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 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SOLE 15300 D CONSTELLATION BRANDS INC CL A COM 21036P108 6255 249700 SH SOLE 249700 D CONSTELLATION ENERGY GROUP INC COM 210371100 7840 143300 SH SOLE 143300 D CONTL AIRL INC CL B COM 210795308 1106 41100 SH SOLE 41100 D CONVERGYS CORP COM COM 212485106 2187 120100 SH SOLE 120100 D COOPER CAMERON CORP COM 216640102 2892 65600 SH SOLE 65600 D COOPER COS INC COM NEW COM 216648402 1443 26702 SH SOLE 26702 D COOPER INDUSTRIES INC COM COM G24182100 6257 72000 SH SOLE 72000 D COOPER TIRE & RUBBER CO COM, N COM 216831107 807 56300 SH SOLE 56300 D COPART INC COM COM 217204106 10939 398500 SH SOLE 398500 D CORINTHIAN COLLEGES INC COM ST COM 218868107 354 24600 SH SOLE 24600 D CORN PRODS INTL INC COM COM 219023108 3424 115800 SH SOLE 115800 D CORNING INC COM COM 219350105 34168 1269700 SH SOLE 1269700 D CORPORATE EXECUTIVE BRD CO COM COM 21988R102 2210 21900 SH SOLE 21900 D CORRECTIONS CORP AMER COM 22025Y407 1347 29800 SH SOLE 29800 D CORUS BANKSHARES INC COM COM 220873103 6075 102200 SH SOLE 102200 D CORVEL CORP COM COM 221006109 163 7400 SH SOLE 7400 D COST PLUS INC CAL COM COM 221485105 245 14300 SH SOLE 14300 D COSTAR GROUP INC COM COM 22160N109 5495 105900 SH SOLE 105900 D COSTCO WHSL CORP NEW COM COM COM 22160K105 21447 396000 SH SOLE 396000 D COUNTRYWIDE FINL CORP COM STK COM 222372104 22989 626400 SH SOLE 626400 D COVAD COMMUNICATIONS GROUP INC COM 222814204 246 127500 SH SOLE 127500 D COVANCE INC COM COM 222816100 2526 43000 SH SOLE 43000 D COVANSYS CORP COM COM 22281W103 371 21600 SH SOLE 21600 D COVANTA HLDG CORP COM COM 22282E102 1607 96425 SH SOLE 96425 D COVENANT TRANS INC NEV CL A COM 22284P105 180 12300 SH SOLE 12300 D COVENTRY HLTH CARE INC COM COM 222862104 6010 111339 SH SOLE 111339 D COX RADIO INC CL A COM 224051102 285 21200 SH SOLE 21200 D CR ACCEP CORP MICH COM COM 225310101 667 28400 SH SOLE 28400 D CRA INTL INC COM COM COM 12618T105 409 8300 SH SOLE 8300 D CRANE CO COM COM 224399105 1419 34600 SH SOLE 34600 D CRAWFORD & CO CL B COM 224633107 262 43600 SH SOLE 43600 D CRAY INC COM COM 225223106 92 50900 SH SOLE 50900 D CREDENCE SYS CORP DEL COM 225302108 315 42900 SH SOLE 42900 D CREE INC FORMERLY CREE RESH IN COM 225447101 5092 155200 SH SOLE 155200 D CROSS CTRY HEALTHCARE INC COM COM 227483104 447 23100 SH SOLE 23100 D CROWN CASTLE INTL CORP COM STK COM 228227104 5112 180300 SH SOLE 180300 D CROWN HLDGS INC COM COM 228368106 1886 106300 SH SOLE 106300 D CROWN MEDIA HLDGS INC CL A COM COM 228411104 307 48400 SH SOLE 48400 D CRYOLIFE INC COM COM 228903100 145 32900 SH SOLE 32900 D CSF HLDGS INC R/W 126335991 0 12250 SH SOLE 12250 D CSG SYS INTL INC COM COM 126349109 809 34800 SH SOLE 34800 D CSK AUTO CORP COM COM 125965103 390 28100 SH SOLE 28100 D CSX CORP COM