SOLE 1 11,818
INVESTMENT TECHNOLOGY GROUP EQUITY 46145F105 576 27,387 SH SOLE 1 27,387
INVESTORS FINANCIAL SERVICES EQUITY 461915100 4545 120,185 SH SOLE 1 120,185
INVESTORS REAL ESTATE TRUST EQUITY 461730103 326 33,716 SH SOLE 1 33,716
INVITROGEN CORP EQUITY 46185R100 8072 96,911 SH SOLE 1 96,911
IONATRON INC EQUITY 462070103 143 16,674 SH SOLE 1 16,674
IOWA TELECOMMUNICATIONS SERV EQUITY 462594201 9454 504,213 SH SOLE 1 504,213
IPASS INC EQUITY 46261V108 226 37,216 SH SOLE 1 37,216
IPAYMENT INC EQUITY 46262E105 310 8,475 SH SOLE 1 8,475
IPC Holdings Ltd. EQUITY G4933P101 464426 11,722,000 SH SOLE 1 11,722,000
IRIS INTERNATIONAL INC EQUITY 46270W105 202 11,340 SH SOLE 1 11,340
IRON MOUNTAIN INC. EQUITY 462846106 71 2,298 SH SOLE 1 2,298
IRWIN FINANCIAL CORP. EQUITY 464119106 279 12,577 SH SOLE 1 12,577
ISHARES COHEN & STEERS RLTY EQUITY 464287564 171 2,400 SH SOLE 1 2,400
ISHARES LEHMAN 7-10 YR TREASURY BOND EQUITY 464287440 2009 23,100 SH SOLE 1 23,100
ISHARES MSCI EAFE INDEX FUND EQUITY 464287465 11950 228,100 SH SOLE 1 228,100
iSHARES MSCI HONG KONG INDEX EQUITY 464286871 1983 159,000 SH SOLE 1 159
iSHARES MSCI JAPAN INDEX FD EQUITY 464286848 8948 882,400 SH SOLE 1 882,400
iSHARES RUSSELL 2000 EQUITY 464287655 4166 65,400 SH SOLE 1 65,400
ISHARES RUSSELL MIDCAP GRWTH EQUITY 464287481 488 5,700 SH SOLE 1 5,700
ISHARES RUSSELL MIDCAP VALUE EQUITY 464287473 2421 20,500 SH SOLE 1 20,500
ISHARES S&P 500/BARRA GROWTH EQUITY 464287309 1559 27,600 SH SOLE 1 27,600
ISHARES S&P 500/BARRA VALUE EQUITY 464287408 2294 36,800 SH SOLE 1 36,800
ISHARES S&P GLOBAL 100 EQUITY 464287572 138 2,300 SH SOLE 1 2,300
ISIS PHARMACEUTICALS, INC. EQUITY 464330109 155 39,741 SH SOLE 1 39,741
ISLE CAPRI CASINOS INC EQUITY 464592104 1069 40,800 SH DEFINED 2 40,800
ISLE OF CAPRI CASINOS EQUITY 464592104 1458 55,658 SH SOLE 1 55,658
ISTA PHARMACEUTICALS INC. EQUITY 45031X204 78 9,427 SH SOLE 1 9,427
ISTAR FINANCIAL INC EQUITY 45031U101 7985 191,988 SH SOLE 1 191,988
ITLA CAP CORP EQUITY 450565106 214 3,975 SH SOLE 1 3,975
ITRON, INC. EQUITY 465741106 718 16,068 SH SOLE 1 16,068
ITT EDUCATIONAL SERVICES, INC. EQUITY 45068B109 4437 83,057 SH SOLE 1 83,057
ITT EDUCATIONAL SVCS COM EQUITY 45068B109 4 82661 SH SOLE 3 82661 1065
ITT INDS INC EQUITY 450911102 15559 159,367 SH DEFINED 2 159,367
ITT INDUSTRIAL INC EQUITY 450911102 4077 41,759 SH SOLE 1 41,759
ITT Industries EQUITY 450911102 2363 24,200 SH SOLE 4 24,200
IVANHOE MINES LTD EQUITY 46579N103 10981 1,413,737 SH Defined 1 0 1,413,737
IVAX CORP COM EQUITY 465823102 2 86321 SH SOLE 3 86321 2662
IVAX CORP. EQUITY 465823102 8955 416,496 SH SOLE 1 416,496
IVILLAGE INC EQUITY 46588H105 196 32,699 SH SOLE 1 32,699
IXIA EQUITY 45071R109 441 22,701 SH SOLE 1 22,701
IXIA COM EQUITY 45071R109 2 117600 SH SOLE 3 117600
IXYS CORP. EQUITY 46600W106 242 17,066 SH SOLE 1 17,066
J & J SNACK FOODS CORP EQUITY 466032109 226 4,326 SH SOLE 1 4,326
J JILL GROUP INC EQUITY 466189107 191 13,917 SH SOLE 1 13,917
J.B. HUNT TRANSPORT SERVICES EQUITY 445658107 4708 244,800 SH SOLE 1 244,800
J.C. PENNEY CO., INC. EQUITY 708160106 11499 218,694 SH SOLE 1 218,694
J0-ANN STORES INC EQUITY 47758P307 419 15,896 SH SOLE 1 15,896
J2 GLOBAL COMMUNICATIO EQUITY 46626E205 564 16,383 SH SOLE 1 16,383
JABIL CIRCUIT INC EQUITY 466313103 7 229 SH DEFINED 2 229
JABIL CIRCUT, INC. EQUITY 466313103 17393 566,008 SH SOLE 1 566,008
JACK IN THE BOX INC. EQUITY 466367109 956 25,220 SH SOLE 1 25,220
JACKSON HEWITT TAX SERVICE EQUITY 468202106 614 25,993 SH SOLE 1 25,993
JACOBS ENGINEERING GROUP, INC. EQUITY 469814107 5810 103,266 SH SOLE 1 103,266
JACUZZI BRANDS INC EQUITY 469865109 568 52,981 SH SOLE 1 52,981
JAKKS PACIFIC, INC. EQUITY 47012E106 334 17,408 SH SOLE 1 17,408
JAMDAT MOBILE INC EQUITY 47023T100 28 1,000 SH DEFINED 2 1,000
JAMDAT MOBILE INC EQUITY 47023T100 227 8,203 SH SOLE 1 8,203
JAMES RIVER COAL CO EQUITY 470355207 314 9,054 SH SOLE 1 9,054
JANUS CAP GROUP INC EQUITY 47102X105 4 273 SH DEFINED 2 273
JANUS CAPITAL GROUP EQUITY 47102X105 2675 177,841 SH SOLE 1 177,841
JARDEN CORP EQUITY 471109108 1088 20,180 SH SOLE 1 20,180
JDA SOFTWARE GROUP, INC. EQUITY 46612K108 229 20,083 SH SOLE 1 20,083
JDS UNIPHASE CORP EQUITY 46612J101 3 1,741 SH DEFINED 2 1,741
JDS UNIPHASE CORP EQUITY 46612J101 2121 1,395,439 SH SOLE 1 1,395,439
JEFFERIES GROUP, INC. EQUITY 472319102 3546 93,599 SH SOLE 1 93,599
JEFFERSON PILOT CORP EQUITY 475070108 8 165 SH DEFINED 2 165
JEFFERSON-PILOT CORP. EQUITY 475070108 3657 72,526 SH SOLE 1 72,526
JETBLUE AIRWAYS CORP EQUITY 477143101 3612 176,706 SH SOLE 1 176,706
JLG INDUSTRIES, INC. EQUITY 466210101 968 35,213 SH SOLE 1 35,213
JM SMUCKER CO/THE NEW COM WI EQUITY 832696405 4958 105,624 SH SOLE 1 105,624
JOHN B. SANFILIPPO & SON EQUITY 800422107 126 5,445 SH SOLE 1 5,445
JOHN WILEY & SONS, INC. CLASS A EQUITY 968223206 38 953 SH SOLE 1 953
JOHNSON & JOHNSON EQUITY 478160104 170412 2,621,720 SH SOLE 1 2,621,720
JOHNSON + JOHNSON EQUITY 478160104 46174 710,374 SH DEFINED 2 710,374
Johnson and Johnson EQUITY 478160104 3900 60,000 SH SOLE 4 60,000
JOHNSON CONTROLS, INC. EQUITY 478366107 4973 88,288 SH SOLE 1 88,288
JOHNSON CTLS INC EQUITY 478366107 10420 184,980 SH DEFINED 2 184,980
JONES APPAREL GROUP INC EQUITY 480074103 5 149 SH DEFINED 2 149
JONES APPAREL GROUP, INC. EQUITY 480074103 4247 136,830 SH SOLE 1 136,830
JONES LANG LASALLE, INC. EQUITY 48020Q107 1040 23,520 SH SOLE 1 23,520
JORGENSEN (EARLE M.) CO EQUITY 480829100 101 12,535 SH SOLE 1 12,535
JOS A BANK CLOTHIERS INC EQUITY 480838101 403 9,303 SH SOLE 1 9,303
JOURNAL COMMUNICATIONS INC-A EQUITY 481130102 324 19,295 SH SOLE 1 19,295
JOURNAL REGISTER CO. EQUITY 481138105 505 28,824 SH SOLE 1 28,824
JOY GLOBAL INC. EQUITY 481165108 56 1,665 SH SOLE 1 1,665
JPMORGAN CHASE + CO EQUITY 46625H100 15720 445,081 SH DEFINED 2 445,081
JPMORGAN CHASE AND CO. EQUITY 46625H100 118600 3,357,875 SH SOLE 1 3,357,875
JUNIPER NETWORKS, INC. EQUITY 48203R104 32359 1,285,097 SH SOLE 1 1,285,097
JUPITERMEDIA CORP EQUITY 48207D101 240 13,994 SH SOLE 1 13,994
K V PHARMACEUT [A] EQUITY 482740206 415 24,802 SH SOLE 1 24,802
K.FORCE INC. EQUITY 493732101 188 22,205 SH SOLE 1 22,205
K2, INC. EQUITY 482732104 417 32,853 SH SOLE 1 32,853
KADANT INC EQUITY 48282T104 211 9,602 SH SOLE 1 9,602
KAMAN CORP., CLASS A EQUITY 483548103 276 15,301 SH SOLE 1 15,301
KANA SOFTWARE INC. EQUITY 483600300 36 SH SOLE 1 36
KANBAY INTERNATIONAL INC EQUITY 48369P207 395 17,080 SH SOLE 1 17,080
KANBAY INTL INC COM EQUITY 48369P207 5 198002 SH SOLE 3 198002 3408
KANSAS CITY LIFE INSURANCE CO. EQUITY 484836101 122 2,536 SH SOLE 1 2,536
KANSAS CITY SOUTHERN EQUITY 485170302 1142 56,586 SH SOLE 1 56,586
KAYDON CORP. EQUITY 486587108 542 19,456 SH SOLE 1 19,456
KB HOME EQUITY 48666K109 8 106 SH DEFINED 2 106
KB HOME EQUITY 48666K109 2862 37,548 SH SOLE 1 37,548
KB HOME COM EQUITY 48666K109 1 17289 SH SOLE 3 17289 552
KCS ENERGY, INC. EQUITY 482434206 598 34,413 SH SOLE 1 34,413
KEANE INC EQUITY 486665102 2813 205,300 SH DEFINED 2 205,300
KEANE, INC. EQUITY 486665102 1820 132,848 SH SOLE 1 132,848
KEARNY FINANCIAL CORP EQUITY 487169104 178 15,074 SH SOLE 1 15,074
KEITHLEY INSTRUMENTS, INC. EQUITY 487584104 136 8,828 SH SOLE 1 8,828
KELLOGG CO EQUITY 487836108 19 429 SH DEFINED 2 429
KELLOGG CO. EQUITY 487836108 7058 158,819 SH SOLE 1 158,819
KELLWOOD CO. EQUITY 488044108 516 19,180 SH SOLE 1 19,180
KELLY SERVICES, INC., CLASS A EQUITY 488152208 1760 61,457 SH SOLE 1 61,457
KEMET CORP. EQUITY 488360108 1348 213,952 SH SOLE 1 213,952
KENNAMETAL, INC. EQUITY 489170100 4297 93,721 SH SOLE 1 93,721
KENSEY NASH CORP EQUITY 490057106 195 6,458 SH SOLE 1 6,458
KERR MCGEE CORP EQUITY 492386107 11 140 SH DEFINED 2 140
KERR-MCGEE CORP EQUITY 492386107 4083 53,503 SH SOLE 1 53,503
KERYX BIOPHARMACEUTICALS EQUITY 492515101 217 16,431 SH SOLE 1 16,431
KEY BANK NA EQUITY 493267108 6217 187,528 SH SOLE 1 187,528
Keycorp EQUITY 493267108 2155 65,000 SH SOLE 4 65,000
KEYCORP NEW EQUITY 493267108 16 492 SH DEFINED 2 492
KEYNOTE SYSTEMS INC EQUITY 493308100 144 12,325 SH SOLE 1 12,325
KEYSPAN CORP EQUITY 49337W100 8 208 SH DEFINED 2 208
KEYSPAN CORPORATION EQUITY 49337W100 14168 348,107 SH SOLE 1 348,107
KEYSTONE AUTOMOTIVE IN EQUITY 49338N109 269 10,884 SH SOLE 1 10,884
KFX INC EQUITY 48245L107 580 40,622 SH SOLE 1 40,622
KILROY REALTY CORP. EQUITY 49427F108 1044 21,981 SH SOLE 1 21,981
KIMBALL INTERNATIONAL, INC. CLASS B EQUITY 494274103 203 15,391 SH SOLE 1 15,391
KIMBERLY CLARK CORP EQUITY 494368103 36 574 SH DEFINED 2 574
KIMBERLY-CLARK CORP. EQUITY 494368103 12881 205,804 SH SOLE 1 205,804
KIMCO REALTY EQUITY 49446R109 559 9,486 SH SOLE 1 9,486
KIMCO REALTY CORP COM EQUITY 49446R109 6750 SH SOLE 3 6750 6750
Kinder Morgan Energy Partners EQUITY 494550106 2801 55,000 SH SOLE 4 55,000
Kinder Morgan Inc EQUITY 49455P101 2496 30,000 SH SOLE 4 30,000
KINDER MORGAN INC KANS EQUITY 49455P101 11 130 SH DEFINED 2 130
KINDER MORGAN INC. EQUITY 49455P101 13178 158,394 SH SOLE 1 158,394
KINDRED HEALTHCARE INC EQUITY 494580103 779 19,670 SH SOLE 1 19,670
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KINETIC CONSEPTS INC EQUITY 49460W208 60 1,005 SH SOLE 1 1,005
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KIRBY CORP. EQUITY 497266106 679 15,048 SH SOLE 1 15,048
KITE REALTY GROUP TRUST EQUITY 49803T102 198 13,228 SH SOLE 1 13,228
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KMG AMERICA CORP EQUITY 482563103 145 14,607 SH SOLE 1 14,607
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KOPIN CORP. EQUITY 500600101 248 48,625 SH SOLE 1 48,625
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KRAFT FOODS INC EQUITY 50075N104 892 28,029 SH SOLE 1 28,029
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KROGER CO EQUITY 501044101 17 870 SH DEFINED 2 870
KROGER CO. EQUITY 501044101 6376 335,045 SH SOLE 1 335,045
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LAIDLAW INTERNATIONAL EQUITY 50730R102 10948 454,266 SH SOLE 1 454,266
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LAM RESH CORP EQUITY 512807108 38667 1,336,100 SH DEFINED 2 1,336,100
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LATTICE SEMICONDUCTOR CORP. EQUITY 518415104 1246 280,683 SH SOLE 1 280,683
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LAWSON SOFTWARE INC EQUITY 520780107 4054 787,200 SH DEFINED 2 787,200
LAYNE CHRISTENSEN COMPANY EQUITY 521050104 131 6,573 SH SOLE 1 6,573
LA-Z-BOY CHAIR CO. EQUITY 505336107 525 36,037 SH SOLE 1 36,037
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LEAPFROG ENTERPRISES EQUITY 52186N106 253 22,386 SH SOLE 1 22,386
LEAR CORP EQUITY 521865105 4412 121,266 SH SOLE 1 121,266
LEARNING TREE INTERNATIONAL EQUITY 522015106 74 6,208 SH SOLE 1 6,208
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LEXINGTON CORP. PROPERTRIES EQUITY 529043101 5424 223,102 SH SOLE 1 223,102
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LIBERTY CORP. EQUITY 530370105 392 10,656 SH SOLE 1 10,656
LIBERTY MEDIA CORP EQUITY 530718105 69 6,780 SH DEFINED 2 6,780
LIBERTY PPTY TR SH BEN INT EQUITY 531172104 6050 SH SOLE 3 6050 6050
LIBERTY PROPERTY TRUST EQUITY 531172104 7234 163,270 SH SOLE 1 163,270
LIFE TIME FITNESS INC EQUITY 53217R207 530 16,164 SH SOLE 1 16,164
LIFE TIME FITNESS INC COM EQUITY 53217R207 3 94090 SH SOLE 3 94090 2329
LIFECELL CORPORATION EQUITY 531927101 320 20,211 SH SOLE 1 20,211
LIFELINE SYS INC EQUITY 532192101 272 8,462 SH SOLE 1 8,462
LIFEPOINT HOSPITALS COM EQUITY 53219L109 3 59005 SH SOLE 3 59005 1278
LIFEPOINT HOSPITALS HLDG EQUITY 53219L109 4679 92,559 SH SOLE 1 92,559
LIFEPOINT HOSPS INC EQUITY 53219L109 1197 23,700 SH DEFINED 2 23,700
LIGAND PHARMACEUTICALS, INC., CLASS B EQUITY 53220K207 355 51,072 SH SOLE 1 51,072
LILLY ELI + CO EQUITY 532457108 493 8,856 SH DEFINED 2 8,856
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LINCOLN NATIONAL CORP. EQUITY 534187109 7057 150,409 SH SOLE 1 150,409
LINCOLN NATL CORP IN EQUITY 534187109 39 828 SH DEFINED 2 828
LINDSAY MANUFACTURING CO. EQUITY 535555106 189 8,012 SH SOLE 1 8,012
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LINEAR TECHNOLOGY CORP. EQUITY 535678106 6205 169,120 SH SOLE 1 169,120
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LOCKHEED MARTIN CORP. EQUITY 539830109 16575 255,505 SH SOLE 1 255,505
LODGENET ENTERTAINMENT CORP. EQUITY 540211109 186 11,182 SH SOLE 1 11,182
LODGIAN INC EQUITY 54021P403 175 17,081 SH SOLE 1 17,081
LOEWS CORP EQUITY 540424108 16 201 SH DEFINED 2 201
LOEWS CORP - CAROLINA GROUP EQUITY 540424207 56 1,688 SH SOLE 1 1,688
LOEWS CORP. EQUITY 540424108 5344 68,951 SH SOLE 1 68,951
LO-JACK CORPORATION EQUITY 539451104 1468 83,588 SH SOLE 1 83,588
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LOUISIANA PACIFIC CORP. EQUITY 546347105 1252 50,927 SH SOLE 1 50,927
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LSI LOGIC CORP. EQUITY 502161102 12197 1,436,592 SH SOLE 1 1,436,592
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LUCENT TECHNOLOGIES INC EQUITY 549463107 16 5,327 SH DEFINED 2 5,327
LUCENT TECHNOLOGIES INC EQUITY 549463107 5901 2,027,963 SH SOLE 1 2,027,963
LUFKIN INDS INC COM EQUITY 549764108 351 9,748 SH SOLE 1 9,748
LUMINENT MORTGAGE CAPITAL IN EQUITY 550278303 1682 155,857 SH SOLE 1 155,857
LUMINEX CORP EQUITY 55027E102 173 17,632 SH SOLE 1 17,632
LYON WILLIAM HOMES EQUITY 552074106 165 1,702 SH SOLE 1 1,702
LYONDELL CHEMICAL CO. EQUITY 552078107 10547 399,221 SH SOLE 1 399,221
M & F WORLDWIDE CORP EQUITY 552541104 99 7,428 SH SOLE 1 7,428
M + T BK CORP EQUITY 55261F104 13 122 SH DEFINED 2 122
M&T BANK CORP. EQUITY 55261F104 4670 44,407 SH SOLE 1 44,407
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M/I HOMES INC EQUITY 55305B101 464 8,579 SH SOLE 1 8,579
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MACERICH CO COM EQUITY 554382101 4190 SH SOLE 3 4190 4190
MACERICH CO. EQUITY 554382101 384 5,720 SH SOLE 1 5,720
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MAGELLAN HEALTH SERVICES INC EQUITY 559079207 657 18,610 SH SOLE 1 18,610
Magellan Midstream Partner EQUITY 559080106 2622 80,000 SH SOLE 4 80,000
