-----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, LbaQXfRdmUaQhPCvpy3y6nouUHvHbJLv67mOVliV0r5KgpnZsYZgYHmreBh8a765 BvNe//WJ5zN4aIT6d61dMg== 0000909567-05-001785.txt : 20051114 0000909567-05-001785.hdr.sgml : 20051111 20051114084639 ACCESSION NUMBER: 0000909567-05-001785 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20051110 FILED AS OF DATE: 20051114 DATE AS OF CHANGE: 20051114 EFFECTIVENESS DATE: 20051114 FILER: COMPANY DATA: COMPANY CONFORMED NAME: TD ASSET MANAGEMENT INC CENTRAL INDEX KEY: 0001056053 STATE OF INCORPORATION: A6 FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-05987 FILM NUMBER: 051196767 BUSINESS ADDRESS: STREET 1: 55 KING ST WEST 7TH FL P O BOX 3TD CENT STREET 2: P O BOX 3 TD CENTER TORONTO ONTARIO CITY: TORONTO STATE: A6 ZIP: 00000 MAIL ADDRESS: STREET 1: P O BOX 3 TD CENTER 7TH FLOOR STREET 2: 55 KING ST W TORONTO DOMINION CENTRE CITY: TORONTO STATE: A6 ZIP: 00000 13F-HR 1 t18604e13fvhr.txt 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: September 30, 2005 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: TD Asset Management Inc. Address: Canada Trust Tower, BCE Place, 161 Bay Street, 35th Floor, Toronto, Ontario, M5J 2T2 Form 13F File Number: 28-05987 This 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: Barbara Callbeck Title: Managing Director Phone: 416-308-5346 Signature, Place, and Date of Signing: ----------------------------------- Barbara Callbeck Toronto, Ontario November 8th, 2005 [Signature] [City, State] [Date] Report Type (Check only one): [X] 13F HOLDINGS REPORT. (Check here if all holdings of this reporting manager are reported in this report) [ ] 13F NOTICE (Check here if no holdings reported are in this report, and all holdings are reported by other reporting manager(s).) [ ] 13F COMBINATION REPORT. (Check here if a portion of the holdings for this reporting manager are reported in this report and a portion are reported by other reporting manager(s).) FORM 13F SUMMARY PAGE Report summary: Number of Other Included Managers: One (1) Form 13F Information Table Entry Total: 2931 Form 13F Information Table Value Total: C$24,363,660,796(thousands) LIST OF OTHER INCLUDED MANAGERS: Provide a numbered list of the name(s) and Form 13F file number(s) of all institutional investment managers with respect to which this report is filed, other than the manager filing this report.
No. Form 13F File Number Name - --- -------------------- ---- 1 ____________________ TD Waterhouse Private Investment Counsel Inc.
VOTING AMOUNT OF INVESTMENT OTHER AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP VALUE (X$1000) SECURITY (SH) DISCRETION MANAGERS (SOLE) -------------- --------------- --------- -------------- ------------- -------------- -------- ---------- ABBOTT LABS COM 002824100 200,615 4,075 Sole 4,075 ABN AMRO HLDG NV SPONSORED ADR 000937102 346,519 12,435 Sole 12,435 ABN AMRO HLDG NV SPONSORED ADR 000937102 144,905 5,200 Sole 5,200 ALCAN INC COM 013716105 2,902,304 78,760 Sole 78,760 ALCOA INC COM 013817101 211,238 7,450 Sole 7,450 ALLIED IRISH BKS P L C SPON ADR ORD 019228402 385,972 7,785 Sole 7,785 ALLSTATE CORP COM 020002101 64,197 1,000 Sole 1,000 ALTRIA GROUP INC COM 02209S103 136,080 1,590 Sole 1,590 AMERICAN EXPRESS CO COM 025816109 595,040 8,922 Sole 8,922 AMERICAN STD COS INC DEL COM 029712106 205,387 3,800 Sole 3,800 AMGEN INC COM 031162100 259,014 2,800 Sole 2,800 ANHEUSER BUSCH COS INC COM 035229103 1,057,444 21,160 Sole 21,160 AVON PRODS INC COM 054303102 9,405 300 Sole 300 BANK MONTREAL QUE COM 063671101 2,774,400 48,000 Sole 48,000 BANK NOVA SCOTIA HALIFAX COM 064149107 16,192,017 373,002 Sole 373,002 BANK OF AMERICA CORPORATION COM 060505104 205,306 4,200 Sole 4,200 BARCLAYS PLC ADR 06738E204 2,465,733 52,075 Sole 52,075 BARRICK GOLD CORP COM 067901108 128,060 3,800 Sole 3,800 BAXTER INTL INC COM 071813109 357,614 7,725 Sole 7,725 BCE INC COM 05534B109 2,321,451 72,887 Sole 72,887 BELLSOUTH CORP COM 079860102 30,537 1,000 Sole 1,000 BLOCK H & R INC COM 093671105 285,393 10,250 Sole 10,250 BOSTON SCIENTIFIC CORP COM 101137107 204,869 7,550 Sole 7,550 BP PLC SPONSORED ADR 055622104 131,787 1,602 Sole 1,602 BRASCAN CORP CL A LTD VT SH 10549P606 4,147,395 76,605 Sole 76,605 BROOKFIELD PPTYS CORP COM 112900105 5,776,957 169,661 Sole 169,661 BUSINESS OBJECTS S A SPONSORED ADR 12328X107 241,352 5,980 Sole 5,980 CANADIAN NAT RES LTD COM 136385101 3,659,250 69,700 Sole 69,700 CANADIAN NATL RY CO COM 136375102 478,913 5,805 Sole 5,805 CANADIAN PAC RY LTD COM 13645T100 177,642 3,550 Sole 3,550 CANON INC ADR 138006309 175,774 2,790 Sole 2,790 CARDINAL HEALTH INC COM 14149Y108 44,196 600 Sole 600 CATERPILLAR INC DEL COM 149123101 68,215 1,000 Sole 1,000 CHUBB CORP COM 171232101 103,977 1,000 Sole 1,000 CISCO SYS INC COM 17275R102 338,320 16,260 Sole 16,260 CITIGROUP INC COM 172967101 4,121,498 77,980 Sole 77,980 COCA COLA CO COM 191216100 185,547 3,700 Sole 3,700 COLGATE PALMOLIVE CO COM 194162103 4,604,931 75,128 Sole 75,128 COMCAST CORP NEW CL A 20030N101 1,645,958 48,250 Sole 48,250 COMERICA INC COM 200340107 294,414 4,305 Sole 4,305 CONAGRA FOODS INC COM 205887102 45,980 1,600 Sole 1,600 CONOCOPHILLIPS COM 20825C104 171,274 2,110 Sole 2,110 COSTCO WHSL CORP NEW COM 22160K105 290,184 5,800 Sole 5,800 COTT CORP QUE COM 22163N106 8,192 400 Sole 400 CREDIT SUISSE GROUP SPONSORED ADR 225401108 384,502 7,445 Sole 7,445 CSX CORP COM 126408103 327,585 6,070 Sole 6,070 CVS CORP COM 126650100 256,668 7,620 Sole 7,620 DARDEN RESTAURANTS INC COM 237194105 660,292 18,725 Sole 18,725 DELL INC COM 24702R101 27,797 700 Sole 700 DIAGEO P L C SPON ADR NEW 25243Q205 2,816,467 41,815 Sole 41,815 EMERSON ELEC CO COM 291011104 1,060,428 12,720 Sole 12,720 ENBRIDGE INC COM 29250N105 10,873,809 291,836 Sole 291,836 ENCANA CORP COM 292505104 4,864,845 71,700 Sole 71,700 EXXON MOBIL CORP COM 30231G102 2,407,468 32,632 Sole 32,632 FALCONBRIDGE LTD NEW 2005 COM 306104100 103,618 3,335 Sole 3,335 FEDERAL NATL MTG ASSN COM 313586109 36,428 700 Sole 700 FIRST AVIATION SVCS INC COM 31865W108 41,800 9,000 Sole 9,000 FIRST DATA CORP COM 319963104 324,179 6,980 Sole 6,980 FORDING CDN COAL TR TR UNIT 345425102 66,622 1,344 Sole 1,344 FREEPORT-MCMORAN COPPER & GO CL B 35671D857 204,515 3,625 Sole 3,625 GANNETT INC COM 364730101 79,919 1,000 Sole 1,000 GENERAL ELEC CO COM 369604103 7,019,175 179,545 Sole 179,545 GENUINE PARTS CO COM 372460105 49,811 1,000 Sole 1,000 GILLETTE CO COM 375766102 284,090 4,204 Sole 4,204 GLAXOSMITHKLINE PLC SPONSORED ADR 37733W105 2,485,845 41,750 Sole 41,750 GRAINGER W W INC COM 384802104 425,919 5,830 Sole 5,830 HARTFORD FINL SVCS GROUP INC COM 416515104 89,602 1,000 Sole 1,000 HEWLETT PACKARD CO COM 428236103 47,466 1,400 Sole 1,400 HOME DEPOT INC COM 437076102 760,141 17,165 Sole 17,165 HSBC HLDGS PLC SPON ADR NEW 404280406 498,461 5,285 Sole 5,285 HYDROGENICS CORP COM 448882100 33,670 7,400 Sole 7,400 IMPERIAL OIL LTD COM NEW 453038408 1,089,635 8,131 Sole 8,131 INTEL CORP COM 458140100 156,701 5,475 Sole 5,475 INTERNATIONAL BUSINESS MACHS COM 459200101 682,183 7,324 Sole 7,324 ISHARES TR S&P EURO PLUS 464287861 2,420,733 25,915 Sole 25,915 ISHARES TR MSCI EMERG MKT 464287234 1,626,144 16,500 Sole 16,500 ISHARES TR DJ SEL DIV INX 464287168 976,230 13,500 Sole 13,500 ISHARES TR COHEN&ST RLTY 464287564 1,142,634 13,400 Sole 13,400 ISHARES TR S&P 500 INDEX 464287200 1,666,932 11,690 Sole 11,690 ISHARES TR S&P SMLCAP 600 464287804 685,249 10,200 Sole 10,200 ISHARES TR MSCI EAFE IDX 464287465 582,524 8,650 Sole 8,650 ISHARES TR S&P MIDCAP 400 464287507 707,570 8,600 Sole 8,600 ISHARES TR 1-3 YR TRS BD 464287457 56,179 600 Sole 600 JOHNSON & JOHNSON COM 478160104 5,545,848 75,480 Sole 75,480 KANSAS CITY SOUTHERN COM NEW 485170302 13,533 500 Sole 500 KIMBERLY CLARK CORP COM 494368103 355,278 5,140 Sole 5,140 KONINKLIJKE PHILIPS ELECTRS NY REG SH NEW 500472303 500,297 16,150 Sole 16,150 LAFARGE COPPEE S A SPON ADR NEW 505861401 286,372 11,145 Sole 11,145 LAUDER ESTEE COS INC CL A 518439104 255,386 6,315 Sole 6,315 LINCOLN NATL CORP IND COM 534187109 459,043 7,600 Sole 7,600 LOWES COS INC COM 548661107 140,203 1,875 Sole 1,875 MAGNA INTL INC CL A 559222401 61,194 700 Sole 700 MANULIFE FINL CORP COM 56501R106 4,123,903 66,515 Sole 66,515 MARATHON OIL CORP COM 565849106 34,415 430 Sole 430 MASCO CORP COM 574599106 128,597 3,610 Sole 3,610 MATSUSHITA ELEC INDL ADR 576879209 531,228 26,740 Sole 26,740 MCGRAW HILL COS INC COM 580645109 384,877 6,900 Sole 6,900 MEDTRONIC INC COM 585055106 3,799,928 61,035 Sole 61,035 MELLON FINL CORP COM 58551A108 211,400 5,695 Sole 5,695 MERRILL LYNCH & CO INC COM 590188108 264,989 3,720 Sole 3,720 MI DEVS INC CL A SUB VTG 55304X104 13,748 350 Sole 350 MICROSOFT CORP COM 594918104 2,205,679 73,830 Sole 73,830 NATIONAL AUSTRALIA BK LTD SPONSORED ADR 632525408 269,901 1,850 Sole 1,850 NATIONAL CITY CORP COM 635405103 194,136 5,000 Sole 5,000 NATIONAL GRID TRANSCO PLC SPON ADR NEW 636274300 258,831 4,748 Sole 4,748
NEW YORK TIMES CO CL A 650111107 79,448 2,300 Sole 2,300 NISSAN MOTORS SPONSORED ADR 654744408 270,423 10,135 Sole 10,135 NOKIA CORP SPONSORED ADR 654902204 235,610 12,000 Sole 12,000 NOVARTIS A G SPONSORED ADR 66987V109 473,729 8,000 Sole 8,000 NOVELIS INC COM 67000X106 297,022 11,943 Sole 11,943 NTT DOCOMO INC SPONS ADR 62942M201 165,447 7,925 Sole 7,925 ORACLE CORP COM 68389X105 740,831 51,455 Sole 51,455 PEPSICO INC COM 713448108 3,995,205 60,675 Sole 60,675 PETRO-CDA COM 71644E102 5,108,327 104,980 Sole 104,980 PFIZER INC COM 717081103 3,485,498 120,220 Sole 120,220 PRAXAIR INC COM 74005P104 4,208,368 75,620 Sole 75,620 PROCTER & GAMBLE CO COM 742718109 619,280 8,970 Sole 8,970 QUEST DIAGNOSTICS INC COM 74834L100 255,560 4,355 Sole 4,355 RENAL CARE GROUP INC COM 759930100 1,078,426 19,628 Sole 19,628 RITCHIE BROS AUCTIONEERS COM 767744105 4,492,287 88,100 Sole 88,100 ROGERS COMMUNICATIONS INC CL B 775109200 36,608 800 Sole 800 ROYAL BK CDA MONTREAL QUE COM 780087102 15,071,856 177,965 Sole 177,965 ROYAL DUTCH SHELL PLC SPONS ADR A 780259206 1,392,441 18,270 Sole 18,270 SANOFI AVENTIS SPONSORED ADR 80105N105 1,952,375 40,469 Sole 40,469 SCHERING PLOUGH CORP COM 806605101 234,635 9,600 Sole 9,600 SCHLUMBERGER LTD COM 806857108 274,326 2,800 Sole 2,800 SHAW COMMUNICATIONS INC CL B CONV 82028K200 235,710 9,700 Sole 9,700 SMURFIT-STONE CONTAINER CORP COM 832727101 173,218 14,400 Sole 14,400 SONY CORP ADR NEW 835699307 149,909 3,890 Sole 3,890 SPDR TR UNIT SER 1 78462F103 135,652 950 Sole 950 STARBUCKS CORP COM 855244109 23,268 400 Sole 400 STREETTRACKS SER TR DJ SML CAP VAL 86330E406 10,798 150 Sole 150 SUBURBAN PROPANE PARTNERS L UNIT LTD PARTN 864482104 53,299 1,600 Sole 1,600 SUN LIFE FINL INC COM 866796105 7,767,037 177,939 Sole 177,939 SUNCOR ENERGY INC COM 867229106 7,129,673 101,245 Sole 101,245 SYNGENTA AG SPONSORED ADR 87160A100 7,900 324 Sole 324 TALISMAN ENERGY INC COM 87425E103 35,834 630 Sole 630 TELECOM ITALIA S P A NEW SPON ADR ORD 87927Y102 177,904 4,700 Sole 4,700 TELUS CORP NON-VTG SHS 87971M202 3,160,613 66,750 Sole 66,750 THOMSON CORP COM 884903105 6,335,246 145,972 Sole 145,972 TIME WARNER INC COM 887317105 222,892 10,600 Sole 10,600 TOMKINS PLC SPONSORED ADR 890030208 324,620 13,585 Sole 13,585 TORONTO DOMINION BK ONT COM NEW 891160509 10,653,209 185,855 Sole 185,855 TOTAL S A SPONSORED ADR 89151E109 2,789,566 17,689 Sole 17,689 TRANSALTA CORP COM 89346D107 78,993 3,430 Sole 3,430 TRANSCANADA CORP COM 89353D107 993,965 27,999 Sole 27,999 UNILEVER N V N Y SHS NEW 904784709 59,234 714 Sole 714 UNITED PARCEL SERVICE INC CL B 911312106 352,773 4,395 Sole 4,395 UNITED TECHNOLOGIES CORP COM 913017109 473,406 7,865 Sole 7,865 VIACOM INC CL B 925524308 2,198,489 57,360 Sole 57,360 VODAFONE GROUP PLC NEW SPONSORED ADR 92857W100 1,029,148 34,130 Sole 34,130 WACHOVIA CORP 2ND NEW COM 929903102 492,338 8,910 Sole 8,910 WAL MART STORES INC COM 931142103 3,410,955 67,040 Sole 67,040 WALGREEN CO COM 931422109 364,197 7,219 Sole 7,219 WELLPOINT INC COM 94973V107 211,283 2,400 Sole 