13F-HR 1 march.txt UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 13F FORM 13F COVER PAGE Report for the Calendar Year or Quarter Ended: March 31, 2004 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: David L. Babson & Company Inc. Address: One Memorial Drive Cambridge, MA 02142-1300 13F File Number 0028-00060 The institutional manger filing this report and the person by whom it is signed hereby 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: Sandra L. Doyle Title: Compliance Officer Phone: (617) 761-3815 Signature, Place and Date of Signing: /s/Sandra L. Doyle Cambridge, MA May 14, 2004 Report Type (Check only one.): [X] 13F HOLDINGS REPORT. [ ] 13F NOTICE. [ ] 13F COMBINATION REPORT. List of Other Managers Reporting for this Manager: 0 FORM 13F SUMMARY PAGE Report Summary: Number of Other Included Mangers: 0 Form 13F Information Entry Total: 2255 Form 13F Information Table Value Total: 7817155 List of Other Included Mangers: VALUE SHARES/ SH/ PUT/ INVSTMT -----VOTING AUTHORITY----- NAME OF ISSUER -TITLE OF CLASS- --CUSIP-- (x$1000) PRN AMT PRN CALL DSCRETN -MANAGERS- SOLE SHARED NONE ______________ ______________ _____ ________ _______ ___ ____ _______ _____ D AAON INC COM 000360206 0 0 SH SOLE 0 0 0 D AAR CORP COM 000361105 63 5101 SH SOLE 5101 0 0 D ADC TELECOMMUNICATIONS COM 000886101 302 104200 SH SOLE 104200 0 0 D ADE CORP/MASS COM 00089C107 7828 398400 SH SOLE 398400 0 0 D ADE CORP/MASS COM 00089C107 151 7700 SH SOLE 0 0 7700 D ABM INDUSTRIES INC COM 000957100 6882 383400 SH SOLE 0 0 383400 D AFLAC INC COM 001055102 29362 731500 SH SOLE 731500 0 0 D AFLAC INC COM 001055102 13541 337355 SH SOLE 0 0 337355 D AGL RESOURCES INC COM 001204106 58 2000 SH SOLE 2000 0 0 D AES CORP COM 00130H105 366 42900 SH SOLE 42900 0 0 D AMB PROPERTY CORP COM 00163T109 100 2700 SH SOLE 2700 0 0 D AMR CORP COM 001765106 181 14200 SH SOLE 14200 0 0 D AT&T CORP COM 001957505 2830 144594 SH SOLE 144594 0 0 D AT&T CORP COM 001957505 15 756 SH SOLE 0 0 756 D A T & T WIRELESS SERVICES COM 00209A106 711 52236 SH SOLE 52236 0 0 D A T & T WIRELESS SERVICES COM 00209A106 17 1217 SH SOLE 0 0 1217 D AZZ INCORPORATED COM 002474104 11801 710900 SH SOLE 710900 0 0 D AZZ INCORPORATED COM 002474104 91 5500 SH SOLE 0 0 5500 D ABBOTT LABS COM 002824100 9626 234219 SH SOLE 234219 0 0 D ABBOTT LABS COM 002824100 22164 539270 SH SOLE 0 0 539270 D ABERCROMBIE & FITCH CO CL A COM 002896207 169 5000 SH SOLE 5000 0 0 D ACADIA REALTY TRUST COM 004239109 389 27600 SH SOLE 27600 0 0 D ACCREDITED HOME LENDERS COM 00437P107 229 5800 SH SOLE 5800 0 0 D ACETO CORP COM 004446100 648 41227 SH SOLE 0 0 41227 D ACTIVISION INC COM 004930202 140 8850 SH SOLE 8850 0 0 D ACTION PERFORMANCE COS INC COM 004933107 748 49000 SH SOLE 0 0 49000 D ACTEL CORP COM 004934105 26624 1176500 SH SOLE 1176500 0 0 D ACTEL CORP COM 004934105 186 8200 SH SOLE 0 0 8200 D ACTUANT CORP CL A COM 00508X203 20231 515700 SH SOLE 515700 0 0 D ACUITY BRANDS INC COM 00508Y102 337 14100 SH SOLE 14100 0 0 D ACXIOM CORP COM 005125109 20 900 SH SOLE 900 0 0 D ADOBE SYSTEMS COM 00724F101 2650 67200 SH SOLE 67200 0 0 D ADTRAN INC COM 00738A106 9 300 SH SOLE 300 0 0 D ADVANCE AUTO PARTS COM 00751Y106 16 400 SH SOLE 400 0 0 D ADVANCED MARKETING SVCS INC COM 00753T105 1481 149600 SH SOLE 0 0 149600 D ADVO INC COM 007585102 40322 1251453 SH SOLE 1251453 0 0 D ADVO INC COM 007585102 1576 48913 SH SOLE 0 0 48913 D ADVISORY BOARD CO COM 00762W107 2555 69900 SH SOLE 69900 0 0 D AEROFLEX INC COM 007768104 6091 452550 SH SOLE 452550 0 0 D AEROFLEX INC COM 007768104 1050 78000 SH SOLE 0 0 78000 D ADVANCED MICRO DEV COM 007903107 623 38400 SH SOLE 38400 0 0 D ADVANCED ENERGY INDS INC COM 007973100 100 4900 SH SOLE 4900 0 0 D AETNA INC COM 00817Y108 1947 21700 SH SOLE 21700 0 0 D AFFILIATED COMPUTER SVCS CL A COM 008190100 61 1170 SH SOLE 1170 0 0 D AFFYMETRIX INC COM 00826T108 34 1000 SH SOLE 1000 0 0 D AFTERMARKET TECHNOLOGY CORP. COM 008318107 119 8100 SH SOLE 8100 0 0 D AFTERMARKET TECHNOLOGY CORP. COM 008318107 1278 87000 SH SOLE 0 0 87000 D AGERE SYS INC CL A COM 00845V100 0 1 SH SOLE 1 0 0 D AGERE SYS INC CL A COM 00845V100 0 21 SH SOLE 0 0 21 D AGERE SYS INC CL B COM 00845V209 34 11025 SH SOLE 11025 0 0 D AGERE SYS INC CL B COM 00845V209 2 531 SH SOLE 0 0 531 D AGILENT TECHNOLOGIES INC. COM 00846U101 3142 99346 SH SOLE 99346 0 0 D AGILENT TECHNOLOGIES INC. COM 00846U101 68 2143 SH SOLE 0 0 2143 D AIR METHODS CORP COM 009128307 216 24000 SH SOLE 0 0 24000 D AIR PRODUCTS & CHEMICALS COM 009158106 6399 127679 SH SOLE 127679 0 0 D AIR PRODUCTS & CHEMICALS COM 009158106 11732 234081 SH SOLE 0 0 234081 D AIRGAS INC. COM 009363102 45 2100 SH SOLE 2100 0 0 D ALBANY BANK & TRUST CO NA CHICACOM 012077103 16 80 SH SOLE 80 0 0 D ALBERTO CULVER COM 013068101 11968 272810 SH SOLE 272810 0 0 D ALBERTO CULVER COM 013068101 1704 38850 SH SOLE 0 0 38850 D ALBERTSONS COM 013104104 1096 49501 SH SOLE 49501 0 0 D ALCOA COM 013817101 4437 127890 SH SOLE 127890 0 0 D ALEXANDER & BALDWIN COM 014482103 8417 254448 SH SOLE 254448 0 0 D ALEXANDERS INC COM 014752109 80 500 SH SOLE 500 0 0 D ALIGN TECHNOLOGY INC COM 016255101 93 4900 SH SOLE 4900 0 0 D ALLEN ORGAN CO CLASS B COM 017753104 134 2800 SH SOLE 0 0 2800 D ALLERGAN INC COM 018490102 202 2400 SH SOLE 2400 0 0 D ALLETE INC COM 018522102 112 3200 SH SOLE 3200 0 0 D ALLIANCE CAPITAL MGMT HLD LP COM 01855A101 552 15000 SH SOLE 15000 0 0 D ALLIANCE DATA SYSTEMS CORP COM 018581108 7 200 SH SOLE 200 0 0 D ALLIANT ENERGY CORP COM 018802108 222 8500 SH SOLE 8500 0 0 D ALLIANT TECHSYSTEM COM 018804104 305 5600 SH SOLE 5600 0 0 D ALLIED CAP CORP NEW COM 01903Q108 139 4600 SH SOLE 4600 0 0 D ALLIED FENSE GROUP INC COM 019118108 5891 305700 SH SOLE 0 0 305700 D ALLIED WASTE INDUSTRIES INC COM 019589308 606 45500 SH SOLE 45500 0 0 D ALLMERICA FINANCIAL CORP. COM 019754100 280 8100 SH SOLE 8100 0 0 D ALLOU HEALTH CARE INC CL A COM 019782101 0 17000 SH SOLE 0 0 17000 D ALLSTATE CORP COM 020002101 44824 986020 SH SOLE 986020 0 0 D ALLSTATE CORP COM 020002101 8917 196150 SH SOLE 0 0 196150 D ALLTEL CORP COM 020039103 1623 32530 SH SOLE 32530 0 0 D ALLTEL CORP COM 020039103 71 1423 SH SOLE 0 0 1423 D ALLSTREAM INC - VOTING SHARES COM 02004C105 2 31 SH SOLE 0 0 31 D ALLSTREAM INC - LTD VOTING COM 02004C204 97 1719 SH SOLE 0 0 1719 D ALPHARMA INC COM 020813101 12 600 SH SOLE 600 0 0 D ALTERA COM 021441100 1297 63430 SH SOLE 63430 0 0 D ALTRIA GROUP INC COM 02209S103 14198 260757 SH SOLE 260757 0 0 D ALTRIA GROUP INC COM 02209S103 4704 86400 SH SOLE 0 0 86400 D AMAZON COM INC COM 023135106 69 1595 SH SOLE 1595 0 0 D AMBAC COM 023139108 8420 114125 SH SOLE 114125 0 0 D AMBASSADORS GROUP INC COM 023177108 10498 424500 SH SOLE 424500 0 0 D AMBASSADORS GROUP INC COM 023177108 195 7900 SH SOLE 0 0 7900 D AMBASSADORS INTERNATIONL INC COM 023178106 350 26800 SH SOLE 0 0 26800 D AMCOL INTERNATIONAL CORP COM 02341W103 92 5300 SH SOLE 5300 0 0 D AMCOL INTERNATIONAL CORP COM 02341W103 1344 77000 SH SOLE 0 0 77000 D AMERADA HESS COM 023551104 829 12700 SH SOLE 12700 0 0 D AMERADA HESS COM 023551104 33 500 SH SOLE 0 0 500 D AMERCO COM 023586100 1064 45000 SH SOLE 0 0 45000 D AMEREN CORP COM 023608102 572 12400 SH SOLE 12400 0 0 D AMEREN CORP COM 023608102 26 566 SH SOLE 0 0 566 D AMERICA WEST HLDG CORP COM 023657208 0 10 SH SOLE 10 0 0 D AMERICAN AXLE & MFG HLDGS IN COM 024061103 22 600 SH SOLE 600 0 0 D AMERICAN BILTRITE INC COM 024591109 80 7300 SH SOLE 0 0 7300 D AMERICAN CAPITAL STRATEGIES COM 024937104 492 14800 SH SOLE 14800 0 0 D AMERICAN ELECTRIC POWER COM 025537101 1857 56400 SH SOLE 56400 0 0 D AMERICAN ELECTRIC POWER COM 025537101 24 720 SH SOLE 0 0 720 D AMERICAN EQUITY INVT LIFE HL COM 025676206 1195 93000 SH SOLE 0 0 93000 D AMERICAN EXPRESS COM 025816109 52712 1016628 SH SOLE 1016628 0 0 D AMERICAN EXPRESS COM 025816109 26021 501848 SH SOLE 0 0 501848 D AMERICAN FINANCIAL GRP HLDGS COM 025932104 36 1200 SH SOLE 1200 0 0 D AMERICAN GREETINGS A COM 026375105 198 8700 SH SOLE 8700 0 0 D AMERICAN HOME MORTGAGE INVESTMECOM 02660R107 1958 68000 SH SOLE 0 0 68000 D AMERICAN HOMESTAR CORP SERIES CCOM 026651MP1 0 38884 SH SOLE 0 0 38884 D AMERICAN INTERNATIONAL GROUP COM 026874107 95023 1331787 SH SOLE 1331787 0 0 D AMERICAN INTERNATIONAL GROUP COM 026874107 46463 651204 SH SOLE 0 0 651204 D AMERICAN NATL INS CO COM 028591105 27 300 SH SOLE 300 0 0 D AMERICAN PACIFIC CORP COM 028740108 145 18200 SH SOLE 0 0 18200 D AMERICAN PHARMACEUTICAL PARTNERCOM 02886P109 5 100 SH SOLE 100 0 0 D AMERICAN POWER CONVERSION COM 029066107 571 24800 SH SOLE 24800 0 0 D AMERICAN SHARED HOSPITAL SERVICCOM 029595105 68 10000 SH SOLE 0 0 10000 D AMERICAN STD COS INC COM 029712106 887 7800 SH SOLE 7800 0 0 D AMERICAN STS WTR CO COM 029899101 1000 41000 SH SOLE 0 0 41000 D AMERICAN TOWER CORP CL A COM 029912201 8 700 SH SOLE 700 0 0 D AMERICREDIT CORP COM 03060R101 87 5100 SH SOLE 5100 0 0 D AMERICA'S CAR-MART INC COM 03062T105 620 23000 SH SOLE 0 0 23000 D AMERISTAR CASINOS INC COM 03070Q101 138 4100 SH SOLE 4100 0 0 D AMERISOURCEBERGEN CORP COM 03073E105 923 16874 SH SOLE 16874 0 0 D AMERITRADE HOLDING CORP COM 03074K100 28 1800 SH SOLE 1800 0 0 D AMETEK INC NEW COM 031100100 128 5000 SH SOLE 5000 0 0 D AMGEN COM 031162100 13604 233864 SH SOLE 233864 0 0 D AMGEN COM 031162100 20050 344675 SH SOLE 0 0 344675 D AMKOR TECHNOLOGY INC COM 031652100 10 700 SH SOLE 700 0 0 D AMPHENOL CORP NEW CL A COM 032095101 36 1200 SH SOLE 1200 0 0 D AMSOUTH BANCORP COM 032165102 1164 49500 SH SOLE 49500 0 0 D AMSOUTH BANCORP COM 032165102 563 23950 SH SOLE 0 0 23950 D ANADARKO PETROLEUM COM 032511107 1753 33805 SH SOLE 33805 0 0 D ANADARKO PETROLEUM COM 032511107 68 1308 SH SOLE 0 0 1308 D ANALOG DEVICES COM 032654105 9017 187805 SH SOLE 187805 0 0 D ANALOG DEVICES COM 032654105 19504 406241 SH SOLE 0 0 406241 D ANAREN INC COM 032744104 175 11100 SH SOLE 11100 0 0 D ANAREN INC COM 032744104 789 50000 SH SOLE 0 0 50000 D ANDERSONS INC COM 034164103 346 18400 SH SOLE 0 0 18400 D ANDREW CORP COM 034425108 678 38726 SH SOLE 38726 0 0 D ANDREW CORP COM 034425108 18 1012 SH SOLE 0 0 1012 D ANDRX GROUP COM 034553107 264 9700 SH SOLE 9700 0 0 D ANHEUSER BUSCH COM 035229103 6568 128786 SH SOLE 128786 0 0 D ANHEUSER BUSCH COM 035229103 11206 219725 SH SOLE 0 0 219725 D ANNALY MORTGAGE MANAGEMENT COM 035710409 190 9700 SH SOLE 9700 0 0 D ANNTAYLOR STORES CORP COM 036115103 10281 240200 SH SOLE 240200 0 0 D ANNTAYLOR STORES CORP COM 036115103 1415 33050 SH SOLE 0 0 33050 D ANSOFT CORP COM 036384105 25094 1740200 SH SOLE 1740200 0 0 D ANSOFT CORP COM 036384105 185 12800 SH SOLE 0 0 12800 D ANTHEM INC COM 03674B104 1349 14879 SH SOLE 14879 0 0 D AON CORP COM 037389103 1280 45862 SH SOLE 45862 0 0 D APACHE COM 037411105 2262 52394 SH SOLE 52394 0 0 D APARTMENT INVT & MGMT CO COM 03748R101 354 11400 SH SOLE 11400 0 0 D APOLLO GROUP INC CL A COM 037604105 1983 23025 SH SOLE 23025 0 0 D UNIVERSITY OF PHOENIX ONLINE COM 037604204 9 100 SH SOLE 100 0 0 D APOGENT TECHNOLOGIES INC COM 03760A101 512 16700 SH SOLE 16700 0 0 D APPLE COMPUTER COM 037833100 56121 2074720 SH SOLE 2074720 0 0 D APPLE COMPUTER COM 037833100 11873 438930 SH SOLE 0 0 438930 D APPLEBEE'S INTL INC COM 037899101 21 500 SH SOLE 500 0 0 D APRIA HEALTHCARE GROUP INC COM 037933108 39 1300 SH SOLE 1300 0 0 D APPLERA CORP-APPLIED BIOSYSTEM COM 038020103 438 22153 SH SOLE 22153 0 0 D APPLICA INC COM 03815A106 674 60000 SH SOLE 0 0 60000 D APPLIED MATERIAL COM 038222105 4800 224500 SH SOLE 224500 0 0 D APPLIED MICRO CIRCUITS CORP COM 03822W109 202 35200 SH SOLE 35200 0 0 D APTARGROUP INC COM 038336103 73 1900 SH SOLE 1900 0 0 D AQUA AMERICA INC COM 03836W103 42 1952 SH SOLE 1952 0 0 D ARAMARK CORP CL B COM 038521100 11 400 SH SOLE 400 0 0 D ARBITRON INC COM 03875Q108 36953 917850 SH SOLE 917850 0 0 D ARCH COAL INC COM 039380100 3935 125350 SH SOLE 125350 0 0 D ARCHER-DANIELS-MIDLD COM 039483102 2571 152411 SH SOLE 152411 0 0 D ARCHSTONE-SMITH TRUST COM 039583109 118 4000 SH SOLE 4000 0 0 D ARDEN REALTY INC COM 039793104 71 2200 SH SOLE 2200 0 0 D ARKANSAS BEST CORP COM 040790107 4661 174001 SH SOLE 174001 0 0 D ARKANSAS BEST CORP COM 040790107 742 27700 SH SOLE 0 0 27700 D ARRIS GROUP INC COM 04269Q100 150 16300 SH SOLE 16300 0 0 D ARROW ELECTRONICS COM 042735100 140 5500 SH SOLE 5500 0 0 D ARTESYN TECHNOLOGIES INC COM 043127109 154 16200 SH SOLE 16200 0 0 D ARVAL HOLDINGS INC COM 043272103 0 25000 SH SOLE 25000 0 0 D ARVINMERITOR INC COM 043353101 48 2400 SH SOLE 2400 0 0 D ASBURY AUTOMOTIVE GROUP COM 043436104 106 6100 SH SOLE 6100 0 0 D ASCENTIAL SOFTWARE CORP COM 04362P207 2090 95350 SH SOLE 95350 0 0 D ASCENTIAL SOFTWARE CORP COM 04362P207 88 4000 SH SOLE 0 0 4000 D ASHLAND INC COM 044204105 753 16200 SH SOLE 16200 0 0 D ASHWORTH INC COM 04516H101 348 40000 SH SOLE 0 0 40000 D ASPECT COMMUNICATIONS CORP COM 04523Q102 563 35900 SH SOLE 35900 0 0 D ASPEN TECHNOLOGY INC COM 045327103 74 9000 SH SOLE 9000 0 0 D ASSET ACCEPTANCE CAPITAL CORP COM 04543P100 800 43000 SH SOLE 43000 0 0 D ASSOCIATED BANC CORP COM 045487105 112 2500 SH SOLE 2500 0 0 D ASTA FUNDING INC COM 046220109 2431 127600 SH SOLE 0 0 127600 D ASTORIA FINL CORP COM 046265104 1339 35200 SH SOLE 35200 0 0 D ASTRONICS CORP COM 046433108 113 21125 SH SOLE 0 0 21125 D ATMEL CORP COM 049513104 391 60100 SH SOLE 60100 0 0 D AUDIOVOX CORP CL A COM 050757103 1300 65000 SH SOLE 0 0 65000 D AUTODESK INC COM 052769106 3276 103600 SH SOLE 103600 0 0 D AUTOLIV INC COM 052800109 267 6500 SH SOLE 6500 0 0 D AUTOLIV INC COM 052800109 31 766 SH SOLE 0 0 766 D AUTOMATIC DATA PROCESSING COM 053015103 29728 707804 SH SOLE 707804 0 0 D AUTOMATIC DATA PROCESSING COM 053015103 24993 595080 SH SOLE 0 0 595080 D AUTONATION INC COM 05329W102 1812 106300 SH SOLE 106300 0 0 D AUTOZONE INC COM 053332102 3602 41900 SH SOLE 41900 0 0 D AVALONBAY COMMUNITIES INC COM 053484101 48 900 SH SOLE 900 0 0 D AVAYA INC COM 053499109 1255 79033 SH SOLE 79033 0 0 D AVAYA INC COM 053499109 2 142 SH SOLE 0 0 142 D AVERY DENNISON CORP COM 053611109 516 8300 SH SOLE 8300 0 0 D AVIALL INC COM 05366B102 1277 84000 SH SOLE 0 0 84000 D AVNET INC COM 053807103 140 5700 SH SOLE 5700 0 0 D AVOCENT CORP COM 053893103 26 700 SH SOLE 700 0 0 D AVON PRODUCTS COM 054303102 1183 15592 SH SOLE 15592 0 0 D AVON PRODUCTS COM 054303102 6 75 SH SOLE 0 0 75 D AXCELIS TECHNOLOGIES INC COM 054540109 151 13600 SH SOLE 13600 0 0 D BB&T CORP COM 054937107 1158 32816 SH SOLE 32816 0 0 D BCE INC COM 05534B109 14641 696197 SH SOLE 696197 0 0 D BCE INC COM 05534B109 3707 176290 SH SOLE 0 0 176290 D BISYS GROUP INC COM 055472104 199 11900 SH SOLE 11900 0 0 D BJ SERVICES CO COM 055482103 1051 24300 SH SOLE 24300 0 0 D BJ'S WHOLESALE CLUB INC. COM 05548J106 7544 296425 SH SOLE 296425 0 0 D BJ'S WHOLESALE CLUB INC. COM 05548J106 1028 40400 SH SOLE 0 0 40400 D BOK FINANCIAL CORP COM 05561Q201 245 5975 SH SOLE 5975 0 0 D BMC SOFTWARE INC COM 055921100 565 28900 SH SOLE 28900 0 0 D BADGER METER INC COM 056525108 317 8500 SH SOLE 0 0 8500 D BAKER MICHAEL CORP COM 057149106 276 21800 SH SOLE 0 0 21800 D BAKER HUGHES INC COM 057224107 1437 39400 SH SOLE 39400 0 0 D BALDOR ELECTRIC COM 057741100 16462 716350 SH SOLE 716350 0 0 D BALL CORP COM 058498106 759 11200 SH SOLE 11200 0 0 D BANCFIRST CORP COM 05945F103 3 50 SH SOLE 50 0 0 D BANCINSURANCE CORP COM 05945K102 100 12500 SH SOLE 0 0 12500 D BANCORPSOUTH INC COM 059692103 59 2700 SH SOLE 2700 0 0 D BANCORP BANK COM 05969F104 1701 94500 SH SOLE 94500 0 0 D BANK OF AMERICA CORP COM 060505104 54729 675830 SH SOLE 675830 0 0 D BANK OF AMERICA CORP COM 060505104 10018 123710 SH SOLE 0 0 123710 D BANK OF HAWAII CORP COM 062540109 236 5100 SH SOLE 5100 0 0 D BANK OF THE OZARKS INC. COM 063904106 2050 74400 SH SOLE 74400 0 0 D BANK OF THE OZARKS INC. COM 063904106 3689 133900 SH SOLE 0 0 133900 D BANK OF NEW YORK COM 064057102 475 15090 SH SOLE 15090 0 0 D BANK OF NEW YORK COM 064057102 423 13433 SH SOLE 0 0 13433 D BANK ONE CORP COM 06423A103 8795 161322 SH SOLE 161322 0 0 D BANK ONE CORP COM 06423A103 738 13543 SH SOLE 0 0 13543 D BANKNORTH GROUP INC COM 06646R107 1362 40000 SH SOLE 40000 0 0 D BANKNORTH GROUP INC COM 06646R107 7897 232000 SH SOLE 0 0 232000 D BANNER CORPORATION COM 06652V109 3059 104453 SH SOLE 104453 0 0 D BANNER CORPORATION COM 06652V109 542 18500 SH SOLE 0 0 18500 D BARD C.R. COM 067383109 625 6400 SH SOLE 6400 0 0 D BARNES & NOBLE INC COM 067774109 347 10640 SH SOLE 10640 0 0 D BARR PHARMACEUTICALS INC COM 068306109 21 450 SH SOLE 450 0 0 D BASSETT FURNITURE INDS COM 070203104 2016 101655 SH SOLE 101655 0 0 D BASSETT FURNITURE INDS COM 070203104 1315 66323 SH SOLE 0 0 66323 D BAUSCH & LOMB COM 071707103 474 7900 SH SOLE 7900 0 0 D BAXTER INTERNATIONAL INC COM 071813109 1424 46100 SH SOLE 46100 0 0 D BAXTER INTERNATIONAL INC COM 071813109 251 8132 SH SOLE 0 0 8132 D BEA SYSTEMS INC COM 073325102 37 2900 SH SOLE 2900 0 0 D BEAR STEARNS COS INC COM 073902108 3016 34400 SH SOLE 34400 0 0 D BEARINGPOINT INC COM 074002106 2 200 SH SOLE 200 0 0 D BECKMAN COULTER INC COM 075811109 136 2500 SH SOLE 2500 0 0 D BECTON DICKINSON & CO COM 075887109 1658 34200 SH SOLE 34200 0 0 D BED BATH & BEYOND INC COM 075896100 5673 135855 SH SOLE 135855 0 0 D BED BATH & BEYOND INC COM 075896100 9302 222750 SH SOLE 0 0 222750 D BEL FUSE INC CL A COM 077347201 1998 70600 SH SOLE 70600 0 0 D BEL FUSE INC CL B COM 077347300 11619 354900 SH SOLE 354900 0 0 D BEL FUSE INC CL B COM 077347300 157 4800 SH SOLE 0 0 4800 D BELL MICROPRODUCTS INC COM 078137106 305 42300 SH SOLE 0 0 42300 D BELLSOUTH CORP COM 079860102 7719 278781 SH SOLE 278781 0 0 D BELLSOUTH CORP COM 079860102 305 11028 SH SOLE 0 0 11028 D BELO CORPORATION CL A COM 080555105 72 2600 SH SOLE 2600 0 0 D BEMIS CO. COM 081437105 421 16200 SH SOLE 16200 0 0 D BENCHMARK ELECTRONICS COM 08160H101 6852 217660 SH SOLE 217660 0 0 D BENCHMARK ELECTRONICS COM 08160H101 888 28200 SH SOLE 0 0 28200 D BENIHANA INC CL A COM 082047200 414 