-----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, NUIWzRO5JVhU2AVYMUmeovM/8UoM4/zeo+eKXgAP3TKx08cW51XQIFjaR3VO/MEa IVjglpdMbi0Kbx5o3nQfyg== 0001164508-05-000028.txt : 20050503 0001164508-05-000028.hdr.sgml : 20050503 20050503150816 ACCESSION NUMBER: 0001164508-05-000028 CONFORMED SUBMISSION TYPE: 13F-HR/A PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20020630 FILED AS OF DATE: 20050503 DATE AS OF CHANGE: 20050503 EFFECTIVENESS DATE: 20050503 FILER: COMPANY DATA: COMPANY CONFORMED NAME: ARROWSTREET CAPITAL LIMITED PARTNERSHIP CENTRAL INDEX KEY: 0001164508 IRS NUMBER: 043472863 STATE OF INCORPORATION: MA FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 13F-HR/A SEC ACT: 1934 Act SEC FILE NUMBER: 028-10005 FILM NUMBER: 05794708 BUSINESS ADDRESS: STREET 1: 875 MASSACHUSETTS AVE., 6TH FLOOR CITY: CAMBRIDGE STATE: MA ZIP: 02139 BUSINESS PHONE: 6175479999 MAIL ADDRESS: STREET 1: 875 MASSACHUSETTS AVE, 6TH FL CITY: CAMBRIDGE STATE: MA ZIP: 02139 13F-HR/A 1 q20213f.txt 2002 2ND QUARTER 13F 2ND AMENDMENT UNITED STATES SECRITIES AND EXCHANGE COMMISSION WASHINGTON D.C. 20549 FORM 13F FORM 13F COVER PAGE Report for the Calendar Year or Quarter Ended: June 30, 2002 Check here if Amendment [ X]; Amendment Number: 2 This Amendment (Check only one.): [ X] is a restatement. [ ] adds new holdings entries. Institutional Investment Manager Filing this Report: Name: Arrowstreet Capital, Limited Partnership Address: 44 Brattle Street 5th Floor Cambridge, MA 02138 13F File Number: 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 submission. Person Signing this Report on Behalf of Reporting Manager: Name: Vaithi Muttulingam Title: Partner, Finance and Compliance Phone: 617-547-9999 Signature, Place,and Date of Signing: Vaithi Muttulingam Cambridge,Massachusetts May 03, 2005 Report Type (Check only one.): [X] 13F HOLDINGS REPORT. [ ] 13F NOTICE. [ ] 13F COMBINATION REPORT. List of Other Managers Reporting for this Manager: FORM 13F SUMMARY PAGE Report Summary: Number of Other Included Managers:0 Form 13F Information Table Entry Total: 262 Form 13F Information Table Value Total: $501,394 (x1000) List of Other Included Managers: NONE VALUE SHARES/ SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE NONE ABBOTT LABS COM 002824100 1811 48100 SH SOLE 48100 0 ADVANCED MICRO DEV COM 007903107 71 7300 SH SOLE 7300 0 AETNA INC NEW COM 00817Y108 1386 28900 SH SOLE 28900 0 AFLAC INC COM 001055102 794 24800 SH SOLE 24800 0 AGILENT TECHNOLOGIES COM 00846U101 218 9200 SH SOLE 9200 0 AIR PRODS & CHEMS COM 009158106 10568 209400 SH SOLE 209400 0 ALCOA INC COM 013817101 2712 81800 SH SOLE 81800 0 ALLSTATE CORP COM 020002101 1035 28000 SH SOLE 28000 0 ALTERA CORP COM 021441100 117 8600 SH SOLE 8600 0 AMAZON INC COM 023135106 278 17100 SH SOLE 17100 0 AMERICAN EXPRESS CO COM 025816109 1841 50700 SH SOLE 50700 0 