2,400 WELLS FARGO & CO NEW COM 949746101 6,464,955 95,065 Sole 95,065 WPP GROUP PLC SPON ADR NEW 929309300 366,520 6,175 Sole 6,175 WYETH COM 983024100 3,151,187 58,655 Sole 58,655 3COM CORP COM 885535104 12,009 2,500 shared-defined 1 2,500 3M CO COM 88579Y101 29,690,100 343,739 shared-defined 1 343,739 ABB LTD SPONSORED ADR 000375204 83,017 9,580 shared-defined 1 9,580 ABBOTT LABS COM 002824100 2,135,401 42,775 shared-defined 1 42,775 ABER DIAMOND CORP COM 002893105 102,850 2,420 shared-defined 1 2,420 ABERDEEN ASIA PACIFIC INCOM COM 003009107 257,556 35,000 shared-defined 1 35,000 ABN AMRO HLDG NV SPONSORED ADR 000937102 7,628,102 269,949 shared-defined 1 269,949 ACCENTURE LTD BERMUDA CL A G1150G111 3,647,309 121,672 shared-defined 1 121,672 ADOBE SYS INC COM 00724F101 31,631 900 shared-defined 1 900 ADVANCED MEDICAL OPTICS INC COM 00763M108 1,595,962 35,718 shared-defined 1 35,718 AGNICO EAGLE MINES LTD COM 008474108 152,055 8,825 shared-defined 1 8,825 AGRIUM INC COM 008916108 22,894 895 shared-defined 1 895 ALBERTO CULVER CO COM 013068101 9,099,846 172,710 shared-defined 1 172,710 ALCAN INC COM 013716105 40,371,054 1,095,551 shared-defined 1 1,095,551 ALCATEL SPONSORED ADR 013904305 8,280 524 shared-defined 1 524 ALCOA INC COM 013817101 1,354,769 47,119 shared-defined 1 47,119 ALLIANCE DATA SYSTEMS CORP COM 018581108 6,568,698 142,503 shared-defined 1 142,503 ALLIED IRISH BKS P L C SPON ADR ORD 019228402 1,578,431 31,396 shared-defined 1 31,396 ALTERA CORP COM 021441100 368,101 16,360 shared-defined 1 16,360 AMDOCS LTD ORD G02602103 541,684 16,591 shared-defined 1 16,591 AMERICAN EXPRESS CO COM 025816109 354,781 4,088 shared-defined 1 4,088 AMERICAN INTL GROUP INC COM 026874107 35,480,746 524,632 shared-defined 1 524,632 AMERICAN STD COS INC DEL COM 029712106 7,424,797 101,777 shared-defined 1 101,777 AMGEN INC COM 031162100 1,985,855 36,233 shared-defined 1 36,233 AMICAS INC COM 001712108 2,289 360 shared-defined 1 360 ANADARKO PETE CORP COM 032511107 129,918 1,385 shared-defined 1 1,385 ANALOG DEVICES INC COM 032654105 3,116,585 27,645 shared-defined 1 27,645 ANDERSONS INC COM 034164103 7,434 170 shared-defined 1 170 ANHEUSER BUSCH COS INC COM 035229103 7,111 200 shared-defined 1 200 ANNALY MTG MGMT INC COM 035710409 29,974 600 shared-defined 1 600 APACHE CORP COM 037411105 252,413 4,981 shared-defined 1 4,981 APPLE COMPUTER INC COM 037833100 15,247 1,000 shared-defined 1 1,000 APPLERA CORP COM AP BIO GRP 038020103 5,812,628 65,632 shared-defined 1 65,632 APPLIED MATLS INC COM 038222105 2,193,306 34,748 shared-defined 1 34,748 AT&T CORP COM NEW 001957505 15,037 645 shared-defined 1 645 AVAYA INC COM 053499109 8,209 300 shared-defined 1 300 BANCROFT CONV FD INC COM 059695106 15,989 14,000 shared-defined 1 14,000 BANK MONTREAL QUE COM 063671101 90,691,155 2,847,446 shared-defined 1 2,847,446 BARRICK GOLD CORP COM 067901108 1,690 260 shared-defined 1 260 BAXTER INTL INC COM 071813109 17,489 813 shared-defined 1 813 BAYER A G SPONSORED ADR 072730302 2,345,333 47,315 shared-defined 1 47,315 BEAR STEARNS COS INC COM 073902108 92,829,401 1,606,045 shared-defined 1 1,606,045 BEAR STEARNS COS INC COM 073902108 213,600 1,653 shared-defined 1 1,653 BED BATH & BEYOND INC COM 075896100 195,642 5,960 shared-defined 1 5,960 BED BATH & BEYOND INC COM 075896100 9,462 200 shared-defined 1 200 BERKSHIRE HATHAWAY INC DEL CL A 084670108 603,727 17,435 shared-defined 1 17,435 BERKSHIRE HATHAWAY INC DEL CL A 084670108 386,187 4 shared-defined 1 4 BHP BILLITON LTD SPONSORED ADR 088606108 25,261,802 627,724 shared-defined 1 627,724 BHP BILLITON LTD SPONSORED ADR 088606108 5,791,007 120,610 shared-defined 1 120,610 BIOMET INC COM 090613100 393,442 11,503 shared-defined 1 11,503 BIOMET INC COM 090613100 57,215 1,400 shared-defined 1 1,400 BIOVAIL CORP COM 09067J109 25,483 940 shared-defined 1 940 BLOCK H & R INC COM 093671105 1,139,836 40,371 shared-defined 1 40,371 BLOCK H & R INC COM 093671105 1,793,828 38,213 shared-defined 1 38,213
BLOCK H & R INC COM 093671105 14,689 316 shared-defined 1 316 BOEING CO COM 097023105 988,212 12,352 shared-defined 1 12,352 BOEING CO COM 097023105 21,664 500 shared-defined 1 500 BOOKHAM INC COM 09856E105 3,447 600 shared-defined 1 600 BOSTON SCIENTIFIC CORP COM 101137107 1,332,315 48,420 shared-defined 1 48,420 BP PLC SPONSORED ADR 055622104 15,975 800 shared-defined 1 800 BRISTOL MYERS SQUIBB CO COM 110122108 58,356 2,060 shared-defined 1 2,060 BROADWING CORP COM 11161E101 11,750 2,000 shared-defined 1 2,000 BROOKFIELD HOMES CORP COM 112723101 13,076 200 shared-defined 1 200 BROOKFIELD PPTYS CORP COM 112900105 863,304 25,354 shared-defined 1 25,354 BUNGE LIMITED COM G16962105 322,041 5,198 shared-defined 1 5,198 BURLINGTON NORTHN SANTA FE C COM 12189T104 33,303 473 shared-defined 1 473 BURLINGTON RES INC COM 122014103 101,491 1,060 shared-defined 1 1,060 BUSINESS OBJECTS S A SPONSORED ADR 12328X107 1,064,290 26,005 shared-defined 1 26,005 CAMBIOR INC COM 13201L103 1,230 500 shared-defined 1 500 CAMECO CORP COM 13321L108 4,257,859 68,653 shared-defined 1 68,653 CANADIAN NAT RES LTD COM 136385101 10,409,490 198,276 shared-defined 1 198,276 CANADIAN NATL RY CO COM 136375102 39,966,630 484,444 shared-defined 1 484,444 CANON INC ADR 138006309 1,212,486 18,979 shared-defined 1 18,979 CARDINAL HEALTH INC COM 14149Y108 44,817 600 shared-defined 1 600 CAREMARK RX INC COM 141705103 9,907,342 168,528 shared-defined 1 168,528 CATERPILLAR INC DEL COM 149123101 30,738,314 444,374 shared-defined 1 444,374 CELESTICA INC SUB VTG SHS 15101Q108 135,056 10,365 shared-defined 1 10,365 CENDANT CORP COM 151313103 12,151 500 shared-defined 1 500 CHECK POINT SOFTWARE TECH LT ORD M22465104 11,740 410 shared-defined 1 410 CHEVRON CORP NEW COM 166764100 165,458 2,171 shared-defined 1 2,171 CHUBB CORP COM 171232101 247,775 2,350 shared-defined 1 2,350 CISCO SYS INC COM 17275R102 1,589,112 75,275 shared-defined 1 75,275 CITIGROUP INC COM 172967101 25,956,792 484,312 shared-defined 1 484,312 CLEAR CHANNEL COMMUNICATIONS COM 184502102 7,745 200 shared-defined 1 200 COACH INC COM 189754104 6,277 170 shared-defined 1 170 COCA COLA CO COM 191216100 15,877,625 312,233 shared-defined 1 312,233 COGNOS INC COM 19244C109 2,863,195 63,669 shared-defined 1 63,669 COLGATE PALMOLIVE CO COM 194162103 18,203,671 292,876 shared-defined 1 292,876 COMERICA INC COM 200340107 412,972 5,955 shared-defined 1 5,955 CONOCOPHILLIPS COM 20825C104 2,733,497 33,209 shared-defined 1 33,209 CONSOLIDATED EDISON INC COM 209115104 34,298 600 shared-defined 1 600 CORNING INC COM 219350105 4,552 200 shared-defined 1 200 COTT CORP QUE COM 22163N106 332,288 16,225 shared-defined 1 16,225 COUNTRYWIDE FINANCIAL CORP COM 222372104 4,815 124 shared-defined 1 124 CP SHIPS LTD COM 22409V102 556,618 22,590 shared-defined 1 22,590 CREDIT SUISSE GROUP SPONSORED ADR 225401108 6,383,464 121,890 shared-defined 1 121,890 CSX CORP COM 126408103 515,514 9,420 shared-defined 1 9,420 CVS CORP COM 126650100 124,329 3,640 shared-defined 1 3,640 DAIMLERCHRYSLER AG ORD D1668R123 31,272 500 shared-defined 1 500 DANAHER CORP DEL COM 235851102 4,172,137 65,828 shared-defined 1 65,828 DARDEN RESTAURANTS INC COM 237194105 313,523 8,768 shared-defined 1 8,768 DELL INC COM 24702R101 16,702,323 414,789 shared-defined 1 414,789 DESCARTES SYS GROUP INC COM 249906108 1,116 400 shared-defined 1 400 DEUTSCHE BANK AG NAMEN ORD D18190898 34,685 315 shared-defined 1 315 DEVON ENERGY CORP NEW COM 25179M103 32,327 400 shared-defined 1 400 DEX MEDIA INC COM 25212E100 6,037,837 184,531 shared-defined 1 184,531 DIAGEO P L C SPON ADR NEW 25243Q205 7,561,592 110,710 shared-defined 1 110,710 DIEBOLD INC COM 253651103 20,287 500 shared-defined 1 500 DIRECTV GROUP INC COM 25459L106 32,171 1,824 shared-defined 1 1,824 DISNEY WALT CO COM DISNEY 254687106 129,552 4,560 shared-defined 1 4,560 DONNELLEY R R & SONS CO COM 257867101 67,346 1,543 shared-defined 1 1,543 DOW CHEM CO COM 260543103 4,994,336 101,796 shared-defined 1 101,796 DTE ENERGY CO COM 233331107 37,797 700 shared-defined 1 700 DU PONT E I DE NEMOURS & CO COM 263534109 5,313,336 115,210 shared-defined 1 115,210 EASTMAN CHEM CO COM 277432100 279,941 5,062 shared-defined 1 5,062 EASTMAN KODAK CO COM 277461109 74,480 2,600 shared-defined 1 2,600 EATON VANCE CORP COM NON VTG 278265103 809,215 27,691 shared-defined 1 27,691 EDWARDS LIFESCIENCES CORP COM 28176E108 31,373 600 shared-defined 1 600 ELECTRONIC DATA SYS NEW COM 285661104 22,088 836 shared-defined 1 836 EMERSON ELEC CO COM 291011104 3,026,264 35,798 shared-defined 1 35,798 ENCANA CORP COM 292505104 233,435,252 3,400,164 shared-defined 1 3,400,164 ENTRUST INC COM 293848107 272,968 41,400 shared-defined 1 41,400 ERICSSON L M TEL CO ADR B SEK 10 294821608 16,916 390 shared-defined 1 390 EURONET WORLDWIDE INC COM 298736109 746,117 21,416 shared-defined 1 21,416 EXELON CORP COM 30161N101 21,015 334 shared-defined 1 334 EXPRESS SCRIPTS INC COM 302182100 11,717 160 shared-defined 1 160 EXXON MOBIL CORP COM 30231G102 48,259,592 645,079 shared-defined 1 645,079 FAIRMONT HOTELS RESORTS INC COM 305204109 169,474 4,369 shared-defined 1 4,369 FEDEX CORP COM 31428X106 2,773,433 27,035 shared-defined 1 27,035 FIRST DATA CORP COM 319963104 2,116,869 44,948 shared-defined 1 44,948 FIRSTENERGY CORP COM 337932107 98,186 1,600 shared-defined 1 1,600 FISERV INC COM 337738108 17,552 325 shared-defined 1 325 FORD MTR CO CAP TR II PFD TR CV6.5% 345395206 42,846 1,000 shared-defined 1 1,000 FORD MTR CO DEL COM PAR $0.01 345370860 2,322 200 shared-defined 1 200 FORTUNE BRANDS INC COM 349631101 28,727 300 shared-defined 1 300 FPL GROUP INC COM 302571104 22,418 400 shared-defined 1 400 FREEPORT-MCMORAN COPPER & GO CL B 35671D857 15,389,208 268,996 shared-defined 1 268,996 FREESCALE SEMICONDUCTOR INC CL B 35687M206 3,887 140 shared-defined 1 140 GENERAL ELEC CO COM 369604103 27,058,854 682,563 shared-defined 1 682,563 GENERAL MTRS CORP COM 370442105 8,830 245 shared-defined 1 245 GILLETTE CO COM 375766102 45,911 670 shared-defined 1 670 GLAXOSMITHKLINE PLC SPONSORED ADR 37733W105 5,653,582 93,638 shared-defined 1 93,638 GOLDCORP INC NEW COM 380956409 50,411,549 2,136,529 shared-defined 1 2,136,529 GRAINGER W W INC COM 384802104 122,235 1,650 shared-defined 1 1,650 GROUPE CGI INC CL A SUB VTG 39945C109 269,340 31,687 shared-defined 1 31,687 HARLEY DAVIDSON INC COM 412822108 17,110 300 shared-defined 1 300 HARTFORD FINL SVCS GROUP INC COM 416515104 42,341 466 shared-defined 1 466 HCA INC COM 404119109 9,447,913 167,454 shared-defined 1 167,454 HEALTH CARE PPTY INVS INC COM 421915109 13,347 420 shared-defined 1 420 HERCULES INC COM 427056106 4,316 300 shared-defined 1 300 HEWLETT PACKARD CO COM 428236103 140,477 4,086 shared-defined 1 4,086 HOME DEPOT INC COM 437076102 19,492,925 434,083 shared-defined 1 434,083 HONDA MOTOR LTD AMERN SHS 438128308 8,051,030 240,774 shared-defined 1 240,774 HONEYWELL INTL INC COM 438516106 45,256 1,025 shared-defined 1 1,025 HOSPIRA INC COM 441060100 15,340 318 shared-defined 1 318 HSBC HLDGS PLC SPON ADR NEW 404280406 17,658,030 184,630 shared-defined 1 184,630 HUANENG PWR INTL INC SPON ADR N 443304100 6,996 200 shared-defined 1 200 HYDROGENICS CORP COM 448882100 1,515 333 shared-defined 1 333 IMCLONE SYS INC COM 45245W109 5,554 150 shared-defined 1 150 INCO LTD COM 453258402 33,439,136 599,807 shared-defined 1 599,807 ING GROUP N V SPONSORED ADR 456837103 9,756,836 278,173 shared-defined 1 278,173
