Public Employees' Retirement Association of Colorado as of March 31, 2005
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 2005 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 #REORG NAME AND CUSIP CHANGE T COM 755081106 919 22100 SH SOLE 22100 D #REORG/DUPONT PHOTOMASKS INC C COM 26613X101 288 10800 SH SOLE 10800 D #REORG/HOLLYWOOD ENTMT CORP CA COM 436141105 475 36100 SH SOLE 36100 D #REORG/IMPAC MED SYS INC CASH COM 45255A104 216 9100 SH SOLE 9100 D #REORG/INTL STL GROUP INC STK COM 460377104 502 12700 SH SOLE 12700 D #REORG/MANDALAY RESORT GROUP C COM 562567107 2622 37200 SH SOLE 37200 D #REORG/METRO GOLDWYN MAYER INC COM 591610100 1732 144900 SH SOLE 144900 D #REORG/PEOPLES HLDG CO NAME CH COM 711148106 174 5600 SH SOLE 5600 D #REORG/PROV HEALTHCARE CO CASH COM 743977100 3486 144700 SH SOLE 144700 D #REORG/SEARS ROEBUCK & CO CASH COM 812387108 0 0 SH SOLE 0 D #REORG/VASTERA INC CASH MERGER COM 92239N109 132 45200 SH SOLE 45200 D @RD INC COM COM 04648K105 152 37000 SH SOLE 37000 D A C MOORE ARTS & CRAFTS INC CO COM 00086T103 296 11100 SH SOLE 11100 D A S V INC COM COM 001963107 365 9200 SH SOLE 9200 D AAIPHARMA INC COM COM 00252W104 20 27500 SH SOLE 27500 D AAON INC COM PAR $0.004 COM 000360206 206 12500 SH SOLE 12500 D AAR CORP COM COM 000361105 302 22200 SH SOLE 22200 D AARON RENTS INC CL B COM 002535201 525 26250 SH SOLE 26250 D ABAXIS INC COM COM 002567105 143 16200 SH SOLE 16200 D ABBOTT LAB COM COM 002824100 72294 1550700 SH SOLE 1550700 D ABC BANCORP COM COM 000400101 343 20280 SH SOLE 20280 D ABERCROMBIE & FITCH CO CL A COM 002896207 7630 133300 SH SOLE 133300 D ABGENIX INC COM COM 00339B107 379 54200 SH SOLE 54200 D ABIOMED INC COM COM 003654100 325 30700 SH SOLE 30700 D ABLE LAB INC COM NEW COM 00371N407 293 12500 SH SOLE 12500 D ABM INDS INC COM COM 000957100 581 30200 SH SOLE 30200 D ACCELRYS INC COM COM 00430U103 104 17500 SH SOLE 17500 D ACCENTURE LTD BERMUDA CLS A CO COM G1150G111 3019 125000 SH SOLE 125000 D ACCREDITED HOME LENDERS HLDG C COM 00437P107 438 12100 SH SOLE 12100 D ACCREDO HLTH INC COM COM 00437V104 1457 32800 SH SOLE 32800 D ACE CASH EXPRESS INC COM COM 004403101 187 8200 SH SOLE 8200 D ACE LTD ORD STK USD0.0416 COM G0070K103 10495 254300 SH SOLE 254300 D ACTEL CORP COM COM 004934105 206 13400 SH SOLE 13400 D ACTION PERFORMANCE COS INC COM COM 004933107 202 15300 SH SOLE 15300 D ACTIVCARD CORP COM COM 00506J107 193 30400 SH SOLE 30400 D ACTIVISION INC NEW COM NEW COM 004930202 1058 71466 SH SOLE 71466 D ACTUANT CORP CL A NEW COM 00508X203 696 15500 SH SOLE 15500 D ACUITY BRANDS INC COM COM 00508Y102 775 28700 SH SOLE 28700 D ACXIOM CORP COM COM 005125109 1013 48400 SH SOLE 48400 D ADAMS RES & ENERGY INC COM NEW COM 006351308 488 23400 SH SOLE 23400 D ADAPTEC INC COM COM 00651F108 318 66300 SH SOLE 66300 D ADC TELECOMMUNICATIONS INC COM COM 000886101 1295 651000 SH SOLE 651000 D ADE CORP MASS COM COM 00089C107 286 12900 SH SOLE 12900 D ADESA INC COM COM 00686U104 1070 45800 SH SOLE 45800 D ADMINISTAFF INC COM COM 007094105 280 19200 SH SOLE 19200 D ADOBE SYS INC COM COM 00724F101 9780 145600 SH SOLE 145600 D ADOLOR CORP COM COM 00724X102 259 26100 SH SOLE 26100 D ADR NOKIA CORP SPONSORED ADR COM 654902204 1466 95000 SH SOLE 95000 D ADR TEVA PHARMACEUTICAL INDS COM 881624209 7750 250000 SH SOLE 250000 D ADR VODAFONE GROUP PLC NEW SPO COM 92857W100 6640 250000 SH SOLE 250000 D ADTRAN INC COM COM 00738A106 864 49000 SH SOLE 49000 D ADVANCED AUTO PTS INC COM COM 00751Y106 984 19500 SH SOLE 19500 D ADVANCED DIGITAL INFORMATION C COM 007525108 357 43500 SH SOLE 43500 D ADVANCED ENERGY INDS INC COM COM 007973100 208 21500 SH SOLE 21500 D ADVANCED MARKETING SVCS INC CO COM 00753T105 118 19600 SH SOLE 19600 D ADVANCED MED OPTICS INC COM COM 00763M108 746 20600 SH SOLE 20600 D ADVANCED MICRO DEVICES INC COM COM 007903107 3517 218200 SH SOLE 218200 D ADVANCED NEUROMODULATION SYS I COM 00757T101 381 14200 SH SOLE 14200 D ADVANTA CORP CL A COM 007942105 468 22500 SH SOLE 22500 D ADVENT SOFTWARE INC COM STK COM 007974108 433 23800 SH SOLE 23800 D ADVISORY BRD CO COM COM 00762W107 371 8500 SH SOLE 8500 D ADVO INC COM COM 007585102 4453 118900 SH SOLE 118900 D AEROFLEX INC COM COM 007768104 407 43600 SH SOLE 43600 D AEROPOSTALE COM COM 007865108 1150 35100 SH SOLE 35100 D AES CORP COM COM 00130H105 8547 521800 SH SOLE 521800 D AETHER SYSTEMS INC COM COM 00808V105 367 109900 SH SOLE 109900 D AETNA INC COM 00817Y108 30475 406600 SH SOLE 406600 D AFFILIATED COMPUTER SVCS INC C COM 008190100 4280 80400 SH SOLE 80400 D AFFILIATED MANAGERS GROUP INC COM 008252108 788 12700 SH SOLE 12700 D AFFYMETRIX INC OC-CAP STK COM 00826T108 1559 36400 SH SOLE 36400 D AFLAC INC COM COM 001055102 16216 435200 SH SOLE 435200 D AFTERMARKET TECH CORP COM COM 008318107 252 15300 SH SOLE 15300 D AGCO CORP COM COM 001084102 821 45000 SH SOLE 45000 D AGERE SYS INC CL A COM 00845V100 1393 973900 SH SOLE 973900 D AGILE SOFTWARE CORP DEL COM COM 00846X105 278 38200 SH SOLE 38200 D AGILENT TECHNOLOGIES INC COM COM 00846U101 10765 484900 SH SOLE 484900 D AGILYSYS INC COM STK COM 00847J105 3364 171100 SH SOLE 171100 D AGL RES INC COM COM 001204106 5554 159000 SH SOLE 159000 D AIR PROD & CHEM INC COM COM 009158106 11955 188900 SH SOLE 188900 D AIRGAS INC COM COM 009363102 1044 43700 SH SOLE 43700 D AIRTRAN HLDGS INC COM COM 00949P108 461 50900 SH SOLE 50900 D AK AIR GROUP INC COM COM 011659109 1116 37900 SH SOLE 37900 D AK STL HLDG CORP COM STK PAR $ COM 001547108 847 76600 SH SOLE 76600 D AKAMAI TECHNOLOGIES INC COM ST COM 00971T101 985 77400 SH SOLE 77400 D AKSYS LTD COM COM 010196103 130 40900 SH SOLE 40900 D AL NATL BANCORPORATION DEL COM COM 010317105 421 6800 SH SOLE 6800 D ALAMO GROUP INC COM COM 011311107 297 12000 SH SOLE 12000 D ALAMOSA HLDGS INC COM COM COM 011589108 1330 114000 SH SOLE 114000 D ALBANY INTL CORP NEW CL A COM 012348108 574 18600 SH SOLE 18600 D ALBANY MOLECULAR RESH INC COM COM 012423109 168 16300 SH SOLE 16300 D ALBEMARLE CORP COM COM 012653101 4192 115300 SH SOLE 115300 D ALBERTO-CULVER CO COMMON COM 013068101 1756 36700 SH SOLE 36700 D ALBERTSON S INC COM COM 013104104 13228 640600 SH SOLE 640600 D ALCOA INC COM STK COM 013817101 22853 752000 SH SOLE 752000 D ALDERWOODS GROUP INC COM COM 014383103 447 35900 SH SOLE 35900 D ALEXANDER & BALDWIN INC COM COM 014482103 873 21200 SH SOLE 21200 D ALEXANDERS INC COM COM 014752109 1449 6000 SH SOLE 6000 D ALEXION PHARMACEUTICALS INC CO COM 015351109 2502 115500 SH SOLE 115500 D ALFA CORP COM COM 015385107 789 54600 SH SOLE 54600 D ALIGN TECH INC COM COM 016255101 260 41700 SH SOLE 41700 D ALKERMES INC COM COM 01642T108 576 55500 SH SOLE 55500 D ALLEGHANY CORP DEL COM COM 017175100 791 2856 SH SOLE 2856 D ALLEGHENY ENERGY INC COM COM 017361106 1754 84900 SH SOLE 84900 D ALLEGHENY TECHNOLOGIES INC COM COM 01741R102 1618 67100 SH SOLE 67100 D ALLERGAN INC COM COM 018490102 5453 78500 SH SOLE 78500 D ALLETE INC COM NEW COM 018522300 639 15266 SH SOLE 15266 D ALLIANCE DATA SYS CORP COM COM 018581108 327 8100 SH SOLE 8100 D ALLIANCE GAMING CORP COM NEW N COM 01859P609 268 27900 SH SOLE 27900 D ALLIANT ENERGY CORP COM ISIN COM 018802108 1663 62100 SH SOLE 62100 D ALLIANT TECHSYSTEMS INC COM COM 018804104 1186 16600 SH SOLE 16600 D ALLIED CAP CORP NEW COM COM 01903Q108 1984 76000 SH SOLE 76000 D ALLIED HEALTHCARE INTL INC COM COM 01923A109 170 27200 SH SOLE 27200 D ALLIED WASTE INDS INC COM PAR COM 019589308 1515 207300 SH SOLE 207300 D ALLMERICA FINL CORP COM COM 019754100 1190 33100 SH SOLE 33100 D ALLOS THERAPEUTICS INC COM ISI COM 