-----BEGIN PRIVACY-ENHANCED MESSAGE----- Proc-Type: 2001,MIC-CLEAR Originator-Name: webmaster@www.sec.gov Originator-Key-Asymmetric: MFgwCgYEVQgBAQICAf8DSgAwRwJAW2sNKK9AVtBzYZmr6aGjlWyK3XmZv3dTINen TWSM7vrzLADbmYQaionwg5sDW3P6oaM5D3tdezXMm7z1T+B+twIDAQAB MIC-Info: RSA-MD5,RSA, MzR19UYjfDeoY0yi7dWc3a6pU/3Yo+FVTnjol/IBXtfLAAlc5n26CJgDRj0njm5V DIbR9weypeuXz72v9l0ILQ== 0000919574-05-002510.txt : 20050805 0000919574-05-002510.hdr.sgml : 20050805 20050805171215 ACCESSION NUMBER: 0000919574-05-002510 CONFORMED SUBMISSION TYPE: 13F-HR/A PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20040630 FILED AS OF DATE: 20050805 DATE AS OF CHANGE: 20050805 EFFECTIVENESS DATE: 20050805 FILER: COMPANY DATA: COMPANY CONFORMED NAME: TWO SIGMA INVESTMENTS LLC CENTRAL INDEX KEY: 0001179392 IRS NUMBER: 314181471 STATE OF INCORPORATION: DE FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 13F-HR/A SEC ACT: 1934 Act SEC FILE NUMBER: 028-10385 FILM NUMBER: 051003688 BUSINESS ADDRESS: STREET 1: 379 WEST BROADWAY STREET 2: 5TH FLOOR CITY: NEW YORK STATE: NY ZIP: 10012 BUSINESS PHONE: 2126255745 13F-HR/A 1 d592183_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, 2004 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 16, 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: 879 Form 13F Information Table Value Total: $2,417,289 (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 June 30, 2004
- --------------------------------------------------------------------------------------------------------------------------- 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 - --------------------------------------------------------------------------------------------------------------------------- 21ST CENTY INS GROUP COM 90130N103 326 25,200 SH SHARED 1 25,200 7-ELEVEN INC COM NEW 817826209 530 29,700 SH SHARED 1 29,700 A D C TELECOMMUNICATIONS COM 000886101 791 278,600 SH SHARED 1 278,600 AARON RENTS INC COM 002535201 1,372 41,400 SH SHARED 1 41,400 ABERCROMBIE & FITCH CO CL A 002896207 5,878 151,700 SH SHARED 1 151,700 ACADIA RLTY TR COM SH BEN INT 004239109 276 20,100 SH SHARED 1 20,100 ACCENTURE LTD BERMUDA CL A G1150G111 17,846 649,400 SH SHARED 1 649,400 ACE LTD ORD G0070K103 4,917 116,300 SH SHARED 1 116,300 ACETO CORP COM 004446100 495 28,100 SH SHARED 1 28,100 ACTION PERFORMANCE COS INC COM 004933107 1,820 120,800 SH SHARED 1 120,800 ACTIVISION INC NEW COM NEW 004930202 1,227 77,200 SH SHARED 1 77,200 ACXIOM CORP COM 005125109 377 15,200 SH SHARED 1 15,200 ADAPTEC INC COM 00651F108 212 25,100 SH SHARED 1 25,100 ADOLOR CORP COM 00724X102 1,149 90,600 SH SHARED 1 90,600 ADTRAN INC COM 00738A106 2,957 88,600 SH SHARED 1 88,600 ADVANCED FIBRE COMMUNICATIO COM 00754A105 3,234 160,100 SH SHARED 1 160,100 ADVANCED MEDICAL OPTICS INC COM 00763M108 17,675 415,200 SH SHARED 1 415,200 ADVANCED MICRO DEVICES INC COM 007903107 2,234 140,500 SH SHARED 1 140,500 AES CORP COM 00130H105 2,123 213,800 SH SHARED 1 213,800 AETNA INC NEW COM 00817Y108 4,888 57,500 SH SHARED 1 57,500 AGERE SYS INC CL A 00845V100 270 117,200 SH SHARED 1 117,200 AGILE SOFTWARE CORP DEL COM 00846X105 223 25,500 SH SHARED 1 25,500 AGILYSYS INC COM 00847J105 571 41,400 SH SHARED 1 41,400 AGL RES INC COM 001204106 444 15,300 SH SHARED 1 15,300 AGNICO EAGLE MINES LTD COM 008474108 742 56,200 SH SHARED 1 56,200 AGREE REALTY CORP COM 008492100 344 13,600 SH SHARED 1 13,600 AIRGAS INC COM 009363102 543 22,700 SH SHARED 1 22,700 AIRTRAN HLDGS INC COM 00949P108 232 16,400 SH SHARED 1 16,400 AKAMAI TECHNOLOGIES INC COM 00971T101 696 38,800 SH SHARED 1 38,800 ALADDIN KNOWLEDGE SYS LTD COM M0392N101 844 51,300 SH SHARED 1 51,300 ALBERTSONS INC COM 013104104 5,335 201,000 SH SHARED 1 201,000 ALCON INC COM SHS H01301102 2,847 36,200 SH SHARED 1 36,200 ALKERMES INC COM 01642T108 1,070 78,700 SH SHARED 1 78,700 ALLEGHENY ENERGY INC COM 017361106 481 31,200 SH SHARED 1 31,200 ALLETE INC COM 018522102 1,735 52,100 SH SHARED 1 52,100 ALLIANCE DATA SYSTEMS CORP COM 018581108 1,145 27,100 SH SHARED 1 27,100 ALLIANT ENERGY CORP COM 018802108 3,380 129,600 SH SHARED 1 129,600 ALLIED WASTE INDS INC COM PAR $.01 NEW 019589308 426 32,300 SH SHARED 1 32,300 ALLMERICA FINL CORP COM 019754100 5,239 155,000 SH SHARED 1 155,000 ALLSCRIPTS HEALTHCARE SOLUT COM 01988P108 548 69,853 SH SHARED 1 69,853 ALLSTATE CORP COM 020002101 3,715 79,800 SH SHARED 1 79,800 ALPHARMA INC CL A 020813101 1,161 56,700 SH SHARED 1 56,700 ALTERA CORP COM 021441100 16,782 757,300 SH SHARED 1 757,300 ALUMINUM CORP CHINA LTD SPON ADR H SHS 022276109 653 12,000 SH SHARED 1 12,000 AMDOCS LTD ORD G02602103 2,720 116,100 SH SHARED 1 116,100 AMERADA HESS CORP COM 023551104 4,086 51,600 SH SHARED 1 51,600 AMERICA MOVIL S A DE C V SPON ADR L SHS 02364W105 578 15,900 SH SHARED 1 15,900 AMERICA WEST HLDG CORP CL B 023657208 947 104,300 SH SHARED 1 104,300 AMERICAN CAPITAL STRATEGIES COM 024937104 4,500 160,600 SH SHARED 1 160,600 AMERICAN EAGLE OUTFITTERS N COM 02553E106 1,723 59,600 SH SHARED 1 59,600 AMERICAN FINL GROUP INC OHIO COM 025932104 2,320 75,900 SH SHARED 1 75,900 AMERICAN GREETINGS CORP CL A 026375105 2,517 108,600 SH SHARED 1 108,600 AMERICAN HEALTHWAYS INC COM 02649V104 3,405 127,900 SH SHARED 1 127,900 AMERICAN HOME MTG INVT CORP