13F-HR 1 marcc.txt UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 13F FORM 13F COVER PAGE Report for the Calendar Year or Quarter Ended: March 31, 2005 Check here if Amendment [ ]; Amendment Number: This Amendment (Check only one.): [ ]is a restatement [ ]adds new holdings entries. Institutional Investment Manager Filing this Report: Name: Babson Capital Management 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: Mary Ellen Wesneski Managing Director, Compliance Title: Phone: (617) 761-3824 Signature, Place and Date of Signing: /s/Mary Ellen Wesneski Cambridge, MA May 16, 2005 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: 2307 Form 13F Information Table Value Total: 8259796 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 507 30000 SH SOLE 0 0 30000 D ADE CORP/MASS COM 00089C107 5084 229000 SH SOLE 229000 0 0 D ADE CORP/MASS COM 00089C107 69 3100 SH SOLE 0 0 3100 D ABM INDUSTRIES INC COM 000957100 291 15120 SH SOLE 15120 0 0 D ABM INDUSTRIES INC COM 000957100 7373 383400 SH SOLE 0 0 383400 D AFLAC INC COM 001055102 47610 1277770 SH SOLE 1277770 0 0 D AFLAC INC COM 001055102 13142 352710 SH SOLE 0 0 352710 D AGL RESOURCES INC COM 001204106 129 3700 SH SOLE 3700 0 0 D AES CORP COM 00130H105 844 51500 SH SOLE 51500 0 0 D AK STEEL HOLDING CORP COM 001547108 60 5400 SH SOLE 5400 0 0 D AMB PROPERTY CORP COM 00163T109 106 2800 SH SOLE 2800 0 0 D AT&T CORP COM 001957505 5127 273414 SH SOLE 273414 0 0 D AT&T CORP COM 001957505 14 756 SH SOLE 0 0 756 D ATS MEDICAL INC COM 002083103 0 100 SH SOLE 100 0 0 D AZZ INCORPORATED COM 002474104 10605 584300 SH SOLE 584300 0 0 D AZZ INCORPORATED COM 002474104 229 12600 SH SOLE 0 0 12600 D AAIPHARMA INC COM 00252W104 4 5800 SH SOLE 5800 0 0 D ABBOTT LABS COM 002824100 11375 243993 SH SOLE 243993 0 0 D ABBOTT LABS COM 002824100 22336 479099 SH SOLE 0 0 479099 D ABERCROMBIE & FITCH CO CL A COM 002896207 143 2500 SH SOLE 2500 0 0 D ACETO CORP COM 004446100 503 67839 SH SOLE 0 0 67839 D ACTIVISION INC COM 004930202 18 1200 SH SOLE 1200 0 0 D ACTION PERFORMANCE COS INC COM 004933107 688 52000 SH SOLE 0 0 52000 D ACTEL CORP COM 004934105 22272 1448100 SH SOLE 1448100 0 0 D ACTEL CORP COM 004934105 72 4700 SH SOLE 0 0 4700 D ACTUANT CORP CL A COM 00508X203 24683 549490 SH SOLE 549490 0 0 D ACXIOM CORP COM 005125109 27 1300 SH SOLE 1300 0 0 D ADEZA BIOMEDICAL CORP COM 006864102 256 21000 SH SOLE 21000 0 0 D ADOBE SYSTEMS COM 00724F101 2594 38615 SH SOLE 38615 0 0 D ADTRAN INC COM 00738A106 5 300 SH SOLE 300 0 0 D ADVANCE AUTO PARTS COM 00751Y106 15 300 SH SOLE 300 0 0 D ADVO INC COM 007585102 51259 1368722 SH SOLE 1368722 0 0 D ADVO INC COM 007585102 2130 56863 SH SOLE 0 0 56863 D ADVISORY BOARD CO COM 00762W107 23111 528850 SH SOLE 528850 0 0 D AEROFLEX INC COM 007768104 5096 546245 SH SOLE 546245 0 0 D AEROFLEX INC COM 007768104 733 78600 SH SOLE 0 0 78600 D ADVANCED MICRO DEV COM 007903107 34 2100 SH SOLE 2100 0 0 D AETNA INC COM 00817Y108 2938 39200 SH SOLE 39200 0 0 D AFFILIATED COMPUTER SVCS CL A COM 008190100 469 8800 SH SOLE 8800 0 0 D AFFILIATED COMPUTER SVCS CL A COM 008190100 9 170 SH SOLE 0 0 170 D AFFYMETRIX INC COM 00826T108 21 500 SH SOLE 500 0 0 D AFTERMARKET TECHNOLOGY CORP. COM 008318107 340 20600 SH SOLE 20600 0 0 D AFTERMARKET TECHNOLOGY CORP. COM 008318107 1436 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 1 841 SH SOLE 841 0 0 D AGERE SYS INC CL B COM 00845V209 1 531 SH SOLE 0 0 531 D AGILENT TECHNOLOGIES INC. COM 00846U101 8235 370955 SH SOLE 370955 0 0 D AGILENT TECHNOLOGIES INC. COM 00846U101 31 1381 SH SOLE 0 0 1381 D AGNICO-EAGLE MINES LTD COM 008474108 44 3000 SH SOLE 0 0 3000 D AIR METHODS CORP COM 009128307 247 31000 SH SOLE 0 0 31000 D AIR PRODUCTS & CHEMICALS COM 009158106 4934 77959 SH SOLE 77959 0 0 D AIR PRODUCTS & CHEMICALS COM 009158106 10389 164157 SH SOLE 0 0 164157 D ALABAMA NATIONAL BANCORP COM 010317105 4947 79935 SH SOLE 79935 0 0 D ALAMO GROUP INC COM 011311107 594 24000 SH SOLE 0 0 24000 D ALBANY BANK & TRUST CO NA CHICACOM 012077103 21 80 SH SOLE 80 0 0 D ALBERTO CULVER COM 013068101 10646 222432 SH SOLE 222432 0 0 D ALBERTO CULVER COM 013068101 1366 28550 SH SOLE 0 0 28550 D ALBERTSONS COM 013104104 1375 66601 SH SOLE 66601 0 0 D ALCOA COM 013817101 574 18900 SH SOLE 18900 0 0 D ALCOA COM 013817101 45 1490 SH SOLE 0 0 1490 D ALEXANDER & BALDWIN COM 014482103 10223 248123 SH SOLE 248123 0 0 D ALLEGHANY CORP COM 017175100 85 306 SH SOLE 306 0 0 D ALLEGHENY ENERGY INC COM 017361106 64 3100 SH SOLE 3100 0 0 D ALLEGHENY TECHNOLOGIES INC COM 01741R102 154 6400 SH SOLE 6400 0 0 D ALLEN ORGAN CO CLASS B COM 017753104 176 2800 SH SOLE 0 0 2800 D ALLERGAN INC COM 018490102 49 700 SH SOLE 700 0 0 D ALLETE INC COM 018522300 76 1815 SH SOLE 1815 0 0 D ALLIANCE CAPITAL MGMT HLD LP COM 01855A101 401 8500 SH SOLE 0 0 8500 D ALLIANCE DATA SYSTEMS CORP COM 018581108 24 600 SH SOLE 600 0 0 D ALLIANCE PHARMACEUTICAL CORP COM 018773309 0 100 SH SOLE 100 0 0 D ALLIANT ENERGY CORP COM 018802108 150 5600 SH SOLE 5600 0 0 D ALLIANT TECHSYSTEM COM 018804104 236 3300 SH SOLE 3300 0 0 D ALLIED CAP CORP NEW COM 01903Q108 133 5100 SH SOLE 5100 0 0 D ALLIED DEFENSE GROUP INC COM 019118108 162 6600 SH SOLE 6600 0 0 D ALLIED DEFENSE GROUP INC COM 019118108 4166 170100 SH SOLE 0 0 170100 D ALLIED HEALTHCARE INTL INC COM 01923A109 375 60000 SH SOLE 0 0 60000 D ALLMERICA FINANCIAL CORP. COM 019754100 68 1900 SH SOLE 1900 0 0 D ALLOU HEALTH CARE INC CL A COM 019782101 2 17000 SH SOLE 0 0 17000 D ALLSTATE CORP COM 020002101 34226 633120 SH SOLE 633120 0 0 D ALLSTATE CORP COM 020002101 6513 120480 SH SOLE 0 0 120480 D ALLTEL CORP COM 020039103 2410 43931 SH SOLE 43931 0 0 D ALLTEL CORP COM 020039103 41 740 SH SOLE 0 0 740 D ALPHARMA INC COM 020813101 4 300 SH SOLE 300 0 0 D ALTERA COM 021441100 428 21630 SH SOLE 21630 0 0 D ALTRIA GROUP INC COM 02209S103 62020 948460 SH SOLE 948460 0 0 D ALTRIA GROUP INC COM 02209S103 17140 262120 SH SOLE 0 0 262120 D AMAZON COM INC COM 023135106 45 1300 SH SOLE 1300 0 0 D AMAZON COM INC COM 023135106 2 55 SH SOLE 0 0 55 D AMBAC COM 023139108 830 11100 SH SOLE 11100 0 0 D AMBASSADORS GROUP INC COM 023177108 11184 334640 SH SOLE 334640 0 0 D AMBASSADORS GROUP INC COM 023177108 177 5300 SH SOLE 0 0 5300 D AMBASSADORS INTERNATIONL INC COM 023178106 418 29800 SH SOLE 0 0 29800 D AMCOL INTERNATIONAL CORP COM 02341W103 1595 85000 SH SOLE 0 0 85000 D AMERADA HESS COM 023551104 2328 24200 SH SOLE 24200 0 0 D AMERADA HESS COM 023551104 48 500 SH SOLE 0 0 500 D AMERCO COM 023586100 2593 56000 SH SOLE 0 0 56000 D AMEREN CORP COM 023608102 1362 27800 SH SOLE 27800 0 0 D AMEREN CORP COM 023608102 28 566 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 39 1600 SH SOLE 1600 0 0 D AMERICAN BANK NOTE HOLOGRAPHICSCOM 024377103 1750 486035 SH SOLE 486035 0 0 D AMERICAN BANK NOTE HOLOGRAPHICSCOM 024377103 30 8300 SH SOLE 0 0 8300 D AMERICAN BILTRITE INC COM 024591109 82 7300 SH SOLE 0 0 7300 D AMERICAN CAPITAL STRATEGIES COM 024937104 19 600 SH SOLE 600 0 0 D AMERICAN ELECTRIC POWER COM 025537101 756 22200 SH SOLE 22200 0 0 D AMERICAN ELECTRIC POWER COM 025537101 12 360 SH SOLE 0 0 360 D AMERICAN EAGLE OUTFITTERS COM 02553E106 250 8470 SH SOLE 8470 0 0 D AMERICAN EQUITY INVT LIFE HL COM 025676206 1343 105000 SH SOLE 0 0 105000 D AMERICAN EXPRESS COM 025816109 48858 951108 SH SOLE 951108 0 0 D AMERICAN EXPRESS COM 025816109 19533 380233 SH SOLE 0 0 380233 D AMERICAN FINANCIAL GRP HLDGS COM 025932104 31 1000 SH SOLE 1000 0 0 D AMERICAN HOME MORTGAGE INVESTMECOM 02660R107 183 6400 SH SOLE 6400 0 0 D AMERICAN INTERNATIONAL GROUP COM 026874107 73940 1334415 SH SOLE 1334415 0 0 D AMERICAN INTERNATIONAL GROUP COM 026874107 29823 538218 SH SOLE 0 0 538218 D AMERICAN ITALIAN PASTA CO CL A COM 027070101 822 30000 SH SOLE 0 0 30000 D AMERICAN NATL INS CO COM 028591105 32 300 SH SOLE 300 0 0 D AMERICAN PACIFIC CORP COM 028740108 154 21200 SH SOLE 0 0 21200 D AMERICAN POWER CONVERSION COM 029066107 308 11800 SH SOLE 11800 0 0 D AMERICAN SHARED HOSPITAL SERVICCOM 029595105 60 11000 SH SOLE 0 0 11000 D AMERICAN STD COS INC COM 029712106 2129 45800 SH SOLE 45800 0 0 D AMERICAN STS WTR CO COM 029899101 1113 44000 SH SOLE 0 0 44000 D AMERICAN TOWER CORP CL A COM 029912201 155 8500 SH SOLE 8500 0 0 D AMERICAN VANGUARD CORP COM 030371108 144 3200 SH SOLE 3200 0 0 D AMERICAN VANGUARD CORP COM 030371108 4 100 SH SOLE 0 0 100 D AMERICREDIT CORP COM 03060R101 213 9100 SH SOLE 9100 0 0 D AMERICA'S CAR-MART INC COM 03062T105 806 23000 SH SOLE 0 0 23000 D AMERISOURCEBERGEN CORP COM 03073E105 772 13474 SH SOLE 13474 0 0 D AMERITRADE HOLDING CORP COM 03074K100 5 500 SH SOLE 500 0 0 D AMETEK INC COM 031100100 531 13200 SH SOLE 13200 0 0 D AMGEN COM 031162100 12818 220205 SH SOLE 220205 0 0 D AMGEN COM 031162100 13740 236040 SH SOLE 0 0 236040 D AMPHENOL CORP NEW CL A COM 032095101 359 9700 SH SOLE 9700 0 0 D AMSOUTH BANCORP COM 032165102 1121 43200 SH SOLE 43200 0 0 D AMSOUTH BANCORP COM 032165102 607 23374 SH SOLE 0 0 23374 D AMYLIN PHARMACEUTICALS INC COM 032346108 14 800 SH SOLE 800 0 0 D ANADARKO PETROLEUM COM 032511107 2398 31505 SH SOLE 31505 0 0 D ANADARKO PETROLEUM COM 032511107 100 1308 SH SOLE 0 0 1308 D ANALOG DEVICES COM 032654105 2493 68978 SH SOLE 68978 0 0 D ANALOG DEVICES COM 032654105 6351 175725 SH SOLE 0 0 175725 D ANAREN INC COM 032744104 716 59000 SH SOLE 0 0 59000 D ANDERSONS INC COM 034164103 663 21400 SH SOLE 0 0 21400 D ANDREW CORP COM 034425108 12 1012 SH SOLE 0 0 1012 D ANDRX GROUP COM 034553107 433 19100 SH SOLE 19100 0 0 D ANHEUSER BUSCH COM 035229103 800 16890 SH SOLE 16890 0 0 D ANHEUSER BUSCH COM 035229103 4289 90501 SH SOLE 0 0 90501 D ANNALY MORTGAGE MANAGEMENT COM 035710409 122 6500 SH SOLE 6500 0 0 D ANNTAYLOR STORES CORP COM 036115103 4997 195291 SH SOLE 195291 0 0 D ANNTAYLOR STORES CORP COM 036115103 733 28625 SH SOLE 0 0 28625 D ANSOFT CORP COM 036384105 35940 1332081 SH SOLE 1332081 0 0 D ANSOFT CORP COM 036384105 121 4500 SH SOLE 0 0 4500 D ANSYS INC COM 03662Q105 181 5300 SH SOLE 5300 0 0 D ANWORTH MORTGAGE ASSET CORP COM 037347101 82 8600 SH SOLE 8600 0 0 D AON CORP COM 037389103 1026 44900 SH SOLE 44900 0 0 D APACHE COM 037411105 2041 33326 SH SOLE 33326 0 0 D APARTMENT INVT & MGMT CO COM 03748R101 22 600 SH SOLE 600 0 0 D APOLLO GROUP INC CL A COM 037604105 399 5382 SH SOLE 5382 0 0 D APPLE COMPUTER COM 037833100 26108 626550 SH SOLE 626550 0 0 D APPLE COMPUTER COM 037833100 4152 99640 SH SOLE 0 0 99640 D APPLEBEE'S INTL INC COM 037899101 8 300 SH SOLE 300 0 0 D APRIA HEALTHCARE GROUP INC COM 037933108 715 22275 SH SOLE 22275 0 0 D APPLERA CORP-APPLIED BIOSYSTEM COM 038020103 3964 200800 SH SOLE 200800 0 0 D APPLICA INC COM 03815A106 304 60000 SH SOLE 0 0 60000 D APPLIED DIGITAL SOLUTIONS INC COM 038188306 1 300 SH SOLE 300 0 0 D APPLIED FILMS CORP COM 038197109 5281 228396 SH SOLE 228396 0 0 D APPLIED FILMS CORP COM 038197109 618 26750 SH SOLE 0 0 26750 D APPLIED MATERIAL COM 038222105 2023 124500 SH SOLE 124500 0 0 D APTARGROUP INC COM 038336103 26 500 SH SOLE 500 0 0 D AQUA AMERICA INC COM 03836W103 44 1800 SH SOLE 1800 0 0 D ARAMARK CORP CL B COM 038521100 58 2200 SH SOLE 2200 0 0 D ARBITRON INC COM 03875Q108 40489 943800 SH SOLE 943800 0 0 D ARCHER-DANIELS-MIDLD COM 039483102 4465 181654 SH SOLE 181654 0 0 D ARCHSTONE-SMITH TRUST COM 039583109 1122 32900 SH SOLE 32900 0 0 D ARDEN REALTY INC COM 039793104 7 200 SH SOLE 200 0 0 D ARKANSAS BEST CORP COM 040790107 6455 170846 SH SOLE 170846 0 0 D ARKANSAS BEST CORP COM 040790107 900 23825 SH SOLE 0 0 23825 D ASBURY AUTOMOTIVE GROUP COM 043436104 521 33800 SH SOLE 0 0 33800 D ASCENTIAL SOFTWARE CORP COM 04362P207 60 3250 SH SOLE 0 0 3250 D ASHFORD HOSPITALITY TRUST COM 044103109 5264 516067 SH SOLE 516067 0 0 D ASHFORD HOSPITALITY TRUST COM 044103109 822 80625 SH SOLE 0 0 80625 D ASHLAND INC COM 044204105 1667 24700 SH SOLE 24700 0 0 D ASHWORTH INC COM 04516H101 456 40000 SH SOLE 0 0 40000 D ASK JEEVES INC COM 045174109 3 100 SH SOLE 100 0 0 D ASPECT COMMUNICATIONS CORP COM 04523Q102 118 11300 SH SOLE 11300 0 0 D ASPEN TECHNOLOGY INC COM 045327103 1 100 SH SOLE 100 0 0 D ASSET ACCEPTANCE CAPITAL CORP COM 04543P100 1290 67602 SH SOLE 67602 0 0 D ASSOCIATED BANC CORP COM 045487105 225 7200 SH SOLE 7200 0 0 D ASSURANT INC COM 04621X108 108 3200 SH SOLE 3200 0 0 D ASTA FUNDING INC COM 046220109 267 12600 SH SOLE 12600 0 0 D ASTA FUNDING INC COM 046220109 6415 303000 SH SOLE 0 0 303000 D ASTEC INDUSTRIES INC COM 046224101 123 5600 SH SOLE 5600 0 0 D ASTORIA FINL CORP COM 046265104 1807 71425 SH SOLE 71425 0 0 D ASTRONICS CORP COM 046433108 147 21125 SH SOLE 0 0 21125 D ATMEL CORP COM 049513104 3 1100 SH SOLE 1100 0 0 D ATMOS ENERGY CORP COM 049560105 14 500 SH SOLE 0 0 500 D AUDIOVOX CORP CL A COM 050757103 828 65000 SH SOLE 0 0 65000 D AUTODESK INC COM 052769106 1708 57400 SH SOLE 57400 0 0 D AUTOLIV INC COM 052800109 176 3700 SH SOLE 3700 0 0 D AUTOLIV INC COM 052800109 36 766 SH SOLE 0 0 766 D AUTOMATIC DATA PROCESSING COM 053015103 10459 232672 SH SOLE 232672 0 0 D AUTOMATIC DATA PROCESSING COM 053015103 17309 385069 SH SOLE 0 0 385069 D AUTONATION INC COM 05329W102 1051 55500 SH SOLE 55500 0 0 D AUTOZONE INC COM 053332102 2357 27500 SH SOLE 27500 0 0 D AVALONBAY COMMUNITIES INC COM 053484101 227 3400 SH SOLE 3400 0 0 D AVAYA INC COM 053499109 654 55983 SH SOLE 55983 0 0 D AVAYA INC COM 053499109 2 142 SH SOLE 0 0 142 D AVERY DENNISON CORP COM 053611109 136 2200 SH SOLE 2200 0 0 D AVIALL INC COM 05366B102 112 4000 SH SOLE 4000 0 0 D AVIALL INC COM 05366B102 2464 88000 SH SOLE 0 0 88000 D AVID TECHNOLOGY INC COM 05367P100 5 100 SH SOLE 100 0 0 D AVOCENT CORP COM 053893103 5 200 SH SOLE 200 0 0 D AVON PRODUCTS COM 054303102 10 230 SH SOLE 0 0 230 D AXSYS TECHNOLOGIES INC COM 054615109 7615 339050 SH SOLE 339050 0 0 D AXSYS TECHNOLOGIES INC COM 054615109 55 2450 SH SOLE 0 0 2450 D BB&T CORP COM 054937107 2080 53220 SH SOLE 53220 0 0 D BCE INC COM 05534B109 29895 1196287 SH SOLE 1196287 0 0 D BCE INC COM 05534B109 7878 315250 SH SOLE 0 0 315250 D BISYS GROUP INC COM 055472104 113 7200 SH SOLE 7200 0 0 D BJ SERVICES CO COM 055482103 514 9900 SH SOLE 9900 0 0 D BJ'S WHOLESALE CLUB INC. COM 05548J106 11620 374123 SH SOLE 374123 0 0 D BJ'S WHOLESALE CLUB INC. COM 05548J106 1382 44500 SH SOLE 0 0 44500 D BOK FINANCIAL CORP COM 05561Q201 738 18153 SH SOLE 18153 0 0 D BRE PROPERTIES INC CL A COM 05564E106 14 400 SH SOLE 400 0 0 D BMC SOFTWARE INC COM 055921100 419 27900 SH SOLE 27900 0 0 D BADGER METER INC COM 056525108 557 21000 SH SOLE 0 0 21000 D BAKER MICHAEL CORP COM 057149106 525 23800 SH SOLE 0 0 23800 D BAKER HUGHES INC COM 057224107 2082 46800 SH SOLE 46800 0 0 D BAKER HUGHES INC COM 057224107 18 400 SH SOLE 0 0 400 D BALDOR ELECTRIC COM 057741100 24336 942900 SH SOLE 942900 0 0 D BALDWIN & LYONS INC CL B COM 057755209 108 4170 SH SOLE 0 0 4170 D BALL CORP COM 058498106 904 21800 SH SOLE 21800 0 0 D BANCFIRST CORP COM 05945F103 3 50 SH SOLE 50 0 0 D BANCINSURANCE CORP COM 05945K102 83 14500 SH SOLE 0 0 14500 D BANCORP INC COM 05969A105 1472 105121 SH SOLE 105121 0 0 D BANK OF AMERICA CORP COM 060505104 63612 1442445 SH SOLE 1442445 0 0 D BANK OF AMERICA CORP COM 060505104 14329 324913 SH SOLE 0 0 324913 D BANK OF HAWAII CORP COM 062540109 149 3300 SH SOLE 3300 0 0 D BANK OF THE OZARKS INC. COM 063904106 1556 48997 SH SOLE 48997 0 0 D BANK OF THE OZARKS INC. COM 063904106 3997 125900 SH SOLE 0 0 125900 D BANK OF NEW YORK COM 064057102 1460 50270 SH SOLE 50270 0 0 D BANK OF NEW YORK COM 064057102 390 13433 SH SOLE 0 0 13433 D BANNER CORPORATION COM 06652V109 1689 62612 SH SOLE 62612 0 0 D BANNER CORPORATION COM 06652V109 515 19100 SH SOLE 0 0 19100 D BARD C.R. COM 067383109 735 10800 SH SOLE 10800 0 0 D BARNES & NOBLE INC COM 067774109 236 6840 SH SOLE 6840 0 0 D BARR PHARMACEUTICALS INC COM 068306109 27 550 SH SOLE 550 0 0 D BAUSCH & LOMB COM 071707103 1465 19986 SH SOLE 19986 0 0 D BAXTER INTERNATIONAL INC COM 071813109 156 4600 SH SOLE 4600 0 0 D BAXTER INTERNATIONAL INC COM 071813109 276 8132 SH SOLE 0 0 8132 D BEA SYSTEMS INC COM 073325102 218 27400 SH SOLE 27400 0 0 D BEAR STEARNS COS INC COM 073902108 3157 31600 SH SOLE 31600 0 0 D BEARINGPOINT INC COM 074002106 439 50000 SH SOLE 50000 0 0 D BEASLEY BROADCAST GROUP INC A COM 074014101 25 1400 SH SOLE 1400 0 0 D BECKMAN COULTER INC COM 075811109 20 300 SH SOLE 300 0 0 D BECTON DICKINSON & CO COM 075887109 4078 69800 SH SOLE 69800 0 0 D BED BATH & BEYOND INC COM 075896100 6207 169860 SH SOLE 169860 0 0 D BED BATH & BEYOND INC COM 075896100 5741 157125 SH SOLE 0 0 157125 D BEL FUSE INC CL A COM 077347201 2243 92500 SH SOLE 92500 0 0 D BEL FUSE INC CL B COM 077347300 8866 292600 SH SOLE 292600 0 0 D BEL FUSE INC CL B COM 077347300 97 3200 SH SOLE 0 0 3200 D BELDEN CDT INC COM 077454106 187 8400 SH SOLE 8400 0 0 D BELL MICROPRODUCTS INC COM 078137106 571 76300 SH SOLE 0 0 76300 D BELLSOUTH CORP COM 079860102 1265 48111 SH SOLE 48111 0 0 D BELLSOUTH CORP COM 079860102 272 10328 SH SOLE 0 0 10328 D BELO CORPORATION CL A COM 080555105 53 2200 SH SOLE 2200 0 0 D BEMIS CO. COM 081437105 355 11400 SH SOLE 11400 0 0 D BENCHMARK ELECTRONICS COM 08160H101 7499 235591 SH SOLE 235591 0 0 D BENCHMARK ELECTRONICS COM 08160H101 898 28200 SH SOLE 0 0 28200 D BENIHANA INC CL A COM 082047200 379 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 149 3000 SH SOLE 3000 0 0 D BERKSHIRE HATHAWAY CL A COM 084670108 261 3 SH SOLE 3 0 0 D BERKSHIRE HATHAWAY CL B COM 084670207 3673 1286 SH SOLE 1286 0 0 D BERKSHIRE HATHAWAY CL B COM 084670207 9748 3413 SH SOLE 0 0 3413 D BERRY PETROLEUM CL A COM 085789105 41 800 SH SOLE 800 0 0 D BEST BUY COMPANY INC COM 086516101 8823 163365 SH SOLE 163365 0 0 D BEVERLY ENTERPRISES COM 087851309 104 8400 SH SOLE 8400 0 0 D BIG 5 SPORTING GOODS CORP COM 08915P101 16025 648800 SH SOLE 648800 0 0 D BIG 5 SPORTING GOODS CORP COM 08915P101 188 7600 SH SOLE 0 0 7600 D BIO-IMAGING TECHNOLOGIES INC COM 09056N103 2332 777300 SH SOLE 777300 0 0 D BIO-IMAGING TECHNOLOGIES INC COM 09056N103 37 12300 SH SOLE 0 0 12300 D BIO REFERENCE LABS COM 