13F-HR/A 1 d592136_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: June 30, 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 AUGUST 8, 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: 835 Form 13F Information Table Value Total: $1,370,232 (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 June 30, 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 ------------------------------------------------------------------------------------------------------------------------- 3M COM 88579Y101 3,882 30,100 SH SHARED 1 30,100 ABBOTT LABS COM 002824100 368 8,400 SH SHARED 1 8,400 ABLE LABS COM 00371N407 207 10,500 SH SHARED 1 10,500 ACCLAIM ENTMT COM 004325205 19 25,300 SH SHARED 1 25,300 ACE COM G0070K103 2,723 79,400 SH SHARED 1 79,400 ACTION PERFORM COM 004933107 515 27,100 SH SHARED 1 27,100 ACTIVISION COM 004930202 258 20,076 SH SHARED 1 20,076 ACTUATE COM 00508B102 85 30,800 SH SHARED 1 30,800 ADC TELECOM COM 000886101 1,051 456,800 SH SHARED 1 456,800 ADMINISTAFF COM 007094105 167 16,200 SH SHARED 1 16,200 ADOBE SYS COM 00724F101 1,623 50,600 SH SHARED 1 50,600 ADV FIBRE COMM COM 00754A105 2,201 134,400 SH SHARED 1 134,400 ADVAN DIGITAL COM 007525108 973 98,100 SH SHARED 1 98,100 ADVNCD MED OPT COM 00763M108 4,203 246,500 SH SHARED 1 246,500 ADVO COM 007585102 1,900 42,800 SH SHARED 1 42,800 AEROPOSTALE COM 007865108 1,441 67,100 SH SHARED 1 67,100 AES COM 00130H105 2,300 362,200 SH SHARED 1 362,200 AETNA COM 00817Y108 3,010 50,000 SH SHARED 1 50,000 AFLAC COM 001055102 1,710 55,600 SH SHARED 1 55,600 AFTERMARKT TECH COM 008318107 223 21,000 SH SHARED 1 21,000 AG EDWARDS COM 281760108 865 25,300 SH SHARED 1 25,300 AGILE SOFTWARE COM 00846X105 1,049 108,800 SH SHARED 1 108,800 AGL RESOURCES COM 001204106 2,147 84,400 SH SHARED 1 84,400 AHOLD ADR ADR 500467303 502 60,000 SH SHARED 1 60,000 AIRBORNE COM 009269101 282 13,500 SH SHARED 1 13,500 AIRTRAN HLDGS COM 00949P108 400 38,200 SH SHARED 1 38,200 ALBANY INTL COM 012348108 345 12,600 SH SHARED 1 12,600 ALBEMARLE COM 012653101 241 8,600 SH SHARED 1 8,600 ALCAN COM 013716105 760 24,300 SH SHARED 1 24,300 ALCOA COM 013817101 602 23,600 SH SHARED 1 23,600 ALEX & BALDWIN COM 014482103 378 14,500 SH SHARED 1 14,500 ALLETE COM 018522102 473 17,800 SH SHARED 1 17,800 ALLIANCE CAPITAL UN COM 01855A101 350 9,600 SH SHARED 1 9,600 ALLIANCE DATA COM 018581108 288 12,300 SH SHARED 1 12,300 ALLSTATE COM 020002101 1,048 29,400 SH SHARED 1 29,400 ALTERA COM 021441100 1,344 81,800 SH SHARED 1 81,800 ALTRIA GROUP COM 02209S103 2,440 53,700 SH SHARED 1 53,700 AM ELEC POWER COM 025537101 1,074 36,000 SH SHARED 1 36,000 AMB PROPERTY COM 00163T109 254 9,000 SH SHARED 1 9,000 AMDOCS COM G02602103 1,548 64,500 SH SHARED 1 64,500 AMER AXLE & MANU COM 024061103 667 27,900 SH SHARED 1 27,900 AMER EAGLE OUTF COM 02553E106 248 13,500 SH SHARED 1 13,500 AMER GREETINGS A COM 026375105 6,261 318,800 SH SHARED 1 318,800 AMER HOME MTG COM 02660M108 1,198 61,900 SH SHARED 1 61,900 AMERADA HESS COM 023551104 748 15,200 SH SHARED 1 15,200 AMERICA FINL GP COM 025932104 1,370 60,100 SH SHARED 1 60,100 AMERICAN EXPRESS COM 025816109 238 5,700 SH SHARED 1 5,700 AMERIGAS PART UN COM 030975106 478 18,100 SH SHARED 1 18,100 AMERISTAR CASINO COM 03070Q101 762 35,700 SH SHARED 1 35,700 AMERON INTL COM 030710107 539 15,500 SH SHARED 1 15,500 AMERUS GROUP COM 03072M108 2,574 91,300 SH SHARED 1 91,300 AMETEK COM 031100100 894 24,400 SH SHARED 1 24,400 AMR COM 001765106 1,565 142,300 SH SHARED 1 142,300 AMYLIN COM 032346108 7,647 347,604 SH SHARED 1 347,604 ANALOG DEVICES COM 032654105 592 17,000 SH SHARED 1 17,000 ANALOGIC COM 032657207 220 4,500 SH SHARED 1 4,500 ANGLOGOLD ADR ADR 035128206 1,286 40,300 SH SHARED 1 40,300 ANNTAYLOR STORE COM 036115103 2,802 96,800 SH SHARED 1 96,800 ANTHEM COM 03674B104 6,180 80,100 SH SHARED 1 80,100 ANWORTH MORTGAGE COM 037347101 671 43,500 SH SHARED 1 43,500 AOL TIME WARNER COM 00184A105 3,315 206,000 SH SHARED 1 206,000 AON COM 037389103 1,519 63,100 SH SHARED 1 63,100 APACHE COM 037411105 3,325 51,100 SH SHARED 1 51,100 APPLE COMPUTER COM 037833100 5,424 284,600 SH SHARED 1 284,600 ARACRUZ ADR ADR 038496204 1,337 63,500 SH SHARED 1 63,500 ARCH COAL COM 039380100 581 25,300 SH SHARED 1 25,300 ARCHSTONE-SMITH COM 039583109 1,802 75,100 SH SHARED 1 75,100 ARDEN REALTY COM 039793104 2,234 86,100 SH SHARED 1 86,100 ARIBA COM 04033V104 129 43,100 SH SHARED 1 43,100 ARMOR HOLDINGS COM 042260109 170 12,700 SH SHARED 1 12,700 ARQULE COM 04269E107 129 31,300 SH SHARED 1 31,300 ASK JEEVES COM 045174109 745 54,600 SH SHARED 1 54,600 ASTROPOWER INC COM 04644A101 149 44,000 SH SHARED 1 44,000 ASYST COM 04648X107 96 14,300 SH SHARED 1 14,300 ATI TECHNOLOGIES COM 001941103 5,334 522,900 SH SHARED 1 522,900 ATLANTIC COAST COM 048396105 728 54,700 SH SHARED 1 54,700 ATLAS AIR WW COM 049164106 37 25,000 SH SHARED 1 25,000 ATMEL COM 049513104 361 142,000 SH SHARED 1 142,000 ATMOS ENERGY COM 049560105 2,029 81,800 SH SHARED 1 81,800 AUTODESK COM 052769106 459 28,400 SH SHARED 1 28,400 AUTOLIV COM 052800109 574 21,200 SH SHARED 1 21,200 AUTONATION COM 05329W102 258 16,400 SH SHARED 1 16,400 AUTOZONE COM 053332102 1,443 19,000 SH SHARED 1 19,000 AVERY DENNISON COM 053611109 894 17,800 SH SHARED 1 17,800 AVIALL COM 05366B102 401 35,300 SH SHARED 1 35,300 AVNET COM 053807103 266 21,000 SH SHARED 1 21,000 AVOCENT COM 053893103 737 24,657 SH SHARED 1 24,657 AXCELIS TECHNOLOGIES COM 054540109 64 10,400 SH SHARED 1 10,400 BALL COM 058498106 5,211 114,500 SH SHARED 1 114,500 BANDAG COM 059815100 239 6,400 SH SHARED 1 6,400 BANK OF AMERICA COM 060505104 11,206 141,800 SH SHARED 1 141,800 BANK OF NEW YORK COM 064057102 1,780 61,900 SH SHARED 1 61,900 BANK UNITED A COM 06652B103 653 32,500 SH SHARED 1 32,500 BARR LABS COM 068306109 1,284 19,600 SH SHARED 1 19,600 BARRA COM 068313105 293 8,200 SH SHARED 1 8,200 BARRICK GOLD COM 067901108 589 32,900 SH SHARED 1 32,900 BASF ADR COM 055262505 396 9,300 SH SHARED 1 9,300 BAUSCH & LOMB COM 071707103 465 12,400 SH SHARED 1 12,400 BAYER AKTIEN ADR ADR 072730302 293 12,700 SH SHARED 1 12,700 BEA SYSTEMS COM 