MAGMA DESIGN AUTOMATIO EQUITY 559181102 203 24,256 SH SOLE 1 24,256
MAGNA ENTERTAINMENT CL A EQUITY 559211107 1233 218,654 SH SOLE 1 218,654
MAGNA ENTMT CORP EQUITY 559211107 719 127,500 SH DEFINED 2 127,500
MAGUIRE PROPERTIES INC EQUITY 559775101 764 26,966 SH SOLE 1 26,966
MAIN STREET BANKS INC EQUITY 56034R102 275 10,816 SH SOLE 1 10,816
MAINSOURCE FINANCIAL G EQUITY 56062Y102 128 7,100 SH SOLE 1 7,100
MAIR HOLDINGS INC EQUITY 560635104 74 8,399 SH SOLE 1 8,399
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MAPINFO CORP COM EQUITY 565105103 150 14,262 SH SOLE 1 14,262
MARATHON OIL CORP EQUITY 565849106 6987 130,918 SH DEFINED 2 130,918
MARATHON OIL CORP EQUITY 565849106 8024 150,338 SH SOLE 1 150,338
MARCHEX INC-CLASS B EQUITY 56624R108 206 13,676 SH SOLE 1 13,676
MARCUS CORP EQUITY 566330106 297 14,012 SH SOLE 1 14,012
MARINEMAX INC EQUITY 567908108 290 9,282 SH SOLE 1 9,282
MARITRANS INC EQUITY 570363101 159 5,878 SH SOLE 1 5,878
MARKEL CORP EQUITY 570535104 71 209 SH SOLE 1 209
MARKETAXESS HLDGS INC EQUITY 57060D108 2335 206,600 SH DEFINED 2 206,600
MARKETAXESS HOLDINGS INC EQUITY 57060D108 180 54,565 SH SOLE 1 54,565
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MARRIOTT INTL INC NEW EQUITY 571903202 2623 38,445 SH DEFINED 2 38,445
MARSH & MCLENNAN COMPANIES INC EQUITY 571748102 11501 415,191 SH SOLE 1 415,191
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MARSHALL & ILSLEY CORP. EQUITY 571834100 4371 98,330 SH SOLE 1 98,330
MARSHALL + ILSLEY CORP EQUITY 571834100 11 254 SH DEFINED 2 254
MARSHALL EDWARDS INC EQUITY 572322303 37 5,153 SH SOLE 1 5,153
MARTEK BIOSCIENCES CORP. EQUITY 572901106 2961 77,998 SH SOLE 1 77,998
MARTEN TRANSPORT LTD EQUITY 573075108 144 6,852 SH SOLE 1 6,852
MARTHA STEWART LIVING-CL A EQUITY 573083102 452 15,505 SH SOLE 1 15,505
MARTIN MARIETTA MATERIALS EQUITY 573284106 5807 84,018 SH SOLE 1 84,018
MARVEL ENTERPRISES INC EQUITY 57383M108 28 1,420 SH SOLE 1 1,420
MARVELL TECH GROUP LTD ORD EQUITY G5876H105 1 29129 SH SOLE 3 29129 1384
MARVELL TECHNOLOGY GROUP LTD EQUITY G5876H105 674 17,750 SH SOLE 1 17,750
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MASCO CORP. EQUITY 574599106 7395 232,855 SH SOLE 1 232,855
MASSEY ENERGY COMPANY EQUITY 576206106 60 1,592 SH SOLE 1 1,592
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MATRIA HEALTHCARE INC EQUITY 576817209 358 11,118 SH SOLE 1 11,118
MATRIXONE INC EQUITY 57685P304 187 37,371 SH SOLE 1 37,371
MATTEL INC EQUITY 577081102 9 502 SH DEFINED 2 502
MATTEL INC EQUITY 577081102 487 26,600 SH DEFINED 2 26,600
MATTEL INC EQUITY 577081102 970 53,000 SH DEFINED 2 53,000
MATTEL, INC. EQUITY 577081102 3815 208,448 SH SOLE 1 208,448
MATTHEWS INTERNATIONAL CORP. CLASS A EQUITY 577128101 860 22,071 SH SOLE 1 22,071
MATTHEWS INTL CORP EQUITY 577128101 1239 31,800 SH DEFINED 2 31,800
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MAUI LAND & PINEAPPLE CO EQUITY 577345101 90 2,352 SH SOLE 1 2,352
MAVERICK TUBE CORP. EQUITY 577914104 883 29,627 SH SOLE 1 29,627
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MAXIM INTEGRATED PRODUCTS INC. EQUITY 57772K101 6815 178,302 SH SOLE 1 178,302
MAXIMUS, INC. EQUITY 577933104 467 13,233 SH SOLE 1 13,233
MAXTOR CORP EQUITY 577729205 910 174,920 SH SOLE 1 174,920
MAXYGEN EQUITY 577776107 121 17,629 SH SOLE 1 17,629
MAY DEPARTMENT STORES CO. EQUITY 577778103 10331 257,248 SH SOLE 1 257,248
MAY DEPT STORES CO EQUITY 577778103 14 360 SH DEFINED 2 360
MAYTAG CORP EQUITY 578592107 2 100 SH DEFINED 2 100
MAYTAG CORP. EQUITY 578592107 1420 90,687 SH SOLE 1 90,687
MB FINANCIAL INC EQUITY 55264U108 604 15,172 SH SOLE 1 15,172
MBIA INC EQUITY 55262C100 10 170 SH DEFINED 2 170
MBIA, INC EQUITY 55262C100 5812 97,987 SH SOLE 1 97,987
MBNA CORP EQUITY 55262L100 40 1,531 SH DEFINED 2 1,531
MBNA CORP. EQUITY 55262L100 38734 1,480,647 SH SOLE 1 1,480,647
MBT FINANCIAL CORP EQUITY 578877102 196 10,202 SH SOLE 1 10,202
MCAFEE INC EQUITY 579064106 7667 292,875 SH SOLE 1 292,875
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MCCORMICK & CO., INC. EQUITY 579780206 2006 61,374 SH SOLE 1 61,374
MCCORMICK & SCHMICK'S SEAFOO EQUITY 579793100 83 5,237 SH SOLE 1 5,237
MCCORMICK + CO INC EQUITY 579780206 10005 306,146 SH DEFINED 2 306,146
MCDATA CORP EQUITY 580031201 50 SH DEFINED 2 50
MCDATA CORP-CL A EQUITY 580031201 1452 362,917 SH SOLE 1 362,917
MCDONALDS CORP EQUITY 580135101 42 1,520 SH DEFINED 2 1,520
MCDONALD'S CORP. EQUITY 580135101 24149 870,243 SH SOLE 1 870,243
MCG CAPITAL CORP EQUITY 58047P107 2208 129,246 SH SOLE 1 129,246
MCGRATH RENTCORP EQUITY 580589109 337 14,214 SH SOLE 1 14,214
MCGRAW HILL COS INC EQUITY 580645109 20 450 SH DEFINED 2 450
MCGRAW-HILL, INC. EQUITY 580645109 7131 161,160 SH SOLE 1 161,160
MCI INC EQUITY 552691107 4490 174,629 SH SOLE 1 174,629
MCKESSON CORP EQUITY 58155Q103 16 354 SH DEFINED 2 354
MCKESSON CORP. EQUITY 58155Q103 6049 135,054 SH SOLE 1 135,054
MCMORAN EXPLORATION CO EQUITY 582411104 278 14,257 SH SOLE 1 14,257
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MEADWESTVACO CORP EQUITY 583334107 6 221 SH DEFINED 2 221
MEADWESTVACO CORP EQUITY 583334107 2420 86,314 SH SOLE 1 86,314
MEASUREMENT SPECIALTIES INC EQUITY 583421102 189 8,163 SH SOLE 1 8,163
MECHEL STEEL GROUP OAO-ADR EQUITY 583840103 8116 319,510 SH SOLE 1 319,510
MEDAREX INC EQUITY 583916101 635 76,455 SH SOLE 1 76,455
MEDCATH CORP EQUITY 58404W109 141 5,059 SH SOLE 1 5,059
MEDCATH CORP COM EQUITY 58404W109 4 132800 SH SOLE 3 132800
MEDCO HEALTH SOLUTIONS INC EQUITY 58405U102 39 732 SH DEFINED 2 732
MEDCO HEALTH SOLUTIONS INC EQUITY 58405U102 6389 119,740 SH SOLE 1 119,740
MEDIA GENERAL, INC. CLASS A EQUITY 584404107 3727 57,553 SH SOLE 1 57,553
MEDIACOM COMMUNICATI EQUITY 58446K105 293 42,613 SH SOLE 1 42,613
MEDICINES CO EQUITY 584688105 4669 199,600 SH DEFINED 2 199,600
MEDICINES COMPANY EQUITY 584688105 796 34,132 SH SOLE 1 34,132
MEDICURE EQUITY 58469E101 672 895,400 SH Defined 1 0 895,400
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MEDIMMUNE, INC. EQUITY 584699102 3457 129,382 SH SOLE 1 129,382
MEDIS TECHNOLOGIES LTD EQUITY 58500P107 170 10,261 SH SOLE 1 10,261
MEDTRONIC INC EQUITY 585055106 21014 405,754 SH DEFINED 2 405,754
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MELLON FINANCIAL CORPORATION EQUITY 58551A108 5579 194,449 SH SOLE 1 194,449
MELLON FINL CORP EQUITY 58551A108 15 516 SH DEFINED 2 516
MEMC ELECTR MATLS INC COM EQUITY 552715104 2 98641 SH SOLE 3 98641 3126
MEMC ELECTRONIC MATERIALS, INC EQUITY 552715104 34 2,169 SH SOLE 1 2,169
MENS WEARHOUSE, INC. EQUITY 587118100 34 1,001 SH SOLE 1 1,001
MENTOR CORP. EQUITY 587188103 923 22,253 SH SOLE 1 22,253
MENTOR GRAPHICS CORP. EQUITY 587200106 1970 192,975 SH SOLE 1 192,975
MERCANTILE BANK CORP EQUITY 587376104 219 4,987 SH SOLE 1 4,987
MERCANTILE BANKSHARES CORP. EQUITY 587405101 7400 143,610 SH SOLE 1 143,610
MERCER INTL INC-SBI EQUITY 588056101 144 19,797 SH SOLE 1 19,797
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MERCK + CO INC EQUITY 589331107 11463 372,150 SH DEFINED 2 372,150
MERCURY COMPUTER SYSTEMS INC EQUITY 589378108 397 14,466 SH SOLE 1 14,466
MERCURY GENERAL CORP EQUITY 589400100 48 880 SH SOLE 1 880
MERCURY INTERACTIVE CORP EQUITY 589405109 4 106 SH DEFINED 2 106
MERCURY INTERACTIVE CORP. EQUITY 589405109 4095 106,757 SH SOLE 1 106,757
MEREDITH CORP EQUITY 589433101 3 57 SH DEFINED 2 57
MEREDITH CORP EQUITY 589433101 1027 20,935 SH SOLE 1 20,935
MERGE TECHNOLOGIES INC EQUITY 589981109 154 8,203 SH SOLE 1 8,203
MERGE TECHNOLOGIES INC COM EQUITY 589981109 2 123400 SH SOLE 3 123400
MERIDIAN BIOSCIENCE INC EQUITY 589584101 146 7,726 SH SOLE 1 7,726
MERIDIAN GOLD EQUITY 589975101 2524 140,600 SH Defined 1 0 140,600
MERIDIAN RESOURCE CORP EQUITY 58977Q109 286 59,819 SH SOLE 1 59,819
MERISTAR HOSPITALITY CORP EQUITY 58984Y103 4246 493,695 SH DEFINED 2 493,695
MERISTAR HOSPITALITY CORP. EQUITY 58984Y103 5300 616,273 SH SOLE 1 616,273
MERIT MED SYS INC EQUITY 589889104 283 18,366 SH SOLE 1 18,366
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METLIFE INC EQUITY 59156R108 39 875 SH DEFINED 2 875
METLIFE, INC. EQUITY 59156R108 24027 534,655 SH SOLE 1 534,655
METRIS COMPANIES INC EQUITY 591598107 581 40,192 SH SOLE 1 40,192
METROLOGIC INSTRUMENTS INC EQUITY 591676101 102 8,153 SH SOLE 1 8,153
METTLER-TOLEDO INTERNATIONAL EQUITY 592688105 45 957 SH SOLE 1 957
MFS Municipal Inc EQUITY 552738106 146 17,700 SH SOLE 4 17,700
MGE ENERGY INC EQUITY 55277P104 514 14,129 SH SOLE 1 14,129
MGI PHARMA INC EQUITY 552880106 1078 49,569 SH SOLE 1 49,569
MGIC INVESTMENT CORP. EQUITY 552848103 2837 43,504 SH SOLE 1 43,504
MGIC INVT CORP WIS EQUITY 552848103 8 120 SH DEFINED 2 120
MGM GRAND INC EQUITY 552953101 3297 83,299 SH SOLE 1 83,299
MGM MIRAGE COM EQUITY 552953101 3 83471 SH SOLE 3 83471 2343
MGM MIRAGEINC EQUITY 552953101 2830 71,500 SH DEFINED 2 71,500
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MICROMUSE INC EQUITY 595094103 315 55,735 SH SOLE 1 55,735
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MICROSEMI CORP. EQUITY 595137100 801 42,581 SH SOLE 1 42,581
MICROSOFT CORP EQUITY 594918104 33730 1,357,900 SH DEFINED 2 1,357,900
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MICROSTRATERGY INC-WT07 EQUITY 594972119 509 SH SOLE 1 1
MICROTUNE INC EQUITY 59514P109 180 35,921 SH SOLE 1 35,921
MID STATE BANCSHARES EQUITY 595440108 439 15,823 SH SOLE 1 15,823
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MIDDLEBY CORP EQUITY 596278101 186 3,510 SH SOLE 1 3,510
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MIDWEST BANC HOLDINGS INC. EQUITY 598251106 151 7,851 SH SOLE 1 7,851
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MILLIPORE CORP EQUITY 601073109 4 67 SH DEFINED 2 67
MILLIPORE CORP. EQUITY 601073109 1273 22,443 SH SOLE 1 22,443
MILLS CORP COM EQUITY 601148109 3870 SH SOLE 3 3870 3870
MILLS CORP. EQUITY 601148109 10300 169,443 SH SOLE 1 169,443
MINDSPEED TECHNOLOGIES INC EQUITY 602682106 1 SH SOLE 1 1
MINE SAFETY APPLIANCES CO. EQUITY 602720104 921 19,933 SH SOLE 1 19,933
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MOBILE MINI INC. EQUITY 60740F105 352 10,215 SH SOLE 1 10,215
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MOBILITY ELECTRONICS INC EQUITY 60741U101 170 18,537 SH SOLE 1 18,537
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MOLECULAR DEVICES CORP. EQUITY 60851C107 253 11,691 SH SOLE 1 11,691
MOLEX INC EQUITY 608554101 5 204 SH DEFINED 2 204
MOLEX, INC. EQUITY 608554101 2325 89,273 SH SOLE 1 89,273
MOLINA HEALTHCARE INC EQUITY 60855R100 338 7,645 SH SOLE 1 7,645
MOLSON COORS BREWING CO EQUITY 60871R209 6 98 SH DEFINED 2 98
MOLSON COORS BREWING CO -B EQUITY 60871R209 2186 35,254 SH SOLE 1 35,254
MOMENTA PHARMACEUTICALS INC EQUITY 60877T100 109 5,510 SH SOLE 1 5,510
MONACO COACH CORP EQUITY 60886R103 310 18,007 SH SOLE 1 18,007
MONARCH CASINO & RESOR EQUITY 609027107 141 6,387 SH SOLE 1 6,387
MONEYGRAM INTERNATIONAL EQUITY 60935Y109 4078 213,259 SH SOLE 1 213,259
MONOLITHIC POWER SYSTEMS INC EQUITY 609839105 106 11,884 SH SOLE 1 11,884
MONRO MUFFLER BRAKE IN EQUITY 610236101 214 7,246 SH SOLE 1 7,246
MONSANTO CO EQUITY 61166W101 7293 115,997 SH SOLE 1 115,997
MONSANTO CO NEW EQUITY 61166W101 20 317 SH DEFINED 2 317
MONSTER WORLDWIDE INC EQUITY 611742107 4 145 SH DEFINED 2 145
MONSTER WORLDWIDE INC EQUITY 611742107 2564 89,415 SH SOLE 1 89,415
MONSTER WORLDWIDE INC COM EQUITY 611742107 3 89656 SH SOLE 3 89656 1958
MOODYS CORP EQUITY 615369105 15 336 SH DEFINED 2 336
MOODY'S CORP. EQUITY 615369105 6903 153,530 SH SOLE 1 153,530
MOOG INC. EQUITY 615394202 736 23,387 SH SOLE 1 23,387
MORGAN STANLEY EQUITY 617446448 440 8,302 SH DEFINED 2 8,302
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MORGAN STANLEY DEAN WITTER & C REPO EQUITY 568427108 131 8,991 SH SOLE 1 8,991
MORNINGSTAR INC EQUITY 617700109 165 5,874 SH SOLE 1 5,874
MORTGAGEIT HOLDINGS INC EQUITY 61915Q108 213 11,662 SH SOLE 1 11,662
MOSAIC CO/THE EQUITY 61945A107 52 3,315 SH SOLE 1 3,315
MOTIVE INC EQUITY 61980V107 151 15,223 SH SOLE 1 15,223
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MSC INDUSTRIAL DIRECT CO. EQUITY 553530106 33 972 SH SOLE 1 972
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MTR GAMING GROUP INC EQUITY 553769100 189 16,209 SH SOLE 1 16,209
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MULTI-FINELINE ELECTRONIX IN EQUITY 62541B101 102 5,551 SH SOLE 1 5,551
MULTIMEDIA GAMES INC EQUITY 625453105 209 18,944 SH SOLE 1 18,944
Municipal High Income Fund EQUITY 626214100 717 98,900 SH SOLE 4 98,900
MUNICIPAL MORTGAGE & EQUITY EQUITY 62624B101 369 14,200 SH SOLE 1 14,200
Murphy Oil Corp EQUITY 626717102 1045 20,000 SH SOLE 4 20,000
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MYLAN LABS INC EQUITY 628530107 6 326 SH DEFINED 2 326
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NABI BIOPHARMACEUTICALS EQUITY 629519109 1176 77,200 SH DEFINED 2 77,200
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NABORS INDUSTRIES LTD EQUITY G6359F103 10317 170,195 SH SOLE 1 170,195
NACCO INDUSTRIES, INC. CLASS A EQUITY 629579103 384 3,585 SH SOLE 1 3,585
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NARA BANCORP INC EQUITY 63080P105 188 12,776 SH SOLE 1 12,776
NASB FINL INC EQUITY 628968109 93 2,118 SH SOLE 1 2,118
NASDAQ STOCK MARKET INC EQUITY 631103108 581 30,832 SH SOLE 1 30,832
NASDAQ-100 SHARES EQUITY 631100104 9261 251,800 SH SOLE 1 251,800
NASHFINCH CO. EQUITY 631158102 324 8,824 SH SOLE 1 8,824
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NATIONAL BEVERAGE CORP. EQUITY 635017106 42 5,210 SH SOLE 1 5,210
NATIONAL CITY CORP EQUITY 635405103 24 713 SH DEFINED 2 713
NATIONAL CITY CORP. EQUITY 635405103 19829 581,153 SH SOLE 1 581,153
NATIONAL DATA CORP. EQUITY 639480102 448 24,907 SH SOLE 1 24,907
NATIONAL FINANCIAL PARTNERS EQUITY 63607P208 954 24,363 SH SOLE 1 24,363
NATIONAL FUEL GAS CO. EQUITY 636180101 21711 750,980 SH SOLE 1 750,980
NATIONAL HEALTH INVESTORS, INC EQUITY 63633D104 2716 96,761 SH SOLE 1 96,761
NATIONAL HEALTH REALTY EQUITY 635905102 93 4,983 SH SOLE 1 4,983
