UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F
FORM 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: December 31, 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 February 14, 2006
------------------------------- ------------------------ -----------------
(Signature) (City, State) (Date)
Report Type (Check only one.):
[X] 13F HOLDINGS REPORT. (Check if all holdings of this reporting manager are
reported in this report.)
[ ] 13F NOTICE. (Check if no holdings reported are in this report, and all
holdings are reported in this report and a portion are reported by other
reporting manager(s).)
[ ] 13F COMBINATION REPORT. (Check if a portion of the holdings for this
reporting manager are reported in this report and a portion are reported by
other reporting manager(s).)
FORM 13F SUMMARY PAGE
REPORT SUMMARY:
Number of Other Included Managers: 4
Form 13F Information Table Entry Total: 4,008
Form 13F Information Table Value Total: $21,785,397 (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.
13F SECURITIES - 4Q 2005
VOTING AUTHORITY
TITLE ----------------------------
OF CUSIP VALUE SHARES/ SH/ PUT/ INVESTMENT OTHER (A) (B) (C)
ISSUER NAME CLASS NUMBER X $1000 PRINCIPAL PRN CALL DISCRETION MGRS SOLE SHARED NONE
--------------------------------------- ------ --------- ------- ---------- --- ---- ---------- ----- ----------- ---------- ------
1 800 FLOWERS EQUITY 68243Q106 122 19,047 SH SOLE 1 19,047
1-800 CONTACTS INC EQUITY 681977104 75 6,404 SH SOLE 1 6,404
1ST SOURCE CORP EQUITY 336901103 221 8,800 SH SOLE 1 8,800
21ST CENTY INS GROUP EQUITY 90130N103 391 24,167 SH SOLE 1 24,167
21ST CENTY INS GROUP EQUITY 90130N103 864750 53,445,620 SH SOLE 1 53,445,620
3COM CORP EQUITY 885535104 3791 1,053,061 SH SOLE 1 1,053,061
3-D SYS CORP DEL EQUITY 88554D205 164 9,123 SH SOLE 1 9,123
3M CO EQUITY 88579Y101 217 2,805 SH DEFINED 2 2,805
3M CO EQUITY 88579Y101 2558 33,000 SH SOLE 4 33,000
3M CO EQUITY 88579Y101 55963 722,100 SH SOLE 1 722,100
4 KIDS ENTMT INC EQUITY 350865101 157 10,007 SH SOLE 1 10,007
99 CENTS ONLY STORES EQUITY 65440K106 1328 126,938 SH SOLE 1 126,938
A C MOORE ARTS & CRAFTS INC EQUITY 00086T103 158 10,887 SH SOLE 1 10,887
A D C TELECOMMUNICATIONS EQUITY 000886309 10 429 SH DEFINED 2 429
A D C TELECOMMUNICATIONS EQUITY 000886309 2180 97,663 SH SOLE 1 97,663
A S V INC EQUITY 001963107 331 13,231 SH SOLE 1 13,231
AAMES INVT CORP MD EQUITY 00253G108 200 30,944 SH SOLE 1 30,944
AAON INC EQUITY 000360206 118 6,591 SH SOLE 1 6,591
AAR CORP EQUITY 000361105 583 24,354 SH SOLE 1 24,354
AARON RENTS INC EQUITY 002535201 617 29,264 SH SOLE 1 29,264
AASTROM BIOSCIENCES INC EQUITY 00253U107 161 76,419 SH SOLE 1 76,419
ABAXIS INC EQUITY 002567105 245 14,860 SH SOLE 1 14,860
ABBEY NATL PLC EQUITY 002920809 3200 125,000 SH SOLE 4 125,000
ABBEY NATL PLC EQUITY 002920809 34044 1,330,100 SH SOLE 1 1,330,100
ABBOTT LABS EQUITY 002824100 13253 336,107 SH DEFINED 2 336,107
ABBOTT LABS EQUITY 002824100 1380 35,000 SH SOLE 4 35,000
ABBOTT LABS EQUITY 002824100 43006 1,090,681 SH SOLE 1 1,090,681
ABERCROMBIE & FITCH CO EQUITY 002896207 4615 70,800 SH SOLE 3 69,100 1,700
ABERCROMBIE & FITCH CO EQUITY 002896207 11411 175,071 SH SOLE 1 175,071
ABGENIX INC EQUITY 00339B107 4499 209,356 SH SOLE 1 209,356
ABIOMED INC EQUITY 003654100 132 14,275 SH SOLE 1 14,275
ABM INDS INC EQUITY 000957100 580 29,645 SH SOLE 1 29,645
ABX AIR INC EQUITY 00080S101 343 43,749 SH SOLE 1 43,749
ACADIA PHARMACEUTICALS INC EQUITY 004225108 121 12,255 SH SOLE 1 12,255
ACADIA RLTY TR EQUITY 004239109 418 20,836 SH SOLE 1 20,836
ACCO BRANDS CORP EQUITY 00081T108 22 887 SH SOLE 1 887
ACCREDITED HOME LENDRS HLDG EQUITY 00437P107 655 13,212 SH SOLE 1 13,212
ACCURIDE CORP EQUITY 004398103 106 8,255 SH SOLE 1 8,255
ACE CASH EXPRESS INC EQUITY 004403101 199 8,533 SH SOLE 1 8,533
ACE LTD EQUITY G0070K103 11350 212,391 SH DEFINED 2 212,391
ACE LTD EQUITY G0070K103 24308 454,865 SH SOLE 1 454,865
ACTEL CORP EQUITY 004934105 241 18,901 SH SOLE 1 18,901
ACTIVISION INC EQUITY 004930202 7717 561,665 SH SOLE 1 561,665
ACTUANT CORP EQUITY 00508X203 1121 20,088 SH SOLE 1 20,088
ACTUATE * TE CORP EQUITY 00508B102 164 52,200 SH DEFINED 2 52,200
ACUITY BRANDS INC EQUITY 00508Y102 1053 33,124 SH SOLE 1 33,124
ACXIOM CORP EQUITY 005125109 4964 215,815 SH SOLE 1 215,815
ADAMS RESPIRATORY THERAPEUTI EQUITY 00635P107 415 10,200 SH DEFINED 2 10,200
ADAMS RESPIRATORY THERAPEUTI EQUITY 00635P107 243 5,976 SH SOLE 1 5,976
ADAPTEC INC EQUITY 00651F108 488 83,774 SH SOLE 1 83,774
ADE CORP MASS EQUITY 00089C107 182 7,561 SH SOLE 1 7,561
ADESA INC EQUITY 00686U104 4390 179,788 SH SOLE 1 179,788
ADEZA BIOMEDICAL CORP EQUITY 006864102 66 3,139 SH SOLE 1 3,139
ADMINISTAFF INC EQUITY 007094105 252 6,000 SH DEFINED 2 6,000
ADMINISTAFF INC EQUITY 007094105 624 14,833 SH SOLE 1 14,833
ADOBE SYS INC EQUITY 00724F101 28081 760,420 SH DEFINED 2 760,420
ADOBE SYS INC EQUITY 00724F101 19956 539,922 SH SOLE 1 539,922
ADOLOR CORP EQUITY 00724X102 428 29,347 SH SOLE 1 29,347
ADTRAN INC EQUITY 00738A106 3581 120,400 SH DEFINED 2 120,400
ADTRAN INC EQUITY 00738A106 4711 158,412 SH SOLE 3 154,703 3,709
ADTRAN INC EQUITY 00738A106 5445 183,270 SH SOLE 1 183,270
ADVANCE AMER CASH ADVANCE CT EQUITY 00739W107 635 51,247 SH SOLE 1 51,247
ADVANCE AUTO PARTS INC EQUITY 00751Y106 27806 639,805 SH SOLE 1 639,805
ADVANCED ANALOGIC TECHNOLOGI EQUITY 00752J108 116 8,380 SH SOLE 1 8,380
ADVANCED DIGITAL INFORMATION EQUITY 007525108 469 47,922 SH SOLE 1 47,922
ADVANCED ENERGY INDS EQUITY 007973100 247 20,873 SH SOLE 1 20,873
ADVANCED MEDICAL OPTICS INC EQUITY 00763M108 5568 133,211 SH SOLE 1 133,211
ADVANCED MICRO DEVICES INC EQUITY 007903107 46 1,491 SH DEFINED 2 1,491
ADVANCED MICRO DEVICES INC EQUITY 007903107 2212 72,300 SH SOLE 3 69,700 2,600
ADVANCED MICRO DEVICES INC EQUITY 007903107 5762 188,299 SH SOLE 1 188,299
ADVANTA CORP EQUITY 007942204 463 14,259 SH SOLE 1 14,259
ADVENT SOFTWARE INC EQUITY 007974108 1389 48,010 SH SOLE 1 48,010
ADVISORY BRD CO EQUITY 00762W107 687 14,418 SH SOLE 1 14,418
ADVO INC EQUITY 007585102 662 23,476 SH SOLE 1 23,476
AEROFLEX INC EQUITY 007768104 602 56,020 SH SOLE 1 56,020
AEROPOSTALE EQUITY 007865108 3923 149,153 SH SOLE 1 149,153
AES CORP EQUITY 00130H105 38 2,412 SH DEFINED 2 2,412
AES CORP EQUITY 00130H105 5929 374,515 SH SOLE 1 374,515
AETNA INC EQUITY 00817Y108 39644 420,356 SH DEFINED 2 420,356
AETNA INC EQUITY 00817Y108 30297 321,245 SH SOLE 1 321,245
AFC ENTERPRISES INC EQUITY 00104Q107 226 14,919 SH SOLE 1 14,919
AFFILIATED COMPUTER SERVICES EQUITY 008190100 27 459 SH DEFINED 2 459
AFFILIATED COMPUTER SERVICES EQUITY 008190100 4563 77,100 SH SOLE 3 74,300 2,800
AFFILIATED COMPUTER SERVICES EQUITY 008190100 3409 57,600 SH SOLE 1 57,600
AFFILIATED MANAGERS GROUP EQUITY 008252108 59 737 SH SOLE 1 737
AFFIRMATIVE INS HLDGS INC EQUITY 008272106 93 6,382 SH SOLE 1 6,382
AFFORDABLE RESIDENTIAL CMTYS EQUITY 008273104 186 19,517 SH SOLE 1 19,517
AFFYMETRIX INC EQUITY 00826T108 6333 132,636 SH SOLE 1 132,636
AFLAC INC EQUITY 001055102 86 1,848 SH DEFINED 2 1,848
AFLAC INC EQUITY 001055102 13955 300,622 SH SOLE 1 300,622
AFTERMARKET TECHNOLOGY CORP EQUITY 008318107 311 15,997 SH SOLE 1 15,997
AGCO CORP EQUITY 001084102 4089 246,791 SH SOLE 1 246,791
AGERE SYS INC EQUITY 00845V308 51 3,979 SH SOLE 1 3,979
AGILE SOFTWARE CORP DEL EQUITY 00846X105 239 40,001 SH SOLE 1 40,001
AGILENT TECHNOLOGIES INC EQUITY 00846U101 51 1,518 SH DEFINED 2 1,518
AGILENT TECHNOLOGIES INC EQUITY 00846U101 6402 192,317 SH SOLE 1 192,317
AGILYSYS INC EQUITY 00847J105 416 22,838 SH SOLE 1 22,838
AGL RES INC EQUITY 001204106 12548 360,461 SH SOLE 1 360,461
AGREE REALTY CORP EQUITY 008492100 167 5,762 SH SOLE 1 5,762
AIR PRODS & CHEMS INC EQUITY 009158106 48 819 SH DEFINED 2 819
AIR PRODS & CHEMS INC EQUITY 009158106 5795 97,903 SH SOLE 1 97,903
AIRGAS INC EQUITY 009363102 4417 134,253 SH SOLE 1 134,253
AIRSPAN NETWORKS INC EQUITY 00950H102 163 28,682 SH SOLE 1 28,682
AIRTRAN HLDGS INC EQUITY 00949P108 3826 238,677 SH SOLE 1 238,677
AK STL HLDG CORP EQUITY 001547108 655 82,418 SH SOLE 1 82,418
AKAMAI TECHNOLOGIES INC EQUITY 00971T101 434 21,800 SH DEFINED 2 21,800
AKAMAI TECHNOLOGIES INC EQUITY 00971T101 58 2,930 SH SOLE 1 2,930
ALABAMA NATL BANCORP DELA EQUITY 010317105 662 10,221 SH SOLE 1 10,221
ALAMO GROUP INC EQUITY 011311107 95 4,624 SH SOLE 1 4,624
ALAMOSA HLDGS INC EQUITY 011589108 3684 197,938 SH SOLE 1 197,938
ALASKA AIR GROUP INC EQUITY 011659109 3079 86,209 SH SOLE 1 86,209
ALASKA COMMUNICATIONS SYS GR EQUITY 01167P101 99 9,739 SH SOLE 1 9,739
ALBANY INTL CORP EQUITY 012348108 773 21,380 SH SOLE 1 21,380
ALBANY MOLECULAR RESH INC EQUITY 012423109 217 17,831 SH SOLE 1 17,831
ALBEMARLE CORP EQUITY 012653101 2941 76,695 SH SOLE 1 76,695
ALBERTO CULVER CO EQUITY 013068101 13 279 SH DEFINED 2 279
ALBERTO CULVER CO EQUITY 013068101 1617 35,334 SH SOLE 1 35,334
ALBERTSONS INC EQUITY 013104104 6339 296,928 SH DEFINED 2 296,928
ALBERTSONS INC EQUITY 013104104 5648 264,528 SH SOLE 1 264,528
ALCAN INC EQUITY 013716105 12367 302,000 SH DEFINED 2 302,000
ALCAN INC EQUITY 013716105 5366 131,000 SH DEFINED 1 0 131,000
ALCOA INC EQUITY 013817101 6210 210,013 SH DEFINED 2 210,013
ALCOA INC EQUITY 013817101 11520 389,588 SH SOLE 1 389,588
ALDERWOODS GROUP INC EQUITY 014383103 478 30,101 SH SOLE 1 30,101
ALERIS INTL INC EQUITY 014477103 745 23,105 SH SOLE 1 23,105
ALEXANDER & BALDWIN INC EQUITY 014482103 4774 88,017 SH SOLE 1 88,017
ALEXANDERS INC EQUITY 014752109 355 1,444 SH SOLE 1 1,444
ALEXANDRIA REAL ESTATE EQ IN EQUITY 015271109 1287 15,990 SH SOLE 1 15,990
ALEXION PHARMACEUTICALS INC EQUITY 015351109 467 23,042 SH SOLE 1 23,042
ALFA CORP EQUITY 015385107 393 24,410 SH SOLE 1 24,410
ALICO INC EQUITY 016230104 129 2,862 SH SOLE 1 2,862
ALIGN TECHNOLOGY INC EQUITY 016255101 299 46,146 SH SOLE 1 46,146
ALKERMES INC EQUITY 01642T108 1297 67,821 SH SOLE 1 67,821
ALLEGHANY CORP DEL EQUITY 017175100 43 151 SH SOLE 1 151
ALLEGHENY ENERGY INC EQUITY 017361106 19 600 SH DEFINED 2 600
ALLEGHENY ENERGY INC EQUITY 017361106 2429 76,751 SH SOLE 1 76,751
ALLEGHENY TECHNOLOGIES INC EQUITY 01741R102 11 315 SH DEFINED 2 315
ALLEGHENY TECHNOLOGIES INC EQUITY 01741R102 1431 39,674 SH SOLE 1 39,674
ALLERGAN INC EQUITY 018490102 1478 13,686 SH DEFINED 2 13,686
ALLERGAN INC EQUITY 018490102 6531 60,495 SH SOLE 1 60,495
ALLETE INC EQUITY 018522300 837 19,034 SH SOLE 1 19,034
ALLIANCE DATA SYSTEMS CORP EQUITY 018581108 8402 236,000 SH DEFINED 2 236,000
ALLIANCE DATA SYSTEMS CORP EQUITY 018581108 4892 137,404 SH SOLE 1 137,404
ALLIANCE GAMING CORP EQUITY 01859P609 500 38,366 SH SOLE 1 38,366
ALLIANCE IMAGING INC EQUITY 018606202 61 10,320 SH SOLE 1 10,320
ALLIANCE ONE INTL INC EQUITY 018772103 254 65,015 SH SOLE 1 65,015
ALLIANT ENERGY CORP EQUITY 018802108 6575 234,498 SH SOLE 1 234,498
ALLIANT TECHSYSTEMS INC EQUITY 018804104 22371 293,700 SH DEFINED 2 293,700
ALLIANT TECHSYSTEMS INC EQUITY 018804104 5590 73,382 SH SOLE 1 73,382
ALLIED CAP CORP EQUITY 01903Q108 258 8,791 SH SOLE 1 8,791
ALLIED HEALTHCARE INTL INC EQUITY 01923A109 140 22,820 SH SOLE 1 22,820
ALLIED WASTE INDS INC EQUITY 019589308 7 807 SH DEFINED 2 807
ALLIED WASTE INDS INC EQUITY 019589308 892 102,048 SH SOLE 1 102,048
ALLION HEALTHCARE INC EQUITY 019615103 35 2,992 SH SOLE 1 2,992
ALLOS THERAPEUTICS INC EQUITY 019777101 18 8,294 SH SOLE 1 8,294
ALLOY INC EQUITY 019855105 79 27,465 SH SOLE 1 27,465
ALLSCRIPTS HEALTHCARE SOLUTI EQUITY 01988P108 338 25,210 SH SOLE 1 25,210
ALLSTATE CORP EQUITY 020002101 9311 172,194 SH DEFINED 2 172,194
ALLSTATE CORP EQUITY 020002101 25491 471,437 SH SOLE 1 471,437
ALLTEL CORP EQUITY 020039103 89 1,413 SH DEFINED 2 1,413
ALLTEL CORP EQUITY 020039103 10629 168,441 SH SOLE 1 168,441
ALON USA ENERGY INC EQUITY 020520102 156 7,930 SH SOLE 1 7,930
ALPHA NATURAL RESOURCES INC EQUITY 02076X102 425 22,140 SH SOLE 1 22,140
ALPHARMA INC EQUITY 020813101 848 29,759 SH SOLE 1 29,759
ALTERA CORP EQUITY 021441100 25 1,338 SH DEFINED 2 1,338
ALTERA CORP EQUITY 021441100 3700 199,700 SH SOLE 1 199,700
ALTIRIS INC EQUITY 02148M100 279 16,528 SH SOLE 1 16,528
ALTRIA * GROUP INC EQUITY 02209S103 47026 629,358 SH DEFINED 2 629,358
ALTRIA * GROUP INC EQUITY 02209S103 110398 1,477,483 SH SOLE 1 1,477,483
AMAZON COM INC EQUITY 023135106 53 1,131 SH DEFINED 2 1,131
AMAZON COM INC EQUITY 023135106 7160 151,857 SH SOLE 1 151,857
AMB PROPERTY CORP EQUITY 00163T109 8429 171,430 SH SOLE 1 171,430
AMBAC FINL GROUP INC EQUITY 023139108 30 387 SH DEFINED 2 387
AMBAC FINL GROUP INC EQUITY 023139108 3794 49,231 SH SOLE 1 49,231
AMBASSADORS GROUP INC EQUITY 023177108 290 12,651 SH SOLE 1 12,651
AMCOL INTL CORP EQUITY 02341W103 333 16,216 SH SOLE 1 16,216
AMCORE FINL INC EQUITY 023912108 483 15,897 SH SOLE 1 15,897
AMDOCS LTD EQUITY G02602103 3215 116,910 SH SOLE 1 116,910
AMEDISYS INC EQUITY 023436108 491 11,614 SH SOLE 1 11,614
AMERADA * HESS CORP EQUITY 023551104 37 294 SH DEFINED 2 294
AMERADA * HESS CORP EQUITY 023551104 4743 37,398 SH SOLE 1 37,398
AMERCO EQUITY 023586100 555 7,703 SH SOLE 1 7,703
AMEREN CORP EQUITY 023608102 39 753 SH DEFINED 2 753
AMEREN CORP EQUITY 023608102 21633 422,187 SH SOLE 1 422,187
AMERICA MOVIL S A DE C V SPON EQUITY 02364W105 10651 364,020 SH SOLE 1 364,020
AMERICA SVC GROUP INC EQUITY 02364L109 129 8,163 SH SOLE 1 8,163
AMERICAN AXLE & MFG HLDGS IN EQUITY 024061103 589 32,154 SH SOLE 1 32,154
AMERICAN CAMPUS CMNTYS INC EQUITY 024835100 309 12,474 SH SOLE 1 12,474
AMERICAN CAPITAL STRATEGIES EQUITY 024937104 368 10,167 SH SOLE 1 10,167
AMERICAN DENTAL PARTNERS EQUITY 025353103 162 8,973 SH SOLE 1 8,973
AMERICAN EAGLE OUTFITTERS NE EQUITY 02553E106 6238 271,451 SH SOLE 1 271,451
AMERICAN ECOLOGY CORP EQUITY 025533407 4640 321,521 SH SOLE 3 321,521
AMERICAN ECOLOGY CORP EQUITY 025533407 131 9,066 SH SOLE 1 9,066
AMERICAN ELEC PWR INC EQUITY 025537101 54 1,452 SH DEFINED 2 1,452
AMERICAN ELEC PWR INC EQUITY 025537101 22545 607,853 SH SOLE 1 607,853
AMERICAN EQTY INVT LIFE HLD EQUITY 025676206 322 24,664 SH SOLE 1 24,664
AMERICAN EXPRESS CO EQUITY 025816109 36410 707,534 SH DEFINED 2 707,534
AMERICAN EXPRESS CO EQUITY 025816109 49732 966,430 SH SOLE 1 966,430
AMERICAN FINL GROUP INC OHIO EQUITY 025932104 3575 93,317 SH SOLE 1 93,317
AMERICAN FINL RLTY TR EQUITY 02607P305 46 3,814 SH SOLE 1 3,814
AMERICAN GREETINGS CORP EQUITY 026375105 2899 131,936 SH SOLE 1 131,936
AMERICAN HEALTHWAYS INC EQUITY 02649V104 2000 44,200 SH DEFINED 2 44,200
AMERICAN HEALTHWAYS INC EQUITY 02649V104 1127 24,901 SH SOLE 1 24,901
AMERICAN HOME MTG INVT CORP EQUITY 02660R107 883 27,112 SH SOLE 1 27,112
AMERICAN INTL GROUP INC EQUITY 026874107 872 12,776 SH DEFINED 2 12,776
AMERICAN INTL GROUP INC EQUITY 026874107 79253 1,161,563 SH SOLE 1 1,161,563
AMERICAN ITALIAN PASTA CO EQUITY 027070101 94 13,841 SH SOLE 1 13,841
AMERICAN MED SYS HLDGS INC EQUITY 02744M108 924 51,849 SH SOLE 1 51,849
AMERICAN NATL INS CO EQUITY 028591105 28 241 SH SOLE 1 241
AMERICAN PHARMACEUTICALS PTN EQUITY 02886P109 17 443 SH SOLE 1 443
AMERICAN PHYSICIANS CAPITAL EQUITY 028884104 253 5,530 SH SOLE 1 5,530
AMERICAN PWR CONVERSION CORP EQUITY 029066107 14 633 SH DEFINED 2 633
AMERICAN PWR CONVERSION CORP EQUITY 029066107 2017 91,678 SH SOLE 1 91,678
AMERICAN REPROGRAPHICS CO EQUITY 029263100 255 10,027 SH SOLE 1 10,027
AMERICAN RETIREMENT CORP EQUITY 028913101 412 16,400 SH DEFINED 2 16,400
AMERICAN RETIREMENT CORP EQUITY 028913101 523 20,798 SH SOLE 1 20,798
AMERICAN SCIENCE & ENGR INC EQUITY 029429107 2501 40,100 SH SOLE 3 40,100
AMERICAN SCIENCE & ENGR INC EQUITY 029429107 383 6,140 SH SOLE 1 6,140
AMERICAN STD COS INC DEL EQUITY 029712106 27 675 SH DEFINED 2 675
AMERICAN STD COS INC DEL EQUITY 029712106 12096 302,790 SH SOLE 1 302,790
AMERICAN STS WTR CO EQUITY 029899101 388 12,592 SH SOLE 1 12,592
AMERICAN SUPERCONDUCTOR CORP EQUITY 030111108 189 23,983 SH SOLE 1 23,983
AMERICAN TOWER CORP EQUITY 029912201 240 8,853 SH SOLE 1 8,853
AMERICAN VANGUARD CORP EQUITY 030371108 187 7,967 SH SOLE 1 7,967
AMERICAN WOODMARK CORP EQUITY 030506109 211 8,500 SH SOLE 1 8,500
AMERICANWEST BANCORPORATION EQUITY 03058P109 184 7,801 SH SOLE 1 7,801
AMERICAS CAR MART INC EQUITY 03062T105 111 6,718 SH SOLE 1 6,718
AMERICREDIT CORP EQUITY 03060R101 7078 276,177 SH SOLE 1 276,177
AMERIGROUP CORP EQUITY 03073T102 56 2,903 SH SOLE 1 2,903
AMERIPRISE FINL INC EQUITY 03076C106 37 909 SH DEFINED 2 909
AMERIPRISE FINL INC EQUITY 03076C106 5524 134,741 SH SOLE 1 134,741
AMERIS BANCORP EQUITY 03076K108 177 8,900 SH SOLE 1 8,900
AMERISOURCEBERGEN CORP EQUITY 03073E105 32 768 SH DEFINED 2 768
AMERISOURCEBERGEN CORP EQUITY 03073E105 6956 168,018 SH SOLE 1 168,018
AMERISTAR CASINOS INC EQUITY 03070Q101 417 18,361 SH SOLE 1 18,361
AMERITRADE HLDG CORP EQUITY 03074K100 4464 186,000 SH SOLE 3 178,000 8,000
AMERITRADE HLDG CORP EQUITY 03074K100 156 6,504 SH SOLE 1 6,504
AMERON INTL INC EQUITY 030710107 290 6,359 SH SOLE 1 6,359
AMERUS GROUP CO EQUITY 03072M108 4402 77,675 SH SOLE 1 77,675
AMES NATL CORP EQUITY 031001100 163 6,323 SH SOLE 1 6,323
AMETEK INC EQUITY 031100100 54060 1,270,800 SH DEFINED 2 1,270,800
AMETEK INC EQUITY 031100100 5965 140,213 SH SOLE 1 140,213
AMGEN INC EQUITY 031162100 30381 385,257 SH DEFINED 2 385,257
AMGEN INC EQUITY 031162100 102851 1,304,218 SH SOLE 1 1,304,218
AMICAS INC EQUITY 001712108 168 33,958 SH SOLE 1 33,958
AMIS HLDGS INC EQUITY 031538101 351 32,997 SH SOLE 1 32,997
AMKOR TECHNOLOGY INC EQUITY 031652100 421 75,230 SH SOLE 1 75,230
AMLI RESIDENTIAL PPTYS TR SH BEN INT EQUITY 001735109 5146 135,256 SH SOLE 1 135,256
AMN HEALTHCARE SERVICES INC EQUITY 001744101 172 8,676 SH SOLE 1 8,676
AMPHENOL CORP EQUITY 032095101 7858 177,537 SH SOLE 1 177,537
AMR CORP EQUITY 001765106 348 15,653 SH SOLE 1 15,653
AMSOUTH BANCORPORATION EQUITY 032165102 34 1,287 SH DEFINED 2 1,287
AMSOUTH BANCORPORATION EQUITY 032165102 1835 70,000 SH SOLE 4 70,000
AMSOUTH BANCORPORATION EQUITY 032165102 9429 359,731 SH SOLE 1 359,731
AMSURG CORP EQUITY 03232P405 506 22,149 SH SOLE 1 22,149
AMYLIN PHARMACEUTICALS INC EQUITY 032346108 3290 82,424 SH SOLE 1 82,424
ANADARKO PETE CORP EQUITY 032511107 83 876 SH DEFINED 2 876
ANADARKO PETE CORP EQUITY 032511107 15549 164,102 SH SOLE 1 164,102
ANALOG DEVICES INC EQUITY 032654105 17711 493,753 SH DEFINED 2 493,753
ANALOG DEVICES INC EQUITY 032654105 16768 467,477 SH SOLE 1 467,477
ANALOGIC CORP EQUITY 032657207 492 10,291 SH SOLE 1 10,291
ANAREN INC EQUITY 032744104 2133 136,500 SH SOLE 3 136,500
ANAREN INC EQUITY 032744104 203 13,004 SH SOLE 1 13,004
ANCHOR BANCORP WIS INC EQUITY 032839102 518 17,071 SH SOLE 1 17,071
ANDERSONS INC EQUITY 034164103 215 4,989 SH SOLE 1 4,989
ANDREW CORP EQUITY 034425108 3547 330,600 SH DEFINED 2 330,600
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BOWATER INC EQUITY 102183100 4684 152,487 SH SOLE 1 152,487
BOWNE & CO INC EQUITY 103043105 381 25,670 SH SOLE 1 25,670
BOYD GAMING CORP EQUITY 103304101 4556 95,600 SH DEFINED 2 95,600
BOYD GAMING CORP EQUITY 103304101 4163 87,338 SH SOLE 1 87,338
BOYKIN LODGING CO EQUITY 103430104 161 13,164 SH SOLE 1 13,164
BRADY CORP EQUITY 104674106 601 16,600 SH DEFINED 2 16,600
BRADY CORP EQUITY 104674106 1120 30,949 SH SOLE 1 30,949
BRANDYWINE RLTY TR SH BEN INT EQUITY 105368203 1173 42,011 SH SOLE 1 42,011
BRASIL TELECOM PARTICIPACOES SPON EQUITY 105530109 3223 86,290 SH SOLE 1 86,290
BRE PROPERTIES INC EQUITY 05564E106 70 1,530 SH SOLE 1 1,530
BRIGGS & STRATTON CORP EQUITY 109043109 1503 38,736 SH SOLE 1 38,736
BRIGHAM EXPLORATION CO EQUITY 109178103 228 19,195 SH SOLE 1 19,195
BRIGHT HORIZON FAMILY SOLUTI EQUITY 109195107 753 20,333 SH SOLE 1 20,333
BRIGHTPOINT INC EQUITY 109473405 283 10,200 SH DEFINED 2 10,200
BRIGHTPOINT INC EQUITY 109473405 3508 126,500 SH SOLE 3 126,500
BRIGHTPOINT INC EQUITY 109473405 566 20,413 SH SOLE 1 20,413
BRINKER INTL INC EQUITY 109641100 6646 171,909 SH SOLE 1 171,909
BRINKS CO EQUITY 109696104 5627 117,441 SH SOLE 1 117,441
BRISTOL MYERS SQUIBB CO EQUITY 110122108 6471 281,592 SH DEFINED 2 281,592
BRISTOL MYERS SQUIBB CO EQUITY 110122108 19787 861,048 SH SOLE 1 861,048
BRISTOL WEST HLDGS INC EQUITY 11037M105 248 13,029 SH SOLE 1 13,029
BROADCOM CORP EQUITY 111320107 35988 763,268 SH DEFINED 2 763,268
BROADCOM CORP EQUITY 111320107 1801 38,200 SH SOLE 3 36,700 1,500
BROADCOM CORP EQUITY 111320107 13564 287,683 SH SOLE 1 287,683
BROADWING CORP EQUITY 11161E101 296 48,931 SH SOLE 1 48,931
BROCADE COMMUNICATIONS SYS I EQUITY 111621108 821 201,603 SH SOLE 1 201,603
BRONCO DRILLING CO INC EQUITY 112211107 90 3,918 SH SOLE 1 3,918
BROOKDALE SR LIVING INC EQUITY 112463104 352 11,800 SH DEFINED 2 11,800
BROOKDALE SR LIVING INC EQUITY 112463104 24 797 SH SOLE 1 797
BROOKFIELD HOMES CORP EQUITY 112723101 547 11,003 SH SOLE 1 11,003
BROOKLINE BANCORP INC DEL EQUITY 11373M107 656 46,316 SH SOLE 1 46,316
BROOKS AUTOMATION * TION INC EQUITY 114340102 699 55,753 SH SOLE 1 55,753
BROWN & BROWN INC EQUITY 115236101 6786 222,191 SH SOLE 1 222,191
BROWN FORMAN CORP EQUITY 115637209 10007 144,360 SH DEFINED 2 144,360
BROWN FORMAN CORP EQUITY 115637209 2625 37,865 SH SOLE 1 37,865
BROWN SHOE INC EQUITY 115736100 582 13,712 SH SOLE 1 13,712