23000 SH SOLE 0 0 23000 D BENTLEY PHARMACEUTICALS INC COM 082657107 0 10 SH SOLE 10 0 0 D BERKLEY (W R) CORP COM 084423102 514 12900 SH SOLE 12900 0 0 D BERKSHIRE HATHAWAY CL A COM 084670108 7371 79 SH SOLE 79 0 0 D BERKSHIRE HATHAWAY CL B COM 084670207 5572 1791 SH SOLE 1791 0 0 D BERKSHIRE HATHAWAY CL B COM 084670207 16597 5335 SH SOLE 0 0 5335 D BEST BUY COMPANY INC COM 086516101 9788 189250 SH SOLE 189250 0 0 D BIG 5 SPORTING GOODS CORP COM 08915P101 13963 553000 SH SOLE 553000 0 0 D BIG 5 SPORTING GOODS CORP COM 08915P101 167 6600 SH SOLE 0 0 6600 D BIG LOTS INC COM 089302103 328 22600 SH SOLE 22600 0 0 D BIO-RAD LABORATORIES CL A COM 090572207 6 100 SH SOLE 100 0 0 D BIO REFERENCE LABS COM 09057G602 2838 179500 SH SOLE 179500 0 0 D BIO REFERENCE LABS COM 09057G602 40 2500 SH SOLE 0 0 2500 D BIOMET INC. COM 090613100 6926 180550 SH SOLE 180550 0 0 D BIOMET INC. COM 090613100 1053 27450 SH SOLE 0 0 27450 D BIOGEN IDEC INC COM 09062X103 2323 41780 SH SOLE 41780 0 0 D BIOPURE CORP COM 09065H105 32 20000 SH SOLE 20000 0 0 D BLACK & DECKER COM 091797100 325 5700 SH SOLE 5700 0 0 D BLACK BOX CORP COM 091826107 64 1200 SH SOLE 1200 0 0 D BLACK HILLS CORP COM 092113109 3 100 SH SOLE 100 0 0 D BLOCK H & R INC COM 093671105 4021 78800 SH SOLE 78800 0 0 D BLOCKBUSTER INC CL A COM 093679108 18 1000 SH SOLE 1000 0 0 D BLUEGREEN CORP COM 096231105 855 66000 SH SOLE 0 0 66000 D BLYTH INC COM 09643P108 23 700 SH SOLE 700 0 0 D BOB EVANS FARMS COM 096761101 7 200 SH SOLE 200 0 0 D BOEING CO COM 097023105 5767 140420 SH SOLE 140420 0 0 D BOEING CO COM 097023105 100 2436 SH SOLE 0 0 2436 D BOISE CASCADE COM 097383103 457 13200 SH SOLE 13200 0 0 D BOMBARDIER INC CL B COM 097751200 4 800 SH SOLE 800 0 0 D BON TON STORES COM 09776J101 648 42000 SH SOLE 0 0 42000 D BOOKS-A-MILLION INC COM 098570104 269 42000 SH SOLE 0 0 42000 D BORDERS GROUP INC COM 099709107 147 6200 SH SOLE 6200 0 0 D BORG WARNER INC COM 099724106 161 1900 SH SOLE 1900 0 0 D BORLAND INTL INC COM 099849101 1657 182450 SH SOLE 182450 0 0 D BORLAND INTL INC COM 099849101 324 35700 SH SOLE 0 0 35700 D BOSTON COMMUNICATIONS GROUP COM 100582105 4548 383800 SH SOLE 383800 0 0 D BOSTON COMMUNICATIONS GROUP COM 100582105 604 50991 SH SOLE 0 0 50991 D BOSTON PRIVATE FINL HLDGS IN COM 101119105 18981 677900 SH SOLE 677900 0 0 D BOSTON PRIVATE FINL HLDGS IN COM 101119105 1949 69600 SH SOLE 0 0 69600 D BOSTON PROPERTIES INC COM 101121101 239 4400 SH SOLE 4400 0 0 D BOSTON SCIENTIFIC CORP COM 101137107 102 2400 SH SOLE 2400 0 0 D BOWATER INC COM 102183100 7 150 SH SOLE 150 0 0 D BOWL AMERICA INC CL A COM 102565108 193 13127 SH SOLE 0 0 13127 D BOWNE & CO INC COM 103043105 1443 84400 SH SOLE 84400 0 0 D BRANTLEY CAP CORP COM 105494108 100 8300 SH SOLE 0 0 8300 D BRIGGS & STRATTON COM 109043109 108 1600 SH SOLE 1600 0 0 D BRINKER INTERNATIONAL COM 109641100 27 700 SH SOLE 700 0 0 D BRISTOL-MYERS SQUIBB CO COM 110122108 40115 1655576 SH SOLE 1655576 0 0 D BRISTOL-MYERS SQUIBB CO COM 110122108 8450 348754 SH SOLE 0 0 348754 D BRISTOL WEST HOLDINGS INC COM 11037M105 1348 66100 SH SOLE 66100 0 0 D BROADCOM CORP CL A COM 111320107 1304 33295 SH SOLE 33295 0 0 D BROOKS AUTOMATION INC COM 114340102 52 2500 SH SOLE 2500 0 0 D BROOKSTONE COM 114537103 1032 37500 SH SOLE 0 0 37500 D BROOKTROUT INC COM 114580103 121 6100 SH SOLE 6100 0 0 D BROWN FORMAN B COM 115637209 605 12700 SH SOLE 12700 0 0 D BROWN TOM INC COM 115660201 188 5000 SH SOLE 5000 0 0 D BROWN SHOE INC COM 115736100 175 4800 SH SOLE 4800 0 0 D BRUNSWICK CORP COM 117043109 351 8600 SH SOLE 8600 0 0 D BUCA INC COM 117769109 269 43000 SH SOLE 0 0 43000 D BUCKEYE TECHNOLOGIES INC COM 118255108 746 72000 SH SOLE 0 0 72000 D BUILDING MATERIALS HLDG CORP COM 120113105 684 39000 SH SOLE 0 0 39000 D BURLINGTON NORTHERN SANTA FE COM 12189T104 2209 70136 SH SOLE 70136 0 0 D BURLINGTON NORTHERN SANTA FE COM 12189T104 9 296 SH SOLE 0 0 296 D BURLINGTON RESOURCES INC COM 122014103 515 8100 SH SOLE 8100 0 0 D CBL & ASSOCIATES PROPERTIES COM 124830100 55 900 SH SOLE 900 0 0 D CBRL GROUP INC COM 12489V106 48 1200 SH SOLE 1200 0 0 D C-COR.NET CORP COM 125010108 402 28700 SH SOLE 28700 0 0 D C D W CORP COM 12512N105 34 500 SH SOLE 500 0 0 D CH ROBINSON WORLDWIDE INC. COM 12541W100 14875 358425 SH SOLE 358425 0 0 D CIGNA CORP COM 125509109 3228 54700 SH SOLE 54700 0 0 D CIGNA CORP COM 125509109 354 6000 SH SOLE 0 0 6000 D C I T GROUP INC COM 125581108 388 10200 SH SOLE 10200 0 0 D C S S INDUSTRIES INC COM 125906107 1064 32000 SH SOLE 0 0 32000 D CSK AUTO CORP. COM 125965103 1539 85000 SH SOLE 0 0 85000 D CNF INC COM 12612W104 128 3800 SH SOLE 3800 0 0 D CPAC INC COM 126145101 71 12700 SH SOLE 0 0 12700 D CSX CORP. COM 126408103 923 30472 SH SOLE 30472 0 0 D CSX CORP. COM 126408103 9 300 SH SOLE 0 0 300 D CUNO INC COM 126583103 16769 373630 SH SOLE 373630 0 0 D CUNO INC COM 126583103 10744 239400 SH SOLE 0 0 239400 D CVS CORP COM 126650100 1930 54680 SH SOLE 54680 0 0 D CABLEVISION SYS-NY GROUP A COM 12686C109 9 400 SH SOLE 400 0 0 D CABOT CORPORATION COM 127055101 321 9800 SH SOLE 9800 0 0 D CABOT MICROELECTRONICS CORP COM 12709P103 93 2200 SH SOLE 2200 0 0 D CABOT MICROELECTRONICS CORP COM 12709P103 0 1 SH SOLE 0 0 1 D CADENCE DESIGN SYS COM 127387108 113 7700 SH SOLE 7700 0 0 D CAESARS ENTERTAINMENT INC COM 127687101 140 10700 SH SOLE 10700 0 0 D CAGLES INC CL A COM 127703106 81 9300 SH SOLE 0 0 9300 D CALIFORNIA AMPLIFIER INC COM 129900106 511 38200 SH SOLE 0 0 38200 D CALIFORNIA FIRST NATIONAL BANC COM 130222102 378 29000 SH SOLE 0 0 29000 D CALIFORNIA WATER SERVICE GROUP COM 130788102 1289 45554 SH SOLE 0 0 45554 D CALLON PETROLEUM CORP COM 13123X102 314 30000 SH SOLE 0 0 30000 D CAMCO FINANCIAL CORP COM 132618109 327 20000 SH SOLE 0 0 20000 D CAMDEN PROPERTY TRUST COM 133131102 49 1100 SH SOLE 1100 0 0 D CAMPBELL SOUP COM 134429109 1284 47100 SH SOLE 47100 0 0 D CANDELA CORP COM 136907102 89 6500 SH SOLE 6500 0 0 D CANTEL MEDICAL CORP COM 138098108 122 6800 SH SOLE 6800 0 0 D CAPITAL CORP OF THE WEST COM 140065103 4655 118961 SH SOLE 0 0 118961 D CAPITAL LEASE FUNDING INC COM 140288101 13 1000 SH SOLE 1000 0 0 D CAPITAL ONE FINANCIAL COM 14040H105 2881 38200 SH SOLE 38200 0 0 D CAPITAL SENIOR LIVING CORP COM 140475104 310 50000 SH SOLE 0 0 50000 D CAPITOL BANCORP LTD COM 14056D105 10 367 SH SOLE 367 0 0 D CARDINAL HEALTH INC COM 14149Y108 1555 22563 SH SOLE 22563 0 0 D CARDINAL HEALTH INC COM 14149Y108 76 1102 SH SOLE 0 0 1102 D CAREER EDUCATION CORP COM 141665109 40 700 SH SOLE 700 0 0 D CAREMARK RX INC COM 141705103 2022 60801 SH SOLE 60801 0 0 D CAREMARK RX INC COM 141705103 2 60 SH SOLE 0 0 60 D CARLISLE COMPANIES COM 142339100 44036 777327 SH SOLE 777327 0 0 D CARLISLE COMPANIES COM 142339100 2454 43325 SH SOLE 0 0 43325 D CARMAX INC COM 143130102 23 788 SH SOLE 788 0 0 D CARMIKE CINEMAS INC COM 143436400 6435 172665 SH SOLE 0 0 172665 D CARNIVAL CORP COM 143658300 3193 71100 SH SOLE 71100 0 0 D CARRAMERICA REALTY CORP COM 144418100 68 2000 SH SOLE 2000 0 0 D CARRIZO OIL & GAS INC COM 144577103 276 38000 SH SOLE 0 0 38000 D CASCADE CORP COM 147195101 646 31800 SH SOLE 0 0 31800 D CASCADE NATURAL GAS COM 147339105 630 28900 SH SOLE 0 0 28900 D CASH AMERICA INTERNATIONAL COM 14754D100 10880 472036 SH SOLE 472036 0 0 D CASH AMERICA INTERNATIONAL COM 14754D100 1563 67808 SH SOLE 0 0 67808 D CASUAL MALE RETAIL GROUP INC COM 148711104 6589 637225 SH SOLE 637225 0 0 D CASUAL MALE RETAIL GROUP INC COM 148711104 891 86200 SH SOLE 0 0 86200 D CATALINA MARKETING CORP COM 148867104 537 27700 SH SOLE 27700 0 0 D CATELLUS DEVELOPMENT CORP COM 149113102 14 549 SH SOLE 549 0 0 D CATERPILLAR COM 149123101 3926 49650 SH SOLE 49650 0 0 D CENDANT CORP COM 151313103 3568 146300 SH SOLE 146300 0 0 D CENTER FINANCIAL CORP COM 15146E102 691 43900 SH SOLE 43900 0 0 D CENTERPOINT PROPERTIES CORP COM 151895109 41 500 SH SOLE 500 0 0 D CENTERPOINT ENERGY INC COM 15189T107 1960 171500 SH SOLE 171500 0 0 D CENTEX CORP COM 152312104 1979 36600 SH SOLE 36600 0 0 D CENTRAL VT PUB SVC CORP COM 155771108 4990 221780 SH SOLE 221780 0 0 D CENTRAL VT PUB SVC CORP COM 155771108 3605 160200 SH SOLE 0 0 160200 D CENTURY ALUMINUM CO COM 156431108 147 5200 SH SOLE 5200 0 0 D CENTURYTEL INC COM 156700106 495 18000 SH SOLE 18000 0 0 D CEPHALON INC COM 156708109 17 300 SH SOLE 300 0 0 D CERES GROUP INC COM 156772105 650 92000 SH SOLE 0 0 92000 D CERIDIAN CORP COM 156779100 43 2200 SH SOLE 2200 0 0 D CERTEGY INC COM 156880106 200 5700 SH SOLE 5700 0 0 D CHALONE WINE GROUP LTD COM 157639105 270 30000 SH SOLE 0 0 30000 D CHARLES RIVER LABORTORIES COM 159864107 34 800 SH SOLE 800 0 0 D CHARTER ONE FINL INC COM 160903100 1226 34686 SH SOLE 34686 0 0 D CHARLOTTE RUSSE HLDG INC COM 161048103 1025 56000 SH SOLE 0 0 56000 D CHARMING SHOPPES COM 161133103 2370 304300 SH SOLE 304300 0 0 D CHARMING SHOPPES COM 161133103 386 49500 SH SOLE 0 0 49500 D CHARTER FINANCIAL CORP COM 16122M100 1205 30600 SH SOLE 30600 0 0 D CHECKFREE CORP COM 162813109 44 1500 SH SOLE 1500 0 0 D CHELSEA PROPERTY GROUP INC COM 163421100 359 5700 SH SOLE 5700 0 0 D CHESAPEAKE ENERGY CORP COM 165167107 224 16700 SH SOLE 16700 0 0 D CHESAPEAKE UTILITIES COM 165303108 402 15700 SH SOLE 0 0 15700 D CHESTERFIELD FINANCIAL CORP COM 166435107 577 22100 SH SOLE 22100 0 0 D CHEVRONTEXACO CORP COM 166764100 13968 159120 SH SOLE 159120 0 0 D CHEVRONTEXACO CORP COM 166764100 753 8580 SH SOLE 0 0 8580 D CHICAGO RIVET & MACH CO COM 168088102 83 2800 SH SOLE 0 0 2800 D CHICOS FAS INC COM 168615102 32 700 SH SOLE 700 0 0 D CHILDRENS PLACE COM 168905107 68 2200 SH SOLE 2200 0 0 D CHIQUITA BRANDS INTL INC COM 170032809 98 4700 SH SOLE 4700 0 0 D CHIRON CORP COM 170040109 937 21300 SH SOLE 21300 0 0 D CHIRON CORP COM 170040109 158 3600 SH SOLE 0 0 3600 D CHITTENDEN CORP COM 170228100 15773 477975 SH SOLE 477975 0 0 D CHITTENDEN CORP COM 170228100 14 420 SH SOLE 0 0 420 D CHOICEPOINT INC COM 170388102 2384 62699 SH SOLE 62699 0 0 D CHUBB COM 171232101 1953 28080 SH SOLE 28080 0 0 D CHUBB COM 171232101 973 13986 SH SOLE 0 0 13986 D CHURCH & DWIGHT INC COM 171340102 4 100 SH SOLE 100 0 0 D CINCINNATI FINANCIAL COM 172062101 863 19872 SH SOLE 19872 0 0 D CINERGY CORP COM 172474108 766 18729 SH SOLE 18729 0 0 D CIRCUIT CITY STORES - CIRCUIT COM 172737108 76 6700 SH SOLE 6700 0 0 D CIRCOR INTERNATIONAL INC COM 17273K109 904 40000 SH SOLE 0 0 40000 D CISCO SYSTEMS INC COM 17275R102 21348 907635 SH SOLE 907635 0 0 D CISCO SYSTEMS INC COM 17275R102 4073 173171 SH SOLE 0 0 173171 D CITADEL BROADCASTING CORP COM 17285T106 2427 139100 SH SOLE 139100 0 0 D CINTAS CORP COM 172908105 39 900 SH SOLE 900 0 0 D CITIGROUP INC COM 172967101 113883 2202769 SH SOLE 2202769 0 0 D CITIGROUP INC COM 172967101 35787 692210 SH SOLE 0 0 692210 D CITIGROUP INC LITIGATION WTS COM 172967127 1 630 SH SOLE 630 0 0 D CITIZENS COMMUNICATIONS CO. COM 17453B101 384 29657 SH SOLE 29657 0 0 D CITIZENS SOUTH BANKING CORP COM 176682102 970 71400 SH SOLE 71400 0 0 D CITIZENS SOUTH BANKING CORP COM 176682102 312 23000 SH SOLE 0 0 23000 D CITRIX SYSTEMS INC COM 177376100 450 20800 SH SOLE 20800 0 0 D CITY NATL CORP COM 178566105 198 3300 SH SOLE 3300 0 0 D CLAIRE'S STORES INC COM 179584107 217 10400 SH SOLE 10400 0 0 D CLARCOR COM 179895107 11 250 SH SOLE 250 0 0 D CLARCOR COM 179895107 149 3375 SH SOLE 0 0 3375 D CLEAR CHANNEL COMMUNICATION COM 184502102 5379 127023 SH SOLE 127023 0 0 D CLEAR CHANNEL COMMUNICATION COM 184502102 7961 187975 SH SOLE 0 0 187975 D CLOROX CO COM 189054109 1296 26500 SH SOLE 26500 0 0 D CLOROX CO COM 189054109 660 13500 SH SOLE 0 0 13500 D COACH INC COM 189754104 49 1200 SH SOLE 1200 0 0 D COBIZ INC COM 190897108 1772 86732 SH SOLE 0 0 86732 D COBRA ELECTRONICS CORP COM 191042100 130 16000 SH SOLE 0 0 16000 D COCA COLA COM 191216100 12470 247921 SH SOLE 247921 0 0 D COCA COLA COM 191216100 3442 68421 SH SOLE 0 0 68421 D COCA COLA ENTERPRISES INC COM 191219104 1426 59000 SH SOLE 59000 0 0 D COGNEX CORP COM 192422103 32828 987300 SH SOLE 987300 0 0 D COGNIZANT TECH SOLUTIONS COM 192446102 14 300 SH SOLE 300 0 0 D COHERENT INC COM 192479103 37383 1421945 SH SOLE 1421945 0 0 D COLDWATER CREEK INC COM 193068103 16448 771500 SH SOLE 771500 0 0 D COLE NATIONAL CORP CL A COM 193290103 905 41000 SH SOLE 0 0 41000 D COLGATE-PALMOLIVE COM 194162103 1409 25580 SH SOLE 25580 0 0 D COLGATE-PALMOLIVE COM 194162103 1123 20378 SH SOLE 0 0 20378 D COLONIAL BANCGROUP COM 195493309 83 4500 SH SOLE 4500 0 0 D COMCAST CORP CL A COM 20030N101 3446 119886 SH SOLE 119886 0 0 D COMCAST CORP CL A COM 20030N101 52 1809 SH SOLE 0 0 1809 D COMCAST CORP SPECIAL CL A COM 20030N200 15 550 SH SOLE 550 0 0 D COMERICA INC. COM 200340107 938 17272 SH SOLE 17272 0 0 D COMERICA INC. COM 200340107 225 4150 SH SOLE 0 0 4150 D COMMERCE BANCORP INC NJ COM 200519106 6537 99230 SH SOLE 99230 0 0 D COMMERCE BANCORP INC NJ COM 200519106 1079 16384 SH SOLE 0 0 16384 D COMMERCE BANCSHARES COM 200525103 105 2205 SH SOLE 2205 0 0 D COMMERCE GROUP INC/MA COM 200641108 15664 326325 SH SOLE 326325 0 0 D COMMERCIAL CAPITAL BANCORP COM 20162L105 1526 66600 SH SOLE 66600 0 0 D COMMERCIAL CAPITAL BANCORP COM 20162L105 275 12000 SH SOLE 0 0 12000 D COMMERCIAL METALS COM 201723103 76 2400 SH SOLE 2400 0 0 D COMMUNICATIONS SYSTEMS INC COM 203900105 183 21000 SH SOLE 0 0 21000 D COMPASS BANCSHARES INC COM 20449H109 195 4700 SH SOLE 4700 0 0 D COMPEX TECHNOLOGIES INC COM 204513105 293 32500 SH SOLE 0 0 32500 D COMPUCOM SYSTEMS INC COM 204780100 730 133000 SH SOLE 0 0 133000 D COMPUCREDIT CORP COM 20478N100 190 9000 SH SOLE 9000 0 0 D COMPUDYNE CORP COM 204795306 225 20000 SH SOLE 0 0 20000 D COMPUTER ASSOC INTERNATIONAL COM 204912109 1802 67100 SH SOLE 67100 0 0 D COMPUTER NETWORK TECH CORP COM 204925101 544 68000 SH SOLE 0 0 68000 D COMPUTER SCIENCES COM 205363104 4171 103425 SH SOLE 103425 0 0 D COMPUTER SCIENCES COM 205363104 784 19450 SH SOLE 0 0 19450 D COMPUWARE CORP COM 205638109 1239 166300 SH SOLE 166300 0 0 D COMPX INTERNATIONAL INC. COM 20563P101 535 40000 SH SOLE 0 0 40000 D COMSTOCK RES INC COM 205768203 232 11700 SH SOLE 11700 0 0 D COMVERSE TECHNOLOGY COM 205862402 361 19900 SH SOLE 19900 0 0 D CONAGRA FOODS INC COM 205887102 2069 76800 SH SOLE 76800 0 0 D CONCORD COMMUNICATIONS INC COM 206186108 1363 94600 SH SOLE 94600 0 0 D CONMED CORP COM 207410101 83 2800 SH SOLE 2800 0 0 D CONNECTICUT WATER SVC COM 207797101 14 500 SH SOLE 500 0 0 D CONNECTICUT WATER SVC COM 207797101 608 21500 SH SOLE 0 0 21500 D CONOCOPHILLIPS COM 20825C104 11561 165600 SH SOLE 165600 0 0 D CONOCOPHILLIPS COM 20825C104 87 1253 SH SOLE 0 0 1253 D CONS GOLDEN QUAIL RESOURCES COM 208964106 0 666 SH SOLE 666 0 0 D CONSOLIDATED EDISON INC COM 209115104 463 10500 SH SOLE 10500 0 0 D CONSOLIDATED GRAPHICS INC COM 209341106 1307 34000 SH SOLE 0 0 34000 D CONSTELLATION BRANDS INC CL A COM 21036P108 39 1200 SH SOLE 1200 0 0 D CONSTELLATION ENERGY GROUP COM 210371100 955 23900 SH SOLE 23900 0 0 D CONTIFINANCIAL CORP. LIQUIDATINCOM 21075M107 2 114845 SH SOLE 0 0 114845 D CONVERGYS CORP COM 212485106 1924 126600 SH SOLE 126600 0 0 D COOPER COMPANIES COM 216648402 86 1600 SH SOLE 1600 0 0 D COOPER TIRE & RUBBER COM 216831107 89 4400 SH SOLE 4400 0 0 D COOPERATIVE BANKSHARES INC COM 216844100 646 24670 SH SOLE 0 0 24670 D COORS ADOLPH CL B COM 217016104 5000 72000 SH SOLE 72000 0 0 D CORE MOLDING TECHNOLOGIES INC COM 218683100 1 200 SH SOLE 200 0 0 D CORINTHIAN COLLEGES INC COM 218868107 13 400 SH SOLE 400 0 0 D CORNELL COMPANIES INC COM 219141108 382 33000 SH SOLE 0 0 33000 D CORNING INC COM 219350105 1063 95120 SH SOLE 95120 0 0 D CORNING INC COM 219350105 96 8600 SH SOLE 0 0 8600 D CORPORATE EXECUTIVE BOARD CO COM 21988R102 9 200 SH SOLE 200 0 0 D CORUS BANKSHARES INC COM 220873103 117 2900 SH SOLE 2900 0 0 D CORVEL CORP COM 221006109 16779 463500 SH SOLE 463500 0 0 D CORVEL CORP COM 221006109 152 4200 SH SOLE 0 0 4200 D COSTCO WHOLESALE CORP COM 22160K105 9751 259600 SH SOLE 259600 0 0 D COSTCO WHOLESALE CORP COM 22160K105 17 440 SH SOLE 0 0 440 D COTTON STATES LIFE & HEALTH COM 221774102 310 15452 SH SOLE 0 0 15452 D COUNTRYWIDE FINANCIAL CORP COM 222372104 3845 40098 SH SOLE 40098 0 0 D COUSINS PROPERTIES INC COM 222795106 33 1000 SH SOLE 1000 0 0 D COVANCE INC COM 222816100 5 150 SH SOLE 0 0 150 D COVANSYS CORP COM 22281W103 992 85700 SH SOLE 85700 0 0 D COVANSYS CORP COM 22281W103 1788 154400 SH SOLE 0 0 154400 D COVENANT TRANSPORT CL A COM 22284P105 613 34000 SH SOLE 0 0 34000 D COVENTRY HEALTH CARE INC COM 222862104 32 750 SH SOLE 750 0 0 D COX RADIO INC CL A COM 224051102 75 3500 SH SOLE 3500 0 0 D CRANE CO COM 224399105 2297 69600 SH SOLE 69600 0 0 D CREDIT ACCEP CORP MICH COM 225310101 2146 113000 SH SOLE 0 0 113000 D CREE INC COM 225447101 62 2800 SH SOLE 2800 0 0 D CRESCENT REAL ESTATE EQUITIES CCOM 225756105 207 11500 SH SOLE 11500 0 0 D CRITICAL PATH INC COM 22674V506 4 1732 SH SOLE 0 0 1732 D CROWN CASTLE INTL CORP COM 228227104 3 200 SH SOLE 200 0 0 D CROWN VANTAGE INC COM 228622106 0 30 SH SOLE 0 0 30 D CUBIC CORP COM 229669106 7456 286750 SH SOLE 286750 0 0 D CUBIC CORP COM 229669106 1137 43725 SH SOLE 0 0 43725 D CULLEN FROST BANKERS INC COM 229899109 51 1200 SH SOLE 1200 0 0 D CUMMINS INC COM 231021106 3735 63900 SH SOLE 63900 0 0 D CURTISS WRIGHT CORP COM 231561101 108 2300 SH SOLE 2300 0 0 D CUTTER & BUCK INC COM 232217109 323 32000 SH SOLE 0 0 32000 D CYPRESS SEMICONDUCTOR COM 232806109 299 14600 SH SOLE 14600 0 0 D CYTEC INDUSTRIES INC COM 232820100 60 1700 SH SOLE 1700 0 0 D D&K HEALTHCARE RESOURCES COM 232861104 369 36000 SH SOLE 0 0 36000 D DHB INDUSTRIES INC COM 23321E103 245 33200 SH SOLE 33200 0 0 D DJ ORTHOPEDICS COM 23325G104 121 4700 SH SOLE 4700 0 0 D DJ ORTHOPEDICS COM 23325G104 1086 42000 SH SOLE 0 0 42000 D DPL INC COM 233293109 92 4900 SH SOLE 4900 0 0 D D R HORTON INC COM 23331A109 253 7150 SH SOLE 7150 0 0 D DST SYSTEM INC COM 233326107 376 8300 SH SOLE 8300 0 0 D DSP GROUP INC COM 23332B106 100 3900 SH SOLE 3900 0 