-----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, CZGCBDsatJcBGykUdqtqrmwN4C7M3ivWAl3+cYe8Vkx0/HbSkK8XVvy1Sb3lhiF1 k2KQyO6EC+cMZMJbV95ssA== 0000919574-06-001351.txt : 20060214 0000919574-06-001351.hdr.sgml : 20060214 20060214160740 ACCESSION NUMBER: 0000919574-06-001351 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20051231 FILED AS OF DATE: 20060214 DATE AS OF CHANGE: 20060214 EFFECTIVENESS DATE: 20060214 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 SEC ACT: 1934 Act SEC FILE NUMBER: 028-10385 FILM NUMBER: 06615001 BUSINESS ADDRESS: STREET 1: 379 WEST BROADWAY STREET 2: 5TH FLOOR CITY: NEW YORK STATE: NY ZIP: 10012 BUSINESS PHONE: 2126255745 13F-HR 1 d639431_13f-hr.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, 2005 Check here if Amendment: |_|; Amendment Number: ___ This Amendment (Check only one): |_| is a restatement |_| adds new holding entries. 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 February 14, 2006 - ----------------------- -------------------------- ---------------------- [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: 2 Form 13F Information Table Entry Total: 1,354 Form 13F Information Table Value Total: $4,414,291 (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 * 28-10704 Two Sigma Equity Portfolio, LLC * 28-11144 Two Sigma Spectrum Portfolio, LLC - ---- --------------------- -------------------------------- * This Form 13F holdings report is being filed on behalf of Two Sigma Investments, LLC ("Investments"). Investments serves as the sole investment manager of Two Sigma Equity Portfolio, LLC ("Equity") and Two Sigma Spectrum Portfolio, LLC ("Spectrum"), two investment entities that are affiliated with Investments and that may be deemed to be "other managers" for purposes of this Form 13F report. Investments, rather than Equity or Spectrum, exercises sole dispositive and voting authority over the securities held in the various accounts of Equity and Spectrum.
FORM 13F INFORMATION TABLE Two Sigma Investments, LLC December 31, 2005 COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 - --------------- -------------- ----------- --------- ----------------- ------- ------- -------------- TITLE OF VALUE SHRS OR SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY NAME OF ISSUER CLASS CUSIP (X$1000) PRN AMT PRN CALL DSCRTN MNGRS SOLE SHARED NONE - --------------- -------------- ----------- --------- ----------------- -------- -------- ---------------- 3COM STK (NMQ) COM 885535104 1,652 458,817 SH SOLE * 458,817 4 KIDS ENTERTAIN ORDINARY (NYS) COM 350865101 493 31,400 SH SOLE * 31,400 51JOB ADR (NMQ) SP ADR REP COM 316827104 500 34,000 SH SOLE * 34,000 A O SMITH ORDINARY (NYS) COM 831865209 3,419 97,400 SH SOLE * 97,400 A S V INC STK (NMQ) COM 001963107 361 14,463 SH SOLE * 14,463 A SCHULMAN STK (NMQ) COM 808194104 298 13,829 SH SOLE * 13,829 AAR STK (NYS) COM 000361105 625 26,100 SH SOLE * 26,100 ABAXIS STK (NMQ) COM 002567105 351 21,282 SH SOLE * 21,282 ABBOTT LABS ORDINARY (NYS) COM 002824100 23,410 593,700 SH SOLE * 593,700 ABERCROMBIE STK A (NYS) CL A 002896207 5,762 88,400 SH SOLE * 88,400 ABGENIX STK (NMQ) COM 00339B107 4,552 211,800 SH SOLE * 211,800 ABITIBI CONSOL ORDINARY (NYS) COM 003924107 277 68,400 SH SOLE * 68,400 ABN AMRO ADR (NYS) SPONSORED ADR 000937102 2,236 85,532 SH SOLE * 85,532 ACCENTURE ORDINARY A (NYS) CL A G1150G111 25,564 885,500 SH SOLE * 885,500 ACCURIDE ORDINARY (NYS) COM 004398103 235 18,200 SH SOLE * 18,200 ACE CASH EXPRESS STK (NMQ) COM 004403101 922 39,469 SH SOLE * 39,469 ACTUATE STK (NMQ) COM 00508B102 756 240,680 SH SOLE * 240,680 ACXIOM STK (NMQ) COM 005125109 7,544 328,000 SH SOLE * 328,000 ADAMS RESP ORDINARY (NMQ) COM 00635P107 2,038 50,128 SH SOLE * 50,128 ADAPTEC STK (NMQ) COM 00651F108 1,764 303,017 SH SOLE * 303,017 ADC TELECOM ORDINARY (NMQ) COM NEW 000886309 10,036 449,630 SH SOLE * 449,630 ADE STK (NMQ) COM 00089C107 1,161 48,245 SH SOLE * 48,245 ADESA STK (NYS) COM 00686U104 274 11,200 SH SOLE * 11,200 ADOBE SYS STK (NMQ) COM 00724F101 18,506 500,700 SH SOLE * 500,700 ADVAN DIGITAL STK (NMQ) COM 007525108 1,223 124,900 SH SOLE * 124,900 ADVANCE AMERICA ORDINARY (NYS) COM 00739W107 678 54,700 SH SOLE * 54,700 ADVENT SOFTWARE STK (NMQ) COM 007974108 1,100 38,000 SH SOLE * 38,000 AEGON ADR (NYS) ORD AMER REG 007924103 2,326 142,500 SH SOLE * 142,500 AEROFLEX STK (NMQ) COM 007768104 4,084 379,873 SH SOLE * 379,873 AFC ENTERPRISES STK (NMQ) COM 00104Q107 1,164 77,000 SH SOLE * 77,000 AFFIRMATIVE INS STK (NMQ) COM 008272106 351 24,064 SH SOLE * 24,064 AFFL COMPUTER ORDINARY (NYS) CL A 008190100 15,304 258,600 SH SOLE * 258,600 AFTERMARKT TECH STK (NMQ) COM 008318107 432 22,240 SH SOLE * 22,240 AG EDWARDS ORDINARY (NYS) COM 281760108 6,598 140,800 SH SOLE * 140,800 AGERE SYSTEMS ORDINARY (NYS) COM 00845V308 979 75,900 SH SOLE * 75,900 AGILENT TECH ORDINARY (NYS) COM 00846U101 35,357 1,062,100 SH SOLE * 1,062,100 AGILYSYS ORDINARY (NMQ) COM 00847J105 1,552 85,200 SH SOLE * 85,200 AGNICO EAGLE ORDINARY (NYS) COM 008474108 4,590 232,300 SH SOLE * 232,300 AGRIUM STK (NYS) COM 008916108 611 27,800 SH SOLE * 27,800 AHOLD ADR (NYS) SPON ADR NEW 500467303 2,389 317,200 SH SOLE * 317,200 AIR METHODS STK (NMQ) COM PAR $.06 009128307 483 27,897 SH SOLE * 27,897 ALAMOSA HLDG ORDINARY (NMQ) COM 011589108 3,979 213,800 SH SOLE * 213,800 ALASKA AIRLINES STK (NYS) COM 011659109 2,318 64,900 SH SOLE * 64,900 ALBANY INTL STK (NYS) CL A 012348108 398 11,000 SH SOLE * 11,000 ALBANY MOLECULAR STK (NMQ) COM 012423109 599 49,296 SH SOLE * 49,296 ALBERTSONS ORDINARY (NYS) COM 013104104 6,040 282,900 SH SOLE * 282,900 ALCAN ORDINARY (NYS) COM 013716105 2,965 72,400 SH SOLE * 72,400 ALCOA ORDINARY (NYS) COM 013817101 302 10,200 SH SOLE * 10,200 ALERIS INTL STK (NYS) COM 014477103 1,022 31,700 SH SOLE * 31,700 ALEX & BALDWIN STK (NMQ) COM 014482103 2,649 48,838 SH SOLE * 48,838 ALKERMES STK (NMQ) COM 01642T108 1,440 75,300 SH SOLE * 75,300 ALLEGHENY ENERGY ORDINARY (NYS) COM 017361106 1,608 50,800 SH SOLE * 50,800 ALLIANCE CAPITAL UN (NYS) UNIT LTD PARTN 01855A101 655 11,600 SH SOLE * 11,600 ALLIANCE DATA ORDINARY (NYS) COM 018581108 2,663 74,800 SH SOLE * 74,800 ALLIANCE RSC STK (NMQ) UT LTD PART 01877R108 1,607 43,200 SH SOLE * 43,200 ALLIANT ENERGY ORDINARY (NYS) COM 018802108 3,799 135,500 SH SOLE * 135,500 ALLIED CAPITAL STK (NYS) COM 01903Q108 405 13,800 SH SOLE * 13,800 ALLOY ORDINARY (NMQ) COM 019855105 429 148,600 SH SOLE * 148,600 ALLSCRIPTS STK (NMQ) COM 01988P108 706 52,700 SH SOLE * 52,700 ALLSTATE STK (NYS) COM 020002101 10,176 188,200 SH SOLE * 188,200 ALLTEL ORDINARY (NYS) COM 020039103 16,091 255,000 SH SOLE * 255,000 ALPHARMA STK A (NYS) CL A 020813101 3,438 120,600 SH SOLE * 120,600 ALTIRIS STK (NMQ) COM 02148M100 456 27,000 SH SOLE * 27,000 AMBASSADORS GRP STK (NMQ) COM 023177108 428 18,700 SH SOLE * 18,700 AMCOL INTL STK (NYS) COM 02341W103 1,036 50,500 SH SOLE * 50,500 AMDOCS STK (NYS) ORD G02602103 4,799 174,500 SH SOLE * 174,500 AMER AXLE & MANU STK (NYS) COM 024061103 601 32,800 SH SOLE * 32,800 AMER CAP STRAT STK (NMQ) COM 024937104 13,629 376,400 SH SOLE * 376,400 AMER EQUTY INVST ORDINARY (NYS) COM 025676206 746 57,200 SH SOLE * 57,200 AMER GREETINGS ORDINARY A (NYS) CL A 026375105 936 42,600 SH SOLE * 42,600 AMER ITALIAN STK A (NYS) CL A 027070101 1,002 147,300 SH SOLE * 147,300 AMER MTG ACCEPT STK (AMEX) SH BEN INT 027568104 353 24,200 SH SOLE * 24,200 AMER REPRGRPHCS STK (NYS) COM 029263100 1,273 50,100 SH SOLE * 50,100 AMER SCIENCE STK (NMQ) COM 029429107 1,530 24,527 SH SOLE * 24,527 AMERCO ORDINARY (NMQ) COM 023586100 1,989 27,600 SH SOLE * 27,600 AMERICA FINL GP STK (NYS) COM 025932104 8,719 227,600 SH SOLE * 227,600 AMERICA MOVIL ADR L (NYS) SPON ADR L SHS 02364W105 5,551 189,700 SH SOLE * 189,700 AMERICAN EXPRESS ORDINARY (NYS) COM 025816109 8,594 167,000 SH SOLE * 167,000 AMERICAN FN RLTY STK (NYS) COM 02607P305 1,896 158,000 SH SOLE * 158,000 AMERICAN HOME MORTGAGE INVESTMENT CORP (NYS) COM 02660R107 2,964 91,000 SH SOLE * 91,000 AMERIGAS PART UN (NYS) UNIT L P INT 030975106 676 23,900 SH SOLE * 23,900 AMERISOURCEBERGN STK (NYS) COM 03073E105 39,712 959,215 SH SOLE * 959,215 AMERISTAR CASINO STK (NMQ) COM 03070Q101 1,827 80,500 SH SOLE * 80,500 AMERUS GROUP STK (NYS) COM 03072M108 918 16,200 SH SOLE * 16,200 AMGEN STK (NMQ) COM 031162100 2,368 30,022 SH SOLE * 30,022 AMIS HOLDINGS ORDINARY (NMQ) COM 031538101 724 68,000 SH SOLE * 68,000 AMKOR TECHNOLOGY STK (NMQ) COM 031652100 2,292 409,200 SH SOLE * 409,200 AMN HEALTHCARE ORDINARY (NYS) COM 001744101 1,782 90,100 SH SOLE * 90,100 AMVESCAP ADR (NYS) SPONSORED ADR 03235E100 545 35,400 SH SOLE * 35,400 ANADARKO PETRO STK (NYS) COM 032511107 1,772 18,700 SH SOLE * 18,700 ANAREN STK (NMQ) COM 032744104 332 21,253 SH SOLE * 21,253 ANDREW STK (NMQ) COM 034425108 642 59,798 SH SOLE * 59,798 ANDRX STK (NMQ) ANDRX GROUP 034553107 2,100 127,433 SH SOLE * 127,433 ANGELICA STK (NYS) COM 034663104 700 42,300 SH SOLE * 42,300 ANGLO AMERICAN ADR (NMQ) ADR 03485P102 748 21,500 SH SOLE * 21,500 ANNALY MORTGAGE STK (NYS) COM 035710409 2,896 264,700 SH SOLE * 264,700 ANNTAYLOR STORE STK (NYS) COM 036115103 11,768 340,900 SH SOLE * 340,900 ANSOFT STK (NMQ) COM 036384105 1,042 30,600 SH SOLE * 30,600 ANTEON INTL ORDINARY (NYS) COM 03674E108 1,299 23,900 SH SOLE * 23,900 ANTHRACITE CAP STK (NYS) COM 037023108 649 61,600 SH SOLE * 61,600 APACHE STK (NYS) COM 037411105 3,618 52,800 SH SOLE * 52,800 APEX SILVER STK (AMEX) ORD G04074103 531 33,400 SH SOLE * 33,400 APOLLO GROUP STK (NMQ) CL A 037604105 7,612 125,900 SH SOLE * 125,900 APPLE COMPUTER STK (NMQ) COM 037833100 1,282 17,836 SH SOLE * 17,836 APPLIED BIOSYS TRK STK (NYS) COM AP BIO GRP 038020103 3,315 124,800 SH SOLE * 124,800 APPLIED FILMS STK (NMQ) COM 038197109 500 24,061 SH SOLE * 24,061 APPLIED INDUS STK (NYS) COM 03820C105 482 14,300 SH SOLE * 14,300 APPLIED SIGNAL STK (NMQ) COM 038237103 2,038 89,798 SH SOLE * 89,798 APRIA HLTHCARE ORDINARY (NYS) COM 037933108 2,356 97,700 SH SOLE * 97,700 ARACRUZ ADR (NYS) SPON ADR PFD B 038496204 3,953 98,800 SH SOLE * 98,800 ARAMARK CORP STK (NYS) CL B 038521100 742 26,700 SH SOLE * 26,700 ARBOR REALTY STK (NYS) COM 038923108 524 20,200 SH SOLE * 20,200 ARCH CAPITAL GP STK (NMQ) ORD G0450A105 5,868 107,171 SH SOLE * 107,171 ARCHER DANIELS ORDINARY (NYS) COM 039483102 6,187 250,900 SH SOLE * 250,900 ARCTIC CAT STK (NMQ) COM 039670104 421 20,969 SH SOLE * 20,969 ARDEN REALTY STK (NYS) COM 039793104 3,228 72,000 SH SOLE * 72,000 ARGONAUT GROUP STK (NMQ) COM 040157109 400 12,200 SH SOLE * 12,200 ARIBA ORDINARY (NMQ) COM NEW 04033V203 2,811 382,500 SH SOLE * 382,500 ARIES MARITIME TRANSPORT STK (NMQ) SHS G0474B105 205 15,600 SH SOLE * 15,600 ARKANSAS BEST STK (NMQ) COM 040790107 5,262 120,459 SH SOLE * 120,459 ARROW ELECTRONIC ORDINARY (NYS) COM 042735100 3,174 99,100 SH SOLE * 99,100 ART TECH GROUP STK (NMQ) COM 04289L107 551 281,100 SH SOLE * 281,100 ARTESYN TECH STK (NMQ) COM 043127109 516 50,100 SH SOLE * 50,100 ASE TEST STK (NMQ) ORD Y02516105 848 108,050 SH SOLE * 108,050 ASML HOLDING NV ADR (NMQ) N Y SHS N07059111 747 37,200 SH SOLE * 37,200 ASPEN INSURANCE STK (NYS) SHS G05384105 9,272 391,700 SH SOLE * 391,700 ASSURANT STK (NYS) COM 04621X108 16,613 382,000 SH SOLE * 382,000 ASSURED GUARANTY ORDINARY (NYS) COM G0585R106 3,057 120,400 SH SOLE * 120,400 ASTA FUNDING STK (NMQ) COM 046220109 2,440 89,258 SH SOLE * 89,258 ASTRAZENECA ADR (NYS) SPONSORED ADR 046353108 4,311 88,700 SH SOLE * 88,700 ASYST TECH INC ORDINARY (NMQ) COM 04648X107 773 135,200 SH SOLE * 135,200 AT & T ORD (NYS) COM 00206R102 36,424 1,487,300 SH SOLE * 1,487,300 AT ROAD STK (NMQ) COM 04648K105 254 48,557 SH SOLE * 48,557 ATHEROS COMMS STK (NMQ) COM 04743P108 307 23,600 SH SOLE * 23,600 ATI TECHNOLOGIES STK (NMQ) COM 001941103 2,192 129,000 SH SOLE * 129,000 ATLAS AMERICA STK (NMQ) COM 049167109 693 11,500 SH SOLE * 11,500 ATMEL STK (NMQ) COM 049513104 558 180,647 SH SOLE * 180,647 AU OPTRONICS ADR (NYS) SPONSORED ADR 002255107 596 39,700 SH SOLE * 39,700 AUDIOVOX STK A (NMQ) CL A 050757103 239 17,265 SH SOLE * 17,265 AUGUST