UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549

FORM 13F
FORM 13F COVER PAGE

Report for the Calendar Year or Quarter Ended: June 30, 2005
Check here if Amendment [  ];  Amendment Number:
This Amendment (Check only one.): [ ]is a restatement
					    [ ]adds new holdings entries.
Institutional Investment Manager Filing this Report:

Name:	    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:	    Robert J. Guerin
          Senior Compliance Officer
Title:    Phone: (617) 761-3779
Signature, Place and Date of Signing:

/s/ Robert J. Guerin     Cambridge, MA    July 27, 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: 2271

Form 13F Information Table Value Total: 8333443
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 ABC BANCORP COM 000400101 542 30000 SH SOLE 0 0 30000
D ADE CORP/MASS COM 00089C107 4224 150600 SH SOLE 150600 0 0
D ABM INDUSTRIES INC COM 000957100 386 19820 SH SOLE 19820 0 0
D ABM INDUSTRIES INC COM 000957100 8523 437100 SH SOLE 0 0 437100
D AFLAC INC COM 001055102 49288 1138815 SH SOLE 1138815 0 0
D AFLAC INC COM 001055102 13942 322130 SH SOLE 0 0 322130
D AGL RESOURCES INC COM 001204106 209 5400 SH SOLE 5400 0 0
D AES CORP COM 00130H105 88 5400 SH SOLE 5400 0 0
D AK STEEL HOLDING CORP COM 001547108 35 5400 SH SOLE 5400 0 0
D AMB PROPERTY CORP COM 00163T109 165 3800 SH SOLE 3800 0 0
D AT&T CORP COM 001957505 4892 256914 SH SOLE 256914 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 11056 639100 SH SOLE 639100 0 0
D AZZ INCORPORATED COM 002474104 242 14000 SH SOLE 0 0 14000
D ABBOTT LABS COM 002824100 10140 206893 SH SOLE 206893 0 0
D ABBOTT LABS COM 002824100 22776 464721 SH SOLE 0 0 464721
D ABERCROMBIE & FITCH CO CL A COM 002896207 158 2300 SH SOLE 2300 0 0
D ACETO CORP COM 004446100 507 67839 SH SOLE 0 0 67839
D ACTIVISION INC COM 004930202 19 1166 SH SOLE 1166 0 0
D ACTION PERFORMANCE COS INC COM 004933107 459 52000 SH SOLE 0 0 52000
D ACTEL CORP COM 004934105 1769 127266 SH SOLE 127266 0 0
D ACTUANT CORP CL A COM 00508X203 19358 403790 SH SOLE 403790 0 0
D ADESA INC COM 00686U104 50 2300 SH SOLE 2300 0 0
D ADOBE SYSTEMS COM 00724F101 3919 136930 SH SOLE 136930 0 0
D ADVANCE AUTO PARTS COM 00751Y106 32 500 SH SOLE 500 0 0
D ADVO INC COM 007585102 41216 1294078 SH SOLE 1294078 0 0
D ADVO INC COM 007585102 1744 54763 SH SOLE 0 0 54763
D ADVISORY BOARD CO COM 00762W107 34047 698550 SH SOLE 698550 0 0
D AEROFLEX INC COM 007768104 4355 518400 SH SOLE 518400 0 0
D AEROFLEX INC COM 007768104 724 86200 SH SOLE 0 0 86200
D ADVANCED MICRO DEV COM 007903107 33 1900 SH SOLE 1900 0 0
D AETNA INC COM 00817Y108 2062 24900 SH SOLE 24900 0 0
D AFFILIATED COMPUTER SVCS CL A COM 008190100 731 14300 SH SOLE 14300 0 0
D AFFILIATED COMPUTER SVCS CL A COM 008190100 9 170 SH SOLE 0 0 170
D AFFYMETRIX INC COM 00826T108 200 3700 SH SOLE 3700 0 0
D AFTERMARKET TECHNOLOGY CORP. COM 008318107 378 21700 SH SOLE 21700 0 0
D AFTERMARKET TECHNOLOGY CORP. COM 008318107 1516 87000 SH SOLE 0 0 87000
D AGERE SYSTEM INC COM 00845V308 481 40083 SH SOLE 40083 0 0
D AGERE SYSTEM INC COM 00845V308 1 54 SH SOLE 0 0 54
D AGILENT TECHNOLOGIES INC. COM 00846U101 9096 395155 SH SOLE 395155 0 0
D AGILENT TECHNOLOGIES INC. COM 00846U101 29 1267 SH SOLE 0 0 1267
D AGNICO-EAGLE MINES LTD COM 008474108 38 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 4093 67884 SH SOLE 67884 0 0
D AIR PRODUCTS & CHEMICALS COM 009158106 9482 157247 SH SOLE 0 0 157247
D ALABAMA NATIONAL BANCORP COM 010317105 10963 167705 SH SOLE 167705 0 0
D ALAMO GROUP INC COM 011311107 448 24000 SH SOLE 0 0 24000
D ALAMOSA HOLDINGS INC COM 011589108 8 600 SH SOLE 600 0 0
D ALBANY BANK & TRUST CO NA CHICACOM 012077103 21 80 SH SOLE 80 0 0
D ALBEMARLE CORP COM 012653101 58 1600 SH SOLE 1600 0 0
D ALBERTO CULVER COM 013068101 7421 171260 SH SOLE 171260 0 0
D ALBERTO CULVER COM 013068101 1064 24550 SH SOLE 0 0 24550
D ALBERTSONS COM 013104104 1516 73300 SH SOLE 73300 0 0
D ALCOA COM 013817101 596 22800 SH SOLE 22800 0 0
D ALCOA COM 013817101 21 790 SH SOLE 0 0 790
D ALEXANDER & BALDWIN COM 014482103 11970 258248 SH SOLE 258248 0 0
D ALLEGHANY CORP COM 017175100 2 6 SH SOLE 6 0 0
D ALLEGHENY ENERGY INC COM 017361106 391 15500 SH SOLE 15500 0 0
D ALLEGHENY TECHNOLOGIES INC COM 01741R102 132 6000 SH SOLE 6000 0 0
D ALLEN ORGAN CO CLASS B COM 017753104 160 2800 SH SOLE 0 0 2800
D ALLERGAN INC COM 018490102 733 8600 SH SOLE 8600 0 0
D ALLETE INC COM 018522300 22 449 SH SOLE 449 0 0
D ALLIANCE BANKSHARES CORP COM 018535104 7 460 SH SOLE 0 0 460
D ALLIANCE CAPITAL MGMT HLD LP COM 01855A101 397 8500 SH SOLE 0 0 8500
D ALLIANCE DATA SYSTEMS CORP COM 018581108 41 1000 SH SOLE 1000 0 0
D ALLIANCE ONE INTERNATIONAL INC COM 018772103 14 2400 SH SOLE 2400 0 0
D ALLIANCE ONE INTERNATIONAL INC COM 018772103 1496 249000 SH SOLE 0 0 249000
D ALLIANCE PHARMACEUTICAL CORP COM 018773309 0 100 SH SOLE 100 0 0
D ALLIANT ENERGY CORP COM 018802108 132 4700 SH SOLE 4700 0 0
D ALLIANT TECHSYSTEM COM 018804104 191 2700 SH SOLE 2700 0 0
D ALLIED CAP CORP NEW COM 01903Q108 105 3600 SH SOLE 3600 0 0
D ALLIED DEFENSE GROUP INC COM 019118108 163 7100 SH SOLE 7100 0 0
D ALLIED DEFENSE GROUP INC COM 019118108 4033 175200 SH SOLE 0 0 175200
D ALLIED HEALTHCARE INTL INC COM 01923A109 425 60000 SH SOLE 0 0 60000
D ALLOU HEALTH CARE INC CL A COM 019782101 1 17000 SH SOLE 0 0 17000
D ALLSTATE CORP COM 020002101 36688 614020 SH SOLE 614020 0 0
D ALLSTATE CORP COM 020002101 7115 119080 SH SOLE 0 0 119080
D ALLTEL CORP COM 020039103 2773 44531 SH SOLE 44531 0 0
D ALLTEL CORP COM 020039103 46 740 SH SOLE 0 0 740
D ALPHARMA INC COM 020813101 4 300 SH SOLE 300 0 0
D ALTERA COM 021441100 512 25830 SH SOLE 25830 0 0
D ALTRIA GROUP INC COM 02209S103 57944 896140 SH SOLE 896140 0 0
D ALTRIA GROUP INC COM 02209S103 16928 261800 SH SOLE 0 0 261800
D AMAZON COM INC COM 023135106 13 400 SH SOLE 400 0 0
D AMAZON COM INC COM 023135106 2 55 SH SOLE 0 0 55
D AMBAC COM 023139108 879 12600 SH SOLE 12600 0 0
D AMBASSADORS GROUP INC COM 023177108 8557 230085 SH SOLE 230085 0 0
D AMBASSADORS INTERNATIONL INC COM 023178106 407 29800 SH SOLE 0 0 29800
D AMCOL INTERNATIONAL CORP COM 02341W103 1597 85000 SH SOLE 0 0 85000
D AMERADA HESS COM 023551104 2599 24400 SH SOLE 24400 0 0
D AMERADA HESS COM 023551104 53 500 SH SOLE 0 0 500
D AMERCO COM 023586100 2999 56000 SH SOLE 0 0 56000
D AMEREN CORP COM 023608102 1123 20300 SH SOLE 20300 0 0
D AMEREN CORP COM 023608102 31 566 SH SOLE 0 0 566
D AMERICA WEST HLDG CORP COM 023657208 0 10 SH SOLE 10 0 0
D AMERICAN BANK NOTE HOLOGRAPHICSCOM 024377103 3140 765835 SH SOLE 765835 0 0
D AMERICAN BILTRITE INC COM 024591109 67 7300 SH SOLE 0 0 7300
D AMERICAN CAPITAL STRATEGIES COM 024937104 79 2200 SH SOLE 2200 0 0
D AMERICAN ELECTRIC POWER COM 025537101 33 900 SH SOLE 900 0 0
D AMERICAN ELECTRIC POWER COM 025537101 13 360 SH SOLE 0 0 360
D AMERICAN EAGLE OUTFITTERS COM 02553E106 55 1800 SH SOLE 1800 0 0
D AMERICAN EQUITY INVT LIFE HL COM 025676206 1247 105000 SH SOLE 0 0 105000
D AMERICAN EXPRESS COM 025816109 48159 904733 SH SOLE 904733 0 0
D AMERICAN EXPRESS COM 025816109 20225 379963 SH SOLE 0 0 379963
D AMERICAN FINANCIAL GRP HLDGS COM 025932104 158 4700 SH SOLE 4700 0 0
D AMERICAN GREETINGS A COM 026375105 456 17200 SH SOLE 17200 0 0
D AMERICAN HOME MORTGAGE INVESTMECOM 02660R107 217 6200 SH SOLE 6200 0 0
D AMERICAN INTERNATIONAL GROUP COM 026874107 71133 1224322 SH SOLE 1224322 0 0
D AMERICAN INTERNATIONAL GROUP COM 026874107 29780 512557 SH SOLE 0 0 512557
D AMERICAN ITALIAN PASTA CO CL A COM 027070101 631 30000 SH SOLE 0 0 30000
D AMERICAN NATL INS CO COM 028591105 34 300 SH SOLE 300 0 0
D AMERICAN PACIFIC CORP COM 028740108 3059 382400 SH SOLE 382400 0 0
D AMERICAN PACIFIC CORP COM 028740108 170 21200 SH SOLE 0 0 21200
D AMERICAN POWER CONVERSION COM 029066107 245 10400 SH SOLE 10400 0 0
D AMERICAN SHARED HOSPITAL SERVICCOM 029595105 67 11000 SH SOLE 0 0 11000
D AMERICAN STD COS INC COM 029712106 1694 40400 SH SOLE 40400 0 0
D AMERICAN STS WTR CO COM 029899101 1292 44000 SH SOLE 0 0 44000
D AMERICAN TOWER CORP CL A COM 029912201 38 1800 SH SOLE 1800 0 0
D AMERICREDIT CORP COM 03060R101 444 17400 SH SOLE 17400 0 0
D AMERICA'S CAR-MART INC COM 03062T105 777 34500 SH SOLE 0 0 34500
D AMERUS GROUP CO COM 03072M108 67 1400 SH SOLE 1400 0 0
D AMERISOURCEBERGEN CORP COM 03073E105 1653 23900 SH SOLE 23900 0 0
D AMERIGROUP CORP COM 03073T102 20 500 SH SOLE 500 0 0
D AMETEK INC COM 031100100 381 9100 SH SOLE 9100 0 0
D AMGEN COM 031162100 17296 286080 SH SOLE 286080 0 0
D AMGEN COM 031162100 14328 236990 SH SOLE 0 0 236990
D AMPHENOL CORP NEW CL A COM 032095101 317 7900 SH SOLE 7900 0 0
D AMSOUTH BANCORP COM 032165102 1240 47700 SH SOLE 47700 0 0
D AMSOUTH BANCORP COM 032165102 608 23374 SH SOLE 0 0 23374
D AMYLIN PHARMACEUTICALS INC COM 032346108 13 600 SH SOLE 600 0 0
D ANADARKO PETROLEUM COM 032511107 2580 31405 SH SOLE 31405 0 0
D ANADARKO PETROLEUM COM 032511107 107 1308 SH SOLE 0 0 1308
D ANALOG DEVICES COM 032654105 7308 195878 SH SOLE 195878 0 0
D ANALOG DEVICES COM 032654105 6029 161585 SH SOLE 0 0 161585
D ANAREN INC COM 032744104 776 59000 SH SOLE 0 0 59000
D ANDERSONS INC COM 034164103 766 21400 SH SOLE 0 0 21400
D ANDREW CORP COM 034425108 13 1012 SH SOLE 0 0 1012
D ANDRX GROUP COM 034553107 388 19100 SH SOLE 19100 0 0
D ANHEUSER BUSCH COM 035229103 2184 47735 SH SOLE 47735 0 0
D ANHEUSER BUSCH COM 035229103 1656 36201 SH SOLE 0 0 36201
D ANNALY MORTGAGE MANAGEMENT COM 035710409 403 22500 SH SOLE 22500 0 0
D ANNTAYLOR STORES CORP COM 036115103 287 11836 SH SOLE 11836 0 0
D ANNTAYLOR STORES CORP COM 036115103 6 250 SH SOLE 0 0 250
D ANSOFT CORP COM 036384105 31944 1322197 SH SOLE 1322197 0 0
D ANSYS INC COM 03662Q105 188 5300 SH SOLE 5300 0 0
D ANWORTH MORTGAGE ASSET CORP COM 037347101 85 8600 SH SOLE 8600 0 0
D AON CORP COM 037389103 1277 51000 SH SOLE 51000 0 0
D APACHE COM 037411105 2196 34000 SH SOLE 34000 0 0
D APARTMENT INVT & MGMT CO COM 03748R101 12 300 SH SOLE 300 0 0
D APOLLO GROUP INC CL A COM 037604105 88 1125 SH SOLE 1125 0 0
D APPLE COMPUTER COM 037833100 22489 610950 SH SOLE 610950 0 0
D APPLE COMPUTER COM 037833100 3624 98460 SH SOLE 0 0 98460
D APPLEBEE'S INTL INC COM 037899101 16 600 SH SOLE 600 0 0
D APRIA HEALTHCARE GROUP INC COM 037933108 564 16275 SH SOLE 16275 0 0
D APPLERA CORP-APPLIED BIOSYSTEM COM 038020103 2970 151000 SH SOLE 151000 0 0
D APPLICA INC COM 03815A106 194 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 6079 237464 SH SOLE 237464 0 0
D APPLIED FILMS CORP COM 038197109 623 24350 SH SOLE 0 0 24350
D APPLIED MATERIAL COM 038222105 780 48200 SH SOLE 48200 0 0
D APPLIED MATERIAL COM 038222105 3 166 SH SOLE 0 0 166
D APTARGROUP INC COM 038336103 25 500 SH SOLE 500 0 0
D AQUA AMERICA INC COM 03836W103 101 3400 SH SOLE 3400 0 0
D ARAMARK CORP CL B COM 038521100 16 600 SH SOLE 600 0 0
D ARBITRON INC COM 03875Q108 41124 958600 SH SOLE 958600 0 0
D ARCHER-DANIELS-MIDLD COM 039483102 3235 151300 SH SOLE 151300 0 0
D ARCHSTONE-SMITH TRUST COM 039583109 1189 30800 SH SOLE 30800 0 0
D ARDEN REALTY INC COM 039793104 7 200 SH SOLE 200 0 0
D ARKANSAS BEST CORP COM 040790107 5401 169801 SH SOLE 169801 0 0
D ARKANSAS BEST CORP COM 040790107 901 28325 SH SOLE 0 0 28325
D ARROW ELECTRONICS COM 042735100 79 2900 SH SOLE 2900 0 0
D ASBURY AUTOMOTIVE GROUP COM 043436104 771 50000 SH SOLE 0 0 50000
D ASHFORD HOSPITALITY TRUST COM 044103109 7790 721293 SH SOLE 721293 0 0
D ASHFORD HOSPITALITY TRUST COM 044103109 1072 99225 SH SOLE 0 0 99225
D ASHLAND INC COM 044204105 783 10900 SH SOLE 10900 0 0
D ASHWORTH INC COM 04516H101 360 40000 SH SOLE 0 0 40000
D ASPECT COMMUNICATIONS CORP COM 04523Q102 83 7400 SH SOLE 7400 0 0
D ASPEN TECHNOLOGY INC COM 045327103 1 100 SH SOLE 100 0 0
D ASSET ACCEPTANCE CAPITAL CORP COM 04543P100 1972 76102 SH SOLE 76102 0 0
D ASSOCIATED BANC CORP COM 045487105 172 5100 SH SOLE 5100 0 0
D ASSURANT INC COM 04621X108 307 8500 SH SOLE 8500 0 0
D ASTA FUNDING INC COM 046220109 378 13600 SH SOLE 13600 0 0
D ASTA FUNDING INC COM 046220109 8417 303000 SH SOLE 0 0 303000
D ASTEC INDUSTRIES INC COM 046224101 130 5600 SH SOLE 5600 0 0
D ASTORIA FINL CORP COM 046265104 2737 96125 SH SOLE 96125 0 0
D ASTRONICS CORP COM 046433108 191 21125 SH SOLE 0 0 21125
D ATMOS ENERGY CORP COM 049560105 86 3000 SH SOLE 3000 0 0
D ATMOS ENERGY CORP COM 049560105 14 500 SH SOLE 0 0 500
D AUDIOVOX CORP CL A COM 050757103 1008 65000 SH SOLE 0 0 65000
D AUTODESK INC COM 052769106 2347 68300 SH SOLE 68300 0 0
D AUTOLIV INC COM 052800109 210 4800 SH SOLE 4800 0 0
D AUTOLIV INC COM 052800109 34 766 SH SOLE 0 0 766
D AUTOMATIC DATA PROCESSING COM 053015103 9963 237377 SH SOLE 237377 0 0
D AUTOMATIC DATA PROCESSING COM 053015103 15870 378119 SH SOLE 0 0 378119
D AUTONATION INC COM 05329W102 1272 62000 SH SOLE 62000 0 0
D AUTOZONE INC COM 053332102 1063 11500 SH SOLE 11500 0 0
D AVALONBAY COMMUNITIES INC COM 053484101 291 3600 SH SOLE 3600 0 0
D AVAYA INC COM 053499109 31 3683 SH SOLE 3683 0 0
D AVAYA INC COM 053499109 1 142 SH SOLE 0 0 142
D AVIALL INC COM 05366B102 322 10200 SH SOLE 10200 0 0
D AVIALL INC COM 05366B102 2780 88000 SH SOLE 0 0 88000
D AVID TECHNOLOGY INC COM 05367P100 5 100 SH SOLE 100 0 0
D AVNET INC COM 053807103 45 2000 SH SOLE 2000 0 0
D AVON PRODUCTS COM 054303102 9 230 SH SOLE 0 0 230
D AXSYS TECHNOLOGIES INC COM 054615109 7398 419150 SH SOLE 419150 0 0
D BB&T CORP COM 054937107 2579 64520 SH SOLE 64520 0 0
D BCE INC COM 05534B109 28188 1190387 SH SOLE 1190387 0 0
D BCE INC COM 05534B109 7425 313560 SH SOLE 0 0 313560
D BISYS GROUP INC COM 055472104 185 12400 SH SOLE 12400 0 0
D BJ SERVICES CO COM 055482103 1354 25800 SH SOLE 25800 0 0
D BJ'S WHOLESALE CLUB INC. COM 05548J106 10573 325425 SH SOLE 325425 0 0
D BJ'S WHOLESALE CLUB INC. COM 05548J106 1446 44500 SH SOLE 0 0 44500
D BOK FINANCIAL CORP COM 05561Q201 934 20253 SH SOLE 20253 0 0
D BRE PROPERTIES INC CL A COM 05564E106 17 400 SH SOLE 400 0 0
D BMC SOFTWARE INC COM 055921100 578 32200 SH SOLE 32200 0 0
D BADGER METER INC COM 056525108 867 21000 SH SOLE 0 0 21000
D BAKER MICHAEL CORP COM 057149106 425 23800 SH SOLE 0 0 23800
D BAKER HUGHES INC COM 057224107 1320 25800 SH SOLE 25800 0 0
D BAKER HUGHES INC COM 057224107 20 400 SH SOLE 0 0 400
D BALDOR ELECTRIC COM 057741100 23598 970300 SH SOLE 970300 0 0
D BALDWIN & LYONS INC CL B COM 057755209 410 17000 SH SOLE 0 0 17000
D BALL CORP COM 058498106 104 2900 SH SOLE 2900 0 0
D BANCFIRST CORP COM 05945F103 4 50 SH SOLE 50 0 0
D BANCINSURANCE CORP COM 05945K102 75 14500 SH SOLE 0 0 14500
D BANCORP INC COM 05969A105 1833 105121 SH SOLE 105121 0 0
D BANK OF AMERICA CORP COM 060505104 65351 1432820 SH SOLE 1432820 0 0
D BANK OF AMERICA CORP COM 060505104 14784 324141 SH SOLE 0 0 324141
D BANK OF HAWAII CORP COM 062540109 167 3300 SH SOLE 3300 0 0
D BANK OF THE OZARKS INC. COM 063904106 138 4200 SH SOLE 4200 0 0
D BANK OF THE OZARKS INC. COM 063904106 2870 87400 SH SOLE 0 0 87400
D BANK OF NEW YORK COM 064057102 2823 98080 SH SOLE 98080 0 0
D BANK OF NEW YORK COM 064057102 387 13433 SH SOLE 0 0 13433
D BANNER CORPORATION COM 06652V109 13 453 SH SOLE 453 0 0
D BANNER CORPORATION COM 06652V109 532 19000 SH SOLE 0 0 19000
D BARD C.R. COM 067383109 193 2900 SH SOLE 2900 0 0
D BARNES & NOBLE INC COM 067774109 688 17740 SH SOLE 17740 0 0
D BARR PHARMACEUTICALS INC COM 068306109 56 1150 SH SOLE 1150 0 0
D BAUSCH & LOMB COM 071707103 596 7186 SH SOLE 7186 0 0
D BAXTER INTERNATIONAL INC COM 071813109 2549 68700 SH SOLE 68700 0 0
D BAXTER INTERNATIONAL INC COM 071813109 302 8132 SH SOLE 0 0 8132
D BEA SYSTEMS INC COM 073325102 124 14100 SH SOLE 14100 0 0
D BEACON ROOFING SUPPLY INC COM 073685109 187 7100 SH SOLE 7100 0 0
D BEAR STEARNS COS INC COM 073902108 3628 34900 SH SOLE 34900 0 0
D BEASLEY BROADCAST GROUP INC A COM 074014101 20 1400 SH SOLE 1400 0 0
D BEAZER HOMES USA INC COM 07556Q105 91 1600 SH SOLE 1600 0 0
D BECKMAN COULTER INC COM 075811109 19 300 SH SOLE 300 0 0
D BECTON DICKINSON & CO COM 075887109 1564 29800 SH SOLE 29800 0 0
D BED BATH & BEYOND INC COM 075896100 6945 166235 SH SOLE 166235 0 0
D BED BATH & BEYOND INC COM 075896100 6616 158365 SH SOLE 0 0 158365
D BEL FUSE INC CL A COM 077347201 2597 101100 SH SOLE 101100 0 0
D BEL FUSE INC CL B COM 077347300 9434 308700 SH SOLE 308700 0 0
D BELDEN CDT INC COM 077454106 178 8400 SH SOLE 8400 0 0
D BELL MICROPRODUCTS INC COM 078137106 717 76300 SH SOLE 0 0 76300
D BELLSOUTH CORP COM 079860102 7182 270311 SH SOLE 270311 0 0
D BELLSOUTH CORP COM 079860102 243 9160 SH SOLE 0 0 9160
D BELO CORPORATION CL A COM 080555105 93 3900 SH SOLE 3900 0 0
D BEMIS CO. COM 081437105 5 200 SH SOLE 200 0 0
D BENCHMARK ELECTRONICS COM 08160H101 6123 201273 SH SOLE 201273 0 0
D BENCHMARK ELECTRONICS COM 08160H101 858 28200 SH SOLE 0 0 28200
D BENIHANA INC CL A COM 082047200 358 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 185 5194 SH SOLE 5194 0 0
D BERKSHIRE HATHAWAY CL A COM 084670108 251 3 SH SOLE 3 0 0
D BERKSHIRE HATHAWAY CL B COM 084670207 3485 1252 SH SOLE 1252 0 0
D BERKSHIRE HATHAWAY CL B COM 084670207 9302 3342 SH SOLE 0 0 3342
D BEST BUY COMPANY INC COM 086516101 4607 67200 SH SOLE 67200 0 0
D BEVERLY ENTERPRISES COM 087851309 107 8400 SH SOLE 8400 0 0
D BIG 5 SPORTING GOODS CORP COM 08915P101 15346 540725 SH SOLE 540725 0 0
D BIG 5 SPORTING GOODS CORP COM 08915P101 397 14000 SH SOLE 0 0 14000
D BIO-IMAGING TECHNOLOGIES INC COM 09056N103 2400 769300 SH SOLE 769300 0 0
D BIO REFERENCE LABS COM 09057G602 25194 1815161 SH SOLE 1815161 0 0
D BIOMET INC. COM 090613100 96 2775 SH SOLE 2775 0 0
D BIOMET INC. COM 090613100 528 15250 SH SOLE 0 0 15250
D BIOGEN IDEC INC COM 09062X103 336 9750 SH SOLE 9750 0 0
D BIOPURE CORP Cl A COM 09065H303 4 3333 SH SOLE 3333 0 0
D BIOSCRIP INC COM 09069N108 222 37000 SH SOLE 0 0 37000