0 D DTE ENERGY CO COM 233331107 802 19500 SH SOLE 19500 0 0 D DVI INC COM 233343102 2 33000 SH SOLE 0 0 33000 D DANA CORP COM 235811106 459 23100 SH SOLE 23100 0 0 D DANAHER CORP COM 235851102 1571 16825 SH SOLE 16825 0 0 D DARDEN RESTAURANT COM 237194105 2615 105500 SH SOLE 105500 0 0 D DAVE & BUSTERS INC COM 23833N104 593 39400 SH SOLE 0 0 39400 D DAVITA INC COM 23918K108 10 200 SH SOLE 200 0 0 D DEAN FOODS CO COM 242370104 180 5400 SH SOLE 5400 0 0 D DEB SHOPS INC COM 242728103 951 37000 SH SOLE 0 0 37000 D DEERE & CO COM 244199105 2315 33400 SH SOLE 33400 0 0 D DEL MONTE FOODS CO COM 24522P103 100 8900 SH SOLE 8900 0 0 D DEL MONTE FOODS CO COM 24522P103 1 129 SH SOLE 0 0 129 D DELL INC COM 24702R101 13128 390475 SH SOLE 390475 0 0 D DELL INC COM 24702R101 71 2120 SH SOLE 0 0 2120 D DELPHI CORP COM 247126105 739 74200 SH SOLE 74200 0 0 D DELPHI CORP COM 247126105 13 1279 SH SOLE 0 0 1279 D DELPHI FINANCIAL GRP -CL A COM 247131105 8138 193663 SH SOLE 193663 0 0 D DELPHI FINANCIAL GRP -CL A COM 247131105 1032 24563 SH SOLE 0 0 24563 D DELTA NATURAL GAS COM 247748106 202 8000 SH SOLE 0 0 8000 D DELUXE CORP COM 248019101 3228 80500 SH SOLE 80500 0 0 D DENDRITE INTERNATIONAL INC COM 248239105 3906 244143 SH SOLE 244143 0 0 D DENTSPLY INTERNATIONAL COM 249030107 22 500 SH SOLE 500 0 0 D DEPARTMENT 56 INC COM 249509100 576 39000 SH SOLE 0 0 39000 D DEVELOPERS DIVERSIFIED REALTY COM 251591103 2937 72700 SH SOLE 72700 0 0 D DEVON ENERGY CORP COM 25179M103 2376 40859 SH SOLE 40859 0 0 D DEVRY INC COM 251893103 9 300 SH SOLE 300 0 0 D DIGITAL RIVER INC COM 25388B104 91 3900 SH SOLE 3900 0 0 D DIMON INC COM 254394109 852 120000 SH SOLE 0 0 120000 D DIODES INC COM 254543101 87 4000 SH SOLE 4000 0 0 D DIODES INC COM 254543101 751 34450 SH SOLE 0 0 34450 D DIONEX CORP COM 254546104 31792 602125 SH SOLE 602125 0 0 D DIRECTV GROUP INC COM 25459L106 281 18302 SH SOLE 18302 0 0 D DIRECTV GROUP INC COM 25459L106 188 12215 SH SOLE 0 0 12215 D DISNEY (WALT) CO COM 254687106 39832 1593904 SH SOLE 1593904 0 0 D DISNEY (WALT) CO COM 254687106 7253 290220 SH SOLE 0 0 290220 D DOLLAR GENERAL CORP COM 256669102 714 37200 SH SOLE 37200 0 0 D DOMINION HOMES INC COM 257386102 837 22000 SH SOLE 0 0 22000 D DOMINION RESOURCES COM 25746U109 1958 30450 SH SOLE 30450 0 0 D DOMINION RESOURCES COM 25746U109 2241 34856 SH SOLE 0 0 34856 D DONEGAL GROUP INC CL A COM 257701201 8092 403794 SH SOLE 403794 0 0 D DONEGAL GROUP INC CL A COM 257701201 629 31400 SH SOLE 0 0 31400 D DONEGAL GROUP CLASS B COM 257701300 140 7000 SH SOLE 0 0 7000 D DONNELLEY R.R. & SONS COM 257867101 127 4200 SH SOLE 4200 0 0 D DORAL FINANCIAL CORP COM 25811P100 496 14100 SH SOLE 14100 0 0 D DORCHESTER MINERALS LP COM 25820R105 4 240 SH SOLE 0 0 240 D DOUBLECLICK INC COM 258609304 6 500 SH SOLE 500 0 0 D DOVER CORP COM 260003108 1093 28200 SH SOLE 28200 0 0 D DOW CHEMICAL COM 260543103 42468 1054316 SH SOLE 1054316 0 0 D DOW CHEMICAL COM 260543103 9008 223639 SH SOLE 0 0 223639 D DOW JONES & CO INC COM 260561105 513 10700 SH SOLE 10700 0 0 D DOWNEY FINANCIAL CORP COM 261018105 48 900 SH SOLE 900 0 0 D DRIL-QUIP INC COM 262037104 756 46000 SH SOLE 0 0 46000 D DU PONT COM 263534109 3749 88808 SH SOLE 88808 0 0 D DU PONT COM 263534109 536 12689 SH SOLE 0 0 12689 D DUCKWALL-ALTO STORES INC NEW COM 264142100 153 10500 SH SOLE 0 0 10500 D DUCOMMUN INC COM 264147109 608 26000 SH SOLE 0 0 26000 D DUKE ENERGY CORP COM 264399106 1064 47076 SH SOLE 47076 0 0 D DUKE ENERGY CORP COM 264399106 34 1520 SH SOLE 0 0 1520 D DUKE REALTY CORP COM 264411505 163 4700 SH SOLE 4700 0 0 D DUN & BRADSTREET (2000) COM 26483E100 27 500 SH SOLE 500 0 0 D DUN & BRADSTREET (2000) COM 26483E100 37 700 SH SOLE 0 0 700 D DURA AUTOMOTIVE SYSTEMS INC COM 265903104 105 7900 SH SOLE 7900 0 0 D DUQUESNE LIGHT HOLDINGS INC COM 266233105 671 34400 SH SOLE 34400 0 0 D DURATEK INC COM 26658Q102 116 7300 SH SOLE 7300 0 0 D DYNEGY INC CLASS A COM 26816Q101 34 8500 SH SOLE 8500 0 0 D E DIGITAL CORP COM 26841Y103 1 3500 SH SOLE 3500 0 0 D E M C CORP COM 268648102 1884 138430 SH SOLE 138430 0 0 D E M C CORP COM 268648102 2076 152550 SH SOLE 0 0 152550 D E M C INSURANCE GRP INC COM 268664109 421 20000 SH SOLE 0 0 20000 D E M S TECHOLOGIES INC COM 26873N108 6338 328200 SH SOLE 0 0 328200 D ENSCO INTL INC COM 26874Q100 11 400 SH SOLE 400 0 0 D EOG RESOURCES INC COM 26875P101 560 12200 SH SOLE 12200 0 0 D ESS TECHNOLOGY INC COM 269151106 81 5500 SH SOLE 5500 0 0 D ESS TECHNOLOGY INC COM 269151106 1525 104000 SH SOLE 0 0 104000 D E TRADE FINANCIAL CORP COM 269246104 95 7100 SH SOLE 7100 0 0 D EARTHLINK INC COM 270321102 77 8700 SH SOLE 8700 0 0 D EAST WEST BANCORP INC COM 27579R104 3774 67400 SH SOLE 67400 0 0 D EAST WEST BANCORP INC COM 27579R104 650 11600 SH SOLE 0 0 11600 D EASTERN CO COM 276317104 2744 171500 SH SOLE 171500 0 0 D EASTERN CO COM 276317104 226 14100 SH SOLE 0 0 14100 D EASTMAN CHEMICAL COM 277432100 145 3400 SH SOLE 3400 0 0 D EASTMAN KODAK COM 277461109 28720 1097445 SH SOLE 1097445 0 0 D EASTMAN KODAK COM 277461109 6952 265650 SH SOLE 0 0 265650 D EATON CORP COM 278058102 1540 27400 SH SOLE 27400 0 0 D EATON VANCE CORP COM 278265103 31157 817350 SH SOLE 817350 0 0 D EBAY INC COM 278642103 598 8622 SH SOLE 8622 0 0 D ECHOSTAR COMMUNICATIONS CL A COM 278762109 56 1700 SH SOLE 1700 0 0 D ECOLAB COM 278865100 37 1300 SH SOLE 1300 0 0 D ECOLOGY & ENVIRONMENT CL A COM 278878103 110 10315 SH SOLE 0 0 10315 D EDELBROCK CORP COM 279434104 184 13860 SH SOLE 0 0 13860 D EDISON INTERNATIONAL COM 281020107 1095 45100 SH SOLE 45100 0 0 D EDO CORP COM 281347104 20952 870100 SH SOLE 870100 0 0 D EDO CORP COM 281347104 9088 377400 SH SOLE 0 0 377400 D EDUCATION MGMT CORP COM 28139T101 16 500 SH SOLE 500 0 0 D EDWARDS A G INC COM 281760108 192 4900 SH SOLE 4900 0 0 D EDWARDS LIFESCIENCES CORP COM 28176E108 10 300 SH SOLE 300 0 0 D EDWARDS LIFESCIENCES CORP COM 28176E108 1 40 SH SOLE 0 0 40 D EL PASO CORP COM 28336L109 4 600 SH SOLE 600 0 0 D EL PASO CORP COM 28336L109 28 4000 SH SOLE 0 0 4000 D ELECTRO RENT CORP COM 285218103 402 40000 SH SOLE 0 0 40000 D ELECTRONIC ARTS COM 285512109 3 60 SH SOLE 60 0 0 D ELECTRONIC DATA SYSTEMS COM 285661104 0 9 SH SOLE 9 0 0 D ELIZABETH ARDEN INC COM 28660G106 1119 53000 SH SOLE 0 0 53000 D ELKCORP COM 287456107 21185 782027 SH SOLE 782027 0 0 D ELKCORP COM 287456107 1579 58275 SH SOLE 0 0 58275 D ELLIS PERRY INTL INC COM 288853104 619 22500 SH SOLE 0 0 22500 D EMBARCADERO TECHNOLOGIES INC COM 290787100 99 7700 SH SOLE 7700 0 0 D EMERSON ELECTRIC COM 291011104 4170 69600 SH SOLE 69600 0 0 D EMERSON ELECTRIC COM 291011104 1856 30980 SH SOLE 0 0 30980 D EMMIS COMMUNICATIONS CLASS A COM 291525103 3233 135800 SH SOLE 135800 0 0 D EMPIRE DISTRICT ELEC COM 291641108 1382 61000 SH SOLE 0 0 61000 D EMULEX CORP COM 292475209 26 1200 SH SOLE 1200 0 0 D ENBRIDGE ENERGY MANAGEMENT LLC COM 29250X103 1336 27000 SH SOLE 0 0 27000 D ENCORE WIRE CORP COM 292562105 14416 387000 SH SOLE 0 0 387000 D ENDO PHARMACEUTICALS HLDGS INC COM 29264F205 7 300 SH SOLE 300 0 0 D ENERGEN CORP COM 29265N108 9619 233176 SH SOLE 233176 0 0 D ENERGEN CORP COM 29265N108 1066 25850 SH SOLE 0 0 25850 D ENERGY EAST CORP COM 29266M109 200 7900 SH SOLE 7900 0 0 D ENERGY EAST CORP COM 29266M109 159 6261 SH SOLE 0 0 6261 D ENERGIZER HOLDINGS INC COM 29266R108 107 2300 SH SOLE 2300 0 0 D ENERGIZER HOLDINGS INC COM 29266R108 9 200 SH SOLE 0 0 200 D ENGELHARD CORP COM 292845104 538 18000 SH SOLE 18000 0 0 D ENGINEERED SUPPORT SYS INC COM 292866100 63 1300 SH SOLE 1300 0 0 D ENERGYSOUTH INC COM 292970100 489 14000 SH SOLE 0 0 14000 D ENESCO GROUP INC COM 292973104 9210 800850 SH SOLE 800850 0 0 D ENESCO GROUP INC COM 292973104 1132 98450 SH SOLE 0 0 98450 D ENNIS BUSINESS FORMS COM 293389102 5951 355500 SH SOLE 0 0 355500 D ENRON CORP COM 293561106 0 5219 SH SOLE 5219 0 0 D ENRON CORP COM 293561106 0 9368 SH SOLE 0 0 9368 D ENTERGY CORP COM 29364G103 35965 604450 SH SOLE 604450 0 0 D ENTERGY CORP COM 29364G103 8542 143570 SH SOLE 0 0 143570 D ENTERTAINMENT PROPERTIES TRUST COM 29380T105 430 10500 SH SOLE 10500 0 0 D ENVIRO-RECOVERY INC COM 29403M103 0 11000 SH SOLE 11000 0 0 D EON LABS INC COM 29412E100 832 12400 SH SOLE 12400 0 0 D EPLUS INC COM 294268107 324 25000 SH SOLE 0 0 25000 D EQUIFAX COM 294429105 1449 56100 SH SOLE 56100 0 0 D EQUITABLE RESOURCES COM 294549100 284 6400 SH SOLE 6400 0 0 D EQUITY MARKETING INC COM 294724109 216 14500 SH SOLE 0 0 14500 D EQUITY OFFICE PROPERTIES TRUST COM 294741103 1661 57500 SH SOLE 57500 0 0 D EQUITY ONE INC COM 294752100 9 450 SH SOLE 450 0 0 D EQUITY RESIDENTIAL COM 29476L107 1039 34800 SH SOLE 34800 0 0 D ESCO TECHNOLOGIES INC COM 296315104 6498 140900 SH SOLE 0 0 140900 D ESPEED INC CL A COM 296643109 24597 1173500 SH SOLE 1173500 0 0 D ESTERLINE TECHNOLOGIES COM 297425100 60 2400 SH SOLE 2400 0 0 D ETHAN ALLEN INTERIORS INC COM 297602104 223 5400 SH SOLE 5400 0 0 D EXCEL TECHNOLOGY INC COM 30067T103 14121 449000 SH SOLE 449000 0 0 D EXCEL TECHNOLOGY INC COM 30067T103 170 5400 SH SOLE 0 0 5400 D EXELON CORPORATION COM 30161N101 29801 432720 SH SOLE 432720 0 0 D EXELON CORPORATION COM 30161N101 6680 97000 SH SOLE 0 0 97000 D EXPEDITORS INTL WASH INC COM 302130109 11236 284515 SH SOLE 284515 0 0 D EXPEDITORS INTL WASH INC COM 302130109 9424 238640 SH SOLE 0 0 238640 D EXPONET INC COM 30214U102 423 18800 SH SOLE 0 0 18800 D EXPRESS SCRIPTS INC COM 302182100 552 7400 SH SOLE 7400 0 0 D EXXON MOBIL CORPORATION COM 30231G102 110040 2645831 SH SOLE 2645831 0 0 D EXXON MOBIL CORPORATION COM 30231G102 45876 1103055 SH SOLE 0 0 1103055 D FEI COMPANY COM 30241L109 1066 48800 SH SOLE 48800 0 0 D FMC TECHNOLOGIES INC COM 30249U101 797 29500 SH SOLE 29500 0 0 D FNB CORP COM 302520101 4087 184917 SH SOLE 184917 0 0 D FNB CORP COM 302520101 484 21901 SH SOLE 0 0 21901 D FPL GROUP COM 302571104 1681 25140 SH SOLE 25140 0 0 D FPL GROUP COM 302571104 104 1550 SH SOLE 0 0 1550 D FRMO CORP COM 30262F106 1 2250 SH SOLE 0 0 2250 D FACTSET RESEARCH SYSTEMS INC COM 303075105 9 200 SH SOLE 200 0 0 D FAIR ISAAC INC COM 303250104 16 450 SH SOLE 450 0 0 D FAIRCHILD SEMICONDUCTOR INTL COM 303726103 96 4000 SH SOLE 4000 0 0 D FAMILY DLR STORES INC COM 307000109 582 16200 SH SOLE 16200 0 0 D FARGO ELECTRONICS COM 30744P102 5317 470500 SH SOLE 0 0 470500 D FASTENAL COM 311900104 16 300 SH SOLE 300 0 0 D FREDDIE MAC COM 313400301 57986 981809 SH SOLE 981809 0 0 D FREDDIE MAC COM 313400301 24209 409913 SH SOLE 0 0 409913 D FANNIE MAE COM 313586109 13048 175493 SH SOLE 175493 0 0 D FANNIE MAE COM 313586109 177 2375 SH SOLE 0 0 2375 D FEDERAL REALTY INVESTMENT TRUSTCOM 313747206 51 1100 SH SOLE 1100 0 0 D FEDERAL SCREW WORKS COM 313819104 133 3656 SH SOLE 0 0 3656 D FEDERATED DEPARTMENT STORES COM 31410H101 1384 25600 SH SOLE 25600 0 0 D FEDERATED INVESTORS INC CL B COM 314211103 321 10200 SH SOLE 10200 0 0 D FEDEX CORPORATION COM 31428X106 2743 36500 SH SOLE 36500 0 0 D F5 NETWORKS INC COM 315616102 81 2400 SH SOLE 2400 0 0 D FIDELITY BANKSHARES INC COM 31604Q107 12772 348475 SH SOLE 348475 0 0 D FIDELITY NATIONAL FINANCIAL COM 316326107 218 5500 SH SOLE 5500 0 0 D FIFTH THIRD BANCORP COM 316773100 24292 438720 SH SOLE 438720 0 0 D FIFTH THIRD BANCORP COM 316773100 7719 139400 SH SOLE 0 0 139400 D FILENET CORP COM 316869106 59 2200 SH SOLE 2200 0 0 D FINANCIAL INSTITUTIONS INC COM 317585404 5355 233650 SH SOLE 233650 0 0 D FINANCIAL INSTITUTIONS INC COM 317585404 48 2100 SH SOLE 0 0 2100 D FINLAY ENTERPRISES INC COM 317884203 432 24000 SH SOLE 0 0 24000 D FINISH LINE INC COM 317923100 2330 63000 SH SOLE 0 0 63000 D FIRST ALBANY COS INC COM 318465101 342 24725 SH SOLE 0 0 24725 D FIRST AMERICAN CORP COM 318522307 179 5900 SH SOLE 5900 0 0 D FIRST BANCORP PUERTO RICO COM 318672102 287 6900 SH SOLE 6900 0 0 D FIRST CASH FINANCIAL SERVICES COM 31942D107 908 27000 SH SOLE 0 0 27000 D FIRST COMMUNITY BANCORP COM 31983B101 2935 78500 SH SOLE 78500 0 0 D FIRST DATA CORP COM 319963104 372 8830 SH SOLE 8830 0 0 D FIRST DATA CORP COM 319963104 194 4600 SH SOLE 0 0 4600 D FIRST FINANCIAL CORP INDIANA COM 320218100 1055 36000 SH SOLE 0 0 36000 D FIRST INDIANA CORP COM 32054R108 852 42300 SH SOLE 42300 0 0 D FIRST INDIANA CORP COM 32054R108 826 41000 SH SOLE 0 0 41000 D FIRST MERCHANTS CORP COM 320817109 1154 48000 SH SOLE 0 0 48000 D FIRST HEALTH GROUP CORP COM 320960107 11 500 SH SOLE 500 0 0 D FIRST NATIONAL BANKSHARES OF FLCOM 321100109 3451 196417 SH SOLE 196417 0 0 D FIRST NATIONAL BANKSHARES OF FLCOM 321100109 385 21901 SH SOLE 0 0 21901 D FIRST NIAGARA FINANCIAL GRP COM 33582V108 2633 192902 SH SOLE 192902 0 0 D FIRST NIAGARA FINANCIAL GRP COM 33582V108 414 30325 SH SOLE 0 0 30325 D FIRST OAK BROOK BANCSHARES COM 335847208 824 27000 SH SOLE 27000 0 0 D FIRST PACTRUST BANCORP INC COM 33589V101 294 13000 SH SOLE 0 0 13000 D FIRST PLACE FINANCIAL /OHIO COM 33610T109 635 35000 SH SOLE 0 0 35000 D FIRST REPUBLIC BANK COM 336158100 36813 954700 SH SOLE 954700 0 0 D FIRST STATE BANCORPORATION COM 336453105 8869 287400 SH SOLE 287400 0 0 D FIRST STATE BANCORPORATION COM 336453105 99 3200 SH SOLE 0 0 3200 D FIRST TENNESSEE NATIONAL CORP COM 337162101 892 18700 SH SOLE 18700 0 0 D FISERV INC COM 337738108 9327 260755 SH SOLE 260755 0 0 D FISERV INC COM 337738108 11190 312840 SH SOLE 0 0 312840 D FIRSTMERIT CORP COM 337915102 5 200 SH SOLE 200 0 0 D FLAGSTAR BANCORP INC COM 337930101 269 10500 SH SOLE 10500 0 0 D FIRSTENERGY CORP COM 337932107 907 23200 SH SOLE 23200 0 0 D FIRSTENERGY CORP COM 337932107 8 200 SH SOLE 0 0 200 D FISHER SCIENTIFIC INTL COM 338032204 22 400 SH SOLE 400 0 0 D FLEET BOSTON FINANCIAL CORP COM 339030108 7123 158649 SH SOLE 158649 0 0 D FLEET BOSTON FINANCIAL CORP COM 339030108 3889 86616 SH SOLE 0 0 86616 D FLORIDA PUBLIC UTILITIES COM 341135101 205 10000 SH SOLE 0 0 10000 D FLORIDA ROCK INDS COM 341140101 514 12200 SH SOLE 12200 0 0 D FLORIDAFIRST BANCORP INC COM 343258109 378 14000 SH SOLE 0 0 14000 D FLORSHEIM GROUP INC COM 343302105 0 3500 SH SOLE 3500 0 0 D FLUOR CORP. COM 343412102 77 2000 SH SOLE 2000 0 0 D FLUSHING FINL CORP COM 343873105 252 13900 SH SOLE 13900 0 0 D FOAMEX INTERNATIONAL INC COM 344123104 1 200 SH SOLE 200 0 0 D FOODARAMA SUPERMARKETS COM 344820105 93 2700 SH SOLE 0 0 2700 D FOOT LOCKER INC COM 344849104 454 17612 SH SOLE 17612 0 0 D FORD MOTOR COM 345370860 2778 204700 SH SOLE 204700 0 0 D FOREST CITY ENTERPRISES CL A COM 345550107 48 900 SH SOLE 900 0 0 D FOREST LABS COM 345838106 274 3825 SH SOLE 3825 0 0 D FOREST OIL CORP COM 346091705 63 2500 SH SOLE 2500 0 0 D FORTUNE BRANDS COM 349631101 990 12925 SH SOLE 12925 0 0 D FORTUNE BRANDS COM 349631101 31 400 SH SOLE 0 0 400 D FOSSIL INC COM 349882100 16972 508900 SH SOLE 508900 0 0 D FOUNDRY NETWORKS INC COM 35063R100 12 700 SH SOLE 700 0 0 D FOX ENTMT GROUP INC CL A COM 35138T107 13 480 SH SOLE 480 0 0 D FRANKLIN RESOURCES INC COM 354613101 1748 31400 SH SOLE 31400 0 0 D FREEPORT MCMORAN COPPER B COM 35671D857 512 13100 SH SOLE 13100 0 0 D FREMONT GENERAL CORP COM 357288109 612 20000 SH SOLE 20000 0 0 D FRESH BRANDS INC COM 35803U108 121 12000 SH SOLE 0 0 12000 D FRIEDMN BILLINGS RMSY -CL A COM 358434108 812 30075 SH SOLE 30075 0 0 D FRIEDMAN'S INC COM 358438109 278 48000 SH SOLE 0 0 48000 D FULTON FINANCIAL CORP COM 360271100 11 500 SH SOLE 500 0 0 D FURNITURE BRANDS INTL COM 360921100 138 4300 SH SOLE 4300 0 0 D G & K SERVICES INC CL A COM 361268105 16072 431800 SH SOLE 431800 0 0 D GATX COM 361448103 95 4300 SH SOLE 4300 0 0 D GC COMPANIES INC COM 36155Q109 0 12 SH SOLE 0 0 12 D GTSI CORP COM 36238K103 4578 377700 SH SOLE 0 0 377700 D GAIAM INC COM 36268Q103 201 36000 SH SOLE 0 0 36000 D GALLAGHER COM 363576109 16 500 SH SOLE 500 0 0 D GANNETT CO INC COM 364730101 46250 524735 SH SOLE 524735 0 0 D GANNETT CO INC COM 364730101 10541 119590 SH SOLE 0 0 119590 D GAP INC COM 364760108 2159 98500 SH SOLE 98500 0 0 D GARDNER DENVER INC COM 365558105 6627 244725 SH SOLE 244725 0 0 D GARDNER DENVER INC COM 365558105 1039 38350 SH SOLE 0 0 38350 D GATEWAY INC COM 367626108 152 28800 SH SOLE 28800 0 0 D GEHL CO COM 368483103 221 13600 SH SOLE 0 0 13600 D GEN-PROBE INC COM 36866T103 94 2800 SH SOLE 2800 0 0 D GENCORP INC COM 368682100 115 10600 SH SOLE 10600 0 0 D GENENTECH INC COM 368710406 216 2045 SH SOLE 2045 0 0 D GENERAL DYNAMICS COM 369550108 2454 27470 SH SOLE 27470 0 0 D GENERAL ELECTRIC COM 369604103 43720 1432492 SH SOLE 1432492 0 0 D GENERAL ELECTRIC COM 369604103 33225 1088638 SH SOLE 0 0 1088638 D GENERAL GROWTH PROPERTIES INC COM 370021107 243 6903 SH SOLE 6903 0 0 D GENERAL MILLS COM 370334104 1110 23780 SH SOLE 23780 0 0 D GENERAL MILLS COM 370334104 165 3536 SH SOLE 0 0 3536 D GENERAL MOTORS COM 370442105 3047 64701 SH SOLE 64701 0 0 D GENERAL MOTORS COM 370442105 86 1832 SH SOLE 0 0 1832 D GENESEE CORP CL B COM 371601204 12 3200 SH SOLE 0 0 3200 D GENESIS HEALTHCARE CORP COM 37184D101 90 3700 SH SOLE 3700 0 0 D GENTEX CORP COM 371901109 17 400 SH SOLE 400 0 0 D GENLYTE GROUP INC COM 372302109 78 1400 SH SOLE 1400 0 0 D GENUINE PARTS COM 372460105 831 25400 SH SOLE 25400 0 0 D GENTIVA HEALTH SERVICES INC COM 37247A102 375 24200 SH SOLE 24200 0 0 D GEOALERT INC COM 37248X200 0 300 SH SOLE 300 0 0 D GENZYME CORP COM 372917104 5 100 SH SOLE 100 0 0 D GEORGIA GULF CORP COM 373200203 5103 169251 SH SOLE 169251 0 0 D GEORGIA GULF CORP COM 373200203 567 18800 SH SOLE 0 0 18800 D GEORGIA PACIFIC COM 373298108 4349 129100 SH SOLE 129100 0 0 D GEORGIA PACIFIC COM 373298108 93 2759 SH SOLE 0 0 2759 D GETTY IMAGES INC COM 374276103 11 200 SH SOLE 200 0 0 D GEVITY HR INC COM 374393106 131 4500 SH SOLE 4500 0 0 D GIANT INDS INC COM 374508109 435 21000 SH SOLE 0 0 21000 D GIBRALTAR STEEL CORP COM 37476F103 7490 304710 SH SOLE 304710 0 0 D GIBRALTAR STEEL CORP COM 37476F103 1379 56100 SH SOLE 0 0 56100 D GILLETTE COM 375766102 10920 279294 SH SOLE 279294 0 0 D GILLETTE COM 375766102 12436 318064 SH SOLE 0 0 318064 D GLOBAL PAYMENTS INC COM 37940X102 284 6300 SH SOLE 