NATIONAL HEALTHCARE CORP EQUITY 635906100 153 4,345 SH SOLE 1 4,345
NATIONAL INSTRUMENTS CORP. EQUITY 636518102 2544 120,022 SH SOLE 1 120,022
NATIONAL INTERSTATE CORP EQUITY 63654U100 62 3,118 SH SOLE 1 3,118
NATIONAL OILWELL VARCO INC EQUITY 637071101 10 208 SH DEFINED 2 208
NATIONAL OILWELL VARCO INC EQUITY 637071101 3725 78,360 SH SOLE 1 78,360
NATIONAL PENN BANCSHARES, INC. EQUITY 637138108 597 23,917 SH SOLE 1 23,917
NATIONAL PRESTO INDUSTRIES EQUITY 637215104 144 3,268 SH SOLE 1 3,268
NATIONAL SEMICONDUCTOR COR EQUITY 637640103 12725 577,617 SH DEFINED 2 577,617
NATIONAL SEMICONDUCTOR CORP. EQUITY 637640103 6855 311,146 SH SOLE 1 311,146
NATIONAL WESTERN LIFE INS. CO. CLASS EQUITY 638522102 299 1,540 SH SOLE 1 1,540
NATIONAL-OILWELL INC COM EQUITY 637071101 2 36573 SH SOLE 3 36573 1171
NATIONWIDE FINANCIAL EQUITY 638612101 60 1,574 SH SOLE 1 1,574
NATIONWIDE HEALTH PROPERTIES EQUITY 638620104 1206 51,091 SH SOLE 1 51,091
NATURES SUNSHINE PRODUCTS, INC EQUITY 639027101 135 7,740 SH SOLE 1 7,740
NAUTILUS INC EQUITY 63910B102 655 22,997 SH SOLE 1 22,997
NAVARRE CORP EQUITY 639208107 141 17,695 SH SOLE 1 17,695
NAVIGANT CONSULTING CO. EQUITY 63935N107 598 33,849 SH SOLE 1 33,849
NAVIGANT INTERNATIONAL, INC. EQUITY 63935R108 157 10,700 SH SOLE 1 10,700
NAVIGATORS GROUP INC EQUITY 638904102 212 6,144 SH SOLE 1 6,144
NAVISTAR INTERNATIONAL CORP. EQUITY 63934E108 949 29,647 SH SOLE 1 29,647
NAVISTAR INTL CORP INC EQUITY 63934E108 3 79 SH DEFINED 2 79
NAVTEQ CORP EQUITY 63936L100 69 1,860 SH SOLE 1 1,860
NBC CAPITAL CORP EQUITY 628729105 117 4,789 SH SOLE 1 4,789
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NCO GROUP, INC. EQUITY 628858102 479 22,167 SH SOLE 1 22,167
NCR CORP NEW EQUITY 62886E108 8 222 SH DEFINED 2 222
NCR CORP. EQUITY 62886E108 3104 88,390 SH SOLE 1 88,390
NDS GROUP PLC-SPONS ADR EQUITY 628891103 4345 130,400 SH SOLE 1 130,400
NECTAR THERAPEUTICS EQUITY 640268108 988 58,694 SH SOLE 1 58,694
NEENAH PAPER INC EQUITY 640079109 316 10,198 SH SOLE 1 10,198
NEIGHBORCARE INC EQUITY 64015Y104 870 26,218 SH SOLE 1 26,218
NEIMAN MARCUS GROUP INC CL A EQUITY 640204202 13497 139,255 SH SOLE 1 139,255
NELNET INC-CL A EQUITY 64031N108 6 167 SH SOLE 1 167
NEOPHARM INC EQUITY 640919106 119 11,876 SH SOLE 1 11,876
NESS TECHNOLOGIES INC EQUITY 64104X108 139 13,103 SH SOLE 1 13,103
NETBANK INC EQUITY 640933107 298 31,940 SH SOLE 1 31,940
NETFLIX.COM INC EQUITY 64110L106 415 25,294 SH SOLE 1 25,294
NETGEAR INC EQUITY 64111Q104 409 21,979 SH SOLE 1 21,979
NETIQ CORP. EQUITY 64115P102 424 37,424 SH SOLE 1 37,424
NETLOGIC MICROSYSTEMS INC EQUITY 64118B100 128 7,235 SH SOLE 1 7,235
NETRATINGS INC EQUITY 64116M108 134 9,820 SH SOLE 1 9,820
NETSCOUT SYSTEMS INC EQUITY 64115T104 108 16,406 SH SOLE 1 16,406
NETWORK APPLIANCE INC EQUITY 64120L104 12 438 SH DEFINED 2 438
NETWORK APPLIANCE, INC. EQUITY 64120L104 5349 189,207 SH SOLE 1 189,207
NEUROCRINE BIOSCIENCES INC EQUITY 64125C109 1703 40,500 SH DEFINED 2 40,500
NEUROCRINE BIOSCIENCES, INC. EQUITY 64125C109 1065 25,312 SH SOLE 1 25,312
NEUROGEN CORP. EQUITY 64124E106 107 15,697 SH SOLE 1 15,697
NEUROMETRIX INC EQUITY 641255104 79 3,949 SH SOLE 1 3,949
NEW CENTURY FINANCIAL CORP EQUITY 6435EV108 7796 151,518 SH SOLE 1 151,518
NEW JERSEY RESOURCES CORP. EQUITY 646025106 914 18,952 SH SOLE 1 18,952
NEW PLAN EXCEL REALTY TRUST EQUITY 648053106 8717 320,819 SH SOLE 1 320,819
NEW RIVER PHARMACEUTICALS EQUITY 648468205 126 4,190 SH SOLE 1 4,190
NEW YORK & CO EQUITY 649295102 190 9,007 SH SOLE 1 9,007
NEW YORK COMMUNITY BANCORP INC EQUITY 649445103 8012 442,184 SH SOLE 1 442,184
NEW YORK TIMES CO EQUITY 650111107 6 183 SH DEFINED 2 183
NEW YORK TIMES CO. CLASS A EQUITY 650111107 2085 66,940 SH SOLE 1 66,940
NEWALLIANCE BANCSHARES INC EQUITY 650203102 1108 78,861 SH SOLE 1 78,861
NEWCASTLE INVESTMENT CORP EQUITY 65105M108 4445 147,413 SH SOLE 1 147,413
NEWELL RUBBERMAID INC EQUITY 651229106 8 332 SH DEFINED 2 332
NEWELL RUBBERMAID, INC. EQUITY 651229106 2995 125,626 SH SOLE 1 125,626
NEWFIELD EXPLORATION EQUITY 651290108 9101 228,161 SH SOLE 1 228,161
NEWMARKET CORP EQUITY 651587107 174 11,753 SH SOLE 1 11,753
NEWMONT MINING CORP HLDG CO EQUITY 651639106 13734 351,884 SH SOLE 1 351,884
NEWMONT MNG CORP EQUITY 651639106 21 536 SH DEFINED 2 536
NEWPARK RESOURCES, INC. EQUITY 651718504 436 58,162 SH SOLE 1 58,162
NEWPORT CORP EQUITY 651824104 1445 104,270 SH SOLE 1 104,270
NEWS CORP EQUITY 65248E104 26062 1,610,773 SH DEFINED 2 1,610,773
NEWS CORP INC-CL A EQUITY 65248E104 20281 1,253,442 SH SOLE 1 1,253,442
NEWTEK BUSINESS SERVICES INC EQUITY 652526104 1546 687,233 SH SOLE 1 687,233
NEXEN EQUITY 65334H102 3615 119,100 SH Defined 1 0 119,100
NEXTEL COMMUNICATIONS INC EQUITY 65332V103 44 1,348 SH DEFINED 2 1,348
NEXTEL COMMUNICATIONS, INC. CLASS A EQUITY 65332V103 25739 796,612 SH SOLE 1 796,612
NEXTEL PARTNERS INC EQUITY 65333F107 1338 53,174 SH SOLE 1 53,174
NGP CAPITAL RESOURCES CO EQUITY 62912R107 179 12,020 SH SOLE 1 12,020
NIC INC EQUITY 62914B100 107 23,145 SH SOLE 1 23,145
NICE SYS LTD SPONSORED ADR EQUITY 653656108 1 25300 SH SOLE 3 25300
NICOR INC EQUITY 654086107 2 60 SH DEFINED 2 60
Nicor Inc EQUITY 654086107 4323 105,000 SH SOLE 4 105,000
NICOR, INC. EQUITY 654086107 2040 49,559 SH SOLE 1 49,559
NII HLDGS INC EQUITY 62913F201 9923 155,200 SH DEFINED 2 155,200
NII HOLDINGS INC-CL B EQUITY 62913F201 76 1,188 SH SOLE 1 1,188
NIKE INC EQUITY 654106103 18983 219,220 SH DEFINED 2 219,220
NIKE, INC. CLASS B EQUITY 654106103 15161 175,075 SH SOLE 1 175,075
NIKU CORP EQUITY 654113703 932 44,971 SH SOLE 1 44,971
NISOURCE INC EQUITY 65473P105 8 327 SH DEFINED 2 327
NISOURCE, INC. EQUITY 65473P105 7774 314,356 SH SOLE 1 314,356
NITROMED INC EQUITY 654798503 221 11,356 SH SOLE 1 11,356
NL INDUSTRIES, INC. EQUITY 629156407 84 5,433 SH SOLE 1 5,433
NN INC EQUITY 629337106 148 11,682 SH SOLE 1 11,682
NOBLE CORPORATION EQUITY G65422100 3608 58,654 SH SOLE 1 58,654
NOBLE CORPORATION SHS EQUITY G65422100 2 33617 SH SOLE 3 33617 958
NOBLE ENERGYINC EQUITY 655044105 11888 157,142 SH SOLE 1 157,142
NOBLE INTERNATIONAL LTD EQUITY 655053106 121 5,135 SH SOLE 1 5,135
NOKIA CORP SPON-ADR EQUITY 654902204 1280 76,920 SH SOLE 1 76,920
NORDSON CORP EQUITY 655663102 9578 279,400 SH DEFINED 2 279,400
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NORDSTROM INC EQUITY 655664100 10 148 SH DEFINED 2 148
NORDSTROM, INC. EQUITY 655664100 5728 84,266 SH SOLE 1 84,266
NORFOLK SOUTHERN CORP. EQUITY 655844108 9879 319,073 SH SOLE 1 319,073
NORFOLK SOUTHN CORP EQUITY 655844108 15 480 SH DEFINED 2 480
NORTEL NETWORKS CORP EQUITY 656568102 5 2,010 SH DEFINED 2 2,010
NORTH FORK BANCORPORATION EQUITY 659424105 16 574 SH DEFINED 2 574
NORTH FORK BANCORPORATION INC. EQUITY 659424105 6140 218,592 SH SOLE 1 218,592
NORTH PITTSBURGH SYSTEMS EQUITY 661562108 202 10,366 SH SOLE 1 10,366
NORTHEAST UTILITIES EQUITY 664397106 4877 233,798 SH SOLE 1 233,798
NORTHERN EMPIRE BANCSHARES EQUITY 665112108 171 5,515 SH SOLE 1 5,515
NORTHERN ORION RESOURCES INC EQUITY 665575106 2352 954,500 SH Defined 1 0 954,500
NORTHERN TRUST CORP EQUITY 665859104 11 249 SH DEFINED 2 249
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NORTHFIELD LABORATORIES, INC. EQUITY 666135108 232 16,221 SH SOLE 1 16,221
NORTHROP GRUMMAN CORP EQUITY 666807102 23 425 SH DEFINED 2 425
NORTHROP GRUMMAN CORP. EQUITY 666807102 8575 155,195 SH SOLE 1 155,195
NORTHSTAR REALTY FINANCE COR EQUITY 66704R100 139 13,211 SH SOLE 1 13,211
NORTHWEST AIRLINES CORP CL-A EQUITY 667280101 275 60,201 SH SOLE 1 60,201
NORTHWEST BANCORP INC. EQUITY 667328108 288 13,553 SH SOLE 1 13,553
NORTHWEST NATURAL GAS CO. EQUITY 667655104 728 19,032 SH SOLE 1 19,032
NORTHWESTERN CORP EQUITY 668074305 775 24,600 SH SOLE 1 24,600
NOVA CHECMICALS EQUITY 66977W109 3735 122,400 SH Defined 1 0 122,400
NOVASTAR FINL INC EQUITY 669947400 713 18,217 SH SOLE 1 18,217
NOVATEL WIRELESS INC EQUITY 66987M604 250 20,051 SH SOLE 1 20,051
NOVATEL WIRELESS INC COM NEW EQUITY 66987M604 2 134300 SH SOLE 3 134300
NOVELL INC EQUITY 670006105 3 457 SH DEFINED 2 457
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NS GROUP, INC. EQUITY 628916108 499 15,353 SH SOLE 1 15,353
NSTAR EQUITY 67019E107 5943 192,767 SH SOLE 1 192,767
NTL INC EQUITY 62940M104 550 8,044 SH SOLE 1 8,044
NTN COMMUNICATIONS INC EQUITY 629410309 86 45,639 SH SOLE 1 45,639
NU SKIN ENTERPRISES, INC. CLASS A EQUITY 67018T105 906 38,881 SH SOLE 1 38,881
NUCO2 INC EQUITY 629428103 190 7,411 SH SOLE 1 7,411
NUCOR CORP EQUITY 670346105 9 191 SH DEFINED 2 191
NUCOR CORP. EQUITY 670346105 4018 88,078 SH SOLE 1 88,078
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NUVASIVE INC EQUITY 670704105 175 10,553 SH SOLE 1 10,553
NUVEEN INVESTMENTS INC EQUITY 67090F106 47 1,244 SH SOLE 1 1,244
NUVELO INC EQUITY 67072M301 268 34,638 SH SOLE 1 34,638
NVIDIA CORP EQUITY 67066G104 5 199 SH DEFINED 2 199
NVIDIA CORP EQUITY 67066G104 2736 102,405 SH SOLE 1 102,405
NVR, INC. EQUITY 62944T105 91 112 SH SOLE 1 112
OAKLEY INC. EQUITY 673662102 286 16,800 SH SOLE 1 16,800
OCA INC EQUITY 67083Q101 48 25,354 SH SOLE 1 25,354
OCCIDENTAL PETE CORP EQUITY 674599105 36 473 SH DEFINED 2 473
OCCIDENTAL PETROLEUM CORP. EQUITY 674599105 13232 172,003 SH SOLE 1 172,003
OCEANEERING INTERNATIONAL, INC EQUITY 675232102 693 17,933 SH SOLE 1 17,933
OCEANFIRST FINANCIAL CORP EQUITY 675234108 140 6,203 SH SOLE 1 6,203
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OCTEL CORP. EQUITY 675727101 155 8,611 SH SOLE 1 8,611
OCWEN FINANCIAL CORP. EQUITY 675746101 161 23,756 SH SOLE 1 23,756
ODYSSEY HEALTHCARE INC EQUITY 67611V101 344 23,830 SH SOLE 1 23,830
ODYSSEY MARINE EXPLORATION EQUITY 676118102 123 24,632 SH SOLE 1 24,632
ODYSSEY RE HLDGS CORP EQUITY 67612W108 201 8,153 SH SOLE 1 8,153
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OFFICE DEPOT, INC. EQUITY 676220106 3741 163,783 SH SOLE 1 163,783
OFFICEMAX INC EQUITY 67622P101 966 32,443 SH SOLE 1 32,443
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OFFSHORE LOGISTICS, INC. EQUITY 676255102 529 16,106 SH SOLE 1 16,106
OGE ENERGY CORP. EQUITY 670837103 6419 221,803 SH SOLE 1 221,803
OHIO CASUALTY CORP. EQUITY 677240103 3738 154,667 SH SOLE 1 154,667
OIL STATES INTERNATIONAL INC EQUITY 678026105 707 28,101 SH SOLE 1 28,101
OLD DOMINION FGHT LINE COM EQUITY 679580100 1 36809 SH SOLE 3 36809 1801
OLD DOMINION FREIGHT LINE EQUITY 679580100 348 12,976 SH SOLE 1 12,976
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OLD SECOND BANCORP INC EQUITY 680277100 271 9,323 SH SOLE 1 9,323
OLIN CORP. EQUITY 680665205 3206 175,766 SH SOLE 1 175,766
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OMEGA FINANCIAL CORP. EQUITY 682092101 271 8,714 SH SOLE 1 8,714
OMEGA HEALTHCARE INVESTORS EQUITY 681936100 500 38,862 SH SOLE 1 38,862
OMNICARE, INC. EQUITY 681904108 8036 189,384 SH SOLE 1 189,384
OMNICOM GROUP EQUITY 681919106 17 215 SH DEFINED 2 215
OMNICOM GROUP, INC. EQUITY 681919106 6301 78,895 SH SOLE 1 78,895
OMNIVISION TECHNOLOGIE EQUITY 682128103 534 39,293 SH SOLE 1 39,293
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ONE LIBERTY PROPERTIES INC EQUITY 682406103 110 5,313 SH SOLE 1 5,313
ONEOK, INC. EQUITY 682680103 6687 204,813 SH SOLE 1 204,813
ONLINE RESOURCES CORP EQUITY 68273G101 165 14,595 SH SOLE 1 14,595
ONYX PHARMACEUTICALS INC EQUITY 683399109 581 24,379 SH SOLE 1 24,379
ONYX PHARMACEUTICALS INC EQUITY 683399109 654 27,400 SH DEFINED 2 27,400
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OPENWAVE SYSTEMS INC. EQUITY 683718308 780 47,561 SH SOLE 1 47,561
OPLINK COMMUNICATIONS INC EQUITY 68375Q106 117 70,991 SH SOLE 1 70,991
OPSWARE INC EQUITY 68383A101 264 51,488 SH SOLE 1 51,488
OPTICAL COMMUNICATION PROD EQUITY 68382T101 20 10,374 SH SOLE 1 10,374
OPTION CARE INC EQUITY 683948103 211 14,960 SH SOLE 1 14,960
OPTIONSXPRESS HOLDINGS INC EQUITY 684010101 216 14,243 SH SOLE 1 14,243
ORACLE CORP EQUITY 68389X105 32903 2,492,617 SH DEFINED 2 2,492,617
ORACLE CORP. EQUITY 68389X105 57910 4,387,125 SH SOLE 1 4,387,125
ORASURE TECHNOLOGIES INC EQUITY 68554V108 308 30,874 SH SOLE 1 30,874
ORBITAL SCIENCES CORP. EQUITY 685564106 548 55,354 SH SOLE 1 55,354
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O'REILLY AUTOMOTIVE, INC. EQUITY 686091109 5679 190,373 SH SOLE 1 190,373
ORIENTAL FINANCIAL GROUP EQUITY 68618W100 223 14,640 SH SOLE 1 14,640
ORIGEN FINANCIAL INC EQUITY 68619E208 88 11,878 SH SOLE 1 11,878
ORLEANS HOMEBUILDERS INC EQUITY 686588104 67 2,842 SH SOLE 1 2,842
ORMAT TECHNOLOGIES INC EQUITY 686688102 95 4,971 SH SOLE 1 4,971
OSHKOSH B'GOSH, INC. CLASS A EQUITY 688222207 140 5,394 SH SOLE 1 5,394
OSHKOSH TRUCK CORP CL B EQUITY 688239201 60 771 SH SOLE 1 771
OSI PHARMACEUTICALS EQUITY 671040103 43 1,063 SH SOLE 1 1,063
OSI SYSTEMS INC EQUITY 671044105 164 10,390 SH SOLE 1 10,390
OTTER TAIL POWER CO. EQUITY 689648103 551 20,143 SH SOLE 1 20,143
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OUTDOOR CHANNEL HOLDINGS INC EQUITY 690027206 55 3,978 SH SOLE 1 3,978
OVERNITE CORP EQUITY 690322102 3869 90,024 SH SOLE 1 90,024
OVERSEAS SHIPHOLDING GROUP EQUITY 690368105 3730 62,535 SH SOLE 1 62,535
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OXFORD INDS INC. EQUITY 691497309 415 9,649 SH SOLE 1 9,649
P A M TRANSN SVCS INC EQUITY 693149106 72 4,293 SH SOLE 1 4,293
P G & E CORP. EQUITY 69331C108 6388 170,176 SH SOLE 1 170,176
P. F. CHANGS CHINA BISTRO INC. EQUITY 69333Y108 1065 18,060 SH SOLE 1 18,060
PACCAR INC EQUITY 693718108 14 207 SH DEFINED 2 207
PACCAR, INC EQUITY 693718108 6240 91,770 SH SOLE 1 91,770
PACER INTERNATIONAL INC EQUITY 69373H106 562 25,802 SH SOLE 1 25,802
PACIFIC CAPITAL BANCORP EQUITY 69404P101 1171 31,657 SH SOLE 1 31,657
PACIFIC ETHANOL INC EQUITY 69423U107 21 2,143 SH SOLE 1 2,143
PACIFIC SUNWEAR OF CALIFORNIA EQUITY 694873100 4268 185,654 SH SOLE 1 185,654
PACIFICARE HEALTH SYSTEMS EQUITY 695112102 9496 132,900 SH DEFINED 2 132,900
PACIFICARE HEALTH SYSTEMS INC CLASS A EQUITY 695112102 11221 157,052 SH SOLE 1 157,052
PACKAGING CORP OF AMERICA EQUITY 695156109 9819 466,443 SH SOLE 1 466,443