COM 02660R107 1,395 53,800 SH SHARED 1 53,800 AMERIGAS PARTNERS L P UNIT L P INT 030975106 314 12,100 SH SHARED 1 12,100 AMERUS GROUP CO COM 03072M108 418 10,100 SH SHARED 1 10,100 AMETEK INC NEW COM 031100100 362 11,700 SH SHARED 1 11,700 AMLI RESIDENTIAL PPTYS TR SH BEN INT 001735109 1,077 36,700 SH SHARED 1 36,700 AMPHENOL CORP NEW CL A 032095101 1,906 57,200 SH SHARED 1 57,200 ANADARKO PETE CORP COM 032511107 592 10,100 SH SHARED 1 10,100 ANALOG DEVICES INC COM 032654105 5,329 113,200 SH SHARED 1 113,200 ANDRX CORP DEL ANDRX GROUP 034553107 966 34,600 SH SHARED 1 34,600 ANGELICA CORP COM 034663104 402 16,000 SH SHARED 1 16,000 ANGLOGOLD ASHANTI LTD SPON- SORED ADR 035128206 450 14,000 SH SHARED 1 14,000 ANTHRACITE CAP INC COM 037023108 224 18,700 SH SHARED 1 18,700 ANWORTH MORTGAGE ASSET CP COM 037347101 984 82,800 SH SHARED 1 82,800 AON CORP COM 037389103 2,417 84,900 SH SHARED 1 84,900 APACHE CORP COM 037411105 5,431 124,700 SH SHARED 1 124,700 APOGENT TECHNOLOGIES INC COM 03760A101 8,570 267,800 SH SHARED 1 267,800 APPLE COMPUTER INC COM 037833100 15,707 482,700 SH SHARED 1 482,700 APPLEBEES INTL INC COM 037899101 2,279 99,000 SH SHARED 1 99,000 APPLERA CORP COM AP BIO GRP 038020103 659 30,300 SH SHARED 1 30,300 APPLIED INDL TECHNOLOGIES I COM 03820C105 373 12,400 SH SHARED 1 12,400 APPLIED MICRO CIRCUITS CORP COM 03822W109 4,710 885,400 SH SHARED 1 885,400 APPLIED SIGNAL TECHNOLOGY I COM 038237103 554 15,800 SH SHARED 1 15,800 ARACRUZ CELULOSE S A SPON ADR PFD B 038496204 2,022 61,900 SH SHARED 1 61,900 ARCH CAP GROUP LTD ORD G0450A105 1,216 30,500 SH SHARED 1 30,500 ARCHER DANIELS MIDLAND CO COM 039483102 3,556 211,900 SH SHARED 1 211,900 ARGOSY GAMING CO COM 040228108 493 13,100 SH SHARED 1 13,100 ARIAD PHARMACEUTICALS INC COM 04033A100 219 29,200 SH SHARED 1 29,200 ARKANSAS BEST CORP DEL COM 040790107 665 20,200 SH SHARED 1 20,200 ARMOR HOLDINGS INC COM 042260109 2,302 67,700 SH SHARED 1 67,700 ARROW ELECTRS INC COM 042735100 1,757 65,500 SH SHARED 1 65,500 ARTESYN TECHNOLOGIES INC COM 043127109 201 22,300 SH SHARED 1 22,300 ASHFORD HOSPITALITY TR INC COM SHS 044103109 570 68,300 SH SHARED 1 68,300 ASHLAND INC COM 044204105 11,998 227,200 SH SHARED 1 227,200 ASIAINFO HLDGS INC COM 04518A104 329 62,300 SH SHARED 1 62,300 ASK JEEVES INC COM 045174109 3,919 100,400 SH SHARED 1 100,400 ASPEN INSURANCE HOLDINGS LTD SHS G05384105 734 31,600 SH SHARED 1 31,600 ASYST TECHNOLOGY CORP COM 04648X107 2,115 204,500 SH SHARED 1 204,500 ATI TECHNOLOGIES INC COM 001941103 9,249 490,400 SH SHARED 1 490,400 ATMEL CORP COM 049513104 526 88,800 SH SHARED 1 88,800 ATMOS ENERGY CORP COM 049560105 338 13,200 SH SHARED 1 13,200 ATWOOD OCEANICS INC COM 050095108 497 11,900 SH SHARED 1 11,900 AU OPTRONICS CORP SPON- SORED ADR 002255107 2,722 166,600 SH SHARED 1 166,600 AUDIOCODES LTD COM M15342104 314 26,300 SH SHARED 1 26,300 AUTOMATIC DATA PROCESSING I COM 053015103 4,435 105,900 SH SHARED 1 105,900 AUTONATION INC COM 05329W102 325 19,000 SH SHARED 1 19,000 AUTOZONE INC COM 053332102 16,300 203,500 SH SHARED 1 203,500 AVENTIS SPON- SORED ADR 053561106 761 10,000 SH SHARED 1 10,000 AVID TECHNOLOGY INC COM 05367P100 2,548 46,700 SH SHARED 1 46,700 AVISTA CORP COM 05379B107 698 37,900 SH SHARED 1 37,900 AVNET INC COM 053807103 393 17,300 SH SHARED 1 17,300 AZTAR CORP COM 054802103 412 14,700 SH SHARED 1 14,700 BANK HAWAII CORP COM 062540109 1,786 39,500 SH SHARED 1 39,500 BANK NEW YORK INC COM 064057102 1,108 37,600 SH SHARED 1 37,600 BANK OF AMERICA CORPORATION COM 060505104 10,290 121,600 SH SHARED 1 121,600 BANK ONE CORP COM 06423A103 11,970 234,700 SH SHARED 1 234,700 BARD C R INC COM 067383109 16,395 289,400 SH SHARED 1 289,400 BARNES & NOBLE INC COM 067774109 353 10,400 SH SHARED 1 10,400 BARNES GROUP INC COM 067806109 501 17,300 SH SHARED 1 17,300 BARR PHARMACEUTICALS INC COM 068306109 2,352 69,800 SH SHARED 1 69,800 BAUSCH & LOMB INC COM 071707103 1,093 16,800 SH SHARED 1 16,800 BAXTER INTL INC COM 071813109 2,737 79,300 SH SHARED 1 79,300 BEAR STEARNS COS INC COM 073902108 6,956 82,500 SH SHARED 1 82,500 BEARINGPOINT INC COM 074002106 3,377 380,700 SH SHARED 1 380,700 BEAZER HOMES USA INC COM 07556Q105 13,883 138,400 SH SHARED 1 138,400 BECKMAN COULTER INC COM 075811109 1,147 18,800 SH SHARED 1 18,800 BELLSOUTH CORP COM 079860102 6,985 266,400 SH SHARED 1 266,400 BELO CORP COM SER A 080555105 309 11,500 SH SHARED 1 11,500 BEMIS INC COM 081437105 678 24,000 SH SHARED 1 24,000 BERKLEY W R CORP COM 084423102 704 16,400 SH SHARED 1 16,400 BEVERLY ENTERPRISES INC COM NEW 087851309 1,699 197,500 SH SHARED 1 197,500 BHP BILLITON LTD SPON- SORED ADR 088606108 203 11,600 SH SHARED 1 11,600 BIG LOTS INC COM 089302103 1,366 94,500 SH SHARED 1 94,500 BJ SVCS CO COM 055482103 4,891 106,700 SH SHARED 1 106,700 BJS WHOLESALE CLUB INC COM 05548J106 1,038 41,500 SH SHARED 1 41,500 BANCO LATINOAMERICANO DE EXP CL E P16994132 262 16,700 SH SHARED 1 16,700 BLOCKBUSTER INC CL A 093679108 566 37,300 SH SHARED 1 37,300 BOSTON COMMUNICATIONS GROUP COM 100582105 1,117 109,000 SH SHARED 1 109,000 BOYD GAMING CORP COM 103304101 712 26,800 SH SHARED 1 26,800 BRIGGS & STRATTON CORP COM 109043109 5,434 61,500 SH SHARED 1 61,500 BRINKS CO COM 109696104 2,278 66,500 SH SHARED 