09057G602 19225 1381094 SH SOLE 1381094 0 0 D BIO REFERENCE LABS COM 09057G602 113 8100 SH SOLE 0 0 8100 D BIOMET INC. COM 090613100 110 3022 SH SOLE 3022 0 0 D BIOMET INC. COM 090613100 554 15250 SH SOLE 0 0 15250 D BIOGEN IDEC INC COM 09062X103 336 9750 SH SOLE 9750 0 0 D BIOPURE CORP COM 09065H105 7 20000 SH SOLE 20000 0 0 D BIOSCRIP INC COM 09069N108 223 37000 SH SOLE 0 0 37000 D BLACK & DECKER COM 091797100 853 10800 SH SOLE 10800 0 0 D BLOCK H & R INC COM 093671105 1664 32900 SH SOLE 32900 0 0 D BLUEGREEN CORP COM 096231105 887 69000 SH SOLE 0 0 69000 D BOB EVANS FARMS COM 096761101 0 0 SH SOLE 0 0 0 D BOEING CO COM 097023105 10993 188046 SH SOLE 188046 0 0 D BOEING CO COM 097023105 138 2356 SH SOLE 0 0 2356 D BON TON STORES COM 09776J101 118 6500 SH SOLE 6500 0 0 D BON TON STORES COM 09776J101 814 45000 SH SOLE 0 0 45000 D BOOKHAM INC COM 09856E105 3 800 SH SOLE 800 0 0 D BOOKS-A-MILLION INC COM 098570104 419 46000 SH SOLE 0 0 46000 D BORDERS GROUP INC COM 099709107 80 3000 SH SOLE 3000 0 0 D BORG WARNER INC COM 099724106 487 10000 SH SOLE 10000 0 0 D BORLAND INTL INC COM 099849101 2 250 SH SOLE 250 0 0 D BOSTON PRIVATE FINL HLDGS IN COM 101119105 32493 1368125 SH SOLE 1368125 0 0 D BOSTON PRIVATE FINL HLDGS IN COM 101119105 3460 145700 SH SOLE 0 0 145700 D BOSTON PROPERTIES INC COM 101121101 24 400 SH SOLE 400 0 0 D BOWL AMERICA INC CL A COM 102565108 213 15127 SH SOLE 0 0 15127 D BRADLEY PHARMACEUTICALS INC COM 104576103 7 700 SH SOLE 700 0 0 D BRANTLEY CAP CORP COM 105494108 132 11300 SH SOLE 0 0 11300 D BRIGGS & STRATTON COM 109043109 411 11300 SH SOLE 11300 0 0 D BRIGHTPOINT INC COM 109473405 214 11400 SH SOLE 11400 0 0 D BRINKER INTERNATIONAL COM 109641100 18 500 SH SOLE 500 0 0 D BRINKS COMPANY COM 109696104 21 600 SH SOLE 600 0 0 D BRISTOL-MYERS SQUIBB CO COM 110122108 8036 315616 SH SOLE 315616 0 0 D BRISTOL-MYERS SQUIBB CO COM 110122108 229 8975 SH SOLE 0 0 8975 D BRISTOL WEST HOLDINGS INC COM 11037M105 804 51896 SH SOLE 51896 0 0 D BROADCOM CORP CL A COM 111320107 99 3300 SH SOLE 3300 0 0 D BROOKSTONE COM 114537103 912 56250 SH SOLE 0 0 56250 D BROWN & BROWN INC COM 115236101 21 447 SH SOLE 447 0 0 D BROWN FORMAN B COM 115637209 383 7000 SH SOLE 7000 0 0 D BROWN SHOE INC COM 115736100 164 4800 SH SOLE 4800 0 0 D BUCA INC COM 117769109 301 48000 SH SOLE 0 0 48000 D BUCKEYE TECHNOLOGIES INC COM 118255108 1156 107000 SH SOLE 0 0 107000 D BUCKLE INC COM 118440106 150 4300 SH SOLE 4300 0 0 D BUILDING MATERIALS HLDG CORP COM 120113105 471 10600 SH SOLE 10600 0 0 D BUILDING MATERIALS HLDG CORP COM 120113105 1735 39000 SH SOLE 0 0 39000 D BURLINGTON NORTHERN SANTA FE COM 12189T104 5600 103836 SH SOLE 103836 0 0 D BURLINGTON NORTHERN SANTA FE COM 12189T104 16 296 SH SOLE 0 0 296 D BURLINGTON RESOURCES INC COM 122014103 2193 43800 SH SOLE 43800 0 0 D C & D TECHNOLOGIES INC COM 124661109 3176 316040 SH SOLE 316040 0 0 D C & D TECHNOLOGIES INC COM 124661109 365 36350 SH SOLE 0 0 36350 D CBL & ASSOCIATES PROPERTIES COM 124830100 329 4600 SH SOLE 4600 0 0 D CCC INFORMATION SVCS GRP INC COM 12487Q109 4593 201000 SH SOLE 201000 0 0 D CCC INFORMATION SVCS GRP INC COM 12487Q109 69 3000 SH SOLE 0 0 3000 D CBRL GROUP INC COM 12489V106 91 2200 SH SOLE 2200 0 0 D CB RICHARD ELLIS GROUP INC A COM 12497T101 402 11500 SH SOLE 11500 0 0 D CH ROBINSON WORLDWIDE INC. COM 12541W100 34476 669039 SH SOLE 669039 0 0 D CIGNA CORP COM 125509109 4179 46800 SH SOLE 46800 0 0 D CIGNA CORP COM 125509109 536 6000 SH SOLE 0 0 6000 D C I T GROUP INC COM 125581108 2485 65400 SH SOLE 65400 0 0 D CMGI INC COM 125750109 389 186800 SH SOLE 186800 0 0 D CMS ENERGY CORP COM 125896100 270 20700 SH SOLE 20700 0 0 D C S S INDUSTRIES INC COM 125906107 1279 35000 SH SOLE 0 0 35000 D CSK AUTO CORP. COM 125965103 1677 95000 SH SOLE 0 0 95000 D CNF INC COM 12612W104 786 16800 SH SOLE 16800 0 0 D CPAC INC COM 126145101 73 13700 SH SOLE 0 0 13700 D CSX CORP. COM 126408103 1354 32500 SH SOLE 32500 0 0 D CSX CORP. COM 126408103 12 300 SH SOLE 0 0 300 D CUNO INC COM 126583103 12108 235615 SH SOLE 235615 0 0 D CUNO INC COM 126583103 5706 111024 SH SOLE 0 0 111024 D CVS CORP COM 126650100 31 593 SH SOLE 593 0 0 D CABLEVISION SYS-NY GROUP A COM 12686C109 6 200 SH SOLE 200 0 0 D CABOT CORPORATION COM 127055101 30 900 SH SOLE 900 0 0 D CABOT MICROELECTRONICS CORP COM 12709P103 1 40 SH SOLE 40 0 0 D CADENCE DESIGN SYS COM 127387108 7 500 SH SOLE 500 0 0 D CAESARS ENTERTAINMENT INC COM 127687101 386 19500 SH SOLE 19500 0 0 D CAGLES INC CL A COM 127703106 86 9300 SH SOLE 0 0 9300 D CALAMP CORP COM 128126109 299 49200 SH SOLE 0 0 49200 D CALIFORNIA FIRST NATIONAL BANC COM 130222102 388 31000 SH SOLE 0 0 31000 D CALIFORNIA WATER SERVICE GROUP COM 130788102 1654 49554 SH SOLE 0 0 49554 D CALLON PETROLEUM CORP COM 13123X102 622 40000 SH SOLE 0 0 40000 D CAMCO FINANCIAL CORP COM 132618109 295 21000 SH SOLE 0 0 21000 D CAMECO CORP COM 13321L108 44 1000 SH SOLE 1000 0 0 D CAMPBELL SOUP COM 134429109 32 1100 SH SOLE 1100 0 0 D CANDELA CORP COM 136907102 58 6500 SH SOLE 6500 0 0 D CANTEL MEDICAL CORP COM 138098108 466 16100 SH SOLE 16100 0 0 D CAPITAL CORP OF THE WEST COM 140065103 232 5000 SH SOLE 5000 0 0 D CAPITAL CORP OF THE WEST COM 140065103 5395 116061 SH SOLE 0 0 116061 D CAPITAL CROSSING BANK COM 140071101 112 3400 SH SOLE 3400 0 0 D CAPITAL CROSSING BANK COM 140071101 559 17000 SH SOLE 0 0 17000 D CAPITAL ONE FINANCIAL COM 14040H105 97 1300 SH SOLE 1300 0 0 D CAPITAL SENIOR LIVING CORP COM 140475104 320 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 847 28000 SH SOLE 0 0 28000 D CARAUSTAR INDUSTRIES INC COM 140909102 4153 321975 SH SOLE 321975 0 0 D CARDIAC SCIENCE INC - RestricteCOM 1414103#5 199 172991 SH SOLE 172991 0 0 D CARDINAL HEALTH INC COM 14149Y108 2366 42400 SH SOLE 42400 0 0 D CARDINAL HEALTH INC COM 14149Y108 22 402 SH SOLE 0 0 402 D CAREER EDUCATION CORP COM 141665109 21 600 SH SOLE 600 0 0 D CAREMARK RX INC COM 141705103 1885 47376 SH SOLE 47376 0 0 D CAREMARK RX INC COM 141705103 9 216 SH SOLE 0 0 216 D CARLISLE COMPANIES COM 142339100 49839 714339 SH SOLE 714339 0 0 D CARLISLE COMPANIES COM 142339100 3134 44925 SH SOLE 0 0 44925 D CARMIKE CINEMAS INC COM 143436400 358 9600 SH SOLE 9600 0 0 D CARMIKE CINEMAS INC COM 143436400 6986 187400 SH SOLE 0 0 187400 D CARNIVAL CORP COM 143658300 54 1040 SH SOLE 1040 0 0 D CARRIAGE SERVICES INC COM 143905107 141 25400 SH SOLE 0 0 25400 D CARPENTER TECHNOLOGY CORP COM 144285103 226 3800 SH SOLE 3800 0 0 D CARRIZO OIL & GAS INC COM 144577103 731 43000 SH SOLE 0 0 43000 D CARTERS INC COM 146229109 36859 927275 SH SOLE 927275 0 0 D CASCADE CORP COM 147195101 1218 34800 SH SOLE 0 0 34800 D CASCADE NATURAL GAS COM 147339105 637 31900 SH SOLE 0 0 31900 D CASELLA WASTE SYSTEMS INC CL A COM 147448104 4754 359300 SH SOLE 359300 0 0 D CASELLA WASTE SYSTEMS INC CL A COM 147448104 74 5600 SH SOLE 0 0 5600 D CASH AMERICA INTERNATIONAL COM 14754D100 11523 525439 SH SOLE 525439 0 0 D CASH AMERICA INTERNATIONAL COM 14754D100 1501 68458 SH SOLE 0 0 68458 D CASUAL MALE RETAIL GROUP INC COM 148711104 7081 1091065 SH SOLE 1091065 0 0 D CASUAL MALE RETAIL GROUP INC COM 148711104 6412 987975 SH SOLE 0 0 987975 D CATALINA MARKETING CORP COM 148867104 485 18743 SH SOLE 18743 0 0 D CATELLUS DEVELOPMENT CORP COM 149113102 27 1000 SH SOLE 1000 0 0 D CATERPILLAR COM 149123101 695 7600 SH SOLE 7600 0 0 D CATERPILLAR COM 149123101 14 150 SH SOLE 0 0 150 D CATO CORP - CL A COM 149205106 181 5600 SH SOLE 5600 0 0 D CELGENE CORP COM 151020104 7 200 SH SOLE 200 0 0 D CENDANT CORP COM 151313103 5092 247900 SH SOLE 247900 0 0 D CENTENE CORP COM 15135B101 357 11900 SH SOLE 11900 0 0 D CENTER FINANCIAL CORP COM 15146E102 1014 57500 SH SOLE 57500 0 0 D CENTERPOINT PROPERTIES CORP COM 151895109 12 300 SH SOLE 300 0 0 D CENTERPOINT ENERGY INC COM 15189T107 342 28400 SH SOLE 28400 0 0 D CENTEX CORP COM 152312104 968 16900 SH SOLE 16900 0 0 D CENTRAL GARDEN & PET COM 153527106 2513 57300 SH SOLE 57300 0 0 D CENTRAL VT PUB SVC CORP COM 155771108 171 7600 SH SOLE 7600 0 0 D CENTRAL VT PUB SVC CORP COM 155771108 4611 205100 SH SOLE 0 0 205100 D CENTURY ALUMINUM CO COM 156431108 121 4000 SH SOLE 4000 0 0 D CENTURY BUSINESS SERVICES INC COM 156490104 74 18000 SH SOLE 18000 0 0 D CENTURYTEL INC COM 156700106 2732 83200 SH SOLE 83200 0 0 D CEPHALON INC COM 156708109 14 300 SH SOLE 300 0 0 D CERES GROUP INC COM 156772105 538 99000 SH SOLE 0 0 99000 D CERIDIAN CORP COM 156779100 9 500 SH SOLE 500 0 0 D CERTEGY INC COM 156880106 515 14870 SH SOLE 14870 0 0 D CHARLES & COLVARD LTD COM 159765106 328 25700 SH SOLE 25700 0 0 D CHARLES & COLVARD LTD COM 159765106 5 400 SH SOLE 0 0 400 D CHARLES RIVER LABORTORIES COM 159864107 19 400 SH SOLE 400 0 0 D CHARLOTTE RUSSE HLDG INC COM 161048103 788 61000 SH SOLE 0 0 61000 D CHARMING SHOPPES COM 161133103 8 1000 SH SOLE 1000 0 0 D CHECKERS DRIVE-IN RESTAURANT COM 162809305 1284 97200 SH SOLE 97200 0 0 D CHECKERS DRIVE-IN RESTAURANT COM 162809305 3882 293888 SH SOLE 0 0 293888 D CHECKFREE CORP COM 162813109 171 4200 SH SOLE 4200 0 0 D CHEROKEE INC COM 16444H102 40 1200 SH SOLE 1200 0 0 D CHESAPEAKE ENERGY CORP COM 165167107 169 7700 SH SOLE 7700 0 0 D CHESAPEAKE UTILITIES COM 165303108 69 2600 SH SOLE 2600 0 0 D CHESAPEAKE UTILITIES COM 165303108 418 15700 SH SOLE 0 0 15700 D CHEVRONTEXACO CORP COM 166764100 19966 342406 SH SOLE 342406 0 0 D CHEVRONTEXACO CORP COM 166764100 1762 30222 SH SOLE 0 0 30222 D CHICAGO MERCANTILE EXCHANGE COM 167760107 39 200 SH SOLE 200 0 0 D CHICAGO RIVET & MACH CO COM 168088102 86 2800 SH SOLE 0 0 2800 D CHICOS FAS INC COM 168615102 6 200 SH SOLE 200 0 0 D CHOICE HOTELS INTERNATIONAL COM 169905106 43 700 SH SOLE 700 0 0 D CHIQUITA BRANDS INTL INC COM 170032809 134 5000 SH SOLE 5000 0 0 D CHIRON CORP COM 170040109 35 1000 SH SOLE 0 0 1000 D CHITTENDEN CORP COM 170228100 16227 622450 SH SOLE 622450 0 0 D CHOICEPOINT INC COM 170388102 18666 465374 SH SOLE 465374 0 0 D CHOLESTECH CORP COM 170393102 393 39000 SH SOLE 0 0 39000 D CHUBB COM 171232101 3121 39366 SH SOLE 39366 0 0 D CHUBB COM 171232101 963 12144 SH SOLE 0 0 12144 D CHURCH & DWIGHT INC COM 171340102 14 400 SH SOLE 400 0 0 D CIBER INC COM 17163B102 70 9600 SH SOLE 9600 0 0 D CINCINNATI FINANCIAL COM 172062101 1125 25807 SH SOLE 25807 0 0 D CINERGY CORP COM 172474108 920 22693 SH SOLE 22693 0 0 D CIRCUIT CITY STORES - CIRCUIT COM 172737108 9321 580775 SH SOLE 580775 0 0 D CIRCOR INTERNATIONAL INC COM 17273K109 1109 45000 SH SOLE 0 0 45000 D CISCO SYSTEMS INC COM 17275R102 13127 733763 SH SOLE 733763 0 0 D CISCO SYSTEMS INC COM 17275R102 3146 175831 SH SOLE 0 0 175831 D CITADEL BROADCASTING CORP COM 17285T106 8770 638750 SH SOLE 638750 0 0 D CINTAS CORP COM 172908105 60 1451 SH SOLE 1451 0 0 D CITIGROUP INC COM 172967101 102666 2284508 SH SOLE 2284508 0 0 D CITIGROUP INC COM 172967101 25859 575420 SH SOLE 0 0 575420 D CITIGROUP INC LITIGATION WTS COM 172967127 1 630 SH SOLE 630 0 0 D CITIZENS COMMUNICATIONS CO. COM 17453B101 397 30700 SH SOLE 30700 0 0 D CITIZENS INC COM 174740100 144 25000 SH SOLE 0 0 25000 D CITIZENS SOUTH BANKING CORP COM 176682102 342 25000 SH SOLE 0 0 25000 D CITRIX SYSTEMS INC COM 177376100 1315 55200 SH SOLE 55200 0 0 D CITY NATL CORP COM 178566105 600 8600 SH SOLE 8600 0 0 D CLAIRE'S STORES INC COM 179584107 18 800 SH SOLE 800 0 0 D CLARCOR INC COM 179895107 429 8250 SH SOLE 8250 0 0 D CLARCOR INC COM 179895107 175 3375 SH SOLE 0 0 3375 D CLEAN HARBORS INC COM 184496107 5265 287100 SH SOLE 287100 0 0 D CLEAN HARBORS INC COM 184496107 79 4300 SH SOLE 0 0 4300 D CLEAR CHANNEL COMMUNICATION COM 184502102 510 14800 SH SOLE 14800 0 0 D CLEAR CHANNEL COMMUNICATION COM 184502102 17 500 SH SOLE 0 0 500 D CLOROX CO COM 189054109 3005 47700 SH SOLE 47700 0 0 D CLOROX CO COM 189054109 617 9800 SH SOLE 0 0 9800 D COACH INC COM 189754104 1161 20500 SH SOLE 20500 0 0 D COBIZ INC COM 190897108 78 4050 SH SOLE 4050 0 0 D COBIZ INC COM 190897108 1865 96259 SH SOLE 0 0 96259 D COBRA ELECTRONICS CORP COM 191042100 143 19000 SH SOLE 0 0 19000 D COCA COLA COM 191216100 5792 138991 SH SOLE 138991 0 0 D COCA COLA COM 191216100 2222 53326 SH SOLE 0 0 53326 D COCA COLA ENTERPRISES INC COM 191219104 860 41900 SH SOLE 41900 0 0 D COGNEX CORP COM 192422103 23849 958550 SH SOLE 958550 0 0 D COGNIZANT TECH SOLUTIONS COM 192446102 23 500 SH SOLE 500 0 0 D COHERENT INC COM 192479103 51025 1511395 SH SOLE 1511395 0 0 D COLDWATER CREEK INC COM 193068103 29189 1579513 SH SOLE 1579513 0 0 D COLGATE-PALMOLIVE COM 194162103 3462 66362 SH SOLE 66362 0 0 D COLGATE-PALMOLIVE COM 194162103 1050 20125 SH SOLE 0 0 20125 D COLONIAL BANCGROUP COM 195493309 575 28000 SH SOLE 28000 0 0 D COMCAST CORP CL A COM 20030N101 4293 127092 SH SOLE 127092 0 0 D COMCAST CORP CL A COM 20030N101 55 1624 SH SOLE 0 0 1624 D COMCAST CORP SPECIAL CL A COM 20030N200 8 250 SH SOLE 250 0 0 D COMERICA INC. COM 200340107 2119 38472 SH SOLE 38472 0 0 D COMERICA INC. COM 200340107 146 2650 SH SOLE 0 0 2650 D COMMERCE BANCORP INC NJ COM 200519106 9136 281381 SH SOLE 281381 0 0 D COMMERCE BANCORP INC NJ COM 200519106 1269 39068 SH SOLE 0 0 39068 D COMMERCE BANCSHARES COM 200525103 85 1755 SH SOLE 1755 0 0 D COMMERCE GROUP INC/MA COM 200641108 15051 242840 SH SOLE 242840 0 0 D COMMERCIAL CAPITAL BANCORP COM 20162L105 5402 265461 SH SOLE 265461 0 0 D COMMERCIAL CAPITAL BANCORP COM 20162L105 509 25000 SH SOLE 0 0 25000 D COMMERCIAL FEDERAL COM 201647104 130 4700 SH SOLE 4700 0 0 D COMMERCIAL NET LEASE REALTY COM 202218103 37 2000 SH SOLE 2000 0 0 D COMMERCIAL VEHICLE GROUP INC COM 202608105 58 2900 SH SOLE 2900 0 0 D COMMUNITY BANCORP COM 20343T100 383 15200 SH SOLE 15200 0 0 D COMMUNITY HEALTH SYS INC NEW COM 203668108 3 100 SH SOLE 100 0 0 D COMMUNICATIONS SYSTEMS INC COM 203900105 262 23000 SH SOLE 0 0 23000 D COMPASS BANCSHARES INC COM 20449H109 872 19200 SH SOLE 19200 0 0 D COMPEX TECHNOLOGIES INC COM 204513105 205 41000 SH SOLE 0 0 41000 D COMPUCREDIT CORP COM 20478N100 165 6200 SH SOLE 6200 0 0 D COMPUDYNE CORP COM 204795306 154 24000 SH SOLE 0 0 24000 D COMPUTER ASSOC INTERNATIONAL COM 204912109 1287 47500 SH SOLE 47500 0 0 D COMPUTER ASSOC INTERNATIONAL COM 204912109 0 10 SH SOLE 0 0 10 D COMPUTER NETWORK TECH CORP COM 204925101 365 79000 SH SOLE 0 0 79000 D COMPUTER SCIENCES COM 205363104 1465 31950 SH SOLE 31950 0 0 D COMPUTER SCIENCES COM 205363104 500 10900 SH SOLE 0 0 10900 D COMPUWARE CORP COM 205638109 2985 414600 SH SOLE 414600 0 0 D COMPX INTERNATIONAL INC. COM 20563P101 679 40000 SH SOLE 0 0 40000 D COMSTOCK HOMEBUILDING COS CL A COM 205684103 5545 260447 SH SOLE 260447 0 0 D COMSTOCK HOMEBUILDING COS CL A COM 205684103 762 35800 SH SOLE 0 0 35800 D COMTECH TELECOMMUNICATIONS COM 205826209 1889 36249 SH SOLE 36249 0 0 D COMTECH TELECOMMUNICATIONS COM 205826209 5668 108800 SH SOLE 0 0 108800 D COMVERSE TECHNOLOGY COM 205862402 245 9700 SH SOLE 9700 0 0 D CONAGRA FOODS INC COM 205887102 608 22500 SH SOLE 22500 0 0 D COMPUTER HORIZONS CORP COM 205908106 64 17400 SH SOLE 17400 0 0 D CONNECTICUT WATER SVC COM 207797101 586 23500 SH SOLE 0 0 23500 D CONOCOPHILLIPS COM 20825C104 31224 289540 SH SOLE 289540 0 0 D CONOCOPHILLIPS COM 20825C104 4446 41230 SH SOLE 0 0 41230 D CONSECO INC COM 208464883 464 22700 SH SOLE 22700 0 0 D CONSOL ENERGY INC COM 20854P109 14 300 SH SOLE 300 0 0 D CONSOLIDATED EDISON INC COM 209115104 1202 28500 SH SOLE 28500 0 0 D CONSOLIDATED GRAPHICS INC COM 209341106 2051 39000 SH SOLE 0 0 39000 D CONSTELLATION BRANDS INC CL A COM 21036P108 11 200 SH SOLE 200 0 0 D CONSTELLATION BRANDS INC CL A COM 21036P108 37 700 SH SOLE 0 0 700 D CONSTELLATION ENERGY GROUP COM 210371100 936 18100 SH SOLE 18100 0 0 D CONVERGYS CORP COM 212485106 9 600 SH SOLE 600 0 0 D COOPER CAMERON CORP COM 216640102 137 2400 SH SOLE 2400 0 0 D COOPER COMPANIES COM 216648402 424 5820 SH SOLE 5820 0 0 D COOPER TIRE & RUBBER COM 216831107 1215 66164 SH SOLE 66164 0 0 D COOPERATIVE BANKSHARES INC COM 216844100 156 9150 SH SOLE 9150 0 0 D COOPERATIVE BANKSHARES INC COM 216844100 800 47055 SH SOLE 0 0 47055 D COPART INC COM 217204106 21 908 SH SOLE 908 0 0 D CORE MOLDING TECHNOLOGIES INC COM 218683100 1 200 SH SOLE 200 0 0 D CORILLIAN CORP COM 218725109 111 32000 SH SOLE 32000 0 0 D CORNELL COMPANIES INC COM 219141108 466 37000 SH SOLE 0 0 37000 D CORNING INC COM 219350105 7751 696423 SH SOLE 696423 0 0 D CORNING INC COM 219350105 96 8600 SH SOLE 0 0 8600 D CORPORATE EXECUTIVE BOARD CO COM 21988R102 19 300 SH SOLE 300 0 0 D CORVEL CORP COM 221006109 12944 607150 SH SOLE 607150 0 0 D CORVEL CORP COM 221006109 117 5500 SH SOLE 0 0 5500 D COSTCO WHOLESALE CORP COM 22160K105 2587 58548 SH SOLE 58548 0 0 D COSTCO WHOLESALE CORP COM 22160K105 19 420 SH SOLE 0 0 420 D COUNTRYWIDE FINANCIAL CORP COM 222372104 3466 106790 SH SOLE 106790 0 0 D COVANCE INC COM 222816100 14 300 SH SOLE 300 0 0 D COVANCE INC COM 222816100 7 150 SH SOLE 0 0 150 D COVANSYS CORP COM 22281W103 1694 113570 SH SOLE 113570 0 0 D COVANSYS CORP COM 22281W103 5480 367400 SH SOLE 0 0 367400 D COVENANT TRANSPORT CL A COM 22284P105 739 42000 SH SOLE 0 0 42000 D COVENTRY HEALTH CARE INC COM 222862104 540 7920 SH SOLE 7920 0 0 D COX RADIO INC CL A COM 224051102 87 5200 SH SOLE 5200 0 0 D CRANE CO COM 224399105 127 4400 SH SOLE 4400 0 0 D CREDIT ACCEP CORP MICH COM 225310101 2433 123000 SH SOLE 0 0 123000 D CREE INC COM 225447101 11 500 SH SOLE 500 0 0 D CRITICAL PATH INC COM 22674V506 1 1732 SH SOLE 0 0 1732 D CROWN CASTLE INTL CORP COM 228227104 74 4600 SH SOLE 4600 0 0 D CROWN VANTAGE INC COM 228622106 0 30 SH SOLE 0 0 30 D CRYOLIFE INC COM 228903100 2123 342900 SH SOLE 342900 0 0 D CRYOLIFE INC COM 228903100 31 5000 SH SOLE 0 0 5000 D CTI MOLECULAR IMAGING INC COM 22943D105 77 3800 SH SOLE 3800 0 0 D CUBIC CORP COM 229669106 6051 319502 SH SOLE 319502 0 0 D CUBIC CORP COM 229669106 826 43625 SH SOLE 0 0 43625 D CULLEN FROST BANKERS INC COM 229899109 54 1200 SH SOLE 1200 0 0 D CUMMINS INC COM 231021106 1309 18600 SH SOLE 18600 0 0 D CUTTER & BUCK INC COM 232217109 449 32000 SH SOLE 0 0 32000 D CYBEROPTICS CORP COM 232517102 135 10800 SH SOLE 10800 0 0 D