13F-HR/A 1 d592162_13f-hra.txt UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 13F FORM 13F Cover Page Report for the Calendar Year or Quarter Ended: December 31, 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 FEBRUARY 13, 2004 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: 739 Form 13F Information Table Value Total: $1,685,709 (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. 28-10704 Two Sigma Equity Portfolio, LLC 2. 28-11440 Two Sigma Fund, LP ---- --------------------- -------------------------------- FORM 13F INFORMATION TABLE Two Sigma Investments, LLC December 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 484 18,600 SH SHARED 1 18,600 AARON RENTS INC COM 002535201 421 20,900 SH SHARED 1 20,900 ACCREDITED HOME LENDRS HLDG CO COM 00437P107 340 11,100 SH SHARED 1 11,100 ACCREDO HEALTH INC COM 00437V104 989 31,300 SH SHARED 1 31,300 ACE LTD ORD G0070K103 1,595 38,500 SH SHARED 1 38,500 ACTIVISION INC NEW COM NEW 004930202 4,633 254,400 SH SHARED 1 254,400 ACTUANT CORP CL A NEW 00508X203 1,491 41,200 SH SHARED 1 41,200 ADAPTEC INC COM 00651F108 4,396 497,300 SH SHARED 1 497,300 ADC TELECOMMUNICATION INC COM 000886101 3,922 1,320,700 SH SHARED 1 1,320,700 ADVANCED DIGITAL INFO CORP COM 007525108 582 41,600 SH SHARED 1 41,600 ADVANCED FIBRE COMM INC COM 00754A105 1,269 63,000 SH SHARED 1 63,000 ADVANCEPCS COM 00790K109 4,830 91,500 SH SHARED 1 91,500 AEROPOSTALE COM 007865108 581 21,200 SH SHARED 1 21,200 AFFILIATED MANAGERS GRP INC COM 008252108 2,011 28,900 SH SHARED 1 28,900 AFFYMETRIX INC COM 00826T108 8,815 358,200 SH SHARED 1 358,200 AFLAC INC COM 001055102 2,583 71,400 SH SHARED 1 71,400 AGCO CORP COM 001084102 11,139 553,100 SH SHARED 1 553,100 AGL RES INC COM 001204106 2,994 102,900 SH SHARED 1 102,900 AIR PRODS & CHEMS INC COM 009158106 11,918 225,600 SH SHARED 1 225,600 AIRTRAN HOLDINGS INC COM 00949P108 1,660 139,500 SH SHARED 1 139,500 AKAMAI TECHNOLOGIES INC COM 00971T101 2,808 261,000 SH SHARED 1 261,000 ALBERTO CULVER CO CL B CON013068101 3,526 55,900 SH SHARED 1 55,900 ALCOA INC COM 013817101 8,953 235,600 SH SHARED 1 235,600 ALLEGIANT BANCORP INC COM 017476102 337 12,000 SH SHARED 1 12,000 ALLETE INC COM 018522102 1,206 39,400 SH SHARED 1 39,400 ALLIANCE DATA SYS CORP COM 018581108 1,456 52,600 SH SHARED 1 52,600 ALLIANT ENERGY CORP COM 018802108 1,056 42,400 SH SHARED 1 42,400 ALLIED WASTE INDS INC COM PAR $.01 NEW 019589308 440 31,700 SH SHARED 1 31,700 ALLSTATE CP COM 020002101 2,254 52,400 SH SHARED 1 52,400 ALTERA CORP COM 021441100 3,891 171,800 SH SHARED 1 171,800 ALUMINUM CORP CHINA LTD ADR 022276109 1,024 13,300 SH SHARED 1 13,300 AMBAC FINANCIAL GROUP INC COM 023139108 4,899 70,600 SH SHARED 1 70,600 AMERADA HESS CORP COM 023551104 9,103 171,200 SH SHARED 1 171,200 AMEREN CORP COM 023608102 4,168 90,600 SH SHARED 1 90,600 AMERICAN EXPRESS CO COM 025816109 17,030 353,100 SH SHARED 1 353,100 AMERICAN FINL HLDGS IN COM 025932104 2,403 90,800 SH SHARED 1 90,800 AMERICAN FINL RLTY TR COM 02607P305 1,081 63,400 SH SHARED 1 63,400 AMERICAN MED SEC GROUP INC COM 02744P101 487 21,700 SH SHARED 1 21,700 AMERICAN PHARMACTLS PRT INC COM 02886P109 1,401 41,700 SH SHARED 1 41,700 AMERICREDIT CORP COM 03060R101 2,085 130,900 SH SHARED 1 130,900 AMERISOURCEBERGEN CORP COM 03073E105 3,571 63,600 SH SHARED 1 63,600 AMERITRADE HLDG CORP NEW COM 03074K100 1,762 124,900 SH SHARED 1 124,900 AMERON INTL CORP DEL COM 030710107 354 10,200 SH SHARED 1 10,200 ANADARKO PETROLEUM CORP COM 032511107 12,630 247,600 SH SHARED 1 247,600 ANDRX CORP DEL ANDRX GROUP 034553107 296 12,300 SH SHARED 1 12,300 ANGIOTECH PHARMACEUTICALS COM 034918102 1,010 22,000 SH SHARED 1 22,000 ANIXTER INTL INC COM 035290105 740 28,600 SH SHARED 1 28,600 ANNALY MORTGAGE MGMT INC COM 035710409 2,410 131,000 SH SHARED 1 131,000 ANNTAYLOR STORES CORP COM 036115103 729 18,700 SH SHARED 1 18,700 APOGENT TECHNOLOGIES INC COM 03760A101 4,389 190,500 SH SHARED 1 190,500 APPLERA CORP COM CE GEN GRP 038020202 355 25,500 SH SHARED 1 25,500 APPLIED MATLS INC COM 038222105 3,038 135,400 SH SHARED 1 135,400 APPLIED MICRO CIRCUITS CORP COM 03822W109 1,275 213,600 SH SHARED 1 213,600 ARAMARK CORP CL B 038521100 1,067 38,900 SH SHARED 1 38,900 ARCH CAPITAL GROUP ORD G0450A105 1,088 27,300 SH SHARED 1 27,300 ARCHER DANIELS MIDLAND CO COM 039483102 1,478 97,100 SH SHARED 1 97,100 ARIAD PHARMACEUTICALS INC COM 04033A100 448 60,200 SH SHARED 1 60,200 ARVINMERITOR INC COM 043353101 2,595 107,600 SH SHARED 1 107,600 ASBURY AUTOMOTIVE GROUP INC COM 043436104 202 11,300 SH SHARED 1 11,300 ASHANTI GOLDFIELDS LTD ADR 043743202 456 35,000 SH SHARED 1 35,000 ASIAINFO HLDGS INC COM 