Public Employees' Retirement Association of Colorado

Public Employees' Retirement Association of Colorado as of March 31, 2006

Portfolio Holdings for Public Employees' Retirement Association of Colorado

Public Employees' Retirement Association of Colorado holds 0 positions in its portfolio as reported in the March 2006 quarterly 13F filing

                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
{S}                              {C}              {C}       {C}       {C}     {C} {C}  {C}     {C}       {C}        {C}        {C}
D #BURL COAT FACTORY WHSE CASH M COM              121579106    10194   224300 SH       SOLE                 224300
D #REORG/AMERN PHARMACEUTICALS P COM              02886P109      923    32400 SH       SOLE                  32400
D #REORG/BURL RES INC CASH & STK COM              122014103        0        0 SH       SOLE                      0
D #REORG/CINERGY CORP STK MERGER COM              172474108     4595   101200 SH       SOLE                 101200
D #REORG/CNF INC NAME CHANGE TO  COM              12612W104     1298    26000 SH       SOLE                  26000
D #REORG/DUKE ENERGY CORP STK ME COM              264399106    28281   970200 SH       SOLE                 970200
D #REORG/FRONTIER AIRLINES PLAN  COM              359065109      189    24600 SH       SOLE                  24600
D #REORG/GOLD BANC CASH & STK MG COM              379907108      579    31600 SH       SOLE                  31600
D #REORG/GUIDANT CORP CASH & STK COM              401698105    15745   201700 SH       SOLE                 201700
D #REORG/INTRADO INC CASH MERGER COM              46117A100      447    17200 SH       SOLE                  17200
D #REORG/JEFFSN PILOT CASH MERGE COM              475070108     5023    89800 SH       SOLE                  89800
D #REORG/NET2PHONE INC CASH MERG COM              64108N106       76    37300 SH       SOLE                  37300
D #REORG/PHOENIX COS INC MAT FOR COM              71902E109     1066    65400 SH       SOLE                  65400
D #REORG/RENAL CARE GROUP INC CA COM              759930100     2308    48150 SH       SOLE                  48150
D #REORG/ROANKE ELEC STL CORP CA COM              769841107      459    14200 SH       SOLE                  14200
D #REORG/UICI CASH MERGER EFF 4/ COM              902737105     1002    27100 SH       SOLE                  27100
D #REORG/WATERPIK TECHNOLOGIES I COM              94113U100      479    17300 SH       SOLE                  17300
D @RD INC COM                    COM              04648K105      188    37000 SH       SOLE                  37000
D A C MOORE ARTS & CRAFTS INC CO COM              00086T103      204    11100 SH       SOLE                  11100
D A S V INC COM                  COM              001963107      593    18400 SH       SOLE                  18400
D AAON INC COM PAR $0.004        COM              000360206      299    12500 SH       SOLE                  12500
D AAR CORP COM                   COM              000361105      632    22200 SH       SOLE                  22200
D AARON RENTS INC CL B           COM              002535201      713    26250 SH       SOLE                  26250
D ABAXIS INC COM COM             COM              002567105      367    16200 SH       SOLE                  16200
D ABBOTT LAB COM                 COM              002824100    72101  1697700 SH       SOLE                1697700
D ABERCROMBIE & FITCH CO CL A    COM              002896207     3469    59500 SH       SOLE                  59500
D ABGENIX INC COM                COM              00339B107     1220    54200 SH       SOLE                  54200
D ABIOMED INC COM                COM              003654100      396    30700 SH       SOLE                  30700
D ABM INDS INC COM               COM              000957100      579    30200 SH       SOLE                  30200
D ACCELRYS INC COM               COM              00430U103      127    17500 SH       SOLE                  17500
D ACCENTURE LTD BERMUDA CLS A CO COM              G1150G111     1155    38400 SH       SOLE                  38400
D ACCO BRANDS CORP COM           COM              00081T108      689    31058 SH       SOLE                  31058
D ACCREDITED HOME LENDERS HLDG C COM              00437P107      798    15600 SH       SOLE                  15600
D ACE CASH EXPRESS INC COM       COM              004403101      204     8200 SH       SOLE                   8200
D ACE LTD ORD STK USD0.0416      COM              G0070K103    15811   304000 SH       SOLE                 304000
D ACTEL CORP COM                 COM              004934105      214    13400 SH       SOLE                  13400
D ACTIVIDENTITY CORP COM STK     COM              00506P103      127    30400 SH       SOLE                  30400
D ACTIVISION INC NEW COM NEW     COM              004930202     1314    95288 SH       SOLE                  95288
D ACTUANT CORP CL A NEW          COM              00508X203      949    15500 SH       SOLE                  15500
D ACUITY BRANDS INC COM          COM              00508Y102     1148    28700 SH       SOLE                  28700
D ACXIOM CORP COM                COM              005125109     1251    48400 SH       SOLE                  48400
D ADAMS RES & ENERGY INC COM NEW COM              006351308      660    23400 SH       SOLE                  23400
D ADAPTEC INC COM                COM              00651F108      367    66300 SH       SOLE                  66300
D ADC TELECOMMUNICATIONS INC COM COM              000886309     3020   118028 SH       SOLE                 118028
D ADE CORP MASS COM              COM              00089C107      395    12900 SH       SOLE                  12900
D ADESA INC COM                  COM              00686U104     1225    45800 SH       SOLE                  45800
D ADMINISTAFF INC COM            COM              007094105     1419    26100 SH       SOLE                  26100
D ADOBE SYS INC COM              COM              00724F101    16611   475686 SH       SOLE                 475686
D ADOLOR CORP COM                COM              00724X102      621    26100 SH       SOLE                  26100
D ADR CEMEX S A SPONSOR ADR NEW  COM              151290889     1632    25000 SH       SOLE                  25000
D ADR NOKIA CORP SPONSORED ADR   COM              654902204     6216   300000 SH       SOLE                 300000
D ADR NOVARTIS AG                COM              66987V109     8316   150000 SH       SOLE                 150000
D ADR SHIRE PLC                  COM              82481R106     1581    34000 SH       SOLE                  34000
D ADR TEVA PHARMACEUTICAL INDS   COM              881624209    10295   250000 SH       SOLE                 250000
D ADTRAN INC COM                 COM              00738A106     1283    49000 SH       SOLE                  49000
D ADVANCE AUTO PTS INC COM COM   COM              00751Y106     2700    64850 SH       SOLE                  64850
D ADVANCED DIGITAL INFORMATION C COM              007525108      382    43500 SH       SOLE                  43500
D ADVANCED ENERGY INDS INC COM   COM              007973100      304    21500 SH       SOLE                  21500
D ADVANCED MARKETING SVCS INC CO COM              00753T105       91    19600 SH       SOLE                  19600
D ADVANCED MED OPTICS INC COM    COM              00763M108     6130   131427 SH       SOLE                 131427
D ADVANCED MICRO DEVICES INC COM COM              007903107    10064   303500 SH       SOLE                 303500
D ADVANTA CORP CL A              COM              007942105      767    22500 SH       SOLE                  22500
D ADVENT SOFTWARE INC COM STK    COM              007974108     1529    53800 SH       SOLE                  53800
D ADVISORY BRD CO COM            COM              00762W107      474     8500 SH       SOLE                   8500
D ADVO INC COM                   COM              007585102      541    16900 SH       SOLE                  16900
D AEROFLEX INC COM               COM              007768104      599    43600 SH       SOLE                  43600
D AEROPOSTALE COM                COM              007865108     1059    35100 SH       SOLE                  35100
D AES CORP COM                   COM              00130H105     6442   377600 SH       SOLE                 377600
D AETHER HLDGS INC COM           COM              00809C106      423   109900 SH       SOLE                 109900
D AETNA INC                      COM              00817Y108    43798   891300 SH       SOLE                 891300
D AFFILIATED COMPUTER SVCS INC C COM              008190100    10876   182300 SH       SOLE                 182300
D AFFILIATED MANAGERS GROUP INC  COM              008252108     1354    12700 SH       SOLE                  12700
D AFFYMETRIX INC OC-CAP STK      COM              00826T108     4156   126200 SH       SOLE                 126200
D AFLAC INC COM                  COM              001055102    25620   567700 SH       SOLE                 567700
D AFTERMARKET TECHNOLOGY CORP CO COM              008318107     2381   105300 SH       SOLE                 105300
D AGCO CORP COM                  COM              001084102      933    45000 SH       SOLE                  45000
D AGERE SYS INC COM COM          COM              00845V308     1465    97390 SH       SOLE                  97390
D AGILE SOFTWARE CORP DEL COM    COM              00846X105      291    38200 SH       SOLE                  38200
D AGILENT TECHNOLOGIES INC COM   COM              00846U101    22556   600700 SH       SOLE                 600700
D AGILYSYS INC COM STK           COM              00847J105     3038   201700 SH       SOLE                 201700
D AGL RES INC COM                COM              001204106     6658   184700 SH       SOLE                 184700
D AGNICO EAGLE MINES LTD COM     COM              008474108     3797   124700 SH       SOLE                 124700
D AIR PROD & CHEM INC COM        COM              009158106    10408   154900 SH       SOLE                 154900
D AIRGAS INC COM                 COM              009363102     1708    43700 SH       SOLE                  43700
D AIRTRAN HLDGS INC COM          COM              00949P108      922    50900 SH       SOLE                  50900
D AK AIR GROUP INC COM           COM              011659109     7086   199900 SH       SOLE                 199900
D AK STL HLDG CORP COM STK PAR $ COM              001547108     1149    76600 SH       SOLE                  76600
D AKAMAI TECHNOLOGIES INC COM ST COM              00971T101     2546    77400 SH       SOLE                  77400
D AKSYS LTD COM COM              COM              010196103       52    40900 SH       SOLE                  40900
D AL NATL BANCORPORATION DEL COM COM              010317105      465     6800 SH       SOLE                   6800
D ALAMO GROUP INC COM            COM              011311107      266    12000 SH       SOLE                  12000
D ALBANY INTL CORP NEW CL A      COM              012348108      708    18600 SH       SOLE                  18600
D ALBANY MOLECULAR RESH INC COM  COM              012423109      166    16300 SH       SOLE                  16300
D ALBEMARLE CORP COM             COM              012653101     8762   193200 SH       SOLE                 193200
D ALBERTO-CULVER CO COMMON       COM              013068101     1477    33400 SH       SOLE                  33400
D ALBERTSON S INC COM            COM              013104104     5665   220700 SH       SOLE                 220700
D ALCOA INC COM STK              COM              013817101    24671   807300 SH       SOLE                 807300
D ALDERWOODS GROUP INC COM       COM              014383103      643    35900 SH       SOLE                  35900
D ALEXANDER & BALDWIN INC COM    COM              014482103     6303   132200 SH       SOLE                 132200
D ALEXANDERS INC COM             COM              014752109     7572    26200 SH       SOLE                  26200
D ALEXION PHARMACEUTICALS INC CO COM              015351109     6928   195600 SH       SOLE                 195600
D ALFA CORP COM                  COM              015385107      936    54600 SH       SOLE                  54600
D ALIGN TECHNOLOGY INC COM COM   COM              016255101      382    41700 SH       SOLE                  41700
D ALKERMES INC COM               COM              01642T108     1224    55500 SH       SOLE                  55500
D ALLEGHANY CORP DEL COM         COM              017175100      827     2856 SH       SOLE                   2856
D ALLEGHENY ENERGY INC COM       COM              017361106     2647    78200 SH       SOLE                  78200
D ALLEGHENY TECHNOLOGIES INC COM COM              01741R102    10095   165000 SH       SOLE                 165000
D ALLERGAN INC COM               COM              018490102     8886    81900 SH       SOLE                  81900
D ALLETE INC COM NEW             COM              018522300      711    15266 SH       SOLE                  15266
D ALLIANCE DATA SYS CORP COM     COM              018581108      379     8100 SH       SOLE                   8100
D ALLIANT ENERGY CORP COM ISIN   COM              018802108     1954    62100 SH       SOLE                  62100
D ALLIANT TECHSYSTEMS INC COM    COM              018804104     8053   104349 SH       SOLE                 104349
D ALLIED CAP CORP NEW COM        COM              01903Q108     2326    76000 SH       SOLE                  76000
D ALLIED HEALTHCARE INTL INC COM COM              01923A109      132    27200 SH       SOLE                  27200
D ALLIED WASTE INDS INC COM PAR  COM              019589308     2395   195700 SH       SOLE                 195700
D ALLOS THERAPEUTICS INC COM ISI COM              019777101      141    40200 SH       SOLE                  40200
D ALLSCRIPTS HEALTHCARE SOLUTION COM              01988P108      577    31500 SH       SOLE                  31500
D ALLSTATE CORP COM              COM              020002101    50432   967800 SH       SOLE                 967800
D ALLTEL CORP COM COM            COM              020039103    22215   343088 SH       SOLE                 343088
D ALPHARMA INC CL A              COM              020813101     1290    48100 SH       SOLE                  48100
D ALTERA CORP COM                COM              021441100     6409   310500 SH       SOLE                 310500
D ALTIRIS INC COM COM            COM              02148M100      385    17500 SH       SOLE                  17500
D ALTRIA GROUP INC COM COM       COM              02209S103   152427  2151100 SH       SOLE                2151100
D AMAZON COM INC COM             COM              023135106     9865   270200 SH       SOLE                 270200
D AMBAC FNCL GROUP COM STK       COM              023139108     6909    86800 SH       SOLE                  86800
D AMBASSADORS GROUP INC COM      COM              023177108      391    15400 SH       SOLE                  15400
D AMCOL INTL CORP COM            COM              02341W103      564    19600 SH       SOLE                  19600
D AMCORE FINL INC COM            COM              023912108      560    17700 SH       SOLE                  17700
D AMDOCS ORD GBP0.01             COM              G02602103     3065    85000 SH       SOLE                  85000
D AMEDISYS INC COM               COM              023436108      393    11300 SH       SOLE                  11300
D AMER ELEC PWR CO INC COM       COM              025537101    10403   305800 SH       SOLE                 305800
D AMER EXPRESS CO COM            COM              025816109    49355   939200 SH       SOLE                 939200
D AMER FINL GROUP INC OH COM STK COM              025932104     1789    43000 SH       SOLE                  43000
D AMER GREETINGS CORP CL A COM   COM              026375105      848    39200 SH       SOLE                  39200
D AMER NATL INS CO COM           COM              028591105     1603    14300 SH       SOLE                  14300
D AMERADA HESS CORP COM          COM              023551104     9114    64000 SH       SOLE                  64000
D AMERCO COM COM                 COM              023586100     3414    34500 SH       SOLE                  34500
D AMEREN CORP COM                COM              023608102     5914   118700 SH       SOLE                 118700
D AMERIANA BANCORP COM STK       COM              023613102      203    15600 SH       SOLE                  15600
D AMERICA SVC GROUP INC COM COM  COM              02364L109      141    10800 SH       SOLE                  10800
D AMERICAN NATL BANKSHARES INC C COM              027745108      298    12700 SH       SOLE                  12700
D AMERICAN TOWER CORP CL A       COM              029912201     5579   184000 SH       SOLE                 184000
D AMERICAN VANGUARD CORP COM COM COM              030371108      394    12900 SH       SOLE                  12900
D AMERICANWEST BANCORPORATION CO COM              03058P109      244     9200 SH       SOLE                   9200
D AMERICAS CAR-MART INC COM      COM              03062T105      223    10350 SH       SOLE                  10350
D AMERICREDIT CORP COM           COM              03060R101     2919    95000 SH       SOLE                  95000
D AMERIGROUP CORP COM COM        COM              03073T102      682    32400 SH       SOLE                  32400
D AMERIPRISE FINL INC COM COM    COM              03076C106     9453   209780 SH       SOLE                 209780
D AMERIS BANCORP COM             COM              03076K108      472    20280 SH       SOLE                  20280
D AMERISOURCEBERGEN CORP COM COM COM              03073E105     6589   136500 SH       SOLE                 136500
D AMERISTAR CASINOS INC COM COM  COM              03070Q101      825    32000 SH       SOLE                  32000
D AMERN AXLE & MFG HOLDINGS INC  COM              024061103      486    28400 SH       SOLE                  28400
D AMERN CAP STRATEGIES LTD COM   COM              024937104     1361    38700 SH       SOLE                  38700
D AMERN DENTAL PARTNERS INC COM  COM              025353103      243    18000 SH       SOLE                  18000
D AMERN EAGLE OUTFITTERS INC NEW COM              02553E106     3538   118500 SH       SOLE                 118500
D AMERN ECOLOGY CORP COM NEW     COM              025533407      418    20500 SH       SOLE                  20500
D AMERN EQTY INVT LIFE HLDG CO C COM              025676206      227    15800 SH       SOLE                  15800
D AMERN HOME MTG INVT CORP COM S COM              02660R107      918    29400 SH       SOLE                  29400
D AMERN INDEPENDENCE CORP COM NE COM              026760405      146    12200 SH       SOLE                  12200
D AMERN INTL GROUP INC COM       COM              026874107   166501  2519300 SH       SOLE                2519300
D AMERN ITALIAN PASTA CO CL A    COM              027070101       56     8900 SH       SOLE                   8900
D AMERN MED SYS HLDGS INC COM ST COM              02744M108     1085    48200 SH       SOLE                  48200
D AMERN PHYSICIANS CAP INC COM   COM              028884104      480    10000 SH       SOLE                  10000
D AMERN PWR CONVERSION CORP COM  COM              029066107     2812   121700 SH       SOLE                 121700
D AMERN STD COS INC DEL COM      COM              029712106     5546   129400 SH       SOLE                 129400
D AMERN STS WTR CO COM           COM              029899101      295     7900 SH       SOLE                   7900
D AMERN SUPERCONDUCTOR CORP      COM              030111108      252    22200 SH       SOLE                  22200
D AMERN WOODMARK CORP COM        COM              030506109      589    16600 SH       SOLE                  16600
D AMERUS GROUP CO COM            COM              03072M108     1518    25200 SH       SOLE                  25200
D AMETEK INC NEW COM             COM              031100100     5467   121600 SH       SOLE                 121600
D AMGEN INC COM                  COM              031162100    78421  1077947 SH       SOLE                1077947
D AMIS HLDGS INC COM             COM              031538101      181    20000 SH       SOLE                  20000
D AMKOR TECH INC COM             COM              031652100      913   105700 SH       SOLE                 105700
D AMN HEALTHCARE SVCS INC COM    COM              001744101      376    20100 SH       SOLE                  20100
D AMPHENOL CORP NEW CL A         COM              032095101     1331    25500 SH       SOLE                  25500
D AMR CORP COM                   COM              001765106     2635    97400 SH       SOLE                  97400
D AMSOUTH BANCORPORATION COM     COM              032165102     7982   295100 SH       SOLE                 295100
D AMSURG CORP COM                COM              03232P405      404    17800 SH       SOLE                  17800
D AMYLIN PHARMACEUTICALS INC COM COM              032346108     3931    80300 SH       SOLE                  80300
D ANADARKO PETRO CORP COM        COM              032511107    33535   332000 SH       SOLE                 332000
D ANALOG DEVICES INC COM         COM              032654105    11655   304400 SH       SOLE                 304400
D ANALOGIC CORP COM PAR $0.05    COM              032657207     1562    23588 SH       SOLE                  23588
D ANAREN INC COM                 COM              032744104      352    18100 SH       SOLE                  18100
D ANCHOR BANCORP WIS INC COM     COM              032839102      449    14800 SH       SOLE                  14800
D ANDREW CORP COM                COM              034425108     1665   135600 SH       SOLE                 135600
D ANDRX GROUP COM                COM              034553107     1047    44100 SH       SOLE                  44100
D ANGELICA CORP COM STK          COM              034663104      164     8000 SH       SOLE                   8000
D ANGIODYNAMICS INC COM STK      COM              03475V101      402    13359 SH       SOLE                  13359
D ANHEUSER BUSCH COS INC COM     COM              035229103    19499   455900 SH       SOLE                 455900
D ANIXTER INTL INC COM           COM              035290105     7626   159600 SH       SOLE                 159600
D ANNTAYLOR STORES CORP COM      COM              036115103    10213   277600 SH       SOLE                 277600
D ANSOFT CORP COM COM            COM              036384105      554    13300 SH       SOLE                  13300
D ANSWERTHINK INC COM            COM              036916104      244    38000 SH       SOLE                  38000
D ANSYS INC COM                  COM              03662Q105      910    16800 SH       SOLE                  16800
D ANTEON INTL CORP COM           COM              03674E108      949    17400 SH       SOLE                  17400
D ANTIGENICS INC DEL COM STOCK   COM              037032109       81    29700 SH       SOLE                  29700
D AON CORP COM                   COM              037389103    11013   265300 SH       SOLE                 265300
D APACHE CORP COM                COM              037411105    31877   486600 SH       SOLE                 486600
D APOGEE ENTERPRISES INC COM     COM              037598109      341    20200 SH       SOLE                  20200
D APOLLO GROUP INC CL A CL A     COM              037604105     5603   106700 SH       SOLE                 106700
D APPLE COMPUTER INC COM         COM              037833100    51280   817600 SH       SOLE                 817600
D APPLEBEES INTL INC COM         COM              037899101     1064    43350 SH       SOLE                  43350
D APPLERA CORP - APPLIED BIOSYST COM              038020103     8951   329800 SH       SOLE                 329800
D APPLERA CORP COM CELERA GENOMI COM              038020202      520    44500 SH       SOLE                  44500
D APPLICA INC COM COM STK        COM              03815A106       71    21700 SH       SOLE                  21700
D APPLIED FILMS CORP COM         COM              038197109      492    25300 SH       SOLE                  25300
D APPLIED INDL TECHNOLOGIES INC  COM              03820C105     4362    97800 SH       SOLE                  97800
D APPLIED MATERIALS INC COM      COM              038222105    23969  1368900 SH       SOLE                1368900
D APPLIED MICRO CIRCUITS CORP CD COM              03822W109     1060   260400 SH       SOLE                 260400
D APPLIED SIGNAL TECH INC COM    COM              038237103      155     7800 SH       SOLE                   7800
D APRIA HEALTHCARE GROUP INC COM COM              037933108      722    31400 SH       SOLE                  31400
D APTARGROUP INC COM             COM              038336103      912    16500 SH       SOLE                  16500
D AQUA AMER INC COM              COM              03836W103     2044    73466 SH       SOLE                  73466
D AQUANTIVE INC COM              COM              03839G105     1019    43300 SH       SOLE                  43300
D AQUILA INC DEL NEW COM         COM              03840P102      418   104800 SH       SOLE                 104800
D AR BEST CORP DEL COM           COM              040790107      602    15400 SH       SOLE                  15400
D ARAMARK CORP CL B              COM              038521100     1521    51500 SH       SOLE                  51500
D ARBITRON INC COM               COM              03875Q108      511    15100 SH       SOLE                  15100
D ARCH CAPITAL GROUP COM STK     COM              G0450A105      525     9100 SH       SOLE                   9100
D ARCH CHEMICALS INC COM         COM              03937R102      392    12900 SH       SOLE                  12900
D ARCH COAL INC COM              COM              039380100     5080    66900 SH       SOLE                  66900
D ARCHER-DANIELS-MIDLAND CO COM  COM              039483102    28525   847700 SH       SOLE                 847700
D ARCHSTONE-SMITH TR COM         COM              039583109     4145    85000 SH       SOLE                  85000
D ARCTIC CAT INC COM             COM              039670104      363    15100 SH       SOLE                  15100
D ARDEN GROUP INC CL A CL A      COM              039762109      279     3000 SH       SOLE                   3000
D ARGONAUT GROUP INC COM STK USD COM              040157109      768    21600 SH       SOLE                  21600
D ARIAD PHARMACEUTICALS INC COM  COM              04033A100      232    35300 SH       SOLE                  35300
D ARIBA INC COM NEW              COM              04033V203      380    38895 SH       SOLE                  38895
D ARMOR HLDGS INC COM            COM              042260109      962    16500 SH       SOLE                  16500
D ARRAY BIOPHARMA INC COM        COM              04269X105      290    31700 SH       SOLE                  31700
D ARRIS GROUP INC COM            COM              04269Q100      722    52500 SH       SOLE                  52500
D ARROW ELECTR INC COM           COM              042735100     1830    56700 SH       SOLE                  56700
D ARROW FINL CORP COM            COM              042744102      381    13897 SH       SOLE                  13897
D ARROW INTL INC COM             COM              042764100     1036    31700 SH       SOLE                  31700
D ARTESYN TECHNOLOGIES INC COM   COM              043127109      361    33000 SH       SOLE                  33000
D ARTHROCARE CORP COM            COM              043136100     8244   172400 SH       SOLE                 172400
D ARVINMERITOR INC COM STK ISIN# COM              043353101      570    38200 SH       SOLE                  38200
D ASBURY AUTOMOTIVE GROUP INC CO COM              043436104      385    19500 SH       SOLE                  19500
D ASHLAND INC NEW COM COM        COM              044209104     4180    58800 SH       SOLE                  58800
D ASPECT MED SYS INC COM ISIN US COM              045235108      557    20300 SH       SOLE                  20300
D ASPEN TECH INC COM             COM              045327103      398    31500 SH       SOLE                  31500
D ASSOCTD BANC-CORP COM          COM              045487105     3016    88750 SH       SOLE                  88750
D ASTEC INDS INC COM             COM              046224101     5511   153500 SH       SOLE                 153500
D ASTORIA FINL CORP COM          COM              046265104     2294    74100 SH       SOLE                  74100
D ASYST TECHNOLOGIES INC COM     COM              04648X107      381    36600 SH       SOLE                  36600
D AT^T INC COM                   COM              00206R102   110777  4096788 SH       SOLE                4096788
D ATARI INC COM                  COM              04651M105       54    83900 SH       SOLE                  83900
D ATHEROGENICS INC COM           COM              047439104     1121    68700 SH       SOLE                  68700
D ATLAS AMER INC COM COM         COM              049167109     1955    40882 SH       SOLE                  40882
D ATMEL CORP COM                 COM              049513104     1337   283200 SH       SOLE                 283200
D ATMI INC COM                   COM              00207R101     2694    89200 SH       SOLE                  89200
D ATMOS ENERGY CORP COM          COM              049560105     2957   112300 SH       SOLE                 112300
D ATP OIL & GAS CORP COM         COM              00208J108     3052    69500 SH       SOLE                  69500
D ATWOOD OCEANICS INC COM        COM              050095108     3707    36700 SH       SOLE                  36700
D AUDIOVOX CORP CL A             COM              050757103      412    34500 SH       SOLE                  34500
D AUTHENTIDATE HLDG CORP COM     COM              052666104       75    19200 SH       SOLE                  19200
D AUTOBYTEL COM INC COM          COM              05275N106      131    27200 SH       SOLE                  27200
D AUTODESK INC COM               COM              052769106     5574   144700 SH       SOLE                 144700
D AUTOMATIC DATA PROCESSING INC  COM              053015103    28833   631200 SH       SOLE                 631200
D AUTONATION INC DEL COM         COM              05329W102     6952   322600 SH       SOLE                 322600
D AUTOZONE INC COM               COM              053332102    15183   152300 SH       SOLE                 152300
D AVANEX CORP COM STK            COM              05348W109      296    90700 SH       SOLE                  90700
D AVAYA INC COM                  COM              053499109     4100   362800 SH       SOLE                 362800
D AVERY DENNISON CORP COM        COM              053611109     3942    67400 SH       SOLE                  67400
D AVIALL INC NEW COM             COM              05366B102      720    18900 SH       SOLE                  18900
D AVICI SYS INC COM NEW          COM              05367L802       66    14900 SH       SOLE                  14900
D AVID TECH INC COM              COM              05367P100     1598    36775 SH       SOLE                  36775
D AVISTA CORP COM ISIN # US05379 COM              05379B107      644    31200 SH       SOLE                  31200
D AVNET INC COM                  COM              053807103     1749    68900 SH       SOLE                  68900
D AVOCENT CORP COM               COM              053893103      889    28000 SH       SOLE                  28000
D AVON PRODS INC COM USD0.25     COM              054303102     8999   288700 SH       SOLE                 288700
D AVX CORP COM                   COM              002444107     1859   105000 SH       SOLE                 105000
D AXCELIS TECHNOLOGIES INC COM S COM              054540109      366    62400 SH       SOLE                  62400
D AZTAR CORP COM                 COM              054802103      869    20700 SH       SOLE                  20700
D BADGER METER INC COM           COM              056525108      877    15400 SH       SOLE                  15400
D BAKER HUGHES INC COM           COM              057224107    31184   455900 SH       SOLE                 455900
D BALDOR ELEC CO COM             COM              057741100      440    13000 SH       SOLE                  13000
D BALDWIN & LYONS INC CL B       COM              057755209      364    13700 SH       SOLE                  13700
D BALL CORP COM                  COM              058498106     3099    70700 SH       SOLE                  70700
D BALLY TECHNOLOGIES INC COM STK COM              05874B107      474    27900 SH       SOLE                  27900
D BANCORPSOUTH INC COM           COM              059692103     1066    44400 SH       SOLE                  44400
D BANCTRUST FINL GROUP INC COM S COM              05978R107      337    15200 SH       SOLE                  15200
D BANDAG INC COM                 COM              059815100      515    12300 SH       SOLE                  12300
D BANK AMER CORP COM COM         COM              060505104   214117  4701734 SH       SOLE                4701734
D BANK N.Y. CO INC COM           COM              064057102    19267   534600 SH       SOLE                 534600
D BANKATLANTIC BANCORP INC CL A  COM              065908501      479    33300 SH       SOLE                  33300
D BANKRATE INC COM COM           COM              06646V108     1146    26300 SH       SOLE                  26300
D BANKUNITED FINL CORP CL A      COM              06652B103      422    15600 SH       SOLE                  15600
D BANNER CORP COM                COM              06652V109      432    12700 SH       SOLE                  12700
D BANTA CORP COM                 COM              066821109      775    14900 SH       SOLE                  14900
D BARD C R INC CAP               COM              067383109     4645    68500 SH       SOLE                  68500
D BARNES & NOBLE INC COM         COM              067774109     1660    35900 SH       SOLE                  35900
D BARNES GROUP INC COM           COM              067806109      559    13800 SH       SOLE                  13800
D BARR PHARMACEUTICALS INC COM   COM              068306109     2740    43500 SH       SOLE                  43500
D BARRICK GOLD CORP              COM              067901108     3814   140000 SH       SOLE                 140000
D BASSETT FURNITURE INDS INC COM COM              070203104      311    15600 SH       SOLE                  15600
D BAUSCH & LOMB INC COM          COM              071707103     2312    36300 SH       SOLE                  36300
