13F-HR/A 1 d592119_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: March 31, 2003 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 MAY 13, 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: 701 Form 13F Information Table Value Total: $873,940 (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 March 31, 2003
----------------------------------------------------------------------------------------------------------------------- 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 ----------------------------------------------------------------------------------------------------------------------- 4 KIDS ENTMT INC COM 350865101 407 34,500 SH SHARED 1 34,500 AAIPHARMA INC COM 00252W104 705 81,800 SH SHARED 1 81,800 ABERCROMBIE & FITCH CO COM 002896207 2,586 86,100 SH SHARED 1 86,100 ABN AMRO HLNG NV COM 000937102 168 11,500 SH SHARED 1 11,500 ACCENTURE LTD'A' COM G1150G111 964 62,200 SH SHARED 1 62,200 ACCREDO HEALTH INC COM 00437V104 808 33,200 SH SHARED 1 33,200 ACE LTD COM G0070K103 2,345 81,000 SH SHARED 1 81,000 ADC TELECOMMUNICATION INC COM 000886101 179 87,000 SH SHARED 1 87,000 ADOLOR CORP COM 00724X102 390 39,400 SH SHARED 1 39,400 ADTRAN INC COM 00738A106 650 18,100 SH SHARED 1 18,100 ADVANCED DIGITAL INFO CORP COM 007525108 170 24,700 SH SHARED 1 24,700 ADVANCED ENERGY INDS INC COM 007973100 344 40,100 SH SHARED 1 40,100 ADVANCED FIBRE COMM INC COM 00754A105 412 27,200 SH SHARED 1 27,200 ADVENT SOFTWARE INC COM 007974108 332 27,300 SH SHARED 1 27,300 AEROPOSTALE COM 007865108 203 15,300 SH SHARED 1 15,300 AETNA US HEALTHCARE INC COM 00817Y108 3,362 68,200 SH SHARED 1 68,200 AFFILIATED COMPUTER SVCS INC COM 008190100 1,257 28,400 SH SHARED 1 28,400 AFFILIATED MANAGERS GRP INC COM 008252108 3,854 92,700 SH SHARED 1 92,700 AFLAC INC COM 001055102 365 11,400 SH SHARED 1 11,400 AGCO CORP COM 001084102 1,280 79,500 SH SHARED 1 79,500 AGERE SYS INC COM 00845V100 132 82,800 SH SHARED 1 82,800 AGL RES INC COM 001204106 1,413 59,800 SH SHARED 1 59,800 AIR PRODS & CHEMS INC COM 009158106 1,491 36,000 SH SHARED 1 36,000 AK STEEL HOLDING CORP COM 001547108 71 21,700 SH SHARED 1 21,700 AKAMAI TECHNOLOGIES INC COM 00971T101 26 18,200 SH SHARED 1 18,200 ALASKA AIR GROUP INC COM 011659109 3,276 209,200 SH SHARED 1 209,200 ALBERTSONS INC COM 013104104 4,405 233,700 SH SHARED 1 233,700 ALEXANDER & BALDWIN INC COM 014482103 283 11,400 SH SHARED 1 11,400 ALLEGHANY CORP DEL COM 017175100 685 4,182 SH SHARED 1 4,182 ALLEN TELECOM INC COM 018091108 520 53,300 SH SHARED 1 53,300 ALLIED CAP CORP NEW COM 01903Q108 3,888 194,600 SH SHARED 1 194,600 ALLSTATE CP COM 020002101 6,661 200,800 SH SHARED 1 200,800 ALLTEL CORP COM 020039103 689 15,400 SH SHARED 1 15,400 ALPHARMA INC COM 020813101 484 27,000 SH SHARED 1 27,000 ALTRIA GROUP INC COM 02209S103 3,391 113,200 SH SHARED 1 113,200 AMCORE FINL INC COM 023912108 316 14,500 SH SHARED 1 14,500 AMDOCS LTD COM G02602103 2,473 186,200 SH SHARED 1 186,200 AMER CAPITAL STRATEGIES LTD COM 024937104 5,419 241,900 SH SHARED 1 241,900 AMERI HLTHWAYS INC COM 02649V104 2,626 138,200 SH SHARED 1 138,200 AMERICAN EXPRESS CO COM 025816109 492 14,800 SH SHARED 1 14,800 AMERICAN GREETINGS CORP COM 026375105 576 44,000 SH SHARED 1 44,000 AMERICAN MED SYS HLDGS INC COM 02744M108 998 69,100 SH SHARED 1 69,100 AMERICAN PHARMACTLS PRT INC COM 02886P109 362 18,900 SH SHARED 1 18,900 AMERICAN PWR CONVERSION CORP COM 029066107 347 24,400 SH SHARED 1 24,400 AMERICAN STD COS INC DEL COM 029712106 928 13,500 SH SHARED 1 13,500 AMERIGROUP CORP COM 03073T102 509 17,400 SH SHARED 1 17,400 AMERN AXLE & MFG HLDGS INC COM 024061103 1,092 51,900 SH SHARED 1 51,900 AMERN EAGLE OUTFITRS INC NEW COM 02553E106 569 39,200 SH SHARED 1 39,200 AMETEK INC NEW COM 031100100 637 19,300 SH SHARED 1 19,300 AMR CORP DEL COM 001765106 41 19,500 SH SHARED 1 19,500 AMSOUTH BANCORPORATION COM 032165102 970 48,800 SH SHARED 1 48,800 AMSURG INC B COM 03232P405 255 10,100 SH SHARED 1 10,100 ANADARKO PETROLEUM CORP COM 032511107 9,168 201,500 SH SHARED 1 201,500 ANALOG DEVICES INC COM 032654105 1,713 62,300 SH SHARED 1 62,300 ANALOGIC CORP COM 032657207 242 5,300 SH SHARED 1 5,300 ANDREW CORP COM 034425108 149 27,000 SH SHARED 1 27,000 ANGLO AMERN PLC ADR 03485P102 147 10,300 SH SHARED 1 10,300 ANGLOGOLD LIMITED ADR 035128206 471 15,600 SH SHARED 1 15,600 ANNALY MORTGAGE MGMT INC COM 035710409 507 29,000 SH SHARED 1 29,000 ANTEON INTL CORP COM 03674E108 290 12,900 SH SHARED 1 12,900 ANTHEM INC COM 03674B104 2,060 31,100 SH SHARED 1 31,100 AOL TIME WARNER INC COM 00184A105 296 27,300 SH SHARED 1 27,300 AON CORP COM 037389103 2,432 117,600 SH SHARED 1 117,600 APOGENT TECHNOLOGIES INC COM 03760A101 576 39,500 SH SHARED 1 39,500 APOLLO GROUP INC COM 037604105 434 8,700 SH SHARED 1 8,700 APPLIED MATLS INC COM 038222105 4,589 364,800 SH SHARED 1 364,800 APTARGROUP INC COM 038336103 311 9,600 SH SHARED 1 9,600 ARCHER DANIELS MIDLAND CO COM 039483102 1,560 144,400 SH SHARED 1 144,400 ARIBA INC COM 04033V104 52 18,300 SH SHARED 1 18,300 ARMOR HLDGS INC COM 042260109 195 19,500 SH SHARED 1 19,500 ARRIS GROUP INC COM 04269Q100 689 186,159 SH SHARED 1 186,159 ARVINMERITOR INC COM 043353101 148 10,600 SH SHARED 1 10,600 ASHANTI GOLDFIELDS LTD ADR 043743202 102 17,900 SH SHARED 1 17,900 ASM INTERNATIONAL N V COM N07045102 109 10,900 SH SHARED 1 10,900 ASPECT COMMUNICATIONS INC COM 04523Q102 75 24,300 SH SHARED 1 24,300 ASSOCIATED BANC CORP COM 045487105 1,167 36,100 SH SHARED 1 36,100 ATI TECHNOLOGIES INC COM 001941103 2,856 555,600 SH SHARED 1 555,600 ATLANTIC COAST AIRLS INC COM 048396105 240 