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
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