COM 126408103 20290 339300 SH SOLE 339300 D CT COMMUNICATIONS INC COM NEW COM 126426402 406 29900 SH SOLE 29900 D CTS CORP COM COM 126501105 361 27000 SH SOLE 27000 D CUBIC CORP COM COM 229669106 431 18000 SH SOLE 18000 D CUBIST PHARMACEUTICALS INC COM COM 229678107 650 28300 SH SOLE 28300 D CULLEN / FROST BANKERS INC COM COM 229899109 1672 31100 SH SOLE 31100 D CUMMINS INC COM 231021106 13285 126400 SH SOLE 126400 D CUMULUS MEDIA INC CL A DEL COM 231082108 381 33800 SH SOLE 33800 D CURAGEN CORP COM COM 23126R101 202 40300 SH SOLE 40300 D CURTISS WRIGHT CORP COM COM 231561101 655 9900 SH SOLE 9900 D CV THERAPEUTICS INC COM COM 126667104 1354 61300 SH SOLE 61300 D CVB FINL CORP COM COM COM 126600105 914 53437 SH SOLE 53437 D CVS CORP COM STK COM 126650100 27657 925900 SH SOLE 925900 D CY HLDG CO COM COM 177835105 313 8500 SH SOLE 8500 D CYBERONICS INC COM COM 23251P102 582 22600 SH SOLE 22600 D CYBEROPTICS CORP COM COM 232517102 204 13600 SH SOLE 13600 D CYMER INC COM COM 232572107 11046 243100 SH SOLE 243100 D CYPRESS BIOSCIENCES INC COM PA COM 232674507 108 17100 SH SOLE 17100 D CYPRESS SEMICONDUCTOR CORP COM COM 232806109 1187 70000 SH SOLE 70000 D CYTEC IND COM COM 232820100 1134 18900 SH SOLE 18900 D CYTOGEN CORP COM NEW COM 232824300 54 14900 SH SOLE 14900 D CYTYC CORP COM COM 232946103 6749 239500 SH SOLE 239500 D D & E COMMUNICATIONS INC COM COM 232860106 257 22900 SH SOLE 22900 D D R HORTON INC COM COM 23331A109 6308 189900 SH SOLE 189900 D DADE BEHRING HLDGS INC COM COM 23342J206 1771 49600 SH SOLE 49600 D DAKTRONICS INC COM COM 234264109 496 13600 SH SOLE 13600 D DANAHER CORP COM COM 235851102 19961 314100 SH SOLE 314100 D DARDEN RESTAURANTS INC COM COM 237194105 5354 130500 SH SOLE 130500 D DATASCOPE CORP COM COM 238113104 542 13700 SH SOLE 13700 D DAVITA INC COM COM 23918K108 3730 61950 SH SOLE 61950 D DAXOR CORP COM COM 239467103 358 18800 SH SOLE 18800 D DEAN FOODS CO NEW COM COM 242370104 3386 87200 SH SOLE 87200 D DEB SHOPS INC COM 242728103 252 8500 SH SOLE 8500 D DECKERS OUTDOOR CORP COM COM 243537107 332 8200 SH SOLE 8200 D DEERE & CO COM COM 244199105 24506 310000 SH SOLE 310000 D DEL MONTE FOODS CO COM COM COM 24522P103 1359 114600 SH SOLE 114600 D DELL INC COM STK COM 24702R101 70088 2355100 SH SOLE 2355100 D DELPHI FINL GROUP INC CL A COM 247131105 4161 80600 SH SOLE 80600 D DELTA & PINE LD CO COM COM COM 247357106 654 21700 SH SOLE 21700 D DELTA NAT GAS INC COM COM 247748106 417 15700 SH SOLE 15700 D DELTA PETE CORP DE COM 247907207 450 21400 SH SOLE 21400 D DELUXE CORP COM COM 248019101 694 26500 SH SOLE 26500 D DENBURY RES INC HLDG CO COM NE COM 247916208 1869 59000 SH SOLE 59000 D DENDREON CORP COM STK ISIN US2 COM 24823Q107 144 30500 SH SOLE 30500 D DENDRITE INTL INC COM COM 248239105 345 25300 SH SOLE 25300 D DENTSPLY INTL INC NEW COM COM 249030107 6873 