INTEL CORP COM 458140100 2,312,253 79,670 shared-defined 1 79,670 INTERNATIONAL BUSINESS MACHS COM 459200101 21,717,856 229,938 shared-defined 1 229,938 INTERNATIONAL RECTIFIER CORP COM 460254105 10,615 200 shared-defined 1 200 INTERTAPE POLYMER GROUP INC COM 460919103 51,480 7,200 shared-defined 1 7,200 INTL PAPER CO COM 460146103 4,210 120 shared-defined 1 120 ISHARES INC MSCI JAPAN 464286848 4,193,080 292,150 shared-defined 1 292,150 ISHARES TR S&P EURO PLUS 464287861 707,605 7,475 shared-defined 1 7,475 ISHARES TR MSCI EAFE IDX 464287465 300,938 4,400 shared-defined 1 4,400 ISHARES TR S&P 500 INDEX 464287200 171,402 1,185 shared-defined 1 1,185 ISHARES TR US TIPS BD FD 464287176 37,194 300 shared-defined 1 300 ISHARES TR S&P SMLCAP 600 464287804 20,423 300 shared-defined 1 300 JABIL CIRCUIT INC COM 466313103 7,281 200 shared-defined 1 200 JDS UNIPHASE CORP COM 46612J101 53,871 20,610 shared-defined 1 20,610 JEFFERSON PILOT CORP COM 475070108 143,028 2,374 shared-defined 1 2,374 JOHNSON & JOHNSON COM 478160104 44,606,317 598,696 shared-defined 1 598,696 JPMORGAN & CHASE & CO COM 46625H100 148,571 3,719 shared-defined 1 3,719 KELLOGG CO COM 487836108 27,157 500 shared-defined 1 500 KERR MCGEE CORP COM 492386107 66,316 580 shared-defined 1 580 KIMBERLY CLARK CORP COM 494368103 1,153,901 16,463 shared-defined 1 16,463 KIMCO REALTY CORP COM 49446R109 6,289 170 shared-defined 1 170 KONINKLIJKE PHILIPS ELECTRS NY REG SH NEW 500472303 5,929,172 188,749 shared-defined 1 188,749 LAFARGE COPPEE S A SPON ADR NEW 505861401 1,092,729 41,938 shared-defined 1 41,938 LAFARGE NORTH AMERICA INC COM 505862102 104,122 1,308 shared-defined 1 1,308 LAUDER ESTEE COS INC CL A 518439104 1,210,416 29,516 shared-defined 1 29,516 LEHMAN BROS HLDGS INC COM 524908100 268,801 1,960 shared-defined 1 1,960 LEXMARK INTL NEW CL A 529771107 10,782 150 shared-defined 1 150 LILLY ELI & CO COM 532457108 56,713 900 shared-defined 1 900 LINCOLN NATL CORP IND COM 534187109 1,963,375 32,056 shared-defined 1 32,056 LOWES COS INC COM 548661107 380,639 5,020 shared-defined 1 5,020 LUCENT TECHNOLOGIES INC COM 549463107 6,505 1,700 shared-defined 1 1,700 M D C HLDGS INC COM 552676108 2,516,440 27,092 shared-defined 1 27,092 MAGNA ENTMT CORP CL A 559211107 8,311 1,085 shared-defined 1 1,085 MAGNA INTL INC CL A 559222401 5,176,226 59,211 shared-defined 1 59,211 MANPOWER INC COM 56418H100 5,749 110 shared-defined 1 110 MANULIFE FINL CORP COM 56501R106 100,570,076 1,622,098 shared-defined 1 1,622,098 MARATHON OIL CORP COM 565849106 484,514 5,970 shared-defined 1 5,970 MARSH & MCLENNAN COS INC COM 571748102 18,606 520 shared-defined 1 520 MARTHA STEWART LIVING OMNIME CL A 573083102 8,838 300 shared-defined 1 300 MATSUSHITA ELEC INDL ADR 576879209 7,035,441 349,235 shared-defined 1 349,235 MCDONALDS CORP COM 580135101 67,033 1,700 shared-defined 1 1,700 MCGRAW HILL COS INC COM 580645109 2,077,531 36,730 shared-defined 1 36,730 MEDTRONIC INC COM 585055106 82,387 1,305 shared-defined 1 1,305 MELLON FINL CORP COM 58551A108 1,307,776 34,743 shared-defined 1 34,743 MERCK & CO INC COM 589331107 75,800 2,366 shared-defined 1 2,366 MERRILL LYNCH & CO INC COM 590188108 2,060,025 28,519 shared-defined 1 28,519 METHANEX CORP COM 59151K108 39,348 2,285 shared-defined 1 2,285 MICROSOFT CORP COM 594918104 21,258,718 701,736 shared-defined 1 701,736 MIDCAP SPDR TR UNIT SER 1 595635103 22,344 145 shared-defined 1 145 MILLENNIUM PHARMACEUTICALS I COM 599902103 5,493 500 shared-defined 1 500 MONSANTO CO NEW COM 61166W101 14,998 203 shared-defined 1 203 MORGAN STANLEY COM NEW 617446448 4,803,621 75,637 shared-defined 1 75,637 MOTOROLA INC COM 620076109 36,412 1,400 shared-defined 1 1,400 MURPHY OIL CORP COM 626717102 93,947 1,600 shared-defined 1 1,600 NASDAQ 100 TR UNIT SER 1 631100104 64,858 1,396 shared-defined 1 1,396 NATIONAL AUSTRALIA BK LTD SPONSORED ADR 632525408 1,366,227 9,235 shared-defined 1 9,235 NATIONAL CITY CORP COM 635405103 138,787 3,525 shared-defined 1 3,525 NATIONAL GRID TRANSCO PLC SPON ADR NEW 636274300 3,319,662 60,053 shared-defined 1 60,053 NATIONAL WESTMINSTER BK PLC ADR REP PREF B 638539700 15,224 500 shared-defined 1 500 NEWMONT MINING CORP COM 651639106 19,734,002 355,325 shared-defined 1 355,325 NEWS CORP CL A 65248E104 22,798 1,242 shared-defined 1 1,242 NISSAN MOTORS SPONSORED ADR 654744408 1,339,871 49,521 shared-defined 1 49,521 NOKIA CORP SPONSORED ADR 654902204 94,970 4,770 shared-defined 1 4,770 NORSK HYDRO A S SPONSORED ADR 656531605 335,323 2,560 shared-defined 1 2,560 NORTEL NETWORKS CORP NEW COM 656568102 17,230,828 4,522,527 shared-defined 1 4,522,527 NOVARTIS A G SPONSORED ADR 66987V109 1,415,135 23,567 shared-defined 1 23,567 NOVO-NORDISK A S ADR 670100205 6,421 110 shared-defined 1 110 NPS PHARMACEUTICALS INC COM 62936P103 1,916 161 shared-defined 1 161 NTT DOCOMO INC SPONS ADR 62942M201 2,698,302 127,461 shared-defined 1 127,461 NUVEEN FLTNG RTE INCM OPP FD COM SHS 6706EN100 15,283 1,000 shared-defined 1 1,000 OPTIMAL GROUP INC CL A NEW 68388R208 3,287 135 shared-defined 1 135 ORACLE CORP COM 68389X105 2,354,790 161,420 shared-defined 1 161,420 ORBITAL SCIENCES CORP COM 685564106 2,944 200 shared-defined 1 200 PALM INC NEW COM 696643105 6,238 187 shared-defined 1 187 PENNEY J C INC COM 708160106 1,040,155 18,630 shared-defined 1 18,630 PEPCO HOLDINGS INC COM 713291102 3,671 134 shared-defined 1 134 PEPSI BOTTLING GROUP INC COM 713409100 16,807 500 shared-defined 1 500 PEPSICO INC COM 713448108 15,078,932 225,833 shared-defined 1 225,833 PFIZER INC COM 717081103 24,067,460 818,631 shared-defined 1 818,631 PLACER DOME INC COM 725906101 25,373,116 1,275,672 shared-defined 1 1,275,672 PLUM CREEK TIMBER CO INC COM 729251108 22,318 500 shared-defined 1 500 POTASH CORP SASK INC COM 73755L107 924,140 8,530 shared-defined 1 8,530 PRAXAIR INC COM 74005P104 170,991 3,030 shared-defined 1 3,030 PRECISION DRILLING CORP COM 74022D100 493,150 8,620 shared-defined 1 8,620 PROCTER & GAMBLE CO COM 742718109 39,338,265 561,910 shared-defined 1 561,910 QLT INC COM 746927102 28,300 3,205 shared-defined 1 3,205 QUALCOMM INC COM 747525103 21,602 410 shared-defined 1 410 QUEBECOR WORLD INC COM NON-VTG 748203106 318,280 14,600 shared-defined 1 14,600 QUEST DIAGNOSTICS INC COM 74834L100 952,746 16,011 shared-defined 1 16,011 QWEST COMMUNICATIONS INTL IN COM 749121109 965 200 shared-defined 1 200 RADIOSHACK CORP COM 750438103 96,942 3,320 shared-defined 1 3,320 RAYONIER INC COM 754907103 25,305 373 shared-defined 1 373 REGENERON PHARMACEUTICALS COM 75886F107 7,821 700 shared-defined 1 700 RESEARCH IN MOTION LTD COM 760975102 50,831 641 shared-defined 1 641 RIO TINTO PLC SPONSORED ADR 767204100 28,824 149 shared-defined 1 149 RITCHIE BROS AUCTIONEERS COM 767744105 563,205 10,874 shared-defined 1 10,874 RITE AID CORP COM 767754104 4,568 1,000 shared-defined 1 1,000 ROGERS COMMUNICATIONS INC CL B 775109200 13,231,138 289,142 shared-defined 1 289,142 ROYAL & SUN ALLIANCE INS SPON ADR NEW 78004V202 9,166 900 shared-defined 1 900 ROYAL BK CDA MONTREAL QUE COM 780087102 191,151,343 2,257,071 shared-defined 1 2,257,071 ROYAL BK SCOTLAND GROUP PLC SP ADR PREF E 780097705 46,307 1,500 shared-defined 1 1,500 ROYAL BK SCOTLAND GROUP PLC SPON ADR F 780097804 25,083 800 shared-defined 1 800 ROYAL BK SCOTLAND GROUP PLC SP ADR PREF D 780097606 18,502 600 shared-defined 1 600 ROYAL BK SCOTLAND GROUP PLC SPON ADR SER H 780097879 15,035 500 shared-defined 1 500 ROYAL DUTCH PETE CO NY REG EUR .56 780257804 268,552 3,632 shared-defined 1 3,632 ROYAL DUTCH SHELL PLC SPON ADR B 780259107 1,243,557 15,336 shared-defined 1 15,336 ROYAL DUTCH SHELL PLC SPONS ADR A 780259206 8,501 110 shared-defined 1 110 RSA SEC INC COM 749719100 29,929 2,000 shared-defined 1 2,000
RYANAIR HLDGS PLC SPONSORED ADR 783513104 201,830 3,765 shared-defined 1 3,765 SABRE HLDGS CORP CL A 785905100 4,776 200 shared-defined 1 200 SANOFI AVENTIS SPONSORED ADR 80105N105 5,728,541 117,098 shared-defined 1 117,098 SAP AKTIENGESELLSCHAFT SPONSORED ADR 803054204 5,204 102 shared-defined 1 102 SBC COMMUNICATIONS INC COM 78387G103 20,800 737 shared-defined 1 737 SCHERING PLOUGH CORP COM 806605101 1,920,977 77,508 shared-defined 1 77,508 SCHLUMBERGER LTD COM 806857108 89,414 900 shared-defined 1 900 SCHULMAN A INC COM 808194104 42,269 2,000 shared-defined 1 2,000 SEAGATE TECHNOLOGY SHS G7945J104 2,239 120 shared-defined 1 120 SENESCO TECHNOLOGIES INC COM NEW 817208408 20,369 10,000 shared-defined 1 10,000 SERVICE CORP INTL COM 817565104 3,660 375 shared-defined 1 375 SMURFIT-STONE CONTAINER CORP COM 832727101 402,590 33,005 shared-defined 1 33,005 SOLECTRON CORP COM 834182107 9,226 2,004 shared-defined 1 2,004 SONY CORP ADR NEW 835699307 32,239 825 shared-defined 1 825 SOUTHERN CO COM 842587107 69,134 1,642 shared-defined 1 1,642 SPDR TR UNIT SER 1 78462F103 507,967 3,511 shared-defined 1 3,511 SPRINT NEXTEL CORP COM FON 852061100 6,618,995 236,405 shared-defined 1 236,405 STAPLES INC COM 855030102 37,653 1,500 shared-defined 1 1,500 STARBUCKS CORP COM 855244109 47,190 800 shared-defined 1 800 STARWOOD HOTELS&RESORTS WRLD PAIRED CTF 85590A203 7,363,583 109,395 shared-defined 1 109,395 SUN LIFE FINL INC COM 866796105 63,900,763 1,463,935 shared-defined 1 1,463,935 SUN MICROSYSTEMS INC COM 866810104 6,462 1,400 shared-defined 1 1,400 SUNCOR ENERGY INC COM 867229106 53,405,542 758,386 shared-defined 1 758,386 SUNRISE SENIOR LIVING INC COM 86768K106 31,039 395 shared-defined 1 395 SYCAMORE NETWORKS INC COM 871206108 8,878 2,000 shared-defined 1 2,000 SYMANTEC CORP COM 871503108 54,427 2,040 shared-defined 1 2,040 SYSCO CORP COM 871829107 14,774 400 shared-defined 1 400 TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 252,582 26,098 shared-defined 1 26,098 TALISMAN ENERGY INC COM 87425E103 22,481,479 395,244 shared-defined 1 395,244 TDC A/S SPONSORED ADR 87236N102 3,939 124 shared-defined 1 124 TELECOM ITALIA S P A NEW SPON ADR ORD 87927Y102 855,370 22,285 shared-defined 1 22,285 TELEFLEX INC COM 879369106 26,562 320 shared-defined 1 320 TELEFONICA S A SPONSORED ADR 879382208 41,403 713 shared-defined 1 713 TELLABS INC COM 879664100 61,931 5,000 shared-defined 1 5,000 TELUS CORP NON-VTG SHS 87971M202 16,780,461 354,392 shared-defined 1 354,392 TEMPUR PEDIC INTL INC COM 88023U101 6,875,419 493,201 shared-defined 1 493,201 TERRA INDS INC COM 880915103 908 116 shared-defined 1 116 TEVA PHARMACEUTICAL INDS LTD ADR 881624209 121,784 3,095 shared-defined 1 3,095 TEXAS INSTRS INC COM 882508104 35,922 900 shared-defined 1 900 TIME WARNER INC COM 887317105 2,287,541 107,282 shared-defined 1 107,282 TLC VISION CORP COM 872549100 2,355 300 shared-defined 1 300 TOMKINS PLC SPONSORED ADR 890030208 3,940,447 162,621 shared-defined 1 162,621 TORONTO DOMINION BK ONT COM NEW 891160509 57,013,625 994,655 shared-defined 1 994,655 TOTAL S A SPONSORED ADR 89151E109 11,744,265 73,441 shared-defined 1 73,441 TRIBUNE CO NEW COM 896047107 19,951 500 shared-defined 1 500 UBS AG NAMEN AKT H8920M855 43,891 436 shared-defined 1 436 ULTRA PETROLEUM CORP COM 903914109 133,941 2,000 shared-defined 1 2,000 UNITED PARCEL SERVICE INC CL B 911312106 1,476,886 18,145 shared-defined 1 18,145 UNITED TECHNOLOGIES CORP COM 913017109 3,450,751 56,536 shared-defined 1 56,536 UNITEDHEALTH GROUP INC COM 91324P102 10,587 160 shared-defined 1 160 US BANCORP DEL COM NEW 902973304 100,011 3,025 shared-defined 1 3,025 VALERO ENERGY CORP NEW COM 91913Y100 1,089,693 8,186 shared-defined 1 8,186 VERIZON COMMUNICATIONS COM 92343V104 35,602 925 shared-defined 1 925 VIACOM INC CL B 925524308 117,336 3,019 shared-defined 1 3,019 VODAFONE GROUP PLC NEW SPONSORED ADR 92857W100 7,100,662 232,222 shared-defined 1 232,222 WACHOVIA CORP 2ND NEW COM 929903102 774,928 13,830 shared-defined 1 13,830 WAL MART STORES INC COM 931142103 12,339,592 239,169 shared-defined 1 239,169 WALGREEN CO COM 931422109 131,476 2,570 shared-defined 1 2,570 WELLPOINT INC COM 94973V107 1,003,131 11,237 shared-defined 1 11,237 WELLS FARGO & CO NEW COM 949746101 2,150,870 31,190 shared-defined 1 31,190 WENDYS INTL INC COM 950590109 263,087 4,949 shared-defined 1 4,949 WHOLE FOODS MKT INC COM 966837106 113,185 715 shared-defined 1 715 WPP GROUP PLC SPON ADR NEW 929309300 4,067,547 67,580 shared-defined 1 67,580 WYETH COM 983024100 237,253 4,355 shared-defined 1 4,355 XEROX CORP COM 984121103 64,286 4,000 shared-defined 1 4,000 ZHONE TECHNOLOGIES INC NEW COM 98950P108 17,304 5,631 shared-defined 1 5,631 ZIMMER HLDGS INC COM 98956P102 30,822 380 shared-defined 1 380 21ST CENTY INS GROUP COM 90130N103 28,693 1,550 Sole 1,550 3COM CORP COM 885535104 