BRUKER BIOSCIENCES CORP EQUITY 116794108 136 28,079 SH SOLE 1 28,079
BRUNSWICK CORP EQUITY 117043109 15 357 SH DEFINED 2 357
BRUNSWICK CORP EQUITY 117043109 1826 44,901 SH SOLE 1 44,901
BRUSH ENGINEERED MATLS INC EQUITY 117421107 230 14,436 SH SOLE 1 14,436
BTU INTL INC EQUITY 056032105 257 20,400 SH DEFINED 2 20,400
BUCKEYE TECHNOLOGIES INC EQUITY 118255108 186 23,107 SH SOLE 1 23,107
BUCKLE INC EQUITY 118440106 187 5,788 SH SOLE 1 5,788
BUCYRUS INTL INC EQUITY 118759109 3937 74,700 SH SOLE 3 74,700
BUCYRUS INTL INC EQUITY 118759109 804 15,261 SH SOLE 1 15,261
BUFFALO WILD WINGS INC EQUITY 119848109 172 5,194 SH SOLE 1 5,194
BUILD A BEAR WORKSHOP EQUITY 120076104 302 10,200 SH DEFINED 2 10,200
BUILD A BEAR WORKSHOP EQUITY 120076104 213 7,176 SH SOLE 1 7,176
BUILDERS FIRSTSOURCE INC EQUITY 12008R107 197 9,196 SH SOLE 1 9,196
BUILDING MATLS HLDG CORP EQUITY 120113105 713 10,447 SH SOLE 1 10,447
BUNGE LIMITED EQUITY G16962105 11076 195,650 SH SOLE 1 195,650
BURLINGTON COAT FACTORY EQUITY 121579106 501 12,465 SH SOLE 1 12,465
BURLINGTON NORTHN SANTA FE C EQUITY 12189T104 98 1,380 SH DEFINED 2 1,380
BURLINGTON NORTHN SANTA FE C EQUITY 12189T104 942 13,300 SH SOLE 3 13,300
BURLINGTON NORTHN SANTA FE C EQUITY 12189T104 11669 164,770 SH SOLE 1 164,770
BURLINGTON RES INC EQUITY 122014103 14102 163,595 SH DEFINED 2 163,595
BURLINGTON RES INC EQUITY 122014103 30572 354,665 SH SOLE 1 354,665
C COR INC EQUITY 125010108 174 35,838 SH SOLE 1 35,838
C D I CORP EQUITY 125071100 257 9,392 SH SOLE 1 9,392
C D W CORP EQUITY 12512N105 7533 130,826 SH SOLE 1 130,826
C H ROBINSON WORLDWIDE INC EQUITY 12541W209 13046 352,301 SH SOLE 1 352,301
C&D TECHNOLOGIES INC EQUITY 124661109 145 19,030 SH SOLE 1 19,030
CABELAS INC EQUITY 126804301 384 23,137 SH SOLE 1 23,137
CABLEVISION SYS CORP EQUITY 12686C109 102 4,331 SH SOLE 1 4,331
CABOT CORP EQUITY 127055101 4459 124,553 SH SOLE 1 124,553
CABOT MICROELECTRONICS CORP EQUITY 12709P103 1952 66,641 SH SOLE 1 66,641
CABOT OIL & GAS CORP EQUITY 127097103 451 10,000 SH DEFINED 2 10,000
CABOT OIL & GAS CORP EQUITY 127097103 1657 36,732 SH SOLE 1 36,732
CACHE INC EQUITY 127150308 160 9,256 SH SOLE 1 9,256
CACI INTL INC EQUITY 127190304 39 671 SH SOLE 1 671
CADENCE DESIGN SYSTEM INC EQUITY 127387108 9929 586,805 SH SOLE 1 586,805
CADMUS COMMUNICATIONS CORP EQUITY 127587103 892 44,300 SH SOLE 3 44,300
CAL DIVE INTL INC EQUITY 127914109 474 13,200 SH DEFINED 2 13,200
CAL DIVE INTL INC EQUITY 127914109 2087 58,139 SH SOLE 1 58,139
CALAMOS ASSET MGMT INC EQUITY 12811R104 543 17,269 SH SOLE 1 17,269
CALGON CARBON CORP EQUITY 129603106 144 25,369 SH SOLE 1 25,369
CALIFORNIA COASTAL CMNTYS IN EQUITY 129915203 231 5,888 SH SOLE 1 5,888
CALIFORNIA PIZZA KITCHEN INC EQUITY 13054D109 463 14,494 SH SOLE 1 14,494
CALIFORNIA WTR SVC GROUP EQUITY 130788102 496 12,966 SH SOLE 1 12,966
CALIPER LIFE SCIENCES INC EQUITY 130872104 122 20,752 SH SOLE 1 20,752
CALLAWAY * GOLF CO EQUITY 131193104 2591 187,183 SH SOLE 1 187,183
CALLON PETE CO DEL EQUITY 13123X102 180 10,213 SH SOLE 1 10,213
CAMBREX CORP EQUITY 132011107 372 19,817 SH SOLE 1 19,817
CAMDEN NATL CORP EQUITY 133034108 188 5,728 SH SOLE 1 5,728
CAMDEN PPTY TR SH BEN INT EQUITY 133131102 81 1,402 SH SOLE 1 1,402
CAMECO CORP EQUITY 13321L108 12640 199,400 SH DEFINED 2 199,400
CAMPBELL SOUP CO EQUITY 134429109 20 687 SH DEFINED 2 687
CAMPBELL SOUP CO EQUITY 134429109 2613 87,776 SH SOLE 1 87,776
CANADIAN NAT RES LTD EQUITY 136385101 1863 37,700 SH DEFINED 1 0 37,700
CANDELA CORP EQUITY 136907102 245 16,956 SH SOLE 1 16,956
CANTEL MEDICAL CORP EQUITY 138098108 152 8,458 SH SOLE 1 8,458
CAPITAL CITY BK GROUP INC EQUITY 139674105 315 9,185 SH SOLE 1 9,185
CAPITAL CORP OF THE WEST EQUITY 140065202 226 6,972 SH SOLE 1 6,972
CAPITAL CROSSING BK EQUITY 140071101 146 4,377 SH SOLE 1 4,377
CAPITAL LEASE FDG INC EQUITY 140288101 191 18,166 SH SOLE 1 18,166
CAPITAL ONE FINL CORP EQUITY 14040H105 10714 124,007 SH DEFINED 2 124,007
CAPITAL ONE FINL CORP EQUITY 14040H105 23756 274,957 SH SOLE 1 274,957
CAPITAL SOUTHWEST CORP EQUITY 140501107 188 2,073 SH SOLE 1 2,073
CAPITAL TRUST INC MD EQUITY 14052H506 264 9,000 SH SOLE 1 9,000
CAPITALSOURCE INC EQUITY 14055X102 6469 288,800 SH DEFINED 2 288,800
CAPITALSOURCE INC EQUITY 14055X102 40 1,770 SH SOLE 1 1,770
CAPITOL BANCORP LTD EQUITY 14056D105 350 9,355 SH SOLE 1 9,355
CAPITOL FED FINL EQUITY 14057C106 22 662 SH SOLE 1 662
CAPTIVA SOFTWARE CORP DEL EQUITY 14073T109 3957 178,000 SH SOLE 1 178,000
CARACO PHARMACEUTICAL LABS L EQUITY 14075T107 65 7,202 SH SOLE 1 7,202
CARAUSTAR INDS INC EQUITY 140909102 188 21,597 SH SOLE 1 21,597
CARBO CERAMICS INC EQUITY 140781105 828 14,644 SH SOLE 1 14,644
CARDINAL FINL CORP EQUITY 14149F109 201 18,247 SH SOLE 1 18,247
CARDINAL HEALTH INC EQUITY 14149Y108 15495 225,381 SH DEFINED 2 225,381
CARDINAL HEALTH INC EQUITY 14149Y108 27288 396,917 SH SOLE 1 396,917
CARDIOME PHARMA CORP EQUITY 14159U202 1909 189,900 SH DEFINED 1 0 189,900
CAREER EDUCATION CORP EQUITY 141665109 6768 200,705 SH SOLE 1 200,705
CAREMARK RX INC EQUITY 141705103 1329 25,659 SH DEFINED 2 25,659
CAREMARK RX INC EQUITY 141705103 2573 49,675 SH SOLE 3 47,768 1,907
CAREMARK RX INC EQUITY 141705103 18521 357,616 SH SOLE 1 357,616
CARLISLE COS INC EQUITY 142339100 4225 61,094 SH SOLE 1 61,094
CARMAX INC EQUITY 143130102 5790 209,163 SH SOLE 1 209,163
CARMIKE CINEMAS INC EQUITY 143436400 234 9,242 SH SOLE 1 9,242
CARNIVAL CORP PAIRED CTF EQUITY 143658300 17902 334,799 SH DEFINED 2 334,799
CARNIVAL CORP PAIRED CTF EQUITY 143658300 23378 437,213 SH SOLE 1 437,213
CARPENTER TECHNOLOGY CORP EQUITY 144285103 1301 18,467 SH SOLE 1 18,467
CARRAMERICA RLTY CORP EQUITY 144418100 58 1,661 SH SOLE 1 1,661
CARRIZO OIL & CO INC EQUITY 144577103 370 14,980 SH SOLE 1 14,980
CARTER INC EQUITY 146229109 400 6,800 SH DEFINED 2 6,800
CARTER INC EQUITY 146229109 2896 49,213 SH SOLE 1 49,213
CASCADE BANCORP EQUITY 147154108 291 12,643 SH SOLE 1 12,643
CASCADE CORP EQUITY 147195101 431 9,181 SH SOLE 1 9,181
CASCADE NAT GAS CORP EQUITY 147339105 167 8,539 SH SOLE 1 8,539
CASELLA WASTE SYS INC EQUITY 147448104 186 14,513 SH SOLE 1 14,513
CASEYS GEN STORES INC EQUITY 147528103 337 13,600 SH DEFINED 2 13,600
CASEYS GEN STORES INC EQUITY 147528103 934 37,673 SH SOLE 1 37,673
CASH AMER INTL INC EQUITY 14754D100 510 21,996 SH SOLE 1 21,996
CASTLE A M & CO EQUITY 148411101 172 7,877 SH SOLE 1 7,877
CASUAL MALE RETAIL GRP INC EQUITY 148711104 120 19,506 SH SOLE 1 19,506
CATALINA MARKETING CORP EQUITY 148867104 1977 78,000 SH DEFINED 2 78,000
CATALINA MARKETING CORP EQUITY 148867104 2921 115,242 SH SOLE 1 115,242
CATAPULT COMMUNICATIONS CORP EQUITY 149016107 109 7,361 SH SOLE 1 7,361
CATERPILLAR INC DEL EQUITY 149123101 145 2,511 SH DEFINED 2 2,511
CATERPILLAR INC DEL EQUITY 149123101 3091 53,500 SH SOLE 4 53,500
CATERPILLAR INC DEL EQUITY 149123101 18153 314,227 SH SOLE 1 314,227
CATHAY GENERAL BANCORP EQUITY 149150104 4792 133,347 SH SOLE 1 133,347
CATO CORP EQUITY 149205106 492 22,939 SH SOLE 1 22,939
CB RICHARD ELLIS GROUP INC EQUITY 12497T101 65 1,101 SH SOLE 1 1,101
CBEYOND COMMUNICATIONS INC EQUITY 149847105 5 441 SH SOLE 1 441
CBIZ INC EQUITY 124805102 275 45,659 SH SOLE 1 45,659
CBL & ASSOC PPTYS INC EQUITY 124830100 53 1,335 SH SOLE 1 1,335
CBRL GROUP INC EQUITY 12489V106 3295 93,750 SH SOLE 1 93,750
CCC INFORMATION SVCS GROUP I EQUITY 12487Q109 165 6,291 SH SOLE 1 6,291
CCE SPINCO INC EQUITY 14985W109 1995 152,306 SH SOLE 1 152,306
CDN IMPERIAL BK OF COMMERCE COM EQUITY 136069101 3998 61,000 SH DEFINED 1 0 61,000
CEC ENTMT INC EQUITY 125137109 898 26,378 SH SOLE 1 26,378
CEDAR SHOPPING CTRS INC EQUITY 150602209 218 15,528 SH SOLE 1 15,528
CELADON GROUP INC EQUITY 150838100 328 11,400 SH DEFINED 2 11,400
CELANESE CORP DEL EQUITY 150870103 29 1,503 SH SOLE 1 1,503
CELGENE CORP EQUITY 151020104 1296 20,000 SH DEFINED 2 20,000
CELGENE CORP EQUITY 151020104 923 14,250 SH SOLE 1 14,250
CELL GENESYS INC EQUITY 150921104 202 34,088 SH SOLE 1 34,088
CELL THERAPEUTICS INC EQUITY 150934107 107 49,001 SH SOLE 1 49,001
CEMEX S A SPON EQUITY 151290889 9937 167,480 SH SOLE 1 167,480
CENDANT CORP EQUITY 151313103 65 3,783 SH DEFINED 2 3,783
CENDANT CORP EQUITY 151313103 18958 1,098,991 SH SOLE 1 1,098,991
CENTENE CORP DEL EQUITY 15135B101 6157 234,200 SH DEFINED 2 234,200
CENTENE CORP DEL EQUITY 15135B101 826 31,402 SH SOLE 1 31,402
CENTENNIAL BK HLDGS INC DEL EQUITY 151345303 54 4,390 SH SOLE 1 4,390
CENTENNIAL COMMUNCTNS CORP N EQUITY 15133V208 257 16,541 SH SOLE 1 16,541
CENTER FINL CORP CALIF EQUITY 15146E102 211 8,372 SH SOLE 1 8,372
CENTERPOINT ENERGY INC EQUITY 15189T107 15 1,146 SH DEFINED 2 1,146
CENTERPOINT ENERGY INC EQUITY 15189T107 4150 322,968 SH SOLE 1 322,968
CENTERPOINT PPTYS TR EQUITY 151895109 71 1,425 SH SOLE 1 1,425
CENTEX CORP EQUITY 152312104 34 471 SH DEFINED 2 471
CENTEX CORP EQUITY 152312104 4234 59,220 SH SOLE 1 59,220
CENTRAL COAST BANCORP EQUITY 153145107 214 8,660 SH SOLE 1 8,660
CENTRAL EUROPEAN DIST CORP EQUITY 153435102 329 8,200 SH DEFINED 2 8,200
CENTRAL EUROPEAN DIST CORP EQUITY 153435102 879 21,900 SH SOLE 3 21,900
CENTRAL EUROPEAN DIST CORP EQUITY 153435102 429 10,684 SH SOLE 1 10,684
CENTRAL EUROPEAN MEDIA ENTRP EQUITY G20045202 1641 28,350 SH SOLE 1 28,350
CENTRAL GARDEN & PET CO EQUITY 153527106 665 14,483 SH SOLE 1 14,483
CENTRAL PAC FINL CORP EQUITY 154760102 819 22,790 SH SOLE 1 22,790
CENTRAL PKG CORP EQUITY 154785109 207 15,066 SH SOLE 1 15,066
CENTRAL VT PUB SVC CORP EQUITY 155771108 166 9,196 SH SOLE 1 9,196
CENTURY ALUM CO EQUITY 156431108 447 17,040 SH SOLE 1 17,040
CENTURYTEL INC EQUITY 156700106 13134 396,083 SH DEFINED 2 396,083
CENTURYTEL INC EQUITY 156700106 4457 134,422 SH SOLE 1 134,422
CENVEO INC EQUITY 15670S105 488 37,113 SH SOLE 1 37,113
CEPHALON INC EQUITY 156708109 1360 21,000 SH DEFINED 2 21,000
CEPHALON INC EQUITY 156708109 7514 116,064 SH SOLE 1 116,064
CEPHEID EQUITY 15670R107 280 31,878 SH SOLE 1 31,878
CERADYNE INC EQUITY 156710105 639 14,600 SH DEFINED 2 14,600
CERADYNE INC EQUITY 156710105 806 18,394 SH SOLE 1 18,394
CERES GROUP INC EQUITY 156772105 134 25,949 SH SOLE 1 25,949
CERIDIAN CORP EQUITY 156779100 7234 291,101 SH SOLE 1 291,101
CERNER CORP EQUITY 156782104 7036 77,400 SH DEFINED 2 77,400
CERNER CORP EQUITY 156782104 59 646 SH SOLE 1 646
CERTEGY * INC EQUITY 156880106 5032 124,052 SH SOLE 1 124,052
CF INDS HLDGS INC EQUITY 125269100 472 30,970 SH SOLE 1 30,970
CH ENERGY GROUP INC EQUITY 12541M102 543 11,834 SH SOLE 1 11,834
CHAMPION ENTERPRISES INC EQUITY 158496109 774 56,831 SH SOLE 1 56,831
CHAPARRAL STL CO DEL EQUITY 159423102 515 17,028 SH SOLE 1 17,028
CHARLES & COLVARD LTD EQUITY 159765106 185 9,170 SH SOLE 1 9,170
CHARLES RIV LABS INTL INC EQUITY 159864107 6134 144,763 SH SOLE 1 144,763
CHARLOTTE RUSSE HLDG INC EQUITY 161048103 234 11,215 SH SOLE 1 11,215
CHARMING SHOPPES INC EQUITY 161133103 1183 89,958 SH SOLE 1 89,958
CHARTER COMMUNICATIONS INC D EQUITY 16117M107 4281 3,508,721 SH SOLE 1 3,508,721
CHARTER FINL CORP WEST PT GA EQUITY 16122M100 105 2,944 SH SOLE 1 2,944
CHARTERMAC SH BEN INT EQUITY 160908109 641 30,287 SH SOLE 1 30,287
CHATTEM INC EQUITY 162456107 486 13,354 SH SOLE 1 13,354
CHECK POINT SOFTWARE TECH LT EQUITY M22465104 306 15,240 SH SOLE 1 15,240
CHECKFREE CORP EQUITY 162813109 8563 186,554 SH SOLE 1 186,554
CHECKPOINT SYS INC EQUITY 162825103 700 28,409 SH SOLE 1 28,409
CHEESECAKE FACTORY INC EQUITY 163072101 5866 156,895 SH SOLE 1 156,895
CHEMED CORP EQUITY 16359R103 943 18,987 SH SOLE 1 18,987
CHEMICAL FINL CORP EQUITY 163731102 601 18,914 SH SOLE 1 18,914
CHEMTURA CORP EQUITY 163893100 6103 480,551 SH SOLE 1 480,551
CHENIERE ENERGY INC EQUITY 16411R208 1338 35,953 SH SOLE 1 35,953
CHEROKEE INC DEL EQUITY 16444H102 181 5,267 SH SOLE 1 5,267
CHESAPEAKE CORP EQUITY 165159104 251 14,796 SH SOLE 1 14,796
CHESAPEAKE ENERGY CORP EQUITY 165167107 289 9,099 SH SOLE 1 9,099
CHEVRON CORP EQUITY 166764100 19982 351,989 SH DEFINED 2 351,989
CHEVRON CORP EQUITY 166764100 95156 1,676,162 SH SOLE 1 1,676,162
CHICAGO MERCANTILE HLDGS INC EQUITY 167760107 747 2,033 SH SOLE 1 2,033
CHICOS FAS INC EQUITY 168615102 16738 381,014 SH SOLE 1 381,014
CHILDRENS PL RETAIL STORES I EQUITY 168905107 780 15,785 SH SOLE 1 15,785
CHINA ENERGY TECHNOLOGY INC EQUITY 16938W102 8 997 SH SOLE 1 997
CHINA MOBILE HONG KONG LTD EQUITY 16941M109 6684 278,040 SH SOLE 1 278,040
CHINA PETE & CHEM CORP SPON EQUITY 16941R108 3905 78,720 SH SOLE 1 78,720
CHIQUITA BRANDS INTL INC EQUITY 170032809 627 31,312 SH SOLE 1 31,312
CHIRON CORP EQUITY 170040109 18 405 SH DEFINED 2 405
CHIRON CORP EQUITY 170040109 4891 110,065 SH SOLE 1 110,065
CHITTENDEN CORP EQUITY 170228100 969 34,840 SH SOLE 1 34,840
CHOICE HOTELS INTL INC EQUITY 169905106 26 628 SH SOLE 1 628
CHOICEPOINT INC EQUITY 170388102 8107 182,136 SH SOLE 1 182,136
CHOLESTECH CORP EQUITY 170393102 1245 125,500 SH SOLE 3 125,500
CHRISTOPHER & BANKS CORP EQUITY 171046105 505 26,867 SH SOLE 1 26,867
CHUBB CORP EQUITY 171232101 26809 274,538 SH DEFINED 2 274,538
CHUBB CORP EQUITY 171232101 22775 233,236 SH SOLE 1 233,236
CHUNGHWA TELECOM CO LTD EQUITY 17133Q205 739 40,280 SH SOLE 1 40,280
CHURCH & DWIGHT INC EQUITY 171340102 4244 128,493 SH SOLE 1 128,493
CHURCHILL DOWNS INC EQUITY 171484108 214 5,834 SH SOLE 1 5,834
CIBER INC EQUITY 17163B102 264 39,934 SH SOLE 1 39,934
CIENA CORP EQUITY 171779101 6 2,133 SH DEFINED 2 2,133
CIENA CORP EQUITY 171779101 2935 988,056 SH SOLE 1 988,056
CIGNA CORP EQUITY 125509109 1504 13,465 SH DEFINED 2 13,465
CIGNA CORP EQUITY 125509109 10115 90,554 SH SOLE 1 90,554
CIMAREX ENERGY CO EQUITY 171798101 2625 61,029 SH SOLE 1 61,029
CINCINNATI BELL INC EQUITY 171871106 2356 671,217 SH SOLE 1 671,217
CINCINNATI FINL CORP EQUITY 172062101 29 645 SH DEFINED 2 645
CINCINNATI FINL CORP EQUITY 172062101 5825 130,366 SH SOLE 1 130,366
CINERGY CORP EQUITY 172474108 31 735 SH DEFINED 2 735
CINERGY CORP EQUITY 172474108 3990 93,974 SH SOLE 1 93,974
CINTAS CORP EQUITY 172908105 21 507 SH DEFINED 2 507
CINTAS CORP EQUITY 172908105 3141 76,359 SH SOLE 1 76,359
CIRCOR INTL INC EQUITY 17273K109 301 11,740 SH SOLE 1 11,740
CIRCUIT CITY STORE INC EQUITY 172737108 13 579 SH DEFINED 2 579
CIRCUIT CITY STORE INC EQUITY 172737108 1675 74,127 SH SOLE 1 74,127
CIRRUS LOGIC INC EQUITY 172755100 427 63,885 SH SOLE 1 63,885
CISCO SYS INC EQUITY 17275R102 6885 402,177 SH DEFINED 2 402,177
CISCO SYS INC EQUITY 17275R102 88702 5,181,179 SH SOLE 1 5,181,179
CIT GROUP INC EQUITY 125581108 38 738 SH DEFINED 2 738
CIT GROUP INC EQUITY 125581108 4886 94,360 SH SOLE 1 94,360
CITADEL BROADCASTING CORP EQUITY 17285T106 442 32,919 SH SOLE 1 32,919
CITI TRENDS INC EQUITY 17306X102 130 3,038 SH SOLE 1 3,038
CITIGROUP INC EQUITY 172967101 39293 809,667 SH DEFINED 2 809,667
CITIGROUP INC EQUITY 172967101 261328 5,384,883 SH SOLE 1 5,384,883
CITIZENS & NORTHN CORP EQUITY 172922106 160 6,225 SH SOLE 1 6,225
CITIZENS BKG CORP MICH EQUITY 174420109 900 32,416 SH SOLE 1 32,416
CITIZENS COMMUNICATIONS CO EQUITY 17453B101 15 1,233 SH DEFINED 2 1,233
CITIZENS COMMUNICATIONS CO EQUITY 17453B101 19310 1,578,901 SH SOLE 1 1,578,901
CITIZENS INC EQUITY 174740100 138 25,322 SH SOLE 1 25,322
CITRIX SYS INC EQUITY 177376100 19 651 SH DEFINED 2 651
CITRIX SYS INC EQUITY 177376100 2775 96,601 SH SOLE 1 96,601
CITY BK LYNNWOOD WASH EQUITY 17770A109 208 5,838 SH SOLE 1 5,838
CITY HLDG CO EQUITY 177835105 485 13,496 SH SOLE 1 13,496
CITY NATL CORP EQUITY 178566105 6037 83,339 SH SOLE 1 83,339
CKE RESTAURANTS INC EQUITY 12561E105 599 44,303 SH SOLE 1 44,303
CKX INC EQUITY 12562M106 6 459 SH SOLE 1 459
CLAIRES STORES INC EQUITY 179584107 438 15,000 SH DEFINED 2 15,000
CLAIRES STORES INC EQUITY 179584107 5798 198,425 SH SOLE 1 198,425
CLARCOR INC EQUITY 179895107 1149 38,681 SH SOLE 1 38,681
CLARK INC EQUITY 181457102 161 12,144 SH SOLE 1 12,144
CLEAN HARBORS INC EQUITY 184496107 331 11,489 SH SOLE 1 11,489
CLEAR CHANNEL COMMUNICATIONS EQUITY 184502102 9098 289,295 SH DEFINED 2 289,295
CLEAR CHANNEL COMMUNICATIONS EQUITY 184502102 45779 1,455,626 SH SOLE 1 1,455,626
CLECO CORP * EQUITY 12561W105 781 37,467 SH SOLE 1 37,467
CLEVELAND CLIFFS INC EQUITY 185896107 1455 16,423 SH SOLE 1 16,423
CLICK COMMERCE INC EQUITY 18681D208 324 15,400 SH DEFINED 2 15,400
CLICK COMMERCE INC EQUITY 18681D208 130 6,204 SH SOLE 1 6,204
CLIFTON SVGS BANCORP INC EQUITY 18712Q103 101 10,085 SH SOLE 1 10,085
CLOROX CO DEL EQUITY 189054109 7845 137,899 SH DEFINED 2 137,899
CLOROX CO DEL EQUITY 189054109 11249 197,734 SH SOLE 1 197,734
CMGI INC EQUITY 125750109 546 362,149 SH SOLE 1 362,149
CMS ENERGY CORP EQUITY 125896100 12 813 SH DEFINED 2 813
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DOVER CORP EQUITY 260003108 53422 1,319,399 SH DEFINED 2 1,319,399
DOVER CORP EQUITY 260003108 3822 94,389 SH SOLE 1 94,389
DOVER DOWNS GAMING & ENTMT I EQUITY 260095104 101 7,157 SH SOLE 1 7,157
DOVER MOTORSPORTS INC EQUITY 260174107 78 12,689 SH SOLE 1 12,689
DOW CHEM CO EQUITY 260543103 13977 318,964 SH DEFINED 2 318,964
DOW CHEM CO EQUITY 260543103 24597 561,318 SH SOLE 1 561,318
DOW JONES & CO INC EQUITY 260561105 8 219 SH DEFINED 2 219
DOW JONES & CO INC EQUITY 260561105 1032 29,070 SH SOLE 1 29,070
DOWNEY FINL CORP EQUITY 261018105 43 624 SH SOLE 1 624
DPL INC EQUITY 233293109 6656 255,907 SH SOLE 1 255,907
DREAMWORKS ANIMATION SKG INC EQUITY 26153C103 151 6,135 SH SOLE 1 6,135
DRESS BARN INC EQUITY 261570105 324 8,400 SH DEFINED 2 8,400
DRESS BARN INC EQUITY 261570105 620 16,053 SH SOLE 1 16,053
DRESSER-RAND GROUP INC EQUITY 261608103 1934 80,000 SH SOLE 4 80,000
DRESSER-RAND GROUP INC EQUITY 261608103 15 608 SH SOLE 1 608
DREW INDS INC EQUITY 26168L205 321 11,388 SH SOLE 1 11,388
DRIL-QUIP INC EQUITY 262037104 250 5,293 SH SOLE 1 5,293
DRS TECHNOLOGIES INC EQUITY 23330X100 14274 277,600 SH DEFINED 2 277,600
DRS TECHNOLOGIES INC EQUITY 23330X100 1055 20,514 SH SOLE 1 20,514
DRUGSTORE COM INC EQUITY 262241102 146 51,265 SH SOLE 1 51,265
DSP GROUP INC EQUITY 23332B106 533 21,268 SH SOLE 1 21,268
DST * SYS INC DEL EQUITY 233326107 7547 125,970 SH SOLE 1 125,970
DSW INC EQUITY 23334L102 225 8,581 SH SOLE 1 8,581
DTE ENERGY CO EQUITY 233331107 28 657 SH DEFINED 2 657
DTE ENERGY CO EQUITY 233331107 3615 83,701 SH SOLE 1 83,701
DTS INC EQUITY 23335C101 192 12,991 SH SOLE 1 12,991
DU PONT E I DE NEMOURS & CO EQUITY 263534109 6254 147,147 SH DEFINED 2 147,147
DU PONT E I DE NEMOURS & CO EQUITY 263534109 17897 421,107 SH SOLE 1 421,107
DUKE ENERGY CORP EQUITY 264399106 94 3,423 SH DEFINED 2 3,423
DUKE ENERGY CORP EQUITY 264399106 38543 1,404,133 SH SOLE 1 1,404,133
DUKE REALTY CORP EQUITY 264411505 144 4,317 SH SOLE 1 4,317
DUN & BRADSTREET CORP DEL NE EQUITY 26483E100 8891 132,775 SH SOLE 1 132,775
DUQUESNE LT HLDGS INC EQUITY 266233105 7980 488,955 SH SOLE 1 488,955
DURATEK INC EQUITY 26658Q102 157 10,484 SH SOLE 1 10,484
DURECT CORP EQUITY 266605104 1973 389,100 SH SOLE 3 389,100
DURECT CORP EQUITY 266605104 139 27,496 SH SOLE 1 27,496
DUSA PHARMACEUTICALS INC EQUITY 266898105 1822 169,200 SH DEFINED 2 169,200
DUSA PHARMACEUTICALS INC EQUITY 266898105 137 12,704 SH SOLE 1 12,704
DYCOM INDS INC EQUITY 267475101 2553 116,064 SH SOLE 1 116,064
DYNAMEX INC EQUITY 26784F103 166 8,699 SH SOLE 1 8,699
DYNAMIC MATLS CORP EQUITY 267888105 306 10,200 SH DEFINED 2 10,200
DYNAMIC MATLS CORP EQUITY 267888105 129 4,286 SH SOLE 1 4,286
DYNEGY INC EQUITY 26816Q101 5 1,113 SH DEFINED 2 1,113
DYNEGY INC EQUITY 26816Q101 685 141,508 SH SOLE 1 141,508
E M C CORP MASS EQUITY 268648102 68641 5,039,730 SH DEFINED 2 5,039,730
E M C CORP MASS EQUITY 268648102 18194 1,335,852 SH SOLE 1 1,335,852
E TRADE FINANCIAL CORP EQUITY 269246104 31 1,509 SH DEFINED 2 1,509
E TRADE FINANCIAL CORP EQUITY 269246104 3982 190,913 SH SOLE 1 190,913
EAGLE MATERIALS INC EQUITY 26969P108 404 3,300 SH DEFINED 2 3,300
EAGLE MATERIALS INC EQUITY 26969P108 1685 13,772 SH SOLE 1 13,772
EARTHLINK INC EQUITY 270321102 1060 95,409 SH SOLE 1 95,409
EAST WEST BANCORP INC EQUITY 27579R104 44 1,206 SH SOLE 1 1,206
EASTGROUP PPTY INC EQUITY 277276101 745 16,505 SH SOLE 1 16,505
EASTMAN CHEM CO EQUITY 277432100 15 300 SH DEFINED 2 300
EASTMAN CHEM CO EQUITY 277432100 3997 77,468 SH SOLE 1 77,468
EASTMAN KODAK CO EQUITY 277461109 25 1,059 SH DEFINED 2 1,059
EASTMAN KODAK CO EQUITY 277461109 3166 135,293 SH SOLE 1 135,293
EATON CORP EQUITY 278058102 37 546 SH DEFINED 2 546
EATON CORP EQUITY 278058102 4785 71,326 SH SOLE 1 71,326
EATON VANCE CORP EQUITY 278265103 7370 269,374 SH SOLE 1 269,374
EBAY INC EQUITY 278642103 18001 416,218 SH DEFINED 2 416,218
EBAY INC EQUITY 278642103 32309 747,552 SH SOLE 1 747,552
ECC CAPITAL CORP EQUITY 26826M108 97 42,803 SH SOLE 1 42,803
ECHELON CORP EQUITY 27874N105 174 22,171 SH SOLE 1 22,171
ECHOSTAR COMMUNICATIONS EQUITY 278762109 511 18,794 SH SOLE 1 18,794
ECLIPSYS CORP EQUITY 278856109 544 28,739 SH SOLE 1 28,739
ECOLAB INC EQUITY 278865100 25 681 SH DEFINED 2 681
ECOLAB INC EQUITY 278865100 3083 84,991 SH SOLE 1 84,991
ECOLLEGE EQUITY 27887E100 239 13,273 SH SOLE 1 13,273
EDGE PETE CORP DEL EQUITY 279862106 320 12,853 SH SOLE 1 12,853
EDISON INTL EQUITY 281020107 52 1,203 SH DEFINED 2 1,203