38,600 SH SHARED 1 38,600 ATMEL CORP COM 049513104 120 75,300 SH SHARED 1 75,300 AUTOMATIC DATA PROCESSNG INC COM 053015103 1,410 45,800 SH SHARED 1 45,800 AUTONATION INC COM 05329W102 1,020 80,000 SH SHARED 1 80,000 AUTOZONE INC COM 053332102 2,061 30,000 SH SHARED 1 30,000 AVENTIS S A ADR 053561106 468 10,600 SH SHARED 1 10,600 AVERY DENNISON CORP COM 053611109 2,423 41,300 SH SHARED 1 41,300 AVID TECHNOLOGY INC COM 05367P100 246 11,100 SH SHARED 1 11,100 AXCAN PHARMA INC COM 054923107 1,180 113,900 SH SHARED 1 113,900 BAKER HUGHES INC COM 057224107 629 21,000 SH SHARED 1 21,000 BALLARD PWR SYS INC COM 05858H104 130 13,800 SH SHARED 1 13,800 BANK AMER CORP COM 060505104 9,979 149,300 SH SHARED 1 149,300 BANK HAWAII CORP COM 062540109 3,055 99,200 SH SHARED 1 99,200 BANK ONE CORP COM 06423A103 4,317 124,700 SH SHARED 1 124,700 BANKNORTH GROUP INC NEW COM 06646R107 336 15,400 SH SHARED 1 15,400 BANTA CORP COM 066821109 230 7,800 SH SHARED 1 7,800 BARNES & NOBLE INC COM 067774109 1,115 58,700 SH SHARED 1 58,700 BASF AG ADR 055262505 945 25,300 SH SHARED 1 25,300 BAXTER INTL INC COM 071813109 934 50,100 SH SHARED 1 50,100 BCE INC COM 05534B109 2,801 152,900 SH SHARED 1 152,900 BE AEROSPACE INC COM 073302101 80 42,300 SH SHARED 1 42,300 BEAR STEARNS COS INC COM 073902108 8,699 132,600 SH SHARED 1 132,600 BELLSOUTH CORP COM 079860102 943 43,500 SH SHARED 1 43,500 BEST BUY INC COM 086516101 930 34,500 SH SHARED 1 34,500 BIO RAD LABS INC COM 090572207 433 12,100 SH SHARED 1 12,100 BIOGEN INC COM 090597105 9,959 332,400 SH SHARED 1 332,400 BIOVAIL CORP COM 09067J109 965 24,200 SH SHARED 1 24,200 BJ SVCS CO COM 055482103 8,807 256,100 SH SHARED 1 256,100 BMC SOFTWARE INC COM 055921100 1,600 106,000 SH SHARED 1 106,000 BOEING CO COM 097023105 1,068 42,600 SH SHARED 1 42,600 BOOTS&COOTS INTL WELL CNTROL COM 099469108 64 78,600 SH SHARED 1 78,600 BORG WARNER AUTOMOTIVE INC COM 099724106 1,703 35,600 SH SHARED 1 35,600 BORLAND SOFTWARE CORP COM 099849101 483 52,500 SH SHARED 1 52,500 BOSTON SCIENTIFIC CORP COM 101137107 567 13,900 SH SHARED 1 13,900 BRANDYWINE RLTY TR COM 105368203 1,522 69,200 SH SHARED 1 69,200 BRE PPTYS INC COM 05564E106 816 27,700 SH SHARED 1 27,700 BRINKER INTL INC COM 109641100 3,886 127,400 SH SHARED 1 127,400 BRITISH SKY BROADCASTING GRP ADR 111013108 566 14,300 SH SHARED 1 14,300 BROADVISION INC COM 111412607 59 15,500 SH SHARED 1 15,500 BROWN FORMAN CORP COM 115637209 1,446 18,800 SH SHARED 1 18,800 BUNGE LTD(IPO) COM G16962105 430 17,100 SH SHARED 1 17,100 BURLINGTON NORTHN SANTA FE COM 12189T104 1,295 52,000 SH SHARED 1 52,000 BURLINGTON RES INC COM 122014103 9,938 208,300 SH SHARED 1 208,300 BUSINESS OBJECTS S A ADR 12328X107 294 18,000 SH SHARED 1 18,000 CABLEVISION SYS COM 12686C109 311 16,400 SH SHARED 1 16,400 CABOT MICROELECTRONICS CORP COM 12709P103 403 9,600 SH SHARED 1 9,600 CACI INTL INC COM 127190304 2,842 85,200 SH SHARED 1 85,200 CALPINE CORP COM 131347106 43 13,000 SH SHARED 1 13,000 CANADIAN IMPERIAL BK COMM COM 136069101 392 12,200 SH SHARED 1 12,200 CANADIAN NATL RY CO COM 136375102 980 22,900 SH SHARED 1 22,900 CAPITAL AUTOMOTIVE REIT COM 139733109 337 13,500 SH SHARED 1 13,500 CAPSTEAD MTG CORP COM 14067E506 167 14,600 SH SHARED 1 14,600 CARREKER CORPORATION COM 144433109 41 20,000 SH SHARED 1 20,000 CATALINA MARKETING CORP COM 148867104 713 37,100 SH SHARED 1 37,100 CATAPULT COMMUNICATIONS COM 149016107 71 11,200 SH SHARED 1 11,200 CBL & ASSOC PROP COM 124830100 564 13,900 SH SHARED 1 13,900 CBRL GROUP INC COM 12489V106 307 11,200 SH SHARED 1 11,200 CCC INFOMTN SVCS GRP INC COM 12487Q109 290 17,900 SH SHARED 1 17,900 CELL GENESYS INC COM 150921104 531 71,900 SH SHARED 1 71,900 CEMEX S A ADR 151290889 473 27,100 SH SHARED 1 27,100 CENTEX CORP COM 152312104 3,294 60,600 SH SHARED 1 60,600 CENTRAL EUROPEAN DSTR CORP COM 153435102 321 14,200 SH SHARED 1 14,200 CENTURYTEL INC COM 156700106 475 17,200 SH SHARED 1 17,200 CEPHALON INC COM 156708109 5,416 135,600 SH SHARED 1 135,600 CHARLES RIV LAB INTL INC COM 159864107 1,582 62,000 SH SHARED 1 62,000 CHATTEM INC COM 162456107 1,708 111,000 SH SHARED 1 111,000 CHECK PT SOFTWARE TECH LTD COM M22465104 3,013 208,200 SH SHARED 1 208,200 CHELSEA PPTY GROUP INC COM 163421100 1,702 45,700 SH SHARED 1 45,700 CHESAPEAKE CORP COM 165159104 226 13,400 SH SHARED 1 13,400 CHESAPEAKE ENERGY CORP COM 165167107 2,088 265,700 SH SHARED 1 265,700 CHEVRONTEXACO CORP COM 166764100 6,930 107,200 SH SHARED 1 107,200 CHINA MOBILE HONG KONG LTD ADR 16941M109 554 56,000 SH SHARED 1 56,000 CHIRON CORP COM 170040109 945 25,200 SH SHARED 1 25,200 CHRISTOPHER & BANKS CORP COM 171046105 699 39,500 SH SHARED 1 39,500 CHURCH & DWIGHT INC COM 171340102 1,126 37,100 SH SHARED 1 37,100 CIENA CORP COM 171779101 371 84,800 SH SHARED 1 84,800 CIGNA CORP COM 125509109 270 5,900 SH SHARED 1 5,900 CINERGY CORP COM 172474108 1,225 36,400 SH SHARED 1 36,400 CINTAS CORP COM 172908105 1,977 60,100 SH SHARED 1 60,100 CIRCUIT CITY STRS-CARMAX GRP COM 172737108 488 93,800 SH SHARED 1 93,800 CIRCUIT CITY STRS-CARMAX GRP COM 143130102 364 25,000 SH SHARED 1 25,000 CISCO SYS INC COM 17275R102 9,991 769,700 SH SHARED 1 769,700 CITRIX SYS INC COM 177376100 479 36,400 SH SHARED 1 36,400 CITY NATL CORP COM 178566105 281 6,400 SH SHARED 1 6,400 CLEAR CHANNEL COMMUNICATIONS COM 184502102 634 18,700 SH SHARED 1 18,700 CLEARONE COMMUNICATIONS INC COM 185060100 35 24,600 SH SHARED 1 24,600 CMGI INC COM 125750109 26 33,400 SH SHARED 1 33,400 COCA-COLA ENTERPRISES INC COM 191219104 406 21,700 SH SHARED 1 21,700 COCA-COLA FEMSA S A DE C V ADR 191241108 183 