D BAXTER INTL INC COM            COM              071813109    29189   752100 SH       SOLE                 752100
D BB^T CORP COM                  COM              054937107    13931   355375 SH       SOLE                 355375
D BCSB BANKCORP INC COM          COM              054948104      205    16100 SH       SOLE                  16100
D BE AEROSPACE INC COM           COM              073302101      957    38100 SH       SOLE                  38100
D BEA SYS INC COM                COM              073325102     3179   242100 SH       SOLE                 242100
D BEAR STEARNS COS INC COM       COM              073902108    24092   173700 SH       SOLE                 173700
D BEARINGPOINT INC COM COM       COM              074002106     1015   119600 SH       SOLE                 119600
D BEASLEY BROADCAST GROUP INC CL COM              074014101      131    10800 SH       SOLE                  10800
D BEAZER HOMES USA INC COM       COM              07556Q105     3508    53400 SH       SOLE                  53400
D BEBE STORES INC COM            COM              075571109     1013    55012 SH       SOLE                  55012
D BECKMAN COULTER INC COM        COM              075811109     2101    38500 SH       SOLE                  38500
D BECTON DICKINSON & CO COM      COM              075887109    16657   270500 SH       SOLE                 270500
D BED BATH BEYOND INC COM        COM              075896100     6973   181600 SH       SOLE                 181600
D BEL FUSE INC CL A              COM              077347201      423    15000 SH       SOLE                  15000
D BELDEN CDT INC COM             COM              077454106      344    12650 SH       SOLE                  12650
D BELLSOUTH CORP COM STK         COM              079860102    62613  1807000 SH       SOLE                1807000
D BELO CORP                      COM              080555105     1342    67500 SH       SOLE                  67500
D BEMIS CO INC COM               COM              081437105     1367    43300 SH       SOLE                  43300
D BENCHMARK ELECTRS INC COM      COM              08160H101     1001    26100 SH       SOLE                  26100
D BENIHANA INC CL A              COM              082047200      377    12200 SH       SOLE                  12200
D BENTLEY PHARMACEUTICALS INC CO COM              082657107      204    15500 SH       SOLE                  15500
D BERKLEY W R CORP COM           COM              084423102     3806    65550 SH       SOLE                  65550
D BERKSHIRE HATHAWAY INC DEL CL  COM              084670108    62342      690 SH       SOLE                    690
D BERKSHIRE HILLS BANCORP INC CO COM              084680107      241     6900 SH       SOLE                   6900
D BERRY PETE CO CL A CL A        COM              085789105      979    14300 SH       SOLE                  14300
D BEST BUY INC COM STK           COM              086516101    21519   384750 SH       SOLE                 384750
D BIG LOTS INC COM               COM              089302103     1025    73400 SH       SOLE                  73400
D BIG 5 SPORTING GOODS CORP COM  COM              08915P101      280    14300 SH       SOLE                  14300
D BIO RAD LABS INC CL A          COM              090572207     1041    16700 SH       SOLE                  16700
D BIOGEN IDEC INC COM STK        COM              09062X103    13692   290700 SH       SOLE                 290700
D BIOLASE TECH INC COM           COM              090911108      180    18900 SH       SOLE                  18900
D BIOMARIN PHARMACEUTICAL INC CO COM              09061G101      652    48600 SH       SOLE                  48600
D BIOMET INC COM                 COM              090613100     5836   164300 SH       SOLE                 164300
D BIOSITE INC COM                COM              090945106      519    10000 SH       SOLE                  10000
D BISYS GROUP INC COM            COM              055472104      981    72800 SH       SOLE                  72800
D BJ SVCS CO COM                 COM              055482103    10439   301700 SH       SOLE                 301700
D BJS RESTAURANTS INC COM        COM              09180C106      456    16900 SH       SOLE                  16900
D BJS WHSL CLUB INC COM STK      COM              05548J106     1390    44100 SH       SOLE                  44100
D BK GRANITE CORP COM            COM              062401104      324    16000 SH       SOLE                  16000
D BK HAW CORP COM                COM              062540109     1893    35500 SH       SOLE                  35500
D BK MUT CORP NEW COM STK        COM              063750103      462    39000 SH       SOLE                  39000
D BK OF THE OZARKS INC COM       COM              063904106      427    11700 SH       SOLE                  11700
D BLACK & DECKER CORP COM        COM              091797100    13876   159700 SH       SOLE                 159700
D BLACK BOX CORP DEL COM         COM              091826107      596    12400 SH       SOLE                  12400
D BLACK HILLS CORP COM           COM              092113109      785    23100 SH       SOLE                  23100
D BLACKBOARD INC COM             COM              091935502     2841   100000 SH       SOLE                 100000
D BLACKROCK INC CL A COM STK     COM              09247X101     1274     9100 SH       SOLE                   9100
D BLOCK H & R INC COM            COM              093671105    12797   591100 SH       SOLE                 591100
D BLOCKBUSTER INC CL A CL A ISIN COM              093679108       81    20500 SH       SOLE                  20500
D BLOUNT INTL INC NEW COM        COM              095180105      325    20200 SH       SOLE                  20200
D BLUE COAT SYS INC COM NEW      COM              09534T508      924    42500 SH       SOLE                  42500
D BLUE NILE INC COM              COM              09578R103     4346   123500 SH       SOLE                 123500
D BLUEGREEN CORP COM             COM              096231105      295    22300 SH       SOLE                  22300
D BLYTH INC COM                  COM              09643P108      458    21800 SH       SOLE                  21800
D BMC SOFTWARE INC COM STK       COM              055921100     3892   179700 SH       SOLE                 179700
D BOB EVANS FARMS INC COM        COM              096761101      535    18000 SH       SOLE                  18000
D BOEING CO COM                  COM              097023105    54278   696500 SH       SOLE                 696500
D BOK FINL CORP COM NEW          COM              05561Q201     1440    30282 SH       SOLE                  30282
D BOMBAY INC COM                 COM              097924104       94    28600 SH       SOLE                  28600
D BON-TON STORES INC COM         COM              09776J101      421    13000 SH       SOLE                  13000
D BORDERS GROUP INC COM STK      COM              099709107     1131    44800 SH       SOLE                  44800
D BORG WARNER INC COM            COM              099724106     1693    28200 SH       SOLE                  28200
D BORLAND SOFTWARE CORP COM      COM              099849101      285    52800 SH       SOLE                  52800
D BOSTON SCIENTIFIC CORP COM     COM              101137107    22096   958600 SH       SOLE                 958600
D BOWATER INC COM                COM              102183100      813    27500 SH       SOLE                  27500
D BOWNE & CO INC COM             COM              103043105      377    22600 SH       SOLE                  22600
D BOYD GAMING CORP COM           COM              103304101     2482    49700 SH       SOLE                  49700
D BRADLEY PHARMACEUTICALS INC CO COM              104576103      134     9000 SH       SOLE                   9000
D BRADY CORP CL A                COM              104674106     5012   133800 SH       SOLE                 133800
D BRIGGS & STRATTON CORP CAP     COM              109043109     2709    76600 SH       SOLE                  76600
D BRIGHT HORIZONS FAMILY SOLUTIO COM              109195107      558    14400 SH       SOLE                  14400
D BRIGHTPOINT INC COM NEW        COM              109473405     2215    71325 SH       SOLE                  71325
D BRINKER INTL INC COM           COM              109641100     9126   216000 SH       SOLE                 216000
D BRINKS CO COM STK              COM              109696104     1716    33800 SH       SOLE                  33800
D BRISTOL MYERS SQUIBB CO COM    COM              110122108    30782  1250800 SH       SOLE                1250800
D BRISTOW GROUP INC COM COM      COM              110394103      331    10700 SH       SOLE                  10700
D BROADCOM CORP CL A CL A        COM              111320107    19549   452950 SH       SOLE                 452950
D BROADVISION INC COM NEW        COM              111412607       15    33100 SH       SOLE                  33100
D BROADWING CORP COM             COM              11161E101      422    28630 SH       SOLE                  28630
D BROCADE COMMUNICATIONS SYS INC COM              111621108     1021   152800 SH       SOLE                 152800
D BROOKFIELD HOMES CORP COM      COM              112723101     1084    20900 SH       SOLE                  20900
D BROOKLINE BANCORP INC DEL COM  COM              11373M107      502    32400 SH       SOLE                  32400
D BROOKS AUTOMATION INC NEW COM  COM              114340102      687    48258 SH       SOLE                  48258
D BROWN & BROWN INC COM          COM              115236101     2536    76400 SH       SOLE                  76400
D BROWN SHOE INC NEW COM         COM              115736100      520     9900 SH       SOLE                   9900
D BROWN-FORMAN INC CL B NON-VTG  COM              115637209     4480    58200 SH       SOLE                  58200
D BRUKER BIOSCIENCES CORP COM ST COM              116794108      393    72700 SH       SOLE                  72700
D BRUNSWICK CORP COM             COM              117043109     2219    57100 SH       SOLE                  57100
D BRUSH ENGINEERED MATLS INC HLD COM              117421107      273    13800 SH       SOLE                  13800
D BRYN MAWR BK CORP COM STK      COM              117665109      346    15600 SH       SOLE                  15600
D BSTN BEER INC CL A             COM              100557107      473    18200 SH       SOLE                  18200
D BSTN COMMUNICATIONS GROUP INC  COM              100582105      193    73000 SH       SOLE                  73000
D BSTN PVT FINL HLDGS INC COM    COM              101119105      510    15100 SH       SOLE                  15100
D BUCKEYE TECHNOLOGIES INC COM   COM              118255108      233    25700 SH       SOLE                  25700
D BUCKLE INC COM                 COM              118440106      389     9500 SH       SOLE                   9500
D BUNGE LTD                      COM              G16962105     3114    55900 SH       SOLE                  55900
D BURL NORTHN SANTA FE CORP COM  COM              12189T104    40398   484800 SH       SOLE                 484800
D BWC FINL CORP CDT-COM STK      COM              056042104      424    12100 SH       SOLE                  12100
D C CORNET INC                   COM              125010108      225    25700 SH       SOLE                  25700
D C D I CORP COM                 COM              125071100      328    11400 SH       SOLE                  11400
D C D W CORP COM                 COM              12512N105    10611   180300 SH       SOLE                 180300
D C H ROBINSON WORLDWIDE INC COM COM              12541W209    13127   267400 SH       SOLE                 267400
D C^D TECHNOLOGIES INC COM       COM              124661109      164    17700 SH       SOLE                  17700
D CA INC COM COM                 COM              12673P105     9988   367071 SH       SOLE                 367071
D CA MICRO DEVICES CORP          COM              130439102      165    20900 SH       SOLE                  20900
D CA PIZZA KITCHEN INC COM ISIN  COM              13054D109      458    14100 SH       SOLE                  14100
D CA WTR SVC GROUP COM           COM              130788102      568    12600 SH       SOLE                  12600
D CABLEVISION NY GROUP CL A COM  COM              12686C109     3532   132300 SH       SOLE                 132300
D CABOT CORP COM                 COM              127055101     1220    35900 SH       SOLE                  35900
D CABOT MICROELECTRONICS CORP CO COM              12709P103      579    15600 SH       SOLE                  15600
D CABOT OIL & GAS CORP COM       COM              127097103     5078   105950 SH       SOLE                 105950
D CACHE INC COM NEW COM          COM              127150308      242    13200 SH       SOLE                  13200
D CACI INTL INC CL A             COM              127190304     1065    16200 SH       SOLE                  16200
D CADENCE DESIGN SYS INC COM     COM              127387108    11517   622900 SH       SOLE                 622900
D CALAMP CORP COM                COM              128126109      155    13200 SH       SOLE                  13200
D CALGON CARBON CORP COM         COM              129603106      156    25300 SH       SOLE                  25300
D CALLAWAY GOLF CO COM           COM              131193104      796    46300 SH       SOLE                  46300
D CAMBREX CORP COM               COM              132011107      336    17200 SH       SOLE                  17200
D CAMCO FINL CORP COM            COM              132618109      214    14900 SH       SOLE                  14900
D CAMPBELL SOUP CO COM           COM              134429109     8097   249900 SH       SOLE                 249900
D CANDELA CORP COM               COM              136907102      309    14300 SH       SOLE                  14300
D CANTEL MEDICAL CORP COM        COM              138098108      317    19350 SH       SOLE                  19350
D CAP CROSSING BK BSTN MASS COM  COM              140071101      223     7000 SH       SOLE                   7000
D CAP CY BK GROUP INC COM        COM              139674105      307     8625 SH       SOLE                   8625
D CAP TR INC MD CL A NEW         COM              14052H506      314    10100 SH       SOLE                  10100
D CAP 1 FNCL COM                 COM              14040H105    17722   220100 SH       SOLE                 220100
D CAPITALSOURCE INC COM          COM              14055X102      420    16895 SH       SOLE                  16895
D CAPITOL BANCORP LTD COM        COM              14056D105      430     9200 SH       SOLE                   9200
D CAPITOL FED FINL COM ISIN      COM              14057C106     1667    51600 SH       SOLE                  51600
D CAPSTEAD MTG CORP COM NO PAR   COM              14067E506       78    11000 SH       SOLE                  11000
D CAPSTONE TURBINE CORP COM STK  COM              14067D102      267    73300 SH       SOLE                  73300
D CARAUSTAR INDS INC COM         COM              140909102      223    21700 SH       SOLE                  21700
D CARBO CERAMICS INC COM         COM              140781105      871    15300 SH       SOLE                  15300
D CARDIAC SCI CORP COM           COM              14141A108      251    27527 SH       SOLE                  27527
D CARDINAL FINL CORP COM COM     COM              14149F109      344    25400 SH       SOLE                  25400
D CARDINAL HLTH INC              COM              14149Y108    23056   309400 SH       SOLE                 309400
D CARDIODYNAMICS INTL CORP COM   COM              141597104       84    47100 SH       SOLE                  47100
D CAREER ED CORP COM             COM              141665109     9640   255500 SH       SOLE                 255500
D CAREMARK RX INC COM            COM              141705103    15644   318100 SH       SOLE                 318100
D CARLISLE COMPANIES INC COM     COM              142339100     1284    15700 SH       SOLE                  15700
D CARMAX INC COM                 COM              143130102     2043    62500 SH       SOLE                  62500
D CARMIKE CINEMAS INC COM        COM              143436400      154     6400 SH       SOLE                   6400
D CARNIVAL CORP COM PAIRED       COM              143658300    32174   679200 SH       SOLE                 679200
D CARPENTER TECH CORP COM        COM              144285103     1475    15600 SH       SOLE                  15600
D CARRIER ACCESS CORP COM        COM              144460102      130    21600 SH       SOLE                  21600
D CARTER INC FORMERLY CARTER HLD COM              146229109     1478    21900 SH       SOLE                  21900
D CASCADE BANCORP COM            COM              147154108      425    14375 SH       SOLE                  14375
D CASCADE CORP COM               COM              147195101      502     9500 SH       SOLE                   9500
D CASCADE FINL CORP WA EFF 03-24 COM              147272108      243    12800 SH       SOLE                  12800
D CASCADE NAT GAS CORP COM       COM              147339105      347    17600 SH       SOLE                  17600
D CASELLA WASTE SYS INC CL A COM COM              147448104      243    17100 SH       SOLE                  17100
D CASEYS GEN STORES INC COM      COM              147528103     2733   119500 SH       SOLE                 119500
D CASH AMER INVTS INC COM        COM              14754D100      573    19100 SH       SOLE                  19100
D CASUAL MALE RETAIL GROUP INC C COM              148711104      243    24900 SH       SOLE                  24900
D CATALINA MARKETING CORP COM    COM              148867104      718    31100 SH       SOLE                  31100
D CATAPULT COMMUNICATIONS CORP C COM              149016107      146    11000 SH       SOLE                  11000
D CATERPILLAR INC COM            COM              149123101    56615   788400 SH       SOLE                 788400
D CATHAY GENERAL BANCORP INC COM COM              149150104     1220    32400 SH       SOLE                  32400
D CATO CORP NEW CL A             COM              149205106     3622   151800 SH       SOLE                 151800
D CAVALIER HOMES INC COM COM     COM              149507105      252    36000 SH       SOLE                  36000
D CAVCO INDS INC DEL COM STK     COM              149568107      525    10800 SH       SOLE                  10800
D CBIZ INC COM                   COM              124805102      406    50700 SH       SOLE                  50700
D CBRL GROUP INC COM STK         COM              12489V106     1085    24700 SH       SOLE                  24700
D CBS CORP NEW CL B              COM              124857202    18240   760650 SH       SOLE                 760650
D CEC ENTMT INC COM              COM              125137109      481    14300 SH       SOLE                  14300
D CEDAR SHOPPING CTRS INC COM NE COM              150602209      242    15300 SH       SOLE                  15300
D CELADON GROUP INC COM COM      COM              150838100      404    18450 SH       SOLE                  18450
D CELGENE CORP COM               COM              151020104     8384   189600 SH       SOLE                 189600
D CELL GENESYS INC COM           COM              150921104      210    26300 SH       SOLE                  26300
D CELL THERAPEUTICS INC CDT-COM  COM              150934107       49    25500 SH       SOLE                  25500
D CENDANT CORP COM STK           COM              151313103    22664  1306300 SH       SOLE                1306300
D CENT EUROPEAN DISTR CORP COM S COM              153435102      525    13650 SH       SOLE                  13650
D CENT GARDEN & PET CO COM       COM              153527106      606    11400 SH       SOLE                  11400
D CENT PAC FINL CORP COM         COM              154760102      867    23614 SH       SOLE                  23614
D CENT PKG CORP COM              COM              154785109      403    25200 SH       SOLE                  25200
D CENT VA BANKSHARES INC COM     COM              155792104      308    10920 SH       SOLE                  10920
D CENT VT PUB SVC CORP COM       COM              155771108      210     9900 SH       SOLE                   9900
D CENTENE CORP DEL COM           COM              15135B101      764    26200 SH       SOLE                  26200
D CENTENNIAL COMMUNICATIONS CORP COM              15133V208      888   121200 SH       SOLE                 121200
D CENTER BANCORP INC COM         COM              151408101      206    17309 SH       SOLE                  17309
D CENTERPOINT ENERGY INC COM     COM              15189T107     2059   172600 SH       SOLE                 172600
D CENTEX CORP COM                COM              152312104    12720   205200 SH       SOLE                 205200
D CENTRACORE PPTYS TR COM        COM              15235H107      273    10900 SH       SOLE                  10900
D CENTURYTEL INC COM COM STK     COM              156700106     3208    82000 SH       SOLE                  82000
D CENTY ALUM CO COM              COM              156431108      654    15400 SH       SOLE                  15400
D CENTY BANCORP INC MASS CL A NO COM              156432106      226     7800 SH       SOLE                   7800
D CEPHALON INC CON               COM              156708109     4380    72700 SH       SOLE                  72700
D CEPHEID INC COM                COM              15670R107      270    29500 SH       SOLE                  29500
D CERADYNE INC DEL COM           COM              156710105     2428    48650 SH       SOLE                  48650
D CERES GROUP INC COM            COM              156772105      181    32700 SH       SOLE                  32700
D CERIDIAN CORP NEW COM COM      COM              156779100     2275    89400 SH       SOLE                  89400
D CERNER CORP COM                COM              156782104     2107    44400 SH       SOLE                  44400
D CEVA INC COM                   COM              157210105      138    20800 SH       SOLE                  20800
D CH & DWIGHT INC COM            COM              171340102     4504   122000 SH       SOLE                 122000
D CH ENERGY GROUP INC COM        COM              12541M102      427     8900 SH       SOLE                   8900
D CHAMPION ENTERPRISES INC COM   COM              158496109     2202   147200 SH       SOLE                 147200
D CHAMPPS ENTMT INC DEL COM      COM              158787101      206    25000 SH       SOLE                  25000
D CHAPARRAL STL CO DEL COM STK   COM              159423102      961    14800 SH       SOLE                  14800
D CHARLES RIV LAB INTL INC COM   COM              159864107     4195    85568 SH       SOLE                  85568
D CHARLOTTE RUSSE HLDG INC COM I COM              161048103      353    16500 SH       SOLE                  16500
D CHARMING SHOPPES INC COM       COM              161133103     8190   550800 SH       SOLE                 550800
D CHARTER COMMUNICATIONS INC DEL COM              16117M107      208   190800 SH       SOLE                 190800
D CHARTER FINL CORP W PT GA COM  COM              16122M100      438    11500 SH       SOLE                  11500
D CHATTEM INC COM                COM              162456107      531    14100 SH       SOLE                  14100
D CHECKERS DRIVE-IN RESTAURANTS  COM              162809305      268    18100 SH       SOLE                  18100
D CHECKFREE CORP NEW COM         COM              162813109     8661   171500 SH       SOLE                 171500
D CHECKPOINT SYS INC             COM              162825103      430    16000 SH       SOLE                  16000
D CHEESECAKE FACTORY INC COM     COM              163072101     1691    45150 SH       SOLE                  45150
D CHEM FINL CORP COM             COM              163731102      665    20580 SH       SOLE                  20580
D CHEMED CORP NEW COM            COM              16359R103      866    14600 SH       SOLE                  14600
D CHEMTURA CORP COM              COM              163893100     1602   136025 SH       SOLE                 136025
D CHENIERE ENERGY INC COM NEW    COM              16411R208      243     6000 SH       SOLE                   6000
D CHEROKEE INC DEL NEW COM       COM              16444H102      318     7900 SH       SOLE                   7900
D CHES ENERGY CORP COM           COM              165167107     5403   172000 SH       SOLE                 172000
D CHES UTILS CORP COM            COM              165303108      422    13500 SH       SOLE                  13500
D CHEVRON CORP COM               COM              166764100   136105  2347860 SH       SOLE                2347860
D CHGO MERCANTILE EXCHANGE HLDGS COM              167760107     9084    20300 SH       SOLE                  20300
D CHICOS FAS INC COM             COM              168615102     8831   217300 SH       SOLE                 217300
D CHILDRENS PL RETAIL STORES INC COM              168905107     1025    17700 SH       SOLE                  17700
D CHIQUITA BRANDS INTL INC COM C COM              170032809      448    26700 SH       SOLE                  26700
D CHIRON CORP COM                COM              170040109     5296   115600 SH       SOLE                 115600
D CHITTENDEN CORP COM            COM              170228100      739    25500 SH       SOLE                  25500
D CHOICE HOTELS INTL INC COM     COM              169905106     2170    47400 SH       SOLE                  47400
D CHOICEPOINT INC COM            COM              170388102     9764   218200 SH       SOLE                 218200
D CHOLESTECH CORP COM            COM              170393102      341    26200 SH       SOLE                  26200
D CHORDIANT SOFTWARE INC COM STK COM              170404107      162    46300 SH       SOLE                  46300
D CHRISTOPHER & BANKS CORP COM   COM              171046105      562    24200 SH       SOLE                  24200
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D D R HORTON INC COM             COM              23331A109     6308   189900 SH       SOLE                 189900
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D EBAY INC COM COM               COM              278642103    33818   865800 SH       SOLE                 865800
D ECHELON CORP OC-COM STK        COM              27874N105      253    26800 SH       SOLE                  26800
D ECHOSTAR COMMUNICATIONS CORP N COM              278762109     4343   145400 SH       SOLE                 145400
D ECLIPSYS CORP COM              COM              278856109      779    33000 SH       SOLE                  33000
D ECOLAB INC COM                 COM              278865100    10138   265400 SH       SOLE                 265400
D ECOLLEGE COM COM               COM              27887E100      292    15500 SH       SOLE                  15500
D ED MGMT CORP COM               COM              28139T101    11477   275900 SH       SOLE                 275900
D EDISON INTL COM COM            COM              281020107    10295   250000 SH       SOLE                 250000
D EDO CORP COM                   COM              281347104      293     9500 SH       SOLE                   9500
D EDWARDS A.G INC COM            COM              281760108     2438    48900 SH       SOLE                  48900
D EDWARDS LIFESCIENCES CORP COM  COM              28176E108     1640    37700 SH       SOLE                  37700
D EFUNDS CORP COM COM STK ISIN#  COM              28224R101      780    30200 SH       SOLE                  30200
D EGL INC COM                    COM              268484102     1260    28000 SH       SOLE                  28000
D EL PASO CORP COM               COM              28336L109     6444   534800 SH       SOLE                 534800
D EL PASO ELEC CO COM NEW        COM              283677854     2441   128200 SH       SOLE                 128200
D ELECTR ARTS COM                COM              285512109    10408   190200 SH       SOLE                 190200
D ELECTR DATA SYS CORP NEW COM   COM              285661104    10957   408400 SH       SOLE                 408400
D ELECTRO RENT CORP COM          COM              285218103      401    23600 SH       SOLE                  23600
D ELECTRO SCIENTIFIC INDS INC CO COM              285229100      412    18600 SH       SOLE                  18600
D ELECTRONICS FOR IMAGING INC CO COM              286082102      892    31900 SH       SOLE                  31900
D ELI LILLY & CO COM             COM              532457108    60952  1102200 SH       SOLE                1102200
D ELIZABETH ARDEN INC COM        COM              28660G106      406    17400 SH       SOLE                  17400
D ELKCORP COM                    COM              287456107      385    11400 SH       SOLE                  11400
D EMBARCADERO TECHNOLOGIES INC C COM              290787100      136    19400 SH       SOLE                  19400
D EMC CORP COM COM               COM              268648102    37459  2748300 SH       SOLE                2748300
D EMC INS GROUP INC COM COM      COM              268664109      276     9900 SH       SOLE                   9900
D EMCOR GROUP INC COM            COM              29084Q100     1381    27800 SH       SOLE                  27800
D EMDEON CORP COM                COM              290849108     2037   188600 SH       SOLE                 188600
D EMERITUS CORP COM STK          COM              291005106      572    26500 SH       SOLE                  26500
D EMERSON ELEC CO COM            COM              291011104    33728   403300 SH       SOLE                 403300
D EMMIS COMMUNICATIONS CORP      COM              291525103      568    35500 SH       SOLE                  35500
D EMPIRE DIST ELEC CO COM        COM              291641108      282    12700 SH       SOLE                  12700
D EMPIRE RESORTS INC COM STOCK   COM              292052107       71    13700 SH       SOLE                  13700
D EMS TECHNOLOGIES INC COM       COM              26873N108      173     9600 SH       SOLE                   9600
D EMULEX CORP COM NEW            COM              292475209      856    50100 SH       SOLE                  50100
D ENBRIDGE ENERGY MGMT L L C COM COM              CKC50X106        0    70648 SH       SOLE                  70648
D ENCORE ACQSTN CO COM           COM              29255W100      707    22800 SH       SOLE                  22800
D ENCORE CAP GROUP INC COM       COM              292554102      246    16700 SH       SOLE                  16700
D ENCORE MED CORP COM            COM              29256E109      366    71414 SH       SOLE                  71414
D ENCORE WIRE CORP COM           COM              292562105      625    18450 SH       SOLE                  18450
D ENCYSIVE PHARMACEUTICALS INC C COM              29256X107      170    34800 SH       SOLE                  34800
D ENDO PHARMACEUTICALS HLDGS INC COM              29264F205     2559    78000 SH       SOLE                  78000
D ENDOLOGIX INC COM              COM              29266S106      187    39400 SH       SOLE                  39400
D ENERGEN CORP COM               COM              29265N108     1106    31600 SH       SOLE                  31600
D ENERGIZER HLDGS INC COM        COM              29266R108     7409   139800 SH       SOLE                 139800
D ENERGY E. CORP COM             COM              29266M109     4053   166800 SH       SOLE                 166800
D ENERGY PARTNERS LTD OC-COM     COM              29270U105      344    14600 SH       SOLE                  14600
D ENERGYSOUTH INC COM STK        COM              292970100      324    10200 SH       SOLE                  10200
D ENGELHARD CORP COM             COM              292845104     3288    83000 SH       SOLE                  83000
D ENNIS INC COM                  COM              293389102      246    12600 SH       SOLE                  12600
D ENPATH MED INC COM STK         COM              29355Y105      129    13200 SH       SOLE                  13200
D ENPRO INDS INC COM             COM              29355X107      490    14300 SH       SOLE                  14300
D ENSCO INTL INC COM             COM              26874Q100     8587   166900 SH       SOLE                 166900
D ENTEGRIS INC COM               COM              29362U104      903    84861 SH       SOLE                  84861
D ENTERCOM COMMUNICATIONS CORP C COM              293639100      818    29300 SH       SOLE                  29300
D ENTERGY CORP NEW COM           COM              29364G103    16304   236500 SH       SOLE                 236500
D ENTRAVISION COMMUNICATIONS COR COM              29382R107      393    42900 SH       SOLE                  42900
D ENTRUST INC                    COM              293848107      202    44900 SH       SOLE                  44900
D ENZO BIOCHEM INC COM           COM              294100102      316    23415 SH       SOLE                  23415
D ENZON PHARMACEUTICALS INC COM  COM              293904108      237    29200 SH       SOLE                  29200
D EOG RESOURCES INC COM          COM              26875P101    15199   211100 SH       SOLE                 211100
D EPICOR SOFTWARE CORP COM       COM              29426L108      419    31200 SH       SOLE                  31200
D EPIX PHARMACEUTICALS INC COM   COM              26881Q101       57    16400 SH       SOLE                  16400
D EQUIFAX INC COM                COM              294429105     3087    82900 SH       SOLE                  82900
D EQUINIX INC COM NEW            COM              29444U502     3673    57200 SH       SOLE                  57200
D EQUITABLE RES INC COM          COM              294549100     2242    61400 SH       SOLE                  61400
D EQUITY LIFESTYLE PPTYS INC COM COM              29472R108      841    16900 SH       SOLE                  16900
D ERESEARCH TECH INC COM         COM              29481V108      445    30900 SH       SOLE                  30900
D ERIE INDTY CO CL A             COM              29530P102     2011    38200 SH       SOLE                  38200
D ESB FINL CORP COM              COM              26884F102      449    37375 SH       SOLE                  37375
D ESCALA GROUP INC COM           COM              29605W107      511    19500 SH       SOLE                  19500
D ESCALADE INC COM COM           COM              296056104      122    11000 SH       SOLE                  11000
D ESCALON MED CORP               COM              296074305       50    10700 SH       SOLE                  10700