TECH STK (NMQ) COM 05106U105 239 21,785 SH SOLE * 21,785 AUTOMATIC DATA ORDINARY (NYS) COM 053015103 569 12,400 SH SOLE * 12,400 AUTONATION ORDINARY (NYS) COM 05329W102 238 10,933 SH SOLE * 10,933 AVERY DENNISON STK (NYS) COM 053611109 4,212 76,200 SH SOLE * 76,200 AVID TECH STK (NMQ) COM 05367P100 5,356 97,800 SH SOLE * 97,800 AVNET ORDINARY (NYS) COM 053807103 2,401 100,300 SH SOLE * 100,300 AVOCENT STK (NMQ) COM 053893103 1,234 45,400 SH SOLE * 45,400 AVX CORP STK (NYS) COM 002444107 718 49,600 SH SOLE * 49,600 AXCAN PHARMA STK (NMQ) COM 054923107 814 53,780 SH SOLE * 53,780 AXIS CAP HOLD ORDINARY (NYS) SHS G0692U109 12,981 415,000 SH SOLE * 415,000 BAIDU.COM DEPOSITORY RECEIPT (NMQ) SPON ADR REP A 056752108 904 14,374 SH SOLE * 14,374 BALL STK (NYS) COM 058498106 7,086 178,400 SH SOLE * 178,400 BANCO BRADESCO ADR REP PREFERENCE (NYS) SP ADR PFD NEW 059460303 7,305 250,600 SH SOLE * 250,600 BANCOLOMBIA PR REP ADR (NYS) SPON ADR PREF 05968L102 1,309 45,400 SH SOLE * 45,400 BANK MUTUAL STK (NMQ) COM 063750103 213 20,100 SH SOLE * 20,100 BANK OF NEW YORK ORDINARY (NYS) COM 064057102 2,070 65,000 SH SOLE * 65,000 BANK UNITED STK A (NMQ) CL A 06652B103 2,314 87,100 SH SOLE * 87,100 BARNES & NOBLE STK (NYS) COM 067774109 5,278 123,700 SH SOLE * 123,700 BARR PHARM STK (NYS) COM 068306109 7,082 113,700 SH SOLE * 113,700 BARRICK GOLD ORDINARY (NYS) COM 067901108 1,786 64,100 SH SOLE * 64,100 BASF ADR (NYS) SPONSORED ADR 055262505 902 11,800 SH SOLE * 11,800 BAUSCH & LOMB STK (NYS) COM 071707103 3,130 46,100 SH SOLE * 46,100 BAXTER INTL STK (NYS) COM 071813109 2,639 70,100 SH SOLE * 70,100 BAYER AKTIEN ADR (NYS) SPONSORED ADR 072730302 2,314 55,400 SH SOLE * 55,400 BCE ORDINARY (NYS) COM 05534B109 539 22,500 SH SOLE * 22,500 BEA SYSTEMS STK (NMQ) COM 073325102 1,322 140,657 SH SOLE * 140,657 BEAR STEARNS ORDINARY (NYS) COM 073902108 27,704 239,800 SH SOLE * 239,800 BEARINGPOINT ORDINARY (NYS) COM 074002106 397 50,495 SH SOLE * 50,495 BECKMAN COULTER STK (NYS) COM 075811109 13,059 229,500 SH SOLE * 229,500 BECTON DICKINSON STK (NYS) COM 075887109 26,579 442,400 SH SOLE * 442,400 BEDFD PROPERTY STK (NYS) COM PAR $0.02 076446301 1,082 49,300 SH SOLE * 49,300 BELL MICROPROD STK (NMQ) COM 078137106 252 32,943 SH SOLE * 32,943 BELLSOUTH ORDINARY (NYS) COM 079860102 12,417 458,200 SH SOLE * 458,200 BEVERLY ENTER STK (NYS) COM NEW 087851309 7,968 682,800 SH SOLE * 682,800 BHP BILLITON ADR (NYS) SPONSORED ADR 088606108 1,765 52,800 SH SOLE * 52,800 BILL BARRETT STK (NYS) COM 06846N104 1,498 38,800 SH SOLE * 38,800 BIMINI MRTG MGMT STK A (NYS) CL A 09031E400 1,191 131,600 SH SOLE * 131,600 BIOGEN IDEC ORDINARY (NMQ) COM 09062X103 6,892 152,200 SH SOLE * 152,200 BIOVAIL STK (NYS) COM 09067J109 4,817 202,995 SH SOLE * 202,995 BISYS GROUP STK (NYS) COM 055472104 698 49,800 SH SOLE * 49,800 BJ SERVICES STK (NYS) COM 055482103 3,014 82,200 SH SOLE * 82,200 BKF CAPITAL GP STK (NYS) COM 05548G102 231 12,200 SH SOLE * 12,200 BLACK BOX STK (NMQ) COM 091826107 4,620 97,500 SH SOLE * 97,500 BLACKBAUD STK (NMQ) COM 09227Q100 2,400 140,500 SH SOLE * 140,500 BLACKBOARD (NMQ) COM 091935502 765 26,409 SH SOLE * 26,409 BLOCKBUSTER STK A (NYS) CL A 093679108 2,954 787,800 SH SOLE * 787,800 BLUEGREEN ORDINARY (NYS) COM 096231105 1,076 68,100 SH SOLE * 68,100 BLUELINX STK (NYS) COM 09624H109 390 34,700 SH SOLE * 34,700 BLYTH STK (NYS) COM 09643P108 861 41,100 SH SOLE * 41,100 BMC SOFTWARE ORDINARY (NYS) COM 055921100 8,680 423,600 SH SOLE * 423,600 BOB EVANS STK (NMQ) COM 096761101 3,876 168,100 SH SOLE * 168,100 BORDERS GROUP STK (NYS) COM 099709107 377 17,400 SH SOLE * 17,400 BORLAND SOFTWARE STK (NMQ) COM 099849101 422 64,579 SH SOLE * 64,579 BOYD GAMING STK (NYS) COM 103304101 3,532 74,100 SH SOLE * 74,100 BP PLC ADR (NYS) SPONSORED ADR 055622104 4,283 66,700 SH SOLE * 66,700 BRADLEY PHARMS STK (NYS) COM 104576103 483 50,800 SH SOLE * 50,800 BRADY STK A (NYS) CL A 104674106 2,207 61,000 SH SOLE * 61,000 BRASIL T PAR PR REP ADR (NYS) SPON ADR PFD 105530109 1,124 30,100 SH SOLE * 30,100 BRIGHAM EXPLOR STK (NMQ) COM 109178103 257 21,700 SH SOLE * 21,700 BRINKER INTL STK (NYS) COM 109641100 700 18,100 SH SOLE * 18,100 BROCADE COMMUNICATIONS ORD (NMQ) COM 111621108 1,019 250,300 SH SOLE * 250,300 BRONCO DRILLING ORDINARY (NMQ) COM 112211107 230 10,000 SH SOLE * 10,000 BROOKS AUT STK (NMQ) COM 114340102 239 19,100 SH SOLE * 19,100 BROWN SHOE STK (NYS) COM 115736100 3,165 74,600 SH SOLE * 74,600 BRUNSWICK ORDINARY (NYS) COM 117043109 10,141 249,400 SH SOLE * 249,400 BRUSH ENGINEERED STK (NYS) COM 117421107 246 15,500 SH SOLE * 15,500 BTU INTL STK (NMQ) COM 056032105 366 29,000 SH SOLE * 29,000 BUENAVENTURA ADR B (NYS) SPONSORED ADR 204448104 1,124 39,700 SH SOLE * 39,700 BUILD A BEAR WORK STK (NYS) COM 120076104 910 30,700 SH SOLE * 30,700 BUILDERS FRSTSRC ORDINARY (NMQ) COM 12008R107 593 27,761 SH SOLE * 27,761 BUILDING MATERL STK (NMQ) COM 120113105 3,232 47,384 SH SOLE * 47,384 BURLINGTON COAT STK (NYS) COM 121579106 869 21,600 SH SOLE * 21,600 BURLINGTON RSC STK (NYS) COM 122014103 11,094 128,700 SH SOLE * 128,700 BUSINESS OBJECTS ADR (NMQ) SPONSORED ADR 12328X107 1,144 28,320 SH SOLE * 28,320 C&D TECHNOLOGIES ORDINARY (NYS) COM 124661109 543 71,300 SH SOLE * 71,300 CABELAS STK (NYS) COM 126804301 1,008 60,700 SH SOLE * 60,700 CABLEVISION STK (NYS) CL A NY CABLVS 12686C109 2,042 86,995 SH SOLE * 86,995 CACHE STK (NMQ) COM NEW 127150308 889 51,310 SH SOLE * 51,310 CADBURY SCHWEPP ADR (NYS) ADR 127209302 735 19,200 SH SOLE * 19,200 CADENCE DESIGN ORDINARY (NMQ) COM 127387108 2,804 165,700 SH SOLE * 165,700 CAL DIVE INTL STK (NMQ) COM 127914109 8,248 229,800 SH SOLE * 229,800 CAL MAINE FOODS STK (NMQ) COM NEW 128030202 410 60,444 SH SOLE * 60,444 CALAMOS ASSET MANAGEMENT INC (NMQ) CL A 12811R104 1,044 33,200 SH SOLE * 33,200 CALAMP STK (NMQ) COM 128126109 1,907 181,791 SH SOLE * 181,791 CALLAWAY GOLF STK (NYS) COM 131193104 3,147 227,400 SH SOLE * 227,400 CALLON PETE STK (NYS) COM 13123X102 235 13,300 SH SOLE * 13,300 CANDELA STK (NMQ) COM 136907102 2,533 175,400 SH SOLE * 175,400 CANTEL MEDICAL CNV ORDINARY B (NYS) COM 138098108 362 20,200 SH SOLE * 20,200 CANTV ADR D (NYS) SPON ADR D 204421101 2,611 182,600 SH SOLE * 182,600 CAPITAL LEASE FD ORDINARY (NYS) COM 140288101 216 20,500 SH SOLE * 20,500 CAPITAL TITLE GP STK (NMQ) COM 140919101 280 50,700 SH SOLE * 50,700 CAPITAL TRUST ORDINARY A (NYS) CL A NEW 14052H506 299 10,200 SH SOLE * 10,200 CAPSTEAD STK (NYS) COM NO PAR 14067E506 376 64,800 SH SOLE * 64,800 CAPSTONE TURBINE STK (NMQ) COM 14067D102 651 217,600 SH SOLE * 217,600 CARDINAL HEALTH ORDINARY (NYS) COM 14149Y108 5,617 81,700 SH SOLE * 81,700 CARLISLE STK (NYS) COM 142339100 1,701 24,600 SH SOLE * 24,600 CARMIKE CINEMAS (NMQ) COM 143436400 330 13,000 SH SOLE * 13,000 CAROLINA GROUP TRK ORDINARY (NYS) CAROLNA GP STK 540424207 1,289 29,300 SH SOLE * 29,300 CARRIER ACCESS STK (NMQ) COM 144460102 378 76,500 SH SOLE * 76,500 CASCADE STK (NYS) COM 147195101 779 16,600 SH SOLE * 16,600 CASEYS GENERAL STK (NMQ) COM 147528103 579 23,357 SH SOLE * 23,357 CATALINA MKTG STK (NYS) COM 148867104 3,607 142,300 SH SOLE * 142,300 CATO STK A (NYS) CL A 149205106 631 29,400 SH SOLE * 29,400 CBL & ASSOCIATES STK (NYS) COM 124830100 2,043 51,700 SH SOLE * 51,700 CDC CRPORATION STK (NMQ) SHS A G2022L106 947 295,800 SH SOLE * 295,800 CEC ENTERTAINMNT STK (NYS) COM 125137109 1,542 45,300 SH SOLE * 45,300 CEDAR FAIR LP (NYS) DEPOSITRY UNIT 150185106 294 10,300 SH SOLE * 10,300 CELANESE ORDINARY (NYS) COM SER A 150870103 2,962 154,900 SH SOLE * 154,900 CELERA GENOMICS TRK STK (NYS) COM CE GEN GRP 038020202 425 38,800 SH SOLE * 38,800 CEMEX ADR (NYS) SPON ADR 5 ORD 151290889 5,915 99,700 SH SOLE * 99,700 CEMIG PR REP ADR (NYS) SP ADR N-V PFD 204409601 954 25,875 SH SOLE * 25,875 CENDANT ORDINARY (NYS) COM 151313103 11,701 678,300 SH SOLE * 678,300 CENTERPOINT PROP STK (NYS) COM 151895109 2,420 48,900 SH SOLE * 48,900 CENTILLUM COMMS STK (NMQ) COM 152319109 350 100,600 SH SOLE * 100,600 CENTRAL FUND CDA STK (AMEX) CL A 153501101 274 40,300 SH SOLE * 40,300 CENTRAL GARDEN STK (NMQ) COM 153527106 1,065 23,181 SH SOLE * 23,181 CENTURY ALUMINUM STK (NMQ) COM 156431108 529 20,200 SH SOLE * 20,200 CENTURYTEL ORDINARY (NYS) COM 156700106 5,412 163,200 SH SOLE * 163,200 CENVEO INC (NYS) COM 15670S105 222 16,900 SH SOLE * 16,900 CEPHALON STK (NMQ) COM 156708109 8,382 129,469 SH SOLE * 129,469 CERIDIAN STK (NYS) COM 156779100 408 16,400 SH SOLE * 16,400 CERNER STK (NMQ) COM 156782104 993 10,928 SH SOLE * 10,928 CF INDUSTRIES ORDINARY (NYS) COM 125269100 1,426 93,500 SH SOLE * 93,500 CH ROBINSON WORLDWIDE ORD (NMQ) COM NEW 12541W209 2,485 67,100 SH SOLE * 67,100 CHALCO ADR H (NYS) SPON ADR H SHS 022276109 1,298 17,000 SH SOLE * 17,000 CHAPARRAL STEEL ORDINARY (NMQ) COM 159423102 1,245 41,154 SH SOLE * 41,154 CHARLOTTE RUSSE STK (NMQ) COM 161048103 450 21,600 SH SOLE * 21,600 CHARMING SHOPPES STK (NMQ) COM 161133103 479 36,400 SH SOLE * 36,400 CHART SEMICON ADR (NMQ) ADR 16133R106 467 61,300 SH SOLE * 61,300 CHECK PT SFTWRE STK (NMQ) ORD M22465104 3,204 159,700 SH SOLE * 159,700 CHECKFREE HOLD STK (NMQ) COM 162813109 543 11,836 SH SOLE * 11,836 CHEESECAKE STK (NMQ) COM 163072101 886 23,700 SH SOLE * 23,700 CHEMED CORP (NYS) COM 16359R103 5,723 115,200 SH SOLE * 115,200 CHESAPEAKE ENER ORDINARY (NYS) COM 165167107 19,162 603,900 SH SOLE * 603,900 CHESAPEAKE STK (NYS) COM 165159104 258 15,200 SH SOLE * 15,200 CHINA COM TECH DEPOSITORY RECEIPT (NMQ) SPONSORED ADR 169424108 1,547 114,600 SH SOLE * 114,600 CHINA LIFE ADR REP SHS H (NYS) SPON ADR REP H 16939P106 1,514 42,900 SH SOLE * 42,900 CHINA MOBILE ADR (NYS) SPONSORED ADR 16941M109 767 31,900 SH SOLE * 31,900 CHINA PETROLEUM ADR H (NYS) SPON ADR H SHS 16941R108 1,399 28,200 SH SOLE * 28,200 CHINA TELECOM ADR H (NYS) SPON ADR H SHS 169426103 1,513 41,350 SH SOLE * 41,350 CHINA UNICOM ADR (NYS) SPONSORED ADR 16945R104 703 85,900 SH SOLE * 85,900 CHINA YUCHAI STK (NYS) COM G21082105 871 111,200 SH SOLE * 111,200 CHIQUITA BRANDS ORDINARY (NYS) COM 170032809 1,135 56,700 SH SOLE * 56,700 CHIRON STK (NMQ) COM 170040109 17,527 394,400 SH SOLE * 394,400 CHOICE HOTELS STK (NYS) COM 169905106 1,153 27,600 SH SOLE * 27,600 CHOICEPOINT STK (NYS) COM 170388102 6,997 157,200 SH SOLE * 157,200 CHRIS & BANKS STK (NYS) COM 171046105 524 27,900 SH SOLE * 27,900 CHUBB STK (NYS) COM 171232101 36,658 375,400 SH SOLE * 375,400 CHUNG HWA TELECOM CO LTD (NYS) SPONSORED ADR 17133Q205 5,299 288,800 SH SOLE * 288,800 CIBER ORDINARY (NYS) COM 17163B102 413 62,500 SH SOLE * 62,500 CIENA STK (NMQ) COM 171779101 461 155,300 SH SOLE * 155,300 CIMAREX ENERGY ORDINARY (NYS) COM 171798101 1,974 45,900 SH SOLE * 45,900 CINCINNATI FIN STK (NMQ) COM 172062101 7,153 160,100 SH SOLE * 160,100 CINERGY ORDINARY (NYS) COM 172474108 12,598 296,700 SH SOLE * 296,700 CIRCUIT CITY STR ORDINARY (NYS) COM 172737108 11,923 527,800 SH SOLE * 527,800 CISCO SYSTEMS STK (NMQ) COM 17275R102 32,739 1,912,300 SH SOLE * 1,912,300 CIT GROUP STK (NYS) COM 125581108 9,476 183,000 SH SOLE * 183,000 CITADEL BRDCSTG STK (NYS) COM 17285T106 437 32,500 SH SOLE * 32,500 CITIZENS COMMS STK B (NYS) COM 17453B101 2,084 170,400 SH SOLE * 170,400 CITRIX SYSTEMS STK (NMQ) COM 177376100 3,249 113,100 SH SOLE * 113,100 CITY NATIONAL STK (NYS) COM 178566105 4,904 67,700 SH SOLE * 67,700 CKE RESTAURANT STK (NYS) COM 12561E105 1,066 78,900 SH SOLE * 78,900 CLAIRES STORES STK (NYS) COM 179584107 1,534 52,500 SH SOLE * 52,500 CLARCOR STK (NYS) COM 179895107 425 14,315 SH SOLE * 14,315 CLEAR CHANNEL OUTDOOR ORD (NYS) CL A 18451C109 463 23,100 SH SOLE * 23,100 CLEAR CHANNEL STK (NYS) COM 184502102 3,614 114,900 SH SOLE * 114,900 CLECO STK (NYS) COM 12561W105 1,228 58,900 SH SOLE * 58,900 CMNTY HEALTH STK (NYS) COM 203668108 7,687 200,500 SH SOLE * 200,500 CNA FINANCIAL ORDINARY (NYS) COM 126117100 1,306 39,900 SH SOLE * 39,900 CNH GLOBAL NV ADR (NYS) SHS NEW N20935206 612 33,000 SH SOLE * 33,000 CO VALE DO RIO ADR (NYS) SPONSORED ADR 204412209 3,349 81,400 SH SOLE * 81,400 COCA COLA FEMSA ADR L (NYS) SPON ADR REP L 191241108 3,876 143,500 SH