SECURITIES AND EXCHANGE COMMISSION

FORM 13F-HR Initial quarterly Form 13F holdings report filed by institutional managers

Filing Date: 2005-02-11 | Period of Report: 2004-12-31 SEC Accession No. 0000315297-05-000005

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FILER PUBLIC EMPLOYEES RETIREMENT ASSOCIATION OF COLORADO Business Address 1300 LOGAN STREET CIK:315297| IRS No.: 846000472 | State of Incorp.:CO DENVER CO 80203 Type: 13F-HR | Act: 34 | File No.: 028-00817 | Film No.: 05596732 3038329550

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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 D #REORG/BOSTONFED CORP STK MERG COM 101178101 267 5900 SH SOLE 5900 D #REORG/COTTON STS LIFE INS CO COM 221774102 204 10100 SH SOLE 10100 D #REORG/COX COMMUNICATIONS INC COM 224044107 12048 346500 SH SOLE 346500 D #REORG/DEL LABS INC COM CASH M COM 245091103 229 6600 SH SOLE 6600 D #REORG/ENDOCARDIAL SOLUTIONS I COM 292962107 296 25300 SH SOLE 25300 D #REORG/FSF FINL CORP COM 302695101 306 26200 SH SOLE 26200 D #REORG/HUDSON RIV BANCORP INC COM 444128102 261 13200 SH SOLE 13200 D #REORG/LNR PPTY CASH MERGER EF COM 501940100 321 5100 SH SOLE 5100 D #REORG/MARKETWATCH INC CASH ME COM 570619106 284 15800 SH SOLE 15800 D #REORG/OCULAR SCIENCES INC CAS COM 675744106 961 19600 SH SOLE 19600 D #REORG/PTEK HLDGS INC N/C TO S COM 69366M104 338 31600 SH SOLE 31600 D #REORG/TIPPINGPOINT TECHNOLOGI COM 888011103 392 8400 SH SOLE 8400 D #REORG/WAYPOINT FINL CORP CASH COM 946756103 649 22900 SH SOLE 22900 D #REORG/1ST HLTH GROUP CASH & S COM 320960107 1169 62500 SH SOLE 62500 D #REORG/1ST NATL BANKSHARES FLA COM 321100109 948 39655 SH SOLE 39655 D @RD INC COM COM 04648K105 256 37000 SH SOLE 37000 D A C MOORE ARTS & CRAFTS INC CO COM 00086T103 320 11100 SH SOLE 11100 D A S V INC COM COM 001963107 441 9200 SH SOLE 9200 D AAIPHARMA INC COM COM 00252W104 89 27500 SH SOLE 27500 D AAON INC COM PAR $0.004 COM 000360206 201 12500 SH SOLE 12500 D AAR CORP COM COM 000361105 302 22200 SH SOLE 22200 D AARON RENTS INC CL B COM 002535201 656 26250 SH SOLE 26250 D ABAXIS INC COM COM 002567105 235 16200 SH SOLE 16200 D ABBOTT LAB COM COM 002824100 61685 1322300 SH SOLE 1322300 D ABC BANCORP COM COM 000400101 355 16900 SH SOLE 16900 D ABERCROMBIE & FITCH CO CL A COM 002896207 12559 267500 SH SOLE 267500 D ABGENIX INC COM COM 00339B107 560 54200 SH SOLE 54200 D ABIOMED INC COM COM 003654100 474 30700 SH SOLE 30700 D ABLE LAB INC COM NEW COM 00371N407 284 12500 SH SOLE 12500 D ABM INDS INC COM COM 000957100 1187 60200 SH SOLE 60200 D ACCELRYS INC COM COM 00430U103 371 47600 SH SOLE 47600 D ACCENTURE LTD BERMUDA CLS A CO COM G1150G111 3375 125000 SH SOLE 125000 D ACCREDITED HOME LENDERS HLDG C COM 00437P107 601 12100 SH SOLE 12100 D ACCREDO HLTH INC COM COM 00437V104 909 32800 SH SOLE 32800 D ACE CASH EXPRESS INC COM COM 004403101 243 8200 SH SOLE 8200 D ACE LTD ORD STK USD0.0416 COM G0070K103 11098 259600 SH SOLE 259600 D ACTEL CORP COM COM 004934105 235 13400 SH SOLE 13400 D ACTION PERFORMANCE COS INC COM COM 004933107 168 15300 SH SOLE 15300 D ACTIVCARD CORP COM COM 00506J107 271 30400 SH SOLE 30400 D ACTIVISION INC NEW COM NEW COM 004930202 1082 53600 SH SOLE 53600 D ACTUANT CORP CL A NEW COM 00508X203 808 15500 SH SOLE 15500 D ACUITY BRANDS INC COM COM 00508Y102 913 28700 SH SOLE 28700 D ACXIOM CORP COM COM 005125109 1923 73100 SH SOLE 73100 D ADAMS RES & ENERGY INC COM NEW COM 006351308 413 23400 SH SOLE 23400 D ADAPTEC INC COM COM 00651F108 503 66300 SH SOLE 66300 D ADC TELECOMMUNICATIONS INC COM COM 000886101 1350 503800 SH SOLE 503800 D ADE CORP MASS COM COM 00089C107 241 12900 SH SOLE 12900 D ADESA INC COM COM 00686U104 972 45800 SH SOLE 45800 D ADMINISTAFF INC COM COM 007094105 242 19200 SH SOLE 19200 D ADOBE SYS INC COM COM 00724F101 9141 145700 SH SOLE 145700 D ADOLOR CORP COM COM 00724X102 259 26100 SH SOLE 26100 D ADR NOKIA CORP SPONSORED ADR COM 654902204 1489 95000 SH SOLE 95000 D ADR TELEFONOS DE MEX S A SPONS COM 879403780 4790 125000 SH SOLE 125000 D ADR TEVA PHARMACEUTICAL INDS COM 881624209 7465 250000 SH SOLE 250000 D ADR VODAFONE GROUP PLC NEW SPO COM 92857W100 6845 250000 SH SOLE 250000 D ADTRAN INC COM COM 00738A106 938 49000 SH SOLE 49000 D ADVANCED AUTO PTS INC COM COM 00751Y106 852 19500 SH SOLE 19500 D ADVANCED DIGITAL INFORMATION C COM 007525108 436 43500 SH SOLE 43500 D ADVANCED ENERGY INDS INC COM COM 007973100 196 21500 SH SOLE 21500 D ADVANCED MARKETING SVCS INC CO COM 00753T105 197 19600 SH SOLE 19600 D ADVANCED MED OPTICS INC COM COM 00763M108 847 20600 SH SOLE 20600 D ADVANCED MICRO DEVICES INC COM COM 007903107 4789 217500 SH SOLE 217500 D ADVANCED NEUROMODULATION SYS I COM 00757T101 560 14200 SH SOLE 14200 D ADVANTA CORP CL A COM 007942105 509 22500 SH SOLE 22500 D ADVENT SOFTWARE INC COM STK COM 007974108 897 43800 SH SOLE 43800 D ADVISORY BRD CO COM COM 00762W107 313 8500 SH SOLE 8500 D ADVO INC COM COM 007585102 959 26900 SH SOLE 26900 D AEROFLEX INC COM COM 007768104 528 43600 SH SOLE 43600 D AEROPOSTALE COM COM 007865108 1033 35100 SH SOLE 35100 D AES CORP COM COM 00130H105 7558 552900 SH SOLE 552900 D AETHER SYSTEMS INC COM COM 00808V105 368 109900 SH SOLE 109900 D AETNA INC COM 00817Y108 26784 214700 SH SOLE 214700 D AFFILIATED COMPUTER SVCS INC C COM 008190100 11719 194700 SH SOLE 194700 D AFFILIATED MANAGERS GROUP INC COM 008252108 860 12700 SH SOLE 12700 D AFFYMETRIX INC OC-CAP STK COM 00826T108 1330 36400 SH SOLE 36400 D AFLAC INC COM COM 001055102 17338 435200 SH SOLE 435200 D AFTERMARKET TECH CORP COM COM 008318107 246 15300 SH SOLE 15300 D AGCO CORP COM COM 001084102 985 45000 SH SOLE 45000

Copyright © 2012 www.secdatabase.com. All Rights Reserved. Please Consider the Environment Before Printing This Document D AGERE SYS INC CL A COM 00845V100 1334 973900 SH SOLE 973900 D AGILE SOFTWARE CORP DEL COM COM 00846X105 312 38200 SH SOLE 38200 D AGILENT TECHNOLOGIES INC COM COM 00846U101 11693 485200 SH SOLE 485200 D AGILYSYS INC COM STK COM 00847J105 1904 111100 SH SOLE 111100 D AGL RES INC COM COM 001204106 5285 159000 SH SOLE 159000 D AIR PROD & CHEM INC COM COM 009158106 8545 147400 SH SOLE 147400 D AIRGAS INC COM COM 009363102 2548 96100 SH SOLE 96100 D AIRTRAN HLDGS INC COM COM 00949P108 545 50900 SH SOLE 50900 D AK AIR GROUP INC COM COM 011659109 466 13900 SH SOLE 13900 D AK STL HLDG CORP COM STK PAR $ COM 001547108 1108 76600 SH SOLE 76600 D AKAMAI TECHNOLOGIES INC COM ST COM 00971T101 1009 77400 SH SOLE 77400 D AKSYS LTD COM COM 010196103 227 40900 SH SOLE 40900 D AL NATL BANCORPORATION DEL COM COM 010317105 439 6800 SH SOLE 6800 D ALAMO GROUP INC COM COM 011311107 326 12000 SH SOLE 12000 D ALAMOSA HLDGS INC COM COM 011589108 1422 114000 SH SOLE 114000 D ALBANY INTL CORP NEW CL A COM 012348108 654 18600 SH SOLE 18600 D ALBANY MOLECULAR RESH INC COM COM 012423109 182 16300 SH SOLE 16300 D ALBEMARLE CORP COM COM 012653101 4463 115300 SH SOLE 115300 D ALBERTO-CULVER CO COMMON COM 013068101 1753 36100 SH SOLE 36100 D ALBERTSON S INC COM COM 013104104 14669 614300 SH SOLE 614300 D ALCOA INC COM STK COM 013817101 22827 726500 SH SOLE 726500 D ALCON INC COM H01301102 2418 30000 SH SOLE 30000 D ALDERWOODS GROUP INC COM COM 014383103 409 35900 SH SOLE 35900 D ALEXANDER & BALDWIN INC COM COM 014482103 899 21200 SH SOLE 21200 D ALEXANDERS INC COM COM 014752109 516 2400 SH SOLE 2400 D ALEXION PHARMACEUTICALS INC CO COM 015351109 2719 107900 SH SOLE 107900 D ALFA CORP COM COM 015385107 829 54600 SH SOLE 54600 D ALIGN TECH INC COM COM 016255101 448 41700 SH SOLE 41700 D ALKERMES INC COM COM 01642T108 782 55500 SH SOLE 55500 D ALLEGHANY CORP DEL COM COM 017175100 799 2800 SH SOLE 2800 D ALLEGHENY ENERGY INC COM COM 017361106 5676 288000 SH SOLE 288000 D ALLEGHENY TECHNOLOGIES INC COM COM 01741R102 1391 64200 SH SOLE 64200 D ALLERGAN INC COM COM 018490102 6356 78400 SH SOLE 78400 D ALLETE INC COM NEW COM 018522300 561 15266 SH SOLE 15266 D ALLIANCE DATA SYS CORP COM COM 018581108 385 8100 SH SOLE 8100 D ALLIANCE GAMING CORP COM NEW N COM 01859P609 385 27900 SH SOLE 27900 D ALLIANT ENERGY CORP COM ISIN COM 018802108 1776 62100 SH SOLE 62100 D ALLIANT TECHSYSTEMS INC COM COM 018804104 1085 16600 SH SOLE 16600 D ALLIED CAP CORP NEW COM COM 01903Q108 1964 76000 SH SOLE 76000 D ALLIED HEALTHCARE INTL INC COM COM 01923A109 150 27200 SH SOLE 27200 D ALLIED WASTE INDS INC COM PAR COM 019589308 2452 264200 SH SOLE 264200 D ALLMERICA FINL CORP COM COM 019754100 1087 33100 SH SOLE 33100 D ALLOS THERAPEUTICS INC COM ISI COM 019777101 96 40200 SH SOLE 40200 D ALLSCRIPTS HEALTHCARE SOLUTION COM 01988P108 336 31500 SH SOLE 31500 D ALLSTATE CORP COM COM 020002101 45219 874300 SH SOLE 874300 D ALLTEL CORP COM COM 020039103 27417 466600 SH SOLE 466600 D ALLTEL CORP CORP UNITS CONV PF CON 020039822 3173 60000 SH SOLE 60000 D ALPHARMA INC CL A COM 020813101 488 28800 SH SOLE 28800 D ALTERA CORP COM COM 021441100 4865 235000 SH SOLE 235000 D ALTIRIS INC COM COM 02148M100 620 17500 SH SOLE 17500 D ALTRIA GROUP INC COM COM 02209S103 113640 1859900 SH SOLE 1859900 D AMAZON COM INC COM COM 023135106 10514 237400 SH SOLE 237400 D AMBAC FNCL GROUP COM STK COM 023139108 5486 66800 SH SOLE 66800 D AMBASSADORS GROUP INC COM COM 023177108 274 7700 SH SOLE 7700 D AMCOL INTL CORP COM COM 02341W103 394 19600 SH SOLE 19600 D AMCORE FINL INC COM COM 023912108 570 17700 SH SOLE 17700 D AMEDISYS INC COM COM 023436108 366 11300 SH SOLE 11300 D AMER ELEC PWR CO INC COM COM 025537101 11731 341600 SH SOLE 341600 D AMER EXPRESS CO COM COM 025816109 51832 919500 SH SOLE 919500 D AMER FINL GROUP INC OH COM STK COM 025932104 1346 43000 SH SOLE 43000 D AMER GREETINGS CORP CL A COM COM 026375105 994 39200 SH SOLE 39200 D AMER NATL INS CO COM COM 028591105 1489 14300 SH SOLE 14300 D AMER SVC GROUP INC COM COM 02364L109 289 10800 SH SOLE 10800 D AMER W HLDGS CORP CL B COM 023657208 161 24500 SH SOLE 24500 D AMERADA HESS CORP COM COM 023551104 13914 168900 SH SOLE 168900 D AMERCO COM COM 023586100 524 11400 SH SOLE 11400 D AMEREN CORP COM COM 023608102 5656 112800 SH SOLE 112800 D AMERIANA BANCORP COM COM 023613102 245 15600 SH SOLE 15600 D AMERICAN TOWER CORP CL A COM 029912201 3386 184000 SH SOLE 184000 D AMERICAN VANGUARD CORP COM COM COM 030371108 237 6450 SH SOLE 6450 D AMERICANWEST BANCORPORATION CO COM 03058P109 186 9200 SH SOLE 9200 D AMERICAS CAR-MART INC COM COM 03062T105 262 6900 SH SOLE 6900 D AMERICREDIT CORP COM COM 03060R101 2323 95000 SH SOLE 95000 D AMERIGROUP CORP COM COM 03073T102 1226 16200 SH SOLE 16200 D AMERISOURCEBERGEN CORP COM COM 03073E105 5046 86000 SH SOLE 86000 D AMERISTAR CASINOS INC COM COM COM 03070Q101 690 16000 SH SOLE 16000 D AMERITRADE HLDG CORP NEW COM COM 03074K100 3660 257400 SH SOLE 257400 D AMERN AXLE & MFG HOLDINGS INC COM 024061103 871 28400 SH SOLE 28400 D AMERN CAP STRATEGIES LTD COM COM 024937104 1291 38700 SH SOLE 38700 D AMERN DENTAL PARTNERS INC COM COM 025353103 228 12000 SH SOLE 12000 D AMERN EAGLE OUTFITTERS INC NEW COM 02553E106 2082 44200 SH SOLE 44200 D AMERN ECOLOGY CORP COM NEW COM 025533407 246 20500 SH SOLE 20500 D AMERN EQTY INVT LIFE HLDG CO C COM 025676206 170 15800 SH SOLE 15800 D AMERN HEALTHWAYS INC COM 02649V104 783 23700 SH SOLE 23700

Copyright © 2012 www.secdatabase.com. All Rights Reserved. Please Consider the Environment Before Printing This Document D AMERN HOME MTG INVT CORP COM S COM 02660R107 589 17200 SH SOLE 17200 D AMERN INDEPENDENCE CORP COM NE COM 026760405 178 12200 SH SOLE 12200 D AMERN INTL GROUP INC COM COM 026874107 155053 2361100 SH SOLE 2361100 D AMERN ITALIAN PASTA CO CL A COM 027070101 207 8900 SH SOLE 8900 D AMERN MED SYS HLDGS INC COM ST COM 02744M108 1008 24100 SH SOLE 24100 D AMERN NATL BANKSHARES INC DANV COM 027745108 307 12700 SH SOLE 12700 D AMERN PHARMACEUTICALS PARTNERS COM 02886P109 325 8700 SH SOLE 8700 D AMERN PHYSICIANS CAP INC COM COM 028884104 360 10000 SH SOLE 10000 D AMERN PWR CONVERSION CORP COM COM 029066107 2739 128000 SH SOLE 128000 D AMERN STD COS INC DEL COM COM 029712106 7219 174700 SH SOLE 174700 D AMERN STS WTR CO COM COM 029899101 205 7900 SH SOLE 7900 D AMERN SUPERCONDUCTOR CORP COM 030111108 331 22200 SH SOLE 22200 D AMERN WOODMARK CORP COM COM 030506109 498 11400 SH SOLE 11400 D AMERUS GROUP CO COM COM 03072M108 4593 101400 SH SOLE 101400 D AMERUS GROUP CO INC PRIDES CON 03072M405 776 20000 SH SOLE 20000 D AMETEK INC NEW COM COM 031100100 3670 102900 SH SOLE 102900 D AMGEN INC COM COM 031162100 74815 1166247 SH SOLE 1166247 D AMIS HLDGS INC COM COM 031538101 330 20000 SH SOLE 20000 D AMKOR TECH INC COM COM 031652100 706 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 937 25500 SH SOLE 25500 D AMR CORP COM COM 001765106 1067 97400 SH SOLE 97400 D AMSOUTH BANCORPORATION COM COM 032165102 5965 230300 SH SOLE 230300 D AMSURG CORP COM COM 03232P405 2003 67800 SH SOLE 67800 D AMYLIN PHARMACEUTICALS INC COM COM 032346108 1327 56800 SH SOLE 56800 D ANADARKO PETRO CORP COM COM 032511107 20648 318600 SH SOLE 318600 D ANALOG DEVICES INC COM COM 032654105 8418 228000 SH SOLE 228000 D ANALOGIC CORP COM PAR $0.05 COM 032657207 318 7100 SH SOLE 7100 D ANAREN INC COM COM 032744104 235 18100 SH SOLE 18100 D ANCHOR BANCORP WIS INC COM COM 032839102 431 14800 SH SOLE 14800 D ANDREW CORP COM COM 034425108 1741 127700 SH SOLE 127700 D ANDRX GROUP COM COM 034553107 963 44100 SH SOLE 44100 D ANGELICA CORP COM STK COM 034663104 1163 43000 SH SOLE 43000 D ANGIODYNAMICS INC COM STK COM 03475V101 296 13359 SH SOLE 13359 D ANHEUSER BUSCH COS INC COM COM 035229103 31544 621800 SH SOLE 621800 D ANIXTER INTL INC COM COM 035290105 2203 61200 SH SOLE 61200 D ANNTAYLOR STORES CORP COM COM 036115103 846 39300 SH SOLE 39300 D ANSOFT CORP COM COM 036384105 269 13300 SH SOLE 13300 D ANSWERTHINK INC COM COM 036916104 177 38000 SH SOLE 38000 D ANSYS INC COM COM 03662Q105 539 16800 SH SOLE 16800 D ANTEON INTL CORP COM COM 03674E108 728 17400 SH SOLE 17400 D ANTIGENICS INC DEL COM STK COM 037032109 301 29700 SH SOLE 29700 D AON CORP COM COM 037389103 6235 261300 SH SOLE 261300 D APACHE CORP COM COM 037411105 16400 324300 SH SOLE 324300 D APOGEE ENTERPRISES INC COM COM 037598109 271 20200 SH SOLE 20200 D APOLLO GROUP INC CL A COM 037604105 9161 113500 SH SOLE 113500 D APPLE COMPUTER INC COM COM 037833100 13737 213300 SH SOLE 213300 D APPLEBEES INTL INC COM COM 037899101 1147 43350 SH SOLE 43350 D APPLERA CORP - APPLIED BIOSYST COM 038020103 6064 290000 SH SOLE 290000 D APPLERA CORP COM CELERA GENOMI COM 038020202 612 44500 SH SOLE 44500 D APPLICA INC COM COM STK COM 03815A106 131 21700 SH SOLE 21700 D APPLIED FILMS CORP COM COM 038197109 545 25300 SH SOLE 25300 D APPLIED INDL TECHNOLOGIES INC COM 03820C105 2318 84600 SH SOLE 84600 D APPLIED MATERIALS INC COM COM 038222105 23073 1349300 SH SOLE 1349300 D APPLIED MICRO CIRCUITS CORP CD COM 03822W109 1069 254000 SH SOLE 254000 D APPLIED SIGNAL TECH INC COM COM 038237103 275 7800 SH SOLE 7800 D APRIA HEALTHCARE GROUP INC COM COM 037933108 5008 152000 SH SOLE 152000 D APTARGROUP INC COM COM 038336103 871 16500 SH SOLE 16500 D AQUA AMER INC COM COM 03836W103 1355 55100 SH SOLE 55100 D AQUANTIVE INC COM COM 03839G105 387 43300 SH SOLE 43300 D AQUILA INC DEL NEW COM COM 03840P102 387 104800 SH SOLE 104800 D AR BEST CORP DEL COM COM 040790107 691 15400 SH SOLE 15400 D ARAMARK CORP CL B COM 038521100 1365 51500 SH SOLE 51500 D ARBITRON INC COM COM 03875Q108 592 15100 SH SOLE 15100 D ARCH CAP GROUP LTD COM STK COM G0450A105 352 9100 SH SOLE 9100 D ARCH CHEMICALS INC COM COM 03937R102 3782 131400 SH SOLE 131400 D ARCH COAL INC COM COM 039380100 3426 96400 SH SOLE 96400 D ARCHER-DANIELS-MIDLAND CO COM COM 039483102 20336 911500 SH SOLE 911500 D ARCHSTONE-SMITH TR COM COM 039583109 5554 145000 SH SOLE 145000 D ARCTIC CAT INC COM COM 039670104 2594 97800 SH SOLE 97800 D ARDEN GROUP INC CL A COM 039762109 301 3000 SH SOLE 3000 D ARGONAUT GROUP INC COM STK USD COM 040157109 456 21600 SH SOLE 21600 D ARGOSY GAMING CO COM COM 040228108 831 17800 SH SOLE 17800 D ARIAD PHARMACEUTICALS INC COM COM 04033A100 262 35300 SH SOLE 35300 D ARIBA INC COM NEW COM 04033V203 646 38895 SH SOLE 38895 D ARMOR HLDGS INC COM COM 042260109 776 16500 SH SOLE 16500 D ARRAY BIOPHARMA INC COM COM 04269X105 302 31700 SH SOLE 31700 D ARRIS GROUP INC COM COM 04269Q100 370 52500 SH SOLE 52500 D ARROW ELECTR INC COM COM 042735100 1378 56700 SH SOLE 56700 D ARROW FINL CORP COM COM 042744102 418 13493 SH SOLE 13493 D ARROW INTL INC COM COM 042764100 3455 111500 SH SOLE 111500 D ARTESYN TECHNOLOGIES INC COM COM 043127109 373 33000 SH SOLE 33000 D ARTHROCARE CORP COM COM 043136100 3539 110400 SH SOLE 110400 D ARVINMERITOR INC COM STK ISIN# COM 043353101 855 38200 SH SOLE 38200