D ESCO TECHNOLOGIES INC          COM              296315104     1094    21600 SH       SOLE                  21600
D ESPEED INC CL A                COM              296643109      189    23700 SH       SOLE                  23700
D ESS TECH INC COM               COM              269151106       84    25300 SH       SOLE                  25300
D ESTERLINE TECHNOLOGIES CORP CO COM              297425100     6622   154900 SH       SOLE                 154900
D ETHAN ALLEN INTERIORS INC COM  COM              297602104      832    19800 SH       SOLE                  19800
D EURONET WORLDWIDE INC          COM              298736109      772    20400 SH       SOLE                  20400
D EVEREST RE GROUP COM           COM              G3223R108     4734    50700 SH       SOLE                  50700
D EV3 INC COM COM                COM              26928A200      418    23623 SH       SOLE                  23623
D EXACTECH INC COM               COM              30064E109      242    17300 SH       SOLE                  17300
D EXAR CORP COM                  COM              300645108      348    24400 SH       SOLE                  24400
D EXCEL TECH INC COM             COM              30067T103      250     8500 SH       SOLE                   8500
D EXCHANGE NATL BANCSHARES INC C COM              301309100      214     7200 SH       SOLE                   7200
D EXELIXIS INC COM STK ISIN# US3 COM              30161Q104      608    50600 SH       SOLE                  50600
D EXELON CORP COM                COM              30161N101    41648   787300 SH       SOLE                 787300
D EXPEDIA INC DEL COM            COM              30212P105     4660   229894 SH       SOLE                 229894
D EXPEDITORS INTL WASH INC COM   COM              302130109     8579    99300 SH       SOLE                  99300
D EXPRESS SCRIPTS INC COM        COM              302182100     9010   102500 SH       SOLE                 102500
D EXPRESSJET HLDGS INC COM       COM              30218U108      199    26700 SH       SOLE                  26700
D EXTREME NETWORKS INC COM       COM              30226D106      394    78400 SH       SOLE                  78400
D EXXON MOBIL CORP COM           COM              30231G102   346701  5696700 SH       SOLE                5696700
D F N B CORP N C COM COM         COM              302519103      272    13300 SH       SOLE                  13300
D F N B CORP PA COM              COM              302520101      525    30700 SH       SOLE                  30700
D F N B CORP VA COM STK          COM              302930102      234     6900 SH       SOLE                   6900
D F P L GROUP INC COM            COM              302571104    15028   374400 SH       SOLE                 374400
D FACTSET RESH SYS INC COM       COM              303075105     1384    31200 SH       SOLE                  31200
D FAIR ISAAC CORPORATION COM     COM              303250104     6803   171700 SH       SOLE                 171700
D FAIRCHILD SEMICONDUCTOR INTL I COM              303726103     1320    69200 SH       SOLE                  69200
D FALCONSTOR SOFTWARE INC COM CO COM              306137100      317    33500 SH       SOLE                  33500
D FAMILY DLR STORES INC COM      COM              307000109     2796   105100 SH       SOLE                 105100
D FARMERS CAP BK CORP COM        COM              309562106      348    11000 SH       SOLE                  11000
D FARO TECHNOLOGIES INC COM      COM              311642102      155    10900 SH       SOLE                  10900
D FASTENAL CO COM                COM              311900104     8180   172800 SH       SOLE                 172800
D FBL FINL GROUP INC CL A        COM              30239F106      813    23600 SH       SOLE                  23600
D FDRY NETWORKS INC COM          COM              35063R100     1495    82300 SH       SOLE                  82300
D FED SIGNAL CORP COM            COM              313855108      500    27000 SH       SOLE                  27000
D FEDEX CORP COM                 COM              31428X106    39168   346800 SH       SOLE                 346800
D FEDT DEPT STORES INC DEL COM   COM              31410H101    13084   179230 SH       SOLE                 179230
D FEDT INVESTORS INC CL B        COM              314211103     5459   139800 SH       SOLE                 139800
D FEI CO COM                     COM              30241L109      443    22300 SH       SOLE                  22300
D FERRO CORP COM                 COM              315405100      444    22200 SH       SOLE                  22200
D FHLMC COM COM                  COM              313400301    43170   707700 SH       SOLE                 707700
D FID NATL FINL INC COM          COM              316326107     7602   213950 SH       SOLE                 213950
D FID NATL TITLE GROUP INC CL A  COM              31620R105      343    15067 SH       SOLE                  15067
D FID SOUTHN CORP NEW COM STK    COM              316394105      358    20100 SH       SOLE                  20100
D FIDELITY BANKSHARES INC NEW CO COM              31604Q107      409    12150 SH       SOLE                  12150
D FIDELITY NATL INFORMATION SERV COM              31620M106     1557    38400 SH       SOLE                  38400
D FILENET CORP COM               COM              316869106      643    23800 SH       SOLE                  23800
D FINANCIAL INSTNS INC COM       COM              317585404      247    13100 SH       SOLE                  13100
D FINISAR CORP COM               COM              31787A101      690   139400 SH       SOLE                 139400
D FINISH LINE INC CL A           COM              317923100      322    19600 SH       SOLE                  19600
D FINL FED CORP COM              COM              317492106      536    18300 SH       SOLE                  18300
D FINL INDS CORP COM             COM              317574101      133    15700 SH       SOLE                  15700
D FINLAY ENTERPRISES INC COM NEW COM              317884203      116    11300 SH       SOLE                  11300
D FIRST ACCEP CORP COM STK       COM              318457108      305    22900 SH       SOLE                  22900
D FIRST CASH FINANCIAL SERVICES  COM              31942D107      450    22500 SH       SOLE                  22500
D FIRST DATA CORP COM            COM              319963104    26383   563500 SH       SOLE                 563500
D FIRST FINL CORP IND COM COM    COM              320218100      286     9600 SH       SOLE                   9600
D FIRST FINL SVC CORP COM COM    COM              32022D108      360    11990 SH       SOLE                  11990
D FIRST HORIZON PHARMACEUTICAL C COM              32051K106      580    23000 SH       SOLE                  23000
D FIRST IND CORP COM             COM              32054R108      541    19375 SH       SOLE                  19375
D FIRST MARINER BANCORP COM      COM              320795107      207    10800 SH       SOLE                  10800
D FIRST MIDWEST BANCORP INC DEL  COM              320867104     4032   110250 SH       SOLE                 110250
D FIRST MUT BANCSHARES INC COM I COM              32190E102      265    10300 SH       SOLE                  10300
D FIRST OAK BROOK BANCSHARES INC COM              335847208      265     9900 SH       SOLE                   9900
D FIRST SOUTH BANCORP INC VA COM COM              33646W100      449    11850 SH       SOLE                  11850
D FIRST UTD CORP COM COM         COM              33741H107      304    13300 SH       SOLE                  13300
D FIRSTENERGY CORP COM           COM              337932107    24553   502100 SH       SOLE                 502100
D FIRSTFED FINL CORP DEL COM     COM              337907109      526     8800 SH       SOLE                   8800
D FIRSTMERIT CORP COM            COM              337915102     1507    61100 SH       SOLE                  61100
D FISERV INC COM                 COM              337738108     9340   219500 SH       SOLE                 219500
D FISHER SCIENTIFIC INTL INC COM COM              338032204     4437    65200 SH       SOLE                  65200
D FL ROCK INDS INC COM           COM              341140101     1459    25950 SH       SOLE                  25950
D FLAGSTAR BANCORP INC COM       COM              337930101      544    36000 SH       SOLE                  36000
D FLEETWOOD ENTERPRISES INC COM  COM              339099103      332    29700 SH       SOLE                  29700
D FLEXSTEEL INDS INC COM         COM              339382103      137     9900 SH       SOLE                   9900
D FLIR SYS INC COM               COM              302445101      943    33200 SH       SOLE                  33200
D FLORIDA EAST COAST INDS COM    COM              340632108     1245    23100 SH       SOLE                  23100
D FLORIDA PUB UTILS CO COM COM   COM              341135101      327    23100 SH       SOLE                  23100
D FLOWERS FOODS INC COM COM      COM              343498101     1314    44250 SH       SOLE                  44250
D FLOWSERVE CORP COM             COM              34354P105     1989    34100 SH       SOLE                  34100
D FLUOR CORP NEW COM             COM              343412102     4299    50100 SH       SOLE                  50100
D FMC CORP COM (NEW)             COM              302491303     1295    20900 SH       SOLE                  20900
D FMC TECHNOLOGIES INC COM       COM              30249U101     1885    36800 SH       SOLE                  36800
D FMR BROS CO DEL                COM              307675108      225    10070 SH       SOLE                  10070
D FMS FINL CORP COM              COM              302509104      232    12700 SH       SOLE                  12700
D FNMA COM STOCK                 COM              313586109    47026   914900 SH       SOLE                 914900
D FOOT LOCKER INC COM            COM              344849104     1999    83700 SH       SOLE                  83700
D FOOTHILL INDPT BANCORP COM     COM              344905104      466    17875 SH       SOLE                  17875
D FORD MTR CO DEL COM PAR $0.01  COM              345370860     9585  1204200 SH       SOLE                1204200
D FOREST CY ENTERPRISES INC CL A COM              345550107     2310    49000 SH       SOLE                  49000
D FOREST LAB INC COM             COM              345838106    13492   302300 SH       SOLE                 302300
D FOREST OIL CORP COM PAR $0.01  COM              346091705     1093    29400 SH       SOLE                  29400
D FORMFACTOR INC COM STK         COM              346375108      904    23000 SH       SOLE                  23000
D FORRESTER RESH INC COM         COM              346563109      348    15600 SH       SOLE                  15600
D FORTUNE BRANDS INC COM STK     COM              349631101    10369   128600 SH       SOLE                 128600
D FOSSIL INC COM                 COM              349882100      856    46050 SH       SOLE                  46050
D FOUNDATION COAL HLDGS INC COM  COM              35039W100      329     8000 SH       SOLE                   8000
D FPIC INS GROUP INC COM         COM              302563101      359     9500 SH       SOLE                   9500
D FR CUSIP NATL PENN BANCSHARES  COM              GDH138104        0    50000 SH       SOLE                  50000
D FREDS INC CL A                 COM              356108100      324    24400 SH       SOLE                  24400
D FREEPORT MCMORAN C & G CL B CO COM              35671D857     9205   154000 SH       SOLE                 154000
D FREESCALE SEMICONDUCTOR INC CL COM              35687M206     6946   250143 SH       SOLE                 250143
D FREMONT GEN CORP COM           COM              357288109     1052    48800 SH       SOLE                  48800
D FRESH DEL MONTE PRODUCE INC CO COM              G36738105      662    31300 SH       SOLE                  31300
D FRIENDLY ICE CREAM CORP NEW CO COM              358497105      116    15300 SH       SOLE                  15300
D FRKLN ELEC INC COM             COM              353514102      393     7200 SH       SOLE                   7200
D FRKLN RES INC COM              COM              354613101    18999   201600 SH       SOLE                 201600
D FRONTIER FINL CORP WASH CDT-CO COM              35907K105      446    13500 SH       SOLE                  13500
D FRONTIER OIL CORP COM          COM              35914P105     3110    52400 SH       SOLE                  52400
D FSI INTL INC COM               COM              302633102      126    24000 SH       SOLE                  24000
D FTI CONSULTING INC COM         COM              302941109      864    30300 SH       SOLE                  30300
D FUELCELL ENERGY INC COM COM    COM              35952H106      307    26800 SH       SOLE                  26800
D FULLER H B CO COM              COM              359694106      750    14600 SH       SOLE                  14600
D FULTON FINL CORP PA COM        COM              360271100     1684    97893 SH       SOLE                  97893
D FURNITURE BRANDS INTL INC COM  COM              360921100      792    32300 SH       SOLE                  32300
D FWD AIR CORP COM               COM              349853101      755    20250 SH       SOLE                  20250
D FX ENERGY INC COM              COM              302695101      137    26200 SH       SOLE                  26200
D F5 NETWORKS INC COM STK        COM              315616102     3059    42200 SH       SOLE                  42200
D G & K SVCS INC CL A            COM              361268105      600    14100 SH       SOLE                  14100
D GA GULF CORP COM PAR $0.01     COM              373200203      465    17900 SH       SOLE                  17900
D GALLAGHER ARTHUR J & CO COM    COM              363576109     3140   112900 SH       SOLE                 112900
D GAMCO INVS INC COM             COM              361438104      324     8100 SH       SOLE                   8100
D GAMESTOP CORP NEW CL A         COM              36467W109     1200    25458 SH       SOLE                  25458
D GAMESTOP CORP NEW CL B         COM              36467W208      661    15253 SH       SOLE                  15253
D GANNETT INC COM                COM              364730101    23003   383900 SH       SOLE                 383900
D GAP INC COM                    COM              364760108    21082  1128600 SH       SOLE                1128600
D GARDNER DENVER INC COM         COM              365558105    11495   176300 SH       SOLE                 176300
D GARMIN GARMIN CORPORATION      COM              G37260109      945    11900 SH       SOLE                  11900
D GARTNER INC COM                COM              366651107     1108    79400 SH       SOLE                  79400
D GATEWAY INC COM                COM              367626108      447   203900 SH       SOLE                 203900
D GATX CORP COM                  COM              361448103     1425    34500 SH       SOLE                  34500
D GAYLORD ENTMT CO NEW COM       COM              367905106     2287    50400 SH       SOLE                  50400
D GEMSTAR-TV GUIDE INTL INC COM  COM              36866W106      798   258100 SH       SOLE                 258100
D GEN CABLE CORP DEL NEW COM     COM              369300108      789    26000 SH       SOLE                  26000
D GEN COMMUNICATION INC CL A     COM              369385109      411    34000 SH       SOLE                  34000
D GEN DYNAMICS CORP COM          COM              369550108    30723   480200 SH       SOLE                 480200
D GEN MILLS INC COM              COM              370334104    23891   471400 SH       SOLE                 471400
D GEN-PROBE INC NEW COM          COM              36866T103     1610    29200 SH       SOLE                  29200
D GENCORP INC COM                COM              368682100      489    23800 SH       SOLE                  23800
D GENENTECH INC COM STK          COM              368710406    36289   429400 SH       SOLE                 429400
D GENERAL ELEC CO COM COM        COM              369604103   316561  9101800 SH       SOLE                9101800
D GENERAL MARITIME CORP COM      COM              Y2692M103     1414    42400 SH       SOLE                  42400
D GENERAL MOTORS CORP COMMON STO COM              370442105     9846   462900 SH       SOLE                 462900
D GENESCO INC COM                COM              371532102     6362   163600 SH       SOLE                 163600
D GENESEE & WYO INC CL A         COM              371559105      414    13500 SH       SOLE                  13500
D GENESIS HEALTHCARE CORP COM ST COM              37184D101     4047    92100 SH       SOLE                  92100
D GENESIS MICROCHIP INC DEL COM  COM              37184C103     1128    66200 SH       SOLE                  66200
D GENLYTE GROUP INC COM          COM              372302109      995    14600 SH       SOLE                  14600
D GENTA INC COM NEW              COM              37245M207      109    50300 SH       SOLE                  50300
D GENTEX CORP COM                COM              371901109     1610    92200 SH       SOLE                  92200
D GENTIVA HLTH SVCS INC COM      COM              37247A102      328    18000 SH       SOLE                  18000
D GENUINE PARTS CO COM           COM              372460105     7416   169200 SH       SOLE                 169200
D GENWORTH FINL INC COM CL A     COM              37247D106     4968   148600 SH       SOLE                 148600
D GENZYME CORP COM               COM              372917104    11400   169592 SH       SOLE                 169592
D GEO GROUP INC COM STK          COM              36159R103      300     9000 SH       SOLE                   9000
D GERMAN AMERN BANCORP COM       COM              373865104      175    13000 SH       SOLE                  13000
D GERON CORP COM                 COM              374163103      206    24800 SH       SOLE                  24800
D GETTY IMAGES INC COM           COM              374276103     2553    34100 SH       SOLE                  34100
D GEVITY HR INC COM STK          COM              374393106      330    13500 SH       SOLE                  13500
D GIANT INDS INC COM             COM              374508109     1808    26000 SH       SOLE                  26000
D GIBRALTAR INDS INC COM         COM              374689107      451    15300 SH       SOLE                  15300
D GILEAD SCI INC COM             COM              375558103    21646   347900 SH       SOLE                 347900
D GLACIER BANCORP INC NEW COM    COM              37637Q105      636    20468 SH       SOLE                  20468
D GLAMIS GOLD LTD COM            COM              376775102     2337    71500 SH       SOLE                  71500
D GLATFELTER                     COM              377316104      460    25100 SH       SOLE                  25100
D GLOBAL IMAGING SYS INC COM     COM              37934A100     5864   154400 SH       SOLE                 154400
D GLOBAL INDS LTD COM            COM              379336100      924    63800 SH       SOLE                  63800
D GLOBAL PMTS INC COM            COM              37940X102    13910   262400 SH       SOLE                 262400
D GLOBAL PWR EQUIP GROUP INC COM COM              37941P108       75    19500 SH       SOLE                  19500
D GLOBALSANTAFE CORP GLOBAL SANT COM              G3930E101     8384   138000 SH       SOLE                 138000
D GNT PRIDECO INC COM STK ISIN#  COM              38821G101     7030   164100 SH       SOLE                 164100
D GOLDEN W. FNCL CORP COM        COM              381317106    16894   248800 SH       SOLE                 248800
D GOLDMAN SACHS GROUP INC COM CO COM              38141G104    84209   536500 SH       SOLE                 536500
D GOODRICH CORPORATION           COM              382388106     4396   100800 SH       SOLE                 100800
D GOODRICH PETE CORP COM NEW     COM              382410405      767    28400 SH       SOLE                  28400
D GOODYEAR TIRE & RUBBER CO COM  COM              382550101     1720   118800 SH       SOLE                 118800
D GOOGLE INC CL A CL A           COM              38259P508    51987   133300 SH       SOLE                 133300
D GORMAN RUPP CO COM             COM              383082104      339    13875 SH       SOLE                  13875
D GRACE W R & CO DEL NEW COM STK COM              38388F108      815    61300 SH       SOLE                  61300
D GRACO INC COM                  COM              384109104     6624   145800 SH       SOLE                 145800
D GRAFTECH INTL LTD COM          COM              384313102      333    54600 SH       SOLE                  54600
D GRAINGER W W INC COM           COM              384802104     9012   119600 SH       SOLE                 119600
D GRANITE CONST INC COM          COM              387328107     4196    86200 SH       SOLE                  86200
D GRAY T.V INC COM CL B          COM              389375106      237    28200 SH       SOLE                  28200
D GREAT AMERN FINL RES INC COM   COM              389915109      730    37000 SH       SOLE                  37000
D GREAT ATLC & PAC TEA CO INC CO COM              390064103     1757    50300 SH       SOLE                  50300
D GREAT PLAINS ENERGY INC COM    COM              391164100     1174    41700 SH       SOLE                  41700
D GREAT SOUTHN BANCORP INC COM   COM              390905107      214     7400 SH       SOLE                   7400
D GREATBATCH INC COM COM         COM              39153L106      283    12900 SH       SOLE                  12900
D GREENBRIER COS INC COM STK     COM              393657101      661    16500 SH       SOLE                  16500
D GREIF INC.                     COM              397624107     1409    20600 SH       SOLE                  20600
D GREY WOLF INC COM              COM              397888108      660    88700 SH       SOLE                  88700
D GRIFFIN LD & NURSERIES INC COM COM              398231100      294     9800 SH       SOLE                   9800
D GRIFFON CORP COM               COM              398433102      345    13900 SH       SOLE                  13900
D GROUP 1 AUTOMOTIVE INC COM     COM              398905109      613    12900 SH       SOLE                  12900
D GRTR COMNTY BANCORP COM        COM              39167M108      268    17544 SH       SOLE                  17544
D GSI COMM INC COM STK           COM              36238G102      600    35300 SH       SOLE                  35300
D GTECH HLDGS CORP COM           COM              400518106     2166    63600 SH       SOLE                  63600
D GTR BAY BANCORP COM            COM              391648102      982    35400 SH       SOLE                  35400
D GTR DEL VY SVGS BK COM         COM              391688108      180     7200 SH       SOLE                   7200
D GUESS INC COM                  COM              401617105     1193    30500 SH       SOLE                  30500
D GUITAR CTR INC COM             COM              402040109      706    14800 SH       SOLE                  14800
D GULF IS FABRICATION INC COM    COM              402307102      303    12800 SH       SOLE                  12800
D GULFMARK OFFSHORE INC COM      COM              402629109     4423   159100 SH       SOLE                 159100
D GYMBOREE CORP COM              COM              403777105      388    14900 SH       SOLE                  14900
D HAEMONETICS CORP MASS COM      COM              405024100      914    18000 SH       SOLE                  18000
D HAIN CELESTIAL GROUP INC COM   COM              405217100      558    21300 SH       SOLE                  21300
D HALLIBURTON CO COM             COM              406216101    40592   555900 SH       SOLE                 555900
D HANDLEMAN CO DEL COM           COM              410252100      149    15500 SH       SOLE                  15500
D HANGER ORTHOPEDIC GROUP INC CO COM              41043F208      111    15900 SH       SOLE                  15900
D HANMI FINL CORP COM            COM              410495105     1004    55582 SH       SOLE                  55582
D HANOVER COMPRESSOR CO COM (HOL COM              410768105     6047   324777 SH       SOLE                 324777
D HANOVER INS GROUP INC COM      COM              410867105     1735    33100 SH       SOLE                  33100
D HANSEN NAT CORP COM            COM              411310105     3971    31500 SH       SOLE                  31500
D HARLAND JOHN H CO COM          COM              412693103      472    12000 SH       SOLE                  12000
D HARLEY DAVIDSON INC COM        COM              412822108    18210   351000 SH       SOLE                 351000
D HARLEYSVILLE GROUP INC COM     COM              412824104      790    26600 SH       SOLE                  26600
D HARLEYSVILLE NATL CORP PA COM  COM              412850109      426    18742 SH       SOLE                  18742
D HARLEYSVILLE SVGS FINL CORP CO COM              412865107      227    13000 SH       SOLE                  13000
D HARMAN INTL INDS INC NEW COM S COM              413086109     5901    53100 SH       SOLE                  53100
D HARMONIC INC COM               COM              413160102      317    49800 SH       SOLE                  49800
D HARRAH S ENTMT INC COM STK     COM              413619107     5894    75600 SH       SOLE                  75600
D HARRIS & HARRIS GROUP INC COM  COM              413833104      165    11800 SH       SOLE                  11800
D HARRIS CORP COM                COM              413875105     3670    77600 SH       SOLE                  77600
D HARRIS INTERACTIVE INC COM STC COM              414549105      229    40700 SH       SOLE                  40700
D HARSCO CORP COM                COM              415864107     8749   105900 SH       SOLE                 105900
D HARTE-HANKS INC COM (NEW)      COM              416196103     1182    43200 SH       SOLE                  43200
D HARTFORD FINL SVCS GROUP INC C COM              416515104    36594   454300 SH       SOLE                 454300
D HARTMARX CORP COM              COM              417119104      291    32700 SH       SOLE                  32700
D HARVARD BIOSCIENCE INC COM     COM              416906105      117    26700 SH       SOLE                  26700
D HARVEST NAT RES INC COM        COM              41754V103      218    22400 SH       SOLE                  22400
D HASBRO INC COM                 COM              418056107     2275   107800 SH       SOLE                 107800
D HAVERTY FURNITURE COS INC COM  COM              419596101      221    15400 SH       SOLE                  15400
D HAWAIIAN ELEC INDS INC COM     COM              419870100     1015    37400 SH       SOLE                  37400
D HBR FLA BANCSHARES INC COM     COM              411901101      625    16500 SH       SOLE                  16500
D HCA INC COM                    COM              404119109    26045   568800 SH       SOLE                 568800
D HCC INS HLDGS INC COM          COM              404132102     1629    46800 SH       SOLE                  46800
D HEADWATERS INC COM             COM              42210P102     1492    37500 SH       SOLE                  37500
D HEALTH NET INC COM             COM              42222G108     3735    73500 SH       SOLE                  73500
D HEALTHEXTRAS INC COM STK       COM              422211102     7176   203300 SH       SOLE                 203300
D HEALTHTRONICS INC COM STK      COM              42222L107      320    38700 SH       SOLE                  38700
D HEALTHWAYS INC COM STK         COM              422245100     8869   174100 SH       SOLE                 174100
D HEARST-ARGYLE T V INC COM      COM              422317107      628    26900 SH       SOLE                  26900
D HEARTLAND EXPRESS INC COM      COM              422347104      938    43050 SH       SOLE                  43050
D HECLA MNG CO COM               COM              422704106      467    70600 SH       SOLE                  70600
D HEICO CORP NEW COM             COM              422806109      567    17900 SH       SOLE                  17900
D HEIDRICK & STRUGGLES INTL INC  COM              422819102     4894   134900 SH       SOLE                 134900
D HEINZ H J CO COM               COM              423074103    19916   525200 SH       SOLE                 525200
D HELEN TROY LTD COM STK         COM              G4388N106      343    16200 SH       SOLE                  16200
D HELIX ENERGY SOLUTIONS GROUP I COM              42330P107    13417   354000 SH       SOLE                 354000
D HELMERICH & PAYNE INC COM      COM              423452101     1704    24400 SH       SOLE                  24400
D HENRY JACK & ASSOC INC COM     COM              426281101    10073   440450 SH       SOLE                 440450
D HERCULES INC VTG COM           COM              427056106     1018    73800 SH       SOLE                  73800
D HERITAGE COMM CORP COM STK     COM              426927109      480    19200 SH       SOLE                  19200
D HERSHEY CO FORMERLY HERSHEY FO COM              427866108     7955   152300 SH       SOLE                 152300
D HEWITT ASSOCS INC CL A COM     COM              42822Q100      948    31880 SH       SOLE                  31880
D HEWLETT PACKARD CO COM         COM              428236103   114170  3470200 SH       SOLE                3470200
D HEXCEL CORP NEW COM            COM              428291108      782    35600 SH       SOLE                  35600
D HIBBETT SPORTING GOODS INC COM COM              428565105      690    20925 SH       SOLE                  20925
D HICKORY TECH CORP COM          COM              429060106      262    31100 SH       SOLE                  31100
D HIGHLAND HOSPITALITY CORP COM  COM              430141101      291    22900 SH       SOLE                  22900
D HILLENBRAND IND INC COM        COM              431573104     2161    39300 SH       SOLE                  39300
D HILTON HOTELS CORP COM         COM              432848109     6024   236600 SH       SOLE                 236600
D HINGHAM INSTN SVGS MASS COM    COM              433323102      191     4900 SH       SOLE                   4900
D HLTH MGMT ASSOC INC NEW CL A C COM              421933102     5078   235400 SH       SOLE                 235400
D HNI CORP COM                   COM              404251100     8732   148000 SH       SOLE                 148000
D HOLLINGER INTL INC CL A        COM              435569108      445    53100 SH       SOLE                  53100
D HOLLY CORP COM PAR $0.01       COM              435758305     2535    34200 SH       SOLE                  34200
D HOLOGIC INC COM COM            COM              436440101     2159    39000 SH       SOLE                  39000
D HOME DEPOT INC COM             COM              437076102    96799  2288400 SH       SOLE                2288400
D HOME FED BANCORP COM           COM              436926109      308    11400 SH       SOLE                  11400
D HOMESTORE INC                  COM              437852106      569    86780 SH       SOLE                  86780
D HONEYWELL INTL INC COM STK     COM              438516106    44070  1030400 SH       SOLE                1030400
D HOOPER HOLMES INC COM          COM              439104100      164    56700 SH       SOLE                  56700
D HORACE MANN EDUCATORS CORP COM COM              440327104      596    31700 SH       SOLE                  31700
D HORIZON FINL CORP WASH COM     COM              44041F105      360    14100 SH       SOLE                  14100
D HORMEL FOODS CORP COM          COM              440452100     4188   123900 SH       SOLE                 123900
D HOSPIRA INC COM                COM              441060100     4003   101450 SH       SOLE                 101450
D HOST HOTELS & RESORTS INC      COM              44107P104     2889   135000 SH       SOLE                 135000
D HOT TOPIC INC COM              COM              441339108      406    28000 SH       SOLE                  28000
D HOVNANIAN ENTERPRISES INC CL A COM              442487203     1322    30100 SH       SOLE                  30100
D HSTN EXPL CO COM               COM              442120101     2108    40000 SH       SOLE                  40000
D HUB GROUP INC CL A             COM              443320106      593    13000 SH       SOLE                  13000
D HUBBELL INC CL B COM           COM              443510201     1497    29200 SH       SOLE                  29200
D HUDSON CY BANCORP INC COM STK  COM              443683107     4836   363881 SH       SOLE                 363881
D HUDSON HIGHLAND GROUP INC COM  COM              443792106      273    14400 SH       SOLE                  14400
D HUMAN GENOME SCIENCES INC COM  COM              444903108      864    79500 SH       SOLE                  79500
D HUMANA INC COM                 COM              444859102     7524   142900 SH       SOLE                 142900
D HUNT J B TRANS SVCS INC COM    COM              445658107     2098    97400 SH       SOLE                  97400
D HUNTINGTON BANCSHARES INC COM  COM              446150104     4045   167621 SH       SOLE                 167621
D HUTCHINSON TECH INC COM        COM              448407106      456    15100 SH       SOLE                  15100
D HYDRIL CO COM                  COM              448774109     1255    16100 SH       SOLE                  16100
D HYPERCOM CORP COM              COM              44913M105      310    33300 SH       SOLE                  33300
D HYPERION SOLUTIONS CORP COM CO COM              44914M104     3032    93000 SH       SOLE                  93000
D I-FLOW CORP COM NEW            COM              449520303      274    20600 SH       SOLE                  20600
D IAC / INTERACTIVECORP COM NEW  COM              44919P300     6775   229894 SH       SOLE                 229894
D IBERIABANK CORP COM            COM              450828108      247     4375 SH       SOLE                   4375
D ICOS CORP COM                  COM              449295104      847    38400 SH       SOLE                  38400
D ICT GROUP INC COM COM          COM              44929Y101      462    17000 SH       SOLE                  17000
D ICU MED INC COM                COM              44930G107      445    12300 SH       SOLE                  12300
D IDACORP INC COM                COM              451107106      813    25000 SH       SOLE                  25000
D IDENTIX INC COM COM            COM              451906101      525    65900 SH       SOLE                  65900
