13F-HR 1 b404813_13fhr.txt FORM 13F-HR 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, 2004 Check here if Amendment [ ]; Amendment Number: ---------------- This Amendment (Check only one): [ ] is a restatement. [ ] adds new holdings entries. Institutional Investment Manager Filing this Report: Name: S.A.C. Capital Advisors, LLC Address: 72 Cummings Point Road Stamford, Connecticut 06902 Form 13F File Number: 28-4043 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: Peter Nussbaum Title: General Counsel Phone: 203-890-2094 Signature, Place, and Date of Signing: /s/ Peter Nussbaum Stamford, Connecticut February 15, 2005 ---------------------------------------- ----------------------------------- -------------------------------------- [Signature] [City, State] [Date]

Report type (Check only one.): [ ] 13F HOLDINGS REPORT. (Check here if all holdings of this report manager are reported in this report.) [ ] 13F NOTICE. (Check here if no holdings reported are in this report, and all holding are reported by other reporting manager(s).) [X] 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).) List of Other Managers Reporting for this Manager: [If there are no entries in this list, omit this section] Form 13F File Number: 28-10113 ------------------------- Name Sigma Capital Advisors, LLC --------------------------------------------------------------- FORM 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 1 ------------- Form 13F Information Table Entry Total: 1,882* ------------- Form 13F Information Table Value Total: 8,598,822 -------------- (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. [If there are no entries in this list, state "NONE" and omit the column headings and list entries.] No. Form 13F File Number Name 1 28-5608 S.A.C. Capital Management, LLC --- ------------- * Positions that are exempt from reporting under Special Instruction 9 to the Form 13F are excluded. However, positions that would not be exempt when aggregated with positions of the same security held by the Other Included Managers are listed herein.

SHARES OR VOTING TITLE OF VALUE PRINCIPLE SHRS/ INVESTMENT OTHER AUTHORIZED NAME OF ISSUER CLASS CUSIP (X$1000 AMOUNT PRN PUT / CALL DISCRETION MANAGER SHARES ------------------------------------------------------------------------------------------------------------------------------------ 3COM CORP Common 885535104 982 157,100 Shrs Shared Defined 1 157,100 3M CO Common 88579Y101 13,078 145,300 Shrs Shared Defined 1 145,300 7-ELEVEN INC Common 817826209 402 22,500 Shrs Shared Defined 1 22,500 A D C TELECOMMUNICATIONS Common 000886101 1,704 600,000 Shrs Shared Defined 1 600,000 AARON RENTS INC Common 002535201 308 9,300 Shrs Shared Defined 1 9,300 ABBOTT LABS Common 002824100 220 5,400 Shrs Shared Defined 1 5,400 ABERCROMBIE & FITCH CO Common 002896207 1,314 33,900 Shrs Shared Defined 1 33,900 ABGENIX INC Common 00339B107 3,735 318,700 Shrs Shared Defined 1 318,700 ABITIBI-CONSOLIDATED INC Common 003924107 26,883 3,907,400 Shrs Shared Defined 1 3,907,400 ACCENTURE LTD BERMUDA Common G1150G111 22,039 802,000 Shrs Shared Defined 1 802,000 ACCREDITED HOME LENDRS HLDG Common 00437P107 2,144 76,175 Shrs Shared Defined 1 76,175 ACCREDO HEALTH INC Common 00437V104 2,181 56,000 Shrs Shared Defined 1 56,000 ACE LTD Common G0070K103 15,263 361,000 Shrs Shared Defined 1 361,000 ACLARA BIOSCIENCES INC Common 00461P106 198 44,106 Shrs Shared Defined 1 44,106 ACTION PERFORMANCE COS INC Common 004933107 9,487 629,500 Shrs Shared Defined 1 629,500 ACTIVISION INC NEW Common 004930202 9,336 587,200 Shrs Shared Defined 1 587,200 ACTUANT CORP Common 00508X203 1,029 26,400 Shrs Shared Defined 1 26,400 ACXIOM CORP Common 005125109 1,070 43,100 Shrs Shared Defined 1 43,100 ADAPTEC INC Common 00651F108 587 69,360 Shrs Shared Defined 1 69,360 ADOBE SYS INC Common 00724F101 2,162 46,500 Shrs Shared Defined 1 46,500 ADOLOR CORP Common 00724X102 433 34,169 Shrs Shared Defined 1 34,169 ADVANCED MEDICAL OPTICS INC Common 00763M108 830 19,500 Shrs Shared Defined 1 19,500 ADVANCED MICRO DEVICES INC Common 007903107 1,070 67,300 Shrs Shared Defined 1 67,300 ADVANCED NEUROMODULATION SYS Common 00757T101 7,361 224,432 Shrs Shared Defined 1 224,432 ADVENT SOFTWARE INC Common 007974108 226 12,500 Shrs Shared Defined 1 12,500 AEROFLEX INC Common 007768104 514 35,867 Shrs Shared Defined 1 35,867 AEROPOSTALE Common 007865108 2,785 103,500 Shrs Shared Defined 1 103,500 AES CORP Common 00130H105 1,326 133,500 Shrs Shared Defined 1 133,500 AETHER SYS INC Common 00808V105 206 59,800 Shrs Shared Defined 1 59,800 AETNA INC NEW Common 00817Y108 13,082 153,900 Shrs Shared Defined 1 153,900 AFFILIATED MANAGERS GROUP Common 008252108 1,341 26,625 Shrs Shared Defined 1 26,625 AFFYMETRIX INC Common 00826T108 254 7,759 Shrs Shared Defined 1 7,759 AFLAC INC Common 001055102 588 14,400 Shrs Shared Defined 1 14,400 AGERE SYS INC Common 00845V100 1,150 500,000 Shrs Shared Defined 1 500,000 AGILE SOFTWARE CORP DEL Common 00846X105 1,881 215,000 Shrs Shared Defined 1 215,000 AGRIUM INC Common 008916108 1,288 88,500 Shrs Shared Defined 1 88,500 AIR PRODS & CHEMS INC Common 009158106 514 9,800 Shrs Shared Defined 1 9,800 AK STL HLDG CORP Common 001547108 6,364 1,207,600 Shrs Shared Defined 1 1,207,600 AKSYS LTD Common 010196103 147 25,174 Shrs Shared Defined 1 25,174 ALADDIN KNOWLEDGE SYS LTD Common M0392N101 1,869 113,600 Shrs Shared Defined 1 113,600 ALAMO GROUP INC Common 011311107 277 17,400 Shrs Shared Defined 1 17,400 ALAMOSA HLDGS INC Common 011589108 2,410 327,880 Shrs Shared Defined 1 327,880 ALBANY INTL CORP Common 012348108 497 14,800 Shrs Shared Defined 1 14,800 ALBERTSONS INC Common 013104104 321 12,100 Shrs Shared Defined 1 12,100 ALCAN INC Common 013716105 687 16,600 Shrs Shared Defined 1 16,600 ALCATEL Common 013904305 1,595 103,000 Shrs Shared Defined 1 103,000 ALCOA INC Common 013817101 43,137 1,306,000 Shrs Shared Defined 1 1,306,000 ALDERWOODS GROUP INC Common 014383103 4,181 342,700 Shrs Shared Defined 1 342,700 ALEXANDER & BALDWIN INC Common 014482103 321 9,600 Shrs Shared Defined 1 9,600 ALEXANDRIA REAL ESTATE EQ IN Common 015271109 494 8,700 Shrs Shared Defined 1 8,700 ALEXION PHARMACEUTICALS INC Common 015351109 60 3,250 Shrs Shared Defined 1 3,250 ALIGN TECHNOLOGY INC Common 016255101 4,068 214,081 Shrs Shared Defined 1 214,081 ALKERMES INC Common 01642T108 486 35,747 Shrs Shared Defined 1 35,747 ALLEGHENY TECHNOLOGIES INC Common 01741R102 42,927 2,378,200 Shrs Shared Defined 1 2,378,200 ALLERGAN INC Common 018490102 1,835 20,500 Shrs Shared Defined 1 20,500 