39,066 8,250 Sole 8,250 3-D SYS CORP DEL COM NEW 88554D205 46,440 1,800 Sole 1,800 3M CO COM 88579Y101 26,126,131 306,855 Sole 306,855 7-ELEVEN INC COM NEW 817826209 70,259 1,700 Sole 1,700 99 CENTS ONLY STORES COM 65440K106 16,855 1,570 Sole 1,570 A C MOORE ARTS & CRAFTS INC COM 00086T103 77,911 3,500 Sole 3,500 A D C TELECOMMUNICATIONS COM NEW 000886309 530,126 19,981 Sole 19,981 AARON RENTS INC COM 002535201 9,205 375 Sole 375 ABB LTD SPONSORED ADR 000375204 1,793,823 210,000 Sole 210,000 ABBOTT LABS COM 002824100 35,947,644 730,503 Sole 730,503 ABER DIAMOND CORP COM 002893105 47,329,488 1,113,635 Sole 1,113,635 ABER DIAMOND CORP COM 002893105 748,225 17,600 Sole 17,600 ABERCROMBIE & FITCH CO CL A 002896207 156,211 2,700 Sole 2,700 ABGENIX INC COM 00339B107 2,437,655 165,642 Sole 165,642 ABITIBI-CONSOLIDATED INC COM 003924107 25,250,928 5,407,051 Sole 5,407,051 ABITIBI-CONSOLIDATED INC COM 003924107 5,876,948 1,250,300 Sole 1,250,300 ABM INDS INC COM 000957100 17,969 744 Sole 744 ACCENTURE LTD BERMUDA CL A G1150G111 2,575,185 87,150 Sole 87,150 ACCO BRANDS CORP COM 00081T108 11,987 366 Sole 366 ACCREDITED HOME LENDRS HLDG COM 00437P107 97,936 2,400 Sole 2,400 ACCURIDE CORP COM 004398103 73,728 4,600 Sole 4,600 ACE LTD ORD G0070K103 10,278,584 188,151 Sole 188,151 ACTIVISION INC NEW COM NEW 004930202 7,614,571 320,826 Sole 320,826 ACTUANT CORP CL A NEW 00508X203 549,516 10,117 Sole 10,117 ACUITY BRANDS INC COM 00508Y102 13,774 400 Sole 400 ACXIOM CORP COM 005125109 38,021 1,750 Sole 1,750 ADAPTEC INC COM 00651F108 8,223 1,850 Sole 1,850 ADE CORP MASS COM 00089C107 16,959 650 Sole 650 ADESA INC COM 00686U104 43,604 1,700 Sole 1,700 ADOBE SYS INC COM 00724F101 25,928,888 748,440 Sole 748,440 ADOLOR CORP COM 00724X102 247,904 20,000 Sole 20,000 ADTRAN INC COM 00738A106 2,482,349 67,900 Sole 67,900 ADVANCE AMER CASH ADVANCE CT COM 00739W107 23,913 1,555 Sole 1,555 ADVANCE AUTO PARTS INC COM 00751Y106 131,040 2,919 Sole 2,919 ADVANCED DIGITAL INFORMATION COM 007525108 10,201 935 Sole 935 ADVANCED ENERGY INDS COM 007973100 14,361 1,150 Sole 1,150 ADVANCED LIFE SCIENCES HLDGS COM 00765H107 250,916 43,500 Sole 43,500 ADVANCED MEDICAL OPTICS INC COM 00763M108 602,224 13,673 Sole 13,673 ADVANCED MICRO DEVICES INC COM 007903107 22,172,095 758,095 Sole 758,095
ADVANCED NEUROMODULATION SYS COM 00757T101 589,378 10,700 Sole 10,700 ADVANTA CORP CL B 007942204 58,975 1,800 Sole 1,800 ADVANTA CORP CL A 007942105 9,074 300 Sole 300 ADVENT SOFTWARE INC COM 007974108 22,825 730 Sole 730 ADVISORY BRD CO COM 00762W107 1,839,108 30,450 Sole 30,450 ADVO INC COM 007585102 17,250 475 Sole 475 AEROFLEX INC COM 007768104 5,975 550 Sole 550 AEROPOSTALE COM 007865108 33,911 1,375 Sole 1,375 AES CORP COM 00130H105 2,605,351 136,630 Sole 136,630 AETHER HLDGS INC COM 00809C106 1,191 300 Sole 300 AETNA INC NEW COM 00817Y108 17,764,595 177,692 Sole 177,692 AFFILIATED COMPUTER SERVICES CL A 008190100 11,239,210 177,362 Sole 177,362 AFFILIATED MANAGERS GROUP COM 008252108 1,336,405 15,900 Sole 15,900 AFFYMETRIX INC COM 00826T108 4,610,856 85,936 Sole 85,936 AFLAC INC COM 001055102 5,340,692 101,582 Sole 101,582 AGCO CORP COM 001084102 975,879 46,200 Sole 46,200 AGERE SYS INC COM 00845V308 33,775 2,796 Sole 2,796 AGILE SOFTWARE CORP DEL COM 00846X105 4,577 550 Sole 550 AGILENT TECHNOLOGIES INC COM 00846U101 4,494,033 118,234 Sole 118,234 AGL RES INC COM 001204106 53,837 1,250 Sole 1,250 AGNICO EAGLE MINES LTD COM 008474108 11,991,132 695,945 Sole 695,945 AGRIUM INC COM 008916108 28,945,893 1,131,583 Sole 1,131,583 AIR PRODS & CHEMS INC COM 009158106 3,751,799 58,626 Sole 58,626 AIRGAS INC COM 009363102 1,091,046 31,727 Sole 31,727 AIRTRAN HLDGS INC COM 00949P108 22,774 1,550 Sole 1,550 AK STL HLDG CORP COM 001547108 341,160 34,300 Sole 34,300 AKAMAI TECHNOLOGIES INC COM 00971T101 31,470 1,700 Sole 1,700 ALABAMA NATL BANCORP DELA COM 010317105 -- 7,000 Sole 7,000 ALAMOSA HLDGS INC COM 011589108 38,723 1,950 Sole 1,950 ALASKA AIR GROUP INC COM 011659109 232,042 6,880 Sole 6,880 ALBANY INTL CORP CL A 012348108 1,912,772 44,700 Sole 44,700 ALBEMARLE CORP COM 012653101 43,755 1,000 Sole 1,000 ALBERTO CULVER CO COM 013068101 1,161,775 22,369 Sole 22,369 ALBERTSONS INC COM 013104104 2,169,563 72,879 Sole 72,879 ALCAN INC COM 013716105 219,686,729 5,961,648 Sole 5,961,648 ALCOA INC COM 013817101 14,960,558 527,861 Sole 527,861 ALCON INC COM SHS H01301102 2,790,250 18,800 Sole 18,800 ALERIS INTL INC COM 014477103 398,231 12,500 Sole 12,500 ALEXANDER & BALDWIN INC COM 014482103 60,122 973 Sole 973 ALEXANDRIA REAL ESTATE EQ IN COM 015271109 38,388 400 Sole 400 ALEXION PHARMACEUTICALS INC COM 015351109 1,134,027 35,300 Sole 35,300 ALFA CORP COM 015385107 22,669 1,171 Sole 1,171 ALIGN TECHNOLOGY INC COM 016255101 10,919 1,400 Sole 1,400 ALKERMES INC COM 01642T108 5,822,283 298,608 Sole 298,608 ALLEGHANY CORP DEL COM 017175100 38,356 108 Sole 108 ALLEGHENY ENERGY INC COM 017361106 1,981,700 55,582 Sole 55,582 ALLEGHENY TECHNOLOGIES INC COM 01741R102 549,003 15,269 Sole 15,269 ALLERGAN INC COM 018490102 5,039,070 47,389 Sole 47,389 ALLETE INC COM NEW 018522300 31,900 600 Sole 600 ALLIANCE CAP MGMT HLDG L P UNIT LTD PARTN 01855A101 81,858 1,474 Sole 1,474 ALLIANCE DATA SYSTEMS CORP COM 018581108 631,581 13,900 Sole 13,900 ALLIANCE GAMING CORP COM NEW 01859P609 12,593 1,000 Sole 1,000 ALLIANCE SEMICONDUCTOR CORP COM 01877H100 11,601 3,400 Sole 3,400 ALLIANT ENERGY CORP COM 018802108 68,867 2,037 Sole 2,037 ALLIANT TECHSYSTEMS INC COM 018804104 3,192,986 36,854 Sole 36,854 ALLIED CAP CORP NEW COM 01903Q108 29,905 900 Sole 900 ALLIED WASTE INDS INC COM PAR$.01NEW 019589308 1,423,781 145,179 Sole 145,179 ALLMERICA FINL CORP COM 019754100 45,360 950 Sole 950 ALLSCRIPTS HEALTHCARE SOLUTI COM 01988P108 453,834 21,700 Sole 21,700 ALLSTATE CORP COM 020002101 12,142,167 189,220 Sole 189,220 ALLTEL CORP COM 020039103 15,646,758 207,059 Sole 207,059 ALPHARMA INC CL A 020813101 12,989 450 Sole 450 ALTEON INC COM 02144G107 3,203 9,200 Sole 9,200 ALTERA CORP COM 021441100 5,019,367 226,311 Sole 226,311 ALTIRIS INC COM 02148M100 173,907 9,800 Sole 9,800 ALTRIA GROUP INC COM 02209S103 86,162,573 1,007,186 Sole 1,007,186 AMAZON COM INC COM 023135106 10,965,237 208,563 Sole 208,563 AMB PROPERTY CORP COM 00163T109 101,616 1,950 Sole 1,950 AMBAC FINL GROUP INC COM 023139108 1,768,834 21,150 Sole 21,150 AMBASSADORS GROUP INC COM 023177108 7,764 300 Sole 300 AMBASSADORS INTL INC COM 023178106 12,195 750 Sole 750 AMCOL INTL CORP COM 02341W103 13,280 600 Sole 600 AMCORE FINL INC COM 023912108 14,489 400 Sole 400 AMDOCS LTD ORD G02602103 1,062,053 33,000 Sole 33,000 AMEGY BANCORPORATION INC COM 02343R102 648,730 24,700 Sole 24,700 AMERADA HESS CORP COM 023551104 12,605,741 78,992 Sole 78,992 AMERCO COM 023586100 87,796 1,300 Sole 1,300 AMEREN CORP COM 023608102 2,463,106 39,676 Sole 39,676 AMERIANA BANCORP COM 023613102 2,437 150 Sole 150 AMERICA MOVIL S A DE C V SPON ADR L SHS 02364W105 17,107,018 560,023 Sole 560,023 AMERICAN AXLE & MFG HLDGS IN COM 024061103 22,099 825 Sole 825 AMERICAN EAGLE OUTFITTERS NE COM 02553E106 69,365 2,540 Sole 2,540 AMERICAN ELEC PWR INC COM 025537101 3,245,811 70,445 Sole 70,445 AMERICAN EXPRESS CO COM 025816109 40,462,639 606,956 Sole 606,956 AMERICAN FINL GROUP INC OHIO COM 025932104 39,419 1,001 Sole 1,001 AMERICAN FINL RLTY TR COM 02607P305 21,672 1,315 Sole 1,315 AMERICAN GREETINGS CORP CL A 026375105 47,701 1,500 Sole 1,500 AMERICAN HEALTHWAYS INC COM 02649V104 39,171 796 Sole 796 AMERICAN HOME MTG INVT CORP COM 02660R107 552,109 15,700 Sole 15,700 AMERICAN INTL GROUP INC COM 026874107 64,457,080 896,348 Sole 896,348 AMERICAN ITALIAN PASTA CO CL A 027070101 24,744 2,000 Sole 2,000 AMERICAN MED SYS HLDGS INC COM 02744M108 32,741 1,400 Sole 1,400 AMERICAN NATL INS CO COM 028591105 55,300 400 Sole 400 AMERICAN PHARMACEUTICALS PTN COM 02886P109 174,877 3,300 Sole 3,300 AMERICAN PHYSICIANS CAPITAL COM 028884104 148,253 2,600 Sole 2,600 AMERICAN PWR CONVERSION CORP COM 029066107 4,899,825 163,004 Sole 163,004 AMERICAN REAL ESTATE PARTNR DEPOSITRY UNIT 029169109 30,466 700 Sole 700 AMERICAN STD COS INC DEL COM 029712106 13,338,516 246,891 Sole 246,891 AMERICAN SUPERCONDUCTOR CORP COM 030111108 6,006 500 Sole 500 AMERICAN TOWER CORP CL A 029912201 13,627,613 470,616 Sole 470,616 AMERICANWEST BANCORPORATION COM 03058P109 5,286 197 Sole 197 AMERICREDIT CORP COM 03060R101 90,591 3,270 Sole 3,270 AMERIGROUP CORP COM 03073T102 15,533 700 Sole 700 AMERISOURCEBERGEN CORP COM 03073E105 6,880,914 76,698 Sole 76,698 AMERISTAR CASINOS INC COM 03070Q101 97,763 4,042 Sole 4,042 AMERITRADE HLDG CORP NEW COM 03074K100 7,889,000 316,450 Sole 316,450 AMERUS GROUP CO COM 03072M108 51,802 778 Sole 778
AMETEK INC NEW COM 031100100 1,067,239 21,400 Sole 21,400 AMGEN INC COM 031162100 59,405,158 642,461 Sole 642,461 AMIS HLDGS INC COM 031538101 867,039 62,990 Sole 62,990 AMKOR TECHNOLOGY INC COM 031652100 12,200 2,400 Sole 2,400 AMLI RESIDENTIAL PPTYS TR SH BEN INT 001735109 16,749 450 Sole 450 AMN HEALTHCARE SERVICES INC COM 001744101 8,977 500 Sole 500 AMPHENOL CORP NEW CL A 032095101 112,365 2,400 Sole 2,400 AMSOUTH BANCORPORATION COM 032165102 1,849,330 63,081 Sole 63,081 AMSURG CORP COM 03232P405 15,877 500 Sole 500 AMVESCAP PLC SPONSORED ADR 03235E100 2,457,425 162,500 Sole 162,500 AMYLIN PHARMACEUTICALS INC COM 032346108 7,242,997 179,383 Sole 179,383 ANADARKO PETE CORP COM 032511107 7,902,273 71,110 Sole 71,110 ANADYS PHARMACEUTICALS INC COM 03252Q408 71,825 5,800 Sole 5,800 ANALOG DEVICES INC COM 032654105 14,363,601 333,226 Sole 333,226 ANALOGIC CORP COM PAR $0.05 032657207 269,127 4,600 Sole 4,600 ANAREN INC COM 032744104 6,546 400 Sole 400 ANDREW CORP COM 034425108 3,185,648 246,173 Sole 246,173 ANDRX CORP DEL ANDRX GROUP 034553107 1,449,657 80,950 Sole 80,950 ANGELICA CORP COM 034663104 149,160 7,200 Sole 7,200 ANGIOTECH PHARMACEUTICALS IN COM 034918102 9,915,695 612,458 Sole 612,458 ANHEUSER BUSCH COS INC COM 035229103 15,155,155 303,393 Sole 303,393 ANIXTER INTL INC COM 035290105 819,122 17,500 Sole 17,500 ANNALY MTG MGMT INC COM 035710409 27,354 1,820 Sole 1,820 ANNTAYLOR STORES CORP COM 036115103 720,337 23,377 Sole 23,377 ANTEON INTL CORP COM 03674E108 4,655,037 93,800 Sole 93,800 ANTHRACITE CAP INC COM 037023108 90,046 6,700 Sole 6,700 AON CORP COM 037389103 2,305,855 61,932 Sole 61,932 APA ENTERPRISES INC COM 001853100 1,040 700 Sole 700 APACHE CORP COM 037411105 7,900,505 90,498 Sole 90,498 APARTMENT INVT & MGMT CO CL A 03748R101 3,180,045 70,655 Sole 70,655 APHTON CORP COM 03759P101 297 400 Sole 400 APOLLO GROUP INC CL A 037604105 10,921,692 141,744 Sole 141,744 APOLLO INVT CORP COM 03761U106 273,461 11,900 Sole 11,900 APPLE COMPUTER INC COM 037833100 31,523,644 506,650 Sole 506,650 APPLEBEES INTL INC COM 037899101 240,392 10,011 Sole 10,011 APPLERA CORP COM AP BIO GRP 038020103 - 39,964 Sole 39,964 APPLERA CORP COM CE GEN GRP 038020202 5,631 400 Sole 400 APPLICA INC COM 03815A106 485 250 Sole 250 APPLIED FILMS CORP COM 038197109 12,186 500 Sole 500 APPLIED MATLS INC COM 038222105 5,904,227 299,954 Sole 299,954 APPLIED MICRO CIRCUITS CORP COM 03822W109 164,609 47,277 Sole 47,277 APRIA HEALTHCARE GROUP INC COM 037933108 42,590 1,150 Sole 1,150 APTARGROUP INC COM 038336103 40,467 700 Sole 700 AQUA AMERICA INC COM 03836W103 92,841 2,104 Sole 2,104 AQUILA INC COM 03840P102 29,442 6,406 Sole 6,406 ARAMARK CORP CL B 038521100 5,505,534 177,600 Sole 177,600 ARBITRON INC COM 03875Q108 - 20,730 Sole 20,730 ARBOR RLTY TR INC COM 038923108 228,290 7,000 Sole 7,000 ARCH CAP GROUP LTD ORD G0450A105 37,410 650 Sole 650 ARCH CHEMICALS INC COM 03937R102 349,442 12,950 Sole 12,950 ARCH COAL INC COM 039380100 1,766,578 22,550 Sole 22,550 ARCHER DANIELS MIDLAND CO COM 039483102 13,067,558 456,582 Sole 456,582 ARCHSTONE SMITH TR COM 039583109 4,326,352 93,496 Sole 93,496 ARDEN RLTY INC COM 039793104 396,160 8,291 Sole 8,291 ARENA PHARMACEUTICALS INC COM 040047102 457,300 39,800 Sole 39,800 ARGON ST INC COM 040149106 61,294 1,800 Sole 1,800 ARGOSY GAMING