073325102 1,423 130,700 SH SHARED 1 130,700 BEARINGPOINT COM 074002106 416 43,100 SH SHARED 1 43,100 BEBE STORES COM 075571109 548 28,700 SH SHARED 1 28,700 BECKMAN COULTER COM 075811109 1,532 37,700 SH SHARED 1 37,700 BECTON DICKINSON COM 075887109 5,043 129,800 SH SHARED 1 129,800 BELLSOUTH COM 079860102 6,255 234,900 SH SHARED 1 234,900 BEMIS COM 081437105 1,053 22,500 SH SHARED 1 22,500 BEST BUY COM 086516101 2,156 49,100 SH SHARED 1 49,100 BIO RAD COM 090572207 216 3,900 SH SHARED 1 3,900 BIOGEN COM 090597105 6,865 180,800 SH SHARED 1 180,800 BIOMARIN PHARMA COM 09061G101 3,848 394,300 SH SHARED 1 394,300 BIOMET COM 090613100 1,349 47,000 SH SHARED 1 47,000 BIOSITE COM 090945106 464 9,630 SH SHARED 1 9,630 BIOVAIL COM 09067J109 3,986 84,700 SH SHARED 1 84,700 BJS WHOLESALE COM 05548J106 1,349 89,600 SH SHARED 1 89,600 BLACK & DECKER COM 091797100 4,028 92,700 SH SHARED 1 92,700 BLACK BOX COM 091826107 979 27,100 SH SHARED 1 27,100 BLACK HILLS COM 092113109 918 29,900 SH SHARED 1 29,900 BLACKROCK A COM 09247X101 833 18,500 SH SHARED 1 18,500 BLUE RHINO COM 095811105 276 23,000 SH SHARED 1 23,000 BLYTH COM 09643P108 275 10,100 SH SHARED 1 10,100 BMC SOFTWARE COM 055921100 425 26,000 SH SHARED 1 26,000 BOB EVANS COM 096761101 859 30,700 SH SHARED 1 30,700 BOOTS & COOTS COM 099469108 13 31,000 SH SHARED 1 31,000 BORDERS GROUP COM 099709107 877 49,800 SH SHARED 1 49,800 BORG WARNER COM 099724106 773 12,000 SH SHARED 1 12,000 BORLAND SOFTWARE COM 099849101 283 28,900 SH SHARED 1 28,900 BRADLEY PHARMS COM 104576103 2,031 123,100 SH SHARED 1 123,100 BRANDYWINE COM 105368203 3,223 130,900 SH SHARED 1 130,900 BRE PROPERTY A COM 05564E106 226 6,800 SH SHARED 1 6,800 BRIGGS STRATTON COM 109043109 2,076 41,100 SH SHARED 1 41,100 BRINKER INTL COM 109641100 2,089 58,000 SH SHARED 1 58,000 BRINKS COM 109696104 242 16,600 SH SHARED 1 16,600 BRISTOL MYERS COM 110122108 3,111 114,600 SH SHARED 1 114,600 BROADCOM A COM 111320107 1,821 73,100 SH SHARED 1 73,100 BROADVISION COM 111412607 82 14,700 SH SHARED 1 14,700 BROOKFIELD PROP COM 112900105 319 15,000 SH SHARED 1 15,000 BRUNSWICK COM 117043109 816 32,600 SH SHARED 1 32,600 BSB BANCORP COM 055652101 385 15,500 SH SHARED 1 15,500 BUCA COM 117769109 72 12,400 SH SHARED 1 12,400 BUENAVENTURA ADR B ADR 204448104 1,408 46,800 SH SHARED 1 46,800 C R BARD COM 067383109 4,428 62,100 SH SHARED 1 62,100 CABLE & WIRELESS ADR ADR 126830207 149 27,300 SH SHARED 1 27,300 CABLEVISION COM 12686C109 822 39,600 SH SHARED 1 39,600 CABOT OIL COM 127097103 687 24,900 SH SHARED 1 24,900 CACI INTL COM 127190304 1,917 55,900 SH SHARED 1 55,900 CADENCE DESIGN COM 127387108 803 66,600 SH SHARED 1 66,600 CALLAWAY GOLF COM 131193104 477 36,100 SH SHARED 1 36,100 CANADIAN NATURAL RESOURCES LTD COM 136385101 295 7,400 SH SHARED 1 7,400 CAPITAL ONE FNCL COM 14040H105 3,664 74,500 SH SHARED 1 74,500 CAPITOL FED FINL COM 14057C106 395 14,000 SH SHARED 1 14,000 CARDIAC SCIENCE COM 141410209 151 56,100 SH SHARED 1 56,100 CARLISLE COM 142339100 1,046 24,800 SH SHARED 1 24,800 CARMAX COM 143130102 1,064 35,300 SH SHARED 1 35,300 CARNIVAL A COM 143658300 2,481 76,300 SH SHARED 1 76,300 CARRAMERICA RLTY COM 144418100 859 30,900 SH SHARED 1 30,900 CATALINA MKTG COM 148867104 256 14,500 SH SHARED 1 14,500 CBL & ASSOCIATES COM 124830100 1,398 32,500 SH SHARED 1 32,500 CDN NATL RAILWAY COM 136375102 3,093 64,100 SH SHARED 1 64,100 CELADON GROUP COM 150838100 163 18,000 SH SHARED 1 18,000 CELL THERAPEUTIC COM 150934107 2,268 232,400 SH SHARED 1 232,400 CEMEX ADR ADR 151290889 317 14,200 SH SHARED 1 14,200 CENTEX COM 152312104 2,948 37,900 SH SHARED 1 37,900 CEPHALON COM 156708109 3,559 86,700 SH SHARED 1 86,700 CERTEGY COM 156880106 1,823 65,700 SH SHARED 1 65,700 CH ROBINSON WW COM 12541W100 3,587 101,200 SH SHARED 1 101,200 CHECK PT SFTWRE COM M22465104 388 19,900 SH SHARED 1 19,900 CHECKERS DRIVE COM 162809305 114 10,100 SH SHARED 1 10,100 CHELSEA PROPERTY COM 163421100 4,317 107,100 SH SHARED 1 107,100 CHESAPEAKE ENER COM 165167107 3,930 389,100 SH SHARED 1 389,100 CHESAPEAKE COM 165159104 326 14,900 SH SHARED 1 14,900 CHGO BRIDGE ADR COM 167250109 2,638 116,300 SH SHARED 1 116,300 CHINA MOBILE ADR ADR 16941M109 619 52,600 SH SHARED 1 52,600 CHINA UNICOM ADR ADR 16945R104 102 14,700 SH SHARED 1 14,700 CHOICE HOTELS COM 169905106 440 16,100 SH SHARED 1 16,100 CHRIS & BANKS COM 171046105 473 12,800 SH SHARED 1 12,800 CHUBB COM 171232101 12,084 201,400 SH SHARED 1 201,400 CHURCH & DWIGHT COM 171340102 687 21,000 SH SHARED 1 21,000 CIENA COM 171779101 1,443 279,200 SH SHARED 1 279,200 CIMAREX ENERGY COM 171798101 271 11,400 SH SHARED 1 11,400 CIRCUIT CITY STR COM 172737108 1,279 145,300 SH SHARED 1 145,300 CISCO SYSTEMS COM 17275R102 292 17,400 SH SHARED 1 17,400 CITIZENS COMMS B COM 17453B101 469 36,400 SH SHARED 1 36,400 CKE RESTAURANT COM 12561E105 91 16,300 SH SHARED 1 16,300 CLARCOR COM 179895107 1,257 32,600 SH SHARED 1 32,600 CLEARONE COMM COM 185060100 54 24,600 SH SHARED 1 24,600 CLOROX COM 189054109 989 23,200 SH SHARED 1 23,200 CNOOC LTD ADR ADR 126132109 220 7,400 SH SHARED 1 7,400 COCA COLA ENTER COM 191219104 2,646 145,800 SH SHARED 1 145,800 COCA COLA FEMSA ADR L ADR 191241108 241 11,200 SH SHARED 1 11,200 COGNEX COM 192422103 585 26,200 SH SHARED 1 26,200 COHU COM 192576106 395 25,300 SH SHARED 1 25,300 COLONIAL BCGROUP COM 195493309 193 13,900 SH SHARED 1 13,900 COMMERCE ONE COM 200693208 29 12,300 SH SHARED 1 12,300 COMMONWLTH TELE COM 203349105 1,037 23,600 SH SHARED 1 23,600 COMP DE BEBIDAS ADR ADR 20441W203 724 35,600 SH SHARED 1 35,600 COMPUCREDIT COM 20478N100 180 14,800 SH SHARED 1 14,800 COMPUTER SCIENCE COM 205363104 2,611 68,500 SH SHARED 1 68,500 COMSTOCK RSCS COM 205768203 617 45,100 SH SHARED 1 45,100 COMVERSE TECH COM 205862402 770 51,300 SH SHARED 1 51,300 CONCORD EFS COM 206197105 2,965 201,400 SH SHARED 1 201,400 CONNETICS COM 208192104 2,543 169,500 SH SHARED 1 169,500 CONOCOPHILLIPS COM 20825C104 247 4,500 SH SHARED 1 4,500 CONSOL EDISON COM 209115104 3,043 70,300 SH SHARED 1 70,300 CONSTELLATION A COM 21036P108 399 12,700 SH SHARED 1 12,700 CONTL