SOLE * 143,500 COCA-COLA CO ORDINARY (NYS) COM 191216100 5,393 133,800 SH SOLE * 133,800 COGENT ORDINARY (NMQ) COM 19239Y108 627 27,649 SH SOLE * 27,649 COGNOS STK (NMQ) COM 19244C109 788 22,700 SH SOLE * 22,700 COHERENT STK (NMQ) COM 192479103 1,643 55,362 SH SOLE * 55,362 COHU STK (NMQ) COM 192576106 784 34,265 SH SOLE * 34,265 COINSTAR STK (NMQ) COM 19259P300 1,971 86,350 SH SOLE * 86,350 COLDWATER CREEK STK (NMQ) COM 193068103 519 17,000 SH SOLE * 17,000 COLONIAL BCGROUP STK (NYS) COM 195493309 700 29,400 SH SOLE * 29,400 COLUMBIA EQUITY ORDINARY (NYS) COM 197627102 329 20,400 SH SOLE * 20,400 COMCAST HOLDINGS STK A (NMQ) CL A 20030N101 18,395 709,700 SH SOLE * 709,700 COMERICA STK (NYS) COM 200340107 6,113 107,700 SH SOLE * 107,700 COMMERCE GRP STK (NYS) COM 200641108 1,466 25,600 SH SOLE * 25,600 COMMERCIAL NET ORDINARY (NYS) COM 202218103 548 26,900 SH SOLE * 26,900 COMMONWLTH TELE STK (NMQ) COM 203349105 578 17,118 SH SOLE * 17,118 COMMSCOPE STK (NYS) COM 203372107 1,983 98,500 SH SOLE * 98,500 COMPASS MIN INTL STK (NYS) COM 20451N101 923 37,600 SH SOLE * 37,600 COMPUCREDIT STK (NMQ) COM 20478N100 2,288 59,485 SH SOLE * 59,485 COMPUTER SCIENCE ORDINARY (NYS) COM 205363104 1,676 33,100 SH SOLE * 33,100 COMPUWARE STK (NMQ) COM 205638109 2,335 260,353 SH SOLE * 260,353 COMSTOCK HOME STK A (NMQ) CL A 205684103 247 17,500 SH SOLE * 17,500 COMTECH TELECOM STK (NMQ) COM NEW 205826209 2,228 72,932 SH SOLE * 72,932 COMVERSE TECH STK (NMQ) COM PAR $0.10 205862402 4,263 160,309 SH SOLE * 160,309 CONEXANT SYS STK (NMQ) COM 207142100 955 422,600 SH SOLE * 422,600 CONMED STK (NMQ) COM 207410101 485 20,500 SH SOLE * 20,500 CONNETICS STK (NMQ) COM 208192104 3,200 221,462 SH SOLE * 221,462 CONNS INC ORDINARY (NMQ) COM 208242107 1,026 27,827 SH SOLE * 27,827 CONSECO INC (NYS) COM NEW 208464883 3,547 153,100 SH SOLE * 153,100 CONSOL GRAPHICS ORDINARY (NYS) COM 209341106 838 17,700 SH SOLE * 17,700 CONSTELL ENERGY STK (NYS) COM 210371100 9,827 170,600 SH SOLE * 170,600 CONSTELLATION STK A (NYS) CL A 21036P108 2,007 76,500 SH SOLE * 76,500 CONVERGYS STK (NYS) COM 212485106 5,299 334,300 SH SOLE * 334,300 COOPER CAMERON ORDINARY (NYS) COM 216640102 28,777 695,100 SH SOLE * 695,100 COOPER INDS ORDINARY A (NYS) CL A G24182100 2,059 28,200 SH SOLE * 28,200 COPEL PR REP ADR (NYS) SPON ADR PFD 20441B407 723 96,000 SH SOLE * 96,000 CORE LABS STK (NYS) COM N22717107 594 15,900 SH SOLE * 15,900 CORN PROD INTL STK (NYS) COM 219023108 984 41,200 SH SOLE * 41,200 CORNING ORDINARY (NYS) COM 219350105 2,931 149,100 SH SOLE * 149,100 CORRECT CP AMER STK (NYS) COM NEW 22025Y407 872 19,400 SH SOLE * 19,400 COST PLUS STK (NMQ) COM 221485105 5,317 310,000 SH SOLE * 310,000 COUSINS PROPS STK (NYS) COM 222795106 589 20,800 SH SOLE * 20,800 COVENANT TRANS STK (NMQ) CL A 22284P105 203 14,500 SH SOLE * 14,500 COX RADIO ORDINARY A (NYS) CL A 224051102 1,471 104,500 SH SOLE * 104,500 CPB ORDINARY (NYS) COM 154760102 424 11,800 SH SOLE * 11,800 CRANE STK (NYS) COM 224399105 600 17,000 SH SOLE * 17,000 CREDICORP STK (NYS) COM G2519Y108 1,406 61,700 SH SOLE * 61,700 CREE STK (NMQ) COM 225447101 12,108 479,700 SH SOLE * 479,700 CROSS CNTRY HLTH ORDINARY (NMQ) COM 227483104 273 15,310 SH SOLE * 15,310 CROSSTEX ENERGY UN (NMQ) COM 22765U102 412 12,100 SH SOLE * 12,100 CROWN HOLDINGS ORDINARY (NYS) COM 228368106 4,535 232,200 SH SOLE * 232,200 CRYPTOLOGIC STK (NMQ) COM 228906103 1,354 69,100 SH SOLE * 69,100 CSK AUTO STK (NYS) COM 125965103 4,198 278,400 SH SOLE * 278,400 CTS STK (NYS) COM 126501105 374 33,800 SH SOLE * 33,800 CUTERA ORDINARY (NMQ) COM 232109108 2,022 76,700 SH SOLE * 76,700 CVS ORDINARY (NYS) COM 126650100 10,127 383,300 SH SOLE * 383,300 CYBERONICS STK (NMQ) COM 23251P102 878 27,184 SH SOLE * 27,184 CYMER STK (NMQ) COM 232572107 3,104 87,400 SH SOLE * 87,400 DADE BHD HLD STK (NMQ) COM 23342J206 11,580 283,198 SH SOLE * 283,198 DAIMLERCHRYSLER ORDINARY (NYS) ORD D1668R123 1,781 34,900 SH SOLE * 34,900 DANA STK (NYS) COM 235811106 1,926 268,200 SH SOLE * 268,200 DARDEN REST STK (NYS) COM 237194105 12,189 313,500 SH SOLE * 313,500 DEAN FOODS CO STK (NYS) COM 242370104 1,307 34,700 SH SOLE * 34,700 DEERE & CO ORDINARY (NYS) COM 244199105 6,470 95,000 SH SOLE * 95,000 DEERFIELD TRIARC ORDINARY (NYS) COM 244572301 1,370 100,000 SH SOLE * 100,000 DEL MONTE FOODS ORDINARY (NYS) COM 24522P103 3,501 335,700 SH SOLE * 335,700 DELL ORDINARY (NMQ) COM 24702R101 4,566 152,458 SH SOLE * 152,458 DELUXE STK (NYS) COM 248019101 371 12,300 SH SOLE * 12,300 DENBURY RSC STK (NYS) COM NEW 247916208 3,078 135,100 SH SOLE * 135,100 DENDREON STK (NMQ) COM 24823Q107 314 58,000 SH SOLE * 58,000 DENDRITE INTL STK (NMQ) COM 248239105 237 16,475 SH SOLE * 16,475 DEUTSCHE TELEKOM ADR (NYS) SPONSORED ADR 251566105 953 57,300 SH SOLE * 57,300 DEVON ENERGY ORDINARY (NYS) COM 25179M103 1,320 21,100 SH SOLE * 21,100 DEX MEDIA ORDINARY (NYS) COM 25212E100 772 28,500 SH SOLE * 28,500 DHB INDUSTRIES STK (AMEX) COM 23321E103 200 44,800 SH SOLE * 44,800 DIAMONDCLUSTER STK ORDINARY (NMQ) COM 25278P106 618 77,800 SH SOLE * 77,800 DIAMONDROCK HOSPITALITY COMPANY STK (NYS) COM 252784301 739 61,800 SH SOLE * 61,800 DIANA SHIPPING STK (NYS) COM Y2066G104 331 25,700 SH SOLE * 25,700 DICKS SPORTING STK (NYS) COM 253393102 359 10,800 SH SOLE * 10,800 DIEBOLD STK (NYS) COM 253651103 2,314 60,900 SH SOLE * 60,900 DIGI INTL STK (NMQ) COM 253798102 339 32,304 SH SOLE * 32,304 DIGITAL INSIGHT STK (NMQ) COM 25385P106 3,922 122,500 SH SOLE * 122,500 DIGITAL REALTY TRUST STK (NYS) COM 253868103 645 28,500 SH SOLE * 28,500 DIGITAS STK (NMQ) COM 25388K104 2,468 197,154 SH SOLE * 197,154 DILLARD ORDINARY A (NYS) CL A 254067101 10,213 411,500 SH SOLE * 411,500 DIODES STK (NMQ) COM 254543101 2,010 64,729 SH SOLE * 64,729 DISCOVERY HLDG A ORDINARY (NMQ) CL A COM 25468Y107 2,304 152,100 SH SOLE * 152,100 DISTRIBUCION ADR (NYS) SPONSORED ADR 254753106 272 14,100 SH SOLE * 14,100 DITECH COMMS STK (NMQ) COM 25500M103 2,498 299,200 SH SOLE * 299,200 DJ ORTHOPEDICS STK (NYS) COM 23325G104 1,271 46,100 SH SOLE * 46,100 DOLBY LABS ORDINARY (NYS) COM 25659T107 1,298 76,100 SH SOLE * 76,100 DOLLAR THRIFTY ORDINARY (NYS) COM 256743105 1,457 40,400 SH SOLE * 40,400 DOLLAR TREE STK (NMQ) COM 256747106 1,451 60,600 SH SOLE * 60,600 DOMINO'S PIZZA STK (NYS) COM 25754A201 1,314 54,300 SH SOLE * 54,300 DORAL FINL STK (NYS) COM 25811P100 2,212 208,700 SH SOLE * 208,700 DR REDDYS LABS ADR (NYS) ADR 256135203 825 38,200 SH SOLE * 38,200 DREAMWORKS ANIM ORDINARY (NYS) CL A 26153C103 3,389 138,000 SH SOLE * 138,000 DRESS BARN STK (NMQ) COM 261570105 11,761 304,600 SH SOLE * 304,600 DREW INDUSTRIES ORDINARY (NYS) COM NEW 26168L205 428 15,200 SH SOLE * 15,200 DRIL QUIP STK (NYS) COM 262037104 3,870 82,000 SH SOLE * 82,000 DSP GROUP STK (NMQ) COM 23332B106 401 16,000 SH SOLE * 16,000 DST SYSTEMS STK (NYS) COM 233326107 5,506 91,900 SH SOLE * 91,900 DSW A ORDINARY (NYS) CL A 23334L102 758 28,900 SH SOLE * 28,900 DUKE WEEKS RLTY STK (NYS) COM NEW 264411505 992 29,700 SH SOLE * 29,700 DYCOM INDUSTRIES STK (NYS) COM 267475101 306 13,900 SH SOLE * 13,900 DYNEGY ORDINARY (NYS) CL A 26816Q101 398 82,200 SH SOLE * 82,200 E TRADE GROUP ORDINARY (NYS) COM 269246104 2,932 140,544 SH SOLE * 140,544 EAGLE BULK SHPNG ORDINARY (NMQ) COM Y2187A101 1,140 71,600 SH SOLE * 71,600 EARTHLINK STK (NMQ) COM 270321102 433 39,000 SH SOLE * 39,000 EASTMAN CHEM ORDINARY (NYS) COM 277432100 722 14,000 SH SOLE * 14,000 EASTMAN KODAK ORDINARY (NYS) COM 277461109 805 34,400 SH SOLE * 34,400 EATON ORDINARY (NYS) COM 278058102 1,744 26,000 SH SOLE * 26,000 EATON VANCE STK (NYS) COM NON VTG 278265103 1,286 47,000 SH SOLE * 47,000 ECHOSTAR COMM STK A (NMQ) CL A 278762109 13,889 511,000 SH SOLE * 511,000 ECI TELECOM STK (NMQ) ORD 268258100 536 71,500 SH SOLE * 71,500 ECOLLEGE COM STK (NMQ) COM 27887E100 224 12,427 SH SOLE * 12,427 EDISON INTL STK (NYS) COM 281020107 6,633 152,100 SH SOLE * 152,100 EDO STK (NYS) COM 281347104 1,461 54,000 SH SOLE * 54,000 EDWARDS LIFESCI STK (NYS) COM 28176E108 3,021 72,600 SH SOLE * 72,600 EFUNDS ORDINARY (NYS) COM 28224R101 1,842 78,600 SH SOLE * 78,600 EGL STK (NMQ) COM 268484102 1,942 51,700 SH SOLE * 51,700 ELAN ADR (NYS) ADR 284131208 1,088 78,100 SH SOLE * 78,100 ELECTR DATA ORDINARY (NYS) COM 285661104 14,205 590,900 SH SOLE * 590,900 ELECTRO SCNTFC STK (NMQ) COM 285229100 691 28,600 SH SOLE * 28,600 EMC ORDINARY (NYS) COM 268648102 19,310 1,417,800 SH SOLE * 1,417,800 EMCOR GROUP STK (NYS) COM 29084Q100 1,580 23,400 SH SOLE * 23,400 EMDEON CORP STK (NMQ) COM 290849108 3,250 384,200 SH SOLE * 384,200 EMERSON ELECTRIC ORDINARY (NYS) COM 291011104 867 11,600 SH SOLE * 11,600 EMMIS COMMS STK A (NMQ) CL A 291525103 1,089 54,700 SH SOLE * 54,700 EMPIRE DISTRICT STK (NYS) COM 291641108 315 15,500 SH SOLE * 15,500 EMS TECH STK (NMQ) COM 26873N108 311 17,596 SH SOLE * 17,596 EMULEX ORDINARY (NYS) COM NEW 292475209 8,080 408,262 SH SOLE * 408,262 ENBRIDGE ENE MGT STK (NYS) SHS UNITS LLI 29250X103 1,208 26,634 SH SOLE * 26,634 ENBRIDGE ENERGY ORDINARY (NYS) COM 29250R106 2,489 56,700 SH SOLE * 56,700 ENCANA STK (NYS) COM 292505104 1,833 40,600 SH SOLE * 40,600 ENCORE WIRE STK (NMQ) COM 292562105 2,699 118,600 SH SOLE * 118,600 ENDUR SPEC HOLD ORDINARY (NYS) SHS G30397106 15,211 424,300 SH SOLE * 424,300 ENERGEN STK (NYS) COM 29265N108 1,714 47,200 SH SOLE * 47,200 ENERGIA DE PORT ADR (NYS) SPONSORED ADR 268353109 448 14,500 SH SOLE * 14,500 ENERGIZER HLDGS STK (NYS) COM 29266R108 2,191 43,996 SH SOLE * 43,996 ENERGY EAST STK (NYS) COM 29266M109 994 43,600 SH SOLE * 43,600 ENERSIS ADR (NYS) SPONSORED ADR 29274F104 524 47,700 SH SOLE * 47,700 ENG SUPPORT STK (NMQ) COM 292866100 1,108 26,600 SH SOLE * 26,600 ENI ADR (NYS) SPONSORED ADR 26874R108 1,757 12,600 SH SOLE * 12,600 ENPRO INDUSTRIES ORDINARY (NYS) COM 29355X107 1,302 48,300 SH SOLE * 48,300 ENSCO INTL STK (NYS) COM 26874Q100 1,375 31,000 SH SOLE * 31,000 ENTEGRIS STK (NMQ) COM 29362U104 376 39,897 SH SOLE * 39,897 ENTERCOM COMM ORDINARY A (NYS) CL A 293639100 2,092 70,500 SH SOLE * 70,500 ENTERGY STK (NYS) COM 29364G103 9,336 136,000 SH SOLE * 136,000 ENTMNT PROP TR STK (NYS) COM SH BEN INT 29380T105 465 11,400 SH SOLE * 11,400 ENTRP PROD PRTNR UN (NYS) COM 293792107 581 24,200 SH SOLE * 24,200 ENZON STK (NMQ) COM 293904108 886 119,700 SH SOLE * 119,700 EQUIFAX STK (NYS) COM 294429105 2,007 52,800 SH SOLE * 52,800 ERESEARCHTECH STK (NMQ) COM 29481V108 761 50,400 SH SOLE * 50,400 ERICSSON ADR B (NMQ) ADR B SEK 10 294821608 974 28,300 SH SOLE * 28,300 ESCALA GROUP INC STK (NMQ) COM 29605W107 313 15,416 SH SOLE * 15,416 ESPEED STK (NMQ) CL A 296643109 336 43,600 SH SOLE * 43,600 EVEREST RE GROUP ORDINARY (NYS) COM G3223R108 2,158 21,500 SH SOLE * 21,500 EVERGREEN SOLAR STK (NMQ) COM 30033R108 323 30,300 SH SOLE * 30,300 EXAR STK (NMQ) COM 300645108 2,142 171,087 SH SOLE * 171,087 EXCEL MARITIME ORDINARY (NYS) COM V3267N107 488 42,600 SH SOLE * 42,600 EXCEL TECHNOLOGY STK (NMQ) COM 30067T103 246 10,333 SH SOLE * 10,333 EXIDE TECH ORDINARY (NMQ) COM NEW 302051206 262 70,800 SH SOLE * 70,800 EXPRESSJET HLDGS STK A (NYS) CL A 30218U108 977 120,800 SH SOLE * 120,800 EXTREME NETWRKS STK (NMQ) COM 30226D106 813 171,100 SH SOLE * 171,100 EZCORP STK (NMQ) CL A NON VTG 302301106 456 29,812 SH SOLE * 29,812 F5 NETWORKS STK (NMQ) COM 315616102 8,328 145,623 SH SOLE * 145,623 FACTSET RESRCH STK (NYS) COM 303075105 2,630 63,900 SH SOLE * 63,900 FAIR ISAAC STK (NYS) COM 303250104 2,734 61,900 SH SOLE * 61,900 FAMILY DLR STRS STK (NYS) COM 307000109 8,800 355,000 SH SOLE * 355,000 FANNIE MAE ORDINARY (NYS) COM 313586109 7,099 145,432 SH SOLE * 145,432 FARGO ELECTRNCS STK (NMQ) COM 30744P102 578 30,051 SH SOLE * 30,051 FASTENAL STK (NMQ) COM 311900104 4,770 121,899 SH SOLE * 121,899 FEDEX STK (NYS) COM 31428X106 5,635 54,500 SH SOLE * 54,500 FIDELITY NATL ORDINARY (NYS) COM 316326107 16,265 442,100 SH SOLE * 442,100 FIELDSTONE INVESTMENT CORP (NMQ) COM 31659U300 2,225 187,600 SH SOLE * 187,600 FIN FEDERAL STK (NYS) COM 317492106 1,516 34,100 SH SOLE * 34,100 FINISH LINE STK (NMQ) CL A 317923100 801 46,000 SH SOLE * 46,000 FIRST