6300 0 0 D GLOBAL POWER EQUIPMENT GROUP COM 37941P108 19237 2284700 SH SOLE 2284700 0 0 D GOLD BANC CORP INC COM 379907108 1384 84902 SH SOLE 84902 0 0 D GOLD BANC CORP INC COM 379907108 4843 297100 SH SOLE 0 0 297100 D GOLDEN TELECOM INC COM 38122G107 136 4000 SH SOLE 4000 0 0 D GOLDEN WEST FINANCIAL COM 381317106 2273 20300 SH SOLE 20300 0 0 D GOLDEN WEST FINANCIAL COM 381317106 784 7000 SH SOLE 0 0 7000 D GOLDMAN SACHS GROUP INC COM 38141G104 8898 85275 SH SOLE 85275 0 0 D GOODRICH CORP COM 382388106 466 16600 SH SOLE 16600 0 0 D GOODYEAR TIRE & RUBBER COM 382550101 12 1392 SH SOLE 0 0 1392 D GOODYS FAMILY CLOTHING INC COM 382588101 1284 90000 SH SOLE 0 0 90000 D GRACO INC COM 384109104 176 6050 SH SOLE 6050 0 0 D GRAHAM CORP COM 384556106 33 3150 SH SOLE 0 0 3150 D GRAINGER W W COM 384802104 499 10400 SH SOLE 10400 0 0 D GRAINGER W W COM 384802104 322 6700 SH SOLE 0 0 6700 D GRANITE CONSTR INC COM 387328107 164 6900 SH SOLE 6900 0 0 D GRAY TELEVISION INC CL B COM 389375106 20533 1404450 SH SOLE 1404450 0 0 D GREAT LAKES CHEMICAL COM 390568103 14 575 SH SOLE 0 0 575 D GREAT PLAINS ENERGY INC COM 391164100 88 2617 SH SOLE 2617 0 0 D GREEN MOUNTAIN POWER CO COM 393154109 349 13500 SH SOLE 0 0 13500 D GREENPOINT FINL CORP COM 395384100 420 9600 SH SOLE 9600 0 0 D GTECH HOLDINGS COM 400518106 35 600 SH SOLE 600 0 0 D GUIDANT CORP COM 401698105 4829 76200 SH SOLE 76200 0 0 D GUIDANT CORP COM 401698105 4546 71740 SH SOLE 0 0 71740 D GUITAR CENTER INC COM 402040109 74 2000 SH SOLE 2000 0 0 D GULF ISLAND FABRICATION COM 402307102 8134 399900 SH SOLE 0 0 399900 D GUNDLE/SLT ENVIRONMENTAL INC COM 402809107 534 29000 SH SOLE 0 0 29000 D HCA INC COM 404119109 569 14000 SH SOLE 14000 0 0 D HCC INSURANCE HOLDINGS INC COM 404132102 11671 360990 SH SOLE 360990 0 0 D HMS HOLDINGS CORP COM 40425J101 3941 593550 SH SOLE 593550 0 0 D HMS HOLDINGS CORP COM 40425J101 3389 510432 SH SOLE 0 0 510432 D HRPT PROPERTIES TRUST COM 40426W101 445 39400 SH SOLE 39400 0 0 D HAGGAR CORP COM 405173105 100 5000 SH SOLE 5000 0 0 D HALLIBURTON COM 406216101 2316 76200 SH SOLE 76200 0 0 D HALLIBURTON COM 406216101 134 4400 SH SOLE 0 0 4400 D HAMPSHIRE GROUP LTD COM 408859106 335 11000 SH SOLE 0 0 11000 D JOHN HANCOCK FINANCIAL SRVCS COM 41014S106 1756 40200 SH SOLE 40200 0 0 D HANMI FINL CORP COM 410495105 3598 135300 SH SOLE 135300 0 0 D HANMI FINL CORP COM 410495105 3629 136498 SH SOLE 0 0 136498 D HARDINGE INC COM 412324303 14755 1194710 SH SOLE 1194710 0 0 D HARDINGE INC COM 412324303 369 29850 SH SOLE 0 0 29850 D HARLAND JOHN H & CO COM 412693103 433 13900 SH SOLE 13900 0 0 D HARLEY DAVIDSON INC COM 412822108 155 2904 SH SOLE 2904 0 0 D HARMAN INTL INDS INC COM 413086109 10580 132920 SH SOLE 132920 0 0 D HARMAN INTL INDS INC COM 413086109 1849 23225 SH SOLE 0 0 23225 D HARRAH'S ENTERTAINMENT COM 413619107 126 2300 SH SOLE 2300 0 0 D HARRINGTON WEST FINANCIAL GROUPCOM 41383L104 74 4100 SH SOLE 4100 0 0 D HARRINGTON WEST FINANCIAL GROUPCOM 41383L104 271 15104 SH SOLE 0 0 15104 D HARRIS CORP COM 413875105 402 8300 SH SOLE 8300 0 0 D HARSCO CORP COM 415864107 278 6100 SH SOLE 6100 0 0 D HARTE HANKS COMMUN INC COM 416196103 18 750 SH SOLE 750 0 0 D HARTFORD FINL SRVCS GRP COM 416515104 3507 55050 SH SOLE 55050 0 0 D HARVEST NATURAL RESOURCES INC COM 41754V103 1373 94000 SH SOLE 0 0 94000 D HASBRO INC COM 418056107 2623 120600 SH SOLE 120600 0 0 D HAWAIIAN ELECTRIC INDS COM 419870100 78 1500 SH SOLE 1500 0 0 D HAWKINS INC COM 420261109 310 26000 SH SOLE 0 0 26000 D HAWTHORNE FINANCIAL CORP COM 420542102 1513 34400 SH SOLE 34400 0 0 D HAWTHORNE FINANCIAL CORP COM 420542102 6374 144900 SH SOLE 0 0 144900 D HEALTHCARE SVCS GROUP COM 421906108 765 46500 SH SOLE 0 0 46500 D HEALTH CARE PROPERTY INVESTORS COM 421915109 51 1800 SH SOLE 1800 0 0 D HEALTH MANAGEMENT ASSOC COM 421933102 104 4500 SH SOLE 4500 0 0 D HEALTHCARE REALTY TRUST INC COM 421946104 630 14750 SH SOLE 14750 0 0 D HEALTHCARE REALTY TRUST INC COM 421946104 1964 46000 SH SOLE 0 0 46000 D HEALTH NET INC COM 42222G108 259 10400 SH SOLE 10400 0 0 D HEALTHTRONICS SURGICAL SERVICESCOM 42222L107 208 34000 SH SOLE 0 0 34000 D HEARTLAND EXPRESS INC COM 422347104 13572 595764 SH SOLE 595764 0 0 D HEICO CORP COM 422806109 1004 64000 SH SOLE 0 0 64000 D HEICO CORP CL A COM 422806208 110 8900 SH SOLE 0 0 8900 D HEINZ COM 423074103 42955 1151930 SH SOLE 1151930 0 0 D HEINZ COM 423074103 10444 280063 SH SOLE 0 0 280063 D HELIX TECHNOLOGY CORP COM 423319102 21198 874125 SH SOLE 874125 0 0 D HENRY JACK & ASSOC INC COM 426281101 10 500 SH SOLE 500 0 0 D HERCULES COM 427056106 156 13625 SH SOLE 13625 0 0 D HERLEY INDS INC DEL COM 427398102 6315 334500 SH SOLE 0 0 334500 D HERSHEY FOODS COM 427866108 1168 14100 SH SOLE 14100 0 0 D HEWLETT PACKARD CO COM 428236103 9953 435751 SH SOLE 435751 0 0 D HEWLETT PACKARD CO COM 428236103 534 23396 SH SOLE 0 0 23396 D HIBERNIA CORP CL A COM 428656102 1151 49000 SH SOLE 49000 0 0 D HIGHLAND HOSPITALITY CORP COM 430141101 1896 161800 SH SOLE 161800 0 0 D HILLENBRAND INDUSTRIES COM 431573104 109 1600 SH SOLE 1600 0 0 D HILTON HOTELS CORP COM 432848109 16 1000 SH SOLE 1000 0 0 D HOME FEDERAL BANCORP INDIANA COM 436926109 320 12000 SH SOLE 0 0 12000 D HOME DEPOT COM 437076102 13998 374676 SH SOLE 374676 0 0 D HOME DEPOT COM 437076102 2451 65612 SH SOLE 0 0 65612 D HON INDUSTRIES COM 438092108 48 1300 SH SOLE 1300 0 0 D HONEYWELL INTL INC COM 438516106 2688 79400 SH SOLE 79400 0 0 D HORMEL FOODS CORP COM 440452100 56 1900 SH SOLE 1900 0 0 D HOSPITALITY PROPERTIES TRUST COM 44106M102 88 1900 SH SOLE 1900 0 0 D HOVNANIAN ENTRPRS INC -CL A COM 442487203 198 4600 SH SOLE 4600 0 0 D HUB INTERNATIONAL LIMITED COM 44332P101 345 18801 SH SOLE 18801 0 0 D HUB INTERNATIONAL LIMITED COM 44332P101 1468 80000 SH SOLE 0 0 80000 D HUBBELL INC CLASS B COM 443510201 462 11520 SH SOLE 11520 0 0 D HUDSON CITY BANK COM 443683107 367 9700 SH SOLE 9700 0 0 D HUDSON UNITED BANCORP COM 444165104 61 1600 SH SOLE 1600 0 0 D HUGHES SUPPLY INC COM 444482103 8768 167325 SH SOLE 167325 0 0 D HUGHES SUPPLY INC COM 444482103 1017 19400 SH SOLE 0 0 19400 D HUMANA INC COM 444859102 4318 227000 SH SOLE 227000 0 0 D HUMAN GENOME SCIENCES INC COM 444903108 29 2300 SH SOLE 2300 0 0 D HUNT J B TRANSPORT COM 445658107 394 14000 SH SOLE 14000 0 0 D HUNTINGTON BANCSHARES COM 446150104 786 35400 SH SOLE 35400 0 0 D ICU MED INC COM 44930G107 6 200 SH SOLE 200 0 0 D IMS HEALTH INC COM 449934108 661 28400 SH SOLE 28400 0 0 D ISTAR FINANCIAL INC COM 45031U101 127 3000 SH SOLE 3000 0 0 D ITT EDUCATIONAL SVCS INC COM 45068B109 78 2500 SH SOLE 2500 0 0 D IXIA COM 45071R109 87 8000 SH SOLE 8000 0 0 D ITT INDUSTRIES INC COM 450911102 458 6000 SH SOLE 6000 0 0 D IDEX CORP COM 45167R104 23565 541975 SH SOLE 541975 0 0 D IDEXX LABORATORIES INC COM 45168D104 17 300 SH SOLE 300 0 0 D IKON OFFICE SOLUTIONS INC COM 451713101 59 4600 SH SOLE 4600 0 0 D ILLINOIS TOOL WORKS COM 452308109 2892 36500 SH SOLE 36500 0 0 D ILLINOIS TOOL WORKS COM 452308109 781 9860 SH SOLE 0 0 9860 D IMAGING DIAGNOSTICS SYSTEMS COM 45244W100 0 500 SH SOLE 0 0 500 D IMATION CORP COM 45245A107 3 72 SH SOLE 0 0 72 D IMAGISTICS INTERNATIONAL INC COM 45247T104 75 1700 SH SOLE 1700 0 0 D IMAGISTICS INTERNATIONAL INC COM 45247T104 1982 45000 SH SOLE 0 0 45000 D IMPERIAL OIL LTD COM 453038408 9 200 SH SOLE 200 0 0 D INDEPENDENCE CMNTY BK COM 453414104 196 4800 SH SOLE 4800 0 0 D INDYMAC BANCORP INC COM 456607100 112 3100 SH SOLE 3100 0 0 D INET TECHNOLOGIES INC COM 45662V105 11645 938396 SH SOLE 938396 0 0 D INFOCUS CORP COM 45665B106 66 7100 SH SOLE 7100 0 0 D INFINITY PROPERTY & CASUALTY COM 45665Q103 594 18900 SH SOLE 18900 0 0 D INFORTE CORP COM 45677R107 240 24000 SH SOLE 0 0 24000 D INFOSPACE INC COM 45678T201 373 9600 SH SOLE 9600 0 0 D INFOUSA INC COM 456818301 107 10200 SH SOLE 10200 0 0 D INGLES MARKETS INC CL A COM 457030104 664 62000 SH SOLE 0 0 62000 D INGRAM MICRO INC. CL A COM 457153104 243 13400 SH SOLE 13400 0 0 D INPUT/OUTPUT INC COM 457652105 1060 136800 SH SOLE 136800 0 0 D INSIGHT ENTERPRISES INC COM 45765U103 219 11400 SH SOLE 11400 0 0 D INTEGRAL SYSTEMS INC COM 45810H107 509 26804 SH SOLE 0 0 26804 D INTEGRAMED AMERICA INC COM 45810N302 68 9000 SH SOLE 0 0 9000 D INTEGRATED DEVICE TECH COM 458118106 65 4300 SH SOLE 4300 0 0 D INTEGRATED ELECTRICAL SVC COM 45811E103 443 39400 SH SOLE 39400 0 0 D INTEGRATED ELECTRICAL SVC COM 45811E103 10467 931200 SH SOLE 0 0 931200 D INTEL CORPORATION COM 458140100 21739 799229 SH SOLE 799229 0 0 D INTEL CORPORATION COM 458140100 7069 259881 SH SOLE 0 0 259881 D INTERACTIVE DATA CORP COM 45840J107 4 200 SH SOLE 200 0 0 D INTERACTIVECORP COM 45840Q101 9 300 SH SOLE 300 0 0 D INTERCHANGE FINANCIAL SERVICES COM 458447109 719 29600 SH SOLE 29600 0 0 D INTERFACE INC CL A COM 458665106 11126 1399450 SH SOLE 1399450 0 0 D INTERFACE INC CL A COM 458665106 1507 189600 SH SOLE 0 0 189600 D INTERDIGITAL COMMUNICATIONS CORCOM 45866A105 23 1300 SH SOLE 1300 0 0 D INTERNATIONAL BANCSHARES CORP COM 459044103 48 900 SH SOLE 900 0 0 D INTL BUSINESS MACHINES COM 459200101 63319 689450 SH SOLE 689450 0 0 D INTL BUSINESS MACHINES COM 459200101 12549 136637 SH SOLE 0 0 136637 D INTERNATL FLAVORS & FRAGRANCES COM 459506101 422 11900 SH SOLE 11900 0 0 D INTERNATIONAL GAMES TECH COM 459902102 2257 50200 SH SOLE 50200 0 0 D INTERNATIONAL PAPER COM 460146103 2 50 SH SOLE 50 0 0 D INTERNATIONAL PAPER COM 460146103 197 4661 SH SOLE 0 0 4661 D INTERNATIONAL RECTIFIER CORP COM 460254105 110 2400 SH SOLE 2400 0 0 D INTERNATIONAL SHIPHOLDING COM 460321201 180 12000 SH SOLE 0 0 12000 D INTERNATIONAL STEEL GROUP COM 460377104 1498 38700 SH SOLE 38700 0 0 D INTERPOOL INC COM 46062R108 479 31900 SH SOLE 0 0 31900 D INTERPUBLIC GROUP COS. COM 460690100 149 9700 SH SOLE 9700 0 0 D INTERSIL CORP COM 46069S109 89 4000 SH SOLE 4000 0 0 D INTERTAPE POLYMER GROUP COM 460919103 11654 1189200 SH SOLE 1189200 0 0 D INTERTAPE POLYMER GROUP COM 460919103 9469 966200 SH SOLE 0 0 966200 D INTRADO INC COM 46117A100 52 2700 SH SOLE 2700 0 0 D INTUIT COM 461202103 1052 23440 SH SOLE 23440 0 0 D INVERNESS MEDICAL INNOVATION COM 46126P106 4400 240425 SH SOLE 240425 0 0 D INVERNESS MEDICAL INNOVATION COM 46126P106 719 39300 SH SOLE 0 0 39300 D INVESTORS TITLE CO COM 461804106 194 6300 SH SOLE 0 0 6300 D INVITROGEN CORP COM 46185R100 100 1400 SH SOLE 1400 0 0 D INVESTORS FINL SERVICES CORP COM 461915100 17 400 SH SOLE 400 0 0 D IPAYMENT INC COM 46262E105 10375 311950 SH SOLE 311950 0 0 D IPAYMENT INC COM 46262E105 166 5000 SH SOLE 0 0 5000 D IRON MTN INC PA COM 462846106 13 300 SH SOLE 300 0 0 D ISHARES S&P 1500 INDEX FUND COM 464287150 60 600 SH SOLE 600 0 0 D ISHARES TR RUSSELL 2000 VALUE COM 464287630 240 1400 SH SOLE 1400 0 0 D ISHARES TR RUSSELL 2000 VALUE COM 464287630 10252 59900 SH SOLE 0 0 59900 D ISHARES RUSSELL 2000 COM 464287655 82 700 SH SOLE 700 0 0 D ISLE OF CAPRI CASINOS INC COM 464592104 1986 79000 SH SOLE 0 0 79000 D IVAX CORP COM 465823102 18 800 SH SOLE 800 0 0 D JDS UNIPHASE CORP COM 46612J101 385 94710 SH SOLE 94710 0 0 D JDA SOFTWARE GROUP INC COM 46612K108 2995 205875 SH SOLE 205875 0 0 D JDA SOFTWARE GROUP INC COM 46612K108 479 32900 SH SOLE 0 0 32900 D J JILL GROUP INC COM 466189107 169 8250 SH SOLE 8250 0 0 D J P MORGAN CHASE & CO COM 46625H100 12475 297371 SH SOLE 297371 0 0 D J P MORGAN CHASE & CO COM 46625H100 277 6597 SH SOLE 0 0 6597 D JABIL CIRCUIT INC COM 466313103 639 21700 SH SOLE 21700 0 0 D JACOBS ENGR GROUP INC DEL COM 469814107 4 100 SH SOLE 100 0 0 D JAKKS PACIFIC INC COM 47012E106 975 65000 SH SOLE 0 0 65000 D JEFFERIES GROUP INC COM 472319102 26457 748850 SH SOLE 748850 0 0 D JEFFERSON BANCSHARES INC COM 472375104 307 22000 SH SOLE 0 0 22000 D JEFFERSON PILOT COM 475070108 1191 21650 SH SOLE 21650 0 0 D JETBLUE AIRWAYS CORP COM 477143101 1012 40025 SH SOLE 40025 0 0 D JOHNSON & JOHNSON COM 478160104 25610 504934 SH SOLE 504934 0 0 D JOHNSON & JOHNSON COM 478160104 18325 361290 SH SOLE 0 0 361290 D JOHNSON CTLS INC COM 478366107 76 1290 SH SOLE 1290 0 0 D JOHNSON CTLS INC COM 478366107 108 1824 SH SOLE 0 0 1824 D JONES APPAREL GROUP INC COM 480074103 1822 50400 SH SOLE 50400 0 0 D JUNIPER NETWORKS INC COM 48203R104 73 2795 SH SOLE 2795 0 0 D KLA TENCOR CORP COM 482480100 2088 41470 SH SOLE 41470 0 0 D KLA TENCOR CORP COM 482480100 199 3950 SH SOLE 0 0 3950 D K MART Corp COM 482584109 0 3380 SH SOLE 0 0 3380 D K-SWISS INC -CL A COM 482686102 279 11400 SH SOLE 11400 0 0 D K2 INC COM 482732104 475 29658 SH SOLE 0 0 29658 D K V PHARMACEUTICAL CO COM 482740107 32 1150 SH SOLE 1150 0 0 D KV PHARMACEUTICAL CO CL A COM 482740206 11296 459950 SH SOLE 459950 0 0 D KANEB SERVICES LLC COM 484173109 1483 44936 SH SOLE 44936 0 0 D KANEB SERVICES LLC COM 484173109 5325 161366 SH SOLE 0 0 161366 D KAYDON CORP COM 486587108 31526 1145150 SH SOLE 1145150 0 0 D KB HOME COM 48666K109 2416 29900 SH SOLE 29900 0 0 D KEITH COMPANIES INC COM 487539108 7988 564490 SH SOLE 0 0 564490 D KEITHLEY INSTRUMENTS INC COM 487584104 2765 133500 SH SOLE 133500 0 0 D KELLOGG COM 487836108 36056 918870 SH SOLE 918870 0 0 D KELLOGG COM 487836108 8767 223410 SH SOLE 0 0 223410 D KERR MCGEE COM 492386107 2086 40500 SH SOLE 40500 0 0 D KEWAUNEE SCIENTIFIC CORP COM 492854104 65 6100 SH SOLE 0 0 6100 D KEY ENERGY SERVICES INC COM 492914106 6 500 SH SOLE 500 0 0 D KEYCORP COM 493267108 2043 67440 SH SOLE 67440 0 0 D KEYCORP COM 493267108 287 9480 SH SOLE 0 0 9480 D KEYSPAN CORP COM 49337W100 1040 27200 SH SOLE 27200 0 0 D KIMBERLY CLARK COM 494368103 4615 73139 SH SOLE 73139 0 0 D KIMBERLY CLARK COM 494368103 1501 23784 SH SOLE 0 0 23784 D KIMCO REALTY CORP COM 49446R109 92 1800 SH SOLE 1800 0 0 D KINDER MORGAN INC KANS COM 49455P101 876 13900 SH SOLE 13900 0 0 D KINDER MORGAN INC KANS COM 49455P101 2537 40250 SH SOLE 0 0 40250 D KING PHARMACEUTICALS INC COM 495582108 4626 274700 SH SOLE 274700 0 0 D KNAPE - VOGT COM 498782101 161 11807 SH SOLE 0 0 11807 D KNIGHT RIDDER COM 499040103 901 12300 SH SOLE 12300 0 0 D KNIGHT TRADING GROUP INC COM 499063105 67 5300 SH SOLE 5300 0 0 D KNIGHT TRANSPORTATION COM 499064103 15984 666575 SH SOLE 666575 0 0 D KNIGHT TRANSPORTATION COM 499064103 127 5300 SH SOLE 0 0 5300 D KOMAG INC COM 500453204 2462 133800 SH SOLE 133800 0 0 D KOPIN CORP COM 500600101 12 2000 SH SOLE 2000 0 0 D KOS PHARMACEUTICALS INC COM 500648100 90 2200 SH SOLE 2200 0 0 D KRAFT FOODS INC CL A COM 50075N104 106 3300 SH SOLE 3300 0 0 D KROGER COM 501044101 1726 103700 SH SOLE 103700 0 0 D KULICKE & SOFFA INDS INC COM 501242101 69 5900 SH SOLE 5900 0 0 D LSI LOGIC CORP COM 502161102 1123 120200 SH SOLE 120200 0 0 D LSI INDUSTRIES INC COM 50216C108 24984 2054643 SH SOLE 2054643 0 0 D LSI INDUSTRIES INC COM 50216C108 7168 589449 SH SOLE 0 0 589449 D LTWC CORP COM 502386105 0 284 SH 0 0 284 D LTX CORP COM 502392103 27 1800 SH SOLE 1800 0 0 D L-3 COMMUNICATIONS HLDGS INC COM 502424104 190 3200 SH SOLE 3200 0 0 D LA Z BOY INC COM 505336107 9596 440979 SH SOLE 440979 0 0 D LA Z BOY INC COM 505336107 1587 72950 SH SOLE 0 0 72950 D LABORATORY CORP AMER HLDGS COM 50540R409 43 1100 SH SOLE 1100 0 0 D LADISH CO INC COM 505754200 290 33000 SH SOLE 0 0 33000 D LAFARGE NORTH AMERICA INC. COM 505862102 57 1400 SH SOLE 1400 0 0 D LAM RESEARCH CORP COM 512807108 474 18800 SH SOLE 18800 0 0 D LANDAUER INC COM 51476K103 6901 164300 SH SOLE 0 0 164300 D LANDRY'S RESTAURANTS INC. COM 51508L103 66 2200 SH SOLE 2200 0 0 D LANDSTAR SYSTEMS INC COM 515098101 21027 513600 SH SOLE 513600 0 0 D LASALLE HOTEL PROPERTIES COM 517942108 8298 351600 SH SOLE 0 0 351600 D LAUDER ESTEE COS INC CL A COM 518439104 27 600 SH SOLE 600 0 0 D LEAR CORP COM 521865105 143 2300 SH SOLE 2300 0 0 D LEE ENTERPRISES COM 523768109 68 1500 SH SOLE 1500 0 0 D LEGGETT & PLATT COM 524660107 100 4200 SH SOLE 4200 0 0 D LEGG MASON INC COM 524901105 116 1248 SH SOLE 1248 0 0 D LEHMAN BROTHERS HOLDINGS COM 524908100 4632 55900 SH SOLE 55900 0 0 D LEHMAN BROTHERS HOLDINGS COM 524908100 79 950 SH SOLE 0 0 950 D LENNAR CORP Cl A COM 526057104 265 4910 SH SOLE 4910 0 0 D LEUCADIA NATIONAL CORP COM 527288104 37 700 SH SOLE 700 0 0 D LEVEL 3 COMMUNICATIONS INC COM 52729N100 702 174600 SH SOLE 174600 0 0 D LEXMARK INTERNATIONAL INC CL A COM 529771107 3121 33920 SH SOLE 33920 0 0 D LEXMARK INTERNATIONAL INC CL A COM 529771107 12 125 SH SOLE 0 0 125 D LIBERTY HOMES INC CL A COM 530582204 46 7600 SH SOLE 0 0 7600 D LIBERTY MEDIA CORP - A COM 530718105 181 16516 SH SOLE 0 0 16516 D LIBERTY PROPERTY TRUST COM 531172104 122 2700 SH SOLE 2700 0 0 D LIFETIME HOAN CORP COM 531926103 490 28000 SH SOLE 0 0 28000 D LIGHTBRIDGE INC COM 532226107 407 69000 SH SOLE 0 0 69000 D LILLY ELI & CO COM 532457108 7394 110530 SH SOLE 110530 0 0 D LILLY ELI & CO COM 532457108 4849 72487 SH SOLE 0 0 72487 D LIMITED BRANDS COM 532716107 48761 2438070 SH SOLE 2438070 0 0 D LIMITED BRANDS COM 532716107 11973 598630 SH SOLE 0 0 598630 D LIN TV CORP CL A COM 532774106 21283 893875 SH SOLE 893875 0 0 D LINCARE HOLDINGS INC COM 532791100 22 700 SH SOLE 700 0 0 D LINCOLN NATL CORP COM 534187109 4098 86600 SH SOLE 86600 0 0 D LINCOLN NATL CORP COM 534187109 170 3600 SH SOLE 0 0 3600 D LINDSAY MANUFACTURING CO COM 535555106 3472 144176 SH SOLE 144176 0 0 D LINDSAY MANUFACTURING CO COM 535555106 4845 201200 SH SOLE 0 0 201200 D LINEAR TECH CORP COM 535678106 7754 209458 SH SOLE 209458 0 0 D LINEAR TECH CORP COM 535678106 20692 558950 SH SOLE 0 0 558950 D LINENS N THINGS INC COM 535679104 1115 31500 SH SOLE 31500 0 0 D LIZ CLAIBORNE COM 539320101 646 17600 SH SOLE 17600 0 0 D LOCKHEED MARTIN CORP COM 539830109 29943 656062 SH SOLE 656062 0 0 D LOCKHEED MARTIN CORP COM 539830109 9877 216407 SH SOLE 0 0 216407 D LOEWS CORP COM 540424108 3750 63500 SH SOLE 63500 0 0 D LOWES CORP - CAROLINA GROUP COM 540424207 574 21000 SH SOLE 21000 0 0 D LOUISIANA PACIFIC COM 546347105 2219 86000 SH SOLE 86000 0 0 D LOUISIANA PACIFIC COM 546347105 31 1200 SH SOLE 0 0 1200 D LOWES COMPANIES COM 548661107 