ALLIANCE GAMING CORP Common 01859P609 3,561 207,500 Shrs Shared Defined 1 207,500 ALLIANT ENERGY CORP Common 018802108 216 8,300 Shrs Shared Defined 1 8,300 ALLIED CAP CORP NEW Common 01903Q108 586 24,000 Shrs Shared Defined 1 24,000 ALLIED WASTE INDS INC Common 019589308 311 23,600 Shrs Shared Defined 1 23,600 ALLMERICA FINL CORP Common 019754100 11,161 330,200 Shrs Shared Defined 1 330,200 ALLOY INC Common 019855105 78 12,700 Shrs Shared Defined 1 12,700 ALLSCRIPTS HEALTHCARE SOLUTI Common 01988P108 397 50,600 Shrs Shared Defined 1 50,600 ALLSTATE CORP Common 020002101 3,477 74,700 Shrs Shared Defined 1 74,700 ALLTEL CORP Common 020039103 714 14,100 Shrs Shared Defined 1 14,100 ALNYLAM PHARMACEUTICALS INC Common 02043Q107 59 8,350 Shrs Shared Defined 1 8,350 ALPHARMA INC Common 020813101 4,510 220,200 Shrs Shared Defined 1 220,200 ALTERA CORP Common 021441100 1,089 49,028 Shrs Shared Defined 1 49,028 ALTRIA GROUP INC Common 02209S103 15,365 307,000 Shrs Shared Defined 1 307,000 ALUMINUM CORP CHINA LTD Common 022276109 501 9,200 Shrs Shared Defined 1 9,200 ALVARION LTD Common M0861T100 222 16,700 Shrs Shared Defined 1 16,700 AMBASSADORS INTL INC Common 023178106 191 14,900 Shrs Shared Defined 1 14,900 AMC ENTMT INC Common 001669100 1,117 72,700 Shrs Shared Defined 1 72,700 AMDOCS LTD Common G02602103 4,217 180,000 Shrs Shared Defined 1 180,000 AMERADA HESS CORP Common 023551104 990 12,500 Shrs Shared Defined 1 12,500 AMEREN CORP Common 023608102 258 6,000 Shrs Shared Defined 1 6,000 AMERICA MOVIL S A DE C V Common 02364W105 487 13,400 Shrs Shared Defined 1 13,400 AMERICA WEST HLDG CORP Common 023657208 1,960 215,900 Shrs Shared Defined 1 215,900 AMERICAN AXLE & MFG HLDGS IN Common 024061103 1,462 40,200 Shrs Shared Defined 1 40,200 AMERICAN EAGLE OUTFITTERS NE Common 02553E106 2,327 80,500 Shrs Shared Defined 1 80,500 AMERICAN ELEC PWR INC Common 025537101 1,517 47,400 Shrs Shared Defined 1 47,400 AMERICAN EXPRESS CO Common 025816109 20,434 397,700 Shrs Shared Defined 1 397,700 AMERICAN FINL GROUP INC OHIO Common 025932104 443 14,500 Shrs Shared Defined 1 14,500 AMERICAN INTL GROUP INC Common 026874107 5,005 70,220 Shrs Shared Defined 1 70,220 AMERICAN ITALIAN PASTA CO Common 027070101 2,658 87,200 Shrs Shared Defined 1 87,200 AMERICAN MED SYS HLDGS INC Common 02744M108 1,193 35,400 Shrs Shared Defined 1 35,400 AMERICAN MTG ACCEP CO Common 027568104 348 25,400 Shrs Shared Defined 1 25,400 AMERICAN NATL BANKSHARES INC Common 027745108 335 15,400 Shrs Shared Defined 1 15,400 AMERICAN PHYSICIANS CAPITAL Common 028884104 715 30,900 Shrs Shared Defined 1 30,900 AMERICAN RETIREMENT CORP Common 028913101 225 44,700 Shrs Shared Defined 1 44,700 AMERICAN STD COS INC DEL Common 029712106 681 16,900 Shrs Shared Defined 1 16,900 AMERICAN TOWER CORP Common 029912201 2,282 150,100 Shrs Shared Defined 1 150,100 AMERICREDIT CORP Common 03060R101 11,263 576,704 Shrs Shared Defined 1 576,704 AMERISOURCEBERGEN CORP Common 03073E105 1,159 19,380 Shrs Shared Defined 1 19,380 AMERISTAR CASINOS INC Common 03070Q101 491 14,630 Shrs Shared Defined 1 14,630 AMERUS GROUP CO Common 03072M108 1,413 34,140 Shrs Shared Defined 1 34,140 AMETEK INC NEW Common 031100100 3,130 101,300 Shrs Shared Defined 1 101,300 AMGEN INC Common 031162100 18,462 338,313 Shrs Shared Defined 1 338,313 AMIS HLDGS INC Common 031538101 328 19,400 Shrs Shared Defined 1 19,400 AMKOR TECHNOLOGY INC Common 031652100 2,462 300,992 Shrs Shared Defined 1 300,992 AMPCO-PITTSBURGH CORP Common 032037103 162 12,600 Shrs Shared Defined 1 12,600 AMR CORP Common 001765106 6,662 550,100 Shrs Shared Defined 1 550,100 AMSOUTH BANCORPORATION Common 032165102 3,321 130,400 Shrs Shared Defined 1 130,400 AMYLIN PHARMACEUTICALS INC Common 032346108 883 38,710 Shrs Shared Defined 1 38,710 ANADARKO PETE CORP Common 032511107 1,213 20,700 Shrs Shared Defined 1 20,700 ANADIGICS INC Common 032515108 387 75,000 Shrs Shared Defined 1 75,000 ANALOG DEVICES INC Common 032654105 1,299 27,600 Shrs Shared Defined 1 27,600 ANAREN INC Common 032744104 244 14,932 Shrs Shared Defined 1 14,932 ANCHOR BANCORP WIS INC Common 032839102 53 2,000 Shrs Shared Defined 1 2,000 ANDREW CORP Common 034425108 847 42,313 Shrs Shared Defined 1 42,313 ANDRX CORP DEL Common 034553107 936 33,500 Shrs Shared Defined 1 33,500 ANGLOGOLD ASHANTI LTD Common 035128206 408 12,700 Shrs Shared Defined 1 12,700 ANHEUSER BUSCH COS INC Common 035229103 32,789 607,200 Shrs Shared Defined 1 607,200 ANIXTER INTL INC Common 035290105 2,307 67,800 Shrs Shared Defined 1 67,800 ANNALY MTG MGMT INC Common 035710409 583 34,400 Shrs Shared Defined 1 34,400 ANNTAYLOR STORES CORP Common 036115103 471 16,250 Shrs Shared Defined 1 16,250 ANSWERTHINK INC Common 036916104 3,083 538,000 Shrs Shared Defined 1 538,000 ANSYS INC Common 03662Q105 317 6,754 Shrs Shared Defined 1 6,754 ANTHEM INC Common 03674B104 10,470 116,900 Shrs Shared Defined 1 116,900 ANTIGENICS INC DEL Common 037032109 681 79,597 Shrs Shared-Defined 1 79,597 AON CORP Common 037389103 10,209 358,600 Shrs Shared Defined 1 358,600 APAC CUSTOMER SERVICES INC Common 00185E106 647 373,800 Shrs Shared Defined 1 373,800 APACHE CORP Common 037411105 10,178 233,700 Shrs Shared Defined 1 233,700 APHTON CORP Common 03759P101 389 97,300 Shrs Shared Defined 1 97,300 APOGENT TECHNOLOGIES INC Common 03760A101 6,418 200,570 Shrs Shared Defined 1 200,570 APOLLO GROUP INC Common 037604105 1,254 14,200 Shrs Shared Defined 1 14,200 APOLLO GROUP INC Common 037604204 1,305 14,900 Shrs Shared Defined 1 14,900 APPLE COMPUTER INC Common 037833100 1,425 43,787 Shrs Shared Defined 1 43,787 APPLEBEES INTL INC Common 037899101 2,262 98,254 Shrs Shared Defined 1 98,254 APPLICA INC Common 03815A106 345 38,800 Shrs Shared Defined 1 38,800 APPLIED MATLS INC Common 038222105 2,765 140,939 Shrs Shared Defined 1 140,939 APPLIED MICRO CIRCUITS CORP Common 03822W109 1,418 266,500 Shrs Shared Defined 1 266,500 APPLIED SIGNAL TECHNOLOGY IN Common 038237103 301 8,600 Shrs Shared Defined 1 8,600 ARCH COAL INC Common 039380100 483 13,200 Shrs Shared Defined 1 13,200 ARCHER DANIELS MIDLAND CO Common 039483102 1,049 62,500 Shrs Shared Defined 1 62,500 ARCHSTONE SMITH TR Common 039583109 795 27,100 Shrs Shared Defined 1 27,100 ARDEN RLTY INC Common 039793104 344 11,700 Shrs Shared Defined 1 11,700 ARENA PHARMACEUTICALS INC Common 040047102 1,310 239,957 Shrs Shared Defined 1 239,957 ARGONAUT GROUP INC Common 040157109 417 22,600 Shrs Shared Defined 1 22,600 ARGOSY GAMING CO Common 040228108 620 16,500 Shrs Shared Defined 1 16,500 ARIAD PHARMACEUTICALS INC Common 04033A100 