PACKETEER, INC EQUITY 695210104 330 23,375 SH SOLE 1 23,375
PACTIV CORP EQUITY 695257105 4 179 SH DEFINED 2 179
PACTIV CORPORATION EQUITY 695257105 1478 68,485 SH SOLE 1 68,485
PAIN THERAPEUTICS INC EQUITY 69562K100 130 19,293 SH SOLE 1 19,293
PAINCARE HOLDINGS INC EQUITY 69562E104 129 29,858 SH SOLE 1 29,858
PALL CORP EQUITY 696429307 5 151 SH DEFINED 2 151
PALL CORP EQUITY 696429307 1734 57,123 SH SOLE 1 57,123
PALM HARBOR HOMES, INC EQUITY 696639103 124 6,592 SH SOLE 1 6,592
PALMONE INC EQUITY 69713P107 859 28,862 SH SOLE 1 28,862
PALOMAR MEDICAL TECHNOLOGIES EQUITY 697529303 279 11,655 SH SOLE 1 11,655
PAN PACIFIC RETAIL PROPERTIES EQUITY 69806L104 266 4,000 SH SOLE 1 4,000
PANAMSAT HOLDING CORP EQUITY 69831Y105 26 1,247 SH SOLE 1 1,247
PANERA BREAD COMPANY CL A EQUITY 69840W108 40 639 SH SOLE 1 639
PANTRY INC EQUITY 698657103 455 11,748 SH SOLE 1 11,748
PAPA JOHNS INTERNATIONAL, INC EQUITY 698813102 300 7,497 SH SOLE 1 7,497
PAR PHARMACEUTICAL COMPANIES, INC EQUITY 69888P106 2685 84,420 SH SOLE 1 84,420
PAR PHARMACEUTICAL COS INC EQUITY 69888P106 3076 96,700 SH DEFINED 2 96,700
PAR TECHNOLOGY CORP/DEL EQUITY 698884103 89 2,785 SH SOLE 1 2,785
PARALLEL PETROLEUM CORP EQUITY 699157103 191 21,545 SH SOLE 1 21,545
PARAMETRIC TECHNOLOGY CORP EQUITY 699173100 3919 614,226 SH DEFINED 2 614,226
PARAMETRIC TECHNOLOGY CORP. EQUITY 699173100 2089 327,399 SH SOLE 1 327,399
PAREXEL INTERNATIONAL CORP. EQUITY 699462107 357 18,030 SH SOLE 1 18,030
PARK ELECTROCHEMICAL CORP. EQUITY 700416209 348 13,802 SH SOLE 1 13,802
PARK NATIONAL CORP. EQUITY 700658107 929 8,403 SH SOLE 1 8,403
PARKER DRILLING CO. EQUITY 701081101 464 66,135 SH SOLE 1 66,135
PARKER HANNIFIN CORP EQUITY 701094104 9 146 SH DEFINED 2 146
PARKER HANNIFIN CORP. EQUITY 701094104 4553 73,429 SH SOLE 1 73,429
PARKWAY PROPERTIES, INC. EQUITY 70159Q104 536 10,722 SH SOLE 1 10,722
PARLUX FRAGRANCES INC EQUITY 701645103 119 4,308 SH SOLE 1 4,308
PARTNERS TRUST FINANCIAL GRP EQUITY 70213F102 368 34,481 SH SOLE 1 34,481
PARTY CITY CORP EQUITY 702145103 97 8,077 SH SOLE 1 8,077
PATHMARK STORES INC EQUITY 70322A101 182 20,773 SH SOLE 1 20,773
PATTERSON COS INC EQUITY 703395103 11534 255,916 SH SOLE 1 255,916
PATTERSON UTI ENERGY COM EQUITY 703481101 2 59792 SH SOLE 3 59792 2130
PATTERSON UTI ENERGY INC EQUITY 703481101 1030 37,000 SH DEFINED 2 37,000
PATTERSON UTI ENERGY INC EQUITY 703481101 1500 53,900 SH DEFINED 2 53,900
PATTERSON-UTI ENERGY INC EQUITY 703481101 8494 305,217 SH SOLE 1 305,217
PAXAR CORP. EQUITY 704227107 430 24,241 SH SOLE 1 24,241
PAYCHEX INC EQUITY 704326107 11394 350,152 SH DEFINED 2 350,152
PAYCHEX, INC. EQUITY 704326107 6489 199,542 SH SOLE 1 199,542
PAYLESS SHOESOURCE, INC. EQUITY 704379106 3195 166,389 SH SOLE 1 166,389
PDF SOLUTIONS INC EQUITY 693282105 167 12,741 SH SOLE 1 12,741
PEABODY ENERGY CORP EQUITY 704549104 4142 79,600 SH DEFINED 2 79,600
PEABODY ENERGY CORP EQUITY 704549104 11158 214,412 SH SOLE 1 214,412
PEAPACK-GLADSTONE FINL EQUITY 704699107 159 5,732 SH SOLE 1 5,732
PEDIATRIX MED GROUP EQUITY 705324101 1633 22,200 SH DEFINED 2 22,200
PEDIATRIX MEDICAL GROUP EQUITY 705324101 1163 15,819 SH SOLE 1 15,819
PEETS COFFEE & TEA INC EQUITY 705560100 312 9,428 SH SOLE 1 9,428
PEGASUS COMMUNICATIONS CORP EQUITY 705904605 66 SH SOLE 1 66
PEGASUS SOLUTIONS INC. EQUITY 705906105 159 14,304 SH SOLE 1 14,304
PEGASYSTEMS INC EQUITY 705573103 54 9,135 SH SOLE 1 9,135
PENN NATIONAL GAMING, INC. EQUITY 707569109 50 1,358 SH SOLE 1 1,358
PENN NATL GAMING INC COM EQUITY 707569109 1 24600 SH SOLE 3 24600
PENN VA CORP COM EQUITY 707882106 2 46500 SH SOLE 3 46500
PENN VIRGINIA CORPORATION EQUITY 707882106 571 12,787 SH SOLE 1 12,787
PENNEY J C INC EQUITY 708160106 17 324 SH DEFINED 2 324
PENNFED FINANCIAL SVCS INC EQUITY 708167101 106 6,295 SH SOLE 1 6,295
PENNROCK FINL SVCS COR EQUITY 708352109 190 5,320 SH SOLE 1 5,320
PENNSYLVANIA COMMERCE BANCRP EQUITY 708677109 100 3,042 SH SOLE 1 3,042
PENNSYLVANIA REAL ESTATE INV. EQUITY 709102107 1319 27,761 SH SOLE 1 27,761
PENTAIR INC COM EQUITY 709631105 3 58915 SH SOLE 3 58915 2236
PENTAIR INC. EQUITY 709631105 7834 183,004 SH SOLE 1 183,004
PENWEST PHARMACEUTICALS CO EQUITY 709754105 177 15,009 SH SOLE 1 15,009
PEOPLES BANCORP INC EQUITY 709789101 173 6,469 SH SOLE 1 6,469
PEOPLES BANK EQUITY 710198102 36 1,196 SH SOLE 1 1,196
PEOPLES ENERGY CORP EQUITY 711030106 2 53 SH DEFINED 2 53
Peoples Energy Corp EQUITY 711030106 5215 120,000 SH SOLE 4 120,000
PEOPLES ENERGY CORP. EQUITY 711030106 2290 52,686 SH SOLE 1 52,686
PEOPLESUPPORT INC EQUITY 712714302 377 41,292 SH SOLE 1 41,292
PEP BOYS-MANNY, MOE & JACK EQUITY 713278109 517 38,188 SH SOLE 1 38,188
PEPCO HOLDINGS INC EQUITY 713291102 8167 341,149 SH SOLE 1 341,149
PEPSI BOTTLING EQUITY 713409100 5627 196,688 SH SOLE 1 196,688
PEPSI BOTTLING GROUP INC EQUITY 713409100 7 244 SH DEFINED 2 244
PEPSIAMERICAS INC EQUITY 71343P200 4812 187,546 SH SOLE 1 187,546
Pepsico EQUITY 713448108 1618 30,000 SH SOLE 4 30,000
PEPSICO INC EQUITY 713448108 25752 477,499 SH DEFINED 2 477,499
PEPSICO, INC. EQUITY 713448108 91212 1,691,298 SH SOLE 1 1,691,298
PERFICIENT INC COM EQUITY 71375U101 3 465900 SH SOLE 3 465900
PERFORMANCE FOOD GROUP CO. EQUITY 713755106 980 32,445 SH SOLE 1 32,445
PERICOM SEMICONDUCTOR CORP EQUITY 713831105 148 18,227 SH SOLE 1 18,227
PERINI CORP EQUITY 713839108 43894 2,673,173 SH SOLE 1 2,673,173
PERKINELMER INC EQUITY 714046109 3 156 SH DEFINED 2 156
PERKINELMER INC. EQUITY 714046109 1507 79,739 SH SOLE 1 79,739
PEROT SYSTEM CORP. EQUITY 714265105 804 56,563 SH SOLE 1 56,563
PERRIGO CO. EQUITY 714290103 3020 216,616 SH SOLE 1 216,616
PERRY ELLIS INTERNATIONAL EQUITY 288853104 153 6,546 SH SOLE 1 6,546
PER-SE TECHNOLOGIES EQUITY 713569309 321 15,279 SH SOLE 1 15,279
PERU COPPER INC EQUITY 715455101 550 518,200 SH Defined 1 0 518,200
PERU COPPER INC PURCHASE WARRANTS EQUITY 715455119 9 112,500 SH Defined 1 0 112,500
PETCO ANIMAL SUPPLIES EQUITY 716016209 1167 39,804 SH SOLE 1 39,804
PETRO-CANADA EQUITY 71644E102 5889 90,500 SH Defined 1 0 90,500
PETROHAWK ENERGY CORP EQUITY 716495106 177 16,360 SH SOLE 1 16,360
PETROKAZAKHSTAN INC-CL A EQUITY 71649P102 4179 114,400 SH Defined 1 0 114,400
PETROLEO BRASILEIRO S.A. ADR EQUITY 71654V408 11024 211,480 SH SOLE 1 211,480
PETROLEUM DEVELOPMENT CORP EQUITY 716578109 365 11,461 SH SOLE 1 11,461
PETROQUEST ENERGY INC EQUITY 716748108 185 28,138 SH SOLE 1 28,138
PETSMART, INC EQUITY 716768106 8131 267,907 SH SOLE 1 267,907
PFF BANCORP, INC. EQUITY 69331W104 407 13,422 SH SOLE 1 13,422
PFIZER INC EQUITY 717081103 23271 844,027 SH DEFINED 2 844,027
PFIZER, INC. EQUITY 717081103 148254 5,375,421 SH SOLE 1 5,375,421
PG+E CORP EQUITY 69331C108 17 445 SH DEFINED 2 445
PHARMACEUTICAL PRODUCT DEVELOPMENT EQUITY 717124101 47 1,002 SH SOLE 1 1,002
PHARMION CORP EQUITY 71715B409 393 16,951 SH SOLE 1 16,951
PHASE FORWARD INC EQUITY 71721R406 104 15,266 SH SOLE 1 15,266
PHELPS DODGE CORP EQUITY 717265102 10 109 SH DEFINED 2 109
PHELPS DODGE CORP. EQUITY 717265102 4171 45,093 SH SOLE 1 45,093
PHH CORP EQUITY 693320202 934 36,314 SH SOLE 1 36,314
PHILADELPHIA CONS. HLDG. CO. EQUITY 717528103 33 386 SH SOLE 1 386
PHILLIPS-VAN HEUSEN CORP. EQUITY 718592108 598 18,295 SH SOLE 1 18,295
PHOENIX COMPANIES INC EQUITY 71902E109 781 65,632 SH SOLE 1 65,632
PHOENIX TECHNOLOGIES, LTD. EQUITY 719153108 134 17,172 SH SOLE 1 17,172
PHOENIX TECHNOLOGY LTD COM EQUITY 719153108 1 151400 SH SOLE 3 151400
PHOTON DYNAMICS EQUITY 719364101 241 11,685 SH SOLE 1 11,685
PHOTRONICS INC. EQUITY 719405102 530 22,691 SH SOLE 1 22,691
PICO HOLDINGS INC EQUITY 693366205 164 5,501 SH SOLE 1 5,501
PIEDMONT NATURAL GAS CO., INC. EQUITY 720186105 51 2,132 SH SOLE 1 2,132
PIER 1 IMPORTS, INC. EQUITY 720279108 3018 212,666 SH SOLE 1 212,666
PILGRIMS PRIDE CORP. EQUITY 721467108 24 703 SH SOLE 1 703
PINNACLE AIRLINES CORP EQUITY 723443107 115 13,431 SH SOLE 1 13,431
PINNACLE FINANCIAL PARTNERS EQUITY 72346Q104 121 5,024 SH SOLE 1 5,024
PINNACLE SYSTEMS, INC. EQUITY 723481107 2187 397,580 SH SOLE 1 397,580
PINNACLE WEST CAP CORP EQUITY 723484101 6 124 SH DEFINED 2 124
PINNACLE WEST CAPITAL CORP. EQUITY 723484101 2541 57,159 SH SOLE 1 57,159
PIONEER COMPANIES EQUITY 723643300 171 7,796 SH SOLE 1 7,796
PIONEER COS INC COM NEW EQUITY 723643300 1 60600 SH SOLE 3 60600
PIONEER DRILLING CO COM EQUITY 723655106 3 183300 SH SOLE 3 183300
PIONEER DRILLING COMPANY EQUITY 723655106 208 13,628 SH SOLE 1 13,628
PIONEER NATURAL RESOURCES CORP EQUITY 723787107 10951 260,250 SH SOLE 1 260,250
PIPER JAFFRAY COS EQUITY 724078100 432 14,187 SH SOLE 1 14,187
PITNEY BOWES INC EQUITY 724479100 12 282 SH DEFINED 2 282
PITNEY BOWES, INC. EQUITY 724479100 13444 308,703 SH SOLE 1 308,703
PIXAR INC EQUITY 725811103 445 8,900 SH SOLE 1 8,900
PIXELWORKS INC EQUITY 72581M107 276 32,120 SH SOLE 1 32,120
PLACER DOME INC EQUITY 725906101 3722 243,300 SH Defined 1 0 243,300
PLACER SIERRA BANCSHARES EQUITY 726079106 126 4,633 SH SOLE 1 4,633
PLAINS EXPLORATION & PRODUCT EQUITY 726505100 4950 139,305 SH SOLE 1 139,305
PLANTRONICS, INC. EQUITY 727493108 4279 117,692 SH SOLE 1 117,692
PLAYBOY ENTERPRISES, INC. EQUITY 728117300 183 14,139 SH SOLE 1 14,139
PLAYTEX PRODUCTS, INC. EQUITY 72813P100 301 27,935 SH SOLE 1 27,935
PLEXUS CORP. EQUITY 729132100 1525 107,152 SH SOLE 1 107,152
PLUG POWER INC EQUITY 72919P103 208 30,296 SH SOLE 1 30,296
PLUM CREEK TIMBER CO INC EQUITY 729251108 8 229 SH DEFINED 2 229
PLUM CREEK TIMBER CO INC EQUITY 729251108 3124 86,057 SH SOLE 1 86,057
PLX TECHNOLOGY, INC. EQUITY 693417107 164 16,095 SH SOLE 1 16,095
PMA CAPITAL CORP. EQUITY 693419202 194 21,992 SH SOLE 1 21,992
PMC SIERRA INC EQUITY 69344F106 2160 231,523 SH DEFINED 2 231,523
PMC-SIERRA, INC. EQUITY 69344F106 1886 202,126 SH SOLE 1 202,126
PMI GROUP, INC. EQUITY 69344M101 6592 169,100 SH SOLE 1 169,100
PNC FINANCIAL SERVICES EQUITY 693475105 6669 122,451 SH OLE 1 122,451
PNC FINL SVCS GROUP INC EQUITY 693475105 19 341 SH DEFINED 2 341
PNM RESOURCES INC EQUITY 69349H107 4125 134,591 SH SOLE 1 124,601
POGO PRODUCING CO EQUITY 730448107 5727 110,296 SH SOLE 1 110,296
POLARIS INDUSTRIES, INC. EQUITY 731068102 48 883 SH SOLE 1 883
POLO RALPH LAUREN CO EQUITY 731572103 51 1,177 SH SOLE 1 1,177
POLO RALPH LAUREN CORP CL A EQUITY 731572103 2 40866 SH SOLE 3 40866 2023
POLYCOM, INC. EQUITY 73172K104 3611 242,206 SH SOLE 1 242,206
POLYMEDICA CORP EQUITY 731738100 683 19,165 SH SOLE 1 19,165
POLYONE CORPORATION EQUITY 73179P106 420 63,446 SH SOLE 1 63,446
POPULAR INC EQUITY 733174106 187 7,425 SH SOLE 1 7,425
PORTALPLAYER INC EQUITY 736187204 220 10,543 SH SOLE 1 10,543
PORTEC RAIL PRODS INC COM EQUITY 736212101 2 193283 SH SOLE 3 193283
PORTFOLIO RECOVERY ASS COM EQUITY 73640Q105 6 135400 SH SOLE 3 135400
PORTFOLIO RECOVERY ASSOCIATE EQUITY 73640Q105 452 10,763 SH SOLE 1 10,763
POSSIS MEDICAL INC EQUITY 737407106 122 12,042 SH SOLE 1 12,042
POST PROPERTIES, INC. EQUITY 737464107 2392 66,240 SH SOLE 1 66,240
POTLATCH CORP. EQUITY 737628107 3748 71,615 SH SOLE 1 71,615
POWELL INDUSTRIES INC EQUITY 739128106 88 4,668 SH SOLE 1 4,668
POWER INTEGRATIONS, INC. EQUITY 739276103 438 20,308 SH SOLE 1 20,308
POWER-ONE , INC. EQUITY 739308104 325 51,519 SH SOLE 1 51,519
POWERWAVE TECHNOLOGIES COM EQUITY 739363109 22300 SH SOLE 3 22300
POWERWAVE TECHNOLOGIES INC EQUITY 739363109 2516 246,217 SH SOLE 1 246,217
POZEN INC. EQUITY 73941U102 136 16,500 SH SOLE 1 16,500
PPG INDS INC EQUITY 693506107 13 215 SH DEFINED 2 215
PPG INDUSTRIES, INC. EQUITY 693506107 10428 166,159 SH SOLE 1 166,159
PPL CORP EQUITY 69351T106 14 235 SH DEFINED 2 235
PPL Corp EQUITY 69351T106 1485 25,000 SH SOLE 4 25,000
PPL CORPORATION EQUITY 69351T106 5179 87,221 SH SOLE 1 87,221
PRA INTERNATIONAL EQUITY 69353C101 208 7,760 SH SOLE 1 7,760
PRA INTL COM EQUITY 69353C101 1 51000 SH SOLE 3 51000
PRAXAIR INC EQUITY 74005P104 18 389 SH DEFINED 2 389
PRAXAIR, INC. EQUITY 74005P104 6479 139,039 SH SOLE 1 139,039
PRECISION CASTPARTS CORP. EQUITY 740189105 9292 119,275 SH SOLE 1 119,275
PREFERRED BANK/LOS ANGELES EQUITY 740367107 112 2,855 SH SOLE 1 2,855
PREFORMED LINE PRODUCTS CO EQUITY 740444104 69 1,703 SH SOLE 1 1,703
PREMCOR INC EQUITY 74045Q104 7702 103,824 SH SOLE 1 103,824
PREMIERE GLOBAL SERVICES INC EQUITY 740585104 561 49,728 SH SOLE 1 49,728
PREMIERWEST BANCORP EQUITY 740921101 134 9,060 SH SOLE 1 9,060
PRENTISS PROPERTIES TRUST EQUITY 740706106 1248 34,248 SH SOLE 1 34,248
PREPAID LEGAL SERVICES, INC. EQUITY 740065107 301 6,751 SH SOLE 1 6,751
PRESIDENTIAL LIFE CORP. EQUITY 740884101 242 14,159 SH SOLE 1 14,159
PRESSTEK INC EQUITY 741113104 229 20,197 SH SOLE 1 20,197
PRESTIGE BRANDS HOLDINGS INC EQUITY 74112D101 377 19,343 SH SOLE 1 19,343
PRG-SCHULTZ INTERNATIONAL EQUITY 69357C107 81 28,579 SH SOLE 1 28,579
PRICE COMMUNICATIONS CO. EQUITY 741437305 548 31,649 SH SOLE 1 31,649
PRICE T ROWE GROUP INC EQUITY 74144T108 10 156 SH DEFINED 2 156
PRICELINE.COM INC EQUITY 741503403 405 17,380 SH SOLE 1 17,380
PRIDE INTERNATIONAL EQUITY 74153Q102 6806 264,826 SH SOLE 1 264,826
PRIMEDIA INC EQUITY 74157K101 412 101,820 SH SOLE 1 101,820
PRINCIPAL FINANCIAL GROUP EQUITY 74251V102 15 353 SH DEFINED 2 353
PRINCIPAL FINANCIAL GROUP EQUITY 74251V102 13946 332,883 SH SOLE 1 332,883
PRIORITY HEALTHCARE EQUITY 74264T102 615 24,235 SH SOLE 1 24,235
PRIVATEBANCORP INC EQUITY 742962103 405 11,439 SH SOLE 1 11,439
PROASSURANCE CORPORATION EQUITY 74267C106 757 18,126 SH SOLE 1 18,126
PROCTER & GAMBLE CO. EQUITY 742718109 150435 2,774,378 SH SOLE 1 2,774,378
PROCTER AND GAMBLE CO EQUITY 742718109 24058 456,076 SH DEFINED 2 456,076
Proctor & Gamble Co EQUITY 742718109 1583 30,000 SH SOLE 4 30,000
PROGENICS PHARMACEUTICALS EQUITY 743187106 252 12,091 SH SOLE 1 12,091
Progress Energy EQUITY 743263105 4072 90,000 SH SOLE 4 90,000
PROGRESS ENERGY INC EQUITY 743263105 14 301 SH DEFINED 2 301
PROGRESS ENERGY INC. EQUITY 743263105 5372 118,736 SH SOLE 1 118,736
PROGRESS SOFTWARE CORP. EQUITY 743312100 775 25,717 SH SOLE 1 25,717
PROGRESSIVE CORP OHIO EQUITY 743315103 24 238 SH DEFINED 2 238
PROGRESSIVE CORP. EQUITY 743315103 8508 86,108 SH SOLE 1 86,108
