Public Employees' Retirement Association of Colorado as of Dec. 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 December 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/AMERITRADE HLDG CORP N/ COM 03074K100 6178 257400 SH SOLE 257400
D #REORG/CCE SPINCO INC N/C TO L COM 14985W109 597 45538 SH SOLE 45538
D #REORG/GOLD BANC CASH & STK MG COM 379907108 576 31600 SH SOLE 31600
D #REORG/IDX SYSTEMS CORP. CASH COM 449491109 878 20000 SH SOLE 20000
D #REORG/LAQUINTA CORP CASH MERG COM 50419U202 1292 116000 SH SOLE 116000
D #REORG/MBNA CORP CASH & STK ME COM 55262L100 37437 1378900 SH SOLE 1378900
D #REORG/MICRO THERPEUTICS INC S COM 59500W100 344 49600 SH SOLE 49600
D #REORG/NDC HLTH CORP CASH & ST COM 639480102 442 23000 SH SOLE 23000
D #REORG/PROTEIN DESIGN LABS INC COM 74369L103 1620 57000 SH SOLE 57000
D #REORG/UNOVA INC.N/C TO TNT#20 COM 91529B106 1332 39400 SH SOLE 39400
D #REORG/VIACOM INC CL B STK MRG COM 925524308 49673 1523700 SH SOLE 1523700
D #REORG/WESTCORP INC STK MERGER COM 957907108 1932 29000 SH SOLE 29000
D #REORG/YELLOW ROADWAY CORP N/C COM 985577105 1473 33021 SH SOLE 33021
D #RREORG/NASSDA CORP CASH MERGE COM 63172M101 0 0 SH SOLE 0
D @RD INC COM COM 04648K105 194 37000 SH SOLE 37000
D A C MOORE ARTS & CRAFTS INC CO COM 00086T103 162 11100 SH SOLE 11100
D A S V INC COM COM 001963107 460 18400 SH SOLE 18400
D AAON INC COM PAR $0.004 COM 000360206 224 12500 SH SOLE 12500
D AAR CORP COM COM 000361105 532 22200 SH SOLE 22200
D AARON RENTS INC CL B COM 002535201 553 26250 SH SOLE 26250
D ABAXIS INC COM COM COM 002567105 267 16200 SH SOLE 16200
D ABBOTT LAB COM COM 002824100 63664 1614600 SH SOLE 1614600
D ABERCROMBIE & FITCH CO CL A COM 002896207 3878 59500 SH SOLE 59500
D ABGENIX INC COM COM 00339B107 1166 54200 SH SOLE 54200
D ABIOMED INC COM COM 003654100 284 30700 SH SOLE 30700
D ABM INDS INC COM COM 000957100 590 30200 SH SOLE 30200
D ACCELRYS INC COM COM 00430U103 141 17500 SH SOLE 17500
D ACCO BRANDS CORP COM COM 00081T108 761 31058 SH SOLE 31058
D ACCREDITED HOME LENDERS HLDG C COM 00437P107 773 15600 SH SOLE 15600
D ACE CASH EXPRESS INC COM COM 004403101 191 8200 SH SOLE 8200
D ACE LTD ORD STK USD0.0416 COM G0070K103 13584 254200 SH SOLE 254200
D ACTEL CORP COM COM 004934105 171 13400 SH SOLE 13400
D ACTIVCARD CORP COM COM 00506J107 106 30400 SH SOLE 30400
D ACTIVISION INC NEW COM NEW COM 004930202 1309 95288 SH SOLE 95288
D ACTUANT CORP CL A NEW COM 00508X203 865 15500 SH SOLE 15500
D ACUITY BRANDS INC COM COM 00508Y102 913 28700 SH SOLE 28700
D ACXIOM CORP COM COM 005125109 1113 48400 SH SOLE 48400
D ADAMS RES & ENERGY INC COM NEW COM 006351308 534 23400 SH SOLE 23400
D ADAPTEC INC COM COM 00651F108 386 66300 SH SOLE 66300
D ADC TELECOMMUNICATIONS INC COM COM 000886309 2094 93728 SH SOLE 93728
D ADE CORP MASS COM COM 00089C107 310 12900 SH SOLE 12900
D ADESA INC COM COM 00686U104 1118 45800 SH SOLE 45800