118200 SH SOLE 118200 D DEPOMED INC COM COM 249908104 182 27900 SH SOLE 27900 D DEVON ENERGY CORP NEW COM COM COM 25179M103 43198 706200 SH SOLE 706200 D DEVRY INC DEL COM COM 251893103 965 42400 SH SOLE 42400 D DIAGNOSTIC PRODS CORP COM COM 252450101 624 13100 SH SOLE 13100 D DIAMOND CLUSTER COM COM 25278P106 331 30900 SH SOLE 30900 D DIAMOND OFFSHORE DRILLING INC COM 25271C102 6829 76300 SH SOLE 76300 D DICKS SPORTING GOODS INC OC-CO COM 253393102 817 20600 SH SOLE 20600 D DIEBOLD INC COM COM 253651103 1574 38300 SH SOLE 38300 D DIGENE CORP COM COM 253752109 641 16400 SH SOLE 16400 D DIGIMARC CORP COM STK COM 253807101 113 15100 SH SOLE 15100 D DIGITAL INSIGHT CORP COM STK COM 25385P106 764 21000 SH SOLE 21000 D DIGITAL RIV INC COM COM 25388B104 1614 37000 SH SOLE 37000 D DIGITAS INC COM COM 25388K104 926 64300 SH SOLE 64300 D DILLARDS INC CL A COM COM 254067101 1544 59300 SH SOLE 59300 D DIME CMNTY BANCSHARES INC COM COM 253922108 213 14800 SH SOLE 14800 D DIODES INC COM COM 254543101 697 16800 SH SOLE 16800 D DIONEX CORP COM COM 254546104 5336 86800 SH SOLE 86800 D DIRECTV GROUP INC COM COM 25459L106 9143 557500 SH SOLE 557500 D DISCOVERY HLDG CO COM STK COM 25468Y107 2382 158810 SH SOLE 158810 D DISCOVERY LABORATORIES INC NEW COM 254668106 218 29800 SH SOLE 29800 D DISNEY WALT CO COM COM 254687106 59247 2124300 SH SOLE 2124300 D DITECH COMMUNICATIONS CORP COM COM 25500M103 239 22900 SH SOLE 22900 D DIVERSA CORP COM COM COM 255064107 322 35300 SH SOLE 35300 D DJ ORTHOPEDICS INC COM COM COM 23325G104 580 14600 SH SOLE 14600 D DOBSON COMMUNICATIONS CORP CL COM 256069105 1124 140100 SH SOLE 140100 D DOLLAR GEN CORP COM COM 256669102 6160 348600 SH SOLE 348600 D DOLLAR THRIFTY AUTOMOTIVE GROU COM 256743105 5248 115600 SH SOLE 115600 D DOLLAR TREE STORES INC COM COM 256747106 10039 362800 SH SOLE 362800 D DOMINION HOMES INC COM COM 257386102 75 7600 SH SOLE 7600 D DOMINION RES INC VA NEW COM COM 25746U109 25755 373100 SH SOLE 373100 D DONALDSON INC COM COM 257651109 760 22500 SH SOLE 22500 D DONNELLEY R R & SONS CO COM COM 257867101 3868 118200 SH SOLE 118200 D DORAL FINL CORP COM COM 25811P100 709 61400 SH SOLE 61400 D DOT HILL SYS CORP COM COM 25848T109 195 27400 SH SOLE 27400 D DOUBLE EAGLE PETE CO COM 258570209 292 15900 SH SOLE 15900 D DOV PHARMACEUTICAL INC COM COM 259858108 221 13800 SH SOLE 13800 D DOVER CORP COM COM 260003108 6138 126400 SH SOLE 126400 D DOVER DOWNS GAMING & ENTMT INC COM 260095104 468 21500 SH SOLE 21500 D DOW CHEM CO COM COM 260543103 44465 1095200 SH SOLE 1095200 D DOW JONES & CO INC COM COM 260561105 1993 50700 SH SOLE 50700 D DOWNEY FINL CORP COM COM 261018105 835 12400 SH SOLE 12400 D DPL CO COM COM 233293109 2098 77700 SH SOLE 77700 D DREAMWORKS ANIMATION INC CL A COM 26153C103 344 13000 SH SOLE 13000 D DRESS BARN INC COM COM 261570105 5361 111800 SH