418 55,841 Shrs Shared Defined 1 55,841 ARKANSAS BEST CORP DEL Common 040790107 389 11,812 Shrs Shared Defined 1 11,812 ARMOR HOLDINGS INC Common 042260109 2,091 61,500 Shrs Shared Defined 1 61,500 ARROW ELECTRS INC Common 042735100 1,601 59,700 Shrs Shared Defined 1 59,700 ARTESYN TECHNOLOGIES INC Common 043127109 165 18,300 Shrs Shared Defined 1 18,300 ASE TEST LTD Common Y02516105 1,251 169,770 Shrs Shared Defined 1 169,770 ASHLAND INC Common 044204105 18,082 342,400 Shrs Shared Defined 1 342,400 ASIAINFO HLDGS INC Common 04518A104 1,056 200,000 Shrs Shared Defined 1 200,000 ASK JEEVES INC Common 045174109 656 16,800 Shrs Shared Defined 1 16,800 ASML HLDG NV Common N07059111 2,382 139,200 Shrs Shared Defined 1 139,200 ASPECT COMMUNICATIONS CORP Common 04523Q102 1,009 71,070 Shrs Shared Defined 1 71,070 ASPEN INSURANCE HOLDINGS LTD Common G05384105 - - Shrs Shared Defined 1 - ASSET ACCEP CAP CORP Common 04543P100 137 8,076 Shrs Shared Defined 1 8,076 ASSOCIATED BANC CORP Common 045487105 886 29,900 Shrs Shared Defined 1 29,900 ASSURANT INC Common 04621X108 5,806 220,100 Shrs Shared Defined 1 220,100 ASSURED GUARANTY LTD Common G0585R106 18,159 1,071,300 Shrs Shared Defined 1 1,071,300 ASTRAZENECA PLC Common 046353108 470 10,300 Shrs Shared Defined 1 10,300 AT RD INC Common 04648K105 956 125,000 Shrs Shared Defined 1 125,000 AT&T WIRELESS SVCS INC Common 00209A106 10,740 750,000 Shrs Shared Defined 1 750,000 ATARI INC Common 04651M105 25 10,400 Shrs Shared Defined 1 10,400 ATHEROGENICS INC Common 047439104 1,914 100,600 Shrs Shared Defined 1 100,600 ATI TECHNOLOGIES INC Common 001941103 9,366 496,620 Shrs Shared Defined 1 496,620 ATLANTIC COAST AIRLINES HLDG Common 048396105 752 131,000 Shrs Shared Defined 1 131,000 ATMEL CORP Common 049513104 1,027 173,500 Shrs Shared Defined 1 173,500 AU OPTRONICS CORP Common 002255107 2,299 140,700 Shrs Shared Defined 1 140,700 AUTHENTIDATE HLDG CORP Common 052666104 551 50,400 Shrs Shared Defined 1 50,400 AUTOLIV INC Common 052800109 211 5,000 Shrs Shared Defined 1 5,000 AUTOMATIC DATA PROCESSING IN Common 053015103 22,862 545,900 Shrs Shared Defined 1 545,900 AUTONATION INC Common 05329W102 1,139 66,600 Shrs Shared Defined 1 66,600 AUTOZONE INC Common 053332102 3,004 37,500 Shrs Shared Defined 1 37,500 AVANEX CORP Common 05348W109 72 18,400 Shrs Shared Defined 1 18,400 AVAYA INC Common 053499109 472 29,900 Shrs Shared Defined 1 29,900 AVI BIOPHARMA INC Common 002346104 52 21,500 Shrs Shared Defined 1 21,500 AVICI SYS INC Common 05367L802 4,551 350,000 Shrs Shared Defined 1 350,000 AVNET INC Common 053807103 1,777 78,300 Shrs Shared Defined 1 78,300 AVON PRODS INC Common 054303102 1,218 26,400 Shrs Shared Defined 1 26,400 AVX CORP NEW Common 002444107 355 24,600 Shrs Shared Defined 1 24,600 AXCAN PHARMA INC Common 054923107 454 21,500 Shrs Shared Defined 1 21,500 AXCELIS TECHNOLOGIES INC Common 054540109 518 41,600 Shrs Shared Defined 1 41,600 AXIS CAPITAL HOLDINGS Common G0692U109 529 18,900 Shrs Shared Defined 1 18,900 BAKER HUGHES INC Common 057224107 392 10,400 Shrs Shared Defined 1 10,400 BALLY TOTAL FITNESS HLDG COR Common 05873K108 84 16,800 Shrs Shared Defined 1 16,800 BANCO SANTANDER CENT HISPANO Common 05964H105 107 10,200 Shrs Shared Defined 1 10,200 BANK HAWAII CORP Common 062540109 362 8,000 Shrs Shared Defined 1 8,000 BANK NEW YORK INC Common 064057102 1,837 62,300 Shrs Shared Defined 1 62,300 BANK OF AMERICA CORPORATION Common 060505104 35,244 416,500 Shrs Shared Defined 1 416,500 BANKATLANTIC BANCORP Common 065908501 600 32,500 Shrs Shared Defined 1 32,500 BANTA CORP Common 066821109 222 5,000 Shrs Shared Defined 1 5,000 BARD C R INC Common 067383109 855 15,100 Shrs Shared Defined 1 15,100 BARNES & NOBLE INC Common 067774109 1,807 53,179 Shrs Shared Defined 1 53,179 BARR PHARMACEUTICALS INC Common 068306109 10,764 319,400 Shrs Shared Defined 1 319,400 BARRICK GOLD CORP Common 067901108 415 21,000 Shrs Shared Defined 1 21,000 BAUSCH & LOMB INC Common 071707103 280 4,300 Shrs Shared Defined 1 4,300 BCE INC Common 05534B109 615 30,700 Shrs Shared Defined 1 30,700 BEA SYS INC Common 073325102 1,212 147,400 Shrs Shared Defined 1 147,400 BEAR STEARNS COS INC Common 073902108 1,442 17,100 Shrs Shared Defined 1 17,100 BEARINGPOINT INC Common 074002106 6,509 733,800 Shrs Shared Defined 1 733,800 BEAZER HOMES USA INC Common 07556Q105 201 2,000 Shrs Shared Defined 1 2,000 BECKMAN COULTER INC Common 075811109 19,947 327,000 Shrs Shared Defined 1 327,000 BECTON DICKINSON & CO Common 075887109 1,300 25,100 Shrs Shared Defined 1 25,100 BED BATH & BEYOND INC Common 075896100 1,323 34,400 Shrs Shared Defined 1 34,400 BEI TECHNOLOGIES INC Common 05538P104 1,107 39,100 Shrs Shared Defined 1 39,100 BEL FUSE INC Common 077347300 942 22,600 Shrs Shared Defined 1 22,600 BELDEN INC Common 077459105 227 10,600 Shrs Shared Defined 1 10,600 BELL MICROPRODUCTS INC Common 078137106 254 31,365 Shrs Shared Defined 1 31,365 BENCHMARK ELECTRS INC Common 08160H101 1,624 55,800 Shrs Shared Defined 1 55,800 BERKLEY W R CORP Common 084423102 2,263 52,700 Shrs Shared Defined 1 52,700 BEST BUY INC Common 086516101 863 17,000 Shrs Shared Defined 1 17,000 BEVERLY ENTERPRISES INC Common 087851309 580 67,400 Shrs Shared Defined 1 67,400 BHP BILLITON LTD Common 088606108 207 11,800 Shrs Shared Defined 1 11,800 BIO RAD LABS INC Common 090572207 1,583 26,900 Shrs Shared Defined 1 26,900 BIOGEN IDEC INC Common 09062X103 499 7,896 Shrs Shared Defined 1 7,896 BIOLASE TECHNOLOGY INC Common 090911108 486 36,100 Shrs Shared Defined 1 36,100 BIOMARIN PHARMACEUTICAL INC Common 09061G101 259 43,095 Shrs Shared Defined 1 43,095 BIOMET INC Common 090613100 787 17,700 Shrs Shared Defined 1 17,700 BIOPURE CORP Common 09065H105 56 79,727 Shrs Shared Defined 1 79,727 BJ SVCS CO Common 055482103 652 14,220 Shrs Shared Defined 1 14,220 BLACK & DECKER CORP Common 091797100 2,181 35,100 Shrs Shared Defined 1 35,100 BLOCK H & R INC Common 093671105 262 5,500 Shrs Shared Defined 1 5,500 BMC SOFTWARE INC Common 055921100 464 25,100 Shrs Shared Defined 1 25,100 BONE CARE INTL INC Common 098072101 8,370 357,400 Shrs Shared Defined 1 357,400 BOSTON SCIENTIFIC CORP Common 101137107 152,997 3,574,700 Shrs Shared Defined 1 3,574,700 BOWATER INC Common 102183100 11,055 265,800 Shrs Shared Defined 1 265,800 BOYKIN LODGING CO Common 103430104 161 21,100 Shrs Shared Defined 1 21,100 BP PLC Common 055622104 4,205 78,500 Shrs Shared Defined 1 78,500 BP PRUDHOE BAY RTY TR Common 055630107 1,482 45,500 Shrs Shared Defined 1 45,500 BRADLEY PHARMACEUTICALS INC Common 104576103 837 30,000 Shrs