019777101 83 40200 SH SOLE 40200 D ALLSCRIPTS HEALTHCARE SOLUTION COM 01988P108 450 31500 SH SOLE 31500 D ALLSTATE CORP COM COM 020002101 48697 900800 SH SOLE 900800 D ALLTEL CORP COM COM 020039103 22373 407900 SH SOLE 407900 D ALPHARMA INC CL A COM 020813101 355 28800 SH SOLE 28800 D ALTERA CORP COM COM 021441100 4644 234800 SH SOLE 234800 D ALTIRIS INC COM COM 02148M100 417 17500 SH SOLE 17500 D ALTRIA GROUP INC COM COM 02209S103 124365 1901900 SH SOLE 1901900 D AMAZON COM INC COM COM 023135106 8136 237400 SH SOLE 237400 D AMBAC FNCL GROUP COM STK COM 023139108 6496 86900 SH SOLE 86900 D AMBASSADORS GROUP INC COM COM 023177108 257 7700 SH SOLE 7700 D AMCOL INTL CORP COM COM 02341W103 368 19600 SH SOLE 19600 D AMCORE FINL INC COM COM 023912108 500 17700 SH SOLE 17700 D AMEDISYS INC COM COM 023436108 342 11300 SH SOLE 11300 D AMER ELEC PWR CO INC COM COM 025537101 11046 324300 SH SOLE 324300 D AMER EXPRESS CO COM COM 025816109 44892 873900 SH SOLE 873900 D AMER FINL GROUP INC OH COM STK COM 025932104 1324 43000 SH SOLE 43000 D AMER GREETINGS CORP CL A COM COM 026375105 999 39200 SH SOLE 39200 D AMER NATL INS CO COM COM 028591105 1514 14300 SH SOLE 14300 D AMER W HLDGS CORP CL B COM 023657208 133 24500 SH SOLE 24500 D AMERADA HESS CORP COM COM 023551104 15047 156400 SH SOLE 156400 D AMERCO COM COM 023586100 528 11400 SH SOLE 11400 D AMEREN CORP COM COM 023608102 5092 103900 SH SOLE 103900 D AMERIANA BANCORP COM COM 023613102 207 15600 SH SOLE 15600 D AMERICA SVC GROUP INC COM COM COM 02364L109 239 10800 SH SOLE 10800 D AMERICAN TOWER CORP CL A COM 029912201 3354 184000 SH SOLE 184000 D AMERICAN VANGUARD CORP COM COM COM 030371108 289 6450 SH SOLE 6450 D AMERICANWEST BANCORPORATION CO COM 03058P109 177 9200 SH SOLE 9200 D AMERICAS CAR-MART INC COM COM 03062T105 242 6900 SH SOLE 6900 D AMERICREDIT CORP COM COM 03060R101 2227 95000 SH SOLE 95000 D AMERIGROUP CORP COM COM 03073T102 1185 32400 SH SOLE 32400 D AMERISOURCEBERGEN CORP COM COM 03073E105 4944 86300 SH SOLE 86300 D AMERISTAR CASINOS INC COM COM COM 03070Q101 875 16000 SH SOLE 16000 D AMERITRADE HLDG CORP NEW COM COM 03074K100 2628 257400 SH SOLE 257400 D AMERN AXLE & MFG HOLDINGS INC COM 024061103 696 28400 SH SOLE 28400 D AMERN CAP STRATEGIES LTD COM COM 024937104 1216 38700 SH SOLE 38700 D AMERN DENTAL PARTNERS INC COM COM 025353103 267 12000 SH SOLE 12000 D AMERN EAGLE OUTFITTERS INC NEW COM 02553E106 2612 88400 SH SOLE 88400 D AMERN ECOLOGY CORP COM NEW COM 025533407 243 20500 SH SOLE 20500 D AMERN EQTY INVT LIFE HLDG CO C COM 025676206 202 15800 SH SOLE 15800 D AMERN HEALTHWAYS INC COM 02649V104 783 23700 SH SOLE 23700 D AMERN HOME MTG INVT CORP COM S COM 02660R107 493 17200 SH SOLE 17200 D AMERN INDEPENDENCE CORP COM NE COM 026760405 161 12200 SH SOLE 12200 D AMERN INTL GROUP INC COM COM 026874107 118245 2134000 SH SOLE 2134000 D AMERN ITALIAN PASTA CO CL A COM 027070101 244 8900 SH SOLE 8900 D AMERN MED SYS HLDGS INC COM ST COM 02744M108 828 48200 SH SOLE 48200 D AMERN NATL BANKSHARES INC DANV COM 027745108 305 12700 SH SOLE 12700 D AMERN PHARMACEUTICALS PARTNERS COM 02886P109 1676 32400 SH SOLE 32400 D AMERN PHYSICIANS CAP INC COM COM 028884104 343 10000 SH SOLE 10000 D AMERN PWR CONVERSION CORP COM COM 029066107 3329 127500 SH SOLE 127500 D AMERN STD COS INC DEL COM COM 029712106 8120 174700 SH SOLE 174700 D AMERN STS WTR CO COM COM 029899101 200 7900 SH SOLE 7900 D AMERN SUPERCONDUCTOR CORP COM 030111108 222 22200 SH SOLE 22200 D AMERN WOODMARK CORP COM COM 030506109 414 11400 SH SOLE 11400 D AMERUS GROUP CO COM COM 03072M108 4791 101400 SH SOLE 101400 D AMETEK INC NEW COM COM 031100100 4142 102900 SH SOLE 102900 D AMGEN INC COM COM 031162100 67916 1166747 SH SOLE 1166747 D AMIS HLDGS INC COM COM 031538101 226 20000 SH SOLE 20000 D AMKOR TECH INC COM COM 031652100 408 105700 SH SOLE 105700 D AMN HEALTHCARE SVCS INC COM COM 001744101 320 20100 SH SOLE 20100 D AMPHENOL CORP NEW CL A COM 032095101 945 25500 SH SOLE 25500 D AMR CORP COM COM 001765106 1042 97400 SH SOLE 97400 D AMSOUTH BANCORPORATION COM COM 032165102 7692 296400 SH SOLE 296400 D AMSURG CORP COM COM 03232P405 1715 67800 SH SOLE 67800 D AMYLIN PHARMACEUTICALS INC COM COM 032346108 993 56800 SH SOLE 56800 D ANADARKO PETRO CORP COM COM 032511107 23043 302800 SH SOLE 302800 D ANALOG DEVICES INC COM COM 032654105 8229 227700 SH SOLE 227700 D ANALOGIC CORP COM PAR $0.05 COM 032657207 307 7100 SH SOLE 7100 D ANAREN INC COM COM 032744104 220 18100 SH SOLE 18100 D ANCHOR BANCORP WIS INC COM COM 032839102 416 14800 SH SOLE 14800 D ANDREW CORP COM COM 034425108 1534 131000 SH SOLE 131000 D ANDRX GROUP COM COM 034553107 1000 44100 SH SOLE 44100 D ANGELICA CORP COM STK COM 034663104 1204 43000 SH SOLE 43000 D ANGIODYNAMICS INC COM STK COM 03475V101 244 13359 SH SOLE 13359 D ANHEUSER BUSCH COS INC COM COM 035229103 29823 629300 SH SOLE 629300 D ANIXTER INTL INC COM COM 035290105 2212 61200 SH SOLE 61200 D ANNTAYLOR STORES CORP COM COM 036115103 3565 139300 SH SOLE 139300 D ANSOFT CORP COM COM 036384105 359 13300 SH SOLE 13300 D ANSWERTHINK INC COM COM 036916104 157 38000 SH SOLE 38000 D ANSYS INC COM COM 03662Q105 575 16800 SH SOLE 16800 D ANTEON INTL CORP COM COM 03674E108 677 17400 SH SOLE 17400 D ANTIGENICS INC DEL COM STK COM 037032109 199 29700 SH SOLE 29700 D AON CORP COM COM 037389103 4680 204900 SH SOLE 204900 D APACHE CORP COM COM 037411105 18112 295800 SH SOLE 295800 D APOGEE ENTERPRISES INC COM COM 037598109 288 20200 SH SOLE 20200 D APOLLO GROUP INC CL A COM 037604105 8376 113100 SH SOLE 113100 D APPLE COMPUTER INC COM COM 037833100 17868 428800 SH SOLE 428800 D APPLEBEES INTL INC COM COM 037899101 1195 43350 SH SOLE 43350 D APPLERA CORP - APPLIED BIOSYST COM 038020103 5723 289900 SH SOLE 289900 D APPLERA CORP COM CELERA GENOMI COM 038020202 456 44500 SH SOLE 44500 D APPLICA INC COM COM STK COM 03815A106 110 21700 SH SOLE 21700 D APPLIED FILMS CORP COM COM 038197109 585 25300 SH SOLE 25300 D APPLIED INDL TECHNOLOGIES INC COM 03820C105 2301 84600 SH SOLE 84600 D APPLIED MATERIALS INC COM COM 038222105 16754 1031000 SH SOLE 1031000 D APPLIED MICRO CIRCUITS CORP CD COM 03822W109 835 253700 SH SOLE 253700 D APPLIED SIGNAL TECH INC COM COM 038237103 179 7800 SH SOLE 7800 D APRIA HEALTHCARE GROUP INC COM COM 037933108 5361 167000 SH SOLE 167000 D APTARGROUP INC COM COM 038336103 858 16500 SH SOLE 16500 D AQUA AMER INC COM COM 03836W103 1342 55100 SH SOLE 55100 D AQUANTIVE INC COM COM 03839G105 479 43300 SH SOLE 43300 D AQUILA INC DEL NEW COM COM 03840P102 401 104800 SH SOLE 104800 D AR BEST CORP DEL COM COM 040790107 582 15400 SH SOLE 15400 D ARAMARK CORP CL B COM 038521100 1353 51500 SH SOLE 51500 D ARBITRON INC COM COM 03875Q108 648 15100 SH SOLE 15100 D ARCH CAP GROUP LTD COM STK COM G0450A105 364 9100 SH SOLE 9100 D ARCH CHEMICALS INC COM COM 03937R102 3741 131400 SH SOLE 131400 D ARCH COAL INC COM COM 039380100 6297 146400 SH SOLE 146400 D ARCHER-DANIELS-MIDLAND CO COM COM 039483102 21719 883600 SH SOLE 883600 D ARCHSTONE-SMITH TR COM COM 039583109 4946 145000 SH SOLE 145000 D ARCTIC CAT INC COM COM 039670104 2917 107800 SH SOLE 107800 D ARDEN GROUP INC CL A COM 039762109 213 3000 SH SOLE 3000 D ARGONAUT GROUP INC COM STK USD COM 040157109 458 21600 SH SOLE 21600 D ARGOSY GAMING CO COM COM 040228108 817 17800 SH SOLE 17800 D ARIAD PHARMACEUTICALS INC COM COM 04033A100 198 35300 SH SOLE 35300 D ARIBA INC COM NEW COM 04033V203 302 38895 SH SOLE 38895 D ARMOR HLDGS INC COM COM 042260109 612 16500 SH SOLE 16500 D ARRAY BIOPHARMA INC COM COM 04269X105 222 31700 SH SOLE 31700 D