ADVNTG COR STK A (NMQ) CL A 31845F100 725 27,147 SH SOLE * 27,147 FIRST BANCORP STK (NYS) COM 318672102 2,153 173,500 SH SOLE * 173,500 FIRST DATA ORDINARY (NYS) COM 319963104 2,001 46,520 SH SOLE * 46,520 FIRST NIAGARA FINANCIAL GROUP INC (NMQ) COM 33582V108 867 59,900 SH SOLE * 59,900 FIRST STATE BNCP STK (NMQ) COM 336453105 292 12,177 SH SOLE * 12,177 FIRSTENERGY ORDINARY (NYS) COM 337932107 18,190 371,300 SH SOLE * 371,300 FISHER SCIENT ORDINARY (NYS) COM NEW 338032204 23,160 374,400 SH SOLE * 374,400 FLEXTRONICS INTL STK (NMQ) ORD Y2573F102 2,338 223,900 SH SOLE * 223,900 FLORIDA ROCK STK (NYS) COM 341140101 8,463 172,500 SH SOLE * 172,500 FMC STK (NYS) COM NEW 302491303 1,787 33,600 SH SOLE * 33,600 FOOT LOCKER STK (NYS) COM 344849104 3,522 149,300 SH SOLE * 149,300 FORD MOTOR ORDINARY (NYS) COM PAR $0.01 345370860 11,241 1,456,100 SH SOLE * 1,456,100 FOREST CITY ORDINARY A (NYS) CL A 345550107 831 21,900 SH SOLE * 21,900 FOREST LABS STK A (NYS) COM 345838106 3,010 74,000 SH SOLE * 74,000 FOREST OIL STK (NYS) COM PAR $0.01 346091705 3,577 78,500 SH SOLE * 78,500 FORMENTO ECON MEX UN B REP ADR (NYS) SPON ADR UNITS 344419106 11,406 157,300 SH SOLE * 157,300 FORMFACTOR ORDINARY (NMQ) COM 346375108 2,907 119,000 SH SOLE * 119,000 FORRESTER RESEA STK (NMQ) COM 346563109 233 12,405 SH SOLE * 12,405 FOSSIL STK (NMQ) COM 349882100 4,154 193,100 SH SOLE * 193,100 FPIC INSURANCE STK (NMQ) COM 302563101 434 12,500 SH SOLE * 12,500 FPL GROUP ORDINARY (NYS) COM 302571104 9,804 235,900 SH SOLE * 235,900 FRANCE TELECOM ADR (NYS) SPONSORED ADR 35177Q105 941 37,900 SH SOLE * 37,900 FREDDIE MAC ORDINARY (NYS) COM 313400301 13,593 208,000 SH SOLE * 208,000 FREDS STK (NMQ) CL A 356108100 2,790 171,500 SH SOLE * 171,500 FREIGHTCAR AMER ORDINARY (NMQ) COM 357023100 3,774 78,500 SH SOLE * 78,500 FRONTIER AIR STK (NMQ) COM 359065109 1,705 184,500 SH SOLE * 184,500 FRONTIER OIL STK (NYS) COM 35914P105 4,755 126,700 SH SOLE * 126,700 FRONTLINE STK (NYS) SHS G3682E127 656 17,300 SH SOLE * 17,300 FRSCALE SEMICOND ORDINARY (NYS) COM CL A 35687M107 428 17,000 SH SOLE * 17,000 FST CMNTY BANCP STK (NMQ) COM 31983B101 1,675 30,800 SH SOLE * 30,800 FTI CONSULTING ORDINARY (NYS) COM 302941109 431 15,700 SH SOLE * 15,700 FUJI PHOTO FILM ADR (NMQ) ADR 359586302 950 28,600 SH SOLE * 28,600 FULTON FINANCIAL STK (NMQ) COM 360271100 871 49,472 SH SOLE * 49,472 FURNITURE BRANDS STK (NYS) COM 360921100 6,163 276,000 SH SOLE * 276,000 GENCO SHIP TRADE ORDINARY (NMQ) SHS Y2685T107 722 41,400 SH SOLE * 41,400 GENERAL ELECTRIC ORDINARY (NYS) COM 369604103 4,546 129,700 SH SOLE * 129,700 GENERAL MARITIME STK (NYS) SHS Y2692M103 452 12,200 SH SOLE * 12,200 GENERAL MILLS ORDINARY (NYS) COM 370334104 14,283 289,600 SH SOLE * 289,600 GENERAL MOTORS ORDINARY (NYS) COM 370442105 23,941 1,232,800 SH SOLE * 1,232,800 GENTEX STK (NMQ) COM 371901109 3,933 201,700 SH SOLE * 201,700 GENTIVA HEALTH WI (NMQ) COM 37247A102 447 30,334 SH SOLE * 30,334 GENWORTH FINL STK A (NYS) COM CL A 37247D106 3,748 108,400 SH SOLE * 108,400 GENZYME GEN STK (NMQ) COM 372917104 5,677 80,200 SH SOLE * 80,200 GERDAU SA ADR (NYS) SPONSORED ADR 373737105 924 55,400 SH SOLE * 55,400 GEVITY HR STK (NMQ) COM 374393106 908 35,300 SH SOLE * 35,300 GIGAMEDIA STK (NMQ) ORD Y2711Y104 920 322,780 SH SOLE * 322,780 GILDAN ACTIVEWR STK A (NYS) COM 375916103 480 11,200 SH SOLE * 11,200 GLAXOSMITHKLINE ADR (NYS) SPONSORED ADR 37733W105 10,989 217,700 SH SOLE * 217,700 GLENBOROUGH RLTY ORDINARY (NYS) COM 37803P105 360 19,900 SH SOLE * 19,900 GLOBAL IND STK (NMQ) COM 379336100 238 20,955 SH SOLE * 20,955 GLOBAL PAYMENTS STK (NYS) COM 37940X102 17,866 383,300 SH SOLE * 383,300 GLOBALSANTAFE STK (NYS) SHS G3930E101 1,796 37,300 SH SOLE * 37,300 GLOBETEL COMMUNICATIONS STK (AMEX) COM NEW 37958F209 784 212,500 SH SOLE * 212,500 GOL LINHAS AE ADR REP PR (NYS) SP ADR REP PFD 38045R107 581 20,600 SH SOLE * 20,600 GOLD BANC STK (NMQ) COM 379907108 2,194 120,400 SH SOLE * 120,400 GOLD FIELDS ADR (NYS) SPONSORED ADR 38059T106 1,091 61,900 SH SOLE * 61,900 GOLDCORP STK (NYS) COM 380956409 744 33,400 SH SOLE * 33,400 GOLDEN STAR STK (AMEX) COM 38119T104 415 157,100 SH SOLE * 157,100 GOODRICH PETRO STK (NYS) COM NEW 382410405 1,358 54,000 SH SOLE * 54,000 GOODYEAR TIRE ORDINARY (NYS) COM 382550101 3,836 220,700 SH SOLE * 220,700 GP AEROPORTUARIO DEPOSITORY RECEIPTS (NYS) SPON ADR SER B 40051E202 2,416 74,700 SH SOLE * 74,700 GP FIN GALICIA (NMQ) SP ADR 10 SH B 399909100 342 49,500 SH SOLE * 49,500 GREAT WOLF STK (NMQ) COM 391523107 643 62,400 SH SOLE * 62,400 GREATBATCH ORDINARY (NYS) COM 39153L106 637 24,500 SH SOLE * 24,500 GREATER BAY BANC STK (NMQ) COM 391648102 935 36,493 SH SOLE * 36,493 GREENFIELD ONLINE (NMQ) COM 395150105 491 83,800 SH SOLE * 83,800 GREY WOLF STK (AMEX) COM 397888108 568 73,500 SH SOLE * 73,500 GROUP 1 AUTO STK (NYS) COM 398905109 651 20,700 SH SOLE * 20,700 GRUPO TELEVISA ADR (NYS) SP ADR REP ORD 40049J206 8,034 99,800 SH SOLE * 99,800 GSI GROUP ORDINARY (NMQ) COM 36229U102 211 19,400 SH SOLE * 19,400 GUESS STK (NYS) COM 401617105 1,495 42,000 SH SOLE * 42,000 GUIDANT STK (NYS) COM 401698105 9,648 149,000 SH SOLE * 149,000 GVTMNT PROPTY STK (NYS) COM 38374W107 253 27,100 SH SOLE * 27,100 GYMBOREE STK (NMQ) COM 403777105 1,514 64,700 SH SOLE * 64,700 H&R BLOCK STK (NYS) COM 093671105 2,681 109,200 SH SOLE * 109,200 HAEMONETICS STK (NYS) COM 405024100 1,515 31,000 SH SOLE * 31,000 HANDLEMAN STK (NYS) COM 410252100 1,107 89,100 SH SOLE * 89,100 HANOVER INSURANCE GROUP ORD (NYS) COM 410867105 1,846 44,200 SH SOLE * 44,200 HANSEN NATURAL STK (NMQ) COM 411310105 796 10,100 SH SOLE * 10,100 HARRIS INTERACT STK (NMQ) COM 414549105 317 73,518 SH SOLE * 73,518 HARRIS ORDINARY (NYS) COM 413875105 1,153 26,800 SH SOLE * 26,800 HARSCO STK (NYS) COM 415864107 1,073 15,900 SH SOLE * 15,900 HARTFORD FINL STK (NYS) COM 416515104 20,450 238,100 SH SOLE * 238,100 HARVEST NATURAL STK (NYS) COM 41754V103 201 22,600 SH SOLE * 22,600 HAYES LEMMERZ ORDINARY (NMQ) COM NEW 420781304 413 117,292 SH SOLE * 117,292 HB FULLER STK (NYS) COM 359694106 2,128 66,362 SH SOLE * 66,362 HCA INC ORDINARY (NYS) COM 404119109 5,025 99,500 SH SOLE * 99,500 HEADWATERS INC (NYS) COM 42210P102 3,820 107,800 SH SOLE * 107,800 HEALTH MGMT ORDINARY A (NYS) CL A 421933102 2,117 96,400 SH SOLE * 96,400 HEALTH NET STK (NYS) COM 42222G108 11,635 225,700 SH SOLE * 225,700 HEALTHCARE REAL STK (NYS) COM 421946104 4,009 120,500 SH SOLE * 120,500 HEALTHEXTRAS STK (NMQ) COM 422211102 304 12,100 SH SOLE * 12,100 HEARST ARGYLE TV STK (NYS) COM 422317107 2,182 91,500 SH SOLE * 91,500 HEARTLAND PAYMNT ORDINARY (NYS) COM 42235N108 334 15,400 SH SOLE * 15,400 HECLA MINING STK (NYS) COM 422704106 262 64,600 SH SOLE * 64,600 HEIDRICK STRUGG STK (NMQ) COM 422819102 2,753 85,910 SH SOLE * 85,910 HELEN OF TROY STK (NMQ) COM G4388N106 811 50,345 SH SOLE * 50,345 HELMERICH PAYNE STK (NYS) COM 423452101 2,167 35,000 SH SOLE * 35,000 HERBALIFE STK (NYS) COM USD SHS G4412G101 1,987 61,100 SH SOLE * 61,100 HERLEY INDS STK (NMQ) COM 427398102 708 42,900 SH SOLE * 42,900 HERMAN MILLER STK (NMQ) COM 600544100 303 10,765 SH SOLE * 10,765 HEWLETT PACKARD ORDINARY (NYS) COM 428236103 51,079 1,784,100 SH SOLE * 1,784,100 HI TECH PHARM STK (NMQ) COM 42840B101 1,665 37,582 SH SOLE * 37,582 HIBBETT SPORTING STK (NMQ) COM 428565105 689 24,200 SH SOLE * 24,200 HIGHLAND HOSP STK (NYS) COM 430141101 309 28,000 SH SOLE * 28,000 HIGHWOODS PROP STK (NYS) COM 431284108 1,252 44,000 SH SOLE * 44,000 HILLENBRAND STK (NYS) COM 431573104 3,597 72,800 SH SOLE * 72,800 HOLOGIC STK (NMQ) COM 436440101 1,516 39,970 SH SOLE * 39,970 HORACE MANN STK (NYS) COM 440327104 1,115 58,800 SH SOLE * 58,800 HORNBECK OFFSHOR STK (NYS) COM 440543106 1,158 35,400 SH SOLE * 35,400 HOSP PROP STK (NYS) COM SH BEN INT 44106M102 3,124 77,900 SH SOLE * 77,900 HOST MARRIOTT STK (NYS) COM 44107P104 373 19,700 SH SOLE * 19,700 HOT TOPIC STK (NMQ) COM 441339108 2,330 163,500 SH SOLE * 163,500 HOUSEVALUES STK (NMQ) COM 44183Y102 2,551 195,637 SH SOLE * 195,637 HRPT PROPERTIES STK (NYS) COM SH BEN INT 40426W101 3,893 376,100 SH SOLE * 376,100 HSBC HOLDINGS ADR (NYS) SPON ADR NEW 404280406 2,430 30,200 SH SOLE * 30,200 HUANENG POW INTL ADR N (NYS) SPON ADR N 443304100 668 25,500 SH SOLE * 25,500 HUB INTL ORDINARY (NYS) COM 44332P101 315 12,200 SH SOLE * 12,200 HUDSON CITY BCP STK (NMQ) COM 443683107 350 28,900 SH SOLE * 28,900 HUDSON UNITD BNC STK (NYS) COM 444165104 6,515 156,300 SH SOLE * 156,300 HUNTINGTON STK (NMQ) COM 446150104 864 36,388 SH SOLE * 36,388 HURCO COMPANIES STK (NMQ) COM 447324104 1,818 59,000 SH SOLE * 59,000 HURON CONSULTING STK (NMQ) COM 447462102 494 20,600 SH SOLE * 20,600 HUTCHINSON TECH STK (NMQ) COM 448407106 1,221 42,900 SH SOLE * 42,900 HYPERCOM STK (NYS) COM 44913M105 1,241 194,200 SH SOLE * 194,200 IAC/INTERACTIVE ORDINARY (NMQ) COM NEW 44919P300 19,537 690,100 SH SOLE * 690,100 IBM ORDINARY (NYS) COM 459200101 37,607 457,500 SH SOLE * 457,500 ICU MEDICAL STK (NMQ) COM 44930G107 2,453 62,553 SH SOLE * 62,553 IDENIX PHARM ORDINARY (NMQ) COM 45166R204 228 13,313 SH SOLE * 13,313 IDT ORDINARY (NYS) COM 448947101 934 80,800 SH SOLE * 80,800 IMATION STK (NYS) COM 45245A107 2,552 55,400 SH SOLE * 55,400 IMPERIAL CHEM ADR (NYS) ADR NEW 452704505 435 19,100 SH SOLE * 19,100 IMS HEALTH STK (NYS) COM 449934108 8,438 338,600 SH SOLE * 338,600 INAMED STK (NMQ) COM 453235103 11,117 126,787 SH SOLE * 126,787 INDEP COMM BK STK (NMQ) COM 453414104 1,128 28,392 SH SOLE * 28,392 INFINEON TECHNOL ADR (NYS) SPONSORED ADR 45662N103 428 47,000 SH SOLE * 47,000 INFOCROSSING STK (NMQ) COM 45664X109 325 37,700 SH SOLE * 37,700 INFOCUS STK (NMQ) COM 45665B106 217 54,100 SH SOLE * 54,100 INFOSPACE (NMQ) COM NEW 45678T201 6,169 238,930 SH SOLE * 238,930 INFOUSA STK (NMQ) COM 456818301 317 29,028 SH SOLE * 29,028 ING GROEP ADR (NYS) SPONSORED ADR 456837103 3,499 100,500 SH SOLE * 100,500 INGERSOLL RAND ORDINARY (NYS) CL A G4776G101 21,247 526,300 SH SOLE * 526,300 INGRAM MICRO ORDINARY A (NYS) CL A 457153104 2,416 121,200 SH SOLE * 121,200 INKEEPERS USA STK (NYS) COM 4576J0104 470 29,400 SH SOLE * 29,400 INNOVATIVE SOL STK (NMQ) COM 45769N105 596 46,600 SH SOLE * 46,600 INSITUFORM N AM STK A (NMQ) CL A 457667103 889 45,900 SH SOLE * 45,900 INTEGRATED DVC STK (NMQ) COM 458118106 7,244 549,596 SH SOLE * 549,596 INTEL STK (NMQ) COM 458140100 42,657 1,709,000 SH SOLE * 1,709,000 INTERNET CAP GRP STK (NMQ) COM NEW 46059C205 1,115 135,600 SH SOLE * 135,600 INTERNET SECURITY SYSTEMS STK (NMQ) COM 46060X107 505 24,115 SH SOLE * 24,115 INTERSIL STK A (NMQ) CL A 46069S109 6,519 262,000 SH SOLE * 262,000 INTERWOVEN INC (NMQ) COM NEW 46114T508 317 37,458 SH SOLE * 37,458 INTEVAC STK (NMQ) COM 461148108 776 58,800 SH SOLE * 58,800 INTL FLAVORS STK (NYS) COM 459506101 3,266 97,500 SH SOLE * 97,500 INTL PAPER STK (NYS) COM 460146103 2,064 61,400 SH SOLE * 61,400 INTRADO INC STK (NMQ) COM 46117A100 1,385 60,165 SH SOLE * 60,165 INTRALASE (NMQ) COM 461169104 2,334 130,900 SH SOLE * 130,900 INTRAWEST CP STK (NYS) COM NEW 460915200 1,094 37,800 SH SOLE * 37,800 INVITROGEN STK (NMQ) COM 46185R100 9,533 143,059 SH SOLE * 143,059 IOWA TELECOMMUNICATIONS SERVICES STK (NYS) COM 462594201 362 23,400 SH SOLE * 23,400 IPASS ORDINARY (NMQ) COM 46261V108 485 73,885 SH SOLE * 73,885 IPAYMENT STK (NMQ) COM 46262E105 3,122 75,202 SH SOLE * 75,202 IPC HOLDINGS STK (NMQ) ORD G4933P101 2,727 99,600 SH SOLE * 99,600 IRSA INVERSION ADR (NYS) GLOBL DEP RCPT 450047204 417 34,500 SH SOLE * 34,500 IRWIN FINANCIAL ORDINARY (NYS) COM 464119106 1,084 50,600 SH SOLE * 50,600 ISTAR FINANCIAL STK (NYS) COM 45031U101 4,930 138,300 SH SOLE * 138,300 ITAUBANCO N1 ADR REP PR 500 (NYS) SP ADR 500 PFD 059602201 8,839 368,000 SH SOLE * 368,000 ITT EDUCATION STK (NYS) COM 45068B109 4,289 72,556 SH SOLE * 72,556 ITT INDS STK (NYS) COM 450911102 2,044 19,880 SH SOLE * 19,880 IVAX STK (AMEX) COM 465823102 19,729 629,700 SH SOLE * 629,700 IXYS STK (NMQ) COM 46600W106 801 68,500 SH SOLE * 68,500 J&J SNACK FOODS STK (NMQ) COM 466032109 630 10,600 SH SOLE * 10,600 JABIL CIRCUIT STK (NYS) COM 466313103 2,255 60,800 