Shared Defined 1 30,000 BRASCAN CORP Common 10549P606 609 21,600 Shrs Shared Defined 1 21,600 BRIGGS & STRATTON CORP Common 109043109 327 3,700 Shrs Shared Defined 1 3,700 BRIGHTPOINT INC Common 109473405 155 11,300 Shrs Shared Defined 1 11,300 BRINKS CO Common 109696104 1,911 55,800 Shrs Shared Defined 1 55,800 BRISTOL MYERS SQUIBB CO Common 110122108 232 9,450 Shrs Shared Defined 1 9,450 BRISTOL WEST HLDGS INC Common 11037M105 1,541 84,700 Shrs Shared Defined 1 84,700 BROADCOM CORP Common 111320107 912 19,500 Shrs Shared Defined 1 19,500 BROADVISION INC Common 111412607 144 34,200 Shrs Shared Defined 1 34,200 BROCADE COMMUNICATIONS SYS I Common 111621108 651 108,790 Shrs Shared Defined 1 108,790 BROOKFIELD HOMES CORP Common 112723101 419 16,000 Shrs Shared Defined 1 16,000 BROOKSTONE INC Common 114537103 736 36,700 Shrs Shared Defined 1 36,700 BROWN FORMAN CORP Common 115637209 314 6,500 Shrs Shared Defined 1 6,500 BROWN SHOE INC NEW Common 115736100 598 14,600 Shrs Shared Defined 1 14,600 BRUNSWICK CORP Common 117043109 339 8,300 Shrs Shared Defined 1 8,300 BUCA INC Common 117769109 3,731 700,000 Shrs Shared Defined 1 700,000 BUNGE LIMITED Common G16962105 1,324 34,000 Shrs Shared Defined 1 34,000 BURLINGTON NORTHN SANTA FE C Common 12189T104 3,307 94,300 Shrs Shared Defined 1 94,300 C & F FINL CORP Common 12466Q104 369 11,000 Shrs Shared Defined 1 11,000 C COR NET CORP Common 125010108 587 57,000 Shrs Shared Defined 1 57,000 C H ROBINSON WORLDWIDE INC Common 12541W100 7,765 169,400 Shrs Shared Defined 1 169,400 CABLEVISION SYS CORP Common 12686C109 489 24,880 Shrs Shared Defined 1 24,880 CABOT CORP Common 127055101 1,372 33,700 Shrs Shared Defined 1 33,700 CABOT MICROELECTRONICS CORP Common 12709P103 612 20,000 Shrs Shared Defined 1 20,000 CABOT OIL & GAS CORP Common 127097103 685 16,200 Shrs Shared Defined 1 16,200 CADENCE DESIGN SYSTEM INC Common 127387108 3,783 258,600 Shrs Shared Defined 1 258,600 CAL DIVE INTL INC Common 127914109 772 25,472 Shrs Shared Defined 1 25,472 CALIFORNIA MICRO DEVICES COR Common 130439102 198 17,200 Shrs Shared Defined 1 17,200 CALLAWAY GOLF CO Common 131193104 475 41,900 Shrs Shared Defined 1 41,900 CALPINE CORP Common 131347106 1,786 413,400 Shrs Shared Defined 1 413,400 CAMBIOR INC Common 13201L103 82 30,800 Shrs Shared Defined 1 30,800 CAMCO FINL CORP Common 132618109 312 22,303 Shrs Shared Defined 1 22,303 CANADIAN NAT RES LTD Common 136385101 813 27,200 Shrs Shared Defined 1 27,200 CANADIAN NATL RY CO Common 136375102 279 6,400 Shrs Shared Defined 1 6,400 CANADIAN PAC RY LTD Common 13645T100 2,456 100,000 Shrs Shared Defined 1 100,000 CANTEL MEDICAL CORP Common 138098108 332 15,390 Shrs Shared Defined 1 15,390 CAPITAL LEASE FDG INC Common 140288101 728 70,000 Shrs Shared Defined 1 70,000 CAPITAL ONE FINL CORP Common 14040H105 5,211 76,200 Shrs Shared Defined 1 76,200 CAPITALSOURCE INC Common 14055X102 358 14,640 Shrs Shared Defined 1 14,640 CARBO CERAMICS INC Common 140781105 1,065 15,600 Shrs Shared Defined 1 15,600 CAREMARK RX INC Common 141705103 2,279 69,200 Shrs Shared Defined 1 69,200 CARMAX INC Common 143130102 3,014 137,800 Shrs Shared Defined 1 137,800 CARPENTER TECHNOLOGY CORP Common 144285103 589 17,300 Shrs Shared Defined 1 17,300 CARRIZO OIL & CO INC Common 144577103 766 75,000 Shrs Shared Defined 1 75,000 CARTER INC Common 146229109 1,819 62,500 Shrs Shared Defined 1 62,500 CASCADE CORP Common 147195101 575 18,400 Shrs Shared Defined 1 18,400 CASH AMER INTL INC Common 14754D100 892 38,800 Shrs Shared Defined 1 38,800 CASUAL MALE RETAIL GRP INC Common 148711104 494 67,615 Shrs Shared Defined 1 67,615 CB RICHARD ELLIS GROUP INC Common 12497T101 2,865 150,000 Shrs Shared Defined 1 150,000 CCC INFORMATION SVCS GROUP I Common 12487Q109 975 58,100 Shrs Shared Defined 1 58,100 CELESTICA INC Common 15101Q108 2,623 131,500 Shrs Shared Defined 1 131,500 CENDANT CORP Common 151313103 3,065 125,200 Shrs Shared Defined 1 125,200 CENTER BANCORP INC Common 151408101 279 24,900 Shrs Shared Defined 1 24,900 CENTERPOINT ENERGY INC Common 15189T107 2,092 181,880 Shrs Shared Defined 1 181,880 CENTERPOINT PPTYS TR Common 151895109 530 6,900 Shrs Shared Defined 1 6,900 CENTEX CORP Common 152312104 247 5,400 Shrs Shared Defined 1 5,400 CENTILLIUM COMMUNICATIONS IN Common 152319109 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12,700 Shrs Shared Defined 1 12,700 INTEGRAL SYS INC MD Common 45810H107 489 30,400 Shrs Shared Defined 1 30,400 INTEGRATED ALARM SVCS GROUP Common 45890M109 30 5,600 Shrs Shared Defined 1 5,600 INTEGRATED DEVICE TECHNOLOGY Common 458118106 687 49,650 Shrs Shared Defined 1 49,650 INTEGRATED SILICON SOLUTION Common 45812P107 416 34,100 Shrs Shared Defined 1 34,100 INTEL CORP Common 458140100 12,414 449,770 Shrs Shared Defined 1 449,770 INTELIDATA TECHNOLOGIES CORP Common 45814T107 83 125,000 Shrs Shared Defined 1 125,000 INTELLISYNC CORP Common 458176104 309 107,573 Shrs Shared Defined 1 107,573 INTERACTIVECORP Common 45840Q101 7,186 238,414 Shrs Shared Defined 1 238,414 INTERDIGITAL COMMUNICATIONS Common 45866A105 925 49,200 Shrs Shared Defined 1 49,200 INTERGRAPH CORP Common 458683109 3,403 131,600 Shrs Shared Defined 1 131,600 INTERLAND INC Common 458727203 96 33,989 Shrs Shared Defined 1 33,989 INTERMUNE INC Common 45884X103 163 10,600 Shrs Shared Defined 1 10,600 INTERNATIONAL 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50049M109 213 6,800 Shrs Shared Defined 1 6,800 KORN FERRY INTL Common 500643200 829 42,800 Shrs Shared Defined 1 42,800 KOS PHARMACEUTICALS INC Common 500648100 814 24,700 Shrs Shared Defined 1 24,700 KOSAN BIOSCIENCES INC Common 50064W107 115 14,500 Shrs Shared Defined 1 14,500 KRISPY KREME DOUGHNUTS INC Common 501014104 359 18,800 Shrs Shared Defined 1 18,800 KROGER CO Common 501044101 13,202 725,400 Shrs Shared Defined 1 725,400 KROLL INC Common 501049100 241 6,540 Shrs Shared Defined 1 6,540 KRONOS INC Common 501052104 221 5,366 Shrs Shared Defined 1 5,366 KULICKE & SOFFA INDS INC Common 501242101 893 81,449 Shrs Shared Defined 1 81,449 KYPHON INC Common 501577100 5,706 202,500 Shrs Shared Defined 1 202,500 L S B BANCSHARES N C Common 502158108 446 27,600 Shrs Shared Defined 1 27,600 L-3 COMMUNICATIONS HLDGS INC Common 502424104 2,830 42,370 Shrs Shared Defined 1 42,370 LA JOLLA PHARMACEUTICAL CO Common 503459109 439 180,700 Shrs Shared Defined 1 180,700 LA QUINTA CORP Common 50419U202 105 12,500 Shrs Shared Defined 1 12,500 LA Z BOY INC Common 505336107 421 23,400 Shrs Shared Defined 1 23,400 LABOR READY INC Common 505401208 161 10,400 Shrs Shared Defined 1 10,400 