13F-HR/A 1 sep04.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: September 30, 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: Babson Capital Management LLC 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 Compliance Officer Title: Phone: (617) 761-3815 Signature, Place and Date of Signing: /s/Sandra L. Doyle Cambridge, MA November 15, 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: 2310 Form 13F Information Table Value Total: 6782009 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 AAR CORP COM 000361105 0 1 SH SOLE 1 0 0 D ABC BANCORP COM 000400101 303 15000 SH SOLE 0 0 15000 D ADE CORP/MASS COM 00089C107 7299 428500 SH SOLE 428500 0 0 D ADE CORP/MASS COM 00089C107 141 8300 SH SOLE 0 0 8300 D ABM INDUSTRIES INC COM 000957100 302 15000 SH SOLE 15000 0 0 D ABM INDUSTRIES INC COM 000957100 7726 383400 SH SOLE 0 0 383400 D AFLAC INC COM 001055102 24004 612180 SH SOLE 612180 0 0 D AFLAC INC COM 001055102 8478 216230 SH SOLE 0 0 216230 D AGCO COM 001084102 75 3300 SH SOLE 3300 0 0 D AGL RESOURCES INC COM 001204106 111 3600 SH SOLE 3600 0 0 D AES CORP COM 00130H105 369 36900 SH SOLE 36900 0 0 D AMB PROPERTY CORP COM 00163T109 141 3800 SH SOLE 3800 0 0 D AMR CORP COM 001765106 29 3900 SH SOLE 3900 0 0 D AT&T CORP COM 001957505 2202 153794 SH SOLE 153794 0 0 D AT&T CORP COM 001957505 11 756 SH SOLE 0 0 756 D A T & T WIRELESS SERVICES COM 00209A106 797 53936 SH SOLE 53936 0 0 D A T & T WIRELESS SERVICES COM 00209A106 18 1217 SH SOLE 0 0 1217 D AVX CORP COM 002444107 19 1600 SH SOLE 1600 0 0 D AZZ INCORPORATED COM 002474104 8015 584600 SH SOLE 584600 0 0 D AZZ INCORPORATED COM 002474104 75 5500 SH SOLE 0 0 5500 D AAIPHARMA INC COM 00252W104 9 5800 SH SOLE 5800 0 0 D ABBOTT LABS COM 002824100 12715 300162 SH SOLE 300162 0 0 D ABBOTT LABS COM 002824100 21599 509880 SH SOLE 0 0 509880 D ABERCROMBIE & FITCH CO CL A COM 002896207 22 700 SH SOLE 700 0 0 D ACETO CORP COM 004446100 43 3000 SH SOLE 3000 0 0 D ACETO CORP COM 004446100 651 45226 SH SOLE 0 0 45226 D ACTIVISION INC COM 004930202 11 800 SH SOLE 800 0 0 D ACTION PERFORMANCE COS INC COM 004933107 527 52000 SH SOLE 0 0 52000 D ACTEL CORP COM 004934105 22583 1485750 SH SOLE 1485750 0 0 D ACTEL CORP COM 004934105 96 6300 SH SOLE 0 0 6300 D ACTUANT CORP CL A COM 00508X203 15044 365050 SH SOLE 365050 0 0 D ACXIOM CORP COM 005125109 64 2700 SH SOLE 2700 0 0 D ADESA INC COM 00686U104 22 1348 SH SOLE 1348 0 0 D ADOBE SYSTEMS COM 00724F101 1381 27915 SH SOLE 27915 0 0 D ADTRAN INC COM 00738A106 7 300 SH SOLE 300 0 0 D ADVANCED MARKETING SVCS INC COM 00753T105 81 7500 SH SOLE 7500 0 0 D ADVANCED MARKETING SVCS INC COM 00753T105 1614 149600 SH SOLE 0 0 149600 D ADVO INC COM 007585102 29051 938953 SH SOLE 938953 0 0 D ADVO INC COM 007585102 2256 72903 SH SOLE 0 0 58363 D ADVISORY BOARD CO COM 00762W107 7998 238050 SH SOLE 238050 0 0 D AEROFLEX INC COM 007768104 4646 439500 SH SOLE 439500 0 0 D AEROFLEX INC COM 007768104 1036 97980 SH SOLE 0 0 78600 D ADVANCED MICRO DEV COM 007903107 3 200 SH SOLE 200 0 0 D AETNA INC COM 00817Y108 2049 20500 SH SOLE 20500 0 0 D AFFILIATED COMPUTER SVCS CL A COM 008190100 880 15800 SH SOLE 15800 0 0 D AFFILIATED COMPUTER SVCS CL A COM 008190100 9 170 SH SOLE 0 0 170 D AFFYMETRIX INC COM 00826T108 15 500 SH SOLE 500 0 0 D AFTERMARKET TECHNOLOGY CORP. COM 008318107 1094 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 0 441 SH SOLE 441 0 0 D AGERE SYS INC CL B COM 00845V209 1 531 SH SOLE 0 0 531 D AGILENT TECHNOLOGIES INC. COM 00846U101 1254 58155 SH SOLE 58155 0 0 D AGILENT TECHNOLOGIES INC. COM 00846U101 30 1405 SH SOLE 0 0 1405 D AGNICO-EAGLE MINES LTD COM 008474108 43 3000 SH SOLE 0 0 3000 D AIR METHODS CORP COM 009128307 200 31000 SH SOLE 0 0 31000 D AIR PRODUCTS & CHEMICALS COM 009158106 5789 106447 SH SOLE 106447 0 0 D AIR PRODUCTS & CHEMICALS COM 009158106 9385 172581 SH SOLE 0 0 172581 D AKAMAI TECHNOLOGIES INC COM 00971T101 8 600 SH SOLE 600 0 0 D ALABAMA NATIONAL BANCORP COM 010317105 1527 25500 SH SOLE 25500 0 0 D ALAMO GROUP INC COM 011311107 65 3500 SH SOLE 3500 0 0 D ALBANY BANK & TRUST CO NA CHICACOM 012077103 20 80 SH SOLE 80 0 0 D ALBERTO CULVER COM 013068101 9140 210210 SH SOLE 210210 0 0 D ALBERTO CULVER COM 013068101 1909 43900 SH SOLE 0 0 34850 D ALBERTSONS COM 013104104 1347 56301 SH SOLE 56301 0 0 D ALCOA COM 013817101 390 11600 SH SOLE 11600 0 0 D ALCOA COM 013817101 27 790 SH SOLE 0 0 790 D ALEXANDER & BALDWIN COM 014482103 11853 349223 SH SOLE 349223 0 0 D ALLEGHANY CORP COM 017175100 82 300 SH SOLE 300 0 0 D ALLEGHENY ENERGY INC COM 017361106 152 9500 SH SOLE 9500 0 0 D ALLEGHENY TECHNOLOGIES INC COM 01741R102 2 100 SH SOLE 100 0 0 D ALLEN ORGAN CO CLASS B COM 017753104 161 2800 SH SOLE 0 0 2800 D ALLETE INC COM 018522300 114 3516 SH SOLE 3516 0 0 D ALLIANCE CAPITAL MGMT HLD LP COM 01855A101 320 9000 SH SOLE 0 0 9000 D ALLIANCE DATA SYSTEMS CORP COM 018581108 8 200 SH SOLE 200 0 0 D ALLIANCE PHARMACEUTICAL CORP COM 018773309 0 100 SH SOLE 100 0 0 D ALLIANT ENERGY CORP COM 018802108 241 9700 SH SOLE 9700 0 0 D ALLIANT TECHSYSTEM COM 018804104 12 200 SH SOLE 200 0 0 D ALLIED CAP CORP NEW COM 01903Q108 117 4800 SH SOLE 4800 0 0 D ALLIED FENSE GROUP INC COM 019118108 210 11300 SH SOLE 11300 0 0 D ALLIED FENSE GROUP INC COM 019118108 5308 286300 SH SOLE 0 0 286300 D ALLMERICA FINANCIAL CORP. COM 019754100 48 1800 SH SOLE 1800 0 0 D ALLOU HEALTH CARE INC CL A COM 019782101 0 17000 SH SOLE 0 0 17000 D ALLSTATE CORP COM 020002101 25463 530590 SH SOLE 530590 0 0 D ALLSTATE CORP COM 020002101 6700 139610 SH SOLE 0 0 139610 D ALLTEL CORP COM 020039103 2308 42031 SH SOLE 42031 0 0 D ALLTEL CORP COM 020039103 78 1423 SH SOLE 0 0 1423 D ALPHARMA INC COM 020813101 11 600 SH SOLE 600 0 0 D ALTERA COM 021441100 856 43730 SH SOLE 43730 0 0 D ALTRIA GROUP INC COM 02209S103 19126 406600 SH SOLE 406600 0 0 D ALTRIA GROUP INC COM 02209S103 3989 84800 SH SOLE 0 0 84800 D AMAZON COM INC COM 023135106 41 1000 SH SOLE 1000 0 0 D AMAZON COM INC COM 023135106 4 95 SH SOLE 0 0 95 D AMBAC COM 023139108 1091 13650 SH SOLE 13650 0 0 D AMBASSADORS GROUP INC COM 023177108 11097 411000 SH SOLE 411000 0 0 D AMBASSADORS GROUP INC COM 023177108 203 7500 SH SOLE 0 0 7500 D AMBASSADORS INTERNATIONL INC COM 023178106 377 29800 SH SOLE 0 0 29800 D AMCOL INTERNATIONAL CORP COM 02341W103 1625 85000 SH SOLE 0 0 85000 D AMERADA HESS COM 023551104 1691 19000 SH SOLE 19000 0 0 D AMERADA HESS COM 023551104 45 500 SH SOLE 0 0 500 D AMERCO COM 023586100 2275 60000 SH SOLE 0 0 60000 D AMEREN CORP COM 023608102 1048 22700 SH SOLE 22700 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 44 1500 SH SOLE 1500 0 0 D AMERICAN BILTRITE INC COM 024591109 89 7300 SH SOLE 0 0 7300 D AMERICAN CAPITAL STRATEGIES COM 024937104 81 2600 SH SOLE 2600 0 0 D AMERICAN ELECTRIC POWER COM 025537101 1480 46300 SH SOLE 46300 0 0 D AMERICAN ELECTRIC POWER COM 025537101 23 720 SH SOLE 0 0 720 D AMERICAN EAGLE OUTFITTERS COM 02553E106 199 5400 SH SOLE 5400 0 0 D AMERICAN EQUITY INVT LIFE HL COM 025676206 958 101000 SH SOLE 0 0 101000 D AMERICAN EXPRESS COM 025816109 39986 777036 SH SOLE 777036 0 0 D AMERICAN EXPRESS COM 025816109 20301 394498 SH SOLE 0 0 394498 D AMERICAN FINANCIAL GRP HLDGS COM 025932104 135 4500 SH SOLE 4500 0 0 D AMERICAN HOME MORTGAGE INVESTMECOM 02660R107 101 3600 SH SOLE 3600 0 0 D AMERICAN INTERNATIONAL GROUP COM 026874107 61526 904926 SH SOLE 904926 0 0 D AMERICAN INTERNATIONAL GROUP COM 026874107 34107 501653 SH SOLE 0 0 501653 D AMERICAN NATL INS CO COM 028591105 29 300 SH SOLE 300 0 0 D AMERICAN PACIFIC CORP COM 028740108 158 21200 SH SOLE 0 0 21200 D AMERICAN POWER CONVERSION COM 029066107 30 1700 SH SOLE 1700 0 0 D AMERICAN SHARED HOSPITAL SERVICCOM 029595105 56 11000 SH SOLE 0 0 11000 D AMERICAN STD COS INC COM 029712106 864 22200 SH SOLE 22200 0 0 D AMERICAN STS WTR CO COM 029899101 1096 44000 SH SOLE 0 0 44000 D AMERICAN TOWER CORP CL A COM 029912201 124 8100 SH SOLE 8100 0 0 D AMERICREDIT CORP COM 03060R101 223 10700 SH SOLE 10700 0 0 D AMERICA'S CAR-MART INC COM 03062T105 776 23000 SH SOLE 0 0 23000 D AMERISTAR CASINOS INC COM 03070Q101 54 1800 SH SOLE 1800 0 0 D AMERISOURCEBERGEN CORP COM 03073E105 1073 19974 SH SOLE 19974 0 0 D AMETEK INC COM 031100100 315 10400 SH SOLE 10400 0 0 D AMGEN COM 031162100 13675 241264 SH SOLE 241264 0 0 D AMGEN COM 031162100 13468 237615 SH SOLE 0 0 237615 D AMPHENOL CORP NEW CL A COM 032095101 24 700 SH SOLE 700 0 0 D AMSOUTH BANCORP COM 032165102 1191 48800 SH SOLE 48800 0 0 D AMSOUTH BANCORP COM 032165102 572 23450 SH SOLE 0 0 23450 D ANADARKO PETROLEUM COM 032511107 2316 34905 SH SOLE 34905 0 0 D ANADARKO PETROLEUM COM 032511107 87 1308 SH SOLE 0 0 1308 D ANALOG DEVICES COM 032654105 11808 304491 SH SOLE 304491 0 0 D ANALOG DEVICES COM 032654105 10310 265855 SH SOLE 0 0 265855 D ANAREN INC COM 032744104 67 5000 SH SOLE 5000 0 0 D ANAREN INC COM 032744104 794 59000 SH SOLE 0 0 59000 D ANDERSONS INC COM 034164103 446 21400 SH SOLE 0 0 21400 D ANDREW CORP COM 034425108 81 6600 SH SOLE 6600 0 0 D ANDREW CORP COM 034425108 12 1012 SH SOLE 0 0 1012 D ANDRX GROUP COM 034553107 195 8700 SH SOLE 8700 0 0 D ANGIOTECH PHARMACEUTICALS INC COM 034918102 126 6200 SH SOLE 6200 0 0 D ANHEUSER BUSCH COM 035229103 4064 81354 SH SOLE 81354 0 0 D ANHEUSER BUSCH COM 035229103 7523 150609 SH SOLE 0 0 150609 D ANNALY MORTGAGE MANAGEMENT COM 035710409 96 5600 SH SOLE 5600 0 0 D ANNTAYLOR STORES CORP COM 036115103 10062 429997 SH SOLE 429997 0 0 D ANNTAYLOR STORES CORP COM 036115103 1680 71774 SH SOLE 0 0 57575 D ANSOFT CORP COM 036384105 30248 1902407 SH SOLE 1902407 0 0 D ANSOFT CORP COM 036384105 157 9900 SH SOLE 0 0 9900 D ANTHEM INC COM 03674B104 1551 17779 SH SOLE 17779 0 0 D ANWORTH MORTGAGE ASSET CORP COM 037347101 98 8600 SH SOLE 8600 0 0 D AON CORP COM 037389103 1388 48300 SH SOLE 48300 0 0 D APACHE COM 037411105 2412 48126 SH SOLE 48126 0 0 D APARTMENT INVT & MGMT CO COM 03748R101 17 500 SH SOLE 500 0 0 D APOLLO GROUP INC CL A COM 037604105 1488 20282 SH SOLE 20282 0 0 D APPLE COMPUTER COM 037833100 34706 895640 SH SOLE 895640 0 0 D APPLE COMPUTER COM 037833100 11940 308130 SH SOLE 0 0 308130 D APPLEBEE'S INTL INC COM 037899101 6 250 SH SOLE 250 0 0 D APPLERA CORP-APPLIED BIOSYSTEM COM 038020103 574 30400 SH SOLE 30400 0 0 D APPLERA CORP-APPLIED BIOSYSTEM COM 038020103 3 145 SH SOLE 0 0 145 D APPLICA INC COM 03815A106 59 14600 SH SOLE 14600 0 0 D APPLICA INC COM 03815A106 242 60000 SH SOLE 0 0 60000 D APPLIED FILMS CORP COM 038197109 2962 164485 SH SOLE 164485 0 0 D APPLIED FILMS CORP COM 038197109 517 28720 SH SOLE 0 0 23000 D APPLIED MATERIAL COM 038222105 3036 184100 SH SOLE 184100 0 0 D APTARGROUP INC COM 038336103 22 500 SH SOLE 500 0 0 D AQUA AMERICA INC COM 03836W103 50 2252 SH SOLE 2252 0 0 D ARAMARK CORP CL B COM 038521100 17 700 SH SOLE 700 0 0 D ARBITRON INC COM 03875Q108 21362 583500 SH SOLE 583500 0 0 D ARCHER-DANIELS-MIDLD COM 039483102 1673 98500 SH SOLE 98500 0 0 D ARCHER-DANIELS-MIDLD COM 039483102 2 125 SH SOLE 0 0 125 D ARCHSTONE-SMITH TRUST COM 039583109 427 13500 SH SOLE 13500 0 0 D ARDEN REALTY INC COM 039793104 98 3000 SH SOLE 3000 0 0 D ARKANSAS BEST CORP COM 040790107 2667 72826 SH SOLE 72826 0 0 D ARKANSAS BEST CORP COM 040790107 929 25380 SH SOLE 0 0 20225 D ARVAL HOLDINGS INC COM 043272103 0 25000 SH SOLE 25000 0 0 D ASCENTIAL SOFTWARE CORP COM 04362P207 54 4000 SH SOLE 0 0 4000 D ASHLAND INC COM 044204105 1295 23100 SH SOLE 23100 0 0 D ASHWORTH INC COM 04516H101 328 40000 SH SOLE 0 0 40000 D ASK JEEVES INC COM 045174109 10 300 SH SOLE 300 0 0 D ASPECT COMMUNICATIONS CORP COM 04523Q102 73 7400 SH SOLE 7400 0 0 D ASSET ACCEPTANCE CAPITAL CORP COM 04543P100 1023 60300 SH SOLE 60300 0 0 D ASSOCIATED BANC CORP COM 045487105 229 7150 SH SOLE 7150 0 0 D ASSURANT INC COM 04621X108 70 2700 SH SOLE 2700 0 0 D ASTA FUNDING INC COM 046220109 206 12700 SH SOLE 12700 0 0 D ASTA FUNDING INC COM 046220109 4478 276600 SH SOLE 0 0 276600 D ASTEC INDUSTRIES INC COM 046224101 107 5600 SH SOLE 5600 0 0 D ASTORIA FINL CORP COM 046265104 131 3700 SH SOLE 3700 0 0 D ASTRONICS CORP COM 046433108 108 21125 SH SOLE 0 0 21125 D ATLANTIC AMERICAN CORP COM 048209100 10 3400 SH SOLE 3400 0 0 D ATMEL CORP COM 049513104 10 2800 SH SOLE 2800 0 0 D AUDIOVOX CORP CL A COM 050757103 1095 65000 SH SOLE 0 0 65000 D AUTODESK INC COM 052769106 2101 43200 SH SOLE 43200 0 0 D AUTOLIV INC COM 052800109 141 3500 SH SOLE 3500 0 0 D AUTOLIV INC COM 052800109 31 766 SH SOLE 0 0 766 D AUTOMATIC DATA PROCESSING COM 053015103 21535 521170 SH SOLE 521170 0 0 D AUTOMATIC DATA PROCESSING COM 053015103 19597 474280 SH SOLE 0 0 474280 D AUTOZONE INC COM 053332102 834 10800 SH SOLE 10800 0 0 D AVALONBAY COMMUNITIES INC COM 053484101 193 3200 SH SOLE 3200 0 0 D AVAYA INC COM 053499109 1884 135133 SH SOLE 135133 0 0 D AVAYA INC COM 053499109 4 308 SH SOLE 0 0 308 D AVERY DENNISON CORP COM 053611109 86 1300 SH SOLE 1300 0 0 D AVIALL INC COM 05366B102 1897 93000 SH SOLE 0 0 93000 D AVID TECHNOLOGY INC COM 05367P100 19 400 SH SOLE 400 0 0 D AVOCENT CORP COM 053893103 5 200 SH SOLE 200 0 0 D AVON PRODUCTS COM 054303102 1415 32400 SH SOLE 32400 0 0 D AVON PRODUCTS COM 054303102 14 310 SH SOLE 0 0 310 D AXSYS TECHNOLOGIES INC COM 054615109 4779 343850 SH SOLE 343850 0 0 D AXSYS TECHNOLOGIES INC COM 054615109 34 2450 SH SOLE 0 0 2450 D BB&T CORP COM 054937107 3105 78220 SH SOLE 78220 0 0 D BCE INC COM 05534B109 9887 456677 SH SOLE 456677 0 0 D BCE INC COM 05534B109 3598 166200 SH SOLE 0 0 166200 D BISYS GROUP INC COM 055472104 148 10100 SH SOLE 10100 0 0 D BJ SERVICES CO COM 055482103 1509 28800 SH SOLE 28800 0 0 D BJ'S WHOLESALE CLUB INC. COM 05548J106 9222 337325 SH SOLE 337325 0 0 D BJ'S WHOLESALE CLUB INC. COM 05548J106 1613 58985 SH SOLE 0 0 47400 D BOK FINANCIAL CORP COM 05561Q201 315 7053 SH SOLE 7053 0 0 D BRE PROPERTIES INC CL A COM 05564E106 50 1300 SH SOLE 1300 0 0 D BMC SOFTWARE INC COM 055921100 511 32300 SH SOLE 32300 0 0 D BADGER METER INC COM 056525108 479 10500 SH SOLE 0 0 10500 D BAKER MICHAEL CORP COM 057149106 374 23800 SH SOLE 0 0 23800 D BAKER HUGHES INC COM 057224107 2234 51100 SH SOLE 51100 0 0 D BALDOR ELECTRIC COM 057741100 14422 609550 SH SOLE 609550 0 0 D BALL CORP COM 058498106 1063 28400 SH SOLE 28400 0 0 D BANCFIRST CORP COM 05945F103 3 50 SH SOLE 50 0 0 D BANCINSURANCE CORP COM 05945K102 109 14500 SH SOLE 0 0 14500 D BANCORP BANK COM 05969F104 1925 94600 SH SOLE 94600 0 0 D BANK OF AMERICA CORP COM 060505104 52963 1222315 SH SOLE 1222315 0 0 D BANK OF AMERICA CORP COM 060505104 14280 329559 SH SOLE 0 0 329559 D BANK OF HAWAII CORP COM 062540109 170 3600 SH SOLE 3600 0 0 D BANK OF THE OZARKS INC. COM 063904106 2694 90600 SH SOLE 90600 0 0 D BANK OF THE OZARKS INC. COM 063904106 5161 173605 SH SOLE 0 0 169700 D BANK OF NEW YORK COM 064057102 2989 102465 SH SOLE 102465 0 0 D BANK OF NEW YORK COM 064057102 392 13433 SH SOLE 0 0 13433 D BANKNORTH GROUP INC COM 06646R107 277 7900 SH SOLE 7900 0 0 D BANKNORTH GROUP INC COM 06646R107 8120 232000 SH SOLE 0 0 232000 D BANNER CORPORATION COM 06652V109 2327 79153 SH SOLE 79153 0 0 D BANNER CORPORATION COM 06652V109 996 33870 SH SOLE 0 0 29800 D BARD C.R. COM 067383109 810 14300 SH SOLE 14300 0 0 D BARNES & NOBLE INC COM 067774109 101 2740 SH SOLE 2740 0 0 D BARR PHARMACEUTICALS INC COM 068306109 23 550 SH SOLE 550 0 0 D BASSETT FURNITURE INDS COM 070203104 1387 73455 SH SOLE 73455 0 0 D BAUSCH & LOMB COM 071707103 1096 16500 SH SOLE 16500 0 0 D BAXTER INTERNATIONAL INC COM 071813109 129 4000 SH SOLE 4000 0 0 D BAXTER INTERNATIONAL INC COM 071813109 298 9258 SH SOLE 0 0 9258 D BEA SYSTEMS INC COM 073325102 17 2400 SH SOLE 2400 0 0 D BEAR STEARNS COS INC COM 073902108 2135 22200 SH SOLE 22200 0 0 D BEASLEY BROADCAST GROUP INC A COM 074014101 44 2800 SH SOLE 2800 0 0 D BECKMAN COULTER INC COM 075811109 17 300 SH SOLE 300 0 0 D BECTON DICKINSON & CO COM 075887109 3547 68600 SH SOLE 68600 0 0 D BED BATH & BEYOND INC COM 075896100 5952 160380 SH SOLE 160380 0 0 D BED BATH & BEYOND INC COM 075896100 6272 169000 SH SOLE 0 0 169000 D BEL FUSE INC CL A COM 077347201 2121 75600 SH SOLE 75600 0 0 D BEL FUSE INC CL B COM 077347300 9041 273300 SH SOLE 273300 0 0 D BEL FUSE INC CL B COM 077347300 109 3300 SH SOLE 0 0 3300 D BELDEN CDT INC COM 077454106 105 4800 SH SOLE 4800 0 0 D BELL MICROPRODUCTS INC COM 078137106 561 72300 SH SOLE 0 0 72300 D BELLSOUTH CORP COM 079860102 7133 263001 SH SOLE 263001 0 0 D BELLSOUTH CORP COM 079860102 294 10828 SH SOLE 0 0 10828 D BELO CORPORATION CL A COM 080555105 50 2200 SH SOLE 2200 0 0 D BEMIS CO. COM 081437105 462 17400 SH SOLE 17400 0 0 D BENCHMARK ELECTRONICS COM 08160H101 6390 214435 SH SOLE 214435 0 0 D BENCHMARK ELECTRONICS COM 08160H101 1102 36985 SH SOLE 0 0 30100 D BENIHANA INC CL A COM 082047200 335 25000 SH SOLE 0 0 25000 D BENTLEY PHARMACEUTICALS INC COM 082657107 0 10 SH SOLE 10 0 0 D BERKLEY (W R) CORP COM 084423102 21 500 SH SOLE 500 0 0 D BERKSHIRE HATHAWAY CL A COM 084670108 260 3 SH SOLE 3 0 0 D BERKSHIRE HATHAWAY CL B COM 084670207 4823 1680 SH SOLE 1680 0 0 D BERKSHIRE HATHAWAY CL B COM 084670207 10097 3517 SH SOLE 0 0 3517 D BEST BUY COMPANY INC COM 086516101 11957 220440 SH SOLE 220440 0 0 D BEVERLY ENTERPRISES COM 087851309 64 8400 SH SOLE 8400 0 0 D BIG 5 SPORTING GOODS CORP COM 08915P101 13185 578300 SH SOLE 578300 0 0 D BIG 5 SPORTING GOODS CORP COM 08915P101 178 7800 SH SOLE 0 0 7800 D BIO-IMAGING TECHNOLOGIES INC COM 09056N103 1117 228900 SH SOLE 228900 0 0 D BIO-IMAGING TECHNOLOGIES INC COM 09056N103 20 4200 SH SOLE 0 0 4200 D BIO REFERENCE LABS COM 09057G602 10417 747304 SH SOLE 747304 0 0 D BIO REFERENCE LABS COM 09057G602 100 7200 SH SOLE 0 0 7200 D BIOMET INC. COM 090613100 5343 113972 SH SOLE 113972 0 0 D BIOMET INC. COM 090613100 1156 24650 SH SOLE 0 0 24650 D BIOGEN IDEC INC COM 09062X103 575 9395 SH SOLE 9395 0 0 D BIOGEN IDEC INC COM 09062X103 8 130 SH SOLE 0 0 130 D BIOPURE CORP COM 09065H105 8 20000 SH SOLE 20000 0 0 D BLACK & DECKER COM 091797100 1781 23000 SH SOLE 23000 0 0 D BLOCK H & R INC COM 093671105 1038 21000 SH SOLE 21000 0 0 D BLOCKBUSTER INC CL A