Copyright © 2012 www.secdatabase.com. All Rights Reserved. Please Consider the Environment Before Printing This Document D ASBURY AUTOMOTIVE GROUP INC CO COM 043436104 269 19500 SH SOLE 19500 D ASCENTIAL SOFTWARE CORP COM NE COM 04362P207 631 38700 SH SOLE 38700 D ASHLAND INC COM COM 044204105 2394 41000 SH SOLE 41000 D ASK JEEVES INC OC-COM COM 045174109 1613 60300 SH SOLE 60300 D ASPECT COMMUNICATIONS INC COM COM 04523Q102 426 38200 SH SOLE 38200 D ASPECT MED SYS INC COM ISIN US COM 045235108 497 20300 SH SOLE 20300 D ASPEN TECH INC COM COM 045327103 196 31500 SH SOLE 31500 D ASSOCTD BANC-CORP COM COM 045487105 2553 76870 SH SOLE 76870 D ASTEC INDS INC COM COM 046224101 1952 113400 SH SOLE 113400 D ASTORIA FINL CORP COM COM 046265104 1975 49400 SH SOLE 49400 D ASYST TECHNOLOGIES INC COM COM 04648X107 186 36600 SH SOLE 36600 D AT&T CORP COM NEW COM 001957505 11507 603700 SH SOLE 603700 D ATARI INC COM COM 04651M105 246 83900 SH SOLE 83900 D ATHEROGENICS INC COM COM 047439104 1619 68700 SH SOLE 68700 D ATMEL CORP COM COM 049513104 1110 283200 SH SOLE 283200 D ATMI INC COM COM 00207R101 1735 77000 SH SOLE 77000 D ATMOS ENERGY CORP COM COM 049560105 2710 99100 SH SOLE 99100 D ATP OIL & GAS CORP COM COM 00208J108 738 39700 SH SOLE 39700 D ATWOOD OCEANICS INC COM COM 050095108 709 13600 SH SOLE 13600 D AUDIOVOX CORP CL A COM 050757103 3203 203000 SH SOLE 203000 D AUG TECH CORP COM STK ISIN#US0 COM 05106U105 140 13300 SH SOLE 13300 D AUTHENTIDATE HLDG CORP COM COM 052666104 119 19200 SH SOLE 19200 D AUTO DATA PROCESSING INC COM COM 053015103 16228 365900 SH SOLE 365900 D AUTOBYTEL COM INC COM COM 05275N106 164 27200 SH SOLE 27200 D AUTODESK INC COM COM 052769106 5298 139600 SH SOLE 139600 D AUTONATION INC DEL COM COM 05329W102 4097 213300 SH SOLE 213300 D AUTOZONE INC COM COM 053332102 14692 160900 SH SOLE 160900 D AVANEX CORP COM STK COM 05348W109 300 90700 SH SOLE 90700 D AVAYA INC COM COM 053499109 4584 266500 SH SOLE 266500 D AVERY DENNISON CORP COM COM 053611109 4222 70400 SH SOLE 70400 D AVIALL INC NEW COM COM 05366B102 434 18900 SH SOLE 18900 D AVICI SYS INC COM NEW COM 05367L802 135 14900 SH SOLE 14900 D AVID TECH INC COM COM 05367P100 1179 19100 SH SOLE 19100 D AVISTA CORP COM ISIN # US05379 COM 05379B107 551 31200 SH SOLE 31200 D AVNET INC COM COM 053807103 1257 68900 SH SOLE 68900 D AVOCENT CORP COM COM 053893103 3059 75500 SH SOLE 75500 D AVON PRODS INC COM USD0.25 COM 054303102 20174 521300 SH SOLE 521300 D AVX CORP COM COM 002444107 1323 105000 SH SOLE 105000 D AXCELIS TECHNOLOGIES INC COM S COM 054540109 507 62400 SH SOLE 62400 D AZTAR CORP COM COM 054802103 723 20700 SH SOLE 20700 D BADGER METER INC COM COM 056525108 461 15400 SH SOLE 15400 D BAKER HUGHES INC COM COM 057224107 8969 210200 SH SOLE 210200 D BALDOR ELEC CO COM COM 057741100 358 13000 SH SOLE 13000 D BALDWIN & LYONS INC CL B COM 057755209 367 13700 SH SOLE 13700 D BALL CORP COM COM 058498106 3646 82900 SH SOLE 82900 D BANCORPSOUTH INC COM COM 059692103 1082 44400 SH SOLE 44400 D BANCTRUST FINL GROUP INC COM S COM 05978R107 374 15200 SH SOLE 15200 D BANDAG INC COM COM 059815100 613 12300 SH SOLE 12300 D BANK N.Y. CO INC COM COM 064057102 16523 494400 SH SOLE 494400 D BANKATLANTIC BANCORP INC CL A COM 065908501 663 33300 SH SOLE 33300 D BANKNORTH GROUP INC NEW COM COM 06646R107 3952 107982 SH SOLE 107982 D BANKRATE INC COM COM COM 06646V108 198 14300 SH SOLE 14300 D BANKUNITED FINL CORP CL A COM 06652B103 498 15600 SH SOLE 15600 D BANNER CORP COM COM 06652V109 396 12700 SH SOLE 12700 D BANTA CORP COM COM 066821109 667 14900 SH SOLE 14900 D BARD C R INC CAP COM 067383109 4203 65700 SH SOLE 65700 D BARNES & NOBLE INC COM COM 067774109 10643 329800 SH SOLE 329800 D BARNES GROUP INC COM COM 067806109 366 13800 SH SOLE 13800 D BARR PHARMACEUTICALS INC COM COM 068306109 8211 180300 SH SOLE 180300 D BASSETT FURNITURE INDS INC COM COM 070203104 306 15600 SH SOLE 15600 D BAUSCH & LOMB INC COM COM 071707103 2250 34900 SH SOLE 34900 D BAXTER INTL INC COM COM 071813109 16859 488100 SH SOLE 488100 D BB&T CORP COM COM 054937107 18892 449275 SH SOLE 449275 D BCSB BANKCORP INC COM COM 054948104 270 16100 SH SOLE 16100 D BE AEROSPACE INC COM COM 073302101 443 38100 SH SOLE 38100 D BEA SYS INC COM COM 073325102 2145 242100 SH SOLE 242100 D BEAR STEARNS COS INC COM COM 073902108 16288 159200 SH SOLE 159200 D BEARINGPOINT INC COM COM 074002106 960 119600 SH SOLE 119600 D BEASLEY BROADCAST GROUP INC CL COM 074014101 189 10800 SH SOLE 10800 D BEAZER HOMES USA INC COM COM 07556Q105 1067 7300 SH SOLE 7300 D BEBE STORES INC COM COM 075571109 989 36675 SH SOLE 36675 D BECKMAN COULTER INC COM COM 075811109 2579 38500 SH SOLE 38500 D BECTON DICKINSON & CO COM COM 075887109 14893 262200 SH SOLE 262200 D BED BATH BEYOND INC COM COM 075896100 7261 182300 SH SOLE 182300 D BEI TECHNOLOGIES INC COM COM 05538P104 374 12100 SH SOLE 12100 D BEL FUSE INC CL A COM 077347201 322 11000 SH SOLE 11000 D BEL FUSE INC CL B COM 077347300 814 24100 SH SOLE 24100 D BELDEN CDT INC COM COM 077454106 293 12650 SH SOLE 12650 D BELLSOUTH CORP COM STK COM 079860102 37075 1334100 SH SOLE 1334100 D BELMONT BANCORP COM COM 080162100 304 49600 SH SOLE 49600 D BELO CORP COM 080555105 1771 67500 SH SOLE 67500 D BEMIS CO INC COM COM 081437105 579 19900 SH SOLE 19900 D BENCHMARK ELECTRS INC COM COM 08160H101 2283 66950 SH SOLE 66950 D BENIHANA INC CL A COM 082047200 198 12200 SH SOLE 12200

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Please Consider the Environment Before Printing This Document D BENTLEY PHARMACEUTICALS INC CO COM 082657107 167 15500 SH SOLE 15500 D BERKLEY W R CORP COM COM 084423102 2061 43700 SH SOLE 43700 D BERKSHIRE HATHAWAY INC DEL CL COM 084670108 60651 690 SH SOLE 690 D BERRY PETE CO CL A COM 085789105 625 13100 SH SOLE 13100 D BEST BUY INC COM STK COM 086516101 25562 430200 SH SOLE 430200 D BEVERLY ENTERPRISES INC COM ST COM 087851309 701 76600 SH SOLE 76600 D BIG LOTS INC COM COM 089302103 890 73400 SH SOLE 73400 D BIG 5 SPORTING GOODS CORP COM COM 08915P101 417 14300 SH SOLE 14300 D BIO RAD LABS INC CL A COM 090572207 958 16700 SH SOLE 16700 D BIOGEN IDEC INC COM STK COM 09062X103 17552 263500 SH SOLE 263500 D BIOLASE TECH INC COM COM 090911108 205 18900 SH SOLE 18900 D BIOMARIN PHARMACEUTICAL INC CO COM 09061G101 311 48600 SH SOLE 48600 D BIOMET INC COM COM 090613100 11190 257900 SH SOLE 257900 D BIOSITE INC COM COM 090945106 615 10000 SH SOLE 10000 D BISYS GROUP INC COM COM 055472104 7649 465000 SH SOLE 465000 D BJ SVCS CO COM COM 055482103 11616 249600 SH SOLE 249600 D BJS RESTAURANTS INC COM COM 09180C106 237 16900 SH SOLE 16900 D BJS WHSL CLUB INC COM STK COM 05548J106 13024 447100 SH SOLE 447100 D BK AMER CORP COM COM 060505104 189952 4042400 SH SOLE 4042400 D BK GRANITE CORP COM COM 062401104 334 16000 SH SOLE 16000 D BK HAW CORP COM COM 062540109 1801 35500 SH SOLE 35500 D BK MUT CORP NEW COM STK COM 063750103 475 39000 SH SOLE 39000 D BK OF THE OZARKS INC COM COM 063904106 398 11700 SH SOLE 11700 D BLACK & DECKER CORP COM COM 091797100 8886 100600 SH SOLE 100600 D BLACK BOX CORP DEL COM COM 091826107 547 11400 SH SOLE 11400 D BLACK HILLS CORP COM COM 092113109 709 23100 SH SOLE 23100 D BLACKROCK INC CL A COM STK COM 09247X101 703 9100 SH SOLE 9100 D BLOCK H & R INC COM COM 093671105 15195 310100 SH SOLE 310100 D BLOCKBUSTER INC CL A CL A ISIN COM 093679108 196 20500 SH SOLE 20500 D BLOUNT INTL INC NEW COM COM 095180105 352 20200 SH SOLE 20200 D BLUE COAT SYS INC COM NEW COM 09534T508 151 8100 SH SOLE 8100 D BLUEGREEN CORP COM COM 096231105 442 22300 SH SOLE 22300 D BLYTH INC COM COM 09643P108 644 21800 SH SOLE 21800 D BMC SOFTWARE INC COM STK COM 055921100 3381 181800 SH SOLE 181800 D BOB EVANS FARMS INC COM COM 096761101 471 18000 SH SOLE 18000 D BOEING CO COM COM 097023105 28173 544200 SH SOLE 544200 D BOK FINL CORP COM NEW COM 05561Q201 1477 30282 SH SOLE 30282 D BOMBAY INC COM COM 097924104 158 28600 SH SOLE 28600 D BON-TON STORES INC COM COM 09776J101 205 13000 SH SOLE 13000 D BONE CARE INTL INC COM COM 098072101 323 11600 SH SOLE 11600 D BORDERS GROUP INC COM STK COM 099709107 1138 44800 SH SOLE 44800 D BORG WARNER INC COM COM 099724106 1528 28200 SH SOLE 28200 D BORLAND SOFTWARE CORP COM COM 099849101 617 52800 SH SOLE 52800 D BOWATER INC COM COM 102183100 1209 27500 SH SOLE 27500 D BOWNE & CO INC COM COM 103043105 914 56200 SH SOLE 56200 D BOYD GAMING CORP COM COM 103304101 1937 46500 SH SOLE 46500 D BRADLEY PHARMACEUTICALS INC CO COM 104576103 175 9000 SH SOLE 9000 D BRADY CORP CL A COM 104674106 1001 16000 SH SOLE 16000 D BRIGGS & STRATTON CORP CAP COM 109043109 3185 76600 SH SOLE 76600 D BRIGHT HORIZONS FAMILY SOLUTIO COM 109195107 466 7200 SH SOLE 7200 D BRIGHTPOINT INC COM NEW COM 109473405 619 31700 SH SOLE 31700 D BRINKER INTL INC COM COM 109641100 10882 310300 SH SOLE 310300 D BRINKS CO COM STK COM 109696104 1336 33800 SH SOLE 33800 D BRISTOL MYERS SQUIBB CO COM COM 110122108 39711 1550000 SH SOLE 1550000 D BROADCAST INTL INC NEW COM COM 11131M100 5 1600 SH SOLE 1600 D BROADCOM CORP CL A COM 111320107 6130 189900 SH SOLE 189900 D BROADVISION INC COM NEW COM 111412607 91 33100 SH SOLE 33100 D BROADWING CORP COM COM 11161E101 261 28630 SH SOLE 28630 D BROCADE COMMUNICATIONS SYS INC COM 111621108 1167 152800 SH SOLE 152800 D BROOKFIELD HOMES CORP COM COM 112723101 709 20900 SH SOLE 20900 D BROOKLINE BANCORP INC DEL COM COM 11373M107 529 32400 SH SOLE 32400 D BROOKS AUTOMATION INC NEW COM COM 114340102 491 28500 SH SOLE 28500 D BROOKSTONE INC COM COM 114537103 273 13950 SH SOLE 13950 D BROOKTROUT INC COM COM 114580103 145 12100 SH SOLE 12100 D BROWN & BROWN INC COM COM 115236101 1664 38200 SH SOLE 38200 D BROWN SHOE INC NEW COM COM 115736100 295 9900 SH SOLE 9900 D BROWN-FORMAN INC CL B NON-VTG COM 115637209 3023 62100 SH SOLE 62100 D BRUKER BIOSCIENCES CORP COM ST COM 116794108 293 72700 SH SOLE 72700 D BRUNSWICK CORP COM COM 117043109 3653 73800 SH SOLE 73800 D BRUSH ENGINEERED MATLS INC HLD COM 117421107 255 13800 SH SOLE 13800 D BRYN MAWR BK CORP COM STK COM 117665109 343 15600 SH SOLE 15600 D BSTN BEER INC CL A COM 100557107 387 18200 SH SOLE 18200 D BSTN COMMUNICATIONS GROUP INC COM 100582105 675 73000 SH SOLE 73000 D BSTN PVT FINL HLDGS INC COM COM 101119105 425 15100 SH SOLE 15100 D BSTN SCIENTIFIC CORP COM COM 101137107 33364 938500 SH SOLE 938500 D BUCKEYE TECHNOLOGIES INC COM COM 118255108 334 25700 SH SOLE 25700 D BUCKLE INC COM COM 118440106 280 9500 SH SOLE 9500 D BUNGE LTD COM G16962105 3187 55900 SH SOLE 55900 D BURL COAT FACTORY WHSE CORP CO COM 121579106 554 24400 SH SOLE 24400 D BURL NORTHN SANTA FE CORP COM COM 12189T104 25614 541400 SH SOLE 541400 D BURL RES INC COM COM 122014103 24377 560400 SH SOLE 560400 D BWC FINL CORP CDT-COM STK COM 056042104 271 12100 SH SOLE 12100 D C CORNET INC COM 125010108 239 25700 SH SOLE 25700 D C D I CORP COM COM 125071100 603 28200 SH SOLE 28200

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Please Consider the Environment Before Printing This Document D C D W CORP COM COM 12512N105 10742 161900 SH SOLE 161900 D C H ROBINSON WORLDWIDE INC COM COM 12541W100 7423 133700 SH SOLE 133700 D C&D TECHNOLOGIES INC COM COM 124661109 302 17700 SH SOLE 17700 D CA MICRO DEVICES CORP COM 130439102 148 20900 SH SOLE 20900 D CA PIZZA KITCHEN INC COM ISIN COM 13054D109 324 14100 SH SOLE 14100 D CA WTR SVC GROUP COM COM 130788102 474 12600 SH SOLE 12600 D CABLEVISION NY GROUP CL A COM COM 12686C109 3294 132300 SH SOLE 132300 D CABOT CORP COM COM 127055101 1389 35900 SH SOLE 35900 D CABOT MICROELECTRONICS CORP CO COM 12709P103 625 15600 SH SOLE 15600 D CABOT OIL & GAS CORP COM COM 127097103 2721 61500 SH SOLE 61500 D CACHE INC COM NEW COM COM 127150308 238 13200 SH SOLE 13200 D CACI INTL INC CL A COM 127190304 1104 16200 SH SOLE 16200 D CADENCE DESIGN SYS INC COM COM 127387108 8602 622900 SH SOLE 622900 D CAESARS ENTMT INC COM COM 127687101 3694 183400 SH SOLE 183400 D CAL DIVE INTL INC COM COM 127914109 1915 47000 SH SOLE 47000 D CALAMP CORP COM COM 128126109 118 13200 SH SOLE 13200 D CALGON CARBON CORP COM COM 129603106 230 25300 SH SOLE 25300 D CALLAWAY GOLF CO COM COM 131193104 625 46300 SH SOLE 46300 D CALPINE CORP COM COM 131347106 1554 394500 SH SOLE 394500 D CAMBREX CORP COM COM 132011107 466 17200 SH SOLE 17200 D CAMCO FINL CORP COM COM 132618109 229 14900 SH SOLE 14900 D CAMPBELL SOUP CO COM COM 134429109 10052 336300 SH SOLE 336300 D CANDELA CORP COM COM 136907102 162 14300 SH SOLE 14300 D CANTEL MEDICAL CORP COM COM 138098108 483 12900 SH SOLE 12900 D CAP CROSSING BK BSTN MASS COM COM 140071101 215 7000 SH SOLE 7000 D CAP CY BK GROUP INC COM COM 139674105 288 6900 SH SOLE 6900 D CAP TR INC MD CL A NEW COM 14052H506 310 10100 SH SOLE 10100 D CAP 1 FINL CORP UPPER DECS 6.2 CON 14040H204 1129 20000 SH SOLE 20000 D CAP 1 FNCL COM COM 14040H105 17954 213200 SH SOLE 213200 D CAPITALSOURCE INC COM COM 14055X102 411 16000 SH SOLE 16000 D CAPITOL BANCORP LTD COM COM 14056D105 324 9200 SH SOLE 9200 D CAPITOL FED FINL COM ISIN COM 14057C106 1858 51600 SH SOLE 51600 D CAPSTEAD MTG CORP COM NO PAR COM 14067E506 116 11000 SH SOLE 11000 D CAPSTONE TURBINE CORP COM STK COM 14067D102 134 73300 SH SOLE 73300 D CARAUSTAR INDS INC COM COM 140909102 2306 137100 SH SOLE 137100 D CARBO CERAMICS INC COM COM 140781105 3567 51700 SH SOLE 51700 D CARDIAC SCI INC COM NEW COM 141410209 141 66100 SH SOLE 66100 D CARDINAL FINL CORP COM COM COM 14149F109 283 25400 SH SOLE 25400 D CARDINAL HLTH INC COM 14149Y108 20004 344000 SH SOLE 344000 D CARDIODYNAMICS INTL CORP COM COM 141597104 244 47100 SH SOLE 47100 D CAREER ED CORP COM COM 141665109 10220 255500 SH SOLE 255500 D CAREMARK RX INC COM COM 141705103 10244 259800 SH SOLE 259800 D CARLISLE COMPANIES INC COM COM 142339100 3025 46600 SH SOLE 46600 D CARMAX INC COM COM 143130102 1941 62500 SH SOLE 62500 D CARMIKE CINEMAS INC COM COM 143436400 234 6400 SH SOLE 6400 D CARNIVAL CORP COM PAIRED COM 143658300 34918 605900 SH SOLE 605900 D CARPENTER TECH CORP COM COM 144285103 871 14900 SH SOLE 14900 D CARRIER ACCESS CORP COM COM 144460102 231 21600 SH SOLE 21600 D CARTER INC FORMERLY CARTER HLD COM 146229109 574 16900 SH SOLE 16900 D CASCADE BANCORP COM COM 147154108 291 14375 SH SOLE 14375 D CASCADE CORP COM COM 147195101 380 9500 SH SOLE 9500 D CASCADE FINL CORP WA EFF 03-24 COM 147272108 241 12800 SH SOLE 12800 D CASCADE NAT GAS CORP COM COM 147339105 373 17600 SH SOLE 17600 D CASELLA WASTE SYS INC CL A COM COM 147448104 250 17100 SH SOLE 17100 D CASEYS GEN STORES INC COM COM 147528103 808 44500 SH SOLE 44500 D CASH AMER INVTS INC COM COM 14754D100 568 19100 SH SOLE 19100 D CASUAL MALE RETAIL GROUP INC C COM 148711104 136 24900 SH SOLE 24900 D CATALINA MARKETING CORP COM COM 148867104 921 31100 SH SOLE 31100 D CATAPULT COMMUNICATIONS CORP C COM 149016107 266 11000 SH SOLE 11000 D CATERPILLAR INC COM COM 149123101 38858 398500 SH SOLE 398500 D CATHAY GENERAL BANCORP INC COM COM 149150104 1215 32400 SH SOLE 32400 D CATO CORP NEW CL A COM 149205106 1271 44100 SH SOLE 44100 D CAVALIER HOMES INC COM COM 149507105 212 36000 SH SOLE 36000 D CAVALRY BANCORP INC COM COM 149547101 356 16000 SH SOLE 16000 D CAVCO INDS INC DEL COM STK COM 149568107 243 5400 SH SOLE 5400 D CBRL GROUP INC COM STK COM 12489V106 5122 122400 SH SOLE 122400 D CCC INFORMATION SVCS GROUP INC COM 12487Q109 331 14900 SH SOLE 14900 D CEC ENTMT INC COM COM 125137109 572 14300 SH SOLE 14300 D CEDAR SHOPPING CTRS INC COM NE COM 150602209 219 15300 SH SOLE 15300 D CELADON GROUP INC COM COM 150838100 274 12300 SH SOLE 12300 D CELGENE CORP COM COM 151020104 2515 94800 SH SOLE 94800 D CELL GENESYS INC COM COM 150921104 213 26300 SH SOLE 26300 D CELL THERAPEUTICS INC CDT-COM COM 150934107 208 25500 SH SOLE 25500 D CELLSTAR CORP COM NEW COM 150925204 249 56000 SH SOLE 56000 D CENDANT CORP COM STK COM 151313103 33024 1412500 SH SOLE 1412500 D CENT COAST BANCORP COM STK COM 153145107 270 11700 SH SOLE 11700 D CENT EUROPEAN DISTR CORP COM S COM 153435102 403 13650 SH SOLE 13650 D CENT GARDEN & PET CO COM COM 153527106 476 11400 SH SOLE 11400 D CENT PAC FINL CORP COM COM 154760102 854 23614 SH SOLE 23614 D CENT PKG CORP COM COM 154785109 382 25200 SH SOLE 25200 D CENT VA BANKSHARES INC COM COM 155792104 313 10920 SH SOLE 10920 D CENT VT PUB SVC CORP COM COM 155771108 230 9900 SH SOLE 9900 D CENTENE CORP DEL COM COM 15135B101 743 26200 SH SOLE 26200 D CENTENNIAL COMMUNICATIONS CORP COM 15133V208 961 121200 SH SOLE 121200