462 8225 SH SOLE 8225 0 0 D LOWES COMPANIES COM 548661107 1347 24000 SH SOLE 0 0 24000 D LUBRIZOL COM 549271104 66 2100 SH SOLE 2100 0 0 D LUCENT TECHNOLOGIES COM 549463107 2491 606192 SH SOLE 606192 0 0 D LUCENT TECHNOLOGIES COM 549463107 8 1912 SH SOLE 0 0 1912 D LUFKIN INDUSTRIES INC COM 549764108 564 18000 SH SOLE 0 0 18000 D LYON WILLIAM HOMES COM 552074106 2516 27000 SH SOLE 0 0 27000 D M & F WORLDWIDE CORP COM 552541104 205 15000 SH SOLE 15000 0 0 D M & F WORLDWIDE CORP COM 552541104 671 49000 SH SOLE 0 0 49000 D M & T BANK CORP COM 55261F104 135 1500 SH SOLE 1500 0 0 D MBIA COM 55262C100 1688 26925 SH SOLE 26925 0 0 D MBIA COM 55262C100 68 1090 SH SOLE 0 0 1090 D MBNA CORP COM 55262L100 4092 148116 SH SOLE 148116 0 0 D MB FINANCIAL INC COM 55264U108 3094 79350 SH SOLE 79350 0 0 D M D C HLDGS INC COM 552676108 352 5000 SH SOLE 5000 0 0 D MDU RESOURCES GROUP COM 552690109 102 4350 SH SOLE 4350 0 0 D MCSI INC COM 55270M108 1 65000 SH SOLE 0 0 65000 D MEMC ELECTRONIC MATERIALS COM 552715104 2 200 SH SOLE 200 0 0 D MFC BANCORP LTD COM 55271X202 828 33000 SH SOLE 0 0 33000 D MFC DEVELOPMENT CORP COM 55272V106 3 2250 SH SOLE 0 0 2250 D MFA MORTGAGE INVESTMENTS INC COM 55272X102 1687 167000 SH SOLE 0 0 167000 D MGIC INVESTMENT COM 552848103 623 9705 SH SOLE 9705 0 0 D MGM MIRAGE COM 552953101 199 4400 SH SOLE 4400 0 0 D M G P INGREDIENTS INC COM 55302G103 509 20000 SH SOLE 0 0 20000 D M I HOMES INC COM 55305B101 1787 37800 SH SOLE 0 0 37800 D MKS INSTRUMENT INC COM 55306N104 3297 137300 SH SOLE 137300 0 0 D MKS INSTRUMENT INC COM 55306N104 413 17200 SH SOLE 0 0 17200 D MSC INDL DIRECT INC COM 553530106 9 300 SH SOLE 300 0 0 D MSC.SOFTWARE CORP. COM 553531104 931 105700 SH SOLE 105700 0 0 D MSC.SOFTWARE CORP. COM 553531104 4903 556500 SH SOLE 0 0 556500 D MTS SYSTEMS CORP COM 553777103 733 26500 SH SOLE 26500 0 0 D MAC-GRAY CORP COM 554153106 851 130900 SH SOLE 0 0 130900 D MACDERMID INC COM 554273102 13400 380800 SH SOLE 380800 0 0 D MACERICH COMPANY COM 554382101 113 2100 SH SOLE 2100 0 0 D MACK-CALI REALTY CORPORATION COM 554489104 99 2200 SH SOLE 2200 0 0 D MACROMEDIA INC COM 556100105 10 500 SH SOLE 500 0 0 D MAIL-WELL INC COM 560321200 119 26700 SH SOLE 26700 0 0 D MAIN STREET BANKS INC COM 56034R102 878 32115 SH SOLE 32115 0 0 D MAINE & MARITIMES CORP COM 560377103 133 3900 SH SOLE 0 0 3900 D MAIR HOLDINGS INC COM 560635104 475 52000 SH SOLE 0 0 52000 D MANDALAY RESORT GROUP COM 562567107 69 1200 SH SOLE 1200 0 0 D MANOR CARE INC COM 564055101 385 10900 SH SOLE 10900 0 0 D MANPOWER INC COM 56418H100 28 600 SH SOLE 600 0 0 D MAPINFO CORP COM 565105103 110 8600 SH SOLE 8600 0 0 D MARATHON OIL CORP COM 565849106 1502 44600 SH SOLE 44600 0 0 D MARINEMAX INC COM 567908108 1089 41000 SH SOLE 0 0 41000 D MARINE PRODUCTS CORP COM 568427108 11776 841720 SH SOLE 841720 0 0 D MARINE PRODUCTS CORP COM 568427108 152 10900 SH SOLE 0 0 10900 D MARITRANS INC COM 570363101 330 21000 SH SOLE 0 0 21000 D MARKEL CORP COM 570535104 202 700 SH SOLE 700 0 0 D MARSH & MCLENNAN COM 571748102 2570 55504 SH SOLE 55504 0 0 D MARSH & MCLENNAN COM 571748102 1308 28256 SH SOLE 0 0 28256 D MARSH SUPERMARKETS CL B COM 571783208 343 28125 SH SOLE 0 0 28125 D MARSH SUPERMARKETS CL A COM 571783307 267 20425 SH SOLE 0 0 20425 D MARSHALL & ILSLEY CORP COM 571834100 1233 32600 SH SOLE 32600 0 0 D MARRIOTT INTL INC CL A COM 571903202 289 6800 SH SOLE 6800 0 0 D MARTEN TRANSPORT LTD COM 573075108 13508 710950 SH SOLE 710950 0 0 D MARTEN TRANSPORT LTD COM 573075108 843 44350 SH SOLE 0 0 44350 D MARTIN MARIETTA MATERIALS COM 573284106 78 1700 SH SOLE 1700 0 0 D MARVEL ENTERPRISES INC COM 57383M108 6 300 SH SOLE 300 0 0 D MASCO COM 574599106 2786 91527 SH SOLE 91527 0 0 D MASSEY ENERGY CORP COM 576206106 3819 173025 SH SOLE 173025 0 0 D MATRIA HEALTHCARE INC COM 576817209 506 20000 SH SOLE 0 0 20000 D MATRIX BANCORP INC COM 576819106 148 13000 SH SOLE 0 0 13000 D MATRIX SVC CO COM 576853105 8639 638500 SH SOLE 0 0 638500 D MATTEL INC. COM 577081102 68 3700 SH SOLE 3700 0 0 D MAXTOR CORP COM 577729205 86 10500 SH SOLE 10500 0 0 D MAXCOR FINANCIAL GROUP INC COM 57772G100 212 18000 SH SOLE 0 0 18000 D MAXIM INTEGRATED PRODUCTS COM 57772K101 6633 140860 SH SOLE 140860 0 0 D MAXIM INTEGRATED PRODUCTS COM 57772K101 15295 324800 SH SOLE 0 0 324800 D MAXWELL SHOE INC CL A COM 577766108 872 38750 SH SOLE 0 0 38750 D MAY DEPARTMENT STORE COM 577778103 1466 42400 SH SOLE 42400 0 0 D MAY DEPARTMENT STORE COM 577778103 34 975 SH SOLE 0 0 975 D MAXICARE HEALTH PLANS INC COM 577904501 0 2000 SH SOLE 2000 0 0 D MAYTAG CORP COM 578592107 1017 32200 SH SOLE 32200 0 0 D MCCLATCHY COMPANY CL A COM 579489105 43 600 SH SOLE 600 0 0 D MCCORMICK & CO. COM 579780206 67 2000 SH SOLE 2000 0 0 D MCDATA CORP CL A COM 580031201 5 701 SH SOLE 701 0 0 D MCDATA CORP CL A COM 580031201 0 29 SH SOLE 0 0 29 D MCDONALDS CORP COM 580135101 62494 2187389 SH SOLE 2187389 0 0 D MCDONALDS CORP COM 580135101 21188 741622 SH SOLE 0 0 741622 D MCGRAW HILL COMPANIES INC COM 580645109 2343 30775 SH SOLE 30775 0 0 D MCKESSON CORPORATION COM 58155Q103 367 12200 SH SOLE 12200 0 0 D MCRAE INDUSTRIES INC COM 582757209 45 4500 SH SOLE 0 0 4500 D MEADWESTVACO CORP COM 583334107 68 2400 SH SOLE 2400 0 0 D MEADWESTVACO CORP COM 583334107 23 800 SH SOLE 0 0 800 D MEDCO HEALTH SOLUTIONS INC COM 58405U102 1007 29620 SH SOLE 29620 0 0 D MEDCO HEALTH SOLUTIONS INC COM 58405U102 46 1354 SH SOLE 0 0 1354 D MEDIA 100 INC COM 58440W105 1 63200 SH SOLE 63200 0 0 D MEDICAL STAFFING NETWORKS HLDG COM 58463F104 637 81000 SH SOLE 0 0 81000 D MEDIMMUNE INC COM 584699102 388 16800 SH SOLE 16800 0 0 D MEDTRONIC COM 585055106 13540 283566 SH SOLE 283566 0 0 D MEDTRONIC COM 585055106 19107 400151 SH SOLE 0 0 400151 D MEGO FINANCIAL CORP COM 585162308 0 9000 SH SOLE 0 0 9000 D MELLON FINANCIAL CORPORATION COM 58551A108 343 10970 SH SOLE 10970 0 0 D MELLON FINANCIAL CORPORATION COM 58551A108 842 26900 SH SOLE 0 0 26900 D MENS WEARHOUSE INC COM 587118100 964 36300 SH SOLE 36300 0 0 D MENS WEARHOUSE INC COM 587118100 173 6500 SH SOLE 0 0 6500 D MERCANTILE BANK CORP COM 587376104 2922 82300 SH SOLE 0 0 82300 D MERCANTILE BANKSHARES CORP COM 587405101 103 2400 SH SOLE 2400 0 0 D MERCHANTS GROUP COM 588539106 122 5000 SH SOLE 0 0 5000 D MERCK & CO INC COM 589331107 20745 469455 SH SOLE 469455 0 0 D MERCK & CO INC COM 589331107 10293 232937 SH SOLE 0 0 232937 D MERCURY GENERAL CORP COM 589400100 519 10400 SH SOLE 10400 0 0 D MEREDITH CORP COM 589433101 334 6600 SH SOLE 6600 0 0 D MERITAGE CORP COM 59001A102 104 1400 SH SOLE 1400 0 0 D MERITAGE CORP COM 59001A102 2599 35000 SH SOLE 0 0 35000 D MERRILL LYNCH & CO COM 590188108 10316 173200 SH SOLE 173200 0 0 D MERRILL LYNCH & CO COM 590188108 15 253 SH SOLE 0 0 253 D MESA AIR GROUP INC COM 590479101 49 5900 SH SOLE 5900 0 0 D MESTEK INC COM 590829107 383 21300 SH SOLE 0 0 21300 D MET PRO CORP COM 590876306 8456 503352 SH SOLE 503352 0 0 D MET PRO CORP COM 590876306 535 31849 SH SOLE 0 0 31849 D METALS USA INC COM 591324207 182 14050 SH SOLE 14050 0 0 D METHODE ELECTRONICS INC COM 591520200 1213 94000 SH SOLE 0 0 94000 D METLIFE INC COM 59156R108 3067 85959 SH SOLE 85959 0 0 D METROCORP BANCSHARES INC COM 591650106 1474 100000 SH SOLE 0 0 100000 D METTLER-TOLEDO INTERNATIONAL COM 592688105 4 100 SH SOLE 100 0 0 D MICHAELS STORES COM 594087108 16402 337350 SH SOLE 337350 0 0 D MICREL INC COM 594793101 27281 2043500 SH SOLE 2043500 0 0 D MICRO LINEAR CORP COM 594850109 430 69200 SH SOLE 69200 0 0 D MICRO LINEAR CORP COM 594850109 6 900 SH SOLE 0 0 900 D MICROSOFT COM 594918104 40103 1606049 SH SOLE 1606049 0 0 D MICROSOFT COM 594918104 20922 837870 SH SOLE 0 0 837870 D MICROCHIP TECHNOLOGY COM 595017104 5102 192097 SH SOLE 192097 0 0 D MICROCHIP TECHNOLOGY COM 595017104 7947 299221 SH SOLE 0 0 299221 D MICROMUSE INC COM 595094103 76 9700 SH SOLE 9700 0 0 D MICRON TECHNOLOGY INC COM 595112103 766 45825 SH SOLE 45825 0 0 D MICROSEMI CORP COM 595137100 92 6700 SH SOLE 6700 0 0 D MIDDLESEX WATER COM 596680108 567 27400 SH SOLE 0 0 27400 D MIDLAND CO COM 597486109 1168 46800 SH SOLE 0 0 46800 D MILLENNIUM PHARMACEUTICALS INC COM 599902103 10 600 SH SOLE 600 0 0 D MILLENNIUM CHEMICALS COM 599903101 3223 215750 SH SOLE 215750 0 0 D MILLENNIUM CHEMICALS COM 599903101 509 34100 SH SOLE 0 0 34100 D MILLER HERMAN INC COM 600544100 3317 124550 SH SOLE 124550 0 0 D MILLER HERMAN INC COM 600544100 686 25750 SH SOLE 0 0 25750 D MILLIPORE COM 601073109 62 1200 SH SOLE 1200 0 0 D MILLS CORP COM 601148109 37 700 SH SOLE 700 0 0 D MIRANT CORP COM 604675108 1 2000 SH SOLE 2000 0 0 D MITY ENTERPRISES INC COM 606850105 4278 251036 SH SOLE 251036 0 0 D MITY ENTERPRISES INC COM 606850105 95 5600 SH SOLE 0 0 5600 D MOBILE MINI INC COM 60740F105 640 37000 SH SOLE 0 0 37000 D MOD-PAC CORP COM 607495108 90 10562 SH SOLE 0 0 10562 D MODINE MANUFACTURING COM 607828100 10377 398200 SH SOLE 398200 0 0 D MODTECH HOLDINGS INC COM 60783C100 304 41000 SH SOLE 0 0 41000 D MOHAWK INDS INC COM 608190104 17127 207981 SH SOLE 207981 0 0 D MOHAWK INDS INC COM 608190104 2303 27962 SH SOLE 0 0 27962 D MOLDFLOW CORP COM 608507109 8367 832500 SH SOLE 832500 0 0 D MOLDFLOW CORP COM 608507109 119 11800 SH SOLE 0 0 11800 D MOLEX INC COM 608554101 1814 59675 SH SOLE 59675 0 0 D MOLEX INC COM 608554101 3360 110577 SH SOLE 0 0 110577 D MOLEX INC CL A COM 608554200 3242 124494 SH SOLE 124494 0 0 D MOLEX INC CL A COM 608554200 5568 213837 SH SOLE 0 0 213837 D MONRO MUFFLER BRAKE COM 610236101 862 34500 SH SOLE 0 0 34500 D MONSANTO CO COM 61166W101 426 11612 SH SOLE 11612 0 0 D MONSANTO CO COM 61166W101 26 698 SH SOLE 0 0 698 D MONSTER WORLDWIDE INC COM 611742107 176 6700 SH SOLE 6700 0 0 D MOODYS CORP COM 615369105 1108 15650 SH SOLE 15650 0 0 D MOODYS CORP COM 615369105 108 1520 SH SOLE 0 0 1520 D MORGAN STANLEY COM 617446448 41071 716777 SH SOLE 716777 0 0 D MORGAN STANLEY COM 617446448 7150 124785 SH SOLE 0 0 124785 D MOTOROLA COM 620076109 6662 378500 SH SOLE 378500 0 0 D MOTOROLA COM 620076109 2 100 SH SOLE 0 0 100 D MOVADO GROUP INC COM 624580106 14448 482551 SH SOLE 482551 0 0 D MOVADO GROUP INC COM 624580106 11653 389200 SH SOLE 0 0 389200 D MUNICIPAL MTG & EQUITY L L C COM 62624B101 98 3810 SH SOLE 0 0 3810 D MURPHY OIL COM 626717102 31 500 SH SOLE 500 0 0 D MYKROLIS CORP COM 62852P103 31570 2213850 SH SOLE 2213850 0 0 D MYKROLIS CORP COM 62852P103 124 8700 SH SOLE 0 0 8700 D MYLAN LABS COM 628530107 52 2277 SH SOLE 2277 0 0 D NCR CORP COM 62886E108 1639 37210 SH SOLE 37210 0 0 D NCR CORP COM 62886E108 4 83 SH SOLE 0 0 83 D NN INC COM 629337106 6676 572100 SH SOLE 0 0 572100 D NRG ENERGY INC COM 629377508 6600 297300 SH SOLE 297300 0 0 D NUI CORP COM 629431107 727 43000 SH SOLE 0 0 43000 D NVR INC COM 62944T105 46 100 SH SOLE 100 0 0 D NABI BIOPHARMACEUTICALS COM 629519109 1524 98000 SH SOLE 0 0 98000 D NASDAQ 100 TRUST COM 631100104 11 300 SH SOLE 300 0 0 D NASH FINCH COMPANY COM 631158102 161 6800 SH SOLE 6800 0 0 D NASH FINCH COMPANY COM 631158102 758 32000 SH SOLE 0 0 32000 D NATCO GROUP INC CL A COM 63227W203 284 39000 SH SOLE 0 0 39000 D NATIONAL CITY CORP COM 635405103 14260 400780 SH SOLE 400780 0 0 D NATIONAL CITY CORP COM 635405103 3257 91540 SH SOLE 0 0 91540 D NATL COMMERCE FINANCIAL CORP COM 63545P104 1333 46600 SH SOLE 46600 0 0 D NATIONAL FUEL GAS COM 636180101 81 3280 SH SOLE 3280 0 0 D NATIONAL INSTRUMENTS CORP COM 636518102 5 150 SH SOLE 150 0 0 D NATIONAL-OILWELL INC COM 637071101 88 3100 SH SOLE 3100 0 0 D NATIONAL PROCESSING INC COM 637229105 4397 231400 SH SOLE 231400 0 0 D NATIONAL R V HLDGS INC COM 637277104 348 22000 SH SOLE 0 0 22000 D NATIONAL SECURITY GROUP INC COM 637546102 106 4600 SH SOLE 0 0 4600 D NATIONAL SEMICONDUCTOR COM 637640103 1986 44700 SH SOLE 44700 0 0 D NATIONAL WESTERN LIFE COM 638522102 887 6000 SH SOLE 0 0 6000 D NATIONWIDE FINANCIAL SVCS COM 638612101 177 4900 SH SOLE 4900 0 0 D NATIONWIDE HEALTH PROPERTIES INCOM 638620104 167 7500 SH SOLE 7500 0 0 D NATURAL GAS SERVICES GROUP COM 63886Q109 152 21400 SH SOLE 21400 0 0 D NATURAL GAS SERVICES GROUP COM 63886Q109 3 400 SH SOLE 0 0 400 D NAVIGATORS GROUP INC COM 638904102 932 32400 SH SOLE 0 0 32400 D NATURES SUNSHINE PRODS INC COM 639027101 549 37000 SH SOLE 0 0 37000 D NAVISTAR INTL CORP COM 63934E108 367 8000 SH SOLE 8000 0 0 D NAVIGANT INTERNATIONAL INC COM 63935R108 664 36900 SH SOLE 0 0 36900 D NEIGHBORCARE INC COM 64015Y104 179 7400 SH SOLE 7400 0 0 D NEIMAN MARCUS GROUP CL B COM 640204301 17 339 SH SOLE 0 0 339 D THOMAS NELSON COM 640376109 479 17600 SH SOLE 17600 0 0 D NEOGEN CORP COM 640491106 7397 400699 SH SOLE 400699 0 0 D NEOGEN CORP COM 640491106 145 7875 SH SOLE 0 0 7875 D NETWORKS ASSOCS INC COM 640938106 36 2000 SH SOLE 2000 0 0 D NETSCREEN TECHNOLOGIES INC COM 64117V107 11 300 SH SOLE 300 0 0 D NETWORK APPLIANCE INC COM 64120L104 839 39100 SH SOLE 39100 0 0 D NEW CENTURY FINANCIAL CORP COM 64352D101 204 4200 SH SOLE 4200 0 0 D NEW ENGLAND BUS SVC COM 643872104 6502 192075 SH SOLE 192075 0 0 D NEW ENGLAND BUS SVC COM 643872104 5211 153950 SH SOLE 0 0 153950 D NEW HORIZONS WORLDWIDE INC COM 645526104 147 24000 SH SOLE 0 0 24000 D NEW PLAN EXCEL REALTY TRUST COM 648053106 98 3600 SH SOLE 3600 0 0 D NEW YORK CMNTY BANCORP INC COM 649445103 13030 380103 SH SOLE 380103 0 0 D NEW YORK CMNTY BANCORP INC COM 649445103 1671 48737 SH SOLE 0 0 48737 D NEW YORK TIMES CL A COM 650111107 4449 100650 SH SOLE 100650 0 0 D NEW YORK TIMES CL A COM 650111107 4125 93325 SH SOLE 0 0 93325 D NEWELL RUBBERMAID COM 651229106 35 1500 SH SOLE 1500 0 0 D NEWFIELD EXPL CO COM 651290108 58 1200 SH SOLE 1200 0 0 D NEWMONT MINING CORP HOLDING CO COM 651639106 318 6820 SH SOLE 6820 0 0 D NEWPARK RESOURCES INC COM 651718504 3701 711700 SH SOLE 711700 0 0 D NEWPARK RESOURCES INC COM 651718504 584 112400 SH SOLE 0 0 112400 D NEXTEL COMMUNICATIONS CL A COM 65332V103 2968 120010 SH SOLE 120010 0 0 D NEXTEL PARTNERS INC CLASS A COM 65333F107 6 500 SH SOLE 500 0 0 D NICOR INC COM 654086107 254 7200 SH SOLE 7200 0 0 D NIKE COM 654106103 2258 29000 SH SOLE 29000 0 0 D NISOURCE INC COM 65473P105 676 31800 SH SOLE 31800 0 0 D NOBEL LEARNING CMNTYS INC COM 654889104 100 14300 SH SOLE 0 0 14300 D NOBILITY HOMES INC COM 654892108 164 10300 SH SOLE 0 0 10300 D NOBLE INTERNATIONAL LTD COM 655053106 31 1200 SH SOLE 1200 0 0 D NOLAND CO COM 655286102 410 9000 SH SOLE 0 0 9000 D NORDSTROM COM 655664100 746 18700 SH SOLE 18700 0 0 D NORFOLK SOUTHERN COM 655844108 4018 181900 SH SOLE 181900 0 0 D NORFOLK SOUTHERN COM 655844108 76 3444 SH SOLE 0 0 3444 D NORTEL NETWORKS CORP COM 656568102 1 100 SH SOLE 100 0 0 D NORTH AMERICAN PALLADIUM LTD COM 656912102 1595 135400 SH SOLE 0 0 135400 D NORTH FORK BANCORP COM 659424105 643 15200 SH SOLE 15200 0 0 D NORTHEAST UTILITIES COM 664397106 91 4900 SH SOLE 4900 0 0 D NORTHERN BORDER PARTNERS L P COM 664785102 10 232 SH SOLE 232 0 0 D NORTHERN TRUST CORP COM 665859104 950 20400 SH SOLE 20400 0 0 D NORTHRIM BANCORP COM 666762109 3336 130300 SH SOLE 0 0 130300 D NORTHROP GRUMMAN CORP COM 666807102 2559 26000 SH SOLE 26000 0 0 D NORTHROP GRUMMAN CORP COM 666807102 24 242 SH SOLE 0 0 242 D NORTHWEST PIPE CO COM 667746101 244 16800 SH SOLE 0 0 16800 D NU HORIZONS ELECTRS CORP COM 669908105 9109 865900 SH SOLE 865900 0 0 D NU HORIZONS ELECTRS CORP COM 669908105 612 58200 SH SOLE 0 0 58200 D NOVAMERICAN STEEL INC COM 669959108 564 26000 SH SOLE 0 0 26000 D NOVELL COM 670006105 11 1000 SH SOLE 1000 0 0 D NOVELLUS SYS INC COM 670008101 5441 171150 SH SOLE 171150 0 0 D NSTAR COM 67019E107 16821 331645 SH SOLE 331645 0 0 D NSTAR COM 67019E107 4765 93945 SH SOLE 0 0 93945 D NUCOR CORP. COM 670346105 1260 20500 SH SOLE 20500 0 0 D NUEVO ENERGY CO COM 670509108 443 13600 SH SOLE 13600 0 0 D NYFIX INC COM 670712108 346 67000 SH SOLE 0 0 67000 D OGE ENERGY CORP COM 670837103 74 2800 SH SOLE 2800 0 0 D OM GROUP INC COM 670872100 176 5800 SH SOLE 5800 0 0 D NUVEEN INVESTMENTS CL A COM 67090F106 33 1200 SH SOLE 1200 0 0 D OCCIDENTAL PETROLEUM COM 674599105 19693 427650 SH SOLE 427650 0 0 D OCCIDENTAL PETROLEUM COM 674599105 4347 94400 SH SOLE 0 0 94400 D OCTEL CORP COM 675727101 955 32000 SH SOLE 0 0 32000 D ODYSSEY RE HOLDINGS CORP COM 67612W108 170 6300 SH SOLE 6300 0 0 D OFFICE DEPOT INC COM 676220106 653 34700 SH SOLE 34700 0 0 D OLD DOMINION FGHT LINES INC COM 679580100 8639 256350 SH SOLE 256350 0 0 D OLD DOMINION FGHT LINES INC COM 679580100 3790 112450 SH SOLE 0 0 112450 D OLD REPUBLIC INTL. CORP. COM 680223104 188 7650 SH SOLE 7650 0 0 D OMNICARE INC COM 681904108 239 5400 SH SOLE 5400 0 0 D OMNICOM GROUP COM 681919106 144 1800 SH SOLE 1800 0 0 D OMEGA PROTEIN CORP COM 68210P107 78 10700 SH SOLE 0 0 10700 D ONE LIBERTY PROPERTIES INC COM 682406103 5636 249925 SH SOLE 0 0 249925 D ONEOK INC COM 682680103 74 3300 SH SOLE 3300 0 0 D ONEOK INC COM 682680103 153 6800 SH SOLE 0 0 6800 D ONESOURCE INFORMATION SVCS I COM 68272J106 4322 525100 SH SOLE 525100 0 0 D ONESOURCE INFORMATION SVCS I COM 68272J106 62 7500 SH SOLE 0 0 7500 D ONYX ACCEPTANCE CORP COM 682914106 137 13000 SH SOLE 0 0 13000 D ORACLE SYSTEMS COM 68389X105 6785 564930 SH SOLE 564930 0 0 D ORACLE SYSTEMS COM 68389X105 22 1800 SH SOLE 0 0 1800 D OPTION CARE INC COM 683948103 638 56000 SH SOLE 0 0 56000 D O REILLY AUTOMOTIVE INC COM 686091109 4 100 SH SOLE 100 0 0 D ORIENTAL FINANCIAL GROUP COM 68618W100 2991 93900 SH SOLE 93900 0 0 D ORIENTAL FINANCIAL GROUP COM 68618W100 497 15600 SH SOLE 0 0 15600 D OSHKOSH TRUCK CORP COM 688239201 479 8600 SH SOLE 8600 0 0 D OUTBACK STEAKHOUSE INC COM 689899102 122 2500 SH SOLE 2500 0 0 D OVERSEAS SHIPHOLDING COM 690368105 219 6000 SH SOLE 6000 0 0 D OVERSEAS SHIPHOLDING COM 690368105 20 560 SH SOLE 0 0 560 D OWENS ILLINOIS INC COM 690768403 56 4000 SH SOLE 4000 0 0 D OXFORD HEALTH PLANS INC COM 691471106 39 800 SH SOLE 800 0 0 D P & F INDUSTRIES CL A COM 692830508 77 9000 SH SOLE 0 0 9000 D P A M TRANSN SVCS INC COM 693149106 503 29100 SH SOLE 0 0 29100 D PC CONNECTION