D&K HEALTHCARE RESOURCES COM 232861104 335 40000 SH SOLE 0 0 40000 D CYTYC CORP COM 232946103 7 300 SH SOLE 300 0 0 D DJ ORTHOPEDICS COM 23325G104 1052 42000 SH SOLE 0 0 42000 D DPL INC COM 233293109 308 12300 SH SOLE 12300 0 0 D D R HORTON INC COM 23331A109 154 5266 SH SOLE 5266 0 0 D DST SYSTEM INC COM 233326107 171 3700 SH SOLE 3700 0 0 D DTE ENERGY CO COM 233331107 855 18800 SH SOLE 18800 0 0 D DVI INC COM 233343102 0 33000 SH SOLE 0 0 33000 D DADE BEHRING HOLDINGS INC COM 23342J206 41 700 SH SOLE 700 0 0 D DANAHER CORP COM 235851102 1768 33100 SH SOLE 33100 0 0 D DARDEN RESTAURANT COM 237194105 1396 45500 SH SOLE 45500 0 0 D DARLING INTERNATIONAL INC COM 237266101 57 14200 SH SOLE 14200 0 0 D DAVE & BUSTERS INC COM 23833N104 737 39400 SH SOLE 0 0 39400 D DAVITA INC COM 23918K108 27 650 SH SOLE 650 0 0 D DEAN FOODS CO COM 242370104 48 1400 SH SOLE 1400 0 0 D DEARBORN BANCORP INC COM 24242R108 1451 54763 SH SOLE 54763 0 0 D DEARBORN BANCORP INC COM 24242R108 4356 164378 SH SOLE 0 0 164378 D DEB SHOPS INC COM 242728103 1129 40000 SH SOLE 0 0 40000 D DEERE & CO COM 244199105 20 300 SH SOLE 300 0 0 D DEL MONTE FOODS CO COM 24522P103 7723 711825 SH SOLE 711825 0 0 D DEL MONTE FOODS CO COM 24522P103 1 129 SH SOLE 0 0 129 D DELL INC COM 24702R101 15923 414436 SH SOLE 414436 0 0 D DELL INC COM 24702R101 111 2880 SH SOLE 0 0 2880 D DELPHI CORP COM 247126105 1 217 SH SOLE 217 0 0 D DELPHI CORP COM 247126105 3 698 SH SOLE 0 0 698 D DELPHI FINANCIAL GRP -CL A COM 247131105 9623 223795 SH SOLE 223795 0 0 D DELPHI FINANCIAL GRP -CL A COM 247131105 1121 26063 SH SOLE 0 0 26063 D DELTA NATURAL GAS COM 247748106 232 9000 SH SOLE 0 0 9000 D DELUXE CORP COM 248019101 159 4000 SH SOLE 4000 0 0 D DENDRITE INTERNATIONAL INC COM 248239105 16031 1141815 SH SOLE 1141815 0 0 D DENTSPLY INTERNATIONAL COM 249030107 49 900 SH SOLE 900 0 0 D DEPARTMENT 56 INC COM 249509100 681 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 5416 113430 SH SOLE 113430 0 0 D DIAMOND OFFSHORE DRILLING COM 25271C102 80 1600 SH SOLE 1600 0 0 D DIGITAL RIVER INC COM 25388B104 212 6800 SH SOLE 6800 0 0 D DILLARDS INC COM 254067101 627 23300 SH SOLE 23300 0 0 D DIMON INC COM 254394109 825 132000 SH SOLE 0 0 132000 D DIONEX CORP COM 254546104 24905 456975 SH SOLE 456975 0 0 D DIRECTV GROUP INC COM 25459L106 0 4 SH SOLE 4 0 0 D DIRECTV GROUP INC COM 25459L106 64 4445 SH SOLE 0 0 4445 D DISNEY (WALT) CO COM 254687106 38469 1338995 SH SOLE 1338995 0 0 D DISNEY (WALT) CO COM 254687106 7331 255160 SH SOLE 0 0 255160 D DITECH COMMUNICATIONS CORP COM 25500M103 200 16000 SH SOLE 16000 0 0 D DOLLAR GENERAL CORP COM 256669102 28 1300 SH SOLE 1300 0 0 D DOLLAR TREE STORES INC COM 256747106 29 1000 SH SOLE 0 0 1000 D DOMINION HOMES INC COM 257386102 372 22000 SH SOLE 0 0 22000 D DOMINION RESOURCES COM 25746U109 1781 23930 SH SOLE 23930 0 0 D DOMINION RESOURCES COM 25746U109 2390 32106 SH SOLE 0 0 32106 D DONEGAL GROUP INC CL A COM 257701201 11666 642025 SH SOLE 642025 0 0 D DONEGAL GROUP INC CL A COM 257701201 1064 58533 SH SOLE 0 0 58533 D DONEGAL GROUP CLASS B COM 257701300 153 9333 SH SOLE 0 0 9333 D DONNELLEY R.R. & SONS COM 257867101 466 14753 SH SOLE 14753 0 0 D DORAL FINANCIAL CORP COM 25811P100 401 18301 SH SOLE 18301 0 0 D DORCHESTER MINERALS LP COM 25820R105 5 240 SH SOLE 0 0 240 D DOT HILL SYSTEMS CORP COM 25848T109 13 2200 SH SOLE 2200 0 0 D DOVER CORP COM 260003108 846 22400 SH SOLE 22400 0 0 D DOW CHEMICAL COM 260543103 33971 681463 SH SOLE 681463 0 0 D DOW CHEMICAL COM 260543103 6672 133849 SH SOLE 0 0 133849 D DOW JONES & CO INC COM 260561105 243 6500 SH SOLE 6500 0 0 D DRIL-QUIP INC COM 262037104 1537 50000 SH SOLE 0 0 50000 D DU PONT COM 263534109 9559 186556 SH SOLE 186556 0 0 D DU PONT COM 263534109 579 11305 SH SOLE 0 0 11305 D DUCKWALL-ALTO STORES INC NEW COM 264142100 245 13500 SH SOLE 0 0 13500 D DUCOMMUN INC COM 264147109 580 29000 SH SOLE 0 0 29000 D DUKE ENERGY CORP COM 264399106 5052 180350 SH SOLE 180350 0 0 D DUKE ENERGY CORP COM 264399106 43 1520 SH SOLE 0 0 1520 D DUKE REALTY CORP COM 264411505 110 3700 SH SOLE 3700 0 0 D DUN & BRADSTREET (2000) COM 26483E100 31 500 SH SOLE 500 0 0 D DUN & BRADSTREET (2000) COM 26483E100 43 700 SH SOLE 0 0 700 D DURATEK INC COM 26658Q102 128 6400 SH SOLE 6400 0 0 D DYNEGY INC CLASS A COM 26816Q101 180 46100 SH SOLE 46100 0 0 D E DIGITAL CORP COM 26841Y103 1 3500 SH SOLE 3500 0 0 D EMAK WORLDWIDE INC COM 26861V104 171 16500 SH SOLE 0 0 16500 D E M C CORP COM 268648102 8320 675313 SH SOLE 675313 0 0 D E M C CORP COM 268648102 4908 398361 SH SOLE 0 0 398361 D E M C INSURANCE GRP INC COM 268664109 5871 308009 SH SOLE 308009 0 0 D E M C INSURANCE GRP INC COM 268664109 446 23400 SH SOLE 0 0 23400 D E M S TECHOLOGIES INC COM 26873N108 193 14200 SH SOLE 14200 0 0 D E M S TECHOLOGIES INC COM 26873N108 4867 357900 SH SOLE 0 0 357900 D EOG RESOURCES INC COM 26875P101 535 10972 SH SOLE 10972 0 0 D ESS TECHNOLOGY INC COM 269151106 590 112000 SH SOLE 0 0 112000 D E TRADE FINANCIAL CORP COM 269246104 263 21900 SH SOLE 21900 0 0 D EARTHLINK INC COM 270321102 115 12800 SH SOLE 12800 0 0 D EAST WEST BANCORP INC COM 27579R104 3913 105984 SH SOLE 105984 0 0 D EAST WEST BANCORP INC COM 27579R104 495 13400 SH SOLE 0 0 13400 D EASTERN CO COM 276317104 6809 308100 SH SOLE 308100 0 0 D EASTERN CO COM 276317104 376 17000 SH SOLE 0 0 17000 D EASTMAN CHEMICAL COM 277432100 596 10100 SH SOLE 10100 0 0 D EASTMAN KODAK COM 277461109 44495 1366975 SH SOLE 1366975 0 0 D EASTMAN KODAK COM 277461109 10892 334630 SH SOLE 0 0 334630 D EATON CORP COM 278058102 1426 21800 SH SOLE 21800 0 0 D EATON CORP COM 278058102 46 700 SH SOLE 0 0 700 D EATON VANCE CORP COM 278265103 41843 1785124 SH SOLE 1785124 0 0 D EBAY INC COM 278642103 1603 43024 SH SOLE 43024 0 0 D EBAY INC COM 278642103 8 220 SH SOLE 0 0 220 D ECOLAB COM 278865100 20 600 SH SOLE 600 0 0 D ECOLOGY & ENVIRONMENT CL A COM 278878103 80 11315 SH SOLE 0 0 11315 D EDIETS.COM INC COM 280597105 0 132 SH SOLE 132 0 0 D EDISON INTERNATIONAL COM 281020107 1628 46900 SH SOLE 46900 0 0 D EDO CORP COM 281347104 319 10600 SH SOLE 10600 0 0 D EDO CORP COM 281347104 9189 305800 SH SOLE 0 0 305800 D EDUCATION MGMT CORP COM 28139T101 20 700 SH SOLE 700 0 0 D EDWARDS A G INC COM 281760108 560 12500 SH SOLE 12500 0 0 D EDWARDS LIFESCIENCES CORP COM 28176E108 35 800 SH SOLE 800 0 0 D EDWARDS LIFESCIENCES CORP COM 28176E108 2 40 SH SOLE 0 0 40 D EL CAPITAL PRECIOUS METALS INC COM 282812106 27 48000 SH SOLE 48000 0 0 D EL PASO CORP COM 28336L109 1263 119400 SH SOLE 119400 0 0 D EL PASO CORP COM 28336L109 39 3700 SH SOLE 0 0 3700 D ELECTRO RENT CORP COM 285218103 939 70000 SH SOLE 0 0 70000 D ELECTRONIC ARTS COM 285512109 16 300 SH SOLE 300 0 0 D ELECTRONIC DATA SYSTEMS COM 285661104 1256 60750 SH SOLE 60750 0 0 D ELECTRONICS BOUTIQUE HLDGS C COM 286045109 138 3200 SH SOLE 3200 0 0 D ELIZABETH ARDEN INC COM 28660G106 1733 73000 SH SOLE 0 0 73000 D ELKCORP COM 287456107 18405 478560 SH SOLE 478560 0 0 D ELKCORP COM 287456107 2574 66925 SH SOLE 0 0 66925 D ELLIS PERRY INTL INC COM 288853104 550 24500 SH SOLE 0 0 24500 D EMERSON ELECTRIC COM 291011104 4312 66416 SH SOLE 66416 0 0 D EMERSON ELECTRIC COM 291011104 1706 26270 SH SOLE 0 0 26270 D EMERSON RADIO CORP COM 291087203 4 1000 SH SOLE 1000 0 0 D EMMIS COMMUNICATIONS CLASS A COM 291525103 19022 989675 SH SOLE 989675 0 0 D EMPIRE DISTRICT ELEC COM 291641108 1651 71000 SH SOLE 0 0 71000 D ENBRIDGE ENERGY MANAGEMENT LLC COM 29250X103 1506 30842 SH SOLE 0 0 30842 D ENCORE WIRE CORP COM 292562105 3770 369638 SH SOLE 0 0 369638 D ENERGY CONVERSION DEVICES INC COM 292659109 227 10000 SH SOLE 10000 0 0 D ENERGEN CORP COM 29265N108 15729 236172 SH SOLE 236172 0 0 D ENERGEN CORP COM 29265N108 1588 23850 SH SOLE 0 0 23850 D ENERGY EAST CORP COM 29266M109 427 16300 SH SOLE 16300 0 0 D ENERGY EAST CORP COM 29266M109 164 6261 SH SOLE 0 0 6261 D ENERGIZER HOLDINGS INC COM 29266R108 227 3800 SH SOLE 3800 0 0 D ENERGIZER HOLDINGS INC COM 29266R108 12 200 SH SOLE 0 0 200 D ENERGY PARTNERS LTD COM 29270U105 4973 191495 SH SOLE 191495 0 0 D ENERGY PARTNERS LTD COM 29270U105 609 23450 SH SOLE 0 0 23450 D ENERGYSOUTH INC COM 292970100 687 24000 SH SOLE 0 0 24000 D ENESCO GROUP INC COM 292973104 4898 736482 SH SOLE 736482 0 0 D ENESCO GROUP INC COM 292973104 570 85650 SH SOLE 0 0 85650 D ENNIS INC COM 293389102 186 11000 SH SOLE 11000 0 0 D ENNIS INC COM 293389102 4792 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 ENTERCOM COMMUNICATIONS CORP COM 293639100 4 100 SH SOLE 100 0 0 D ENTERGY CORP COM 29364G103 36789 520650 SH SOLE 520650 0 0 D ENTERGY CORP COM 29364G103 8581 121440 SH SOLE 0 0 121440 D ENTERPRISE FINANCIAL SERVICE COM 293712105 504 26500 SH SOLE 26500 0 0 D ENTERPRISE FINANCIAL SERVICE COM 293712105 4 200 SH SOLE 0 0 200 D ENTERPRISE PRODUCTS PARTNERS COM 293792107 23 905 SH SOLE 905 0 0 D ENTERTAINMENT PROPERTIES TRUST COM 29380T105 120 2900 SH SOLE 2900 0 0 D ENVIRO-RECOVERY INC COM 29403M103 0 11000 SH SOLE 11000 0 0 D EON LABS INC COM 29412E100 3 100 SH SOLE 100 0 0 D EPLUS INC COM 294268107 315 27000 SH SOLE 0 0 27000 D EPICOR SOFTWARE CORP COM 29426L108 5 400 SH SOLE 400 0 0 D EQUIFAX COM 294429105 2738 89200 SH SOLE 89200 0 0 D EQUITABLE RESOURCES COM 294549100 345 6000 SH SOLE 6000 0 0 D EQUITY OFFICE PROPERTIES TRUST COM 294741103 1907 63300 SH SOLE 63300 0 0 D EQUITY OFFICE PROPERTIES TRUST COM 294741103 23 777 SH SOLE 0 0 777 D EQUITY ONE INC COM 294752100 9 450 SH SOLE 450 0 0 D EQUITY RESIDENTIAL COM 29476L107 1482 46000 SH SOLE 46000 0 0 D ERIE INDEMNITY CO CL A COM 29530P102 47 900 SH SOLE 900 0 0 D ESCO TECHNOLOGIES INC COM 296315104 233 2900 SH SOLE 2900 0 0 D ESCO TECHNOLOGIES INC COM 296315104 5416 67400 SH SOLE 0 0 67400 D ETHAN ALLEN INTERIORS INC COM 297602104 6 200 SH SOLE 200 0 0 D EUROBANCSHARES INC COM 298716101 1317 77902 SH SOLE 77902 0 0 D EXCEL TECHNOLOGY INC COM 30067T103 7996 325300 SH SOLE 325300 0 0 D EXCEL TECHNOLOGY INC COM 30067T103 66 2700 SH SOLE 0 0 2700 D EXELON CORPORATION COM 30161N101 38061 829390 SH SOLE 829390 0 0 D EXELON CORPORATION COM 30161N101 8720 190010 SH SOLE 0 0 190010 D EXPEDITORS INTL WASH INC COM 302130109 34640 646870 SH SOLE 646870 0 0 D EXPEDITORS INTL WASH INC COM 302130109 5915 110465 SH SOLE 0 0 110465 D EXPONET INC COM 30214U102 497 20800 SH SOLE 0 0 20800 D EXPRESS SCRIPTS INC COM 302182100 724 8300 SH SOLE 8300 0 0 D EXXON MOBIL CORPORATION COM 30231G102 132213 2218347 SH SOLE 2218347 0 0 D EXXON MOBIL CORPORATION COM 30231G102 49654 833125 SH SOLE 0 0 833125 D FEI COMPANY COM 30241L109 1051 45381 SH SOLE 45381 0 0 D FLIR SYSTEMS INC COM 302445101 3 100 SH SOLE 100 0 0 D FMC CORP COM 302491303 369 6900 SH SOLE 6900 0 0 D FPIC INSURANCE GROUP COM 302563101 868 27000 SH SOLE 0 0 27000 D FPL GROUP COM 302571104 2120 52801 SH SOLE 52801 0 0 D FPL GROUP COM 302571104 232 5780 SH SOLE 0 0 5780 D FRMO CORP COM 30262F106 5 2250 SH SOLE 0 0 2250 D FAIR ISAAC INC COM 303250104 48 1386 SH SOLE 1386 0 0 D FAIRCHILD SEMICONDUCTOR INTL COM 303726103 184 12000 SH SOLE 12000 0 0 D FARGO ELECTRONICS COM 30744P102 299 20400 SH SOLE 20400 0 0 D FARGO ELECTRONICS COM 30744P102 7103 484200 SH SOLE 0 0 484200 D FARMER BROS CO COM 307675108 719 30000 SH SOLE 0 0 30000 D FEDERAL AGRICULTURE MORTGAGE COCOM 313148306 154 8800 SH SOLE 8800 0 0 D FREDDIE MAC COM 313400301 46177 730647 SH SOLE 730647 0 0 D FREDDIE MAC COM 313400301 16905 267490 SH SOLE 0 0 267490 D FANNIE MAE COM 313586109 4726 86800 SH SOLE 86800 0 0 D FANNIE MAE COM 313586109 151 2780 SH SOLE 0 0 2780 D FEDERAL REALTY INVESTMENT TRUSTCOM 313747206 19 400 SH SOLE 400 0 0 D FEDERAL SCREW WORKS COM 313819104 80 3656 SH SOLE 0 0 3656 D FEDERATED DEPARTMENT STORES COM 31410H101 3347 52600 SH SOLE 52600 0 0 D FEDERATED INVESTORS INC CL B COM 314211103 331 11700 SH SOLE 11700 0 0 D FEDEX CORPORATION COM 31428X106 4340 46200 SH SOLE 46200 0 0 D FELCOR LODGING TRUST INC COM 31430F101 132 10600 SH SOLE 10600 0 0 D FIDELITY BANKSHARES INC COM 31604Q107 12617 549025 SH SOLE 549025 0 0 D FIDELITY NATIONAL FINANCIAL COM 316326107 280 8500 SH SOLE 8500 0 0 D FIFTH THIRD BANCORP COM 316773100 935 21760 SH SOLE 21760 0 0 D FIFTH THIRD BANCORP COM 316773100 24 550 SH SOLE 0 0 550 D FINANCIAL INSTITUTIONS INC COM 317585404 5409 273050 SH SOLE 273050 0 0 D FINANCIAL INSTITUTIONS INC COM 317585404 38 1900 SH SOLE 0 0 1900 D FINLAY ENTERPRISES INC COM 317884203 343 26000 SH SOLE 0 0 26000 D FINISH LINE INC COM 317923100 3056 132000 SH SOLE 0 0 132000 D FIRST ADVANTAGE CORPORATION COM 31845F100 6 300 SH SOLE 0 0 300 D FIRST ALBANY COS INC COM 318465101 300 32725 SH SOLE 0 0 32725 D FIRST AMERICAN CORP COM 318522307 277 8400 SH SOLE 8400 0 0 D FIRST CASH FINANCIAL SERVICES COM 31942D107 1006 47500 SH SOLE 0 0 47500 D FIRST COMMUNITY BANCORP COM 31983B101 16990 383525 SH SOLE 383525 0 0 D FIRST DATA CORP COM 319963104 2208 56170 SH SOLE 56170 0 0 D FIRST DATA CORP COM 319963104 110 2800 SH SOLE 0 0 2800 D FIRST FINANCIAL CORP INDIANA COM 320218100 1182 40000 SH SOLE 0 0 40000 D FIRST HORIZON NATIONAL CORP COM 320517105 608 14900 SH SOLE 14900 0 0 D FIRST INDIANA CORP COM 32054R108 150 6200 SH SOLE 6200 0 0 D FIRST INDIANA CORP COM 32054R108 759 31345 SH SOLE 0 0 31345 D FIRST MERCHANTS CORP COM 320817109 1399 54000 SH SOLE 0 0 54000 D FIRST NIAGARA FINANCIAL GRP COM 33582V108 1601 121215 SH SOLE 121215 0 0 D FIRST NIAGARA FINANCIAL GRP COM 33582V108 234 17725 SH SOLE 0 0 17725 D FIRST OAK BROOK BANCSHARES COM 335847208 659 22500 SH SOLE 22500 0 0 D FIRST PACTRUST BANCORP INC COM 33589V101 378 14000 SH SOLE 0 0 14000 D FIRST PLACE FINANCIAL /OHIO COM 33610T109 695 38000 SH SOLE 0 0 38000 D FIRST REPUBLIC BANK COM 336158100 46982 1451399 SH SOLE 1451399 0 0 D FIRST REPUBLIC BANK COM 336158100 160 4950 SH SOLE 0 0 4950 D FIRST STATE BANCORPORATION COM 336453105 10701 630400 SH SOLE 630400 0 0 D FIRST STATE BANCORPORATION COM 336453105 798 47000 SH SOLE 0 0 47000 D FIRSTCITY FINANCIAL CORP COM 33761X107 41 3200 SH SOLE 3200 0 0 D FIRSTCITY FINANCIAL CORP COM 33761X107 971 75600 SH SOLE 0 0 75600 D FISERV INC COM 337738108 25129 631380 SH SOLE 631380 0 0 D FISERV INC COM 337738108 11243 282477 SH SOLE 0 0 282477 D FIRSTMERIT CORP COM 337915102 155 5800 SH SOLE 5800 0 0 D FLAGSTAR BANCORP INC COM 337930101 90 4600 SH SOLE 4600 0 0 D FIRSTENERGY CORP COM 337932107 1967 46901 SH SOLE 46901 0 0 D FIRSTENERGY CORP COM 337932107 8 200 SH SOLE 0 0 200 D FISHER SCIENTIFIC INTL COM 338032204 488 8580 SH SOLE 8580 0 0 D FLEETWOOD ENTERPRISE COM 339099103 60 6900 SH SOLE 6900 0 0 D FLORIDA PUBLIC UTILITIES COM 341135101 226 12000 SH SOLE 0 0 12000 D FLORIDA ROCK INDUSTRIES COM 341140101 143 2430 SH SOLE 2430 0 0 D FOODARAMA SUPERMARKETS COM 344820105 94 2700 SH SOLE 0 0 2700 D FOOT LOCKER INC COM 344849104 1436 49000 SH SOLE 49000 0 0 D FORD MOTOR COM 345370860 3205 282900 SH SOLE 282900 0 0 D FOREST LABS COM 345838106 1633 44200 SH SOLE 44200 0 0 D FOREST OIL CORP COM 346091705 231 5700 SH SOLE 5700 0 0 D FORTUNE BRANDS COM 349631101 1655 20525 SH SOLE 20525 0 0 D FORTUNE BRANDS COM 349631101 81 1000 SH SOLE 0 0 1000 D FOSSIL INC COM 349882100 39322 1516750 SH SOLE 1516750 0 0 D FOUNDATION COAL HOLDINGS INC COM 35039W100 2504 106500 SH SOLE 106500 0 0 D FOUNDRY NETWORKS INC COM 35063R100 2 200 SH SOLE 200 0 0 D FRANKLIN ELECTRIC CO COM 353514102 302 8000 SH SOLE 8000 0 0 D FRANKLIN RESOURCES INC COM 354613101 1799 26200 SH SOLE 26200 0 0 D FREESCALE SEMICONDUCTOR B COM 35687M206 807 46809 SH SOLE 46809 0 0 D FREESCALE SEMICONDUCTOR B COM 35687M206 2 121 SH SOLE 0 0 121 D FREMONT GENERAL CORP COM 357288109 132 6000 SH SOLE 6000 0 0 D FRESH BRANDS INC COM 35803U108 88 12000 SH SOLE 0 0 12000 D FRIEDMN BILLINGS RMSY -CL A COM 358434108 65 4100 SH SOLE 4100 0 0 D FRIEDMAN'S INC COM 358438109 63 48000 SH SOLE 0 0 48000 D FULTON FINANCIAL CORP COM 360271100 70 3225 SH SOLE 3225 0 0 D G & K SERVICES INC CL A COM 361268105 28743 713400 SH SOLE 713400 0 0 D GB&T BANCSHARES INC COM 361462104 2284 105458 SH SOLE 105458 0 0 D GB&T BANCSHARES INC COM 361462104 329 15200 SH SOLE 0 0 15200 D GEO GROUP INC COM 36159R103 160 5600 SH SOLE 5600 0 0 D GFI GROUP INC COM 361652209 732 27300 SH SOLE 27300 0 0 D GTSI CORP COM 36238K103 233 24000 SH SOLE 0 0 24000 D GAIAM INC COM 36268Q103 199 36000 SH SOLE 0 0 36000 D GALLAGHER COM 363576109 16 572 SH SOLE 572 0 0 D GAMESTOP CORP CLASS B COM 36466R200 0 16 SH SOLE 16 0 0 D GANNETT CO INC COM 364730101 47715 603380 SH SOLE 603380 0 0 D GANNETT CO INC COM 364730101 11490 145300 SH SOLE 0 0 145300 D GAP INC COM 364760108 4150 190000 SH SOLE 190000 0 0 D GARDNER DENVER INC COM 365558105 13846 350448 SH SOLE 350448 0 0 D GARDNER DENVER INC COM 365558105 1863 47150 SH SOLE 0 0 47150 D GATEWAY INC COM 367626108 42 10500 SH SOLE 10500 0 0 D GEHL CO COM 368483103 443 16600 SH SOLE 0 0 16600 D GEN-PROBE INC COM 36866T103 13 300 SH SOLE 300 0 0 D GEMSTAR - TV GUIDE INTL INC COM 36866W106 22 5000 SH SOLE 5000 0 0 D GENCORP INC COM 368682100 456 22800 SH SOLE 22800 0 0 D GENENTECH INC COM 368710406 108 1900 SH SOLE 1900 0 0 D GENENTECH INC COM 368710406 5 80 SH SOLE 0 0 80 D GENERAL DYNAMICS COM 369550108 4956 46300 SH SOLE 46300 0 0 D GENERAL DYNAMICS COM 369550108 18 170 SH SOLE 0 0 170 D GENERAL ELECTRIC COM 369604103 60881 1688333 SH SOLE 1688333 0 0 D GENERAL ELECTRIC COM 369604103 34931 968686 SH SOLE 0 0 968686 D GENERAL GROWTH PROPERTIES INC COM 370021107 355 10403 SH SOLE 10403 0 0 D GENERAL MILLS COM 370334104 2381 48441 SH SOLE 48441 0 0 D GENERAL MILLS COM 370334104 152 3100 SH SOLE 0 0 3100 D GENERAL MOTORS COM 370442105 33 1123 SH SOLE 1123 0 0 D GENERAL MOTORS COM 370442105 54 1832 SH SOLE 0 0 1832 D GENESCO INC. COM 371532102 301 10600 SH SOLE 10600 0 0 D GENESEE & WYOMING INC CL A COM 371559105 16 600 SH SOLE 600 0 0 D GENESEE CORP CL B COM 371601204 6 3200 SH SOLE 0 0 3200 D GENESIS HEALTHCARE CORP COM 37184D101 407 9500 SH SOLE 9500 0 0 D GENLYTE GROUP INC COM 372302109 566 6290 SH SOLE 6290 0 0 D GENUINE PARTS COM 372460105 1226 28200 SH SOLE 28200 0 0 D GENTIVA HEALTH SERVICES INC