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Please Consider the Environment Before Printing This Document D CENTER BANCORP INC COM COM 151408101 216 16485 SH SOLE 16485 D CENTERPOINT ENERGY INC COM COM 15189T107 2280 201800 SH SOLE 201800 D CENTEX CORP COM COM 152312104 12708 213300 SH SOLE 213300 D CENTURYTEL INC COM COM STK COM 156700106 4966 140000 SH SOLE 140000 D CENTURYTEL INC CORP UNITS CON 156700403 663 25000 SH SOLE 25000 D CENTY ALUM CO COM COM 156431108 368 14000 SH SOLE 14000 D CENTY BANCORP INC MASS CL A NO COM 156432106 230 7800 SH SOLE 7800 D CENTY BUSINESS SVCS INC COM COM 156490104 221 50700 SH SOLE 50700 D CEPHALON INC CON COM 156708109 1567 30800 SH SOLE 30800 D CEPHEID INC COM COM 15670R107 840 84500 SH SOLE 84500 D CERADYNE INC DEL COM COM 156710105 704 12300 SH SOLE 12300 D CERES GROUP INC COM COM 156772105 169 32700 SH SOLE 32700 D CERIDIAN CORP NEW COM COM 156779100 1634 89400 SH SOLE 89400 D CERNER CORP COM COM 156782104 1180 22200 SH SOLE 22200 D CERTEGY INC COM COM 156880106 1364 38400 SH SOLE 38400 D CEVA INC COM COM 157210105 189 20800 SH SOLE 20800 D CH & DWIGHT INC COM COM 171340102 1029 30600 SH SOLE 30600 D CH ENERGY GROUP INC COM COM 12541M102 428 8900 SH SOLE 8900 D CHALONE WINE GROUP LTD COM COM 157639105 406 28700 SH SOLE 28700 D CHAMPION ENTERPRISES INC COM COM 158496109 558 47200 SH SOLE 47200 D CHAMPPS ENTMT INC DEL COM COM 158787101 216 25000 SH SOLE 25000 D CHARLES RIV ASSOCS INC COM COM 159852102 388 8300 SH SOLE 8300 D CHARLES RIV LAB INTL INC COM COM 159864107 1659 36068 SH SOLE 36068 D CHARLOTTE RUSSE HLDG INC COM I COM 161048103 167 16500 SH SOLE 16500 D CHARMING SHOPPES INC COM COM 161133103 588 62800 SH SOLE 62800 D CHARTER COMMUNICATIONS INC DEL COM 16117M107 427 190800 SH SOLE 190800 D CHARTER FINL CORP W PT GA COM COM 16122M100 505 11500 SH SOLE 11500 D CHARTERMAC SH BEN INT COM 160908109 599 24500 SH SOLE 24500 D CHATTEM INC COM COM 162456107 467 14100 SH SOLE 14100 D CHECKERS DRIVE-IN RESTAURANTS COM 162809305 243 18100 SH SOLE 18100 D CHECKFREE CORP NEW COM COM 162813109 6531 171500 SH SOLE 171500 D CHECKPOINT SYS INC COM 162825103 289 16000 SH SOLE 16000 D CHEESECAKE FACTORY INC COM COM 163072101 1466 45150 SH SOLE 45150 D CHEM FINL CORP COM COM 163731102 841 19600 SH SOLE 19600 D CHEMED CORP NEW COM COM 16359R103 490 7300 SH SOLE 7300 D CHEROKEE INC DEL NEW COM COM 16444H102 279 7900 SH SOLE 7900 D CHES ENERGY CORP COM COM 165167107 2038 123500 SH SOLE 123500 D CHES UTILS CORP COM COM 165303108 360 13500 SH SOLE 13500 D CHESTER VY BANCORP INC COM COM COM 166335109 228 10395 SH SOLE 10395 D CHEVRONTEXACO CORP COM COM 166764100 110570 2105700 SH SOLE 2105700 D CHGO MERCANTILE EXCHANGE HLDGS COM 167760107 4643 20300 SH SOLE 20300 D CHICOS FAS INC COM COM 168615102 2336 51300 SH SOLE 51300 D CHILDRENS PL RETAIL STORES INC COM 168905107 644 17400 SH SOLE 17400 D CHIQUITA BRANDS INTL INC COM C COM 170032809 589 26700 SH SOLE 26700 D CHIRON CORP COM COM 170040109 3830 114900 SH SOLE 114900 D CHITTENDEN CORP COM COM 170228100 733 25500 SH SOLE 25500 D CHOICE HOTELS INTL INC COM COM 169905106 1375 23700 SH SOLE 23700 D CHOICEPOINT INC COM COM 170388102 2198 47800 SH SOLE 47800 D CHOLESTECH CORP COM COM 170393102 213 26200 SH SOLE 26200 D CHORDIANT SOFTWARE INC COM STK COM 170404107 106 46300 SH SOLE 46300 D CHRISTOPHER & BANKS CORP COM COM 171046105 446 24200 SH SOLE 24200 D CHUBB CORP COM COM 171232101 20002 260100 SH SOLE 260100 D CHURCHILL DOWNS INC COM COM 171484108 434 9700 SH SOLE 9700 D CIBER INC COM COM 17163B102 390 40500 SH SOLE 40500 D CIENA CORP COM IPO 02-07-97 COM 171779101 1383 414200 SH SOLE 414200 D CIGNA CORP COM COM 125509109 17978 220400 SH SOLE 220400 D CIMAREX ENERGY CO COM COM 171798101 849 22400 SH SOLE 22400 D CIN BELL INC NEW COM STK COM 171871106 666 160500 SH SOLE 160500 D CIN FNCL CORP COM COM 172062101 4643 104905 SH SOLE 104905 D CINERGY CORP COM COM 172474108 7364 176900 SH SOLE 176900 D CINERGY CORP INC PRIDES CON 172474207 983 15500 SH SOLE 15500 D CINTAS CORP COM COM 172908105 4925 112300 SH SOLE 112300 D CIPHERGEN BIOSYSTEMS INC COM C COM 17252Y104 118 27400 SH SOLE 27400 D CIRCOR INTL INC COM COM 17273K109 255 11000 SH SOLE 11000 D CIRCUIT CY STORES INC COM COM 172737108 2646 169200 SH SOLE 169200 D CIRRUS LOGIC INC COM COM 172755100 315 57100 SH SOLE 57100 D CISCO SYS INC COM COM 17275R102 130076 6739700 SH SOLE 6739700 D CIT GROUP INC NEW COM COM 125581108 8055 175800 SH SOLE 175800 D CITADEL BROADCASTING CORP COM COM 17285T106 223 13800 SH SOLE 13800 D CITIGROUP INC COM COM 172967101 241430 5011000 SH SOLE 5011000 D CITIZENS BKG CORP MICH COM COM 174420109 1079 31400 SH SOLE 31400 D CITIZENS COMMUNICATIONS CO COM COM 17453B101 2281 165400 SH SOLE 165400 D CITIZENS INC CL A COM 174740100 209 32742 SH SOLE 32742 D CITIZENS 1ST BANCORP INC DEL C COM 17461R106 232 9600 SH SOLE 9600 D CITRIX SYS INC COM COM 177376100 7950 324100 SH SOLE 324100 D CITY BK LYNNWOOD WASH CMT-CAP COM 17770A109 470 13000 SH SOLE 13000 D CITY NATL CORP COM COM 178566105 2021 28600 SH SOLE 28600 D CKE RESTAURANTS INC COM STK COM 12561E105 611 42100 SH SOLE 42100 D CLAIRES STORES INC COM 179584107 3984 187500 SH SOLE 187500 D CLARCOR INC COM COM 179895107 5099 93100 SH SOLE 93100 D CLARK INC COM STK COM 181457102 214 13800 SH SOLE 13800 D CLEAR CHANNEL COMMUNICATIONS I COM 184502102 14565 434900 SH SOLE 434900 D CLECO CORP NEW COM COM 12561W105 683 33700 SH SOLE 33700 D CLEVELAND CLIFFS COM STK US$1 COM 185896107 737 7100 SH SOLE 7100

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Please Consider the Environment Before Printing This Document D CLOROX CO COM COM 189054109 7714 130900 SH SOLE 130900 D CLOSURE MED CORP COM COM 189093107 187 9600 SH SOLE 9600 D CMGI INC COM COM 125750109 633 248200 SH SOLE 248200 D CMNTY BANCORP INC FALLBROOK CA COM 20342P109 348 11600 SH SOLE 11600 D CMNTY BK NORTHN VA COM COM 203566104 212 11800 SH SOLE 11800 D CMNTY BKS INC MILLERSBURG PA C COM 203628102 248 8820 SH SOLE 8820 D CMNTY CAP CORP S C COM COM 20363C102 304 12600 SH SOLE 12600 D CMNTY FINL CORP VA COM COM 20365L100 252 11600 SH SOLE 11600 D CMNTY HLTH SYS INC NEW COM COM 203668108 1734 62200 SH SOLE 62200 D CMNTY TR BANCORP INC COM COM 204149108 427 13200 SH SOLE 13200 D CMS ENERGY CORP COM COM 125896100 1301 124500 SH SOLE 124500 D CN WTR SVC INC COM COM 207797101 167 6300 SH SOLE 6300 D CNA FNCL CORP COM COM 126117100 3611 135200 SH SOLE 135200 D CNA SURETY CORP COM COM 12612L108 441 33000 SH SOLE 33000 D CNET NETWORKS INC COM CNET NET COM 12613R104 1039 92500 SH SOLE 92500 D CNF INC COM COM 12612W104 1303 26000 SH SOLE 26000 D CNS INC COM COM 126136100 335 26700 SH SOLE 26700 D COACH INC COM COM 189754104 6418 113800 SH SOLE 113800 D COACHMEN INDS INC COM COM 189873102 266 15300 SH SOLE 15300 D COAST FINL HLDGS INC COM COM 190354100 252 14400 SH SOLE 14400 D COASTAL FINL CORP DEL COM COM 19046E105 333 17380 SH SOLE 17380 D COBIZ INC COM COM COM 190897108 341 16800 SH SOLE 16800 D COCA COLA BOTTLING CO CONS COM COM 191098102 240 4200 SH SOLE 4200 D COCA COLA CO COM COM 191216100 73535 1766400 SH SOLE 1766400 D COCA COLA ENTERPRISES INC COM COM 191219104 14095 676000 SH SOLE 676000 D COEUR D ALENE MINES CORP IDA C COM 192108108 557 141800 SH SOLE 141800 D COGNEX CORP COM COM 192422103 773 27700 SH SOLE 27700 D COGNIZANT TECH SOLUTIONS CORP COM 192446102 3242 76600 SH SOLE 76600 D COHERENT INC COM COM 192479103 548 18000 SH SOLE 18000 D COHU INC COM COM 192576106 251 13500 SH SOLE 13500 D COINSTAR INC COM COM 19259P300 351 13100 SH SOLE 13100 D COLDWATER CREEK INC COM COM 193068103 838 27150 SH SOLE 27150 D COLE KENNETH PRODTNS INC CL A COM 193294105 432 14000 SH SOLE 14000 D COLGATE-PALMOLIVE CO COM COM 194162103 19558 382300 SH SOLE 382300 D COLLAGENEX PHARMACEUTICALS INC COM 19419B100 108 14700 SH SOLE 14700 D COLLINS & AIKMAN CORP NEW COM COM 194830204 272 62300 SH SOLE 62300 D COLONIAL BANCGROUP INC COM COM 195493309 1764 83100 SH SOLE 83100 D COLUMBIA BANCORP COM COM COM 197227101 256 7500 SH SOLE 7500 D COLUMBIA BKG SYS INC COM COM 197236102 352 14070 SH SOLE 14070 D COLUMBIA SPORTSWEAR CO COM COM 198516106 1389 23300 SH SOLE 23300 D COM ENCYSIVE PHARMACEUTICALS I COM 29256X107 346 34800 SH SOLE 34800 D COM HILB ROGAL & HOBBS CO COM 431294107 714 19700 SH SOLE 19700 D COMCAST CORP NEW CL A COM 20030N101 59541 1789100 SH SOLE 1789100 D COMCAST CORP NEW CL A SPL COM 20030N200 1215 37000 SH SOLE 37000 D COMERICA INC COM COM 200340107 7121 116700 SH SOLE 116700 D COMFORT SYS USA INC COM COM 199908104 243 31700 SH SOLE 31700 D COML BANKSHARES INC COM COM 201607108 470 12200 SH SOLE 12200 D COML CAP BANCORP INC COM COM 20162L105 625 26973 SH SOLE 26973 D COML FED CORP COM COM 201647104 725 24400 SH SOLE 24400 D COML METALS CO COM COM 201723103 905 17900 SH SOLE 17900 D COMM BANCORP INC N J COM COM 200519106 10819 168000 SH SOLE 168000 D COMM BANCSHARES INC COM COM 200525103 1977 39375 SH SOLE 39375 D COMM GROUP INC MASS COM COM 200641108 3900 63900 SH SOLE 63900 D COMMSCOPE INC COM COM 203372107 720 38100 SH SOLE 38100 D COMMUNITY BK SYS INC COM COM COM 203607106 294 10400 SH SOLE 10400 D COMPASS BANCSHARES INC COM COM 20449H109 3504 72000 SH SOLE 72000 D COMPEX TECHNOLOGIES INC COM COM 204513105 117 25000 SH SOLE 25000 D COMPUCREDIT CORP COM ISIN #US2 COM 20478N100 853 31200 SH SOLE 31200 D COMPUTER ASSOC INTL INC COM COM 204912109 11191 360300 SH SOLE 360300 D COMPUTER NETWORK TECH CORP COM COM 204925101 154 21700 SH SOLE 21700 D COMPUTER PROGRAMS & SYS INC CO COM 205306103 262 11300 SH SOLE 11300 D COMPUTER SCI CORP COM COM 205363104 16257 288400 SH SOLE 288400 D COMPUWARE CORP COM COM 205638109 1611 249000 SH SOLE 249000 D COMSTOCK RES INC COM NEW COM 205768203 412 18700 SH SOLE 18700 D COMTECH TELECOMMUNICATIONS COR COM 205826209 421 11200 SH SOLE 11200 D COMVERSE TECH INC COM PAR $0.1 COM 205862402 2988 122200 SH SOLE 122200 D COMWLTH TEL ENTERPRISES INC NE COM 203349105 551 11100 SH SOLE 11100 D CONAGRA FOODS INC COM 205887102 17093 580400 SH SOLE 580400 D CONCEPTUS INC COM COM 206016107 179 22000 SH SOLE 22000 D CONCORD COMMUNICATIONS INC COM COM 206186108 155 14000 SH SOLE 14000 D CONCUR TECHNOLOGIES INC COM COM 206708109 223 25000 SH SOLE 25000 D CONCURRENT COMPUTER CORP NEW C COM 206710204 151 52800 SH SOLE 52800 D CONEXANT SYS INC COM COM 207142100 329 165500 SH SOLE 165500 D CONMED CORP COM COM 207410101 662 23300 SH SOLE 23300 D CONNETICS CORP COM COM 208192104 520 21400 SH SOLE 21400 D CONOCOPHILLIPS COM COM 20825C104 56066 645700 SH SOLE 645700 D CONS EDISON INC COM 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Please Consider the Environment Before Printing This Document D CONVERGYS CORP COM COM 212485106 1743 116300 SH SOLE 116300 D COOPER CAMERON CORP COM 216640102 1765 32800 SH SOLE 32800 D COOPER COS INC COM NEW COM 216648402 1348 19100 SH SOLE 19100 D COOPER IND INC COM COM G24182100 5037 74200 SH SOLE 74200 D COOPER TIRE & RUBBER CO COM, N COM 216831107 1265 58700 SH SOLE 58700 D COORS ADOLPH CO CL B COM 217016104 2278 30100 SH SOLE 30100 D COPART INC COM COM 217204106 14523 551800 SH SOLE 551800 D CORINTHIAN COLLEGES INC COM ST COM 218868107 464 24600 SH SOLE 24600 D CORIO INC COM COM 218875102 110 57200 SH SOLE 57200 D CORIXA CORP COM COM 21887F100 144 39600 SH SOLE 39600 D CORN PRODS INTL INC COM COM 219023108 1992 37200 SH SOLE 37200 D CORNING INC COM COM 219350105 14230 1209000 SH SOLE 1209000 D CORPORATE EXECUTIVE BRD CO COM COM 21988R102 3253 48600 SH SOLE 48600 D CORRECTIONS CORP AMER COM 22025Y407 910 22500 SH SOLE 22500 D CORUS BANKSHARES INC COM COM 220873103 4249 88500 SH SOLE 88500 D CORVEL CORP COM COM 221006109 198 7400 SH SOLE 7400 D COST PLUS INC CAL COM COM 221485105 459 14300 SH SOLE 14300 D COSTAR GROUP INC COM COM 22160N109 4152 89900 SH SOLE 89900 D COSTCO WHSL CORP NEW COM COM 22160K105 16445 339700 SH SOLE 339700 D COUNTRYWIDE FINL CORP COM STK COM 222372104 21581 583100 SH SOLE 583100 D COVAD COMMUNICATIONS GROUP INC COM 222814204 274 127500 SH SOLE 127500 D COVANCE INC COM COM 222816100 1666 43000 SH SOLE 43000 D COVANSYS CORP COM COM 22281W103 330 21600 SH SOLE 21600 D COVENANT TRANS INC NEV CL A COM 22284P105 427 20500 SH SOLE 20500 D COVENTRY HLTH CARE INC COM COM 222862104 1980 37300 SH SOLE 37300 D COX RADIO INC CL A COM 224051102 349 21200 SH SOLE 21200 D CR ACCEP CORP MICH COM COM 225310101 723 28400 SH SOLE 28400 D CRANE CO COM COM 224399105 998 34600 SH SOLE 34600 D CRAWFORD & CO CL B COM 224633107 327 43600 SH SOLE 43600 D CRAY INC COM COM 225223106 237 50900 SH SOLE 50900 D CREDENCE SYS CORP DEL COM 225302108 393 42900 SH SOLE 42900 D CREE INC FORMERLY CREE RESH IN COM 225447101 5956 148600 SH SOLE 148600 D CROMPTON CORP COM COM STK ISN# COM 227116100 920 78000 SH SOLE 78000 D CROSS CTRY HEALTHCARE INC COM COM 227483104 418 23100 SH SOLE 23100 D CROWN CASTLE INTL CORP COM STK COM 228227104 3000 180300 SH SOLE 180300 D CROWN HLDGS INC COM COM 228368106 1461 106300 SH SOLE 106300 D CROWN MEDIA HLDGS INC CL A COM COM 228411104 416 48400 SH SOLE 48400 D CRT PPTYS INC COM COM 22876P109 659 27600 SH SOLE 27600 D CRYOLIFE INC COM COM 228903100 233 32900 SH SOLE 32900 D CSF HLDGS INC R/W 126335991 0 12250 SH SOLE 12250 D CSG SYS INTL INC COM COM 126349109 651 34800 SH SOLE 34800 D CSK AUTO CORP COM COM 125965103 470 28100 SH SOLE 28100 D CSX CORP COM COM 126408103 10325 257600 SH SOLE 257600 D CT COMMUNICATIONS INC COM NEW COM 126426402 368 29900 SH SOLE 29900 D CTI MOLECULAR IMAGING INC COM COM 22943D105 474 33400 SH SOLE 33400 D CTS CORP COM COM 126501105 758 57000 SH SOLE 57000 D CUBIC CORP COM COM 229669106 453 18000 SH SOLE 18000 D CUBIST PHARMACEUTICALS INC COM COM 229678107 335 28300 SH SOLE 28300 D CULLEN / FROST BANKERS INC COM COM 229899109 1511 31100 SH SOLE 31100 D CUMMINS INC COM 231021106 5413 64600 SH SOLE 64600 D CUMULUS MEDIA INC CL A DEL COM 231082108 510 33800 SH SOLE 33800 D CUNO INC COM COM 126583103 5993 100900 SH SOLE 100900 D CURAGEN CORP COM COM 23126R101 289 40300 SH SOLE 40300 D CURATIVE HLTH SVCS INC NEW COM COM 23126W100 105 15400 SH SOLE 15400 D CURTISS WRIGHT CORP COM COM 231561101 568 9900 SH SOLE 9900 D CV THERAPEUTICS INC COM COM 126667104 497 21600 SH SOLE 21600 D CVB FINL CORP COM COM 126600105 908 34200 SH SOLE 34200 D CVS CORP COM STK COM 126650100 20119 446400 SH SOLE 446400 D CY HLDG CO COM COM 177835105 308 8500 SH SOLE 8500 D CYBERONICS INC COM COM 23251P102 348 16800 SH SOLE 16800 D CYBEROPTICS CORP COM COM 232517102 202 13600 SH SOLE 13600 D CYMER INC COM COM 232572107 641 21700 SH SOLE 21700 D CYPRESS BIOSCIENCES INC COM PA COM 232674507 240 17100 SH SOLE 17100 D CYPRESS SEMICONDUCTOR CORP COM COM 232806109 821 70000 SH SOLE 70000 D CYTEC IND COM COM 232820100 972 18900 SH SOLE 18900 D CYTOGEN CORP COM NEW COM 232824300 172 14900 SH SOLE 14900 D CYTYC CORP COM COM 232946103 4113 149200 SH SOLE 149200 D D & E COMMUNICATIONS INC COM COM 232860106 276 22900 SH SOLE 22900 D D R HORTON INC COM COM 23331A109 3761 93300 SH SOLE 93300 D DADE BEHRING HLDGS INC COM COM 23342J206 1389 24800 SH SOLE 24800 D DAKTRONICS INC COM COM 234264109 339 13600 SH SOLE 13600 D DANA CORP COM COM 235811106 2092 120700 SH SOLE 120700 D DANAHER CORP COM COM 235851102 23406 407700 SH SOLE 407700 D DANIELSON HLDG CORP COM COM 236274106 429 50750 SH SOLE 50750 D DARDEN RESTAURANTS INC COM COM 237194105 3667 132200 SH SOLE 132200 D DATASCOPE CORP COM COM 238113104 544 13700 SH SOLE 13700 D DAVE & BUSTERS INC COM COM 23833N104 283 14000 SH SOLE 14000 D DAVITA INC COM COM 23918K108 2449 61950 SH SOLE 61950 D DAXOR CORP COM COM 239467103 429 18800 SH SOLE 18800 D 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774300 SH SOLE 774300 D DEVRY INC DEL COM COM 251893103 736 42400 SH SOLE 42400 D DIAGNOSTIC PRODS CORP COM COM 252450101 721 13100 SH SOLE 13100 D DIAMOND CLUSTER COM COM 25278P106 443 30900 SH SOLE 30900 D DIAMOND OFFSHORE DRILLING INC COM 25271C102 3056 76300 SH SOLE 76300 D DICKS SPORTING GOODS INC OC-CO COM 253393102 724 20600 SH SOLE 20600 D DIEBOLD INC COM COM 253651103 2134 38300 SH SOLE 38300 D DIGENE CORP COM COM 253752109 429 16400 SH SOLE 16400 D DIGIMARC CORP COM STK COM 253807101 141 15100 SH SOLE 15100 D DIGITAL INSIGHT CORP COM STK COM 25385P106 386 21000 SH SOLE 21000 D DIGITAL RIV INC COM COM 25388B104 903 21700 SH SOLE 21700 D DIGITAL THEATER SYS INC OC-COM COM 25389G102 246 12200 SH SOLE 12200 D DIGITAS INC COM COM 25388K104 614 64300 SH SOLE 64300 D DILLARDS INC CL A COM COM 254067101 1212 45100 SH SOLE 45100 D DIME CMNTY BANCSHARES INC COM COM 253922108 1702 95050 SH SOLE 95050 D DIODES INC COM COM 254543101 229 10100 SH SOLE 10100 D DIONEX CORP COM COM 254546104 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257867101 2986 84600 SH SOLE 84600 D DORAL FINL CORP COM COM 25811P100 3024 61400 SH SOLE 61400 D DOT HILL SYS CORP COM COM 25848T109 215 27400 SH SOLE 27400 D DOUBLE EAGLE PETE CO COM 258570209 307 15900 SH SOLE 15900 D DOUBLECLICK INC COM COM 258609304 661 85000 SH SOLE 85000 D DOV PHARMACEUTICAL INC COM COM 259858108 249 13800 SH SOLE 13800 D DOVER CORP COM COM 260003108 5536 132000 SH SOLE 132000 D DOVER DOWNS GAMING & ENTMT INC COM 260095104 282 21500 SH SOLE 21500 D DOW CHEM CO COM COM 260543103 46183 932800 SH SOLE 932800 D DOW JONES & CO INC COM COM 260561105 2213 51400 SH SOLE 51400 D DOWNEY FINL CORP COM COM 261018105 707 12400 SH SOLE 12400 D DPL CO COM COM 233293109 1951 77700 SH SOLE 77700 D DRESS BARN INC COM COM 261570105 296 16800 SH SOLE 16800 D DREW INDS INC COM NEW COM 26168L205 322 8900 SH SOLE 8900 D DRIL-QUIP INC COM COM 262037104 835 34400 SH SOLE 34400 D DRS TECHNOLOGIES INC COM COM 23330X100 414 9700 SH SOLE 9700 D DRUGSTORE COM INC COM ISIN #US COM 262241102 187 55000 SH SOLE 55000 D DSP GROUP INC COM COM 23332B106 395 17700 SH SOLE 17700 D DST SYS INC COM COM 233326107 7714 148000 SH SOLE 148000 D DTE ENERGY CO COM COM 233331107 6137 142300 SH SOLE 142300 D DTE ENERGY CO EQTY SEC UNITS 8 CON 233331206 1043 40000 SH SOLE 40000 D DU PONT E I DE NEMOURS & CO CO COM 263534109 40790 831600 SH SOLE 831600 D DUKE ENERGY CORP COM STK COM 264399106 18476 729400 SH SOLE 729400 D DUKE RLTY CORP COM NEW REIT COM 264411505 3414 100000 SH SOLE 100000 D DUN & BRADSTREET CORP DEL NEW COM 26483E100 2392 40100 SH SOLE 40100 D DUPONT PHOTOMASKS INC COM COM 26613X101 285 10800 SH SOLE 10800 D DUQUESNE LT HLDGS INC COM STK COM 266233105 941 49900 SH SOLE 49900 D DURA AUTOMOTIVE SYS INC COM COM 265903104 165 15200 SH SOLE 15200 D DUSA PHARMACEUTICALS INC COM COM 266898105 240 16800 SH SOLE 16800 D DYAX CORP COM COM 26746E103 141 19500 SH SOLE 19500 D DYCOM INDS INC COM COM 267475101 4416 144700 SH SOLE 144700 D DYNACQ HEALTHCARE INC COM COM 26779V105 103 21523 SH SOLE 21523 D DYNEGY INC NEW CL A COM COM 26816Q101 1589 344000 SH SOLE 344000 D E PENN FINL CORP COM STK COM 274287101 212 24200 SH SOLE 24200 D E PIPHANY INC COM COM 26881V100 306 63300 SH SOLE 63300 D E W BANCORP INC COM COM 27579R104 4456 106200 SH SOLE 106200 D E Z EM INC COM NEW COM 269305405 228 15600 SH SOLE 15600 D E*TRADE FIN CORP COM COM 269246104 3500 234100 SH SOLE 234100 D EAGLE MATLS INC COM COM 26969P108 855 9900 SH SOLE 9900