D IDEX CORP COM                  COM              45167R104     6918   132600 SH       SOLE                 132600
D IDEXX LABS INC                 COM              45168D104     1580    18300 SH       SOLE                  18300
D IDT CORP COM                   COM              448947101      117    10700 SH       SOLE                  10700
D IGATE CORP COM COM STK ISIN#   COM              45169U105      245    41500 SH       SOLE                  41500
D IHOP CORP NEW COM              COM              449623107      638    13300 SH       SOLE                  13300
D II-VI INC COM                  COM              902104108      384    21200 SH       SOLE                  21200
D IKON OFFICE SOLUTIONS INC COM  COM              451713101     1200    84200 SH       SOLE                  84200
D ILL TOOL WKS INC COM           COM              452308109    24443   253800 SH       SOLE                 253800
D ILLUMINA INC COM               COM              452327109      722    30400 SH       SOLE                  30400
D IMATION CORP COM               COM              45245A107      687    16000 SH       SOLE                  16000
D IMCLONE SYS INC COM            COM              45245W109     1864    54800 SH       SOLE                  54800
D IMMTECH PHARMACEUTICALS INC    COM              452519101       87    11200 SH       SOLE                  11200
D IMMUCOR INC COM STK            COM              452526106      717    24975 SH       SOLE                  24975
D IMMUNOMEDICS INC COM           COM              452907108      142    48100 SH       SOLE                  48100
D IMPAX LAB INC COM              COM              45256B101      341    34100 SH       SOLE                  34100
D IMPLANT SCIENCES CORP COM STK  COM              45320R108       56    15300 SH       SOLE                  15300
D IMS HLTH INC COM STK           COM              449934108     3979   154400 SH       SOLE                 154400
D INAMED CORP COM                COM              453235103     2166    23400 SH       SOLE                  23400
D INCYTE CORP COM                COM              45337C102      302    50200 SH       SOLE                  50200
D INDEPENDENCE CMNTY BK CORP COM COM              453414104     1263    30300 SH       SOLE                  30300
D INDEPENDENCE HLDG CO NEW COM N COM              453440307      448    19440 SH       SOLE                  19440
D INDEVUS PHARMACEUTICALS INC CO COM              454072109      237    38200 SH       SOLE                  38200
D INDPT BK CORP MASS COM         COM              453836108      350    10900 SH       SOLE                  10900
D INDPT BK CORP MICH COM         COM              453838104      355    12495 SH       SOLE                  12495
D INDYMAC BANCORP INC COM        COM              456607100     1240    30300 SH       SOLE                  30300
D INFINITY PPTY & CAS CORP COM   COM              45665Q103      501    12000 SH       SOLE                  12000
D INFOCROSSING INC COM           COM              45664X109      190    15800 SH       SOLE                  15800
D INFOCUS CORP COM               COM              45665B106      142    29900 SH       SOLE                  29900
D INFORMATICA CORP COM           COM              45666Q102      865    55600 SH       SOLE                  55600
D INFOSPACE INC COM NEW          COM              45678T201     1431    51200 SH       SOLE                  51200
D INFOUSA INC NEW COM            COM              456818301      453    34900 SH       SOLE                  34900
D INGERSOLL-RAND CO CL A COM STK COM              G4776G101    25793   617200 SH       SOLE                 617200
D INGRAM MICRO INC CL A          COM              457153104     1846    92300 SH       SOLE                  92300
D INPUT/OUTPUT INC COM           COM              457652105      425    43800 SH       SOLE                  43800
D INSIGHT ENTERPRISES INC COM    COM              45765U103      702    31900 SH       SOLE                  31900
D INSITUFORM TECHNOLOGIES INC CL COM              457667103      476    17900 SH       SOLE                  17900
D INSPIRE PHARMACEUTICALS INC CO COM              457733103      126    24100 SH       SOLE                  24100
D INTEGRA BK CORP COM            COM              45814P105      327    14300 SH       SOLE                  14300
D INTEGRA LIFESCIENCES HLDG CORP COM              457985208      734    17900 SH       SOLE                  17900
D INTEGRATED ALARM SVCS GROUP IN COM              45890M109       67    18100 SH       SOLE                  18100
D INTEGRATED DEVICE TECHNOLOGY I COM              458118106     1764   118720 SH       SOLE                 118720
D INTEGRATED SILICON SOLUTION IN COM              45812P107      134    20200 SH       SOLE                  20200
D INTEL CORP COM COM             COM              458140100    96189  4971000 SH       SOLE                4971000
D INTER PARFUMS INC COM          COM              458334109      307    15400 SH       SOLE                  15400
D INTER TEL INC COM              COM              458372109      414    19300 SH       SOLE                  19300
D INTERACTIVE DATA CORP COM      COM              45840J107     1269    54000 SH       SOLE                  54000
D INTERCHANGE FINL SVCS CORP SAD COM              458447109      345    18150 SH       SOLE                  18150
D INTERDIGITAL COMMUNICATIONS CO COM              45866A105      834    34000 SH       SOLE                  34000
D INTERFACE INC CL A             COM              458665106      548    39700 SH       SOLE                  39700
D INTERGRAPH CORP COM            COM              458683109     1150    27600 SH       SOLE                  27600
D INTERLINK ELECTRS              COM              458751104       47    15200 SH       SOLE                  15200
D INTERMAGNETICS GEN CORP DE     COM              458771102     7135   284850 SH       SOLE                 284850
D INTERMEC INC COM               COM              458786100     1202    39400 SH       SOLE                  39400
D INTERMUNE INC COM              COM              45884X103      387    20900 SH       SOLE                  20900
D INTERNAP NETWORKS SVCS DEL     COM              45885A102      116   123700 SH       SOLE                 123700
D INTERNATIONAL BUSINESS MACHS C COM              459200101   138756  1682500 SH       SOLE                1682500
D INTERNET SEC SYS INC COM       COM              46060X107     7288   303900 SH       SOLE                 303900
D INTERPUBLIC GROUP COMPANIES IN COM              460690100     2462   257500 SH       SOLE                 257500
D INTERSIL CORP                  COM              46069S109     2702    93447 SH       SOLE                  93447
D INTERVOICE INC COM             COM              461142101      211    24500 SH       SOLE                  24500
D INTERWOVEN INC COM NEW         COM              46114T508      252    28000 SH       SOLE                  28000
D INTL ALUM CORP COM             COM              458884103      386     9400 SH       SOLE                   9400
D INTL BANCSHARES CORP COM       COM              459044103      979    34062 SH       SOLE                  34062
D INTL FLAVORS & FRAGRANCES INC  COM              459506101     2121    61800 SH       SOLE                  61800
D INTL GAME TECH COM             COM              459902102     9710   275700 SH       SOLE                 275700
D INTL PAPER CO COM              COM              460146103    12297   355700 SH       SOLE                 355700
D INTL RECTIFIER CORP COM        COM              460254105     1860    44900 SH       SOLE                  44900
D INTL SPEEDWAY CORP CL A        COM              460335201     7319   143800 SH       SOLE                 143800
D INTRAWEST CORP COM NEW         COM              460915200     6599   193000 SH       SOLE                 193000
D INTROGEN THERAPEUTICS INC COM  COM              46119F107      132    24800 SH       SOLE                  24800
D INTUIT COM COM                 COM              461202103     6782   127500 SH       SOLE                 127500
D INTUITIVE SURGICAL INC COM NEW COM              46120E602     9464    80200 SH       SOLE                  80200
D INVACARE CORP COM              COM              461203101      655    21100 SH       SOLE                  21100
D INVERNESS MED INNOVATIONS INC  COM              46126P106      365    12700 SH       SOLE                  12700
D INVESTORS FINL SVCS CORP DEL C COM              461915100     7851   167500 SH       SOLE                 167500
D INVITROGEN CORP COM            COM              46185R100     6627    94500 SH       SOLE                  94500
D INVT TECH GROUP INC NEW COM    COM              46145F105     1554    31200 SH       SOLE                  31200
D IOMEGA CORP COM NEW            COM              462030305      119    36300 SH       SOLE                  36300
D IPAYMENT INC COM STK           COM              46262E105      493    11500 SH       SOLE                  11500
D IRIDEX CORP COM COM            COM              462684101      307    25100 SH       SOLE                  25100
D IRON MTN INC COM STK           COM              462846106     2946    72300 SH       SOLE                  72300
D IRWIN FINL CORP COM            COM              464119106      363    18800 SH       SOLE                  18800
D ISIS PHARMACEUTICALS COM       COM              464330109      380    42200 SH       SOLE                  42200
D ISLE CAPRI CASINOS INC COM     COM              464592104      706    21200 SH       SOLE                  21200
D ISTA PHARMACEUTICALS INC COM N COM              45031X204      112    17600 SH       SOLE                  17600
D ITRON INC                      COM              465741106     1646    27500 SH       SOLE                  27500
D ITT EDL SVCS INC COM           COM              45068B109     1966    30700 SH       SOLE                  30700
D ITT INDS INC COM               COM              450911102     6055   107700 SH       SOLE                 107700
D IVAX DIAGNOSTICS INC COM       COM              45070W109       96    28800 SH       SOLE                  28800
D IVILLAGE INC COM COM ISIN # US COM              46588H105      400    47600 SH       SOLE                  47600
D IXIA COM                       COM              45071R109      629    44100 SH       SOLE                  44100
D IXYS CORP DEL COM              COM              46600W106      194    21000 SH       SOLE                  21000
D J & J SNACK FOODS CORP COM STK COM              466032109      443    13200 SH       SOLE                  13200
D J JILL GROUP INC COM           COM              466189107      363    15200 SH       SOLE                  15200
D JABIL CIRCUIT INC COM          COM              466313103     7179   167500 SH       SOLE                 167500
D JACK IN BOX INC COM            COM              466367109      857    19700 SH       SOLE                  19700
D JACOBS ENGR GROUP INC COM      COM              469814107     7408    85400 SH       SOLE                  85400
D JACUZZI BRANDS INC COM         COM              469865109      468    47600 SH       SOLE                  47600
D JAKKS PAC INC COM              COM              47012E106      452    16900 SH       SOLE                  16900
D JANUS CAP GROUP INC COM        COM              47102X105     4474   193100 SH       SOLE                 193100
D JARDEN CORP COM                COM              471109108      734    22350 SH       SOLE                  22350
D JDA SOFTWARE GROUP INC COM     COM              46612K108      271    18800 SH       SOLE                  18800
D JDS UNIPHASE CORP COM ISIN US4 COM              46612J101     3928   942000 SH       SOLE                 942000
D JEFFERIES GROUP INC NEW COM    COM              472319102     2048    35000 SH       SOLE                  35000
D JEFFSN BANCSHARES INC TENN COM COM              472375104      255    18900 SH       SOLE                  18900
D JETBLUE AWYS CORP COM          COM              477143101      957    89250 SH       SOLE                  89250
D JLG INDS INC COM               COM              466210101     1755    57000 SH       SOLE                  57000
D JO-ANN STORES INC COM STK      COM              47758P307      191    14200 SH       SOLE                  14200
D JOHNSON & JOHNSON COM          COM              478160104   139688  2358800 SH       SOLE                2358800
D JOHNSON CTL INC COM            COM              478366107    22718   299200 SH       SOLE                 299200
D JOHNSON OUTDOORS INC CL A      COM              479167108      168     9400 SH       SOLE                   9400
D JONES APPAREL GROUP INC COM    COM              480074103    14190   401200 SH       SOLE                 401200
D JONES LANG LASALLE INC COM STK COM              48020Q107     1699    22200 SH       SOLE                  22200
D JOS A BK CLOTHIERS INC COM     COM              480838101      352     7343 SH       SOLE                   7343
D JOURNAL COMMUNICATIONS INC COM COM              481130102      166    13400 SH       SOLE                  13400
D JOURNAL REGISTER CO COM        COM              481138105      272    22300 SH       SOLE                  22300
D JOY GLOBAL INC COM COM         COM              481165108     4303    72000 SH       SOLE                  72000
D JPMORGAN CHASE & CO COM        COM              46625H100   150857  3622892 SH       SOLE                3622892
D JUNIPER NETWORKS INC COM       COM              48203R104     4828   252497 SH       SOLE                 252497
D JUPITERMEDIA CORP COM          COM              48207D101      450    25000 SH       SOLE                  25000
D J2 GLOBAL COMMUNICATONS INC CO COM              46626E205      714    15200 SH       SOLE                  15200
D K.V PHARMACEUTICAL CL A        COM              482740206      753    31200 SH       SOLE                  31200
D K-SWISS INC CL A               COM              482686102      666    22100 SH       SOLE                  22100
D KADANT INC COM                 COM              48282T104      243    10700 SH       SOLE                  10700
D KAMAN CORP COM                 COM              483548103      448    17800 SH       SOLE                  17800
D KAYDON CORP COM                COM              486587108      658    16300 SH       SOLE                  16300
D KB HOME COM                    COM              48666K109    12320   189600 SH       SOLE                 189600
D KCS ENERGY INC                 COM              482434206      801    30800 SH       SOLE                  30800
D KEANE INC COM                  COM              486665102      682    43300 SH       SOLE                  43300
D KEITHLEY INSTRS INC COM        COM              487584104      184    12000 SH       SOLE                  12000
D KELLOGG CO COM                 COM              487836108    15304   347500 SH       SOLE                 347500
D KELLWOOD CO COM                COM              488044108      396    12600 SH       SOLE                  12600
D KELLY SERVICES INC CL A COM    COM              488152208      560    20600 SH       SOLE                  20600
D KEMET CORP COM                 COM              488360108      509    53800 SH       SOLE                  53800
D KENDLE INTL INC COM            COM              48880L107      831    24600 SH       SOLE                  24600
D KENNAMETAL INC CAP             COM              489170100     1278    20900 SH       SOLE                  20900
D KENSEY NASH CORP COM           COM              490057106      303    10600 SH       SOLE                  10600
D KERR MCGEE CORP COM            COM              492386107    19439   203593 SH       SOLE                 203593
D KEY ENERGY SVCS INC            COM              492914106     1147    75200 SH       SOLE                  75200
D KEYCORP NEW COM                COM              493267108    18764   509900 SH       SOLE                 509900
D KEYNOTE SYS INC COM ISIN US493 COM              493308100      174    15200 SH       SOLE                  15200
D KEYSPAN CORP COM               COM              49337W100     5162   126300 SH       SOLE                 126300
D KEYSTONE AUTOMOTIVE INDS INC C COM              49338N109      958    22700 SH       SOLE                  22700
D KFORCE INC                     COM              493732101      293    23000 SH       SOLE                  23000
D KFX INC COM COM                COM              48245L107      633    34800 SH       SOLE                  34800
D KIMBALL INTL INC CL B          COM              494274103      385    25600 SH       SOLE                  25600
D KIMBERLY-CLARK CORP COM        COM              494368103    31599   546700 SH       SOLE                 546700
D KINDER MORGAN INC COM STK      COM              49455P101     7166    77900 SH       SOLE                  77900
D KINDER MORGAN MGMT LLC SHS COM COM              49455U100     2367    53790 SH       SOLE                  53790
D KINDRED HEALTHCARE INC COM STK COM              494580103      654    26000 SH       SOLE                  26000
D KINETIC CONCEPTS INC COM NEW   COM              49460W208     1017    24700 SH       SOLE                  24700
D KING PHARMACEUTICALS INC COM   COM              495582108    10476   607300 SH       SOLE                 607300
D KIRBY CORP COM                 COM              497266106     8228   120800 SH       SOLE                 120800
D KIRKLANDS INC COM              COM              497498105       97    13800 SH       SOLE                  13800
D KLA-TENCOR CORP                COM              482480100    11205   231700 SH       SOLE                 231700
D KNBT BANCORP INC COM           COM              482921103      302    18500 SH       SOLE                  18500
D KNIGHT CAP GROUP INC COM       COM              499005106     1077    77300 SH       SOLE                  77300
D KNIGHT TRANSN INC COM          COM              499064103     1013    51300 SH       SOLE                  51300
D KNIGHT-RIDDER INC COM STK      COM              499040103     2996    47400 SH       SOLE                  47400
D KOHLS CORP COM                 COM              500255104    12134   228900 SH       SOLE                 228900
D KOPIN CORP COM                 COM              500600101      233    46500 SH       SOLE                  46500
D KORN / FERRY INTL COM NEW      COM              500643200      520    25500 SH       SOLE                  25500
D KOS PHARMACEUTICALS INC COM    COM              500648100     1218    25500 SH       SOLE                  25500
D KOSAN BIOSCIENCES INC COM      COM              50064W107      150    25500 SH       SOLE                  25500
D KRAFT FOODS INC CL A CL A      COM              50075N104     4883   161100 SH       SOLE                 161100
D KRISPY KREME DOUGHNUTS INC COM COM              501014104      314    35000 SH       SOLE                  35000
D KROGER CO COM                  COM              501044101    21058  1034300 SH       SOLE                1034300
D KRONOS INC COM                 COM              501052104      710    19000 SH       SOLE                  19000
D KRONOS WORLDWIDE INC COM STK   COM              50105F105      519    17093 SH       SOLE                  17093
D KS CY LIFE INS CO COM          COM              484836101      564    11000 SH       SOLE                  11000
D KS CY SOUTHN                   COM              485170302      968    39200 SH       SOLE                  39200
D KULICKE & SOFFA INDS INC COM   COM              501242101      324    34000 SH       SOLE                  34000
D KVH INDS INC COM STK           COM              482738101      147    13300 SH       SOLE                  13300
D KYPHON INC COM                 COM              501577100     1053    28300 SH       SOLE                  28300
D K2 INC COM                     COM              482732104      282    22500 SH       SOLE                  22500
D L-3 COMMUNICATIONS HLDG CORP C COM              502424104     9265   108000 SH       SOLE                 108000
D LA Z BOY INC COM               COM              505336107      461    27100 SH       SOLE                  27100
D LAB CORP AMER HLDGS COM NEW    COM              50540R409     7860   134400 SH       SOLE                 134400
D LABOR READY INC COM NEW        COM              505401208      692    28900 SH       SOLE                  28900
D LABRANCHE & CO INC COM ISIN US COM              505447102      746    47200 SH       SOLE                  47200
D LACLEDE GROUP INC COM COM      COM              505597104      262     7600 SH       SOLE                   7600
D LAFARGE N AMER INC             COM              505862102     3100    36900 SH       SOLE                  36900
D LAKELAND FINL CORP COM STK     COM              511656100      444     9500 SH       SOLE                   9500
D LAKES ENTMNT INC               COM              51206P109      265    24400 SH       SOLE                  24400
D LAM RESH CORP COM              COM              512807108     5801   134900 SH       SOLE                 134900
D LAMAR ADVERTISING CO CL A COM  COM              512815101     2705    51400 SH       SOLE                  51400
D LANCASTER COLONY CORP COM      COM              513847103      659    15700 SH       SOLE                  15700
D LANCE INC COM COM STK USD0.83  COM              514606102      563    25000 SH       SOLE                  25000
D LANDAMERICA FINL GROUP INC COM COM              514936103      726    10700 SH       SOLE                  10700
D LANDEC CORP COM                COM              514766104      173    21700 SH       SOLE                  21700
D LANDRYS RESTAURANTS INC        COM              51508L103      491    13900 SH       SOLE                  13900
D LANDSTAR SYS INC COM           COM              515098101     1412    32000 SH       SOLE                  32000
D LAS VEGAS SANDS CORP COM STK   COM              517834107     2000    35300 SH       SOLE                  35300
D LASERSCOPE COM                 COM              518081104      404    17100 SH       SOLE                  17100
D LATTICE SEMICONDUCTOR CORP COM COM              518415104      442    66300 SH       SOLE                  66300
D LAUDER ESTEE COS INC CL A      COM              518439104     2808    75500 SH       SOLE                  75500
D LAUREATE ED INC COM COM        COM              518613104     1329    24900 SH       SOLE                  24900
D LAUREL CAP GROUP INC COM       COM              518629100      218    10600 SH       SOLE                  10600
D LAWSON PRODS INC COM           COM              520776105      332     8100 SH       SOLE                   8100
D LAYNE CHRISTENSEN CO COM       COM              521050104      499    14900 SH       SOLE                  14900
D LCA-VISION INC COM PAR $.001   COM              501803308     1007    20100 SH       SOLE                  20100
D LEAPFROG ENTERPRISES INC CL A  COM              52186N106      223    21000 SH       SOLE                  21000
D LEAR CORP COM STK PAR $0.01    COM              521865105     1700    95900 SH       SOLE                  95900
D LEARNING TREE INTL INC COM     COM              522015106      193    15900 SH       SOLE                  15900
D LECROY CORP COM                COM              52324W109      139     8900 SH       SOLE                   8900
D LEE ENTERPRISES INC COM        COM              523768109      772    23200 SH       SOLE                  23200
D LEESPORT FINL CORP COM         COM              524477106      286    11025 SH       SOLE                  11025
D LEGG MASON INC COM             COM              524901105    14664   117000 SH       SOLE                 117000
D LEGGETT & PLATT INC COM        COM              524660107     2937   120500 SH       SOLE                 120500
D LEHMAN BROS HLDGS INC COM      COM              524908100    47666   329800 SH       SOLE                 329800
D LENNAR CORP CL A               COM              526057104     4824    79900 SH       SOLE                  79900
D LENNOX INTL INC COM            COM              526107107     1194    40000 SH       SOLE                  40000
D LENOX GROUP INC COM            COM              526262100      189    14400 SH       SOLE                  14400
D LESCO INC OH COM               COM              526872106      258    15100 SH       SOLE                  15100
D LEUCADIA NATL CORP COM         COM              527288104     3589    60150 SH       SOLE                  60150
D LEVEL 3 COMMUNICATIONS INC COM COM              52729N100     2134   411900 SH       SOLE                 411900
D LEVITT CORP FLA CL A           COM              52742P108      260    11800 SH       SOLE                  11800
D LEXAR MEDIA INC COM            COM              52886P104      444    51800 SH       SOLE                  51800
D LEXICON GENETICS INC COMMON ST COM              528872104      261    47200 SH       SOLE                  47200
D LEXMARK INTL INC NEW CL A      COM              529771107     4647   102400 SH       SOLE                 102400
D LIBBEY INC COM                 COM              529898108       58     8200 SH       SOLE                   8200
D LIBERTY GLOBAL INC COM SER A   COM              530555101     2416   118022 SH       SOLE                 118022
D LIBERTY GLOBAL INC COM SER C C COM              530555309     2331   118022 SH       SOLE                 118022
D LIBERTY MEDIA CORP NEW COM SER COM              530718105    13038  1588100 SH       SOLE                1588100
D LIFECELL CORP                  COM              531927101      575    25500 SH       SOLE                  25500
D LIFECORE BIOMEDICAL INC COM    COM              532187101      311    26600 SH       SOLE                  26600
D LIFEPOINT HOSPS INC COM ISIN   COM              53219L109     4089   131480 SH       SOLE                 131480
D LIFETIME BRANDS INC COM COM    COM              53222Q103      395    14000 SH       SOLE                  14000
D LIFEWAY FOODS INC COM          COM              531914109      167    13600 SH       SOLE                  13600
D LIGAND PHARMACEUTICALS INC CL  COM              53220K207      586    45600 SH       SOLE                  45600
D LIN TV CORP CL A CL A          COM              532774106      119    13200 SH       SOLE                  13200
D LINCARE HLDGS INC COM          COM              532791100    10991   282100 SH       SOLE                 282100
D LINCOLN ELEC HLDGS INC COM     COM              533900106     1285    23800 SH       SOLE                  23800
D LINCOLN NATL CORP COM          COM              534187109    10809   198000 SH       SOLE                 198000
D LINEAR TECH CORP DEL           COM              535678106     8991   256300 SH       SOLE                 256300
D LIONBRIDGE TECHNOLOGIES INC CO COM              536252109      257    32500 SH       SOLE                  32500
D LIQUIDMETAL TECHNOLOGIES INC   COM              53634X100       89    63200 SH       SOLE                  63200
D LITHIA MTRS INC CL A           COM              536797103      885    25500 SH       SOLE                  25500
D LITTELFUSE INC COM             COM              537008104      474    13900 SH       SOLE                  13900
D LIVE NATION INC COM            COM              538034109      903    45537 SH       SOLE                  45537
D LIZ CLAIBORNE INC COM          COM              539320101     6475   158000 SH       SOLE                 158000
D LKQ CORP COM LKQ CORP          COM              501889208     1269    61000 SH       SOLE                  61000
D LOCKHEED MARTIN CORP COM       COM              539830109    34785   463000 SH       SOLE                 463000
D LODGENET ENTMT CORP COM        COM              540211109      182    11700 SH       SOLE                  11700
D LOEWS CORP CAROLINA GROUP STK  COM              540424207      667    14100 SH       SOLE                  14100
D LOEWS CORP COM                 COM              540424108    11759   116200 SH       SOLE                 116200
D LONE STAR STEAKHOUSE SALOON CO COM              542307103      264     9300 SH       SOLE                   9300
D LONE STAR TECHNOLOGIES INC COM COM              542312103     2998    54100 SH       SOLE                  54100
D LONGS DRUG STORES CORP COM     COM              543162101     1060    22900 SH       SOLE                  22900
D LONGVIEW FIBRE CO (REIT)       COM              543213102      747    28900 SH       SOLE                  28900
D LOUISIANA-PACIFIC CORP COM     COM              546347105     2002    73600 SH       SOLE                  73600
D LOWES COS INC COM              COM              548661107    48117   746700 SH       SOLE                 746700
D LSB BANCSHARES INC N C COM     COM              502158108      380    21100 SH       SOLE                  21100
D LSI INDS INC OH COM            COM              50216C108      298    17500 SH       SOLE                  17500
D LSI LOGIC CORP COM             COM              502161102     2814   243400 SH       SOLE                 243400
D LTD BRANDS                     COM              532716107     6944   283900 SH       SOLE                 283900
D LTX CORP COM                   COM              502392103      190    35100 SH       SOLE                  35100
D LUBRIZOL CORP COM              COM              549271104     4418   103100 SH       SOLE                 103100
D LUBYS INC COM                  COM              549282101      452    36200 SH       SOLE                  36200
D LUCENT TECHNOLOGIES INC COM ST COM              549463107     8258  2707600 SH       SOLE                2707600
D LUFKIN INDS INC COM            COM              549764108     1297    23400 SH       SOLE                  23400
D LUMINEX CORP DEL COM           COM              55027E102      363    24400 SH       SOLE                  24400
D LYON WILLIAM HOMES COM COM     COM              552074106     1464    15300 SH       SOLE                  15300
D LYONDELL CHEMICAL CO COM STK   COM              552078107     2928   147115 SH       SOLE                 147115
D M & T BK CORP COM              COM              55261F104     8515    74600 SH       SOLE                  74600
D M / I HOMES INC                COM              55305B101      381     8100 SH       SOLE                   8100
D M D C HLDGS INC COM            COM              552676108     1413    21970 SH       SOLE                  21970
D MACDERMID INC COM              COM              554273102      620    19300 SH       SOLE                  19300
D MACROVISION CORP COM           COM              555904101      729    32900 SH       SOLE                  32900
D MADDEN STEVEN LTD COM          COM              556269108      451    12700 SH       SOLE                  12700
D MAF BANCORP INC COM            COM              55261R108      643    14700 SH       SOLE                  14700
D MAGMA DESIGN AUTOMATION INC CO COM              559181102      191    22100 SH       SOLE                  22100
D MAGNETEK INC COM               COM              559424106      116    29300 SH       SOLE                  29300
D MAIN STR BKS INC NEW COM       COM              56034R102      311    12000 SH       SOLE                  12000
D MAINSOURCE FINL GROUP INC COM  COM              56062Y102      292    15435 SH       SOLE                  15435
D MANHATTAN ASSOCS INC COM COM   COM              562750109      438    19900 SH       SOLE                  19900
D MANITOWOC INC COM              COM              563571108     1486    16300 SH       SOLE                  16300
D MANNATECH INC COM STK          COM              563771104      401    23100 SH       SOLE                  23100
D MANOR CARE INC NEW COM STK     COM              564055101     2528    57000 SH       SOLE                  57000
D MANPOWER INC WIS COM           COM              56418H100     2607    45600 SH       SOLE                  45600
D MANTECH INTL CORP CL A CL A    COM              564563104      638    19200 SH       SOLE                  19200
D MANUGISTICS GROUP INC COM      COM              565011103      106    49300 SH       SOLE                  49300
D MAPINFO CORP COM               COM              565105103      217    15500 SH       SOLE                  15500
D MARATHON OIL CORP COM          COM              565849106    42250   554677 SH       SOLE                 554677
D MARCUS CORP DEL COM            COM              566330106     2613   131000 SH       SOLE                 131000
D MARINE PRODS CORP COM          COM              568427108      227    20700 SH       SOLE                  20700
D MARINEMAX INC COM              COM              567908108      439    13100 SH       SOLE                  13100
D MARINER ENERGY INC COM STK     COM              56845T305      488    23793 SH       SOLE                  23793
D MARKEL CORP HOLDING CO COM     COM              570535104     1418     4200 SH       SOLE                   4200
D MARKWEST HYDROCARBON INC COM   COM              570762104      532    23210 SH       SOLE                  23210
D MARRIOTT INTL INC NEW COM STK  COM              571903202    14001   204100 SH       SOLE                 204100
D MARSH & MCLENNAN CO'S INC COM  COM              571748102    11794   401700 SH       SOLE                 401700
D MARSHALL & ILSLEY CORP COM COM COM              571834100     9993   229300 SH       SOLE                 229300
D MARTEK BIOSCIENCES CORP COM CO COM              572901106     1172    35700 SH       SOLE                  35700
D MARTEN TRANS LTD COM           COM              573075108      250    13800 SH       SOLE                  13800
D MARTHA STEWART LIVING OMNIMEDI COM              573083102     1054    62500 SH       SOLE                  62500
D MARTIN MARIETTA MATLS INC COM  COM              573284106     3104    29000 SH       SOLE                  29000
D MARVEL ENTMT INC COM COM       COM              57383T103      901    44800 SH       SOLE                  44800
D MARVELL TECH GROUP COM USD0.00 COM              G5876H105     6097   112700 SH       SOLE                 112700
D MASCO CORP COM                 COM              574599106    23974   737900 SH       SOLE                 737900
D MASSBANK CORP READING MASS COM COM              576152102      260     7900 SH       SOLE                   7900
D MASSEY ENERGY CORP COM         COM              576206106     1713    47500 SH       SOLE                  47500