1 66,500 BRISTOL MYERS SQUIBB CO COM 110122108 17,341 707,800 SH SHARED 1 707,800 BRISTOL WEST HLDGS INC COM 11037M105 1,190 65,400 SH SHARED 1 65,400 BROCADE COMMUNICATIONS SYS COM 111621108 10,509 1,757,400 SH SHARED 1 1,757,400 BROOKFIELD PPTYS CORP COM 112900105 986 34,300 SH SHARED 1 34,300 BROWN SHOE INC NEW COM 115736100 774 18,900 SH SHARED 1 18,900 BUFFALO WILD WINGS INC COM 119848109 343 12,400 SH SHARED 1 12,400 BURLINGTON NORTHN SANTA FE COM 12189T104 2,216 63,200 SH SHARED 1 63,200 CABLEVISION SYS CORP CL A NY CABLVS 12686C109 1,658 84,400 SH SHARED 1 84,400 CABOT CORP COM 127055101 2,251 55,300 SH SHARED 1 55,300 CADENCE DESIGN SYSTEM INC COM 127387108 1,018 69,600 SH SHARED 1 69,600 CAESARS ENTMT INC COM 127687101 4,767 317,800 SH SHARED 1 317,800 CAL DIVE INTL INC COM 127914109 2,426 80,000 SH SHARED 1 80,000 CALIFORNIA PIZZA KITCHEN IN COM 13054D109 768 40,100 SH SHARED 1 40,100 CALIFORNIA WTR SVC GROUP COM 130788102 388 14,100 SH SHARED 1 14,100 CAMBREX CORP COM 132011107 325 12,900 SH SHARED 1 12,900 CAPITAL AUTOMOTIVE REIT COM SH BEN INT 139733109 2,423 82,600 SH SHARED 1 82,600 CAPITAL ONE FINL CORP COM 14040H105 3,234 47,300 SH SHARED 1 47,300 CARBO CERAMICS INC COM 140781105 1,160 17,000 SH SHARED 1 17,000 CARLISLE COS INC COM 142339100 1,127 18,100 SH SHARED 1 18,100 CARNIVAL CORP PAIRED CTF 143658300 6,101 129,800 SH SHARED 1 129,800 CARRAMERICA RLTY CORP COM 144418100 1,421 47,000 SH SHARED 1 47,000 CASH AMER INTL INC COM 14754D100 575 25,000 SH SHARED 1 25,000 CATELLUS DEV CORP NEW COM 149113102 611 24,800 SH SHARED 1 24,800 CATERPILLAR INC DEL COM 149123101 10,049 126,500 SH SHARED 1 126,500 CBL & ASSOC PPTYS INC COM 124830100 5,704 103,700 SH SHARED 1 103,700 CEC ENTMT INC COM 125137109 1,352 45,800 SH SHARED 1 45,800 CELESTICA INC SUB VTG SHS 15101Q108 5,969 299,200 SH SHARED 1 299,200 CEMEX S A SPON ADR 5 ORD 151290889 3,475 119,400 SH SHARED 1 119,400 CENDANT CORP COM 151313103 1,200 49,000 SH SHARED 1 49,000 CENTRAL FGHT LINES INC COM 153491105 302 37,800 SH SHARED 1 37,800 CENTURY ALUM CO COM 156431108 302 12,200 SH SHARED 1 12,200 CENTURYTEL INC COM 156700106 11,538 384,100 SH SHARED 1 384,100 CERIDIAN CORP NEW COM 156779100 1,762 78,300 SH SHARED 1 78,300 CHARLES RIVER ASSOCIATES COM 159852102 2,553 82,500 SH SHARED 1 82,500 CHARLOTTE RUSSE HLDG INC COM 161048103 652 30,500 SH SHARED 1 30,500 CHARMING SHOPPES INC COM 161133103 2,383 266,900 SH SHARED 1 266,900 CHARTERMAC SH BEN INT 160908109 2,165 110,100 SH SHARED 1 110,100 CHATTEM INC COM 162456107 979 33,900 SH SHARED 1 33,900 CHECK POINT SOFTWARE TECH LT ORD M22465104 9,079 336,400 SH SHARED 1 336,400 CHELSEA PPTY GROUP INC COM 163421100 2,981 45,700 SH SHARED 1 45,700 CHESAPEAKE ENERGY CORP COM 165167107 4,183 284,200 SH SHARED 1 284,200 CHEVRONTEXACO CORP COM 166764100 8,084 85,900 SH SHARED 1 85,900 CHINA LIFE INS CO LTD SPON ADR REP H 16939P106 2,097 88,500 SH SHARED 1 88,500 CHINA PETE & CHEM CORP SPON ADR H SHS 16941R108 595 16,100 SH SHARED 1 16,100 CHINA TELECOM CORP LTD SPON ADR H SHS 169426103 3,180 90,100 SH SHARED 1 90,100 CHINA YUCHAI INTL LTD COM G21082105 556 30,500 SH SHARED 1 30,500 CHIRON CORP COM 170040109 20,722 464,200 SH SHARED 1 464,200 CHUBB CORP COM 171232101 689 10,100 SH SHARED 1 10,100 CIENA CORP COM 171779101 221 59,800 SH SHARED 1 59,800 CIGNA CORP COM 125509109 1,259 18,300 SH SHARED 1 18,300 CIMAREX ENERGY CO COM 171798101 308 10,200 SH SHARED 1 10,200 CINERGY CORP COM 172474108 3,500 92,100 SH SHARED 1 92,100 CIRCUIT CITY STORE INC COM 172737108 1,994 154,000 SH SHARED 1 154,000 CISCO SYS INC COM 17275R102 1,943 82,000 SH SHARED 1 82,000 CITIGROUP INC COM 172967101 1,283 27,600 SH SHARED 1 27,600 CITIZENS BKG CORP MICH COM 174420109 456 14,700 SH SHARED 1 14,700 CITIZENS COMMUNICATIONS CO COM 17453B101 477 39,400 SH SHARED 1 39,400 CITRIX SYS INC COM 177376100 11,139 547,100 SH SHARED 1 547,100 CKE RESTAURANTS INC COM 12561E105 3,404 255,400 SH SHARED 1 255,400 CLAIRES STORES INC COM 179584107 996 45,900 SH SHARED 1 45,900 CLEAR CHANNEL COMMUNICATIONS COM 184502102 3,026 81,900 SH SHARED 1 81,900 CLOROX CO DEL COM 189054109 9,180 170,700 SH SHARED 1 170,700 CNF INC COM 12612W104 7,252 174,500 SH SHARED 1 174,500 COACH INC COM 189754104 746 16,500 SH SHARED 1 16,500 COCA COLA CO COM 191216100 1,459 28,900 SH SHARED 1 28,900 COCA COLA ENTERPRISES INC COM 191219104 635 21,900 SH SHARED 1 21,900 COEUR D ALENE MINES CORP IDA COM 192108108 711 174,200 SH SHARED 1 174,200 COGNOS INC COM 19244C109 9,944 275,000 SH SHARED 1 275,000 COLONIAL BANCGROUP INC COM 195493309 2,197 120,900 SH SHARED 1 120,900 COMERICA INC COM 200340107 15,663 285,400 SH SHARED 1 285,400 COMMERCIAL CAP BANCORP INC COM 20162L105 2,527 145,500 SH SHARED 1 145,500 COMMONWEALTH TEL ENTERPRISES COM 203349105 582 13,000 SH SHARED 1 13,000 COMMSCOPE INC COM 203372107 586 27,300 SH SHARED 1 27,300 COMMUNITY HEALTH SYS INC NEW COM 203668108 3,357 125,400 SH SHARED 1 125,400 COMPANHIA DE BEBIDAS DAS AME SPON ADR PFD 20441W203 1,810 90,200 SH SHARED 1 90,200 COMPANHIA VALE DO RIO DOCE SPON- SORED ADR 204412209 961 20,200 SH SHARED 1 20,200 COMPASS MINERALS INTL INC COM 20451N101 870 44,900 SH SHARED 1 44,900 COMPUTER SCIENCES CORP COM 205363104 22,662 488,100 