-----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, IfmyGbUr3RHN3Ma4hTVtyz2i9wtdrHKqPeCfk9cSN1Me0dy32eQewqj8a5W+vUow bHkt+YEnszPeQfaSMCU6YA== 0001071955-03-000065.txt : 20031114 0001071955-03-000065.hdr.sgml : 20031114 20031114153610 ACCESSION NUMBER: 0001071955-03-000065 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20030930 FILED AS OF DATE: 20031114 EFFECTIVENESS DATE: 20031114 FILER: COMPANY DATA: COMPANY CONFORMED NAME: PEQUOT CAPITAL MANAGEMENT INC/CT/ CENTRAL INDEX KEY: 0001071955 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-04495 FILM NUMBER: 031004208 BUSINESS ADDRESS: STREET 1: 500 NYALA FARMS ROAD CITY: WESTPORT STATE: CT ZIP: 06880 BUSINESS PHONE: 2033192246 13F-HR 1 f13f20030930.txt PCM 13F 3Q 2003 UNITED STATES SECURITIES AND EXCHANGE COMMISSION WASHINGTON, D.C. 20549 Form 13F Form 13F COVER PAGE Report for the Calendar Year or Quarter Ended: September 30, 2003 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: Pequot Capital Management, Inc. Address: 500 Nyala Farm Road Westport, CT 06880 Form 13F File Number: 28-04495 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: Aryeh Davis Title: Principal and General Counsel Phone: (203) 429-2200 Signature, Place, and Date of Signing: /s/Aryeh Davis Westport, CT 11/14/03 [Signature] [City, State] [Date] Report Type (Check only one.): [x] 13F HOLDINGS REPORT. [ ] 13F NOTICE. [ ] 13F COMBINATION REPORT. List of Other Managers Reporting for the Manager: NONE Form 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 0 ------------ Form 13F Information Table Entry Total: 477 ------------ Form 13F Information Table Value Total: $4,019,796 ------------ (thousands) List of Other Included Managers: NONE Title Voting Authority ------------------------- of Value Shrs/ Shrs/ Put/ Invstmnt Other Name of Issuer Class CUSIP (x$1000) Prn Amt. Prn Call Dscrtn Mgrs Sole Shared None - ---------------------------------------------------------------------------------------------------------------------------------- 24/7 REAL MEDIA INC COM 901314104 $209 167,500 sh sole 167,500 3COM CORP COM 885535104 $2,588 437,983 sh sole 437,983 AAIPHARMA INC COM 00252W104 $17,883 1,042,750 sh sole 1,042,750 ABAXIS INC COM 002567105 $1,738 125,000 sh sole 125,000 ABGENIX INC COM 00339B107 $30,506 2,105,300 sh sole 2,105,300 ABIOMED INC COM 003654100 $7,360 854,800 sh sole 854,800 ACCLAIM ENTMT INC COM PAR 004325205 $674 775,000 sh sole 775,000 $0.02 ACCREDO HEALTH INC COM 00437V104 $15,568 556,200 sh sole 556,200 ACLARA BIOSCIENCES COM 00461P106 $1,086 275,000 sh sole 275,000 ACTION PERFORMANCE COS INC COM 004933107 $5,695 233,000 sh sole 233,000 ACTIVICARD CORP COM 00506J107 $1,912 234,000 sh sole 234,000 ADAPTEC INC COM 00651F108 $1,427 188,800 sh sole 188,800 ADVANCED MICRO DEVICES INC COM 007903107 $1,998 179,800 sh sole 179,800 ADVANCED NEUROMODULATION SYS COM 00757T101 $9,793 245,450 sh sole 245,450 ADVISORY BOARD CO COM 00762W107 $9,040 198,900 sh sole 198,900 AGERE SYSTEMS INC CL A 00845V100 $8,424 2,743,900 sh sole 2,743,900 AGNICO EAGLE MINES LTD COM 008474108 $6,096 493,200 sh sole 493,200 AIRTRAN HOLDING INC COM 00949P108 $9,347 558,000 sh sole 558,000 ALBERTSONS INC COM 013104104 $7,455 362,400 sh sole 362,400 ALIGN TECH INC COM 016255101 $2,752 220,000 sh sole 220,000 ALKERMES INC COM 01642T108 $6,509 474,400 sh sole 474,400 ALLIANCE SEMI CONDUCTOR COM 01877H100 $350 64,300 sh sole 64,300 ALLMERICA FINANCIAL CORP COM 019754100 $7,029 295,200 sh sole 295,200 ALLSCRIPTS HEALTHCARE SOL COM 01988P108 $3,126 766,200 sh sole 766,200 ALLSTREAM INC CL B LT 02004C204 $2,265 58,000 sh sole 58,000 VTG SH ALTRIA GROUP INC COM 02209S103 $21,878 499,500 sh sole 499,500 AMARIN CORP PLC SPON ADR 023111107 $2,025 750,000 sh sole 750,000 AMDOCS LTD ORD G02602103 $6,618 352,000 sh sole 352,000 AMEDISYS INC COM 023436108 $1,366 147,800 sh sole 147,800 AMERICA MOVIL SA SPON ADR L 02364W105 $14,989 648,600 sh sole 648,600 SHS AMERICAN EXPRESS COMPANY COM 025816109 $18,254 405,100 sh sole 405,100 AMERICAN MED SYS HLDGS INC COM 02744M108 $4,785 219,500 sh sole 219,500 