COM 37247A102 55 3400 SH SOLE 3400 0 0 D GENWORTH FINANCIAL INC CL A COM 37247D106 193 7000 SH SOLE 7000 0 0 D GEOALERT INC COM 37248X200 0 300 SH SOLE 300 0 0 D GENZYME CORP COM 372917104 124 2160 SH SOLE 2160 0 0 D GEORGIA GULF CORP COM 373200203 782 17014 SH SOLE 17014 0 0 D GEORGIA GULF CORP COM 373200203 5 100 SH SOLE 0 0 100 D GEORGIA PACIFIC COM 373298108 2076 58500 SH SOLE 58500 0 0 D GEORGIA PACIFIC COM 373298108 98 2750 SH SOLE 0 0 2750 D GETTY IMAGES INC COM 374276103 363 5100 SH SOLE 5100 0 0 D GEVITY HR INC COM 374393106 149 7800 SH SOLE 7800 0 0 D GIANT INDS INC COM 374508109 144 5600 SH SOLE 5600 0 0 D GIANT INDS INC COM 374508109 540 21000 SH SOLE 0 0 21000 D GIBRALTAR INDUSTRIES INC COM 374689107 7807 355814 SH SOLE 355814 0 0 D GIBRALTAR INDUSTRIES INC COM 374689107 1963 89450 SH SOLE 0 0 89450 D GILEAD SCIENCES INC COM 375558103 25 700 SH SOLE 700 0 0 D GILLETTE COM 375766102 12691 251409 SH SOLE 251409 0 0 D GILLETTE COM 375766102 10385 205733 SH SOLE 0 0 205733 D GLACIER BANCORP INC COM 37637Q105 116 3800 SH SOLE 3800 0 0 D GLOBAL PAYMENTS INC COM 37940X102 13 200 SH SOLE 200 0 0 D GLOBAL POWER EQUIPMENT GROUP COM 37941P108 33015 3446250 SH SOLE 3446250 0 0 D GOLDEN WEST FINANCIAL COM 381317106 1859 30730 SH SOLE 30730 0 0 D GOLDEN WEST FINANCIAL COM 381317106 847 14000 SH SOLE 0 0 14000 D GOLDMAN SACHS GROUP INC COM 38141G104 8412 76476 SH SOLE 76476 0 0 D GOODRICH CORP COM 382388106 655 17100 SH SOLE 17100 0 0 D GOODYEAR TIRE & RUBBER COM 382550101 228 17100 SH SOLE 17100 0 0 D GOODYEAR TIRE & RUBBER COM 382550101 19 1392 SH SOLE 0 0 1392 D GOODYS FAMILY CLOTHING INC COM 382588101 858 95000 SH SOLE 0 0 95000 D GRACO INC COM 384109104 444 11000 SH SOLE 11000 0 0 D GRAFTECH INTERNATIONAL LTD COM 384313102 6 1001 SH 1001 0 0 D GRAHAM CORP COM 384556106 89 5150 SH SOLE 0 0 5150 D GRAINGER W W COM 384802104 984 15800 SH SOLE 15800 0 0 D GRAINGER W W COM 384802104 367 5900 SH SOLE 0 0 5900 D GRANT PRIDECO INC COM 38821G101 367 15200 SH SOLE 15200 0 0 D GRAY TELEVISION INC CL B COM 389375106 23192 1602750 SH SOLE 1602750 0 0 D GREAT LAKES CHEMICAL COM 390568103 18 575 SH SOLE 0 0 575 D GREAT PLAINS ENERGY INC COM 391164100 83 2717 SH SOLE 2717 0 0 D GREEN MOUNTAIN POWER CO COM 393154109 425 14500 SH SOLE 0 0 14500 D GREENHILL & CO LLC COM 395259104 1102 30778 SH SOLE 30778 0 0 D GREIF INC -CL A COM 397624107 125 1800 SH SOLE 1800 0 0 D GUESS INC COM 401617105 192 14000 SH SOLE 14000 0 0 D GUIDANT CORP COM 401698105 527 7130 SH SOLE 7130 0 0 D GUIDANT CORP COM 401698105 5302 71740 SH SOLE 0 0 71740 D GULF ISLAND FABRICATION COM 402307102 258 11000 SH SOLE 11000 0 0 D GULF ISLAND FABRICATION COM 402307102 6853 292100 SH SOLE 0 0 292100 D HCA INC COM 404119109 2887 53900 SH SOLE 53900 0 0 D HCC INSURANCE HOLDINGS INC COM 404132102 15548 429975 SH SOLE 429975 0 0 D HNI CORP COM 404251100 13 300 SH SOLE 300 0 0 D HMS HOLDINGS CORP COM 40425J101 6387 863050 SH SOLE 863050 0 0 D HMS HOLDINGS CORP COM 40425J101 5663 765232 SH SOLE 0 0 765232 D HRPT PROPERTIES TRUST COM 40426W101 242 20300 SH SOLE 20300 0 0 D HAEMONETICS CORPORATION COM 405024100 135 3200 SH SOLE 3200 0 0 D HALLIBURTON COM 406216101 980 22670 SH SOLE 22670 0 0 D HALLIBURTON COM 406216101 208 4800 SH SOLE 0 0 4800 D HAMPSHIRE GROUP LTD COM 408859106 519 13000 SH SOLE 0 0 13000 D HANCOCK FABRICS COM 409900107 3173 426470 SH SOLE 426470 0 0 D HANCOCK FABRICS COM 409900107 364 48975 SH SOLE 0 0 48975 D HANMI FINL CORP COM 410495105 23496 1419700 SH SOLE 1419700 0 0 D HANMI FINL CORP COM 410495105 6929 418696 SH SOLE 0 0 418696 D HANSEN NATURAL CORP COM 411310105 949 15800 SH SOLE 15800 0 0 D HARDINGE INC COM 412324303 346 25750 SH SOLE 0 0 25750 D HARLEY DAVIDSON INC COM 412822108 428 7410 SH SOLE 7410 0 0 D HARMAN INTL INDS INC COM 413086109 117 1320 SH SOLE 1320 0 0 D HARRAH'S ENTERTAINMENT COM 413619107 510 7900 SH SOLE 7900 0 0 D HARRINGTON WEST FINANCIAL GROUPCOM 41383L104 1302 78600 SH SOLE 78600 0 0 D HARRINGTON WEST FINANCIAL GROUPCOM 41383L104 4751 286900 SH SOLE 0 0 286900 D HARRIS CORP COM 413875105 996 30500 SH SOLE 30500 0 0 D HARSCO CORP COM 415864107 3934 66000 SH SOLE 66000 0 0 D HARTE HANKS COMMUN INC COM 416196103 15 550 SH SOLE 550 0 0 D HARTFORD FINL SRVCS GRP COM 416515104 5485 80000 SH SOLE 80000 0 0 D HARTMARX CORP COM 417119104 382 40000 SH SOLE 0 0 40000 D HARVEST NATURAL RESOURCES INC COM 41754V103 1165 98000 SH SOLE 0 0 98000 D HASBRO INC COM 418056107 493 24100 SH SOLE 24100 0 0 D HASTINGS ENTERTAINMENT INC COM 418365102 140 21000 SH SOLE 0 0 21000 D HAVERTY FURNITURE COM 419596101 4256 279100 SH SOLE 279100 0 0 D HAVERTY FURNITURE COM 419596101 63 4100 SH SOLE 0 0 4100 D HAWAIIAN ELECTRIC INDS COM 419870100 115 4500 SH SOLE 4500 0 0 D HAWKINS INC COM 420261109 347 29000 SH SOLE 0 0 29000 D HEALTHCARE SVCS GROUP COM 421906108 1200 49500 SH SOLE 0 0 49500 D HEALTH CARE PROPERTY INVESTORS COM 421915109 40 1700 SH SOLE 1700 0 0 D HEALTH MANAGEMENT ASSOC COM 421933102 29 1100 SH SOLE 1100 0 0 D HEALTHCARE REALTY TRUST INC COM 421946104 563 15443 SH SOLE 15443 0 0 D HEALTHCARE REALTY TRUST INC COM 421946104 1341 36800 SH SOLE 0 0 36800 D HEADWATERS INC COM 42210P102 36950 1125850 SH SOLE 1125850 0 0 D HEALTH CARE REIT INC COM 42217K106 51 1600 SH SOLE 1600 0 0 D HEALTH NET INC COM 42222G108 88 2700 SH SOLE 2700 0 0 D HEALTHTRONICS INC COM 42222L107 882 82000 SH SOLE 0 0 82000 D HEARST-ARGYLE TELEVISION INC COM 422317107 38 1500 SH SOLE 1500 0 0 D HEARTLAND EXPRESS INC COM 422347104 27184 1419521 SH SOLE 1419521 0 0 D HEICO CORP COM 422806109 251 12500 SH SOLE 12500 0 0 D HEICO CORP COM 422806109 1407 70000 SH SOLE 0 0 70000 D HEICO CORP CL A COM 422806208 1284 80900 SH SOLE 0 0 80900 D HEINZ COM 423074103 678 18400 SH SOLE 18400 0 0 D HEINZ COM 423074103 138 3743 SH SOLE 0 0 3743 D HELIX TECHNOLOGY CORP COM 423319102 25611 1655550 SH SOLE 1655550 0 0 D HENRY JACK & ASSOC INC COM 426281101 19 1074 SH SOLE 1074 0 0 D HERCULES COM 427056106 468 32300 SH SOLE 32300 0 0 D HERLEY INDS INC DEL COM 427398102 139 8100 SH SOLE 8100 0 0 D HERLEY INDS INC DEL COM 427398102 3415 199600 SH SOLE 0 0 199600 D HERSHEY FOODS COM 427866108 1814 30000 SH SOLE 30000 0 0 D HEWITT ASSOCIATES INC CL A COM 42822Q100 8 300 SH SOLE 300 0 0 D HEWLETT PACKARD CO COM 428236103 3074 140101 SH SOLE 140101 0 0 D HEWLETT PACKARD CO COM 428236103 241 10964 SH SOLE 0 0 10964 D HIBERNIA CORP CL A COM 428656102 211 6600 SH SOLE 6600 0 0 D HICKORYTECH CORP COM 429060106 81 8000 SH SOLE 8000 0 0 D HILLENBRAND INDUSTRIES COM 431573104 72 1300 SH SOLE 1300 0 0 D HILTON HOTELS CORP COM 432848109 1844 82500 SH SOLE 82500 0 0 D HOLLY CORPORATION COM 435758305 634 17000 SH SOLE 17000 0 0 D HOME FEDERAL BANCORP INDIANA COM 436926109 326 13000 SH SOLE 0 0 13000 D HOME DEPOT COM 437076102 5659 147986 SH SOLE 147986 0 0 D HOME DEPOT COM 437076102 844 22062 SH SOLE 0 0 22062 D HONEYWELL INTL INC COM 438516106 10702 287600 SH SOLE 287600 0 0 D HORMEL FOODS CORP COM 440452100 90 2900 SH SOLE 2900 0 0 D HOSPIRA INC COM 441060100 2088 64718 SH SOLE 64718 0 0 D HOSPIRA INC COM 441060100 1581 49003 SH SOLE 0 0 49003 D HOSPITALITY PROPERTIES TRUST COM 44106M102 133 3300 SH SOLE 3300 0 0 D HOST MARRIOTT CORP COM 44107P104 376 22700 SH SOLE 22700 0 0 D HOUSTON EXPLORATION CO COM 442120101 148 2600 SH SOLE 2600 0 0 D HUB INTERNATIONAL LIMITED COM 44332P101 1660 86000 SH SOLE 0 0 86000 D HUBBELL INC CLASS B COM 443510201 181 3534 SH SOLE 3534 0 0 D HUDSON UNITED BANCORP COM 444165104 53 1500 SH SOLE 1500 0 0 D HUGHES SUPPLY INC COM 444482103 18341 616508 SH SOLE 616508 0 0 D HUGHES SUPPLY INC COM 444482103 1986 66750 SH SOLE 0 0 66750 D HUMANA INC COM 444859102 891 27900 SH SOLE 27900 0 0 D HUNT J B TRANSPORT COM 445658107 22 500 SH SOLE 500 0 0 D HUNTINGTON BANCSHARES COM 446150104 540 22600 SH SOLE 22600 0 0 D HUNTSMAN CORP COM 447011107 394 16900 SH SOLE 16900 0 0 D HYDRIL COM 448774109 496 8500 SH SOLE 8500 0 0 D HYPERCOM CORP COM 44913M105 63 13400 SH SOLE 13400 0 0 D HYPERCOM CORP COM 44913M105 1561 330000 SH SOLE 0 0 330000 D IAC/INTERACTIVECORP COM 44919P102 4 200 SH SOLE 200 0 0 D ICU MED INC COM 44930G107 7 200 SH SOLE 200 0 0 D IMS HEALTH INC COM 449934108 522 21406 SH SOLE 21406 0 0 D ISTAR FINANCIAL INC COM 45031U101 222 5400 SH SOLE 5400 0 0 D ITT EDUCATIONAL SVCS INC COM 45068B109 2171 44769 SH SOLE 44769 0 0 D ITT INDUSTRIES INC COM 450911102 1092 12100 SH SOLE 12100 0 0 D IDEX CORP COM 45167R104 37202 921975 SH SOLE 921975 0 0 D IDENTIX INC COM 451906101 17 3374 SH SOLE 3374 0 0 D ILLINOIS TOOL WORKS COM 452308109 2796 31226 SH SOLE 31226 0 0 D ILLINOIS TOOL WORKS COM 452308109 842 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 IMCLONE SYSTEMS INC COM 45245W109 10 300 SH SOLE 300 0 0 D IMAGISTICS INTERNATIONAL INC COM 45247T104 1572 45000 SH SOLE 0 0 45000 D IMPAC MORTGAGE HOLDINGS INC COM 45254P102 35 1800 SH SOLE 1800 0 0 D IMPERIAL OIL LTD COM 453038408 15 200 SH SOLE 200 0 0 D INDEPENDENCE CMNTY BK COM 453414104 129 3300 SH SOLE 3300 0 0 D INDEX DEVELOPMENT PARTNERS INC COM 454073107 1 890 SH SOLE 890 0 0 D INDYMAC BANCORP INC COM 456607100 204 6000 SH SOLE 6000 0 0 D INFINITY PROPERTY & CASUALTY COM 45665Q103 25 800 SH SOLE 800 0 0 D INFORTE CORP COM 45677R107 173 32000 SH SOLE 0 0 32000 D INFOUSA INC COM 456818301 109 10400 SH SOLE 10400 0 0 D INGLES MARKETS INC CL A COM 457030104 892 67000 SH SOLE 0 0 67000 D INGRAM MICRO INC. CL A COM 457153104 340 20400 SH SOLE 20400 0 0 D INPUT/OUTPUT INC COM 457652105 62 9600 SH 9600 0 0 D INNOVATIVE SOLTNS & SUPP INC COM 45769N105 165 5200 SH SOLE 5200 0 0 D INNKEEPERS USA TRUST COM 4576J0104 83 6400 SH SOLE 6400 0 0 D INTEGRAL SYSTEMS INC COM 45810H107 804 35000 SH SOLE 0 0 35000 D INTEGRAMED AMERICA INC COM 45810N302 92 10000 SH SOLE 0 0 10000 D INTEGRATED ELECTRICAL SVC COM 45811E103 2708 981200 SH SOLE 0 0 981200 D INTEGRATED CIRCUIT SYSTEMS COM 45811K208 2 100 SH SOLE 100 0 0 D INTEL CORPORATION COM 458140100 18698 804920 SH SOLE 804920 0 0 D INTEL CORPORATION COM 458140100 4947 212951 SH SOLE 0 0 212951 D INTERFACE INC CL A COM 458665106 11337 1662367 SH SOLE 1662367 0 0 D INTERFACE INC CL A COM 458665106 1341 196600 SH SOLE 0 0 196600 D INTERDIGITAL COMMUNICATIONS CORCOM 45866A105 58 3800 SH SOLE 3800 0 0 D INTERNATIONAL BANCSHARES CORP COM 459044103 42 1200 SH SOLE 1200 0 0 D INTL BUSINESS MACHINES COM 459200101 59327 649230 SH SOLE 649230 0 0 D INTL BUSINESS MACHINES COM 459200101 12317 134784 SH SOLE 0 0 134784 D INTERNATL FLAVORS & FRAGRANCES COM 459506101 589 14900 SH SOLE 14900 0 0 D INTERNATIONAL GAMES TECH COM 459902102 101 3800 SH SOLE 3800 0 0 D INTERNATIONAL PAPER COM 460146103 197 5350 SH SOLE 5350 0 0 D INTERNATIONAL PAPER COM 460146103 171 4661 SH SOLE 0 0 4661 D INTERNATIONAL RECTIFIER CORP COM 460254105 14 300 SH SOLE 300 0 0 D INTERNATIONAL SHIPHOLDING COM 460321201 258 17000 SH SOLE 0 0 17000 D INTERNATIONAL SPEEDWAY CL A COM 460335201 5 100 SH SOLE 100 0 0 D INTERNATIONAL STEEL GROUP COM 460377104 12 300 SH SOLE 300 0 0 D INTERNET COMMERCE AND COMMUNICACOM 46061G103 0 400 SH SOLE 400 0 0 D INTERPOOL INC COM 46062R108 705 31900 SH SOLE 0 0 31900 D INTERTAPE POLYMER GROUP COM 460919103 9515 1237380 SH SOLE 1237380 0 0 D INTERTAPE POLYMER GROUP COM 460919103 6799 884100 SH SOLE 0 0 884100 D INTUIT COM 461202103 1304 29800 SH SOLE 29800 0 0 D INVERNESS MEDICAL INNOVATION COM 46126P106 7274 309532 SH SOLE 309532 0 0 D INVERNESS MEDICAL INNOVATION COM 46126P106 832 35400 SH SOLE 0 0 35400 D INVESTORS TITLE CO COM 461804106 324 8300 SH SOLE 0 0 8300 D INVITROGEN CORP COM 46185R100 97 1400 SH SOLE 1400 0 0 D INVESTORS FINL SERVICES CORP COM 461915100 24 500 SH SOLE 500 0 0 D IOWA TELECOMMUNICATIONS SERVICECOM 462594201 1835 94100 SH SOLE 94100 0 0 D IPASS INC COM 46261V108 140 22800 SH SOLE 22800 0 0 D IPAYMENT INC COM 46262E105 14250 337675 SH SOLE 337675 0 0 D IPAYMENT INC COM 46262E105 114 2700 SH SOLE 0 0 2700 D IRON MTN INC PA COM 462846106 2380 82525 SH SOLE 82525 0 0 D IRON MTN INC PA COM 462846106 496 17200 SH SOLE 0 0 17200 D IRWIN FINANCIAL CORP COM 464119106 87 3800 SH SOLE 3800 0 0 D ISHARES MSCI EAFE INDEX FUND COM 464287465 111 700 SH SOLE 700 0 0 D ISHARES MSCI EAFE INDEX FUND COM 464287465 51 320 SH SOLE 0 0 320 D ISHARE RUSSELL 1000 VALUE COM 464287598 1448 22000 SH SOLE 22000 0 0 D ISHARE RUSSELL 1000 GROWTH COM 464287614 244 5200 SH SOLE 5200 0 0 D ISHARES TR RUSSELL 2000 VALUE COM 464287630 645 3500 SH SOLE 0 0 3500 D ISHARES RUSSELL 2000 GROWTH COM 464287648 63 1000 SH SOLE 1000 0 0 D ISHARES RUSSELL 2000 COM 464287655 452 3700 SH SOLE 3700 0 0 D ISLE OF CAPRI CASINOS INC COM 464592104 2282 86000 SH SOLE 0 0 86000 D J A B INTERNATIONAL INC COM 466078102 0 3 SH SOLE 3 0 0 D JDS UNIPHASE CORP COM 46612J101 4 2500 SH SOLE 2500 0 0 D JDA SOFTWARE GROUP INC COM 46612K108 4084 290916 SH SOLE 290916 0 0 D JDA SOFTWARE GROUP INC COM 46612K108 557 39700 SH SOLE 0 0 39700 D J JILL GROUP INC COM 466189107 114 8250 SH SOLE 8250 0 0 D J L G INDUSTRIES COM 466210101 373 17300 SH SOLE 17300 0 0 D JPMORGAN CHASE & COMPANY COM 46625H100 12399 358358 SH SOLE 358358 0 0 D JPMORGAN CHASE & COMPANY COM 46625H100 656 18967 SH SOLE 0 0 18967 D JABIL CIRCUIT INC COM 466313103 29 1000 SH SOLE 1000 0 0 D JACOBS ENGR GROUP INC DEL COM 469814107 16 300 SH SOLE 300 0 0 D JAKKS PACIFIC INC COM 47012E106 223 10400 SH SOLE 10400 0 0 D JAKKS PACIFIC INC COM 47012E106 1567 73000 SH SOLE 0 0 73000 D JANUS CAPITAL GROUP INC COM 47102X105 4 300 SH SOLE 300 0 0 D JEFFERIES GROUP INC COM 472319102 29194 774775 SH SOLE 774775 0 0 D JEFFERSON BANCSHARES INC COM 472375104 296 24000 SH SOLE 0 0 24000 D JEFFERSON PILOT COM 475070108 1079 22000 SH SOLE 22000 0 0 D JETBLUE AIRWAYS CORP COM 477143101 9910 520475 SH SOLE 520475 0 0 D JOHNSON & JOHNSON COM 478160104 34562 514628 SH SOLE 514628 0 0 D JOHNSON & JOHNSON COM 478160104 17720 263851 SH SOLE 0 0 263851 D JOHNSON CTLS INC COM 478366107 17 300 SH SOLE 300 0 0 D JOHNSON CTLS INC COM 478366107 56 1000 SH SOLE 0 0 1000 D JONES APPAREL GROUP INC COM 480074103 636 19000 SH SOLE 19000 0 0 D JONES LANG LASALLE INC COM 48020Q107 569 12200 SH SOLE 12200 0 0 D JUNIPER NETWORKS INC COM 48203R104 88 4000 SH SOLE 4000 0 0 D KCS ENERGY INC COM 482434206 92 6000 SH SOLE 6000 0 0 D KFX INC COM 48245L107 2 150 SH SOLE 150 0 0 D KLA TENCOR CORP COM 482480100 787 17100 SH SOLE 17100 0 0 D KLA TENCOR CORP COM 482480100 131 2850 SH SOLE 0 0 2850 D K MART Corp COM 482584109 0 3380 SH SOLE 0 0 3380 D K2 INC COM 482732104 1150 83657 SH SOLE 0 0 83657 D K V PHARMACEUTICAL CO COM 482740107 22 950 SH SOLE 950 0 0 D KANEB SERVICES LLC COM 484173109 71 1658 SH SOLE 1658 0 0 D KAYDON CORP COM 486587108 42479 1352825 SH SOLE 1352825 0 0 D KB HOME COM 48666K109 728 6200 SH SOLE 6200 0 0 D KEITH COMPANIES INC COM 487539108 412 23800 SH SOLE 23800 0 0 D KEITH COMPANIES INC COM 487539108 9844 569040 SH SOLE 0 0 569040 D KEITHLEY INSTRUMENTS INC COM 487584104 13990 867300 SH SOLE 867300 0 0 D KELLOGG COM 487836108 32887 760040 SH SOLE 760040 0 0 D KELLOGG COM 487836108 7938 183450 SH SOLE 0 0 183450 D KELLWOOD CO COM 488044108 1042 36200 SH SOLE 36200 0 0 D KERR MCGEE COM 492386107 2771 35371 SH SOLE 35371 0 0 D KEWAUNEE SCIENTIFIC CORP COM 492854104 53 7100 SH SOLE 0 0 7100 D KEY TECHNOLOGY INC COM 493143101 0 863 SH SOLE 0 0 863 D KEYCORP COM 493267108 3694 113840 SH SOLE 113840 0 0 D KEYCORP COM 493267108 255 7866 SH SOLE 0 0 7866 D KEYSPAN CORP COM 49337W100 1235 31700 SH SOLE 31700 0 0 D KIMBERLY CLARK COM 494368103 37185 565719 SH SOLE 565719 0 0 D KIMBERLY CLARK COM 494368103 9831 149560 SH SOLE 0 0 149560 D KIMCO REALTY CORP COM 49446R109 259 4800 SH SOLE 4800 0 0 D KINDER MORGAN INC KANS COM 49455P101 1416 18700 SH SOLE 18700 0 0 D KINDER MORGAN INC KANS COM 49455P101 3047 40250 SH SOLE 0 0 40250 D KINETIC CONCEPTS INC COM 49460W208 6 100 SH SOLE 100 0 0 D KING PHARMACEUTICALS INC COM 495582108 586 70500 SH SOLE 70500 0 0 D KNAPE - VOGT COM 498782101 160 12807 SH SOLE 0 0 12807 D KNIGHT RIDDER COM 499040103 511 7600 SH SOLE 7600 0 0 D KNIGHT TRANSPORTATION COM 499064103 29009 1175883 SH SOLE 1175883 0 0 D KNIGHT TRANSPORTATION COM 499064103 99 4000 SH SOLE 0 0 4000 D KOHLS CORP COM 500255104 67 1300 SH SOLE 1300 0 0 D KOPIN CORP COM 500600101 6 2000 SH SOLE 2000 0 0 D KOS PHARMACEUTICALS INC COM 500648100 100 2400 SH SOLE 2400 0 0 D KRAFT FOODS INC CL A COM 50075N104 56 1700 SH SOLE 1700 0 0 D KROGER COM 501044101 721 45001 SH SOLE 45001 0 0 D KYPHON INC COM 501577100 7330 291225 SH SOLE 291225 0 0 D LCA-VISION INC COM 501803308 8171 245375 SH SOLE 245375 0 0 D LSB CORP COM 50215P100 195 11000 SH SOLE 0 0 11000 D LSI LOGIC CORP COM 502161102 161 28800 SH SOLE 28800 0 0 D LSI INDUSTRIES INC COM 50216C108 337 30000 SH SOLE 30000 0 0 D LSI INDUSTRIES INC COM 50216C108 8491 756087 SH SOLE 0 0 756087 D LTWC CORP COM 502386105 0 284 SH 0 0 284 D L-3 COMMUNICATIONS HLDGS INC COM 502424104 1305 18380 SH SOLE 18380 0 0 D LABARGE INC COM 502470107 3868 295500 SH SOLE 295500 0 0 D LABARGE INC COM 502470107 26 2000 SH SOLE 0 0 2000 D LABONE INC COM 50540L105 15989 463725 SH SOLE 463725 0 0 D LABORATORY CORP AMER HLDGS COM 50540R409 1080 22400 SH SOLE 22400 0 0 D LADISH CO INC COM 505754200 437 37000 SH SOLE 0 0 37000 D LAFARGE NORTH AMERICA INC. COM 505862102 111 1900 SH SOLE 1900 0 0 D LAIDLAW INTERNATIONAL INC COM 50730R102 31 1500 SH SOLE 1500 0 0 D LAKELAND INDUSTRIES INC COM 511795106 210 11000 SH SOLE 0 0 11000 D LAM RESEARCH CORP COM 512807108 185 6400 SH SOLE 6400 0 0 D LAMAR ADVERTISING CO COM 512815101 36 900 SH SOLE 900 0 0 D LANDAUER INC COM 51476K103 266 5600 SH SOLE 5600 0 0 D LANDAUER INC COM 51476K103 6256 131600 SH SOLE 0 0 131600 D LANDAMERICA FINANCIAL GROUP COM 514936103 40 800 SH SOLE 800 0 0 D LANDSTAR SYSTEMS INC COM 515098101 40026 1222180 SH SOLE 1222180 0 0 D LANNETT CO INC COM 516012101 189 30000 SH SOLE 0 0 30000 D LASALLE HOTEL PROPERTIES COM 517942108 174 6000 SH SOLE 6000 0 0 D LASALLE HOTEL PROPERTIES COM 517942108 4343 149500 SH SOLE 0 0 149500 D LAUREATE EDUCATION INC COM 518613104 13 300 SH SOLE 