ARRIS GROUP INC COM COM 04269Q100 363 52500 SH SOLE 52500 D ARROW ELECTR INC COM COM 042735100 1437 56700 SH SOLE 56700 D ARROW FINL CORP COM COM 042744102 367 13493 SH SOLE 13493 D ARROW INTL INC COM COM 042764100 4620 134500 SH SOLE 134500 D ARTESYN TECHNOLOGIES INC COM COM 043127109 287 33000 SH SOLE 33000 D ARTHROCARE CORP COM COM 043136100 3146 110400 SH SOLE 110400 D ARVINMERITOR INC COM STK ISIN# COM 043353101 591 38200 SH SOLE 38200 D ASBURY AUTOMOTIVE GROUP INC CO COM 043436104 300 19500 SH SOLE 19500 D ASCENTIAL SOFTWARE CORP COM NE COM 04362P207 717 38700 SH SOLE 38700 D ASHLAND INC COM COM 044204105 2746 40700 SH SOLE 40700 D ASK JEEVES INC OC-COM COM 045174109 1693 60300 SH SOLE 60300 D ASPECT COMMUNICATIONS INC COM COM 04523Q102 398 38200 SH SOLE 38200 D ASPECT MED SYS INC COM ISIN US COM 045235108 438 20300 SH SOLE 20300 D ASPEN TECH INC COM COM 045327103 179 31500 SH SOLE 31500 D ASSOCTD BANC-CORP COM COM 045487105 2401 76870 SH SOLE 76870 D ASTEC INDS INC COM COM 046224101 2500 113400 SH SOLE 113400 D ASTORIA FINL CORP COM COM 046265104 1875 74100 SH SOLE 74100 D ASYST TECHNOLOGIES INC COM COM 04648X107 175 36600 SH SOLE 36600 D AT^T CORP COM NEW COM 001957505 11460 611200 SH SOLE 611200 D ATARI INC COM COM 04651M105 265 83900 SH SOLE 83900 D ATHEROGENICS INC COM COM 047439104 899 68700 SH SOLE 68700 D ATMEL CORP COM COM 049513104 835 283200 SH SOLE 283200 D ATMI INC COM COM 00207R101 1928 77000 SH SOLE 77000 D ATMOS ENERGY CORP COM COM 049560105 2676 99100 SH SOLE 99100 D ATP OIL & GAS CORP COM COM 00208J108 1320 61000 SH SOLE 61000 D ATWOOD OCEANICS INC COM COM 050095108 2282 34300 SH SOLE 34300 D AUDIOVOX CORP CL A COM 050757103 2586 203000 SH SOLE 203000 D AUG TECH CORP COM STK ISIN#US0 COM 05106U105 156 13300 SH SOLE 13300 D AUTHENTIDATE HLDG CORP COM COM 052666104 77 19200 SH SOLE 19200 D AUTO DATA PROCESSING INC COM COM 053015103 20924 465500 SH SOLE 465500 D AUTOBYTEL COM INC COM COM 05275N106 137 27200 SH SOLE 27200 D AUTODESK INC COM COM 052769106 4152 139500 SH SOLE 139500 D AUTONATION INC DEL COM COM 05329W102 4068 214800 SH SOLE 214800 D AUTOZONE INC COM COM 053332102 13215 154200 SH SOLE 154200 D AVANEX CORP COM STK COM 05348W109 118 90700 SH SOLE 90700 D AVAYA INC COM COM 053499109 4073 348700 SH SOLE 348700 D AVERY DENNISON CORP COM COM 053611109 4360 70400 SH SOLE 70400 D AVIALL INC NEW COM COM 05366B102 529 18900 SH SOLE 18900 D AVICI SYS INC COM NEW COM 05367L802 64 14900 SH SOLE 14900 D AVID TECH INC COM COM 05367P100 1034 19100 SH SOLE 19100 D AVISTA CORP COM ISIN # US05379 COM 05379B107 546 31200 SH SOLE 31200 D AVNET INC COM COM 053807103 1269 68900 SH SOLE 68900 D AVOCENT CORP COM COM 053893103 1937 75500 SH SOLE 75500 D AVON PRODS INC COM USD0.25 COM 054303102 22509 524200 SH SOLE 524200 D AVX CORP COM COM 002444107 1286 105000 SH SOLE 105000 D AXCELIS TECHNOLOGIES INC COM S COM 054540109 456 62400 SH SOLE 62400 D AZTAR CORP COM COM 054802103 591 20700 SH SOLE 20700 D BADGER METER INC COM COM 056525108 408 15400 SH SOLE 15400 D BAKER HUGHES INC COM COM 057224107 20848 468600 SH SOLE 468600 D BALDOR ELEC CO COM COM 057741100 336 13000 SH SOLE 13000 D BALDWIN & LYONS INC CL B COM 057755209 355 13700 SH SOLE 13700 D BALL CORP COM COM 058498106 3576 86200 SH SOLE 86200 D BANCORPSOUTH INC COM COM 059692103 916 44400 SH SOLE 44400 D BANCTRUST FINL GROUP INC COM S COM 05978R107 308 15200 SH SOLE 15200 D BANDAG INC COM COM 059815100 578 12300 SH SOLE 12300 D BANK N.Y. CO INC COM COM 064057102 14362 494400 SH SOLE 494400 D BANKATLANTIC BANCORP INC CL A COM 065908501 579 33300 SH SOLE 33300 D BANKRATE INC COM COM COM 06646V108 191 14300 SH SOLE 14300 D BANKUNITED FINL CORP CL A COM 06652B103 419 15600 SH SOLE 15600 D BANNER CORP COM COM 06652V109 343 12700 SH SOLE 12700 D BANTA CORP COM COM 066821109 638 14900 SH SOLE 14900 D BARD C R INC CAP COM 067383109 4473 65700 SH SOLE 65700 D BARNES & NOBLE INC COM COM 067774109 7960 230800 SH SOLE 230800 D BARNES GROUP INC COM COM 067806109 375 13800 SH SOLE 13800 D BARR PHARMACEUTICALS INC COM COM 068306109 8804 180300 SH SOLE 180300 D BARRICK GOLD CORP COM 067901108 3115 130000 SH SOLE 130000 D BASSETT FURNITURE INDS INC COM COM 070203104 307 15600 SH SOLE 15600 D BAUSCH & LOMB INC COM COM 071707103 2558 34900 SH SOLE 34900 D BAXTER INTL INC COM COM 071813109 18244 536900 SH SOLE 536900 D BB^T CORP COM COM 054937107 17870 457275 SH SOLE 457275 D BCSB BANKCORP INC COM COM 054948104 222 16100 SH SOLE 16100 D BE AEROSPACE INC COM COM 073302101 457 38100 SH SOLE 38100 D BEA SYS INC COM COM 073325102 1930 242100 SH SOLE 242100 D BEAR STEARNS COS INC COM COM 073902108 15944 159600 SH SOLE 159600 D BEARINGPOINT INC COM COM COM 074002106 1049 119600 SH SOLE 119600 D BEASLEY BROADCAST GROUP INC CL COM 074014101 192 10800 SH SOLE 10800 D BEAZER HOMES USA INC COM COM 07556Q105 2663 53400 SH SOLE 53400 D BEBE STORES INC COM COM 075571109 1245 36675 SH SOLE 36675 D BECKMAN COULTER INC COM COM 075811109 2558 38500 SH SOLE 38500 D BECTON DICKINSON & CO COM COM 075887109 15364 263000 SH SOLE 263000 D BED BATH BEYOND INC COM COM 075896100 6661 182300 SH SOLE 182300 D BEI TECHNOLOGIES INC COM COM 05538P104 290 12100 SH SOLE 12100 D BEL FUSE INC CL A COM 077347201 267 11000 SH SOLE 11000 D BELDEN CDT INC COM COM 077454106 281 12650 SH SOLE 12650 D BELLSOUTH CORP COM STK COM 079860102 44157 1679600 SH SOLE 1679600 D BELMONT BANCORP COM COM 080162100 293 49600 SH SOLE 49600 D BELO CORP COM 080555105 1629 67500 SH SOLE 67500 D BEMIS CO INC COM COM 081437105 716 23000 SH SOLE 23000 D BENCHMARK ELECTRS INC COM COM 08160H101 2768 86950 SH SOLE 86950 D BENIHANA INC CL A COM 082047200 185 12200 SH SOLE 12200 D BENTLEY PHARMACEUTICALS INC CO COM 082657107 114 15500 SH SOLE 15500 D BERKLEY W R CORP COM COM 084423102 2168 43700 SH SOLE 43700 D BERKSHIRE HATHAWAY INC DEL CL COM 084670108 60030 690 SH SOLE 690 D BERRY PETE CO CL A COM 085789105 674 13100 SH SOLE 13100 D BEST BUY INC COM STK COM 086516101 20508 379700 SH SOLE 379700 D BEVERLY ENTERPRISES INC COM ST COM 087851309 948 76600 SH SOLE 76600 D BIG LOTS INC COM COM 089302103 882 73400 SH SOLE 73400 D BIG 5 SPORTING GOODS CORP COM COM 08915P101 353 14300 SH SOLE 14300 D BIO RAD LABS INC CL A COM 090572207 813 16700 SH SOLE 16700 D BIOGEN IDEC INC COM STK COM 09062X103 7527 218100 SH SOLE 218100 D BIOLASE TECH INC COM COM 090911108 161 18900 SH SOLE 18900 D BIOMARIN PHARMACEUTICAL INC CO COM 09061G101 250 48600 SH SOLE 48600 D BIOMET INC 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ST COM 218868107 387 24600 SH SOLE 24600 D CORIXA CORP COM COM 21887F100 122 39600 SH SOLE 39600 D CORN PRODS INTL INC COM COM 219023108 2661 102400 SH SOLE 102400 D CORNING INC COM COM 219350105 23275 2091200 SH SOLE 2091200 D CORPORATE EXECUTIVE BRD CO COM COM 21988R102 1401 21900 SH SOLE 21900 D CORRECTIONS CORP AMER COM 22025Y407 869 22500 SH SOLE 22500 D CORUS BANKSHARES INC COM COM 220873103 4221 88500 SH SOLE 88500 D CORVEL CORP COM COM 221006109 158 7400 SH SOLE 7400 D COST PLUS INC CAL COM COM 221485105 384 14300 SH SOLE 14300 D COSTAR GROUP INC COM COM 22160N109 3313 89900 SH SOLE 89900 D COSTCO WHSL CORP NEW COM COM 22160K105 15149 342900 SH SOLE 342900 D COUNTRYWIDE FINL CORP COM STK COM 222372104 19379 597000 SH SOLE 597000 D COVAD COMMUNICATIONS GROUP INC COM 222814204 153 127500 SH SOLE 127500 D COVANCE INC COM COM 222816100 2047 43000 SH SOLE 43000 D COVANSYS CORP COM COM 22281W103 322 21600 SH SOLE 21600 D COVENANT TRANS INC NEV CL A COM 22284P105 216 12300 SH SOLE 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SH