13F-HR 1 september.txt UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 13F FORM 13F COVER PAGE Report for the Calendar Year or Quarter Ended: September 30, 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 LLC Address: 470 Atlantic Avenue Boston, MA 02210 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 Boston, MA November 14, 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: 2297 Form 13F Information Table Value Total: 8201140 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 576 30000 SH SOLE 0 0 30000 D ACCO BRAND CORP COM 00081T108 11 388 SH SOLE 388 0 0 D ACCO BRAND CORP COM 00081T108 7 235 SH SOLE 0 0 235 D ADC TELECOMMUNICATIONS COM 000886309 158 6900 SH SOLE 6900 0 0 D ADE CORP/MASS COM 00089C107 3226 143500 SH SOLE 143500 0 0 D ABM INDUSTRIES INC COM 000957100 435 20920 SH SOLE 20920 0 0 D ABM INDUSTRIES INC COM 000957100 9096 437100 SH SOLE 0 0 437100 D AFLAC INC COM 001055102 31125 687075 SH SOLE 687075 0 0 D AFLAC INC COM 001055102 8570 189175 SH SOLE 0 0 189175 D AGL RESOURCES INC COM 001204106 202 5434 SH SOLE 5434 0 0 D AES CORP COM 00130H105 871 53000 SH SOLE 53000 0 0 D AK STEEL HOLDING CORP COM 001547108 7 800 SH SOLE 800 0 0 D AMB PROPERTY CORP COM 00163T109 247 5500 SH SOLE 5500 0 0 D AMR CORP COM 001765106 32 2900 SH SOLE 2900 0 0 D AT&T CORP COM 001957505 3663 185000 SH SOLE 185000 0 0 D AT&T CORP COM 001957505 15 756 SH SOLE 0 0 756 D AZZ INCORPORATED COM 002474104 13006 632900 SH SOLE 632900 0 0 D AZZ INCORPORATED COM 002474104 288 14000 SH SOLE 0 0 14000 D ABBOTT LABS COM 002824100 8816 207933 SH SOLE 207933 0 0 D ABBOTT LABS COM 002824100 19592 462071 SH SOLE 0 0 462071 D ABERCROMBIE & FITCH CO CL A COM 002896207 45 900 SH SOLE 900 0 0 D ACCREDITED HOME LENDERS COM 00437P107 1 25 SH 25 0 0 D ACETO CORP COM 004446100 391 67839 SH SOLE 0 0 67839 D ACTIVISION INC COM 004930202 28 1366 SH SOLE 1366 0 0 D ACTION PERFORMANCE COS INC COM 004933107 650 52000 SH SOLE 0 0 52000 D ACTUANT CORP CL A COM 00508X203 19173 409690 SH SOLE 409690 0 0 D ADESA INC COM 00686U104 278 12600 SH SOLE 12600 0 0 D ADMINISTAFF INC COM 007094105 52 1300 SH SOLE 1300 0 0 D ADOBE SYSTEMS COM 00724F101 1386 46430 SH SOLE 46430 0 0 D ADVANCE AUTO PARTS COM 00751Y106 5746 148562 SH SOLE 148562 0 0 D ADVANCED DIGITAL INFO CORP COM 007525108 846 90000 SH SOLE 0 0 90000 D ADVANCED TISSUE SCIENCES COM 00755F103 0 5966 SH SOLE 5966 0 0 D ADV NEUROMODULATION SYS INC COM 00757T101 161 3400 SH SOLE 3400 0 0 D ADVO INC COM 007585102 42240 1349943 SH SOLE 1349943 0 0 D ADVO INC COM 007585102 1335 42663 SH SOLE 0 0 42663 D ADVISORY BOARD CO COM 00762W107 29220 561500 SH SOLE 561500 0 0 D AEROFLEX INC COM 007768104 7199 769100 SH SOLE 769100 0 0 D AEROFLEX INC COM 007768104 807 86200 SH SOLE 0 0 86200 D AEROPOSTALE INC COM 007865108 1 68 SH 68 0 0 D ADVANCED MICRO DEV COM 007903107 1169 46400 SH SOLE 46400 0 0 D AETNA INC COM 00817Y108 2334 27100 SH SOLE 27100 0 0 D AFFILIATED COMPUTER SVCS CL A COM 008190100 718 13150 SH SOLE 13150 0 0 D AFFILIATED COMPUTER SVCS CL A COM 008190100 9 170 SH SOLE 0 0 170 D AFFYMETRIX INC COM 00826T108 9 200 SH SOLE 200 0 0 D AFTERMARKET TECHNOLOGY CORP. COM 008318107 250 13600 SH SOLE 13600 0 0 D AFTERMARKET TECHNOLOGY CORP. COM 008318107 1361 74000 SH SOLE 0 0 74000 D AGERE SYSTEM INC COM 00845V308 260 25004 SH SOLE 25004 0 0 D AGERE SYSTEM INC COM 00845V308 1 108 SH SOLE 0 0 108 D AGILENT TECHNOLOGIES INC. COM 00846U101 14025 428230 SH SOLE 428230 0 0 D AGILENT TECHNOLOGIES INC. COM 00846U101 37 1117 SH SOLE 0 0 1117 D AGNICO-EAGLE MINES LTD COM 008474108 44 3000 SH SOLE 0 0 3000 D AGILYSYS INC COM 00847J105 1 30 SH 30 0 0 D AIR METHODS CORP COM 009128307 351 31000 SH SOLE 0 0 31000 D AIR PRODUCTS & CHEMICALS COM 009158106 4640 84147 SH SOLE 84147 0 0 D AIR PRODUCTS & CHEMICALS COM 009158106 8639 156682 SH SOLE 0 0 156682 D AIRGAS INC. COM 009363102 119 4000 SH SOLE 4000 0 0 D ALABAMA NATIONAL BANCORP COM 010317105 11324 177105 SH SOLE 177105 0 0 D ALAMO GROUP INC COM 011311107 476 24000 SH SOLE 0 0 24000 D ALAMOSA HOLDINGS INC COM 011589108 10 600 SH SOLE 600 0 0 D ALBANY BANK & TRUST CO NA CHICACOM 012077103 21 80 SH SOLE 80 0 0 D ALBERTO CULVER COM 013068101 7142 159590 SH SOLE 159590 0 0 D ALBERTO CULVER COM 013068101 709 15850 SH SOLE 0 0 15850 D ALBERTSONS COM 013104104 821 32000 SH SOLE 32000 0 0 D ALCOA COM 013817101 103 4200 SH SOLE 4200 0 0 D ALCOA COM 013817101 19 790 SH SOLE 0 0 790 D ALEXANDER & BALDWIN COM 014482103 14453 271473 SH SOLE 271473 0 0 D ALLEGHANY CORP COM 017175100 2 5 SH 5 0 0 D ALLEGHENY ENERGY INC COM 017361106 519 16900 SH SOLE 16900 0 0 D ALLEGHENY TECHNOLOGIES INC COM 01741R102 294 9500 SH SOLE 9500 0 0 D ALLEN ORGAN CO CLASS B COM 017753104 174 2800 SH SOLE 0 0 2800 D ALLERGAN INC COM 018490102 1255 13700 SH SOLE 13700 0 0 D ALLETE INC COM 018522300 21 449 SH SOLE 449 0 0 D ALLIANCE BANKSHARES CORP COM 018535104 8 460 SH SOLE 0 0 460 D ALLIANCE CAPITAL MGMT HLD LP COM 01855A101 407 8500 SH SOLE 0 0 8500 D ALLIANCE DATA SYSTEMS CORP COM 018581108 35 900 SH SOLE 900 0 0 D ALLIANCE PHARMACEUTICAL CORP COM 018773309 0 100 SH SOLE 100 0 0 D ALLIANCE RESOURCES PARTNERS COM 01877R108 83 1800 SH SOLE 1800 0 0 D ALLIANT ENERGY CORP COM 018802108 137 4700 SH SOLE 4700 0 0 D ALLIANT TECHSYSTEM COM 018804104 299 4000 SH SOLE 4000 0 0 D ALLIED CAP CORP NEW COM 01903Q108 94 3300 SH SOLE 3300 0 0 D ALLIED DEFENSE GROUP INC COM 019118108 273 12100 SH SOLE 12100 0 0 D ALLIED DEFENSE GROUP INC COM 019118108 6089 270000 SH SOLE 0 0 270000 D ALLIED HEALTHCARE INTL INC COM 01923A109 339 60000 SH SOLE 0 0 60000 D ALLMERICA FINANCIAL CORP. COM 019754100 86 2100 SH SOLE 2100 0 0 D ALLOU HEALTH CARE INC CL A COM 019782101 1 17000 SH SOLE 0 0 17000 D ALLSTATE CORP COM 020002101 35912 649520 SH SOLE 649520 0 0 D ALLSTATE CORP COM 020002101 7777 140660 SH SOLE 0 0 140660 D ALLTEL CORP COM 020039103 2287 35131 SH SOLE 35131 0 0 D ALLTEL CORP COM 020039103 48 740 SH SOLE 0 0 740 D ALPHARMA INC COM 020813101 191 7700 SH SOLE 7700 0 0 D ALTRIA GROUP INC COM 02209S103 60548 821440 SH SOLE 821440 0 0 D ALTRIA GROUP INC COM 02209S103 19518 264800 SH SOLE 0 0 264800 D AMAZON COM INC COM 023135106 2 55 SH SOLE 0 0 55 D AMBAC COM 023139108 425 5900 SH SOLE 5900 0 0 D AMBASSADORS GROUP INC COM 023177108 4569 204888 SH SOLE 204888 0 0 D AMBASSADORS INTERNATIONL INC COM 023178106 418 29800 SH SOLE 0 0 29800 D AMCOL INTERNATIONAL CORP COM 02341W103 1621 85000 SH SOLE 0 0 85000 D AMEDISYS INC COM 023436108 40 1019 SH SOLE 1019 0 0 D AMERADA HESS COM 023551104 2228 16200 SH SOLE 16200 0 0 D AMERADA HESS COM 023551104 69 500 SH SOLE 0 0 500 D AMERCO COM 023586100 3259 56000 SH SOLE 0 0 56000 D AMEREN CORP COM 023608102 2150 40200 SH SOLE 40200 0 0 D AMEREN CORP COM 023608102 30 566 SH SOLE 0 0 566 D AMERICAN BANK NOTE HOLOGRAPHICSCOM 024377103 4937 851135 SH SOLE 851135 0 0 D AMERICAN BILTRITE INC COM 024591109 90 7300 SH SOLE 0 0 7300 D AMERICAN CAPITAL STRATEGIES COM 024937104 150 4100 SH SOLE 4100 0 0 D AMERICAN ELECTRIC POWER COM 025537101 2219 55900 SH SOLE 55900 0 0 D AMERICAN EAGLE OUTFITTERS COM 02553E106 28 1200 SH SOLE 1200 0 0 D AMERICAN EQUITY INVT LIFE HL COM 025676206 1192 105000 SH SOLE 0 0 105000 D AMERICAN EXPRESS COM 025816109 52475 913563 SH SOLE 913563 0 0 D AMERICAN EXPRESS COM 025816109 21550 375178 SH SOLE 0 0 375178 D AMERICAN FINANCIAL GRP HLDGS COM 025932104 153 4500 SH SOLE 4500 0 0 D AMERICAN GREETINGS A COM 026375105 145 5300 SH SOLE 5300 0 0 D AMERICAN HEALTHWAYS INC COM 02649V104 1 20 SH 20 0 0 D AMERICAN HOME MORTGAGE INVESTMECOM 02660R107 135 4460 SH SOLE 4460 0 0 D AMERICAN INTERNATIONAL GROUP COM 026874107 71565 1155018 SH SOLE 1155018 0 0 D AMERICAN INTERNATIONAL GROUP COM 026874107 30662 494861 SH SOLE 0 0 494861 D AMERICAN ITALIAN PASTA CO CL A COM 027070101 320 30000 SH SOLE 0 0 30000 D AMERICAN NATL INS CO COM 028591105 36 300 SH SOLE 300 0 0 D AMERICAN PACIFIC CORP COM 028740108 2104 355598 SH SOLE 355598 0 0 D AMERICAN PACIFIC CORP COM 028740108 125 21200 SH SOLE 0 0 21200 D AMERICAN PHYSICIANS CAPITAL COM 028884104 79 1600 SH SOLE 1600 0 0 D AMERICAN POWER CONVERSION COM 029066107 308 11900 SH SOLE 11900 0 0 D AMERICAN SHARED HOSPITAL SERVICCOM 029595105 66 11000 SH SOLE 0 0 11000 D AMERICAN STD COS INC COM 029712106 1778 38200 SH SOLE 38200 0 0 D AMERICAN STS WTR CO COM 029899101 1472 44000 SH SOLE 0 0 44000 D AMERICAN TOWER CORP CL A COM 029912201 72 2872 SH SOLE 2872 0 0 D AMERICREDIT CORP COM 03060R101 174 7300 SH SOLE 7300 0 0 D AMERICA'S CAR-MART INC COM 03062T105 619 34500 SH SOLE 0 0 34500 D AMERUS GROUP CO COM 03072M108 80 1400 SH SOLE 1400 0 0 D AMERISOURCEBERGEN CORP COM 03073E105 1739 22500 SH SOLE 22500 0 0 D AMERIGROUP CORP COM 03073T102 11 561 SH SOLE 561 0 0 D AMERITRADE HOLDING CORP COM 03074K100 125 5800 SH SOLE 5800 0 0 D AMETEK INC COM 031100100 262 6100 SH SOLE 6100 0 0 D AMGEN COM 031162100 20957 263050 SH SOLE 263050 0 0 D AMGEN COM 031162100 18198 228415 SH SOLE 0 0 228415 D AMPHENOL CORP NEW CL A COM 032095101 512 12700 SH SOLE 12700 0 0 D AMREP CORP COM 032159105 152 5700 SH SOLE 0 0 5700 D AMSOUTH BANCORP COM 032165102 1516 60000 SH SOLE 60000 0 0 D AMSOUTH BANCORP COM 032165102 590 23374 SH SOLE 0 0 23374 D AMYLIN PHARMACEUTICALS INC COM 032346108 21 600 SH SOLE 600 0 0 D ANADARKO PETROLEUM COM 032511107 3103 32405 SH SOLE 32405 0 0 D ANADARKO PETROLEUM COM 032511107 125 1308 SH SOLE 0 0 1308 D ANALOG DEVICES COM 032654105 2809 75628 SH SOLE 75628 0 0 D ANALOG DEVICES COM 032654105 6001 161585 SH SOLE 0 0 161585 D ANAREN INC COM 032744104 832 59000 SH SOLE 0 0 59000 D ANDERSONS INC COM 034164103 627 21400 SH SOLE 0 0 21400 D ANDREW CORP COM 034425108 11 1012 SH SOLE 0 0 1012 D ANDRX GROUP COM 034553107 207 13400 SH SOLE 13400 0 0 D ANGIOTECH PHARMACEUTICALS INC COM 034918102 7559 539181 SH SOLE 539181 0 0 D ANGIOTECH PHARMACEUTICALS INC COM 034918102 875 62400 SH SOLE 0 0 62400 D ANHEUSER BUSCH COM 035229103 923 21435 SH SOLE 21435 0 0 D ANHEUSER BUSCH COM 035229103 1484 34480 SH SOLE 0 0 34480 D ANIXTER INTERNATIONAL INC COM 035290105 1 33 SH 33 0 0 D ANNALY MORTGAGE MANAGEMENT COM 035710409 105 8100 SH SOLE 8100 0 0 D ANNTAYLOR STORES CORP COM 036115103 57 2162 SH SOLE 2162 0 0 D ANNTAYLOR STORES CORP COM 036115103 7 250 SH SOLE 0 0 250 D ANSOFT CORP COM 036384105 25175 865111 SH SOLE 865111 0 0 D ANSYS INC COM 03662Q105 329 8542 SH SOLE 8542 0 0 D ANWORTH MORTGAGE ASSET CORP COM 037347101 13 1600 SH SOLE 1600 0 0 D AON CORP COM 037389103 1601 49900 SH SOLE 49900 0 0 D APACHE COM 037411105 2979 39600 SH SOLE 39600 0 0 D APOLLO GROUP INC CL A COM 037604105 8 125 SH SOLE 125 0 0 D APPLE COMPUTER COM 037833100 23648 441120 SH SOLE 441120 0 0 D APPLE COMPUTER COM 037833100 4169 77760 SH SOLE 0 0 77760 D APRIA HEALTHCARE GROUP INC COM 037933108 16 500 SH SOLE 500 0 0 D APPLERA CORP-APPLIED BIOSYSTEM COM 038020103 641 27600 SH SOLE 27600 0 0 D APPLIED DIGITAL SOLUTIONS INC COM 038188306 1 300 SH SOLE 300 0 0 D APPLIED FILMS CORP COM 038197109 5831 277656 SH SOLE 277656 0 0 D APPLIED FILMS CORP COM 038197109 553 26350 SH SOLE 0 0 26350 D APPLIED INDUSTRIAL TECH COM 03820C105 233 6500 SH SOLE 6500 0 0 D APPLIED MATERIAL COM 038222105 2646 156000 SH SOLE 156000 0 0 D APPLIED MATERIAL COM 038222105 3 166 SH SOLE 0 0 166 D APPLIX INC COM 038316105 1467 233250 SH SOLE 233250 0 0 D APTARGROUP INC COM 038336103 25 500 SH SOLE 500 0 0 D AQUA AMERICA INC COM 03836W103 194 5100 SH SOLE 5100 0 0 D ARAMARK CORP CL B COM 038521100 16 600 SH SOLE 600 0 0 D ARCHER-DANIELS-MIDLD COM 039483102 3941 159800 SH SOLE 159800 0 0 D ARCHSTONE-SMITH TRUST COM 039583109 1280 32100 SH SOLE 32100 0 0 D ARDEN REALTY INC COM 039793104 111 2700 SH SOLE 2700 0 0 D ARKANSAS BEST CORP COM 040790107 9691 277931 SH SOLE 277931 0 0 D ARKANSAS BEST CORP COM 040790107 1082 31025 SH SOLE 0 0 31025 D ARROW ELECTRONICS COM 042735100 298 9500 SH SOLE 9500 0 0 D ASBURY AUTOMOTIVE GROUP COM 043436104 852 50000 SH SOLE 0 0 50000 D ASHFORD HOSPITALITY TRUST COM 044103109 11672 1084777 SH SOLE 1084777 0 0 D ASHFORD HOSPITALITY TRUST COM 044103109 1312 121925 SH SOLE 0 0 121925 D ASHLAND INC COM 044209104 923 16700 SH SOLE 16700 0 0 D ASHWORTH INC COM 04516H101 273 40000 SH SOLE 0 0 40000 D ASPEN TECHNOLOGY INC COM 045327103 1 100 SH SOLE 100 0 0 D ASSET ACCEPTANCE CAPITAL CORP COM 04543P100 2281 76102 SH SOLE 76102 0 0 D ASSOCIATED BANC CORP COM 045487105 6 200 SH SOLE 200 0 0 D ASSURANT INC COM 04621X108 270 7100 SH SOLE 7100 0 0 D ASTA FUNDING INC COM 046220109 5449 179470 SH SOLE 179470 0 0 D ASTA FUNDING INC COM 046220109 9518 313500 SH SOLE 0 0 313500 D ASTORIA FINL CORP COM 046265104 2518 95325 SH SOLE 95325 0 0 D ASTRONICS CORP COM 046433108 204 21125 SH SOLE 0 0 21125 D ATMOS ENERGY CORP COM 049560105 86 3034 SH SOLE 3034 0 0 D ATMOS ENERGY CORP COM 049560105 14 500 SH SOLE 0 0 500 D AUDIOVOX CORP CL A COM 050757103 909 65000 SH SOLE 0 0 65000 D AUTODESK INC COM 052769106 1728 37200 SH SOLE 37200 0 0 D AUTOLIV INC COM 052800109 9 200 SH SOLE 200 0 0 D AUTOLIV INC COM 052800109 33 766 SH SOLE 0 0 766 D AUTOMATIC DATA PROCESSING COM 053015103 10189 236738 SH SOLE 236738 0 0 D AUTOMATIC DATA PROCESSING COM 053015103 15948 370549 SH SOLE 0 0 370549 D AUTONATION INC COM 05329W102 1689 84600 SH SOLE 84600 0 0 D AUTOZONE INC COM 053332102 641 7700 SH SOLE 7700 0 0 D AVALONBAY COMMUNITIES INC COM 053484101 411 4800 SH SOLE 4800 0 0 D AVAYA INC COM 053499109 3 283 SH SOLE 283 0 0 D AVAYA INC COM 053499109 1 142 SH SOLE 0 0 142 D AVERY DENNISON CORP COM 053611109 388 7400 SH SOLE 7400 0 0 D AVIALL INC COM 05366B102 430 12725 SH SOLE 12725 0 0 D AVIALL INC COM 05366B102 2973 88000 SH SOLE 0 0 88000 D AVNET INC COM 053807103 389 15900 SH SOLE 15900 0 0 D AXSYS TECHNOLOGIES INC COM 054615109 9827 501100 SH SOLE 501100 0 0 D BB&T CORP COM 054937107 2570 65820 SH SOLE 65820 0 0 D BCE INC COM 05534B109 31940 1163987 SH SOLE 1163987 0 0 D BCE INC COM 05534B109 8286 301960 SH SOLE 0 0 301960 D BISYS GROUP INC COM 055472104 117 8700 SH SOLE 8700 0 0 D BJ SERVICES CO COM 055482103 2314 64300 SH SOLE 64300 0 0 D BJ'S WHOLESALE CLUB INC. COM 05548J106 10813 388973 SH SOLE 388973 0 0 D BJ'S WHOLESALE CLUB INC. COM 05548J106 1068 38400 SH SOLE 0 0 38400 D BOK FINANCIAL CORP COM 05561Q201 860 17853 SH SOLE 17853 0 0 D BMC SOFTWARE INC COM 055921100 1703 80700 SH SOLE 80700 0 0 D BAKER MICHAEL CORP COM 057149106 620 23800 SH SOLE 0 0 23800 D BAKER HUGHES INC COM 057224107 2065 34600 SH SOLE 34600 0 0 D BAKER HUGHES INC COM 057224107 24 400 SH SOLE 0 0 400 D BALDOR ELECTRIC COM 057741100 25165 992700 SH SOLE 992700 0 0 D BALDWIN & LYONS INC CL B COM 057755209 426 17000 SH SOLE 0 0 17000 D BANCFIRST CORP COM 05945F103 4 50 SH SOLE 50 0 0 D BANCINSURANCE CORP COM 05945K102 58 14500 SH SOLE 0 0 14500 D BANCORP INC COM 05969A105 1681 105121 SH SOLE 105121 0 0 D BANK OF AMERICA CORP COM 060505104 69486 1650508 SH SOLE 1650508 0 0 D BANK OF AMERICA CORP COM 060505104 16656 395641 SH SOLE 0 0 395641 D BANK OF HAWAII CORP COM 062540109 69 1400 SH SOLE 1400 0 0 D BANK OF THE OZARKS INC. COM 063904106 139 4050 SH SOLE 4050 0 0 D BANK OF THE OZARKS INC. COM 063904106 3000 87400 SH SOLE 0 0 87400 D BANK OF NEW YORK COM 064057102 2970 100980 SH SOLE 100980 0 0 D BANK OF NEW YORK COM 064057102 383 13033 SH SOLE 0 0 13033 D BANNER CORPORATION COM 06652V109 7 250 SH SOLE 250 0 0 D BANNER CORPORATION COM 06652V109 506 19000 SH SOLE 0 0 19000 D BANTA CORP COM 066821109 20 400 SH SOLE 400 0 0 D BARD C.R. COM 067383109 779 11800 SH SOLE 11800 0 0 D BARNES & NOBLE INC COM 067774109 554 14700 SH SOLE 14700 0 0 D BARR PHARMACEUTICALS INC COM 068306109 85 1550 SH SOLE 1550 0 0 D BARRETT BUSINESS SERVICES INC COM 068463108 311 13600 SH SOLE 13600 0 0 D BAUSCH & LOMB COM 071707103 515 6386 SH SOLE 6386 0 0 D BAXTER INTERNATIONAL INC COM 071813109 2544 63800 SH SOLE 63800 0 0 D BAXTER INTERNATIONAL INC COM 071813109 199 5000 SH SOLE 0 0 5000 D BEA SYSTEMS INC COM 073325102 127 14100 SH SOLE 14100 0 0 D BEACON ROOFING SUPPLY INC COM 073685109 232 7100 SH SOLE 7100 0 0 D BEAR STEARNS COS INC COM 073902108 2854 26000 SH SOLE 26000 0 0 D BEAZER HOMES USA INC COM 07556Q105 422 7200 SH SOLE 7200 0 0 D BEBE STORES INC COM 075571109 51 2900 SH SOLE 2900 0 0 D BECKMAN COULTER INC COM 075811109 27 500 SH SOLE 500 0 0 D BECTON DICKINSON & CO COM 075887109 1410 26900 SH SOLE 26900 0 0 D BED BATH & BEYOND INC COM 075896100 7843 195185 SH SOLE 195185 0 0 D BED BATH & BEYOND INC COM 075896100 6408 159490 SH SOLE 0 0 159490 D BEL FUSE INC CL A COM 077347201 3192 108200 SH SOLE 108200 0 0 D BEL FUSE INC CL B COM 077347300 12077 331509 SH SOLE 331509 0 0 D BELL MICROPRODUCTS INC COM 078137106 765 76300 SH SOLE 0 0 76300 D BELLSOUTH CORP COM 079860102 7030 267315 SH SOLE 267315 0 0 D BELLSOUTH CORP COM 079860102 149 5680 SH SOLE 0 0 5680 D BELO CORPORATION CL A COM 080555105 96 4200 SH SOLE 4200 0 0 D BENCHMARK ELECTRONICS COM 08160H101 7984 265070 SH SOLE 265070 0 0 D BENCHMARK ELECTRONICS COM 08160H101 759 25200 SH SOLE 0 0 25200 D BENIHANA INC CL A COM 082047200 450 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 245 6194 SH SOLE 6194 0 0 D BERKSHIRE HATHAWAY CL A COM 084670108 246 3 SH SOLE 3 0 0 D BERKSHIRE HATHAWAY CL B COM 084670207 3954 1448 SH SOLE 1448 0 0 D BERKSHIRE HATHAWAY CL B COM 084670207 9018 3302 SH SOLE 0 0 3302 D BEST BUY COMPANY INC COM 086516101 2109 48450 SH SOLE 48450 0 0 D BEVERLY ENTERPRISES COM 087851309 137 11200 SH SOLE 11200 0 0 D BIG DOG HOLDINGS INC COM 089128102 157 22000 SH SOLE 0 0 22000 D BIG 5 SPORTING GOODS CORP COM 08915P101 12860 538969 SH SOLE 538969 0 0 D BIG 5 SPORTING GOODS CORP COM 08915P101 639 26800 SH SOLE 0 0 26800 D BIO-IMAGING TECHNOLOGIES INC COM 09056N103 2271 742000 SH SOLE 742000 0 0 D BIO REFERENCE LABS COM 09057G602 28704 1660131 SH SOLE 1660131 0 0 D BIOMET INC. COM 090613100 245 7050 SH SOLE 0 0 7050 D BIOGEN IDEC INC COM 09062X103 