13F-HR/A 1 d592076_13f-hra.txt UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 13F FORM 13F Cover Page Report for the Calendar Year or Quarter Ended: December 31, 2002 Check here if Amendment: |X|; Amendment Number: 1 This Amendment (Check only one): |_| is a restatement |X| adds new holding entries. THIS FILING LISTS SECURITIES HOLDINGS REPORTED ON THE FORM 13F FILED ON FEBRUARY 14, 2003 PURSUANT TO A REQUEST FOR CONFIDENTIAL TREATMENT AND FOR WHICH THAT REQUEST WAS DENIED ON JULY 28, 2005. Institutional Manager Filing this Report: Name: Two Sigma Investments, LLC Address: 379 West Broadway 5th Floor New York, New York 10012 13F File Number: 28- 10385 The institutional investment manager filing this report and the person by whom it is signed hereby represent that the person signing the report is authorized to submit it, that all information contained herein is true, correct and complete, and that it is understood that all required items, statements, schedules, lists, and tables, are considered integral parts of this form. Person Signing this Report on Behalf of Reporting Manager: Name: Mark Pickard Title: President Phone: (212) 625-5731 Signature, Place and Date of Signing: /s/ Mark Pickard New York, New York August 5, 2005 ----------------------- -------------------------- ---------------------- [Signature] [City, State] [Date] Report Type: (Check only one): [X] 13F HOLDINGS REPORT. (Check here if all holdings of this reporting manager are reported in this report). [_] 13F NOTICE. (Check here if no holdings reported are in this report, and all holdings are reported by other reporting managers(s).) [_] 13F COMBINATION REPORT. (Check here if a portion of the holdings for this reporting manager are reported in this report and a portion are reported by other reporting manager(s).) Form 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 1 Form 13F Information Table Entry Total: 492 Form 13F Information Table Value Total: $460,913 (thousands) List of Other Included Managers: Provide a numbered list of the name(s) and Form 13F file number(s) of all institutional investment managers with respect to which this report is filed, other than the manager filing this report. No. Form 13F File Number Name 1. 28-11440 Two Sigma Fund, LP ---- --------------------- -------------------------------- FORM 13F INFORMATION TABLE Two Sigma Investments, LLC December 31, 2002
----------------------------------------------------------------------------------------------------------------------- COLUMN 1 COL 2 COLUMN 3 COLUMN 4 COLUMN 5 COL 6 COL 7 COLUMN 8 ----------------------------------------------------------------------------------------------------------------------- TITLE VOTING AUTHORITY OF VALUE SHRS OR SH/ PUT/ INVSTMT OTHER ------------------- NAME OF ISSUER CLASS CUSIP (X$1000) PRN AMT PRN CALL DSCRTN MNGRS SOLE SHARED NONE ----------------------------------------------------------------------------------------------------------------------- 1 800 FLOWERS COM INC COM 68243Q106 103 16,500 SH SHARED 1 16,500 3 COM CORP COM 885535104 186 40,200 SH SHARED 1 40,200 3M COMPANY COM 88579Y101 5,376 43,600 SH SHARED 1 43,600 ADC TELECOMMUNICATION INC COM 000886101 89 42,400 SH SHARED 1 42,400 ADOBE SYS INC COM 00724F101 3,589 144,700 SH SHARED 1 144,700 ADVANCED ENERGY INDS INC COM 007973100 201 15,800 SH SHARED 1 15,800 ADVANCED MICRO DEVICES INC COM 007903107 913 141,300 SH SHARED 1 141,300 AEROFLEX INC COM 007768104 152 22,000 SH SHARED 1 22,000 AFC ENTERPRISES INC COM 00104Q107 240 11,400 SH SHARED 1 11,400 AFLAC INC COM 001055102 1,705 56,600 SH SHARED 1 56,600 AGILE SOFTWARE CORP DEL COM 00846X105 234 30,200 SH SHARED 1 30,200 AIR PRODS & CHEMS INC COM 009158106 851 19,900 SH SHARED 1 19,900 AKSYS LTD COM 010196103 57 10,800 SH SHARED 1 10,800 ALCATEL ALSTHOM ADR 013904305 143 32,100 SH SHARED 1 32,100 ALCOA INC COM 013817101 775 34,000 SH SHARED 1 34,000 ALCON INC(IPO) COM H01301102 201 5,100 SH SHARED 1 5,100 ALLEGHANY CORP DEL COM 017175100 320 1,800 SH SHARED 1 1,800 ALLEGHENY ENERGY INC COM 017361106 156 20,700 SH SHARED 1 20,700 ALLEGHENY TECHNOLOGIES INC COM 01741R102 156 25,100 SH SHARED 1 25,100 ALLEGIANCE TELECOM INC COM 01747T102 14 