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245694 4793100 SH SOLE 4793100 D F N B CORP N C COM COM 302519103 254 13300 SH SOLE 13300 D F N B CORP PA COM COM 302520101 625 30700 SH SOLE 30700 D F N B CORP VA COM STK COM 302930102 196 6900 SH SOLE 6900 D F P L GROUP INC COM COM 302571104 14606 195400 SH SOLE 195400 D FACTSET RESH SYS INC COM COM 303075105 1216 20800 SH SOLE 20800 D FAIR ISAAC CORPORATION COM COM 303250104 1005 27400 SH SOLE 27400 D FAIRCHILD SEMICONDUCTOR INTL I COM 303726103 1125 69200 SH SOLE 69200 D FALCONSTOR SOFTWARE INC COM COM 306137100 321 33500 SH SOLE 33500 D FAMILY DLR STORES INC COM COM 307000109 3292 105400 SH SOLE 105400 D FARMERS CAP BK CORP COM COM 309562106 453 11000 SH SOLE 11000 D FARO TECHNOLOGIES INC COM COM 311642102 340 10900 SH SOLE 10900 D FASTENAL CO COM COM 311900104 2746 44600 SH SOLE 44600 D FBL FINL GROUP INC CL A COM 30239F106 674 23600 SH SOLE 23600 D FDRY NETWORKS INC COM COM 35063R100 1083 82300 SH SOLE 82300 D FED SIGNAL CORP COM COM 313855108 477 27000 SH SOLE 27000 D FEDEX CORP COM COM 31428X106 35437 359800 SH SOLE 359800 D FEDT DEPT STORES INC DEL COM COM 31410H101 16563 286600 SH SOLE 286600 D FEDT INVESTORS INC CL B COM 314211103 2155 70900 SH SOLE 70900 D FEI CO COM COM 30241L109 468 22300 SH SOLE 22300 D FERRO CORP COM COM 315405100 515 22200 SH SOLE 22200 D FFLC BANCORP INC COM COM 30242W104 295 8400 SH SOLE 8400 D FHLMC COM COM 313400301 50013 678600 SH SOLE 678600 D FID BANKSHARES INC NEW COM COM 31604Q107 346 8100 SH SOLE 8100 D FID NATL FINL INC COM COM 316326107 10890 238450 SH SOLE 238450 D FID SOUTHN CORP NEW COM STK COM 316394105 382 20100 SH SOLE 20100 D FILENET CORP COM COM 316869106 2416 93800 SH SOLE 93800 D FINANCIAL INSTNS INC COM COM 317585404 305 13100 SH SOLE 13100 D FINDWHAT COM COM COM 317794105 269 15200 SH SOLE 15200 D FINISAR CORP COM COM 31787A101 318 139400 SH SOLE 139400 D FINISH LINE INC CL A COM 317923100 359 19600 SH SOLE 19600 D FINL FED CORP COM COM 317492106 478 12200 SH SOLE 12200 D FINL INDS CORP COM COM 317574101 126 15700 SH SOLE 15700 D FINLAY ENTERPRISES INC COM NEW COM 317884203 224 11300 SH SOLE 11300 D FIRST CASH FINANCIAL SERVICES COM 31942D107 300 11250 SH SOLE 11250 D FIRST DATA CORP COM COM 319963104 31297 735700 SH SOLE 735700 D FIRST HORIZON PHARMACEUTICAL C COM 32051K106 526 23000 SH SOLE 23000 D FIRST OAK BROOK BANCSHARES INC COM 335847208 321 9900 SH SOLE 9900 D FIRSTENERGY CORP COM COM 337932107 14267 361100 SH SOLE 361100 D FIRSTFED FINL CORP DEL COM COM 337907109 456 8800 SH SOLE 8800 D FIRSTMERIT CORP COM COM 337915102 1741 61100 SH SOLE 61100 D FISERV INC COM COM 337738108 6189 154000 SH SOLE 154000 D FISHER SCIENTIFIC INTL INC COM COM 338032204 2464 39500 SH SOLE 39500 D FL PUB UTILS CO COM COM 341135101 295 15400 SH SOLE 15400 D FL ROCK INDS INC COM COM 341140101 2923 49100 SH SOLE 49100 D FLAGSTAR BANCORP INC COM COM 337930101 814 36000 SH SOLE 36000 D FLEETWOOD ENTERPRISES INC COM COM 339099103 400 29700 SH SOLE 29700 D FLEXSTEEL INDS INC COM COM 339382103 175 9900 SH SOLE 9900 D FLIR SYS INC COM COM 302445101 1059 16600 SH SOLE 16600 D FLORIDA EAST COAST INDS COM COM 340632108 1042 23100 SH SOLE 23100 D FLOWERS FOODS INC COM COM 343498101 932 29500 SH SOLE 29500 D FLOWSERVE CORP COM COM 34354P105 939 34100 SH SOLE 34100 D FLUOR CORP NEW COM COM 343412102 2851 52300 SH SOLE 52300 D FLYI INC COM COM 34407T104 64 36000 SH SOLE 36000 D FMC CORP COM (NEW) COM 302491303 1009 20900 SH SOLE 20900 D FMC TECHNOLOGIES INC COM COM 30249U101 1185 36800 SH SOLE 36800 D FMR BROS CO DEL COM 307675108 244 10070 SH SOLE 10070 D FMS FINL CORP COM COM 302509104 260 12700 SH SOLE 12700 D FNMA COM STK COM 313586109 64452 905100 SH SOLE 905100 D FOOT LOCKER INC COM COM 344849104 2254 83700 SH SOLE 83700 D FOOTHILL INDPT BANCORP COM COM 344905104 336 14300 SH SOLE 14300 D FORD MTR CO CAP TR II TR ORIGI CON 345395206 2112 40000 SH SOLE 40000 D FORD MTR CO DEL COM PAR $0.01 COM 345370860 31492 2151100 SH SOLE 2151100 D FOREST CY ENTERPRISES INC CL A COM 345550107 1410 24500 SH SOLE 24500 D FOREST LAB INC COM COM 345838106 13108 292200 SH SOLE 292200 D FOREST OIL CORP COM PAR $0.01 COM 346091705 933 29400 SH SOLE 29400 D FORMFACTOR INC COM STK COM 346375108 624 23000 SH SOLE 23000 D FORRESTER RESH INC COM COM 346563109 280 15600 SH SOLE 15600 D FORTUNE BRANDS INC COM STK COM 349631101 8822 114300 SH SOLE 114300 D FOSSIL INC COM COM 349882100 3008 117300 SH SOLE 117300

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Please Consider the Environment Before Printing This Document D FOX ENTMT GROUP INC CL A COM COM 35138T107 9997 319800 SH SOLE 319800 D FPIC INS GROUP INC COM COM 302563101 336 9500 SH SOLE 9500 D FPL GROUP INC CORP UNITS 8.250 CON 302571203 3691 60000 SH SOLE 60000 D FREDS INC CL A COM 356108100 425 24400 SH SOLE 24400 D FREEPORT MCMORAN C & G CL B CO COM 35671D857 5605 146600 SH SOLE 146600 D FREESCALE SEMICONDUCTOR INC CL COM 35687M206 4050 220603 SH SOLE 220603 D FREMONT GEN CORP COM COM 357288109 1229 48800 SH SOLE 48800 D FRESH DEL MONTE PRODUCE INC CO COM G36738105 927 31300 SH SOLE 31300 D FRIENDLY ICE CREAM CORP NEW CO COM 358497105 129 15300 SH SOLE 15300 D FRKLN ELEC INC COM COM 353514102 304 7200 SH SOLE 7200 D FRKLN RES INC COM COM 354613101 11095 159300 SH SOLE 159300 D FRONTIER AIRLS INC NEW COM COM 359065109 281 24600 SH SOLE 24600 D FRONTIER FINL CORP WASH CDT-CO COM 35907K105 347 9000 SH SOLE 9000 D FRONTIER OIL CORP COM COM 35914P105 698 26200 SH SOLE 26200 D FSI 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SOLE 162500 D GENZYME CORP COM COM 372917104 8710 149992 SH SOLE 149992 D GEO GROUP INC COM STK COM 36159R103 239 9000 SH SOLE 9000 D GERMAN AMERN BANCORP COM COM 373865104 209 13000 SH SOLE 13000 D GERON CORP COM COM 374163103 198 24800 SH SOLE 24800 D GETTY IMAGES INC COM COM 374276103 2348 34100 SH SOLE 34100 D GEVITY HR INC COM STK COM 374393106 278 13500 SH SOLE 13500 D GIANT INDS INC COM COM 374508109 353 13300 SH SOLE 13300 D GIBRALTAR INDS INC COM COM 374689107 999 42300 SH SOLE 42300 D GILEAD SCI INC COM COM 375558103 8723 249300 SH SOLE 249300 D GILLETTE CO COM COM 375766102 37029 826900 SH SOLE 826900 D GLACIER BANCORP INC NEW COM COM 37637Q105 557 16375 SH SOLE 16375 D GLAMIS GOLD LTD COM COM 376775102 1227 71500 SH SOLE 71500 D GLATFELTER COM 377316104 384 25100 SH SOLE 25100 D GLOBAL IMAGING SYS INC COM COM 37934A100 2564 64900 SH SOLE 64900 D GLOBAL INDS LTD COM COM 379336100 529 63800 SH SOLE 63800 D GLOBAL PMTS INC COM COM 37940X102 8986 153500 SH SOLE 153500 D GLOBAL 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COM 397624107 762 13600 SH SOLE 13600 D GREY GLOBAL GROUP INC COM COM 39787M108 990 900 SH SOLE 900 D GREY WOLF INC COM COM 397888108 467 88700 SH SOLE 88700 D GRIFFIN LD & NURSERIES INC COM COM 398231100 252 9800 SH SOLE 9800 D GRIFFON CORP COM COM 398433102 375 13900 SH SOLE 13900 D GROUP 1 AUTOMOTIVE INC COM COM 398905109 406 12900 SH SOLE 12900 D GRTR COMNTY BANCORP COM COM 39167M108 281 17117 SH SOLE 17117 D GSI COMM INC COM STK COM 36238G102 628 35300 SH SOLE 35300 D GTECH HLDGS CORP COM COM 400518106 1650 63600 SH SOLE 63600 D GTR BAY BANCORP COM COM 391648102 1963 70400 SH SOLE 70400 D GTR DEL VY SVGS BK COM COM 391688108 285 7200 SH SOLE 7200 D GUESS INC COM COM 401617105 383 30500 SH SOLE 30500 D GUIDANT CORP COM STK COM 401698105 13879 192500 SH SOLE 192500 D GUILFORD PHARMACEUTICALS INC C COM 401829106 127 25700 SH SOLE 25700 D GUITAR CTR INC COM COM 402040109 5048 95800 SH SOLE 95800 D GULF IS FABRICATION INC COM COM 402307102 279 12800 SH SOLE 12800 D GULFMARK OFFSHORE INC COM COM 402629109 385 17300 SH SOLE 17300 D GYMBOREE CORP COM COM 403777105 191 14900 SH SOLE 14900 D HAEMONETICS CORP MASS COM COM 405024100 652 18000 SH SOLE 18000 D HAIN CELESTIAL GROUP INC COM COM 405217100 440 21300 SH SOLE 21300 D HALLIBURTON CO COM COM 406216101 17650 449800 SH SOLE 449800 D HANDLEMAN CO DEL COM COM 410252100 333 15500 SH SOLE 15500 D HANGER ORTHOPEDIC GROUP INC CO COM 41043F208 129 15900 SH SOLE 15900 D HANMI FINL CORP COM COM 410495105 999 27791 SH SOLE 27791 D HANOVER COMPRESSOR CO COM (HOL COM 410768105 2846 201400 SH SOLE 201400 D HANSEN NAT CORP COM COM 411310105 630 17300 SH SOLE 17300 D HARLAND JOHN H CO COM COM 412693103 433 12000 SH SOLE 12000 D HARLEY DAVIDSON INC COM COM 412822108 14623 240700 SH SOLE 240700 D HARLEYSVILLE GROUP INC COM COM 412824104 635 26600 SH SOLE 26600 D HARLEYSVILLE NATL CORP PA COM COM 412850109 475 17850 SH SOLE 17850 D HARLEYSVILLE SVGS FINL CORP CO COM 412865107 235 7800 SH SOLE 7800 D HARMAN INTL INDS INC NEW COM S COM 413086109 5004 39400 SH SOLE 39400 D HARMONIC INC COM COM 413160102 415 49800 SH SOLE 49800 D HARRAH S ENTMT INC COM STK COM 413619107 5906 88300 SH SOLE 88300 D HARRIS & HARRIS GROUP INC COM COM 413833104 193 11800 SH SOLE 11800 D HARRIS CORP COM COM 413875105 4851 78500 SH SOLE 78500 D HARRIS INTERACTIVE INC COM STC COM 414549105 322 40700 SH SOLE 40700 D HARSCO CORP COM COM 415864107 2726 48900 SH SOLE 48900 D HARTE-HANKS INC COM (NEW) COM 416196103 1122 43200 SH SOLE 43200 D HARTFORD FINL SVCS GROUP INC C COM 416515104 29138 420400 SH SOLE 420400 D HARTMARX CORP COM COM 417119104 254 32700 SH SOLE 32700 D HARVARD BIOSCIENCE INC COM COM 416906105 124 26700 SH SOLE 26700 D HARVEST NAT RES INC COM COM 41754V103 387 22400 SH SOLE 22400 D HASBRO INC COM COM 418056107 2700 139300 SH SOLE 139300 D HAVERTY FURNITURE COS INC COM COM 419596101 285 15400 SH SOLE 15400 D HAWAIIAN ELEC INDS INC COM COM 419870100 1090 37400 SH SOLE 37400 D HBR FLA BANCSHARES INC COM COM 411901101 571 16500 SH SOLE 16500 D HCA INC COM COM 404119109 23129 578800 SH SOLE 578800 D HCC INS HLDGS INC COM COM 404132102 1033 31200 SH SOLE 31200 D HEADWATERS INC COM COM 42210P102 661 23200 SH SOLE 23200 D HEALTH NET INC COM COM 42222G108 6683 231500 SH SOLE 231500 D HEALTHEXTRAS INC COM STK COM 422211102 1593 97700 SH SOLE 97700 D HEALTHTRONICS INC COM STK COM 42222L107 411 38700 SH SOLE 38700 D HEARST-ARGYLE T V INC COM COM 422317107 710 26900 SH SOLE 26900 D HEARTLAND EXPRESS INC COM COM 422347104 967 43050 SH SOLE 43050 D HECLA MNG CO COM COM 422704106 412 70600 SH SOLE 70600 D HEICO CORP NEW COM COM 422806109 404 17900 SH SOLE 17900 D HEIDRICK & STRUGGLES INTL INC COM 422819102 5003 146000 SH SOLE 146000 D HEINZ H J CO COM COM 423074103 16290 417800 SH SOLE 417800 D HELEN TROY LTD COM STK COM G4388N106 544 16200 SH SOLE 16200 D HELIX TECH CORP COM COM 423319102 310 17800 SH SOLE 17800 D HELMERICH & PAYNE INC COM COM 423452101 831 24400 SH SOLE 24400 D HENRY JACK & ASSOC INC COM COM 426281101 8769 440450 SH SOLE 440450 D HERCULES INC VTG COM COM 427056106 1326 89300 SH SOLE 89300 D HERITAGE COMM CORP COM COM 426927109 365 19200 SH SOLE 19200 D HERSHEY FOODS CORP COM COM 427866108 8898 160200 SH SOLE 160200 D HEWITT ASSOCS INC COM COM 42822Q100 1020 31880 SH SOLE 31880

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436440101 459 16700 SH SOLE 16700 D HOME DEPOT INC COM COM 437076102 92583 2166200 SH SOLE 2166200 D HOME FED BANCORP COM COM 436926109 287 11400 SH SOLE 11400 D HOMESTORE INC COM 437852106 259 85400 SH SOLE 85400 D HONEYWELL INTL INC COM STK COM 438516106 31742 896400 SH SOLE 896400 D HOOPER HOLMES INC COM COM 439104100 336 56700 SH SOLE 56700 D HORACE MANN EDUCATORS CORP COM COM 440327104 605 31700 SH SOLE 31700 D HORIZON FINL CORP WASH COM COM 44041F105 290 14100 SH SOLE 14100 D HORMEL FOODS CORP COM COM 440452100 2439 77800 SH SOLE 77800 D HOSPIRA INC COM COM 441060100 3251 97050 SH SOLE 97050 D HOST MARRIOTT CORP REIT COM 44107P104 2336 135000 SH SOLE 135000 D HOT TOPIC INC COM COM 441339108 1419 82550 SH SOLE 82550 D HOVNANIAN ENTERPRISES INC CL A COM 442487203 867 17500 SH SOLE 17500 D HSTN EXPL CO COM COM 442120101 749 13300 SH SOLE 13300 D HUB GROUP INC CL A COM 443320106 339 6500 SH SOLE 6500 D HUBBELL INC CL B COM COM 443510201 1527 29200 SH SOLE 29200 D HUDSON CY BANCORP INC COM STK COM 443683107 4179 113500 SH SOLE 113500 D HUDSON HIGHLAND GROUP INC COM COM 443792106 207 7200 SH SOLE 7200 D HUDSON UTD BANCORP COM STK NPV COM 444165104 1067 27100 SH SOLE 27100 D HUGHES SUP INC COM COM 444482103 886 27400 SH SOLE 27400 D HUMAN GENOME SCIENCES INC COM COM 444903108 956 79500 SH SOLE 79500 D HUMANA INC COM COM 444859102 7684 258800 SH SOLE 258800 D HUNT J B TRANS SVCS INC COM COM 445658107 2184 48700 SH SOLE 48700 D HUNTINGTON BANCSHARES INC COM COM 446150104 3687 148800 SH SOLE 148800 D HUTCHINSON TECH INC COM COM 448407106 1953 56500 SH SOLE 56500 D HYDRIL CO COM COM 448774109 1279 28100 SH SOLE 28100 D HYPERCOM CORP COM COM 44913M105 197 33300 SH SOLE 33300 D HYPERION SOLUTIONS CORP COM COM 44914M104 1599 34300 SH SOLE 34300 D I-FLOW CORP COM NEW COM 449520303 376 20600 SH SOLE 20600 D IAC / INTERACTIVECORP COM COM 44919P102 10590 383400 SH SOLE 383400 D IBERIABANK CORP COM COM 450828108 232 3500 SH SOLE 3500 D ICOS CORP COM COM 449295104 1086 38400 SH SOLE 38400 D ICT GROUP INC COM COM 44929Y101 165 17000 SH SOLE 17000 D ICU MED INC COM COM 44930G107 336 12300 SH SOLE 12300 D IDACORP INC COM COM 451107106 764 25000 SH SOLE 25000 D IDENTIX INC COM COM 451906101 486 65900 SH SOLE 65900 D IDEX CORP COM COM 45167R104 3208 79200 SH SOLE 79200 D IDEXX LABS INC COM 45168D104 999 18300 SH SOLE 18300 D IDT CORP COM COM 448947101 157 10700 SH SOLE 10700 D IDX SYS CORP COM COM 449491109 1723 50000 SH SOLE 50000 D IGATE CORP COM COM STK ISIN# COM 45169U105 168 41500 SH SOLE 41500 D IHOP CORP NEW COM COM 449623107 557 13300 SH SOLE 13300 D II-VI INC COM COM 902104108 450 10600 SH SOLE 10600 D IKON OFFICE SOLUTIONS INC COM COM 451713101 973 84200 SH SOLE 84200 D ILL TOOL WKS INC COM COM 452308109 31307 337800 SH SOLE 337800 D ILLUMINA INC COM COM 452327109 288 30400 SH SOLE 30400 D IMAGISTICS INTL INC COM COM 45247T104 263 7800 SH SOLE 7800 D IMATION CORP COM COM 45245A107 509 16000 SH SOLE 16000 D IMCLONE SYS INC COM COM 45245W109 2078 45100 SH SOLE 45100 D IMMTECH INTL INC COM COM 452519101 134 11200 SH SOLE 11200 D IMMUCOR INC COM STK COM 452526106 587 24975 SH SOLE 24975 D IMMUNOMEDICS INC COM COM 452907108 146 48100 SH SOLE 48100 D IMPAC MED SYS INC COM COM 45255A104 187 9100 SH SOLE 9100 D IMPAX LAB INC COM COM 45256B101 542 34100 SH SOLE 34100 D IMPLANT SCIENCES CORP COM STK COM 45320R108 149 15300 SH SOLE 15300 D IMS HLTH INC COM STK COM 449934108 3475 149700 SH SOLE 149700 D INAMED CORP COM COM 453235103 1480 23400 SH SOLE 23400 D INCYTE CORP COM COM 45337C102 501 50200 SH SOLE 50200 D INDEPENDENCE CMNTY BK CORP COM COM 453414104 1290 30300 SH SOLE 30300 D INDEPENDENCE HLDG CO NEW COM N COM 453440307 359 19440 SH SOLE 19440 D INDEVUS PHARMACEUTICALS INC CO COM 454072109 228 38200 SH SOLE 38200 D INDPT BK CORP MASS COM COM 453836108 368 10900 SH SOLE 10900 D INDPT BK CORP MICH COM COM 453838104 355 11900 SH SOLE 11900 D INDYMAC BANCORP INC COM COM 456607100 1044 30300 SH SOLE 30300 D INFINITY PPTY & CAS CORP COM COM 45665Q103 422 12000 SH SOLE 12000 D INFOCROSSING INC COM COM 45664X109 267 15800 SH SOLE 15800 D INFOCUS CORP COM COM 45665B106 274 29900 SH SOLE 29900 D INFONET SVCS CORP CL B COM 45666T106 272 134700 SH SOLE 134700 D INFORMATICA CORP COM COM 45666Q102 451 55600 SH SOLE 55600 D INFOSPACE INC COM NEW COM 45678T201 1155 24300 SH SOLE 24300