LAFARGE NORTH AMERICA INC Common 505862102 1,390 32,100 Shrs Shared Defined 1 32,100 LAMAR ADVERTISING CO Common 512815101 26 600 Shrs Shared Defined 1 600 LANCE INC Common 514606102 315 20,438 Shrs Shared Defined 1 20,438 LANDAMERICA FINL GROUP INC Common 514936103 1,261 32,400 Shrs Shared Defined 1 32,400 LANDSTAR SYS INC Common 515098101 292 5,526 Shrs Shared Defined 1 5,526 LASERSCOPE Common 518081104 2,101 76,256 Shrs Shared Defined 1 76,256 LATTICE SEMICONDUCTOR CORP Common 518415104 154 22,000 Shrs Shared Defined 1 22,000 LAUDER ESTEE COS INC Common 518439104 244 5,000 Shrs Shared Defined 1 5,000 LAUREATE EDUCATION INC Common 518613104 704 18,400 Shrs Shared Defined 1 18,400 LCC INTERNATIONAL INC Common 501810105 300 61,200 Shrs Shared Defined 1 61,200 LEAR CORP Common 521865105 4,553 77,190 Shrs Shared Defined 1 77,190 LEGG MASON INC Common 524901105 17,747 195,000 Shrs Shared Defined 1 195,000 LEGGETT & PLATT INC Common 524660107 401 15,000 Shrs Shared Defined 1 15,000 LEHMAN BROS HLDGS INC Common 524908100 46,760 621,400 Shrs Shared Defined 1 621,400 LENNAR CORP Common 526057104 908 20,300 Shrs Shared Defined 1 20,300 LEXAR MEDIA INC Common 52886P104 2,097 313,868 Shrs Shared Defined 1 313,868 LEXMARK INTL NEW Common 529771107 18,336 189,950 Shrs Shared Defined 1 189,950 LIGAND PHARMACEUTICALS INC Common 53220K207 1,161 66,799 Shrs Shared Defined 1 66,799 LIGHTBRIDGE INC Common 532226107 5,799 1,035,524 Shrs Shared Defined 1 1,035,524 LILLY ELI & CO Common 532457108 32,354 462,800 Shrs Shared Defined 1 462,800 LIMITED BRANDS INC Common 532716107 1,244 66,500 Shrs Shared Defined 1 66,500 LINCARE HLDGS INC Common 532791100 1,712 52,086 Shrs Shared Defined 1 52,086 LINCOLN NATL CORP IND Common 534187109 1,715 36,300 Shrs Shared Defined 1 36,300 LINEAR TECHNOLOGY CORP Common 535678106 28,455 720,920 Shrs Shared Defined 1 720,920 LIONBRIDGE TECHNOLOGIES INC Common 536252109 150 19,577 Shrs Shared Defined 1 19,577 LIONS GATE ENTMNT CORP Common 535919203 232 33,300 Shrs Shared Defined 1 33,300 LIQUIDMETAL TECHNOLOGIES INC Common 53634X100 25 17,800 Shrs Shared Defined 1 17,800 LITHIA MTRS INC Common 536797103 555 22,400 Shrs Shared Defined 1 22,400 LITTELFUSE INC Common 537008104 564 13,300 Shrs Shared Defined 1 13,300 LNB BANCORP INC Common 502100100 296 15,100 Shrs Shared Defined 1 15,100 LNR PPTY CORP Common 501940100 206 3,800 Shrs Shared Defined 1 3,800 LOCKHEED MARTIN CORP Common 539830109 353 6,780 Shrs Shared Defined 1 6,780 LOEWS CORP Common 540424108 648 10,800 Shrs Shared Defined 1 10,800 LOUISIANA PAC CORP Common 546347105 1,942 82,100 Shrs Shared Defined 1 82,100 LOWES COS INC Common 548661107 5,239 99,700 Shrs Shared Defined 1 99,700 LSI LOGIC CORP Common 502161102 190 24,900 Shrs Shared Defined 1 24,900 LUBRIZOL CORP Common 549271104 996 27,200 Shrs Shared Defined 1 27,200 LUCENT TECHNOLOGIES INC Common 549463107 6,617 1,750,400 Shrs Shared Defined 1 1,750,400 LYONDELL CHEMICAL CO Common 552078107 8,386 482,250 Shrs Shared Defined 1 482,250 M & T BK CORP Common 55261F104 236 2,700 Shrs Shared Defined 1 2,700 M D C HLDGS INC Common 552676108 821 12,900 Shrs Shared Defined 1 12,900 M SYS FLASH DISK PIONEERS LT Common M7061C100 192 12,900 Shrs Shared Defined 1 12,900 MACROMEDIA INC Common 556100105 685 27,900 Shrs Shared Defined 1 27,900 MAF BANCORP INC Common 55261R108 427 10,000 Shrs Shared Defined 1 10,000 MAGELLAN HEALTH SVCS INC Common 559079207 9,550 285,500 Shrs Shared Defined 1 285,500 MAGMA DESIGN AUTOMATION Common 559181102 865 45,000 Shrs Shared Defined 1 45,000 MAGNA INTL INC Common 559222401 809 9,500 Shrs Shared Defined 1 9,500 MAGNUM HUNTER RES INC Common 55972F203 564 54,300 Shrs Shared Defined 1 54,300 MAIR HOLDINGS INC Common 560635104 240 29,400 Shrs Shared Defined 1 29,400 MANPOWER INC Common 56418H100 5,018 98,830 Shrs Shared Defined 1 98,830 MANTECH INTL CORP Common 564563104 323 17,200 Shrs Shared Defined 1 17,200 MANUGISTICS GROUP INC Common 565011103 179 54,600 Shrs Shared Defined 1 54,600 MARKETWATCH COM INC Common 570619106 1,551 132,203 Shrs Shared Defined 1 132,203 MARRIOTT INTL INC NEW Common 571903202 3,467 69,500 Shrs Shared Defined 1 69,500 MARSHALL & ILSLEY CORP Common 571834100 649 16,600 Shrs Shared Defined 1 16,600 MARTEK BIOSCIENCES CORP Common 572901106 1,471 26,184 Shrs Shared Defined 1 26,184 MARVEL ENTERPRISES INC Common 57383M108 353 18,100 Shrs Shared Defined 1 18,100 MARVELL TECHNOLOGY GROUP LTD Common G5876H105 275 10,300 Shrs Shared Defined 1 10,300 MASCO CORP Common 574599106 1,815 58,215 Shrs Shared Defined 1 58,215 MASONITE INTL CORP Common 575384102 585 22,600 Shrs Shared Defined 1 22,600 MASSBANK CORP READ MASS Common 576152102 418 12,070 Shrs Shared Defined 1 12,070 MATERIAL SCIENCES CORP Common 576674105 264 24,800 Shrs Shared 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552953101 2,145 45,700 Shrs Shared Defined 1 45,700 MI DEVS INC Common 55304X104 1,013 37,500 Shrs Shared Defined 1 37,500 MICHAELS STORES INC Common 594087108 1,023 18,600 Shrs Shared Defined 1 18,600 MICREL INC Common 594793101 1,625 133,733 Shrs Shared Defined 1 133,733 MICROCHIP TECHNOLOGY INC Common 595017104 778 24,668 Shrs Shared Defined 1 24,668 MICROISLET INC Common 59507Q106 783 477,600 Shrs Shared Defined 1 477,600 MICROMUSE INC Common 595094103 535 80,000 Shrs Shared Defined 1 80,000 MICRON TECHNOLOGY INC Common 595112103 2,015 131,604 Shrs Shared Defined 1 131,604 MICROSOFT CORP Common 594918104 167,035 5,848,554 Shrs Shared Defined 1 5,848,554 MICROSTRATEGY INC Common 594972408 3,787 88,700 Shrs Shared Defined 1 88,700 MIDDLEBY CORP Common 596278101 568 10,400 Shrs Shared Defined 1 10,400 MIDWAY GAMES INC Common 598148104 3,169 275,100 Shrs Shared Defined 1 275,100 MIKOHN GAMING CORP Common 59862K108 2,975 616,004 Shrs Shared Defined 1 616,004 MILLENNIUM CHEMICALS INC Common 599903101 23,924 1,381,300 Shrs Shared Defined 1 1,381,300 MILLENNIUM PHARMACEUTICALS I Common 599902103 1,029 74,600 Shrs Shared Defined 1 74,600 MILLER HERMAN INC Common 600544100 9,950 343,800 Shrs Shared Defined 1 343,800 MILLICOM INTL CELLULAR S A Common L6388F110 338 15,473 Shrs Shared Defined 1 15,473 MILLIPORE CORP Common 601073109 800 14,200 Shrs Shared Defined 1 14,200 MIM CORP Common 553044108 3,292 378,369 Shrs Shared Defined 1 378,369 MINE SAFETY APPLIANCES CO Common 602720104 290 8,600 Shrs Shared Defined 1 8,600 MKS INSTRUMENT INC Common 55306N104 139 6,083 Shrs Shared Defined 1 6,083 MOBILE TELESYSTEMS OJSC Common 607409109 1,147 9,400 Shrs Shared Defined 1 9,400 MONACO COACH CORP Common 60886R103 586 20,800 Shrs Shared