04518A104 377 56,500 SH SHARED 1 56,500 ASK JEEVES INC COM 045174109 710 39,200 SH SHARED 1 39,200 ATI TECHNOLOGIES INC COM 001941103 4,039 267,100 SH SHARED 1 267,100 ATLANTIC COAST AIRLS INC COM 048396105 1,450 147,200 SH SHARED 1 147,200 ATMEL CORP COM 049513104 419 69,700 SH SHARED 1 69,700 AU OPTRONICS CORP ADR 002255107 766 64,300 SH SHARED 1 64,300 AUTODESK INC COM 052769106 3,316 134,900 SH SHARED 1 134,900 AUTOLIV INC COM 052800109 1,103 29,300 SH SHARED 1 29,300 AXA-UAP SPON- SORED ADR 054536107 507 23,600 SH SHARED 1 23,600 AXCELIS TECHNOLOGIES INC COM 054540109 2,192 213,400 SH SHARED 1 213,400 AZTAR CORP COM 054802103 227 10,100 SH SHARED 1 10,100 BANK HAWAII CORP COM 062540109 962 22,800 SH SHARED 1 22,800 BANK MUT CORP COM 063750103 1,654 145,249 SH SHARED 1 145,249 BANK ONE CORP COM 06423A103 2,512 55,100 SH SHARED 1 55,100 BANTA CORP COM 066821109 1,689 41,700 SH SHARED 1 41,700 BARD C R INC COM 067383109 8,946 110,100 SH SHARED 1 110,100 BARNES GROUP INC COM 067806109 814 25,200 SH SHARED 1 25,200 BAUSCH & LOMB INC COM 071707103 3,835 73,900 SH SHARED 1 73,900 BAXTER INTL INC COM 071813109 4,038 132,300 SH SHARED 1 132,300 BEA SYSTEMS COM 073325102 2,663 216,500 SH SHARED 1 216,500 BEAR STEARNS COS INC COM 073902108 5,085 63,600 SH SHARED 1 63,600 BEAZER HOMES USA INC COM 07556Q105 1,143 11,700 SH SHARED 1 11,700 BECTON DICKINSON & CO COM 075887109 6,582 160,000 SH SHARED 1 160,000 BED BATH & BEYOND INC COM 075896100 7,790 179,700 SH SHARED 1 179,700 BERKLEY W R CORP COM 084423102 5,959 170,500 SH SHARED 1 170,500 BEST BUY INC COM 086516101 1,781 34,100 SH SHARED 1 34,100 BEVERLY ENTERPRISES INC COM NEW 087851309 460 53,500 SH SHARED 1 53,500 BHP BILLITON LTD SPON- SORED ADR 088606108 380 20,800 SH SHARED 1 20,800 BIG LOTS INC COM 089302103 733 51,600 SH SHARED 1 51,600 BIO RAD LABS INC CL A 090572207 1,044 18,100 SH SHARED 1 18,100 BIOGEN IDEC INC COM 09062X103 727 19,800 SH SHARED 1 19,800 BIOMET INC COM 090613100 3,314 91,500 SH SHARED 1 91,500 BIOSITE INC COM 090945106 342 11,800 SH SHARED 1 11,800 BIOVAIL CORP COM 09067J109 262 12,200 SH SHARED 1 12,200 BJS WHOLESALE CLUB INC COM 05548J106 6,296 274,200 SH SHARED 1 274,200 BLACK & DECKER CORP COM 091797100 597 12,100 SH SHARED 1 12,100 BLOCKBUSTER INC COM 093679108 4,385 244,300 SH SHARED 1 244,300 BLUE RHINO CORP COM 095811105 674 48,500 SH SHARED 1 48,500 BMC SOFTWARE INC COM 055921100 3,504 187,900 SH SHARED 1 187,900 BOCA RESORTS CL A 09688T106 931 62,200 SH SHARED 1 62,200 BORDERS GROUP COM 099709107 3,159 144,100 SH SHARED 1 144,100 BORG WARNER AUTOMOTIVE INC COM 099724106 961 11,300 SH SHARED 1 11,300 BOSTON COMMUNS GROUP INC COM 100582105 298 32,100 SH SHARED 1 32,100 BOSTON PRIVATE BANCORP INC COM 101119105 253 10,200 SH SHARED 1 10,200 BRANDYWINE RLTY TR SH BEN INT NEW 105368203 1,039 38,800 SH SHARED 1 38,800 BRASIL TELECOM PARTICIPCS SA SPON ADR PFD 105530109 1,058 28,000 SH SHARED 1 28,000 BRE PPTYS INC CL A 05564E106 1,931 57,800 SH SHARED 1 57,800 BRIGHTPOINT INC COM NEW 109473405 2,175 126,100 SH SHARED 1 126,100 BROOKFIELD HOMES CORP COM 112723101 338 13,100 SH SHARED 1 13,100 BROWN SHOE INC NEW COM 115736100 1,255 33,100 SH SHARED 1 33,100 BUNGE LTD(IPO) COM G16962105 6,472 196,600 SH SHARED 1 196,600 CABOT OIL & GAS CORP COM 127097103 332 11,300 SH SHARED 1 11,300 CACI INTL INC CL A 127190304 948 19,500 SH SHARED 1 19,500 CADENCE DESIGNS SYS INC COM 127387108 1,361 75,700 SH SHARED 1 75,700 CALIFORNIA AMPLIFIER INC COM 129900106 1,238 88,000 SH SHARED 1 88,000 CALIFORNIA MICRO DEVICES CP COM 130439102 218 23,900 SH SHARED 1 23,900 CALPINE CORP COM 131347106 3,105 645,500 SH SHARED 1 645,500 CAMDEN PROPERTY TRUST SH BEN INT 133131102 1,710 38,600 SH SHARED 1 38,600 CANADIAN NATL RY CO COM 136375102 7,227 114,200 SH SHARED 1 114,200 CANDELA CORPORATION COM 136907102 770 42,345 SH SHARED 1 42,345 CAPITAL ONE FINL CORP COM 14040H105 3,377 55,100 SH SHARED 1 55,100 CARLISLE COS INC COM 142339100 2,562 42,100 SH SHARED 1 42,100 CASH AMER INTL INC COM 14754D100 407 19,200 SH SHARED 1 19,200 CBL & ASSOC PROP COM 124830100 2,079 36,800 SH SHARED 1 36,800 CDW CORP COM 12512N105 3,275 56,700 SH SHARED 1 56,700 CEC ENTERTAINMENT INC COM 125137109 1,033 21,800 SH SHARED 1 21,800 CENTERPOINT ENERGY INC COM 15189T107 5,068 523,000 SH SHARED 1 523,000 CENTEX CORP COM 152312104 6,018 55,900 SH SHARED 1 55,900 CENTRAL GARDEN & PET CO COM 153527106 434 15,500 SH SHARED 1 15,500 CHARTER ONE FINCL INC COM 160903100 1,900 55,000 SH SHARED 1 55,000 CHARTERMAC SH BEN INT 160908109 465 22,000 SH SHARED 1 22,000 CHECK PT SOFTWARE TECH LTD ORD M22465104 4,997 296,400 SH SHARED 1 296,400 CHESAPEAKE