20,300 SH SHARED 1 20,300 ALLERGAN INC COM 018490102 3,244 56,300 SH SHARED 1 56,300 ALLIANT ENERGY CORP COM 018802108 458 27,700 SH SHARED 1 27,700 ALLSCRIPTS HLTHCR SOLTNS INC COM 01988P108 26 11,000 SH SHARED 1 11,000 ALLSTATE CP COM 020002101 773 20,900 SH SHARED 1 20,900 AMBAC FINANCIAL GROUP INC COM 023139108 1,046 18,600 SH SHARED 1 18,600 AMERADA HESS CORP COM 023551104 1,294 23,500 SH SHARED 1 23,500 AMEREN CORP COM 023608102 761 18,300 SH SHARED 1 18,300 AMERICAN FINL HLDGS INC COM 026075101 657 22,000 SH SHARED 1 22,000 AMERICAN GREETINGS CORP COM 026375105 182 11,500 SH SHARED 1 11,500 AMERICAN INTL GROUP INC COM 026874107 1,851 32,000 SH SHARED 1 32,000 AMERICAN STD COS INC DEL COM 029712106 277 3,900 SH SHARED 1 3,900 AMERISOURCEBERGEN CORP COM 03073E105 2,672 49,200 SH SHARED 1 49,200 AMERN EAGLE OUTFITRS INC NEW COM 02553E106 306 22,200 SH SHARED 1 22,200 AMGEN INC COM 031162100 783 16,200 SH SHARED 1 16,200 AMKOR TECHNOLOGY INC COM 031652100 198 41,500 SH SHARED 1 41,500 AMR CORP DEL COM 001765106 107 16,200 SH SHARED 1 16,200 AMSOUTH BANCORPORATION COM 032165102 1,137 59,200 SH SHARED 1 59,200 AMSURG INC B COM 03232P405 217 10,600 SH SHARED 1 10,600 ANALOG DEVICES INC COM 032654105 203 8,500 SH SHARED 1 8,500 ANHEUSER BUSCH COS IN COM 035229103 402 8,300 SH SHARED 1 8,300 APARTMENT INVT & MGMT CO COM 03748R101 667 17,800 SH SHARED 1 17,800 APOLLO GROUP INC COM 037604105 6,516 148,100 SH SHARED 1 148,100 APPLE COMPUTER INC COM 037833100 790 55,100 SH SHARED 1 55,100 APRIA HEALTHCARE GROUP INC COM 037933108 465 20,900 SH SHARED 1 20,900 ARIBA INC COM 04033V104 69 27,900 SH SHARED 1 27,900 ARKANSAS BEST CORP DEL COM 040790107 748 28,800 SH SHARED 1 28,800 ARRIS GROUP INC COM 04269Q100 39 10,800 SH SHARED 1 10,800 ARROW INTL INC COM 042764100 216 5,300 SH SHARED 1 5,300 ARTHROCARE CORP COM 043136100 201 20,400 SH SHARED 1 20,400 ARVINMERITOR INC COM 043353101 238 14,300 SH SHARED 1 14,300 ASE TEST LTD COM Y02516105 73 18,300 SH SHARED 1 18,300 ASHLAND INC COM 044204105 394 13,800 SH SHARED 1 13,800 ASIAINFO HLDGS INC COM 04518A104 318 50,100 SH SHARED 1 50,100 AT RD INC COM 04648K105 52 12,500 SH SHARED 1 12,500 AT&T WIRELESS SERVICES INC COM 00209A106 417 73,800 SH SHARED 1 73,800 ATMEL CORP COM 049513104 183 82,000 SH SHARED 1 82,000 AUTOMATIC DATA PROCESSNG INC COM 053015103 1,240 31,600 SH SHARED 1 31,600 AVENTIS S A ADR 053561106 222 4,100 SH SHARED 1 4,100 AVERY DENNISON CORP COM 053611109 1,289 21,100 SH SHARED 1 21,100 BANK AMER CORP COM 060505104 2,511 36,100 SH SHARED 1 36,100 BANK ONE CORP COM 06423A103 1,601 43,800 SH SHARED 1 43,800 BARR LABS INC COM 068306109 2,304 35,400 SH SHARED 1 35,400 BARRICK GOLD CORP COM 067901108 1,586 102,900 SH SHARED 1 102,900 BAXTER INTL INC COM 071813109 7,412 264,700 SH SHARED 1 264,700 BEAR STEARNS COS INC COM 073902108 879 14,800 SH SHARED 1 14,800 BECKMAN COULTER COM 075811109 319 10,800 SH SHARED 1 10,800 BED BATH & BEYOND INC COM 075896100 7,783 225,400 SH SHARED 1 225,400 BELO CORP COM 080555105 674 31,600 SH SHARED 1 31,600 BEMA GOLD CORP COM 08135F107 17 12,700 SH SHARED 1 12,700 BIOMET INC COM 090613100 7,982 278,500 SH SHARED 1 278,500 BIOVAIL CORP COM 09067J109 1,154 43,700 SH SHARED 1 43,700 BLUE RHINO CORP COM 095811105 207 11,900 SH SHARED 1 11,900 BOSTON PROPERTIES INC COM 101121101 1,006 27,300 SH SHARED 1 27,300 BOWATER INC COM 102183100 680 16,200 SH SHARED 1 16,200 BRE PPTYS INC COM 05564E106 215 6,900 SH SHARED 1 6,900 BRINKER INTL INC COM 109641100 1,122 34,800 SH SHARED 1 34,800 BROADCOM CORP COM 111320107 723 48,000 SH SHARED 1 48,000 BROADVISION INC COM 111412607 70 20,500 SH SHARED 1 20,500 BROCADE COMMUNICATNS SYS INC COM 111621108 374 90,300 SH SHARED 1 90,300 BUCA INC COM 117769109 286 34,400 SH SHARED 1 34,400 BUNGE LTD(IPO) COM G16962105 4,461 185,400 SH SHARED 1 185,400 BURLINGTON NORTHN SANTA FE COM 12189T104 632 24,300 SH SHARED 1 24,300 BURLINGTON RES INC COM 122014103 1,992 46,700 SH SHARED 1 46,700 C H ROBINSON WORLDWIDE INC COM 12541W100 1,335 42,800 SH SHARED 1 42,800 CABLEVISION SYS COM 12686C109 792 47,300 SH SHARED 1 47,300 CABOT MICROELECTRONICS CORP COM 12709P103 496 10,500 SH SHARED 1 10,500 CACI INTL INC COM 127190304 260 7,300 SH SHARED 1 