Defined 1 20,800 MONSANTO CO NEW Common 61166W101 7,889 204,900 Shrs Shared Defined 1 204,900 MONTPELIER RE HOLDINGS LTD Common G62185106 377 10,800 Shrs Shared Defined 1 10,800 MOODYS CORP Common 615369105 692 10,700 Shrs Shared Defined 1 10,700 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38,000 NASSDA CORP Common 63172M101 173 41,800 Shrs Shared Defined 1 41,800 NASTECH PHARMACEUTICAL INC Common 631728409 183 17,900 Shrs Shared Defined 1 17,900 NATIONAL AUSTRALIA BK LTD Common 632525309 4,395 125,000 Shrs Shared Defined 1 125,000 NATIONAL BANKSHARES INC VA Common 634865109 298 7,183 Shrs Shared Defined 1 7,183 NATIONAL COMMERCE FINL CORP Common 63545P104 569 17,500 Shrs Shared Defined 1 17,500 NATIONAL FUEL GAS CO N J Common 636180101 545 21,800 Shrs Shared Defined 1 21,800 NATIONAL SEMICONDUCTOR CORP Common 637640103 4,530 206,007 Shrs Shared Defined 1 206,007 NATIONWIDE FINL SVCS INC Common 638612101 1,625 43,200 Shrs Shared Defined 1 43,200 NAVIGANT CONSULTING INC Common 63935N107 281 13,100 Shrs Shared Defined 1 13,100 NAVISTAR INTL CORP NEW Common 63934E108 455 11,730 Shrs Shared Defined 1 11,730 NBTY INC Common 628782104 229 7,800 Shrs Shared Defined 1 7,800 NCI BUILDING SYS INC Common 628852105 1,488 45,700 Shrs Shared Defined 1 45,700 NCO GROUP INC Common 628858102 767 28,723 Shrs Shared Defined 1 28,723 NCR CORP NEW Common 62886E108 347 7,000 Shrs Shared Defined 1 7,000 NEIGHBORCARE INC Common 64015Y104 2,036 65,000 Shrs Shared Defined 1 65,000 NEIMAN MARCUS GROUP INC Common 640204202 1,158 20,800 Shrs Shared Defined 1 20,800 NEOWARE SYS INC Common 64065P102 111 13,400 Shrs Shared Defined 1 13,400 NET2PHONE Common 64108N106 75 16,531 Shrs Shared Defined 1 16,531 NETEGRITY INC Common 64110P107 1,998 236,136 Shrs Shared Defined 1 236,136 NETFLIX COM INC Common 64110L106 7,390 205,566 Shrs Shared Defined 1 205,566 NETGEAR INC Common 64111Q104 715 66,580 Shrs Shared Defined 1 66,580 NETIQ CORP Common 64115P102 396 30,000 Shrs Shared Defined 1 30,000 NETRATINGS INC Common 64116M108 9,105 558,915 Shrs Shared Defined 1 558,915 NETWORK APPLIANCE INC Common 64120L104 6,841 317,753 Shrs Shared Defined 1 317,753 NETWORKS ASSOCS INC Common 640938106 4,498 248,100 Shrs Shared Defined 1 248,100 NEUROCRINE BIOSCIENCES INC Common 64125C109 1,156 22,300 Shrs Shared Defined 1 22,300 NEW CENTURY FINANCIAL CORP Common 64352D101 22,829 487,600 Shrs Shared Defined 1 487,600 NEW PLAN EXCEL RLTY TR INC Common 648053106 339 14,500 Shrs Shared Defined 1 14,500 NEW YORK CMNTY BANCORP INC Common 649445103 442 22,500 Shrs Shared Defined 1 22,500 NEWALLIANCE BANCSHARES INC Common 650203102 1,369 98,088 Shrs Shared Defined 1 98,088 NEWELL RUBBERMAID INC Common 651229106 11,402 485,200 Shrs Shared Defined 1 485,200 NEWFIELD EXPL CO Common 651290108 2,380 42,700 Shrs Shared Defined 1 42,700 NEWMIL BANCORP INC Common 651633109 257 8,700 Shrs Shared Defined 1 8,700 NEWMONT MINING CORP Common 651639106 3,198 82,500 Shrs Shared Defined 1 82,500 NEWS CORP LTD Common 652487703 390 11,000 Shrs Shared Defined 1 11,000 NEXTEL COMMUNICATIONS INC Common 65332V103 7,619 285,800 Shrs Shared Defined 1 285,800 NEXTEL PARTNERS INC Common 65333F107 1,611 101,200 Shrs Shared Defined 1 101,200 NII HLDGS INC Common 62913F201 2,005 59,500 Shrs Shared Defined 1 59,500 NIKE INC Common 654106103 1,144 15,100 Shrs Shared Defined 1 15,100 NMS COMMUNICATIONS CORP Common 629248105 1,148 155,616 Shrs Shared Defined 1 155,616 NOBLE CORPORATION Common G65422100 246 6,500 Shrs Shared Defined 1 6,500 NOKIA CORP Common 654902204 374 25,700 Shrs Shared Defined 1 25,700 NOMURA HLDGS INC Common 65535H208 302 20,000 Shrs Shared Defined 1 20,000 NORANDA INC Common 655422103 6,154 357,700 Shrs Shared Defined 1 357,700 NORDSON CORP Common 655663102 1,379 31,800 Shrs Shared Defined 1 31,800 NORDSTROM INC Common 655664100 1,687 39,600 Shrs Shared Defined 1 39,600 NORFOLK SOUTHERN CORP Common 655844108 1,642 61,900 Shrs Shared Defined 1 61,900 NORTEL NETWORKS CORP NEW Common 656568102 2,124 425,600 Shrs Shared Defined 1 425,600 NORTH FORK BANCORPORATION NY Common 659424105 1,471 38,650 Shrs Shared Defined 1 38,650 NORTHERN STS FINL CORP Common 665751103 268 9,900 Shrs Shared Defined 1 9,900 NORTHERN TR CORP Common 665859104 9,475 224,100 Shrs Shared Defined 1 224,100 NORTHGATE MINERALS CORP Common 666416102 325 209,000 Shrs Shared Defined 1 209,000 NORTHROP GRUMMAN CORP Common 666807102 2,100 39,100 Shrs Shared Defined 1 39,100 NOVA CHEMICALS CORP Common 66977W109 2,670 92,300 Shrs Shared Defined 1 92,300 NOVATEL WIRELESS INC Common 66987M604 244 9,200 Shrs Shared Defined 1 9,200 NOVELL INC Common 670006105 433 51,662 Shrs Shared Defined 1 51,662 NOVELLUS SYS INC Common 670008101 6,180 196,580 Shrs Shared Defined 1 196,580 NOVEN PHARMACEUTICALS INC Common 670009109 744 33,800 Shrs Shared Defined 1 33,800 NOVOSTE CORP Common 67010C100 80 29,300 Shrs Shared Defined 1 29,300 NPS PHARMACEUTICALS INC Common 62936P103 5,621 267,650 Shrs Shared Defined 1 267,650 NSTAR Common 67019E107 967 20,200 Shrs Shared Defined 1 20,200 NTL INC DEL Common 62940M104 12,885 223,624 Shrs Shared Defined 1 223,624 NUCOR CORP Common 670346105 2,533 33,000 Shrs Shared Defined 1 33,000 NVIDIA CORP Common 67066G104 2,249 109,716 Shrs Shared Defined 1 109,716 NYFIX INC Common 670712108 398 81,300 Shrs Shared Defined 1 81,300 OCTEL CORP Common 675727101 390 14,800 Shrs Shared Defined 1 14,800 OCULAR SCIENCES INC Common 675744106 1,079 28,400 Shrs Shared Defined 1 28,400 ODYSSEY RE HLDGS CORP Common 67612W108 446 18,600 Shrs Shared Defined 1 18,600 OFFICE DEPOT INC Common 676220106 1,166 65,100 Shrs Shared Defined 1 65,100 OFFSHORE LOGISTICS INC Common 676255102 231 8,200 Shrs Shared Defined 1 8,200 OHIO CAS CORP Common 677240103 30 1,500 Shrs Shared Defined 1 1,500 OLD DOMINION FGHT LINES INC Common 679580100 1,248 42,350 Shrs Shared Defined 1 42,350 OLD POINT FINL CORP Common 680194107 211 7,000 Shrs Shared Defined 1 7,000 OLIN CORP Common 680665205 208 11,800 Shrs Shared Defined 1 11,800 OM GROUP INC Common 670872100 2,086 63,200 Shrs Shared Defined 1 63,200 OMI CORP NEW Common Y6476W104 1,170 98,300 Shrs Shared Defined 1 98,300 OMNICARE INC Common 681904108 334 7,800 Shrs Shared Defined 1 7,800 OMNICOM GROUP INC Common 681919106 2,060 27,150 Shrs Shared Defined 1 27,150 ON SEMICONDUCTOR CORP Common 682189105 1,239 246,900 Shrs Shared Defined 1 246,900 OPLINK COMMUNICATIONS INC Common 68375Q106 171 89,050 Shrs Shared Defined 1 89,050 OPSWARE INC Common 68383A101 301 38,000 Shrs Shared Defined 1 38,000 OPTION CARE INC Common 683948103 987 64,700 