COM 093679108 8 1100 SH SOLE 1100 0 0 D BLUEGREEN CORP COM 096231105 768 69000 SH SOLE 0 0 69000 D BOB EVANS FARMS COM 096761101 5 200 SH SOLE 200 0 0 D BOEING CO COM 097023105 8453 163746 SH SOLE 163746 0 0 D BOEING CO COM 097023105 168 3264 SH SOLE 0 0 3264 D BOISE CASCADE COM 097383103 200 6000 SH SOLE 6000 0 0 D BOMBARDIER INC CL B COM 097751200 2 800 SH SOLE 800 0 0 D BON TON STORES COM 09776J101 549 45000 SH SOLE 0 0 45000 D BOOKHAM INC COM 09856E105 5 800 SH SOLE 800 0 0 D BOOKS-A-MILLION INC COM 098570104 368 46000 SH SOLE 0 0 46000 D BORDERS GROUP INC COM 099709107 72 2900 SH SOLE 2900 0 0 D BORG WARNER INC COM 099724106 238 5500 SH SOLE 5500 0 0 D BORLAND INTL INC COM 099849101 1259 150750 SH SOLE 150750 0 0 D BORLAND INTL INC COM 099849101 360 43120 SH SOLE 0 0 35700 D BOSTON PRIVATE FINL HLDGS IN COM 101119105 24297 973450 SH SOLE 973450 0 0 D BOSTON PRIVATE FINL HLDGS IN COM 101119105 3090 123800 SH SOLE 0 0 123800 D BOSTON PROPERTIES INC COM 101121101 210 3800 SH SOLE 3800 0 0 D BOSTON SCIENTIFIC CORP COM 101137107 36 900 SH SOLE 900 0 0 D BOWL AMERICA INC CL A COM 102565108 216 15127 SH SOLE 0 0 15127 D BRANTLEY CAP CORP COM 105494108 125 11300 SH SOLE 0 0 11300 D BRIGGS & STRATTON COM 109043109 122 1500 SH SOLE 1500 0 0 D BRIGHTPOINT INC COM 109473405 45 2600 SH SOLE 2600 0 0 D BRINKER INTERNATIONAL COM 109641100 16 500 SH SOLE 500 0 0 D BRINKS COMPANY COM 109696104 18 600 SH SOLE 600 0 0 D BRISTOL-MYERS SQUIBB CO COM 110122108 10437 440953 SH SOLE 440953 0 0 D BRISTOL-MYERS SQUIBB CO COM 110122108 250 10559 SH SOLE 0 0 10559 D BRISTOL WEST HOLDINGS INC COM 11037M105 1133 66100 SH SOLE 66100 0 0 D BROADCOM CORP CL A COM 111320107 98 3600 SH SOLE 3600 0 0 D BROADCOM CORP CL A COM 111320107 2 85 SH SOLE 0 0 85 D BROOKSTONE COM 114537103 1063 56250 SH SOLE 0 0 56250 D BROWN & BROWN INC COM 115236101 5 100 SH SOLE 100 0 0 D BROWN FORMAN B COM 115637209 614 13400 SH SOLE 13400 0 0 D BROWN SHOE INC COM 115736100 60 2400 SH SOLE 2400 0 0 D BRUNSWICK CORP COM 117043109 366 8000 SH SOLE 8000 0 0 D BUCA INC COM 117769109 204 48000 SH SOLE 0 0 48000 D BUCKEYE TECHNOLOGIES INC COM 118255108 1193 107000 SH SOLE 0 0 107000 D BUCKLE INC COM 118440106 63 2300 SH SOLE 2300 0 0 D BUILDING MATERIALS HLDG CORP COM 120113105 1073 39000 SH SOLE 0 0 39000 D BURLINGTON NORTHERN SANTA FE COM 12189T104 2112 55136 SH SOLE 55136 0 0 D BURLINGTON NORTHERN SANTA FE COM 12189T104 11 296 SH SOLE 0 0 296 D BURLINGTON RESOURCES INC COM 122014103 2134 52300 SH SOLE 52300 0 0 D C & D TECHNOLOGIES INC COM 124661109 5365 282050 SH SOLE 282050 0 0 D C & D TECHNOLOGIES INC COM 124661109 862 45345 SH SOLE 0 0 36350 D CBL & ASSOCIATES PROPERTIES COM 124830100 73 1200 SH SOLE 1200 0 0 D CBRL GROUP INC COM 12489V106 79 2200 SH SOLE 2200 0 0 D CB RICHARD ELLIS GROUP INC A COM 12497T101 176 7600 SH SOLE 7600 0 0 D C D W CORP COM 12512N105 29 500 SH SOLE 500 0 0 D CH ROBINSON WORLDWIDE INC. COM 12541W100 15279 329350 SH SOLE 329350 0 0 D CIGNA CORP COM 125509109 3078 44200 SH SOLE 44200 0 0 D CIGNA CORP COM 125509109 418 6000 SH SOLE 0 0 6000 D C I T GROUP INC COM 125581108 2199 58800 SH SOLE 58800 0 0 D CMS ENERGY CORP COM 125896100 111 11700 SH SOLE 11700 0 0 D C S S INDUSTRIES INC COM 125906107 1083 35000 SH SOLE 0 0 35000 D CSK AUTO CORP. COM 125965103 1265 95000 SH SOLE 0 0 95000 D CNF INC COM 12612W104 209 5100 SH SOLE 5100 0 0 D CPAC INC COM 126145101 70 13700 SH SOLE 0 0 13700 D CSX CORP. COM 126408103 487 14672 SH SOLE 14672 0 0 D CSX CORP. COM 126408103 10 300 SH SOLE 0 0 300 D CUNO INC COM 126583103 15928 275805 SH SOLE 275805 0 0 D CUNO INC COM 126583103 7600 131609 SH SOLE 0 0 121924 D CVS CORP COM 126650100 25 593 SH SOLE 593 0 0 D CABOT CORPORATION COM 127055101 131 3400 SH SOLE 3400 0 0 D CABOT MICROELECTRONICS CORP COM 12709P103 1 40 SH SOLE 40 0 0 D CADENCE DESIGN SYS COM 127387108 44 3400 SH SOLE 3400 0 0 D CAESARS ENTERTAINMENT INC COM 127687101 337 20200 SH SOLE 20200 0 0 D CAGLES INC CL A COM 127703106 121 9300 SH SOLE 0 0 9300 D CALAMP CORP COM 128126109 300 42200 SH SOLE 0 0 42200 D CALIFORNIA FIRST NATIONAL BANC COM 130222102 411 31000 SH SOLE 0 0 31000 D CALIFORNIA WATER SERVICE GROUP COM 130788102 1455 49554 SH SOLE 0 0 49554 D CALLON PETROLEUM CORP COM 13123X102 507 40000 SH SOLE 0 0 40000 D CAMCO FINANCIAL CORP COM 132618109 312 21000 SH SOLE 0 0 21000 D CAMDEN PROPERTY TRUST COM 133131102 83 1800 SH SOLE 1800 0 0 D CAMPBELL SOUP COM 134429109 765 29100 SH SOLE 29100 0 0 D CANDELA CORP COM 136907102 75 6500 SH SOLE 6500 0 0 D CANTEL MEDICAL CORP COM 138098108 250 10400 SH SOLE 10400 0 0 D CAPITAL CORP OF THE WEST COM 140065103 271 6300 SH SOLE 6300 0 0 D CAPITAL CORP OF THE WEST COM 140065103 5115 118961 SH SOLE 0 0 118961 D CAPITAL CROSSING BANK COM 140071101 432 17000 SH SOLE 0 0 17000 D CAPITAL ONE FINANCIAL COM 14040H105 310 4200 SH SOLE 4200 0 0 D CAPITAL SENIOR LIVING CORP COM 140475104 274 57000 SH SOLE 0 0 57000 D CAPITALSOURCE INC COM 14055X102 7 300 SH SOLE 300 0 0 D CAPITOL BANCORP LTD COM 14056D105 11 367 SH SOLE 367 0 0 D CAPITOL BANCORP LTD COM 14056D105 323 11000 SH SOLE 0 0 11000 D CAPITOL FED FINL COM 14057C106 23 700 SH SOLE 700 0 0 D CARAUSTAR INDUSTRIES INC COM 140909102 6695 399225 SH SOLE 399225 0 0 D CARDIAC SCIENCE INC - RestricteCOM 1414103#5 288 150000 SH SOLE 150000 0 0 D CARDINAL HEALTH INC COM 14149Y108 1816 41500 SH SOLE 41500 0 0 D CARDINAL HEALTH INC COM 14149Y108 18 402 SH SOLE 0 0 402 D CAREER EDUCATION CORP COM 141665109 23 800 SH SOLE 800 0 0 D CAREMARK RX INC COM 141705103 1806 56301 SH SOLE 56301 0 0 D CAREMARK RX INC COM 141705103 7 216 SH SOLE 0 0 216 D CARLISLE COMPANIES COM 142339100 37246 582602 SH SOLE 582602 0 0 D CARLISLE COMPANIES COM 142339100 3579 55980 SH SOLE 0 0 44825 D CARMIKE CINEMAS INC COM 143436400 109 3100 SH SOLE 3100 0 0 D CARMIKE CINEMAS INC COM 143436400 1116 31689 SH SOLE 0 0 31689 D CARNIVAL CORP COM 143658300 67 1415 SH SOLE 1415 0 0 D CARPENTER TECHNOLOGY CORP COM 144285103 444 9300 SH SOLE 9300 0 0 D CARRIZO OIL & GAS INC COM 144577103 412 43000 SH SOLE 0 0 43000 D CARTERS INC COM 146229109 10650 384600 SH SOLE 384600 0 0 D CASCADE CORP COM 147195101 841 30300 SH SOLE 30300 0 0 D CASCADE CORP COM 147195101 980 35300 SH SOLE 0 0 35300 D CASCADE NATURAL GAS COM 147339105 677 31900 SH SOLE 0 0 31900 D CASH AMERICA INTERNATIONAL COM 14754D100 12634 516536 SH SOLE 516536 0 0 D CASH AMERICA INTERNATIONAL COM 14754D100 2418 98873 SH SOLE 0 0 79358 D CASUAL MALE RETAIL GROUP INC COM 148711104 4894 933975 SH SOLE 933975 0 0 D CASUAL MALE RETAIL GROUP INC COM 148711104 4128 787850 SH SOLE 0 0 756175 D CATALINA MARKETING CORP COM 148867104 1228 53200 SH SOLE 53200 0 0 D CATALYST SEMICONDUCTOR COM 148881105 202 34000 SH SOLE 34000 0 0 D CATELLUS DEVELOPMENT CORP COM 149113102 27 1000 SH SOLE 1000 0 0 D CATERPILLAR COM 149123101 2 20 SH SOLE 0 0 20 D CATHAY GENERAL BANCORP COM 149150104 223 6000 SH SOLE 6000 0 0 D CELGENE CORP COM 151020104 29 500 SH SOLE 500 0 0 D CENDANT CORP COM 151313103 3231 149600 SH SOLE 149600 0 0 D CENTER FINANCIAL CORP COM 15146E102 976 51300 SH SOLE 51300 0 0 D CENTERPOINT ENERGY INC COM 15189T107 999 96400 SH SOLE 96400 0 0 D CENTEX CORP COM 152312104 1685 33400 SH SOLE 33400 0 0 D CENTRAL GARDEN & PET COM 153527106 1954 63800 SH SOLE 63800 0 0 D CENTRAL VT PUB SVC CORP COM 155771108 153 7600 SH SOLE 7600 0 0 D CENTRAL VT PUB SVC CORP COM 155771108 3189 158600 SH SOLE 0 0 158600 D CENTURY ALUMINUM CO COM 156431108 111 4000 SH SOLE 4000 0 0 D CENTURY BUSINESS SERVICES INC COM 156490104 81 18000 SH SOLE 18000 0 0 D CENTURYTEL INC COM 156700106 2130 62200 SH SOLE 62200 0 0 D CEPHALON INC COM 156708109 14 300 SH SOLE 300 0 0 D CERADYNE INC COM 156710105 70 1600 SH SOLE 1600 0 0 D CERES GROUP INC COM 156772105 540 99000 SH SOLE 0 0 99000 D CERIDIAN CORP COM 156779100 44 2400 SH SOLE 2400 0 0 D CERTEGY INC COM 156880106 268 7200 SH SOLE 7200 0 0 D CHALONE WINE GROUP LTD COM 157639105 347 33000 SH SOLE 0 0 33000 D CHARLES RIVER LABORTORIES COM 159864107 18 400 SH SOLE 400 0 0 D CHARLOTTE RUSSE HLDG INC COM 161048103 700 61000 SH SOLE 0 0 61000 D CHARMING SHOPPES COM 161133103 1652 231975 SH SOLE 231975 0 0 D CHARMING SHOPPES COM 161133103 439 61595 SH SOLE 0 0 49500 D CHECKERS DRIVE-IN RESTAURANT COM 162809305 674 57400 SH SOLE 57400 0 0 D CHECKERS DRIVE-IN RESTAURANT COM 162809305 2270 193188 SH SOLE 0 0 193188 D CHECKFREE CORP COM 162813109 39 1400 SH SOLE 1400 0 0 D CHELSEA PROPERTY GROUP INC COM 163421100 54 800 SH SOLE 800 0 0 D CHESAPEAKE ENERGY CORP COM 165167107 180 11400 SH SOLE 11400 0 0 D CHESAPEAKE UTILITIES COM 165303108 65 2600 SH SOLE 2600 0 0 D CHESAPEAKE UTILITIES COM 165303108 394 15700 SH SOLE 0 0 15700 D CHEVRONTEXACO CORP COM 166764100 20204 376666 SH SOLE 376666 0 0 D CHEVRONTEXACO CORP COM 166764100 1532 28560 SH SOLE 0 0 28560 D CHICAGO MERCANTILE EXCHANGE COM 167760107 169 1050 SH SOLE 1050 0 0 D CHICAGO RIVET & MACH CO COM 168088102 73 2800 SH SOLE 0 0 2800 D CHICOS FAS INC COM 168615102 24 700 SH SOLE 700 0 0 D CHOICE HOTELS INTERNATIONAL COM 169905106 58 1000 SH SOLE 1000 0 0 D CHIQUITA BRANDS INTL INC COM 170032809 87 5000 SH SOLE 5000 0 0 D CHIRON CORP COM 170040109 71 1600 SH SOLE 0 0 1600 D CHITTENDEN CORP COM 170228100 5389 197775 SH SOLE 197775 0 0 D CHOICEPOINT INC COM 170388102 8485 198949 SH SOLE 198949 0 0 D CHOLESTECH CORP COM 170393102 237 35000 SH SOLE 0 0 35000 D CHUBB COM 171232101 1987 28266 SH SOLE 28266 0 0 D CHUBB COM 171232101 910 12944 SH SOLE 0 0 12944 D CHURCH & DWIGHT INC COM 171340102 11 400 SH SOLE 400 0 0 D CIBER INC COM 17163B102 86 11400 SH SOLE 11400 0 0 D CINCINNATI FINANCIAL COM 172062101 901 21864 SH SOLE 21864 0 0 D CINERGY CORP COM 172474108 922 23293 SH SOLE 23293 0 0 D CIRCUIT CITY STORES - CIRCUIT COM 172737108 8098 527900 SH SOLE 527900 0 0 D CIRCOR INTERNATIONAL INC COM 17273K109 878 45000 SH SOLE 0 0 45000 D CIRRUS LOGIC INC COM 172755100 49 10200 SH SOLE 10200 0 0 D CISCO SYSTEMS INC COM 17275R102 16246 897568 SH SOLE 897568 0 0 D CISCO SYSTEMS INC COM 17275R102 3251 179591 SH SOLE 0 0 179591 D CITADEL BROADCASTING CORP COM 17285T106 2217 172950 SH SOLE 172950 0 0 D CINTAS CORP COM 172908105 842 20035 SH SOLE 20035 0 0 D CITIGROUP INC COM 172967101 77688 1760841 SH SOLE 1760841 0 0 D CITIGROUP INC COM 172967101 22753 515706 SH SOLE 0 0 515706 D CITIGROUP INC LITIGATION WTS COM 172967127 1 630 SH SOLE 630 0 0 D CITIZENS COMMUNICATIONS CO. COM 17453B101 2152 160700 SH SOLE 160700 0 0 D CITIZENS SOUTH BANKING CORP COM 176682102 897 71400 SH SOLE 71400 0 0 D CITIZENS SOUTH BANKING CORP COM 176682102 314 25000 SH SOLE 0 0 25000 D CITRIX SYSTEMS INC COM 177376100 2577 147100 SH SOLE 147100 0 0 D CITY NATL CORP COM 178566105 305 4700 SH SOLE 4700 0 0 D CLAIRE'S STORES INC COM 179584107 68 2700 SH SOLE 2700 0 0 D CLARCOR INC COM 179895107 160 3350 SH SOLE 3350 0 0 D CLARCOR INC COM 179895107 161 3375 SH SOLE 0 0 3375 D CLEAR CHANNEL COMMUNICATION COM 184502102 3543 113681 SH SOLE 113681 0 0 D CLEAR CHANNEL COMMUNICATION COM 184502102 119 3825 SH SOLE 0 0 3825 D CLOROX CO COM 189054109 1396 26200 SH SOLE 26200 0 0 D CLOROX CO COM 189054109 720 13500 SH SOLE 0 0 13500 D COACH INC COM 189754104 891 21000 SH SOLE 21000 0 0 D COBIZ INC COM 190897108 141 8550 SH SOLE 8550 0 0 D COBIZ INC COM 190897108 2151 130098 SH SOLE 0 0 130098 D COBRA ELECTRONICS CORP COM 191042100 137 19000 SH SOLE 0 0 19000 D COCA COLA COM 191216100 6380 159301 SH SOLE 159301 0 0 D COCA COLA COM 191216100 2648 66121 SH SOLE 0 0 66121 D COCA COLA ENTERPRISES INC COM 191219104 38 2000 SH SOLE 2000 0 0 D COGNEX CORP COM 192422103 14802 564950 SH SOLE 564950 0 0 D COGNIZANT TECH SOLUTIONS COM 192446102 21 700 SH SOLE 700 0 0 D COHERENT INC COM 192479103 30612 1180095 SH SOLE 1180095 0 0 D COINSTAR INC COM 19259P300 142 6100 SH SOLE 6100 0 0 D COLDWATER CREEK INC COM 193068103 18189 871525 SH SOLE 871525 0 0 D COLE NATIONAL CORP CL A COM 193290103 1136 41000 SH SOLE 0 0 41000 D COLGATE-PALMOLIVE COM 194162103 581 12852 SH SOLE 12852 0 0 D COLGATE-PALMOLIVE COM 194162103 900 19925 SH SOLE 0 0 19925 D COLONIAL BANCGROUP COM 195493309 294 14400 SH SOLE 14400 0 0 D COMCAST CORP CL A COM 20030N101 4075 144299 SH SOLE 144299 0 0 D COMCAST CORP CL A COM 20030N101 51 1809 SH SOLE 0 0 1809 D COMCAST CORP SPECIAL CL A COM 20030N200 71 2550 SH SOLE 2550 0 0 D COMERICA INC. COM 200340107 2895 48772 SH SOLE 48772 0 0 D COMERICA INC. COM 200340107 211 3550 SH SOLE 0 0 3550 D COMMERCE BANCORP INC NJ COM 200519106 6620 119930 SH SOLE 119930 0 0 D COMMERCE BANCORP INC NJ COM 200519106 1501 27189 SH SOLE 0 0 21884 D COMMERCE BANCSHARES COM 200525103 130 2705 SH SOLE 2705 0 0 D COMMERCE GROUP INC/MA COM 200641108 6539 135100 SH SOLE 135100 0 0 D COMMERCIAL CAPITAL BANCORP COM 20162L105 5079 223855 SH SOLE 223855 0 0 D COMMERCIAL CAPITAL BANCORP COM 20162L105 769 33875 SH SOLE 0 0 27250 D COMMUNITY HEALTH SYS INC NEW COM 203668108 24 900 SH SOLE 900 0 0 D COMMUNICATIONS SYSTEMS INC COM 203900105 191 23000 SH SOLE 0 0 23000 D COMPASS BANCSHARES INC COM 20449H109 272 6200 SH SOLE 6200 0 0 D COMPEX TECHNOLOGIES INC COM 204513105 221 41000 SH SOLE 0 0 41000 D COMPUCOM SYSTEMS INC COM 204780100 655 143000 SH SOLE 0 0 143000 D COMPUCREDIT CORP COM 20478N100 101 5400 SH SOLE 5400 0 0 D COMPUDYNE CORP COM 204795306 190 24000 SH SOLE 0 0 24000 D COMPUTER ASSOC INTERNATIONAL COM 204912109 1688 64200 SH SOLE 64200 0 0 D COMPUTER NETWORK TECH CORP COM 204925101 321 79000 SH SOLE 0 0 79000 D COMPUTER SCIENCES COM 205363104 1809 38400 SH SOLE 38400 0 0 D COMPUTER SCIENCES COM 205363104 754 16000 SH SOLE 0 0 16000 D COMPUWARE CORP COM 205638109 207 40200 SH SOLE 40200 0 0 D COMPX INTERNATIONAL INC. COM 20563P101 640 40000 SH SOLE 0 0 40000 D COMTECH TELECOMMUNICATIONS COM 205826209 1835 67700 SH SOLE 67700 0 0 D COMTECH TELECOMMUNICATIONS COM 205826209 4981 183800 SH SOLE 0 0 183800 D COMVERSE TECHNOLOGY COM 205862402 397 21100 SH SOLE 21100 0 0 D CONAGRA FOODS INC COM 205887102 1232 47900 SH SOLE 47900 0 0 D COMPUTER HORIZONS CORP COM 205908106 75 17400 SH SOLE 17400 0 0 D CONNECTICUT WATER SVC COM 207797101 621 23500 SH SOLE 0 0 23500 D CONOCOPHILLIPS COM 20825C104 7701 92950 SH SOLE 92950 0 0 D CONOCOPHILLIPS COM 20825C104 135 1625 SH SOLE 0 0 1625 D CONSOL ENERGY INC COM 20854P109 7 200 SH SOLE 200 0 0 D CONS GOLDEN QUAIL RESOURCES COM 208964106 0 666 SH SOLE 666 0 0 D CONSOLIDATED EDISON INC COM 209115104 1341 31900 SH SOLE 31900 0 0 D CONSOLIDATED GRAPHICS INC COM 209341106 1634 39000 SH SOLE 0 0 39000 D CONSTELLATION BRANDS INC CL A COM 21036P108 126 3300 SH SOLE 3300 0 0 D CONSTELLATION BRANDS INC CL A COM 21036P108 27 700 SH SOLE 0 0 700 D CONSTELLATION ENERGY GROUP COM 210371100 813 20400 SH SOLE 20400 0 0 D CONVERGYS CORP COM 212485106 270 20100 SH SOLE 20100 0 0 D COOPER CAMERON CORP COM 216640102 126 2300 SH SOLE 2300 0 0 D COOPER COMPANIES COM 216648402 288 4200 SH SOLE 4200 0 0 D COOPER TIRE & RUBBER COM 216831107 2316 114800 SH SOLE 114800 0 0 D COOPERATIVE BANKSHARES INC COM 216844100 147 6100 SH SOLE 6100 0 0 D COOPERATIVE BANKSHARES INC COM 216844100 595 24670 SH SOLE 0 0 24670 D COORS ADOLPH CL B COM 217016104 346 5100 SH SOLE 5100 0 0 D COPART INC COM 217204106 6 300 SH SOLE 300 0 0 D CORE MOLDING TECHNOLOGIES INC COM 218683100 1 200 SH SOLE 200 0 0 D CORNELL COMPANIES INC COM 219141108 459 37000 SH SOLE 0 0 37000 D CORNING INC COM 219350105 1140 102920 SH SOLE 102920 0 0 D CORNING INC COM 219350105 95 8600 SH SOLE 0 0 8600 D CORPORATE EXECUTIVE BOARD CO COM 21988R102 12 200 SH SOLE 200 0 0 D CORVEL CORP COM 221006109 16947 571000 SH SOLE 571000 0 0 D CORVEL CORP COM 221006109 154 5200 SH SOLE 0 0 5200 D COSTCO WHOLESALE CORP COM 22160K105 3029 72878 SH SOLE 72878 0 0 D COSTCO WHOLESALE CORP COM 22160K105 36 860 SH SOLE 0 0 860 D COTTON STATES LIFE & HEALTH COM 221774102 304 15452 SH SOLE 0 0 15452 D COUNTRYWIDE FINANCIAL CORP COM 222372104 3056 77590 SH SOLE 77590 0 0 D COVANCE INC COM 222816100 72 1800 SH SOLE 1800 0 0 D COVANCE INC COM 222816100 6 150 SH SOLE 0 0 150 D COVANSYS CORP COM 22281W103 1311 113600 SH SOLE 113600 0 0 D COVANSYS CORP COM 22281W103 4240 367400 SH SOLE 0 0 367400 D COVENANT TRANSPORT CL A COM 22284P105 811 42000 SH SOLE 0 0 42000 D COVENTRY HEALTH CARE INC COM 222862104 344 6450 SH SOLE 6450 0 0 D COX COMMUNICATIONS INC CL A COM 224044107 7 200 SH SOLE 200 0 0 D COX RADIO INC CL A COM 224051102 57 3800 SH SOLE 3800 0 0 D CRANE CO COM 224399105 1183 40900 SH SOLE 40900 0 0 D CREDIT ACCEP CORP MICH COM 225310101 2330 123000 SH SOLE 0 0 123000 D CREE INC COM 225447101 24 800 SH SOLE 800 0 0 D CRITICAL PATH INC COM 22674V506 1 1732 SH SOLE 0 0 1732 D CROWN CASTLE INTL CORP COM 228227104 60 4000 SH SOLE 4000 0 0 D CROWN VANTAGE INC COM 228622106 0 30 SH SOLE 0 0 30 D CUBIC CORP COM 229669106 6963 304050 SH SOLE 304050 0 0 D CUBIC CORP COM 229669106 1224 53455 SH SOLE 0 0 42725 D CULLEN FROST BANKERS INC COM 229899109 51 1100 SH SOLE 1100 0 0 D CUMMINS INC COM 231021106 2534 34300 SH SOLE 34300 0 0 D CURTISS WRIGHT CORP COM 231561101 132 2300 SH SOLE 2300 0 0 D CUTTER & BUCK INC COM 232217109 352 32000 SH SOLE 0 0 32000 D CYBEROPTICS CORP COM 232517102 19 1200 SH SOLE 1200 0 0 D CYPRESS SEMICONDUCTOR COM 232806109 8 900 SH SOLE 900 0 0 D CYTEC INDUSTRIES INC COM 232820100 284 5800 SH SOLE 5800 0 0 D D&K HEALTHCARE RESOURCES COM 232861104 394 40000 SH SOLE 0 0 40000 D CYTYC CORP COM 232946103 19 800 SH SOLE 800 0 0 D DHB INDUSTRIES INC COM 23321E103 139 9800 SH SOLE 9800 0 0 D DJ ORTHOPEDICS COM 23325G104 741 42000 SH SOLE 0 0 42000 D DPL INC COM 233293109 130 6300 SH SOLE 6300 0 0 D D R HORTON INC COM 23331A109 154 4650 SH SOLE 4650 0 0 D DST SYSTEM INC COM 233326107 80 1800 SH SOLE 1800 0 0 D DTE ENERGY CO COM 233331107 899 21300 SH SOLE 21300 0 0 D DVI INC COM 233343102 0 33000 SH SOLE 0 0 33000 D DADE BEHRING HOLDINGS INC COM 23342J206 329 5900 SH SOLE 5900 0 0 D DANA CORP COM 235811106 361 20400 SH SOLE 20400 0 0 D DANAHER CORP COM 235851102 1637 31920 SH SOLE 31920 0 0 D DANAHER CORP COM 235851102 7 130 SH SOLE 0 0 130 D DARDEN RESTAURANT COM 237194105 