-----BEGIN PRIVACY-ENHANCED MESSAGE----- Proc-Type: 2001,MIC-CLEAR Originator-Name: webmaster@www.sec.gov Originator-Key-Asymmetric: MFgwCgYEVQgBAQICAf8DSgAwRwJAW2sNKK9AVtBzYZmr6aGjlWyK3XmZv3dTINen TWSM7vrzLADbmYQaionwg5sDW3P6oaM5D3tdezXMm7z1T+B+twIDAQAB MIC-Info: RSA-MD5,RSA, LvKHPAK728K3dkO2ZA2UcUclZ2Rq2ub+Gwv6VRdWS7MUR0ge/7V1ZEP5Ot93e5u5 N1f8c7L+Jd9kHvmJ22g/vA== 0000009015-06-000055.txt : 20060213 0000009015-06-000055.hdr.sgml : 20060213 20060213160651 ACCESSION NUMBER: 0000009015-06-000055 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20051231 FILED AS OF DATE: 20060213 DATE AS OF CHANGE: 20060213 EFFECTIVENESS DATE: 20060213 FILER: COMPANY DATA: COMPANY CONFORMED NAME: BABSON CAPITAL MANAGEMENT LLC CENTRAL INDEX KEY: 0000009015 IRS NUMBER: 041054788 STATE OF INCORPORATION: DE FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-00060 FILM NUMBER: 06603721 BUSINESS ADDRESS: STREET 1: 470 ATLANTIC AVENUE STREET 2: 10TH FLOOR CITY: BOSTON STATE: MA ZIP: 02210 BUSINESS PHONE: 6177613831 MAIL ADDRESS: STREET 1: 470 ATLANTIC AVENUE STREET 2: 10TH FLOOR CITY: BOSTON STATE: MA ZIP: 02210 FORMER COMPANY: FORMER CONFORMED NAME: BABSON DAVID L & CO INC DATE OF NAME CHANGE: 19920929 13F-HR 1 december.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: December 31, 2005 Check here if Amendment [ ]; Amendment Number: This Amendment (Check only one.): [ ]is a restatement [ ]adds new holdings entries. Institutional Investment Manager Filing this Report: Name: Babson Capital Management Address: 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 February 13, 2006 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: 2250 Form 13F Information Table Value Total: 7819005 List of Other Included Mangers: VALUE SHARES/ SH/ PUT/ INVSTMT -----VOTING AUTHORITY----- NAME OF ISSUER -TITLE OF CLASS- --CUSIP-- (x$1000) PRN AMT PRN CALL DSCRETN -MANAGERS- SOLE SHARED NONE ______________ ______________ _____ ________ _______ ___ ____ _______ D AAR CORP COM 000361105 74 3100 SH SOLE 3100 0 0 D ACCO BRAND CORP COM 00081T108 14 588 SH SOLE 588 0 0 D ACCO BRAND CORP COM 00081T108 6 235 SH SOLE 0 0 235 D ADE CORP/MASS COM 00089C107 5623 233700 SH SOLE 233700 0 0 D ABM INDUSTRIES INC COM 000957100 405 20720 SH SOLE 20720 0 0 D ABM INDUSTRIES INC COM 000957100 9075 464200 SH SOLE 0 0 464200 D AFLAC INC COM 001055102 25059 539835 SH SOLE 539835 0 0 D AFLAC INC COM 001055102 7042 151700 SH SOLE 0 0 151700 D AGL RESOURCES INC COM 001204106 188 5400 SH SOLE 5400 0 0 D AES CORP COM 00130H105 70 4400 SH SOLE 4400 0 0 D AMB PROPERTY CORP COM 00163T109 15 300 SH SOLE 300 0 0 D AMR CORP COM 001765106 36 1600 SH SOLE 1600 0 0 D AT&T INC COM 00206R102 13187 538462 SH SOLE 538462 0 0 D AT&T INC COM 00206R102 541 22106 SH SOLE 0 0 22106 D AVX CORP COM 002444107 7 500 SH SOLE 500 0 0 D AZZ INCORPORATED COM 002474104 7995 443200 SH SOLE 443200 0 0 D AZZ INCORPORATED COM 002474104 253 14000 SH SOLE 0 0 14000 D ABBOTT LABS COM 002824100 10691 271133 SH SOLE 271133 0 0 D ABBOTT LABS COM 002824100 18118 459496 SH SOLE 0 0 459496 D ABERCROMBIE & FITCH CO CL A COM 002896207 7290 111850 SH SOLE 111850 0 0 D ACETO CORP COM 004446100 446 67839 SH SOLE 0 0 67839 D ACTIVISION INC COM 004930202 25 1820 SH SOLE 1820 0 0 D ACTUANT CORP CL A COM 00508X203 19730 353590 SH SOLE 353590 0 0 D ADAPTEC INC COM 00651F108 873 150000 SH SOLE 150000 0 0 D ADEZA BIOMEDICAL CORP COM 006864102 1116 53000 SH SOLE 53000 0 0 D ADESA INC COM 00686U104 112 4600 SH SOLE 4600 0 0 D ADOBE SYSTEMS COM 00724F101 1742 47120 SH SOLE 47120 0 0 D ADVANCE AUTO PARTS COM 00751Y106 6675 153587 SH SOLE 153587 0 0 D ADVANCED DIGITAL INFO CORP COM 007525108 1469 150000 SH SOLE 0 0 150000 D ADVANCED TISSUE SCIENCES COM 00755F103 0 5966 SH SOLE 5966 0 0 D ADVO INC COM 007585102 27018 958751 SH SOLE 958751 0 0 D ADVO INC COM 007585102 1326 47063 SH SOLE 0 0 47063 D ADVISORY BOARD CO COM 00762W107 24097 505490 SH SOLE 505490 0 0 D AEROFLEX INC COM 007768104 7117 662050 SH SOLE 662050 0 0 D AEROFLEX INC COM 007768104 904 84100 SH SOLE 0 0 84100 D ADVANCED MICRO DEV COM 007903107 1475 48200 SH SOLE 48200 0 0 D AETNA INC COM 00817Y108 3574 37900 SH SOLE 37900 0 0 D AFFILIATED COMPUTER SVCS CL A COM 008190100 589 9950 SH SOLE 9950 0 0 D AFFILIATED COMPUTER SVCS CL A COM 008190100 10 170 SH SOLE 0 0 170 D AFFILIATED MANAGERS GRP INC COM 008252108 11 140 SH SOLE 140 0 0 D AFTERMARKET TECHNOLOGY CORP. COM 008318107 202 10400 SH SOLE 10400 0 0 D AFTERMARKET TECHNOLOGY CORP. COM 008318107 1361 70000 SH SOLE 0 0 70000 D AGERE SYSTEM INC COM 00845V308 0 4 SH SOLE 4 0 0 D AGERE SYSTEM INC COM 00845V308 5 377 SH SOLE 0 0 377 D AGILENT TECHNOLOGIES INC. COM 00846U101 14208 426789 SH SOLE 426789 0 0 D AGILENT TECHNOLOGIES INC. COM 00846U101 37 1117 SH SOLE 0 0 1117 D AGNICO-EAGLE MINES LTD COM 008474108 59 3000 SH SOLE 0 0 3000 D AIR METHODS CORP COM 009128307 536 31000 SH SOLE 0 0 31000 D AIR PRODUCTS & CHEMICALS COM 009158106 5027 84927 SH SOLE 84927 0 0 D AIR PRODUCTS & CHEMICALS COM 009158106 9273 156673 SH SOLE 0 0 156373 D AIRGAS INC. COM 009363102 171 5200 SH SOLE 5200 0 0 D AKAMAI TECHNOLOGIES INC COM 00971T101 18 900 SH SOLE 900 0 0 D ALABAMA NATIONAL BANCORP COM 010317105 10802 166805 SH SOLE 166805 0 0 D ALAMO GROUP INC COM 011311107 492 24000 SH SOLE 0 0 24000 D ALAMOSA HOLDINGS INC COM 011589108 11 600 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 6923 151331 SH SOLE 151331 0 0 D ALBERTO CULVER COM 013068101 725 15850 SH SOLE 0 0 15850 D ALBERTSONS COM 013104104 1951 91400 SH SOLE 91400 0 0 D ALCOA COM 013817101 23 790 SH SOLE 0 0 790 D ALEXANDER & BALDWIN COM 014482103 11312 208548 SH SOLE 208548 0 0 D ALLEGHANY CORP COM 017175100 1 5 SH SOLE 5 0 0 D ALLEGHENY ENERGY INC COM 017361106 551 17400 SH SOLE 17400 0 0 D ALLEGHENY TECHNOLOGIES INC COM 01741R102 343 9500 SH SOLE 9500 0 0 D ALLEN ORGAN CO CLASS B COM 017753104 161 2800 SH SOLE 0 0 2800 D ALLERGAN INC COM 018490102 1403 13000 SH SOLE 13000 0 0 D ALLERGAN INC COM 018490102 108 1000 SH SOLE 0 0 1000 D ALLETE INC COM 018522300 20 449 SH SOLE 449 0 0 D ALLIANCE BANKSHARES CORP COM 018535104 7 460 SH SOLE 0 0 460 D ALLIANCE CAPITAL MGMT HLD LP COM 01855A101 424 7500 SH SOLE 0 0 7500 D ALLIANCE DATA SYSTEMS CORP COM 018581108 32 900 SH SOLE 900 0 0 D ALLIANCE PHARMACEUTICAL CORP COM 018773309 0 100 SH SOLE 100 0 0 D ALLIANCE RESOURCES PARTNERS COM 01877R108 97 2600 SH SOLE 2600 0 0 D ALLIANT ENERGY CORP COM 018802108 146 5200 SH SOLE 5200 0 0 D ALLIANT TECHSYSTEM COM 018804104 906 11900 SH SOLE 11900 0 0 D ALLIED CAP CORP NEW COM 01903Q108 117 4000 SH SOLE 4000 0 0 D ALLIED DEFENSE GROUP INC COM 019118108 394 17300 SH SOLE 17300 0 0 D ALLIED DEFENSE GROUP INC COM 019118108 8719 382900 SH SOLE 0 0 382900 D ALLIED HEALTHCARE INTL INC COM 01923A109 614 100000 SH SOLE 0 0 100000 D ALLIED WASTE INDUSTRIES INC COM 019589308 16 1800 SH SOLE 1800 0 0 D ALLOU HEALTH CARE INC CL A COM 019782101 1 17000 SH SOLE 0 0 17000 D ALLSTATE CORP COM 020002101 33443 618520 SH SOLE 618520 0 0 D ALLSTATE CORP COM 020002101 7341 135760 SH SOLE 0 0 135760 D ALLTEL CORP COM 020039103 185 2931 SH SOLE 2931 0 0 D ALLTEL CORP COM 020039103 47 740 SH SOLE 0 0 740 D ALPHARMA INC COM 020813101 365 12800 SH SOLE 12800 0 0 D ALTRIA GROUP INC COM 02209S103 59906 801737 SH SOLE 801737 0 0 D ALTRIA GROUP INC COM 02209S103 18546 248200 SH SOLE 0 0 248200 D AMAZON COM INC COM 023135106 3 55 SH SOLE 0 0 55 D AMBAC COM 023139108 487 6325 SH SOLE 6325 0 0 D AMBASSADORS GROUP INC COM 023177108 5242 228988 SH SOLE 228988 0 0 D AMBASSADORS INTERNATIONL INC COM 023178106 462 29800 SH SOLE 0 0 29800 D AMCOL INTERNATIONAL CORP COM 02341W103 1744 85000 SH SOLE 0 0 85000 D AMERADA HESS COM 023551104 2067 16300 SH SOLE 16300 0 0 D AMERADA HESS COM 023551104 63 500 SH SOLE 0 0 500 D AMERCO COM 023586100 3494 48500 SH SOLE 0 0 48500 D AMEREN CORP COM 023608102 886 17300 SH SOLE 17300 0 0 D AMEREN CORP COM 023608102 29 566 SH SOLE 0 0 566 D AMERICA SERVICE GROUP INC COM 02364L109 89 5600 SH SOLE 5600 0 0 D AMERICAN BANK NOTE HOLOGRAPHICSCOM 024377103 975 157300 SH SOLE 157300 0 0 D AMERICAN BILTRITE INC COM 024591109 79 7300 SH SOLE 0 0 7300 D AMERICAN CAPITAL STRATEGIES COM 024937104 148 4100 SH SOLE 4100 0 0 D AMERICAN ELECTRIC POWER COM 025537101 2244 60500 SH SOLE 60500 0 0 D AMERICAN EAGLE OUTFITTERS COM 02553E106 53 2300 SH SOLE 2300 0 0 D AMERICAN EQUITY INVT LIFE HL COM 025676206 1370 105000 SH SOLE 0 0 105000 D AMERICAN EXPRESS COM 025816109 41083 798339 SH SOLE 798339 0 0 D AMERICAN EXPRESS COM 025816109 19532 379553 SH SOLE 0 0 379153 D AMERICAN FINANCIAL GRP HLDGS COM 025932104 100 2600 SH SOLE 2600 0 0 D AMERICAN FINANCIAL REALTY TRUSTCOM 02607P305 294 24500 SH SOLE 24500 0 0 D AMERICAN GREETINGS A COM 026375105 398 18100 SH SOLE 18100 0 0 D AMERICAN HOME MORTGAGE INVESTMECOM 02660R107 111 3400 SH SOLE 3400 0 0 D AMERICAN INTERNATIONAL GROUP COM 026874107 76875 1126705 SH SOLE 1126705 0 0 D AMERICAN INTERNATIONAL GROUP COM 026874107 33099 485103 SH SOLE 0 0 484803 D AMERICAN ITALIAN PASTA CO CL A COM 027070101 204 30000 SH SOLE 0 0 30000 D AMERICAN NATL INS CO COM 028591105 47 400 SH SOLE 400 0 0 D AMERICAN PACIFIC CORP COM 028740108 146 21200 SH SOLE 0 0 21200 D AMERICAN PHYSICIANS CAPITAL COM 028884104 101 2200 SH SOLE 2200 0 0 D AMERICAN POWER CONVERSION COM 029066107 33 1500 SH SOLE 1500 0 0 D AMERICAN SCIENCE & ENGINEERING COM 029429107 87 1400 SH SOLE 1400 0 0 D AMERICAN SHARED HOSPITAL SERVICCOM 029595105 69 11000 SH SOLE 0 0 11000 D AMERICAN STD COS INC COM 029712106 1762 44100 SH SOLE 44100 0 0 D AMERICAN STS WTR CO COM 029899101 1355 44000 SH SOLE 0 0 44000 D AMERICAN TOWER CORP CL A COM 029912201 78 2872 SH SOLE 2872 0 0 D AMERICREDIT CORP COM 03060R101 131 5100 SH SOLE 5100 0 0 D AMERICA'S CAR-MART INC COM 03062T105 570 34500 SH SOLE 0 0 34500 D AMERIGON INCORPORATED COM 03070L300 1104 189000 SH SOLE 189000 0 0 D AMERUS GROUP CO COM 03072M108 113 2000 SH SOLE 2000 0 0 D AMERISOURCEBERGEN CORP COM 03073E105 2269 54800 SH SOLE 54800 0 0 D AMERITRADE HOLDING CORP COM 03074K100 98 4100 SH SOLE 4100 0 0 D AMERIPRISE FINANCIAL INC COM 03076C106 1483 36177 SH SOLE 36177 0 0 D AMERIPRISE FINANCIAL INC COM 03076C106 645 15736 SH SOLE 0 0 15736 D ABC BANCORP COM 03076K108 595 30000 SH SOLE 0 0 30000 D AMETEK INC COM 031100100 355 8350 SH SOLE 8350 0 0 D AMGEN COM 031162100 21384 271168 SH SOLE 271168 0 0 D AMGEN COM 031162100 18440 233835 SH SOLE 0 0 233535 D AMPHENOL CORP NEW CL A COM 032095101 937 21160 SH SOLE 21160 0 0 D AMREP CORP COM 032159105 392 15000 SH SOLE 0 0 15000 D AMSOUTH BANCORP COM 032165102 982 37454 SH SOLE 37454 0 0 D AMSOUTH BANCORP COM 032165102 623 23766 SH SOLE 0 0 23766 D AMYLIN PHARMACEUTICALS INC COM 032346108 24 600 SH SOLE 600 0 0 D ANADARKO PETROLEUM COM 032511107 2530 26705 SH SOLE 26705 0 0 D ANADARKO PETROLEUM COM 032511107 124 1308 SH SOLE 0 0 1308 D ANALOG DEVICES COM 032654105 3080 85863 SH SOLE 85863 0 0 D ANALOG DEVICES COM 032654105 5787 161335 SH SOLE 0 0 161335 D ANAREN INC COM 032744104 922 59000 SH SOLE 0 0 59000 D ANDERSONS INC COM 034164103 922 21400 SH SOLE 0 0 21400 D ANDREW CORP COM 034425108 11 1012 SH SOLE 0 0 1012 D ANDRX GROUP COM 034553107 221 13400 SH SOLE 13400 0 0 D ANGIODYNAMICS INC COM 03475V101 20 800 SH SOLE 800 0 0 D ANGIOTECH PHARMACEUTICALS INC COM 034918102 10798 821142 SH SOLE 821142 0 0 D ANGIOTECH PHARMACEUTICALS INC COM 034918102 1056 80275 SH SOLE 0 0 80275 D ANHEUSER BUSCH COM 035229103 580 13490 SH SOLE 13490 0 0 D ANHEUSER BUSCH COM 035229103 1465 34105 SH SOLE 0 0 34105 D ANNTAYLOR STORES CORP COM 036115103 75 2162 SH SOLE 2162 0 0 D ANSOFT CORP COM 036384105 13897 408138 SH SOLE 408138 0 0 D ANSYS INC COM 03662Q105 367 8605 SH SOLE 8605 0 0 D AON CORP COM 037389103 2056 57200 SH SOLE 57200 0 0 D APACHE COM 037411105 2576 37600 SH SOLE 37600 0 0 D APOLLO GROUP INC CL A COM 037604105 8 125 SH SOLE 125 0 0 D APPLE COMPUTER COM 037833100 33720 469050 SH SOLE 469050 0 0 D APPLE COMPUTER COM 037833100 5389 74960 SH SOLE 0 0 74960 D APPLERA CORP-APPLIED BIOSYSTEM COM 038020103 733 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 5876 282905 SH SOLE 282905 0 0 D APPLIED FILMS CORP COM 038197109 622 29950 SH SOLE 0 0 29950 D APPLIED INDUSTRIAL TECH COM 03820C105 61 1800 SH SOLE 1800 0 0 D APPLIED MATERIAL COM 038222105 2747 153100 SH SOLE 153100 0 0 D APPLIED MATERIAL COM 038222105 3 166 SH SOLE 0 0 166 D APTARGROUP INC COM 038336103 26 500 SH SOLE 500 0 0 D AQUA AMERICA INC COM 03836W103 62 2266 SH SOLE 2266 0 0 D AQUANTIVE INC COM 03839G105 101 4000 SH SOLE 4000 0 0 D AQUILA INC COM 03840P102 73 20400 SH SOLE 20400 0 0 D ARAMARK CORP CL B COM 038521100 17 600 SH SOLE 600 0 0 D ARBOR REALTY TRUST INC COM 038923108 98 3800 SH SOLE 3800 0 0 D ARCHER-DANIELS-MIDLD COM 039483102 4209 170700 SH SOLE 170700 0 0 D ARCHSTONE-SMITH TRUST COM 039583109 3062 73100 SH SOLE 73100 0 0 D ARDEN REALTY INC COM 039793104 184 4100 SH SOLE 4100 0 0 D ARGONAUT GROUP COM 040157109 118 3600 SH SOLE 3600 0 0 D ARISTOTLE CORP COM 040448201 189 24992 SH SOLE 24992 0 0 D ARKANSAS BEST CORP COM 040790107 9293 212757 SH SOLE 212757 0 0 D ARKANSAS BEST CORP COM 040790107 1014 23225 SH SOLE 0 0 23225 D ARROW ELECTRONICS COM 042735100 234 7300 SH SOLE 7300 0 0 D ASBURY AUTOMOTIVE GROUP COM 043436104 988 60000 SH SOLE 0 0 60000 D ASHFORD HOSPITALITY TRUST COM 044103109 12925 1232100 SH SOLE 1232100 0 0 D ASHFORD HOSPITALITY TRUST COM 044103109 1665 158725 SH SOLE 0 0 158725 D ASHLAND INC COM 044209104 596 10300 SH SOLE 10300 0 0 D ASHWORTH INC COM 04516H101 338 40000 SH SOLE 0 0 40000 D ASPEN TECHNOLOGY INC COM 045327103 4730 602572 SH SOLE 602572 0 0 D ASPEN TECHNOLOGY INC COM 045327103 431 54900 SH SOLE 0 0 54900 D ASSET ACCEPTANCE CAPITAL CORP COM 04543P100 1709 76102 SH SOLE 76102 0 0 D ASSOCIATED BANC CORP COM 045487105 179 5500 SH SOLE 5500 0 0 D ASSURANT INC COM 04621X108 431 9900 SH SOLE 9900 0 0 D ASTA FUNDING INC COM 046220109 8901 325576 SH SOLE 325576 0 0 D ASTA FUNDING INC COM 046220109 7868 287800 SH SOLE 0 0 287800 D ASTORIA FINL CORP COM 046265104 143 4850 SH SOLE 4850 0 0 D ASTRONICS CORP COM 046433108 224 21125 SH SOLE 0 0 21125 D ATMOS ENERGY CORP COM 049560105 78 3000 SH SOLE 3000 0 0 D ATMOS ENERGY CORP COM 049560105 13 500 SH SOLE 0 0 500 D AUDIOVOX CORP CL A COM 050757103 901 65000 SH SOLE 0 0 65000 D AUTODESK INC COM 052769106 1529 35600 SH SOLE 35600 0 0 D AUTOLIV INC COM 052800109 9 200 SH SOLE 200 0 0 D AUTOLIV INC COM 052800109 35 766 SH SOLE 0 0 766 D AUTOMATIC DATA PROCESSING COM 053015103 10923 238028 SH SOLE 238028 0 0 D AUTOMATIC DATA PROCESSING COM 053015103 16934 369019 SH SOLE 0 0 368419 D AUTONATION INC COM 05329W102 989 45500 SH SOLE 45500 0 0 D AUTOZONE INC COM 053332102 110 1200 SH SOLE 1200 0 0 D AVALONBAY COMMUNITIES INC COM 053484101 411 4600 SH SOLE 4600 0 0 D AVAYA INC COM 053499109 29 2683 SH SOLE 2683 0 0 D AVAYA INC COM 053499109 3 322 SH SOLE 0 0 322 D AVERY DENNISON CORP COM 053611109 420 7600 SH SOLE 7600 0 0 D AVIALL INC COM 05366B102 2318 80500 SH SOLE 0 0 80500 D AVID TECHNOLOGY INC COM 05367P100 5 100 SH SOLE 100 0 0 D AVNET INC COM 053807103 141 5900 SH SOLE 5900 0 0 D AXSYS TECHNOLOGIES INC COM 054615109 8688 484000 SH SOLE 484000 0 0 D BB&T CORP COM 054937107 4925 117520 SH SOLE 117520 0 0 D BCE INC COM 05534B109 27032 1128677 SH SOLE 1128677 0 0 D BCE INC COM 05534B109 7007 292560 SH SOLE 0 0 292560 D BISYS GROUP INC COM 055472104 122 8700 SH SOLE 8700 0 0 D BJ SERVICES CO COM 055482103 2494 68000 SH SOLE 68000 0 0 D BJ'S WHOLESALE CLUB INC. COM 05548J106 8450 285865 SH SOLE 285865 0 0 D BJ'S WHOLESALE CLUB INC. COM 05548J106 1020 34500 SH SOLE 0 0 34500 D BOK FINANCIAL CORP COM 05561Q201 938 20653 SH SOLE 20653 0 0 D BMC SOFTWARE INC COM 055921100 1121 54700 SH SOLE 54700 0 0 D BAKER MICHAEL CORP COM 057149106 608 23800 SH SOLE 0 0 23800 D BAKER HUGHES INC COM 057224107 85 1400 SH SOLE 1400 0 0 D BAKER HUGHES INC COM 057224107 24 400 SH SOLE 0 0 400 D BALDOR ELECTRIC COM 057741100 20951 816800 SH SOLE 816800 0 0 D BALDWIN & LYONS INC CL B COM 057755209 413 17000 SH SOLE 0 0 17000 D BALL CORP COM 058498106 2 60 SH SOLE 60 0 0 D BANCFIRST CORP COM 05945F103 75 950 SH SOLE 950 0 0 D BANCINSURANCE CORP COM 05945K102 65 14500 SH SOLE 0 0 14500 D BANCORPSOUTH INC COM 059692103 513 23236 SH SOLE 0 0 23236 D BANCORP INC COM 05969A105 1561 91821 SH SOLE 91821 0 0 D BANK OF AMERICA CORP COM 060505104 76568 1659116 SH SOLE 1659116 0 0 D BANK OF AMERICA CORP COM 060505104 18245 395340 SH SOLE 0 0 395340 D BANK OF HAWAII CORP COM 062540109 160 3100 SH SOLE 3100 0 0 D BANK MUTUAL CORP COM 063750103 6 539 SH SOLE 539 0 0 D BANK OF THE OZARKS INC. COM 063904106 149 4050 SH SOLE 4050 0 0 D BANK OF THE OZARKS INC. COM 063904106 3225 87400 SH SOLE 0 0 87400 D BANK OF NEW YORK COM 064057102 3203 100580 SH SOLE 100580 0 0 D BANK OF NEW YORK COM 064057102 348 10933 SH SOLE 0 0 10933 D BANNER CORPORATION COM 06652V109 967 31000 SH SOLE 0 0 31000 D BANTA CORP COM 066821109 20 400 SH SOLE 400 0 0 D BARD C.R. COM 067383109 194 2950 SH SOLE 2950 0 0 D BARNES & NOBLE INC COM 067774109 794 18600 SH SOLE 18600 0 0 D BARR PHARMACEUTICALS INC COM 068306109 115 1850 SH SOLE 1850 0 0 D BARRETT BUSINESS SERVICES INC COM 068463108 605 24200 SH SOLE 24200 0 0 D BASIC ENERGY SERVICES INC COM 06985P100 5157 258500 SH SOLE 258500 0 0 D BASIC ENERGY SERVICES INC COM 06985P100 852 42700 SH SOLE 0 0 42700 D BAUSCH & LOMB COM 071707103 909 13386 SH SOLE 13386 0 0 D BAXTER INTERNATIONAL INC COM 071813109 4281 113700 SH SOLE 113700 0 0 D BAXTER INTERNATIONAL INC COM 071813109 188 5000 SH SOLE 0 0 5000 D BEA SYSTEMS INC COM 073325102 208 22100 SH SOLE 22100 0 0 D BEAR STEARNS COS INC COM 073902108 3801 32900 SH SOLE 32900 0 0 D BEAZER HOMES USA INC COM 07556Q105 153 2100 SH SOLE 2100 0 0 D BEBE STORES INC COM 075571109 149 10600 SH SOLE 10600 0 0 D BECKMAN COULTER INC COM 075811109 467 8200 SH SOLE 8200 