AMERICAN INTL GROUP COM 026874107 4792 70237 SH SOLE 70237 0 AMGEN INC COM 031162100 1143 27300 SH SOLE 27300 0 ANALOG DEVICES INC COM 032654105 443 14900 SH SOLE 14900 0 ANDREW CORP COM 034425108 131 8800 SH SOLE 8800 0 ANHEUSER BUSCH COM 035229103 7755 155100 SH SOLE 155100 0 AO TATNEFT SPONSORED SPONSORED ADR 03737P306 260 18800 SH SOLE 18800 0 AOL TIME WARNER INC COM 00184A105 2495 169600 SH SOLE 169600 0 AON CORP COM 037389103 466 15800 SH SOLE 15800 0 APPLE COMPUTER INC COM 037833100 1581 89200 SH SOLE 89200 0 APPLERA -APPLIED BIOS COM 038020103 117 6000 SH SOLE 6000 0 APPLERA -CELERA GEN COM 038020202 55 4600 SH SOLE 4600 0 APPLIED MATLS INC COM 038222105 616 32400 SH SOLE 32400 0 APPLIED MICRO CIRCUITS COM 03822W109 41 8600 SH SOLE 8600 0 ARCHER DANIELS MIDLAND COM 039483102 3180 248600 SH SOLE 248600 0 ARCHSTONE SMITH TR REIT 039583109 724 27100 SH SOLE 27100 0 AT&T CORP COM 001957109 281 26300 SH SOLE 26300 0 AUTOMATIC DATA PROC COM 053015103 2090 48000 SH SOLE 48000 0 AVAYA INC COM 053499109 55 11100 SH SOLE 11100 0 AVERY DENNISON CORP COM 053611109 1519 24200 SH SOLE 24200 0 AVON PRODS INC COM 054303102 1886 36100 SH SOLE 36100 0 BANK NEW YORK INC COM 064057102 952 28200 SH SOLE 28200 0 BANK OF AMERICA CORP COM 060505104 14248 202500 SH SOLE 202500 0 BANK ONE CORP COM 06423A103 7223 187700 SH SOLE 187700 0 BAXTER INTL INC COM 071813109 982 22100 SH SOLE 22100 0 BEA SYS INC COM 073325102 167 17600 SH SOLE 17600 0 BECTON DICKINSON COM 075887109 3583 104000 SH SOLE 104000 0 BEST BUY INC COM 086516101 1316 36250 SH SOLE 36250 0 BIOGEN INC COM 090597105 489 11800 SH SOLE 11800 0 BLACK & DECKER CORP COM 091797100 439 9100 SH SOLE 9100 0 BLOCK H & R INC COM 093671105 351 7600 SH SOLE 7600 0 BOEING CO COM 097023105 657 14600 SH SOLE 14600 0 BOSTON SCIENTIFIC CORP COM 101137107 240 8200 SH SOLE 8200 0 BRISTOL MYERS SQUIBB COM 110122108 4916 191300 SH SOLE 191300 0 BROADCOM CORP CL A COM 111320107 149 8500 SH SOLE 8500 0 BROCADE MN SYS INC COM 111621108 98 5600 SH SOLE 5600 0 BURLINGTON NORTH SANTA COM 12189T104 333 11100 SH SOLE 11100 0 CARDINAL HEALTH INC COM 14149Y108 1148 18700 SH SOLE 18700 0 CARNIVAL CORP COM 143658102 269 9700 SH SOLE 9700 0 CATERPILLAR INC COM 149123101 284 5800 SH SOLE 5800 0 CENDANT CORP COM 151313103 2522 158800 SH SOLE 158800 0 CENTEX CORP COM 152312104 1404 24300 SH SOLE 24300 0 CHEVRONTEXACO CORP COM 166764100 1133 12800 SH SOLE 12800 0 CHIRON CORP COM 170040109 138 3900 SH SOLE 3900 0 CHUBB CORP COM 171232101 319 4500 SH SOLE 4500 0 CIENA CORP COM 171779101 20 4800 SH SOLE 4800 0 CIGNA CORP COM 125509109 4111 42200 SH SOLE 42200 0 CIRCUIT CITY GROUP COM 172737108 634 33800 SH SOLE 33800 0 CISCO SYS INC COM 17275R102 2512 180100 SH SOLE 180100 0 CITIGROUP INC COM 172967101 13504 348500 SH SOLE 348500 0 CLEAR CHANNEL COM 184502102 487 15200 SH SOLE 15200 0 CLOROX CO COM 189054109 