EDISON INTL EQUITY 281020107 44243 1,014,524 SH SOLE 1 1,014,524
EDO CORP EQUITY 281347104 322 11,888 SH SOLE 1 11,888
EDUCATE INC EQUITY 28138P100 162 13,748 SH SOLE 1 13,748
EDUCATION MGMT CORP EQUITY 28139T101 4484 133,818 SH SOLE 1 133,818
EDUCATION RLTY TR INC EQUITY 28140H104 215 16,705 SH SOLE 1 16,705
EDWARDS AG INC EQUITY 281760108 7217 154,018 SH SOLE 1 154,018
EDWARDS LIFESCIENCES CORP EQUITY 28176E108 4972 119,500 SH SOLE 1 119,500
EFUNDS CORP EQUITY 28224R101 797 34,009 SH SOLE 1 34,009
EGL INC EQUITY 268484102 1083 28,813 SH SOLE 1 28,813
EL PASO CORP EQUITY 28336L109 30 2,433 SH DEFINED 2 2,433
EL PASO CORP EQUITY 28336L109 3771 310,109 SH SOLE 1 310,109
EL PASO ELEC CO EQUITY 283677854 754 35,838 SH SOLE 1 35,838
ELECTRO RENT CORP EQUITY 285218103 201 13,475 SH SOLE 1 13,475
ELECTRO SCIENTIFIC INDS EQUITY 285229100 518 21,440 SH SOLE 1 21,440
ELECTRONIC ARTS INC EQUITY 285512109 58 1,110 SH DEFINED 2 1,110
ELECTRONIC ARTS INC EQUITY 285512109 7898 150,990 SH SOLE 1 150,990
ELECTRONIC DATA SYS EQUITY 285661104 46 1,926 SH DEFINED 2 1,926
ELECTRONIC DATA SYS EQUITY 285661104 5880 244,592 SH SOLE 1 244,592
ELECTRONICS FOR IMAGING INC EQUITY 286082102 1216 45,700 SH SOLE 3 45,700
ELECTRONICS FOR IMAGING INC EQUITY 286082102 1081 40,631 SH SOLE 1 40,631
ELIZABETH ARDEN INC EQUITY 28660G106 383 19,100 SH SOLE 1 19,100
ELKCORP EQUITY 287456107 510 15,139 SH SOLE 1 15,139
ELLIS PERRY INTL INC EQUITY 288853104 135 7,115 SH SOLE 1 7,115
EMAGEON INC EQUITY 29076V109 171 10,782 SH SOLE 1 10,782
EMC INS GROUP INC EQUITY 268664109 94 4,713 SH SOLE 1 4,713
EMCOR GROUP INC EQUITY 29084Q100 1001 14,819 SH SOLE 1 14,819
EMCORE CORP EQUITY 290846104 206 27,804 SH SOLE 1 27,804
EMDEON CORP EQUITY 290849108 68 8,084 SH SOLE 1 8,084
EMERSON ELEC CO EQUITY 291011104 7598 101,708 SH DEFINED 2 101,708
EMERSON ELEC CO EQUITY 291011104 2241 30,000 SH SOLE 4 30,000
EMERSON ELEC CO EQUITY 291011104 16912 226,399 SH SOLE 1 226,399
EMMIS COMMUNICATIONS CORP EQUITY 291525103 1927 96,807 SH SOLE 1 96,807
EMPIRE DIST ELEC CO EQUITY 291641108 1705 83,882 SH SOLE 1 83,882
EMPRESA NACIONAL DE ELCTRCID EQUITY 29244T101 4455 145,490 SH SOLE 1 145,490
EMULEX CORP EQUITY 292475209 289 14,600 SH DEFINED 2 14,600
EMULEX CORP EQUITY 292475209 1235 62,397 SH SOLE 1 62,397
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ENCORE ACQUISITION CO EQUITY 29255W100 3946 123,153 SH SOLE 1 123,153
ENCORE CAP GROUP INC EQUITY 292554102 191 11,029 SH SOLE 1 11,029
ENCORE MED CORP EQUITY 29256E109 150 30,264 SH SOLE 1 30,264
ENCORE WIRE CORP EQUITY 292562105 273 12,006 SH SOLE 1 12,006
ENCYSIVE PHARMACEUTICALS INC EQUITY 29256X107 344 43,628 SH SOLE 1 43,628
ENDEAVOUR INTL CORP EQUITY 29259G101 139 42,158 SH SOLE 1 42,158
ENDO PHARMACEUTICALS HLDGS I EQUITY 29264F205 188 6,228 SH SOLE 1 6,228
ENDWAVE CORP EQUITY 29264A206 64 5,429 SH SOLE 1 5,429
ENERGEN CORP EQUITY 29265N108 80 2,205 SH SOLE 1 2,205
ENERGIZER HLDGS INC EQUITY 29266R108 6517 130,884 SH SOLE 1 130,884
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ENERGY CONVERSION DEVICES IN EQUITY 292659109 617 15,151 SH SOLE 1 15,151
ENERGY EAST CORP EQUITY 29266M109 8617 377,940 SH SOLE 1 377,940
ENERGY PARTNERS LTD EQUITY 29270U105 546 25,080 SH SOLE 1 25,080
ENERGYSOUTH INC EQUITY 292970100 137 5,104 SH SOLE 1 5,104
ENERSYS EQUITY 29275Y102 450 34,540 SH SOLE 1 34,540
ENGELHARD CORP EQUITY 292845104 13 444 SH DEFINED 2 444
ENGELHARD CORP EQUITY 292845104 1707 56,618 SH SOLE 1 56,618
ENGINEERED SUPPORT SYS INC EQUITY 292866100 1295 31,101 SH SOLE 1 31,101
ENNIS INC EQUITY 293389102 347 19,085 SH SOLE 1 19,085
ENPRO INDS INC EQUITY 29355X107 423 15,713 SH SOLE 1 15,713
ENSCO INTL INC EQUITY 26874Q100 15274 344,400 SH DEFINED 2 344,400
ENSCO INTL INC EQUITY 26874Q100 1807 40,749 SH SOLE 3 39,312 1,437
ENSCO INTL INC EQUITY 26874Q100 13595 306,544 SH SOLE 1 306,544
ENSTAR GROUP INC GA EQUITY 29358R107 162 2,441 SH SOLE 1 2,441
ENTEGRIS INC EQUITY 29362U104 838 88,980 SH SOLE 1 88,980
ENTERCOM COMMUNICATIONS CORP EQUITY 293639100 3040 102,465 SH SOLE 1 102,465
ENTERGY CORP EQUITY 29364G103 53 765 SH DEFINED 2 765
ENTERGY CORP EQUITY 29364G103 9489 138,225 SH SOLE 1 138,225
ENTERPRISE FINL SVCS CORP EQUITY 293712105 132 5,813 SH SOLE 1 5,813
ENTERPRISE PRODS PARTNERS L EQUITY 293792107 2121 88,350 SH SOLE 4 88,350
ENTERTAINMENT PPTYS TR EQUITY 29380T105 1826 44,819 SH SOLE 1 44,819
ENTRAVISION COMMUNICATIONS C EQUITY 29382R107 409 57,474 SH SOLE 1 57,474
ENTRUST INC EQUITY 293848107 225 46,527 SH SOLE 1 46,527
ENZO BIOCHEM INC EQUITY 294100102 256 20,626 SH SOLE 1 20,626
ENZON PHARMACEUTICALS INC EQUITY 293904108 244 32,930 SH SOLE 1 32,930
EOG RES INC EQUITY 26875P101 2560 34,891 SH DEFINED 2 34,891
EOG RES INC EQUITY 26875P101 8153 111,128 SH SOLE 1 111,128
EPICOR SOFTWARE CORP EQUITY 29426L108 562 39,790 SH SOLE 1 39,790
EPIQ SYS INC EQUITY 26882D109 185 9,969 SH SOLE 1 9,969
EPIX PHARMACEUTICALS INC EQUITY 26881Q101 70 17,408 SH SOLE 1 17,408
EQUIFAX INC EQUITY 294429105 18 480 SH DEFINED 2 480
EQUIFAX INC EQUITY 294429105 2286 60,116 SH SOLE 1 60,116
EQUINIX INC EQUITY 29444U502 472 11,587 SH SOLE 1 11,587
EQUITABLE RES INC EQUITY 294549100 10537 287,201 SH SOLE 1 287,201
EQUITY INNS INC EQUITY 294703103 549 40,521 SH SOLE 1 40,521
EQUITY LIFESTYLE PPTYS INC EQUITY 29472R108 631 14,180 SH SOLE 1 14,180
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EQUITY OFFICE PROPERTIES * TIES TRU EQUITY 294741103 5809 191,515 SH SOLE 1 191,515
EQUITY ONE EQUITY 294752100 642 27,757 SH SOLE 1 27,757
EQUITY RESIDENTIAL SH BEN INT EQUITY 29476L107 42 1,065 SH DEFINED 2 1,065
EQUITY RESIDENTIAL SH BEN INT EQUITY 29476L107 5313 135,821 SH SOLE 1 135,821
ERESEARCHTECHNOLOGY INC EQUITY 29481V108 572 37,906 SH SOLE 1 37,906
ERICSSON L M TEL CO EQUITY 294821608 12554 364,950 SH SOLE 1 364,950
ERIE INDTY CO EQUITY 29530P102 64 1,211 SH SOLE 1 1,211
ESCALA GROUP INC EQUITY 29605W107 243 12,000 SH DEFINED 2 12,000
ESCALA GROUP INC EQUITY 29605W107 91 4,501 SH SOLE 1 4,501
ESCALADE INC EQUITY 296056104 69 5,890 SH SOLE 1 5,890
ESCO TECHNOLOGIES INC EQUITY 296315104 849 19,085 SH SOLE 1 19,085
ESPEED INC EQUITY 296643109 121 15,719 SH SOLE 1 15,719
ESSEX CORP EQUITY 296744105 219 12,842 SH SOLE 1 12,842
ESSEX PPTY TR INC EQUITY 297178105 64 691 SH SOLE 1 691
ESTERLINE TECHNOLOGIES CORP EQUITY 297425100 5526 148,600 SH DEFINED 2 148,600
ESTERLINE TECHNOLOGIES CORP EQUITY 297425100 701 18,837 SH SOLE 1 18,837
ETHAN ALLEN INTERIORS INC EQUITY 297602104 957 26,207 SH SOLE 1 26,207
EUROBANCSHARES INC EQUITY 298716101 98 6,912 SH SOLE 1 6,912
EURONET WORLDWIDE INC EQUITY 298736109 648 23,327 SH SOLE 1 23,327
EV3 INC EQUITY 26928A200 1819 123,400 SH DEFINED 2 123,400
EV3 INC EQUITY 26928A200 107 7,264 SH SOLE 1 7,264
EVEREST RE GROUP LTD EQUITY G3223R108 12273 122,300 SH SOLE 1 122,300
EVERGREEN SOLAR INC EQUITY 30033R108 316 29,657 SH SOLE 1 29,657
EXAR CORP EQUITY 300645108 331 26,406 SH SOLE 1 26,406
EXCEL TECHNOLOGY INC EQUITY 30067T103 215 9,050 SH SOLE 1 9,050
EXELIXIS INC EQUITY 30161Q104 587 62,327 SH SOLE 1 62,327
EXELON CORP EQUITY 30161N101 131 2,463 SH DEFINED 2 2,463
EXELON CORP EQUITY 30161N101 15592 293,421 SH SOLE 1 293,421
EXIDE TECHNOLOGIES *W EXP 99/99/999 EQUITY 302051123 14 50,176 SH SOLE 1 50,176
EXPEDIA INC DEL EQUITY 30212P105 519 21,660 SH SOLE 1 21,660
EXPEDITORS INTL WASH INC EQUITY 302130109 14955 221,522 SH SOLE 1 221,522
EXPONENT INC EQUITY 30214U102 170 5,989 SH SOLE 1 5,989
EXPRESS SCRIPTS INC EQUITY 302182100 45 537 SH DEFINED 2 537
EXPRESS SCRIPTS INC EQUITY 302182100 2790 33,296 SH SOLE 3 32,024 1,272
EXPRESS SCRIPTS INC EQUITY 302182100 9432 112,557 SH SOLE 1 112,557
EXPRESSJET HOLDINGS INC EQUITY 30218U108 266 32,843 SH SOLE 1 32,843
EXTRA SPACE STORAGE INC EQUITY 30225T102 432 28,058 SH SOLE 1 28,058
EXTREME NETWORKS INC EQUITY 30226D106 435 91,493 SH SOLE 1 91,493
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EXXON MOBIL CORP EQUITY 30231G102 2528 45,000 SH SOLE 4 45,000
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F M C CORP EQUITY 302491303 4048 76,129 SH SOLE 1 76,129
F N B CORP VA EQUITY 302930102 168 5,468 SH SOLE 1 5,468
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FACTSET RESH SYS INC EQUITY 303075105 1061 25,769 SH SOLE 1 25,769
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FAIR ISAAC CORP EQUITY 303250104 5795 131,191 SH SOLE 1 131,191
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FAIRPOINT COMMUNICATIONS INC EQUITY 305560104 211 20,359 SH SOLE 1 20,359
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FARGO ELECTRONICS INC EQUITY 30744P102 183 9,487 SH SOLE 1 9,487
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FARO TECHNOLOGIES INC EQUITY 311642102 170 8,506 SH SOLE 1 8,506
FASTENAL CO EQUITY 311900104 1912 48,800 SH DEFINED 2 48,800
FASTENAL CO EQUITY 311900104 10046 256,738 SH SOLE 1 256,738
FBL FINL GROUP INC EQUITY 30239F106 320 9,743 SH SOLE 1 9,743
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FEDERAL HOME LN MTG CORP EQUITY 313400301 167 2,550 SH DEFINED 2 2,550
FEDERAL HOME LN MTG CORP EQUITY 313400301 99511 1,904,982 SH SOLE 1 1,904,982
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FEDERAL SIGNAL CORP EQUITY 313855108 1974 131,532 SH SOLE 1 131,532
FEDERATED DEPT STORES INC DE EQUITY 31410H101 67 1,005 SH DEFINED 2 1,005
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FEI CO EQUITY 30241L109 344 17,933 SH SOLE 1 17,933
FELCOR LODGING TR INC EQUITY 31430F101 646 37,565 SH SOLE 1 37,565
FERRO CORP EQUITY 315405100 2144 114,261 SH SOLE 1 114,261
FIDELITY BANKSHARES INC EQUITY 31604Q107 551 16,842 SH SOLE 1 16,842
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FIDELITY NATL TITLE GROUP IN EQUITY 31620R105 21 852 SH SOLE 1 852
FIELDSTONE INVT CORP EQUITY 31659U300 2967 250,176 SH SOLE 1 250,176
FIFTH THIRD BANCORP EQUITY 316773100 77 2,049 SH DEFINED 2 2,049
FIFTH THIRD BANCORP EQUITY 316773100 25018 663,243 SH SOLE 1 663,243
FILENET CORP EQUITY 316869106 795 30,737 SH SOLE 1 30,737
FINANCIAL FED CORP EQUITY 317492106 581 13,079 SH SOLE 1 13,079
FINANCIAL INSTNS INC EQUITY 317585404 133 6,783 SH SOLE 1 6,783
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FINISH LINE INC EQUITY 317923100 550 31,600 SH SOLE 1 31,600
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FIRST ADVANTAGE CORP EQUITY 31845F100 78 2,903 SH SOLE 1 2,903
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FIRST BANCORP N C EQUITY 318910106 172 8,547 SH SOLE 1 8,547
FIRST BANCORP P R EQUITY 318672102 638 51,392 SH SOLE 1 51,392
FIRST BUSEY CORP EQUITY 319383105 219 10,493 SH SOLE 1 10,493
FIRST CASH FINL SVCS INC EQUITY 31942D107 280 9,588 SH SOLE 1 9,588
FIRST CHARTER CORP EQUITY 319439105 540 22,814 SH SOLE 1 22,814
FIRST CMNTY BANCORP CALIF EQUITY 31983B101 541 9,942 SH SOLE 1 9,942
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FIRST COMWLTH FINL CORP PA EQUITY 319829107 679 52,511 SH SOLE 1 52,511
FIRST CTZNS BANCSHARES INC N EQUITY 31946M103 790 4,528 SH SOLE 1 4,528
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FIRST DATA CORP EQUITY 319963104 20943 486,940 SH SOLE 1 486,940
FIRST DEFIANCE FINL CORP EQUITY 32006W106 143 5,276 SH SOLE 1 5,276
FIRST FINL BANCORP OH EQUITY 320209109 464 26,457 SH SOLE 1 26,457
FIRST FINL BANKSHARES EQUITY 32020R109 484 13,810 SH SOLE 1 13,810
FIRST FINL CORP IND EQUITY 320218100 274 10,130 SH SOLE 1 10,130
FIRST FINL HLDGS INC EQUITY 320239106 285 9,274 SH SOLE 1 9,274
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FIRST HORIZON PHARMACEUTICAL EQUITY 32051K106 358 20,735 SH SOLE 1 20,735
FIRST IND CORP EQUITY 32054R108 276 8,028 SH SOLE 1 8,028
FIRST INDUSTRIAL REALTY TRUS EQUITY 32054K103 1242 32,255 SH SOLE 1 32,255
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FIRST MERCHANTS CORP EQUITY 320817109 361 13,890 SH SOLE 1 13,890
FIRST MIDWEST BANCORP DEL EQUITY 320867104 1203 34,311 SH SOLE 1 34,311
FIRST NIAGARA FINL GP INC EQUITY 33582V108 1256 86,809 SH SOLE 1 86,809
FIRST OAK BROOK BANCSHARES I EQUITY 335847208 139 4,972 SH SOLE 1 4,972
FIRST PL FINL CORP EQUITY 33610T109 271 11,250 SH SOLE 1 11,250
FIRST POTOMAC RLTY TR EQUITY 33610F109 335 12,579 SH SOLE 1 12,579
FIRST REGL BANCORP EQUITY 33615C101 123 1,818 SH SOLE 1 1,818
FIRST REP BK SAN FRANCISCO EQUITY 336158100 602 16,253 SH SOLE 1 16,253
FIRST SOUTH BANCORP INC VA EQUITY 33646W100 129 3,641 SH SOLE 1 3,641
FIRST ST BANCORPORATION EQUITY 336453105 277 11,526 SH SOLE 1 11,526
FIRSTENERGY CORP EQUITY 337932107 60 1,218 SH DEFINED 2 1,218
FIRSTENERGY CORP EQUITY 337932107 7131 145,556 SH SOLE 1 145,556
FIRSTFED FINL CORP EQUITY 337907109 677 12,412 SH SOLE 1 12,412
FIRSTMERIT CORP EQUITY 337915102 4322 166,816 SH SOLE 1 166,816
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FISERV * INC EQUITY 337738108 4317 99,775 SH SOLE 1 99,775
FISHER COMMUNICATIONS INC EQUITY 337756209 206 4,965 SH SOLE 1 4,965
FISHER SCIENTIFIC INTL INC EQUITY 338032204 2886 46,653 SH DEFINED 2 46,653
FISHER SCIENTIFIC INTL INC EQUITY 338032204 3523 56,945 SH SOLE 1 56,945
FLAGSTAR BANCORP INC EQUITY 337930101 3524 244,708 SH SOLE 1 244,708
FLANDERS CORP EQUITY 338494107 3627 298,287 SH SOLE 3 298,287
FLANDERS CORP EQUITY 338494107 120 9,855 SH SOLE 1 9,855
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FLIR SYS INC EQUITY 302445101 30 1,323 SH SOLE 1 1,323
FLORIDA EAST COAST INDS EQUITY 340632108 1031 24,324 SH SOLE 1 24,324
FLORIDA ROCK INDS INC EQUITY 341140101 51 1,034 SH SOLE 1 1,034
FLOWERS FOODS INC EQUITY 343498101 1037 37,640 SH SOLE 1 37,640
FLOWSERVE CORP EQUITY 34354P105 5966 150,801 SH SOLE 1 150,801
FLUOR CORP EQUITY 343412102 25 321 SH DEFINED 2 321
FLUOR CORP EQUITY 343412102 26818 347,119 SH SOLE 1 347,119
FLUSHING FINL CORP EQUITY 343873105 225 14,433 SH SOLE 1 14,433
FMC TECHNOLOGIES INC EQUITY 30249U101 5901 137,495 SH SOLE 1 137,495
FNB CORP PA EQUITY 302520101 733 42,232 SH SOLE 1 42,232
FNX MNG CO INC EQUITY 30253R101 2308 198,000 SH DEFINED 1 0 198,000
FOOT LOCKER INC EQUITY 344849104 7372 312,506 SH SOLE 1 312,506
FORD MTR CO CAP TR II BONDS 345395206 1973 71,500 SH SOLE 1 71,500
FORD MTR CO DEL EQUITY 345370860 53 6,858 SH DEFINED 2 6,858
FORD MTR CO DEL EQUITY 345370860 8580 1,111,336 SH SOLE 1 1,111,336
FOREST CITY ENTERPRISES INC EQUITY 345550107 55 1,451 SH SOLE 1 1,451
FOREST LABS INC EQUITY 345838106 51 1,248 SH DEFINED 2 1,248
FOREST LABS INC EQUITY 345838106 24414 600,157 SH SOLE 1 600,157
FOREST OIL CORP EQUITY 346091705 4994 109,590 SH SOLE 1 109,590
FORMFACTOR INC EQUITY 346375108 620 25,397 SH SOLE 1 25,397
FORRESTER RESH INC EQUITY 346563109 182 9,725 SH SOLE 1 9,725
FORTUNE BRANDS INC EQUITY 349631101 2195 28,140 SH DEFINED 2 28,140
FORTUNE BRANDS INC EQUITY 349631101 5256 67,373 SH SOLE 1 67,373
FORWARD AIR CORP EQUITY 349853101 889 24,263 SH SOLE 1 24,263
FOSSIL INC EQUITY 349882100 782 36,341 SH SOLE 1 36,341
FOUNDATION COAL HLDGS INC EQUITY 35039W100 677 17,825 SH SOLE 1 17,825
FOUNDRY NETWORKS INC EQUITY 35063R100 1269 91,882 SH SOLE 1 91,882
FOXHOLLOW TECHNOLOGIES INC EQUITY 35166A103 311 10,424 SH SOLE 1 10,424
FPIC INS GROUP INC EQUITY 302563101 265 7,630 SH SOLE 1 7,630
FPL GROUP INC EQUITY 302571104 12179 293,058 SH DEFINED 2 293,058
FPL GROUP INC EQUITY 302571104 7241 174,226 SH SOLE 1 174,226
FRANKLIN BK CORP DEL EQUITY 352451108 8506 472,800 SH DEFINED 2 472,800
FRANKLIN BK CORP DEL EQUITY 352451108 273 15,170 SH SOLE 1 15,170
FRANKLIN ELEC INC EQUITY 353514102 660 16,682 SH SOLE 1 16,682
FRANKLIN RES INC EQUITY 354613101 52 549 SH DEFINED 2 549
FRANKLIN RES INC EQUITY 354613101 6153 65,453 SH SOLE 1 65,453
FREDS INC EQUITY 356108100 486 29,892 SH SOLE 1 29,892
FREEPORT-MCMORAN COPPER & GO EQUITY 35671D857 36 678 SH DEFINED 2 678
FREEPORT-MCMORAN COPPER & GO EQUITY 35671D857 24143 448,747 SH SOLE 1 448,747
FREESCALE SEMICONDUCTOR INC EQUITY 35687M206 38 1,515 SH DEFINED 2 1,515
FREESCALE SEMICONDUCTOR INC EQUITY 35687M206 4841 192,340 SH SOLE 1 192,340
FREIGHTCAR AMER INC EQUITY 357023100 302 6,287 SH SOLE 1 6,287
FREMONT * GEN CORP EQUITY 357288109 1132 48,739 SH SOLE 1 48,739
FRIEDMAN BILLINGS RAMSEY GRO EQUITY 358434108 42 4,250 SH SOLE 1 4,250
FRONTIER AIRLINES INC EQUITY 359065109 247 26,765 SH SOLE 1 26,765
FRONTIER FINL CORP WASH EQUITY 35907K105 592 18,490 SH SOLE 1 18,490
FRONTIER OIL CORP EQUITY 35914P105 428 11,400 SH DEFINED 2 11,400
FRONTIER OIL CORP EQUITY 35914P105 1544 41,144 SH SOLE 1 41,144
FROZEN FOOD EXPRESS INDS INC EQUITY 359360104 124 11,253 SH SOLE 1 11,253
FTD GROUP INC EQUITY 30267U108 104 9,995 SH SOLE 1 9,995
FTI CONSULTING INC EQUITY 302941109 880 32,087 SH SOLE 1 32,087
FUELCELL ENERGY INC EQUITY 35952H106 306 36,179 SH SOLE 1 36,179
FULLER H B CO EQUITY 359694106 693 21,623 SH SOLE 1 21,623
FULTON FINL CORP PA * EQUITY 360271100 84 4,780 SH SOLE 1 4,780
FURNITURE BRANDS INTL INC EQUITY 360921100 3068 137,410 SH SOLE 1 137,410
FX ENERGY INC EQUITY 302695101 208 26,014 SH SOLE 1 26,014
G & K SVCS INC EQUITY 361268105 571 14,550 SH SOLE 1 14,550
G B & T BANCSHARES INC EQUITY 361462104 204 9,510 SH SOLE 1 9,510
GALLAGHER ARTHUR J & CO EQUITY 363576109 23095 747,891 SH SOLE 1 747,891
GAMCO INVESTORS INC EQUITY 361438104 233 5,354 SH SOLE 1 5,354
GAMESTOP CORP EQUITY 36467W109 4896 153,872 SH SOLE 1 153,872
GANNETT INC EQUITY 364730101 54 885 SH DEFINED 2 885
GANNETT INC EQUITY 364730101 7712 127,325 SH SOLE 1 127,325
GAP INC DEL EQUITY 364760108 37 2,118 SH DEFINED 2 2,118
GAP INC DEL EQUITY 364760108 10652 603,866 SH SOLE 1 603,866
GARDNER DENVER INC EQUITY 365558105 929 18,850 SH SOLE 1 18,850
GARMIN LTD EQUITY G37260109 420 6,330 SH SOLE 1 6,330
GARTNER INC EQUITY 366651107 2014 156,118 SH SOLE 1 156,118
GASCO ENERGY INC EQUITY 367220100 315 48,208 SH SOLE 1 48,208
GATEWAY INC EQUITY 367626108 2 978 SH DEFINED 2 978
GATEWAY INC EQUITY 367626108 780 310,618 SH SOLE 1 310,618
GATX CORP EQUITY 361448103 419 11,600 SH DEFINED 2 11,600
GATX CORP EQUITY 361448103 4796 132,934 SH SOLE 1 132,934
GAYLORD ENTMT CO EQUITY 367905106 1314 30,136 SH SOLE 1 30,136
GEHL CO EQUITY 368483103 3898 148,500 SH SOLE 3 148,500
GEHL CO EQUITY 368483103 232 8,839 SH SOLE 1 8,839
GEMSTAR-TV GUIDE INTL INC EQUITY 36866W106 483 184,880 SH SOLE 1 184,880
GENCORP INC EQUITY 368682100 726 40,886 SH SOLE 1 40,886
GENENTECH INC EQUITY 368710406 30877 333,800 SH DEFINED 2 333,800
GENENTECH INC EQUITY 368710406 1915 20,708 SH SOLE 1 20,708
GENERAL * DYNAMICS CORP EQUITY 369550108 85 744 SH DEFINED 2 744
GENERAL * DYNAMICS CORP EQUITY 369550108 2851 25,000 SH SOLE 4 25,000
GENERAL * DYNAMICS CORP EQUITY 369550108 24088 211,208 SH SOLE 1 211,208
GENERAL CABLE CORP DEL EQUITY 369300108 331 16,800 SH DEFINED 2 16,800
GENERAL CABLE CORP DEL EQUITY 369300108 585 29,687 SH SOLE 1 29,687
GENERAL COMMUNICATION INC EQUITY 369385109 430 41,618 SH SOLE 1 41,618
GENERAL ELECTRIC CO EQUITY 369604103 66082 1,885,374 SH DEFINED 2 1,885,374
GENERAL ELECTRIC CO EQUITY 369604103 1928 55,000 SH SOLE 4 55,000
GENERAL ELECTRIC CO EQUITY 369604103 318909 9,098,675 SH SOLE 1 9,098,675
GENERAL GROWTH PPTYS INC EQUITY 370021107 217 4,618 SH SOLE 1 4,618
GENERAL MLS INC EQUITY 370334104 65 1,311 SH DEFINED 2 1,311
GENERAL MLS INC EQUITY 370334104 31877 646,339 SH SOLE 1 646,339
GENERAL MTRS CORP EQUITY 370442105 3443 177,274 SH DEFINED 2 177,274
GENERAL MTRS CORP EQUITY 370442105 13582 699,376 SH SOLE 1 699,376
GENESCO INC EQUITY 371532102 372 9,600 SH DEFINED 2 9,600
GENESCO INC EQUITY 371532102 657 16,948 SH SOLE 1 16,948
GENESEE & WYO INC EQUITY 371559105 656 17,475 SH SOLE 1 17,475
GENESIS HEALTHCARE CORP EQUITY 37184D101 543 14,881 SH SOLE 1 14,881
GENESIS MICROCHIP INC DEL EQUITY 37184C103 457 25,240 SH SOLE 1 25,240
GENITOPE CORP EQUITY 37229P507 142 17,898 SH SOLE 1 17,898
GENLYTE GROUP INC EQUITY 372302109 964 18,002 SH SOLE 1 18,002
GENOMIC HEALTH INC EQUITY 37244C101 3 362 SH SOLE 1 362
GEN-PROBE INC EQUITY 36866T103 4988 102,238 SH SOLE 1 102,238
GENTEX CORP EQUITY 371901109 6056 310,589 SH SOLE 1 310,589
GENTIVA HEALTH SERVICES INC EQUITY 37247A102 258 17,524 SH SOLE 1 17,524
GENUINE PARTS CO EQUITY 372460105 7043 160,358 SH DEFINED 2 160,358
GENUINE PARTS CO EQUITY 372460105 3594 81,824 SH SOLE 1 81,824
GENWORTH FINL INC COM EQUITY 37247D106 48 1,389 SH DEFINED 2 1,389
GENWORTH FINL INC COM EQUITY 37247D106 5982 172,998 SH SOLE 1 172,998
GENZYME CORP EQUITY 372917104 36349 513,554 SH DEFINED 2 513,554
GENZYME CORP EQUITY 372917104 2575 36,386 SH SOLE 3 34,766 1,620
GENZYME CORP EQUITY 372917104 9478 133,908 SH SOLE 1 133,908
GEO GROUP INC EQUITY 36159R103 165 7,180 SH SOLE 1 7,180
GEORGIA GULF CORP EQUITY 373200203 779 25,619 SH SOLE 1 25,619
GERON CORP EQUITY 374163103 413 47,987 SH SOLE 1 47,987
GETTY IMAGES INC EQUITY 374276103 1279 14,328 SH SOLE 3 13,496 832
GETTY IMAGES INC EQUITY 374276103 95 1,060 SH SOLE 1 1,060
GETTY RLTY CORP EQUITY 374297109 346 13,155 SH SOLE 1 13,155
GEVITY HR INC EQUITY 374393106 534 20,769 SH SOLE 1 20,769
GFI GROUP INC EQUITY 361652209 389 8,200 SH DEFINED 2 8,200
GFI GROUP INC EQUITY 361652209 209 4,400 SH SOLE 1 4,400
GIANT INDS INC EQUITY 374508109 563 10,830 SH SOLE 1 10,830
GIBRALTAR INDS INC EQUITY 374689107 415 18,086 SH SOLE 1 18,086