D MASTEC INC COM                 COM              576323109      503    35500 SH       SOLE                  35500
D MATRIA HEALTHCARE INC COM NEW  COM              576817209      569    15000 SH       SOLE                  15000
D MATRIX SVC CO COM              COM              576853105      160    13900 SH       SOLE                  13900
D MATRIXONE INC COM              COM              57685P304      291    40600 SH       SOLE                  40600
D MATTEL INC COM                 COM              577081102     6055   334000 SH       SOLE                 334000
D MATTHEWS INTL CORP CL A        COM              577128101      754    19700 SH       SOLE                  19700
D MATTSON TECH INC COM           COM              577223100      371    30900 SH       SOLE                  30900
D MAUI LD & PINEAPPLE INC COM CO COM              577345101      260     6900 SH       SOLE                   6900
D MAVERICK TUBE CORP COM         COM              577914104     5898   111300 SH       SOLE                 111300
D MAXIM INTEGRATED PRODS INC COM COM              57772K101    12898   347200 SH       SOLE                 347200
D MAXIMUS INC COM                COM              577933104      432    12000 SH       SOLE                  12000
D MAXTOR CORP COM NEW            COM              577729205     1436   150200 SH       SOLE                 150200
D MAXWELL TECHNOLOGIES INC COM   COM              577767106      336    17200 SH       SOLE                  17200
D MAXXAM INC COM                 COM              577913106      575    17700 SH       SOLE                  17700
D MAXYGEN INC COM STK ISIN# US57 COM              577776107      229    27600 SH       SOLE                  27600
D MB FINL INC NEW COM            COM              55264U108      758    21404 SH       SOLE                  21404
D MBIA INC COM                   COM              55262C100    14768   245600 SH       SOLE                 245600
D MC CORMICK & CO INC COM NON-VT COM              579780206     2668    78800 SH       SOLE                  78800
D MC DONALDS CORP COM            COM              580135101    43544  1267300 SH       SOLE                1267300
D MCAFEE INC COM                 COM              579064106     4265   175300 SH       SOLE                 175300
D MCCLATCHY CO CL A              COM              579489105     1387    28400 SH       SOLE                  28400
D MCDATA CORP CL A               COM              580031201      467   101110 SH       SOLE                 101110
D MCDERMOTT INTL INC COM STK $1  COM              580037109     2973    54600 SH       SOLE                  54600
D MCG CAP CORP COM               COM              58047P107      363    25700 SH       SOLE                  25700
D MCGRATH RENTCORP COM           COM              580589109      409    13600 SH       SOLE                  13600
D MCGRAW HILL COMPANIES INC COM  COM              580645109    19049   330600 SH       SOLE                 330600
D MCKESSON CORP                  COM              58155Q103    13856   265800 SH       SOLE                 265800
D MCMORAN EXPL CO COM            COM              582411104      730    40900 SH       SOLE                  40900
D MDU RES GROUP INC COM          COM              552690109     5937   177500 SH       SOLE                 177500
D MEADWESTVACO CORP COM          COM              583334107     3747   137200 SH       SOLE                 137200
D MEASUREMENT SPECIALTIES INC CO COM              583421102      251     9600 SH       SOLE                   9600
D MED ACTION INDS INC COM        COM              58449L100      269    11200 SH       SOLE                  11200
D MED STAFFING NETWORK HLDGS INC COM              58463F104      187    35800 SH       SOLE                  35800
D MEDAREX INC COM                COM              583916101     2546   192600 SH       SOLE                 192600
D MEDCATH CORP COM STK           COM              58404W109      430    22500 SH       SOLE                  22500
D MEDCO HLTH SOLUTIONS INC COM   COM              58405U102    16897   295307 SH       SOLE                 295307
D MEDIA GEN INC CL A             COM              584404107     1077    23100 SH       SOLE                  23100
D MEDIACOM COMMUNICATIONS CORP C COM              58446K105      361    62700 SH       SOLE                  62700
D MEDICINES COMPANY COM          COM              584688105      607    29500 SH       SOLE                  29500
D MEDICIS PHARMACEUTICAL CORP CL COM              584690309      473    14500 SH       SOLE                  14500
D MEDIMMUNE INC COM              COM              584699102     6712   183500 SH       SOLE                 183500
D MEDIS TECHNOLOGIES LTD COM     COM              58500P107      511    21900 SH       SOLE                  21900
D MEDQUIST INC COM               COM              584949101      285    21000 SH       SOLE                  21000
D MEDTRONIC INC COM              COM              585055106    57043  1124000 SH       SOLE                1124000
D MELLON FINL CORP COM           COM              58551A108    12919   362900 SH       SOLE                 362900
D MEMC ELECTR MATLS INC COM      COM              552715104     8680   235100 SH       SOLE                 235100
D MEN S WEARHOUSE INC COMMOM     COM              587118100     8599   239250 SH       SOLE                 239250
D MENTOR CORP COM                COM              587188103     1464    32300 SH       SOLE                  32300
D MENTOR GRAPHICS CORP COM       COM              587200106      476    43100 SH       SOLE                  43100
D MERCANTILE BANKSHARES CORP COM COM              587405101     2963    77059 SH       SOLE                  77059
D MERCHANTS BANCSHARES INC COM   COM              588448100      282    11500 SH       SOLE                  11500
D MERCK & CO INC COM             COM              589331107    79028  2243200 SH       SOLE                2243200
D MERCURY AIR GROUP INC COM      COM              589354406      115    28700 SH       SOLE                  28700
D MERCURY COMPUTER SYS INC COM   COM              589378108      249    15400 SH       SOLE                  15400
D MERCURY GEN CORP NEW COM       COM              589400100     1812    33000 SH       SOLE                  33000
D MERCURY INTERACTIVE CORP COM   COM              589405109     1865    53600 SH       SOLE                  53600
D MEREDITH CORP COM              COM              589433101     1423    25500 SH       SOLE                  25500
D MERGE TECHNOLOGIES INC COM     COM              589981109      232    14500 SH       SOLE                  14500
D MERIDIAN BIOSCIENCE INC COM    COM              589584101     1242    46050 SH       SOLE                  46050
D MERIDIAN GOLD INC COM 2-559789 COM              589975101     4115   138800 SH       SOLE                 138800
D MERIDIAN RES CORP COM          COM              58977Q109      168    41400 SH       SOLE                  41400
D MERIT MED SYS INC COM          COM              589889104      241    20100 SH       SOLE                  20100
D MERITAGE HOMES CORP COM        COM              59001A102     1797    32700 SH       SOLE                  32700
D MERIX CORP COM                 COM              590049102      145    11800 SH       SOLE                  11800
D MERRILL LYNCH & CO INC COM STK COM              590188108    97158  1233600 SH       SOLE                1233600
D MERRILL MERCHANTS BANCSHARES I COM              59021H103      234     9760 SH       SOLE                   9760
D MET-PRO CORP COM               COM              590876306      252    19066 SH       SOLE                  19066
D METHODE ELECTRS INC COM        COM              591520200      244    22400 SH       SOLE                  22400
D METLIFE INC COM ISIN US59156R1 COM              59156R108    43881   907200 SH       SOLE                 907200
D METROLOGIC INSTRS INC COM      COM              591676101      345    14900 SH       SOLE                  14900
D MGE ENERGY INC COM             COM              55277P104      279     8400 SH       SOLE                   8400
D MGI PHARMA INC COM             COM              552880106      704    40234 SH       SOLE                  40234
D MGIC INVT CORP WIS COM         COM              552848103     5424    81400 SH       SOLE                  81400
D MGM MIRAGE COM                 COM              552953101     7377   171200 SH       SOLE                 171200
D MGP INGREDIENTS INC COM COM    COM              55302G103      314    19400 SH       SOLE                  19400
D MICHAELS STORES INC COM        COM              594087108     2961    78800 SH       SOLE                  78800
D MICREL INC COM                 COM              594793101      851    57400 SH       SOLE                  57400
D MICROCHIP TECHNOLOGY INC COM   COM              595017104     7630   210200 SH       SOLE                 210200
D MICRON TECH INC COM            COM              595112103     5764   391600 SH       SOLE                 391600
D MICROS SYS INC COM             COM              594901100     7205   156400 SH       SOLE                 156400
D MICROSEMI CORP COM             COM              595137100    10558   362700 SH       SOLE                 362700
D MICROSOFT CORP COM             COM              594918104   250302  9198900 SH       SOLE                9198900
D MICROSTRATEGY INC CL A NEW     COM              594972408     2822    26800 SH       SOLE                  26800
D MICROTEK MED HLDGS INC COM     COM              59515B109      169    47900 SH       SOLE                  47900
D MICROVISION INC DEL COM        COM              594960106       90    30700 SH       SOLE                  30700
D MID-STATE BANCSHARES COM       COM              595440108      524    17800 SH       SOLE                  17800
D MIDAS INC COM                  COM              595626102      269    12300 SH       SOLE                  12300
D MIDDLEBY CORP COM              COM              596278101     2177    26000 SH       SOLE                  26000
D MIDDLESEX WTR CO COM           COM              596680108      347    18300 SH       SOLE                  18300
D MIDLAND CO COM                 COM              597486109      399    11400 SH       SOLE                  11400
D MIDWAY GAMES INC COM           COM              598148104      420    45500 SH       SOLE                  45500
D MILACRON INC COM STK           COM              598709103       83    51400 SH       SOLE                  51400
D MILLENNIUM PHARMACEUTICALS INC COM              599902103     1811   179100 SH       SOLE                 179100
D MILLER HERMAN INC COM          COM              600544100     1491    46000 SH       SOLE                  46000
D MILLIPORE CORP COM             COM              601073109     2243    30700 SH       SOLE                  30700
D MINDSPEED TECHNOLOGIES INC COM COM              602682106      264    66300 SH       SOLE                  66300
D MINE SAFETY APPLIANCES CO COM  COM              602720104      542    12900 SH       SOLE                  12900
D MINERALS TECHNOLOGIES INC COM  COM              603158106      596    10200 SH       SOLE                  10200
D MIPS TECHNOLOGIES INC COMMON   COM              604567107      251    33700 SH       SOLE                  33700
D MIRANT CORP NEW COM COM        COM              60467R100     1438    57500 SH       SOLE                  57500
D MIVA INC COM                   COM              55311R108       62    15200 SH       SOLE                  15200
D MKS INSTRS INC COM             COM              55306N104      750    32000 SH       SOLE                  32000
D MOBILE MINI INC COM            COM              60740F105     1027    33200 SH       SOLE                  33200
D MOBILITY ELECTRONICS INC COM   COM              60741U101      207    24900 SH       SOLE                  24900
D MODINE MFG CO COM STK          COM              607828100     3021   102400 SH       SOLE                 102400
D MOHAWK INDS INC COM            COM              608190104     3132    38800 SH       SOLE                  38800
D MOLECULAR DEVICES CORP COM     COM              60851C107      531    16000 SH       SOLE                  16000
D MOLEX INC COM                  COM              608554101     5216   157100 SH       SOLE                 157100
D MOLINA HEALTHCARE INC COM      COM              60855R100      281     8400 SH       SOLE                   8400
D MOLSON COORS BREWING CO CL B C COM              60871R209     2649    38600 SH       SOLE                  38600
D MOMENTA PHARMACEUTICALS INC CO COM              60877T100      582    29600 SH       SOLE                  29600
D MONACO COACH CORP COM          COM              60886R103      272    20300 SH       SOLE                  20300
D MONEYGRAM INTL INC COM         COM              60935Y109     1484    48300 SH       SOLE                  48300
D MONOGRAM BIOSCIENCES INC COM   COM              60975U108      171    92820 SH       SOLE                  92820
D MONOLITHIC SYS TECH INC COM    COM              609842109      196    22100 SH       SOLE                  22100
D MONRO MUFFLER BRAKE INC COM    COM              610236101      360     9700 SH       SOLE                   9700
D MONSANTO CO NEW COM            COM              61166W101    15374   181400 SH       SOLE                 181400
D MONSTER WORLDWIDE INC COM      COM              611742107     5335   107000 SH       SOLE                 107000
D MOODYS CORP COM                COM              615369105    13149   184000 SH       SOLE                 184000
D MOOG INC CL A                  COM              615394202      522    14700 SH       SOLE                  14700
D MORGAN STANLEY                 COM              617446448    80567  1282500 SH       SOLE                1282500
D MOSAIC CO COM                  COM              61945A107     1071    74600 SH       SOLE                  74600
D MOTOROLA INC COM               COM              620076109    59445  2594700 SH       SOLE                2594700
D MOVADO GROUP INC COM           COM              624580106      485    21000 SH       SOLE                  21000
D MOVIE GALLERY INC COM COM      COM              624581104       42    14000 SH       SOLE                  14000
D MPS GROUP INC COM              COM              553409103      999    65300 SH       SOLE                  65300
D MRO SOFTWARE INC COM           COM              55347W105      334    20900 SH       SOLE                  20900
D MRV COMMUNICATIONS INC COM     COM              553477100      286    69700 SH       SOLE                  69700
D MSC INDL DIRECT INC CL A COM   COM              553530106     4381    81100 SH       SOLE                  81100
D MTC TECHNOLOGIES INC COM       COM              55377A106     1481    52900 SH       SOLE                  52900
D MTR GAMING GROUP INC COM       COM              553769100      204    19800 SH       SOLE                  19800
D MTS SYS CORP COM               COM              553777103      636    15200 SH       SOLE                  15200
D MUELLER INDS INC COM           COM              624756102      753    21100 SH       SOLE                  21100
D MULTI-FINELINE ELECTRONIX INC  COM              62541B101      983    16800 SH       SOLE                  16800
D MULTIMEDIA GAMES INC COM       COM              625453105      140     9400 SH       SOLE                   9400
D MURPHY OIL CORP COM            COM              626717102     8200   164600 SH       SOLE                 164600
D MYERS INDS INC COM             COM              628464109      267    16720 SH       SOLE                  16720
D MYLAN LAB INC COM              COM              628530107     6182   264200 SH       SOLE                 264200
D MYRIAD GENETICS INC COM        COM              62855J104      459    17600 SH       SOLE                  17600
D N PITT SYS INC COM             COM              661562108      247    10600 SH       SOLE                  10600
D N V R INC COM                  COM              62944T105     3399     4600 SH       SOLE                   4600
D N W BANCORP INC PA COM         COM              667328108      847    34200 SH       SOLE                  34200
D N W NAT GAS CO COM             COM              667655104     4337   122200 SH       SOLE                 122200
D N. FORK BANCORPORATION INC COM COM              659424105     5037   174700 SH       SOLE                 174700
D NABI BIOPHARMACEUTICALS COM    COM              629519109      194    34400 SH       SOLE                  34400
D NABORS INDUSTRIES COM USD0.10  COM              G6359F103    12935   180700 SH       SOLE                 180700
D NACCO IND INC CL A COM         COM              629579103     3079    20000 SH       SOLE                  20000
D NANOGEN INC COM                COM              630075109       72    23900 SH       SOLE                  23900
D NANOMETRICS INC COM            COM              630077105      158    11400 SH       SOLE                  11400
D NANOPHASE TECHNOLOGIES CORP CO COM              630079101      141    18300 SH       SOLE                  18300
D NARA BANCORP INC COM           COM              63080P105      312    17800 SH       SOLE                  17800
D NASB FINL INC COM COM          COM              628968109      312     9100 SH       SOLE                   9100
D NASTECH PHARMACEUTICAL INC COM COM              631728409      283    15700 SH       SOLE                  15700
D NATIONAL OILWELL VARCO COM STK COM              637071101     9110   142078 SH       SOLE                 142078
D NATIONAL R V HLDGS INC COM     COM              637277104       84    13200 SH       SOLE                  13200
D NATIONWIDE FINL SVCS INC CL A  COM              638612101     1566    36400 SH       SOLE                  36400
D NATL CY CORP COM               COM              635405103    27532   788895 SH       SOLE                 788895
D NATL DENTEX CORP COM           COM              63563H109      335    14400 SH       SOLE                  14400
D NATL FINL PARTNERS CORP COM    COM              63607P208     1272    22500 SH       SOLE                  22500
D NATL FUEL GAS CO COM           COM              636180101     1577    48200 SH       SOLE                  48200
D NATL HEALTHCARE CORP COM       COM              635906100      553    13800 SH       SOLE                  13800
D NATL HOME HLTH CARE CORP COM   COM              636380107      201    18800 SH       SOLE                  18800
D NATL INSTRS CORP COM           COM              636518102     1018    31200 SH       SOLE                  31200
D NATL MED HLTH CARD SYS INC DEL COM              636918302      221     7900 SH       SOLE                   7900
D NATL PENN BANCSHARES INC COM   COM              637138108      618    29062 SH       SOLE                  29062
D NATL SEMICONDUCTOR CORP COM    COM              637640103     8140   292400 SH       SOLE                 292400
D NATL WESTN LIFE INS CO CL A    COM              638522102     1371     5900 SH       SOLE                   5900
D NATURES SUNSHINE PRODS INC COM COM              639027101      285    22800 SH       SOLE                  22800
D NAUTILUS INC COM               COM              63910B102      374    25000 SH       SOLE                  25000
D NAVIGANT CONSULTING INC COM    COM              63935N107      630    29500 SH       SOLE                  29500
D NAVIGANT INTL INC COM          COM              63935R108      130    10600 SH       SOLE                  10600
D NAVIGATORS GROUP INC COM       COM              638904102      476     9600 SH       SOLE                   9600
D NAVISTAR INTL CORP NEW COM     COM              63934E108     3431   124400 SH       SOLE                 124400
D NBT BANCORP INC COM            COM              628778102      674    29000 SH       SOLE                  29000
D NBTY INC COM                   COM              628782104      908    40300 SH       SOLE                  40300
D NCI BLDG SYS INC COM           COM              628852105      675    11300 SH       SOLE                  11300
D NCO GROUP INC COM              COM              628858102      428    18000 SH       SOLE                  18000
D NCR CORP COM                   COM              62886E108     6444   154200 SH       SOLE                 154200
D NEENAH PAPER INC COM COM       COM              640079109      294     8966 SH       SOLE                   8966
D NEKTAR THERAPEUTICS COM        COM              640268108      817    40100 SH       SOLE                  40100
D NELSON THOMAS INC COM STK USD1 COM              640376109      389    13300 SH       SOLE                  13300
D NEOPHARM INC COM               COM              640919106      128    15300 SH       SOLE                  15300
D NEOSE TECHNOLOGIES INC COM     COM              640522108       56    20700 SH       SOLE                  20700
D NET BANK INC COM               COM              640933107      258    35600 SH       SOLE                  35600
D NETFLIX INC COM STK            COM              64110L106      722    24900 SH       SOLE                  24900
D NETGEAR INC COM                COM              64111Q104     3597   189200 SH       SOLE                 189200
D NETIQ CORP COM                 COM              64115P102      442    39600 SH       SOLE                  39600
D NETMANAGE INC COM NEW          COM              641144308      122    20400 SH       SOLE                  20400
D NETOPIA INC COM                COM              64114K104       83    19600 SH       SOLE                  19600
D NETRATINGS INC COM             COM              64116M108      315    23800 SH       SOLE                  23800
D NETSCOUT SYS INC COM           COM              64115T104      260    28600 SH       SOLE                  28600
D NETWORK APPLIANCE INC DEL      COM              64120L104     8132   225700 SH       SOLE                 225700
D NETWORK EQUIP TECHNOLOGIES COM COM              641208103       86    21700 SH       SOLE                  21700
D NEUROCRINE BIOSCIENCES INC COM COM              64125C109     2272    35200 SH       SOLE                  35200
D NEUROGEN CORP COM              COM              64124E106      145    23500 SH       SOLE                  23500
D NEW CENTY FINL CORP MD COM     COM              6435EV108     4202    91300 SH       SOLE                  91300
D NEW YORK TIMES CO CL A ISIN    COM              650111107     2326    91900 SH       SOLE                  91900
D NEWCASTLE INVT CORP NEW COM    COM              65105M108      356    14900 SH       SOLE                  14900
D NEWELL RUBBERMAID INC COM      COM              651229106     7408   294100 SH       SOLE                 294100
D NEWFIELD EXPLORATION           COM              651290108    11120   265400 SH       SOLE                 265400
D NEWMARKET CORP COM             COM              651587107      638    13400 SH       SOLE                  13400
D NEWMIL BANCORP INC COM COM     COM              651633109      291     9800 SH       SOLE                   9800
D NEWMONT MINING CORP NEW COM    COM              651639106    21955   423100 SH       SOLE                 423100
D NEWPARK RES INC COM PAR $0.01  COM              651718504      426    51900 SH       SOLE                  51900
D NEWPORT CORP COM               COM              651824104      472    25000 SH       SOLE                  25000
D NEWS CORP CL A COM             COM              65248E104    15293   920692 SH       SOLE                 920692
D NEXTEL PARTNERS INC CL A CL A  COM              65333F107     4256   150300 SH       SOLE                 150300
D NH THRIFT BANCSHARES INC COM   COM              644722100      216    13600 SH       SOLE                  13600
D NIC INC COM                    COM              62914B100      256    41800 SH       SOLE                  41800
D NICOR INC COM                  COM              654086107     1159    29300 SH       SOLE                  29300
D NIKE INC CL B CL B             COM              654106103    28704   337300 SH       SOLE                 337300
D NISOURCE INC COM               COM              65473P105     3132   154900 SH       SOLE                 154900
D NJ RES CORP COM                COM              646025106      670    14800 SH       SOLE                  14800
D NL INDS INC COM NEW            COM              629156407      406    38200 SH       SOLE                  38200
D NMS COMMUNICATIONS CORP COM    COM              629248105      118    31300 SH       SOLE                  31300
D NOBLE CORPORATION COM          COM              G65422100    16106   198600 SH       SOLE                 198600
D NOBLE ENERGY INC COM           COM              655044105    12232   278500 SH       SOLE                 278500
D NOBLE INTL LTD COM             COM              655053106      198    11701 SH       SOLE                  11701
D NORDSON CORP COM               COM              655663102     2917    58500 SH       SOLE                  58500
D NORDSTROM INC COM              COM              655664100     6539   166900 SH       SOLE                 166900
D NORFOLK SOUTHN CORP COM        COM              655844108    24786   458400 SH       SOLE                 458400
D NORTH AMERN SCIENTIFIC INC COM COM              65715D100       44    18700 SH       SOLE                  18700
D NORTH VY BANCORP CMT-CAP STK C COM              66304M105      291    16200 SH       SOLE                  16200
D NORTHEAST UTILITIES COM        COM              664397106     1506    77100 SH       SOLE                  77100
D NORTHFIELD LAB INC COM         COM              666135108      206    20600 SH       SOLE                  20600
D NORTHN STS FINL CORP COM       COM              665751103      353    15800 SH       SOLE                  15800
D NORTHN TR CORP COM             COM              665859104    10721   204200 SH       SOLE                 204200
D NORTHRIM BANCORP INC COM       COM              666762109      295    12300 SH       SOLE                  12300
D NORTHROP GRUMMAN CORP COM COM  COM              666807102    37204   544800 SH       SOLE                 544800
D NORWOOD FINL CORP COM          COM              669549107      304     9500 SH       SOLE                   9500
D NOVASTAR FINL INC COM          COM              669947400     1267    37900 SH       SOLE                  37900
D NOVATEL WIRELESS INC COM NEW   COM              66987M604      551    61600 SH       SOLE                  61600
D NOVELL INC COM                 COM              670006105     1906   248200 SH       SOLE                 248200
D NOVELLUS SYS INC COM           COM              670008101     2350    97900 SH       SOLE                  97900
D NOVEN PHARMACEUTICALS INC COM  COM              670009109      297    16500 SH       SOLE                  16500
D NPS PHARMACEUTICALS INC COM    COM              62936P103      309    36200 SH       SOLE                  36200
D NRG ENERGY INC COM NEW         COM              629377508     1569    34700 SH       SOLE                  34700
D NS GROUP INC COM               COM              628916108     2504    54400 SH       SOLE                  54400
D NSTAR COM                      COM              67019E107     1551    54200 SH       SOLE                  54200
D NTL INC DEL COM STK            COM              62941W101     4847   166500 SH       SOLE                 166500
D NU SKIN ENTERPRISES INC CL A   COM              67018T105      789    45000 SH       SOLE                  45000
D NUANCE COMMUNICATIONS INC COM  COM              67020Y100     1103    93365 SH       SOLE                  93365
D NUCOR CORP COM                 COM              670346105    26648   254300 SH       SOLE                 254300
D NUCO2 INC COM COM              COM              629428103      381    12000 SH       SOLE                  12000
D NUTRACEUTICAL INTL CORP COM    COM              67060Y101      157    10400 SH       SOLE                  10400
D NUVEEN INVTS INC CL A          COM              67090F106     2754    57200 SH       SOLE                  57200
D NUVELO INC COM NEW             COM              67072M301      918    51500 SH       SOLE                  51500
D NVE CORP COM NEW               COM              629445206       96     6000 SH       SOLE                   6000
D NVIDIA CORP COM                COM              67066G104     7862   137300 SH       SOLE                 137300
D NY CMNTY BANCORP INC COM       COM              649445103     2296   131060 SH       SOLE                 131060
D NYMAGIC INC COM                COM              629484106      221     7400 SH       SOLE                   7400
D O CHARLEYS INC                 COM              670823103      273    14800 SH       SOLE                  14800
D O REILLY AUTOMOTIVE INC COM    COM              686091109    11802   322800 SH       SOLE                 322800
D OAK HILL FINL INC COM          COM              671337103      204     6600 SH       SOLE                   6600
D OAKLEY INC COM                 COM              673662102      815    47900 SH       SOLE                  47900
D OCA INC COM                    COM              67083Q101        6    48200 SH       SOLE                  48200
D OCCIDENTAL PETE CORP COM       COM              674599105    52373   565274 SH       SOLE                 565274
D OCEANEERING INTL INC COM       COM              675232102     9867   172200 SH       SOLE                 172200
D OCEANFIRST FINL CORP COM       COM              675234108      216     8800 SH       SOLE                   8800
D OCWEN FINL CORP COM            COM              675746101      480    47000 SH       SOLE                  47000
D ODYSSEY HEALTHCARE INC COM     COM              67611V101      490    28500 SH       SOLE                  28500
D ODYSSEY RE HLDGS CORP COM      COM              67612W108     3913   180300 SH       SOLE                 180300
D OFFICE DEPOT INC COM           COM              676220106     9437   253400 SH       SOLE                 253400
D OFFICEMAX INC DEL COM COM      COM              67622P101     1557    51600 SH       SOLE                  51600
D OGE ENERGY CORP COM            COM              670837103     1891    65200 SH       SOLE                  65200
D OH VY BANC CORP COM            COM              677719106      336    13250 SH       SOLE                  13250
D OHIO CAS CORP COM COM          COM              677240103     1141    36000 SH       SOLE                  36000
D OIL STS INTL INC COM ISIN US67 COM              678026105     1069    29000 SH       SOLE                  29000
D OLD DOMINION FGHT LINE INC COM COM              679580100      364    13500 SH       SOLE                  13500
D OLD NATL BANCORP IND COM       COM              680033107      902    41685 SH       SOLE                  41685
D OLD REP INTL CORP COM          COM              680223104     2913   133500 SH       SOLE                 133500
D OLIN CORP COM                  COM              680665205      754    35100 SH       SOLE                  35100
D OLYMPIC STL INC COM            COM              68162K106      712    23600 SH       SOLE                  23600
D OM GROUP INC                   COM              670872100      405    17600 SH       SOLE                  17600
D OMEGA FINL CORP COM            COM              682092101      645    19059 SH       SOLE                  19059
D OMI CORP NEW COM               COM              Y6476W104      687    38100 SH       SOLE                  38100
D OMNICARE INC COM               COM              681904108     3321    60400 SH       SOLE                  60400
D OMNICELL INC COM               COM              68213N109      166    14600 SH       SOLE                  14600
D OMNICOM GROUP INC COM          COM              681919106    18981   228000 SH       SOLE                 228000
D OMNIVISION TECHNOLOGIES INC CO COM              682128103     1380    45700 SH       SOLE                  45700
D OMNOVA SOLUTIONS INC COM       COM              682129101      283    46200 SH       SOLE                  46200
D ON SEMICONDUCTOR CORP COM      COM              682189105      985   135700 SH       SOLE                 135700
D ONEOK INC COM STK              COM              682680103     1748    54200 SH       SOLE                  54200
D ONYX PHARMACEUTICALS INC DEL C COM              683399109     1444    55000 SH       SOLE                  55000
D OPENTV CORP OPENTV CORP ISIN   COM              G67543101      202    68600 SH       SOLE                  68600
D OPENWAVE SYS INC COM NEW       COM              683718308     5559   257600 SH       SOLE                 257600
D OPLINK COMMUNICATIONS INC COM  COM              68375Q403      211    12157 SH       SOLE                  12157
D OPNET TECHNOLOGIES INC COM ISI COM              683757108      192    17900 SH       SOLE                  17900
D OPSWARE INC COM                COM              68383A101      514    60000 SH       SOLE                  60000
D OPT CARE INC COM               COM              683948103     3729   263750 SH       SOLE                 263750
D ORACLE CORP COM                COM              68389X105    69213  5055700 SH       SOLE                5055700
D ORASURE TECHNOLOGIES INC COM   COM              68554V108      255    24800 SH       SOLE                  24800
D ORBITAL SCI CORP COM           COM              685564106      570    36000 SH       SOLE                  36000
D OREGON STL MLS INC COM         COM              686079104     3178    62100 SH       SOLE                  62100
D ORIENTAL FINL GROUP INC COM CO COM              68618W100      219    15180 SH       SOLE                  15180
D ORLEANS HOMEBUILDERS INC COM C COM              686588104      223    11000 SH       SOLE                  11000
D ORTHOLOGIC CORP COM STK USD0.0 COM              68750J107       81    37000 SH       SOLE                  37000
D ORTHOVITA INC CDT-COM COM STK  COM              68750U102      218    52600 SH       SOLE                  52600
D OSHKOSH TRUCK CORP COM         COM              688239201     7606   122200 SH       SOLE                 122200
D OSI PHARMACEUTICALS INC COM    COM              671040103     1977    61600 SH       SOLE                  61600
D OSI SYS INC COM                COM              671044105      201     9500 SH       SOLE                   9500
D OSTEOTECH INC COM              COM              688582105      141    32100 SH       SOLE                  32100