10,700 SH SHARED 1 10,700 COGNIZANT TECH SOLUTIONS COM 192446102 2,571 38,200 SH SHARED 1 38,200 COGNOS INC COM 19244C109 1,204 53,000 SH SHARED 1 53,000 COHERENT INC COM 192479103 300 16,000 SH SHARED 1 16,000 COLONIAL BANCGROUP INC COM 195493309 119 10,600 SH SHARED 1 10,600 COLUMBIA SPORTSWEAR CO COM 198516106 364 9,800 SH SHARED 1 9,800 COMCAST CORP COM 20030N101 2,973 104,000 SH SHARED 1 104,000 COMERICA INC COM 200340107 6,580 173,700 SH SHARED 1 173,700 COMMERCE BANCSHARES INC COM 200525103 420 11,500 SH SHARED 1 11,500 COMMERCIAL METALS CO COM 201723103 170 12,200 SH SHARED 1 12,200 COMMONWEALTH TEL ENTERPRISES COM 203349105 1,386 35,700 SH SHARED 1 35,700 COMMUNITY FIRST BANKSHARES COM 203902101 250 9,800 SH SHARED 1 9,800 COMPANHIA VALE DO RIO DOCE ADR 204412209 658 24,400 SH SHARED 1 24,400 COMPUTER ASSOCIATE INTL INC COM 204912109 272 19,900 SH SHARED 1 19,900 COMPUWARE CORP COM 205638109 34 10,000 SH SHARED 1 10,000 COMVERSE TECHNOLOGY INC COM 205862402 3,034 268,300 SH SHARED 1 268,300 CONAGRA FOODS INC COM 205887102 1,118 55,700 SH SHARED 1 55,700 CONCORD EFS INC COM 206197105 457 48,600 SH SHARED 1 48,600 CONCURRENT COMPUTER CORP NEW COM 206710204 59 26,600 SH SHARED 1 26,600 CONMED CORP COM 207410101 300 18,300 SH SHARED 1 18,300 CONSTELLATION BRANDS INC COM 21036P108 767 33,800 SH SHARED 1 33,800 CONSTELLATION ENERGY GP INC COM 210371100 757 27,300 SH SHARED 1 27,300 CONVERGYS CORP COM 212485106 216 16,400 SH SHARED 1 16,400 COOPER CAMERON CORP COM 216640102 3,129 63,200 SH SHARED 1 63,200 COOPER COS INC COM 216648402 640 21,400 SH SHARED 1 21,400 COOPER INDUS COM G24182100 1,328 37,200 SH SHARED 1 37,200 COPART INC COM 217204106 145 18,900 SH SHARED 1 18,900 CORE LABORATORIES N V COM N22717107 145 13,900 SH SHARED 1 13,900 CORNING INC COM 219350105 1,633 279,600 SH SHARED 1 279,600 COUNTRYWIDE CR INDS INC COM 222372104 8,251 143,500 SH SHARED 1 143,500 COVANCE INC COM 222816100 770 33,300 SH SHARED 1 33,300 CRAY INC COM 225223106 155 23,500 SH SHARED 1 23,500 CROMPTON CORP COM 227116100 76 18,800 SH SHARED 1 18,800 CSK AUTO CORP COM 125965103 234 25,700 SH SHARED 1 25,700 D R HORTON INC COM 23331A109 1,776 92,500 SH SHARED 1 92,500 DAISYTEK INTL CORP COM 234053106 277 148,300 SH SHARED 1 148,300 DANA CORP COM 235811106 332 47,000 SH SHARED 1 47,000 DANKA BUSINESS SYS PLC ADR 236277109 247 69,800 SH SHARED 1 69,800 DEERE & CO COM 244199105 4,617 117,600 SH SHARED 1 117,600 DEL MONTE FOODS COM 24522P103 765 102,600 SH SHARED 1 102,600 DELL COMPUTER CORP COM 247025109 1,060 38,800 SH SHARED 1 38,800 DELPHI CORP COM 247126105 487 71,300 SH SHARED 1 71,300 DENTSPLY INTL INC NEW COM 249030107 209 6,000 SH SHARED 1 6,000 DEPARTMENT 56 INC COM 249509100 166 16,900 SH SHARED 1 16,900 DEUTSCHE TELEKOM AG ADR 251566105 514 46,600 SH SHARED 1 46,600 DIAMOND OFFSHORE DRILLNG INC COM 25271C102 637 32,800 SH SHARED 1 32,800 DIEBOLD INC COM 253651103 407 12,000 SH SHARED 1 12,000 DIGENE CORP COM 253752109 208 12,600 SH SHARED 1 12,600 DILLARDS INC COM 254067101 574 44,400 SH SHARED 1 44,400 DOCUMENTUM INC COM 256159104 1,650 125,800 SH SHARED 1 125,800 DOLLAR GEN CORP COM 256669102 7,545 617,900 SH SHARED 1 617,900 DONNELLEY R R & SONS CO COM 257867101 240 13,100 SH SHARED 1 13,100 DOWNEY FINL CORP COM 261018105 288 7,300 SH SHARED 1 7,300 DST SYS INC DEL COM 233326107 506 18,600 SH SHARED 1 18,600 DU PONT E I DE NEMOURS & CO COM 263534109 6,066 156,100 SH SHARED 1 156,100 DUKE ENERGY CORP COM 264399106 515 35,400 SH SHARED 1 35,400 DUKE RLTY CORP COM 264411505 267 9,900 SH SHARED 1 9,900 DURBAN ROODEPOORT DEEP LTD ADR 266597301 266 104,200 SH SHARED 1 104,200 E PIPHANY INC COM 26881V100 73 18,400 SH SHARED 1 18,400 EASTMAN CHEM CO COM 277432100 357 12,300 SH SHARED 1 12,300 EASTMAN KODAK CO COM 277461109 524 17,700 SH SHARED 1 17,700 EBAY INC COM 278642103 4,078 47,800 SH SHARED 1 47,800 ECHOSTAR COMMUN CORP NEW COM 278762109 1,649 57,100 SH SHARED 1 57,100 EDISON INTL COM 281020107 797 58,200 SH SHARED 1 58,200 EDWARDS A G INC COM 281760108 210 8,100 SH SHARED 1 8,100 ELAN PLC ADR 284131208 128 45,900 SH SHARED 1 45,900 ELECTRONIC ARTS INC COM 285512109 756 12,900 SH SHARED 1 12,900 ELECTRONIC DATA SYS CORP NEW COM 285661104 2,228 126,600 SH SHARED 1 126,600 ELECTRONICS BOUTIQUE HLDGS COM 286045109 1,565 93,200 SH SHARED 1 93,200 ELIZABETH ARDEN INC COM 28660G106 671 68,200 SH SHARED 1 68,200 EMC CORP COM 268648102 138 19,100 SH SHARED 1 19,100 EMCOR GROUP INC COM 29084Q100 569 11,800 SH SHARED 1 11,800 EMULEX CORP COM 292475209 216 11,300 SH SHARED 1 11,300 ENERGEN CORP COM 29265N108 651 20,300 SH SHARED 1 20,300 ENERGIZER HLDGS INC COM 29266R108 1,252 49,100 SH SHARED 1 49,100 ENGINEERED SUPPORT SYS INC COM 292866100 1,860 47,500 SH SHARED 1 47,500 ENTEGRIS INC COM 29362U104 712 71,500 SH SHARED 1 71,500 ENTERCOM COMMUNICATIONS CORP COM 293639100 514 11,700 SH SHARED 1 11,700 ENZON INC COM 293904108 1,663 146,500 SH SHARED 1 146,500 EOG RES INC COM 26875P101 6,551 165,600 SH SHARED 1 165,600 EQUITABLE RES INC COM 294549100 1,410 37,600 SH SHARED 1 37,600 ERESEARCHTECHNOLOGY INC COM 29481V108 322 12,000 SH SHARED 1 12,000 ESPEED INC COM 296643109 564 48,500 SH SHARED 1 48,500 ESSEX PPTY TR COM 297178105 361 6,900 SH SHARED 1 6,900 EVEREST RE GROUP COM G3223R108 309 5,400 SH SHARED 1 5,400 EXELON CORP COM 30161N101 635 12,600 SH SHARED 1 12,600 EXPRESSJET HLDGS INC COM 30218U108 267 32,500 SH SHARED 1 32,500 EXXON MOBIL CORP COM 30231G102 5,015 143,500 SH SHARED 1 143,500 F5 NETWORKS INC COM 315616102 669 53,000 SH SHARED 1 53,000 FACTSET RESH SYS INC COM 303075105 2,800 