-----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, DzzTPVlTGtt1PWah3Y9sAUYCvC9ES7lASjEQ614RGohbZkiOUShGMFxrp5C59ReM ZwWmqB8opA048xySbTfrfA== 0001164508-05-000022.txt : 20050503 0001164508-05-000022.hdr.sgml : 20050503 20050503150402 ACCESSION NUMBER: 0001164508-05-000022 CONFORMED SUBMISSION TYPE: 13F-HR/A PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20031231 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: 05794671 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 q40313f.txt 2003 4TH 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: December 31, 2003 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 3, 2005 Report Type (Check only one.): [X] 13F HOLDINGS REPORT. [ ] 13F NOTICE. [ ] 13F COMBINATION REPORT. List of Other Managers Reporting for this Manager: Frank Russell Investment Management Company FORM 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 0 Form 13F Information Table Entry Total: 275 Form 13F Information Table Value Total: $279,866 (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 3M CO COM 88579Y101 2627 30900 SH SOLE 30900 0 ABBOTT LABS COM 002824100 1682 36100 SH SOLE 36100 0 ADOBE SYS INC DEL COM 00724F101 234 6000 SH SOLE 6000 0 AETNA INC NEW COM 00817Y108 243 3600 SH SOLE 3600 0 AFLAC INC COM 001055102 514 14200 SH SOLE 14200 0 AGILENT TECHNOLOGIES COM 00846U101 269 9200 SH SOLE 9200 0 ALBERTSONS INC COM 013104104 462 20400 SH SOLE 20400 0 ALLSTATE CORP COM 020002101 869 20200 SH SOLE 20200 0 ALTRIA GROUP INC COM 02209S103 2220 40800 SH SOLE 40800 0 AMAZON.COM INC COM 023135106 95 1800 SH SOLE 1800 0 AMERICAN EXPRESS CO COM 025816109 1688 35000 SH SOLE 35000 0 AMERICAN INTL GROUP COM 026874107 4089 61700 SH SOLE 61700 0 AMGEN INC COM 031162100 1631 26396 SH SOLE 26396 0 ANALOG DEVICES INC COM 032654105 347 7600 SH SOLE 7600 0 ANHEUSER BUSCH COS COM 035229103 948 18000 SH SOLE 18000 0 AO TATNEFT ADR SPONSORED ADR 03737P306 224 9819 SH SOLE 0 9819 AON CORP COM 037389103 201 8400 SH SOLE 8400 0 APACHE CORP COM 037411105 156 1920 SH SOLE 1920 0 APPLE COMPUTER INC COM 037833100 135 6300 SH SOLE 6300 0 APPLIED MATLS INC COM 038222105 1167 52000 SH SOLE 52000 0 AT&T CORP COM 001957505 442 21760 SH SOLE 21760 0 AT&T WIRELESS SVCS COM 00209A106 436 54600 SH SOLE 54600 0 AUTOMATIC DATA PROC COM 053015103 614 15500 SH SOLE 15500 0 AVON PRODS INC COM 054303102 148 2200 SH SOLE 2200 0 BAKER HUGHES INC COM 057224107 328 10200 SH SOLE 10200 0 BANCO SANTANDER CHILE SPONSORED ADR 05965X109 618 26000 SH SOLE 0 26000 BANK NEW YORK INC COM 064057102 580 17500 SH SOLE 17500 0 BANK OF AMERICA COM 060505104 5904 73400 SH SOLE 73400 0 BANK ONE CORP COM 06423A103 1555 34100 SH SOLE 34100 0 BAXTER INTL INC COM 071813109 424 13900 SH SOLE 13900 0 BEA SYS INC COM 073325102 177 