1700 43050 SH SOLE 43050 0 0 D BIOPURE CORP Cl A COM 09065H303 4 3333 SH SOLE 3333 0 0 D BIOSCRIP INC COM 09069N108 241 37000 SH SOLE 0 0 37000 D BLACK & DECKER COM 091797100 993 12100 SH SOLE 12100 0 0 D BLACKBOARD INC COM 091935502 8293 331596 SH SOLE 331596 0 0 D BLACKROCK INC COM 09247X101 9 100 SH SOLE 100 0 0 D BLOCK H & R INC COM 093671105 878 36600 SH SOLE 36600 0 0 D BLUEGREEN CORP COM 096231105 14 800 SH SOLE 800 0 0 D BLUEGREEN CORP COM 096231105 1218 69000 SH SOLE 0 0 69000 D BOEING CO COM 097023105 9537 140346 SH SOLE 140346 0 0 D BOEING CO COM 097023105 150 2206 SH SOLE 0 0 2206 D BON TON STORES COM 09776J101 287 14782 SH SOLE 14782 0 0 D BON TON STORES COM 09776J101 874 45000 SH SOLE 0 0 45000 D BOOKHAM INC COM 09856E105 4 800 SH SOLE 800 0 0 D BOOKS-A-MILLION INC COM 098570104 414 46000 SH SOLE 0 0 46000 D BORDERS GROUP INC COM 099709107 44 2000 SH SOLE 2000 0 0 D BORG WARNER INC COM 099724106 734 13000 SH SOLE 13000 0 0 D BORLAND INTL INC COM 099849101 1 250 SH SOLE 250 0 0 D BOSTON PRIVATE FINL HLDGS IN COM 101119105 38527 1451670 SH SOLE 1451670 0 0 D BOSTON PRIVATE FINL HLDGS IN COM 101119105 3665 138100 SH SOLE 0 0 138100 D BOSTON PROPERTIES INC COM 101121101 418 5900 SH SOLE 5900 0 0 D BOSTON SCIENTIFIC CORP COM 101137107 928 39700 SH SOLE 39700 0 0 D BOWL AMERICA INC CL A COM 102565108 210 15127 SH SOLE 0 0 15127 D BOYD GAMING CORP COM 103304101 22 500 SH SOLE 500 0 0 D BRADLEY PHARMACEUTICALS INC COM 104576103 8 700 SH SOLE 700 0 0 D BRANTLEY CAPITAL CORP COM 105494108 72 11300 SH SOLE 0 0 11300 D BRIGHTPOINT INC COM 109473405 342 17850 SH SOLE 17850 0 0 D BRINKER INTERNATIONAL COM 109641100 26 700 SH SOLE 700 0 0 D BRISTOL-MYERS SQUIBB CO COM 110122108 6083 252816 SH SOLE 252816 0 0 D BRISTOL-MYERS SQUIBB CO COM 110122108 94 3895 SH SOLE 0 0 3895 D BROADCOM CORP CL A COM 111320107 1862 39700 SH SOLE 39700 0 0 D BROOKSTONE COM 114537103 1122 56250 SH SOLE 0 0 56250 D BROWN & BROWN INC COM 115236101 5 100 SH SOLE 100 0 0 D BROWN FORMAN B COM 115637209 405 6800 SH SOLE 6800 0 0 D BROWN SHOE INC COM 115736100 132 4000 SH SOLE 4000 0 0 D BUCA INC COM 117769109 291 48000 SH SOLE 0 0 48000 D BUCKEYE TECHNOLOGIES INC COM 118255108 869 107000 SH SOLE 0 0 107000 D BUILDING MATERIALS HLDG CORP COM 120113105 513 5500 SH SOLE 5500 0 0 D BURLINGTON COAT FACTORY COM 121579106 122 3200 SH SOLE 3200 0 0 D BURLINGTON NORTHERN SANTA FE COM 12189T104 3010 50336 SH SOLE 50336 0 0 D BURLINGTON NORTHERN SANTA FE COM 12189T104 18 296 SH SOLE 0 0 296 D BURLINGTON RESOURCES INC COM 122014103 5175 63640 SH SOLE 63640 0 0 D C & D TECHNOLOGIES INC COM 124661109 4678 497096 SH SOLE 497096 0 0 D C & D TECHNOLOGIES INC COM 124661109 452 48050 SH SOLE 0 0 48050 D CBIZ INC COM 124805102 92 18000 SH SOLE 18000 0 0 D CBL & ASSOCIATES PROPERTIES COM 124830100 160 3900 SH SOLE 3900 0 0 D CCC INFORMATION SVCS GRP INC COM 12487Q109 7298 279300 SH SOLE 279300 0 0 D CBRL GROUP INC COM 12489V106 34 1000 SH SOLE 1000 0 0 D CB RICHARD ELLIS GROUP INC A COM 12497T101 15 300 SH SOLE 300 0 0 D CDI CORP COM 125071100 13608 460653 SH SOLE 460653 0 0 D CDI CORP COM 125071100 8274 280100 SH SOLE 0 0 280100 D C D W CORP COM 12512N105 24 400 SH SOLE 400 0 0 D CH ROBINSON WORLDWIDE INC. COM 12541W100 44633 696090 SH SOLE 696090 0 0 D CIGNA CORP COM 125509109 3335 28300 SH SOLE 28300 0 0 D CIGNA CORP COM 125509109 707 6000 SH SOLE 0 0 6000 D C I T GROUP INC COM 125581108 1554 34400 SH SOLE 34400 0 0 D CMS ENERGY CORP COM 125896100 459 27900 SH SOLE 27900 0 0 D C S S INDUSTRIES INC COM 125906107 1041 32000 SH SOLE 0 0 32000 D CSK AUTO CORP. COM 125965103 1414 95000 SH SOLE 0 0 95000 D CNF INC COM 12612W104 1029 19600 SH SOLE 19600 0 0 D CPAC INC COM 126145101 69 13700 SH SOLE 0 0 13700 D CSX CORP. COM 126408103 1404 30200 SH SOLE 30200 0 0 D CSX CORP. COM 126408103 14 300 SH SOLE 0 0 300 D CT COMMUNICATIONS INC COM 126426402 345 27897 SH SOLE 0 0 27897 D CVS CORP COM 126650100 29 986 SH SOLE 986 0 0 D CABLEVISION SYS-NY GROUP A COM 12686C109 58 1900 SH SOLE 1900 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 18 300 SH SOLE 300 0 0 D CADENCE DESIGN SYS COM 127387108 368 22800 SH SOLE 22800 0 0 D CAGLES INC CL A COM 127703106 97 9300 SH SOLE 0 0 9300 D CAL DIVE INTL INC COM 127914109 469 7400 SH SOLE 7400 0 0 D CALAMP CORP COM 128126109 399 49200 SH SOLE 0 0 49200 D CALIFORNIA FIRST NATIONAL BANC COM 130222102 403 31000 SH SOLE 0 0 31000 D CALIFORNIA WATER SERVICE GROUP COM 130788102 2042 49554 SH SOLE 0 0 49554 D CALLON PETROLEUM CORP COM 13123X102 837 40000 SH SOLE 0 0 40000 D CAMCO FINANCIAL CORP COM 132618109 299 21000 SH SOLE 0 0 21000 D CAMDEN PROPERTY TRUST COM 133131102 28 500 SH SOLE 500 0 0 D CAMECO CORP COM 13321L108 54 1000 SH SOLE 1000 0 0 D CAMPBELL SOUP COM 134429109 756 25400 SH SOLE 25400 0 0 D CANDELA CORP COM 136907102 64 6500 SH SOLE 6500 0 0 D CANTEL MEDICAL CORP COM 138098108 1 45 SH 45 0 0 D CAPITAL CORP OF THE WEST COM 140065202 196 6400 SH SOLE 6400 0 0 D CAPITAL CORP OF THE WEST COM 140065202 4415 144509 SH SOLE 0 0 144509 D CAPITAL CROSSING BANK COM 140071101 233 6700 SH SOLE 6700 0 0 D CAPITAL CROSSING BANK COM 140071101 591 17000 SH SOLE 0 0 17000 D CAPITAL ONE FINANCIAL COM 14040H105 2386 30000 SH SOLE 30000 0 0 D CAPITAL SENIOR LIVING CORP COM 140475104 476 57000 SH SOLE 0 0 57000 D CAPITOL BANCORP LTD COM 14056D105 5 167 SH SOLE 167 0 0 D CAPITOL BANCORP LTD COM 14056D105 907 28000 SH SOLE 0 0 28000 D CAPTIVA SOFTWARE CORP COM 14073T109 196 10900 SH SOLE 10900 0 0 D CARDIAC SCIENCE CORP COM 14141A108 185 17299 SH SOLE 17299 0 0 D CARDINAL HEALTH INC COM 14149Y108 2760 43500 SH SOLE 43500 0 0 D CARDINAL HEALTH INC COM 14149Y108 26 402 SH SOLE 0 0 402 D CAREER EDUCATION CORP COM 141665109 57 1600 SH SOLE 1600 0 0 D CAREMARK RX INC COM 141705103 2772 55526 SH SOLE 55526 0 0 D CAREMARK RX INC COM 141705103 11 216 SH SOLE 0 0 216 D CARIBOU COFFEE COMPANY INC COM 142042209 795 70000 SH SOLE 70000 0 0 D CARLISLE COMPANIES COM 142339100 38732 609281 SH SOLE 609281 0 0 D CARLISLE COMPANIES COM 142339100 2652 41725 SH SOLE 0 0 41725 D CARMAX INC COM 143130102 28 900 SH SOLE 900 0 0 D CARMIKE CINEMAS INC COM 143436400 227 9900 SH SOLE 9900 0 0 D CARMIKE CINEMAS INC COM 143436400 4774 208100 SH SOLE 0 0 208100 D CARNIVAL CORP COM 143658300 1811 36240 SH SOLE 36240 0 0 D CARRIAGE SERVICES INC COM 143905107 279 44000 SH SOLE 0 0 44000 D CARTERS INC COM 146229109 46538 819325 SH SOLE 819325 0 0 D CASCADE CORP COM 147195101 1695 34800 SH SOLE 0 0 34800 D CASCADE NATURAL GAS COM 147339105 694 31900 SH SOLE 0 0 31900 D CASELLA WASTE SYSTEMS INC CL A COM 147448104 5369 408900 SH SOLE 408900 0 0 D CASH AMERICA INTERNATIONAL COM 14754D100 12453 600122 SH SOLE 600122 0 0 D CASH AMERICA INTERNATIONAL COM 14754D100 1408 67858 SH SOLE 0 0 67858 D CASUAL MALE RETAIL GROUP INC COM 148711104 9857 1432639 SH SOLE 1432639 0 0 D CASUAL MALE RETAIL GROUP INC COM 148711104 7476 1086675 SH SOLE 0 0 1086675 D CATALINA MARKETING CORP COM 148867104 1 56 SH 56 0 0 D CATERPILLAR COM 149123101 2150 36600 SH SOLE 36600 0 0 D CATO CORP - CL A COM 149205106 143 7200 SH SOLE 7200 0 0 D CELANESE CORP SERIES A COM 150870103 22 1300 SH SOLE 1300 0 0 D CENDANT CORP COM 151313103 2751 133300 SH SOLE 133300 0 0 D CENTER FINANCIAL CORP COM 15146E102 1143 48650 SH SOLE 48650 0 0 D CENTERPOINT ENERGY INC COM 15189T107 851 57200 SH SOLE 57200 0 0 D CENTEX CORP COM 152312104 969 15000 SH SOLE 15000 0 0 D CENTRAL GARDEN & PET COM 153527106 2846 62900 SH SOLE 62900 0 0 D CENTRAL VT PUB SVC CORP COM 155771108 133 7600 SH SOLE 7600 0 0 D CENTRAL VT PUB SVC CORP COM 155771108 3589 205100 SH SOLE 0 0 205100 D CENTURYTEL INC COM 156700106 1025 29300 SH SOLE 29300 0 0 D CEPHALON INC COM 156708109 2 41 SH 41 0 0 D CERES GROUP INC COM 156772105 557 99000 SH SOLE 0 0 99000 D CERIDIAN CORP COM 156779100 98 4700 SH SOLE 4700 0 0 D CERNER CORP COM 156782104 35 400 SH SOLE 400 0 0 D CHARLES RIVER LABORTORIES COM 159864107 57 1300 SH SOLE 1300 0 0 D CHARLOTTE RUSSE HLDG INC COM 161048103 813 61000 SH SOLE 0 0 61000 D CHATTEM INC COM 162456107 1 22 SH 22 0 0 D CHECKERS DRIVE-IN RESTAURANT COM 162809305 963 63017 SH SOLE 63017 0 0 D CHECKERS DRIVE-IN RESTAURANT COM 162809305 4491 293888 SH SOLE 0 0 293888 D CHECKFREE CORP COM 162813109 42 1100 SH SOLE 1100 0 0 D CHEMTURA CORP COM 163893100 130 10500 SH SOLE 10500 0 0 D CHEMTURA CORP COM 163893100 16 1278 SH SOLE 0 0 1278 D CHESAPEAKE ENERGY CORP COM 165167107 333 8700 SH SOLE 8700 0 0 D CHESAPEAKE UTILITIES COM 165303108 91 2600 SH SOLE 2600 0 0 D CHESAPEAKE UTILITIES COM 165303108 552 15700 SH SOLE 0 0 15700 D CHEVRON CORP COM 166764100 19432 300203 SH SOLE 300203 0 0 D CHEVRON CORP COM 166764100 1761 27202 SH SOLE 0 0 27202 D CHICAGO MERCANTILE EXCHANGE COM 167760107 337 1000 SH SOLE 1000 0 0 D CHICAGO RIVET & MACH CO COM 168088102 68 2800 SH SOLE 0 0 2800 D CHICOS FAS INC COM 168615102 59 1600 SH SOLE 1600 0 0 D CHICOS FAS INC COM 168615102 26 694 SH SOLE 0 0 694 D CHILDRENS PLACE COM 168905107 1 27 SH 27 0 0 D CHOICE HOTELS INTERNATIONAL COM 169905106 58 900 SH SOLE 900 0 0 D CHIQUITA BRANDS INTL INC COM 170032809 157 5600 SH SOLE 5600 0 0 D CHIRON CORP COM 170040109 44 1000 SH SOLE 0 0 1000 D CHITTENDEN CORP COM 170228100 16978 640450 SH SOLE 640450 0 0 D CHOICEPOINT INC COM 170388102 22685 525484 SH SOLE 525484 0 0 D CHOLESTECH CORP COM 170393102 393 39000 SH SOLE 0 0 39000 D CHORDIANT SOFTWARE INC COM 170404107 3586 1258250 SH SOLE 1258250 0 0 D CHUBB COM 171232101 2997 33466 SH SOLE 33466 0 0 D CHUBB COM 171232101 1087 12144 SH SOLE 0 0 12144 D CHURCH & DWIGHT INC COM 171340102 37 1000 SH SOLE 1000 0 0 D CINCINNATI FINANCIAL COM 172062101 1051 25095 SH SOLE 25095 0 0 D CINERGY CORP COM 172474108 959 21593 SH SOLE 21593 0 0 D CIRCUIT CITY STORES - CIRCUIT COM 172737108 367 21400 SH SOLE 21400 0 0 D CIRCOR INTERNATIONAL INC COM 17273K109 1235 45000 SH SOLE 0 0 45000 D CISCO SYSTEMS INC COM 17275R102 14488 808005 SH SOLE 808005 0 0 D CISCO SYSTEMS INC COM 17275R102 3445 192161 SH SOLE 0 0 188161 D CITADEL BROADCASTING CORP COM 17285T106 13155 958120 SH SOLE 958120 0 0 D CINTAS CORP COM 172908105 798 19435 SH SOLE 19435 0 0 D CITIGROUP INC COM 172967101 97986 2152588 SH SOLE 2152588 0 0 D CITIGROUP INC COM 172967101 25394 557867 SH SOLE 0 0 557867 D CITI TRENDS INC COM 17306X102 6010 275300 SH SOLE 275300 0 0 D CITIZENS COMMUNICATIONS CO. COM 17453B101 615 45400 SH SOLE 45400 0 0 D CITIZENS INC COM 174740100 161 25000 SH SOLE 0 0 25000 D CITIZENS SOUTH BANKING CORP COM 176682102 316 25000 SH SOLE 0 0 25000 D CITRIX SYSTEMS INC COM 177376100 1240 49325 SH SOLE 49325 0 0 D CITY NATL CORP COM 178566105 512 7300 SH SOLE 7300 0 0 D CLAIRE'S STORES INC COM 179584107 19 800 SH SOLE 800 0 0 D CLARCOR INC COM 179895107 14 500 SH SOLE 500 0 0 D CLARCOR INC COM 179895107 194 6750 SH SOLE 0 0 6750 D CLARK INC COM 181457102 3 200 SH SOLE 200 0 0 D CLEAR CHANNEL COMMUNICATION COM 184502102 1914 58200 SH SOLE 58200 0 0 D CLEAR CHANNEL COMMUNICATION COM 184502102 0 3 SH SOLE 0 0 3 D CLOROX CO COM 189054109 1244 22400 SH SOLE 22400 0 0 D CLOROX CO COM 189054109 544 9800 SH SOLE 0 0 9800 D COACH INC COM 189754104 1195 38100 SH SOLE 38100 0 0 D COBIZ INC COM 190897108 75 4050 SH SOLE 4050 0 0 D COBIZ INC COM 190897108 1791 96259 SH SOLE 0 0 96259 D COBRA ELECTRONICS CORP COM 191042100 158 19000 SH SOLE 0 0 19000 D COCA COLA COM 191216100 10561 244517 SH SOLE 244517 0 0 D COCA COLA COM 191216100 1692 39176 SH SOLE 0 0 39176 D COCA COLA ENTERPRISES INC COM 191219104 761 39000 SH SOLE 39000 0 0 D COGNEX CORP COM 192422103 32313 1074600 SH SOLE 1074600 0 0 D COGNIZANT TECH SOLUTIONS COM 192446102 47 1000 SH SOLE 1000 0 0 D COHERENT INC COM 192479103 50999 1741786 SH SOLE 1741786 0 0 D COHESANT TECHNOLOGIES INC COM 192480101 944 108347 SH SOLE 108347 0 0 D COLDWATER CREEK INC COM 193068103 29853 1183706 SH SOLE 1183706 0 0 D COLGATE-PALMOLIVE COM 194162103 27775 526142 SH SOLE 526142 0 0 D COLGATE-PALMOLIVE COM 194162103 6960 131841 SH SOLE 0 0 131841 D COLONIAL BANCGROUP COM 195493309 517 23100 SH SOLE 23100 0 0 D COLUMBIA BANKING SYSTEM INC COM 197236102 4895 186600 SH SOLE 186600 0 0 D COLUMBIA EQUITY TRUST INC COM 197627102 1254 85900 SH SOLE 85900 0 0 D COMCAST CORP CL A COM 20030N101 7200 245069 SH SOLE 245069 0 0 D COMCAST CORP CL A COM 20030N101 36 1224 SH SOLE 0 0 1224 D COMCAST CORP SPECIAL CL A COM 20030N200 7 250 SH SOLE 250 0 0 D COMCAST CORP SPECIAL CL A COM 20030N200 86 3000 SH SOLE 0 0 3000 D COMERICA INC. COM 200340107 1453 24672 SH SOLE 24672 0 0 D COMERICA INC. COM 200340107 156 2650 SH SOLE 0 0 2650 D COMMERCE BANCORP INC NJ COM 200519106 9985 325363 SH SOLE 325363 0 0 D COMMERCE BANCORP INC NJ COM 200519106 1128 36768 SH SOLE 0 0 36768 D COMMERCE BANCSHARES COM 200525103 183 3555 SH SOLE 3555 0 0 D COMMERCE GROUP INC/MA COM 200641108 158 2728 SH SOLE 2728 0 0 D COMMERCIAL CAPITAL BANCORP COM 20162L105 3498 205745 SH SOLE 205745 0 0 D COMMERCIAL CAPITAL BANCORP COM 20162L105 236 13900 SH SOLE 0 0 13900 D COMMERCIAL METALS COM 201723103 137 4069 SH SOLE 4069 0 0 D COMMERCIAL NET LEASE REALTY COM 202218103 20 1000 SH SOLE 1000 0 0 D COMMERCIAL VEHICLE GROUP INC COM 202608105 142 6800 SH SOLE 6800 0 0 D COMMUNITY BANCORP COM 20343T100 501 15200 SH SOLE 15200 0 0 D COMMUNITY HEALTH SYS INC NEW COM 203668108 54 1400 SH SOLE 1400 0 0 D COMMUNICATIONS SYSTEMS INC COM 203900105 259 23000 SH SOLE 0 0 23000 D COMPASS BANCSHARES INC COM 20449H109 678 14800 SH SOLE 14800 0 0 D COMPEX TECHNOLOGIES INC COM 204513105 177 41000 SH SOLE 0 0 41000 D COMPUCREDIT CORP COM 20478N100 561 12637 SH SOLE 12637 0 0 D COMPUDYNE CORP COM 204795306 38 6467 SH SOLE 0 0 6467 D COMPUTER ASSOC INTERNATIONAL COM 204912109 1827 65700 SH SOLE 65700 0 0 D COMPUTER ASSOC INTERNATIONAL COM 204912109 0 5 SH SOLE 0 0 5 D COMPUTER SCIENCES COM 205363104 1416 29920 SH SOLE 29920 0 0 D COMPUTER SCIENCES COM 205363104 473 10001 SH SOLE 0 0 10001 D COMPUWARE CORP COM 205638109 1527 160700 SH SOLE 160700 0 0 D COMPX INTERNATIONAL INC. COM 20563P101 656 40000 SH SOLE 0 0 40000 D COMSTOCK HOMEBUILDING COS CL A COM 205684103 10448 524501 SH SOLE 524501 0 0 D COMSTOCK HOMEBUILDING COS CL A COM 205684103 1161 58300 SH SOLE 0 0 58300 D COMTECH TELECOMMUNICATIONS COM 205826209 1564 37709 SH SOLE 37709 0 0 D COMTECH TELECOMMUNICATIONS COM 205826209 4499 108500 SH SOLE 0 0 108500 D COMVERSE TECHNOLOGY COM 205862402 515 19600 SH SOLE 19600 0 0 D CONAGRA FOODS INC COM 205887102 1740 70300 SH SOLE 70300 0 0 D COMPUTER HORIZONS CORP COM 205908106 77 17400 SH SOLE 17400 0 0 D CONMED CORP COM 207410101 123 4419 SH SOLE 4419 0 0 D CONNECTICUT WATER SVC COM 207797101 581 23500 SH SOLE 0 0 23500 D CONOCOPHILLIPS COM 20825C104 51131 731386 SH SOLE 731386 0 0 D CONOCOPHILLIPS COM 20825C104 8039 114986 SH SOLE 0 0 114986 D CONSECO INC COM 208464883 583 27600 SH SOLE 27600 0 0 D CONSOL ENERGY INC COM 20854P109 221 2900 SH SOLE 2900 0 0 D CONSOLIDATED EDISON INC COM 209115104 2219 45700 SH SOLE 45700 0 0 D CONSOLIDATED GRAPHICS INC COM 209341106 1679 39000 SH SOLE 0 0 39000 D CONSTELLATION BRANDS INC CL A COM 21036P108 512 19700 SH SOLE 19700 0 0 D CONSTELLATION BRANDS INC CL A COM 21036P108 36 1400 SH SOLE 0 0 1400 D CONSTELLATION ENERGY GROUP COM 210371100 1183 19200 SH SOLE 19200 0 0 D COOPER CAMERON CORP COM 216640102 392 5300 SH SOLE 5300 0 0 D COOPER COMPANIES COM 216648402 1 17 SH 17 0 0 D COOPER COMPANIES COM 216648402 27 356 SH SOLE 0 0 356 D COOPER TIRE & RUBBER COM 216831107 995 65164 SH SOLE 65164 0 0 D COOPERATIVE BANKSHARES INC COM 216844100 176 9150 SH SOLE 9150 0 0 D COOPERATIVE BANKSHARES INC COM 216844100 907 47055 SH SOLE 0 0 47055 D COPART INC COM 217204106 12 500 SH SOLE 500 0 0 D CORILLIAN CORP COM 218725109 70 21800 SH SOLE 21800 0 0 D CORN PRODUCTS INTL INC COM 219023108 1 54 SH 54 0 0 D CORNELL COMPANIES INC COM 219141108 544 37000 SH SOLE 0 0 37000 D CORNING INC COM 219350105 2727 141098 SH SOLE 141098 0 0 D CORNING INC COM 219350105 166 8600 SH SOLE 0 0 8600 D CORPORATE EXECUTIVE BOARD CO COM 21988R102 48 618 SH SOLE 618 0 0 D CORUS BANKSHARES INC COM 220873103 346 6317 SH SOLE 6317 0 0 D CORVEL CORP COM 221006109 10711 447030 SH SOLE 447030 0 0 D COSTCO WHOLESALE CORP COM 22160K105 2736 63498 SH SOLE 63498 0 0 D COSTCO WHOLESALE CORP COM 22160K105 18 420 SH SOLE 0 0 420 D COUNTRYWIDE FINANCIAL CORP COM 222372104 2450 74292 SH SOLE 74292 0 0 D COVANCE INC COM 222816100 154 3200 SH SOLE 3200 0 0 D COVANCE INC COM 222816100 7 150 SH SOLE 0 0 150 D COVANSYS CORP COM 22281W103 1453 91070 SH SOLE 91070 0 0 D COVANSYS CORP COM 22281W103 4893 306600 SH SOLE 0 0 306600 D COVENANT TRANSPORT CL A COM 22284P105 508 42000 SH SOLE 0 0 42000 D COVENTRY HEALTH CARE INC COM 222862104 1946 22620 SH SOLE 22620 0 0 D COX RADIO INC CL A COM 224051102 79 5200 SH SOLE 5200 0 0 D CRANE CO COM 224399105 65 2200 SH SOLE 2200 0 0 D CREDIT ACCEP CORP MICH COM 225310101 1759 123000 SH SOLE 0 0 123000 D CRESCENT REAL ESTATE EQUITIES COM 225756105 72 3500 SH SOLE 3500 0 0 D CRIIMI MAE INC COM 226603504 0 29 SH SOLE 29 0 0 D CRITICAL PATH INC COM 22674V506 1 1732 SH SOLE 0 0 1732 D CROSS COUNTRY HEALTHCARE INC COM 227483104 9144 492685 SH SOLE 492685 0 0 D CROWN CASTLE INTL CORP COM 228227104 315 12800 SH SOLE 12800 0 0 D CROWN HOLDINGS INC COM 228368106 75 4700 SH SOLE 4700 0 0 D CROWN VANTAGE INC COM 228622106 0 30 SH SOLE 0 0 30 D CRYOLIFE INC COM 228903100 6415 923000 SH SOLE 923000 0 0 D CUBIC CORP COM 229669106 25 1444 SH SOLE 1444 0 0 D CUBIC CORP COM 229669106 4 225 SH SOLE 0 0 225 D CULLEN FROST BANKERS INC COM 229899109 94 1900 SH SOLE 1900 0 0 D CUMMINS INC COM 231021106 642 7300 SH SOLE 7300 0 0 D CUTTER & BUCK INC COM 232217109 394 32000 SH SOLE 0 0 32000 D CYBEROPTICS CORP COM 232517102 89 6400 SH SOLE 6400 0 0 D DJ ORTHOPEDICS COM 23325G104 1215 42000 SH SOLE 0 0 42000 D DPL INC COM 233293109 142 5100 SH SOLE 5100 0 0 D D R HORTON INC COM 23331A109 1368 