683 29300 SH SOLE 29300 0 0 D DARLING INTERNATIONAL INC COM 237266101 61 14200 SH SOLE 14200 0 0 D DAVE & BUSTERS INC COM 23833N104 59 3100 SH SOLE 3100 0 0 D DAVE & BUSTERS INC COM 23833N104 748 39400 SH SOLE 0 0 39400 D DAVITA INC COM 23918K108 20 650 SH SOLE 650 0 0 D DEAN FOODS CO COM 242370104 36 1200 SH SOLE 1200 0 0 D DEARBORN BANCORP INC COM 24242R108 1561 59800 SH SOLE 59800 0 0 D DEARBORN BANCORP INC COM 24242R108 3950 151350 SH SOLE 0 0 151350 D DEB SHOPS INC COM 242728103 976 40000 SH SOLE 0 0 40000 D DEERE & CO COM 244199105 90 1400 SH SOLE 1400 0 0 D DEL MONTE FOODS CO COM 24522P103 71 6800 SH SOLE 6800 0 0 D DEL MONTE FOODS CO COM 24522P103 1 129 SH SOLE 0 0 129 D DELL INC COM 24702R101 10100 283711 SH SOLE 283711 0 0 D DELL INC COM 24702R101 81 2285 SH SOLE 0 0 2285 D DELPHI CORP COM 247126105 2 217 SH SOLE 217 0 0 D DELPHI CORP COM 247126105 12 1279 SH SOLE 0 0 1279 D DELPHI FINANCIAL GRP -CL A COM 247131105 7323 182288 SH SOLE 182288 0 0 D DELPHI FINANCIAL GRP -CL A COM 247131105 1187 29548 SH SOLE 0 0 23563 D DELTA NATURAL GAS COM 247748106 243 9000 SH SOLE 0 0 9000 D DELUXE CORP COM 248019101 1505 36700 SH SOLE 36700 0 0 D DENDRITE INTERNATIONAL INC COM 248239105 11029 684155 SH SOLE 684155 0 0 D DENTSPLY INTERNATIONAL COM 249030107 26 500 SH SOLE 500 0 0 D DEPARTMENT 56 INC COM 249509100 636 39000 SH SOLE 0 0 39000 D DEVELOPERS DIVERSIFIED REALTY COM 251591103 20 500 SH SOLE 500 0 0 D DEVON ENERGY CORP COM 25179M103 2497 35165 SH SOLE 35165 0 0 D DIGITAL RIVER INC COM 25388B104 95 3200 SH SOLE 3200 0 0 D DILLARDS INC COM 254067101 251 12700 SH SOLE 12700 0 0 D DIMON INC COM 254394109 777 132000 SH SOLE 0 0 132000 D DIODES INC COM 254543101 1 50 SH SOLE 0 0 50 D DIONEX CORP COM 254546104 15450 282450 SH SOLE 282450 0 0 D DIRECTV GROUP INC COM 25459L106 37 2105 SH SOLE 2105 0 0 D DIRECTV GROUP INC COM 25459L106 133 7544 SH SOLE 0 0 7544 D DISNEY (WALT) CO COM 254687106 24089 1068245 SH SOLE 1068245 0 0 D DISNEY (WALT) CO COM 254687106 6288 278840 SH SOLE 0 0 278840 D DOLLAR GENERAL CORP COM 256669102 30 1500 SH SOLE 1500 0 0 D DOMINION HOMES INC COM 257386102 524 22000 SH SOLE 0 0 22000 D DOMINION RESOURCES COM 25746U109 3125 47900 SH SOLE 47900 0 0 D DOMINION RESOURCES COM 25746U109 2105 32256 SH SOLE 0 0 32256 D DONEGAL GROUP INC CL A COM 257701201 7814 406994 SH SOLE 406994 0 0 D DONEGAL GROUP INC CL A COM 257701201 839 43700 SH SOLE 0 0 43700 D DONEGAL GROUP CLASS B COM 257701300 135 7000 SH SOLE 0 0 7000 D DONNELLEY R.R. & SONS COM 257867101 424 13553 SH SOLE 13553 0 0 D DORAL FINANCIAL CORP COM 25811P100 672 16200 SH SOLE 16200 0 0 D DORCHESTER MINERALS LP COM 25820R105 5 240 SH SOLE 0 0 240 D DOT HILL SYSTEMS CORP COM 25848T109 18 2200 SH SOLE 2200 0 0 D DOVER CORP COM 260003108 1450 37300 SH SOLE 37300 0 0 D DOW CHEMICAL COM 260543103 32351 716056 SH SOLE 716056 0 0 D DOW CHEMICAL COM 260543103 9445 209059 SH SOLE 0 0 209059 D DOW JONES & CO INC COM 260561105 394 9700 SH SOLE 9700 0 0 D DRIL-QUIP INC COM 262037104 1115 50000 SH SOLE 0 0 50000 D DU PONT COM 263534109 3446 80506 SH SOLE 80506 0 0 D DU PONT COM 263534109 484 11305 SH SOLE 0 0 11305 D DUCKWALL-ALTO STORES INC NEW COM 264142100 209 13500 SH SOLE 0 0 13500 D DUCOMMUN INC COM 264147109 648 29000 SH SOLE 0 0 29000 D DUKE ENERGY CORP COM 264399106 4234 184976 SH SOLE 184976 0 0 D DUKE ENERGY CORP COM 264399106 35 1520 SH SOLE 0 0 1520 D DUKE REALTY CORP COM 264411505 193 5800 SH SOLE 5800 0 0 D DUN & BRADSTREET (2000) COM 26483E100 29 500 SH SOLE 500 0 0 D DUN & BRADSTREET (2000) COM 26483E100 41 700 SH SOLE 0 0 700 D DURATEK INC COM 26658Q102 121 6800 SH SOLE 6800 0 0 D DYNEGY INC CLASS A COM 26816Q101 2587 518500 SH SOLE 518500 0 0 D E DIGITAL CORP COM 26841Y103 1 3500 SH SOLE 3500 0 0 D EMAK WORLDWIDE INC COM 26861V104 161 16500 SH SOLE 0 0 16500 D E M C CORP COM 268648102 8052 697713 SH SOLE 697713 0 0 D E M C CORP COM 268648102 4525 392075 SH SOLE 0 0 392075 D E M C INSURANCE GRP INC COM 268664109 420 20000 SH SOLE 0 0 20000 D E M S TECHOLOGIES INC COM 26873N108 247 14300 SH SOLE 14300 0 0 D E M S TECHOLOGIES INC COM 26873N108 5661 328200 SH SOLE 0 0 328200 D EOG RESOURCES INC COM 26875P101 994 15100 SH SOLE 15100 0 0 D ESS TECHNOLOGY INC COM 269151106 62 9000 SH SOLE 9000 0 0 D ESS TECHNOLOGY INC COM 269151106 767 112000 SH SOLE 0 0 112000 D E TRADE FINANCIAL CORP COM 269246104 292 25600 SH SOLE 25600 0 0 D EAST WEST BANCORP INC COM 27579R104 4232 126000 SH SOLE 126000 0 0 D EAST WEST BANCORP INC COM 27579R104 864 25715 SH SOLE 0 0 20400 D EASTERN CO COM 276317104 3845 236600 SH SOLE 236600 0 0 D EASTERN CO COM 276317104 265 16300 SH SOLE 0 0 16300 D EASTMAN CHEMICAL COM 277432100 499 10500 SH SOLE 10500 0 0 D EASTMAN KODAK COM 277461109 33062 1026125 SH SOLE 1026125 0 0 D EASTMAN KODAK COM 277461109 10313 320080 SH SOLE 0 0 320080 D EATON CORP COM 278058102 2790 44000 SH SOLE 44000 0 0 D EATON CORP COM 278058102 44 700 SH SOLE 0 0 700 D EATON VANCE CORP COM 278265103 21281 526900 SH SOLE 526900 0 0 D EBAY INC COM 278642103 6989 76012 SH SOLE 76012 0 0 D EBAY INC COM 278642103 10 110 SH SOLE 0 0 110 D ECOLAB COM 278865100 550 17500 SH SOLE 17500 0 0 D ECOLOGY & ENVIRONMENT CL A COM 278878103 102 11315 SH SOLE 0 0 11315 D EDELBROCK CORP COM 279434104 245 14860 SH SOLE 0 0 14860 D EDISON INTERNATIONAL COM 281020107 1074 40500 SH SOLE 40500 0 0 D EDO CORP COM 281347104 27489 990600 SH SOLE 990600 0 0 D EDO CORP COM 281347104 10798 389100 SH SOLE 0 0 389100 D EDUCATION MGMT CORP COM 28139T101 19 700 SH SOLE 700 0 0 D EDWARDS A G INC COM 281760108 308 8900 SH SOLE 8900 0 0 D EDWARDS LIFESCIENCES CORP COM 28176E108 17 500 SH SOLE 500 0 0 D EDWARDS LIFESCIENCES CORP COM 28176E108 5 152 SH SOLE 0 0 152 D EL CAPITAL PRECIOUS METALS INC COM 282812106 38 60000 SH SOLE 60000 0 0 D EL PASO CORP COM 28336L109 656 71400 SH SOLE 71400 0 0 D EL PASO CORP COM 28336L109 37 4000 SH SOLE 0 0 4000 D ELECTRO RENT CORP COM 285218103 773 70000 SH SOLE 0 0 70000 D ELECTRONIC ARTS COM 285512109 5 100 SH SOLE 100 0 0 D ELECTRONIC ARTS COM 285512109 3 60 SH SOLE 0 0 60 D ELECTRONIC DATA SYSTEMS COM 285661104 1393 71850 SH SOLE 71850 0 0 D ELECTRONICS BOUTIQUE HLDGS C COM 286045109 109 3200 SH SOLE 3200 0 0 D ELIZABETH ARDEN INC COM 28660G106 1537 73000 SH SOLE 0 0 73000 D ELKCORP COM 287456107 10951 394502 SH SOLE 394502 0 0 D ELKCORP COM 287456107 2408 86730 SH SOLE 0 0 69725 D ELLIS PERRY INTL INC COM 288853104 551 24500 SH SOLE 0 0 24500 D EMBARCADERO TECHNOLOGIES INC COM 290787100 25 3000 SH SOLE 3000 0 0 D EMERSON ELECTRIC COM 291011104 7564 122221 SH SOLE 122221 0 0 D EMERSON ELECTRIC COM 291011104 1713 27675 SH SOLE 0 0 27675 D EMMIS COMMUNICATIONS CLASS A COM 291525103 8084 447600 SH SOLE 447600 0 0 D EMPIRE DISTRICT ELEC COM 291641108 1459 71000 SH SOLE 0 0 71000 D ENBRIDGE ENERGY MANAGEMENT LLC COM 29250X103 1349 30207 SH SOLE 0 0 30207 D ENCORE WIRE CORP COM 292562105 369 27900 SH SOLE 27900 0 0 D ENCORE WIRE CORP COM 292562105 9445 713400 SH SOLE 0 0 713400 D ENERGEN CORP COM 29265N108 11443 221976 SH SOLE 221976 0 0 D ENERGEN CORP COM 29265N108 1681 32615 SH SOLE 0 0 25850 D ENERGY EAST CORP COM 29266M109 224 8900 SH SOLE 8900 0 0 D ENERGY EAST CORP COM 29266M109 158 6261 SH SOLE 0 0 6261 D ENERGIZER HOLDINGS INC COM 29266R108 28 600 SH SOLE 600 0 0 D ENERGIZER HOLDINGS INC COM 29266R108 9 200 SH SOLE 0 0 200 D ENGELHARD CORP COM 292845104 431 15200 SH SOLE 15200 0 0 D ENGINEERED SUPPORT SYS INC COM 292866100 87 1900 SH SOLE 1900 0 0 D ENERGYSOUTH INC COM 292970100 654 24000 SH SOLE 0 0 24000 D ENESCO GROUP INC COM 292973104 4838 706225 SH SOLE 706225 0 0 D ENESCO GROUP INC COM 292973104 796 116170 SH SOLE 0 0 90650 D ENNIS INC COM 293389102 236 11000 SH SOLE 11000 0 0 D ENNIS INC COM 293389102 6066 283200 SH SOLE 0 0 283200 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 24734 408090 SH SOLE 408090 0 0 D ENTERGY CORP COM 29364G103 8175 134880 SH SOLE 0 0 134880 D ENTERTAINMENT PROPERTIES TRUST COM 29380T105 268 7100 SH SOLE 7100 0 0 D ENVIRO-RECOVERY INC COM 29403M103 0 11000 SH SOLE 11000 0 0 D EON LABS INC COM 29412E100 2 100 SH SOLE 100 0 0 D EPLUS INC COM 294268107 282 27000 SH SOLE 0 0 27000 D EQUIFAX COM 294429105 1758 66700 SH SOLE 66700 0 0 D EQUITABLE RESOURCES COM 294549100 337 6200 SH SOLE 6200 0 0 D EQUITY OFFICE PROPERTIES TRUST COM 294741103 1624 59600 SH SOLE 59600 0 0 D EQUITY ONE INC COM 294752100 9 450 SH SOLE 450 0 0 D EQUITY RESIDENTIAL COM 29476L107 1259 40600 SH SOLE 40600 0 0 D ERIE INDEMNITY CO CL A COM 29530P102 41 800 SH SOLE 800 0 0 D ESCO TECHNOLOGIES INC COM 296315104 271 4000 SH SOLE 4000 0 0 D ESCO TECHNOLOGIES INC COM 296315104 6444 95100 SH SOLE 0 0 95100 D ESPEED INC CL A COM 296643109 11086 1127800 SH SOLE 1127800 0 0 D ETHAN ALLEN INTERIORS INC COM 297602104 198 5700 SH SOLE 5700 0 0 D EUROBANCSHARES INC COM 298716101 1896 102000 SH SOLE 102000 0 0 D EXCEL TECHNOLOGY INC COM 30067T103 11562 447800 SH SOLE 447800 0 0 D EXCEL TECHNOLOGY INC COM 30067T103 119 4600 SH SOLE 0 0 4600 D EXELON CORPORATION COM 30161N101 21517 586450 SH SOLE 586450 0 0 D EXELON CORPORATION COM 30161N101 6857 186900 SH SOLE 0 0 186900 D EXPEDITORS INTL WASH INC COM 302130109 22883 442620 SH SOLE 442620 0 0 D EXPEDITORS INTL WASH INC COM 302130109 6002 116090 SH SOLE 0 0 116090 D EXPONET INC COM 30214U102 573 20800 SH SOLE 0 0 20800 D EXPRESS SCRIPTS INC COM 302182100 542 8300 SH SOLE 8300 0 0 D EXXON MOBIL CORPORATION COM 30231G102 107780 2230086 SH SOLE 2230086 0 0 D EXXON MOBIL CORPORATION COM 30231G102 44567 922139 SH SOLE 0 0 922139 D FEI COMPANY COM 30241L109 964 48800 SH SOLE 48800 0 0 D FLIR SYSTEMS INC COM 302445101 64 1100 SH SOLE 1100 0 0 D FMC TECHNOLOGIES INC COM 30249U101 23 700 SH SOLE 700 0 0 D FPIC INSURANCE GROUP COM 302563101 646 25000 SH SOLE 0 0 25000 D FPL GROUP COM 302571104 1599 23400 SH SOLE 23400 0 0 D FPL GROUP COM 302571104 156 2290 SH SOLE 0 0 2290 D FRMO CORP COM 30262F106 3 2250 SH SOLE 0 0 2250 D FACTSET RESEARCH SYSTEMS INC COM 303075105 217 4500 SH SOLE 4500 0 0 D FAIR ISAAC INC COM 303250104 13 450 SH SOLE 450 0 0 D FAIRCHILD SEMICONDUCTOR INTL COM 303726103 128 9000 SH SOLE 9000 0 0 D FAMILY DLR STORES INC COM 307000109 103 3800 SH SOLE 3800 0 0 D FARGO ELECTRONICS COM 30744P102 285 29400 SH SOLE 29400 0 0 D FARGO ELECTRONICS COM 30744P102 4559 470500 SH SOLE 0 0 470500 D FARMER BROS CO COM 307675108 118 4400 SH SOLE 0 0 4400 D FASTENAL COM 311900104 17 300 SH SOLE 300 0 0 D FREDDIE MAC COM 313400301 47075 721560 SH SOLE 721560 0 0 D FREDDIE MAC COM 313400301 21151 324200 SH SOLE 0 0 324200 D FANNIE MAE COM 313586109 6758 106588 SH SOLE 106588 0 0 D FANNIE MAE COM 313586109 303 4775 SH SOLE 0 0 4775 D FEDERAL REALTY INVESTMENT TRUSTCOM 313747206 106 2400 SH SOLE 2400 0 0 D FEDERAL SCREW WORKS COM 313819104 123 3656 SH SOLE 0 0 3656 D FEDERATED DEPARTMENT STORES COM 31410H101 1267 27900 SH SOLE 27900 0 0 D FEDERATED INVESTORS INC CL B COM 314211103 6 200 SH SOLE 200 0 0 D FEDEX CORPORATION COM 31428X106 4953 57800 SH SOLE 57800 0 0 D FELCOR LODGING TRUST INC COM 31430F101 52 4600 SH SOLE 4600 0 0 D FIDELITY BANKSHARES INC COM 31604Q107 4695 126250 SH SOLE 126250 0 0 D FIDELITY NATIONAL FINANCIAL COM 316326107 213 5600 SH SOLE 5600 0 0 D FIFTH THIRD BANCORP COM 316773100 1873 38060 SH SOLE 38060 0 0 D FIFTH THIRD BANCORP COM 316773100 27 550 SH SOLE 0 0 550 D FINANCIAL INSTITUTIONS INC COM 317585404 5167 230550 SH SOLE 230550 0 0 D FINANCIAL INSTITUTIONS INC COM 317585404 47 2100 SH SOLE 0 0 2100 D FINLAY ENTERPRISES INC COM 317884203 506 26000 SH SOLE 0 0 26000 D FINISH LINE INC COM 317923100 2103 68000 SH SOLE 0 0 68000 D FIRST ALBANY COS INC COM 318465101 299 32725 SH SOLE 0 0 32725 D FIRST AMERICAN CORP COM 318522307 154 5000 SH SOLE 5000 0 0 D FIRST CASH FINANCIAL SERVICES COM 31942D107 951 47500 SH SOLE 0 0 47500 D FIRST COMMUNITY BANCORP COM 31983B101 9414 229600 SH SOLE 229600 0 0 D FIRST DATA CORP COM 319963104 4336 99668 SH SOLE 99668 0 0 D FIRST DATA CORP COM 319963104 152 3500 SH SOLE 0 0 3500 D FIRST FINANCIAL CORP INDIANA COM 320218100 1257 40000 SH SOLE 0 0 40000 D FIRST HORIZON NATIONAL CORP COM 320517105 763 17600 SH SOLE 17600 0 0 D FIRST INDIANA CORP COM 32054R108 905 45000 SH SOLE 0 0 45000 D FIRST MERCHANTS CORP COM 320817109 1331 54000 SH SOLE 0 0 54000 D FIRST NATIONAL BANKSHARES OF FLCOM 321100109 0 0 SH SOLE 0 0 0 D FIRST NIAGARA FINANCIAL GRP COM 33582V108 2342 175052 SH SOLE 175052 0 0 D FIRST NIAGARA FINANCIAL GRP COM 33582V108 512 38235 SH SOLE 0 0 30325 D FIRST OAK BROOK BANCSHARES COM 335847208 740 24000 SH SOLE 24000 0 0 D FIRST PACTRUST BANCORP INC COM 33589V101 351 14000 SH SOLE 0 0 14000 D FIRST PLACE FINANCIAL /OHIO COM 33610T109 760 38000 SH SOLE 0 0 38000 D FIRST REPUBLIC BANK COM 336158100 31703 689200 SH SOLE 689200 0 0 D FIRST REPUBLIC BANK COM 336158100 143 3100 SH SOLE 0 0 3100 D FIRST STATE BANCORPORATION COM 336453105 7804 247500 SH SOLE 247500 0 0 D FIRST STATE BANCORPORATION COM 336453105 672 21300 SH SOLE 0 0 21300 D FISERV INC COM 337738108 17925 514206 SH SOLE 514206 0 0 D FISERV INC COM 337738108 9029 259007 SH SOLE 0 0 259007 D FIRSTMERIT CORP COM 337915102 45 1700 SH SOLE 1700 0 0 D FLAGSTAR BANCORP INC COM 337930101 98 4600 SH SOLE 4600 0 0 D FIRSTENERGY CORP COM 337932107 2457 59800 SH SOLE 59800 0 0 D FIRSTENERGY CORP COM 337932107 8 200 SH SOLE 0 0 200 D FISHER SCIENTIFIC INTL COM 338032204 811 13904 SH SOLE 13904 0 0 D FLORIDA PUBLIC UTILITIES COM 341135101 206 12000 SH SOLE 0 0 12000 D FLORIDA ROCK INDUSTRIES COM 341140101 54 1100 SH SOLE 1100 0 0 D FOODARAMA SUPERMARKETS COM 344820105 99 2700 SH SOLE 0 0 2700 D FOOT LOCKER INC COM 344849104 642 27100 SH SOLE 27100 0 0 D FORD MOTOR COM 345370860 5959 424100 SH SOLE 424100 0 0 D FOREST LABS COM 345838106 1431 31825 SH SOLE 31825 0 0 D FOREST OIL CORP COM 346091705 63 2100 SH SOLE 2100 0 0 D FORTUNE BRANDS COM 349631101 1113 15025 SH SOLE 15025 0 0 D FORTUNE BRANDS COM 349631101 74 1000 SH SOLE 0 0 1000 D FOSSIL INC COM 349882100 27375 884775 SH SOLE 884775 0 0 D FOUNDRY NETWORKS INC COM 35063R100 44 4600 SH SOLE 4600 0 0 D FOX ENTMT GROUP INC CL A COM 35138T107 158 5700 SH SOLE 5700 0 0 D FRANKLIN ELECTRIC CO COM 353514102 59 1500 SH SOLE 1500 0 0 D FRANKLIN RESOURCES INC COM 354613101 1556 27900 SH SOLE 27900 0 0 D FREEPORT MCMORAN COPPER B COM 35671D857 8 200 SH SOLE 200 0 0 D FREMONT GENERAL CORP COM 357288109 199 8600 SH SOLE 8600 0 0 D FRESH BRANDS INC COM 35803U108 93 12000 SH SOLE 0 0 12000 D FRIEDMN BILLINGS RMSY -CL A COM 358434108 48 2500 SH SOLE 2500 0 0 D FRIEDMAN'S INC COM 358438109 99 48000 SH SOLE 0 0 48000 D FULTON FINANCIAL CORP COM 360271100 90 4225 SH SOLE 4225 0 0 D G & K SERVICES INC CL A COM 361268105 15989 402350 SH SOLE 402350 0 0 D GC COMPANIES INC COM 36155Q109 0 12 SH SOLE 0 0 12 D GEO GROUP INC COM 36159R103 106 5200 SH SOLE 5200 0 0 D GTSI CORP COM 36238K103 211 24000 SH SOLE 0 0 24000 D GAIAM INC COM 36268Q103 215 36000 SH SOLE 0 0 36000 D GALLAGHER COM 363576109 19 572 SH SOLE 572 0 0 D GANNETT CO INC COM 364730101 31865 380430 SH SOLE 380430 0 0 D GANNETT CO INC COM 364730101 9928 118530 SH SOLE 0 0 118530 D GAP INC COM 364760108 2113 113000 SH SOLE 113000 0 0 D GARDNER DENVER INC COM 365558105 8254 299400 SH SOLE 299400 0 0 D GARDNER DENVER INC COM 365558105 1806 65490 SH SOLE 0 0 52850 D GATEWAY INC COM 367626108 144 29100 SH SOLE 29100 0 0 D GEHL CO COM 368483103 328 16600 SH SOLE 0 0 16600 D GEN-PROBE INC COM 36866T103 12 300 SH SOLE 300 0 0 D GEMSTAR - TV GUIDE INTL INC COM 36866W106 59 10500 SH SOLE 10500 0 0 D GENCORP INC COM 368682100 263 19400 SH SOLE 19400 0 0 D GENENTECH INC COM 368710406 202 3860 SH SOLE 3860 0 0 D GENENTECH INC COM 368710406 7 140 SH SOLE 0 0 140 D GENERAL DYNAMICS COM 369550108 3849 37700 SH SOLE 37700 0 0 D GENERAL DYNAMICS COM 369550108 17 170 SH SOLE 0 0 170 D GENERAL ELECTRIC COM 369604103 55590 1655442 SH SOLE 1655442 0 0 D GENERAL ELECTRIC COM 369604103 33020 983324 SH SOLE 0 0 983324 D GENERAL GROWTH PROPERTIES INC COM 370021107 59 1903 SH SOLE 1903 0 0 D GENERAL MILLS COM 370334104 252 5621 SH SOLE 5621 0 0 D GENERAL MILLS COM 370334104 207 4600 SH SOLE 0 0 4600 D GENERAL MOTORS COM 370442105 439 10323 SH SOLE 10323 0 0 D GENERAL MOTORS COM 370442105 78 1832 SH SOLE 0 0 1832 D GENESCO INC. COM 371532102 231 9800 SH SOLE 9800 0 0 D GENESEE & WYOMING INC CL A COM 371559105 56 2200 SH SOLE 2200 0 0 D GENESEE CORP CL B COM 371601204 6 3200 SH SOLE 0 0 3200 D GENESIS HEALTHCARE CORP COM 37184D101 125 4100 SH SOLE 4100 0 0 D GENLYTE GROUP INC COM 372302109 200 3100 SH SOLE 3100 0 0 D GENUINE PARTS COM 372460105 1232 32100 SH SOLE 32100 0 0 D GENTIVA HEALTH SERVICES INC COM 37247A102 476 29100 SH SOLE 29100 0 0 D GENWORTH FINANCIAL INC CL A COM 37247D106 170 7300 SH SOLE 7300 0 0 D GEOALERT INC COM 37248X200 0 300 SH SOLE 300 0 0 D GENZYME CORP COM 372917104 85 1560 SH SOLE 1560 0 0 D GEORGIA GULF CORP COM 373200203 5586 125276 SH SOLE 125276 0 0 D GEORGIA GULF CORP COM 373200203 850 19055 SH SOLE 0 0 15300 D GEORGIA PACIFIC COM 373298108 2872 79900 SH SOLE 79900 0 0 D GEORGIA PACIFIC COM 373298108 99 2759 SH SOLE 0 0 2759 D GETTY IMAGES INC COM 374276103 61 1100 SH SOLE 1100 0 0 D GEVITY HR INC COM 374393106 58 3800 SH SOLE 3800 0 0 D GIANT INDS INC COM 374508109 510 21000 SH SOLE 0 0 21000 D GIBRALTAR INDUSTRIES INC COM 374689107 128 6000 SH SOLE 6000 0 0 D GIBRALTAR STEEL CORP COM 37476F103 9391 259710 SH SOLE 259710 0 0 D GIBRALTAR STEEL CORP COM 37476F103 2195 60700 SH SOLE 0 0 60700 D GILEAD SCIENCES INC COM 375558103 19 500 SH SOLE 500 0 0 D GILLETTE COM 375766102 11220 268805 SH SOLE 268805 0 0 D GILLETTE COM 375766102 8830 211558 SH SOLE 0 0 211558 D GLACIER BANCORP INC COM 37637Q105 111 3800 SH SOLE 3800 0 0 D GLOBAL PAYMENTS INC COM 37940X102 11 200 SH SOLE 200 0 0 D GLOBAL POWER EQUIPMENT GROUP COM 37941P108 16079 2169850 SH SOLE 2169850 0 0 D GLOBAL SIGNAL INC COM 37944Q103 174 7600 SH SOLE 7600 0 0 D GOLDEN WEST FINANCIAL COM 381317106 2940 26500 SH SOLE 26500 0 0 D GOLDEN WEST FINANCIAL COM 381317106 777 7000 SH SOLE 0 0 7000 D GOLDMAN SACHS GROUP