14400 SH SOLE 14400 0 BECTON DICKINSON & CO COM 075887109 341 8300 SH SOLE 8300 0 BED BATH & BEYOND INC COM 075896100 221 5100 SH SOLE 5100 0 BELLSOUTH CORP COM 079860102 1033 36500 SH SOLE 36500 0 BEST BUY INC COM 086516101 167 3200 SH SOLE 3200 0 BIOGEN IDEC INC COM 09062X103 261 7110 SH SOLE 7110 0 BIOMET INC COM 090613100 163 4500 SH SOLE 4500 0 BLOCK H & R INC COM 093671105 421 7600 SH SOLE 7600 0 BMC SOFTWARE INC COM 055921100 181 9700 SH SOLE 9700 0 BOEING CO COM 097023105 927 22000 SH SOLE 22000 0 BOSTON SCIENTIFIC CORP COM 101137107 471 12800 SH SOLE 12800 0 BRISTOL MYERS SQUIBB COM 110122108 1416 49500 SH SOLE 49500 0 BROADCOM CORP CL A COM 111320107 493 14500 SH SOLE 14500 0 BURLINGTON NORTH SANTA COM 12189T104 359 11100 SH SOLE 11100 0 CADENCE DESIGN COM 127387108 527 29300 SH SOLE 29300 0 CARDINAL HEALTH INC COM 14149Y108 563 9200 SH SOLE 9200 0 CARNIVAL CORP PAIRED COM 143658300 580 14600 SH SOLE 14600 0 CATERPILLAR INC COM 149123101 880 10600 SH SOLE 10600 0 CENDANT CORP COM 151313103 236 10600 SH SOLE 10600 0 CHIRON CORP COM 170040109 120 2100 SH SOLE 2100 0 CHOICEPOINT INC COM 170388102 160 4200 SH SOLE 4200 0 CHUBB CORP COM 171232101 306 4500 SH SOLE 4500 0 CIENA CORP COM 171779101 209 31900 SH SOLE 31900 0 CIGNA CORP COM 125509109 679 11800 SH SOLE 11800 0 CINCINNATI FINL CORP COM 172062101 142 3400 SH SOLE 3400 0 CISCO SYS INC COM 17275R102 5229 215800 SH SOLE 215800 0 CITIGROUP INC COM 172967101 8888 183100 SH SOLE 183100 0 CLEAR CHANNEL COM COM 184502102 487 10400 SH SOLE 10400 0 CLOROX CO COM 189054109 102 2100 SH SOLE 2100 0 COCA COLA CO COM 191216100 3030 59700 SH SOLE 59700 0 COMCAST CORP COM 20030N101 449 13708 SH SOLE 13708 0 COMCAST CORP COM 20030N200 244 7800 SH SOLE 7800 0 COMERICA INC COM 200340107 101 1800 SH SOLE 1800 0 COMP ANONIMA NACIONAL SPONSORED ADR 204421101 827 54191 SH SOLE 21491 32700 COMPANIA CERVECERIAS SPONSORED ADR 204429104 3014 140200 SH SOLE 0 140200 COMP DE MINAS BUENAVEN SPONSORED ADR 204448104 1462 51700 SH SOLE 17300 34400 COMPUTER ASSOC INTL INC COM 204912109 440 16100 SH SOLE 16100 0 COMPUTER SCIENCES CORP COM 205363104 451 10200 SH SOLE 10200 0 CONAGRA FOODS INC COM 205887102 330 12500 SH SOLE 12500 0 COOPER INDUSTRIES LTD COM G24182100 191 3300 SH SOLE 3300 0 COSTCO WHSL CORP NEW COM 22160K105 175 4700 SH SOLE 4700 0 COUNTRYWIDE FINANCIAL COM 222372104 3681 48531 SH SOLE 48531 0 CREDICORP LTD COM G2519Y108 1054 78987 SH SOLE 0 78987 CSX CORP COM 126408103 320 8900 SH SOLE 8900 0 CVS CORP COM 126650100 820 22700 SH SOLE 22700 0 DANAHER CORP COM 235851102 202 2200 SH SOLE 2200 0 DARDEN RESTAURANTS COM 237194105 168 8000 SH SOLE 8000 0 DATACRAFT ASIA COM FM6246835 441 350000 SH SOLE 350000 0 DEERE & CO COM 244199105 221 3400 SH SOLE 3400 0 DELL INC COM 24702R101 