2138 51700 SH SOLE 51700 0 COCA COLA CO COM 191216100 9654 172400 SH SOLE 172400 0 COLGATE PALMOLIVE CO COM 194162103 320 6400 SH SOLE 6400 0 COMCAST CORP CL A SPL COM 200300200 520 21800 SH SOLE 21800 0 COMERICA INC COM 200340107 8977 146200 SH SOLE 146200 0 COMPUTER ASSOC INTL COM 204912109 2453 154400 SH SOLE 154400 0 COMPUTER SCIENCES COM 205363104 411 8600 SH SOLE 8600 0 COMVERSE TECHNOLOGY COM 205862402 2649 286100 SH SOLE 286100 0 CONAGRA FOODS INC COM 205887102 3633 131400 SH SOLE 131400 0 CONCORD EFS INC COM 206197105 289 9600 SH SOLE 9600 0 CONEXANT SYSTEMS INC COM 207142100 28 17200 SH SOLE 17200 0 CORNING INC COM 219350105 74 20800 SH SOLE 20800 0 COSTCO WHSL CORP NEW COM 22160K105 633 16400 SH SOLE 16400 0 COUNTRYWIDE CR INDS COM 222372104 11942 247500 SH SOLE 247500 0 CSX CORP COM 126408103 312 8900 SH SOLE 8900 0 DELL COMPUTER CORP COM 247025109 1851 70800 SH SOLE 70800 0 DELPHI CORPORATION COM 247126105 1088 82400 SH SOLE 82400 0 DISNEY WALT CO COM 254687106 1117 59100 SH SOLE 59100 0 DOW CHEM CO COM 260543103 2338 68000 SH SOLE 68000 0 DU PONT E I DE NEMOURS COM 263534109 25090 565100 SH SOLE 565100 0 EASTMAN KODAK CO COM 277461109 300 10300 SH SOLE 10300 0 EATON CORP COM 278058102 269 3700 SH SOLE 3700 0 EBAY INC COM 278642103 610 9900 SH SOLE 9900 0 ELECTRONIC DATA SYS COM 285661104 609 16400 SH SOLE 16400 0 EMC CORP COM 268648102 618 81800 SH SOLE 81800 0 EQUITY OFFICE PPTYS REIT 294741103 8711 289400 SH SOLE 289400 0 EXXON MOBIL CORP COM 30231G102 2066 50500 SH SOLE 50500 0 FANNIE MAE COM 313586109 2168 29400 SH SOLE 29400 0 FEDERATED DEPT STORES COM 31410H101 3533 89000 SH SOLE 89000 0 FEDEX CORP COM 31428X106 497 9300 SH SOLE 9300 0 FIFTH THIRD BANCORP COM 316773100 766 11500 SH SOLE 11500 0 FIRST DATA CORP COM 319963104 454 12200 SH SOLE 12200 0 FISERV INC COM 337738108 382 10400 SH SOLE 10400 0 FLEET BOSTON FINL COM 339030108 1938 59900 SH SOLE 59900 0 FORD MTR CO DEL COM 345370860 1104 69000 SH SOLE 69000 0 FREDDIE MAC CORP COM 313400301 9847 160900 SH SOLE 160900 0 GANNETT INC COM 364730101 615 8100 SH SOLE 8100 0 GENENTECH INC COM 368710406 275 8200 SH SOLE 8200 0 GENERAL DYNAMICS COM 369550108 393 3700 SH SOLE 3700 0 GENERAL ELEC CO COM 369604103 3271 112600 SH SOLE 112600 0 GENERAL MTRS CORP COM 370442105 14164 265000 SH SOLE 265000 0 GEORGIA PAC CORP COM 373298108 253 10300 SH SOLE 10300 0 GILLETTE CO COM 375766102 2991 88300 SH SOLE 88300 0 GOLDEN WEST FINL COM 381317106 4849 70500 SH SOLE 70500 0 GOLDMAN SACHS COM 38141G104 3235 44100 SH SOLE 44100 0 GREENPOINT FINL COM 395384100 221 4500 SH SOLE 4500 0 GUIDANT CORP COM 401698105 1696 56100 SH SOLE 56100 0 HARLEY DAVIDSON COM 412822108 1630 31800 SH SOLE 31800 0 HARRIS CORP DEL COM 413875105 221 6100 SH SOLE 6100 0 HARTFORD FINL SVCS COM 416515104 476 8000 SH SOLE 8000 0 HASBRO INC COM 418056107 384 28300 SH SOLE 28300 