7,300 CADBURY SCHWEPPES P L C ADR 127209302 269 10,500 SH SHARED 1 10,500 CAREER EDUCATION CORP COM 141665109 2,544 63,600 SH SHARED 1 63,600 CAREMARK RX INC COM 141705103 639 39,300 SH SHARED 1 39,300 CARREKER CORPORATION COM 144433109 68 15,100 SH SHARED 1 15,100 CBRL GROUP INC COM 12489V106 3,170 105,200 SH SHARED 1 105,200 CDW COMPUTER CTRS INC COM 125129106 859 19,600 SH SHARED 1 19,600 CELESTICA INC COM 15101Q108 1,046 74,200 SH SHARED 1 74,200 CENDANT CORP COM 151313103 1,432 136,600 SH SHARED 1 136,600 CHARLOTTE RUSSE HLDG INC COM 161048103 136 12,800 SH SHARED 1 12,800 CHARTERED SEMICONDUCTOR MFG ADR 16133R106 46 11,700 SH SHARED 1 11,700 CHECK PT SOFTWARE TECH LTD COM M22465104 571 44,000 SH SHARED 1 44,000 CHELSEA PPTY GROUP INC COM 163421100 296 8,900 SH SHARED 1 8,900 CHEVRONTEXACO CORP COM 166764100 1,336 20,100 SH SHARED 1 20,100 CHRISTOPHER & BANKS CORP COM 171046105 911 43,900 SH SHARED 1 43,900 CHUBB CORP COM 171232101 4,735 90,700 SH SHARED 1 90,700 CIENA CORP COM 171779101 1,963 382,000 SH SHARED 1 382,000 CIMA LABS INC COM 171796105 723 29,900 SH SHARED 1 29,900 CINERGY CORP COM 172474108 361 10,700 SH SHARED 1 10,700 CINTAS CORP COM 172908105 7,961 174,000 SH SHARED 1 174,000 CIRRUS LOGIC INC COM 172755100 33 11,500 SH SHARED 1 11,500 CISCO SYS INC COM 17275R102 308 23,500 SH SHARED 1 23,500 CITRIX SYS INC COM 177376100 202 16,400 SH SHARED 1 16,400 CLOROX CO COM 189054109 553 13,400 SH SHARED 1 13,400 COACH INC COM 189754104 833 25,300 SH SHARED 1 25,300 COCA COLA CO COM 191216100 4,121 94,000 SH SHARED 1 94,000 COCA-COLA ENTERPRISES INC COM 191219104 986 45,400 SH SHARED 1 45,400 COGNOS INC COM 19244C109 1,611 68,700 SH SHARED 1 68,700 COMCAST CORP COM 20030N101 926 39,300 SH SHARED 1 39,300 COMMERCE ONE INC DEL COM 200693208 135 49,200 SH SHARED 1 49,200 COMMONWEALTH TEL ENTERPRISES COM 203349105 860 24,000 SH SHARED 1 24,000 COMMUNITY FIRST BANKSHARES COM 203902101 220 8,300 SH SHARED 1 8,300 COMPASS BANCSHARES INC COM 20449H109 729 23,300 SH SHARED 1 23,300 COMPUTER ASSOCIATE INTL INC COM 204912109 2,223 164,700 SH SHARED 1 164,700 COMPUWARE CORP COM 205638109 290 60,500 SH SHARED 1 60,500 COMVERSE TECHNOLOGY INC COM 205862402 696 69,500 SH SHARED 1 69,500 CONOCOPHILLIPS COM 20825C104 1,055 21,800 SH SHARED 1 21,800 CONSOLIDATED EDISON HLDG INC COM 209115104 1,066 24,900 SH SHARED 1 24,900 CONVERGYS CORP COM 212485106 564 37,200 SH SHARED 1 37,200 COOPER CAMERON CORP COM 216640102 2,322 46,600 SH SHARED 1 46,600 COORS ADOLPH CO COM 217016104 490 8,000 SH SHARED 1 8,000 CORVIS CORP COM 221009103 14 19,800 SH SHARED 1 19,800 COSTCO WHSL CORP NEW COM 22160K105 3,647 129,956 SH SHARED 1 129,956 COUNTRYWIDE CR INDS INC COM 222372104 821 15,900 SH SHARED 1 15,900 COX COMMUNICATIONS INC NEW COM 224044107 534 18,800 SH SHARED 1 18,800 CREDIT SUISSE GROUP ADR 225401108 262 12,300 SH SHARED 1 12,300 CROMPTON CORP COM 227116100 89 14,900 SH SHARED 1 14,900 CROSS COUNTRY INC COM 22748P105 173 12,400 SH SHARED 1 12,400 CSX CORP COM 126408103 1,990 70,300 SH SHARED 1 70,300 CV THERAPEUTICS INC COM 126667104 488 26,800 SH SHARED 1 26,800 D R HORTON INC COM 23331A109 186 10,700 SH SHARED 1 10,700 DANA CORP COM 235811106 211 17,900 SH SHARED 1 17,900 DARDEN RESTAURANTS INC COM 237194105 1,106 54,100 SH SHARED 1 54,100 DEAN FOODS CO NEW COM 242370104 330 8,900 SH SHARED 1 8,900 DELPHI CORP COM 247126105 153 19,000 SH SHARED 1 19,000 DELTA AIR LINES INC DEL COM 247361108 174 14,400 SH SHARED 1 14,400 DIGIMARC CORP COM 253807101 144 12,700 SH SHARED 1 12,700 DIGITAL LIGHTWAVE COM 253855100 19 15,100 SH SHARED 1 15,100 DIME CMNTY BANCORP INC COM 253922108 542 28,300 SH SHARED 1 28,300 DMC STRATEX NETWORKS INC COM 86279T109 40 18,200 SH SHARED 1 18,200 DOMINION RES INV VA NEW COM 25746U109 1,043 19,000 SH SHARED 1 19,000 DORAL FINANCIAL CORP COM 25811P100 378 13,200 SH SHARED 1 13,200 DOWNEY FINL CORP COM 261018105 230 5,900 SH SHARED 1 5,900 DRESS BARN INC COM 261570105 152 11,400 SH SHARED 1 11,400 DRS TECHNOLOGIES INC COM 23330X100 1,078 34,400 SH SHARED 1 34,400 DU PONT E I DE NEMOURS & CO COM 263534109 3,456 81,500 SH SHARED 1 81,500 DUKE RLTY CORP COM 264411505 216 8,500 SH SHARED 1 8,500 DURBAN ROODEPOORT DEEP LTD ADR 266597301 