D ADMINISTAFF INC COM COM 007094105 1098 26100 SH SOLE 26100
D ADOBE SYS INC COM COM 00724F101 12828 347086 SH SOLE 347086
D ADOLOR CORP COM COM 00724X102 381 26100 SH SOLE 26100
D ADR CEMEX S A SPONSOR ADR NEW COM 151290889 2255 38000 SH SOLE 38000
D ADR NOKIA CORP SPONSORED ADR COM 654902204 5490 300000 SH SOLE 300000
D ADR NOVARTIS AG SPONSORED ADR COM 66987V109 5248 100000 SH SOLE 100000
D ADR SHIRE PLC COM 82481R106 465 12000 SH SOLE 12000
D ADR TEVA PHARMACEUTICAL INDS COM 881624209 10753 250000 SH SOLE 250000
D ADTRAN INC COM COM 00738A106 1457 49000 SH SOLE 49000
D ADVANCE AUTO PTS INC COM COM COM 00751Y106 1271 29250 SH SOLE 29250
D ADVANCED DIGITAL INFORMATION C COM 007525108 426 43500 SH SOLE 43500
D ADVANCED ENERGY INDS INC COM COM 007973100 254 21500 SH SOLE 21500
D ADVANCED MARKETING SVCS INC CO COM 00753T105 70 19600 SH SOLE 19600
D ADVANCED MED OPTICS INC COM COM 00763M108 1694 40527 SH SOLE 40527
D ADVANCED MICRO DEVICES INC COM COM 007903107 9159 299300 SH SOLE 299300
D ADVANTA CORP CL A COM 007942105 678 22500 SH SOLE 22500
D ADVENT SOFTWARE INC COM STK COM 007974108 688 23800 SH SOLE 23800
D ADVISORY BRD CO COM COM 00762W107 405 8500 SH SOLE 8500
D ADVO INC COM COM 007585102 476 16900 SH SOLE 16900
D AEROFLEX INC COM COM 007768104 469 43600 SH SOLE 43600
D AEROPOSTALE COM COM 007865108 923 35100 SH SOLE 35100
D AES CORP COM COM 00130H105 5977 377600 SH SOLE 377600
D AETHER HLDGS INC COM COM 00809C106 365 109900 SH SOLE 109900
D AETNA INC COM 00817Y108 40525 429700 SH SOLE 429700
D AFFILIATED COMPUTER SVCS INC C COM 008190100 10646 179900 SH SOLE 179900
D AFFILIATED MANAGERS GROUP INC COM 008252108 1019 12700 SH SOLE 12700
D AFFYMETRIX INC OC-CAP STK COM 00826T108 1848 38700 SH SOLE 38700
D AFLAC INC COM COM 001055102 26831 578000 SH SOLE 578000
D AFTERMARKET TECHNOLOGY CORP CO COM 008318107 297 15300 SH SOLE 15300
D AGCO CORP COM COM 001084102 9909 598000 SH SOLE 598000
D AGERE SYS INC COM COM COM 00845V308 1256 97390 SH SOLE 97390
D AGILE SOFTWARE CORP DEL COM COM 00846X105 228 38200 SH SOLE 38200
D AGILENT TECHNOLOGIES INC COM COM 00846U101 19828 595600 SH SOLE 595600
D AGILYSYS INC COM STK COM 00847J105 3675 201700 SH SOLE 201700
D AGL RES INC COM COM 001204106 6429 184700 SH SOLE 184700
D AGNICO EAGLE MINES LTD COM COM 008474108 1976 100000 SH SOLE 100000
D AIR PROD & CHEM INC COM COM 009158106 9145 154500 SH SOLE 154500
D AIRGAS INC COM COM 009363102 1438 43700 SH SOLE 43700
D AIRTRAN HLDGS INC COM COM 00949P108 816 50900 SH SOLE 50900
D AK AIR GROUP INC COM COM 011659109 7140 199900 SH SOLE 199900
D AK STL HLDG CORP COM STK PAR $ COM 001547108 609 76600 SH SOLE 76600
D AKAMAI TECHNOLOGIES INC COM ST COM 00971T101 1543 77400 SH SOLE 77400
D AKSYS LTD COM COM COM 010196103 27 40900 SH SOLE 40900
D AL NATL BANCORPORATION DEL COM COM 010317105 440 6800 SH SOLE 6800
D ALAMO GROUP INC COM COM 011311107 246 12000 SH SOLE 12000
D ALAMOSA HLDGS INC COM COM COM 011589108 2122 114000 SH SOLE 114000