AIRLINES B COM 210795308 3,018 201,600 SH SHARED 1 201,600 CONVERGYS COM 212485106 504 31,500 SH SHARED 1 31,500 COOPER CAMERON COM 216640102 1,486 29,500 SH SHARED 1 29,500 COOPER COS COM 216648402 10,441 300,300 SH SHARED 1 300,300 COPART COM 217204106 357 37,802 SH SHARED 1 37,802 CORINTHIAN COLL COM 218868107 4,872 100,841 SH SHARED 1 100,841 CORIXA COM 21887F100 2,063 266,600 SH SHARED 1 266,600 CORNING COM 219350105 440 59,500 SH SHARED 1 59,500 COUNTRYWIDE FNCL COM 222372104 3,305 47,500 SH SHARED 1 47,500 COVENTRY HEALTH COM 222862104 692 15,000 SH SHARED 1 15,000 COX RADIO A COM 224051102 453 19,600 SH SHARED 1 19,600 CROWN AMER REALTY COM 228186102 320 29,800 SH SHARED 1 29,800 CROWN CASTLE COM 228227104 2,939 378,200 SH SHARED 1 378,200 CSK AUTO COM 125965103 572 39,600 SH SHARED 1 39,600 CSX COM 126408103 481 16,000 SH SHARED 1 16,000 CT BANCSHARES COM 207540105 681 17,400 SH SHARED 1 17,400 CV THERAPEUTICS COM 126667104 6,087 204,400 SH SHARED 1 204,400 CYPRESS SEMI COM 232806109 779 64,900 SH SHARED 1 64,900 CYTEC INDS COM 232820100 1,589 47,000 SH SHARED 1 47,000 CYTYC COM 232946103 155 14,727 SH SHARED 1 14,727 D & K HEALTHCARE COM 232861104 194 12,000 SH SHARED 1 12,000 D R HORTON COM 23331A109 3,021 107,500 SH SHARED 1 107,500 DAIMLERCHRYSLER COM D1668R123 500 14,400 SH SHARED 1 14,400 DAKTRONICS COM 234264109 246 15,100 SH SHARED 1 15,100 DANA COM 235811106 585 50,600 SH SHARED 1 50,600 DANAHER COM 235851102 7,996 117,500 SH SHARED 1 117,500 DAVITA COM 23918K108 3,452 128,900 SH SHARED 1 128,900 DEAN FOODS CO COM 242370104 967 30,700 SH SHARED 1 30,700 DEERE & CO COM 244199105 6,590 144,200 SH SHARED 1 144,200 DEL MONTE FOODS COM 24522P103 364 41,200 SH SHARED 1 41,200 DELUXE COM 248019101 255 5,700 SH SHARED 1 5,700 DEPT 56 COM 249509100 173 11,300 SH SHARED 1 11,300 DEVELOPERS DIVER COM 251591103 782 27,500 SH SHARED 1 27,500 DEVON ENERGY COM 25179M103 2,777 52,000 SH SHARED 1 52,000 DEVRY COM 251893103 1,185 50,900 SH SHARED 1 50,900 DIAGNOSTIC PRODS COM 252450101 345 8,400 SH SHARED 1 8,400 DIAL COM 25247D101 1,509 77,600 SH SHARED 1 77,600 DIONEX COM 254546104 584 14,700 SH SHARED 1 14,700 DOLLAR GENERAL COM 256669102 1,324 72,500 SH SHARED 1 72,500 DOLLAR TREE COM 256747106 2,805 88,300 SH SHARED 1 88,300 DOMINION RSCS COM 25746U109 2,378 37,000 SH SHARED 1 37,000 DORAL FINL COM 25811P100 1,889 42,300 SH SHARED 1 42,300 DOUBLECLICK COM 258609304 10,591 1,145,000 SH SHARED 1 1,145,000 DOW JONES COM 260561105 1,919 44,600 SH SHARED 1 44,600 DRESS BARN COM 261570105 212 16,900 SH SHARED 1 16,900 DREXLER TECH COM 261876106 326 21,200 SH SHARED 1 21,200 DREYERS GRAND COM 261877104 347 4,416 SH SHARED 1 4,416 DU PONT COM 263534109 1,241 29,800 SH SHARED 1 29,800 DURA AUTO SYS COM 265903104 388 38,500 SH SHARED 1 38,500 DYCOM INDUSTRIES COM 267475101 504 30,900 SH SHARED 1 30,900 E LOAN COM 26861P107 484 87,300 SH SHARED 1 87,300 E TRADE GROUP COM 269246104 184 21,700 SH SHARED 1 21,700 EASTGROUP PROP COM 277276101 583 21,600 SH SHARED 1 21,600 EATON COM 278058102 1,439 18,300 SH SHARED 1 18,300 EDISON INTL COM 281020107 1,760 107,100 SH SHARED 1 107,100 EDO COM 281347104 494 27,900 SH SHARED 1 27,900 EDWARDS LIFESCI COM 28176E108 1,559 48,500 SH SHARED 1 48,500 EGL COM 268484102 854 56,200 SH SHARED 1 56,200 ELECTR DATA COM 285661104 12,113 564,700 SH SHARED 1 564,700 ELECTRONICS IMAG COM 286082102 4,280 211,900 SH SHARED 1 211,900 ELKCORP COM 287456107 236 10,500 SH SHARED 1 10,500 EMC COM 268648102 1,048 100,100 SH SHARED 1 100,100 EMCOR GROUP COM 29084Q100 360 7,300 SH SHARED 1 7,300 EMERSON RADIO COM 291087203 89 13,200 SH SHARED 1 13,200 EMULEX COM 292475209 1,621 71,200 SH SHARED 1 71,200 ENBRIDGE ENERGY COM 29250R106 374 7,800 SH SHARED 1 7,800 ENDESA ADR ADR 29258N107 274 16,800 SH SHARED 1 16,800 ENERGEN COM 29265N108 1,662 49,900 SH SHARED 1 49,900 ENERGIZER HLDGS COM 29266R108 4,010 127,700 SH SHARED 1 127,700 ENERGY EAST COM 29266M109 1,715 82,600 SH SHARED 1 82,600 ENG SUPPORT COM 292866100 3,536 84,800 SH SHARED 1 84,800 ENGELHARD COM 292845104 485 19,600 SH SHARED 1 19,600 ENSCO INTL COM 26874Q100 2,171 80,700 SH SHARED 1 80,700 ENTEGRIS COM 29362U104 347 25,700 SH SHARED 1 25,700 ENTERASYS NTWKS COM 293637104 50 16,600 SH SHARED 1 16,600 ENTERCOM COMM A COM 293639100 637 13,000 SH SHARED 1 13,000 ENTRP PROD PRTNR UN COM 293792107 687 30,500 SH SHARED 1 30,500 EPIQ SYSTEMS COM 26882D109 407 23,700 SH SHARED 1 23,700 EQUITABLE RSCS COM 294549100 872 21,400 SH SHARED 1 21,400 ESPERION THERA COM 29664R106 282 14,500 SH SHARED 1 14,500 ESTERLINE COM 297425100 200 11,500 SH SHARED 1 11,500 ETABLIS DELHAIZE ADR ADR 29759W101 297 9,700 SH SHARED 1 9,700 EXAR COM 300645108 769 49,300 SH SHARED 1 49,300 EXELIXIS COM 30161Q104 240 34,800 SH SHARED 1 34,800 EXELON COM 30161N101 6,747 112,800 SH SHARED 1 112,800 EXPEDIA COM 302125109 3,502 46,000 SH SHARED 1 46,000 EXPRESSJET HLDGS A COM 30218U108 187 12,400 SH SHARED 1 12,400 EXXON MOBIL COM 30231G102 887 24,700 SH SHARED 1 24,700 FARGO ELECTRNCS COM 30744P102 161 16,800 SH SHARED 1 16,800 FED DEPT STRS COM 31410H101 3,401 92,300 SH SHARED 1 92,300 FEDERAL REALTY COM 313747206 893 27,900 SH SHARED 1 27,900 FEI COMPANY COM 30241L109 4,049 215,700 SH SHARED 1 215,700 FERRELLGAS PART UN COM 315293100 803 35,400 SH SHARED 1 35,400 FIDELITY COM 31620P109 282 10,800 SH SHARED 1 10,800 FIRST VIRGINIA COM 337477103 1,475 34,200 SH SHARED 1 34,200 FIRSTENERGY COM 337932107 6,883 179,000 SH SHARED 1 179,000 FIRSTFED FIN COM 337907109 215 6,100 SH SHARED 1 6,100 FISHER SCIENT COM 338032204 2,255 64,600 SH SHARED 1 64,600 FLEETBOSTON FINL COM 339030108 11,617 391,000 SH SHARED 1 391,000 FLIR SYSTEMS COM 302445101 6,759 224,482 SH SHARED 1 224,482 FMC COM 302491303 204 9,000 SH SHARED 1 9,000 FMC TECHNOLOGIES COM 30249U101 853 40,500 SH SHARED 1 40,500 FOREST OIL COM 346091705 691 27,500 SH SHARED 1 27,500 FORTUNE BRANDS COM 349631101 1,785 34,200 SH SHARED 1 34,200 FOUNDRY NETWRKS COM 35063R100 386 27,079 SH SHARED 1 27,079 FOX ENTNMT GROUP A COM 35138T107 1,312 45,600 SH SHARED 1 45,600 FRANKLIN RSC COM 354613101 5,603 