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Please Consider the Environment Before Printing This Document D INFOUSA INC NEW COM COM 456818301 391 34900 SH SOLE 34900 D INGERSOLL-RAND CO CL A COM G4776G101 22002 274000 SH SOLE 274000 D INGRAM MICRO INC CL A COM 457153104 1920 92300 SH SOLE 92300 D INPUT/OUTPUT INC COM COM 457652105 387 43800 SH SOLE 43800 D INSIGHT COMMUNICATIONS INC CL COM 45768V108 351 37900 SH SOLE 37900 D INSIGHT ENTERPRISES INC COM COM 45765U103 655 31900 SH SOLE 31900 D INSITUFORM TECHNOLOGIES INC CL COM 457667103 406 17900 SH SOLE 17900 D INSPIRE PHARMACEUTICALS INC CO COM 457733103 404 24100 SH SOLE 24100 D INSTINET GROUP INC COM COM 457750107 236 39200 SH SOLE 39200 D INTEGRA BK CORP COM COM 45814P105 330 14300 SH SOLE 14300 D INTEGRA LIFESCIENCES HLDG CORP COM 457985208 661 17900 SH SOLE 17900 D INTEGRATED ALARM SVCS GROUP IN COM 45890M109 99 18100 SH SOLE 18100 D INTEGRATED CIRCUIT SYS INC COM COM 45811K208 2303 110100 SH SOLE 110100 D INTEGRATED DEVICE TECH INC COM COM 458118106 2319 200600 SH SOLE 200600 D INTEGRATED ELEC SVCS INC COM COM 45811E103 121 25100 SH SOLE 25100 D INTEGRATED SILICON SOLUTION IN COM 45812P107 166 20200 SH SOLE 20200 D INTEL CORP COM COM 458140100 143458 6133300 SH SOLE 6133300 D INTER PARFUMS INC COM COM 458334109 245 15400 SH SOLE 15400 D INTER TEL INC COM COM 458372109 528 19300 SH SOLE 19300 D INTERACTIVE DATA CORP COM COM 45840J107 1174 54000 SH SOLE 54000 D INTERCHANGE FINL SVCS CORP SAD COM 458447109 314 12100 SH SOLE 12100 D INTERDIGITAL COMMUNICATIONS CO COM 45866A105 751 34000 SH SOLE 34000 D INTERFACE INC CL A COM 458665106 396 39700 SH SOLE 39700 D INTERGRAPH CORP COM COM 458683109 743 27600 SH SOLE 27600 D INTERLINK ELECTRS COM 458751104 144 15200 SH SOLE 15200 D INTERMAGNETICS GEN CORP DE COM 458771102 2638 103800 SH SOLE 103800 D INTERMUNE INC COM COM 45884X103 277 20900 SH SOLE 20900 D INTERNAP NETWORKS SVCS DEL COM 45885A102 115 123700 SH SOLE 123700 D INTERNET SEC SYS INC COM COM 46060X107 788 33900 SH SOLE 33900 D INTERPUBLIC GROUP COMPANIES IN COM 460690100 4456 332500 SH SOLE 332500 D INTERSIL CORP COM 46069S109 1564 93447 SH SOLE 93447 D INTERVOICE INC COM COM 461142101 327 24500 SH SOLE 24500 D INTERWOVEN INC COM NEW COM 46114T508 305 28000 SH SOLE 28000 D INTL ALUM CORP COM COM 458884103 318 9400 SH SOLE 9400 D INTL BANCSHARES CORP COM COM 459044103 1073 27250 SH SOLE 27250 D INTL BUSINESS MACHS CORP COM COM 459200101 156446 1587000 SH SOLE 1587000 D INTL FLAVORS & FRAGRANCES INC COM 459506101 2558 59700 SH SOLE 59700 D INTL GAME TECH COM COM 459902102 12827 373100 SH SOLE 373100 D INTL PAPER CO COM COM 460146103 17018 405200 SH SOLE 405200 D INTL RECTIFIER CORP COM COM 460254105 1703 38200 SH SOLE 38200 D INTL SPEEDWAY CORP CL A COM 460335201 10813 204800 SH SOLE 204800 D INTL STL GROUP INC COM STK COM 460377104 515 12700 SH SOLE 12700 D INTRADO INC COM COM 46117A100 208 17200 SH SOLE 17200 D INTROGEN THERAPEUTICS INC COM COM 46119F107 210 24800 SH SOLE 24800 D INTUIT COM COM 461202103 6588 149700 SH SOLE 149700 D INTUITIVE SURGICAL INC COM NEW COM 46120E602 1185 29600 SH SOLE 29600 D INVACARE CORP COM COM 461203101 3756 81200 SH SOLE 81200 D INVERNESS MED INNOVATIONS INC COM 46126P106 319 12700 SH SOLE 12700 D INVESTORS FINL SVCS CORP DEL C COM 461915100 2159 43200 SH SOLE 43200 D INVITROGEN CORP COM COM 46185R100 1967 29300 SH SOLE 29300 D INVT TECH GROUP INC NEW COM COM 46145F105 624 31200 SH SOLE 31200 D IOMEGA CORP COM NEW COM 462030305 201 36300 SH SOLE 36300 D IONICS INC COM COM 462218108 494 11400 SH SOLE 11400 D IPAYMENT INC COM STK COM 46262E105 569 11500 SH SOLE 11500 D IRIDEX CORP COM COM 462684101 106 25100 SH SOLE 25100 D IRON MTN INC COM STK COM 462846106 2204 72300 SH SOLE 72300 D IRWIN FINL CORP COM COM 464119106 534 18800 SH SOLE 18800 D ISIS PHARMACEUTICALS COM COM 464330109 249 42200 SH SOLE 42200 D ISLE CAPRI CASINOS INC COM COM 464592104 544 21200 SH SOLE 21200 D ISTA PHARMACEUTICALS INC COM N COM 45031X204 178 17600 SH SOLE 17600 D ITRON INC COM 465741106 277 11600 SH SOLE 11600 D ITT EDL SVCS INC COM COM 45068B109 1460 30700 SH SOLE 30700 D ITT INDS INC COM COM 450911102 4763 56400 SH SOLE 56400 D IVAX CORP COM COM 465823102 2316 146375 SH SOLE 146375 D IVAX DIAGNOSTICS INC COM COM 45070W109 125 28800 SH SOLE 28800 D IVILLAGE INC COM COM ISIN # US COM 46588H105 294 47600 SH SOLE 47600 D IXIA COM COM 45071R109 741 44100 SH SOLE 44100 D IXYS CORP DEL COM COM 46600W106 217 21000 SH SOLE 21000 D J & J SNACK FOODS CORP COM STK COM 466032109 324 6600 SH SOLE 6600 D J JILL GROUP INC COM COM 466189107 226 15200 SH SOLE 15200 D JABIL CIRCUIT INC COM COM 466313103 9892 386700 SH SOLE 386700 D JACK IN BOX INC COM COM 466367109 726 19700 SH SOLE 19700 D JACOBS ENGR GROUP INC COM COM 469814107 9505 198900 SH SOLE 198900 D JACUZZI BRANDS INC COM COM 469865109 414 47600 SH SOLE 47600 D JAKKS PAC INC COM COM 47012E106 374 16900 SH SOLE 16900 D JANUS CAP GROUP INC COM COM 47102X105 2582 153600 SH SOLE 153600 D JARDEN CORP COM COM 471109108 647 14900 SH SOLE 14900 D JDA SOFTWARE GROUP INC COM COM 46612K108 256 18800 SH SOLE 18800 D JDS UNIPHASE CORP COM ISIN US4 COM 46612J101 2852 899600 SH SOLE 899600 D JEFFERIES GROUP INC NEW COM COM 472319102 1410 35000 SH SOLE 35000 D JEFFERSON-PILOT CORP COM COM 475070108 4666 89800 SH SOLE 89800 D JEFFSN BANCSHARES INC TENN COM COM 472375104 249 18900 SH SOLE 18900 D JETBLUE AWYS CORP COM COM 477143101 1382 59500 SH SOLE 59500 D JLG INDS INC COM COM 466210101 559 28500 SH SOLE 28500

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K.V PHARMACEUTICAL CL A COM 482740206 688 31200 SH SOLE 31200 D K-SWISS INC CL A COM 482686102 644 22100 SH SOLE 22100 D KADANT INC COM COM 48282T104 219 10700 SH SOLE 10700 D KAMAN CORP CL A COM 483548103 225 17800 SH SOLE 17800 D KAYDON CORP COM COM 486587108 538 16300 SH SOLE 16300 D KB HOME COM COM 48666K109 12685 121500 SH SOLE 121500 D KCS ENERGY INC COM 482434206 455 30800 SH SOLE 30800 D KEANE INC COM COM 486665102 637 43300 SH SOLE 43300 D KEITHLEY INSTRS INC COM COM 487584104 236 12000 SH SOLE 12000 D KELLOGG CO COM COM 487836108 18190 407300 SH SOLE 407300 D KELLWOOD CO COM COM 488044108 1473 42700 SH SOLE 42700 D KELLY SERVICES INC CL A COM COM 488152208 622 20600 SH SOLE 20600 D KEMET CORP COM COM 488360108 482 53800 SH SOLE 53800 D KENDLE INTL INC COM COM 48880L107 216 24600 SH SOLE 24600 D KENNAMETAL INC CAP COM 489170100 1040 20900 SH SOLE 20900 D KENSEY NASH CORP COM COM 490057106 366 10600 SH SOLE 10600 D KERR MCGEE CORP COM COM 492386107 6749 116793 SH SOLE 116793 D KEY ENERGY SVCS INC COM 492914106 887 75200 SH SOLE 75200 D KEYCORP NEW COM COM 493267108 13916 410500 SH SOLE 410500 D KEYNOTE SYS INC COM ISIN US493 COM 493308100 212 15200 SH SOLE 15200 D KEYSPAN CORP COM COM 49337W100 4292 108800 SH SOLE 108800 D KEYSPAN CORP CORP MEDS CON 49337W407 1565 30000 SH SOLE 30000 D KEYSTONE AUTOMOTIVE INDS INC C COM 49338N109 1621 69700 SH SOLE 69700 D KFORCE INC COM 493732101 255 23000 SH SOLE 23000 D KFX INC COM COM 48245L107 505 34800 SH SOLE 34800 D KIMBALL INTL INC CL B COM 494274103 379 25600 SH SOLE 25600 D KIMBERLY-CLARK CORP COM COM 494368103 35175 534500 SH SOLE 534500 D KINDER MORGAN INC COM STK COM 49455P101 6677 91300 SH SOLE 91300 D KINDER MORGAN MGMT LLC KINDER COM EKE55U103 0 52947 SH SOLE 52947 D KINDER MORGAN MGMT LLC SHS COM COM 49455U100 2012 49446 SH SOLE 49446 D KINDRED HEALTHCARE INC COM STK COM 494580103 779 26000 SH SOLE 26000 D KING PHARMACEUTICALS INC COM COM 495582108 4449 358800 SH SOLE 358800 D KIRBY CORP COM COM 497266106 3080 69400 SH SOLE 69400 D KIRKLANDS INC COM COM 497498105 170 13800 SH SOLE 13800 D KLA-TENCOR CORP COM 482480100 5608 120400 SH SOLE 120400 D KMART HLDG CORPORATON COM COM COM 498780105 5492 55500 SH SOLE 55500 D KNBT BANCORP INC COM COM 482921103 313 18500 SH SOLE 18500 D KNIGHT TRADING GROUP INC CL A COM 499063105 846 77300 SH SOLE 77300 D KNIGHT TRANSN INC COM COM 499064103 3597 145050 SH SOLE 145050 D KNIGHT-RIDDER INC COM STK COM 499040103 3186 47600 SH SOLE 47600 D KOHLS CORP COM COM 500255104 10336 210200 SH SOLE 210200 D KOPIN CORP COM COM 500600101 180 46500 SH SOLE 46500 D KORN / FERRY INTL COM NEW COM 500643200 529 25500 SH SOLE 25500 D KOS PHARMACEUTICALS INC COM COM 500648100 937 24900 SH SOLE 24900 D KOSAN BIOSCIENCES INC COM COM 50064W107 177 25500 SH SOLE 25500 D KRAFT FOODS INC CL A COM 50075N104 5737 161100 SH SOLE 161100 D KRISPY KREME DOUGHNUTS INC COM COM 501014104 441 35000 SH SOLE 35000 D KROGER CO COM COM 501044101 19298 1100200 SH SOLE 1100200 D KRONOS INC COM COM 501052104 971 19000 SH SOLE 19000 D KRONOS WORLDWIDE INC COM STK COM 50105F105 688 16884 SH SOLE 16884 D KS CY LIFE INS CO COM COM 484836101 520 11000 SH SOLE 11000 D KS CY SOUTHN COM 485170302 695 39200 SH SOLE 39200 D KULICKE & SOFFA INDS INC COM COM 501242101 293 34000 SH SOLE 34000 D KVH INDS INC COM STK COM 482738101 130 13300 SH SOLE 13300 D KYPHON INC COM COM 501577100 729 28300 SH SOLE 28300 D K2 INC COM COM 482732104 1278 80500 SH SOLE 80500 D L-3 COMMUNICATIONS HLDG CORP C COM 502424104 9455 129100 SH SOLE 129100 D LA QUINTA CORP PAIRED CTF 1 CO COM 50419U202 1054 116000 SH SOLE 116000 D LA Z BOY INC COM COM 505336107 417 27100 SH SOLE 27100 D LAB CORP AMER HLDGS COM NEW COM 50540R409 4549 91300 SH SOLE 91300 D LABONE INC NEW COM COM 50540L105 401 12500 SH SOLE 12500 D LABOR READY INC COM NEW COM 505401208 489 28900 SH SOLE 28900 D LABRANCHE & CO INC COM ISIN US COM 505447102 423 47200 SH SOLE 47200 D LACLEDE GROUP INC COM COM 505597104 237 7600 SH SOLE 7600 D LAFARGE 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10988 235400 SH SOLE 235400 D LINEAR TECH CORP DEL COM 535678106 7465 192600 SH SOLE 192600 D LINENS N THINGS INC COM COM 535679104 1756 70800 SH SOLE 70800 D LIONBRIDGE TECHNOLOGIES INC CO COM 536252109 218 32500 SH SOLE 32500 D LIQUIDMETAL TECHNOLOGIES INC COM 53634X100 145 63200 SH SOLE 63200 D LITHIA MTRS INC CL A COM 536797103 244 9100 SH SOLE 9100 D LITTELFUSE INC COM COM 537008104 475 13900 SH SOLE 13900 D LIZ CLAIBORNE INC COM COM 539320101 8493 201200 SH SOLE 201200 D LKQ CORP COM COM 501889208 301 15000 SH SOLE 15000 D LOCKHEED MARTIN CORP COM COM 539830109 16643 299600 SH SOLE 299600 D LODGENET ENTMT CORP COM COM 540211109 207 11700 SH SOLE 11700 D LOEWS CORP COM COM 540424108 8331 118500 SH SOLE 118500 D LONE STAR STEAKHOUSE SALOON CO COM 542307103 980 35000 SH SOLE 35000 D LONE STAR TECHNOLOGIES INC COM COM 542312103 1151 34400 SH SOLE 34400 D LONG IS FINL CORP COM COM 542669106 215 5500 SH SOLE 5500 D LONGS DRUG STORES CORP COM COM 543162101 631 22900 SH SOLE 22900 D LONGVIEW FIBRE CO COM COM 543213102 524 28900 SH SOLE 28900 D LOUISIANA-PACIFIC CORP COM COM 546347105 1874 70100 SH SOLE 70100 D LOWES COS INC COM COM 548661107 47581 826200 SH SOLE 826200 D LSB BANCSHARES INC N C COM COM 502158108 353 21100 SH SOLE 21100 D LSI INDS INC OH COM COM 50216C108 311 27200 SH SOLE 27200 D LSI LOGIC CORP COM COM 502161102 1667 304200 SH SOLE 304200 D LTD BRANDS COM 532716107 6575 285600 SH SOLE 285600 D LTX CORP COM COM 502392103 270 35100 SH SOLE 35100 D LUBRIZOL CORP COM COM 549271104 4685 127100 SH SOLE 127100 D LUBYS INC COM COM 549282101 272 36200 SH SOLE 36200 D LUCENT TECHNOLOGIES INC COM ST COM 549463107 12970 3449600 SH SOLE 3449600 D LUFKIN INDS INC COM COM 549764108 371 9300 SH SOLE 9300 D LUMINEX CORP DEL COM COM 55027E102 217 24400 SH SOLE 24400 D LYON WILLIAM HOMES COM COM 552074106 379 5400 SH SOLE 5400 D LYONDELL CHEMICAL CO COM STK COM 552078107 4255 147115 SH SOLE 147115 D M & T BK CORP COM COM 55261F104 8239 76400 SH SOLE 76400 D M / I 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4202 155000 SH SOLE 155000 D MEDIS TECHNOLOGIES LTD COM COM 58500P107 402 21900 SH SOLE 21900 D MEDQUIST INC COM COM 584949101 311 21000 SH SOLE 21000 D MEDTRONIC INC COM COM 585055106 50594 1018600 SH SOLE 1018600 D MELLON FINL CORP COM COM 58551A108 8854 284600 SH SOLE 284600 D MEMC ELECTR MATLS INC COM COM 552715104 1679 126700 SH SOLE 126700 D MEN S WEARHOUSE INC COMMOM COM 587118100 1493 46700 SH SOLE 46700 D MENTOR CORP COM COM 587188103 1090 32300 SH SOLE 32300

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Please Consider the Environment Before Printing This Document D MENTOR GRAPHICS CORP COM COM 587200106 659 43100 SH SOLE 43100 D MERCANTILE BANKSHARES CORP COM COM 587405101 2521 48300 SH SOLE 48300 D MERCHANTS BANCSHARES INC COM COM 588448100 334 11500 SH SOLE 11500 D MERCK & CO INC COM COM 589331107 57016 1774000 SH SOLE 1774000 D MERCURY AIR GROUP INC COM COM 589354406 115 28700 SH SOLE 28700 D MERCURY COMPUTER SYS INC COM COM 589378108 457 15400 SH SOLE 15400 D MERCURY GEN CORP NEW COM COM 589400100 1977 33000 SH SOLE 33000 D MERCURY INTERACTIVE CORP COM COM 589405109 2574 56500 SH SOLE 56500 D MEREDITH CORP COM COM 589433101 1393 25700 SH SOLE 25700 D MERGE TECHNOLOGIES INC COM COM 589981109 323 14500 SH SOLE 14500 D MERIDIAN BIOSCIENCE INC COM COM 589584101 534 30700 SH SOLE 30700 D MERIDIAN GOLD INC COM 2-559789 COM 589975101 1040 54800 SH SOLE 54800 D MERIDIAN RES CORP COM COM 58977Q109 250 41400 SH SOLE 41400 D MERIT MED SYS INC COM COM 589889104 307 20100 SH SOLE 20100 D MERITAGE HOMES CORP COM COM 59001A102 687 6100 SH SOLE 6100 D MERIX CORP COM COM 590049102 136 11800 SH SOLE 11800 D MERRILL LYNCH & CO INC COM STK COM 590188108 70325 1176600 SH SOLE 1176600 D MERRILL MERCHANTS BANCSHARES I COM 59021H103 199 9200 SH SOLE 9200 D MET-PRO CORP COM COM 590876306 190 14300 SH SOLE 14300 D METHODE ELECTRS INC COM COM 591520200 288 22400 SH SOLE 22400 D METLIFE INC COM ISIN US59156R1 COM 59156R108 35142 867500 SH SOLE 867500 D METRIS COS INC COM COM 591598107 593 46500 SH SOLE 46500 D METRO GOLDWYN MAYER INC COM ST COM 591610100 1721 144900 SH SOLE 144900 D METROLOGIC INSTRS INC COM COM 591676101 317 14900 SH SOLE 14900 D MGE ENERGY INC COM COM 55277P104 303 8400 SH SOLE 8400 D MGI PHARMA INC COM COM 552880106 1048 37400 SH SOLE 37400 D MGIC INVT CORP WIS COM COM 552848103 7435 107900 SH SOLE 107900 D MGM MIRAGE COM COM 552953101 6227 85600 SH SOLE 85600 D MGP INGREDIENTS INC COM COM 55302G103 168 19400 SH SOLE 19400 D MICHAELS STORES INC COM COM 594087108 2362 78800 SH SOLE 78800 D MICREL INC COM COM 594793101 633 57400 SH SOLE 57400 D MICRO THERAPEUTICS INC NEW COM COM 59500W100 186 49600 SH SOLE 49600 D MICROCHIP TECH INC COM COM 595017104 3274 122800 SH SOLE 122800 D MICROMUSE INC COM COM 595094103 305 55000 SH SOLE 55000 D MICRON TECH INC COM COM 595112103 6022 487600 SH SOLE 487600 D MICROS SYS INC COM COM 594901100 5214 66800 SH SOLE 66800 D MICROSEMI CORP COM COM 595137100 319 18400 SH SOLE 18400 D MICROSOFT CORP COM COM 594918104 285127 10674900 SH SOLE 10674900 D MICROSTRATEGY INC CL A NEW COM 594972408 621 10300 SH SOLE 10300 D MICROTEK MED HLDGS INC COM COM 59515B109 194 47900 SH SOLE 47900 D MICROVISION INC DEL COM COM 594960106 215 30700 SH SOLE 30700 D MID-STATE BANCSHARES COM COM 595440108 510 17800 SH SOLE 17800 D MIDAS INC COM COM 595626102 246 12300 SH SOLE 12300 D MIDDLEBY CORP COM COM 596278101 289 5700 SH SOLE 5700 D MIDDLESEX WTR CO COM COM 596680108 347 18300 SH SOLE 18300 D MIDLAND CO COM COM 597486109 356 11400 SH SOLE 11400 D MIDWAY GAMES INC COM COM 598148104 478 45500 SH SOLE 45500 D MILACRON INC COM STK COM 598709103 174 51400 SH SOLE 51400 D MILLENNIUM PHARMACEUTICALS INC COM 599902103 6682 551300 SH SOLE 551300 D MILLER HERMAN INC COM COM 600544100 1271 46000 SH SOLE 46000 D MILLIPORE CORP COM COM 601073109 1459 29300 SH SOLE 29300 D MINDSPEED TECHNOLOGIES INC COM COM 602682106 184 66300 SH SOLE 66300 D MINE SAFETY APPLIANCES CO COM COM 602720104 654 12900 SH SOLE 12900 D MINERALS TECHNOLOGIES INC COM COM 603158106 680 10200 SH SOLE 10200 D MIPS TECHNOLOGIES INC COMMON COM 604567107 332 33700 SH SOLE 33700 D MKS INSTRS INC COM COM 55306N104 594 32000 SH SOLE 32000 D MOBILE MINI INC COM COM 60740F105 334 10100 SH SOLE 10100 D MOBILITY ELECTRONICS INC COM COM 60741U101 214 24900 SH SOLE 24900 D MODINE MFG CO COM COM 607828100 3141 93000 SH SOLE 93000 D MOHAWK INDS INC COM COM 608190104 3541 38800 SH SOLE 38800 D MOLECULAR DEVICES CORP COM COM 60851C107 322 16000 SH SOLE 16000 D MOLEX INC COM COM 608554101 6867 228900 SH SOLE 228900 D MOLINA HEALTHCARE INC COM COM 60855R100 390 8400 SH SOLE 8400 D MONACO COACH CORP COM COM 60886R103 418 20300 SH SOLE 20300 D MONEYGRAM INTL INC COM COM 60935Y109 1021 48300 SH SOLE 48300 D MONOLITHIC SYS TECH INC COM COM 609842109 138 22100 SH SOLE 22100 D MONRO MUFFLER BRAKE INC COM COM 610236101 245 9700 SH SOLE 9700 D MONSANTO CO NEW COM COM 61166W101 12182 219300 SH SOLE 219300 D MONSTER WORLDWIDE INC COM COM 611742107 2560 76100 SH SOLE 76100 D MOODYS CORP COM COM 615369105 8086 93100 SH SOLE 93100 D MOOG INC CL A COM 615394202 444 9800 SH SOLE 9800 D MORGAN STANLEY COM 617446448 57874 1042400 SH SOLE 1042400 D MOSAIC CO COM COM 61945A107 1217 74600 SH SOLE 74600 D MOTOROLA INC COM COM 620076109 36346 2113159 SH SOLE 2113159 D MOVADO GROUP INC COM COM 624580106 392 21000 SH SOLE 21000 D MOVIE GALLERY INC COM COM 624581104 267 14000 SH SOLE 14000 D MPS GROUP INC COM COM 553409103 801 65300 SH SOLE 65300 D MRO SOFTWARE INC COM COM 55347W105 272 20900 SH SOLE 20900 D MRV COMMUNICATIONS INC COM COM 553477100 256 69700 SH SOLE 69700 D MSC INDL DIRECT INC CL A COM COM 553530106 2562 71200 SH SOLE 71200 D MTC TECHNOLOGIES INC COM COM 55377A106 1047 31200 SH SOLE 31200 D MTR GAMING GROUP INC COM COM 553769100 209 19800 SH SOLE 19800 D MTS SYS CORP COM COM 553777103 514 15200 SH SOLE 15200 D MUELLER INDS INC COM COM 624756102 679 21100 SH SOLE 21100