CORP COM 165159104 331 12,500 SH SHARED 1 12,500 CHESAPEAKE ENERGY CORP COM 165167107 3,561 262,200 SH SHARED 1 262,200 CHEVRONTEXACO CORP COM 166764100 2,661 30,800 SH SHARED 1 30,800 CHINA PETE & CHEM CORP ADR 16941R108 795 17,900 SH SHARED 1 17,900 CHINA TELECOM CORP LTD ADR 169426103 1,339 32,800 SH SHARED 1 32,800 CHINA UNICOM LTD SPON- SORED ADR 16945R104 465 49,800 SH SHARED 1 49,800 CHINA.COM CORP CL A G2108N109 2,959 366,700 SH SHARED 1 366,700 CIBER INC COM 17163B102 252 29,100 SH SHARED 1 29,100 CIGNA CORP COM 125509109 1,024 17,800 SH SHARED 1 17,800 CINERGY CORP COM 172474108 3,458 89,100 SH SHARED 1 89,100 CINTAS CORP COM 172908105 802 16,000 SH SHARED 1 16,000 CIRCUIT CITY STRS-CARMAX GRP COM 172737108 600 59,200 SH SHARED 1 59,200 CISCO SYS INC COM 17275R102 5,694 235,000 SH SHARED 1 235,000 CITIGROUP INC COM 172967101 15,921 328,000 SH SHARED 1 328,000 CITRIX SYS INC COM 177376100 364 17,200 SH SHARED 1 17,200 CITY NATL CORP COM 178566105 1,466 23,600 SH SHARED 1 23,600 CLAIRES STORES INC COM 179584107 2,664 141,400 SH SHARED 1 141,400 CLARCOR INC COM 179895107 1,327 30,100 SH SHARED 1 30,100 CMS ENERGY CORP COM 125896100 3,173 372,400 SH SHARED 1 372,400 CNF INC COM 12612W104 2,576 76,000 SH SHARED 1 76,000 COACH INC COM 189754104 721 19,100 SH SHARED 1 19,100 COGNIZANT TECH SOLUTIONS CL A 192446102 4,345 95,200 SH SHARED 1 95,200 COLONIAL BANCGROUP INC COM 195493309 497 28,700 SH SHARED 1 28,700 COLUMBIA SPORTSWEAR CO COM 198516106 1,286 23,600 SH SHARED 1 23,600 COMMERCIAL METALS CO COM 201723103 1,332 43,800 SH SHARED 1 43,800 COMMERCIAL NET LEASE RLTY COM 202218103 801 45,000 SH SHARED 1 45,000 COMPANIA DE TELECOM CHILE SPON- SORED ADR 204449300 644 43,100 SH SHARED 1 43,100 COMPASS BANCSHARES INC COM 20449H109 1,047 26,600 SH SHARED 1 26,600 COMPNA ANONA NACL TEL DE VEN SPON ADR D 204421101 481 31,500 SH SHARED 1 31,500 COMPNA DE MNS BUENVNTRA S.A. SPON- SORED ADR 204448104 667 23,600 SH SHARED 1 23,600 COMPUCREDIT CORP COM 20478N100 404 19,000 SH SHARED 1 19,000 COMPUTER SCIENCES CORP COM 205363104 6,506 147,100 SH SHARED 1 147,100 COMTECH TELECOMM CORP COM NEW 205826209 1,689 58,667 SH SHARED 1 58,667 COMVERSE TECHNOLOGY INC COM PAR $0.10 205862402 204 11,600 SH SHARED 1 11,600 CONAGRA FOODS INC COM 205887102 6,392 242,200 SH SHARED 1 242,200 CONCORD COMMUNICATIONS INC COM 206186108 712 36,100 SH SHARED 1 36,100 CONCORD EFS INC COM 206197105 4,827 325,300 SH SHARED 1 325,300 CONOCOPHILLIPS COM 20825C104 10,281 156,800 SH SHARED 1 156,800 CONSOLIDATED EDISON HLDG INC COM 209115104 2,641 61,400 SH SHARED 1 61,400 CONSTELLATION ENERGY GP INC COM 210371100 771 19,700 SH SHARED 1 19,700 CONVERGYS CORP COM 212485106 1,083 62,000 SH SHARED 1 62,000 COOPER CAMERON CORP COM 216640102 8,682 186,300 SH SHARED 1 186,300 COOPER INDUS CL A G24182100 1,147 19,800 SH SHARED 1 19,800 COPART INC COM 217204106 3,828 230,600 SH SHARED 1 230,600 CORN PRODUCTS INTL INC COM 219023108 951 27,600 SH SHARED 1 27,600 CORNING INC COM 219350105 4,500 431,400 SH SHARED 1 431,400 CORPORATE EXECUTIVE BRD CO COM 21988R102 476 10,200 SH SHARED 1 10,200 CORRECTIONS CORP AMER NEW COM NEW 22025Y407 530 18,400 SH SHARED 1 18,400 COTT CORP QUE COM 22163N106 961 34,300 SH SHARED 1 34,300 COUSINS PPTYS INC COM 222795106 872 28,500 SH SHARED 1 28,500 COVANCE INC COM 222816100 1,168 43,600 SH SHARED 1 43,600 CREDENCE SYS CORP COM 225302108 1,252 95,100 SH SHARED 1 95,100 CRESCENT R E EQUITIES COM 225756105 2,110 123,200 SH SHARED 1 123,200 CSG SYS INTL INC COM 126349109 1,062 85,000 SH SHARED 1 85,000 CSX CORP COM 126408103 6,466 179,900 SH SHARED 1 179,900 CV THERAPEUTICS INC COM 126667104 277 18,800 SH SHARED 1 18,800 CYPRESS SEMICONDUCTOR CORP COM 232806109 5,680 265,900 SH SHARED 1 265,900 D R HORTON INC COM 23331A109 575 13,300 SH SHARED 1 13,300 DADE BEHRING HLDGS INC COM 23342J206 1,723 48,200 SH SHARED 1 48,200 DAKTRONICS INC COM 234264109 468 18,600 SH SHARED 1 18,600 DANAHER CORP COM 235851102 3,147 34,300 SH SHARED 1 34,300 DAVITA INC COM 23918K108 2,402 61,600 SH SHARED 1 61,600 DEERE & CO COM 244199105 1,834 28,200 SH SHARED 1 28,200 DEL MONTE FOODS COM 24522P103 1,555 149,500 SH SHARED 1 149,500 DELPHI CORP COM 247126105 378 37,000 SH SHARED 1 37,000 DEPARTMENT 56 INC COM 249509100 228 17,400 SH SHARED 1 17,400 DEVON ENERGY CORP NEW COM 25179M103 1,964 34,300 SH SHARED 1 34,300 DIAMOND OFFSHORE DRILLNG INC COM 25271C102 1,750 85,300 SH SHARED 1 85,300 DIGITAL RIVER INC COM 25388B104 1,395 63,100 SH SHARED 1 63,100 DOLLAR GEN CORP COM 256669102 6,209 295,800 SH SHARED 1 295,800 DOLLAR THRIFTY AUTO GRP COM 256743105 529 20,400 SH SHARED 1 20,400 DOMINION RES INV VA NEW