0 HCA INC COM 404119109 684 14400 SH SOLE 14400 0 HEALTHSOUTH CORP COM 421924101 1191 93100 SH SOLE 93100 0 HEINZ H J CO COM 423074103 588 14300 SH SOLE 14300 0 HERSHEY FOODS CORP COM 427866108 319 5100 SH SOLE 5100 0 HEWLETT PACKARD CO COM 428236103 1030 67385 SH SOLE 67385 0 HOME DEPOT INC COM 437076102 2578 70200 SH SOLE 70200 0 HOUSEHOLD INTL INC COM 441815107 547 11000 SH SOLE 11000 0 I2 TECHNOLOGIES INC COM 465754109 2017 1362800 SH SOLE 1362800 0 IBM CORP COM 459200101 2153 29900 SH SOLE 29900 0 IDEC PHARMACEUTICALS COM 449370105 177 5000 SH SOLE 5000 0 ILLINOIS TOOL WKS COM 452308109 355 5200 SH SOLE 5200 0 IMMUNEX CORP NEW COM 452528102 811 36300 SH SOLE 36300 0 INDIA FD INC CLOSED END FUND454089103 1 95 SH SOLE 95 0 INTEL CORP COM 458140100 3312 181300 SH SOLE 181300 0 INTERNATIONAL GAME COM 459902102 329 5800 SH SOLE 5800 0 INTERNATIONAL PAPER COM 460146103 1107 25400 SH SOLE 25400 0 J P MORGAN CHASE COM 46625H100 2246 66200 SH SOLE 66200 0 JEFFERSON PILOT COM 475070108 357 7600 SH SOLE 7600 0 JOHNSON & JOHNSON COM 478160104 10342 197900 SH SOLE 197900 0 JOHNSON CTLS INC COM 478366107 14959 183300 SH SOLE 183300 0 JONES APPAREL GROUP COM 480074103 304 8100 SH SOLE 8100 0 JUNIPER NETWORKS INC COM 48203R104 32 5600 SH SOLE 5600 0 KIMBERLY CLARK CORP COM 494368103 4743 76500 SH SOLE 76500 0 KLA TENCOR CORP COM 482480100 211 4800 SH SOLE 4800 0 KNIGHT RIDDER INC COM 499040103 1316 20900 SH SOLE 20900 0 KOHLS CORP COM 500255104 757 10800 SH SOLE 10800 0 KROGER CO COM 501044101 273 13700 SH SOLE 13700 0 LEHMAN BROS HLDGS COM 524908100 2663 42600 SH SOLE 42600 0 LIBERTY MEDIA COM 530718105 709 70900 SH SOLE 70900 0 LILLY ELI & CO COM 532457108 1534 27200 SH SOLE 27200 0 LIMITED BRANDS INC COM 532716107 345 16200 SH SOLE 16200 0 LINCOLN NATL CORP IND COM 534187109 164 3900 SH SOLE 3900 0 LIZ CLAIBORNE INC COM 539320101 5333 167700 SH SOLE 167700 0 LOCKHEED MARTIN CORP COM 539830109 452 6500 SH SOLE 6500 0 LOWES COS INC COM 548661107 1158 25500 SH SOLE 25500 0 LSI LOGIC CORP COM 502161102 77 8800 SH SOLE 8800 0 LUCENT TECHNOLOGIES COM 549463107 115 69500 SH SOLE 69500 0 MARSH & MCLENNAN COM 571748102 705 7300 SH SOLE 7300 0 MASCO CORP COM 574599106 502 18500 SH SOLE 18500 0 MATTEL INC COM 577081102 1024 48600 SH SOLE 48600 0 MAXIM INTEGRATED COM 57772K101 517 13500 SH SOLE 13500 0 MAYTAG CORP COM 578592107 456 10700 SH SOLE 10700 0 MBIA INC COM 55262C100 2583 45700 SH SOLE 45700 0 MBNA CORP COM 55262L100 5374 162500 SH SOLE 162500 0 MCDONALDS CORP COM 580135101 1209 42500 SH SOLE 42500 0 MCGRAW HILL COS INC COM 580645109 293 4900 SH SOLE 4900 0 MCKESSON CORP COM 58155Q103 1262 38600 SH SOLE 38600 0 MEDIMMUNE INC COM 584699102 322 12200 SH SOLE 12200 0 MEDTRONIC INC COM 585055106 2005 46800 SH SOLE 46800 0 MELLON FINL CORP COM 58551A108 295 9400 SH SOLE 9400 0 MERCK & CO INC COM 589331107 2816 55600 