Shrs Shared Defined 1 64,700 ORACLE CORP Common 68389X105 3,810 319,400 Shrs Shared Defined 1 319,400 ORASURE TECHNOLOGIES INC Common 68554V108 304 31,200 Shrs Shared Defined 1 31,200 ORBITAL SCIENCES CORP Common 685564106 1,230 89,100 Shrs Shared Defined 1 89,100 ORBITZ INC Common 68556Y100 683 31,600 Shrs Shared Defined 1 31,600 OREGON STL MLS INC Common 686079104 196 13,300 Shrs Shared Defined 1 13,300 ORIENTAL FINL GROUP INC Common 68618W100 295 10,900 Shrs Shared Defined 1 10,900 ORIENT-EXPRESS HOTELS LTD Common G67743107 681 40,200 Shrs Shared Defined 1 40,200 ORTHOVITA INC Common 68750U102 1,176 228,700 Shrs Shared Defined 1 228,700 OSCIENT PHARMACEUTICALS CORP Common 68812R105 6,515 1,275,000 Shrs Shared Defined 1 1,275,000 OSI PHARMACEUTICALS INC Common 671040103 76,618 1,087,700 Shrs Shared Defined 1 1,087,700 OSTEOTECH INC Common 688582105 167 25,700 Shrs Shared Defined 1 25,700 OVERSEAS SHIPHOLDING GROUP I Common 690368105 2,652 60,100 Shrs Shared Defined 1 60,100 OWENS ILL INC Common 690768403 54,777 3,268,300 Shrs Shared Defined 1 3,268,300 P F CHANGS CHINA BISTRO INC Common 69333Y108 695 16,879 Shrs Shared Defined 1 16,879 P T TELEKOMUNIKASI INDONESIA Common 715684106 342 22,000 Shrs Shared Defined 1 22,000 PACCAR INC Common 693718108 518 8,934 Shrs Shared Defined 1 8,934 PACER INTL INC TENN Common 69373H106 616 33,284 Shrs Shared Defined 1 33,284 PACIFIC SUNWEAR CALIF INC Common 694873100 1,251 63,900 Shrs Shared Defined 1 63,900 PACIFICARE HEALTH SYS DEL Common 695112102 572 14,800 Shrs Shared Defined 1 14,800 PACKAGING CORP AMER Common 695156109 15,229 637,200 Shrs Shared Defined 1 637,200 PALMONE INC Common 69713P107 3,533 101,600 Shrs Shared Defined 1 101,600 PAR PHARMACEUTICAL COS INC Common 69888P106 1,375 39,060 Shrs Shared Defined 1 39,060 PARAMETRIC TECHNOLOGY CORP Common 699173100 103 20,500 Shrs Shared Defined 1 20,500 PARKER DRILLING CO Common 701081101 764 200,000 Shrs Shared Defined 1 200,000 PARKER HANNIFIN CORP Common 701094104 1,921 32,300 Shrs Shared Defined 1 32,300 PARTNERRE LTD Common G6852T105 857 15,100 Shrs Shared Defined 1 15,100 PATHMARK STORES INC NEW Common 70322A101 130 17,100 Shrs Shared Defined 1 17,100 PATINA OIL & GAS CORP Common 703224105 5,714 191,300 Shrs Shared Defined 1 191,300 PATTERSON UTI ENERGY INC Common 703481101 1,006 30,100 Shrs Shared Defined 1 30,100 PAXAR CORP Common 704227107 3,533 181,000 Shrs Shared Defined 1 181,000 PAYCHEX INC Common 704326107 3,852 113,700 Shrs Shared Defined 1 113,700 PAYLESS SHOESOURCE INC Common 704379106 1,755 117,700 Shrs Shared Defined 1 117,700 PDI INC Common 69329V100 867 28,600 Shrs Shared Defined 1 28,600 PEABODY ENERGY CORP Common 704549104 1,663 29,700 Shrs Shared Defined 1 29,700 PEMSTAR INC Common 706552106 36 15,313 Shrs Shared Defined 1 15,313 PENN NATL GAMING INC Common 707569109 7,872 237,100 Shrs Shared Defined 1 237,100 PENN VA CORP Common 707882106 217 6,000 Shrs Shared Defined 1 6,000 PENNEY J C INC Common 708160106 3,961 104,900 Shrs Shared Defined 1 104,900 PENNS WOODS BANCORP INC Common 708430103 380 8,530 Shrs Shared Defined 1 8,530 PENTAIR INC Common 709631105 2,348 69,800 Shrs Shared Defined 1 69,800 PENWEST PHARMACEUTICALS CO Common 709754105 8,967 700,000 Shrs Shared Defined 1 700,000 PEOPLES BK BRIDGEPORT CONN Common 710198102 53 1,700 Shrs Shared Defined 1 1,700 PEP BOYS MANNY MOE & JACK Common 713278109 454 17,900 Shrs Shared Defined 1 17,900 PEPSIAMERICAS INC Common 71343P200 979 46,100 Shrs Shared Defined 1 46,100 PEPSICO INC Common 713448108 345 6,400 Shrs Shared Defined 1 6,400 PERRIGO CO Common 714290103 1,176 62,000 Shrs Shared Defined 1 62,000 PER-SE TECHNOLOGIES INC Common 713569309 901 62,000 Shrs Shared Defined 1 62,000 PETCO ANIMAL SUPPLIES Common 716016209 302 9,373 Shrs Shared Defined 1 9,373 PETROCHINA CO LTD Common 71646E100 449 9,700 Shrs Shared Defined 1 9,700 PETROKAZAKHSTAN INC Common 71649P102 915 33,600 Shrs Shared Defined 1 33,600 PETROLEO BRASILEIRO SA PETRO Common 71654V408 429 15,300 Shrs Shared Defined 1 15,300 PETROLEUM HELICOPTERS INC Common 716604103 235 12,200 Shrs Shared Defined 1 12,200 PFIZER INC Common 717081103 442 12,900 Shrs Shared Defined 1 12,900 PG&E CORP Common 69331C108 21,941 785,300 Shrs Shared Defined 1 785,300 PHARMION CORP Common 71715B409 12,230 250,000 Shrs Shared Defined 1 250,000 PHELPS DODGE CORP Common 717265102 2,496 32,200 Shrs Shared Defined 1 32,200 PHILLIPS VAN HEUSEN CORP Common 718592108 606 31,500 Shrs Shared Defined 1 31,500 PHOTRONICS INC Common 719405102 597 31,500 Shrs Shared Defined 1 31,500 PIER 1 IMPORTS INC Common 720279108 265 15,000 Shrs Shared Defined 1 15,000 PILGRIMS PRIDE CORP Common 721467108 625 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2,500,000 Prn Shared Defined 1 2,500,000 COMVERSE TECHNOLOGY INC Debt 205862AL9 580 500,000 Prn Shared Defined 1 500,000 DEVON ENERGY CORP NEW Debt 25179MAA1 61,589 59,353,000 Prn Shared Defined 1 59,353,000 DEVON ENERGY CORP NEW Debt 25179MAB9 10,460 10,080,000 Prn Shared Defined 1 10,080,000 DEVON ENERGY CORP NEW Debt 25179MAD5 11,041 20,000,000 Prn Shared Defined 1 20,000,000 DIAMOND OFFSHORE DRILLING IN Debt 25271CAE2 13,962 15,000,000 Prn Shared Defined 1 15,000,000 EDWARDS LIFESCIENCES CORP Debt 28176EAB4 11,175 11,000,000 Prn Shared Defined 1 11,000,000 FAIRCHILD SEMICONDUCTOR CORP Debt 303727AJ0 10,477 10,500,000 Prn Shared Defined 1 10,500,000 FAIRMONT HOTELS RESORTS INC Debt 305204AB5 1,542 1,500,000 Prn Shared Defined 1 1,500,000 FISHER SCIENTIFIC INTL INC Debt 338032AX3 3,141 3,000,000 Prn Shared Defined 1 3,000,000 FOUR SEASONS HOTEL INC Debt 35100EAD6 838 2,500,000 Prn Shared Defined 1 2,500,000 FREEPORT-MCMORAN COPPER & GO Debt 35671DAK1 9,774 7,000,000 Prn Shared 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946 1,000,000 Prn Shared Defined 1 1,000,000 WEATHERFORD INTL INC Debt 947074AB6 22,115 35,000,000 Prn Shared Defined 1 35,000,000 XL CAP LTD Debt 98372PAD0 625 1,000,000 Prn Shared Defined 1 1,000,000 YAHOO INC Debt 984332AB2 9,628 5,200,000 Prn Shared Defined 1 5,200,000 YOUNG & RUBICAM INC Debt 987425AC9 5,026 5,000,000 Prn Shared Defined 1 5,000,000 ADVANCED MICRO DEVICES INC Option 007903957 310 19,500 PUT Shared Defined 1 19,500 ALLEGHENY TECHNOLOGIES INC Option 01741R902 903 50,000 CALL Shared Defined 1 50,000 AMERICAN EXPRESS CO Option 025816909 2,826 55,000 CALL Shared Defined 1 55,000 AMERICAN INTL GROUP INC Option 026874907 1,069 15,000 CALL Shared Defined 1 15,000 AMERICREDIT CORP Option 03060R901 3,906 200,000 CALL Shared Defined 1 200,000 AMGEN INC Option 031162900 2,729 50,000 CALL