SH SOLE * 60,800 JACK IN THE BOX ORDINARY (NYS) COM 466367109 3,004 86,000 SH SOLE * 86,000 JACKSON HEWITT STK (NYS) COM 468202106 1,640 59,200 SH SOLE * 59,200 JACUZZI BRANDS ORDINARY (NYS) COM 469865109 307 36,500 SH SOLE * 36,500 JAKKS PACIFIC STK (NMQ) COM 47012E106 1,072 51,200 SH SOLE * 51,200 JAMDAT MOBILE ORDINARY (NMQ) COM 47023T100 1,724 64,853 SH SOLE * 64,853 JAMES RIVER COALORDINARY (NMQ) COM NEW 470355207 821 21,500 SH SOLE * 21,500 JANUS CAPITAL STK (NYS) COM 47102X105 9,725 522,000 SH SOLE * 522,000 JDA SOFTWARE STK (NMQ) COM 46612K108 1,051 61,800 SH SOLE * 61,800 JEFFERSON PILOT ORDINARY (NYS) COM 475070108 10,532 185,000 SH SOLE * 185,000 JM SMUCKER ORDINARY (NYS) COM NEW 832696405 475 10,800 SH SOLE * 10,800 JOHNSON&JOHNSON ORDINARY (NYS) COM 478160104 23,890 397,500 SH SOLE * 397,500 JONES APPAREL ORDINARY (NYS) COM 480074103 5,609 182,600 SH SOLE * 182,600 JONES LANG LASAL ORDINARY (NYS) COM 48020Q107 700 13,900 SH SOLE * 13,900 JOURNAL COMM STK (NYS) CL A 481130102 385 27,600 SH SOLE * 27,600 JOURNAL REGISTER ORDINARY (NYS) COM 481138105 453 30,300 SH SOLE * 30,300 JPMORGAN CHASE AND CO ORDINARY (NYS) COM 46625H100 3,969 100,000 SH SOLE * 100,000 JUNIPER NETWRKS STK (NMQ) COM 48203R104 20,483 918,500 SH SOLE * 918,500 K&F INDUSTRIES ORDINARY (NYS) COM 482241106 582 37,900 SH SOLE * 37,900 K2 STK (NYS) COM 482732104 446 44,100 SH SOLE * 44,100 KANSAS CITY STHN ORDINARY (NYS) COM NEW 485170302 1,290 52,800 SH SOLE * 52,800 KELLWOOD STK (NYS) COM 488044108 1,349 56,500 SH SOLE * 56,500 KENNETH COLE STK A (NYS) CL A 193294105 530 20,800 SH SOLE * 20,800 KEPCO (NYS) SPONSORED ADR 500631106 4,605 236,300 SH SOLE * 236,300 KERR MCGEE ORDINARY (NYS) COM 492386107 2,326 25,600 SH SOLE * 25,600 KEYCORP ORDINARY (NYS) COM 493267108 16,248 493,400 SH SOLE * 493,400 KEYSTONE AUTO STK (NMQ) COM 49338N109 842 26,750 SH SOLE * 26,750 KFORCE INC STK (NMQ) COM 493732101 259 23,212 SH SOLE * 23,212 KHD HUMBOLDT WG ORDINARY (NMQ) COM 482462108 315 14,200 SH SOLE * 14,200 KIMBERLY CLARK ORDINARY (NYS) COM 494368103 942 15,800 SH SOLE * 15,800 KIMCO REALTY STK (NYS) COM 49446R109 1,777 55,400 SH SOLE * 55,400 KINDER MORG MGMT STK (NYS) SHS 49455U100 1,791 39,400 SH SOLE * 39,400 KINETIC CONCEPTS STK (NYS) COM NEW 49460W208 676 17,000 SH SOLE * 17,000 KING PHARM STK (NYS) COM 495582108 11,546 682,400 SH SOLE * 682,400 KINROSS GOLD ORDINARY (NYS) COM NO PAR 496902404 203 22,000 SH SOLE * 22,000 KIRBY STK (NYS) COM 497266106 1,169 22,400 SH SOLE * 22,400 KITE REALTY GRP (NYS) COM 49803T102 582 37,600 SH SOLE * 37,600 KKR FINANCIAL ORDINARY (NYS) COM 482476306 1,725 71,900 SH SOLE * 71,900 KNBT BANCORP ORDINARY (NMQ) COM 482921103 903 55,414 SH SOLE * 55,414 KNIGHT CAPITAL A ORDINARY (NMQ) CL A 499005106 3,475 351,399 SH SOLE * 351,399 KNIGHT RIDDER STK (NYS) COM 499040103 5,330 84,200 SH SOLE * 84,200 KNIGHTSBR TANK STK (NMQ) ORD G5299G106 1,048 43,200 SH SOLE * 43,200 KOHLS STK (NYS) COM 500255104 1,239 25,500 SH SOLE * 25,500 KOMAG STK (NMQ) COM NEW 500453204 1,217 35,126 SH SOLE * 35,126 KON PHILIPS ADR (NYS) NY REG SH NEW 500472303 2,022 65,000 SH SOLE * 65,000 KONGZHONG ADR (NMQ) SPONSORED ADR 50047P104 428 34,200 SH SOLE * 34,200 KOOKMIN BANK ADR (NYS) SPONSORED ADR 50049M109 3,571 47,800 SH SOLE * 47,800 KOPIN STK (NMQ) COM 500600101 929 173,674 SH SOLE * 173,674 KORN FERRY INTL ORDINARY (NYS) COM NEW 500643200 2,295 122,800 SH SOLE * 122,800 KOS PHARMACEUT STK (NMQ) COM 500648100 737 14,252 SH SOLE * 14,252 KRAFT FOODS ORDINARY A (NYS) CL A 50075N104 1,230 43,700 SH SOLE * 43,700 KROGER STK (NYS) COM 501044101 294 15,575 SH SOLE * 15,575 KRONOS STK (NMQ) COM 501052104 1,394 33,296 SH SOLE * 33,296 KT ADR (NYS) SPONSORED ADR 48268K101 3,541 164,300 SH SOLE * 164,300 KULICKE & SOFFA STK (NMQ) COM 501242101 1,381 156,200 SH SOLE * 156,200 KV PHARM ORDINARY A (NYS) CL A 482740206 746 36,200 SH SOLE * 36,200 KVH INDUSTRIES STK (NMQ) COM 482738101 216 22,100 SH SOLE * 22,100 LA QUINTA CORP ORDINARY (NYS) PAIRED CTF 50419U202 1,311 117,700 SH SOLE * 117,700 LA Z BOY STK (NYS) COM 505336107 2,675 197,300 SH SOLE * 197,300 LABRANCHE ORDINARY (NYS) COM 505447102 824 81,500 SH SOLE * 81,500 LAFARGE COPPEE ADR (NYS) SPON ADR NEW 505861401 437 19,400 SH SOLE * 19,400 LAIDLAW ORDINARY (NYS) COM 50730R102 2,479 106,700 SH SOLE * 106,700 LANDAMER FINL GP ORDINARY (NYS) COM 514936103 4,886 78,300 SH SOLE * 78,300 LANDRYS REST STK (NYS) COM 51508L103 2,596 97,200 SH SOLE * 97,200 LASALLE HOTEL STK (NYS) COM SH BEN INT 517942108 1,340 36,500 SH SOLE * 36,500 LASERCARD CORP STK (NMS) COM 51807U101 331 22,060 SH SOLE * 22,060 LAT AM EXP BNK (NYS) CL E P16994132 705 38,500 SH SOLE * 38,500 LATTICE STK (NMQ) COM 518415104 557 128,900 SH SOLE * 128,900 LAWSON SOFTWARE STK (NMQ) COM 520780107 3,222 438,319 SH SOLE * 438,319 LAZARD STK A (NYS) SHS A G54050102 6,562 205,700 SH SOLE * 205,700 LCA VISION STK (NMQ) *LCAV.O COM PAR $.001 501803308 2,123 44,679 SH SOLE * 44,679 LEAP WIRELESS STK (NMQ) COM NEW 521863308 3,496 92,300 SH SOLE * 92,300 LEAPFROG ENTRPRS STK A (NYS) CL A 52186N106 1,293 111,000 SH SOLE * 111,000 LEAR STK (NYS) COM 521865105 6,648 233,600 SH SOLE * 233,600 LECROY CP STK (NMQ) COM 52324W109 211 13,822 SH SOLE * 13,822 LEE ENTERPRISES STK (NYS) COM 523768109 594 16,100 SH SOLE * 16,100 LEGGETT & PLATT ORDINARY (NYS) COM 524660107 742 32,300 SH SOLE * 32,300 LENNOX INTL ORDINARY (NYS) COM 526107107 1,074 38,100 SH SOLE * 38,100 LENOX GROUP ORD (NYS) COM 526262100 622 47,000 SH SOLE * 47,000 LG PHILIPS LCD ADR (NYS) SPONS ADR REP 50186V102 1,215 56,600 SH SOLE * 56,600 LIBBEY STK (NYS) COM 529898108 290 28,400 SH SOLE * 28,400 LIBERTY GLOBAL C ORDINARY (NMQ) COM SER C 530555309 3,939 185,800 SH SOLE * 185,800 LIBERTY MEDIA STK A (NYS) COM SER A 530718105 4,085 519,000 SH SOLE * 519,000 LIGHTBRIDGE STK (NMQ) COM 532226107 288 34,746 SH SOLE * 34,746 LIMITED BRANDS STK (NYS) COM 532716107 2,767 123,800 SH SOLE * 123,800 LIN TV ORDINARY A (NYS) CL A 532774106 902 81,000 SH SOLE * 81,000 LINCARE HLDS STK (NMQ) COM 532791100 1,077 25,700 SH SOLE * 25,700 LINCOLN EDU SERV ORDINARY (NMQ) COM 533535100 329 23,069 SH SOLE * 23,069 LINCOLN NATL STK (NYS) COM 534187109 1,257 23,700 SH SOLE * 23,700 LINDSAY MANUFACT STK (NYS) COM 535555106 488 25,400 SH SOLE * 25,400 LINEAR TECH STK (NMQ) COM 535678106 4,054 112,400 SH SOLE * 112,400 LINENS N THINGS STK (NYS) COM 535679104 5,897 221,700 SH SOLE * 221,700 LINKTONE ADR (NMQ) ADR 535925101 583 56,120 SH SOLE * 56,120 LITHIA MOTORS ORDINARY A (NYS) CL A 536797103 1,773 56,400 SH SOLE * 56,400 LLOYDS TSB ADR (NYS) SPONSORED ADR 539439109 845 25,000 SH SOLE * 25,000 LO JACK STK (NMQ) COM 539451104 2,480 102,758 SH SOLE * 102,758 LOCKHEED MARTIN ORDINARY (NYS) COM 539830109 5,243 82,400 SH SOLE * 82,400 LODGENET ENTMT STK (NMQ) COM 540211109 249 17,849 SH SOLE * 17,849 LOEWS ORDINARY (NYS) COM 540424108 15,925 167,900 SH SOLE * 167,900 LOGITECH ADR (NMQ) SPONSORED ADR 541419107 1,991 42,568 SH SOLE * 42,568 LONE STAR STEAKH STK (NMQ) COM 542307103 737 31,058 SH SOLE * 31,058 LONE STAR TECH ORDINARY (NYS) COM 542312103 594 11,500 SH SOLE * 11,500 LOUISIANA PAC ORDINARY (NYS) COM 546347105 530 19,300 SH SOLE * 19,300 LOWES ORDINARY (NYS) COM 548661107 720 10,800 SH SOLE * 10,800 LTC PROPERTIES ORDINARY (NYS) COM 502175102 416 19,800 SH SOLE * 19,800 LTX STK (NMQ) COM 502392103 1,151 255,795 SH SOLE * 255,795 LUFKIN INDS STK (NMQ) COM 549764108 536 10,754 SH SOLE * 10,754 LUM MTGE CAP STK (NYS) COM 550278303 2,297 305,900 SH SOLE * 305,900 M SYS FLASH STK (NMQ) ORD M7061C100 414 12,500 SH SOLE * 12,500 M T R GAMING STK (NMQ) COM 553769100 563 54,100 SH SOLE * 54,100 M/I HOMES STK (NYS) COM 55305B101 861 21,200 SH SOLE * 21,200 MAGELLAN HLTH ORDINARY (NMQ) COM NEW 559079207 3,092 98,300 SH SOLE * 98,300 MANHATTAN ASSOC STK (NMQ) COM 562750109 891 43,500 SH SOLE * 43,500 MANOR CARE ORDINARY (NYS) COM 564055101 1,082 27,200 SH SOLE * 27,200 MARITRANS STK (NYS) COM 570363101 411 15,800 SH SOLE * 15,800 MARRIOTT INTL ORDINARY A (NYS) CL A 571903202 4,313 64,400 SH SOLE * 64,400 MARSH & MCLENNAN ORDINARY (NYS) COM 571748102 615 19,365 SH SOLE * 19,365 MARVELL TECHNLGY STK (NMQ) ORD G5876H105 16,720 298,100 SH SOLE * 298,100 MATRIXX INITVS STK (NMQ) COM 57685L105 212 10,100 SH SOLE * 10,100 MAVERICK TUBE STK (NYS) COM 577914104 14,118 354,200 SH SOLE * 354,200 MAXIM INTEGRATED STK (NMQ) COM 57772K101 1,247 34,400 SH SOLE * 34,400 MAXIMUS STK (NYS) COM 577933104 558 15,200 SH SOLE * 15,200 MAYTAG ORDINARY (NYS) COM 578592107 2,597 138,000 SH SOLE * 138,000 MBNA ORDINARY (NYS) COM 55262L100 21,958 808,752 SH SOLE * 808,752 MCAFEE ORDINARY (NYS) COM 579064106 3,760 138,600 SH SOLE * 138,600 MCCLATCHY STK A (NYS) CL A 579489105 2,317 39,200 SH SOLE * 39,200 MCDATA STK A (NMQ) CL A 580031201 308 81,145 SH SOLE * 81,145 MCG CAPITAL STK (NMQ) COM 58047P107 1,621 111,125 SH SOLE * 111,125 MCGRAW HILL ORDINARY (NYS) COM 580645109 5,437 105,300 SH SOLE * 105,300 MCI STK (NMQ) COM 552691107 44,905 2,275,952 SH SOLE * 2,275,952 MCKESSON CORP ORDINARY (NYS) COM 58155Q103 4,855 94,100 SH SOLE * 94,100 MDC HOLDINGS ORDINARY (NYS) COM 552676108 874 14,100 SH SOLE * 14,100 MEDIA GENERAL STK A (NYS) CL A 584404107 1,146 22,600 SH SOLE * 22,600 MEDIACOM COMMS STK (NMQ) CL A 58446K105 386 70,300 SH SOLE * 70,300 MEDICIS PHARM ORDINARY A (NYS) CL A NEW 584690309 397 12,400 SH SOLE * 12,400 MENS WAREHOUSE ORDINARY (NYS) COM 587118100 712 24,200 SH SOLE * 24,200 MERCK & CO ORDINARY (NYS) COM 589331107 4,975 156,400 SH SOLE * 156,400 MEREDITH ORDINARY (NYS) COM 589433101 5,004 95,600 SH SOLE * 95,600 MERGE TECH STK (NMQ) COM 589981109 561 22,400 SH SOLE * 22,400 MERIDIAN BIOSCI STK (NMQ) COM 589584101 485 24,100 SH SOLE * 24,100 MERISTAR HOSPITL STK (NYS) COM 58984Y103 540 57,400 SH SOLE * 57,400 MERIX STK (NMQ) COM 590049102 552 76,300 SH SOLE * 76,300 MESA AIR GROUP STK (NMQ) COM 590479101 3,471 331,800 SH SOLE * 331,800 METHANEX STK (NMQ) COM 59151K108 1,100 58,700 SH SOLE * 58,700 METLIFE ORDINARY (NYS) COM 59156R108 9,281 189,400 SH SOLE * 189,400 METROLOGIC STK (NMQ) COM 591676101 508 26,384 SH SOLE * 26,384 METTLER TOLEDO STK (NYS) COM 592688105 8,606 155,900 SH SOLE * 155,900 MFA MTG INVTS STK (NYS) COM 55272X102 653 114,500 SH SOLE * 114,500 MGIC INVESTMENT ORDINARY (NYS) COM 552848103 1,744 26,500 SH SOLE * 26,500 MICHAELS STORES STK (NYS) COM 594087108 1,790 50,600 SH SOLE * 50,600 MICREL SEMICOND STK (NMQ) COM 594793101 712 61,400 SH SOLE * 61,400 MICROCHIP TECH STK (NMQ) COM 595017104 637 19,800 SH SOLE * 19,800 MICROMUSE ORDINARY (NMQ) COM 595094103 3,128 316,300 SH SOLE * 316,300 MICRON TECH ORDINARY (NYS) COM 595112103 1,331 100,000 SH SOLE * 100,000 MICROS STK (NMQ) COM 594901100 2,063 42,703 SH SOLE * 42,703 MIDWEST BANC STK (NMQ) COM 598251106 394 17,700 SH SOLE * 17,700 MILLENNIUM PHARM STK (NMQ) COM 599902103 3,294 339,600 SH SOLE * 339,600 MILLICOM INTERNATIONAL CELLULAR SA (NMQ) SHS NEW L6388F110 2,169 80,800 SH SOLE * 80,800 MILLIPORE STK (NYS) COM 601073109 1,090 16,500 SH SOLE * 16,500 MITTAL STEEL DEPOSITORY RECEIPT (NYS) NY REG SH CL A 60684P101 1,930 73,300 SH SOLE * 73,300 MOBILE TELESYS ADR (NYS) SPONSORED ADR 607409109 368 10,500 SH SOLE * 10,500 MODINE MNFC CO ORDINARY (NYS) COM 607828100 538 16,500 SH SOLE * 16,500 MOLECULAR DEVIC STK (NMQ) COM 60851C107 1,950 67,400 SH SOLE * 67,400 MOLEX ORDINARY (NMQ) COM 608554101 2,886 111,204 SH SOLE * 111,204 MOLINA HLTHCRE STK (NYS) COM 60855R100 2,145 80,500 SH SOLE * 80,500 MONACO COACH STK (NYS) COM 60886R103 524 39,400 SH SOLE * 39,400 MONARCH CASINO STK (NMQ) COM 609027107 717 31,712 SH SOLE * 31,712 MONSANTO ORDINARY (NYS) COM 61166W101 1,039 13,400 SH SOLE * 13,400 MOODYS ORDINARY (NYS) COM 615369105 4,926 80,200 SH SOLE * 80,200 MORGAN STANLEY ORDINARY (NYS) COM NEW 617446448 28,404 500,600 SH SOLE * 500,600 MOTOROLA ORDINARY (NYS) COM 620076109 7,021 310,795 SH SOLE * 310,795 MOVIE GALLERY STK (NMQ) COM 624581104 623 111,000 SH SOLE * 111,000 MPS GROUP STK (NYS) COM 553409103 1,454 106,400 SH SOLE * 106,400 MULTI FINELINE (NMQ) COM 62541B101 2,914 60,500 SH SOLE * 