37766 SH SOLE 37766 0 0 D DST SYSTEM INC COM 233326107 27 500 SH SOLE 500 0 0 D DTE ENERGY CO COM 233331107 1279 27900 SH SOLE 27900 0 0 D DVI INC COM 233343102 0 33000 SH SOLE 0 0 33000 D DADE BEHRING HOLDINGS INC COM 23342J206 39 1054 SH SOLE 1054 0 0 D DANAHER CORP COM 235851102 1426 26500 SH SOLE 26500 0 0 D DARDEN RESTAURANT COM 237194105 559 18400 SH SOLE 18400 0 0 D DAVE & BUSTERS INC COM 23833N104 526 39400 SH SOLE 0 0 39400 D DAVITA INC COM 23918K108 412 8950 SH SOLE 8950 0 0 D DEAN FOODS CO COM 242370104 272 7000 SH SOLE 7000 0 0 D DEARBORN BANCORP INC COM 24242R108 1311 50994 SH SOLE 50994 0 0 D DEARBORN BANCORP INC COM 24242R108 3659 142356 SH SOLE 0 0 142356 D DEB SHOPS INC COM 242728103 870 40000 SH SOLE 0 0 40000 D DECKERS OUTDOOR CORP COM 243537107 1 42 SH 42 0 0 D DEL MONTE FOODS CO COM 24522P103 302 28100 SH SOLE 28100 0 0 D DEL MONTE FOODS CO COM 24522P103 1 129 SH SOLE 0 0 129 D DELL INC COM 24702R101 9499 277761 SH SOLE 277761 0 0 D DELL INC COM 24702R101 215 6283 SH SOLE 0 0 6283 D DELPHI CORP COM 247126105 1 217 SH SOLE 217 0 0 D DELPHI CORP COM 247126105 2 698 SH SOLE 0 0 698 D DELPHI FINANCIAL GRP -CL A COM 247131105 12034 257140 SH SOLE 257140 0 0 D DELPHI FINANCIAL GRP -CL A COM 247131105 1126 24063 SH SOLE 0 0 24063 D DELTA NATURAL GAS COM 247748106 240 9000 SH SOLE 0 0 9000 D DENBURY RESOURCES INC COM 247916208 15 300 SH SOLE 300 0 0 D DELUXE CORP COM 248019101 157 3900 SH SOLE 3900 0 0 D DENDRITE INTERNATIONAL INC COM 248239105 32411 1613290 SH SOLE 1613290 0 0 D DENTSPLY INTERNATIONAL COM 249030107 38 700 SH SOLE 700 0 0 D DEPARTMENT 56 INC COM 249509100 488 39000 SH SOLE 0 0 39000 D DEVELOPERS DIVERSIFIED REALTY COM 251591103 163 3500 SH SOLE 3500 0 0 D DEVON ENERGY CORP COM 25179M103 6834 99560 SH SOLE 99560 0 0 D DEX MEDIA INC COM 25212E100 39 1400 SH SOLE 1400 0 0 D DIAMOND FOODS INC COM 252603105 545 31900 SH SOLE 31900 0 0 D DIAMOND OFFSHORE DRILLING COM 25271C102 37 600 SH SOLE 600 0 0 D DIAMONDS TRUST SERIES I COM 252787106 106 1000 SH SOLE 1000 0 0 D DIEBOLD COM 253651103 14 400 SH SOLE 400 0 0 D DIGITAL RIVER INC COM 25388B104 327 9376 SH SOLE 9376 0 0 D DILLARDS INC COM 254067101 236 11300 SH SOLE 11300 0 0 D DIODES INC COM 254543101 80 2200 SH SOLE 2200 0 0 D DIONEX CORP COM 254546104 1 14 SH 14 0 0 D DIRECTV GROUP INC COM 25459L106 45 3000 SH SOLE 3000 0 0 D DIRECTV GROUP INC COM 25459L106 56 3705 SH SOLE 0 0 3705 D DISNEY (WALT) CO COM 254687106 27001 1118995 SH SOLE 1118995 0 0 D DISNEY (WALT) CO COM 254687106 5328 220810 SH SOLE 0 0 220810 D DISCOVERY HOLDING CO A COM 25468Y107 0 18 SH SOLE 18 0 0 D DITECH COMMUNICATIONS CORP COM 25500M103 1 94 SH 94 0 0 D DIXIE GROUP INC COM 255519100 1017 63800 SH SOLE 63800 0 0 D DIXIE GROUP INC COM 255519100 2652 166400 SH SOLE 0 0 166400 D DOLLAR GENERAL CORP COM 256669102 581 31700 SH SOLE 31700 0 0 D DOLLAR THRIFTY AUTOMOTIVE GP COM 256743105 1 37 SH 37 0 0 D DOLLAR TREE STORES INC COM 256747106 22 1000 SH SOLE 0 0 1000 D DOMINION HOMES INC COM 257386102 350 22000 SH SOLE 0 0 22000 D DOMINION RESOURCES COM 25746U109 4189 48630 SH SOLE 48630 0 0 D DOMINION RESOURCES COM 25746U109 2748 31906 SH SOLE 0 0 31906 D DOMINO'S PIZZA INC COM 25754A201 65 2800 SH SOLE 2800 0 0 D DONEGAL GROUP INC CL A COM 257701201 13122 604714 SH SOLE 604714 0 0 D DONEGAL GROUP INC CL A COM 257701201 1071 49333 SH SOLE 0 0 49333 D DONEGAL GROUP CLASS B COM 257701300 166 9333 SH SOLE 0 0 9333 D DONNELLEY R.R. & SONS COM 257867101 9788 264043 SH SOLE 264043 0 0 D DONNELLEY R.R. & SONS COM 257867101 2302 62100 SH SOLE 0 0 62100 D DORAL FINANCIAL CORP COM 25811P100 0 12 SH 12 0 0 D DORCHESTER MINERALS LP COM 25820R105 7 240 SH SOLE 0 0 240 D DOVER CORP COM 260003108 1884 46200 SH SOLE 46200 0 0 D DOW CHEMICAL COM 260543103 4088 98106 SH SOLE 98106 0 0 D DOW CHEMICAL COM 260543103 121 2899 SH SOLE 0 0 2899 D DOW JONES & CO INC COM 260561105 233 6100 SH SOLE 6100 0 0 D DOWNEY FINANCIAL CORP COM 261018105 152 2500 SH SOLE 2500 0 0 D DREW INDUSTRIES INC COM 26168L205 310 12000 SH SOLE 12000 0 0 D DRIL-QUIP INC COM 262037104 2400 50000 SH SOLE 0 0 50000 D DU PONT COM 263534109 5668 144690 SH SOLE 144690 0 0 D DU PONT COM 263534109 419 10705 SH SOLE 0 0 10705 D DUCKWALL-ALTO STORES INC NEW COM 264142100 313 13500 SH SOLE 0 0 13500 D DUCOMMUN INC COM 264147109 638 29000 SH SOLE 0 0 29000 D DUKE ENERGY CORP COM 264399106 5071 173850 SH SOLE 173850 0 0 D DUKE ENERGY CORP COM 264399106 44 1520 SH SOLE 0 0 1520 D DUN & BRADSTREET (2000) COM 26483E100 59 900 SH SOLE 900 0 0 D DUN & BRADSTREET (2000) COM 26483E100 46 700 SH SOLE 0 0 700 D EFJ INC COM 26843B101 1134 110200 SH SOLE 110200 0 0 D EGL INC COM 268484102 337 12400 SH SOLE 12400 0 0 D EMAK WORLDWIDE INC COM 26861V104 125 16500 SH SOLE 0 0 16500 D E M C CORP COM 268648102 8101 626038 SH SOLE 626038 0 0 D E M C CORP COM 268648102 4321 333915 SH SOLE 0 0 333915 D E M C INSURANCE GRP INC COM 268664109 1487 82409 SH SOLE 82409 0 0 D E M C INSURANCE GRP INC COM 268664109 361 20000 SH SOLE 0 0 20000 D E M S TECHOLOGIES INC COM 26873N108 275 16800 SH SOLE 16800 0 0 D E M S TECHOLOGIES INC COM 26873N108 5859 357900 SH SOLE 0 0 357900 D ENSCO INTL INC COM 26874Q100 28 600 SH SOLE 600 0 0 D EOG RESOURCES INC COM 26875P101 1668 22272 SH SOLE 22272 0 0 D ESS TECHNOLOGY INC COM 269151106 142 40000 SH SOLE 0 0 40000 D E TRADE FINANCIAL CORP COM 269246104 685 38900 SH SOLE 38900 0 0 D E-Z-EM INC COM 269305405 354 25000 SH SOLE 0 0 25000 D EAGLE MATERIALS INC COM 26969P108 874 7200 SH SOLE 7200 0 0 D EARTHLINK INC COM 270321102 253 23600 SH SOLE 23600 0 0 D EAST WEST BANCORP INC COM 27579R104 8 241 SH SOLE 241 0 0 D EASTERN CO COM 276317104 5881 270400 SH SOLE 270400 0 0 D EASTERN CO COM 276317104 213 9800 SH SOLE 0 0 9800 D EASTMAN CHEMICAL COM 277432100 737 15700 SH SOLE 15700 0 0 D EASTMAN KODAK COM 277461109 20102 826220 SH SOLE 826220 0 0 D EASTMAN KODAK COM 277461109 4829 198480 SH SOLE 0 0 198480 D EATON CORP COM 278058102 1195 18800 SH SOLE 18800 0 0 D EATON CORP COM 278058102 44 700 SH SOLE 0 0 700 D EATON VANCE CORP COM 278265103 37576 1513925 SH SOLE 1513925 0 0 D EBAY INC COM 278642103 1987 48234 SH SOLE 48234 0 0 D EBAY INC COM 278642103 50 1220 SH SOLE 0 0 1220 D ECOLAB COM 278865100 22 700 SH SOLE 700 0 0 D ECOLOGY & ENVIRONMENT CL A COM 278878103 93 11315 SH SOLE 0 0 11315 D EDIETS.COM INC COM 280597105 1 132 SH SOLE 132 0 0 D EDISON INTERNATIONAL COM 281020107 1603 33900 SH SOLE 33900 0 0 D EDO CORP COM 281347104 456 15200 SH SOLE 15200 0 0 D EDO CORP COM 281347104 11267 375200 SH SOLE 0 0 375200 D EDUCATION MGMT CORP COM 28139T101 7175 222550 SH SOLE 222550 0 0 D EDWARDS A G INC COM 281760108 140 3200 SH SOLE 3200 0 0 D EDWARDS LIFESCIENCES CORP COM 28176E108 31 700 SH SOLE 700 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 1223 88000 SH SOLE 88000 0 0 D EL PASO CORP COM 28336L109 46 3300 SH SOLE 0 0 3300 D ELECTRO RENT CORP COM 285218103 881 70000 SH SOLE 0 0 70000 D ELECTRONIC DATA SYSTEMS COM 285661104 1399 62341 SH SOLE 62341 0 0 D ELECTRONICS BOUTIQUE HLDGS C COM 286045109 101 1600 SH SOLE 1600 0 0 D ELIZABETH ARDEN INC COM 28660G106 1575 73000 SH SOLE 0 0 73000 D ELKCORP COM 287456107 16987 474895 SH SOLE 474895 0 0 D ELKCORP COM 287456107 1900 53125 SH SOLE 0 0 53125 D ELLIS PERRY INTL INC COM 288853104 533 24500 SH SOLE 0 0 24500 D EMERSON ELECTRIC COM 291011104 3813 53106 SH SOLE 53106 0 0 D EMERSON ELECTRIC COM 291011104 1761 24530 SH SOLE 0 0 24530 D EMERSON RADIO CORP COM 291087203 3 1000 SH SOLE 1000 0 0 D EMMIS COMMUNICATIONS CLASS A COM 291525103 23911 1082446 SH SOLE 1082446 0 0 D EMPIRE DISTRICT ELEC COM 291641108 1624 71000 SH SOLE 0 0 71000 D ENBRIDGE ENERGY MANAGEMENT LLC COM 29250X103 1797 32525 SH SOLE 0 0 32525 D ENCORE WIRE CORP COM 292562105 650 40000 SH SOLE 0 0 40000 D ENDO PHARMACEUTICALS HLDGS INC COM 29264F205 427 16000 SH SOLE 16000 0 0 D ENERGY CONVERSION DEVICES INC COM 292659109 181 4036 SH SOLE 4036 0 0 D ENERGEN CORP COM 29265N108 27392 633189 SH SOLE 633189 0 0 D ENERGEN CORP COM 29265N108 2561 59200 SH SOLE 0 0 59200 D ENERGY EAST CORP COM 29266M109 338 13400 SH SOLE 13400 0 0 D ENERGY EAST CORP COM 29266M109 158 6261 SH SOLE 0 0 6261 D ENERGIZER HOLDINGS INC COM 29266R108 91 1600 SH SOLE 1600 0 0 D ENERGIZER HOLDINGS INC COM 29266R108 11 200 SH SOLE 0 0 200 D ENERGY PARTNERS LTD COM 29270U105 10256 328517 SH SOLE 328517 0 0 D ENERGY PARTNERS LTD COM 29270U105 997 31925 SH SOLE 0 0 31925 D ENGELHARD CORP COM 292845104 416 14900 SH SOLE 14900 0 0 D ENERGYSOUTH INC COM 292970100 662 24000 SH SOLE 0 0 24000 D ENESCO GROUP INC COM 292973104 1812 1111432 SH SOLE 1111432 0 0 D ENESCO GROUP INC COM 292973104 222 136150 SH SOLE 0 0 136150 D ENNIS INC COM 293389102 161 9600 SH SOLE 9600 0 0 D ENNIS INC COM 293389102 4758 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 ENTEGRIS INC COM 29362U104 65059 5757410 SH SOLE 5757410 0 0 D ENTERGY CORP COM 29364G103 17581 236560 SH SOLE 236560 0 0 D ENTERGY CORP COM 29364G103 3814 51320 SH SOLE 0 0 51320 D ENTERPRISE PRODUCTS PARTNERS COM 293792107 23 905 SH SOLE 905 0 0 D ENVIRO-RECOVERY INC COM 29403M103 0 11000 SH SOLE 11000 0 0 D EPLUS INC COM 294268107 352 27000 SH SOLE 0 0 27000 D EPICOR SOFTWARE CORP COM 29426L108 13 1000 SH SOLE 1000 0 0 D EQUIFAX COM 294429105 2093 59900 SH SOLE 59900 0 0 D EQUITABLE RESOURCES COM 294549100 176 4500 SH SOLE 4500 0 0 D EQUITY OFFICE PROPERTIES TRUST COM 294741103 1178 36000 SH SOLE 36000 0 0 D EQUITY OFFICE PROPERTIES TRUST COM 294741103 25 777 SH SOLE 0 0 777 D EQUITY ONE INC COM 294752100 10 450 SH SOLE 450 0 0 D EQUITY RESIDENTIAL COM 29476L107 1518 40100 SH SOLE 40100 0 0 D ERIE INDEMNITY CO CL A COM 29530P102 153 2900 SH SOLE 2900 0 0 D ESCO TECHNOLOGIES INC COM 296315104 110 2200 SH SOLE 2200 0 0 D ESCO TECHNOLOGIES INC COM 296315104 2544 50800 SH SOLE 0 0 50800 D ESSEX PROPERTY TRUST INC COM 297178105 18 200 SH SOLE 200 0 0 D EUROBANCSHARES INC COM 298716101 1162 77902 SH SOLE 77902 0 0 D EXCEL TECHNOLOGY INC COM 30067T103 11326 440876 SH SOLE 440876 0 0 D EXELON CORPORATION COM 30161N101 42039 786665 SH SOLE 786665 0 0 D EXELON CORPORATION COM 30161N101 9750 182445 SH SOLE 0 0 182445 D EXPEDIA INC COM 30212P105 10 500 SH SOLE 500 0 0 D EXPEDITORS INTL WASH INC COM 302130109 38959 686135 SH SOLE 686135 0 0 D EXPEDITORS INTL WASH INC COM 302130109 10318 181725 SH SOLE 0 0 181725 D EXPONET INC COM 30214U102 653 20800 SH SOLE 0 0 20800 D EXPRESS SCRIPTS INC COM 302182100 2059 33100 SH SOLE 33100 0 0 D EXXON MOBIL CORPORATION COM 30231G102 132272 2081709 SH SOLE 2081709 0 0 D EXXON MOBIL CORPORATION COM 30231G102 48834 768556 SH SOLE 0 0 768556 D FEI COMPANY COM 30241L109 874 45381 SH SOLE 45381 0 0 D FMC CORP COM 302491303 504 8800 SH SOLE 8800 0 0 D FPIC INSURANCE GROUP COM 302563101 972 27000 SH SOLE 0 0 27000 D FPL GROUP COM 302571104 2123 44600 SH SOLE 44600 0 0 D FPL GROUP COM 302571104 268 5630 SH SOLE 0 0 5630 D FRMO CORP COM 30262F106 8 2250 SH SOLE 0 0 2250 D FAIR ISAAC INC COM 303250104 8333 186000 SH SOLE 186000 0 0 D FARGO ELECTRONICS COM 30744P102 274 15700 SH SOLE 15700 0 0 D FARGO ELECTRONICS COM 30744P102 5545 317400 SH SOLE 0 0 317400 D FARMER BROS CO COM 307675108 606 30000 SH SOLE 0 0 30000 D FEDERAL AGRICULTURE MORTGAGE COCOM 313148306 92 3800 SH SOLE 3800 0 0 D FREDDIE MAC COM 313400301 20551 363990 SH SOLE 363990 0 0 D FREDDIE MAC COM 313400301 10056 178105 SH SOLE 0 0 178105 D FANNIE MAE COM 313586109 5455 121700 SH SOLE 121700 0 0 D FANNIE MAE COM 313586109 81 1800 SH SOLE 0 0 1800 D FEDERAL REALTY INVESTMENT TRUSTCOM 313747206 67 1100 SH SOLE 1100 0 0 D FEDERAL SCREW WORKS COM 313819104 67 3656 SH SOLE 0 0 3656 D FEDERATED DEPARTMENT STORES COM 31410H101 3489 52183 SH SOLE 52183 0 0 D FEDERATED INVESTORS INC CL B COM 314211103 203 6100 SH SOLE 6100 0 0 D FEDEX CORPORATION COM 31428X106 1446 16600 SH SOLE 16600 0 0 D FELCOR LODGING TRUST INC COM 31430F101 139 9200 SH SOLE 9200 0 0 D F5 NETWORKS INC COM 315616102 1519 34950 SH SOLE 34950 0 0 D FIDELITY BANKSHARES INC COM 31604Q107 21273 696350 SH SOLE 696350 0 0 D FIDELITY NATIONAL FINANCIAL COM 316326107 494 11100 SH SOLE 11100 0 0 D FIFTH THIRD BANCORP COM 316773100 1967 53560 SH SOLE 53560 0 0 D FINANCIAL INSTITUTIONS INC COM 317585404 4390 238450 SH SOLE 238450 0 0 D FINLAY ENTERPRISES INC COM 317884203 235 26000 SH SOLE 0 0 26000 D FINISH LINE INC COM 317923100 1926 132000 SH SOLE 0 0 132000 D FIRST ALBANY COS INC COM 318465101 213 32725 SH SOLE 0 0 32725 D FIRST AMERICAN CORP COM 318522307 388 8500 SH SOLE 8500 0 0 D FIRST BANCORP PUERTO RICO COM 318672102 129 7600 SH SOLE 7600 0 0 D FIRST CASH FINANCIAL SERVICES COM 31942D107 468 17800 SH SOLE 17800 0 0 D FIRST CASH FINANCIAL SERVICES COM 31942D107 1250 47500 SH SOLE 0 0 47500 D FIRST COMMUNITY BANCORP COM 31983B101 23861 498875 SH SOLE 498875 0 0 D FIRST DATA CORP COM 319963104 3101 77520 SH SOLE 77520 0 0 D FIRST DATA CORP COM 319963104 104 2600 SH SOLE 0 0 2600 D FIRST FINANCIAL CORP INDIANA COM 320218100 1080 40000 SH SOLE 0 0 40000 D FIRST HORIZON NATIONAL CORP COM 320517105 480 13200 SH SOLE 13200 0 0 D FIRST INDIANA CORP COM 32054R108 143 4200 SH SOLE 4200 0 0 D FIRST INDIANA CORP COM 32054R108 1068 31345 SH SOLE 0 0 31345 D FIRST MERCHANTS CORP COM 320817109 1395 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 682 22500 SH SOLE 22500 0 0 D FIRST PACTRUST BANCORP INC COM 33589V101 362 14000 SH SOLE 0 0 14000 D FIRST PLACE FINANCIAL /OHIO COM 33610T109 842 38000 SH SOLE 0 0 38000 D FIRST REPUBLIC BANK COM 336158100 40705 1155398 SH SOLE 1155398 0 0 D FIRST STATE BANCORPORATION COM 336453105 15225 718500 SH SOLE 718500 0 0 D FIRST STATE BANCORPORATION COM 336453105 890 42000 SH SOLE 0 0 42000 D FIRSTCITY FINANCIAL CORP COM 33761X107 84 6900 SH SOLE 6900 0 0 D FIRSTCITY FINANCIAL CORP COM 33761X107 2364 193800 SH SOLE 0 0 193800 D FISERV INC COM 337738108 2485 54175 SH SOLE 54175 0 0 D FISERV INC COM 337738108 1879 40960 SH SOLE 0 0 40960 D FIRSTMERIT CORP COM 337915102 110 4100 SH SOLE 4100 0 0 D FLAGSTAR BANCORP INC COM 337930101 45 2800 SH SOLE 2800 0 0 D FIRSTENERGY CORP COM 337932107 2757 52900 SH SOLE 52900 0 0 D FIRSTENERGY CORP COM 337932107 10 200 SH SOLE 0 0 200 D FISHER SCIENTIFIC INTL COM 338032204 737 11880 SH SOLE 11880 0 0 D FLORIDA PUBLIC UTILITIES COM 341135101 286 18000 SH SOLE 0 0 18000 D FLORIDA ROCK INDUSTRIES COM 341140101 202 3147 SH SOLE 3147 0 0 D FOODARAMA SUPERMARKETS COM 344820105 95 2700 SH SOLE 0 0 2700 D FOOT LOCKER INC COM 344849104 695 31700 SH SOLE 31700 0 0 D FORD MOTOR COM 345370860 2383 241700 SH SOLE 241700 0 0 D FORDING CANADIAN COAL TRUST COM 345425102 17 400 SH SOLE 400 0 0 D FOREST CITY ENTERPRISES CL A COM 345550107 1 20 SH 20 0 0 D FOREST LABS COM 345838106 1645 42200 SH SOLE 42200 0 0 D FOREST OIL CORP COM 346091705 610 11700 SH SOLE 11700 0 0 D FORMFACTOR INC COM 346375108 6647 291275 SH SOLE 291275 0 0 D FORRESTER RESH INC COM 346563109 11480 551397 SH SOLE 551397 0 0 D FORTUNE BRANDS COM 349631101 1295 15925 SH SOLE 15925 0 0 D FORTUNE BRANDS COM 349631101 81 1000 SH SOLE 0 0 1000 D FOSSIL INC COM 349882100 26946 1481372 SH SOLE 1481372 0 0 D FOUNDATION COAL HOLDINGS INC COM 35039W100 4802 124900 SH SOLE 124900 0 0 D FOX & HOUND RESTAURANT GROUP COM 351321104 255 25000 SH SOLE 0 0 25000 D FRANKLIN ELECTRIC CO COM 353514102 141 3400 SH SOLE 3400 0 0 D FRANKLIN RESOURCES INC COM 354613101 1209 14400 SH SOLE 14400 0 0 D FREEPORT MCMORAN COPPER B COM 35671D857 1050 21600 SH SOLE 21600 0 0 D FREESCALE SEMICONDUCTOR B COM 35687M206 1254 53189 SH SOLE 53189 0 0 D FREESCALE SEMICONDUCTOR B COM 35687M206 3 121 SH SOLE 0 0 121 D FREIGHTCAR AMERICA INC COM 357023100 269 6600 SH SOLE 6600 0 0 D FREIGHTCAR AMERICA INC COM 357023100 5811 142500 SH SOLE 0 0 142500 D FREMONT GENERAL CORP COM 357288109 106 4857 SH SOLE 4857 0 0 D FRESH BRANDS INC COM 35803U108 86 12000 SH SOLE 0 0 12000 D FRIEDMN BILLINGS RMSY -CL A COM 358434108 95 9300 SH SOLE 9300 0 0 D FRIEDMAN INDS INC COM 358435105 119 18000 SH SOLE 0 0 18000 D FRIEDMAN'S INC COM 358438109 2 48000 SH SOLE 0 0 48000 D FRONTIER OIL CORP COM 35914P105 80 1800 SH SOLE 1800 0 0 D FROZEN FOOD EXPRESS IND COM 359360104 367 35000 SH SOLE 0 0 35000 D FULTON FINANCIAL CORP COM 360271100 49 2931 SH SOLE 2931 0 0 D G & K SERVICES INC CL A COM 361268105 30626 777500 SH SOLE 777500 0 0 D GATX COM 361448103 1 22 SH 22 0 0 D GB&T BANCSHARES INC COM 361462104 2638 124250 SH SOLE 124250 0 0 D GB&T BANCSHARES INC COM 361462104 323 15200 SH SOLE 0 0 15200 D GEO GROUP INC COM 36159R103 133 5000 SH SOLE 5000 0 0 D GTSI CORP COM 36238K103 176 24000 SH SOLE 0 0 24000 D GAIAM INC COM 36268Q103 372 36000 SH SOLE 0 0 36000 D GALLAGHER COM 363576109 11 372 SH SOLE 372 0 0 D GANNETT CO INC COM 364730101 40549 589117 SH SOLE 589117 0 0 D GANNETT CO INC COM 364730101 9653 140250 SH SOLE 0 0 140250 D GAP INC COM 364760108 1323 75900 SH SOLE 75900 0 0 D GARDNER DENVER INC COM 365558105 24950 559423 SH SOLE 559423 0 0 D GARDNER DENVER INC COM 365558105 2812 63050 SH SOLE 0 0 63050 D GEHL CO COM 368483103 694 24900 SH SOLE 0 0 24900 D GEN-PROBE INC COM 36866T103 2 38 SH 38 0 0 D GENCORP INC COM 368682100 315 16900 SH SOLE 16900 0 0 D GENENTECH INC COM 368710406 3006 35700 SH SOLE 35700 0 0 D GENENTECH INC COM 368710406 659 7830 SH SOLE 0 0 7830 D GENERAL DYNAMICS COM 369550108 4232 35400 SH SOLE 35400 0 0 D GENERAL DYNAMICS COM 369550108 53 442 SH SOLE 0 0 442 D GENERAL ELECTRIC COM 369604103 82377 2446612 SH SOLE 2446612 0 0 D GENERAL ELECTRIC COM 369604103 36909 1096208 SH SOLE 0 0 1096208 D GENERAL GROWTH PROPERTIES INC COM 370021107 9 200 SH SOLE 200 0 0 D GENERAL MILLS COM 370334104 2378 49341 SH SOLE 49341 0 0 D GENERAL MILLS COM 370334104 63 1300 SH SOLE 0 0 1300 D GENERAL MOTORS COM 370442105 852 27822 SH SOLE 27822 0 0 D GENERAL MOTORS COM 370442105 260 8500 SH SOLE 0 0 8500 D GENESCO INC. COM 371532102 553 14840 SH SOLE 14840 0 0 D GENESEE CORP CL