INC COM 38141G104 14263 152976 SH SOLE 152976 0 0 D GOODRICH CORP COM 382388106 2289 73000 SH SOLE 73000 0 0 D GOODYEAR TIRE & RUBBER COM 382550101 793 73800 SH SOLE 73800 0 0 D GOODYEAR TIRE & RUBBER COM 382550101 15 1392 SH SOLE 0 0 1392 D GOODYS FAMILY CLOTHING INC COM 382588101 800 95000 SH SOLE 0 0 95000 D GRACO INC COM 384109104 337 10050 SH SOLE 10050 0 0 D GRAHAM CORP COM 384556106 60 5150 SH SOLE 0 0 5150 D GRAINGER W W COM 384802104 1049 18200 SH SOLE 18200 0 0 D GRAINGER W W COM 384802104 369 6400 SH SOLE 0 0 6400 D GRANT PRIDECO INC COM 38821G101 16 800 SH SOLE 800 0 0 D GRAY TELEVISION INC CL B COM 389375106 12183 1023750 SH SOLE 1023750 0 0 D GREAT LAKES CHEMICAL COM 390568103 15 575 SH SOLE 0 0 575 D GREAT SOUTHERN BANCORP COM 390905107 19 600 SH SOLE 600 0 0 D GREAT PLAINS ENERGY INC COM 391164100 76 2617 SH SOLE 2617 0 0 D GREEN MOUNTAIN POWER CO COM 393154109 378 14500 SH SOLE 0 0 14500 D GREENHILL & CO LLC COM 395259104 961 40700 SH SOLE 40700 0 0 D GREENPOINT FINL CORP COM 395384100 190 4100 SH SOLE 4100 0 0 D GTECH HOLDINGS COM 400518106 99 3900 SH SOLE 3900 0 0 D GUIDANT CORP COM 401698105 304 4600 SH SOLE 4600 0 0 D GUIDANT CORP COM 401698105 4738 71740 SH SOLE 0 0 71740 D GULF ISLAND FABRICATION COM 402307102 294 13200 SH SOLE 13200 0 0 D GULF ISLAND FABRICATION COM 402307102 7792 349400 SH SOLE 0 0 349400 D GULFTERRA ENERGY PARTNERS LP COM 40274U108 21 500 SH SOLE 500 0 0 D HCA INC COM 404119109 225 5900 SH SOLE 5900 0 0 D HCC INSURANCE HOLDINGS INC COM 404132102 4355 144440 SH SOLE 144440 0 0 D HNI CORP COM 404251100 12 300 SH SOLE 300 0 0 D HMS HOLDINGS CORP COM 40425J101 5106 785550 SH SOLE 785550 0 0 D HMS HOLDINGS CORP COM 40425J101 4213 648132 SH SOLE 0 0 648132 D HRPT PROPERTIES TRUST COM 40426W101 384 34900 SH SOLE 34900 0 0 D HAEMONETICS CORPORATION COM 405024100 105 3200 SH SOLE 3200 0 0 D HALLIBURTON COM 406216101 1337 39700 SH SOLE 39700 0 0 D HALLIBURTON COM 406216101 148 4400 SH SOLE 0 0 4400 D HAMPSHIRE GROUP LTD COM 408859106 410 13000 SH SOLE 0 0 13000 D HANMI FINL CORP COM 410495105 13244 438550 SH SOLE 438550 0 0 D HANMI FINL CORP COM 410495105 8048 266498 SH SOLE 0 0 266498 D HARDINGE INC COM 412324303 7348 706510 SH SOLE 706510 0 0 D HARDINGE INC COM 412324303 350 33650 SH SOLE 0 0 33650 D HARLEY DAVIDSON INC COM 412822108 1638 27565 SH SOLE 27565 0 0 D HARMAN INTL INDS INC COM 413086109 7405 68720 SH SOLE 68720 0 0 D HARMAN INTL INDS INC COM 413086109 1625 15080 SH SOLE 0 0 12075 D HARRAH'S ENTERTAINMENT COM 413619107 509 9600 SH SOLE 9600 0 0 D HARRINGTON WEST FINANCIAL GROUPCOM 41383L104 1573 89200 SH SOLE 89200 0 0 D HARRINGTON WEST FINANCIAL GROUPCOM 41383L104 3775 214000 SH SOLE 0 0 214000 D HARRIS CORP COM 413875105 396 7200 SH SOLE 7200 0 0 D HARSCO CORP COM 415864107 2793 62200 SH SOLE 62200 0 0 D HARTE HANKS COMMUN INC COM 416196103 14 550 SH SOLE 550 0 0 D HARTFORD FINL SRVCS GRP COM 416515104 2534 40920 SH SOLE 40920 0 0 D HARTFORD FINL SRVCS GRP COM 416515104 3 50 SH SOLE 0 0 50 D HARVEST NATURAL RESOURCES INC COM 41754V103 1627 98000 SH SOLE 0 0 98000 D HASBRO INC COM 418056107 472 25100 SH SOLE 25100 0 0 D HASTINGS ENTERTAINMENT INC COM 418365102 106 14000 SH SOLE 0 0 14000 D HAWAIIAN ELECTRIC INDS COM 419870100 114 4300 SH SOLE 4300 0 0 D HAWKINS INC COM 420261109 347 29000 SH SOLE 0 0 29000 D HEALTHCARE SVCS GROUP COM 421906108 889 49500 SH SOLE 0 0 49500 D HEALTH CARE PROPERTY INVESTORS COM 421915109 47 1800 SH SOLE 1800 0 0 D HEALTH MANAGEMENT ASSOC COM 421933102 6 300 SH SOLE 300 0 0 D HEALTHCARE REALTY TRUST INC COM 421946104 451 11550 SH SOLE 11550 0 0 D HEALTHCARE REALTY TRUST INC COM 421946104 1784 45700 SH SOLE 0 0 45700 D HEADWATERS INC COM 42210P102 17545 568550 SH SOLE 568550 0 0 D HEALTH CARE REIT INC COM 42217K106 21 600 SH SOLE 600 0 0 D HEALTH NET INC COM 42222G108 104 4200 SH SOLE 4200 0 0 D HEALTHTRONICS INC COM 42222L107 244 34000 SH SOLE 0 0 34000 D HEARST-ARGYLE TELEVISION INC COM 422317107 37 1500 SH SOLE 1500 0 0 D HEARTLAND EXPRESS INC COM 422347104 8190 443886 SH SOLE 443886 0 0 D HEICO CORP COM 422806109 74 4200 SH SOLE 4200 0 0 D HEICO CORP COM 422806109 1238 70000 SH SOLE 0 0 70000 D HEICO CORP CL A COM 422806208 1091 80900 SH SOLE 0 0 80900 D HEINZ COM 423074103 28896 802230 SH SOLE 802230 0 0 D HEINZ COM 423074103 10158 282023 SH SOLE 0 0 282023 D HELIX TECHNOLOGY CORP COM 423319102 8005 588800 SH SOLE 588800 0 0 D HENRY JACK & ASSOC INC COM 426281101 9 500 SH SOLE 500 0 0 D HERCULES COM 427056106 13 925 SH SOLE 925 0 0 D HERLEY INDS INC DEL COM 427398102 254 13600 SH SOLE 13600 0 0 D HERLEY INDS INC DEL COM 427398102 6003 321200 SH SOLE 0 0 321200 D HERSHEY FOODS COM 427866108 1336 28600 SH SOLE 28600 0 0 D HEWITT ASSOCIATES INC CL A COM 42822Q100 26 1000 SH SOLE 1000 0 0 D HEWLETT PACKARD CO COM 428236103 3586 191253 SH SOLE 191253 0 0 D HEWLETT PACKARD CO COM 428236103 311 16564 SH SOLE 0 0 16564 D HEXCEL CORP COM 428291108 75 5400 SH SOLE 5400 0 0 D HIBERNIA CORP CL A COM 428656102 259 9800 SH SOLE 9800 0 0 D HICKORYTECH CORP COM 429060106 93 8000 SH SOLE 8000 0 0 D HIGHLAND HOSPITALITY CORP COM 430141101 1156 101400 SH SOLE 101400 0 0 D HILLENBRAND INDUSTRIES COM 431573104 136 2700 SH SOLE 2700 0 0 D HILTON HOTELS CORP COM 432848109 950 50400 SH SOLE 50400 0 0 D HOLLY CORPORATION COM 435758305 362 14200 SH SOLE 14200 0 0 D HOME FEDERAL BANCORP INDIANA COM 436926109 333 13000 SH SOLE 0 0 13000 D HOME DEPOT COM 437076102 11192 285513 SH SOLE 285513 0 0 D HOME DEPOT COM 437076102 1980 50512 SH SOLE 0 0 50512 D HONEYWELL INTL INC COM 438516106 4063 113300 SH SOLE 113300 0 0 D HORMEL FOODS CORP COM 440452100 72 2700 SH SOLE 2700 0 0 D HOSPIRA INC COM 441060100 924 30183 SH SOLE 30183 0 0 D HOSPIRA INC COM 441060100 1573 51395 SH SOLE 0 0 51395 D HOSPITALITY PROPERTIES TRUST COM 44106M102 132 3100 SH SOLE 3100 0 0 D HOST MARRIOTT CORP COM 44107P104 213 15200 SH SOLE 15200 0 0 D HOUSTON EXPLORATION CO COM 442120101 285 4800 SH SOLE 4800 0 0 D HUB INTERNATIONAL LIMITED COM 44332P101 1555 86000 SH SOLE 0 0 86000 D HUBBELL INC CLASS B COM 443510201 328 7320 SH SOLE 7320 0 0 D HUDSON CITY BANK COM 443683107 247 6900 SH SOLE 6900 0 0 D HUDSON UNITED BANCORP COM 444165104 55 1500 SH SOLE 1500 0 0 D HUGHES SUPPLY INC COM 444482103 12526 416550 SH SOLE 416550 0 0 D HUGHES SUPPLY INC COM 444482103 2045 68000 SH SOLE 0 0 53700 D HUMANA INC COM 444859102 553 27700 SH SOLE 27700 0 0 D HUNT J B TRANSPORT COM 445658107 19 500 SH SOLE 500 0 0 D HUNTINGTON BANCSHARES COM 446150104 2165 86900 SH SOLE 86900 0 0 D HYDRIL COM 448774109 125 2900 SH SOLE 2900 0 0 D ICU MED INC COM 44930G107 5 200 SH SOLE 200 0 0 D IMS HEALTH INC COM 449934108 950 39700 SH SOLE 39700 0 0 D ISTAR FINANCIAL INC COM 45031U101 214 5200 SH SOLE 5200 0 0 D ITT EDUCATIONAL SVCS INC COM 45068B109 1305 36200 SH SOLE 36200 0 0 D ITT INDUSTRIES INC COM 450911102 936 11700 SH SOLE 11700 0 0 D IDEX CORP COM 45167R104 20358 599475 SH SOLE 599475 0 0 D IDEXX LABORATORIES INC COM 45168D104 15 300 SH SOLE 300 0 0 D IKON OFFICE SOLUTIONS INC COM 451713101 129 10700 SH SOLE 10700 0 0 D ILLINOIS TOOL WORKS COM 452308109 2998 32176 SH SOLE 32176 0 0 D ILLINOIS TOOL WORKS COM 452308109 876 9400 SH SOLE 0 0 9400 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 1646 49000 SH SOLE 0 0 49000 D IMPERIAL OIL LTD COM 453038408 10 200 SH SOLE 200 0 0 D INAMED CORP COM 453235103 10 200 SH SOLE 200 0 0 D INDEPENDENCE CMNTY BK COM 453414104 152 3900 SH SOLE 3900 0 0 D INDYMAC BANCORP INC COM 456607100 322 8900 SH SOLE 8900 0 0 D INFOCUS CORP COM 45665B106 53 5800 SH SOLE 5800 0 0 D INFINITY PROPERTY & CASUALTY COM 45665Q103 24 800 SH SOLE 800 0 0 D INFORMATICA CORP COM 45666Q102 8123 1388500 SH SOLE 1388500 0 0 D INFORTE CORP COM 45677R107 221 32000 SH SOLE 0 0 32000 D INGLES MARKETS INC CL A COM 457030104 808 67000 SH SOLE 0 0 67000 D INGRAM MICRO INC. CL A COM 457153104 618 38400 SH SOLE 38400 0 0 D INNKEEPERS USA TRUST COM 4576J0104 107 8600 SH SOLE 8600 0 0 D INTEGRAL SYSTEMS INC COM 45810H107 683 35000 SH SOLE 0 0 35000 D INTEGRAMED AMERICA INC COM 45810N302 61 10000 SH SOLE 0 0 10000 D INTEGRATED ELECTRICAL SVC COM 45811E103 199 41400 SH SOLE 41400 0 0 D INTEGRATED ELECTRICAL SVC COM 45811E103 4783 994400 SH SOLE 0 0 994400 D INTEGRATED CIRCUIT SYSTEMS COM 45811K208 9 400 SH SOLE 400 0 0 D INTEL CORPORATION COM 458140100 15103 752885 SH SOLE 752885 0 0 D INTEL CORPORATION COM 458140100 5051 251801 SH SOLE 0 0 251801 D INTERFACE INC CL A COM 458665106 11177 1393652 SH SOLE 1393652 0 0 D INTERFACE INC CL A COM 458665106 1921 239475 SH SOLE 0 0 192100 D INTERDIGITAL COMMUNICATIONS CORCOM 45866A105 62 3800 SH SOLE 3800 0 0 D INTL BUSINESS MACHINES COM 459200101 44707 521429 SH SOLE 521429 0 0 D INTL BUSINESS MACHINES COM 459200101 11769 137264 SH SOLE 0 0 137264 D INTERNATL FLAVORS & FRAGRANCES COM 459506101 565 14800 SH SOLE 14800 0 0 D INTERNATIONAL GAMES TECH COM 459902102 417 11600 SH SOLE 11600 0 0 D INTERNATIONAL PAPER COM 460146103 26 650 SH SOLE 650 0 0 D INTERNATIONAL PAPER COM 460146103 188 4661 SH SOLE 0 0 4661 D INTERNATIONAL RECTIFIER CORP COM 460254105 17 500 SH SOLE 500 0 0 D INTERNATIONAL SHIPHOLDING COM 460321201 242 17000 SH SOLE 0 0 17000 D INTERNATIONAL SPEEDWAY CL A COM 460335201 10 200 SH SOLE 200 0 0 D INTERNET COMMERCE AND COMMUNICACOM 46061G103 0 400 SH SOLE 400 0 0 D INTERPOOL INC COM 46062R108 598 31900 SH SOLE 0 0 31900 D INTERSIL CORP COM 46069S109 2 100 SH SOLE 100 0 0 D INTERTAPE POLYMER GROUP COM 460919103 8601 1125800 SH SOLE 1125800 0 0 D INTERTAPE POLYMER GROUP COM 460919103 7109 930535 SH SOLE 0 0 888700 D INTUIT COM 461202103 976 21500 SH SOLE 21500 0 0 D INTUIT COM 461202103 2 40 SH SOLE 0 0 40 D INVERESK RESEARCH GROUP INC COM 461238107 133 3600 SH SOLE 3600 0 0 D INVERNESS MEDICAL INNOVATION COM 46126P106 8283 398225 SH SOLE 398225 0 0 D INVERNESS MEDICAL INNOVATION COM 46126P106 1475 70920 SH SOLE 0 0 57000 D INVESTORS TITLE CO COM 461804106 250 8300 SH SOLE 0 0 8300 D INVITROGEN CORP COM 46185R100 99 1800 SH SOLE 1800 0 0 D INVESTORS FINL SERVICES CORP COM 461915100 23 500 SH SOLE 500 0 0 D IPAYMENT INC COM 46262E105 7964 198300 SH SOLE 198300 0 0 D IPAYMENT INC COM 46262E105 96 2400 SH SOLE 0 0 2400 D IRON MTN INC PA COM 462846106 2711 80090 SH SOLE 80090 0 0 D IRWIN FINANCIAL CORP COM 464119106 98 3800 SH SOLE 3800 0 0 D ISHARES TR RUSSELL 2000 VALUE COM 464287630 1648 9600 SH SOLE 0 0 9600 D ISHARES RUSSELL 2000 COM 464287655 34 300 SH SOLE 300 0 0 D ISLE OF CAPRI CASINOS INC COM 464592104 1666 86000 SH SOLE 0 0 86000 D IVAX CORP COM 465823102 24 1250 SH SOLE 1250 0 0 D JDS UNIPHASE CORP COM 46612J101 507 150410 SH SOLE 150410 0 0 D JDA SOFTWARE GROUP INC COM 46612K108 2429 224450 SH SOLE 224450 0 0 D JDA SOFTWARE GROUP INC COM 46612K108 535 49470 SH SOLE 0 0 39300 D J JILL GROUP INC COM 466189107 164 8250 SH SOLE 8250 0 0 D JPMORGAN CHASE & COMPANY COM 46625H100 19978 502838 SH SOLE 502838 0 0 D JPMORGAN CHASE & COMPANY COM 46625H100 919 23138 SH SOLE 0 0 23138 D JABIL CIRCUIT INC COM 466313103 513 22300 SH SOLE 22300 0 0 D JACK IN THE BOX INC COM 466367109 140 4400 SH SOLE 4400 0 0 D JACOBS ENGR GROUP INC DEL COM 469814107 11 300 SH SOLE 300 0 0 D JAKKS PACIFIC INC COM 47012E106 1679 73000 SH SOLE 0 0 73000 D JANUS CAPITAL GROUP INC COM 47102X105 80 5900 SH SOLE 5900 0 0 D JEFFERIES GROUP INC COM 472319102 19093 553900 SH SOLE 553900 0 0 D JEFFERSON BANCSHARES INC COM 472375104 316 24000 SH SOLE 0 0 24000 D JEFFERSON PILOT COM 475070108 1428 28750 SH SOLE 28750 0 0 D JETBLUE AIRWAYS CORP COM 477143101 4397 210175 SH SOLE 210175 0 0 D JOHNSON & JOHNSON COM 478160104 28667 508910 SH SOLE 508910 0 0 D JOHNSON & JOHNSON COM 478160104 14944 265292 SH SOLE 0 0 265292 D JOHNSON CTLS INC COM 478366107 676 11900 SH SOLE 11900 0 0 D JOHNSON CTLS INC COM 478366107 109 1914 SH SOLE 0 0 1914 D JONES APPAREL GROUP INC COM 480074103 727 20300 SH SOLE 20300 0 0 D JONES LANG LASALLE INC COM 48020Q107 102 3100 SH SOLE 3100 0 0 D JUNIPER NETWORKS INC COM 48203R104 190 8065 SH SOLE 8065 0 0 D KLA TENCOR CORP COM 482480100 1178 28400 SH SOLE 28400 0 0 D KLA TENCOR CORP COM 482480100 153 3680 SH SOLE 0 0 3680 D K MART Corp COM 482584109 0 3380 SH SOLE 0 0 3380 D K-SWISS INC -CL A COM 482686102 193 10000 SH SOLE 10000 0 0 D K2 INC COM 482732104 1140 79657 SH SOLE 0 0 79657 D K V PHARMACEUTICAL CO COM 482740107 21 1150 SH SOLE 1150 0 0 D KANEB SERVICES LLC COM 484173109 245 7600 SH SOLE 7600 0 0 D KANEB SERVICES LLC COM 484173109 5209 161366 SH SOLE 0 0 161366 D KAYDON CORP COM 486587108 31090 1080650 SH SOLE 1080650 0 0 D KB HOME COM 48666K109 498 5900 SH SOLE 5900 0 0 D KEITH COMPANIES INC COM 487539108 355 23800 SH SOLE 23800 0 0 D KEITH COMPANIES INC COM 487539108 8411 564490 SH SOLE 0 0 564490 D KEITHLEY INSTRUMENTS INC COM 487584104 6568 376400 SH SOLE 376400 0 0 D KELLOGG COM 487836108 24323 570170 SH SOLE 570170 0 0 D KELLOGG COM 487836108 8099 189850 SH SOLE 0 0 189850 D KELLWOOD CO COM 488044108 1319 36200 SH SOLE 36200 0 0 D KERR MCGEE COM 492386107 1244 21730 SH SOLE 21730 0 0 D KEWAUNEE SCIENTIFIC CORP COM 492854104 63 7100 SH SOLE 0 0 7100 D KEYCORP COM 493267108 2773 87740 SH SOLE 87740 0 0 D KEYCORP COM 493267108 249 7866 SH SOLE 0 0 7866 D KEYSPAN CORP COM 49337W100 894 22800 SH SOLE 22800 0 0 D KIMBERLY CLARK COM 494368103 4522 70009 SH SOLE 70009 0 0 D KIMBERLY CLARK COM 494368103 1486 23000 SH SOLE 0 0 23000 D KIMCO REALTY CORP COM 49446R109 236 4600 SH SOLE 4600 0 0 D KINDER MORGAN INC KANS COM 49455P101 1401 22300 SH SOLE 22300 0 0 D KINDER MORGAN INC KANS COM 49455P101 2529 40250 SH SOLE 0 0 40250 D KINETIC CONCEPTS INC COM 49460W208 5 100 SH SOLE 100 0 0 D KING PHARMACEUTICALS INC COM 495582108 436 36500 SH SOLE 36500 0 0 D KMART HOLDINGS CORP COM 498780105 210 2400 SH SOLE 2400 0 0 D KNAPE - VOGT COM 498782101 171 12807 SH SOLE 0 0 12807 D KNIGHT RIDDER COM 499040103 517 7900 SH SOLE 7900 0 0 D KNIGHT TRANSPORTATION COM 499064103 29423 1373608 SH SOLE 1373608 0 0 D KNIGHT TRANSPORTATION COM 499064103 199 9300 SH SOLE 0 0 9300 D KOHLS CORP COM 500255104 1238 25700 SH SOLE 25700 0 0 D KOMAG INC COM 500453204 86 6200 SH SOLE 6200 0 0 D KOPIN CORP COM 500600101 8 2000 SH SOLE 2000 0 0 D KRAFT FOODS INC CL A COM 50075N104 97 3069 SH SOLE 3069 0 0 D KROGER COM 501044101 1080 69600 SH SOLE 69600 0 0 D LCA-VISION INC COM 501803308 10163 394050 SH SOLE 394050 0 0 D LSB CORP COM 50215P100 1244 62500 SH SOLE 62500 0 0 D LSB CORP COM 50215P100 243 12200 SH SOLE 0 0 12200 D LSI INDUSTRIES INC COM 50216C108 10245 981342 SH SOLE 981342 0 0 D LSI INDUSTRIES INC COM 50216C108 6086 582949 SH SOLE 0 0 582949 D LTC PROPERTIES INC COM 502175102 100 5600 SH SOLE 5600 0 0 D LTWC CORP COM 502386105 0 284 SH 0 0 284 D L-3 COMMUNICATIONS HLDGS INC COM 502424104 150 2235 SH SOLE 2235 0 0 D LA Z BOY INC COM 505336107 4046 266529 SH SOLE 266529 0 0 D LA Z BOY INC COM 505336107 901 59340 SH SOLE 0 0 47475 D LABORATORY CORP AMER HLDGS COM 50540R409 560 12800 SH SOLE 12800 0 0 D LADISH CO INC COM 505754200 339 37000 SH SOLE 0 0 37000 D LAFARGE NORTH AMERICA INC. COM 505862102 122 2600 SH SOLE 2600 0 0 D LAKELAND INDUSTRIES INC COM 511795106 200 11000 SH SOLE 0 0 11000 D LAM RESEARCH CORP COM 512807108 123 5600 SH SOLE 5600 0 0 D LAMAR ADVERTISING CO COM 512815101 46 1100 SH SOLE 1100 0 0 D LANDAUER INC COM 51476K103 268 5700 SH SOLE 5700 0 0 D LANDAUER INC COM 51476K103 6237 132900 SH SOLE 0 0 132900 D LANDAMERICA FINANCIAL GROUP COM 514936103 105 2300 SH SOLE 2300 0 0 D LANDSTAR SYSTEMS INC COM 515098101 23950 408150 SH SOLE 408150 0 0 D LASALLE HOTEL PROPERTIES COM 517942108 193 7000 SH SOLE 7000 0 0 D LASALLE HOTEL PROPERTIES COM 517942108 4626 167600 SH SOLE 0 0 167600 D LAUDER ESTEE COS INC CL A COM 518439104 25 600 SH SOLE 600 0 0 D LAUREATE EDUCATION INC COM 518613104 11 300 SH SOLE 300 0 0 D LEAR CORP COM 521865105 158 2900 SH SOLE 2900 0 0 D LEE ENTERPRISES COM 523768109 79 1700 SH SOLE 1700 0 0 D LEGGETT & PLATT COM 524660107 554 19700 SH SOLE 19700 0 0 D LEGG MASON INC COM 524901105 48 910 SH SOLE 910 0 0 D LEHMAN BROTHERS HOLDINGS COM 524908100 6037 75728 SH SOLE 75728 0 0 D LEHMAN BROTHERS HOLDINGS COM 524908100 76 950 SH SOLE 0 0 950 D LENNAR CORP Cl A COM 526057104 219 4600 SH SOLE 4600 0 0 D LENNAR CORP Cl A COM 526057104 5 110 SH SOLE 0 0 110 D LEUCADIA NATIONAL CORP COM 527288104 6 100 SH SOLE 100 0 0 D LEVEL 3 COMMUNICATIONS INC COM 52729N100 7 2600 SH SOLE 2600 0 0 D LEXMARK INTERNATIONAL INC CL A COM 529771107 1353 16100 SH SOLE 16100 0 0 D LEXMARK INTERNATIONAL INC CL A COM 529771107 11 125 SH SOLE 0 0 125 D LIBERTY HOMES INC CL A COM 530582204 34 7600 SH SOLE 0 0 7600 D LIBERTY MEDIA CORP - A COM 530718105 7 800 SH SOLE 800 0 0 D LIBERTY MEDIA CORP - A COM 530718105 80 9132 SH SOLE 0 0 9132 D LIBERTY MEDIA INTL INC - A COM 530719103 77 2300 SH SOLE 2300 0 0 D LIBERTY MEDIA INTL INC - A COM 530719103 15 457 SH SOLE 0 0 457 D LIBERTY PROPERTY TRUST COM 531172104 139 3500 SH SOLE 3500 0 0 D LIFETIME HOAN CORP COM 531926103 460 31000 SH SOLE 0 0 31000 D LIGHTBRIDGE INC COM 532226107 366 76000 SH SOLE 0 0 76000 D LILLY ELI & CO COM 532457108 4427 73721 SH SOLE 73721 0 0 D LILLY ELI & CO COM 532457108 3957 65887 SH SOLE 0 0 65887 D LIMITED BRANDS COM 532716107 37259 1671540 SH SOLE 1671540 0 0 D LIMITED BRANDS COM 532716107 12546 562870 SH SOLE 0 0 562870 D LIN TV CORP CL A COM 532774106 14004 718900 SH SOLE 718900 0 0 D LINCARE HOLDINGS INC COM 532791100 119 4000 SH SOLE 4000 0 0 D LINCOLN NATL CORP COM 534187109 2505 53300 SH SOLE 53300 0 0 D LINCOLN NATL CORP COM 534187109 141 3000 SH SOLE 0 0 3000 D LINDSAY MANUFACTURING CO COM 535555106 142 5300 SH SOLE 5300 0 0 D LINDSAY MANUFACTURING CO COM 535555106 3391 126400 SH SOLE 0 0 126400 D LINEAR TECH CORP COM 535678106 7678 211854 SH SOLE 211854 0 0 D LINEAR TECH CORP COM 535678106 13255 365750 SH SOLE 0 0 365750 D LINENS N THINGS INC COM 535679104 931 40200 SH SOLE 40200 0 0 D LIZ CLAIBORNE COM 539320101 2440 64700 SH SOLE 64700 0 0 D LOCKHEED MARTIN CORP COM 539830109 19748 354026 SH SOLE 354026 0 0 D LOCKHEED MARTIN CORP COM 539830109 6744 120902 SH