D BLACK & DECKER COM 091797100 2902 32300 SH SOLE 32300 0 0
D BLACKBOARD INC COM 091935502 5560 232424 SH SOLE 232424 0 0
D BLOCK H & R INC COM 093671105 1931 33100 SH SOLE 33100 0 0
D BLUEGREEN CORP COM 096231105 1201 69000 SH SOLE 0 0 69000
D BLUELINX HOLDINGS INC COM 09624H109 21 2000 SH SOLE 2000 0 0
D BOEING CO COM 097023105 10814 163846 SH SOLE 163846 0 0
D BOEING CO COM 097023105 155 2356 SH SOLE 0 0 2356
D BON TON STORES COM 09776J101 283 14600 SH SOLE 14600 0 0
D BON TON STORES COM 09776J101 871 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 462 46000 SH SOLE 0 0 46000
D BORDERS GROUP INC COM 099709107 51 2000 SH SOLE 2000 0 0
D BORG WARNER INC COM 099724106 612 11400 SH SOLE 11400 0 0
D BORLAND INTL INC COM 099849101 2 250 SH SOLE 250 0 0
D BOSTON PRIVATE FINL HLDGS IN COM 101119105 40554 1609300 SH SOLE 1609300 0 0
D BOSTON PRIVATE FINL HLDGS IN COM 101119105 3480 138100 SH SOLE 0 0 138100
D BOSTON PROPERTIES INC COM 101121101 224 3200 SH SOLE 3200 0 0
D BOSTON SCIENTIFIC CORP COM 101137107 1382 51200 SH SOLE 51200 0 0
D BOWL AMERICA INC CL A COM 102565108 211 15127 SH SOLE 0 0 15127
D BOYD GAMING CORP COM 103304101 26 500 SH SOLE 500 0 0
D BRADLEY PHARMACEUTICALS INC COM 104576103 8 700 SH SOLE 700 0 0
D BRANTLEY CAPITAL CORP COM 105494108 71 11300 SH SOLE 0 0 11300
D BRIGGS & STRATTON COM 109043109 142 4100 SH SOLE 4100 0 0
D BRIGHTPOINT INC COM 109473405 200 9000 SH SOLE 9000 0 0
D BRINKER INTERNATIONAL COM 109641100 24 600 SH SOLE 600 0 0
D BRISTOL-MYERS SQUIBB CO COM 110122108 6738 269716 SH SOLE 269716 0 0
D BRISTOL-MYERS SQUIBB CO COM 110122108 223 8912 SH SOLE 0 0 8912
D BROADCOM CORP CL A COM 111320107 117 3300 SH SOLE 3300 0 0
D BROCADE COMMUNICATIONS SYSTEMS COM 111621108 64 16400 SH SOLE 16400 0 0
D BROOKSTONE COM 114537103 1062 56250 SH SOLE 0 0 56250
D BROWN FORMAN B COM 115637209 484 8000 SH SOLE 8000 0 0
D BROWN SHOE INC COM 115736100 188 4800 SH SOLE 4800 0 0
D BRUNSWICK CORP COM 117043109 312 7200 SH SOLE 7200 0 0
D BUCA INC COM 117769109 251 48000 SH SOLE 0 0 48000
D BUCKEYE TECHNOLOGIES INC COM 118255108 853 107000 SH SOLE 0 0 107000
D BUCKLE INC COM 118440106 239 5400 SH SOLE 5400 0 0
D BUILDING MATERIALS HLDG CORP COM 120113105 1005 14500 SH SOLE 14500 0 0
D BUILDING MATERIALS HLDG CORP COM 120113105 2702 39000 SH SOLE 0 0 39000
D BURLINGTON NORTHERN SANTA FE COM 12189T104 5821 123636 SH SOLE 123636 0 0
D BURLINGTON NORTHERN SANTA FE COM 12189T104 14 296 SH SOLE 0 0 296
D BURLINGTON RESOURCES INC COM 122014103 4353 78800 SH SOLE 78800 0 0
D C & D TECHNOLOGIES INC COM 124661109 2579 280630 SH SOLE 280630 0 0
D C & D TECHNOLOGIES INC COM 124661109 334 36350 SH SOLE 0 0 36350
D CBL & ASSOCIATES PROPERTIES COM 124830100 297 6900 SH SOLE 6900 0 0
D CCC INFORMATION SVCS GRP INC COM 12487Q109 6623 276541 SH SOLE 276541 0 0
D CBRL GROUP INC COM 12489V106 39 1000 SH SOLE 1000 0 0
D CB RICHARD ELLIS GROUP INC A COM 12497T101 224 5100 SH SOLE 5100 0 0
D CDI CORP COM 125071100 4302 196250 SH SOLE 196250 0 0
D CDI CORP COM 125071100 4268 194700 SH SOLE 0 0 194700
D C D W CORP COM 12512N105 11 200 SH SOLE 200 0 0
D CH ROBINSON WORLDWIDE INC. COM 12541W100 45058 774200 SH SOLE 774200 0 0
D CIGNA CORP COM 125509109 3778 35300 SH SOLE 35300 0 0
D CIGNA CORP COM 125509109 642 6000 SH SOLE 0 0 6000
D C I T GROUP INC COM 125581108 3004 69900 SH SOLE 69900 0 0
D CMGI INC COM 125750109 311 164800 SH SOLE 164800 0 0
D CMS ENERGY CORP COM 125896100 435 28900 SH SOLE 28900 0 0
D C S S INDUSTRIES INC COM 125906107 1184 35000 SH SOLE 0 0 35000
D CSK AUTO CORP. COM 125965103 1585 95000 SH SOLE 0 0 95000
D CNF INC COM 12612W104 947 21100 SH SOLE 21100 0 0
D CPAC INC COM 126145101 67 13700 SH SOLE 0 0 13700
D CSX CORP. COM 126408103 2880 67500 SH SOLE 67500 0 0
D CSX CORP. COM 126408103 13 300 SH SOLE 0 0 300
D CUNO INC COM 126583103 2393 33502 SH SOLE 33502 0 0
D CUNO INC COM 126583103 4495 62924 SH SOLE 0 0 62924
D CVS CORP COM 126650100 29 986 SH SOLE 986 0 0
D CABLEVISION SYS-NY GROUP A COM 12686C109 6 200 SH SOLE 200 0 0
D CABOT CORPORATION COM 127055101 10 300 SH SOLE 300 0 0
D CABOT MICROELECTRONICS CORP COM 12709P103 0 15 SH SOLE 15 0 0
D CACI INTERNATIONAL CL A COM 127190304 88 1400 SH SOLE 1400 0 0
D CADENCE DESIGN SYS COM 127387108 112 8200 SH SOLE 8200 0 0
D CAGLES INC CL A COM 127703106 98 9300 SH SOLE 0 0 9300
D CALAMP CORP COM 128126109 351 49200 SH SOLE 0 0 49200
D CALIFORNIA FIRST NATIONAL BANC COM 130222102 350 31000 SH SOLE 0 0 31000
D CALIFORNIA WATER SERVICE GROUP COM 130788102 1860 49554 SH SOLE 0 0 49554
D CALLON PETROLEUM CORP COM 13123X102 591 40000 SH SOLE 0 0 40000
D CAMCO FINANCIAL CORP COM 132618109 286 21000 SH SOLE 0 0 21000
D CAMDEN PROPERTY TRUST COM 133131102 118 2200 SH SOLE 2200 0 0
D CAMECO CORP COM 13321L108 45 1000 SH SOLE 1000 0 0
D CAMPBELL SOUP COM 134429109 1262 41000 SH SOLE 41000 0 0
D CANDELA CORP COM 136907102 68 6500 SH SOLE 6500 0 0
D CAPITAL CORP OF THE WEST COM 140065202 178 6400 SH SOLE 6400 0 0
D CAPITAL CORP OF THE WEST COM 140065202 4010 144509 SH SOLE 0 0 144509
D CAPITAL CROSSING BANK COM 140071101 164 4800 SH SOLE 4800 0 0
D CAPITAL CROSSING BANK COM 140071101 580 17000 SH SOLE 0 0 17000
D CAPITAL ONE FINANCIAL COM 14040H105 2200 27500 SH SOLE 27500 0 0
D CAPITAL SENIOR LIVING CORP COM 140475104 404 57000 SH SOLE 0 0 57000
D CAPITALSOURCE INC COM 14055X102 6 300 SH SOLE 300 0 0
D CAPITOL BANCORP LTD COM 14056D105 12 367 SH SOLE 367 0 0
D CAPITOL BANCORP LTD COM 14056D105 941 28000 SH SOLE 0 0 28000
D CAPITOL FED FINL COM 14057C106 14 400 SH SOLE 400 0 0
D CARDIAC SCIENCE INC - RestricteCOM 1414103#5 180 172991 SH SOLE 172991 0 0
D CARDINAL HEALTH INC COM 14149Y108 3962 68800 SH SOLE 68800 0 0
D CARDINAL HEALTH INC COM 14149Y108 23 402 SH SOLE 0 0 402
D CAREER EDUCATION CORP COM 141665109 37 1000 SH SOLE 1000 0 0
D CAREMARK RX INC COM 141705103 2563 57576 SH SOLE 57576 0 0
D CAREMARK RX INC COM 141705103 10 216 SH SOLE 0 0 216
D CARLISLE COMPANIES COM 142339100 32844 478567 SH SOLE 478567 0 0
D CARLISLE COMPANIES COM 142339100 2740 39925 SH SOLE 0 0 39925
D CARMAX INC COM 143130102 8 300 SH SOLE 300 0 0
D CARMIKE CINEMAS INC COM 143436400 344 11200 SH SOLE 11200 0 0
D CARMIKE CINEMAS INC COM 143436400 6385 208100 SH SOLE 0 0 208100
D CARNIVAL CORP COM 143658300 51 940 SH SOLE 940 0 0
D CARRIAGE SERVICES INC COM 143905107 266 44000 SH SOLE 0 0 44000
D CARRIZO OIL & GAS INC COM 144577103 734 43000 SH SOLE 0 0 43000
D CARTERS INC COM 146229109 55550 951525 SH SOLE 951525 0 0
D CASCADE CORP COM 147195101 1505 34800 SH SOLE 0 0 34800
D CASCADE NATURAL GAS COM 147339105 654 31900 SH SOLE 0 0 31900
D CASELLA WASTE SYSTEMS INC CL A COM 147448104 4643 386900 SH SOLE 386900 0 0
D CASH AMERICA INTERNATIONAL COM 14754D100 9798 486989 SH SOLE 486989 0 0
D CASH AMERICA INTERNATIONAL COM 14754D100 1216 60458 SH SOLE 0 0 60458
D CASUAL MALE RETAIL GROUP INC COM 148711104 9636 1318210 SH SOLE 1318210 0 0
D CASUAL MALE RETAIL GROUP INC COM 148711104 7329 1002575 SH SOLE 0 0 1002575
D CATELLUS DEVELOPMENT CORP COM 149113102 10 300 SH SOLE 300 0 0
D CATERPILLAR COM 149123101 29 300 SH SOLE 300 0 0
D CATERPILLAR COM 149123101 14 150 SH SOLE 0 0 150
D CATO CORP - CL A COM 149205106 173 8400 SH SOLE 8400 0 0
D CELANESE CORP SERIES A COM 150870103 21 1300 SH SOLE 1300 0 0
D CELGENE CORP COM 151020104 8 200 SH SOLE 200 0 0
D CENDANT CORP COM 151313103 3541 158300 SH SOLE 158300 0 0
D CENTER FINANCIAL CORP COM 15146E102 1208 48650 SH SOLE 48650 0 0
D CENTERPOINT PROPERTIES CORP COM 151895109 4 100 SH SOLE 100 0 0
D CENTERPOINT ENERGY INC COM 15189T107 510 38600 SH SOLE 38600 0 0
D CENTEX CORP COM 152312104 1597 22600 SH SOLE 22600 0 0
D CENTRAL GARDEN & PET COM 153527106 2815 57300 SH SOLE 57300 0 0
D CENTRAL VT PUB SVC CORP COM 155771108 141 7600 SH SOLE 7600 0 0
D CENTRAL VT PUB SVC CORP COM 155771108 3794 205100 SH SOLE 0 0 205100
D CENTURY ALUMINUM CO COM 156431108 82 4000 SH SOLE 4000 0 0
D CENTURY BUSINESS SERVICES INC COM 156490104 73 18000 SH SOLE 18000 0 0
D CENTURYTEL INC COM 156700106 2597 75000 SH SOLE 75000 0 0
D CERES GROUP INC COM 156772105 602 99000 SH SOLE 0 0 99000
D CERIDIAN CORP COM 156779100 70 3600 SH SOLE 3600 0 0
D CERNER CORP COM 156782104 68 1000 SH SOLE 1000 0 0
D CERTEGY INC COM 156880106 562 14700 SH SOLE 14700 0 0
D CHARLES & COLVARD LTD COM 159765106 730 29715 SH SOLE 29715 0 0
D CHARLES RIVER LABORTORIES COM 159864107 53 1100 SH SOLE 1100 0 0
D CHARLOTTE RUSSE HLDG INC COM 161048103 760 61000 SH SOLE 0 0 61000
D CHARMING SHOPPES COM 161133103 9 1000 SH SOLE 1000 0 0
D CHECKERS DRIVE-IN RESTAURANT COM 162809305 1199 88017 SH SOLE 88017 0 0
D CHECKERS DRIVE-IN RESTAURANT COM 162809305 4003 293888 SH SOLE 0 0 293888
D CHECKFREE CORP COM 162813109 494 14500 SH SOLE 14500 0 0
D CHEROKEE INC COM 16444H102 42 1200 SH SOLE 1200 0 0
D CHESAPEAKE ENERGY CORP COM 165167107 25 1100 SH SOLE 1100 0 0
D CHESAPEAKE UTILITIES COM 165303108 79 2600 SH SOLE 2600 0 0
D CHESAPEAKE UTILITIES COM 165303108 480 15700 SH SOLE 0 0 15700
D CHEVRON CORP COM 166764100 14778 264274 SH SOLE 264274 0 0
D CHEVRON CORP COM 166764100 1532 27388 SH SOLE 0 0 27388
D CHICAGO MERCANTILE EXCHANGE COM 167760107 650 2200 SH SOLE 2200 0 0
D CHICAGO RIVET & MACH CO COM 168088102 81 2800 SH SOLE 0 0 2800
D CHICOS FAS INC COM 168615102 48 1400 SH SOLE 1400 0 0
D CHICOS FAS INC COM 168615102 24 694 SH SOLE 0 0 694
D CHOICE HOTELS INTERNATIONAL COM 169905106 92 1400 SH SOLE 1400 0 0
D CHIQUITA BRANDS INTL INC COM 170032809 198 7200 SH SOLE 7200 0 0
D CHIRON CORP COM 170040109 35 1000 SH SOLE 0 0 1000
D CHITTENDEN CORP COM 170228100 17363 638350 SH SOLE 638350 0 0
D CHOICEPOINT INC COM 170388102 26971 673424 SH SOLE 673424 0 0
D CHOLESTECH CORP COM 170393102 440 39000 SH SOLE 0 0 39000
D CHUBB COM 171232101 5271 61566 SH SOLE 61566 0 0
D CHUBB COM 171232101 1040 12144 SH SOLE 0 0 12144
D CHURCH & DWIGHT INC COM 171340102 33 900 SH SOLE 900 0 0
D CIBER INC COM 17163B102 18 2200 SH SOLE 2200 0 0
D CINCINNATI FINANCIAL COM 172062101 154 3883 SH SOLE 3883 0 0
D CINERGY CORP COM 172474108 1075 23993 SH SOLE 23993 0 0
D CIRCUIT CITY STORES - CIRCUIT COM 172737108 947 54800 SH SOLE 54800 0 0
D CIRCOR INTERNATIONAL INC COM 17273K109 1110 45000 SH SOLE 0 0 45000
D CISCO SYSTEMS INC COM 17275R102 16641 870780 SH SOLE 870780 0 0
D CISCO SYSTEMS INC COM 17275R102 3537 185091 SH SOLE 0 0 185091
D CITADEL BROADCASTING CORP COM 17285T106 12096 1056400 SH SOLE 1056400 0 0
D CINTAS CORP COM 172908105 82 2135 SH SOLE 2135 0 0
D CITIGROUP INC COM 172967101 102872 2225213 SH SOLE 2225213 0 0
D CITIGROUP INC COM 172967101 26579 574937 SH SOLE 0 0 574937
D CITIGROUP INC LITIGATION WTS COM 172967127 1 630 SH SOLE 630 0 0
D CITI TRENDS INC COM 17306X102 4316 238700 SH SOLE 238700 0 0
D CITIZENS COMMUNICATIONS CO. COM 17453B101 606 45100 SH SOLE 45100 0 0
D CITIZENS INC COM 174740100 153 25000 SH SOLE 0 0 25000
D CITIZENS SOUTH BANKING CORP COM 176682102 317 25000 SH SOLE 0 0 25000
D CITRIX SYSTEMS INC COM 177376100 2753 127100 SH SOLE 127100 0 0
D CITY NATL CORP COM 178566105 617 8600 SH SOLE 8600 0 0
D CLAIRE'S STORES INC COM 179584107 19 800 SH SOLE 800 0 0
D CLARCOR INC COM 179895107 342 11700 SH SOLE 11700 0 0
D CLARCOR INC COM 179895107 197 6750 SH SOLE 0 0 6750
D CLARK INC COM 181457102 143 10000 SH SOLE 10000 0 0
D CLEAN HARBORS INC COM 184496107 4264 196700 SH SOLE 196700 0 0
D CLEAR CHANNEL COMMUNICATION COM 184502102 53 1700 SH SOLE 1700 0 0
D CLEAR CHANNEL COMMUNICATION COM 184502102 15 500 SH SOLE 0 0 500
D CLOROX CO COM 189054109 1237 22200 SH SOLE 22200 0 0
D CLOROX CO COM 189054109 546 9800 SH SOLE 0 0 9800
D COACH INC COM 189754104 191 5700 SH SOLE 5700 0 0
D COBIZ INC COM 190897108 73 4050 SH SOLE 4050 0 0
D COBIZ INC COM 190897108 1745 96259 SH SOLE 0 0 96259
D COBRA ELECTRONICS CORP COM 191042100 136 19000 SH SOLE 0 0 19000
D COCA COLA COM 191216100 10734 257090 SH SOLE 257090 0 0
D COCA COLA COM 191216100 2220 53176 SH SOLE 0 0 53176
D COCA COLA ENTERPRISES INC COM 191219104 22 1000 SH SOLE 1000 0 0
D COGNEX CORP COM 192422103 29231 1116100 SH SOLE 1116100 0 0
D COGNIZANT TECH SOLUTIONS COM 192446102 85 1800 SH SOLE 1800 0 0
D COHERENT INC COM 192479103 67826 1883520 SH SOLE 1883520 0 0
D COHESANT TECHNOLOGIES INC COM 192480101 826 94400 SH SOLE 94400 0 0
D COLDWATER CREEK INC COM 193068103 39704 1593886 SH SOLE 1593886 0 0
D COLGATE-PALMOLIVE COM 194162103 15964 319862 SH SOLE 319862 0 0
D COLGATE-PALMOLIVE COM 194162103 4848 97125 SH SOLE 0 0 97125
D COLONIAL BANCGROUP COM 195493309 532 24100 SH SOLE 24100 0 0
D COLUMBIA EQUITY TRUST INC COM 197627102 1091 71100 SH SOLE 71100 0 0
D COMCAST CORP CL A COM 20030N101 8943 291292 SH SOLE 291292 0 0
D COMCAST CORP CL A COM 20030N101 50 1624 SH SOLE 0 0 1624
D COMCAST CORP SPECIAL CL A COM 20030N200 7 250 SH SOLE 250 0 0
D COMERICA INC. COM 200340107 2807 48572 SH SOLE 48572 0 0
D COMERICA INC. COM 200340107 153 2650 SH SOLE 0 0 2650
D COMMERCE BANCORP INC NJ COM 200519106 9754 321817 SH SOLE 321817 0 0
D COMMERCE BANCORP INC NJ COM 200519106 1302 42968 SH SOLE 0 0 42968
D COMMERCE BANCSHARES COM 200525103 114 2255 SH SOLE 2255 0 0
D COMMERCE GROUP INC/MA COM 200641108 199 3200 SH SOLE 3200 0 0
D COMMERCIAL CAPITAL BANCORP COM 20162L105 4471 267590 SH SOLE 267590 0 0
D COMMERCIAL CAPITAL BANCORP COM 20162L105 371 22200 SH SOLE 0 0 22200
D COMMERCIAL NET LEASE REALTY COM 202218103 20 1000 SH SOLE 1000 0 0
D COMMERCIAL VEHICLE GROUP INC COM 202608105 192 10800 SH SOLE 10800 0 0
D COMMUNITY BANCORP COM 20343T100 472 15200 SH SOLE 15200 0 0
D COMMUNITY HEALTH SYS INC NEW COM 203668108 181 4800 SH SOLE 4800 0 0
D COMMUNICATIONS SYSTEMS INC COM 203900105 236 23000 SH SOLE 0 0 23000
D COMPASS BANCSHARES INC COM 20449H109 680 15100 SH SOLE 15100 0 0
D COMPEX TECHNOLOGIES INC COM 204513105 169 41000 SH SOLE 0 0 41000
D COMPUCREDIT CORP COM 20478N100 452 13200 SH SOLE 13200 0 0
D COMPUDYNE CORP COM 204795306 168 24000 SH SOLE 0 0 24000
D COMPUTER ASSOC INTERNATIONAL COM 204912109 1000 36400 SH SOLE 36400 0 0
D COMPUTER ASSOC INTERNATIONAL COM 204912109 0 5 SH SOLE 0 0 5
D COMPUTER PROGRAMS & SYSTEMS COM 205306103 335 9000 SH SOLE 9000 0 0
D COMPUTER SCIENCES COM 205363104 1357 31050 SH SOLE 31050 0 0
D COMPUTER SCIENCES COM 205363104 468 10700 SH SOLE 0 0 10700
D COMPUWARE CORP COM 205638109 342 47500 SH SOLE 47500 0 0
D COMPX INTERNATIONAL INC. COM 20563P101 670 40000 SH SOLE 0 0 40000
D COMSTOCK HOMEBUILDING COS CL A COM 205684103 7373 304407 SH SOLE 304407 0 0
D COMSTOCK HOMEBUILDING COS CL A COM 205684103 966 39900 SH SOLE 0 0 39900
D COMTECH TELECOMMUNICATIONS COM 205826209 1399 42873 SH SOLE 42873 0 0
D COMTECH TELECOMMUNICATIONS COM 205826209 2708 83000 SH SOLE 0 0 83000
D COMVERSE TECHNOLOGY COM 205862402 506 21400 SH SOLE 21400 0 0
D CONAGRA FOODS INC COM 205887102 37 1600 SH SOLE 1600 0 0
D COMPUTER HORIZONS CORP COM 205908106 54 17400 SH SOLE 17400 0 0
D CONNECTICUT WATER SVC COM 207797101 587 23500 SH SOLE 0 0 23500
D CONOCOPHILLIPS COM 20825C104 42141 733020 SH SOLE 733020 0 0
D CONOCOPHILLIPS COM 20825C104 6932 120586 SH SOLE 0 0 120586
D CONSECO INC COM 208464883 524 24000 SH SOLE 24000 0 0
D CONSOL ENERGY INC COM 20854P109 54 1000 SH SOLE 1000 0 0
D CONSOLIDATED EDISON INC COM 209115104 2244 47900 SH SOLE 47900 0 0
D CONSOLIDATED GRAPHICS INC COM 209341106 1590 39000 SH SOLE 0 0 39000
D CONSTELLATION BRANDS INC CL A COM 21036P108 139 4700 SH SOLE 4700 0 0
D CONSTELLATION BRANDS INC CL A COM 21036P108 41 1400 SH SOLE 0 0 1400
D CONSTELLATION ENERGY GROUP COM 210371100 1113 19300 SH SOLE 19300 0 0
D COOPER CAMERON CORP COM 216640102 285 4600 SH SOLE 4600 0 0
D COOPER COMPANIES COM 216648402 22 356 SH SOLE 0 0 356
D COOPER TIRE & RUBBER COM 216831107 1227 66064 SH SOLE 66064 0 0
D COOPERATIVE BANKSHARES INC COM 216844100 171 9150 SH SOLE 9150 0 0
D COOPERATIVE BANKSHARES INC COM 216844100 879 47055 SH SOLE 0 0 47055
D COPART INC COM 217204106 12 500 SH SOLE 500 0 0
D CORILLIAN CORP COM 218725109 99 32000 SH SOLE 32000 0 0
D CORNELL COMPANIES INC COM 219141108 498 37000 SH SOLE 0 0 37000
D CORNING INC COM 219350105 10828 651523 SH SOLE 651523 0 0
D CORNING INC COM 219350105 143 8600 SH SOLE 0 0 8600
D CORPORATE EXECUTIVE BOARD CO COM 21988R102 23 300 SH SOLE 300 0 0
D CORUS BANKSHARES INC COM 220873103 117 2100 SH SOLE 2100 0 0
D CORVEL CORP COM 221006109 18018 717269 SH SOLE 717269 0 0
D COSTCO WHOLESALE CORP COM 22160K105 3290 73398 SH SOLE 73398 0 0
D COSTCO WHOLESALE CORP COM 22160K105 19 420 SH SOLE 0 0 420
D COUNTRYWIDE FINANCIAL CORP COM 222372104 6042 156490 SH SOLE 156490 0 0
D COVANCE INC COM 222816100 7 150 SH SOLE 0 0 150
D COVANSYS CORP COM 22281W103 1170 91070 SH SOLE 91070 0 0
D COVANSYS CORP COM 22281W103 3940 306600 SH SOLE 0 0 306600
D COVENANT TRANSPORT CL A COM 22284P105 554 42000 SH SOLE 0 0 42000
D COVENTRY HEALTH CARE INC COM 222862104 758 10720 SH SOLE 10720 0 0
D COX RADIO INC CL A COM 224051102 82 5200 SH SOLE 5200 0 0
D CRANE CO COM 224399105 58 2200 SH SOLE 2200 0 0
D CREDIT ACCEP CORP MICH COM 225310101 1831 123000 SH SOLE 0 0 123000
D CREE INC COM 225447101 5 200 SH SOLE 200 0 0
D CRESCENT REAL ESTATE EQUITIES COM 225756105 39 2100 SH SOLE 2100 0 0
D CRITICAL PATH INC COM 22674V506 1 1732 SH SOLE 0 0 1732
D CROMPTON CORP COM 227116100 42 3000 SH SOLE 3000 0 0
D CROSS COUNTRY HEALTHCARE INC COM 227483104 8942 526000 SH SOLE 526000 0 0
D CROWN HOLDINGS INC COM 228368106 28 2000 SH SOLE 2000 0 0
D CROWN VANTAGE INC COM 228622106 0 30 SH SOLE 0 0 30
D CRYOLIFE INC COM 228903100 4871 627700 SH SOLE 627700 0 0
D CUBIC CORP COM 229669106 4897 276015 SH SOLE 276015 0 0
D CUBIC CORP COM 229669106 570 32125 SH SOLE 0 0 32125
D CUMMINS INC COM 231021106 537 7200 SH SOLE 7200 0 0
D CUTTER & BUCK INC COM 232217109 413 32000 SH SOLE 0 0 32000