2416 71100 SH SOLE 71100 0 DEVON ENERGY COM 25179M103 275 4800 SH SOLE 4800 0 DISNEY WALT CO COM 254687106 926 39700 SH SOLE 39700 0 DOW JONES & CO COM 260561105 329 6600 SH SOLE 6600 0 EASTMAN KODAK CO COM 277461109 218 8500 SH SOLE 8500 0 EATON CORP COM 278058102 400 3700 SH SOLE 3700 0 EBAY INC COM 278642103 543 8400 SH SOLE 8400 0 ECHOSTAR COMM COM 278762109 150 4400 SH SOLE 4400 0 EDISON INTL COM 281020107 268 12200 SH SOLE 12200 0 ELECTRONIC ARTS COM 285512109 467 9800 SH SOLE 9800 0 ELECTRONIC DATA SYS COM 285661104 1634 66600 SH SOLE 66600 0 EMC CORP MASS COM 268648102 497 38500 SH SOLE 38500 0 EMERSON ELEC CO COM 291011104 673 10400 SH SOLE 10400 0 EQUITY OFFICE PPTYS REIT 294741103 553 19300 SH SOLE 19300 0 EQUITY RESIDENTIAL REIT 29476L107 280 9500 SH SOLE 9500 0 EXPRESS SCRIPT COM 302182100 345 5200 SH SOLE 5200 0 EXXON MOBIL CORP COM 30231G102 779 19000 SH SOLE 19000 0 FANNIE MAE COM 313586109 2207 29400 SH SOLE 29400 0 FEDERATED DEPT STORES COM 31410H101 292 6200 SH SOLE 6200 0 FEDEX CORP COM 31428X106 122 1800 SH SOLE 1800 0 FIFTH THIRD BANCORP COM 316773100 940 15900 SH SOLE 15900 0 FIRST TENN NATL CORP COM 337162101 198 4500 SH SOLE 4500 0 FISERV INC COM 337738108 411 10400 SH SOLE 10400 0 FLEET BOSTON FINL COM 339030108 1602 36700 SH SOLE 36700 0 FORTUNE BRANDS INC COM 349631101 429 6000 SH SOLE 6000 0 FREDDIE MAC CORP COM 313400301 3470 59500 SH SOLE 59500 0 GAP INC COM 364760108 402 17300 SH SOLE 17300 0 GAZPROM OAO SPONS SPONSORED ADR 368287207 1570 61762 SH SOLE 23128 38634 GENENTECH INC COM 368710406 178 1900 SH SOLE 1900 0 GENERAL DYNAMICS COM 369550108 1980 21900 SH SOLE 21900 0 GENERAL ELEC CO COM 369604103 10573 341300 SH SOLE 341300 0 GENERAL MLS INC COM 370334104 199 4400 SH SOLE 4400 0 GENZYME CORP COM 372917104 320 6500 SH SOLE 6500 0 GILLETTE CO COM 375766102 731 19900 SH SOLE 19900 0 GLOBALSANTAFE CORP COM G3930E101 144 5800 SH SOLE 5800 0 GOLDEN WEST FINL COM 381317106 485 4700 SH SOLE 4700 0 GOLDMAN SACHS COM 38141G104 1402 14200 SH SOLE 14200 0 GREENPOINT FINL CORP COM 395384100 191 5400 SH SOLE 5400 0 GUIDANT CORP COM 401698105 476 7900 SH SOLE 7900 0 HALLIBURTON CO COM 406216101 325 12500 SH SOLE 12500 0 HANCOCK JOHN FINL COM 41014S106 161 4300 SH SOLE 4300 0 HARRAHS ENTMT INC COM 413619107 154 3100 SH SOLE 3100 0 HARTFORD FINL SVCS COM 416515104 649 11000 SH SOLE 11000 0 HCA INC COM 404119109 451 10500 SH SOLE 10500 0 HEALTH MGMT ASSOC COM 421933102 115 4800 SH SOLE 4800 0 HEINZ H J CO COM 423074103 332 9100 SH SOLE 9100 0 HEWLETT PACKARD CO COM 428236103 1888 82200 SH SOLE 82200 0 HILTON HOTELS CORP COM 432848109 442 25800 SH SOLE 25800 0 HOME DEPOT INC COM 437076102 1065 30000 SH SOLE 30000 0 HONEYWELL INTL INC COM 438516106 852 25500 SH SOLE 25500 0 IBM CORP COM 459200101 4968 