300 0 0 D LEE ENTERPRISES COM 523768109 91 2100 SH SOLE 2100 0 0 D LEGGETT & PLATT COM 524660107 14 500 SH SOLE 500 0 0 D LEGG MASON INC COM 524901105 94 1200 SH SOLE 1200 0 0 D LEHMAN BROTHERS HOLDINGS COM 524908100 7189 76352 SH SOLE 76352 0 0 D LEHMAN BROTHERS HOLDINGS COM 524908100 89 950 SH SOLE 0 0 950 D LENNAR CORP Cl A COM 526057104 391 6900 SH SOLE 6900 0 0 D LEUCADIA NATIONAL CORP COM 527288104 9 250 SH SOLE 250 0 0 D LEVEL 3 COMMUNICATIONS INC COM 52729N100 5 2600 SH SOLE 2600 0 0 D LEXMARK INTERNATIONAL INC CL A COM 529771107 1343 16800 SH SOLE 16800 0 0 D LIBBEY INC COM 529898108 172 8200 SH SOLE 8200 0 0 D LIBBEY INC COM 529898108 3938 187500 SH SOLE 0 0 187500 D LIBERTY HOMES INC CL A COM 530582204 37 7600 SH SOLE 0 0 7600 D LIBERTY MEDIA CORP - A COM 530718105 13 1275 SH SOLE 1275 0 0 D LIBERTY MEDIA INTL INC - A COM 530719103 114 2600 SH SOLE 2600 0 0 D LIBERTY PROPERTY TRUST COM 531172104 144 3700 SH SOLE 3700 0 0 D LIFETIME HOAN CORP COM 531926103 480 31000 SH SOLE 0 0 31000 D LIGHTBRIDGE INC COM 532226107 460 76000 SH SOLE 0 0 76000 D LILLY ELI & CO COM 532457108 2172 41696 SH SOLE 41696 0 0 D LILLY ELI & CO COM 532457108 3261 62588 SH SOLE 0 0 62588 D LIMITED BRANDS COM 532716107 49067 2019210 SH SOLE 2019210 0 0 D LIMITED BRANDS COM 532716107 11483 472570 SH SOLE 0 0 472570 D LIN TV CORP CL A COM 532774106 19702 1163750 SH SOLE 1163750 0 0 D LINCARE HOLDINGS INC COM 532791100 31 700 SH SOLE 700 0 0 D LINCOLN ELECTRIC HLDGS INC COM 533900106 30 1000 SH SOLE 1000 0 0 D LINCOLN NATL CORP COM 534187109 1927 42700 SH SOLE 42700 0 0 D LINCOLN NATL CORP COM 534187109 135 3000 SH SOLE 0 0 3000 D LINDSAY MANUFACTURING CO COM 535555106 73 3800 SH SOLE 3800 0 0 D LINDSAY MANUFACTURING CO COM 535555106 1750 91700 SH SOLE 0 0 91700 D LINEAR TECH CORP COM 535678106 6413 167404 SH SOLE 167404 0 0 D LINEAR TECH CORP COM 535678106 13389 349500 SH SOLE 0 0 349500 D LINENS N THINGS INC COM 535679104 377 15165 SH SOLE 15165 0 0 D LIZ CLAIBORNE COM 539320101 618 15400 SH SOLE 15400 0 0 D LOJACK CORP COM 539451104 5316 386074 SH SOLE 386074 0 0 D LOJACK CORP COM 539451104 92 6700 SH SOLE 0 0 6700 D LOCKHEED MARTIN CORP COM 539830109 34299 561726 SH SOLE 561726 0 0 D LOCKHEED MARTIN CORP COM 539830109 7991 130867 SH SOLE 0 0 130867 D LOEWS CORP COM 540424108 3743 50900 SH SOLE 50900 0 0 D LOWES CORP - CAROLINA GROUP COM 540424207 447 13500 SH SOLE 13500 0 0 D LONE STAR TECHNOLOGIES INC COM 542312103 32 800 SH SOLE 800 0 0 D LOUISIANA PACIFIC COM 546347105 747 29700 SH SOLE 29700 0 0 D LOUISIANA PACIFIC COM 546347105 30 1200 SH SOLE 0 0 1200 D LOWES COMPANIES COM 548661107 202 3545 SH SOLE 3545 0 0 D LOWES COMPANIES COM 548661107 1416 24800 SH SOLE 0 0 24800 D LUBRIZOL COM 549271104 8 200 SH SOLE 200 0 0 D LUCENT TECHNOLOGIES COM 549463107 105 38056 SH SOLE 38056 0 0 D LUCENT TECHNOLOGIES COM 549463107 5 1912 SH SOLE 0 0 1912 D LUFKIN INDUSTRIES INC COM 549764108 53 1100 SH SOLE 1100 0 0 D LUFKIN INDUSTRIES INC COM 549764108 966 20000 SH SOLE 0 0 20000 D LYON WILLIAM HOMES COM 552074106 2071 27000 SH SOLE 0 0 27000 D LYONDELL CHEMICAL CO COM 552078107 1101 39423 SH SOLE 39423 0 0 D M & F WORLDWIDE CORP COM 552541104 707 53000 SH SOLE 0 0 53000 D M & T BANK CORP COM 55261F104 1143 11200 SH SOLE 11200 0 0 D MBIA COM 55262C100 1012 19350 SH SOLE 19350 0 0 D MBIA COM 55262C100 57 1090 SH SOLE 0 0 1090 D MBNA CORP COM 55262L100 2973 121100 SH SOLE 121100 0 0 D MB FINANCIAL INC COM 55264U108 14502 378640 SH SOLE 378640 0 0 D M D C HLDGS INC COM 552676108 433 6210 SH SOLE 6210 0 0 D MDU RESOURCES GROUP COM 552690109 115 4150 SH SOLE 4150 0 0 D MDU RESOURCES GROUP COM 552690109 11 387 SH SOLE 0 0 387 D MCSI INC COM 55270M108 0 65000 SH SOLE 0 0 65000 D MEMC ELECTRONIC MATERIALS COM 552715104 7 500 SH SOLE 500 0 0 D MFC BANCORP LTD COM 55271X202 738 37000 SH SOLE 0 0 37000 D MFC DEVELOPMENT CORP COM 55272V106 2 2250 SH SOLE 0 0 2250 D MFA MORTGAGE INVESTMENTS INC COM 55272X102 1324 174000 SH SOLE 0 0 174000 D MGIC INVESTMENT COM 552848103 925 15000 SH SOLE 15000 0 0 D MGM MIRAGE COM 552953101 234 3300 SH SOLE 3300 0 0 D M G P INGREDIENTS INC COM 55302G103 367 44000 SH SOLE 0 0 44000 D M I HOMES INC COM 55305B101 1850 37800 SH SOLE 0 0 37800 D MSC INDL DIRECT INC COM 553530106 9 300 SH SOLE 300 0 0 D MTS MEDICATION TECHNOLOGIES COM 553773102 1439 230300 SH SOLE 230300 0 0 D MTS MEDICATION TECHNOLOGIES COM 553773102 26 4200 SH SOLE 0 0 4200 D MTS SYSTEMS CORP COM 553777103 61 2100 SH SOLE 2100 0 0 D MAC-GRAY CORP COM 554153106 279 33000 SH SOLE 33000 0 0 D MAC-GRAY CORP COM 554153106 2400 284000 SH SOLE 0 0 284000 D MACDERMID INC COM 554273102 17539 539675 SH SOLE 539675 0 0 D MACERICH COMPANY COM 554382101 144 2700 SH SOLE 2700 0 0 D MACK-CALI REALTY CORPORATION COM 554489104 182 4300 SH SOLE 4300 0 0 D MACROMEDIA INC COM 556100105 10 300 SH SOLE 300 0 0 D MAIN STREET BANKS INC COM 56034R102 796 30075 SH SOLE 30075 0 0 D MAINE & MARITIMES CORP COM 560377103 124 4900 SH SOLE 0 0 4900 D MAIR HOLDINGS INC COM 560635104 517 58000 SH SOLE 0 0 58000 D MANDALAY RESORT GROUP COM 562567107 70 1000 SH SOLE 1000 0 0 D MANITOWOC COMPANY INC COM 563571108 7548 186886 SH SOLE 186886 0 0 D MANITOWOC COMPANY INC COM 563571108 816 20200 SH SOLE 0 0 20200 D MANOR CARE INC COM 564055101 76 2100 SH SOLE 2100 0 0 D MANPOWER INC COM 56418H100 32 735 SH SOLE 735 0 0 D MARATHON OIL CORP COM 565849106 2660 56700 SH SOLE 56700 0 0 D MARINEMAX INC COM 567908108 1341 43000 SH SOLE 0 0 43000 D MARINE PRODUCTS CORP COM 568427108 11421 679430 SH SOLE 679430 0 0 D MARINE PRODUCTS CORP COM 568427108 114 6800 SH SOLE 0 0 6800 D MARITRANS INC COM 570363101 438 23000 SH SOLE 0 0 23000 D MARSH & MCLENNAN COM 571748102 42 1365 SH SOLE 1365 0 0 D MARSH & MCLENNAN COM 571748102 439 14424 SH SOLE 0 0 14424 D MARSH SUPERMARKETS CL B COM 571783208 346 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 1086 26000 SH SOLE 26000 0 0 D MARRIOTT INTL INC CL A COM 571903202 1899 28400 SH SOLE 28400 0 0 D MARTEN TRANSPORT LTD COM 573075108 19620 919850 SH SOLE 919850 0 0 D MARTEN TRANSPORT LTD COM 573075108 1053 49350 SH SOLE 0 0 49350 D MARTIN MARIETTA MATERIALS COM 573284106 162 2900 SH SOLE 2900 0 0 D MARVEL ENTERPRISES INC COM 57383M108 12 600 SH SOLE 600 0 0 D MASCO COM 574599106 3155 91002 SH SOLE 91002 0 0 D MASCO COM 574599106 4 125 SH SOLE 0 0 125 D MASSEY ENERGY CORP COM 576206106 1313 32800 SH SOLE 32800 0 0 D MATRIA HEALTHCARE INC COM 576817209 1336 43500 SH SOLE 0 0 43500 D MATRIX BANCORP INC COM 576819106 238 19000 SH SOLE 0 0 19000 D MATTEL INC. COM 577081102 1114 52200 SH SOLE 52200 0 0 D MAXCOR FINANCIAL GROUP INC COM 57772G100 247 21000 SH SOLE 0 0 21000 D MAXIM INTEGRATED PRODUCTS COM 57772K101 1521 37215 SH SOLE 37215 0 0 D MAXIM INTEGRATED PRODUCTS COM 57772K101 5656 138400 SH SOLE 0 0 138400 D MAY DEPARTMENT STORE COM 577778103 22 600 SH SOLE 600 0 0 D MAY DEPARTMENT STORE COM 577778103 8 225 SH SOLE 0 0 225 D MAXICARE HEALTH PLANS INC COM 577904501 0 2000 SH SOLE 2000 0 0 D MAYTAG CORP COM 578592107 1 100 SH SOLE 100 0 0 D MC AFEE INC COM 579064106 171 7600 SH SOLE 7600 0 0 D MCCLATCHY COMPANY CL A COM 579489105 44 600 SH SOLE 600 0 0 D MCCORMICK & CO. COM 579780206 29 841 SH SOLE 841 0 0 D MCDATA CORP CL A COM 580031201 0 1 SH SOLE 1 0 0 D MCDONALDS CORP COM 580135101 47979 1540749 SH SOLE 1540749 0 0 D MCDONALDS CORP COM 580135101 16650 534692 SH SOLE 0 0 534692 D MCGRAW HILL COMPANIES INC COM 580645109 4966 56921 SH SOLE 56921 0 0 D MCGRAW HILL COMPANIES INC COM 580645109 4559 52250 SH SOLE 0 0 52250 D MCKESSON CORPORATION COM 58155Q103 3231 85600 SH SOLE 85600 0 0 D MCLEODUSA INC - ESCROW COM 582266995 0 1200 SH SOLE 1200 0 0 D MCRAE INDUSTRIES INC COM 582757209 85 7500 SH SOLE 0 0 7500 D MEADWESTVACO CORP COM 583334107 916 28800 SH SOLE 28800 0 0 D MEASUREMENT SPECIALTIES INC COM 583421102 2160 93900 SH SOLE 93900 0 0 D MEDCO HEALTH SOLUTIONS INC COM 58405U102 8947 180485 SH SOLE 180485 0 0 D MEDCO HEALTH SOLUTIONS INC COM 58405U102 63 1264 SH SOLE 0 0 1264 D MEDIA GENERAL INC CL A COM 584404107 43 700 SH SOLE 700 0 0 D MEDICAL STAFFING NETWORKS HLDG COM 58463F104 555 84000 SH SOLE 0 0 84000 D MEDICIS PHARMACEUTICAL COM 584690309 9 300 SH SOLE 300 0 0 D MEDTRONIC COM 585055106 10144 199092 SH SOLE 199092 0 0 D MEDTRONIC COM 585055106 12461 244571 SH SOLE 0 0 244571 D MEGO FINANCIAL CORP COM 585162308 0 9000 SH SOLE 0 0 9000 D MELLON FINANCIAL CORPORATION COM 58551A108 1871 65571 SH SOLE 65571 0 0 D MELLON FINANCIAL CORPORATION COM 58551A108 696 24400 SH SOLE 0 0 24400 D MENS WEARHOUSE INC COM 587118100 6406 151759 SH SOLE 151759 0 0 D MENS WEARHOUSE INC COM 587118100 870 20600 SH SOLE 0 0 20600 D MENTOR GRAPHICS CORP COM 587200106 1112 81175 SH SOLE 81175 0 0 D MERCANTILE BANK CORP COM 587376104 135 3300 SH SOLE 3300 0 0 D MERCANTILE BANK CORP COM 587376104 3169 77515 SH SOLE 0 0 77515 D MERCANTILE BANKSHARES CORP COM 587405101 224 4400 SH SOLE 4400 0 0 D MERCHANTS GROUP COM 588539106 122 5000 SH SOLE 0 0 5000 D MERCK & CO INC COM 589331107 41479 1281398 SH SOLE 1281398 0 0 D MERCK & CO INC COM 589331107 12336 381109 SH SOLE 0 0 381109 D MERCURY COMPUTER SYS COM 589378108 7007 254077 SH SOLE 254077 0 0 D MERCURY COMPUTER SYS COM 589378108 1017 36875 SH SOLE 0 0 36875 D MERCURY GENERAL CORP COM 589400100 55 1000 SH SOLE 1000 0 0 D MERCURY INTERACTIVE CORP COM 589405109 1979 41776 SH SOLE 41776 0 0 D MEREDITH CORP COM 589433101 229 4900 SH SOLE 4900 0 0 D MERGE TECHNOLOGIES INC COM 589981109 14642 834300 SH SOLE 834300 0 0 D MERGE TECHNOLOGIES INC COM 589981109 63 3600 SH SOLE 0 0 3600 D MERITAGE HOMES CORP COM 59001A102 159 2700 SH SOLE 2700 0 0 D MERITAGE HOMES CORP COM 59001A102 878 14900 SH SOLE 0 0 14900 D MERRILL LYNCH & CO COM 590188108 10780 190460 SH SOLE 190460 0 0 D MERRILL LYNCH & CO COM 590188108 7 120 SH SOLE 0 0 120 D MESTEK INC COM 590829107 480 21300 SH SOLE 0 0 21300 D MET PRO CORP COM 590876306 1522 111067 SH SOLE 111067 0 0 D MET PRO CORP COM 590876306 373 27249 SH SOLE 0 0 27249 D META FINANCIAL GROUP INC COM 59100U108 7 300 SH SOLE 300 0 0 D METAL MANAGEMENT INC COM 591097209 488 19000 SH SOLE 19000 0 0 D METALS USA INC COM 591324207 412 21050 SH SOLE 21050 0 0 D METHODE ELECTRONICS INC COM 591520200 1259 104000 SH SOLE 0 0 104000 D METLIFE INC COM 59156R108 3617 92500 SH SOLE 92500 0 0 D METRO GOLDWYN MAYER INC COM 591610100 18 1500 SH SOLE 1500 0 0 D METROCORP BANCSHARES INC COM 591650106 2252 100000 SH SOLE 0 0 100000 D METTLER-TOLEDO INTERNATIONAL COM 592688105 258 5440 SH SOLE 5440 0 0 D MICHAELS STORES COM 594087108 218 6000 SH SOLE 6000 0 0 D MICREL INC COM 594793101 30922 3353750 SH SOLE 3353750 0 0 D MICROSOFT COM 594918104 53885 2229399 SH SOLE 2229399 0 0 D MICROSOFT COM 594918104 18213 753545 SH SOLE 0 0 753545 D MICROSTRATEGY INC CL A COM 594972408 130 2400 SH SOLE 2400 0 0 D MICROCHIP TECHNOLOGY COM 595017104 2552 98129 SH SOLE 98129 0 0 D MICROCHIP TECHNOLOGY COM 595017104 3866 148639 SH SOLE 0 0 148639 D MICRON TECHNOLOGY INC COM 595112103 41 4000 SH SOLE 4000 0 0 D MIDDLEBY CORP COM 596278101 30 600 SH SOLE 600 0 0 D MIDDLESEX WATER COM 596680108 552 30400 SH SOLE 0 0 30400 D MIDLAND CO COM 597486109 1632 51800 SH SOLE 0 0 51800 D MILACRON INC COM 598709103 0 3 SH SOLE 3 0 0 D MILLENNIUM PHARMACEUTICALS INC COM 599902103 1 100 SH SOLE 100 0 0 D MILLER HERMAN INC COM 600544100 15 500 SH SOLE 500 0 0 D MILLER HERMAN INC COM 600544100 193 6400 SH SOLE 0 0 6400 D MILLIPORE COM 601073109 13 300 SH SOLE 300 0 0 D MINE SAFETY APPLIANCES COMPANY COM 602720104 10508 271250 SH SOLE 271250 0 0 D MIPS TECHNOLOGIES INC COM 604567107 9 800 SH SOLE 800 0 0 D MIRANT CORP COM 604675108 1 2000 SH SOLE 2000 0 0 D MITY ENTERPRISES INC COM 606850105 4427 295164 SH SOLE 295164 0 0 D MITY ENTERPRISES INC COM 606850105 93 6200 SH SOLE 0 0 6200 D MOBILE MINI INC COM 60740F105 1697 42000 SH SOLE 0 0 42000 D MOD-PAC CORP COM 607495108 167 10562 SH SOLE 0 0 10562 D MODINE MANUFACTURING CO COM 607828100 11846 403900 SH SOLE 403900 0 0 D MODTECH HOLDINGS INC COM 60783C100 182 21400 SH SOLE 21400 0 0 D MODTECH HOLDINGS INC COM 60783C100 4818 566863 SH SOLE 0 0 566863 D MOHAWK INDS INC COM 608190104 16988 201522 SH SOLE 201522 0 0 D MOHAWK INDS INC COM 608190104 1877 22262 SH SOLE 0 0 22262 D MOLDFLOW CORP COM 608507109 12412 776263 SH SOLE 776263 0 0 D MOLDFLOW CORP COM 608507109 198 12400 SH SOLE 0 0 12400 D MOLECULAR DEVICES CORP COM 60851C107 49 2600 SH SOLE 2600 0 0 D MOLEX INC COM 608554101 124 4700 SH SOLE 4700 0 0 D MOLEX INC COM 608554101 1001 37973 SH SOLE 0 0 37973 D MOLEX INC CL A COM 608554200 18887 800277 SH SOLE 800277 0 0 D MOLEX INC CL A COM 608554200 7291 308942 SH SOLE 0 0 308942 D MOLSON COORS BREWING CO CL B COM 60871R209 1636 21200 SH SOLE 21200 0 0 D MONACO COACH CORP COM 60886R103 39 2400 SH SOLE 2400 0 0 D MONRO MUFFLER BRAKE COM 610236101 968 37500 SH SOLE 0 0 37500 D MONSANTO CO COM 61166W101 5198 80582 SH SOLE 80582 0 0 D MONSANTO CO COM 61166W101 41 630 SH SOLE 0 0 630 D MONSTER WORLDWIDE INC COM 611742107 202 7200 SH SOLE 7200 0 0 D MOODYS CORP COM 615369105 3885 48050 SH SOLE 48050 0 0 D MOODYS CORP COM 615369105 1190 14720 SH SOLE 0 0 14720 D MOOG INC CLASS A COM 615394202 262 5800 SH SOLE 5800 0 0 D MORGAN STANLEY COM 617446448 58560 1022875 SH SOLE 1022875 0 0 D MORGAN STANLEY COM 617446448 11939 208545 SH SOLE 0 0 208545 D MOTOROLA COM 620076109 4168 278407 SH SOLE 278407 0 0 D MOTOROLA COM 620076109 1 100 SH SOLE 0 0 100 D MOVADO GROUP INC COM 624580106 30718 1660456 SH SOLE 1660456 0 0 D MOVADO GROUP INC COM 624580106 15229 823200 SH SOLE 0 0 823200 D MULTI-COLOR CORP COM 625383104 4146 212187 SH SOLE 212187 0 0 D MULTI-COLOR CORP COM 625383104 64 3300 SH SOLE 0 0 3300 D MUNICIPAL MTG & EQUITY L L C COM 62624B101 93 3810 SH SOLE 0 0 3810 D MURPHY OIL COM 626717102 49 500 SH SOLE 500 0 0 D MUTUALFIRST FINANCIAL INC COM 62845B104 275 12000 SH SOLE 0 0 12000 D MYERS INDUSTRIES INC COM 628464109 9 660 SH SOLE 660 0 0 D MYKROLIS CORP COM 62852P103 52838 3694975 SH SOLE 3694975 0 0 D MYKROLIS CORP COM 62852P103 93 6500 SH SOLE 0 0 6500 D MYLAN LABS COM 628530107 10 550 SH SOLE 550 0 0 D NBTY INC COM 628782104 35 1400 SH SOLE 1400 0 0 D NCI BUILDING SYSTEMS INC COM 628852105 124 3200 SH SOLE 3200 0 0 D NCR CORP COM 62886E108 2207 65420 SH SOLE 65420 0 0 D NCR CORP COM 62886E108 6 166 SH SOLE 0 0 166 D NS GROUP INC COM 628916108 176 5600 SH SOLE 5600 0 0 D NII HOLDINGS INC COM 62913F201 6 100 SH SOLE 100 0 0 D NN INC COM 629337106 240 19500 SH SOLE 19500 0 0 D NN INC COM 629337106 5905 479300 SH SOLE 0 0 479300 D NRG ENERGY INC COM 629377508 321 9400 SH SOLE 9400 0 0 D NTL INC COM 62940M104 172 2700 SH SOLE 2700 0 0 D NVR INC COM 62944T105 628 800 SH SOLE 800 0 0 D NASH FINCH COMPANY COM 631158102 684 18000 SH SOLE 18000 0 0 D NASH FINCH COMPANY COM 631158102 1330 35000 SH SOLE 0 0 35000 D NATCO GROUP INC CL A COM 63227W203 467 43000 SH SOLE 0 0 43000 D NATIONAL CITY CORP COM 635405103 2291 68389 SH SOLE 68389 0 0 D NATIONAL CITY CORP COM 635405103 367 10950 SH SOLE 0 0 10950 D NATIONAL FUEL GAS COM 636180101 165 5779 SH SOLE 5779 0 0 D NATIONAL INTERSTATE CORP COM 63654U100 1060 63100 SH SOLE 63100 0 0 D NATIONAL INTERSTATE CORP COM 63654U100 937 55800 SH SOLE 0 0 55800 D NATIONAL OILWELL VARCO INC COM 637071101 676 14477 SH SOLE 14477 0 0 D NATIONAL R V HLDGS INC COM 637277104 224 22000 SH SOLE 0 0 22000 D NATIONAL SECURITY GROUP INC COM 637546102 110 5300 SH SOLE 0 0 5300 D NATIONAL SEMICONDUCTOR COM 637640103 624 30300 SH SOLE 30300 0 0 D NATIONAL WESTERN LIFE COM 638522102 1026 6000 SH SOLE 0 0 6000 D NATIONWIDE FINANCIAL SVCS COM 638612101 154 4300 SH SOLE 4300 0 0 D NATIONWIDE HEALTH PROPERTIES INCOM 638620104 220 10900 SH SOLE 10900 0 0 D NATURAL GAS SERVICES GROUP COM 63886Q109 7802 709900 SH SOLE 709900 0 0 D NATURAL GAS SERVICES GROUP COM 63886Q109 119 10800 SH SOLE 0 0 10800 D NAVIGATORS GROUP INC COM 638904102 1206 36400 SH SOLE 0 0 36400 D NATURES SUNSHINE PRODS INC COM 639027101 635 37000 SH SOLE 0 0 37000 D NAVIGANT INTERNATIONAL INC COM 63935R108 79 5800 SH SOLE 5800 0 0 D NAVIGANT INTERNATIONAL INC COM 63935R108 504 36900 SH SOLE 0 0 36900 D NEENAH PAPER INC COM 640079109 3 85 SH SOLE 85 0 0 D NEENAH PAPER INC COM 640079109 10 299 SH SOLE 0 0 299 D NEIMAN MARCUS GROUP CLASS A COM 640204202 18 200 SH SOLE 200 0 0 D NEIMAN MARCUS GROUP CL B COM 640204301 31 339 SH SOLE 0 0 339 D NEOGEN CORP COM 640491106 5929 401099 SH SOLE 401099 0 0 D NEOGEN CORP COM 640491106 93 6275 SH SOLE 0 0 6275 D NEOWARE SYSTEMS INC COM 64065P102 83 8000 SH SOLE 8000 0 0 D NETWORK APPLIANCE INC COM 64120L104 1660 60000 SH SOLE 60000 0 0 D NEW CENTURY FINANCIAL CORP COM 6435EV108 84 1800 SH SOLE 1800 0 0 D NEW HORIZONS WORLDWIDE INC COM 645526104 120 30000 SH SOLE 0 0 30000 D NEW PLAN EXCEL REALTY TRUST COM 648053106 123 4900 SH SOLE 4900 0 0 D NEW YORK CMNTY BANCORP INC COM 649445103 856 47127 SH SOLE 47127 0 0 D NEW YORK TIMES CL A COM 650111107 564 15425 SH SOLE 15425 0 0 D NEW YORK TIMES CL A COM 650111107 11 300 SH SOLE 0 0 300 D NEWELL RUBBERMAID COM 651229106 487 22200 SH SOLE 22200 0 0 D NEWFIELD EXPL CO COM 651290108 134 1800 SH SOLE 1800 0 0 D NEWMONT MINING CORP HOLDING CO COM 651639106 32 750 SH SOLE 750 0 0 D NEWMONT MINING CORP HOLDING CO COM 651639106 63 1500 SH SOLE 0 0 1500 D NEWS CORP INC CLASS A COM 65248E104 404 23848 SH SOLE 23848 0 0 D NEWS CORP INC CLASS A COM 65248E104 32 1910 SH SOLE 0 0 1910 D NEXTEL COMMUNICATIONS CL A COM 65332V103 1637 57600 SH SOLE 57600 0 0 D NEXTEL COMMUNICATIONS CL A COM 65332V103 1 20 SH SOLE 0 0 20 D NEXTEL PARTNERS INC CLASS A COM 65333F107 22 1000 SH SOLE 1000 0 0 D NICOR INC COM 654086107 898 24200 SH SOLE 24200 0 0 D NIKE COM 654106103 2099 25200 SH SOLE 25200 0 0 D NISOURCE INC COM 65473P105 718 31500 SH SOLE 31500 0 0 D NOBEL LEARNING CMNTYS INC COM 654889104 153 18300 SH SOLE 0 0 18300 D NOBILITY HOMES INC COM 654892108 215 10300 SH SOLE 0 0 10300 D NOBLE ENERGY INC COM 655044105 156 2300 SH SOLE 2300 0 0 D NOLAND CO COM 655286102 521 11000 SH SOLE 0 0 11000 D NORDSTROM COM 655664100 1074 