D CYBEROPTICS CORP COM 232517102 140 10800 SH SOLE 10800 0 0
D D&K HEALTHCARE RESOURCES COM 232861104 338 40000 SH SOLE 0 0 40000
D DHB INDUSTRIES INC COM 23321E103 259 30700 SH SOLE 30700 0 0
D DJ ORTHOPEDICS COM 23325G104 1152 42000 SH SOLE 0 0 42000
D DPL INC COM 233293109 140 5100 SH SOLE 5100 0 0
D D R HORTON INC COM 23331A109 251 6666 SH SOLE 6666 0 0
D DST SYSTEM INC COM 233326107 23 500 SH SOLE 500 0 0
D DTE ENERGY CO COM 233331107 1422 30400 SH SOLE 30400 0 0
D DVI INC COM 233343102 0 33000 SH SOLE 0 0 33000
D DSW INC CL A COM 23334L102 267 10700 SH SOLE 10700 0 0
D DADE BEHRING HOLDINGS INC COM 23342J206 33 500 SH SOLE 500 0 0
D DANAHER CORP COM 235851102 1554 29700 SH SOLE 29700 0 0
D DARDEN RESTAURANT COM 237194105 722 21900 SH SOLE 21900 0 0
D DARLING INTERNATIONAL INC COM 237266101 53 14200 SH SOLE 14200 0 0
D DAVE & BUSTERS INC COM 23833N104 727 39400 SH SOLE 0 0 39400
D DAVITA INC COM 23918K108 312 6850 SH SOLE 6850 0 0
D DEAN FOODS CO COM 242370104 264 7500 SH SOLE 7500 0 0
D DEARBORN BANCORP INC COM 24242R108 1432 55294 SH SOLE 55294 0 0
D DEARBORN BANCORP INC COM 24242R108 3687 142356 SH SOLE 0 0 142356
D DEB SHOPS INC COM 242728103 1159 40000 SH SOLE 0 0 40000
D DECKERS OUTDOOR CORP COM 243537107 153 6200 SH SOLE 6200 0 0
D DEL MONTE FOODS CO COM 24522P103 121 11200 SH SOLE 11200 0 0
D DEL MONTE FOODS CO COM 24522P103 1 129 SH SOLE 0 0 129
D DELL INC COM 24702R101 14860 376111 SH SOLE 376111 0 0
D DELL INC COM 24702R101 143 3608 SH SOLE 0 0 3608
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 10663 241521 SH SOLE 241521 0 0
D DELPHI FINANCIAL GRP -CL A COM 247131105 1151 26063 SH SOLE 0 0 26063
D DELTA NATURAL GAS COM 247748106 233 9000 SH SOLE 0 0 9000
D DELUXE CORP COM 248019101 219 5400 SH SOLE 5400 0 0
D DENDRITE INTERNATIONAL INC COM 248239105 21855 1583690 SH SOLE 1583690 0 0
D DENTSPLY INTERNATIONAL COM 249030107 38 700 SH SOLE 700 0 0
D DEPARTMENT 56 INC COM 249509100 400 39000 SH SOLE 0 0 39000
D DEVELOPERS DIVERSIFIED REALTY COM 251591103 230 5000 SH SOLE 5000 0 0
D DEVON ENERGY CORP COM 25179M103 3247 64060 SH SOLE 64060 0 0
D DEX MEDIA INC COM 25212E100 15 600 SH SOLE 600 0 0
D DIAMOND OFFSHORE DRILLING COM 25271C102 16 300 SH SOLE 300 0 0
D DIEBOLD COM 253651103 9 200 SH SOLE 200 0 0
D DIGITAL REALTY TRUST INC COM 253868103 47 2700 SH SOLE 2700 0 0
D DIGITAL RIVER INC COM 25388B104 403 12700 SH SOLE 12700 0 0
D DILLARDS INC COM 254067101 283 12100 SH SOLE 12100 0 0
D DIRECTV GROUP INC COM 25459L106 0 4 SH SOLE 4 0 0
D DIRECTV GROUP INC COM 25459L106 69 4445 SH SOLE 0 0 4445
D DISNEY (WALT) CO COM 254687106 29692 1179195 SH SOLE 1179195 0 0
D DISNEY (WALT) CO COM 254687106 5772 229210 SH SOLE 0 0 229210
D DIXIE GROUP INC COM 255519100 382 21700 SH SOLE 21700 0 0
D DIXIE GROUP INC COM 255519100 1085 61638 SH SOLE 0 0 61638
D DOLLAR GENERAL CORP COM 256669102 24 1200 SH SOLE 1200 0 0
D DOLLAR TREE STORES INC COM 256747106 24 1000 SH SOLE 0 0 1000
D DOMINION HOMES INC COM 257386102 355 22000 SH SOLE 0 0 22000
D DOMINION RESOURCES COM 25746U109 3305 45030 SH SOLE 45030 0 0
D DOMINION RESOURCES COM 25746U109 2364 32206 SH SOLE 0 0 32206
D DONEGAL GROUP INC CL A COM 257701201 12080 605214 SH SOLE 605214 0 0
D DONEGAL GROUP INC CL A COM 257701201 985 49333 SH SOLE 0 0 49333
D DONEGAL GROUP CLASS B COM 257701300 163 9333 SH SOLE 0 0 9333
D DONNELLEY R.R. & SONS COM 257867101 19016 551018 SH SOLE 551018 0 0
D DONNELLEY R.R. & SONS COM 257867101 2129 61700 SH SOLE 0 0 61700
D DORAL FINANCIAL CORP COM 25811P100 159 9600 SH SOLE 9600 0 0
D DORCHESTER MINERALS LP COM 25820R105 6 240 SH SOLE 0 0 240
D DOT HILL SYSTEMS CORP COM 25848T109 12 2200 SH SOLE 2200 0 0
D DOVER CORP COM 260003108 280 7700 SH SOLE 7700 0 0
D DOW CHEMICAL COM 260543103 19385 435333 SH SOLE 435333 0 0
D DOW CHEMICAL COM 260543103 4968 111569 SH SOLE 0 0 111569
D DOW JONES & CO INC COM 260561105 230 6500 SH SOLE 6500 0 0
D DOWNEY FINANCIAL CORP COM 261018105 622 8500 SH SOLE 8500 0 0
D DREW INDUSTRIES INC COM 26168L205 259 5700 SH SOLE 5700 0 0
D DRIL-QUIP INC COM 262037104 1451 50000 SH SOLE 0 0 50000
D DU PONT COM 263534109 8414 195640 SH SOLE 195640 0 0
D DU PONT COM 263534109 460 10705 SH SOLE 0 0 10705
D DUCKWALL-ALTO STORES INC NEW COM 264142100 290 13500 SH SOLE 0 0 13500
D DUCOMMUN INC COM 264147109 490 29000 SH SOLE 0 0 29000
D DUKE ENERGY CORP COM 264399106 6610 222350 SH SOLE 222350 0 0
D DUKE ENERGY CORP COM 264399106 45 1520 SH SOLE 0 0 1520
D DUKE REALTY CORP COM 264411505 16 500 SH SOLE 500 0 0
D DUN & BRADSTREET (2000) COM 26483E100 49 800 SH SOLE 800 0 0
D DUN & BRADSTREET (2000) COM 26483E100 43 700 SH SOLE 0 0 700
D DURATEK INC COM 26658Q102 148 6400 SH SOLE 6400 0 0
D EMAK WORLDWIDE INC COM 26861V104 178 16500 SH SOLE 0 0 16500
D E M C CORP COM 268648102 11639 848913 SH SOLE 848913 0 0
D E M C CORP COM 268648102 4408 321515 SH SOLE 0 0 321515
D E M C INSURANCE GRP INC COM 268664109 1490 82409 SH SOLE 82409 0 0
D E M C INSURANCE GRP INC COM 268664109 362 20000 SH SOLE 0 0 20000
D E M S TECHOLOGIES INC COM 26873N108 212 14200 SH SOLE 14200 0 0
D E M S TECHOLOGIES INC COM 26873N108 5351 357900 SH SOLE 0 0 357900
D ENSCO INTL INC COM 26874Q100 29 800 SH SOLE 800 0 0
D EOG RESOURCES INC COM 26875P101 61 1072 SH SOLE 1072 0 0
D ESS TECHNOLOGY INC COM 269151106 472 112000 SH SOLE 0 0 112000
D E TRADE FINANCIAL CORP COM 269246104 21 1500 SH SOLE 1500 0 0
D EAGLE MATERIALS INC COM 26969P108 472 5100 SH SOLE 5100 0 0
D EARTHLINK INC COM 270321102 334 38600 SH SOLE 38600 0 0
D EAST WEST BANCORP INC COM 27579R104 2812 83722 SH SOLE 83722 0 0
D EAST WEST BANCORP INC COM 27579R104 346 10300 SH SOLE 0 0 10300
D EASTERN CO COM 276317104 6608 280600 SH SOLE 280600 0 0
D EASTERN CO COM 276317104 231 9800 SH SOLE 0 0 9800
D EASTMAN CHEMICAL COM 277432100 1351 24500 SH SOLE 24500 0 0
D EASTMAN KODAK COM 277461109 44987 1675505 SH SOLE 1675505 0 0
D EASTMAN KODAK COM 277461109 10812 402680 SH SOLE 0 0 402680
D EATON CORP COM 278058102 12 200 SH SOLE 200 0 0
D EATON CORP COM 278058102 42 700 SH SOLE 0 0 700
D EATON VANCE CORP COM 278265103 37381 1563425 SH SOLE 1563425 0 0
D EBAY INC COM 278642103 2117 64124 SH SOLE 64124 0 0
D EBAY INC COM 278642103 40 1220 SH SOLE 0 0 1220
D ECOLOGY & ENVIRONMENT CL A COM 278878103 76 11315 SH SOLE 0 0 11315
D EDIETS.COM INC COM 280597105 0 132 SH SOLE 132 0 0
D EDISON INTERNATIONAL COM 281020107 3139 77400 SH SOLE 77400 0 0
D EDO CORP COM 281347104 428 14300 SH SOLE 14300 0 0
D EDO CORP COM 281347104 10953 366200 SH SOLE 0 0 366200
D EDUCATION MGMT CORP COM 28139T101 24 700 SH SOLE 700 0 0
D EDWARDS A G INC COM 281760108 144 3200 SH SOLE 3200 0 0
D EDWARDS LIFESCIENCES CORP COM 28176E108 22 500 SH SOLE 500 0 0
D EDWARDS LIFESCIENCES CORP COM 28176E108 2 40 SH SOLE 0 0 40
D EL CAPITAL PRECIOUS METALS INC COM 282812106 19 48000 SH SOLE 48000 0 0
D EL PASO CORP COM 28336L109 1297 112600 SH SOLE 112600 0 0
D EL PASO CORP COM 28336L109 38 3300 SH SOLE 0 0 3300
D ELECTRO RENT CORP COM 285218103 1018 70000 SH SOLE 0 0 70000
D ELECTRONIC ARTS COM 285512109 11 200 SH SOLE 200 0 0
D ELECTRONIC DATA SYSTEMS COM 285661104 588 30550 SH SOLE 30550 0 0
D ELECTRONICS BOUTIQUE HLDGS C COM 286045109 203 3200 SH SOLE 3200 0 0
D ELIZABETH ARDEN INC COM 28660G106 1707 73000 SH SOLE 0 0 73000
D ELKCORP COM 287456107 15372 538410 SH SOLE 538410 0 0
D ELKCORP COM 287456107 1948 68225 SH SOLE 0 0 68225
D ELLIS PERRY INTL INC COM 288853104 573 24500 SH SOLE 0 0 24500
D EMERSON ELECTRIC COM 291011104 3503 55932 SH SOLE 55932 0 0
D EMERSON ELECTRIC COM 291011104 1643 26230 SH SOLE 0 0 26230
D EMERSON RADIO CORP COM 291087203 3 1000 SH SOLE 1000 0 0
D EMMIS COMMUNICATIONS CLASS A COM 291525103 6907 390904 SH SOLE 390904 0 0
D EMPIRE DISTRICT ELEC COM 291641108 1701 71000 SH SOLE 0 0 71000
D ENBRIDGE ENERGY MANAGEMENT LLC COM 29250X103 1616 31984 SH SOLE 0 0 31984
D ENCORE WIRE CORP COM 292562105 464 40000 SH SOLE 0 0 40000
D ENDO PHARMACEUTICALS HLDGS INC COM 29264F205 473 18000 SH SOLE 18000 0 0
D ENERGY CONVERSION DEVICES INC COM 292659109 184 8200 SH SOLE 8200 0 0
D ENERGEN CORP COM 29265N108 19891 567492 SH SOLE 567492 0 0
D ENERGEN CORP COM 29265N108 2163 61700 SH SOLE 0 0 61700
D ENERGY EAST CORP COM 29266M109 435 15000 SH SOLE 15000 0 0
D ENERGY EAST CORP COM 29266M109 181 6261 SH SOLE 0 0 6261
D ENERGIZER HOLDINGS INC COM 29266R108 261 4200 SH SOLE 4200 0 0
D ENERGIZER HOLDINGS INC COM 29266R108 12 200 SH SOLE 0 0 200
D ENERGY PARTNERS LTD COM 29270U105 8557 326493 SH SOLE 326493 0 0
D ENERGY PARTNERS LTD COM 29270U105 1075 41025 SH SOLE 0 0 41025
D ENGELHARD CORP COM 292845104 485 17000 SH SOLE 17000 0 0
D ENERGYSOUTH INC COM 292970100 665 24000 SH SOLE 0 0 24000
D ENESCO GROUP INC COM 292973104 2970 993175 SH SOLE 993175 0 0
D ENESCO GROUP INC COM 292973104 391 130650 SH SOLE 0 0 130650
D ENNIS INC COM 293389102 174 9600 SH SOLE 9600 0 0
D ENNIS INC COM 293389102 5132 283200 SH SOLE 0 0 283200
D ENRON CORP COM 293561106 0 5219 SH SOLE 5219 0 0
D ENRON CORP COM 293561106 0 9368 SH SOLE 0 0 9368
D ENTERGY CORP COM 29364G103 38691 512130 SH SOLE 512130 0 0
D ENTERGY CORP COM 29364G103 9060 119920 SH SOLE 0 0 119920
D ENTERPRISE PRODUCTS PARTNERS COM 293792107 24 905 SH SOLE 905 0 0
D ENTERTAINMENT PROPERTIES TRUST COM 29380T105 244 5300 SH SOLE 5300 0 0
D ENVIRO-RECOVERY INC COM 29403M103 0 11000 SH SOLE 11000 0 0
D EPLUS INC COM 294268107 311 27000 SH SOLE 0 0 27000
D EPICOR SOFTWARE CORP COM 29426L108 26 2000 SH SOLE 2000 0 0
D EQUIFAX COM 294429105 2353 65900 SH SOLE 65900 0 0
D EQUITABLE RESOURCES COM 294549100 422 6200 SH SOLE 6200 0 0
D EQUITY OFFICE PROPERTIES TRUST COM 294741103 1916 57900 SH SOLE 57900 0 0
D EQUITY OFFICE PROPERTIES TRUST COM 294741103 26 777 SH SOLE 0 0 777
D EQUITY ONE INC COM 294752100 10 450 SH SOLE 450 0 0
D EQUITY RESIDENTIAL COM 29476L107 2736 74300 SH SOLE 74300 0 0
D ERIE INDEMNITY CO CL A COM 29530P102 103 1900 SH SOLE 1900 0 0
D ESCO TECHNOLOGIES INC COM 296315104 111 1100 SH SOLE 1100 0 0
D ESCO TECHNOLOGIES INC COM 296315104 2560 25400 SH SOLE 0 0 25400
D ESSEX PROPERTY TRUST INC COM 297178105 83 1000 SH SOLE 1000 0 0
D ETHAN ALLEN INTERIORS INC COM 297602104 7 200 SH SOLE 200 0 0
D EUROBANCSHARES INC COM 298716101 1250 77902 SH SOLE 77902 0 0
D EXCEL TECHNOLOGY INC COM 30067T103 8133 334700 SH SOLE 334700 0 0
D EXELON CORPORATION COM 30161N101 41084 800390 SH SOLE 800390 0 0
D EXELON CORPORATION COM 30161N101 9635 187715 SH SOLE 0 0 187715
D EXPEDITORS INTL WASH INC COM 302130109 39505 793110 SH SOLE 793110 0 0
D EXPEDITORS INTL WASH INC COM 302130109 5506 110550 SH SOLE 0 0 110550
D EXPONET INC COM 30214U102 594 20800 SH SOLE 0 0 20800
D EXPRESS SCRIPTS INC COM 302182100 1724 34500 SH SOLE 34500 0 0
D EXXON MOBIL CORPORATION COM 30231G102 124485 2166089 SH SOLE 2166089 0 0
D EXXON MOBIL CORPORATION COM 30231G102 47025 818256 SH SOLE 0 0 818256
D FEI COMPANY COM 30241L109 1035 45381 SH SOLE 45381 0 0
D FMC CORP COM 302491303 831 14800 SH SOLE 14800 0 0
D FPIC INSURANCE GROUP COM 302563101 792 27000 SH SOLE 0 0 27000
D FPL GROUP COM 302571104 1687 40100 SH SOLE 40100 0 0
D FPL GROUP COM 302571104 237 5630 SH SOLE 0 0 5630
D FRMO CORP COM 30262F106 4 2250 SH SOLE 0 0 2250
D FAIR ISAAC INC COM 303250104 224 6150 SH SOLE 6150 0 0
D FAIRCHILD SEMICONDUCTOR INTL COM 303726103 137 9300 SH SOLE 9300 0 0
D FAMILY DLR STORES INC COM 307000109 3 100 SH SOLE 100 0 0
D FARGO ELECTRONICS COM 30744P102 404 20200 SH SOLE 20200 0 0
D FARGO ELECTRONICS COM 30744P102 8544 427400 SH SOLE 0 0 427400
D FARMER BROS CO COM 307675108 668 30000 SH SOLE 0 0 30000
D FEDERAL AGRICULTURE MORTGAGE COCOM 313148306 238 10800 SH SOLE 10800 0 0
D FREDDIE MAC COM 313400301 51918 795916 SH SOLE 795916 0 0
D FREDDIE MAC COM 313400301 19403 297455 SH SOLE 0 0 297455
D FANNIE MAE COM 313586109 7161 122625 SH SOLE 122625 0 0
D FANNIE MAE COM 313586109 131 2240 SH SOLE 0 0 2240
D FEDERAL REALTY INVESTMENT TRUSTCOM 313747206 59 1000 SH SOLE 1000 0 0
D FEDERAL SCREW WORKS COM 313819104 79 3656 SH SOLE 0 0 3656
D FEDERATED DEPARTMENT STORES COM 31410H101 5027 68600 SH SOLE 68600 0 0
D FEDERATED INVESTORS INC CL B COM 314211103 24 800 SH SOLE 800 0 0
D FEDEX CORPORATION COM 31428X106 1588 19600 SH SOLE 19600 0 0
D FELCOR LODGING TRUST INC COM 31430F101 153 10600 SH SOLE 10600 0 0
D F5 NETWORKS INC COM 315616102 9 200 SH SOLE 200 0 0
D FIDELITY BANKSHARES INC COM 31604Q107 18316 690650 SH SOLE 690650 0 0
D FIDELITY NATIONAL FINANCIAL COM 316326107 321 9000 SH SOLE 9000 0 0
D FIFTH THIRD BANCORP COM 316773100 1062 25760 SH SOLE 25760 0 0
D FIFTH THIRD BANCORP COM 316773100 23 550 SH SOLE 0 0 550
D FINANCIAL INSTITUTIONS INC COM 317585404 4908 272350 SH SOLE 272350 0 0
D FINLAY ENTERPRISES INC COM 317884203 325 26000 SH SOLE 0 0 26000
D FINISH LINE INC COM 317923100 2497 132000 SH SOLE 0 0 132000
D FIRST ALBANY COS INC COM 318465101 195 32725 SH SOLE 0 0 32725
D FIRST AMERICAN CORP COM 318522307 309 7700 SH SOLE 7700 0 0
D FIRST BANCORP PUERTO RICO COM 318672102 293 7300 SH SOLE 7300 0 0
D FIRST CASH FINANCIAL SERVICES COM 31942D107 1015 47500 SH SOLE 0 0 47500
D FIRST COMMUNITY BANCORP COM 31983B101 27582 580675 SH SOLE 580675 0 0
D FIRST DATA CORP COM 319963104 246 6120 SH SOLE 6120 0 0
D FIRST DATA CORP COM 319963104 112 2800 SH SOLE 0 0 2800
D FIRST FINANCIAL CORP INDIANA COM 320218100 1149 40000 SH SOLE 0 0 40000
D FIRST HORIZON NATIONAL CORP COM 320517105 966 22900 SH SOLE 22900 0 0
D FIRST INDIANA CORP COM 32054R108 190 6400 SH SOLE 6400 0 0
D FIRST INDIANA CORP COM 32054R108 930 31345 SH SOLE 0 0 31345
D FIRST MERCHANTS CORP COM 320817109 1342 54000 SH SOLE 0 0 54000
D FIRST NIAGARA FINANCIAL GRP COM 33582V108 74 5100 SH SOLE 5100 0 0
D FIRST OAK BROOK BANCSHARES COM 335847208 635 22500 SH SOLE 22500 0 0
D FIRST PACTRUST BANCORP INC COM 33589V101 354 14000 SH SOLE 0 0 14000
D FIRST PLACE FINANCIAL /OHIO COM 33610T109 763 38000 SH SOLE 0 0 38000
D FIRST REPUBLIC BANK COM 336158100 40780 1154248 SH SOLE 1154248 0 0
D FIRST STATE BANCORPORATION COM 336453105 13652 707700 SH SOLE 707700 0 0
D FIRST STATE BANCORPORATION COM 336453105 810 42000 SH SOLE 0 0 42000
D FIRSTCITY FINANCIAL CORP COM 33761X107 81 6900 SH SOLE 6900 0 0
D FIRSTCITY FINANCIAL CORP COM 33761X107 1975 168800 SH SOLE 0 0 168800
D FISERV INC COM 337738108 17603 409858 SH SOLE 409858 0 0
D FISERV INC COM 337738108 7236 168477 SH SOLE 0 0 168477
D FIRSTMERIT CORP COM 337915102 89 3400 SH SOLE 3400 0 0
D FLAGSTAR BANCORP INC COM 337930101 80 4200 SH SOLE 4200 0 0
D FIRSTENERGY CORP COM 337932107 2006 41700 SH SOLE 41700 0 0
D FIRSTENERGY CORP COM 337932107 10 200 SH SOLE 0 0 200
D FISHER SCIENTIFIC INTL COM 338032204 447 6880 SH SOLE 6880 0 0
D FLORIDA PUBLIC UTILITIES COM 341135101 228 12000 SH SOLE 0 0 12000
D FLORIDA ROCK INDUSTRIES COM 341140101 73 1000 SH SOLE 1000 0 0
D FOODARAMA SUPERMARKETS COM 344820105 97 2700 SH SOLE 0 0 2700
D FOOT LOCKER INC COM 344849104 1440 52900 SH SOLE 52900 0 0
D FORD MOTOR COM 345370860 3883 379200 SH SOLE 379200 0 0
D FOREST LABS COM 345838106 1204 31000 SH SOLE 31000 0 0
D FOREST OIL CORP COM 346091705 475 11300 SH SOLE 11300 0 0
D FORTUNE BRANDS COM 349631101 295 3325 SH SOLE 3325 0 0
D FORTUNE BRANDS COM 349631101 89 1000 SH SOLE 0 0 1000
D FOSSIL INC COM 349882100 29649 1306125 SH SOLE 1306125 0 0
D FOUNDATION COAL HOLDINGS INC COM 35039W100 2910 112200 SH SOLE 112200 0 0
D FOX & HOUND RESTAURANT GROUP COM 351321104 299 25000 SH SOLE 0 0 25000
D FRANKLIN ELECTRIC CO COM 353514102 131 3400 SH SOLE 3400 0 0
D FRANKLIN RESOURCES INC COM 354613101 1501 19500 SH SOLE 19500 0 0
D FREEPORT MCMORAN COPPER B COM 35671D857 693 18500 SH SOLE 18500 0 0
D FREESCALE SEMICONDUCTOR B COM 35687M206 1192 56289 SH SOLE 56289 0 0
D FREESCALE SEMICONDUCTOR B COM 35687M206 3 121 SH SOLE 0 0 121
D FREIGHTCAR AMERICA INC COM 357023100 184 9300 SH SOLE 9300 0 0
D FREIGHTCAR AMERICA INC COM 357023100 4051 204300 SH SOLE 0 0 204300
D FREMONT GENERAL CORP COM 357288109 117 4800 SH SOLE 4800 0 0
D FRESH BRANDS INC COM 35803U108 81 12000 SH SOLE 0 0 12000
D FRIEDMAN'S INC COM 358438109 48 48000 SH SOLE 0 0 48000
D FRONTIER OIL CORP COM 35914P105 299 10200 SH SOLE 10200 0 0
D FULTON FINANCIAL CORP COM 360271100 73 4031 SH SOLE 4031 0 0
D G & K SERVICES INC CL A COM 361268105 28731 761500 SH SOLE 761500 0 0
D GB&T BANCSHARES INC COM 361462104 2712 114132 SH SOLE 114132 0 0
D GB&T BANCSHARES INC COM 361462104 361 15200 SH SOLE 0 0 15200
D GEO GROUP INC COM 36159R103 140 5600 SH SOLE 5600 0 0
D GTSI CORP COM 36238K103 198 24000 SH SOLE 0 0 24000
D GAIAM INC COM 36268Q103 251 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 43054 605280 SH SOLE 605280 0 0
D GANNETT CO INC COM 364730101 10296 144750 SH SOLE 0 0 144750
D GAP INC COM 364760108 1993 100900 SH SOLE 100900 0 0
D GARDNER DENVER INC COM 365558105 16501 470385 SH SOLE 470385 0 0
D GARDNER DENVER INC COM 365558105 2117 60350 SH SOLE 0 0 60350
D GEHL CO COM 368483103 646 16600 SH SOLE 0 0 16600
D GEN-PROBE INC COM 36866T103 11 300 SH SOLE 300 0 0
D GENCORP INC COM 368682100 325 16900 SH SOLE 16900 0 0
D GENENTECH INC COM 368710406 112 1400 SH SOLE 1400 0 0
D GENENTECH INC COM 368710406 6 80 SH SOLE 0 0 80
D GENERAL DYNAMICS COM 369550108 4951 45200 SH SOLE 45200 0 0
D GENERAL DYNAMICS COM 369550108 48 442 SH SOLE 0 0 442
D GENERAL ELECTRIC COM 369604103 48708 1405728 SH SOLE 1405728 0 0
D GENERAL ELECTRIC COM 369604103 30780 888304 SH SOLE 0 0 888304
D GENERAL GROWTH PROPERTIES INC COM 370021107 25 600 SH SOLE 600 0 0
D GENERAL MILLS COM 370334104 2767 59141 SH SOLE 59141 0 0
D GENERAL MILLS COM 370334104 75 1600 SH SOLE 0 0 1600
D GENERAL MOTORS COM 370442105 504 14822 SH SOLE 14822 0 0
D GENERAL MOTORS COM 370442105 289 8500 SH SOLE 0 0 8500
D GENESCO INC. COM 371532102 441 11900 SH SOLE 11900 0 0