0 0 D BECTON DICKINSON & CO COM 075887109 1580 26300 SH SOLE 26300 0 0 D BED BATH & BEYOND INC COM 075896100 6209 171760 SH SOLE 171760 0 0 D BED BATH & BEYOND INC COM 075896100 5570 154085 SH SOLE 0 0 153685 D BEL FUSE INC CL A COM 077347201 2853 114100 SH SOLE 114100 0 0 D BEL FUSE INC CL B COM 077347300 7823 246009 SH SOLE 246009 0 0 D BELL MICROPRODUCTS INC COM 078137106 584 76300 SH SOLE 0 0 76300 D BELLSOUTH CORP COM 079860102 7211 266104 SH SOLE 266104 0 0 D BELLSOUTH CORP COM 079860102 188 6935 SH SOLE 0 0 6935 D BELO CORPORATION CL A COM 080555105 90 4200 SH SOLE 4200 0 0 D BEMIS CO. COM 081437105 424 15200 SH SOLE 15200 0 0 D BENCHMARK ELECTRONICS COM 08160H101 8194 243645 SH SOLE 243645 0 0 D BENCHMARK ELECTRONICS COM 08160H101 847 25200 SH SOLE 0 0 25200 D BENIHANA INC CL A COM 082047200 576 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 714 14994 SH SOLE 14994 0 0 D BERKSHIRE HATHAWAY CL A COM 084670108 266 3 SH SOLE 3 0 0 D BERKSHIRE HATHAWAY CL B COM 084670207 4315 1470 SH SOLE 1470 0 0 D BERKSHIRE HATHAWAY CL B COM 084670207 10031 3417 SH SOLE 0 0 3417 D BEST BUY COMPANY INC COM 086516101 12581 289350 SH SOLE 289350 0 0 D BEST BUY COMPANY INC COM 086516101 3794 87250 SH SOLE 0 0 87250 D BEVERLY ENTERPRISES COM 087851309 100 8600 SH SOLE 8600 0 0 D BEVERLY HILLS BANCORP INC COM 087866109 159 15300 SH SOLE 15300 0 0 D BIG DOG HOLDINGS INC COM 089128102 163 22000 SH SOLE 0 0 22000 D BIG 5 SPORTING GOODS CORP COM 08915P101 12013 548795 SH SOLE 548795 0 0 D BIG 5 SPORTING GOODS CORP COM 08915P101 590 26975 SH SOLE 0 0 26975 D BIO-IMAGING TECHNOLOGIES INC COM 09056N103 1937 605400 SH SOLE 605400 0 0 D BIO REFERENCE LABS COM 09057G602 28225 1500556 SH SOLE 1500556 0 0 D BIOMET INC. COM 090613100 8298 226900 SH SOLE 226900 0 0 D BIOMET INC. COM 090613100 258 7050 SH SOLE 0 0 7050 D BIOGEN IDEC INC COM 09062X103 365 8050 SH SOLE 8050 0 0 D BIOSCRIP INC COM 09069N108 581 77000 SH SOLE 0 0 77000 D BIRNER DENTAL MANAGEMENT SERVICCOM 091283200 53 2600 SH SOLE 2600 0 0 D BLACK & DECKER COM 091797100 861 9900 SH SOLE 9900 0 0 D BLACKBOARD INC COM 091935502 7806 269365 SH SOLE 269365 0 0 D BLACKROCK INC COM 09247X101 15 135 SH SOLE 135 0 0 D BLOCK H & R INC COM 093671105 746 30400 SH SOLE 30400 0 0 D BLOUNT INTERNATIONAL INC COM 095180105 2326 146000 SH SOLE 146000 0 0 D BLOUNT INTERNATIONAL INC COM 095180105 491 30800 SH SOLE 0 0 30800 D BLUEGREEN CORP COM 096231105 35 2200 SH SOLE 2200 0 0 D BLUEGREEN CORP COM 096231105 1090 69000 SH SOLE 0 0 69000 D BOEING CO COM 097023105 11108 158146 SH SOLE 158146 0 0 D BOEING CO COM 097023105 155 2206 SH SOLE 0 0 2206 D BOLT TECHNOLOGY CORP COM 097698104 7112 506900 SH SOLE 506900 0 0 D BON TON STORES COM 09776J101 2 82 SH SOLE 82 0 0 D BON TON STORES COM 09776J101 861 45000 SH SOLE 0 0 45000 D BOOKHAM INC COM 09856E105 5 800 SH SOLE 800 0 0 D BOOKS-A-MILLION INC COM 098570104 446 46000 SH SOLE 0 0 46000 D BORDERS GROUP INC COM 099709107 50 2300 SH SOLE 2300 0 0 D BORG WARNER INC COM 099724106 776 12800 SH SOLE 12800 0 0 D BOSTON PRIVATE FINL HLDGS IN COM 101119105 36029 1184375 SH SOLE 1184375 0 0 D BOSTON PRIVATE FINL HLDGS IN COM 101119105 4201 138100 SH SOLE 0 0 138100 D BOSTON PROPERTIES INC COM 101121101 363 4900 SH SOLE 4900 0 0 D BOSTON SCIENTIFIC CORP COM 101137107 17 700 SH SOLE 700 0 0 D BOWL AMERICA INC CL A COM 102565108 206 15127 SH SOLE 0 0 15127 D BOYD GAMING CORP COM 103304101 19 400 SH SOLE 400 0 0 D BRADLEY PHARMACEUTICALS INC COM 104576103 7 700 SH SOLE 700 0 0 D BRANTLEY CAPITAL CORP COM 105494108 47 11300 SH SOLE 0 0 11300 D BRIGHTPOINT INC COM 109473405 731 26350 SH SOLE 26350 0 0 D BRINKER INTERNATIONAL COM 109641100 66 1700 SH SOLE 1700 0 0 D BRISTOL-MYERS SQUIBB CO COM 110122108 772 33616 SH SOLE 33616 0 0 D BRISTOL-MYERS SQUIBB CO COM 110122108 90 3895 SH SOLE 0 0 3895 D BROADCOM CORP CL A COM 111320107 3367 71400 SH SOLE 71400 0 0 D BROWN & BROWN INC COM 115236101 9 300 SH SOLE 300 0 0 D BROWN FORMAN B COM 115637209 471 6800 SH SOLE 6800 0 0 D BROWN SHOE INC COM 115736100 110 2600 SH SOLE 2600 0 0 D BUCA INC COM 117769109 234 43000 SH SOLE 0 0 43000 D BUCKEYE TECHNOLOGIES INC COM 118255108 85 10600 SH SOLE 10600 0 0 D BUCKEYE TECHNOLOGIES INC COM 118255108 861 107000 SH SOLE 0 0 107000 D BUILDING MATERIALS HLDG CORP COM 120113105 225 3300 SH SOLE 3300 0 0 D BURLINGTON NORTHERN SANTA FE COM 12189T104 9924 140136 SH SOLE 140136 0 0 D BURLINGTON NORTHERN SANTA FE COM 12189T104 21 296 SH SOLE 0 0 296 D BURLINGTON RESOURCES INC COM 122014103 3586 41600 SH SOLE 41600 0 0 D C & D TECHNOLOGIES INC COM 124661109 4939 648226 SH SOLE 648226 0 0 D C & D TECHNOLOGIES INC COM 124661109 580 76050 SH SOLE 0 0 76050 D CBIZ INC COM 124805102 99 16400 SH SOLE 16400 0 0 D CBL & ASSOCIATES PROPERTIES COM 124830100 115 2900 SH SOLE 2900 0 0 D CCC INFORMATION SVCS GRP INC COM 12487Q109 6251 238400 SH SOLE 238400 0 0 D CBRL GROUP INC COM 12489V106 35 1000 SH SOLE 1000 0 0 D CB RICHARD ELLIS GROUP INC A COM 12497T101 153 2600 SH SOLE 2600 0 0 D CDI CORP COM 125071100 11365 414768 SH SOLE 414768 0 0 D CDI CORP COM 125071100 7683 280400 SH SOLE 0 0 280400 D C D W CORP COM 12512N105 25 435 SH SOLE 435 0 0 D CH ROBINSON WORLDWIDE INC. COM 12541W209 47462 1281720 SH SOLE 1281720 0 0 D CIGNA CORP COM 125509109 3641 32600 SH SOLE 32600 0 0 D CIGNA CORP COM 125509109 586 5250 SH SOLE 0 0 5250 D C I T GROUP INC COM 125581108 2832 54700 SH SOLE 54700 0 0 D CMS ENERGY CORP COM 125896100 389 26800 SH SOLE 26800 0 0 D C S S INDUSTRIES INC COM 125906107 983 32000 SH SOLE 0 0 32000 D CSK AUTO CORP. COM 125965103 1433 95000 SH SOLE 0 0 95000 D CNA FINANCIAL CORP COM 126117100 7 200 SH SOLE 200 0 0 D CNF INC COM 12612W104 855 15300 SH SOLE 15300 0 0 D CPAC INC COM 126145101 55 13700 SH SOLE 0 0 13700 D CSX CORP. COM 126408103 1833 36100 SH SOLE 36100 0 0 D CSX CORP. COM 126408103 15 300 SH SOLE 0 0 300 D CT COMMUNICATIONS INC COM 126426402 546 45000 SH SOLE 0 0 45000 D CVS CORP COM 126650100 15653 592486 SH SOLE 592486 0 0 D CVS CORP COM 126650100 3844 145500 SH SOLE 0 0 145500 D CABOT CORPORATION COM 127055101 11 300 SH SOLE 300 0 0 D CACI INTERNATIONAL CL A COM 127190304 17 300 SH SOLE 300 0 0 D CADENCE DESIGN SYS COM 127387108 508 30000 SH SOLE 30000 0 0 D CAGLES INC CL A COM 127703106 71 9300 SH SOLE 0 0 9300 D CAL DIVE INTL INC COM 127914109 510 14200 SH SOLE 14200 0 0 D CALAMP CORP COM 128126109 111 10600 SH SOLE 10600 0 0 D CALAMP CORP COM 128126109 516 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 1799 47054 SH SOLE 0 0 47054 D CALLON PETROLEUM CORP COM 13123X102 706 40000 SH SOLE 0 0 40000 D CAM COMMERCE SOLUTIONS INC COM 131916108 1960 94203 SH SOLE 94203 0 0 D CAMCO FINANCIAL CORP COM 132618109 299 21000 SH SOLE 0 0 21000 D CAMDEN PROPERTY TRUST COM 133131102 12 200 SH SOLE 200 0 0 D CAMPBELL SOUP COM 134429109 691 23200 SH SOLE 23200 0 0 D CANADIAN NATIONAL RAILWAY COMPACOM 136375102 224 2800 SH SOLE 2800 0 0 D CANDELA CORP COM 136907102 94 6500 SH SOLE 6500 0 0 D CAPITAL CORP OF THE WEST COM 140065202 182 5600 SH SOLE 5600 0 0 D CAPITAL CORP OF THE WEST COM 140065202 3894 120009 SH SOLE 0 0 120009 D CAPITAL CROSSING BANK COM 140071101 568 17000 SH SOLE 0 0 17000 D CAPITAL ONE FINANCIAL COM 14040H105 1288 14912 SH SOLE 14912 0 0 D CAPITAL SENIOR LIVING CORP COM 140475104 589 57000 SH SOLE 0 0 57000 D CAPITOL BANCORP LTD COM 14056D105 3 67 SH SOLE 67 0 0 D CAPITOL BANCORP LTD COM 14056D105 1423 38000 SH SOLE 0 0 38000 D CARDINAL HEALTH INC COM 14149Y108 3025 44000 SH SOLE 44000 0 0 D CARDINAL HEALTH INC COM 14149Y108 28 402 SH SOLE 0 0 402 D CAREER EDUCATION CORP COM 141665109 57 1700 SH SOLE 1700 0 0 D CAREMARK RX INC COM 141705103 2637 50926 SH SOLE 50926 0 0 D CAREMARK RX INC COM 141705103 11 216 SH SOLE 0 0 216 D CARIBOU COFFEE COMPANY INC COM 142042209 899 89500 SH SOLE 89500 0 0 D CARLISLE COMPANIES COM 142339100 39487 571034 SH SOLE 571034 0 0 D CARLISLE COMPANIES COM 142339100 2885 41725 SH SOLE 0 0 41725 D CARMIKE CINEMAS INC COM 143436400 299 11800 SH SOLE 11800 0 0 D CARMIKE CINEMAS INC COM 143436400 5818 229400 SH SOLE 0 0 229400 D CARNIVAL CORP COM 143658300 21 400 SH SOLE 400 0 0 D CARRIAGE SERVICES INC COM 143905107 220 44000 SH SOLE 0 0 44000 D CARRAMERICA REALTY CORP COM 144418100 31 900 SH SOLE 900 0 0 D CARTERS INC COM 146229109 46013 781875 SH SOLE 781875 0 0 D CASCADE CORP COM 147195101 127 2700 SH SOLE 2700 0 0 D CASCADE CORP COM 147195101 1632 34800 SH SOLE 0 0 34800 D CASCADE NATURAL GAS COM 147339105 622 31900 SH SOLE 0 0 31900 D CASELLA WASTE SYSTEMS INC CL A COM 147448104 5507 430600 SH SOLE 430600 0 0 D CASH AMERICA INTERNATIONAL COM 14754D100 11213 483510 SH SOLE 483510 0 0 D CASH AMERICA INTERNATIONAL COM 14754D100 1446 62358 SH SOLE 0 0 62358 D CASTLE (A M) & CO COM 148411101 415 19000 SH SOLE 19000 0 0 D CASUAL MALE RETAIL GROUP INC COM 148711104 7746 1263675 SH SOLE 1263675 0 0 D CASUAL MALE RETAIL GROUP INC COM 148711104 6738 1099175 SH SOLE 0 0 1099175 D CATO CORP - CL A COM 149205106 103 4800 SH SOLE 4800 0 0 D CAVCO INDUSTRIES INC COM 149568107 352 9200 SH SOLE 9200 0 0 D CCE SPINCO INC COM 14985W109 94 7150 SH SOLE 7150 0 0 D CELANESE CORP SERIES A COM 150870103 36 1900 SH SOLE 1900 0 0 D CENDANT CORP COM 151313103 12 700 SH SOLE 700 0 0 D CENTENNIAL BANK HOLDINGS INC COM 151345303 8240 666100 SH SOLE 666100 0 0 D CENTER FINANCIAL CORP COM 15146E102 1430 56850 SH SOLE 56850 0 0 D CENTERPOINT ENERGY INC COM 15189T107 1631 126900 SH SOLE 126900 0 0 D CENTEX CORP COM 152312104 1072 15000 SH SOLE 15000 0 0 D CENTRAL GARDEN & PET COM 153527106 2568 55893 SH SOLE 55893 0 0 D CENTRAL VT PUB SVC CORP COM 155771108 155 8600 SH SOLE 8600 0 0 D CENTRAL VT PUB SVC CORP COM 155771108 3267 181400 SH SOLE 0 0 181400 D CENTURYTEL INC COM 156700106 975 29400 SH SOLE 29400 0 0 D CEPHALON INC COM 156708109 3 41 SH SOLE 41 0 0 D CERADYNE INC COM 156710105 180 4100 SH SOLE 4100 0 0 D CERES GROUP INC COM 156772105 512 99000 SH SOLE 0 0 99000 D CERIDIAN CORP COM 156779100 117 4700 SH SOLE 4700 0 0 D CERNER CORP COM 156782104 27 300 SH SOLE 300 0 0 D CHARLES RIVER LABORTORIES COM 159864107 5828 137540 SH SOLE 137540 0 0 D CHARLOTTE RUSSE HLDG INC COM 161048103 1271 61000 SH SOLE 0 0 61000 D CHECKERS DRIVE-IN RESTAURANT COM 162809305 770 50817 SH SOLE 50817 0 0 D CHECKERS DRIVE-IN RESTAURANT COM 162809305 3697 243888 SH SOLE 0 0 243888 D CHECKFREE CORPORATION COM 162813109 179 3900 SH SOLE 3900 0 0 D CHEMTURA CORPORATION COM 163893100 16 1278 SH SOLE 0 0 1278 D CHESAPEAKE ENERGY CORP COM 165167107 44 1400 SH SOLE 1400 0 0 D CHESAPEAKE UTILITIES COM 165303108 80 2600 SH SOLE 2600 0 0 D CHESAPEAKE UTILITIES COM 165303108 484 15700 SH SOLE 0 0 15700 D CHEVRON CORP COM 166764100 14596 257103 SH SOLE 257103 0 0 D CHEVRON CORP COM 166764100 1544 27202 SH SOLE 0 0 27202 D CHICAGO MERCANTILE EXCHANGE COM 167760107 367 1000 SH SOLE 1000 0 0 D CHICAGO RIVET & MACH CO COM 168088102 56 2800 SH SOLE 0 0 2800 D CHICOS FAS INC COM 168615102 88 2000 SH SOLE 2000 0 0 D CHICOS FAS INC COM 168615102 30 694 SH SOLE 0 0 694 D CHOICE HOTELS INTERNATIONAL COM 169905106 13 300 SH SOLE 300 0 0 D CHIQUITA BRANDS INTL INC COM 170032809 72 3600 SH SOLE 3600 0 0 D CHIRON CORP COM 170040109 18 400 SH SOLE 400 0 0 D CHIRON CORP COM 170040109 44 1000 SH SOLE 0 0 1000 D CHITTENDEN CORP COM 170228100 15530 558425 SH SOLE 558425 0 0 D CHOICEPOINT INC COM 170388102 21969 493569 SH SOLE 493569 0 0 D CHOLESTECH CORP COM 170393102 387 39000 SH SOLE 0 0 39000 D CHORDIANT SOFTWARE INC COM 170404107 4758 1815850 SH SOLE 1815850 0 0 D CHUBB COM 171232101 2702 27666 SH SOLE 27666 0 0 D CHUBB COM 171232101 1135 11620 SH SOLE 0 0 11620 D CHURCH & DWIGHT INC COM 171340102 33 1000 SH SOLE 1000 0 0 D CIMAREX ENERGY CO COM 171798101 9 200 SH SOLE 200 0 0 D CINCINNATI FINANCIAL COM 172062101 1101 24645 SH SOLE 24645 0 0 D CINERGY CORP COM 172474108 1146 26993 SH SOLE 26993 0 0 D CINERGY CORP COM 172474108 38 900 SH SOLE 0 0 900 D CIRCUIT CITY STORES - CIRCUIT COM 172737108 34 1500 SH SOLE 1500 0 0 D CIRCOR INTERNATIONAL INC COM 17273K109 1155 45000 SH SOLE 0 0 45000 D CIRRUS LOGIC INC COM 172755100 91 13600 SH SOLE 13600 0 0 D CISCO SYSTEMS INC COM 17275R102 13523 789905 SH SOLE 789905 0 0 D CISCO SYSTEMS INC COM 17275R102 3048 178011 SH SOLE 0 0 178011 D CITADEL BROADCASTING CORP COM 17285T106 14001 1041755 SH SOLE 1041755 0 0 D CINTAS CORP COM 172908105 389 9435 SH SOLE 9435 0 0 D CITIGROUP INC COM 172967101 107553 2216226 SH SOLE 2216226 0 0 D CITIGROUP INC COM 172967101 27199 560457 SH SOLE 0 0 559857 D CITI TRENDS INC COM 17306X102 9222 216022 SH SOLE 216022 0 0 D CITIZENS COMMUNICATIONS CO. COM 17453B101 577 47216 SH SOLE 47216 0 0 D CITIZENS INC COM 174740100 262 48150 SH SOLE 0 0 48150 D CITIZENS SOUTH BANKING CORP COM 176682102 298 25000 SH SOLE 0 0 25000 D CITRIX SYSTEMS INC COM 177376100 2723 94600 SH SOLE 94600 0 0 D CITY NATL CORP COM 178566105 652 9000 SH SOLE 9000 0 0 D CLAIRE'S STORES INC COM 179584107 169 5800 SH SOLE 5800 0 0 D CLARCOR INC COM 179895107 15 500 SH SOLE 500 0 0 D CLARCOR INC COM 179895107 201 6750 SH SOLE 0 0 6750 D CLARK INC COM 181457102 3 200 SH SOLE 200 0 0 D CLEAN HARBORS INC COM 184496107 23 800 SH SOLE 800 0 0 D CLEAR CHANNEL COMMUNICATION COM 184502102 1799 57200 SH SOLE 57200 0 0 D CLOROX CO COM 189054109 563 9900 SH SOLE 9900 0 0 D CLOROX CO COM 189054109 558 9800 SH SOLE 0 0 9800 D COACH INC COM 189754104 23 700 SH SOLE 700 0 0 D COBIZ INC COM 190897108 74 4050 SH SOLE 4050 0 0 D COBIZ INC COM 190897108 1755 96259 SH SOLE 0 0 96259 D COBRA ELECTRONICS CORP COM 191042100 254 19000 SH SOLE 0 0 19000 D COCA COLA COM 191216100 9486 235317 SH SOLE 235317 0 0 D COCA COLA COM 191216100 1482 36776 SH SOLE 0 0 36776 D COCA COLA ENTERPRISES INC COM 191219104 690 36000 SH SOLE 36000 0 0 D COGNEX CORP COM 192422103 31759 1055465 SH SOLE 1055465 0 0 D COHERENT INC COM 192479103 46765 1575641 SH SOLE 1575641 0 0 D COLDWATER CREEK INC COM 193068103 22270 729446 SH SOLE 729446 0 0 D COLGATE-PALMOLIVE COM 194162103 28047 511342 SH SOLE 511342 0 0 D COLGATE-PALMOLIVE COM 194162103 6840 124696 SH SOLE 0 0 124696 D COLONIAL BANCGROUP COM 195493309 638 26800 SH SOLE 26800 0 0 D COLUMBIA BANKING SYSTEM INC COM 197236102 5524 193500 SH SOLE 193500 0 0 D COLUMBIA EQUITY TRUST INC COM 197627102 1387 85900 SH SOLE 85900 0 0 D COLUMBIA SPORTSWEAR CO COM 198516106 62 1300 SH SOLE 1300 0 0 D COLUMBUS MCKINNON CORP COM 199333105 245 11125 SH SOLE 11125 0 0 D COLUMBUS MCKINNON CORP COM 199333105 4410 200625 SH SOLE 0 0 200625 D COMCAST CORP CL A COM 20030N101 36 1399 SH SOLE 1399 0 0 D COMCAST CORP CL A COM 20030N101 32 1224 SH SOLE 0 0 1224 D COMCAST CORP SPECIAL CL A COM 20030N200 6 250 SH SOLE 250 0 0 D COMCAST CORP SPECIAL CL A COM 20030N200 39 1500 SH SOLE 0 0 1500 D COMERICA INC. COM 200340107 2916 51372 SH SOLE 51372 0 0 D COMERICA INC. COM 200340107 150 2650 SH SOLE 0 0 2650 D COMMERCE BANCORP INC NJ COM 200519106 9543 277330 SH SOLE 277330 0 0 D COMMERCE BANCORP INC NJ COM 200519106 1186 34468 SH SOLE 0 0 34468 D COMMERCE BANCSHARES COM 200525103 195 3732 SH SOLE 3732 0 0 D COMMERCE GROUP INC/MA COM 200641108 200 3500 SH SOLE 3500 0 0 D COMMERCIAL CAPITAL BANCORP COM 20162L105 2357 137650 SH SOLE 137650 0 0 D COMMERCIAL CAPITAL BANCORP COM 20162L105 77 4500 SH SOLE 0 0 4500 D COMMERCIAL METALS COM 201723103 150 4000 SH SOLE 4000 0 0 D COMMERCIAL NET LEASE REALTY COM 202218103 20 1000 SH SOLE 1000 0 0 D COMMERCIAL VEHICLE GROUP INC COM 202608105 98 5200 SH SOLE 5200 0 0 D COMMUNITY BANCORP COM 20343T100 588 18600 SH SOLE 18600 0 0 D COMMUNITY HEALTH SYS INC NEW COM 203668108 153 4000 SH SOLE 4000 0 0 D COMMUNICATIONS SYSTEMS INC COM 203900105 282 23000 SH SOLE 0 0 23000 D COMPASS BANCSHARES INC COM 20449H109 715 14800 SH SOLE 14800 0 0 D COMPEX TECHNOLOGIES INC COM 204513105 268 41000 SH SOLE 0 0 41000 D COMPUCREDIT CORP COM 20478N100 77 2000 SH SOLE 2000 0 0 D COMPUTER ASSOC INTERNATIONAL COM 204912109 1345 47700 SH SOLE 47700 0 0 D COMPUTER ASSOC INTERNATIONAL COM 204912109 0 5 SH SOLE 0 0 5 D COMPUTER SCIENCES COM 205363104 1419 28020 SH SOLE 28020 0 0 D COMPUTER SCIENCES COM 205363104 481 9500 SH SOLE 0 0 9500 D COMPUWARE CORP COM 205638109 1123 125200 SH SOLE 125200 0 0 D COMPX INTERNATIONAL INC. COM 20563P101 641 40000 SH SOLE 0 0 40000 D COMSTOCK HOMEBUILDING COS CL A COM 205684103 7453 528235 SH SOLE 528235 0 0 D COMSTOCK HOMEBUILDING COS CL A COM 205684103 1007 71400 SH SOLE 0 0 71400 D COMTECH TELECOMMUNICATIONS COM 205826209 1279 41873 SH SOLE 41873 0 0 D COMTECH TELECOMMUNICATIONS COM 205826209 3711 121500 SH SOLE 0 0 121500 D COMVERSE TECHNOLOGY COM 205862402 85 3200 SH SOLE 3200 0 0 D CONAGRA FOODS INC COM 205887102 1434 70700 SH SOLE 70700 0 0 D COMPUTER HORIZONS CORP COM 205908106 76 17400 SH SOLE 17400 0 0 D CONNECTICUT WATER SVC COM 207797101 576 23500 SH SOLE 0 0 23500 D CONOCOPHILLIPS COM 20825C104 36711 630996 SH SOLE 630996 0 0 D CONOCOPHILLIPS COM 20825C104 5392 92686 SH SOLE 0 0 92686 D CONSECO INC COM 208464883 971 41900 SH SOLE 41900 0 0 D CONSOL ENERGY INC COM 20854P109 33 500 SH SOLE 500 0 0 D CONSOLIDATED EDISON INC COM 209115104 1835 39600 SH SOLE 39600 0 0 D CONSOLIDATED GRAPHICS INC COM 209341106 1846 39000 SH SOLE 0 0 39000 D CONSOLIDATED TOMOKA LAND CO - FCOM 210226106 14 200 SH SOLE 200 0 0 D CONSTELLATION BRANDS INC CL A COM 21036P108 370 14100 SH SOLE 14100 0 0 D CONSTELLATION BRANDS INC CL A COM 21036P108 37 1400 SH SOLE 0 0 1400 D CONSTELLATION ENERGY GROUP COM 210371100 858 14900 SH SOLE 14900 0 0 D CONVERGYS CORP COM 212485106 52 3300 SH SOLE 3300 0 0 D CONVERSE INC COM 212540108 0 500 SH SOLE 0 0 500 D COOPER CAMERON CORP COM 216640102 538 13000 SH SOLE 13000 0 0 D COOPER TIRE & RUBBER COM 216831107 885 57764 SH SOLE 57764 0 0 D COOPERATIVE BANKSHARES INC COM 216844100 176 8650 SH SOLE 8650 0 0 D COPART INC COM 217204106 7 300 SH SOLE 300 0 0 D CORILLIAN CORP COM 218725109 57 20800 SH SOLE 20800 0 0 D CORNELL