143,400 SH SHARED 1 143,400 FREDDIE MAC COM 313400301 2,447 48,200 SH SHARED 1 48,200 FREEMARKETS COM 356602102 97 13,900 SH SHARED 1 13,900 FRIED BILL RAMS A COM 358434108 335 25,010 SH SHARED 1 25,010 GABELLI ASSET A COM 36239Y102 390 10,800 SH SHARED 1 10,800 GABLES RESIDENT COM 362418105 1,484 49,100 SH SHARED 1 49,100 GALLAHER GROUP ADR ADR 363595109 214 5,400 SH SHARED 1 5,400 GAMESTOP CORP A COM 36466R101 339 26,200 SH SHARED 1 26,200 GARMIN COM G37260109 958 24,000 SH SHARED 1 24,000 GARTNER GROUP A COM 366651107 274 36,100 SH SHARED 1 36,100 GAYLORD ENTMT COM 367905106 348 17,800 SH SHARED 1 17,800 GEN PROBE COM 36866T103 438 10,700 SH SHARED 1 10,700 GENCORP COM 368682100 230 25,900 SH SHARED 1 25,900 GENERAL MARITIME COM Y2692M103 284 28,000 SH SHARED 1 28,000 GENERAL MOTORS COM 370442105 12,046 334,600 SH SHARED 1 334,600 GENESCO COM 371532102 4,436 250,600 SH SHARED 1 250,600 GENESIS MICRO COM 37184C103 2,791 206,100 SH SHARED 1 206,100 GENTIVA HEALTH WI COM 37247A102 274 30,300 SH SHARED 1 30,300 GETTY IMAGES COM 374276103 3,391 82,100 SH SHARED 1 82,100 GLAXOSMITHKLINE ADR ADR 37733W105 1,496 36,900 SH SHARED 1 36,900 GLOBAL PAYMENTS COM 37940X102 1,370 38,600 SH SHARED 1 38,600 GLOBAL POWER EQP COM 37941P108 132 28,400 SH SHARED 1 28,400 GM HUGHES ELECT TRK H COM 370442832 160 12,500 SH SHARED 1 12,500 GOLD FIELDS ADR ADR 38059T106 840 69,000 SH SHARED 1 69,000 GOLDEN WEST FIN COM 381317106 2,344 29,300 SH SHARED 1 29,300 GOODYEAR TIRE COM 382550101 299 57,000 SH SHARED 1 57,000 GRACO COM 384109104 1,203 37,600 SH SHARED 1 37,600 GRAFTECH INTRNTL COM 384313102 55 10,100 SH SHARED 1 10,100 GRANT PRIDECO COM 38821G101 385 32,800 SH SHARED 1 32,800 GREENPOINT FIN COM 395384100 3,861 75,800 SH SHARED 1 75,800 GRIFFON COM 398433102 173 10,800 SH SHARED 1 10,800 GROUP 1 SOFTWARE COM 39943Y103 549 29,500 SH SHARED 1 29,500 GTECH HLDGS COM 400518106 7,101 188,600 SH SHARED 1 188,600 GUIDANT COM 401698105 3,227 72,700 SH SHARED 1 72,700 GUILFORD PHARM COM 401829106 688 154,300 SH SHARED 1 154,300 GUITAR CENTER COM 402040109 5,636 193,800 SH SHARED 1 193,800 GULFTERRA ENERGY COM 40274U108 4,250 113,200 SH SHARED 1 113,200 HAIN CELESTIAL COM 405217100 604 37,800 SH SHARED 1 37,800 HALLIBURTON COM 406216101 12,045 523,700 SH SHARED 1 523,700 HANDSPRING COM 410293104 47 41,900 SH SHARED 1 41,900 HARLAND COM 412693103 377 14,400 SH SHARED 1 14,400 HARMONIC COM 413160102 102 25,100 SH SHARED 1 25,100 HARMONY GOLD MNG ADR 413216300 535 39,700 SH SHARED 1 39,700 HARRAHS ENTER COM 413619107 2,117 52,600 SH SHARED 1 52,600 HARRIS COM 413875105 463 15,400 SH SHARED 1 15,400 HARTE HANKS COM 416196103 847 44,600 SH SHARED 1 44,600 HARTFORD FINL COM 416515104 5,892 117,000 SH SHARED 1 117,000 HEALTH NET COM 42222G108 2,662 80,800 SH SHARED 1 80,800 HEALTHCARE REAL COM 421946104 487 16,700 SH SHARED 1 16,700 HEARST ARGYLE TV COM 422317107 308 11,900 SH SHARED 1 11,900 HECLA MINING COM 422704106 83 19,600 SH SHARED 1 19,600 HELMERICH PAYNE COM 423452101 1,732 59,300 SH SHARED 1 59,300 HENRY SCHEIN COM 806407102 1,717 32,700 SH SHARED 1 32,700 HERCULES COM 427056106 137 13,800 SH SHARED 1 13,800 HEWLETT PACKARD COM 428236103 1,110 52,100 SH SHARED 1 52,100 HIBERNIA COM 428656102 449 24,700 SH SHARED 1 24,700 HILB ROGAL COM 431294107 422 12,400 SH SHARED 1 12,400 HILLENBRAND COM 431573104 283 5,600 SH SHARED 1 5,600 HJ HEINZ COM 423074103 646 19,600 SH SHARED 1 19,600 HOME DEPOT COM 437076102 10,350 312,500 SH SHARED 1 312,500 HOME PROP NY COM 437306103 310 8,800 SH SHARED 1 8,800 HON INDUSTRIES COM 438092108 217 7,100 SH SHARED 1 7,100 HONEYWELL INTL COM 438516106 1,275 47,500 SH SHARED 1 47,500 HORMEL FOODS COM 440452100 325 13,700 SH SHARED 1 13,700 HOUSTON EXPL COM 442120101 684 19,700 SH SHARED 1 19,700 HOVNANIAN ENTERP A COM 442487203 2,617 44,400 SH SHARED 1 44,400 HRPT PROPERTIES COM 40426W101 2,743 298,100 SH SHARED 1 298,100 HUDSON UNITD BNC COM 444165104 222 6,500 SH SHARED 1 6,500 HUGHES SUPPLY COM 444482103 597 17,200 SH SHARED 1 17,200 HUMAN GENOME COM 444903108 663 52,400 SH SHARED 1 52,400 HYPERION SOLUT COM 44914M104 202 6,000 SH SHARED 1 6,000 ICOS COM 449295104 11,120 301,600 SH SHARED 1 301,600 IDEC PHARMS COM 449370105 1,172 34,500 SH SHARED 1 34,500 IDEXX LABS COM 45168D104 557 16,700 SH SHARED 1 16,700 IDT CORP COM 448947101 353 19,700 SH SHARED 1 19,700 IGEN INTL COM 449536101 288 9,200 SH SHARED 1 9,200 IMC GLOBAL COM 449669100 4,350 648,300 SH SHARED 1 648,300 IMPAC MORTGAGE COM 45254P102 184 11,000 SH SHARED 1 11,000 INGRAM MICRO A COM 457153104 199 18,100 SH SHARED 1 18,100 INKEEPERS USA COM 4576J0104 246 36,200 SH SHARED 1 36,200 INTEGRATED DVC COM 458118106 593 53,800 SH SHARED 1 53,800 INTEL COM 458140100 11,970 575,200 SH SHARED 1 575,200 INTERACTIVECORP COM 45840Q101 1,133 28,800 SH SHARED 1 28,800 INTERDIGIT COMM COM 45866A105 1,408 60,200 SH SHARED 1 60,200 INTERGRAPH COM 458683109 679 32,100 SH SHARED 1 32,100 INTERMUNE COM 45884X103 266 16,400 SH SHARED 1 16,400 INTERNET CAP COM 46059C106 32 65,700 SH SHARED 1 65,700 INTERNET GOLD COM M56595107 59 13,000 SH SHARED 1 13,000 INTERNET SECURITY SYSTEMS COM 46060X107 1,198 84,000 SH SHARED 1 84,000 INTERSTATE BAKER COM 46072H108 828 65,200 SH SHARED 1 65,200 INTL BANCSHARES COM 459044103 277 7,800 SH SHARED 1 7,800 INTL FLAVORS COM 459506101 338 10,600 SH SHARED 1 10,600 INTL RECTIFIER COM 460254105 544 20,300 SH SHARED 1 20,300 ISTAR FINANCIAL COM 45031U101 2,464 67,500 SH SHARED 1 67,500 ITT INDS COM 450911102 2,271 34,700 SH SHARED 1 34,700 IVAX COM 465823102 305 17,100 SH SHARED 1 17,100 JABIL CIRCUIT COM 466313103 1,834 83,000 SH SHARED 1 83,000 JACOBS ENG COM 469814107 923 21,900 SH SHARED 1 21,900 JACUZZI BRANDS COM 469865109 86 16,300 SH SHARED 1 16,300 JAKKS PACIFIC COM 47012E106 3,673 276,800 SH SHARED 1 276,800 JANUS CAPITAL COM 47102X105 2,076 126,600 SH SHARED 1 126,600 JARDEN COM 471109108 302 10,900 SH SHARED 1 10,900 JD EDWARDS COM 281667105 2,142 149,700 SH SHARED 1 149,700 JDA SOFTWARE COM 46612K108 211 19,000 SH SHARED 1 19,000 JM SMUCKER COM 832696405 2,393 60,000 SH SHARED 1 60,000 