PROLOGIS EQUITY 743410102 4068 101,093 SH SOLE 1 101,093
PROLOGIS TR SH BEN INT EQUITY 743410102 1 13000 SH SOLE 3 13000 13000
PROQUEST CO. EQUITY 74346P102 575 17,527 SH SOLE 1 17,527
PROSPERITY BANCSHARES INC EQUITY 743606105 422 14,776 SH SOLE 1 14,776
PROTECTIVE LIFE CORP COM EQUITY 743674103 5309 125,736 SH SOLE 1 125,736
PROTEIN DESIGN LABS, INC. EQUITY 74369L103 3856 190,799 SH SOLE 1 190,799
PROVIDE COMMERCE INC EQUITY 74373W103 119 5,521 SH SOLE 1 5,521
PROVIDENCE SERVICE CORP EQUITY 743815102 162 6,523 SH SOLE 1 6,523
PROVIDENT BANKSHARES CORP. EQUITY 743859100 727 22,770 SH SOLE 1 22,770
PROVIDENT FINANCIAL HLDGS EQUITY 743868101 96 3,401 SH SOLE 1 3,401
PROVIDENT FINANCIAL SERVICES EQUITY 74386T105 881 50,143 SH SOLE 1 50,143
PROVIDIAN FINANCIAL CORP. EQUITY 74406A102 2480 140,669 SH SOLE 1 140,669
PROVIDIAN FINL CORP EQUITY 74406A102 8231 466,854 SH DEFINED 2 466,854
PRUDENTIAL FINANCIAL INC EQUITY 744320102 14817 225,670 SH SOLE 1 225,670
PRUDENTIAL FINL INC EQUITY 744320102 41 620 SH DEFINED 2 620
PS BUSINESS PARKS, INC. EQUITY 69360J107 557 12,532 SH SOLE 1 12,532
PSEG ENERGY HOLDINGS EQUITY 744573106 6677 109,778 SH SOLE 1 109,778
PSS WORLD MEDICAL, INC EQUITY 69366A100 556 44,651 SH SOLE 1 44,651
PSYCHIATRIC SOLUTIONS COM EQUITY 74439H108 4 74500 SH SOLE 3 74500
PSYCHIATRIC SOLUTIONS INC EQUITY 74439H108 690 14,167 SH SOLE 1 14,167
Public Service EQUITY 744573106 3649 60,000 SH SOLE 4 60,000
PUBLIC STORAGE INC EQUITY 74460D109 497 7,852 SH SOLE 1 7,852
PUBLIC STORAGE INC COM EQUITY 74460D109 5940 SH SOLE 3 5940 5940
PUBLIC SVC ENTERPRISE GROU EQUITY 744573106 18 290 SH DEFINED 2 290
PUGET ENEGY INC. EQUITY 745310102 16860 721,136 SH SOLE 1 721,136
PULTE HOMES INC EQUITY 745867101 8310 98,635 SH DEFINED 2 98,635
PULTE HOMES INC. EQUITY 745867101 4583 54,398 SH SOLE 1 54,398
QAD INC EQUITY 74727D108 65 8,395 SH SOLE 1 8,395
QC HOLDINGS INC EQUITY 74729T101 74 5,105 SH SOLE 1 5,105
QLOGIC CORP EQUITY 747277101 4 115 SH DEFINED 2 115
QLOGIC CORP. EQUITY 747277101 1733 56,150 SH SOLE 1 56,150
QUALCOMM INC EQUITY 747525103 8180 247,814 SH DEFINED 2 247,814
QUALCOMM, INC. EQUITY 747525103 61270 1,856,092 SH SOLE 1 1,856,092
QUALITY SYSTEMS INC EQUITY 747582104 246 5,190 SH SOLE 1 5,190
QUANEX CORP. EQUITY 747620102 919 17,327 SH SOLE 1 17,327
QUANTA SERVICES, INC. EQUITY 74762E102 2239 254,399 SH SOLE 1 254,399
QUANTUM CORP DLT & STORAGE EQUITY 747906204 376 126,693 SH SOLE 1 126,693
QUANTUM FUEL SYSTEMS TECHNOLOGY EQUITY 74765E109 156 31,219 SH SOLE 1 31,219
QUEENSTAKE RESOURCES LTD EQUITY 748314101 229 1,100,000 SH Defined 1 0 1,100,000
QUEST DIAGNOSTICS INC EQUITY 74834L100 1706 32,030 SH DEFINED 2 32,030
QUEST DIAGNOSTICS, INC. EQUITY 74834L100 4373 82,097 SH SOLE 1 82,097
QUEST SOFTWARE INC EQUITY 74834T103 604 44,278 SH SOLE 1 44,278
QUESTAR CORP. EQUITY 748356102 10097 153,211 SH SOLE 1 153,211
QUICKSILVER RESOURCES COM EQUITY 74837R104 1 21100 SH SOLE 3 21100
QUICKSILVER RESOURCES INC EQUITY 74837R104 41 639 SH SOLE 1 639
QUICKSILVER, INC. EQUITY 74838C106 39 2,447 SH SOLE 1 2,447
QWEST COMMUNICATIONS INTL EQUITY 749121109 7 2,004 SH DEFINED 2 2,004
QWEST COMMUNICATIONS INTL. EQUITY 749121109 2819 759,861 SH SOLE 1 759,861
R&B INC EQUITY 749124103 96 6,860 SH SOLE 1 6,860
R&G FINANCIAL CO. EQUITY 749136107 340 19,232 SH SOLE 1 19,232
R. R. DONNELLEY AND SONS CO. EQUITY 257867101 3465 100,395 SH SOLE 1 100,395
R.H. DONNELLEY CORP. EQUITY 74955W307 32 519 SH SOLE 1 519
RADIAN GROUP, INC. EQUITY 750236101 7357 155,796 SH SOLE 1 155,796
RADIANT SYSTEMS, INC. EQUITY 75025N102 181 15,841 SH SOLE 1 15,841
RADIATION THERAPY SERVICES EQUITY 750323206 203 7,643 SH SOLE 1 7,643
RADIO ONE INC -CL D EQUITY 75040P405 738 57,783 SH SOLE 1 57,783
RADIOSHACK CORP EQUITY 750438103 4 187 SH DEFINED 2 187
RADIOSHACK CORP. EQUITY 750438103 1843 79,525 SH SOLE 1 79,525
RADISYS CORP. EQUITY 750459109 223 13,781 SH SOLE 1 13,781
RAILAMERICA INC EQUITY 750753105 310 26,091 SH SOLE 1 26,091
RAIT INVESTMENT TRUST EQUITY 749227104 529 17,679 SH SOLE 1 17,679
RALCORP HOLDINGS, INC. EQUITY 751028101 843 20,478 SH SOLE 1 20,478
RAMBUS INC. EQUITY 750917106 920 68,737 SH SOLE 1 68,737
RAMCO-GERSHENSON PROPERTIES EQUITY 751452202 329 11,223 SH SOLE 1 11,223
RANGE RES CORP COM EQUITY 75281A109 1 32800 SH SOLE 3 32800
RANGE RESOURCES CORP EQUITY 75281A109 46 1,692 SH SOLE 1 1,692
RARE HOSPITALITY INTERNATIONAL EQUITY 753820109 722 23,695 SH SOLE 1 23,695
RAVEN INDUSTRIES INC EQUITY 754212108 253 10,797 SH SOLE 1 10,797
RAYMOND JAMES FINANCIAL, INC. EQUITY 754730109 3394 120,146 SH SOLE 1 120,146
Rayonier Inc EQUITY 754907103 1591 30,000 SH SOLE 4 30,000
RAYONIER, INC. EQUITY 754907103 4815 90,798 SH SOLE 1 90,798
RAYTHEON CO EQUITY 755111507 21 538 SH DEFINED 2 538
RAYTHEON CO. EQUITY 755111507 9945 254,210 SH SOLE 1 254,210
RC2 CORP EQUITY 749388104 466 12,399 SH SOLE 1 12,399
RCN CORP EQUITY 749361200 365 15,788 SH SOLE 1 15,788
READER'S DIGEST ASSOC., INC. EQUITY 755267101 4061 246,092 SH SOLE 1 246,092
REALNETWORKS, INC. EQUITY 75605L104 395 79,563 SH SOLE 1 79,563
REALTY INCOME CORP. EQUITY 756109104 196 7,823 SH SOLE 1 7,823
RECKSON ASSOC REALTY CORP. EQUITY 75621K106 267 7,960 SH SOLE 1 7,960
RED HAT, INC. EQUITY 756577102 42 3,226 SH SOLE 1 3,226
RED ROBIN GOURMET BURGERS EQUITY 75689M101 607 9,793 SH SOLE 1 9,793
REDBACK NETWORKS INC EQUITY 757209507 185 28,940 SH SOLE 1 28,940
REDWOOD TRUST, INC. EQUITY 758075402 701 13,578 SH SOLE 1 13,578
REEBOK INTERNATIONAL, LTD. EQUITY 758110100 2152 51,444 SH SOLE 1 51,444
REEBOK INTL LTD EQUITY 758110100 3 76 SH DEFINED 2 76
REGAL ENTMT GROUP EQUITY 758766109 6080 322,016 SH SOLE 1 322,016
REGAL-BELOIT CORP. EQUITY 758750103 493 16,915 SH SOLE 1 16,915
REGENCY CENTERS CORPORATION EQUITY 758849103 6794 118,775 SH SOLE 1 118,775
REGENCY CTRS CORP COM EQUITY 758849103 4720 SH SOLE 3 4720 4720
REGENERON PHARMACEUTICALS INC. EQUITY 75886F107 201 23,997 SH SOLE 1 23,997
REGENT COMMUNICATIONS, INC EQUITY 758865109 155 26,398 SH SOLE 1 26,398
REGIONS FINANCIAL CORP EQUITY 7591EP100 8465 249,848 SH SOLE 1 249,848
REGIONS FINL CORP NEW EQUITY 7591EP100 19 558 SH DEFINED 2 558
REGIS CORP. EQUITY 758932107 4341 111,079 SH SOLE 1 111,079
REHAB CARE GROUP EQUITY 759148109 309 11,568 SH SOLE 1 11,568
REINSURANCE GROUP OF EQUITY 759351109 40 853 SH SOLE 1 853
RELIANCE STEEL & ALUMINIUM CO. EQUITY 759509102 735 19,823 SH SOLE 1 19,823
RELIANT ENERGY INC EQUITY 75952B105 104 8,367 SH SOLE 1 8,367
REMEC INC EQUITY 759543200 14 2,161 SH SOLE 1 2,161
REMINGTON OIL & GAS CORP EQUITY 759594302 576 16,121 SH SOLE 1 16,121
RENAISSANCE LEARNING, INC. EQUITY 75968L105 105 5,158 SH SOLE 1 5,158
RENAL CARE GROUP, INC. EQUITY 759930100 5920 128,410 SH SOLE 1 128,410
RENASANT CORP EQUITY 75970E107 221 7,174 SH SOLE 1 7,174
RENOVIS INC EQUITY 759885106 203 13,304 SH SOLE 1 13,304
RENOVIS INC EQUITY 759885106 886 58,000 SH DEFINED 2 58,000
RENT-A-CENTER INC EQUITY 76009N100 2962 127,178 SH SOLE 1 127,178
RENT-WAY, INC. EQUITY 76009U104 178 18,133 SH SOLE 1 18,133
REPUBLIC AIRWAYS HOLDINGS IN EQUITY 760276105 122 8,409 SH SOLE 1 8,409
REPUBLIC BANCORP, INC. EQUITY 760281204 832 53,356 SH SOLE 1 53,356
REPUBLIC SERVICES IN EQUITY 760759100 8405 233,416 SH SOLE 1 233,416
RES-CARE INC EQUITY 760943100 189 13,956 SH SOLE 1 13,956
RESMED INC EQUITY 761152107 48 724 SH SOLE 1 724
RESOURCE AMERICA, INC. EQUITY 761195205 423 10,987 SH SOLE 1 10,987
RESOURCES GLOBAL PROFESSIONALS EQUITY 76122Q105 764 32,871 SH SOLE 1 32,871
RESPIRONICS INC. EQUITY 761230101 54 1,484 SH SOLE 1 1,484
RESTORATION HARDWARE I EQUITY 760981100 150 18,341 SH SOLE 1 18,341
RETAIL VENTURES INC EQUITY 76128Y102 157 11,510 SH SOLE 1 11,510
REVLON, INC.-CL A EQUITY 761525500 308 100,228 SH SOLE 1 100,228
Reynolds American Inc EQUITY 761713106 2364 30,000 SH SOLE 4 30,000
REYNOLDS AMERICAN INC EQUITY 761713106 4152 52,695 SH SOLE 1 52,695
REYNOLDS AMERN INC EQUITY 761713106 11 138 SH DEFINED 2 138
REYNOLDS AND REYNOLDS CO., CLASS A EQUITY 761695105 2819 104,284 SH SOLE 1 104,284
RF MICRO DEVICES INC EQUITY 749941100 2512 464,243 SH SOLE 1 464,243
RF MONOLITHICS INC COM(OXFORD PTNRS L EQUITY 74955F106 33 4,973 SH SOLE 1 4,973
RHODIA SA - SPONSORED ADR EQUITY 762397107 1780 1,000,000 SH SOLE 1 1,000,000
RIGEL PHARMACEUTICALS INC EQUITY 766559603 273 13,728 SH SOLE 1 13,728
RIGHTNOW TECHNOLOGIES INC EQUITY 76657R106 143 11,933 SH SOLE 1 11,933
RIMAGE CORP EQUITY 766721104 139 6,547 SH SOLE 1 6,547
Rio Tinto PLC EQUITY 767204100 1341 11,000 SH SOLE 4 11,000
RITE AID CORP EQUITY 767754104 50 12,023 SH SOLE 1 12,023
RIVIERA HOLDINGS CORP EQUITY 769627100 23637 1,043,566 SH SOLE 1 1,043,566
RLI CORP. EQUITY 749607107 694 15,565 SH SOLE 1 15,565
ROANOKE ELECTRIC STEEL CORP EQUITY 769841107 127 7,675 SH SOLE 1 7,675
ROBBINS & MYERS, INC. EQUITY 770196103 173 8,032 SH SOLE 1 8,032
ROBERT HALF INTERNATIONAL INC. EQUITY 770323103 4399 176,154 SH SOLE 1 176,154
ROBERT HALF INTL INC EQUITY 770323103 5 197 SH DEFINED 2 197
ROCK-TENN CO., CLASS A EQUITY 772739207 257 20,354 SH SOLE 1 20,354
ROCKVILLE FINANCIAL INC EQUITY 774186100 74 6,041 SH SOLE 1 6,041
ROCKWELL AUTOMATION INC EQUITY 773903109 6450 132,409 SH DEFINED 2 132,409
ROCKWELL AUTOMATION INC EQUITY 773903109 37999 780,115 SH SOLE 1 780,115
ROCKWELL COLLINS INC EQUITY 774341101 11 221 SH DEFINED 2 221
ROCKWELL COLLINS INC EQUITY 774341101 4289 89,962 SH SOLE 1 89,962
ROFIN-SINAR TECHNOLOGIES INC EQUITY 775043102 342 10,426 SH SOLE 1 10,426
ROGERS COMMUNICATIONS INC B EQUITY 775109200 4694 143,100 SH Defined 1 0 143,100
ROGERS CORP. EQUITY 775133101 460 11,354 SH SOLE 1 11,354
ROHM + HAAS CO EQUITY 775371107 12321 265,890 SH DEFINED 2 265,890
ROHM AND HAAS CO. EQUITY 775371107 18378 396,592 SH SOLE 1 396,592
ROLLINS, INC. EQUITY 775711104 2154 107,472 SH SOLE 1 107,472
ROPER INDS EQUITY 776696106 31374 439,600 SH DEFINED 2 439,600
ROPER INDUSTRIES, INC. EQUITY 776696106 66 924 SH SOLE 1 924
ROSS STORES, INC. EQUITY 778296103 7943 274,754 SH SOLE 1 274,754
ROSTELECOM-SPONSORED ADR EQUITY 778529107 1097 91,000 SH SOLE 1 91,000
ROWAN COMPANIES, INC. EQUITY 779382100 2976 100,170 SH SOLE 1 100,170
ROWAN COS INC EQUITY 779382100 4 132 SH DEFINED 2 132
ROYAL BANCSHARES OF PENN-A EQUITY 780081105 74 3,134 SH SOLE 1 3,134
ROYAL BANK CDA COMMON EQUITY 780087102 4378 70,700 SH Defined 1 0 70,700
ROYAL BK OF SCOT PERP CorpBond 780097770 3425 135,000 SH SOLE 1 135
Royal Bk Scotland 8.5% EQUITY 780097804 1593 60,000 SH SOLE 4 60,000
Royal Bk Scotland 8.8889% EQUITY 780097861 2439 93,800 SH SOLE 4 93,800
Royal Bk Scotland 9.125% EQUITY 780097606 695 26,900 SH SOLE 4 26,900
ROYAL GOLD INC EQUITY 780287108 240 11,916 SH SOLE 1 11,916
RPC EQUITY 749660106 172 10,147 SH SOLE 1 10,147
RPM INTERNATIONAL INC. EQUITY 749685103 3878 212,368 SH SOLE 1 212,368
RSA SECURITY INC. EQUITY 749719100 2019 175,894 SH SOLE 1 175,894
RTI INTERNATIONAL METALS, INC. EQUITY 74973W107 481 15,313 SH SOLE 1 15,313
RUBY TUESDAY INC EQUITY 781182100 5157 199,100 SH DEFINED 2 199,100
RUBY TUESDAY, INC. EQUITY 781182100 4124 159,226 SH SOLE 1 159,226
RUDDICK CORP. EQUITY 781258108 2648 103,708 SH SOLE 1 103,708
RUDOLPH TECHNOLOGIES INC. EQUITY 781270103 128 8,913 SH SOLE 1 8,913
RUSH ENTERPRISES INC CL B EQUITY 781846308 2 132000 SH SOLE 3 132000
RUSH ENTERPRISES INC-CL A EQUITY 781846209 191 14,272 SH SOLE 1 14,272
RUSS BERRIE AND CO., INC. EQUITY 782233100 104 8,128 SH SOLE 1 8,128
RUSSELL CORP. EQUITY 782352108 465 22,741 SH SOLE 1 22,741
RYANAIR HOLDINGS PLC-SP ADR EQUITY 783513104 87 1,934 SH SOLE 1 1,934
RYAN'S RESTAURANT GROUP INC EQUITY 783520109 406 29,003 SH SOLE 1 29,003
RYDER SYS INC EQUITY 783549108 3 83 SH DEFINED 2 83
RYDER SYSTEM, INC. EQUITY 783549108 1155 31,550 SH SOLE 1 31,550
RYERSON TULL, INC. EQUITY 78375P107 247 17,339 SH SOLE 1 17,339
RYLAND GROUP EQUITY 783764103 6445 84,942 SH SOLE 1 84,942
S J W CORP COM EQUITY 784305104 248 5,283 SH SOLE 1 5,283
S&P 500 DEPOSITORY RECEIPT EQUITY 78462F103 39438 330,909 SH SOLE 1 330,909
S&T BANCORP, INC. EQUITY 783859101 663 18,365 SH SOLE 1 18,365
S.Y. BANCORP INC EQUITY 785060104 190 8,311 SH SOLE 1 8,311
S1 CORPORATION EQUITY 78463B101 228 48,470 SH SOLE 1 48,470
SABRE HLDGS CORP EQUITY 785905100 3 164 SH DEFINED 2 164
SABRE HOLDINGS CORP. EQUITY 785905100 1205 60,390 SH SOLE 1 60,390
SAFECO CORP EQUITY 786429100 8 154 SH DEFINED 2 154
SAFECO CORP. EQUITY 786429100 3183 58,579 SH SOLE 1 58,579
SAFENET INC EQUITY 78645R107 579 16,987 SH SOLE 1 16,987
SAFENET INC EQUITY 78645R107 7776 228,300 SH DEFINED 2 228,300
SAFETY INSURANCE GROUP INC EQUITY 78648T100 271 8,040 SH SOLE 1 8,040
SAFEWAY INC EQUITY 786514208 12 539 SH DEFINED 2 539
SAFEWAY INC EQUITY 786514208 4657 206,152 SH SOLE 1 206,152
SAGA COMMUNICATIONS, INC. CLASS A EQUITY 786598102 166 11,832 SH SOLE 1 11,832
SAKS INC. EQUITY 79377W108 4783 252,109 SH SOLE 1 252,109
SALEM COMMUNICATION- CLASS A EQUITY 794093104 163 8,215 SH SOLE 1 8,215
SALESFORCE.COM INC EQUITY 79466L302 24 1,166 SH SOLE 1 1,166
SALIX PHARMACEUTICALS EQUITY 795435106 447 25,323 SH SOLE 1 25,323
SANDERS MORRIS HARRIS GRP IN EQUITY 80000Q104 151 8,767 SH SOLE 1 8,767
SANDERSON FARMS, INC. EQUITY 800013104 562 12,362 SH SOLE 1 12,362
SANDISK CORP. EQUITY 80004C101 29498 1,243,057 SH SOLE 1 1,243,057
SANDY SPRING BANCORP, INC. EQUITY 800363103 355 10,120 SH SOLE 1 10,120
SANMINA - SCI CORP EQUITY 800907107 1558 284,783 SH SOLE 1 284,783
SANMINA SCI CORP EQUITY 800907107 3 632 SH DEFINED 2 632
SANTANDER BANCORP EQUITY 802809103 92 3,673 SH SOLE 1 3,673
SAPIENT CORP. EQUITY 803062108 442 55,693 SH SOLE 1 55,693
SARA LEE CORP EQUITY 803111103 19 944 SH DEFINED 2 944
SARA LEE CORP. EQUITY 803111103 7388 372,964 SH SOLE 1 372,964
SATYAM COMP SRVCS LTD ADR (F) EQUITY 804098101 3 107892 SH SOLE 3 107892 3953
SAUER-DANFOSS INC. EQUITY 804137107 124 6,956 SH SOLE 1 6,956
SAUL CENTERS, INC. EQUITY 804395101 302 8,313 SH SOLE 1 8,313
SAVIENT PHARMACEUTICALS INC EQUITY 80517Q100 185 41,985 SH SOLE 1 41,985
SAXON CAPITAL INC EQUITY 80556T106 588 34,460 SH SOLE 1 34,460
SBA COMMUNICATIONS CORPORATION EQUITY 78388J106 687 50,892 SH SOLE 1 50,892