B COM 371601204 5 3200 SH SOLE 0 0 3200 D GENESIS HEALTHCARE CORP COM 37184D101 1 32 SH 32 0 0 D GENLYTE GROUP INC COM 372302109 591 12296 SH SOLE 12296 0 0 D GENUINE PARTS COM 372460105 1115 26000 SH SOLE 26000 0 0 D GENWORTH FINANCIAL INC CL A COM 37247D106 255 7900 SH SOLE 7900 0 0 D GEOALERT INC COM 37248X200 0 300 SH SOLE 300 0 0 D GENZYME CORP COM 372917104 1666 23260 SH SOLE 23260 0 0 D GEORGIA PACIFIC COM 373298108 1451 42600 SH SOLE 42600 0 0 D GEORGIA PACIFIC COM 373298108 94 2750 SH SOLE 0 0 2750 D GETTY IMAGES INC COM 374276103 594 6900 SH SOLE 6900 0 0 D GIANT INDS INC COM 374508109 470 8028 SH SOLE 8028 0 0 D GIANT INDS INC COM 374508109 1229 21000 SH SOLE 0 0 21000 D GIBRALTAR INDUSTRIES INC COM 374689107 6540 285964 SH SOLE 285964 0 0 D GIBRALTAR INDUSTRIES INC COM 374689107 1921 84000 SH SOLE 0 0 84000 D GILEAD SCIENCES INC COM 375558103 2082 42700 SH SOLE 42700 0 0 D GILLETTE COM 375766102 8420 144665 SH SOLE 144665 0 0 D GILLETTE COM 375766102 11392 195740 SH SOLE 0 0 195740 D GLOBAL PAYMENTS INC COM 37940X102 78 1000 SH SOLE 1000 0 0 D GLOBAL POWER EQUIPMENT GROUP COM 37941P108 21096 2958750 SH SOLE 2958750 0 0 D GOLDEN WEST FINANCIAL COM 381317106 1675 28200 SH SOLE 28200 0 0 D GOLDEN WEST FINANCIAL COM 381317106 831 14000 SH SOLE 0 0 14000 D GOLDMAN SACHS GROUP INC COM 38141G104 11129 91536 SH SOLE 91536 0 0 D GOLDMAN SACHS GROUP INC COM 38141G104 877 7215 SH SOLE 0 0 7215 D GOODRICH CORP COM 382388106 559 12600 SH SOLE 12600 0 0 D GOODRICH PETROLEUM CORP COM 382410405 49 2100 SH SOLE 2100 0 0 D GOODRICH PETROLEUM CORP COM 382410405 1124 47900 SH SOLE 0 0 47900 D GOODYEAR TIRE & RUBBER COM 382550101 504 32300 SH SOLE 32300 0 0 D GOODYS FAMILY CLOTHING INC COM 382588101 719 95000 SH SOLE 0 0 95000 D GOOGLE INC CL A COM 38259P508 348 1100 SH SOLE 1100 0 0 D GRAINGER W W COM 384802104 1372 21800 SH SOLE 21800 0 0 D GRAINGER W W COM 384802104 327 5200 SH SOLE 0 0 5200 D GRANT PRIDECO INC COM 38821G101 1065 26200 SH SOLE 26200 0 0 D GRAY TELEVISION INC CL B COM 389375106 20609 1946050 SH SOLE 1946050 0 0 D GREAT PLAINS ENERGY INC COM 391164100 84 2817 SH SOLE 2817 0 0 D GREEN MOUNTAIN POWER CO COM 393154109 477 14500 SH SOLE 0 0 14500 D GREENHILL & CO LLC COM 395259104 1283 30778 SH SOLE 30778 0 0 D GREY WOLF INC COM 397888108 2 180 SH 180 0 0 D GTECH HOLDINGS COM 400518106 29 900 SH SOLE 900 0 0 D GUESS INC COM 401617105 272 12700 SH SOLE 12700 0 0 D GUIDANT CORP COM 401698105 2372 34430 SH SOLE 34430 0 0 D GUIDANT CORP COM 401698105 4942 71740 SH SOLE 0 0 71740 D GULF ISLAND FABRICATION COM 402307102 377 13100 SH SOLE 13100 0 0 D GULF ISLAND FABRICATION COM 402307102 9364 325700 SH SOLE 0 0 325700 D HCA INC COM 404119109 10891 227270 SH SOLE 227270 0 0 D HCA INC COM 404119109 1946 40600 SH SOLE 0 0 40600 D HCC INSURANCE HOLDINGS INC COM 404132102 18947 664112 SH SOLE 664112 0 0 D HNI CORP COM 404251100 36 600 SH SOLE 600 0 0 D HMS HOLDINGS CORP COM 40425J101 4754 685950 SH SOLE 685950 0 0 D HMS HOLDINGS CORP COM 40425J101 6446 930132 SH SOLE 0 0 930132 D HRPT PROPERTIES TRUST COM 40426W101 316 25500 SH SOLE 25500 0 0 D HAEMONETICS CORPORATION COM 405024100 153 3226 SH SOLE 3226 0 0 D HAIN CELESTIAL GROUP INC COM 405217100 1 57 SH 57 0 0 D HALLIBURTON COM 406216101 3410 49770 SH SOLE 49770 0 0 D HALLIBURTON COM 406216101 329 4800 SH SOLE 0 0 4800 D HAMPSHIRE GROUP LTD COM 408859106 614 26000 SH SOLE 0 0 26000 D HANCOCK FABRICS COM 409900107 5652 839748 SH SOLE 839748 0 0 D HANCOCK FABRICS COM 409900107 5119 760575 SH SOLE 0 0 760575 D HANMI FINL CORP COM 410495105 26399 1470719 SH SOLE 1470719 0 0 D HANMI FINL CORP COM 410495105 4500 250696 SH SOLE 0 0 250696 D HANSEN NATURAL CORP COM 411310105 47 1000 SH SOLE 1000 0 0 D HARDINGE INC COM 412324303 378 25750 SH SOLE 0 0 25750 D HARLEY DAVIDSON INC COM 412822108 1526 31510 SH SOLE 31510 0 0 D HARMAN INTL INDS INC COM 413086109 104 1020 SH SOLE 1020 0 0 D HARRAH'S ENTERTAINMENT COM 413619107 1545 23701 SH SOLE 23701 0 0 D HARRINGTON WEST FINANCIAL GROUPCOM 41383L104 1235 72700 SH SOLE 72700 0 0 D HARRINGTON WEST FINANCIAL GROUPCOM 41383L104 3588 211200 SH SOLE 0 0 211200 D HARRIS CORP COM 413875105 1350 32300 SH SOLE 32300 0 0 D HARSCO CORP COM 415864107 4210 64200 SH SOLE 64200 0 0 D HARTE HANKS COMMUN INC COM 416196103 9 350 SH SOLE 350 0 0 D HARTFORD FINL SRVCS GRP COM 416515104 5047 65400 SH SOLE 65400 0 0 D HARTMARX CORP COM 417119104 262 40000 SH SOLE 0 0 40000 D HARVEST NATURAL RESOURCES INC COM 41754V103 1052 98000 SH SOLE 0 0 98000 D HASBRO INC COM 418056107 1767 89900 SH SOLE 89900 0 0 D HASTINGS ENTERTAINMENT INC COM 418365102 122 21000 SH SOLE 0 0 21000 D HAWAIIAN ELECTRIC INDS COM 419870100 84 3000 SH SOLE 3000 0 0 D HAWKINS INC COM 420261109 397 29000 SH SOLE 0 0 29000 D HEALTHCARE SVCS GROUP COM 421906108 4889 253975 SH SOLE 253975 0 0 D HEALTHCARE SVCS GROUP COM 421906108 1429 74250 SH SOLE 0 0 74250 D HEALTH CARE PROPERTY INVESTORS COM 421915109 200 7400 SH SOLE 7400 0 0 D HEALTH MANAGEMENT ASSOC COM 421933102 324 13800 SH SOLE 13800 0 0 D HEALTHCARE REALTY TRUST INC COM 421946104 209 5200 SH SOLE 5200 0 0 D HEALTHCARE REALTY TRUST INC COM 421946104 173 4300 SH SOLE 0 0 4300 D HEADWATERS INC COM 42210P102 32362 865287 SH SOLE 865287 0 0 D HEALTH CARE REIT INC COM 42217K106 134 3600 SH SOLE 3600 0 0 D HEALTHEXTRAS INC COM 422211102 148 6900 SH SOLE 6900 0 0 D HEALTH NET INC COM 42222G108 99 2100 SH SOLE 2100 0 0 D HEALTHTRONICS INC COM 42222L107 817 82000 SH SOLE 0 0 82000 D HEARTLAND EXPRESS INC COM 422347104 22998 1130671 SH SOLE 1130671 0 0 D HEICO CORP COM 422806109 8854 381625 SH SOLE 381625 0 0 D HEICO CORP COM 422806109 1624 70000 SH SOLE 0 0 70000 D HEICO CORP CL A COM 422806208 1440 80900 SH SOLE 0 0 80900 D HEINZ COM 423074103 1509 41300 SH SOLE 41300 0 0 D HEINZ COM 423074103 132 3610 SH SOLE 0 0 3610 D HELIX TECHNOLOGY CORP COM 423319102 17479 1185025 SH SOLE 1185025 0 0 D HELMERICH & PAYNE COM 423452101 380 6300 SH SOLE 6300 0 0 D HERCULES COM 427056106 320 26200 SH SOLE 26200 0 0 D HERLEY INDS INC DEL COM 427398102 119 6400 SH SOLE 6400 0 0 D HERLEY INDS INC DEL COM 427398102 2692 144500 SH SOLE 0 0 144500 D HERSHEY COMPANY COM 427866108 1030 18300 SH SOLE 18300 0 0 D HEWITT ASSOCIATES INC CL A COM 42822Q100 8 300 SH SOLE 300 0 0 D HEWLETT PACKARD CO COM 428236103 17435 597074 SH SOLE 597074 0 0 D HEWLETT PACKARD CO COM 428236103 187 6400 SH SOLE 0 0 6400 D HEXCEL CORP COM 428291108 132 7200 SH SOLE 7200 0 0 D HIBERNIA CORP CL A COM 428656102 144 4800 SH SOLE 4800 0 0 D HILLENBRAND INDUSTRIES COM 431573104 38 800 SH SOLE 800 0 0 D HILTON HOTELS CORP COM 432848109 2792 125100 SH SOLE 125100 0 0 D HOLLY CORPORATION COM 435758305 678 10600 SH SOLE 10600 0 0 D HOLOGIC INC COM 436440101 723 12515 SH SOLE 12515 0 0 D HOME FEDERAL BANCORP INDIANA COM 436926109 327 13000 SH SOLE 0 0 13000 D HOME DEPOT COM 437076102 9595 251561 SH SOLE 251561 0 0 D HOME DEPOT COM 437076102 900 23602 SH SOLE 0 0 23602 D HONEYWELL INTL INC COM 438516106 4155 110800 SH SOLE 110800 0 0 D HOOKER FURNITURE CORP COM 439038100 40 2392 SH SOLE 0 0 2392 D HORMEL FOODS CORP COM 440452100 99 3000 SH SOLE 3000 0 0 D HOSPIRA INC COM 441060100 2175 53088 SH SOLE 53088 0 0 D HOSPIRA INC COM 441060100 1905 46497 SH SOLE 0 0 46497 D HOSPITALITY PROPERTIES TRUST COM 44106M102 150 3500 SH SOLE 3500 0 0 D HOST MARRIOTT CORP COM 44107P104 1034 61200 SH SOLE 61200 0 0 D HOUSTON EXPLORATION CO COM 442120101 94 1400 SH SOLE 1400 0 0 D HOVNANIAN ENTRPRS INC -CL A COM 442487203 10 200 SH SOLE 200 0 0 D HUB INTERNATIONAL LIMITED COM 44332P101 1950 86000 SH SOLE 0 0 86000 D HUBBELL INC CLASS B COM 443510201 53 1134 SH SOLE 1134 0 0 D HUDSON CITY BANCORP COM 443683107 446 37500 SH SOLE 37500 0 0 D HUDSON HIGHLAND GROUP INC COM 443792106 1915 76700 SH SOLE 76700 0 0 D HUGHES SUPPLY INC COM 444482103 20192 619399 SH SOLE 619399 0 0 D HUGHES SUPPLY INC COM 444482103 1928 59150 SH SOLE 0 0 59150 D HUMANA INC COM 444859102 857 17900 SH SOLE 17900 0 0 D HUNTINGTON BANCSHARES COM 446150104 497 22100 SH SOLE 22100 0 0 D HUNTSMAN CORP COM 447011107 147 7500 SH SOLE 7500 0 0 D HUTCHINSON TECHNOLOGY COM 448407106 1 48 SH 48 0 0 D HYPERCOM CORP COM 44913M105 119 18300 SH SOLE 18300 0 0 D HYPERCOM CORP COM 44913M105 2860 438600 SH SOLE 0 0 438600 D HYPERION SOLUTIONS CORP COM 44914M104 10 200 SH SOLE 200 0 0 D IAC/INTERACTIVECORP COM 44919P300 117 4600 SH SOLE 4600 0 0 D ICU MED INC COM 44930G107 6 200 SH SOLE 200 0 0 D IMS HEALTH INC COM 449934108 569 22600 SH SOLE 22600 0 0 D ISTAR FINANCIAL INC COM 45031U101 295 7300 SH SOLE 7300 0 0 D ITT EDUCATIONAL SVCS INC COM 45068B109 1731 35069 SH SOLE 35069 0 0 D ITT INDUSTRIES INC COM 450911102 1056 9300 SH SOLE 9300 0 0 D IDEX CORP COM 45167R104 29631 696375 SH SOLE 696375 0 0 D IDEXX LABORATORIES INC COM 45168D104 7 100 SH SOLE 100 0 0 D IDENTIX INC COM 451906101 16 3374 SH SOLE 3374 0 0 D ILLINOIS TOOL WORKS COM 452308109 2266 27526 SH SOLE 27526 0 0 D ILLINOIS TOOL WORKS COM 452308109 749 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 IMAGISTICS INTERNATIONAL INC COM 45247T104 1883 45000 SH SOLE 0 0 45000 D IMMUCOR INC COM 452526106 1 29 SH 29 0 0 D IMPERIAL OIL LTD COM 453038408 23 200 SH SOLE 200 0 0 D INDUSTRIAL DISTRIBUTION GROUP ICOM 456061100 184 20000 SH SOLE 0 0 20000 D INDYMAC BANCORP INC COM 456607100 534 13500 SH SOLE 13500 0 0 D INFORTE CORP COM 45677R107 134 32000 SH SOLE 0 0 32000 D INFOSPACE INC COM 45678T201 1 29 SH 29 0 0 D INGLES MARKETS INC CL A COM 457030104 1059 67000 SH SOLE 0 0 67000 D INGRAM MICRO INC. CL A COM 457153104 70 3800 SH SOLE 3800 0 0 D INNKEEPERS USA TRUST COM 4576J0104 99 6400 SH SOLE 6400 0 0 D INTEGRAL SYSTEMS INC COM 45810H107 722 35000 SH SOLE 0 0 35000 D INTEGRAMED AMERICA INC COM 45810N302 156 13000 SH SOLE 0 0 13000 D INTEL CORPORATION COM 458140100 18910 767130 SH SOLE 767130 0 0 D INTEL CORPORATION COM 458140100 4050 164286 SH SOLE 0 0 162286 D INTERACTIVE DATA CORP COM 45840J107 45 2000 SH SOLE 2000 0 0 D INTERFACE INC CL A COM 458665106 17858 2161990 SH SOLE 2161990 0 0 D INTERFACE INC CL A COM 458665106 1878 227375 SH SOLE 0 0 227375 D INTERGRAPH CORP. COM 458683109 244 5466 SH SOLE 5466 0 0 D INTERLINE BRANDS INC. COM 458743101 21251 1011450 SH SOLE 1011450 0 0 D INTERNATIONAL BANCSHARES CORP COM 459044103 48 1600 SH SOLE 1600 0 0 D INTL BUSINESS MACHINES COM 459200101 58199 725494 SH SOLE 725494 0 0 D INTL BUSINESS MACHINES COM 459200101 13839 172509 SH SOLE 0 0 172509 D INTERNATL FLAVORS & FRAGRANCES COM 459506101 492 13800 SH SOLE 13800 0 0 D INTERNATIONAL GAMES TECH COM 459902102 599 22200 SH SOLE 22200 0 0 D INTERNATIONAL PAPER COM 460146103 139 4661 SH SOLE 0 0 4661 D INTERNATIONAL RECTIFIER CORP COM 460254105 9 200 SH SOLE 200 0 0 D INTERNATIONAL SHIPHOLDING COM 460321201 290 17000 SH SOLE 0 0 17000 D INTERNET SECURITY SYSTEMS INC COM 46060X107 144 6000 SH SOLE 6000 0 0 D INTERNET COMMERCE AND COMMUNICACOM 46061G103 0 400 SH SOLE 400 0 0 D INTERPOOL INC COM 46062R108 582 31900 SH SOLE 0 0 31900 D INTERPUBLIC GROUP COS. COM 460690100 23 2000 SH SOLE 2000 0 0 D INTERSIL CORP COM 46069S109 24 1100 SH SOLE 1100 0 0 D INTERTAPE POLYMER GROUP COM 460919103 9695 1355878 SH SOLE 1355878 0 0 D INTERTAPE POLYMER GROUP COM 460919103 6321 884100 SH SOLE 0 0 884100 D INTUIT COM 461202103 820 18300 SH SOLE 18300 0 0 D INVACARE CORP COM 461203101 363 8700 SH SOLE 8700 0 0 D INTUITIVE SURGICAL INC COM 46120E602 2 27 SH 27 0 0 D INVERNESS MEDICAL INNOVATION COM 46126P106 8932 336689 SH SOLE 336689 0 0 D INVERNESS MEDICAL INNOVATION COM 46126P106 850 32050 SH SOLE 0 0 32050 D INVESTORS TITLE CO COM 461804106 23 600 SH SOLE 600 0 0 D INVESTORS TITLE CO COM 461804106 324 8300 SH SOLE 0 0 8300 D INVITROGEN CORP COM 46185R100 135 1800 SH SOLE 1800 0 0 D IPASS INC COM 46261V108 123 22800 SH SOLE 22800 0 0 D IPSCO INC COM 462622101 157 2200 SH SOLE 2200 0 0 D IPAYMENT INC COM 46262E105 11741 310275 SH SOLE 310275 0 0 D IRON MTN INC PA COM 462846106 3892 106055 SH SOLE 106055 0 0 D IRON MTN INC PA COM 462846106 1377 37525 SH SOLE 0 0 37525 D ISLE OF CAPRI CASINOS INC COM 464592104 1839 86000 SH SOLE 0 0 86000 D IVAX CORP COM 465823102 24 900 SH SOLE 900 0 0 D J A B INTERNATIONAL INC COM 466078102 0 3 SH SOLE 3 0 0 D J ALEXANDERS CORP COM 466096104 79 9300 SH SOLE 0 0 9300 D JDA SOFTWARE GROUP INC COM 46612K108 5274 347420 SH SOLE 347420 0 0 D JDA SOFTWARE GROUP INC COM 46612K108 603 39700 SH SOLE 0 0 39700 D J JILL GROUP INC COM 466189107 131 8250 SH SOLE 8250 0 0 D JPMORGAN CHASE & COMPANY COM 46625H100 14218 419030 SH SOLE 419030 0 0 D JPMORGAN CHASE & COMPANY COM 46625H100 598 17610 SH SOLE 0 0 17610 D JABIL CIRCUIT INC COM 466313103 560 18100 SH SOLE 18100 0 0 D JACK IN THE BOX INC COM 466367109 2 58 SH 58 0 0 D JACOBS ENGR GROUP INC DEL COM 469814107 81 1200 SH SOLE 1200 0 0 D JAKKS PACIFIC INC COM 47012E106 2 100 SH 100 0 0 D JAKKS PACIFIC INC COM 47012E106 1185 73000 SH SOLE 0 0 73000 D JANUS CAPITAL GROUP INC COM 47102X105 444 30700 SH SOLE 30700 0 0 D JEFFERIES GROUP INC COM 472319102 25907 594875 SH SOLE 594875 0 0 D JEFFERSON BANCSHARES INC COM 472375104 311 24000 SH SOLE 0 0 24000 D JEFFERSON PILOT COM 475070108 1034 20200 SH SOLE 20200 0 0 D JETBLUE AIRWAYS CORP COM 477143101 11832 672250 SH SOLE 672250 0 0 D JOHNSON & JOHNSON COM 478160104 26813 423722 SH SOLE 423722 0 0 D JOHNSON & JOHNSON COM 478160104 15346 242505 SH SOLE 0 0 242505 D JOHNSON CTLS INC COM 478366107 1117 18000 SH SOLE 18000 0 0 D JOHNSON CTLS INC COM 478366107 62 1000 SH SOLE 0 0 1000 D JONES APPAREL GROUP INC COM 480074103 581 20400 SH SOLE 20400 0 0 D JOY GLOBAL INC COM 481165108 676 13400 SH SOLE 13400 0 0 D JUNIPER NETWORKS INC COM 48203R104 24 1000 SH SOLE 0 0 1000 D KCS ENERGY INC COM 482434206 165 6000 SH SOLE 6000 0 0 D KKR FINANCIAL CORP COM 482476306 1110 49900 SH SOLE 49900 0 0 D KLA TENCOR CORP COM 482480100 1604 32900 SH SOLE 32900 0 0 D KLA TENCOR CORP COM 482480100 139 2850 SH SOLE 0 0 2850 D K MART Corp COM 482584109 0 3380 SH SOLE 0 0 3380 D K2 INC COM 482732104 954 83657 SH SOLE 0 0 83657 D K V PHARMACEUTICAL CO COM 482740107 17 950 SH SOLE 950 0 0 D KAYDON CORP COM 486587108 33932 1194375 SH SOLE 1194375 0 0 D KB HOME COM 48666K109 732 10000 SH SOLE 10000 0 0 D KEITHLEY INSTRUMENTS INC COM 487584104 16800 1150685 SH SOLE 1150685 0 0 D KELLOGG COM 487836108 33644 729340 SH SOLE 729340 0 0 D KELLOGG COM 487836108 8051 174530 SH SOLE 0 0 174530 D KELLWOOD CO COM 488044108 161 6245 SH SOLE 6245 0 0 D KERR MCGEE COM 492386107 1492 15369 SH SOLE 15369 0 0 D KEWAUNEE SCIENTIFIC CORP COM 492854104 63 7100 SH SOLE 0 0 7100 D KEY TECHNOLOGY INC COM 493143101 3883 273463 SH SOLE 273463 0 0 D KEY TECHNOLOGY INC COM 493143101 170 12000 SH SOLE 0 0 12000 D KEYCORP COM 493267108 2288 70940 SH SOLE 70940 0 0 D KEYCORP COM 493267108 254 7866 SH SOLE 0 0 7866 D KEYSPAN CORP COM 49337W100 1170 31800 SH SOLE 31800 0 0 D KIMBERLY CLARK COM 494368103 31936 536469 SH SOLE 536469 0 0 D KIMBERLY CLARK COM 494368103 8555 143710 SH SOLE 0 0 143710 D KIMCO REALTY CORP COM 49446R109 399 12700 SH SOLE 12700 0 0 D KINDER MORGAN INC KANS COM 49455P101 1039 10800 SH SOLE 10800 0 0 D KINDER MORGAN INC KANS COM 49455P101 3870 40250 SH SOLE 0 0 40250 D KINDER MORGAN MANAGEMENT LLC COM 49455U100 51 1033 SH SOLE 1033 0 0 D KINETIC CONCEPTS INC COM 49460W208 17 300 SH SOLE 300 0 0 D KING PHARMACEUTICALS INC COM 495582108 780 50700 SH SOLE 50700 0 0 D KNAPE - VOGT COM 498782101 168 12807 SH SOLE 0 0 12807 D KNIGHT RIDDER COM 499040103 552 9400 SH SOLE 9400 0 0 D KNIGHT TRANSPORTATION COM 499064103 24460 1004108 SH SOLE 1004108 0 0 D KOPIN CORP COM 500600101 14 2000 SH SOLE 2000 0 0 D KOS PHARMACEUTICALS INC COM 500648100 13 200 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 113 18100 SH SOLE 18100 0 0 D KROGER COM 501044101 2191 106401 SH SOLE 106401 0 0 D KRONOS INC COM 501052104 1 22 SH 22 0 0 D LCA-VISION INC COM 501803308 1 35 SH 35 0 0 D LSB CORP COM 50215P100 184 11000 SH SOLE 0 0 11000 D LSI LOGIC CORP COM 502161102 1464 148600 SH SOLE 148600 0 0 D LSI INDUSTRIES INC COM 50216C108 293 15400 SH SOLE 15400 0 0 D LSI INDUSTRIES INC COM 50216C108 7248 381487 SH SOLE 0 0 381487 D LTWC CORP COM 502386105 0 284 SH 0 0 284 D L-3 COMMUNICATIONS HLDGS INC COM 502424104 1129 14280 SH SOLE 14280 0 0 D LABARGE INC COM 502470107 7835 606400 SH SOLE 606400 0 0 D LABONE INC COM 50540L105 114 2625 SH SOLE 2625 0 0 D LABORATORY CORP AMER HLDGS COM 50540R409 516 10600 SH SOLE 10600 0 0 D LADISH CO INC COM 505754200 645 37000 SH SOLE 0 0 37000 D LAFARGE NORTH AMERICA INC. COM 505862102 128 1900 SH SOLE 1900 0 0 D LAIDLAW INTERNATIONAL INC COM 50730R102 167 6900 SH SOLE 6900 0 0 D LAKELAND INDUSTRIES INC COM 511795106 214 12100 SH SOLE 0 0 12100 D LAM RESEARCH CORP COM 512807108 40 1300 SH SOLE 1300 0 0 D LAMAR ADVERTISING CO COM 512815101 18 400 SH SOLE 400 0 0 D LANDAUER INC COM 51476K103 245 5000 SH SOLE 5000 0 0 D LANDAUER INC COM 51476K103 5968 121800 SH SOLE 0 0 121800 D LANDAMERICA FINANCIAL GROUP COM 514936103 92 1430 SH SOLE 1430 0 0 D LANDSTAR SYSTEMS INC COM 515098101 38608 964480 SH SOLE 964480 0 0 D LANNETT CO INC COM 516012101 155 30000 SH SOLE 0 0 30000 D LASALLE HOTEL PROPERTIES COM 517942108 176 5100 SH SOLE 5100 0 0 D LASALLE HOTEL PROPERTIES COM 517942108 3927 114000 SH SOLE 0 0 114000 D LEAR CORP COM 521865105 99 2900 SH SOLE 2900 0 0 D LECROY CORP COM 52324W109 325 21900 SH SOLE 21900 0 0 D LEE ENTERPRISES COM 523768109 123 2900 SH SOLE 2900 0 0 D LEGG MASON INC COM 524901105 176 1600 SH SOLE 1600 0 0 D LEHMAN BROTHERS HOLDINGS COM 524908100 6564 56352 SH SOLE 56352 0 0 D LEHMAN BROTHERS HOLDINGS COM 524908100 111 950 SH SOLE 0 0 950 D LENNAR CORP Cl A COM 526057104 299 5000 SH SOLE 5000 0 0 D LEUCADIA NATIONAL CORP COM 527288104 86 2000 SH SOLE 2000 0 0 D LEXMARK INTERNATIONAL INC CL A COM 529771107 726 11900 SH SOLE 11900 0 0 D LIBBEY INC COM 529898108 158 10400 SH SOLE 10400 0 0 D LIBBEY