459 113,300 SH SHARED 1 113,300 DYCOM INDS INC COM 267475101 282 21,300 SH SHARED 1 21,300 DYNEGY INC NEW COM 26816Q101 15 13,100 SH SHARED 1 13,100 EASTMAN KODAK CO COM 277461109 505 14,400 SH SHARED 1 14,400 EGL INC COM 268484102 328 23,000 SH SHARED 1 23,000 EL PASO CORP COM 28336L109 223 32,000 SH SHARED 1 32,000 ELECTROGLAS INC COM 285324109 23 14,700 SH SHARED 1 14,700 ELECTRONIC ARTS INC COM 285512109 1,204 24,200 SH SHARED 1 24,200 ELECTRONICS BOUTIQUE HLDGS COM 286045109 364 23,000 SH SHARED 1 23,000 EMMIS BROADCASTING CORP COM 291525103 254 12,200 SH SHARED 1 12,200 ENERGIZER HLDGS INC COM 29266R108 887 31,800 SH SHARED 1 31,800 ENTEGRIS INC COM 29362U104 387 37,600 SH SHARED 1 37,600 ENTERGY CORP NEW COM 29364G103 479 10,500 SH SHARED 1 10,500 EOG RES INC COM 26875P101 5,062 126,800 SH SHARED 1 126,800 EON LABS INC COM 29412E100 382 20,200 SH SHARED 1 20,200 ESS TECHNOLOGY INC COM 269151106 181 28,800 SH SHARED 1 28,800 EXAR CORP COM 300645108 128 10,300 SH SHARED 1 10,300 EXPEDIA INC COM 302125109 529 7,900 SH SHARED 1 7,900 EXPEDITORS INTL WASH INC COM 302130109 2,024 62,000 SH SHARED 1 62,000 EXPRESS SCRIPTS INC COM 302182100 1,259 26,200 SH SHARED 1 26,200 EXTREME NETWORKS INC COM 30226D106 131 40,200 SH SHARED 1 40,200 FACTSET RESH SYS INC COM 303075105 2,375 84,000 SH SHARED 1 84,000 FAMILY DLR STORES INC COM 307000109 1,551 49,700 SH SHARED 1 49,700 FEDERAL HOME LN MTG CORP COM 313400301 2,669 45,200 SH SHARED 1 45,200 FEI CO COM 30241L109 165 10,800 SH SHARED 1 10,800 FERRO CORP COM 315405100 437 17,900 SH SHARED 1 17,900 FIFTH THIRD BANCORP COM 316773100 2,887 49,300 SH SHARED 1 49,300 FIRST DATA CORP COM 319963104 3,031 85,600 SH SHARED 1 85,600 FIRST HEALTH GROUP CORP COM 320960107 321 13,200 SH SHARED 1 13,200 FISHER SCIENTIFIC INTL INC COM 338032204 484 16,100 SH SHARED 1 16,100 FLEETBOSTON FINL CORP COM 339030108 411 16,900 SH SHARED 1 16,900 FLEXTRONICS INTL LTD COM Y2573F102 1,505 183,700 SH SHARED 1 183,700 FMC CORP COM 302491303 262 9,600 SH SHARED 1 9,600 FOUNDRY NETWORKS INC COM 35063R100 81 11,500 SH SHARED 1 11,500 FREDS INC COM 356108100 1,354 52,700 SH SHARED 1 52,700 GANNETT INC COM 364730101 826 11,500 SH SHARED 1 11,500 GART SPORTS COM 366630101 406 21,000 SH SHARED 1 21,000 GEMSTAR-TV GUIDE INTL INC COM 36866W106 54 16,600 SH SHARED 1 16,600 GENENTECH INC COM 368710406 1,489 44,900 SH SHARED 1 44,900 GENERAL ELEC CO COM 369604103 1,037 42,600 SH SHARED 1 42,600 GENESIS MICROCHIP INC DEL COM 37184C103 932 71,400 SH SHARED 1 71,400 GENTA INC COM 37245M207 381 49,600 SH SHARED 1 49,600 GEORGIA GULF CORP COM 373200203 953 41,200 SH SHARED 1 41,200 GEORGIA PAC CORP COM 373298108 244 15,100 SH SHARED 1 15,100 GILEAD SCIENCES INC COM 375558103 6,899 202,900 SH SHARED 1 202,900 GLAXOSMITHKLINE PLC ADR 37733W105 1,431 38,200 SH SHARED 1 38,200 GOLDMAN SACHS GROUP INC COM 38141G104 7,920 116,300 SH SHARED 1 116,300 GRACO INC COM 384109104 301 10,500 SH SHARED 1 10,500 GREAT PLAINS ENERGY INC COM 391164100 307 13,400 SH SHARED 1 13,400 GREENPOINT FINL CORP COM 395384100 217 4,800 SH SHARED 1 4,800 GTECH HLDGS CORP COM 400518106 697 25,000 SH SHARED 1 25,000 HALLIBURTON CO COM 406216101 2,763 147,700 SH SHARED 1 147,700 HANOVER COMPRESSOR CO COM 410768105 95 10,400 SH SHARED 1 10,400 HASBRO INC COM 418056107 118 10,200 SH SHARED 1 10,200 HAWAIIAN ELEC INDS INC COM 419870100 229 5,200 SH SHARED 1 5,200 HECLA MNG CO COM 422704106 55 10,800 SH SHARED 1 10,800 HEINZ H J CO COM 423074103 542 16,500 SH SHARED 1 16,500 HERLEY INDUS COM 427398102 315 18,100 SH SHARED 1 18,100 HERSHEY FOODS CORP COM 427866108 4,943 73,300 SH SHARED 1 73,300 HILTON HOTELS COM 432848109 160 12,600 SH SHARED 1 12,600 HISPANIC BROADCASTING CORP COM 43357B104 261 12,700 SH SHARED 1 12,700 HLTH CARE PROP COM 421915109 253 6,600 SH SHARED 1 6,600 HOSPITALITY PPTYS TR COM 44106M102 338 9,600 SH SHARED 1 9,600 HOTELS COM COM 44147T108 2,458 45,000 SH SHARED 1 45,000 HOUSEHOLD INTL INC COM 441815107 1,288 46,300 SH SHARED 1 46,300 HOVNANIAN ENTERPRISES INC COM 442487203 786 24,800 SH SHARED 1 24,800 HUMAN GENOME SCIENCES INC COM 444903108 407 46,200 SH SHARED 1 46,200 HUNTINGTON BANCSHARES INC COM 446150104 219 11,700 SH SHARED 1 11,700 HUTCHINSON