COMPANIES INC COM 219141108 511 37000 SH SOLE 0 0 37000 D CORNING INC COM 219350105 5139 261398 SH SOLE 261398 0 0 D CORNING INC COM 219350105 169 8600 SH SOLE 0 0 8600 D CORPORATE EXECUTIVE BOARD CO COM 21988R102 29 320 SH SOLE 320 0 0 D CORUS BANKSHARES INC COM 220873103 439 7800 SH SOLE 7800 0 0 D COSTCO WHOLESALE CORP COM 22160K105 3300 66698 SH SOLE 66698 0 0 D COSTCO WHOLESALE CORP COM 22160K105 21 420 SH SOLE 0 0 420 D COUNTRYWIDE FINANCIAL CORP COM 222372104 2479 72492 SH SOLE 72492 0 0 D COVANCE INC COM 222816100 155 3200 SH SOLE 3200 0 0 D COVANCE INC COM 222816100 7 150 SH SOLE 0 0 150 D COVANSYS CORP COM 22281W103 1239 91070 SH SOLE 91070 0 0 D COVANSYS CORP COM 22281W103 4173 306600 SH SOLE 0 0 306600 D COVENANT TRANSPORT CL A COM 22284P105 587 42000 SH SOLE 0 0 42000 D COVENTRY HEALTH CARE INC COM 222862104 810 14225 SH SOLE 14225 0 0 D COX RADIO INC CL A COM 224051102 73 5200 SH SOLE 5200 0 0 D CRANE CO COM 224399105 78 2200 SH SOLE 2200 0 0 D CREDIT ACCEP CORP MICH COM 225310101 1980 123000 SH SOLE 0 0 123000 D CRESCENT REAL ESTATE EQUITIES COM 225756105 24 1200 SH SOLE 1200 0 0 D CROSS COUNTRY HEALTHCARE INC COM 227483104 9650 542745 SH SOLE 542745 0 0 D CROWN CASTLE INTL CORP COM 228227104 89 3300 SH SOLE 3300 0 0 D CROWN HOLDINGS INC COM 228368106 41 2100 SH SOLE 2100 0 0 D CROWN VANTAGE INC COM 228622106 0 30 SH SOLE 0 0 30 D CRYOLIFE INC COM 228903100 62 18600 SH SOLE 18600 0 0 D CRY[TOLOGIC INC COM 228906103 98 5000 SH SOLE 5000 0 0 D CUBIC CORP COM 229669106 23 1169 SH SOLE 1169 0 0 D CULLEN FROST BANKERS INC COM 229899109 102 1900 SH SOLE 1900 0 0 D CUMMINS INC COM 231021106 772 8600 SH SOLE 8600 0 0 D CUTTER & BUCK INC COM 232217109 357 32000 SH SOLE 0 0 32000 D CYBEROPTICS CORP COM 232517102 86 6400 SH SOLE 6400 0 0 D CYTEC INDUSTRIES INC COM 232820100 424 8900 SH SOLE 8900 0 0 D DHB INDUSTRIES INC COM 23321E103 46 10400 SH SOLE 10400 0 0 D DJ ORTHOPEDICS COM 23325G104 1434 52000 SH SOLE 0 0 52000 D DPL INC COM 233293109 133 5100 SH SOLE 5100 0 0 D D R HORTON INC COM 23331A109 1192 33366 SH SOLE 33366 0 0 D DST SYSTEM INC COM 233326107 36 600 SH SOLE 600 0 0 D DTE ENERGY CO COM 233331107 726 16800 SH SOLE 16800 0 0 D DVI INC COM 233343102 0 33000 SH SOLE 0 0 33000 D DADE BEHRING HOLDINGS INC COM 23342J206 41 1000 SH SOLE 1000 0 0 D DAKTRONICS INC COM 234264109 4266 144280 SH SOLE 144280 0 0 D DANAHER CORP COM 235851102 820 14700 SH SOLE 14700 0 0 D DARDEN RESTAURANT COM 237194105 1396 35900 SH SOLE 35900 0 0 D DAVE & BUSTERS INC COM 23833N104 694 39400 SH SOLE 0 0 39400 D DAVITA INC COM 23918K108 306 6050 SH SOLE 6050 0 0 D DEALERTRACK HOLDINGS INC COM 242309102 7786 371100 SH SOLE 371100 0 0 D DEAN FOODS CO COM 242370104 346 9200 SH SOLE 9200 0 0 D DEARBORN BANCORP INC COM 24242R108 1325 53543 SH SOLE 53543 0 0 D DEARBORN BANCORP INC COM 24242R108 3699 149473 SH SOLE 0 0 149473 D DEB SHOPS INC COM 242728103 1189 40000 SH SOLE 0 0 40000 D DEL MONTE FOODS CO COM 24522P103 495 47500 SH SOLE 47500 0 0 D DEL MONTE FOODS CO COM 24522P103 1 129 SH SOLE 0 0 129 D DELL INC COM 24702R101 2170 72345 SH SOLE 72345 0 0 D DELL INC COM 24702R101 198 6613 SH SOLE 0 0 6613 D DELPHI CORP COM 247126105 0 217 SH SOLE 217 0 0 D DELPHI CORP COM 247126105 0 698 SH SOLE 0 0 698 D DELPHI FINANCIAL GRP -CL A COM 247131105 10612 230636 SH SOLE 230636 0 0 D DELPHI FINANCIAL GRP -CL A COM 247131105 1033 22463 SH SOLE 0 0 22463 D DELTA NATURAL GAS COM 247748106 227 9000 SH SOLE 0 0 9000 D DENBURY RESOURCES INC COM 247916208 14 600 SH SOLE 600 0 0 D DELUXE CORP COM 248019101 118 3900 SH SOLE 3900 0 0 D DENDRITE INTERNATIONAL INC COM 248239105 13808 958215 SH SOLE 958215 0 0 D DENTSPLY INTERNATIONAL COM 249030107 38 700 SH SOLE 700 0 0 D DEVELOPERS DIVERSIFIED REALTY COM 251591103 24 500 SH SOLE 500 0 0 D DEVON ENERGY CORP COM 25179M103 7777 124360 SH SOLE 124360 0 0 D DEX MEDIA INC COM 25212E100 32 1190 SH SOLE 1190 0 0 D DIAMOND FOODS INC COM 252603105 1129 57100 SH SOLE 57100 0 0 D DIEBOLD COM 253651103 15 400 SH SOLE 400 0 0 D DILLARDS INC COM 254067101 365 14700 SH SOLE 14700 0 0 D DIODES INC COM 254543101 172 5550 SH SOLE 5550 0 0 D DIRECTV GROUP INC COM 25459L106 66 4700 SH SOLE 4700 0 0 D DIRECTV GROUP INC COM 25459L106 52 3705 SH SOLE 0 0 3705 D DISNEY (WALT) CO COM 254687106 28704 1197495 SH SOLE 1197495 0 0 D DISNEY (WALT) CO COM 254687106 5111 213210 SH SOLE 0 0 213210 D DISCOVERY HOLDING CO A COM 25468Y107 0 18 SH SOLE 18 0 0 D DIXIE GROUP INC COM 255519100 766 55600 SH SOLE 55600 0 0 D DIXIE GROUP INC COM 255519100 2293 166400 SH SOLE 0 0 166400 D DOLBY LABORATORIES INC CL A COM 25659T107 1 75 SH SOLE 75 0 0 D DOLLAR GENERAL CORP COM 256669102 1329 69700 SH SOLE 69700 0 0 D DOLLAR TREE STORES INC COM 256747106 17 700 SH SOLE 700 0 0 D DOLLAR TREE STORES INC COM 256747106 24 1000 SH SOLE 0 0 1000 D DOMINION HOMES INC COM 257386102 234 22000 SH SOLE 0 0 22000 D DOMINION RESOURCES COM 25746U109 2944 38130 SH SOLE 38130 0 0 D DOMINION RESOURCES COM 25746U109 2347 30406 SH SOLE 0 0 30406 D DOMINO'S PIZZA INC COM 25754A201 68 2800 SH SOLE 2800 0 0 D DONEGAL GROUP INC CL A COM 257701201 9783 420939 SH SOLE 420939 0 0 D DONEGAL GROUP INC CL A COM 257701201 1146 49333 SH SOLE 0 0 49333 D DONEGAL GROUP CLASS B COM 257701300 198 9333 SH SOLE 0 0 9333 D DONNELLEY R.R. & SONS COM 257867101 9043 264343 SH SOLE 264343 0 0 D DONNELLEY R.R. & SONS COM 257867101 2124 62100 SH SOLE 0 0 62100 D DORAL FINANCIAL CORP COM 25811P100 127 12000 SH SOLE 12000 0 0 D DORCHESTER MINERALS LP COM 25820R105 6 240 SH SOLE 0 0 240 D DOVER CORP COM 260003108 1640 40500 SH SOLE 40500 0 0 D DOW CHEMICAL COM 260543103 5438 124106 SH SOLE 124106 0 0 D DOW CHEMICAL COM 260543103 171 3899 SH SOLE 0 0 3899 D DOW JONES & CO INC COM 260561105 216 6100 SH SOLE 6100 0 0 D DOWNEY FINANCIAL CORP COM 261018105 212 3100 SH SOLE 3100 0 0 D DREAMWORKS ANIMATION SKG A COM 26153C103 5 200 SH SOLE 200 0 0 D DRESS BARN INC COM 261570105 131 3400 SH SOLE 3400 0 0 D DRESSER-RAND GROUP INC COM 261608103 885 36600 SH SOLE 36600 0 0 D DREW INDUSTRIES INC COM 26168L205 516 18300 SH SOLE 18300 0 0 D DRIL-QUIP INC COM 262037104 2195 46500 SH SOLE 0 0 46500 D DU PONT COM 263534109 2392 56274 SH SOLE 56274 0 0 D DU PONT COM 263534109 455 10705 SH SOLE 0 0 10705 D DUCKWALL-ALTO STORES INC NEW COM 264142100 308 13500 SH SOLE 0 0 13500 D DUCOMMUN INC COM 264147109 619 29000 SH SOLE 0 0 29000 D DUKE ENERGY CORP COM 264399106 4687 170750 SH SOLE 170750 0 0 D DUKE ENERGY CORP COM 264399106 42 1520 SH SOLE 0 0 1520 D DUKE REALTY CORP COM 264411505 17 500 SH SOLE 500 0 0 D DUN & BRADSTREET (2000) COM 26483E100 60 900 SH SOLE 900 0 0 D DUN & BRADSTREET (2000) COM 26483E100 25 369 SH SOLE 0 0 369 D EFJ INC COM 26843B101 1119 110200 SH SOLE 110200 0 0 D EGL INC COM 268484102 586 15600 SH SOLE 15600 0 0 D EMAK WORLDWIDE INC COM 26861V104 115 16500 SH SOLE 0 0 16500 D E M C CORP COM 268648102 8490 623318 SH SOLE 623318 0 0 D E M C CORP COM 268648102 4540 333345 SH SOLE 0 0 332145 D E M C INSURANCE GRP INC COM 268664109 1643 82409 SH SOLE 82409 0 0 D E M C INSURANCE GRP INC COM 268664109 399 20000 SH SOLE 0 0 20000 D E M S TECHOLOGIES INC COM 26873N108 297 16800 SH SOLE 16800 0 0 D E M S TECHOLOGIES INC COM 26873N108 6335 357900 SH SOLE 0 0 357900 D ENSCO INTL INC COM 26874Q100 49 1100 SH SOLE 1100 0 0 D EOG RESOURCES INC COM 26875P101 167 2272 SH SOLE 2272 0 0 D E TRADE FINANCIAL CORP COM 269246104 807 38700 SH SOLE 38700 0 0 D E-Z-EM INC COM 269305405 641 28000 SH SOLE 0 0 28000 D EAGLE MATERIALS INC COM 26969P108 563 4600 SH SOLE 4600 0 0 D EARTHLINK INC COM 270321102 122 11000 SH SOLE 11000 0 0 D EAST WEST BANCORP INC COM 27579R104 7 200 SH SOLE 200 0 0 D EASTERN CO COM 276317104 3848 197232 SH SOLE 197232 0 0 D EASTERN CO COM 276317104 191 9800 SH SOLE 0 0 9800 D EASTMAN CHEMICAL COM 277432100 1006 19500 SH SOLE 19500 0 0 D EASTMAN KODAK COM 277461109 12 500 SH SOLE 500 0 0 D EATON CORP COM 278058102 47 700 SH SOLE 700 0 0 D EATON CORP COM 278058102 47 700 SH SOLE 0 0 700 D EATON VANCE CORP COM 278265103 39839 1456115 SH SOLE 1456115 0 0 D EBAY INC COM 278642103 1003 23180 SH SOLE 23180 0 0 D EBAY INC COM 278642103 53 1220 SH SOLE 0 0 1220 D ECHOSTAR COMMUNICATIONS CL A COM 278762109 5 200 SH SOLE 200 0 0 D ECOLAB COM 278865100 11 300 SH SOLE 300 0 0 D ECOLOGY & ENVIRONMENT CL A COM 278878103 101 11315 SH SOLE 0 0 11315 D EDIETS.COM INC COM 280597105 1 132 SH SOLE 132 0 0 D EDISON INTERNATIONAL COM 281020107 2599 59600 SH SOLE 59600 0 0 D EDO CORP COM 281347104 436 16100 SH SOLE 16100 0 0 D EDO CORP COM 281347104 10618 392400 SH SOLE 0 0 392400 D EDUCATION MGMT CORP COM 28139T101 8945 266930 SH SOLE 266930 0 0 D EDWARDS A G INC COM 281760108 150 3200 SH SOLE 3200 0 0 D EDWARDS LIFESCIENCES CORP COM 28176E108 32 760 SH SOLE 760 0 0 D EDWARDS LIFESCIENCES CORP COM 28176E108 2 40 SH SOLE 0 0 40 D EL CAPITAL PRECIOUS METALS INC COM 282812106 81 48000 SH SOLE 48000 0 0 D EL PASO CORP COM 28336L109 7 600 SH SOLE 600 0 0 D EL PASO CORP COM 28336L109 40 3300 SH SOLE 0 0 3300 D ELECTRO RENT CORP COM 285218103 1044 70000 SH SOLE 0 0 70000 D ELECTRONIC ARTS COM 285512109 42 800 SH SOLE 800 0 0 D ELECTRONIC DATA SYSTEMS COM 285661104 15 641 SH SOLE 641 0 0 D ELIZABETH ARDEN INC COM 28660G106 2 90 SH SOLE 90 0 0 D ELIZABETH ARDEN INC COM 28660G106 1665 83000 SH SOLE 0 0 83000 D ELKCORP COM 287456107 16352 485814 SH SOLE 485814 0 0 D ELKCORP COM 287456107 2034 60425 SH SOLE 0 0 60425 D ELLIS PERRY INTL INC COM 288853104 466 24500 SH SOLE 0 0 24500 D EMERSON ELECTRIC COM 291011104 3717 49756 SH SOLE 49756 0 0 D EMERSON ELECTRIC COM 291011104 1817 24330 SH SOLE 0 0 24330 D EMERSON RADIO CORP COM 291087203 3 1000 SH SOLE 1000 0 0 D EMMIS COMMUNICATIONS CLASS A COM 291525103 21417 1075666 SH SOLE 1075666 0 0 D EMPIRE DISTRICT ELEC COM 291641108 1443 71000 SH SOLE 0 0 71000 D EMULEX CORP COM 292475209 570 28800 SH SOLE 28800 0 0 D ENBRIDGE ENERGY MANAGEMENT LLC COM 29250X103 1502 33111 SH SOLE 0 0 33111 D ENCORE WIRE CORP COM 292562105 1366 60000 SH SOLE 0 0 60000 D ENDO PHARMACEUTICALS HLDGS INC COM 29264F205 1056 34900 SH SOLE 34900 0 0 D ENERGEN CORP COM 29265N108 20598 567139 SH SOLE 567139 0 0 D ENERGEN CORP COM 29265N108 2201 60600 SH SOLE 0 0 60600 D ENERGY EAST CORP COM 29266M109 556 24400 SH SOLE 24400 0 0 D ENERGY EAST CORP COM 29266M109 143 6261 SH SOLE 0 0 6261 D ENERGIZER HOLDINGS INC COM 29266R108 40 800 SH SOLE 800 0 0 D ENERGIZER HOLDINGS INC COM 29266R108 10 200 SH SOLE 0 0 200 D ENERGY PARTNERS LTD COM 29270U105 4954 227370 SH SOLE 227370 0 0 D ENERGY PARTNERS LTD COM 29270U105 391 17925 SH SOLE 0 0 17925 D ENERGY TRANSFER PARTNERS LP COM 29273R109 18 521 SH SOLE 0 0 521 D ENERGYSOUTH INC COM 292970100 643 24000 SH SOLE 0 0 24000 D ENESCO GROUP INC COM 292973104 1968 1069631 SH SOLE 1069631 0 0 D ENESCO GROUP INC COM 292973104 283 153550 SH SOLE 0 0 153550 D ENNIS INC COM 293389102 223 12300 SH SOLE 12300 0 0 D ENNIS INC COM 293389102 5418 298200 SH SOLE 0 0 298200 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 47067 4996499 SH SOLE 4996499 0 0 D ENTERGY CORP COM 29364G103 15450 225060 SH SOLE 225060 0 0 D ENTERGY CORP COM 29364G103 3393 49420 SH SOLE 0 0 49420 D ENTERPRISE PRODUCTS PARTNERS COM 293792107 22 905 SH SOLE 905 0 0 D ENVIRO-RECOVERY INC COM 29403M103 0 11000 SH SOLE 11000 0 0 D EPLUS INC COM 294268107 373 27000 SH SOLE 0 0 27000 D EPICOR SOFTWARE CORP COM 29426L108 14 1000 SH SOLE 1000 0 0 D EQUIFAX COM 294429105 2601 68400 SH SOLE 68400 0 0 D EQUITABLE RESOURCES COM 294549100 220 6000 SH SOLE 6000 0 0 D EQUITY OFFICE PROPERTIES TRUST COM 294741103 1883 62100 SH SOLE 62100 0 0 D EQUITY OFFICE PROPERTIES TRUST COM 294741103 24 777 SH SOLE 0 0 777 D EQUITY ONE INC COM 294752100 10 450 SH SOLE 450 0 0 D EQUITY RESIDENTIAL COM 29476L107 1440 36800 SH SOLE 36800 0 0 D ERIE INDEMNITY CO CL A COM 29530P102 80 1500 SH SOLE 1500 0 0 D ESCO TECHNOLOGIES INC COM 296315104 120 2700 SH SOLE 2700 0 0 D ESCO TECHNOLOGIES INC COM 296315104 2260 50800 SH SOLE 0 0 50800 D ESSEX PROPERTY TRUST INC COM 297178105 28 300 SH SOLE 300 0 0 D EUROBANCSHARES INC COM 298716101 1104 77902 SH SOLE 77902 0 0 D EXCEL TECHNOLOGY INC COM 30067T103 8915 374888 SH SOLE 374888 0 0 D EXELON CORPORATION COM 30161N101 38627 726890 SH SOLE 726890 0 0 D EXELON CORPORATION COM 30161N101 9452 177865 SH SOLE 0 0 177865 D EXPEDIA INC COM 30212P105 26 1100 SH SOLE 1100 0 0 D EXPEDITORS INTL WASH INC COM 302130109 37276 552153 SH SOLE 552153 0 0 D EXPEDITORS INTL WASH INC COM 302130109 11212 166080 SH SOLE 0 0 165780 D EXPONET INC COM 30214U102 590 20800 SH SOLE 0 0 20800 D EXPRESS SCRIPTS INC COM 302182100 2958 35300 SH SOLE 35300 0 0 D EXXON MOBIL CORPORATION COM 30231G102 110541 1967970 SH SOLE 1967970 0 0 D EXXON MOBIL CORPORATION COM 30231G102 42077 749096 SH SOLE 0 0 748596 D FEI COMPANY COM 30241L109 1083 56481 SH SOLE 56481 0 0 D FLIR SYSTEMS INC COM 302445101 98 4400 SH SOLE 4400 0 0 D FMC CORP COM 302491303 739 13900 SH SOLE 13900 0 0 D FMC TECHNOLOGIES INC COM 30249U101 15 360 SH SOLE 360 0 0 D FPIC INSURANCE GROUP COM 302563101 937 27000 SH SOLE 0 0 27000 D FPL GROUP COM 302571104 3362 80900 SH SOLE 80900 0 0 D FPL GROUP COM 302571104 234 5630 SH SOLE 0 0 5630 D FRMO CORP COM 30262F106 11 2250 SH SOLE 0 0 2250 D FTI CONSULTING INC COM 302941109 7144 260350 SH SOLE 260350 0 0 D FAIR ISAAC INC COM 303250104 8482 192025 SH SOLE 192025 0 0 D FALCONBRIDGE LIMITED COM 306104100 101 3400 SH SOLE 3400 0 0 D FAMILY DLR STORES INC COM 307000109 79 3200 SH SOLE 3200 0 0 D FARGO ELECTRONICS COM 30744P102 302 15700 SH SOLE 15700 0 0 D FARGO ELECTRONICS COM 30744P102 6110 317400 SH SOLE 0 0 317400 D FARMER BROS CO COM 307675108 812 42000 SH SOLE 0 0 42000 D FASTENAL COM 311900104 8 206 SH SOLE 206 0 0 D FEDERAL AGRICULTURE MORTGAGE COCOM 313148306 108 3600 SH SOLE 3600 0 0 D FREDDIE MAC COM 313400301 17685 270615 SH SOLE 270615 0 0 D FREDDIE MAC COM 313400301 8958 137080 SH SOLE 0 0 137080 D FANNIE MAE COM 313586109 5940 121700 SH SOLE 121700 0 0 D FANNIE MAE COM 313586109 83 1700 SH SOLE 0 0 1700 D FEDERAL REALTY INVESTMENT TRUSTCOM 313747206 79 1300 SH SOLE 1300 0 0 D FEDERAL SCREW WORKS COM 313819104 61 3656 SH SOLE 0 0 3656 D FEDERATED DEPARTMENT STORES COM 31410H101 8522 128483 SH SOLE 128483 0 0 D FEDERATED INVESTORS INC CL B COM 314211103 226 6100 SH SOLE 6100 0 0 D FEDEX CORPORATION COM 31428X106 238 2300 SH SOLE 2300 0 0 D FELCOR LODGING TRUST INC COM 31430F101 103 6000 SH SOLE 6000 0 0 D FIDELITY BANKSHARES INC COM 31604Q107 18816 575400 SH SOLE 575400 0 0 D FIDELITY NATIONAL TITLE CL A COM 31620R105 258 10600 SH SOLE 10600 0 0 D FIDELITY NATIONAL FINANCIAL COM 316326107 673 18300 SH SOLE 18300 0 0 D FIFTH THIRD BANCORP COM 316773100 70 1860 SH SOLE 1860 0 0 D FINANCIAL INSTITUTIONS INC COM 317585404 4572 233050 SH SOLE 233050 0 0 D FINLAY ENTERPRISES INC COM 317884203 254 26000 SH SOLE 0 0 26000 D FINISH LINE INC COM 317923100 2038 117000 SH SOLE 0 0 117000 D FIRST ALBANY COS INC COM 318465101 227 32725 SH SOLE 0 0 32725 D FIRST AMERICAN CORP COM 318522307 571 12600 SH SOLE 12600 0 0 D FIRST BANCORP PUERTO RICO COM 318672102 107 8600 SH SOLE 8600 0 0 D FIRST CASH FINANCIAL SERVICES COM 31942D107 624 21400 SH SOLE 21400 0 0 D FIRST CASH FINANCIAL SERVICES COM 31942D107 1385 47500 SH SOLE 0 0 47500 D FIRST COMMUNITY BANCORP COM 31983B101 24660 453565 SH SOLE 453565 0 0 D FIRST DATA CORP COM 319963104 3283 76320 SH SOLE 76320 0 0 D FIRST DATA CORP COM 319963104 95 2200 SH SOLE 0 0 2200 D FIRST FINANCIAL CORP INDIANA COM 320218100 1080 40000 SH SOLE 0 0 40000 D FIRST HORIZON NATIONAL CORP COM 320517105 523 13600 SH SOLE 13600 0 0 D FIRST INDIANA CORP COM 32054R108 282 8200 SH SOLE 8200 0 0 D FIRST INDIANA CORP COM 32054R108 1078 31345 SH SOLE 0 0 31345 D FIRST MERCHANTS CORP COM 320817109 1404 54000 SH SOLE 0 0 54000 D FIRST OAK BROOK BANCSHARES COM 335847208 629 22500 SH SOLE 22500 0 0 D FIRST PACTRUST BANCORP INC COM 33589V101 381 14000 SH SOLE 0 0 14000 D FIRST PLACE FINANCIAL /OHIO COM 33610T109 77 3200 SH SOLE 3200 0 0 D FIRST PLACE FINANCIAL /OHIO COM 33610T109 914 38000 SH SOLE 0 0 38000 D FIRST REPUBLIC BANK COM 336158100 36905 997173 SH SOLE 997173 0 0 D FIRST STATE BANCORPORATION COM 336453105 12053 502430 SH SOLE 502430 0 0 D FIRST STATE BANCORPORATION COM 336453105 1008 42000 SH SOLE 0 0 42000 D FIRSTCITY FINANCIAL CORP COM 33761X107 79 6900 SH SOLE 6900 0 0 D FIRSTCITY FINANCIAL CORP COM 33761X107 2233 193800 SH SOLE 0 0 193800 D FISERV INC COM 337738108 2797 64650 SH SOLE 64650 0 0 D FISERV INC COM 337738108 1002 23150 SH SOLE 0 0 23150 D FIRSTMERIT CORP COM 337915102 106 4100 SH SOLE 4100 0 0 D FIRSTENERGY CORP COM 337932107 2920 59600 SH SOLE 59600 0 0 D FIRSTENERGY CORP COM 337932107 10 200 SH SOLE 0 0 200 D FISHER SCIENTIFIC INTL COM 338032204 766 12380 SH SOLE 12380 0 0 D FLORIDA PUBLIC UTILITIES COM 341135101 246 18000 SH SOLE 0 0 18000 D FLORIDA ROCK INDUSTRIES COM 341140101 25 513 SH SOLE 513 0 0 D FLORSHEIM GROUP INC COM 343302105 0 250 SH SOLE 0 0 250 D FLUOR CORP. COM 343412102 1507 19500 SH SOLE 19500 0 0 D FOODARAMA SUPERMARKETS COM 344820105 135 2700 SH SOLE 0 0 2700 D FOOT LOCKER INC COM 344849104 906 38400 SH SOLE 38400 0 0 D FORD MOTOR COM 345370860 1877 243100 SH SOLE 243100 0 0 D FOREST CITY ENTERPRISES CL A COM 345550107 15 400 SH SOLE 400 0 0 D FOREST LABS COM 345838106 484 11900 SH SOLE 11900 0 0 D FOREST OIL CORP COM 346091705 1078 23655 SH SOLE 23655 0 0 D FORRESTER RESH INC COM 346563109 8830 470922 SH SOLE 470922 0 0 D FORTUNE BRANDS COM 349631101 244 3125 SH SOLE 3125 0 0 D FORTUNE BRANDS COM 349631101 78 1000 SH SOLE 0 0 1000 D FOSSIL INC COM 349882100 34883 1621722 SH SOLE 1621722 0 0 D FOUNDATION COAL HOLDINGS INC COM 35039W100 23 600 SH SOLE 600 0 0 D FOX & HOUND RESTAURANT GROUP COM 351321104 385 25000 SH SOLE 0 0 25000 D FRANKLIN ELECTRIC CO COM 353514102 134 3400 SH SOLE 3400 0 0 D FRANKLIN RESOURCES INC COM 354613101 1401 14900 