53600 SH SOLE 53600 0 ILLINOIS TOOL WKS INC COM 452308109 1410 16800 SH SOLE 16800 0 INDIA FD INC CLOSED END FUND 454089103 3855 152979 SH SOLE 141870 11109 INGERSOLL-RAND COMPANY COM G4776G101 428 6300 SH SOLE 6300 0 INTEL CORP COM 458140100 6057 189000 SH SOLE 189000 0 INTERACTIVE CORP COM 45840Q101 265 7800 SH SOLE 7800 0 INTL GAME TECH COM 459902102 568 15900 SH SOLE 15900 0 INTERPUBLIC GROUP COM 460690100 184 11800 SH SOLE 11800 0 INTUIT COM 461202103 312 5900 SH SOLE 5900 0 ISHARES MSCI EAFE FD CLOSED END FUND 464287465 15497 113300 SH SOLE 60400 52900 J P MORGAN CHASE & CO COM 46625H100 2733 74400 SH SOLE 74400 0 JDS UNIPHASE CORP COM 46612J101 225 61900 SH SOLE 61900 0 JOHNSON & JOHNSON COM 478160104 3249 62900 SH SOLE 62900 0 JUNIPER NETWORKS INC COM 48203R104 319 17100 SH SOLE 17100 0 KERR MCGEE CORP COM 492386107 139 3000 SH SOLE 3000 0 KEYCORP NEW COM 493267108 243 8300 SH SOLE 8300 0 KIMBERLY CLARK CORP COM 494368103 615 10400 SH SOLE 10400 0 KLA TENCOR CORP COM 482480100 492 8400 SH SOLE 8400 0 KOHLS CORP COM 500255104 216 4800 SH SOLE 4800 0 KRAFT FOODS INC CL A COM 50075N104 180 5600 SH SOLE 5600 0 KROGER CO COM 501044101 254 13700 SH SOLE 13700 0 LEHMAN BROS HLDGS INC COM 524908100 811 10500 SH SOLE 10500 0 LEVEL 3 COMM COM 52729N100 229 40200 SH SOLE 40200 0 LEXMARK INTERNATIONAL COM 529771107 393 5000 SH SOLE 5000 0 LIBERTY MEDIA COM 530718105 774 65100 SH SOLE 65100 0 LILLY ELI & CO COM 532457108 1723 24500 SH SOLE 24500 0 LIMITED BRANDS INC COM 532716107 292 16200 SH SOLE 16200 0 LINCOLN NATL CORP COM 534187109 109 2700 SH SOLE 2700 0 LINEAR TECHNOLOGY COM 535678106 126 3000 SH SOLE 3000 0 LOCKHEED MARTIN CORP COM 539830109 684 13300 SH SOLE 13300 0 LOWES COS INC COM 548661107 526 9500 SH SOLE 9500 0 LUCENT TECHNOLOGIES COM 549463107 197 69500 SH SOLE 69500 0 MARATHON OIL CORP COM 565849106 308 9300 SH SOLE 9300 0 MARRIOTT INTL INC COM 571903202 277 6000 SH SOLE 6000 0 MARSH & MCLENNAN COM 571748102 699 14600 SH SOLE 14600 0 MAXIM INTEGRATED COM 57772K101 288 5800 SH SOLE 5800 0 MAY DEPT STORES CO COM 577778103 203 7000 SH SOLE 7000 0 MBIA INC COM 55262C100 178 3000 SH SOLE 3000 0 MBNA CORP COM 55262L100 737 29650 SH SOLE 29650 0 MCDONALDS CORP COM 580135101 849 34200 SH SOLE 34200 0 MCKESSON CORP COM 58155Q103 254 7900 SH SOLE 7900 0 MEDCO HEALTH SOLUTIONS COM 58405U102 242 7127 SH SOLE 7127 0 MEDTRONIC INC COM 585055106 1405 28900 SH SOLE 28900 0 MELLON FINL CORP COM 58551A108 302 9400 SH SOLE 9400 0 MERCK & CO INC COM 589331107 2730 59100 SH SOLE 59100 0 MERCURY INTERACTIVE COM 589405109 268 5500 SH SOLE 5500 0 MERRILL LYNCH COM 590188108 3847 65600 SH SOLE 65600 0 METLIFE INC COM 59156R108 677 20100 SH SOLE 20100 0 MICRON TECHNOLOGY COM 595112103 136 10100 SH SOLE 10100 0 MICROSOFT CORP COM 