AMERICAN PHARMA PTNRS COM 02886P109 $25,455 811,700 sh sole 811,700 AMERICAN RETIREMENT CORP COM 028913101 $866 287,600 sh sole 287,600 AMERICAN TOWER CORP CL A 029912201 $4,288 422,500 sh sole 422,500 AMERICREDIT CORP COM 03060R101 $8,376 813,200 sh sole 813,200 AMERIGON INC COM 03070L300 $232 56,900 sh sole 56,900 AMERIGROUP CORP COM 03073T102 $2,830 63,400 sh sole 63,400 AMGEN INC COM 031162100 $31,905 494,500 sh sole 494,500 AMR CORP COM COM 001765106 $5,769 503,800 sh sole 503,800 ANGLOGOLD LTD SPON ADR 035128206 $8,483 225,000 sh sole 225,000 ANSWERTHINK INC COM 036916104 $576 179,500 sh sole 179,500 ANTEON INTERNATIONAL CORP COM 03674E108 $7,099 232,000 sh sole 232,000 ANTHEM INC COM 03674B104 $5,621 78,800 sh sole 78,800 AOL TIME WARNER INC COM 00184A105 $5,424 359,000 sh sole 359,000 APAC CUSTOMER SERVICES INC COM 00185E106 $50 20,000 sh sole 20,000 APACHE CORP COM 037411105 $3,571 51,500 sh sole 51,500 APEX SILVER MINES LTD ORD G04074103 $6,342 473,300 sh sole 473,300 APPLERA CORP COM CE GEN 038020202 $4,370 373,852 sh sole 373,852 GRP APPLIX INC COM 038316105 $672 229,200 sh sole 229,200 APRIA HEALTHCARE GROUP COM 037933108 $2,823 103,100 sh sole 103,100 ARCH CAP GROUP LTD ORD G0450A105 $6,879 208,000 sh sole 208,000 ARGONAUT GROUP INC COM 040157109 $3,078 236,800 sh sole 236,800 ARRAY BIOPHARMA INC. COM 04269X105 $4,557 827,000 sh sole 827,000 ARROW INTERNATIONAL INC COM 042764100 $6,263 272,200 sh sole 272,200 ASCENTIAL SOFTWARE CORP COM NEW 04362P207 $819 44,225 sh sole 44,225 AT ROAD INC COM 04648K105 $2,403 180,000 sh sole 180,000 ATARI INC COM 04651M105 $3,850 953,000 sh sole 953,000 ATHEROGENICS INC COM 047439104 $24,504 1,471,700 sh sole 1,471,700 ATLANTIC COAST AIRLINES HLDG COM 048396105 $2,183 256,500 sh sole 256,500 ATMEL CORP COM COM 049513104 $167 41,600 sh sole 41,600 AU OPTONCIS CORP SPON ADR 002255107 $1,102 86,400 sh sole 86,400 AUTONOMY CORP PLC ADR NEW 05329Q204 $760 45,280 sh sole 45,280 AVAYA INC COM 053499109 $615 56,378 sh sole 56,378 AXONYX INC COM 05461R101 $1,133 250,000 sh sole 250,000 BALLARD POWER SYSTEMS INC COM 05858H104 $3,800 289,000 sh sole 289,000 BANK OF AMERICA CORP COM 060505104 $29,882 382,900 sh sole 382,900 BANTA CORP COM 066821109 $3,420 95,000 sh sole 95,000 BARD C R INC COM 067383109 $28,691 404,100 sh sole 404,100 BELDEN INC COM 077459105 $2,027 116,000 sh sole 116,000 BELL MICROPRODUCTS COM 078137106 $684 105,000 sh sole 105,000 BEMA GOLD CORP COM 08135F107 $3,759 1,474,000 sh sole 1,474,000 BERKSHIRE HATHAWAY CL A 084670108 $20,025 267 sh sole 267 BIOCRYST PHARMACEUTICALS COM 09058V103 $833 125,000 sh sole 125,000 BIOMARIN PHARMACEUTICAL INC COM 09061G101 $2,298 300,000 sh sole 300,000 BIOPURE CORP CL A 09065H105 $1,124 173,800 sh sole 173,800 BIOSITE DIAGNOSTIC INC COM 090945106 $21,429 757,200 sh sole 757,200 BLUE PHEONIX SOLUTIONS SHS M20157109 $94 25,000 sh sole 25,000 BOOKS-A-MILLION INC COM 098570104 $380 92,000 sh sole 92,000 BOSTON BEER COMPANY INC CL A 100557107 $1,114 70,000 sh sole 70,000 BOSTON COMMUNICATIONS GRP COM 100582105 $1,233 123,300 sh sole 123,300 BOSTON SCIENTIFIC CORP COM 101137107 $73,510 1,152,200 sh sole 1,152,200 BRADLEY PHARMACEUTICALS COM 104576103 $4,444 163,100 sh sole 163,100 BRISTOL MYERS SQUIBB CO COM 110122108 $28,631 1,115,800 sh sole 1,115,800 BRITESMILE INC COM 110415205 $9,476 296,222 sh sole 296,222 BRITISH PETE PLC SPON ADR 055622104 $1,461 34,700 sh sole 34,700 BROADCOM CORP CL A 111320107 $4,426 166,000 sh sole 166,000 BROOKSTONE INC COM 114537103 $6,786 345,000 sh sole 345,000 BRUNSWICK CORP COM 117043109 $6,060 236,000 sh sole 236,000 BURLINGTON COAT FACTORY COM 121579106 $1,333 71,280 sh sole 71,280 BURLINGTON RESOURCES INC COM 122014103 $3,519 73,000 sh sole 73,000 CABOT MICROELECTRONICS COM 12709P103 $17,045 306,400 sh sole 306,400 CACI INTERNATIONAL INC CL A 127190304 $9,941 232,000 sh sole 232,000 CADENCE DESIGN SYSTEM INC COM 127387108 $2,231 166,500 sh sole 166,500 CALIFORNIA PIZZA KITCHEN INC COM 13054D109 $16,777 964,200 sh sole 964,200 CAMBRIDGE HEART INC COM 131910101 $238 200,000 sh sole 200,000 CAPITAL