GILDAN ACTIVEWEAR INC EQUITY 375916103 488 11,400 SH DEFINED 2 11,400
GILEAD SCIENCES INC EQUITY 375558103 89 1,689 SH DEFINED 2 1,689
GILEAD SCIENCES INC EQUITY 375558103 70734 1,345,522 SH SOLE 1 1,345,522
GLACIER BANCORP INC EQUITY 37637Q105 704 23,444 SH SOLE 1 23,444
GLADSTONE CAPITAL CORP EQUITY 376535100 181 8,484 SH SOLE 1 8,484
GLADSTONE INVT CORP EQUITY 376546107 169 12,433 SH SOLE 1 12,433
GLATFELTER EQUITY 377316104 1704 120,118 SH SOLE 1 120,118
GLENAYRE TECHNOLOGIES INC EQUITY 377899109 163 50,248 SH SOLE 1 50,248
GLENBOROUGH RLTY TR INC EQUITY 37803P105 1252 69,174 SH SOLE 1 69,174
GLIMCHER RLTY TR SH BEN INT EQUITY 379302102 4559 187,476 SH SOLE 1 187,476
GLOBAL CASH ACCESS HLDGS INC EQUITY 378967103 17 1,156 SH SOLE 1 1,156
GLOBAL IMAGING SYSTEMS EQUITY 37934A100 610 17,621 SH SOLE 1 17,621
GLOBAL INDS LTD EQUITY 379336100 6488 571,600 SH DEFINED 2 571,600
GLOBAL INDS LTD EQUITY 379336100 706 62,170 SH SOLE 1 62,170
GLOBAL PMTS INC EQUITY 37940X102 475 10,200 SH DEFINED 2 10,200
GLOBAL PMTS INC EQUITY 37940X102 128 2,756 SH SOLE 1 2,756
GLOBAL POWER EQUIPMENT INC EQUITY 37941P108 121 26,842 SH SOLE 1 26,842
GLOBAL SIGNAL INC EQUITY 37944Q103 13 311 SH SOLE 1 311
GLOBETEL COMMUNICATIONS CORP EQUITY 37958F209 190 51,525 SH SOLE 1 51,525
GMH CMNTYS TR EQUITY 36188G102 364 23,474 SH SOLE 1 23,474
GOLD BANC CORP INC EQUITY 379907108 536 29,402 SH SOLE 1 29,402
GOLD KIST INC EQUITY 380614107 578 38,669 SH SOLE 1 38,669
GOLDCORP INC EQUITY 380956409 1934 87,075 SH DEFINED 1 0 87,075
GOLDEN STAR RES LTD CDA EQUITY 38119T104 345 130,000 SH DEFINED 1 0 130,000
GOLDEN TELECOM INC EQUITY 38122G107 894 34,331 SH SOLE 1 34,331
GOLDEN WEST FINL CORP DEL EQUITY 381317106 62 942 SH DEFINED 2 942
GOLDEN WEST FINL CORP DEL EQUITY 381317106 7382 111,854 SH SOLE 1 111,854
GOLDMAN SACHS GROUP INC EQUITY 38141G104 30507 238,881 SH DEFINED 2 238,881
GOLDMAN SACHS GROUP INC EQUITY 38141G104 61422 1,609,410 SH SOLE 1 1,609,410
GOLF GALAXY INC EQUITY 381639103 1323 69,100 SH SOLE 3 69,100
GOLF GALAXY INC EQUITY 381639103 65 3,403 SH SOLE 1 3,403
GOODRICH CORP EQUITY 382388106 26635 648,053 SH DEFINED 2 648,053
GOODRICH CORP EQUITY 382388106 2337 56,858 SH SOLE 1 56,858
GOODRICH PETE CORP EQUITY 382410405 193 7,683 SH SOLE 1 7,683
GOODYEAR TIRE & RUBR CO EQUITY 382550101 11 651 SH DEFINED 2 651
GOODYEAR TIRE & RUBR CO EQUITY 382550101 3010 173,161 SH SOLE 1 173,161
GOODYS FAMILY CLOTHING INC EQUITY 382588101 6 654 SH SOLE 1 654
GOOGLE INC EQUITY 38259P508 31778 76,600 SH DEFINED 2 76,600
GOOGLE INC EQUITY 38259P508 12052 29,050 SH SOLE 1 29,050
GORMAN RUPP CO EQUITY 383082104 152 6,873 SH SOLE 1 6,873
GOVERNMENT PPTYS TR INC EQUITY 38374W107 145 15,542 SH SOLE 1 15,542
GRACE W R & CO DEL EQUITY 38388F108 472 50,232 SH SOLE 1 50,232
GRACO INC EQUITY 384109104 5002 137,106 SH SOLE 1 137,106
GRAFTECH INTL LTD EQUITY 384313102 456 73,278 SH SOLE 1 73,278
GRAINGER W W INC EQUITY 384802104 20 282 SH DEFINED 2 282
GRAINGER W W INC EQUITY 384802104 2538 35,694 SH SOLE 1 35,694
GRAMERCY CAP CORP EQUITY 384871109 895 39,286 SH SOLE 1 39,286
GRANITE CONSTR INC EQUITY 387328107 3275 91,191 SH SOLE 1 91,191
GRANT PRIDECO INC EQUITY 38821G101 15902 360,437 SH SOLE 1 360,437
GRAPHIC PACKAGING CORP DEL EQUITY 388688103 112 48,908 SH SOLE 1 48,908
GRAY TELEVISION INC EQUITY 389375106 319 32,465 SH SOLE 1 32,465
GREAT AMERN FINL RES INC EQUITY 389915109 126 6,354 SH SOLE 1 6,354
GREAT ATLANTIC & PAC TEA INC EQUITY 390064103 417 13,120 SH SOLE 1 13,120
GREAT PLAINS ENERGY INC EQUITY 391164100 4190 149,844 SH SOLE 1 149,844
GREAT SOUTHN BANCORP INC EQUITY 390905107 216 7,816 SH SOLE 1 7,816
GREAT WOLF RESORTS INC EQUITY 391523107 197 19,131 SH SOLE 1 19,131
GREATBATCH * TCH INC EQUITY 39153L106 421 16,203 SH SOLE 1 16,203
GREATER BAY BANCORP EQUITY 391648102 3541 138,216 SH SOLE 1 138,216
GREEN MTN COFFEE ROASTERS IN EQUITY 393122106 135 3,315 SH SOLE 1 3,315
GREENBRIER COS INC EQUITY 393657101 133 4,666 SH SOLE 1 4,666
GREENE CNTY BANCSHARES INC EQUITY 394361208 137 5,014 SH SOLE 1 5,014
GREENFIELD ONLINE INC EQUITY 395150105 72 12,338 SH SOLE 1 12,338
GREENHILL & CO INC EQUITY 395259104 326 5,800 SH DEFINED 2 5,800
GREENHILL & CO INC EQUITY 395259104 505 8,984 SH SOLE 1 8,984
GREIF INC EQUITY 397624107 767 11,576 SH SOLE 1 11,576
GREY WOLF INC EQUITY 397888108 261 33,800 SH DEFINED 2 33,800
GREY WOLF INC EQUITY 397888108 1108 143,298 SH SOLE 1 143,298
GRIFFON CORP EQUITY 398433102 521 21,882 SH SOLE 1 21,882
GROUP 1 AUTOMOTIVE INC EQUITY 398905109 495 15,739 SH SOLE 1 15,739
GSI COMMERCE INC EQUITY 36238G102 370 24,492 SH SOLE 1 24,492
GTECH HLDGS CORP EQUITY 400518106 7939 250,119 SH SOLE 1 250,119
GTX INC DEL EQUITY 40052B108 44 5,825 SH SOLE 1 5,825
GUESS INC EQUITY 401617105 598 16,800 SH DEFINED 2 16,800
GUESS INC EQUITY 401617105 430 12,082 SH SOLE 1 12,082
GUIDANT CORP EQUITY 401698105 79 1,224 SH DEFINED 2 1,224
GUIDANT CORP EQUITY 401698105 20127 310,836 SH SOLE 1 310,836
GUITAR CTR MGMT INC EQUITY 402040109 971 19,420 SH SOLE 1 19,420
GULF ISLAND FABRICATION INC EQUITY 402307102 170 6,995 SH SOLE 1 6,995
GULFMARK OFFSHORE INC EQUITY 402629109 2147 72,500 SH SOLE 3 72,500
GULFMARK OFFSHORE INC EQUITY 402629109 330 11,132 SH SOLE 1 11,132
GYMBOREE CORP EQUITY 403777105 4268 182,400 SH SOLE 3 182,400
GYMBOREE CORP EQUITY 403777105 548 23,411 SH SOLE 1 23,411
HAEMONETICS CORP EQUITY 405024100 977 20,000 SH DEFINED 2 20,000
HAEMONETICS CORP EQUITY 405024100 949 19,429 SH SOLE 1 19,429
HAIN CELESTIAL GROUP INC EQUITY 405217100 464 21,931 SH SOLE 1 21,931
HALLIBURTON CO EQUITY 406216101 117 1,893 SH DEFINED 2 1,893
HALLIBURTON CO EQUITY 406216101 13986 225,731 SH SOLE 1 225,731
HANCOCK HLDG CO EQUITY 410120109 759 20,087 SH SOLE 1 20,087
HANDLEMAN CO DEL EQUITY 410252100 202 16,292 SH SOLE 1 16,292
HANMI FINL CORP EQUITY 410495105 535 29,958 SH SOLE 1 29,958
HANOVER COMPRESSOR CO EQUITY 410768105 3516 249,161 SH SOLE 1 249,161
HANOVER INS GROUP INC EQUITY 410867105 4498 107,673 SH SOLE 1 107,673
HANSEN NAT CORP EQUITY 411310105 315 4,000 SH DEFINED 2 4,000
HANSEN NAT CORP EQUITY 411310105 883 11,204 SH SOLE 1 11,204
HARBOR FLA BANCSHARES INC EQUITY 411901101 579 15,620 SH SOLE 1 15,620
HARLAND JOHN H CO EQUITY 412693103 776 20,626 SH SOLE 1 20,626
HARLEY DAVIDSON INC EQUITY 412822108 52 1,014 SH DEFINED 2 1,014
HARLEY DAVIDSON INC EQUITY 412822108 13834 268,668 SH SOLE 1 268,668
HARLEYSVILLE GROUP INC EQUITY 412824104 264 9,948 SH SOLE 1 9,948
HARLEYSVILLE NATL CORP PA EQUITY 412850109 395 20,691 SH SOLE 1 20,691
HARMAN INTL INDS INC EQUITY 413086109 1252 12,800 SH DEFINED 2 12,800
HARMAN INTL INDS INC EQUITY 413086109 12893 131,760 SH SOLE 1 131,760
HARMONIC INC EQUITY 413160102 266 54,884 SH SOLE 1 54,884
HARRAHS ENTMT INC EQUITY 413619107 48 678 SH DEFINED 2 678
HARRAHS ENTMT INC EQUITY 413619107 6078 85,255 SH SOLE 1 85,255
HARRIS & HARRIS GROUP INC EQUITY 413833104 184 13,203 SH SOLE 1 13,203
HARRIS CORP DEL EQUITY 413875105 11504 267,475 SH SOLE 1 267,475
HARRIS INTERACTIVE INC EQUITY 414549105 166 38,424 SH SOLE 1 38,424
HARSCO CORP EQUITY 415864107 5627 83,357 SH SOLE 1 83,357
HARTE-HANKS INC EQUITY 416196103 2996 113,526 SH SOLE 1 113,526
HARTFORD FINL SVCS GROUP INC EQUITY 416515104 95 1,110 SH DEFINED 2 1,110
HARTFORD FINL SVCS GROUP INC EQUITY 416515104 46043 536,070 SH SOLE 1 536,070
HARTMARX CORP EQUITY 417119104 151 19,368 SH SOLE 1 19,368
HARVEST NATURAL RESOURCES IN EQUITY 41754V103 251 28,261 SH SOLE 1 28,261
HASBRO INC EQUITY 418056107 13 657 SH DEFINED 2 657
HASBRO INC EQUITY 418056107 1685 83,506 SH SOLE 1 83,506
HAVERTY FURNITURE INC EQUITY 419596101 188 14,613 SH SOLE 1 14,613
HAWAIIAN ELEC INDUSTRIES EQUITY 419870100 4210 162,532 SH SOLE 1 162,532
HAYES LEMMERZ INTL INC EQUITY 420781304 100 28,430 SH SOLE 1 28,430
HCA INC EQUITY 404119109 79 1,566 SH DEFINED 2 1,566
HCA INC EQUITY 404119109 980 19,400 SH SOLE 3 19,400
HCA INC EQUITY 404119109 9414 186,420 SH SOLE 1 186,420
HCC INS HLDGS INC EQUITY 404132102 6288 211,876 SH SOLE 1 211,876
HEADWATERS INC EQUITY 42210P102 3601 101,600 SH DEFINED 2 101,600
HEADWATERS INC EQUITY 42210P102 1100 31,052 SH SOLE 1 31,052
HEALTH CARE PPTY INVS INC EQUITY 421915109 2300 90,000 SH SOLE 4 90,000
HEALTH CARE PPTY INVS INC EQUITY 421915109 320 12,522 SH SOLE 1 12,522
HEALTH CARE REIT INC EQUITY 42217K106 55 1,610 SH SOLE 1 1,610
HEALTH GRADES INC EQUITY 42218Q102 1191 189,986 SH SOLE 3 189,986
HEALTH MGMT ASSOC INC EQUITY 421933102 20 912 SH DEFINED 2 912
HEALTH MGMT ASSOC INC EQUITY 421933102 2697 122,803 SH SOLE 1 122,803
HEALTH NET INC EQUITY 42222G108 11812 229,131 SH SOLE 1 229,131
HEALTHCARE RLTY TR EQUITY 421946104 2994 90,000 SH SOLE 4 90,000
HEALTHCARE RLTY TR EQUITY 421946104 48 1,436 SH SOLE 1 1,436
HEALTHCARE SVCS GRP INC EQUITY 421906108 414 19,973 SH SOLE 1 19,973
HEALTHEXTRAS INC EQUITY 422211102 855 34,075 SH SOLE 1 34,075
HEALTHTRONICS INC EQUITY 42222L107 194 25,406 SH SOLE 1 25,406
HEARST-ARGYLE TELEVISION INC EQUITY 422317107 21 885 SH SOLE 1 885
HEARTLAND EXPRESS INC EQUITY 422347104 693 34,135 SH SOLE 1 34,135
HEARTLAND FINL USA INC EQUITY 42234Q102 173 7,960 SH SOLE 1 7,960
HEARTLAND PMT SYS INC EQUITY 42235N108 2660 122,800 SH DEFINED 2 122,800
HEARTLAND PMT SYS INC EQUITY 42235N108 71 3,277 SH SOLE 1 3,277
HECLA MNG CO EQUITY 422704106 361 88,894 SH SOLE 1 88,894
HEICO CORP EQUITY 422806109 418 16,167 SH SOLE 1 16,167
HEIDRICK & STRUGGLES INTL IN EQUITY 422819102 378 11,800 SH DEFINED 2 11,800
HEIDRICK & STRUGGLES INTL IN EQUITY 422819102 469 14,646 SH SOLE 1 14,646
HEINZ H J CO EQUITY 423074103 42 1,236 SH DEFINED 2 1,236
HEINZ H J CO EQUITY 423074103 5268 156,235 SH SOLE 1 156,235
HELMERICH & PAYNE INC EQUITY 423452101 6510 105,157 SH SOLE 1 105,157
HENRY JACK & ASSOC INC EQUITY 426281101 3863 202,373 SH SOLE 1 202,373
HERCULES INC EQUITY 427056106 5 417 SH DEFINED 2 417
HERCULES INC EQUITY 427056106 1520 134,492 SH SOLE 1 134,492
HERCULES OFFSHORE INC EQUITY 427093109 19 660 SH SOLE 1 660
HERITAGE COMMERCE CORP EQUITY 426927109 192 8,910 SH SOLE 1 8,910
HERITAGE PPTY INVT TR INC EQUITY 42725M107 691 20,675 SH SOLE 1 20,675
HERLEY INDS INC DEL EQUITY 427398102 160 9,702 SH SOLE 1 9,702
HERSHA HOSPITALITY TR SH BEN INT A EQUITY 427825104 137 15,237 SH SOLE 1 15,237
HERSHEY CO EQUITY 427866108 1960 35,469 SH DEFINED 2 35,469
HERSHEY CO EQUITY 427866108 4404 79,713 SH SOLE 1 79,713
HEWITT ASSOCS INC EQUITY 42822Q100 28 991 SH SOLE 1 991
HEWLETT PACKARD CO EQUITY 428236103 303 10,575 SH DEFINED 2 10,575
HEWLETT PACKARD CO EQUITY 428236103 55982 1,955,356 SH SOLE 1 1,955,356
HEXCEL CORP EQUITY 428291108 792 43,885 SH SOLE 1 43,885
HIBBETT SPORTING GOODS INC EQUITY 428565105 763 26,804 SH SOLE 1 26,804
HIGHLAND HOSPITALITY CORP EQUITY 430141101 415 37,595 SH SOLE 1 37,595
HIGHWOODS PPTYS INC EQUITY 431284108 4188 147,203 SH SOLE 1 147,203
HILB ROGAL & HOBBS CO EQUITY 431294107 927 24,069 SH SOLE 1 24,069
HILLENBRAND INDS INC EQUITY 431573104 6043 122,309 SH SOLE 1 122,309
HILTON HOTELS CORP EQUITY 432848109 29 1,212 SH DEFINED 2 1,212
HILTON HOTELS CORP EQUITY 432848109 3680 152,631 SH SOLE 1 152,631
HI-TECH PHARMACAL INC EQUITY 42840B101 171 3,856 SH SOLE 1 3,856
HITTITE MICROWAVE CORP EQUITY 43365Y104 80 3,454 SH SOLE 1 3,454
HNI CORP EQUITY 404251100 6070 110,497 SH SOLE 1 110,497
HOLLINGER INTL INC EQUITY 435569108 397 44,320 SH SOLE 1 44,320
HOLLY CORP EQUITY 435758305 400 6,800 SH DEFINED 2 6,800
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HOLOGIC INC EQUITY 436440101 629 16,600 SH DEFINED 2 16,600
HOLOGIC INC EQUITY 436440101 1241 32,716 SH SOLE 1 32,716
HOME DEPOT INC EQUITY 437076102 37154 917,842 SH DEFINED 2 917,842
HOME DEPOT INC EQUITY 437076102 42291 1,044,748 SH SOLE 1 1,044,748
HOME PROPERTIES INC EQUITY 437306103 965 23,654 SH SOLE 1 23,654
HOMEBANC CORP GA EQUITY 43738R109 1081 144,465 SH SOLE 1 144,465
HOMESTORE INC EQUITY 437852106 564 110,568 SH SOLE 1 110,568
HONEYWELL INTL INC EQUITY 438516106 116 3,111 SH DEFINED 2 3,111
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HOOKER FURNITURE CORP EQUITY 439038100 135 7,853 SH SOLE 1 7,853
HOOPER HOLMES INC EQUITY 439104100 125 48,990 SH SOLE 1 48,990
HORACE MANN EDUCATORS CORP N EQUITY 440327104 2222 117,198 SH SOLE 1 117,198
HORIZON FINL CORP WASH EQUITY 44041F105 166 7,599 SH SOLE 1 7,599
HORIZON HEALTH CORP EQUITY 44041Y104 1756 77,600 SH SOLE 3 77,600
HORIZON HEALTH CORP EQUITY 44041Y104 179 7,904 SH SOLE 1 7,904
HORIZON LINES INC EQUITY 44044K101 13 1,034 SH SOLE 1 1,034
HORMEL FOODS CORP EQUITY 440452100 4792 146,629 SH SOLE 1 146,629
HORNBECK OFFSHORE SVCS INC N EQUITY 440543106 8005 244,800 SH DEFINED 2 244,800
HORNBECK OFFSHORE SVCS INC N EQUITY 440543106 3989 122,000 SH SOLE 3 122,000
HORNBECK OFFSHORE SVCS INC N EQUITY 440543106 362 11,060 SH SOLE 1 11,060
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HOSPIRA INC EQUITY 441060100 107 2,500 SH SOLE 4 2,500
HOSPIRA INC EQUITY 441060100 3199 74,773 SH SOLE 1 74,773
HOSPITALITY PPTYS TR EQUITY 44106M102 14735 367,458 SH SOLE 1 367,458
HOST MARRIOTT CORP EQUITY 44107P104 201 10,607 SH SOLE 1 10,607
HOT TOPIC INC EQUITY 441339108 479 33,647 SH SOLE 1 33,647
HOUSEVALUES INC EQUITY 44183Y102 63 4,803 SH SOLE 1 4,803
HOUSTON EXPL CO EQUITY 442120101 1136 21,522 SH SOLE 1 21,522
HOVNANIAN ENTERPRISES INC EQUITY 442487203 3550 71,521 SH SOLE 1 71,521
HRPT PPTYS TR EQUITY 40426W101 65 6,314 SH SOLE 1 6,314
HSBC HLDGS PLC BONDS 404280604 866 35,000 SH SOLE 1 35,000
HUB GROUP INC EQUITY 443320106 517 14,631 SH SOLE 1 14,631
HUBBELL * INC EQUITY 443510201 5496 121,819 SH SOLE 1 121,819
HUDSON CITY BANCORP EQUITY 443683107 157 12,937 SH SOLE 1 12,937
HUDSON HIGHLAND GROUP INC EQUITY 443792106 313 18,032 SH SOLE 1 18,032
HUDSON UNITED BANCORP EQUITY 444165104 1400 33,600 SH SOLE 1 33,600
HUGHES SUPPLY INC EQUITY 444482103 1788 49,870 SH SOLE 1 49,870
HUMAN GENOME SCIENCES INC EQUITY 444903108 840 98,089 SH SOLE 1 98,089
HUMANA INC EQUITY 444859102 2228 41,000 SH DEFINED 2 41,000
HUMANA INC EQUITY 444859102 4087 75,233 SH SOLE 1 75,233
HUNGARIAN TEL & CABLE CORP EQUITY 445542103 45 2,895 SH SOLE 1 2,895
HUNT J B TRANS SVCS INC EQUITY 445658107 14521 641,400 SH DEFINED 2 641,400
HUNT J B TRANS SVCS INC EQUITY 445658107 5596 247,174 SH SOLE 1 247,174
HUNTINGTON BANCSHARES INC EQUITY 446150104 20 843 SH DEFINED 2 843
HUNTINGTON BANCSHARES INC EQUITY 446150104 2557 107,672 SH SOLE 1 107,672
HUNTSMAN CORP EQUITY 447011107 258 14,987 SH SOLE 1 14,987
HURON CONSULTING GROUP INC EQUITY 447462102 120 5,005 SH SOLE 1 5,005
HUTCHINSON TECHNOLOGY INC EQUITY 448407106 540 18,966 SH SOLE 1 18,966
HUTTIG BLDG PRODS INC EQUITY 448451104 88 10,520 SH SOLE 1 10,520
HYDRIL EQUITY 448774109 892 14,249 SH SOLE 1 14,249
HYPERCOM CORP EQUITY 44913M105 252 39,487 SH SOLE 1 39,487
HYPERION SOLUTIONS CORP EQUITY 44914M104 4019 112,200 SH DEFINED 2 112,200
HYPERION SOLUTIONS CORP EQUITY 44914M104 48 1,339 SH SOLE 1 1,339
IAC INTERACTIVECORP EQUITY 44919P300 597 21,100 SH SOLE 1 21,100
IBERIABANK CORP EQUITY 450828108 367 7,195 SH SOLE 1 7,195
ICOS CORP EQUITY 449295104 1324 47,936 SH SOLE 1 47,936
ICU MED INC EQUITY 44930G107 407 10,381 SH SOLE 1 10,381
IDACORP INC EQUITY 451107106 4599 156,951 SH SOLE 1 156,951
IDENIX PHARMACEUTICALS INC EQUITY 45166R204 163 9,504 SH SOLE 1 9,504
IDENTIX INC EQUITY 451906101 334 66,764 SH SOLE 1 66,764
IDEX CORP EQUITY 45167R104 35766 870,000 SH DEFINED 2 870,000
IDEX CORP EQUITY 45167R104 48 1,178 SH SOLE 1 1,178
IDEXX LABS INC EQUITY 45168D104 51 715 SH SOLE 1 715
IDT CORP EQUITY 448947309 511 43,697 SH SOLE 1 43,697
IDX SYS CORP EQUITY 449491109 1044 23,767 SH SOLE 1 23,767
I-FLOW CORP EQUITY 449520303 1316 90,000 SH DEFINED 2 90,000
I-FLOW CORP EQUITY 449520303 219 14,970 SH SOLE 1 14,970
IGATE CORP EQUITY 45169U105 77 15,816 SH SOLE 1 15,816
IHOP CORP EQUITY 449623107 702 14,956 SH SOLE 1 14,956
II VI INC EQUITY 902104108 304 17,000 SH DEFINED 2 17,000
II VI INC EQUITY 902104108 309 17,318 SH SOLE 1 17,318
IKANOS COMMUNICATIONS EQUITY 45173E105 7 459 SH SOLE 1 459
IKON OFFICE SOLUTIONS INC EQUITY 451713101 902 86,687 SH SOLE 1 86,687
ILLINOIS TOOL WKS INC EQUITY 452308109 67 756 SH DEFINED 2 756
ILLINOIS TOOL WKS INC EQUITY 452308109 2200 25,000 SH SOLE 4 25,000
ILLINOIS TOOL WKS INC EQUITY 452308109 14100 160,249 SH SOLE 1 160,249
ILLUMINA INC EQUITY 452327109 380 26,943 SH SOLE 1 26,943
IMATION CORP EQUITY 45245A107 4287 93,054 SH SOLE 1 93,054
IMAX CORP EQUITY 45245E109 797 112,300 SH DEFINED 1 0 112,300
IMCLONE SYS INC EQUITY 45245W109 52 1,531 SH SOLE 1 1,531
IMMUCOR INC EQUITY 452526106 797 34,108 SH SOLE 1 34,108
IMMUNOGEN INC EQUITY 45253H101 158 30,790 SH SOLE 1 30,790
IMPAC MTG HLDGS INC EQUITY 45254P102 5014 532,858 SH SOLE 1 532,858
IMPERIAL OIL LTD EQUITY 453038408 3960 40,000 SH DEFINED 1 0 40,000
IMS HEALTH INC EQUITY 449934108 21 855 SH DEFINED 2 855
IMS HEALTH INC EQUITY 449934108 2657 106,623 SH SOLE 1 106,623
INAMED CORP EQUITY 453235103 6364 72,581 SH SOLE 1 72,581
INCO LTD EQUITY 453258402 3647 84,200 SH DEFINED 1 0 84,200
INCYTE CORP EQUITY 45337C102 333 62,408 SH SOLE 1 62,408
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INDEPENDENCE HLDG CO EQUITY 453440307 68 3,467 SH SOLE 1 3,467
INDEPENDENT BANK CORP MASS EQUITY 453836108 330 11,559 SH SOLE 1 11,559
INDEPENDENT BANK CORP MICH EQUITY 453838104 454 16,671 SH SOLE 1 16,671
INDYMAC BANCORP INC EQUITY 456607100 5010 128,390 SH SOLE 1 128,390
INERGY L P UNIT LTD PTNR EQUITY 456615103 4024 155,200 SH DEFINED 2 155,200
INFINITY PPTY & CAS CORP EQUITY 45665Q103 578 15,534 SH SOLE 1 15,534
INFOCROSSING INC EQUITY 45664X109 131 15,204 SH SOLE 1 15,204
INFORMATICA CORP EQUITY 45666Q102 782 65,205 SH SOLE 1 65,205
INFOSPACE INC EQUITY 45678T201 640 24,769 SH SOLE 1 24,769
INFOUSA INC EQUITY 456818301 268 24,548 SH SOLE 1 24,548
INFRASOURCE SVCS INC EQUITY 45684P102 127 9,690 SH SOLE 1 9,690
INGERSOLL-RAND COMPANY LTD EQUITY G4776G101 13912 344,621 SH DEFINED 2 344,621
INGERSOLL-RAND COMPANY LTD EQUITY G4776G101 5894 146,007 SH SOLE 1 146,007
INGLES MKTS INC EQUITY 457030104 131 8,378 SH SOLE 1 8,378
INGRAM MICRO INC EQUITY 457153104 4633 232,452 SH SOLE 1 232,452
INLAND REAL ESTATE CORP EQUITY 457461200 747 50,475 SH SOLE 1 50,475
INNKEEPERS USA TR EQUITY 4576J0104 514 32,115 SH SOLE 1 32,115
INNOVATIVE SOLUTIONS & SUPPO EQUITY 45769N105 128 10,020 SH SOLE 1 10,020
INNOVO GROUP INC EQUITY 457954600 20 19,017 SH SOLE 1 19,017
INPHONIC INC EQUITY 45772G105 108 12,406 SH SOLE 1 12,406
INPUT/OUTPUT INC EQUITY 457652105 369 52,450 SH SOLE 1 52,450
INSIGHT ENTERPRISES INC EQUITY 45765U103 713 36,345 SH SOLE 1 36,345
INSITUFORM TECHNOLOGIES INC EQUITY 457667103 390 20,128 SH SOLE 1 20,128
INSPIRE PHARMACEUTICALS INC EQUITY 457733103 160 31,584 SH SOLE 1 31,584
INSWEB CORP EQUITY 45809K202 30 9,194 SH SOLE 1 9,194
INTEGRA BK CORP EQUITY 45814P105 246 11,516 SH SOLE 1 11,516
INTEGRA LIFESCIENCES HLDGS C EQUITY 457985208 14758 416,200 SH DEFINED 2 416,200
INTEGRA LIFESCIENCES HLDGS C EQUITY 457985208 547 15,424 SH SOLE 1 15,424
INTEGRAL SYS INC MD EQUITY 45810H107 147 7,790 SH SOLE 1 7,790
INTEGRATED DEVICE TECHNOLOGY EQUITY 458118106 7224 548,122 SH SOLE 1 548,122
INTEGRATED SILICON SOLUTION EQUITY 45812P107 178 27,654 SH SOLE 1 27,654
INTEL CORP EQUITY 458140100 51719 2,072,061 SH DEFINED 2 2,072,061
INTEL CORP EQUITY 458140100 151080 6,052,866 SH SOLE 1 6,052,866
INTER PARFUMS INC EQUITY 458334109 59 3,262 SH SOLE 1 3,262
INTER TEL INC EQUITY 458372109 315 16,083 SH SOLE 1 16,083
INTERACTIVE DATA CORP EQUITY 45840J107 21 938 SH SOLE 1 938
INTERCHANGE FINL SVCS S B N EQUITY 458447109 221 12,830 SH SOLE 1 12,830
INTERCONTINENTALEXCHANGE INC EQUITY 45865V100 49 1,354 SH SOLE 1 1,354
INTERDIGITAL COMMUNICATIONS EQUITY 45866A105 735 40,127 SH SOLE 1 40,127
INTERFACE INC EQUITY 458665106 282 34,282 SH SOLE 1 34,282
INTERGRAPH CORP EQUITY 458683109 588 11,800 SH DEFINED 2 11,800
INTERGRAPH CORP EQUITY 458683109 1055 21,190 SH SOLE 1 21,190
INTERLINE BRANDS INC EQUITY 458743101 213 9,376 SH SOLE 1 9,376
INTERMAGNETICS GEN CORP EQUITY 458771102 672 21,069 SH SOLE 1 21,069
INTERMUNE INC EQUITY 45884X103 315 18,770 SH SOLE 1 18,770
INTERNATIONAL * GAME TECHNOLOG EQUITY 459902102 38 1,245 SH DEFINED 2 1,245
INTERNATIONAL * GAME TECHNOLOG EQUITY 459902102 4779 155,247 SH SOLE 1 155,247
INTERNATIONAL BANCSHARES COR EQUITY 459044103 40 1,373 SH SOLE 1 1,373
INTERNATIONAL BUSINESS MACHS EQUITY 459200101 42853 521,332 SH DEFINED 2 521,332
INTERNATIONAL BUSINESS MACHS EQUITY 459200101 97946 1,191,558 SH SOLE 1 1,191,558
INTERNATIONAL DISPLAYWORKS I EQUITY 459412102 140 23,639 SH SOLE 1 23,639
INTERNATIONAL FLAVORS&FRAGRA EQUITY 459506101 10 297 SH DEFINED 2 297
INTERNATIONAL FLAVORS&FRAGRA EQUITY 459506101 1260 37,617 SH SOLE 1 37,617
INTERNATIONAL RECTIFIER CORP EQUITY 460254105 4517 141,593 SH SOLE 1 141,593
INTERNATIONAL SECS EXCH INC EQUITY 46031W204 233 8,480 SH SOLE 1 8,480
INTERNATIONAL SPEEDWAY CORP EQUITY 460335201 3382 70,611 SH SOLE 1 70,611
INTERNET CAP GROUP INC EQUITY 46059C205 237 28,831 SH SOLE 1 28,831
INTERNET SEC SYS INC EQUITY 46060X107 616 29,392 SH SOLE 1 29,392
INTERPOOL INC EQUITY 46062R108 116 6,121 SH SOLE 1 6,121