SOLE 12250 D CSG SYS INTL INC COM COM 126349109 567 34800 SH SOLE 34800 D CSK AUTO CORP COM COM 125965103 496 28100 SH SOLE 28100 D CSX CORP COM COM 126408103 10700 256900 SH SOLE 256900 D CT COMMUNICATIONS INC COM NEW COM 126426402 315 29900 SH SOLE 29900 D CTI MOLECULAR IMAGING INC COM COM 22943D105 677 33400 SH SOLE 33400 D CTS CORP COM COM 126501105 351 27000 SH SOLE 27000 D CUBIC CORP COM COM 229669106 341 18000 SH SOLE 18000 D CUBIST PHARMACEUTICALS INC COM COM 229678107 301 28300 SH SOLE 28300 D CULLEN / FROST BANKERS INC COM COM 229899109 1404 31100 SH SOLE 31100 D CUMMINS INC COM 231021106 10229 145400 SH SOLE 145400 D CUMULUS MEDIA INC CL A DEL COM 231082108 482 33800 SH SOLE 33800 D CUNO INC COM COM 126583103 5185 100900 SH SOLE 100900 D CURAGEN CORP COM COM 23126R101 168 40300 SH SOLE 40300 D CURATIVE HLTH SVCS INC NEW COM COM 23126W100 52 15400 SH SOLE 15400 D CURTISS WRIGHT CORP COM COM 231561101 564 9900 SH SOLE 9900 D CV THERAPEUTICS INC COM COM 126667104 440 21600 SH SOLE 21600 D CVB FINL CORP COM COM 126600105 775 42750 SH SOLE 42750 D CVS CORP COM STK COM 126650100 24410 463900 SH SOLE 463900 D CY HLDG CO COM COM 177835105 251 8500 SH SOLE 8500 D CYBERONICS INC COM COM 23251P102 998 22600 SH SOLE 22600 D CYBEROPTICS CORP COM COM 232517102 170 13600 SH SOLE 13600 D CYMER INC COM COM 232572107 581 21700 SH SOLE 21700 D CYPRESS BIOSCIENCES INC COM PA COM 232674507 156 17100 SH SOLE 17100 D CYPRESS SEMICONDUCTOR CORP COM COM 232806109 882 70000 SH SOLE 70000 D CYTEC IND COM COM 232820100 1025 18900 SH SOLE 18900 D CYTOGEN CORP COM NEW COM 232824300 86 14900 SH SOLE 14900 D CYTYC CORP COM COM 232946103 3433 149200 SH SOLE 149200 D D & E COMMUNICATIONS INC COM COM 232860106 209 22900 SH SOLE 22900 D D R HORTON INC COM COM 23331A109 3637 124400 SH SOLE 124400 D DADE BEHRING HLDGS INC COM COM 23342J206 1461 24800 SH SOLE 24800 D DAKTRONICS INC COM COM 234264109 294 13600 SH SOLE 13600 D DANA CORP COM COM 235811106 1568 122600 SH SOLE 122600 D DANAHER CORP COM COM 235851102 21781 407800 SH SOLE 407800 D DANIELSON HLDG CORP COM COM 236274106 875 50750 SH SOLE 50750 D DARDEN RESTAURANTS INC COM COM 237194105 3160 103000 SH SOLE 103000 D DATASCOPE CORP COM COM 238113104 419 13700 SH SOLE 13700 D DAVE & BUSTERS INC COM COM 23833N104 262 14000 SH SOLE 14000 D DAVITA INC COM COM 23918K108 2593 61950 SH SOLE 61950 D DAXOR CORP COM COM 239467103 415 18800 SH SOLE 18800 D DEAN FOODS CO NEW COM COM 242370104 2991 87200 SH SOLE 87200 D DEB SHOPS INC COM 242728103 240 8500 SH SOLE 8500 D DECKERS OUTDOOR CORP COM COM 243537107 293 8200 SH SOLE 8200 D DEERE & CO COM COM 244199105 21159 315200 SH SOLE 315200 D DEL MONTE FOODS CO COM COM 24522P103 1243 114600 SH SOLE 114600 D DELL INC COM STK COM 24702R101 80267 2089200 SH SOLE 2089200 D DELPHI CORP COM COM 247126105 3847 858600 SH SOLE 858600 D DELPHI FINL GROUP INC CL A COM 247131105 3032 70500 SH SOLE 70500 D DELTA & PINE LD CO COM COM COM 247357106 2322 86000 SH SOLE 86000 D DELTA AIR LINES INC COM COM 247361108 383 94500 SH SOLE 94500 D DELTA NAT GAS INC COM COM 247748106 404 15700 SH SOLE 15700 D DELTA PETE CORP COM NEW STK COM 247907207 311 21400 SH SOLE 21400 D DELUXE CORP COM COM 248019101 1056 26500 SH SOLE 26500 D DENBURY RES INC HLDG CO COM NE COM 247916208 1039 29500 SH SOLE 29500 D DENDREON CORP COM STK ISIN US2 COM 24823Q107 166 30500 SH SOLE 30500 D DENDRITE INTL INC COM COM 248239105 355 25300 SH SOLE 25300 D DENTSPLY INTL INC NEW COM COM 249030107 2590 47600 SH SOLE 47600 D DEPOMED INC COM COM 249908104 110 27900 SH SOLE 27900 D DEPT 56 INC COM COM 249509100 251 14400 SH SOLE 14400 D DEVON ENERGY CORP NEW COM COM 25179M103 35454 742500 SH SOLE 742500 D DEVRY INC DEL COM COM 251893103 802 42400 SH SOLE 42400 D DIAGNOSTIC PRODS CORP COM COM 252450101 633 13100 SH SOLE 13100 D DIAMOND CLUSTER COM COM 25278P106 497 30900 SH SOLE 30900 D DIAMOND OFFSHORE DRILLING INC COM 25271C102 3807 76300 SH SOLE 76300 D DICKS SPORTING GOODS INC OC-CO COM 253393102 757 20600 SH SOLE 20600 D DIEBOLD INC COM COM 253651103 2101 38300 SH SOLE 38300 D DIGENE CORP COM COM 253752109 340 16400 SH SOLE 16400 D DIGIMARC CORP COM STK COM 253807101 93 15100 SH SOLE 15100 D DIGITAL INSIGHT CORP COM STK COM 25385P106 344 21000 SH SOLE 21000 D DIGITAL RIV INC COM COM 25388B104 676 21700 SH SOLE 21700 D DIGITAL THEATER SYS INC OC-COM COM 25389G102 221 12200 SH SOLE 12200 D DIGITAS INC COM COM 25388K104 649 64300 SH SOLE 64300 D DILLARDS INC CL A COM COM 254067101 1213 45100 SH SOLE 45100 D DIME CMNTY BANCSHARES INC COM COM 253922108 225 14800 SH SOLE 14800 D DIODES INC COM COM 254543101 274 10100 SH SOLE 10100 D DIONEX CORP COM COM 254546104 5314 97500 SH SOLE 97500 D DIRECTV GROUP INC COM COM 25459L106 8039 557500 SH SOLE 557500 D DISCOVERY LABORATORIES INC NEW COM 254668106 168 29800 SH SOLE 29800 D DISNEY WALT CO COM COM 254687106 46166 1606900 SH SOLE 1606900 D DITECH COMMUNICATIONS CORP COM COM 25500M103 286 22900 SH SOLE 22900 D DIVERSA CORP COM COM COM 255064107 176 35300 SH SOLE 35300 D DJ ORTHOPEDICS INC COM COM 23325G104 366 14600 SH SOLE 14600 D DOBSON COMMUNICATIONS CORP CL COM 256069105 283 140100 SH SOLE 140100 D DOLLAR GEN CORP COM COM 256669102 8963 409100 SH SOLE 409100 D DOLLAR THRIFTY AUTOMOTIVE GROU COM 256743105 472 14400 SH SOLE 14400 D DOLLAR TREE STORES INC COM COM 256747106 10423 362800 SH SOLE 362800 D DOMINION HOMES INC COM COM 257386102 129 7600 SH SOLE 7600 D DOMINION RES INC VA NEW COM COM 25746U109 33747 453400 SH SOLE 453400 D DONALDSON INC COM COM 257651109 726 22500 SH SOLE 22500 D DONEGAL GROUP INC CL B COM 257701300 227 13866 SH SOLE 13866 D DONNELLEY R R & SONS CO COM COM 257867101 2678 84700 SH SOLE 84700 D DORAL FINL CORP COM COM 25811P100 1344 61400 SH SOLE 61400 D DOT HILL SYS CORP COM COM 25848T109 163 27400 SH SOLE 27400 D DOUBLE EAGLE PETE CO COM 258570209 328 15900 SH SOLE 15900 D DOUBLECLICK INC COM COM 258609304 655 85000 SH SOLE 85000 D DOV PHARMACEUTICAL INC COM COM 259858108 189 13800 SH SOLE 13800 D DOVER CORP COM COM 260003108 4992 132100 SH SOLE 132100 D DOVER DOWNS GAMING & ENTMT INC COM 260095104 268 21500 SH SOLE 21500 D DOW CHEM CO COM COM 260543103 48105 965000 SH SOLE 965000 D DOW JONES & CO INC COM COM 260561105 1921 51400 SH SOLE 51400 D DOWNEY FINL CORP COM COM 261018105 763 12400 SH SOLE 12400 D DPL CO COM COM 233293109 1943 77700 SH SOLE 77700 D DRESS BARN INC COM COM 261570105 306 16800 SH SOLE 16800 D DREW INDS INC COM NEW COM 26168L205 335 8900 SH SOLE 8900 D DRIL-QUIP INC COM COM 262037104 3474 113000 SH SOLE 113000 D DRS TECHNOLOGIES INC COM COM 23330X100 412 9700 SH SOLE 9700 D DRUGSTORE COM INC COM ISIN #US COM 262241102 142 55000 SH SOLE 55000 D DSP GROUP INC COM COM 23332B106 456 17700 SH SOLE 17700 D DST SYS INC COM COM 233326107 6835 148000 SH SOLE 148000 D DTE ENERGY CO COM COM 233331107 6153 135300 SH SOLE 135300 D DU PONT E I DE NEMOURS & CO CO COM 263534109 48463 945800 SH SOLE 945800 D DUKE ENERGY CORP COM STK COM 264399106 24484 874100 SH SOLE 874100 D DUKE RLTY CORP COM NEW REIT COM 264411505 2985 100000 SH SOLE 100000 D DUN & BRADSTREET CORP DEL NEW COM 26483E100 2464 40100 SH SOLE 40100 D DUQUESNE LT HLDGS INC COM STK COM 266233105 894 49900 SH SOLE 49900 D DURA AUTOMOTIVE SYS INC COM COM 265903104 73 15200 SH SOLE 15200 D DUSA PHARMACEUTICALS INC COM COM 266898105 147 16800 SH SOLE 16800 D DYAX CORP COM COM 26746E103 63 19500 SH SOLE 19500 D DYCOM INDS INC COM COM 267475101 736 32000 SH SOLE 32000 D DYNACQ HEALTHCARE INC COM COM 26779V105 107 21523 SH SOLE 