TECHNOLOGY INC COM 448407106 352 17,000 SH SHARED 1 17,000 ILLINOIS TOOL WKS INC COM 452308109 2,517 38,800 SH SHARED 1 38,800 IMC GLOBAL COM 449669100 1,251 117,200 SH SHARED 1 117,200 IMMUNOMEDICS INC COM 452907108 64 13,800 SH SHARED 1 13,800 IMPAC MTG HLDGS INC COM 45254P102 359 31,200 SH SHARED 1 31,200 IMS HEALTH INC COM 449934108 211 13,200 SH SHARED 1 13,200 INDEPENDENCE CMNTY BK CORP COM 453414104 569 22,400 SH SHARED 1 22,400 INFORMATICA CORP COM 45666Q102 141 24,467 SH SHARED 1 24,467 INFORMATION RES INC COM 456905108 19 11,600 SH SHARED 1 11,600 INFOSYS TECHNOLOGIES LTD ADR 456788108 223 3,200 SH SHARED 1 3,200 INGERSOLL RAND CO LTD COM G4776G101 616 14,300 SH SHARED 1 14,300 INTEGRA LIFESCIENCES HLDG CP COM 457985208 307 17,400 SH SHARED 1 17,400 INTEGRATED CIRCUIT SYS INC COM 45811K208 653 35,800 SH SHARED 1 35,800 INTEL CORP COM 458140100 1,739 111,700 SH SHARED 1 111,700 INTER TEL INC COM 458372109 234 11,200 SH SHARED 1 11,200 INTERNATIONAL PAPER CO COM 460146103 997 28,500 SH SHARED 1 28,500 INTERNET CAP GROUP INC COM 46059C106 8 21,400 SH SHARED 1 21,400 INTERNET SEC SYS INC COM 46060X107 288 15,700 SH SHARED 1 15,700 INTUIT INC COM 461202103 859 18,300 SH SHARED 1 18,300 INTUITIVE SURGICAL INC COM 46120E107 63 10,200 SH SHARED 1 10,200 INVESTORS FINL SERVICES CORP COM 461915100 490 17,900 SH SHARED 1 17,900 INVISION TECHNOLOGIES INC COM 461851107 2,773 105,200 SH SHARED 1 105,200 IPC HOLDINGS LTD COM G4933P101 293 9,300 SH SHARED 1 9,300 ISIS PHARMACEUTICALS COM 464330109 208 31,600 SH SHARED 1 31,600 ISTAR FINL INC COM 45031U101 337 12,000 SH SHARED 1 12,000 ITT EDUCATIONAL SVCS INC COM 45068B109 384 16,300 SH SHARED 1 16,300 ITT INDUS INC COM 450911102 1,353 22,300 SH SHARED 1 22,300 IXIA COM 45071R109 39 10,800 SH SHARED 1 10,800 J2 GBL COMMUNICATIONS INC COM 46626E205 310 16,300 SH SHARED 1 16,300 JDN REALTY CORP COM 465917102 123 11,200 SH SHARED 1 11,200 JDS UNIPHASE CORP COM 46612J101 1,014 410,700 SH SHARED 1 410,700 JEFFERIES GROUP INC NEW COM 472319102 248 5,900 SH SHARED 1 5,900 JEFFERSON PILOT CORP COM 475070108 579 15,200 SH SHARED 1 15,200 JOHNSON & JOHNSON COM 478160104 3,373 62,800 SH SHARED 1 62,800 JONES APPAREL GROUP INC COM 480074103 323 9,100 SH SHARED 1 9,100 KANA SOFTWARE INC COM 483600300 20 10,100 SH SHARED 1 10,100 KEMET CORP COM 488360108 111 12,700 SH SHARED 1 12,700 KERR MCGEE CORP COM 492386107 802 18,100 SH SHARED 1 18,100 KIMBERLY CLARK CORP COM 494368103 2,986 62,900 SH SHARED 1 62,900 KIMCO REALTY COM 49446R109 205 6,700 SH SHARED 1 6,700 KRISPY KREME DOUGHNUTS INC COM 501014104 209 6,200 SH SHARED 1 6,200 LAM RESEARCH CORP COM 512807108 403 37,300 SH SHARED 1 37,300 LAMAR ADVERTISING CO COM 512815101 575 17,100 SH SHARED 1 17,100 LAUDER ESTEE COS INC COM 518439104 385 14,600 SH SHARED 1 14,600 LEAR CORP COM 521865105 253 7,600 SH SHARED 1 7,600 LEGG MASON INC COM 524901105 1,277 26,300 SH SHARED 1 26,300 LIBERTY PROPERTY TR COM 531172104 307 9,600 SH SHARED 1 9,600 LINEAR TECHNOLOGY CORP COM 535678106 646 25,100 SH SHARED 1 25,100 LOCKHEED MARTIN CORP COM 539830109 7,092 122,800 SH SHARED 1 122,800 LSI LOGIC CORP COM 502161102 344 59,600 SH SHARED 1 59,600 LUMENIS LTD COM M6778Q105 26 12,900 SH SHARED 1 12,900 M&T BANK CORP COM 55261F104 3,991 50,300 SH SHARED 1 50,300 MACERICH CO COM 554382101 2,392 77,800 SH SHARED 1 77,800 MACROVISION CORP COM 555904101 415 25,900 SH SHARED 1 25,900 MANTECH INTL CORP COM 564563104 774 40,600 SH SHARED 1 40,600 MANULIFE FINL CORP COM 56501R106 278 12,800 SH SHARED 1 12,800 MARSH & MCLENNAN COS INC COM 571748102 430 9,300 SH SHARED 1 9,300 MARSHALL & ILSLEY CORP COM 571834100 279 10,200 SH SHARED 1 10,200 MARTEK BIOSCIENCES CORP COM 572901106 1,002 40,000 SH SHARED 1 40,000 MARVELL TECHNOL COM G5876H105 226 12,000 SH SHARED 1 12,000 MASCO CORP COM 574599106 1,722 81,800 SH SHARED 1 81,800 MAXIM INTEGRATED PRODS INC COM 57772K101 1,014 30,700 SH SHARED 1 30,700 MAXTOR CORP COM 577729205 269 53,100 SH SHARED 1 53,100 MBNA CORP COM 55262L100 6,783 356,600 SH SHARED 1 356,600 MCDATA CORP COM 580031201 443 62,400 SH SHARED 1 62,400 MCDONALDS CORP COM 580135101 240 14,900 SH SHARED 1 14,900 MDU RES GROUP INC COM 552690109 578 22,400 SH SHARED 1 22,400 MEDIMMUNE