D GENESEE CORP CL B COM 371601204 6 3200 SH SOLE 0 0 3200
D GENLYTE GROUP INC COM 372302109 613 12580 SH SOLE 12580 0 0
D GENUINE PARTS COM 372460105 1023 24900 SH SOLE 24900 0 0
D GENWORTH FINANCIAL INC CL A COM 37247D106 499 16500 SH SOLE 16500 0 0
D GEOALERT INC COM 37248X200 0 300 SH SOLE 300 0 0
D GENZYME CORP COM 372917104 1662 27660 SH SOLE 27660 0 0
D GEORGIA GULF CORP COM 373200203 118 3800 SH SOLE 3800 0 0
D GEORGIA PACIFIC COM 373298108 2932 92200 SH SOLE 92200 0 0
D GEORGIA PACIFIC COM 373298108 87 2750 SH SOLE 0 0 2750
D GETTY IMAGES INC COM 374276103 446 6000 SH SOLE 6000 0 0
D GEVITY HR INC COM 374393106 156 7800 SH SOLE 7800 0 0
D GIANT INDS INC COM 374508109 202 5600 SH SOLE 5600 0 0
D GIANT INDS INC COM 374508109 756 21000 SH SOLE 0 0 21000
D GIBRALTAR INDUSTRIES INC COM 374689107 6615 356814 SH SOLE 356814 0 0
D GIBRALTAR INDUSTRIES INC COM 374689107 1557 84000 SH SOLE 0 0 84000
D GILEAD SCIENCES INC COM 375558103 312 7100 SH SOLE 7100 0 0
D GILLETTE COM 375766102 7048 139199 SH SOLE 139199 0 0
D GILLETTE COM 375766102 10234 202140 SH SOLE 0 0 202140
D GLOBAL PAYMENTS INC COM 37940X102 34 500 SH SOLE 500 0 0
D GLOBAL POWER EQUIPMENT GROUP COM 37941P108 28021 3524650 SH SOLE 3524650 0 0
D GOLD KIST INC COM 380614107 134 6200 SH SOLE 6200 0 0
D GOLDEN WEST FINANCIAL COM 381317106 1848 28700 SH SOLE 28700 0 0
D GOLDEN WEST FINANCIAL COM 381317106 901 14000 SH SOLE 0 0 14000
D GOLDMAN SACHS GROUP INC COM 38141G104 5510 54011 SH SOLE 54011 0 0
D GOLDMAN SACHS GROUP INC COM 38141G104 279 2730 SH SOLE 0 0 2730
D GOODRICH CORP COM 382388106 532 13000 SH SOLE 13000 0 0
D GOODRICH PETROLEUM CORP COM 382410405 43 2100 SH SOLE 2100 0 0
D GOODRICH PETROLEUM CORP COM 382410405 986 47900 SH SOLE 0 0 47900
D GOODYEAR TIRE & RUBBER COM 382550101 384 25800 SH SOLE 25800 0 0
D GOODYS FAMILY CLOTHING INC COM 382588101 701 95000 SH SOLE 0 0 95000
D GOOGLE INC CL A COM 38259P508 147 500 SH SOLE 500 0 0
D GRACO INC COM 384109104 19 550 SH SOLE 550 0 0
D GRAHAM CORP COM 384556106 138 5150 SH SOLE 0 0 5150
D GRAINGER W W COM 384802104 575 10500 SH SOLE 10500 0 0
D GRAINGER W W COM 384802104 323 5900 SH SOLE 0 0 5900
D GRANT PRIDECO INC COM 38821G101 899 34000 SH SOLE 34000 0 0
D GRAY TELEVISION INC CL B COM 389375106 19593 1624650 SH SOLE 1624650 0 0
D GREAT LAKES CHEMICAL COM 390568103 18 575 SH SOLE 0 0 575
D GREAT PLAINS ENERGY INC COM 391164100 90 2817 SH SOLE 2817 0 0
D GREEN MOUNTAIN POWER CO COM 393154109 433 14500 SH SOLE 0 0 14500
D GREENHILL & CO LLC COM 395259104 1247 30778 SH SOLE 30778 0 0
D GTECH HOLDINGS COM 400518106 23 800 SH SOLE 800 0 0
D GUESS INC COM 401617105 149 9000 SH SOLE 9000 0 0
D GUIDANT CORP COM 401698105 2707 40230 SH SOLE 40230 0 0
D GUIDANT CORP COM 401698105 4828 71740 SH SOLE 0 0 71740
D GULF ISLAND FABRICATION COM 402307102 260 13100 SH SOLE 13100 0 0
D GULF ISLAND FABRICATION COM 402307102 6475 325700 SH SOLE 0 0 325700
D HCA INC COM 404119109 3865 68200 SH SOLE 68200 0 0
D HCC INSURANCE HOLDINGS INC COM 404132102 16658 439875 SH SOLE 439875 0 0
D HNI CORP COM 404251100 31 600 SH SOLE 600 0 0
D HMS HOLDINGS CORP COM 40425J101 6126 919837 SH SOLE 919837 0 0
D HMS HOLDINGS CORP COM 40425J101 6195 930132 SH SOLE 0 0 930132
D HRPT PROPERTIES TRUST COM 40426W101 300 24100 SH SOLE 24100 0 0
D HAEMONETICS CORPORATION COM 405024100 130 3200 SH SOLE 3200 0 0
D HALLIBURTON COM 406216101 104 2170 SH SOLE 2170 0 0
D HALLIBURTON COM 406216101 230 4800 SH SOLE 0 0 4800
D HAMPSHIRE GROUP LTD COM 408859106 510 26000 SH SOLE 0 0 26000
D HANCOCK FABRICS COM 409900107 4866 732769 SH SOLE 732769 0 0
D HANCOCK FABRICS COM 409900107 3001 451975 SH SOLE 0 0 451975
D HANMI FINL CORP COM 410495105 24464 1464900 SH SOLE 1464900 0 0
D HANMI FINL CORP COM 410495105 4187 250696 SH SOLE 0 0 250696
D HANSEN NATURAL CORP COM 411310105 1449 17100 SH SOLE 17100 0 0
D HARDINGE INC COM 412324303 362 25750 SH SOLE 0 0 25750
D HARLEY DAVIDSON INC COM 412822108 244 4910 SH SOLE 4910 0 0
D HARMAN INTL INDS INC COM 413086109 59 720 SH SOLE 720 0 0
D HARRAH'S ENTERTAINMENT COM 413619107 1057 14672 SH SOLE 14672 0 0
D HARRINGTON WEST FINANCIAL GROUPCOM 41383L104 1129 73300 SH SOLE 73300 0 0
D HARRINGTON WEST FINANCIAL GROUPCOM 41383L104 4009 260300 SH SOLE 0 0 260300
D HARRIS CORP COM 413875105 1136 36400 SH SOLE 36400 0 0
D HARSCO CORP COM 415864107 3420 62700 SH SOLE 62700 0 0
D HARTE HANKS COMMUN INC COM 416196103 34 1150 SH SOLE 1150 0 0
D HARTFORD FINL SRVCS GRP COM 416515104 4980 66600 SH SOLE 66600 0 0
D HARTMARX CORP COM 417119104 403 40000 SH SOLE 0 0 40000
D HARVEST NATURAL RESOURCES INC COM 41754V103 1071 98000 SH SOLE 0 0 98000
D HASBRO INC COM 418056107 441 21200 SH SOLE 21200 0 0
D HASTINGS ENTERTAINMENT INC COM 418365102 125 21000 SH SOLE 0 0 21000
D HAVERTY FURNITURE COM 419596101 4443 300600 SH SOLE 300600 0 0
D HAWAIIAN ELECTRIC INDS COM 419870100 5 200 SH SOLE 200 0 0
D HAWKINS INC COM 420261109 352 29000 SH SOLE 0 0 29000
D HEALTHCARE SVCS GROUP COM 421906108 537 26750 SH SOLE 26750 0 0
D HEALTHCARE SVCS GROUP COM 421906108 1491 74250 SH SOLE 0 0 74250
D HEALTH CARE PROPERTY INVESTORS COM 421915109 189 7000 SH SOLE 7000 0 0
D HEALTH MANAGEMENT ASSOC COM 421933102 55 2100 SH SOLE 2100 0 0
D HEALTHCARE REALTY TRUST INC COM 421946104 204 5293 SH SOLE 5293 0 0
D HEALTHCARE REALTY TRUST INC COM 421946104 208 5400 SH SOLE 0 0 5400
D HEADWATERS INC COM 42210P102 44691 1299900 SH SOLE 1299900 0 0
D HEALTH CARE REIT INC COM 42217K106 128 3400 SH SOLE 3400 0 0
D HEALTH NET INC COM 42222G108 73 1900 SH SOLE 1900 0 0
D HEALTHTRONICS INC COM 42222L107 1065 82000 SH SOLE 0 0 82000
D HEARST-ARGYLE TELEVISION INC COM 422317107 37 1500 SH SOLE 1500 0 0
D HEARTLAND EXPRESS INC COM 422347104 21652 1114371 SH SOLE 1114371 0 0
D HEICO CORP COM 422806109 8305 354775 SH SOLE 354775 0 0
D HEICO CORP COM 422806109 1639 70000 SH SOLE 0 0 70000
D HEICO CORP CL A COM 422806208 1458 80900 SH SOLE 0 0 80900
D HEINZ COM 423074103 1672 47200 SH SOLE 47200 0 0
D HEINZ COM 423074103 128 3610 SH SOLE 0 0 3610
D HELIX TECHNOLOGY CORP COM 423319102 26845 2021475 SH SOLE 2021475 0 0
D HELMERICH & PAYNE COM 423452101 511 10900 SH SOLE 10900 0 0
D HERCULES COM 427056106 470 33200 SH SOLE 33200 0 0
D HERLEY INDS INC DEL COM 427398102 117 6400 SH SOLE 6400 0 0
D HERLEY INDS INC DEL COM 427398102 2636 144500 SH SOLE 0 0 144500
D HERSHEY COMPANY COM 427866108 1559 25100 SH SOLE 25100 0 0
D HEWITT ASSOCIATES INC CL A COM 42822Q100 8 300 SH SOLE 300 0 0
D HEWLETT PACKARD CO COM 428236103 9848 418901 SH SOLE 418901 0 0
D HEWLETT PACKARD CO COM 428236103 239 10164 SH SOLE 0 0 10164
D HEXCEL CORP COM 428291108 200 11800 SH SOLE 11800 0 0
D HIBBETT SPORTING GOODS INC COM 428565105 204 5400 SH SOLE 5400 0 0
D HIBERNIA CORP CL A COM 428656102 202 6100 SH SOLE 6100 0 0
D HICKORYTECH CORP COM 429060106 65 8000 SH SOLE 8000 0 0
D HILLENBRAND INDUSTRIES COM 431573104 51 1000 SH SOLE 1000 0 0
D HILTON HOTELS CORP COM 432848109 2702 113300 SH SOLE 113300 0 0
D HOLLY CORPORATION COM 435758305 716 15340 SH SOLE 15340 0 0
D HOLOGIC INC COM 436440101 16 400 SH SOLE 400 0 0
D HOME FEDERAL BANCORP INDIANA COM 436926109 317 13000 SH SOLE 0 0 13000
D HOME DEPOT COM 437076102 11001 282811 SH SOLE 282811 0 0
D HOME DEPOT COM 437076102 813 20912 SH SOLE 0 0 20912
D HONEYWELL INTL INC COM 438516106 9403 256700 SH SOLE 256700 0 0
D HORMEL FOODS CORP COM 440452100 3 100 SH SOLE 100 0 0
D HOSPIRA INC COM 441060100 3417 87608 SH SOLE 87608 0 0
D HOSPIRA INC COM 441060100 1822 46707 SH SOLE 0 0 46707
D HOSPITALITY PROPERTIES TRUST COM 44106M102 132 3000 SH SOLE 3000 0 0
D HOST MARRIOTT CORP COM 44107P104 520 29700 SH SOLE 29700 0 0
D HOUSTON EXPLORATION CO COM 442120101 74 1400 SH SOLE 1400 0 0
D HOVNANIAN ENTRPRS INC -CL A COM 442487203 378 5800 SH SOLE 5800 0 0
D HUB INTERNATIONAL LIMITED COM 44332P101 1676 86000 SH SOLE 0 0 86000
D HUBBELL INC CLASS B COM 443510201 59 1334 SH SOLE 1334 0 0
D HUDSON CITY BANCORP COM 443683107 371 32500 SH SOLE 32500 0 0
D HUDSON HIGHLAND GROUP INC COM 443792106 853 54700 SH SOLE 54700 0 0
D HUGHES SUPPLY INC COM 444482103 17719 630565 SH SOLE 630565 0 0
D HUGHES SUPPLY INC COM 444482103 1707 60750 SH SOLE 0 0 60750
D HUMANA INC COM 444859102 958 24100 SH SOLE 24100 0 0
D HUNT J B TRANSPORT COM 445658107 4 200 SH SOLE 200 0 0
D HUNTINGTON BANCSHARES COM 446150104 543 22500 SH SOLE 22500 0 0
D HUNTSMAN CORP COM 447011107 385 19000 SH SOLE 19000 0 0
D HUTCHINSON TECHNOLOGY COM 448407106 69 1800 SH SOLE 1800 0 0
D HYPERCOM CORP COM 44913M105 118 18300 SH SOLE 18300 0 0
D HYPERCOM CORP COM 44913M105 2838 438600 SH SOLE 0 0 438600
D IAC/INTERACTIVECORP COM 44919P102 5 200 SH SOLE 200 0 0
D ICU MED INC COM 44930G107 6 200 SH SOLE 200 0 0
D IMS HEALTH INC COM 449934108 907 36600 SH SOLE 36600 0 0
D ISTAR FINANCIAL INC COM 45031U101 237 5700 SH SOLE 5700 0 0
D ITT EDUCATIONAL SVCS INC COM 45068B109 1745 32669 SH SOLE 32669 0 0
D ITT INDUSTRIES INC COM 450911102 927 9500 SH SOLE 9500 0 0
D IDEX CORP COM 45167R104 28458 737075 SH SOLE 737075 0 0
D IDENTIX INC COM 451906101 17 3374 SH SOLE 3374 0 0
D ILLINOIS TOOL WORKS COM 452308109 137 1726 SH SOLE 1726 0 0
D ILLINOIS TOOL WORKS COM 452308109 725 9100 SH SOLE 0 0 9100
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 6 200 SH SOLE 200 0 0
D IMAGISTICS INTERNATIONAL INC COM 45247T104 1260 45000 SH SOLE 0 0 45000
D IMPAC MORTGAGE HOLDINGS INC COM 45254P102 34 1800 SH SOLE 1800 0 0
D IMPERIAL OIL LTD COM 453038408 17 200 SH SOLE 200 0 0
D INDEPENDENCE CMNTY BK COM 453414104 122 3300 SH SOLE 3300 0 0
D INDEX DEVELOPMENT PARTNERS INC COM 454073107 2 890 SH SOLE 890 0 0
D INDYMAC BANCORP INC COM 456607100 448 11000 SH SOLE 11000 0 0
D INFINITY PROPERTY & CASUALTY COM 45665Q103 28 800 SH SOLE 800 0 0
D INFORTE CORP COM 45677R107 106 32000 SH SOLE 0 0 32000
D INFOSPACE INC COM 45678T201 168 5100 SH SOLE 5100 0 0
D INFOUSA INC COM 456818301 159 13600 SH SOLE 13600 0 0
D INGLES MARKETS INC CL A COM 457030104 923 67000 SH SOLE 0 0 67000
D INGRAM MICRO INC. CL A COM 457153104 55 3500 SH SOLE 3500 0 0
D INPUT/OUTPUT INC COM 457652105 60 9600 SH 9600 0 0
D INNOVATIVE SOLTNS & SUPP INC COM 45769N105 201 6000 SH SOLE 6000 0 0
D INNKEEPERS USA TRUST COM 4576J0104 96 6400 SH SOLE 6400 0 0
D INTEGRAL SYSTEMS INC COM 45810H107 792 35000 SH SOLE 0 0 35000
D INTEGRAMED AMERICA INC COM 45810N302 99 13000 SH SOLE 0 0 13000
D INTEL CORPORATION COM 458140100 21578 828010 SH SOLE 828010 0 0
D INTEL CORPORATION COM 458140100 4898 187951 SH SOLE 0 0 187951
D INTERACTIVE DATA CORP COM 45840J107 202 9700 SH SOLE 9700 0 0
D INTERFACE INC CL A COM 458665106 15327 1904000 SH SOLE 1904000 0 0
D INTERFACE INC CL A COM 458665106 1762 218875 SH SOLE 0 0 218875
D INTERDIGITAL COMMUNICATIONS CORCOM 45866A105 67 3800 SH SOLE 3800 0 0
D INTERGRAPH CORP. COM 458683109 55 1600 SH SOLE 1600 0 0
D INTERLINE BRANDS INC. COM 458743101 11065 558850 SH SOLE 558850 0 0
D INTERNATIONAL BANCSHARES CORP COM 459044103 45 1600 SH SOLE 1600 0 0
D INTL BUSINESS MACHINES COM 459200101 55418 746869 SH SOLE 746869 0 0
D INTL BUSINESS MACHINES COM 459200101 13050 175878 SH SOLE 0 0 175878
D INTERNATL FLAVORS & FRAGRANCES COM 459506101 514 14200 SH SOLE 14200 0 0
D INTERNATIONAL GAMES TECH COM 459902102 107 3800 SH SOLE 3800 0 0
D INTERNATIONAL PAPER COM 460146103 8 250 SH SOLE 250 0 0
D INTERNATIONAL PAPER COM 460146103 141 4661 SH SOLE 0 0 4661
D INTERNATIONAL RECTIFIER CORP COM 460254105 14 300 SH SOLE 300 0 0
D INTERNATIONAL SHIPHOLDING COM 460321201 249 17000 SH SOLE 0 0 17000
D INTERNATIONAL SPEEDWAY CL A COM 460335201 39 700 SH SOLE 700 0 0
D INTERNET COMMERCE AND COMMUNICACOM 46061G103 0 400 SH SOLE 400 0 0
D INTERPOOL INC COM 46062R108 682 31900 SH SOLE 0 0 31900
D INTERTAPE POLYMER GROUP COM 460919103 13560 1330688 SH SOLE 1330688 0 0
D INTERTAPE POLYMER GROUP COM 460919103 9009 884100 SH SOLE 0 0 884100
D INTUIT COM 461202103 1615 35800 SH SOLE 35800 0 0
D INVERNESS MEDICAL INNOVATION COM 46126P106 9106 333546 SH SOLE 333546 0 0
D INVERNESS MEDICAL INNOVATION COM 46126P106 992 36350 SH SOLE 0 0 36350
D INVESTORS TITLE CO COM 461804106 299 8300 SH SOLE 0 0 8300
D INVITROGEN CORP COM 46185R100 117 1400 SH SOLE 1400 0 0
D INVESTORS FINL SERVICES CORP COM 461915100 8 200 SH SOLE 200 0 0
D IOWA TELECOMMUNICATIONS SERVICECOM 462594201 1798 95900 SH SOLE 95900 0 0
D IPASS INC COM 46261V108 138 22800 SH SOLE 22800 0 0
D IPAYMENT INC COM 46262E105 15016 411175 SH SOLE 411175 0 0
D IRON MTN INC PA COM 462846106 2803 90355 SH SOLE 90355 0 0
D IRON MTN INC PA COM 462846106 646 20825 SH SOLE 0 0 20825
D IRWIN FINANCIAL CORP COM 464119106 84 3800 SH SOLE 3800 0 0
D ISHARES NASDAQ BIOTECHNOLOGY INCOM 464287556 306 4500 SH SOLE 4500 0 0
D ISHARES S&P SMALL CAP 600 GROWTCOM 464287887 56 511 SH SOLE 511 0 0
D ISLE OF CAPRI CASINOS INC COM 464592104 2253 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 1 900 SH SOLE 900 0 0
D JDA SOFTWARE GROUP INC COM 46612K108 3602 316493 SH SOLE 316493 0 0
D JDA SOFTWARE GROUP INC COM 46612K108 452 39700 SH SOLE 0 0 39700
D J JILL GROUP INC COM 466189107 113 8250 SH SOLE 8250 0 0
D JPMORGAN CHASE & COMPANY COM 46625H100 11267 318996 SH SOLE 318996 0 0
D JPMORGAN CHASE & COMPANY COM 46625H100 670 18967 SH SOLE 0 0 18967
D JABIL CIRCUIT INC COM 466313103 418 13600 SH SOLE 13600 0 0
D JACOBS ENGR GROUP INC DEL COM 469814107 23 400 SH SOLE 400 0 0
D JAKKS PACIFIC INC COM 47012E106 192 10000 SH SOLE 10000 0 0
D JAKKS PACIFIC INC COM 47012E106 1402 73000 SH SOLE 0 0 73000
D JANUS CAPITAL GROUP INC COM 47102X105 5 300 SH SOLE 300 0 0
D JEFFERIES GROUP INC COM 472319102 22544 594975 SH SOLE 594975 0 0
D JEFFERSON BANCSHARES INC COM 472375104 307 24000 SH SOLE 0 0 24000
D JEFFERSON PILOT COM 475070108 1548 30700 SH SOLE 30700 0 0
D JETBLUE AIRWAYS CORP COM 477143101 15143 740850 SH SOLE 740850 0 0
D JOHNSON & JOHNSON COM 478160104 29775 458072 SH SOLE 458072 0 0
D JOHNSON & JOHNSON COM 478160104 15706 241626 SH SOLE 0 0 241626
D JOHNSON CTLS INC COM 478366107 1098 19500 SH SOLE 19500 0 0
D JOHNSON CTLS INC COM 478366107 56 1000 SH SOLE 0 0 1000
D JONES APPAREL GROUP INC COM 480074103 689 22200 SH SOLE 22200 0 0
D JOS A BANK CLOTHIERS INC COM 480838101 455 10500 SH SOLE 10500 0 0
D JOY GLOBAL INC COM 481165108 158 4700 SH SOLE 4700 0 0
D JUNIPER NETWORKS INC COM 48203R104 149 5900 SH SOLE 5900 0 0
D JUPITERMEDIA CORP COM 48207D101 134 7800 SH SOLE 7800 0 0
D KCS ENERGY INC COM 482434206 104 6000 SH SOLE 6000 0 0
D KFX INC COM 48245L107 2 150 SH SOLE 150 0 0
D KKR FINANCIAL CORP COM 482476306 625 25000 SH SOLE 25000 0 0
D KLA TENCOR CORP COM 482480100 1088 24900 SH SOLE 24900 0 0
D KLA TENCOR CORP COM 482480100 125 2850 SH SOLE 0 0 2850
D K MART Corp COM 482584109 0 3380 SH SOLE 0 0 3380
D K2 INC COM 482732104 1061 83657 SH SOLE 0 0 83657
D K V PHARMACEUTICAL CO COM 482740107 16 950 SH SOLE 950 0 0
D KANEB SERVICES LLC COM 484173109 72 1658 SH SOLE 1658 0 0
D KAYDON CORP COM 486587108 34100 1224425 SH SOLE 1224425 0 0
D KB HOME COM 48666K109 854 11200 SH SOLE 11200 0 0
D KEITH COMPANIES INC COM 487539108 241 11100 SH SOLE 11100 0 0
D KEITH COMPANIES INC COM 487539108 5984 276036 SH SOLE 0 0 276036
D KEITHLEY INSTRUMENTS INC COM 487584104 19764 1282550 SH SOLE 1282550 0 0
D KELLOGG COM 487836108 33710 758540 SH SOLE 758540 0 0
D KELLOGG COM 487836108 8054 181230 SH SOLE 0 0 181230
D KELLWOOD CO COM 488044108 1181 43900 SH SOLE 43900 0 0
D KERR MCGEE COM 492386107 2515 32964 SH SOLE 32964 0 0
D KEWAUNEE SCIENTIFIC CORP COM 492854104 55 7100 SH SOLE 0 0 7100
D KEY TECHNOLOGY INC COM 493143101 91 8525 SH SOLE 8525 0 0
D KEY TECHNOLOGY INC COM 493143101 128 12000 SH SOLE 0 0 12000
D KEYCORP COM 493267108 2955 89140 SH SOLE 89140 0 0
D KEYCORP COM 493267108 261 7866 SH SOLE 0 0 7866
D KEYSPAN CORP COM 49337W100 1673 41100 SH SOLE 41100 0 0
D KIMBERLY CLARK COM 494368103 34739 555019 SH SOLE 555019 0 0
D KIMBERLY CLARK COM 494368103 9298 148560 SH SOLE 0 0 148560
D KIMCO REALTY CORP COM 49446R109 289 4900 SH SOLE 4900 0 0
D KINDER MORGAN INC KANS COM 49455P101 1132 13600 SH SOLE 13600 0 0
D KINDER MORGAN INC KANS COM 49455P101 3349 40250 SH SOLE 0 0 40250
D KING PHARMACEUTICALS INC COM 495582108 681 65400 SH SOLE 65400 0 0
D KNAPE - VOGT COM 498782101 153 12807 SH SOLE 0 0 12807
D KNIGHT RIDDER COM 499040103 18 300 SH SOLE 300 0 0
D KNIGHT TRANSPORTATION COM 499064103 24457 1005233 SH SOLE 1005233 0 0
D KOHLS CORP COM 500255104 50 900 SH SOLE 900 0 0
D KOMAG INC COM 500453204 113 4000 SH SOLE 4000 0 0
D KOPIN CORP COM 500600101 10 2000 SH SOLE 2000 0 0
D KOS PHARMACEUTICALS INC COM 500648100 269 4100 SH SOLE 4100 0 0
D KRAFT FOODS INC CL A COM 50075N104 6 200 SH SOLE 200 0 0
D KRAFT FOODS INC CL A COM 50075N104 2 50 SH SOLE 0 0 50
D KRISPY KREME DOUGHNUTS INC COM 501014104 126 18100 SH SOLE 18100 0 0
D KROGER COM 501044101 3429 180201 SH SOLE 180201 0 0
D KYPHON INC COM 501577100 3026 86975 SH SOLE 86975 0 0
D LCA-VISION INC COM 501803308 262 5400 SH SOLE 5400 0 0
D LSB CORP COM 50215P100 178 11000 SH SOLE 0 0 11000
D LSI LOGIC CORP COM 502161102 415 48900 SH SOLE 48900 0 0
D LSI INDUSTRIES INC COM 50216C108 459 32900 SH SOLE 32900 0 0
D LSI INDUSTRIES INC COM 50216C108 10540 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 1369 17880 SH SOLE 17880 0 0
D LABARGE INC COM 502470107 7460 411000 SH SOLE 411000 0 0
D LABOR READY INC COM 505401208 198 8500 SH SOLE 8500 0 0
D LABONE INC COM 50540L105 19894 499725 SH SOLE 499725 0 0
D LABORATORY CORP AMER HLDGS COM 50540R409 1467 29400 SH SOLE 29400 0 0
D LADISH CO INC COM 505754200 370 37000 SH SOLE 0 0 37000
D LAFARGE NORTH AMERICA INC. COM 505862102 187 3000 SH SOLE 3000 0 0
D LAIDLAW INTERNATIONAL INC COM 50730R102 369 15300 SH SOLE 15300 0 0
D LAKELAND INDUSTRIES INC COM 511795106 166 12100 SH SOLE 0 0 12100