INC COM 529898108 3452 227100 SH SOLE 0 0 227100 D LIBERTY GLOBAL INC - A COM 530555101 174 6437 SH SOLE 6437 0 0 D LIBERTY HOMES INC CL A COM 530582204 53 7600 SH SOLE 0 0 7600 D LIBERTY MEDIA CORP - A COM 530718105 1 175 SH SOLE 175 0 0 D LIBERTY PROPERTY TRUST COM 531172104 242 5700 SH SOLE 5700 0 0 D LIFEPOINT HOSPITALS INC COM 53219L109 13 300 SH SOLE 300 0 0 D LIGHTBRIDGE INC COM 532226107 614 76000 SH SOLE 0 0 76000 D LIFETIME BRANDS INC COM 53222Q103 832 31000 SH SOLE 0 0 31000 D LILLY ELI & CO COM 532457108 2238 41820 SH SOLE 41820 0 0 D LILLY ELI & CO COM 532457108 2394 44725 SH SOLE 0 0 44725 D LIMITED BRANDS COM 532716107 44575 2181850 SH SOLE 2181850 0 0 D LIMITED BRANDS COM 532716107 10977 537290 SH SOLE 0 0 537290 D LIN TV CORP CL A COM 532774106 17399 1247250 SH SOLE 1247250 0 0 D LINCARE HOLDINGS INC COM 532791100 33 800 SH SOLE 800 0 0 D LINCOLN ELECTRIC HLDGS INC COM 533900106 39 1000 SH SOLE 1000 0 0 D LINCOLN NATL CORP COM 534187109 1956 37600 SH SOLE 37600 0 0 D LINCOLN NATL CORP COM 534187109 156 3000 SH SOLE 0 0 3000 D LINDSAY MANUFACTURING CO COM 535555106 33 1500 SH SOLE 1500 0 0 D LINDSAY MANUFACTURING CO COM 535555106 700 31800 SH SOLE 0 0 31800 D LINEAR TECH CORP COM 535678106 7608 202386 SH SOLE 202386 0 0 D LINEAR TECH CORP COM 535678106 14428 383815 SH SOLE 0 0 383815 D LIZ CLAIBORNE COM 539320101 889 22600 SH SOLE 22600 0 0 D LOJACK CORP COM 539451104 3841 181674 SH SOLE 181674 0 0 D LOCKHEED MARTIN CORP COM 539830109 28168 461476 SH SOLE 461476 0 0 D LOCKHEED MARTIN CORP COM 539830109 6074 99502 SH SOLE 0 0 99502 D LOEWS CORP COM 540424108 2837 30700 SH SOLE 30700 0 0 D LOWES CORP - CAROLINA GROUP COM 540424207 299 7555 SH SOLE 7555 0 0 D LONE STAR TECHNOLOGIES INC COM 542312103 306 5500 SH SOLE 5500 0 0 D LOUISIANA PACIFIC COM 546347105 390 14100 SH SOLE 14100 0 0 D LOUISIANA PACIFIC COM 546347105 33 1200 SH SOLE 0 0 1200 D LOWES COMPANIES COM 548661107 5638 87545 SH SOLE 87545 0 0 D LOWES COMPANIES COM 548661107 1591 24700 SH SOLE 0 0 24700 D LUBRIZOL COM 549271104 195 4500 SH SOLE 4500 0 0 D LUBYS INC COM 549282101 16 1200 SH SOLE 1200 0 0 D LUCENT TECHNOLOGIES COM 549463107 37 11377 SH SOLE 11377 0 0 D LUCENT TECHNOLOGIES COM 549463107 11 3512 SH SOLE 0 0 3512 D LUFKIN INDUSTRIES INC COM 549764108 218 5000 SH SOLE 5000 0 0 D LUFKIN INDUSTRIES INC COM 549764108 1742 40000 SH SOLE 0 0 40000 D LUMINENT MORTGAGE CAPITAL INC COM 550278303 5 600 SH SOLE 600 0 0 D LYONDELL CHEMICAL CO COM 552078107 599 20943 SH SOLE 20943 0 0 D M & F WORLDWIDE CORP COM 552541104 824 53000 SH SOLE 0 0 53000 D M & T BANK CORP COM 55261F104 1173 11100 SH SOLE 11100 0 0 D MBIA COM 55262C100 1070 17650 SH SOLE 17650 0 0 D MBIA COM 55262C100 66 1090 SH SOLE 0 0 1090 D MBNA CORP COM 55262L100 3952 160400 SH SOLE 160400 0 0 D MB FINANCIAL INC COM 55264U108 15274 391840 SH SOLE 391840 0 0 D M D C HLDGS INC COM 552676108 88 1110 SH SOLE 1110 0 0 D MDU RESOURCES GROUP COM 552690109 169 4750 SH SOLE 4750 0 0 D MDU RESOURCES GROUP COM 552690109 14 387 SH SOLE 0 0 387 D MCI INC COM 552691107 487 19200 SH SOLE 19200 0 0 D MCSI INC COM 55270M108 1 65000 SH SOLE 0 0 65000 D MEMC ELECTRONIC MATERIALS COM 552715104 25 1100 SH SOLE 1100 0 0 D MFC BANCORP LTD COM 55271X202 923 37000 SH SOLE 0 0 37000 D MFC DEVELOPMENT CORP COM 55272V106 6 3037 SH SOLE 0 0 3037 D MFA MORTGAGE INVESTMENTS INC COM 55272X102 0 55 SH 55 0 0 D MFA MORTGAGE INVESTMENTS INC COM 55272X102 1067 174000 SH SOLE 0 0 174000 D MGIC INVESTMENT COM 552848103 1650 25700 SH SOLE 25700 0 0 D MGM MIRAGE COM 552953101 83 1900 SH SOLE 1900 0 0 D M G P INGREDIENTS INC COM 55302G103 493 44000 SH SOLE 0 0 44000 D M I HOMES INC COM 55305B101 2051 37800 SH SOLE 0 0 37800 D MIVA INC COM 55311R108 422 70000 SH SOLE 0 0 70000 D MSC INDL DIRECT INC COM 553530106 7 200 SH SOLE 200 0 0 D MSC.SOFTWARE CORP COM 553531104 8686 552560 SH SOLE 552560 0 0 D MTS MEDICATION TECHNOLOGIES COM 553773102 46 8100 SH SOLE 8100 0 0 D MTS SYSTEMS CORP COM 553777103 389 10300 SH SOLE 10300 0 0 D MAC-GRAY CORP COM 554153106 606 46800 SH SOLE 46800 0 0 D MAC-GRAY CORP COM 554153106 3678 284000 SH SOLE 0 0 284000 D MACATAWA BANK CORP COM 554225102 328 9600 SH SOLE 9600 0 0 D MACDERMID INC COM 554273102 14140 538475 SH SOLE 538475 0 0 D MACERICH COMPANY COM 554382101 65 1000 SH SOLE 1000 0 0 D MACK-CALI REALTY CORPORATION COM 554489104 157 3500 SH SOLE 3500 0 0 D MACROMEDIA INC COM 556100105 16 400 SH SOLE 400 0 0 D MAIN STREET BANKS INC COM 56034R102 806 30075 SH SOLE 30075 0 0 D MAINE & MARITIMES CORP COM 560377103 97 4900 SH SOLE 0 0 4900 D MAIR HOLDINGS INC COM 560635104 338 58000 SH SOLE 0 0 58000 D MANITOWOC COMPANY INC COM 563571108 12150 241789 SH SOLE 241789 0 0 D MANITOWOC COMPANY INC COM 563571108 1040 20700 SH SOLE 0 0 20700 D MANOR CARE INC COM 564055101 261 6800 SH SOLE 6800 0 0 D MANPOWER INC COM 56418H100 58 1300 SH SOLE 1300 0 0 D MARATHON OIL CORP COM 565849106 5169 74985 SH SOLE 74985 0 0 D MARINEMAX INC COM 567908108 1096 43000 SH SOLE 0 0 43000 D MARINE PRODUCTS CORP COM 568427108 174 15800 SH SOLE 15800 0 0 D MARITRANS INC COM 570363101 736 23000 SH SOLE 0 0 23000 D MARSH & MCLENNAN COM 571748102 826 27180 SH SOLE 27180 0 0 D MARSH & MCLENNAN COM 571748102 319 10500 SH SOLE 0 0 10500 D MARSH SUPERMARKETS CL B COM 571783208 334 28125 SH SOLE 0 0 28125 D MARSH SUPERMARKETS CL A COM 571783307 235 20425 SH SOLE 0 0 20425 D MARSHALL & ILSLEY CORP COM 571834100 1136 26100 SH SOLE 26100 0 0 D MARRIOTT INTL INC CL A COM 571903202 1638 26000 SH SOLE 26000 0 0 D MARTEN TRANSPORT LTD COM 573075108 19729 779800 SH SOLE 779800 0 0 D MARTEN TRANSPORT LTD COM 573075108 993 39250 SH SOLE 0 0 39250 D MARTIN MARIETTA MATERIALS COM 573284106 86 1100 SH SOLE 1100 0 0 D MARVEL ENTERTAINMENT INC COM 57383T103 13 745 SH SOLE 745 0 0 D MASCO COM 574599106 2221 72402 SH SOLE 72402 0 0 D MASSEY ENERGY CO COM 576206106 1812 35473 SH SOLE 35473 0 0 D MATRIA HEALTHCARE INC COM 576817209 1 18 SH 18 0 0 D MATRIA HEALTHCARE INC COM 576817209 1642 43500 SH SOLE 0 0 43500 D MATRIX BANCORP INC COM 576819106 244 19000 SH SOLE 0 0 19000 D MATRIXONE INC COM 57685P304 576 109600 SH SOLE 109600 0 0 D MATTEL INC. COM 577081102 776 46500 SH SOLE 46500 0 0 D MATTHEWS INTL CORP CL A COM 577128101 19515 516400 SH SOLE 516400 0 0 D MAXIM INTEGRATED PRODUCTS COM 57772K101 3745 87810 SH SOLE 87810 0 0 D MAXIM INTEGRATED PRODUCTS COM 57772K101 6683 156700 SH SOLE 0 0 156700 D MAYTAG CORP COM 578592107 593 32500 SH SOLE 32500 0 0 D MC AFEE INC COM 579064106 79 2500 SH SOLE 2500 0 0 D MCCORMICK & CO. COM 579780206 310 9500 SH SOLE 9500 0 0 D MCCORMICK & SCHMICK'S SEAFOOD RCOM 579793100 2910 137800 SH SOLE 137800 0 0 D MCDATA CORP CL A COM 580031201 0 4 SH SOLE 4 0 0 D MCDATA CORP CL A COM 580031201 538 102700 SH SOLE 0 0 102700 D MCDONALDS CORP COM 580135101 22688 677459 SH SOLE 677459 0 0 D MCDONALDS CORP COM 580135101 8901 265786 SH SOLE 0 0 265786 D MCGRATH RENTCORP COM 580589109 102 3600 SH SOLE 3600 0 0 D MCGRAW HILL COMPANIES INC COM 580645109 6144 127892 SH SOLE 127892 0 0 D MCGRAW HILL COMPANIES INC COM 580645109 6269 130500 SH SOLE 0 0 130500 D MCKESSON CORPORATION COM 58155Q103 2121 44700 SH SOLE 44700 0 0 D MCLEODUSA INC - ESCROW COM 582266995 0 1200 SH SOLE 1200 0 0 D MCRAE INDUSTRIES INC COM 582757209 94 7500 SH SOLE 0 0 7500 D MEADWESTVACO CORP COM 583334107 911 33000 SH SOLE 33000 0 0 D MEASUREMENT SPECIALTIES INC COM 583421102 5703 269000 SH SOLE 269000 0 0 D MEDCO HEALTH SOLUTIONS INC COM 58405U102 2507 45716 SH SOLE 45716 0 0 D MEDCO HEALTH SOLUTIONS INC COM 58405U102 122 2224 SH SOLE 0 0 2224 D MEDICAL STAFFING NETWORKS HLDG COM 58463F104 493 84000 SH SOLE 0 0 84000 D MEDIWARE INFORMATION SYSTEMS INCOM 584946107 151 19000 SH SOLE 0 0 19000 D MEDTRONIC COM 585055106 11778 219657 SH SOLE 219657 0 0 D MEDTRONIC COM 585055106 11864 221255 SH SOLE 0 0 221255 D MEGO FINANCIAL CORP COM 585162308 0 9000 SH SOLE 0 0 9000 D MELLON FINANCIAL CORPORATION COM 58551A108 2138 66870 SH SOLE 66870 0 0 D MELLON FINANCIAL CORPORATION COM 58551A108 438 13700 SH SOLE 0 0 13700 D MENS WEARHOUSE INC COM 587118100 8260 309369 SH SOLE 309369 0 0 D MENS WEARHOUSE INC COM 587118100 852 31900 SH SOLE 0 0 31900 D MENTOR GRAPHICS CORP COM 587200106 1084 126075 SH SOLE 126075 0 0 D MERCANTILE BANK CORP COM 587376104 148 3465 SH SOLE 3465 0 0 D MERCANTILE BANK CORP COM 587376104 3483 81390 SH SOLE 0 0 81390 D MERCANTILE BANKSHARES CORP COM 587405101 172 3200 SH SOLE 3200 0 0 D MERCHANTS GROUP COM 588539106 133 5000 SH SOLE 0 0 5000 D MERCK & CO INC COM 589331107 36763 1351068 SH SOLE 1351068 0 0 D MERCK & CO INC COM 589331107 10382 381554 SH SOLE 0 0 381554 D MERCURY COMPUTER SYS COM 589378108 7753 295346 SH SOLE 295346 0 0 D MERCURY COMPUTER SYS COM 589378108 873 33275 SH SOLE 0 0 33275 D MERCURY GENERAL CORP COM 589400100 18 300 SH SOLE 300 0 0 D MERCURY INTERACTIVE CORP COM 589405109 296 7476 SH SOLE 7476 0 0 D MEREDITH CORP COM 589433101 215 4300 SH SOLE 4300 0 0 D MERIDIAN RESOURCE CORP COM 58977Q109 0 80 SH 80 0 0 D MERGE TECHNOLOGIES INC COM 589981109 15420 902302 SH SOLE 902302 0 0 D MERGE TECHNOLOGIES INC COM 589981109 513 30000 SH SOLE 0 0 30000 D MERITAGE HOMES CORP COM 59001A102 163 2126 SH SOLE 2126 0 0 D MERRILL LYNCH & CO COM 590188108 9304 151660 SH SOLE 151660 0 0 D MERRILL LYNCH & CO COM 590188108 7 120 SH SOLE 0 0 120 D MESTEK INC COM 590829107 263 21300 SH SOLE 0 0 21300 D MET PRO CORP COM 590876306 2830 182467 SH SOLE 182467 0 0 D MET PRO CORP COM 590876306 385 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 463 18258 SH SOLE 18258 0 0 D METHODE ELECTRONICS INC COM 591520200 1198 104000 SH SOLE 0 0 104000 D METLIFE INC COM 59156R108 6971 139900 SH SOLE 139900 0 0 D METROCORP BANCSHARES INC COM 591650106 2340 100000 SH SOLE 0 0 100000 D METROLOGIC INSTRUMENTS INC COM 591676101 69 3800 SH SOLE 3800 0 0 D METTLER-TOLEDO INTERNATIONAL COM 592688105 82 1600 SH SOLE 1600 0 0 D MICHAELS STORES COM 594087108 43 1300 SH SOLE 1300 0 0 D MICREL INC COM 594793101 42227 3760225 SH SOLE 3760225 0 0 D MICROS SYSTEM COM 594901100 88 2000 SH SOLE 2000 0 0 D MICROSOFT COM 594918104 65735 2554797 SH SOLE 2554797 0 0 D MICROSOFT COM 594918104 19315 750681 SH SOLE 0 0 750681 D MICROSTRATEGY INC CL A COM 594972408 16 231 SH SOLE 231 0 0 D MICROCHIP TECHNOLOGY COM 595017104 643 21337 SH SOLE 21337 0 0 D MICROCHIP TECHNOLOGY COM 595017104 317 10512 SH SOLE 0 0 10512 D MIDCAP SPDR TRUST SERIES 1 COM 595635103 851 6500 SH SOLE 6500 0 0 D MIDDLEBY CORP COM 596278101 73 1000 SH SOLE 1000 0 0 D MIDDLESEX WATER COM 596680108 682 30400 SH SOLE 0 0 30400 D MIDLAND CO COM 597486109 1866 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 27 900 SH SOLE 900 0 0 D MILLER HERMAN INC COM 600544100 194 6400 SH SOLE 0 0 6400 D MILLIPORE COM 601073109 321 5100 SH SOLE 5100 0 0 D MINERALS TECHNOLOGIES INC COM 603158106 8713 152300 SH SOLE 152300 0 0 D MIPS TECHNOLOGIES INC COM 604567107 0 42 SH 42 0 0 D MOBILE MINI INC COM 60740F105 1821 42000 SH SOLE 0 0 42000 D MOD-PAC CORP COM 607495108 115 10562 SH SOLE 0 0 10562 D MODINE MANUFACTURING CO COM 607828100 16242 442800 SH SOLE 442800 0 0 D MODTECH HOLDINGS INC COM 60783C100 288 29600 SH SOLE 29600 0 0 D MODTECH HOLDINGS INC COM 60783C100 5510 566863 SH SOLE 0 0 566863 D MOHAWK INDS INC COM 608190104 10732 133732 SH SOLE 133732 0 0 D MOHAWK INDS INC COM 608190104 1169 14562 SH SOLE 0 0 14562 D MOLDFLOW CORP COM 608507109 10500 659563 SH SOLE 659563 0 0 D MOLEX INC COM 608554101 125 4700 SH SOLE 4700 0 0 D MOLEX INC COM 608554101 1026 38473 SH SOLE 0 0 38473 D MOLEX INC CL A COM 608554200 17698 688387 SH SOLE 688387 0 0 D MOLEX INC CL A COM 608554200 6932 269612 SH SOLE 0 0 269612 D MOLSON COORS BREWING CO CL B COM 60871R209 538 8400 SH SOLE 8400 0 0 D MONRO MUFFLER BRAKE COM 610236101 121 4600 SH SOLE 4600 0 0 D MONRO MUFFLER BRAKE COM 610236101 985 37500 SH SOLE 0 0 37500 D MONSANTO CO COM 61166W101 1863 29682 SH SOLE 29682 0 0 D MONSANTO CO COM 61166W101 29 460 SH SOLE 0 0 460 D MONSTER WORLDWIDE INC COM 611742107 458 14900 SH SOLE 14900 0 0 D MOODYS CORP COM 615369105 5460 106900 SH SOLE 106900 0 0 D MOODYS CORP COM 615369105 2993 58600 SH SOLE 0 0 58600 D MOOG INC CLASS A COM 615394202 399 13500 SH SOLE 13500 0 0 D MORGAN STANLEY COM 617446448 50794 941675 SH SOLE 941675 0 0 D MORGAN STANLEY COM 617446448 10686 198110 SH SOLE 0 0 198110 D MOTOROLA COM 620076109 7486 338907 SH SOLE 338907 0 0 D MOTOROLA COM 620076109 2 100 SH SOLE 0 0 100 D MOVADO GROUP INC COM 624580106 35708 1907472 SH SOLE 1907472 0 0 D MOVADO GROUP INC COM 624580106 16376 874800 SH SOLE 0 0 874800 D MULTI-COLOR CORP COM 625383104 8356 321649 SH SOLE 321649 0 0 D MULTIMEDIA GAMES INC COM 625453105 364 37500 SH SOLE 37500 0 0 D MUNICIPAL MTG & EQUITY L L C COM 62624B101 95 3810 SH SOLE 0 0 3810 D MURPHY OIL COM 626717102 369 7400 SH SOLE 7400 0 0 D MUTUALFIRST FINANCIAL INC COM 62845B104 269 12000 SH SOLE 0 0 12000 D MYLAN LABS COM 628530107 47 2450 SH SOLE 2450 0 0 D NCI BUILDING SYSTEMS INC COM 628852105 1 13 SH 13 0 0 D NCR CORP COM 62886E108 1554 48708 SH SOLE 48708 0 0 D NCR CORP COM 62886E108 5 166 SH SOLE 0 0 166 D NS GROUP INC COM 628916108 63 1600 SH SOLE 1600 0 0 D NII HOLDINGS INC COM 62913F201 34 400 SH SOLE 400 0 0 D NN INC COM 629337106 253 21100 SH SOLE 21100 0 0 D NN INC COM 629337106 5747 479300 SH SOLE 0 0 479300 D NRG ENERGY INC COM 629377508 145 3400 SH SOLE 3400 0 0 D NTL INC COM 62940M104 13 200 SH SOLE 200 0 0 D NVR INC COM 62944T105 354 400 SH SOLE 400 0 0 D NACCO INDUSTRIES CL A COM 629579103 229 2000 SH SOLE 2000 0 0 D NASH FINCH COMPANY COM 631158102 296 7019 SH SOLE 7019 0 0 D NASH FINCH COMPANY COM 631158102 1477 35000 SH SOLE 0 0 35000 D NATCO GROUP INC CL A COM 63227W203 1089 43000 SH SOLE 0 0 43000 D NATIONAL BEVERAGE CORP COM 635017106 176 22700 SH SOLE 0 0 22700 D NATIONAL CITY CORP COM 635405103 3243 96989 SH SOLE 96989 0 0 D NATIONAL CITY CORP COM 635405103 366 10950 SH SOLE 0 0 10950 D NATIONAL FUEL GAS COM 636180101 143 4186 SH SOLE 4186 0 0 D NATIONAL INSTRUMENTS CORP COM 636518102 7 300 SH SOLE 300 0 0 D NATIONAL INTERSTATE CORP COM 63654U100 950 54900 SH SOLE 0 0 54900 D NATIONAL OILWELL VARCO INC COM 637071101 1781 27066 SH SOLE 27066 0 0 D NATIONAL R V HLDGS INC COM 637277104 116 22000 SH SOLE 0 0 22000 D NATIONAL SECURITY GROUP INC COM 637546102 96 5300 SH SOLE 0 0 5300 D NATIONAL SEMICONDUCTOR COM 637640103 1023 38900 SH SOLE 38900 0 0 D NATIONAL WESTERN LIFE COM 638522102 1268 6000 SH SOLE 0 0 6000 D NATIONWIDE FINANCIAL SVCS COM 638612101 368 9200 SH SOLE 9200 0 0 D NATIONWIDE HEALTH PROPERTIES INCOM 638620104 228 9800 SH SOLE 9800 0 0 D NATURAL GAS SERVICES GROUP COM 63886Q109 7145 202800 SH SOLE 202800 0 0 D NAVIGATORS GROUP INC COM 638904102 93 2500 SH SOLE 2500 0 0 D NAVIGATORS GROUP INC COM 638904102 1358 36400 SH SOLE 0 0 36400 D NATURES SUNSHINE PRODS INC COM 639027101 130 5600 SH SOLE 5600 0 0 D NATURES SUNSHINE PRODS INC COM 639027101 860 37000 SH SOLE 0 0 37000 D NAVISTAR INTL CORP COM 63934E108 10 300 SH SOLE 300 0 0 D NAVIGANT INTERNATIONAL INC COM 63935R108 71 5800 SH SOLE 5800 0 0 D NAVIGANT INTERNATIONAL INC COM 63935R108 454 36900 SH SOLE 0 0 36900 D NAVTEQ CORP COM 63936L100 50 1000 SH SOLE 1000 0 0 D NEENAH PAPER INC COM 640079109 3 91 SH SOLE 91 0 0 D NEENAH PAPER INC COM 640079109 8 287 SH SOLE 0 0 287 D NEIMAN MARCUS GROUP CLASS A COM 640204202 370 3700 SH SOLE 3700 0 0 D NEIMAN MARCUS GROUP CL B COM 640204301 34 339 SH SOLE 0 0 339 D NELNET INC CL A COM 64031N108 8 217 SH SOLE 217 0 0 D NEOGEN CORP COM 640491106 7308 405999 SH SOLE 405999 0 0 D NEOWARE SYSTEMS INC COM 64065P102 124 7400 SH SOLE 7400 0 0 D NETGEAR INC COM 64111Q104 58 2400 SH SOLE 2400 0 0 D NETWORK APPLIANCE INC COM 64120L104 848 35700 SH SOLE 35700 0 0 D NEUSTAR INC CL A COM 64126X201 1299 40600 SH SOLE 40600 0 0 D NEW CENTURY FINANCIAL CORP COM 6435EV108 62 1722 SH SOLE 1722 0 0 D NEW PLAN EXCEL REALTY TRUST COM 648053106 119 5200 SH SOLE 5200 0 0 D NEW YORK CMNTY BANCORP INC COM 649445103 187 11400 SH SOLE 11400 0 0 D NEW YORK TIMES CL A COM 650111107 84 2825 SH SOLE 2825 0 0 D NEWELL RUBBERMAID COM 651229106 824 36400 SH SOLE 36400 0 0 D NEWFIELD EXPL CO COM 651290108 103 2100 SH SOLE 2100 0 0 D NEWMARKET CORP COM 651587107 54 3100 SH SOLE 0 0 3100 D NEWMONT MINING CORP HOLDING CO COM 651639106 722 15300 SH SOLE 15300 0 0 D NEWMONT MINING CORP HOLDING CO COM 651639106 71 1500 SH SOLE 0 0 1500 D NEWPORT NEWS SHIPBUILDING COM 652228107 2 20 SH SOLE 20 0 0 D NEWS CORP INC CLASS A COM 65248E104 4404 282464 SH SOLE 282464 0 0 D NEWS CORP INC CLASS A COM 65248E104 30 1910 SH SOLE 0 0 1910 D NEXTEL PARTNERS INC CLASS A COM 65333F107 25 1000 SH SOLE 1000 0 0 D NICOR INC COM 654086107 555 13200 SH SOLE 13200 0 0 D NIKE COM 654106103 1691 20700 SH SOLE 20700 0 0 D NISOURCE INC COM 65473P105 812 33500 SH SOLE 33500 0 0 D NOBEL LEARNING CMNTYS INC COM 654889104 171 18300 SH SOLE 0 0 18300 D NOBILITY HOMES INC COM 654892108 269 10300 SH SOLE 0 0 10300 D NOBLE ENERGY INC COM 655044105 328 7000 SH SOLE 7000 0 0 D NORDSTROM COM 655664100 1163 33900 SH SOLE 33900 0 0 D NORFOLK SOUTHERN COM 655844108 2097 51700 SH SOLE 51700 0 0 D NORFOLK SOUTHERN COM 655844108 140 3444 SH SOLE 0 0 3444 D NORTH AMERICAN PALLADIUM LTD COM 656912102 724 140400 SH SOLE 0 0 140400 D NORTH FORK BANCORP COM 659424105 665 26064 SH SOLE 26064 0 0 D NORTHEAST UTILITIES COM 664397106 100 5000 SH SOLE 5000 0 0 D NORTHERN TRUST CORP COM 665859104 976 19300 SH SOLE 19300 0 0 D NORTHRIM BANCORP COM 666762109 158 6300 SH SOLE 6300 0 0 D NORTHRIM BANCORP COM 666762109 3545 141560 SH SOLE 0 0 141560 D NORTHROP GRUMMAN CORP COM 666807102 2761 50800 SH SOLE 50800 0 0 D NORTHROP GRUMMAN CORP COM 666807102 37 684 SH SOLE 0 0 684 D NORTHWEST PIPE CO COM 667746101 487 18800 SH SOLE 0 0 18800 D NORTHWESTERN CORP COM 668074305 8080 267650 SH SOLE 267650 0 0 D NOVA CHEMICALS CORP COM 66977W109 29 800 SH SOLE 