INC COM 69318J100 513 65000 SH SOLE 0 0 65000 D PDI INC COM 69329V100 658 26000 SH SOLE 0 0 26000 D PG & E CORP COM 69331C108 1518 52401 SH SOLE 52401 0 0 D PLM EQUIPMENT GROWTH FD II COM 693414104 0 1000 SH SOLE 1000 0 0 D PMA CAPITAL CORP COM 693419202 395 65000 SH SOLE 0 0 65000 D PMC-SIERRA INC COM 69344F106 329 19400 SH SOLE 19400 0 0 D PMI GROUP INC COM 69344M101 112 3000 SH SOLE 3000 0 0 D PNC FINANCIAL SERV GROUP COM 693475105 2294 41400 SH SOLE 41400 0 0 D PNC FINANCIAL SERV GROUP COM 693475105 25 450 SH SOLE 0 0 450 D PPG INDUSTRIES COM 693506107 52016 892211 SH SOLE 892211 0 0 D PPG INDUSTRIES COM 693506107 12432 213240 SH SOLE 0 0 213240 D PPL CORPORATION COM 69351T106 1196 26220 SH SOLE 26220 0 0 D PPL CORPORATION COM 69351T106 19 411 SH SOLE 0 0 411 D PSS WORLD MEDICAL INC COM 69366A100 11564 1033392 SH SOLE 1033392 0 0 D PSS WORLD MEDICAL INC COM 69366A100 1509 134875 SH SOLE 0 0 134875 D PACCAR INC COM 693718108 1405 24975 SH SOLE 24975 0 0 D PACIFIC CAPITAL BANCORP COM 69404P101 18594 468715 SH SOLE 468715 0 0 D PACIFICARE HEALTH SYSTEMS COM 695112102 396 10000 SH SOLE 10000 0 0 D PACTIV CORP COM 695257105 409 18400 SH SOLE 18400 0 0 D PALL CORP COM 696429307 356 15700 SH SOLE 15700 0 0 D PALM HARBOR HOMES COM 696639103 1258 60000 SH SOLE 0 0 60000 D PALMONE INC COM 69713P107 2 75 SH SOLE 75 0 0 D PAN PACIFIC RETAIL PROPERTIES ICOM 69806L104 709 13600 SH SOLE 13600 0 0 D PARAMETRIC TECH CORP COM 699173100 182 40200 SH SOLE 40200 0 0 D PARK ELECTROCHEMICAL COM 700416209 61 2400 SH SOLE 2400 0 0 D PARKER HANNIFIN COM 701094104 29453 521288 SH SOLE 521288 0 0 D PARKER HANNIFIN COM 701094104 6636 117445 SH SOLE 0 0 117445 D PARLUX FRAGRANCES INC COM 701645103 765 84400 SH SOLE 84400 0 0 D PATINA OIL & GAS CORP COM 703224105 572 21800 SH SOLE 21800 0 0 D PATRIOT SCIENTIFIC CORP COM 70336N107 0 2000 SH SOLE 2000 0 0 D PATTERSON DENTAL CO COM 703412106 7 100 SH SOLE 100 0 0 D PATTERSON-UTI ENERGY INC COM 703481101 18 500 SH SOLE 500 0 0 D PAXAR CORP COM 704227107 5518 374075 SH SOLE 374075 0 0 D PAXAR CORP COM 704227107 733 49675 SH SOLE 0 0 49675 D PAYCHEX COM 704326107 1255 35247 SH SOLE 35247 0 0 D PAYCHEX COM 704326107 2332 65500 SH SOLE 0 0 65500 D PEABODY ENERGY CORP COM 704549104 56 1200 SH SOLE 1200 0 0 D PEDIATRIC SERVICES OF AMERICA COM 705323103 246 18000 SH SOLE 0 0 18000 D PEDIATRIX MED GROUP COM 705324101 63 1000 SH SOLE 1000 0 0 D PENFORD CORP COM 707051108 7743 464750 SH SOLE 0 0 464750 D PENN AMERICA GROUP INC COM 707247102 568 38750 SH SOLE 0 0 38750 D PENN ENG & MFG CORP A COM 707389102 96 6400 SH SOLE 0 0 6400 D PENN ENGINEERING & MFG CORP COM 707389300 5872 346000 SH SOLE 346000 0 0 D PENN ENGINEERING & MFG CORP COM 707389300 913 53800 SH SOLE 0 0 53800 D PENNEY J C CO INC (HLDG CO) COM 708160106 1147 32966 SH SOLE 32966 0 0 D PENTAIR INC COM 709631105 478 8100 SH SOLE 8100 0 0 D PENWEST PHARMACEUTICALS CO COM 709754105 6408 438575 SH SOLE 0 0 438575 D PEOPLES BANK BRIDGEPORT CT COM 710198102 37 800 SH SOLE 800 0 0 D PEOPLES BANK BRIDGEPORT CT COM 710198102 28 600 SH SOLE 0 0 600 D PEOPLES ENERGY COM 711030106 203 4550 SH SOLE 4550 0 0 D PEOPLESOFT INC COM 712713106 922 49860 SH SOLE 49860 0 0 D PEP BOYS COM 713278109 80 2900 SH SOLE 2900 0 0 D PEPCO HOLDINGS INC COM 713291102 29 1400 SH SOLE 1400 0 0 D PEPSI BOTTLING GROUP INC COM 713409100 4756 159880 SH SOLE 159880 0 0 D PEPSIAMERICAS INC COM 71343P200 151 7400 SH SOLE 7400 0 0 D PEPSICO COM 713448108 17932 332995 SH SOLE 332995 0 0 D PEPSICO COM 713448108 21860 405948 SH SOLE 0 0 405948 D PERFORMANCE FOOD GROUP COM 713755106 433 12600 SH SOLE 12600 0 0 D PERFORMANCE TECHNOLOGIES INC COM 71376K102 1450 85850 SH SOLE 85850 0 0 D PERICOM SEMICONDUCTOR CORP COM 713831105 643 56000 SH SOLE 0 0 56000 D PERINI CORP COM 713839108 536 34000 SH SOLE 34000 0 0 D PERKINELMER INC COM 714046109 9647 466258 SH SOLE 466258 0 0 D PEROT SYS CORP CL A COM 714265105 858 64500 SH SOLE 64500 0 0 D PETROFUND ENERGY TRUST COM 71648W108 2591 196000 SH SOLE 0 0 196000 D PETROLEUM DEVELOPMENT CORP COM 716578109 960 33500 SH SOLE 33500 0 0 D PETROLEUM DEVELOPMENT CORP COM 716578109 1203 42000 SH SOLE 0 0 42000 D PETROLEUM HELICOPTER VTG COM 716604103 336 13600 SH SOLE 0 0 13600 D PETSMART INC COM 716768106 25 900 SH SOLE 900 0 0 D PFIZER COM 717081103 88385 2521682 SH SOLE 2521682 0 0 D PFIZER COM 717081103 37433 1067977 SH SOLE 0 0 1067977 D PHARMACEUTICAL RESOURCES COM 717125108 11588 203800 SH SOLE 203800 0 0 D PHELPS DODGE COM 717265102 2294 28090 SH SOLE 28090 0 0 D PHILADELPHIA CONS HLDG CORP COM 717528103 17383 299700 SH SOLE 299700 0 0 D PHILLIPS-VAN HEUSEN COM 718592108 204 11000 SH SOLE 11000 0 0 D PIER 1 IMPORTS COM 720279108 89 3750 SH SOLE 3750 0 0 D PINNACLE ENTERTAINMENT INC COM 723456109 5669 410800 SH SOLE 410800 0 0 D PINNACLE ENTERTAINMENT INC COM 723456109 1013 73400 SH SOLE 0 0 73400 D PINNACLE FINANCIAL PARTNERS COM 72346Q104 4543 149000 SH SOLE 149000 0 0 D PINNACLE WEST CAPITAL COM 723484101 476 12100 SH SOLE 12100 0 0 D PIONEER NAT RES CO COM 723787107 116 3600 SH SOLE 3600 0 0 D PIPER JAFFRAY COMPANIES INC COM 724078100 13203 243817 SH SOLE 243817 0 0 D PIPER JAFFRAY COMPANIES INC COM 724078100 3 47 SH SOLE 0 0 47 D PITNEY BOWES COM 724479100 1295 30400 SH SOLE 30400 0 0 D PITNEY BOWES COM 724479100 78 1840 SH SOLE 0 0 1840 D PIXAR INC COM 725811103 13 200 SH SOLE 200 0 0 D PLANTRONICS INC NEW COM 727493108 209 5700 SH SOLE 5700 0 0 D PLATO LEARNING INC COM 72764Y100 373 37000 SH SOLE 0 0 37000 D PLUM CREEK TIMBER CO COM 729251108 309 9500 SH SOLE 9500 0 0 D PLUM CREEK TIMBER CO COM 729251108 0 12 SH SOLE 0 0 12 D POGO PRODUCING CO COM 730448107 229 5000 SH SOLE 5000 0 0 D POLARIS INDS INC COM 731068102 9 200 SH SOLE 200 0 0 D POLYCOM INC COM 73172K104 106 5000 SH SOLE 5000 0 0 D POLYMEDICA CORP COM 731738100 18715 697782 SH SOLE 697782 0 0 D POLYMEDICA CORP COM 731738100 2795 104200 SH SOLE 0 0 104200 D POMEROY IT SOLUTIONS INC COM 731822102 2 150 SH SOLE 150 0 0 D POMEROY IT SOLUTIONS INC COM 731822102 464 32000 SH SOLE 0 0 32000 D POPULAR INC COM 733174106 198 4600 SH SOLE 4600 0 0 D POWELL INDUSTRIES INC COM 739128106 497 28000 SH SOLE 0 0 28000 D PRAXAIR INC COM 74005P104 1373 37000 SH SOLE 37000 0 0 D PREPAID LEGAL SERVICE COM 740065107 71 2900 SH SOLE 2900 0 0 D PRECISION DRILLING CORP COM 74022D100 261 5600 SH SOLE 5600 0 0 D PRENTISS PROPERTIES TRUST COM 740706106 823 22300 SH SOLE 22300 0 0 D T ROWE PRICE GROUP INC COM 74144T108 1050 19500 SH SOLE 19500 0 0 D PRIDE INTL INC COM 74153Q102 53 3100 SH SOLE 3100 0 0 D PRIME MED SVCS INC NEW COM 74156D108 259 47000 SH SOLE 0 0 47000 D PRIME HOSPITALITY CORP COM 741917108 1354 119000 SH SOLE 0 0 119000 D PRINCETON REVIEW INC COM 742352107 3009 348273 SH SOLE 348273 0 0 D PRINCETON REVIEW INC COM 742352107 556 64300 SH SOLE 0 0 64300 D PRINCIPAL FINANCIAL GROUP COM 74251V102 1618 45400 SH SOLE 45400 0 0 D PRINCIPAL FINANCIAL GROUP COM 74251V102 71 2000 SH SOLE 0 0 2000 D PROASSURANCE CORP COM 74267C106 4129 117975 SH SOLE 117975 0 0 D PROASSURANCE CORP COM 74267C106 403 11500 SH SOLE 0 0 11500 D PROCTER & GAMBLE COM 742718109 22055 210287 SH SOLE 210287 0 0 D PROCTER & GAMBLE COM 742718109 12464 118845 SH SOLE 0 0 118845 D PRIVATEBANCORP INC COM 742962103 990 19200 SH SOLE 19200 0 0 D PROGRESS ENERGY INC COM 743263105 1676 35592 SH SOLE 35592 0 0 D PROGRESS ENERGY INC COM 743263105 494 10500 SH SOLE 0 0 10500 D PROGRESS SOFTWARE CORP COM 743312100 70 2900 SH SOLE 2900 0 0 D PROGRESSIVE CORP OHIO COM 743315103 2094 23900 SH SOLE 23900 0 0 D PROLOGIS TRUST COM 743410102 691 19268 SH SOLE 19268 0 0 D PROSPERITY BANCSHARES INC COM 743606105 101 4300 SH SOLE 4300 0 0 D PROTECTIVE LIFE CORP COM 743674103 172 4600 SH SOLE 4600 0 0 D PROTEIN DESIGN LABS INC COM 74369L103 36 1500 SH SOLE 1500 0 0 D PROVIDENT FINANCIAL GROUP INC COM 743866105 100 2500 SH SOLE 2500 0 0 D PROVIDIAN FINANCIAL CORP COM 74406A102 2374 181200 SH SOLE 181200 0 0 D PROVIDIAN FINANCIAL CORP COM 74406A102 16 1200 SH SOLE 0 0 1200 D PRUDENTIAL FINANCIAL INC COM 744320102 4769 106500 SH SOLE 106500 0 0 D PRUDENTIAL FINANCIAL INC COM 744320102 45 1000 SH SOLE 0 0 1000 D PUBLIC SERVICE ENTERPRISE GROU COM 744573106 1668 35500 SH SOLE 35500 0 0 D PUBLIC STORAGE INC COM 74460D109 89 1830 SH SOLE 1830 0 0 D PUGET ENERGY INC COM 745310102 13 600 SH SOLE 600 0 0 D PULTE HOMES COM 745867101 1985 35700 SH SOLE 35700 0 0 D QLOGIC CORP COM 747277101 337 10200 SH SOLE 10200 0 0 D QUAKER FABRIC CORP COM 747399103 390 43400 SH SOLE 0 0 43400 D QUALCOMM INC COM 747525103 5634 84823 SH SOLE 84823 0 0 D QUALCOMM INC COM 747525103 13 200 SH SOLE 0 0 200 D QUANEX CORP COM 747620102 59 1400 SH SOLE 1400 0 0 D QUANTA SVCS INC COM 74762E102 28 3900 SH SOLE 3900 0 0 D QMED INC COM 747914109 27 2500 SH SOLE 2500 0 0 D QUEST DIAGNOSTICS COM 74834L100 787 9500 SH SOLE 9500 0 0 D QUEST DIAGNOSTICS COM 74834L100 12 150 SH SOLE 0 0 150 D QUESTAR CORP COM 748356102 131 3600 SH SOLE 3600 0 0 D QUIPP INC COM 748802105 67 4600 SH SOLE 0 0 4600 D QUIXOTE CORP COM 749056107 930 44200 SH SOLE 44200 0 0 D QUIXOTE CORP COM 749056107 3651 173610 SH SOLE 0 0 173610 D QWEST COMMUNICATIONS INTL INC COM 749121109 173 40100 SH SOLE 40100 0 0 D QWEST COMMUNICATIONS INTL INC COM 749121109 21 4962 SH SOLE 0 0 4962 D R&G FINANCIAL CORP -CL B COM 749136107 421 12200 SH SOLE 12200 0 0 D RGC RESOURCES INC COM 74955L103 153 6500 SH SOLE 0 0 6500 D R L I CORP COM 749607107 104 2700 SH SOLE 2700 0 0 D RPC INC COM 749660106 16621 1492000 SH SOLE 1492000 0 0 D RPC INC COM 749660106 831 74600 SH SOLE 0 0 74600 D RPM INTERNATIONAL INC COM 749685103 83 5000 SH SOLE 5000 0 0 D RTI INTERNATIONAL METALS INC COM 74973W107 886 56000 SH SOLE 0 0 56000 D RADIAN GROUP INC COM 750236101 28722 674225 SH SOLE 674225 0 0 D RADIAN GROUP INC COM 750236101 7147 167770 SH SOLE 0 0 167770 D RADIO ONE INC CL D COM 75040P405 4 200 SH SOLE 200 0 0 D RADIOSHACK CORP COM 750438103 3445 103900 SH SOLE 103900 0 0 D RADISYS CORP COM 750459109 148 7100 SH SOLE 7100 0 0 D RAILAMERICA INC COM 750753105 1024 85000 SH SOLE 0 0 85000 D RAMBUS INC COM 750917106 20 700 SH SOLE 700 0 0 D RALCORP HOLDINGS INC COM 751028101 43 1400 SH SOLE 1400 0 0 D RARE HOSPITALITY INTL INC COM 753820109 17030 613681 SH SOLE 613681 0 0 D RAYMOND JAMES FINANCIAL COM 754730109 48 1950 SH SOLE 1950 0 0 D RAYONIER INC COM 754907103 2 50 SH SOLE 50 0 0 D RAYOVAC CORP COM 755081106 109 3800 SH SOLE 3800 0 0 D RAYTHEON CO COM 755111507 1096 34975 SH SOLE 34975 0 0 D RAYTHEON CO COM 755111507 4 138 SH SOLE 0 0 138 D READERS DIGEST COM 755267101 21 1500 SH SOLE 0 0 1500 D REALNETWORKS INC COM 75605L104 5 800 SH SOLE 800 0 0 D REALTY INCOME CORP COM 756109104 58 1300 SH SOLE 1300 0 0 D RED HAT INC COM 756577102 16 700 SH SOLE 700 0 0 D RED ROBIN GOURMET BURGERS COM 75689M101 4707 165725 SH SOLE 165725 0 0 D RED ROBIN GOURMET BURGERS COM 75689M101 764 26900 SH SOLE 0 0 26900 D REEBOK INTERNATIONAL COM 758110100 364 8800 SH SOLE 8800 0 0 D REGAL BELIOT CORP COM 758750103 12569 629100 SH SOLE 629100 0 0 D REGAL ENTERTAINMENT GROUP A COM 758766109 22 1000 SH SOLE 1000 0 0 D REGENT COMMUNICATIONS INC COM 758865109 6828 1048800 SH SOLE 0 0 1048800 D REGIS CORP COM 758932107 9 200 SH SOLE 200 0 0 D REGIONS FINANCIAL CORP COM 758940100 1150 31500 SH SOLE 31500 0 0 D REINSURANCE GROUP AMER INC COM 759351109 250 6100 SH SOLE 6100 0 0 D RELIANT RESOURCES INC COM 75952B105 94 11500 SH SOLE 11500 0 0 D REMEDYTEMP INC CL A COM 759549108 7200 543400 SH SOLE 0 0 543400 D REPUBLIC BANCSHARES INC COM 759929102 3 100 SH SOLE 100 0 0 D RENT A CENTER INC COM 76009N100 49 1500 SH SOLE 1500 0 0 D REPUBLIC SVCS INC COM 760759100 287 10600 SH SOLE 10600 0 0 D RES-CARE INC COM 760943100 665 52000 SH SOLE 0 0 52000 D RESOURCE AMERICA INC CL A COM 761195205 833 45000 SH SOLE 0 0 45000 D RESOURCES BANKSHARES CORP/VA COM 76121R104 579 17750 SH SOLE 17750 0 0 D RESPIRONICS INC COM 761230101 10989 203425 SH SOLE 203425 0 0 D RESPIRONICS INC COM 761230101 1544 28575 SH SOLE 0 0 28575 D REWARDS NETWORK INC COM 761557107 5127 512700 SH SOLE 512700 0 0 D REWARDS NETWORK INC COM 761557107 64 6400 SH SOLE 0 0 6400 D REX STORES CORP COM 761624105 591 37550 SH SOLE 0 0 37550 D REYNOLDS & REYNOLDS CL A COM 761695105 9 300 SH SOLE 300 0 0 D REYNOLDS & REYNOLDS CL A COM 761695105 97 3400 SH SOLE 0 0 3400 D REYNOLDS R J TOB HLDGS INC COM 76182K105 684 11300 SH SOLE 11300 0 0 D RICHARDSON ELECTRS LTD COM 763165107 363 30000 SH SOLE 0 0 30000 D RIMAGE CORP COM 766721104 320 20700 SH SOLE 20700 0 0 D RIMAGE CORP COM 766721104 5 300 SH SOLE 0 0 300 D RITE AID CORP COM 767754104 20836 3830230 SH SOLE 3830230 0 0 D RITE AID CORP COM 767754104 5602 1029770 SH SOLE 0 0 1029770 D ROANOKE ELEC STEEL CORP COM 769841107 376 26700 SH SOLE 0 0 26700 D ROBBINS & MYERS INC COM 770196103 373 17300 SH SOLE 17300 0 0 D ROBBINS & MYERS INC COM 770196103 840 39000 SH SOLE 0 0 39000 D ROBERT HALF INTL INC COM 770323103 399 16900 SH SOLE 16900 0 0 D ROCKFORD CORP COM 77316P101 157 23000 SH SOLE 0 0 23000 D ROCKWELL AUTOMATION INC COM 773903109 850 24525 SH SOLE 24525 0 0 D ROCKWELL COLLINS INC COM 774341101 56777 1796175 SH SOLE 1796175 0 0 D ROCKWELL COLLINS INC COM 774341101 11758 371970 SH SOLE 0 0 371970 D ROFIN-SINAR TECHNOLOGIES INC COM 775043102 310 10400 SH SOLE 10400 0 0 D ROFIN-SINAR TECHNOLOGIES INC COM 775043102 955 32000 SH SOLE 0 0 32000 D ROHM & HAAS COM 775371107 1311 32900 SH SOLE 32900 0 0 D ROHM & HAAS COM 775371107 120 3000 SH SOLE 0 0 3000 D ROPER INDUSTRIES INC/DE COM 776696106 41097 851761 SH SOLE 851761 0 0 D ROPER INDUSTRIES INC/DE COM 776696106 632 13100 SH SOLE 0 0 13100 D ROSS STORES INC COM 778296103 263 8600 SH SOLE 8600 0 0 D ROUSE COMPANY COM 779273101 96 1800 SH SOLE 1800 0 0 D ROWAN COS. INC. COM 779382100 19310 915600 SH SOLE 915600 0 0 D RUBY TUESDAY INC COM 781182100 19 600 SH SOLE 600 0 0 D RURBAN FINANCIAL CORP COM 78176P108 450 29700 SH SOLE 29700 0 0 D RUSH ENTERPRISES INC CL A COM 781846209 1268 109273 SH SOLE 0 0 109273 D RYDER SYSTEM COM 783549108 341 8800 SH SOLE 8800 0 0 D RYLAND GROUP INC COM 783764103 346 3900 SH SOLE 3900 0 0 D S & K FAMOUS BRANDS INC COM 783774102 198 11300 SH SOLE 0 0 11300 D SBC COMMUNICATIONS INC. COM 78387G103 11528 469780 SH SOLE 469780 0 0 D SBC COMMUNICATIONS INC. COM 78387G103 881 35898 SH SOLE 0 0 35898 D SBS TECHNOLOGIES INC COM 78387P103 68 4400 SH SOLE 4400 0 0 D SBS TECHNOLOGIES INC COM 78387P103 510 33000 SH SOLE 0 0 33000 D SCM MICROSYSTEMS INC COM 784018103 51 7600 SH SOLE 7600 0 0 D SCP POOL CORP COM 784028102 7470 200472 SH SOLE 200472 0 0 D SCP POOL CORP COM 784028102 1227 32937 SH SOLE 0 0 32937 D SEI INVESTMENTS CO COM 784117103 59 1800 SH SOLE 1800 0 0 D SEMCO ENERGY INC COM 78412D109 226 40000 SH SOLE 0 0 40000 D S J W CORP COM 784305104 846 24400 SH SOLE 0 0 24400 D SL GREEN REALTY CORP COM 78440X101 6964 146000 SH SOLE 146000 0 0 D SL GREEN REALTY CORP COM 78440X101 749 15700 SH SOLE 0 0 15700 D S L INDUSTRIES INC COM 784413106 135 13800 SH SOLE 0 0 13800 D SLM CORPORATION COM 78442P106 43638 1042736 SH SOLE 1042736 0 0 D SLM CORPORATION COM 78442P106 18420 440145 SH SOLE 0 0 440145 D S&P500 DEPOSITARY RECEIPT SPDR COM 78462F103 432 3820 SH SOLE 3820 0 0 D SPX CORP COM 784635104 291 6400 SH SOLE 6400 0 0 D SWS GROUP INC COM 78503N107 681 38000 SH SOLE 0 0 38000 D S Y BANCORP INC COM 785060104 746 33300 SH SOLE 33300 0 0 D SABRE HLDGS CORP COM 785905100 298 12000 SH SOLE 12000 0 0 D SAFECO COM 786429100 1929 44690 SH SOLE 44690 0 0 D SAFENET INC COM 78645R107 194 5161 SH SOLE 5161 0 0 D SAFETY INSURANCE GROUP INC COM 78648T100 7940 417900 SH SOLE 417900 0 0 D SAFEWAY INC COM 786514208 1255 61000 SH SOLE 61000 0 0 D SAGA COMMUNICATIONS INC -CL A COM 786598102 24363 1306329 SH SOLE 1306329 0 0 D SAGA COMMUNICATIONS INC -CL A COM 786598102 165 8850 SH SOLE 0 0 8850 D SAINT JUDE MEDICAL COM 790849103 173 2400 SH SOLE 2400 0 0 D ST MARY LAND & EXPLOR CO COM 792228108 22515 673500 SH SOLE 673500 0 0 D ST PAUL COS. COM 792860108 1352 33800 SH SOLE 33800 0 0 D ST PAUL COS. COM 792860108 48 1200 SH SOLE 0 0 1200 D SAKS INCORPORATED COM 79377W108 368 20900 SH SOLE 20900 0 0 D SALEM COMMUNICATIONS CORP COM 794093104 8039 293600 SH SOLE 293600 0 0 D SALEM COMMUNICATIONS CORP COM 794093104 1232 45000 SH SOLE 0 0 45000 D SALTON INC COM 795757103 46 4900 SH SOLE 4900 0 0 D SANDERS MORRIS HARRIS GROUP INCCOM 80000Q104 1162 97100 SH SOLE 97100 0 0 D SANDERS MORRIS HARRIS GROUP INCCOM 80000Q104 5158 430900 SH SOLE 0 0 430900 D SANDERSON FARMS INC COM 800013104 569 15500 SH SOLE 15500 0 0 D SANDERSON FARMS INC COM 800013104 1931 52575 SH SOLE 0 0 52575 D SANDISK CORP COM 80004C101 26 900 SH SOLE 900 0 0 D SANMINA-SCI CORP COM 800907107 1601 145370 SH SOLE 145370 0 0 D SANTANDER BANCORP COM 802809103 1722 62600 SH SOLE 62600 0 0 D SARA LEE CORP COM 803111103 2206 100900 SH SOLE 100900 0 0 D SAXON CAPITAL INC COM 80556P302 213 7500 SH SOLE 7500 0 0 D SCANA CORP COM 80589M102 95 2700 SH SOLE 2700 0 0 D SCHEIN HENRY INC COM 806407102 71 1000 SH SOLE 1000 0 0 D SCHERING PLOUGH COM 806605101 237 14600 SH SOLE 14600 0 0 D SCHERING PLOUGH COM 806605101 460 28375 SH SOLE 0 0 28375 D SCHLUMBERGER LTD COM 806857108 5126 80277 SH SOLE 80277 0 0 D SCHLUMBERGER LTD COM 806857108 4745 74309 SH SOLE 0 0 74309 D SCHOLASTIC CORP COM 807066105 22 800 SH SOLE 800 0 0 D SCHWAB CHARLES CORP COM 808513105 31 2700 SH SOLE 2700 0 0 D SCHWEITZER-MAUDUIT INTL COM 808541106 71 2200 SH SOLE 2200 0 0 D SCIENTIFIC ATLANTA COM 808655104 1792 55400 SH SOLE 55400 0 0 D SCOPE INDUSTRIES COM 809163108 194 2700 SH SOLE 0 0 2700 D SCRIPPS E W CO CL A COM 811054204 182 1800 SH SOLE 1800 0 0 D SCS TRANSPORTATION INC COM 81111T102 3595 164900 SH SOLE 0 0 164900 D SEACOAST FINL SVCS CORP COM 81170Q106 7788 232466 SH SOLE 232466 0 0 D SEAGATE TECH INC ESCROW SHARES COM 811804988 0 642 SH SOLE 0 0 642 D SEALED AIR CORP COM 81211K100 30 600 SH SOLE 600 0 0 D SEARS ROEBUCK & CO COM 812387108 