D ALBANY INTL CORP NEW CL A COM 012348108 673 18600 SH SOLE 18600
D ALBANY MOLECULAR RESH INC COM COM 012423109 198 16300 SH SOLE 16300
D ALBEMARLE CORP COM COM 012653101 7409 193200 SH SOLE 193200
D ALBERTO-CULVER CO COMMON COM 013068101 1542 33700 SH SOLE 33700
D ALBERTSON S INC COM COM 013104104 4740 222000 SH SOLE 222000
D ALCOA INC COM STK COM 013817101 23845 806400 SH SOLE 806400
D ALDERWOODS GROUP INC COM COM 014383103 570 35900 SH SOLE 35900
D ALEXANDER & BALDWIN INC COM COM 014482103 6357 117200 SH SOLE 117200
D ALEXANDERS INC COM COM 014752109 6432 26200 SH SOLE 26200
D ALEXION PHARMACEUTICALS INC CO COM 015351109 3961 195600 SH SOLE 195600
D ALFA CORP COM COM 015385107 879 54600 SH SOLE 54600
D ALIGN TECHNOLOGY INC COM COM COM 016255101 270 41700 SH SOLE 41700
D ALKERMES INC COM COM 01642T108 1061 55500 SH SOLE 55500
D ALLEGHANY CORP DEL COM COM 017175100 811 2856 SH SOLE 2856
D ALLEGHENY ENERGY INC COM COM 017361106 2475 78200 SH SOLE 78200
D ALLEGHENY TECHNOLOGIES INC COM COM 01741R102 5282 146400 SH SOLE 146400
D ALLERGAN INC COM COM 018490102 8853 82000 SH SOLE 82000
D ALLETE INC COM NEW COM 018522300 672 15266 SH SOLE 15266
D ALLIANCE DATA SYS CORP COM COM 018581108 288 8100 SH SOLE 8100
D ALLIANCE GAMING CORP COM NEW N COM 01859P609 363 27900 SH SOLE 27900
D ALLIANT ENERGY CORP COM ISIN COM 018802108 1741 62100 SH SOLE 62100
D ALLIANT TECHSYSTEMS INC COM COM 018804104 7948 104349 SH SOLE 104349
D ALLIED CAP CORP NEW COM COM 01903Q108 2232 76000 SH SOLE 76000
D ALLIED HEALTHCARE INTL INC COM COM 01923A109 167 27200 SH SOLE 27200
D ALLIED WASTE INDS INC COM PAR COM 019589308 1710 195700 SH SOLE 195700
D ALLOS THERAPEUTICS INC COM ISI COM 019777101 86 40200 SH SOLE 40200
D ALLSCRIPTS HEALTHCARE SOLUTION COM 01988P108 422 31500 SH SOLE 31500
D ALLSTATE CORP COM COM 020002101 53578 990900 SH SOLE 990900
D ALLTEL CORP COM COM COM 020039103 25624 406088 SH SOLE 406088
D ALPHARMA INC CL A COM 020813101 1371 48100 SH SOLE 48100
D ALTERA CORP COM COM 021441100 4362 235400 SH SOLE 235400
D ALTIRIS INC COM COM COM 02148M100 296 17500 SH SOLE 17500
D ALTRIA GROUP INC COM COM COM 02209S103 160984 2154500 SH SOLE 2154500
D AMAZON COM INC COM COM 023135106 12660 268500 SH SOLE 268500
D AMBAC FNCL GROUP COM STK COM 023139108 6697 86900 SH SOLE 86900
D AMBASSADORS GROUP INC COM COM 023177108 353 15400 SH SOLE 15400
D AMCOL INTL CORP COM COM 02341W103 402 19600 SH SOLE 19600
D AMCORE FINL INC COM COM 023912108 538 17700 SH SOLE 17700
D AMDOCS ORD GBP0.01 COM G02602103 2338 85000 SH SOLE 85000
D AMEDISYS INC COM COM 023436108 477 11300 SH SOLE 11300
D AMER ELEC PWR CO INC COM COM 025537101 11342 305800 SH SOLE 305800
D AMER EXPRESS CO COM COM 025816109 47302 919200 SH SOLE 919200
D AMER FINL GROUP INC OH COM STK COM 025932104 1647 43000 SH SOLE 43000
D AMER GREETINGS CORP CL A COM COM 026375105 861 39200 SH SOLE 39200