COM 25746U109 1,302 20,400 SH SHARED 1 20,400 DONALDSON INC COM 257651109 781 13,200 SH SHARED 1 13,200 DORAL FINANCIAL CORP COM 25811P100 3,761 116,500 SH SHARED 1 116,500 DOUBLECLICK INC COM 258609304 1,654 160,600 SH SHARED 1 160,600 DOVER CORP COM 260003108 2,449 61,600 SH SHARED 1 61,600 DRS TECHNOLOGIES INC COM 23330X100 686 24,700 SH SHARED 1 24,700 DSP GROUP INC COM 23332B106 342 13,700 SH SHARED 1 13,700 DST SYS INC DEL COM 233326107 1,967 47,100 SH SHARED 1 47,100 DU PONT E I DE NEMOURS & CO COM 263534109 4,993 108,800 SH SHARED 1 108,800 DUKE ENERGY CORP COM 264399106 6,164 301,400 SH SHARED 1 301,400 DUN & BRADSTREET CRP DL NEW COM 26483E100 989 19,500 SH SHARED 1 19,500 DURA AUTOMOTIVE SYS INC CL A 265903104 257 19,800 SH SHARED 1 19,800 DYCOM INDS INC COM 267475101 692 25,800 SH SHARED 1 25,800 E TRADE GROUP INC COM 269246104 201 15,900 SH SHARED 1 15,900 EATON VANCE CORP COM NON VTG 278265103 2,993 81,700 SH SHARED 1 81,700 EDO CORP COM 281347104 769 31,200 SH SHARED 1 31,200 EDWARDS A G INC COM 281760108 8,518 235,100 SH SHARED 1 235,100 EFUNDS CORP COM 28224R101 321 18,500 SH SHARED 1 18,500 EL PASO CORP COM 28336L109 2,233 272,700 SH SHARED 1 272,700 ELECTRONIC ARTS INC COM 285512109 1,521 31,900 SH SHARED 1 31,900 ELECTRONICS FOR IMAGING INC COM 286082102 1,340 51,500 SH SHARED 1 51,500 EMC CORP COM 268648102 7,563 585,400 SH SHARED 1 585,400 EMULEX CORP COM 292475209 16,123 604,300 SH SHARED 1 604,300 ENDO PHARMACEUTCLS HLDGS INC COM 29264F205 292 15,100 SH SHARED 1 15,100 ENERGEN CORP COM 29265N108 1,063 25,900 SH SHARED 1 25,900 ENERGIZER HLDGS INC COM 29266R108 5,867 156,200 SH SHARED 1 156,200 ENERGY EAST CORP COM 29266M109 2,684 119,800 SH SHARED 1 119,800 ENTERCOM COMMUNICATIONS CORP CL A 293639100 1,419 26,800 SH SHARED 1 26,800 ENTERGY CORP NEW COM 29364G103 7,433 130,100 SH SHARED 1 130,100 ENTRAVISION COMMUNICATN CORP COM 29382R107 206 18,600 SH SHARED 1 18,600 ENZO BIOCHEM INC COM 294100102 242 13,500 SH SHARED 1 13,500 EON LABS INC COM 29412E100 703 13,800 SH SHARED 1 13,800 EQUITABLE RES INC COM 294549100 1,129 26,300 SH SHARED 1 26,300 EQUITY INNS INC COM 294703103 474 52,400 SH SHARED 1 52,400 EQUITY ONE INC COM 294752100 363 21,500 SH SHARED 1 21,500 ESS TECHNOLOGY INC COM 269151106 2,640 155,000 SH SHARED 1 155,000 ESTERLINE TECHNOLOGIES CORP COM 297425100 493 18,500 SH SHARED 1 18,500 EVEREST RE GROUP COM G3223R108 5,194 61,400 SH SHARED 1 61,400 EXELON CORP COM 30161N101 3,384 51,000 SH SHARED 1 51,000 EXTENDED STAY AMER INC COM 30224P101 601 41,500 SH SHARED 1 41,500 EXULT INC DEL COM 302284104 725 101,000 SH SHARED 1 101,000 EXXON MOBIL CORP COM 30231G102 17,466 426,000 SH SHARED 1 426,000 F5 NETWORKS INC COM 315616102 2,211 88,100 SH SHARED 1 88,100 FAIR ISAAC & CO INC COM 303250104 1,509 30,700 SH SHARED 1 30,700 FAIRCHILD SEMCNDCTR INTL INC COM 303726103 3,271 131,000 SH SHARED 1 131,000 FAIRMONT HOTELS RESORTS INC COM 305204109 2,567 94,600 SH SHARED 1 94,600 FEDERAL HOME LN MTG CORP COM 313400301 14,732 252,600 SH SHARED 1 252,600 FEDERAL SIGNAL CORP COM 313855108 1,111 63,400 SH SHARED 1 63,400 FEDERATED DEPT STRS INC DEL COM 31410H101 4,661 98,900 SH SHARED 1 98,900 FERRELLGAS PARTNERS L P UNIT LTD PART 315293100 626 26,000 SH SHARED 1 26,000 FIDELITY NAT FINL CORP COM 316326107 9,932 256,100 SH SHARED 1 256,100 FINISH LINE INC CL A 317923100 941 31,400 SH SHARED 1 31,400 FIRST AMERN FINL CORP CALIF COM 318522307 2,739 92,000 SH SHARED 1 92,000 FIRST BANCORP P R COM 318672102 672 17,000 SH SHARED 1 17,000 FIRST HORIZON PHARMA CORP COM 32051K106 302 26,800 SH SHARED 1 26,800 FIRST TENN NATL CORP COM 337162101 3,365 76,300 SH SHARED 1 76,300 FIRSTFED AMER BANCORP COM 337929103 489 18,800 SH SHARED 1 18,800 FIRSTFED FINL CORP DEL COM 337907109 544 12,500 SH SHARED 1 12,500 FLAMEL TECHNOLOGIES SA ADR 338488109 841 31,400 SH SHARED 1 31,400 FLEETBOSTON FINL CORP COM 339030108 8,878 203,400 SH SHARED 1 203,400 FLEETWOOD ENTERPRISES INC COM 339099103 2,344 228,500 SH SHARED 1 228,500 FLEXTRONICS INTL LTD ORD Y2573F102 1,557 105,200 SH SHARED 1 105,200 FMC CORP COM NEW 302491303 420 12,300 SH SHARED 1 12,300 FOMENTO ECONOMICO MEXCANO SA ADR UNITS 344419106 2,036 55,200 SH SHARED 1 55,200 FOOT LOCKER INC COM 344849104 1,573 67,100 SH SHARED 1 67,100 FORD MTR CO DEL COM PAR $0.01 345370860 16,229 1,014,300 SH SHARED 1 1,014,300 FOREST OIL CORP COM PAR $0.01 346091705 1,651 57,800 SH SHARED 1 57,800 FORMFACTOR INC COM 346375108 321 16,200 SH SHARED 1 16,200 FORTUNE BRANDS INC COM 349631101 7,206 100,800 SH SHARED 1 100,800 FORWARD AIR CORP COM 349853101 349 12,700 SH SHARED 1 12,700 FOUR SEASONS HOTELS INC COM 35100E104 2,875 