86,300 SH SHARED 1 86,300 FEDERAL HOME LN MTG CORP COM 313400301 3,738 70,400 SH SHARED 1 70,400 FEDERAL SIGNAL CORP COM 313855108 297 20,900 SH SHARED 1 20,900 FEDEX CORP COM 31428X106 6,746 122,500 SH SHARED 1 122,500 FIDELITY NAT FINL CORP COM 316326107 1,199 35,100 SH SHARED 1 35,100 FINISH LINE INC COM 317923100 422 28,100 SH SHARED 1 28,100 FIRST AMERN FINL CORP CALIF COM 318522307 224 9,200 SH SHARED 1 9,200 FIRST DATA CORP COM 319963104 1,747 47,200 SH SHARED 1 47,200 FIRST FINL HLDGS INC COM 320239106 474 19,200 SH SHARED 1 19,200 FIRST INDL RLTY TR INC COM 32054K103 1,575 55,600 SH SHARED 1 55,600 FIRST NIAGARA FINL GROUP INC COM 33582V108 192 16,300 SH SHARED 1 16,300 FIRST TENN NATL CORP COM 337162101 3,395 85,500 SH SHARED 1 85,500 FIRST VA BKS INC COM 337477103 996 25,400 SH SHARED 1 25,400 FLEETWOOD ENTERPRISES INC COM 339099103 43 10,600 SH SHARED 1 10,600 FLEMING COS INC COM 339130106 28 56,600 SH SHARED 1 56,600 FLEXTRONICS INTL LTD COM Y2573F102 158 18,100 SH SHARED 1 18,100 FLIR SYS INC COM 302445101 1,716 36,200 SH SHARED 1 36,200 FORD MTR CO DEL COM 345370860 570 75,800 SH SHARED 1 75,800 FORTUNE BRANDS INC COM 349631101 725 16,900 SH SHARED 1 16,900 FOSSIL INC COM 349882100 372 21,600 SH SHARED 1 21,600 FREEPORT MCMORAN COPPER&GOLD COM 35671D857 389 22,800 SH SHARED 1 22,800 FREMONT GEN CORP COM 357288109 276 39,700 SH SHARED 1 39,700 FRESENIUS MED CARE AG ADR 358029106 196 11,500 SH SHARED 1 11,500 FULLER H B CO COM 359694106 596 25,800 SH SHARED 1 25,800 FURNITURE BRANDS INTL INC COM 360921100 687 35,100 SH SHARED 1 35,100 GANNETT INC COM 364730101 2,747 39,000 SH SHARED 1 39,000 GARTNER INC COM 366651107 124 17,800 SH SHARED 1 17,800 GENENTECH INC COM 368710406 1,050 30,000 SH SHARED 1 30,000 GENERAL DYNAMICS CORP COM 369550108 2,627 47,700 SH SHARED 1 47,700 GENERAL MLS INC COM 370334104 515 11,300 SH SHARED 1 11,300 GENESCO COM 371532102 360 25,300 SH SHARED 1 25,300 GENESIS MICROCHIP INC DEL COM 37184C103 2,641 211,600 SH SHARED 1 211,600 GENTEX CORP COM 371901109 2,415 94,900 SH SHARED 1 94,900 GENTIVA HEALTH SVCS INC COM 37247A102 94 11,200 SH SHARED 1 11,200 GENZYME CORP COM 372917104 751 20,600 SH SHARED 1 20,600 GILEAD SCIENCES INC COM 375558103 5,702 135,800 SH SHARED 1 135,800 GLENBOROUGH RLTY TR INC COM 37803P105 258 16,700 SH SHARED 1 16,700 GOLD FIELDS LTD NEW ADR 38059T106 699 66,600 SH SHARED 1 66,600 GOLDCORP INC NEW COM 380956409 162 15,300 SH SHARED 1 15,300 GOLDEN WEST FINL CORP DEL COM 381317106 2,474 34,400 SH SHARED 1 34,400 GOLDMAN SACHS GROUP INC COM 38141G104 1,314 19,300 SH SHARED 1 19,300 GRANITE CONSTR INC COM 387328107 1,010 64,300 SH SHARED 1 64,300 GREENPOINT FINL CORP COM 395384100 1,062 23,700 SH SHARED 1 23,700 GUCCI GROUP N V ADR 401566104 2,583 27,100 SH SHARED 1 27,100 HANDLEMAN CO DEL ADR 410252100 221 15,000 SH SHARED 1 15,000 HANOVER COMPRESSOR CO COM 410768105 734 112,900 SH SHARED 1 112,900 HANSON PLC ADR 411352404 206 8,400 SH SHARED 1 8,400 HARMAN INTL INDS INC NEW COM 413086109 392 6,700 SH SHARED 1 6,700 HARRIS CORP DEL COM 413875105 811 29,200 SH SHARED 1 29,200 HASBRO INC COM 418056107 1,253 90,200 SH SHARED 1 90,200 HAWAIIAN ELEC INDS INC COM 419870100 970 23,800 SH SHARED 1 23,800 HCC INS HLDGS INC COM 404132102 9,199 359,900 SH SHARED 1 359,900 HEALTH NET INC COM 42222G108 418 15,600 SH SHARED 1 15,600 HECLA MNG CO COM 422704106 114 34,500 SH SHARED 1 34,500 HEINZ H J CO COM 423074103 2,555 87,500 SH SHARED 1 87,500 HENRY JACK & ASSOC INC COM 426281101 466 44,000 SH SHARED 1 44,000 HERSHEY FOODS CORP COM 427866108 1,510 24,100 SH SHARED 1 24,100 HEWLETT PACKARD CO COM 428236103 787 50,600 SH SHARED 1 50,600 HLTH CARE PROP COM 421915109 740 22,200 SH SHARED 1 22,200 HOME DEPOT INC COM 437076102 1,856 76,200 SH SHARED 1 76,200 HOSPITALITY PPTYS TR COM 44106M102 2,093 68,500 SH SHARED 1 68,500 HOT TOPIC INC COM 441339108 583 25,000 SH SHARED 1 25,000 HOUSTON EXPL CO COM 442120101 543 20,100 SH SHARED 1 20,100 HOVNANIAN ENTERPRISES INC COM 442487203 1,240 35,900 SH SHARED 1 35,900 HSBC HLDGS PLC ADR 404280406 9,943 194,500 SH SHARED 1 194,500 HUGHES SUPPLY INC COM 444482103 1,591 68,300 SH SHARED 1 68,300 HUTCHINSON TECHNOLOGY INC COM 448407106 5,624 227,500 SH SHARED 1 227,500 HYPERION SOLUTIONS CORP COM 44914M104 468 19,300 SH SHARED 1 19,300 I2 TECHNOLOGIES INC COM 465754109 22 27,400 SH SHARED 1 27,400 ICOS CORP COM 449295104 324 17,300 SH SHARED 1 17,300 IDENTIX INC COM 451906101 45 10,000 SH SHARED 1 10,000 IDEXX LABORATORIES CORP COM 45168D104 427 12,200 SH SHARED 1 12,200 ILLINOIS TOOL WKS INC COM 452308109 814 14,000 SH SHARED 1 14,000 IMC GLOBAL COM 449669100 365 37,900 SH SHARED 1 37,900 IMMUNOMEDICS INC COM 452907108 75 28,300 SH SHARED 1 28,300 IMPAC MTG HLDGS INC COM 45254P102 804 61,900 SH SHARED 1 61,900 INCO LTD COM 453258402 3,709 199,200 SH SHARED 1 199,200 INDYMAC MORTGAGE HLDGS INC COM 456607100 195 10,000 SH SHARED 1 10,000 INFOSPACE INC COM 45678T201 136 12,600 SH SHARED 1 12,600 INGERSOLL RAND CO LTD COM G4776G101 2,076 53,800 SH SHARED 1 53,800 INTEGRA LIFESCIENCES HLDG CP COM 457985208 6,916 300,700 SH SHARED 1 300,700 INTEGRATED CIRCUIT SYS INC COM 45811K208 1,441 66,400 SH SHARED 1 66,400 INTEGRATED DEVICE TECH INC COM 458118106 667 84,000 SH SHARED 1 84,000 INTER TEL INC COM 458372109 357 23,800 SH SHARED 1 23,800 INTERCEPT INC COM 45845L107 139 33,900 SH SHARED 1 33,900 INTERNATIONAL BUSINESS MACHS COM 459200101 1,561 19,900 SH SHARED 1 19,900 INTERNATIONAL PAPER CO COM 460146103 865 25,600 SH SHARED 1 25,600 INTERNATIONAL RECTIFIER CORP COM 460254105 382 19,400 SH SHARED 1 