21523 D DYNEGY INC NEW CL A COM COM 26816Q101 1303 333200 SH SOLE 333200 D E PIPHANY INC COM COM 26881V100 225 63300 SH SOLE 63300 D E W BANCORP INC COM COM 27579R104 3921 106200 SH SOLE 106200 D E Z EM INC COM NEW COM 269305405 186 15600 SH SOLE 15600 D E*TRADE FIN CORP COM COM 269246104 2809 234100 SH SOLE 234100 D EAGLE MATLS INC COM COM 26969P108 801 9900 SH SOLE 9900 D EARTHLINK INC COM STK COM 270321102 820 91100 SH SOLE 91100 D EAST PENN FINL CORP COM STOCK COM 274287101 215 24200 SH SOLE 24200 D EASTMAN CHEM CO COM COM 277432100 3988 67600 SH SOLE 67600 D EASTMAN KODAK CO COM COM 277461109 15458 474900 SH SOLE 474900 D EASTN VA BANKSHARES INC COM COM 277196101 259 11300 SH SOLE 11300 D EATON CORP COM COM 278058102 10320 157800 SH SOLE 157800 D EATON VANCE CORP COM NON VTG COM 278265103 5555 237000 SH SOLE 237000 D EBAY INC COM COM 278642103 39902 1070900 SH SOLE 1070900 D ECHELON CORP OC-COM STK COM 27874N105 183 26800 SH SOLE 26800 D ECHOSTAR COMMUNICATIONS CORP N COM 278762109 4253 145400 SH SOLE 145400 D ECLIPSYS CORP COM COM 278856109 511 33000 SH SOLE 33000 D ECOLAB INC COM COM 278865100 8947 270700 SH SOLE 270700 D ECOLLEGE COM COM COM 27887E100 201 15500 SH SOLE 15500 D ED MGMT CORP COM COM 28139T101 7711 275900 SH SOLE 275900 D EDISON INTL COM COM 281020107 7145 205800 SH SOLE 205800 D EDO CORP COM COM 281347104 285 9500 SH SOLE 9500 D EDWARDS A.G INC COM COM 281760108 2191 48900 SH SOLE 48900 D EDWARDS LIFESCIENCES CORP COM COM 28176E108 1629 37700 SH SOLE 37700 D EFC BANCORP INC COM COM 268423100 253 9900 SH SOLE 9900 D EFUNDS CORP COM COM STK ISIN# COM 28224R101 674 30200 SH SOLE 30200 D EGL INC COM COM 268484102 638 28000 SH SOLE 28000 D EL PASO CORP COM COM 28336L109 5485 518400 SH SOLE 518400 D EL PASO ELEC CO COM NEW COM 283677854 536 28200 SH SOLE 28200 D ELECTR ARTS COM COM 285512109 9507 183600 SH SOLE 183600 D ELECTR DATA SYS CORP NEW COM COM 285661104 6176 298800 SH SOLE 298800 D ELECTRO RENT CORP COM COM 285218103 317 23600 SH SOLE 23600 D ELECTRO SCIENTIFIC INDS INC CO COM 285229100 361 18600 SH SOLE 18600 D ELECTRONICS BOUTIQUE HLDGS COR COM 286045109 2393 55700 SH SOLE 55700 D ELECTRONICS FOR IMAGING INC CO COM 286082102 569 31900 SH SOLE 31900 D ELI LILLY & CO COM COM 532457108 56435 1083200 SH SOLE 1083200 D ELIZABETH ARDEN INC COM COM 28660G106 413 17400 SH SOLE 17400 D ELKCORP COM COM 287456107 1273 33100 SH SOLE 33100 D EMBARCADERO TECHNOLOGIES INC C COM 290787100 128 19400 SH SOLE 19400 D EMC CORP COM COM 268648102 31412 2549700 SH SOLE 2549700 D EMC INS GROUP INC COM COM 268664109 189 9900 SH SOLE 9900 D EMCOR GROUP INC COM COM 29084Q100 440 9400 SH SOLE 9400 D EMERITUS CORP COM COM 291005106 348 26500 SH SOLE 26500 D EMERSON ELEC CO COM COM 291011104 22414 345200 SH SOLE 345200 D EMMIS COMMUNICATIONS CORP COM 291525103 682 35500 SH SOLE 35500 D EMPIRE DIST ELEC CO COM COM 291641108 295 12700 SH SOLE 12700 D EMPIRE RESORTS INC COM STOCK COM 292052107 99 13700 SH SOLE 13700 D EMS TECHNOLOGIES INC COM COM 26873N108 131 9600 SH SOLE 9600 D EMULEX CORP COM NEW COM 292475209 944 50100 SH SOLE 50100 D ENBRIDGE ENERGY MGMT L L C ENB COM CKC50X106 0 88711 SH SOLE 88711 D ENCORE ACQSTN CO COM COM 29255W100 628 15200 SH SOLE 15200 D ENCORE CAP GROUP INC COM COM 292554102 243 16700 SH SOLE 16700 D ENCORE MED CORP COM COM 29256E109 196 36400 SH SOLE 36400 D ENCORE WIRE CORP COM COM 292562105 188 18450 SH SOLE 18450 D ENDO PHARMACEUTICALS HLDGS INC COM 29264F205 1759 78000 SH SOLE 78000 D ENDOLOGIX INC COM COM 29266S106 227 39400 SH SOLE 39400 D ENERGEN CORP COM COM 29265N108 1052 15800 SH SOLE 15800 D ENERGIZER HLDGS INC COM COM 29266R108 2948 49300 SH SOLE 49300 D ENERGY E. CORP COM COM 29266M109 4373 166800 SH SOLE 166800 D ENERGY PARTNERS LTD OC-COM COM 29270U105 379 14600 SH SOLE 14600 D ENERGYSOUTH INC COM STK COM 292970100 292 10200 SH SOLE 10200 D ENGELHARD CORP COM COM 292845104 3138 104500 SH SOLE 104500 D ENGINEERED SUPPORT SYS INC COM COM 292866100 776 14500 SH SOLE 14500 D ENNIS INC COM COM 293389102 213 12600 SH SOLE 12600 D ENPATH MED INC COM STK COM 29355Y105 107 13200 SH SOLE 13200 D ENPRO INDS INC COM COM 29355X107 393 14300 SH SOLE 14300 D ENSCO INTL INC COM COM 26874Q100 3231 85800 SH SOLE 85800 D ENTEGRIS INC COM COM 29362U104 428 43300 SH SOLE 43300 D ENTERASYS NETWORKS INC COM COM 293637104 181 129591 SH SOLE 129591 D ENTERCOM COMMUNICATIONS CORP C COM 293639100 10993 309500 SH SOLE 309500 D ENTERGY CORP NEW COM COM 29364G103 14358 203200 SH SOLE 203200 D ENTRAVISION COMMUNICATIONS COR COM 29382R107 381 42900 SH SOLE 42900 D ENTRUST INC COM 293848107 168 44900 SH SOLE 44900 D ENZO BIOCHEM INC COM COM 294100102 338 23415 SH SOLE 23415 D ENZON PHARMACEUTICALS INC COM COM 293904108 298 29200 SH SOLE 29200 D EOG RESOURCES INC COM COM 26875P101 6726 138000 SH SOLE 138000 D EON LABS INC COM COM 29412E100 1675 55400 SH SOLE 55400 D EPICOR SOFTWARE CORP COM COM 29426L108 409 31200 SH SOLE 31200 D EPIX PHARMACEUTICALS INC COM COM 26881Q101 115 16400 SH SOLE 16400 D EQUIFAX INC COM COM 294429105 2664 86800 SH SOLE 86800 D EQUINIX INC COM NEW COM 29444U502 1668 39400 SH SOLE 39400 D EQUITABLE RES INC COM COM 294549100 1763 30700 SH SOLE 30700 D EQUITY LIFESTYLE PPTYS INC COM COM 29472R108 596 16900 SH SOLE 16900 D ERESEARCH TECH INC COM COM 29481V108 364 30900 SH SOLE 30900 D ERIE INDTY CO CL A COM 29530P102 1991 38200 SH SOLE 38200 D ESB FINL CORP COM COM 26884F102 508 37375 SH SOLE 37375 D ESCALADE INC COM COM 296056104 150 11000 SH SOLE 11000 D ESCALON MED CORP COM 296074305 57 10700 SH SOLE 10700 D ESCO TECHNOLOGIES INC COM 296315104 402 5000 SH SOLE 5000 D ESPEED INC CL A COM 296643109 218 23700 SH SOLE 23700 D ESS TECH INC COM COM 269151106 133 25300 SH SOLE 25300 D ESTERLINE TECHNOLOGIES CORP CO COM 297425100 342 9900 SH SOLE 9900 D ETHAN ALLEN INTERIORS INC COM COM 297602104 634 19800 SH SOLE 19800 D EURONET WORLDWIDE INC COM 298736109 582 20400 SH SOLE 20400 D EVEREST RE GROUP COM COM G3223R108 5813 68300 SH SOLE 68300 D EXACTECH INC COM COM 30064E109 294 17300 SH SOLE 17300 D EXAR CORP COM COM 300645108 327 24400 SH SOLE 24400 D EXCEL TECH INC COM COM 30067T103 209 8500 SH SOLE 8500 D EXCHANGE NATL BANCSHARES INC C COM 301309100 209 7200 SH SOLE 7200 D EXELIXIS INC COM STK ISIN# US3 COM 30161Q104 343 50600 SH SOLE 50600 D EXELON CORP COM COM 30161N101 44169 962500 SH SOLE 962500 D EXPEDITORS INTL WASH INC COM COM 302130109 3224 60200 SH SOLE 60200 D EXPRESS SCRIPTS INC COM COM 302182100 5528 63400 SH SOLE 63400 D EXPRESSJET HLDGS INC COM COM 30218U108 305 26700 SH SOLE 26700 D EXTREME NETWORKS INC COM COM 30226D106 462 78400 SH SOLE 78400 D EXXON MOBIL CORP COM COM 30231G102 280776 4711000 SH SOLE 4711000 D F N B CORP N C COM COM 302519103 266 13300 SH SOLE 13300 D F N B CORP PA COM COM 302520101 588 30700 SH SOLE 30700 D F N B CORP VA COM STK COM 302930102 178 6900 SH SOLE 6900 D F P L GROUP INC COM COM 302571104 14952 372400 SH SOLE 372400 D FACTSET RESH SYS INC COM COM 303075105 1030 31200 SH SOLE 31200 D FAIR ISAAC CORPORATION COM COM 303250104 944 27400 SH SOLE 27400 D FAIRCHILD SEMICONDUCTOR INTL I COM 303726103 1061 69200 SH SOLE 69200 D FALCONSTOR SOFTWARE INC COM COM 306137100 200 33500 SH SOLE 33500 D FAMILY DLR STORES INC COM COM 307000109 3200 105400 SH SOLE 105400 D FARMERS CAP BK CORP COM COM 309562106 372 11000 SH SOLE 11000 D FARO TECHNOLOGIES INC COM COM 311642102 257 10900 SH SOLE 10900 D FASTENAL CO COM COM 311900104 2467 44600 SH SOLE 44600 D FBL FINL GROUP INC CL A COM 30239F106 661 23600 SH SOLE 23600 D FDRY NETWORKS INC COM