SH SHARED 1 488,100 COMPUWARE CORP COM 205638109 785 119,000 SH SHARED 1 119,000 COMTECH TELECOMMUNICATIONS COM NEW 205826209 1,272 56,400 SH SHARED 1 56,400 COMVERSE TECHNOLOGY INC COM PAR $0.10 205862402 8,883 445,500 SH SHARED 1 445,500 CONAGRA FOODS INC COM 205887102 1,603 59,200 SH SHARED 1 59,200 CONNETICS CORP COM 208192104 869 43,000 SH SHARED 1 43,000 CONOCOPHILLIPS COM 20825C104 1,343 17,600 SH SHARED 1 17,600 CONSOL ENERGY INC COM 20854P109 1,598 44,400 SH SHARED 1 44,400 CONSOLIDATED EDISON INC COM 209115104 13,037 327,900 SH SHARED 1 327,900 CONSTELLATION ENERGY GROUP COM 210371100 12,606 332,600 SH SHARED 1 332,600 CONVERGYS CORP COM 212485106 2,067 134,200 SH SHARED 1 134,200 COOPER CAMERON CORP COM 216640102 16,943 347,900 SH SHARED 1 347,900 COOPER INDS LTD CL A G24182100 2,638 44,400 SH SHARED 1 44,400 COPART INC COM 217204106 6,662 249,500 SH SHARED 1 249,500 CORN PRODS INTL INC COM 219023108 740 15,900 SH SHARED 1 15,900 CORNING INC COM 219350105 7,892 604,300 SH SHARED 1 604,300 COSTCO WHSL CORP NEW COM 22160K105 15,751 382,500 SH SHARED 1 382,500 COUNTRYWIDE FINANCIAL CORP COM 222372104 9,020 128,400 SH SHARED 1 128,400 COUSINS PPTYS INC COM 222795106 814 24,700 SH SHARED 1 24,700 COVANCE INC COM 222816100 459 11,900 SH SHARED 1 11,900 COX RADIO INC CL A 224051102 1,038 59,700 SH SHARED 1 59,700 CREDENCE SYS CORP COM 225302108 1,173 85,000 SH SHARED 1 85,000 CROWN CASTLE INTL CORP COM 228227104 1,732 117,400 SH SHARED 1 117,400 CSG SYS INTL INC COM 126349109 2,099 101,400 SH SHARED 1 101,400 CTS CORP COM 126501105 847 70,200 SH SHARED 1 70,200 CURATIVE HEALTH SRVCS INC COM 23126W100 408 47,100 SH SHARED 1 47,100 CYPRESS SEMICONDUCTOR CORP COM 232806109 2,549 179,600 SH SHARED 1 179,600 CYTEC INDS INC COM 232820100 704 15,500 SH SHARED 1 15,500 D & K HEALTHCARE RES INC COM 232861104 434 36,200 SH SHARED 1 36,200 DAIMLERCHRYSLER AG ORD D1668R123 791 16,800 SH SHARED 1 16,800 DARDEN RESTAURANTS INC COM 237194105 869 42,300 SH SHARED 1 42,300 DAVE & BUSTERS INC COM 23833N104 306 16,300 SH SHARED 1 16,300 DAVITA INC COM 23918K108 672 21,800 SH SHARED 1 21,800 DEAN FOODS CO NEW COM 242370104 4,757 127,500 SH SHARED 1 127,500 DENTSPLY INTL INC NEW COM 249030107 2,381 45,700 SH SHARED 1 45,700 DIEBOLD INC COM 253651103 682 12,900 SH SHARED 1 12,900 DIGENE CORP COM 253752109 625 17,100 SH SHARED 1 17,100 DIGITAL RIV INC COM 25388B104 4,281 131,200 SH SHARED 1 131,200 DIGITALNET HLDGS INC COM 25389B103 218 10,700 SH SHARED 1 10,700 DIGITAS INC COM 25388K104 303 27,500 SH SHARED 1 27,500 DILLARDS INC CL A 254067101 4,168 186,900 SH SHARED 1 186,900 DIMON INC COM 254394109 229 40,000 SH SHARED 1 40,000 DIRECT GEN CORP COM 25456W204 1,512 46,913 SH SHARED 1 46,913 DIRECTV GROUP INC COM 25459L106 2,079 121,600 SH SHARED 1 121,600 DISNEY WALT CO COM DISNEY 254687106 8,687 340,800 SH SHARED 1 340,800 DITECH COMMUNICATIONS CORP COM 25500M103 439 18,800 SH SHARED 1 18,800 DOLLAR TREE STORES INC COM 256747106 8,245 300,600 SH SHARED 1 300,600 DOW JONES & CO INC COM 260561105 1,669 37,000 SH SHARED 1 37,000 DYNEGY INC NEW CL A 26816Q101 440 103,200 SH SHARED 1 103,200 E M C CORP MASS COM 268648102 3,826 335,600 SH SHARED 1 335,600 E TRADE FINANCIAL CORP COM 269246104 2,093 187,700 SH SHARED 1 187,700 EAGLE MATERIALS INC COM 26969P108 1,520 21,400 SH SHARED 1 21,400 EARTHLINK INC COM 270321102 4,855 469,100 SH SHARED 1 469,100 EASTMAN KODAK CO COM 277461109 1,427 52,900 SH SHARED 1 52,900 EATON CORP COM 278058102 7,749 119,700 SH SHARED 1 119,700 ECHOSTAR COMMUNICATIONS NEW CL A 278762109 889 28,900 SH SHARED 1 28,900 ECLIPSYS CORP COM 278856109 560 36,700 SH SHARED 1 36,700 EDISON INTL COM 281020107 5,101 199,500 SH SHARED 1 199,500 EFUNDS CORP COM 28224R101 627 35,800 SH SHARED 1 35,800 ELECTRONIC ARTS INC COM 285512109 3,999 73,300 SH SHARED 1 73,300 ELKCORP COM 287456107 500 20,900 SH SHARED 1 20,900 EMBRAER-EMPRESA BRASIL EIRA D SP ADR PFD SHS 29081M102 1,418 49,600 SH SHARED 1 49,600 EMMIS COMMUNICATIONS CORP CL A 291525103 780 37,200 SH SHARED 1 37,200 ENCORE MED CORP COM 29256E109 394 62,500 SH SHARED 1 62,500 ENDO PHARMACEUTICALS HLDGS I COM 29264F205 2,500 106,600 SH SHARED 1 106,600 ENDURANCE SPECIALTY HLDGS LT SHS G30397106 3,776 108,500 SH SHARED 1 108,500 ENERGY TRANSFER PRTNRS L P UNIT LTD PARTN 29273R109 1,960 50,200 SH SHARED 1 50,200 ENPRO INDS INC COM 29355X107 237 10,300 SH SHARED 1 10,300 ENTERGY CORP NEW COM 29364G103 7,298 130,300 SH SHARED 1 130,300 ENTERPRISE PRODS PARTNERS L COM 293792107 406 19,100 SH SHARED 1 19,100 ENTERTAINMENT PPTYS TR COM SH BEN INT 29380T105 718 20,100 SH SHARED 1 20,100 ENTRAVISION COMMUNICATIONS CL A 29382R107 204 26,500 SH SHARED 1 26,500 ENTRUST INC COM 293848107 207 46,100 SH SHARED 1 46,100 ENZO BIOCHEM INC COM 294100102 315 21,000 SH SHARED 1 21,000 ENZON PHARMACEUTICALS INC COM 293904108 988 77,400 SH SHARED 1 77,400 EOG RES INC COM 26875P101 651 10,900 SH SHARED 1 10,900 EPIX MEDICAL INC COM 26881Q101 371 17,600 SH SHARED 1 17,600 EQUITABLE RES INC COM 294549100 564 10,900 SH SHARED 1 10,900 ERESEARCHTECHNOLOGY INC COM 29481V108 417 14,900 SH SHARED 1 14,900 ERICSSON L M TEL CO ADR B SEK 10 294821608 2,610 87,300 SH SHARED 1 87,300 ESPEED INC CL A 296643109 312 17,700 SH SHARED 