SH SOLE 55600 0 MERRILL LYNCH COM 590188108 4046 99900 SH SOLE 99900 0 METLIFE INC COM 59156R108 510 17700 SH SOLE 17700 0 MICRON TECHNOLOGY INC COM 595112103 204 10100 SH SOLE 10100 0 MICROSOFT CORP COM 594918104 6203 113400 SH SOLE 113400 0 MILLENNIUM PHARMA COM 599902103 176 14500 SH SOLE 14500 0 MOODYS CORP COM 615369105 378 7600 SH SOLE 7600 0 MORGAN STANLEY COM 617446448 6462 150000 SH SOLE 150000 0 MOTOROLA INC COM 620076109 317 21700 SH SOLE 21700 0 NATIONAL CITY CORP COM 635405103 5154 155000 SH SOLE 155000 0 NATIONAL SEMICONDUCTOR COM 637640103 152 5200 SH SOLE 5200 0 NCR CORP NEW COM 62886E108 142 4100 SH SOLE 4100 0 NETWORK APPLIANCE COM 64120L104 162 13000 SH SOLE 13000 0 NEWELL RUBBERMAID COM 651229106 764 21800 SH SOLE 21800 0 NIKE INC CL B COM 654106103 740 13800 SH SOLE 13800 0 NORFOLK SOUTHN CORP COM 655844108 316 13500 SH SOLE 13500 0 NORTHFORK BANCORPORATIONCOM 659424105 334 8400 SH SOLE 8400 0 NOVELL INC COM 670006105 94 29200 SH SOLE 29200 0 NOVELLUS SYS INC COM 670008101 119 3500 SH SOLE 3500 0 NUCOR CORP COM 670346105 416 6400 SH SOLE 6400 0 OIL CO LUKOIL SPONSORED ADR 677862104 376 5800 SH SOLE 5800 0 OMNI GROUP INC COM 681919106 353 7700 SH SOLE 7700 0 ORACLE CORPORATION COM 68389X105 815 86100 SH SOLE 86100 0 PAYCHEX INC COM 704326107 250 8000 SH SOLE 8000 0 PEOPLESOFT INC COM 712713106 92 6200 SH SOLE 6200 0 PEPSICO INC COM 713448108 6199 128600 SH SOLE 128600 0 PEREZ PANC SA SPONSORED ADR 71367B103 60 10609 SH SOLE 10609 0 PFIZER INC COM 717081103 7420 212000 SH SOLE 212000 0 PHARMACIA CORP COM 71713U102 1768 47200 SH SOLE 47200 0 PHELPS DODGE CORP COM 717265102 346 8400 SH SOLE 8400 0 PHILIP MORRIS COS INC COM 718154107 10330 236500 SH SOLE 236500 0 PMC SIERRA INC COM 69344F106 44 4700 SH SOLE 4700 0 PNC FINANCIAL SERVICES COM 693475105 361 6900 SH SOLE 6900 0 PPG INDS INC COM 693506107 3869 62500 SH SOLE 62500 0 PRAXAIR INC COM 74005P104 3686 64700 SH SOLE 64700 0 PROCTER & GAMBLE CO COM 742718109 7019 78600 SH SOLE 78600 0 PROGRESSIVE CORP OHIO COM 743315103 486 8400 SH SOLE 8400 0 QLOGIC CORP COM 747277101 244 6400 SH SOLE 6400 0 QUALCOMM INC COM 747525103 289 10500 SH SOLE 10500 0 RAYTHEON CO NEW COM 755111507 326 8000 SH SOLE 8000 0 ROHM & HAAS CO COM 775371107 397 9800 SH SOLE 9800 0 SARA LEE CORP COM 803111103 956 46300 SH SOLE 46300 0 SBC COMMUNICATIONS INC COM 78387G103 656 21500 SH SOLE 21500 0 SCHERING PLOUGH CORP COM 806605101 290 11800 SH SOLE 11800 0 SCHLUMBERGER LTD COM 806857108 265 5700 SH SOLE 5700 0 SCHWAB CHARLES CORP COM 808513105 290 25900 SH SOLE 25900 0 SCIENTIFIC ATLANTA INC COM 808655104 1574 95700 SH SOLE 95700 0 SEALED AIR CORP NEW COM 81211K100 419 10400 SH SOLE 10400 0 SEARS ROEBUCK & CO COM 812387108 679 12500 SH SOLE 12500 0 SHERWIN WILLIAMS CO COM 824348106 5055 168900 SH SOLE 168900 0 SIEBEL SYS INC COM 826170102 280 19700 SH SOLE 19700 0 