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AIRLS CORP CL A COM STK P COM 667280101 638 58400 SH SOLE 58400 D NABI BIOPHARMACEUTICALS COM COM 629519109 504 34400 SH SOLE 34400 D NABORS INDUSTRIES COM USD0.10 COM G6359F103 4616 90000 SH SOLE 90000 D NACCO IND INC CL A COM COM 629579103 443 4200 SH SOLE 4200 D NANOGEN INC COM COM 630075109 176 23900 SH SOLE 23900 D NANOMETRICS INC COM COM 630077105 184 11400 SH SOLE 11400 D NANOPHASE TECHNOLOGIES CORP CO COM 630079101 162 18300 SH SOLE 18300 D NARA BANCORP INC COM COM 63080P105 379 17800 SH SOLE 17800 D NASB FINL INC COM COM 628968109 364 9100 SH SOLE 9100 D NASSDA CORP COM COM 63172M101 175 25400 SH SOLE 25400 D NASTECH PHARMACEUTICAL INC COM COM 631728409 190 15700 SH SOLE 15700 D NATIONAL-OILWELL INC COM COM 637071101 1877 53200 SH SOLE 53200 D NATIONWIDE FINL SVCS INC CL A COM 638612101 1392 36400 SH SOLE 36400 D NATL CY CORP COM COM 635405103 28204 751095 SH SOLE 751095 D NATL DENTEX CORP COM COM 63563H109 292 9600 SH SOLE 9600 D NATL FINL PARTNERS CORP COM COM 63607P208 873 22500 SH SOLE 22500 D NATL FUEL GAS CO COM COM 636180101 1366 48200 SH SOLE 48200 D NATL HEALTHCARE CORP COM COM 635906100 487 13800 SH SOLE 13800 D NATL HOME HLTH CARE CORP COM COM 636380107 246 18800 SH SOLE 18800 D NATL INSTRS CORP COM COM 636518102 850 31200 SH SOLE 31200 D NATL MED HLTH CARD SYS INC DEL COM 636918302 182 7900 SH SOLE 7900 D NATL PENN BANCSHARES INC COM COM 637138108 644 23250 SH SOLE 23250 D NATL R V HLDGS INC COM COM 637277104 127 13200 SH SOLE 13200 D NATL SEMICONDUCTOR CORP COM COM 637640103 5073 282600 SH SOLE 282600 D NATL WESTN LIFE INS CO CL A COM 638522102 333 2000 SH SOLE 2000 D NATURES SUNSHINE PRODS INC COM COM 639027101 464 22800 SH SOLE 22800 D NAUTILUS GROUP INC COM COM 63910B102 604 25000 SH SOLE 25000 D NAVIGANT CONSULTING INC COM COM 63935N107 785 29500 SH SOLE 29500 D NAVIGANT INTL INC COM COM 63935R108 129 10600 SH SOLE 10600 D NAVIGATORS GROUP INC COM COM 638904102 289 9600 SH SOLE 9600 D NAVISTAR INTL CORP NEW COM COM 63934E108 2445 55600 SH SOLE 55600 D NBT BANCORP INC COM COM 628778102 2932 114000 SH SOLE 114000 D NBTY INC COM COM 628782104 2845 118500 SH SOLE 118500 D NCI BLDG SYS INC COM COM 628852105 424 11300 SH SOLE 11300 D NCO GROUP INC COM COM 628858102 465 18000 SH SOLE 18000 D NCR CORP COM COM 62886E108 4015 58000 SH SOLE 58000 D NDCHEALTH CORP COM COM 639480102 428 23000 SH SOLE 23000 D NEENAH PAPER INC COM COM COM 640079109 292 8966 SH SOLE 8966 D NEIGHBORCARE INC COM STK COM 64015Y104 1038 33800 SH SOLE 33800 D NEIMAN-MARCUS GROUP INC CL A COM 640204202 1874 26200 SH SOLE 26200 D NEKTAR THERAPEUTICS COM COM 640268108 812 40100 SH SOLE 40100 D NELSON THOMAS INC COM STK USD1 COM 640376109 301 13300 SH SOLE 13300 D NEOFORMA INC NEW FORMERLY NEOF COM 640475505 137 17800 SH SOLE 17800 D NEOPHARM INC COM COM 640919106 191 15300 SH SOLE 15300 D NEOSE TECHNOLOGIES INC COM COM 640522108 139 20700 SH SOLE 20700 D NETBANK INC COM COM 640933107 371 35600 SH SOLE 35600 D NETFLIX INC COM STK COM 64110L106 171 13900 SH SOLE 13900 D NETGEAR INC COM COM 64111Q104 349 19200 SH SOLE 19200 D NETIQ CORP COM COM 64115P102 484 39600 SH SOLE 39600 D NETMANAGE INC COM NEW COM 641144308 132 20400 SH SOLE 20400 D NETOPIA INC COM COM 64114K104 64 19600 SH SOLE 19600 D NETRATINGS INC COM COM 64116M108 456 23800 SH SOLE 23800 D NETSCOUT SYS INC COM COM 64115T104 200 28600 SH SOLE 28600 D NETWORK APPLIANCE INC DEL COM 64120L104 7215 217200 SH SOLE 217200 D NETWORK EQUIP TECHNOLOGIES COM COM 641208103 213 21700 SH SOLE 21700 D NET2PHONE INC COM COM 64108N106 127 37300 SH SOLE 37300 D NEUROCRINE BIOSCIENCES INC COM COM 64125C109 1025 20800 SH SOLE 20800 D NEUROGEN CORP COM COM 64124E106 220 23500 SH SOLE 23500 D NEW CENTY FINL CORP MD COM COM 6435EV108 1285 20100 SH SOLE 20100 D NEW YORK TIMES CO CL A ISIN COM 650111107 3758 92100 SH SOLE 92100 D NEWCASTLE INVT CORP NEW COM COM 65105M108 474 14900 SH SOLE 14900 D NEWELL FINL TR I CONV QUARTERL CON 651195307 938 20000 SH SOLE 20000 D NEWELL RUBBERMAID INC COM COM 651229106 5462 225800 SH SOLE 225800 D NEWFIELD EXPLORATION COM 651290108 9950 168500 SH SOLE 168500 D NEWMARKET CORP COM COM 651587107 267 13400 SH SOLE 13400 D NEWMIL BANCORP INC COM COM 651633109 307 9800 SH SOLE 9800 D NEWMONT MINING CORP NEW COM COM 651639106 14673 330400 SH SOLE 330400 D NEWPARK RES INC COM PAR $0.01 COM 651718504 267 51900 SH SOLE 51900 D NEWPORT CORP COM COM 651824104 353 25000 SH SOLE 25000 D NEWS CORP CL A COM COM 65248E104 8210 440000 SH SOLE 440000 D NEXTEL COMMUNICATIONS INC CL A COM 65332V103 26487 882900 SH SOLE 882900

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Please Consider the Environment Before Printing This Document D NEXTEL PARTNERS INC CL A COM 65333F107 2937 150300 SH SOLE 150300 D NH THRIFT BANCSHARES INC COM COM 644722100 222 6800 SH SOLE 6800 D NIC INC COM COM 62914B100 212 41800 SH SOLE 41800 D NICOR INC COM COM 654086107 1237 33500 SH SOLE 33500 D NIKE INC CL B COM 654106103 26862 296200 SH SOLE 296200 D NIKU CORP COM NEW COM 654113703 347 17200 SH SOLE 17200 D NISOURCE INC COM COM 65473P105 5185 227600 SH SOLE 227600 D NJ RES CORP COM COM 646025106 641 14800 SH SOLE 14800 D NL INDS INC COM NEW COM 629156407 844 38200 SH SOLE 38200 D NMS COMMUNICATIONS CORP COM COM 629248105 198 31300 SH SOLE 31300 D NOBLE CORPORATION COM COM G65422100 3939 79200 SH SOLE 79200 D NOBLE ENERGY INC COM COM 655044105 1961 31800 SH SOLE 31800 D NOBLE INTL LTD COM COM 655053106 159 7800 SH SOLE 7800 D NOLAND CO COM COM 655286102 221 4800 SH SOLE 4800 D NORDSON CORP COM COM 655663102 2100 52400 SH SOLE 52400 D NORDSTROM INC COM COM 655664100 5089 108900 SH SOLE 108900 D NORFOLK SOUTHN CORP COM COM 655844108 14433 398800 SH SOLE 398800 D NORTHEAST UTILITIES COM COM 664397106 4584 243200 SH SOLE 243200 D NORTHFIELD LAB INC COM COM 666135108 465 20600 SH SOLE 20600 D NORTHN STS FINL CORP COM COM 665751103 490 15800 SH SOLE 15800 D NORTHN TR CORP COM COM 665859104 9021 185700 SH SOLE 185700 D NORTHRIM BANCORP INC COM COM 666762109 289 12300 SH SOLE 12300 D NORTHROP GRUMMAN CORP COM COM 666807102 29534 543300 SH SOLE 543300 D NORWOOD FINL CORP COM COM 669549107 336 9500 SH SOLE 9500 D NOVASTAR FINL INC COM COM 669947400 822 16600 SH SOLE 16600 D NOVATEL WIRELESS INC COM NEW COM 66987M604 1194 61600 SH SOLE 61600 D NOVELL INC COM COM 670006105 1620 240000 SH SOLE 240000 D NOVELLUS SYS INC COM COM 670008101 2658 95300 SH SOLE 95300 D NOVEN PHARMACEUTICALS INC COM COM 670009109 1425 83500 SH SOLE 83500 D NPS PHARMACEUTICALS INC COM COM 62936P103 662 36200 SH SOLE 36200 D NS GROUP INC COM COM 628916108 542 19500 SH SOLE 19500 D NSTAR COM COM 67019E107 2253 41500 SH SOLE 41500 D NTL INC NEW COM COM 62940M104 3736 51200 SH SOLE 51200 D NU SKIN ENTERPRISES INC CL A COM 67018T105 1142 45000 SH SOLE 45000 D NUANCE COMMUNICATIONS COM STK COM 669967101 143 34500 SH SOLE 34500 D NUCOR CORP COM COM 670346105 6951 132800 SH SOLE 132800 D NUCO2 INC COM COM COM 629428103 266 12000 SH SOLE 12000 D NUTRACEUTICAL INTL CORP COM COM 67060Y101 160 10400 SH SOLE 10400 D NUVEEN INVTS INC CL A COM 67090F106 2258 57200 SH SOLE 57200 D NUVELO INC COM NEW COM 67072M301 507 51500 SH SOLE 51500 D NVE CORP COM NEW COM 629445206 167 6000 SH SOLE 6000 D NVIDIA CORP COM COM 67066G104 2387 101300 SH SOLE 101300 D NY CMNTY BANCORP INC COM COM 649445103 2433 118300 SH SOLE 118300 D NYMAGIC INC COM COM 629484106 187 7400 SH SOLE 7400 D O CHARLEYS INC COM 670823103 289 14800 SH SOLE 14800 D O REILLY AUTOMOTIVE INC COM COM 686091109 7271 161400 SH SOLE 161400 D OAK HILL FINL INC COM COM 671337103 256 6600 SH SOLE 6600 D OAKLEY INC COM COM 673662102 611 47900 SH SOLE 47900 D OCA INC COM COM 67083Q101 306 48200 SH SOLE 48200 D OCCIDENTAL PETE CORP COM COM 674599105 34152 585200 SH SOLE 585200 D OCEANEERING INTL INC COM COM 675232102 2388 64000 SH SOLE 64000 D OCEANFIRST FINL CORP COM COM 675234108 217 8800 SH SOLE 8800 D OCWEN FINL CORP COM COM 675746101 449 47000 SH SOLE 47000 D ODYSSEY HEALTHCARE INC COM COM 67611V101 390 28500 SH SOLE 28500 D ODYSSEY RE HLDGS CORP COM COM 67612W108 3945 156500 SH SOLE 156500 D OFFICE DEPOT INC COM COM 676220106 4338 249900 SH SOLE 249900 D OFFICEMAX INC DEL COM COM COM 67622P101 4084 130156 SH SOLE 130156 D OFFSHORE LOGISTICS INC COM COM 676255102 347 10700 SH SOLE 10700 D OGE ENERGY CORP COM COM 670837103 1728 65200 SH SOLE 65200 D OH CAS CORP COM COM 677240103 836 36000 SH SOLE 36000 D OH VY BANC CORP COM COM 677719106 345 10600 SH SOLE 10600 D OIL STS INTL INC COM ISIN US67 COM 678026105 559 29000 SH SOLE 29000 D OLD DOMINION FGHT LINE INC COM COM 679580100 313 9000 SH SOLE 9000 D OLD NATL BANCORP IND COM COM 680033107 1027 39700 SH SOLE 39700 D OLD REP INTL CORP COM COM 680223104 2702 106800 SH SOLE 106800 D OLIN CORP COM COM 680665205 1434 65100 SH SOLE 65100 D OLYMPIC STL INC COM COM 68162K106 554 20900 SH SOLE 20900 D OM GROUP INC COM 670872100 571 17600 SH SOLE 17600 D OMEGA FINL CORP COM COM 682092101 653 19059 SH SOLE 19059 D OMI CORP NEW COM COM Y6476W104 642 38100 SH SOLE 38100 D OMNICARE INC COM COM 681904108 2091 60400 SH SOLE 60400 D OMNICELL INC COM COM 68213N109 161 14600 SH SOLE 14600 D OMNICOM GROUP INC COM COM 681919106 14090 167100 SH SOLE 167100 D OMNIVISION TECHNOLOGIES INC CO COM 682128103 802 43700 SH SOLE 43700 D OMNOVA SOLUTIONS INC COM COM 682129101 260 46200 SH SOLE 46200 D ON SEMICONDUCTOR CORP COM COM 682189105 616 135700 SH SOLE 135700 D ONEOK INC COM STK COM 682680103 1540 54200 SH SOLE 54200 D ONYX PHARMACEUTICALS INC DEL C COM 683399109 599 18500 SH SOLE 18500 D OPENTV CORP OPENTV CORP ISIN COM G67543101 263 68600 SH SOLE 68600 D OPENWAVE 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Please Consider the Environment Before Printing This Document D ORACLE CORP COM COM 68389X105 66177 4823400 SH SOLE 4823400 D ORASURE TECHNOLOGIES INC COM COM 68554V108 167 24800 SH SOLE 24800 D ORBITAL SCI CORP COM COM 685564106 426 36000 SH SOLE 36000 D OREGON STL MLS INC COM COM 686079104 881 43400 SH SOLE 43400 D ORIENTAL FINL GROUP INC COM CO COM 68618W100 430 15180 SH SOLE 15180 D ORL HOMEBUILDERS INC COM COM 686588104 218 11000 SH SOLE 11000 D ORTHOLOGIC CORP COM STK USD0.0 COM 68750J107 231 37000 SH SOLE 37000 D ORTHOVITA INC CDT-COM COM STK COM 68750U102 220 52600 SH SOLE 52600 D OSHKOSH B GOSH INC CL A COM 688222207 218 10200 SH SOLE 10200 D OSHKOSH TRUCK CORP COM COM 688239201 1340 19600 SH SOLE 19600 D OSI PHARMACEUTICALS INC COM COM 671040103 3728 49800 SH SOLE 49800 D OSI SYS INC COM COM 671044105 216 9500 SH SOLE 9500 D OSTEOTECH INC COM COM 688582105 177 32100 SH SOLE 32100 D OTTER TAIL CORP COM 689648103 360 14100 SH SOLE 14100 D OUTBACK STEAKHOUSE INC COM COM 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SOLE 25400 D PACIFIC CAP BANCORP NEW COM COM 69404P101 2869 84399 SH SOLE 84399 D PACIFICARE HLTH SYS INC DEL CO COM 695112102 1650 29200 SH SOLE 29200 D PACKAGING CORP AMER COM ISIN COM 695156109 2915 123800 SH SOLE 123800 D PACKETEER INC COM COM 695210104 360 24900 SH SOLE 24900 D PACTIV CORP COM COM 695257105 2494 98600 SH SOLE 98600 D PAIN THERAPEUTICS INC COM COM COM 69562K100 244 33900 SH SOLE 33900 D PALL CORP COM COM 696429307 2924 101000 SH SOLE 101000 D PALM HBR HOMES INC COM COM 696639103 358 21200 SH SOLE 21200 D PALMONE COM STK INC COM 69713P107 1376 43600 SH SOLE 43600 D PALOMAR MED TECHNOLOGIES INC C COM 697529303 383 14700 SH SOLE 14700 D PAMRAPO BANCORP INC COM COM 697738102 321 13000 SH SOLE 13000 D PANERA BREAD CO CL A COM 69840W108 718 17800 SH SOLE 17800 D PANTRY INC COM ISIN #US6986571 COM 698657103 490 16300 SH SOLE 16300 D PAPA JOHNS INTL INC COM COM 698813102 400 11600 SH SOLE 11600 D PAR PHARMACEUTICAL COS INC COM COM 69888P106 6617 159900 SH SOLE 159900 D 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6800 D PENNEY J.C CO INC COM COM 708160106 9216 222600 SH SOLE 222600 D PENNFED FINL SVCS INC MD COM S COM 708167101 190 11800 SH SOLE 11800 D PENNROCK FINL SVCS CORP COM CO COM 708352109 346 8900 SH SOLE 8900 D PENTAIR INC COM COM 709631105 2727 62600 SH SOLE 62600 D PENWEST PHARMACEUTICALS CO COM COM 709754105 182 15200 SH SOLE 15200 D PEOPLES BANCORP AUBURN IND COM COM 709788103 274 12900 SH SOLE 12900 D PEOPLES BANCORP INC COM STK COM 709789101 236 8600 SH SOLE 8600 D PEOPLES BANCTRUST INC COM STK COM 709796106 250 15600 SH SOLE 15600

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CAP CORP COM COM 723484101 2576 58000 SH SOLE 58000 D PIONEER NAT RES CO COM STK COM 723787107 3012 85807 SH SOLE 85807 D PIPER JAFFRAY COS COM COM 724078100 667 13900 SH SOLE 13900 D PITNEY BOWES INC COM COM 724479100 6567 141900 SH SOLE 141900 D PIXAR COM COM 725811103 2645 30900 SH SOLE 30900 D PIXELWORKS INC COM COM 72581M107 341 30100 SH SOLE 30100 D PK NATL CORP COM COM 700658107 896 6615 SH SOLE 6615 D PLAINS EXPL & PRODTN CO COM COM 726505100 632 24300 SH SOLE 24300 D PLANAR SYS INC COM 726900103 150 13400 SH SOLE 13400 D PLANTRONICS INC NEW COM COM 727493108 2820 68000 SH SOLE 68000 D PLATO LEARNING INC COM STK COM 72764Y100 156 21000 SH SOLE 21000 D PLAYBOY ENTERPRISES INC (HOLDI COM 728117300 221 18000 SH SOLE 18000 D PLAYTEX PRODS INC COM COM 72813P100 353 44200 SH SOLE 44200 D PLEXUS CORP COM COM 729132100 388 29800 SH SOLE 29800 D PLUG PWR INC COM COM 72919P103 338 55371 SH SOLE 55371 D PLUM CREEK TIMBER CO INC COM COM 729251108 4628 120400 SH SOLE 120400 D PLX TECH INC COM COM 693417107 231 22200 SH SOLE 22200 D PMA CAP CORP CL A COM 693419202 551 53200 SH SOLE 53200 D PMC SIERRA INC COM COM 69344F106 61 5400 SH SOLE 5400 D PMI GROUP INC COM COM 69344M101 8897 213100 SH SOLE 213100 D PNC FINANCIAL SERVICES GROUP C COM 693475105 13114 228300 SH SOLE 228300 D PNM RES INC COM COM 69349H107 873 34500 SH SOLE 34500 D POCAHONTAS BANCORP INC COM COM 730234101 201 12900 SH SOLE 12900 D POGO PROD CO COM COM 730448107 9911 204400 SH SOLE 204400 D POLARIS INDS INC COM COM 731068102 782 11500 SH SOLE 11500 D POLO RALPH LAUREN CORP CL A COM 731572103 1150 27000 SH SOLE 27000 D POLYCOM INC COM COM 73172K104 1464 62800 SH SOLE 62800 D POLYMEDICA CORP COM COM 731738100 667 17900 SH SOLE 17900 D POLYONE CORP COM COM 73179P106 576 63600 SH SOLE 63600 D POPE & TALBOT INC COM COM 732827100 421 24600 SH SOLE 24600 D POPULAR INC COM COM 733174106 4319 149800 SH SOLE 149800 D PORTAL SOFTWARE INC COM NEW ST COM 736126301 96 36400 SH SOLE 36400 D PORTFOLIO RECOVERY ASSOCS INC COM 73640Q105 458 11100 SH SOLE 11100 D POSSIS MED INC COM COM STK COM 737407106 679 50400 SH SOLE 50400 D POTLATCH CORP COM COM 737628107 900 17800 SH SOLE 17800 D POWELL INDS INC COM COM 739128106 203 11000 SH SOLE 11000 D POWER-ONE INC COM COM 739308104 661 74100 SH SOLE 74100 D POWERWAVE TECHNOLOGIES INC COM COM 739363109 365 43000 SH SOLE 43000 D POZEN INC COM COM 73941U102 142 19500 SH SOLE 19500 D PPG IND INC COM COM 693506107 9617 141100 SH SOLE 141100 D PPL CORP COM ISIN US69351T1060 COM 69351T106 15185 285000 SH SOLE 285000 D PRAECIS PHARMACEUTICALS INC CO COM 739421105 78 40900 SH SOLE 40900 D PRAXAIR INC COM COM 74005P104 23779 538600 SH SOLE 538600 D PRE PAID LEGAL SVCS INC COM COM 740065107 421 11200 SH SOLE 11200

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PRINCETON NATL BANCORP INC COM COM 742282106 343 11900 SH SOLE 11900 D PRINCETON REVIEW INC COM COM 742352107 170 27700 SH SOLE 27700 D PRIVATEBANCORP INC COM COM 742962103 419 13000 SH SOLE 13000 D PROASSURANCE CORP COM COM 74267C106 739 18900 SH SOLE 18900 D PROCTER & GAMBLE CO COM COM 742718109 118929 2159200 SH SOLE 2159200 D PROGENICS PHARMACEUTICALS INC COM 743187106 235 13700 SH SOLE 13700 D PROGRESS ENERGY INC COM COM 743263105 9595 212100 SH SOLE 212100 D PROGRESS SOFTWARE CORP COM COM 743312100 502 21500 SH SOLE 21500 D PROGRESSIVE CORP OH COM COM 743315103 14703 173300 SH SOLE 173300 D PROLOGIS SH BEN INT COM 743410102 5200 120000 SH SOLE 120000 D PROQUEST CO COM COM 74346P102 472 15900 SH SOLE 15900 D PROSPERITY BANCSHARES INC COM COM 743606105 336 11500 SH SOLE 11500 D PROTECTIVE LIFE CORP COM COM 743674103 10476 245400 SH SOLE 245400 D PROTEIN DESIGN LABS INC COM COM 74369L103 1178 57000 SH SOLE 57000 D PROV HEALTHCARE CO COM COM 743977100 3234 144700 SH SOLE 144700 D PROVID SVC CORP COM STK COM 743815102 323 15400 SH SOLE 15400 D PROVIDE COMM INC COM COM 74373W103 353 9500 SH SOLE 9500 D PROVIDENT BANCORP INC DEL COM COM 74383A109 234 17776 SH SOLE 17776 D PROVIDENT BANKSHARES CORP COM COM 743859100 969 26646 SH SOLE 26646 D PROVIDENT FINL SVCS INC COM COM 74386T105 360 18564 SH SOLE 18564 D PROVIDIAN FINL CORP COM COM 74406A102 3114 189100 SH SOLE 189100 D PRTY HEALTHCARE CORP CL B COM 74264T102 1896 87100 SH SOLE 87100 D PRUDENTIAL FINL INC COM COM 744320102 45312 824450 SH SOLE 824450 D PSS WORLD MED INC COM COM 69366A100 1897 151600 SH SOLE 151600 D PSYCHEMEDICS CORP COM NEW COM 744375205 324 25000 SH SOLE 25000 D PSYCHIATRIC SOLUTIONS INC COM COM 74439H108 373 10200 SH SOLE 10200 D PT THERAPEUTICS INC COM COM 730694106 169 31500 SH SOLE 31500 D PUB SERVICE ENTERPRISE GROUP I COM 744573106 16095 310900 SH SOLE 310900 D PUGET ENERGY INC NEW COM COM 745310102 1168 47300 SH SOLE 47300 D PULASKI FINL CORP COM COM 745548107 256 12500 SH SOLE 12500 D PULTE HOMES INC COM COM 745867101 13162 206300 SH SOLE 206300 D PVTPL RETRACTABLE TECHNOLOGIES COM 76129W105 182 39500 SH SOLE 39500 D PWR INTEGRATIONS INC COM COM 739276103 364 18400 SH SOLE 18400 D QAD INC COM COM 74727D108 212 23800 SH SOLE 23800 D QLOGIC CORP COM COM 747277101 4584 124800 SH SOLE 124800 D QMED INC COM 747914109 182 16600 SH SOLE 16600 D QUAKER FABRIC CORP NEW COM COM 747399103 111 19800 SH SOLE 19800 D QUALCOMM INC COM COM 747525103 54925 1295400 SH SOLE 1295400 D QUALITY SYS INC COM STK COM 747582104 287 4800 SH SOLE 4800 D QUANEX CORP COM COM 747620102 1385 20200 SH SOLE 20200 D QUANTA SVCS INC COM COM 74762E102 598 74700 SH SOLE 74700 D QUANTUM CORP DSSG COM COM 747906204 260 99100 SH SOLE 99100 D QUANTUM FL SYS TECHNOLOGIES WO COM 74765E109 179 29800 SH SOLE 29800 D QUEST DIAGNOSTICS INC COM COM 74834L100 10835 113400 SH SOLE 113400 D QUEST SOFTWARE INC COM ISIN US COM 74834T103 2799 175500 SH SOLE 175500 D QUESTAR CORP COM COM 748356102 2497 49000 SH SOLE 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129300 SH SOLE 129300 D RAMBUS INC DEL COM COM 750917106 1405 61100 SH SOLE 61100 D RANGE RES CORP COM COM 75281A109 784 38300 SH SOLE 38300 D RARE HOSPITALITY INTL INC COM COM 753820109 3972 124675 SH SOLE 124675 D RAVEN INDS INC COM STK COM 754212108 269 12600 SH SOLE 12600 D RAYMOND JAMES FNCL INC COM STK COM 754730109 951 30700 SH SOLE 30700 D RAYOVAC CORP COM COM 755081106 675 22100 SH SOLE 22100 D RAYTHEON CO COM NEW COM 755111507 12748 328300 SH SOLE 328300 D RC2 CORP COM COM 749388104 2165 66400 SH SOLE 66400