D AMER NATL INS CO COM COM 028591105 1673 14300 SH SOLE 14300
D AMERADA HESS CORP COM COM 023551104 17818 140500 SH SOLE 140500
D AMERCO COM COM COM 023586100 2486 34500 SH SOLE 34500
D AMEREN CORP COM COM 023608102 4837 94400 SH SOLE 94400
D AMERIANA BANCORP COM COM 023613102 202 15600 SH SOLE 15600
D AMERICA SVC GROUP INC COM COM COM 02364L109 171 10800 SH SOLE 10800
D AMERICAN TOWER CORP CL A COM 029912201 4986 184000 SH SOLE 184000
D AMERICAN VANGUARD CORP COM COM COM 030371108 303 12900 SH SOLE 12900
D AMERICANWEST BANCORPORATION CO COM 03058P109 217 9200 SH SOLE 9200
D AMERICAS CAR-MART INC COM COM 03062T105 171 10350 SH SOLE 10350
D AMERICREDIT CORP COM COM 03060R101 2435 95000 SH SOLE 95000
D AMERIGROUP CORP COM COM COM 03073T102 631 32400 SH SOLE 32400
D AMERIPRISE FINL INC COM COM COM 03076C106 8605 209880 SH SOLE 209880
D AMERIS BANCORP COM COM 03076K108 402 20280 SH SOLE 20280
D AMERISOURCEBERGEN CORP COM COM COM 03073E105 5664 136800 SH SOLE 136800
D AMERISTAR CASINOS INC COM COM COM 03070Q101 726 32000 SH SOLE 32000
D AMERN AXLE & MFG HOLDINGS INC COM 024061103 521 28400 SH SOLE 28400
D AMERN CAP STRATEGIES LTD COM COM 024937104 1401 38700 SH SOLE 38700
D AMERN DENTAL PARTNERS INC COM COM 025353103 325 18000 SH SOLE 18000
D AMERN EAGLE OUTFITTERS INC NEW COM 02553E106 2031 88400 SH SOLE 88400
D AMERN ECOLOGY CORP COM NEW COM 025533407 296 20500 SH SOLE 20500
D AMERN EQTY INVT LIFE HLDG CO C COM 025676206 206 15800 SH SOLE 15800
D AMERN HEALTHWAYS INC COM 02649V104 7878 174100 SH SOLE 174100
D AMERN HOME MTG INVT CORP COM S COM 02660R107 958 29400 SH SOLE 29400
D AMERN INDEPENDENCE CORP COM NE COM 026760405 140 12200 SH SOLE 12200
D AMERN INTL GROUP INC COM COM 026874107 172813 2532800 SH SOLE 2532800
D AMERN ITALIAN PASTA CO CL A COM 027070101 61 8900 SH SOLE 8900
D AMERN MED SYS HLDGS INC COM ST COM 02744M108 859 48200 SH SOLE 48200
D AMERN NATL BANKSHARES INC DANV COM 027745108 295 12700 SH SOLE 12700
D AMERN PHARMACEUTICALS PARTNERS COM 02886P109 1257 32400 SH SOLE 32400
D AMERN PHYSICIANS CAP INC COM COM 028884104 458 10000 SH SOLE 10000
D AMERN PWR CONVERSION CORP COM COM 029066107 2680 121800 SH SOLE 121800
D AMERN STD COS INC DEL COM COM 029712106 6724 168300 SH SOLE 168300
D AMERN STS WTR CO COM COM 029899101 243 7900 SH SOLE 7900
D AMERN SUPERCONDUCTOR CORP COM 030111108 175 22200 SH SOLE 22200
D AMERN WOODMARK CORP COM COM 030506109 412 16600 SH SOLE 16600
D AMERUS GROUP CO COM COM 03072M108 1428 25200 SH SOLE 25200
D AMETEK INC NEW COM COM 031100100 5173 121600 SH SOLE 121600
D AMGEN INC COM COM 031162100 93942 1191247 SH SOLE 1191247
D AMIS HLDGS INC COM COM 031538101 213 20000 SH SOLE 20000
D AMKOR TECH INC COM COM 031652100 592 105700 SH SOLE 105700
D AMN HEALTHCARE SVCS INC COM COM 001744101 398 20100 SH SOLE 20100
D AMPHENOL CORP NEW CL A COM 032095101 1129 25500 SH SOLE 25500
D AMR CORP COM COM 001765106 2165 97400 SH SOLE 97400