JOHN WILEY SONS A COM 968223206 262 10,000 SH SHARED 1 10,000 JOHNSON CONTROLS COM 478366107 437 5,100 SH SHARED 1 5,100 JOHNSON&JOHNSON COM 478160104 6,959 134,600 SH SHARED 1 134,600 JONES APPAREL COM 480074103 1,475 50,400 SH SHARED 1 50,400 JOURNAL REGISTER COM 481138105 313 17,300 SH SHARED 1 17,300 JP MORGAN CHASE COM 46625H100 5,264 154,000 SH SHARED 1 154,000 KADANT COM 48282T104 306 16,300 SH SHARED 1 16,300 KANA SOFTWARE COM 483600300 33 10,800 SH SHARED 1 10,800 KAYDON COM 486587108 2,531 121,700 SH SHARED 1 121,700 KB HOME COM 48666K109 4,704 75,900 SH SHARED 1 75,900 KEANE COM 486665102 3,901 286,200 SH SHARED 1 286,200 KENNETH COLE A COM 193294105 405 20,800 SH SHARED 1 20,800 KENSEY NASH COM 490057106 277 10,800 SH SHARED 1 10,800 KEYSPAN COM 49337W100 2,591 73,100 SH SHARED 1 73,100 KIMBERLY CLARK COM 494368103 8,864 170,000 SH SHARED 1 170,000 KIMCO REALTY COM 49446R109 5,882 155,200 SH SHARED 1 155,200 KINDER MORG MGMT COM 49455U100 345 9,200 SH SHARED 1 9,200 KINDER MORGAN UN COM 494550106 3,592 90,900 SH SHARED 1 90,900 KING PHARM COM 495582108 1,485 100,600 SH SHARED 1 100,600 KLA TENCOR COM 482480100 1,301 28,000 SH SHARED 1 28,000 KNIGHTSBR TANK COM G5299G106 165 17,400 SH SHARED 1 17,400 KOGER EQUITY COM 500228101 264 15,300 SH SHARED 1 15,300 KOHLS COM 500255104 1,521 29,600 SH SHARED 1 29,600 KOOKMIN BANK ADR ADR 50049M109 460 15,200 SH SHARED 1 15,200 KOPIN COM 500600101 159 25,900 SH SHARED 1 25,900 KOREA ELEC PWR ADR ADR 500631106 92 10,300 SH SHARED 1 10,300 KRISPY KREME COM 501014104 3,126 75,900 SH SHARED 1 75,900 KROLL COM 501049100 958 35,500 SH SHARED 1 35,500 KV PHARM A COM 482740206 1,701 61,200 SH SHARED 1 61,200 LABRANCHE COM 505447102 325 15,700 SH SHARED 1 15,700 LAFARGE N AMER COM 505862102 300 9,700 SH SHARED 1 9,700 LAMAR ADVERTSNG A COM 512815101 9,901 278,900 SH SHARED 1 278,900 LANDAMER FINL GP COM 514936103 846 17,800 SH SHARED 1 17,800 LANDRYS REST COM 51508L103 1,621 68,700 SH SHARED 1 68,700 LANDSTAR SYS COM 515098101 3,172 50,700 SH SHARED 1 50,700 LASALLE HOTEL COM 517942108 222 15,000 SH SHARED 1 15,000 LATTICE COM 518415104 8,481 1,023,100 SH SHARED 1 1,023,100 LAWSON SOFTWARE COM 520780107 201 26,000 SH SHARED 1 26,000 LEHMAN BROS HLDG COM 524908100 9,653 145,200 SH SHARED 1 145,200 LENDINGTREE COM 52602Q105 878 36,200 SH SHARED 1 36,200 LEXMARK INTL A COM 529771107 602 8,500 SH SHARED 1 8,500 LIBERTY PROP COM 531172104 1,156 33,400 SH SHARED 1 33,400 LIMITED BRANDS COM 532716107 1,336 86,200 SH SHARED 1 86,200 LINCARE HLDS COM 532791100 3,221 101,900 SH SHARED 1 101,900 LITHIA MOTORS A COM 536797103 179 11,100 SH SHARED 1 11,100 LIZ CLAIRBORNE COM 539320101 1,978 56,100 SH SHARED 1 56,100 LNR PROPERTY COM 501940100 898 24,000 SH SHARED 1 24,000 LOCKHEED MARTIN COM 539830109 4,885 102,700 SH SHARED 1 102,700 LOEWS COM 540424108 1,272 26,900 SH SHARED 1 26,900 LORAL SPACE COM G56462198 31 10,000 SH SHARED 1 10,000 LOUISIANA PAC COM 546347105 177 16,300 SH SHARED 1 16,300 LSI LOGIC COM 502161102 2,411 340,500 SH SHARED 1 340,500 LUBRIZOL COM 549271104 1,144 36,900 SH SHARED 1 36,900 LUMENIS COM M6778Q105 119 70,400 SH SHARED 1 70,400 LUXOTTICA ADR ADR 55068R202 207 14,900 SH SHARED 1 14,900 M I SCHOTTENSTE COM 55305B101 862 20,200 SH SHARED 1 20,200 MACDERMID COM 554273102 331 12,600 SH SHARED 1 12,600 MACERICH COM 554382101 2,853 81,200 SH SHARED 1 81,200 MAGMA DESIGN COM 559181102 528 30,800 SH SHARED 1 30,800 MAGNA INTERNATIONAL INC COM 559222401 1,722 25,600 SH SHARED 1 25,600 MANPOWER COM 56418H100 2,029 54,700 SH SHARED 1 54,700 MARATHON OIL COM 565849106 9,855 374,000 SH SHARED 1 374,000 MARRIOTT INTL A COM 571903202 603 15,700 SH SHARED 1 15,700 MARSHAL & ILSLEY COM 571834100 2,269 74,200 SH SHARED 1 74,200 MARVELL TECHNLGY COM G5876H105 5,582 162,500 SH SHARED 1 162,500 MASSEY ENERGY COM 576206106 3,199 243,300 SH SHARED 1 243,300 MATTEL COM 577081102 1,139 60,200 SH SHARED 1 60,200 MAVERICK TUBE COM 577914104 833 43,500 SH SHARED 1 43,500 MBNA COM 55262L100 4,335 208,000 SH SHARED 1 208,000 MCCLATCHY A COM 579489105 254 4,400 SH SHARED 1 4,400 MCCORMICK COM 579780206 1,129 41,500 SH SHARED 1 41,500 MCDATA A COM 580031201 3,677 251,000 SH SHARED 1 251,000 MCDONALDS COM 580135101 1,855 84,100 SH SHARED 1 84,100 MDC HOLDINGS COM 552676108 922 19,100 SH SHARED 1 19,100 MDU RES GROUP COM 552690109 1,259 37,600 SH SHARED 1 37,600 MEDIA GENERAL A COM 584404107 1,098 19,200 SH SHARED 1 19,200 MEDICAL ACTION COM 58449L100 237 14,600 SH SHARED 1 14,600 MELLON FINANCIAL COM 58551A108 5,841 210,500 SH SHARED 1 210,500 MEMC ELECTRONIC COM 552715104 128 13,100 SH SHARED 1 13,100 MENS WAREHOUSE COM 587118100 229 10,500 SH SHARED 1 10,500 MENTOR GRAPHICS COM 587200106 366 25,200 SH SHARED 1 25,200 MERCK & CO COM 589331107 2,301 38,000 SH SHARED 1 38,000 MERCURY COMPUTER COM 589378108 346 19,000 SH SHARED 1 19,000 MERCURY GENERAL COM 589400100 799 17,500 SH SHARED 1 17,500 MEREDITH COM 589433101 2,521 57,300 SH SHARED 1 57,300 MERISTAR HOSPITL COM 58984Y103 296 57,600 SH SHARED 1 57,600 MERRILL LYNCH COM 590188108 10,858 232,600 SH SHARED 1 232,600 MESA AIR GROUP COM 590479101 1,310 164,600 SH SHARED 1 164,600 METHANEX COM 59151K108 232 21,730 SH SHARED 1 21,730 METLIFE COM 59156R108 3,401 120,100 SH SHARED 1 120,100 METRO ONE TELEC COM 59163F105 74 14,400 SH SHARED 1 14,400 METTLER TOLEDO COM 592688105 799 21,800 SH SHARED 1 21,800 MFA MTG INVTS COM 55272X102 118 11,800 SH SHARED 1 11,800 MGM MIRAGE COM 552953101 687 20,100 SH SHARED 1 20,100 MICHAELS STORES COM 594087108 2,314 60,800 SH SHARED 1 60,800 MICREL SEMICOND COM 594793101 1,247 119,900 SH SHARED 1 119,900 MICROCHIP TECH COM 595017104 455 18,400 SH SHARED 1 18,400 MICROSOFT COM 594918104 4,810 187,600 SH SHARED 1 187,600 MICROSTRATEGY COM 594972408 1,033 28,200 SH SHARED 1 28,200 MID ATLANTIC MED COM 59523C107 1,187 22,700 SH SHARED 1 22,700 MIM COM 553044108 72 11,100 SH SHARED 1 11,100 MOBILE MINI COM 60740F105 181 11,100 SH SHARED 1 11,100 MODINE COM 607828100 222 11,700 SH SHARED 1 11,700 MONSANTO COM 61166W101 294 13,600 SH SHARED 1 13,600 MONTPELIER RE COM G62185106 