CO COM 040228108 32,722 600 Sole 600 ARIBA INC COM NEW 04033V203 4,221 638 Sole 638 ARKANSAS BEST CORP DEL COM 040790107 18,212 450 Sole 450 ARMOR HOLDINGS INC COM 042260109 770,226 15,430 Sole 15,430 ARQULE INC COM 04269E107 5,452 600 Sole 600 ARRAY BIOPHARMA INC COM 04269X105 285,826 34,300 Sole 34,300 ARROW ELECTRS INC COM 042735100 74,249 2,040 Sole 2,040 ARROW INTL INC COM 042764100 26,183 800 Sole 800 ART TECHNOLOGY GROUP INC COM 04289L107 1,539 1,300 Sole 1,300 ARTESYN TECHNOLOGIES INC COM 043127109 137,078 12,700 Sole 12,700 ARTHROCARE CORP COM 043136100 14,004 300 Sole 300 ARVINMERITOR INC COM 043353101 28,254 1,456 Sole 1,456 ASBURY AUTOMOTIVE GROUP INC COM 043436104 190,732 9,650 Sole 9,650 ASHLAND INC NEW COM 044209104 3,045,747 47,507 Sole 47,507 ASHWORTH INC COM 04516H101 1,982 250 Sole 250 ASML HLDG NV N Y SHS N07059111 1,686,213 88,000 Sole 88,000 ASPECT MED SYS INC COM 045235108 725,599 21,100 Sole 21,100 ASPEN INSURANCE HOLDINGS LTD SHS G05384105 456,133 13,300 Sole 13,300 ASSOCIATED BANC CORP COM 045487105 124,202 3,511 Sole 3,511 ASSURANT INC COM 04621X108 3,319,117 75,140 Sole 75,140 ASSURED GUARANTY LTD COM G0585R106 541,577 19,500 Sole 19,500 ASTA FDG INC COM 046220109 211,415 6,000 Sole 6,000 ASTORIA FINL CORP COM 046265104 105,021 3,425 Sole 3,425 AT&T CORP COM NEW 001957505 7,541,905 328,196 Sole 328,196 ATHEROGENICS INC COM 047439104 1,006,499 54,100 Sole 54,100 ATHEROS COMMUNICATIONS INC COM 04743P108 22,655 2,000 Sole 2,000 ATI TECHNOLOGIES INC COM 001941103 64,806,276 4,032,749 Sole 4,032,749 ATI TECHNOLOGIES INC COM 001941103 1,067,798 66,000 Sole 66,000 ATLAS AMER INC COM 049167109 10,092 178 Sole 178 ATMEL CORP COM 049513104 29,766 12,450 Sole 12,450 ATMI INC COM 00207R101 133,121 3,700 Sole 3,700 ATMOS ENERGY CORP COM 049560105 38,361 1,170 Sole 1,170 AU OPTRONICS CORP SPONSORED ADR 002255107 139,885 9,300 Sole 9,300 AURIZON MINES LTD COM 05155P106 7,400 5,000 Sole 5,000 AUTOBYTEL INC COM 05275N106 283,753 48,800 Sole 48,800 AUTODESK INC COM 052769106 9,427,938 174,921 Sole 174,921 AUTOMATIC DATA PROCESSING IN COM 053015103 9,564,802 191,479 Sole 191,479 AUTOMATIC DATA PROCESSING IN COM 053015103 329,685 6,600 Sole 6,600 AUTONATION INC COM 05329W102 3,075,311 132,687 Sole 132,687 AUTOZONE INC COM 053332102 4,251,858 44,006 Sole 44,006 AVALONBAY CMNTYS INC COM 053484101 159,141 1,600 Sole 1,600 AVANEX CORP COM 05348W109 3,208 2,850 Sole 2,850 AVANT IMMUNOTHERAPEUTICS INC COM 053491106 3,847 2,550 Sole 2,550 AVAYA INC COM 053499109 5,770,677 482,733 Sole 482,733 AVERY DENNISON CORP COM 053611109 4,796,997 78,893 Sole 78,893 AVICI SYS INC COM NEW 05367L802 6,733 1,275 Sole 1,275 AVID TECHNOLOGY INC COM 05367P100 34,643 721 Sole 721 AVIGEN INC COM 053690103 5,324 1,650 Sole 1,650 AVISTA CORP COM 05379B107 16,887 750 Sole 750 AVNET INC COM 053807103 91,203 3,214 Sole 3,214 AVOCENT CORP COM 053893103 30,001 817 Sole 817
AVON PRODS INC COM 054303102 8,805,942 281,015 Sole 281,015 AVX CORP NEW COM 002444107 31,790 2,150 Sole 2,150 AWARE INC MASS COM 05453N100 6,788 1,050 Sole 1,050 AXCAN PHARMA INC COM 054923107 5,178,964 346,419 Sole 346,419 AXCELIS TECHNOLOGIES INC COM 054540109 13,540 2,235 Sole 2,235 AXIS CAPITAL HOLDINGS SHS G0692U109 1,919,145 58,000 Sole 58,000 BAKER HUGHES INC COM 057224107 11,235,897 162,217 Sole 162,217 BALDOR ELEC CO COM 057741100 441,318 15,000 Sole 15,000 BALL CORP COM 058498106 747,913 17,540 Sole 17,540 BALLARD PWR SYS INC COM 05858H104 5,598,515 861,310 Sole 861,310 BALLY TOTAL FITNESS HLDG COR COM 05873K108 9,338 1,800 Sole 1,800 BANCO BRADESCO S A SP ADR PFD NEW 059460303 -- 24,720 Sole 24,720 BANCO ITAU HLDG FINANCIERA S SP ADR 500 PFD 059602201 3,008,561 21,846 Sole 21,846 BANCOLOMBIA S A SPON ADR PREF 05968L102 797,118 31,290 Sole 31,290 BANCORPSOUTH INC COM 059692103 35,802 1,350 Sole 1,350 BANDAG INC COM 059815100 12,436 250 Sole 250 BANK HAWAII CORP COM 062540109 57,125 1,000 Sole 1,000 BANK MONTREAL QUE COM 063671101 586,692,426 10,150,388 Sole 10,150,388 BANK MUTUAL CORP NEW COM 063750103 65,617 5,274 Sole 5,274 BANK NEW YORK INC COM 064057102 8,789,106 257,494 Sole 257,494 BANK NOVA SCOTIA HALIFAX COM 064149107 1,030,256,649 23,733,164 Sole 23,733,164 BANK OF AMERICA CORPORATION COM 060505104 87,332,711 1,787,361 Sole 1,787,361 BANKATLANTIC BANCORP CL A 065908501 24,648 1,250 Sole 1,250 BANTA CORP COM 066821109 34,257 580 Sole 580 BARCLAYS PLC ADR 06738E204 2,366,463 50,000 Sole 50,000 BARD C R INC COM 067383109 1,448,697 18,904 Sole 18,904 BARNES & NOBLE INC COM 067774109 63,444 1,450 Sole 1,450 BARR PHARMACEUTICALS INC COM 068306109 3,352,286 52,593 Sole 52,593 BARRETT BILL CORP COM 06846N104 1,234,992 28,900 Sole 28,900 BARRICK GOLD CORP COM 067901108 291,856,626 8,660,434 Sole 8,660,434 BAUSCH & LOMB INC COM 071707103 - 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FOUR SEASONS HOTEL INC LTD VTG SH 35100E104 12,499,171 188,354 Sole 188,354 FPL GROUP INC COM 302571104 4,114,725 74,482 Sole 74,482 FRANCE TELECOM SPONSORED ADR 35177Q105 2,832,880 84,900 Sole 84,900 FRANKLIN RES INC COM 354613101 10,185,332 104,525 Sole 104,525 FREDS INC CL A 356108100 9,437 650 Sole 650 FREEPORT-MCMORAN COPPER & GO CL B 35671D857 7,155,327 126,882 Sole 126,882 FREESCALE SEMICONDUCTOR INC CL B 35687M206 10,282,638 375,732 Sole 375,732 FREMONT GEN CORP COM 357288109 25,336 1,000 Sole 1,000 FRESH DEL MONTE PRODUCE INC ORD G36738105 26,853 850 Sole 850 FRIEDMAN BILLINGS RAMSEY GRO CL A 358434108 41,890 3,542 Sole 3,542 FRONTEER DEV GROUP INC COM 35903Q106 912,800 280,000 Sole 280,000 FRONTIER AIRLINES INC NEW COM 359065109 72,644 6,400 Sole 6,400 FRONTIER OIL CORP COM 35914P105 473,548 9,200 Sole 9,200 FTI CONSULTING INC COM 302941109 19,789 675 Sole 675 FUELCELL ENERGY INC COM 35952H106 2,546 200 Sole 200 FULLER H B CO COM 359694106 223,643 6,200 Sole 6,200 FULTON FINL 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7,378 1,300 Sole 1,300 GENENTECH INC COM NEW 368710406 24,088,237 246,467 Sole 246,467 GENERAL DYNAMICS CORP COM 369550108 7,680,630 55,356 Sole 55,356 GENERAL ELEC CO COM 369604103 165,716,906 4,240,735 Sole 4,240,735 GENERAL GROWTH PPTYS INC COM 370021107 266,361 5,108 Sole 5,108 GENERAL MARITIME CORP SHS Y2692M103 31,144 729 Sole 729 GENERAL MLS INC COM 370334104 13,519,130 241,668 Sole 241,668 GENERAL MTRS CORP COM 370442105 8,072,174 227,219 Sole 227,219 GENESCO INC COM 371532102 12,966 300 Sole 300 GENESEE & WYO INC CL A 371559105 77,261 2,100 Sole 2,100 GENESIS HEALTHCARE CORP COM 37184D101 304,310 6,503 Sole 6,503 GENLYTE GROUP INC COM 372302109 1,406,202 25,200 Sole 25,200 GEN-PROBE INC NEW COM 36866T103 3,696,024 64,400 Sole 64,400 GENTEX CORP COM 371901109 2,405,158 119,100 Sole 119,100 GENTIVA HEALTH SERVICES INC COM 37247A102 157,726 7,500 Sole 7,500 GENUINE PARTS CO COM 372460105 3,867,318 77,673 Sole 77,673 GENWORTH FINL INC COM CL A 37247D106 5,825,943 155,700 Sole 155,700 GENZYME CORP COM 372917104 8,078,988 97,167 Sole 97,167 GEORGIA GULF CORP COM PAR $0.01 373200203 13,974 500 Sole 500 GEORGIA PAC CORP COM 373298108 3,225,256 81,590 Sole 81,590 GERDAU AMERISTEEL CORP COM 37373P105 8,276,040 1,379,340 Sole 1,379,340 GERDAU S A SPONSORED ADR 373737105 1,103,449 63,681 Sole 63,681 GERMAN AMERN BANCORP COM 373865104 3,622 231 Sole 231 GETTY IMAGES INC COM 374276103 1,108,424 11,100 Sole 11,100 GEVITY HR INC COM 374393106 1,327,819 42,000 Sole 42,000 GIBRALTAR INDS INC COM 374689107 169,875 6,400 Sole 6,400 GILDAN ACTIVEWEAR INC COM 375916103 22,662,261 511,448 Sole 511,448 GILEAD SCIENCES INC COM 375558103 50,144,875 886,095 Sole 886,095 GILLETTE CO COM 375766102 35,968,195 532,492 Sole 532,492 GLACIER BANCORP INC NEW COM 37637Q105 397,544 11,096 Sole 11,096 GLAMIS GOLD LTD COM 376775102 39,772,299 1,559,698 Sole 1,559,698 GLAMIS GOLD LTD COM 376775102 61,558 2,400 Sole 2,400 GLATFELTER COM 377316104 4,252 260 Sole 260 GLAXOSMITHKLINE PLC SPONSORED ADR 37733W105 2,261,592 38,000 Sole 38,000 GLENBOROUGH RLTY TR INC COM 37803P105 278,544 12,500 Sole 12,500 GLIMCHER RLTY TR SH BEN INT 379302102 5,680 200 Sole 200 GLOBAL IMAGING SYSTEMS COM 37934A100 1,703,244 43,100 Sole 43,100 GLOBAL INDS LTD COM 379336100 25,661 1,500 Sole 1,500 GLOBAL PMT TECHNOLOGIES INC COM 37936S109 1,671 400 Sole 400 GLOBAL PMTS INC COM 37940X102 3,035,292 33,650 Sole 33,650 GLOBAL SIGNAL INC COM 37944Q103 46,785 901 Sole 901 GLOBALSANTAFE CORP SHS G3930E101 16,825,203 317,777 Sole 317,777 GOL LINHAS AEREAS INTLG S A SP ADR REP PFD 38045R107 434,237 11,530 Sole 11,530 GOLD FIELDS LTD NEW SPONSORED ADR 38059T106 1,854,987 110,000 Sole 110,000 GOLD KIST INC COM 380614107 297,235 13,100 Sole 13,100 GOLDCORP INC NEW COM 380956409 81,270,633 3,488,010 Sole 3,488,010 GOLDEN STAR RES LTD CDA COM 38119T104 4,256,991 1,105,712 Sole 1,105,712 GOLDEN WEST FINL CORP DEL COM 381317106 5,696,282 82,641 Sole 82,641 GOLDMAN SACHS GROUP INC COM 38141G104 29,198,871 206,929 Sole 206,929 GOODRICH CORP COM 382388106 3,397,919 66,029 Sole 66,029 GOODYEAR TIRE & RUBR CO COM 382550101 2,239,265 123,759 Sole 123,759 GOOGLE INC CL A 38259P508 18,711,257 50,945 Sole 50,945 GRACO INC COM 384109104 1,179,238 29,640 Sole 29,640 GRAFTECH INTL LTD COM 384313102 2,206 350 Sole 350 GRAINGER W W INC COM 384802104 955,385 13,083 Sole 13,083 GRANITE CONSTR INC COM 387328107 33,286 750 Sole 750 GRANT PRIDECO INC COM 38821G101 1,683,561 35,685 Sole 35,685 GRAPHIC PACKAGING CORP DEL COM 388688103 11,374 3,500 Sole 3,500 GREAT AMERN FINL RES INC COM 389915109 114,087 4,915 Sole 4,915 GREAT PLAINS ENERGY INC COM 391164100 52,070 1,500 Sole 1,500 GREATBATCH INC COM 39153L106 197,451 6,200 Sole 6,200 GREATER BAY BANCORP COM 391648102 37,176 1,300 Sole 1,300 GREATER CHINA FD INC COM 39167B102 928,125 47,800 Sole 47,800 GREIF INC CL A 397624107 31,667 454 Sole 454 GREY WOLF INC COM 397888108 27,395 2,800 Sole 2,800 GRIFFON CORP COM 398433102 29,265 1,025 Sole 1,025 GROUP 1 AUTOMOTIVE INC COM 398905109 73,675 2,300 Sole 2,300 GROUPE CGI INC CL A SUB VTG 39945C109 22,737,118 2,674,955 Sole 2,674,955 GRUPO TELEVISA SA DE CV SP ADR REP ORD 40049J206 13,226,375 158,920 Sole 158,920 GSI GROUP INC CDA COM 36229U102 3,584,208 297,198 Sole 297,198 GTC BIOTHERAPEUTICS INC COM 36238T104 5,485 3,400 Sole 3,400 GTECH HLDGS CORP COM 400518106 107,385 2,886 Sole 2,886 GUESS INC COM 401617105 17,410 700 Sole 700 GUIDANT CORP COM 401698105 14,386,315 179,933 Sole 179,933