D AMSOUTH BANCORPORATION COM COM 032165102 7740 295300 SH SOLE 295300
D AMSURG CORP COM COM 03232P405 407 17800 SH SOLE 17800
D AMYLIN PHARMACEUTICALS INC COM COM 032346108 3206 80300 SH SOLE 80300
D ANADARKO PETRO CORP COM COM 032511107 30898 326100 SH SOLE 326100
D ANALOG DEVICES INC COM COM 032654105 10657 297100 SH SOLE 297100
D ANALOGIC CORP COM PAR $0.05 COM 032657207 340 7100 SH SOLE 7100
D ANAREN INC COM COM 032744104 283 18100 SH SOLE 18100
D ANCHOR BANCORP WIS INC COM COM 032839102 449 14800 SH SOLE 14800
D ANDREW CORP COM COM 034425108 1416 132000 SH SOLE 132000
D ANDRX GROUP COM COM 034553107 726 44100 SH SOLE 44100
D ANGELICA CORP COM STK COM 034663104 132 8000 SH SOLE 8000
D ANGIODYNAMICS INC COM STK COM 03475V101 341 13359 SH SOLE 13359
D ANHEUSER BUSCH COS INC COM COM 035229103 25926 603500 SH SOLE 603500
D ANIXTER INTL INC COM COM 035290105 6244 159600 SH SOLE 159600
D ANNTAYLOR STORES CORP COM COM 036115103 9583 277600 SH SOLE 277600
D ANSOFT CORP COM COM 036384105 453 13300 SH SOLE 13300
D ANSWERTHINK INC COM COM 036916104 162 38000 SH SOLE 38000
D ANSYS INC COM COM 03662Q105 717 16800 SH SOLE 16800
D ANTEON INTL CORP COM COM 03674E108 946 17400 SH SOLE 17400
D ANTIGENICS INC DEL COM STOCK COM 037032109 141 29700 SH SOLE 29700
D AON CORP COM COM 037389103 7384 205400 SH SOLE 205400
D APACHE CORP COM COM 037411105 29792 434800 SH SOLE 434800
D APOGEE ENTERPRISES INC COM COM 037598109 328 20200 SH SOLE 20200
D APOLLO GROUP INC CL A COM 037604105 6457 106800 SH SOLE 106800
D APPLE COMPUTER INC COM COM 037833100 38418 534400 SH SOLE 534400
D APPLEBEES INTL INC COM COM 037899101 979 43350 SH SOLE 43350
D APPLERA CORP - APPLIED BIOSYST COM 038020103 7848 295500 SH SOLE 295500
D APPLERA CORP COM CELERA GENOMI COM 038020202 488 44500 SH SOLE 44500
D APPLICA INC COM COM STK COM 03815A106 34 21700 SH SOLE 21700
D APPLIED FILMS CORP COM COM 038197109 525 25300 SH SOLE 25300
D APPLIED INDL TECHNOLOGIES INC COM 03820C105 3295 97800 SH SOLE 97800
D APPLIED MATERIALS INC COM COM 038222105 18518 1032200 SH SOLE 1032200
D APPLIED MICRO CIRCUITS CORP CD COM 03822W109 654 254300 SH SOLE 254300
D APPLIED SIGNAL TECH INC COM COM 038237103 177 7800 SH SOLE 7800
D APRIA HEALTHCARE GROUP INC COM COM 037933108 757 31400 SH SOLE 31400
D APTARGROUP INC COM COM 038336103 861 16500 SH SOLE 16500
D AQUA AMER INC COM COM 03836W103 2006 73466 SH SOLE 73466
D AQUANTIVE INC COM COM 03839G105 1093 43300 SH SOLE 43300
D AQUILA INC DEL NEW COM COM 03840P102 377 104800 SH SOLE 104800
D AR BEST CORP DEL COM COM 040790107 673 15400 SH SOLE 15400
D ARAMARK CORP CL B COM 038521100 1431 51500 SH SOLE 51500
D ARBITRON INC COM COM 03875Q108 573 15100 SH SOLE 15100
D ARCH CAP GROUP LTD COM STK COM G0450A105 498 9100 SH SOLE 9100
D ARCH CHEMICALS INC COM COM 03937R102 386 12900 SH SOLE 12900
D ARCH COAL INC COM COM 039380100 4555 57300 SH SOLE 57300
D ARCHER-DANIELS-MIDLAND CO COM COM 039483102 21839 885600 SH SOLE 885600