INC COM 584699102 2,220 81,700 SH SHARED 1 81,700 MEDTRONIC INC COM 585055106 274 6,000 SH SHARED 1 6,000 MELLON FINL CORP COM 58551A108 251 9,600 SH SHARED 1 9,600 MEREDITH CORP COM 589433101 654 15,900 SH SHARED 1 15,900 MERIDIAN GOLD INC COM 589975101 284 16,100 SH SHARED 1 16,100 MERIT MEDICAL SYS INC COM 589889104 297 14,900 SH SHARED 1 14,900 MESA AIR GROUP INC COM 590479101 73 17,900 SH SHARED 1 17,900 METRIS COS INC COM 591598107 61 24,700 SH SHARED 1 24,700 MGIC INVT CORP WIS COM 552848103 4,609 111,600 SH SHARED 1 111,600 MICROSOFT CORP COM 594918104 2,590 50,100 SH SHARED 1 50,100 MIDWAY GAMES INC COM 598148104 74 17,700 SH SHARED 1 17,700 MILLENNIUM PHARMACTCLS INC COM 599902103 110 13,800 SH SHARED 1 13,800 MILLS CORP COM 601148109 3,333 113,600 SH SHARED 1 113,600 MIRANT CORP COM 604675108 100 53,700 SH SHARED 1 53,700 MOLEX INC COM 608554101 1,111 48,200 SH SHARED 1 48,200 MOTOROLA INC COM 620076109 201 23,200 SH SHARED 1 23,200 MTR GAMING GROUP INC COM 553769100 90 11,300 SH SHARED 1 11,300 MURPHY OIL CORP COM 626717102 2,777 64,800 SH SHARED 1 64,800 NAPRO BIOTHERAPEUTICS INC COM 630795102 10 15,700 SH SHARED 1 15,700 NASDAQ 100 TRACKING STOCK UNIT SER631100104 1,959 80,400 SH SHARED 1 80,400 NATIONAL COMM FINL CORP COM 63545P104 281 11,800 SH SHARED 1 11,800 NAVISTAR INTL CORP NEW COM 63934E108 3,435 141,300 SH SHARED 1 141,300 NEOWARE SYSTEMS INC COM 64065P102 359 24,100 SH SHARED 1 24,100 NETIQ CORP COM 64115P102 598 48,400 SH SHARED 1 48,400 NEUROCRINE BIOSCIENCES INC COM 64125C109 621 13,600 SH SHARED 1 13,600 NEWFIELD EXPL CO COM 651290108 955 26,500 SH SHARED 1 26,500 NEWMONT MNG CORP COM 651639106 212 7,300 SH SHARED 1 7,300 NEXTEL PARTNERS INC COM 65333F107 282 46,500 SH SHARED 1 46,500 NIKE INC COM 654106103 2,606 58,600 SH SHARED 1 58,600 NISOURCE INC COM 65473P105 448 22,400 SH SHARED 1 22,400 NOBLE CORP COM G65422100 267 7,600 SH SHARED 1 7,600 NOBLE ENERGY INC COM 655044105 447 11,900 SH SHARED 1 11,900 NORTEL NETWORKS CP HLDG CO COM 656568102 182 113,300 SH SHARED 1 113,300 NORTH FORK BANCORP INC N Y COM 659424105 418 12,400 SH SHARED 1 12,400 NORTHERN TR CORP COM 665859104 1,037 29,600 SH SHARED 1 29,600 NOVARTIS A G ADR 66987V109 650 17,700 SH SHARED 1 17,700 NUCOR CORP COM 670346105 430 10,400 SH SHARED 1 10,400 NVIDIA CORP COM 67066G104 523 45,400 SH SHARED 1 45,400 O CHARLEYS INC COM 670823103 250 12,200 SH SHARED 1 12,200 OM GROUP INC COM 670872100 169 24,600 SH SHARED 1 24,600 OMNICOM GROUP COM 681919106 956 14,800 SH SHARED 1 14,800 OMNIVISION TECHNOLOGIES INC COM 682128103 171 12,600 SH SHARED 1 12,600 OPENWAVE SYS INC COM 683718100 142 70,900 SH SHARED 1 70,900 OPTIMAL ROBOTICS CORP COM 68388R208 79 13,200 SH SHARED 1 13,200 ORACLE CORP COM 68389X105 6,908 639,600 SH SHARED 1 639,600 ORBOTECH LTD COM M75253100 151 11,000 SH SHARED 1 11,000 OXFORD HEALTH PLANS INC COM 691471106 200 5,500 SH SHARED 1 5,500 PANAMSAT CORP COM 697933109 225 15,400 SH SHARED 1 15,400 PAREXEL INTL CORP COM 699462107 136 12,400 SH SHARED 1 12,400 PARKER HANNIFIN CORP COM 701094104 281 6,100 SH SHARED 1 6,100 PATHMARK STORES INC NEW COM 70322A101 127 25,000 SH SHARED 1 25,000 PAYCHEX INC COM 704326107 4,422 158,500 SH SHARED 1 158,500 PAYLESS SHOESOURCE INC COM 704379106 221 4,300 SH SHARED 1 4,300 PEC SOLUTIONS INC COM 705107100 679 22,700 SH SHARED 1 22,700 PENN NATIONAL GAMING INC COM 707569109 262 16,500 SH SHARED 1 16,500 PEPSI BOTTLING GROUP INC COM 713409100 542 21,100 SH SHARED 1 21,100 PEPSICO INC COM 713448108 3,559 84,300 SH SHARED 1 84,300 PETCO ANIMAL SUPPLIES INC COM 716016209 330 14,100 SH SHARED 1 14,100 PETSMART INC COM 716768106 1,646 96,100 SH SHARED 1 96,100 PHARMACEUTICAL PROD DEV INC COM 717124101 381 13,000 SH SHARED 1 13,000 PHARMACIA CORP COM 71713U102 4,665 111,600 SH SHARED 1 111,600 PHILADELPHIA SUBN CORP COM 718009608 206 10,000 SH SHARED 1 10,000 PHOENIX COS INC NEW COM 71902E109 2,190 288,200 SH SHARED 1 288,200 PINNACLE SYS INC COM 723481107 370 27,200 SH SHARED 1 27,200 PINNACLE WEST CAP CORP COM 723484101 2,785 81,700 SH SHARED 1 81,700 PITNEY BOWES INC COM 724479100 251 7,700 SH SHARED 1 7,700 PIXAR COM 725811103 800 15,100 SH SHARED 1 15,100 PLACER DOME COM 725906101 430 37,400 SH SHARED 