800 0 0 D NOVATEL WIRELESS INC COM 66987M604 29 2000 SH SOLE 2000 0 0 D NU HORIZONS ELECTRS CORP COM 669908105 4884 674560 SH SOLE 674560 0 0 D NU HORIZONS ELECTRS CORP COM 669908105 348 48000 SH SOLE 0 0 48000 D NOVAMERICAN STEEL INC COM 669959108 971 26000 SH SOLE 0 0 26000 D NOVELL COM 670006105 311 41800 SH SOLE 41800 0 0 D NOVELLUS SYS INC COM 670008101 238 9500 SH SOLE 9500 0 0 D NU SKIN ENTERPRISES INC CL A COM 67018T105 11 600 SH SOLE 600 0 0 D NSTAR COM 67019E107 450 15550 SH SOLE 15550 0 0 D NSTAR COM 67019E107 694 23990 SH SOLE 0 0 23990 D NUCOR CORP. COM 670346105 2100 35600 SH SOLE 35600 0 0 D NUTRACEUTICAL INTL CORP COM 67060Y101 317 22300 SH SOLE 22300 0 0 D NVIDIA CORP COM 67066G104 627 18300 SH SOLE 18300 0 0 D NYFIX INC COM 670712108 387 67000 SH SOLE 0 0 67000 D OGE ENERGY CORP COM 670837103 96 3427 SH SOLE 3427 0 0 D NUVEEN INVESTMENTS CL A COM 67090F106 1130 28700 SH SOLE 28700 0 0 D OCCIDENTAL PETROLEUM COM 674599105 43156 505160 SH SOLE 505160 0 0 D OCCIDENTAL PETROLEUM COM 674599105 9107 106600 SH SOLE 0 0 106600 D OCTEL CORP COM 675727101 583 35000 SH SOLE 0 0 35000 D ODYSSEY HEALTHCARE INC COM 67611V101 180 10600 SH SOLE 10600 0 0 D OFFICE DEPOT INC COM 676220106 1957 65900 SH SOLE 65900 0 0 D OIL STATES INTL INC COM 678026105 182 5000 SH SOLE 5000 0 0 D OLD DOMINION FGHT LINES INC COM 679580100 5120 152875 SH SOLE 152875 0 0 D OLD DOMINION FGHT LINES INC COM 679580100 5790 172875 SH SOLE 0 0 172875 D OLD REPUBLIC INTL. CORP. COM 680223104 169 6350 SH SOLE 6350 0 0 D OMNICARE INC COM 681904108 152 2700 SH SOLE 2700 0 0 D OMNICOM GROUP COM 681919106 1087 13000 SH SOLE 13000 0 0 D OMEGA FLEX INC COM 682095104 271 16936 SH SOLE 0 0 16936 D OMEGA PROTEIN CORP COM 68210P107 525 69000 SH SOLE 0 0 69000 D ON ASSIGNMENT INC COM 682159108 12000 1403500 SH SOLE 1403500 0 0 D ONE LIBERTY PROPERTIES INC COM 682406103 161 8100 SH SOLE 8100 0 0 D ONE LIBERTY PROPERTIES INC COM 682406103 3827 192225 SH SOLE 0 0 192225 D ONEOK INC COM 682680103 201 5900 SH SOLE 5900 0 0 D ONEOK INC COM 682680103 177 5200 SH SOLE 0 0 5200 D OPNET TECHNOLOGIES INC COM 683757108 253 30000 SH SOLE 0 0 30000 D ORACLE SYSTEMS COM 68389X105 4389 354250 SH SOLE 354250 0 0 D OPTION CARE INC COM 683948103 1318 90000 SH SOLE 0 0 90000 D OREGON STEEL MILLS COM 686079104 247 8839 SH SOLE 8839 0 0 D O REILLY AUTOMOTIVE INC COM 686091109 23 800 SH SOLE 800 0 0 D ORIENTAL FINANCIAL GROUP COM 68618W100 5 420 SH SOLE 420 0 0 D OSHKOSH TRUCK CORP COM 688239201 501 11600 SH SOLE 11600 0 0 D OVERSEAS SHIPHOLDING COM 690368105 426 7300 SH SOLE 7300 0 0 D OVERSEAS SHIPHOLDING COM 690368105 33 560 SH SOLE 0 0 560 D OWENS ILLINOIS INC COM 690768403 151 7300 SH SOLE 7300 0 0 D P & F INDUSTRIES CL A COM 692830508 151 10000 SH SOLE 0 0 10000 D P A M TRANSN SVCS INC COM 693149106 535 33100 SH SOLE 0 0 33100 D PC CONNECTION INC COM 69318J100 397 73000 SH SOLE 0 0 73000 D PDI INC COM 69329V100 0 12 SH 12 0 0 D PDI INC COM 69329V100 643 42000 SH SOLE 0 0 42000 D PG & E CORP COM 69331C108 2736 69700 SH SOLE 69700 0 0 D PFF BANCORP INC COM 69331W104 5 154 SH 154 0 0 D PLM EQUIPMENT GROWTH FD II COM 693414104 0 1000 SH SOLE 1000 0 0 D PMA CAPITAL CORP COM 693419202 571 65000 SH SOLE 0 0 65000 D PMI GROUP INC COM 69344M101 152 3800 SH SOLE 3800 0 0 D PNC FINANCIAL SERV GROUP COM 693475105 1938 33400 SH SOLE 33400 0 0 D PNM RESOURCES INC COM 69349H107 72 2500 SH SOLE 2500 0 0 D PPG INDUSTRIES COM 693506107 22393 378320 SH SOLE 378320 0 0 D PPG INDUSTRIES COM 693506107 5056 85420 SH SOLE 0 0 85420 D PPL CORPORATION COM 69351T106 2348 72640 SH SOLE 72640 0 0 D PPL CORPORATION COM 69351T106 27 822 SH SOLE 0 0 822 D PSS WORLD MEDICAL INC COM 69366A100 19393 1453741 SH SOLE 1453741 0 0 D PSS WORLD MEDICAL INC COM 69366A100 2030 152200 SH SOLE 0 0 152200 D PACCAR INC COM 693718108 10 150 SH SOLE 150 0 0 D PACIFIC CAPITAL BANCORP COM 69404P101 30544 917515 SH SOLE 917515 0 0 D PACIFIC MERCHANTILE BANCORP COM 694552100 324 18000 SH SOLE 0 0 18000 D PACIFICARE HEALTH SYSTEMS COM 695112102 894 11200 SH SOLE 11200 0 0 D PACTIV CORP COM 695257105 157 8969 SH SOLE 8969 0 0 D PALL CORP COM 696429307 105 3800 SH SOLE 3800 0 0 D PALM HARBOR HOMES COM 696639103 1166 60000 SH SOLE 0 0 60000 D PALM INC COM 696643105 2 75 SH SOLE 75 0 0 D PAN PACIFIC RETAIL PROPERTIES ICOM 69806L104 692 10500 SH SOLE 10500 0 0 D PANAMSAT HOLDING CORP COM 69831Y105 34 1400 SH SOLE 1400 0 0 D PANERA BREAD COMPANY COM 69840W108 15 300 SH SOLE 300 0 0 D PANTRY INC COM 698657103 67 1800 SH SOLE 1800 0 0 D PAR TECHNOLOGY CORP COM 698884103 37 1600 SH SOLE 1600 0 0 D PAR TECHNOLOGY CORP COM 698884103 1001 43500 SH SOLE 0 0 43500 D PAR PHARMACEUTICAL COMPANIES INCOM 69888P106 1904 71520 SH SOLE 71520 0 0 D PAR PHARMACEUTICAL COMPANIES INCOM 69888P106 3 100 SH SOLE 0 0 100 D PARAMETRIC TECH CORP COM 699173100 231 33130 SH SOLE 33130 0 0 D PARKER HANNIFIN COM 701094104 1820 28300 SH SOLE 28300 0 0 D PARKER HANNIFIN COM 701094104 32 500 SH SOLE 0 0 500 D PARLUX FRAGRANCES INC COM 701645103 475 16300 SH SOLE 16300 0 0 D PARTNERS TRUST FINANCIAL GROUP COM 70213F102 403 35000 SH SOLE 0 0 35000 D PATTERSON-UTI ENERGY INC COM 703481101 1562 43300 SH SOLE 43300 0 0 D PAXAR CORP COM 704227107 11318 671686 SH SOLE 671686 0 0 D PAXAR CORP COM 704227107 1145 67975 SH SOLE 0 0 67975 D PAYCHEX COM 704326107 1635 44100 SH SOLE 44100 0 0 D PAYCHEX COM 704326107 2429 65500 SH SOLE 0 0 65500 D PEABODY ENERGY CORP COM 704549104 152 1800 SH SOLE 1800 0 0 D PEDIATRIC SERVICES OF AMERICA COM 705323103 280 20000 SH SOLE 0 0 20000 D PEDIATRIX MED GROUP COM 705324101 192 2500 SH SOLE 2500 0 0 D PEGASYSTEMS INC COM 705573103 335 56000 SH SOLE 0 0 56000 D PENFORD CORP COM 707051108 247 18500 SH SOLE 18500 0 0 D PENFORD CORP COM 707051108 5806 434250 SH SOLE 0 0 434250 D PENN NATL GAMING INC COM 707569109 217 6966 SH SOLE 6966 0 0 D PENNEY J C COMPANY INC COM 708160106 1510 31841 SH SOLE 31841 0 0 D PENNFED FINANCIAL SVCS INC COM 708167101 695 38000 SH SOLE 0 0 38000 D PENTAIR INC COM 709631105 22 600 SH SOLE 600 0 0 D PENWEST PHARMACEUTICALS CO COM 709754105 456 26000 SH SOLE 26000 0 0 D PENWEST PHARMACEUTICALS CO COM 709754105 9902 564875 SH SOLE 0 0 564875 D PEOPLES BANCORP INC COM 709789101 801 29000 SH SOLE 0 0 29000 D PEOPLES BANK BRIDGEPORT CT COM 710198102 23 800 SH SOLE 800 0 0 D PEOPLES BANK BRIDGEPORT CT COM 710198102 39 1350 SH SOLE 0 0 1350 D PEOPLES ENERGY COM 711030106 124 3150 SH SOLE 3150 0 0 D PEPCO HOLDINGS INC COM 713291102 191 8200 SH SOLE 8200 0 0 D PEPSI BOTTLING GROUP INC COM 713409100 751 26300 SH SOLE 26300 0 0 D PEPSIAMERICAS INC COM 71343P200 89 3900 SH SOLE 3900 0 0 D PEPSICO COM 713448108 19491 343691 SH SOLE 343691 0 0 D PEPSICO COM 713448108 17477 308188 SH SOLE 0 0 308188 D PERICOM SEMICONDUCTOR CORP COM 713831105 663 75000 SH SOLE 0 0 75000 D PERKINELMER INC COM 714046109 753 36985 SH SOLE 36985 0 0 D PEROT SYS CORP CL A COM 714265105 14 1000 SH SOLE 1000 0 0 D PETROLEUM DEVELOPMENT CORP COM 716578109 107 2800 SH SOLE 2800 0 0 D PETROLEUM HELICOPTER VTG COM 716604103 484 14600 SH SOLE 0 0 14600 D PFIZER COM 717081103 70242 2813067 SH SOLE 2813067 0 0 D PFIZER COM 717081103 18431 738123 SH SOLE 0 0 738123 D PHARMACEUTICAL PROD DEV INC COM 717124101 17 300 SH SOLE 300 0 0 D PHELPS DODGE COM 717265102 2962 22800 SH SOLE 22800 0 0 D PHELPS DODGE COM 717265102 12 90 SH SOLE 0 0 90 D PHILADELPHIA CONS HLDG CORP COM 717528103 170 2000 SH SOLE 2000 0 0 D PHILLIPS-VAN HEUSEN COM 718592108 2 65 SH 65 0 0 D PIEDMONT NATL GAS INC COM 720186105 81 3200 SH SOLE 3200 0 0 D PIER 1 IMPORTS COM 720279108 8 750 SH SOLE 750 0 0 D PILGRIMS PRIDE CORP CL B COM 721467108 321 8831 SH SOLE 8831 0 0 D PINNACLE ENTERTAINMENT INC COM 723456109 12769 696600 SH SOLE 696600 0 0 D PINNACLE ENTERTAINMENT INC COM 723456109 1265 69000 SH SOLE 0 0 69000 D PINNACLE FINANCIAL PARTNERS COM 72346Q104 14998 595639 SH SOLE 595639 0 0 D PINNACLE WEST CAPITAL COM 723484101 798 18100 SH SOLE 18100 0 0 D PIONEER DRILLING COMPANY COM 723655106 23 1200 SH SOLE 1200 0 0 D PIONEER NAT RES CO COM 723787107 506 9215 SH SOLE 9215 0 0 D PIPER JAFFRAY COMPANIES INC COM 724078100 323 10814 SH SOLE 10814 0 0 D PIPER JAFFRAY COMPANIES INC COM 724078100 1 47 SH SOLE 0 0 47 D PITNEY BOWES COM 724479100 1292 30947 SH SOLE 30947 0 0 D PITNEY BOWES COM 724479100 77 1840 SH SOLE 0 0 1840 D PIXAR INC COM 725811103 4318 97010 SH SOLE 97010 0 0 D PIXAR INC COM 725811103 5386 121000 SH SOLE 0 0 121000 D PLATO LEARNING INC COM 72764Y100 472 62000 SH SOLE 0 0 62000 D PLAYTEX PRODUCTS INC COM 72813P100 563 51200 SH SOLE 51200 0 0 D PLUM CREEK TIMBER CO COM 729251108 1111 29300 SH SOLE 29300 0 0 D PLUM CREEK TIMBER CO COM 729251108 0 12 SH SOLE 0 0 12 D POGO PRODUCING CO COM 730448107 218 3700 SH SOLE 3700 0 0 D POLARIS INDS INC COM 731068102 15 300 SH SOLE 300 0 0 D POLO RALPH LAUREN CORP COM 731572103 161 3200 SH SOLE 3200 0 0 D POLYMEDICA CORP COM 731738100 18665 534190 SH SOLE 534190 0 0 D POLYMEDICA CORP COM 731738100 1747 50002 SH SOLE 0 0 50002 D POLYONE CORP COM 73179P106 4475 738530 SH SOLE 738530 0 0 D POLYONE CORP COM 73179P106 466 76843 SH SOLE 0 0 76843 D POMEROY IT SOLUTIONS INC COM 731822102 420 37000 SH SOLE 0 0 37000 D POPULAR INC COM 733174106 266 11000 SH SOLE 11000 0 0 D PORTALPLAYER INC COM 736187204 71 2600 SH SOLE 2600 0 0 D PORTEC RAIL PRODUCTS INC COM 736212101 7319 523900 SH SOLE 523900 0 0 D POTASH CORP SASK INC COM 73755L107 8 86 SH SOLE 86 0 0 D POTLATCH CORP COM 737628107 90 1735 SH SOLE 1735 0 0 D POWELL INDUSTRIES INC COM 739128106 657 30000 SH SOLE 0 0 30000 D PRAXAIR INC COM 74005P104 1606 33500 SH SOLE 33500 0 0 D PRAXAIR INC COM 74005P104 24 500 SH SOLE 0 0 500 D PREPAID LEGAL SERVICE COM 740065107 124 3200 SH SOLE 3200 0 0 D PRECISION CASTPARTS COM 740189105 1083 20400 SH SOLE 20400 0 0 D PRECISION DRILLING CORP COM 74022D100 221 4500 SH SOLE 4500 0 0 D PREFFERED BANK LOS ANGELES COM 740367107 5393 134200 SH SOLE 134200 0 0 D PRESTIGE BRANDS HOLDINGS INC COM 74112D101 850 69000 SH SOLE 69000 0 0 D T ROWE PRICE GROUP INC COM 74144T108 1443 22100 SH SOLE 22100 0 0 D PRIDE INTL INC COM 74153Q102 117 4106 SH SOLE 4106 0 0 D PRIMEDIA INC COM 74157K101 87 21200 SH SOLE 21200 0 0 D PRINCETON REVIEW INC COM 742352107 2839 472400 SH SOLE 472400 0 0 D PRINCETON REVIEW INC COM 742352107 2 400 SH SOLE 0 0 400 D PRINCIPAL FINANCIAL GROUP COM 74251V102 2250 47500 SH SOLE 47500 0 0 D PRINCIPAL FINANCIAL GROUP COM 74251V102 95 2000 SH SOLE 0 0 2000 D PRINTRONIX INC COM 742578107 158 10100 SH SOLE 10100 0 0 D PRINTRONIX INC COM 742578107 3508 224176 SH SOLE 0 0 224176 D PROASSURANCE CORP COM 74267C106 9663 207049 SH SOLE 207049 0 0 D PROASSURANCE CORP COM 74267C106 919 19700 SH SOLE 0 0 19700 D PROCTER & GAMBLE COM 742718109 17263 290322 SH SOLE 290322 0 0 D PROCTER & GAMBLE COM 742718109 8857 148955 SH SOLE 0 0 148955 D PRIVATEBANCORP INC COM 742962103 1192 34785 SH SOLE 34785 0 0 D PROGRESS ENERGY INC COM 743263105 1262 28192 SH SOLE 28192 0 0 D PROGRESS ENERGY INC COM 743263105 403 9000 SH SOLE 0 0 9000 D PROGRESS SOFTWARE CORP COM 743312100 213 6700 SH SOLE 6700 0 0 D PROGRESSIVE CORP OHIO COM 743315103 2148 20500 SH SOLE 20500 0 0 D PROLOGIS TRUST COM 743410102 746 16846 SH SOLE 16846 0 0 D PROSPERITY BANCSHARES INC COM 743606105 402 13300 SH SOLE 13300 0 0 D PROTECTIVE LIFE CORP COM 743674103 124 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 533 19000 SH SOLE 0 0 19000 D PROVIDIAN FINANCIAL CORP COM 74406A102 1637 92600 SH SOLE 92600 0 0 D PROVIDIAN FINANCIAL CORP COM 74406A102 21 1200 SH SOLE 0 0 1200 D PRUDENTIAL FINANCIAL INC COM 744320102 5695 84300 SH SOLE 84300 0 0 D PUBLIC SERVICE ENTERPRISE GROU COM 744573106 1632 25350 SH SOLE 25350 0 0 D PUBLIC STORAGE INC COM 74460D109 503 7500 SH SOLE 7500 0 0 D PUGET ENERGY INC COM 745310102 89 3800 SH SOLE 3800 0 0 D PULTE HOMES COM 745867101 1455 33900 SH SOLE 33900 0 0 D QLOGIC CORP COM 747277101 24 700 SH SOLE 700 0 0 D Q E P INC COM 74727K102 40 3456 SH SOLE 0 0 3456 D QUALCOMM INC COM 747525103 10369 231700 SH SOLE 231700 0 0 D QUALCOMM INC COM 747525103 2945 65800 SH SOLE 0 0 65800 D QMED INC COM 747914109 31 2500 SH SOLE 2500 0 0 D QUEST DIAGNOSTICS COM 74834L100 581 11500 SH SOLE 11500 0 0 D QUEST DIAGNOSTICS COM 74834L100 15 300 SH SOLE 0 0 300 D QUESTAR CORP COM 748356102 1007 11424 SH SOLE 11424 0 0 D QUICKSILVER RESOURCES INC COM 74837R104 14 300 SH SOLE 300 0 0 D QUIKSILVER INC COM 74838C106 2 112 SH 112 0 0 D QUIPP INC COM 748802105 53 4600 SH SOLE 0 0 4600 D QUIXOTE CORP COM 749056107 261 12200 SH SOLE 12200 0 0 D QUIXOTE CORP COM 749056107 5677 265410 SH SOLE 0 0 265410 D QWEST COMMUNICATIONS INTL INC COM 749121109 1050 256100 SH SOLE 256100 0 0 D QWEST COMMUNICATIONS INTL INC COM 749121109 17 4262 SH SOLE 0 0 4262 D R & B INC COM 749124103 410 40000 SH SOLE 0 0 40000 D RGC RESOURCES INC COM 74955L103 170 6500 SH SOLE 0 0 6500 D R H DONNELLEY CORP COM 74955W307 1310 20712 SH SOLE 20712 0 0 D R L I CORP COM 749607107 120 2600 SH SOLE 2600 0 0 D RPC INC COM 749660106 30492 1183698 SH SOLE 1183698 0 0 D RPC INC COM 749660106 1309 50800 SH SOLE 0 0 50800 D RPM INTERNATIONAL INC COM 749685103 147 8000 SH SOLE 8000 0 0 D RSA SECURITY INC COM 749719100 8 615 SH SOLE 615 0 0 D RTI INTERNATIONAL METALS INC COM 74973W107 2361 60000 SH SOLE 0 0 60000 D RTW INC COM 74974R206 148 13000 SH SOLE 0 0 13000 D RADIAN GROUP INC COM 750236101 536 10100 SH SOLE 10100 0 0 D RADIANT SYSTEMS INC COM 75025N102 1545 149700 SH SOLE 149700 0 0 D RAILAMERICA INC COM 750753105 1142 96000 SH SOLE 0 0 96000 D RALCORP HOLDINGS INC COM 751028101 59 1400 SH SOLE 1400 0 0 D RANGE RESOURCES CORP COM 75281A109 27 700 SH SOLE 700 0 0 D RARE HOSPITALITY INTL INC COM 753820109 26985 1050006 SH SOLE 1050006 0 0 D RAVEN INDUSTRIES INC COM 754212108 105 3600 SH SOLE 3600 0 0 D RAYMOND JAMES FINANCIAL COM 754730109 67 2100 SH SOLE 2100 0 0 D RAYONIER INC COM 754907103 107 1850 SH SOLE 1850 0 0 D RAYTHEON CO COM 755111507 2678 70424 SH SOLE 70424 0 0 D RAYTHEON CO COM 755111507 2 63 SH SOLE 0 0 63 D RBC BEARINGS INC COM 75524B104 10592 664046 SH SOLE 664046 0 0 D READERS DIGEST COM 755267101 24 1500 SH SOLE 0 0 1500 D REALTY INCOME CORP COM 756109104 103 4300 SH SOLE 4300 0 0 D RECKSON ASSOC REALTY CORP COM 75621K106 104 3000 SH SOLE 3000 0 0 D RED HAT INC COM 756577102 28 1300 SH SOLE 1300 0 0 D RED LION HOTELS CORP COM 756764106 259 37000 SH SOLE 0 0 37000 D RED ROBIN GOURMET BURGERS COM 75689M101 1920 41881 SH SOLE 41881 0 0 D RED ROBIN GOURMET BURGERS COM 75689M101 290 6325 SH SOLE 0 0 6325 D REDWOOD TRUST INC COM 758075402 2 38 SH 38 0 0 D REEBOK INTERNATIONAL COM 758110100 953 16850 SH SOLE 16850 0 0 D REGENCY CENTERS CORP COM 758849103 259 4500 SH SOLE 4500 0 0 D REGENT COMMUNICATIONS INC COM 758865109 297 56500 SH SOLE 56500 0 0 D REGENT COMMUNICATIONS INC COM 758865109 6501 1235900 SH SOLE 0 0 1235900 D REGIONS FINANCIAL CORP COM 7591EP100 1832 58859 SH SOLE 58859 0 0 D REINSURANCE GROUP AMER INC COM 759351109 554 12400 SH SOLE 12400 0 0 D RELIANCE STEEL & ALUMINUM CO COM 759509102 139 2623 SH SOLE 2623 0 0 D RELIANT ENERGY INC COM 75952B105 375 24265 SH SOLE 24265 0 0 D REMEDYTEMP INC CL A COM 759549108 196 23600 SH SOLE 23600 0 0 D REMEDYTEMP INC CL A COM 759549108 4521 543400 SH SOLE 0 0 543400 D RENT A CENTER INC COM 76009N100 64 3300 SH SOLE 3300 0 0 D REPUBLIC AIRWAYS HOLDINGS INC COM 760276105 7676 536400 SH SOLE 536400 0 0 D REPUBLIC BANCORP INC COM 760282103 0 26 SH 26 0 0 D REPUBLIC SVCS INC COM 760759100 233 6600 SH SOLE 6600 0 0 D RES-CARE INC COM 760943100 148 9600 SH SOLE 9600 0 0 D RES-CARE INC COM 760943100 800 52000 SH SOLE 0 0 52000 D RESMED INC COM 761152107 56 700 SH SOLE 700 0 0 D RESOURCE AMERICA INC CL A COM 761195205 869 49000 SH SOLE 0 0 49000 D RESPIRONICS INC COM 761230101 28665 679583 SH SOLE 679583 0 0 D RESPIRONICS INC COM 761230101 1073 25450 SH SOLE 0 0 25450 D REVLON INC CL A COM 761525500 5945 1846350 SH SOLE 1846350 0 0 D REX STORES CORP COM 761624105 514 37550 SH SOLE 0 0 37550 D REYNOLDS & REYNOLDS CL A COM 761695105 389 14200 SH SOLE 14200 0 0 D REYNOLDS & REYNOLDS CL A COM 761695105 93 3400 SH SOLE 0 0 3400 D REYNOLDS AMERICAN INC COM 761713106 1345 16200 SH SOLE 16200 0 0 D RICHARDSON ELECTRONICS LTD COM 763165107 355 47000 SH SOLE 0 0 47000 D RICHELIEU HARDWARE LTD COM 76329W103 186 9800 SH SOLE 9800 0 0 D RIMAGE CORP COM 766721104 571 21400 SH SOLE 21400 0 0 D RITE AID CORP COM 767754104 104 26800 SH SOLE 26800 0 0 D ROANOKE ELEC STEEL CORP COM 769841107 635 31700 SH SOLE 0 0 31700 D ROBBINS & MYERS INC COM 770196103 944 42000 SH SOLE 0 0 42000 D ROBERT HALF INTL INC COM 770323103 1118 31400 SH SOLE 31400 0 0 D ROCKWELL AUTOMATION INC COM 773903109 942 17800 SH SOLE 17800 0 0 D ROCKWELL COLLINS INC COM 774341101 39030 807735 SH SOLE 807735 0 0 D ROCKWELL COLLINS INC COM 774341101 10720 221845 SH SOLE 0 0 221845 D ROCKWOOD HOLDINGS INC COM 774415103 9957 522700 SH SOLE 522700 0 0 D ROFIN-SINAR TECHNOLOGIES INC COM 775043102 1330 35000 SH SOLE 0 0 35000 D ROGERS CORP COM 775133101 11143 287935 SH SOLE 287935 0 0 D ROHM & HAAS COM 775371107 1020 24800 SH SOLE 24800 0 0 D ROHM & HAAS COM 775371107 123 3000 SH SOLE 0 0 3000 D ROLLINS COM 775711104 260 13300 SH SOLE 13300 0 0 D ROPER INDUSTRIES INC/DE COM 776696106 88550 2253757 SH SOLE 2253757 0 0 D ROPER INDUSTRIES INC/DE COM 776696106 487 12400 SH SOLE 0 0 12400 D ROSS STORES INC COM 778296103 31 1300 SH SOLE 1300 0 0 D ROWAN COS. INC. COM 779382100 11852 333950 SH SOLE 333950 0 0 D ROWE COMPANIES COM 779528108 130 37000 SH SOLE 37000 0 0 D ROWE COMPANIES COM 779528108 1577 450600 SH SOLE 0 0 450600 D RUSH ENTERPRISES INC CL A COM 781846209 1566 102500 SH SOLE 102500 0 0 D RUSH ENTERPRISES INC CL A COM 781846209 9785 640393 SH SOLE 0 0 640393 D RYDER SYSTEM COM 783549108 240 7000 SH SOLE 7000 0 0 D RYLAND GROUP INC COM 783764103 226 3300 SH SOLE 3300 0 0 D S & K FAMOUS BRANDS INC COM 