D LAM RESEARCH CORP COM 512807108 203 7000 SH SOLE 7000 0 0
D LAMAR ADVERTISING CO COM 512815101 38 900 SH SOLE 900 0 0
D LANDAUER INC COM 51476K103 260 5000 SH SOLE 5000 0 0
D LANDAUER INC COM 51476K103 5918 114000 SH SOLE 0 0 114000
D LANDAMERICA FINANCIAL GROUP COM 514936103 47 800 SH SOLE 800 0 0
D LANDSTAR SYSTEMS INC COM 515098101 36439 1209780 SH SOLE 1209780 0 0
D LANNETT CO INC COM 516012101 157 30000 SH SOLE 0 0 30000
D LAS VEGAS SANDS CORP COM 517834107 4 100 SH SOLE 100 0 0
D LASALLE HOTEL PROPERTIES COM 517942108 167 5100 SH SOLE 5100 0 0
D LASALLE HOTEL PROPERTIES COM 517942108 3740 114000 SH SOLE 0 0 114000
D LAUREATE EDUCATION INC COM 518613104 14 300 SH SOLE 300 0 0
D LEE ENTERPRISES COM 523768109 12 300 SH SOLE 300 0 0
D LEGGETT & PLATT COM 524660107 43 1600 SH SOLE 1600 0 0
D LEGG MASON INC COM 524901105 21 200 SH SOLE 200 0 0
D LEHMAN BROTHERS HOLDINGS COM 524908100 8722 87852 SH SOLE 87852 0 0
D LEHMAN BROTHERS HOLDINGS COM 524908100 94 950 SH SOLE 0 0 950
D LENNAR CORP Cl A COM 526057104 431 6800 SH SOLE 6800 0 0
D LEUCADIA NATIONAL CORP COM 527288104 10 250 SH SOLE 250 0 0
D LEXMARK INTERNATIONAL INC CL A COM 529771107 65 1000 SH SOLE 1000 0 0
D LIBBEY INC COM 529898108 164 10400 SH SOLE 10400 0 0
D LIBBEY INC COM 529898108 3590 227100 SH SOLE 0 0 227100
D LIBERTY GLOBAL INC - A COM 530555101 155 3327 SH SOLE 3327 0 0
D LIBERTY HOMES INC CL A COM 530582204 35 7600 SH SOLE 0 0 7600
D LIBERTY MEDIA CORP - A COM 530718105 840 82475 SH SOLE 82475 0 0
D LIBERTY PROPERTY TRUST COM 531172104 182 4100 SH SOLE 4100 0 0
D LIFETIME HOAN CORP COM 531926103 605 31000 SH SOLE 0 0 31000
D LIFEPOINT HOSPITALS INC COM 53219L109 121 2400 SH SOLE 2400 0 0
D LIGHTBRIDGE INC COM 532226107 475 76000 SH SOLE 0 0 76000
D LILLY ELI & CO COM 532457108 1973 35421 SH SOLE 35421 0 0
D LILLY ELI & CO COM 532457108 3193 57317 SH SOLE 0 0 57317
D LIMITED BRANDS COM 532716107 41659 1944870 SH SOLE 1944870 0 0
D LIMITED BRANDS COM 532716107 10573 493590 SH SOLE 0 0 493590
D LIN TV CORP CL A COM 532774106 16799 1209450 SH SOLE 1209450 0 0
D LINCARE HOLDINGS INC COM 532791100 25 600 SH SOLE 600 0 0
D LINCOLN ELECTRIC HLDGS INC COM 533900106 33 1000 SH SOLE 1000 0 0
D LINCOLN NATL CORP COM 534187109 1168 24900 SH SOLE 24900 0 0
D LINCOLN NATL CORP COM 534187109 141 3000 SH SOLE 0 0 3000
D LINDSAY MANUFACTURING CO COM 535555106 35 1500 SH SOLE 1500 0 0
D LINDSAY MANUFACTURING CO COM 535555106 750 31800 SH SOLE 0 0 31800
D LINEAR TECH CORP COM 535678106 6849 186679 SH SOLE 186679 0 0
D LINEAR TECH CORP COM 535678106 13484 367515 SH SOLE 0 0 367515
D LIZ CLAIBORNE COM 539320101 767 19300 SH SOLE 19300 0 0
D LOJACK CORP COM 539451104 9642 549074 SH SOLE 549074 0 0
D LOCKHEED MARTIN CORP COM 539830109 30974 477476 SH SOLE 477476 0 0
D LOCKHEED MARTIN CORP COM 539830109 6713 103477 SH SOLE 0 0 103477
D LOEWS CORP COM 540424108 1620 20900 SH SOLE 20900 0 0
D LOWES CORP - CAROLINA GROUP COM 540424207 110 3300 SH SOLE 3300 0 0
D LONE STAR TECHNOLOGIES INC COM 542312103 36 800 SH SOLE 800 0 0
D LOUISIANA PACIFIC COM 546347105 907 36900 SH SOLE 36900 0 0
D LOUISIANA PACIFIC COM 546347105 29 1200 SH SOLE 0 0 1200
D LOWES COMPANIES COM 548661107 177 3045 SH SOLE 3045 0 0
D LOWES COMPANIES COM 548661107 1444 24800 SH SOLE 0 0 24800
D LUBRIZOL COM 549271104 88 2100 SH SOLE 2100 0 0
D LUCENT TECHNOLOGIES COM 549463107 111 38056 SH SOLE 38056 0 0
D LUCENT TECHNOLOGIES COM 549463107 6 1912 SH SOLE 0 0 1912
D LUFKIN INDUSTRIES INC COM 549764108 140 3900 SH SOLE 3900 0 0
D LUFKIN INDUSTRIES INC COM 549764108 1439 40000 SH SOLE 0 0 40000
D LUMINENT MORTGAGE CAPITAL INC COM 550278303 19 1800 SH SOLE 1800 0 0
D LYON WILLIAM HOMES COM 552074106 2619 27000 SH SOLE 0 0 27000
D LYONDELL CHEMICAL CO COM 552078107 623 23598 SH SOLE 23598 0 0
D M & F WORLDWIDE CORP COM 552541104 708 53000 SH SOLE 0 0 53000
D M & T BANK CORP COM 55261F104 1188 11300 SH SOLE 11300 0 0
D MBIA COM 55262C100 2619 44150 SH SOLE 44150 0 0
D MBIA COM 55262C100 65 1090 SH SOLE 0 0 1090
D MBNA CORP COM 55262L100 105 4000 SH SOLE 4000 0 0
D MB FINANCIAL INC COM 55264U108 17583 441440 SH SOLE 441440 0 0
D M D C HLDGS INC COM 552676108 91 1110 SH SOLE 1110 0 0
D MDU RESOURCES GROUP COM 552690109 125 4450 SH SOLE 4450 0 0
D MDU RESOURCES GROUP COM 552690109 11 387 SH SOLE 0 0 387
D MCI INC COM 552691107 301 11700 SH SOLE 11700 0 0
D MCSI INC COM 55270M108 0 65000 SH SOLE 0 0 65000
D MEMC ELECTRONIC MATERIALS COM 552715104 14 900 SH SOLE 900 0 0
D MFC BANCORP LTD COM 55271X202 689 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 1296 174000 SH SOLE 0 0 174000
D MGIC INVESTMENT COM 552848103 2394 36700 SH SOLE 36700 0 0
D MGM MIRAGE COM 552953101 40 1000 SH SOLE 1000 0 0
D M G P INGREDIENTS INC COM 55302G103 365 44000 SH SOLE 0 0 44000
D M I HOMES INC COM 55305B101 2045 37800 SH SOLE 0 0 37800
D MSC INDL DIRECT INC COM 553530106 84 2500 SH SOLE 2500 0 0
D MSC.SOFTWARE CORP COM 553531104 5925 430900 SH SOLE 430900 0 0
D MTS MEDICATION TECHNOLOGIES COM 553773102 862 149100 SH SOLE 149100 0 0
D MTS SYSTEMS CORP COM 553777103 124 3700 SH SOLE 3700 0 0
D MAC-GRAY CORP COM 554153106 303 33000 SH SOLE 33000 0 0
D MAC-GRAY CORP COM 554153106 2604 284000 SH SOLE 0 0 284000
D MACATAWA BANK CORP COM 554225102 177 5100 SH SOLE 5100 0 0
D MACDERMID INC COM 554273102 16779 538475 SH SOLE 538475 0 0
D MACERICH COMPANY COM 554382101 80 1200 SH SOLE 1200 0 0
D MACK-CALI REALTY CORPORATION COM 554489104 127 2800 SH SOLE 2800 0 0
D MACROMEDIA INC COM 556100105 15 400 SH SOLE 400 0 0
D MAIN STREET BANKS INC COM 56034R102 766 30075 SH SOLE 30075 0 0
D MAINE & MARITIMES CORP COM 560377103 120 4900 SH SOLE 0 0 4900
D MAIR HOLDINGS INC COM 560635104 513 58000 SH SOLE 0 0 58000
D MANITOWOC COMPANY INC COM 563571108 9210 224530 SH SOLE 224530 0 0
D MANITOWOC COMPANY INC COM 563571108 849 20700 SH SOLE 0 0 20700
D MANOR CARE INC COM 564055101 28 700 SH SOLE 700 0 0
D MANPOWER INC COM 56418H100 44 1100 SH SOLE 1100 0 0
D MARATHON OIL CORP COM 565849106 2380 44600 SH SOLE 44600 0 0
D MARINEMAX INC COM 567908108 1344 43000 SH SOLE 0 0 43000
D MARINE PRODUCTS CORP COM 568427108 8496 583930 SH SOLE 583930 0 0
D MARITRANS INC COM 570363101 622 23000 SH SOLE 0 0 23000
D MARKEL CORP COM 570535104 34 100 SH SOLE 100 0 0
D MARSH & MCLENNAN COM 571748102 21 765 SH SOLE 765 0 0
D MARSH & MCLENNAN COM 571748102 364 13124 SH SOLE 0 0 13124
D MARSH SUPERMARKETS CL B COM 571783208 399 28125 SH SOLE 0 0 28125
D MARSH SUPERMARKETS CL A COM 571783307 269 20425 SH SOLE 0 0 20425
D MARSHALL & ILSLEY CORP COM 571834100 1160 26100 SH SOLE 26100 0 0
D MARRIOTT INTL INC CL A COM 571903202 1596 23400 SH SOLE 23400 0 0
D MARTEN TRANSPORT LTD COM 573075108 16873 803850 SH SOLE 803850 0 0
D MARTEN TRANSPORT LTD COM 573075108 824 39250 SH SOLE 0 0 39250
D MARTIN MARIETTA MATERIALS COM 573284106 69 1000 SH SOLE 1000 0 0
D MARVEL ENTERPRISES INC COM 57383M108 105 5300 SH SOLE 5300 0 0
D MASCO COM 574599106 2217 69802 SH SOLE 69802 0 0
D MASCO COM 574599106 4 125 SH SOLE 0 0 125
D MASSEY ENERGY CO COM 576206106 1266 33573 SH SOLE 33573 0 0
D MATRIA HEALTHCARE INC COM 576817209 1402 43500 SH SOLE 0 0 43500
D MATRIX BANCORP INC COM 576819106 238 19000 SH SOLE 0 0 19000
D MATTEL INC. COM 577081102 110 6000 SH SOLE 6000 0 0
D MATTHEWS INTL CORP CL A COM 577128101 5454 140000 SH SOLE 140000 0 0
D MAXIM INTEGRATED PRODUCTS COM 57772K101 1414 37015 SH SOLE 37015 0 0
D MAXIM INTEGRATED PRODUCTS COM 57772K101 5281 138200 SH SOLE 0 0 138200
D MAY DEPARTMENT STORE COM 577778103 767 19100 SH SOLE 19100 0 0
D MAYTAG CORP COM 578592107 189 12100 SH SOLE 12100 0 0
D MC AFEE INC COM 579064106 71 2700 SH SOLE 2700 0 0
D MCCLATCHY COMPANY CL A COM 579489105 52 800 SH SOLE 800 0 0
D MCCORMICK & CO. COM 579780206 295 9041 SH SOLE 9041 0 0
D MCDATA CORP CL A COM 580031201 0 1 SH SOLE 1 0 0
D MCDATA CORP CL A COM 580031201 411 102700 SH SOLE 0 0 102700
D MCDONALDS CORP COM 580135101 41632 1500249 SH SOLE 1500249 0 0
D MCDONALDS CORP COM 580135101 14352 517206 SH SOLE 0 0 517206
D MCGRAW HILL COMPANIES INC COM 580645109 5301 119792 SH SOLE 119792 0 0
D MCGRAW HILL COMPANIES INC COM 580645109 5819 131500 SH SOLE 0 0 131500
D MCKESSON CORPORATION COM 58155Q103 3252 72600 SH SOLE 72600 0 0
D MCLEODUSA INC - ESCROW COM 582266995 0 1200 SH SOLE 1200 0 0
D MCRAE INDUSTRIES INC COM 582757209 92 7500 SH SOLE 0 0 7500
D MEADWESTVACO CORP COM 583334107 73 2600 SH SOLE 2600 0 0
D MEASUREMENT SPECIALTIES INC COM 583421102 5526 238100 SH SOLE 238100 0 0
D MEDCO HEALTH SOLUTIONS INC COM 58405U102 5598 104915 SH SOLE 104915 0 0
D MEDCO HEALTH SOLUTIONS INC COM 58405U102 103 1924 SH SOLE 0 0 1924
D MEDICAL STAFFING NETWORKS HLDG COM 58463F104 416 84000 SH SOLE 0 0 84000
D MEDTRONIC COM 585055106 9396 181417 SH SOLE 181417 0 0
D MEDTRONIC COM 585055106 11798 227805 SH SOLE 0 0 227805
D MEGO FINANCIAL CORP COM 585162308 0 9000 SH SOLE 0 0 9000
D MELLON FINANCIAL CORPORATION COM 58551A108 1267 44171 SH SOLE 44171 0 0
D MELLON FINANCIAL CORPORATION COM 58551A108 620 21600 SH SOLE 0 0 21600
D MENS WEARHOUSE INC COM 587118100 8079 234663 SH SOLE 234663 0 0
D MENS WEARHOUSE INC COM 587118100 961 27900 SH SOLE 0 0 27900
D MENTOR GRAPHICS CORP COM 587200106 1159 113075 SH SOLE 113075 0 0
D MERCANTILE BANK CORP COM 587376104 145 3300 SH SOLE 3300 0 0
D MERCANTILE BANK CORP COM 587376104 3408 77515 SH SOLE 0 0 77515
D MERCANTILE BANKSHARES CORP COM 587405101 165 3200 SH SOLE 3200 0 0
D MERCHANTS GROUP COM 588539106 121 5000 SH SOLE 0 0 5000
D MERCK & CO INC COM 589331107 43273 1404968 SH SOLE 1404968 0 0
D MERCK & CO INC COM 589331107 11525 374204 SH SOLE 0 0 374204
D MERCURY COMPUTER SYS COM 589378108 7531 275152 SH SOLE 275152 0 0
D MERCURY COMPUTER SYS COM 589378108 1009 36875 SH SOLE 0 0 36875
D MERCURY INTERACTIVE CORP COM 589405109 310 8076 SH SOLE 8076 0 0
D MEREDITH CORP COM 589433101 221 4500 SH SOLE 4500 0 0
D MERGE TECHNOLOGIES INC COM 589981109 17380 926910 SH SOLE 926910 0 0
D MERITAGE HOMES CORP COM 59001A102 215 2700 SH SOLE 2700 0 0
D MERRILL LYNCH & CO COM 590188108 6847 124460 SH SOLE 124460 0 0
D MERRILL LYNCH & CO COM 590188108 7 120 SH SOLE 0 0 120
D MESTEK INC COM 590829107 543 21300 SH SOLE 0 0 21300
D MET PRO CORP COM 590876306 1686 111167 SH SOLE 111167 0 0
D MET PRO CORP COM 590876306 376 24816 SH SOLE 0 0 24816
D META FINANCIAL GROUP INC COM 59100U108 6 300 SH SOLE 300 0 0
D METAL MANAGEMENT INC COM 591097209 209 10800 SH SOLE 10800 0 0
D METHODE ELECTRONICS INC COM 591520200 1234 104000 SH SOLE 0 0 104000
D METLIFE INC COM 59156R108 9123 203000 SH SOLE 203000 0 0
D METROCORP BANCSHARES INC COM 591650106 2115 100000 SH SOLE 0 0 100000
D METROLOGIC INSTRUMENTS INC COM 591676101 188 15000 SH SOLE 15000 0 0
D METTLER-TOLEDO INTERNATIONAL COM 592688105 56 1200 SH SOLE 1200 0 0
D MICHAELS STORES COM 594087108 414 10000 SH SOLE 10000 0 0
D MICREL INC COM 594793101 44819 3890525 SH SOLE 3890525 0 0
D MICROS SYSTEM COM 594901100 157 3500 SH SOLE 3500 0 0
D MICROSOFT COM 594918104 53991 2173531 SH SOLE 2173531 0 0
D MICROSOFT COM 594918104 18474 743737 SH SOLE 0 0 743737
D MICROSTRATEGY INC CL A COM 594972408 127 2400 SH SOLE 2400 0 0
D MICROCHIP TECHNOLOGY COM 595017104 684 23087 SH SOLE 23087 0 0
D MICROCHIP TECHNOLOGY COM 595017104 583 19677 SH SOLE 0 0 19677
D MICRON TECHNOLOGY INC COM 595112103 41 4000 SH SOLE 4000 0 0
D MIDCAP SPDR TRUST SERIES 1 COM 595635103 814 6500 SH SOLE 6500 0 0
D MIDDLEBY CORP COM 596278101 53 1000 SH SOLE 1000 0 0
D MIDDLESEX WATER COM 596680108 590 30400 SH SOLE 0 0 30400
D MIDLAND CO COM 597486109 1823 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 197 6400 SH SOLE 0 0 6400
D MILLIPORE COM 601073109 267 4700 SH SOLE 4700 0 0
D MINE SAFETY APPLIANCES COMPANY COM 602720104 12352 267350 SH SOLE 267350 0 0
D MINERALS TECHNOLOGIES INC COM 603158106 9125 148125 SH SOLE 148125 0 0
D MIPS TECHNOLOGIES INC COM 604567107 6 800 SH SOLE 800 0 0
D MIRANT CORP COM 604675108 1 2000 SH SOLE 2000 0 0
D MOBILE MINI INC COM 60740F105 1448 42000 SH SOLE 0 0 42000
D MOD-PAC CORP COM 607495108 173 10562 SH SOLE 0 0 10562
D MODINE MANUFACTURING CO COM 607828100 13913 427300 SH SOLE 427300 0 0
D MODTECH HOLDINGS INC COM 60783C100 163 25100 SH SOLE 25100 0 0
D MODTECH HOLDINGS INC COM 60783C100 3685 566863 SH SOLE 0 0 566863
D MOHAWK INDS INC COM 608190104 16481 199775 SH SOLE 199775 0 0
D MOHAWK INDS INC COM 608190104 1721 20862 SH SOLE 0 0 20862
D MOLDFLOW CORP COM 608507109 9294 717663 SH SOLE 717663 0 0
D MOLECULAR DEVICES CORP COM 60851C107 56 2600 SH SOLE 2600 0 0
D MOLEX INC COM 608554101 122 4700 SH SOLE 4700 0 0
D MOLEX INC COM 608554101 989 37973 SH SOLE 0 0 37973
D MOLEX INC CL A COM 608554200 19001 809227 SH SOLE 809227 0 0
D MOLEX INC CL A COM 608554200 7061 300712 SH SOLE 0 0 300712
D MOLSON COORS BREWING CO CL B COM 60871R209 651 10500 SH SOLE 10500 0 0
D MONARCH CASINO & RESORT INC COM 609027107 101 4600 SH SOLE 4600 0 0
D MONRO MUFFLER BRAKE COM 610236101 1107 37500 SH SOLE 0 0 37500
D MONSANTO CO COM 61166W101 5280 83982 SH SOLE 83982 0 0
D MONSANTO CO COM 61166W101 40 630 SH SOLE 0 0 630
D MONSTER WORLDWIDE INC COM 611742107 252 8800 SH SOLE 8800 0 0
D MOODYS CORP COM 615369105 5233 116400 SH SOLE 116400 0 0
D MOODYS CORP COM 615369105 2931 65200 SH SOLE 0 0 65200
D MOOG INC CLASS A COM 615394202 274 8700 SH SOLE 8700 0 0
D MORGAN STANLEY COM 617446448 48470 923775 SH SOLE 923775 0 0
D MORGAN STANLEY COM 617446448 10813 206085 SH SOLE 0 0 206085
D MOTOROLA COM 620076109 5082 278307 SH SOLE 278307 0 0
D MOTOROLA COM 620076109 2 100 SH SOLE 0 0 100
D MOVADO GROUP INC COM 624580106 32751 1734675 SH SOLE 1734675 0 0
D MOVADO GROUP INC COM 624580106 16488 873300 SH SOLE 0 0 873300
D MULTI-COLOR CORP COM 625383104 8222 315621 SH SOLE 315621 0 0
D MUNICIPAL MTG & EQUITY L L C COM 62624B101 99 3810 SH SOLE 0 0 3810
D MUTUALFIRST FINANCIAL INC COM 62845B104 267 12000 SH SOLE 0 0 12000
D MYKROLIS CORP COM 62852P103 58659 4127975 SH SOLE 4127975 0 0
D MYLAN LABS COM 628530107 11 550 SH SOLE 550 0 0
D NCI BUILDING SYSTEMS INC COM 628852105 105 3200 SH SOLE 3200 0 0
D NCR CORP COM 62886E108 1005 28620 SH SOLE 28620 0 0
D NCR CORP COM 62886E108 6 166 SH SOLE 0 0 166
D NS GROUP INC COM 628916108 182 5600 SH SOLE 5600 0 0
D NII HOLDINGS INC COM 62913F201 32 500 SH SOLE 500 0 0
D NN INC COM 629337106 268 21100 SH SOLE 21100 0 0
D NN INC COM 629337106 6078 479300 SH SOLE 0 0 479300
D NRG ENERGY INC COM 629377508 128 3400 SH SOLE 3400 0 0
D NVR INC COM 62944T105 324 400 SH SOLE 400 0 0
D NASH FINCH COMPANY COM 631158102 184 5000 SH SOLE 5000 0 0
D NASH FINCH COMPANY COM 631158102 1286 35000 SH SOLE 0 0 35000
D NATCO GROUP INC CL A COM 63227W203 572 43000 SH SOLE 0 0 43000
D NATIONAL CITY CORP COM 635405103 2323 68089 SH SOLE 68089 0 0
D NATIONAL CITY CORP COM 635405103 374 10950 SH SOLE 0 0 10950
D NATIONAL FUEL GAS COM 636180101 109 3786 SH SOLE 3786 0 0
D NATIONAL INTERSTATE CORP COM 63654U100 1102 54900 SH SOLE 0 0 54900
D NATIONAL OILWELL VARCO INC COM 637071101 602 12666 SH SOLE 12666 0 0
D NATIONAL R V HLDGS INC COM 637277104 176 22000 SH SOLE 0 0 22000
D NATIONAL SECURITY GROUP INC COM 637546102 117 5300 SH SOLE 0 0 5300
D NATIONAL SEMICONDUCTOR COM 637640103 866 39300 SH SOLE 39300 0 0
D NATIONAL WESTERN LIFE COM 638522102 1163 6000 SH SOLE 0 0 6000
D NATIONWIDE FINANCIAL SVCS COM 638612101 341 9000 SH SOLE 9000 0 0
D NATIONWIDE HEALTH PROPERTIES INCOM 638620104 352 14900 SH SOLE 14900 0 0
D NATURAL GAS SERVICES GROUP COM 63886Q109 8898 760500 SH SOLE 760500 0 0
D NAVIGATORS GROUP INC COM 638904102 1258 36400 SH SOLE 0 0 36400
D NATURES SUNSHINE PRODS INC COM 639027101 98 5600 SH SOLE 5600 0 0
D NATURES SUNSHINE PRODS INC COM 639027101 645 37000 SH SOLE 0 0 37000
D NAUTILUS INC COM 63910B102 182 6400 SH SOLE 6400 0 0
D NAVIGANT INTERNATIONAL INC COM 63935R108 85 5800 SH SOLE 5800 0 0
D NAVIGANT INTERNATIONAL INC COM 63935R108 542 36900 SH SOLE 0 0 36900
D NAVTEQ CORP COM 63936L100 11 300 SH SOLE 300 0 0
D NEENAH PAPER INC COM 640079109 3 83 SH SOLE 83 0 0
D NEENAH PAPER INC COM 640079109 9 299 SH SOLE 0 0 299
D NEIMAN MARCUS GROUP CLASS A COM 640204202 78 800 SH SOLE 800 0 0
D NEIMAN MARCUS GROUP CL B COM 640204301 33 339 SH SOLE 0 0 339
D NELNET INC CL A COM 64031N108 80 2400 SH SOLE 2400 0 0
D NEOGEN CORP COM 640491106 5719 399899 SH SOLE 399899 0 0
D NEOWARE SYSTEMS INC COM 64065P102 82 8000 SH SOLE 8000 0 0
D NETWORK APPLIANCE INC COM 64120L104 1074 38000 SH SOLE 38000 0 0
D NEUSTAR INC CL A COM 64126X201 1239 48400 SH SOLE 48400 0 0
D NEW CENTURY FINANCIAL CORP COM 6435EV108 571 11100 SH SOLE 11100 0 0
D NEW HORIZONS WORLDWIDE INC COM 645526104 105 30000 SH SOLE 0 0 30000
D NEW PLAN EXCEL REALTY TRUST COM 648053106 141 5200 SH SOLE 5200 0 0
D NEW YORK CMNTY BANCORP INC COM 649445103 183 10100 SH SOLE 10100 0 0
D NEW YORK TIMES CL A COM 650111107 88 2825 SH SOLE 2825 0 0
D NEW YORK TIMES CL A COM 650111107 9 300 SH SOLE 0 0 300
D NEWELL RUBBERMAID COM 651229106 956 40100 SH SOLE 40100 0 0
D NEWFIELD EXPL CO COM 651290108 76 1900 SH SOLE 1900 0 0
D NEWMONT MINING CORP HOLDING CO COM 651639106 29 750 SH SOLE 750 0 0
D NEWMONT MINING CORP HOLDING CO COM 651639106 59 1500 SH SOLE 0 0 1500
D NEWS CORP INC CLASS A COM 65248E104 391 24164 SH SOLE 24164 0 0
D NEWS CORP INC CLASS A COM 65248E104 31 1910 SH SOLE 0 0 1910
D NEXTEL COMMUNICATIONS CL A COM 65332V103 372 11500 SH SOLE 11500 0 0
D NEXTEL COMMUNICATIONS CL A COM 65332V103 1 20 SH SOLE 0 0 20
D NEXTEL PARTNERS INC CLASS A COM 65333F107 20 800 SH SOLE 800 0 0
D NICOR INC COM 654086107 877 21300 SH SOLE 21300 0 0
D NIKE COM 654106103 2485 28700 SH SOLE 28700 0 0
D NIKU CORP COM 654113703 10051 484850 SH SOLE 484850 0 0
D NISOURCE INC COM 65473P105 806 32600 SH SOLE 32600 0 0
D NOBEL LEARNING CMNTYS INC COM 654889104 159 18300 SH SOLE 0 0 18300