INTERPUBLIC GROUP COS INC EQUITY 460690100 15 1,590 SH DEFINED 2 1,590
INTERPUBLIC GROUP COS INC EQUITY 460690100 1922 199,184 SH SOLE 1 199,184
INTERSIL CORP EQUITY 46069S109 7694 309,258 SH SOLE 1 309,258
INTERVIDEO INC EQUITY 46114Y101 80 7,623 SH SOLE 1 7,623
INTERVOICE INC EQUITY 461142101 226 28,432 SH SOLE 1 28,432
INTERWOVEN INC EQUITY 46114T508 263 31,019 SH SOLE 1 31,019
INTEVAC INC EQUITY 461148108 202 15,293 SH SOLE 1 15,293
INTL PAPER CO EQUITY 460146103 61 1,812 SH DEFINED 2 1,812
INTL PAPER CO EQUITY 460146103 23119 687,858 SH SOLE 1 687,858
INTRADO INC EQUITY 46117A100 305 13,253 SH SOLE 1 13,253
INTRALASE CORP EQUITY 461169104 174 9,755 SH SOLE 1 9,755
INTROGEN THERAPEUTICS INC EQUITY 46119F107 78 14,886 SH SOLE 1 14,886
INTUIT EQUITY 461202103 35 654 SH DEFINED 2 654
INTUIT EQUITY 461202103 7846 147,212 SH SOLE 1 147,212
INTUITIVE SURGICAL INC EQUITY 46120E602 375 3,200 SH DEFINED 2 3,200
INTUITIVE SURGICAL INC EQUITY 46120E602 11280 96,187 SH SOLE 1 96,187
INVACARE CORP EQUITY 461203101 721 22,906 SH SOLE 1 22,906
INVERNESS MED INNOVATIONS IN EQUITY 46126P106 359 15,129 SH SOLE 1 15,129
INVESTMENT TECHNOLOGY GRP NE EQUITY 46145F105 588 16,600 SH DEFINED 2 16,600
INVESTMENT TECHNOLOGY GRP NE EQUITY 46145F105 1055 29,765 SH SOLE 1 29,765
INVESTORS BANCORP INC EQUITY 46146P102 42 3,816 SH SOLE 1 3,816
INVESTORS FINL SERVICES CORP EQUITY 461915100 4787 129,963 SH SOLE 1 129,963
INVESTORS REAL ESTATE TR SH BEN INT EQUITY 461730103 309 33,428 SH SOLE 1 33,428
INVITROGEN CORP EQUITY 46185R100 1999 30,000 SH DEFINED 2 30,000
INVITROGEN CORP EQUITY 46185R100 7049 105,772 SH SOLE 1 105,772
IONATRON INC EQUITY 462070103 183 18,123 SH SOLE 1 18,123
IOWA TELECOMM SERVICES INC EQUITY 462594201 2613 168,703 SH SOLE 1 168,703
IPASS INC EQUITY 46261V108 265 40,449 SH SOLE 1 40,449
IPAYMENT INC EQUITY 46262E105 384 9,256 SH SOLE 1 9,256
IPC HOLDINGS LTD EQUITY G4933P101 421570 15,397,000 SH SOLE 1 15,397,000
IRIS INTL INC EQUITY 46270W105 269 12,324 SH SOLE 1 12,324
IROBOT CORP EQUITY 462726100 11 328 SH SOLE 1 328
IRON MTN INC EQUITY 462846106 100 2,378 SH SOLE 1 2,378
IRWIN FINL CORP EQUITY 464119106 293 13,669 SH SOLE 1 13,669
ISHARES INC MSCI HONG KONG EQUITY 464286871 2063 163,500 SH SOLE 1 163,500
ISHARES INC MSCI JAPAN EQUITY 464286848 12259 906,700 SH SOLE 1 906,700
ISHARES TR * S&P GLB100INDX EQUITY 464287572 145 2,300 SH SOLE 1 2,300
ISHARES TR 7-10 YR TRS BD EQUITY 464287440 319 3,800 SH SOLE 1 3,800
ISHARES TR MSCI EAFE IDX EQUITY 464287465 7031 118,300 SH SOLE 1 118,300
ISHARES TR RUSL 2000 GROW EQUITY 464287648 1526 21,900 SH SOLE 3 21,900
ISHARES TR RUSSELL 2000 EQUITY 464287655 3896 58,400 SH SOLE 1 58,400
ISHARES TR RUSSELL MCP GR EQUITY 464287481 1682 17,900 SH SOLE 1 17,900
ISHARES TR RUSSELL MCP VL EQUITY 464287473 2712 21,800 SH SOLE 1 21,800
ISHARES TR S&P500/BAR GRW EQUITY 464287309 2152 36,300 SH SOLE 1 36,300
ISHARES TR S&P500/BAR VAL EQUITY 464287408 2609 40,100 SH SOLE 1 40,100
ISIS PHARMACEUTICALS INC EQUITY 464330109 232 44,246 SH SOLE 1 44,246
ISLE OF CAPRI CASINOS INC EQUITY 464592104 258 10,604 SH SOLE 1 10,604
ISTA PHARMACEUTICALS INC EQUITY 45031X204 65 10,215 SH SOLE 1 10,215
ISTAR FINL INC EQUITY 45031U101 121 3,385 SH SOLE 1 3,385
ITC HLDGS CORP EQUITY 465685105 270 9,626 SH SOLE 1 9,626
ITLA CAP CORP EQUITY 450565106 211 4,320 SH SOLE 1 4,320
ITRON INC EQUITY 465741106 472 11,800 SH DEFINED 2 11,800
ITRON INC EQUITY 465741106 704 17,573 SH SOLE 1 17,573
ITT EDUCATIONAL SERVICES INC EQUITY 45068B109 4626 78,257 SH SOLE 1 78,257
ITT INDS INC IND EQUITY 450911102 45156 439,172 SH DEFINED 2 439,172
ITT INDS INC IND EQUITY 450911102 2488 24,200 SH SOLE 4 24,200
ITT INDS INC IND EQUITY 450911102 8674 84,363 SH SOLE 1 84,363
IVANHOE MINES LTD EQUITY 46579N103 5867 819,150 SH DEFINED 1 0 819,150
IVAX CORP EQUITY 465823102 13697 437,172 SH SOLE 1 437,172
IVILLAGE INC EQUITY 46588H105 285 35,538 SH SOLE 1 35,538
IXIA EQUITY 45071R109 365 24,672 SH SOLE 1 24,672
IXYS CORP EQUITY 46600W106 217 18,548 SH SOLE 1 18,548
J & J SNACK FOODS CORP EQUITY 466032109 279 4,701 SH SOLE 1 4,701
J JILL GROUP INC EQUITY 466189107 288 15,127 SH SOLE 1 15,127
J2 GLOBAL COMMUNICATIONS INC EQUITY 46626E205 761 17,809 SH SOLE 1 17,809
JABIL CIRCUIT INC EQUITY 466313103 24 642 SH DEFINED 2 642
JABIL CIRCUIT INC EQUITY 466313103 17040 459,413 SH SOLE 1 459,413
JACK IN THE BOX INC EQUITY 466367109 958 27,413 SH SOLE 1 27,413
JACKSON HEWITT TAX * AX SVCS INC EQUITY 468202106 783 28,250 SH SOLE 1 28,250
JACOBS ENGR GROUP INC DEL EQUITY 469814107 3543 52,200 SH SOLE 3 50,300 1,900
JACOBS ENGR GROUP INC DEL EQUITY 469814107 7889 116,241 SH SOLE 1 116,241
JACUZZI BRANDS INC EQUITY 469865109 484 57,584 SH SOLE 1 57,584
JAKKS PAC INC EQUITY 47012E106 396 18,919 SH SOLE 1 18,919
JAMDAT MOBILE INC EQUITY 47023T100 237 8,915 SH SOLE 1 8,915
JAMES RIV GROUP INC EQUITY 470359100 66 3,323 SH SOLE 1 3,323
JAMES RIVER COAL CO EQUITY 470355207 376 9,840 SH SOLE 1 9,840
JANUS CAP GROUP INC EQUITY 47102X105 15 795 SH DEFINED 2 795
JANUS CAP GROUP INC EQUITY 47102X105 1893 101,602 SH SOLE 1 101,602
JARDEN CORP EQUITY 471109108 6440 213,600 SH DEFINED 2 213,600
JARDEN CORP EQUITY 471109108 1255 41,618 SH SOLE 1 41,618
JDA SOFTWARE GROUP INC EQUITY 46612K108 371 21,827 SH SOLE 1 21,827
JDS UNIPHASE CORP EQUITY 46612J101 14 6,099 SH DEFINED 2 6,099
JDS UNIPHASE CORP EQUITY 46612J101 2097 888,580 SH SOLE 1 888,580
JEFFERIES GROUP INC EQUITY 472319102 4464 99,235 SH SOLE 1 99,235
JEFFERSON PILOT CORP EQUITY 475070108 28 495 SH DEFINED 2 495
JEFFERSON PILOT CORP EQUITY 475070108 3601 63,246 SH SOLE 1 63,246
JER INVT TR INC EQUITY 46614H301 157 9,251 SH SOLE 1 9,251
JETBLUE AWYS CORP EQUITY 477143101 4632 301,201 SH SOLE 1 301,201
JLG INDS INC EQUITY 466210101 5164 113,100 SH SOLE 3 110,400 2,700
JLG INDS INC EQUITY 466210101 1748 38,273 SH SOLE 1 38,273
JO-ANN STORES INC EQUITY 47758P307 204 17,276 SH SOLE 1 17,276
JOHNSON & JOHNSON EQUITY 478160104 14243 236,983 SH DEFINED 2 236,983
JOHNSON & JOHNSON EQUITY 478160104 3606 60,000 SH SOLE 4 60,000
JOHNSON & JOHNSON EQUITY 478160104 141978 2,362,369 SH SOLE 1 2,362,369
JOHNSON CTLS INC EQUITY 478366107 8089 110,949 SH DEFINED 2 110,949
JOHNSON CTLS INC EQUITY 478366107 6600 90,529 SH SOLE 1 90,529
JONES APPAREL GROUP INC EQUITY 480074103 13 432 SH DEFINED 2 432
JONES APPAREL GROUP INC EQUITY 480074103 1697 55,244 SH SOLE 1 55,244
JONES LANG LASALLE INC EQUITY 48020Q107 1287 25,564 SH SOLE 1 25,564
JORGENSEN EARLE M CO EQUITY 480829100 126 13,623 SH SOLE 1 13,623
JOS A * BANK CLOTHIERS INC EQUITY 480838101 439 10,111 SH SOLE 1 10,111
JOURNAL COMMUNICATIONS INC EQUITY 481130102 293 20,969 SH SOLE 1 20,969
JOURNAL REGISTER CO EQUITY 481138105 468 31,328 SH SOLE 1 31,328
JOY GLOBAL INC EQUITY 481165108 2068 51,700 SH SOLE 3 49,700 2,000
JOY GLOBAL INC EQUITY 481165108 9715 242,875 SH SOLE 1 242,875
JP MORGAN CHASE & CO EQUITY 46625H100 20464 515,588 SH DEFINED 2 515,588
JP MORGAN CHASE & CO EQUITY 46625H100 134006 3,376,311 SH SOLE 1 3,376,311
JUNIPER NETWORKS INC EQUITY 48203R104 41234 1,849,060 SH SOLE 1 1,849,060
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K & F INDS HLDGS INC EQUITY 482241106 194 12,660 SH SOLE 1 12,660
K V PHARMACEUTICAL CO EQUITY 482740206 923 44,800 SH SOLE 3 44,800
K V PHARMACEUTICAL CO EQUITY 482740206 555 26,956 SH SOLE 1 26,956
K2 INC EQUITY 482732104 361 35,707 SH SOLE 1 35,707
KADANT INC EQUITY 48282T104 193 10,437 SH SOLE 1 10,437
KAMAN CORP EQUITY 483548103 327 16,628 SH SOLE 1 16,628
KANBAY INTL INC EQUITY 48369P207 295 18,563 SH SOLE 1 18,563
KANSAS CITY LIFE INS CO EQUITY 484836101 138 2,757 SH SOLE 1 2,757
KANSAS CITY SOUTHERN EQUITY 485170302 1502 61,502 SH SOLE 1 61,502
KAYDON CORP EQUITY 486587108 680 21,147 SH SOLE 1 21,147
KB HOME EQUITY 48666K109 21 288 SH DEFINED 2 288
KB HOME EQUITY 48666K109 2637 36,290 SH SOLE 1 36,290
KCS ENERGY INC EQUITY 482434206 286 11,800 SH DEFINED 2 11,800
KCS ENERGY INC EQUITY 482434206 906 37,396 SH SOLE 1 37,396
KEANE INC EQUITY 486665102 4334 393,600 SH DEFINED 2 393,600
KEANE INC EQUITY 486665102 394 35,747 SH SOLE 1 35,747
KEARNY FINL CORP EQUITY 487169104 200 16,383 SH SOLE 1 16,383
KEITHLEY INSTRS INC EQUITY 487584104 134 9,594 SH SOLE 1 9,594
KELLOGG CO EQUITY 487836108 41 948 SH DEFINED 2 948
KELLOGG CO EQUITY 487836108 4872 112,716 SH SOLE 1 112,716
KELLWOOD CO EQUITY 488044108 498 20,846 SH SOLE 1 20,846
KELLY SVCS INC EQUITY 488152208 1362 51,957 SH SOLE 1 51,957
KEMET CORP EQUITY 488360108 1671 236,341 SH SOLE 1 236,341
KENEXA CORP EQUITY 488879107 91 4,309 SH SOLE 1 4,309
KENNAMETAL INC EQUITY 489170100 5344 104,699 SH SOLE 1 104,699
KENSEY NASH CORP EQUITY 490057106 155 7,018 SH SOLE 1 7,018
KERR MCGEE CORP EQUITY 492386107 39 429 SH DEFINED 2 429
KERR MCGEE CORP EQUITY 492386107 4962 54,607 SH SOLE 1 54,607
KERYX BIOPHARMACEUTICALS INC EQUITY 492515101 966 66,000 SH DEFINED 2 66,000
KERYX BIOPHARMACEUTICALS INC EQUITY 492515101 2064 141,000 SH SOLE 3 141,000
KERYX BIOPHARMACEUTICALS INC EQUITY 492515101 303 20,709 SH SOLE 1 20,709
KEYCORP EQUITY 493267108 50 1,506 SH DEFINED 2 1,506
KEYCORP EQUITY 493267108 2140 65,000 SH SOLE 4 65,000
KEYCORP EQUITY 493267108 7109 215,881 SH SOLE 1 215,881
KEYNOTE SYS INC EQUITY 493308100 160 12,473 SH SOLE 1 12,473
KEYSPAN CORP EQUITY 49337W100 23 645 SH DEFINED 2 645
KEYSPAN CORP EQUITY 49337W100 21073 590,434 SH SOLE 1 590,434
KEYSTONE AUTOMOTIVE INDS INC EQUITY 49338N109 372 11,829 SH SOLE 1 11,829
KFORCE INC EQUITY 493732101 269 24,134 SH SOLE 1 24,134
KFX INC EQUITY 48245L107 757 44,150 SH SOLE 1 44,150
KILROY RLTY * CORP EQUITY 49427F108 1343 21,694 SH SOLE 1 21,694
KIMBALL INTL INC EQUITY 494274103 178 16,728 SH SOLE 1 16,728
KIMBERLY CLARK CORP EQUITY 494368103 103 1,725 SH DEFINED 2 1,725
KIMBERLY CLARK CORP EQUITY 494368103 28873 484,035 SH SOLE 1 484,035
KIMCO REALTY CORP EQUITY 49446R109 192 5,976 SH SOLE 1 5,976
KINDER MORGAN ENERGY PARTNER UT LTD
PARTNER EQUITY 494550106 2630 55,000 SH SOLE 4 55,000
KINDER MORGAN INC KANS EQUITY 49455P101 36 387 SH DEFINED 2 387
KINDER MORGAN INC KANS EQUITY 49455P101 2759 30,000 SH SOLE 4 30,000
KINDER MORGAN INC KANS EQUITY 49455P101 9544 103,796 SH SOLE 1 103,796
KINDRED HEALTHCARE INC EQUITY 494580103 4575 177,600 SH DEFINED 2 177,600
KINDRED HEALTHCARE INC EQUITY 494580103 551 21,379 SH SOLE 1 21,379
KINETIC CONCEPTS INC EQUITY 49460W208 5065 127,400 SH DEFINED 2 127,400
KINETIC CONCEPTS INC EQUITY 49460W208 42 1,068 SH SOLE 1 1,068
KING PHARMACEUTICALS INC EQUITY 495582108 15 894 SH DEFINED 2 894
KING PHARMACEUTICALS INC EQUITY 495582108 2670 157,791 SH SOLE 1 157,791
KINGSWAY FINL SVCS INC EQUITY 496904103 3165 157,000 SH DEFINED 1 0 157,000
KINROSS GOLD CORP EQUITY 496902404 2044 221,900 SH DEFINED 1 0 221,900
KIRBY CORP EQUITY 497266106 853 16,356 SH SOLE 1 16,356
KITE RLTY GROUP TR EQUITY 49803T102 232 14,987 SH SOLE 1 14,987
KKR FINL CORP EQUITY 482476306 25 1,048 SH SOLE 1 1,048
KLA-TENCOR CORP EQUITY 482480100 36 729 SH DEFINED 2 729
KLA-TENCOR CORP EQUITY 482480100 9635 195,314 SH SOLE 1 195,314
KMG AMER CORP EQUITY 482563103 146 15,875 SH SOLE 1 15,875
KNBT BANCORP INC EQUITY 482921103 400 24,556 SH SOLE 1 24,556
KNIGHT CAPITAL GROUP INC EQUITY 499005106 798 80,658 SH SOLE 1 80,658
KNIGHT RIDDER INC EQUITY 499040103 16 255 SH DEFINED 2 255
KNIGHT RIDDER INC EQUITY 499040103 2081 32,874 SH SOLE 1 32,874
KNIGHT TRANSN INC EQUITY 499064103 890 42,909 SH SOLE 1 42,909
KNOLL INC EQUITY 498904200 141 8,262 SH SOLE 1 8,262
KOHLS CORP EQUITY 500255104 32852 675,972 SH DEFINED 2 675,972
KOHLS CORP EQUITY 500255104 7351 151,254 SH SOLE 1 151,254
KOMAG INC EQUITY 500453204 754 21,745 SH SOLE 1 21,745
KOPIN CORP EQUITY 500600101 283 52,849 SH SOLE 1 52,849
KORN FERRY INTL EQUITY 500643200 2034 108,843 SH SOLE 1 108,843
KOS PHARMACEUTICALS INC EQUITY 500648100 217 4,200 SH DEFINED 2 4,200
KOS PHARMACEUTICALS INC EQUITY 500648100 17 332 SH SOLE 1 332
KRAFT FOODS INC EQUITY 50075N104 1207 42,859 SH SOLE 1 42,859
KRISPY KREME DOUGHNUTS INC EQUITY 501014104 238 41,497 SH SOLE 1 41,497
KROGER CO EQUITY 501044101 51 2,676 SH DEFINED 2 2,676
KROGER CO EQUITY 501044101 13033 690,304 SH SOLE 1 690,304
KRONOS INC EQUITY 501052104 1008 24,078 SH SOLE 1 24,078
KRONOS WORLDWIDE INC EQUITY 50105F105 77 2,638 SH SOLE 1 2,638
K-SWISS INC EQUITY 482686102 607 18,725 SH SOLE 1 18,725
KULICKE & SOFFA INDS INC EQUITY 501242101 344 38,873 SH SOLE 1 38,873
KYPHON INC EQUITY 501577100 474 11,600 SH DEFINED 2 11,600
KYPHON INC EQUITY 501577100 891 21,822 SH SOLE 1 21,822
L-3 COMMUNICATIONS HLDGS INC EQUITY 502424104 25312 340,444 SH DEFINED 2 340,444
L-3 COMMUNICATIONS HLDGS INC EQUITY 502424104 4149 55,798 SH SOLE 1 55,798
LA BARGE INC EQUITY 502470107 109 7,566 SH SOLE 1 7,566
LA QUINTA CORP PAIRED CTF EQUITY 50419U202 7784 698,714 SH SOLE 1 698,714
LA Z BOY INC EQUITY 505336107 531 39,168 SH SOLE 1 39,168
LABOR READY * INC EQUITY 505401208 283 13,600 SH DEFINED 2 13,600
LABOR READY * INC EQUITY 505401208 855 41,045 SH SOLE 3 41,045
LABOR READY * INC EQUITY 505401208 832 39,961 SH SOLE 1 39,961
LABORATORY CORP AMER HLDGS EQUITY 50540R409 1190 22,092 SH DEFINED 2 22,092
LABORATORY CORP AMER HLDGS EQUITY 50540R409 3303 61,341 SH SOLE 1 61,341
LABRANCHE & CO INC EQUITY 505447102 1622 160,410 SH SOLE 1 160,410
LACLEDE GROUP INC EQUITY 505597104 463 15,852 SH SOLE 1 15,852
LAFARGE NORTH AMERICA INC EQUITY 505862102 56 1,019 SH SOLE 1 1,019
LAIDLAW INTL INC EQUITY 50730R102 10558 454,496 SH SOLE 1 454,496
LAKELAND BANCORP INC EQUITY 511637100 202 13,714 SH SOLE 1 13,714
LAKELAND FINL CORP EQUITY 511656100 179 4,441 SH SOLE 1 4,441
LAM RESEARCH CORP EQUITY 512807108 10018 280,785 SH SOLE 1 280,785
LAMAR ADVERTISING CO EQUITY 512815101 342 7,417 SH SOLE 1 7,417
LAMSON & SESSIONS CO EQUITY 513696104 320 12,800 SH DEFINED 2 12,800
LANCASTER COLONY CORP EQUITY 513847103 2586 69,803 SH SOLE 1 69,803
LANCE INC EQUITY 514606102 417 22,395 SH SOLE 1 22,395
LANDAMERICA FINL GROUP INC EQUITY 514936103 847 13,579 SH SOLE 1 13,579
LANDAUER INC EQUITY 51476K103 310 6,728 SH SOLE 1 6,728
LANDRYS RESTAURANTS INC EQUITY 51508L103 2142 80,200 SH DEFINED 2 80,200
LANDRYS RESTAURANTS INC EQUITY 51508L103 329 12,318 SH SOLE 1 12,318
LANDSTAR SYS INC EQUITY 515098101 551 13,200 SH DEFINED 2 13,200
LANDSTAR SYS INC EQUITY 515098101 54 1,303 SH SOLE 1 1,303
LAS VEGAS SANDS CORP EQUITY 517834107 20 514 SH SOLE 1 514
LASALLE HOTEL PPTYS EQUITY 517942108 833 22,687 SH SOLE 1 22,687
LASERSCOPE EQUITY 518081104 335 14,912 SH SOLE 1 14,912
LATTICE SEMICONDUCTOR CORP EQUITY 518415104 1339 309,901 SH SOLE 1 309,901
LAUDER ESTEE COS INC EQUITY 518439104 99 2,951 SH SOLE 1 2,951
LAUREATE EDUCATION INC EQUITY 518613104 5221 99,426 SH SOLE 1 99,426
LAWSON PRODS INC EQUITY 520776105 130 3,437 SH SOLE 1 3,437
LAWSON SOFTWARE INC EQUITY 520780107 11359 1,545,400 SH DEFINED 2 1,545,400
LAWSON SOFTWARE INC EQUITY 520780107 342 46,597 SH SOLE 1 46,597
LAYNE CHRISTENSEN CO EQUITY 521050104 182 7,145 SH SOLE 1 7,145
LAZARD LTD EQUITY G54050102 530 16,600 SH DEFINED 2 16,600
LCA-VISION INC EQUITY 501803308 703 14,800 SH DEFINED 2 14,800
LCA-VISION INC EQUITY 501803308 726 15,276 SH SOLE 1 15,276
LEADIS TECHNOLOGY INC EQUITY 52171N103 70 13,548 SH SOLE 1 13,548
LEAP WIRELESS INTL INC EQUITY 521863308 10 273 SH SOLE 1 273
LEAPFROG ENTERPRISES INC EQUITY 52186N106 283 24,329 SH SOLE 1 24,329
LEAR CORP EQUITY 521865105 4515 158,639 SH SOLE 1 158,639
LEARNING TREE INTL INC EQUITY 522015106 86 6,726 SH SOLE 1 6,726
LECG CORP EQUITY 523234102 192 11,054 SH SOLE 1 11,054
LECROY CORP EQUITY 52324W109 142 9,265 SH SOLE 1 9,265
LEE ENTERPRISES INC EQUITY 523768109 3372 91,357 SH SOLE 1 91,357
LEGG MASON INC EQUITY 524901105 1939 16,200 SH DEFINED 2 16,200
LEGG MASON INC EQUITY 524901105 3842 32,100 SH SOLE 3 30,800 1,300
LEGG MASON INC EQUITY 524901105 29105 243,173 SH SOLE 1 243,173
LEGGETT & PLATT INC EQUITY 524660107 16 678 SH DEFINED 2 678
LEGGETT & PLATT INC EQUITY 524660107 2058 89,629 SH SOLE 1 89,629
LEHMAN BROS HLDGS INC EQUITY 524908100 127 990 SH DEFINED 2 990
LEHMAN BROS HLDGS INC EQUITY 524908100 15119 117,960 SH SOLE 1 117,960
LENNAR CORP EQUITY 526057104 31 510 SH DEFINED 2 510
LENNAR CORP EQUITY 526057104 3886 63,683 SH SOLE 1 63,683
LENNOX INTL INC EQUITY 526107107 1067 37,844 SH SOLE 1 37,844
LEUCADIA NATL CORP EQUITY 527288104 7826 164,892 SH SOLE 1 164,892
LEVEL 3 COMMUNICATIONS INC EQUITY 52729NAS9 663694 10,350,000 SH DEFINED 2 10,350,000
LEVEL 3 COMMUNICATIONS INC EQUITY 52729N100 1496 521,311 SH SOLE 1 521,311
LEVITT CORP EQUITY 52742P108 280 12,334 SH SOLE 1 12,334
LEXAR MEDIA INC EQUITY 52886P104 6712 817,600 SH SOLE 3 817,600
LEXAR MEDIA INC EQUITY 52886P104 491 59,863 SH SOLE 1 59,863
LEXICON GENETICS INC EQUITY 528872104 174 47,727 SH SOLE 1 47,727
LEXINGTON CORP PPTYS TR EQUITY 529043101 1238 58,112 SH SOLE 1 58,112
LEXMARK INTL EQUITY 529771107 19 429 SH DEFINED 2 429
LEXMARK INTL EQUITY 529771107 2395 53,429 SH SOLE 1 53,429
LHC GROUP INC EQUITY 50187A107 62 3,585 SH SOLE 1 3,585
LIBBEY INC EQUITY 529898108 106 10,395 SH SOLE 1 10,395
LIBERTY CORP S C EQUITY 530370105 542 11,581 SH SOLE 1 11,581
LIBERTY GLOBAL INC EQUITY 530555101 624 27,734 SH SOLE 1 27,734
LIBERTY PPTY TR SH BEN INT EQUITY 531172104 7585 177,020 SH SOLE 1 177,020
LIFE TIME FITNESS INC EQUITY 53217R207 669 17,566 SH SOLE 1 17,566
LIFECELL * CORP EQUITY 531927101 459 24,091 SH SOLE 1 24,091
LIFELINE SYS INC EQUITY 532192101 336 9,197 SH SOLE 1 9,197
LIFEPOINT HOSPITALS INC EQUITY 53219L109 3713 99,000 SH DEFINED 2 99,000
LIFEPOINT HOSPITALS INC EQUITY 53219L109 4276 114,021 SH SOLE 1 114,021
LIFETIME BRANDS INC EQUITY 53222Q103 113 5,478 SH SOLE 1 5,478
LILLY ELI & CO EQUITY 532457108 1166 20,596 SH DEFINED 2 20,596
LILLY ELI & CO EQUITY 532457108 34416 608,171 SH SOLE 1 608,171
LIMITED BRANDS INC EQUITY 532716107 29 1,287 SH DEFINED 2 1,287
LIMITED BRANDS INC EQUITY 532716107 3601 161,128 SH SOLE 1 161,128
LIN TV CORP EQUITY 532774106 227 20,368 SH SOLE 1 20,368
LINCARE HLDGS INC EQUITY 532791100 8404 200,519 SH SOLE 1 200,519
LINCOLN EDL SVCS CORP EQUITY 533535100 45 3,145 SH SOLE 1 3,145
LINCOLN ELEC HLDGS INC EQUITY 533900106 1093 27,549 SH SOLE 1 27,549
LINCOLN NATL CORP IND EQUITY 534187109 34 639 SH DEFINED 2 639
LINCOLN NATL CORP IND EQUITY 534187109 15242 287,431 SH SOLE 1 287,431
LINDSAY MFG CO EQUITY 535555106 167 8,709 SH SOLE 1 8,709
LINEAR TECHNOLOGY CORP EQUITY 535678106 41 1,125 SH DEFINED 2 1,125
LINEAR TECHNOLOGY CORP EQUITY 535678106 6017 166,808 SH SOLE 1 166,808
LINENS N THINGS INC EQUITY 535679104 904 33,975 SH SOLE 1 33,975
LIONBRIDGE TECHNOLOGIES INC EQUITY 536252109 229 32,634 SH SOLE 1 32,634
LITHIA MTRS INC EQUITY 536797103 364 11,575 SH SOLE 1 11,575
LITTELFUSE INC EQUITY 537008104 459 16,826 SH SOLE 1 16,826
LIZ CLAIBORNE INC EQUITY 539320101 14 393 SH DEFINED 2 393
LIZ CLAIBORNE INC EQUITY 539320101 2716 75,831 SH SOLE 1 75,831
LKQ CORP EQUITY 501889208 372 10,759 SH SOLE 1 10,759
LOCKHEED MARTIN CORP EQUITY 539830109 84 1,320 SH DEFINED 2 1,320
LOCKHEED MARTIN CORP EQUITY 539830109 10041 157,801 SH SOLE 1 157,801
LODGENET ENTMT CORP EQUITY 540211109 169 12,153 SH SOLE 1 12,153
LODGIAN INC EQUITY 54021P403 199 18,554 SH SOLE 1 18,554
LOEWS CORP EQUITY 540424108 48 501 SH DEFINED 2 501
LOEWS CORP EQUITY 540424108 5681 59,897 SH SOLE 1 59,897
LOEWS CORP CAROLNA GP STK EQUITY 540424207 399 9,066 SH SOLE 1 9,066
LO-JACK CORP EQUITY 539451104 2041 84,603 SH SOLE 1 84,603
LONE STAR STEAKHOUSE SALOON EQUITY 542307103 318 13,403 SH SOLE 1 13,403
LONE STAR TECHNOLOGIES INC EQUITY 542312103 1158 22,410 SH SOLE 1 22,410
LONGS DRUG STORES CORP EQUITY 543162101 840 23,080 SH SOLE 1 23,080
LONGVIEW FIBRE CO EQUITY 543213102 2900 139,349 SH SOLE 1 139,349
LOUISIANA PAC CORP EQUITY 546347105 11356 413,390 SH DEFINED 2 413,390
LOUISIANA PAC CORP EQUITY 546347105 2399 87,336 SH SOLE 1 87,336
LOWES COS INC EQUITY 548661107 192 2,886 SH DEFINED 2 2,886
LOWES COS INC EQUITY 548661107 25418 381,302 SH SOLE 1 381,302
LSI INDS INC EQUITY 50216C108 233 14,860 SH SOLE 1 14,860
LSI LOGIC CORP EQUITY 502161102 12 1,446 SH DEFINED 2 1,446
LSI LOGIC CORP EQUITY 502161102 1464 182,990 SH SOLE 1 182,990
LTC PPTYS INC EQUITY 502175102 366 17,407 SH SOLE 1 17,407
LTX CORP EQUITY 502392103 207 46,070 SH SOLE 1 46,070
LUBRIZOL CORP EQUITY 549271104 5926 136,440 SH SOLE 1 136,440
LUBYS INC EQUITY 549282101 229 17,231 SH SOLE 1 17,231
LUCENT TECHNOLOGIES INC EQUITY 549463107 44 16,410 SH DEFINED 2 16,410
LUCENT TECHNOLOGIES INC EQUITY 549463107 5560 2,090,213 SH SOLE 1 2,090,213
LUFKIN INDS INC EQUITY 549764108 259 5,200 SH DEFINED 2 5,200
LUFKIN INDS INC EQUITY 549764108 1895 38,000 SH SOLE 3 38,000
LUFKIN INDS INC EQUITY 549764108 528 10,595 SH SOLE 1 10,595
LUMINENT MTG CAP INC EQUITY 550278303 229 30,449 SH SOLE 1 30,449
LUMINEX CORP DEL EQUITY 55027E102 223 19,164 SH SOLE 1 19,164
LYON WILLIAM HOMES EQUITY 552074106 187 1,850 SH SOLE 1 1,850
LYONDELL CHEMICAL CO EQUITY 552078107 9792 411,098 SH SOLE 1 411,098
M & F WORLDWIDE CORP EQUITY 552541104 132 8,073 SH SOLE 1 8,073
M & T BK CORP EQUITY 55261F104 32 294 SH DEFINED 2 294