60,500 MUNI MTGE & EQ ORDINARY (NYS) GROWTH SHS 62624B101 594 23,000 SH SOLE * 23,000 MYERS INDUSTRIES STK (NYS) COM 628464109 335 23,000 SH SOLE * 23,000 MYLAN LABS ORDINARY (NYS) COM 628530107 417 20,900 SH SOLE * 20,900 MYRIAD GENETICS STK (NMQ) COM 62855J104 593 28,533 SH SOLE * 28,533 NABI BIOPHRMC STK (NMQ) COM 629519109 531 157,200 SH SOLE * 157,200 NABORS INDSUSTRIES ORD (NYS) SHS G6359F103 23,982 316,600 SH SOLE * 316,600 NASH FINCH CO (NMQ) COM 631158102 700 27,482 SH SOLE * 27,482 NATCO GROUP STK (NYS) CL A 63227W203 246 12,000 SH SOLE * 12,000 NATIONAL FIN PRT STK (NYS) COM 63607P208 1,393 26,500 SH SOLE * 26,500 NATL FUEL GAS ORDINARY (NYS) COM 636180101 683 21,900 SH SOLE * 21,900 NATL RSC PTNRS UN (NYS) COM UNIT L P 63900P103 1,980 39,400 SH SOLE * 39,400 NATUS MEDICAL STK (NMQ) COM 639050103 1,350 83,647 SH SOLE * 83,647 NATWIDE FINL ORDINARY A (NYS) CL A 638612101 6,512 148,000 SH SOLE * 148,000 NAVARRE ORD (NMQ) COM 639208107 610 110,300 SH SOLE * 110,300 NAVIGATORS GROUP STK (NMQ) COM 638904102 477 10,937 SH SOLE * 10,937 NAVISTAR ORDINARY (NYS) COM 63934E108 338 11,800 SH SOLE * 11,800 NBTY STK (NYS) COM 628782104 1,323 81,400 SH SOLE * 81,400 NDCHEALTH CORP ORDINARY (NYS) COM 639480102 3,033 157,700 SH SOLE * 157,700 NDS GROUP ADR (NMQ) SPONSORED ADR 628891103 1,453 35,300 SH SOLE * 35,300 NEOPHARM STK (NMQ) COM 640919106 646 59,902 SH SOLE * 59,902 NET 1 UEPS TECH ORDINARY (NMQ) COM NEW 64107N206 424 14,700 SH SOLE * 14,700 NETWK APPLIANCE STK (NMQ) COM 64120L104 7,501 277,800 SH SOLE * 277,800 NEUSTAR A ORDINARY (NYS) CL A 64126X201 1,750 57,400 SH SOLE * 57,400 NEW CENTURY FIN CORP (NYS) COM 6435EV108 1,558 43,200 SH SOLE * 43,200 NEW FRONTIER STK (NMQ) COM 644398109 502 76,900 SH SOLE * 76,900 NEW SKIES SATELLITES HOLDINGS STK (NYS) SHS G64865101 2,432 111,700 SH SOLE * 111,700 NEW YORK & CO STK (NYS) COM 649295102 329 15,500 SH SOLE * 15,500 NEWFIELD EXPLOR ORDINARY (NYS) COM 651290108 7,571 151,200 SH SOLE * 151,200 NEWPARK RSC STK (NYS) COM PAR $.01NEW 651718504 301 39,400 SH SOLE * 39,400 NEWSCORP A ORDINARY (NYS) CL A 65248E104 795 51,100 SH SOLE * 51,100 NEXTEL PARTNRS STK (NMQ) CL A 65333F107 22,506 805,500 SH SOLE * 805,500 NICE SYS ADR (NMQ) SPONSORED ADR 653656108 1,539 31,950 SH SOLE * 31,950 NII HOLDINGS (NMQ) CL B NEW 62913F201 18,542 424,500 SH SOLE * 424,500 NISSAN MOTOR ADR (NMQ) SPONSORED ADR 654744408 465 22,754 SH SOLE * 22,754 NOBLE ENERGY ORDINARY (NYS) COM 655044105 8,560 212,400 SH SOLE * 212,400 NOBLE ORDINARY (NYS) SHS G65422100 959 13,600 SH SOLE * 13,600 NOKIA ADR (NYS) SPONSORED ADR 654902204 3,294 180,000 SH SOLE * 180,000 NORDIC AMERICAN TANKER SHIPPING STK (NYS) COM G65773106 723 25,100 SH SOLE * 25,100 NORDSON STK (NMQ) COM 655663102 3,121 77,045 SH SOLE * 77,045 NORDSTROM STK (NYS) COM 655664100 494 13,200 SH SOLE * 13,200 NORFOLK SOUTHERN STK (NYS) COM 655844108 2,448 54,600 SH SOLE * 54,600 NORTEL NETWORKS ORDINARY (NYS) COM 656568102 1,094 357,600 SH SOLE * 357,600 NORTH BORDER STK UN (NYS) UNIT LTD PARTN 664785102 1,336 31,800 SH SOLE * 31,800 NORTHEAST UTILS ORDINARY (NYS) COM 664397106 1,912 97,100 SH SOLE * 97,100 NORTHROP GRUMMAN ORDINARY (NYS) COM 666807102 5,668 94,300 SH SOLE * 94,300 NORTHSTAR REALTY STK (NYS) COM 66704R100 1,360 133,500 SH SOLE * 133,500 NORTHWESTERN CORP COM NEW 668074305 1,087 35,000 SH SOLE * 35,000 NOVARTIS ADR (NYS) SPONSORED ADR 66987V109 1,023 19,500 SH SOLE * 19,500 NOVATEL WIRELESS ORDINARY (NMQ) COM NEW 66987M604 1,858 153,431 SH SOLE * 153,431 NOVELL STK (NMQ) COM 670006105 10,400 1,177,790 SH SOLE * 1,177,790 NOVELLUS SYS STK (NMQ) COM 670008101 1,662 68,900 SH SOLE * 68,900 NOVEN PHARM STK (NMQ) COM 670009109 451 29,800 SH SOLE * 29,800 NOVO NORDISK ADR (NYS) ADR 670100205 772 13,700 SH SOLE * 13,700 NRG ENERGY STK (NYS) COM NEW 629377508 2,116 44,900 SH SOLE * 44,900 NS GROUP STK (NYS) COM 628916108 1,773 42,400 SH SOLE * 42,400 NSTAR ORDINARY (NYS) COM 67019E107 474 16,500 SH SOLE * 16,500 NTT ADR (NYS) SPONSORED ADR 654624105 1,982 86,900 SH SOLE * 86,900 NTT DOCOMO ADR (NYS) SPONS ADR 62942M201 475 31,000 SH SOLE * 31,000 NUANCE COMMUNICATIONS ORD (NMQ) COM 67020Y100 2,514 329,477 SH SOLE * 329,477 NUCOR ORDINARY (NYS) COM 670346105 1,935 29,000 SH SOLE * 29,000 NUTRACEUTICAL STK (NMQ) COM 67060Y101 301 22,300 SH SOLE * 22,300 NY MORTGAGE TR STK (NYS) COM 649604105 354 53,400 SH SOLE * 53,400 O'CHARLEYS STK (NMQ) COM 670823103 342 22,026 SH SOLE * 22,026 OCTEL STK (NYS) COM 675727101 205 12,600 SH SOLE * 12,600 ODYSSEY HLTHCR STK (NMQ) COM 67611V101 1,040 55,800 SH SOLE * 55,800 ODYSSEY RE HLDGS ORDINARY (NYS) COM 67612W108 572 22,800 SH SOLE * 22,800 OFFICEMAX ORDINARY (NYS) COM 67622P101 2,041 80,500 SH SOLE * 80,500 OFFSHORE LOGST STK (NYS) COM 676255102 505 17,300 SH SOLE * 17,300 OLD DOMINION STK (NMQ) COM 679580100 1,264 46,900 SH SOLE * 46,900 OLD REPUBLIC STK (NYS) COM 680223104 3,398 129,400 SH SOLE * 129,400 OLYMPIC STEEL STK (NMQ) COM 68162K106 1,086 43,700 SH SOLE * 43,700 OMI STK (NYS) COM Y6476W104 6,152 338,961 SH SOLE * 338,961 OMNICARE ORDINARY (NYS) COM 681904108 21,709 379,392 SH SOLE * 379,392 OMNICELL STK (NMQ) COM 68213N109 264 22,100 SH SOLE * 22,100 OMNIVISION TECHS STK (NMQ) COM 682128103 14,317 717,300 SH SOLE * 717,300 ON ASSIGNMENT INC STK (NMQ) COM 682159108 843 77,290 SH SOLE * 77,290 ON SEMICONDUCTOR STK (NMQ) COM 682189105 2,960 535,300 SH SOLE * 535,300 ONEOK ORDINARY (NYS) COM 682680103 525 19,700 SH SOLE * 19,700 ONYX PHARMACEUT STK (NMQ) COM 683399109 2,019 70,100 SH SOLE * 70,100 OPEN TEXT STK (NMQ) COM 683715106 2,633 186,600 SH SOLE * 186,600 OPENWAVE SYS (NMQ) COM NEW 683718308 4,130 236,400 SH SOLE * 236,400 OPLINK COMMUNICATIONS ORD (NMQ) COM NEW 68375Q403 238 16,400 SH SOLE * 16,400 OPTIMAL ROBOTIC STK (NMQ) CL A NEW 68388R208 203 10,041 SH SOLE * 10,041 OPTION CARE STK (NMQ) COM 683948103 855 63,965 SH SOLE * 63,965 ORACLE STK (NMQ) COM 68389X105 1,596 130,700 SH SOLE * 130,700 ORBOTECH STK (NMQ) ORD M75253100 681 28,400 SH SOLE * 28,400 ORCKIT COMMUN STK (NMQ) SHS NEW M7531S206 295 12,090 SH SOLE * 12,090 O'REILLY AUTO STK (NMQ) COM 686091109 1,674 52,300 SH SOLE * 52,300 ORIENT EXPRESS STK A (NYS) CL A G67743107 403 12,800 SH SOLE * 12,800 ORIENTL FINL GP STK (NYS) COM 68618W100 1,213 98,100 SH SOLE * 98,100 ORTHOFIX INTL STK F (NMQ) COM N6748L102 1,006 25,209 SH SOLE * 25,209 OSHKOSH TRUCK STK B (NYS) COM 688239201 2,015 45,200 SH SOLE * 45,200 OSI PHARMACEUT STK (NMQ) COM 671040103 8,437 300,886 SH SOLE * 300,886 OVERSEAS SHIPHLD STK (NYS) COM 690368105 5,014 99,501 SH SOLE * 99,501 OXFORD INDS STK (NYS) COM 691497309 1,703 31,130 SH SOLE * 31,130 PAC ENERGY PRTNR UN (NYS) COM UNIT 69422R105 946 32,200 SH SOLE * 32,200 PAC SUNWEAR CA STK (NMQ) COM 694873100 812 32,600 SH SOLE * 32,600 PACTIV STK (NYS) COM 695257105 12,131 551,400 SH SOLE * 551,400 PALM ORDINARY. (NMQ) COM 696643105 9,018 283,582 SH SOLE * 283,582 PANAMSAT HLDING STK (NYS) COM 69831Y105 4,363 178,100 SH SOLE * 178,100 PAPA JOHNS INTL STK (NMQ) COM 698813102 7,551 127,307 SH SOLE * 127,307 PAREXEL INTERNATIONAL STK (NMQ) COM 699462107 225 11,109 SH SOLE * 11,109 PARK ELECTROCHEM STK (NYS) COM 700416209 1,977 76,100 SH SOLE * 76,100 PARKER DRILLING STK (NYS) COM 701081101 1,101 101,700 SH SOLE * 101,700 PARTNERRE STK (NYS) COM G6852T105 3,966 60,400 SH SOLE * 60,400 PATTERSON STK (NMQ) COM 703395103 1,864 55,800 SH SOLE * 55,800 PATTERSON UTI STK (NMQ) COM 703481101 784 23,800 SH SOLE * 23,800 PAYLESS SHOES STK (NYS) COM 704379106 5,110 203,600 SH SOLE * 203,600 PENN NATL GAMING STK (NMQ) COM 707569109 5,288 160,500 SH SOLE * 160,500 PEOPLESUPPORT ORDINARY (NMQ) COM 712714302 245 28,900 SH SOLE * 28,900 PEPCO HOLDINGS STK (NYS) COM 713291102 456 20,400 SH SOLE * 20,400 PEPSI BOTTLING ORDINARY (NYS) COM 713409100 3,001 104,900 SH SOLE * 104,900 PERFORMANCE FOOD STK (NMQ) COM 713755106 1,258 44,337 SH SOLE * 44,337 PERINI ORDINARY (NYS) COM 713839108 449 18,600 SH SOLE * 18,600 PERKINELMER STK (NYS) COM 714046109 2,509 106,500 SH SOLE * 106,500 PEROT SYSTEMS ORDINARY (NYS) CL A 714265105 645 45,600 SH SOLE * 45,600 PERRY ELLIS STK (NMQ) COM 288853104 228 11,980 SH SOLE * 11,980 PER-SE TECH STK (NMQ) COM NEW 713569309 2,532 108,400 SH SOLE * 108,400 PETMEDEXPRESS ORDINARY (NMQ) COM 716382106 215 15,200 SH SOLE * 15,200 PETRO CANADA ORDINARY (NYS) COM 71644E102 2,173 54,200 SH SOLE * 54,200 PETROBRAS DEPOSITORY RECEIPT (NYS) SPONSORED ADR 71654V408 3,464 48,600 SH SOLE * 48,600 PETROBRAS PART ADR (NYS) SP ADR B SHS 71646M102 564 45,700 SH SOLE * 45,700 PETROCHINA ADR (NYS) SPONSORED ADR 71646E100 14,589 178,000 SH SOLE * 178,000 PETROFUND ENERGY (AMEX) TR UNIT 71648W108 718 40,700 SH SOLE * 40,700 PETSMART STK (NMQ) COM 716768106 570 22,200 SH SOLE * 22,200 PFF BANCORP STK (NYS) COM 69331W104 354 11,600 SH SOLE * 11,600 PFIZER ORDINARY (NYS) COM 717081103 20,638 885,000 SH SOLE * 885,000 PHARM PROD DEV STK (NMQ) COM 717124101 3,321 53,600 SH SOLE * 53,600 PHI LONG DIS TEL ADR (NYS) SPONSORED ADR 718252604 2,941 87,700 SH SOLE * 87,700 PHOENIX COS STK (NYS) COM 71902E109 783 57,400 SH SOLE * 57,400 PILGRIMS PRIDE STK (NYS) COM 721467108 1,157 34,900 SH SOLE * 34,900 PINNACLE AIRLINE STK (NMQ) COM 723443107 333 49,900 SH SOLE * 49,900 PINNACLE ENTNMT ORDINARY (NYS) COM 723456109 319 12,900 SH SOLE * 12,900 PIONEER NATL RSC STK (NYS) COM 723787107 4,778 93,200 SH SOLE * 93,200 PIPER JAFFRAY STK (NYS) COM 724078100 2,592 64,166 SH SOLE * 64,166 PIXAR STK (NMQ) COM 725811103 6,133 116,329 SH SOLE * 116,329 PKG CORP AMER STK (NYS) COM 695156109 902 39,300 SH SOLE * 39,300 PLACER DOME ORDINARY (NYS) COM 725906101 14,632 638,100 SH SOLE * 638,100 PLATINUM UNDERWR STK (NYS) COM G7127P100 15,162 488,000 SH SOLE * 488,000 PLAYTEX PROD STK (NYS) COM 72813P100 585 42,800 SH SOLE * 42,800 PLEXUS STK (NMQ) COM 729132100 735 32,300 SH SOLE * 32,300 PMA CAPITAL STK A (NMQ) CL A 693419202 214 23,400 SH SOLE * 23,400 PNC FINL SVC STK (NYS) COM 693475105 25,666 415,100 SH SOLE * 415,100 PNM RESOURCES ORDINARY (NYS) COM 69349H107 1,176 48,000 SH SOLE * 48,000 POGO PRODUCING ORDINARY (NYS) COM 730448107 1,694 34,000 SH SOLE * 34,000 POLYCOM STK (NMQ) COM 73172K104 906 59,200 SH SOLE * 59,200 POPULAR STK (NMQ) COM 733174106 339 16,028 SH SOLE * 16,028 POSCO ADR (NYS) SPONSORED ADR 693483109 11,303 228,300 SH SOLE * 228,300 POSSIS MEDICAL STK (NMQ) COM 737407106 421 42,307 SH SOLE * 42,307 POWERWAVE TECH STK (NMQ) COM 739363109 6,148 489,082 SH SOLE * 489,082 PPL ORDINARY (NYS) COM 69351T106 8,946 304,300 SH SOLE * 304,300 PRECISION CAST STK (NYS) COM 740189105 5,761 111,200 SH SOLE * 111,200 PRECISION DRILL UNT (NYS) TR UNIT 740215108 426 12,900 SH SOLE * 12,900 PREMIERE GLB SRV STK (NYS) COM 740585104 666 81,900 SH SOLE * 81,900 PREMIUM STD FRMS (NMQ) COM 74060C105 434 29,032 SH SOLE * 29,032 PRESIDENT LIFE STK (NMQ) COM 740884101 374 19,665 SH SOLE * 19,665 PRICE COMMS STK (NYS) COM NEW 741437305 357 24,000 SH SOLE * 24,000 PRICELINE COM ORDINARY (NMQ) COM NEW 741503403 2,779 124,486 SH SOLE * 124,486 PRIDE INTL ORDINARY (NYS) COM 74153Q102 9,720 316,100 SH SOLE * 316,100 PRIMUS GUARANTY LTD. SHS G72457107 1,595 122,200 SH SOLE * 122,200 PRINCIPAL FINL ORDINARY (NYS) COM 74251V102 2,044 43,100 SH SOLE * 43,100 PROLOGIS TRUST ORDINARY (NYS) SH BEN INT 743410102 1,883 40,300 SH SOLE * 40,300 PROTEIN DESIGN STK (NMQ) COM 74369L103 540 19,000 SH SOLE * 19,000 PROV FINCL SRVCS STK (NYS) COM 74386T105 248 13,400 SH SOLE * 13,400 PROVIDENT ENERGY UN (AMEX) TR UNIT 74386K104 630 58,300 SH SOLE * 58,300 PRTNR TRST FINC STK (NMQ) COM 70213F102 677 56,200 SH SOLE * 56,200 PRUDENTIAL FINL ORDINARY (NYS) COM 744320102 13,189 180,200 SH SOLE * 180,200 PS BUSINESS PARK STK (AMEX) COM 69360J107 797 16,200 SH SOLE * 16,200 PSS WORLD MED STK (NMQ) COM 69366A100 204 13,747 SH SOLE * 13,747 PT TELEKOMUN ADR (NYS) SPONSORED ADR 715684106 654 27,400 SH SOLE * 27,400 PUBL SVC ENTER ORDINARY (NYS) COM 744573106 14,352 220,900 SH SOLE * 220,900 PULTE HOMES ORDINARY (NYS) COM 745867101 3,125 79,400 SH SOLE * 79,400 QLOGIC STK (NMQ) COM 747277101 436 13,400 SH SOLE * 13,400 QLT STK (NMQ) COM 