56,200 SH SHARED 1 56,200 FOX ENTMT GROUP INC CL A 35138T107 12,173 417,600 SH SHARED 1 417,600 FRANKLIN RES INC COM 354613101 3,405 65,400 SH SHARED 1 65,400 FREMONT GEN CORP COM 357288109 495 29,300 SH SHARED 1 29,300 FRIEDMAN BILLINGS RAMSEY CL A 358434108 1,565 67,800 SH SHARED 1 67,800 FRONTIER AIRLS INC NEW COM 359065109 396 27,700 SH SHARED 1 27,700 GAMESTOP CORP CL A 36466R101 575 37,300 SH SHARED 1 37,300 GENERAL DYNAMICS CORP COM 369550108 2,088 23,100 SH SHARED 1 23,100 GENERAL MLS INC COM 370334104 2,174 48,000 SH SHARED 1 48,000 GENERAL MTRS CORP COM 370442105 20,137 377,100 SH SHARED 1 377,100 GENESEE & WYO INC CL A 371559105 321 10,200 SH SHARED 1 10,200 GENESIS MICROCHIP INC DEL COM 37184C103 747 41,400 SH SHARED 1 41,400 GENL CABLE CORP DEL NEW COM 369300108 1,151 141,200 SH SHARED 1 141,200 GENL GROWTH PROP COM 370021107 7,534 271,500 SH SHARED 1 271,500 GEN-PROBE INC NEW COM 36866T103 365 10,000 SH SHARED 1 10,000 GENUINE PARTS CO COM 372460105 335 10,100 SH SHARED 1 10,100 GENZYME CORP COM GENL DIV 372917104 11,253 228,300 SH SHARED 1 228,300 GEORGIA PAC CORP COM 373298108 518 16,900 SH SHARED 1 16,900 GIBRALTAR STL CORP COM 37476F103 307 12,200 SH SHARED 1 12,200 GILLETTE CO COM 375766102 4,077 111,000 SH SHARED 1 111,000 GLOBAL PMTS INC COM 37940X102 966 20,500 SH SHARED 1 20,500 GOLD BANC CORP INC COM 379907108 217 15,400 SH SHARED 1 15,400 GOLDCORP INC NEW COM 380956409 917 57,500 SH SHARED 1 57,500 GOLDEN WEST FINL CORP DEL COM 381317106 2,982 28,900 SH SHARED 1 28,900 GOLDMAN SACHS GROUP INC COM 38141G104 11,601 117,500 SH SHARED 1 117,500 GOODRICH CORP COM 382388106 1,125 37,900 SH SHARED 1 37,900 GRACO INC COM 384109104 1,540 38,400 SH SHARED 1 38,400 GREENPOINT FINL CORP COM 395384100 826 23,400 SH SHARED 1 23,400 GRUPO TELEVISA SA DE CV SP ADR REP ORD 40049J206 5,401 135,500 SH SHARED 1 135,500 GTECH HLDGS CORP COM 400518106 2,875 58,100 SH SHARED 1 58,100 GUITAR CENTER COM 402040109 1,224 37,500 SH SHARED 1 37,500 HAEMONETICS CORP COM 405024100 399 16,700 SH SHARED 1 16,700 HANCOCK JOHN FINL SVCS INC COM 41014S106 1,260 33,600 SH SHARED 1 33,600 HANGER ORTHOPEDIC GROUP INC COM NEW 41043F208 353 22,700 SH SHARED 1 22,700 HANOVER COMPRESSOR CO COM 410768105 2,221 199,200 SH SHARED 1 199,200 HARRIS CORP DEL COM 413875105 471 12,400 SH SHARED 1 12,400 HARSCO CORP COM 415864107 469 10,700 SH SHARED 1 10,700 HARTFORD FINL SVCS GP INC COM 416515104 5,785 98,000 SH SHARED 1 98,000 HARVEST NAT RES INC COM 41754V103 223 22,400 SH SHARED 1 22,400 HASBRO INC COM 418056107 4,916 231,000 SH SHARED 1 231,000 HEADWATERS INC COM 42210P102 265 13,600 SH SHARED 1 13,600 HEARST-ARGYLE TELEVISION INC COM 422317107 1,248 45,300 SH SHARED 1 45,300 HEARTLAND EXPRESS INC COM 422347104 312 12,900 SH SHARED 1 12,900 HEINZ H J CO COM 423074103 6,335 173,900 SH SHARED 1 173,900 HEWITT ASSOCS INC COM 42822Q100 1,061 35,500 SH SHARED 1 35,500 HIBBETT SPORTING GOODS INC COM 428565105 909 30,500 SH SHARED 1 30,500 HIBERNIA CORP CL A 428656102 2,461 104,700 SH SHARED 1 104,700 HIGHWOODS PROPERTIES INC COM 431284108 2,017 79,400 SH SHARED 1 79,400 HILLENBRAND INDS INC COM 431573104 1,161 18,700 SH SHARED 1 18,700 HI-TECH PHARMACAL INC COM 42840B101 308 13,100 SH SHARED 1 13,100 HOME DEPOT INC COM 437076102 1,547 43,600 SH SHARED 1 43,600 HON INDS INC COM 438092108 580 13,400 SH SHARED 1 13,400 HONEYWELL INTL INC COM 438516106 1,023 30,600 SH SHARED 1 30,600 HORMEL FOODS CORP COM 440452100 387 15,000 SH SHARED 1 15,000 HRPT PROPERTIES TR COM SH BEN INT 40426W101 970 96,100 SH SHARED 1 96,100 HUDSON HIGHLAND GROUP INC COM 443792106 273 11,500 SH SHARED 1 11,500 HUDSON UTD BANCORP COM 444165104 595 16,100 SH SHARED 1 16,100 HUGHES SUPPLY INC COM 444482103 1,102 22,200 SH SHARED 1 22,200 HUMAN GENOME SCIENCES INC COM 444903108 444 33,500 SH SHARED 1 33,500 HUMANA INC COM 444859102 845 37,000 SH SHARED 1 37,000 HUNTINGTON BANCSHARES INC COM 446150104 3,773 167,700 SH SHARED 1 167,700 IKON OFFICE SOLUTIONS INC COM 451713101 587 49,500 SH SHARED 1 49,500 IMPAC MED SYS INC COM 45255A104 386 15,100 SH SHARED 1 15,100 IMPAC MTG HLDGS INC COM 45254P102 2,766 151,900 SH SHARED 1 151,900 IMPERIAL CHEM INDS PLC ADR NEW 452704505 321 22,400 SH SHARED 1 22,400 IMPERIAL SUGAR CO NEW COM 453096208 360 25,500 SH SHARED 1 25,500 IMS HEALTH INC COM 449934108 813 32,700 SH SHARED 1 32,700 INAMED CORP COM 453235103 1,721 35,820 SH SHARED 1 35,820 INCO LTD COM 453258402 16,290 409,100 SH SHARED 1 409,100 INFINITY PPTY & CAS CORP COM 45665Q103 1,811 54,800 SH SHARED 1 54,800 INFORMATICA CORP COM 45666Q102 783 76,000 SH SHARED 1 76,000 INFOSPACE INC COM NEW 45678T201 1,579 68,500 SH SHARED 1 