M & T BK CORP EQUITY 55261F104 14152 129,777 SH SOLE 1 129,777
M D C HLDGS INC EQUITY 552676108 49 796 SH SOLE 1 796
M/I HOMES INC EQUITY 55305B101 379 9,323 SH SOLE 1 9,323
MACATAWA BK CORP EQUITY 554225102 278 7,652 SH SOLE 1 7,652
MACDERMID INC EQUITY 554273102 635 22,760 SH SOLE 1 22,760
MACERICH CO EQUITY 554382101 8066 120,140 SH SOLE 1 120,140
MACK CALI RLTY CORP EQUITY 554489104 20646 477,913 SH SOLE 1 477,913
MACROVISION CORP EQUITY 555904101 2317 138,477 SH SOLE 1 138,477
MADDEN STEVEN LTD EQUITY 556269108 287 9,808 SH SOLE 1 9,808
MAF BANCORP INC EQUITY 55261R108 1003 24,241 SH SOLE 1 24,241
MAGELLAN HEALTH SVCS INC EQUITY 559079207 636 20,225 SH SOLE 1 20,225
MAGELLAN MIDSTREAM PRTNRS LP EQUITY 559080106 2578 80,000 SH SOLE 4 80,000
MAGMA DESIGN AUTOMATION EQUITY 559181102 222 26,362 SH SOLE 1 26,362
MAGNA ENTMT CORP EQUITY 559211107 201 28,131 SH SOLE 1 28,131
MAGUIRE PPTYS INC EQUITY 559775101 803 25,993 SH SOLE 1 25,993
MAIDENFORM BRANDS INC EQUITY 560305104 122 9,628 SH SOLE 1 9,628
MAIN STR BKS INC EQUITY 56034R102 320 11,755 SH SOLE 1 11,755
MAINSOURCE FINANCIAL GP INC EQUITY 56062Y102 159 8,887 SH SOLE 1 8,887
MAIR HOLDINGS INC EQUITY 560635104 43 9,101 SH SOLE 1 9,101
MAJESCO ENTERTAINMENT CO EQUITY 560690208 14 12,111 SH SOLE 1 12,111
MANHATTAN ASSOCS INC EQUITY 562750109 448 21,893 SH SOLE 1 21,893
MANITOWOC INC EQUITY 563571108 4018 80,000 SH SOLE 3 77,800 2,200
MANITOWOC INC EQUITY 563571108 1136 22,616 SH SOLE 1 22,616
MANNATECH INC EQUITY 563771104 163 11,835 SH SOLE 1 11,835
MANNKIND CORP EQUITY 56400P201 214 19,028 SH SOLE 1 19,028
MANOR CARE INC EQUITY 564055101 12 291 SH DEFINED 2 291
MANOR CARE INC EQUITY 564055101 1450 36,464 SH SOLE 1 36,464
MANPOWER INC EQUITY 56418H100 8144 175,133 SH SOLE 1 175,133
MANTECH INTL CORP EQUITY 564563104 326 11,719 SH SOLE 1 11,719
MANULIFE FINL CORP EQUITY 56501R106 7220 123,300 SH DEFINED 1 0 123,300
MAPINFO CORP EQUITY 565105103 195 15,500 SH SOLE 1 15,500
MARATHON OIL CORP EQUITY 565849106 12484 204,753 SH DEFINED 2 204,753
MARATHON OIL CORP EQUITY 565849106 9853 161,597 SH SOLE 1 161,597
MARCHEX INC EQUITY 56624R108 334 14,863 SH SOLE 1 14,863
MARCUS CORP EQUITY 566330106 358 15,227 SH SOLE 1 15,227
MARINE PRODS CORP EQUITY 568427108 102 9,771 SH SOLE 1 9,771
MARINEMAX INC EQUITY 567908108 318 10,087 SH SOLE 1 10,087
MARITRANS INC EQUITY 570363101 166 6,389 SH SOLE 1 6,389
MARKEL CORP EQUITY 570535104 82 259 SH SOLE 1 259
MARKETAXESS HLDGS INC EQUITY 57060D108 2846 249,000 SH DEFINED 2 249,000
MARKETAXESS HLDGS INC EQUITY 57060D108 199 56,033 SH SOLE 1 56,033
MARKWEST HYDROCARBON INC EQUITY 570762104 93 4,217 SH SOLE 1 4,217
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MARRIOTT INTL INC EQUITY 571903202 41 609 SH DEFINED 2 609
MARRIOTT INTL INC EQUITY 571903202 24698 368,792 SH SOLE 1 368,792
MARSH & MCLENNAN COS INC EQUITY 571748102 64 2,010 SH DEFINED 2 2,010
MARSH & MCLENNAN COS INC EQUITY 571748102 61127 1,924,655 SH SOLE 1 1,924,655
MARSHALL & ILSLEY CORP EQUITY 571834100 33 771 SH DEFINED 2 771
MARSHALL & ILSLEY CORP EQUITY 571834100 4258 98,927 SH SOLE 1 98,927
MARSHALL EDWARDS INC EQUITY 572322303 35 5,583 SH SOLE 1 5,583
MARTEK * TEK BIOSCIENCES CORP EQUITY 572901106 2123 86,283 SH SOLE 1 86,283
MARTEN TRANS LTD EQUITY 573075108 203 11,168 SH SOLE 1 11,168
MARTHA STEWART LIVING OMNIME EQUITY 573083102 294 16,851 SH SOLE 1 16,851
MARTIN MARIETTA MATLS INC EQUITY 573284106 7111 92,687 SH SOLE 1 92,687
MARVEL ENTERTAINMENT INC EQUITY 57383T103 24 1,495 SH SOLE 1 1,495
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MARVELL TECHNOLOGY GROUP LTD EQUITY G5876H105 2596 46,290 SH SOLE 3 44,475 1,815
MARVELL TECHNOLOGY GROUP LTD EQUITY G5876H105 961 17,140 SH SOLE 1 17,140
MASCO CORP EQUITY 574599106 47 1,563 SH DEFINED 2 1,563
MASCO CORP EQUITY 574599106 14413 477,394 SH SOLE 1 477,394
MASSEY ENERGY CORP EQUITY 576206106 62 1,648 SH SOLE 1 1,648
MASTEC INC EQUITY 576323109 213 20,357 SH SOLE 1 20,357
MATRIA HEALTHCARE INC EQUITY 576817209 597 15,403 SH SOLE 1 15,403
MATRIX SVC CO EQUITY 576853105 2436 247,600 SH SOLE 3 247,600
MATRIXONE INC EQUITY 57685P304 202 40,465 SH SOLE 1 40,465
MATRIXX INITIATIVES INC EQUITY 57685L105 218 10,400 SH DEFINED 2 10,400
MATTEL INC EQUITY 577081102 24 1,491 SH DEFINED 2 1,491
MATTEL INC EQUITY 577081102 7373 466,029 SH SOLE 1 466,029
MATTHEWS INTL CORP EQUITY 577128101 873 23,986 SH SOLE 1 23,986
MATTSON TECHNOLOGY INC EQUITY 577223100 322 31,965 SH SOLE 1 31,965
MAUI LD & PINEAPPLE INC EQUITY 577345101 87 2,550 SH SOLE 1 2,550
MAVERICK TUBE CORP EQUITY 577914104 1283 32,200 SH SOLE 1 32,200
MAXIM INTEGRATED PRODS INC EQUITY 57772K101 44 1,209 SH DEFINED 2 1,209
MAXIM INTEGRATED PRODS INC EQUITY 57772K101 9431 260,234 SH SOLE 1 260,234
MAXIMUS INC EQUITY 577933104 528 14,383 SH SOLE 1 14,383
MAXTOR CORP EQUITY 577729205 1319 190,114 SH SOLE 1 190,114
MAXYGEN INC EQUITY 577776107 144 19,161 SH SOLE 1 19,161
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MAYTAG CORP EQUITY 578592107 1790 95,117 SH SOLE 1 95,117
MB FINANCIAL INC EQUITY 55264U108 584 16,488 SH SOLE 1 16,488
MBIA INC EQUITY 55262C100 30 495 SH DEFINED 2 495
MBIA INC EQUITY 55262C100 3790 62,998 SH SOLE 1 62,998
MBNA CORP EQUITY 55262L100 126 4,632 SH DEFINED 2 4,632
MBNA CORP EQUITY 55262L100 48588 1,789,610 SH SOLE 1 1,789,610
MBT FINL CORP EQUITY 578877102 179 11,080 SH SOLE 1 11,080
MCAFEE INC EQUITY 579064106 9092 335,127 SH SOLE 1 335,127
MCCLATCHY CO EQUITY 579489105 36 608 SH SOLE 1 608
MCCORMICK & CO INC EQUITY 579780206 5661 183,091 SH DEFINED 2 183,091
MCCORMICK & CO INC EQUITY 579780206 3868 125,101 SH SOLE 1 125,101
MCCORMICK & SCHMICKS SEAFD R EQUITY 579793100 128 5,692 SH SOLE 1 5,692
MCDATA CORP EQUITY 580031201 1592 418,983 SH SOLE 1 418,983
MCDONALDS CORP EQUITY 580135101 157 4,647 SH DEFINED 2 4,647
MCDONALDS CORP EQUITY 580135101 35372 1,049,002 SH SOLE 1 1,049,002
MCG CAPITAL CORP EQUITY 58047P107 1955 134,025 SH SOLE 1 134,025
MCGRATH RENTCORP EQUITY 580589109 429 15,449 SH SOLE 1 15,449
MCGRAW HILL COS INC EQUITY 580645109 71 1,383 SH DEFINED 2 1,383
MCGRAW HILL COS INC EQUITY 580645109 8515 164,931 SH SOLE 1 164,931
MCI INC EQUITY 552691107 613 31,056 SH SOLE 1 31,056
MCKESSON CORP EQUITY 58155Q103 59 1,137 SH DEFINED 2 1,137
MCKESSON CORP EQUITY 58155Q103 13113 254,183 SH SOLE 1 254,183
MCMORAN EXPLORATION CO EQUITY 582411104 306 15,495 SH SOLE 1 15,495
MDU RES GROUP INC EQUITY 552690109 7873 240,464 SH SOLE 1 240,464
MEADWESTVACO CORP EQUITY 583334107 19 669 SH DEFINED 2 669
MEADWESTVACO CORP EQUITY 583334107 4502 160,600 SH SOLE 1 160,600
MEASUREMENT SPECIALTIES INC EQUITY 583421102 216 8,872 SH SOLE 1 8,872
MECHEL OAO EQUITY 583840103 435 18,000 SH SOLE 1 18,000
MEDAREX INC EQUITY 583916101 1151 83,097 SH SOLE 1 83,097
MEDCATH CORP EQUITY 58404W109 102 5,499 SH SOLE 1 5,499
MEDCO HEALTH SOLUTIONS INC EQUITY 58405U102 63 1,134 SH DEFINED 2 1,134
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MEDIA GEN INC EQUITY 584404107 3227 63,643 SH SOLE 1 63,643
MEDIACOM COMMUNICATIONS CORP EQUITY 58446K105 254 46,314 SH SOLE 1 46,314
MEDICAL PPTYS TRUST INC EQUITY 58463J304 94 9,633 SH SOLE 1 9,633
MEDICINES CO EQUITY 584688105 5040 288,800 SH DEFINED 2 288,800
MEDICINES CO EQUITY 584688105 647 37,097 SH SOLE 1 37,097
MEDICIS PHARMACEUTICAL CORP EQUITY 584690309 1306 40,742 SH SOLE 1 40,742
MEDIMMUNE INC EQUITY 584699102 32 909 SH DEFINED 2 909
MEDIMMUNE INC EQUITY 584699102 4552 129,969 SH SOLE 1 129,969
MEDIS TECHNOLOGIES LTD EQUITY 58500P107 164 11,152 SH SOLE 1 11,152
MEDTRONIC INC EQUITY 585055106 33147 575,764 SH DEFINED 2 575,764
MEDTRONIC INC EQUITY 585055106 46668 810,624 SH SOLE 1 810,624
MELLON FINL CORP EQUITY 58551A108 53 1,545 SH DEFINED 2 1,545
MELLON FINL CORP EQUITY 58551A108 4706 137,400 SH SOLE 3 132,100 5,300
MELLON FINL CORP EQUITY 58551A108 6733 196,596 SH SOLE 1 196,596
MEMC ELECTR MATLS INC EQUITY 552715104 7387 333,199 SH SOLE 1 333,199
MENS WEARHOUSE INC EQUITY 587118100 353 12,000 SH DEFINED 2 12,000
MENS WEARHOUSE INC EQUITY 587118100 38 1,289 SH SOLE 1 1,289
MENTOR CORP MINN EQUITY 587188103 1115 24,187 SH SOLE 1 24,187
MENTOR GRAPHICS CORP EQUITY 587200106 2225 215,163 SH SOLE 1 215,163
MERCANTILE BANK CORP EQUITY 587376104 219 5,691 SH SOLE 1 5,691
MERCANTILE BANKSHARES CORP EQUITY 587405101 9290 164,592 SH SOLE 1 164,592
MERCER INTL INC SH BEN INT EQUITY 588056101 169 21,515 SH SOLE 1 21,515
MERCK & CO INC EQUITY 589331107 13382 420,682 SH DEFINED 2 420,682
MERCK & CO INC EQUITY 589331107 52219 1,641,598 SH SOLE 1 1,641,598
MERCURY COMPUTER SYS EQUITY 589378108 324 15,723 SH SOLE 1 15,723
MERCURY GENL CORP EQUITY 589400100 4129 70,925 SH SOLE 1 70,925
MERCURY INTERACTIVE CORP EQUITY 589405109 9 321 SH DEFINED 2 321
MERCURY INTERACTIVE CORP EQUITY 589405109 1270 45,711 SH SOLE 1 45,711
MEREDITH CORP EQUITY 589433101 8 156 SH DEFINED 2 156
MEREDITH CORP EQUITY 589433101 1015 19,400 SH SOLE 1 19,400
MERGE TECHNOLOGIES INC EQUITY 589981109 1936 77,300 SH SOLE 3 77,300
MERGE TECHNOLOGIES INC EQUITY 589981109 337 13,451 SH SOLE 1 13,451
MERIDIAN BIOSCIENCE INC EQUITY 589584101 487 24,200 SH SOLE 3 24,200
MERIDIAN BIOSCIENCE INC EQUITY 589584101 279 13,858 SH SOLE 1 13,858
MERIDIAN RESOURCE CORP EQUITY 58977Q109 273 65,014 SH SOLE 1 65,014
MERISTAR HOSPITALITY CORP EQUITY 58984Y103 2911 309,660 SH SOLE 1 309,660
MERIT MED SYS INC EQUITY 589889104 242 19,950 SH SOLE 1 19,950
MERITAGE HOMES CORP EQUITY 59001A102 43 678 SH SOLE 1 678
MERRILL LYNCH & CO INC EQUITY 590188108 27146 400,793 SH DEFINED 2 400,793
MERRILL LYNCH & CO INC EQUITY 590188108 27686 408,771 SH SOLE 1 408,771
MESA AIR GROUP INC EQUITY 590479101 2362 225,800 SH DEFINED 2 225,800
MESA AIR GROUP INC EQUITY 590479101 236 22,581 SH SOLE 1 22,581
MESTEK INC EQUITY 590829107 29 2,227 SH SOLE 1 2,227
METAL MGMT INC EQUITY 591097209 379 16,310 SH SOLE 1 16,310
METHODE ELECTRS INC EQUITY 591520200 272 27,308 SH SOLE 1 27,308
METLIFE INC EQUITY 59156R108 137 2,796 SH DEFINED 2 2,796
METLIFE INC EQUITY 59156R108 24508 500,172 SH SOLE 1 500,172
METROLOGIC INSTRS INC EQUITY 591676101 293 15,200 SH DEFINED 2 15,200
METROLOGIC INSTRS INC EQUITY 591676101 171 8,860 SH SOLE 1 8,860
METTLER TOLEDO INTERNATIONAL EQUITY 592688105 56 1,007 SH SOLE 1 1,007
MFA MTG INVTS INC EQUITY 55272X102 353 61,855 SH SOLE 1 61,855
MFS MUN INCOME TR SH BEN INT EQUITY 552738106 138 17,700 SH SOLE 4 17,700
MGE ENERGY INC EQUITY 55277P104 521 15,357 SH SOLE 1 15,357
MGI PHARMA INC EQUITY 552880106 28696 1,672,274 SH SOLE 1 1,672,274
MGIC INVT CORP WIS EQUITY 552848103 22 336 SH DEFINED 2 336
MGIC INVT CORP WIS EQUITY 552848103 2816 42,782 SH SOLE 1 42,782
MGM MIRAGE EQUITY 552953101 96 2,618 SH SOLE 1 2,618
MICHAELS STORES INC EQUITY 594087108 9532 269,488 SH SOLE 1 269,488
MICREL INC EQUITY 594793101 2037 175,749 SH SOLE 1 175,749
MICRO THERAPEUTICS INC EQUITY 59500W100 56 8,011 SH SOLE 1 8,011
MICROCHIP TECHNOLOGY INC EQUITY 595017104 2466 76,700 SH SOLE 3 73,900 2,800
MICROCHIP TECHNOLOGY INC EQUITY 595017104 13863 431,202 SH SOLE 1 431,202
MICROMUSE INC EQUITY 595094103 1638 165,576 SH SOLE 1 165,576
MICRON TECHNOLOGY INC EQUITY 595112103 30 2,280 SH DEFINED 2 2,280
MICRON TECHNOLOGY INC EQUITY 595112103 3827 287,562 SH SOLE 1 287,562
MICROS SYS INC EQUITY 594901100 561 11,600 SH DEFINED 2 11,600
MICROS SYS INC EQUITY 594901100 1380 28,554 SH SOLE 1 28,554
MICROSEMI CORP EQUITY 595137100 4795 173,360 SH SOLE 3 169,107 4,253
MICROSEMI CORP EQUITY 595137100 1280 46,279 SH SOLE 1 46,279
MICROSOFT CORP EQUITY 594918104 70787 2,706,968 SH DEFINED 2 2,706,968
MICROSOFT CORP EQUITY 594918104 228740 8,747,231 SH SOLE 1 8,747,231
MICROSTRATEGY INC EQUITY 594972119 509 SH SOLE 1 509
MICROSTRATEGY INC EQUITY 594972408 857 10,361 SH SOLE 1 10,361
MICROTUNE INC DEL EQUITY 59514P109 163 39,042 SH SOLE 1 39,042
MICRUS ENDOVASCULAR CORP EQUITY 59518V102 1235 141,900 SH SOLE 3 141,900
MID-AMER APT CMNTYS INC EQUITY 59522J103 689 14,196 SH SOLE 1 14,196
MIDAS GROUP INC EQUITY 595626102 3081 167,800 SH DEFINED 2 167,800
MIDAS GROUP INC EQUITY 595626102 844 45,960 SH SOLE 1 45,960
MIDCAP SPDR TR UNIT SER 1 EQUITY 595635103 13469 100,000 SH SOLE 1 100,000
MIDDLEBY CORP EQUITY 596278101 330 3,814 SH SOLE 1 3,814
MIDDLESEX WATER CO EQUITY 596680108 148 8,542 SH SOLE 1 8,542
MIDLAND CO EQUITY 597486109 291 8,061 SH SOLE 1 8,061
MID-STATE BANCSHARES EQUITY 595440108 460 17,197 SH SOLE 1 17,197
MIDWAY GAMES INC EQUITY 598148104 254 13,365 SH SOLE 1 13,365
MIDWEST BANC HOLDINGS INC EQUITY 598251106 222 9,972 SH SOLE 1 9,972
MIKOHN GAMING CORP EQUITY 59862K108 191 19,301 SH SOLE 1 19,301
MILLENNIUM PHARMACEUTICALS I EQUITY 599902103 6280 647,372 SH SOLE 1 647,372
MILLER HERMAN INC EQUITY 600544100 3892 138,047 SH SOLE 1 138,047
MILLIPORE CORP EQUITY 601073109 13 192 SH DEFINED 2 192
MILLIPORE CORP EQUITY 601073109 1585 24,000 SH SOLE 1 24,000
MILLS CORP EQUITY 601148109 16192 386,074 SH SOLE 1 386,074
MINDSPEED TECHNOLOGIES INC EQUITY 602682106 1 SH SOLE 1 1
MINE SAFETY APPLIANCES CO EQUITY 602720104 2675 73,866 SH SOLE 1 73,866
MINERALS TECHNOLOGIES INC EQUITY 603158106 3080 55,102 SH SOLE 1 55,102
MIPS TECHNOLOGIES INC EQUITY 604567107 181 31,866 SH SOLE 1 31,866
MKS INSTRUMENT INC EQUITY 55306N104 438 24,496 SH SOLE 1 24,496
MOBILE MINI INC EQUITY 60740F105 526 11,101 SH SOLE 1 11,101
MOBILE TELESYSTEMS OJSC EQUITY 607409109 4004 114,400 SH SOLE 1 114,400
MOBILITY ELECTRONICS INC EQUITY 60741U101 195 20,147 SH SOLE 1 20,147
MODINE MFG CO EQUITY 607828100 3074 94,321 SH SOLE 1 94,321
MOHAWK INDS INC EQUITY 608190104 9217 105,968 SH SOLE 1 105,968
MOLECULAR DEVICES CORP EQUITY 60851C107 368 12,706 SH SOLE 1 12,706
MOLEX INC EQUITY 608554101 14 531 SH DEFINED 2 531
MOLEX INC EQUITY 608554101 4857 187,164 SH SOLE 1 187,164
MOLINA HEALTHCARE INC EQUITY 60855R100 221 8,308 SH SOLE 1 8,308
MOLSON COORS BREWING CO EQUITY 60871R209 14 207 SH DEFINED 2 207
MOLSON COORS BREWING CO EQUITY 60871R209 1768 26,390 SH SOLE 1 26,390
MOMENTA PHARMACEUTICALS INC EQUITY 60877T100 157 7,132 SH SOLE 1 7,132
MONACO COACH CORP EQUITY 60886R103 260 19,572 SH SOLE 1 19,572
MONARCH CASINO & RESORT INC EQUITY 609027107 157 6,942 SH SOLE 1 6,942
MONEYGRAM INTL INC EQUITY 60935Y109 480 18,400 SH DEFINED 2 18,400
MONEYGRAM INTL INC EQUITY 60935Y109 6083 233,241 SH SOLE 1 233,241
MONOGRAM BIOSCIENCES INC EQUITY 60975U108 171 91,313 SH SOLE 1 91,313
MONOLITHIC PWR SYS INC EQUITY 609839105 194 12,916 SH SOLE 1 12,916
MONRO MUFFLER BRAKE INC EQUITY 610236101 239 7,877 SH SOLE 1 7,877
MONSANTO CO EQUITY 61166W101 77 990 SH DEFINED 2 990
MONSANTO CO EQUITY 61166W101 11156 143,890 SH SOLE 1 143,890
MONSTER WORLDWIDE INC EQUITY 611742107 18 453 SH DEFINED 2 453
MONSTER WORLDWIDE INC EQUITY 611742107 6566 160,848 SH SOLE 3 157,102 3,746
MONSTER WORLDWIDE INC EQUITY 611742107 4942 121,058 SH SOLE 1 121,058
MOODYS CORP EQUITY 615369105 12279 199,915 SH DEFINED 2 199,915
MOODYS CORP EQUITY 615369105 14085 229,320 SH SOLE 1 229,320
MOOG INC EQUITY 615394202 721 25,419 SH SOLE 1 25,419
MORGAN STANLEY EQUITY 617446448 12754 224,778 SH DEFINED 2 224,778
MORGAN STANLEY EQUITY 617446448 1986 35,000 SH SOLE 4 35,000
MORGAN STANLEY EQUITY 617446448 98185 1,730,434 SH SOLE 1 1,730,434
MORNINGSTAR INC EQUITY 617700109 221 6,384 SH SOLE 1 6,384
MORTGAGEIT HLDGS INC EQUITY 61915Q108 2373 173,731 SH SOLE 1 173,731
MOSAIC CO EQUITY 61945A107 57 3,878 SH SOLE 1 3,878
MOTIVE INC EQUITY 61980V107 51 16,494 SH SOLE 1 16,494
MOTOROLA INC EQUITY 620076109 48225 2,134,795 SH DEFINED 2 2,134,795
MOTOROLA INC EQUITY 620076109 26308 1,164,605 SH SOLE 1 1,164,605
MOVADO GROUP INC EQUITY 624580106 252 13,757 SH SOLE 1 13,757
MOVIE GALLERY INC EQUITY 624581104 105 18,803 SH SOLE 1 18,803
MPS GROUP INC EQUITY 553409103 3797 277,731 SH SOLE 1 277,731
MRO SOFTWARE INC EQUITY 55347W105 211 15,009 SH SOLE 1 15,009
MRV COMMUNICATIONS INC EQUITY 553477100 161 78,294 SH SOLE 1 78,294
MSC INDL DIRECT INC EQUITY 553530106 4327 107,595 SH SOLE 1 107,595
MTC TECHNOLOGIES INC EQUITY 55377A106 207 7,555 SH SOLE 1 7,555
MTR GAMING GROUP INC EQUITY 553769100 182 17,525 SH SOLE 1 17,525
MTS SYS CORP EQUITY 553777103 514 14,858 SH SOLE 1 14,858
MUELLER INDS INC EQUITY 624756102 753 27,478 SH SOLE 1 27,478
MULTI FINELINE ELECTRONIX IN EQUITY 62541B101 559 11,600 SH DEFINED 2 11,600
MULTI FINELINE ELECTRONIX IN EQUITY 62541B101 291 6,032 SH SOLE 1 6,032
MULTIMEDIA GAMES INC EQUITY 625453105 190 20,588 SH SOLE 1 20,588
MUNICIPAL HIGH INCOME FD INC EQUITY 626214100 705 98,900 SH SOLE 4 98,900
MUNICIPAL MTG & EQUITY L L C GROWTH EQUITY 62624B101 555 21,490 SH SOLE 1 21,490
MURPHY OIL CORP EQUITY 626717102 33 609 SH DEFINED 2 609
MURPHY OIL CORP EQUITY 626717102 1080 20,000 SH SOLE 4 20,000
MURPHY OIL CORP EQUITY 626717102 7389 136,867 SH SOLE 1 136,867
MWI VETERINARY SUPPLY INC EQUITY 55402X105 93 3,592 SH SOLE 1 3,592
MYERS INDS INC EQUITY 628464109 288 19,737 SH SOLE 1 19,737
MYLAN LABS INC EQUITY 628530107 16 807 SH DEFINED 2 807
MYLAN LABS INC EQUITY 628530107 2037 102,056 SH SOLE 1 102,056
MYOGEN INC EQUITY 62856E104 468 15,551 SH SOLE 1 15,551
MYRIAD GENETICS INC EQUITY 62855J104 493 23,695 SH SOLE 1 23,695
NABI BIOPHARMACEUTICALS EQUITY 629519109 149 44,180 SH SOLE 1 44,180
NABORS INDUSTRIES LTD EQUITY G6359F103 44 582 SH DEFINED 2 582
NABORS INDUSTRIES LTD EQUITY G6359F103 6076 80,205 SH SOLE 1 80,205
NACCO INDS INC EQUITY 629579103 456 3,896 SH SOLE 1 3,896
NALCO HOLDING COMPANY EQUITY 62985Q101 32 1,806 SH SOLE 1 1,806
NANOGEN INC EQUITY 630075109 95 36,328 SH SOLE 1 36,328
NARA BANCORP INC EQUITY 63080P105 249 14,004 SH SOLE 1 14,004
NASB FINL INC EQUITY 628968109 90 2,294 SH SOLE 1 2,294
NASDAQ 100 TR UNIT SER 1 EQUITY 631100104 9658 239,000 SH SOLE 1 239,000
NASDAQ STOCK MARKET INC EQUITY 631103108 1179 33,509 SH SOLE 1 33,509
NASH FINCH CO EQUITY 631158102 244 9,584 SH SOLE 1 9,584
NASTECH PHARMACEUTICAL INC EQUITY 631728409 228 15,476 SH SOLE 1 15,476
NATCO GROUP INC EQUITY 63227W203 2437 119,100 SH SOLE 3 119,100
NATIONAL BEVERAGE CORP EQUITY 635017106 55 5,647 SH SOLE 1 5,647
NATIONAL CITY CORP EQUITY 635405103 68 2,034 SH DEFINED 2 2,034
NATIONAL CITY CORP EQUITY 635405103 12609 375,608 SH SOLE 1 375,608
NATIONAL FINL PARTNERS CORP EQUITY 63607P208 1391 26,479 SH SOLE 1 26,479
NATIONAL FUEL GAS CO N J EQUITY 636180101 6717 215,364 SH SOLE 1 215,364
NATIONAL HEALTH INVS INC EQUITY 63633D104 457 17,591 SH SOLE 1 17,591
NATIONAL HEALTH REALTY INC EQUITY 635905102 101 5,416 SH SOLE 1 5,416
NATIONAL HEALTHCARE CORP EQUITY 635906100 177 4,722 SH SOLE 1 4,722
NATIONAL INSTRS CORP EQUITY 636518102 3548 110,697 SH SOLE 1 110,697
NATIONAL INTERSTATE CORP EQUITY 63654U100 64 3,378 SH SOLE 1 3,378
NATIONAL OILWELL VARCO INC EQUITY 637071101 40 642 SH DEFINED 2 642
NATIONAL OILWELL VARCO INC EQUITY 637071101 2382 37,985 SH SOLE 3 35,999 1,986
NATIONAL OILWELL VARCO INC EQUITY 637071101 5069 80,849 SH SOLE 1 80,849
NATIONAL PENN BANCSHARES INC EQUITY 637138108 619 32,492 SH SOLE 1 32,492
NATIONAL PRESTO INDS INC EQUITY 637215104 158 3,552 SH SOLE 1 3,552
NATIONAL SEMICONDUCTOR CORP EQUITY 637640103 20718 797,469 SH DEFINED 2 797,469
NATIONAL SEMICONDUCTOR CORP EQUITY 637640103 4126 158,817 SH SOLE 1 158,817
NATIONAL WESTN LIFE INS CO EQUITY 638522102 347 1,675 SH SOLE 1 1,675
NATIONWIDE FINL SVCS INC EQUITY 638612101 14036 319,000 SH DEFINED 2 319,000
NATIONWIDE FINL SVCS INC EQUITY 638612101 76 1,717 SH SOLE 1 1,717
NATIONWIDE HEALTH PPTYS INC EQUITY 638620104 1078 50,378 SH SOLE 1 50,378
NATURES SUNSHINE PRODUCTS IN EQUITY 639027101 152 8,412 SH SOLE 1 8,412
NAUTILUS INC EQUITY 63910B102 466 24,995 SH SOLE 1 24,995
NAVARRE CORP EQUITY 639208107 106 19,233 SH SOLE 1 19,233
NAVIGANT CONSULTING INC EQUITY 63935N107 3002 136,601 SH SOLE 1 136,601
NAVIGATORS GROUP INC EQUITY 638904102 298 6,844 SH SOLE 1 6,844
NAVISTAR INTL CORP EQUITY 63934E108 7 228 SH DEFINED 2 228
NAVISTAR INTL CORP EQUITY 63934E108 1713 59,863 SH SOLE 1 59,863
NAVTEQ CORP EQUITY 63936L100 86 1,958 SH SOLE 1 1,958
NBC CAP CORP EQUITY 628729105 124 5,205 SH SOLE 1 5,205
NBT BANCORP INC EQUITY 628778102 525 24,338 SH SOLE 1 24,338
NBTY INC EQUITY 628782104 679 41,769 SH SOLE 1 41,769
NCI BUILDING SYS INC EQUITY 628852105 664 15,620 SH SOLE 1 15,620
NCO GROUP INC EQUITY 628858102 408 24,093 SH SOLE 1 24,093
NCR CORP EQUITY 62886E108 23 678 SH DEFINED 2 678
NCR CORP EQUITY 62886E108 2926 86,197 SH SOLE 1 86,197
NDCHEALTH CORP EQUITY 639480102 521 27,070 SH SOLE 1 27,070
NDS GROUP PLC EQUITY 628891103 11893 289,010 SH SOLE 1 289,010
NEENAH PAPER INC EQUITY 640079109 310 11,085 SH SOLE 1 11,085
NEKTAR THERAPEUTICS EQUITY 640268108 1050 63,792 SH SOLE 1 63,792
NELNET INC EQUITY 64031N108 16 403 SH SOLE 1 403
NELSON THOMAS INC EQUITY 640376109 212 8,614 SH SOLE 1 8,614
NEOPHARM INC EQUITY 640919106 139 12,907 SH SOLE 1 12,907
NESS TECHNOLOGIES INC EQUITY 64104X108 153 14,242 SH SOLE 1 14,242
NETBANK INC EQUITY 640933107 251 34,715 SH SOLE 1 34,715
NETEASE COM INC EQUITY 64110W102 2210 39,360 SH SOLE 1 39,360
NETFLIX COM INC EQUITY 64110L106 319 11,800 SH DEFINED 2 11,800
NETFLIX COM INC EQUITY 64110L106 744 27,497 SH SOLE 1 27,497
NETGEAR INC EQUITY 64111Q104 460 23,889 SH SOLE 1 23,889