3531 82200 SH SOLE 82200 0 0 D SEMTECH CORP COM 816850101 84 3700 SH SOLE 3700 0 0 D SEMPRA ENERGY COM 816851109 1014 31900 SH SOLE 31900 0 0 D SEMITOOL INC COM 816909105 892 70000 SH SOLE 0 0 70000 D SEROLOGICALS CORPORATION COM 817523103 22 1100 SH SOLE 1100 0 0 D SERVICE CORP INTL COM 817565104 328 43900 SH SOLE 43900 0 0 D SERVICE MERCHANDISE COM 817587108 0 200 SH SOLE 200 0 0 D SERVICEMASTER COMPANY COM 81760N109 66 5500 SH SOLE 5500 0 0 D SERVICEMASTER COMPANY COM 81760N109 73 6100 SH SOLE 0 0 6100 D SHELL CANADA LTD CL A COM 822567103 14 300 SH SOLE 300 0 0 D SHERWIN WILLIAMS CO COM 824348106 730 19000 SH SOLE 19000 0 0 D SHOE CARNIVAL INC COM 824889109 511 33000 SH SOLE 0 0 33000 D SHOPKO STORES INC COM 824911101 70 4800 SH SOLE 4800 0 0 D SHURGARD STORAGE CENTERS INC A COM 82567D104 60 1500 SH SOLE 1500 0 0 D SIEBEL SYSTEMS INC COM 826170102 674 58600 SH SOLE 58600 0 0 D SIERRA HEALTH SERVICES COM 826322109 200 5500 SH SOLE 5500 0 0 D SIGMA-ALDRICH COM 826552101 531 9600 SH SOLE 9600 0 0 D SIGMA-ALDRICH COM 826552101 199 3600 SH SOLE 0 0 3600 D SILICON LABORATORIES INC COM 826919102 11 200 SH SOLE 200 0 0 D SILGAN HOLDINGS INC COM 827048109 110 2400 SH SOLE 2400 0 0 D SILICON STORAGE TECHNOLOGY I COM 827057100 155 12000 SH SOLE 12000 0 0 D SIMON PROPERTY GROUP INC COM 828806109 1023 17500 SH SOLE 17500 0 0 D SIRNA THERAPEUTICS INC COM 829669100 850 209845 SH SOLE 209845 0 0 D SIZELER PROPERTY INVESTORS COM 830137105 397 34100 SH SOLE 0 0 34100 D SKY FINL GROUP INC COM 83080P103 1451 55927 SH SOLE 55927 0 0 D SKY FINL GROUP INC COM 83080P103 1367 52686 SH SOLE 0 0 52686 D SKYWEST INC COM 830879102 11034 573500 SH SOLE 573500 0 0 D SKYWORKS SOLUTIONS INC COM 83088M102 5751 493197 SH SOLE 493197 0 0 D SKYWORKS SOLUTIONS INC COM 83088M102 847 72600 SH SOLE 0 0 72600 D SMITH A O CORP COM 831865209 7708 266254 SH SOLE 266254 0 0 D SMITH A O CORP COM 831865209 998 34475 SH SOLE 0 0 34475 D SMITH INTERNATIONAL COM 832110100 43 800 SH SOLE 800 0 0 D SMITHFIELD FOODS INC COM 832248108 8 300 SH SOLE 300 0 0 D SMUCKER (JM) CO COM 832696405 698 13218 SH SOLE 13218 0 0 D SMUCKER (JM) CO COM 832696405 1 21 SH SOLE 0 0 21 D SNAP-ON INC COM 833034101 107 3300 SH SOLE 3300 0 0 D SOLA INTL INC COM 834092108 163 7000 SH SOLE 7000 0 0 D SOLECTRON CORP COM 834182107 616 111400 SH SOLE 111400 0 0 D SONIC SOLUTIONS COM 835460106 83 4400 SH SOLE 4400 0 0 D SONICWALL INC COM 835470105 99 11100 SH SOLE 11100 0 0 D SONOCO PRODUCTS COM 835495102 80 3300 SH SOLE 3300 0 0 D SONUS NETWORKS INC COM 835916107 0 2 SH SOLE 2 0 0 D SOUND FEDERAL BANCORP INC COM 83607V104 500 34000 SH SOLE 0 0 34000 D SOURCE INTERLINK COMPANIES INC COM 836151209 688 55000 SH SOLE 0 0 55000 D SOURCECORP COM 836167106 183 6900 SH SOLE 6900 0 0 D SOUTH JERSEY INDUSTRIES COM 838518108 1399 34200 SH SOLE 0 0 34200 D SOUTHCOAST FINANCIAL CORP COM 84129R100 2007 87250 SH SOLE 87250 0 0 D SOUTHERN CO. COM 842587107 2953 96812 SH SOLE 96812 0 0 D SOUTHERN CO. COM 842587107 19 620 SH SOLE 0 0 620 D SOUTHERN PERU COPPER CORP COM 843611104 307 7600 SH SOLE 7600 0 0 D SOUTHTRUST CORP COM 844730101 1505 45400 SH SOLE 45400 0 0 D SOUTHWEST AIRLINES COM 844741108 140 9833 SH SOLE 9833 0 0 D SOUTHWEST WATER CO COM 845331107 539 39401 SH SOLE 0 0 39401 D SOVEREIGN BANCORP COM 845905108 357 16668 SH SOLE 16668 0 0 D SPARTAN STORES INC COM 846822104 234 52000 SH SOLE 0 0 52000 D SPARTECH CORP COM 847220209 27890 1120078 SH SOLE 1120078 0 0 D SPARTECH CORP COM 847220209 1721 69100 SH SOLE 0 0 69100 D SPECTRUM CONTROL INC COM 847615101 6714 835100 SH SOLE 835100 0 0 D SPECTRUM CONTROL INC COM 847615101 2418 300700 SH SOLE 0 0 300700 D SPORTSMAN'S GUIDE INC COM 848907200 4856 236900 SH SOLE 236900 0 0 D SPORTSMAN'S GUIDE INC COM 848907200 82 4000 SH SOLE 0 0 4000 D SPORT CHALET INC COM 849163100 198 17000 SH SOLE 0 0 17000 D THE SPORTS AUTHORITY INC COM 84917U109 2597 64800 SH SOLE 0 0 64800 D SPRINT CORP (FON GROUP) COM 852061100 2341 127000 SH SOLE 127000 0 0 D SPRINT CORP (FON GROUP) COM 852061100 111 6000 SH SOLE 0 0 6000 D SPRINT CORP COM 852061506 1151 125130 SH SOLE 125130 0 0 D SPRINT CORP COM 852061506 28 3000 SH SOLE 0 0 3000 D SS&C TECHNOLOGIES INC COM 85227Q100 66 2700 SH SOLE 2700 0 0 D STAGE STORES INC COM 85254C305 112 2900 SH SOLE 2900 0 0 D STANCORP FINL GROUP INC COM 852891100 72 1100 SH SOLE 1100 0 0 D STANDARD COML CORP COM 853258101 668 36000 SH SOLE 0 0 36000 D STANDARD MICROSYSTEMS CORP COM 853626109 184 6900 SH SOLE 6900 0 0 D STANLEY WORKS COM 854616109 2493 58400 SH SOLE 58400 0 0 D STANLEY WORKS COM 854616109 51 1200 SH SOLE 0 0 1200 D STAPLES INC COM 855030102 3948 155500 SH SOLE 155500 0 0 D STAPLES INC COM 855030102 2675 105350 SH SOLE 0 0 105350 D STARBUCKS CORP COM 855244109 1914 50700 SH SOLE 50700 0 0 D STARBUCKS CORP COM 855244109 8 200 SH 0 0 200 D STARWOOD HOTELS/RESORTS WORLD COM 85590A203 1191 29400 SH SOLE 29400 0 0 D STATE FINANCIAL SERVICES CORP ACOM 856855101 141 5000 SH SOLE 5000 0 0 D STATE STREET CORP COM 857477103 1660 31848 SH SOLE 31848 0 0 D STATEN ISLAND BANCORP INC COM 857550107 100 4000 SH SOLE 4000 0 0 D STATION CASINOS INC COM 857689103 9 200 SH SOLE 200 0 0 D STEEL TECHNOLOGIES INC COM 858147101 62 3200 SH SOLE 3200 0 0 D STEIN MART INC COM 858375108 6012 435650 SH SOLE 435650 0 0 D STEIN MART INC COM 858375108 2487 180200 SH SOLE 0 0 180200 D STEINWAY MUSICAL INSTRS INC COM 858495104 11114 346775 SH SOLE 346775 0 0 D STEINWAY MUSICAL INSTRS INC COM 858495104 1869 58300 SH SOLE 0 0 58300 D STELLENT INC COM 85856W105 5308 710600 SH SOLE 0 0 710600 D STEPAN CO COM 858586100 548 24000 SH SOLE 0 0 24000 D STERIS CORP COM 859152100 353 13700 SH SOLE 13700 0 0 D STERLING BANCORP COM 859158107 26574 911642 SH SOLE 911642 0 0 D STERLING BANCORP COM 859158107 192 6600 SH SOLE 0 0 6600 D STERLING FINL CORP/SPOKANE COM 859319105 635 17200 SH SOLE 17200 0 0 D STERLING FINL CORP/SPOKANE COM 859319105 4512 122306 SH SOLE 0 0 122306 D STEWART ENTERPRISES CL A COM 860370105 123 16900 SH SOLE 16900 0 0 D STEWART INFORMATION SVCS COM 860372101 55 1400 SH SOLE 1400 0 0 D STEWART INFORMATION SVCS COM 860372101 1886 48000 SH SOLE 0 0 48000 D STIFEL FINANCIAL CORP COM 860630102 710 29700 SH SOLE 29700 0 0 D STIFEL FINANCIAL CORP COM 860630102 454 19000 SH SOLE 0 0 19000 D STONERIDGE INC COM 86183P102 851 59000 SH SOLE 0 0 59000 D STORAGE TECHNOLOGY COM 862111200 326 11700 SH SOLE 11700 0 0 D STRIDE RITE COM 863314100 7933 747653 SH SOLE 747653 0 0 D STRIDE RITE COM 863314100 1116 105200 SH SOLE 0 0 105200 D STRYKER CORP COM 863667101 4108 46400 SH SOLE 46400 0 0 D STRYKER CORP COM 863667101 7173 81025 SH SOLE 0 0 81025 D STUDENT LOAN CORP COM 863902102 1404 9060 SH SOLE 9060 0 0 D STUDENT LOAN CORP COM 863902102 9209 59410 SH SOLE 0 0 59410 D SUMMA INDS COM 86562T105 105 11300 SH SOLE 0 0 11300 D SUN BANCORP INC-NJ COM 86663B102 4097 162000 SH SOLE 162000 0 0 D SUN BANCORP INC-NJ COM 86663B102 379 15000 SH SOLE 0 0 15000 D SUN MICROSYSTEMS COM 866810104 2414 580300 SH SOLE 580300 0 0 D SUN HYDRAULICS CORP COM 866942105 159 17000 SH SOLE 0 0 17000 D SUNGARD DATA SYSTEMS COM 867363103 948 34600 SH SOLE 34600 0 0 D SUNOCO INC COM 86764P109 823 13200 SH SOLE 13200 0 0 D SUNRISE SENIOR LIVING INC COM 86768K106 61 1700 SH SOLE 1700 0 0 D SUNTRUST BANKS COM 867914103 2670 38306 SH SOLE 38306 0 0 D SUPERIOR UNIFORM GROUP INC COM 868358102 312 19000 SH SOLE 0 0 19000 D SUPERVALU INC COM 868536103 574 18800 SH SOLE 18800 0 0 D SUPREME INDUSTRIES INC CL A COM 868607102 228 33000 SH SOLE 0 0 33000 D SUREBEAM CORP COM 86866R102 4 376639 SH SOLE 376639 0 0 D SUREBEAM CORP COM 86866R102 1 68891 SH SOLE 0 0 68891 D SUREWEST COMMUNICATIONS COM 868733106 1045 39000 SH SOLE 0 0 39000 D SWIFT ENERGY CO COM 870738101 351 18600 SH SOLE 18600 0 0 D SWIFT TRANSPORTATION CO INC COM 870756103 12 700 SH SOLE 700 0 0 D SYBASE INC COM 871130100 97 4600 SH SOLE 4600 0 0 D SYMANTEC CORP COM 871503108 8491 183383 SH SOLE 183383 0 0 D SYMANTEC CORP COM 871503108 15357 331680 SH SOLE 0 0 331680 D SYMBION INC COM 871507109 1166 64200 SH SOLE 64200 0 0 D SYMBOL TECHNOLOGIES COM 871508107 323 23400 SH SOLE 23400 0 0 D SYMS CORP COM 871551107 320 40000 SH SOLE 0 0 40000 D SYNOPSYS INC COM 871607107 98 3400 SH SOLE 3400 0 0 D SYNOVUS FINANCIAL CORP COM 87161C105 5 200 SH SOLE 200 0 0 D SYPRIS SOLUTIONS INC COM 871655106 629 37000 SH SOLE 0 0 37000 D SYSCO CORP COM 871829107 10524 269500 SH SOLE 269500 0 0 D SYSCO CORP COM 871829107 78 2000 SH SOLE 0 0 2000 D TCF FINANCIAL CORP COM 872275102 5 100 SH SOLE 100 0 0 D TECO ENERGY COM 872375100 231 15800 SH SOLE 15800 0 0 D TESSCO TECHNOLOGIES INC COM 872386107 140 11000 SH SOLE 0 0 11000 D TJX COMPANIES INC COM 872540109 2913 118600 SH SOLE 118600 0 0 D T R C COMPANIES INC COM 872625108 879 47000 SH SOLE 0 0 47000 D T T M TECHNOLOGIES COM 87305R109 63 5100 SH SOLE 5100 0 0 D TXU CORPORATION COM 873168108 4775 166600 SH SOLE 166600 0 0 D TXU CORPORATION COM 873168108 66 2300 SH SOLE 0 0 2300 D TALBOTS INC COM 874161102 10 272 SH SOLE 272 0 0 D TALX CORP COM 874918105 790 36000 SH SOLE 0 0 36000 D TARGET CORP COM 87612E106 2778 61671 SH SOLE 61671 0 0 D TARGET CORP COM 87612E106 501 11114 SH SOLE 0 0 11114 D TAYLOR CAPITAL GROUP INC COM 876851106 2735 118639 SH SOLE 0 0 118639 D TEAM INC COM 878155100 10177 756100 SH SOLE 756100 0 0 D TEAM INC COM 878155100 145 10800 SH SOLE 0 0 10800 D TECH DATA CORP COM 878237106 53 1300 SH SOLE 1300 0 0 D TECHNE CORP COM 878377100 1796 44000 SH SOLE 44000 0 0 D TECHNICAL OLYMPIC USA INC COM 878483106 2560 80000 SH SOLE 0 0 80000 D TECHNITROL INC COM 878555101 19927 1059925 SH SOLE 1059925 0 0 D TECHNITROL INC COM 878555101 652 34700 SH SOLE 0 0 34700 D TECHNOLOGY FUNDING PARTNERS 3 COM 878693308 1 40 SH SOLE 40 0 0 D TECUMSEH PRODUCTS CL B COM 878895101 1 30 SH SOLE 0 0 30 D TECUMSEH PRODUCTS CL A COM 878895200 4 90 SH SOLE 0 0 90 D TEKTRONIX COM 879131100 448 13700 SH SOLE 13700 0 0 D TEKTRONIX COM 879131100 65 2000 SH SOLE 0 0 2000 D TELEDYNE TECHNOLOGIES INC COM 879360105 47 2500 SH SOLE 2500 0 0 D TELEFLEX INC COM 879369106 24184 491250 SH SOLE 491250 0 0 D TELEPHONE & DATA SYS INC COM 879433100 57 800 SH SOLE 800 0 0 D TELLABS INC COM 879664100 843 97700 SH SOLE 97700 0 0 D TEMPLE INLAND INC COM 879868107 842 13300 SH SOLE 13300 0 0 D TENET HEALTHCARE CORP COM 88033G100 18 1600 SH SOLE 1600 0 0 D TENNANT CO COM 880345103 1505 37950 SH SOLE 37950 0 0 D TENNANT CO COM 880345103 262 6600 SH SOLE 0 0 6600 D TERADYNE INC COM 880770102 517 21700 SH SOLE 21700 0 0 D TEREX CORP COM 880779103 107 2900 SH SOLE 2900 0 0 D TEREX CORP COM 880779103 9708 262600 SH SOLE 0 0 262600 D TESORO PETROLEUM CORP COM 881609101 427 22700 SH SOLE 22700 0 0 D TETRA TECHNOLOGIES INC COM 88162F105 7105 271900 SH SOLE 0 0 271900 D TEXAS GENCO HOLDINGS INC COM 882443104 286 8000 SH SOLE 8000 0 0 D TEXAS INSTRUMENTS COM 882508104 5569 190585 SH SOLE 190585 0 0 D TEXTRON COM 883203101 3981 74900 SH SOLE 74900 0 0 D THERMO ELECTRON CORP COM 883556102 546 19300 SH SOLE 19300 0 0 D THOMAS & BETTS COM 884315102 103 4700 SH SOLE 4700 0 0 D THORNBURG MORTGAGE INC COM 885218107 569 18300 SH SOLE 18300 0 0 D 3 COM CORP COM 885535104 53 7500 SH SOLE 7500 0 0 D 3M CO COM 88579Y101 15655 191220 SH SOLE 191220 0 0 D 3M CO COM 88579Y101 20130 245878 SH SOLE 0 0 245878 D TIDEWATER INC COM 886423102 11880 422325 SH SOLE 422325 0 0 D TIER TECHNOLOGIES INC CL B COM 88650Q100 438 41000 SH SOLE 0 0 41000 D TIERONE CORP COM 88650R108 1245 53000 SH SOLE 0 0 53000 D TIFFANY & CO COM 886547108 15 400 SH SOLE 400 0 0 D TIMBERLAND CO CL A COM 887100105 89 1500 SH SOLE 1500 0 0 D TIME WARNER INC COM 887317105 11547 684865 SH SOLE 684865 0 0 D TIME WARNER INC COM 887317105 3 180 SH SOLE 0 0 180 D TOLL BROTHERS COM 889478103 68 1500 SH SOLE 1500 0 0 D TORCH ENERGY ROYALTY TRUST COM 891013104 155 22000 SH SOLE 0 0 22000 D TORCHMARK COM 891027104 815 15160 SH SOLE 15160 0 0 D TORO CO COM 891092108 136 2200 SH SOLE 2200 0 0 D TOTAL SYS SVCS INC COM 891906109 4 200 SH SOLE 200 0 0 D TOWNE BANK COM 89214P109 408 14000 SH SOLE 0 0 14000 D TOYS R US INC COM 892335100 492 29300 SH SOLE 29300 0 0 D TRACTOR SUPPLY COMPANY COM 892356106 197 5100 SH SOLE 5100 0 0 D TRANSATLANTIC HLDGS COM 893521104 140 1600 SH SOLE 1600 0 0 D TRANSPORT CORP OF AMER INC COM 89385P102 143 20200 SH SOLE 0 0 20200 D TRANSMONTAIGNE INC COM 893934109 647 106000 SH SOLE 0 0 106000 D TRAVELERS PROPERTY CASUALTY A COM 89420G109 0 8 SH SOLE 8 0 0 D TRAVELERS PROPERTY CASUALTY A COM 89420G109 3 187 SH SOLE 0 0 187 D TRAVELERS PROPERTY CASUALTY B COM 89420G406 4297 248817 SH SOLE 248817 0 0 D TRAVELERS PROPERTY CASUALTY B COM 89420G406 7 386 SH SOLE 0 0 386 D TREX COMPANY INC COM 89531P105 13037 382200 SH SOLE 382200 0 0 D TRIAD HOSPITALS INC COM 89579K109 1023 33200 SH SOLE 33200 0 0 D TRIBUNE CO COM 896047107 1356 26884 SH SOLE 26884 0 0 D TRICO BANCSHARES COM 896095106 2361 63175 SH SOLE 63175 0 0 D TRICO BANCSHARES COM 896095106 415 11100 SH SOLE 0 0 11100 D TRIMBLE NAVIGATION LTD COM 896239100 6102 266100 SH SOLE 0 0 266100 D TRIZEC PROPERTIES INC COM 89687P107 228 13300 SH SOLE 13300 0 0 D TROVER SOLUTIONS INC COM 897249108 146 21000 SH SOLE 0 0 21000 D TRUST CO NJ JERSEY CITY COM 898304100 72 1744 SH SOLE 1744 0 0 D TRUSTMARK CORP COM 898402102 52 1800 SH SOLE 1800 0 0 D TUPPERWARE CORP COM 899896104 75 4200 SH SOLE 4200 0 0 D II VI INC COM 902104108 29091 1189830 SH SOLE 1189830 0 0 D II VI INC COM 902104108 1066 43600 SH SOLE 0 0 43600 D TYCO INTERNATIONAL LTD COM 902124106 5865 204705 SH SOLE 204705 0 0 D TYCO INTERNATIONAL LTD COM 902124106 24 855 SH SOLE 0 0 855 D TYLER TECHNOLOGIES INC COM 902252105 1987 204600 SH SOLE 204600 0 0 D TYLER TECHNOLOGIES INC COM 902252105 8177 842100 SH SOLE 0 0 842100 D TYSON FOODS CL A COM 902494103 431 23900 SH SOLE 23900 0 0 D UCBH HOLDINGS INC COM 90262T308 10070 251501 SH SOLE 251501 0 0 D UCBH HOLDINGS INC COM 90262T308 1401 35000 SH SOLE 0 0 35000 D UGI CORP COM 902681105 3 105 SH SOLE 105 0 0 D UST INC COM 902911106 202 5600 SH SOLE 5600 0 0 D USA TRUCK INC COM 902925106 242 25000 SH SOLE 0 0 25000 D US BANCORP DEL COM 902973304 7568 273713 SH SOLE 273713 0 0 D US BANCORP DEL COM 902973304 132 4775 SH SOLE 0 0 4775 D URS CORP COM 903236107 69 2400 SH SOLE 2400 0 0 D URS CORP COM 903236107 2648 92000 SH SOLE 0 0 92000 D USG CORP COM 903293405 91 5200 SH SOLE 5200 0 0 D U.S. XPRESS ENTERPRISES A COM 90338N103 355 25000 SH SOLE 0 0 25000 D US ONCOLOGY INC COM 90338W103 202 13700 SH SOLE 13700 0 0 D ULTICOM INC COM 903844108 1067 104000 SH SOLE 0 0 104000 D ULTIMATE ELECTRS INC COM 903849107 7 1100 SH SOLE 1100 0 0 D ULTRALIFE BATTERIES INC COM 903899102 12990 609000 SH SOLE 609000 0 0 D ULTRALIFE BATTERIES INC COM 903899102 190 8900 SH SOLE 0 0 8900 D UMPQUA HLDGS CORP COM 904214103 3725 184500 SH SOLE 0 0 184500 D UNION PACIFIC CORP COM 907818108 40104 670410 SH SOLE 670410 0 0 D UNION PACIFIC CORP COM 907818108 9765 163234 SH SOLE 0 0 163234 D UNION PLANTERS CORP COM 908068109 279 9350 SH SOLE 9350 0 0 D UNIONBANCAL CORP COM 908906100 100 1900 SH SOLE 1900 0 0 D UNISYS COM 909214108 404 28300 SH SOLE 28300 0 0 D UNIT CORP COM 909218109 35783 1305000 SH SOLE 1305000 0 0 D UNITED COMMUNITY FINL CORP COM 909839102 1173 90000 SH SOLE 0 0 90000 D UNITED CAPITAL CORPORATION COM 909912107 7461 341000 SH SOLE 341000 0 0 D UNITED CAPITAL CORPORATION COM 909912107 149 6800 SH SOLE 0 0 6800 D UNITED DEFENSE INDS INC COM 91018B104 95 3000 SH SOLE 3000 0 0 D UNITED DOMINION REALTY TRUST COM 910197102 1397 71200 SH SOLE 71200 0 0 D UNITED FIRE & CAS CO COM 910331107 1031 24400 SH SOLE 24400 0 0 D UNITED FIRE & CAS CO COM 910331107 1099 26000 SH SOLE 0 0 26000 D UNITED NATIONAL GROUP LTD COM 91103X102 5458 321800 SH SOLE 321800 0 0 D UNITED NATIONAL GROUP LTD COM 91103X102 134 7900 SH SOLE 0 0 7900 D UNITED NATURAL FOODS INC COM 911163103 6901 143500 SH SOLE 0 0 143500 D UNITED PARCEL SERVICE CLASS B COM 911312106 11160 159788 SH SOLE 159788 0 0 D UNITED PARCEL SERVICE CLASS B COM 911312106 6332 90668 SH SOLE 0 0 90668 D UNITED STATES LIME & MINERAL COM 911922102 62 7700 SH SOLE 0 0 7700 D UNITED STATES STEEL CORP COM 912909108 1614 43300 SH SOLE 43300 0 0 D UNITED STATIONERS INC COM 913004107 232 5500 SH SOLE 5500 0 0 D UNITED TECHNOLOGIES CORP COM 913017109 5840 67675 SH SOLE 67675 0 0 D UNITED TECHNOLOGIES CORP COM 913017109 1792 20760 SH SOLE 0 0 20760 D UNITEDGLOBALCOM CL A - USA COM 913247508 36 4200 SH SOLE 4200 0 0 D UNITEDHEALTH GROUP COM 91324P102 3709 57560 SH SOLE 57560 0 0 D UNITIL CORP COM 913259107 3090 111476 SH SOLE 0 0 111476 D UNITRIN INC COM 913275103 64 1500 SH SOLE 1500 0 0 D UNIVERSAL AMERICAN FINL CP COM 913377107 108 9000 SH SOLE 9000 0 0 D UNIVERSAL CORP (VA) COM 913456109 102 2000 SH SOLE 2000 0 0 D UNIVERSAL CORP (VA) COM 913456109 204 4016 SH SOLE 0 0 4016 D UNIVERSAL STAINLESS & ALLOY COM 913837100 5269 534900 SH SOLE 0 0 534900 D UNIVERSAL HEALTH SVCS -CL B COM 913903100 18 400 SH SOLE 400 0 0 D UNIVERSAL TECHNICAL INSTITUTE COM 913915104 2151 53700 SH SOLE 53700 0 0 D UNIVISION COMMUNICATIONS INC COM 914906102 1334 40400 SH SOLE 40400 0 0 D UNOCAL CORP. COM 915289102 1018 27300 SH SOLE 27300 0 0 D UNUMPROVIDENT CORP COM 91529Y106 638 43600 SH SOLE 43600 0 0 D URBAN OUTFITTERS INC COM 917047102 77 1600 SH SOLE 1600 0 0 D UTSTARCOM INC COM 918076100 14 500 SH SOLE 500 0 0 D V F CORP COM 918204108 705 15100 SH SOLE 15100 0 0 D V S E CORP COM 918284100 62 3350 SH SOLE 0 0 3350 D VALASSIS COMMUNICATIONS COM 918866104 158 5200 SH SOLE 5200 0 0 D VALEANT PHARMACEUTICALS INTERNACOM 91911X104 23734 994300 SH SOLE 994300 0 0 D VALERO ENERGY COM 91913Y100 281 4685 SH SOLE 4685 0 0 D VALLEY NATL BANCORP COM 919794107 14 515 SH SOLE 515 0 0 D VALSPAR CORP COM 920355104 153 3100 SH SOLE 3100 0 0 D VANS INC COM 921930103 265 17900 SH SOLE 17900 0 0 D VANS INC COM 921930103 1481 100100 SH SOLE 0 0 100100 D VARCO INTL INC DEL COM 922122106 13 700 SH SOLE 700 0 0 D