2,951 93,400 SH SHARED 1 93,400 MOODYS COM 615369105 527 10,000 SH SHARED 1 10,000 MOORE WALLACE COM 615857109 232 15,800 SH SHARED 1 15,800 MSC INDUSTRIAL A COM 553530106 464 25,900 SH SHARED 1 25,900 MULTIMEDIA GAME COM 625453105 696 27,400 SH SHARED 1 27,400 MURPHY OIL COM 626717102 1,357 25,800 SH SHARED 1 25,800 MYLAN LABORATORIES INC COM 628530107 414 11,900 SH SHARED 1 11,900 MYRIAD GENETICS COM 62855J104 322 23,700 SH SHARED 1 23,700 NABORS COM G6359F103 2,293 58,000 SH SHARED 1 58,000 NASDAQ 100 TRUST ETF UNIT SER 1 631100104 925 30,900 SH SHARED 1 30,900 NASH FINCH CO COM 631158102 363 21,800 SH SHARED 1 21,800 NATIONAL CITY COM 635405103 12,050 368,400 SH SHARED 1 368,400 NATL AUSTRALIA ADR ADR 632525408 326 2,900 SH SHARED 1 2,900 NATL COMMERCE COM 63545P104 2,212 99,700 SH SHARED 1 99,700 NATL FUEL GAS COM 636180101 1,691 64,900 SH SHARED 1 64,900 NATL HEALTH INV COM 63633D104 337 18,300 SH SHARED 1 18,300 NATL OILWELL COM 637071101 2,242 101,900 SH SHARED 1 101,900 NATL SEMICONDUCT COM 637640103 1,414 71,700 SH SHARED 1 71,700 NATWIDE FINL A COM 638612101 959 29,500 SH SHARED 1 29,500 NAUTILUS GROUP COM 63910B102 919 74,100 SH SHARED 1 74,100 NEKTAR THERAP COM 640268108 2,371 258,566 SH SHARED 1 258,566 NETBANK COM 640933107 153 11,700 SH SHARED 1 11,700 NETEASE COM ADR ADR 64110W102 520 14,262 SH SHARED 1 14,262 NETEGRITY COM 64110P107 110 18,300 SH SHARED 1 18,300 NETIQ COM 64115P102 338 21,800 SH SHARED 1 21,800 NETWK APPLIANCE COM 64120L104 243 15,140 SH SHARED 1 15,140 NETWORK ASSOC COM 640938106 690 54,400 SH SHARED 1 54,400 NEW CENTRY FINL COM 64352D101 1,703 39,200 SH SHARED 1 39,200 NEWFIELD EXPLOR COM 651290108 1,885 50,200 SH SHARED 1 50,200 NEXTEL COMMS A COM 65332V103 7,102 393,031 SH SHARED 1 393,031 NISOURCE COM 65473P105 602 31,700 SH SHARED 1 31,700 NISSAN MOTOR ADR ADR 654744408 254 13,500 SH SHARED 1 13,500 NORFOLK SOUTHERN COM 655844108 2,241 116,700 SH SHARED 1 116,700 NORTEL NETWORKS COM 656568102 2,207 817,500 SH SHARED 1 817,500 NORTH BORDER UN COM 664785102 209 5,000 SH SHARED 1 5,000 NORTH FORK BANC COM 659424105 8,454 248,200 SH SHARED 1 248,200 NORTHROP GRUMMAN COM 666807102 8,845 102,500 SH SHARED 1 102,500 NORTHWESTERN COM 668074107 42 21,200 SH SHARED 1 21,200 NOVELL COM 670006105 615 197,600 SH SHARED 1 197,600 NPS PHARMACEUT COM 62936P103 2,135 87,700 SH SHARED 1 87,700 NVIDIA COM 67066G104 300 13,100 SH SHARED 1 13,100 OAK TECH COM 671802106 150 24,200 SH SHARED 1 24,200 OCCIDENTAL COM 674599105 10,390 309,700 SH SHARED 1 309,700 OCEANEERING INTL COM 675232102 547 21,400 SH SHARED 1 21,400 OCEANFIRST FINL COM 675234108 261 10,400 SH SHARED 1 10,400 ODYSSEY HLTHCR COM 67611V101 255 6,900 SH SHARED 1 6,900 OGE ENERGY COM 670837103 2,135 99,900 SH SHARED 1 99,900 OIL STATES INTL COM 678026105 259 21,400 SH SHARED 1 21,400 OLD DOMINION COM 679580100 248 11,600 SH SHARED 1 11,600 OLD REPUBLIC COM 680223104 2,371 69,200 SH SHARED 1 69,200 OM GROUP COM 670872100 455 30,900 SH SHARED 1 30,900 OMI COM Y6476W104 274 44,500 SH SHARED 1 44,500 OMNICARE COM 681904108 11,935 353,200 SH SHARED 1 353,200 OMNICOM COM 681919106 5,456 76,100 SH SHARED 1 76,100 ON ASSIGNMENT INC COM 682159108 84 20,700 SH SHARED 1 20,700 OPENWAVE SYSTEMS COM 683718100 178 89,200 SH SHARED 1 89,200 ORACLE COM 68389X105 7,009 583,600 SH SHARED 1 583,600 ORASURE TECH COM 68554V108 134 17,600 SH SHARED 1 17,600 ORTHODONTIC CNTR COM 68750P103 406 50,700 SH SHARED 1 50,700 OSHKOSH TRUCK B COM 688239201 1,685 28,400 SH SHARED 1 28,400 OVERTURE SVCS COM 69039R100 540 29,800 SH SHARED 1 29,800 PAC SUNWEAR CA COM 694873100 1,358 56,400 SH SHARED 1 56,400 PALL COM 696429307 2,243 99,700 SH SHARED 1 99,700 PAN AMER SILVER COM 697900108 104 14,800 SH SHARED 1 14,800 PARAMETRIC TECH COM 699173100 177 58,600 SH SHARED 1 58,600 PARK PLACE ENTER COM 700690100 1,283 141,100 SH SHARED 1 141,100 PARTNERRE COM G6852T105 4,605 90,100 SH SHARED 1 90,100 PATHMARK STORES COM 70322A101 89 12,100 SH SHARED 1 12,100 PATTERSON UTI COM 703481101 1,780 55,000 SH SHARED 1 55,000 PEC SOLUTIONS COM 705107100 536 33,400 SH SHARED 1 33,400 PENN NATL GAMING COM 707569109 700 34,100 SH SHARED 1 34,100 PENN VIRGINIA COM 707882106 1,299 30,200 SH SHARED 1 30,200 PENTAIR COM 709631105 3,523 90,200 SH SHARED 1 90,200 PEPSI BOTTLING COM 713409100 348 17,400 SH SHARED 1 17,400 PEPSICO COM 713448108 1,620 36,400 SH SHARED 1 36,400 PERKINELMER COM 714046109 167 12,100 SH SHARED 1 12,100 PETROCHINA ADR ADR 71646E100 1,966 65,100 SH SHARED 1 65,100 PETROLEO BRASIL ADR ADR 71654V408 1,648 83,400 SH SHARED 1 83,400 PETROLEO BRASIL ADR A ADR 71654V101 181 10,200 SH SHARED 1 10,200 PETROQUEST ENRGY COM 716748108 43 18,300 SH SHARED 1 18,300 PETSMART COM 716768106 919 55,000 SH SHARED 1 55,000 PFIZER COM 717081103 5,208 152,500 SH SHARED 1 152,500 PG&E COM 69331C108 324 15,300 SH SHARED 1 15,300 PHI LONG DIS TEL ADR ADR 718252604 144 13,400 SH SHARED 1 13,400 PHOTRONICS COM 719405102 583 33,900 SH SHARED 1 33,900 PITNEY BOWES COM 724479100 234 6,100 SH SHARED 1 6,100 PIXAR COM 725811103 600 9,900 SH SHARED 1 9,900 PIXELWORKS COM 72581M107 79 13,300 SH SHARED 1 13,300 PKG CORP AMER COM 695156109 507 27,500 SH SHARED 1 27,500 PLACER DOME COM 725906101 1,721 140,300 SH SHARED 1 140,300 PLANTRONICS COM 727493108 468 21,600 SH SHARED 1 21,600 PNM RESOURCES COM 69349H107 457 17,100 SH SHARED 1 17,100 POLYCOM COM 73172K104 294 21,200 SH SHARED 1 21,200 POLYONE COM 73179P106 46 10,400 SH SHARED 1 10,400 POMEROY IT COM 731822102 198 17,900 SH SHARED 1 17,900 POPULAR COM 733174106 4,120 106,900 SH SHARED 1 106,900 POSCO ADR ADR 693483109 880 33,600 SH SHARED 1 33,600 POSSIS MEDICAL COM 737407106 354 26,077 SH SHARED 1 26,077 PPG INDUSTRIES COM 693506107 497 9,800 SH SHARED 1 9,800 PRAXAIR COM 74005P104 391 6,500 SH SHARED 1 6,500 PRE PAID LEGAL COM 740065107 603 24,600 SH SHARED 1 24,600 PRG-SCHULTZ INT COM 69357C107 512 86,600 SH SHARED 1 86,600 PRICE COMMS COM 741437305 199 15,400 SH SHARED 1 15,400 PRIDE INTL COM 74153Q102 1,088 57,800 SH SHARED 1 57,800 PRIME MED SVCS COM 74156D108 106 22,600 SH SHARED 1 22,600 PRINCIPAL FINL