SBC COMMUNICATIONS INC EQUITY 78387G103 10967 461,763 SH DEFINED 2 461,763
SBC COMMUNICATIONS, INC. EQUITY 78387G103 57924 2,319,608 SH SOLE 1 2,319,608
SCANA CORP EQUITY 80589M102 8758 205,056 SH SOLE 1 205,056
SCANSOFT INC EQUITY 80603P107 217 57,680 SH SOLE 1 57,680
SCANSOURCE INC EQUITY 806037107 376 8,748 SH SOLE 1 8,748
SCBT FINANCIAL CORP EQUITY 78401V102 176 5,564 SH SOLE 1 5,564
SCHAWK, INC. EQUITY 806373106 215 8,614 SH SOLE 1 8,614
SCHERING PLOUGH CORP EQUITY 806605101 13897 729,118 SH DEFINED 2 729,118
SCHERING-PLOUGH CORP. EQUITY 806605101 12801 648,148 SH SOLE 1 634,162
SCHLUMBERGER LTD EQUITY 806857108 144 1,889 SH DEFINED 2 1,889
Schlumberger LTD EQUITY 806857108 2088 27,500 SH SOLE 4 27,500
SCHLUMBERGER, LTD. EQUITY 806857108 27556 362,871 SH SOLE 1 362,871
SCHNITZER STL INDS EQUITY 806882106 358 15,111 SH SOLE 1 15,111
SCHOLASTIC CORP. EQUITY 807066105 3444 89,338 SH SOLE 1 89,338
SCHOOL SPECIALTY, INC. EQUITY 807863105 981 21,097 SH SOLE 1 21,097
SCHULMAN, A. INC. EQUITY 808194104 379 21,181 SH SOLE 1 21,181
SCHWAB CHARLES CORP EQUITY 808513105 15 1,371 SH DEFINED 2 1,371
SCHWEITZER-MAUDUIT INC. EQUITY 808541106 327 10,494 SH SOLE 1 10,494
SCIENTIFIC ATLANTA INC EQUITY 808655104 6 184 SH DEFINED 2 184
SCIENTIFIC GAMES CORP EQUITY 80874P109 1562 58,000 SH DEFINED 2 58,000
SCIENTIFIC GAMES CORP A EQUITY 80874P109 34 1,257 SH SOLE 1 1,257
SCIENTIFIC-ATLANTA, INC. EQUITY 808655104 2953 88,767 SH SOLE 1 88,767
SCOTTS MIRACLE-GRO CO. EQUITY 810186106 3559 49,980 SH SOLE 1 49,980
SCP POOL CORPORATION EQUITY 784028102 38 1,089 SH SOLE 1 1,089
SCRIPPS CO EQUITY 811054204 88 1,799 SH SOLE 1 1,799
SCS TRANSPORTATION INC EQUITY 81111T102 187 10,480 SH SOLE 1 10,480
Scudder Strategic Muni Inc EQUITY 811234103 278 20,000 SH SOLE 4 20,000
SEABOARD CORP. EQUITY 811543107 408 245 SH SOLE 1 245
SEABRIGHT INSURANCE HOLDINGS EQUITY 811656107 64 5,563 SH SOLE 1 5,563
SEABULK INTERNATIONAL INC EQUITY 81169P101 89 4,177 SH SOLE 1 4,177
SEACHANGE INTERNATIONAL, INC. EQUITY 811699107 123 17,539 SH SOLE 1 17,539
SEACOAST BANKING CORP FL EQUITY 811707306 157 7,979 SH SOLE 1 7,979
SEACOR HOLDINGS INC EQUITY 811904101 727 11,313 SH SOLE 1 11,313
SEAGATE TECHNOLOGY SHS EQUITY G7945J104 2 85812 SH SOLE 3 85812 2497
SEALED AIR CORP EQUITY 81211K100 9642 193,650 SH SOLE 1 193,650
SEALED AIR CORP NEW EQUITY 81211K100 5 105 SH DEFINED 2 105
SEARS HLDGS CORP EQUITY 812350106 17 115 SH DEFINED 2 115
SEARS HOLDINGS CORP EQUITY 812350106 9188 61,304 SH SOLE 1 61,304
SEATTLE GENETICS INC WA EQUITY 812578102 98 18,271 SH SOLE 1 18,271
SECURE COMPUTING CORP EQUITY 813705100 270 24,822 SH SOLE 1 24,822
SECURITY BANK CORP EQUITY 814047106 152 6,620 SH SOLE 1 6,620
SEEBEYOND TECHNOLOGY CORP. EQUITY 815704101 159 37,929 SH SOLE 1 37,929
SEI INVESTMENTS CO. EQUITY 784117103 5558 148,800 SH SOLE 1 148,800
SELECT COMFORT CORP EQUITY 81616X103 534 24,929 SH SOLE 1 24,929
SELECTIVE INSURANCE GROUP, INC EQUITY 816300107 971 19,592 SH SOLE 1 19,592
SEMITOOL, INC. EQUITY 816909105 110 11,486 SH SOLE 1 11,486
SEMPRA ENERGY EQUITY 816851109 12 295 SH DEFINED 2 295
SEMPRA ENERGY EQUITY 816851109 5071 122,760 SH SOLE 1 122,760
SEMTECH CORP. EQUITY 816850101 3039 182,548 SH SOLE 1 182,548
SENIOR HOUSING PROP TRUST EQUITY 81721M109 862 45,597 SH SOLE 1 45,597
SENOMYX INC EQUITY 81724Q107 240 14,544 SH SOLE 1 14,544
SENSIENT TECHNOLOGIES CORP. EQUITY 81725T100 2404 116,635 SH SOLE 1 116,635
SEPRACOR, INC. EQUITY 817315104 11332 188,841 SH SOLE 1 188,841
SEQUA CORP CLASS A EQUITY 817320104 1281 19,355 SH SOLE 1 19,355
SERENA SOFTWARE, INC. EQUITY 817492101 372 19,295 SH SOLE 1 19,295
SEROLOGICALS CORP. EQUITY 817523103 511 24,025 SH SOLE 1 24,025
SERVICE CORP INTERNATIONAL EQUITY 817565104 69 8,602 SH SOLE 1 8,602
SERVICEMASTER COMPAN EQUITY 81760N109 91 6,819 SH SOLE 1 6,819
SFBC INTERNATIONAL INC EQUITY 784121105 488 12,627 SH SOLE 1 12,627
SHARPER IMAGE CORP EQUITY 820013100 103 8,054 SH SOLE 1 8,054
SHAW GROUP INC EQUITY 820280105 1153 53,595 SH SOLE 1 53,595
SHENANDOAH TELECOMMUNI EQUITY 82312B106 188 4,718 SH SOLE 1 4,718
SHERWIN WILLIAMS CO EQUITY 824348106 12380 262,903 SH DEFINED 2 262,903
SHERWIN WILLIAMS CO COM EQUITY 824348106 1 28223 SH SOLE 3 28223 1384
SHERWIN-WILLIAMS CO. EQUITY 824348106 2902 61,634 SH SOLE 1 61,634
SHOE CARNIVAL INC EQUITY 824889109 112 5,146 SH SOLE 1 5,146
SHOPKO STORES, INC. EQUITY 824911101 500 20,583 SH SOLE 1 20,583
SHUFFLE MASTER INC EQUITY 825549108 2 80550 SH SOLE 3 80550
SHUFFLE MASTER, INC. EQUITY 825549108 688 24,551 SH SOLE 1 24,551
SHURGARD STORAGE CENTERS, INC. CLASS EQUITY 82567D104 211 4,587 SH SOLE 1 4,587
SI INTERNATIONAL EQUITY 78427V102 7 247200 SH SOLE 3 247200
SI INTERNATIONAL INC EQUITY 78427V102 201 6,721 SH SOLE 1 6,721
SIEBEL SYS INC EQUITY 826170102 3404 382,421 SH DEFINED 2 382,421
SIEBEL SYSTEMS, INC. EQUITY 826170102 2449 275,182 SH SOLE 1 275,182
SIERRA BANCORP EQUITY 82620P102 85 3,740 SH SOLE 1 3,740
SIERRA HEALTH SERVICES, INC. EQUITY 826322109 37 511 SH SOLE 1 511
SIERRA PACIFIC RESOURCES EQUITY 826428104 3617 290,517 SH SOLE 1 290,517
SIGMA ALDRICH EQUITY 826552101 5 88 SH DEFINED 2 88
SIGMA ALDRICH CORP. EQUITY 826552101 14499 258,727 SH SOLE 1 258,727
SIGMATEL INC EQUITY 82661W107 423 24,657 SH SOLE 1 24,657
SIGNATURE BANK EQUITY 82669G104 198 8,111 SH SOLE 1 8,111
SIGNATURE BK NEW YORK NY EQUITY 82669G104 14403 590,300 SH DEFINED 2 590,300
SILGAN HOLDINGS, INC. EQUITY 827048109 433 7,693 SH SOLE 1 7,693
SILICON IMAGE INC EQUITY 82705T102 560 54,608 SH SOLE 1 54,608
SILICON LABORATORIES INC EQUITY 826919102 2892 110,322 SH SOLE 1 110,322
SILICON STORAGE TECHNOLOGY EQUITY 827057100 244 60,677 SH SOLE 1 60,677
SIMMONS FIRST NATIONAL CORP. EQUITY 828730200 269 9,930 SH SOLE 1 9,930
SIMON PPTY GROUP EQUITY 828806109 1 14795 SH SOLE 3 14795 14795
SIMON PPTY GROUP INC NEW EQUITY 828806109 20 271 SH DEFINED 2 271
SIMON PROPERTY GROUP INC EQUITY 828806109 7923 109,296 SH SOLE 1 109,296
SIMPSON MANUFACTURING CO. EQUITY 829073105 766 25,065 SH SOLE 1 25,065
SINCLAIR BROADCAST GROUP, INC. EQUITY 829226109 276 30,383 SH SOLE 1 30,383
SIRF TECHNOLOGY HOLDINGS INC EQUITY 82967H101 429 24,268 SH SOLE 1 24,268
SIRIUS SATELLITE RADIO INC. EQUITY 82966U103 3335 514,666 SH SOLE 1 514,666
SIRVA INC EQUITY 82967Y104 138 16,208 SH SOLE 1 16,208
SIX FLAGS, INC EQUITY 83001P109 299 64,318 SH SOLE 1 64,318
SIZELER PPTY INVS INC EQUITY 830137105 168 12,758 SH SOLE 1 12,758
SKECHERS USA INC. CL-A EQUITY 830566105 220 15,444 SH SOLE 1 15,444
SKY FINANCIAL GROUP EQUITY 83080P103 82 2,922 SH SOLE 1 2,922
SKYLINE CORP. EQUITY 830830105 188 4,712 SH SOLE 1 4,712
SKYWEST INC EQUITY 830879102 17421 958,246 SH SOLE 1 958,246
SKYWORKS SOLUTIONS INC EQUITY 83088M102 802 108,814 SH SOLE 1 108,814
SL GREEN REALTY CORP. EQUITY 78440X101 261 4,052 SH SOLE 1 4,052
SLM CORP EQUITY 78442P106 26 505 SH DEFINED 2 505
SLM CORP EQUITY 78442P106 40991 1,424,693 SH SOLE 1 209,509
SMART & FINAL, INC., EQUITY 831683107 113 9,186 SH SOLE 1 9,186
SMITH INTERNATIONAL, INC. EQUITY 832110100 12173 191,101 SH SOLE 1 191,101
SMITH, A.O. CORP. EQUITY 831865209 310 11,606 SH SOLE 1 11,606
SMITHFIELD FOODS INC EQUITY 832248108 4926 180,652 SH SOLE 1 180,652
SMURFIT STONE CONTAINER CO EQUITY 832727101 1000 98,300 SH DEFINED 2 98,300
SMURFIT-STONE CONTAINER CORP. EQUITY 832727101 240 23,639 SH SOLE 1 23,639
SNAP ON INC EQUITY 833034101 3 75 SH DEFINED 2 75
SNAP-ON, INC. EQUITY 833034101 912 26,602 SH SOLE 1 26,602
SOHU.COM INC EQUITY 83408W103 376 17,159 SH SOLE 1 17,159
SOLECTRON CORP EQUITY 834182107 4 1,163 SH DEFINED 2 1,163
SOLECTRON CORP. EQUITY 834182107 1681 443,660 SH SOLE 1 443,660
SOMANETICS CORP EQUITY 834445405 158 7,030 SH SOLE 1 7,030
SONIC AUTOMOTIVE INC EQUITY 83545G102 432 20,301 SH SOLE 1 20,301
SONIC CORP. EQUITY 835451105 38 1,252 SH SOLE 1 1,252
SONIC SOLUTIONS EQUITY 835460106 312 16,771 SH SOLE 1 16,771
SONICWALL INC EQUITY 835470105 199 36,934 SH SOLE 1 36,934
SONOCO PRODUCTS CO. EQUITY 835495102 4750 179,259 SH SOLE 1 179,259
SONOSIGHT, INC. EQUITY 83568G104 330 10,644 SH SOLE 1 10,644
SONUS NETWORKS INC EQUITY 835916107 818 171,443 SH SOLE 1 171,443
SOTHEBY'S HOLDINGS, INC. CLASS A EQUITY 835898107 1559 113,795 SH SOLE 1 113,795
SOUND FEDERAL BANCORP INC EQUITY 83607V104 124 7,699 SH SOLE 1 7,699
SOURCE INTERLINK COS INC EQUITY 836151209 282 22,797 SH SOLE 1 22,797
SOURCECORP EQUITY 836167106 215 10,823 SH SOLE 1 10,823
SOUTH FINANCIAL GROUP INC. EQUITY 837841105 59 2,060 SH SOLE 1 2,060
SOUTH JERSEY INDUSTRIES, INC. EQUITY 838518108 590 9,656 SH SOLE 1 9,656
SOUTHERN CO EQUITY 842587107 31 895 SH DEFINED 2 895
SOUTHERN CO EQUITY 842587107 14504 418,345 SH SOLE 1 418,345
SOUTHERN PERU COPPER CORP. EQUITY 843611104 2200 51,363 SH SOLE 1 51,363
SOUTHERN UNION CO. EQUITY 844030106 58 2,378 SH SOLE 1 2,378
SOUTHSIDE BANCSHARES INC EQUITY 84470P109 139 6,771 SH SOLE 1 6,771
SOUTHWEST AIRLINES CO. EQUITY 844741108 4714 338,398 SH SOLE 1 338,398
SOUTHWEST AIRLS CO EQUITY 844741108 2082 149,492 SH DEFINED 2 149,492
SOUTHWEST BANCORP INC EQUITY 844767103 192 9,398 SH SOLE 1 9,398
SOUTHWEST GAS CORP EQUITY 844895102 663 25,986 SH SOLE 1 25,986
SOUTHWEST WTR CO EQUITY 845331107 159 13,449 SH SOLE 1 13,449
SOUTHWESTERN ENERGY CO. EQUITY 845467109 71 1,512 SH SOLE 1 1,512
SOVEREIGN BANCORP INC EQUITY 845905108 10 439 SH DEFINED 2 439
SOVEREIGN BANCORP, INC. EQUITY 845905108 3748 167,749 SH SOLE 1 167,749
SOVRAN SELF STORAGE, INC. EQUITY 84610H108 558 12,279 SH SOLE 1 12,279
SPANISH BROADCASTING SYS, INC. CLASS EQUITY 846425882 266 26,627 SH SOLE 1 26,627
SPARTAN STORES INC EQUITY 846822104 211 14,365 SH SOLE 1 14,365
SPARTECH CORP. EQUITY 847220209 396 22,249 SH SOLE 1 22,249
SPATIALIGHT INC EQUITY 847248101 114 20,052 SH SOLE 1 20,052
SPECIALTY LABORATORIES INC EQUITY 84749R100 44 5,272 SH SOLE 1 5,272
SPECTRALINK CORP EQUITY 847580107 139 13,229 SH SOLE 1 13,229
SPECTRASITE INC EQUITY 84761M104 56 750 SH SOLE 1 750
SPECTRUM BRANDS INC EQUITY 84762L105 27 817 SH SOLE 1 817
SPEEDWAY MOTORSPORTS EQUITY 847788106 389 10,630 SH SOLE 1 10,630
SPHERION CORPORATION EQUITY 848420105 281 42,588 SH SOLE 1 42,588
SPINNAKER EXPLORATION CO EQUITY 84855W109 616 17,355 SH SOLE 1 17,355
SPIRIT FINANCE CORP EQUITY 848568309 597 50,777 SH SOLE 1 50,777
SPORTS AUTHORITY INC EQUITY 84917U109 568 17,873 SH SOLE 1 17,873
SPRINT CORP EQUITY 852061100 44 1,772 SH DEFINED 2 1,772
SPRINT CORP EQUITY 852061100 44707 1,378,760 SH SOLE 1 1,378,760
SPSS, INC. EQUITY 78462K102 236 12,300 SH SOLE 1 12,300
SPX CORP. EQUITY 784635104 6248 135,889 SH SOLE 1 135,889
SRA INTL INC CL A EQUITY 78464R105 1 28200 SH SOLE 3 28200
SS&C TECHNOLOGIES INC EQUITY 85227Q100 352 11,106 SH SOLE 1 11,106
SSA GLOBAL TECHNOLOGIES INC EQUITY 78465P108 76 6,299 SH SOLE 1 6,299
ST JUDE MED INC EQUITY 790849103 11938 273,736 SH DEFINED 2 273,736
ST JUDE MEDICAL, INC. EQUITY 790849103 13774 315,835 SH SOLE 1 315,835
ST. MARY LAND & EXPLORATION EQUITY 792228108 1146 39,541 SH SOLE 1 39,541
ST. PAUL TRAVELERS COMPANIES, INC. EQUITY 792860108 59865 1,514,421 SH SOLE 1 1,514,421
STAGE STORES INC EQUITY 85254C305 551 12,639 SH SOLE 1 12,639
STAMPS COM INC COM NEW EQUITY 852857200 1 73300 SH SOLE 3 73300
STAMPS.COM INC EQUITY 852857200 210 11,193 SH SOLE 1 11,193
STANCORP FINANCIAL GROUP, INC. EQUITY 852891100 3881 50,678 SH SOLE 1 50,678
STANDARD MICROSYSTEMS CORP. EQUITY 853626109 337 14,402 SH SOLE 1 14,402
STANDARD MOTOR PRODUCTS, INC. EQUITY 853666105 136 10,289 SH SOLE 1 10,289
STANDARD PAC CORP NEW COM EQUITY 85375C101 2 22937 SH SOLE 3 22937 883
STANDARD PACIFIC CORP. EQUITY 85375C101 80 912 SH SOLE 1 912
STANDARD REGISTER CO. EQUITY 853887107 187 11,835 SH SOLE 1 11,835
STANDEX INTERNATIONAL CORP. EQUITY 854231107 242 8,535 SH SOLE 1 8,535
STANLEY FURNITURE CO INC EQUITY 854305208 221 8,987 SH SOLE 1 8,987
STANLEY WORKS EQUITY 854616109 4 93 SH DEFINED 2 93
STANLEY WORKS EQUITY 854616109 1555 34,153 SH SOLE 1 34,153
STAPLES INC EQUITY 855030102 19 880 SH DEFINED 2 880
STAPLES, INC. EQUITY 855030102 13827 649,474 SH SOLE 1 649,474
STAR SCIENTIFIC INC EQUITY 85517P101 112 24,969 SH SOLE 1 24,969
STARBUCKS CORP EQUITY 855244109 25 478 SH DEFINED 2 478
STARBUCKS CORP. EQUITY 855244109 15352 297,178 SH SOLE 1 297,178
STARTEK INC EQUITY 85569C107 1626 99,031 SH SOLE 1 99,031
STARWOOD HOTELS & RESORTS WW EQUITY 85590A203 5782 98,725 SH SOLE 1 98,725
STATE AUTO FINANCIAL CORP. EQUITY 855707105 300 9,671 SH SOLE 1 9,671
STATE BANCORP INC EQUITY 855716106 128 5,658 SH SOLE 1 5,658
STATE FINL SERVICES CORP-A EQUITY 856855101 160 3,982 SH SOLE 1 3,982
STATE STREET CORP. EQUITY 857477103 6907 143,158 SH SOLE 1 143,158
STATE STREET CORPORATION EQUITY 857477103 19 398 SH DEFINED 2 398
STATION CASINOS, INC. EQUITY 857689103 64 970 SH SOLE 1 970
STATS CHIPPAC LTD-ADR EQUITY 85771T104 311 43,742 SH SOLE 1 43,742
STEEL DYNAMICS, INC. EQUITY 858119100 2662 101,405 SH SOLE 1 101,405
STEEL TECHNOLOGIES INC EQUITY 858147101 130 7,713 SH SOLE 1 7,713
STEELCASE INC-CL A EQUITY 858155203 17 1,208 SH SOLE 1 1,208
STEIN MART, INC. EQUITY 858375108 391 17,797 SH SOLE 1 17,797
STEINWAY MUSICAL INSTRUMENTS EQUITY 858495104 12086 411,655 SH SOLE 1 411,655
STELLENT INC EQUITY 85856W105 124 16,522 SH SOLE 1 16,522
STEMCELLS INC EQUITY 85857R105 182 43,181 SH SOLE 1 43,181
STEPAN CO. EQUITY 858586100 80 3,642 SH SOLE 1 3,642
STEREOTAXIS INC EQUITY 85916J102 113 14,062 SH SOLE 1 14,062
STERICYCLE INC EQUITY 858912108 5747 114,200 SH DEFINED 2 114,200
STERICYCLE, INC. EQUITY 858912108 4115 81,781 SH SOLE 1 81,781
STERIS CORP COM EQUITY 859152100 4406 170,969 SH SOLE 1 170,969
STERLING BANCORP EQUITY 859158107 271 12,674 SH SOLE 1 12,674
STERLING BANCSHARES, INC. EQUITY 858907108 486 31,254 SH SOLE 1 31,254
STERLING FINANCIAL CORP EQUITY 859317109 376 17,659 SH SOLE 1 17,659
STERLING FINL CORP WAS EQUITY 859319105 596 15,926 SH SOLE 1 15,926
STEVEN MADDEN, LTD. EQUITY 556269108 159 8,977 SH SOLE 1 8,977
STEWART & STEVENSON SERVICES EQUITY 860342104 453 19,987 SH SOLE 1 19,987
STEWART ENTERPRISES, INC. EQUITY 860370105 477 73,431 SH SOLE 1 73,431
STEWART INFORMATION SERVICES COM EQUITY 860372101 495 11,796 SH SOLE 1 11,796