SOLE 0 0 120902 D LOEWS CORP COM 540424108 1433 24500 SH SOLE 24500 0 0 D LOWES CORP - CAROLINA GROUP COM 540424207 51 2100 SH SOLE 2100 0 0 D LOUISIANA PACIFIC COM 546347105 3353 129200 SH SOLE 129200 0 0 D LOUISIANA PACIFIC COM 546347105 31 1200 SH SOLE 0 0 1200 D LOWES COMPANIES COM 548661107 246 4525 SH SOLE 4525 0 0 D LOWES COMPANIES COM 548661107 1304 24000 SH SOLE 0 0 24000 D LUBRIZOL COM 549271104 69 2000 SH SOLE 2000 0 0 D LUCENT TECHNOLOGIES COM 549463107 3115 982566 SH SOLE 982566 0 0 D LUCENT TECHNOLOGIES COM 549463107 6 1912 SH SOLE 0 0 1912 D LUFKIN INDUSTRIES INC COM 549764108 744 20000 SH SOLE 0 0 20000 D LYON WILLIAM HOMES COM 552074106 2400 27000 SH SOLE 0 0 27000 D LYONDELL CHEMICAL CO COM 552078107 70 3100 SH SOLE 3100 0 0 D M & F WORLDWIDE CORP COM 552541104 690 53000 SH SOLE 0 0 53000 D M & T BANK CORP COM 55261F104 1369 14300 SH SOLE 14300 0 0 D MBIA COM 55262C100 1102 18925 SH SOLE 18925 0 0 D MBIA COM 55262C100 63 1090 SH SOLE 0 0 1090 D MBNA CORP COM 55262L100 3453 137010 SH SOLE 137010 0 0 D MB FINANCIAL INC COM 55264U108 7375 186050 SH SOLE 186050 0 0 D M D C HLDGS INC COM 552676108 285 3900 SH SOLE 3900 0 0 D MDU RESOURCES GROUP COM 552690109 154 5850 SH SOLE 5850 0 0 D MCSI INC COM 55270M108 0 65000 SH SOLE 0 0 65000 D MEMC ELECTRONIC MATERIALS COM 552715104 4 500 SH SOLE 500 0 0 D MFC BANCORP LTD COM 55271X202 679 37000 SH SOLE 0 0 37000 D MFC DEVELOPMENT CORP COM 55272V106 3 2250 SH SOLE 0 0 2250 D MFA MORTGAGE INVESTMENTS INC COM 55272X102 1603 174000 SH SOLE 0 0 174000 D MGIC INVESTMENT COM 552848103 1469 22070 SH SOLE 22070 0 0 D MGI PHARMA INC COM 552880106 3 100 SH SOLE 100 0 0 D MGM MIRAGE COM 552953101 164 3300 SH SOLE 3300 0 0 D M G P INGREDIENTS INC COM 55302G103 436 44000 SH SOLE 0 0 44000 D MIM CORP COM 553044108 145 25000 SH SOLE 0 0 25000 D M I HOMES INC COM 55305B101 1604 37800 SH SOLE 0 0 37800 D MSC INDL DIRECT INC COM 553530106 10 300 SH SOLE 300 0 0 D MSC.SOFTWARE CORP. COM 553531104 913 113600 SH SOLE 113600 0 0 D MSC.SOFTWARE CORP. COM 553531104 4995 621300 SH SOLE 0 0 621300 D MTS MEDICATION TECHNOLOGIES COM 553773102 1521 224600 SH SOLE 224600 0 0 D MTS MEDICATION TECHNOLOGIES COM 553773102 28 4100 SH SOLE 0 0 4100 D MAC-GRAY CORP COM 554153106 233 33000 SH SOLE 33000 0 0 D MAC-GRAY CORP COM 554153106 1890 267700 SH SOLE 0 0 267700 D MACDERMID INC COM 554273102 7457 257500 SH SOLE 257500 0 0 D MACERICH COMPANY COM 554382101 69 1300 SH SOLE 1300 0 0 D MACK-CALI REALTY CORPORATION COM 554489104 124 2800 SH SOLE 2800 0 0 D MAIN STREET BANKS INC COM 56034R102 983 32115 SH SOLE 32115 0 0 D MAINE & MARITIMES CORP COM 560377103 142 4900 SH SOLE 0 0 4900 D MAIR HOLDINGS INC COM 560635104 476 58000 SH SOLE 0 0 58000 D MANDALAY RESORT GROUP COM 562567107 21 300 SH SOLE 300 0 0 D MANOR CARE INC COM 564055101 246 8200 SH SOLE 8200 0 0 D MANPOWER INC COM 56418H100 104 2335 SH SOLE 2335 0 0 D MARATHON OIL CORP COM 565849106 1891 45800 SH SOLE 45800 0 0 D MARINEMAX INC COM 567908108 968 43000 SH SOLE 0 0 43000 D MARINE PRODUCTS CORP COM 568427108 14561 808920 SH SOLE 808920 0 0 D MARINE PRODUCTS CORP COM 568427108 189 10500 SH SOLE 0 0 10500 D MARITRANS INC COM 570363101 355 23000 SH SOLE 0 0 23000 D MARKEL CORP COM 570535104 62 200 SH SOLE 200 0 0 D MARSH & MCLENNAN COM 571748102 2647 57841 SH SOLE 57841 0 0 D MARSH & MCLENNAN COM 571748102 1229 26856 SH SOLE 0 0 26856 D MARSH SUPERMARKETS CL B COM 571783208 315 28125 SH SOLE 0 0 28125 D MARSH SUPERMARKETS CL A COM 571783307 227 20425 SH SOLE 0 0 20425 D MARSHALL & ILSLEY CORP COM 571834100 1793 44500 SH SOLE 44500 0 0 D MARRIOTT INTL INC CL A COM 571903202 1455 28000 SH SOLE 28000 0 0 D MARTEN TRANSPORT LTD COM 573075108 14307 818950 SH SOLE 818950 0 0 D MARTEN TRANSPORT LTD COM 573075108 864 49450 SH SOLE 0 0 49450 D MARTIN MARIETTA MATERIALS COM 573284106 77 1700 SH SOLE 1700 0 0 D MARVEL ENTERPRISES INC COM 57383M108 111 7600 SH SOLE 7600 0 0 D MASCO COM 574599106 4655 134802 SH SOLE 134802 0 0 D MASCO COM 574599106 4 125 SH SOLE 0 0 125 D MASSEY ENERGY CORP COM 576206106 877 30300 SH SOLE 30300 0 0 D MATRIA HEALTHCARE INC COM 576817209 821 29000 SH SOLE 0 0 29000 D MATRIX BANCORP INC COM 576819106 241 19000 SH SOLE 0 0 19000 D MATRIX SVC CO COM 576853105 162 31600 SH SOLE 31600 0 0 D MATRIX SVC CO COM 576853105 3442 672200 SH SOLE 0 0 672200 D MATTEL INC. COM 577081102 25 1400 SH SOLE 1400 0 0 D MATTHEWS INTL CORP CL A COM 577128101 108 3200 SH SOLE 3200 0 0 D MAXCOR FINANCIAL GROUP INC COM 57772G100 188 21000 SH SOLE 0 0 21000 D MAXIM INTEGRATED PRODUCTS COM 57772K101 5994 141730 SH SOLE 141730 0 0 D MAXIM INTEGRATED PRODUCTS COM 57772K101 7900 186800 SH SOLE 0 0 186800 D MAY DEPARTMENT STORE COM 577778103 1097 42800 SH SOLE 42800 0 0 D MAY DEPARTMENT STORE COM 577778103 6 225 SH SOLE 0 0 225 D MAXICARE HEALTH PLANS INC COM 577904501 0 2000 SH SOLE 2000 0 0 D MC AFEE INC COM 579064106 38 1900 SH SOLE 1900 0 0 D MCCLATCHY COMPANY CL A COM 579489105 42 600 SH SOLE 600 0 0 D MCCORMICK & CO. COM 579780206 530 15441 SH SOLE 15441 0 0 D MCDATA CORP CL A COM 580031201 0 1 SH SOLE 1 0 0 D MCDONALDS CORP COM 580135101 40641 1449909 SH SOLE 1449909 0 0 D MCDONALDS CORP COM 580135101 18832 671852 SH SOLE 0 0 671852 D MCGRAW HILL COMPANIES INC COM 580645109 1639 20571 SH SOLE 20571 0 0 D MCKESSON CORPORATION COM 58155Q103 1359 53000 SH SOLE 53000 0 0 D MCRAE INDUSTRIES INC COM 582757209 83 7500 SH SOLE 0 0 7500 D MEADWESTVACO CORP COM 583334107 1407 44100 SH SOLE 44100 0 0 D MEDCO HEALTH SOLUTIONS INC COM 58405U102 4705 152267 SH SOLE 152267 0 0 D MEDCO HEALTH SOLUTIONS INC COM 58405U102 42 1348 SH SOLE 0 0 1348 D MEDIA GENERAL INC CL A COM 584404107 22 400 SH SOLE 400 0 0 D MEDIACOM COMMUNICATIONS CL A COM 58446K105 7 1000 SH SOLE 1000 0 0 D MEDICAL STAFFING NETWORKS HLDG COM 58463F104 516 84000 SH SOLE 0 0 84000 D MEDICIS PHARMACEUTICAL COM 584690309 12 300 SH SOLE 300 0 0 D MEDTRONIC COM 585055106 12261 236238 SH SOLE 236238 0 0 D MEDTRONIC COM 585055106 12948 249471 SH SOLE 0 0 249471 D MEGO FINANCIAL CORP COM 585162308 0 9000 SH SOLE 0 0 9000 D MELLON FINANCIAL CORPORATION COM 58551A108 1827 65970 SH SOLE 65970 0 0 D MELLON FINANCIAL CORPORATION COM 58551A108 731 26400 SH SOLE 0 0 26400 D MEMBERWORKS INC COM 586002107 26 1000 SH SOLE 1000 0 0 D MENS WEARHOUSE INC COM 587118100 3737 128650 SH SOLE 128650 0 0 D MENS WEARHOUSE INC COM 587118100 783 26950 SH SOLE 0 0 21600 D MENTOR CORP MINN COM 587188103 74 2200 SH SOLE 2200 0 0 D MENTOR GRAPHICS CORP COM 587200106 856 78100 SH SOLE 78100 0 0 D MERCANTILE BANK CORP COM 587376104 115 3300 SH SOLE 3300 0 0 D MERCANTILE BANK CORP COM 587376104 3011 86415 SH SOLE 0 0 86415 D MERCANTILE BANKSHARES CORP COM 587405101 125 2600 SH SOLE 2600 0 0 D MERCHANTS GROUP COM 588539106 116 5000 SH SOLE 0 0 5000 D MERCK & CO INC COM 589331107 14660 444232 SH SOLE 444232 0 0 D MERCK & CO INC COM 589331107 7409 224503 SH SOLE 0 0 224503 D MERCURY COMPUTER SYS COM 589378108 5247 194925 SH SOLE 194925 0 0 D MERCURY COMPUTER SYS COM 589378108 1153 42832 SH SOLE 0 0 34175 D MERCURY GENERAL CORP COM 589400100 127 2400 SH SOLE 2400 0 0 D MERCURY INTERACTIVE CORP COM 589405109 6 176 SH SOLE 176 0 0 D MEREDITH CORP COM 589433101 334 6500 SH SOLE 6500 0 0 D MERGE TECHNOLOGIES INC COM 589981109 4910 284450 SH SOLE 284450 0 0 D MERITAGE HOMES CORP COM 59001A102 2908 37000 SH SOLE 0 0 37000 D MERRILL LYNCH & CO COM 590188108 6168 124060 SH SOLE 124060 0 0 D MERRILL LYNCH & CO COM 590188108 6 120 SH SOLE 0 0 120 D MESTEK INC COM 590829107 372 21300 SH SOLE 0 0 21300 D MET PRO CORP COM 590876306 6950 528552 SH SOLE 528552 0 0 D MET PRO CORP COM 590876306 477 36249 SH SOLE 0 0 36249 D METAL MANAGEMENT INC COM 591097209 345 19000 SH SOLE 19000 0 0 D METALS USA INC COM 591324207 373 21050 SH SOLE 21050 0 0 D METHODE ELECTRONICS INC COM 591520200 1330 104000 SH SOLE 0 0 104000 D METLIFE INC COM 59156R108 3570 92369 SH SOLE 92369 0 0 D METLIFE INC COM 59156R108 11 290 SH SOLE 0 0 290 D METRO GOLDWYN MAYER INC COM 591610100 17 1500 SH SOLE 1500 0 0 D METROCORP BANCSHARES INC COM 591650106 1900 100000 SH SOLE 0 0 100000 D METTLER-TOLEDO INTERNATIONAL COM 592688105 33 700 SH SOLE 700 0 0 D MICHAELS STORES COM 594087108 160 2700 SH SOLE 2700 0 0 D MICREL INC COM 594793101 18642 1790800 SH SOLE 1790800 0 0 D MICROSOFT COM 594918104 59455 2150287 SH SOLE 2150287 0 0 D MICROSOFT COM 594918104 20241 732040 SH SOLE 0 0 732040 D MICROSTRATEGY INC CL A COM 594972408 49 1200 SH SOLE 1200 0 0 D MICROCHIP TECHNOLOGY COM 595017104 4918 183222 SH SOLE 183222 0 0 D MICROCHIP TECHNOLOGY COM 595017104 6173 229996 SH SOLE 0 0 229996 D MICRON TECHNOLOGY INC COM 595112103 48 4000 SH SOLE 4000 0 0 D MIDDLEBY CORP COM 596278101 32 600 SH SOLE 600 0 0 D MIDDLESEX WATER COM 596680108 545 30400 SH SOLE 0 0 30400 D MIDLAND CO COM 597486109 1417 51800 SH SOLE 0 0 51800 D MILACRON INC COM 598709103 0 3 SH SOLE 3 0 0 D MILLENNIUM PHARMACEUTICALS INC COM 599902103 45 3300 SH SOLE 3300 0 0 D MILLENNIUM CHEMICALS COM 599903101 3127 147450 SH SOLE 147450 0 0 D MILLENNIUM CHEMICALS COM 599903101 642 30265 SH SOLE 0 0 23800 D MILLER HERMAN INC COM 600544100 7 300 SH SOLE 300 0 0 D MILLER HERMAN INC COM 600544100 158 6400 SH SOLE 0 0 6400 D MILLIPORE COM 601073109 48 1000 SH SOLE 1000 0 0 D MINE SAFETY APPLIANCES COMPANY COM 602720104 10261 252000 SH SOLE 252000 0 0 D MIRANT CORP COM 604675108 1 2000 SH SOLE 2000 0 0 D MITY ENTERPRISES INC COM 606850105 4731 286036 SH SOLE 286036 0 0 D MITY ENTERPRISES INC COM 606850105 111 6700 SH SOLE 0 0 6700 D MOBILE MINI INC COM 60740F105 1042 42000 SH SOLE 0 0 42000 D MOD-PAC CORP COM 607495108 119 10562 SH SOLE 0 0 10562 D MODINE MANUFACTURING CO COM 607828100 13501 448400 SH SOLE 448400 0 0 D MODTECH HOLDINGS INC COM 60783C100 105 13900 SH SOLE 13900 0 0 D MODTECH HOLDINGS INC COM 60783C100 2881 382063 SH SOLE 0 0 382063 D MOHAWK INDS INC COM 608190104 14440 181881 SH SOLE 181881 0 0 D MOHAWK INDS INC COM 608190104 2569 32357 SH SOLE 0 0 26062 D MOLDFLOW CORP COM 608507109 10016 834700 SH SOLE 834700 0 0 D MOLDFLOW CORP COM 608507109 151 12600 SH SOLE 0 0 12600 D MOLECULAR DEVICES CORP COM 60851C107 75 3200 SH SOLE 3200 0 0 D MOLEX INC COM 608554101 792 26575 SH SOLE 26575 0 0 D MOLEX INC COM 608554101 1278 42873 SH SOLE 0 0 42873 D MOLEX INC CL A COM 608554200 3052 116019 SH SOLE 116019 0 0 D MOLEX INC CL A COM 608554200 4541 172587 SH SOLE 0 0 172587 D MONACO COACH CORP COM 60886R103 74 3400 SH SOLE 3400 0 0 D MONEYGRAM INTERNATIONAL INC COM 60935Y109 3 200 SH SOLE 200 0 0 D MONRO MUFFLER BRAKE COM 610236101 819 37500 SH SOLE 0 0 37500 D MONSANTO CO COM 61166W101 1427 39182 SH SOLE 39182 0 0 D MONSANTO CO COM 61166W101 25 698 SH SOLE 0 0 698 D MOODYS CORP COM 615369105 3161 43150 SH SOLE 43150 0 0 D MOODYS CORP COM 615369105 983 13420 SH SOLE 0 0 13420 D MORGAN STANLEY COM 617446448 34428 698347 SH SOLE 698347 0 0 D MORGAN STANLEY COM 617446448 10665 216320 SH SOLE 0 0 216320 D MOTOROLA COM 620076109 8804 488007 SH SOLE 488007 0 0 D MOTOROLA COM 620076109 2 100 SH SOLE 0 0 100 D MOVADO GROUP INC COM 624580106 24469 1439352 SH SOLE 1439352 0 0 D MOVADO GROUP INC COM 624580106 14690 864095 SH SOLE 0 0 830100 D MULTI-COLOR CORP COM 625383104 1690 112600 SH SOLE 112600 0 0 D MULTI-COLOR CORP COM 625383104 30 2000 SH SOLE 0 0 2000 D MUNICIPAL MTG & EQUITY L L C COM 62624B101 96 3810 SH SOLE 0 0 3810 D MURPHY OIL COM 626717102 43 500 SH SOLE 500 0 0 D MUTUALFIRST FINANCIAL INC COM 62845B104 83 3400 SH SOLE 0 0 3400 D MYERS INDUSTRIES INC COM 628464109 7 660 SH SOLE 660 0 0 D MYKROLIS CORP COM 62852P103 23370 2320750 SH SOLE 2320750 0 0 D MYKROLIS CORP COM 62852P103 83 8200 SH SOLE 0 0 8200 D MYLAN LABS COM 628530107 26 1450 SH SOLE 1450 0 0 D MYLAN LABS COM 628530107 0 27 SH SOLE 0 0 27 D NBTY INC COM 628782104 6 300 SH SOLE 300 0 0 D NCI BUILDING SYSTEMS INC COM 628852105 102 3200 SH SOLE 3200 0 0 D NCR CORP COM 62886E108 675 13613 SH SOLE 13613 0 0 D NCR CORP COM 62886E108 4 83 SH SOLE 0 0 83 D NS GROUP INC COM 628916108 4 200 SH SOLE 200 0 0 D NII HOLDINGS INC COM 62913F201 4 100 SH SOLE 100 0 0 D NN INC COM 629337106 268 23400 SH SOLE 23400 0 0 D NN INC COM 629337106 6551 572100 SH SOLE 0 0 572100 D NRG ENERGY INC COM 629377508 78 2900 SH SOLE 2900 0 0 D NUI CORP COM 629431107 574 43000 SH SOLE 0 0 43000 D NVR INC COM 62944T105 220 400 SH SOLE 400 0 0 D NANOMETRICS COM 630077105 68 6000 SH SOLE 6000 0 0 D NASH FINCH COMPANY COM 631158102 107 3400 SH SOLE 3400 0 0 D NASH FINCH COMPANY COM 631158102 1101 35000 SH SOLE 0 0 35000 D NATCO GROUP INC CL A COM 63227W203 372 43000 SH SOLE 0 0 43000 D NATIONAL CITY CORP COM 635405103 6855 177489 SH SOLE 177489 0 0 D NATIONAL CITY CORP COM 635405103 446 11550 SH SOLE 0 0 11550 D NATL COMMERCE FINANCIAL CORP COM 63545P104 246 7200 SH SOLE 7200 0 0 D NATIONAL FUEL GAS COM 636180101 294 10379 SH SOLE 10379 0 0 D NATIONAL-OILWELL INC COM 637071101 118 3600 SH SOLE 3600 0 0 D NATIONAL R V HLDGS INC COM 637277104 273 22000 SH SOLE 0 0 22000 D NATIONAL SECURITY GROUP INC COM 637546102 122 5300 SH SOLE 0 0 5300 D NATIONAL SEMICONDUCTOR COM 637640103 36 2300 SH SOLE 2300 0 0 D NATIONAL WESTERN LIFE COM 638522102 977 6000 SH SOLE 0 0 6000 D NATIONWIDE FINANCIAL SVCS COM 638612101 116 3300 SH SOLE 3300 0 0 D NATIONWIDE HEALTH PROPERTIES INCOM 638620104 305 14700 SH SOLE 14700 0 0 D NATURAL GAS SERVICES GROUP COM 63886Q109 4078 491300 SH SOLE 491300 0 0 D NATURAL GAS SERVICES GROUP COM 63886Q109 77 9300 SH SOLE 0 0 9300 D NAVIGATORS GROUP INC COM 638904102 1064 36400 SH SOLE 0 0 36400 D NATURES SUNSHINE PRODS INC COM 639027101 561 37000 SH SOLE 0 0 37000 D NAVISTAR INTL CORP COM 63934E108 4 100 SH SOLE 100 0 0 D NAVIGANT INTERNATIONAL INC COM 63935R108 281 17200 SH SOLE 17200 0 0 D NAVIGANT INTERNATIONAL INC COM 63935R108 5884 360300 SH SOLE 0 0 360300 D NAVTEQ CORP COM 63936L100 214 6000 SH SOLE 6000 0 0 D NEIMAN MARCUS GROUP CLASS A COM 640204202 12 200 SH SOLE 200 0 0 D NEIMAN MARCUS GROUP CL B COM 640204301 18 339 SH SOLE 0 0 339 D NEOGEN CORP COM 640491106 8615 441099 SH SOLE 441099 0 0 D NEOGEN CORP COM 640491106 179 9175 SH SOLE 0 0 9175 D NEOWARE SYSTEMS INC COM 64065P102 93 11200 SH SOLE 11200 0 0 D NETWORK APPLIANCE INC COM 64120L104 897 39000 SH SOLE 39000 0 0 D NEW CENTURY FINANCIAL CORP COM 64352D101 108 1800 SH SOLE 1800 0 0 D NEW HORIZONS WORLDWIDE INC COM 645526104 129 30000 SH SOLE 0 0 30000 D NEW PLAN EXCEL REALTY TRUST COM 648053106 118 4700 SH SOLE 4700 0 0 D NEW YORK CMNTY BANCORP INC COM 649445103 1919 93421 SH SOLE 93421 0 0 D NEW YORK TIMES CL A COM 650111107 1190 30432 SH SOLE 30432 0 0 D NEW YORK TIMES CL A COM 650111107 1645 42075 SH SOLE 0 0 42075 D NEWALLIANCE BANCSHARES INC COM 650203102 6 400 SH SOLE 400 0 0 D NEWELL RUBBERMAID COM 651229106 649 32400 SH SOLE 32400 0 0 D NEWFIELD EXPL CO COM 651290108 86 1400 SH SOLE 1400 0 0 D NEWMONT MINING CORP HOLDING CO COM 651639106 39 850 SH SOLE 850 0 0 D NEWMONT MINING CORP HOLDING CO COM 651639106 91 2000 SH SOLE 0 0 2000 D NEWPARK RESOURCES INC COM 651718504 2687 447850 SH SOLE 447850 0 0 D NEWPARK RESOURCES INC COM 651718504 641 106915 SH SOLE 0 0 85800 D NEXTEL COMMUNICATIONS CL A COM 65332V103 57 2400 SH SOLE 2400 0 0 D NEXTEL COMMUNICATIONS CL A COM 65332V103 0 10 SH SOLE 0 0 10 D NEXTEL PARTNERS INC CLASS A COM 65333F107 13 800 SH SOLE 800 0 0 D NICOR INC COM 654086107 884 24100 SH SOLE 24100 0 0 D NIKE COM 654106103 2340 29700 SH SOLE 29700 0 0 D NISOURCE INC COM 65473P105 681 32400 SH SOLE 32400 0 0 D NOBEL LEARNING CMNTYS INC COM 654889104 128 18300 SH SOLE 0 0 18300 D NOBILITY HOMES INC COM 654892108 241 10300 SH SOLE 0 0 10300 D NOBLE ENERGY INC COM 655044105 122 2100 SH SOLE 2100 0 0 D NOLAND CO COM 655286102 472 11000 SH SOLE 0 0 11000 D NORDSTROM COM 655664100 761 19900 SH SOLE 19900 0 0 D NORFOLK SOUTHERN COM 655844108 2522 84800 SH SOLE 84800 0 0 D NORFOLK SOUTHERN COM 655844108 102 3444 SH SOLE 0 0 3444 D NORTH AMERICAN PALLADIUM LTD COM 656912102 1170 140400 SH SOLE 0 0 140400 D NORTH FORK BANCORP COM 659424105 1020 22944 SH SOLE 22944 0 0 D NORTHEAST UTILITIES COM 664397106 93 4800 SH SOLE 4800 0 0 D NORTHERN TRUST CORP COM 665859104 1155 28300 SH SOLE 28300 0 0 D NORTHRIM BANCORP COM 666762109 205 9400 SH SOLE 9400 0 0 D NORTHRIM BANCORP COM 666762109 3940 180300 SH SOLE 0 0 180300 D NORTHROP GRUMMAN CORP COM 666807102 2649 49676 SH SOLE 49676 0 0 D NORTHROP GRUMMAN CORP COM 666807102 26 484 SH SOLE 0 0 484 D NORTHWEST PIPE CO COM 667746101 326 18800 SH SOLE 0 0 18800 D NU HORIZONS ELECTRS CORP COM 669908105 5485 863760 SH SOLE 863760 0 0 D NU HORIZONS ELECTRS CORP COM 669908105 408 64200 SH SOLE 0 0 64200 D NOVAMERICAN STEEL INC COM 669959108 667 28000 SH SOLE 0 0 28000 D NOVELL COM 670006105 193 30600 SH SOLE 30600 0 0 D NOVELLUS SYS INC COM 670008101 35 1300 SH SOLE 1300 0 0 D NU SKIN ENTERPRISES INC CL A COM 67018T105 284 12100 SH SOLE 12100 0 0 D NSTAR COM 67019E107 10625 216405 SH SOLE 216405 0 0 D NSTAR COM 67019E107 4381 89235 SH SOLE 0 0 89235 D NUCOR CORP. COM 670346105 1937 21200 SH SOLE 21200 0 0 D NYFIX INC COM 670712108 407 67000 SH SOLE 0 0 67000 D OGE ENERGY CORP COM 670837103 81 3200 SH SOLE 3200 0 0 D OM GROUP INC COM 670872100 51 1400 SH SOLE 1400 0 0 D NUVEEN INVESTMENTS CL A COM 67090F106 6 200 SH SOLE 200 0 0 D OSI PHARMACEUTICALS INC COM 671040103 6 100 SH SOLE 100 0 0 D OCCIDENTAL PETROLEUM COM 674599105 23658 423000 SH SOLE 423000 0 0 D OCCIDENTAL PETROLEUM COM 674599105 6861 122670 SH SOLE 0 0 122670 D OCTEL CORP COM 675727101 81 3800 SH SOLE 3800 0 0 D OCTEL CORP COM 675727101 743 35000 SH SOLE 0 0 35000 D ODYSSEY RE HOLDINGS CORP COM 67612W108 131 5900 SH SOLE 5900 0 0 D OFFICE DEPOT INC COM 676220106 505 33600 SH SOLE 33600 0 0 D OLD DOMINION FGHT LINES INC COM 679580100 11888 412625 SH SOLE 412625 0 0 D OLD DOMINION FGHT LINES INC COM 679580100 4306 149475 SH SOLE 0 0 149475 D OLD REPUBLIC INTL. CORP. COM 680223104 264 10550 SH SOLE 10550 0 0 D OLD SECOND BANCORP INC COM 680277100 56 2000 SH SOLE 2000 0 0 D OMNICARE INC COM 681904108 130 4600 SH SOLE 4600 0 0 D OMNICOM GROUP COM 681919106 7273 99550 SH SOLE 