19400 SH SOLE 19400 0 0 D NORFOLK SOUTHERN COM 655844108 2601 70200 SH SOLE 70200 0 0 D NORFOLK SOUTHERN COM 655844108 128 3444 SH SOLE 0 0 3444 D NORTH AMERICAN PALLADIUM LTD COM 656912102 1054 140400 SH SOLE 0 0 140400 D NORTH FORK BANCORP COM 659424105 3245 116964 SH SOLE 116964 0 0 D NORTHEAST UTILITIES COM 664397106 81 4200 SH SOLE 4200 0 0 D NORTHERN TRUST CORP COM 665859104 738 17000 SH SOLE 17000 0 0 D NORTHRIM BANCORP COM 666762109 223 8900 SH SOLE 8900 0 0 D NORTHRIM BANCORP COM 666762109 5119 204760 SH SOLE 0 0 204760 D NORTHROP GRUMMAN CORP COM 666807102 2888 53500 SH SOLE 53500 0 0 D NORTHROP GRUMMAN CORP COM 666807102 68 1259 SH SOLE 0 0 1259 D NORTHWEST PIPE CO COM 667746101 464 18800 SH SOLE 0 0 18800 D NORTHWESTERN CORP COM 668074305 6283 238250 SH SOLE 238250 0 0 D NOVATEL WIRELESS INC COM 66987M604 198 18400 SH SOLE 18400 0 0 D NU HORIZONS ELECTRS CORP COM 669908105 6104 853760 SH SOLE 853760 0 0 D NU HORIZONS ELECTRS CORP COM 669908105 445 62200 SH SOLE 0 0 62200 D NOVAMERICAN STEEL INC COM 669959108 1303 26000 SH SOLE 0 0 26000 D NOVELL COM 670006105 2 300 SH SOLE 300 0 0 D NOVELLUS SYS INC COM 670008101 8 300 SH SOLE 300 0 0 D NU SKIN ENTERPRISES INC CL A COM 67018T105 14 600 SH SOLE 600 0 0 D NSTAR COM 67019E107 634 11675 SH SOLE 11675 0 0 D NSTAR COM 67019E107 655 12055 SH SOLE 0 0 12055 D NUCOR CORP. COM 670346105 3402 59100 SH SOLE 59100 0 0 D NUTRACEUTICAL INTL CORP COM 67060Y101 174 11000 SH SOLE 11000 0 0 D NVIDIA CORP COM 67066G104 321 13500 SH SOLE 13500 0 0 D NYFIX INC COM 670712108 360 67000 SH SOLE 0 0 67000 D OGE ENERGY CORP COM 670837103 367 13600 SH SOLE 13600 0 0 D OCA INC COM 67083Q101 167 39200 SH SOLE 39200 0 0 D OM GROUP INC COM 670872100 128 4200 SH SOLE 4200 0 0 D NUVEEN INVESTMENTS CL A COM 67090F106 7 200 SH SOLE 200 0 0 D OSI PHARMACEUTICALS INC COM 671040103 8 200 SH SOLE 200 0 0 D OCCIDENTAL PETROLEUM COM 674599105 45608 640830 SH SOLE 640830 0 0 D OCCIDENTAL PETROLEUM COM 674599105 10481 147270 SH SOLE 0 0 147270 D OCTEL CORP COM 675727101 649 35000 SH SOLE 0 0 35000 D OCWEN FINANCIAL CORP COM 675746101 103 12800 SH SOLE 12800 0 0 D ODYSSEY RE HOLDINGS CORP COM 67612W108 15 600 SH SOLE 600 0 0 D OFFICE DEPOT INC COM 676220106 2242 101100 SH SOLE 101100 0 0 D OFFSHORE LOGISTICS COM 676255102 27 800 SH SOLE 800 0 0 D OLD DOMINION FGHT LINES INC COM 679580100 13701 439835 SH SOLE 439835 0 0 D OLD DOMINION FGHT LINES INC COM 679580100 5525 177375 SH SOLE 0 0 177375 D OLD REPUBLIC INTL. CORP. COM 680223104 169 7250 SH SOLE 7250 0 0 D OLD SECOND BANCORP INC COM 680277100 12 400 SH SOLE 400 0 0 D OMNICOM GROUP COM 681919106 1310 14800 SH SOLE 14800 0 0 D OMEGA PROTEIN CORP COM 68210P107 471 69000 SH SOLE 0 0 69000 D OMNIVISION TECHNOLOGIES COM 682128103 251 16600 SH SOLE 16600 0 0 D ON ASSIGNMENT INC COM 682159108 5595 1097100 SH SOLE 1097100 0 0 D ON ASSIGNMENT INC COM 682159108 93 18300 SH SOLE 0 0 18300 D ONE LIBERTY PROPERTIES INC COM 682406103 151 8100 SH SOLE 8100 0 0 D ONE LIBERTY PROPERTIES INC COM 682406103 3587 192225 SH SOLE 0 0 192225 D ONEOK INC COM 682680103 428 13900 SH SOLE 13900 0 0 D ONEOK INC COM 682680103 160 5200 SH SOLE 0 0 5200 D OPNET TECHNOLOGIES INC COM 683757108 251 30000 SH SOLE 0 0 30000 D ORACLE SYSTEMS COM 68389X105 9320 746830 SH SOLE 746830 0 0 D ORACLE SYSTEMS COM 68389X105 4 300 SH SOLE 0 0 300 D OPTION CARE INC COM 683948103 1235 60000 SH SOLE 0 0 60000 D ORBITAL SCIENCES CORP COM 685564106 132 13600 SH SOLE 13600 0 0 D OREGON STEEL MILLS COM 686079104 156 6800 SH SOLE 6800 0 0 D O REILLY AUTOMOTIVE INC COM 686091109 15 300 SH SOLE 300 0 0 D ORIENTAL FINANCIAL GROUP COM 68618W100 3623 154696 SH SOLE 154696 0 0 D ORIENTAL FINANCIAL GROUP COM 68618W100 498 21275 SH SOLE 0 0 21275 D OSHKOSH TRUCK CORP COM 688239201 238 2900 SH SOLE 2900 0 0 D OVERSEAS SHIPHOLDING COM 690368105 928 14750 SH SOLE 14750 0 0 D OVERSEAS SHIPHOLDING COM 690368105 35 560 SH SOLE 0 0 560 D OWENS ILLINOIS INC COM 690768403 118 4700 SH SOLE 4700 0 0 D P & F INDUSTRIES CL A COM 692830508 151 10000 SH SOLE 0 0 10000 D P A M TRANSN SVCS INC COM 693149106 569 33100 SH SOLE 0 0 33100 D PC CONNECTION INC COM 69318J100 429 73000 SH SOLE 0 0 73000 D PDI INC COM 69329V100 861 42000 SH SOLE 0 0 42000 D PG & E CORP COM 69331C108 3085 90481 SH SOLE 90481 0 0 D PLM EQUIPMENT GROWTH FD II COM 693414104 0 1000 SH SOLE 1000 0 0 D PMA CAPITAL CORP COM 693419202 520 65000 SH SOLE 0 0 65000 D PMI GROUP INC COM 69344M101 133 3500 SH SOLE 3500 0 0 D PNC FINANCIAL SERV GROUP COM 693475105 1740 33800 SH SOLE 33800 0 0 D PPG INDUSTRIES COM 693506107 48689 680770 SH SOLE 680770 0 0 D PPG INDUSTRIES COM 693506107 11848 165660 SH SOLE 0 0 165660 D PPL CORPORATION COM 69351T106 2463 45620 SH SOLE 45620 0 0 D PPL CORPORATION COM 69351T106 22 411 SH SOLE 0 0 411 D PSS WORLD MEDICAL INC COM 69366A100 13378 1176646 SH SOLE 1176646 0 0 D PSS WORLD MEDICAL INC COM 69366A100 1687 148375 SH SOLE 0 0 148375 D PACCAR INC COM 693718108 16 225 SH SOLE 225 0 0 D PACIFIC CAPITAL BANCORP COM 69404P101 25078 842115 SH SOLE 842115 0 0 D PACIFIC MERCHANTILE BANCORP COM 694552100 246 18000 SH SOLE 0 0 18000 D PACIFIC SUNWEAR CALIF INC COM 694873100 14 500 SH SOLE 500 0 0 D PACIFICARE HEALTH SYSTEMS COM 695112102 666 11700 SH SOLE 11700 0 0 D PACTIV CORP COM 695257105 714 30569 SH SOLE 30569 0 0 D PALL CORP COM 696429307 184 6800 SH SOLE 6800 0 0 D PALM HARBOR HOMES COM 696639103 976 60000 SH SOLE 0 0 60000 D PALMONE INC COM 69713P107 124 4875 SH SOLE 4875 0 0 D PAN PACIFIC RETAIL PROPERTIES ICOM 69806L104 488 8600 SH SOLE 8600 0 0 D PANTRY INC COM 698657103 74 2400 SH SOLE 2400 0 0 D PAR TECHNOLOGY CORP COM 698884103 25 1600 SH SOLE 1600 0 0 D PAR TECHNOLOGY CORP COM 698884103 677 43500 SH SOLE 0 0 43500 D PAR PHARMACEUTICAL COMPANIES INCOM 69888P106 4704 140662 SH SOLE 140662 0 0 D PAR PHARMACEUTICAL COMPANIES INCOM 69888P106 645 19300 SH SOLE 0 0 19300 D PARAMETRIC TECH CORP COM 699173100 3328 595300 SH SOLE 595300 0 0 D PARKER HANNIFIN COM 701094104 1115 18301 SH SOLE 18301 0 0 D PARKER HANNIFIN COM 701094104 30 500 SH SOLE 0 0 500 D PARTNERS TRUST FINANCIAL GROUP COM 70213F102 371 35000 SH SOLE 0 0 35000 D PATINA OIL & GAS CORP COM 703224105 315 7868 SH SOLE 7868 0 0 D PATRIOT SCIENTIFIC CORP COM 70336N107 0 2000 SH SOLE 2000 0 0 D PATTERSON COMPANIES INC COM 703395103 170 3400 SH SOLE 3400 0 0 D PATTERSON-UTI ENERGY INC COM 703481101 263 10500 SH SOLE 10500 0 0 D PAXAR CORP COM 704227107 10466 490422 SH SOLE 490422 0 0 D PAXAR CORP COM 704227107 1239 58075 SH SOLE 0 0 58075 D PAYCHEX COM 704326107 1220 37172 SH SOLE 37172 0 0 D PAYCHEX COM 704326107 2150 65500 SH SOLE 0 0 65500 D PEABODY ENERGY CORP COM 704549104 223 4800 SH SOLE 4800 0 0 D PEDIATRIC SERVICES OF AMERICA COM 705323103 247 20000 SH SOLE 0 0 20000 D PEGASYSTEMS INC COM 705573103 301 56000 SH SOLE 0 0 56000 D PEGASUS SOLUTIONS INC COM 705906105 3141 265744 SH SOLE 265744 0 0 D PEGASUS SOLUTIONS INC COM 705906105 51 4300 SH SOLE 0 0 4300 D PENFORD CORP COM 707051108 258 15900 SH SOLE 15900 0 0 D PENFORD CORP COM 707051108 6446 396650 SH SOLE 0 0 396650 D PENN ENG & MFG CORP A COM 707389102 116 6400 SH SOLE 0 0 6400 D PENN ENGINEERING & MFG CORP COM 707389300 899 49800 SH SOLE 0 0 49800 D PENN NATL GAMING INC COM 707569109 372 12660 SH SOLE 12660 0 0 D PENNEY J C COMPANY INC COM 708160106 1508 29041 SH SOLE 29041 0 0 D PENNFED FINANCIAL SVCS INC COM 708167101 564 38000 SH SOLE 0 0 38000 D PENTAIR INC COM 709631105 156 4000 SH SOLE 4000 0 0 D PENWEST PHARMACEUTICALS CO COM 709754105 277 22400 SH SOLE 22400 0 0 D PENWEST PHARMACEUTICALS CO COM 709754105 6801 550275 SH SOLE 0 0 550275 D PEOPLES BANCORP INC COM 709789101 780 29000 SH SOLE 0 0 29000 D PEOPLES BANK BRIDGEPORT CT COM 710198102 66 1600 SH SOLE 1600 0 0 D PEOPLES BANK BRIDGEPORT CT COM 710198102 37 900 SH SOLE 0 0 900 D PEOPLES ENERGY COM 711030106 140 3350 SH SOLE 3350 0 0 D PEPCO HOLDINGS INC COM 713291102 141 6700 SH SOLE 6700 0 0 D PEPSI BOTTLING GROUP INC COM 713409100 680 24400 SH SOLE 24400 0 0 D PEPSIAMERICAS INC COM 71343P200 177 7800 SH SOLE 7800 0 0 D PEPSICO COM 713448108 13254 249928 SH SOLE 249928 0 0 D PEPSICO COM 713448108 16476 310684 SH SOLE 0 0 310684 D PERICOM SEMICONDUCTOR CORP COM 713831105 643 75000 SH SOLE 0 0 75000 D PERKINELMER INC COM 714046109 4905 237758 SH SOLE 237758 0 0 D PEROT SYS CORP CL A COM 714265105 27 2000 SH SOLE 2000 0 0 D PETCO ANIMAL SUPPLIES INC COM 716016209 7 200 SH SOLE 200 0 0 D PETROLEUM DEVELOPMENT CORP COM 716578109 155 4100 SH SOLE 4100 0 0 D PETROLEUM HELICOPTER VTG COM 716604103 435 14600 SH SOLE 0 0 14600 D PETSMART INC COM 716768106 29 1000 SH SOLE 1000 0 0 D PFIZER COM 717081103 72196 2748226 SH SOLE 2748226 0 0 D PFIZER COM 717081103 23696 902023 SH SOLE 0 0 902023 D PHARMACEUTICAL PROD DEV INC COM 717124101 5 100 SH SOLE 100 0 0 D PHARMION CORP COM 71715B409 5875 202575 SH SOLE 202575 0 0 D PHELPS DODGE COM 717265102 1933 19000 SH SOLE 19000 0 0 D PHELPS DODGE COM 717265102 9 90 SH SOLE 0 0 90 D PHILADELPHIA CONS HLDG CORP COM 717528103 248 3200 SH SOLE 3200 0 0 D PIER 1 IMPORTS COM 720279108 14 750 SH SOLE 750 0 0 D PILGRIMS PRIDE CORP CL B COM 721467108 643 18000 SH SOLE 18000 0 0 D PINNACLE ENTERTAINMENT INC COM 723456109 13138 786700 SH SOLE 786700 0 0 D PINNACLE ENTERTAINMENT INC COM 723456109 1152 69000 SH SOLE 0 0 69000 D PINNACLE FINANCIAL PARTNERS COM 72346Q104 9618 464196 SH SOLE 464196 0 0 D PINNACLE WEST CAPITAL COM 723484101 455 10700 SH SOLE 10700 0 0 D PIONEER NAT RES CO COM 723787107 320 7500 SH SOLE 7500 0 0 D PIPER JAFFRAY COMPANIES INC COM 724078100 13129 358823 SH SOLE 358823 0 0 D PIPER JAFFRAY COMPANIES INC COM 724078100 2 47 SH SOLE 0 0 47 D PITNEY BOWES COM 724479100 1401 31047 SH SOLE 31047 0 0 D PITNEY BOWES COM 724479100 83 1840 SH SOLE 0 0 1840 D PIXAR INC COM 725811103 78 800 SH SOLE 800 0 0 D PLAINS EXPLORATION & PRODUCT COM 726505100 172 4942 SH SOLE 4942 0 0 D PLANTRONICS INC COM 727493108 11 300 SH SOLE 300 0 0 D PLATO LEARNING INC COM 72764Y100 484 62000 SH SOLE 0 0 62000 D PLAYTEX PRODUCTS INC COM 72813P100 461 51200 SH SOLE 51200 0 0 D PLUG POWER INC COM 72919P103 0 1 SH SOLE 0 0 1 D PLUM CREEK TIMBER CO COM 729251108 1182 33100 SH SOLE 33100 0 0 D PLUM CREEK TIMBER CO COM 729251108 0 12 SH SOLE 0 0 12 D POGO PRODUCING CO COM 730448107 10 200 SH SOLE 200 0 0 D POLARIS INDS INC COM 731068102 301 4290 SH SOLE 4290 0 0 D POLYCOM INC COM 73172K104 32 1900 SH SOLE 1900 0 0 D POLYMEDICA CORP COM 731738100 20246 637457 SH SOLE 637457 0 0 D POLYMEDICA CORP COM 731738100 2440 76825 SH SOLE 0 0 76825 D POLYONE CORP COM 73179P106 4944 556708 SH SOLE 556708 0 0 D POLYONE CORP COM 73179P106 684 77050 SH SOLE 0 0 77050 D POMEROY IT SOLUTIONS INC COM 731822102 551 37000 SH SOLE 0 0 37000 D POPULAR INC COM 733174106 246 10100 SH SOLE 10100 0 0 D PORTALPLAYER INC COM 736187204 59 2600 SH SOLE 2600 0 0 D PORTEC RAIL PRODUCTS INC COM 736212101 6746 539700 SH SOLE 539700 0 0 D PORTEC RAIL PRODUCTS INC COM 736212101 103 8200 SH SOLE 0 0 8200 D POTASH CORP SASK INC COM 73755L107 8 86 SH SOLE 86 0 0 D POTLATCH CORP COM 737628107 231 4900 SH SOLE 4900 0 0 D POWELL INDUSTRIES INC COM 739128106 556 30000 SH SOLE 0 0 30000 D PRAXAIR INC COM 74005P104 43 901 SH SOLE 901 0 0 D PRAXAIR INC COM 74005P104 24 500 SH SOLE 0 0 500 D PREPAID LEGAL SERVICE COM 740065107 108 3200 SH SOLE 3200 0 0 D PRECISION CASTPARTS COM 740189105 947 12300 SH SOLE 12300 0 0 D PRECISION DRILLING CORP COM 74022D100 433 5800 SH SOLE 5800 0 0 D PREFFERED BANK LOS ANGELES COM 740367107 1081 27100 SH SOLE 27100 0 0 D PREFFERED BANK LOS ANGELES COM 740367107 12 300 SH SOLE 0 0 300 D PREMCOR INC COM 74045Q104 209 3500 SH SOLE 3500 0 0 D PRESTIGE BRANDS HOLDINGS INC COM 74112D101 1117 63300 SH SOLE 63300 0 0 D T ROWE PRICE GROUP INC COM 74144T108 1520 25600 SH SOLE 25600 0 0 D PRIDE INTL INC COM 74153Q102 335 13506 SH SOLE 13506 0 0 D PRIMEDIA INC COM 74157K101 92 21200 SH SOLE 21200 0 0 D PRINCETON REVIEW INC COM 742352107 2945 534397 SH SOLE 534397 0 0 D PRINCETON REVIEW INC COM 742352107 456 82739 SH SOLE 0 0 82739 D PRINCIPAL FINANCIAL GROUP COM 74251V102 1721 44700 SH SOLE 44700 0 0 D PRINCIPAL FINANCIAL GROUP COM 74251V102 77 2000 SH SOLE 0 0 2000 D PROASSURANCE CORP COM 74267C106 5716 144720 SH SOLE 144720 0 0 D PROASSURANCE CORP COM 74267C106 636 16100 SH SOLE 0 0 16100 D PROCTER & GAMBLE COM 742718109 22847 431084 SH SOLE 431084 0 0 D PROCTER & GAMBLE COM 742718109 8061 152100 SH SOLE 0 0 152100 D PRIVATEBANCORP INC COM 742962103 1093 34785 SH SOLE 34785 0 0 D PROGRESS ENERGY INC COM 743263105 1829 43592 SH SOLE 43592 0 0 D PROGRESS ENERGY INC COM 743263105 440 10500 SH SOLE 0 0 10500 D PROGRESSIVE CORP OHIO COM 743315103 1743 19000 SH SOLE 19000 0 0 D PROLOGIS TRUST COM 743410102 33 900 SH SOLE 900 0 0 D PROSPERITY BANCSHARES INC COM 743606105 223 8400 SH SOLE 8400 0 0 D PROTECTIVE LIFE CORP COM 743674103 161 4100 SH SOLE 4100 0 0 D PROVIDENT FINANCIAL HOLDINGS COM 743868101 71 2400 SH SOLE 2400 0 0 D PROVIDENT FINANCIAL HOLDINGS COM 743868101 565 19000 SH SOLE 0 0 19000 D PROVIDIAN FINANCIAL CORP COM 74406A102 2586 150700 SH SOLE 150700 0 0 D PROVIDIAN FINANCIAL CORP COM 74406A102 21 1200 SH SOLE 0 0 1200 D PRUDENTIAL FINANCIAL INC COM 744320102 4075 71000 SH SOLE 71000 0 0 D PUBLIC SERVICE ENTERPRISE GROU COM 744573106 1379 25350 SH SOLE 25350 0 0 D PUBLIC STORAGE INC COM 74460D109 40 700 SH SOLE 700 0 0 D PUGET ENERGY INC COM 745310102 55 2500 SH SOLE 2500 0 0 D PULTE HOMES COM 745867101 898 12200 SH SOLE 12200 0 0 D QLOGIC CORP COM 747277101 360 8900 SH SOLE 8900 0 0 D QUAKER FABRIC CORP COM 747399103 72 22200 SH SOLE 0 0 22200 D QUALCOMM INC COM 747525103 5901 161000 SH SOLE 161000 0 0 D QUALCOMM INC COM 747525103 1527 41655 SH SOLE 0 0 41655 D QUALITY DISTRIBUTION INC COM 74756M102 210 19400 SH SOLE 19400 0 0 D QUALITY SYSTEMS INC COM 747582104 34 800 SH SOLE 800 0 0 D QMED INC COM 747914109 28 2500 SH SOLE 2500 0 0 D QUEST DIAGNOSTICS COM 74834L100 820 7800 SH SOLE 7800 0 0 D QUEST DIAGNOSTICS COM 74834L100 16 150 SH SOLE 0 0 150 D QUESTAR CORP COM 748356102 119 2000 SH SOLE 2000 0 0 D QUIKSILVER INC COM 74838C106 41 1400 SH SOLE 1400 0 0 D QUIPP INC COM 748802105 55 4600 SH SOLE 0 0 4600 D QUIXOTE CORP COM 749056107 139 6400 SH SOLE 6400 0 0 D QUIXOTE CORP COM 749056107 3422 157910 SH SOLE 0 0 157910 D QWEST COMMUNICATIONS INTL INC COM 749121109 448 121000 SH SOLE 121000 0 0 D QWEST COMMUNICATIONS INTL INC COM 749121109 16 4262 SH SOLE 0 0 4262 D R&G FINANCIAL CORP -CL B COM 749136107 175 5600 SH SOLE 5600 0 0 D RGC RESOURCES INC COM 74955L103 170 6500 SH SOLE 0 0 6500 D R H DONNELLEY CORP COM 74955W307 1255 21600 SH SOLE 21600 0 0 D RPC INC COM 749660106 22723 1495949 SH SOLE 1495949 0 0 D RPC INC COM 749660106 1978 130200 SH SOLE 0 0 130200 D RPM INTERNATIONAL INC COM 749685103 55 3000 SH SOLE 3000 0 0 D RSA SECURITY INC COM 749719100 21 1320 SH SOLE 1320 0 0 D RTI INTERNATIONAL METALS INC COM 74973W107 1404 60000 SH SOLE 0 0 60000 D RADIAN GROUP INC COM 750236101 18215 381545 SH SOLE 381545 0 0 D RADIAN GROUP INC COM 750236101 4535 94990 SH SOLE 0 0 94990 D RADIANT SYSTEMS INC COM 75025N102 1500 153100 SH SOLE 153100 0 0 D RADIO ONE INC CL D COM 75040P405 3 200 SH SOLE 200 0 0 D RADIOSHACK CORP COM 750438103 91 3700 SH SOLE 3700 0 0 D RAILAMERICA INC COM 750753105 1198 96000 SH SOLE 0 0 96000 D RALCORP HOLDINGS INC COM 751028101 66 1400 SH SOLE 1400 0 0 D RARE HOSPITALITY INTL INC COM 753820109 31213 1010781 SH SOLE 1010781 0 0 D RAYMOND JAMES FINANCIAL COM 754730109 309 10200 SH SOLE 10200 0 0 D RAYONIER INC COM 754907103 62 1250 SH SOLE 1250 0 0 D RAYTHEON CO COM 755111507 3821 98724 SH SOLE 98724 0 0 D RAYTHEON CO COM 755111507 2 63 SH SOLE 0 0 63 D READERS DIGEST COM 755267101 26 1500 SH SOLE 0 0 1500 D RECKSON ASSOC REALTY CORP COM 75621K106 101 3300 SH SOLE 3300 0 0 D RED HAT INC COM 756577102 2 200 SH SOLE 200 0 0 D RED ROBIN GOURMET BURGERS COM 75689M101 10594 208093 SH SOLE 208093 0 0 D RED ROBIN GOURMET BURGERS COM 75689M101 1465 28775 SH SOLE 0 0 28775 D REEBOK INTERNATIONAL COM 758110100 715 16150 SH SOLE 16150 0 0 D REGENCY CENTERS CORP COM 758849103 81 1700 SH SOLE 1700 0 0 D REGENT COMMUNICATIONS INC COM 758865109 284 53000 SH SOLE 53000 0 0 D REGENT COMMUNICATIONS INC COM 758865109 6612 1235900 SH SOLE 0 0 1235900 D REGIS CORP COM 758932107 23 550 SH SOLE 550 0 0 D REGIONS FINANCIAL CORP COM 7591EP100 1771 54670 SH SOLE 54670 0 0 D REINSURANCE GROUP AMER INC COM 759351109 881 20680 SH SOLE 20680 0 0 D RELIANCE STEEL & ALUMINUM CO COM 759509102 104 2600 SH SOLE 2600 0 0 D RELIANT ENERGY INC COM 75952B105 129 11365 SH SOLE 11365 0 0 D REMEDYTEMP INC CL A COM 759549108 104 10600 SH SOLE 10600 0 0 D REMEDYTEMP INC CL A COM 759549108 5352 543400 SH SOLE 0 0 543400 D RENT A CENTER INC COM 76009N100 393 14393 SH SOLE 14393 0 0 D REPUBLIC AIRWAYS HOLDINGS INC COM 760276105 6456 516500 SH SOLE 516500 0 0 D REPUBLIC AIRWAYS HOLDINGS INC COM 760276105 118 9400 SH SOLE 0 0 9400 D REPUBLIC SVCS INC COM 760759100 375 11200 SH SOLE 11200 0 0 D RES-CARE INC COM 760943100 651 52000 SH SOLE 0 0 52000 D RESMED INC COM 761152107 6 100 SH SOLE 100 0 0 D RESOURCE AMERICA INC CL A COM 761195205 1717 49000 SH SOLE 0 0 49000 D RESPIRONICS INC COM 761230101 25559 438622 SH SOLE 438622 0 0 D RESPIRONICS INC COM 761230101 1199 20575 SH SOLE 0 0 20575 D REVLON INC CL A COM 761525500 7447 2585750 SH SOLE 2585750 0 0 D REX STORES CORP COM 761624105 529 37550 SH SOLE 0 0 37550 D REYNOLDS & REYNOLDS CL A COM 761695105 425 15700 SH SOLE 15700 0 0 D REYNOLDS & REYNOLDS CL A COM 761695105 92 3400 SH SOLE 0 0 3400 D REYNOLDS AMERICAN INC COM 761713106 2128 26400 SH SOLE 26400 0 0 D RICHARDSON ELECTRS LTD COM 763165107 483 47000 SH SOLE 0 0 47000 D RICHELIEU HARDWARE LTD COM 76329W103 118 5700 SH SOLE 5700 0 0 D RITE AID CORP COM 767754104 1 300 SH SOLE 300 0 0 D ROANOKE ELEC STEEL CORP COM 769841107 656 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 962 35700 SH SOLE 35700 0 0 D ROCKWELL AUTOMATION INC COM 773903109 3172 56000 SH SOLE 56000 0 0 D ROCKWELL AUTOMATION INC COM 