VARIAN MEDICAL SYSTEMS INC COM 92220P105 43 500 SH SOLE 500 0 0 D VECTREN CORP COM 92240G101 15 600 SH SOLE 600 0 0 D VEECO INSTRS INC DEL COM 922417100 163 5800 SH SOLE 5800 0 0 D VELCRO INDUSTRIES N.V. COM 922571104 601 46264 SH SOLE 0 0 46264 D VERITAS SOFTWARE CORP COM 923436109 1247 46325 SH SOLE 46325 0 0 D VERITAS SOFTWARE CORP COM 923436109 3 100 SH SOLE 0 0 100 D VERISIGN INC COM 92343E102 45 2700 SH SOLE 2700 0 0 D VERITAS DGC INC COM 92343P107 58 2800 SH SOLE 2800 0 0 D VERIZON COMMUNICATIONS COM 92343V104 60869 1665812 SH SOLE 1665812 0 0 D VERIZON COMMUNICATIONS COM 92343V104 13750 376309 SH SOLE 0 0 376309 D VIACOM INC CL A COM 925524100 3436 86900 SH SOLE 86900 0 0 D VIACOM INC CL A COM 925524100 5781 146200 SH SOLE 0 0 146200 D VIACOM INC CL B COM 925524308 8234 210002 SH SOLE 210002 0 0 D VIACOM INC CL B COM 925524308 8463 215850 SH SOLE 0 0 215850 D VIAD CORP COM 92552R109 41 1700 SH SOLE 1700 0 0 D VIASAT INC COM 92552V100 197 7900 SH SOLE 7900 0 0 D VIDEO DISPLAY CORP COM 926555103 132 8760 SH SOLE 0 0 8760 D VISHAY INTERTECHNOLOGY COM 928298108 158 7400 SH SOLE 7400 0 0 D VISTEON CORP COM 92839U107 62 6500 SH SOLE 6500 0 0 D VITESSE SEMICONDUCTOR CORP COM 928497106 0 20 SH SOLE 20 0 0 D VORNADO REALTY TRUST COM 929042109 115 1900 SH SOLE 1900 0 0 D VULCAN INTL CORP COM 929136109 98 2200 SH SOLE 0 0 2200 D VULCAN MATERIALS CO COM 929160109 598 12600 SH SOLE 12600 0 0 D WCI COMMUNITIES INC COM 92923C104 1161 46400 SH SOLE 46400 0 0 D W HOLDING COMPANY INC COM 929251106 8603 460296 SH SOLE 460296 0 0 D W HOLDING COMPANY INC COM 929251106 1121 59975 SH SOLE 0 0 59975 D W-H ENERGY SVCS INC COM 92925E108 18310 1265350 SH SOLE 1265350 0 0 D WPS RESOURCES CORP COM 92931B106 5223 109278 SH SOLE 109278 0 0 D WPS RESOURCES CORP COM 92931B106 703 14700 SH SOLE 0 0 14700 D WSFS FINANCIAL CORP COM 929328102 306 6100 SH SOLE 6100 0 0 D WABASH NATIONAL CORP COM 929566107 106 4500 SH SOLE 4500 0 0 D WABTEC CORP COM 929740108 7981 560450 SH SOLE 560450 0 0 D WABTEC CORP COM 929740108 1053 73950 SH SOLE 0 0 73950 D WACHOVIA CORP COM 929903102 9377 199508 SH SOLE 199508 0 0 D WACHOVIA CORP COM 929903102 500 10638 SH SOLE 0 0 10638 D WADDELL & REED FINANCIAL CL A COM 930059100 27 1100 SH SOLE 1100 0 0 D WAL MART STORES INC COM 931142103 37524 628641 SH SOLE 628641 0 0 D WAL MART STORES INC COM 931142103 17939 300535 SH SOLE 0 0 300535 D WALGREEN COM 931422109 9959 302256 SH SOLE 302256 0 0 D WALGREEN COM 931422109 14647 444512 SH SOLE 0 0 444512 D WARNACO GROUP INC COM 934390402 123 6100 SH SOLE 6100 0 0 D WASHINGTON FEDERAL INC COM 938824109 77 3024 SH SOLE 3024 0 0 D WASHINGTON MUTUAL INC COM 939322103 5975 139900 SH SOLE 139900 0 0 D WASHINGTON MUTUAL INC COM 939322103 13 300 SH SOLE 0 0 300 D WASHINGTON POST B COM 939640108 177 200 SH SOLE 200 0 0 D WASHINGTON REAL ESTATE INVESTORCOM 939653101 2 67 SH SOLE 67 0 0 D WASTE MGMT INC DEL COM 94106L109 44194 1464340 SH SOLE 1464340 0 0 D WASTE MGMT INC DEL COM 94106L109 10342 342670 SH SOLE 0 0 342670 D WATER PIK TECHNOLOGIES INC COM 94113U100 451 32000 SH SOLE 0 0 32000 D WATERS CORP COM 941848103 363 8900 SH SOLE 8900 0 0 D WATERSIDE CAPITAL CORP COM 941872103 23 3339 SH SOLE 0 0 3339 D WATSON PHARMACEUTICALS COM 942683103 2050 47900 SH SOLE 47900 0 0 D WEBEX INC COM 94767L109 95 3200 SH SOLE 3200 0 0 D WEBSENSE INC COM 947684106 98 3300 SH SOLE 3300 0 0 D WEBMD CORP COM 94769M105 4 400 SH SOLE 400 0 0 D WEBSTER FINANCIAL CORP COM 947890109 30409 599665 SH SOLE 599665 0 0 D WEINGARTEN REALTY INVESTORS COM 948741103 73 2100 SH SOLE 2100 0 0 D WELLCHOICE INC COM 949475107 30 800 SH SOLE 800 0 0 D WELLPOINT HEALTH NETWK COM 94973H108 1820 16000 SH SOLE 16000 0 0 D WELLS FARGO & CO NEW COM 949746101 65987 1164413 SH SOLE 1164413 0 0 D WELLS FARGO & CO NEW COM 949746101 30199 532891 SH SOLE 0 0 532891 D WENDYS INTERNATL INC COM 950590109 2287 56200 SH SOLE 56200 0 0 D WERNER ENTERPRISES INC COM 950755108 103 5425 SH SOLE 5425 0 0 D WEST CORPORATION COM 952355105 12 500 SH SOLE 500 0 0 D WESTCOAST HOSPITALITY CORP COM 95750P106 79 12000 SH SOLE 0 0 12000 D WESTCORP COM 957907108 216 4900 SH SOLE 4900 0 0 D WESTERN DIGITAL COM 958102105 15 1300 SH SOLE 1300 0 0 D WESTERN GAS RESOURCES INC COM 958259103 36 700 SH SOLE 700 0 0 D WESTERN SIERRA BANCORP COM 959522103 1789 40700 SH SOLE 40700 0 0 D WESTERN SIERRA BANCORP COM 959522103 299 6800 SH SOLE 0 0 6800 D WESTPORT RESOURCES CORP COM 961418100 26 800 SH SOLE 800 0 0 D WEYCO GROUP INC COM 962149100 575 15700 SH SOLE 0 0 15700 D WEYERHAEUSER COM 962166104 59701 911470 SH SOLE 911470 0 0 D WEYERHAEUSER COM 962166104 13845 211370 SH SOLE 0 0 211370 D WHIRLPOOL CORP COM 963320106 1019 14800 SH SOLE 14800 0 0 D WHIRLPOOL CORP COM 963320106 21 300 SH SOLE 0 0 300 D WHITE ELECTRONIC DESIGNS COM 963801105 742 97000 SH SOLE 0 0 97000 D WHITEHALL JEWELLERS INC COM 965063100 1885 206200 SH SOLE 0 0 206200 D WHITNEY HOLDING CORP COM 966612103 58 1400 SH SOLE 1400 0 0 D WHOLE FOODS MKT INC COM 966837106 22 300 SH SOLE 300 0 0 D WHOLE FOODS MKT INC COM 966837106 45 600 SH SOLE 0 0 600 D WILEY JOHN & SONS INC CL A COM 968223206 9 300 SH SOLE 300 0 0 D WILLIAMS COMMUNICATIONS GRP A COM 969455104 0 42 SH SOLE 42 0 0 D WILLIAMS COS. COM 969457100 842 88000 SH SOLE 88000 0 0 D CLAYTON WILLIAMS ENERGY INC COM 969490101 361 10400 SH SOLE 10400 0 0 D WILLIAMS SONOMA INC COM 969904101 10 300 SH SOLE 300 0 0 D WILMINGTON TRUST CORP COM 971807102 52 1400 SH SOLE 1400 0 0 D WILSHIRE STATE BANK CALIF COM 97200A101 1553 64800 SH SOLE 0 0 64800 D WINN DIXIE COM 974280109 107 14100 SH SOLE 14100 0 0 D WINNEBAGO INDS INC COM 974637100 175 5600 SH SOLE 5600 0 0 D WINTRUST FINANCIAL CORP COM 97650W108 4024 82750 SH SOLE 82750 0 0 D WISCONSIN ENERGY COM 976657106 85 2650 SH SOLE 2650 0 0 D WOLVERINE TUBE INC COM 978093102 310 37000 SH SOLE 0 0 37000 D WOODHEAD INDUSTRIES COM 979438108 12489 832600 SH SOLE 832600 0 0 D WOODHEAD INDUSTRIES COM 979438108 147 9800 SH SOLE 0 0 9800 D WORLD ACCEPTANCE CORP COM 981419104 146 7500 SH SOLE 7500 0 0 D WORLD FUEL SERVICES CORP COM 981475106 198 5400 SH SOLE 5400 0 0 D WORLDCOM INC-WORLDCOM GROUP COM 98157D106 0 2149 SH SOLE 2149 0 0 D WORLDCOM INC-WORLDCOM GROUP COM 98157D106 0 1500 SH 0 0 1500 D WORLDCOM INC-MCI GROUP COM 98157D304 0 90 SH SOLE 90 0 0 D WORLDCOM INC-MCI GROUP COM 98157D304 0 74 SH 0 0 74 D WORTHINGTON INDUSTRIES COM 981811102 2 100 SH SOLE 100 0 0 D WRIGLEY WM. JR. CO. COM 982526105 532 9000 SH SOLE 9000 0 0 D WYETH COM 983024100 8007 213248 SH SOLE 213248 0 0 D WYETH COM 983024100 11046 294158 SH SOLE 0 0 294158 D XM SATELLITE RADIO HLDGS INC COM 983759101 188 6700 SH SOLE 6700 0 0 D X-RITE INC COM 983857103 124 8300 SH SOLE 8300 0 0 D XTO ENERGY CORP COM 98385X106 19 750 SH SOLE 750 0 0 D XCEL ENERGY INC COM 98389B100 1054 59200 SH SOLE 59200 0 0 D XANSER CORP COM 98389J103 338 132600 SH SOLE 132600 0 0 D XILINX INC COM 983919101 3802 100050 SH SOLE 100050 0 0 D XEROX COM 984121103 1448 99400 SH SOLE 99400 0 0 D YADKIN VY BANK & TRUST ELKIN N COM 984308106 30 1800 SH SOLE 1800 0 0 D YAHOO INC COM 984332106 182 3745 SH SOLE 3745 0 0 D YOUNG INNOVATIONS INC. COM 987520103 49 1400 SH SOLE 1400 0 0 D YOUNG INNOVATIONS INC. COM 987520103 2725 77650 SH SOLE 0 0 77650 D YUM! BRANDS INC COM 988498101 1423 37460 SH SOLE 37460 0 0 D YUM! BRANDS INC COM 988498101 68 1780 SH SOLE 0 0 1780 D ZALE CORP COM 988858106 49 800 SH SOLE 800 0 0 D ZEBRA TECHNOLOGIES CORP CL A COM 989207105 14 200 SH SOLE 200 0 0 D ZIEGLER CO COM 989506100 72 4600 SH SOLE 0 0 4600 D ZILOG INC COM 989524301 10913 864750 SH SOLE 864750 0 0 D ZILOG INC COM 989524301 139 11050 SH SOLE 0 0 11050 D ZIMMER HOLDINGS INC COM 98956P102 8387 113677 SH SOLE 113677 0 0 D ZIMMER HOLDINGS INC COM 98956P102 10133 137342 SH SOLE 0 0 137342 D ZIONS BANCORPORATION COM 989701107 807 14100 SH SOLE 14100 0 0 D ZYGO CORP COM 989855101 2056 131550 SH SOLE 131550 0 0 D ZYGO CORP COM 989855101 1516 97000 SH SOLE 0 0 97000 D ZOMAX INC/MN COM 989929104 337 82000 SH SOLE 0 0 82000 D DAIMLERCHRYSLER AG COM D1668R123 5 127 SH SOLE 127 0 0 D ACE LTD COM G0070K103 1792 42000 SH SOLE 42000 0 0 D ASPEN INSURANCE HOLDINGS LTD COM G05384105 5 200 SH SOLE 200 0 0 D CHINADOT COM CORP CL A COM G2108N109 3 400 SH SOLE 400 0 0 D COOPER INDUSTRIES LTD CL A COM G24182100 4215 73710 SH SOLE 73710 0 0 D EVEREST RE GROUP LTD COM G3223R108 22373 261860 SH SOLE 261860 0 0 D EVEREST RE GROUP LTD COM G3223R108 5672 66390 SH SOLE 0 0 66390 D FRONTLINE LTD COM G3682E127 5264 182475 SH SOLE 182475 0 0 D GARMIN LTD COM G37260109 5476 128225 SH SOLE 128225 0 0 D GLOBAL CROSSING LTD COM G3921A100 0 100 SH SOLE 100 0 0 D GLOBAL CROSSING LTD COM G3921A175 2 84 SH SOLE 0 0 84 D INGERSOLL RAND CO LTD CL A COM G4776G101 1768 26140 SH SOLE 26140 0 0 D IPC HOLDINGS LTD COM G4933P101 17588 446500 SH SOLE 446500 0 0 D JINPAN INTERNATIONAL LTD COM G5138L100 113 17000 SH SOLE 0 0 17000 D KNIGHTSBRIDGE TANKERS LTD COM G5299G106 957 45000 SH SOLE 0 0 45000 D NABORS INDUSTRIES COM G6359F103 974 21300 SH SOLE 21300 0 0 D NOBLE CORP COM G65422100 1 20 SH SOLE 20 0 0 D NORDIC AMER TANKER SHIPPING COM G65773106 665 26000 SH SOLE 0 0 26000 D PEAK INTERNATIONAL LTD COM G69586108 224 32000 SH SOLE 0 0 32000 D PLATINUM UNDERWRITERS HLDGS COM G7127P100 3101 96750 SH SOLE 96750 0 0 D PLATINUM UNDERWRITERS HLDGS COM G7127P100 561 17500 SH SOLE 0 0 17500 D PXRE GROUP LTD COM G73018106 796 28500 SH SOLE 0 0 28500 D SCOTTISH RE GROUP LTD COM G7885T104 4878 201650 SH SOLE 201650 0 0 D SCOTTISH RE GROUP LTD COM G7885T104 672 27800 SH SOLE 0 0 27800 D TRANSOCEAN INC COM G90078109 1022 36650 SH SOLE 36650 0 0 D TRANSOCEAN INC COM G90078109 13 483 SH SOLE 0 0 483 D TSAKOS ENERGY NAVIGATION LTD COM G9108L108 1359 45000 SH SOLE 0 0 45000 D WHITE MOUNTAINS INSURANCE GRP COM G9618E107 525 1000 SH SOLE 1000 0 0 D XL CAP LTD CL A COM G98255105 1019 13400 SH SOLE 13400 0 0 D ALCON INC COM H01301102 6 100 SH SOLE 100 0 0 D LIPMAN ELECTRONIC ENGINEERING LCOM M6772H101 1506 32150 SH SOLE 32150 0 0 D MAGAL SECURITY SYSTEMS LTD COM M6786D104 445 20000 SH SOLE 0 0 20000 D TARO PHARMACEUTICAL INDS LTD COM M8737E108 13870 239175 SH SOLE 239175 0 0 D CARLISLE HOLDINGS LTD COM P21277101 715 110000 SH SOLE 0 0 110000 D STEINER LEISURE LTD COM P8744Y102 5900 364200 SH SOLE 364200 0 0 D ROYAL CARIBBEAN CRUISES LTD COM V7780T103 141 3200 SH SOLE 3200 0 0 D STELMAR SHIPPING LTD COM V8726M103 1327 46000 SH SOLE 0 0 46000 D TEEKAY SHIPPING CORP COM Y8564W103 6887 99950 SH SOLE 99950 0 0 D ASPEN INSURANCE HOLDINGS LTD SHS G05384105 72 2900 SH SOLE 2900 D AMR CORP COM 001765106 147 11373 SH SOLE 11373 D ALCOA INC COM 013817101 7661 201600 SH SOLE 201600 D ARCHSTONE SMITH TR COM 039583109 601 21500 SH SOLE 21500 D ARDEN RLTY INC COM 039793104 52 1700 SH SOLE 1700 D AVALONBAY CMNTYS INC COM 053484101 325 6800 SH SOLE 6800 D BEA SYS INC NOTE 073325AD4 6623 6600000 PR SOLE X D BOSTON PROPERTIES INC COM 101121101 785 16300 SH SOLE 16300 D CAMDEN PPTY TR SH BEN INT 133131102 399 9000 SH SOLE 9000 D CATELLUS DEV CORP NEW COM 149113102 391 16200 SH SOLE 16200 D CEDAR SHOPPING CRTS INC COM NEW 150602209 315 25400 SH SOLE 25400 D CENTERPOINT PPTYS TR SH BEN INT 151895109 532 7100 SH SOLE 7100 D CENTRAL FGHT LINES INC NEV COM 153491105 383 21600 SH SOLE 21600 D CHELSEA PPTY GROUP COM 163421100 378 6900 SH SOLE 6900 D CIENA CORP NOTE 171779AA9 2294 2495000 PR SOLE X D COMMSCOPE INC NOTE 203372AB3 6908 7215000 PR SOLE X D CONEXANT SYSTEMS INC NOTE 4.250% 5/0 207142AB6 3727 3750000 PR SOLE X D CONEXANT SYSTEMS INC NOTE 4.000% 2/0 207142AF7 6280 6635000 PR SOLE X D CONSOLIDATED EDISON INC COM 209115104 4886 113600 SH SOLE 113600 D CONVERA CORP CL A 211919105 72 21050 SH SOLE 21050 D CORRECTIONAL SVCS CORP COM 219921103 144 53672 SH SOLE 53672 D CORPORATE OFFICE PPTYS TR COM 22002T108 620 29500 SH SOLE 29500 D CYMER INC COM 232572107 10756 232872 SH SOLE 232872 D CYPRESS SEMICONDUCTOR NOTE 3.750% 7/0 232806AF6 3025 3041000 PR SOLE X D DT INDUSTRIES INC COM 23333J108 2200 1788760 SH SOLE 1788760 D DEVELOPERS DIVERSIFIED RLTY CO COM 251591103 517 15400 SH SOLE 15400 D DISTRIBUTED ENERGY SYS CORP COM 25475V104 40 14000 SH SOLE 14000 D DOMINION RES UBC VA NEW COM 25746U109 4972 77900 SH SOLE 77900 D DU PONT E I DE NEMOURS & CO COM 263534109 10858 236600 SH SOLE 236600 D DUKE ENERGY CORP NOTE 264399EJ1 12029 11650000 PR SOLE X D EQUITY OFFICE PROPERTIES TRU COM 294741103 1006 35100 SH SOLE 35100 D EQUITY RESIDENTIAL SH BEN INT 29476L107 1133 38400 SH SOLE 38400 D ESSEX PPTY TR INC COM 297178105 494 7700 SH SOLE 7700 D FEI CO NOTE 30241LAB5 2963 2985000 PR SOLE X D FPL GROUP INC COM 302571104 6575 100500 SH SOLE 100500 D FIRST POTOMAC RLTY TR COM 33610F109 214 11400 SH SOLE 11400 D GABLES RESIDENTIAL TR SH BEN INT 362418105 625 18000 SH SOLE 18000 D GENERAL GROWTH PPTYS INC COM 370021107 949 34200 SH SOLE 34200 D GENERAL MTRS CORP DEB SR CONV B 370442733 10076 375000 PR SOLE X D GENESIS HEALTHCARE CORP COM 37184D101 3822 167768 SH SOLE 167768 D GLOBAL POWER EQUIPMENT INC COM 37941P108 124 18622 SH SOLE 18622 D GUITAR CTR MGMT INC COM 402040109 473 14527 SH SOLE 14527 D HALLIBURTON CO COM 406216101 7400 284600 SH SOLE 284600 D HAYES LEMMERZ INTL INC COM NEW 420781304 1662 91744 SH SOLE 91744 D HERSHA HOSPITALITY TR SH BEN INT A 427825104 177 17500 SH SOLE 17500 D HOST MARIOTT CORP NEW COM 44107P104 944 76600 SH SOLE 76600 D ISTAR FINL INC COM 45031U101 506 13000 SH SOLE 13000 D INTERIM SVCS INC NOTE 45868PAA8 7970 8050000 PR SOLE X D INTERNATIONAL STL GROUP INC COM 460377104 1944 49900 SH SOLE 49900 D JETBLUE AWYS CORP COM 477143101 30926 1166130 SH SOLE 1166130 D KEYSTONE PPTY TR COM 493596100 55 2500 SH SOLE 2500 D KILROY RLTY CORP COM 49427F108 501 15300 SH SOLE 15300 D KIMKO REALTY CORP COM 49446R109 1029 23000 SH SOLE 23000 D KINDER MORGAN INC KANS COM 49455P101 1049 17754 SH SOLE 17754 D KING PHARMACEUTICALS INC DBCV 2.750%11/1 495582AG3 1391 1500000 PR SOLE X D KMART HOLDING CORP COM 498780105 1618 67557 SH SOLE 67557 D LASALLE HOTEL PPTYS COM SH BEN INT 517942108 599 32300 SH SOLE 32300 D LIBERTY MEDIA CORP NEW COM SER A 530718105 205 17207 SH SOLE 17207 D MACERICH CO COM 554382101 703 15800 SH SOLE 15800 D MACK CALI RLTY CORP COM 554489104 533 12800 SH SOLE 12800 D MANITOWOC INC COM 563571108 4560 146160 SH SOLE 146160 D MARCONI CORP PLC NEW SPONSORED ADR 56630M101 122 6033 SH SOLE 6033 D MASSMUTUAL PARTICIPATION INV SH BEN INT 576299101 282 24208 SH SOLE 24208 D MEDIACOM COMMUNICATIONS CORP NOTE 58446KAA3 6074 6290000 PR SOLE X D MERISTAR HOSPITALITY CORP COM 58984Y103 653 100300 SH SOLE 100300 D METALS USA INC COM NEW 591324207 403 40000 SH SOLE 40000 D MICROSTRATEGY INC CL A NEW 594972408 10 183 SH SOLE 183 D MILLS CORP COM 601148109 757 17200 SH SOLE 17200 D NTL INC DEL COM 62940M104 2300 32971 SH SOLE 32971 D NATIONWIDE HEALTH PPTYS INC COM 638620104 477 24400 SH SOLE 24400 D NEIGHBORCARE INC COM 640105Y10 6627 335539 SH SOLE 335539 D NELNET INC CL A 64031N108 448 20000 SH SOLE 20000 D NEWCASTLE INVT CORP COM 65105M108 577 21300 SH SOLE 21300 D NEWTEK CAP INC COM 652526104 1474 212450 SH SOLE 212450 D NEXTEL COMMUNICATIONS INC NOTE 65332VAY9 7618 7505000 PR SOLE X D ORBITAL SCIENCES CORP COM 685564106 101 8377 SH SOLE 8377 D PEPSIAMERICAS COM 71343P200 10517 614321 SH SOLE 614321 D PEPSICO INC COM 713448108 2723 58400 SH SOLE 58400 D POST PPTYS INC COM 737464107 374 13400 SH SOLE 13400 D PROCTOR & GAMBLE CO COM 742718109 4325 43300 SH SOLE 43300 D PROLOGIS TR SH BEN INT 743410102 911 28400 SH SOLE 28400 D PUBLIC STORAGE INC COM 74460D109 629 14500 SH SOLE 14500 D REINHOLD INDS INC N Y CL A 75935A109 19330 1095298 SH SOLE 1095298 D RENT-WAY INC COM 76009U104 3587 438007 SH SOLE 438007 D RESTORATION HARDWARE INC DEL COM 760981100 158 33252 SH SOLE 33252 D ROUSE CO COM 779273101 395 8400 SH SOLE 8400 D SCI SYSTEMS INC NOTE 783890AF3 8722 9230000 PR SOLE X D SL GREEN RLTY CORP COM 78440X101 294 7150 SH SOLE 7150 D SANMINA CORP SDCV 800907AD9 6850 13465000 PR SOLE X D SIMON PPTY GROUP INC NEW COM 828806109 1344 29000 SH SOLE 29000 D SUN COMMUNITIES INC COM 866674104 108 2800 SH SOLE 2800 D SUPREME INDUSTRIES INC CL A 868607102 1707 279864 SH SOLE 279864 D T S R INC COM 872885108 1186 154000 SH SOLE 154000 D TANGER FACTORY OUTLET CTRS I COM 875465106 598 14700 SH SOLE 14700 D TOWER AUTOMOTIVE INC NOTE 891707AE1 2202 2180000 PR SOLE X D TRANSMONTAIGNE INC COM 893934109 10050 1558118 SH SOLE 1558118 D TRIQUINT SEMICONDUCTOR NOTE 4.000% 6/0 89674KAB9 5215 5475000 PR SOLE X D TRIZEK PROPERTIES INC COM 89687P107 511 33200 SH SOLE 33200 D UNITED DOMINION REALTY TR IN COM 910197102 357 18600 SH SOLE 18600 D UNITEDGLOBALCOM CL A 913247508 950 111982 SH SOLE 111982 D VENTAS INDS N V COM 92276F100 825 37500 SH SOLE 37500 D VISHAY INTERTECHNOLOGY INC NOTE 928298AD0 6130 10000000 PR SOLE X D VORANDO RLTY TR SH BEN INT 929042109 1103 20150 SH SOLE 20150 D WILLBROS GROUP INC COM 969199108 89 7372 SH SOLE 7372 D WINDROSE MEDICAL PPTYS TR COM 973491103 530 42700 SH SOLE 42700 D WYETH COM 983024100 11190 263600 SH SOLE 263600 S REPORT SUMMARY 2255 DATA RECORDS 7817155 May 14, 2004 Document Control-Filing Desk Securities & Exchange Commission 450 Fifth Street, N.W. Washington D.C. 20549-0104 Dear Sir or Madam: Pursuant to Section 13(f) of the Securities Exchange Act of 1934, I am filing electronically on behalf of David L. Babson & Company Inc. ("Babson") Form 13F for the quarter ending March 31, 2004. Babson has indicated that it exercises "sole" investment discretion with respect to the securities positions reported in its Form 13F. Nevertheless, such positions shall also be deemed reported on behalf of MassMutual to the extent that MassMutual may be deemed to "share" investment discretion over the positions as a result of its ownership interest in Babson. If you should have any questions or comments regarding this matter please call me at (617) 761-3815. Sincerely, Sndra L. Doyle Compliance Officer