1 17,700 EVEREST RE GROUP LTD COM G3223R108 5,272 65,600 SH SHARED 1 65,600 EVERGREEN RES INC COM NO PAR 299900308 6,302 156,000 SH SHARED 1 156,000 EVOLVING SYS INC COM 30049R100 505 106,500 SH SHARED 1 106,500 EXELON CORP COM 30161N101 1,718 51,600 SH SHARED 1 51,600 EXPRESSJET HOLDINGS INC CL A 30218U108 1,694 139,500 SH SHARED 1 139,500 EXXON MOBIL CORP COM 30231G102 12,932 291,200 SH SHARED 1 291,200 F M C CORP COM NEW 302491303 1,893 43,900 SH SHARED 1 43,900 FAIRCHILD SEMICONDUCTOR INTL COM 303726103 994 60,700 SH SHARED 1 60,700 FARGO ELECTRONICS INC COM 30744P102 203 18,300 SH SHARED 1 18,300 FARO TECHNOLOGIES INC COM 311642102 1,099 42,800 SH SHARED 1 42,800 FASTENAL CO COM 311900104 3,808 67,000 SH SHARED 1 67,000 FEDERATED DEPT STORES INC DE COM 31410H101 12,511 254,800 SH SHARED 1 254,800 FEI CO COM 30241L109 282 11,800 SH SHARED 1 11,800 FERRELL GAS PARTNERS L.P. UNIT LTD PAR 315293100 337 15,700 SH SHARED 1 15,700 FIDELITY NATL FINL INC COM 316326107 2,774 74,300 SH SHARED 1 74,300 FIFTH THIRD BANCORP COM 316773100 6,217 115,600 SH SHARED 1 115,600 FINANCIAL FED CORP COM 317492106 776 22,000 SH SHARED 1 22,000 FINISH LINE INC CL A 317923100 905 30,000 SH SHARED 1 30,000 FIRST AMERN CORP CALIF COM 318522307 3,534 136,500 SH SHARED 1 136,500 FIRST FED CAP CORP COM 319960100 303 10,900 SH SHARED 1 10,900 FIRST MARBLEHEAD CORP COM 320771108 483 12,000 SH SHARED 1 12,000 FIRST POTOMAC RLTY TR COM 33610F109 535 27,900 SH SHARED 1 27,900 FIRSTENERGY CORP COM 337932107 2,357 63,000 SH SHARED 1 63,000 FISERV INC COM 337738108 6,751 173,600 SH SHARED 1 173,600 FLORIDA ROCK INDS INC COM 341140101 763 18,100 SH SHARED 1 18,100 FLOWERS FOODS INC COM 343498101 2,181 83,400 SH SHARED 1 83,400 FLOWSERVE CORP COM 34354P105 1,322 53,000 SH SHARED 1 53,000 FOMENTO ECONOMICO MEXICANOS SPON ADR UNI 344419106 619 13,500 SH SHARED 1 13,500 FOOT LOCKER INC COM 344849104 336 13,800 SH SHARED 1 13,800 FORD MTR CO DEL COM PAR $0.01 345370860 4,809 307,300 SH SHARED 1 307,300 FOREST LABS INC COM 345838106 11,207 197,900 SH SHARED 1 197,900 FOREST OIL CORP COM PAR $0.01 346091705 3,869 141,600 SH SHARED 1 141,600 FOUR SEASONS HOTEL INC LTD VTG SH 35100E104 9,290 154,300 SH SHARED 1 154,300 FOX ENTMT GROUP INC CL A 35138T107 10,611 397,400 SH SHARED 1 397,400 FPIC INS GROUP INC COM 302563101 412 16,700 SH SHARED 1 16,700 FRANKLIN BK CORP DEL COM 352451108 637 40,255 SH SHARED 1 40,255 FREEMARKETS INC COM 356602102 232 35,600 SH SHARED 1 35,600 FREEPORT-MCMORAN COPPER & GO CL B 35671D857 1,177 35,500 SH SHARED 1 35,500 FREMONT GEN CORP COM 357288109 657 37,200 SH SHARED 1 37,200 FRIEDMAN BILLINGS RAMSEY GR CL A 358434108 495 25,000 SH SHARED 1 25,000 FRONTLINE LTD ORD G3682E127 1,677 48,600 SH SHARED 1 48,600 GABELLI ASSET MGMT INC CL A 36239Y102 863 20,300 SH SHARED 1 20,300 GANNETT INC COM 364730101 2,868 33,800 SH SHARED 1 33,800 GENENTECH INC COM NEW 368710406 3,147 56,000 SH SHARED 1 56,000 GENERAL DYNAMICS CORP COM 369550108 1,629 16,400 SH SHARED 1 16,400 GENERAL ELEC CO COM 369604103 9,150 282,400 SH SHARED 1 282,400 GENERAL GROWTH PPTYS INC COM 370021107 4,249 143,700 SH SHARED 1 143,700 GENERAL MARITIME CORP SHS Y2692M103 1,490 54,300 SH SHARED 1 54,300 GENERAL MLS INC COM 370334104 1,654 34,800 SH SHARED 1 34,800 GENERAL MTRS CORP COM 370442105 1,957 42,000 SH SHARED 1 42,000 GENESCO INC COM 371532102 1,571 66,500 SH SHARED 1 66,500 GENESEE & WYO INC CL A 371559105 263 11,100 SH SHARED 1 11,100 GEN-PROBE INC NEW COM 36866T103 7,387 156,100 SH SHARED 1 156,100 GENUINE PARTS CO COM 372460105 599 15,100 SH SHARED 1 15,100 GILEAD SCIENCES INC COM 375558103 2,606 38,900 SH SHARED 1 38,900 GILLETTE CO COM 375766102 3,426 80,800 SH SHARED 1 80,800 GLOBALSANTAFE CORP SHS G3930E101 1,036 39,100 SH SHARED 1 39,100 GOLD FIELDS LTD NEW SPON- SORED ADR 38059T106 419 39,900 SH SHARED 1 39,900 GOLDEN WEST FINL CORP DEL COM 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44,400 SH SHARED 1 44,400 LITTELFUSE INC COM 537008104 1,484 35,000 SH SHARED 1 35,000 LOEWS CORP COM 540424108 1,529 25,500 SH SHARED 1 25,500 LONE STAR TECHNOLOGIES INC COM 542312103 1,805 65,500 SH SHARED 1 65,500 LONGS DRUG STORES CORP COM 543162101 251 10,500 SH SHARED 1 10,500 LONGVIEW FIBRE CO COM 543213102 457 31,000 SH SHARED 1 31,000 LOUISIANA PAC CORP COM 546347105 2,881 121,800 SH SHARED 1 121,800 LUBRIZOL CORP COM 549271104 3,036 82,900 SH SHARED 1 82,900 LUCENT TECHNOLOGIES INC COM 549463107 348 92,100 SH SHARED 1 92,100 LUMINENT MTG CAP INC COM 550278303 1,087 90,600 SH SHARED 1 90,600 M & T BK CORP COM 55261F104 1,030 11,800 SH SHARED 1 11,800 M D C HLDGS INC COM 552676108 700 11,000 SH SHARED 1 11,000 M SYS FLASH DISK PIONEERS LT ORD M7061C100 492 33,000 SH SHARED 1 33,000 MACROMEDIA INC COM 556100105 12,410 505,500 SH SHARED 1 505,500 MACROVISION CORP COM 555904101 3,747 149,700 SH SHARED 1 149,700 MAGELLAN MIDSTREAM PRTNRS LP COM UNIT RP LP 559080106 2,003 39,400 SH 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69,600 SH SHARED 1 69,600 METTLER TOLEDO INTERNATIONAL COM 592688105 2,383 48,500 SH SHARED 1 48,500 MFA MTG INVTS INC COM 55272X102 616 69,200 SH SHARED 1 69,200 MGI PHARMA INC COM 552880106 4,613 170,800 SH SHARED 1 170,800 MGIC INVT CORP WIS COM 