SH SOLE 14900 0 0 D FREEPORT MCMORAN COPPER B COM 35671D857 3013 56000 SH SOLE 56000 0 0 D FREESCALE SEMICONDUCTOR B COM 35687M206 3388 134589 SH SOLE 134589 0 0 D FREESCALE SEMICONDUCTOR B COM 35687M206 3 121 SH SOLE 0 0 121 D FREIGHTCAR AMERICA INC COM 357023100 231 4800 SH SOLE 4800 0 0 D FREIGHTCAR AMERICA INC COM 357023100 4938 102700 SH SOLE 0 0 102700 D FREMONT GENERAL CORP COM 357288109 102 4400 SH SOLE 4400 0 0 D FRESH BRANDS INC COM 35803U108 82 12000 SH SOLE 0 0 12000 D FRIEDMAN INDS INC COM 358435105 106 18000 SH SOLE 0 0 18000 D FRIEDMAN'S INC CL A COM 358438109 0 48000 SH SOLE 0 0 48000 D FRONTIER OIL CORP COM 35914P105 113 3000 SH SOLE 3000 0 0 D FROZEN FOOD EXPRESS IND COM 359360104 1006 91200 SH SOLE 91200 0 0 D FROZEN FOOD EXPRESS IND COM 359360104 386 35000 SH SOLE 0 0 35000 D FULTON FINANCIAL CORP COM 360271100 89 5031 SH SOLE 5031 0 0 D FURNITURE BRANDS INTL COM 360921100 33 1500 SH SOLE 0 0 1500 D G & K SERVICES INC CL A COM 361268105 26035 663300 SH SOLE 663300 0 0 D GB&T BANCSHARES INC COM 361462104 2267 105863 SH SOLE 105863 0 0 D GB&T BANCSHARES INC COM 361462104 325 15200 SH SOLE 0 0 15200 D GEO GROUP INC COM 36159R103 96 4200 SH SOLE 4200 0 0 D GTSI CORP COM 36238K103 168 24000 SH SOLE 0 0 24000 D GAIAM INC COM 36268Q103 486 36000 SH SOLE 0 0 36000 D GALLAGHER COM 363576109 11 372 SH SOLE 372 0 0 D GANNETT CO INC COM 364730101 35169 580640 SH SOLE 580640 0 0 D GANNETT CO INC COM 364730101 8251 136220 SH SOLE 0 0 136220 D GAP INC COM 364760108 25 1400 SH SOLE 1400 0 0 D GARDNER DENVER INC COM 365558105 20964 425237 SH SOLE 425237 0 0 D GARDNER DENVER INC COM 365558105 2541 51550 SH SOLE 0 0 51550 D GARTNER INC CL A COM 366651107 3824 296400 SH SOLE 296400 0 0 D GAYLORD ENTERTAINMENT CO COM 367905106 2 50 SH SOLE 50 0 0 D GEHL CO COM 368483103 654 24900 SH SOLE 0 0 24900 D GENENTECH INC COM 368710406 4324 46742 SH SOLE 46742 0 0 D GENENTECH INC COM 368710406 1481 16010 SH SOLE 0 0 15910 D GENERAL DYNAMICS COM 369550108 7596 66600 SH SOLE 66600 0 0 D GENERAL DYNAMICS COM 369550108 50 442 SH SOLE 0 0 442 D GENERAL ELECTRIC COM 369604103 61712 1760679 SH SOLE 1760679 0 0 D GENERAL ELECTRIC COM 369604103 33925 967890 SH SOLE 0 0 967190 D GENERAL GROWTH PROPERTIES INC COM 370021107 38 800 SH SOLE 800 0 0 D GENERAL MILLS COM 370334104 5703 115641 SH SOLE 115641 0 0 D GENERAL MILLS COM 370334104 64 1300 SH SOLE 0 0 1300 D GENERAL MOTORS COM 370442105 957 49300 SH SOLE 49300 0 0 D GENERAL MOTORS COM 370442105 19 1000 SH SOLE 0 0 1000 D GENESCO INC. COM 371532102 652 16800 SH SOLE 16800 0 0 D GENESEE CORP CL B COM 371601204 5 3200 SH SOLE 0 0 3200 D GENLYTE GROUP INC COM 372302109 706 13180 SH SOLE 13180 0 0 D GENUINE PARTS COM 372460105 984 22400 SH SOLE 22400 0 0 D GENWORTH FINANCIAL INC CL A COM 37247D106 664 19200 SH SOLE 19200 0 0 D GEOALERT INC COM 37248X200 0 300 SH SOLE 300 0 0 D GENZYME CORP COM 372917104 1724 24360 SH SOLE 24360 0 0 D GEORGIA GULF CORP COM 373200203 103 3400 SH SOLE 3400 0 0 D GETTY IMAGES INC COM 374276103 369 4135 SH SOLE 4135 0 0 D GIANT INDS INC COM 374508109 405 7800 SH SOLE 7800 0 0 D GIANT INDS INC COM 374508109 1091 21000 SH SOLE 0 0 21000 D GIBRALTAR INDUSTRIES INC COM 374689107 6744 293964 SH SOLE 293964 0 0 D GIBRALTAR INDUSTRIES INC COM 374689107 1835 80000 SH SOLE 0 0 80000 D GILEAD SCIENCES INC COM 375558103 247 4700 SH SOLE 4700 0 0 D GLOBAL PAYMENTS INC COM 37940X102 322 6900 SH SOLE 6900 0 0 D GLOBAL POWER EQUIPMENT GROUP COM 37941P108 11437 2530400 SH SOLE 2530400 0 0 D GOLDEN WEST FINANCIAL COM 381317106 1868 28300 SH SOLE 28300 0 0 D GOLDEN WEST FINANCIAL COM 381317106 924 14000 SH SOLE 0 0 14000 D GOLDMAN SACHS GROUP INC COM 38141G104 14633 114581 SH SOLE 114581 0 0 D GOLDMAN SACHS GROUP INC COM 38141G104 1540 12055 SH SOLE 0 0 11955 D GOODRICH CORP COM 382388106 358 8700 SH SOLE 8700 0 0 D GOODRICH PETROLEUM CORP COM 382410405 206 8200 SH SOLE 8200 0 0 D GOODRICH PETROLEUM CORP COM 382410405 4384 174300 SH SOLE 0 0 174300 D GOODYEAR TIRE & RUBBER COM 382550101 596 34300 SH SOLE 34300 0 0 D GOOGLE INC CL A COM 38259P508 539 1300 SH SOLE 1300 0 0 D GRAINGER W W COM 384802104 2076 29200 SH SOLE 29200 0 0 D GRAINGER W W COM 384802104 370 5200 SH SOLE 0 0 5200 D GRANT PRIDECO INC COM 38821G101 1359 30800 SH SOLE 30800 0 0 D GRAY TELEVISION INC CL B COM 389375106 15663 1595000 SH SOLE 1595000 0 0 D GREAT PLAINS ENERGY INC COM 391164100 87 3117 SH SOLE 3117 0 0 D GREEN MOUNTAIN POWER CO COM 393154109 417 14500 SH SOLE 0 0 14500 D GREENHILL & CO LLC COM 395259104 1616 28778 SH SOLE 28778 0 0 D GREY WOLF INC COM 397888108 120 15523 SH SOLE 15523 0 0 D GTECH HOLDINGS COM 400518106 44 1400 SH SOLE 1400 0 0 D GUESS INC COM 401617105 253 7100 SH SOLE 7100 0 0 D GUIDANT CORP COM 401698105 93 1430 SH SOLE 1430 0 0 D GUIDANT CORP COM 401698105 4645 71740 SH SOLE 0 0 71740 D GULF ISLAND FABRICATION COM 402307102 311 12800 SH SOLE 12800 0 0 D GULF ISLAND FABRICATION COM 402307102 7439 306000 SH SOLE 0 0 306000 D GYMBOREE CORP COM 403777105 505 21600 SH SOLE 21600 0 0 D HCA INC COM 404119109 12184 241270 SH SOLE 241270 0 0 D HCA INC COM 404119109 2050 40600 SH SOLE 0 0 40600 D HCC INSURANCE HOLDINGS INC COM 404132102 16643 560735 SH SOLE 560735 0 0 D HNI CORP COM 404251100 33 600 SH SOLE 600 0 0 D HMS HOLDINGS CORP COM 40425J101 7385 965350 SH SOLE 965350 0 0 D HMS HOLDINGS CORP COM 40425J101 6325 826832 SH SOLE 0 0 826832 D HRPT PROPERTIES TRUST COM 40426W101 178 17200 SH SOLE 17200 0 0 D HAEMONETICS CORPORATION COM 405024100 98 2000 SH SOLE 2000 0 0 D HAIN CELESTIAL GROUP INC COM 405217100 1 57 SH SOLE 57 0 0 D HALLIBURTON COM 406216101 128 2070 SH SOLE 2070 0 0 D HALLIBURTON COM 406216101 297 4800 SH SOLE 0 0 4800 D HAMPSHIRE GROUP LTD COM 408859106 619 26000 SH SOLE 0 0 26000 D HANCOCK FABRICS COM 409900107 3215 789857 SH SOLE 789857 0 0 D HANCOCK FABRICS COM 409900107 3145 772675 SH SOLE 0 0 772675 D HANMI FINL CORP COM 410495105 12356 691800 SH SOLE 691800 0 0 D HANMI FINL CORP COM 410495105 3377 189096 SH SOLE 0 0 189096 D HANSEN NATURAL CORP COM 411310105 331 4200 SH SOLE 4200 0 0 D HARDINGE INC COM 412324303 444 25750 SH SOLE 0 0 25750 D HARLEY DAVIDSON INC COM 412822108 1622 31510 SH SOLE 31510 0 0 D HARLEYSVILLE GROUP INC COM 412824104 3737 141000 SH SOLE 141000 0 0 D HARMAN INTL INDS INC COM 413086109 110 1120 SH SOLE 1120 0 0 D HARRAH'S ENTERTAINMENT COM 413619107 1768 24801 SH SOLE 24801 0 0 D HARRAH'S ENTERTAINMENT COM 413619107 128 1800 SH SOLE 0 0 1800 D HARRINGTON WEST FINANCIAL GROUPCOM 41383L104 1063 63829 SH SOLE 63829 0 0 D HARRINGTON WEST FINANCIAL GROUPCOM 41383L104 3517 211200 SH SOLE 0 0 211200 D HARRIS CORP COM 413875105 1621 37700 SH SOLE 37700 0 0 D HARSCO CORP COM 415864107 4161 61628 SH SOLE 61628 0 0 D HARTE HANKS COMMUN INC COM 416196103 9 350 SH SOLE 350 0 0 D HARTFORD FINL SRVCS GRP COM 416515104 5531 64400 SH SOLE 64400 0 0 D HARTMARX CORP COM 417119104 312 40000 SH SOLE 0 0 40000 D HARVEST NATURAL RESOURCES INC COM 41754V103 870 98000 SH SOLE 0 0 98000 D HASBRO INC COM 418056107 646 32000 SH SOLE 32000 0 0 D HASTINGS ENTERTAINMENT INC COM 418365102 115 21000 SH SOLE 0 0 21000 D HAWAIIAN ELECTRIC INDS COM 419870100 91 3500 SH SOLE 3500 0 0 D HAWKINS INC COM 420261109 406 29000 SH SOLE 0 0 29000 D HEALTHCARE SVCS GROUP COM 421906108 7187 347025 SH SOLE 347025 0 0 D HEALTHCARE SVCS GROUP COM 421906108 1538 74250 SH SOLE 0 0 74250 D HEALTH CARE PROPERTY INVESTORS COM 421915109 197 7700 SH SOLE 7700 0 0 D HEALTH MANAGEMENT ASSOC COM 421933102 90 4100 SH SOLE 4100 0 0 D HEALTHCARE REALTY TRUST INC COM 421946104 206 6200 SH SOLE 6200 0 0 D HEALTHCARE REALTY TRUST INC COM 421946104 133 4000 SH SOLE 0 0 4000 D HEADWATERS INC COM 42210P102 29643 836425 SH SOLE 836425 0 0 D HEALTH CARE REIT INC COM 42217K106 122 3600 SH SOLE 3600 0 0 D HEALTHEXTRAS INC COM 422211102 115 4600 SH SOLE 4600 0 0 D HEALTH NET INC COM 42222G108 134 2600 SH SOLE 2600 0 0 D HEALTHTRONICS INC COM 42222L107 627 82000 SH SOLE 0 0 82000 D HEARTLAND EXPRESS INC COM 422347104 14420 710696 SH SOLE 710696 0 0 D HEICO CORP COM 422806109 13639 527025 SH SOLE 527025 0 0 D HEICO CORP COM 422806109 1812 70000 SH SOLE 0 0 70000 D HEICO CORP CL A COM 422806208 1660 80900 SH SOLE 0 0 80900 D HEINZ COM 423074103 1436 42600 SH SOLE 42600 0 0 D HEINZ COM 423074103 122 3610 SH SOLE 0 0 3610 D HELMERICH & PAYNE COM 423452101 266 4300 SH SOLE 4300 0 0 D HERCULES COM 427056106 6130 542492 SH SOLE 542492 0 0 D HERCULES COM 427056106 733 64900 SH SOLE 0 0 64900 D HERITAGE OAKS BANCORP COM 42724R107 221 10800 SH SOLE 10800 0 0 D HERLEY INDS INC DEL COM 427398102 127 7700 SH SOLE 7700 0 0 D HERLEY INDS INC DEL COM 427398102 2386 144500 SH SOLE 0 0 144500 D HERSHEY COMPANY COM 427866108 11 200 SH SOLE 200 0 0 D HEWITT ASSOCIATES INC CL A COM 42822Q100 8 300 SH SOLE 300 0 0 D HEWLETT PACKARD CO COM 428236103 42523 1485244 SH SOLE 1485244 0 0 D HEWLETT PACKARD CO COM 428236103 6748 235700 SH SOLE 0 0 235700 D HEXCEL CORP COM 428291108 47 2600 SH SOLE 2600 0 0 D HILLENBRAND INDUSTRIES COM 431573104 40 800 SH SOLE 800 0 0 D HILTON HOTELS CORP COM 432848109 1748 72500 SH SOLE 72500 0 0 D HILTON HOTELS CORP COM 432848109 64 2674 SH SOLE 0 0 2674 D HOLLY CORPORATION COM 435758305 318 5400 SH SOLE 5400 0 0 D HOLOGIC INC COM 436440101 1069 28200 SH SOLE 28200 0 0 D HOME FEDERAL BANCORP INDIANA COM 436926109 325 13000 SH SOLE 0 0 13000 D HOME DEPOT COM 437076102 6025 148843 SH SOLE 148843 0 0 D HOME DEPOT COM 437076102 735 18152 SH SOLE 0 0 18152 D HONEYWELL INTL INC COM 438516106 2526 67800 SH SOLE 67800 0 0 D HOOKER FURNITURE CORP COM 439038100 532 31000 SH SOLE 0 0 31000 D HORMEL FOODS CORP COM 440452100 98 3000 SH SOLE 3000 0 0 D HOSPIRA INC COM 441060100 2987 69828 SH SOLE 69828 0 0 D HOSPIRA INC COM 441060100 1610 37646 SH SOLE 0 0 37646 D HOSPITALITY PROPERTIES TRUST COM 44106M102 140 3500 SH SOLE 3500 0 0 D HOST MARRIOTT CORP COM 44107P104 875 46200 SH SOLE 46200 0 0 D HOUSTON EXPLORATION CO COM 442120101 74 1400 SH SOLE 1400 0 0 D HOVNANIAN ENTRPRS INC -CL A COM 442487203 69 1400 SH SOLE 1400 0 0 D HUB INTERNATIONAL LIMITED COM 44332P101 2038 79000 SH SOLE 0 0 79000 D HUBBELL INC CLASS B COM 443510201 159 3534 SH SOLE 3534 0 0 D HUDSON CITY BANCORP COM 443683107 604 49800 SH SOLE 49800 0 0 D HUDSON HIGHLAND GROUP INC COM 443792106 1332 76700 SH SOLE 76700 0 0 D HUGHES SUPPLY INC COM 444482103 19462 542885 SH SOLE 542885 0 0 D HUGHES SUPPLY INC COM 444482103 1855 51750 SH SOLE 0 0 51750 D HUMANA INC COM 444859102 951 17500 SH SOLE 17500 0 0 D HUNT J B TRANSPORT COM 445658107 534 23607 SH SOLE 23607 0 0 D HUNTINGTON BANCSHARES COM 446150104 663 27900 SH SOLE 27900 0 0 D HUNTSMAN CORP COM 447011107 88 5100 SH SOLE 5100 0 0 D HYPERCOM CORP COM 44913M105 117 18300 SH SOLE 18300 0 0 D HYPERCOM CORP COM 44913M105 2803 438600 SH SOLE 0 0 438600 D HYPERION SOLUTIONS CORP COM 44914M104 116 3250 SH SOLE 3250 0 0 D ICU MED INC COM 44930G107 8 200 SH SOLE 200 0 0 D IMS HEALTH INC COM 449934108 551 22100 SH SOLE 22100 0 0 D ISTAR FINANCIAL INC COM 45031U101 253 7100 SH SOLE 7100 0 0 D ITT EDUCATIONAL SVCS INC COM 45068B109 2026 34269 SH SOLE 34269 0 0 D IBERIABANK CORP COM 450828108 4122 80800 SH SOLE 80800 0 0 D ITT INDUSTRIES INC COM 450911102 987 9600 SH SOLE 9600 0 0 D IDEX CORP COM 45167R104 20003 486575 SH SOLE 486575 0 0 D IDEXX LABORATORIES INC COM 45168D104 7 100 SH SOLE 100 0 0 D IHS INC CL A COM 451734107 2036 99200 SH SOLE 99200 0 0 D IDENTIX INC COM 451906101 17 3374 SH SOLE 3374 0 0 D ILLINOIS TOOL WORKS COM 452308109 1868 21226 SH SOLE 21226 0 0 D ILLINOIS TOOL WORKS COM 452308109 797 9060 SH SOLE 0 0 9060 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 IMMUCOR INC COM 452526106 99 4240 SH SOLE 4240 0 0 D IMPERIAL OIL LTD COM 453038408 20 200 SH SOLE 200 0 0 D INAMED CORP COM 453235103 11 130 SH SOLE 130 0 0 D INDEPENDENCE CMNTY BK COM 453414104 143 3600 SH SOLE 3600 0 0 D INDUSTRIAL DISTRIBUTION GROUP ICOM 456061100 162 20000 SH SOLE 0 0 20000 D INDYMAC BANCORP INC COM 456607100 741 19000 SH SOLE 19000 0 0 D INFORTE CORP COM 45677R107 126 32000 SH SOLE 0 0 32000 D INFOSPACE INC COM 45678T201 245 9500 SH SOLE 9500 0 0 D INGLES MARKETS INC CL A COM 457030104 1049 67000 SH SOLE 0 0 67000 D INGRAM MICRO INC. CL A COM 457153104 76 3800 SH SOLE 3800 0 0 D INNKEEPERS USA TRUST COM 4576J0104 96 6000 SH SOLE 6000 0 0 D INTEGRAL SYSTEMS INC COM 45810H107 660 35000 SH SOLE 0 0 35000 D INTEGRAMED AMERICA INC COM 45810N302 172 13000 SH SOLE 0 0 13000 D INTEL CORPORATION COM 458140100 10929 437860 SH SOLE 437860 0 0 D INTEL CORPORATION COM 458140100 3581 143476 SH SOLE 0 0 143476 D INTERACTIVE DATA CORP COM 45840J107 22 985 SH SOLE 985 0 0 D INTERFACE INC CL A COM 458665106 16650 2025559 SH SOLE 2025559 0 0 D INTERFACE INC CL A COM 458665106 1990 242075 SH SOLE 0 0 242075 D INTERGRAPH CORP. COM 458683109 677 13600 SH SOLE 13600 0 0 D INTERLINE BRANDS INC. COM 458743101 20103 883650 SH SOLE 883650 0 0 D INTERNATIONAL BANCSHARES CORP COM 459044103 53 1800 SH SOLE 1800 0 0 D INTL BUSINESS MACHINES COM 459200101 62571 761205 SH SOLE 761205 0 0 D INTL BUSINESS MACHINES COM 459200101 13672 166327 SH SOLE 0 0 166327 D INTERNATIONAL COAL GROUP INC COM 45928H106 390 41000 SH SOLE 41000 0 0 D INTERNATL FLAVORS & FRAGRANCES COM 459506101 137 4100 SH SOLE 4100 0 0 D INTERNATIONAL GAMES TECH COM 459902102 169 5500 SH SOLE 5500 0 0 D INTERNATIONAL PAPER COM 460146103 54 1600 SH SOLE 1600 0 0 D INTERNATIONAL PAPER COM 460146103 157 4661 SH SOLE 0 0 4661 D INTERNATIONAL SHIPHOLDING COM 460321201 264 17000 SH SOLE 0 0 17000 D INTERNATIONAL SPEEDWAY CL A COM 460335201 10 200 SH SOLE 200 0 0 D INTERNET SECURITY SYSTEMS INC COM 46060X107 201 9600 SH SOLE 9600 0 0 D INTERNET COMMERCE AND COMMUNICACOM 46061G103 0 400 SH SOLE 400 0 0 D INTERPOOL INC COM 46062R108 602 31900 SH SOLE 0 0 31900 D INTERSIL CORP COM 46069S109 202 8100 SH SOLE 8100 0 0 D INTERTAPE POLYMER GROUP COM 460919103 11443 1275735 SH SOLE 1275735 0 0 D INTERTAPE POLYMER GROUP COM 460919103 7930 884100 SH SOLE 0 0 884100 D INTERVIDEO INC COM 46114Y101 231 21900 SH SOLE 21900 0 0 D INTUIT COM 461202103 1658 31100 SH SOLE 31100 0 0 D INVERNESS MEDICAL INNOVATION COM 46126P106 9068 382443 SH SOLE 382443 0 0 D INVERNESS MEDICAL INNOVATION COM 46126P106 1118 47150 SH SOLE 0 0 47150 D INVESTORS TITLE CO COM 461804106 25 600 SH SOLE 600 0 0 D INVESTORS TITLE CO COM 461804106 350 8300 SH SOLE 0 0 8300 D INVITROGEN CORP COM 46185R100 27 400 SH SOLE 400 0 0 D INVESTORS FINL SERVICES CORP COM 461915100 15 400 SH SOLE 400 0 0 D IPASS INC COM 46261V108 100 15200 SH SOLE 15200 0 0 D IPSCO INC COM 462622101 183 2200 SH SOLE 2200 0 0 D IPAYMENT INC COM 46262E105 5136 123695 SH SOLE 123695 0 0 D IRON MTN INC PA COM 462846106 4101 97140 SH SOLE 97140 0 0 D IRON MTN INC PA COM 462846106 1419 33600 SH SOLE 0 0 33600 D ISLE OF CAPRI CASINOS INC COM 464592104 1865 76575 SH SOLE 0 0 76575 D IVAX CORP COM 465823102 50 1600 SH SOLE 1600 0 0 D J A B INTERNATIONAL INC COM 466078102 0 3 SH SOLE 3 0 0 D J ALEXANDERS CORP COM 466096104 120 15000 SH SOLE 0 0 15000 D JDA SOFTWARE GROUP INC COM 46612K108 4621 271641 SH SOLE 271641 0 0 D JDA SOFTWARE GROUP INC COM 46612K108 578 34000 SH SOLE 0 0 34000 D J L G INDUSTRIES COM 466210101 836 18300 SH SOLE 18300 0 0 D JPMORGAN CHASE & COMPANY COM 46625H100 18032 454333 SH SOLE 454333 0 0 D JPMORGAN CHASE & COMPANY COM 46625H100 682 17184 SH SOLE 0 0 17184 D J2 GLOBAL COMMUNICATIONS INC COM 46626E205 419 9800 SH SOLE 9800 0 0 D JABIL CIRCUIT INC COM 466313103 779 21000 SH SOLE 21000 0 0 D JACOBS ENGR GROUP INC DEL COM 469814107 61 900 SH SOLE 900 0 0 D JAKKS PACIFIC INC COM 47012E106 105 5000 SH SOLE 5000 0 0 D JAKKS PACIFIC INC COM 47012E106 1529 73000 SH SOLE 0 0 73000 D JANUS CAPITAL GROUP INC COM 47102X105 572 30700 SH SOLE 30700 0 0 D JEFFERIES GROUP INC COM 472319102 23218 516175 SH SOLE 516175 0 0 D JEFFERSON BANCSHARES INC COM 472375104 328 24000 SH SOLE 0 0 24000 D JEFFERSON PILOT COM 475070108 1554 27300 SH SOLE 27300 0 0 D JETBLUE AIRWAYS CORP COM 477143101 14995 974970 SH SOLE 974970 0 0 D JOHNSON & JOHNSON COM 478160104 20462 340472 SH SOLE 340472 0 0 D JOHNSON & JOHNSON COM 478160104 15069 250740 SH SOLE 0 0 250440 D JOHNSON CTLS INC COM 478366107 2187 30000 SH SOLE 30000 0 0 D JOHNSON CTLS INC COM 478366107 73 1000 SH SOLE 0 0 1000 D JONES APPAREL GROUP INC COM 480074103 565 18400 SH SOLE 18400 0 0 D JOY GLOBAL INC COM 481165108 42 1050 SH SOLE 1050 0 0 D JUNIPER NETWORKS INC COM 48203R104 22 1000 SH SOLE 0 0 1000 D KHD HUMBOLDT WEDAG INTERNATIONACOM 482462108 820 37000 SH SOLE 0 0 37000 D KKR FINANCIAL CORP COM 482476306 1804 75200 SH SOLE 75200 0 0 D KLA TENCOR CORP COM 482480100 696 14100 SH SOLE 14100 0 0 D KLA TENCOR CORP COM 482480100 131 2650 SH SOLE 0 0 2650 D K MART Corp COM 482584109 0 3380 SH SOLE 0 0 3380 D K-SWISS INC -CL A COM 482686102 214 6600 SH SOLE 6600 0 0 D K2 INC COM 482732104 947 93657 SH SOLE 0 0 93657 D K V PHARMACEUTICAL CO COM 482740107 9 450 SH SOLE 450 0 0 D KAYDON CORP COM 486587108 33379 1038555 SH SOLE 1038555 0 0 D KB HOME COM 48666K109 727 10000 SH SOLE 10000 0 0 D KEITHLEY INSTRUMENTS INC COM 487584104 15144 1083230 SH SOLE 1083230 0 0 D KELLOGG COM 487836108 37625 870540 SH SOLE 870540 0 0 D KELLOGG COM 487836108 8987 207930 SH SOLE 0 0 207930 D KERR MCGEE COM 492386107 2841 31269 SH SOLE 31269 0 0 D KEWAUNEE SCIENTIFIC CORP COM 492854104 66 7100 SH SOLE 0 0 7100 D KEY TECHNOLOGY INC COM 493143101 3260 253870 SH SOLE 253870 0 0 D KEY TECHNOLOGY INC COM 493143101 154 12000 SH SOLE 0 0 12000 D KEYCORP COM 493267108 2066 62740 SH SOLE 62740 0 0 D KEYCORP COM 493267108 259 7866 SH SOLE 0 0 7866 D KEYSPAN CORP COM 49337W100 1110 31100 SH SOLE 31100 0 0 D KIMBERLY CLARK COM 494368103 22912 384109 SH SOLE 384109 0 0 D KIMBERLY CLARK COM 494368103 6389 107110 SH SOLE 0 0 107110 D KIMCO REALTY CORP COM 49446R109 401 12500 SH SOLE 12500 0 0 D KINDER MORGAN INC KANS COM 49455P101 