D ARCHSTONE-SMITH TR COM COM 039583109 3561 85000 SH SOLE 85000
D ARCTIC CAT INC COM COM 039670104 303 15100 SH SOLE 15100
D ARDEN GROUP INC CL A CL A COM 039762109 273 3000 SH SOLE 3000
D ARGONAUT GROUP INC COM STK USD COM 040157109 708 21600 SH SOLE 21600
D ARIAD PHARMACEUTICALS INC COM COM 04033A100 207 35300 SH SOLE 35300
D ARIBA INC COM NEW COM 04033V203 286 38895 SH SOLE 38895
D ARMOR HLDGS INC COM COM 042260109 704 16500 SH SOLE 16500
D ARRAY BIOPHARMA INC COM COM 04269X105 222 31700 SH SOLE 31700
D ARRIS GROUP INC COM COM 04269Q100 497 52500 SH SOLE 52500
D ARROW ELECTR INC COM COM 042735100 1816 56700 SH SOLE 56700
D ARROW FINL CORP COM COM 042744102 363 13897 SH SOLE 13897
D ARROW INTL INC COM COM 042764100 919 31700 SH SOLE 31700
D ARTESYN TECHNOLOGIES INC COM COM 043127109 340 33000 SH SOLE 33000
D ARTHROCARE CORP COM COM 043136100 7265 172400 SH SOLE 172400
D ARVINMERITOR INC COM STK ISIN# COM 043353101 550 38200 SH SOLE 38200
D ASBURY AUTOMOTIVE GROUP INC CO COM 043436104 321 19500 SH SOLE 19500
D ASHLAND INC NEW COM COM COM 044209104 2634 45500 SH SOLE 45500
D ASPECT MED SYS INC COM ISIN US COM 045235108 697 20300 SH SOLE 20300
D ASPEN TECH INC COM COM 045327103 247 31500 SH SOLE 31500
D ASSOCTD BANC-CORP COM COM 045487105 2889 88750 SH SOLE 88750
D ASTEC INDS INC COM COM 046224101 5013 153500 SH SOLE 153500
D ASTORIA FINL CORP COM COM 046265104 2179 74100 SH SOLE 74100
D ASYST TECHNOLOGIES INC COM COM 04648X107 209 36600 SH SOLE 36600
D AT^T INC COM COM 00206R102 96483 3939687 SH SOLE 3939687
D ATARI INC COM COM 04651M105 91 83900 SH SOLE 83900
D ATHEROGENICS INC COM COM 047439104 1375 68700 SH SOLE 68700
D ATLAS AMER INC COM COM COM 049167109 1641 27255 SH SOLE 27255
D ATMEL CORP COM COM 049513104 875 283200 SH SOLE 283200
D ATMI INC COM COM 00207R101 2495 89200 SH SOLE 89200
D ATMOS ENERGY CORP COM COM 049560105 2938 112300 SH SOLE 112300
D ATP OIL & GAS CORP COM COM 00208J108 2572 69500 SH SOLE 69500
D ATWOOD OCEANICS INC COM COM 050095108 2864 36700 SH SOLE 36700
D AUDIOVOX CORP CL A COM 050757103 1005 72500 SH SOLE 72500
D AUG TECH CORP COM STK ISIN#US0 COM 05106U105 146 13300 SH SOLE 13300
D AUTHENTIDATE HLDG CORP COM COM 052666104 37 19200 SH SOLE 19200
D AUTOBYTEL COM INC COM COM 05275N106 134 27200 SH SOLE 27200
D AUTODESK INC COM COM 052769106 6022 140200 SH SOLE 140200
D AUTOMATIC DATA PROCESSING INC COM 053015103 23505 512200 SH SOLE 512200
D AUTONATION INC DEL COM COM 05329W102 7010 322600 SH SOLE 322600
D AUTOZONE INC COM COM 053332102 14845 161800 SH SOLE 161800
D AVANEX CORP COM STK COM 05348W109 124 90700 SH SOLE 90700
D AVAYA INC COM COM 053499109 3796 355800 SH SOLE 355800
D AVERY DENNISON CORP COM COM 053611109 3725 67400 SH SOLE 67400
D AVIALL INC NEW COM COM 05366B102 544 18900 SH SOLE 18900
D AVICI SYS INC COM NEW COM 05367L802 58 14900 SH SOLE 14900
D AVID TECH INC COM COM 05367P100 2014 36775 SH SOLE 36775