68,500 INGRAM MICRO INC CL A 457153104 256 16,100 SH SHARED 1 16,100 INNOVEX INC COM 457647105 261 31,100 SH SHARED 1 31,100 INPUT/OUTPUT INC COM 457652105 547 121,300 SH SHARED 1 121,300 INSIGHT ENTERPRISES INC COM 45765U103 301 16,000 SH SHARED 1 16,000 INTEGRA LIFESCIENCES HLDG CP COM NEW 457985208 668 23,300 SH SHARED 1 23,300 INTEGRATED CIRCUIT SYS INC COM 45811K208 1,271 44,600 SH SHARED 1 44,600 INTER TEL INC COM 458372109 689 27,600 SH SHARED 1 27,600 INTERACTIVE DATA CORP COM 45840J107 209 12,600 SH SHARED 1 12,600 INTERMUNE INC COM 45884X103 412 17,800 SH SHARED 1 17,800 INTERNATIONAL RECTIFIER CORP COM 460254105 1,789 36,200 SH SHARED 1 36,200 INTERNET SEC SYS INC COM 46060X107 1,962 104,200 SH SHARED 1 104,200 INTERPUBLIC GROUP COS INC COM 460690100 17,734 1,136,800 SH SHARED 1 1,136,800 INTRADO INC COM 46117A100 542 24,700 SH SHARED 1 24,700 INVACARE CORP COM 461203101 1,074 26,600 SH SHARED 1 26,600 INVITROGEN CORP COM 46185R100 3,153 45,100 SH SHARED 1 45,100 IPC HOLDINGS LTD ORD G4933P101 922 23,700 SH SHARED 1 23,700 ITT EDUCATIONAL SVCS INC COM 45068B109 921 19,600 SH SHARED 1 19,600 ITT INDUS INC COM 450911102 8,052 108,500 SH SHARED 1 108,500 IVANHOE ENERGY INC COM 465790103 308 82,400 SH SHARED 1 82,400 IVAX CORP COM 465823102 296 12,400 SH SHARED 1 12,400 J2 GBL COMMUNICATIONS INC COM NEW 46626E205 1,730 69,800 SH SHARED 1 69,800 JABIL CIRCUIT INC COM 466313103 3,821 135,000 SH SHARED 1 135,000 JACK IN THE BOX INC COM 466367109 295 13,800 SH SHARED 1 13,800 JDA SOFTWARE GROUP INC COM 46612K108 783 47,400 SH SHARED 1 47,400 JOHN NUVEEN CO CL A 67090F106 296 11,100 SH SHARED 1 11,100 JONES APPAREL GROUP INC COM 480074103 567 16,100 SH SHARED 1 16,100 JUNIPER NETWORKS INC COM 48203R104 3,211 171,900 SH SHARED 1 171,900 KB HOME COM 48666K109 13,025 179,600 SH SHARED 1 179,600 KEITHLEY INSTRS INC COM 487584104 203 11,100 SH SHARED 1 11,100 KELLOGG CO COM 487836108 1,043 27,400 SH SHARED 1 27,400 KENNAMETAL INC COM 489170100 2,206 55,500 SH SHARED 1 55,500 KEYSTONE PPTY TR CORP COM 493596100 784 35,500 SH SHARED 1 35,500 KIMBERLY CLARK CORP COM 494368103 12,326 208,600 SH SHARED 1 208,600 KINDER MORGAN MGMT LLC SHS 49455U100 1,190 27,700 SH SHARED 1 27,700 KINROSS GOLD CORP COM NEW 496902206 652 81,600 SH SHARED 1 81,600 KLA-TENCOR CORP COM 482480100 1,060 18,100 SH SHARED 1 18,100 KNIGHT TRANSN INC COM 499064103 741 28,900 SH SHARED 1 28,900 KOREA ELECTRIC PWR CO SPON- SORED ADR 500631106 330 31,800 SH SHARED 1 31,800 KORN FERRY INTL COM NEW 500643200 304 22,800 SH SHARED 1 22,800 KROLL INC COM 501049100 7,069 271,900 SH SHARED 1 271,900 KULICKE & SOFFA INDS INC COM 501242101 3,608 250,900 SH SHARED 1 250,900 L-3 COMMUNICATIONS HLDGS INC COM 502424104 1,803 35,100 SH SHARED 1 35,100 LAFARGE NORTH AMER INC COM 505862102 470 11,600 SH SHARED 1 11,600 LANDAMERICA FINL GROUP INC COM 514936103 4,317 82,600 SH SHARED 1 82,600 LASALLE HOTEL PROPERTIES COM SH BEN INT 517942108 430 23,200 SH SHARED 1 23,200 LEAPFROG ENTERPRISES INC CL A 52186N106 440 16,600 SH SHARED 1 16,600 LEAR CORP COM 521865105 2,410 39,300 SH SHARED 1 39,300 LEGG MASON INC COM 524901105 2,663 34,500 SH SHARED 1 34,500 LEHMAN BR HLDG COM 524908100 5,290 68,500 SH SHARED 1 68,500 LEXAR MEDIA INC COM 52886P104 2,859 164,100 SH SHARED 1 164,100 LIBERTY CORP S C COM 530370105 520 11,500 SH SHARED 1 11,500 LIBERTY PROPERTY TR SH BEN INT 531172104 428 11,000 SH SHARED 1 11,000 LIFEPOINT HOSPS INC COM 53219L109 1,237 42,000 SH SHARED 1 42,000 LILLY ELI & CO COM 532457108 781 11,100 SH SHARED 1 11,100 LINCOLN NATL CORP IND COM 534187109 1,631 40,400 SH SHARED 1 40,400 LINEAR TECHNOLOGY CORP COM 535678106 820 19,500 SH SHARED 1 19,500 LIZ CLAIBORNE INC COM 539320101 840 23,700 SH SHARED 1 23,700 LOCAL FINANCIAL CORP COM 539553107 314 15,100 SH SHARED 1 15,100 LOEWS CORP COM 540424108 3,640 73,600 SH SHARED 1 73,600 LOEWS CORP COM 540424207 5,964 236,300 SH SHARED 1 236,300 LONGS DRUG STORES CORP COM 543162101 505 20,400 SH SHARED 1 20,400 M I SCHOTTENSTEIN HOMES INC COM 55305B101 1,886 48,300 SH SHARED 1 48,300 M&T BANK CORP COM 55261F104 1,111 11,300 SH SHARED 1 11,300 MACERICH CO COM 554382101 2,688 60,400 SH SHARED 1 60,400 MAGNA INTL INC CL A 559222401 1,713 21,400 SH SHARED 1 21,400 MAGNUM HUNTER RESOURCES INC COM PAR $0.002 55972F203 3,070 322,800 SH SHARED 1 322,800 MANDALAY RESORT GROUP COM 562567107 1,409 31,500 SH SHARED 1 31,500 MANPOWER INC WIS COM 56418H100 810 17,200 SH SHARED 1 17,200 MARATHON OIL CORP COM 565849106 5,741 173,500 SH SHARED 1 173,500 MARRIOTT INTL INC NEW CL A 571903202 471 10,200 SH SHARED 1 10,200 MARTEN TRANS LTD COM 573075108 239 15,500 SH SHARED 1 15,500 MARTIN