1048 11400 SH SOLE 11400 0 0 D KINDER MORGAN INC KANS COM 49455P101 3701 40250 SH SOLE 0 0 40250 D KINDER MORGAN MANAGEMENT LLC COM 49455U100 23 501 SH SOLE 501 0 0 D KINETIC CONCEPTS INC COM 49460W208 20 500 SH SOLE 500 0 0 D KING PHARMACEUTICALS INC COM 495582108 951 56200 SH SOLE 56200 0 0 D KNAPE - VOGT COM 498782101 181 12807 SH SOLE 0 0 12807 D KNIGHT RIDDER COM 499040103 627 9900 SH SOLE 9900 0 0 D KNIGHT TRANSPORTATION COM 499064103 29272 1412053 SH SOLE 1412053 0 0 D KOPIN CORP COM 500600101 11 2000 SH SOLE 2000 0 0 D KOS PHARMACEUTICALS INC COM 500648100 10 200 SH SOLE 200 0 0 D KRAFT FOODS INC CL A COM 50075N104 42 1500 SH SOLE 1500 0 0 D KROGER COM 501044101 5434 287801 SH SOLE 287801 0 0 D KRONOS INC COM 501052104 2 55 SH SOLE 55 0 0 D LSB CORP COM 50215P100 191 11000 SH SOLE 0 0 11000 D LSI LOGIC CORP COM 502161102 430 53800 SH SOLE 53800 0 0 D LSI INDUSTRIES INC COM 50216C108 266 17000 SH SOLE 17000 0 0 D LSI INDUSTRIES INC COM 50216C108 6456 412287 SH SOLE 0 0 412287 D L-3 COMMUNICATIONS HLDGS INC COM 502424104 1084 14580 SH SOLE 14580 0 0 D LABARGE INC COM 502470107 8866 617000 SH SOLE 617000 0 0 D LABARGE INC COM 502470107 5538 385400 SH SOLE 0 0 385400 D LABORATORY CORP AMER HLDGS COM 50540R409 565 10500 SH SOLE 10500 0 0 D LADISH CO INC COM 505754200 827 37000 SH SOLE 0 0 37000 D LAFARGE NORTH AMERICA INC. COM 505862102 33 600 SH SOLE 600 0 0 D LAIDLAW INTERNATIONAL INC COM 50730R102 160 6900 SH SOLE 6900 0 0 D LAKELAND INDUSTRIES INC COM 511795106 227 12100 SH SOLE 0 0 12100 D LAM RESEARCH CORP COM 512807108 243 6800 SH SOLE 6800 0 0 D LAMAR ADVERTISING CO COM 512815101 18 400 SH SOLE 400 0 0 D LAMSON & SESSIONS CO COM 513696104 110 4400 SH SOLE 4400 0 0 D LANDAUER INC COM 51476K103 217 4700 SH SOLE 4700 0 0 D LANDAUER INC COM 51476K103 4572 99200 SH SOLE 0 0 99200 D LANDAMERICA FINANCIAL GROUP COM 514936103 87 1400 SH SOLE 1400 0 0 D LANDSTAR SYSTEM INC COM 515098101 30862 739380 SH SOLE 739380 0 0 D LANNETT CO INC COM 516012101 221 30000 SH SOLE 0 0 30000 D LASALLE HOTEL PROPERTIES COM 517942108 213 5800 SH SOLE 5800 0 0 D LASALLE HOTEL PROPERTIES COM 517942108 4186 114000 SH SOLE 0 0 114000 D LEAR CORP COM 521865105 191 6700 SH SOLE 6700 0 0 D LECROY CORP COM 52324W109 433 28300 SH SOLE 28300 0 0 D LEE ENTERPRISES COM 523768109 107 2900 SH SOLE 2900 0 0 D LEGG MASON INC COM 524901105 192 1600 SH SOLE 1600 0 0 D LEHMAN BROTHERS HOLDINGS COM 524908100 9953 77652 SH SOLE 77652 0 0 D LEHMAN BROTHERS HOLDINGS COM 524908100 122 950 SH SOLE 0 0 950 D LENNAR CORP Cl A COM 526057104 2075 34000 SH SOLE 34000 0 0 D LENNOX INTERNATIONAL INC COM 526107107 138 4900 SH SOLE 4900 0 0 D LENOX GROUP INC COM 526262100 516 39000 SH SOLE 0 0 39000 D LEUCADIA NATIONAL CORP COM 527288104 119 2500 SH SOLE 2500 0 0 D LEXMARK INTERNATIONAL INC CL A COM 529771107 31 700 SH SOLE 700 0 0 D LIBBEY INC COM 529898108 144 14100 SH SOLE 14100 0 0 D LIBBEY INC COM 529898108 3067 300100 SH SOLE 0 0 300100 D LIBERTY GLOBAL INC - A COM 530555101 3 130 SH SOLE 130 0 0 D LIBERTY HOMES INC CL A COM 530582204 49 7600 SH SOLE 0 0 7600 D LIBERTY MEDIA CORP - A COM 530718105 57 7275 SH SOLE 7275 0 0 D LIBERTY PROPERTY TRUST COM 531172104 189 4400 SH SOLE 4400 0 0 D LIFEPOINT HOSPITALS INC COM 53219L109 11 300 SH SOLE 300 0 0 D LIGHTBRIDGE INC COM 532226107 630 76000 SH SOLE 0 0 76000 D LIFETIME BRANDS INC COM 53222Q103 641 31000 SH SOLE 0 0 31000 D LILLY ELI & CO COM 532457108 1277 22568 SH SOLE 22568 0 0 D LILLY ELI & CO COM 532457108 2267 40061 SH SOLE 0 0 40061 D LIMITED BRANDS COM 532716107 46754 2091890 SH SOLE 2091890 0 0 D LIMITED BRANDS COM 532716107 11588 518490 SH SOLE 0 0 518490 D LIN TV CORP CL A COM 532774106 11885 1066900 SH SOLE 1066900 0 0 D LINCARE HOLDINGS INC COM 532791100 36 855 SH SOLE 855 0 0 D LINCOLN ELECTRIC HLDGS INC COM 533900106 182 4600 SH SOLE 4600 0 0 D LINCOLN NATL CORP COM 534187109 2805 52900 SH SOLE 52900 0 0 D LINCOLN NATL CORP COM 534187109 159 3000 SH SOLE 0 0 3000 D LINEAR TECH CORP COM 535678106 7805 216391 SH SOLE 216391 0 0 D LINEAR TECH CORP COM 535678106 13842 383760 SH SOLE 0 0 383260 D LIZ CLAIBORNE COM 539320101 734 20500 SH SOLE 20500 0 0 D LOJACK CORP COM 539451104 627 26000 SH SOLE 26000 0 0 D LOCKHEED MARTIN CORP COM 539830109 16398 257706 SH SOLE 257706 0 0 D LOCKHEED MARTIN CORP COM 539830109 3066 48177 SH SOLE 0 0 48177 D LOEWS CORP COM 540424108 1793 18900 SH SOLE 18900 0 0 D LOWES CORP - CAROLINA GROUP COM 540424207 242 5500 SH SOLE 5500 0 0 D LOUISIANA PACIFIC COM 546347105 585 21300 SH SOLE 21300 0 0 D LOUISIANA PACIFIC COM 546347105 33 1200 SH SOLE 0 0 1200 D LOWES COMPANIES COM 548661107 559 8385 SH SOLE 8385 0 0 D LOWES COMPANIES COM 548661107 1647 24700 SH SOLE 0 0 24700 D LUBRIZOL COM 549271104 265 6100 SH SOLE 6100 0 0 D LUBYS INC COM 549282101 105 7900 SH SOLE 7900 0 0 D LUCENT TECHNOLOGIES COM 549463107 24 9209 SH SOLE 9209 0 0 D LUCENT TECHNOLOGIES COM 549463107 8 2840 SH SOLE 0 0 2840 D LUFKIN INDUSTRIES INC COM 549764108 115 2300 SH SOLE 2300 0 0 D LUFKIN INDUSTRIES INC COM 549764108 1995 40000 SH SOLE 0 0 40000 D LYON WILLIAM HOMES COM 552074106 40 400 SH SOLE 400 0 0 D LYONDELL CHEMICAL CO COM 552078107 288 12100 SH SOLE 12100 0 0 D M & F WORLDWIDE CORP COM 552541104 865 53000 SH SOLE 0 0 53000 D M & T BANK CORP COM 55261F104 33 300 SH SOLE 300 0 0 D MBIA COM 55262C100 2379 39550 SH SOLE 39550 0 0 D MBIA COM 55262C100 48 790 SH SOLE 0 0 790 D MBNA CORP COM 55262L100 4287 157900 SH SOLE 157900 0 0 D MB FINANCIAL INC COM 55264U108 12862 363320 SH SOLE 363320 0 0 D M D C HLDGS INC COM 552676108 69 1110 SH SOLE 1110 0 0 D MDU RESOURCES GROUP COM 552690109 156 4750 SH SOLE 4750 0 0 D MDU RESOURCES GROUP COM 552690109 13 387 SH SOLE 0 0 387 D MCI INC COM 552691107 389 19700 SH SOLE 19700 0 0 D MCSI INC COM 55270M108 0 65000 SH SOLE 0 0 65000 D MFC DEVELOPMENT CORP COM 55272V106 5 3037 SH SOLE 0 0 3037 D MFA MORTGAGE INVESTMENTS INC COM 55272X102 992 174000 SH SOLE 0 0 174000 D MGIC INVESTMENT COM 552848103 1395 21200 SH SOLE 21200 0 0 D MGM MIRAGE COM 552953101 59 1600 SH SOLE 1600 0 0 D M G P INGREDIENTS INC COM 55302G103 519 44000 SH SOLE 0 0 44000 D M I HOMES INC COM 55305B101 1535 37800 SH SOLE 0 0 37800 D MIVA INC COM 55311R108 347 70000 SH SOLE 0 0 70000 D MRO SOFTWARE INC COM 55347W105 98 7000 SH SOLE 7000 0 0 D MSC INDL DIRECT INC COM 553530106 12 300 SH SOLE 300 0 0 D MSC.SOFTWARE CORP COM 553531104 10209 600500 SH SOLE 600500 0 0 D MTS SYSTEMS CORP COM 553777103 76 2200 SH SOLE 2200 0 0 D MAC-GRAY CORP COM 554153106 460 39500 SH SOLE 39500 0 0 D MAC-GRAY CORP COM 554153106 3309 284000 SH SOLE 0 0 284000 D MACATAWA BANK CORP COM 554225102 444 12200 SH SOLE 12200 0 0 D MACDERMID INC COM 554273102 17382 623000 SH SOLE 623000 0 0 D MACERICH COMPANY COM 554382101 87 1300 SH SOLE 1300 0 0 D MACK-CALI REALTY CORPORATION COM 554489104 151 3500 SH SOLE 3500 0 0 D MAIN STREET BANKS INC COM 56034R102 394 14475 SH SOLE 14475 0 0 D MAINE & MARITIMES CORP COM 560377103 76 4900 SH SOLE 0 0 4900 D MAIR HOLDINGS INC COM 560635104 273 58000 SH SOLE 0 0 58000 D MANITOWOC COMPANY INC COM 563571108 10514 209366 SH SOLE 209366 0 0 D MANITOWOC COMPANY INC COM 563571108 1019 20300 SH SOLE 0 0 20300 D MANOR CARE INC COM 564055101 756 19000 SH SOLE 19000 0 0 D MANPOWER INC COM 56418H100 76 1645 SH SOLE 1645 0 0 D MAPINFO CORP COM 565105103 112 8900 SH SOLE 8900 0 0 D MARATHON OIL CORP COM 565849106 2517 41285 SH SOLE 41285 0 0 D MARINEMAX INC COM 567908108 1358 43000 SH SOLE 0 0 43000 D MARITRANS INC COM 570363101 598 23000 SH SOLE 0 0 23000 D MARSH & MCLENNAN COM 571748102 1270 40000 SH SOLE 40000 0 0 D MARSH & MCLENNAN COM 571748102 333 10500 SH SOLE 0 0 10500 D MARSH SUPERMARKETS CL B COM 571783208 244 28125 SH SOLE 0 0 28125 D MARSH SUPERMARKETS CL A COM 571783307 179 20425 SH SOLE 0 0 20425 D MARSHALL & ILSLEY CORP COM 571834100 719 16700 SH SOLE 16700 0 0 D MARRIOTT INTL INC CL A COM 571903202 1647 24600 SH SOLE 24600 0 0 D MARTEN TRANSPORT LTD COM 573075108 16828 923625 SH SOLE 923625 0 0 D MARTEN TRANSPORT LTD COM 573075108 1073 58875 SH SOLE 0 0 58875 D MARTIN MARIETTA MATERIALS COM 573284106 84 1100 SH SOLE 1100 0 0 D MARVEL ENTERTAINMENT INC COM 57383T103 11 700 SH SOLE 700 0 0 D MASCO COM 574599106 2104 69702 SH SOLE 69702 0 0 D MASSEY ENERGY CO COM 576206106 1374 36273 SH SOLE 36273 0 0 D MATRIA HEALTHCARE INC COM 576817209 1686 43500 SH SOLE 0 0 43500 D MATRIX BANCORP INC COM 576819106 359 19000 SH SOLE 0 0 19000 D MATRIXX INITIATIVES INC COM 57685L105 50 2400 SH SOLE 2400 0 0 D MATRIXONE INC COM 57685P304 864 173200 SH SOLE 173200 0 0 D MATTHEWS INTL CORP CL A COM 577128101 19063 523575 SH SOLE 523575 0 0 D MAXIM INTEGRATED PRODUCTS COM 57772K101 2918 80515 SH SOLE 80515 0 0 D MAXIM INTEGRATED PRODUCTS COM 57772K101 5639 155600 SH SOLE 0 0 155600 D MAYTAG CORP COM 578592107 137 7300 SH SOLE 7300 0 0 D MC AFEE INC COM 579064106 138 5100 SH SOLE 5100 0 0 D MCCLATCHY COMPANY CL A COM 579489105 6 100 SH SOLE 100 0 0 D MCCORMICK & CO. COM 579780206 303 9800 SH SOLE 9800 0 0 D MCCORMICK & SCHMICK'S SEAFOOD RCOM 579793100 10523 465415 SH SOLE 465415 0 0 D MCDATA CORP CL A COM 580031201 0 4 SH SOLE 4 0 0 D MCDATA CORP CL A COM 580031201 390 102700 SH SOLE 0 0 102700 D MCDONALDS CORP COM 580135101 24429 724459 SH SOLE 724459 0 0 D MCDONALDS CORP COM 580135101 8403 249186 SH SOLE 0 0 249186 D MCGRATH RENTCORP COM 580589109 100 3600 SH SOLE 3600 0 0 D MCGRAW HILL COMPANIES INC COM 580645109 6727 130292 SH SOLE 130292 0 0 D MCGRAW HILL COMPANIES INC COM 580645109 7832 151700 SH SOLE 0 0 151700 D MCKESSON CORPORATION COM 58155Q103 4143 80300 SH SOLE 80300 0 0 D MCLEODUSA INC - ESCROW COM 582266995 0 1200 SH SOLE 1200 0 0 D MCRAE INDUSTRIES INC COM 582757209 77 7500 SH SOLE 0 0 7500 D MEADWESTVACO CORP COM 583334107 81 2900 SH SOLE 2900 0 0 D MEASUREMENT SPECIALTIES INC COM 583421102 6752 277300 SH SOLE 277300 0 0 D MEDCO HEALTH SOLUTIONS INC COM 58405U102 3497 62669 SH SOLE 62669 0 0 D MEDCO HEALTH SOLUTIONS INC COM 58405U102 146 2608 SH SOLE 0 0 2608 D MEDICAL STAFFING NETWORKS HLDG COM 58463F104 451 84000 SH SOLE 0 0 84000 D MEDIMMUNE INC COM 584699102 501 14300 SH SOLE 14300 0 0 D MEDIWARE INFORMATION SYSTEMS INCOM 584946107 229 19000 SH SOLE 0 0 19000 D MEDTRONIC COM 585055106 12750 221477 SH SOLE 221477 0 0 D MEDTRONIC COM 585055106 12582 218560 SH SOLE 0 0 218160 D MEGO FINANCIAL CORP COM 585162308 1 9000 SH SOLE 0 0 9000 D MELLON FINANCIAL CORPORATION COM 58551A108 2239 65370 SH SOLE 65370 0 0 D MELLON FINANCIAL CORPORATION COM 58551A108 456 13300 SH SOLE 0 0 13300 D MENS WEARHOUSE INC COM 587118100 12425 422043 SH SOLE 422043 0 0 D MENS WEARHOUSE INC COM 587118100 1236 42000 SH SOLE 0 0 42000 D MENTOR GRAPHICS CORP COM 587200106 1304 126075 SH SOLE 126075 0 0 D MERCANTILE BANK CORP COM 587376104 110 2865 SH SOLE 2865 0 0 D MERCANTILE BANK CORP COM 587376104 2628 68268 SH SOLE 0 0 68268 D MERCANTILE BANKSHARES CORP COM 587405101 192 3400 SH SOLE 3400 0 0 D MERCHANTS GROUP COM 588539106 151 5000 SH SOLE 0 0 5000 D MERCK & CO INC COM 589331107 48868 1536246 SH SOLE 1536246 0 0 D MERCK & CO INC COM 589331107 10325 324572 SH SOLE 0 0 324572 D MERCURY COMPUTER SYS COM 589378108 3251 157590 SH SOLE 157590 0 0 D MERCURY COMPUTER SYS COM 589378108 303 14675 SH SOLE 0 0 14675 D MERCURY GENERAL CORP COM 589400100 17 300 SH SOLE 300 0 0 D MERCURY INTERACTIVE CORP COM 589405109 174 6276 SH SOLE 6276 0 0 D MEREDITH CORP COM 589433101 330 6300 SH SOLE 6300 0 0 D MERGE TECHNOLOGIES INC COM 589981109 5267 210337 SH SOLE 210337 0 0 D MERGE TECHNOLOGIES INC COM 589981109 1027 41000 SH SOLE 0 0 41000 D MERITAGE HOMES CORP COM 59001A102 120 1900 SH SOLE 1900 0 0 D MERRILL LYNCH & CO COM 590188108 13198 194860 SH SOLE 194860 0 0 D MERRILL LYNCH & CO COM 590188108 8 120 SH SOLE 0 0 120 D MESTEK INC COM 590829107 279 21300 SH SOLE 0 0 21300 D MET PRO CORP COM 590876306 3953 333273 SH SOLE 333273 0 0 D MET PRO CORP COM 590876306 392 33088 SH SOLE 0 0 33088 D META FINANCIAL GROUP INC COM 59100U108 6 300 SH SOLE 300 0 0 D METAL MANAGEMENT INC COM 591097209 307 13200 SH SOLE 13200 0 0 D METHODE ELECTRONICS INC COM 591520200 1037 104000 SH SOLE 0 0 104000 D METLIFE INC COM 59156R108 9663 197200 SH SOLE 197200 0 0 D METROCORP BANCSHARES INC COM 591650106 2974 100000 SH SOLE 0 0 100000 D METROLOGIC INSTRUMENTS INC COM 591676101 73 3800 SH SOLE 3800 0 0 D METTLER-TOLEDO INTERNATIONAL COM 592688105 88 1601 SH SOLE 1601 0 0 D MICHAELS STORES COM 594087108 57 1600 SH SOLE 1600 0 0 D MICREL INC COM 594793101 32142 2770890 SH SOLE 2770890 0 0 D MICROS SYSTEM COM 594901100 98 2030 SH SOLE 2030 0 0 D MICROSOFT COM 594918104 55049 2105137 SH SOLE 2105137 0 0 D MICROSOFT COM 594918104 16698 638549 SH SOLE 0 0 637549 D MICROSTRATEGY INC CL A COM 594972408 17 200 SH SOLE 200 0 0 D MICROCHIP TECHNOLOGY COM 595017104 727 22612 SH SOLE 22612 0 0 D MICROCHIP TECHNOLOGY COM 595017104 299 9312 SH SOLE 0 0 9312 D MICRON TECHNOLOGY INC COM 595112103 536 40300 SH SOLE 40300 0 0 D MICRONETICS INC COM 595125105 1851 154000 SH SOLE 154000 0 0 D MICROTEK MEDICAL HOLDINGS INC COM 59515B109 164 47200 SH SOLE 47200 0 0 D MIDDLEBY CORP COM 596278101 87 1000 SH SOLE 1000 0 0 D MIDDLESEX WATER COM 596680108 527 30400 SH SOLE 0 0 30400 D MIDLAND CO COM 597486109 76 2100 SH SOLE 2100 0 0 D MIDLAND CO COM 597486109 1795 49800 SH SOLE 0 0 49800 D MILACRON INC COM 598709103 0 3 SH SOLE 3 0 0 D MILLENNIUM PHARMACEUTICALS INC COM 599902103 20 2100 SH SOLE 2100 0 0 D MILLER HERMAN INC COM 600544100 31 1100 SH SOLE 1100 0 0 D MILLER HERMAN INC COM 600544100 180 6400 SH SOLE 0 0 6400 D MILLIPORE COM 601073109 343 5200 SH SOLE 5200 0 0 D MILLS CORP COM 601148109 17 400 SH SOLE 400 0 0 D MITCHAM INDUSTRIES INC COM 606501104 73 4200 SH SOLE 4200 0 0 D MOBILE MINI INC COM 60740F105 1849 39000 SH SOLE 0 0 39000 D MOD-PAC CORP COM 607495108 119 10562 SH SOLE 0 0 10562 D MODINE MANUFACTURING CO COM 607828100 11351 348300 SH SOLE 348300 0 0 D MODTECH HOLDINGS INC COM 60783C100 276 29600 SH SOLE 29600 0 0 D MODTECH HOLDINGS INC COM 60783C100 5663 606363 SH SOLE 0 0 606363 D MOHAWK INDS INC COM 608190104 6501 74743 SH SOLE 74743 0 0 D MOHAWK INDS INC COM 608190104 780 8962 SH SOLE 0 0 8962 D MOLDFLOW CORP COM 608507109 6102 437763 SH SOLE 437763 0 0 D MOLECULAR DEVICES CORP COM 60851C107 98 3400 SH SOLE 3400 0 0 D MOLEX INC COM 608554101 178 6875 SH SOLE 6875 0 0 D MOLEX INC COM 608554101 998 38473 SH SOLE 0 0 38473 D MOLEX INC CL A COM 608554200 16410 667362 SH SOLE 667362 0 0 D MOLEX INC CL A COM 608554200 6164 250662 SH SOLE 0 0 249862 D MOLSON COORS BREWING CO CL B COM 60871R209 563 8400 SH SOLE 8400 0 0 D MONRO MUFFLER BRAKE COM 610236101 236 7800 SH SOLE 7800 0 0 D MONRO MUFFLER BRAKE COM 610236101 1137 37500 SH SOLE 0 0 37500 D MONSANTO CO COM 61166W101 4410 56882 SH SOLE 56882 0 0 D MONSANTO CO COM 61166W101 36 460 SH SOLE 0 0 460 D MONSTER WORLDWIDE INC COM 611742107 608 14900 SH SOLE 14900 0 0 D MOODYS CORP COM 615369105 3740 60900 SH SOLE 60900 0 0 D MOODYS CORP COM 615369105 2032 33080 SH SOLE 0 0 33080 D MOOG INC CLASS A COM 615394202 139 4900 SH SOLE 4900 0 0 D MORGAN STANLEY COM 617446448 52267 921175 SH SOLE 921175 0 0 D MORGAN STANLEY COM 617446448 11241 198110 SH SOLE 0 0 198110 D MOTOROLA COM 620076109 5831 258107 SH SOLE 258107 0 0 D MOTOROLA COM 620076109 2 100 SH SOLE 0 0 100 D MOVADO GROUP INC COM 624580106 32678 1785693 SH SOLE 1785693 0 0 D MOVADO GROUP INC COM 624580106 16158 882975 SH SOLE 0 0 882975 D MULTI-COLOR CORP COM 625383104 8599 309889 SH SOLE 309889 0 0 D MULTI-FINELINE ELECTRONIX INC COM 62541B101 202 4200 SH SOLE 4200 0 0 D MUNICIPAL MTG & EQUITY L L C COM 62624B101 98 3810 SH SOLE 0 0 3810 D MURPHY OIL COM 626717102 81 1500 SH SOLE 1500 0 0 D MUTUALFIRST FINANCIAL INC COM 62845B104 264 12000 SH SOLE 0 0 12000 D MYLAN LABS COM 628530107 352 17650 SH SOLE 17650 0 0 D NCR CORP COM 62886E108 1086 32008 SH SOLE 32008 0 0 D NCR CORP COM 62886E108 6 166 SH SOLE 0 0 166 D NCI INC A COM 62886K104 5535 403100 SH SOLE 403100 0 0 D NII HOLDINGS INC COM 62913F201 38 870 SH SOLE 870 0 0 D NN INC COM 629337106 224 21100 SH SOLE 21100 0 0 D NN INC COM 629337106 5081 479300 SH SOLE 0 0 479300 D NRG ENERGY INC COM 629377508 170 3600 SH SOLE 3600 0 0 D NTL INC COM 62940M104 14 200 SH SOLE 200 0 0 D NACCO INDUSTRIES CL A COM 629579103 234 2000 SH SOLE 2000 0 0 D NASH FINCH COMPANY COM 631158102 892 35000 SH SOLE 0 0 35000 D NATCO GROUP INC CL A COM 63227W203 880 43000 SH SOLE 0 0 43000 D NATIONAL BEVERAGE CORP COM 635017106 684 70000 SH SOLE 0 0 70000 D NATIONAL CITY CORP COM 635405103 557 16589 SH SOLE 16589 0 0 D NATIONAL CITY CORP COM 635405103 368 10950 SH SOLE 0 0 10950 D NATIONAL FUEL GAS COM 636180101 368 11786 SH SOLE 11786 0 0 D NATIONAL INSTRUMENTS CORP COM 636518102 10 300 SH SOLE 300 0 0 D NATIONAL INTERSTATE CORP COM 63654U100 1047 54900 SH SOLE 0 0 54900 D NATIONAL OILWELL VARCO INC COM 637071101 387 6166 SH SOLE 6166 0 0 D NATIONAL R V HLDGS INC COM 637277104 138 22000 SH SOLE 0 0 22000 D NATIONAL SECURITY GROUP INC COM 637546102 86 5300 SH SOLE 0 0 5300 D NATIONAL SEMICONDUCTOR COM 637640103 2294 88300 SH SOLE 88300 0 0 D NATIONAL WESTERN LIFE COM 638522102 1241 6000 SH SOLE 0 0 6000 D NATIONWIDE FINANCIAL SVCS COM 638612101 255 5800 SH SOLE 5800 0 0 D NAVIGATORS GROUP INC COM 638904102 192 4400 SH SOLE 4400 0 0 D NAVIGATORS GROUP INC COM 638904102 1587 36400 SH SOLE 0 0 36400 D NATURES SUNSHINE PRODS INC COM 639027101 669 37000 SH SOLE 0 0 37000 D NAVISTAR INTL CORP COM 63934E108 9 300 SH SOLE 300 0 0 D NAVIGANT INTERNATIONAL INC COM 63935R108 24 2200 SH SOLE 2200 0 0 D NAVIGANT INTERNATIONAL INC COM 63935R108 400 36900 SH SOLE 0 0 36900 D NEENAH PAPER INC COM 640079109 3 109 SH SOLE 109 0 0 D NEENAH PAPER INC COM 640079109 3 95 SH SOLE 0 0 95 D NELNET INC CL A COM 64031N108 8 200 SH SOLE 200 0 0 D THOMAS NELSON COM 640376109 214 8700 SH SOLE 8700 0 0 D THOMAS NELSON COM 640376109 4573 185500 