99550 0 0 D OMEGA PROTEIN CORP COM 68210P107 531 69000 SH SOLE 0 0 69000 D OMNIVISION TECHNOLOGIES COM 682128103 62 4400 SH SOLE 4400 0 0 D ON ASSIGNMENT INC COM 682159108 3813 858700 SH SOLE 858700 0 0 D ON ASSIGNMENT INC COM 682159108 80 18100 SH SOLE 0 0 18100 D ONE LIBERTY PROPERTIES INC COM 682406103 153 8500 SH SOLE 8500 0 0 D ONE LIBERTY PROPERTIES INC COM 682406103 3643 201825 SH SOLE 0 0 201825 D ONEOK INC COM 682680103 109 4200 SH SOLE 4200 0 0 D ONEOK INC COM 682680103 177 6800 SH SOLE 0 0 6800 D ONYX ACCEPTANCE CORP COM 682914106 382 14000 SH SOLE 0 0 14000 D ORACLE SYSTEMS COM 68389X105 6365 564230 SH SOLE 564230 0 0 D ORACLE SYSTEMS COM 68389X105 3 300 SH SOLE 0 0 300 D OPTION CARE INC COM 683948103 928 60000 SH SOLE 0 0 60000 D ORBITAL SCIENCES CORP COM 685564106 7 600 SH SOLE 600 0 0 D O REILLY AUTOMOTIVE INC COM 686091109 11 300 SH SOLE 300 0 0 D ORIENTAL FINANCIAL GROUP COM 68618W100 4366 161350 SH SOLE 161350 0 0 D ORIENTAL FINANCIAL GROUP COM 68618W100 945 34905 SH SOLE 0 0 28150 D OSHKOSH TRUCK CORP COM 688239201 194 3400 SH SOLE 3400 0 0 D OVERSEAS SHIPHOLDING COM 690368105 769 15500 SH SOLE 15500 0 0 D OVERSEAS SHIPHOLDING COM 690368105 28 560 SH SOLE 0 0 560 D OWENS ILLINOIS INC COM 690768403 7028 439250 SH SOLE 439250 0 0 D P & F INDUSTRIES CL A COM 692830508 94 10000 SH SOLE 0 0 10000 D P A M TRANSN SVCS INC COM 693149106 634 33100 SH SOLE 0 0 33100 D PC CONNECTION INC COM 69318J100 502 73000 SH SOLE 0 0 73000 D PDI INC COM 69329V100 1134 42000 SH SOLE 0 0 42000 D PG & E CORP COM 69331C108 1316 43301 SH SOLE 43301 0 0 D PLM EQUIPMENT GROWTH FD II COM 693414104 0 1000 SH SOLE 1000 0 0 D PMA CAPITAL CORP COM 693419202 491 65000 SH SOLE 0 0 65000 D PMI GROUP INC COM 69344M101 130 3200 SH SOLE 3200 0 0 D PNC FINANCIAL SERV GROUP COM 693475105 4187 77400 SH SOLE 77400 0 0 D PPG INDUSTRIES COM 693506107 30081 490880 SH SOLE 490880 0 0 D PPG INDUSTRIES COM 693506107 10248 167240 SH SOLE 0 0 167240 D PPL CORPORATION COM 69351T106 1643 34820 SH SOLE 34820 0 0 D PPL CORPORATION COM 69351T106 19 411 SH SOLE 0 0 411 D PSS WORLD MEDICAL INC COM 69366A100 9626 958792 SH SOLE 958792 0 0 D PSS WORLD MEDICAL INC COM 69366A100 1757 175035 SH SOLE 0 0 140375 D PACCAR INC COM 693718108 1623 23475 SH SOLE 23475 0 0 D PACIFIC CAPITAL BANCORP COM 69404P101 7417 250760 SH SOLE 250760 0 0 D PACIFIC MERCHANTILE BANCORP COM 694552100 35 2814 SH SOLE 0 0 2814 D PACIFIC SUNWEAR CALIF INC COM 694873100 11 500 SH SOLE 500 0 0 D PACIFICARE HEALTH SYSTEMS COM 695112102 235 6400 SH SOLE 6400 0 0 D PACKAGING CORP AMERICA COM 695156109 56 2300 SH SOLE 2300 0 0 D PACTIV CORP COM 695257105 614 26400 SH SOLE 26400 0 0 D PALL CORP COM 696429307 414 16900 SH SOLE 16900 0 0 D PALM HARBOR HOMES COM 696639103 1011 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 265 4900 SH SOLE 4900 0 0 D PANTRY INC COM 698657103 40 1600 SH SOLE 1600 0 0 D PAR PHARMACEUTICAL COMPANIES INCOM 69888P106 6025 167675 SH SOLE 167675 0 0 D PAR PHARMACEUTICAL COMPANIES INCOM 69888P106 925 25740 SH SOLE 0 0 20800 D PARAMETRIC TECH CORP COM 699173100 2915 552096 SH SOLE 552096 0 0 D PARKER HANNIFIN COM 701094104 25582 434631 SH SOLE 434631 0 0 D PARKER HANNIFIN COM 701094104 8525 144835 SH SOLE 0 0 144835 D PARTNERS TRUST FINANCIAL GROUP COM 70213F102 259 25000 SH SOLE 0 0 25000 D PATINA OIL & GAS CORP COM 703224105 109 3700 SH SOLE 3700 0 0 D PATRIOT SCIENTIFIC CORP COM 70336N107 0 2000 SH SOLE 2000 0 0 D PATTERSON COMPANIES INC COM 703395103 122 1600 SH SOLE 1600 0 0 D PAXAR CORP COM 704227107 9732 429100 SH SOLE 429100 0 0 D PAXAR CORP COM 704227107 1712 75505 SH SOLE 0 0 60575 D PAYCHEX COM 704326107 1467 48647 SH SOLE 48647 0 0 D PAYCHEX COM 704326107 1975 65500 SH SOLE 0 0 65500 D PEABODY ENERGY CORP COM 704549104 137 2300 SH SOLE 2300 0 0 D PEDIATRIC SERVICES OF AMERICA COM 705323103 163 20000 SH SOLE 0 0 20000 D PEGASYSTEMS INC COM 705573103 279 40000 SH SOLE 0 0 40000 D PENFORD CORP COM 707051108 272 15600 SH SOLE 15600 0 0 D PENFORD CORP COM 707051108 6406 367950 SH SOLE 0 0 367950 D PENN AMERICA GROUP INC COM 707247102 568 41750 SH SOLE 0 0 41750 D PENN ENG & MFG CORP A COM 707389102 99 6400 SH SOLE 0 0 6400 D PENN ENGINEERING & MFG CORP COM 707389300 7498 402700 SH SOLE 402700 0 0 D PENN ENGINEERING & MFG CORP COM 707389300 1082 58100 SH SOLE 0 0 58100 D PENN NATL GAMING INC COM 707569109 113 2800 SH SOLE 2800 0 0 D PENNEY J C CO INC (HLDG CO) COM 708160106 2269 64300 SH SOLE 64300 0 0 D PENNFED FINANCIAL SVCS INC COM 708167101 304 10000 SH SOLE 0 0 10000 D PENNSYLVANIA COMMERCE BANCORP ICOM 708677109 144 3150 SH 0 0 0 D PENTAIR INC COM 709631105 443 12700 SH SOLE 12700 0 0 D PENWEST PHARMACEUTICALS CO COM 709754105 222 19700 SH SOLE 19700 0 0 D PENWEST PHARMACEUTICALS CO COM 709754105 5479 485275 SH SOLE 0 0 485275 D PEOPLES BANCORP INC COM 709789101 421 16000 SH SOLE 0 0 16000 D PEOPLES BANK BRIDGEPORT CT COM 710198102 46 1300 SH SOLE 1300 0 0 D PEOPLES BANK BRIDGEPORT CT COM 710198102 32 900 SH SOLE 0 0 900 D PEOPLES ENERGY COM 711030106 190 4550 SH SOLE 4550 0 0 D PEOPLESOFT INC COM 712713106 510 25700 SH SOLE 25700 0 0 D PEOPLESOFT INC COM 712713106 3 160 SH SOLE 0 0 160 D PEPCO HOLDINGS INC COM 713291102 133 6700 SH SOLE 6700 0 0 D PEPSI BOTTLING GROUP INC COM 713409100 2080 76600 SH SOLE 76600 0 0 D PEPSI BOTTLING GROUP INC COM 713409100 2 80 SH SOLE 0 0 80 D PEPSIAMERICAS INC COM 71343P200 53 2800 SH SOLE 2800 0 0 D PEPSICO COM 713448108 14121 290255 SH SOLE 290255 0 0 D PEPSICO COM 713448108 15118 310749 SH SOLE 0 0 310749 D PERFORMANCE TECHNOLOGIES INC COM 71376K102 905 143200 SH SOLE 143200 0 0 D PERICOM SEMICONDUCTOR CORP COM 713831105 725 75000 SH SOLE 0 0 75000 D PERKINELMER INC COM 714046109 1311 76158 SH SOLE 76158 0 0 D PEROT SYS CORP CL A COM 714265105 683 42500 SH SOLE 42500 0 0 D PERRIGO CO COM 714290103 95 4600 SH SOLE 4600 0 0 D PETCO ANIMAL SUPPLIES INC COM 716016209 7 200 SH SOLE 200 0 0 D PETROFUND ENERGY TRUST COM 71648W108 262 20800 SH SOLE 0 0 20800 D PETROLEUM DEVELOPMENT CORP COM 716578109 916 20900 SH SOLE 20900 0 0 D PETROLEUM HELICOPTER VTG COM 716604103 330 14600 SH SOLE 0 0 14600 D PETSMART INC COM 716768106 28 1000 SH SOLE 1000 0 0 D PFIZER COM 717081103 68073 2224605 SH SOLE 2224605 0 0 D PFIZER COM 717081103 27242 890267 SH SOLE 0 0 890267 D PHELPS DODGE COM 717265102 1859 20200 SH SOLE 20200 0 0 D PHELPS DODGE COM 717265102 8 90 SH SOLE 0 0 90 D PIER 1 IMPORTS COM 720279108 14 750 SH SOLE 750 0 0 D PILGRIMS PRIDE CORP CL B COM 721467108 339 12500 SH SOLE 12500 0 0 D PINNACLE ENTERTAINMENT INC COM 723456109 8648 626700 SH SOLE 626700 0 0 D PINNACLE ENTERTAINMENT INC COM 723456109 1060 76800 SH SOLE 0 0 76800 D PINNACLE FINANCIAL PARTNERS COM 72346Q104 7782 361950 SH SOLE 361950 0 0 D PINNACLE WEST CAPITAL COM 723484101 444 10700 SH SOLE 10700 0 0 D PIONEER NAT RES CO COM 723787107 152 4400 SH SOLE 4400 0 0 D PIPER JAFFRAY COMPANIES INC COM 724078100 8819 222765 SH SOLE 222765 0 0 D PIPER JAFFRAY COMPANIES INC COM 724078100 2 55 SH SOLE 0 0 55 D PITNEY BOWES COM 724479100 1391 31547 SH SOLE 31547 0 0 D PITNEY BOWES COM 724479100 81 1840 SH SOLE 0 0 1840 D PIXAR INC COM 725811103 47 600 SH SOLE 600 0 0 D PLAINS EXPLORATION & PRODUCT COM 726505100 118 4942 SH SOLE 4942 0 0 D PLANTRONICS INC COM 727493108 9 200 SH SOLE 200 0 0 D PLATO LEARNING INC COM 72764Y100 548 62000 SH SOLE 0 0 62000 D PLAYTEX PRODUCTS INC COM 72813P100 13 2000 SH SOLE 2000 0 0 D PLUG POWER INC COM 72919P103 0 1 SH SOLE 0 0 1 D PLUM CREEK TIMBER CO COM 729251108 1093 31200 SH SOLE 31200 0 0 D PLUM CREEK TIMBER CO COM 729251108 0 12 SH SOLE 0 0 12 D POGO PRODUCING CO COM 730448107 304 6400 SH SOLE 6400 0 0 D POLARIS INDS INC COM 731068102 17 300 SH SOLE 300 0 0 D POLO RALPH LAUREN CORP COM 731572103 62 1700 SH SOLE 1700 0 0 D POLYCOM INC COM 73172K104 270 13600 SH SOLE 13600 0 0 D POLYMEDICA CORP COM 731738100 19633 637432 SH SOLE 637432 0 0 D POLYMEDICA CORP COM 731738100 3700 120145 SH SOLE 0 0 97125 D POMEROY IT SOLUTIONS INC COM 731822102 35 2800 SH SOLE 2800 0 0 D POMEROY IT SOLUTIONS INC COM 731822102 468 37000 SH SOLE 0 0 37000 D POPULAR INC COM 733174106 247 9400 SH SOLE 9400 0 0 D POTLATCH CORP COM 737628107 75 1600 SH SOLE 1600 0 0 D POWELL INDUSTRIES INC COM 739128106 506 30000 SH SOLE 0 0 30000 D PRAXAIR INC COM 74005P104 1244 29100 SH SOLE 29100 0 0 D PRECISION CASTPARTS COM 740189105 78 1300 SH SOLE 1300 0 0 D PRECISION DRILLING CORP COM 74022D100 155 2700 SH SOLE 2700 0 0 D PREMCOR INC COM 74045Q104 31 800 SH SOLE 800 0 0 D T ROWE PRICE GROUP INC COM 74144T108 703 13800 SH SOLE 13800 0 0 D PRIDE INTL INC COM 74153Q102 65 3300 SH SOLE 3300 0 0 D PRIME MEDICAL SERVICES INC COM 74156D108 347 48000 SH SOLE 0 0 48000 D PRIME HOSPITALITY CORP COM 741917108 1594 131000 SH SOLE 0 0 131000 D PRINCETON REVIEW INC COM 742352107 3351 446745 SH SOLE 446745 0 0 D PRINCETON REVIEW INC COM 742352107 767 102264 SH SOLE 0 0 82739 D PRINCIPAL FINANCIAL GROUP COM 74251V102 90 2500 SH SOLE 2500 0 0 D PRINCIPAL FINANCIAL GROUP COM 74251V102 72 2000 SH SOLE 0 0 2000 D PROASSURANCE CORP COM 74267C106 3432 98000 SH SOLE 98000 0 0 D PROASSURANCE CORP COM 74267C106 486 13885 SH SOLE 0 0 11100 D PROCTER & GAMBLE COM 742718109 24118 445642 SH SOLE 445642 0 0 D PROCTER & GAMBLE COM 742718109 8310 153550 SH SOLE 0 0 153550 D PRIVATEBANCORP INC COM 742962103 1143 42400 SH SOLE 42400 0 0 D PROGRESS ENERGY INC COM 743263105 1363 32192 SH SOLE 32192 0 0 D PROGRESS ENERGY INC COM 743263105 445 10500 SH SOLE 0 0 10500 D PROGRESSIVE CORP OHIO COM 743315103 1305 15400 SH SOLE 15400 0 0 D PROLOGIS TRUST COM 743410102 957 27168 SH SOLE 27168 0 0 D PROSPERITY BANCSHARES INC COM 743606105 430 16100 SH SOLE 16100 0 0 D PROTECTIVE LIFE CORP COM 743674103 134 3400 SH SOLE 3400 0 0 D PROVIDENT FINANCIAL HOLDINGS COM 743868101 435 15000 SH SOLE 0 0 15000 D PROVIDIAN FINANCIAL CORP COM 74406A102 2466 158700 SH SOLE 158700 0 0 D PROVIDIAN FINANCIAL CORP COM 74406A102 19 1200 SH SOLE 0 0 1200 D PRUDENTIAL FINANCIAL INC COM 744320102 3250 69100 SH SOLE 69100 0 0 D PUBLIC SERVICE ENTERPRISE GROU COM 744573106 1225 28750 SH SOLE 28750 0 0 D PUBLIC STORAGE INC COM 74460D109 170 3430 SH SOLE 3430 0 0 D PUGET ENERGY INC COM 745310102 54 2400 SH SOLE 2400 0 0 D PULTE HOMES COM 745867101 779 12700 SH SOLE 12700 0 0 D QUAKER FABRIC CORP COM 747399103 308 47400 SH SOLE 0 0 47400 D QUALCOMM INC COM 747525103 7056 180735 SH SOLE 180735 0 0 D QUALCOMM INC COM 747525103 21 530 SH SOLE 0 0 530 D QMED INC COM 747914109 18 2500 SH SOLE 2500 0 0 D QUEST DIAGNOSTICS COM 74834L100 847 9600 SH SOLE 9600 0 0 D QUEST DIAGNOSTICS COM 74834L100 13 150 SH SOLE 0 0 150 D QUESTAR CORP COM 748356102 147 3200 SH SOLE 3200 0 0 D QUIPP INC COM 748802105 62 4600 SH SOLE 0 0 4600 D QUIXOTE CORP COM 749056107 87 4500 SH SOLE 4500 0 0 D QUIXOTE CORP COM 749056107 2073 107510 SH SOLE 0 0 107510 D QWEST COMMUNICATIONS INTL INC COM 749121109 787 236288 SH SOLE 236288 0 0 D QWEST COMMUNICATIONS INTL INC COM 749121109 14 4262 SH SOLE 0 0 4262 D R&G FINANCIAL CORP -CL B COM 749136107 560 14500 SH SOLE 14500 0 0 D RC2 CORP COM 749388104 204 6200 SH SOLE 6200 0 0 D RGC RESOURCES INC COM 74955L103 153 6500 SH SOLE 0 0 6500 D R H DONNELLEY CORP COM 74955W307 1269 25700 SH SOLE 25700 0 0 D RPC INC COM 749660106 25887 1447800 SH SOLE 1447800 0 0 D RPC INC COM 749660106 1659 92800 SH SOLE 0 0 92800 D RPM INTERNATIONAL INC COM 749685103 53 3000 SH SOLE 3000 0 0 D RSA SECURITY INC COM 749719100 20 1040 SH SOLE 1040 0 0 D RTI INTERNATIONAL METALS INC COM 74973W107 1162 60000 SH SOLE 0 0 60000 D RADIAN GROUP INC COM 750236101 20258 438205 SH SOLE 438205 0 0 D RADIAN GROUP INC COM 750236101 7294 157780 SH SOLE 0 0 157780 D RADIO ONE INC CL D COM 75040P405 27 1900 SH SOLE 1900 0 0 D RADIOSHACK CORP COM 750438103 682 23800 SH SOLE 23800 0 0 D RAILAMERICA INC COM 750753105 1017 92000 SH SOLE 0 0 92000 D RAMBUS INC COM 750917106 8 500 SH SOLE 500 0 0 D RALCORP HOLDINGS INC COM 751028101 51 1400 SH SOLE 1400 0 0 D RARE HOSPITALITY INTL INC COM 753820109 16865 632850 SH SOLE 632850 0 0 D RAVEN INDUSTRIES INC COM 754212108 391 8800 SH SOLE 8800 0 0 D RAYMOND JAMES FINANCIAL COM 754730109 55 2300 SH SOLE 2300 0 0 D RAYONIER INC COM 754907103 106 2350 SH SOLE 2350 0 0 D RAYTHEON CO COM 755111507 2287 60224 SH SOLE 60224 0 0 D RAYTHEON CO COM 755111507 2 63 SH SOLE 0 0 63 D READERS DIGEST COM 755267101 22 1500 SH SOLE 0 0 1500 D RECKSON ASSOC REALTY CORP COM 75621K106 89 3100 SH SOLE 3100 0 0 D RED HAT INC COM 756577102 15 1200 SH SOLE 1200 0 0 D RED ROBIN GOURMET BURGERS COM 75689M101 7363 168600 SH SOLE 168600 0 0 D RED ROBIN GOURMET BURGERS COM 75689M101 1633 37390 SH SOLE 0 0 29775 D REEBOK INTERNATIONAL COM 758110100 562 15300 SH SOLE 15300 0 0 D REGAL ENTERTAINMENT GROUP A COM 758766109 4 200 SH SOLE 200 0 0 D REGENCY CENTERS CORP COM 758849103 42 900 SH SOLE 900 0 0 D REGENT COMMUNICATIONS INC COM 758865109 287 50700 SH SOLE 50700 0 0 D REGENT COMMUNICATIONS INC COM 758865109 6394 1129600 SH SOLE 0 0 1129600 D REGIS CORP COM 758932107 44 1100 SH SOLE 1100 0 0 D REGIONS FINANCIAL CORP COM 7591EP100 1953 59070 SH SOLE 59070 0 0 D REINSURANCE GROUP AMER INC COM 759351109 288 7000 SH SOLE 7000 0 0 D RELIANCE STEEL & ALUMINUM CO COM 759509102 103 2600 SH SOLE 2600 0 0 D RELIANT ENERGY INC COM 75952B105 89 9565 SH SOLE 9565 0 0 D REMEDYTEMP INC CL A COM 759549108 111 10600 SH SOLE 10600 0 0 D REMEDYTEMP INC CL A COM 759549108 5673 543400 SH SOLE 0 0 543400 D RENAL CARE GROUP INC COM 759930100 19 600 SH SOLE 600 0 0 D RENT A CENTER INC COM 76009N100 28 1100 SH SOLE 1100 0 0 D REPUBLIC AIRWAYS HOLDINGS INC COM 760276105 3829 425900 SH SOLE 425900 0 0 D REPUBLIC AIRWAYS HOLDINGS INC COM 760276105 77 8600 SH SOLE 0 0 8600 D REPUBLIC SVCS INC COM 760759100 390 13100 SH SOLE 13100 0 0 D RES-CARE INC COM 760943100 616 52000 SH SOLE 0 0 52000 D RESOURCE AMERICA INC CL A COM 761195205 1156 49000 SH SOLE 0 0 49000 D RESPIRONICS INC COM 761230101 12593 235650 SH SOLE 235650 0 0 D RESPIRONICS INC COM 761230101 1373 25695 SH SOLE 0 0 20575 D REVLON INC CL A COM 761525500 5228 2074550 SH SOLE 2074550 0 0 D REX STORES CORP COM 761624105 528 37550 SH SOLE 0 0 37550 D REYNOLDS & REYNOLDS CL A COM 761695105 7 300 SH SOLE 300 0 0 D REYNOLDS & REYNOLDS CL A COM 761695105 84 3400 SH SOLE 0 0 3400 D REYNOLDS AMERICAN INC COM 761713106 1531 22500 SH SOLE 22500 0 0 D RICHARDSON ELECTRS LTD COM 763165107 394 41000 SH SOLE 0 0 41000 D RITE AID CORP COM 767754104 854 242670 SH SOLE 242670 0 0 D RITE AID CORP COM 767754104 516 146640 SH SOLE 0 0 146640 D ROANOKE ELEC STEEL CORP COM 769841107 454 31700 SH SOLE 0 0 31700 D ROBBINS & MYERS INC COM 770196103 924 42000 SH SOLE 0 0 42000 D ROBERT HALF INTL INC COM 770323103 544 21100 SH SOLE 21100 0 0 D ROCKFORD CORP COM 77316P101 57 15100 SH SOLE 0 0 15100 D ROCKWELL AUTOMATION INC COM 773903109 2020 52200 SH SOLE 52200 0 0 D ROCKWELL AUTOMATION INC COM 773903109 1 25 SH SOLE 0 0 25 D ROCKWELL COLLINS INC COM 774341101 39154 1054220 SH SOLE 1054220 0 0 D ROCKWELL COLLINS INC COM 774341101 10525 283380 SH SOLE 0 0 283380 D ROFIN-SINAR TECHNOLOGIES INC COM 775043102 59 2000 SH SOLE 2000 0 0 D ROFIN-SINAR TECHNOLOGIES INC COM 775043102 1028 35000 SH SOLE 0 0 35000 D ROHM & HAAS COM 775371107 2022 47050 SH SOLE 47050 0 0 D ROHM & HAAS COM 775371107 129 3000 SH SOLE 0 0 3000 D ROPER INDUSTRIES INC/DE COM 776696106 41268 718206 SH SOLE 718206 0 0 D ROPER INDUSTRIES INC/DE COM 776696106 935 16280 SH SOLE 0 0 13100 D ROSS STORES INC COM 778296103 12 500 SH SOLE 500 0 0 D ROUSE COMPANY COM 779273101 13 200 SH SOLE 200 0 0 D ROWAN COS. INC. COM 779382100 12061 456850 SH SOLE 456850 0 0 D ROWE COMPANIES COM 779528108 189 37000 SH SOLE 37000 0 0 D ROWE COMPANIES COM 779528108 2200 431400 SH SOLE 0 0 431400 D ROYAL GOLD INC COM 780287108 7 400 SH SOLE 400 0 0 D RURBAN FINANCIAL CORP COM 78176P108 412 32000 SH SOLE 32000 0 0 D RUSH ENTERPRISES INC CL A COM 781846209 148 13500 SH SOLE 13500 0 0 D RUSH ENTERPRISES INC CL A COM 781846209 1197 109273 SH SOLE 0 0 109273 D RYDER SYSTEM COM 783549108 1068 22700 SH SOLE 22700 0 0 D RYLAND GROUP INC COM 783764103 93 1000 SH SOLE 1000 0 0 D S & K FAMOUS BRANDS INC COM 783774102 177 11300 SH SOLE 0 0 11300 D SBC COMMUNICATIONS INC. COM 78387G103 15824 609789 SH SOLE 609789 0 0 D SBC COMMUNICATIONS INC. COM 78387G103 812 31298 SH SOLE 0 0 31298 D SBS TECHNOLOGIES INC COM 78387P103 525 43000 SH SOLE 0 0 43000 D SCP POOL CORP COM 784028102 6308 235904 SH SOLE 235904 0 0 D SCP POOL CORP COM 784028102 1272 47580 SH SOLE 0 0 38005 D SEI INVESTMENTS CO COM 784117103 13 400 SH SOLE 400 0 0 D SEMCO ENERGY INC COM 78412D109 450 82000 SH SOLE 0 0 82000 D SI INTERNATIONAL INC COM 78427V102 1696 77400 SH SOLE 77400 0 0 D SI INTERNATIONAL INC COM 78427V102 31 1400 SH SOLE 0 0 1400 D S J W CORP COM 784305104 872 26400 SH SOLE 0 0 26400 D SL GREEN REALTY CORP COM 78440X101 7378 142400 SH SOLE 142400 0 0 D SL GREEN REALTY CORP COM 78440X101 1058 20420 SH SOLE 0 0 15700 D S L INDUSTRIES INC COM 784413106 152 13800 SH SOLE 0 0 13800 D SLM CORPORATION COM 78442P106 31196 699456 SH SOLE 699456 0 0 D SLM CORPORATION COM 78442P106 14457 324140 SH SOLE 0 0 324140 D S&P500 DEPOSITARY RECEIPT SPDR COM 78462F103 639 5720 SH SOLE 5720 0 0 D SPX CORP COM 784635104 170 4800 SH SOLE 4800 0 0 D SWS GROUP INC COM 78503N107 788 49000 SH SOLE 0 0 49000 D SABRE HLDGS CORP COM 785905100 1514 61715 SH SOLE 61715 0 0 D SAFECO COM 786429100 1023 22400 SH SOLE 22400 0 0 D SAFECO COM 786429100 31 690 SH SOLE 0 0 690 D SAFETY INSURANCE GROUP INC COM 78648T100 9214 414500 SH SOLE 414500 0 0 D SAFEWAY INC COM 786514208 1288 66700 SH SOLE 66700 0 0 D SAGA COMMUNICATIONS INC -CL A COM 786598102 23625 1393829 SH SOLE 1393829 0 0 D SAGA COMMUNICATIONS INC -CL A COM 786598102 186 10950 SH SOLE 0 0 10950 D ST JOE COMPANY COM 790148100 14 300 SH SOLE 300 0 0 D SAINT JUDE MEDICAL COM 790849103 68 900 SH SOLE 900 0 0 D ST MARY LAND & EXPLOR CO COM 792228108 19861 498900 SH SOLE 498900 0 0 D ST PAUL TRAVELERS COS INC COM 792860108 3072 92928 SH SOLE 92928 0 0 D ST PAUL TRAVELERS COS INC COM 