D NOBILITY HOMES INC COM 654892108 281 10300 SH SOLE 0 0 10300
D NOBLE ENERGY INC COM 655044105 227 3000 SH SOLE 3000 0 0
D NORDSTROM COM 655664100 1217 17900 SH SOLE 17900 0 0
D NORFOLK SOUTHERN COM 655844108 1570 50700 SH SOLE 50700 0 0
D NORFOLK SOUTHERN COM 655844108 107 3444 SH SOLE 0 0 3444
D NORTH AMERICAN PALLADIUM LTD COM 656912102 696 140400 SH SOLE 0 0 140400
D NORTH FORK BANCORP COM 659424105 1585 56414 SH SOLE 56414 0 0
D NORTHEAST UTILITIES COM 664397106 104 5000 SH SOLE 5000 0 0
D NORTHERN TRUST CORP COM 665859104 898 19700 SH SOLE 19700 0 0
D NORTHRIM BANCORP COM 666762109 148 6300 SH SOLE 6300 0 0
D NORTHRIM BANCORP COM 666762109 3324 141560 SH SOLE 0 0 141560
D NORTHROP GRUMMAN CORP COM 666807102 2972 53800 SH SOLE 53800 0 0
D NORTHROP GRUMMAN CORP COM 666807102 43 784 SH SOLE 0 0 784
D NORTHWEST PIPE CO COM 667746101 437 18800 SH SOLE 0 0 18800
D NORTHWESTERN CORP COM 668074305 7623 241850 SH SOLE 241850 0 0
D NOVA CHEMICALS CORP COM 66977W109 24 800 SH SOLE 800 0 0
D NOVATEL WIRELESS INC COM 66987M604 207 16600 SH SOLE 16600 0 0
D NU HORIZONS ELECTRS CORP COM 669908105 5446 850860 SH SOLE 850860 0 0
D NU HORIZONS ELECTRS CORP COM 669908105 307 48000 SH SOLE 0 0 48000
D NOVAMERICAN STEEL INC COM 669959108 718 26000 SH SOLE 0 0 26000
D NOVELLUS SYS INC COM 670008101 163 6600 SH SOLE 6600 0 0
D NU SKIN ENTERPRISES INC CL A COM 67018T105 14 600 SH SOLE 600 0 0
D NSTAR COM 67019E107 375 12150 SH SOLE 12150 0 0
D NSTAR COM 67019E107 740 23990 SH SOLE 0 0 23990
D NUCOR CORP. COM 670346105 2368 51900 SH SOLE 51900 0 0
D NVIDIA CORP COM 67066G104 481 18000 SH SOLE 18000 0 0
D NYFIX INC COM 670712108 396 67000 SH SOLE 0 0 67000
D OGE ENERGY CORP COM 670837103 98 3400 SH SOLE 3400 0 0
D OM GROUP INC COM 670872100 104 4200 SH SOLE 4200 0 0
D NUVEEN INVESTMENTS CL A COM 67090F106 974 25900 SH SOLE 25900 0 0
D OSI PHARMACEUTICALS INC COM 671040103 8 200 SH SOLE 200 0 0
D OCCIDENTAL PETROLEUM COM 674599105 42570 553360 SH SOLE 553360 0 0
D OCCIDENTAL PETROLEUM COM 674599105 8539 111000 SH SOLE 0 0 111000
D OCTEL CORP COM 675727101 630 35000 SH SOLE 0 0 35000
D OFFICE DEPOT INC COM 676220106 566 24800 SH SOLE 24800 0 0
D OLD DOMINION FGHT LINES INC COM 679580100 4605 171625 SH SOLE 171625 0 0
D OLD DOMINION FGHT LINES INC COM 679580100 4638 172875 SH SOLE 0 0 172875
D OLD REPUBLIC INTL. CORP. COM 680223104 257 10150 SH SOLE 10150 0 0
D OLD SECOND BANCORP INC COM 680277100 12 400 SH SOLE 400 0 0
D OMNICOM GROUP COM 681919106 958 12000 SH SOLE 12000 0 0
D OMEGA PROTEIN CORP COM 68210P107 436 69000 SH SOLE 0 0 69000
D OMNIVISION TECHNOLOGIES COM 682128103 179 13200 SH SOLE 13200 0 0
D ON ASSIGNMENT INC COM 682159108 5940 1192700 SH SOLE 1192700 0 0
D ONE LIBERTY PROPERTIES INC COM 682406103 168 8100 SH SOLE 8100 0 0
D ONE LIBERTY PROPERTIES INC COM 682406103 3981 192225 SH SOLE 0 0 192225
D ONEOK INC COM 682680103 206 6300 SH SOLE 6300 0 0
D ONEOK INC COM 682680103 170 5200 SH SOLE 0 0 5200
D OPNET TECHNOLOGIES INC COM 683757108 243 30000 SH SOLE 0 0 30000
D ORACLE SYSTEMS COM 68389X105 10644 806330 SH SOLE 806330 0 0
D OPTION CARE INC COM 683948103 1269 90000 SH SOLE 0 0 90000
D ORBITAL SCIENCES CORP COM 685564106 38 3800 SH SOLE 3800 0 0
D OREGON STEEL MILLS COM 686079104 172 10000 SH SOLE 10000 0 0
D O REILLY AUTOMOTIVE INC COM 686091109 18 600 SH SOLE 600 0 0
D ORIENTAL FINANCIAL GROUP COM 68618W100 707 46349 SH SOLE 46349 0 0
D OSHKOSH TRUCK CORP COM 688239201 454 5800 SH SOLE 5800 0 0
D OVERSEAS SHIPHOLDING COM 690368105 501 8400 SH SOLE 8400 0 0
D OVERSEAS SHIPHOLDING COM 690368105 33 560 SH SOLE 0 0 560
D OWENS ILLINOIS INC COM 690768403 173 6900 SH SOLE 6900 0 0
D P & F INDUSTRIES CL A COM 692830508 167 10000 SH SOLE 0 0 10000
D P A M TRANSN SVCS INC COM 693149106 556 33100 SH SOLE 0 0 33100
D PC CONNECTION INC COM 69318J100 454 73000 SH SOLE 0 0 73000
D PDI INC COM 69329V100 518 42000 SH SOLE 0 0 42000
D PG & E CORP COM 69331C108 3165 84300 SH SOLE 84300 0 0
D PLM EQUIPMENT GROWTH FD II COM 693414104 0 1000 SH SOLE 1000 0 0
D PMA CAPITAL CORP COM 693419202 574 65000 SH SOLE 0 0 65000
D PMI GROUP INC COM 69344M101 140 3600 SH SOLE 3600 0 0
D PNC FINANCIAL SERV GROUP COM 693475105 4308 79100 SH SOLE 79100 0 0
D PNM RESOURCES INC COM 69349H107 331 11500 SH SOLE 11500 0 0
D PPG INDUSTRIES COM 693506107 20386 324820 SH SOLE 324820 0 0
D PPG INDUSTRIES COM 693506107 4614 73520 SH SOLE 0 0 73520
D PPL CORPORATION COM 69351T106 1824 30720 SH SOLE 30720 0 0
D PPL CORPORATION COM 69351T106 24 411 SH SOLE 0 0 411
D PSS WORLD MEDICAL INC COM 69366A100 17253 1385798 SH SOLE 1385798 0 0
D PSS WORLD MEDICAL INC COM 69366A100 2049 164600 SH SOLE 0 0 164600
D PACCAR INC COM 693718108 10 150 SH SOLE 150 0 0
D PACIFIC CAPITAL BANCORP COM 69404P101 31478 848915 SH SOLE 848915 0 0
D PACIFIC MERCHANTILE BANCORP COM 694552100 254 18000 SH SOLE 0 0 18000
D PACIFICARE HEALTH SYSTEMS COM 695112102 700 9800 SH SOLE 9800 0 0
D PACTIV CORP COM 695257105 640 29669 SH SOLE 29669 0 0
D PALL CORP COM 696429307 115 3800 SH SOLE 3800 0 0
D PALM HARBOR HOMES COM 696639103 1130 60000 SH SOLE 0 0 60000
D PALMONE INC COM 69713P107 2 75 SH SOLE 75 0 0
D PAN PACIFIC RETAIL PROPERTIES ICOM 69806L104 591 8900 SH SOLE 8900 0 0
D PANAMSAT HOLDING CORP COM 69831Y105 23 1100 SH SOLE 1100 0 0
D PANERA BREAD COMPANY COM 69840W108 31 500 SH SOLE 500 0 0
D PANTRY INC COM 698657103 101 2600 SH SOLE 2600 0 0
D PAR TECHNOLOGY CORP COM 698884103 51 1600 SH SOLE 1600 0 0
D PAR TECHNOLOGY CORP COM 698884103 1392 43500 SH SOLE 0 0 43500
D PAR PHARMACEUTICAL COMPANIES INCOM 69888P106 3770 118522 SH SOLE 118522 0 0
D PAR PHARMACEUTICAL COMPANIES INCOM 69888P106 436 13700 SH SOLE 0 0 13700
D PARAMETRIC TECH CORP COM 699173100 230 36000 SH SOLE 36000 0 0
D PARKER HANNIFIN COM 701094104 1587 25600 SH SOLE 25600 0 0
D PARKER HANNIFIN COM 701094104 31 500 SH SOLE 0 0 500
D PARLUX FRAGRANCES INC COM 701645103 138 5000 SH SOLE 5000 0 0
D PARTNERS TRUST FINANCIAL GROUP COM 70213F102 374 35000 SH SOLE 0 0 35000
D PATTERSON COMPANIES INC COM 703395103 41 900 SH SOLE 900 0 0
D PATTERSON-UTI ENERGY INC COM 703481101 540 19400 SH SOLE 19400 0 0
D PAXAR CORP COM 704227107 10106 569358 SH SOLE 569358 0 0
D PAXAR CORP COM 704227107 1162 65475 SH SOLE 0 0 65475
D PAYCHEX COM 704326107 1324 40700 SH SOLE 40700 0 0
D PAYCHEX COM 704326107 2131 65500 SH SOLE 0 0 65500
D PEABODY ENERGY CORP COM 704549104 42 800 SH SOLE 800 0 0
D PEDIATRIC SERVICES OF AMERICA COM 705323103 242 20000 SH SOLE 0 0 20000
D PEDIATRIX MED GROUP COM 705324101 184 2500 SH SOLE 2500 0 0
D PEGASYSTEMS INC COM 705573103 330 56000 SH SOLE 0 0 56000
D PEGASUS SOLUTIONS INC COM 705906105 3126 280344 SH SOLE 280344 0 0
D PENFORD CORP COM 707051108 296 18500 SH SOLE 18500 0 0
D PENFORD CORP COM 707051108 6948 434250 SH SOLE 0 0 434250
D PENN NATL GAMING INC COM 707569109 550 15060 SH SOLE 15060 0 0
D PENNEY J C COMPANY INC COM 708160106 1632 31041 SH SOLE 31041 0 0
D PENNFED FINANCIAL SVCS INC COM 708167101 641 38000 SH SOLE 0 0 38000
D PENTAIR INC COM 709631105 56 1300 SH SOLE 1300 0 0
D PENWEST PHARMACEUTICALS CO COM 709754105 284 24000 SH SOLE 24000 0 0
D PENWEST PHARMACEUTICALS CO COM 709754105 6504 550275 SH SOLE 0 0 550275
D PEOPLES BANCORP INC COM 709789101 776 29000 SH SOLE 0 0 29000
D PEOPLES BANK BRIDGEPORT CT COM 710198102 24 800 SH SOLE 800 0 0
D PEOPLES BANK BRIDGEPORT CT COM 710198102 41 1350 SH SOLE 0 0 1350
D PEOPLES ENERGY COM 711030106 146 3350 SH SOLE 3350 0 0
D PEPCO HOLDINGS INC COM 713291102 180 7500 SH SOLE 7500 0 0
D PEPSI BOTTLING GROUP INC COM 713409100 1333 46600 SH SOLE 46600 0 0
D PEPSIAMERICAS INC COM 71343P200 680 26500 SH SOLE 26500 0 0
D PEPSICO COM 713448108 15203 281893 SH SOLE 281893 0 0
D PEPSICO COM 713448108 16519 306313 SH SOLE 0 0 306313
D PERICOM SEMICONDUCTOR CORP COM 713831105 611 75000 SH SOLE 0 0 75000
D PERKINELMER INC COM 714046109 387 20458 SH SOLE 20458 0 0
D PEROT SYS CORP CL A COM 714265105 14 1000 SH SOLE 1000 0 0
D PETROLEUM DEVELOPMENT CORP COM 716578109 89 2800 SH SOLE 2800 0 0
D PETROLEUM HELICOPTER VTG COM 716604103 354 14600 SH SOLE 0 0 14600
D PETSMART INC COM 716768106 18 600 SH SOLE 600 0 0
D PFIZER COM 717081103 80440 2916617 SH SOLE 2916617 0 0
D PFIZER COM 717081103 22821 827458 SH SOLE 0 0 827458
D PHARMACEUTICAL PROD DEV INC COM 717124101 14 300 SH SOLE 300 0 0
D PHARMION CORP COM 71715B409 8365 360425 SH SOLE 360425 0 0
D PHELPS DODGE COM 717265102 2396 25900 SH SOLE 25900 0 0
D PHELPS DODGE COM 717265102 8 90 SH SOLE 0 0 90
D PHILADELPHIA CONS HLDG CORP COM 717528103 559 6600 SH SOLE 6600 0 0
D PIER 1 IMPORTS COM 720279108 11 750 SH SOLE 750 0 0
D PILGRIMS PRIDE CORP CL B COM 721467108 229 6700 SH SOLE 6700 0 0
D PINNACLE ENTERTAINMENT INC COM 723456109 16452 841100 SH SOLE 841100 0 0
D PINNACLE ENTERTAINMENT INC COM 723456109 1350 69000 SH SOLE 0 0 69000
D PINNACLE FINANCIAL PARTNERS COM 72346Q104 18991 791274 SH SOLE 791274 0 0
D PINNACLE WEST CAPITAL COM 723484101 636 14300 SH SOLE 14300 0 0
D PIONEER NAT RES CO COM 723787107 290 6900 SH SOLE 6900 0 0
D PIPER JAFFRAY COMPANIES INC COM 724078100 1 23 SH SOLE 23 0 0
D PIPER JAFFRAY COMPANIES INC COM 724078100 1 47 SH SOLE 0 0 47
D PITNEY BOWES COM 724479100 1374 31547 SH SOLE 31547 0 0
D PITNEY BOWES COM 724479100 80 1840 SH SOLE 0 0 1840
D PIXAR INC COM 725811103 80 1600 SH SOLE 1600 0 0
D PIXAR INC COM 725811103 50 1000 SH SOLE 0 0 1000
D PLAINS EXPLORATION & PRODUCT COM 726505100 18 500 SH SOLE 500 0 0
D PLATO LEARNING INC COM 72764Y100 458 62000 SH SOLE 0 0 62000
D PLAYTEX PRODUCTS INC COM 72813P100 551 51200 SH SOLE 51200 0 0
D PLUM CREEK TIMBER CO COM 729251108 1024 28200 SH SOLE 28200 0 0
D PLUM CREEK TIMBER CO COM 729251108 0 12 SH SOLE 0 0 12
D POGO PRODUCING CO COM 730448107 73 1400 SH SOLE 1400 0 0
D POLYMEDICA CORP COM 731738100 18944 531233 SH SOLE 531233 0 0
D POLYMEDICA CORP COM 731738100 1894 53100 SH SOLE 0 0 53100
D POLYONE CORP COM 73179P106 6006 907304 SH SOLE 907304 0 0
D POLYONE CORP COM 73179P106 695 105050 SH SOLE 0 0 105050
D POMEROY IT SOLUTIONS INC COM 731822102 375 37000 SH SOLE 0 0 37000
D POPULAR INC COM 733174106 270 10700 SH SOLE 10700 0 0
D PORTALPLAYER INC COM 736187204 54 2600 SH SOLE 2600 0 0
D PORTEC RAIL PRODUCTS INC COM 736212101 5968 552600 SH SOLE 552600 0 0
D POTASH CORP SASK INC COM 73755L107 8 86 SH SOLE 86 0 0
D POTLATCH CORP COM 737628107 256 4900 SH SOLE 4900 0 0
D POWELL INDUSTRIES INC COM 739128106 566 30000 SH SOLE 0 0 30000
D PRAXAIR INC COM 74005P104 1146 24600 SH SOLE 24600 0 0
D PRAXAIR INC COM 74005P104 23 500 SH SOLE 0 0 500
D PREPAID LEGAL SERVICE COM 740065107 143 3200 SH SOLE 3200 0 0
D PRECISION CASTPARTS COM 740189105 740 9500 SH SOLE 9500 0 0
D PREFFERED BANK LOS ANGELES COM 740367107 5097 128400 SH SOLE 128400 0 0
D PREMCOR INC COM 74045Q104 334 4500 SH SOLE 4500 0 0
D PRESTIGE BRANDS HOLDINGS INC COM 74112D101 1346 69000 SH SOLE 69000 0 0
D T ROWE PRICE GROUP INC COM 74144T108 889 14200 SH SOLE 14200 0 0
D PRIDE INTL INC COM 74153Q102 106 4106 SH SOLE 4106 0 0
D PRIMEDIA INC COM 74157K101 86 21200 SH SOLE 21200 0 0
D PRINCETON REVIEW INC COM 742352107 2961 507843 SH SOLE 507843 0 0
D PRINCETON REVIEW INC COM 742352107 384 65839 SH SOLE 0 0 65839
D PRINCIPAL FINANCIAL GROUP COM 74251V102 1835 43800 SH SOLE 43800 0 0
D PRINCIPAL FINANCIAL GROUP COM 74251V102 84 2000 SH SOLE 0 0 2000
D PRINTRONIX INC COM 742578107 2 100 SH SOLE 100 0 0
D PRINTRONIX INC COM 742578107 89 5300 SH SOLE 0 0 5300
D PROASSURANCE CORP COM 74267C106 6881 164763 SH SOLE 164763 0 0
D PROASSURANCE CORP COM 74267C106 752 18000 SH SOLE 0 0 18000
D PROCTER & GAMBLE COM 742718109 21861 414422 SH SOLE 414422 0 0
D PROCTER & GAMBLE COM 742718109 8083 153230 SH SOLE 0 0 153230
D PRIVATEBANCORP INC COM 742962103 1231 34785 SH SOLE 34785 0 0
D PROGRESS ENERGY INC COM 743263105 1257 27792 SH SOLE 27792 0 0
D PROGRESS ENERGY INC COM 743263105 498 11000 SH SOLE 0 0 11000
D PROGRESS SOFTWARE CORP COM 743312100 202 6700 SH SOLE 6700 0 0
D PROGRESSIVE CORP OHIO COM 743315103 2115 21400 SH SOLE 21400 0 0
D PROLOGIS TRUST COM 743410102 12 300 SH SOLE 300 0 0
D PROSPERITY BANCSHARES INC COM 743606105 381 13300 SH SOLE 13300 0 0
D PROTECTIVE LIFE CORP COM 743674103 127 3000 SH SOLE 3000 0 0
D PROVIDENT FINANCIAL HOLDINGS COM 743868101 67 2400 SH SOLE 2400 0 0
D PROVIDENT FINANCIAL HOLDINGS COM 743868101 534 19000 SH SOLE 0 0 19000
D PROVIDIAN FINANCIAL CORP COM 74406A102 2689 152500 SH SOLE 152500 0 0
D PROVIDIAN FINANCIAL CORP COM 74406A102 21 1200 SH SOLE 0 0 1200
D PRUDENTIAL FINANCIAL INC COM 744320102 7242 110300 SH SOLE 110300 0 0
D PUBLIC SERVICE ENTERPRISE GROU COM 744573106 1858 30550 SH SOLE 30550 0 0
D PUBLIC STORAGE INC COM 74460D109 57 900 SH SOLE 900 0 0
D PUGET ENERGY INC COM 745310102 89 3800 SH SOLE 3800 0 0
D PULTE HOMES COM 745867101 1845 21900 SH SOLE 21900 0 0
D QLOGIC CORP COM 747277101 284 9200 SH SOLE 9200 0 0
D QUALCOMM INC COM 747525103 6513 197300 SH SOLE 197300 0 0
D QUALCOMM INC COM 747525103 2038 61750 SH SOLE 0 0 61750
D QUALITY DISTRIBUTION INC COM 74756M102 172 19400 SH SOLE 19400 0 0
D QMED INC COM 747914109 23 2500 SH SOLE 2500 0 0
D QUEST DIAGNOSTICS COM 74834L100 1348 25300 SH SOLE 25300 0 0
D QUEST DIAGNOSTICS COM 74834L100 16 300 SH SOLE 0 0 300
D QUESTAR CORP COM 748356102 185 2800 SH SOLE 2800 0 0
D QUIPP INC COM 748802105 54 4600 SH SOLE 0 0 4600
D QUIXOTE CORP COM 749056107 186 9500 SH SOLE 9500 0 0
D QUIXOTE CORP COM 749056107 4003 204117 SH SOLE 0 0 204117
D QWEST COMMUNICATIONS INTL INC COM 749121109 46 12300 SH SOLE 12300 0 0
D QWEST COMMUNICATIONS INTL INC COM 749121109 16 4262 SH SOLE 0 0 4262
D RGC RESOURCES INC COM 74955L103 171 6500 SH SOLE 0 0 6500
D R H DONNELLEY CORP COM 74955W307 1263 20374 SH SOLE 20374 0 0
D RPC INC COM 749660106 25520 1508248 SH SOLE 1508248 0 0
D RPC INC COM 749660106 2061 121800 SH SOLE 0 0 121800
D RPM INTERNATIONAL INC COM 749685103 2 100 SH SOLE 100 0 0
D RSA SECURITY INC COM 749719100 7 615 SH SOLE 615 0 0
D RTI INTERNATIONAL METALS INC COM 74973W107 1885 60000 SH SOLE 0 0 60000
D RADIAN GROUP INC COM 750236101 201 4250 SH SOLE 4250 0 0
D RADIANT SYSTEMS INC COM 75025N102 1874 164400 SH SOLE 164400 0 0
D RADIOSHACK CORP COM 750438103 12 500 SH SOLE 500 0 0
D RAILAMERICA INC COM 750753105 1142 96000 SH SOLE 0 0 96000
D RALCORP HOLDINGS INC COM 751028101 58 1400 SH SOLE 1400 0 0
D RANGE RESOURCES CORP COM 75281A109 13 500 SH SOLE 500 0 0
D RARE HOSPITALITY INTL INC COM 753820109 32961 1081756 SH SOLE 1081756 0 0
D RAYMOND JAMES FINANCIAL COM 754730109 59 2100 SH SOLE 2100 0 0
D RAYONIER INC COM 754907103 13 250 SH SOLE 250 0 0
D RAYTHEON CO COM 755111507 3866 98824 SH SOLE 98824 0 0
D RAYTHEON CO COM 755111507 2 63 SH SOLE 0 0 63
D READERS DIGEST COM 755267101 25 1500 SH SOLE 0 0 1500
D REALTY INCOME CORP COM 756109104 53 2100 SH SOLE 2100 0 0
D RECKSON ASSOC REALTY CORP COM 75621K106 7 200 SH SOLE 200 0 0
D RED HAT INC COM 756577102 3 200 SH SOLE 200 0 0
D RED ROBIN GOURMET BURGERS COM 75689M101 8438 136145 SH SOLE 136145 0 0
D RED ROBIN GOURMET BURGERS COM 75689M101 956 15425 SH SOLE 0 0 15425
D REEBOK INTERNATIONAL COM 758110100 642 15350 SH SOLE 15350 0 0
D REGAL ENTERTAINMENT GROUP A COM 758766109 2 100 SH SOLE 100 0 0
D REGENCY CENTERS CORP COM 758849103 166 2900 SH SOLE 2900 0 0
D REGENT COMMUNICATIONS INC COM 758865109 311 53000 SH SOLE 53000 0 0
D REGENT COMMUNICATIONS INC COM 758865109 7255 1235900 SH SOLE 0 0 1235900
D REGIONS FINANCIAL CORP COM 7591EP100 1906 56270 SH SOLE 56270 0 0
D REINSURANCE GROUP AMER INC COM 759351109 772 16600 SH SOLE 16600 0 0
D RELIANCE STEEL & ALUMINUM CO COM 759509102 96 2600 SH SOLE 2600 0 0
D RELIANT ENERGY INC COM 75952B105 346 27965 SH SOLE 27965 0 0
D REMEDYTEMP INC CL A COM 759549108 209 23600 SH SOLE 23600 0 0
D REMEDYTEMP INC CL A COM 759549108 4809 543400 SH SOLE 0 0 543400
D RENT A CENTER INC COM 76009N100 168 7200 SH SOLE 7200 0 0
D REPUBLIC AIRWAYS HOLDINGS INC COM 760276105 7778 538300 SH SOLE 538300 0 0
D REPUBLIC SVCS INC COM 760759100 378 10500 SH SOLE 10500 0 0
D RES-CARE INC COM 760943100 705 52000 SH SOLE 0 0 52000
D RESMED INC COM 761152107 40 600 SH SOLE 600 0 0
D RESOURCE AMERICA INC CL A COM 761195205 1888 49000 SH SOLE 0 0 49000
D RESPIRONICS INC COM 761230101 26699 739370 SH SOLE 739370 0 0
D RESPIRONICS INC COM 761230101 919 25450 SH SOLE 0 0 25450
D REVLON INC CL A COM 761525500 7952 2590250 SH SOLE 2590250 0 0
D REX STORES CORP COM 761624105 543 37550 SH SOLE 0 0 37550
D REYNOLDS & REYNOLDS CL A COM 761695105 65 2400 SH SOLE 2400 0 0
D REYNOLDS & REYNOLDS CL A COM 761695105 92 3400 SH SOLE 0 0 3400
D REYNOLDS AMERICAN INC COM 761713106 2325 29500 SH SOLE 29500 0 0
D RICHARDSON ELECTRONICS LTD COM 763165107 343 47000 SH SOLE 0 0 47000
D RICHELIEU HARDWARE LTD COM 76329W103 180 9800 SH SOLE 9800 0 0
D RITE AID CORP COM 767754104 91 21700 SH SOLE 21700 0 0
D ROANOKE ELEC STEEL CORP COM 769841107 524 31700 SH SOLE 0 0 31700
D ROBBINS & MYERS INC COM 770196103 903 42000 SH SOLE 0 0 42000
D ROBERT HALF INTL INC COM 770323103 809 32400 SH SOLE 32400 0 0
D ROCKWELL AUTOMATION INC COM 773903109 930 19100 SH SOLE 19100 0 0
D ROCKWELL AUTOMATION INC COM 773903109 1 25 SH SOLE 0 0 25
D ROCKWELL COLLINS INC COM 774341101 38692 811485 SH SOLE 811485 0 0
D ROCKWELL COLLINS INC COM 774341101 10872 228020 SH SOLE 0 0 228020
D ROFIN-SINAR TECHNOLOGIES INC COM 775043102 1148 35000 SH SOLE 0 0 35000
D ROGERS CORP COM 775133101 9488 233985 SH SOLE 233985 0 0
D ROHM & HAAS COM 775371107 1061 22900 SH SOLE 22900 0 0
D ROHM & HAAS COM 775371107 139 3000 SH SOLE 0 0 3000
D ROLLINS COM 775711104 170 8500 SH SOLE 8500 0 0
D ROPER INDUSTRIES INC/DE COM 776696106 88803 1244266 SH SOLE 1244266 0 0
D ROPER INDUSTRIES INC/DE COM 776696106 442 6200 SH SOLE 0 0 6200