D OTTER TAIL CORP                COM              689648103      405    14100 SH       SOLE                  14100
D OUTBACK STEAKHOUSE INC COM     COM              689899102     1888    42900 SH       SOLE                  42900
D OVERLAND STORAGE INC COM       COM              690310107       98    10800 SH       SOLE                  10800
D OVERSEAS SHIPHOLDING GROUP INC COM              690368105     5574   116300 SH       SOLE                 116300
D OVERSTOCK COM INC DEL COM      COM              690370101      811    27200 SH       SOLE                  27200
D OWENS & MINOR INC NEW COM      COM              690732102     2776    84700 SH       SOLE                  84700
D OWENS ILL INC COM NEW          COM              690768403     1680    96700 SH       SOLE                  96700
D OXFORD INDS INC COM            COM              691497309      608    11900 SH       SOLE                  11900
D P A M TRANSN SVCS INC COM      COM              693149106      301    12200 SH       SOLE                  12200
D P F CHANGS CHINA BISTRO INC CO COM              69333Y108      715    14500 SH       SOLE                  14500
D PAB BANKSHARES INC CDT-CAP STK COM              69313P101      336    17300 SH       SOLE                  17300
D PAC PREMIER BANCORP COM        COM              69478X105      163    13900 SH       SOLE                  13900
D PAC SUNWEAR CAL INC COM        COM              694873100     6850   309100 SH       SOLE                 309100
D PACCAR INC COM                 COM              693718108    15971   226600 SH       SOLE                 226600
D PACER INTL INC TENN COM        COM              69373H106      830    25400 SH       SOLE                  25400
D PACIFIC CAP BANCORP NEW COM    COM              69404P101      938    27733 SH       SOLE                  27733
D PACKAGING CORP AMER COM ISIN   COM              695156109     1272    56700 SH       SOLE                  56700
D PACKETEER INC COM              COM              695210104      289    24900 SH       SOLE                  24900
D PACTIV CORP COM                COM              695257105     3193   130100 SH       SOLE                 130100
D PAIN THERAPEUTICS INC COM COM  COM              69562K100      368    33900 SH       SOLE                  33900
D PALL CORP COM                  COM              696429307     2358    75600 SH       SOLE                  75600
D PALM HBR HOMES INC COM         COM              696639103      454    21200 SH       SOLE                  21200
D PALM INC NEW COM               COM              696643105     2798   120800 SH       SOLE                 120800
D PALOMAR MED TECHNOLOGIES INC C COM              697529303      492    14700 SH       SOLE                  14700
D PAMRAPO BANCORP INC COM        COM              697738102      270    13000 SH       SOLE                  13000
D PAN AMERN SILVER CORP COM      COM              697900108     3226   127000 SH       SOLE                 127000
D PANERA BREAD CO CL A           COM              69840W108     1338    17800 SH       SOLE                  17800
D PANTRY INC COM ISIN #US6986571 COM              698657103     1017    16300 SH       SOLE                  16300
D PAPA JOHNS INTL INC COM        COM              698813102      761    23200 SH       SOLE                  23200
D PAR PHARMACEUTICAL COS INC COM COM              69888P106     4506   159900 SH       SOLE                 159900
D PARAMETRIC TECHNOLOGY CORP COM COM              699173209     1507    92280 SH       SOLE                  92280
D PAREXEL INTL CORP COM          COM              699462107      428    16200 SH       SOLE                  16200
D PARK ELECTROCHEMICAL CORP COM  COM              700416209      357    12100 SH       SOLE                  12100
D PARKER DRILLING CO COM         COM              701081101      628    67700 SH       SOLE                  67700
D PARKER-HANNIFIN CORP COM       COM              701094104    20040   248600 SH       SOLE                 248600
D PARKVALE FINL CORP COM         COM              701492100      329    11800 SH       SOLE                  11800
D PARLUX FRAGRANCES INC COM      COM              701645103      622    19300 SH       SOLE                  19300
D PARTNERS TR FINL GROUP INC NEW COM              70213F102      628    52697 SH       SOLE                  52697
D PATTERSON COS INC COM          COM              703395103     3193    90700 SH       SOLE                  90700
D PATTERSON-UTI ENERGY INC COM C COM              703481101     6558   205200 SH       SOLE                 205200
D PAXAR CORP COM                 COM              704227107      489    25000 SH       SOLE                  25000
D PAXSON COMMUNICATIONS CORP COM COM              704231109       53    56200 SH       SOLE                  56200
D PAYCHEX INC COM                COM              704326107    11736   281700 SH       SOLE                 281700
D PAYLESS SHOESOURCE INC COM     COM              704379106      870    38000 SH       SOLE                  38000
D PC CONNECTION INC COM          COM              69318J100      161    28000 SH       SOLE                  28000
D PDF SOLUTIONS INC COM COM      COM              693282105      333    17600 SH       SOLE                  17600
D PDI INC COM                    COM              69329V100      141    12100 SH       SOLE                  12100
D PDL BIOPHARMA INC COM          COM              69329Y104     1870    57000 SH       SOLE                  57000
D PEABODY ENERGY CORP COM COM ST COM              704549104     6775   134400 SH       SOLE                 134400
D PEAPACK-GLADSTONE FINL CORP CO COM              704699107      285    11110 SH       SOLE                  11110
D PEDIATRIX MED GROUP COM        COM              705324101     1581    15400 SH       SOLE                  15400
D PEETS COFFEE & TEA INC COM     COM              705560100      330    11000 SH       SOLE                  11000
D PEGASUS COMMUNICATIONS CORP CL COM              705904605      115    46000 SH       SOLE                  46000
D PEGASUS SOLUTIONS INC COM      COM              705906105      192    20400 SH       SOLE                  20400
D PEGASYSTEMS INC COM            COM              705573103      212    26000 SH       SOLE                  26000
D PENFORD CORP COM               COM              707051108      227    14100 SH       SOLE                  14100
D PENN NATL GAMING INC COM       COM              707569109     3611    85600 SH       SOLE                  85600
D PENN VA CORP COM               COM              707882106     2592    36500 SH       SOLE                  36500
D PENNEY J.C CO INC COM          COM              708160106    27565   456300 SH       SOLE                 456300
D PENNFED FINL SVCS INC MD COM S COM              708167101      226    11800 SH       SOLE                  11800
D PENNSYLVANIA COMM BANCORP INC  COM              708677109      308    10200 SH       SOLE                  10200
D PENTAIR INC COM                COM              709631105     2551    62600 SH       SOLE                  62600
D PENWEST PHARMACEUTICALS CO COM COM              709754105      330    15200 SH       SOLE                  15200
D PEOPLES BANCORP AUBURN IND COM COM              709788103      268    12900 SH       SOLE                  12900
D PEOPLES BANCORP INC COM STK    COM              709789101      258     8600 SH       SOLE                   8600
D PEOPLES BANCTRUST INC COM STK  COM              709796106      303    15600 SH       SOLE                  15600
D PEOPLES BNK BRIDGEPORT CONN CO COM              710198102     3264    99675 SH       SOLE                  99675
D PEOPLES ENERGY CORP COM        COM              711030106      788    22100 SH       SOLE                  22100
D PEP BOYS-MANNY MOE & JACK COM  COM              713278109      523    34600 SH       SOLE                  34600
D PEPCO HLDGS INC COM COM        COM              713291102     2160    94800 SH       SOLE                  94800
D PEPSI BOTTLING GROUP INC COM S COM              713409100     4838   159200 SH       SOLE                 159200
D PEPSIAMERICAS INC COM          COM              71343P200     2059    84200 SH       SOLE                  84200
D PEPSICO INC COM                COM              713448108    93441  1616900 SH       SOLE                1616900
D PER-SE TECHNOLOGIES INC COM NE COM              713569309      629    23581 SH       SOLE                  23581
D PERFORMANCE FOOD GROUP CO COM  COM              713755106      814    26100 SH       SOLE                  26100
D PERFORMANCE TECHNOLOGIES INC C COM              71376K102       86    11400 SH       SOLE                  11400
D PERINI CORP COM                COM              713839108      550    18100 SH       SOLE                  18100
D PERKINELMER INC COM            COM              714046109     2539   108200 SH       SOLE                 108200
D PEROT SYS CORP CDT-CL A COM ST COM              714265105     1086    69800 SH       SOLE                  69800
D PERRIGO CO COM                 COM              714290103      677    41500 SH       SOLE                  41500
D PETCO ANIMAL SUPPLIES INC COM  COM              716016209      160     6800 SH       SOLE                   6800
D PETRO DEV CORP COM             COM              716578109      572    12600 SH       SOLE                  12600
D PETSMART INC COM               COM              716768106     2474    87900 SH       SOLE                  87900
D PFF BANCORP INC COM COM        COM              69331W104      526    15600 SH       SOLE                  15600
D PFIZER INC COM STK $.11 1/9 PA COM              717081103   189768  7615100 SH       SOLE                7615100
D PG& E CORP COM                 COM              69331C108    12378   318200 SH       SOLE                 318200
D PHARMACEUTICAL PROD DEV INC CO COM              717124101     2250    65000 SH       SOLE                  65000
D PHARMACOPEIA DRUG DISCOVERY IN COM              7171EP101       52     8750 SH       SOLE                   8750
D PHARMACYCLICS INC COM          COM              716933106       76    16500 SH       SOLE                  16500
D PHARMOS CORP COM PAR $.03      COM              717139307       26    10560 SH       SOLE                  10560
D PHELPS DODGE CORP CAP          COM              717265102    25190   312800 SH       SOLE                 312800
D PHH CORP COM NEW COM NEW       COM              693320202      794    29725 SH       SOLE                  29725
D PHILADELPHIA CONS HLDG CORP CO COM              717528103     1454    42600 SH       SOLE                  42600
D PHILLIPS VAN HEUSEN CORP COM   COM              718592108     7138   186800 SH       SOLE                 186800
D PHOTON DYNAMICS INC COM        COM              719364101      413    22000 SH       SOLE                  22000
D PHOTRONICS INC COM             COM              719405102      390    20800 SH       SOLE                  20800
D PICO HLDGS INC COM NEW STK     COM              693366205      493    15000 SH       SOLE                  15000
D PIEDMONT NAT GAS INC COM       COM              720186105      672    28000 SH       SOLE                  28000
D PIER 1 IMPORTS INC COM         COM              720279108      622    53600 SH       SOLE                  53600
D PILGRIMS PRIDE CORP COM        COM              721467108      904    41700 SH       SOLE                  41700
D PINNACLE AIRL CORP COM         COM              723443107       97    14600 SH       SOLE                  14600
D PINNACLE ENTMT INC COM         COM              723456109      575    20400 SH       SOLE                  20400
D PINNACLE FINL PARTNERS INC COM COM              72346Q104      417    15200 SH       SOLE                  15200
D PINNACLE W. CAP CORP COM       COM              723484101     1928    49300 SH       SOLE                  49300
D PIONEER NAT RES CO COM STK     COM              723787107     7810   176507 SH       SOLE                 176507
D PIPER JAFFRAY COS COM          COM              724078100     1001    18200 SH       SOLE                  18200
D PITNEY BOWES INC COM           COM              724479100     7633   177800 SH       SOLE                 177800
D PIXAR COM                      COM              725811103     3964    61800 SH       SOLE                  61800
D PIXELWORKS INC COM             COM              72581M107      150    30100 SH       SOLE                  30100
D PK NATL CORP COM               COM              700658107      704     6615 SH       SOLE                   6615
D PLAINS EXPL & PRODTN CO COM    COM              726505100     1020    26400 SH       SOLE                  26400
D PLANAR SYS INC                 COM              726900103      227    13400 SH       SOLE                  13400
D PLANTRONICS INC NEW COM        COM              727493108      992    28000 SH       SOLE                  28000
D PLATO LEARNING INC COM STK     COM              72764Y100      199    21000 SH       SOLE                  21000
D PLAYBOY ENTERPRISES INC (HOLDI COM              728117300      256    18000 SH       SOLE                  18000
D PLAYTEX PRODS INC COM          COM              72813P100      463    44200 SH       SOLE                  44200
D PLEXUS CORP COM                COM              729132100     1120    29800 SH       SOLE                  29800
D PLUG PWR INC COM               COM              72919P103      277    55371 SH       SOLE                  55371
D PLX TECH INC COM               COM              693417107      279    22200 SH       SOLE                  22200
D PMA CAP CORP CL A              COM              693419202      542    53200 SH       SOLE                  53200
D PMC SIERRA INC COM             COM              69344F106      905    73600 SH       SOLE                  73600
D PMI GROUP INC COM              COM              69344M101     7719   168100 SH       SOLE                 168100
D PNC FINANCIAL SERVICES GROUP C COM              693475105    17618   261746 SH       SOLE                 261746
D PNM RES INC COM                COM              69349H107      842    34500 SH       SOLE                  34500
D POCAHONTAS BANCORP INC COM     COM              730234101      164    12900 SH       SOLE                  12900
D POGO PROD CO COM               COM              730448107     3151    62700 SH       SOLE                  62700
D POLARIS INDS INC COM           COM              731068102      627    11500 SH       SOLE                  11500
D POLO RALPH LAUREN CORP CL A    COM              731572103     1782    29400 SH       SOLE                  29400
D POLYCOM INC COM                COM              73172K104     1362    62800 SH       SOLE                  62800
D POLYMEDICA CORP COM            COM              731738100      758    17900 SH       SOLE                  17900
D POLYONE CORP COM               COM              73179P106      593    63600 SH       SOLE                  63600
D POPE & TALBOT INC COM          COM              732827100       86    12600 SH       SOLE                  12600
D POPULAR INC COM                COM              733174106     3110   149800 SH       SOLE                 149800
D PORTAL SOFTWARE INC COM NEW ST COM              736126301      143    36400 SH       SOLE                  36400
D PORTALPLAYER INC COM COM STK   COM              736187204     1003    45100 SH       SOLE                  45100
D PORTFOLIO RECOVERY ASSOCS INC  COM              73640Q105     5671   121100 SH       SOLE                 121100
D POSSIS MED INC COM COM STK     COM              737407106      156    15400 SH       SOLE                  15400
D POTLATCH CORP NEW COM STK      COM              737630103      763    17800 SH       SOLE                  17800
D POWELL INDS INC COM            COM              739128106      240    11000 SH       SOLE                  11000
D POWER-ONE INC COM              COM              739308104      405    56200 SH       SOLE                  56200
D POWERWAVE TECHNOLOGIES INC COM COM              739363109     2292   169879 SH       SOLE                 169879
D POZEN INC COM                  COM              73941U102      326    19500 SH       SOLE                  19500
D PPG IND INC COM                COM              693506107    12125   191400 SH       SOLE                 191400
D PPL CORP COM ISIN US69351T1060 COM              69351T106    21856   743400 SH       SOLE                 743400
D PRAECIS PHARMACEUTICALS INC CO COM              739421402       44     8180 SH       SOLE                   8180
D PRAXAIR INC COM                COM              74005P104    18867   342100 SH       SOLE                 342100
D PRE PAID LEGAL SVCS INC COM    COM              740065107      397    11200 SH       SOLE                  11200
D PRECISION CASTPARTS CORP COM C COM              740189105     4217    71000 SH       SOLE                  71000
D PREFORMED LINE PRODS CO COM    COM              740444104      241     7100 SH       SOLE                   7100
D PREMIER CMNTY BANKSHARES INC C COM              740473103      281    12800 SH       SOLE                  12800
D PREMIERE GLOBAL SVCS INC COM C COM              740585104      254    31600 SH       SOLE                  31600
D PRESIDENTIAL LIFE CORP COM     COM              740884101      859    33800 SH       SOLE                  33800
D PRESSTEK INC COM               COM              741113104      361    30300 SH       SOLE                  30300
D PRG-SCHULTZ INTL INC COM       COM              69357C107       25    41800 SH       SOLE                  41800
D PRICE COMMUNICATIONS CORP COM  COM              741437305     2508   141750 SH       SOLE                 141750
D PRICE T ROWE GROUP INC COM COM COM              74144T108     7563    96700 SH       SOLE                  96700
D PRICELINE COM INC COM NEW STK  COM              741503403      641    25800 SH       SOLE                  25800
D PRIDE INTL INC DEL COM         COM              74153Q102     2519    80800 SH       SOLE                  80800
D PRIMEDIA INC COM               COM              74157K101      313   151100 SH       SOLE                 151100
D PRIMUS TELECOMMUNICATIONS GROU COM              741929103       46    60100 SH       SOLE                  60100
D PRINCETON NATL BANCORP INC COM COM              742282106      394    11900 SH       SOLE                  11900
D PRINCETON REVIEW INC COM       COM              742352107      168    27700 SH       SOLE                  27700
D PRINCIPAL FINL GROUP INC COM S COM              74251V102     9911   203100 SH       SOLE                 203100
D PRIVATEBANCORP INC COM         COM              742962103      539    13000 SH       SOLE                  13000
D PROASSURANCE CORP COM          COM              74267C106      983    18900 SH       SOLE                  18900
D PROCTER & GAMBLE CO COM        COM              742718109   156844  2722047 SH       SOLE                2722047
D PROGENICS PHARMACEUTICALS INC  COM              743187106     1295    48900 SH       SOLE                  48900
D PROGRESS ENERGY INC COM COM    COM              743263105     8400   191000 SH       SOLE                 191000
D PROGRESS SOFTWARE CORP COM     COM              743312100     7511   258200 SH       SOLE                 258200
D PROGRESSIVE CORP OH COM        COM              743315103    14304   137200 SH       SOLE                 137200
D PROLIANCE INTL INC COM COM     COM              74340R104       30     5420 SH       SOLE                   5420
D PROLOGIS SH BEN INT            COM              743410102     5243    98000 SH       SOLE                  98000
D PROQUEST CO COM COM            COM              74346P102      340    15900 SH       SOLE                  15900
D PROSPERITY BANCSHARES INC COM  COM              743606105      347    11500 SH       SOLE                  11500
D PROTECTIVE LIFE CORP COM       COM              743674103     6118   123000 SH       SOLE                 123000
D PROVIDENCE SVC CORP COM STK    COM              743815102      501    15400 SH       SOLE                  15400
D PROVIDENT BANKSHARES CORP COM  COM              743859100      971    26646 SH       SOLE                  26646
D PROVIDENT FINL SVCS INC COM    COM              74386T105      336    18564 SH       SOLE                  18564
D PROVIDENT NY BANCORP COM       COM              744028101      231    17776 SH       SOLE                  17776
D PRUDENTIAL FINL INC COM COM    COM              744320102    41514   547600 SH       SOLE                 547600
D PSS WORLD MED INC COM          COM              69366A100     6453   334500 SH       SOLE                 334500
D PSYCHEMEDICS CORP COM NEW COM  COM              744375205      445    25000 SH       SOLE                  25000
D PSYCHIATRIC SOLUTIONS INC COM  COM              74439H108      921    27800 SH       SOLE                  27800
D PT THERAPEUTICS INC COM        COM              730694106      109    31500 SH       SOLE                  31500
D PUB SERVICE ENTERPRISE GROUP I COM              744573106    11796   184200 SH       SOLE                 184200
D PUGET ENERGY INC NEW COM       COM              745310102     1002    47300 SH       SOLE                  47300
D PULASKI FINL CORP COM COM      COM              745548107      309    18750 SH       SOLE                  18750
D PULTE HOMES INC COM            COM              745867101     6408   166800 SH       SOLE                 166800
D PVTPL RETRACTABLE TECHNOLOGIES COM              76129W105      154    39500 SH       SOLE                  39500
D PWR INTEGRATIONS INC COM       COM              739276103      456    18400 SH       SOLE                  18400
D QAD INC COM                    COM              74727D108      178    23800 SH       SOLE                  23800
D QLOGIC CORP COM                COM              747277101     2618   135300 SH       SOLE                 135300
D QMED INC                       COM              747914109      154    16600 SH       SOLE                  16600
D QUAKER FABRIC CORP NEW COM     COM              747399103       27    19800 SH       SOLE                  19800
D QUALCOMM INC COM COM           COM              747525103    68794  1359300 SH       SOLE                1359300
D QUALITY SYS INC COM STK        COM              747582104     1152    34800 SH       SOLE                  34800
D QUANEX CORP COM                COM              747620102     2219    33300 SH       SOLE                  33300
D QUANTA SVCS INC COM            COM              74762E102     1197    74700 SH       SOLE                  74700
D QUANTUM CORP DSSG COM          COM              747906204      371    99100 SH       SOLE                  99100
D QUANTUM FL SYS TECHNOLOGIES WO COM              74765E109      107    29800 SH       SOLE                  29800
D QUEST DIAGNOSTICS INC COM      COM              74834L100    12522   244100 SH       SOLE                 244100
D QUEST SOFTWARE INC COM ISIN US COM              74834T103     2931   175500 SH       SOLE                 175500
D QUESTAR CORP COM               COM              748356102     3432    49000 SH       SOLE                  49000
D QUICKSILVER RES INC COM COM    COM              74837R104     2337    60450 SH       SOLE                  60450
D QUIDEL CORP COM                COM              74838J101      396    30800 SH       SOLE                  30800
D QUIKSILVER INC COM COM         COM              74838C106     2656   191600 SH       SOLE                 191600
D QUIXOTE CORP COM               COM              749056107      262    10600 SH       SOLE                  10600
D QWEST COMMUNICATIONS INTL INC  COM              749121109     9608  1413000 SH       SOLE                1413000
D R & B INC COM                  COM              749124103      211    20600 SH       SOLE                  20600
D R H DONNELLEY CORP COM NEW     COM              74955W307      908    15600 SH       SOLE                  15600
D R^G FINL CORP CL B CL B        COM              749136107      184    14500 SH       SOLE                  14500
D RADIAN GROUP INC COM           COM              750236101     3314    55000 SH       SOLE                  55000
D RADIO ONE INC CL A             COM              75040P108      459    61400 SH       SOLE                  61400
D RADIOSHACK CORP COM            COM              750438103     1952   101500 SH       SOLE                 101500
D RADISYS CORP COM               COM              750459109      244    12300 SH       SOLE                  12300
D RAILAMERICA INC COM STK USD0.0 COM              750753105      229    21500 SH       SOLE                  21500
D RAINIER PAC FINL GROUP INC COM COM              75087U101      207    12800 SH       SOLE                  12800
D RALCORP HLDGS INC NEW COM      COM              751028101     2690    70700 SH       SOLE                  70700
D RAMBUS INC DEL COM             COM              750917106     3025    76900 SH       SOLE                  76900
D RANGE RES CORP COM             COM              75281A109     1569    57450 SH       SOLE                  57450
D RARE HOSPITALITY INTL INC COM  COM              753820109      700    20100 SH       SOLE                  20100
D RAVEN INDS INC COM STK         COM              754212108      493    12600 SH       SOLE                  12600
D RAYMOND JAMES FNCL INC COM STK COM              754730109     1361    46050 SH       SOLE                  46050
D RAYTHEON CO COM NEW COM NEW    COM              755111507    21568   470500 SH       SOLE                 470500
D RC2 CORP COM                   COM              749388104     6509   163500 SH       SOLE                 163500
D READERS DIGEST ASSN INC COM CL COM              755267101      923    62600 SH       SOLE                  62600
D REALNETWORKS INC COM           COM              75605L104      917   111200 SH       SOLE                 111200
D RED HAT INC COM                COM              756577102     2932   104800 SH       SOLE                 104800
D RED ROBIN GOURMET BURGERS INC  COM              75689M101      666    14100 SH       SOLE                  14100
D REDBACK NETWORKS INC COM NEW C COM              757209507     2592   119500 SH       SOLE                 119500
D REDWOOD TR INC COM             COM              758075402      689    15900 SH       SOLE                  15900
D REGAL BELOIT CORP COM          COM              758750103     2405    56900 SH       SOLE                  56900
D REGAL ENTMT GROUP CL A CL A    COM              758766109      478    25400 SH       SOLE                  25400
D REGENERATION TECHNOLOGIES INC  COM              75886N100      198    25400 SH       SOLE                  25400
D REGENERON PHARMACEUTICALS INC  COM              75886F107      619    37200 SH       SOLE                  37200
D REGENT COMMUNICATIONS INC DEL  COM              758865109      161    35000 SH       SOLE                  35000
D REGIONS FINL CORP NEW COM      COM              7591EP100    11132   316506 SH       SOLE                 316506
D REGIS CORP MINN COM            COM              758932107      783    22700 SH       SOLE                  22700
D REHABCARE GROUP INC COM        COM              759148109      238    12600 SH       SOLE                  12600
D REINS GROUP AMER INC COM       COM              759351109     1806    38200 SH       SOLE                  38200
D RELIANCE STL & ALUM CO COM     COM              759509102     6772    72100 SH       SOLE                  72100
D RELIANT ENERGY INC COM         COM              75952B105     1999   188900 SH       SOLE                 188900
D REMEC INC COM NEW              COM              759543200       26    19980 SH       SOLE                  19980
D REMEDYTEMP INC CL A            COM              759549108      185    15100 SH       SOLE                  15100
D REMINGTON OIL & GAS CORP COM   COM              759594302     5204   120400 SH       SOLE                 120400
D RENAISSANCE LEARNING INC COM   COM              75968L105      371    20600 SH       SOLE                  20600
D RENASANT CORP COM              COM              75970E107      207     5600 SH       SOLE                   5600
D RENT A CTR INC NEW COM         COM              76009N100     6316   246800 SH       SOLE                 246800
D RENT-WAY INC COM               COM              76009U104      163    22600 SH       SOLE                  22600
D REP BANCORP INC COM            COM              760282103      629    52272 SH       SOLE                  52272
D REP BANCORP INC KY CDT-CL A CO COM              760281204      282    13891 SH       SOLE                  13891
D REP SVCS INC COM               COM              760759100     3686    86700 SH       SOLE                  86700
D RES AMER INC CL A COM          COM              761195205      267    13400 SH       SOLE                  13400
D RES CONNECTION INC COM         COM              76122Q105      692    27800 SH       SOLE                  27800
D RES-CARE INC                   COM              760943100      417    22700 SH       SOLE                  22700
D RESMED INC COM COM             COM              761152107     5454   124000 SH       SOLE                 124000
D RESPIRONICS INC COM            COM              761230101     5035   129400 SH       SOLE                 129400
D RETAIL VENTURES INC COM STK    COM              76128Y102      435    29700 SH       SOLE                  29700
D REWARDS NETWORK INC COM STK    COM              761557107      146    18400 SH       SOLE                  18400
D REX STORES CORP COM            COM              761624105      184    12200 SH       SOLE                  12200
D REYNOLDS & REYNOLDS CO CL A CO COM              761695105     1022    36000 SH       SOLE                  36000
D REYNOLDS AMERN INC COM         COM              761713106    11257   106700 SH       SOLE                 106700
D RF MICRO DEVICES INC COM       COM              749941100     1008   116500 SH       SOLE                 116500
D RIGEL PHARMACEUTICALS INC COM  COM              766559603      236    20500 SH       SOLE                  20500
D RITA MED SYS INC DEL COM ISIN  COM              76774E103      153    38700 SH       SOLE                  38700
D RITE AID CORP COM              COM              767754104     1228   307100 SH       SOLE                 307100
D RIVERVIEW BANCORP INC COM STK  COM              769397100      305    11400 SH       SOLE                  11400
D RIVIERA HLDGS CORP COM COM     COM              769627100     2002   118800 SH       SOLE                 118800
D RLI CORP COM                   COM              749607107     2521    44000 SH       SOLE                  44000
D ROBBINS & MYERS INC COM        COM              770196103      283    13100 SH       SOLE                  13100
D ROBERT HALF INTL INC COM       COM              770323103     4151   107500 SH       SOLE                 107500
D ROCHESTER MED CORP COM         COM              771497104      273    21400 SH       SOLE                  21400
D ROCK-TENN CO CL A CL A         COM              772739207      369    24600 SH       SOLE                  24600
D ROCKWELL AUTOMATION            COM              773903109    12469   173400 SH       SOLE                 173400
D ROCKWELL COLLINS INC COM       COM              774341101     6193   109900 SH       SOLE                 109900
D ROFIN SINAR TECHNOLOGIES INC C COM              775043102      433     8000 SH       SOLE                   8000
D ROGERS CORP COM                COM              775133101      534     9800 SH       SOLE                   9800
D ROHM & HAAS CO COM             COM              775371107     7130   145900 SH       SOLE                 145900
D ROLLINS INC COM COM            COM              775711104      877    43350 SH       SOLE                  43350
D ROPER INDS INC NEW COM         COM              776696106     7966   163800 SH       SOLE                 163800
D ROSS STORES INC COM            COM              778296103     2598    89000 SH       SOLE                  89000
D ROWAN COMPANIES INC COM        COM              779382100     2567    58400 SH       SOLE                  58400
D ROYAL BANCSHARES PA INC CL A C COM              780081105      270    11028 SH       SOLE                  11028
D ROYAL CARIBBEAN CRUISES COM ST COM              V7780T103     4761   113300 SH       SOLE                 113300
D ROYAL GOLD INC COM COM STK USD COM              780287108      492    13600 SH       SOLE                  13600
D RPM INTL INC                   COM              749685103     1118    62300 SH       SOLE                  62300
D RSA SEC INC COM COM USD0.01    COM              749719100      696    38800 SH       SOLE                  38800
D RTI INTL METALS INC COM        COM              74973W107      867    15800 SH       SOLE                  15800
D RUBY TUESDAY INC COM           COM              781182100    13278   413900 SH       SOLE                 413900
D RUDDICK CORP COM               COM              781258108      652    26800 SH       SOLE                  26800
D RUDOPLH TECHNOLOGIES INC COM   COM              781270103      225    13200 SH       SOLE                  13200
D RURAL CELLULAR CORP CL A       COM              781904107      660    44900 SH       SOLE                  44900
D RUSS BERRIE & CO INC COM       COM              782233100      205    13500 SH       SOLE                  13500
D RUSSELL CORP COM COM           COM              782352108      206    14900 SH       SOLE                  14900
D RYANS RESTAURANT GROUP INC COM COM              783520109      386    26600 SH       SOLE                  26600
D RYDER SYS INC COM              COM              783549108     9261   206800 SH       SOLE                 206800
D RYERSON INC                    COM              78375P107      583    21800 SH       SOLE                  21800
D RYLAND GROUP INC COM           COM              783764103     2026    29200 SH       SOLE                  29200
D S & T BANCORP INC COM STK      COM              783859101      761    20800 SH       SOLE                  20800
D S FINL GROUP INC COM           COM              837841105     5798   221726 SH       SOLE                 221726
D S W BANCORP INC OKLA COM       COM              844767103      385    17300 SH       SOLE                  17300
D S W GAS CORP COM               COM              844895102      553    19800 SH       SOLE                  19800