19,400 INTERNET GOLD COM M56595107 35 11,800 SH SHARED 1 11,800 INTERNET SEC SYS INC COM 46060X107 1,444 145,300 SH SHARED 1 145,300 INTERPUBLIC GROUP COS INC COM 460690100 5,431 584,000 SH SHARED 1 584,000 INTERWOVEN INC COM 46114T102 54 29,900 SH SHARED 1 29,900 INTL FLAVORS &FRAGRANCES INC COM 459506101 1,987 63,900 SH SHARED 1 63,900 INTRAWEST CORP COM 460915200 269 25,800 SH SHARED 1 25,800 IONA TECHNOLOGIES ADR 46206P109 80 38,700 SH SHARED 1 38,700 ISTAR FINL INC COM 45031U101 2,678 91,800 SH SHARED 1 91,800 ITT INDUS INC COM 450911102 1,383 25,900 SH SHARED 1 25,900 JABIL CIRCUIT INC COM 466313103 679 38,800 SH SHARED 1 38,800 JACK IN THE BOX INC COM 466367109 424 23,400 SH SHARED 1 23,400 JDA SOFTWARE GROUP INC COM 46612K108 263 26,000 SH SHARED 1 26,000 JETBLUE AWYS CORP COM 477143101 665 24,000 SH SHARED 1 24,000 JOHNSON CTLS INC COM 478366107 630 8,700 SH SHARED 1 8,700 KANEB PIPE LINE PARTNERS L P COM 484169107 570 15,500 SH SHARED 1 15,500 KAYDON CORP COM 486587108 597 31,700 SH SHARED 1 31,700 KELLOGG CO COM 487836108 230 7,500 SH SHARED 1 7,500 KELLWOOD CO COM 488044108 1,736 60,000 SH SHARED 1 60,000 KEYCORP NEW COM 493267108 690 30,600 SH SHARED 1 30,600 KIMBERLY CLARK CORP COM 494368103 2,228 49,000 SH SHARED 1 49,000 KING PHARMACEUTICALS INC COM 495582108 583 48,900 SH SHARED 1 48,900 KINROSS GOLD CORP COM 496902206 200 32,500 SH SHARED 1 32,500 KLA-TENCOR CORP COM 482480100 4,457 124,000 SH SHARED 1 124,000 KNIGHT TRADING GROUP INC COM 499063105 102 26,200 SH SHARED 1 26,200 KNIGHTSBRIDGE TANKERS COM G5299G106 197 14,500 SH SHARED 1 14,500 KONINKLIJKE PHILIPS ELECT NV ADR 500472303 1,090 69,900 SH SHARED 1 69,900 KOOKMIN BK NEW ADR 50049M109 483 21,000 SH SHARED 1 21,000 KOPIN CORP COM 500600101 116 23,100 SH SHARED 1 23,100 KOREA ELECTRIC PWR CO ADR 500631106 80 10,000 SH SHARED 1 10,000 KRAFT FOODS INC COM 50075N104 4,489 159,200 SH SHARED 1 159,200 KROGER CO COM 501044101 4,391 333,900 SH SHARED 1 333,900 KT CORP ADR 48268K101 1,372 79,900 SH SHARED 1 79,900 KULICKE & SOFFA INDS INC COM 501242101 108 22,700 SH SHARED 1 22,700 LABORATORY CORP AMER HLDGS COM 50540R409 2,182 73,600 SH SHARED 1 73,600 LAM RESEARCH CORP COM 512807108 115 10,100 SH SHARED 1 10,100 LANDAMERICA FINL GROUP INC COM 514936103 807 20,300 SH SHARED 1 20,300 LANDSTAR SYS INC COM 515098101 1,449 25,200 SH SHARED 1 25,200 LAUDER ESTEE COS INC COM 518439104 2,250 74,100 SH SHARED 1 74,100 LEAPFROG ENTERPRISES INC COM 52186N106 355 14,900 SH SHARED 1 14,900 LEGATO SYS INC COM 524651106 123 24,000 SH SHARED 1 24,000 LENDINGTREE INC COM 52602Q105 309 26,500 SH SHARED 1 26,500 LENNAR CORP COM 526057104 3,122 58,300 SH SHARED 1 58,300 LEXAR MEDIA INC COM 52886P104 34 10,300 SH SHARED 1 10,300 LIBBEY INC COM 529898108 253 10,300 SH SHARED 1 10,300 LIBERTY MEDIA CORP NEW COM 530718105 178 18,300 SH SHARED 1 18,300 LIBERTY PROPERTY TR COM 531172104 304 9,700 SH SHARED 1 9,700 LINENS N THINGS INC COM 535679104 384 18,900 SH SHARED 1 18,900 LITHIA MOTORS COM 536797103 185 15,000 SH SHARED 1 15,000 LIZ CLAIBORNE INC COM 539320101 356 11,500 SH SHARED 1 11,500 LML PMT SYS INC COM 50208P109 87 16,100 SH SHARED 1 16,100 LNR PROPERTY CORP COM 501940100 7,606 225,700 SH SHARED 1 225,700 LOCKHEED MARTIN CORP COM 539830109 2,563 53,900 SH SHARED 1 53,900 LOEWS CORP COM 540424108 2,797 70,200 SH SHARED 1 70,200 LOUISIANA PAC CORP COM 546347105 218 27,500 SH SHARED 1 27,500 LOWES COS INC COM 548661107 363 8,900 SH SHARED 1 8,900 LUXOTTICA GROUP S P A ADR 55068R202 124 11,500 SH SHARED 1 11,500 MACROMEDIA INC COM 556100105 1,147 94,900 SH SHARED 1 94,900 MADDEN STEVEN LTD COM 556269108 163 10,400 SH SHARED 1 10,400 MAGNA INTL INC COM 559222401 742 14,200 SH SHARED 1 14,200 MANDALAY RESORT GROUP COM 562567107 9,988 362,400 SH SHARED 1 362,400 MANOR CARE INC NEW COM 564055101 1,152 59,900 SH SHARED 1 59,900 MANTECH INTL CORP COM 564563104 388 26,200 SH SHARED 1 26,200 MANULIFE FINL CORP COM 56501R106 615 25,700 SH SHARED 1 25,700 MARTEK BIOSCIENCES CORP COM 572901106 277 9,700 SH SHARED 1 9,700 MARVELL TECHNOL COM G5876H105 1,600 75,500 SH SHARED 1 75,500 MATRIXONE INC COM 57685P304 64 19,000 SH SHARED 1 19,000 MATTEL INC COM 577081102 900 40,000 SH SHARED 1 40,000 MAVERICK TUBE CORP COM 577914104 590 31,700 SH SHARED 1 31,700 MAXTOR CORP COM 577729205 90 16,000 SH SHARED 1 16,000 MAYTAG CORP COM 578592107 651 34,200 SH SHARED 1 34,200 MCSI INC COM 55270M108 44 130,700 SH SHARED 1 130,700 MED-DESIGN CORP COM 583926100 40 12,600 SH SHARED 1 12,600 MEDIA GEN INC COM 584404107 246 5,000 SH SHARED 1 5,000 MEDICINES CO COM 584688105 425 22,800 SH SHARED 1 22,800 MEMBERWORKS INC COM 586002107 483 23,300 SH SHARED 1 23,300 MENS WEARHOUSE INC COM 587118100 1,141 76,300 SH SHARED 1 76,300 MERCK & CO INC COM 589331107 1,698 31,000 SH SHARED 1 31,000 MERCURY COMPUTER SYS INC COM 589378108 283 10,400 SH SHARED 1 10,400 MERIX CORP COM 590049102 59 14,700 SH SHARED 1 14,700 MICHAELS STORES INC COM 594087108 3,889 155,500 SH SHARED 1 155,500 MICROMUSE INC COM 595094103 553 106,300 SH SHARED 1 106,300 MICRON TECHNOLOGY INC COM 595112103 3,687 453,000 SH SHARED 1 453,000 MICROSOFT CORP COM 594918104 8,202 338,800 SH SHARED 1 338,800 MILLER HERMAN INC COM 600544100 290 18,000 SH SHARED 1 18,000 MIRANT CORP COM 604675108 109 68,000 SH SHARED 1 68,000 MITSUBISHI TOKYO FNL GRP INC ADR 606816106 128 34,300 SH SHARED 1 34,300 MOLECULAR DEVICES CORP COM 60851C107 263 21,700 SH SHARED 1 21,700 NABORS INDS LTD COM G6359F103 1,061 26,600 SH SHARED 1 26,600 NASDAQ 100 TRACKING STOCK UNIT SER 1 631100104 9,840 389,700 SH SHARED 1 389,700 