Shared Defined 1 50,000 AMGEN INC Option 031162950 1,637 30,000 PUT Shared Defined 1 30,000 ANALOG DEVICES INC Option 032654955 2,354 50,000 PUT Shared Defined 1 50,000 ANDREW CORP Option 034425908 3,698 184,800 CALL Shared Defined 1 184,800 ARBITRON INC Option 03875Q908 913 25,000 CALL Shared Defined 1 25,000 AT&T CORP Option 001957905 2,932 200,400 CALL Shared Defined 1 200,400 BIOGEN IDEC INC Option 09062X953 633 10,000 PUT Shared Defined 1 10,000 BRISTOL MYERS SQUIBB CO Option 110122908 368 15,000 CALL Shared Defined 1 15,000 BROADCOM CORP Option 111320957 27,960 600,000 PUT Shared Defined 1 600,000 CAPITAL ONE FINL CORP Option 14040H955 6,838 100,000 PUT Shared Defined 1 100,000 CAREER EDUCATION CORP Option 141665959 4,556 100,000 PUT Shared Defined 1 100,000 CELGENE CORP Option 151020954 22,904 400,000 PUT Shared Defined 1 400,000 CISCO SYS INC Option 17275R902 462 19,500 CALL Shared Defined 1 19,500 COMERICA INC Option 200340907 5,488 100,000 CALL Shared Defined 1 100,000 COMPUTER ASSOC INTL INC Option 204912909 14,030 500,000 CALL Shared Defined 1 500,000 CONSECO INC Option 208464903 3,439 172,800 CALL Shared Defined 1 172,800 CSX CORP Option 126408953 4,162 127,000 PUT Shared Defined 1 127,000 CYBERONICS INC Option 23251P902 15,346 460,000 CALL Shared Defined 1 460,000 DELTA AIR LINES INC DEL Option 247361908 356 50,000 CALL Shared Defined 1 50,000 DENDREON CORP Option 24823Q957 1,225 100,000 PUT Shared Defined 1 100,000 DORAL FINL CORP Option 25811P900 10,350 300,000 CALL Shared Defined 1 300,000 EBAY INC Option 278642953 18,390 200,000 PUT Shared Defined 1 200,000 ECHOSTAR COMMUNICATIONS NEW Option 278762909 4,305 140,000 CALL Shared Defined 1 140,000 EDWARDS LIFESCIENCES CORP Option 28176E908 2,614 75,000 CALL Shared Defined 1 75,000 EDWARDS LIFESCIENCES CORP Option 28176E958 697 20,000 PUT Shared Defined 1 20,000 EON LABS INC Option 29412E950 3,070 75,000 PUT Shared Defined 1 75,000 EVEREST RE GROUP LTD Option G3223R958 4,018 50,000 PUT Shared Defined 1 50,000 FAIRCHILD SEMICONDUCTOR INTL Option 303726953 327 20,000 PUT Shared Defined 1 20,000 FEDERAL HOME LN MTG CORP Option 313400901 25,320 400,000 CALL Shared Defined 1 400,000 FEDERAL NATL MTG ASSN Option 313586909 7,136 100,000 CALL Shared Defined 1 100,000 FIDELITY NATL FINL INC Option 316326907 3,734 100,000 CALL Shared Defined 1 100,000 GAP INC DEL Option 364760958 1,213 50,000 PUT Shared Defined 1 50,000 GARMIN LTD Option G37260909 927 25,000 CALL Shared Defined 1 25,000 GARMIN LTD Option G37260959 927 25,000 PUT Shared Defined 1 25,000 GOLDEN WEST FINL CORP DEL Option 381317956 5,318 50,000 PUT Shared Defined 1 50,000 GOLDMAN SACHS GROUP INC Option 38141G954 9,416 100,000 PUT Shared Defined 1 100,000 HOME DEPOT INC Option 437076952 19,360 550,000 PUT Shared Defined 1 550,000 INTERNATIONAL GAME TECHNOLOG Option 459902902 448 11,600 CALL Shared Defined 1 11,600 INTL PAPER CO Option 460146903 671 15,000 CALL Shared Defined 1 15,000 INVISION TECHNOLOGIES INC Option 461851907 26,397 529,000 CALL Shared Defined 1 529,000 ISHARES TR Option 464287950 23,598 200,000 PUT Shared Defined 1 200,000 IVAX CORP Option 465823902 7,197 300,000 CALL Shared Defined 1 300,000 JUNIPER NETWORKS INC Option 48203R904 614 25,000 CALL Shared Defined 1 25,000 LILLY ELI & CO Option 532457908 3,496 50,000 CALL Shared Defined 1 50,000 LILLY ELI & CO Option 532457958 8,739 125,000 PUT Shared Defined 1 125,000 LOWES COS INC Option 548661957 22,334 425,000 PUT Shared Defined 1 425,000 LYONDELL CHEMICAL CO Option 552078957 1,739 100,000 PUT Shared Defined 1 100,000 MBIA INC Option 55262C900 5,712 100,000 CALL Shared Defined 1 100,000 MCDERMOTT INTL INC Option 580037909 6,096 600,000 CALL Shared Defined 1 600,000 MERRILL LYNCH & CO INC Option 590188908 4,049 75,000 CALL Shared Defined 1 75,000 MERRILL LYNCH & CO INC Option 590188958 37,786 700,000 PUT Shared Defined 1 700,000 MORGAN STANLEY Option 617446908 10,554 200,000 CALL Shared Defined 1 200,000 MYLAN LABS INC Option 628530957 6,075 300,000 PUT Shared Defined 1 300,000 NASDAQ 100 TR Option 631100904 1,472 39,000 CALL Shared Defined 1 39,000 NATIONAL SEMICONDUCTOR CORP Option 637640953 858 39,000 PUT Shared Defined 1 39,000 NETEASE COM INC Option 64110W952 12,402 300,000 PUT Shared Defined 1 300,000 NETWORK APPLIANCE INC Option 64120L904 4,521 210,000 CALL Shared Defined 1 210,000 NOKIA CORP Option 654902904 6,121 421,000 CALL Shared Defined 1 421,000 NORTEL NETWORKS CORP NEW Option 656568902 998 200,000 CALL Shared Defined 1 200,000 OSI PHARMACEUTICALS INC Option 671040903 14,088 200,000 CALL Shared Defined 1 200,000 PENN NATL GAMING INC Option 707569909 8,300 250,000 CALL Shared Defined 1 250,000 QLOGIC CORP Option 747277951 1,595 60,000 PUT Shared Defined 1 60,000 REGIONS FINL CORP Option 758940900 1,480 50,000 CALL Shared Defined 1 50,000 SANDISK CORP Option 80004C951 1,015 46,800 PUT Shared Defined 1 46,800 SCHERING PLOUGH CORP Option 806605951 5,544 300,000 PUT Shared Defined 1 300,000 SEACHANGE INTL INC Option 811699957 1,688 100,000 PUT Shared Defined 1 100,000 SELECT SECTOR SPDR TR Option 81369Y900 5,704 5,000 CALL Shared Defined 1 5,000 SELECT SECTOR SPDR TR Option 81369Y950 62,746 55,000 PUT Shared Defined 1 55,000 SEPRACOR INC Option 817315904 11,109 210,000 CALL Shared Defined 1 210,000 SINA CORP Option G81477954 27,052 820,000 PUT Shared Defined 1 820,000 SONIC SOLUTIONS Option 835460956 744 35,000 PUT Shared Defined 1 35,000 SWIFT TRANSN CO Option 870756953 3,590 200,000 PUT Shared Defined 1 200,000 TEKELEC Option 879101903 3,639 200,300 CALL Shared Defined 1 200,300 TEKTRONIX INC Option 879131900 1,484 25,000 CALL Shared Defined 1 25,000 US BANCORP DEL Option 902973904 2,756 100,000 CALL Shared Defined 1 100,000 VALERO ENERGY CORP NEW Option 91913Y950 11,064 150,000 PUT Shared Defined 1 150,000 VISHAY INTERTECHNOLOGY INC Option 928298908 483 26,000 CALL Shared Defined 1 26,000 WASHINGTON MUT INC Option 939322903 5,796 150,000 CALL Shared Defined 1 150,000 WYETH Option 983024900 542 15,000 CALL Shared Defined 1 15,000 COMPANHIA DE BEBIDAS DAS AME Preferred 20441W203 1,001 49,875 Shrs Shared Defined 1 49,875 EMBRAER-EMPRESA BRASILEIRA D Preferred 29081M102 35,517 1,242,300 Shrs Shared Defined 1 1,242,300 FORD MTR CO CAP TR II Preferred 345395206 1,646 30,000 Shrs Shared Defined 1 30,000 NEWS CORP LTD Preferred 652487802 2,331 70,890 Shrs Shared Defined 1 70,890 XEROX CORP Preferred 984121509 7,410 85,000 Shrs Shared Defined 1 85,000 DIME BANCORP INC NEW Warrant 25429Q110 23 200,000 Shared Defined 1 200,000

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