SH SOLE 0 0 185500 D NEOGEN CORP COM 640491106 8715 414804 SH SOLE 414804 0 0 D NETFLIX.COM INC COM 64110L106 103 3800 SH SOLE 3800 0 0 D NETLOGIC MICROSYSTEMS INC COM 64118B100 65 2400 SH SOLE 2400 0 0 D NETWORK APPLIANCE INC COM 64120L104 964 35700 SH SOLE 35700 0 0 D NEUSTAR INC CL A COM 64126X201 8248 270525 SH SOLE 270525 0 0 D NEW CENTURY FINANCIAL CORP COM 6435EV108 61 1700 SH SOLE 1700 0 0 D NEW PLAN EXCEL REALTY TRUST COM 648053106 127 5500 SH SOLE 5500 0 0 D NEW YORK CMNTY BANCORP INC COM 649445103 213 12900 SH SOLE 12900 0 0 D NEW YORK TIMES CL A COM 650111107 532 20125 SH SOLE 20125 0 0 D NEWELL RUBBERMAID COM 651229106 1612 67800 SH SOLE 67800 0 0 D NEWFIELD EXPL CO COM 651290108 115 2300 SH SOLE 2300 0 0 D NEWMARKET CORP COM 651587107 98 4000 SH SOLE 4000 0 0 D NEWMARKET CORP COM 651587107 1076 44000 SH SOLE 0 0 44000 D NEWMONT MINING CORP HOLDING CO COM 651639106 1227 22975 SH SOLE 22975 0 0 D NEWMONT MINING CORP HOLDING CO COM 651639106 80 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 40 2564 SH SOLE 2564 0 0 D NEWS CORP INC CLASS A COM 65248E104 30 1910 SH SOLE 0 0 1910 D NICOR INC COM 654086107 700 17800 SH SOLE 17800 0 0 D NIKE COM 654106103 1050 12100 SH SOLE 12100 0 0 D NISOURCE INC COM 65473P105 699 33500 SH SOLE 33500 0 0 D NOBEL LEARNING CMNTYS INC COM 654889104 173 18300 SH SOLE 0 0 18300 D NOBILITY HOMES INC COM 654892108 278 10300 SH SOLE 0 0 10300 D NOBLE ENERGY INC COM 655044105 459 11400 SH SOLE 11400 0 0 D NORDSTROM COM 655664100 3422 91500 SH SOLE 91500 0 0 D NORFOLK SOUTHERN COM 655844108 2614 58300 SH SOLE 58300 0 0 D NORFOLK SOUTHERN COM 655844108 154 3444 SH SOLE 0 0 3444 D NORTH AMERICAN PALLADIUM LTD COM 656912102 1186 140400 SH SOLE 0 0 140400 D NORTH FORK BANCORP COM 659424105 81 2964 SH SOLE 2964 0 0 D NORTHEAST UTILITIES COM 664397106 98 5000 SH SOLE 5000 0 0 D NORTHERN TRUST CORP COM 665859104 966 18650 SH SOLE 18650 0 0 D NORTHERN TRUST CORP COM 665859104 29 550 SH SOLE 0 0 550 D NORTHRIM BANCORP COM 666762109 148 6300 SH SOLE 6300 0 0 D NORTHRIM BANCORP COM 666762109 3320 141560 SH SOLE 0 0 141560 D NORTHROP GRUMMAN CORP COM 666807102 3054 50800 SH SOLE 50800 0 0 D NORTHROP GRUMMAN CORP COM 666807102 41 684 SH SOLE 0 0 684 D NORTHWEST PIPE CO COM 667746101 504 18800 SH SOLE 0 0 18800 D NORTHWESTERN CORP COM 668074305 9142 294250 SH SOLE 294250 0 0 D NOVA CHEMICALS CORP COM 66977W109 27 800 SH SOLE 800 0 0 D NOVATEL WIRELESS INC COM 66987M604 24 2000 SH SOLE 2000 0 0 D NU HORIZONS ELECTRS CORP COM 669908105 11124 1101360 SH SOLE 1101360 0 0 D NU HORIZONS ELECTRS CORP COM 669908105 485 48000 SH SOLE 0 0 48000 D NOVAMERICAN STEEL INC COM 669959108 1023 26000 SH SOLE 0 0 26000 D NOVELL COM 670006105 1379 156200 SH SOLE 156200 0 0 D NOVELLUS SYS INC COM 670008101 229 9500 SH SOLE 9500 0 0 D NSTAR COM 67019E107 464 16150 SH SOLE 16150 0 0 D NSTAR COM 67019E107 671 23390 SH SOLE 0 0 23390 D NUCOR CORP. COM 670346105 4630 69400 SH SOLE 69400 0 0 D NVIDIA CORP COM 67066G104 2369 64800 SH SOLE 64800 0 0 D NYFIX INC COM 670712108 285 67000 SH SOLE 0 0 67000 D OGE ENERGY CORP COM 670837103 99 3700 SH SOLE 3700 0 0 D NUVEEN INVESTMENTS CL A COM 67090F106 1585 37200 SH SOLE 37200 0 0 D OCCIDENTAL PETROLEUM COM 674599105 39993 500660 SH SOLE 500660 0 0 D OCCIDENTAL PETROLEUM COM 674599105 8212 102800 SH SOLE 0 0 102800 D OCTEL CORP COM 675727101 569 35000 SH SOLE 0 0 35000 D ODYSSEY HEALTHCARE INC COM 67611V101 296 15900 SH SOLE 15900 0 0 D OFFICE DEPOT INC COM 676220106 2763 88000 SH SOLE 88000 0 0 D OFFICEMAX INC COM 67622P101 76 3000 SH SOLE 3000 0 0 D OIL STATES INTL INC COM 678026105 127 4000 SH SOLE 4000 0 0 D OLD DOMINION FGHT LINES INC COM 679580100 6262 232083 SH SOLE 232083 0 0 D OLD DOMINION FGHT LINES INC COM 679580100 6592 244312 SH SOLE 0 0 244312 D OLD REPUBLIC INTL. CORP. COM 680223104 311 11850 SH SOLE 11850 0 0 D OMNICARE INC COM 681904108 154 2700 SH SOLE 2700 0 0 D OMNICOM GROUP COM 681919106 1013 11900 SH SOLE 11900 0 0 D OMEGA PROTEIN CORP COM 68210P107 463 69000 SH SOLE 0 0 69000 D OMNIVISION TECHNOLOGIES COM 682128103 68 3400 SH SOLE 3400 0 0 D ON ASSIGNMENT INC COM 682159108 8011 734300 SH SOLE 734300 0 0 D ONEOK INC COM 682680103 157 5900 SH SOLE 5900 0 0 D ONEOK INC COM 682680103 138 5200 SH SOLE 0 0 5200 D OPNET TECHNOLOGIES INC COM 683757108 368 40000 SH SOLE 0 0 40000 D ORACLE SYSTEMS COM 68389X105 4328 354500 SH SOLE 354500 0 0 D OPTION CARE INC COM 683948103 1202 90000 SH SOLE 0 0 90000 D ORBIT INTERNATIONAL CORP COM 685559304 3951 317100 SH SOLE 317100 0 0 D ORIENTAL FINANCIAL GROUP COM 68618W100 0 1 SH SOLE 1 0 0 D OSHKOSH TRUCK CORP COM 688239201 642 14400 SH SOLE 14400 0 0 D OVERSEAS SHIPHOLDING COM 690368105 338 6700 SH SOLE 6700 0 0 D OVERSEAS SHIPHOLDING COM 690368105 28 560 SH SOLE 0 0 560 D P & F INDUSTRIES CL A COM 692830508 120 10000 SH SOLE 0 0 10000 D P A M TRANSN SVCS INC COM 693149106 589 33100 SH SOLE 0 0 33100 D PC CONNECTION INC COM 69318J100 393 73000 SH SOLE 0 0 73000 D PDI INC COM 69329V100 567 42000 SH SOLE 0 0 42000 D PG & E CORP COM 69331C108 2817 75900 SH SOLE 75900 0 0 D PFF BANCORP INC COM 69331W104 5 154 SH SOLE 154 0 0 D PICO HOLDINGS INC COM 693366205 113 3500 SH SOLE 3500 0 0 D PLM EQUIPMENT GROWTH FD II COM 693414104 0 1000 SH SOLE 1000 0 0 D PMA CAPITAL CORP COM 693419202 593 65000 SH SOLE 0 0 65000 D PMI GROUP INC COM 69344M101 164 4000 SH SOLE 4000 0 0 D PNC FINANCIAL SERV GROUP COM 693475105 4260 68900 SH SOLE 68900 0 0 D PNM RESOURCES INC COM 69349H107 20 800 SH SOLE 800 0 0 D PPG INDUSTRIES COM 693506107 26190 452340 SH SOLE 452340 0 0 D PPG INDUSTRIES COM 693506107 6324 109220 SH SOLE 0 0 109220 D PPL CORPORATION COM 69351T106 1824 62040 SH SOLE 62040 0 0 D PPL CORPORATION COM 69351T106 24 822 SH SOLE 0 0 822 D PSS WORLD MEDICAL INC COM 69366A100 15986 1077231 SH SOLE 1077231 0 0 D PSS WORLD MEDICAL INC COM 69366A100 1799 121200 SH SOLE 0 0 121200 D PACCAR INC COM 693718108 10 150 SH SOLE 150 0 0 D PACIFIC CAPITAL BANCORP COM 69404P101 31605 888282 SH SOLE 888282 0 0 D PACIFIC MERCHANTILE BANCORP COM 694552100 313 18000 SH SOLE 0 0 18000 D PACKETEER INC COM 695210104 188 24200 SH SOLE 24200 0 0 D PACTIV CORP COM 695257105 8 369 SH SOLE 369 0 0 D PALL CORP COM 696429307 167 6200 SH SOLE 6200 0 0 D PALM HARBOR HOMES COM 696639103 1128 60000 SH SOLE 0 0 60000 D PALM INC COM 696643105 2 75 SH SOLE 75 0 0 D PALOMAR MEDICAL TECHNOLOGIES COM 697529303 53 1500 SH SOLE 1500 0 0 D PAN PACIFIC RETAIL PROPERTIES ICOM 69806L104 415 6200 SH SOLE 6200 0 0 D PANAMSAT HOLDING CORP COM 69831Y105 593 24200 SH SOLE 24200 0 0 D PANERA BREAD COMPANY COM 69840W108 20 300 SH SOLE 300 0 0 D PANTRY INC COM 698657103 85 1800 SH SOLE 1800 0 0 D PAR TECHNOLOGY CORP COM 698884103 78 2800 SH SOLE 2800 0 0 D PAR PHARMACEUTICAL COMPANIES INCOM 69888P106 1050 33513 SH SOLE 33513 0 0 D PARAMETRIC TECH CORP COM 699173100 202 33130 SH SOLE 33130 0 0 D PARKER HANNIFIN COM 701094104 1629 24700 SH SOLE 24700 0 0 D PARKER HANNIFIN COM 701094104 33 500 SH SOLE 0 0 500 D PARLUX FRAGRANCES INC COM 701645103 116 3800 SH SOLE 3800 0 0 D PARTNERS TRUST FINANCIAL GROUP COM 70213F102 1024 85000 SH SOLE 0 0 85000 D PATTERSON-UTI ENERGY INC COM 703481101 537 16300 SH SOLE 16300 0 0 D PAXAR CORP COM 704227107 11574 589633 SH SOLE 589633 0 0 D PAXAR CORP COM 704227107 1270 64675 SH SOLE 0 0 64675 D PAYCHEX COM 704326107 1681 44100 SH SOLE 44100 0 0 D PAYCHEX COM 704326107 2497 65500 SH SOLE 0 0 65500 D PEABODY ENERGY CORP COM 704549104 206 2500 SH SOLE 2500 0 0 D PEDIATRIC SERVICES OF AMERICA COM 705323103 283 20000 SH SOLE 0 0 20000 D PEDIATRIX MED GROUP COM 705324101 655 7400 SH SOLE 7400 0 0 D PEGASYSTEMS INC COM 705573103 556 76000 SH SOLE 0 0 76000 D PENFORD CORP COM 707051108 226 18500 SH SOLE 18500 0 0 D PENFORD CORP COM 707051108 5298 434250 SH SOLE 0 0 434250 D PENN NATL GAMING INC COM 707569109 33 1000 SH SOLE 1000 0 0 D PENNEY J C COMPANY INC COM 708160106 91 1641 SH SOLE 1641 0 0 D PENNFED FINANCIAL SVCS INC COM 708167101 700 38000 SH SOLE 0 0 38000 D PENWEST PHARMACEUTICALS CO COM 709754105 390 20000 SH SOLE 20000 0 0 D PENWEST PHARMACEUTICALS CO COM 709754105 8282 424275 SH SOLE 0 0 424275 D PEOPLES BANCORP INC COM 709789101 827 29000 SH SOLE 0 0 29000 D PEOPLES BANK BRIDGEPORT CT COM 710198102 19 600 SH SOLE 600 0 0 D PEOPLES BANK BRIDGEPORT CT COM 710198102 42 1350 SH SOLE 0 0 1350 D PEOPLES ENERGY COM 711030106 110 3150 SH SOLE 3150 0 0 D PEPCO HOLDINGS INC COM 713291102 304 13600 SH SOLE 13600 0 0 D PEPSI BOTTLING GROUP INC COM 713409100 558 19500 SH SOLE 19500 0 0 D PEPSIAMERICAS INC COM 71343P200 91 3900 SH SOLE 3900 0 0 D PEPSICO COM 713448108 19207 325098 SH SOLE 325098 0 0 D PEPSICO COM 713448108 17591 297753 SH SOLE 0 0 297453 D PERICOM SEMICONDUCTOR CORP COM 713831105 598 75000 SH SOLE 0 0 75000 D PERKINELMER INC COM 714046109 1479 62758 SH SOLE 62758 0 0 D PETROLEUM HELICOPTER VTG COM 716604103 453 14600 SH SOLE 0 0 14600 D PFIZER INC COM 717081103 61295 2628410 SH SOLE 2628410 0 0 D PFIZER INC COM 717081103 15351 658264 SH SOLE 0 0 658264 D PHARMACEUTICAL PROD DEV INC COM 717124101 19 300 SH SOLE 300 0 0 D PHELPS DODGE COM 717265102 2475 17200 SH SOLE 17200 0 0 D PHELPS DODGE COM 717265102 10 70 SH SOLE 0 0 70 D PHILADELPHIA CONS HLDG CORP COM 717528103 271 2800 SH SOLE 2800 0 0 D PIEDMONT NATL GAS INC COM 720186105 77 3200 SH SOLE 3200 0 0 D PILGRIMS PRIDE CORP CL B COM 721467108 27 800 SH SOLE 800 0 0 D PINNACLE ENTERTAINMENT INC COM 723456109 12525 506900 SH SOLE 506900 0 0 D PINNACLE ENTERTAINMENT INC COM 723456109 2051 83000 SH SOLE 0 0 83000 D PINNACLE FINANCIAL PARTNERS COM 72346Q104 13238 529949 SH SOLE 529949 0 0 D PINNACLE WEST CAPITAL COM 723484101 1551 37500 SH SOLE 37500 0 0 D PINNACLE WEST CAPITAL COM 723484101 41 1000 SH SOLE 0 0 1000 D PIONEER NAT RES CO COM 723787107 502 9800 SH SOLE 9800 0 0 D PIPER JAFFRAY COMPANIES INC COM 724078100 881 21809 SH SOLE 21809 0 0 D PIPER JAFFRAY COMPANIES INC COM 724078100 2 41 SH SOLE 0 0 41 D PITNEY BOWES COM 724479100 1248 29547 SH SOLE 29547 0 0 D PITNEY BOWES COM 724479100 55 1310 SH SOLE 0 0 1310 D PIXAR INC COM 725811103 6070 115130 SH SOLE 115130 0 0 D PIXAR INC COM 725811103 6702 127125 SH SOLE 0 0 126925 D PLATO LEARNING INC COM 72764Y100 492 62000 SH SOLE 0 0 62000 D PLAYTEX PRODUCTS INC COM 72813P100 398 29100 SH SOLE 29100 0 0 D PLUM CREEK TIMBER CO COM 729251108 1045 29000 SH SOLE 29000 0 0 D PLUM CREEK TIMBER CO COM 729251108 22 612 SH SOLE 0 0 612 D POGO PRODUCING CO COM 730448107 384 7700 SH SOLE 7700 0 0 D POLO RALPH LAUREN CORP COM 731572103 140 2500 SH SOLE 2500 0 0 D POLYMEDICA CORP COM 731738100 16691 498695 SH SOLE 498695 0 0 D POLYMEDICA CORP COM 731738100 1888 56402 SH SOLE 0 0 56402 D POLYONE CORP COM 73179P106 17 2691 SH SOLE 2691 0 0 D POMEROY IT SOLUTIONS INC COM 731822102 309 37000 SH SOLE 0 0 37000 D POPULAR INC COM 733174106 19 900 SH SOLE 900 0 0 D POTASH CORP SASK INC COM 73755L107 7 86 SH SOLE 86 0 0 D POWELL INDUSTRIES INC COM 739128106 539 30000 SH SOLE 0 0 30000 D PRAXAIR INC COM 74005P104 265 5000 SH SOLE 5000 0 0 D PRAXAIR INC COM 74005P104 26 500 SH SOLE 0 0 500 D PREPAID LEGAL SERVICE COM 740065107 76 2000 SH SOLE 2000 0 0 D PRECISION CASTPARTS COM 740189105 523 10100 SH SOLE 10100 0 0 D PREFFERED BANK LOS ANGELES COM 740367107 6074 136500 SH SOLE 136500 0 0 D PREMIUM STANDARD FARMS INC COM 74060C105 224 15000 SH SOLE 15000 0 0 D PRESTIGE BRANDS HOLDINGS INC COM 74112D101 973 77800 SH SOLE 77800 0 0 D T ROWE PRICE GROUP INC COM 74144T108 1599 22200 SH SOLE 22200 0 0 D PRIDE INTL INC COM 74153Q102 886 28806 SH SOLE 28806 0 0 D PRINCETON REVIEW INC COM 742352107 1592 309066 SH SOLE 309066 0 0 D PRINCETON REVIEW INC COM 742352107 2 400 SH SOLE 0 0 400 D PRINCIPAL FINANCIAL GROUP COM 74251V102 4250 89600 SH SOLE 89600 0 0 D PRINTRONIX INC COM 742578107 218 14200 SH SOLE 14200 0 0 D PRINTRONIX INC COM 742578107 4671 304100 SH SOLE 0 0 304100 D PROASSURANCE CORP COM 74267C106 9251 190191 SH SOLE 190191 0 0 D PROASSURANCE CORP COM 74267C106 910 18700 SH SOLE 0 0 18700 D PROCTER & GAMBLE COM 742718109 24778 428097 SH SOLE 428097 0 0 D PROCTER & GAMBLE COM 742718109 17982 310676 SH SOLE 0 0 310076 D PRIVATEBANCORP INC COM 742962103 1237 34785 SH SOLE 34785 0 0 D PROGRESS ENERGY INC COM 743263105 1317 29992 SH SOLE 29992 0 0 D PROGRESS ENERGY INC COM 743263105 395 9000 SH SOLE 0 0 9000 D PROGRESS SOFTWARE CORP COM 743312100 85 3000 SH SOLE 3000 0 0 D PROGRESSIVE CORP OHIO COM 743315103 2125 18200 SH SOLE 18200 0 0 D PROLOGIS TRUST COM 743410102 1212 25946 SH SOLE 25946 0 0 D PROSPERITY BANCSHARES INC COM 743606105 239 8300 SH SOLE 8300 0 0 D PROTECTIVE LIFE CORP COM 743674103 132 3025 SH SOLE 3025 0 0 D PROVIDENT FINANCIAL HOLDINGS COM 743868101 63 2400 SH SOLE 2400 0 0 D PROVIDENT FINANCIAL HOLDINGS COM 743868101 500 19000 SH SOLE 0 0 19000 D PRUDENTIAL FINANCIAL INC COM 744320102 7312 99900 SH SOLE 99900 0 0 D PUBLIC SERVICE ENTERPRISE GROU COM 744573106 2297 35350 SH SOLE 35350 0 0 D PUBLIC STORAGE INC COM 74460D109 528 7800 SH SOLE 7800 0 0 D PUGET ENERGY INC COM 745310102 84 4100 SH SOLE 4100 0 0 D PULTE HOMES COM 745867101 1358 34500 SH SOLE 34500 0 0 D QLOGIC CORP COM 747277101 195 6000 SH SOLE 6000 0 0 D Q E P INC COM 74727K102 86 8000 SH SOLE 0 0 8000 D QUALCOMM INC COM 747525103 11086 257334 SH SOLE 257334 0 0 D QUALCOMM INC COM 747525103 3236 75110 SH SOLE 0 0 74610 D QUANEX CORP COM 747620102 170 3400 SH SOLE 3400 0 0 D QUEST DIAGNOSTICS COM 74834L100 57 1100 SH SOLE 1100 0 0 D QUEST DIAGNOSTICS COM 74834L100 15 300 SH SOLE 0 0 300 D QUESTAR CORP COM 748356102 297 3924 SH SOLE 3924 0 0 D QUICKSILVER RESOURCES INC COM 74837R104 13 300 SH SOLE 300 0 0 D QUIPP INC COM 748802105 47 4600 SH SOLE 0 0 4600 D QUIXOTE CORP COM 749056107 305 15400 SH SOLE 15400 0 0 D QUIXOTE CORP COM 749056107 6435 325010 SH SOLE 0 0 325010 D QWEST COMMUNICATIONS INTL INC COM 749121109 1145 202676 SH SOLE 202676 0 0 D QWEST COMMUNICATIONS INTL INC COM 749121109 29 5160 SH SOLE 0 0 5160 D R & B INC COM 749124103 379 40000 SH SOLE 0 0 40000 D R&G FINANCIAL CORP -CL B COM 749136107 213 16100 SH SOLE 16100 0 0 D RGC RESOURCES INC COM 74955L103 164 6500 SH SOLE 0 0 6500 D R H DONNELLEY CORP COM 74955W307 1890 30674 SH SOLE 30674 0 0 D R L I CORP COM 749607107 55 1100 SH SOLE 1100 0 0 D RPC INC COM 749660106 25330 961667 SH SOLE 961667 0 0 D RPM INTERNATIONAL INC COM 749685103 24 1400 SH SOLE 1400 0 0 D RTI INTERNATIONAL METALS INC COM 74973W107 2106 55500 SH SOLE 0 0 55500 D RTW INC COM 74974R206 124 13000 SH SOLE 0 0 13000 D RADIAN GROUP INC COM 750236101 568 9700 SH SOLE 9700 0 0 D RADIANT SYSTEMS INC COM 75025N102 1678 138000 SH SOLE 138000 0 0 D RADIATION THERAPY SERVICES COM 750323206 99 2800 SH SOLE 2800 0 0 D RAILAMERICA INC COM 750753105 1055 96000 SH SOLE 0 0 96000 D RALCORP HOLDINGS INC COM 751028101 56 1400 SH SOLE 1400 0 0 D RANGE RESOURCES CORP COM 75281A109 287 10894 SH SOLE 10894 0 0 D RARE HOSPITALITY INTL INC COM 753820109 15627 514231 SH SOLE 514231 0 0 D RAVEN INDUSTRIES INC COM 754212108 170 5900 SH SOLE 5900 0 0 D RAYMOND JAMES FINANCIAL COM 754730109 102 2700 SH SOLE 2700 0 0 D RAYONIER INC COM 754907103 129 3225 SH SOLE 3225 0 0 D RAYTHEON CO COM 755111507 3992 99424 SH SOLE 99424 0 0 D RAYTHEON CO COM 755111507 3 63 SH SOLE 0 0 63 D RBC BEARINGS INC COM 75524B104 13176 810813 SH SOLE 810813 0 0 D READERS DIGEST COM 755267101 23 1500 SH SOLE 0 0 1500 D REALTY INCOME CORP COM 756109104 93 4300 SH SOLE 4300 0 0 D RECKSON ASSOC REALTY CORP COM 75621K106 122 3400 SH SOLE 3400 0 0 D RED HAT INC COM 756577102 98 3600 SH SOLE 3600 0 0 D RED LION HOTELS CORP COM 756764106 331 37000 SH SOLE 0 0 37000 D RED ROBIN GOURMET BURGERS COM 75689M101 1835 36007 SH SOLE 36007 0 0 D RED ROBIN GOURMET BURGERS COM 75689M101 322 6325 SH SOLE 0 0 6325 D REEBOK INTERNATIONAL COM 758110100 2093 35950 SH SOLE 35950 0 0 D REGENCY CENTERS CORP COM 758849103 18 300 SH SOLE 300 0 0 D REGENT COMMUNICATIONS INC COM 758865109 262 56500 SH SOLE 56500 0 0 D REGENT COMMUNICATIONS INC COM 758865109 5735 1235900 SH SOLE 0 0 1235900 D REGIONS FINANCIAL CORP COM 7591EP100 2024 59259 SH SOLE 59259 0 0 D REINSURANCE GROUP AMER INC COM 759351109 1194 25000 SH SOLE 25000 0 0 D RELIANCE STEEL & ALUMINUM CO COM 759509102 98 1600 SH SOLE 1600 0 0 D RELIANT ENERGY INC COM 75952B105 14 1365 SH SOLE 1365 0 0 D REMEDYTEMP INC CL A COM 759549108 238 25700 SH SOLE 25700 0 0 D REMEDYTEMP INC CL A COM 759549108 5026 543400 SH SOLE 0 0 543400 D RENT A CENTER INC COM 76009N100 62 3300 SH SOLE 3300 0 0 D REPUBLIC AIRWAYS HOLDINGS INC COM 760276105 6281 413200 SH SOLE 413200 0 0 D REPUBLIC SVCS INC COM 760759100 248 6600 SH SOLE 6600 0 0 D RES-CARE INC COM 760943100 354 20400 SH SOLE 20400 0 0 D RES-CARE INC COM 760943100 1077 62000 SH SOLE 0 0 62000 D RESMED INC COM 761152107 107 2800 SH SOLE 2800 0 0 D RESOURCE AMERICA INC CL A COM 761195205 835 49000 SH SOLE 0 0 49000 D RESPIRONICS INC COM 761230101 21213 572235 SH SOLE 572235 0 0 D RESPIRONICS INC COM 761230101 728 19650 SH SOLE 0 0 19650 D REX STORES CORP COM 761624105 565 37550 SH SOLE 0 0 37550 D REYNOLDS & REYNOLDS CL A COM 761695105 511 18200 SH SOLE 18200 0 0 D REYNOLDS & REYNOLDS CL A COM 761695105 95 3400 SH SOLE 0 0 3400 D REYNOLDS AMERICAN INC COM 761713106 2784 29200 SH SOLE 29200 0 0 D RICHARDSON ELECTRONICS LTD COM 763165107 341 47000 SH SOLE 0 0 47000 D RIMAGE CORP COM 766721104 707 24400 SH SOLE 24400 0 0 D RITE AID CORP COM 767754104 93 26800 SH SOLE 26800 0 0 D ROANOKE ELEC STEEL CORP COM 769841107 748 31700 SH SOLE 0 0 31700 D ROBBINS & MYERS INC COM 770196103 855 42000 SH SOLE 0 0 42000 D ROBERT HALF INTL INC COM 770323103 1046 27600 SH SOLE 27600 0 0 D ROCKWELL AUTOMATION INC COM 773903109 1100 18600 SH SOLE 18600 0 0 D ROCKWELL COLLINS INC COM 774341101 34929 751650 SH SOLE 751650 0 0 D ROCKWELL COLLINS INC COM 774341101 9724 209250 SH SOLE 0 0 208950 D ROCKWOOD HOLDINGS INC COM 774415103 10483 531300 SH