552848103 1,699 22,400 SH SHARED 1 22,400 MGM MIRAGE COM 552953101 1,061 22,600 SH SHARED 1 22,600 MICHAELS STORES INC COM 594087108 5,616 102,100 SH SHARED 1 102,100 MICREL INC COM 594793101 2,915 239,900 SH SHARED 1 239,900 MICROCHIP TECHNOLOGY INC COM 595017104 12,285 389,500 SH SHARED 1 389,500 MICROSOFT CORP COM 594918104 20,900 731,800 SH SHARED 1 731,800 MICROSTRATEGY INC CL A NEW 594972408 3,356 78,600 SH SHARED 1 78,600 MIDDLEBY CORP COM 596278101 929 17,000 SH SHARED 1 17,000 MIDWAY GAMES INC COM 598148104 2,127 184,600 SH SHARED 1 184,600 MILLENNIUM CHEMICALS INC COM 599903101 772 44,600 SH SHARED 1 44,600 MILLIPORE CORP COM 601073109 11,229 199,200 SH SHARED 1 199,200 MINE SAFETY APPLIANCES CO COM 602720104 559 16,600 SH SHARED 1 16,600 MONSANTO CO NEW COM 61166W101 2,360 61,300 SH SHARED 1 61,300 MONTPELIER RE HOLDINGS LTD SHS G62185106 4,117 117,800 SH SHARED 1 117,800 MOODYS CORP COM 615369105 5,347 82,700 SH SHARED 1 82,700 MORGAN STANLEY COM NEW 617446448 7,636 144,700 SH SHARED 1 144,700 MOTOROLA INC COM 620076109 14,191 777,600 SH SHARED 1 777,600 MSC INDL DIRECT INC CL A 553530106 936 28,500 SH SHARED 1 28,500 MULTIMEDIA GAMES INC COM 625453105 856 31,900 SH SHARED 1 31,900 MUNICIPAL MTG & EQUITY LLC GROWTH SHS 62624B101 329 14,100 SH SHARED 1 14,100 MYKROLIS CORP COM 62852P103 387 22,200 SH SHARED 1 22,200 MYLAN LABS INC COM 628530107 940 46,400 SH SHARED 1 46,400 MYRIAD GENETICS INC COM 62855J104 521 34,900 SH SHARED 1 34,900 NANOGEN INC COM 630075109 344 50,800 SH SHARED 1 50,800 NATIONAL COMMERCE FINL CORP COM 63545P104 5,327 163,900 SH SHARED 1 163,900 NATIONAL FINL PARTNERS CORP COM 63607P208 1,111 31,500 SH SHARED 1 31,500 NATIONAL FUEL GAS CO N J COM 636180101 485 19,400 SH SHARED 1 19,400 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17,548 226,400 SH SHARED 1 226,400 PHILLIPS VAN HEUSEN CORP COM 718592108 283 14,700 SH SHARED 1 14,700 PHOTON DYNAMICS INC COM 719364101 624 17,800 SH SHARED 1 17,800 PIEDMONT NAT GAS INC COM 720186105 1,157 27,100 SH SHARED 1 27,100 PIER 1 IMPORTS INC COM 720279108 226 12,800 SH SHARED 1 12,800 PINNACLE AIRL CORP COM 723443107 915 80,973 SH SHARED 1 80,973 PINNACLE SYS INC COM 723481107 335 46,900 SH SHARED 1 46,900 PIXAR COM 725811103 2,704 38,900 SH SHARED 1 38,900 PIXELWORKS INC COM 72581M107 4,052 264,500 SH SHARED 1 264,500 PLACER DOME INC COM 725906101 567 34,100 SH SHARED 1 34,100 PLANTRONICS INC NEW COM 727493108 4,399 104,500 SH SHARED 1 104,500 PLATINUM UNDERWRITER HLDGS L COM G7127P100 390 12,800 SH SHARED 1 12,800 PLATO LEARNING INC COM 72764Y100 213 21,500 SH SHARED 1 21,500 PLAYTEX PRODS INC COM 72813P100 239 30,600 SH SHARED 1 30,600 PMC-SIERRA INC COM 69344F106 854 59,500 SH SHARED 1 59,500 PMI GROUP INC COM 69344M101 2,807 64,500 SH SHARED 1 64,500 PNC FINL SVCS 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LIFE CORP COM 743674103 2,328 60,200 SH SHARED 1 60,200 PROVIDE COMM INC COM 74373W103 215 10,900 SH SHARED 1 10,900 PROVIDENT FINL GROUP INC COM 743866105 2,439 61,800 SH SHARED 1 61,800 PROVIDIAN FINL CORP COM 74406A102 5,296 361,000 SH SHARED 1 361,000 PROVINCE HEALTHCARE CO COM 743977100 1,369 79,800 SH SHARED 1 79,800 PUGET ENERGY INC NEW COM 745310102 480 21,900 SH SHARED 1 21,900 QAD INC COM 74727D108 231 21,800 SH SHARED 1 21,800 QLOGIC CORP COM 747277101 10,979 412,900 SH SHARED 1 412,900 QLT INC COM 746927102 1,938 96,700 SH SHARED 1 96,700 QUALCOMM INC COM 747525103 7,145 97,900 SH SHARED 1 97,900 QUEBECOR WORLD COM 748203106 266 12,100 SH SHARED 1 12,100 QUESTAR CORP COM 748356102 1,828 47,300 SH SHARED 1 47,300 QUILMES INDL QUINSA SOCIETE SP ADR CL B 74838Y207 202 12,000 SH SHARED 1 12,000 R & G FINANCIAL CORP CL B 749136107 817 24,700 SH SHARED 1 24,700 RADIAN GROUP INC COM 750236101 2,270 47,400 SH SHARED 1 47,400 RADIOSHACK CORP COM 750438103 1,990 69,500 SH SHARED 1 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285,800 RESOURCES CONNECTION INC COM 76122Q105 1,007 25,755 SH SHARED 1 25,755 RESTORATION HARDWARE INC DEL COM 760981100 351 48,000 SH SHARED 1 48,000 REYNOLDS R J TOB HLDGS INC COM 76182K105 3,217 47,600 SH SHARED 1 47,600 RIGGS NATL CORP WASH DC COM 766570105 955 45,200 SH SHARED 1 45,200 RITE AID CORP COM 767754104 936 179,400 SH SHARED 1 179,400 RLI CORP COM 749607107 788 21,600 SH SHARED 1 21,600 ROBERT HALF INTL INC COM 770323103 390 13,100 SH SHARED 1 13,100 ROFIN SINAR TECHNOLOGIES INC COM 775043102 416 16,400 SH SHARED 1 16,400 ROHM & HAAS CO COM 775371107 2,649 63,700 SH SHARED 1 63,700 RPM INTL INC COM 749685103 520 34,200 SH SHARED 1 34,200 RYANAIR HLDGS PLC SPON- SORED ADR 783513104 479 14,600 SH SHARED 1 14,600 RYDER SYS INC COM 783549108 1,170 29,200 SH SHARED 1 29,200 RYERSON TULL INC NEW COM 78375P107 278 17,500 SH SHARED 1 17,500 RYLAND GROUP INC COM 783764103 2,135 27,300 SH SHARED 1 27,300 SABRE HLDGS CORP CL A 785905100 5,489 198,100 SH SHARED 1 198,100 SAKS INC COM 79377W108 3,912 260,800 SH SHARED 1 260,800 SALIX PHARMACEUTICALS INC COM 795435106 1,120 34,000 SH SHARED 1 34,000 SANDERSON FARMS INC COM 800013104 804 15,000 SH SHARED 1 15,000 SANMINA SCI CORP COM 800907107 5,374 590,600 SH SHARED 1 590,600 SAP AKTIENGESELLSCHAFT SPON- SORED ADR 803054204 2,082 49,800 SH SHARED 1 49,800 SAPIENT