STIFEL FINANCIAL CORP EQUITY 860630102 140 5,810 SH SOLE 1 5,810
STILLWATER MINING CO. EQUITY 86074Q102 209 28,159 SH SOLE 1 28,159
STONE ENERGY CORP. EQUITY 861642106 809 16,538 SH SOLE 1 16,538
STORAGE TECHNOLOGY CORP. EQUITY 862111200 9613 264,884 SH SOLE 1 264,884
STRATAGENE CORP EQUITY 86269H107 45 5,134 SH SOLE 1 5,134
STRATASYS INC EQUITY 862685104 236 7,214 SH SOLE 1 7,214
STRATEGIC HOTEL CAPITAL INC EQUITY 86272T106 403 22,375 SH SOLE 1 22,375
STRATTEC SEC CORP EQUITY 863111100 142 2,613 SH SOLE 1 2,613
STRAYER EDUCATION, INC EQUITY 863236105 873 10,115 SH SOLE 1 10,115
STRIDE RITE CORP. EQUITY 863314100 345 25,014 SH SOLE 1 25,014
STRYKER CORP EQUITY 863667101 530 11,147 SH DEFINED 2 11,147
Stryker Corp EQUITY 863667101 951 20,000 SH SOLE 4 20,000
STRYKER CORP. EQUITY 863667101 9049 190,257 SH SOLE 1 190,257
STUDENT LOAN CORP. EQUITY 863902102 18 83 SH SOLE 1 83
STURM, RUGER & CO., INC. EQUITY 864159108 123 14,650 SH SOLE 1 14,650
SUFFOLK BANCORP EQUITY 864739107 237 7,343 SH SOLE 1 7,343
SUMMIT BANCSHARES INC EQUITY 866011109 123 7,105 SH SOLE 1 7,105
SUMMIT FINANCIAL GROUP INC EQUITY 86606G101 116 3,545 SH SOLE 1 3,545
SUN BANCORP INC EQUITY 86663B102 161 7,778 SH SOLE 1 7,778
SUN COMMUNITIES, INC. EQUITY 866674104 462 12,427 SH SOLE 1 12,427
SUN HEALTHCARE GROUP COM NEW EQUITY 866933401 2 278900 SH SOLE 3 278900
SUN HEALTHCARE GROUP INC - W/I EQUITY 866933401 18 2,793 SH SOLE 1 2,793
SUN HYDRAULICS CORP EQUITY 866942105 113 3,094 SH SOLE 1 3,094
SUN HYDRAULICS CORP COM EQUITY 866942105 3 82000 SH SOLE 3 82000
SUN LIFE FINANCIAL SERVICES OF CANADA EQUITY 866796105 3943 117,100 SH Defined 1 0 117,100
SUN MICROSYSTEMS INC EQUITY 866810104 15 4,096 SH DEFINED 2 4,096
SUN MICROSYSTEMS, INC. EQUITY 866810104 6760 1,812,392 SH SOLE 1 1,812,392
SUNCOM WIRELESS HOLDING-CL A EQUITY 86722Q108 1080 500,000 SH SOLE 1 500,000
SUNGARD DATA SYS INC EQUITY 867363103 12 348 SH DEFINED 2 348
SUNGARD DATA SYSTEMS, INC. EQUITY 867363103 9212 261,931 SH SOLE 1 261,931
SUNOCO INC EQUITY 86764P109 10 92 SH DEFINED 2 92
SUNOCO, INC. EQUITY 86764P109 9762 85,872 SH SOLE 1 85,872
SUNOPTA INC EQUITY 8676EP108 1465 258,000 SH DEFINED 2 258,000
SUNRISE SENIOR LIVING INC EQUITY 86768K106 617 11,434 SH SOLE 1 11,434
SUNSTONE HOTEL INVESTORS INC EQUITY 867892101 5070 208,969 SH SOLE 1 208,969
SUNTERRA CORP EQUITY 86787D208 218 13,430 SH SOLE 1 13,430
SUNTRUST BANKS, INC. EQUITY 867914103 16775 232,217 SH SOLE 1 232,217
SUNTRUST BKS INC EQUITY 867914103 29 401 SH DEFINED 2 401
SUPERGEN, INC. EQUITY 868059106 175 35,353 SH SOLE 1 35,353
SUPERIOR ENERGY SERVICES, INC. EQUITY 868157108 955 53,663 SH SOLE 1 53,663
SUPERIOR ESSEX INC EQUITY 86815V105 209 11,825 SH SOLE 1 11,825
SUPERIOR INDUSTRIES INTL, INC. EQUITY 868168105 363 15,316 SH SOLE 1 15,316
SUPERTEX INC EQUITY 868532102 122 6,901 SH SOLE 1 6,901
SUPERVALU INC EQUITY 868536103 5 163 SH DEFINED 2 163
SUPERVALU, INC. EQUITY 868536103 2038 62,511 SH SOLE 1 62,511
SUPPORTSOFT INC EQUITY 868587106 154 29,696 SH SOLE 1 29,696
SUREWEST COMMUNICATION EQUITY 868733106 259 10,079 SH SOLE 1 10,079
SURMODICS INC EQUITY 868873100 453 10,436 SH SOLE 1 10,436
SUSQUEHANNA BANCSHARES, INC. EQUITY 869099101 792 32,226 SH SOLE 1 32,226
SVB FINANCIAL GROUP EQUITY 78486Q101 4202 87,714 SH SOLE 1 87,714
SWIFT ENERGY CO. EQUITY 870738101 701 19,573 SH SOLE 1 19,573
SWIFT TRANSPORTATION CO., INC. EQUITY 870756103 2601 111,697 SH SOLE 1 111,697
SWS GROUP INC EQUITY 78503N107 182 10,610 SH SOLE 1 10,610
SYBASE, INC. EQUITY 871130100 2974 162,094 SH SOLE 1 162,094
SYBRON DENTAL SPECIALTIES INC. EQUITY 871142105 1042 27,696 SH SOLE 1 27,696
SYCAMORE NETWORKS, INC EQUITY 871206108 421 121,916 SH SOLE 1 121,916
SYKES ENTERPRISES, INC. EQUITY 871237103 169 17,790 SH SOLE 1 17,790
SYMANTEC CORP EQUITY 871503108 40777 1,875,655 SH DEFINED 2 1,875,655
SYMANTEC CORP. EQUITY 871503108 12781 453,855 SH SOLE 1 453,855
SYMBION INC EQUITY 871507109 285 11,967 SH SOLE 1 11,967
SYMBOL TECHNOLOGIES INC EQUITY 871508107 3 293 SH DEFINED 2 293
SYMBOL TECHNOLOGIES, INC. EQUITY 871508107 1087 110,167 SH SOLE 1 110,167
SYMMETRICOM, INC. EQUITY 871543104 330 31,857 SH SOLE 1 31,857
SYMMETRY MED INC COM EQUITY 871546206 3 124300 SH SOLE 3 124300
SYMMETRY MEDICAL INC EQUITY 871546206 135 5,755 SH SOLE 1 5,755
SYMS CORP EQUITY 871551107 66 4,504 SH SOLE 1 4,504
SYMX TECHNOLOGIES INC. EQUITY 87155S108 630 22,526 SH SOLE 1 22,526
SYNAPTICS INC EQUITY 87157D109 345 16,138 SH SOLE 1 16,138
SYNIVERSE HOLDINGS INC EQUITY 87163F106 170 12,153 SH SOLE 1 12,153
SYNNEX CORP EQUITY 87162W100 105 5,968 SH SOLE 1 5,968
SYNOPSYS INC. EQUITY 871607107 4475 268,452 SH SOLE 1 268,452
SYNOVUS FINANCIAL CORP. EQUITY 87161C105 14760 514,823 SH SOLE 1 514,823
SYNOVUS FINL CORP EQUITY 87161C105 11 382 SH DEFINED 2 382
SYNTEL, INC. EQUITY 87162H103 87 5,408 SH SOLE 1 5,408
SYNTROLEUM CORPORATION EQUITY 871630109 277 26,977 SH SOLE 1 26,977
SYPRIS SOLUTIONS INC EQUITY 871655106 76 6,160 SH SOLE 1 6,160
SYSCO CORP EQUITY 871829107 11291 311,991 SH DEFINED 2 311,991
SYSCO CORP. EQUITY 871829107 11425 315,706 SH SOLE 1 315,706
SYSTEMAX INC EQUITY 871851101 45 6,660 SH SOLE 1 6,660
T ROWE PRICE GROUP INC. EQUITY 74144T108 3475 55,511 SH SOLE 1 55,511
TAIWAN SEMICONDUCTOR-SP ADR EQUITY 874039100 49 5,336 SH SOLE 1 5,336
TAKE-TWO INTERACTIVE SOFTWARE EQUITY 874054109 39 1,545 SH SOLE 1 1,545
TALBOTS INC EQUITY 874161102 514 15,827 SH SOLE 1 15,827
TALISMAN ENERGY INC. EQUITY 87425E103 4599 122,800 SH Defined 1 0 122,800
TALK AMERICA HOLDINGS INC EQUITY 87426R202 188 18,814 SH SOLE 1 18,814
TALX CORP EQUITY 874918105 380 13,136 SH SOLE 1 13,136
TANGER FACTORY OUTLET CTRS EQUITY 875465106 566 21,024 SH SOLE 1 21,024
TANOX INC EQUITY 87588Q109 198 16,904 SH SOLE 1 16,904
TARGET CORP EQUITY 87612E106 58 1,068 SH DEFINED 2 1,068
TARGET CORPORATION EQUITY 87612E106 22024 404,776 SH SOLE 1 404,776
TARO PHARMACEUTICALS INDUS EQUITY M8737E108 3672 126,310 SH SOLE 1 126,310
TARRAGON CORP EQUITY 876287103 185 7,310 SH SOLE 1 7,310
TASER INTERNATIONAL INC EQUITY 87651B104 424 42,212 SH SOLE 1 42,212
TAUBMAN CENTERS, INC. EQUITY 876664103 1311 38,448 SH SOLE 1 38,448
TAYLOR CAPITAL GROUP INC EQUITY 876851106 110 2,802 SH SOLE 1 2,802
TBC CORP EQUITY 872183108 421 15,505 SH SOLE 1 15,505
TCF FINANCIAL CORP. EQUITY 872275102 5874 226,964 SH SOLE 1 226,964
TD BANKNORTH INC EQUITY 87235A101 70 2,361 SH SOLE 1 2,361
TECH DATA CORP. EQUITY 878237106 3880 106,009 SH SOLE 1 106,009
TECHE CORP. EQUITY 878377100 3177 69,197 SH SOLE 1 69,197
TECHNE CORP EQUITY 878377100 1116 24,300 SH DEFINED 2 24,300
TECHNICAL OLYMPIC USA INC EQUITY 878483106 250 10,306 SH SOLE 1 10,306
TECHNITROL, INC. EQUITY 878555101 395 27,956 SH SOLE 1 27,956
TECHNOLOGY INVSTMT CAP CORP EQUITY 878717305 136 9,204 SH SOLE 1 9,204
Technology Select Sector Spdr Tr EQUITY 81369Y803 498 25,000 SH SOLE 4 25,000
TECHTEAM GLOBAL INC COM EQUITY 878311109 2 128900 SH SOLE 3 128900
TECO ENERGY INC EQUITY 872375100 5 257 SH DEFINED 2 257
TECO ENERGY, INC. EQUITY 872375100 1800 95,202 SH SOLE 1 95,202
TECUMSEH PRODUCTS CO. CLASS A EQUITY 878895200 1216 44,326 SH SOLE 1 44,326
TEJON RANCH CO. EQUITY 879080109 309 6,004 SH SOLE 1 6,004
TEKELEC EQUITY 879101103 656 39,038 SH SOLE 1 39,038
TEKELEC COM EQUITY 879101103 1 49815 SH SOLE 3 49815 2554
TEKELEC INC EQUITY 879101103 3442 204,900 SH DEFINED 2 204,900
TEKTRONIX INC EQUITY 879131100 3 112 SH DEFINED 2 112
TEKTRONIX, INC. EQUITY 879131100 946 40,650 SH SOLE 1 40,650
TELE NORTE LESTE PARTICIPACOES S.A. A EQUITY 879246106 2041 122,570 SH SOLE 1 122,570
TELECOM ARGENTINA S.A. - ADR EQUITY 879273209 1460 122,300 SH SOLE 1 122,300
TELECOM DE CHILE SPONS ADR EQUITY 204449300 1905 187,340 SH SOLE 1 187,340
TELEDYNE TECHOLOGIES INC EQUITY 879360105 749 22,995 SH SOLE 1 22,995
TELEFLEX INC. EQUITY 879369106 4138 69,695 SH SOLE 1 69,695
TELEFONOS DE MEXIC ADR-EACH EQUITY 879403780 3586 189,840 SH SOLE 1 189,840
TELEPHONE AND DATA SYSTEMS EQUITY 879433100 8051 197,271 SH SOLE 1 197,271
TELETECH HOLDINGS EQUITY 879939106 201 24,631 SH SOLE 1 24,631
TELEWEST GLOBAL INC EQUITY 87956T107 18993 833,771 SH SOLE 1 833,771
TELIK INC EQUITY 87959M109 583 35,895 SH SOLE 1 35,895
TELKONET INC EQUITY 879604106 121 24,537 SH SOLE 1 24,537
TELLABS INC EQUITY 879664100 5 539 SH DEFINED 2 539
TELLABS, INC. EQUITY 879664100 1943 223,294 SH SOLE 1 223,294
TEMPLE INLAND INC EQUITY 879868107 5 148 SH DEFINED 2 148
TEMPLE-INLAND INC. EQUITY 879868107 2126 57,229 SH SOLE 1 57,229
TEMPUR-PEDIC INTERNATIONAL EQUITY 88023U101 20 900 SH SOLE 1 900
TENARIS SA-ADR EQUITY 88031M109 2952 37,711 SH SOLE 1 37,711
TENET HEALTHCARE CORP EQUITY 88033G100 7 560 SH DEFINED 2 560
TENET HEALTHCARE CORP. EQUITY 88033G100 2630 214,907 SH SOLE 1 214,907
TENNANT CO. EQUITY 880345103 193 5,444 SH SOLE 1 5,444
TENNECO AUTOMOTIVE INC EQUITY 880349105 501 30,122 SH SOLE 1 30,122
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TERADYNE, INC. EQUITY 880770102 1066 89,034 SH SOLE 1 89,034
TERAYON COMMUNICATION EQUITY 880775101 168 54,349 SH SOLE 1 54,349
TERCICA INC EQUITY 88078L105 67 7,701 SH SOLE 1 7,701
TEREX CORP. EQUITY 880779103 54 1,374 SH SOLE 1 1,374
TERRA INDUSTRIES, INC. EQUITY 880915103 6531 959,054 SH SOLE 1 959,054
TERREMARK WORLDWIDE INC EQUITY 881448203 145 20,694 SH SOLE 1 20,694
TESORO CORP EQUITY 881609101 75 1,616 SH SOLE 1 1,616
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TETRA TECHNOLOGIES, INC. EQUITY 88162F105 497 15,617 SH SOLE 1 15,617
TEVA PHARMACEUTCL INDS (ADR) EQUITY 881624209 1 31233 SH SOLE 3 31233 1525
TEVA PHARMACEUTICAL ADR EQUITY 881624209 964 30,960 SH SOLE 1 30,960
TEXAS CAPITAL BANCSHARES INC EQUITY 88224Q107 305 15,431 SH SOLE 1 15,431
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TEXAS REGIONAL BANCSHARES, INC CLASS EQUITY 882673106 3101 101,736 SH SOLE 1 101,736
TEXAS ROADHOUSE INC EQUITY 882681109 935 26,900 SH DEFINED 2 26,900
TEXAS ROADHOUSE INC-CLASS A EQUITY 882681109 505 14,544 SH SOLE 1 14,544
TEXTRON FINANCIAL CORP EQUITY 883203101 4644 61,230 SH SOLE 1 61,230
TEXTRON INC EQUITY 883203101 13 166 SH DEFINED 2 166
THE GENLYTE GROUP, INC. EQUITY 372302109 807 16,564 SH SOLE 1 16,564
THE HERSHEY COMPANY EQUITY 427866108 5810 93,560 SH SOLE 1 93,560
THE ST JOE COMPANY EQUITY 790148100 94 1,150 SH SOLE 1 1,150
THE ST PAUL TRAVELERS COS EQUITY 792860108 32 810 SH DEFINED 2 810
THE STEAK N SHAKE COMPANY EQUITY 857873103 357 19,191 SH SOLE 1 19,191
THE TITAN CORPORATION EQUITY 888266103 3492 153,569 SH SOLE 1 153,569
THE YANKEE CANDLE CO. EQUITY 984757104 1007 31,365 SH SOLE 1 31,365
THERMO ELECTRON CORP EQUITY 883556102 5 192 SH DEFINED 2 192
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THERMOGENESIS CORP EQUITY 883623209 138 31,673 SH SOLE 1 31,673
THOMAS & BETTS CORP. EQUITY 884315102 3055 108,175 SH SOLE 1 108,175
THOMAS INDUSTRIES, INC. EQUITY 884425109 414 10,372 SH SOLE 1 10,372
THOMAS NELSON EQUITY 640376109 172 7,925 SH SOLE 1 7,925
THOR INDUSTRIES, INC. EQUITY 885160101 3319 105,585 SH SOLE 1 105,585
THORATEC LABORATORIES CORP. EQUITY 885175307 511 33,343 SH SOLE 1 33,343
THORNBURG MORTGAGE INC. EQUITY 885218107 5407 185,625 SH SOLE 1 185,625
THQ INC EQUITY 872443403 794 27,110 SH SOLE 1 27,110
THRESHOLD PHARMACEUTICALS EQUITY 885807107 32 3,865 SH SOLE 1 3,865
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TIENS BIOTECH GROUP USA INC EQUITY 88650T104 18 2,858 SH SOLE 1 2,858
TIERONE CORP EQUITY 88650R108 340 12,531 SH SOLE 1 12,531
TIFFANY & CO. EQUITY 886547108 2269 69,275 SH SOLE 1 69,275
TIFFANY + CO NEW EQUITY 886547108 17 525 SH DEFINED 2 525
TIMBERLAND COMPANY EQUITY 887100105 4194 108,324 SH SOLE 1 108,324
TIME WARNER INC EQUITY 887317105 77615 4,644,803 SH SOLE 1 4,644,803
TIME WARNER INC NEW EQUITY 887317105 7872 471,142 SH DEFINED 2 471,142
TIME WARNER TELECOM EQUITY 887319101 205 34,644 SH SOLE 1 34,644
TIMKEN CO. EQUITY 887389104 38 1,662 SH SOLE 1 1,662
TIPPERARY CORP EQUITY 888002300 78 12,487 SH SOLE 1 12,487
TITAN INTERNATIONAL INC EQUITY 88830M102 125 8,967 SH SOLE 1 8,967
TITANIUM METALS CORPORATION EQUITY 888339207 221 3,899 SH SOLE 1 3,899
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TJX COS INC NEW EQUITY 872540109 14 568 SH DEFINED 2 568
TNS INC EQUITY 872960109 210 8,998 SH SOLE 1 8,998
TODCO EQUITY 88889T107 4323 168,400 SH DEFINED 2 168,400
TODCO CL A EQUITY 88889T107 1 47500 SH SOLE 3 47500
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TOLL BROTHERS, INC. EQUITY 889478103 11431 112,561 SH SOLE 1 112,561
TOMPKINS TRUSTCO INC EQUITY 890110109 190 4,379 SH SOLE 1 4,379
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TORCHMARK CORP. EQUITY 891027104 2756 52,799 SH SOLE 1 52,799
TORCHMARK INC EQUITY 891027104 7 133 SH DEFINED 2 133
TOREADOR RESOURCES CORP EQUITY 891050106 239 9,828 SH SOLE 1 9,828
TORO CO. EQUITY 891092108 35 897 SH SOLE 1 897
TORONTO DOMINION BK EQUITY 891160509 6513 146,084 SH Defined 1 0 146,084
TOTAL SYSTEM SERVICE EQUITY 891906109 19 777 SH SOLE 1 777
TOWER GROUP INC EQUITY 891777104 181 11,572 SH SOLE 1 11,572
TOWN & COUNTRY TRUST EQUITY 892081100 380 13,313 SH SOLE 1 13,313
TOYS R US INC EQUITY 892335100 7 264 SH DEFINED 2 264
TOYS R US INC. EQUITY 892335100 6143 231,991 SH SOLE 1 231,991
TRACTOR SUPPLY CO EQUITY 892356106 1114 22,682 SH SOLE 1 22,682
TRADESTATION GROUP INC EQUITY 89267P105 118 13,793 SH SOLE 1 13,793
TRAMMELL CROW CO. EQUITY 89288R106 584 24,107 SH SOLE 1 24,107
TRANS WORLD ENTERTAINMENT CORP EQUITY 89336Q100 158 13,385 SH SOLE 1 13,385
TRANSACTION SYSTEMS ARCHITECTS CLASS EQUITY 893416107 2195 89,136 SH SOLE 1 89,136
TRANSATLANTIC HOLDINGS INC EQUITY 893521104 40 719 SH SOLE 1 719
TRANSATLANTIC HOLDINGS INC EQUITY 893521104 2182152 39,092,662 SH SOLE 1 39,092,662
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TRANSOCEAN INC EQUITY G90078109 12 228 SH DEFINED 2 228
TRANSOCEAN INC EQUITY G90078109 13307 246,556 SH SOLE 1 246,556
TRANSWITCH CORP. EQUITY 894065101 147 71,578 SH SOLE 1 71,578
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TREDEGAR CORP. EQUITY 894650100 309 19,799 SH SOLE 1 19,799