SOLE 531300 0 0 D ROFIN-SINAR TECHNOLOGIES INC COM 775043102 1739 40000 SH SOLE 0 0 40000 D ROGERS COMMUNICATIONS CL B COM 775109200 2 45 SH SOLE 45 0 0 D ROGERS CORP COM 775133101 11348 289635 SH SOLE 289635 0 0 D ROHM & HAAS COM 775371107 1985 41000 SH SOLE 41000 0 0 D ROHM & HAAS COM 775371107 145 3000 SH SOLE 0 0 3000 D ROLLINS COM 775711104 331 16800 SH SOLE 16800 0 0 D ROPER INDUSTRIES INC/DE COM 776696106 62774 1588825 SH SOLE 1588825 0 0 D ROPER INDUSTRIES INC/DE COM 776696106 312 7900 SH SOLE 0 0 7900 D ROWAN COS. INC. COM 779382100 11417 320350 SH SOLE 320350 0 0 D ROWE COMPANIES COM 779528108 109 37000 SH SOLE 37000 0 0 D ROWE COMPANIES COM 779528108 1329 450600 SH SOLE 0 0 450600 D RUSH ENTERPRISES INC CL A COM 781846209 1446 97200 SH SOLE 97200 0 0 D RUSH ENTERPRISES INC CL A COM 781846209 7453 500893 SH SOLE 0 0 500893 D RYDER SYSTEM COM 783549108 287 7000 SH SOLE 7000 0 0 D RYLAND GROUP INC COM 783764103 72 1000 SH SOLE 1000 0 0 D S & K FAMOUS BRANDS INC COM 783774102 204 11300 SH SOLE 0 0 11300 D SBS TECHNOLOGIES INC COM 78387P103 433 43000 SH SOLE 0 0 43000 D SCP POOL CORP COM 784028102 9682 260134 SH SOLE 260134 0 0 D SCP POOL CORP COM 784028102 1132 30405 SH SOLE 0 0 30405 D SEI INVESTMENTS CO COM 784117103 2 55 SH SOLE 55 0 0 D SEMCO ENERGY INC COM 78412D109 461 82000 SH SOLE 0 0 82000 D SI INTERNATIONAL INC COM 78427V102 5084 166300 SH SOLE 166300 0 0 D S J W CORP COM 784305104 1201 26400 SH SOLE 0 0 26400 D SL GREEN REALTY CORP COM 78440X101 9300 121746 SH SOLE 121746 0 0 D SL GREEN REALTY CORP COM 78440X101 848 11100 SH SOLE 0 0 11100 D S L INDUSTRIES INC COM 784413106 221 13800 SH SOLE 0 0 13800 D SLM CORPORATION COM 78442P106 40380 732976 SH SOLE 732976 0 0 D SLM CORPORATION COM 78442P106 14327 260065 SH SOLE 0 0 259765 D SPX CORP COM 784635104 362 7900 SH SOLE 7900 0 0 D SWS GROUP INC COM 78503N107 1026 49000 SH SOLE 0 0 49000 D SABRE HLDGS CORP COM 785905100 12055 500000 SH SOLE 500000 0 0 D SAFECO COM 786429100 994 17600 SH SOLE 17600 0 0 D SAFECO COM 786429100 39 690 SH SOLE 0 0 690 D SAFETY INSURANCE GROUP INC COM 78648T100 7719 191200 SH SOLE 191200 0 0 D SAFEWAY INC COM 786514208 2546 107600 SH SOLE 107600 0 0 D SAGA COMMUNICATIONS INC -CL A COM 786598102 17304 1591923 SH SOLE 1591923 0 0 D SAINT JUDE MEDICAL COM 790849103 1190 23700 SH SOLE 23700 0 0 D ST PAUL TRAVELERS COS INC COM 792860108 3920 87748 SH SOLE 87748 0 0 D ST PAUL TRAVELERS COS INC COM 792860108 69 1537 SH SOLE 0 0 1537 D SAKS INCORPORATED COM 79377W108 79 4700 SH SOLE 4700 0 0 D SALEM COMMUNICATIONS CORP COM 794093104 6329 361859 SH SOLE 361859 0 0 D SALEM COMMUNICATIONS CORP COM 794093104 831 47525 SH SOLE 0 0 47525 D SALES FORCE.COM INC COM 79466L302 10 300 SH SOLE 300 0 0 D SANDERS MORRIS HARRIS GROUP INCCOM 80000Q104 1212 73948 SH SOLE 73948 0 0 D SANDERS MORRIS HARRIS GROUP INCCOM 80000Q104 7206 439666 SH SOLE 0 0 439666 D SANDERSON FARMS INC COM 800013104 85 2800 SH SOLE 2800 0 0 D SANDERSON FARMS INC COM 800013104 1605 52575 SH SOLE 0 0 52575 D SANDISK CORP COM 80004C101 207 3300 SH SOLE 3300 0 0 D SANMINA-SCI CORP COM 800907107 19 4400 SH SOLE 4400 0 0 D SANTANDER BANCORP COM 802809103 1286 51180 SH SOLE 51180 0 0 D SARA LEE CORP COM 803111103 1780 94200 SH SOLE 94200 0 0 D SAVANNAH BANCORP INC COM 804748101 220 6200 SH SOLE 6200 0 0 D SCANA CORP COM 80589M102 189 4800 SH SOLE 4800 0 0 D SCANSOURCE INC COM 806037107 4727 86453 SH SOLE 86453 0 0 D SCANSOURCE INC COM 806037107 610 11150 SH SOLE 0 0 11150 D SCHAWK INC COM 806373106 108 5200 SH SOLE 5200 0 0 D SCHEIN HENRY INC COM 806407102 26 600 SH SOLE 600 0 0 D SCHERING PLOUGH COM 806605101 2020 96901 SH SOLE 96901 0 0 D SCHERING PLOUGH COM 806605101 231 11100 SH SOLE 0 0 11100 D SCHLUMBERGER LTD COM 806857108 12337 126985 SH SOLE 126985 0 0 D SCHLUMBERGER LTD COM 806857108 8973 92363 SH SOLE 0 0 92163 D SCHNITZER STL INDS CL A COM 806882106 257 8400 SH SOLE 8400 0 0 D SCHWAB CHARLES CORP COM 808513105 861 58700 SH SOLE 58700 0 0 D SCHWEITZER-MAUDUIT INTL COM 808541106 1 41 SH SOLE 41 0 0 D SCIENTIFIC ATLANTA COM 808655104 672 15600 SH SOLE 15600 0 0 D SCOPE INDUSTRIES COM 809163108 188 2700 SH SOLE 0 0 2700 D SCOTTS MIRACLE-GRO CO COM 810186106 1125 24860 SH SOLE 24860 0 0 D SCRIPPS E W CO CL A COM 811054204 480 10000 SH SOLE 10000 0 0 D SCS TRANSPORTATION INC COM 81111T102 170 8000 SH SOLE 8000 0 0 D SCS TRANSPORTATION INC COM 81111T102 3619 170300 SH SOLE 0 0 170300 D SEABOARD CORP COM 811543107 234 155 SH SOLE 155 0 0 D SEALED AIR CORP COM 81211K100 1095 19500 SH SOLE 19500 0 0 D SEARS HOLDINGS CORP COM 812350106 113 975 SH SOLE 975 0 0 D SEITEL INC COM 816074405 1933 925100 SH SOLE 925100 0 0 D SEMPRA ENERGY COM 816851109 1758 39200 SH SOLE 39200 0 0 D SEMITOOL INC COM 816909105 827 76000 SH SOLE 0 0 76000 D SEPRACOR INC COM 817315104 21 400 SH SOLE 400 0 0 D SEROLOGICALS CORPORATION COM 817523103 10 500 SH SOLE 500 0 0 D SERVICE CORP INTERNATIONAL COM 817565104 10544 1288975 SH SOLE 1288975 0 0 D SERVICEMASTER COMPANY COM 81760N109 102 8500 SH SOLE 8500 0 0 D SHAW COMMUNICATIONS INC CL B COM 82028K200 100 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 109 2400 SH SOLE 2400 0 0 D SHOE CARNIVAL INC COM 824889109 789 36000 SH SOLE 0 0 36000 D SIEBEL SYSTEMS INC COM 826170102 622 58800 SH SOLE 58800 0 0 D SIERRA HEALTH SERVICES COM 826322109 24 300 SH SOLE 300 0 0 D SIGMA-ALDRICH COM 826552101 329 5193 SH SOLE 5193 0 0 D SIGMA-ALDRICH COM 826552101 215 3400 SH SOLE 0 0 3400 D SIGMATEL INC COM 82661W107 60 4600 SH SOLE 4600 0 0 D SIMMONS FIRST NATIONAL CORP CL COM 828730200 1025 37000 SH SOLE 0 0 37000 D SIMON PROPERTY GROUP INC COM 828806109 782 10200 SH SOLE 10200 0 0 D SINCLAIR BROADCAST GROUP INC CLCOM 829226109 59 6400 SH SOLE 6400 0 0 D SIRIUS SATELLITE RADIO INC COM 82966U103 147 21900 SH SOLE 21900 0 0 D SIZELER PROPERTY INVESTORS COM 830137105 464 36100 SH SOLE 0 0 36100 D SKECHERS U S A INC COM 830566105 89 5800 SH SOLE 5800 0 0 D SKY FINL GROUP INC COM 83080P103 1340 48177 SH SOLE 48177 0 0 D SKY FINL GROUP INC COM 83080P103 1260 45286 SH SOLE 0 0 45286 D SKYWEST INC COM 830879102 21414 797245 SH SOLE 797245 0 0 D SKYWORKS SOLUTIONS INC COM 83088M102 6035 1185700 SH SOLE 1185700 0 0 D SKYWORKS SOLUTIONS INC COM 83088M102 739 145125 SH SOLE 0 0 145125 D SMART & FINAL INC COM 831683107 9987 775361 SH SOLE 775361 0 0 D SMART & FINAL INC COM 831683107 1244 96550 SH SOLE 0 0 96550 D SMARTALK TELESERVICES INC COM 83169A100 0 1000 SH SOLE 1000 0 0 D SMITH A O CORP COM 831865209 5 150 SH SOLE 150 0 0 D SMITH INTERNATIONAL COM 832110100 22 600 SH SOLE 600 0 0 D SMITHFIELD FOODS INC COM 832248108 110 3600 SH SOLE 3600 0 0 D SMUCKER (JM) CO COM 832696405 2596 59006 SH SOLE 59006 0 0 D SMUCKER (JM) CO COM 832696405 141 3200 SH SOLE 0 0 3200 D SNAP-ON INC COM 833034101 184 4900 SH SOLE 4900 0 0 D SOLECTRON CORP COM 834182107 400 109200 SH SOLE 109200 0 0 D SOLEXA INC COM 83420X105 0 1 SH SOLE 1 0 0 D SONIC AUTOMOTIVE INC -CL A COM 83545G102 102 4600 SH SOLE 4600 0 0 D SONOCO PRODUCTS COM 835495102 282 9600 SH SOLE 9600 0 0 D SOUND FEDERAL BANCORP INC COM 83607V104 688 36000 SH SOLE 0 0 36000 D SOURCE INTERLINK COMPANIES INC COM 836151209 834 75000 SH SOLE 0 0 75000 D SOUTH FINANCIAL GROUP INC COM 837841105 17 600 SH SOLE 600 0 0 D SOUTH JERSEY INDUSTRIES COM 838518108 82 2800 SH SOLE 2800 0 0 D SOUTH JERSEY INDUSTRIES COM 838518108 2051 70400 SH SOLE 0 0 70400 D SOUTHCOAST FINANCIAL CORP COM 84129R100 3120 129449 SH SOLE 129449 0 0 D SOUTHERN CO. COM 842587107 3868 112006 SH SOLE 112006 0 0 D SOUTHERN CO. COM 842587107 47 1370 SH SOLE 0 0 1370 D SOUTHERN COMMUNITY FINANCIAL COM 842632101 288 32000 SH SOLE 0 0 32000 D SOUTHERN COPPER CORP COM 84265V105 7 100 SH SOLE 100 0 0 D SOUTHERN UNION CO COM 844030106 91 3870 SH SOLE 3870 0 0 D SOUTHWEST AIRLINES COM 844741108 1484 90300 SH SOLE 90300 0 0 D SOUTHWEST BANCORP INC COM 844767103 60 3000 SH SOLE 3000 0 0 D SOUTHWEST WATER CO COM 845331107 653 45645 SH SOLE 0 0 45645 D SOUTHWESTERN ENERGY CO COM 845467109 385 10700 SH SOLE 10700 0 0 D SOVEREIGN BANCORP COM 845905108 1243 57500 SH SOLE 57500 0 0 D SPARTAN STORES INC COM 846822104 2 200 SH SOLE 200 0 0 D SPARTAN STORES INC COM 846822104 542 52000 SH SOLE 0 0 52000 D SPARTECH CORP COM 847220209 35118 1599888 SH SOLE 1599888 0 0 D SPARTECH CORP COM 847220209 1824 83100 SH SOLE 0 0 83100 D SPECTRUM CONTROL INC COM 847615101 129 20700 SH SOLE 20700 0 0 D SPECTRUM CONTROL INC COM 847615101 1697 273300 SH SOLE 0 0 273300 D SPORTSMAN'S GUIDE INC COM 848907200 8402 352300 SH SOLE 352300 0 0 D SPORT CHALET INC CL A COM 849163209 260 31500 SH SOLE 0 0 31500 D SPORT CHALET INC CL B COM 849163308 37 4500 SH SOLE 0 0 4500 D THE SPORTS AUTHORITY INC COM 84917U109 3430 110191 SH SOLE 110191 0 0 D THE SPORTS AUTHORITY INC COM 84917U109 2455 78875 SH SOLE 0 0 78875 D SPRINT NEXTEL CORP COM 852061100 6423 274954 SH SOLE 274954 0 0 D SPRINT NEXTEL CORP COM 852061100 182 7790 SH SOLE 0 0 7790 D STAKTEK HOLDINGS INC COM 85256P106 3 400 SH SOLE 400 0 0 D STANCORP FINL GROUP INC COM 852891100 100 2000 SH SOLE 2000 0 0 D STANDARD PAC CORP NEW COM 85375C101 129 3500 SH SOLE 3500 0 0 D STANDARD PARKING CORP COM 853790103 3773 193100 SH SOLE 193100 0 0 D STANDARD PARKING CORP COM 853790103 2419 123789 SH SOLE 0 0 123789 D STANDEX INTERNATIONAL CORP COM 854231107 888 32000 SH SOLE 0 0 32000 D STANLEY WORKS COM 854616109 718 14936 SH SOLE 14936 0 0 D STANLEY WORKS COM 854616109 58 1200 SH SOLE 0 0 1200 D STANTEC INC COM 85472N109 109 3201 SH SOLE 0 0 3201 D STAPLES INC COM 855030102 5672 249742 SH SOLE 249742 0 0 D STAPLES INC COM 855030102 7420 326732 SH SOLE 0 0 325832 D STARBUCKS CORP COM 855244109 6 200 SH SOLE 200 0 0 D STARBUCKS CORP COM 855244109 12 400 SH SOLE 0 0 400 D STARWOOD HOTELS/RESORTS WORLD COM 85590A203 2101 32900 SH SOLE 32900 0 0 D STATE STREET CORP COM 857477103 2360 42560 SH SOLE 42560 0 0 D STATE STREET CORP COM 857477103 37 669 SH SOLE 0 0 669 D STATION CASINOS INC COM 857689103 34 500 SH SOLE 500 0 0 D STEAK N SHAKE CO COM 857873103 11875 700600 SH SOLE 700600 0 0 D STEEL DYNAMICS INC COM 858119100 217 6100 SH SOLE 6100 0 0 D STEELCASE INC CL A COM 858155203 33 2100 SH SOLE 2100 0 0 D STEIN MART INC COM 858375108 9328 513933 SH SOLE 513933 0 0 D STEIN MART INC COM 858375108 3231 178000 SH SOLE 0 0 178000 D STEINWAY MUSICAL INSTRS INC COM 858495104 20483 802934 SH SOLE 802934 0 0 D STEINWAY MUSICAL INSTRS INC COM 858495104 8276 324425 SH SOLE 0 0 324425 D STELLENT INC COM 85856W105 1976 198956 SH SOLE 198956 0 0 D STELLENT INC COM 85856W105 9532 959900 SH SOLE 0 0 959900 D STEPAN CO COM 858586100 699 26000 SH SOLE 0 0 26000 D STERLING BANCORP COM 859158107 6505 329697 SH SOLE 329697 0 0 D STERLING FINL CORP/SPOKANE COM 859319105 1334 53414 SH SOLE 53414 0 0 D STERLING FINL CORP/SPOKANE COM 859319105 3786 151554 SH SOLE 0 0 151554 D STEWART INFORMATION SVCS COM 860372101 2287 47000 SH SOLE 0 0 47000 D STIFEL FINANCIAL CORP COM 860630102 1153 30666 SH SOLE 0 0 30666 D STONERIDGE INC COM 86183P102 437 66000 SH SOLE 0 0 66000 D STONEMOR PARTNERS LP COM 86183Q100 10 500 SH SOLE 500 0 0 D STRATAGENE CORP COM 86269H107 1562 155600 SH SOLE 155600 0 0 D STRATEGIC HOTEL CAPITAL INC COM 86272T106 25 1200 SH SOLE 1200 0 0 D STRIDE RITE COM 863314100 7967 587558 SH SOLE 587558 0 0 D STRIDE RITE COM 863314100 1024 75500 SH SOLE 0 0 75500 D STRYKER CORP COM 863667101 6569 147841 SH SOLE 147841 0 0 D STRYKER CORP COM 863667101 8823 198590 SH SOLE 0 0 198190 D STUDENT LOAN CORP COM 863902102 52 250 SH SOLE 250 0 0 D STUDENT LOAN CORP COM 863902102 10 50 SH SOLE 0 0 50 D SUMMA INDS COM 86562T105 96 12300 SH SOLE 0 0 12300 D SUN BANCORP INC-NJ COM 86663B102 2804 141977 SH SOLE 141977 0 0 D SUN BANCORP INC-NJ COM 86663B102 262 13271 SH SOLE 0 0 13271 D SUN MICROSYSTEMS COM 866810104 31 7500 SH SOLE 7500 0 0 D SUNCOR ENERGY INC COM 867229106 32 500 SH SOLE 500 0 0 D SUNOCO INC COM 86764P109 2610 33300 SH SOLE 33300 0 0 D SUNTRUST BANKS COM 867914103 3361 46199 SH SOLE 46199 0 0 D SUNTRUST BANKS COM 867914103 12 164 SH SOLE 0 0 164 D SUPERIOR UNIFORM GROUP INC COM 868358102 215 21000 SH SOLE 0 0 21000 D SUPERVALU INC COM 868536103 1101 33900 SH SOLE 33900 0 0 D SUPREME INDUSTRIES INC CL A COM 868607102 263 34000 SH SOLE 0 0 34000 D SUREWEST COMMUNICATIONS COM 868733106 1081 41000 SH SOLE 0 0 41000 D SWIFT ENERGY CO COM 870738101 266 5900 SH SOLE 5900 0 0 D SYBASE INC COM 871130100 280 12800 SH SOLE 12800 0 0 D SYBRON DENTAL SPECIALTIES INC COM 871142105 27 670 SH SOLE 670 0 0 D SYMANTEC CORP COM 871503108 44217 2526711 SH SOLE 2526711 0 0 D SYMANTEC CORP COM 871503108 18250 1042867 SH SOLE 0 0 1042267 D SYMBION INC COM 871507109 10712 465731 SH SOLE 465731 0 0 D SYMBOL TECHNOLOGIES COM 871508107 0 4 SH SOLE 4 0 0 D SYMS CORP COM 871551107 621 43000 SH SOLE 0 0 43000 D SYNOPSYS INC COM 871607107 495 24700 SH SOLE 24700 0 0 D SYNOVUS FINANCIAL CORP COM 87161C105 529 19600 SH SOLE 19600 0 0 D SYNOVUS FINANCIAL CORP COM 87161C105 33 1220 SH SOLE 0 0 1220 D SYNOVIS LIFE TECHNOLOGIES INC COM 87162G105 2 186 SH SOLE 186 0 0 D SYNOVIS LIFE TECHNOLOGIES INC COM 87162G105 291 29000 SH SOLE 0 0 29000 D SYPRIS SOLUTIONS INC COM 871655106 489 49000 SH SOLE 0 0 49000 D SYSCO CORP COM 871829107 25 800 SH SOLE 800 0 0 D SYSCO CORP COM 871829107 31 1000 SH SOLE 0 0 1000 D SYSTEMAX INC COM 871851101 44 7000 SH SOLE 7000 0 0 D TCF FINANCIAL CORP COM 872275102 35 1300 SH SOLE 1300 0 0 D TD BANKNORTH INC COM 87235A101 130 4476 SH SOLE 4476 0 0 D TD BANKNORTH INC COM 87235A101 3302 113680 SH SOLE 0 0 113680 D TECO ENERGY COM 872375100 170 9876 SH SOLE 9876 0 0 D TESSCO TECHNOLOGIES INC COM 872386107 232 14000 SH SOLE 0 0 14000 D THQ INC COM 872443403 126 5268 SH SOLE 5268 0 0 D TJX COMPANIES INC COM 872540109 8 325 SH SOLE 325 0 0 D T R C COMPANIES INC COM 872625108 515 47000 SH SOLE 0 0 47000 D T R W AUTOMOTIVE HOLDINGS CORP COM 87264S106 55 2100 SH SOLE 2100 0 0 D TXU CORPORATION COM 873168108 2499 49800 SH SOLE 49800 0 0 D TXU CORPORATION COM 873168108 231 4600 SH SOLE 0 0 4600 D TALBOTS INC COM 874161102 1252 45000 SH SOLE 45000 0 0 D TALK AMERICA HOLDINGS INC COM 87426R202 12 1400 SH SOLE 1400 0 0 D TANDY BRANDS ACCESSORIES COM 875378101 180 15000 SH SOLE 0 0 15000 D TARGET CORP COM 87612E106 7221 131362 SH SOLE 131362 0 0 D TARGET CORP COM 87612E106 6102 111005 SH SOLE 0 0 110505 D TAYLOR CAPITAL GROUP INC COM 876851106 174 4300 SH SOLE 4300 0 0 D TAYLOR CAPITAL GROUP INC COM 876851106 3879 96012 SH SOLE 0 0 96012 D TEAM INC COM 878155100 6094 288700 SH SOLE 288700 0 0 D TECH DATA CORP COM 878237106 16 400 SH SOLE 400 0 0 D TECHNE CORP COM 878377100 135 2400 SH SOLE 2400 0 0 D TECHNITROL INC COM 878555101 1020 59655 SH SOLE 59655 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 56 2000 SH SOLE 0 0 2000 D TELEFLEX INC COM 879369106 25708 395625 SH SOLE 395625 0 0 D TELEWEST GLOBAL INC COM 87956T107 248 10400 SH SOLE 10400 0 0 D TELLABS INC COM 879664100 533 48900 SH SOLE 48900 0 0 D TEMPLE INLAND INC COM 879868107 12153 270975 SH SOLE 270975 0 0 D TENET HEALTHCARE CORP COM 88033G100 19 2500 SH SOLE 2500 0 0 D TENNANT CO COM 880345103 326 6267 SH SOLE 6267 0 0 D TENNECO INC COM 880349105 0 20 SH SOLE 20 0 0 D TEREX CORP COM 880779103 380 6400 SH SOLE 6400 0 0 D TERRA INDUSTRIES INC COM 880915103 52 9300 SH SOLE 9300 0 0 D TESORO CORP COM 881609101 505 8200 SH SOLE 8200 0 0 D TETRA TECHNOLOGIES INC COM 88162F105 406 13300 SH SOLE 13300 0 0 D TETRA TECHNOLOGIES INC COM 88162F105 8594 281600 SH SOLE 0 0 281600 D TETRA TECH INC COM 88162G103 1 60 SH SOLE 60 0 0 D TEXAS INSTRUMENTS COM 882508104 10590 330205 SH SOLE 330205 0 0 D TEXAS ROADHOUSE INC CL A COM 882681109 11834 761040 SH SOLE 761040 0 0 D TEXTRON COM 883203101 23 300 SH SOLE 300 0 0 D THERMO ELECTRON CORP COM 883556102 389 12900 SH SOLE 12900 0 0 D THOMAS & BETTS COM 884315102 180 4300 SH SOLE 4300 0 0 D THORNBURG MORTGAGE INC COM 885218107 210 8000 SH SOLE 8000 0 0 D 3M CO COM 88579Y101 10745 138644 SH SOLE 138644 0 0 D 3M CO COM 88579Y101 10516 135695 SH SOLE 0 0 135695 D TIBCO SOFTWARE INC COM 88632Q103 324 43400 SH SOLE 43400 0 0 D TIDEWATER INC COM 886423102 271 6100 SH SOLE 6100 0 0 D TIER TECHNOLOGIES INC CL B COM 88650Q100 396 54000 SH SOLE 0 0 54000 D TIERONE CORP COM 88650R108 1588 54000 SH SOLE 0 0 54000 D TIFFANY & CO COM 886547108 1268 33120 SH SOLE 33120 0 0 D TIMBERLAND CO CL A COM 887100105 55 1700 SH SOLE 1700 0 0 D TIME WARNER INC COM 887317105 15025 861500 SH SOLE 861500 0 0 D TIME WARNER TELECOM INC CL A COM 887319101 49 5000 SH SOLE 5000 0 0 D TITAN INTERNATIONAL INC COM 88830M102 72 4200 SH SOLE 4200 0 0 D TITANIUM METALS CORP COM 888339207 430 6800 SH SOLE 6800 0 0 D TOLL BROTHERS COM 889478103 173 5000 SH SOLE 5000 0 0 D TOLLGRADE COMMUNICATIONS INC COM 889542106 812 74263 SH SOLE 74263 0 0 D TOO INC COM 890333107 240 8500 SH SOLE 8500 0 0 D TOOTSIE ROLL INDUSTRIES COM 890516107 7710 266501 SH SOLE 266501 0 0 D TORCHMARK COM 891027104 806 14500 SH SOLE 14500 0 0 D TORO CO COM 891092108 23 516 SH SOLE 516 0 0 D TORONTO-DOMINION BANK COM 891160509 2874 54543 SH SOLE 0 0 54543 D TOTAL SYS SVCS INC COM 891906109 8 400 SH SOLE 400 0 0 D TRAMMELL CROW COMPANY COM 89288R106 164 6400 SH SOLE 6400 0 0 D TRANSACTION SYSTEMS ARCHITECTS COM 893416107 63 2200 SH SOLE 2200 0 0 D TRANSPORT CORP OF AMER INC COM 89385P102 200 20200 SH SOLE 0 0 20200 D TRANSMONTAIGNE INC COM 893934109 779 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 28 1500 SH SOLE 1500 0 0 D TREX COMPANY INC COM 89531P105 11621 414300 SH SOLE 414300 0 0 D TRIAD HOSPITALS INC COM 89579K109 785 20000 SH SOLE 20000 0 0 D TRIAD GUARANTY INC COM 895925105 1056 24000 SH SOLE 0 0 24000 D TRIBUNE CO COM 896047107 669 22100 SH SOLE 22100 0 0 D TRICO BANCSHARES COM 896095106 3270 139790 SH SOLE 139790 0 0 D TRICO BANCSHARES COM 896095106 381 16300 SH SOLE 0 0 16300 D TRIZEC PROPERTIES INC COM 89687P107 133 5800 SH SOLE 5800 0 0 D TRUMP