D S Y BANCORP INC COM            COM              785060104      343    13000 SH       SOLE                  13000
D S.W. AIRL CO COM               COM              844741108    13698   761400 SH       SOLE                 761400
D SABRE HLDGS CORP               COM              785905100     7433   315900 SH       SOLE                 315900
D SAFECO CORP COM                COM              786429100     8772   174700 SH       SOLE                 174700
D SAFEGUARD SCIENTIFICS INC COM  COM              786449108      203    82000 SH       SOLE                  82000
D SAFENET INC COM                COM              78645R107      530    20000 SH       SOLE                  20000
D SAFEWAY INC COM NEW            COM              786514208    17921   713400 SH       SOLE                 713400
D SAKS INC COM                   COM              79377W108     1546    80100 SH       SOLE                  80100
D SALEM COMMUNICATIONS CORP DEL  COM              794093104      195    13000 SH       SOLE                  13000
D SALESFORCE COM INC COM STK     COM              79466L302     1021    28100 SH       SOLE                  28100
D SALIX PHARMACEUTICALS LTD COM  COM              795435106      359    21750 SH       SOLE                  21750
D SANDERS MORRIS HARRIS GROUP IN COM              80000Q104      252    15700 SH       SOLE                  15700
D SANDERSON FARMS INC COM        COM              800013104      222     9900 SH       SOLE                   9900
D SANDISK CORP COM               COM              80004C101    14104   245200 SH       SOLE                 245200
D SANDY SPRING BANCORP INC CMT-C COM              800363103      296     7800 SH       SOLE                   7800
D SANFILIPPO JOHN B & SON INC CO COM              800422107       76     4800 SH       SOLE                   4800
D SANGAMO BIOSCIENCES INC COM ST COM              800677106      181    30500 SH       SOLE                  30500
D SANMINA-SCI CORP FORMERLY SANM COM              800907107     1385   337900 SH       SOLE                 337900
D SANTANDER BANCORP COM          COM              802809103      752    29590 SH       SOLE                  29590
D SAPIENT CORP COM               COM              803062108      659    86400 SH       SOLE                  86400
D SARA LEE CORP COM              COM              803111103    11263   629900 SH       SOLE                 629900
D SAUER-DANFOSS INC COM          COM              804137107      613    26700 SH       SOLE                  26700
D SAVANNAH BANCORP INC COM       COM              804748101      478    13625 SH       SOLE                  13625
D SBA COMMUNICATIONS CORP CL A C COM              78388J106     2540   108500 SH       SOLE                 108500
D SBS TECHNOLOGIES INC COM       COM              78387P103      199    12300 SH       SOLE                  12300
D SCANA CORP NEW COM             COM              80589M102     2531    64500 SH       SOLE                  64500
D SCANSOURCE INC COM             COM              806037107     1498    24800 SH       SOLE                  24800
D SCHAWK INC CL A COM STK        COM              806373106      401    15400 SH       SOLE                  15400
D SCHEIN HENRY INC COM           COM              806407102     5446   113800 SH       SOLE                 113800
D SCHERING-PLOUGH CORP COM       COM              806605101    19803  1042800 SH       SOLE                1042800
D SCHLUMBERGER LTD COM STK       COM              806857108    58222   460000 SH       SOLE                 460000
D SCHNITZER STL INDS INC CL A    COM              806882106      416     9700 SH       SOLE                   9700
D SCHOLASTIC CORP COM            COM              807066105      607    22700 SH       SOLE                  22700
D SCHOOL SPECIALTY INC WI COM    COM              807863105     2761    80025 SH       SOLE                  80025
D SCHULMAN A INC COM             COM              808194104      530    21400 SH       SOLE                  21400
D SCHWAB CHARLES CORP COM NEW    COM              808513105    24375  1416300 SH       SOLE                1416300
D SCICLONE PHARMACEUTICALS INC D COM              80862K104      142    39700 SH       SOLE                  39700
D SCIENTIFIC GAMES CORP          COM              80874P109     1289    36700 SH       SOLE                  36700
D SCOTTS MIRACLE-GRO COMPANY CL  COM              810186106     7916   173000 SH       SOLE                 173000
D SCP POOL CORP COM              COM              784028102     1534    32700 SH       SOLE                  32700
D SCRIPPS E.W INC NEW CL A COM   COM              811054204     3979    89000 SH       SOLE                  89000
D SCS TRANSN INC COM             COM              81111T102      236     8100 SH       SOLE                   8100
D SEABOARD CORP DEL COM          COM              811543107     3347     2100 SH       SOLE                   2100
D SEACHANGE INTL INC COM         COM              811699107      152    19500 SH       SOLE                  19500
D SEACOAST BKG CORP FLA COM COM  COM              811707306      489    16800 SH       SOLE                  16800
D SEACOR HLDGS INC COM           COM              811904101     1179    14888 SH       SOLE                  14888
D SEAGATE TECH HLDGS COM USD0.00 COM              G7945J104     3254   123600 SH       SOLE                 123600
D SEALED AIR CORP NEW COM STK    COM              81211K100     3345    57800 SH       SOLE                  57800
D SEARS HLDGS CORP COM           COM              812350106     8516    64400 SH       SOLE                  64400
D SEATTLE GENETICS INC COM       COM              812578102      127    24600 SH       SOLE                  24600
D SECURE COMPUTING CORP COM      COM              813705100      290    25100 SH       SOLE                  25100
D SECURITY BK CORP COM COM       COM              814047106      465    18400 SH       SOLE                  18400
D SEI INVTS CO COM               COM              784117103     2663    65700 SH       SOLE                  65700
D SELECT COMFORT CORP OC-CAP STK COM              81616X103      835    21100 SH       SOLE                  21100
D SELECTIVE INS GROUP INC COM    COM              816300107     8734   164800 SH       SOLE                 164800
D SEMCO ENERGY INC COM           COM              78412D109      256    46200 SH       SOLE                  46200
D SEMITOOL INC COM               COM              816909105      260    22900 SH       SOLE                  22900
D SEMPRA ENERGY INC COM STK      COM              816851109    16888   363500 SH       SOLE                 363500
D SEMTECH CORP                   COM              816850101      776    43400 SH       SOLE                  43400
D SENSIENT TECHNOLOGIES CORP COM COM              81725T100      440    24400 SH       SOLE                  24400
D SEPRACOR INC COM               COM              817315104     6877   140900 SH       SOLE                 140900
D SEQUA CORP CL A                COM              817320104     4108    42000 SH       SOLE                  42000
D SEROLOGICALS CORP COM          COM              817523103      379    15500 SH       SOLE                  15500
D SERVICE CORP INTL COM          COM              817565104     1544   198000 SH       SOLE                 198000
D SERVICEMASTER CO COM           COM              81760N109     2253   171700 SH       SOLE                 171700
D SFBC INTL INC COM              COM              784121105      347    14250 SH       SOLE                  14250
D SHARPER IMAGE CORP COM COM     COM              820013100      118     9200 SH       SOLE                   9200
D SHAW GROUP INC COM             COM              820280105     1116    36700 SH       SOLE                  36700
D SHENANDOAH TELECOMMUNICATIONS  COM              82312B106     1413    31400 SH       SOLE                  31400
D SHERWIN-WILLIAMS CO COM        COM              824348106    15949   322600 SH       SOLE                 322600
D SHILOH INDS INC COM            COM              824543102      402    20900 SH       SOLE                  20900
D SHORE BANCSHARES INC COM       COM              825107105      282     8000 SH       SOLE                   8000
D SHUFFLE MASTER INC COM COM     COM              825549108      828    23175 SH       SOLE                  23175
D SI INTL INC COM                COM              78427V102      397    11300 SH       SOLE                  11300
D SIEBERT FINL CORP COM          COM              826176109      154    53600 SH       SOLE                  53600
D SIERRA HLTH SVCS INC COM       COM              826322109     1538    37800 SH       SOLE                  37800
D SIERRA PAC RES NEW COM         COM              826428104     1000    72400 SH       SOLE                  72400
D SIGMA-ALDRICH CORP COM         COM              826552101     2697    41000 SH       SOLE                  41000
D SILGAN HLDGS INC COM           COM              827048109      884    22000 SH       SOLE                  22000
D SILICON GRAPHICS INC COM       COM              827056102       60   138144 SH       SOLE                 138144
D SILICON IMAGE INC COM STK      COM              82705T102      511    49600 SH       SOLE                  49600
D SILICON LABORATORIES INC COM   COM              826919102     6776   123314 SH       SOLE                 123314
D SILICON STORAGE TECH INC COM   COM              827057100      261    59600 SH       SOLE                  59600
D SIMMONS 1ST NATL CORP CL A $5  COM              828730200      479    16100 SH       SOLE                  16100
D SIMPLETECH INC COM             COM              828823104      139    37000 SH       SOLE                  37000
D SIMPSON MFG INC COM            COM              829073105     1273    29400 SH       SOLE                  29400
D SINCLAIR BROADCAST GROUP INC C COM              829226109      234    28700 SH       SOLE                  28700
D SIRF TECH HLDGS INC COM        COM              82967H101     1268    35800 SH       SOLE                  35800
D SIRIUS SATELLITE RADIO INC COM COM              82966U103     3303   650200 SH       SOLE                 650200
D SIRVA INC COM                  COM              82967Y104       87    10200 SH       SOLE                  10200
D SJW CORP COM COM               COM              784305104      328    12200 SH       SOLE                  12200
D SKECHERS U S A INC CL A CL A I COM              830566105      511    20500 SH       SOLE                  20500
D SKY FINL GROUP INC COM STK     COM              83080P103     1884    71097 SH       SOLE                  71097
D SKYLINE CORP COM               COM              830830105      228     5500 SH       SOLE                   5500
D SKYWEST INC COM                COM              830879102     5863   200300 SH       SOLE                 200300
D SKYWORKS SOLUTIONS INC COM     COM              83088M102      611    90000 SH       SOLE                  90000
D SLM CORP COM                   COM              78442P106    14678   282600 SH       SOLE                 282600
D SM^A COM                       COM              78465D105      115    17700 SH       SOLE                  17700
D SMART & FINAL INC COM COM      COM              831683107      405    24700 SH       SOLE                  24700
D SMITH A O CORP COM             COM              831865209      665    12600 SH       SOLE                  12600
D SMITH INTL INC COM             COM              832110100     9989   256400 SH       SOLE                 256400
D SMITHFIELD FOODS INC COM       COM              832248108     5099   173800 SH       SOLE                 173800
D SMUCKER J M CO COM NEW         COM              832696405     2330    58700 SH       SOLE                  58700
D SMURFIT-STONE CONTAINER CORP C COM              832727101     2000   147400 SH       SOLE                 147400
D SNAP-ON INC COM                COM              833034101     1357    35600 SH       SOLE                  35600
D SOBIESKI BANCORP INC COM       COM              833582109       55    16800 SH       SOLE                  16800
D SOLECTRON CORP COM             COM              834182107     2226   556600 SH       SOLE                 556600
D SOMANETICS CORP COM NEW STK    COM              834445405      360    16300 SH       SOLE                  16300
D SONIC AUTOMOTIVE INC CL A      COM              83545G102      491    17700 SH       SOLE                  17700
D SONIC CORP COM                 COM              835451105     1128    32100 SH       SOLE                  32100
D SONIC INNOVATIONS INC COM      COM              83545M109       94    18700 SH       SOLE                  18700
D SONIC SOLUTIONS COM            COM              835460106      268    14800 SH       SOLE                  14800
D SONICWALL INC COM              COM              835470105      308    43400 SH       SOLE                  43400
D SONOCO PROD CO COM             COM              835495102     1907    56300 SH       SOLE                  56300
D SONOSITE INC COM               COM              83568G104      658    16200 SH       SOLE                  16200
D SOTHEBYS HLDGS INC CL A        COM              835898107     1240    42700 SH       SOLE                  42700
D SOURCE INTERLINK COMPANIES INC COM              836151209      221    19400 SH       SOLE                  19400
D SOURCECORP INC COM             COM              836167106      246    10200 SH       SOLE                  10200
D SOUTHERN CO COM STK            COM              842587107    14157   432000 SH       SOLE                 432000
D SOUTHERN UN CO NEW COM         COM              844030106     8691   350038 SH       SOLE                 350038
D SOUTHN COPPER CORP DEL COM     COM              84265V105     6091    72100 SH       SOLE                  72100
D SOUTHWEST WTR CO COM STK       COM              845331107      293    18411 SH       SOLE                  18411
D SOUTHWESTN ENERGY CO COM       COM              845467109     3039    94400 SH       SOLE                  94400
D SOVEREIGN BANCORP INC COM      COM              845905108     5481   250152 SH       SOLE                 250152
D SPANISH BROADCASTING SYS INC C COM              846425882      139    25200 SH       SOLE                  25200
D SPARTECH CORP COM NEW          COM              847220209      415    17300 SH       SOLE                  17300
D SPECTRALINK COM                COM              847580107      196    15600 SH       SOLE                  15600
D SPECTRANETICS CORP COM         COM              84760C107      513    43400 SH       SOLE                  43400
D SPECTRUM BRANDS INC COM COM    COM              84762L105      480    22100 SH       SOLE                  22100
D SPEEDWAY MOTORSPORTS INC COM   COM              847788106     3420    89500 SH       SOLE                  89500
D SPHERION CORP COM COM STK ISIN COM              848420105      438    42100 SH       SOLE                  42100
D SPORTS AUTH INC NEW COM STK    COM              84917U109      535    14500 SH       SOLE                  14500
D SPORTSMANS GUIDE INC COM NEW   COM              848907200      366    13800 SH       SOLE                  13800
D SPRINT NEXTEL CORP             COM              852061100    75482  2921144 SH       SOLE                2921144
D SPSS INC COM                   COM              78462K102      342    10800 SH       SOLE                  10800
D SPX CORP COM                   COM              784635104     2548    47700 SH       SOLE                  47700
D SRA INTL INC CL A              COM              78464R105      573    15200 SH       SOLE                  15200
D ST AUTO FINL CORP COM          COM              855707105      897    26600 SH       SOLE                  26600
D ST JOE CO COM COM              COM              790148100     2765    44000 SH       SOLE                  44000
D ST JUDE MED INC COM            COM              790849103    13669   333400 SH       SOLE                 333400
D ST MARY LAND & EXPL CO COM     COM              792228108     9722   238100 SH       SOLE                 238100
D ST PAUL TRAVELERS CORP         COM              792860108    32279   772404 SH       SOLE                 772404
D ST STR CORP COM                COM              857477103    16648   275500 SH       SOLE                 275500
D STA CASINOS INC COM            COM              857689103     3159    39800 SH       SOLE                  39800
D STAAR SURGICAL CO COM NEW PAR  COM              852312305      247    27500 SH       SOLE                  27500
D STAGE STORES INC COM NEW COM N COM              85254C305     5516   185400 SH       SOLE                 185400
D STAMPS COM INC COM NEW         COM              852857200     6195   175700 SH       SOLE                 175700
D STANCORP FINL GROUP INC COM CO COM              852891100     1591    29400 SH       SOLE                  29400
D STANDEX INTL CORP COM          COM              854231107      313     9900 SH       SOLE                   9900
D STANLEY FURNITURE INC COM NEW  COM              854305208      398    13600 SH       SOLE                  13600
D STANLEY WKS COM                COM              854616109     3333    65800 SH       SOLE                  65800
D STAPLES INC COM                COM              855030102    22908   897650 SH       SOLE                 897650
D STAR SCIENTIFIC INC COM        COM              85517P101      173    55400 SH       SOLE                  55400
D STARBUCKS CORP COM             COM              855244109    26371   700600 SH       SOLE                 700600
D STARTEK INC COM                COM              85569C107      245    10400 SH       SOLE                  10400
D STATE BANCORP INC N Y COM COM  COM              855716106      227    14868 SH       SOLE                  14868
D STD MICROSYSTEMS CORP COM      COM              853626109      268    10300 SH       SOLE                  10300
D STD MTR PRODS INC COM          COM              853666105      168    18900 SH       SOLE                  18900
D STD PAC CORP NEW COM           COM              85375C101     1520    45200 SH       SOLE                  45200
D STD REGISTER CO COM            COM              853887107      512    33000 SH       SOLE                  33000
D STEAK N SHAKE CO COM           COM              857873103      390    18500 SH       SOLE                  18500
D STEEL DYNAMICS INC COM         COM              858119100     1742    30700 SH       SOLE                  30700
D STEELCASE INC CL A COM         COM              858155203      497    27600 SH       SOLE                  27600
D STEIN MART INC COM             COM              858375108      462    26500 SH       SOLE                  26500
D STEINWAY MUSICAL INSTRS INC OR COM              858495104      248     7700 SH       SOLE                   7700
D STERICYCLE INC COM             COM              858912108     1366    20200 SH       SOLE                  20200
D STERIS CORP COM                COM              859152100     8290   335900 SH       SOLE                 335900
D STERLING BANCORP COM           COM              859158107      314    15246 SH       SOLE                  15246
D STERLING BANCSHARES INC COM    COM              858907108      628    34800 SH       SOLE                  34800
D STERLING FINL CORP COM COM     COM              859317109      448    20500 SH       SOLE                  20500
D STERLING FINL CORP WASH COM CO COM              859319105      325    11220 SH       SOLE                  11220
D STEWART & STEVENSON SVCS INC C COM              860342104     6975   191200 SH       SOLE                 191200
D STEWART ENTERPRISES INC CL A C COM              860370105      432    75700 SH       SOLE                  75700
D STEWART INFORMATION SVCS CORP  COM              860372101      556    11800 SH       SOLE                  11800
D STIFEL FINL CORP COM           COM              860630102      623    14266 SH       SOLE                  14266
D STILLWATER MNG CO COM          COM              86074Q102      956    58100 SH       SOLE                  58100
D STL TECHNOLOGIES INC COM       COM              858147101      282    11600 SH       SOLE                  11600
D STONE ENERGY CORP COM          COM              861642106     3433    77800 SH       SOLE                  77800
D STRATASYS INC COM COM          COM              862685104      321    10900 SH       SOLE                  10900
D STRATEX NETWORKS INC COM       COM              86279T109      386    62800 SH       SOLE                  62800
D STRAYER ED INC COM             COM              863236105     2076    20300 SH       SOLE                  20300
D STRIDE RITE CORP COM           COM              863314100      416    28700 SH       SOLE                  28700
D STRYKER CORP COMMON            COM              863667101    11134   251100 SH       SOLE                 251100
D STUD LN CORP COM               COM              863902102     2633    11300 SH       SOLE                  11300
D STURM RUGER & CO INC COM       COM              864159108      180    22500 SH       SOLE                  22500
D SUFFOLK BANCORP COM COM        COM              864739107      229     6600 SH       SOLE                   6600
D SUMMIT BANCSHARES INC FT WORTH COM              866011109      459    23800 SH       SOLE                  23800
D SUMMIT BK CORP GA COM          COM              866013105      262    17300 SH       SOLE                  17300
D SUN BANCORP INC N J COM        COM              86663B102      152     7785 SH       SOLE                   7785
D SUN MICROSYSTEMS INC COM STK $ COM              866810104    10785  2102400 SH       SOLE                2102400
D SUN TR BANKS INC COM           COM              867914103    26090   358581 SH       SOLE                 358581
D SUNCOM WIRELESS HLDGS INC CL A COM              86722Q108      190    98300 SH       SOLE                  98300
D SUNOCO INC COM COM             COM              86764P109     9564   123300 SH       SOLE                 123300
D SUNRISE SENIOR LIVING          COM              86768K106    11371   291800 SH       SOLE                 291800
D SUNRISE TELECOM INC COM        COM              86769Y105      104    46000 SH       SOLE                  46000
D SUNTRON CORP COM               COM              86789P100       88    39200 SH       SOLE                  39200
D SUPER VALU INC COM             COM              868536103     3230   104800 SH       SOLE                 104800
D SUPERGEN INC COM               COM              868059106      163    28700 SH       SOLE                  28700
D SUPERIOR ENERGY SVCS INC COM   COM              868157108     4158   155200 SH       SOLE                 155200
D SUPERIOR INDS INTL INC COM     COM              868168105      312    16100 SH       SOLE                  16100
D SUPPORT SOFT INC               COM              868587106      125    28200 SH       SOLE                  28200
D SUREWEST COMMUNICATIONS COM    COM              868733106      499    20700 SH       SOLE                  20700
D SURMODICS INC COM              COM              868873100      488    13800 SH       SOLE                  13800
D SUSQUEHANNA BANCSHARES INC PA  COM              869099101      923    35830 SH       SOLE                  35830
D SVB FINL GROUP COM             COM              78486Q101     1273    24000 SH       SOLE                  24000
D SWIFT ENERGY CO COM            COM              870738101     1049    28000 SH       SOLE                  28000
D SWIFT TRANSN INC COM           COM              870756103     8207   377700 SH       SOLE                 377700
D SWS GROUP INC COM              COM              78503N107      447    17100 SH       SOLE                  17100
D SYBASE INC COM                 COM              871130100     1183    56000 SH       SOLE                  56000
D SYBRON DENTAL SPECIALTIES INC  COM              871142105     2949    71500 SH       SOLE                  71500
D SYCAMORE NETWORKS INC COM      COM              871206108      819   174200 SH       SOLE                 174200
D SYKES ENTERPRISES INC COM      COM              871237103      481    33900 SH       SOLE                  33900
D SYMANTEC CORP COM              COM              871503108    23723  1409584 SH       SOLE                1409584
D SYMBOL TECHNOLOGIES INC COM    COM              871508107     1651   156041 SH       SOLE                 156041
D SYMMETRICOM INC DEL            COM              871543104      283    33100 SH       SOLE                  33100
D SYMYX TECHNOLOGIES INC COM     COM              87155S108      596    21500 SH       SOLE                  21500
D SYNAPTICS INC COM              COM              87157D109      752    34200 SH       SOLE                  34200
D SYNOPSYS INC COM               COM              871607107     6506   291100 SH       SOLE                 291100
D SYNOVIS LIFE TECHNOLOGIES INC  COM              87162G105      147    14400 SH       SOLE                  14400
D SYNOVUS FINL CORP COM          COM              87161C105     5239   193400 SH       SOLE                 193400
D SYNTEL INC COM                 COM              87162H103      532    28100 SH       SOLE                  28100
D SYNTROLEUM CORP COM            COM              871630109      295    35700 SH       SOLE                  35700
D SYPRIS SOLUTIONS INC COM STK   COM              871655106      119    12600 SH       SOLE                  12600
D SYSCO CORP COM                 COM              871829107    12666   395200 SH       SOLE                 395200
D S1 CORP COM STK                COM              78463B101      274    54300 SH       SOLE                  54300
D T-HQ INC COM NEW               COM              872443403    11037   426300 SH       SOLE                 426300
D TAKE-TWO INTERACTIVE SOFTWARE  COM              874054109      745    39900 SH       SOLE                  39900
D TALBOTS INC COM                COM              874161102      854    31800 SH       SOLE                  31800
D TALX CORP COM                  COM              874918105      557    19575 SH       SOLE                  19575
D TANOX INC COM STK              COM              87588Q109      559    28800 SH       SOLE                  28800
D TARGET CORP COM COM            COM              87612E106    30774   591700 SH       SOLE                 591700
D TASER INTL INC COM             COM              87651B104     1059   100000 SH       SOLE                 100000
D TCF FNCL CORP COM              COM              872275102     2060    80000 SH       SOLE                  80000
D TD AMERITRADE HLDG CORP COM ST COM              87236Y108     5372   257400 SH       SOLE                 257400
D TD BANKNORTH INC COM STK       COM              87235A101     2647    90172 SH       SOLE                  90172
D TECH DATA CORP COM             COM              878237106     1214    32900 SH       SOLE                  32900
D TECH OLYMPIC USA INC COM COM   COM              878483106      656    32250 SH       SOLE                  32250
D TECHNE CORP COM                COM              878377100     1425    23700 SH       SOLE                  23700
D TECHNITROL INC COM             COM              878555101      609    25400 SH       SOLE                  25400
D TECO ENERGY INC COM            COM              872375100     3511   217800 SH       SOLE                 217800
D TECUMSEH PRODS CO CL A         COM              878895200     2113    86100 SH       SOLE                  86100
D TEJON RANCH CO COM             COM              879080109      757    15500 SH       SOLE                  15500
D TEKELEC COM                    COM              879101103      567    41000 SH       SOLE                  41000
D TEKTRONIX INC COM              COM              879131100     2741    76759 SH       SOLE                  76759
D TEL & DATA SYS INC COM STK NEW COM              879433100     2299    58300 SH       SOLE                  58300
D TELECOMMUNICATION SYS INC CL A COM              87929J103      105    41200 SH       SOLE                  41200
D TELEDYNE TECHNOLOGIES INC COM  COM              879360105     2293    64400 SH       SOLE                  64400
D TELEFLEX INC COM               COM              879369106     1583    22100 SH       SOLE                  22100
D TELEPHONE & DATA SYS INC SPL C COM              879433860     2201    58300 SH       SOLE                  58300
D TELETECH HLDGS INC COM         COM              879939106      619    55700 SH       SOLE                  55700
D TELIK INC COM STK              COM              87959M109      517    26700 SH       SOLE                  26700
D TELLABS INC COM                COM              879664100     6035   379564 SH       SOLE                 379564
D TELULAR CORP COM NEW           COM              87970T208       43    13300 SH       SOLE                  13300
D TEMPLE INLAND INC COM          COM              879868107     4246    95300 SH       SOLE                  95300
D TEMPUR-PEDIC INTL INC COM      COM              88023U101      276    19500 SH       SOLE                  19500
D TENET HEALTHCARE CORP COM      COM              88033G100     2210   299500 SH       SOLE                 299500
D TENNANT CO COM                 COM              880345103      356     6800 SH       SOLE                   6800
D TENNECO INC                    COM              880349105      620    28600 SH       SOLE                  28600
D TERADYNE INC COM               COM              880770102     1939   125000 SH       SOLE                 125000
D TERAYON COMMUNICATION SYS COM  COM              880775101       98    53500 SH       SOLE                  53500
D TEREX CORP NEW COM             COM              880779103     2449    30900 SH       SOLE                  30900
D TERRA INDS INC COM             COM              880915103      315    44700 SH       SOLE                  44700
D TESORO CORP                    COM              881609101     3588    52500 SH       SOLE                  52500
D TESSERA TECHNOLOGIES INC COM C COM              88164L100     1113    34700 SH       SOLE                  34700
D TETRA TECH INC NEW COM         COM              88162G103      643    33700 SH       SOLE                  33700
D TETRA TECHNOLOGIES INC DEL COM COM              88162F105      847    18000 SH       SOLE                  18000
D TEXAS INDS INC COM             COM              882491103     2123    35100 SH       SOLE                  35100
D TEXAS INSTRS INC COM           COM              882508104    41877  1289700 SH       SOLE                1289700
D TEXTRON INC COM                COM              883203101     8013    85800 SH       SOLE                  85800
D THERAGENICS CORP COM           COM              883375107      113    35900 SH       SOLE                  35900
D THERMO ELECTRON CORP COM       COM              883556102     4054   109300 SH       SOLE                 109300
D THOMAS & BETTS CORP COM        COM              884315102     1690    32900 SH       SOLE                  32900
D THOR INDS INC COM STK          COM              885160101     1025    19200 SH       SOLE                  19200
D THORATEC CORP                  COM              885175307      769    39900 SH       SOLE                  39900
D TIB FINL CORP COM              COM              872449103      289     9600 SH       SOLE                   9600
D TIBCO SOFTWARE INC COM COM     COM              88632Q103     1125   134600 SH       SOLE                 134600
D TIDEWATER INC COM              COM              886423102     1580    28600 SH       SOLE                  28600
D TIFFANY & CO COM               COM              886547108     3469    92400 SH       SOLE                  92400
D TIMBERLAND CO CL A             COM              887100105     1438    42000 SH       SOLE                  42000
D TIME WARNER INC NEW COM COM    COM              887317105    55086  3280900 SH       SOLE                3280900
D TIME WARNER TELECOM INC CL A I COM              887319101      661    36800 SH       SOLE                  36800
D TIMKEN CO COM                  COM              887389104     5418   167900 SH       SOLE                 167900
D TITAN INTL INC ILL COM         COM              88830M102      602    34900 SH       SOLE                  34900
D TITANIUM METALS CORP COM NEW   COM              888339207     3627    74700 SH       SOLE                  74700
D TIVO INC COM                   COM              888706108      377    52200 SH       SOLE                  52200
D TJX COS INC COM NEW            COM              872540109    16595   668600 SH       SOLE                 668600
D TOLL BROS INC COM              COM              889478103     2950    85200 SH       SOLE                  85200
D TOMPKINS TRUSTCO INC COM STK U COM              890110109      217     4510 SH       SOLE                   4510
D TOO INC COM STK                COM              890333107      759    22100 SH       SOLE                  22100
D TOOTSIE ROLL INDS INC COM      COM              890516107      950    32463 SH       SOLE                  32463
D TOPPS INC COM                  COM              890786106      177    20200 SH       SOLE                  20200
D TORCHMARK CORP COM             COM              891027104     5390    94400 SH       SOLE                  94400
D TORO CO COM                    COM              891092108     1251    26200 SH       SOLE                  26200
D TOTAL SYS SVCS INC COM         COM              891906109     2412   121100 SH       SOLE                 121100
D TRACTOR SUP CO COM             COM              892356106     1539    23200 SH       SOLE                  23200
D TRADESTATION GROUP INC COM     COM              89267P105      457    33100 SH       SOLE                  33100
D TRAMMELL CROW CO COM           COM              89288R106      670    18800 SH       SOLE                  18800
D TRANS WORLD ENTMT CORP COM     COM              89336Q100      167    29900 SH       SOLE                  29900
D TRANSACT TECHNOLOGIES INC COM  COM              892918103       78     8250 SH       SOLE                   8250
D TRANSACTION SYS ARCHITECTS INC COM              893416107      743    23800 SH       SOLE                  23800
D TRANSATLANTIC HLDGS INC COM    COM              893521104     2053    35125 SH       SOLE                  35125
D TRANSMETA CORP DEL COM COM     COM              89376R109      195    96100 SH       SOLE                  96100