COM 35063R100 815 82300 SH SOLE 82300 D FED SIGNAL CORP COM COM 313855108 410 27000 SH SOLE 27000 D FEDEX CORP COM COM 31428X106 33813 359900 SH SOLE 359900 D FEDT DEPT STORES INC DEL COM COM 31410H101 18125 284800 SH SOLE 284800 D FEDT INVESTORS INC CL B COM 314211103 2004 70800 SH SOLE 70800 D FEI CO COM COM 30241L109 516 22300 SH SOLE 22300 D FERRO CORP COM COM 315405100 418 22200 SH SOLE 22200 D FFLC BANCORP INC COM COM 30242W104 348 8400 SH SOLE 8400 D FHLMC COM COM 313400301 44354 701800 SH SOLE 701800 D FID BANKSHARES INC NEW COM COM 31604Q107 279 12150 SH SOLE 12150 D FID NATL FINL INC COM COM 316326107 7871 238950 SH SOLE 238950 D FID SOUTHN CORP NEW COM STK COM 316394105 338 20100 SH SOLE 20100 D FILENET CORP COM COM 316869106 542 23800 SH SOLE 23800 D FINANCIAL INSTNS INC COM COM 317585404 260 13100 SH SOLE 13100 D FINDWHAT COM COM COM 317794105 158 15200 SH SOLE 15200 D FINISAR CORP COM COM 31787A101 174 139400 SH SOLE 139400 D FINISH LINE INC CL A COM 317923100 454 19600 SH SOLE 19600 D FINL FED CORP COM COM 317492106 432 12200 SH SOLE 12200 D FINL INDS CORP COM COM 317574101 124 15700 SH SOLE 15700 D FINLAY ENTERPRISES INC COM NEW COM 317884203 149 11300 SH SOLE 11300 D FIRST CASH FINANCIAL SERVICES COM 31942D107 238 11250 SH SOLE 11250 D FIRST DATA CORP COM COM 319963104 36696 933500 SH SOLE 933500 D FIRST HORIZON PHARMACEUTICAL C COM 32051K106 388 23000 SH SOLE 23000 D FIRST MARINER BANCORP COM COM 320795107 191 10800 SH SOLE 10800 D FIRST OAK BROOK BANCSHARES INC COM 335847208 290 9900 SH SOLE 9900 D FIRST SOUTH BANCORP INC VA COM COM 33646W100 335 11850 SH SOLE 11850 D FIRSTENERGY CORP COM COM 337932107 14527 346300 SH SOLE 346300 D FIRSTFED FINL CORP DEL COM COM 337907109 449 8800 SH SOLE 8800 D FIRSTMERIT CORP COM COM 337915102 1635 61100 SH SOLE 61100 D FISERV INC COM COM 337738108 6225 156400 SH SOLE 156400 D FISHER SCIENTIFIC INTL INC COM COM 338032204 3484 61200 SH SOLE 61200 D FL PUB UTILS CO COM COM 341135101 290 15400 SH SOLE 15400 D FL ROCK INDS INC COM COM 341140101 2888 49100 SH SOLE 49100 D FLAGSTAR BANCORP INC COM COM 337930101 704 36000 SH SOLE 36000 D FLEETWOOD ENTERPRISES INC COM COM 339099103 258 29700 SH SOLE 29700 D FLEXSTEEL INDS INC COM COM 339382103 163 9900 SH SOLE 9900 D FLIR SYS INC COM COM 302445101 1006 33200 SH SOLE 33200 D FLORIDA EAST COAST INDS COM COM 340632108 981 23100 SH SOLE 23100 D FLOWERS FOODS INC COM COM 343498101 832 29500 SH SOLE 29500 D FLOWSERVE CORP COM COM 34354P105 882 34100 SH SOLE 34100 D FLUOR CORP NEW COM COM 343412102 2905 52400 SH SOLE 52400 D FLYI INC COM COM 34407T104 46 36000 SH SOLE 36000 D FMC CORP COM (NEW) COM 302491303 1117 20900 SH SOLE 20900 D FMC TECHNOLOGIES INC COM COM 30249U101 1221 36800 SH SOLE 36800 D FMR BROS CO DEL COM 307675108 241 10070 SH SOLE 10070 D FMS FINL CORP COM COM 302509104 250 12700 SH SOLE 12700 D FNMA COM STK COM 313586109 54270 996700 SH SOLE 996700 D FOOT LOCKER INC COM COM 344849104 2452 83700 SH SOLE 83700 D FOOTHILL INDPT BANCORP COM COM 344905104 361 14300 SH SOLE 14300 D FORD MTR CO DEL COM PAR $0.01 COM 345370860 25064 2212200 SH SOLE 2212200 D FOREST CY 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616300 D HCC INS HLDGS INC COM COM 404132102 2969 82100 SH SOLE 82100 D HEADWATERS INC COM COM 42210P102 761 23200 SH SOLE 23200 D HEALTH NET INC COM COM 42222G108 7572 231500 SH SOLE 231500 D HEALTHEXTRAS INC COM STK COM 422211102 2875 172700 SH SOLE 172700 D HEALTHTRONICS INC COM STK COM 42222L107 416 38700 SH SOLE 38700 D HEARST-ARGYLE T V INC COM COM 422317107 686 26900 SH SOLE 26900 D HEARTLAND EXPRESS INC COM COM 422347104 824 43050 SH SOLE 43050 D HECLA MNG CO COM COM 422704106 387 70600 SH SOLE 70600 D HEICO CORP NEW COM COM 422806109 360 17900 SH SOLE 17900 D HEIDRICK & STRUGGLES INTL INC COM 422819102 5736 156000 SH SOLE 156000 D HEINZ H J CO COM COM 423074103 15381 417500 SH SOLE 417500 D HELEN TROY LTD COM STK COM G4388N106 444 16200 SH SOLE 16200 D HELIX TECH CORP COM COM 423319102 275 17800 SH SOLE 17800 D HELMERICH & PAYNE INC COM COM 423452101 968 24400 SH SOLE 24400 D HENRY JACK & ASSOC INC COM COM 426281101 7924 440450 SH SOLE 440450 D HERCULES INC VTG COM COM 427056106 1056 72900 SH SOLE 72900 D HERITAGE COMM CORP COM COM 426927109 354 19200 SH SOLE 19200 D HERSHEY CO FORMERLY HERSHEY FO COM 427866108 9776 161700 SH SOLE 161700 D HEWITT ASSOCS INC COM COM 42822Q100 848 31880 SH SOLE 31880 D HEWLETT PACKARD CO COM COM 428236103 68477 3121100 SH SOLE 3121100 D HEXCEL CORP NEW COM COM 428291108 552 35600 SH SOLE 35600 D HIBBETT SPORTING GOODS INC COM COM 428565105 419 13950 SH SOLE 13950 D HIBERNIA CORP CL A COM COM 428656102 3031 94700 SH SOLE 94700 D HICKORY TECH CORP COM COM 429060106 316 31100 SH SOLE 31100 D HIGHLAND HOSPITALITY CORP COM COM 430141101 237 22900 SH SOLE 22900 D HILLENBRAND IND INC COM COM 431573104 2180 39300 SH SOLE 39300 D HILTON HOTELS CORP COM COM 432848109 5328 238400 SH SOLE 238400 D HINGHAM INSTN SVGS MASS COM COM 433323102 201 4900 SH SOLE 4900 D HLTH MGMT ASSOC INC NEW CL A C COM 421933102 7061 269700 SH SOLE 269700 D HNI CORP COM COM 404251100 4437 98700 SH SOLE 98700 D HOLLINGER INTL INC CL A COM 435569108 579 53100 SH SOLE 53100 D HOLLY CORP COM PAR $0.01 COM 435758305 1275 34200 SH SOLE 34200 D HOLOGIC INC COM COM 436440101 532 16700 SH SOLE 16700 D HOME DEPOT INC COM COM 437076102 62285 1628800 SH SOLE 1628800 D HOME FED BANCORP COM COM 436926109 286 11400 SH SOLE 11400 D HOMESTORE INC COM 437852106 190 85400 SH SOLE 85400 D HONEYWELL INTL INC COM STK COM 438516106 35376 950700 SH SOLE 950700 D HOOPER HOLMES INC COM COM 439104100 217 56700 SH SOLE 56700 D HORACE MANN EDUCATORS CORP COM COM 440327104 562 31700 SH SOLE 31700 D HORIZON FINL CORP WASH COM COM 44041F105 265 14100 SH SOLE 14100 D HORMEL FOODS CORP COM COM 440452100 2420 77800 SH SOLE 77800 D HOSPIRA INC COM COM 441060100 3135 97150 SH SOLE 97150 D HOST MARRIOTT CORP REIT COM 44107P104 2236 135000 SH SOLE 135000 D HOT TOPIC INC COM COM 441339108 1804 82550 SH SOLE 82550 D HOVNANIAN ENTERPRISES INC CL A COM 442487203 893 17500 SH SOLE 17500 D HSTN EXPL CO COM COM 442120101 757 13300 SH SOLE 13300 D HUB GROUP INC CL A COM 443320106 407 6500 SH SOLE 6500 D HUBBELL INC CL B COM COM 443510201 1492 29200 SH SOLE 29200 D HUDSON CY BANCORP INC COM STK COM 443683107 4148 113500 SH SOLE 113500 D HUDSON HIGHLAND GROUP INC COM COM 443792106 246 14400 SH SOLE 14400 D HUDSON UTD BANCORP COM STK NPV COM 444165104 955 27100 SH SOLE 27100 D HUGHES SUP INC COM COM 444482103 815 27400 SH SOLE 27400 D HUMAN GENOME SCIENCES INC COM COM 444903108 733 79500 SH SOLE 79500 D HUMANA INC COM COM 444859102 8209 257000 SH SOLE 257000 D HUNT J B TRANS SVCS INC COM COM 445658107 2132 48700 SH SOLE 48700 D HUNTINGTON BANCSHARES INC COM COM 446150104 3556 148800 SH SOLE 148800 D HUTCHINSON TECH INC COM COM 448407106 1965 56500 SH SOLE 56500 D HYDRIL CO COM COM 448774109 940 16100 SH SOLE 16100 D HYPERCOM CORP COM COM 44913M105 158 33300 SH SOLE 33300 D HYPERION SOLUTIONS CORP COM COM 44914M104 2439 55300 SH SOLE 55300 D I-FLOW CORP COM NEW COM 449520303 326 20600 SH SOLE 20600 D IAC / INTERACTIVECORP COM COM 44919P102 8538 383400 SH SOLE 383400 D IBERIABANK CORP COM COM 450828108 197 3500 SH SOLE 3500 D ICOS CORP COM COM 449295104 862 38400 SH SOLE 38400 D ICT GROUP INC COM COM COM 44929Y101 192 17000 SH SOLE 17000 D ICU MED INC COM COM 44930G107 437 12300 SH SOLE 12300 D IDACORP INC COM COM 451107106 709 25000 SH SOLE 25000 D IDENTIX INC COM COM 451906101 333 65900 SH SOLE 65900 D IDEX CORP COM COM 