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SHOPKO STORES INC COM COM 824911101 284 15200 SH SOLE 15200 D SHORE BANCSHARES INC COM COM 825107105 290 8000 SH SOLE 8000 D SHUFFLE MASTER INC COM COM 825549108 4260 90450 SH SOLE 90450 D SI INTL INC COM COM 78427V102 348 11300 SH SOLE 11300 D SIEBEL SYS INC COM COM 826170102 3290 313300 SH SOLE 313300 D SIEBERT FINL CORP COM COM 826176109 206 53600 SH SOLE 53600

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Please Consider the Environment Before Printing This Document D SIERRA HLTH SVCS INC COM COM 826322109 1042 18900 SH SOLE 18900 D SIERRA PAC RES NEW COM COM 826428104 760 72400 SH SOLE 72400 D SIGMA-ALDRICH CORP COM COM 826552101 2346 38800 SH SOLE 38800 D SILGAN HLDGS INC COM COM 827048109 671 11000 SH SOLE 11000 D SILICON GRAPHICS INC COM COM 827056102 239 138144 SH SOLE 138144 D SILICON IMAGE INC COM STK COM 82705T102 816 49600 SH SOLE 49600 D SILICON LABORATORIES INC COM COM 826919102 1063 30100 SH SOLE 30100 D SILICON STORAGE TECH INC COM COM 827057100 355 59600 SH SOLE 59600 D SILICON VAL BANCSHARES COM N.P COM 827064106 1076 24000 SH SOLE 24000 D SILICONIX INC COM NEW COM 827079203 635 17400 SH SOLE 17400 D SIMMONS 1ST NATL CORP CL A $5 COM 828730200 466 16100 SH SOLE 16100 D SIMPLETECH INC COM COM 828823104 170 37000 SH SOLE 37000 D SIMPSON MFG INC COM COM 829073105 1026 29400 SH SOLE 29400 D SINCLAIR BROADCAST GROUP INC C COM 829226109 264 28700 SH SOLE 28700 D SIRIUS SATELLITE RADIO INC COM COM 82966U103 4974 650200 SH SOLE 650200 D SIRVA INC COM COM 82967Y104 196 10200 SH SOLE 10200 D SJW CORP COM COM 784305104 222 6100 SH SOLE 6100 D SKECHERS U S A INC CL A CL A I COM 830566105 266 20500 SH SOLE 20500 D SKY FINL GROUP INC COM STK COM 83080P103 1869 65184 SH SOLE 65184 D SKYLINE CORP COM COM 830830105 224 5500 SH SOLE 5500 D SKYWEST INC COM COM 830879102 608 30300 SH SOLE 30300 D SKYWORKS SOLUTIONS INC COM COM 83088M102 849 90000 SH SOLE 90000 D SLM CORP COM COM 78442P106 15120 283200 SH SOLE 283200 D SM&A COM COM 78465D105 151 17700 SH SOLE 17700 D SMART & FINAL INC COM COM 831683107 355 24700 SH SOLE 24700 D SMITH A O CORP COM COM 831865209 377 12600 SH SOLE 12600 D SMITH INTL INC COM COM 832110100 6975 128200 SH SOLE 128200 D SMITHFIELD FOODS INC COM COM 832248108 1888 63800 SH SOLE 63800 D SMUCKER J M CO COM NEW COM 832696405 1153 24500 SH SOLE 24500 D SMURFIT-STONE CONTAINER CORP C COM 832727101 2753 147400 SH SOLE 147400 D SNAP-ON INC COM COM 833034101 1560 45400 SH SOLE 45400 D SOBIESKI BANCORP INC COM COM 833582109 107 16800 SH SOLE 16800 D SOLA INTL INC COM COM 834092108 614 22300 SH SOLE 22300 D SOLECTRON CORP COM COM 834182107 3794 711900 SH SOLE 711900 D SOMANETICS CORP COM NEW COM 834445405 251 16300 SH SOLE 16300 D SONIC AUTOMOTIVE INC CL A COM 83545G102 439 17700 SH SOLE 17700 D SONIC CORP COM COM 835451105 979 32100 SH SOLE 32100 D SONIC INNOVATIONS INC COM COM 83545M109 78 18700 SH SOLE 18700 D SONIC SOLUTIONS COM COM 835460106 332 14800 SH SOLE 14800 D SONICWALL INC COM COM 835470105 274 43400 SH SOLE 43400 D SONOCO PROD CO COM COM 835495102 1669 56300 SH SOLE 56300 D SONOSITE INC COM COM 83568G104 550 16200 SH SOLE 16200 D SOTHEBYS HLDGS INC CL A COM 835898107 775 42700 SH SOLE 42700 D SOURCE INTERLINK COMPANIES INC COM 836151209 258 19400 SH SOLE 19400 D SOURCECORP INC COM COM 836167106 195 10200 SH SOLE 10200 D SOUTHERN CO COM STK COM 842587107 23239 693300 SH SOLE 693300 D SOUTHN PERU COPPER CORP COM COM 843611104 1695 35900 SH SOLE 35900 D SOUTHN UN CO NEW COM COM 844030106 1196 49875 SH SOLE 49875 D SOUTHWEST WTR CO COM STK COM 845331107 236 17535 SH SOLE 17535 D SOUTHWESTN ENERGY CO COM COM 845467109 1161 22900 SH SOLE 22900 D SOVEREIGN BANCORP INC COM COM 845905108 4979 220816 SH SOLE 220816 D SPANISH BROADCASTING SYS INC C COM 846425882 1081 102400 SH SOLE 102400 D SPARTECH CORP COM NEW COM 847220209 1639 60500 SH SOLE 60500 D SPECIALTY LAB INC COM COM 84749R100 285 25800 SH SOLE 25800 D SPECTRALINK COM COM 847580107 221 15600 SH SOLE 15600 D SPECTRANETICS CORP COM COM 84760C107 244 43400 SH SOLE 43400 D SPEEDWAY MOTORSPORTS INC COM COM 847788106 2272 58000 SH SOLE 58000 D SPHERION CORP COM COM STK ISIN COM 848420105 354 42100 SH SOLE 42100 D SPINNAKER EXPL CO COM COM 84855W109 1469 41900 SH SOLE 41900 D SPORTS AUTH INC NEW COM STK COM 84917U109 373 14500 SH SOLE 14500 D SPORTSMANS GUIDE INC COM NEW COM 848907200 207 9200 SH SOLE 9200 D SPRINT (FON) CORP COM 852061100 26832 1079750 SH SOLE 1079750 D SPSS INC COM COM 78462K102 169 10800 SH SOLE 10800 D SPX CORP COM COM 784635104 1911 47700 SH SOLE 47700 D SRA INTL INC CL A COM 78464R105 488 7600 SH SOLE 7600 D SS&C TECHNOLOGIES INC COM COM 85227Q100 198 9600 SH SOLE 9600 D ST AUTO FINL CORP COM COM 855707105 688 26600 SH SOLE 26600 D ST FINL SVCS CORP CL A COM 856855101 298 9900 SH SOLE 9900 D ST JOE CO COM COM 790148100 2825 44000 SH SOLE 44000 D ST JUDE MED INC COM COM 790849103 13141 313400 SH SOLE 313400 D ST MARY LAND & EXPL CO COM COM 792228108 2484 59500 SH SOLE 59500 D ST PAUL TRAVELERS CORP COM 792860108 18446 497604 SH SOLE 497604 D ST STR CORP COM COM 857477103 10522 214200 SH SOLE 214200 D STA CASINOS INC COM COM 857689103 1963 35900 SH SOLE 35900 D STAAR SURGICAL CO COM NEW PAR COM 852312305 172 27500 SH SOLE 27500 D STAGE STORES INC COM NEW COM 85254C305 390 9400 SH SOLE 9400 D STAMPS COM INC COM NEW COM 852857200 325 20500 SH SOLE 20500 D STANCORP FINL GROUP INC COM COM 852891100 1213 14700 SH SOLE 14700 D STANDEX INTL CORP COM COM 854231107 282 9900 SH SOLE 9900 D STANLEY FURNITURE INC COM NEW COM 854305208 306 6800 SH SOLE 6800 D STANLEY WKS COM COM 854616109 3224 65800 SH SOLE 65800 D STAPLES INC COM COM 855030102 16680 494800 SH SOLE 494800 D STAR SCIENTIFIC INC COM COM 85517P101 282 55400 SH SOLE 55400 D STARBUCKS CORP COM COM 855244109 22637 363000 SH SOLE 363000

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Please Consider the Environment Before Printing This Document D STARTEK INC COM COM 85569C107 296 10400 SH SOLE 10400 D STATE BANCORP INC N Y COM COM COM 855716106 341 12390 SH SOLE 12390 D STD MICROSYSTEMS CORP COM COM 853626109 184 10300 SH SOLE 10300 D STD MTR PRODS INC COM COM 853666105 299 18900 SH SOLE 18900 D STD PAC CORP NEW COM COM 85375C101 1148 17900 SH SOLE 17900 D STD REGISTER CO COM COM 853887107 466 33000 SH SOLE 33000 D STEAK N SHAKE CO COM COM 857873103 371 18500 SH SOLE 18500 D STEEL DYNAMICS INC COM COM 858119100 1163 30700 SH SOLE 30700 D STEELCASE INC CL A COM COM 858155203 382 27600 SH SOLE 27600 D STEIN MART INC COM COM 858375108 452 26500 SH SOLE 26500 D STEINWAY MUSICAL INSTRS INC OR COM 858495104 223 7700 SH SOLE 7700 D STERICYCLE INC COM COM 858912108 928 20200 SH SOLE 20200 D STERIS CORP COM COM 859152100 4915 207200 SH SOLE 207200 D STERLING BANCORP COM COM 859158107 410 14520 SH SOLE 14520 D STERLING BANCSHARES INC COM COM 858907108 497 34800 SH SOLE 34800 D STERLING FINL CORP COM COM 859317109 470 16400 SH SOLE 16400 D STERLING FINL CORP WASH COM COM 859319105 294 7480 SH SOLE 7480 D STEWART & STEVENSON SVCS INC C COM 860342104 328 16200 SH SOLE 16200 D STEWART ENTERPRISES INC CL A C COM 860370105 529 75700 SH SOLE 75700 D STEWART INFORMATION SVCS CORP COM 860372101 491 11800 SH SOLE 11800 D STIFEL FINL CORP COM COM 860630102 299 14266 SH SOLE 14266 D STILLWATER MNG CO COM COM 86074Q102 654 58100 SH SOLE 58100 D STL TECHNOLOGIES INC COM COM 858147101 319 11600 SH SOLE 11600 D STONE ENERGY CORP COM COM 861642106 3368 74700 SH SOLE 74700 D STORAGE TECH CORP COM (NEW) COM 862111200 2051 64900 SH SOLE 64900 D STRATASYS INC COM COM 862685104 366 10900 SH SOLE 10900 D STRATEX NETWORKS INC COM COM 86279T109 142 62800 SH SOLE 62800 D STRAYER ED INC COM COM 863236105 648 5900 SH SOLE 5900 D STRIDE RITE CORP COM COM 863314100 321 28700 SH SOLE 28700 D STRYKER CORP COM COM 863667101 16236 336500 SH SOLE 336500 D STUD LN CORP COM COM 863902102 2079 11300 SH SOLE 11300 D STURM RUGER & CO INC COM COM 864159108 203 22500 SH SOLE 22500 D SUFFOLK BANCORP COM COM 864739107 230 6600 SH SOLE 6600 D SUMMIT BANCSHARES INC FT WORTH COM 866011109 446 11900 SH SOLE 11900 D SUMMIT BK CORP GA COM COM 866013105 296 17300 SH SOLE 17300 D SUN BANCORP INC N J COM COM 86663B102 185 7415 SH SOLE 7415 D SUN MICROSYSTEMS INC COM STK $ COM 866810104 10898 2025600 SH SOLE 2025600 D SUN TR BANKS INC COM COM 867914103 21335 288781 SH SOLE 288781 D SUNGARD DATA SYS INC COM COM 867363103 6519 230100 SH SOLE 230100 D SUNOCO INC COM COM 86764P109 5107 62500 SH SOLE 62500 D SUNRISE SENIOR LIVING COM 86768K106 3050 65800 SH SOLE 65800 D SUNRISE TELECOM INC COM COM 86769Y105 131 46000 SH SOLE 46000 D SUNTRON CORP COM COM 86789P100 123 39200 SH SOLE 39200 D SUPER VALU INC COM COM 868536103 3707 107400 SH SOLE 107400 D SUPERGEN INC COM COM 868059106 202 28700 SH SOLE 28700 D SUPERIOR ENERGY SVCS INC COM COM 868157108 650 42200 SH SOLE 42200 D SUPERIOR INDS INTL INC COM COM 868168105 468 16100 SH SOLE 16100 D SUPPORT SOFT INC COM 868587106 188 28200 SH SOLE 28200 D SUREWEST COMMUNICATIONS COM COM 868733106 587 20700 SH SOLE 20700 D SURMODICS INC COM COM 868873100 449 13800 SH SOLE 13800 D SUSQUEHANNA BANCSHARES INC PA COM 869099101 894 35830 SH SOLE 35830 D SWIFT ENERGY CO COM COM 870738101 810 28000 SH SOLE 28000 D SWIFT TRANSN INC COM COM 870756103 8113 377700 SH SOLE 377700 D SWS GROUP INC COM COM 78503N107 375 17100 SH SOLE 17100 D SYBASE INC COM COM 871130100 1117 56000 SH SOLE 56000 D SYBRON DENTAL SPECIALTIES INC COM 871142105 938 26500 SH SOLE 26500 D SYCAMORE NETWORKS INC COM COM 871206108 707 174200 SH SOLE 174200 D SYKES ENTERPRISES INC COM COM 871237103 236 33900 SH SOLE 33900 D SYMANTEC CORP COM COM 871503108 13715 532400 SH SOLE 532400 D SYMBOL TECHNOLOGIES INC COM COM 871508107 3181 183900 SH SOLE 183900 D SYMMETRICOM INC DEL COM 871543104 321 33100 SH SOLE 33100 D SYMYX TECHNOLOGIES INC COM COM 87155S108 647 21500 SH SOLE 21500 D SYNAPTICS INC COM COM 87157D109 541 17700 SH SOLE 17700 D SYNOPSYS INC COM COM 871607107 3775 192400 SH SOLE 192400 D SYNOVIS LIFE TECHNOLOGIES INC COM 87162G105 156 14400 SH SOLE 14400 D SYNOVUS FINL CORP COM COM 87161C105 5516 193000 SH SOLE 193000 D SYNTEL INC COM COM 87162H103 493 28100 SH SOLE 28100 D SYNTROLEUM CORP COM COM 871630109 287 35700 SH SOLE 35700 D SYPRIS SOLUTIONS INC COM STK COM 871655106 193 12600 SH SOLE 12600 D SYSCO CORP COM COM 871829107 23822 624100 SH SOLE 624100 D S1 CORP COM STK COM 78463B101 492 54300 SH SOLE 54300 D T-HQ INC COM NEW COM 872443403 3785 165000 SH SOLE 165000 D TAKE-TWO INTERACTIVE SOFTWARE COM 874054109 925 26600 SH SOLE 26600 D TALBOTS INC COM COM 874161102 866 31800 SH SOLE 31800 D TALX CORP COM COM 874918105 224 8700 SH SOLE 8700 D TANOX INC COM STK COM 87588Q109 438 28800 SH SOLE 28800 D TARGET CORP COM COM 87612E106 41056 790600 SH SOLE 790600 D TASER INTL INC COM COM 87651B104 3159 100000 SH SOLE 100000 D TBC CORP NEW COM COM 872183108 895 32200 SH SOLE 32200 D TCF FNCL CORP COM COM 872275102 2571 80000 SH SOLE 80000 D TECH DATA CORP COM COM 878237106 1494 32900 SH SOLE 32900 D TECH OLYMPIC USA INC COM COM COM 878483106 655 25800 SH SOLE 25800 D TECHNE CORP COM COM 878377100 922 23700 SH SOLE 23700 D TECHNITROL INC COM COM 878555101 462 25400 SH SOLE 25400

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Please Consider the Environment Before Printing This Document D TECO ENERGY INC COM COM 872375100 2804 182800 SH SOLE 182800 D TECUMSEH PRODS CO CL A COM 878895200 674 14100 SH SOLE 14100 D TEJON RANCH CO COM COM 879080109 241 5900 SH SOLE 5900 D TEKELEC COM COM 879101103 838 41000 SH SOLE 41000 D TEKTRONIX INC COM COM 879131100 2234 73959 SH SOLE 73959 D TEL & DATA SYS INC COM STK NEW COM 879433100 5702 74100 SH SOLE 74100 D TELECOMMUNICATION SYS INC CL A COM 87929J103 138 41200 SH SOLE 41200 D TELEDYNE TECHNOLOGIES INC COM COM 879360105 1480 50300 SH SOLE 50300 D TELEFLEX INC COM COM 879369106 1148 22100 SH SOLE 22100 D TELETECH HLDGS INC COM COM 879939106 540 55700 SH SOLE 55700 D TELIK INC COM STK COM 87959M109 511 26700 SH SOLE 26700 D TELLABS INC COM COM 879664100 3173 369364 SH SOLE 369364 D TELULAR CORP COM NEW COM 87970T208 113 13300 SH SOLE 13300 D TEMPLE INLAND INC COM COM 879868107 3071 44900 SH SOLE 44900 D TEMPLE-INLAND INC UPPER DECS 7 CON 879868206 1689 30000 SH SOLE 30000 D TEMPUR-PEDIC INTL INC COM COM 88023U101 413 19500 SH SOLE 19500 D TENET HEALTHCARE CORP COM COM 88033G100 3152 287100 SH SOLE 287100 D TENNANT CO COM COM 880345103 270 6800 SH SOLE 6800 D TENNECO AUTOMOTIVE INC COM COM 880349105 493 28600 SH SOLE 28600 D TERADYNE INC COM COM 880770102 2059 120600 SH SOLE 120600 D TERAYON COMMUNICATION SYS COM COM 880775101 145 53500 SH SOLE 53500 D TEREX CORP NEW COM COM 880779103 1472 30900 SH SOLE 30900 D TERRA INDS INC COM COM 880915103 397 44700 SH SOLE 44700 D TESORO CORP COM 881609101 1491 46800 SH SOLE 46800 D TESSERA TECHNOLOGIES INC COM S COM 88164L100 930 25000 SH SOLE 25000 D TETRA TECH INC NEW COM COM 88162G103 1479 88325 SH SOLE 88325 D TETRA TECHNOLOGIES INC DEL COM COM 88162F105 340 12000 SH SOLE 12000 D TEXTRON INC COM COM 883203101 8450 114500 SH SOLE 114500 D THERAGENICS CORP COM COM 883375107 146 35900 SH SOLE 35900 D THERMO ELECTRON CORP COM COM 883556102 3170 105000 SH SOLE 105000 D THOMAS & BETTS CORP COM COM 884315102 1012 32900 SH SOLE 32900 D THOMAS INDS INC COM COM 884425109 271 6800 SH SOLE 6800 D THOR INDS INC COM STK COM 885160101 711 19200 SH SOLE 19200 D THORATEC CORP COM 885175307 416 39900 SH SOLE 39900 D TIB FINL CORP COM COM 872449103 244 9600 SH SOLE 9600 D TIBCO SOFTWARE INC COM COM 88632Q103 1796 134600 SH SOLE 134600 D TIDEWATER INC COM COM 886423102 1018 28600 SH SOLE 28600 D TIFFANY & CO COM COM 886547108 2964 92700 SH SOLE 92700 D TIMBERLAND CO CL A COM 887100105 1316 21000 SH SOLE 21000 D TIME WARNER INC NEW COM COM 887317105 59652 3068500 SH SOLE 3068500 D TIME WARNER TELECOM INC CL A I COM 887319101 160 36800 SH SOLE 36800 D TIMKEN CO COM COM 887389104 4369 167900 SH SOLE 167900 D TITAN INTL INC ILL COM COM 88830M102 527 34900 SH SOLE 34900 D TITANIUM METALS CORP COM NEW COM 888339207 374 15500 SH SOLE 15500 D TIVO INC COM COM 888706108 306 52200 SH SOLE 52200 D TJX COS INC COM NEW COM 872540109 8652 344300 SH SOLE 344300 D TOLL BROS INC COM COM 889478103 2923 42600 SH SOLE 42600 D TOMPKINS TRUSTCO INC COM STK U COM 890110109 219 4100 SH SOLE 4100 D TOO INC COM STK COM 890333107 541 22100 SH SOLE 22100 D TOOTSIE ROLL INDS INC COM COM 890516107 1060 30600 SH SOLE 30600 D TOPPS INC COM COM 890786106 197 20200 SH SOLE 20200 D TORCHMARK CORP COM COM 891027104 7160 125300 SH SOLE 125300 D TORO CO COM COM 891092108 1066 13100 SH SOLE 13100 D TOTAL ENTMT RESTAURANT CORP CO COM 89150E100 192 16100 SH SOLE 16100 D TOTAL SYS SVCS INC COM COM 891906109 2943 121100 SH SOLE 121100 D TOWER AUTOMOTIVE INC COM COM 891707101 100 42000 SH SOLE 42000 D TOYS R US INC (HOLDING COMPANY COM 892335100 2739 133800 SH SOLE 133800 D TRACTOR SUP CO COM COM 892356106 863 23200 SH SOLE 23200 D TRADESTATION GROUP INC COM COM 89267P105 232 33100 SH SOLE 33100 D TRAMMELL CROW CO COM COM 89288R106 340 18800 SH SOLE 18800 D TRANS WORLD ENTMT CORP COM COM 89336Q100 373 29900 SH SOLE 29900 D TRANSACT TECHNOLOGIES INC COM COM 892918103 176 8250 SH SOLE 8250 D TRANSACTION SYS ARCHITECTS INC COM 893416107 472 23800 SH SOLE 23800 D TRANSATLANTIC HLDGS INC COM COM 893521104 2172 35125 SH SOLE 35125 D TRANSKARYOTIC THERAPIES INC CO COM 893735100 647 25500 SH SOLE 25500 D TRANSMETA CORP DEL COM COM 89376R109 157 96100 SH SOLE 96100 D TRANSMONTAIGNE INC COM COM 893934109 332 54200 SH SOLE 54200 D TRANSOCEAN INC COM G90078109 8499 200500 SH SOLE 200500 D TRAVELERS PPTY CAS CORP NEW JR CON 89420G307 3339 145000 SH SOLE 145000 D TRC COS INC COM COM 872625108 185 10900 SH SOLE 10900 D TREDEGAR CORP INC COM 894650100 461 22800 SH SOLE 22800 D TREX INC COM COM 89531P105 509 9700 SH SOLE 9700 D TRIAD GTY INC COM 895925105 550 9100 SH SOLE 9100 D TRIAD HOSPS INC COM COM 89579K109 8357 224600 SH SOLE 224600 D TRIARC COS INC CL A COM 895927101 381 29300 SH SOLE 29300 D TRIBUNE CO COM COM 896047107 12233 290300 SH SOLE 290300 D TRIBUNE CO NEW EXCHANGEABLE SU CON 896047305 1154 12700 SH SOLE 12700 D TRICO BANCSHARES COM STK COM 896095106 276 11800 SH SOLE 11800 D TRIDENT MICROSYSTEMS INC COM COM 895919108 291 17400 SH SOLE 17400 D TRIMBLE NAV LTD COM COM 896239100 4166 126100 SH SOLE 126100 D TRIMERIS INC COM COM 896263100 248 17500 SH SOLE 17500 D TRINITY IND INC COM COM 896522109 1012 29700 SH SOLE 29700 D TRIPATH IMAGING INC COM COM 896942109 238 26500 SH SOLE 26500 D TRIPATH TECH INC COM ISIN US89 COM 89672P104 50 39600 SH SOLE 39600