D TRANSMONTAIGNE INC COM         COM              893934109      532    54200 SH       SOLE                  54200
D TRANSOCEAN INC                 COM              G90078109    22765   283500 SH       SOLE                 283500
D TRC COS INC COM                COM              872625108      147    10900 SH       SOLE                  10900
D TREDEGAR CORP INC              COM              894650100      363    22800 SH       SOLE                  22800
D TREEHOUSE FOODS INC COM        COM              89469A104      463    17440 SH       SOLE                  17440
D TREX INC COM                   COM              89531P105      463    14600 SH       SOLE                  14600
D TRIAD GTY INC                  COM              895925105      427     9100 SH       SOLE                   9100
D TRIAD HOSPS INC COM            COM              89579K109     1953    46600 SH       SOLE                  46600
D TRIARC COS INC CL A            COM              895927101      534    29300 SH       SOLE                  29300
D TRIBUNE CO COM                 COM              896047107     5190   189200 SH       SOLE                 189200
D TRICO BANCSHARES COM STK       COM              896095106      334    11800 SH       SOLE                  11800
D TRIDENT MICROSYSTEMS INC COM   COM              895919108     2272    78200 SH       SOLE                  78200
D TRIMBLE NAV LTD COM            COM              896239100    10371   230200 SH       SOLE                 230200
D TRIMERIS INC COM               COM              896263100      236    17500 SH       SOLE                  17500
D TRINITY IND INC COM            COM              896522109     1615    29700 SH       SOLE                  29700
D TRIPATH IMAGING INC COM        COM              896942109      185    26500 SH       SOLE                  26500
D TRIPATH TECH INC COM ISIN US89 COM              89672P104       15    39600 SH       SOLE                  39600
D TRIPLE CROWN MEDIA INC COM     COM              89675K102       17     2820 SH       SOLE                   2820
D TRIQUINT SEMICONDUCTOR INC COM COM              89674K103      411    83600 SH       SOLE                  83600
D TRIUMPH GROUP INC NEW COM      COM              896818101     1173    26500 SH       SOLE                  26500
D TRIZETTO GROUP INC COM         COM              896882107      617    35100 SH       SOLE                  35100
D TRONOX INC COM CL B STK        COM              897051207      697    41052 SH       SOLE                  41052
D TRUSTCO BK CORP N Y COM        COM              898349105      825    67800 SH       SOLE                  67800
D TRUSTMARK CORP COM             COM              898402102     1035    32700 SH       SOLE                  32700
D TTM TECHNOLOGIES INC COM       COM              87305R109      426    29400 SH       SOLE                  29400
D TUESDAY MORNING CORP COM NEW   COM              899035505      575    24900 SH       SOLE                  24900
D TUMBLEWEED COMMUNICATIONS CORP COM              899690101       91    30500 SH       SOLE                  30500
D TUPPERWARE BRANDS CORPORATION  COM              899896104     4713   228900 SH       SOLE                 228900
D TWEETER HOME ENTMT GROUP INC C COM              901167106      204    26000 SH       SOLE                  26000
D TX REGL BANCSHARES INC CL A VT COM              882673106      866    29370 SH       SOLE                  29370
D TXU CORP COM                   COM              873168108    31878   712200 SH       SOLE                 712200
D TYCO INTL LTD NEW COM          COM              902124106    36280  1349700 SH       SOLE                1349700
D TYLER TECHNOLOGIES INC COM STK COM              902252105      268    24400 SH       SOLE                  24400
D TYSON FOODS INC CL A COM (DELA COM              902494103     2969   216100 SH       SOLE                 216100
D U S AWYS GROUP INC COM         COM              90341W108     1716    42906 SH       SOLE                  42906
D U S B HLDG INC COM             COM              902910108      417    18191 SH       SOLE                  18191
D U S PHYSICAL THERAPY COM       COM              90337L108      323    18900 SH       SOLE                  18900
D U S XPRESS ENTERPRISES INC CL  COM              90338N103      286    14700 SH       SOLE                  14700
D U.S. CELLULAR CORP COM         COM              911684108     5598    94300 SH       SOLE                  94300
D UBIQUITEL INC COM              COM              903474302     1239   122700 SH       SOLE                 122700
D UCBH HLDGS INC COM             COM              90262T308      976    51600 SH       SOLE                  51600
D UGI CORP NEW COM               COM              902681105      898    42600 SH       SOLE                  42600
D UIL HLDG CORP COM              COM              902748102      597    11400 SH       SOLE                  11400
D ULTICOM INC COM STK ISIN# US90 COM              903844108      328    30500 SH       SOLE                  30500
D ULTIMATE SOFTWARE GROUP INC CO COM              90385D107      445    17200 SH       SOLE                  17200
D ULTRA PETE CORP COM COM NPV    COM              903914109     7689   123400 SH       SOLE                 123400
D ULTRALIFE BATTERIES INC        COM              903899102      149    11600 SH       SOLE                  11600
D ULTRATECH INC EFF 06-10-03     COM              904034105      428    17500 SH       SOLE                  17500
D UMB FINL CORP COM              COM              902788108      787    11200 SH       SOLE                  11200
D UMPQUA HLDGS CORP COM          COM              904214103      482    16900 SH       SOLE                  16900
D UN BANKSHARES CORP COM         COM              905399101      582    12730 SH       SOLE                  12730
D UN PAC CORP COM                COM              907818108    22283   238700 SH       SOLE                 238700
D UNIFIRST CORP MASS COM         COM              904708104      452    13600 SH       SOLE                  13600
D UNIONBANCAL CORP DE COM STK    COM              908906100     6188    88200 SH       SOLE                  88200
D UNISYS CORP COM                COM              909214108     1472   213600 SH       SOLE                 213600
D UNIT CORP COM                  COM              909218109     1338    24000 SH       SOLE                  24000
D UNITED BANCORP INC OHIO COM CO COM              909911109      181    16456 SH       SOLE                  16456
D UNITED CAP CORP COM COM        COM              909912107      199     8000 SH       SOLE                   8000
D UNITED CMNTY BKS INC BLAIRSVIL COM              90984P105      802    28500 SH       SOLE                  28500
D UNITED FINL CORP MINN COM COM  COM              909919102      287    12750 SH       SOLE                  12750
D UNITED INDL CORP COM           COM              910671106      579     9500 SH       SOLE                   9500
D UNITED NAT FOODS INC COM       COM              911163103     2672    76400 SH       SOLE                  76400
D UNITED PARCEL SVC INC CL B     COM              911312106    60011   756000 SH       SOLE                 756000
D UNITED TECHNOLOGIES CORP COM C COM              913017109    68631  1183900 SH       SOLE                1183900
D UNITEDHEALTH GROUP INC COM COM COM              91324P102    70249  1257582 SH       SOLE                1257582
D UNITIL CORP COM COM            COM              913259107      345    13200 SH       SOLE                  13200
D UNITRIN INC COM                COM              913275103     2056    44200 SH       SOLE                  44200
D UNITY BANCORP NJ               COM              913290102      331    20616 SH       SOLE                  20616
D UNIVISION COMMUNICATIONS INC C COM              914906102     6797   197200 SH       SOLE                 197200
D UNUMPROVIDENT CORP COM         COM              91529Y106     3881   189500 SH       SOLE                 189500
D UNVL AMERN FINL CORP COM       COM              913377107     3291   213700 SH       SOLE                 213700
D UNVL COMPRESSION HLDGS INC COM COM              913431102     8776   173200 SH       SOLE                 173200
D UNVL CORP VA COM               COM              913456109      279     7600 SH       SOLE                   7600
D UNVL DISPLAY CORP COM          COM              91347P105      275    19100 SH       SOLE                  19100
D UNVL ELECTRS INC COM           COM              913483103      294    16600 SH       SOLE                  16600
D UNVL FST PRODS INC COM         COM              913543104      863    13600 SH       SOLE                  13600
D UNVL HEALTH SERVICES INC CL B  COM              913903100     7527   148200 SH       SOLE                 148200
D UNVL TECH INST INC COM         COM              913915104      193     6400 SH       SOLE                   6400
D URBAN OUTFITTERS INC COM COM   COM              917047102     2287    93200 SH       SOLE                  93200
D UROLOGIX INC COM               COM              917273104       92    26000 SH       SOLE                  26000
D URS CORP NEW COM               COM              903236107     3216    79900 SH       SOLE                  79900
D US BANCORP                     COM              902973304    63303  2075500 SH       SOLE                2075500
D USANA HEALTH SCIENCES INC CDT- COM              90328M107      505    12100 SH       SOLE                  12100
D USEC INC COM COM               COM              90333E108      642    53300 SH       SOLE                  53300
D USG CORP COM NEW               COM              903293405     4454    46900 SH       SOLE                  46900
D USI HLDGS CORP COM             COM              90333H101      289    17900 SH       SOLE                  17900
D UST INC COM                    COM              902911106    14964   359700 SH       SOLE                 359700
D UT MED PRODS INC COM           COM              917488108      301     9400 SH       SOLE                   9400
D UTD AUTO GROUP INC COM         COM              909440109     1088    25300 SH       SOLE                  25300
D UTD BANKSHARES INC W VA COM    COM              909907107     2954    77200 SH       SOLE                  77200
D UTD CMNTY FINL CORP OH COM     COM              909839102      315    26000 SH       SOLE                  26000
D UTD FIRE & CAS CO COM          COM              910331107     2625    79800 SH       SOLE                  79800
D UTD ONLINE INC COM             COM              911268100      539    41900 SH       SOLE                  41900
D UTD PANAM FINL CORP COM        COM              911301109      368    11900 SH       SOLE                  11900
D UTD RENTALS INC COM            COM              911363109     1766    51200 SH       SOLE                  51200
D UTD STATIONERS INC COM         COM              913004107     1051    19800 SH       SOLE                  19800
D UTD STS STL CORP NEW COM       COM              912909108    16038   264300 SH       SOLE                 264300
D UTD SURGICAL PARTNERS INTL INC COM              913016309     1030    29100 SH       SOLE                  29100
D UTD THERAPEUTICS CORP DEL COM  COM              91307C102    10658   160800 SH       SOLE                 160800
D UTSTARCOM INC COM              COM              918076100       46     7300 SH       SOLE                   7300
D V F CORP COM                   COM              918204108     3533    62100 SH       SOLE                  62100
D VAIL RESORTS INC COM           COM              91879Q109      646    16900 SH       SOLE                  16900
D VAL NATL BANCORP COM           COM              919794107     1511    58983 SH       SOLE                  58983
D VALASSIS COMMUNICATIONS INC CO COM              918866104      819    27900 SH       SOLE                  27900
D VALEANT PHARMACEUTICALS INTL C COM              91911X104      797    50300 SH       SOLE                  50300
D VALENCE TECHNOLOGY INC COM     COM              918914102      141    56600 SH       SOLE                  56600
D VALERO ENERGY CORP COM STK NEW COM              91913Y100    42749   715100 SH       SOLE                 715100
D VALHI INC NEW COM              COM              918905100     1290    72900 SH       SOLE                  72900
D VALMONT INDS INC COM COM       COM              920253101     6436   153100 SH       SOLE                 153100
D VALSPAR CORP COM               COM              920355104     1243    44600 SH       SOLE                  44600
D VALUE LINE INC COM             COM              920437100      170     4600 SH       SOLE                   4600
D VALUECLICK INC COM STK ISIN#US COM              92046N102     2903   171598 SH       SOLE                 171598
D VALUEVISION MEDIA              COM              92047K107      304    23800 SH       SOLE                  23800
D VARIAN INC COM                 COM              922206107      832    20200 SH       SOLE                  20200
D VARIAN MED SYS INC COM ISIN    COM              92220P105     9598   170900 SH       SOLE                 170900
D VARIAN SEMICONDUCTOR EQUIPTMEN COM              922207105     2190    78000 SH       SOLE                  78000
D VAXGEN INC COM NEW             COM              922390208      248    28200 SH       SOLE                  28200
D VCA ANTECH INC COM STK         COM              918194101     3771   132400 SH       SOLE                 132400
D VECTOR GROUP LTD COM STK       COM              92240M108      574    30098 SH       SOLE                  30098
D VECTREN CORP COM               COM              92240G101     1166    44200 SH       SOLE                  44200
D VEECO INSTRS INC DEL COM       COM              922417100      444    19000 SH       SOLE                  19000
D VENTANA MED SYS INC COM        COM              92276H106      994    23800 SH       SOLE                  23800
D VENTIV HLTH INC COM            COM              922793104      605    18200 SH       SOLE                  18200
D VERINT SYS INC COM             COM              92343X100      661    18700 SH       SOLE                  18700
D VERISIGN INC COM               COM              92343E102     3836   159900 SH       SOLE                 159900
D VERITAS DGC INC COM            COM              92343P107     1180    26000 SH       SOLE                  26000
D VERIZON COMMUNICATIONS COM     COM              92343V104    97493  2862400 SH       SOLE                2862400
D VERTEX PHARMACEUTICALS INC COM COM              92532F100     1925    52600 SH       SOLE                  52600
D VERTRUE INC COM COM            COM              92534N101      242     5800 SH       SOLE                   5800
D VIACOM INC NEW CL B            COM              92553P201    29486   759950 SH       SOLE                 759950
D VIAD CORP COM NEW              COM              92552R406      414    12075 SH       SOLE                  12075
D VIASAT INC COM                 COM              92552V100     4805   167700 SH       SOLE                 167700
D VIASYS HEALTHCARE INC COM NEW  COM              92553Q209      668    22200 SH       SOLE                  22200
D VICOR CORP COM                 COM              925815102      592    30000 SH       SOLE                  30000
D VIEWPOINT CORP COM COM STK     COM              92672P108       73    53100 SH       SOLE                  53100
D VIGNETTE CORP COM NEW COM      COM              926734401     2402   162830 SH       SOLE                 162830
D VISHAY INTERTECHNOLOGY INC COM COM              928298108     2098   147305 SH       SOLE                 147305
D VISTACARE INC CL A COM         COM              92839Y109      211    13600 SH       SOLE                  13600
D VISTEON CORP COM               COM              92839U107      377    81900 SH       SOLE                  81900
D VITAL SIGNS INC COM            COM              928469105      670    12200 SH       SOLE                  12200
D VITESSE SEMICONDUCTOR CORP COM COM              928497106      483   134900 SH       SOLE                 134900
D VITRIA TECH INC COM NEW COM    COM              92849Q401       90    30900 SH       SOLE                  30900
D VIVUS INC COM                  COM              928551100      151    45200 SH       SOLE                  45200
D VOLT INFORMATION SCIENCES INC  COM              928703107      382    12500 SH       SOLE                  12500
D VSE CORP COM                   COM              918284100      469    11300 SH       SOLE                  11300
D VULCAN MATERIALS CO COM        COM              929160109    11568   133500 SH       SOLE                 133500
D VY NATL GASES INC PA COM STK   COM              919792101      450    21000 SH       SOLE                  21000
D W COAST BANCORP ORE NEW COM    COM              952145100      430    15400 SH       SOLE                  15400
D W HLDG CO INC COM              COM              929251106      736    93483 SH       SOLE                  93483
D W MARINE INC                   COM              954235107      186    12400 SH       SOLE                  12400
D WA BKG CO OAK HBR WASH COM     COM              937303105      399    22133 SH       SOLE                  22133
D WABASH NATL CORP COM           COM              929566107      338    17100 SH       SOLE                  17100
D WABTEC CORP COM                COM              929740108     3351   102800 SH       SOLE                 102800
D WACHOVIA CORP NEW COM COM      COM              929903102    95269  1699718 SH       SOLE                1699718
D WADDELL & REED FINL INC CL A C COM              930059100     1252    54200 SH       SOLE                  54200
D WAL-MART STORES INC COM        COM              931142103   136056  2880100 SH       SOLE                2880100
D WALGREEN CO COM                COM              931422109    41629   965200 SH       SOLE                 965200
D WALTER INDS INC COM            COM              93317Q105     2119    31800 SH       SOLE                  31800
D WARNACO GROUP INC COM NEW      COM              934390402      725    30200 SH       SOLE                  30200
D WASH FED INC COM               COM              938824109     1059    43780 SH       SOLE                  43780
D WASH POST CO CL B COM          COM              939640108    13360    17200 SH       SOLE                  17200
D WASHINGTON MUT INC COM COM     COM              939322103    44475  1043514 SH       SOLE                1043514
D WASHINGTON TR BANCORP INC COM  COM              940610108      351    12500 SH       SOLE                  12500
D WASTE CONNECTIONS INC COM      COM              941053100     2990    75100 SH       SOLE                  75100
D WASTE MGMT INC DEL COM STK     COM              94106L109    12440   352400 SH       SOLE                 352400
D WATCHGUARD TECHNOLOGIES INC CO COM              941105108      152    29800 SH       SOLE                  29800
D WATERS CORP COM                COM              941848103     7763   179900 SH       SOLE                 179900
D WATSCO INC COM                 COM              942622200    10380   146100 SH       SOLE                 146100
D WATSON PHARMACEUTICALS INC COM COM              942683103     1957    68100 SH       SOLE                  68100
D WATSON WYATT WORLDWIDE INC CL  COM              942712100      502    15400 SH       SOLE                  15400
D WATTS WTR TECHNOLOGIES INC 10/ COM              942749102     2747    75600 SH       SOLE                  75600
D WAUSAU PAPER CORP COM          COM              943315101      439    31000 SH       SOLE                  31000
D WAYNE SVGS BANCSHARES INC NEW  COM              94624Q101      196    13000 SH       SOLE                  13000
D WCI CMNTYS INC COM             COM              92923C104      782    28100 SH       SOLE                  28100
D WD 40 CO COM                   COM              929236107      386    12500 SH       SOLE                  12500
D WEATHERFORD INTL LTD           COM              G95089101    10568   231000 SH       SOLE                 231000
D WEBEX INC COM                  COM              94767L109    11020   327300 SH       SOLE                 327300
D WEBMETHODS INC COM             COM              94768C108      331    39300 SH       SOLE                  39300
D WEBSENSE INC COM STK ISIN# US9 COM              947684106      954    34600 SH       SOLE                  34600
D WEBSTER CY FED BANCORP IA COM  COM              947692109      254    22000 SH       SOLE                  22000
D WEBSTER FNCL CORP WATERBURY CO COM              947890109     1061    21900 SH       SOLE                  21900
D WEIGHT WATCHERS INTL INC NEW C COM              948626106     3171    61700 SH       SOLE                  61700
D WEIS MKT INC COM               COM              948849104      673    15100 SH       SOLE                  15100
D WELLCO ENTERPRISES INC COM     COM              949476105       74     5600 SH       SOLE                   5600
D WELLMAN INC COM                COM              949702104      161    25300 SH       SOLE                  25300
D WELLPOINT INC COM COM          COM              94973V107    58448   754855 SH       SOLE                 754855
D WELLS FARGO & CO NEW COM STK   COM              949746101    85809  1343500 SH       SOLE                1343500
D WENDY S INTL INC COM           COM              950590109     4201    67700 SH       SOLE                  67700
D WERNER ENTERPRISES INC COM     COM              950755108      865    47100 SH       SOLE                  47100
D WESBANCO INC COM               COM              950810101      600    18300 SH       SOLE                  18300
D WESCO FNCL CORP CAP            COM              950817106     1476     3700 SH       SOLE                   3700
D WESCO INTL INC COM COM         COM              95082P105     1884    27700 SH       SOLE                  27700
D WEST CORP COM                  COM              952355105     1804    40400 SH       SOLE                  40400
D WEST PHARMACEUTICAL SVCS INC C COM              955306105      924    26600 SH       SOLE                  26600
D WESTAMERICA BANCORPORATION COM COM              957090103     1116    21499 SH       SOLE                  21499
D WESTAR ENERGY INC COM          COM              95709T100      988    47500 SH       SOLE                  47500
D WESTBANK CORP COM COM          COM              957116106      199    11865 SH       SOLE                  11865
D WESTELL TECHNOLOGIES INC CL A  COM              957541105      117    28700 SH       SOLE                  28700
D WESTERN GAS RES INC COM        COM              958259103     2094    43400 SH       SOLE                  43400
D WESTFIELD FINL INC COM COM     COM              96008D101      227     9200 SH       SOLE                   9200
D WESTN DIGITAL CORP COM         COM              958102105     7648   393600 SH       SOLE                 393600
D WESTWOOD ONE INC COM COM       COM              961815107      626    56700 SH       SOLE                  56700
D WET SEAL INC CL A              COM              961840105      147    22100 SH       SOLE                  22100
D WEYERHAEUSER CO COM            COM              962166104    18216   251500 SH       SOLE                 251500
D WGL HLDGS INC COM              COM              92924F106      907    29800 SH       SOLE                  29800
D WHEELING PITT CORP COM NEW STK COM              963142302      332    18100 SH       SOLE                  18100
D WHIRLPOOL CORP COM             COM              963320106    14630   159947 SH       SOLE                 159947
D WHITE MOUNTAINS INSURANCE GROU COM              G9618E107     6064    10200 SH       SOLE                  10200
D WHITING PETE CORP NEW COM STK  COM              966387102     4427   108000 SH       SOLE                 108000
D WHITNEY HLDG CORP COM          COM              966612103     4854   136900 SH       SOLE                 136900
D WHOLE FOODS MKT INC COM        COM              966837106     4804    72300 SH       SOLE                  72300
D WILD OATS MKTS INC COM         COM              96808B107      500    24600 SH       SOLE                  24600
D WILEY JOHN & SONS INC CL A     COM              968223206     1294    34200 SH       SOLE                  34200
D WILLIAMS CLAYTON ENERGY INC CO COM              969490101     1596    39000 SH       SOLE                  39000
D WILLIAMS CO INC COM            COM              969457100     7151   334300 SH       SOLE                 334300
D WILLIAMS SONOMA INC COM        COM              969904101     2976    70200 SH       SOLE                  70200
D WILLOW GROVE BANCORP INC NEW C COM              97111W101      273    15408 SH       SOLE                  15408
D WILMINGTON TR CORP NEW COM     COM              971807102     6108   140900 SH       SOLE                 140900
D WIND RIV SYS INC COM           COM              973149107      692    55600 SH       SOLE                  55600
D WINMARK CORP COM               COM              974250102      190     8100 SH       SOLE                   8100
D WINNEBAGO INDS INC COM         COM              974637100      313    10300 SH       SOLE                  10300
D WINTRUST FINL CORP COM         COM              97650W108      675    11600 SH       SOLE                  11600
D WIRELESS FACS INC COM          COM              97653A103      277    68900 SH       SOLE                  68900
D WIS ENERGY COM                 COM              976657106     2435    60900 SH       SOLE                  60900
D WITNESS SYS INC COM            COM              977424100      475    18700 SH       SOLE                  18700
D WMS INDS INC COM               COM              929297109      545    18100 SH       SOLE                  18100
D WOLVERINE WORLD WIDE INC COM   COM              978097103     8284   374350 SH       SOLE                 374350
D WOODWARD GOVERNOR CO COM       COM              980745103     1446    43500 SH       SOLE                  43500
D WORLD ACCEP CORP S C NEW COM   COM              981419104      337    12300 SH       SOLE                  12300
D WORLD FUEL SERVICE COM STK USD COM              981475106     1173    29000 SH       SOLE                  29000
D WORLD WRESTLING ENTMNT         COM              98156Q108      304    18000 SH       SOLE                  18000
D WORTHINGTON INDS INC COM       COM              981811102     4239   211300 SH       SOLE                 211300
D WPS RES CORP COM               COM              92931B106      783    15900 SH       SOLE                  15900
D WRIGHT MED GROUP INC COM       COM              98235T107      470    23800 SH       SOLE                  23800
D WRIGLEY WM JR CO CAP           COM              982526105     8493   132700 SH       SOLE                 132700
D WSFS FINL CORP COM             COM              929328102      270     4300 SH       SOLE                   4300
D WYETH COM COM                  COM              983024100    73595  1516800 SH       SOLE                1516800
D WYNN RESORTS LTD COM           COM              983134107     7139    92900 SH       SOLE                  92900
D XCEL ENERGY INC COM            COM              98389B100     5434   299400 SH       SOLE                 299400
D XEROX CORP COM                 COM              984121103    17483  1150200 SH       SOLE                1150200
D XILINX INC COM                 COM              983919101     7246   284600 SH       SOLE                 284600
D XL CAP LTD SHS A               COM              G98255105    13034   203300 SH       SOLE                 203300
D XM SATELLITE RADIO HLDGS INC C COM              983759101     2995   134500 SH       SOLE                 134500
D XOMA LTD COM BERMUDA           COM              G9825R107      116    50600 SH       SOLE                  50600
D XTO ENERGY INC COM             COM              98385X106    14850   340833 SH       SOLE                 340833
D YAHOO INC COM                  COM              984332106    28489   883100 SH       SOLE                 883100
D YANKEE CANDLE CO COM ISIN US98 COM              984757104      840    30700 SH       SOLE                  30700
D YARDVILLE NATL BANCORP COM     COM              985021104      291     7900 SH       SOLE                   7900
D YOUNG BROADCASTING INC CL A    COM              987434107       45    13200 SH       SOLE                  13200
D YOUNG INNOVATIONS INC COM      COM              987520103      299     8200 SH       SOLE                   8200
D YRC WORLDWIDE INC COM          COM              984249102     1257    33021 SH       SOLE                  33021
D YUM BRANDS INC COM             COM              988498101     8834   180800 SH       SOLE                 180800
D ZALE CORP NEW COM STK          COM              988858106      790    28200 SH       SOLE                  28200
D ZAPATA CORP COM PAR $          COM              989070602      165    27200 SH       SOLE                  27200
D ZEBRA TECHNOLOGIES CORP CL A   COM              989207105     1825    40800 SH       SOLE                  40800
D ZENITH NATL INS CORP COM       COM              989390109      700    14550 SH       SOLE                  14550
D ZHONE TECHNOLOGIES INC NEW COM COM              98950P108      175    65400 SH       SOLE                  65400
D ZILA INC COM PAR $0.01 COM PAR COM              989513205      127    39800 SH       SOLE                  39800
D ZIMMER HLDGS INC COM COM       COM              98956P102    13642   201800 SH       SOLE                 201800
D ZIONS BANCORP COM              COM              989701107     7271    87893 SH       SOLE                  87893
D ZIX CORP COM                   COM              98974P100       35    23900 SH       SOLE                  23900
D ZOLL MED CORP COM              COM              989922109      234     8900 SH       SOLE                   8900
D ZOLTEK COS INC COM COM         COM              98975W104      491    21500 SH       SOLE                  21500
D ZORAN CORP COM                 COM              98975F101      600    27400 SH       SOLE                  27400
D ZYGO CORP COM                  COM              989855101      246    15100 SH       SOLE                  15100
D ZYMOGENETICS INC COM COM STK   COM              98985T109      731    33800 SH       SOLE                  33800
D 1 800 FLOWERS COM INC CL A COM COM              68243Q106      156    22000 SH       SOLE                  22000
D 1ST ALBANY COS INC COM STK     COM              318465101      101    18000 SH       SOLE                  18000
D 1ST AMERN CORP CAL COM COM     COM              318522307     7519   192000 SH       SOLE                 192000
D 1ST BANCORP N C COM            COM              318910106      225    10050 SH       SOLE                  10050
D 1ST BANCORP P R COM            COM              318672102      517    41800 SH       SOLE                  41800
D 1ST BUSEY CORP COM             COM              319383105      244    11550 SH       SOLE                  11550
D 1ST CHARTER CORP COM           COM              319439105      684    27700 SH       SOLE                  27700
D 1ST CMNTY BANCORP CAL COM      COM              31983B101      311     5400 SH       SOLE                   5400
D 1ST COMWLTH FNCL CORP COM LM   COM              319829107      542    37000 SH       SOLE                  37000
D 1ST CTZNS BANCSHARES INC N C C COM              31946M103     1042     5400 SH       SOLE                   5400
D 1ST DEFIANCE FINL CORP COM     COM              32006W106      232     8800 SH       SOLE                   8800
D 1ST FED BANCSHARES ARK COM     COM              32020F105      358    13900 SH       SOLE                  13900
D 1ST FED BANKSHARES INC DEL COM COM              32020V100      228    10100 SH       SOLE                  10100
D 1ST FINL BANCORP OH COM        COM              320209109      587    35300 SH       SOLE                  35300
D 1ST FINL BANKSHARES INC COM    COM              32020R109      572    14933 SH       SOLE                  14933
D 1ST FINL HLDGS INC COM         COM              320239106      330    10400 SH       SOLE                  10400
D 1ST HORIZON NATL CORP COM      COM              320517105     4348   104400 SH       SOLE                 104400
D 1ST LONG IS CORP COM           COM              320734106      268     6300 SH       SOLE                   6300
D 1ST M^F CORP COM               COM              320744105      271     7800 SH       SOLE                   7800
D 1ST MARBLEHEAD CORP COM        COM              320771108     2331    53900 SH       SOLE                  53900
D 1ST MERCHANTS CORP COM         COM              320817109      210     7900 SH       SOLE                   7900
D 1ST NIAGARA FINL GROUP INC NEW COM              33582V108     5111   348635 SH       SOLE                 348635
D 1ST PL FINL CORP DEL COM       COM              33610T109      280    11300 SH       SOLE                  11300
D 1ST REP BK SAN FRAN CAL COM    COM              336158100      494    13050 SH       SOLE                  13050
D 1ST SOURCE CORP COM            COM              336901103      603    20100 SH       SOLE                  20100
D 1ST ST BANCORPORATION COM      COM              336453105      329    12400 SH       SOLE                  12400
D 21ST CENTY IND DEL             COM              90130N103      926    58600 SH       SOLE                  58600
D 24 / 7 REAL MEDIA INC COM NEW  COM              901314203      593    56700 SH       SOLE                  56700
D 3COM CORP COMMON STOCK         COM              885535104     1136   221900 SH       SOLE                 221900
D 3D SYS CORP DEL COM NEW STK    COM              88554D205      468    21900 SH       SOLE                  21900
D 3M CO COM                      COM              88579Y101    39026   515600 SH       SOLE                 515600
D 3RD WAVE TECHNOLOGIES INC COM  COM              88428W108      127    40500 SH       SOLE                  40500
D 4 KIDS ENTMT INC COM           COM              350865101      196    11400 SH       SOLE                  11400
D 5TH 3RD BANCORP COM            COM              316773100    14988   380785 SH       SOLE                 380785
D 6 FLAGS INC COM                COM              83001P109      622    61100 SH       SOLE                  61100
D 99 CENTS ONLY STORES COM       COM              65440K106      595    43900 SH       SOLE                  43900