GUITAR CTR MGMT INC COM 402040109 25,631 400 Sole 400 GYMBOREE CORP COM 403777105 201,048 12,700 Sole 12,700 HAEMONETICS CORP COM 405024100 85,503 1,550 Sole 1,550 HAIN CELESTIAL GROUP INC COM 405217100 13,509 600 Sole 600 HALLIBURTON CO COM 406216101 9,358,182 117,677 Sole 117,677 HANCOCK HLDG CO COM 410120109 29,717 750 Sole 750 HANOVER COMPRESSOR CO COM 410768105 312,871 19,450 Sole 19,450 HARBOR FLA BANCSHARES INC COM 411901101 517,768 12,300 Sole 12,300 HARLAND JOHN H CO COM 412693103 10,306 200 Sole 200 HARLEY DAVIDSON INC COM 412822108 7,888,659 140,319 Sole 140,319 HARLEYSVILLE GROUP INC COM 412824104 19,498 700 Sole 700 HARMAN INTL INDS INC COM 413086109 4,122,262 34,730 Sole 34,730 HARMONIC INC COM 413160102 7,694 1,139 Sole 1,139 HARMONY GOLD MNG LTD SPONSORED ADR 413216300 261,024 20,558 Sole 20,558 HARRAHS ENTMT INC COM 413619107 10,212,748 134,983 Sole 134,983 HARRIS CORP DEL COM 413875105 3,649,251 75,222 Sole 75,222 HARSCO CORP COM 415864107 962,672 12,650 Sole 12,650 HARTE-HANKS INC COM 416196103 39,877 1,300 Sole 1,300 HARTFORD FINL SVCS GROUP INC COM 416515104 21,247,060 237,229 Sole 237,229 HARVEST ENERGY TR COM 41752X101 77,140 2,030 Sole 2,030 HASBRO INC COM 418056107 926,075 40,607 Sole 40,607 HAWAIIAN ELEC INDUSTRIES COM 419870100 41,547 1,284 Sole 1,284 HCA INC COM 404119109 10,819,082 194,532 Sole 194,532 HCC INS HLDGS INC COM 404132102 63,740 1,925 Sole 1,925 HEALTH CARE PPTY INVS INC COM 421915109 88,179 2,815 Sole 2,815 HEALTH CARE REIT INC COM 42217K106 38,742 900 Sole 900 HEALTH MGMT ASSOC INC NEW CL A 421933102 2,799,463 102,773 Sole 102,773 HEALTH NET INC COM 42222G108 208,200 3,791 Sole 3,791 HEALTHAXIS INC COM NEW 42219D308 3,276 1,670 Sole 1,670 HEALTHCARE RLTY TR COM 421946104 46,586 1,000 Sole 1,000 HEARST-ARGYLE TELEVISION INC COM 422317107 22,362 750 Sole 750 HEARTLAND EXPRESS INC COM 422347104 -- 23,294 Sole 23,294 HEARTLAND PMT SYS INC COM 42235N108 33,230 1,200 Sole 1,200 HEIDRICK & STRUGGLES INTL IN COM 422819102 9,395 250 Sole 250 HEINZ H J CO COM 423074103 2,797,974 65,977 Sole 65,977 HELEN OF TROY CORP LTD COM G4388N106 15,571 650 Sole 650 HELMERICH & PAYNE INC COM 423452101 63,080 900 Sole 900 HENRY JACK & ASSOC INC COM 426281101 3,716,206 165,050 Sole 165,050 HERCULES INC COM 427056106 1,198,424 84,500 Sole 84,500 HERITAGE PPTY INVT TR INC COM 42725M107 30,466 750 Sole 750 HERSHEY CO COM 427866108 9,241,753 141,412 Sole 141,412 HEWITT ASSOCS INC COM 42822Q100 58,383 1,844 Sole 1,844 HEWLETT PACKARD CO COM 428236103 29,013,089 856,108 Sole 856,108 HIBERNIA CORP CL A 428656102 117,214 3,362 Sole 3,362 HIGHWOODS PPTYS INC COM 431284108 41,099 1,200 Sole 1,200 HILB ROGAL & HOBBS CO COM 431294107 328,707 7,589 Sole 7,589 HILLENBRAND INDS INC COM 431573104 96,598 1,769 Sole 1,769 HILTON HOTELS CORP COM 432848109 1,670,535 64,488 Sole 64,488 HINES HORTICULTURE INC COM 433245107 8,317 1,950 Sole 1,950 HNI CORP COM 404251100 69,752 998 Sole 998 HOLLINGER INTL INC CL A 435569108 15,525 1,365 Sole 1,365 HOLLY CORP COM PAR $0.01 435758305 430,680 5,800 Sole 5,800 HOLOGIC INC COM 436440101 991,965 14,800 Sole 14,800 HOME DEPOT INC COM 437076102 36,759,176 830,429 Sole 830,429 HOME PROPERTIES INC COM 437306103 31,887 700 Sole 700 HOMESTORE INC COM 437852106 18,932 3,750 Sole 3,750 HONEYWELL INTL INC COM 438516106 25,372,268 582,969 Sole 582,969 HOOPER HOLMES INC COM 439104100 7,754 1,700 Sole 1,700 HORACE MANN EDUCATORS CORP N COM 440327104 423,551 18,450 Sole 18,450 HORIZON HEALTH CORP COM 44041Y104 163,974 5,200 Sole 5,200 HORMEL FOODS CORP COM 440452100 111,916 2,923 Sole 2,923 HOSPIRA INC COM 441060100 5,564,470 117,024 Sole 117,024 HOSPITALITY PPTYS TR COM SH BEN INT 44106M102 60,687 1,220 Sole 1,220 HOST MARRIOTT CORP NEW COM 44107P104 166,465 8,487 Sole 8,487 HOT TOPIC INC COM 441339108 273,642 15,350 Sole 15,350 HOUSTON EXPL CO COM 442120101 437,082 5,600 Sole 5,600 HOVNANIAN ENTERPRISES INC CL A 442487203 59,720 1,005 Sole 1,005 HRPT PPTYS TR COM SH BEN INT 40426W101 59,052 4,100 Sole 4,100 HSBC HLDGS PLC SPON ADR NEW 404280406 2,262,613 24,000 Sole 24,000 HUBBELL INC CL B 443510201 62,637 1,150 Sole 1,150 HUDSON CITY BANCORP COM 443683107 179,327 12,984 Sole 12,984 HUDSON UNITED BANCORP COM 444165104 29,477 600 Sole 600 HUGHES SUPPLY INC COM 444482103 87,022 2,300 Sole 2,300 HUGOTON RTY TR TEX UNIT BEN INT 444717102 28,168 600 Sole 600 HUMAN GENOME SCIENCES INC COM 444903108 1,425,050 90,350 Sole 90,350 HUMANA INC COM 444859102 1,591,900 28,647 Sole 28,647 HUMMINGBIRD INC COM 44544R101 6,551,923 252,970 Sole 252,970 HUNT J B TRANS SVCS INC COM 445658107 61,423 2,784 Sole 2,784 HUNTINGTON BANCSHARES INC COM 446150104 1,078,901 41,371 Sole 41,371 HUNTSMAN CORP COM 447011107 45,379 2,000 Sole 2,000 HUTCHINSON TECHNOLOGY INC COM 448407106 6,063 200 Sole 200 HYDRIL COM 448774109 294,755 3,700 Sole 3,700 I2 TECHNOLOGIES INC COM NEW 465754208 9,411 435 Sole 435 IAC INTERACTIVECORP COM NEW 44919P300 1,005,941 34,191 Sole 34,191 IAC INTERACTIVECORP *W EXP 02/04/20 44919P128 4,306 324 Sole 324 IAMGOLD CORP COM 450913108 22,828,344 2,676,242 Sole 2,676,242 IBERIABANK CORP COM 450828108 10,857 176 Sole 176 ICICI BK LTD ADR 45104G104 8,372,541 255,362 Sole 255,362 ICO INC NEW COM 449293109 2,890 850 Sole 850 ICOS CORP COM 449295104 38,467 1,200 Sole 1,200 ICU MED INC COM 44930G107 13,352 400 Sole 400 ID BIOMEDICAL CORP COM 44936D108 10,861,614 311,757 Sole 311,757 IDACORP INC COM 451107106 30,528 873 Sole 873 IDENIX PHARMACEUTICALS INC COM 45166R204 311,702 10,700 Sole 10,700 IDEX CORP COM 45167R104 234,572 4,750 Sole 4,750 IDEXX LABS INC COM 45168D104 73,740 950 Sole 950 IDT CORP CL B 448947309 27,107 1,916 Sole 1,916 IDX SYS CORP COM 449491109 51,618 1,030 Sole 1,030 IGATE CORP COM 45169U105 9,690 2,300 Sole 2,300 IHOP CORP COM 449623107 14,185 300 Sole 300 IKON OFFICE SOLUTIONS INC COM 451713101 25,772 2,225 Sole 2,225 ILLINOIS TOOL WKS INC COM 452308109 3,855,627 40,351 Sole 40,351 ILLUMINA INC COM 452327109 117,452 7,900 Sole 7,900 IMATION CORP COM 45245A107 79,608 1,600 Sole 1,600 IMCLONE SYS INC COM 45245W109 5,257,038 144,025 Sole 144,025 IMMUCOR INC COM 452526106 1,480,879 46,500 Sole 46,500 IMMUNOMEDICS INC COM 452907108 4,454 1,900 Sole 1,900
IMPAC MTG HLDGS INC COM 45254P102 17,075 1,200 Sole 1,200 IMPERIAL OIL LTD COM NEW 453038408 179,134,651 1,336,726 Sole 1,336,726 IMS HEALTH INC COM 449934108 1,224,258 41,909 Sole 41,909 INAMED CORP COM 453235103 935,434 10,650 Sole 10,650 INCO LTD COM 453258402 123,856,672 2,252,349 Sole 2,252,349 INCO LTD COM 453258402 714,407 13,000 Sole 13,000 INCYTE CORP COM 45337C102 809,768 148,450 Sole 148,450 INDEPENDENCE CMNTY BK CORP COM 453414104 83,482 2,110 Sole 2,110 INDEVUS PHARMACEUTICALS INC COM 454072109 192,195 57,500 Sole 57,500 INDYMAC BANCORP INC COM 456607100 59,718 1,300 Sole 1,300 INFINITY PPTY & CAS CORP COM 45665Q103 521,286 12,800 Sole 12,800 INFORMATICA CORP COM 45666Q102 23,716 1,700 Sole 1,700 INFOSPACE INC COM NEW 45678T201 16,317 589 Sole 589 INFOSYS TECHNOLOGIES LTD SPONSORED ADR 456788108 982,787 11,400 Sole 11,400 INFOUSA INC NEW COM 456818301 438,790 35,600 Sole 35,600 INGERSOLL-RAND COMPANY LTD CL A G4776G101 6,216,821 140,114 Sole 140,114 INGRAM MICRO INC CL A 457153104 48,414 2,250 Sole 2,250 INHIBITEX INC COM 45719T103 232,754 19,700 Sole 19,700 INNKEEPERS USA TR COM 4576J0104 10,759 600 Sole 600 INNOVATIVE SOLUTIONS & SUPPO COM 45769N105 16,222 900 Sole 900 INPUT/OUTPUT INC COM 457652105 19,449 2,100 Sole 2,100 INSIGHT ENTERPRISES INC COM 45765U103 14,571 675 Sole 675 INSITE VISION INC COM 457660108 1,931 2,600 Sole 2,600 INSITUFORM TECHNOLOGIES INC CL A 457667103 71,237 3,550 Sole 3,550 INSPIRE PHARMACEUTICALS INC COM 457733103 269,027 30,500 Sole 30,500 INSTINET GROUP INC COM 457750107 36,916 6,400 Sole 6,400 INSWEB CORP COM NEW 45809K202 4,951 1,091 Sole 1,091 INTEGRA BK CORP COM 45814P105 21,407 850 Sole 850 INTEGRA LIFESCIENCES HLDGS C COM NEW 457985208 1,309,934 29,500 Sole 29,500 INTEGRAL SYS INC MD COM 45810H107 4,791 200 Sole 200 INTEGRAMED AMER INC COM NEW 45810N302 5,427 390 Sole 390 INTEGRATED DEVICE TECHNOLOGY COM 458118106 63,571 5,100 Sole 5,100 INTEL CORP COM 458140100 81,670,829 2,854,746 Sole 2,854,746 INTELLISYNC CORP COM 458176104 23,446 4,550 Sole 4,550 INTERACTIVE DATA CORP COM 45840J107 35,488 1,350 Sole 1,350 INTERDIGITAL COMMUNICATIONS COM 45866A105 19,375 850 Sole 850 INTERGRAPH CORP COM 458683109 31,134 600 Sole 600 INTERLINE BRANDS INC COM 458743101 270,665 11,100 Sole 11,100 INTERMUNE INC COM 45884X103 213,208 11,100 Sole 11,100 INTERNAP NETWORK SVCS CORP COM 45885A102 2,590 4,650 Sole 4,650 INTERNATIONAL BANCSHARES COR COM 459044103 42,053 1,220 Sole 1,220 INTERNATIONAL BUSINESS MACHS COM 459200101 60,072,597 645,225 Sole 645,225 INTERNATIONAL FLAVORS&FRAGRA COM 459506101 3,058,314 73,937 Sole 73,937 INTERNATIONAL GAME TECHNOLOG COM 459902102 10,547,765 336,600 Sole 336,600 INTERNATIONAL RECTIFIER CORP COM 460254105 4,452,419 85,100 Sole 85,100 INTERNATIONAL SECS EXCH INC CL A 46031W204 271,580 10,000 Sole 10,000 INTERNATIONAL SPEEDWAY CORP CL A 460335201 42,628 700 Sole 700 INTERNET CAP GROUP INC COM NEW 46059C205 6,544 640 Sole 640 INTERNET SEC SYS INC COM 46060X107 334,392 12,000 Sole 12,000 INTEROIL CORP COM 460951106 5,699,518 209,927 Sole 209,927 INTERPOOL INC COM 46062R108 8,472 400 Sole 400 INTERPUBLIC GROUP COS INC COM 460690100 1,031,347 76,343 Sole 76,343 INTERSECTIONS INC COM 460981301 9,708 700 Sole 700 INTERSIL CORP CL A 46069S109 2,793,407 110,508 Sole 110,508 INTERTAPE POLYMER GROUP INC COM 460919103 4,496,226 541,714 Sole 541,714 INTERWOVEN INC COM NEW 46114T508 2,845 300 Sole 300 INTL PAPER CO COM 460146103 7,562,341 218,654 Sole 218,654 INTRAWEST CORPORATION COM NEW 460915200 9,140,348 289,160 Sole 289,160 INTUIT COM 461202103 13,050,716 250,944 Sole 250,944 INTUITIVE SURGICAL INC COM NEW 46120E602 58,011 682 Sole 682 INVACARE CORP COM 461203101 140,250 2,900 Sole 2,900 INVERNESS MED INNOVATIONS IN COM 46126P106 9,853 320 Sole 320 INVESTMENT TECHNOLOGY GRP NE COM 46145F105 307,466 8,950 Sole 8,950 INVESTORS FINL SERVICES CORP COM 461915100 803,768 21,050 Sole 21,050 INVESTORS REAL ESTATE TR SH BEN INT 461730103 7,167 650 Sole 650 INVITROGEN CORP COM 46185R100 863,079 9,885 Sole 9,885 IOMEGA CORP COM NEW 462030305 3,982 1,140 Sole 1,140 IOWA TELECOMM SERVICES INC COM 462594201 80,037 4,100 Sole 4,100 IPAYMENT INC COM 46262E105 729,024 16,600 Sole 16,600 IPSCO INC COM 462622101 40,238,971 486,801 Sole 486,801 IRELAND BK SPONSORED ADR 46267Q103 383,230 5,200 Sole 5,200 IRON MTN INC COM 462846106 3,774,341 88,612 Sole 88,612 IRWIN FINL CORP COM 464119106 324,205 13,700 Sole 13,700 ISHARES TR MSCI EAFE IDX 464287465 38,516,620 571,300 Sole 571,300 ISHARES TR S&P SMLCAP 600 464287804 805,271 12,000 Sole 12,000 ISIS PHARMACEUTICALS INC COM 464330109 3,517 600 Sole 600 ISTAR FINL INC COM 45031U101 103,231 2,200 Sole 2,200 ITRON INC COM 465741106 52,993 1,000 Sole 1,000 ITT EDUCATIONAL SERVICES INC COM 45068B109 48,684 850 Sole 850 ITT INDS INC IND COM 450911102 4,989,379 37,843 Sole 37,843 IVANHOE ENERGY INC COM 465790103 2,667,413 1,139,920 Sole 1,139,920 IVANHOE MINES LTD COM 46579N103 70,723,376 7,216,671 Sole 7,216,671 IVANHOE MINES LTD COM 46579N103 881,153 90,816 Sole 90,816 IVAX CORP COM 465823102 809,043 26,445 Sole 26,445 IXIA COM 45071R109 18,780 1,100 Sole 1,100 J JILL GROUP INC COM 466189107 244,197 13,300 Sole 13,300 J2 GLOBAL COMMUNICATIONS INC COM NEW 46626E205 15,528 331 Sole 331 JABIL CIRCUIT INC COM 466313103 7,117,042 198,325 Sole 198,325 JACK IN THE BOX INC COM 466367109 41,656 1,200 Sole 1,200 JACOBS ENGR GROUP INC DEL COM 469814107 98,797 1,263 Sole 1,263 JACUZZI BRANDS INC COM 469865109 14,967 1,600 Sole 1,600 JAMDAT MOBILE INC COM 47023T100 399,711 16,400 Sole 16,400 JANUS CAP GROUP INC COM 47102X105 1,456,013 86,819 Sole 86,819 JARDEN CORP COM 471109108 707,838 14,850 Sole 14,850 JDS UNIPHASE CORP COM 46612J101 739,679 287,083 Sole 287,083 JEFFERIES GROUP INC NEW COM 472319102 59,642 1,180 Sole 1,180 JEFFERSON PILOT CORP COM 475070108 5,680,334 95,648 Sole 95,648 JETBLUE AWYS CORP COM 477143101 1,581,772 77,437 Sole 77,437 JO-ANN STORES INC COM 47758P307 4,116 205 Sole 205 JOHNSON & JOHNSON COM 478160104 110,168,191 1,500,055 Sole 1,500,055 JOHNSON CTLS INC COM 478366107 8,970,145 124,559 Sole 124,559 JONES APPAREL GROUP INC COM 480074103 861,758 26,053 Sole 26,053 JONES LANG LASALLE INC COM 48020Q107 78,796 1,474 Sole 1,474 JOURNAL COMMUNICATIONS INC CL A 481130102 27,669 1,600 Sole 1,600 JOURNAL REGISTER CO COM 481138105 16,901 900 Sole 900 JOY GLOBAL INC COM 481165108 84,918 1,450 Sole 1,450 JPMORGAN & CHASE & CO COM 46625H100 70,349,566 1,786,467 Sole 1,786,467