746927102 3,520 553,400 SH SOLE * 553,400 QUANTA CAPITAL (NMQ) SHS G7313F106 578 113,400 SH SOLE * 113,400 QUANTUM DSS GRP STK (NYS) COM DSSG 747906204 249 81,500 SH SOLE * 81,500 QUEST DIAG ORDINARY (NYS) COM 74834L100 1,900 36,900 SH SOLE * 36,900 QUEST SOFTWARE STK (NMQ) COM 74834T103 1,118 76,600 SH SOLE * 76,600 QUESTAR STK (NYS) COM 748356102 1,590 21,000 SH SOLE * 21,000 QUIDEL STK (NMQ) COM 74838J101 1,005 93,400 SH SOLE * 93,400 QUIKSILVER ORDINARY (NYS) COM 74838C106 1,878 135,700 SH SOLE * 135,700 R&G FINANCIAL STK B (NYS) CL B 749136107 659 49,900 SH SOLE * 49,900 RACKABLE SYS (NMQ) COM 750077109 565 19,832 SH SOLE * 19,832 RADIAN GROUP ORDINARY (NYS) COM 750236101 1,576 26,900 SH SOLE * 26,900 RADIANT SYS STK (NMQ) COM 75025N102 576 47,400 SH SOLE * 47,400 RADIO ONE CL D STK (NMQ) CL D NON VTG 75040P405 2,079 200,900 SH SOLE * 200,900 RADVISION STK (NMQ) ORD M81869105 2,754 166,050 SH SOLE * 166,050 RADWARE STK (NMQ) ORD M81873107 298 16,400 SH SOLE * 16,400 RAILAMERICA STK (NYS) COM 750753105 729 66,300 SH SOLE * 66,300 RAIT INVESTMENT STK (NYS) COM 749227104 866 33,400 SH SOLE * 33,400 RALCORP STK (NYS) COM 751028101 2,965 74,300 SH SOLE * 74,300 RAMBUS STK (NMQ) COM 750917106 1,090 67,300 SH SOLE * 67,300 RANDGOLD RESOURCES LTD (NMQ) ADR 752344309 1,322 81,941 SH SOLE * 81,941 RARE HOSPITAL STK (NMQ) COM 753820109 2,699 88,808 SH SOLE * 88,808 RAYONIER STK (NYS) COM 754907103 3,563 89,400 SH SOLE * 89,400 RAYTHEON STK (NYS) COM NEW 755111507 13,266 330,400 SH SOLE * 330,400 REALTY INCOME STK (NYS) COM 756109104 1,336 61,800 SH SOLE * 61,800 REDBACK NETWORKS INC (NMQ) COM NEW 757209507 5,890 418,900 SH SOLE * 418,900 REEBOK INTL STK (NYS) COM 758110100 13,445 230,900 SH SOLE * 230,900 REGIONS FINANCL ORDINARY (NYS) COM 7591EP100 6,521 190,900 SH SOLE * 190,900 REINSURANCE GRP STK (NYS) COM 759351109 3,808 79,731 SH SOLE * 79,731 RELIANCE STEEL STK (NYS) COM 759509102 2,017 33,000 SH SOLE * 33,000 RENAISSANC LEARN STK (NMQ) COM 75968L105 1,026 54,243 SH SOLE * 54,243 RENAL CARE GP STK (NYS) COM 759930100 9,774 206,600 SH SOLE * 206,600 RENOVIS STK (NMQ) COM 759885106 245 15,990 SH SOLE * 15,990 RENT A CENTER STK (NMQ) COM 76009N100 5,725 303,550 SH SOLE * 303,550 REPSOL YPF ADR (NYS) SPONSORED ADR 76026T205 988 33,600 SH SOLE * 33,600 REPUBLIC SVCS STK A (NYS) COM 760759100 3,654 97,300 SH SOLE * 97,300 RESMED STK (NYS) COM 761152107 3,436 89,700 SH SOLE * 89,700 RESTORATION HDWR STK (NMQ) COM 760981100 465 77,200 SH SOLE * 77,200 REYNOLDS & REY STK A (NYS) CL A 761695105 2,846 101,400 SH SOLE * 101,400 RLI STK (NYS) COM 749607107 1,945 39,000 SH SOLE * 39,000 ROBBINS & MYERS STK (NYS) COM 770196103 543 26,700 SH SOLE * 26,700 ROBERT HALF STK (NYS) COM 770323103 5,956 157,200 SH SOLE * 157,200 ROCKY SHOES STK (NMQ) COM 774830103 463 19,000 SH SOLE * 19,000 ROFIN SINAR TECH STK (NMQ) COM 775043102 1,101 25,336 SH SOLE * 25,336 ROHM & HAAS ORDINARY (NYS) COM 775371107 5,399 111,500 SH SOLE * 111,500 ROPER INDUST ORDINARY (NYS) COM 776696106 1,983 50,200 SH SOLE * 50,200 ROSTELECOM ADR (NYS) SPONSORED ADR 778529107 255 18,700 SH SOLE * 18,700 ROTECH HEALTHCARE INC (PNK) COM 778669101 313 18,700 SH SOLE * 18,700 ROWAN COMPANIES STK (NYS) COM 779382100 4,451 124,900 SH SOLE * 124,900 ROYAL CARIB ORDINARY (NYS) COM V7780T103 685 15,200 SH SOLE * 15,200 ROYAL DUTCH SHEL A DEPOSITORY RECEIP (NYS) SPONS ADR A 780259206 2,238 36,400 SH SOLE * 36,400 RPC STK (NYS) COM 749660106 435 16,500 SH SOLE * 16,500 RSCH IN MOTION STK (NMQ) COM 760975102 18,845 285,482 SH SOLE * 285,482 RUSSELL STK (NYS) COM 782352108 1,517 112,700 SH SOLE * 112,700 RYDER SYSTEM ORDINARY (NYS) COM 783549108 6,170 150,424 SH SOLE * 150,424 RYERSON ORD (NYS) COM 78375P107 2,352 96,700 SH SOLE * 96,700 S JERSEY INDS STK (NYS) COM 838518108 373 12,800 SH SOLE * 12,800 SABESP ADR (NYS) SPONSORED ADR 20441A102 1,640 97,200 SH SOLE * 97,200 SABRE HOLDINGS STK A (NYS) CL A 785905100 489 20,300 SH SOLE * 20,300 SAFECO STK (NMQ) COM 786429100 4,838 85,621 SH SOLE * 85,621 SAFENET STK (NMQ) COM 78645R107 6,338 196,700 SH SOLE * 196,700 SAFETY INSURANCE GROUP INC (NMQ) COM 78648T100 735 18,200 SH SOLE * 18,200 SAFEWAY STK (NYS) COM NEW 786514208 2,068 87,400 SH SOLE * 87,400 SAKS STK (NYS) COM 79377W108 1,575 93,400 SH SOLE * 93,400 SALIX PHARM STK (NMQ) COM 795435106 3,054 173,700 SH SOLE * 173,700 SANDERSON FARMS STK (NMQ) COM 800013104 2,354 77,100 SH SOLE * 77,100 SANMINA STK (NMQ) COM 800907107 11,802 2,770,400 SH SOLE * 2,770,400 SANOFI-AVENTIS ADR (NYS) SPONSORED ADR 80105N105 7,059 160,800 SH SOLE * 160,800 SAPPI ADR (NYS) SPON ADR NEW 803069202 1,498 132,200 SH SOLE * 132,200 SARA LEE ORDINARY (NYS) COM 803111103 12,453 658,900 SH SOLE * 658,900 SATYAM COMPUTER ADR (NYS) ADR 804098101 538 14,700 SH SOLE * 14,700 SBS TECHNOLOGIE STK (NMQ) COM 78387P103 272 26,996 SH SOLE * 26,996 SCANSOURCE STK (NMQ) COM 806037107 3,170 57,968 SH SOLE * 57,968 SCHNITZER STEEL STK (NMQ) CL A 806882106 5,750 187,963 SH SOLE * 187,963 SCIENT ATLANTA STK (NYS) COM 808655104 6,133 142,400 SH SOLE * 142,400 SCOTTISH ANNUITY ORDINARY (NYS) ORD G7885T104 3,700 150,700 SH SOLE * 150,700 SCOTTS MIRIACLE-GRO COMPANY STK A (NYS) CL A 810186106 9,374 207,200 SH SOLE * 207,200 SCS TRANSPORTATION INC (NMQ) COM 81111T102 1,029 48,400 SH SOLE * 48,400 SEACHANGE INTL STK (NMQ) COM 811699107 1,650 208,800 SH SOLE * 208,800 SEAGATE TECH HLD (NYS) SHS G7945J104 1,613 80,700 SH SOLE * 80,700 SEASPAN ORDINARY (NYS) SHS Y75638109 247 12,500 SH SOLE * 12,500 SEI INVEST STK (NMQ) COM 784117103 4,311 116,500 SH SOLE * 116,500 SEMTECH STK (NMQ) COM 816850101 9,086 497,600 SH SOLE * 497,600 SENIOR HOUSING STK (NYS) SH BEN INT 81721M109 705 41,700 SH SOLE * 41,700 SEPRACOR STK (NMQ) COM 817315104 8,756 169,699 SH SOLE * 169,699 SERENA SOFTWARE STK (NMQ) COM 817492101 7,371 314,600 SH SOLE * 314,600 SERONO ADR (NYS) SPONSORED ADR 81752M101 328 16,500 SH SOLE * 16,500 SERVICEMASTER ORDINARY (NYS) COM 81760N109 850 71,100 SH SOLE * 71,100 SG MECHEL STEEL DEPOSITORY RECEIPT (NYS) SPONSORED ADR 583840103 1,549 64,100 SH SOLE * 64,100 SHANDA INTRATIV (NMQ) SPONSORED ADR 81941Q203 381 25,000 SH SOLE * 25,000 SHARPER IMAGE STK (NMQ) COM 820013100 1,470 150,900 SH SOLE * 150,900 SHAW COMMS STK B (NYS) CL B CONV 82028K200 382 17,600 SH SOLE * 17,600 SHAW ORDINARY (NYS) COM 820280105 1,004 34,500 SH SOLE * 34,500 SHIRE ADR (NMQ) SPONSORED ADR 82481R106 2,669 68,800 SH SOLE * 68,800 SHURGARD STORAGE STK A (NYS) COM 82567D104 6,777 119,500 SH SOLE * 119,500 SI INTERNATIONAL ORDINARY (NMQ) COM 78427V102 1,266 41,400 SH SOLE * 41,400 SIEBEL SYSTEMS STK (NMQ) COM 826170102 24,203 2,289,800 SH SOLE * 2,289,800 SIERRA PACIFIC STK (NYS) COM 826428104 231 17,700 SH SOLE * 17,700 SIGMATEL STK (NMQ) COM 82661W107 570 43,500 SH SOLE * 43,500 SILICON IMAGE ORDINARY (NMQ) COM 82705T102 2,361 260,300 SH SOLE * 260,300 SILICON LABS STK (NMQ) COM 826919102 7,167 195,500 SH SOLE * 195,500 SILICON MTN TEC DEPOSITORY RECEIPT (NMQ) SPONSORED ADR 82706C108 354 29,496 SH SOLE * 29,496 SILICON STORAGE STK (NMQ) COM 827057100 725 143,000 SH SOLE * 143,000 SILICONWARE ADR (NMQ) SPONSD ADR SPL 827084864 854 123,000 SH SOLE * 123,000 SINCLAIR BRDCST STK A (NMQ) CL A 829226109 1,394 151,469 SH SOLE * 151,469 SINOPEC SHANGHAI PECHEM ADR H (NYS) SPON ADR H 82935M109 712 18,800 SH SOLE * 18,800 SIRVA STK (NYS) COM 82967Y104 1,897 237,100 SH SOLE * 237,100 SK TELECOM DEPOSITORY RECEIPTS (NYS) SPONSORED ADR 78440P108 3,662 180,500 SH SOLE * 180,500 SKILLSOFT DR (NMQ) SPONSORED ADR 830928107 207 37,700 SH SOLE * 37,700 SKYWEST STK (NMQ) COM 830879102 4,523 168,400 SH SOLE * 168,400 SMART & FINAL STK (NYS) COM 831683107 228 17,700 SH SOLE * 17,700 SMITH INTL ORDINARY (NYS) COM 832110100 1,254 33,800 SH SOLE * 33,800 SMURFIT STONE STK (NMQ) COM 832727101 4,299 303,400 SH SOLE * 303,400 SOHU COM STK (NMQ) COM 83408W103 4,862 265,100 SH SOLE * 265,100 SOLECTRON STK (NYS) COM 834182107 1,513 413,400 SH SOLE * 413,400 SONIC AUTOMOTIVE STK (NYS) CL A 83545G102 5,283 237,100 SH SOLE * 237,100 SONICWALL STK (NMQ) COM 835470105 2,001 252,626 SH SOLE * 252,626 SOTHEBYS STK A (NYS) CL A 835898107 696 37,900 SH SOLE * 37,900 SOURCECORP ORDINARY (NMQ) COM 836167106 677 28,231 SH SOLE * 28,231 SOUTHWEST AIRLS STK (NYS) COM 844741108 1,165 70,900 SH SOLE * 70,900 SOVEREIGN BANC STK (NYS) COM 845905108 2,251 104,100 SH SOLE * 104,100 SPARTECH ORDINARY (NYS) COM NEW 847220209 393 17,900 SH SOLE * 17,900 SPECTRALINK STK (NMQ) COM 847580107 553 46,596 SH SOLE * 46,596 SPEEDWAY MTRSP STK (NYS) COM 847788106 392 11,300 SH SOLE * 11,300 SPHERION ORDINARY (NYS) COM 848420105 1,968 196,600 SH SOLE * 196,600 SPIRIT FINANCE STK (NYS) COM 848568309 675 59,500 SH SOLE * 59,500 SPORTS AUTHOR STK (NYS) COM 84917U109 644 20,700 SH SOLE * 20,700 SPSS STK (NMQ) COM 78462K102 2,010 65,000 SH SOLE * 65,000 ST JUDE MEDICAL ORDINARY (NYS) COM 790849103 7,179 143,000 SH SOLE * 143,000 ST MARY LAND STK (NYS) COM 792228108 747 20,300 SH SOLE * 20,300 ST PAUL TRAVLRS ORDINARY (NYS) COM 792860108 3,346 74,900 SH SOLE * 74,900 STAGE STORES STK (NMQ) COM NEW 85254C305 430 14,431 SH SOLE * 14,431 STAMPS COM STK (NMQ) COM NEW 852857200 1,428 62,200 SH SOLE * 62,200 STANCORP FINCL STK (NYS) COM 852891100 7,767 155,500 SH SOLE * 155,500 STANDARD MICRO STK (NMQ) COM 853626109 3,540 123,375 SH SOLE * 123,375 STANDARD PACIFIC STK (NYS) COM 85375C101 1,984 53,900 SH SOLE * 53,900 STARBUCKS STK (NMQ) COM 855244109 4,477 149,200 SH SOLE * 149,200 STARTEK STK (NYS) COM 85569C107 419 23,300 SH SOLE * 23,300 STARWOOD HOTELS ORDINARY (NYS) PAIRED CTF 85590A203 3,825 59,900 SH SOLE * 59,900 STATE AUTO STK (NMQ) COM 855707105 470 12,900 SH SOLE * 12,900 STATOIL ADR (NYS) SPONSORED ADR 85771P102 976 42,500 SH SOLE * 42,500 STEEL DYNAMICS STK (NMQ) COM 858119100 2,744 77,282 SH SOLE * 77,282 STEEL TECHS STK (NMQ) COM 858147101 311 11,100 SH SOLE * 11,100 STEELCASE STK A (NYS) CL A 858155203 951 60,100 SH SOLE * 60,100 STEINER LEISURE STK (NMQ) ORD P8744Y102 1,334 37,500 SH SOLE * 37,500 STELLENT STK (NMQ) COM 85856W105 1,017 102,428 SH SOLE * 102,428 STEMCELLS ORDINARY (NMQ) COM 85857R105 317 91,800 SH SOLE * 91,800 STERIS STK (NYS) COM 859152100 2,304 92,100 SH SOLE * 92,100 STERLING BNCS II STK (NMQ) COM 858907108 249 16,107 SH SOLE * 16,107 STERLING FIN STK (NMQ) COM 859319105 457 18,300 SH SOLE * 18,300 STEVEN MADDEN STK (NMQ) COM 556269108 1,412 48,300 SH SOLE * 48,300 STEWART ENTER A ORDINARY (NMQ) CL A 860370105 259 47,822 SH SOLE * 47,822 STEWART INFO SVC STK (NYS) COM 860372101 496 10,200 SH SOLE * 10,200 STILLWATER MNG STK (NYS) COM 86074Q102 457 39,500 SH SOLE * 39,500 STMICROELECTRON ADR (NYS) NY REGISTRY 861012102 1,802 100,100 SH SOLE * 100,100 STONE ENERGY STK (NYS) COM 861642106 1,853 40,700 SH SOLE * 40,700 STREICHER MOBILE STK (NMQ) COM 862924107 233 80,400 SH SOLE * 80,400 STRIDE RITE STK (NYS) COM 863314100 498 36,700 SH SOLE * 36,700 SUBRBN PROPANE STK UN (NYS) UNIT LTD PARTN 864482104 1,371 52,300 SH SOLE * 52,300 SUN MICROSYS STK (NMQ) COM 866810104 1,088 259,600 SH SOLE * 259,600 SUNOCO ORDINARY (NYS) COM 86764P109 948 12,100 SH SOLE * 12,100 SUNRISE LIVING STK (NYS) COM 86768K106 3,455 102,500 SH SOLE * 102,500 SUNTERRA STK (NMQ) COM NEW 86787D208 701 49,288 SH SOLE * 49,288 SUNTRUST BANKS STK (NYS) COM 867914103 5,821 80,000 SH SOLE * 80,000 SUPERIOR ESSEX ORDINARY (NMQ) COM 86815V105 1,536 76,193 SH SOLE * 76,193 SUPERTEX STK (NMQ) COM 868532102 1,403 31,696 SH SOLE * 31,696 SUPERVALU ORDINARY (NYS) COM 868536103 6,710 206,600 SH SOLE * 206,600 SVB FINANCIAL ORDINARY (NMQ) COM 78486Q101 2,183 46,616 SH SOLE * 46,616 SWIFT ENERGY STK (NYS) COM 870738101 847 18,800 SH SOLE * 18,800 SWIFT TRANSPORT STK (NMQ) COM 870756103 1,752 86,300 SH SOLE * 86,300 SWISSCOM AG ADR (NYS) SPONSORED ADR 871013108 920 29,200 SH SOLE * 29,200 SYBASE ORDINARY (NYS) COM 871130100 1,865 85,300 SH SOLE * 85,300 SYCAMORE NTWRKS ORDINARY (NMQ) COM 871206108 4,120 953,750 SH SOLE * 953,750 SYKES ENTERPRISES ORD (NMQ) COM 871237103 560 41,865 SH SOLE * 41,865 SYMBOL TECHS STK (NYS) COM 871508107 14,285 1,114,300 SH SOLE * 1,114,300 