ONE FINANCIAL CORP COM 14040H105 $19,337 339,000 sh sole 339,000 CAPTARIS INC COM 14071N104 $3,148 595,000 sh sole 595,000 CAREMARK RX INC COM 141705103 $91,001 4,026,600 sh sole 4,026,600 CELL THERAPEUTICS INC COM 150934107 $249 22,000 sh sole 22,000 CELLSTAR CORP COM NEW 150925204 $145 18,180 sh sole 18,180 CERADYNE INC COM 156710105 $4,848 187,400 sh sole 187,400 CERAGON NETWORKS LTD ORD M22013102 $1,715 381,000 sh sole 381,000 CERNER CORP COM 156782104 $4,285 138,800 sh sole 138,800 CHEASPEAKE ENERGY CORP PFD CONV 165167503 $2,064 32,000 sh sole 32,000 6.75% CHECKPOINT SYS INC COM 162825103 $553 35,000 sh sole 35,000 CHESAPEAKE ENERGY CORP COM 165167107 $23,884 2,215,600 sh sole 2,215,600 CHEVRON TEXACO CORP COM 166764100 $5,002 70,000 sh sole 70,000 CHURCHILL DOWNS COM 171484108 $3,132 83,200 sh sole 83,200 CINCINNATI BELL COM 171871106 $6,317 1,241,000 sh sole 1,241,000 CKE RESTAURANTS INC NOTE 4.25% 12561EAB1 $2,020 20,100 sh sole 20,100 CLEAN HARBORS INC COM 184496107 $1,275 300,000 sh sole 300,000 CLICK2LEARN INC COM 18681S106 $1,427 792,792 sh sole 792,792 CMGI INC COM 125750109 $1,889 1,220,200 sh sole 1,220,200 COHERENT INC COM 192479103 $6,108 248,000 sh sole 248,000 COMARCO INC COM 200080109 $292 39,500 sh sole 39,500 COMMERCE BANCORP INC COM 200519106 $7,785 162,500 sh sole 162,500 CONCORDE CAREER COLLEGES COM NEW 20651H201 $4,427 189,600 sh sole 189,600 CONSTELLATION BRANDS INC CL A 21036P108 $9,147 300,000 sh sole 300,000 CORIXA CORPORATION COM 21887F100 $2,304 285,200 sh sole 285,200 CORPORATE EXECUTIVE BOARD COM 21988R102 $5,506 117,000 sh sole 117,000 COTT CORP COM 22163N106 $22,509 961,500 sh sole 961,500 COVENTRY HEALTH CARE INC COM 222862104 $5,295 100,400 sh sole 100,400 CRAY INC COM 225223106 $3,433 313,500 sh sole 313,500 CROWN HOLDINGS INC COM 228368106 $4,244 628,800 sh sole 628,800 CUBIST PHARMACEUTICALS INC COM 229678107 $2,452 226,000 sh sole 226,000 CULP INC COM 230215105 $460 50,000 sh sole 50,000 CUMMINS INC COM 231021106 $2,488 56,000 sh sole 56,000 CV THERAPEUTICS INC COM 126667104 $16,658 756,500 sh sole 756,500 CYBERSOURCE CORP COM 23251J106 $4,205 1,051,230 sh sole 1,051,230 DADE BEHRING HOLDINGS INC COM 23342J206 $10,085 357,000 sh sole 357,000 DARDEN RESTAURANTS INC COM 237194105 $22,639 1,191,500 sh sole 1,191,500 DAVITA INC COM 23918K108 $2,951 92,700 sh sole 92,700 DEAN FOODS CO COM 242370104 $16,911 545,000 sh sole 545,000 DECKERS OUTDOOR CORP COM 243537107 $2,000 200,000 sh sole 200,000 DEERE & CO COM 244199105 $4,745 89,000 sh sole 89,000 DEPARTMENT 56 INC COM 249509100 $627 49,400 sh sole 49,400 DEVON ENERGY CORP COM 25179M103 $3,421 71,000 sh sole 71,000 DHB INDUSTRIES INC COM 23321E103 $809 185,900 sh sole 185,900 DIGITAL GENERATION SYS INC COM 253921100 $10,869 4,987,911 sh sole 4,987,911 DIGITAL THEATER SYSTEMS INC COM 25389G102 $2,848 100,000 sh sole 100,000 DITECH COMMUNICATIONS CORP COM 25500M103 $1,113 127,000 sh sole 127,000 DJ ORTHOPEDICS INC COM 23325G104 $8,046 576,800 sh sole 576,800 DORAL FINANCIAL CORP COM 25811P100 $11,106 236,300 sh sole 236,300 DRUGSTORE.COM INC COM 262241102 $383 50,000 sh sole 50,000 DUANE READE INC COM 263578106 $6,777 424,900 sh sole 424,900 DURATEK INC COM 26658Q102 $2,110 244,500 sh sole 244,500 DURECT CORP COM 266605104 $803 250,000 sh sole 250,000 DUSA PHARMACEUTICALS INC COM 266898105 $1,241 265,200 sh sole 265,200 DYCOM INDUSTRIES INC COM 267475101 $4,812 236,000 sh sole 236,000 E Z CORP INC COM 302301106 $61 10,000 sh sole 10,000 ECHELON CORP COM 27874N105 $298 25,000 sh sole 25,000 ECLIPSYS CORP COM 278856109 $211 13,125 sh sole 13,125 EDEN BIOSCIENCE CORP COM 279445100 $572 429,500 sh sole 429,500 ELECTRO SCIENTIFIC INDS COM 285229100 $1,394 66,200 sh sole 66,200 ELECTRONICS BOUTIQUE HLDGS COM 286045109 $7,094 248,300 sh sole 248,300 E-LOAN INC COM 26861P107 $145 40,000 sh sole 40,000 EMBRAER SA SP ADR PFD 29081M102 $6,942 329,000 sh sole 329,000 SHS EMCOR GROUP INC COM 29084Q100 $1,702 40,000 sh sole 40,000 EMERITUS CORP COM 291005106 $1,313 172,700 sh sole 172,700 EMMIS COMMUNICATIONS CORP CL A 291525103 $2,368 117,000 sh