MARIETTA MTLS INC COM 573284106 874 18,600 SH SHARED 1 18,600 MARVELL TECHNOL ORD G5876H105 580 15,300 SH SHARED 1 15,300 MATTEL INC COM 577081102 692 35,900 SH SHARED 1 35,900 MAXIMUS INC COM 577933104 657 16,800 SH SHARED 1 16,800 MAYTAG CORP COM 578592107 939 33,700 SH SHARED 1 33,700 MBNA CORP COM 55262L100 2,942 118,400 SH SHARED 1 118,400 MC CL A 579489105 750 10,900 SH SHARED 1 10,900 MCDONALDS CORP COM 580135101 13,810 556,200 SH SHARED 1 556,200 MCKESSON CORP COM 58155Q103 2,055 63,900 SH SHARED 1 63,900 MDU RES GROUP INC COM 552690109 840 35,300 SH SHARED 1 35,300 MEDICAL ACTION INDS INC COM 58449L100 327 17,500 SH SHARED 1 17,500 MEDIMMUNE INC COM 584699102 3,185 125,500 SH SHARED 1 125,500 MEMBERWORKS INC COM 586002107 701 25,800 SH SHARED 1 25,800 MENS WEARHOUSE INC COM 587118100 1,218 48,700 SH SHARED 1 48,700 MENTOR CORP MINN COM 587188103 4,959 206,100 SH SHARED 1 206,100 MENTOR GRAPHICS CORP COM 587200106 1,950 134,100 SH SHARED 1 134,100 MERCK & CO INC COM 589331107 2,518 54,500 SH SHARED 1 54,500 MEREDITH CORP COM 589433101 649 13,300 SH SHARED 1 13,300 MERIDIAN GOLD INC COM 589975101 1,565 107,100 SH SHARED 1 107,100 MERIX CORP COM 590049102 267 10,900 SH SHARED 1 10,900 METLIFE INC COM 59156R108 657 19,500 SH SHARED 1 19,500 MICROMUSE INC COM 595094103 234 33,900 SH SHARED 1 33,900 MID ATLANTIC MED SVCS INC COM 59523C107 5,845 90,200 SH SHARED 1 90,200 MILLENNIUM PHARMACTCLS INC COM 599902103 554 29,700 SH SHARED 1 29,700 MILLIPORE CORP COM 601073109 439 10,200 SH SHARED 1 10,200 MOBILE TELESYSTEMS OJSC ADR 607409109 1,225 14,800 SH SHARED 1 14,800 MONACO COACH CORP COM 60886R103 531 22,300 SH SHARED 1 22,300 MONSANTO CO NEW COM 61166W101 325 11,300 SH SHARED 1 11,300 MOORE WALLACE INC COM 615857109 1,483 79,200 SH SHARED 1 79,200 MSC INDL DIRECT INC CL A 553530106 1,584 57,600 SH SHARED 1 57,600 MTR GAMING GROUP INC COM 553769100 305 29,600 SH SHARED 1 29,600 MUELLER INDS INC COM 624756102 385 11,200 SH SHARED 1 11,200 MUNICIPAL MTG & EQUITY L L C COM 62624B101 772 31,200 SH SHARED 1 31,200 MYLAN LABS INC COM 628530107 2,814 111,400 SH SHARED 1 111,400 NABI BIOPHARMACEUTICALS COM 629519109 444 34,900 SH SHARED 1 34,900 NABORS INDS LTD SHS G6359F103 4,756 114,600 SH SHARED 1 114,600 NAM TAI ELECTRONICS COM PAR $0.02 629865205 1,603 57,100 SH SHARED 1 57,100 NASDAQ 100 TRACKING STOCK UNIT SER 1 631100104 882 24,200 SH SHARED 1 24,200 NATIONAL COMM FINL CORP COM 63545P104 818 30,000 SH SHARED 1 30,000 NATIONAL PROCESSING INC COM 637229105 290 12,300 SH SHARED 1 12,300 NATIONAL SEMICONDUCTOR CORP COM 637640103 7,429 188,500 SH SHARED 1 188,500 NATIONWIDE FINL SVS COM 638612101 3,399 102,800 SH SHARED 1 102,800 NATL HEALTH INVESTORS COM 63633D104 343 13,800 SH SHARED 1 13,800 NATUZZI S P A ADR 63905A101 216 21,400 SH SHARED 1 21,400 NAUTILUS GROUP INC COM 63910B102 392 27,900 SH SHARED 1 27,900 NAVIGANT INTL INC COM 63935R108 730 52,700 SH SHARED 1 52,700 NEIGHBORCARE INC COM 64015Y104 2,827 143,140 SH SHARED 1 143,140 NEIMAN MARCUS GROUPS INC CL A 640204202 623 11,600 SH SHARED 1 11,600 NET2PHONE INC COM 64108N106 208 30,600 SH SHARED 1 30,600 NETEASE COM INC ADR 64110W102 1,252 33,900 SH SHARED 1 33,900 NETEGRITY INC COM 64110P107 241 23,700 SH SHARED 1 23,700 NETSCREEN TECHNOLOGIES INC COM 64117V107 364 14,700 SH SHARED 1 14,700 NETWORK ENGINES INC COM 64121A107 610 139,900 SH SHARED 1 139,900 NETWORKS ASSOC INC COM 640938106 3,352 222,900 SH SHARED 1 222,900 NEW JERSEY RES CORP COM 646025106 801 20,800 SH SHARED 1 20,800 NEW YORK CMNTY BANCRP INC COM 649445103 1,640 43,100 SH SHARED 1 43,100 NEWMONT MNG CORP COM 651639106 6,441 132,500 SH SHARED 1 132,500 NEWS CORP LTD ADR NEW 652487703 722 20,000 SH SHARED 1 20,000 NISOURCE INC COM 65473P105 404 18,400 SH SHARED 1 18,400 NOBLE CORP SHS G65422100 1,850 51,700 SH SHARED 1 51,700 NOBLE ENERGY INC COM 655044105 538 12,100 SH SHARED 1 12,100 NOKIA CORP SPON- SORED ADR 654902204 6,985 410,900 SH SHARED 1 410,900 NORDSTROM INC COM 655664100 1,139 33,200 SH SHARED 1 33,200 NORFOLK SOUTHN CORP COM 655844108 3,477 147,000 SH SHARED 1 147,000 NORTHEAST UTILS COM 664397106 3,132 155,300 SH SHARED 1 155,300 NORTHERN TR CORP COM 665859104 2,370 51,200 SH SHARED 1 51,200 NOVAVAX INC COM 670002104 349 58,200 SH SHARED 1 58,200 NSTAR COM 67019E107 2,236 46,100 SH SHARED 1 46,100 NUEVO ENERGY CO COM 670509108 399 16,500 SH SHARED 1 16,500 OCEANEERING INTL INC COM 675232102 1,439 51,400 SH SHARED 1 51,400 OHIO CAS CORP COM 677240103 1,517 87,400 SH SHARED 1 87,400 OLD REP INTL CORP COM 680223104 5,655 223,000 SH SHARED 1 223,000 OMI CORP COM Y6476W104 351 39,300 SH SHARED 1 39,300 OMNICOM GROUP COM 681919106 