SYMMETRICON STK (NMQ) COM 871543104 2,025 239,100 SH SOLE * 239,100 SYNERON MED STK (NMQ) ORD SHS M87245102 4,439 139,800 SH SOLE * 139,800 SYNEXX STK (NYS) COM 87162W100 213 14,100 SH SOLE * 14,100 SYNGENTA ADR (NYS) SPONSORED ADR 87160A100 1,808 72,600 SH SOLE * 72,600 SYNIVERSE HLDGS ORDINARY (NYS) COM 87163F106 629 30,100 SH SOLE * 30,100 SYNOMYX ORDINARY (NMQ) COM 81724Q107 708 58,400 SH SOLE * 58,400 SYNOPSYS STK (NMQ) COM 871607107 11,470 571,800 SH SOLE * 571,800 SYNOVUS ORDINARY (NYS) COM 87161C105 675 25,000 SH SOLE * 25,000 TALX STK (NMQ) COM 874918105 1,088 23,800 SH SOLE * 23,800 TANOX STK (NMQ) COM 87588Q109 319 19,484 SH SOLE * 19,484 TATA MOTORS ORDINARY (NYS) SPONSORED ADR 876568502 378 26,300 SH SOLE * 26,300 TC PIPELINES LP UN (NMQ) UT COM LTD PRT 87233Q108 487 15,021 SH SOLE * 15,021 TECHNICAL OLYMC ORDINARY (NYS) COM 878483106 576 27,300 SH SOLE * 27,300 TECHNITROL ORDINARY (NYS) COM 878555101 258 15,100 SH SOLE * 15,100 TECHNOLOGY DATA STK (NMQ) COM 878237106 15,816 399,300 SH SOLE * 399,300 TECO ENERGY ORDINARY (NYS) COM 872375100 2,457 143,000 SH SOLE * 143,000 TECUMSEH PRODS STK A (NMQ) CL A 878895200 250 10,900 SH SOLE * 10,900 TEEKAY SHIPPING STK (NYS) COM Y8564W103 8,064 202,100 SH SOLE * 202,100 TEJON RANCH STK (NYS) COM 879080109 451 11,300 SH SOLE * 11,300 TELE NORTE LE ADR (NYS) SPON ADR PFD 879246106 1,672 93,300 SH SOLE * 93,300 TELECOM ADR B (NYS) SPON ADR REP B 879273209 379 29,400 SH SOLE * 29,400 TELECOM NZ ADR (NYS) SPONSORED ADR 879278208 2,065 63,200 SH SOLE * 63,200 TELEDYNE TECH ORDINARY (NYS) COM 879360105 2,005 68,900 SH SOLE * 68,900 TELEFLEX ORDINARY (NYS) COM 879369106 5,211 80,200 SH SOLE * 80,200 TELEFONICA ADR (NYS) SPONSORED ADR 879382208 869 19,300 SH SOLE * 19,300 TELEFONOS CHILE ADR (NYS) SPON ADR NEW 204449300 1,271 144,400 SH SOLE * 144,400 TELEFONOS DE MEX ADR L (NYS) SPON ADR ORD L 879403780 10,694 433,300 SH SOLE * 433,300 TELEMIG PART PR REP ADR (NYS) SPON ADR PFD 87944E105 540 13,700 SH SOLE * 13,700 TELEPHONE & DATA STK (AMEX) COM 879433100 1,888 52,400 SH SOLE * 52,400 TELETECH HLDGS STK (NMQ) COM 879939106 1,778 147,569 SH SOLE * 147,569 TELEWEST GLOBAL ORDINARY (NMQ) COM 87956T107 18,913 794,000 SH SOLE * 794,000 TELLABS STK (NMQ) COM 879664100 3,888 356,700 SH SOLE * 356,700 TELUS STK (NYS) NON-VTG SHS 87971M202 886 22,000 SH SOLE * 22,000 TEMPLE INLAND STK (NYS) COM 879868107 1,722 38,400 SH SOLE * 38,400 TENARIS SA ADR (NYS) SPONSORED ADR 88031M109 3,481 30,400 SH SOLE * 30,400 TENNANT STK (NYS) COM 880345103 551 10,600 SH SOLE * 10,600 TEPPCO STK UN (NYS) UT LTD PARTNER 872384102 610 17,500 SH SOLE * 17,500 TERADYNE STK (NYS) COM 880770102 7,858 539,300 SH SOLE * 539,300 TERRA NITROGEN STK (NYS) COM UNIT 881005201 369 19,400 SH SOLE * 19,400 TESSERA TECH STK (NMQ) COM 88164L100 383 14,800 SH SOLE * 14,800 TETRA TECH INC (NMQ) COM 88162G103 1,274 81,300 SH SOLE * 81,300 TETRA TECH STK (NYS) COM 88162F105 742 24,300 SH SOLE * 24,300 TEXAS INDS STK (NYS) COM 882491103 1,460 29,300 SH SOLE * 29,300 TEXAS INSTRUMENT ORDINARY (NYS) COM 882508104 3,229 100,700 SH SOLE * 100,700 TEXAS ROADHOUSE ORDINARY (NMQ) CL A 882681109 426 27,400 SH SOLE * 27,400 TEXTRON ORDINARY (NYS) COM 883203101 1,694 22,000 SH SOLE * 22,000 THE FIRST AMERN STK (NYS) COM 318522307 8,784 193,900 SH SOLE * 193,900 THE PANTRY STK (NMQ) COM 698657103 6,813 144,979 SH SOLE * 144,979 THE TALBOTS STK (NYS) COM 874161102 401 14,400 SH SOLE * 14,400 THOMAS & BETTS STK (NYS) COM 884315102 4,960 118,200 SH SOLE * 118,200 THORNBURG MTG STK (NYS) COM 885218107 1,624 62,000 SH SOLE * 62,000 THQ STK (NMQ) COM NEW 872443403 1,367 57,300 SH SOLE * 57,300 TIBCO SOFTWARE STK (NMQ) COM 88632Q103 6,328 847,100 SH SOLE * 847,100 TIDEWATER STK (NYS) COM 886423102 7,509 168,900 SH SOLE * 168,900 TIME WARNER STK (NYS) COM 887317105 2,222 127,400 SH SOLE * 127,400 TNS STK (NYS) COM 872960109 706 36,800 SH SOLE * 36,800 TOLL BROTHERS STK (NYS) COM 889478103 3,128 90,300 SH SOLE * 90,300 TOLLGRADE COMM STK (NMQ) COM 889542106 297 27,189 SH SOLE * 27,189 TOM ONLINE DEPOSITORY RECEIPTS (NMQ) ADR REG S 889728200 2,814 142,000 SH SOLE * 142,000 TOMMY HILFIGER STK (NYS) ORD G8915Z102 4,403 271,100 SH SOLE * 271,100 TOO STK (NYS) COM 890333107 3,118 110,519 SH SOLE * 110,519 TOP TANKERS STK (NMQ) COM Y8897Y107 1,852 150,600 SH SOLE * 150,600 TOPPS STK (NMQ) COM 890786106 345 46,400 SH SOLE * 46,400 TORCHMARK STK (NYS) COM 891027104 934 16,800 SH SOLE * 16,800 TRACTOR SUPPLY STK (NMQ) COM 892356106 774 14,628 SH SOLE * 14,628 TRANS WORLD ENT STK (NMQ) COM 89336Q100 234 41,000 SH SOLE * 41,000 TRANSMONTAIGNE STK (NYS) COM 893934109 784 118,800 SH SOLE * 118,800 TRIAD GUARANTY STK (NMQ) COM 895925105 1,033 23,475 SH SOLE * 23,475 TRIBUNE STK (NYS) COM 896047107 1,537 50,800 SH SOLE * 50,800 TRIDENT MICROSYS STK (NMQ) COM 895919108 1,087 60,400 SH SOLE * 60,400 TSAKOS ENERGY STK (NYS) SHS G9108L108 2,241 61,100 SH SOLE * 61,100 TTM TECHNOLOGIES STK (NMQ) COM 87305R109 476 50,600 SH SOLE * 50,600 TURKCELL ILETISIM HIZMET ADR (NYS) SPON ADR NEW 900111204 693 45,100 SH SOLE * 45,100 TWN SEMICONT MAN ADR (NYS) SPONSORED ADR 874039100 6,477 653,600 SH SOLE * 653,600 TXU ORDINARY (NYS) COM 873168108 7,564 150,700 SH SOLE * 150,700 TYCO INTL ORDINARY (NYS) COM 902124106 32,603 1,129,700 SH SOLE * 1,129,700 UGI STK (NYS) COM 902681105 2,280 110,700 SH SOLE * 110,700 UNIBANCO UN REP ADR (NYS) GDR REP PFD UT 90458E107 10,216 160,700 SH SOLE * 160,700 UNIFI STK (NYS) COM 904677101 209 68,700 SH SOLE * 68,700 UNIFIRST STK (NYS) COM 904708104 351 11,300 SH SOLE * 11,300 UNIONBANCAL STK (NYS) COM 908906100 1,457 21,200 SH SOLE * 21,200 UNISOURCE ENERGY STK (NYS) COM 909205106 867 27,800 SH SOLE * 27,800 UNISYS ORDINARY (NYS) COM 909214108 440 75,400 SH SOLE * 75,400 UNIT STK (NYS) COM 909218109 3,236 58,800 SH SOLE * 58,800 UNITED MICROELEC ADR (NYS) SPONSORED ADR 910873207 598 191,600 SH SOLE * 191,600 UNITED ONLINE STK (NMQ) COM 911268100 572 40,200 SH SOLE * 40,200 UNITED TECH ORDINARY (NYS) COM 913017109 9,074 162,300 SH SOLE * 162,300 UNITEDHEALTH GRP STK (NYS) COM 91324P102 3,933 63,300 SH SOLE * 63,300 UNIVERSAL HEALTH STK B (NYS) CL B 913903100 2,258 48,300 SH SOLE * 48,300 UNIVERSAL TECH ORDINARY (NYS) COM 913915104 2,194 70,900 SH SOLE * 70,900 UNIVISION COMM ORDINARY A (NYS) CL A 914906102 2,172 73,900 SH SOLE * 73,900 UNIVSL COMPRESSN ORDINARY (NYS) COM 913431102 1,797 43,700 SH SOLE * 43,700 UNUMPROVIDENT ORDINARY (NYS) COM 91529Y106 4,639 203,900 SH SOLE * 203,900 US BANCORP STK (NYS) COM NEW 902973304 14,084 471,185 SH SOLE * 471,185 US CELLULAR STK (AMEX) COM 911684108 924 18,700 SH SOLE * 18,700 US CONCRETE STK (NMQ) COM 90333L102 944 99,600 SH SOLE * 99,600 US PHYSICAL STK (NMQ) COM 90337L108 441 23,884 SH SOLE * 23,884 US STEEL ORDINARY (NYS) COM 912909108 1,442 30,000 SH SOLE * 30,000 US XPRESS ENT STK A (NMQ) CL A 90338N103 967 55,676 SH SOLE * 55,676 USEC ORDINARY (NYS) COM 90333E108 552 46,200 SH SOLE * 46,200 USG STK (NYS) COM NEW 903293405 12,669 194,900 SH SOLE * 194,900 UST ORDINARY (NYS) COM 902911106 1,155 28,300 SH SOLE * 28,300 UTD DOMINION STK (NYS) COM 910197102 6,962 297,000 SH SOLE * 297,000 UTD SURGICAL PT STK (NMQ) COM 913016309 1,804 56,100 SH SOLE * 56,100 UTD THERAPEUT STK (NMQ) COM 91307C102 1,590 23,000 SH SOLE * 23,000 UTSTARCOM STK (NMQ) COM 918076100 1,761 218,500 SH SOLE * 218,500 VAIL RESORTS STK (NYS) COM 91879Q109 641 19,400 SH SOLE * 19,400 VALERO ENERGY STK (NYS) COM 91913Y100 28,245 547,385 SH SOLE * 547,385 VALMONT INDS STK (NYS) COM 920253101 422 12,600 SH SOLE * 12,600 VALSPAR ORDINARY (NYS) COM 920355104 5,492 222,600 SH SOLE * 222,600 VALUEVIS MEDIA STK A (NMQ) CL A 92047K107 1,341 106,400 SH SOLE * 106,400 VARIAN STK (NMQ) COM 922206107 902 22,672 SH SOLE * 22,672 VCP ADR (NYS) SPONSORED ADR 92906P106 1,123 91,400 SH SOLE * 91,400 VENTIV HEALTH STK (NMQ) COM 922793104 3,647 154,424 SH SOLE * 154,424 VERIFONE HLDGS STK (NYS) COM 92342Y109 1,976 78,100 SH SOLE * 78,100 VERITAS DGC STK (NYS) COM 92343P107 10,136 285,600 SH SOLE * 285,600 VERITY STK (NMQ) COM 92343C106 332 24,649 SH SOLE * 24,649 VERIZON COMMS STK (NYS) COM 92343V104 28,536 947,400 SH SOLE * 947,400 VIACOM ORDINARY B (NYS) CL B 925524308 10,481 321,500 SH SOLE * 321,500 VIAD (NYS) COM NEW 92552R406 1,179 40,200 SH SOLE * 40,200 VIASYS HEALTHCR STK (NYS) COM NEW 92553Q209 1,676 65,200 SH SOLE * 65,200 VIMPELCOM ADR (NYS) SPONSORED ADR 68370R109 1,623 36,700 SH SOLE * 36,700 VINTAGE PETRO STK (NYS) COM 927460105 645 12,100 SH SOLE * 12,100 VISHAY INTERTECH ORDINARY (NYS) COM 928298108 6,013 437,000 SH SOLE * 437,000 VISTACARE STK (NMQ) CL A 92839Y109 339 27,080 SH SOLE * 27,080 VISTEON ORDINARY (NYS) COM 92839U107 2,751 439,500 SH SOLE * 439,500 VITAL IMAGES ORDINARY (NMQ) COM 92846N104 863 33,000 SH SOLE * 33,000 VITESSE SEMICON STK (NMQ) COM 928497106 1,716 893,759 SH SOLE * 893,759 VIVENDI UNIVERS ADR (NYS) SPON ADR NEW 92851S204 1,109 35,300 SH SOLE * 35,300 VODAFONE GROUP ADR (NYS) SPONSORED ADR 92857W100 6,649 309,700 SH SOLE * 309,700 VOLCOM ORDINARY (NMQ) COM 92864N101 848 24,945 SH SOLE * 24,945 VOLT INFO SCI STK (NYS) COM 928703107 365 19,200 SH SOLE * 19,200 VOLTERRA SEMI STK (NMQ) COM 928708106 514 34,295 SH SOLE * 34,295 WACHOVIA ORDINARY (NYS) COM 929903102 3,642 68,900 SH SOLE * 68,900 WADDELL REED STK A (NYS) CL A 930059100 472 22,500 SH SOLE * 22,500 WALT DISNEY ORDINARY (NYS) COM DISNEY 254687106 470 19,600 SH SOLE * 19,600 WARNACO STK (NMQ) COM NEW 934390402 1,275 47,700 SH SOLE * 47,700 WARNER MUSIC ORDINARY (NYS) COM 934550104 1,871 97,100 SH SOLE * 97,100 WASTE MANAGEMENT STK (NYS) COM 94106L109 8,419 277,400 SH SOLE * 277,400 WATERS STK (NYS) COM 941848103 752 19,900 SH SOLE * 19,900 WATSCO STK A (NYS) COM 942622200 2,889 48,300 SH SOLE * 48,300 WATSON PHARM ORDINARY (NYS) COM 942683103 2,428 74,700 SH SOLE * 74,700 WCI COMMUNITIES STK (NYS) COM 92923C104 1,657 61,700 SH SOLE * 61,700 WEATHERFORD INTL STK (NYS) COM G95089101 6,987 193,000 SH SOLE * 193,000 WEBMETHODS STK (NMQ) COM 94768C108 598 77,500 SH SOLE * 77,500 WEBSENSE STK (NMQ) COM 947684106 3,728 56,800 SH SOLE * 56,800 WELLCARE HEALTH STK (NYS) COM 94946T106 5,360 131,200 SH SOLE * 131,200 WELLMAN STK (NYS) COM 949702104 905 133,500 SH SOLE * 133,500 WESCO INTL STK (NYS) COM 95082P105 538 12,600 SH SOLE * 12,600 WEST STK (NMQ) COM 952355105 548 13,000 SH SOLE * 13,000 WESTAR ENERGY STK (NYS) COM 95709T100 1,415 65,800 SH SOLE * 65,800 WESTCORP STK (NYS) COM 957907108 6,894 103,500 SH SOLE * 103,500 WESTELL TECH STK A (NMQ) CL A 957541105 278 61,700 SH SOLE * 61,700 WESTERN DIGITAL STK (NYS) COM 958102105 2,291 123,100 SH SOLE * 123,100 WEYERHAEUSER STK (NYS) COM 962166104 3,138 47,300 SH SOLE * 47,300 WHIRLPOOL STK (NYS) COM 963320106 980 11,700 SH SOLE * 11,700 WHITNEY HOLDING STK (NMQ) COM 966612103 5,438 197,299 SH SOLE * 197,299 WILLBROS GROUP STK (NYS) COM 969199108 2,348 162,600 SH SOLE * 162,600 WILMINGTON TRUST ORDINARY (NYS) COM 971807102 3,463 89,000 SH SOLE * 89,000 WLD WRSTG ENTMNT STK A (NYS) CL A 98156Q108 1,534 104,500 SH SOLE * 104,500 WORTHINGTON INDS STK (NYS) COM 981811102 1,410 73,400 SH SOLE * 73,400 WP CAREY CO STK (NYS) COM 92930Y107 459 18,100 SH SOLE * 18,100 WP STEWART STK (NYS) COM G84922106 306 13,000 SH SOLE * 13,000 WPCS INTERNATIONAL STK (NMQ) COM NEW 92931L203 565 51,900 SH SOLE * 51,900 WPP GROUP ADR (NMQ) SPON ADR 0905 929309409 1,372 25,410 SH SOLE * 25,410 WR BERKLEY ORDINARY (NYS) COM 084423102 7,743 162,600 SH SOLE * 162,600 WRIGHT EXPRESS STK (NYS) COM 98233Q105 3,089 140,400 SH SOLE * 140,400 WW GRAINGER STK (NYS) COM 384802104 2,680 37,700 SH SOLE * 37,700 XILINX STK (NMQ) COM 983919101 2,478 98,300 SH SOLE * 98,300 XL CAPITAL STK A (NYS) CL A G98255105 19,540 290,000 SH SOLE * 290,000 ZENITH NATIONAL STK (NYS) COM 989390109 3,394 73,600 SH SOLE * 73,600 ZOLL MEDICAL STK (NMQ) COM 989922109 1,468 58,293 SH SOLE * 58,293 ZORAN CORP STK (NMQ) COM 98975F101 2,188 135,009 SH SOLE * 135,009 ZYGO STK (NMQ) COM 989855101 293 19,931 SH SOLE * 19,931 Total Value $4,414,291
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