D ROSS STORES INC COM 778296103 17 600 SH SOLE 600 0 0
D ROWAN COS. INC. COM 779382100 13469 453350 SH SOLE 453350 0 0
D ROWE COMPANIES COM 779528108 155 37000 SH SOLE 37000 0 0
D ROWE COMPANIES COM 779528108 1893 450600 SH SOLE 0 0 450600
D RUSH ENTERPRISES INC CL A COM 781846209 1367 102500 SH SOLE 102500 0 0
D RUSH ENTERPRISES INC CL A COM 781846209 8543 640393 SH SOLE 0 0 640393
D RYDER SYSTEM COM 783549108 267 7300 SH SOLE 7300 0 0
D RYLAND GROUP INC COM 783764103 76 1000 SH SOLE 1000 0 0
D S & K FAMOUS BRANDS INC COM 783774102 193 11300 SH SOLE 0 0 11300
D SBC COMMUNICATIONS INC. COM 78387G103 11215 472195 SH SOLE 472195 0 0
D SBC COMMUNICATIONS INC. COM 78387G103 562 23679 SH SOLE 0 0 23679
D SBS TECHNOLOGIES INC COM 78387P103 399 43000 SH SOLE 0 0 43000
D SCP POOL CORP COM 784028102 8146 232144 SH SOLE 232144 0 0
D SCP POOL CORP COM 784028102 941 26805 SH SOLE 0 0 26805
D SEMCO ENERGY INC COM 78412D109 491 82000 SH SOLE 0 0 82000
D SI INTERNATIONAL INC COM 78427V102 4851 161900 SH SOLE 161900 0 0
D S J W CORP COM 784305104 1241 26400 SH SOLE 0 0 26400
D SL GREEN REALTY CORP COM 78440X101 10528 163227 SH SOLE 163227 0 0
D SL GREEN REALTY CORP COM 78440X101 1013 15700 SH SOLE 0 0 15700
D S L INDUSTRIES INC COM 784413106 250 13800 SH SOLE 0 0 13800
D S L S INTERNATIONAL INC COM 784429102 24 10000 SH SOLE 10000 0 0
D SLM CORPORATION COM 78442P106 37986 747751 SH SOLE 747751 0 0
D SLM CORPORATION COM 78442P106 14054 276655 SH SOLE 0 0 276655
D S&P500 DEPOSITARY RECEIPT SPDR COM 78462F103 834 7000 SH SOLE 7000 0 0
D SRA INTERNATIONAL INC CL A COM 78464R105 3 100 SH SOLE 100 0 0
D SWS GROUP INC COM 78503N107 842 49000 SH SOLE 0 0 49000
D SABRE HLDGS CORP COM 785905100 1831 91800 SH SOLE 91800 0 0
D SAFECO COM 786429100 2402 44200 SH SOLE 44200 0 0
D SAFECO COM 786429100 37 690 SH SOLE 0 0 690
D SAFETY INSURANCE GROUP INC COM 78648T100 9277 274800 SH SOLE 274800 0 0
D SAFEWAY INC COM 786514208 1667 73800 SH SOLE 73800 0 0
D SAGA COMMUNICATIONS INC -CL A COM 786598102 21868 1562029 SH SOLE 1562029 0 0
D ST JOE COMPANY COM 790148100 24 300 SH SOLE 300 0 0
D SAINT JUDE MEDICAL COM 790849103 78 1800 SH SOLE 1800 0 0
D ST PAUL TRAVELERS COS INC COM 792860108 2641 66818 SH SOLE 66818 0 0
D ST PAUL TRAVELERS COS INC COM 792860108 61 1537 SH SOLE 0 0 1537
D SALEM COMMUNICATIONS CORP COM 794093104 7631 384627 SH SOLE 384627 0 0
D SALEM COMMUNICATIONS CORP COM 794093104 981 49425 SH SOLE 0 0 49425
D SALES FORCE.COM INC COM 79466L302 6 300 SH SOLE 300 0 0
D SANDERS MORRIS HARRIS GROUP INCCOM 80000Q104 1986 115448 SH SOLE 115448 0 0
D SANDERS MORRIS HARRIS GROUP INCCOM 80000Q104 8522 495466 SH SOLE 0 0 495466
D SANDERSON FARMS INC COM 800013104 164 3600 SH SOLE 3600 0 0
D SANDERSON FARMS INC COM 800013104 2389 52575 SH SOLE 0 0 52575
D SANDISK CORP COM 80004C101 19 800 SH SOLE 800 0 0
D JOHN B. SANFILIPPO & SONS INC COM 800422107 1723 74700 SH SOLE 74700 0 0
D SANMINA-SCI CORP COM 800907107 68 12400 SH SOLE 12400 0 0
D SANTANDER BANCORP COM 802809103 1283 51180 SH SOLE 51180 0 0
D SARA LEE CORP COM 803111103 1375 69400 SH SOLE 69400 0 0
D SCANA CORP COM 80589M102 120 2800 SH SOLE 2800 0 0
D SCHEIN HENRY INC COM 806407102 21 500 SH SOLE 500 0 0
D SCHERING PLOUGH COM 806605101 1822 95601 SH SOLE 95601 0 0
D SCHERING PLOUGH COM 806605101 353 18500 SH SOLE 0 0 18500
D SCHLUMBERGER LTD COM 806857108 2867 37755 SH SOLE 37755 0 0
D SCHLUMBERGER LTD COM 806857108 6723 88524 SH SOLE 0 0 88524
D SCHNITZER STL INDS CL A COM 806882106 14 600 SH SOLE 600 0 0
D SCHWAB CHARLES CORP COM 808513105 69 6100 SH SOLE 6100 0 0
D SCHWEITZER-MAUDUIT INTL COM 808541106 1 41 SH SOLE 41 0 0
D SCIENTIFIC ATLANTA COM 808655104 1194 35900 SH SOLE 35900 0 0
D SCOPE INDUSTRIES COM 809163108 189 2700 SH SOLE 0 0 2700
D SCOTTS MIRACLE-GRO CO COM 810186106 85 1200 SH SOLE 1200 0 0
D SCRIPPS E W CO CL A COM 811054204 444 9100 SH SOLE 9100 0 0
D SCS TRANSPORTATION INC COM 81111T102 304 17100 SH SOLE 17100 0 0
D SCS TRANSPORTATION INC COM 81111T102 6789 381400 SH SOLE 0 0 381400
D SEABOARD CORP COM 811543107 1398 840 SH SOLE 840 0 0
D SEALED AIR CORP COM 81211K100 583 11700 SH SOLE 11700 0 0
D SEARS HOLDINGS CORP COM 812350106 204 1363 SH SOLE 1363 0 0
D SEMICONDUCTOR HOLDERS TRUST COM 816636203 101 3000 SH SOLE 3000 0 0
D SEMPRA ENERGY COM 816851109 1086 26300 SH SOLE 26300 0 0
D SEMITOOL INC COM 816909105 725 76000 SH SOLE 0 0 76000
D SEPRACOR INC COM 817315104 12 200 SH SOLE 200 0 0
D SEROLOGICALS CORPORATION COM 817523103 19 900 SH SOLE 900 0 0
D SERVICE CORP INTERNATIONAL COM 817565104 9500 1184550 SH SOLE 1184550 0 0
D SERVICEMASTER COMPANY COM 81760N109 76 5700 SH SOLE 5700 0 0
D 7-ELEVEN INC COM 817826209 9 300 SH SOLE 300 0 0
D SHELL CANADA LTD CL A COM 822567103 24 900 SH SOLE 900 0 0
D SHELL TRANSP/TRAD ADR COM 822703609 2 31 SH SOLE 31 0 0
D SHERWIN WILLIAMS CO COM 824348106 904 19200 SH SOLE 19200 0 0
D SHOE CARNIVAL INC COM 824889109 783 36000 SH SOLE 0 0 36000
D SIEBEL SYSTEMS INC COM 826170102 14 1600 SH SOLE 1600 0 0
D SIERRA HEALTH SERVICES COM 826322109 770 10780 SH SOLE 10780 0 0
D SIGMA-ALDRICH COM 826552101 163 2900 SH SOLE 2900 0 0
D SIGMA-ALDRICH COM 826552101 191 3400 SH SOLE 0 0 3400
D SIGMATEL INC COM 82661W107 158 9200 SH SOLE 9200 0 0
D SIMMONS FIRST NATIONAL CORP CL COM 828730200 624 23000 SH SOLE 0 0 23000
D SIMON PROPERTY GROUP INC COM 828806109 1138 15700 SH SOLE 15700 0 0
D SINCLAIR BROADCAST GROUP INC CLCOM 829226109 20 2200 SH SOLE 2200 0 0
D SIRIUS SATELLITE RADIO INC COM 82966U103 102 15800 SH SOLE 15800 0 0
D SIZELER PROPERTY INVESTORS COM 830137105 477 36100 SH SOLE 0 0 36100
D SKECHERS U S A INC COM 830566105 83 5800 SH SOLE 5800 0 0
D SKY FINL GROUP INC COM 83080P103 1358 48177 SH SOLE 48177 0 0
D SKY FINL GROUP INC COM 83080P103 1293 45886 SH SOLE 0 0 45886
D SKYWEST INC COM 830879102 20817 1145025 SH SOLE 1145025 0 0
D SKYWORKS SOLUTIONS INC COM 83088M102 7825 1061793 SH SOLE 1061793 0 0
D SKYWORKS SOLUTIONS INC COM 83088M102 873 118425 SH SOLE 0 0 118425
D SMART & FINAL INC COM 831683107 9345 762878 SH SOLE 762878 0 0
D SMART & FINAL INC COM 831683107 1166 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 115 4200 SH SOLE 4200 0 0
D SMUCKER (JM) CO COM 832696405 1402 29872 SH SOLE 29872 0 0
D SMUCKER (JM) CO COM 832696405 0 4 SH SOLE 0 0 4
D SNAP-ON INC COM 833034101 172 5000 SH SOLE 5000 0 0
D SOLECTRON CORP COM 834182107 449 118400 SH SOLE 118400 0 0
D SOLEXA INC COM 83420X105 0 1 SH SOLE 1 0 0
D SONIC CORP COM 835451105 40 1300 SH SOLE 1300 0 0
D SONOCO PRODUCTS COM 835495102 82 3100 SH SOLE 3100 0 0
D SOUND FEDERAL BANCORP INC COM 83607V104 582 36000 SH SOLE 0 0 36000
D SOURCE INTERLINK COMPANIES INC COM 836151209 680 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 2274 37200 SH SOLE 0 0 37200
D SOUTHCOAST FINANCIAL CORP COM 84129R100 6010 243303 SH SOLE 243303 0 0
D SOUTHERN CO. COM 842587107 2680 77306 SH SOLE 77306 0 0
D SOUTHERN CO. COM 842587107 47 1370 SH SOLE 0 0 1370
D SOUTHERN COMMUNITY FINANCIAL COM 842632101 306 32000 SH SOLE 0 0 32000
D SOUTHERN PERU COPPER CORP COM 843611104 13 300 SH SOLE 300 0 0
D SOUTHERN UNION CO COM 844030106 83 3400 SH SOLE 3400 0 0
D SOUTHWEST AIRLINES COM 844741108 12 847 SH SOLE 847 0 0
D SOUTHWEST BANCORP INC COM 844767103 111 5400 SH SOLE 5400 0 0
D SOUTHWEST WATER CO COM 845331107 514 43471 SH SOLE 0 0 43471
D SOUTHWESTERN ENERGY CO COM 845467109 780 16600 SH SOLE 16600 0 0
D SOVEREIGN BANCORP COM 845905108 1264 56600 SH SOLE 56600 0 0
D SPARTAN STORES INC COM 846822104 763 52000 SH SOLE 0 0 52000
D SPARTECH CORP COM 847220209 31024 1742899 SH SOLE 1742899 0 0
D SPARTECH CORP COM 847220209 1436 80700 SH SOLE 0 0 80700
D SPECTRUM CONTROL INC COM 847615101 140 20700 SH SOLE 20700 0 0
D SPECTRUM CONTROL INC COM 847615101 1842 273300 SH SOLE 0 0 273300
D SPECTRASITE INC COM 84761M104 15 200 SH SOLE 200 0 0
D SPECTRUM BRANDS INC COM 84762L105 3 100 SH SOLE 100 0 0
D SPINNAKER EXPLORATION CO COM 84855W109 8834 248918 SH SOLE 248918 0 0
D SPINNAKER EXPLORATION CO COM 84855W109 1152 32450 SH SOLE 0 0 32450
D SPORTSMAN'S GUIDE INC COM 848907200 9786 521900 SH SOLE 521900 0 0
D SPORT CHALET INC COM 849163100 321 18000 SH SOLE 0 0 18000
D THE SPORTS AUTHORITY INC COM 84917U109 1992 62650 SH SOLE 62650 0 0
D THE SPORTS AUTHORITY INC COM 84917U109 2713 85300 SH SOLE 0 0 85300
D SPRINT CORP (FON) COM 852061100 4995 199100 SH SOLE 199100 0 0
D SPRINT CORP (FON) COM 852061100 195 7765 SH SOLE 0 0 7765
D SS&C TECHNOLOGIES INC COM 85227Q100 139 4400 SH SOLE 4400 0 0
D STAKTEK HOLDINGS INC COM 85256P106 16 5400 SH SOLE 5400 0 0
D STANCORP FINL GROUP INC COM 852891100 69 900 SH SOLE 900 0 0
D STANDARD PAC CORP NEW COM 85375C101 246 2800 SH SOLE 2800 0 0
D STANDARD PARKING CORP COM 853790103 1581 97100 SH SOLE 97100 0 0
D STANLEY WORKS COM 854616109 758 16636 SH SOLE 16636 0 0
D STANLEY WORKS COM 854616109 55 1200 SH SOLE 0 0 1200
D STAPLES INC COM 855030102 6234 292409 SH SOLE 292409 0 0
D STAPLES INC COM 855030102 6577 308487 SH SOLE 0 0 308487
D STARBUCKS CORP COM 855244109 10 200 SH 0 0 200
D STARWOOD HOTELS/RESORTS WORLD COM 85590A203 1675 28600 SH SOLE 28600 0 0
D STATE STREET CORP COM 857477103 2259 46810 SH SOLE 46810 0 0
D STATE STREET CORP COM 857477103 32 669 SH SOLE 0 0 669
D STATION CASINOS INC COM 857689103 20 300 SH SOLE 300 0 0
D STEAK N SHAKE CO COM 857873103 18177 976200 SH SOLE 976200 0 0
D STEEL DYNAMICS INC COM 858119100 63 2400 SH SOLE 2400 0 0
D STEEL TECHNOLOGIES INC COM 858147101 14 800 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 9489 431327 SH SOLE 431327 0 0
D STEIN MART INC COM 858375108 3826 173900 SH SOLE 0 0 173900
D STEINWAY MUSICAL INSTRS INC COM 858495104 23183 789619 SH SOLE 789619 0 0
D STEINWAY MUSICAL INSTRS INC COM 858495104 9284 316225 SH SOLE 0 0 316225
D STELLENT INC COM 85856W105 1389 185156 SH SOLE 185156 0 0
D STELLENT INC COM 85856W105 6776 903500 SH SOLE 0 0 903500
D STEPAN CO COM 858586100 575 26000 SH SOLE 0 0 26000
D STERLING BANCORP COM 859158107 15623 731767 SH SOLE 731767 0 0
D STERLING FINL CORP/SPOKANE COM 859319105 1222 32676 SH SOLE 32676 0 0
D STERLING FINL CORP/SPOKANE COM 859319105 3779 101036 SH SOLE 0 0 101036
D STEWART INFORMATION SVCS COM 860372101 2184 52000 SH SOLE 0 0 52000
D STIFEL FINANCIAL CORP COM 860630102 741 30666 SH SOLE 0 0 30666
D STONE ENERGY CORP COM 861642106 98 2000 SH SOLE 2000 0 0
D STONERIDGE INC COM 86183P102 28 4200 SH SOLE 4200 0 0
D STONERIDGE INC COM 86183P102 436 66000 SH SOLE 0 0 66000
D STONEMOR PARTNERS LP COM 86183Q100 11 500 SH SOLE 500 0 0
D STORAGE TECHNOLOGY COM 862111200 196 5400 SH SOLE 5400 0 0
D STRIDE RITE COM 863314100 5748 416831 SH SOLE 416831 0 0
D STRIDE RITE COM 863314100 727 52700 SH SOLE 0 0 52700
D STRYKER CORP COM 863667101 9178 192984 SH SOLE 192984 0 0
D STRYKER CORP COM 863667101 6671 140260 SH SOLE 0 0 140260
D STUDENT LOAN CORP COM 863902102 55 250 SH SOLE 250 0 0
D STUDENT LOAN CORP COM 863902102 11 50 SH SOLE 0 0 50
D SUMMA INDS COM 86562T105 98 12300 SH SOLE 0 0 12300
D SUN BANCORP INC-NJ COM 86663B102 5010 242388 SH SOLE 242388 0 0
D SUN BANCORP INC-NJ COM 86663B102 454 21971 SH SOLE 0 0 21971
D SUN MICROSYSTEMS COM 866810104 1713 459300 SH SOLE 459300 0 0
D SUN HYDRAULICS CORP COM 866942105 95 2600 SH SOLE 2600 0 0
D SUNCOR ENERGY INC COM 867229106 24 500 SH SOLE 500 0 0
D SUNGARD DATA SYSTEMS COM 867363103 2079 59100 SH SOLE 59100 0 0
D SUNOCO INC COM 86764P109 1819 16000 SH SOLE 16000 0 0
D SUNTRUST BANKS COM 867914103 3561 49299 SH SOLE 49299 0 0
D SUNTRUST BANKS COM 867914103 12 164 SH SOLE 0 0 164
D SUPERIOR UNIFORM GROUP INC COM 868358102 290 21000 SH SOLE 0 0 21000
D SUPERVALU INC COM 868536103 1383 42400 SH SOLE 42400 0 0
D SUPREME INDUSTRIES INC CL A COM 868607102 249 34000 SH SOLE 0 0 34000
D SUREWEST COMMUNICATIONS COM 868733106 1052 41000 SH SOLE 0 0 41000
D SWIFT ENERGY CO COM 870738101 72 2000 SH SOLE 2000 0 0
D SYBASE INC COM 871130100 360 19600 SH SOLE 19600 0 0
D SYMANTEC CORP COM 871503108 29516 1357701 SH SOLE 1357701 0 0
D SYMANTEC CORP COM 871503108 16812 773300 SH SOLE 0 0 773300
D SYMBION INC COM 871507109 12875 539816 SH SOLE 539816 0 0
D SYMBOL TECHNOLOGIES COM 871508107 2 200 SH SOLE 200 0 0
D SYMMETRY MEDICAL INC COM 871546206 3176 134925 SH SOLE 134925 0 0
D SYMS CORP COM 871551107 632 43000 SH SOLE 0 0 43000
D SYNOPSYS INC COM 871607107 173 10400 SH SOLE 10400 0 0
D SYNOVUS FINANCIAL CORP COM 87161C105 763 26600 SH SOLE 26600 0 0
D SYNOVUS FINANCIAL CORP COM 87161C105 35 1220 SH SOLE 0 0 1220
D SYNOVIS LIFE TECHNOLOGIES INC COM 87162G105 231 29000 SH SOLE 0 0 29000
D SYPRIS SOLUTIONS INC COM 871655106 606 49000 SH SOLE 0 0 49000
D SYSCO CORP COM 871829107 195 5400 SH SOLE 5400 0 0
D SYSCO CORP COM 871829107 36 1000 SH SOLE 0 0 1000
D TBC CORP COM 872183108 10814 398601 SH SOLE 398601 0 0
D TBC CORP COM 872183108 1392 51325 SH SOLE 0 0 51325
D TCF FINANCIAL CORP COM 872275102 18 700 SH SOLE 700 0 0
D TD BANKNORTH INC COM 87235A101 133 4476 SH SOLE 4476 0 0
D TD BANKNORTH INC COM 87235A101 3388 113680 SH SOLE 0 0 113680
D TECO ENERGY COM 872375100 2055 108650 SH SOLE 108650 0 0
D TESSCO TECHNOLOGIES INC COM 872386107 187 14000 SH SOLE 0 0 14000
D TJX COMPANIES INC COM 872540109 1534 63000 SH SOLE 63000 0 0
D T R C COMPANIES INC COM 872625108 552 47000 SH SOLE 0 0 47000
D T R W AUTOMOTIVE HOLDINGS CORP COM 87264S106 42 1700 SH SOLE 1700 0 0
D T T M TECHNOLOGIES COM 87305R109 68 9000 SH SOLE 9000 0 0
D TXU CORPORATION COM 873168108 2567 30900 SH SOLE 30900 0 0
D TXU CORPORATION COM 873168108 191 2300 SH SOLE 0 0 2300
D TAG-IT PACIFIC INC COM 873774103 39 16600 SH SOLE 16600 0 0
D TAG-IT PACIFIC INC COM 873774103 868 370900 SH SOLE 0 0 370900
D TALBOTS INC COM 874161102 1981 61000 SH SOLE 61000 0 0
D TALK AMERICA HOLDINGS INC COM 87426R202 228 22800 SH SOLE 22800 0 0
D TALX CORP COM 874918105 1735 60000 SH SOLE 0 0 60000
D TARGET CORP COM 87612E106 12175 223762 SH SOLE 223762 0 0
D TARGET CORP COM 87612E106 4683 86075 SH SOLE 0 0 86075
D TAYLOR CAPITAL GROUP INC COM 876851106 169 4300 SH SOLE 4300 0 0
D TAYLOR CAPITAL GROUP INC COM 876851106 3768 96012 SH SOLE 0 0 96012
D TEAM INC COM 878155100 9509 442300 SH SOLE 442300 0 0
D TECH DATA CORP COM 878237106 4 100 SH SOLE 100 0 0
D TECHNE CORP COM 878377100 13455 293075 SH SOLE 293075 0 0
D TECHNITROL INC COM 878555101 3698 261720 SH SOLE 261720 0 0
D TECHNITROL INC COM 878555101 309 21900 SH SOLE 0 0 21900
D TECUMSEH PRODUCTS CL B COM 878895101 1 30 SH SOLE 0 0 30
D TECUMSEH PRODUCTS CL A COM 878895200 2 90 SH SOLE 0 0 90
D TEKTRONIX COM 879131100 47 2000 SH SOLE 0 0 2000
D TELEFLEX INC COM 879369106 23482 395525 SH SOLE 395525 0 0
D TELLABS INC COM 879664100 16 1800 SH SOLE 1800 0 0
D TEMPLE INLAND INC COM 879868107 12155 327200 SH SOLE 327200 0 0
D TEMPUR-PEDIC INTERNATIONAL INC COM 88023U101 4 200 SH SOLE 200 0 0
D TENET HEALTHCARE CORP COM 88033G100 502 41000 SH SOLE 41000 0 0
D TENNANT CO COM 880345103 288 8125 SH SOLE 8125 0 0
D TERADYNE INC COM 880770102 2 200 SH SOLE 200 0 0
D TEREX CORP COM 880779103 410 10400 SH SOLE 10400 0 0
D TEREX CORP COM 880779103 3972 100800 SH SOLE 0 0 100800
D TERRA INDUSTRIES INC COM 880915103 49 7200 SH SOLE 7200 0 0
D TESORO CORP COM 881609101 912 19600 SH SOLE 19600 0 0
D TETRA TECHNOLOGIES INC COM 88162F105 344 10800 SH SOLE 10800 0 0
D TETRA TECHNOLOGIES INC COM 88162F105 8150 255900 SH SOLE 0 0 255900
D TEXAS INSTRUMENTS COM 882508104 4966 176905 SH SOLE 176905 0 0
D TEXAS ROADHOUSE INC CL A COM 882681109 16270 468200 SH SOLE 468200 0 0
D TEXTRON COM 883203101 1502 19800 SH SOLE 19800 0 0
D THERMO ELECTRON CORP COM 883556102 739 27500 SH SOLE 27500 0 0
D THOMAS & BETTS COM 884315102 40 1400 SH SOLE 1400 0 0
D THORNBURG MORTGAGE INC COM 885218107 376 12900 SH SOLE 12900 0 0
D 3M CO COM 88579Y101 11266 155821 SH SOLE 155821 0 0
D 3M CO COM 88579Y101 13006 179893 SH SOLE 0 0 179893
D TIDEWATER INC COM 886423102 57 1500 SH SOLE 1500 0 0
D TIER TECHNOLOGIES INC CL B COM 88650Q100 455 54000 SH SOLE 0 0 54000
D TIERONE CORP COM 88650R108 1465 54000 SH SOLE 0 0 54000
D TIMBERLAND CO CL A COM 887100105 426 11000 SH SOLE 11000 0 0
D TIME WARNER INC COM 887317105 11348 679100 SH SOLE 679100 0 0
D TIMKEN COM 887389104 5 200 SH SOLE 200 0 0
D TITANIUM METALS CORP COM 888339207 204 3600 SH SOLE 3600 0 0
D TOLL BROTHERS COM 889478103 380 3740 SH SOLE 3740 0 0
D TOLLGRADE COMMUNICATIONS INC COM 889542106 460 61363 SH SOLE 61363 0 0
D TOOTSIE ROLL INDUSTRIES COM 890516107 6574 224755 SH SOLE 224755 0 0
D TORCHMARK COM 891027104 1268 24300 SH SOLE 24300 0 0
D TORO CO COM 891092108 93 2400 SH SOLE 2400 0 0
D TORONTO-DOMINION BANK COM 891160509 2433 54543 SH SOLE 0 0 54543
D TOTAL SYS SVCS INC COM 891906109 43 1800 SH SOLE 1800 0 0
D TRAMMELL CROW COMPANY COM 89288R106 274 11300 SH SOLE 11300 0 0
D TRANS WORLD ENTMT CORP COM 89336Q100 118 10000 SH SOLE 10000 0 0
D TRANSATLANTIC HLDGS COM 893521104 29 525 SH SOLE 525 0 0
D TRANSPORT CORP OF AMER INC COM 89385P102 137 20200 SH SOLE 0 0 20200
D TRANSMONTAIGNE INC COM 893934109 1239 118000 SH SOLE 0 0 118000
D TREESOURCE INDUSTRIES INC COM 894688100 0 1000 SH SOLE 1000 0 0
D TREEHOUSE FOODS INC COM 89469A104 43 1500 SH SOLE 1500 0 0
D TREX COMPANY INC COM 89531P105 12983 505160 SH SOLE 505160 0 0
D TREX COMPANY INC COM 89531P105 29 1140 SH SOLE 0 0 1140
D TRIAD HOSPITALS INC COM 89579K109 918 16800 SH SOLE 16800 0 0
D TRIBUNE CO COM 896047107 14 400 SH SOLE 400 0 0
D TRICO BANCSHARES COM 896095106 3580 160247 SH SOLE 160247 0 0
D TRICO BANCSHARES COM 896095106 445 19900 SH SOLE 0 0 19900
D TRIMBLE NAVIGATION LTD COM 896239100 12 300 SH SOLE 300 0 0
D TRIZETTO GROUP INC COM 896882107 286 20400 SH SOLE 20400 0 0
D TRUMP ENTERTAINMENT RESORTS INCCOM 89816T103 10 708 SH SOLE 708 0 0
D II VI INC COM 902104108 39337 2139047 SH SOLE 2139047 0 0