594918104 7338 268100 SH SOLE 268100 0 MOODYS CORP COM 615369105 163 2700 SH SOLE 2700 0 MORGAN STANLEY COM 617446448 1562 27000 SH SOLE 27000 0 MORGAN STANLEY INDIA CLOSED END FUND 61745C105 7334 276233 SH SOLE 143721 132512 MOTOROLA INC COM 620076109 458 32700 SH SOLE 32700 0 NATIONAL CITY CORP COM 635405103 781 23000 SH SOLE 23000 0 NETWORK APPLIANCE COM 64120L104 335 16400 SH SOLE 16400 0 NEW YORK TIMES COM 650111107 129 2700 SH SOLE 2700 0 NEXTEL COMMUNICATIONS COM 65332V103 157 5600 SH SOLE 5600 0 NOBLE CORP COM G65422100 179 5000 SH SOLE 5000 0 NORFOLK SOUTHN CORP COM 655844108 319 13500 SH SOLE 13500 0 NORTHERN TR CORP COM 665859104 245 5300 SH SOLE 5300 0 NORTHFORK BANCORP COM 659424105 340 8400 SH SOLE 8400 0 NORTHROP GRUMMAN COM 666807102 3088 32300 SH SOLE 32300 0 NOVELLUS SYS INC COM 670008101 366 8700 SH SOLE 8700 0 OCCIDENTAL PETE COM 674599105 642 15200 SH SOLE 15200 0 OIL CO LUKOIL ADR SPONSORED ADR 677862104 8794 94512 SH SOLE 34933 59579 OMNICOM GROUP COM 681919106 445 5100 SH SOLE 5100 0 ORACLE CORPORATION COM 68389X105 1519 114800 SH SOLE 114800 0 PACCAR INC COM 693718108 647 7600 SH SOLE 7600 0 PAYCHEX INC COM 704326107 372 10000 SH SOLE 10000 0 PEOPLESOFT INC COM 712713106 303 13300 SH SOLE 13300 0 PEPSICO INC COM 713448108 2159 46300 SH SOLE 46300 0 PFIZER INC STK COM 717081103 6029 170660 SH SOLE 170660 0 PITNEY BOWES INC COM 724479100 512 12600 SH SOLE 12600 0 PNC FINANCIAL SERVICES COM 693475105 378 6900 SH SOLE 6900 0 PROCTER & GAMBLE CO COM 742718109 2707 27100 SH SOLE 27100 0 PROGRESSIVE CORP OHIO COM 743315103 610 7300 SH SOLE 7300 0 PRUDENTIAL FINL INC COM 744320102 464 11100 SH SOLE 11100 0 QLOGIC CORP COM 747277101 227 4400 SH SOLE 4400 0 QUALCOMM INC COM 747525103 1154 21400 SH SOLE 21400 0 QUEST DIAGNOSTICS INC COM 74834L100 102 1400 SH SOLE 1400 0 QWEST COMMUNICATIONS COM 749121109 289 67000 SH SOLE 67000 0 RADIO SHACK CORP COM 750438103 187 6100 SH SOLE 6100 0 RAYTHEON CO NEW COM 755111507 1145 38100 SH SOLE 38100 0 ROCKWELL AUTOMATION COM 773903109 822 23100 SH SOLE 23100 0 ROSTELECOM LONG DIST SPONSORED ADR 778529107 561 44805 SH SOLE 19150 25655 SABRE HOLDINGS CORP COM 785905100 784 36300 SH SOLE 36300 0 SAFECO CORP COM 786429100 132 3400 SH SOLE 3400 0 SANMINA-SCI CORP COM 800907107 682 54100 SH SOLE 54100 0 SARA LEE CORP COM 803111103 591 27200 SH SOLE 27200 0 SBC COMMUNICATIONS INC COM 78387G103 3118 119600 SH SOLE 119600 0 SCHWAB CHARLES CORP NEW COM 808513105 307 25900 SH SOLE 25900 0 SCIENTIFIC ATLANTA INC COM 808655104 147 5400 SH SOLE 5400 0 SEARS ROEBUCK & CO COM 812387108 441 9700 SH SOLE 9700 0 SIEBEL SYS INC COM 826170102 391 28100 SH SOLE 28100 0 SIMON PPTY GROUP INC REIT 828806109 579 12500 SH SOLE 12500 0 SLM CORP COM 78442P106 283 7500 SH SOLE 7500 0 SMITH INTL INC