792860108 51 1537 SH SOLE 0 0 1537 D SALEM COMMUNICATIONS CORP COM 794093104 6495 256500 SH SOLE 256500 0 0 D SALEM COMMUNICATIONS CORP COM 794093104 1405 55470 SH SOLE 0 0 44300 D SANDERS MORRIS HARRIS GROUP INCCOM 80000Q104 1407 116700 SH SOLE 116700 0 0 D SANDERS MORRIS HARRIS GROUP INCCOM 80000Q104 5786 479800 SH SOLE 0 0 479800 D SANDERSON FARMS INC COM 800013104 1759 52575 SH SOLE 0 0 52575 D SANDISK CORP COM 80004C101 23 800 SH SOLE 800 0 0 D JOHN B. SANFILIPPO & SONS INC COM 800422107 1103 42100 SH SOLE 42100 0 0 D SANMINA-SCI CORP COM 800907107 81 11470 SH SOLE 11470 0 0 D SANTANDER BANCORP COM 802809103 1722 68860 SH SOLE 68860 0 0 D SARA LEE CORP COM 803111103 2279 99700 SH SOLE 99700 0 0 D SCANA CORP COM 80589M102 217 5800 SH SOLE 5800 0 0 D SCANSOURCE INC COM 806037107 166 2600 SH SOLE 2600 0 0 D SCHEIN HENRY INC COM 806407102 12 200 SH SOLE 200 0 0 D SCHERING PLOUGH COM 806605101 2104 110400 SH SOLE 110400 0 0 D SCHERING PLOUGH COM 806605101 446 23375 SH SOLE 0 0 23375 D SCHLUMBERGER LTD COM 806857108 4428 65782 SH SOLE 65782 0 0 D SCHLUMBERGER LTD COM 806857108 4874 72404 SH SOLE 0 0 72404 D SCHNITZER STL INDS CL A COM 806882106 13 400 SH SOLE 400 0 0 D SCHWAB CHARLES CORP COM 808513105 9 1000 SH SOLE 1000 0 0 D SCHWEITZER-MAUDUIT INTL COM 808541106 1 41 SH SOLE 41 0 0 D SCIENTIFIC ATLANTA COM 808655104 601 23200 SH SOLE 23200 0 0 D SCOPE INDUSTRIES COM 809163108 188 2700 SH SOLE 0 0 2700 D SCOTTS CO COM 810186106 83 1300 SH SOLE 1300 0 0 D SCRIPPS E W CO CL A COM 811054204 210 4400 SH SOLE 4400 0 0 D SCS TRANSPORTATION INC COM 81111T102 125 6600 SH SOLE 6600 0 0 D SCS TRANSPORTATION INC COM 81111T102 3725 196700 SH SOLE 0 0 196700 D SEABOARD CORP COM 811543107 879 1500 SH SOLE 1500 0 0 D SEALED AIR CORP COM 81211K100 505 10900 SH SOLE 10900 0 0 D SEARS ROEBUCK & CO COM 812387108 1327 33300 SH SOLE 33300 0 0 D SEMICONDUCTOR HOLDERS TRUST COM 816636203 223 7400 SH SOLE 7400 0 0 D SEMTECH CORP COM 816850101 8 400 SH SOLE 400 0 0 D SEMPRA ENERGY COM 816851109 1401 38700 SH SOLE 38700 0 0 D SEMITOOL INC COM 816909105 577 76000 SH SOLE 0 0 76000 D SENIOR HOUSING PROPERTIES TRUSTCOM 81721M109 18 1000 SH SOLE 1000 0 0 D SEPRACOR INC COM 817315104 15 300 SH SOLE 300 0 0 D SEROLOGICALS CORPORATION COM 817523103 21 900 SH SOLE 900 0 0 D SERVICE CORP INTERNATIONAL COM 817565104 73 11800 SH SOLE 11800 0 0 D SERVICEMASTER COMPANY COM 81760N109 82 6400 SH SOLE 6400 0 0 D SERVICEMASTER COMPANY COM 81760N109 9 700 SH SOLE 0 0 700 D 7-ELEVEN INC COM 817826209 3533 176850 SH SOLE 176850 0 0 D SHELL CANADA LTD CL A COM 822567103 16 300 SH SOLE 300 0 0 D SHELL TRANSP/TRAD ADR COM 822703609 1 31 SH SOLE 31 0 0 D SHERWIN WILLIAMS CO COM 824348106 932 21200 SH SOLE 21200 0 0 D SHOE CARNIVAL INC COM 824889109 424 36000 SH SOLE 0 0 36000 D SHURGARD STORAGE CENTERS INC A COM 82567D104 12 300 SH SOLE 300 0 0 D SIEBEL SYSTEMS INC COM 826170102 434 57500 SH SOLE 57500 0 0 D SIERRA HEALTH SERVICES COM 826322109 575 12000 SH SOLE 12000 0 0 D SIGMA-ALDRICH COM 826552101 574 9900 SH SOLE 9900 0 0 D SIGMA-ALDRICH COM 826552101 197 3400 SH SOLE 0 0 3400 D SIMMONS FIRST NATIONAL CORP CL COM 828730200 100 3900 SH SOLE 0 0 3900 D SIMON PROPERTY GROUP INC COM 828806109 1528 28500 SH SOLE 28500 0 0 D SIMPSON MANUFACTURING INC COM 829073105 354 5600 SH SOLE 5600 0 0 D SINCLAIR BROADCAST GROUP INC CLCOM 829226109 34 4600 SH SOLE 4600 0 0 D SIZELER PROPERTY INVESTORS COM 830137105 336 36100 SH SOLE 0 0 36100 D SKY FINL GROUP INC COM 83080P103 1381 55227 SH SOLE 55227 0 0 D SKY FINL GROUP INC COM 83080P103 1217 48686 SH SOLE 0 0 48686 D SKYLINE CORP COM 830830105 8 200 SH SOLE 0 0 200 D SKYWEST INC COM 830879102 5559 369400 SH SOLE 369400 0 0 D SKYWORKS SOLUTIONS INC COM 83088M102 5257 553347 SH SOLE 553347 0 0 D SKYWORKS SOLUTIONS INC COM 83088M102 1092 114925 SH SOLE 0 0 93000 D SMART & FINAL INC COM 831683107 3993 238225 SH SOLE 238225 0 0 D SMART & FINAL INC COM 831683107 912 54400 SH SOLE 0 0 43925 D SMITH A O CORP COM 831865209 2298 94354 SH SOLE 94354 0 0 D SMITH A O CORP COM 831865209 513 21050 SH SOLE 0 0 16400 D SMITH INTERNATIONAL COM 832110100 67 1100 SH SOLE 1100 0 0 D SMITHFIELD FOODS INC COM 832248108 108 4300 SH SOLE 4300 0 0 D SMUCKER (JM) CO COM 832696405 19 429 SH SOLE 429 0 0 D SMUCKER (JM) CO COM 832696405 1 21 SH SOLE 0 0 21 D SMURFIT-STONE CONTAINER CORP COM 832727101 5812 300075 SH SOLE 300075 0 0 D SNAP-ON INC COM 833034101 198 7200 SH SOLE 7200 0 0 D SOLECTRON CORP COM 834182107 23 4600 SH SOLE 4600 0 0 D SOLUTIA INC COM 834376105 0 225 SH SOLE 225 0 0 D SONOCO PRODUCTS COM 835495102 130 4900 SH SOLE 4900 0 0 D SONUS NETWORKS INC COM 835916107 0 2 SH SOLE 2 0 0 D SOUND FEDERAL BANCORP INC COM 83607V104 526 36000 SH SOLE 0 0 36000 D SOURCE INTERLINK COMPANIES INC COM 836151209 535 55000 SH SOLE 0 0 55000 D SOUTH FINANCIAL GROUP INC COM 837841105 6 200 SH SOLE 200 0 0 D SOUTH JERSEY INDUSTRIES COM 838518108 1776 37200 SH SOLE 0 0 37200 D SOUTHCOAST FINANCIAL CORP COM 84129R100 6205 247225 SH SOLE 247225 0 0 D SOUTHERN CO. COM 842587107 2672 89119 SH SOLE 89119 0 0 D SOUTHERN CO. COM 842587107 19 620 SH SOLE 0 0 620 D SOUTHERN COMMUNITY FINANCIAL COM 842632101 77 6911 SH SOLE 0 0 6911 D SOUTHERN PERU COPPER CORP COM 843611104 279 5400 SH SOLE 5400 0 0 D SOUTHTRUST CORP COM 844730101 12558 301450 SH SOLE 301450 0 0 D SOUTHTRUST CORP COM 844730101 3871 92910 SH SOLE 0 0 92910 D SOUTHWEST AIRLINES COM 844741108 21 1547 SH SOLE 1547 0 0 D SOUTHWEST BANCORP INC COM 844767103 119 5400 SH SOLE 5400 0 0 D SOUTHWEST WATER CO COM 845331107 507 41401 SH SOLE 0 0 41401 D SOUTHWESTERN ENERGY CO COM 845467109 223 5300 SH SOLE 5300 0 0 D SOVEREIGN BANCORP COM 845905108 1159 53100 SH SOLE 53100 0 0 D SPARTAN STORES INC COM 846822104 209 52000 SH SOLE 0 0 52000 D SPARTECH CORP COM 847220209 25899 1031828 SH SOLE 1031828 0 0 D SPARTECH CORP COM 847220209 2414 96195 SH SOLE 0 0 77100 D SPECTRUM CONTROL INC COM 847615101 1072 150827 SH SOLE 150827 0 0 D SPECTRUM CONTROL INC COM 847615101 1974 277600 SH SOLE 0 0 277600 D SPECTRASITE INC COM 84761M104 9 200 SH SOLE 200 0 0 D SPINNAKER EXPLORATION CO COM 84855W109 49 1400 SH SOLE 1400 0 0 D SPORTSMAN'S GUIDE INC COM 848907200 5098 252000 SH SOLE 252000 0 0 D SPORTSMAN'S GUIDE INC COM 848907200 95 4700 SH SOLE 0 0 4700 D SPORT CHALET INC COM 849163100 249 18000 SH SOLE 0 0 18000 D THE SPORTS AUTHORITY INC COM 84917U109 1717 74000 SH SOLE 0 0 74000 D SPRINT CORP (FON) COM 852061100 7757 385350 SH SOLE 385350 0 0 D SPRINT CORP (FON) COM 852061100 156 7765 SH SOLE 0 0 7765 D SS&C TECHNOLOGIES INC COM 85227Q100 86 4400 SH SOLE 4400 0 0 D STAGE STORES INC COM 85254C305 89 2600 SH SOLE 2600 0 0 D STANCORP FINL GROUP INC COM 852891100 78 1100 SH SOLE 1100 0 0 D STANDARD COMERCIAL CORP COM 853258101 614 39000 SH SOLE 0 0 39000 D STANDARD PAC CORP NEW COM 85375C101 96 1700 SH SOLE 1700 0 0 D STANLEY WORKS COM 854616109 1962 46136 SH SOLE 46136 0 0 D STANLEY WORKS COM 854616109 51 1200 SH SOLE 0 0 1200 D STAPLES INC COM 855030102 5653 189565 SH SOLE 189565 0 0 D STAPLES INC COM 855030102 4779 160250 SH SOLE 0 0 160250 D STARBUCKS CORP COM 855244109 2078 45700 SH SOLE 45700 0 0 D STARBUCKS CORP COM 855244109 9 200 SH 0 0 200 D STARWOOD HOTELS/RESORTS WORLD COM 85590A203 2140 46100 SH SOLE 46100 0 0 D STATE STREET CORP COM 857477103 1904 44570 SH SOLE 44570 0 0 D STATE STREET CORP COM 857477103 11 250 SH SOLE 0 0 250 D STATION CASINOS INC COM 857689103 5 100 SH SOLE 100 0 0 D STEEL DYNAMICS INC COM 858119100 166 4300 SH SOLE 4300 0 0 D STEEL TECHNOLOGIES INC COM 858147101 113 4400 SH SOLE 4400 0 0 D STEELCASE INC CL A COM 858155203 125 8900 SH SOLE 8900 0 0 D STEIN MART INC COM 858375108 6155 404375 SH SOLE 404375 0 0 D STEIN MART INC COM 858375108 3188 209455 SH SOLE 0 0 192000 D STEINWAY MUSICAL INSTRS INC COM 858495104 12110 445225 SH SOLE 445225 0 0 D STEINWAY MUSICAL INSTRS INC COM 858495104 2152 79135 SH SOLE 0 0 69275 D STELLENT INC COM 85856W105 1170 151800 SH SOLE 151800 0 0 D STELLENT INC COM 85856W105 5830 756200 SH SOLE 0 0 756200 D STEPAN CO COM 858586100 619 26000 SH SOLE 0 0 26000 D STERICYCLE INC COM 858912108 5 100 SH SOLE 100 0 0 D STERLING BANCORP COM 859158107 27525 1017542 SH SOLE 1017542 0 0 D STERLING BANCORP COM 859158107 219 8100 SH SOLE 0 0 8100 D STERLING FINL CORP/SPOKANE COM 859319105 1181 33520 SH SOLE 33520 0 0 D STERLING FINL CORP/SPOKANE COM 859319105 4741 134536 SH SOLE 0 0 134536 D STEWART INFORMATION SVCS COM 860372101 2049 52000 SH SOLE 0 0 52000 D STIFEL FINANCIAL CORP COM 860630102 601 30667 SH SOLE 0 0 30667 D STONE ENERGY CORP COM 861642106 88 2000 SH SOLE 2000 0 0 D STONERIDGE INC COM 86183P102 59 4200 SH SOLE 4200 0 0 D STONERIDGE INC COM 86183P102 931 66000 SH SOLE 0 0 66000 D STORAGE TECHNOLOGY COM 862111200 114 4500 SH SOLE 4500 0 0 D STRATAGENE CORP COM 86269H107 1938 273000 SH SOLE 273000 0 0 D STRATAGENE CORP COM 86269H107 34 4800 SH SOLE 0 0 4800 D STRIDE RITE COM 863314100 4057 395853 SH SOLE 395853 0 0 D STRIDE RITE COM 863314100 880 85830 SH SOLE 0 0 68800 D STRYKER CORP COM 863667101 6232 129617 SH SOLE 129617 0 0 D STRYKER CORP COM 863667101 4559 94825 SH SOLE 0 0 94825 D STUDENT LOAN CORP COM 863902102 1208 8520 SH SOLE 8520 0 0 D STUDENT LOAN CORP COM 863902102 7948 56070 SH SOLE 0 0 56070 D SUMMA INDS COM 86562T105 136 12300 SH SOLE 0 0 12300 D SUN BANCORP INC-NJ COM 86663B102 4577 208714 SH SOLE 208714 0 0 D SUN BANCORP INC-NJ COM 86663B102 672 30625 SH SOLE 0 0 24440 D SUN MICROSYSTEMS COM 866810104 1991 492700 SH SOLE 492700 0 0 D SUN HYDRAULICS CORP COM 866942105 243 19000 SH SOLE 0 0 19000 D SUNCOR ENERGY INC COM 867229106 16 500 SH SOLE 500 0 0 D SUNGARD DATA SYSTEMS COM 867363103 837 35200 SH SOLE 35200 0 0 D SUNOCO INC COM 86764P109 903 12200 SH SOLE 12200 0 0 D SUNTRUST BANKS COM 867914103 4105 58300 SH SOLE 58300 0 0 D SUPERIOR UNIFORM GROUP INC COM 868358102 288 21000 SH SOLE 0 0 21000 D SUPERVALU INC COM 868536103 1099 39900 SH SOLE 39900 0 0 D SUPREME INDUSTRIES INC CL A COM 868607102 205 34000 SH SOLE 0 0 34000 D SUREWEST COMMUNICATIONS COM 868733106 1175 41000 SH SOLE 0 0 41000 D SWIFT ENERGY CO COM 870738101 48 2000 SH SOLE 2000 0 0 D SYMANTEC CORP COM 871503108 12980 236512 SH SOLE 236512 0 0 D SYMANTEC CORP COM 871503108 12048 219540 SH SOLE 0 0 219540 D SYMBION INC COM 871507109 4601 285685 SH SOLE 285685 0 0 D SYMBOL TECHNOLOGIES COM 871508107 287 22700 SH SOLE 22700 0 0 D SYMS CORP COM 871551107 463 43000 SH SOLE 0 0 43000 D SYNOPSYS INC COM 871607107 3 200 SH SOLE 200 0 0 D SYNOVUS FINANCIAL CORP COM 87161C105 591 22600 SH SOLE 22600 0 0 D SYNOVIS LIFE TECHNOLOGIES INC COM 87162G105 229 24000 SH SOLE 0 0 24000 D SYPRIS SOLUTIONS INC COM 871655106 560 41000 SH SOLE 0 0 41000 D SYSCO CORP COM 871829107 48 1600 SH SOLE 1600 0 0 D SYSCO CORP COM 871829107 30 1000 SH SOLE 0 0 1000 D TBC CORP COM 872180104 4284 191750 SH SOLE 191750 0 0 D TBC CORP COM 872180104 932 41740 SH SOLE 0 0 33650 D TCF FINANCIAL CORP COM 872275102 167 5500 SH SOLE 5500 0 0 D TECO ENERGY COM 872375100 388 28700 SH SOLE 28700 0 0 D TESSCO TECHNOLOGIES INC COM 872386107 157 14000 SH SOLE 0 0 14000 D TJX COMPANIES INC COM 872540109 840 38100 SH SOLE 38100 0 0 D T R C COMPANIES INC COM 872625108 882 47000 SH SOLE 0 0 47000 D T R W AUTOMOTIVE HOLDINGS CORP COM 87264S106 15 800 SH SOLE 800 0 0 D TXU CORPORATION COM 873168108 1869 39000 SH SOLE 39000 0 0 D TXU CORPORATION COM 873168108 110 2300 SH SOLE 0 0 2300 D TALBOTS INC COM 874161102 4 172 SH SOLE 172 0 0 D TALX CORP COM 874918105 72 3100 SH SOLE 3100 0 0 D TALX CORP COM 874918105 924 40000 SH SOLE 0 0 40000 D TARGET CORP COM 87612E106 407 9002 SH SOLE 9002 0 0 D TARGET CORP COM 87612E106 479 10595 SH SOLE 0 0 10595 D TAYLOR CAPITAL GROUP INC COM 876851106 175 7300 SH SOLE 7300 0 0 D TAYLOR CAPITAL GROUP INC COM 876851106 2847 118639 SH SOLE 0 0 118639 D TEAM INC COM 878155100 10926 706700 SH SOLE 706700 0 0 D TEAM INC COM 878155100 153 9900 SH SOLE 0 0 9900 D TECH DATA CORP COM 878237106 81 2100 SH SOLE 2100 0 0 D TECHNE CORP COM 878377100 3614 94650 SH SOLE 94650 0 0 D TECHNE CORP COM 878377100 3 88 SH 0 0 0 D TECHNICAL OLYMPIC USA INC COM 878483106 2923 103496 SH SOLE 0 0 103496 D TECHNITROL INC COM 878555101 15784 809425 SH SOLE 809425 0 0 D TECHNITROL INC COM 878555101 1131 57980 SH SOLE 0 0 46400 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 2780 83600 SH SOLE 83600 0 0 D TEKTRONIX COM 879131100 67 2000 SH SOLE 0 0 2000 D TELEFLEX INC COM 879369106 6921 162850 SH SOLE 162850 0 0 D TELEPHONE & DATA SYS INC COM 879433100 76 900 SH SOLE 900 0 0 D TELLABS INC COM 879664100 2700 293800 SH SOLE 293800 0 0 D TEMPLE INLAND INC COM 879868107 12651 188400 SH SOLE 188400 0 0 D TENNANT CO COM 880345103 626 15450 SH SOLE 15450 0 0 D TENNANT CO COM 880345103 295 7270 SH SOLE 0 0 5600 D TERADYNE INC COM 880770102 3 200 SH SOLE 200 0 0 D TEREX CORP COM 880779103 52 1200 SH SOLE 1200 0 0 D TEREX CORP COM 880779103 10407 239800 SH SOLE 0 0 239800 D TESORO CORP COM 881609101 387 13100 SH SOLE 13100 0 0 D TETRA TECHNOLOGIES INC COM 88162F105 428 13800 SH SOLE 13800 0 0 D TETRA TECHNOLOGIES INC COM 88162F105 9607 309400 SH SOLE 0 0 309400 D TEXAS GENCO HOLDINGS INC COM 882443104 145 3100 SH SOLE 3100 0 0 D TEXAS INSTRUMENTS COM 882508104 2725 128065 SH SOLE 128065 0 0 D TEXTRON COM 883203101 2609 40600 SH SOLE 40600 0 0 D THERMO ELECTRON CORP COM 883556102 513 19000 SH SOLE 19000 0 0 D THORNBURG MORTGAGE INC COM 885218107 293 10100 SH SOLE 10100 0 0 D 3M CO COM 88579Y101 14501 181326 SH SOLE 181326 0 0 D 3M CO COM 88579Y101 14389 179928 SH SOLE 0 0 179928 D TIBCO SOFTWARE INC COM 88632Q103 9 1000 SH SOLE 1000 0 0 D TIDEWATER INC COM 886423102 6888 211600 SH SOLE 211600 0 0 D TIER TECHNOLOGIES INC CL B COM 88650Q100 33 3400 SH SOLE 3400 0 0 D TIER TECHNOLOGIES INC CL B COM 88650Q100 521 54000 SH SOLE 0 0 54000 D TIERONE CORP COM 88650R108 1245 54000 SH SOLE 0 0 54000 D TIMBERLAND CO CL A COM 887100105 80 1400 SH SOLE 1400 0 0 D TIME WARNER INC COM 887317105 10801 669200 SH SOLE 669200 0 0 D TIME WARNER INC COM 887317105 27 1700 SH 0 0 0 D TIMKEN COM 887389104 64 2600 SH SOLE 2600 0 0 D TOLL BROTHERS COM 889478103 51 1100 SH SOLE 1100 0 0 D TOLLGRADE COMMUNICATIONS INC COM 889542106 955 108600 SH SOLE 108600 0 0 D TORCH ENERGY ROYALTY TRUST COM 891013104 42 6400 SH SOLE 0 0 6400 D TORCHMARK COM 891027104 934 17560 SH SOLE 17560 0 0 D TORO CO COM 891092108 478 7000 SH SOLE 7000 0 0 D TOTAL ENTERTAINMENT RESTAURANT COM 89150E100 218 25000 SH SOLE 0 0 25000 D TOTAL SYS SVCS INC COM 891906109 5 200 SH SOLE 200 0 0 D TRANS WORLD ENTMT CORP COM 89336Q100 307 31400 SH SOLE 31400 0 0 D TRANSATLANTIC HLDGS COM 893521104 8 150 SH SOLE 150 0 0 D TRANSCONTINENTAL REALTY INVESTOCOM 893617209 2 157 SH SOLE 0 0 157 D TRANSPORT CORP OF AMER INC COM 89385P102 159 20200 SH SOLE 0 0 20200 D TRANSMONTAIGNE INC COM 893934109 687 118000 SH SOLE 0 0 118000 D TREX COMPANY INC COM 89531P105 13260 299450 SH SOLE 299450 0 0 D TRI-CONTINENTAL CORP COM 895436103 12 709 SH SOLE 709 0 0 D TRIAD HOSPITALS INC COM 89579K109 3 100 SH SOLE 100 0 0 D TRIBUNE CO COM 896047107 123 2984 SH SOLE 2984 0 0 D TRICO BANCSHARES COM 896095106 3546 169500 SH SOLE 169500 0 0 D TRICO BANCSHARES COM 896095106 782 37380 SH SOLE 0 0 30000 D TRIMBLE NAVIGATION LTD COM 896239100 5558 175900 SH SOLE 0 0 175900 D TRIZEC PROPERTIES INC COM 89687P107 69 4300 SH SOLE 4300 0 0 D II VI INC COM 902104108 32438 926530 SH SOLE 926530 0 0 D II VI INC COM 902104108 140 4000 SH SOLE 0 0 4000 D TYCO INTERNATIONAL LTD COM 902124106 23309 760226 SH SOLE 760226 0 0 D TYCO INTERNATIONAL LTD COM 902124106 5033 164145 SH SOLE 0 0 164145 D TYLER TECHNOLOGIES INC COM 902252105 1787 202200 SH SOLE 202200 0 0 D TYLER TECHNOLOGIES INC COM 902252105 6118 692100 SH SOLE 0 0 692100 D TYSON FOODS CL A COM 902494103 304 19000 SH SOLE 19000 0 0 D UCBH HOLDINGS INC COM 90262T308 7592 194326 SH SOLE 194326 0 0 D UCBH HOLDINGS INC COM 90262T308 1402 35895 SH SOLE 0 0 28450 D UGI CORP COM 902681105 49 1305 SH SOLE 1305 0 0 D UICI COM 902737105 331 10100 SH SOLE 10100 0 0 D UST INC COM 902911106 1377 34200 SH SOLE 34200 0 0 D USA TRUCK INC COM 902925106 342 28000 SH SOLE 0 0 28000 D US BANCORP COM 902973304 7026 243128 SH SOLE 243128 0 0 D US BANCORP COM 902973304 121 4185 SH SOLE 0 0 4185 D URS CORP COM 903236107 173 6500 SH SOLE 6500 0 0 D URS CORP COM 903236107 2668 100000 SH SOLE 0 0 100000 D USG CORP COM 903293405 166 9100 SH SOLE 9100 0 0 D U S I HOLDINGS CORP COM 90333H101 1936 141825 SH SOLE 141825 0 0 D U S I HOLDINGS CORP COM 90333H101 391 28655 SH SOLE 0 0 22975 D U.S. XPRESS ENTERPRISES A COM 90338N103 556 30000 SH SOLE 0 0 30000 D ULTICOM INC COM 903844108 1772 120000 SH SOLE 0 0 120000 D ULTRALIFE BATTERIES INC COM 903899102 9440 928200 SH SOLE 928200 0 0 D ULTRALIFE BATTERIES INC COM 903899102 97 9500 SH SOLE 0 0 9500 D UMPQUA HOLDINGS CORP COM 904214103 205 9100 SH SOLE 9100 0 0 D UMPQUA HOLDINGS CORP COM 904214103 4162 184500 SH SOLE 0 0 184500 D UNION BANKSHARES CORP COM 905399101 298 9564 SH SOLE 9564 0 0 D UNION BANKSHARES CORP COM 905399101 126 4035 SH SOLE 0 0 1000 D UNION PACIFIC CORP COM 907818108 24459 417390 SH SOLE 417390 0 0 D UNION PACIFIC CORP COM 907818108 8992 153444 SH SOLE 0 0 153444 D UNIONBANCAL CORP COM 908906100 166 2800 SH SOLE 2800 0 0 D UNISYS COM 909214108 377 36500 SH SOLE 36500 0 0 D UNIT CORP COM 909218109 29146 830850 SH SOLE 830850 0 0 D UNITED COMMUNITY FINL CORP COM 909839102 1103 97000 SH SOLE 0 0 97000 D UNITED CAPITAL CORPORATION COM 909912107 3926 171800 SH SOLE 171800 0 0 D UNITED CAPITAL CORPORATION COM 909912107 192 8400 SH SOLE 0 0 8400 D UNITED DEFENSE INDS INC COM 91018B104 200 5000 SH SOLE 5000 0 0 D UNITED DOMINION REALTY TRUST COM 910197102 28 1400 SH SOLE 1400 0 0 D UNITED FIRE & CAS CO COM 910331107 1267 22100 SH SOLE 22100 0 0 D UNITED FIRE & CAS CO COM 910331107 1720 30000 SH SOLE 0 0 30000 D UNITED INDUSTRIAL COM 910671106 296 9000 SH SOLE 9000 0 0 D UNITED NATURAL FOODS INC COM 911163103 878 33000 SH SOLE 33000 0 0 D UNITED NATURAL FOODS INC COM 911163103 6357 239000 SH SOLE 0 0 239000 