45167R104 3196 79200 SH SOLE 79200 D IDEXX LABS INC COM 45168D104 991 18300 SH SOLE 18300 D IDT CORP COM COM 448947101 152 10700 SH SOLE 10700 D IDX SYS CORP COM COM 449491109 695 20000 SH SOLE 20000 D IGATE CORP COM COM STK ISIN# COM 45169U105 155 41500 SH SOLE 41500 D IHOP CORP NEW COM COM 449623107 634 13300 SH SOLE 13300 D II-VI INC COM COM 902104108 370 21200 SH SOLE 21200 D IKON OFFICE SOLUTIONS INC COM COM 451713101 833 84200 SH SOLE 84200 D ILL TOOL WKS INC COM COM 452308109 27853 311100 SH SOLE 311100 D ILLUMINA INC COM COM 452327109 246 30400 SH SOLE 30400 D IMAGISTICS INTL INC COM COM 45247T104 272 7800 SH SOLE 7800 D IMATION CORP COM COM 45245A107 556 16000 SH SOLE 16000 D IMCLONE SYS INC COM COM 45245W109 1556 45100 SH SOLE 45100 D IMMTECH INTL INC COM COM 452519101 139 11200 SH SOLE 11200 D IMMUCOR INC COM STK COM 452526106 754 24975 SH SOLE 24975 D IMMUNOMEDICS INC COM COM 452907108 117 48100 SH SOLE 48100 D IMPAX LAB INC COM COM 45256B101 546 34100 SH SOLE 34100 D IMPLANT SCIENCES CORP COM STK COM 45320R108 91 15300 SH SOLE 15300 D IMS HLTH INC COM STK COM 449934108 3651 149700 SH SOLE 149700 D INAMED CORP COM COM 453235103 1635 23400 SH SOLE 23400 D INCYTE CORP COM COM 45337C102 343 50200 SH SOLE 50200 D INDEPENDENCE CMNTY BK CORP COM COM 453414104 1182 30300 SH SOLE 30300 D INDEPENDENCE HLDG CO NEW COM N COM 453440307 351 19440 SH SOLE 19440 D INDEVUS PHARMACEUTICALS INC CO COM 454072109 106 38200 SH SOLE 38200 D INDPT BK CORP MASS COM COM 453836108 316 10900 SH SOLE 10900 D INDPT BK CORP MICH COM COM 453838104 342 11900 SH SOLE 11900 D INDYMAC BANCORP INC COM COM 456607100 1030 30300 SH SOLE 30300 D INFINITY PPTY & CAS CORP COM COM 45665Q103 375 12000 SH SOLE 12000 D INFOCROSSING INC COM COM 45664X109 250 15800 SH SOLE 15800 D INFOCUS CORP COM COM 45665B106 172 29900 SH SOLE 29900 D INFORMATICA CORP COM COM 45666Q102 460 55600 SH SOLE 55600 D INFOSPACE INC COM NEW COM 45678T201 992 24300 SH SOLE 24300 D INFOUSA INC NEW COM COM 456818301 367 34900 SH SOLE 34900 D INGERSOLL-RAND CO CL A COM G4776G101 21434 269100 SH SOLE 269100 D INGRAM MICRO INC CL A COM 457153104 1539 92300 SH SOLE 92300 D INPUT/OUTPUT INC COM COM 457652105 283 43800 SH SOLE 43800 D INSIGHT COMMUNICATIONS INC CL COM 45768V108 449 37900 SH SOLE 37900 D INSIGHT ENTERPRISES INC COM COM 45765U103 560 31900 SH SOLE 31900 D INSITUFORM TECHNOLOGIES INC CL COM 457667103 260 17900 SH SOLE 17900 D INSPIRE PHARMACEUTICALS INC CO COM 457733103 197 24100 SH SOLE 24100 D INSTINET GROUP INC COM COM 457750107 230 39200 SH SOLE 39200 D INTEGRA BK CORP COM COM 45814P105 317 14300 SH SOLE 14300 D INTEGRA LIFESCIENCES HLDG CORP COM 457985208 630 17900 SH SOLE 17900 D INTEGRATED ALARM SVCS GROUP IN COM 45890M109 91 18100 SH SOLE 18100 D INTEGRATED CIRCUIT SYS INC COM COM 45811K208 811 42400 SH SOLE 42400 D INTEGRATED DEVICE TECH INC COM COM 458118106 765 63600 SH SOLE 63600 D INTEGRATED ELEC SVCS INC COM COM 45811E103 69 25100 SH SOLE 25100 D INTEGRATED SILICON SOLUTION IN COM 45812P107 135 20200 SH SOLE 20200 D INTEL CORP COM COM 458140100 125038 5382600 SH SOLE 5382600 D INTER PARFUMS INC COM COM 458334109 222 15400 SH SOLE 15400 D INTER TEL INC COM COM 458372109 473 19300 SH SOLE 19300 D INTERACTIVE DATA CORP COM COM 45840J107 1121 54000 SH SOLE 54000 D INTERCHANGE FINL SVCS CORP SAD COM 458447109 313 18150 SH SOLE 18150 D INTERDIGITAL COMMUNICATIONS CO COM 45866A105 521 34000 SH SOLE 34000 D INTERFACE INC CL A COM 458665106 271 39700 SH SOLE 39700 D INTERGRAPH CORP COM COM 458683109 795 27600 SH SOLE 27600 D INTERLINK ELECTRS COM 458751104 98 15200 SH SOLE 15200 D INTERMAGNETICS GEN CORP DE COM 458771102 4133 169800 SH SOLE 169800 D INTERMUNE INC COM COM 45884X103 230 20900 SH SOLE 20900 D INTERNAP NETWORKS SVCS DEL COM 45885A102 73 123700 SH SOLE 123700 D INTERNET SEC SYS INC COM COM 46060X107 620 33900 SH SOLE 33900 D INTERPUBLIC GROUP COMPANIES IN COM 460690100 3163 257600 SH SOLE 257600 D INTERSIL CORP COM 46069S109 1619 93447 SH SOLE 93447 D INTERVOICE INC COM COM 461142101 275 24500 SH SOLE 24500 D INTERWOVEN INC COM NEW COM 46114T508 218 28000 SH SOLE 28000 D INTL ALUM CORP COM COM 458884103 312 9400 SH SOLE 9400 D INTL BANCSHARES CORP COM COM 459044103 945 27250 SH SOLE 27250 D INTL BUSINESS MACHS CORP COM COM 459200101 152723 1671300 SH SOLE 1671300 D INTL FLAVORS & FRAGRANCES INC COM 459506101 2465 62400 SH SOLE 62400 D INTL GAME TECH COM COM 459902102 5681 213100 SH SOLE 213100 D INTL PAPER CO COM COM 460146103 20242 550200 SH SOLE 550200 D INTL RECTIFIER CORP COM COM 460254105 1738 38200 SH SOLE 38200 D INTL SPEEDWAY CORP CL A COM 460335201 7801 143800 SH SOLE 143800 D INTRADO INC COM COM 46117A100 212 17200 SH SOLE 17200 D INTROGEN THERAPEUTICS INC COM COM 46119F107 196 24800 SH SOLE 24800 D INTUIT COM COM 461202103 6504 148600 SH SOLE 148600 D INTUITIVE SURGICAL INC COM NEW COM 46120E602 1119 24600 SH SOLE 24600 D INVACARE CORP COM COM 461203101 3624 81200 SH SOLE 81200 D INVERNESS MED INNOVATIONS INC COM 46126P106 298 12700 SH SOLE 12700 D INVESTORS FINL SVCS CORP DEL C COM 461915100 2113 43200 SH SOLE 43200 D INVITROGEN CORP COM COM 46185R100 5391 77900 SH SOLE 77900 D INVT TECH GROUP INC NEW COM COM 46145F105 546 31200 SH SOLE 31200 D IOMEGA CORP COM NEW COM 462030305 156 36300 SH SOLE 36300 D IPAYMENT INC COM STK COM 46262E105 485 11500 SH SOLE 11500 D IRIDEX CORP COM COM COM 462684101 125 25100 SH SOLE 25100 D IRON MTN INC COM STK COM 462846106 2085 72300 SH SOLE 72300 D IRWIN FINL CORP COM COM 464119106 433 18800 SH SOLE 18800 D ISIS PHARMACEUTICALS COM COM 464330109 163 42200 SH SOLE 42200 D ISLE CAPRI CASINOS INC COM COM 464592104 563 21200 SH SOLE 21200 D ISTA PHARMACEUTICALS INC COM N COM 45031X204 174 17600 SH SOLE 17600 D ITRON INC COM 465741106 344 11600 SH SOLE 11600 D ITT EDL SVCS INC COM COM 45068B109 1489 30700 SH SOLE 30700 D ITT INDS INC COM COM 450911102 5090 56400 SH SOLE 56400 D IVAX CORP COM COM 465823102 2894 146375 SH SOLE 146375 D IVAX DIAGNOSTICS INC COM COM 45070W109 117 28800 SH SOLE 28800 D IVILLAGE INC COM COM ISIN # US COM 46588H105 290 47600 SH SOLE 47600 D IXIA COM COM 45071R109 785 44100 SH SOLE 44100 D IXYS CORP DEL COM COM 46600W106 240 21000 SH SOLE 21000 D J & J SNACK FOODS CORP COM STK COM 466032109 309 6600 SH SOLE 6600 D J JILL GROUP INC COM COM 466189107 209 15200 SH SOLE 15200 D JABIL CIRCUIT INC COM COM 466313103 4629 162300 SH SOLE 162300 D JACK IN BOX INC COM COM 466367109 731 19700 SH SOLE 19700 D JACOBS ENGR GROUP INC COM COM 469814107 10327 198900 SH SOLE 198900 D JACUZZI BRANDS INC COM COM 469865109 465 47600 SH SOLE 47600 D JAKKS PAC INC COM COM 47012E106 363 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46500 D KORN / FERRY INTL COM NEW COM 500643200 485 25500 SH SOLE 25500 D KOS PHARMACEUTICALS INC COM COM 500648100 1038 24900 SH SOLE 24900 D KOSAN BIOSCIENCES INC COM COM 50064W107 105 25500 SH SOLE 25500 D KRAFT FOODS INC CL A COM 50075N104 5324 161100 SH SOLE 161100 D KRISPY KREME DOUGHNUTS INC COM COM 501014104 267 35000 SH SOLE 35000 D KROGER CO COM COM 501044101 17348 1082200 SH SOLE 1082200 D KRONOS INC COM COM 501052104 971 19000 SH SOLE 19000 D KRONOS WORLDWIDE INC COM STK COM 50105F105 727 17093 SH SOLE 17093 D KS CY LIFE INS CO COM COM 484836101 536 11000 SH SOLE 11000 D KS CY SOUTHN COM 485170302 755 39200 SH SOLE 39200 D KULICKE & SOFFA INDS INC COM COM 501242101 214 34000 SH SOLE 34000 D KVH INDS INC COM STK COM 482738101 121 13300 SH SOLE 13300 D KYPHON INC COM COM 501577100 712 28300 SH SOLE 28300 D K2 INC COM COM 482732104 1107 80500 SH SOLE 