773903109 1 25 SH SOLE 0 0 25 D ROCKWELL COLLINS INC COM 774341101 52889 1111350 SH SOLE 1111350 0 0 D ROCKWELL COLLINS INC COM 774341101 11814 248240 SH SOLE 0 0 248240 D ROFIN-SINAR TECHNOLOGIES INC COM 775043102 1125 35000 SH SOLE 0 0 35000 D ROHM & HAAS COM 775371107 1464 30500 SH SOLE 30500 0 0 D ROHM & HAAS COM 775371107 144 3000 SH SOLE 0 0 3000 D ROPER INDUSTRIES INC/DE COM 776696106 80236 1224982 SH SOLE 1224982 0 0 D ROPER INDUSTRIES INC/DE COM 776696106 858 13100 SH SOLE 0 0 13100 D ROSS STORES INC COM 778296103 9 300 SH SOLE 300 0 0 D ROWAN COS. INC. COM 779382100 13446 449250 SH SOLE 449250 0 0 D ROWE COMPANIES COM 779528108 147 37000 SH SOLE 37000 0 0 D ROWE COMPANIES COM 779528108 1784 450600 SH SOLE 0 0 450600 D RURBAN FINANCIAL CORP COM 78176P108 79 5555 SH SOLE 5555 0 0 D RUSH ENTERPRISES INC CL A COM 781846209 1601 102100 SH SOLE 102100 0 0 D RUSH ENTERPRISES INC CL A COM 781846209 7876 502293 SH SOLE 0 0 502293 D RUSS BERRIE & CO INC COM 782233100 289 15100 SH SOLE 15100 0 0 D RYDER SYSTEM COM 783549108 492 11800 SH SOLE 11800 0 0 D RYLAND GROUP INC COM 783764103 186 3000 SH SOLE 3000 0 0 D S & K FAMOUS BRANDS INC COM 783774102 184 11300 SH SOLE 0 0 11300 D SBC COMMUNICATIONS INC. COM 78387G103 12404 523595 SH SOLE 523595 0 0 D SBC COMMUNICATIONS INC. COM 78387G103 732 30898 SH SOLE 0 0 30898 D SBS TECHNOLOGIES INC COM 78387P103 479 43000 SH SOLE 0 0 43000 D SCP POOL CORP COM 784028102 7746 243130 SH SOLE 243130 0 0 D SCP POOL CORP COM 784028102 1016 31905 SH SOLE 0 0 31905 D SEI INVESTMENTS CO COM 784117103 18 500 SH SOLE 500 0 0 D SFBC INTERNATIONAL INC COM 784121105 81 2300 SH SOLE 2300 0 0 D SEMCO ENERGY INC COM 78412D109 472 82000 SH SOLE 0 0 82000 D SI INTERNATIONAL INC COM 78427V102 2733 98900 SH SOLE 98900 0 0 D SI INTERNATIONAL INC COM 78427V102 41 1500 SH SOLE 0 0 1500 D S J W CORP COM 784305104 927 26400 SH SOLE 0 0 26400 D SL GREEN REALTY CORP COM 78440X101 9047 160918 SH SOLE 160918 0 0 D SL GREEN REALTY CORP COM 78440X101 883 15700 SH SOLE 0 0 15700 D S L INDUSTRIES INC COM 784413106 193 13800 SH SOLE 0 0 13800 D S L S INTERNATIONAL INC COM 784429102 25 10000 SH SOLE 10000 0 0 D SLM CORPORATION COM 78442P106 38261 767676 SH SOLE 767676 0 0 D SLM CORPORATION COM 78442P106 13762 276115 SH SOLE 0 0 276115 D S&P500 DEPOSITARY RECEIPT SPDR COM 78462F103 3848 32620 SH SOLE 32620 0 0 D SPX CORP COM 784635104 9 200 SH SOLE 200 0 0 D SWS GROUP INC COM 78503N107 785 49000 SH SOLE 0 0 49000 D SABRE HLDGS CORP COM 785905100 1282 58600 SH SOLE 58600 0 0 D SAFECO COM 786429100 969 19900 SH SOLE 19900 0 0 D SAFECO COM 786429100 34 690 SH SOLE 0 0 690 D SAFETY INSURANCE GROUP INC COM 78648T100 10709 345900 SH SOLE 345900 0 0 D SAFEWAY INC COM 786514208 1347 72700 SH SOLE 72700 0 0 D SAGA COMMUNICATIONS INC -CL A COM 786598102 24547 1524629 SH SOLE 1524629 0 0 D SAGA COMMUNICATIONS INC -CL A COM 786598102 188 11650 SH SOLE 0 0 11650 D ST JOE COMPANY COM 790148100 20 300 SH SOLE 300 0 0 D SAINT JUDE MEDICAL COM 790849103 101 2800 SH SOLE 2800 0 0 D ST PAUL TRAVELERS COS INC COM 792860108 3494 95118 SH SOLE 95118 0 0 D ST PAUL TRAVELERS COS INC COM 792860108 56 1537 SH SOLE 0 0 1537 D SALEM COMMUNICATIONS CORP COM 794093104 7095 344435 SH SOLE 344435 0 0 D SALEM COMMUNICATIONS CORP COM 794093104 1016 49300 SH SOLE 0 0 49300 D SANDERS MORRIS HARRIS GROUP INCCOM 80000Q104 2381 131700 SH SOLE 131700 0 0 D SANDERS MORRIS HARRIS GROUP INCCOM 80000Q104 8846 489271 SH SOLE 0 0 489271 D SANDERSON FARMS INC COM 800013104 190 4400 SH SOLE 4400 0 0 D SANDERSON FARMS INC COM 800013104 2272 52575 SH SOLE 0 0 52575 D SANDISK CORP COM 80004C101 25 900 SH SOLE 900 0 0 D JOHN B. SANFILIPPO & SONS INC COM 800422107 1836 74700 SH SOLE 74700 0 0 D SANMINA-SCI CORP COM 800907107 139 26600 SH SOLE 26600 0 0 D SANTANDER BANCORP COM 802809103 1555 59060 SH SOLE 59060 0 0 D SARA LEE CORP COM 803111103 2263 102100 SH SOLE 102100 0 0 D SAUER-DANFOSS INC COM 804137107 342 15100 SH SOLE 15100 0 0 D SCANA CORP COM 80589M102 149 3900 SH SOLE 3900 0 0 D SCHERING PLOUGH COM 806605101 1614 88901 SH SOLE 88901 0 0 D SCHERING PLOUGH COM 806605101 336 18500 SH SOLE 0 0 18500 D SCHLUMBERGER LTD COM 806857108 6851 97205 SH SOLE 97205 0 0 D SCHLUMBERGER LTD COM 806857108 6067 86077 SH SOLE 0 0 86077 D SCHNITZER STL INDS CL A COM 806882106 20 600 SH SOLE 600 0 0 D SCHWAB CHARLES CORP COM 808513105 64 6100 SH SOLE 6100 0 0 D SCHWEITZER-MAUDUIT INTL COM 808541106 1 41 SH SOLE 41 0 0 D SCIENTIFIC ATLANTA COM 808655104 598 21200 SH SOLE 21200 0 0 D SCOPE INDUSTRIES COM 809163108 189 2700 SH SOLE 0 0 2700 D SCOTTS MIRACLE-GRO CO COM 810186106 112 1600 SH SOLE 1600 0 0 D SCRIPPS E W CO CL A COM 811054204 444 9100 SH SOLE 9100 0 0 D SCS TRANSPORTATION INC COM 81111T102 271 14600 SH SOLE 14600 0 0 D SCS TRANSPORTATION INC COM 81111T102 6315 339700 SH SOLE 0 0 339700 D SEABOARD CORP COM 811543107 1223 1140 SH SOLE 1140 0 0 D SEABRIGHT INSURANCE HOLDINGS COM 811656107 1 100 SH SOLE 0 0 100 D SEACHANGE INTERNATIONAL INC COM 811699107 16 1200 SH SOLE 1200 0 0 D SEALED AIR CORP COM 81211K100 712 13700 SH SOLE 13700 0 0 D SEARS HOLDINGS CORP COM 812350106 2341 17579 SH SOLE 17579 0 0 D SEMPRA ENERGY COM 816851109 2183 54800 SH SOLE 54800 0 0 D SEMITOOL INC COM 816909105 775 76000 SH SOLE 0 0 76000 D SEPRACOR INC COM 817315104 34 600 SH SOLE 600 0 0 D SEROLOGICALS CORPORATION COM 817523103 22 900 SH SOLE 900 0 0 D SERVICE CORP INTERNATIONAL COM 817565104 5813 777100 SH SOLE 777100 0 0 D SERVICEMASTER COMPANY COM 81760N109 92 6800 SH SOLE 6800 0 0 D 7-ELEVEN INC COM 817826209 79 3300 SH SOLE 3300 0 0 D SHELL CANADA LTD CL A COM 822567103 22 300 SH SOLE 300 0 0 D SHELL TRANSP/TRAD ADR COM 822703609 2 31 SH SOLE 31 0 0 D SHERWIN WILLIAMS CO COM 824348106 1183 26900 SH SOLE 26900 0 0 D SHOE CARNIVAL INC COM 824889109 630 36000 SH SOLE 0 0 36000 D SIEBEL SYSTEMS INC COM 826170102 439 48100 SH SOLE 48100 0 0 D SIERRA HEALTH SERVICES COM 826322109 790 12380 SH SOLE 12380 0 0 D SIGMA-ALDRICH COM 826552101 521 8500 SH SOLE 8500 0 0 D SIGMA-ALDRICH COM 826552101 208 3400 SH SOLE 0 0 3400 D SILICONIX INC COM 827079203 120 3400 SH SOLE 3400 0 0 D SIMMONS FIRST NATIONAL CORP CL COM 828730200 571 23000 SH SOLE 0 0 23000 D SIMON PROPERTY GROUP INC COM 828806109 1312 21650 SH SOLE 21650 0 0 D SIMPSON MANUFACTURING INC COM 829073105 637 20600 SH SOLE 20600 0 0 D SINCLAIR BROADCAST GROUP INC CLCOM 829226109 18 2200 SH SOLE 2200 0 0 D SIRIUS SATELLITE RADIO INC COM 82966U103 900 160100 SH SOLE 160100 0 0 D SIZELER PROPERTY INVESTORS COM 830137105 428 36100 SH SOLE 0 0 36100 D SKECHERS U S A INC COM 830566105 139 9000 SH SOLE 9000 0 0 D SKY FINL GROUP INC COM 83080P103 1319 49177 SH SOLE 49177 0 0 D SKY FINL GROUP INC COM 83080P103 1252 46686 SH SOLE 0 0 46686 D SKYWEST INC COM 830879102 17603 946900 SH SOLE 946900 0 0 D SKYWORKS SOLUTIONS INC COM 83088M102 4117 648289 SH SOLE 648289 0 0 D SKYWORKS SOLUTIONS INC COM 83088M102 504 79400 SH SOLE 0 0 79400 D SMART & FINAL INC COM 831683107 8498 698834 SH SOLE 698834 0 0 D SMART & FINAL INC COM 831683107 1157 95150 SH SOLE 0 0 95150 D SMARTALK TELESERVICES INC COM 83169A100 0 1000 SH SOLE 1000 0 0 D SMITH A O CORP COM 831865209 4 150 SH SOLE 150 0 0 D SMITH INTERNATIONAL COM 832110100 19 300 SH SOLE 300 0 0 D SMITHFIELD FOODS INC COM 832248108 110 3500 SH SOLE 3500 0 0 D SMUCKER (JM) CO COM 832696405 1815 36079 SH SOLE 36079 0 0 D SMUCKER (JM) CO COM 832696405 0 4 SH SOLE 0 0 4 D SNAP-ON INC COM 833034101 210 6600 SH SOLE 6600 0 0 D SOLECTRON CORP COM 834182107 14 3900 SH SOLE 3900 0 0 D SOLEXA INC COM 83420X105 0 1 SH SOLE 1 0 0 D SONIC CORP COM 835451105 461 13800 SH SOLE 13800 0 0 D SONOCO PRODUCTS COM 835495102 121 4200 SH SOLE 4200 0 0 D SONUS NETWORKS INC COM 835916107 0 2 SH SOLE 2 0 0 D SOUND FEDERAL BANCORP INC COM 83607V104 558 36000 SH SOLE 0 0 36000 D SOURCE INTERLINK COMPANIES INC COM 836151209 619 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 2098 37200 SH SOLE 0 0 37200 D SOUTHCOAST FINANCIAL CORP COM 84129R100 5884 241623 SH SOLE 241623 0 0 D SOUTHERN CO. COM 842587107 4313 135506 SH SOLE 135506 0 0 D SOUTHERN CO. COM 842587107 44 1370 SH SOLE 0 0 1370 D SOUTHERN COMMUNITY FINANCIAL COM 842632101 301 32000 SH SOLE 0 0 32000 D SOUTHERN PERU COPPER CORP COM 843611104 33 600 SH SOLE 600 0 0 D SOUTHWEST AIRLINES COM 844741108 19 1347 SH SOLE 1347 0 0 D SOUTHWEST BANCORP INC COM 844767103 100 5400 SH SOLE 5400 0 0 D SOUTHWEST WATER CO COM 845331107 453 43471 SH SOLE 0 0 43471 D SOUTHWESTERN ENERGY CO COM 845467109 272 4800 SH SOLE 4800 0 0 D SOVEREIGN BANCORP COM 845905108 1223 55200 SH SOLE 55200 0 0 D SPARTAN STORES INC COM 846822104 553 52000 SH SOLE 0 0 52000 D SPARTECH CORP COM 847220209 33684 1696925 SH SOLE 1696925 0 0 D SPARTECH CORP COM 847220209 1602 80700 SH SOLE 0 0 80700 D SPECTRUM CONTROL INC COM 847615101 155 20700 SH SOLE 20700 0 0 D SPECTRUM CONTROL INC COM 847615101 2042 273300 SH SOLE 0 0 273300 D SPECTRASITE INC COM 84761M104 17 300 SH SOLE 300 0 0 D SPINNAKER EXPLORATION CO COM 84855W109 7552 212560 SH SOLE 212560 0 0 D SPINNAKER EXPLORATION CO COM 84855W109 1021 28750 SH SOLE 0 0 28750 D SPORTSMAN'S GUIDE INC COM 848907200 8569 327800 SH SOLE 327800 0 0 D SPORTSMAN'S GUIDE INC COM 848907200 139 5300 SH SOLE 0 0 5300 D SPORT CHALET INC COM 849163100 244 18000 SH SOLE 0 0 18000 D THE SPORTS AUTHORITY INC COM 84917U109 2035 74000 SH SOLE 0 0 74000 D SPRINT CORP (FON) COM 852061100 9437 414800 SH SOLE 414800 0 0 D SPRINT CORP (FON) COM 852061100 177 7765 SH SOLE 0 0 7765 D SS&C TECHNOLOGIES INC COM 85227Q100 100 4400 SH SOLE 4400 0 0 D STAGE STORES INC COM 85254C305 100 2600 SH SOLE 2600 0 0 D STAKTEK HOLDINGS INC COM 85256P106 21 5400 SH SOLE 5400 0 0 D STANCORP FINL GROUP INC COM 852891100 157 1856 SH SOLE 1856 0 0 D STANDARD COMERCIAL CORP COM 853258101 15 800 SH SOLE 800 0 0 D STANDARD COMERCIAL CORP COM 853258101 725 39000 SH SOLE 0 0 39000 D STANDARD PAC CORP NEW COM 85375C101 94 1300 SH SOLE 1300 0 0 D STANLEY WORKS COM 854616109 1627 35936 SH SOLE 35936 0 0 D STANLEY WORKS COM 854616109 54 1200 SH SOLE 0 0 1200 D STAPLES INC COM 855030102 7138 227100 SH SOLE 227100 0 0 D STAPLES INC COM 855030102 6218 197825 SH SOLE 0 0 197825 D STARBUCKS CORP COM 855244109 10 200 SH 0 0 200 D STARWOOD HOTELS/RESORTS WORLD COM 85590A203 3902 65000 SH SOLE 65000 0 0 D STATE STREET CORP COM 857477103 210 4810 SH SOLE 4810 0 0 D STATE STREET CORP COM 857477103 20 450 SH SOLE 0 0 450 D STATION CASINOS INC COM 857689103 14 200 SH SOLE 200 0 0 D STEEL DYNAMICS INC COM 858119100 83 2400 SH SOLE 2400 0 0 D STEEL TECHNOLOGIES INC COM 858147101 19 800 SH SOLE 800 0 0 D STEELCASE INC CL A COM 858155203 29 2100 SH SOLE 2100 0 0 D STEIN MART INC COM 858375108 9863 438340 SH SOLE 438340 0 0 D STEIN MART INC COM 858375108 4057 180300 SH SOLE 0 0 180300 D STEINWAY MUSICAL INSTRS INC COM 858495104 21387 713838 SH SOLE 713838 0 0 D STEINWAY MUSICAL INSTRS INC COM 858495104 7763 259125 SH SOLE 0 0 259125 D STELLENT INC COM 85856W105 1187 141156 SH SOLE 141156 0 0 D STELLENT INC COM 85856W105 6931 824100 SH SOLE 0 0 824100 D STEPAN CO COM 858586100 611 26000 SH SOLE 0 0 26000 D STERICYCLE INC COM 858912108 6 142 SH 142 0 0 D STERLING BANCORP COM 859158107 28890 1190367 SH SOLE 1190367 0 0 D STERLING BANCORP COM 859158107 146 6020 SH SOLE 0 0 6020 D STERLING FINL CORP/SPOKANE COM 859319105 1242 34776 SH SOLE 34776 0 0 D STERLING FINL CORP/SPOKANE COM 859319105 5842 163636 SH SOLE 0 0 163636 D STEWART INFORMATION SVCS COM 860372101 1951 52000 SH SOLE 0 0 52000 D STIFEL FINANCIAL CORP COM 860630102 669 30667 SH SOLE 0 0 30667 D STONE ENERGY CORP COM 861642106 97 2000 SH SOLE 2000 0 0 D STONERIDGE INC COM 86183P102 51 4200 SH SOLE 4200 0 0 D STONERIDGE INC COM 86183P102 806 66000 SH SOLE 0 0 66000 D STORAGE TECHNOLOGY COM 862111200 527 17100 SH SOLE 17100 0 0 D STRIDE RITE COM 863314100 5019 377404 SH SOLE 377404 0 0 D STRIDE RITE COM 863314100 669 50300 SH SOLE 0 0 50300 D STRYKER CORP COM 863667101 6314 141527 SH SOLE 141527 0 0 D STRYKER CORP COM 863667101 5290 118575 SH SOLE 0 0 118575 D STUDENT LOAN CORP COM 863902102 31 150 SH SOLE 150 0 0 D STUDENT LOAN CORP COM 863902102 19 90 SH SOLE 0 0 90 D SUMMA INDS COM 86562T105 109 12300 SH SOLE 0 0 12300 D SUN BANCORP INC-NJ COM 86663B102 5699 249045 SH SOLE 249045 0 0 D SUN BANCORP INC-NJ COM 86663B102 610 26640 SH SOLE 0 0 26640 D SUN MICROSYSTEMS COM 866810104 2188 541700 SH SOLE 541700 0 0 D SUNCOR ENERGY INC COM 867229106 20 500 SH SOLE 500 0 0 D SUNGARD DATA SYSTEMS COM 867363103 642 18600 SH SOLE 18600 0 0 D SUNOCO INC COM 86764P109 2267 21900 SH SOLE 21900 0 0 D SUNTRUST BANKS COM 867914103 2933 40699 SH SOLE 40699 0 0 D SUNTRUST BANKS COM 867914103 12 164 SH SOLE 0 0 164 D SUPERIOR UNIFORM GROUP INC COM 868358102 287 21000 SH SOLE 0 0 21000 D SUPERVALU INC COM 868536103 1481 44400 SH SOLE 44400 0 0 D SUPREME INDUSTRIES INC CL A COM 868607102 213 34000 SH SOLE 0 0 34000 D SUREWEST COMMUNICATIONS COM 868733106 945 41000 SH SOLE 0 0 41000 D SWIFT ENERGY CO COM 870738101 57 2000 SH SOLE 2000 0 0 D SYBASE INC COM 871130100 279 15100 SH SOLE 15100 0 0 D SYMANTEC CORP COM 871503108 10619 497851 SH SOLE 497851 0 0 D SYMANTEC CORP COM 871503108 11194 524780 SH SOLE 0 0 524780 D SYMBION INC COM 871507109 12502 585015 SH SOLE 585015 0 0 D SYMBOL TECHNOLOGIES COM 871508107 12 800 SH SOLE 800 0 0 D SYMMETRY MEDICAL INC COM 871546206 2083 109500 SH SOLE 109500 0 0 D SYMS CORP COM 871551107 570 43000 SH SOLE 0 0 43000 D SYNOPSYS INC COM 871607107 29 1600 SH SOLE 1600 0 0 D SYNOVUS FINANCIAL CORP COM 87161C105 513 18400 SH SOLE 18400 0 0 D SYNOVUS FINANCIAL CORP COM 87161C105 34 1220 SH SOLE 0 0 1220 D SYNOVIS LIFE TECHNOLOGIES INC COM 87162G105 289 29000 SH SOLE 0 0 29000 D SYPRIS SOLUTIONS INC COM 871655106 525 49000 SH SOLE 0 0 49000 D SYSCO CORP COM 871829107 57 1600 SH SOLE 1600 0 0 D SYSCO CORP COM 871829107 36 1000 SH SOLE 0 0 1000 D TBC CORP COM 872183108 9966 357706 SH SOLE 357706 0 0 D TBC CORP COM 872183108 1346 48325 SH SOLE 0 0 48325 D TCF FINANCIAL CORP COM 872275102 43 1600 SH SOLE 1600 0 0 D TD BANKNORTH INC COM 87235A101 37 1176 SH SOLE 1176 0 0 D TD BANKNORTH INC COM 87235A101 3551 113680 SH SOLE 0 0 113680 D TECO ENERGY COM 872375100 1072 68350 SH SOLE 68350 0 0 D TESSCO TECHNOLOGIES INC COM 872386107 211 14000 SH SOLE 0 0 14000 D TJX COMPANIES INC COM 872540109 355 14400 SH SOLE 14400 0 0 D T R C COMPANIES INC COM 872625108 691 47000 SH SOLE 0 0 47000 D T T M TECHNOLOGIES COM 87305R109 94 9000 SH SOLE 9000 0 0 D TXU CORPORATION COM 873168108 2198 27600 SH SOLE 27600 0 0 D TXU CORPORATION COM 873168108 183 2300 SH SOLE 0 0 2300 D TALBOTS INC COM 874161102 1211 37872 SH SOLE 37872 0 0 D TALX CORP COM 874918105 1090 60000 SH SOLE 0 0 60000 D TARGET CORP COM 87612E106 6278 125512 SH SOLE 125512 0 0 D TARGET CORP COM 87612E106 4159 83145 SH SOLE 0 0 83145 D TAYLOR CAPITAL GROUP INC COM 876851106 238 7300 SH SOLE 7300 0 0 D TAYLOR CAPITAL GROUP INC COM 876851106 5904 180818 SH SOLE 0 0 180818 D TEAM INC COM 878155100 8102 405100 SH SOLE 405100 0 0 D TEAM INC COM 878155100 88 4400 SH SOLE 0 0 4400 D TECH DATA CORP COM 878237106 248 6700 SH SOLE 6700 0 0 D TECHNE CORP COM 878377100 8181 203600 SH SOLE 203600 0 0 D TECHNITROL INC COM 878555101 4613 309200 SH SOLE 309200 0 0 D TECHNITROL INC COM 878555101 501 33600 SH SOLE 0 0 33600 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 191 7800 SH SOLE 7800 0 0 D TEKTRONIX COM 879131100 49 2000 SH SOLE 0 0 2000 D TELEFLEX INC COM 879369106 25759 503296 SH SOLE 503296 0 0 D TELEPHONE & DATA SYS INC COM 879433100 16 200 SH SOLE 200 0 0 D TELLABS INC COM 879664100 18 2509 SH SOLE 2509 0 0 D TEMPLE INLAND INC COM 879868107 11824 162975 SH SOLE 162975 0 0 D TENNANT CO COM 880345103 323 8350 SH SOLE 8350 0 0 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 4365 100800 SH SOLE 0 0 100800 D TESORO CORP COM 881609101 515 13900 SH SOLE 13900 0 0 D TETRA TECHNOLOGIES INC COM 88162F105 307 10800 SH SOLE 10800 0 0 D TETRA TECHNOLOGIES INC COM 88162F105 7278 255900 SH SOLE 0 0 255900 D TEXAS INSTRUMENTS COM 882508104 2284 89605 SH SOLE 89605 0 0 D TEXAS ROADHOUSE INC CL A COM 882681109 9245 329225 SH SOLE 329225 0 0 D TEXTRON COM 883203101 2395 32100 SH SOLE 32100 0 0 D THERMO ELECTRON CORP COM 883556102 579 22900 SH SOLE 22900 0 0 D THORNBURG MORTGAGE INC COM 885218107 196 7000 SH SOLE 7000 0 0 D 3M CO COM 88579Y101 16881 196996 SH SOLE 196996 0 0 D 3M CO COM 88579Y101 15707 183303 SH SOLE 0 0 183303 D TIBCO SOFTWARE INC COM 88632Q103 19 2600 SH SOLE 2600 0 0 D TIDEWATER INC COM 886423102 4 100 SH SOLE 100 0 0 D TIER TECHNOLOGIES INC CL B COM 88650Q100 398 54000 SH SOLE 0 0 54000 D TIERONE CORP COM 88650R108 1269 54000 SH SOLE 0 0 54000 D TIMBERLAND CO CL A COM 887100105 234 3300 SH SOLE 3300 0 0 D TIME WARNER INC COM 887317105 13364 761500 SH SOLE 761500 0 0 D TIMKEN COM 887389104 8 300 SH SOLE 300 0 0 D TOLL BROTHERS COM 889478103 303 3840 SH SOLE 3840 0 0 D TOLLGRADE COMMUNICATIONS INC COM 889542106 620 89863 SH SOLE 89863 0 0 D TORCHMARK COM 891027104 532 10200 SH SOLE 10200 0 0 D TORO CO COM 891092108 766 8660 SH SOLE 8660 0 0 D TORONTO-DOMIMION BANK COM 891160509 23 564 SH SOLE 564 0 0 D TORONTO-DOMIMION BANK COM 891160509 2255 54543 SH SOLE 0 0 54543 D TOTAL ENTERTAINMENT RESTAURANT COM 89150E100 285 25000 SH SOLE 0 0 25000 D TOTAL SYS SVCS INC COM 891906109 32 1300 SH SOLE 1300 0 0 D TRANS WORLD ENTMT CORP COM 89336Q100 561 38100 SH SOLE 38100 0 0 D TRANSATLANTIC HLDGS COM 893521104 2 25 SH SOLE 25 0 0 D TRANSPORT CORP OF AMER INC COM 89385P102 178 20200 SH SOLE 0 0 20200 D TRANSMONTAIGNE INC COM 893934109 944 118000 SH SOLE 0 0 118000 D TREESOURCE INDUSTRIES INC COM 894688100 0 1000 SH SOLE 1000 0 0 D TREX COMPANY INC COM 89531P105 22097 497560 SH SOLE 497560 0 0 D TRI-CONTINENTAL CORP COM 895436103 6 309 SH SOLE 309 0 0 D TRIAD HOSPITALS INC COM 89579K109 952 19000 SH SOLE 19000 0 0 D TRIBUNE CO COM 896047107 43 1084 SH SOLE 1084 0 0 D TRICO BANCSHARES COM 896095106 3810 181856 SH SOLE 181856 0 0 D TRICO BANCSHARES COM 896095106 553 26400 SH SOLE 