D TYCO INTERNATIONAL LTD COM 902124106 55011 1883927 SH SOLE 1883927 0 0
D TYCO INTERNATIONAL LTD COM 902124106 12375 423790 SH SOLE 0 0 423790
D TYLER TECHNOLOGIES INC COM 902252105 1449 191649 SH SOLE 191649 0 0
D TYLER TECHNOLOGIES INC COM 902252105 6253 827100 SH SOLE 0 0 827100
D TYSON FOODS CL A COM 902494103 372 20900 SH SOLE 20900 0 0
D UCBH HOLDINGS INC COM 90262T308 5037 310178 SH SOLE 310178 0 0
D UCBH HOLDINGS INC COM 90262T308 476 29300 SH SOLE 0 0 29300
D UGI CORP COM 902681105 343 12300 SH SOLE 12300 0 0
D UMB FINANICAL CORP COM 902788108 15000 263020 SH SOLE 263020 0 0
D UST INC COM 902911106 1676 36700 SH SOLE 36700 0 0
D USA TRUCK INC COM 902925106 693 28000 SH SOLE 0 0 28000
D US BANCORP COM 902973304 7686 263228 SH SOLE 263228 0 0
D US BANCORP COM 902973304 122 4175 SH SOLE 0 0 4175
D URS CORP COM 903236107 1162 31100 SH SOLE 31100 0 0
D USG CORP COM 903293405 1020 24000 SH SOLE 24000 0 0
D U S I HOLDINGS CORP COM 90333H101 6 500 SH SOLE 500 0 0
D U S CONCRETE INC COM 90333L102 986 152400 SH SOLE 152400 0 0
D U S CONCRETE INC COM 90333L102 5609 867000 SH SOLE 0 0 867000
D U.S. XPRESS ENTERPRISES A COM 90338N103 357 30000 SH SOLE 0 0 30000
D ULTICOM INC COM 903844108 1273 120000 SH SOLE 0 0 120000
D ULTRALIFE BATTERIES INC COM 903899102 32023 1982842 SH SOLE 1982842 0 0
D ULTRA PETROLEUM CORP COM 903914109 128 4200 SH SOLE 4200 0 0
D UNION BANKSHARES CORP COM 905399101 1377 35664 SH SOLE 35664 0 0
D UNION BANKSHARES CORP COM 905399101 216 5600 SH SOLE 0 0 5600
D UNION PACIFIC CORP COM 907818108 1024 15800 SH SOLE 15800 0 0
D UNION PACIFIC CORP COM 907818108 262 4050 SH SOLE 0 0 4050
D UNIONBANCAL CORP COM 908906100 161 2400 SH SOLE 2400 0 0
D UNIT CORP COM 909218109 36755 835150 SH SOLE 835150 0 0
D UNITED AMERICA INDEMNITY LTD A COM 90933T109 557 32381 SH SOLE 0 0 32381
D UNITED COMMUNITY FINL CORP COM 909839102 197 18000 SH SOLE 18000 0 0
D UNITED COMMUNITY FINL CORP COM 909839102 1061 97000 SH SOLE 0 0 97000
D UNITED CAPITAL CORPORATION COM 909912107 5437 209500 SH SOLE 209500 0 0
D UNITED CAPITAL CORPORATION COM 909912107 545 21000 SH SOLE 0 0 21000
D UNITED DOMINION REALTY TRUST COM 910197102 34 1400 SH SOLE 1400 0 0
D UNITED FIRE & CAS CO COM 910331107 1564 35204 SH SOLE 35204 0 0
D UNITED FIRE & CAS CO COM 910331107 2665 60000 SH SOLE 0 0 60000
D UNITED INDUSTRIAL COM 910671106 118 3300 SH SOLE 3300 0 0
D UNITED NATURAL FOODS INC COM 911163103 1692 55707 SH SOLE 55707 0 0
D UNITED NATURAL FOODS INC COM 911163103 3061 100800 SH SOLE 0 0 100800
D UNITED ONLINE INC COM 911268100 174 16000 SH SOLE 16000 0 0
D UNITED PARCEL SERVICE CLASS B COM 911312106 44029 636620 SH SOLE 636620 0 0
D UNITED PARCEL SERVICE CLASS B COM 911312106 11828 171027 SH SOLE 0 0 171027
D UNITED STATES LIME & MINERAL COM 911922102 197 11700 SH SOLE 0 0 11700
D UNITED STATES STEEL CORP COM 912909108 1186 34500 SH SOLE 34500 0 0
D UNITED SURGICAL PARTNERS INT COM 913016309 115 2200 SH SOLE 2200 0 0
D UNITED TECHNOLOGIES CORP COM 913017109 6068 118170 SH SOLE 118170 0 0
D UNITED TECHNOLOGIES CORP COM 913017109 1535 29900 SH SOLE 0 0 29900
D UNITEDHEALTH GROUP COM 91324P102 5943 113980 SH SOLE 113980 0 0
D UNITIL CORP COM 913259107 124 4600 SH SOLE 4600 0 0
D UNITIL CORP COM 913259107 3274 121276 SH SOLE 0 0 121276
D UNITRIN INC COM 913275103 246 5000 SH SOLE 5000 0 0
D UNIVERSAL AMERICAN FINL CP COM 913377107 884 39100 SH SOLE 39100 0 0
D UNIVERSAL CORP (VA) COM 913456109 176 4016 SH SOLE 0 0 4016
D UNIVERSAL STAINLESS & ALLOY COM 913837100 255 21000 SH SOLE 21000 0 0
D UNIVERSAL STAINLESS & ALLOY COM 913837100 5682 467604 SH SOLE 0 0 467604
D UNIVERSAL HEALTH SVCS -CL B COM 913903100 379 6100 SH SOLE 6100 0 0
D UNIVERSAL TECHNICAL INSTITUTE COM 913915104 1201 36161 SH SOLE 36161 0 0
D UNIVISION COMMUNICATIONS INC COM 914906102 647 23500 SH SOLE 23500 0 0
D UNOCAL CORP. COM 915289102 3253 50000 SH SOLE 50000 0 0
D UNUMPROVIDENT CORP COM 91529Y106 10713 584750 SH SOLE 584750 0 0
D URBAN OUTFITTERS INC COM 917047102 17 300 SH SOLE 300 0 0
D UROLOGIX INC COM 917273104 19 4400 SH SOLE 4400 0 0
D VCA ANTECH INC COM 918194101 7 300 SH SOLE 300 0 0
D V F CORP COM 918204108 1385 24200 SH SOLE 24200 0 0
D V S E CORP COM 918284100 108 3350 SH SOLE 0 0 3350
D VALASSIS COMMUNICATIONS COM 918866104 11333 305875 SH SOLE 305875 0 0
D VALHI INC NEW COM 918905100 238 13600 SH SOLE 13600 0 0
D VALEANT PHARMACEUTICALS INTERNACOM 91911X104 30457 1727575 SH SOLE 1727575 0 0
D VALERO ENERGY COM 91913Y100 4689 59271 SH SOLE 59271 0 0
D VALERO ENERGY COM 91913Y100 9 110 SH SOLE 0 0 110
D VALLEY BANCORP COM 91929R107 713 23805 SH SOLE 23805 0 0
D VALLEY NATL BANCORP COM 919794107 55 2346 SH SOLE 2346 0 0
D VALOR COMMUNICATIONS GROUP COM 920255106 2803 203150 SH SOLE 203150 0 0
D VALSPAR CORP COM 920355104 560 11600 SH SOLE 11600 0 0
D VARIAN MEDICAL SYSTEMS INC COM 92220P105 37 1000 SH SOLE 1000 0 0
D VECTREN CORP COM 92240G101 86 3000 SH SOLE 3000 0 0
D VELCRO INDUSTRIES N.V. COM 922571104 1049 78000 SH SOLE 0 0 78000
D VENTAS INC COM 92276F100 33 1100 SH SOLE 1100 0 0
D VENTANA MEDICAL SYSTEM INC COM 92276H106 26 650 SH SOLE 0 0 650
D VENTIV HEALTH INC COM 922793104 2184 113300 SH SOLE 113300 0 0
D VERITAS SOFTWARE CORP COM 923436109 1066 43700 SH SOLE 43700 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 105 3800 SH SOLE 3800 0 0
D VERIZON COMMUNICATIONS COM 92343V104 52478 1518889 SH SOLE 1518889 0 0
D VERIZON COMMUNICATIONS COM 92343V104 11837 342603 SH SOLE 0 0 342603
D VERTRUE INC COM 92534N101 39 1000 SH SOLE 1000 0 0
D VIACOM INC CL A COM 925524100 936 29050 SH SOLE 29050 0 0
D VIACOM INC CL A COM 925524100 412 12800 SH SOLE 0 0 12800
D VIACOM INC CL B COM 925524308 44837 1400291 SH SOLE 1400291 0 0
D VIACOM INC CL B COM 925524308 15571 486305 SH SOLE 0 0 486305
D VIASAT INC COM 92552V100 1684 82814 SH SOLE 82814 0 0
D VIASAT INC COM 92552V100 294 14441 SH SOLE 0 0 14441
D VIRGINIA COMMERCE BANCORP COM 92778Q109 7480 307439 SH SOLE 307439 0 0
D VISHAY INTERTECHNOLOGY COM 928298108 124 10454 SH SOLE 10454 0 0
D VOLCOM INC COM 92864N101 260 9700 SH SOLE 9700 0 0
D VOLTERRA SEMICONDUCTOR CORP COM 928708106 30 2000 SH SOLE 2000 0 0
D VORNADO REALTY TRUST COM 929042109 418 5200 SH SOLE 5200 0 0
D VULCAN INTL CORP COM 929136109 158 3200 SH SOLE 0 0 3200
D VULCAN MATERIALS CO COM 929160109 1599 24600 SH SOLE 24600 0 0
D WCI COMMUNITIES INC COM 92923C104 2044 63800 SH SOLE 63800 0 0
D WGL HOLDINGS INC COM 92924F106 20 600 SH SOLE 600 0 0
D W HOLDING COMPANY INC COM 929251106 5888 576079 SH SOLE 576079 0 0
D W HOLDING COMPANY INC COM 929251106 554 54242 SH SOLE 0 0 54242
D W-H ENERGY SVCS INC COM 92925E108 48615 1950050 SH SOLE 1950050 0 0
D WPS RESOURCES CORP COM 92931B106 312 5550 SH SOLE 5550 0 0
D WSFS FINANCIAL CORP COM 929328102 159 2900 SH SOLE 2900 0 0
D WABASH NATIONAL CORP COM 929566107 24 1000 SH SOLE 1000 0 0
D WABTEC CORP COM 929740108 13477 627401 SH SOLE 627401 0 0
D WABTEC CORP COM 929740108 1468 68325 SH SOLE 0 0 68325
D WACHOVIA CORP COM 929903102 34879 703213 SH SOLE 703213 0 0
D WACHOVIA CORP COM 929903102 6582 132701 SH SOLE 0 0 132701
D WAINWRIGHT BANK TRUST COMPANY COM 930705108 268 24014 SH SOLE 24014 0 0
D WAL MART STORES INC COM 931142103 16103 334088 SH SOLE 334088 0 0
D WAL MART STORES INC COM 931142103 4701 97535 SH SOLE 0 0 97535
D WALGREEN COM 931422109 9578 208258 SH SOLE 208258 0 0
D WALGREEN COM 931422109 11646 253219 SH SOLE 0 0 253219
D WALTER INDUSTRIES INC COM 93317Q105 193 4800 SH SOLE 4800 0 0
D WARNACO GROUP COM 934390105 0 600 SH SOLE 600 0 0
D WARNER MUSIC GROUP CORP COM 934550104 198 12200 SH SOLE 12200 0 0
D WASHINGTON FEDERAL INC COM 938824109 82 3476 SH SOLE 3476 0 0
D WASHINGTON MUTUAL INC COM 939322103 9024 221780 SH SOLE 221780 0 0
D WASHINGTON MUTUAL INC COM 939322103 22 550 SH SOLE 0 0 550
D WASHINGTON POST B COM 939640108 84 100 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 481 34000 SH SOLE 0 0 34000
D WASTE MGMT INC DEL COM 94106L109 33228 1172470 SH SOLE 1172470 0 0
D WASTE MGMT INC DEL COM 94106L109 7877 277950 SH SOLE 0 0 277950
D WATER PIK TECHNOLOGIES INC COM 94113U100 84 4400 SH SOLE 4400 0 0
D WATER PIK TECHNOLOGIES INC COM 94113U100 686 36000 SH SOLE 0 0 36000
D WATERS CORP COM 941848103 7 200 SH SOLE 200 0 0
D WATERSIDE CAPITAL CORP COM 941872103 14 3339 SH SOLE 0 0 3339
D WATSCO INC COM 942622200 153 3600 SH SOLE 3600 0 0
D WATSON PHARMACEUTICALS COM 942683103 1123 38000 SH SOLE 38000 0 0
D WATTS WATER TECHNOLOGIES INC COM 942749102 7476 223237 SH SOLE 223237 0 0
D WATTS WATER TECHNOLOGIES INC COM 942749102 923 27575 SH SOLE 0 0 27575
D WEBMD CORP COM 94769M105 4 400 SH SOLE 400 0 0
D WEBSTER FINANCIAL CORP COM 947890109 15881 340147 SH SOLE 340147 0 0
D WEIGHT WATCHERS INTL INC COM 948626106 83 1600 SH SOLE 1600 0 0
D WELLCHOICE INC COM 949475107 42 600 SH SOLE 600 0 0
D WELLPOINT INC COM 94973V107 4120 59158 SH SOLE 59158 0 0
D WELLS FARGO & CO NEW COM 949746101 54846 890644 SH SOLE 890644 0 0
D WELLS FARGO & CO NEW COM 949746101 23953 388978 SH SOLE 0 0 388978
D WENDYS INTERNATL INC COM 950590109 81 1700 SH SOLE 1700 0 0
D WERNER ENTERPRISES INC COM 950755108 257 13086 SH SOLE 13086 0 0
D WEST CORPORATION COM 952355105 92 2400 SH SOLE 2400 0 0
D WEST PHARMACEUTICAL SERVICES COM 955306105 19404 691760 SH SOLE 691760 0 0
D WESTAR ENERGY INC COM 95709T100 46 1900 SH SOLE 1900 0 0
D WESTCOAST HOSPITALITY CORP COM 95750P106 254 37000 SH SOLE 0 0 37000
D WESTELL TECHNOLOGIES INC A COM 957541105 92 15400 SH SOLE 15400 0 0
D WESTERN ALLIANCE BANCORP COM 957638109 246 9700 SH SOLE 9700 0 0
D WESTCORP COM 957907108 100 1900 SH SOLE 1900 0 0
D WESTERN DIGITAL COM 958102105 89 6600 SH SOLE 6600 0 0
D WESTERN SIERRA BANCORP COM 959522103 4478 132283 SH SOLE 132283 0 0
D WESTERN SIERRA BANCORP COM 959522103 580 17134 SH SOLE 0 0 17134
D WESTLAKE CHEMICAL CORP COM 960413102 25 1000 SH SOLE 1000 0 0
D WESTWOOD ONE INC COM 961815107 63 3100 SH SOLE 3100 0 0
D WEYCO GROUP INC COM 962149100 20 1000 SH SOLE 1000 0 0
D WEYCO GROUP INC COM 962149100 658 33400 SH SOLE 0 0 33400
D WEYERHAEUSER COM 962166104 50699 796535 SH SOLE 796535 0 0
D WEYERHAEUSER COM 962166104 10225 160650 SH SOLE 0 0 160650
D WHIRLPOOL CORP COM 963320106 28 400 SH SOLE 400 0 0
D WHITE ELECTRONIC DESIGNS COM 963801105 538 97000 SH SOLE 0 0 97000
D WHITEHALL JEWELLERS INC COM 965063100 240 35000 SH SOLE 0 0 35000
D WHITNEY HOLDING CORP COM 966612103 83 2550 SH SOLE 2550 0 0
D WHOLE FOODS MKT INC COM 966837106 59 500 SH SOLE 500 0 0
D WHOLE FOODS MKT INC COM 966837106 71 600 SH SOLE 0 0 600
D WILEY JOHN & SONS INC CL A COM 968223206 87 2200 SH SOLE 2200 0 0
D WILLIAMS COS. COM 969457100 4134 217600 SH SOLE 217600 0 0
D WILMINGTON TRUST CORP COM 971807102 94 2600 SH SOLE 2600 0 0
D WINTRUST FINANCIAL CORP COM 97650W108 17871 341381 SH SOLE 341381 0 0
D WISCONSIN ENERGY COM 976657106 279 7150 SH SOLE 7150 0 0
D WOLVERINE TUBE INC COM 978093102 217 37000 SH SOLE 0 0 37000
D WOLVERINE WORLD WIDE COM 978097103 144 6000 SH SOLE 6000 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 WRIGHT EXPRESS CORP COM 98233Q105 20791 1125675 SH SOLE 1125675 0 0
D WRIGLEY WM. JR. CO. COM 982526105 1360 19755 SH SOLE 19755 0 0
D WRIGLEY WM. JR. CO. COM 982526105 2108 30615 SH SOLE 0 0 30615
D WYETH COM 983024100 7798 175228 SH SOLE 175228 0 0
D WYETH COM 983024100 9879 222004 SH SOLE 0 0 222004
D XM SATELLITE RADIO HLDGS INC COM 983759101 66 1950 SH SOLE 1950 0 0
D XM SATELLITE RADIO HLDGS INC COM 983759101 32 959 SH SOLE 0 0 959
D XTO ENERGY CORP COM 98385X106 43 1277 SH SOLE 1277 0 0
D XCEL ENERGY INC COM 98389B100 835 42800 SH SOLE 42800 0 0
D XILINX INC COM 983919101 581 22800 SH SOLE 22800 0 0
D XEROX COM 984121103 1895 137400 SH SOLE 137400 0 0
D XERIUM TECHNOLOGIES INC COM 98416J100 10517 887500 SH SOLE 887500 0 0
D YADKIN VY BANK & TRUST ELKIN N COM 984308106 15 1000 SH SOLE 1000 0 0
D YAHOO INC COM 984332106 4531 130777 SH SOLE 130777 0 0
D YAHOO INC COM 984332106 3 90 SH SOLE 0 0 90
D YELLOW ROADWAY CORP COM 985577105 183 3600 SH SOLE 3600 0 0
D YOUNG INNOVATIONS INC. COM 987520103 228 6100 SH SOLE 6100 0 0
D YOUNG INNOVATIONS INC. COM 987520103 5249 140624 SH SOLE 0 0 140624
D YUM! BRANDS INC COM 988498101 1806 34680 SH SOLE 34680 0 0
D YUM! BRANDS INC COM 988498101 93 1780 SH SOLE 0 0 1780
D ZALE CORP COM 988858106 114 3600 SH SOLE 3600 0 0
D ZIEGLER CO COM 989506100 92 4600 SH SOLE 0 0 4600
D ZILOG INC COM 989524301 2657 629510 SH SOLE 629510 0 0
D ZIMMER HOLDINGS INC COM 98956P102 8716 114430 SH SOLE 114430 0 0
D ZIMMER HOLDINGS INC COM 98956P102 10725 140807 SH SOLE 0 0 140807
D ZIONS BANCORPORATION COM 989701107 1397 19000 SH SOLE 19000 0 0
D ZYGO CORP COM 989855101 91 9300 SH SOLE 9300 0 0
D ZYGO CORP COM 989855101 1410 143900 SH SOLE 0 0 143900
D DEUTSCHE BANK AG -REG COM D18190898 6 76 SH SOLE 76 0 0
D ACE LTD COM G0070K103 1301 29000 SH SOLE 29000 0 0
D AMERICAN SAFETY INSURANCE HLDGSCOM G02995101 843 55400 SH SOLE 55400 0 0
D AMERICAN SAFETY INSURANCE HLDGSCOM G02995101 289 19000 SH SOLE 0 0 19000
D BLUE EARTH REFINERIES INC - PRICOM G11999102 68 37000 SH SOLE 0 0 37000
D COOPER INDUSTRIES LTD CL A COM G24182100 358 5600 SH SOLE 5600 0 0
D CREDICORP LTD COM G2519Y108 52 2600 SH SOLE 2600 0 0
D GARMIN LTD COM G37260109 11709 273900 SH SOLE 273900 0 0
D GARMIN LTD COM G37260109 623 14578 SH SOLE 0 0 14578
D GLOBAL CROSSING LTD COM G3921A100 0 100 SH SOLE 100 0 0
D INGERSOLL RAND CO LTD CL A COM G4776G101 9872 138365 SH SOLE 138365 0 0
D IPC HOLDINGS LTD COM G4933P101 12377 312400 SH SOLE 312400 0 0
D JINPAN INTERNATIONAL LTD COM G5138L100 115 19000 SH SOLE 0 0 19000
D KNIGHTSBRIDGE TANKERS LTD COM G5299G106 2088 55000 SH SOLE 0 0 55000
D NABORS INDUSTRIES COM G6359F103 1437 23700 SH SOLE 23700 0 0
D NOBLE CORP COM G65422100 947 15400 SH SOLE 15400 0 0
D PLATINUM UNDERWRITERS HLDGS COM G7127P100 1725 54224 SH SOLE 54224 0 0
D PLATINUM UNDERWRITERS HLDGS COM G7127P100 185 5800 SH SOLE 0 0 5800
D PXRE GROUP LTD COM G73018106 971 38500 SH SOLE 0 0 38500
D SCOTTISH RE GROUP LTD COM G7885T104 6118 252394 SH SOLE 252394 0 0
D SCOTTISH RE GROUP LTD COM G7885T104 802 33100 SH SOLE 0 0 33100
D TOMMY HILFIGER CORP COM G8915Z102 392 28500 SH SOLE 28500 0 0
D TRANSOCEAN INC COM G90078109 8828 163566 SH SOLE 163566 0 0
D TRANSOCEAN INC COM G90078109 17 309 SH SOLE 0 0 309
D TSAKOS ENERGY NAVIGATION LTD COM G9108L108 1861 48000 SH SOLE 0 0 48000
D WEATHERFORD INTL LTD COM G95089101 4783 82500 SH SOLE 82500 0 0
D XL CAP LTD CL A COM G98255105 1764 23700 SH SOLE 23700 0 0
D ALCON INC COM H01301102 11 100 SH SOLE 100 0 0
D CRONOS GROUP COM L20708100 207 18000 SH SOLE 0 0 18000
D MAGAL SECURITY SYSTEMS LTD COM M6786D104 166 21000 SH SOLE 0 0 21000
D RETALIX LIMITED COM M8215W109 452 21000 SH SOLE 0 0 21000
D TARO PHARMACEUTICAL INDS LTD COM M8737E108 17106 588425 SH SOLE 588425 0 0
D CARLISLE HOLDINGS LTD COM P21277101 1056 169000 SH SOLE 0 0 169000
D ROYAL CARIBBEAN CRUISES LTD COM V7780T103 1151 23800 SH SOLE 23800 0 0
D AMR CORP COM 001765106 213 17564 SH SOLE 17564
D ALAMOSA HLDGS INC COM 011589108 13295 956485 SH SOLE 956485
D AMERICAN INTL GROUP INC DBCV 11/0 026874AP2 533 800000 PR SOLE X
D AMGEN NOTE 031162AE0 582 800000 PR SOLE X
D BIOENVISION COM 09059N100 289 33420 SH SOLE 33420
D CALLON PETE CO DEL COM 13123X102 1108 74950 SH SOLE 74950
D CHEMED CORP NEW COM 16359R103 14308 350000 SH SOLE 350000
D CIENA CORP NOTE 171779AA9 1386 1570000 PR SOLE X
D CITADEL BROADCASTING CORP NOTE 1.875% 2/1 17285TAB2 4553 6000000 PR SOLE X
D CONEXANT SYSTEMS INC NOTE 4.000% 2/0 207142AF7 3652 3980000 PR SOLE X
D CREDENCE SYS CORP NOTE 1.500% 5/1 225302AF5 2959 3000000 PR SOLE X
D FEI CO NOTE 30241LAB5 2388 2415000 PR SOLE X
D GENERAL MTRS CORP DEB SR CONV B 370442733 3480 187500 PR SOLE X
D GENTEK INC COM NEW 37245X203 559 56142 SH SOLE 56142
D HAYES LEMMERZ INTL INC COM NEW 420781304 653 91744 SH SOLE 91744
D ITC DELTACOM INC COM NEW 45031T401 21 25133 SH SOLE 25133
D JETBLUE AWYS CORP COM 477143101 23836 1166130 SH SOLE 1166130
D KING PHARMACEUTICALS INC DBCV 2.750%11/1 495582AG3 1427 1500000 PR SOLE X
D LIBERTY MEDIA CORP NEW COM SER A 530718105 175 17207 SH SOLE 17207
D MCI INC COM 552691107 1339 52073 SH SOLE 52073
D MANITOWOC INC COM 563571108 4453 108557 SH SOLE 108557
D MARCONI CORP PLC NEW SPONSORED ADR 56630M101 66 6033 SH SOLE 6033
D METALS USA INC COM NEW 591324207 761 40000 SH SOLE 40000
D NTL INC DEL COM 62940M104 884 12920 SH SOLE 12920
D NEWTEK BUSINESS SVCS INC COM 652526104 595 261450 SH SOLE 261450
D NEXTEL COMMUNICATIONS INC NOTE 65332VAY9 5455 5435000 PR SOLE X
D ORBITAL SCIENCES CORP COM 685564106 83 8377 SH SOLE 8377
D OWENS ILL INC PFD CONV $.01 690768502 3467 85560 PR SOLE X
D PW EAGLE INC COM 69366Y108 3484 595508 SH SOLE 595508
D PEPSIAMERICAS COM 71343P200 15763 614321 SH SOLE 614321
D SCI SYSTEMS INC NOTE 783890AF3 7360 7830000 PR SOLE X
D SANMINA CORP SDCV 800907AD9 643 1179841 PR SOLE X
D SEARS HLDGS CORP COM 812350106 43 287 SH SOLE 287
D SUN HEALTHCARE GROUP INC COM NEW 866933401 80 12517 SH SOLE 12517
D SUPERIOR ESSEX INC COM 86815V105 1753 99003 SH SOLE 99003
D SUPREME INDUSTRIES INC CL A 868607102 2049 279864 SH SOLE 279864
D TELEWEST GLOBAL INC COM 87956T107 11038 484530 SH SOLE 484530
D TRANSMONTAIGNE INC COM 893934109 13611 1296272 SH SOLE 1296272
D TRIQUINT SEMICONDUCTOR NOTE 4.000% 6/0 89674KAB9 4974 5130000 PR SOLE X
D WHEELING PITTSBURGH CORP COM NEW 963142302 415 26980 SH SOLE 26980
D WILLBROS GROUP INC COM 969199108 106 7372 SH SOLE 7372
D XTO ENERGY INC COM 98385X106 771 22684 SH SOLE 22684
S REPORT SUMMARY 2,271     DATA RECORDS 8,333,443


July 27, 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 June 30, 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) 761-3779.

Sincerely,


Robert J. Guerin
Senior Compliance Officer