1 37,400 PLUM CREEK TIMBER CO INC COM 729251108 245 10,400 SH SHARED 1 10,400 PLX TECHNOLOGY INC COM 693417107 52 13,300 SH SHARED 1 13,300 PMC-SIERRA INC COM 69344F106 703 126,400 SH SHARED 1 126,400 POGO PRODUCING CO COM 730448107 574 15,400 SH SHARED 1 15,400 POLO RALPH LAUREN COM 731572103 2,853 131,100 SH SHARED 1 131,100 PORTAL SOFTWARE INC COM 736126103 13 15,800 SH SHARED 1 15,800 POST PROPERTIES COM 737464107 514 21,500 SH SHARED 1 21,500 POTASH CORP SASK INC COM 73755L107 299 4,700 SH SHARED 1 4,700 POTOMAC ELEC PWR COM 713291102 2,804 144,600 SH SHARED 1 144,600 PPL CORP COM 69351T106 250 7,200 SH SHARED 1 7,200 PRE PAID LEGAL SVCS INC COM 740065107 215 8,200 SH SHARED 1 8,200 PROGRESS ENERGY INC COM 743263105 447 10,300 SH SHARED 1 10,300 PROGRESS SOFTWARE CORP COM 743312100 1,617 124,900 SH SHARED 1 124,900 PROGRESSIVE CORP OHIO COM 743315103 1,419 28,600 SH SHARED 1 28,600 QUALCOMM INC COM 747525103 1,565 43,000 SH SHARED 1 43,000 RADIAN GROUP INC COM 750236101 665 17,900 SH SHARED 1 17,900 RADIO ONE INC COM 75040P405 877 60,800 SH SHARED 1 60,800 RAMBUS INC DEL COM 750917106 232 34,600 SH SHARED 1 34,600 RED HAT INC COM 756577102 118 20,000 SH SHARED 1 20,000 REGENCY CTRS CORP COM 758849103 292 9,000 SH SHARED 1 9,000 REGIONS FINL CORP COM 758940100 220 6,600 SH SHARED 1 6,600 REPUBLIC SERVICES COM 760759100 292 13,900 SH SHARED 1 13,900 RESEARCH IN MOTION LTD COM 760975102 136 10,400 SH SHARED 1 10,400 RESOURCES CONNECTION INC COM 76122Q105 627 27,000 SH SHARED 1 27,000 RETEK INC COM 76128Q109 148 54,500 SH SHARED 1 54,500 RF MICRO DEVICES INC COM 749941100 1,454 198,300 SH SHARED 1 198,300 RITE AID CORP COM 767754104 862 351,800 SH SHARED 1 351,800 RLI CORP COM 749607107 650 23,300 SH SHARED 1 23,300 ROADWAY CORP COM 769742107 353 9,600 SH SHARED 1 9,600 ROBBINS & MYERS INC COM 770196103 241 13,100 SH SHARED 1 13,100 ROHM & HAAS CO COM 775371107 400 12,300 SH SHARED 1 12,300 ROSLYN BANCORP COM 778162107 218 12,100 SH SHARED 1 12,100 ROSS STORES INC COM 778296103 1,390 32,800 SH SHARED 1 32,800 ROYAL BK CDA MONTREAL QUEBEC COM 780087102 202 5,500 SH SHARED 1 5,500 RYLAND GROUP INC COM 783764103 287 8,600 SH SHARED 1 8,600 S1 CORP COM 78463B101 64 14,400 SH SHARED 1 14,400 SAFEWAY INC COM 786514208 1,747 74,800 SH SHARED 1 74,800 SANDISK CORP COM 80004C101 221 10,900 SH SHARED 1 10,900 SANGSTAT MED CORP COM 801003104 455 40,300 SH SHARED 1 40,300 SCANA CORP NEW COM 80589M102 446 14,400 SH SHARED 1 14,400 SCHEIN HENRY INC COM 806407102 914 20,300 SH SHARED 1 20,300 SCHERING PLOUGH CORP COM 806605101 713 32,100 SH SHARED 1 32,100 SCIENTIFIC GAMES CORP COM 80874P109 248 34,100 SH SHARED 1 34,100 SCOTTISH ANNUITY & LIFE HLDG COM G7885T104 1,448 83,000 SH SHARED 1 83,000 SEPRACOR INC COM 817315104 412 42,600 SH SHARED 1 42,600 SHARPER IMAGE CORP COM 820013100 298 17,100 SH SHARED 1 17,100 SHOPKO STORES INC COM 824911101 184 14,800 SH SHARED 1 14,800 SIEBEL SYS INC COM 826170102 364 49,200 SH SHARED 1 49,200 SIERRA PAC RES NEW COM 826428104 78 12,000 SH SHARED 1 12,000 SILICON STORAGE TECHN INC COM 827057100 481 119,000 SH SHARED 1 119,000 SKILSOFT PLC DR ADR 830928107 85 30,900 SH SHARED 1 30,900 SMITH INTL INC COM 832110100 874 26,800 SH SHARED 1 26,800 SMUCKER J M CO COM 832696405 733 18,400 SH SHARED 1 18,400 SOLECTRON CORP COM 834182107 339 95,400 SH SHARED 1 95,400 SONIC SOLUTIONS COM 835460106 98 19,500 SH SHARED 1 19,500 SOUTHERN CO COM 842587107 7,027 247,500 SH SHARED 1 247,500 SOUTHTRUST CORP COM 844730101 266 10,700 SH SHARED 1 10,700 SPRINT CORP COM 852061506 770 175,800 SH SHARED 1 175,800 SPRINT CORP COM 852061100 1,548 106,900 SH SHARED 1 106,900 SPX CORP COM 784635104 442 11,800 SH SHARED 1 11,800 ST JUDE MED INC COM 790849103 2,077 52,300 SH SHARED 1 52,300 STANCORP FINL GROUP INC COM 852891100 376 7,700 SH SHARED 1 7,700 STARBUCKS CORP COM 855244109 1,630 80,000 SH SHARED 1 80,000 STARWOOD HOTEL&RESORT WRLDWD COM 85590A203 214 9,000 SH SHARED 1 9,000 STATE STR CORP COM 857477103 1,139 29,200 SH SHARED 1 29,200 STEEL DYNAMICS INC COM 858119100 3,141 261,100 SH SHARED 1 261,100 STILWELL FINL INC COM 860831106 191 14,600 SH SHARED 1 14,600 SUMMIT PPTYS INC COM 866239106 196 11,000 SH SHARED 1 11,000 SUN MICROSYSTEMS