SOLE 111800 D DREW INDS INC COM NEW COM 26168L205 633 17800 SH SOLE 17800 D DRIL-QUIP INC COM COM 262037104 10890 153700 SH SOLE 153700 D DRS TECHNOLOGIES INC COM COM 23330X100 846 15415 SH SOLE 15415 D DRUGSTORE COM INC COM ISIN #US COM 262241102 170 55000 SH SOLE 55000 D DSP GROUP INC COM COM 23332B106 513 17700 SH SOLE 17700 D DST SYS INC COM COM 233326107 8575 148000 SH SOLE 148000 D DTE ENERGY CO COM COM 233331107 3797 94700 SH SOLE 94700 D DTS INC COM COM 23335C101 240 12200 SH SOLE 12200 D DU PONT E I DE NEMOURS & CO CO COM 263534109 28707 680100 SH SOLE 680100 D DUKE RLTY CORP COM NEW REIT COM 264411505 3795 100000 SH SOLE 100000 D DUN & BRADSTREET CORP DEL NEW COM 26483E100 3075 40100 SH SOLE 40100 D DUQUESNE LT HLDGS INC COM STK COM 266233105 823 49900 SH SOLE 49900 D DURA AUTOMOTIVE SYS INC COM COM 265903104 36 15200 SH SOLE 15200 D DUSA PHARMACEUTICALS INC COM COM 266898105 119 16800 SH SOLE 16800 D DYAX CORP COM COM 26746E103 113 19500 SH SOLE 19500 D DYCOM INDS INC COM COM 267475101 680 32000 SH SOLE 32000 D DYNACQ HEALTHCARE INC COM COM 26779V105 54 21523 SH SOLE 21523 D DYNEGY INC NEW CL A COM COM 26816Q101 1510 314600 SH SOLE 314600 D E W BANCORP INC COM COM 27579R104 4730 122700 SH SOLE 122700 D E Z EM INC COM NEW COM 269305405 349 15600 SH SOLE 15600 D E*TRADE FIN CORP COM COM 269246104 11143 413000 SH SOLE 413000 D EAGLE MATLS INC COM COM 26969P108 2754 43200 SH SOLE 43200 D EARTHLINK INC COM STK COM 270321102 870 91100 SH SOLE 91100 D EAST PENN FINL CORP COM STOCK COM 274287101 218 24200 SH SOLE 24200 D EASTMAN CHEM CO COM COM 277432100 2774 54200 SH SOLE 54200 D EASTMAN KODAK CO COM COM 277461109 15753 553900 SH SOLE 553900 D EASTN VA BANKSHARES INC COM COM 277196101 262 11300 SH SOLE 11300 D EATON CORP COM COM 278058102 18965 259900 SH SOLE 259900 D EATON VANCE CORP COM NON VTG COM 278265103 6489 237000 SH SOLE 237000 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 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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 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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 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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 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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 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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 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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 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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 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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 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