CORP COM 803062108 474 78,900 SH SHARED 1 78,900 SAUL CTRS INC COM 804395101 453 14,100 SH SHARED 1 14,100 SBC COMMUNICATIONS INC COM 78387G103 1,598 65,900 SH SHARED 1 65,900 SCANA CORP NEW COM 80589M102 2,128 58,500 SH SHARED 1 58,500 SCANSOFT INC COM 80603P107 492 99,400 SH SHARED 1 99,400 SCANSOURCE INC COM 806037107 671 11,300 SH SHARED 1 11,300 SCHEIN HENRY INC COM 806407102 2,835 44,900 SH SHARED 1 44,900 SCHERING A G SPON- SORED ADR 806585204 592 10,000 SH SHARED 1 10,000 SCHLUMBERGER LTD COM 806857108 2,775 43,700 SH SHARED 1 43,700 SCHNITZER STL INDS CL A 806882106 2,805 82,600 SH SHARED 1 82,600 SCHWEITZER-MAUDUIT INTL INC COM 808541106 904 29,500 SH SHARED 1 29,500 SCIENTIFIC ATLANTA INC COM 808655104 3,291 95,400 SH SHARED 1 95,400 SCOTTISH PWR PLC SPON ADR FINAL 81013T705 717 24,300 SH SHARED 1 24,300 SEA CONTAINERS LTD CL A 811371707 238 13,600 SH SHARED 1 13,600 SEACHANGE INTL INC COM 811699107 1,436 85,100 SH SHARED 1 85,100 SEACOAST FINL SVCS CORP COM 81170Q106 4,059 117,300 SH SHARED 1 117,300 SEAGATE TECHNOLOGY SHS G7945J104 4,326 299,800 SH SHARED 1 299,800 SEARS ROEBUCK & CO COM 812387108 4,308 114,100 SH SHARED 1 114,100 SELECT MEDICAL CORP COM 816196109 250 18,600 SH SHARED 1 18,600 SEMPRA ENERGY COM 816851109 1,147 33,300 SH SHARED 1 33,300 SEMTECH CORP COM 816850101 490 20,800 SH SHARED 1 20,800 SENSIENT TECHNOLOGIES CORP COM 81725T100 861 40,100 SH SHARED 1 40,100 SERENA SOFTWARE INC COM 817492101 819 42,900 SH SHARED 1 42,900 SFBC INTL INC COM 784121105 727 23,200 SH SHARED 1 23,200 SHAW GROUP INC COM 820280105 227 22,400 SH SHARED 1 22,400 SHIRE PHARMACEUTICALS GRP PL SPON- SORED ADR 82481R106 3,209 120,100 SH SHARED 1 120,100 SIEBEL SYS INC COM 826170102 1,919 179,500 SH SHARED 1 179,500 SIERRA PAC RES NEW COM 826428104 470 60,900 SH SHARED 1 60,900 SIGMA ALDRICH CORP COM 826552101 4,322 72,500 SH SHARED 1 72,500 SILICON IMAGE INC COM 82705T102 465 35,500 SH SHARED 1 35,500 SINA CORP ORD G81477104 894 27,100 SH SHARED 1 27,100 SINCLAIR BROADCAST GROUP INC CL A 829226109 225 21,900 SH SHARED 1 21,900 SMITH A O COM 831865209 356 11,200 SH SHARED 1 11,200 SMITHFIELD FOODS INC COM 832248108 6,530 222,100 SH SHARED 1 222,100 SOHU COM INC COM 83408W103 1,734 87,200 SH SHARED 1 87,200 SOLECTRON CORP COM 834182107 2,598 401,500 SH SHARED 1 401,500 SONIC AUTOMOTIVE INC CL A 83545G102 2,191 98,900 SH SHARED 1 98,900 SONOSITE INC COM 83568G104 321 13,400 SH SHARED 1 13,400 SOUTHTRUST CORP COM 844730101 5,220 134,500 SH SHARED 1 134,500 SOVEREIGN BANCORP INC COM 845905108 409 18,500 SH SHARED 1 18,500 SPINNAKER EXPL CO COM 84855W109 1,981 50,300 SH SHARED 1 50,300 SPRINT CORP COM FON GROUP 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870756103 4,342 241,900 SH SHARED 1 241,900 SYCAMORE NETWORKS INC COM 871206108 1,252 295,900 SH SHARED 1 295,900 SYMBOL TECHNOLOGIES INC COM 871508107 2,640 179,100 SH SHARED 1 179,100 SYMYX TECHNOLOGIES COM 87155S108 302 12,500 SH SHARED 1 12,500 SYNAPTICS INC COM 87157D109 612 31,700 SH SHARED 1 31,700 SYNNEX CORP COM 87162W100 535 34,100 SH SHARED 1 34,100 SYNOPSYS INC COM 871607107 5,544 195,000 SH SHARED 1 195,000 TALBOTS INC COM 874161102 583 14,900 SH SHARED 1 14,900 TALK AMERICA HLDGS INC COM NEW 87426R202 364 47,400 SH SHARED 1 47,400 TALX CORP COM 874918105 447 18,300 SH SHARED 1 18,300 TASER INTL INC COM 87651B104 1,997 46,200 SH SHARED 1 46,200 TECH DATA CORP COM 878237106 10,393 265,600 SH SHARED 1 265,600 TECHNITROL INC COM 878555101 370 16,900 SH SHARED 1 16,900 TEEKAY SHIPPING MARSHALL ISL COM Y8564W103 1,357 36,300 SH SHARED 1 36,300 TEKTRONIX INC COM 879131100 354 10,400 SH SHARED 1 10,400 TELE NORTE LESTE PART S A SPON ADR PFD 879246106 279 21,900 SH SHARED 1 21,900 TELEFONOS DE MEXICO S A SPON ADR ORD L 879403780 519 15,600 SH SHARED 1 15,600 TELEMIG CELULAR PART S A SPON ADR PFD 87944E105 484 16,400 SH SHARED 1 16,400 TELLABS INC COM 879664100 390 44,600 SH SHARED 1 44,600 TEMPUR PEDIC INTL INC COM 88023U101 1,458 104,100 SH SHARED 1 104,100 TENNECO AUTOMOTIVE INC COM 880349105 212 16,000 SH SHARED 1 16,000 TESORO PETE CORP COM 881609101 1,962 71,100 SH SHARED 1 71,100 TEVA PHARMACEUTICAL INDS LTD ADR 881624209 8,767 130,500 SH SHARED 1 130,500 TEXAS INDS INC COM 882491103 593 14,400 SH SHARED 1 14,400 TEXAS INSTRS INC COM 882508104 3,980 164,600 SH SHARED 1 164,600 TEXTRON INC COM 883203101 1,424 24,000 SH SHARED 1 24,000 THERMO ELECTRON CORP COM 883556102 4,596 149,500 SH SHARED 1 149,500 THORATEC CORP COM NEW 885175307 2,425 225,800 SH SHARED 1 225,800 THORNBURG MTG INC COM 885218107 908 33,700 SH SHARED 1 33,700 THQ INC COM NEW 872443403 4,248 185,500 SH SHARED 1 185,500 TIBCO SOFTWARE INC COM 88632Q103 269 31,800 SH SHARED 1 31,800 TIER TECHNOLOGIES INC CL B 88650Q100 340 34,900 SH SHARED 1 34,900 TIMBERLAND CO CL A 887100105 2,015 31,200 SH SHARED 1 31,200 TIME WARNER INC COM 887317105 6,053 344,300 SH SHARED 1 344,300 TITAN CORP COM 888266103 2,741 211,200 SH SHARED 1 211,200 TIVO INC COM 888706108 850 119,900 SH SHARED 1 119,900 TLC VISION CORP COM 872549100 617 53,000 SH SHARED 1 53,000 TOTAL SYS SVCS INC COM 891906109 1,345 61,400 SH SHARED 1 61,400 TOWER AUTOMOTIVE INC COM 891707101 679 186,600 SH SHARED 1 186,600 TOYOTA MOTOR CORP SP ADR REP2 COM 