NETIQ CORP EQUITY 64115P102 489 39,794 SH SOLE 1 39,794
NETLOGIC MICROSYSTEMS INC EQUITY 64118B100 327 12,000 SH DEFINED 2 12,000
NETLOGIC MICROSYSTEMS INC EQUITY 64118B100 3201 117,500 SH SOLE 3 117,500
NETLOGIC MICROSYSTEMS INC EQUITY 64118B100 1210 44,409 SH SOLE 1 44,409
NETRATINGS INC EQUITY 64116M108 132 10,672 SH SOLE 1 10,672
NETSCOUT SYS INC EQUITY 64115T104 97 17,777 SH SOLE 1 17,777
NETSMART TECHNOLOGIES INC EQUITY 64114W306 1561 123,800 SH SOLE 3 123,800
NETWORK APPLIANCE INC EQUITY 64120L104 3223 119,374 SH DEFINED 2 119,374
NETWORK APPLIANCE INC EQUITY 64120L104 5343 197,873 SH SOLE 1 197,873
NEUROCRINE BIOSCIENCES INC EQUITY 64125C109 2133 34,000 SH DEFINED 2 34,000
NEUROCRINE BIOSCIENCES INC EQUITY 64125C109 3500 55,789 SH SOLE 3 53,552 2,237
NEUROCRINE BIOSCIENCES INC EQUITY 64125C109 1726 27,510 SH SOLE 1 27,510
NEUROGEN CORP EQUITY 64124E106 112 17,060 SH SOLE 1 17,060
NEUROMETRIX INC EQUITY 641255104 117 4,291 SH SOLE 1 4,291
NEUSTAR INC EQUITY 64126X201 677 22,200 SH DEFINED 2 22,200
NEUSTAR INC EQUITY 64126X201 553 18,126 SH SOLE 1 18,126
NEVSUN RES LTD EQUITY 64156L101 1163 645,500 SH DEFINED 1 0 645,500
NEW CENTURY FINANCIAL CORP M EQUITY 6435EV108 9599 266,121 SH SOLE 1 266,121
NEW JERSEY RES EQUITY 646025106 863 20,598 SH SOLE 1 20,598
NEW PLAN EXCEL RLTY TR INC EQUITY 648053106 16937 730,665 SH SOLE 1 730,665
NEW RIV PHARMACEUTICALS INC EQUITY 648468205 353 6,800 SH DEFINED 2 6,800
NEW RIV PHARMACEUTICALS INC EQUITY 648468205 236 4,552 SH SOLE 1 4,552
NEW YORK & CO INC EQUITY 649295102 208 9,790 SH SOLE 1 9,790
NEW YORK CMNTY BANCORP INC EQUITY 649445103 12494 756,322 SH SOLE 1 756,322
NEW YORK CMNTY CAP TR V BONUSES BONDS 64944P307 1074 23,000 SH SOLE 1 23,000
NEW YORK TIMES CO EQUITY 650111107 14 537 SH DEFINED 2 537
NEW YORK TIMES CO EQUITY 650111107 1803 68,163 SH SOLE 1 68,163
NEWALLIANCE BANCSHARES INC EQUITY 650203102 1246 85,711 SH SOLE 1 85,711
NEWCASTLE INVT CORP EQUITY 65105M108 4473 179,989 SH SOLE 1 179,989
NEWELL RUBBERMAID INC EQUITY 651229106 24 1,017 SH DEFINED 2 1,017
NEWELL RUBBERMAID INC EQUITY 651229106 5882 247,354 SH SOLE 1 247,354
NEWFIELD EXPL CO EQUITY 651290108 12739 254,433 SH SOLE 1 254,433
NEWKIRK REALTY TR INC EQUITY 651497109 17 1,077 SH SOLE 1 1,077
NEWMARKET CORP EQUITY 651587107 312 12,774 SH SOLE 1 12,774
NEWMONT MINING CORP EQUITY 651639106 88 1,650 SH DEFINED 2 1,650
NEWMONT MINING CORP EQUITY 651639106 10487 196,380 SH SOLE 1 196,380
NEWPARK RES INC EQUITY 651718504 482 63,214 SH SOLE 1 63,214
NEWPORT CORP EQUITY 651824104 1444 106,671 SH SOLE 1 106,671
NEWS CORP EQUITY 65248E104 140 8,982 SH DEFINED 2 8,982
NEWS CORP EQUITY 65248E104 21351 1,373,028 SH SOLE 1 1,373,028
NEWTEK BUSINESS SVCS INC EQUITY 652526104 1563 809,726 SH SOLE 1 809,726
NEXEN INC EQUITY 65334H102 6222 130,900 SH DEFINED 1 0 130,900
NEXTEL PARTNERS INC EQUITY 65333F107 93 3,329 SH SOLE 1 3,329
NGP CAP RES CO EQUITY 62912R107 172 13,064 SH SOLE 1 13,064
NIC INC EQUITY 62914B100 155 25,156 SH SOLE 1 25,156
NICOR INC EQUITY 654086107 6 162 SH DEFINED 2 162
NICOR INC EQUITY 654086107 786 20,000 SH SOLE 4 20,000
NICOR INC EQUITY 654086107 2071 52,682 SH SOLE 1 52,682
NII HLDGS INC EQUITY 62913F201 6133 140,400 SH DEFINED 2 140,400
NII HLDGS INC EQUITY 62913F201 523 11,979 SH SOLE 1 11,979
NIKE INC EQUITY 654106103 72383 834,002 SH DEFINED 2 834,002
NIKE INC EQUITY 654106103 18709 215,569 SH SOLE 1 215,569
NISOURCE INC EQUITY 65473P105 21 1,005 SH DEFINED 2 1,005
NISOURCE INC EQUITY 65473P105 5034 241,336 SH SOLE 1 241,336
NITROMED INC EQUITY 654798503 172 12,341 SH SOLE 1 12,341
NL INDS INC EQUITY 629156407 83 5,887 SH SOLE 1 5,887
NN INC EQUITY 629337106 135 12,697 SH SOLE 1 12,697
NOBLE CORPORATION EQUITY G65422100 36 504 SH DEFINED 2 504
NOBLE CORPORATION EQUITY G65422100 12595 178,558 SH SOLE 1 178,558
NOBLE ENERGY INC EQUITY 655044105 14140 350,865 SH SOLE 1 350,865
NOBLE INTL LTD EQUITY 655053106 116 5,581 SH SOLE 1 5,581
NOKIA CORP EQUITY 654902204 58659 3,205,400 SH DEFINED 2 3,205,400
NOKIA CORP EQUITY 654902204 30170 1,648,620 SH SOLE 1 1,648,620
NORDIC AMERICAN TANKER SHIPP EQUITY G65773106 3727 129,460 SH SOLE 1 129,460
NORDSON CORP EQUITY 655663102 3375 83,307 SH SOLE 1 83,307
NORDSTROM INC EQUITY 655664100 30 807 SH DEFINED 2 807
NORDSTROM INC EQUITY 655664100 3835 102,547 SH SOLE 1 102,547
NORFOLK SOUTHERN CORP EQUITY 655844108 15489 345,500 SH DEFINED 2 345,500
NORFOLK SOUTHERN CORP EQUITY 655844108 2466 55,000 SH SOLE 4 55,000
NORFOLK SOUTHERN CORP EQUITY 655844108 8558 190,898 SH SOLE 1 190,898
NORTEL NETWORKS CORP EQUITY 656568102 5226 1,716,300 SH DEFINED 1 0 1,716,300
NORTH FORK BANCORPORATION NY EQUITY 659424105 3660 133,755 SH DEFINED 2 133,755
NORTH FORK BANCORPORATION NY EQUITY 659424105 6137 224,298 SH SOLE 1 224,298
NORTH PITTSBURGH SYS INC EQUITY 661562108 213 11,266 SH SOLE 1 11,266
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ONEOK INC EQUITY 682680103 5221 196,069 SH SOLE 1 196,069
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OPEN SOLUTIONS INC EQUITY 68371P102 336 14,650 SH SOLE 1 14,650
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ORIGEN FINL INC EQUITY 68619E208 92 12,871 SH SOLE 1 12,871
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POWERWAVE TECHNOLOGIES INC EQUITY 739363109 2635 209,600 SH SOLE 3 209,600
POWERWAVE TECHNOLOGIES INC EQUITY 739363109 3777 300,507 SH SOLE 1 300,507
POZEN INC EQUITY 73941U102 172 17,933 SH SOLE 1 17,933
PPG INDS INC EQUITY 693506107 36 618 SH DEFINED 2 618
PPG INDS INC EQUITY 693506107 4631 79,982 SH SOLE 1 79,982
PPL CORP EQUITY 69351T106 41 1,404 SH DEFINED 2 1,404
PPL CORP EQUITY 69351T106 8427 286,619 SH SOLE 1 286,619
PRA INTL EQUITY 69353C101 2508 89,100 SH SOLE 3 89,100
PRA INTL EQUITY 69353C101 237 8,434 SH SOLE 1 8,434
PRAXAIR INC EQUITY 74005P104 63 1,191 SH DEFINED 2 1,191
PRAXAIR INC EQUITY 74005P104 7510 141,797 SH SOLE 1 141,797
PRE PAID LEGAL SVCS INC EQUITY 740065107 280 7,337 SH SOLE 1 7,337
PRECISION CASTPARTS CORP EQUITY 740189105 13802 266,392 SH SOLE 1 266,392
PREFERRED BK LOS ANGELES CA EQUITY 740367107 138 3,103 SH SOLE 1 3,103
PREFORMED LINE PRODS CO EQUITY 740444104 79 1,844 SH SOLE 1 1,844
PREMIERE GLOBAL SVCS INC EQUITY 740585104 439 54,049 SH SOLE 1 54,049
PREMIERWEST BANCORP EQUITY 740921101 145 10,344 SH SOLE 1 10,344
PREMIUM STD FARMS INC EQUITY 74060C105 3333 222,800 SH DEFINED 2 222,800
PREMIUM STD FARMS INC EQUITY 74060C105 110 7,382 SH SOLE 1 7,382
PRENTISS PPTYS TR SH BEN INT EQUITY 740706106 1380 33,929 SH SOLE 1 33,929
PRESIDENTIAL LIFE CORP EQUITY 740884101 293 15,389 SH SOLE 1 15,389
PRESSTEK INC EQUITY 741113104 198 21,951 SH SOLE 1 21,951
PRESTIGE BRANDS HLDGS INC EQUITY 74112D101 263 21,023 SH SOLE 1 21,023
PRG-SCHULTZ INTERNATIONAL IN EQUITY 69357C107 19 30,968 SH SOLE 1 30,968
PRICE COMMUNICATIONS CORP EQUITY 741437305 512 34,400 SH SOLE 1 34,400
PRICE T ROWE GROUP INC EQUITY 74144T108 35 483 SH DEFINED 2 483
PRICE T ROWE GROUP INC EQUITY 74144T108 4343 60,299 SH SOLE 1 60,299
PRICELINE COM INC EQUITY 741503403 250 11,200 SH DEFINED 2 11,200
PRICELINE COM INC EQUITY 741503403 422 18,890 SH SOLE 1 18,890
PRIDE INTL INC DEL EQUITY 74153Q102 9759 317,373 SH SOLE 1 317,373
PRIMEDIA INC EQUITY 74157K101 178 110,813 SH SOLE 1 110,813
PRINCIPAL FINANCIAL GROUP IN EQUITY 74251V102 49 1,035 SH DEFINED 2 1,035
PRINCIPAL FINANCIAL GROUP IN EQUITY 74251V102 18104 266,688 SH SOLE 1 266,688
PRIVATEBANCORP INC EQUITY 742962103 442 12,432 SH SOLE 1 12,432
PROASSURANCE CORP EQUITY 74267C106 399 8,200 SH DEFINED 2 8,200
PROASSURANCE CORP EQUITY 74267C106 1021 20,998 SH SOLE 1 20,998
PROCTER & GAMBLE CO EQUITY 742718109 33981 587,096 SH DEFINED 2 587,096
PROCTER & GAMBLE CO EQUITY 742718109 1736 30,000 SH SOLE 4 30,000
PROCTER & GAMBLE CO EQUITY 742718109 129383 2,235,372 SH SOLE 1 2,235,372
PROGENICS PHARMACEUTICALS IN EQUITY 743187106 375 15,011 SH SOLE 1 15,011
PROGRESS ENERGY INC EQUITY 743263105 41 930 SH DEFINED 2 930
PROGRESS ENERGY INC EQUITY 743263105 1757 40,000 SH SOLE 4 40,000
PROGRESS ENERGY INC EQUITY 743263105 18784 427,684 SH SOLE 1 427,684
PROGRESS SOFTWARE CORP EQUITY 743312100 386 13,600 SH DEFINED 2 13,600
PROGRESS SOFTWARE CORP EQUITY 743312100 798 28,130 SH SOLE 1 28,130
PROGRESSIVE CORP OHIO EQUITY 743315103 85 729 SH DEFINED 2 729
PROGRESSIVE CORP OHIO EQUITY 743315103 22217 190,243 SH SOLE 1 190,243
PROLOGIS SH BEN INT EQUITY 743410102 42 900 SH DEFINED 2 900
PROLOGIS SH BEN INT EQUITY 743410102 5454 116,741 SH SOLE 1 116,741
PROQUEST COMPANY EQUITY 74346P102 532 19,050 SH SOLE 1 19,050
PROSPERITY BANCSHARES INC EQUITY 743606105 462 16,058 SH SOLE 1 16,058
PROTECTIVE LIFE CORP EQUITY 743674103 6119 139,795 SH SOLE 1 139,795
PROTEIN DESIGN LABS INC EQUITY 74369L103 284 10,000 SH DEFINED 2 10,000
PROTEIN DESIGN LABS INC EQUITY 74369L103 6411 225,567 SH SOLE 1 225,567
PROVIDE COMM INC EQUITY 74373W103 199 6,001 SH SOLE 1 6,001
PROVIDENCE SVC CORP EQUITY 743815102 204 7,089 SH SOLE 1 7,089
PROVIDENT YORK BANCORP EQUITY 744028101 336 30,509 SH SOLE 1 30,509
PROVIDENT BANKSHARES CORP EQUITY 743859100 836 24,748 SH SOLE 1 24,748
PROVIDENT FINL HLDGS INC EQUITY 743868101 97 3,685 SH SOLE 1 3,685
PROVIDENT FINL SVCS INC EQUITY 74386T105 1009 54,498 SH SOLE 1 54,498
PRUDENTIAL FINL INC EQUITY 744320102 136 1,863 SH DEFINED 2 1,863
PRUDENTIAL FINL INC EQUITY 744320102 16267 222,261 SH SOLE 1 222,261
PS BUSINESS PKS INC CALIF EQUITY 69360J107 608 12,360 SH SOLE 1 12,360
PSS WORLD MED INC EQUITY 69366A100 720 48,531 SH SOLE 1 48,531
PSYCHIATRIC SOLUTIONS INC EQUITY 74439H108 1123 19,114 SH SOLE 1 19,114
PUBLIC STORAGE INC EQUITY 74460D109 21 306 SH DEFINED 2 306
PUBLIC STORAGE INC EQUITY 74460D109 2601 38,403 SH SOLE 1 38,403
PUBLIC SVC ENTERPRISE GROUP EQUITY 744573106 60 924 SH DEFINED 2 924
PUBLIC SVC ENTERPRISE GROUP EQUITY 744573106 1299 20,000 SH SOLE 4 20,000
PUBLIC SVC ENTERPRISE GROUP EQUITY 744573106 7654 117,802 SH SOLE 1 117,802
PUGET ENERGY INC EQUITY 745310102 5220 255,650 SH SOLE 1 255,650
PULTE HOMES INC EQUITY 745867101 31 792 SH DEFINED 2 792
PULTE HOMES INC EQUITY 745867101 3978 101,062 SH SOLE 1 101,062
QAD INC EQUITY 74727D108 69 9,095 SH SOLE 1 9,095
QC HLDGS INC EQUITY 74729T101 64 5,531 SH SOLE 1 5,531
QLOGIC CORP EQUITY 747277101 10 297 SH DEFINED 2 297
QLOGIC CORP EQUITY 747277101 1260 38,758 SH SOLE 1 38,758
QUALCOMM INC EQUITY 747525103 36983 858,469 SH DEFINED 2 858,469
QUALCOMM INC EQUITY 747525103 89572 2,079,202 SH SOLE 1 2,079,202
QUALITY SYS INC EQUITY 747582104 433 5,641 SH SOLE 1 5,641
QUANEX CORP EQUITY 747620102 941 18,832 SH SOLE 1 18,832
QUANTA SVCS INC EQUITY 74762E102 4226 320,900 SH SOLE 1 320,900
QUANTUM CORP EQUITY 747906204 420 137,698 SH SOLE 1 137,698
QUANTUM FUEL SYS TECH WORLDW * EQUITY 74765E109 91 33,827 SH SOLE 1 33,827
QUEST DIAGNOSTICS INC EQUITY 74834L100 1205 23,412 SH DEFINED 2 23,412
QUEST DIAGNOSTICS INC EQUITY 74834L100 7454 144,785 SH SOLE 1 144,785
QUEST SOFTWARE INC EQUITY 74834T103 702 48,124 SH SOLE 1 48,124
QUESTAR CORP EQUITY 748356102 12935 170,875 SH SOLE 1 170,875
QUICKSILVER RESOURCES INC EQUITY 74837R104 5597 133,238 SH SOLE 1 133,238
QUIKSILVER INC EQUITY 74838C106 6535 472,200 SH DEFINED 2 472,200
QUIKSILVER INC EQUITY 74838C106 35 2,504 SH SOLE 1 2,504
QWEST COMMUNICATIONS INTL IN EQUITY 749121109 32 5,700 SH DEFINED 2 5,700
QWEST COMMUNICATIONS INTL IN EQUITY 749121109 5692 1,007,419 SH SOLE 1 1,007,419
R & B INC EQUITY 749124103 70 7,432 SH SOLE 1 7,432
R & G FINANCIAL CORP EQUITY 749136107 276 20,902 SH SOLE 1 20,902
RACKABLE SYS INC EQUITY 750077109 134 4,690 SH SOLE 1 4,690
RADIAN GROUP INC EQUITY 750236101 9772 166,793 SH SOLE 1 166,793
RADIANT SYSTEMS INC EQUITY 75025N102 209 17,217 SH SOLE 1 17,217
RADIATION THERAPY SVCS INC EQUITY 750323206 293 8,306 SH SOLE 1 8,306
RADIO ONE INC CL D NON VTG EQUITY 75040P405 650 62,801 SH SOLE 1 62,801
RADIOSHACK CORP EQUITY 750438103 10 498 SH DEFINED 2 498
RADIOSHACK CORP EQUITY 750438103 1306 62,078 SH SOLE 1 62,078
RADISYS CORP EQUITY 750459109 260 14,978 SH SOLE 1 14,978
RADYNE CORP EQUITY 750611402 152 10,400 SH DEFINED 2 10,400
RADYNE CORP EQUITY 750611402 3562 244,500 SH SOLE 3 244,500
RAILAMERICA INC EQUITY 750753105 312 28,359 SH SOLE 1 28,359
RAIT INVT TR EQUITY 749227104 1325 51,116 SH SOLE 1 51,116
RALCORP HLDGS INC EQUITY 751028101 888 22,251 SH SOLE 1 22,251
RAMBUS INC DEL EQUITY 750917106 1210 74,708 SH SOLE 1 74,708
RAMCO-GERSHENSON PPTYS TR EQUITY 751452202 290 10,894 SH SOLE 1 10,894
RANGE RES CORP EQUITY 75281A109 74 2,827 SH SOLE 1 2,827
RARE HOSPITALITY INTL INC EQUITY 753820109 783 25,752 SH SOLE 1 25,752
RAVEN INDS INC EQUITY 754212108 339 11,736 SH SOLE 1 11,736
RAYMOND JAMES FINANCIAL INC EQUITY 754730109 4309 114,401 SH SOLE 1 114,401
RAYONIER INC EQUITY 754907103 6064 152,170 SH SOLE 1 152,170
RAYTHEON CO EQUITY 755111507 66 1,650 SH DEFINED 2 1,650
RAYTHEON CO EQUITY 755111507 7917 197,180 SH SOLE 1 197,180
RBC BEARINGS INC EQUITY 75524B104 105 6,450 SH SOLE 1 6,450
RC2 CORP EQUITY 749388104 479 13,476 SH SOLE 1 13,476
RCN CORP EQUITY 749361200 402 17,159 SH SOLE 1 17,159
READERS DIGEST ASSN INC EQUITY 755267101 4103 269,566 SH SOLE 1 269,566
REALNETWORKS INC EQUITY 75605L104 671 86,474 SH SOLE 1 86,474
REALTY INCOME CORP EQUITY 756109104 54 2,519 SH SOLE 1 2,519
RECKSON ASSOCS RLTY CORP EQUITY 75621K106 88 2,457 SH SOLE 1 2,457
RED HAT INC EQUITY 756577102 404 14,832 SH SOLE 1 14,832
RED ROBIN GOURMET BURGERS IN EQUITY 75689M101 1804 35,400 SH SOLE 3 35,400
RED ROBIN GOURMET BURGERS IN EQUITY 75689M101 542 10,643 SH SOLE 1 10,643
REDBACK NETWORKS INC EQUITY 757209507 442 31,453 SH SOLE 1 31,453
REDDY ICE HLDGS INC EQUITY 75734R105 167 7,651 SH SOLE 1 7,651
REDWOOD TR INC EQUITY 758075402 6063 146,957 SH SOLE 1 146,957
REEBOK INTL LTD EQUITY 758110100 11 195 SH DEFINED 2 195
REEBOK INTL LTD EQUITY 758110100 10185 174,911 SH SOLE 1 174,911
REGAL BELOIT CORP EQUITY 758750103 654 18,479 SH SOLE 1 18,479
REGAL ENTMT GROUP EQUITY 758766109 5629 295,977 SH SOLE 1 295,977
REGENCY CTRS CORP EQUITY 758849103 8029 136,200 SH SOLE 1 136,200
REGENERON PHARMACEUTICALS EQUITY 75886F107 415 26,082 SH SOLE 1 26,082
REGENT COMMUNICATIONS INC DE EQUITY 758865109 123 26,590 SH SOLE 1 26,590
REGIONS FINANCIAL CORP EQUITY 7591EP100 58 1,689 SH DEFINED 2 1,689
REGIONS FINANCIAL CORP EQUITY 7591EP100 6903 202,073 SH SOLE 1 202,073
REGIS CORP MINN EQUITY 758932107 4755 123,279 SH SOLE 1 123,279
REHABCARE GROUP INC EQUITY 759148109 254 12,572 SH SOLE 1 12,572
REINSURANCE GROUP AMER INC EQUITY 759351109 42 888 SH SOLE 1 888
RELIANCE STEEL & ALUMINUM CO EQUITY 759509102 1317 21,543 SH SOLE 1 21,543
RELIANT ENERGY INC EQUITY 75952B105 370 35,867 SH SOLE 1 35,867
REMINGTON OIL & GAS CORP EQUITY 759594302 640 17,521 SH SOLE 1 17,521
RENAISSANCE LEARNING INC EQUITY 75968L105 112 5,934 SH SOLE 1 5,934
RENAL CARE GROUP INC EQUITY 759930100 6740 142,465 SH SOLE 1 142,465
RENASANT CORP EQUITY 75970E107 247 7,797 SH SOLE 1 7,797
RENOVIS INC EQUITY 759885106 2001 130,800 SH DEFINED 2 130,800
RENOVIS INC EQUITY 759885106 225 14,684 SH SOLE 1 14,684
RENT A CTR INC EQUITY 76009N100 2679 142,057 SH SOLE 1 142,057
RENT WAY INC EQUITY 76009U104 126 19,708 SH SOLE 1 19,708
REPUBLIC AWYS HLDGS INC EQUITY 760276105 172 11,347 SH SOLE 1 11,347
REPUBLIC BANCORP KY EQUITY 760281204 804 63,251 SH SOLE 1 63,251
REPUBLIC COS GROUP INC EQUITY 760349100 70 4,506 SH SOLE 1 4,506
REPUBLIC SVCS INC EQUITY 760759100 9220 245,530 SH SOLE 1 245,530
RES-CARE INC EQUITY 760943100 263 15,167 SH SOLE 1 15,167
RESMED INC EQUITY 761152107 58 1,517 SH SOLE 1 1,517
RESOURCE AMERICA INC EQUITY 761195205 204 11,940 SH SOLE 1 11,940
RESOURCES CONNECTION INC EQUITY 76122Q105 933 35,727 SH SOLE 1 35,727
RESPIRONICS INC EQUITY 761230101 58 1,552 SH SOLE 1 1,552
RESTORATION HARDWARE INC DEL EQUITY 760981100 136 22,605 SH SOLE 1 22,605
RETAIL VENTURES INC EQUITY 76128Y102 156 12,510 SH SOLE 1 12,510
REVLON INC EQUITY 761525500 338 108,935 SH SOLE 1 108,935
REYNOLDS & REYNOLDS CO EQUITY 761695105 2891 102,997 SH SOLE 1 102,997
REYNOLDS AMERICAN INC EQUITY 761713106 30 315 SH DEFINED 2 315
REYNOLDS AMERICAN INC EQUITY 761713106 9233 96,857 SH SOLE 1 96,857
RF MICRODEVICES INC EQUITY 749941100 2783 514,497 SH SOLE 1 514,497
RF MONOLITHICS INC EQUITY 74955F106 28 4,973 SH SOLE 1 4,973
RHODIA EQUITY 762397107 2110 1,000,000 SH SOLE 1 1,000,000
RIGEL PHARMACEUTICALS INC EQUITY 766559603 148 17,706 SH SOLE 1 17,706
RIGHTNOW TECHNOLOGIES INC EQUITY 76657R106 151 8,202 SH SOLE 1 8,202
RIMAGE CORP EQUITY 766721104 1332 45,959 SH SOLE 3 45,959
RIMAGE CORP EQUITY 766721104 206 7,116 SH SOLE 1 7,116
RIO TINTO PLC EQUITY 767204100 2011 11,000 SH SOLE 4 11,000
RITE AID CORP EQUITY 767754104 105 30,148 SH SOLE 1 30,148
RIVIERA HLDGS CORP EQUITY 769627100 104 6,355 SH SOLE 1 6,355
RLI CORP EQUITY 749607107 844 16,914 SH SOLE 1 16,914
ROANOKE ELEC STL CORP EQUITY 769841107 197 8,342 SH SOLE 1 8,342
ROBBINS & MYERS INC EQUITY 770196103 178 8,729 SH SOLE 1 8,729
ROBERT HALF INTL INC EQUITY 770323103 24 630 SH DEFINED 2 630
ROBERT HALF INTL INC EQUITY 770323103 2977 78,567 SH SOLE 1 78,567
ROCK-TENN CO EQUITY 772739207 302 22,122 SH SOLE 1 22,122
ROCKVILLE FINL INC EQUITY 774186100 85 6,546 SH SOLE 1 6,546
ROCKWELL AUTOMATION INC EQUITY 773903109 31737 536,460 SH DEFINED 2 536,460
ROCKWELL AUTOMATION INC EQUITY 773903109 67114 1,134,451 SH SOLE 1 1,134,451
ROCKWELL COLLINS INC EQUITY 774341101 30 639 SH DEFINED 2 639
ROCKWELL COLLINS INC EQUITY 774341101 6530 140,528 SH SOLE 1 140,528
ROCKWOOD HLDGS INC EQUITY 774415103 303 15,344 SH SOLE 1 15,344
ROFIN SINAR TECHNOLOGIES INC EQUITY 775043102 287 6,600 SH DEFINED 2 6,600
ROFIN SINAR TECHNOLOGIES INC EQUITY 775043102 493 11,330 SH SOLE 1 11,330
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ROHM & HAAS CO EQUITY 775371107 7702 159,059 SH DEFINED 2 159,059
ROHM & HAAS CO EQUITY 775371107 18328 378,515 SH SOLE 1 378,515
ROLLINS INC EQUITY 775711104 1573 79,798 SH SOLE 1 79,798
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ROSTELECOM OPEN JT STK LNG D EQUITY 778529107 1242 91,000 SH SOLE 1 91,000
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ROWAN COS INC EQUITY 779382100 1929 54,123 SH SOLE 1 54,123
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ROYAL CARIBBEAN CRUISES LTD EQUITY V7780T103 10545 234,030 SH SOLE 1 234,030
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RPC INC EQUITY 749660106 436 16,543 SH SOLE 1 16,543
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RSA SEC INC EQUITY 749719100 2168 193,768 SH SOLE 1 193,768
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SABRE HLDGS CORP EQUITY 785905100 1493 61,937 SH SOLE 1 61,937
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SEACOR HOLDINGS INC EQUITY 811904101 920 13,514 SH SOLE 1 13,514
SEALED AIR CORP EQUITY 81211K100 17 300 SH DEFINED 2 300
SEALED AIR CORP EQUITY 81211K100 2149 38,265 SH SOLE 1 38,265
SEARS HLDGS CORP EQUITY 812350106 43 369 SH DEFINED 2 369
SEARS HLDGS CORP EQUITY 812350106 6940 60,072 SH SOLE 1 60,072
SEATTLE GENETICS INC EQUITY 812578102 93 19,797 SH SOLE 1 19,797
SECURE COMPUTING CORP EQUITY 813705100 297 24,200 SH DEFINED 2 24,200
SECURE COMPUTING CORP EQUITY 813705100 331 26,979 SH SOLE 1 26,979
SECURITY BANK CORP EQUITY 814047106 184 7,887 SH SOLE 1 7,887
SEI INVESTMENTS CO EQUITY 784117103 4894 132,265 SH SOLE 1 132,265
SELECT COMFORT CORP EQUITY 81616X103 741 27,095 SH SOLE 1 27,095
SELECTIVE INS GROUP INC EQUITY 816300107 350 6,600 SH DEFINED 2 6,600
SELECTIVE INS GROUP INC EQUITY 816300107 1131 21,293 SH SOLE 1 21,293
SEMITOOL INC EQUITY 816909105 136 12,483 SH SOLE 1 12,483
SEMPRA ENERGY EQUITY 816851109 43 948 SH DEFINED 2 948
SEMPRA ENERGY EQUITY 816851109 5435 121,204 SH SOLE 1 121,204
SEMTECH CORP EQUITY 816850101 3642 199,470 SH SOLE 1 199,470
SENIOR HSG PPTYS TR SH BEN INT EQUITY 81721M109 758 44,826 SH SOLE 1 44,826
SENOMYX INC EQUITY 81724Q107 194 16,026 SH SOLE 1 16,026
SENSIENT TECHNOLOGIES CORP EQUITY 81725T100 2301 128,570 SH SOLE 1 128,570
SEPRACOR INC EQUITY 817315104 1424 27,600 SH DEFINED 2 27,600
SEPRACOR INC EQUITY 817315104 11274 218,482 SH SOLE 1 218,482
SEQUA CORPORATION EQUITY 817320104 1204 17,434 SH SOLE 1 17,434
SERENA SOFTWARE INC EQUITY 817492101 3204 136,756 SH SOLE 1 136,756
SEROLOGICALS CORP EQUITY 817523103 515 26,111 SH SOLE 1 26,111
SERVICE CORP INTL EQUITY 817565104 76 9,328 SH SOLE 1 9,328
SERVICEMASTER CO EQUITY 81760N109 88 7,361 SH SOLE 1 7,361
SFBC INTL INC EQUITY 784121105 219 13,709 SH SOLE 1 13,709
SHARPER IMAGE CORP EQUITY 820013100 85 8,728 SH SOLE 1 8,728
SHAW GROUP INC EQUITY 820280105 2839 97,600 SH SOLE 3 94,900 2,700
SHAW GROUP INC EQUITY 820280105 1695 58,251 SH SOLE 1 58,251
SHENANDOAH TELECOMMUNICATION EQUITY 82312B106 204 5,126 SH SOLE 1 5,126
SHERWIN WILLIAMS CO EQUITY 824348106 7141 157,216 SH DEFINED 2 157,216
SHERWIN WILLIAMS CO EQUITY 824348106 2360 51,953 SH SOLE 1 51,953
SHOE CARNIVAL INC EQUITY 824889109 123 5,592 SH SOLE 1 5,592
SHUFFLE MASTER INC EQUITY 825549108 1257 50,000 SH SOLE 3 50,000
SHUFFLE MASTER INC EQUITY 825549108 671 26,682 SH SOLE 1 26,682
SHURGARD STORAGE CTRS INC EQUITY 82567D104 80 1,404 SH SOLE 1 1,404