COM 74251V102 3,544 109,900 SH SHARED 1 109,900 PROGRESSIVE COM 743315103 1,528 20,900 SH SHARED 1 20,900 PROTEIN DESIGN COM 74369L103 479 33,700 SH SHARED 1 33,700 PROVINCE HLTHCAR COM 743977100 380 34,300 SH SHARED 1 34,300 PROXIM A COM 744283102 41 28,600 SH SHARED 1 28,600 PS BUSINESS PARK COM 69360J107 1,175 33,300 SH SHARED 1 33,300 PUBLIC STORAGE COM 74460D109 2,046 60,400 SH SHARED 1 60,400 PUGET ENERGY COM 745310102 291 12,200 SH SHARED 1 12,200 PULTE HOMES COM 745867101 4,174 67,700 SH SHARED 1 67,700 QLOGIC COM 747277101 1,611 33,400 SH SHARED 1 33,400 QLT COM 746927102 337 26,500 SH SHARED 1 26,500 QUANEX COM 747620102 782 26,300 SH SHARED 1 26,300 QUANTA SERVICES COM 74762E102 161 22,700 SH SHARED 1 22,700 QUESTAR COM 748356102 1,463 43,700 SH SHARED 1 43,700 RADIAN GROUP COM 750236101 268 7,300 SH SHARED 1 7,300 RADIOSHACK COM 750438103 221 8,400 SH SHARED 1 8,400 RAMBUS COM 750917106 1,003 60,700 SH SHARED 1 60,700 RAMCO GERSHENSN COM 751452202 275 11,800 SH SHARED 1 11,800 RANDGOLD RSCS ADR ADR 752344309 301 17,700 SH SHARED 1 17,700 RARE HOSPITAL COM 753820109 1,578 48,600 SH SHARED 1 48,600 READERS DIGEST A COM 755267101 367 27,200 SH SHARED 1 27,200 REALNETWORKS COM 75605L104 4,253 629,200 SH SHARED 1 629,200 RECKSON ASSOC COM 75621K106 209 10,000 SH SHARED 1 10,000 RED HAT COM 756577102 2,901 384,800 SH SHARED 1 384,800 REEBOK INTL COM 758110100 1,076 32,000 SH SHARED 1 32,000 REGAL ENTRTNMNT A COM 758766109 611 25,900 SH SHARED 1 25,900 REGENCY CENTER COM 758849103 12,281 351,100 SH SHARED 1 351,100 REGIONS FINAN COM 758940100 395 11,700 SH SHARED 1 11,700 REGIS COM 758932107 1,580 54,400 SH SHARED 1 54,400 RELIANT RESOURCE COM 75952B105 5,716 932,500 SH SHARED 1 932,500 REMINGTON OIL NON VTG COM 759594302 496 27,000 SH SHARED 1 27,000 RENAISSANCE RE COM G7496G103 2,030 44,600 SH SHARED 1 44,600 RENAL CARE GP COM 759930100 1,225 34,800 SH SHARED 1 34,800 RENT A CENTER COM 76009N100 1,099 14,500 SH SHARED 1 14,500 REPUBLIC BANCORP COM 760282103 163 12,200 SH SHARED 1 12,200 REPUBLIC SVCS A COM 760759100 354 15,600 SH SHARED 1 15,600 RF MICRO DEVICES COM 749941100 11,817 2,002,800 SH SHARED 1 2,002,800 RIBAPHARM COM 762537108 75 11,700 SH SHARED 1 11,700 ROCKWELL COLLINS COM 774341101 219 8,900 SH SHARED 1 8,900 ROLLINS COM 775711104 215 11,400 SH SHARED 1 11,400 ROSS STORES COM 778296103 1,254 29,200 SH SHARED 1 29,200 ROYAL DUTCH ADR ADR 780257804 4,401 94,400 SH SHARED 1 94,400 RPM COM 749685103 2,504 182,100 SH SHARED 1 182,100 RUSSELL COM 782352108 714 37,600 SH SHARED 1 37,600 RYDER SYSTEM COM 783549108 2,841 110,900 SH SHARED 1 110,900 RYLAND GROUP COM 783764103 2,075 29,900 SH SHARED 1 29,900 S&P DEPOS RECPTS UN ADR 78462F103 3,173 32,500 SH SHARED 1 32,500 SABRE HOLDINGS A COM 785905100 675 27,400 SH SHARED 1 27,400 SAFECO COM 786429100 6,418 181,854 SH SHARED 1 181,854 SAFENET COM 78645R107 350 12,600 SH SHARED 1 12,600 SAFEWAY COM 786514208 3,578 174,900 SH SHARED 1 174,900 SALTON COM 795757103 231 25,600 SH SHARED 1 25,600 SANDDISK COM 80004C101 536 13,200 SH SHARED 1 13,200 SANGSTAT MED COM 801003104 212 16,200 SH SHARED 1 16,200 SAP ADR ADR 803054204 1,443 49,400 SH SHARED 1 49,400 SCHERING AKTIEN ADR ADR 806585204 223 4,600 SH SHARED 1 4,600 SCHLUMBERGER COM 806857108 9,314 195,800 SH SHARED 1 195,800 SCHWEITZER MAUD COM 808541106 374 15,500 SH SHARED 1 15,500 SCOTTISH PWR ADR ADR 81013T705 656 27,000 SH SHARED 1 27,000 SEACHANGE INTL COM 811699107 162 17,000 SH SHARED 1 17,000 SEALED AIR COM 81211K100 12,144 254,800 SH SHARED 1 254,800 SEARS ROEBUCK COM 812387108 1,907 56,700 SH SHARED 1 56,700 SEEBEYOND TECH COM 815704101 28 12,300 SH SHARED 1 12,300 SEI INVEST COM 784117103 224 7,000 SH SHARED 1 7,000 SEMTECH COM 816850101 1,017 71,353 SH SHARED 1 71,353 SENSIENT TECH COM 81725T100 228 9,900 SH SHARED 1 9,900 SEPRACOR COM 817315104 729 40,680 SH SHARED 1 40,680 SHERWIN WILLIAMS COM 824348106 2,282 84,900 SH SHARED 1 84,900 SHIRE PHARM GRP ADR ADR 82481R106 668 33,800 SH SHARED 1 33,800 SHURGARD STORAGE A COM 82567D104 347 10,500 SH SHARED 1 10,500 SICOR COM 825846108 1,210 59,500 SH SHARED 1 59,500 SIEMENS ADR ADR 826197501 567 11,600 SH SHARED 1 11,600 SILICON LABS COM 826919102 610 22,900 SH SHARED 1 22,900 SINCLAIR BRDCST A COM 829226109 1,204 103,600 SH SHARED 1 103,600 SINGING MACHINE COM 829322304 40 12,000 SH SHARED 1 12,000 SIRIUS SATELLTE COM 82966U103 112 66,100 SH SHARED 1 66,100 SK TELECOM ADR ADR 78440P108 281 14,900 SH SHARED 1 14,900 SKYWEST COM 830879102 723 37,900 SH SHARED 1 37,900 SOLA INTL COM 834092108 190 10,900 SH SHARED 1 10,900 SOLUTIA COM 834376105 89 40,700 SH SHARED 1 40,700 SONIC SOLUTIONS COM 835460106 491 57,000 SH SHARED 1 57,000 SONY ADR ADR 835699307 624 22,300 SH SHARED 1 22,300 SOTHEBYS A COM 835898107 94 12,600 SH SHARED 1 12,600 SOUTHERN UNION COM 844030106 2,112 124,700 SH SHARED 1 124,700 SOUTHWSTN ENER COM 845467109 772 51,400 SH SHARED 1 51,400 SOVRAN SELF ST COM 84610H108 680 21,600 SH SHARED 1 21,600 SPANISH BCSTNG COM 846425882 117 14,500 SH SHARED 1 14,500 SPARTAN MOTORS COM 846819100 120 14,500 SH SHARED 1 14,500 SRA INTL A COM 78464R105 1,171 36,600 SH SHARED 1 36,600 STAGE STORES COM 85254C305 294 12,500 SH SHARED 1 12,500 STANCORP FINCL COM 852891100 574 11,000 SH SHARED 1 11,000 STANDARD COML COM 853258101 495 29,100 SH SHARED 1 29,100 STANDARD PACIFIC COM 85375C101 1,648 49,700 SH SHARED 1 49,700 STAPLES COM 855030102 12,071 657,800 SH SHARED 1 657,800 STARBUCKS COM 855244109 326 13,272 SH SHARED 1 13,272 STEVEN MADDEN COM 556269108 447 20,700 SH SHARED 1 20,700 STEWART ENTER COM 860370105 85 19,700 SH SHARED 1 19,700 STILLWATER MNG COM 86074Q102 131 25,400 SH SHARED 1 25,400 STMICROELECTRON ADR ADR 861012102 387 18,600 SH SHARED 1 18,600 STONE ENERGY COM 861642106 2,561 61,100 SH SHARED 1 61,100 STORA ENSO OYJ ADR R ADR 86210M106 116 10,300 SH SHARED 1 10,300 STORAGE TECH COM 862111200 991 38,500 SH SHARED 1 38,500 STORAGENETWORKS COM 86211E103 16 11,700 SH SHARED 1 11,700 SUBRBN PROPANE UN COM 864482104 1,280 43,700 SH SHARED 1 43,700 SUMMIT PROPERTY COM 866239106 491 23,800 SH SHARED 1 