JUNIPER NETWORKS INC COM 48203R104 9,767,083 353,743 Sole 353,743 K V PHARMACEUTICAL CO CL A 482740206 14,684 712 Sole 712 KANA SOFTWARE INC COM NEW 483600300 586 330 Sole 330 KANSAS CITY LIFE INS CO COM 484836101 59,388 1,000 Sole 1,000 KANSAS CITY SOUTHERN COM NEW 485170302 6,743,106 249,250 Sole 249,250 KB HOME COM 48666K109 4,535,627 53,388 Sole 53,388 KEANE INC COM 486665102 25,245 1,903 Sole 1,903 KELLOGG CO COM 487836108 2,628,686 49,099 Sole 49,099 KELLWOOD CO COM 488044108 13,501 450 Sole 450 KELLY SVCS INC CL A 488152208 23,165 651 Sole 651 KEMET CORP COM 488360108 224,229 23,055 Sole 23,055 KENNAMETAL INC COM 489170100 59,762 1,050 Sole 1,050 KENSEY NASH CORP COM 490057106 5,338 150 Sole 150 KERR MCGEE CORP COM 492386107 8,075,713 71,653 Sole 71,653 KERYX BIOPHARMACEUTICALS INC COM 492515101 212,176 11,600 Sole 11,600 KEYCORP NEW COM 493267108 2,947,936 78,760 Sole 78,760 KEYNOTE SYS INC COM 493308100 18,078 1,200 Sole 1,200 KEYSPAN CORP COM 49337W100 4,905,447 114,917 Sole 114,917 KEYSTONE AUTOMOTIVE INDS INC COM 49338N109 193,934 5,800 Sole 5,800 KFORCE INC COM 493732101 145,841 12,200 Sole 12,200 KILROY RLTY CORP COM 49427F108 39,017 600 Sole 600 KIMBALL INTL INC CL B 494274103 4,209 300 Sole 300 KIMBERLY CLARK CORP COM 494368103 32,457,413 469,781 Sole 469,781 KIMCO REALTY CORP COM 49446R109 191,447 5,250 Sole 5,250 KINDER MORGAN INC KANS COM 49455P101 3,074,224 27,546 Sole 27,546 KINDER MORGAN MANAGEMENT LLC SHS 49455U100 40,494 704 Sole 704 KINDRED HEALTHCARE INC COM 494580103 300,897 8,700 Sole 8,700 KINETIC CONCEPTS INC COM NEW 49460W208 13,191,008 200,100 Sole 200,100 KING PHARMACEUTICALS INC COM 495582108 822,101 46,056 Sole 46,056 KINGSWAY FINL SVCS INC COM 496904103 43,868,942 2,104,026 Sole 2,104,026 KINROSS GOLD CORP COM NO PAR 496902404 25,241,422 2,826,587 Sole 2,826,587 KIRBY CORP COM 497266106 28,684 500 Sole 500 KLA-TENCOR CORP COM 482480100 2,292,269 40,506 Sole 40,506 KMG CHEMICALS INC COM 482564101 33,451 3,630 Sole 3,630 KNIGHT 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555904101 20,394 920 Sole 920 MAF BANCORP INC COM 55261R108 -- 8,510 Sole 8,510 MAGELLAN HEALTH SVCS INC COM NEW 559079207 28,557 700 Sole 700 MAGELLAN MIDSTREAM PRTNRS LP COM UNIT RP LP 559080106 35,796 900 Sole 900 MAGMA DESIGN AUTOMATION COM 559181102 6,597 700 Sole 700 MAGNA INTL INC CL A 559222401 120,636,890 1,379,969 Sole 1,379,969 MAGUIRE PPTYS INC COM 559775101 22,425 643 Sole 643 MANHATTAN ASSOCS INC COM 562750109 12,117 450 Sole 450 MANITOWOC INC COM 563571108 17,088 293 Sole 293 MANNKIND CORP COM 56400P201 139,820 8,800 Sole 8,800 MANOR CARE INC NEW COM 564055101 4,032,451 90,457 Sole 90,457 MANPOWER INC COM 56418H100 2,954,617 57,350 Sole 57,350 MANUGISTICS GROUP INC COM 565011103 5,716 2,500 Sole 2,500 MANULIFE FINL CORP COM 56501R106 734,867,648 11,852,704 Sole 11,852,704 MARATHON OIL CORP COM 565849106 30,742,381 384,279 Sole 384,279 MARINEMAX INC COM 567908108 195,252 6,600 Sole 6,600 MARKEL CORP COM 570535104 534,708 1,394 Sole 1,394 MARRIOTT INTL INC NEW CL A 571903202 10,770,837 147,308 Sole 147,308 MARSH & MCLENNAN COS INC COM 571748102 12,687,940 359,731 Sole 359,731 MARSHALL & ILSLEY CORP COM 571834100 1,817,109 35,984 Sole 35,984 MARTEK BIOSCIENCES CORP COM 572901106 1,834,735 45,000 Sole 45,000 MARTHA STEWART LIVING OMNIME CL A 573083102 20,908 720 Sole 720 MARTIN MARIETTA MATLS INC COM 573284106 100,167 1,100 Sole 1,100 MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 3,671,147 68,600 Sole 68,600 MASCO CORP COM 574599106 3,005,747 84,414 Sole 84,414 MASSEY ENERGY CORP COM 576206106 112,616 1,900 Sole 1,900 MATERIAL SCIENCES CORP COM 576674105 145,169 8,300 Sole 8,300 MATRIXONE INC COM 57685P304 113,854 18,650 Sole 18,650 MATTEL INC COM 577081102 4,305,515 222,406 Sole 222,406 MATTHEWS INTL CORP CL A 577128101 644,728 14,700 Sole 14,700 MAVERICK TUBE CORP COM 577914104 27,854 800 Sole 800 MAXIM INTEGRATED PRODS INC COM 57772K101 14,020,511 283,245 Sole 283,245 MAXIMUS INC COM 577933104 190,861 4,600 Sole 4,600 MAXTOR CORP COM NEW 577729205 28,597 5,600 Sole 5,600 MAXYGEN INC COM 577776107 10,584 1,100 Sole 1,100 MAYTAG CORP COM 578592107 337,936 15,946 Sole 15,946 MB FINANCIAL INC NEW COM 55264U108 27,144 600 Sole 600 MBIA INC COM 55262C100 1,653,778 23,506 Sole 23,506 MBNA CORP COM 55262L100 6,753,454 236,158 Sole 236,158 MCAFEE INC COM 579064106 2,051,580 56,260 Sole 56,260 MCCLATCHY CO CL A 579489105 56,779 750 Sole 750 MCCORMICK & CO INC COM NON VTG 579780206 10,101,393 266,736 Sole 266,736 MCDATA CORP CL A 580031201 4,354 716 Sole 716 MCDONALDS CORP COM 580135101 13,778,803 354,498 Sole 354,498 MCG CAPITAL CORP COM 58047P107 58,738 3,000 Sole 3,000 MCGRATH RENTCORP COM 580589109 85,487 2,600 Sole 2,600 MCGRAW HILL COS INC COM 580645109 13,281,006 238,202 Sole 238,202 MCI INC COM 552691107 233,406 7,927 Sole 7,927 MCKESSON CORP COM 58155Q103 6,985,744 126,851 Sole 126,851 MDS INC COM 55269P302 76,703,348 3,673,532 Sole 3,673,532 MDU RES GROUP INC COM 552690109 86,516 2,091 Sole 2,091 MEADWESTVACO CORP COM 583334107 2,632,067 82,109 Sole 82,109 MECHANICAL TECHNOLOGY INC COM 583538103 5,600 1,250 Sole 1,250 MEDALLION FINL CORP COM 583928106 7,476 650 Sole 650 MEDAREX INC COM 583916101 20,474 1,853 Sole 1,853 MEDCO HEALTH SOLUTIONS INC COM 58405U102 5,323,635 83,658 Sole 83,658 MEDIA GEN INC CL A 584404107 51,841 770 Sole 770 MEDICAL STAFFING NETWK HLDGS COM 58463F104 4,428 650 Sole 650 MEDICINES CO COM 584688105 2,314,584 86,671 Sole 86,671 MEDICIS PHARMACEUTICAL CORP CL A NEW 584690309 510,153 13,500 Sole 13,500 MEDIMMUNE INC COM 584699102 10,992,583 281,470 Sole 281,470 MEDIS TECHNOLOGIES LTD COM 58500P107 8,333 400 Sole 400 MEDTRONIC INC COM 585055106 26,865,221 431,699 Sole 431,699 MELLON FINL CORP COM 58551A108 18,485,180 498,194 Sole 498,194 MEMC ELECTR MATLS INC COM 552715104 111,090 4,200 Sole 4,200 MEMORY PHARMACEUTICALS CORP COM 58606R403 5,976 1,900 Sole 1,900 MENS WEARHOUSE INC COM 587118100 34,862 1,125 Sole 1,125 MENTOR CORP MINN COM 587188103 38,307 600 Sole 600 MENTOR GRAPHICS CORP COM 587200106 583,169 58,427 Sole 58,427 MERCANTILE BANKSHARES CORP COM 587405101 1,396,990 22,340 Sole 22,340 MERCK & CO INC COM 589331107 24,805,590 785,486 Sole 785,486 MERCURY COMPUTER SYS COM 589378108 169,085 5,550 Sole 5,550 MERCURY GENL CORP NEW COM 589400100 80,068 1,150 Sole 1,150
MERCURY INTERACTIVE CORP COM 589405109 5,580,894 121,430 Sole 121,430 MEREDITH CORP COM 589433101 424,829 7,337 Sole 7,337 MERIDIAN BIOSCIENCE INC COM 589584101 7,207 300 Sole 300 MERIDIAN GOLD INC COM 589975101 38,886,418 1,533,981 Sole 1,533,981 MERIDIAN GOLD INC COM 589975101 528,180 20,771 Sole 20,771 MERISTAR HOSPITALITY CORP COM 58984Y103 13,245 1,250 Sole 1,250 MERITAGE HOMES CORP COM 59001A102 33,809 380 Sole 380 MERRILL LYNCH & CO INC COM 590188108 37,038,990 520,190 Sole 520,190 METASOLV INC COM 59139P104 8,349 2,200 Sole 2,200 METHANEX CORP COM 59151K108 16,490,165 957,617 Sole 957,617 METHODE ELECTRS INC COM 591520200 556,197 41,600 Sole 41,600 METLIFE INC COM 59156R108 14,282,537 246,963 Sole 246,963 METRETEK TECHNOLOGIES INC COM 59159Q107 2,727 500 Sole 500 METRIS COS INC COM 591598107 14,433 850 Sole 850 METTLER TOLEDO INTERNATIONAL COM 592688105 1,337,183 22,600 Sole 22,600 MGI PHARMA INC COM 552880106 2,042,492 75,498 Sole 75,498 MGIC INVT CORP WIS COM 552848103 1,375,390 18,459 Sole 18,459 MGM MIRAGE COM 552953101 293,011 5,768 Sole 5,768 MI DEVS INC CL A SUB VTG 55304X104 153,585 3,910 Sole 3,910 MICHAELS STORES INC COM 594087108 128,116 3,339 Sole 3,339 MICREL INC COM 594793101 37,797 2,900 Sole 2,900 MICROCHIP TECHNOLOGY INC COM 595017104 4,608,662 131,837 Sole 131,837 MICROMUSE INC COM 595094103 11,889 1,300 Sole 1,300 MICRON TECHNOLOGY INC COM 595112103 1,754,886 113,688 Sole 113,688 MICROS SYS INC COM 594901100 40,621 800 Sole 800 MICROSEMI CORP COM 595137100 62,248 2,100 Sole 2,100 MICROSOFT CORP COM 594918104 145,718,584 4,879,694 Sole 4,879,694 MICROVISION INC WASH COM 594960106 3,766 550 Sole 550 MIDCAP SPDR TR UNIT SER 1 595635103 23,278,572 153,250 Sole 153,250 MIDLAND CO COM 597486109 10,454 250 Sole 250 MIDWEST AIR GROUP INC COM 597911106 7,911 3,200 Sole 3,200 MILLENNIUM PHARMACEUTICALS I COM 599902103 77,910 7,195 Sole 7,195 MILLER HERMAN INC COM 600544100 643,541 18,300 Sole 18,300 MILLIPORE CORP COM 601073109 576,987 7,905 Sole 7,905 MILLS CORP COM 601148109 92,692 1,450 Sole 1,450 MINDSPEED TECHNOLOGIES INC COM 602682106 4,475 1,600 Sole 1,600 MINE SAFETY APPLIANCES CO COM 602720104 15,720 350 Sole 350 MINERALS TECHNOLOGIES INC COM 603158106 488,025 7,350 Sole 7,350 MIRAMAR MINING CORP COM 60466E100 1,696,120 931,934 Sole 931,934 MISSION WEST PPTYS INC COM 605203108 9,322 800 Sole 800 MITTAL STEEL CO N V NY REG SH CL A 60684P101 29,314 877 Sole 877 MKS INSTRUMENT INC COM 55306N104 353,009 17,653 Sole 17,653 MODINE MFG CO COM 607828100 25,798 606 Sole 606 MOHAWK INDS INC COM 608190104 154,982 1,664 Sole 1,664 MOLECULAR DEVICES CORP COM 60851C107 7,273 300 Sole 300 MOLEX INC COM 608554101 713,243 23,034 Sole 23,034 MOLINA HEALTHCARE INC COM 60855R100 7,251 250 Sole 250 MOLSON COORS BREWING CO CL B 60871R209 3,772,892 50,786 Sole 50,786 MOMENTA PHARMACEUTICALS INC COM 60877T100 1,129,061 35,700 Sole 35,700 MONACO COACH CORP COM 60886R103 8,126 475 Sole 475 MONEYGRAM INTL INC COM 60935Y109 2,072,674 82,260 Sole 82,260 MONOGRAM BIOSCIENCES INC COM 60975U108 91,955 33,715 Sole 33,715 MONRO MUFFLER BRAKE INC COM 610236101 246,198 8,075 Sole 8,075 MONSANTO CO NEW COM 61166W101 17,579,138 241,380 Sole 241,380 MONSTER WORLDWIDE INC COM 611742107 5,580,971 156,584 Sole 156,584 MOODYS CORP COM 615369105 2,825,686 47,664 Sole 47,664 MOOG INC CL A 615394202 81,678 2,384 Sole 2,384 MORGAN STANLEY COM NEW 617446448 34,969,278 558,590 Sole 558,590 MORGAN STANLEY INDIA INVS FD COM 61745C105 2,145,745 42,936 Sole 42,936 MOSAIC CO COM 61945A107 106,425 5,724 Sole 5,724 MOTIVE INC COM 61980V107 64,016 8,700 Sole 8,700 MOTOROLA INC COM 620076109 20,104,459 784,177 Sole 784,177 MOVIE GALLERY INC COM 624581104 97,675 8,100 Sole 8,100 MPS GROUP INC COM 553409103 393,734 28,750 Sole 28,750 MRV COMMUNICATIONS INC COM 553477100 2,494 1,009 Sole 1,009 MSC INDL DIRECT INC CL A 553530106 423,468 11,000 Sole 11,000 MTS SYS CORP COM 553777103 70,137 1,600 Sole 1,600 MUELLER INDS INC COM 624756102 17,726 550 Sole 550 MULTI FINELINE ELECTRONIX IN COM 62541B101 152,868 4,500 Sole 4,500 MURPHY OIL CORP COM 626717102 6,527,607 112,780 Sole 112,780 MYLAN LABS INC COM 628530107 819,802 36,675 Sole 36,675 MYOGEN INC COM 62856E104 1,178,241 43,200 Sole 43,200 MYRIAD GENETICS INC COM 62855J104 272,735 10,750 Sole 10,750 NABI BIOPHARMACEUTICALS COM 629519109 13,683 900 Sole 900 NABORS INDUSTRIES LTD SHS G6359F103 5,273,810 63,261 Sole 63,261 NALCO HOLDING COMPANY COM 62985Q101 1,933,008 98,727 Sole 98,727 NASH FINCH CO COM 631158102 213,001 4,350 Sole 4,350 NATIONAL CITY CORP COM 635405103 5,475,031 141,071 Sole 141,071 NATIONAL FINL PARTNERS CORP COM 63607P208 208,772 3,985 Sole 3,985 NATIONAL FUEL GAS CO N J COM 636180101 79,385 2,000 Sole 2,000 NATIONAL INSTRS CORP COM 636518102 218,054 7,625 Sole 7,625 NATIONAL OILWELL VARCO INC COM 637071101 8,550,638 111,967 Sole 111,967 NATIONAL SEMICONDUCTOR CORP COM 637640103 7,966,584 260,996 Sole 260,996 NATIONWIDE FINL SVCS INC CL A 638612101 37,186 800 Sole 800 NATIONWIDE HEALTH PPTYS INC COM 638620104 43,267 1,600 Sole 1,600 NAUTILUS INC COM 63910B102 15,369 600 Sole 600 NAVIGANT CONSULTING INC COM 63935N107 208,406 9,372 Sole 9,372 NAVISTAR INTL CORP NEW COM 63934E108 1,250,908 33,235 Sole 33,235 NAVTEQ CORP COM 63936L100 8,997,250 155,200 Sole 155,200 NBTY INC COM 628782104 30,002 1,100 Sole 1,100 NCR CORP NEW COM 62886E108 5,213,418 140,771 Sole 140,771 NEENAH PAPER INC COM 640079109 73,010 2,147 Sole 2,147 NEIMAN MARCUS GROUP INC CL A 640204202 107,998 931 Sole 931 NEKTAR THERAPEUTICS COM 640268108 1,894,056 96,281 Sole 96,281 NELNET INC CL A 64031N108 38,512 873 Sole 873 NEOPHARM INC COM 640919106 10,923 759 Sole 759 NEORX CORP COM PAR $0.02 640520300 47,492 44,000 Sole 44,000 NET 1 UEPS TECHNOLOGIES INC COM NEW 64107N206 1,532,512 58,896 Sole 58,896 NETEASE COM INC SPONSORED ADR 64110W102 522,328 5,000 Sole 5,000 NETFLIX COM INC COM 64110L106 24,131 800 Sole 800 NETIQ CORP COM 64115P102 129,272 9,100 Sole 9,100 NETWORK APPLIANCE INC COM 64120L104 7,351,211 266,806 Sole 266,806 NEUROCHEM INC COM 64125K101 1,807,429 123,374 Sole 123,374 NEUROCRINE BIOSCIENCES INC COM 64125C109 10,961,263 192,000 Sole 192,000 NEUSTAR INC CL A 64126X201 6,100,064 164,300 Sole 164,300 NEVSUN RES LTD COM 64156L101 479,700 195,000 Sole 195,000 NEW CENTURY FINANCIAL CORP M COM 6435EV108 31,571 750 Sole 750