0 0 26400 D TRIZEC PROPERTIES INC COM 89687P107 84 4400 SH SOLE 4400 0 0 D II VI INC COM 902104108 27518 1577860 SH SOLE 1577860 0 0 D II VI INC COM 902104108 87 5000 SH SOLE 0 0 5000 D TYCO INTERNATIONAL LTD COM 902124106 53819 1592287 SH SOLE 1592287 0 0 D TYCO INTERNATIONAL LTD COM 902124106 11110 328685 SH SOLE 0 0 328685 D TYLER TECHNOLOGIES INC COM 902252105 1683 221100 SH SOLE 221100 0 0 D TYLER TECHNOLOGIES INC COM 902252105 6294 827100 SH SOLE 0 0 827100 D TYSON FOODS CL A COM 902494103 250 15000 SH SOLE 15000 0 0 D UCBH HOLDINGS INC COM 90262T308 6499 162895 SH SOLE 162895 0 0 D UCBH HOLDINGS INC COM 90262T308 668 16750 SH SOLE 0 0 16750 D UGI CORP COM 902681105 359 7905 SH SOLE 7905 0 0 D UMB FINANICAL CORP COM 902788108 13548 238020 SH SOLE 238020 0 0 D UST INC COM 902911106 956 18500 SH SOLE 18500 0 0 D USA TRUCK INC COM 902925106 643 28000 SH SOLE 0 0 28000 D US BANCORP COM 902973304 6500 225528 SH SOLE 225528 0 0 D US BANCORP COM 902973304 120 4175 SH SOLE 0 0 4175 D URS CORP COM 903236107 811 28200 SH SOLE 28200 0 0 D URS CORP COM 903236107 1139 39600 SH SOLE 0 0 39600 D USG CORP COM 903293405 206 6200 SH SOLE 6200 0 0 D U S I HOLDINGS CORP COM 90333H101 6 500 SH SOLE 500 0 0 D U S CONCRETE INC COM 90333L102 922 147100 SH SOLE 147100 0 0 D U S CONCRETE INC COM 90333L102 5436 867000 SH SOLE 0 0 867000 D U.S. XPRESS ENTERPRISES A COM 90338N103 491 30000 SH SOLE 0 0 30000 D ULTICOM INC COM 903844108 1336 120000 SH SOLE 0 0 120000 D ULTRALIFE BATTERIES INC COM 903899102 26231 1532193 SH SOLE 1532193 0 0 D ULTRALIFE BATTERIES INC COM 903899102 171 10000 SH SOLE 0 0 10000 D UMPQUA HOLDINGS CORP COM 904214103 170 7300 SH SOLE 7300 0 0 D UMPQUA HOLDINGS CORP COM 904214103 4040 173000 SH SOLE 0 0 173000 D UNION BANKSHARES CORP COM 905399101 1153 36019 SH SOLE 36019 0 0 D UNION BANKSHARES CORP COM 905399101 179 5600 SH SOLE 0 0 5600 D UNION PACIFIC CORP COM 907818108 84 1200 SH SOLE 1200 0 0 D UNION PACIFIC CORP COM 907818108 335 4804 SH SOLE 0 0 4804 D UNIONBANCAL CORP COM 908906100 141 2300 SH SOLE 2300 0 0 D UNISYS COM 909214108 54 7600 SH SOLE 7600 0 0 D UNIT CORP COM 909218109 34752 769350 SH SOLE 769350 0 0 D UNITED AMERICA INDEMNITY LTD A COM 90933T109 610 32381 SH SOLE 0 0 32381 D UNITED COMMUNITY FINL CORP COM 909839102 200 18000 SH SOLE 18000 0 0 D UNITED COMMUNITY FINL CORP COM 909839102 1076 97000 SH SOLE 0 0 97000 D UNITED CAPITAL CORPORATION COM 909912107 4937 202000 SH SOLE 202000 0 0 D UNITED CAPITAL CORPORATION COM 909912107 574 23500 SH SOLE 0 0 23500 D UNITED DEFENSE INDS INC COM 91018B104 742 10100 SH SOLE 10100 0 0 D UNITED DOMINION REALTY TRUST COM 910197102 29 1400 SH SOLE 1400 0 0 D UNITED FIRE & CAS CO COM 910331107 947 28004 SH SOLE 28004 0 0 D UNITED FIRE & CAS CO COM 910331107 2030 60000 SH SOLE 0 0 60000 D UNITED NATURAL FOODS INC COM 911163103 1595 55707 SH SOLE 55707 0 0 D UNITED NATURAL FOODS INC COM 911163103 2886 100800 SH SOLE 0 0 100800 D UNITED ONLINE INC COM 911268100 193 18400 SH SOLE 18400 0 0 D UNITED PARCEL SERVICE CLASS B COM 911312106 42176 579818 SH SOLE 579818 0 0 D UNITED PARCEL SERVICE CLASS B COM 911312106 11689 160692 SH SOLE 0 0 160692 D UNITED STATES LIME & MINERAL COM 911922102 184 11700 SH SOLE 0 0 11700 D UNITED STATES STEEL CORP COM 912909108 2924 57500 SH SOLE 57500 0 0 D UNITED TECHNOLOGIES CORP COM 913017109 7420 72985 SH SOLE 72985 0 0 D UNITED TECHNOLOGIES CORP COM 913017109 1520 14950 SH SOLE 0 0 14950 D UNITEDGLOBALCOM CL A COM 913247508 23 2400 SH SOLE 2400 0 0 D UNITEDHEALTH GROUP COM 91324P102 7477 78390 SH SOLE 78390 0 0 D UNITIL CORP COM 913259107 118 4600 SH SOLE 4600 0 0 D UNITIL CORP COM 913259107 3099 121276 SH SOLE 0 0 121276 D UNITRIN INC COM 913275103 118 2600 SH SOLE 2600 0 0 D UNIVERSAL AMERICAN FINL CP COM 913377107 559 32300 SH SOLE 32300 0 0 D UNIVERSAL CORP (VA) COM 913456109 184 4016 SH SOLE 0 0 4016 D UNIVERSAL STAINLESS & ALLOY COM 913837100 295 21000 SH SOLE 21000 0 0 D UNIVERSAL STAINLESS & ALLOY COM 913837100 6565 467604 SH SOLE 0 0 467604 D UNIVERSAL TRUCKLOAD SERVICES INCOM 91388P105 675 32000 SH SOLE 32000 0 0 D UNIVERSAL TRUCKLOAD SERVICES INCOM 91388P105 11 500 SH SOLE 0 0 500 D UNIVERSAL TECHNICAL INSTITUTE COM 913915104 1331 36161 SH SOLE 36161 0 0 D UNIVISION COMMUNICATIONS INC COM 914906102 166 6000 SH SOLE 6000 0 0 D UNOCAL CORP. COM 915289102 1585 25700 SH SOLE 25700 0 0 D UNUMPROVIDENT CORP COM 91529Y106 11487 674925 SH SOLE 674925 0 0 D URBAN OUTFITTERS INC COM 917047102 14 300 SH SOLE 300 0 0 D VCA ANTECH INC COM 918194101 6 300 SH SOLE 300 0 0 D V F CORP COM 918204108 2608 44100 SH SOLE 44100 0 0 D V S E CORP COM 918284100 87 3350 SH SOLE 0 0 3350 D VALEANT PHARMACEUTICALS INTERNACOM 91911X104 34174 1517475 SH SOLE 1517475 0 0 D VALERO ENERGY COM 91913Y100 4746 64771 SH SOLE 64771 0 0 D VALERO ENERGY COM 91913Y100 8 110 SH SOLE 0 0 110 D VALLEY BANCORP COM 91929R107 584 19300 SH SOLE 19300 0 0 D VALLEY NATL BANCORP COM 919794107 9 340 SH SOLE 340 0 0 D VALOR COMMUNICATIONS GROUP COM 920255106 933 64450 SH SOLE 64450 0 0 D VALSPAR CORP COM 920355104 228 4896 SH SOLE 4896 0 0 D VARIAN MEDICAL SYSTEMS INC COM 92220P105 45 1300 SH SOLE 1300 0 0 D VECTREN CORP COM 92240G101 75 2800 SH SOLE 2800 0 0 D VELCRO INDUSTRIES N.V. COM 922571104 1032 78000 SH SOLE 0 0 78000 D VENTAS INC COM 92276F100 55 2200 SH SOLE 2200 0 0 D VERITAS SOFTWARE CORP COM 923436109 824 35500 SH SOLE 35500 0 0 D VERITAS SOFTWARE CORP COM 923436109 2 100 SH SOLE 0 0 100 D VERISIGN INC COM 92343E102 132 4600 SH SOLE 4600 0 0 D VERITAS DGC INC COM 92343P107 114 3800 SH SOLE 3800 0 0 D VERIZON COMMUNICATIONS COM 92343V104 48051 1353539 SH SOLE 1353539 0 0 D VERIZON COMMUNICATIONS COM 92343V104 12320 347043 SH SOLE 0 0 347043 D VERTRUE INC COM 92534N101 35 1000 SH SOLE 1000 0 0 D VIACOM INC CL A COM 925524100 1946 55550 SH SOLE 55550 0 0 D VIACOM INC CL A COM 925524100 533 15200 SH SOLE 0 0 15200 D VIACOM INC CL B COM 925524308 46216 1326898 SH SOLE 1326898 0 0 D VIACOM INC CL B COM 925524308 17858 512725 SH SOLE 0 0 512725 D VIASAT INC COM 92552V100 1329 71134 SH SOLE 71134 0 0 D VIASAT INC COM 92552V100 229 12241 SH SOLE 0 0 12241 D VIRGINIA COMMERCE BANCORP COM 92778Q109 5110 188976 SH SOLE 188976 0 0 D VISHAY INTERTECHNOLOGY COM 928298108 4 300 SH SOLE 300 0 0 D VISX INC COM 92844S105 52 2200 SH SOLE 2200 0 0 D VOLTERRA SEMICONDUCTOR CORP COM 928708106 86 6400 SH SOLE 6400 0 0 D VORNADO REALTY TRUST COM 929042109 319 4600 SH SOLE 4600 0 0 D VULCAN INTL CORP COM 929136109 152 3200 SH SOLE 0 0 3200 D VULCAN MATERIALS CO COM 929160109 904 15900 SH SOLE 15900 0 0 D WFS FINANCIAL INC COM 92923B106 488 11300 SH SOLE 11300 0 0 D WCI COMMUNITIES INC COM 92923C104 2452 81500 SH SOLE 81500 0 0 D W HOLDING COMPANY INC COM 929251106 7065 701554 SH SOLE 701554 0 0 D W HOLDING COMPANY INC COM 929251106 821 81542 SH SOLE 0 0 81542 D W-H ENERGY SVCS INC COM 92925E108 44129 1844100 SH SOLE 1844100 0 0 D WPS RESOURCES CORP COM 92931B106 319 6025 SH SOLE 6025 0 0 D WSFS FINANCIAL CORP COM 929328102 215 4100 SH SOLE 4100 0 0 D WABASH NATIONAL CORP COM 929566107 24 1000 SH SOLE 1000 0 0 D WABTEC CORP COM 929740108 12371 603761 SH SOLE 603761 0 0 D WABTEC CORP COM 929740108 1400 68325 SH SOLE 0 0 68325 D WACHOVIA CORP COM 929903102 27196 534193 SH SOLE 534193 0 0 D WACHOVIA CORP COM 929903102 4723 92770 SH SOLE 0 0 92770 D WADDELL & REED FINANCIAL CL A COM 930059100 10 500 SH SOLE 500 0 0 D WAINWRIGHT BANK TRUST COMPANY COM 930705108 276 22870 SH SOLE 22870 0 0 D WAL MART STORES INC COM 931142103 20745 413996 SH SOLE 413996 0 0 D WAL MART STORES INC COM 931142103 5217 104110 SH SOLE 0 0 104110 D WALGREEN COM 931422109 9192 206944 SH SOLE 206944 0 0 D WALGREEN COM 931422109 11934 268669 SH SOLE 0 0 268669 D WALTER INDUSTRIES INC COM 93317Q105 213 5000 SH SOLE 5000 0 0 D WARNACO GROUP COM 934390105 0 600 SH SOLE 600 0 0 D WASHINGTON FEDERAL INC COM 938824109 90 3876 SH SOLE 3876 0 0 D WASHINGTON MUTUAL INC COM 939322103 4249 107580 SH SOLE 107580 0 0 D WASHINGTON MUTUAL INC COM 939322103 22 550 SH SOLE 0 0 550 D WASHINGTON POST B COM 939640108 89 100 SH SOLE 100 0 0 D WASHINGTON REAL ESTATE INVESTORCOM 939653101 2 67 SH SOLE 67 0 0 D WASTE INDUSTRIES USA INC COM 941057101 222 16000 SH SOLE 0 0 16000 D WASTE MGMT INC DEL COM 94106L109 40816 1414780 SH SOLE 1414780 0 0 D WASTE MGMT INC DEL COM 94106L109 10107 350320 SH SOLE 0 0 350320 D WATER PIK TECHNOLOGIES INC COM 94113U100 87 4400 SH SOLE 4400 0 0 D WATER PIK TECHNOLOGIES INC COM 94113U100 709 36000 SH SOLE 0 0 36000 D WATERS CORP COM 941848103 319 8900 SH SOLE 8900 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 WATSON WYATT & CO HLDGS COM 942712100 114 4200 SH SOLE 4200 0 0 D WATTS WATER TECHNOLOGIES INC COM 942749102 7257 222540 SH SOLE 222540 0 0 D WATTS WATER TECHNOLOGIES INC COM 942749102 961 29475 SH SOLE 0 0 29475 D WEBMD CORP COM 94769M105 3 400 SH SOLE 400 0 0 D WEBSTER FINANCIAL CORP COM 947890109 15842 348865 SH SOLE 348865 0 0 D WEIGHT WATCHERS INTL INC COM 948626106 34 800 SH SOLE 800 0 0 D WEINGARTEN REALTY INVESTORS COM 948741103 21 600 SH SOLE 600 0 0 D WELLCHOICE INC COM 949475107 267 5000 SH SOLE 5000 0 0 D WELLPOINT INC COM 94973V107 5375 42879 SH SOLE 42879 0 0 D WELLS FARGO & CO NEW COM 949746101 62208 1040264 SH SOLE 1040264 0 0 D WELLS FARGO & CO NEW COM 949746101 25516 426692 SH SOLE 0 0 426692 D WENDYS INTERNATL INC COM 950590109 12 300 SH SOLE 300 0 0 D WERNER ENTERPRISES INC COM 950755108 394 20286 SH SOLE 20286 0 0 D WESCO INTERNATIONAL INC COM 95082P105 87 3100 SH SOLE 3100 0 0 D WEST CORPORATION COM 952355105 275 8600 SH SOLE 8600 0 0 D WESTAR ENERGY INC COM 95709T100 69 3200 SH SOLE 3200 0 0 D WESTCOAST HOSPITALITY CORP COM 95750P106 257 37000 SH SOLE 0 0 37000 D WESTELL TECHNOLOGIES INC A COM 957541105 85 15400 SH SOLE 15400 0 0 D WESTCORP COM 957907108 448 10600 SH SOLE 10600 0 0 D WESTERN DIGITAL COM 958102105 514 40300 SH SOLE 40300 0 0 D WESTERN SIERRA BANCORP COM 959522103 4909 143818 SH SOLE 143818 0 0 D WESTERN SIERRA BANCORP COM 959522103 708 20734 SH SOLE 0 0 20734 D WESTERN WIRELESS CORP CL A COM 95988E204 8 200 SH SOLE 200 0 0 D WESTWOOD ONE INC COM 961815107 10 500 SH SOLE 500 0 0 D WEYCO GROUP INC COM 962149100 731 16700 SH SOLE 0 0 16700 D WEYERHAEUSER COM 962166104 59556 869425 SH SOLE 869425 0 0 D WEYERHAEUSER COM 962166104 12085 176430 SH SOLE 0 0 176430 D WHIRLPOOL CORP COM 963320106 34 500 SH SOLE 500 0 0 D WHITE ELECTRONIC DESIGNS COM 963801105 474 97000 SH SOLE 0 0 97000 D WHITEHALL JEWELLERS INC COM 965063100 249 35000 SH SOLE 0 0 35000 D WHITNEY HOLDING CORP COM 966612103 174 3900 SH SOLE 3900 0 0 D WHOLE FOODS MKT INC COM 966837106 51 500 SH SOLE 500 0 0 D WHOLE FOODS MKT INC COM 966837106 61 600 SH SOLE 0 0 600 D WILEY JOHN & SONS INC CL A COM 968223206 74 2100 SH SOLE 2100 0 0 D WILLIAMS COS. COM 969457100 1883 100100 SH SOLE 100100 0 0 D WILMINGTON TRUST CORP COM 971807102 60 1700 SH SOLE 1700 0 0 D WINTRUST FINANCIAL CORP COM 97650W108 11245 238800 SH SOLE 238800 0 0 D WISCONSIN ENERGY COM 976657106 183 5150 SH SOLE 5150 0 0 D WOLVERINE TUBE INC COM 978093102 331 37000 SH SOLE 0 0 37000 D WOLVERINE WORLD WIDE COM 978097103 171 8000 SH SOLE 8000 0 0 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 15 800 SH SOLE 800 0 0 D WRIGHT EXPRESS CORP COM 98233Q105 14231 832200 SH SOLE 832200 0 0 D WRIGLEY WM. JR. CO. COM 982526105 831 12680 SH SOLE 12680 0 0 D WRIGLEY WM. JR. CO. COM 982526105 1805 27525 SH SOLE 0 0 27525 D WYETH COM 983024100 1442 34178 SH SOLE 34178 0 0 D WYETH COM 983024100 9444 223904 SH SOLE 0 0 223904 D XM SATELLITE RADIO HLDGS INC COM 983759101 52 1650 SH SOLE 1650 0 0 D X-RITE INC COM 983857103 125 8300 SH SOLE 8300 0 0 D XTO ENERGY CORP COM 98385X106 93 2826 SH SOLE 2826 0 0 D XCEL ENERGY INC COM 98389B100 845 49200 SH SOLE 49200 0 0 D XILINX INC COM 983919101 666 22800 SH SOLE 22800 0 0 D XEROX COM 984121103 2156 142300 SH SOLE 142300 0 0 D YADKIN VY BANK & TRUST ELKIN N COM 984308106 14 1000 SH SOLE 1000 0 0 D YAHOO INC COM 984332106 3820 112677 SH SOLE 112677 0 0 D YAHOO INC COM 984332106 3 90 SH SOLE 0 0 90 D YELLOW ROADWAY CORP COM 985577105 176 3000 SH SOLE 3000 0 0 D YOUNG INNOVATIONS INC. COM 987520103 268 7300 SH SOLE 7300 0 0 D YOUNG INNOVATIONS INC. COM 987520103 6114 166824 SH SOLE 0 0 166824 D YUM! BRANDS INC COM 988498101 1444 27880 SH SOLE 27880 0 0 D YUM! BRANDS INC COM 988498101 92 1780 SH SOLE 0 0 1780 D ZALE CORP COM 988858106 107 3600 SH SOLE 3600 0 0 D ZEBRA TECHNOLOGIES CORP CL A COM 989207105 32 681 SH SOLE 681 0 0 D ZIEGLER CO COM 989506100 90 4600 SH SOLE 0 0 4600 D ZILOG INC COM 989524301 5429 1054250 SH SOLE 1054250 0 0 D ZILOG INC COM 989524301 58 11250 SH SOLE 0 0 11250 D ZIMMER HOLDINGS INC COM 98956P102 9011 115805 SH SOLE 115805 0 0 D ZIMMER HOLDINGS INC COM 98956P102 9314 119707 SH SOLE 0 0 119707 D ZIONS BANCORPORATION COM 989701107 1470 21300 SH SOLE 21300 0 0 D ZYGO CORP COM 989855101 121 9300 SH SOLE 9300 0 0 D ZYGO CORP COM 989855101 1865 143900 SH SOLE 0 0 143900 D DEUTSCHE BANK AG -REG COM D18190898 7 76 SH SOLE 76 0 0 D ACE LTD COM G0070K103 1201 29100 SH SOLE 29100 0 0 D AMERICAN SAFETY INSURANCE HLDGSCOM G02995101 825 55400 SH SOLE 55400 0 0 D AMERICAN SAFETY INSURANCE HLDGSCOM G02995101 283 19000 SH SOLE 0 0 19000 D BLUE EARTH REFINERIES INC - PRICOM G11999102 0 37000 SH SOLE 0 0 37000 D BUNGE LIMITED COM G16962105 102 1900 SH SOLE 1900 0 0 D COOPER INDUSTRIES LTD CL A COM G24182100 737 10300 SH SOLE 10300 0 0 D EVEREST RE GROUP LTD COM G3223R108 25815 303310 SH SOLE 303310 0 0 D EVEREST RE GROUP LTD COM G3223R108 5150 60510 SH SOLE 0 0 60510 D GARMIN LTD COM G37260109 10443 225450 SH SOLE 225450 0 0 D GARMIN LTD COM G37260109 412 8900 SH SOLE 0 0 8900 D GLOBAL CROSSING LTD COM G3921A100 0 100 SH SOLE 100 0 0 D INGERSOLL RAND CO LTD CL A COM G4776G101 9858 123765 SH SOLE 123765 0 0 D IPC HOLDINGS LTD COM G4933P101 11827 301100 SH SOLE 301100 0 0 D JINPAN INTERNATIONAL LTD COM G5138L100 110 19000 SH SOLE 0 0 19000 D KNIGHTSBRIDGE TANKERS LTD COM G5299G106 2143 55000 SH SOLE 0 0 55000 D NABORS INDUSTRIES COM G6359F103 988 16700 SH SOLE 16700 0 0 D NOBLE CORP COM G65422100 236 4200 SH SOLE 4200 0 0 D NORDIC AMER TANKER SHIPPING COM G65773106 251 5300 SH SOLE 0 0 5300 D PLATINUM UNDERWRITERS HLDGS COM G7127P100 2643 88990 SH SOLE 88990 0 0 D PLATINUM UNDERWRITERS HLDGS COM G7127P100 371 12500 SH SOLE 0 0 12500 D PXRE GROUP LTD COM G73018106 988 38500 SH SOLE 0 0 38500 D SCOTTISH RE GROUP LTD COM G7885T104 5398 239678 SH SOLE 239678 0 0 D SCOTTISH RE GROUP LTD COM G7885T104 745 33100 SH SOLE 0 0 33100 D TRANSOCEAN INC COM G90078109 2175 42266 SH SOLE 42266 0 0 D TRANSOCEAN INC COM G90078109 16 309 SH SOLE 0 0 309 D TSAKOS ENERGY NAVIGATION LTD COM G9108L108 2113 48000 SH SOLE 0 0 48000 D XL CAP LTD CL A COM G98255105 1020 14100 SH SOLE 14100 0 0 D ALCON INC COM H01301102 9 100 SH SOLE 100 0 0 D CRONOS GROUP COM L20708100 29 2300 SH SOLE 0 0 2300 D MAGAL SECURITY SYSTEMS LTD COM M6786D104 244 21000 SH SOLE 0 0 21000 D RETALIX LIMITED COM M8215W109 499 21000 SH SOLE 0 0 21000 D TARO PHARMACEUTICAL INDS LTD COM M8737E108 16283 515925 SH SOLE 515925 0 0 D CARLISLE HOLDINGS LTD COM P21277101 1121 169000 SH SOLE 0 0 169000 D FLEXTRONICS INTL LTD COM Y2573F102 157 13000 SH SOLE 13000 0 0 D AMR CORP COM 001765106 188 17564 SH SOLE 17564 D ALAMOSA HLDGS INC COM 011589108 11162 956485 SH SOLE 956485 D BIOENVISION COM 09059N100 289 33420 SH SOLE 33420 D CHEMED CORP NEW COM 16359R103 13766 180000 SH SOLE 180000 D CIENA CORP NOTE 171779AA9 1447 1695000 PR SOLE X D CONEXANT SYSTEMS INC NOTE 4.000% 2/0 207142AF7 3568 4060000 PR SOLE X D CROSSTEK ENERGY INC COM 22765Y104 1197 27352 SH SOLE 27352 D FEI CO NOTE 30241LAB5 2442 2415000 PR SOLE X D GENERAL MTRS CORP DEB SR CONV B 370442733 3503 187500 PR SOLE X D GENTEK INC COM NEW 37245X203 926 56142 SH SOLE 56142 D HAYES LEMMERZ INTL INC COM NEW 420781304 477 91744 SH SOLE 91744 D ITC DELTACOM INC COM NEW 45031T401 20 25133 SH SOLE 25133 D JETBLUE AWYS CORP COM 477143101 22203 1166130 SH SOLE 1166130 D KINDER MORGAN INC KANS COM 49455P101 1344 17754 SH SOLE 17754 D KING PHARMACEUTICALS INC DBCV 2.750%11/1 495582AG3 1423 1500000 PR SOLE X D LIBERTY MEDIA CORP NEW COM SER A 530718105 178 17207 SH SOLE 17207 D LIBERTY MEDIA INTL INC COM SER A 530719103 38 860 SH SOLE 860 D MCI INC COM 552691107 5490 220292 SH SOLE 220292 D MANITOWOC INC COM 563571108 4385 108557 SH SOLE 108557 D MARCONI CORP PLC NEW SPONSORED ADR 56630M101 124 6033 SH SOLE 6033 D METALS USA INC COM NEW 591324207 784 40000 SH SOLE 40000 D NTL INC DEL COM 62940M104 899 14122 SH SOLE 14122 D NEWTEK BUSINESS SVCS INC COM 652526104 870 231450 SH SOLE 231450 D NEXTEL COMMUNICATIONS INC NOTE 65332VAY9 7693 7505000 PR SOLE X D ORBITAL SCIENCES CORP COM 685564106 81 8377 SH SOLE 8377 D OWENS ILL INC PFD CONV $.01 690768502 3554 85560 PR SOLE X D PW EAGLE INC COM 69366Y108 2430 595508 SH SOLE 595508 D PEPSIAMERICAS COM 71343P200 13921 614321 SH SOLE 614321 D SCI SYSTEMS INC NOTE 783890AF3 8172 8480000 PR SOLE X D SANMINA CORP SDCV 800907AD9 680 1263000 PR SOLE X D SUN HEALTHCARE GROUP INC COM NEW 866933401 134 20158 SH SOLE 20158 D SUPERIOR ESSEX INC COM 86815V105 4719 266942 SH SOLE 266942 D SUPREME INDUSTRIES INC CL A 868607102 1755 279864 SH SOLE 279864 D TELEWEST GLOBAL INC COM 87956T107 8620 484530 SH SOLE 484530 D TRANSMONTAIGNE INC COM 893934109 10370 1296272 SH SOLE 1296272 D TRIQUINT SEMICONDUCTOR NOTE 4.000% 6/0 89674KAB9 4936 5130000 PR SOLE X D US AIRWAYS GROUP INC CL A 911905503 3 4040 SH SOLE 4040 D UNITEDGLOBALCOM CL A 913247508 6031 637560 SH SOLE 637560 D WHEELING PITTSBURGH CORP COM NEW 963142302 838 26980 SH SOLE 26980 D WILLBROS GROUP INC COM 969199108 149 7372 SH SOLE 7372 D WYETH COM 983024100 14345 340100 SH SOLE 340100 S REPORT SUMMARY 2307 DATA RECORDS 8259796 May 16, 2005 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 ("Babson") Form 13F for the quarter ending March 31, 2005 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) 761-3824. Sincerely, Mary Ellen Wesneski Managing Director, Compliance