D AVISTA CORP COM ISIN # US05379 COM 05379B107 553 31200 SH SOLE 31200
D AVNET INC COM COM 053807103 1649 68900 SH SOLE 68900
D AVOCENT CORP COM COM 053893103 761 28000 SH SOLE 28000
D AVON PRODS INC COM USD0.25 COM 054303102 8308 291000 SH SOLE 291000
D AVX CORP COM COM 002444107 1520 105000 SH SOLE 105000
D AXCELIS TECHNOLOGIES INC COM S COM 054540109 298 62400 SH SOLE 62400
D AZTAR CORP COM COM 054802103 629 20700 SH SOLE 20700
D BADGER METER INC COM COM 056525108 604 15400 SH SOLE 15400
D BAKER HUGHES INC COM COM 057224107 28396 467200 SH SOLE 467200
D BALDOR ELEC CO COM COM 057741100 333 13000 SH SOLE 13000
D BALDWIN & LYONS INC CL B COM 057755209 333 13700 SH SOLE 13700
D BALL CORP COM COM 058498106 2828 71200 SH SOLE 71200
D BANCORPSOUTH INC COM COM 059692103 980 44400 SH SOLE 44400
D BANCTRUST FINL GROUP INC COM S COM 05978R107 306 15200 SH SOLE 15200
D BANDAG INC COM COM 059815100 525 12300 SH SOLE 12300
D BANK AMER CORP COM COM COM 060505104 193590 4194800 SH SOLE 4194800
D BANK N.Y. CO INC COM COM 064057102 17043 535100 SH SOLE 535100
D BANKATLANTIC BANCORP INC CL A COM 065908501 466 33300 SH SOLE 33300
D BANKRATE INC COM COM COM 06646V108 776 26300 SH SOLE 26300
D BANKUNITED FINL CORP CL A COM 06652B103 414 15600 SH SOLE 15600
D BANNER CORP COM COM 06652V109 396 12700 SH SOLE 12700
D BANTA CORP COM COM 066821109 742 14900 SH SOLE 14900
D BARD C R INC CAP COM 067383109 4522 68600 SH SOLE 68600
D BARNES & NOBLE INC COM COM 067774109 3520 82500 SH SOLE 82500
D BARNES GROUP INC COM COM 067806109 455 13800 SH SOLE 13800
D BARR PHARMACEUTICALS INC COM COM 068306109 11231 180300 SH SOLE 180300
D BARRICK GOLD CORP COM 067901108 3623 130000 SH SOLE 130000
D BASSETT FURNITURE INDS INC COM COM 070203104 289 15600 SH SOLE 15600
D BAUSCH & LOMB INC COM COM 071707103 2465 36300 SH SOLE 36300
D BAXTER INTL INC COM COM 071813109 26152 694600 SH SOLE 694600
D BB^T CORP COM COM 054937107 19156 457075 SH SOLE 457075
D BCSB BANKCORP INC COM COM 054948104 201 16100 SH SOLE 16100
D BE AEROSPACE INC COM COM 073302101 838 38100 SH SOLE 38100
D BEA SYS INC COM COM 073325102 2276 242100 SH SOLE 242100
D BEAR STEARNS COS INC COM COM 073902108 20957 181400 SH SOLE 181400
D BEARINGPOINT INC COM COM COM 074002106 940 119600 SH SOLE 119600
D BEASLEY BROADCAST GROUP INC CL COM 074014101 146 10800 SH SOLE 10800
D BEAZER HOMES USA INC COM COM 07556Q105 3890 53400 SH SOLE 53400
D BEBE STORES INC COM COM 075571109 772 55012 SH SOLE 55012
D BECKMAN COULTER INC COM COM 075811109 2191 38500 SH SOLE 38500
D BECTON DICKINSON & CO COM COM 075887109 16264 270700 SH SOLE 270700
D BED BATH BEYOND INC COM COM 075896100 6587 182200 SH SOLE 182200
D BEL FUSE INC CL A COM 077347201 375 15000 SH SOLE 15000
D BELDEN CDT INC COM COM 077454106 309 12650 SH SOLE 12650
D BELLSOUTH CORP COM STK COM 079860102 52753 1946600 SH SOLE 1946600
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