NATIONAL AUSTRALIA BK LTD ADR 632525408 403 4,200 SH SHARED 1 4,200 NATIONAL SEMICONDUCTOR CORP COM 637640103 838 49,200 SH SHARED 1 49,200 NATIONWIDE HEALTH PROP COM 638620104 469 36,500 SH SHARED 1 36,500 NATUZZI S P A ADR 63905A101 196 24,300 SH SHARED 1 24,300 NAUTILUS GROUP INC COM 63910B102 1,031 72,300 SH SHARED 1 72,300 NCO GROUP INC COM 628858102 247 17,000 SH SHARED 1 17,000 NEOWARE SYSTEMS INC COM 64065P102 194 15,500 SH SHARED 1 15,500 NEW CENTURY FINL CORP COM 64352D101 384 12,300 SH SHARED 1 12,300 NEWELL RUBBERMAID INC COM 651229106 1,409 49,700 SH SHARED 1 49,700 NEWMONT MNG CORP COM 651639106 4,699 179,700 SH SHARED 1 179,700 NEXTEL PARTNERS INC COM 65333F107 190 37,700 SH SHARED 1 37,700 NIKE INC COM 654106103 776 15,100 SH SHARED 1 15,100 NISOURCE INC COM 65473P105 295 16,200 SH SHARED 1 16,200 NISSAN MTR LTD ADR 654744408 193 14,500 SH SHARED 1 14,500 NOBLE ENERGY INC COM 655044105 545 15,900 SH SHARED 1 15,900 NOKIA CORP ADR 654902204 168 12,000 SH SHARED 1 12,000 NORTEL NETWORKS CP HLDG CO COM 656568102 71 34,000 SH SHARED 1 34,000 NORTHWESTERN CORP COM 668074107 32 15,400 SH SHARED 1 15,400 NOVARTIS A G ADR 66987V109 419 11,300 SH SHARED 1 11,300 NOVELLUS SYSTEMS INC COM 670008101 3,578 131,200 SH SHARED 1 131,200 NOVEN PHARMACEUTICALS INC COM 670009109 318 22,500 SH SHARED 1 22,500 NVIDIA CORP COM 67066G104 260 20,200 SH SHARED 1 20,200 NVR INC COM 62944T105 855 2,600 SH SHARED 1 2,600 O CHARLEYS INC COM 670823103 219 11,400 SH SHARED 1 11,400 OCEAN ENERGY INC NEW COM 67481E106 2,580 129,000 SH SHARED 1 129,000 OCULAR SCIENCES INC COM 675744106 473 34,000 SH SHARED 1 34,000 OFFICEMAX INC COM 67622M108 245 47,500 SH SHARED 1 47,500 OLD REP INTL CORP COM 680223104 1,471 55,000 SH SHARED 1 55,000 OM GROUP INC COM 670872100 282 32,200 SH SHARED 1 32,200 OPEN TEXT CORP COM 683715106 1,895 68,100 SH SHARED 1 68,100 OPTIMAL ROBOTICS CORP COM 68388R208 110 19,100 SH SHARED 1 19,100 ORIENT EXPRESS HOTELS COM G67743107 101 10,300 SH SHARED 1 10,300 OUTBACK STEAKHOUSE INC COM 689899102 4,419 124,900 SH SHARED 1 124,900 OVERSTOCK COM INC DEL COM 690370101 418 42,900 SH SHARED 1 42,900 OVERTURE SVCS INC COM 69039R100 678 44,700 SH SHARED 1 44,700 OWENS-ILLINOIS COM 690768403 90 10,000 SH SHARED 1 10,000 OXFORD HEALTH PLANS INC COM 691471106 276 9,100 SH SHARED 1 9,100 P A M TRANSN SVCS INC COM 693149106 238 10,900 SH SHARED 1 10,900 P F CHANGS CHINA BISTRO INC COM 69333Y108 1,232 33,300 SH SHARED 1 33,300 PACCAR INC COM 693718108 382 7,600 SH SHARED 1 7,600 PACKETEER INC COM 695210104 170 17,300 SH SHARED 1 17,300 PALL CORP COM 696429307 1,708 85,400 SH SHARED 1 85,400 PARKER HANNIFIN CORP COM 701094104 1,519 39,200 SH SHARED 1 39,200 PATTERSON DENTAL CO COM 703412106 216 4,700 SH SHARED 1 4,700 PAYLESS SHOESOURCE INC COM 704379106 667 42,600 SH SHARED 1 42,600 PEC SOLUTIONS INC COM 705107100 329 27,900 SH SHARED 1 27,900 PEDIATRIX MED GROUP COM 705324101 395 15,700 SH SHARED 1 15,700 PENN VA CORP COM 707882106 211 5,500 SH SHARED 1 5,500 PENNSYLVANIA REAL ESTATE INV COM 709102107 902 31,500 SH SHARED 1 31,500 PEOPLES ENERGY CORP COM 711030106 300 8,400 SH SHARED 1 8,400 PEPSI BOTTLING GROUP INC COM 713409100 484 27,000 SH SHARED 1 27,000 PEPSICO INC COM 713448108 5,636 140,900 SH SHARED 1 140,900 PETROCHINA CO LTD ADR 71646E100 355 17,000 SH SHARED 1 17,000 PG&E CORP COM 69331C108 644 47,900 SH SHARED 1 47,900 PHARMACEUTICAL PROD DEV INC COM 717124101 215 8,000 SH SHARED 1 8,000 PHARMACIA CORP COM 71713U102 9,985 230,600 SH SHARED 1 230,600 PIONEER NAT RES CO COM 723787107 527 21,000 SH SHARED 1 21,000 PIONEER STD ELECTRS INC COM 723877106 224 26,500 SH SHARED 1 26,500 PIXELWORKS INC COM 72581M107 100 18,400 SH SHARED 1 18,400 PLAINS ALL AMERN PIPELINE LP COM 726503105 312 12,600 SH SHARED 1 12,600 PMA CAP CORP COM 693419202 437 64,600 SH SHARED 1 64,600 PMC-SIERRA INC COM 69344F106 950 159,600 SH SHARED 1 159,600 PMI GROUP INC COM 69344M101 1,114 43,600 SH SHARED 1 43,600 PNM RES INC COM 69349H107 333 14,800 SH SHARED 1 14,800 POLYCOM INC COM 73172K104 423 52,400 SH SHARED 1 52,400 POLYMEDICA CORP COM 731738100 323 10,600 SH SHARED 1 10,600 POPULAR INC COM 733174106 204 6,000 SH SHARED 1 6,000 POSCO ADR 693483109 250 12,700 SH SHARED 1 12,700 POTASH CORP SASK INC COM 73755L107 290 4,700 SH SHARED 1 4,700 PPG INDS INC COM 693506107 1,073 23,800 SH SHARED 1 23,800 PRECISE SOFTWARE SOLUTTIONS COM M41450103 241 14,500 SH SHARED 1 14,500 PREMCOR INC COM 74045Q104 1,719 66,900 SH SHARED 1 66,900 PRESIDENTIAL LIFE CORP COM 740884101 247 39,300 SH SHARED 1 39,300 PRIORITY HEALTHCARE COM 74264T102 1,591 59,700 SH SHARED 1 59,700 PROCTER & GAMBLE CO COM 742718109 7,320 82,200 SH SHARED 1 82,200 PROGRESS ENERGY INC COM 743263105 509 13,000 SH SHARED 1 13,000 PROLOGIS TRUST COM 743410102 1,491 58,900 SH SHARED 1 58,900 PROTECTIVE LIFE COM 743674103 1,545 54,100 SH SHARED 1 54,100 PROTEIN DESIGN LABS INC COM 74369L103 134 18,000 SH SHARED 1 18,000 PROVINCE HEALTHCARE CO COM 743977100 231 26,100 SH SHARED 1 26,100 PRUDENTIAL FINL INC COM 744320102 369 12,600 SH SHARED 1 12,600 PS BUSINESS PARKS INC CALIF COM 69360J107 244 8,200 SH SHARED 1 8,200 PTFO RECOVRY ASSOCS INC COM 73640Q105 271 11,900 SH SHARED 1 11,900 PUGET ENERGY INC NEW COM 745310102 273 12,800 SH SHARED 1 12,800 PULTE HOMES INC COM 745867101 226 4,500 SH SHARED 1 4,500 QLOGIC CORP COM 747277101 509 13,700 SH SHARED 1 13,700 QUAKER FABRIC CORP COM 747399103 80 14,600 SH SHARED 1 14,600 QUALCOMM INC COM 747525103 5,519 153,300 SH SHARED 1 153,300 QUEST DIAGNOSTICS INC COM 74834L100 1,379 23,100 SH SHARED 1 23,100 