D UNITED ONLINE INC COM 911268100 58 6000 SH SOLE 6000 0 0 D UNITED PARCEL SERVICE CLASS B COM 911312106 12330 162413 SH SOLE 162413 0 0 D UNITED PARCEL SERVICE CLASS B COM 911312106 2816 37093 SH SOLE 0 0 37093 D UNITED STATES LIME & MINERAL COM 911922102 112 11700 SH SOLE 0 0 11700 D UNITED STATES STEEL CORP COM 912909108 2287 60800 SH SOLE 60800 0 0 D UNITED TECHNOLOGIES CORP COM 913017109 6470 69285 SH SOLE 69285 0 0 D UNITED TECHNOLOGIES CORP COM 913017109 1396 14950 SH SOLE 0 0 14950 D UNITEDGLOBALCOM CL A COM 913247508 35 4700 SH SOLE 4700 0 0 D UNITEDHEALTH GROUP COM 91324P102 5588 75784 SH SOLE 75784 0 0 D UNITIL CORP COM 913259107 124 4600 SH SOLE 4600 0 0 D UNITIL CORP COM 913259107 3054 113476 SH SOLE 0 0 113476 D UNITRIN INC COM 913275103 116 2800 SH SOLE 2800 0 0 D UNIVERSAL AMERICAN FINL CP COM 913377107 216 16700 SH SOLE 16700 0 0 D UNIVERSAL CORP (VA) COM 913456109 179 4016 SH SOLE 0 0 4016 D UNIVERSAL STAINLESS & ALLOY COM 913837100 281 20400 SH SOLE 20400 0 0 D UNIVERSAL STAINLESS & ALLOY COM 913837100 7355 534900 SH SOLE 0 0 534900 D UNIVERSAL HEALTH SVCS -CL B COM 913903100 13 300 SH SOLE 300 0 0 D UNIVERSAL TECHNICAL INSTITUTE COM 913915104 1319 43700 SH SOLE 43700 0 0 D UNIVISION COMMUNICATIONS INC COM 914906102 1353 42800 SH SOLE 42800 0 0 D UNOCAL CORP. COM 915289102 1475 34300 SH SOLE 34300 0 0 D UNUMPROVIDENT CORP COM 91529Y106 621 39600 SH SOLE 39600 0 0 D URBAN OUTFITTERS INC COM 917047102 10 300 SH SOLE 300 0 0 D VCA ANTECH INC COM 918194101 182 8800 SH SOLE 8800 0 0 D V F CORP COM 918204108 2334 47200 SH SOLE 47200 0 0 D V S E CORP COM 918284100 103 3350 SH SOLE 0 0 3350 D VALEANT PHARMACEUTICALS INTERNACOM 91911X104 21848 905800 SH SOLE 905800 0 0 D VALERO ENERGY COM 91913Y100 1515 18885 SH SOLE 18885 0 0 D VALERO ENERGY COM 91913Y100 8 100 SH SOLE 0 0 100 D VALLEY BANCORP COM 91929R107 1149 49200 SH SOLE 49200 0 0 D VALLEY BANCORP COM 91929R107 16 700 SH SOLE 0 0 700 D VALLEY NATL BANCORP COM 919794107 80 3140 SH SOLE 3140 0 0 D VALSPAR CORP COM 920355104 168 3600 SH SOLE 3600 0 0 D VARCO INTL INC DEL COM 922122106 139 5200 SH SOLE 5200 0 0 D VARIAN MEDICAL SYSTEMS INC COM 92220P105 38 1100 SH SOLE 1100 0 0 D VECTREN CORP COM 92240G101 71 2800 SH SOLE 2800 0 0 D VELCRO INDUSTRIES N.V. COM 922571104 897 78000 SH SOLE 0 0 78000 D VENTAS INC COM 92276F100 93 3600 SH SOLE 3600 0 0 D VERITAS SOFTWARE CORP COM 923436109 80 4500 SH SOLE 4500 0 0 D VERITAS SOFTWARE CORP COM 923436109 2 100 SH SOLE 0 0 100 D VERISIGN INC COM 92343E102 76 3800 SH SOLE 3800 0 0 D VERITAS DGC INC COM 92343P107 91 4000 SH SOLE 4000 0 0 D VERIZON COMMUNICATIONS COM 92343V104 48150 1222714 SH SOLE 1222714 0 0 D VERIZON COMMUNICATIONS COM 92343V104 14038 356483 SH SOLE 0 0 356483 D VIACOM INC CL A COM 925524100 4452 130950 SH SOLE 130950 0 0 D VIACOM INC CL A COM 925524100 1068 31400 SH SOLE 0 0 31400 D VIACOM INC CL B COM 925524308 27993 834109 SH SOLE 834109 0 0 D VIACOM INC CL B COM 925524308 15394 458710 SH SOLE 0 0 458710 D VIAD CORP COM 92552R406 32 1350 SH SOLE 1350 0 0 D VIRGINIA COMMERCE BANCORP COM 92778Q109 2988 110655 SH SOLE 110655 0 0 D VISHAY INTERTECHNOLOGY COM 928298108 68 5300 SH SOLE 5300 0 0 D VITESSE SEMICONDUCTOR CORP COM 928497106 0 20 SH SOLE 20 0 0 D VORNADO REALTY TRUST COM 929042109 238 3800 SH SOLE 3800 0 0 D VULCAN INTL CORP COM 929136109 143 3200 SH SOLE 0 0 3200 D VULCAN MATERIALS CO COM 929160109 616 12100 SH SOLE 12100 0 0 D WFS FINANCIAL INC COM 92923B106 419 9000 SH SOLE 9000 0 0 D WCI COMMUNITIES INC COM 92923C104 1496 64200 SH SOLE 64200 0 0 D W HOLDING COMPANY INC COM 929251106 8665 456051 SH SOLE 456051 0 0 D W HOLDING COMPANY INC COM 929251106 1563 82250 SH SOLE 0 0 65975 D W-H ENERGY SVCS INC COM 92925E108 28869 1391300 SH SOLE 1391300 0 0 D WPS RESOURCES CORP COM 92931B106 217 4825 SH SOLE 4825 0 0 D WSFS FINANCIAL CORP COM 929328102 410 8200 SH SOLE 8200 0 0 D WABASH NATIONAL CORP COM 929566107 104 3800 SH SOLE 3800 0 0 D WABTEC CORP COM 929740108 10909 583675 SH SOLE 583675 0 0 D WABTEC CORP COM 929740108 1879 100550 SH SOLE 0 0 80525 D WACHOVIA CORP COM 929903102 8608 183348 SH SOLE 183348 0 0 D WACHOVIA CORP COM 929903102 545 11598 SH SOLE 0 0 11598 D WAINWRIGHT BANK TRUST COMPANY COM 930705108 247 21670 SH SOLE 21670 0 0 D WAL MART STORES INC COM 931142103 29560 555648 SH SOLE 555648 0 0 D WAL MART STORES INC COM 931142103 8882 166960 SH SOLE 0 0 166960 D WALGREEN COM 931422109 10999 306989 SH SOLE 306989 0 0 D WALGREEN COM 931422109 10717 299096 SH SOLE 0 0 299096 D WALTER INDUSTRIES INC COM 93317Q105 109 6800 SH SOLE 6800 0 0 D WASHINGTON FEDERAL INC COM 938824109 76 3024 SH SOLE 3024 0 0 D WASHINGTON MUTUAL INC COM 939322103 4548 116388 SH SOLE 116388 0 0 D WASHINGTON POST B COM 939640108 92 100 SH SOLE 100 0 0 D WASHINGTON REAL ESTATE INVESTORCOM 939653101 2 67 SH SOLE 67 0 0 D WASTE MGMT INC DEL COM 94106L109 29531 1080130 SH SOLE 1080130 0 0 D WASTE MGMT INC DEL COM 94106L109 9803 358560 SH SOLE 0 0 358560 D WATER PIK TECHNOLOGIES INC COM 94113U100 536 36000 SH SOLE 0 0 36000 D WATERS CORP COM 941848103 428 9700 SH SOLE 9700 0 0 D WATERSIDE CAPITAL CORP COM 941872103 17 3339 SH SOLE 0 0 3339 D WATSON PHARMACEUTICALS COM 942683103 15 500 SH SOLE 500 0 0 D WEBSTER FINANCIAL CORP COM 947890109 12384 250742 SH SOLE 250742 0 0 D WEIGHT WATCHERS INTL INC COM 948626106 8 200 SH SOLE 200 0 0 D WEINGARTEN REALTY INVESTORS COM 948741103 10 300 SH SOLE 300 0 0 D WELLCHOICE INC COM 949475107 30 800 SH SOLE 800 0 0 D WELLPOINT HEALTH NETWK COM 94973H108 1850 17600 SH SOLE 17600 0 0 D WELLS FARGO & CO NEW COM 949746101 51207 858746 SH SOLE 858746 0 0 D WELLS FARGO & CO NEW COM 949746101 26183 439092 SH SOLE 0 0 439092 D WENDYS INTERNATL INC COM 950590109 30 900 SH SOLE 900 0 0 D WERNER ENTERPRISES INC COM 950755108 170 8786 SH SOLE 8786 0 0 D WESCO INTERNATIONAL INC COM 95082P105 427 17600 SH SOLE 17600 0 0 D WEST CORPORATION COM 952355105 82 2800 SH SOLE 2800 0 0 D WESTAR ENERGY INC COM 95709T100 63 3100 SH SOLE 3100 0 0 D WESTCOAST HOSPITALITY CORP COM 95750P106 205 37000 SH SOLE 0 0 37000 D WESTELL TECHNOLOGIES INC A COM 957541105 80 15400 SH SOLE 15400 0 0 D WESTCORP COM 957907108 429 10100 SH SOLE 10100 0 0 D WESTERN GAS RESOURCES INC COM 958259103 26 900 SH SOLE 900 0 0 D WESTERN SIERRA BANCORP COM 959522103 3594 107952 SH SOLE 107952 0 0 D WESTERN SIERRA BANCORP COM 959522103 771 23162 SH SOLE 0 0 18575 D WESTERN WIRELESS CORP CL A COM 95988E204 23 900 SH SOLE 900 0 0 D WESTWOOD ONE INC COM 961815107 8 400 SH SOLE 400 0 0 D WEYCO GROUP INC COM 962149100 618 16700 SH SOLE 0 0 16700 D WEYERHAEUSER COM 962166104 42509 639430 SH SOLE 639430 0 0 D WEYERHAEUSER COM 962166104 13250 199305 SH SOLE 0 0 199305 D WHIRLPOOL CORP COM 963320106 511 8500 SH SOLE 8500 0 0 D WHITE ELECTRONIC DESIGNS COM 963801105 475 97000 SH SOLE 0 0 97000 D WHITEHALL JEWELLERS INC COM 965063100 281 35000 SH SOLE 0 0 35000 D WHITNEY HOLDING CORP COM 966612103 50 1200 SH SOLE 1200 0 0 D WHOLE FOODS MKT INC COM 966837106 43 500 SH SOLE 500 0 0 D WHOLE FOODS MKT INC COM 966837106 51 600 SH SOLE 0 0 600 D WILEY JOHN & SONS INC CL A COM 968223206 13 400 SH SOLE 400 0 0 D WILLIAMS COS. COM 969457100 1249 103200 SH SOLE 103200 0 0 D WILLIAMS SONOMA INC COM 969904101 23 600 SH SOLE 600 0 0 D WILMINGTON TRUST CORP COM 971807102 87 2400 SH SOLE 2400 0 0 D WILSHIRE BANCORP INC COM 97186T108 335 11100 SH SOLE 11100 0 0 D WINN DIXIE COM 974280109 53 17100 SH SOLE 17100 0 0 D WINTRUST FINANCIAL CORP COM 97650W108 8738 152550 SH SOLE 152550 0 0 D WISCONSIN ENERGY COM 976657106 69 2150 SH SOLE 2150 0 0 D WOLVERINE TUBE INC COM 978093102 427 37000 SH SOLE 0 0 37000 D WORLDCOM INC-WORLDCOM GROUP COM 98157D106 0 2249 SH SOLE 2249 0 0 D WORLDCOM INC-WORLDCOM GROUP COM 98157D106 0 1500 SH 0 0 1500 D WORLDCOM INC-MCI GROUP COM 98157D304 0 89 SH SOLE 89 0 0 D WORLDCOM INC-MCI GROUP COM 98157D304 0 74 SH 0 0 74 D WORTHINGTON INDUSTRIES COM 981811102 199 9300 SH SOLE 9300 0 0 D WRIGLEY WM. JR. CO. COM 982526105 100 1580 SH SOLE 1580 0 0 D WYETH COM 983024100 4936 131985 SH SOLE 131985 0 0 D WYETH COM 983024100 8725 233280 SH SOLE 0 0 233280 D XM SATELLITE RADIO HLDGS INC COM 983759101 48 1550 SH SOLE 1550 0 0 D X-RITE INC COM 983857103 121 8300 SH SOLE 8300 0 0 D XTO ENERGY CORP COM 98385X106 54 1670 SH SOLE 1670 0 0 D XCEL ENERGY INC COM 98389B100 838 48400 SH SOLE 48400 0 0 D XILINX INC COM 983919101 1245 46100 SH SOLE 46100 0 0 D XEROX COM 984121103 2612 185500 SH SOLE 185500 0 0 D YADKIN VY BANK & TRUST ELKIN N COM 984308106 17 1200 SH SOLE 1200 0 0 D YAHOO INC COM 984332106 4903 144576 SH SOLE 144576 0 0 D YAHOO INC COM 984332106 3 90 SH SOLE 0 0 90 D YANKEE CANDLE CO COM 984757104 23 800 SH SOLE 800 0 0 D YELLOW ROADWAY CORP COM 985577105 150 3200 SH SOLE 3200 0 0 D YOUNG INNOVATIONS INC. COM 987520103 162 4900 SH SOLE 4900 0 0 D YOUNG INNOVATIONS INC. COM 987520103 2562 77650 SH SOLE 0 0 77650 D YUM! BRANDS INC COM 988498101 1430 35160 SH SOLE 35160 0 0 D YUM! BRANDS INC COM 988498101 72 1780 SH SOLE 0 0 1780 D ZALE CORP COM 988858106 101 3600 SH SOLE 3600 0 0 D ZEBRA TECHNOLOGIES CORP CL A COM 989207105 27 450 SH SOLE 450 0 0 D ZIEGLER CO COM 989506100 87 4600 SH SOLE 0 0 4600 D ZILOG INC COM 989524301 5885 1019850 SH SOLE 1019850 0 0 D ZILOG INC COM 989524301 74 12850 SH SOLE 0 0 12850 D ZIMMER HOLDINGS INC COM 98956P102 9988 126366 SH SOLE 126366 0 0 D ZIMMER HOLDINGS INC COM 98956P102 9280 117407 SH SOLE 0 0 117407 D ZIONS BANCORPORATION COM 989701107 848 13900 SH SOLE 13900 0 0 D ZYGO CORP COM 989855101 94 9300 SH SOLE 9300 0 0 D ZYGO CORP COM 989855101 1458 143900 SH SOLE 0 0 143900 D ZOMAX INC/MN COM 989929104 160 49850 SH SOLE 0 0 49850 D DEUTSCHE BANK AG -REG COM D18190898 5 76 SH SOLE 76 0 0 D ACE LTD COM G0070K103 1186 29600 SH SOLE 29600 0 0 D AMERICAN SAFETY INSURANCE HLDGSCOM G02995101 233 17000 SH SOLE 0 0 17000 D BUNGE LIMITED COM G16962105 276 6900 SH SOLE 6900 0 0 D COOPER INDUSTRIES LTD CL A COM G24182100 1847 31300 SH SOLE 31300 0 0 D EVEREST RE GROUP LTD COM G3223R108 12760 171670 SH SOLE 171670 0 0 D EVEREST RE GROUP LTD COM G3223R108 4646 62500 SH SOLE 0 0 62500 D FRESH DEL MONTE PRODUCE INC COM G36738105 92 3700 SH SOLE 3700 0 0 D GARMIN LTD COM G37260109 9912 229175 SH SOLE 229175 0 0 D GLOBAL CROSSING LTD COM G3921A100 0 100 SH SOLE 100 0 0 D HELEN OF TROY LTD COM G4388N106 294 10800 SH SOLE 10800 0 0 D INGERSOLL RAND CO LTD CL A COM G4776G101 1233 18140 SH SOLE 18140 0 0 D IPC HOLDINGS LTD COM G4933P101 3970 104450 SH SOLE 104450 0 0 D JINPAN INTERNATIONAL LTD COM G5138L100 97 19000 SH SOLE 0 0 19000 D KNIGHTSBRIDGE TANKERS LTD COM G5299G106 1767 57000 SH SOLE 0 0 57000 D NABORS INDUSTRIES COM G6359F103 218 4600 SH SOLE 4600 0 0 D NOBLE CORP COM G65422100 549 12220 SH SOLE 12220 0 0 D NORDIC AMER TANKER SHIPPING COM G65773106 926 27000 SH SOLE 0 0 27000 D PEAK INTERNATIONAL LTD COM G69586108 182 35000 SH SOLE 0 0 35000 D PLATINUM UNDERWRITERS HLDGS COM G7127P100 2770 94600 SH SOLE 94600 0 0 D PLATINUM UNDERWRITERS HLDGS COM G7127P100 573 19580 SH SOLE 0 0 15700 D PXRE GROUP LTD COM G73018106 901 38500 SH SOLE 0 0 38500 D SCOTTISH RE GROUP LTD COM G7885T104 3310 156350 SH SOLE 156350 0 0 D SCOTTISH RE GROUP LTD COM G7885T104 605 28595 SH SOLE 0 0 23200 D TRANSOCEAN INC COM G90078109 993 27750 SH SOLE 27750 0 0 D TRANSOCEAN INC COM G90078109 17 483 SH SOLE 0 0 483 D TSAKOS ENERGY NAVIGATION LTD COM G9108L108 1687 48000 SH SOLE 0 0 48000 D WHITE MOUNTAINS INSURANCE GRP COM G9618E107 526 1000 SH SOLE 1000 0 0 D XL CAP LTD CL A COM G98255105 1073 14500 SH SOLE 14500 0 0 D ALCON INC COM H01301102 8 100 SH SOLE 100 0 0 D MAGAL SECURITY SYSTEMS LTD COM M6786D104 322 21000 SH SOLE 0 0 21000 D RETALIX LIMITED COM M8215W109 290 16000 SH SOLE 0 0 16000 D TARO PHARMACEUTICAL INDS LTD COM M8737E108 3646 155950 SH SOLE 155950 0 0 D CARLISLE HOLDINGS LTD COM P21277101 1075 169000 SH SOLE 0 0 169000 D STELMAR SHIPPING LTD COM V8726M103 1928 51000 SH SOLE 0 0 51000 D FLEXTRONICS INTL LTD COM Y2573F102 56 4200 SH SOLE 4200 0 0 D OMI CORP - NEW COM Y6476W104 8371 522540 SH SOLE 522540 0 0 D TEEKAY SHIPPING CORP COM Y8564W103 8461 196355 SH SOLE 196355 0 0 D AMR CORP COM 001765106 129 17564 SH SOLE 17564 D ACADIA RLTY TR COM SH BEN INT 004239109 158 10700 SH SOLE 10700 D ARCHSTONE SMITH TR COM 039583109 813 25700 SH SOLE 25700 D ARDEN RLTY INC COM 039793104 915 28100 SH SOLE 28100 D AVALONBAY CMNTYS INC COM 053484101 650 10800 SH SOLE 10800 D BEA SYS INC NOTE 073325AD4 2989 3000000 PR SOLE X D BIOMED REALTY TRUST INC COM 09063H107 707 40200 SH SOLE 40200 D BOSTON PROPERTIES INC COM 101121101 847 15300 SH SOLE 15300 D CAMDEN PPTY TR SH BEN INT 133131102 568 12300 SH SOLE 12300 D CARDIAC SCIENCE COM NEW 141410209 3379 1759704 SH SOLE 1759704 D CATELLUS DEV CORP NEW COM 149113102 441 16623 SH SOLE 16623 D CEDAR SHOPPING CRTS INC COM NEW 150602209 525 37600 SH SOLE 37600 D CENTERPOINT PPTYS TR SH BEN INT 151895109 414 9500 SH SOLE 9500 D CHEMED CORP NEW COM 16359R103 10033 180000 SH SOLE 180000 D CIENA CORP NOTE 171779AA9 1445 1695000 PR SOLE X D CONEXANT SYSTEMS INC NOTE 4.000% 2/0 207142AF7 3704 4185000 PR SOLE X D CONSOLIDATED EDISON INC COM 209115104 9379 223100 SH SOLE 223100 D CONVERA CORP CL A 211919105 78 21050 SH SOLE 21050 D CORRECTIONAL SVCS CORP COM 219921103 138 53672 SH SOLE 53672 D CORPORATE OFFICE PPTYS TR COM 22002T108 315 12300 SH SOLE 12300 D CRT PROPERTIES INC COM 22876P109 275 12800 SH SOLE 12800 D CYMER INC COM 232572107 6674 232872 SH SOLE 232872 D DT INDUSTRIES INC COM 23333J108 5 1788760 SH SOLE 1788760 D DEVELOPERS DIVERSIFIED RLTY CO COM 251591103 779 19900 SH SOLE 19900 D DISTRIBUTED ENERGY SYS CORP COM 25475V104 25 14000 SH SOLE 14000 D DUKE ENERGY CORP NOTE 264399EJ1 11502 10800000 PR SOLE X D EQUITY OFFICE PROPERTIES TRU COM 294741103 526 19300 SH SOLE 19300 D EQUITY RESIDENTIAL SH BEN INT 29476L107 1039 33500 SH SOLE 33500 D ESSEX PPTY TR INC COM 297178105 489 6800 SH SOLE 6800 D EXTRA SPACE STORAGE INC COM 30225T102 34 2700 SH SOLE 2700 D FEI CO NOTE 30241LAB5 2495 2470000 PR SOLE X D FPL GROUP INC COM 302571104 11307 165500 SH SOLE 165500 D GENERAL GROWTH PPTYS INC COM 370021107 1445 46600 SH SOLE 46600 D GENERAL MTRS CORP DEB SR CONV B 370442733 4483 187500 PR SOLE X D GENESIS HEALTHCARE CORP COM 37184D101 5102 167768 SH SOLE 167768 D GRAMERCY CAP CORP COM 384871109 597 38300 SH SOLE 38300 D HAYES LEMMERZ INTL INC COM NEW 420781304 932 91744 SH SOLE 91744 D HERSHA HOSPITALITY TR SH BEN INT A 427825104 89 9500 SH SOLE 9500 D HOST MARIOTT CORP NEW COM 44107P104 904 64400 SH SOLE 64400 D JETBLUE AWYS CORP COM 477143101 24395 1166130 SH SOLE 1166130 D KILROY RLTY CORP COM 49427F108 898 23600 SH SOLE 23600 D KIMKO REALTY CORP COM 49446R109 1154 22500 SH SOLE 22500 D KINDER MORGAN INC KANS COM 49455P101 1115 17754 SH SOLE 17754 D KING PHARMACEUTICALS INC DBCV 2.750%11/1 495582AG3 1448 1500000 PR SOLE X D LASALLE HOTEL PPTYS COM SH BEN INT 517942108 232 8400 SH SOLE 8400 D LIBERTY MEDIA CORP NEW COM SER A 530718105 150 17207 SH SOLE 17207 D LIBERTY MEDIA INTL INC COM SER A 530719103 29 860 SH SOLE 860 D MCI INC COM 552691107 3462 206687 SH SOLE 206687 D MACERICH CO COM 554382101 373 7000 SH SOLE 7000 D MACK CALI RLTY CORP COM 554489104 319 7200 SH SOLE 7200 D MANITOWOC INC COM 563571108 3849 108557 SH SOLE 108557 D MARCONI CORP PLC NEW SPONSORED ADR 56630M101 122 6033 SH SOLE 6033 D MASSMUTUAL PARTICIPATION INV SH BEN INT 576299101 311 26126 SH SOLE 26126 D MERISTAR HOSPITALITY CORP COM 58984Y103 38 6900 SH SOLE 6900 D METALS USA INC COM NEW 591324207 710 40000 SH SOLE 40000 D MID-AMER APT CMNTYS INC COM 59522J103 292 7500 SH SOLE 7500 D MILLS CORP COM 601148109 903 17400 SH SOLE 17400 D NTL INC DEL COM 62940M104 1144 18438 SH SOLE 18438 D NEIGHBORCARE INC COM 64015Y104 9662 381145 SH SOLE 381145 D NEWCASTLE INVT CORP COM 65105M108 654 21300 SH SOLE 21300 D NEWTEK CAP INC COM 652526104 887 227450 SH SOLE 227450 D NEXTEL COMMUNICATIONS INC NOTE 65332VAY9 7477 7505000 PR SOLE X D ORBITAL SCIENCES CORP COM 685564106 96 8377 SH SOLE 8377 D OWENS ILL INC PFD CONV $.01 690768502 2967 85560 PR SOLE X D PEPSIAMERICAS COM 71343P200 11734 614321 SH SOLE 614321 D POST PPTYS INC COM 737464107 284 9500 SH SOLE 9500 D PROLOGIS TR SH BEN INT 743410102 1297 36800 SH SOLE 36800 D PUBLIC STORAGE INC COM 74460D109 768 15500 SH SOLE 15500 D REGENCY CTRS CORP COM 758849103 586 12600 SH SOLE 12600 D RENT-WAY INC COM 76009U104 3000 438007 SH SOLE 438007 D ROUSE CO COM 779273101 401 6000 SH SOLE 6000 D SCI SYSTEMS INC NOTE 783890AF3 7964 8480000 PR SOLE X D SL GREEN RLTY CORP COM 78440X101 567 10950 SH SOLE 10950 D SANMINA CORP SDCV 800907AD9 5168 9890000 PR SOLE X D SIMON PPTY GROUP INC NEW COM 828806109 1550 28900 SH SOLE 28900 D STRATEGIC HOTEL CAP INC COM 86272T106 504 37300 SH SOLE 37300 D SUPREME INDUSTRIES INC CL A 868607102 1690 279864 SH SOLE 279864 D T S R INC COM 872885108 942 154000 SH SOLE 154000 D TANGER FACTORY OUTLET CTRS I COM 875465106 488 10900 SH SOLE 10900 D TELEWEST GLOBAL INC COM 87956T107 6942 597437 SH SOLE 597437 D TRANSMONTAIGNE INC COM 893934109 9068 1558118 SH SOLE 1558118 D TRIQUINT SEMICONDUCTOR NOTE 4.000% 6/0 89674KAB9 4945 5130000 PR SOLE X D TRIZEK PROPERTIES INC COM 89687P107 271 17000 SH SOLE 17000 D UNITED DOMINION REALTY TR IN COM 910197102 420 21200 SH SOLE 21200 D US AIRWAYS GROUP INC CL A 911905503 3 4040 SH SOLE 4040 D UNITEDGLOBALCOM CL A 913247508 837 111982 SH SOLE 111982 D VENTAS INDS N V COM 92276F100 518 20000 SH SOLE 20000 D VORANDO RLTY TR SH BEN INT 929042109 1426 22750 SH SOLE 22750 D WHEELING PITTSBURGH CORP COM NEW 963142302 845 26980 SH SOLE 26980 D WILLBROS GROUP INC COM 969199108 110 7372 SH SOLE 7372 D WINDROSE MEDICAL PPTYS TR COM 973491103 229 17600 SH SOLE 17600 D WYETH COM 983024100 14852 397100 SH SOLE 397100 S REPORT SUMMARY 2310 DATA RECORDS 6782009 November 15, 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 Babson Capital Management LLC Inc. ("Babson") Form 13F for the quarter ending September 30, 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, Sandra L. Doyle Compliance Officer