80500 D L-3 COMMUNICATIONS HLDG CORP C COM 502424104 9204 129600 SH SOLE 129600 D LA QUINTA CORP PAIRED CTF 1 CO COM 50419U202 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SOLE 23200 D LEESPORT FINL CORP COM COM 524477106 261 11025 SH SOLE 11025 D LEGG MASON INC COM COM 524901105 4642 59400 SH SOLE 59400 D LEGGETT & PLATT INC COM COM 524660107 3486 120700 SH SOLE 120700 D LEHMAN BROS HLDGS INC COM COM 524908100 35385 375800 SH SOLE 375800 D LENNAR CORP CL A COM 526057104 2624 46300 SH SOLE 46300 D LENNOX INTL INC COM COM 526107107 877 40000 SH SOLE 40000 D LESCO INC OH COM COM 526872106 219 15100 SH SOLE 15100 D LEUCADIA NATL CORP COM COM 527288104 2066 60150 SH SOLE 60150 D LEVEL 3 COMMUNICATIONS INC COM COM 52729N100 849 411900 SH SOLE 411900 D LEVITT CORP FLA CL A COM 52742P108 303 11800 SH SOLE 11800 D LEXAR MEDIA INC COM COM 52886P104 258 51800 SH SOLE 51800 D LEXICON GENETICS INC COMMON ST COM 528872104 241 47200 SH SOLE 47200 D LEXMARK INTL INC NEW CL A COM 529771107 8197 102500 SH SOLE 102500 D LIBBEY INC COM COM 529898108 172 8200 SH SOLE 8200 D LIBERTY CORP S C COM COM 530370105 377 9300 SH SOLE 9300 D LIBERTY MEDIA CORP NEW COM SER COM 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32500 SH SOLE 32500 D LIQUIDMETAL TECHNOLOGIES INC COM 53634X100 130 63200 SH SOLE 63200 D LITHIA MTRS INC CL A COM 536797103 233 9100 SH SOLE 9100 D LITTELFUSE INC COM COM 537008104 398 13900 SH SOLE 13900 D LIZ CLAIBORNE INC COM COM 539320101 6525 162600 SH SOLE 162600 D LKQ CORP COM COM 501889208 301 15000 SH SOLE 15000 D LOCKHEED MARTIN CORP COM COM 539830109 22385 366600 SH SOLE 366600 D LODGENET ENTMT CORP COM COM 540211109 220 11700 SH SOLE 11700 D LOEWS CORP COM COM 540424108 8714 118500 SH SOLE 118500 D LONE STAR STEAKHOUSE SALOON CO COM 542307103 269 9300 SH SOLE 9300 D LONE STAR TECHNOLOGIES INC COM COM 542312103 2133 54100 SH SOLE 54100 D LONG IS FINL CORP COM COM 542669106 200 5500 SH SOLE 5500 D LONGS DRUG STORES CORP COM COM 543162101 784 22900 SH SOLE 22900 D LONGVIEW FIBRE CO COM COM 543213102 542 28900 SH SOLE 28900 D LOUISIANA-PACIFIC CORP COM COM 546347105 1843 73300 SH SOLE 73300 D LOWES COS INC COM COM 548661107 47225 827200 SH SOLE 827200 D LSB BANCSHARES INC N C 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39700 D MACROVISION CORP COM COM 555904101 750 32900 SH SOLE 32900 D MADDEN STEVEN LTD COM COM 556269108 212 12700 SH SOLE 12700 D MAF BANCORP INC COM COM 55261R108 611 14700 SH SOLE 14700 D MAGMA DESIGN AUTOMATION INC CO COM 559181102 262 22100 SH SOLE 22100 D MAGNETEK INC COM COM 559424106 156 29300 SH SOLE 29300 D MAGNUM HUNTER RES INC COM PAR COM 55972F203 532 33000 SH SOLE 33000 D MAIN STR BKS INC NEW COM COM 56034R102 318 12000 SH SOLE 12000 D MAINSOURCE FINL GROUP INC COM COM 56062Y102 339 15435 SH SOLE 15435 D MANHATTAN ASSOCS INC COM COM 562750109 405 19900 SH SOLE 19900 D MANITOWOC INC COM COM 563571108 658 16300 SH SOLE 16300 D MANNATECH INC COM STK COM 563771104 452 23100 SH SOLE 23100 D MANNING GREG AUCTIONS INC COM COM 563823103 196 19500 SH SOLE 19500 D MANOR CARE INC NEW COM STK COM 564055101 2003 55100 SH SOLE 55100 D MANPOWER INC WIS COM COM 56418H100 1985 45600 SH SOLE 45600 D MANTECH INTL CORP CL A CL A COM 564563104 443 19200 SH SOLE 19200 D MANUGISTICS GROUP INC 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COM STK COM 57383M108 896 44800 SH SOLE 44800 D MASCO CORP COM COM 574599106 20535 592300 SH SOLE 592300 D MASSBANK CORP READING MASS COM COM 576152102 299 7900 SH SOLE 7900 D MASSEY ENERGY CORP COM COM 576206106 1902 47500 SH SOLE 47500 D MASTEC INC COM COM 576323109 291 35500 SH SOLE 35500 D MATRIA HEALTHCARE INC COM NEW COM 576817209 461 15000 SH SOLE 15000 D MATRIX SVC CO COM COM 576853105 60 13900 SH SOLE 13900 D MATRIXONE INC COM COM 57685P304 194 40600 SH SOLE 40600 D MATTEL INC COM COM 577081102 7193 336900 SH SOLE 336900 D MATTHEWS INTL CORP CL A COM 577128101 645 19700 SH SOLE 19700 D MATTSON TECH INC COM COM 577223100 245 30900 SH SOLE 30900 D MAUI LD & PINEAPPLE INC COM COM 577345101 296 6900 SH SOLE 6900 D MAVERICK TUBE CORP COM COM 577914104 5117 157400 SH SOLE 157400 D MAXIM INTEGRATED PRODS INC COM COM 57772K101 11374 278300 SH SOLE 278300 D MAXIMUS INC COM COM 577933104 402 12000 SH SOLE 12000 D MAXTOR CORP COM NEW COM 577729205 799 150200 SH SOLE 150200 D MAXWELL 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COMPANIES INC COM COM 580645109 13786 158000 SH SOLE 158000 D MCKESSON CORP COM 58155Q103 6787 179800 SH SOLE 179800 D MCMORAN EXPL CO COM COM 582411104 822 40900 SH SOLE 40900 D MDU RES GROUP INC COM COM 552690109 4903 177500 SH SOLE 177500 D MEADWESTVACO CORP COM COM 583334107 5549 174400 SH SOLE 174400 D MEASUREMENT SPECIALTIES INC CO COM 583421102 221 9600 SH SOLE 9600 D MED ACTION INDS INC COM COM 58449L100 212 11200 SH SOLE 11200 D MED STAFFING NETWORK HLDGS INC COM 58463F104 237 35800 SH SOLE 35800 D MEDAREX INC COM COM 583916101 375 52600 SH SOLE 52600 D MEDCATH CORP COM STK COM 58404W109 659 22500 SH SOLE 22500 D MEDCO HLTH SOLUTIONS INC COM COM 58405U102 12987 262000 SH SOLE 262000 D MEDIA GEN INC CL A COM 584404107 755 12200 SH SOLE 12200 D MEDIACOM COMMUNICATIONS CORP C COM 58446K105 410 62700 SH SOLE 62700 D MEDICINES COMPANY COM COM 584688105 668 29500 SH SOLE 29500 D MEDICIS PHARMACEUTICAL CORP CL COM 584690309 435 14500 SH SOLE 14500 D MEDIMMUNE INC COM COM 584699102 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56100 SH SOLE 56100 D MEREDITH CORP COM COM 589433101 1201 25700 SH SOLE 25700 D MERGE TECHNOLOGIES INC COM COM 589981109 254 14500 SH SOLE 14500 D MERIDIAN BIOSCIENCE INC COM COM 589584101 457 30700 SH SOLE 30700 D MERIDIAN GOLD INC COM 2-559789 COM 589975101 923 54800 SH SOLE 54800 D MERIDIAN RES CORP COM COM 58977Q109 214 41400 SH SOLE 41400 D MERIT MED SYS INC COM COM 589889104 241 20100 SH SOLE 20100 D MERITAGE HOMES CORP COM COM 59001A102 1008 17100 SH SOLE 17100 D MERIX CORP COM COM 590049102 132 11800 SH SOLE 11800 D MERRILL LYNCH & CO INC COM STK COM 590188108 66771 1179700 SH SOLE 1179700 D MERRILL MERCHANTS BANCSHARES I COM 59021H103 216 9476 SH SOLE 9476 D MET-PRO CORP COM COM 590876306 196 14300 SH SOLE 14300 D METHODE ELECTRS INC COM COM 591520200 271 22400 SH SOLE 22400 D METLIFE INC COM ISIN US59156R1 COM 59156R108 34901 892600 SH SOLE 892600 D METRIS COS INC COM COM 591598107 539 46500 SH SOLE 46500 D METROLOGIC INSTRS INC COM COM 591676101 335 14900 SH SOLE 14900 D 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VAL NATL BANCORP COM COM 919794107 1448 56175 SH SOLE 56175 D VALASSIS COMMUNICATIONS INC CO COM 918866104 975 27900 SH SOLE 27900 D VALEANT PHARMACEUTICALS INTL C COM 91911X104 1133 50300 SH SOLE 50300 D VALENCE TECHNOLOGY INC COM COM 918914102 174 56600 SH SOLE 56600 D VALERO ENERGY CORP COM STK NEW COM 91913Y100 23175 316300 SH SOLE 316300 D VALHI INC NEW COM COM 918905100 1432 72900 SH SOLE 72900 D VALMONT INDS INC COM COM COM 920253101 2899 129900 SH SOLE 129900 D VALSPAR CORP COM COM 920355104 1038 22300 SH SOLE 22300 D VALUE LINE INC COM COM 920437100 179 4600 SH SOLE 4600 D VALUECLICK INC COM STK ISIN#US COM 92046N102 526 49600 SH SOLE 49600 D VALUEVISION MEDIA COM 92047K107 294 23800 SH SOLE 23800 D VARIAN INC COM COM 922206107 765 20200 SH SOLE 20200 D VARIAN MED SYS INC COM ISIN COM 92220P105 2804 81800 SH SOLE 81800 D VARIAN SEMICONDUCTOR EQUIPTMEN COM 922207105 836 22000 SH SOLE 22000 D VAXGEN INC COM NEW COM 922390208 352 28200 SH SOLE 28200 D VCA ANTECH INC COM STK COM 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