3,843 44,000 SH SHARED 1 44,000 OMNIVISION TECHNOLOGIES INC COM 682128103 1,238 22,400 SH SHARED 1 22,400 OPEN JT STK CO VIMPEL COMM ADR 68370R109 2,352 32,000 SH SHARED 1 32,000 OPENWAVE SYS INC COM NEW 683718308 244 22,200 SH SHARED 1 22,200 ORACLE CORP COM 68389X105 18,105 1,368,500 SH SHARED 1 1,368,500 ORTHODONTIC CTRS AMER INC COM 68750P103 1,504 186,800 SH SHARED 1 186,800 OSHKOSH TRUCK CORP COM 688239201 623 12,200 SH SHARED 1 12,200 OSTEOTECH INC COM 688582105 507 57,600 SH SHARED 1 57,600 OXFORD HEALTH PLANS INC COM 691471106 444 10,200 SH SHARED 1 10,200 PACCAR INC COM 693718108 1,090 12,800 SH SHARED 1 12,800 PACIFIC SUNWEAR CALIF INC COM 694873100 827 39,200 SH SHARED 1 39,200 PACIFICARE HEALTH SYS COM 695112102 6,990 103,400 SH SHARED 1 103,400 PACTIV CORP COM 695257105 265 11,100 SH SHARED 1 11,100 PARK PL ENTMT CORP COM 700690100 681 62,900 SH SHARED 1 62,900 PARTNERRE LTD COM G6852T105 853 14,700 SH SHARED 1 14,700 PATTERSON-UTI ENERGY INC COM 703481101 1,344 40,800 SH SHARED 1 40,800 PDI INC COM 69329V100 276 10,300 SH SHARED 1 10,300 PEDIATRIX MED GROUP COM 705324101 595 10,800 SH SHARED 1 10,800 PENNEY J C INC COM 708160106 386 14,700 SH SHARED 1 14,700 PENTAIR INC COM 709631105 740 16,200 SH SHARED 1 16,200 PEP BOYS MANNY MOE & JACK COM 713278109 2,013 88,000 SH SHARED 1 88,000 PEPSI BOTTLING GROUP INC COM 713409100 2,251 93,100 SH SHARED 1 93,100 PEPSIAMERICAS INC COM 71343P200 868 50,700 SH SHARED 1 50,700 PEROT SYSTEMS CL A 714265105 249 18,500 SH SHARED 1 18,500 PETROCHINA CO LTD SPON- SORED ADR 71646E100 2,002 35,100 SH SHARED 1 35,100 PETROLEO BRASIL ADR 71654V408 3,161 108,100 SH SHARED 1 108,100 PHARMACEUTICAL RES INC COM 717125108 6,841 105,000 SH SHARED 1 105,000 PHELPS DODGE CORP COM 717265102 8,271 108,700 SH SHARED 1 108,700 PIEDMONT NAT GAS INC COM 720186105 1,052 24,200 SH SHARED 1 24,200 PIER 1 IMPORTS COM 720279108 704 32,200 SH SHARED 1 32,200 PINNACLE WEST CAP CORP COM 723484101 1,545 38,600 SH SHARED 1 38,600 PLACER DOME COM 725906101 1,003 56,000 SH SHARED 1 56,000 PLAINS ALL AMERN PIPELINE LP UNIT LTD PARTN 726503105 1,574 48,500 SH SHARED 1 48,500 PNM RES INC COM 69349H107 295 10,500 SH SHARED 1 10,500 POGO PRODUCING CO COM 730448107 5,274 109,200 SH SHARED 1 109,200 POLYCOM INC COM 73172K104 1,774 90,900 SH SHARED 1 90,900 POPULAR INC COM 733174106 713 15,900 SH SHARED 1 15,900 POSCO ADR 693483109 3,557 104,700 SH SHARED 1 104,700 POSSIS MEDICAL INC COM 737407106 745 37,700 SH SHARED 1 37,700 POWERWAVE TECHNOLOGIES INC COM 739363109 296 38,200 SH SHARED 1 38,200 PRENTISS PPTYS TR SH BEN INT 740706106 1,412 42,800 SH SHARED 1 42,800 PRICE COMMUNICATIONS CORP COM NEW 741437305 246 17,900 SH SHARED 1 17,900 PRINCIPAL FINL GROUP INC COM 74251V102 6,968 210,700 SH SHARED 1 210,700 PRIORITY HEALTHCARE CL B 74264T102 404 16,800 SH SHARED 1 16,800 PRIVATEBANCORP INC(IPO) COM 742962103 580 12,800 SH SHARED 1 12,800 PROGRESS FINL CORP COM 743266108 762 24,700 SH SHARED 1 24,700 PROTECTIVE LIFE COM 743674103 988 29,200 SH SHARED 1 29,200 PROTEIN DESIGN LABS INC COM 74369L103 2,307 128,900 SH SHARED 1 128,900 PROVINCE HEALTHCARE CO COM 743977100 1,557 97,300 SH SHARED 1 97,300 PS BUSINESS PARKS INC CALIF COM 69360J107 545 13,200 SH SHARED 1 13,200 PSS WORLD MEDICAL INC COM 69366A100 1,088 90,200 SH SHARED 1 90,200 PUBLIC STORAGE COM 74460D109 772 17,800 SH SHARED 1 17,800 PUGET ENERGY INC NEW COM 745310102 1,284 54,000 SH SHARED 1 54,000 PULTE HOMES INC COM 745867101 6,741 72,000 SH SHARED 1 72,000 QIAGEN NV ORD N72482107 318 26,600 SH SHARED 1 26,600 QLOGIC CORP COM 747277101 2,393 46,400 SH SHARED 1 46,400 QUEST DIAGNOSTICS INC COM 74834L100 1,908 26,100 SH SHARED 1 26,100 QUIKSILVER INC COM 74838C106 1,989 112,200 SH SHARED 1 112,200 QUILMES INDL QUINSA SOC ANON ADR 74838Y207 1,274 77,900 SH SHARED 1 77,900 R&G FINL CORP CL B 749136107 784 19,700 SH SHARED 1 19,700 RADIAN GROUP INC COM 750236101 1,248 25,600 SH SHARED 1 25,600 RADISYS CORP COM 750459109 302 17,900 SH SHARED 1 17,900 RADWARE LTD COM M81873107 289 10,600 SH SHARED 1 10,600 RAINBOW TECHNOLOGIES INC COM 750862104 212 18,800 SH SHARED 1 18,800 RALCORP HOLDINGS COM 751028101 1,094 34,900 SH SHARED 1 34,900 RAMBUS INC DEL COM 750917106 2,579 84,000 SH SHARED 1 84,000 RAMCO-GERSHENSON PPTYS TR COM SH BEN INT 751452202 382 13,500 SH SHARED 1 13,500 RAYMOND JAMES FINL INC COM 754730109 1,836 48,700 SH SHARED 1 48,700 REALTY INCOME CORP REIT 756109104 1,432 35,800 SH SHARED 1 35,800 RECKSON ASSOC RLTY CORP COM 75621K106 513 21,100 SH SHARED 1 21,100 REDWOOD TR INC COM 758075402 636 12,500 SH SHARED 1 12,500 REGIONS FINL 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