sole 117,000 ENCANA CORP COM 292505104 $6,257 172,000 sh sole 172,000 ENCORE MEDICAL CORP COM 29256E109 $5,441 800,000 sh sole 800,000 ENESCO GROUP COM 292973104 $116 14,500 sh sole 14,500 ENSCO INTERNATIONAL INC COM 26874Q100 $1,019 38,000 sh sole 38,000 ENTREMED INC COM 29382F103 $2,316 489,600 sh sole 489,600 ENZON PHARMACEUTICALS INC COM 293904108 $2,998 257,600 sh sole 257,600 EON LABS INC COM 29412E100 $7,952 207,400 sh sole 207,400 ERESEARCHTECHNOLOGY INC COM 29481V108 $34,507 995,300 sh sole 995,300 EXPRESS SCRIPTS COM 302182100 $1,051 17,200 sh sole 17,200 EXULT INC COM 302284104 $1,881 234,000 sh sole 234,000 FALCONSTOR SOFTWARE INC COM 306137100 $172 27,600 sh sole 27,600 FAMILY DOLLAR STORES INC COM 307000109 $3,351 84,000 sh sole 84,000 FEDERATED DEPT STORES INC COM 31410H101 $15,310 365,400 sh sole 365,400 FIFTH THIRD BANCCORP COM 316773100 $1,333 24,000 sh sole 24,000 FILENET CORP COM 316869106 $1,204 60,000 sh sole 60,000 FINDWHAT.COM COM 317794105 $8,334 482,000 sh sole 482,000 FIRST HORIZON PHARM INC COM 32051K106 $2,863 447,300 sh sole 447,300 FLAGSTAR BANCORP INC COM 337930101 $2,731 119,000 sh sole 119,000 FLAMEL TECHNOLOGIES SPON ADR 338488109 $1,989 59,000 sh sole 59,000 FLOWERS FOODS COM 343498101 $2,668 117,000 sh sole 117,000 FOREST LABS INC COM 345838106 $11,067 215,100 sh sole 215,100 FRED'S INC CL A 356108100 $33,059 1,003,000 sh sole 1,003,000 FREEMARKETS INC COM 356602102 $12,447 1,599,700 sh sole 1,599,700 FRESH DEL MONTE PRODUCE ORD G36738105 $2,952 120,000 sh sole 120,000 FRONTLINE LTD ORD G3682E127 $1,238 73,900 sh sole 73,900 FSI INTL INC COM 302633102 $170 34,000 sh sole 34,000 GALAXY NUTRITIONAL FOODS COM 36317Q104 $290 100,000 sh sole 100,000 GALYANS TRADING CO INC COM 36458R101 $510 50,000 sh sole 50,000 GEMSTAR-TV GUIDE INTL INC COM 36866W106 $50,86410,753,500 sh sole 10,753,500 GENENTECH INC COM NEW 368710406 $39,501 492,900 sh sole 492,900 GENERAL CABLE CORP COM 369300108 $923 116,000 sh sole 116,000 GENERAL MARITIME CORP SHS Y2692M103 $479 41,900 sh sole 41,900 GENESIS HEALTH VENTURE INC COM 37183F107 $4,752 196,300 sh sole 196,300 GENTA INC COM NEW 37245M207 $10,216 806,300 sh sole 806,300 GENTIVA HEALTH SERVICES INC COM 37247A102 $2,139 186,000 sh sole 186,000 GILEAD SCIENCES INC COM 375558103 $2,802 50,000 sh sole 50,000 GIVEN IMAGING ORD SHS M52020100 $2,991 275,700 sh sole 275,700 GLAMIS GOLD LTD COM 376775102 $1,320 100,000 sh sole 100,000 GLOBALSANTAFE CORP SHS G3930E101 $5,604 234,000 sh sole 234,000 GLOBESPANVIRATA INC COM 37957V106 $7,220 1,000,000 sh sole 1,000,000 GOLDEN STAR RESOURCES LTD COM 38119T104 $2,919 700,000 sh sole 700,000 GOTTSCHALKS INC COM 383485109 $237 75,000 sh sole 75,000 GP STRATEGIES CORP COM 36225V104 $6,095 845,400 sh sole 845,400 GREY WOLF INC COM 397888108 $7,031 2,020,300 sh sole 2,020,300 GROUP 1 AUTOMOTIVE INC COM 398905109 $1,578 45,700 sh sole 45,700 GROUP 1 SOFTWARE INC COM 39943Y103 $2,104 117,000 sh sole 117,000 GTECH HOLDINGS CORP COM 400518106 $4,414 103,000 sh sole 103,000 GUIDANT CORP COM 401698105 $45,205 964,883 sh sole 964,883 GUILFORD PHARMACEUTICALS INC COM 401829106 $3,049 492,500 sh sole 492,500 HASTINGS ENTERTAINMENT INC COM 418365102 $2,702 692,800 sh sole 692,800 HCA INC COM 404119109 $49,507 1,343,100 sh sole 1,343,100 HEALTHCARE SERVICES GROUP COM 421906108 $18,269 1,107,200 sh sole 1,107,200 HEALTHETECH INC COM 422210104 $126 150,000 sh sole 150,000 HERLEY INDUSTRIES COM 427398102 $1,348 77,000 sh sole 77,000 HERMAN MILLER INC COM 600544100 $19,045 836,400 sh sole 836,400 HI-TECH PHARMACAL INC COM 42840B101 $1,411 60,000 sh sole 60,000 HMS HOLDINGS CORP COM 40425J101 $35 10,000 sh sole 10,000 HOLOGIC INC COM 436440101 $20,282 1,491,300 sh sole 1,491,300 HOME DEPOT INC COM 437076102 $13,049 409,700 sh sole 409,700 HSBC HOLDINGS PLC SPON ADR 404280406 $8,686 131,610 sh sole 131,610 NEW HUGOTON ROYALTY TRUST UNIT BEN 444717102 $1,874 100,000 sh sole 100,000 INT HUTCHINSON TECHNOLOGY INC COM 448407106 $38,246 1,161,800 sh sole 1,161,800 HYPERCOM CORP COM 44913M105 $20,033 3,716,700 sh sole 3,716,700 ICON PUB LTD SPON