783774102 213 11300 SH SOLE 0 0 11300 D SBC COMMUNICATIONS INC. COM 78387G103 10945 456623 SH SOLE 456623 0 0 D SBC COMMUNICATIONS INC. COM 78387G103 432 18042 SH SOLE 0 0 18042 D SBS TECHNOLOGIES INC COM 78387P103 414 43000 SH SOLE 0 0 43000 D SCP POOL CORP COM 784028102 8097 231804 SH SOLE 231804 0 0 D SCP POOL CORP COM 784028102 856 24505 SH SOLE 0 0 24505 D SEMCO ENERGY INC COM 78412D109 540 82000 SH SOLE 0 0 82000 D SI INTERNATIONAL INC COM 78427V102 4729 152700 SH SOLE 152700 0 0 D S J W CORP COM 784305104 1275 26400 SH SOLE 0 0 26400 D SL GREEN REALTY CORP COM 78440X101 10994 161250 SH SOLE 161250 0 0 D SL GREEN REALTY CORP COM 78440X101 1050 15400 SH SOLE 0 0 15400 D S L INDUSTRIES INC COM 784413106 197 13800 SH SOLE 0 0 13800 D SLM CORPORATION COM 78442P106 40213 749676 SH SOLE 749676 0 0 D SLM CORPORATION COM 78442P106 14507 270455 SH SOLE 0 0 270455 D SPX CORP COM 784635104 110 2400 SH SOLE 2400 0 0 D SRA INTERNATIONAL INC CL A COM 78464R105 90 2526 SH SOLE 2526 0 0 D SWS GROUP INC COM 78503N107 804 49000 SH SOLE 0 0 49000 D SABRE HLDGS CORP COM 785905100 1875 92450 SH SOLE 92450 0 0 D SAFECO COM 786429100 934 17500 SH SOLE 17500 0 0 D SAFECO COM 786429100 37 690 SH SOLE 0 0 690 D SAFETY INSURANCE GROUP INC COM 78648T100 8381 235500 SH SOLE 235500 0 0 D SAFEWAY INC COM 786514208 1743 68100 SH SOLE 68100 0 0 D SAGA COMMUNICATIONS INC -CL A COM 786598102 24307 1827629 SH SOLE 1827629 0 0 D ST JOE COMPANY COM 790148100 44 700 SH SOLE 700 0 0 D SAINT JUDE MEDICAL COM 790849103 1605 34300 SH SOLE 34300 0 0 D ST PAUL TRAVELERS COS INC COM 792860108 5261 117248 SH SOLE 117248 0 0 D ST PAUL TRAVELERS COS INC COM 792860108 69 1537 SH SOLE 0 0 1537 D SAKS INCORPORATED COM 79377W108 83 4500 SH SOLE 4500 0 0 D SALEM COMMUNICATIONS CORP COM 794093104 7869 426741 SH SOLE 426741 0 0 D SALEM COMMUNICATIONS CORP COM 794093104 911 49425 SH SOLE 0 0 49425 D SALES FORCE.COM INC COM 79466L302 7 300 SH SOLE 300 0 0 D SANDERS MORRIS HARRIS GROUP INCCOM 80000Q104 1551 94848 SH SOLE 94848 0 0 D SANDERS MORRIS HARRIS GROUP INCCOM 80000Q104 8147 498266 SH SOLE 0 0 498266 D SANDERSON FARMS INC COM 800013104 134 3600 SH SOLE 3600 0 0 D SANDERSON FARMS INC COM 800013104 1954 52575 SH SOLE 0 0 52575 D SANDISK CORP COM 80004C101 135 2800 SH SOLE 2800 0 0 D JOHN B. SANFILIPPO & SONS INC COM 800422107 760 43400 SH SOLE 43400 0 0 D SANMINA-SCI CORP COM 800907107 13 3100 SH SOLE 3100 0 0 D SANTANDER BANCORP COM 802809103 1261 51180 SH SOLE 51180 0 0 D SARA LEE CORP COM 803111103 1637 86400 SH SOLE 86400 0 0 D SAXON CAPITAL INC COM 80556T106 64 5429 SH SOLE 5429 0 0 D SCANA CORP COM 80589M102 203 4800 SH SOLE 4800 0 0 D SCANSOURCE INC COM 806037107 4488 92084 SH SOLE 92084 0 0 D SCANSOURCE INC COM 806037107 512 10500 SH SOLE 0 0 10500 D SCHEIN HENRY INC COM 806407102 26 600 SH SOLE 600 0 0 D SCHERING PLOUGH COM 806605101 2972 141201 SH SOLE 141201 0 0 D SCHERING PLOUGH COM 806605101 337 16000 SH SOLE 0 0 16000 D SCHLUMBERGER LTD COM 806857108 9200 109030 SH SOLE 109030 0 0 D SCHLUMBERGER LTD COM 806857108 7797 92404 SH SOLE 0 0 92404 D SCHNITZER STL INDS CL A COM 806882106 20 600 SH SOLE 600 0 0 D SCHWAB CHARLES CORP COM 808513105 1377 95400 SH SOLE 95400 0 0 D SCHWEITZER-MAUDUIT INTL COM 808541106 1 41 SH SOLE 41 0 0 D SCIENTIFIC ATLANTA COM 808655104 1497 39900 SH SOLE 39900 0 0 D SCIENTIFIC ATLANTA COM 808655104 38 1000 SH SOLE 0 0 1000 D SCOPE INDUSTRIES COM 809163108 188 2700 SH SOLE 0 0 2700 D SCOTTS MIRACLE-GRO CO COM 810186106 554 6300 SH SOLE 6300 0 0 D SCRIPPS E W CO CL A COM 811054204 495 9900 SH SOLE 9900 0 0 D SCS TRANSPORTATION INC COM 81111T102 269 17100 SH SOLE 17100 0 0 D SCS TRANSPORTATION INC COM 81111T102 5992 381400 SH SOLE 0 0 381400 D SEALED AIR CORP COM 81211K100 551 11600 SH SOLE 11600 0 0 D SEARS HOLDINGS CORP COM 812350106 644 5175 SH SOLE 5175 0 0 D SEMICONDUCTOR HOLDERS TRUST COM 816636203 111 3000 SH SOLE 3000 0 0 D SEMPRA ENERGY COM 816851109 1708 36300 SH SOLE 36300 0 0 D SEMITOOL INC COM 816909105 604 76000 SH SOLE 0 0 76000 D SEROLOGICALS CORPORATION COM 817523103 11 500 SH SOLE 500 0 0 D SERVICE CORP INTERNATIONAL COM 817565104 10686 1288975 SH SOLE 1288975 0 0 D SERVICEMASTER COMPANY COM 81760N109 97 7200 SH SOLE 7200 0 0 D 7-ELEVEN INC COM 817826209 11 300 SH SOLE 300 0 0 D SHAW COMMUNICATIONS INC CL B COM 82028K200 96 4600 SH SOLE 4600 0 0 D SHELL CANADA LTD CL A COM 822567103 32 900 SH SOLE 900 0 0 D SHERWIN WILLIAMS CO COM 824348106 458 10400 SH SOLE 10400 0 0 D SHOE CARNIVAL INC COM 824889109 573 36000 SH SOLE 0 0 36000 D SIEBEL SYSTEMS INC COM 826170102 574 55600 SH SOLE 55600 0 0 D SIERRA HEALTH SERVICES COM 826322109 161 2342 SH SOLE 2342 0 0 D SIGMA-ALDRICH COM 826552101 205 3200 SH SOLE 3200 0 0 D SIGMA-ALDRICH COM 826552101 218 3400 SH SOLE 0 0 3400 D SIGMATEL INC COM 82661W107 102 5058 SH SOLE 5058 0 0 D SILGAN HOLDINGS INC COM 827048109 2 46 SH 46 0 0 D SIMMONS FIRST NATIONAL CORP CL COM 828730200 656 23000 SH SOLE 0 0 23000 D SIMON PROPERTY GROUP INC COM 828806109 1853 25000 SH SOLE 25000 0 0 D SINCLAIR BROADCAST GROUP INC CLCOM 829226109 27 3000 SH SOLE 3000 0 0 D SIRIUS SATELLITE RADIO INC COM 82966U103 145 22100 SH SOLE 22100 0 0 D SIZELER PROPERTY INVESTORS COM 830137105 438 36100 SH SOLE 0 0 36100 D SKECHERS U S A INC COM 830566105 95 5800 SH SOLE 5800 0 0 D SKY FINL GROUP INC COM 83080P103 1455 51777 SH SOLE 51777 0 0 D SKY FINL GROUP INC COM 83080P103 1273 45286 SH SOLE 0 0 45286 D SKYWEST INC COM 830879102 25681 957525 SH SOLE 957525 0 0 D SKYWORKS SOLUTIONS INC COM 83088M102 11410 1625343 SH SOLE 1625343 0 0 D SKYWORKS SOLUTIONS INC COM 83088M102 1142 162625 SH SOLE 0 0 162625 D SMART & FINAL INC COM 831683107 11070 855479 SH SOLE 855479 0 0 D SMART & FINAL INC COM 831683107 1223 94550 SH SOLE 0 0 94550 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 20 600 SH SOLE 600 0 0 D SMUCKER (JM) CO COM 832696405 2864 59000 SH SOLE 59000 0 0 D SMUCKER (JM) CO COM 832696405 155 3200 SH SOLE 0 0 3200 D SNAP-ON INC COM 833034101 177 4900 SH SOLE 4900 0 0 D SOLECTRON CORP COM 834182107 423 108100 SH SOLE 108100 0 0 D SOLEXA INC COM 83420X105 0 1 SH SOLE 1 0 0 D SONIC CORP COM 835451105 8 300 SH SOLE 300 0 0 D SONOCO PRODUCTS COM 835495102 161 5900 SH SOLE 5900 0 0 D SONUS NETWORKS INC COM 835916107 1 247 SH 247 0 0 D SOUND FEDERAL BANCORP INC COM 83607V104 602 36000 SH SOLE 0 0 36000 D SOURCE INTERLINK COMPANIES INC COM 836151209 608 55000 SH SOLE 0 0 55000 D SOUTH FINANCIAL GROUP INC COM 837841105 3 100 SH SOLE 100 0 0 D SOUTH JERSEY INDUSTRIES COM 838518108 12 400 SH SOLE 400 0 0 D SOUTH JERSEY INDUSTRIES COM 838518108 2168 74400 SH SOLE 0 0 74400 D SOUTHCOAST FINANCIAL CORP COM 84129R100 4032 183279 SH SOLE 183279 0 0 D SOUTHERN CO. COM 842587107 3140 87806 SH SOLE 87806 0 0 D SOUTHERN CO. COM 842587107 49 1370 SH SOLE 0 0 1370 D SOUTHERN COMMUNITY FINANCIAL COM 842632101 293 32000 SH SOLE 0 0 32000 D SOUTHERN UNION CO COM 844030106 92 3570 SH SOLE 3570 0 0 D SOUTHWEST AIRLINES COM 844741108 697 46914 SH SOLE 46914 0 0 D SOUTHWEST BANCORP INC COM 844767103 119 5400 SH SOLE 5400 0 0 D SOUTHWEST WATER CO COM 845331107 630 43471 SH SOLE 0 0 43471 D SOUTHWESTERN ENERGY CO COM 845467109 1211 16500 SH SOLE 16500 0 0 D SOVEREIGN BANCORP COM 845905108 1252 56800 SH SOLE 56800 0 0 D SPARTAN STORES INC COM 846822104 8 800 SH SOLE 800 0 0 D SPARTAN STORES INC COM 846822104 536 52000 SH SOLE 0 0 52000 D SPARTECH CORP COM 847220209 36648 1875551 SH SOLE 1875551 0 0 D SPARTECH CORP COM 847220209 1587 81200 SH SOLE 0 0 81200 D SPECTRUM CONTROL INC COM 847615101 153 20700 SH SOLE 20700 0 0 D SPECTRUM CONTROL INC COM 847615101 2025 273300 SH SOLE 0 0 273300 D SPECTRUM BRANDS INC COM 84762L105 2 100 SH SOLE 100 0 0 D SPINNAKER EXPLORATION CO COM 84855W109 9909 153170 SH SOLE 153170 0 0 D SPINNAKER EXPLORATION CO COM 84855W109 1084 16750 SH SOLE 0 0 16750 D SPORTSMAN'S GUIDE INC COM 848907200 14279 523050 SH SOLE 523050 0 0 D SPORT CHALET INC CL A COM 849163209 629 58500 SH SOLE 0 0 58500 D SPORT CHALET INC CL B COM 849163308 60 4500 SH SOLE 0 0 4500 D THE SPORTS AUTHORITY INC COM 84917U109 3363 114246 SH SOLE 114246 0 0 D THE SPORTS AUTHORITY INC COM 84917U109 2423 82300 SH SOLE 0 0 82300 D SPRINT NEXTEL CORP COM 852061100 8850 372154 SH SOLE 372154 0 0 D SPRINT NEXTEL CORP COM 852061100 185 7790 SH SOLE 0 0 7790 D SS&C TECHNOLOGIES INC COM 85227Q100 110 3000 SH SOLE 3000 0 0 D STAKTEK HOLDINGS INC COM 85256P106 1 400 SH SOLE 400 0 0 D STANCORP FINL GROUP INC COM 852891100 84 1000 SH SOLE 1000 0 0 D STANDARD PAC CORP NEW COM 85375C101 145 3500 SH SOLE 3500 0 0 D STANDARD PARKING CORP COM 853790103 3208 168600 SH SOLE 168600 0 0 D STANDARD PARKING CORP COM 853790103 2257 118589 SH SOLE 0 0 118589 D STANDEX INTERNATIONAL CORP COM 854231107 216 8200 SH SOLE 0 0 8200 D STANLEY WORKS COM 854616109 739 15836 SH SOLE 15836 0 0 D STANLEY WORKS COM 854616109 56 1200 SH SOLE 0 0 1200 D STANTEC INC COM 85472N109 192 6201 SH SOLE 0 0 6201 D STAPLES INC COM 855030102 6677 313159 SH SOLE 313159 0 0 D STAPLES INC COM 855030102 6924 324767 SH SOLE 0 0 324767 D STARBUCKS CORP COM 855244109 1112 22200 SH SOLE 22200 0 0 D STARBUCKS CORP COM 855244109 10 200 SH 0 0 200 D STARWOOD HOTELS/RESORTS WORLD COM 85590A203 1544 27000 SH SOLE 27000 0 0 D STATE STREET CORP COM 857477103 1605 32810 SH SOLE 32810 0 0 D STATE STREET CORP COM 857477103 33 669 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 21168 1166300 SH SOLE 1166300 0 0 D STEEL DYNAMICS INC COM 858119100 177 5200 SH SOLE 5200 0 0 D STEELCASE INC CL A COM 858155203 30 2100 SH SOLE 2100 0 0 D STEIN MART INC COM 858375108 9902 487763 SH SOLE 487763 0 0 D STEIN MART INC COM 858375108 3546 174700 SH SOLE 0 0 174700 D STEINWAY MUSICAL INSTRS INC COM 858495104 23073 875627 SH SOLE 875627 0 0 D STEINWAY MUSICAL INSTRS INC COM 858495104 8372 317725 SH SOLE 0 0 317725 D STELLENT INC COM 85856W105 1731 201956 SH SOLE 201956 0 0 D STELLENT INC COM 85856W105 8226 959900 SH SOLE 0 0 959900 D STEPAN CO COM 858586100 652 26000 SH SOLE 0 0 26000 D STERLING BANCORP COM 859158107 16747 743987 SH SOLE 743987 0 0 D STERLING FINL CORP/SPOKANE COM 859319105 1105 49014 SH SOLE 49014 0 0 D STERLING FINL CORP/SPOKANE COM 859319105 3418 151554 SH SOLE 0 0 151554 D STEWART INFORMATION SVCS COM 860372101 2662 52000 SH SOLE 0 0 52000 D STIFEL FINANCIAL CORP COM 860630102 1101 30666 SH SOLE 0 0 30666 D STONE ENERGY CORP COM 861642106 122 2000 SH SOLE 2000 0 0 D STONERIDGE INC COM 86183P102 543 66000 SH SOLE 0 0 66000 D STONEMOR PARTNERS LP COM 86183Q100 11 500 SH SOLE 500 0 0 D STRATAGENE CORP COM 86269H107 2427 269400 SH SOLE 269400 0 0 D STRATEGIC HOTEL CAPITAL INC COM 86272T106 22 1200 SH SOLE 1200 0 0 D STRIDE RITE COM 863314100 7177 559854 SH SOLE 559854 0 0 D STRIDE RITE COM 863314100 805 62800 SH SOLE 0 0 62800 D STRYKER CORP COM 863667101 7967 161184 SH SOLE 161184 0 0 D STRYKER CORP COM 863667101 7487 151475 SH SOLE 0 0 151475 D STUDENT LOAN CORP COM 863902102 59 250 SH SOLE 250 0 0 D STUDENT LOAN CORP COM 863902102 12 50 SH SOLE 0 0 50 D SUMMA INDS COM 86562T105 93 12300 SH SOLE 0 0 12300 D SUN BANCORP INC-NJ COM 86663B102 3857 182886 SH SOLE 182886 0 0 D SUN BANCORP INC-NJ COM 86663B102 280 13271 SH SOLE 0 0 13271 D SUN MICROSYSTEMS COM 866810104 670 171000 SH SOLE 171000 0 0 D SUNCOR ENERGY INC COM 867229106 30 500 SH SOLE 500 0 0 D SUNOCO INC COM 86764P109 1760 22500 SH SOLE 22500 0 0 D SUNTRUST BANKS COM 867914103 2882 41499 SH SOLE 41499 0 0 D SUNTRUST BANKS COM 867914103 11 164 SH SOLE 0 0 164 D SUPERIOR UNIFORM GROUP INC COM 868358102 271 21000 SH SOLE 0 0 21000 D SUPERVALU INC COM 868536103 682 21900 SH SOLE 21900 0 0 D SUPREME INDUSTRIES INC CL A COM 868607102 319 34000 SH SOLE 0 0 34000 D SUREWEST COMMUNICATIONS COM 868733106 1176 41000 SH SOLE 0 0 41000 D SWIFT ENERGY CO COM 870738101 92 2000 SH SOLE 2000 0 0 D SYBASE INC COM 871130100 337 14400 SH SOLE 14400 0 0 D SYBRON DENTAL SPECIALTIES INC COM 871142105 1 33 SH 33 0 0 D SYMANTEC CORP COM 871503108 59297 2616811 SH SOLE 2616811 0 0 D SYMANTEC CORP COM 871503108 25879 1142057 SH SOLE 0 0 1141357 D SYMBION INC COM 871507109 12069 466511 SH SOLE 466511 0 0 D SYMMETRY MEDICAL INC COM 871546206 2751 116095 SH SOLE 116095 0 0 D SYMS CORP COM 871551107 576 43000 SH SOLE 0 0 43000 D SYNOPSYS INC COM 871607107 376 19900 SH SOLE 19900 0 0 D SYNOVUS FINANCIAL CORP COM 87161C105 751 27100 SH SOLE 27100 0 0 D SYNOVUS FINANCIAL CORP COM 87161C105 34 1220 SH SOLE 0 0 1220 D SYNOVIS LIFE TECHNOLOGIES INC COM 87162G105 2 186 SH 186 0 0 D SYNOVIS LIFE TECHNOLOGIES INC COM 87162G105 312 29000 SH SOLE 0 0 29000 D SYPRIS SOLUTIONS INC COM 871655106 526 49000 SH SOLE 0 0 49000 D SYSCO CORP COM 871829107 1057 33700 SH SOLE 33700 0 0 D SYSCO CORP COM 871829107 31 1000 SH SOLE 0 0 1000 D SYSTEMAX INC COM 871851101 96 13600 SH SOLE 13600 0 0 D TBC CORP COM 872183108 5429 157418 SH SOLE 157418 0 0 D TBC CORP COM 872183108 577 16725 SH SOLE 0 0 16725 D TCF FINANCIAL CORP COM 872275102 35 1300 SH SOLE 1300 0 0 D TD BANKNORTH INC COM 87235A101 135 4476 SH SOLE 4476 0 0 D TD BANKNORTH INC COM 87235A101 3426 113680 SH SOLE 0 0 113680 D TECO ENERGY COM 872375100 152 8450 SH SOLE 8450 0 0 D TESSCO TECHNOLOGIES INC COM 872386107 183 14000 SH SOLE 0 0 14000 D THQ INC COM 872443403 133 6223 SH SOLE 6223 0 0 D TJX COMPANIES INC COM 872540109 641 31300 SH SOLE 31300 0 0 D T R C COMPANIES INC COM 872625108 733 47000 SH SOLE 0 0 47000 D T R W AUTOMOTIVE HOLDINGS CORP COM 87264S106 302 10300 SH SOLE 10300 0 0 D TXU CORPORATION COM 873168108 3115 27600 SH SOLE 27600 0 0 D TXU CORPORATION COM 873168108 260 2300 SH SOLE 0 0 2300 D TALBOTS INC COM 874161102 1975 66000 SH SOLE 66000 0 0 D TALISMAN ENERGY INC COM 87425E103 59 1200 SH SOLE 1200 0 0 D TANDY BRANDS ACCESSORIES COM 875378101 75 6460 SH SOLE 0 0 6460 D TARGET CORP COM 87612E106 10971 211257 SH SOLE 211257 0 0 D TARGET CORP COM 87612E106 4657 89680 SH SOLE 0 0 89380 D TAYLOR CAPITAL GROUP INC COM 876851106 163 4300 SH SOLE 4300 0 0 D TAYLOR CAPITAL GROUP INC COM 876851106 3631 96012 SH SOLE 0 0 96012 D TEAM INC COM 878155100 7306 324700 SH SOLE 324700 0 0 D TECHNE CORP COM 878377100 15243 267520 SH SOLE 267520 0 0 D TECHNITROL INC COM 878555101 918 59905 SH SOLE 59905 0 0 D TECHNITROL INC COM 878555101 3 200 SH SOLE 0 0 200 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 50 2000 SH SOLE 0 0 2000 D TELEDYNE TECHNOLOGIES INC COM 879360105 1 31 SH 31 0 0 D TELEFLEX INC COM 879369106 27490 389925 SH SOLE 389925 0 0 D TELEWEST GLOBAL INC COM 87956T107 239 10400 SH SOLE 10400 0 0 D TELLABS INC COM 879664100 60 5700 SH SOLE 5700 0 0 D TEMPLE INLAND INC COM 879868107 9718 237900 SH SOLE 237900 0 0 D TENET HEALTHCARE CORP COM 88033G100 519 46200 SH SOLE 46200 0 0 D TENNANT CO COM 880345103 342 8350 SH SOLE 8350 0 0 D TENNECO AUTOMOTIVE INC COM 880349105 0 20 SH SOLE 20 0 0 D TEREX CORP COM 880779103 306 6200 SH SOLE 6200 0 0 D TERRA INDUSTRIES INC COM 880915103 12 1800 SH SOLE 1800 0 0 D TESORO CORP COM 881609101 838 12465 SH SOLE 12465 0 0 D TETRA TECHNOLOGIES INC COM 88162F105 468 15000 SH SOLE 15000 0 0 D TETRA TECHNOLOGIES INC COM 88162F105 10125 324300 SH SOLE 0 0 324300 D TETRA TECH INC COM 88162G103 1 60 SH 60 0 0 D TESSERA TECHNOLOGIES INC COM 88164L100 2 51 SH 51 0 0 D TEXAS INSTRUMENTS COM 882508104 8201 241905 SH SOLE 241905 0 0 D TEXAS REGIONAL BANCSHARES-A COM 882673106 1 21 SH 21 0 0 D TEXAS ROADHOUSE INC CL A COM 882681109 12519 840200 SH SOLE 840200 0 0 D TEXTRON COM 883203101 495 6900 SH SOLE 6900 0 0 D THERMO ELECTRON CORP COM 883556102 624 20200 SH SOLE 20200 0 0 D THOMAS & BETTS COM 884315102 50 1447 SH SOLE 1447 0 0 D THORNBURG MORTGAGE INC COM 885218107 170 6800 SH SOLE 6800 0 0 D 3M CO COM 88579Y101 10522 143435 SH SOLE 143435 0 0 D 3M CO COM 88579Y101 10137 138186 SH SOLE 0 0 138186 D TIBCO SOFTWARE INC COM 88632Q103 271 32400 SH SOLE 32400 0 0 D TIDEWATER INC COM 886423102 73 1500 SH SOLE 1500 0 0 D TIER TECHNOLOGIES INC CL B COM 88650Q100 467 54000 SH SOLE 0 0 54000 D TIERONE CORP COM 88650R108 1421 54000 SH SOLE 0 0 54000 D TIFFANY & CO COM 886547108 585 14700 SH SOLE 14700 0 0 D TIMBERLAND CO CL A COM 887100105 47 1400 SH SOLE 1400 0 0 D TIME WARNER INC COM 887317105 10781 595300 SH SOLE 595300 0 0 D TITAN INTERNATIONAL INC COM 88830M102 58 4200 SH SOLE 4200 0 0 D TITANIUM METALS CORP COM 888339207 273 6900 SH SOLE 6900 0 0 D TODCO CL A COM 88889T107 221 5300 SH SOLE 5300 0 0 D TOLL BROTHERS COM 889478103 80 1800 SH SOLE 1800 0 0 D TOLLGRADE COMMUNICATIONS INC COM 889542106 628 74263 SH SOLE 74263 0 0 D TOO INC COM 890333107 49 1800 SH SOLE 1800 0 0 D TOOTSIE ROLL INDUSTRIES COM 890516107 8461 266503 SH SOLE 266503 0 0 D TORCHMARK COM 891027104 766 14500 SH SOLE 14500 0 0 D TORO CO COM 891092108 21 560 SH SOLE 560 0 0 D TORONTO-DOMINION BANK COM 891160509 2690 54543 SH SOLE 0 0 54543 D TOTAL SYS SVCS INC COM 891906109 9 400 SH SOLE 400 0 0 D TRAMMELL CROW COMPANY COM 89288R106 158 6400 SH SOLE 6400 0 0 D TRANSACTION SYSTEMS ARCHITECTS COM 893416107 1 50 SH 50 0 0 D TRANSATLANTIC HLDGS COM 893521104 1 25 SH SOLE 25 0 0 D TRANSPORT CORP OF AMER INC COM 89385P102 152 20200 SH SOLE 0 0 20200 D TRANSMONTAIGNE INC COM 893934109 943 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 40 1500 SH SOLE 1500 0 0 D TREX COMPANY INC COM 89531P105 12450 518760 SH SOLE 518760 0 0 D TREX COMPANY INC COM 89531P105 27 1140 SH SOLE 0 0 1140 D TRIAD HOSPITALS INC COM 89579K109 819 18100 SH SOLE 18100 0 0 D TRIAD GUARANTY INC COM 895925105 667 17000 SH SOLE 0 0 17000 D TRIBUNE CO COM 896047107 1291 38100 SH SOLE 38100 0 0 D TRICO BANCSHARES COM 896095106 3347 155542 SH SOLE 155542 0 0 D TRICO BANCSHARES COM 896095106 351 16300 SH SOLE 0 0 16300 D TRIMBLE NAVIGATION LTD COM 896239100 3 100 SH SOLE 100 0 0 D TRIZEC PROPERTIES INC COM 89687P107 134 5800 SH SOLE 5800 0 0 D TRUMP ENTERTAINMENT RESORTS INCCOM 89816T103 13 708 SH SOLE 708 0 0 D TUPPERWARE CORP COM 899896104 