SIMON PPTY GROUP REIT 828806109 1124 30500 SH SOLE 30500 0 SKYWORKS SOLUTIONS INC COM 83088M102 34 6037.2 SH SOLE 6037.2 0 ST PAUL COS INC COM 792860108 245 6300 SH SOLE 6300 0 STARBUCKS CORP COM 855244109 311 12500 SH SOLE 12500 0 STATE STREET CORP COM 857477103 738 16500 SH SOLE 16500 0 STRYKER CORP COM 863667101 300 5600 SH SOLE 5600 0 SUN MICROSYSTEMS INC COM 866810104 273 54400 SH SOLE 54400 0 SUNGARD DATA SYS INC COM 867363103 270 10200 SH SOLE 10200 0 SUNTRUST BKS INC COM 867914103 7842 115800 SH SOLE 115800 0 SURGUTNEFTEGAZ JSC SPONSORED ADR 868861204 969 49900 SH SOLE 49900 0 SYNOVUS FINL CORP COM 87161C105 154 5600 SH SOLE 5600 0 SYSCO CORP COM 871829107 719 26400 SH SOLE 26400 0 TARGET CORP COM 87612E106 975 25600 SH SOLE 25600 0 TELECOM ARGENTINA SPONSORED ADR 879273209 636 978316 SH SOLE 945826 32490 TEMPLE INLAND INC COM 879868107 3512 60700 SH SOLE 60700 0 TENET HEALTHCARE CORP COM 88033G100 558 7800 SH SOLE 7800 0 TEXAS INSTRS INC COM 882508104 675 28500 SH SOLE 28500 0 TIBCO SOFTWARE INC COM 88632Q103 66 11900 SH SOLE 11900 0 TRICOM CONTL CORP COM 895436103 776 48200 SH SOLE 48200 0 TYCO INTL LTD NEW COM 902124106 238 17600 SH SOLE 17600 0 UNIFIED ENERGY RUSSIA SPONSORED ADR 904688108 99 9900 SH SOLE 9900 0 UNION PAC CORP COM 907818108 3987 63000 SH SOLE 63000 0 UNITED HEALTH GROUP COM 91324P102 2325 25400 SH SOLE 25400 0 UNITED PARCEL COM 911312106 1179 19100 SH SOLE 19100 0 UNITED TECHNOLOGIES COM 913017109 618 9100 SH SOLE 9100 0 UNITRIN INC COM 913275103 340 9500 SH SOLE 9500 0 UNUMPROVIDENT CORP COM 91529Y106 158 6200 SH SOLE 6200 0 US BANCORP DEL NEW COM 902973304 1798 77000 SH SOLE 77000 0 V F CORP COM 918204108 8587 219000 SH SOLE 219000 0 VERISIGN INC COM 92343E102 3634 505400 SH SOLE 505400 0 VERITAS SOFTWARE CO COM 923436109 342 17300 SH SOLE 17300 0 VERIZON COMMUNICATIONS COM 92343V104 711 17700 SH SOLE 17700 0 VIACOM INC CL B COM 925524308 1992 44900 SH SOLE 44900 0 VITESSE SEMICONDUCTOR COM 928497106 26 8400 SH SOLE 8400 0 WACHOVIA CORP COM 929903102 1920 50300 SH SOLE 50300 0 WAL MART STORES INC COM 931142103 7910 143800 SH SOLE 143800 0 WALGREEN CO COM 931422109 324 8400 SH SOLE 8400 0 WASHINGTON MUTUAL INC COM 939322103 8832 238000 SH SOLE 238000 0 WASTE MGMT INC DEL COM 94106L109 318 12200 SH SOLE 12200 0 WELLS FARGO & CO NEW COM 949746101 4596 91800 SH SOLE 91800 0 WENDYS INTL INC COM 950590109 765 19200 SH SOLE 19200 0 WEYERHAEUSER CO COM 962166104 1654 25900 SH SOLE 25900 0 WHIRLPOOL CORP COM 963320106 1974 30200 SH SOLE 30200 0 WYETH COM 983024100 143 2800 SH SOLE 2800 0 XEROX CORP COM 984121103 124 17800 SH SOLE 17800 0 XILINX INC COM 983919101 278 12400 SH SOLE 12400 0 XL CAP LTD CL A COM G98255105 280 3300 SH SOLE 3300 0 YUM BRANDS INC COM 988498101 339 11600 SH SOLE 11600 0 ZIMMER HLDGS INC COM 98956P102 42 1170 SH SOLE 1170 0
-----END PRIVACY-ENHANCED MESSAGE-----