ADR 45103T107 $8,492 225,300 sh sole 225,300 ICOS CORP COM 449295104 $16,126 420,500 sh sole 420,500 IDEC PHARMACEUTICALS CORP COM 449370105 $65,192 1,958,300 sh sole 1,958,300 IMCLONE SYSTEMS INC COM 45245W109 $123,016 3,160,100 sh sole 3,160,100 IMS HEALTH INC COM 449934108 $1,178 55,850 sh sole 55,850 INCO LTD COM 453258402 $37,979 1,368,600 sh sole 1,368,600 INFINITY PROP & CAS CORP COM 45665Q103 $1,585 56,400 sh sole 56,400 INNOVO GROUP INC COM PAR 457954600 $2,336 365,000 sh sole 365,000 $0.01 INSIGHT ENTERPRISES INC COM 45765U103 $5,426 356,500 sh sole 356,500 INSIGNIA SOLUTIONS INC SPON ADR 45766J107 $295 250,000 sh sole 250,000 INTEGRATED DEFENSE TECH COM 45819B101 $373 22,200 sh sole 22,200 INTEGRATED DEVICE TECH INC COM 458118106 $518 41,700 sh sole 41,700 INTEL CORP COM 458140100 $10,089 366,600 sh sole 366,600 INTERMAGNETICS GEN CORP COM 458771102 $2,594 116,000 sh sole 116,000 INTERPHARMA HOLDINGS INC COM 460588106 $690 170,000 sh sole 170,000 INTERTAN INC COM 461120107 $2,318 253,300 sh sole 253,300 INTERVIDEO INC COM 46114Y101 $1,609 75,000 sh sole 75,000 INTRAWEST CORP COM NEW 460915200 $8,464 605,000 sh sole 605,000 INVACARE CORP COM 461203101 $5,175 137,700 sh sole 137,700 INVISION TECHNOLOGIES INC COM 461851107 $5,574 229,000 sh sole 229,000 INVIVO CORP COM 461858102 $4,817 307,000 sh sole 307,000 IONICS INC COM 462218108 $1,651 67,500 sh sole 67,500 IPASS COM 46261V108 $613 26,100 sh sole 26,100 IVAX CORP COM 465823102 $8,181 417,400 sh sole 417,400 JACUZZI BRANDS INC COM 469865109 $698 112,500 sh sole 112,500 JC PENNEY CO INC COM 708160106 $1,239 58,000 sh sole 58,000 JETBLUE AIRWAYS CORP COM 477143101 $35,371 581,000 sh sole 581,000 JO ANN STORES INC CL B NON 47758P208 $4,060 166,400 sh sole 166,400 VTG JOHN B. SANFILIPO & SON INC COM 800422107 $1,064 50,000 sh sole 50,000 JOHNSON & JOHNSON COM 478160104 $29,658 598,900 sh sole 598,900 JONES APPAREL GROUP INC COM 480074103 $12,361 413,000 sh sole 413,000 K2 INC COM 482732104 $1,634 110,000 sh sole 110,000 KEY ENERGY SERVICES INC COM 492914106 $15,641 1,620,800 sh sole 1,620,800 KINROSS GOLD CORP COM NEW 496902206 $21,148 2,834,900 sh sole 2,834,900 KMART HOLDING CORP COM 498780105 $4,333 173,800 sh sole 173,800 KNIGHT TRADING GROUP INC COM 499063105 $9,361 819,000 sh sole 819,000 KOHLS CORP COM 500255104 $13,894 259,700 sh sole 259,700 KOMAG COM NEW 500453204 $3,256 185,867 sh sole 185,867 KOS PHARMACEUTICALS INC COM 500648100 $24,154 699,900 sh sole 699,900 KROGER CO COM 501044101 $4,904 274,400 sh sole 274,400 LASER TECHNOLOGY INC COM NEW 518074208 $104 52,500 sh sole 52,500 LASERSCOPE COM 518081104 $558 47,500 sh sole 47,500 LEXAR MEDIA INC COM 52886P104 $1,501 88,000 sh sole 88,000 LIFELINE SYSTEMS INC COM 532192101 $24,116 764,625 sh sole 764,625 LIGAND PHARMACEUTICALS INC CL B 53220K207 $20,881 1,618,700 sh sole 1,618,700 LIONBRIDGE TECHNOLOGIES INC COM 536252109 $3,745 500,000 sh sole 500,000 LOCKHEED MARTIN CORP COM 539830109 $8,667 187,800 sh sole 187,800 LOGITECH INTERNATIONAL SA SPON ADR 541419107 $2,162 69,300 sh sole 69,300 LOOKSMART LTD COM 543442107 $424 135,000 sh sole 135,000 LUMENIS LTD SHS M6778Q105 $110 82,125 sh sole 82,125 MACROVISION CORP COM 555904101 $3,217 173,900 sh sole 173,900 MAGMA DESIGN AUTOMATION COM 559181102 $4,214 215,000 sh sole 215,000 MANUGISTICS GROUP INC COM 565011103 $4,912 893,000 sh sole 893,000 MAPINFO CORPORATION COM 565105103 $1,151 120,000 sh sole 120,000 MARISA CHRISTINA INC. COM 570268102 $19 12,500 sh sole 12,500 MAVERICK TUBE CORP COM 577914104 $7,952 512,400 sh sole 512,400 MAXIM PHARMACEUTICALS INC COM 57772M107 $191 30,000 sh sole 30,000 MAXTOR CORP COM NEW 577729205 $95,719 7,865,132 sh sole 7,865,132 MBNA CORP COM 55262L100 $18,147 795,900 sh sole 795,900 MCDONALDS CORP COM 580135101 $103,404 4,392,700 sh sole 4,392,700 MEDALLION FINANCIAL CORP COM 583928106 $3,856 612,000 sh sole 612,000 MEDAREX INC COM 583916101 $4,643 786,900 sh sole 786,900 MEDCO HEALTH SOLUTIONS INC COM 58405U102 $17,993 693,900 sh sole 693,900 MEDSOURCE TECHNOLOGIES INC COM 58505Y103 $434 87,000 sh sole 87,000 