COM 832110100 183 4400 SH SOLE 4400 0 SOUTHTRUST CORP COM 844730101 164 5000 SH SOLE 5000 0 SPDR TR UNIT STANDARD COM 78462F103 1157 10400 SH SOLE 10400 0 SPX CORP COM 784635104 218 3700 SH SOLE 3700 0 ST JUDE MED INC COM 790849103 153 2500 SH SOLE 2500 0 ST PAUL COS INC COM 792860108 250 6300 SH SOLE 6300 0 STAPLES INC COM 855030102 344 12600 SH SOLE 12600 0 STARWOOD HOTELS COM 85590A203 194 5400 SH SOLE 5400 0 STATE STREET CORP COM 857477103 505 9700 SH SOLE 9700 0 STRYKER CORP COM 863667101 289 3400 SH SOLE 3400 0 SUN MICROSYSTEMS INC COM 866810104 243 54400 SH SOLE 54400 0 SUNGARD DATA SYS INC COM 867363103 682 24600 SH SOLE 24600 0 SUNTRUST BKS INC COM 867914103 586 8200 SH SOLE 8200 0 SURGUTNEFTEGAZ JSC SPONSORED ADR 868861204 6464 222123 SH SOLE 82404 139719 SYNOPSYS INC COM 871607107 169 5000 SH SOLE 5000 0 SYSCO CORP COM 871829107 592 15900 SH SOLE 15900 0 TAIWAN FD INC CLOSED END FUND 874036106 229 19270 SH SOLE 8570 10700 TARGET CORP COM 87612E106 726 18900 SH SOLE 18900 0 TEXAS INSTRS INC COM 882508104 1064 36200 SH SOLE 36200 0 TIFFANY & CO NEW COM 886547108 235 5200 SH SOLE 5200 0 TIME WARNER INC COM 887317105 1252 69600 SH SOLE 69600 0 TJX COS INC NEW COM 872540109 324 14700 SH SOLE 14700 0 TRANSOCEAN INC COM G90078109 267 11100 SH SOLE 11100 0 TRAVELERS PPTY COM 89420G109 100 5970 SH SOLE 5970 0 TRAVELERS PROPERTY COM 89420G406 208 12267 SH SOLE 12267 0 TRIBUNE CO NEW COM 896047107 227 4400 SH SOLE 4400 0 TYCO INTL LTD NEW COM 902124106 1995 75300 SH SOLE 75300 0 UNION PAC CORP COM 907818108 132 1900 SH SOLE 1900 0 UNITED HEALTH COM 91324P102 733 12600 SH SOLE 12600 0 UNITED TECHNOLOGIES COM 913017109 1734 18300 SH SOLE 18300 0 UNOCAL CORP COM 915289102 317 8600 SH SOLE 8600 0 US BANCORP DEL NEW COM 902973304 1629 54700 SH SOLE 54700 0 VERISIGN INC COM 92343E102 200 12300 SH SOLE 12300 0 VERITAS SOFTWARE CO COM 923436109 381 10300 SH SOLE 10300 0 VERIZON COMMUNICATIONS COM 92343V104 1298 37000 SH SOLE 37000 0 VIACOM INC CL B COM 925524308 954 21500 SH SOLE 21500 0 WACHOVIA CORP 2ND NEW COM 929903102 2064 44300 SH SOLE 44300 0 WAL MART STORES INC COM 931142103 1979 37300 SH SOLE 37300 0 WASHINGTON MUTUAL INC COM 939322103 1284 32000 SH SOLE 32000 0 WASTE MGMT INC DEL COM 94106L109 160 5400 SH SOLE 5400 0 WEATHERFORD INTL COM G95089101 137 3800 SH SOLE 3800 0 WELLPOINT HEALTH COM 94973H108 320 3300 SH SOLE 3300 0 WELLS FARGO COM 949746101 2774 47100 SH SOLE 47100 0 WYETH COM 983024100 1091 25700 SH SOLE 25700 0 XEROX CORP COM 984121103 518 37500 SH SOLE 37500 0 XILINX INC COM 983919101 297 7700 SH SOLE 7700 0 XL CAP LTD CL A COM G98255105 326 4200 SH SOLE 4200 0 YAHOO INC COM 984332106 806 17900 SH SOLE 17900 0 YUM BRANDS INC COM 988498101 399 11600 SH SOLE 11600 0
-----END PRIVACY-ENHANCED MESSAGE-----