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Please Consider the Environment Before Printing This Document D TRIQUINT SEMICONDUCTOR INC COM COM 89674K103 372 83600 SH SOLE 83600 D TRITON PCS HLDGS INC CL A COM COM 89677M106 336 98300 SH SOLE 98300 D TRIUMPH GROUP INC NEW COM COM 896818101 375 9500 SH SOLE 9500 D TRIZETTO GROUP INC COM COM 896882107 333 35100 SH SOLE 35100 D TRUSTCO BK CORP N Y COM COM 898349105 935 67800 SH SOLE 67800 D TRUSTMARK CORP COM COM 898402102 1016 32700 SH SOLE 32700 D TTM TECHNOLOGIES INC COM COM 87305R109 347 29400 SH SOLE 29400 D TUESDAY MORNING CORP COM NEW COM 899035505 2600 84900 SH SOLE 84900 D TUMBLEWEED COMMUNICATIONS CORP COM 899690101 102 30500 SH SOLE 30500 D TUPPERWARE CORP COM COM 899896104 2837 136900 SH SOLE 136900 D TWEETER HOME ENTMT GROUP INC C COM 901167106 178 26000 SH SOLE 26000 D TX INDS INC COM 882491103 923 14800 SH SOLE 14800 D TX INSTRS INC COM COM 882508104 34049 1383000 SH SOLE 1383000 D TX REGL BANCSHARES INC CL A VT COM 882673106 873 26700 SH SOLE 26700 D TXU CORP COM COM 873168108 24449 378700 SH SOLE 378700 D TYCO INTL LTD NEW COM COM 902124106 29593 828000 SH SOLE 828000 D TYLER TECHNOLOGIES INC COM STK COM 902252105 204 24400 SH SOLE 24400 D TYSON FOODS INC CL A COM (DELA COM 902494103 8087 439500 SH SOLE 439500 D U S B HLDG INC COM COM 902910108 431 17325 SH SOLE 17325 D U S I HLDGS CORP COM COM 90333H101 207 17900 SH SOLE 17900 D U S PHYSICAL THERAPY COM COM 90337L108 291 18900 SH SOLE 18900 D U S XPRESS ENTERPRISES INC CL COM 90338N103 431 14700 SH SOLE 14700 D U.S. CELLULAR CORP COM COM 911684108 4221 94300 SH SOLE 94300 D UBIQUITEL INC COM COM 903474302 874 122700 SH SOLE 122700 D UCBH HLDGS INC COM COM 90262T308 1182 25800 SH SOLE 25800 D UGI CORP NEW COM COM 902681105 871 21300 SH SOLE 21300 D UICI COM COM 902737105 919 27100 SH SOLE 27100 D UIL HLDG CORP COM COM 902748102 585 11400 SH SOLE 11400 D ULTICOM INC COM STK ISIN# US90 COM 903844108 489 30500 SH SOLE 30500 D ULTIMATE SOFTWARE GROUP INC CO COM 90385D107 218 17200 SH SOLE 17200 D ULTRA PETE CORP COM NPV COM 903914109 2970 61700 SH SOLE 61700 D ULTRALIFE BATTERIES INC COM 903899102 226 11600 SH SOLE 11600 D ULTRATECH INC EFF 06-10-03 COM 904034105 330 17500 SH SOLE 17500 D UMB FINL CORP COM COM 902788108 635 11200 SH SOLE 11200 D UMPQUA HLDGS CORP COM COM 904214103 426 16900 SH SOLE 16900 D UN BANKSHARES CORP COM COM 905399101 489 12730 SH SOLE 12730 D UN PAC CORP COM COM 907818108 21204 315300 SH SOLE 315300 D UNIFIRST CORP MASS COM COM 904708104 212 7500 SH SOLE 7500 D UNIONBANCAL CORP DE COM STK COM 908906100 5687 88200 SH SOLE 88200 D UNISYS CORP COM COM 909214108 2097 206000 SH SOLE 206000 D UNIT CORP COM COM 909218109 917 24000 SH SOLE 24000 D UNITED BANCORP INC OHIO COM CO COM 909911109 223 14960 SH SOLE 14960 D UNITED INDL CORP COM COM 910671106 368 9500 SH SOLE 9500 D UNITED PARCEL SVC INC CL B COM 911312106 66787 781500 SH SOLE 781500 D UNITEDGLOBALCOM CL A COM 913247508 709 73400 SH SOLE 73400 D UNITEDHEALTH GROUP INC COM COM 91324P102 72997 829231 SH SOLE 829231 D UNITIL CORP COM COM 913259107 374 13200 SH SOLE 13200 D UNITRIN INC COM COM 913275103 2009 44200 SH SOLE 44200 D UNITY BANCORP NJ COM 913290102 251 19635 SH SOLE 19635 D UNIVISION COMMUNICATIONS INC C COM 914906102 5854 200000 SH SOLE 200000 D UNIZAN FINL CORP COM COM COM 91528W101 430 16300 SH SOLE 16300 D UNOCAL CAP TR TR CONV PFD SECS CON 91528T207 1028 20000 SH SOLE 20000 D UNOCAL CORP COM COM 915289102 13543 313200 SH SOLE 313200 D UNOVA INC COM COM 91529B106 996 39400 SH SOLE 39400 D UNUMPROVIDENT CORP COM COM 91529Y106 9887 551100 SH SOLE 551100 D UNVL AMERN FINL CORP COM COM 913377107 1686 109000 SH SOLE 109000 D UNVL COMPRESSION HLDGS INC COM COM 913431102 3896 111600 SH SOLE 111600 D UNVL CORP VA COM COM 913456109 364 7600 SH SOLE 7600 D UNVL DISPLAY CORP COM COM 91347P105 172 19100 SH SOLE 19100 D UNVL ELECTRS INC COM COM 913483103 292 16600 SH SOLE 16600 D UNVL FST PRODS INC COM COM 913543104 590 13600 SH SOLE 13600 D UNVL HEALTH SERVICES INC CL B COM 913903100 7957 178800 SH SOLE 178800 D UNVL TECH INST INC COM COM 913915104 244 6400 SH SOLE 6400 D URBAN OUTFITTERS INC COM COM 917047102 2069 46600 SH SOLE 46600 D UROLOGIX INC COM COM 917273104 168 26000 SH SOLE 26000 D URS CORP NEW COM COM 903236107 639 19900 SH SOLE 19900 D US BANCORP COM 902973304 61112 1951200 SH SOLE 1951200 D US UNWIRED INC COM COM STK COM 90338R104 954 198800 SH SOLE 198800 D USANA HEALTH SCIENCES INC CDT- COM 90328M107 414 12100 SH SOLE 12100 D USEC INC COM COM 90333E108 516 53300 SH SOLE 53300 D USF CORP COM COM 91729Q101 603 15900 SH SOLE 15900 D USG CORP COM NEW COM 903293405 1188 29500 SH SOLE 29500 D UST INC COM COM 902911106 9449 196400 SH SOLE 196400 D UT MED PRODS INC COM COM 917488108 211 9400 SH SOLE 9400 D UTD AUTO GROUP INC COM COM 909440109 749 25300 SH SOLE 25300 D UTD BANKSHARES INC W VA COM COM 909907107 2606 68300 SH SOLE 68300 D UTD CAP CORP COM COM 909912107 181 8000 SH SOLE 8000 D UTD CMNTY BKS INC BLAIRSVILLE COM 90984P105 768 28500 SH SOLE 28500 D UTD CMNTY FINL CORP OH COM COM 909839102 291 26000 SH SOLE 26000 D UTD DEFENSE INDS INC COM COM 91018B104 378 8000 SH SOLE 8000 D UTD FINL CORP MINN COM COM 909919102 245 10200 SH SOLE 10200 D UTD FIRE & CAS CO COM COM 910331107 330 9800 SH SOLE 9800 D UTD NAT FOODS INC COM COM 911163103 3931 126400 SH SOLE 126400 D UTD ONLINE INC COM COM 911268100 483 41900 SH SOLE 41900

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Please Consider the Environment Before Printing This Document D UTD PANAM FINL CORP COM COM 911301109 227 11900 SH SOLE 11900 D UTD RENTALS INC COM COM 911363109 968 51200 SH SOLE 51200 D UTD STATIONERS INC COM COM 913004107 1973 42700 SH SOLE 42700 D UTD STS STL CORP NEW COM COM 912909108 12628 246400 SH SOLE 246400 D UTD SURGICAL PARTNERS INTL INC COM 913016309 809 19400 SH SOLE 19400 D UTD TECHNOLOGIES CORP COM COM 913017109 68180 659700 SH SOLE 659700 D UTD THERAPEUTICS CORP DEL COM COM 91307C102 4786 106000 SH SOLE 106000 D UTSTARCOM INC COM COM 918076100 3192 144100 SH SOLE 144100 D V F CORP COM COM 918204108 6369 115000 SH SOLE 115000 D VAIL RESORTS INC COM COM 91879Q109 379 16900 SH SOLE 16900 D VAL NATL BANCORP COM COM 919794107 1553 56175 SH SOLE 56175 D VALASSIS COMMUNICATIONS INC CO COM 918866104 977 27900 SH SOLE 27900 D VALEANT PHARMACEUTICALS INTL C COM 91911X104 1325 50300 SH SOLE 50300 D VALENCE TECHNOLOGY INC COM COM 918914102 176 56600 SH SOLE 56600 D VALERO ENERGY CORP COM STK NEW COM 91913Y100 17692 389700 SH SOLE 389700 D VALHI INC NEW COM COM 918905100 1173 72900 SH SOLE 72900 D VALMONT INDS INC COM COM 920253101 1145 45600 SH SOLE 45600 D VALSPAR CORP COM COM 920355104 1115 22300 SH SOLE 22300 D VALUE LINE INC COM COM 920437100 180 4600 SH SOLE 4600 D VALUECLICK INC COM STK ISIN#US COM 92046N102 661 49600 SH SOLE 49600 D VALUEVISION MEDIA COM 92047K107 331 23800 SH SOLE 23800 D VARCO INTL INC DEL COM COM 922122106 5938 203700 SH SOLE 203700 D VARIAN INC COM COM 922206107 828 20200 SH SOLE 20200 D VARIAN MED SYS INC COM ISIN COM 92220P105 3537 81800 SH SOLE 81800 D VARIAN SEMICONDUCTOR EQUIPTMEN COM 922207105 811 22000 SH SOLE 22000 D VASTERA INC OC-COM COM 92239N109 119 45200 SH SOLE 45200 D VAXGEN INC COM NEW COM 922390208 479 28200 SH SOLE 28200 D VCA ANTECH INC COM STK COM 918194101 1125 57400 SH SOLE 57400 D VECTOR GROUP LTD COM STK COM 92240M108 477 28665 SH SOLE 28665 D VECTREN CORP COM COM 92240G101 1361 50800 SH SOLE 50800 D VEECO INSTRS INC DEL COM COM 922417100 1852 87900 SH SOLE 87900 D VENTANA MED SYS INC COM COM 92276H106 761 11900 SH SOLE 11900 D VENTIV HLTH INC COM COM 922793104 370 18200 SH SOLE 18200 D VERINT SYS INC COM COM 92343X100 679 18700 SH SOLE 18700 D VERISIGN INC COM COM 92343E102 4911 146500 SH SOLE 146500 D VERITAS DGC INC COM COM 92343P107 583 26000 SH SOLE 26000 D VERITAS SOFTWARE CORP COM COM 923436109 11851 415100 SH SOLE 415100 D VERITY INC COM COM 92343C106 365 27800 SH SOLE 27800 D VERIZON COMMUNICATIONS COM COM 92343V104 102361 2526800 SH SOLE 2526800 D VERTEX PHARMACEUTICALS INC COM COM 92532F100 556 52600 SH SOLE 52600 D VERTRUE INC COM COM COM 92534N101 219 5800 SH SOLE 5800 D VIACOM COM CL B COM 925524308 55080 1513600 SH SOLE 1513600 D VIAD CORP COM NEW COM 92552R406 344 12075 SH SOLE 12075 D VIASAT INC COM COM 92552V100 430 17700 SH SOLE 17700 D VIASYS HEALTHCARE INC COM NEW COM 92553Q209 422 22200 SH SOLE 22200 D VICOR CORP COM COM 925815102 393 30000 SH SOLE 30000 D VICURON PHARMACEUTICALS INC CO COM 926471103 594 34100 SH SOLE 34100 D VIEWPOINT CORP COM COM STK COM 92672P108 165 53100 SH SOLE 53100 D VIGNETTE CORP COM COM 926734104 178 128300 SH SOLE 128300 D VINTAGE PETE INC COM COM 927460105 1028 45300 SH SOLE 45300 D VIROLOGIC INC OC-COM STK ISIN# COM 92823R201 259 92820 SH SOLE 92820 D VISHAY INTERTECHNOLOGY INC COM COM 928298108 1409 93800 SH SOLE 93800 D VISTACARE INC CL A COM COM 92839Y109 226 13600 SH SOLE 13600 D VISTEON CORP COM COM 92839U107 1062 108700 SH SOLE 108700 D VISX INC DEL COM COM 92844S105 934 36100 SH SOLE 36100 D VITAL SIGNS INC COM COM 928469105 475 12200 SH SOLE 12200 D VITESSE SEMICONDUCTOR CORP COM COM 928497106 476 134900 SH SOLE 134900 D VITRIA TECH INC COM NEW COM COM 92849Q401 130 30900 SH SOLE 30900 D VIVUS INC COM COM 928551100 201 45200 SH SOLE 45200 D VOLT INFORMATION SCIENCES INC COM 928703107 367 12500 SH SOLE 12500 D VSE CORP COM COM 918284100 284 11300 SH SOLE 11300 D VULCAN MATERIALS CO COM COM 929160109 4587 84000 SH SOLE 84000 D VY NATL GASES INC PA COM STK COM 919792101 378 21000 SH SOLE 21000 D W COAST BANCORP ORE NEW COM COM 952145100 391 15400 SH SOLE 15400 D W HLDG CO INC COM COM 929251106 1444 62933 SH SOLE 62933 D W MARINE INC COM 954235107 3213 129800 SH SOLE 129800 D W P CAREY & CO LLC COM COM 92930Y107 605 17200 SH SOLE 17200 D W PHARMACEUTICAL SVCS INC COM COM 955306105 666 26600 SH SOLE 26600 D WA BKG CO OAK HBR WASH COM COM 937303105 301 16600 SH SOLE 16600 D WA MUT INC COM COM 939322103 39168 926400 SH SOLE 926400 D WA TR BANCORP INC COM COM 940610108 366 12500 SH SOLE 12500 D WABASH NATL CORP COM COM 929566107 461 17100 SH SOLE 17100 D WABTEC CORP COM COM 929740108 657 30800 SH SOLE 30800 D WACHOVIA CORP NEW COM COM 929903102 77348 1470493 SH SOLE 1470493 D WADDELL & REED FINL INC CL A C COM 930059100 1295 54200 SH SOLE 54200 D WAL-MART STORES INC COM COM 931142103 166906 3159900 SH SOLE 3159900 D WALGREEN CO COM COM 931422109 30899 805300 SH SOLE 805300 D WALTER INDS INC COM COM 93317Q105 884 26200 SH SOLE 26200 D WARNACO GROUP INC COM NEW COM 934390402 652 30200 SH SOLE 30200 D WASH FED INC COM COM 938824109 1056 39800 SH SOLE 39800 D WASH POST CO CL B COM COM 939640108 5505 5600 SH SOLE 5600 D WASTE CONNECTIONS INC COM COM 941053100 966 28200 SH SOLE 28200 D WASTE MGMT INC DEL COM STK COM 94106L109 14180 473600 SH SOLE 473600 D WATCHGUARD TECHNOLOGIES INC CO COM 941105108 132 29800 SH SOLE 29800

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Please Consider the Environment Before Printing This Document D WATERS CORP COM COM 941848103 13906 297200 SH SOLE 297200 D WATSCO INC COM COM 942622200 3321 94300 SH SOLE 94300 D WATSON PHARMACEUTICALS INC COM COM 942683103 2805 85500 SH SOLE 85500 D WATSON WYATT & CO HLDGS CL A COM 942712100 415 15400 SH SOLE 15400 D WATTS WTR TECHNOLOGIES INC 10/ COM 942749102 3814 118300 SH SOLE 118300 D WAUSAU-MOSINEE PAPER CORP COM COM 943315101 554 31000 SH SOLE 31000 D WAYNE SVGS BANCSHARES INC NEW COM 94624Q101 208 13000 SH SOLE 13000 D WCI CMNTYS INC COM COM 92923C104 826 28100 SH SOLE 28100 D WD 40 CO COM COM 929236107 355 12500 SH SOLE 12500 D WEATHERFORD INTL LTD COM G95089101 3812 74300 SH SOLE 74300 D WEBEX INC COM COM 94767L109 675 28400 SH SOLE 28400 D WEBMD CORP COM COM 94769M105 1539 188600 SH SOLE 188600 D WEBMETHODS INC COM COM 94768C108 283 39300 SH SOLE 39300 D WEBSENSE INC COM STK ISIN# US9 COM 947684106 796 15700 SH SOLE 15700 D WEBSTER CY FED BANCORP IA COM COM 947692109 282 22000 SH SOLE 22000 D WEBSTER FNCL CORP WATERBURY CO COM 947890109 1109 21900 SH SOLE 21900 D WEIGHT WATCHERS INTL INC NEW C COM 948626106 2534 61700 SH SOLE 61700 D WEIS MKT INC COM COM 948849104 582 15100 SH SOLE 15100 D WELLCHOICE INC COM COM COM 949475107 993 18600 SH SOLE 18600 D WELLCO ENTERPRISES INC COM COM 949476105 85 5600 SH SOLE 5600 D WELLMAN INC COM COM 949702104 270 25300 SH SOLE 25300 D WELLPOINT INC COM COM COM 94973V107 34627 301100 SH SOLE 301100 D WELLS FARGO & CO NEW COM STK COM 949746101 93934 1511400 SH SOLE 1511400 D WELLS FARGO & CO NEW SR DEB CO COR 949746FA4 995 1000000 SH SOLE 1000000 D WENDY S INTL INC COM COM 950590109 3435 87500 SH SOLE 87500 D WERNER ENTERPRISES INC COM COM 950755108 2447 108100 SH SOLE 108100 D WESBANCO INC COM COM 950810101 585 18300 SH SOLE 18300 D WESCO FNCL CORP CAP COM 950817106 1454 3700 SH SOLE 3700 D WESCO INTL INC COM COM 95082P105 821 27700 SH SOLE 27700 D WEST CORP COM COM 952355105 1338 40400 SH SOLE 40400 D WESTAMERICA BANCORPORATION COM COM 957090103 1073 18400 SH SOLE 18400 D WESTAR ENERGY INC COM COM 95709T100 1086 47500 SH SOLE 47500 D WESTBANK CORP COM COM 957116106 218 11865 SH SOLE 11865 D WESTCORP COM COM 957907108 1332 29000 SH SOLE 29000 D WESTELL TECHNOLOGIES INC CL A COM 957541105 195 28700 SH SOLE 28700 D WESTERN GAS RES INC COM COM 958259103 1269 43400 SH SOLE 43400 D WESTFIELD FINL INC COM COM 96008D101 238 9200 SH SOLE 9200 D WESTN DIGITAL CORP COM COM 958102105 1371 126500 SH SOLE 126500 D WESTN WIRELESS CORP CL A COM 95988E204 2376 81100 SH SOLE 81100 D WESTWOOD 1 INC COM COM 961815107 1527 56700 SH SOLE 56700 D WET SEAL INC CL A COM 961840105 50 22100 SH SOLE 22100 D WEYERHAEUSER CO COM COM 962166104 21047 313100 SH SOLE 313100 D WFS FINL INC COM COM 92923B106 1193 23500 SH SOLE 23500 D WGL HLDGS INC COM COM 92924F106 919 29800 SH SOLE 29800 D WHEELING PITT CORP COM NEW STK COM 963142302 451 11700 SH SOLE 11700 D WHIRLPOOL CORP COM COM 963320106 12326 178100 SH SOLE 178100 D WHITE MTN COM STK COM G9618E107 2972 4600 SH SOLE 4600 D WHITNEY HLDG CORP COM COM 966612103 4607 102400 SH SOLE 102400 D WHOLE FOODS MKT INC COM COM 966837106 3290 34500 SH SOLE 34500 D WILD OATS MKTS INC COM COM 96808B107 217 24600 SH SOLE 24600 D WILEY JOHN & SONS INC CL A COM 968223206 1192 34200 SH SOLE 34200 D WILLIAMS CLAYTON ENERGY INC CO COM 969490101 213 9300 SH SOLE 9300 D WILLIAMS CO INC COM COM 969457100 5314 326200 SH SOLE 326200 D WILLIAMS SONOMA INC COM COM 969904101 2460 70200 SH SOLE 70200 D WILMINGTON TR CORP NEW COM COM 971807102 4468 123600 SH SOLE 123600 D WILSON GREATBATCH TECHNOLOGIES COM 972232102 289 12900 SH SOLE 12900 D WIND RIV SYS INC COM COM 973149107 753 55600 SH SOLE 55600 D WINMARK CORP COM COM 974250102 210 8100 SH SOLE 8100 D WINN-DIXIE STORES INC COM COM 974280109 469 103100 SH SOLE 103100 D WINNEBAGO INDS INC COM COM 974637100 402 10300 SH SOLE 10300 D WINTRUST FINL CORP COM COM 97650W108 661 11600 SH SOLE 11600 D WIRELESS FACS INC COM COM 97653A103 650 68900 SH SOLE 68900 D WIS ENERGY COM COM 976657106 2053 60900 SH SOLE 60900 D WITNESS SYS INC COM COM 977424100 327 18700 SH SOLE 18700 D WMS INDS INC COM COM 929297109 607 18100 SH SOLE 18100 D WOLVERINE WORLD WIDE INC COM COM 978097103 8694 276700 SH SOLE 276700 D WOODWARD GOV CO COM COM 980745103 422 5900 SH SOLE 5900 D WORLD ACCEP CORP S C NEW COM COM 981419104 338 12300 SH SOLE 12300 D WORLD FUEL SERVICE COM STK USD COM 981475106 722 14500 SH SOLE 14500 D WORLD WRESTLING ENTMNT COM 98156Q108 218 18000 SH SOLE 18000 D WORONOCO BANCORP INC ISIN COM 981630106 253 6900 SH SOLE 6900 D WORTHINGTON INDS INC COM COM 981811102 1061 54200 SH SOLE 54200 D WPS RES CORP COM COM 92931B106 794 15900 SH SOLE 15900 D WRIGHT MED GROUP INC COM COM 98235T107 2816 98800 SH SOLE 98800 D WRIGLEY WM JR CO CAP COM 982526105 9659 139600 SH SOLE 139600 D WSFS FINL CORP COM COM 929328102 259 4300 SH SOLE 4300 D WTR PIK TECHNOLOGIES INC COM COM 94113U100 307 17300 SH SOLE 17300 D WYETH COM COM 983024100 53476 1255600 SH SOLE 1255600 D WYNN RESORTS LTD COM COM 983134107 1613 24100 SH SOLE 24100 D XCEL ENERGY INC COM COM 98389B100 6137 337200 SH SOLE 337200 D XEROX CORP COM COM 984121103 13120 771300 SH SOLE 771300 D XILINX INC COM COM 983919101 6277 211700 SH SOLE 211700 D XL CAP LTD SHS A COM G98255105 2462 31700 SH SOLE 31700 D XM SATELLITE RADIO HLDGS INC C COM 983759101 3423 91000 SH SOLE 91000

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