6725 295225 SH SOLE 295225 0 0 D TWIN DISC INC COM 901476101 47 1200 SH SOLE 1200 0 0 D II VI INC COM 902104108 37169 2095234 SH SOLE 2095234 0 0 D TYCO INTERNATIONAL LTD COM 902124106 52447 1883205 SH SOLE 1883205 0 0 D TYCO INTERNATIONAL LTD COM 902124106 11900 427290 SH SOLE 0 0 427290 D TYLER TECHNOLOGIES INC COM 902252105 1587 191649 SH SOLE 191649 0 0 D TYLER TECHNOLOGIES INC COM 902252105 6848 827100 SH SOLE 0 0 827100 D TYSON FOODS CL A COM 902494103 973 53900 SH SOLE 53900 0 0 D UCBH HOLDINGS INC COM 90262T308 6076 331685 SH SOLE 331685 0 0 D UCBH HOLDINGS INC COM 90262T308 537 29300 SH SOLE 0 0 29300 D UGI CORP COM 902681105 191 6800 SH SOLE 6800 0 0 D UMB FINANICAL CORP COM 902788108 17499 266422 SH SOLE 266422 0 0 D UST INC COM 902911106 862 20600 SH SOLE 20600 0 0 D USA TRUCK INC COM 902925106 708 28000 SH SOLE 0 0 28000 D US BANCORP COM 902973304 6642 236548 SH SOLE 236548 0 0 D US BANCORP COM 902973304 117 4175 SH SOLE 0 0 4175 D URS CORP COM 903236107 1131 28000 SH SOLE 28000 0 0 D USANA HEALTH SCIENCES INC COM 90328M107 162 3400 SH SOLE 3400 0 0 D USG CORP COM 903293405 436 6342 SH SOLE 6342 0 0 D U S I HOLDINGS CORP COM 90333H101 6 500 SH SOLE 500 0 0 D U S CONCRETE INC COM 90333L102 1067 138400 SH SOLE 138400 0 0 D U S CONCRETE INC COM 90333L102 6685 867000 SH SOLE 0 0 867000 D U S XPRESS ENTERPRISES A COM 90338N103 350 30000 SH SOLE 0 0 30000 D US AIRWAYS GROUP INC COM 90341W108 0 4 SH SOLE 4 0 0 D ULTICOM INC COM 903844108 1324 120000 SH SOLE 0 0 120000 D ULTRALIFE BATTERIES INC COM 903899102 17165 1328578 SH SOLE 1328578 0 0 D UNICA CORP COM 904583101 1074 97800 SH SOLE 97800 0 0 D UNIFIRST CORP COM 904708104 28 800 SH SOLE 800 0 0 D UNION BANKSHARES CORP COM 905399101 1308 31316 SH SOLE 31316 0 0 D UNION BANKSHARES CORP COM 905399101 192 4600 SH SOLE 0 0 4600 D UNION PACIFIC CORP COM 907818108 2359 32900 SH SOLE 32900 0 0 D UNION PACIFIC CORP COM 907818108 290 4050 SH SOLE 0 0 4050 D UNIONBANCAL CORP COM 908906100 167 2400 SH SOLE 2400 0 0 D UNIT CORP COM 909218109 37472 677850 SH SOLE 677850 0 0 D UNITED AMERICA INDEMNITY LTD A COM 90933T109 594 32381 SH SOLE 0 0 32381 D UNITED COMMUNITY FINL CORP COM 909839102 141 12600 SH SOLE 12600 0 0 D UNITED COMMUNITY FINL CORP COM 909839102 1088 97000 SH SOLE 0 0 97000 D UNITED CAPITAL CORPORATION COM 909912107 4948 210900 SH SOLE 210900 0 0 D UNITED CAPITAL CORPORATION COM 909912107 493 21000 SH SOLE 0 0 21000 D UNITED DOMINION REALTY TRUST COM 910197102 12 500 SH SOLE 500 0 0 D UNITED FIRE & CAS CO COM 910331107 1588 35204 SH SOLE 35204 0 0 D UNITED FIRE & CAS CO COM 910331107 2346 52000 SH SOLE 0 0 52000 D UNITED INDUSTRIAL COM 910671106 57 1600 SH SOLE 1600 0 0 D UNITED NATURAL FOODS INC COM 911163103 1970 55707 SH SOLE 55707 0 0 D UNITED NATURAL FOODS INC COM 911163103 3564 100800 SH SOLE 0 0 100800 D UNITED ONLINE INC COM 911268100 150 10800 SH SOLE 10800 0 0 D UNITED PARCEL SERVICE CLASS B COM 911312106 46934 678920 SH SOLE 678920 0 0 D UNITED PARCEL SERVICE CLASS B COM 911312106 12118 175287 SH SOLE 0 0 175287 D UNITED STATES STEEL CORP COM 912909108 1008 23800 SH SOLE 23800 0 0 D UNITED SURGICAL PARTNERS INT COM 913016309 223 5700 SH SOLE 5700 0 0 D UNITED TECHNOLOGIES CORP COM 913017109 5535 106770 SH SOLE 106770 0 0 D UNITED TECHNOLOGIES CORP COM 913017109 1550 29900 SH SOLE 0 0 29900 D UNITEDHEALTH GROUP COM 91324P102 6765 120380 SH SOLE 120380 0 0 D UNITIL CORP COM 913259107 129 4600 SH SOLE 4600 0 0 D UNITIL CORP COM 913259107 3408 121276 SH SOLE 0 0 121276 D UNITRIN INC COM 913275103 95 2000 SH SOLE 2000 0 0 D UNIVERSAL AMERICAN FINL CP COM 913377107 498 21900 SH SOLE 21900 0 0 D UNIVERSAL CORP (VA) COM 913456109 156 4016 SH SOLE 0 0 4016 D UNIVERSAL FOREST PRODS INC COM 913543104 149 2600 SH SOLE 2600 0 0 D UNIVERSAL STAINLESS & ALLOY COM 913837100 331 19700 SH SOLE 19700 0 0 D UNIVERSAL STAINLESS & ALLOY COM 913837100 7473 444804 SH SOLE 0 0 444804 D UNIVERSAL HEALTH SVCS -CL B COM 913903100 43 900 SH SOLE 900 0 0 D UNIVERSAL TECHNICAL INSTITUTE COM 913915104 1288 36161 SH SOLE 36161 0 0 D UNIVISION COMMUNICATIONS INC COM 914906102 93 3500 SH SOLE 3500 0 0 D UNUMPROVIDENT CORP COM 91529Y106 1570 76600 SH SOLE 76600 0 0 D UROLOGIX INC COM 917273104 9 2200 SH SOLE 2200 0 0 D VCA ANTECH INC COM 918194101 8 300 SH SOLE 300 0 0 D V F CORP COM 918204108 910 15700 SH SOLE 15700 0 0 D V S E CORP COM 918284100 117 3350 SH SOLE 0 0 3350 D VALASSIS COMMUNICATIONS COM 918866104 17298 443775 SH SOLE 443775 0 0 D VALHI INC NEW COM 918905100 11 600 SH SOLE 600 0 0 D VALEANT PHARMACEUTICALS INTERNACOM 91911X104 29930 1490525 SH SOLE 1490525 0 0 D VALERO ENERGY COM 91913Y100 4860 42984 SH SOLE 42984 0 0 D VALERO ENERGY COM 91913Y100 12 110 SH SOLE 0 0 110 D VALLEY BANCORP COM 91929R107 1026 29305 SH SOLE 29305 0 0 D VALLEY NATL BANCORP COM 919794107 58 2515 SH SOLE 2515 0 0 D VALOR COMMUNICATIONS GROUP COM 920255106 2813 206350 SH SOLE 206350 0 0 D VALSPAR CORP COM 920355104 560 25066 SH SOLE 25066 0 0 D VALUECLICK INC COM 92046N102 2 109 SH 109 0 0 D VARIAN MEDICAL SYSTEMS INC COM 92220P105 138 3500 SH SOLE 3500 0 0 D VECTREN CORP COM 92240G101 85 3000 SH SOLE 3000 0 0 D VELCRO INDUSTRIES N.V. COM 922571104 1045 78000 SH SOLE 0 0 78000 D VENTAS INC COM 92276F100 19 600 SH SOLE 600 0 0 D VENTANA MEDICAL SYSTEM INC COM 92276H106 1 34 SH 34 0 0 D VENTANA MEDICAL SYSTEM INC COM 92276H106 25 650 SH SOLE 0 0 650 D VENTIV HEALTH INC COM 922793104 6986 266533 SH SOLE 266533 0 0 D VERITY INC COM 92343C106 263 24800 SH SOLE 24800 0 0 D VERISIGN INC COM 92343E102 51 2400 SH SOLE 2400 0 0 D VERITAS DGC INC COM 92343P107 139 3800 SH SOLE 3800 0 0 D VERIZON COMMUNICATIONS COM 92343V104 42079 1287225 SH SOLE 1287225 0 0 D VERIZON COMMUNICATIONS COM 92343V104 10778 329700 SH SOLE 0 0 329700 D VERTRUE INC COM 92534N101 36 1000 SH SOLE 1000 0 0 D VIACOM INC CL A COM 925524100 362 10900 SH SOLE 10900 0 0 D VIACOM INC CL A COM 925524100 375 11300 SH SOLE 0 0 11300 D VIACOM INC CL B COM 925524308 44077 1335266 SH SOLE 1335266 0 0 D VIACOM INC CL B COM 925524308 15360 465305 SH SOLE 0 0 465305 D VIASAT INC COM 92552V100 2131 83079 SH SOLE 83079 0 0 D VIASAT INC COM 92552V100 370 14441 SH SOLE 0 0 14441 D VIRGINIA COMMERCE BANCORP COM 92778Q109 7561 279196 SH SOLE 279196 0 0 D VORNADO REALTY TRUST COM 929042109 1022 11800 SH SOLE 11800 0 0 D VULCAN INTL CORP COM 929136109 171 3200 SH SOLE 0 0 3200 D VULCAN MATERIALS CO COM 929160109 1544 20800 SH SOLE 20800 0 0 D WFS FINANCIAL INC COM 92923B106 161 2400 SH SOLE 2400 0 0 D WCI COMMUNITIES INC COM 92923C104 2355 83000 SH SOLE 83000 0 0 D W HOLDING COMPANY INC COM 929251106 3131 327482 SH SOLE 327482 0 0 D W HOLDING COMPANY INC COM 929251106 215 22442 SH SOLE 0 0 22442 D W-H ENERGY SVCS INC COM 92925E108 58766 1812650 SH SOLE 1812650 0 0 D WPS RESOURCES CORP COM 92931B106 419 7250 SH SOLE 7250 0 0 D WSFS FINANCIAL CORP COM 929328102 418 7100 SH SOLE 7100 0 0 D WABTEC CORP COM 929740108 17683 648198 SH SOLE 648198 0 0 D WABTEC CORP COM 929740108 1673 61325 SH SOLE 0 0 61325 D WACHOVIA CORP COM 929903102 44014 924866 SH SOLE 924866 0 0 D WACHOVIA CORP COM 929903102 8933 187701 SH SOLE 0 0 187701 D WAINWRIGHT BANK TRUST COMPANY COM 930705108 250 24013 SH SOLE 24013 0 0 D WAL MART STORES INC COM 931142103 6742 153858 SH SOLE 153858 0 0 D WAL MART STORES INC COM 931142103 1433 32699 SH SOLE 0 0 32699 D WALGREEN COM 931422109 33965 781708 SH SOLE 781708 0 0 D WALGREEN COM 931422109 16118 370949 SH SOLE 0 0 370649 D WALTER INDUSTRIES INC COM 93317Q105 157 3200 SH SOLE 3200 0 0 D WARNER MUSIC GROUP CORP COM 934550104 152 8200 SH SOLE 8200 0 0 D WASHINGTON FEDERAL INC COM 938824109 2 76 SH SOLE 76 0 0 D WASHINGTON MUTUAL INC COM 939322103 7820 199380 SH SOLE 199380 0 0 D WASHINGTON MUTUAL INC COM 939322103 22 550 SH SOLE 0 0 550 D WASHINGTON POST B COM 939640108 80 100 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 452 34000 SH SOLE 0 0 34000 D WASTE MGMT INC DEL COM 94106L109 33307 1164170 SH SOLE 1164170 0 0 D WASTE MGMT INC DEL COM 94106L109 7652 267450 SH SOLE 0 0 267450 D WATER PIK TECHNOLOGIES INC COM 94113U100 89 4400 SH SOLE 4400 0 0 D WATER PIK TECHNOLOGIES INC COM 94113U100 731 36000 SH SOLE 0 0 36000 D WATERS CORP COM 941848103 820 19700 SH SOLE 19700 0 0 D WATERSIDE CAPITAL CORP COM 941872103 14 3339 SH SOLE 0 0 3339 D WATSCO INC COM 942622200 85 1600 SH SOLE 1600 0 0 D WATSON PHARMACEUTICALS COM 942683103 1607 43900 SH SOLE 43900 0 0 D WATTS WATER TECHNOLOGIES INC COM 942749102 8016 277845 SH SOLE 277845 0 0 D WATTS WATER TECHNOLOGIES INC COM 942749102 917 31775 SH SOLE 0 0 31775 D WAUSAU PAPER CORP COM 943315101 0 4 SH 4 0 0 D WEBMETHODS INC COM 94768C108 3329 470850 SH SOLE 470850 0 0 D WEBSTER FINANCIAL CORP COM 947890109 15190 337847 SH SOLE 337847 0 0 D WEIGHT WATCHERS INTL INC COM 948626106 83 1600 SH SOLE 1600 0 0 D WEINGARTEN REALTY INVESTORS COM 948741103 197 5200 SH SOLE 5200 0 0 D WELLCARE HEALTH PLANS INC COM 94946T106 97 2623 SH SOLE 2623 0 0 D WELLCHOICE INC COM 949475107 61 800 SH SOLE 800 0 0 D WELLPOINT INC COM 94973V107 6495 85658 SH SOLE 85658 0 0 D WELLS FARGO & CO NEW COM 949746101 50806 867444 SH SOLE 867444 0 0 D WELLS FARGO & CO NEW COM 949746101 21959 374924 SH SOLE 0 0 374924 D WENDYS INTERNATL INC COM 950590109 108 2400 SH SOLE 2400 0 0 D WESCO INTERNATIONAL INC COM 95082P105 102 3000 SH SOLE 3000 0 0 D WEST CORPORATION COM 952355105 67 1800 SH SOLE 1800 0 0 D WEST PHARMACEUTICAL SERVICES COM 955306105 22082 744260 SH SOLE 744260 0 0 D WESTAR ENERGY INC COM 95709T100 46 1900 SH SOLE 1900 0 0 D WESTCORP COM 957907108 300 5100 SH SOLE 5100 0 0 D WESTERN DIGITAL COM 958102105 297 23000 SH SOLE 23000 0 0 D WESTERN GAS RESOURCES INC COM 958259103 15 300 SH SOLE 300 0 0 D WESTERN SIERRA BANCORP COM 959522103 4381 127220 SH SOLE 127220 0 0 D WESTERN SIERRA BANCORP COM 959522103 466 13534 SH SOLE 0 0 13534 D WESTWOOD ONE INC COM 961815107 10 500 SH SOLE 500 0 0 D WEYCO GROUP INC COM 962149100 49 2500 SH SOLE 2500 0 0 D WEYCO GROUP INC COM 962149100 651 33400 SH SOLE 0 0 33400 D WEYERHAEUSER COM 962166104 39741 578050 SH SOLE 578050 0 0 D WEYERHAEUSER COM 962166104 7862 114350 SH SOLE 0 0 114350 D WHIRLPOOL CORP COM 963320106 841 11100 SH SOLE 11100 0 0 D WHITE ELECTRONIC DESIGNS COM 963801105 495 97000 SH SOLE 0 0 97000 D WHITNEY HOLDING CORP COM 966612103 131 4850 SH SOLE 4850 0 0 D WHOLE FOODS MKT INC COM 966837106 94 700 SH SOLE 700 0 0 D WHOLE FOODS MKT INC COM 966837106 81 600 SH SOLE 0 0 600 D WILEY JOHN & SONS INC CL A COM 968223206 83 2000 SH SOLE 2000 0 0 D WILLIAMS COS. COM 969457100 1653 66000 SH SOLE 66000 0 0 D WILMINGTON TRUST CORP COM 971807102 95 2600 SH SOLE 2600 0 0 D WINTRUST FINANCIAL CORP COM 97650W108 15123 300903 SH SOLE 300903 0 0 D WISCONSIN ENERGY COM 976657106 381 9550 SH SOLE 9550 0 0 D WOLVERINE TUBE INC COM 978093102 278 37000 SH SOLE 0 0 37000 D WORLDCOM INC-WORLDCOM GROUP COM 98157D106 0 2249 SH SOLE 2249 0 0 D WORLDCOM INC-WORLDCOM GROUP COM 98157D106 0 1500 SH 0 0 1500 D WORLDCOM INC-MCI GROUP COM 98157D304 0 89 SH SOLE 89 0 0 D WORLDCOM INC-MCI GROUP COM 98157D304 0 74 SH 0 0 74 D WRIGHT EXPRESS CORP COM 98233Q105 23367 1082305 SH SOLE 1082305 0 0 D WRIGLEY WM. JR. CO. COM 982526105 2457 34180 SH SOLE 34180 0 0 D WRIGLEY WM. JR. CO. COM 982526105 2585 35965 SH SOLE 0 0 35965 D WYETH COM 983024100 8162 176393 SH SOLE 176393 0 0 D WYETH COM 983024100 10003 216184 SH SOLE 0 0 216184 D XM SATELLITE RADIO HLDGS INC COM 983759101 56 1550 SH SOLE 1550 0 0 D XM SATELLITE RADIO HLDGS INC COM 983759101 34 959 SH SOLE 0 0 959 D XTO ENERGY CORP COM 98385X106 978 21577 SH SOLE 21577 0 0 D XCEL ENERGY INC COM 98389B100 1414 72100 SH SOLE 72100 0 0 D XILINX INC COM 983919101 588 21100 SH SOLE 21100 0 0 D XEROX COM 984121103 1461 107000 SH SOLE 107000 0 0 D XERIUM TECHNOLOGIES INC COM 98416J100 10189 887500 SH SOLE 887500 0 0 D YADKIN VY BANK & TRUST ELKIN N COM 984308106 14 1000 SH SOLE 1000 0 0 D YAHOO INC COM 984332106 42 1252 SH SOLE 1252 0 0 D YAHOO INC COM 984332106 3 90 SH SOLE 0 0 90 D YOUNG INNOVATIONS INC. COM 987520103 231 6100 SH SOLE 6100 0 0 D YOUNG INNOVATIONS INC. COM 987520103 5324 140624 SH SOLE 0 0 140624 D YUM! BRANDS INC COM 988498101 1650 34080 SH SOLE 34080 0 0 D YUM! BRANDS INC COM 988498101 86 1780 SH SOLE 0 0 1780 D ZALE CORP COM 988858106 16 600 SH SOLE 600 0 0 D ZIEGLER CO COM 989506100 87 4600 SH SOLE 0 0 4600 D ZILOG INC COM 989524301 0 0 SH SOLE 0 0 0 D ZIMMER HOLDINGS INC COM 98956P102 10228 148466 SH SOLE 148466 0 0 D ZIMMER HOLDINGS INC COM 98956P102 11380 165192 SH SOLE 0 0 164892 D ZIONS BANCORPORATION COM 989701107 1460 20500 SH SOLE 20500 0 0 D ZYGO CORP COM 989855101 142 9300 SH SOLE 9300 0 0 D ZYGO CORP COM 989855101 2205 143900 SH SOLE 0 0 143900 D DEUTSCHE BANK AG -REG COM D18190898 7 76 SH SOLE 76 0 0 D ACE LTD COM G0070K103 1266 26900 SH SOLE 26900 0 0 D AMERICAN SAFETY INSURANCE HLDGSCOM G02995101 955 55400 SH SOLE 55400 0 0 D AMERICAN SAFETY INSURANCE HLDGSCOM G02995101 328 19000 SH SOLE 0 0 19000 D BLUE EARTH REFINERIES INC - PRICOM G11999102 67 37000 SH SOLE 0 0 37000 D COOPER INDUSTRIES LTD CL A COM G24182100 532 7700 SH SOLE 7700 0 0 D CREDICORP LTD COM G2519Y108 166 5800 SH SOLE 5800 0 0 D GARMIN LTD COM G37260109 14778 217875 SH SOLE 217875 0 0 D GARMIN LTD COM G37260109 965 14228 SH SOLE 0 0 14228 D GLOBAL CROSSING LTD COM G3921A100 0 100 SH SOLE 100 0 0 D INGERSOLL RAND CO LTD CL A COM G4776G101 7399 193530 SH SOLE 193530 0 0 D IPC HOLDINGS LTD COM G4933P101 10690 327414 SH SOLE 327414 0 0 D JINPAN INTERNATIONAL LTD COM G5138L100 115 19000 SH SOLE 0 0 19000 D KNIGHTSBRIDGE TANKERS LTD COM G5299G106 1839 50000 SH SOLE 0 0 50000 D NABORS INDUSTRIES COM G6359F103 1559 21700 SH SOLE 21700 0 0 D NOBLE CORP COM G65422100 890 13000 SH SOLE 13000 0 0 D PLATINUM UNDERWRITERS HLDGS COM G7127P100 234 7825 SH SOLE 7825 0 0 D PLATINUM UNDERWRITERS HLDGS COM G7127P100 3 100 SH SOLE 0 0 100 D PXRE GROUP LTD COM G73018106 518 38500 SH SOLE 0 0 38500 D SCOTTISH RE GROUP LTD COM G7885T104 4436 186075 SH SOLE 186075 0 0 D SCOTTISH RE GROUP LTD COM G7885T104 462 19400 SH SOLE 0 0 19400 D TOMMY HILFIGER CORP COM G8915Z102 494 28500 SH SOLE 28500 0 0 D TRANSOCEAN INC COM G90078109 2420 39466 SH SOLE 39466 0 0 D TRANSOCEAN INC COM G90078109 19 309 SH SOLE 0 0 309 D TSAKOS ENERGY NAVIGATION LTD COM G9108L108 1729 48000 SH SOLE 0 0 48000 D WEATHERFORD INTL LTD COM G95089101 858 12500 SH SOLE 12500 0 0 D XL CAP LTD CL A COM G98255105 810 11900 SH SOLE 11900 0 0 D ALCON INC COM H01301102 13 100 SH SOLE 100 0 0 D CRONOS GROUP COM L20708100 220 18000 SH SOLE 0 0 18000 D MAGAL SECURITY SYSTEMS LTD COM M6786D104 228 21000 SH SOLE 0 0 21000 D RETALIX LIMITED COM M8215W109 507 21000 SH SOLE 0 0 21000 D BB HOLDINGS LTD COM P1622X106 1134 169000 SH SOLE 0 0 169000 D EXCEL MARITIME CARRIERS LTD COM V3267N107 723 45000 SH SOLE 0 0 45000 D ROYAL CARIBBEAN CRUISES LTD COM V7780T103 1085 25125 SH SOLE 25125 0 0 D OMI CORP - NEW COM Y6476W104 1 58 SH 58 0 0 D AMR CORP COM 001765106 196 17564 SH SOLE 17564 D ALAMOSA HLDGS INC COM 011589108 16365 956485 SH SOLE 956485 D AMERICAN INTL GROUP INC DBCV 11/0 026874AP2 539 800000 PR SOLE X D AMGEN NOTE 031162AE0 633 800000 PR SOLE X D BEACON POWER CORP COM 073677106 1145 392157 SH SOLE 392157 D BIOENVISION COM 09059N100 289 33420 SH SOLE 33420 D CALLON PETE CO DEL COM 13123X102 1569 74950 SH SOLE 74950 D CARDIAC SCIENCE CORP COM 14141A108 2176 202942 SH SOLE 202942 D CENTERPOINT ENERGY INC NOTE 15189TAM9 1986 1500000 PR SOLE X D CHEMED CORP NEW COM 16359R103 7164 165300 SH SOLE 165300 D CIENA CORP NOTE 171779AA9 1435 1570000 PR SOLE X D CITADEL BROADCASTING CORP NOTE 1.875% 2/1 17285TAB2 7398 9500000 PR SOLE X D CONEXANT SYSTEMS INC NOTE 4.000% 2/0 207142AF7 3841 3980000 PR SOLE X D CREDENCE SYS CORP NOTE 1.500% 5/1 225302AF5 2824 3000000 PR SOLE X D CROSSTEX ENERGY INC COM 22765Y104 700 10941 SH SOLE 10941 D DISCOVERY HOLDING CO CL A COM 25468Y107 24837 1720 SH SOLE 1720 D FEI CO NOTE 30241LAB5 2400 2415000 PR SOLE X D GENERAL MTRS CORP DEB SR CONV B 370442733 3240 187500 PR SOLE X D GENTEK INC COM NEW 37245X203 814 56142 SH SOLE 56142 D ITC DELTACOM INC COM NEW 45031T401 18 8376 SH SOLE 8376 D JETBLUE AWYS CORP COM 477143101 20524 1166130 SH SOLE 1166130 D LIBERTY GLOBAL INC COM SER A 530555101 849 31349 SH SOLE 31349 D LIBERTY GLOBAL INC COM SER C 530555309 807 31349 SH SOLE 31349 D LIBERTY MEDIA CORP NEW COM SER A 530718105 139 17207 SH SOLE 17207 D LODGENET ENTMT CORP COM 540211109 2357 160000 SH SOLE 160000 D MCI INC COM 552691107 1321 52073 SH SOLE 52073 D MANITOWOC INC COM 563571108 5455 108557 SH SOLE 108557 D MARCONI CORP PLC NEW SPONSORED ADR 56630M101 65 6033 SH SOLE 6033 D METALS USA INC COM NEW 591324207 536 26210 SH SOLE 26210 D NTL INC DEL COM 62940M104 720 10776 SH SOLE 10776 D NEWTEK BUSINESS SVCS INC COM 652526104 561 261450 SH SOLE 261450 D NEXTEL COMMUNICATIONS INC NOTE 65332VAY9 5476 5485000 PR SOLE X D OWENS ILL INC PFD CONV $.01 690768502 3147 85560 PR SOLE X D PW EAGLE INC COM 69366Y108 4585 595508 SH SOLE 595508 D PEPSIAMERICAS COM 71343P200 13964 614321 SH SOLE 614321 D SCI SYSTEMS INC NOTE 783890AF3 7537 7830000 PR SOLE X D SANMINA CORP SDCV 800907AD9 650 1179841 PR SOLE X D SUN HEALTHCARE GROUP INC COM NEW 866933401 148 20157 SH SOLE 20157 D SUPERIOR ESSEX INC COM 86815V105 1052 58403 SH SOLE 58403 D SUPREME INDUSTRIES INC CL A 868607102 2628 279864 SH SOLE 279864 D TELEWEST GLOBAL INC COM 87956T107 11120 484530 SH SOLE 484530 D TRANSMONTAIGNE INC COM 893934109 8370 1047591 SH SOLE 1047591 D TRIQUINT SEMICONDUCTOR NOTE 4.000% 6/0 89674KAB9 4965 5130000 PR SOLE X D WHEELING PITTSBURGH CORP COM NEW 963142302 451 26980 SH SOLE 26980 D WILLBROS GROUP INC COM 969199108 117 7372 SH SOLE 7372 S REPORT SUMMARY 2297 DATA RECORDS 8201140 November 14, 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 September 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