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TRIAD GUARANTY, INC. EQUITY 895925105 311 6,167 SH SOLE 1 6,167
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TRIAD HOSPITALS, INC. EQUITY 89579K109 7968 145,834 SH SOLE 1 145,834
TRIAD HOSPS INC EQUITY 89579K109 710 13,000 SH DEFINED 2 13,000
TRIARC COS-B EQUITY 895927309 392 26,395 SH SOLE 1 26,395
TRIBUNE CO NEW EQUITY 896047107 13 358 SH DEFINED 2 358
TRIBUNE CO. EQUITY 896047107 4772 135,654 SH SOLE 1 135,654
TRICO BANCSHARES EQUITY 896095106 187 8,365 SH SOLE 1 8,365
TRIDENT MICROSYSTEMS INC EQUITY 895919108 397 17,482 SH SOLE 1 17,482
TRIMBLE NAVIGATION LTD. EQUITY 896239100 43 1,094 SH SOLE 1 1,094
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TRIPATH IMAGIN INC EQUITY 896942109 179 20,885 SH SOLE 1 20,885
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TRIUMPH GROUP, INC. EQUITY 896818101 382 10,978 SH SOLE 1 10,978
TRI-VALLEY CORP EQUITY 895735108 214 15,368 SH SOLE 1 15,368
TRIZEC PROPERTIES INC EQUITY 89687P107 184 8,941 SH SOLE 1 8,941
TRIZETTO GROUP INC EQUITY 896882107 410 29,268 SH SOLE 1 29,268
TRM CORPORATION EQUITY 872636105 126 7,471 SH SOLE 1 7,471
TRUSTCO BANK CORP. NY EQUITY 898349105 679 51,979 SH SOLE 1 51,979
TRUSTMARK CORP. EQUITY 898402102 955 32,665 SH SOLE 1 32,665
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TRW AUTOMOTIVE HOLDINGS CORP EQUITY 87264S106 23 936 SH SOLE 1 936
TTM TECHONOLOGIES EQUITY 87305R109 217 28,501 SH SOLE 1 28,501
TUESDAY MORNING CORPORATION EQUITY 899035505 563 17,848 SH SOLE 1 17,848
TUPPERWARE CORP. EQUITY 899896104 3208 137,272 SH SOLE 1 137,272
TURBOCHEF TECHNOLOGIES INC EQUITY 900006206 158 8,837 SH SOLE 1 8,837
TVI CORP NEW COM EQUITY 872916101 1 288500 SH SOLE 3 288500
TXU CORP EQUITY 873168108 24 284 SH DEFINED 2 284
TXU CORP EQUITY 873168108 8557 102,984 SH SOLE 1 102,984
TYCO INTERNATIONAL, LTD. EQUITY 902124106 69408 2,376,982 SH SOLE 1 2,376,982
TYCO INTL LTD EQUITY 902124106 14222 487,059 SH DEFINED 2 487,059
TYLER TECHNOLOGIES INC EQUITY 902252105 184 24,389 SH SOLE 1 24,389
TYSON FOODS, INC. CLASS A EQUITY 902494103 9742 547,296 SH SOLE 1 547,296
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UGI CORP. EQUITY 902681105 80 2,884 SH SOLE 1 2,884
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UIL HOLDINGS CORP. EQUITY 902748102 544 10,117 SH SOLE 1 10,117
ULTICOM INC EQUITY 903844108 95 8,913 SH SOLE 1 8,913
ULTIMATE SOFTWARE GROUP INC EQUITY 90385D107 257 15,701 SH SOLE 1 15,701
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UNION PACIFIC CORP. EQUITY 907818108 7361 113,595 SH SOLE 1 113,595
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UNIT CORP. EQUITY 909218109 34 780 SH SOLE 1 780
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UNITED BANKSHARES INC. WV EQUITY 909907107 920 25,849 SH SOLE 1 25,849
UNITED CAPITAL CORPORATION EQUITY 909912107 52 2,006 SH SOLE 1 2,006
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UNITED COMMUNITY FINANCIAL CO EQUITY 909839102 205 18,700 SH SOLE 1 18,700
UNITED DOMINION REALTY TRUST EQUITY 910197102 6174 256,735 SH SOLE 1 256,735
UNITED DOMINION RLTYTR COM EQUITY 910197102 9660 SH SOLE 3 9660 9660
UNITED FIRE & CASUALTY CO. EQUITY 910331107 472 10,636 SH SOLE 1 10,636
UNITED INDL CORP COM EQUITY 910671106 2 49400 SH SOLE 3 49400
UNITED INDUSTRIAL CORP EQUITY 910671106 257 7,178 SH SOLE 1 7,178
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UNITED PARCEL SERVICE CLASS -B EQUITY 911312106 43020 622,029 SH SOLE 1 622,029
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UNITED STS STL CORP NEW EQUITY 912909108 4 129 SH DEFINED 2 129
UNITED SURGICAL PARTNE EQUITY 913016309 1037 19,914 SH SOLE 1 19,914
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UNITED TECHNOLOGIES CORP EQUITY 913017109 17654 343,800 SH DEFINED 2 343,800
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UNITED THERAPEUTICS CORP. EQUITY 91307C102 753 15,630 SH SOLE 1 15,630
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UNIVERSAL AMER FINANCIAL CORP EQUITY 913377107 389 17,211 SH SOLE 1 17,211
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UNIVISION COMMUNICATIONS I EQUITY 914906102 10 347 SH DEFINED 2 347
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UNIZAN FINANCIAL CORP EQUITY 91528W101 409 15,266 SH SOLE 1 15,266
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UNOVA, INC. EQUITY 91529B106 901 33,845 SH SOLE 1 33,845
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US PHYSICAL THERAPY INC EQUITY 90337L108 157 8,210 SH SOLE 1 8,210
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USA MOBILITY INC EQUITY 90341G103 545 18,549 SH SOLE 1 18,549
USA TRUCK INC EQUITY 902925106 88 3,553 SH SOLE 1 3,553
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USG CORP. EQUITY 903293405 44 1,024 SH SOLE 1 1,024
USI HOLDINGS CORP EQUITY 90333H101 403 31,318 SH SOLE 1 31,318
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V. F. CORP. EQUITY 918204108 3267 57,088 SH SOLE 1 57,088
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VALANCE TECHNOLOGY, INC EQUITY 918914102 81 28,869 SH SOLE 1 28,869
VALASSIS COMMUNICATIONS IN EQUITY 918866104 3538 95,500 SH DEFINED 2 95,500
VALASSIS COMMUNICATIONS, INC. EQUITY 918866104 4576 123,514 SH SOLE 1 123,514
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VALERO ENERGY CORP EQUITY 91913Y100 24 302 SH DEFINED 2 302
VALERO ENERGY CORP. EQUITY 91913Y100 8776 110,932 SH SOLE 1 110,932
VALHI INC EQUITY 918905100 5 261 SH SOLE 1 261
VALLEY NATIONAL BANC EQUITY 919794107 71 3,017 SH SOLE 1 3,017
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VALOR COMMUNICATIONS GROUP EQUITY 920255106 280 20,278 SH SOLE 1 20,278
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VALUECLICK INC. EQUITY 92046N102 705 57,218 SH SOLE 1 57,218
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VARIAN, INC. EQUITY 922206107 3189 84,395 SH SOLE 1 84,395
VASCO DATA SECURITY INTL EQUITY 92230Y104 160 16,541 SH SOLE 1 16,541
VCA ANTECH INC EQUITY 918194101 3336 137,585 SH SOLE 1 137,585
VECTOR GROUP LTD. EQUITY 92240M108 2303 124,005 SH SOLE 1 124,005
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VENTIV HEALTH EQUITY 922793104 356 18,465 SH SOLE 1 18,465
VERIFONE HOLDINGS INC EQUITY 92342Y109 279 17,167 SH SOLE 1 17,167
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VERITAS SOFTWARE CORP EQUITY 923436109 13 514 SH DEFINED 2 514
VERITAS SOFTWARE CORP. EQUITY 923436109 8449 346,275 SH SOLE 1 346,275
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VERIZON COMMUNICATIONS EQUITY 92343V104 20393 590,238 SH DEFINED 2 590,238
VERIZON COMMUNICATIONS EQUITY 92343V104 83920 2,428,958 SH SOLE 1 2,428,958
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VERTEX PHARMACEUTICALS, INC. EQUITY 92532F100 3891 230,930 SH SOLE 1 230,930
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VIACOM INC EQUITY 925524308 120 3,740 SH DEFINED 2 3,740
VIACOM INC CLASS A EQUITY 925524100 24 735 SH DEFINED 2 735
VIACOM, INC. CLASS B EQUITY 925524308 30229 944,064 SH SOLE 1 944,064
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VICOR CORP. EQUITY 925815102 180 13,246 SH SOLE 1 13,246
VICURON PHARMACEUTICALS EQUITY 926471103 3056 109,544 SH SOLE 1 109,544
VIGNETTE CORPORATION EQUITY 926734401 226 20,100 SH SOLE 1 20,100
VIISAGE TECHNOLOGY INC EQUITY 92675K106 100 22,411 SH SOLE 1 22,411
VIMPEL-COMMUNICATIONS-SP ADR EQUITY 68370R109 2151 63,200 SH SOLE 1 63,200
VINEYARD NATL BANCORP CO EQUITY 927426106 170 5,391 SH SOLE 1 5,391
VINTAGE PETROLEUM, INC. EQUITY 927460105 44 1,430 SH SOLE 1 1,430
VIRAGE LOGIC CORPORATION EQUITY 92763R104 97 9,412 SH SOLE 1 9,412
VIRGINIA COMMERCE BANCORP EQUITY 92778Q109 154 6,309 SH SOLE 1 6,309
VIRGINIA FINL CORP EQUITY 927810101 174 4,949 SH SOLE 1 4,949
VIROLOGIC INC EQUITY 92823R201 208 84,015 SH SOLE 1 84,015
VISHAY INTERTECHNOLOGY, INC. EQUITY 928298108 3855 324,801 SH SOLE 1 324,801
VISTACARE INC-CL A EQUITY 92839Y109 141 7,619 SH SOLE 1 7,619
VISTEON CORP EQUITY 92839U107 1 157 SH DEFINED 2 157
VISTEON CORP. EQUITY 92839U107 882 146,269 SH SOLE 1 146,269
VITAL IMAGES INC EQUITY 92846N104 152 8,474 SH SOLE 1 8,474
VITAL SIGNS, INC. EQUITY 928469105 165 3,798 SH SOLE 1 3,798
VITESSE SEMICONDUCTOR CORP EQUITY 928497106 592 283,300 SH DEFINED 2 283,300
VITESSE SEMICONDUCTOR CORP. EQUITY 928497106 314 150,759 SH SOLE 1 150,759
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VOLT INFORMATION SCIENCES INC. EQUITY 928703107 132 5,557 SH SOLE 1 5,557
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Wachovia Corp EQUITY 929903102 1984 40,000 SH SOLE 4 40,000
WACHOVIA CORP EQUITY 929903102 68715 1,385,385 SH SOLE 1 1,385,385
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WASHINGTON POST CO. CLASS B EQUITY 939640108 10370 12,419 SH SOLE 1 12,419
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WATTS WATER TECHNOLOGIES INC., CLASS EQUITY 942749102 579 17,275 SH SOLE 1 17,275
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WEIGHT WATCHERS INTL INC EQUITY 948626106 44 854 SH SOLE 1 854
WEINGARTEN REALTY INVESTORS EQUITY 948741103 6231 158,876 SH SOLE 1 158,876
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WEIS MARKETS INC EQUITY 948849104 381 9,823 SH SOLE 1 9,823
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WELLPOINT INC EQUITY 94973V107 24662 354,137 SH DEFINED 2 354,137
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WEST CORPORATION EQUITY 952355105 16 412 SH SOLE 1 412
WEST MARINE INC EQUITY 954235107 170 9,417 SH SOLE 1 9,417
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WESTAMERICA BANKCORPORATION EQUITY 957090103 4281 81,055 SH SOLE 1 81,055
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WESTERN WIRELESS CORP. CLASS A EQUITY 95988E204 72 1,704 SH SOLE 1 1,704
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WHEELING-PITTSBURG CORP EQUITY 963142302 93 6,047 SH SOLE 1 6,047
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WILMINGTON TRUST CORP EQUITY 971807102 4392 121,978 SH SOLE 1 121,978
WILSHIRE BANCORP INC EQUITY 97186T108 153 10,658 SH SOLE 1 10,658
WILSONS THE LEATHER EXPERTS EQUITY 972463103 87 13,085 SH SOLE 1 13,085
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WIND RIVER SYSTEMS INC. EQUITY 973149107 2973 189,587 SH SOLE 1 189,587
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WINSTON HOTELS INC EQUITY 97563A102 206 18,315 SH SOLE 1 18,315
WINTRUST FINANCIAL CORP EQUITY 97650W108 849 16,214 SH SOLE 1 16,214
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WISCONSIN ENERGY CORP. EQUITY 976657106 8247 211,453 SH SOLE 1 211,453
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WM. WRIGLEY JR. CO. EQUITY 982526105 5794 84,165 SH SOLE 1 84,165
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WOLVERINE WORLD WIDE, INC. EQUITY 978097103 960 39,965 SH SOLE 1 39,965
WOODWARD GOVERNOR CO. EQUITY 980745103 571 6,796 SH SOLE 1 6,796
WORLD ACCEPTANCE CORP. EQUITY 981419104 394 13,121 SH SOLE 1 13,121
WORLD AIR HOLDINGS INC EQUITY 98142V104 190 16,244 SH SOLE 1 16,244
WORLD FUEL SVCS CORP EQUITY 981475106 370 15,791 SH SOLE 1 15,791
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WPS RESOURCES CORP. EQUITY 92931B106 3845 68,352 SH SOLE 1 68,352
WPT ENTERPRISES INC EQUITY 98211W108 77 3,975 SH SOLE 1 3,975
WRIGHT EXPRESS CORP EQUITY 98233Q105 513 27,761 SH SOLE 1 27,761
WRIGHT MED GROUP INC EQUITY 98235T107 1102 41,257 SH SOLE 1 41,257
WRIGLEY WM JR CO EQUITY 982526105 16 235 SH DEFINED 2 235
WSFS FINANCIAL CORP EQUITY 929328102 221 4,038 SH SOLE 1 4,038
WYETH EQUITY 983024100 5701 128,110 SH DEFINED 2 128,110
WYETH EQUITY 983024100 56148 1,261,754 SH SOLE 1 1,261,754
WYNDHAM INTERNATIONAL, INC. EQUITY 983101106 222 200,000 SH SOLE 1 200,000
WYNN RESORTS LTD EQUITY 983134107 388 8,210 SH SOLE 1 8,210
XCEL ENERGY INC EQUITY 98389B100 9 485 SH DEFINED 2 485
XCEL STATES POWER-MINES EQUITY 98389B100 3611 184,980 SH SOLE 1 184,980
XERIUM TECHNOLOGIES INC EQUITY 98416J100 110 9,259 SH SOLE 1 9,259
XEROX CORP EQUITY 984121103 16 1,144 SH DEFINED 2 1,144
XEROX CORP. EQUITY 984121103 8657 627,739 SH SOLE 1 627,739
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XL CAPITAL LTD EQUITY G98255105 7905 137,128 SH SOLE 1 89,076
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X-RITE, INC. EQUITY 983857103 168 14,608 SH SOLE 1 14,608
XTO ENERGY INC EQUITY 98385X106 15 434 SH DEFINED 2 434
XTO ENERGY INC EQUITY 98385X106 5526 162,571 SH SOLE 1 162,571
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YANKEE CANDLE INC EQUITY 984757104 6012 187,300 SH DEFINED 2 187,300
YARDVILLE NATL BANCORP EQUITY 985021104 211 5,908 SH SOLE 1 5,908
YELLOW ROADWAY CORP EQUITY 985577105 5273 103,797 SH SOLE 1 103,797
YORK INTERNATIONAL CORP. EQUITY 986670107 3941 103,707 SH SOLE 1 103,707
YOUNG INNOVATIONS INC EQUITY 987520103 122 3,278 SH SOLE 1 3,278
Yum Brands Inc EQUITY 988498101 2995 57,500 SH SOLE 4 57,500
YUM BRANDS INC EQUITY 988498101 3336 64,053 SH DEFINED 2 64,053
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ZALE CORP. EQUITY 988858106 1105 34,876 SH SOLE 1 34,876
ZARLINK SEMICONDUCTOR INC EQUITY 989139100 337 250,000 SH Defined 1 0 250,000
ZEBRA TECHNOLOGIES CORP. CLASS A EQUITY 989207105 5662 129,294 SH SOLE 1 129,294
ZENITH NATIONAL INSURANCE CORP EQUITY 989390109 746 10,997 SH SOLE 1 10,997
ZHONE TECHNOLOGIES INC NEW EQUITY 98950P108 135 40,379 SH SOLE 1 40,379
ZIMMER HOLDINGS INC EQUITY 98956P102 9087 119,294 SH DEFINED 2 119,294
ZIMMER HOLDINGS INC EQUITY 98956P102 12364 162,319 SH SOLE 1 162,319
ZIONS BANCORP EQUITY 989701107 8 112 SH DEFINED 2 112
ZIONS BANCORPORATION EQUITY 989701107 3033 41,246 SH SOLE 1 41,246
ZIPREALTY INC EQUITY 98974V107 62 4,801 SH SOLE 1 4,801
ZOLL MEDICAL CORP. EQUITY 989922109 168 6,614 SH SOLE 1 6,614
ZOLTEK COMPANIES INC EQUITY 98975W104 83 7,401 SH SOLE 1 7,401
ZORAN CORP. EQUITY 98975F101 399 30,059 SH SOLE 1 30,059
ZUMIEZ INC EQUITY 989817101 63 2,158 SH SOLE 1 2,158
ZUMIEZ INC EQUITY 989817101 157 5,400 SH DEFINED 2 5,400
ZYMOGENETICS INC EQUITY 98985T109 327 18,570 SH SOLE 1 18,570