MEDTRONIC INC COM 585055106 $1,223 26,056 sh sole 26,056 MERIT MED SYS INC COM 589889104 $3,342 151,200 sh sole 151,200 MESA AIR GROUP INC COM 590479101 $9,063 815,000 sh sole 815,000 META GROUP INC COM 591002100 $1,152 239,000 sh sole 239,000 METRIS COMPANIES INC COM 591598107 $9,554 2,319,000 sh sole 2,319,000 METTLER TOLEDO INTL COM 592688105 $3,200 89,000 sh sole 89,000 MICRO THERAPEUTICS INC COM 59500W100 $6,918 1,305,300 sh sole 1,305,300 MICROS SYSTEMS INC COM 594901100 $11,495 338,900 sh sole 338,900 MICROSTRATEGY INC CL A NEW 594972408 $27,806 604,600 sh sole 604,600 MIDDLEBY CORP COM 596278101 $4,744 257,000 sh sole 257,000 MILLENIUM CELL INC COM 60038B105 $73 25,000 sh sole 25,000 MILLENNIUM PHARMACEUTICALS COM 599902103 $16,210 1,049,200 sh sole 1,049,200 MOLINA HEALTHCARE INC COM 60855R100 $11,930 429,900 sh sole 429,900 MONACO COACH CORP COM 60886R103 $2,555 154,400 sh sole 154,400 MONOLITHIC SYSTEM TECH INC COM 609842109 $222 26,400 sh sole 26,400 MONTEREY PASTA CO COM 612570101 $73 20,000 sh sole 20,000 MOSSIMO INC COM 619696107 $7,014 1,150,000 sh sole 1,150,000 NABORS INDUSTRIES LTD SHS G6359F103 $7,340 197,000 sh sole 197,000 NAVIGANT CONSULTING INC COM 63935N107 $9,215 748,600 sh sole 748,600 NAVIGANT INTL INC COM 63935R108 $2,010 143,500 sh sole 143,500 NEKTAR THERAPEUTICS COM 640268108 $6,419 501,500 sh sole 501,500 NETEASE.COM INC SPON ADR 64110W102 $6,005 107,500 sh sole 107,500 NETEGRITY INC COM 64110P107 $26,459 2,651,180 sh sole 2,651,180 NETRATINGS INC COM 64116M108 $724 77,600 sh sole 77,600 NEUROBIOLOGICAL TECH COM 64124W106 $3,428 583,000 sh sole 583,000 NEUROCRINE BIOSCIENCES INC COM 64125C109 $891 18,000 sh sole 18,000 NEW YORK COMM BANCORP COM 649445103 $17,273 547,665 sh sole 547,665 NEWMONT MINING CORP COM 651639106 $47,530 1,215,900 sh sole 1,215,900 NIKE INC CL B 654106103 $12,955 213,000 sh sole 213,000 NOBLE CORP SHS G65422100 $16,655 490,000 sh sole 490,000 NORTHWEST AIRLINES CORP CL A 667280101 $3,708 382,300 sh sole 382,300 NORTHWESTERN CORP COM 668074107 $99 330,000 sh sole 330,000 NOVADIGM INC COM 669937104 $92 30,000 sh sole 30,000 NOVARTIS AG SPON ADR 66987V109 $35,884 923,900 sh sole 923,900 NOVAVAX INC COM 670002104 $2,002 272,800 sh sole 272,800 NUCO2 INC COM 629428103 $11,707 1,062,300 sh sole 1,062,300 NVIDIA CORP COM 67066G104 $958 60,000 sh sole 60,000 OCCIDENTAL PETROLEUM CORP COM 674599105 $5,496 156,000 sh sole 156,000 OIL SERVICE HOLDERS TRUST DEPOSITORY 678002106 $1,152 20,000 sh sole 20,000 RCPT OMI CORP NEW COM Y6476W104 $890 134,400 sh sole 134,400 ONYX PHARMACEUTICALS INC COM 683399109 $15,174 703,500 sh sole 703,500 OPEN JOINT STK VIMPEL COMM SPON ADR 68370R109 $4,169 68,500 sh sole 68,500 OPTIMAL ROBOTICS CL A NEW 68388R208 $3,155 372,900 sh sole 372,900 ORASURE TECHNOLOGIES INC COM 68554V108 $285 30,000 sh sole 30,000 O'REILLY AUTOMOTIVE INC COM 686091109 $1,711 46,500 sh sole 46,500 ORPHAN MEDICAL INC COM 687303107 $4,886 433,500 sh sole 433,500 ORTHODONTIC CTRS OF AMERICA COM 68750P103 $249 31,600 sh sole 31,600 OSI PHARMACEUTICALS INC COM 671040103 $24,072 737,289 sh sole 737,289 OVERSTOCK.COM INC COM 690370101 $1,229 82,500 sh sole 82,500 OXFORD INDUSTRIES INC COM 691497309 $7,736 120,500 sh sole 120,500 PALOMAR MEDICAL TECH INC COM NEW 697529303 $164 25,714 sh sole 25,714 PARLUX FRAGRANCES INC COM 701645103 $982 290,500 sh sole 290,500 PARTY CITY CORP COM 702145103 $4,464 360,600 sh sole 360,600 PATTERSON-UTI ENERGY INC COM 703481101 $29,260 1,080,900 sh sole 1,080,900 PDI INC COM 69329V100 $6,069 247,600 sh sole 247,600 PEMSTAR INC COM 706552106 $82 23,300 sh sole 23,300 PENWEST PHARMACEUTICALS CO COM 709754105 $2,128 97,800 sh sole 97,800 PEOPLESOFT INC COM 712713106 $7,324 400,850 sh sole 400,850 PERRY ELLIS INTL INC COM 288853104 $11,997 420,200 sh sole 420,200 PER-SE TECHNOLOGIES INC COM NEW 713569309 $169 10,566 sh sole 10,566 PETCO ANIMAL SUPPLIES COM 716016209 $7,113 227,900 sh sole 227,900 PETSMART INC COM 716768106 $73,993 3,251,000 sh sole 3,251,000 PFIZER INC COM 717081103 $100,008 3,291,900 sh sole 3,291,900 PHOENIX COS INC NEW COM 