892331307 881 10,800 SH SHARED 1 10,800 TRACTOR SUPPLY CO COM 892356106 1,041 24,900 SH SHARED 1 24,900 TRANSACTION SYS ARCHITECTS CL A 893416107 355 16,500 SH SHARED 1 16,500 TRANSKARYOTIC THERAPIES INC COM 893735100 229 15,300 SH SHARED 1 15,300 TRANSOCEAN INC ORD G90078109 929 32,100 SH SHARED 1 32,100 TRIAD HOSPITALS INC COM 89579K109 2,759 74,100 SH SHARED 1 74,100 TRIDENT MICROSYSTEMSINC COM COM 895919108 277 24,400 SH SHARED 1 24,400 TRIMBLE NAVIGATION LTD COM 896239100 358 12,900 SH SHARED 1 12,900 TRW AUTOMOTIVE HLDGS COM 87264S106 377 20,000 SH SHARED 1 20,000 TUESDAY MORNING CORP COM NEW 899035505 1,998 68,900 SH SHARED 1 68,900 TULARIK INC COM 899165104 1,895 76,400 SH SHARED 1 76,400 TUPPERWARE CORP COM 899896104 783 40,300 SH SHARED 1 40,300 TXU CORP COM 873168108 1,017 25,100 SH SHARED 1 25,100 U S G CORP COM NEW 903293405 636 36,200 SH SHARED 1 36,200 ULTICOM INC COM 903844108 352 30,100 SH SHARED 1 30,100 UNIBANCO-UNIAO DE BANCOS BRA GDR REP PFD UT 90458E107 1,528 77,300 SH SHARED 1 77,300 UNILEVER N V N Y SHS NEW 904784709 1,391 20,300 SH SHARED 1 20,300 UNIONBANCAL CORP COM 908906100 3,897 69,100 SH SHARED 1 69,100 UNISYS CORP COM 909214108 1,205 86,800 SH SHARED 1 86,800 UNITED BANKSHARES INC WEST V COM 909907107 371 11,400 SH SHARED 1 11,400 UNITED DEFENSE INDS INC COM 91018B104 2,188 62,500 SH SHARED 1 62,500 UNITED NAT FOODS INC COM 911163103 480 16,600 SH SHARED 1 16,600 UNITED ONLINE INC COM 911268100 2,226 126,400 SH SHARED 1 126,400 UNITED STATES STL CORP NEW COM 912909108 1,064 30,300 SH SHARED 1 30,300 UNITED TECHNOLOGIES CORP COM 913017109 1,034 11,300 SH SHARED 1 11,300 UNITRIN INC COM 913275103 1,615 37,900 SH SHARED 1 37,900 UNIVERSAL HEALTH RLTY INCM T SH BEN INT 91359E105 545 19,000 SH SHARED 1 19,000 UNIVERSAL HLTH SVCS INC CL B 913903100 2,983 65,000 SH SHARED 1 65,000 UNIVERSAL TECHNICAL INST INC COM 913915104 3,170 79,300 SH SHARED 1 79,300 UNIVISION COMMUNICATIONS INC CL A 914906102 1,992 62,400 SH SHARED 1 62,400 UNIZAN FINANCIAL CORP COM 91528W101 305 11,700 SH SHARED 1 11,700 UNOCAL CORP COM 915289102 2,067 54,400 SH SHARED 1 54,400 URS CORP NEW COM 903236107 641 23,400 SH SHARED 1 23,400 UTI WORLDWIDE INC COM G87210103 555 10,500 SH SHARED 1 10,500 VALASSIS COMMUNICATIONS INC COM 918866104 350 11,500 SH SHARED 1 11,500 VANS INC COM 921930103 553 26,900 SH SHARED 1 26,900 VARIAN INC COM 922206107 451 10,700 SH SHARED 1 10,700 VARIAN MED SYS INC COM 92220P105 6,515 82,100 SH SHARED 1 82,100 VENTAS INC COM 92276F100 483 20,700 SH SHARED 1 20,700 VENTIV HEALTH INC COM 922793104 224 14,500 SH SHARED 1 14,500 VERISIGN INC COM 92343E102 3,001 150,800 SH SHARED 1 150,800 VERITAS DGC INC COM 92343P107 1,572 67,900 SH SHARED 1 67,900 VERITAS SOFTWARE CO COM 923436109 1,370 49,300 SH SHARED 1 49,300 VERIZON COMMUNICATIONS COM 92343V104 14,751 407,600 SH SHARED 1 407,600 VIACOM INC CL B 925524308 7,623 213,400 SH SHARED 1 213,400 VIAD CORP COM 92552R109 886 32,800 SH SHARED 1 32,800 VIISAGE TECHNOLOGY INC COM 92675K106 756 86,900 SH SHARED 1 86,900 VISHAY INTERTECHNOLOGY INC COM 928298108 9,197 495,000 SH SHARED 1 495,000 VISX INC DEL COM 92844S105 7,067 264,500 SH SHARED 1 264,500 WABASH NATL CORP COM 929566107 325 11,800 SH SHARED 1 11,800 WACHOVIA CORP 2ND NEW COM 929903102 3,725 83,700 SH SHARED 1 83,700 WALGREEN CO COM 931422109 7,807 215,600 SH SHARED 1 215,600 WARNACO GROUP INC COM NEW 934390402 1,850 87,000 SH SHARED 1 87,000 WATERS CORP COM 941848103 9,441 197,600 SH SHARED 1 197,600 WAYPOINT FINL CORP COM 946756103 2,491 90,300 SH SHARED 1 90,300 WCI CMNTYS INC COM 92923C104 317 14,200 SH SHARED 1 14,200 WELLCHOICE INC COM 949475107 3,295 79,600 SH SHARED 1 79,600 WELLPOINT HEALTH NETWORK NEW COM 94973H108 20,229 180,600 SH SHARED 1 180,600 WENDYS INTL INC COM 950590109 3,352 96,200 SH SHARED 1 96,200 WESTELL TECHNOLOGIES INC CL A 957541105 1,044 204,800 SH SHARED 1 204,800 WESTERN DIGITAL CORP COM 958102105 210 24,300 SH SHARED 1 24,300 WESTERN WIRELESS CORP CL A 95988E204 4,675 161,700 SH SHARED 1 161,700 WEYERHAEUSER CO COM 962166104 12,012 190,300 SH SHARED 1 190,300 WFS FINL INC COM 92923B106 649 13,100 SH SHARED 1 13,100 WHITNEY HLDG CORP COM 966612103 648 14,500 SH SHARED 1 14,500 WILD OATS MARKETS INC COM 96808B107 1,400 99,500 SH SHARED 1 99,500 WILSON GREATBATCH TECHNOLOGI COM 972232102 444 15,900 SH SHARED 1 15,900 WIND RIVER SYSTEMS INC COM 973149107 1,816 154,400 SH SHARED 1 154,400 WINN DIXIE STORES INC COM 974280109 3,926 545,300 SH SHARED 1 545,300 WINNEBAGO INDS INC COM 974637100 1,409 37,800 SH SHARED 1 37,800 WIRELESS FACILITIES INC COM 97653A103 1,323 134,600 SH SHARED 1 134,600 WISCONSIN ENERGY CORP COM 976657106 1,350 41,400 SH SHARED 1 41,400 WOLVERINE WORLD WIDE INC COM 978097103 580 22,100 SH SHARED 1 22,100 WORLD ACCEP CORP DEL COM 981419104 343 18,700 SH SHARED 1 18,700 XICOR INC COM 984903104 1,347 89,000 SH SHARED 1 89,000 XILINX INC COM 983919101 3,727 111,900 SH SHARED 1 111,900 XL CAP LTD CL A G98255105 6,527 86,500 SH SHARED 1 86,500 YAHOO INC COM 984332106 4,692 128,900 SH SHARED 1 128,900 ZIONS BANCORPORATION COM 989701107 9,906 161,200 SH SHARED 1 161,200 ZYGO CORP COM 989855101 213 19,000 SH SHARED 1 19,000
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