SI INTL INC EQUITY 78427V102 223 7,306 SH SOLE 1 7,306
SIEBEL SYS INC EQUITY 826170102 21 1,953 SH DEFINED 2 1,953
SIEBEL SYS INC EQUITY 826170102 10049 950,748 SH SOLE 1 950,748
SIERRA BANCORP EQUITY 82620P102 92 4,053 SH SOLE 1 4,053
SIERRA HEALTH SVCS INC EQUITY 826322109 3038 38,000 SH DEFINED 2 38,000
SIERRA HEALTH SVCS INC EQUITY 826322109 46 580 SH SOLE 1 580
SIERRA PAC RES EQUITY 826428104 5941 455,601 SH SOLE 1 455,601
SIGMA ALDRICH CORP EQUITY 826552101 16 249 SH DEFINED 2 249
SIGMA ALDRICH CORP EQUITY 826552101 4737 74,853 SH SOLE 1 74,853
SIGMATEL INC EQUITY 82661W107 351 26,798 SH SOLE 1 26,798
SIGNATURE BK YORK N Y EQUITY 82669G104 17768 633,000 SH DEFINED 2 633,000
SIGNATURE BK YORK N Y EQUITY 82669G104 247 8,815 SH SOLE 1 8,815
SILGAN HOLDINGS INC EQUITY 827048109 426 11,800 SH DEFINED 2 11,800
SILGAN HOLDINGS INC EQUITY 827048109 604 16,720 SH SOLE 1 16,720
SILICON IMAGE INC EQUITY 82705T102 538 59,351 SH SOLE 1 59,351
SILICON LABORATORIES INC EQUITY 826919102 4421 120,586 SH SOLE 1 120,586
SILICON STORAGE TECHNOLOGY I EQUITY 827057100 334 65,948 SH SOLE 1 65,948
SIMMONS 1ST NATL CORP EQUITY 828730200 299 10,792 SH SOLE 1 10,792
SIMON PPTY GROUP INC EQUITY 828806109 53 687 SH DEFINED 2 687
SIMON PPTY GROUP INC EQUITY 828806109 6294 82,129 SH SOLE 1 82,129
SIMPSON MANUFACTURING CO INC EQUITY 829073105 990 27,241 SH SOLE 1 27,241
SINCLAIR BROADCAST GROUP INC EQUITY 829226109 304 33,022 SH SOLE 1 33,022
SIRF TECHNOLOGY HLDGS INC EQUITY 82967H101 447 15,000 SH DEFINED 2 15,000
SIRF TECHNOLOGY HLDGS INC EQUITY 82967H101 786 26,376 SH SOLE 1 26,376
SIRIUS SATELLITE RADIO INC EQUITY 82966U103 3428 511,602 SH SOLE 1 511,602
SIRVA INC EQUITY 82967Y104 141 17,616 SH SOLE 1 17,616
SIX FLAGS INC EQUITY 83001P109 539 69,906 SH SOLE 1 69,906
SIZELER PPTY INVS INC EQUITY 830137105 178 13,866 SH SOLE 1 13,866
SJW CORP EQUITY 784305104 261 5,741 SH SOLE 1 5,741
SKECHERS U S A INC EQUITY 830566105 257 16,786 SH SOLE 1 16,786
SKY FINL GROUP INC EQUITY 83080P103 80 2,885 SH SOLE 1 2,885
SKYLINE CORP EQUITY 830830105 186 5,115 SH SOLE 1 5,115
SKYWEST INC EQUITY 830879102 5434 202,325 SH SOLE 1 202,325
SKYWORKS SOLUTIONS INC EQUITY 83088M102 602 118,267 SH SOLE 1 118,267
SL GREEN RLTY CORP EQUITY 78440X101 93 1,213 SH SOLE 1 1,213
SLM CORP EQUITY 78442P106 85 1,542 SH DEFINED 2 1,542
SLM CORP EQUITY 78442P106 36018 1,275,554 SH SOLE 1 1,275,554
SMART & FINAL INC EQUITY 831683107 129 9,984 SH SOLE 1 9,984
SMITH A O EQUITY 831865209 443 12,613 SH SOLE 1 12,613
SMITH INTL INC EQUITY 832110100 24277 654,200 SH DEFINED 2 654,200
SMITH INTL INC EQUITY 832110100 14874 400,804 SH SOLE 1 400,804
SMITHFIELD FOODS INC EQUITY 832248108 13238 432,600 SH DEFINED 2 432,600
SMITHFIELD FOODS INC EQUITY 832248108 6062 198,103 SH SOLE 1 198,103
SMUCKER J M CO EQUITY 832696405 5146 116,947 SH SOLE 1 116,947
SMURFIT-STONE CONTAINER CORP EQUITY 832727101 935 66,000 SH DEFINED 2 66,000
SMURFIT-STONE CONTAINER CORP EQUITY 832727101 108 7,639 SH SOLE 1 7,639
SNAP ON INC EQUITY 833034101 8 213 SH DEFINED 2 213
SNAP ON INC EQUITY 833034101 1027 27,330 SH SOLE 1 27,330
SOHU COM INC EQUITY 83408W103 342 18,649 SH SOLE 1 18,649
SOLECTRON CORP EQUITY 834182107 12 3,372 SH DEFINED 2 3,372
SOLECTRON CORP EQUITY 834182107 3030 827,912 SH SOLE 1 827,912
SOMANETICS CORP EQUITY 834445405 314 9,800 SH DEFINED 2 9,800
SOMANETICS CORP EQUITY 834445405 244 7,639 SH SOLE 1 7,639
SONIC AUTOMOTIVE INC EQUITY 83545G102 492 22,065 SH SOLE 1 22,065
SONIC CORP EQUITY 835451105 40 1,343 SH SOLE 1 1,343
SONIC SOLUTIONS EQUITY 835460106 275 18,228 SH SOLE 1 18,228
SONICWALL INC EQUITY 835470105 318 40,143 SH SOLE 1 40,143
SONOCO PRODS CO EQUITY 835495102 5847 198,886 SH SOLE 1 198,886
SONOSITE INC EQUITY 83568G104 405 11,570 SH SOLE 1 11,570
SONUS NETWORKS INC EQUITY 835916107 693 186,337 SH SOLE 1 186,337
SOTHEBYS HLDGS INC EQUITY 835898107 2769 150,800 SH DEFINED 2 150,800
SOTHEBYS HLDGS INC EQUITY 835898107 2128 115,889 SH SOLE 1 115,889
SOUND FED BANCORP INC EQUITY 83607V104 160 8,367 SH SOLE 1 8,367
SOURCE INTERLINK COS INC EQUITY 836151209 276 24,779 SH SOLE 1 24,779
SOURCECORP EQUITY 836167106 282 11,763 SH SOLE 1 11,763
SOUTH FINL GROUP INC EQUITY 837841105 60 2,164 SH SOLE 1 2,164
SOUTH JERSEY INDS INC EQUITY 838518108 612 20,988 SH SOLE 1 20,988
SOUTHERN CO EQUITY 842587107 94 2,736 SH DEFINED 2 2,736
SOUTHERN CO EQUITY 842587107 11296 327,142 SH SOLE 1 327,142
SOUTHERN COPPER CORP EQUITY 84265V105 37 559 SH SOLE 1 559
SOUTHERN UN CO EQUITY 844030106 68 2,879 SH SOLE 1 2,879
SOUTHSIDE BANCSHARES INC EQUITY 84470P109 149 7,359 SH SOLE 1 7,359
SOUTHWEST AIRLS CO EQUITY 844741108 42 2,574 SH DEFINED 2 2,574
SOUTHWEST AIRLS CO EQUITY 844741108 5379 327,379 SH SOLE 1 327,379
SOUTHWEST BANCORP INC OKLA EQUITY 844767103 204 10,215 SH SOLE 1 10,215
SOUTHWEST GAS CORP EQUITY 844895102 746 28,254 SH SOLE 1 28,254
SOUTHWEST WTR CO EQUITY 845331107 221 15,427 SH SOLE 1 15,427
SOUTHWESTERN ENERGY CO EQUITY 845467109 11976 333,214 SH SOLE 1 333,214
SOVEREIGN BANCORP INC EQUITY 845905108 28 1,317 SH DEFINED 2 1,317
SOVEREIGN BANCORP INC EQUITY 845905108 4434 205,104 SH SOLE 1 205,104
SOVRAN SELF STORAGE INC EQUITY 84610H108 573 12,196 SH SOLE 1 12,196
SPANISH BROADCASTING SYS INC EQUITY 846425882 148 28,940 SH SOLE 1 28,940
SPARTAN STORES INC EQUITY 846822104 163 15,612 SH SOLE 1 15,612
SPARTECH CORP EQUITY 847220209 531 24,182 SH SOLE 1 24,182
SPATIALIGHT INC EQUITY 847248101 75 21,727 SH SOLE 1 21,727
SPDR TR UNIT SER 1 EQUITY 78462F103 486 3,900 SH DEFINED 2 3,900
SPDR TR UNIT SER 1 EQUITY 78462F103 51527 413,838 SH SOLE 1 413,838
SPECIALTY LABORATORIES INC EQUITY 84749R100 75 5,711 SH SOLE 1 5,711
SPECTRALINK CORP EQUITY 847580107 140 11,800 SH DEFINED 2 11,800
SPECTRALINK CORP EQUITY 847580107 171 14,379 SH SOLE 1 14,379
SPECTRUM BRANDS INC EQUITY 84762L105 17 855 SH SOLE 1 855
SPEEDWAY MOTORSPORTS INC EQUITY 847788106 401 11,553 SH SOLE 1 11,553
SPHERION CORP EQUITY 848420105 463 46,287 SH SOLE 1 46,287
SPIRIT FIN CORP EQUITY 848568309 576 50,775 SH SOLE 1 50,775
SPORTS AUTH INC EQUITY 84917U109 605 19,426 SH SOLE 1 19,426
SPRINT NEXTEL CORP EQUITY 852061100 23924 1,024,144 SH DEFINED 2 1,024,144
SPRINT NEXTEL CORP EQUITY 852061100 64454 2,759,171 SH SOLE 1 2,759,171
SPSS INC EQUITY 78462K102 414 13,369 SH SOLE 1 13,369
SPX CORP EQUITY 784635104 6058 132,361 SH SOLE 1 132,361
SRA INTL INC EQUITY 78464R105 2265 74,166 SH SOLE 1 74,166
SSA GLOBAL TECHNOLOGIES INC EQUITY 78465P108 186 10,200 SH DEFINED 2 10,200
SSA GLOBAL TECHNOLOGIES INC EQUITY 78465P108 125 6,845 SH SOLE 1 6,845
ST JOE CO EQUITY 790148100 111 1,645 SH SOLE 1 1,645
ST JUDE MED INC EQUITY 790849103 68 1,353 SH DEFINED 2 1,353
ST JUDE MED INC EQUITY 790849103 30381 605,191 SH SOLE 1 605,191
ST MARY LD & EXPL CO EQUITY 792228108 434 11,800 SH DEFINED 2 11,800
ST MARY LD & EXPL CO EQUITY 792228108 1582 42,976 SH SOLE 1 42,976
ST PAUL TRAVELERS INC EQUITY 792860108 114 2,556 SH DEFINED 2 2,556
ST PAUL TRAVELERS INC EQUITY 792860108 92785 2,077,111 SH SOLE 1 2,077,111
STAGE STORES INC EQUITY 85254C305 614 20,605 SH SOLE 1 20,605
STAMPS COM INC EQUITY 852857200 2094 91,200 SH SOLE 3 91,200
STAMPS COM INC EQUITY 852857200 279 12,165 SH SOLE 1 12,165
STANCORP FINL GROUP INC EQUITY 852891100 5478 109,678 SH SOLE 1 109,678
STANDARD MICROSYSTEMS CORP EQUITY 853626109 449 15,652 SH SOLE 1 15,652
STANDARD MTR PRODS INC EQUITY 853666105 103 11,184 SH SOLE 1 11,184
STANDARD PAC CORP EQUITY 85375C101 72 1,960 SH SOLE 1 1,960
STANDARD REGISTER CO EQUITY 853887107 203 12,862 SH SOLE 1 12,862
STANDEX INTL CORP EQUITY 854231107 257 9,275 SH SOLE 1 9,275
STANLEY FURNITURE INC EQUITY 854305208 226 9,769 SH SOLE 1 9,769
STANLEY WKS EQUITY 854616109 1051 21,870 SH DEFINED 2 21,870
STANLEY WKS EQUITY 854616109 1676 34,881 SH SOLE 1 34,881
STAPLES INC EQUITY 855030102 61 2,700 SH DEFINED 2 2,700
STAPLES INC EQUITY 855030102 8009 352,680 SH SOLE 1 352,680
STAR SCIENTIFIC INC EQUITY 85517P101 64 27,057 SH SOLE 1 27,057
STARBUCKS CORP EQUITY 855244109 85 2,838 SH DEFINED 2 2,838
STARBUCKS CORP EQUITY 855244109 12362 411,936 SH SOLE 1 411,936
STARTEK INC EQUITY 85569C107 446 24,805 SH SOLE 1 24,805
STARWOOD HOTELS&RESORTS WRLD PAIRED CTF EQUITY 85590A203 1022 16,010 SH DEFINED 2 16,010
STARWOOD HOTELS&RESORTS WRLD PAIRED CTF EQUITY 85590A203 6488 101,604 SH SOLE 1 101,604
STATE AUTO FINL CORP EQUITY 855707105 383 10,513 SH SOLE 1 10,513
STATE BANCORP INC N.Y EQUITY 855716106 124 7,378 SH SOLE 1 7,378
STATE NATIONAL BANCSHARES IN EQUITY 857124101 9 348 SH SOLE 1 348
STATE STR CORP EQUITY 857477103 67 1,209 SH DEFINED 2 1,209
STATE STR CORP EQUITY 857477103 1231 22,200 SH SOLE 3 22,200
STATE STR CORP EQUITY 857477103 8001 144,313 SH SOLE 1 144,313
STATION CASINOS INC EQUITY 857689103 83 1,223 SH SOLE 1 1,223
STATS CHIPPAC LTD EQUITY 85771T104 297 43,742 SH SOLE 1 43,742
STEAK N SHAKE CO EQUITY 857873103 354 20,858 SH SOLE 1 20,858
STEEL DYNAMICS INC EQUITY 858119100 3772 106,229 SH SOLE 1 106,229
STEEL TECHNOLOGIES INC EQUITY 858147101 235 8,381 SH SOLE 1 8,381
STEELCASE INC EQUITY 858155203 27 1,677 SH SOLE 1 1,677
STEIN MART INC EQUITY 858375108 351 19,344 SH SOLE 1 19,344
STEINWAY MUSICAL INSTRS INC EQUITY 858495104 10512 412,079 SH SOLE 1 412,079
STELLENT INC EQUITY 85856W105 4916 495,100 SH SOLE 3 495,100
STELLENT INC EQUITY 85856W105 178 17,957 SH SOLE 1 17,957
STEMCELLS INC EQUITY 85857R105 162 46,931 SH SOLE 1 46,931
STEPAN CO EQUITY 858586100 106 3,958 SH SOLE 1 3,958
STEREOTAXIS INC EQUITY 85916J102 91 10,612 SH SOLE 1 10,612
STERICYCLE INC EQUITY 858912108 3556 60,400 SH DEFINED 2 60,400
STERICYCLE INC EQUITY 858912108 5197 88,256 SH SOLE 1 88,256
STERIS CORP EQUITY 859152100 4682 187,126 SH SOLE 1 187,126
STERLING BANCORP EQUITY 859158107 285 14,462 SH SOLE 1 14,462
STERLING BANCSHARES INC EQUITY 858907108 524 33,969 SH SOLE 1 33,969
STERLING FINL CORP EQUITY 859317109 380 19,191 SH SOLE 1 19,191
STERLING FINL CORP WASH EQUITY 859319105 649 25,964 SH SOLE 1 25,964
STEWART * & STEVENSON SVCS INC EQUITY 860342104 459 21,723 SH SOLE 1 21,723
STEWART ENTERPRISES INC EQUITY 860370105 432 79,810 SH SOLE 1 79,810
STEWART INFORMATION SVCS COR EQUITY 860372101 624 12,820 SH SOLE 1 12,820
STIFEL FINL CORP EQUITY 860630102 237 6,315 SH SOLE 1 6,315
STILLWATER MNG CO EQUITY 86074Q102 354 30,604 SH SOLE 1 30,604
STOLT OFFSHORE S A SP EQUITY 861567105 294 25,200 SH DEFINED 2 25,200
STONE ENERGY CORP EQUITY 861642106 818 17,975 SH SOLE 1 17,975
STRATAGENE CORP EQUITY 86269H107 56 5,563 SH SOLE 1 5,563
STRATASYS INC EQUITY 862685104 196 7,841 SH SOLE 1 7,841
STRATEGIC HOTEL CAP INC EQUITY 86272T106 640 31,111 SH SOLE 1 31,111
STRATTEC SEC CORP EQUITY 863111100 115 2,841 SH SOLE 1 2,841
STRAYER ED INC EQUITY 863236105 1030 10,994 SH SOLE 1 10,994
STRIDE RITE CORP EQUITY 863314100 369 27,186 SH SOLE 1 27,186
STRYKER CORP EQUITY 863667101 48 1,077 SH DEFINED 2 1,077
STRYKER CORP EQUITY 863667101 889 20,000 SH SOLE 4 20,000
STRYKER CORP EQUITY 863667101 7578 170,559 SH SOLE 1 170,559
STUDENT LN CORP EQUITY 863902102 17 83 SH SOLE 1 83
STURM RUGER & CO INC EQUITY 864159108 112 15,920 SH SOLE 1 15,920
SUFFOLK BANCORP EQUITY 864739107 270 7,981 SH SOLE 1 7,981
SUMMIT BANCSHARES INC TEX EQUITY 866011109 139 7,721 SH SOLE 1 7,721
SUMMIT FINANCIAL GROUP INC EQUITY 86606G101 88 3,842 SH SOLE 1 3,842
SUN BANCORP INC EQUITY 86663B102 167 8,455 SH SOLE 1 8,455
SUN COMMUNITIES INC EQUITY 866674104 382 12,170 SH SOLE 1 12,170
SUN HEALTHCARE GROUP INC EQUITY 866933401 4069 615,583 SH SOLE 3 615,583
SUN HYDRAULICS CORP EQUITY 866942105 98 5,044 SH SOLE 1 5,044
SUN LIFE FINL INC EQUITY 866796105 4056 101,200 SH DEFINED 1 0 101,200
SUN MICROSYSTEMS INC EQUITY 866810104 53 12,603 SH DEFINED 2 12,603
SUN MICROSYSTEMS INC EQUITY 866810104 7062 1,685,457 SH SOLE 1 1,685,457
SUNCOM WIRELESS HLDGS INC EQUITY 86722Q108 2015 727,400 SH SOLE 1 727,400
SUNOCO INC EQUITY 86764P109 40 504 SH DEFINED 2 504
SUNOCO INC EQUITY 86764P109 5880 75,013 SH SOLE 1 75,013
SUNPOWER CORP EQUITY 867652109 408 12,000 SH DEFINED 2 12,000
SUNPOWER CORP EQUITY 867652109 19 565 SH SOLE 1 565
SUNRISE SENIOR LIVING INC EQUITY 86768K106 838 24,855 SH SOLE 1 24,855
SUNSTONE HOTEL INVS INC EQUITY 867892101 2392 90,008 SH SOLE 1 90,008
SUNTERRA CORP EQUITY 86787D208 208 14,596 SH SOLE 1 14,596
SUNTRUST BKS INC EQUITY 867914103 97 1,335 SH DEFINED 2 1,335
SUNTRUST BKS INC EQUITY 867914103 11603 159,475 SH SOLE 1 159,475
SUPERGEN INC EQUITY 868059106 194 38,424 SH SOLE 1 38,424
SUPERIOR ENERGY SVCS INC EQUITY 868157108 1228 58,323 SH SOLE 1 58,323
SUPERIOR ESSEX INC EQUITY 86815V105 259 12,852 SH SOLE 1 12,852
SUPERIOR INDS INTL INC EQUITY 868168105 371 16,646 SH SOLE 1 16,646
SUPERIOR WELL SVCS INC EQUITY 86837X105 115 4,844 SH SOLE 1 4,844
SUPERTEX INC EQUITY 868532102 332 7,499 SH SOLE 1 7,499
SUPERVALU INC EQUITY 868536103 16 504 SH DEFINED 2 504
SUPERVALU INC EQUITY 868536103 2085 64,203 SH SOLE 1 64,203
SUPPORTSOFT INC EQUITY 868587106 136 32,277 SH SOLE 1 32,277
SUREWEST COMMUNICATIONS EQUITY 868733106 289 10,954 SH SOLE 1 10,954
SURMODICS INC EQUITY 868873100 420 11,343 SH SOLE 1 11,343
SUSQUEHANNA BANCSHARES INC P EQUITY 869099101 829 35,027 SH SOLE 1 35,027
SVB FINL GROUP EQUITY 78486Q101 4531 96,743 SH SOLE 1 96,743
SWIFT ENERGY CO EQUITY 870738101 959 21,269 SH SOLE 1 21,269
SWIFT TRANSN CO EQUITY 870756103 2127 104,755 SH SOLE 1 104,755
SWS GROUP INC EQUITY 78503N107 2483 118,600 SH SOLE 3 118,600
SWS GROUP INC EQUITY 78503N107 241 11,531 SH SOLE 1 11,531
SYBASE INC EQUITY 871130100 3994 182,700 SH SOLE 1 182,700
SYBRON DENTAL SPECIALTIES IN EQUITY 871142105 1198 30,101 SH SOLE 1 30,101
SYCAMORE NETWORKS INC EQUITY 871206108 572 132,505 SH SOLE 1 132,505
SYKES ENTERPRISES INC EQUITY 871237103 258 19,334 SH SOLE 1 19,334
SYMANTEC CORP EQUITY 871503108 14346 819,793 SH DEFINED 2 819,793
SYMANTEC CORP EQUITY 871503108 9665 552,292 SH SOLE 1 552,292
SYMBION INC DEL EQUITY 871507109 299 13,006 SH SOLE 1 13,006
SYMBOL TECHNOLOGIES INC EQUITY 871508107 12 927 SH DEFINED 2 927
SYMBOL TECHNOLOGIES INC EQUITY 871508107 1491 116,275 SH SOLE 1 116,275
SYMMETRICOM INC EQUITY 871543104 293 34,624 SH SOLE 1 34,624
SYMMETRY MED INC EQUITY 871546206 121 6,253 SH SOLE 1 6,253
SYMS CORP EQUITY 871551107 70 4,879 SH SOLE 1 4,879
SYMYX TECHNOLOGIES EQUITY 87155S108 668 24,483 SH SOLE 1 24,483
SYNAPTICS INC EQUITY 87157D109 408 16,487 SH SOLE 1 16,487
SYNERON MEDICAL LTD EQUITY M87245102 635 20,000 SH DEFINED 2 20,000
SYNIVERSE HLDGS INC EQUITY 87163F106 347 16,600 SH DEFINED 2 16,600
SYNIVERSE HLDGS INC EQUITY 87163F106 276 13,210 SH SOLE 1 13,210
SYNNEX CORP EQUITY 87162W100 98 6,486 SH SOLE 1 6,486
SYNOPSYS INC EQUITY 871607107 5885 293,386 SH SOLE 1 293,386
SYNOVUS FINL CORP EQUITY 87161C105 31 1,152 SH DEFINED 2 1,152
SYNOVUS FINL CORP EQUITY 87161C105 13217 489,325 SH SOLE 1 489,325
SYNTEL INC EQUITY 87162H103 142 6,800 SH DEFINED 2 6,800
SYNTEL INC EQUITY 87162H103 122 5,877 SH SOLE 1 5,877
SYNTROLEUM CORP EQUITY 871630109 265 29,321 SH SOLE 1 29,321
SYPRIS SOLUTIONS INC EQUITY 871655106 67 6,675 SH SOLE 1 6,675
SYSCO CORP EQUITY 871829107 5838 188,021 SH DEFINED 2 188,021
SYSCO CORP EQUITY 871829107 9495 305,808 SH SOLE 1 305,808
SYSTEMAX INC EQUITY 871851101 45 7,217 SH SOLE 1 7,217
TAIWAN SEMICONDUCTOR MFG LTD EQUITY 874039100 15733 1,587,600 SH DEFINED 2 1,587,600
TAKE-TWO INTERACTIVE SOFTWAR EQUITY 874054109 1940 109,600 SH DEFINED 2 109,600
TAKE-TWO INTERACTIVE SOFTWAR EQUITY 874054109 28 1,610 SH SOLE 1 1,610
TAL INTL GROUP INC EQUITY 874083108 17 827 SH SOLE 1 827
TALBOTS INC EQUITY 874161102 479 17,201 SH SOLE 1 17,201
TALEO CORP EQUITY 87424N104 7 522 SH SOLE 1 522
TALISMAN ENERGY INC EQUITY 87425E103 8015 151,700 SH DEFINED 1 0 151,700
TALK AMERICA * HLDGS INC EQUITY 87426R202 193 22,410 SH SOLE 1 22,410
TALX CORP EQUITY 874918105 384 8,400 SH DEFINED 2 8,400
TALX CORP EQUITY 874918105 653 14,276 SH SOLE 1 14,276
TANGER FACTORY OUTLET CTRS I EQUITY 875465106 602 20,954 SH SOLE 1 20,954
TANOX INC EQUITY 87588Q109 301 18,373 SH SOLE 1 18,373
TARGET CORP EQUITY 87612E106 178 3,246 SH DEFINED 2 3,246
TARGET CORP EQUITY 87612E106 38844 706,640 SH SOLE 1 706,640
TARRAGON CORP EQUITY 876287103 167 8,084 SH SOLE 1 8,084
TASER INTL INC EQUITY 87651B104 319 45,880 SH SOLE 1 45,880
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TAYLOR CAP GROUP INC EQUITY 876851106 137 3,385 SH SOLE 1 3,385
TCF FINL CORP EQUITY 872275102 6190 228,068 SH SOLE 1 228,068
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TECH DATA CORP EQUITY 878237106 4488 113,311 SH SOLE 1 113,311
TECHNE CORP EQUITY 878377100 2033 36,200 SH DEFINED 2 36,200
TECHNE CORP EQUITY 878377100 4519 80,583 SH SOLE 1 80,583
TECHNICAL OLYMPIC USA INC EQUITY 878483106 251 11,882 SH SOLE 1 11,882
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TECHNOLOGY INVT CAP CORP EQUITY 878717305 151 10,003 SH SOLE 1 10,003
TECO ENERGY INC EQUITY 872375100 13 768 SH DEFINED 2 768
TECO ENERGY INC EQUITY 872375100 1685 98,075 SH SOLE 1 98,075
TECUMSEH PRODS CO EQUITY 878895200 1123 48,918 SH SOLE 1 48,918
TEJON RANCH CO DEL EQUITY 879080109 260 6,525 SH SOLE 1 6,525
TEKELEC EQUITY 879101103 5485 394,600 SH DEFINED 2 394,600
TEKELEC EQUITY 879101103 590 42,428 SH SOLE 1 42,428
TEKTRONIX INC EQUITY 879131100 9 309 SH DEFINED 2 309
TEKTRONIX INC EQUITY 879131100 1104 39,152 SH SOLE 1 39,152
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TELEFLEX INC EQUITY 879369106 5277 81,202 SH SOLE 1 81,202
TELEFONOS DE MEXICO S A SPON EQUITY 879403780 4685 189,840 SH SOLE 1 189,840
TELEPHONE & DATA SYS INC EQUITY 879433100 7587 210,574 SH SOLE 1 210,574
TELETECH HOLDINGS INC EQUITY 879939106 323 26,770 SH SOLE 1 26,770
TELEWEST GLOBAL INC EQUITY 87956T107 1012 42,486 SH SOLE 1 42,486
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TELIK INC EQUITY 87959M109 663 39,013 SH SOLE 1 39,013
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TELLABS INC EQUITY 879664100 4091 375,325 SH SOLE 3 361,762 3,563
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TEMPLE INLAND INC EQUITY 879868107 2371 52,856 SH SOLE 1 52,856
TEMPUR PEDIC INTL INC EQUITY 88023U101 10 900 SH SOLE 1 900
TENARIS S A EQUITY 88031M109 4759 41,562 SH SOLE 1 41,562
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TENET HEALTHCARE * THCARE CORP EQUITY 88033G100 2260 295,082 SH SOLE 1 295,082
TENNANT CO EQUITY 880345103 308 5,916 SH SOLE 1 5,916
TENNECO INC EQUITY 880349105 642 32,739 SH SOLE 1 32,739
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TERAYON COMMUNICATION SYS EQUITY 880775101 136 58,962 SH SOLE 1 58,962
TERCICA INC EQUITY 88078L105 60 8,345 SH SOLE 1 8,345
TEREX CORP EQUITY 880779103 88 1,487 SH SOLE 1 1,487
TERRA INDS INC EQUITY 880915103 6105 1,090,121 SH SOLE 1 1,090,121
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TESSERA TECHNOLOGIES INC EQUITY 88164L100 305 11,800 SH DEFINED 2 11,800
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TETRA TECHNOLOGIES INC DEL EQUITY 88162F105 777 25,461 SH SOLE 1 25,461
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TEVA PHARMACEUTICAL INDS LTD EQUITY 881624209 4288 99,700 SH SOLE 3 95,900 3,800
TEVA PHARMACEUTICAL INDS LTD EQUITY 881624209 1315 30,580 SH SOLE 1 30,580
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TEXAS ROADHOUSE INC EQUITY 882681109 2043 131,400 SH DEFINED 2 131,400
TEXAS ROADHOUSE INC EQUITY 882681109 1218 78,300 SH SOLE 3 78,300
TEXAS ROADHOUSE INC EQUITY 882681109 492 31,615 SH SOLE 1 31,615
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TEXTRON INC EQUITY 883203101 4751 61,720 SH SOLE 1 61,720
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THERMO ELECTRON CORP EQUITY 883556102 2283 75,767 SH SOLE 1 75,767
THERMOGENESIS CORP EQUITY 883623209 166 34,424 SH SOLE 1 34,424
THOMAS & BETTS CORP EQUITY 884315102 4454 106,150 SH SOLE 1 106,150
THOR INDS INC EQUITY 885160101 3781 94,358 SH SOLE 1 94,358
THORATEC CORP EQUITY 885175307 1293 62,500 SH SOLE 3 62,500
THORATEC CORP EQUITY 885175307 750 36,246 SH SOLE 1 36,246
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THQ INC EQUITY 872443403 1111 46,595 SH SOLE 1 46,595
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TIERONE CORP EQUITY 88650R108 401 13,621 SH SOLE 1 13,621
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TIMBERLAND CO EQUITY 887100105 3590 110,299 SH SOLE 1 110,299
TIME WARNER INC EQUITY 887317105 300 17,211 SH DEFINED 2 17,211
TIME WARNER INC EQUITY 887317105 84820 4,863,532 SH SOLE 1 4,863,532
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TODCO EQUITY 88889T107 1353 35,561 SH SOLE 1 35,561
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TORO CO EQUITY 891092108 42 963 SH SOLE 1 963
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VIACOM INC EQUITY 925524308 34578 1,060,671 SH SOLE 1 1,060,671
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VICOR CORP EQUITY 925815102 228 14,396 SH SOLE 1 14,396
VIGNETTE CORP EQUITY 926734401 356 21,846 SH SOLE 1 21,846
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VIROPHARMA INC EQUITY 928241108 345 18,600 SH DEFINED 2 18,600
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