INC COM 866810104 738 237,200 SH SHARED 1 237,200 SUNCOR ENERGY INC COM 867229106 202 12,900 SH SHARED 1 12,900 SUNOCO INC COM 86764P109 717 21,600 SH SHARED 1 21,600 SUNTRUST BKS INC COM 867914103 1,036 18,200 SH SHARED 1 18,200 SUPERGEN INC COM 868059106 42 11,500 SH SHARED 1 11,500 SUPERIOR INDS INTL INC COM 868168105 443 10,700 SH SHARED 1 10,700 SYBASE INC COM 871130100 137 10,200 SH SHARED 1 10,200 SYMANTEC CORP COM 871503108 1,385 34,200 SH SHARED 1 34,200 SYMBOL TECHNOLOGIES INC COM 871508107 382 46,500 SH SHARED 1 46,500 SYNCOR INTL CORP NEW COM 87157J106 397 14,300 SH SHARED 1 14,300 SYSCO CORP COM 871829107 527 17,700 SH SHARED 1 17,700 TAIWAN SEMICONDUCTOR MFG CO ADR 874039100 71 10,100 SH SHARED 1 10,100 TAKE-TWO INTERACTIVE SFT COM 874054109 439 18,700 SH SHARED 1 18,700 TALBOTS INC COM 874161102 242 8,800 SH SHARED 1 8,800 TALISMAN ENERGY INC COM 87425E103 1,204 33,300 SH SHARED 1 33,300 TALK AMER HLDGS INC COM 87426R202 77 13,800 SH SHARED 1 13,800 TEEKAY SHIPPING COM Y8564W103 574 14,100 SH SHARED 1 14,100 TEKTRONIX INC COM 879131100 3,320 182,500 SH SHARED 1 182,500 TEPPCO PARTNERS LP COM 872384102 269 9,700 SH SHARED 1 9,700 TEVA PHARMACEUTICAL INDS ADR 881624209 923 23,900 SH SHARED 1 23,900 THERASENSE INC COM 883381105 89 10,600 SH SHARED 1 10,600 THORNBURG MTG ASSET CORP COM 885218107 468 23,300 SH SHARED 1 23,300 TICKETMASTER COM 88633P203 692 32,600 SH SHARED 1 32,600 TOM BROWN INC NEW COM 115660201 221 8,800 SH SHARED 1 8,800 TORO CO COM 891092108 3,323 52,000 SH SHARED 1 52,000 TOTAL FINA ELF ADR 89151E109 2,309 32,300 SH SHARED 1 32,300 TOWER AUTOMOTIVE INC COM 891707101 59 13,100 SH SHARED 1 13,100 TRANSWITCH CORP COM 894065101 11 16,100 SH SHARED 1 16,100 TRIBUNE CO NEW COM 896047107 1,282 28,200 SH SHARED 1 28,200 TUESDAY MORNING CORP COM 899035505 315 18,400 SH SHARED 1 18,400 UNILAB CORP NEW COM 904763208 198 10,800 SH SHARED 1 10,800 UNILEVER N V ADR 904784709 882 14,300 SH SHARED 1 14,300 UNION PAC CORP COM 907818108 2,916 48,700 SH SHARED 1 48,700 UNIONBANCAL CORP COM 908906100 259 6,600 SH SHARED 1 6,600 UNITED MICROELECTRONICS CORP ADR 910873207 100 29,800 SH SHARED 1 29,800 UNITED SURGICAL PRTNRS INTL COM 913016309 325 20,800 SH SHARED 1 20,800 UNITEDHEALTH GROUP INC COM 91324P102 251 3,000 SH SHARED 1 3,000 UNOCAL CORP COM 915289102 1,037 33,900 SH SHARED 1 33,900 USEC INC COM 90333E108 76 12,600 SH SHARED 1 12,600 VALERO ENERGY CORP NEW COM 91913Y100 2,227 60,300 SH SHARED 1 60,300 VARCO INTL INC DEL COM 922122106 480 27,600 SH SHARED 1 27,600 VARIAN INC COM 922206107 456 15,900 SH SHARED 1 15,900 VAXGEN INC COM 922390208 365 18,900 SH SHARED 1 18,900 VENTAS INC COM 92276F100 1,107 96,700 SH SHARED 1 96,700 VERISIGN INC COM 92343E102 1,050 130,900 SH SHARED 1 130,900 VERITAS SOFTWARE CO COM 923436109 1,090 69,800 SH SHARED 1 69,800 VERITY INC COM 92343C106 1,177 87,900 SH SHARED 1 87,900 VERIZON COMMUNICATIONS INC COM 92343V104 756 19,500 SH SHARED 1 19,500 VIEWPOINT CORP COM 92672P108 21 11,100 SH SHARED 1 11,100 VISTEON CORP COM 92839U107 97 14,000 SH SHARED 1 14,000 VIVENDI UNIVERSAL ADR 92851S204 702 43,700 SH SHARED 1 43,700 VODAFONE GROUP PLC NEW ADR 92857W100 366 20,200 SH SHARED 1 20,200 WAL MART STORES INC COM 931142103 1,328 26,300 SH SHARED 1 26,300 WALGREEN CO COM 931422109 1,296 44,400 SH SHARED 1 44,400 WASHINGTON MUT INC COM 939322103 256 7,400 SH SHARED 1 7,400 WEINGARTEN RLTY INV COM 948741103 258 7,000 SH SHARED 1 7,000 WELLPOINT HEALTH NTWRKS NEW COM 94973H108 1,195 16,800 SH SHARED 1 16,800 WESTERN WIRELESS CORP COM 95988E204 108 20,300 SH SHARED 1 20,300 WILLIAMS COS INC COM 969457100 35 13,000 SH SHARED 1 13,000 WILSONS LEATHER EXPERTS INC COM 972463103 68 13,500 SH SHARED 1 13,500 WORTHINGTON INDS INC COM 981811102 201 13,200 SH SHARED 1 13,200 XCEL ENERGY INC COM 98389B100 414 37,600 SH SHARED 1 37,600 XM SATELLITE RADIO HLDGS INC COM 983759101 35 13,000 SH SHARED 1 13,000 XOMA LTD COM G9825R107 177 41,800 SH SHARED 1 41,800 YELLOW CORP COM 985509108 685 27,200 SH SHARED 1 27,200 ZEBRA TECHNOLOGIES CORP COM 989207105 1,971 34,400 SH SHARED 1 34,400 ZIONS BANCORP COM 989701107 342 8,700 SH SHARED 1 8,700 ZORAN CORP COM 98975F101 319 22,700 SH SHARED 1 22,700
21819.0001 #592076