QUESTAR CORP COM 748356102 1,742 58,900 SH SHARED 1 58,900 QUICKSILVER RES INC COM 74837R104 300 12,600 SH SHARED 1 12,600 QUIKSILVER INC COM 74838C106 1,274 41,600 SH SHARED 1 41,600 RADIAN GROUP INC COM 750236101 501 15,000 SH SHARED 1 15,000 RADIO ONE INC COM 75040P405 1,654 124,900 SH SHARED 1 124,900 RADIOSHACK CORP COM 750438103 2,574 115,500 SH SHARED 1 115,500 RAIT INVT TR COM 749227104 258 11,400 SH SHARED 1 11,400 RAMBUS INC DEL COM 750917106 980 74,200 SH SHARED 1 74,200 RANDGOLD & EXPL INC ADR 753009307 184 16,600 SH SHARED 1 16,600 RARE HOSPITALITY INTL COM 753820109 376 13,500 SH SHARED 1 13,500 RAYOVAC CORP COM 755081106 206 19,000 SH SHARED 1 19,000 RAYTHEON CO COM 755111507 590 20,800 SH SHARED 1 20,800 READ-RITE CORP COM 755246204 20 31,200 SH SHARED 1 31,200 REGENCY CTRS CORP COM 758849103 1,489 45,400 SH SHARED 1 45,400 REGIONS FINL CORP COM 758940100 327 10,100 SH SHARED 1 10,100 REHABCARE GROUP INC COM 759148109 353 19,800 SH SHARED 1 19,800 REINSURANCE GROUP OF AMER COM 759351109 350 13,300 SH SHARED 1 13,300 REMEC INC COM 759543101 72 14,900 SH SHARED 1 14,900 RENAISSANCERE HOLDINGS LTD COM G7496G103 2,127 53,100 SH SHARED 1 53,100 REPSOL YPF S A ADR 76026T205 433 30,200 SH SHARED 1 30,200 RESEARCH IN MOTION LTD COM 760975102 345 26,400 SH SHARED 1 26,400 REYNOLDS R J TOB HLDGS INC COM 76182K105 206 6,400 SH SHARED 1 6,400 RF MICRO DEVICES INC COM 749941100 577 96,000 SH SHARED 1 96,000 RH DONNELLEY CORP COM 74955W307 1,371 46,200 SH SHARED 1 46,200 RIBAPHARM INC COM 762537108 61 11,700 SH SHARED 1 11,700 RIVERSTONE NETWORKS INC COM 769320102 42 29,700 SH SHARED 1 29,700 RMH TELESERVICES INC COM 749938106 160 24,600 SH SHARED 1 24,600 ROADWAY CORP COM 769742107 520 15,500 SH SHARED 1 15,500 ROBERT HALF INTL INC COM 770323103 256 19,200 SH SHARED 1 19,200 ROCKWELL AUTOMATION INC COM 773903109 969 46,800 SH SHARED 1 46,800 ROCKWELL COLLINS INC DEL COM 774341101 305 16,600 SH SHARED 1 16,600 ROSS STORES INC COM 778296103 2,531 70,100 SH SHARED 1 70,100 ROYAL BK CDA MONTREAL QUEBEC COM 780087102 809 20,900 SH SHARED 1 20,900 ROYAL CARIBBEAN CRUISES LTD COM V7780T103 822 54,700 SH SHARED 1 54,700 ROYAL DUTCH PETE CO ADR 780257804 9,943 244,000 SH SHARED 1 244,000 ROYAL GOLD INC COM 780287108 445 30,300 SH SHARED 1 30,300 RSA SEC INC COM 749719100 131 18,400 SH SHARED 1 18,400 RUSSELL CORP COM 782352108 203 11,600 SH SHARED 1 11,600 SAFEWAY INC COM 786514208 1,189 62,800 SH SHARED 1 62,800 SAKS INC COM 79377W108 1,108 144,100 SH SHARED 1 144,100 SAP AG ADR 803054204 605 31,900 SH SHARED 1 31,900 SBC COMMUNICATIONS INC COM 78387G103 3,625 180,700 SH SHARED 1 180,700 SCANA CORP NEW COM 80589M102 473 15,800 SH SHARED 1 15,800 SCANSOFT INC COM 80603P107 95 21,100 SH SHARED 1 21,100 SCHEIN HENRY INC COM 806407102 210 4,660 SH SHARED 1 4,660 SCHERING PLOUGH CORP COM 806605101 1,227 68,800 SH SHARED 1 68,800 SCHLUMBERGER LTD COM 806857108 1,289 33,900 SH SHARED 1 33,900 SCIENTIFIC GAMES CORP COM 80874P109 213 39,400 SH SHARED 1 39,400 SCOTTS CO COM 810186106 870 16,800 SH SHARED 1 16,800 SEACHANGE INTL INC COM 811699107 482 66,600 SH SHARED 1 66,600 SEARS ROEBUCK & CO COM 812387108 2,210 91,500 SH SHARED 1 91,500 SECURE COMPUTING CORP COM 813705100 40 11,000 SH SHARED 1 11,000 SELECT COMFORT COM 81616X103 132 13,100 SH SHARED 1 13,100 SEMPRA ENERGY COM 816851109 2,538 101,700 SH SHARED 1 101,700 SEMTECH CORP COM 816850101 1,233 81,400 SH SHARED 1 81,400 SENIOR HSG PPTYS TR COM 81721M109 385 33,300 SH SHARED 1 33,300 SEROLOGICALS CORP COM 817523103 106 12,500 SH SHARED 1 12,500 SERVICEMASTER CO COM 81760N109 174 17,400 SH SHARED 1 17,400 SHELL TRANS & TRADING PLC ADR 822703609 822 22,700 SH SHARED 1 22,700 SHIRE PHARMACEUTICALS ADR 82481R106 1,469 79,300 SH SHARED 1 79,300 SI INTL INC COM 78427V102 84 10,600 SH SHARED 1 10,600 SIEBEL SYS INC COM 826170102 175 21,800 SH SHARED 1 21,800 SIEMENS A G ADR 826197501 1,275 31,000 SH SHARED 1 31,000 SIERRA HEALTH SVCS INC COM 826322109 2,312 179,200 SH SHARED 1 179,200 SIERRA PAC RES NEW COM 826428104 64 20,000 SH SHARED 1 20,000 SIGMA ALDRICH CORP COM 826552101 516 11,600 SH SHARED 1 11,600 SILICON STORAGE TECHN INC COM 827057100 97 42,000 SH SHARED 1 42,000 SILVER STD RES INC COM 82823L106 48 10,300 SH SHARED 1 10,300 SIMON PPTY GROUP INC NEW COM 828806109 451 12,600 SH SHARED 1 12,600 SINA COM COM G81477104 111 13,900 SH SHARED 1 13,900 SINCLAIR BROADCAST GROUP INC COM 829226109 220 28,000 SH SHARED 1 28,000 SK TELECOM ADR 78440P108 921 67,600 SH SHARED 1 67,600 SKECHERS U S A INC COM 830566105 84 13,000 SH SHARED 1 13,000 SNAP ON INC COM 833034101 272 11,000 SH SHARED 1 11,000 SOLUTIA INC COM 834376105 51 32,800 SH SHARED 1 32,800 SONIC CORP COM 835451105 1,242 48,800 SH SHARED 1 48,800 SONY CORP ADR 835699307 390 11,100 SH SHARED 1 11,100 SOURCECORP INC COM 836167106 300 21,400 SH SHARED 1 21,400 SOUTHERN CO COM 842587107 2,127 74,800 SH SHARED 1 74,800 SOVEREIGN BANCORP INC COM 845905108 1,334 96,300 SH SHARED 1 96,300 SPDR TR COM 78462F103 8,415 99,300 SH SHARED 1 99,300 SPHERION CORP COM 848420105 69 17,500 SH SHARED 1 17,500 SPORTS AUTH INC COM 849176102 159 22,800 SH SHARED 1 22,800 SPRINT CORP COM 852061100 329 28,000 SH SHARED 1 28,000 SRA INTL INC COM 78464R105 493 20,800 SH SHARED 1 20,800 ST JUDE MED INC COM 790849103 283 5,800 SH SHARED 1 5,800 STANLEY WKS COM 854616109 811 33,800 SH SHARED 1 33,800 STAPLES INC COM 855030102 1,514 82,600 SH SHARED 1 82,600 STEWART ENTERPRISES INC COM 860370105 225 83,500 SH SHARED 1 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ADR 861012102 289 15,300 SH SHARED 1 15,300 