71902E109 $3,638 315,000 sh sole 315,000 PHOTOMEDEX INC COM 719358103 $488 210,500 sh sole 210,500 PIXAR COM 725811103 $20,608 309,200 sh sole 309,200 PIXELWORKS INC COM 72581M107 $523 60,300 sh sole 60,300 PLATINUM UNDERWRITERS HLDGS COM G7127P100 $5,544 197,300 sh sole 197,300 PLAYBOY ENTERPRISES INC CL A 728117201 $3,417 253,900 sh sole 253,900 PLUG POWER INC COM 72919P103 $1,714 334,100 sh sole 334,100 POORE BROTHERS INC COM 732813100 $2,117 441,000 sh sole 441,000 POSSIS MEDICAL CORP COM 737407106 $1,494 96,000 sh sole 96,000 POWELL INDUSTRIES INC COM 739128106 $1,945 116,000 sh sole 116,000 PRICELINE.COM INC COM NEW 741503403 $3,700 127,399 sh sole 127,399 PRINTRONIX INC COM 742578107 $405 30,600 sh sole 30,600 PROXIM CORP CL A 744283102 $1,721 1,147,435 sh sole 1,147,435 PTEK HOLDINGS INC COM 69366M104 $4,651 565,000 sh sole 565,000 PYRAMID BREWERIES INC COM 747135101 $74 25,000 sh sole 25,000 Q COMM INTERNATIONAL INC COM NEW 74727M306 $639 84,600 sh sole 84,600 QIAGEN NV ORD N72482107 $25,621 2,414,800 sh sole 2,414,800 QUANTUM CORP COM DSSG 747906204 $749 243,200 sh sole 243,200 QUEST DIAGNOSTICS INC COM 74834L100 $29,258 482,480 sh sole 482,480 QUICKLOGIC CORP COM 74837P108 $10,361 1,544,300 sh sole 1,544,300 RADIOSHACK CORP COM 750438103 $19,756 695,400 sh sole 695,400 RADWARE LTD ORD M81873107 $9,997 551,100 sh sole 551,100 REALNETWORKS INC COM 75605L104 $19,684 3,037,600 sh sole 3,037,600 RED ROBIN GOURMET BURGERS INC COM 75689M101 $4,023 158,000 sh sole 158,000 REDHOOK ALE BREWERY COM 757473103 $176 72,000 sh sole 72,000 REGAL ENTERTAINMENT GROUP CL A 758766109 $5,208 280,000 sh sole 280,000 REGENERATION TECHNOLOGY INC COM 75886N100 $9,289 1,032,100 sh sole 1,032,100 REGENERON PHARMACEUTICALS COM 75886F107 $33,810 1,913,400 sh sole 1,913,400 REMEC INC COM 759543101 $3,211 314,800 sh sole 314,800 RENT-A-CENTER INC NEW COM 76009N100 $4,672 145,000 sh sole 145,000 RENT-WAY INC COM 76009U104 $291 54,200 sh sole 54,200 RESEARCH IN MOTION LTD COM 760975102 $3,194 83,600 sh sole 83,600 RESPIRONICS INC COM 761230101 $2,878 68,800 sh sole 68,800 RIGEL PHARMACEUTICALS INC COM NEW 766559603 $3,655 251,900 sh sole 251,900 RJ REYNOLDS TOBACCO HLDGS INC COM 76182K105 $19,782 500,300 sh sole 500,300 RLI CORP COM 749607107 $7,160 217,500 sh sole 217,500 ROCKWELL AUTOMATION INC COM 773903109 $10,429 397,300 sh sole 397,300 ROWAN COMPANIES INC COM 779382100 $3,540 144,000 sh sole 144,000 ROXIO INC COM 780008108 $1,217 140,239 sh sole 140,239 ROYAL CARIBBEAN CRUISES LTD COM V7780T103 $1,124 40,000 sh sole 40,000 ROYAL DUTCH PETROLEUM CO NY REG EUR 780257804 $1,414 32,000 sh sole 32,000 .56 ROYAL GOLD INC COM 780287108 $4,178 228,700 sh sole 228,700 RYANAIR HLDGS PLC SPON ADR 783513104 $4,288 106,000 sh sole 106,000 SABA SOFTWARE INC COM NEW 784932600 $231 62,500 sh sole 62,500 SAFETY INSURANCE GROUP INC COM 78648T100 $1,364 87,900 sh sole 87,900 SALTON INC COM 795757103 $1,682 169,000 sh sole 169,000 SANMINA-SCI CORP COM 800907107 $5,889 609,600 sh sole 609,600 SAUCONY INC CL B 804120202 $138 10,000 sh sole 10,000 SCANSOURCE INC COM 806037107 $3,972 108,800 sh sole 108,800 SCHLUMBERGER LTD COM 806857108 $8,112 167,600 sh sole 167,600 SCHOOL SPECIALTY INC COM 807863105 $5,123 181,600 sh sole 181,600 SCIENTIFIC GAMES CORP CL A 80874P109 $7,581 665,000 sh sole 665,000 SEAGATE TECHNOLOGY SHS G7945J104 $43,988 1,617,200 sh sole 1,617,200 SECURE COMPUTING CORP COM 813705100 $2,756 236,000 sh sole 236,000 SELECT COMFORT CORP COM 81616X103 $1,062 40,000 sh sole 40,000 SHARPER IMAGE CORP COM 820013100 $11,989 517,900 sh sole 517,900 SHIRE PHARMACEUTICALS GRP PLC SPON ADR 82481R106 $12,988 587,694 sh sole 587,694 SI INTERNATIONAL INC COM 78427V102 $2,034 124,000 sh sole 124,000 SIERRA PACIFIC RESOURCES NEW COM 826428104 $1,702 351,000 sh sole 351,000 SILICON STORAGE TECH INC COM 827057100 $744 85,000 sh sole 85,000 SILVER STANDARD RESOURCES INC COM 82823L106 $3,673 545,800 sh sole 545,800 SINGING MACHINE CO INC COM 829322304 $166 37,500 sh sole 37,500 SM&A COM 78465D105 $3,643 316,000 sh sole 316,000 SMITH INTERNATIONAL INC COM 832110100 $3,382 94,000 sh sole 94,000 SOCKET COMMUNICATIONS INC COM 833672108 $263 114,300 sh sole 114,300 SONIC INNOVATIONS INC COM 83545M109 $3,229 512,600 sh sole 512,600 SONOSITE INC COM 83568G104 $8,942 446,900 sh sole 446,900 SPARTAN MTRS INC COM 846819100 $869 95,000 sh sole 95,000 SPECIALTY LABORATORIES INC COM 84749R100 $14,860 1,138,700 sh sole 1,138,700 SPECTRANETICS CORP COM 84760C107 $756 117,000 sh sole 117,000 SRA INTERNATIONAL INC CL A 78464R105 $8,684 232,000 sh sole 232,000 ST JUDE MEDICAL INC COM 790849103 $5,296 98,500 sh sole 98,500 STAAR SURGICAL CO COM PAR 852312305 $1,560 147,000 sh sole 147,000 $0.01 STAMPS.COM INC COM 852857101 $5,533 949,000 sh sole 949,000 STELLENT INC COM 85856W105 $7,355 949,000 sh sole 949,000 STELMAR SHIPPING LTD COM V8726M103 $1,549 88,500 sh sole 88,500 STERICYCLE INC COM 858912108 $11,104 235,000 sh sole 235,000 STM MICROELECTRONICS NV NY REGISTRY861012102 $11,905 495,000 sh sole 495,000 STOLT OFFSHORES SA SP ADR REG 861567105 $772 518,000 sh sole 518,000 COM STRATEGIC DIAGNOSTIC INC COM 862700101 $1,245 300,000 sh sole 300,000 SUREBEAM CL A 86866R102 $241 170,000 sh sole 170,000 SUNOCO INC COM 86764P109 $3,620 90,000 sh sole 90,000 SUNRISE SENIOR LIVING INC COM 86768K106 $984 37,500 sh sole 37,500 SWS GROUP INC COM 78503N107 $5,048 256,100 sh sole 256,100 SYKES ENTERPRISES INC COM 871237103 $2,674 403,900 sh sole 403,900 SYLVAN LEARNING SYSTEMS INC COM 871399101 $3,182 116,100 sh sole 116,100 TECHTEAM GLOBAL INC COM 878311109 $153 25,000 sh sole 25,000 TELETECH HOLDINGS INC COM 879939106 $26,309 4,196,000 sh sole 4,196,000 TENET HEALTHCARE CORP COM 88033G100 $6,927 478,400 sh sole 478,400 THE SPORTS AUTHORITY INC NEW COM 84917U109 $9,596 305,018 sh sole 305,018 THERASENSE INC COM 883381105 $4,386 350,600 sh sole 350,600 THERMOGENESIS CORP COM NEW 883623209 $4,212 1,350,000 sh sole 1,350,000 TITAN PHARMACEUTICALS INC COM 888314101 $2,395 957,900 sh sole 957,900 TIVO INC COM 888706108 $4,364 589,000 sh sole 589,000 TLC VISION CORP COM 872549100 $13,728 2,189,500 sh sole 2,189,500 TRANSGENOMIC INC COM 89365K206 $1,039 662,100 sh sole 662,100 TRANSWITCH CORP COM 894065101 $11,194 4,513,600 sh sole 4,513,600 TRIMERIS INC COM 896263100 $12,184 486,000 sh sole 486,000 TYSON FOODS INC CL A 902494103 $4,719 334,000 sh sole 334,000 ULTRATECH INC COM 904034105 $25,517 904,200 sh sole 904,200 UNITED ONLINE INC COM 911268100 $4,175 120,000 sh sole 120,000 URS CORP NEW COM 903236107 $586 30,200 sh sole 30,200 USANA HEALTH SCIENCES INC COM 90328M107 $5,117 104,500 sh sole 104,500 USI HOLDINGS CORP COM 90333H101 $12,188 936,800 sh sole 936,800 VALMONT INDUSTRIES INC COM 920253101 $2,044 103,300 sh sole 103,300 VCA ANTECH INC COM 918194101 $6,672 283,300 sh sole 283,300 VENTIV HEALTH INC COM 922793104 $1,778 250,000 sh sole 250,000 VERITAS SOFTWARE CORP COM 923436109 $17,698 561,498 sh sole 561,498 VICOR CORP COM 925815102 $9,154 959,500 sh sole 959,500 VICURON PHARMACEUTICALS INC COM 926471103 $5,533 312,600 sh sole 312,600 VIROPHARMA INC COM 928241108 $424 155,000 sh sole 155,000 VIVUS INC COM 928551100 $2,250 642,900 sh sole 642,900 VIXEL CORP COM 928552108 $723 95,000 sh sole 95,000 WASHINGTON GROUP INTL INC COM NEW 938862208 $940 34,800 sh sole 34,800 WATSON PHARMACEUTICALS INC COM 942683103 $13,433 322,200 sh sole 322,200 WEBEX COMMUNICATIONS INC COM 94767l109 $8,513 450,900 sh sole 450,900 WELLCHOICE INC COM 949475107 $6,442 213,800 sh sole 213,800 WELLPOINT HEALTH NETWORK NEW COM 94973H108 $10,244 132,900 sh sole 132,900 WEST CORP COM 952355105 $478 20,000 sh sole 20,000 WILLIS GROUP HOLDINGS LTD SHS G96655108 $30,215 982,600 sh sole 982,600 WR BERKLEY CORP COM 084423102 $31,507 919,650 sh sole 919,650 WYETH COM 983024100 $7,607 165,000 sh sole 165,000 XM SATELLITE RADIO HLDGS INC CL A 983759101 $3,500 225,800 sh sole 225,800 XTO ENERGY INC COM 98385X106 $27,360 1,303,497 sh sole 1,303,497 ZALE CORP NEW COM 988858106 $8,576 193,100 sh sole 193,100 ZEBRA TECHNOLOGIES CORP CL A 989207105 $7,562 146,900 sh sole 146,900 $4,019,796
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