23,800 SUNRISE LIVING COM 86768K106 427 19,100 SH SHARED 1 19,100 SUPERVALU COM 868536103 1,851 86,800 SH SHARED 1 86,800 SWISSCOM AG ADR ADR 871013108 218 7,700 SH SHARED 1 7,700 SYBASE COM 871130100 160 11,500 SH SHARED 1 11,500 SYBRON DENTAL COM 871142105 1,463 62,000 SH SHARED 1 62,000 SYKES ENTERPRIS COM 871237103 85 17,500 SH SHARED 1 17,500 SYMBOL TECHS COM 871508107 457 35,100 SH SHARED 1 35,100 SYMMETRICON COM 871543104 67 15,200 SH SHARED 1 15,200 SYSCO COM 871829107 934 31,100 SH SHARED 1 31,100 T ROWE PRICE GP COM 74144T108 899 23,800 SH SHARED 1 23,800 TANGER FACTORY COM 875465106 255 7,700 SH SHARED 1 7,700 TARO PHARM INDS COM M8737E108 1,948 35,400 SH SHARED 1 35,400 TECHNE COM 878377100 786 25,900 SH SHARED 1 25,900 TEEKAY SHIPPING COM Y8564W103 206 4,800 SH SHARED 1 4,800 TEKELEC COM 879101103 5,631 500,100 SH SHARED 1 500,100 TEKTRONIX COM 879131100 2,184 101,100 SH SHARED 1 101,100 TELE NORTE LE ADR ADR 879246106 120 10,300 SH SHARED 1 10,300 TELEFONOS CHILE ADR ADR 204449300 159 13,500 SH SHARED 1 13,500 TELETECH HLDGS COM 879939106 116 30,100 SH SHARED 1 30,100 TEREX COM 880779103 537 27,500 SH SHARED 1 27,500 THE FIRST AMERN COM 318522307 2,237 84,900 SH SHARED 1 84,900 THOMAS & BETTS COM 884315102 240 16,600 SH SHARED 1 16,600 THORNBURG MTG COM 885218107 437 17,700 SH SHARED 1 17,700 THQ COM 872443403 616 34,200 SH SHARED 1 34,200 TIDEWATER COM 886423102 241 8,200 SH SHARED 1 8,200 TIERONE COM 88650R108 315 16,100 SH SHARED 1 16,100 TIFFANY COM 886547108 395 12,100 SH SHARED 1 12,100 TOLL BROTHERS COM 889478103 3,796 134,100 SH SHARED 1 134,100 TOMMY HILFIGER COM G8915Z102 484 52,400 SH SHARED 1 52,400 TORO COM 891092108 1,284 32,300 SH SHARED 1 32,300 TOTAL FINA ELF ADR ADR 89151E109 690 9,100 SH SHARED 1 9,100 TOWER AUTOMOTV COM 891707101 93 25,500 SH SHARED 1 25,500 TOYS R US COM 892335100 145 12,000 SH SHARED 1 12,000 TRACTOR SUPPLY COM 892356106 445 9,400 SH SHARED 1 9,400 TRAVELERS PROPTY A COM 89420G109 493 31,000 SH SHARED 1 31,000 TREX COM 89531P105 255 6,500 SH SHARED 1 6,500 TRIAD HOSPITALS COM 89579K109 625 25,200 SH SHARED 1 25,200 TRIBUNE COM 896047107 10,138 209,900 SH SHARED 1 209,900 TRIUMPH COM 896818101 445 15,800 SH SHARED 1 15,800 TRIZEC PROPERTIS COM 89687P107 163 14,300 SH SHARED 1 14,300 TYSON FOODS COM 902494103 610 57,400 SH SHARED 1 57,400 UNIFI COM 904677101 66 10,700 SH SHARED 1 10,700 UNIONBANCAL COM 908906100 885 21,400 SH SHARED 1 21,400 UNITED MICROELEC ADR ADR 910873207 362 96,400 SH SHARED 1 96,400 UNITED RENTAL COM 911363109 421 30,300 SH SHARED 1 30,300 UNITED TECH COM 913017109 687 9,700 SH SHARED 1 9,700 UNIVERSAL COM 913456109 512 12,100 SH SHARED 1 12,100 UNIVSL COMPRESSN COM 913431102 311 14,900 SH SHARED 1 14,900 UNOCAL COM 915289102 6,097 212,500 SH SHARED 1 212,500 URS COM 903236107 339 17,400 SH SHARED 1 17,400 US BANCORP COM 902973304 4,506 183,900 SH SHARED 1 183,900 US ONCOLOGY COM 90338W103 231 31,200 SH SHARED 1 31,200 USANA HLTH SCI COM 90328M107 1,145 25,900 SH SHARED 1 25,900 USEC COM 90333E108 72 10,300 SH SHARED 1 10,300 VALASSIS COMS COM 918866104 5,285 205,500 SH SHARED 1 205,500 VARCO INTL COM 922122106 719 36,700 SH SHARED 1 36,700 VARIAN MEDICAL COM 92220P105 1,508 26,200 SH SHARED 1 26,200 VARIAN COM 922206107 677 19,700 SH SHARED 1 19,700 VERINT SYSTEMS COM 92343X100 322 12,700 SH SHARED 1 12,700 VERITAS SOFTW COM 923436109 592 20,544 SH SHARED 1 20,544 VIACOM B COM 925524308 2,270 52,000 SH SHARED 1 52,000 VIASYS HEALTHCR COM 92553Q209 714 34,500 SH SHARED 1 34,500 VIGNETTE COM 926734104 20 10,300 SH SHARED 1 10,300 VIMPELCOM ADR ADR 68370R109 771 16,600 SH SHARED 1 16,600 VISX COM 92844S105 848 48,900 SH SHARED 1 48,900 VITESSE SEMICON COM 928497106 1,468 300,200 SH SHARED 1 300,200 VORNADO REALTY COM 929042109 2,237 51,300 SH SHARED 1 51,300 WACHOVIA COM 929903102 4,731 118,400 SH SHARED 1 118,400 WAL MART STORES COM 931142103 1,293 24,100 SH SHARED 1 24,100 WASHINGTON MUT COM 939322103 4,386 106,200 SH SHARED 1 106,200 WASTE CONNECTION COM 941053100 231 6,600 SH SHARED 1 6,600 WATSCO A COM 942622200 247 14,900 SH SHARED 1 14,900 WATSON PHARM COM 942683103 6,810 168,700 SH SHARED 1 168,700 WAYPOINT FINL COM 946756103 810 44,800 SH SHARED 1 44,800 WCI COMMUNITIES COM 92923C104 925 48,100 SH SHARED 1 48,100 WEBEX COMMS COM 94767L109 1,060 76,400 SH SHARED 1 76,400 WEBMD COM 94769M105 9,771 898,900 SH SHARED 1 898,900 WEBMETHODS COM 94768C108 287 35,400 SH SHARED 1 35,400 WEBSTER FNCL COM 947890109 801 21,200 SH SHARED 1 21,200 WELLPOINT HEALTH COM 94973H108 860 10,200 SH SHARED 1 10,200 WERNER ENTER COM 950755108 1,666 78,615 SH SHARED 1 78,615 WEST COM 952355105 264 9,900 SH SHARED 1 9,900 WESTERN GAS RSC COM 958259103 396 10,000 SH SHARED 1 10,000 WESTERN WIRE A COM 95988E204 2,587 224,000 SH SHARED 1 224,000 WHEATON RIVER COM 962902102 43 33,700 SH SHARED 1 33,700 WHIRLPOOL COM 963320106 6,325 99,300 SH SHARED 1 99,300 WHOLE FOODS COM 966837106 713 15,000 SH SHARED 1 15,000 WILLIS GP HLDGS COM G96655108 3,542 115,200 SH SHARED 1 115,200 WILSON GREAT COM 972232102 1,892 52,400 SH SHARED 1 52,400 WIMM BILL DANN ADR ADR 97263M109 447 22,000 SH SHARED 1 22,000 WMS INDUSTRIES COM 929297109 2,795 179,300 SH SHARED 1 179,300 WOLVERINE WW COM 978097103 354 18,400 SH SHARED 1 18,400 WPS RSC HLDS COM 92931B106 1,327 33,000 SH SHARED 1 33,000 WSFS FINANCIAL COM 929328102 288 7,600 SH SHARED 1 7,600 WW GRAINGER COM 384802104 2,273 48,600 SH SHARED 1 48,600 WYETH COM 983024100 4,077 89,500 SH SHARED 1 89,500 XEROX COM 984121103 12,046 1,137,500 SH SHARED 1 1,137,500 XILINX COM 983919101 5,407 213,700 SH SHARED 1 213,700 XL CAPITAL A COM G98255105 1,527 18,400 SH SHARED 1 18,400 XYBERNAUT COM 984149104 18 31,300 SH SHARED 1 31,300 YAHOO COM 984332106 1,082 33,100 SH SHARED 1 33,100 YANKEE CANDLE COM 984757104 214 9,200 SH SHARED 1 9,200 YELLOW COM 985509108 766 32,900 SH SHARED 1 32,900 YORK INTL COM 986670107 978 41,800 SH SHARED 1 41,800 YUM BRANDS COM 988498101 3,423 115,800 SH SHARED 1 115,800 ZIONS COM 989701107 6,836 135,100 SH SHARED 1 135,100
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