SUN MICROSYSTEMS INC COM 866810104 384 117,800 SH SHARED 1 117,800 SUNGARD DATA SYS INC COM 867363103 1,048 49,200 SH SHARED 1 49,200 SUPERIOR INDS INTL INC COM 868168105 368 10,100 SH SHARED 1 10,100 TAKE-TWO INTERACTIVE SFT COM 874054109 1,814 81,400 SH SHARED 1 81,400 TARO PHARMACEUTICAL INDS LTD COM M8737E108 1,769 46,200 SH SHARED 1 46,200 TAUBMAN CENTERS COM 876664103 462 27,100 SH SHARED 1 27,100 TCF FINL CORP COM 872275102 7,768 194,000 SH SHARED 1 194,000 TECH DATA CORP COM 878237106 675 28,200 SH SHARED 1 28,200 TEEKAY SHIPPING COM Y8564W103 3,306 85,200 SH SHARED 1 85,200 TEKTRONIX INC COM 879131100 226 13,200 SH SHARED 1 13,200 TELEFONICA S.A. ADR 879382208 255 9,100 SH SHARED 1 9,100 TELLABS INC COM 879664100 368 63,500 SH SHARED 1 63,500 TENET HEALTHCARE COM 88033G100 1,453 87,000 SH SHARED 1 87,000 TERAYON COMMUNICATIONS SYS COM 880775101 19 11,400 SH SHARED 1 11,400 TEXAS INSTRS INC COM 882508104 617 37,700 SH SHARED 1 37,700 THE ST JOE COMPANY COM 790148100 656 24,100 SH SHARED 1 24,100 THORNBURG MTG ASSET CORP COM 885218107 1,638 79,400 SH SHARED 1 79,400 TIMKEN CO COM 887389104 555 35,500 SH SHARED 1 35,500 TITAN CORP COM 888266103 335 44,900 SH SHARED 1 44,900 TOLL BROS INC COM 889478103 805 41,700 SH SHARED 1 41,700 TORO CO COM 891092108 371 5,300 SH SHARED 1 5,300 TOWER AUTOMOTIVE INC COM 891707101 54 22,900 SH SHARED 1 22,900 TRACTOR SUPPLY CO COM 892356106 677 20,500 SH SHARED 1 20,500 TRANSWITCH CORP COM 894065101 7 13,400 SH SHARED 1 13,400 TRAVELERS PPTY CAS CORP NEW COM 89420G109 178 12,600 SH SHARED 1 12,600 TRIBUNE CO NEW COM 896047107 797 17,700 SH SHARED 1 17,700 TRIZEC PPTYS INC COM 89687P107 107 12,600 SH SHARED 1 12,600 UCHB HLDGS INC COM 90262T308 471 10,700 SH SHARED 1 10,700 UICI COM 902737105 226 23,500 SH SHARED 1 23,500 ULTRA PETE CORP COM 903914109 383 43,400 SH SHARED 1 43,400 UNIONBANCAL CORP COM 908906100 2,716 68,900 SH SHARED 1 68,900 UNITED ONLINE INC COM 911268100 829 48,100 SH SHARED 1 48,100 UNITED STS STL CORP NEW COM 912909108 1,130 115,000 SH SHARED 1 115,000 UNIVERSAL COMPRESSION HG INC COM 913431102 257 14,700 SH SHARED 1 14,700 UNIVERSAL HEALTH SVCS INC COM 913903100 697 17,100 SH SHARED 1 17,100 UNUMPROVIDENT CORP COM 91529Y106 516 52,700 SH SHARED 1 52,700 URBAN OUTFITTERS INC COM 917047102 1,670 74,200 SH SHARED 1 74,200 URS CORP COM 903236107 248 21,500 SH SHARED 1 21,500 USFREIGHTWAYS CORP COM 916906100 273 10,800 SH SHARED 1 10,800 USG COM 903293405 220 52,900 SH SHARED 1 52,900 V F CORP COM 918204108 271 7,200 SH SHARED 1 7,200 VALASSIS COMMUNICATIONS INC COM 918866104 966 36,600 SH SHARED 1 36,600 VALERO ENERGY CORP NEW COM 91913Y100 9,956 240,600 SH SHARED 1 240,600 VALERO L P COM 91913W104 3,031 82,600 SH SHARED 1 82,600 VALSPAR CORP COM 920355104 704 17,200 SH SHARED 1 17,200 VARIAN INC COM 922206107 258 9,000 SH SHARED 1 9,000 VARIAN SEMICONDCTR EQUIP INC COM 922207105 732 36,000 SH SHARED 1 36,000 VAXGEN INC COM 922390208 139 45,600 SH SHARED 1 45,600 VCA ANTECH INC COM 918194101 371 24,000 SH SHARED 1 24,000 VERIDIAN CORP COM 92342R203 412 20,700 SH SHARED 1 20,700 VERITAS SOFTWARE CO COM 923436109 4,334 246,400 SH SHARED 1 246,400 VERITY INC COM 92343C106 987 71,000 SH SHARED 1 71,000 VERIZON COMMUNICATIONS INC COM 92343V104 3,934 111,300 SH SHARED 1 111,300 VINTAGE PETE INC COM 927460105 111 11,700 SH SHARED 1 11,700 VITESSE SEMICONDUCTOR CORP COM 928497106 56 26,000 SH SHARED 1 26,000 VODAFONE GROUP PLC NEW ADR 92857W100 933 51,200 SH SHARED 1 51,200 VORNADO REALTY TRUST COM 929042109 4,010 112,000 SH SHARED 1 112,000 W HLDG CO INC COM 929251106 268 14,600 SH SHARED 1 14,600 WACHOVIA CORP 2ND NEW COM 929903102 7,059 207,200 SH SHARED 1 207,200 WALLACE COMPUTER SVCS INC COM 932270101 643 25,800 SH SHARED 1 25,800 WALTER INDS INC COM 93317Q105 196 22,500 SH SHARED 1 22,500 WASHINGTON MUT INC COM 939322103 2,857 81,000 SH SHARED 1 81,000 WASHINGTON POST CO COM 939640108 2,044 3,000 SH SHARED 1 3,000 WASHINGTON REAL ESTATE INVT COM 939653101 252 9,700 SH SHARED 1 9,700 WATERS CORP COM 941848103 419 19,800 SH SHARED 1 19,800 WATSON PHARMACEUTICALS INC COM 942683103 5,374 186,800 SH SHARED 1 186,800 WAYPOINT FINL CORP COM 946756103 318 18,400 SH SHARED 1 18,400 WCI CMNTYS INC COM 92923C104 402 38,400 SH SHARED 1 38,400 WD 40 CO COM 929236107 680 27,400 SH SHARED 1 27,400 WEBEX INC COM 94767L109 962 92,900 SH SHARED 1 92,900 WEBMD CORP COM 94769M105 1,816 201,300 SH SHARED 1 201,300 WEBSENSE INC COM 947684106 417 28,400 SH SHARED 1 28,400 WELLS FARGO & CO NEW COM 949746101 1,350 30,000 SH SHARED 1 30,000 WESTERN WIRELESS CORP COM 95988E204 73 13,000 SH SHARED 1 13,000 WGL HLDGS INC COM 92924F106 498 18,800 SH SHARED 1 18,800 WHIRLPOOL CORP ZERO COM 963320106 4,594 93,700 SH SHARED 1 93,700 WILLIS GROUP HOLDINGS COM G96655108 1,083 39,100 SH SHARED 1 39,100 WINTRUST FINANCIAL COM 97650W108 220 7,700 SH SHARED 1 7,700 WISCONSIN ENERGY CORP COM 976657106 2,634 103,700 SH SHARED 1 103,700 WSFS FINL CORP COM 929328102 310 9,800 SH SHARED 1 9,800 WYETH COM 983024100 253 6,700 SH SHARED 1 6,700 XCEL ENERGY INC COM 98389B100 2,501 195,200 SH SHARED 1 195,200 XEROX CORP COM 984121103 262 30,100 SH SHARED 1 30,100 XL CAPITAL LTD COM G98255105 672 9,500 SH SHARED 1 9,500 XOMA LTD COM G9825R107 72 18,100 SH SHARED 1 18,100 YAHOO INC COM 984332106 2,229 92,800 SH SHARED 1 92,800 YUM BRANDS INC COM 988498101 2,192 90,100 SH SHARED 1 90,100 ZENITH NATL INS CORP COM 989390109 3,179 148,200 SH SHARED 1 148,200 ZIMMER HLDGS INC COM 98956P102 2,689 55,300 SH SHARED 1 55,300
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