ENTERTAINMENT RESORTS INCCOM 89816T103 14 708 SH SOLE 708 0 0 D TUPPERWARE BRANDS CORP COM 899896104 7843 350125 SH SOLE 350125 0 0 D TWIN DISC INC COM 901476101 54 1200 SH SOLE 1200 0 0 D II VI INC COM 902104108 36206 2026074 SH SOLE 2026074 0 0 D TYCO INTERNATIONAL LTD COM 902124106 44970 1558205 SH SOLE 1558205 0 0 D TYCO INTERNATIONAL LTD COM 902124106 9962 345190 SH SOLE 0 0 345190 D TYLER TECHNOLOGIES INC COM 902252105 1658 188849 SH SOLE 188849 0 0 D TYLER TECHNOLOGIES INC COM 902252105 6030 686800 SH SOLE 0 0 686800 D TYSON FOODS CL A COM 902494103 674 39400 SH SOLE 39400 0 0 D UCBH HOLDINGS INC COM 90262T308 5049 282365 SH SOLE 282365 0 0 D UCBH HOLDINGS INC COM 90262T308 474 26500 SH SOLE 0 0 26500 D UGI CORP COM 902681105 140 6800 SH SOLE 6800 0 0 D UMB FINANICAL CORP COM 902788108 16720 261620 SH SOLE 261620 0 0 D UST INC COM 902911106 841 20600 SH SOLE 20600 0 0 D USA TRUCK INC COM 902925106 117 4000 SH SOLE 4000 0 0 D USA TRUCK INC COM 902925106 816 28000 SH SOLE 0 0 28000 D US BANCORP COM 902973304 6993 233948 SH SOLE 233948 0 0 D US BANCORP COM 902973304 125 4175 SH SOLE 0 0 4175 D URS CORP COM 903236107 1591 42300 SH SOLE 42300 0 0 D USG CORP COM 903293405 1001 15400 SH SOLE 15400 0 0 D U S CONCRETE INC COM 90333L102 1655 174575 SH SOLE 174575 0 0 D U S CONCRETE INC COM 90333L102 8219 867000 SH SOLE 0 0 867000 D U S XPRESS ENTERPRISES A COM 90338N103 521 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 1177 120000 SH SOLE 0 0 120000 D ULTRALIFE BATTERIES INC COM 903899102 13836 1152978 SH SOLE 1152978 0 0 D UNION BANKSHARES CORP COM 905399101 1210 28085 SH SOLE 28085 0 0 D UNION BANKSHARES CORP COM 905399101 211 4900 SH SOLE 0 0 4900 D UNION PACIFIC CORP COM 907818108 48 600 SH SOLE 600 0 0 D UNION PACIFIC CORP COM 907818108 326 4050 SH SOLE 0 0 4050 D UNIONBANCAL CORP COM 908906100 165 2400 SH SOLE 2400 0 0 D UNIT CORP COM 909218109 27907 507130 SH SOLE 507130 0 0 D UNITED AMERICA INDEMNITY LTD A COM 90933T109 595 32381 SH SOLE 0 0 32381 D UNITED COMMUNITY FINL CORP COM 909839102 102 8600 SH SOLE 8600 0 0 D UNITED COMMUNITY FINL CORP COM 909839102 1146 97000 SH SOLE 0 0 97000 D UNITED CAPITAL CORPORATION COM 909912107 4004 162300 SH SOLE 162300 0 0 D UNITED CAPITAL CORPORATION COM 909912107 518 21000 SH SOLE 0 0 21000 D UNITED DOMINION REALTY TRUST COM 910197102 19 800 SH SOLE 800 0 0 D UNITED FIRE & CAS CO COM 910331107 1488 36804 SH SOLE 36804 0 0 D UNITED FIRE & CAS CO COM 910331107 2284 56500 SH SOLE 0 0 56500 D UNITED INDUSTRIAL COM 910671106 66 1600 SH SOLE 1600 0 0 D UNITED NATURAL FOODS INC COM 911163103 1471 55707 SH SOLE 55707 0 0 D UNITED NATURAL FOODS INC COM 911163103 3905 147900 SH SOLE 0 0 147900 D UNITED ONLINE INC COM 911268100 152 10700 SH SOLE 10700 0 0 D UNITED PARCEL SERVICE CLASS B COM 911312106 44693 594718 SH SOLE 594718 0 0 D UNITED PARCEL SERVICE CLASS B COM 911312106 13073 173962 SH SOLE 0 0 173762 D UNITED STATES STEEL CORP COM 912909108 34 700 SH SOLE 700 0 0 D UNITED TECHNOLOGIES CORP COM 913017109 5796 103670 SH SOLE 103670 0 0 D UNITED TECHNOLOGIES CORP COM 913017109 1582 28300 SH SOLE 0 0 28300 D UNITEDHEALTH GROUP COM 91324P102 6326 101800 SH SOLE 101800 0 0 D UNITIL CORP COM 913259107 115 4600 SH SOLE 4600 0 0 D UNITIL CORP COM 913259107 3044 121276 SH SOLE 0 0 121276 D UNITRIN INC COM 913275103 63 1400 SH SOLE 1400 0 0 D UNIVERSAL CORP (VA) COM 913456109 174 4016 SH SOLE 0 0 4016 D UNIVERSAL FOREST PRODS INC COM 913543104 182 3300 SH SOLE 3300 0 0 D UNIVERSAL STAINLESS & ALLOY COM 913837100 296 19700 SH SOLE 19700 0 0 D UNIVERSAL STAINLESS & ALLOY COM 913837100 6672 444804 SH SOLE 0 0 444804 D UNIVERSAL HEALTH SVCS -CL B COM 913903100 42 900 SH SOLE 900 0 0 D UNIVERSAL TECHNICAL INSTITUTE COM 913915104 1227 39661 SH SOLE 39661 0 0 D UNIVISION COMMUNICATIONS INC COM 914906102 644 21900 SH SOLE 21900 0 0 D UNUMPROVIDENT CORP COM 91529Y106 1620 71200 SH SOLE 71200 0 0 D UROLOGIX INC COM 917273104 8 2200 SH SOLE 2200 0 0 D VCA ANTECH INC COM 918194101 14 500 SH SOLE 500 0 0 D V F CORP COM 918204108 874 15800 SH SOLE 15800 0 0 D V S E CORP COM 918284100 101 2400 SH SOLE 2400 0 0 D V S E CORP COM 918284100 141 3350 SH SOLE 0 0 3350 D VALASSIS COMMUNICATIONS COM 918866104 12430 427600 SH SOLE 427600 0 0 D VALHI INC NEW COM 918905100 11 600 SH SOLE 600 0 0 D VALEANT PHARMACEUTICALS INTERNACOM 91911X104 7817 432370 SH SOLE 432370 0 0 D VALERO ENERGY COM 91913Y100 8373 162276 SH SOLE 162276 0 0 D VALERO ENERGY COM 91913Y100 11 220 SH SOLE 0 0 220 D VALLEY BANCORP COM 91929R107 1232 35505 SH SOLE 35505 0 0 D VALLEY NATIONAL GASES INC COM 919792101 24 1200 SH SOLE 1200 0 0 D VALLEY NATL BANCORP COM 919794107 77 3215 SH SOLE 3215 0 0 D VALMONT INDUSTRIES COM 920253101 258 7700 SH SOLE 7700 0 0 D VALOR COMMUNICATIONS GROUP COM 920255106 2844 249500 SH SOLE 249500 0 0 D VALSPAR CORP COM 920355104 614 24888 SH SOLE 24888 0 0 D VARIAN SEMICONDUCTOR EQUIPMENT COM 922207105 2 40 SH SOLE 40 0 0 D VARIAN MEDICAL SYSTEMS INC COM 92220P105 186 3700 SH SOLE 3700 0 0 D VECTREN CORP COM 92240G101 103 3800 SH SOLE 3800 0 0 D VELCRO INDUSTRIES N.V. COM 922571104 1112 78000 SH SOLE 0 0 78000 D VENTAS INC COM 92276F100 32 1000 SH SOLE 1000 0 0 D VENTANA MEDICAL SYSTEM INC COM 92276H106 28 650 SH SOLE 0 0 650 D VENTIV HEALTH INC COM 922793104 52 2200 SH SOLE 2200 0 0 D VERITAS DGC INC COM 92343P107 114 3200 SH SOLE 3200 0 0 D VERIZON COMMUNICATIONS COM 92343V104 39785 1320889 SH SOLE 1320889 0 0 D VERIZON COMMUNICATIONS COM 92343V104 9616 319272 SH SOLE 0 0 319272 D VERTRUE INC COM 92534N101 35 1000 SH SOLE 1000 0 0 D VIACOM INC CL B COM 925524308 43169 1324190 SH SOLE 1324190 0 0 D VIACOM INC CL B COM 925524308 10164 311780 SH SOLE 0 0 311780 D VIASAT INC COM 92552V100 44 1638 SH SOLE 1638 0 0 D VINTAGE PETROLEUM INC COM 927460105 112 2100 SH SOLE 2100 0 0 D VIRGINIA COMMERCE BANCORP COM 92778Q109 8090 278107 SH SOLE 278107 0 0 D VORNADO REALTY TRUST COM 929042109 67 800 SH SOLE 800 0 0 D VULCAN INTL CORP COM 929136109 168 3200 SH SOLE 0 0 3200 D VULCAN MATERIALS CO COM 929160109 20 300 SH SOLE 300 0 0 D WFS FINANCIAL INC COM 92923B106 206 2700 SH SOLE 2700 0 0 D WCI COMMUNITIES INC COM 92923C104 2819 105000 SH SOLE 105000 0 0 D W HOLDING COMPANY INC COM 929251106 1553 188646 SH SOLE 188646 0 0 D W HOLDING COMPANY INC COM 929251106 5 583 SH SOLE 0 0 583 D W-H ENERGY SVCS INC COM 92925E108 48250 1458575 SH SOLE 1458575 0 0 D WPS RESOURCES CORP COM 92931B106 528 9550 SH SOLE 9550 0 0 D WSFS FINANCIAL CORP COM 929328102 527 8600 SH SOLE 8600 0 0 D WABASH NATIONAL CORP COM 929566107 158 8300 SH SOLE 8300 0 0 D WABTEC CORP COM 929740108 14810 550547 SH SOLE 550547 0 0 D WABTEC CORP COM 929740108 1445 53725 SH SOLE 0 0 53725 D WACHOVIA CORP COM 929903102 48444 916466 SH SOLE 916466 0 0 D WACHOVIA CORP COM 929903102 9922 187701 SH SOLE 0 0 187701 D WADDELL & REED FINANCIAL CL A COM 930059100 46 2200 SH SOLE 2200 0 0 D WAINWRIGHT BANK TRUST COMPANY COM 930705108 242 24013 SH SOLE 24013 0 0 D WAL MART STORES INC COM 931142103 11744 250945 SH SOLE 250945 0 0 D WAL MART STORES INC COM 931142103 353 7535 SH SOLE 0 0 7535 D WALGREEN COM 931422109 34965 789983 SH SOLE 789983 0 0 D WALGREEN COM 931422109 17013 384399 SH SOLE 0 0 383899 D WALTER INDUSTRIES INC COM 93317Q105 99 2000 SH SOLE 2000 0 0 D WARNER MUSIC GROUP CORP COM 934550104 356 18500 SH SOLE 18500 0 0 D WASHINGTON FEDERAL INC COM 938824109 82 3576 SH SOLE 3576 0 0 D WASHINGTON MUTUAL INC COM 939322103 6643 152722 SH SOLE 152722 0 0 D WASHINGTON MUTUAL INC COM 939322103 45 1030 SH SOLE 0 0 1030 D WASHINGTON POST B COM 939640108 77 100 SH SOLE 100 0 0 D WASHINGTON REAL ESTATE INVESTORCOM 939653101 2 67 SH SOLE 67 0 0 D WASTE CONNECTIONS INC COM 941053100 2 65 SH SOLE 65 0 0 D WASTE INDUSTRIES USA INC COM 941057101 438 34000 SH SOLE 0 0 34000 D WASTE MGMT INC DEL COM 94106L109 31238 1029270 SH SOLE 1029270 0 0 D WASTE MGMT INC DEL COM 94106L109 6336 208750 SH SOLE 0 0 208750 D WATER PIK TECHNOLOGIES INC COM 94113U100 170 7900 SH SOLE 7900 0 0 D WATER PIK TECHNOLOGIES INC COM 94113U100 773 36000 SH SOLE 0 0 36000 D WATERS CORP COM 941848103 397 10500 SH SOLE 10500 0 0 D WATERSIDE CAPITAL CORP COM 941872103 13 3339 SH SOLE 0 0 3339 D WATSCO INC COM 942622200 371 6200 SH SOLE 6200 0 0 D WATSON PHARMACEUTICALS COM 942683103 3049 93800 SH SOLE 93800 0 0 D WATTS WATER TECHNOLOGIES INC COM 942749102 9172 302793 SH SOLE 302793 0 0 D WATTS WATER TECHNOLOGIES INC COM 942749102 1193 39375 SH SOLE 0 0 39375 D WAUSAU PAPER CORP COM 943315101 0 4 SH SOLE 4 0 0 D WEBMETHODS INC COM 94768C108 3630 470850 SH SOLE 470850 0 0 D WEBSTER FINANCIAL CORP COM 947890109 15370 327722 SH SOLE 327722 0 0 D WEIGHT WATCHERS INTL INC COM 948626106 168 3400 SH SOLE 3400 0 0 D WEINGARTEN REALTY INVESTORS COM 948741103 11 300 SH SOLE 300 0 0 D WELLPOINT INC COM 94973V107 4294 53820 SH SOLE 53820 0 0 D WELLS FARGO & CO NEW COM 949746101 60659 965439 SH SOLE 965439 0 0 D WELLS FARGO & CO NEW COM 949746101 24814 394940 SH SOLE 0 0 394640 D WENDYS INTERNATL INC COM 950590109 111 2000 SH SOLE 2000 0 0 D WESCO INTERNATIONAL INC COM 95082P105 278 6500 SH SOLE 6500 0 0 D WEST CORPORATION COM 952355105 93 2200 SH SOLE 2200 0 0 D WEST PHARMACEUTICAL SERVICES COM 955306105 17168 685900 SH SOLE 685900 0 0 D WESTAMERICA BANCORPORATION COM 957090103 345 6500 SH SOLE 6500 0 0 D WESTAR ENERGY INC COM 95709T100 54 2500 SH SOLE 2500 0 0 D WESTELL TECHNOLOGIES INC A COM 957541105 93 20600 SH SOLE 20600 0 0 D WESTCORP COM 957907108 93 1400 SH SOLE 1400 0 0 D WESTERN DIGITAL COM 958102105 169 9100 SH SOLE 9100 0 0 D WESTERN GAS RESOURCES INC COM 958259103 14 300 SH SOLE 300 0 0 D WESTERN SIERRA BANCORP COM 959522103 4108 112892 SH SOLE 112892 0 0 D WESTERN SIERRA BANCORP COM 959522103 493 13534 SH SOLE 0 0 13534 D WESTWOOD ONE INC COM 961815107 20 1200 SH SOLE 1200 0 0 D WEYCO GROUP INC COM 962149100 638 33400 SH SOLE 0 0 33400 D WEYERHAEUSER COM 962166104 30029 452650 SH SOLE 452650 0 0 D WEYERHAEUSER COM 962166104 7314 110250 SH SOLE 0 0 110250 D WHIRLPOOL CORP COM 963320106 854 10200 SH SOLE 10200 0 0 D WHITE ELECTRONIC DESIGNS COM 963801105 496 97000 SH SOLE 0 0 97000 D WHOLE FOODS MKT INC COM 966837106 120 1546 SH SOLE 1546 0 0 D WHOLE FOODS MKT INC COM 966837106 93 1200 SH SOLE 0 0 1200 D WILEY JOHN & SONS INC CL A COM 968223206 68 1730 SH SOLE 1730 0 0 D WILLIAMS COS. COM 969457100 1161 50100 SH SOLE 50100 0 0 D WILLOW GROVE BANCORP INC COM 97111W101 222 14700 SH SOLE 14700 0 0 D WILMINGTON TRUST CORP COM 971807102 109 2800 SH SOLE 2800 0 0 D WINTRUST FINANCIAL CORP COM 97650W108 15112 275261 SH SOLE 275261 0 0 D WISCONSIN ENERGY COM 976657106 197 5050 SH SOLE 5050 0 0 D WOLVERINE TUBE INC COM 978093102 187 37000 SH SOLE 0 0 37000 D WOLVERINE WORLD WIDE COM 978097103 231 10300 SH SOLE 10300 0 0 D WORLD WRESTLING ENTERTAINMENT COM 98156Q108 6 400 SH SOLE 400 0 0 D WORLDCOM INC-WORLDCOM GROUP COM 98157D106 0 1500 SH SOLE 1500 0 0 D WORLDCOM INC-MCI GROUP COM 98157D304 0 60 SH SOLE 60 0 0 D WRIGHT EXPRESS CORP COM 98233Q105 26411 1200505 SH SOLE 1200505 0 0 D WRIGHT MEDICAL GROUP INC COM 98235T107 4659 228400 SH SOLE 228400 0 0 D WRIGLEY WM. JR. CO. COM 982526105 8971 134930 SH SOLE 134930 0 0 D WRIGLEY WM. JR. CO. COM 982526105 2850 42860 SH SOLE 0 0 42660 D WYETH COM 983024100 8090 175603 SH SOLE 175603 0 0 D WYETH COM 983024100 9941 215784 SH SOLE 0 0 215784 D XM SATELLITE RADIO HLDGS INC COM 983759101 15 550 SH SOLE 550 0 0 D XM SATELLITE RADIO HLDGS INC COM 983759101 13 459 SH SOLE 0 0 459 D XTO ENERGY CORP COM 98385X106 847 19277 SH SOLE 19277 0 0 D XCEL ENERGY INC COM 98389B100 718 38900 SH SOLE 38900 0 0 D XILINX INC COM 983919101 560 22200 SH SOLE 22200 0 0 D XEROX COM 984121103 1572 107300 SH SOLE 107300 0 0 D YADKIN VY BANK & TRUST ELKIN N COM 984308106 15 1000 SH SOLE 1000 0 0 D YAHOO INC COM 984332106 2603 66437 SH SOLE 66437 0 0 D YAHOO INC COM 984332106 2 50 SH SOLE 0 0 50 D YELLOW ROADWAY CORP COM 985577105 22 500 SH SOLE 500 0 0 D YOUNG INNOVATIONS INC. COM 987520103 208 6100 SH SOLE 6100 0 0 D YOUNG INNOVATIONS INC. COM 987520103 4792 140624 SH SOLE 0 0 140624 D YUM! BRANDS INC COM 988498101 1729 36880 SH SOLE 36880 0 0 D YUM! BRANDS INC COM 988498101 83 1780 SH SOLE 0 0 1780 D ZEBRA TECHNOLOGIES CORP CL A COM 989207105 2 42 SH SOLE 42 0 0 D ZENITH NATIONAL INSURANCE COM 989390109 51 1100 SH SOLE 1100 0 0 D ZIEGLER COMPANIES INC COM 989506100 101 4600 SH SOLE 0 0 4600 D ZIMMER HOLDINGS INC COM 98956P102 8535 126554 SH SOLE 126554 0 0 D ZIMMER HOLDINGS INC COM 98956P102 11094 164507 SH SOLE 0 0 164107 D ZIONS BANCORPORATION COM 989701107 1572 20800 SH SOLE 20800 0 0 D DEUTSCHE BANK AG -REG COM D18190898 7 76 SH SOLE 76 0 0 D MIRANT CORP COM DUMMY 772 35100 SH SOLE 35100 0 0 D ACE LTD COM G0070K103 1438 26900 SH SOLE 26900 0 0 D AMERICAN SAFETY INSURANCE HLDGSCOM G02995101 927 55400 SH SOLE 55400 0 0 D AMERICAN SAFETY INSURANCE HLDGSCOM G02995101 318 19000 SH SOLE 0 0 19000 D BLUE EARTH REFINERIES INC - PRICOM G11999102 40 37000 SH SOLE 0 0 37000 D COOPER INDUSTRIES LTD CL A COM G24182100 562 7700 SH SOLE 7700 0 0 D FRESH DEL MONTE PRODUCE INC COM G36738105 96 4200 SH SOLE 4200 0 0 D GARMIN LTD COM G37260109 5006 75450 SH SOLE 75450 0 0 D GARMIN LTD COM G37260109 1724 25978 SH SOLE 0 0 25978 D GLOBAL CROSSING LTD COM G3921A100 0 100 SH SOLE 100 0 0 D INGERSOLL RAND CO LTD CL A COM G4776G101 2357 58380 SH SOLE 58380 0 0 D IPC HOLDINGS LTD COM G4933P101 9542 348500 SH SOLE 348500 0 0 D JINPAN INTERNATIONAL LTD COM G5138L100 114 19000 SH SOLE 0 0 19000 D KNIGHTSBRIDGE TANKERS LTD COM G5299G106 1140 47000 SH SOLE 0 0 47000 D NABORS INDUSTRIES COM G6359F103 1704 22500 SH SOLE 22500 0 0 D PLATINUM UNDERWRITERS HLDGS COM G7127P100 301 9675 SH SOLE 9675 0 0 D PXRE GROUP LTD COM G73018106 499 38500 SH SOLE 0 0 38500 D SCOTTISH RE GROUP LTD COM G7885T104 2936 119601 SH SOLE 119601 0 0 D SCOTTISH RE GROUP LTD COM G7885T104 285 11600 SH SOLE 0 0 11600 D TOMMY HILFIGER CORP COM G8915Z102 312 19200 SH SOLE 19200 0 0 D TOMMY HILFIGER CORP COM G8915Z102 1 85 SH SOLE 0 0 85 D TRANSOCEAN INC COM G90078109 2716 38966 SH SOLE 38966 0 0 D TRANSOCEAN INC COM G90078109 22 309 SH SOLE 0 0 309 D TSAKOS ENERGY NAVIGATION LTD COM G9108L108 1760 48000 SH SOLE 0 0 48000 D WEATHERFORD INTL LTD COM G95089101 7765 214490 SH SOLE 214490 0 0 D WEATHERFORD INTL LTD COM G95089101 1935 53450 SH SOLE 0 0 53450 D ALCON INC COM H01301102 13 100 SH SOLE 100 0 0 D CRONOS GROUP COM L20708100 227 18000 SH SOLE 0 0 18000 D MAGAL SECURITY SYSTEMS LTD COM M6786D104 184 21000 SH SOLE 0 0 21000 D RETALIX LIMITED COM M8215W109 685 28000 SH SOLE 0 0 28000 D BB HOLDINGS LTD COM P1622X106 1144 169000 SH SOLE 0 0 169000 D EXCEL MARITIME CARRIERS LTD COM V3267N107 573 50000 SH SOLE 0 0 50000 D ROYAL CARIBBEAN CRUISES LTD COM V7780T103 1362 30225 SH SOLE 30225 0 0 D AMR CORP COM 001765106 390 17564 SH SOLE 17564 D ALAMOSA HLDGS INC COM 011589108 17800 956485 SH SOLE 956485 D AMERICAN INTL GROUP INC DBCV 11/0 026874AP2 595 880000 PR SOLE X D AMGEN NOTE 031162AE0 686 880000 PR SOLE X D BEACON POWER CORP COM 073677106 1331 735525 SH SOLE 735525 D BIOENVISION COM 09059N100 289 33420 SH SOLE 33420 D CALLON PETE CO DEL COM 13123X102 1323 74950 SH SOLE 74950 D CARDIAC SCIENCE CORP COM 14141A108 1837 202942 SH SOLE 202942 D CENTERPOINT ENERGY INC NOTE 15189TAM9 1763 1500000 PR SOLE X D CIENA CORP NOTE 171779AA9 1440 1570000 PR SOLE X D CITADEL BROADCASTING CORP NOTE 1.875% 2/1 17285TAB2 7374 9500000 PR SOLE X D CONEXANT SYSTEMS INC NOTE 4.000% 2/0 207142AF7 3826 3980000 PR SOLE X D CREDENCE SYS CORP NOTE 1.500% 5/1 225302AF5 2670 3000000 PR SOLE X D DISCOVERY HOLDING CO CL A COM 25468Y107 26 1720 SH SOLE 1720 D FEI CO NOTE 30241LAB5 2400 2415000 PR SOLE X D GENTEK INC COM NEW 37245X203 948 53042 SH SOLE 53042 D GRAFTECH INTERNATIONAL DBCV 1.625% 1/1 384313AB8 7263 10000000 D ITC DELTACOM INC COM NEW 45031T401 44 35040 SH SOLE 35040 D JETBLUE AWYS CORP COM 477143101 26902 1749195 SH SOLE 1749195 D LIBERTY GLOBAL INC COM SER A 530555101 665 31349 SH SOLE 31349 D LIBERTY GLOBAL INC COM SER C 530555309 665 31349 SH SOLE 31349 D LIBERTY MEDIA CORP NEW COM SER A 530718105 135 17207 SH SOLE 17207 D LODGENET ENTMT CORP COM 540211109 2230 160000 SH SOLE 160000 D LORAL SPACE & COMMUNICATNS L COM 543881106 3340 118223 SH SOLE 118223 D MCI INC COM 552691107 1027 52073 SH SOLE 52073 D NTL INC DEL COM 62940M104 440 6460 SH SOLE 6460 D NEWTEK BUSINESS SVCS INC COM 652526104 504 261450 SH SOLE 261450 D NEXTEL COMMUNICATIONS INC NOTE 65332VAY9 5428 5435000 PR SOLE X D OWENS ILL INC PFD CONV $.01 690768502 2988 85560 PR SOLE X D PW EAGLE INC COM 69366Y108 12208 595508 SH SOLE 595508 D PEPSIAMERICAS COM 71343P200 14289 614321 SH SOLE 614321 D SCI SYSTEMS INC NOTE 783890AF3 7496 7830000 PR SOLE X D SUN HEALTHCARE GROUP INC COM NEW 866933401 133 20157 SH SOLE 20157 D SUPREME INDUSTRIES INC CL A 868607102 2166 279864 SH SOLE 279864 D TELEWEST GLOBAL INC COM 87956T107 11541 484530 SH SOLE 484530 D TRANSMONTAIGNE INC COM 893934109 6914 1047591 SH SOLE 1047591 D TRIQUINT SEMICONDUCTOR NOTE 4.000% 6/0 89674KAB9 4993 5130000 PR SOLE X D WHEELING PITTSBURGH CORP COM NEW 963142302 243 26980 SH SOLE 26980 D WILLBROS GROUP INC COM 969199108 106 7372 SH SOLE 7372 S REPORT SUMMARY 2250 DATA RECORDS 7819005 February 13, 2006 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 December 31, 2005. Babson has indicated that it exercises "sole" investment discretion with respect to the securities positions reported in its Form 13F. Nevertheless, such positions shall also be deemed reported on behalf of MassMutual to the extent that MassMutual may be deemed to "share" investment discretion over the positions as a result of its ownership interest in Babson. If you should have any questions or comments regarding this matter please call me at (617) 761-3779. Sincerely, Robert J. Guerin Senior Compliance Officer -----END PRIVACY-ENHANCED MESSAGE-----