NEW JERSEY RES COM 646025106 26,682 500 Sole 500 NEW PLAN EXCEL RLTY TR INC COM 648053106 51,274 1,925 Sole 1,925 NEW YORK CMNTY BANCORP INC COM 649445103 134,893 7,087 Sole 7,087 NEW YORK TIMES CO CL A 650111107 5,166,195 149,624 Sole 149,624 NEWALLIANCE BANCSHARES INC COM 650203102 313,487 18,450 Sole 18,450 NEWCASTLE INVT CORP COM 65105M108 23,638 730 Sole 730 NEWELL RUBBERMAID INC COM 651229106 4,389,765 166,990 Sole 166,990 NEWFIELD EXPL CO COM 651290108 180,074 3,160 Sole 3,160 NEWMONT MINING CORP COM 651639106 46,463,438 848,717 Sole 848,717 NEWPARK RES INC COM PAR $.01NEW 651718504 32,248 3,300 Sole 3,300 NEWPORT CORP COM 651824104 139,846 8,650 Sole 8,650 NEWS CORP CL A 65248E104 12,279,181 678,642 Sole 678,642 NEWS CORP CL B 65248E203 72,770 3,800 Sole 3,800 NEXEN INC COM 65334H102 210,874,375 3,802,964 Sole 3,802,964 NEXTEL PARTNERS INC CL A 65333F107 7,790,811 267,440 Sole 267,440 NICOR INC COM 654086107 468,044 9,595 Sole 9,595 NII HLDGS INC CL B NEW 62913F201 2,401,310 24,500 Sole 24,500 NIKE INC CL B 654106103 3,437,084 36,257 Sole 36,257 NIPPON TELEG & TEL CORP SPONSORED ADR 654624105 4,148,077 144,000 Sole 144,000 NISOURCE INC COM 65473P105 5,035,426 178,913 Sole 178,913 NL INDS INC COM NEW 629156407 19,627 900 Sole 900 NMS COMMUNICATIONS CORP COM 629248105 1,288 300 Sole 300 NOBLE CORPORATION SHS G65422100 2,081,077 26,192 Sole 26,192 NOBLE ENERGY INC COM 655044105 379,392 6,970 Sole 6,970 NOKIA CORP SPONSORED ADR 654902204 10,107,259 515,000 Sole 515,000 NOMURA HLDGS INC SPONSORED ADR 65535H208 1,803,572 100,000 Sole 100,000 NORDSON CORP COM 655663102 1,043,855 23,650 Sole 23,650 NORDSTROM INC COM 655664100 1,595,741 40,062 Sole 40,062 NORFOLK SOUTHERN CORP COM 655844108 6,043,776 128,389 Sole 128,389 NORTEL NETWORKS CORP NEW COM 656568102 179,468,880 47,104,693 Sole 47,104,693 NORTH FORK BANCORPORATION NY COM 659424105 2,736,500 92,464 Sole 92,464 NORTH VALLEY BANCORP COM 66304M105 2,977 150 Sole 150 NORTHEAST UTILS COM 664397106 57,213 2,471 Sole 2,471 NORTHERN ORION RES INC COM 665575106 18,963,641 5,561,185 Sole 5,561,185 NORTHERN TR CORP COM 665859104 16,130,153 274,938 Sole 274,938 NORTHROP GRUMMAN CORP COM 666807102 20,746,618 328,901 Sole 328,901 NORTHWEST AIRLS CORP CL A 667280101 1,111 1,450 Sole 1,450 NORTHWEST BANCORP INC PA COM 667328108 52,482 2,128 Sole 2,128 NORTHWEST NAT GAS CO COM 667655104 23,759 550 Sole 550 NOVA CHEMICALS CORP COM 66977W109 41,053,808 960,323 Sole 960,323 NOVAGOLD RES INC COM NEW 66987E206 5,206,681 558,058 Sole 558,058 NOVARTIS A G SPONSORED ADR 66987V109 5,078,553 85,800 Sole 85,800 NOVASTAR FINL INC COM 669947400 15,315 400 Sole 400 NOVATEL WIRELESS INC COM NEW 66987M604 757,001 45,076 Sole 45,076 NOVELIS INC COM 67000X106 21,323,588 857,402 Sole 857,402 NOVELL INC COM 670006105 4,975,412 575,427 Sole 575,427 NOVELLUS SYS INC COM 670008101 2,744,463 94,286 Sole 94,286 NOVEN PHARMACEUTICALS INC COM 670009109 584,942 36,000 Sole 36,000 NOVOSTE CORP COM 67010C100 360 500 Sole 500 NPS 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14,100 Sole 14,100 ONEOK INC NEW COM 682680103 64,398 1,631 Sole 1,631 ONYX PHARMACEUTICALS INC COM 683399109 912,951 31,490 Sole 31,490 OPEN SOLUTIONS INC COM 68371P102 2,033,541 80,300 Sole 80,300 OPEN TEXT CORP COM 683715106 8,247,054 504,407 Sole 504,407 OPENWAVE SYS INC COM NEW 683718308 22,620 1,084 Sole 1,084 OPLINK COMMUNICATIONS INC COM 68375Q106 3,528 2,000 Sole 2,000 ORACLE CORP COM 68389X105 37,437,423 2,603,467 Sole 2,603,467 ORASURE TECHNOLOGIES INC COM 68554V108 304,256 27,800 Sole 27,800 ORBOTECH LTD ORD M75253100 484,938 16,700 Sole 16,700 ORCHID CELLMARK INC COM 68573C107 8,188 830 Sole 830 OREGON STL MLS INC COM 686079104 77,714 2,400 Sole 2,400 OREZONE RES INC COM 685921108 1,259,250 575,000 Sole 575,000 OSHKOSH TRUCK CORP COM 688239201 2,759,140 55,082 Sole 55,082 OSI PHARMACEUTICALS INC COM 671040103 3,344,387 98,550 Sole 98,550 OTTER TAIL CORP COM 689648103 5,386 150 Sole 150 OUTBACK STEAKHOUSE INC COM 689899102 82,832 1,950 Sole 1,950 OUTLOOK GROUP CORP COM 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COS INC COM 69888P106 21,627 700 Sole 700 PAR TECHNOLOGY CORP COM 698884103 5,339 200 Sole 200 PARAMETRIC TECHNOLOGY CORP COM 699173100 344,300 42,562 Sole 42,562 PAREXEL INTL CORP COM 699462107 8,161 350 Sole 350 PARK NATL CORP COM 700658107 39,582 315 Sole 315 PARK OHIO HLDGS CORP COM 700666100 3,057 150 Sole 150 PARKER HANNIFIN CORP COM 701094104 2,655,328 35,576 Sole 35,576 PARKWAY PPTYS INC COM 70159Q104 114,356 2,100 Sole 2,100 PARTNERRE LTD COM G6852T105 5,396,825 72,600 Sole 72,600 PARTNERS TR FINL GROUP INC N COM 70213F102 255,369 19,100 Sole 19,100 PATHMARK STORES INC NEW COM 70322A101 330,923 25,300 Sole 25,300 PATTERSON COMPANIES INC COM 703395103 707,150 15,221 Sole 15,221 PATTERSON UTI ENERGY INC COM 703481101 171,685 4,100 Sole 4,100 PAYCHEX INC COM 704326107 3,782,996 87,905 Sole 87,905 PAYLESS SHOESOURCE INC COM 704379106 87,866 4,351 Sole 4,351 PDF SOLUTIONS INC COM 693282105 207,109 10,750 Sole 10,750 PDI INC COM 69329V100 3,500 197 Sole 197 PEABODY ENERGY CORP COM 704549104 319,926 3,268 Sole 3,268 PECO II INC COM 705221109 10,863 6,500 Sole 6,500 PEDIATRIX MED GROUP COM 705324101 138,194 1,550 Sole 1,550 PENGROWTH ENERGY TR TRUST UNIT A 706902301 68,735 2,330 Sole 2,330 PENN NATL GAMING INC COM 707569109 52,643 1,458 Sole 1,458 PENNEY J C INC COM 708160106 2,627,622 47,744 Sole 47,744 PENNSYLVANIA RL ESTATE INVT SH BEN INT 709102107 14,686 300 Sole 300 PENTAIR INC COM 709631105 1,646,607 38,870 Sole 38,870 PENWEST PHARMACEUTICALS CO COM 709754105 341,801 16,800 Sole 16,800 PEOPLES BK BRIDGEPORT CONN COM 710198102 67,941 2,020 Sole 2,020 PEOPLES ENERGY CORP COM 711030106 421,715 9,227 Sole 9,227 PEP BOYS MANNY MOE & JACK COM 713278109 13,846 862 Sole 862 PEPCO HOLDINGS INC COM 713291102 121,802 4,510 Sole 4,510 PEPSI BOTTLING GROUP INC COM 713409100 3,536,413 106,727 Sole 106,727 PEPSIAMERICAS INC COM 71343P200 55,399 2,100 Sole 2,100 PEPSICO INC COM 713448108 50,326,066 764,629 Sole 764,629 PERICOM SEMICONDUCTOR CORP COM 713831105 14,877 1,450 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18,779 3,956 Sole 3,956 PRINCIPAL FINANCIAL GROUP IN COM 74251V102 11,834,428 215,259 Sole 215,259 PRIORITY HEALTHCARE CORP CL B 74264T102 19,336 598 Sole 598 PROASSURANCE CORP COM 74267C106 16,250 300 Sole 300 PROCTER & GAMBLE CO COM 742718109 60,010,673 869,603 Sole 869,603 PROGRESS ENERGY INC COM 743263105 5,126,686 98,710 Sole 98,710 PROGRESS SOFTWARE CORP COM 743312100 1,434,331 38,900 Sole 38,900 PROGRESSIVE CORP OHIO COM 743315103 4,664,790 38,363 Sole 38,363 PROLIANCE INTL INC COM 74340R104 725 114 Sole 114 PROLOGIS SH BEN INT 743410102 2,470,463 48,039 Sole 48,039 PROTECTIVE LIFE CORP COM 743674103 931,973 19,500 Sole 19,500 PROTEIN DESIGN LABS INC COM 74369L103 4,954,982 152,476 Sole 152,476 PROVIDENT BANKSHARES CORP COM 743859100 405,877 10,055 Sole 10,055 PROVIDENT ENERGY TR TR UNIT 74386K104 69,286 4,900 Sole 4,900 PROVIDENT FINL SVCS INC COM 74386T105 30,640 1,500 Sole 1,500 PROVIDIAN FINL CORP COM 74406A102 3,703,281 180,477 Sole 180,477 PROXYMED INC COM NEW 744290305 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1,600 RANGE RES CORP COM 75281A109 47,051 1,050 Sole 1,050 RARE HOSPITALITY INTL INC COM 753820109 14,794 496 Sole 496 RAYMOND JAMES FINANCIAL INC COM 754730109 49,394 1,325 Sole 1,325 RAYONIER INC COM 754907103 58,448 874 Sole 874 RAYTHEON CO COM NEW 755111507 26,839,691 608,251 Sole 608,251 RBC BEARINGS INC COM 75524B104 68,493 3,700 Sole 3,700 READERS DIGEST ASSN INC COM 755267101 46,411 2,504 Sole 2,504 REALNETWORKS INC COM 75605L104 16,853 2,543 Sole 2,543 REALTY INCOME CORP COM 756109104 27,750 1,000 Sole 1,000 RECKSON ASSOCS RLTY CORP COM 75621K106 216,333 5,395 Sole 5,395 RED HAT INC COM 756577102 11,487,444 467,100 Sole 467,100 RED ROBIN GOURMET BURGERS IN COM 75689M101 154,286 2,900 Sole 2,900 REDWOOD TR INC COM 758075402 169,250 3,000 Sole 3,000 REEBOK INTL LTD COM 758110100 630,158 9,598 Sole 9,598 REED ELSEVIER N V SPONSORED ADR 758204101 2,695,610 84,000 Sole 84,000 REFCO INC COM 75866G109 21,549,714 656,800 Sole 656,800 REGAL ENTMT GROUP CL A 758766109 53,099 2,283 Sole 2,283 REGENCY CTRS CORP COM 758849103 73,344 1,100 Sole 1,100 REGENERATION TECH INC DEL COM 75886N100 151,714 16,000 Sole 16,000 REGIONS FINANCIAL CORP NEW COM 7591EP100 11,971,160 331,447 Sole 331,447 REGIS CORP MINN COM 758932107 51,444 1,172 Sole 1,172 REINSURANCE GROUP AMER INC COM 759351109 42,956 828 Sole 828 RELIANCE STEEL & ALUMINUM CO COM 759509102 24,572 400 Sole 400 RELIANT ENERGY INC COM 75952B105 121,388 6,774 Sole 6,774 REMEC INC COM NEW 759543200 1,284 892 Sole 892 RENAISSANCE LEARNING INC COM 75968L105 16,527 800 Sole 800 RENAISSANCERE HOLDINGS LTD COM G7496G103 40,602 800 Sole 800 RENAL CARE GROUP INC COM 759930100 57,501 1,047 Sole 1,047 RENT A CTR INC NEW COM 76009N100 1,394,558 62,226 Sole 62,226 RENT WAY INC COM 76009U104 3,189 400 Sole 400 REPUBLIC AWYS HLDGS INC COM 760276105 166,082 10,000 Sole 10,000 REPUBLIC BANCORP INC COM 760282103 56,864 3,465 Sole 3,465 REPUBLIC SVCS INC COM 760759100 158,014 3,858 Sole 3,858 RESEARCH IN MOTION LTD COM 760975102 159,757,939 2,014,602 Sole 2,014,602 RESEARCH IN MOTION LTD COM 760975102 1,492,439 18,800 Sole 18,800 RESMED INC COM 761152107 3,734,648 40,400 Sole 40,400 RESOURCE AMERICA INC CL A 761195205 6,173 300 Sole 300 RESOURCES CONNECTION INC COM 76122Q105 491,206 14,284 Sole 14,284 RESPIRONICS INC COM 761230101 538,495 11,000 Sole 11,000 RETAIL VENTURES INC COM 76128Y102 6,372 500 Sole 500
REXAM PLC SP ADR NEW2001 761655406 1,101,642 21,000 Sole 21,000 REYNOLDS & REYNOLDS CO CL A 761695105 1,054,538 33,149 Sole 33,149 REYNOLDS AMERICAN INC COM 761713106 1,326,492 13,767 Sole 13,767 RF MICRODEVICES INC COM 749941100 35,082 5,350 Sole 5,350 RIGEL PHARMACEUTICALS INC COM NEW 766559603 1,100,740 39,900 Sole 39,900 RIGHTNOW TECHNOLOGIES INC COM 76657R106 2,719,778 159,200 Sole 159,200 RIO NARCEA GOLD MINES INC COM 766909105 1,757,700 1,085,000 Sole 1,085,000 RITCHIE BROS AUCTIONEERS COM 767744105 347,173 6,800 Sole 6,800 RITCHIE BROS AUCTIONEERS COM 767744105 106,548 2,090 Sole 2,090 RITE AID CORP COM 767754104 45,491 10,102 Sole 10,102 RLI CORP COM 749607107 19,972 372 Sole 372 ROBERT HALF INTL INC COM 770323103 2,710,401 65,618 Sole 65,618 ROCKWELL AUTOMATION INC COM 773903109 8,254,841 134,453 Sole 134,453 ROCKWELL COLLINS INC COM 774341101 6,486,964 115,673 Sole 115,673 ROGERS COMMUNICATIONS INC CL B 775109200 268,008,449 5,856,828 Sole 5,856,828 ROGERS COMMUNICATIONS INC CL B 775109200 14,484,297 316,350 Sole 316,350 ROHM & HAAS CO COM 775371107 1,432,255 30,004 Sole 30,004 ROLLINS INC COM 775711104 26,336 1,163 Sole 1,163 ROPER INDS INC NEW COM 776696106 4,532,637 99,400 Sole 99,400 ROSS STORES INC COM 778296103 1,504,590 54,700 Sole 54,700 ROWAN COS INC COM 779382100 868,361 21,082 Sole 21,082 ROWE COS COM 779528108 2,437 600 Sole 600 ROYAL BK CDA MONTREAL QUE COM 780087102 1,205,206,029 14,230,795 Sole 14,230,795 ROYAL CARIBBEAN CRUISES LTD COM V7780T103 203,059 4,050 Sole 4,050 ROYAL DUTCH SHELL PLC SPONS ADR A 780259206 10,075,803 132,260 Sole 132,260 ROYAL GROUP TECHNOLOGIES LTD COM 779915107 8,278,943 707,602 Sole 707,602 RPM INTL INC COM 749685103 70,173 3,286 Sole 3,286 RSA SEC INC COM 749719100 5,732,267 388,596 Sole 388,596 RUBICON MINERALS CORP COM 780911103 267,000 300,000 Sole 300,000 RUBY TUESDAY INC COM 781182100 1,679,435 66,500 Sole 66,500 RUDDICK CORP COM 781258108 315,912 11,809 Sole 11,809 RUSSELL CORP COM 782352108 4,888 300 Sole 300 RYANS RESTAURANT GROUP INC COM 783520109 1,042,904 77,000 Sole 77,000 RYDER SYS INC COM 783549108 1,925,379 48,479 Sole 48,479 RYLAND GROUP INC COM 783764103 58,286 734 Sole 734 S & T BANCORP INC COM 783859101 8,774 200 Sole 200 S L INDS INC COM 784413106 29,811 1,800 Sole 1,800 S1 CORPORATION COM 78463B101 4,992 1,100 Sole 1,100 SABRE HLDGS CORP CL A 785905100 981,774 41,712 Sole 41,712 SAFECO CORP COM 786429100 6,258,846 101,026 Sole 101,026 SAFEGUARD SCIENTIFICS INC COM 786449108 7,027 3,500 Sole 3,500 SAFETY INS GROUP INC COM 78648T100 446,102 10,800 Sole 10,800 SAFEWAY INC COM NEW 786514208 2,458,615 82,750 Sole 82,750 SAFLINK CORP COM NEW 786578302 2,270 1,686 Sole 1,686 SAKS INC COM 79377W108 55,825 2,600 Sole 2,600 SALESFORCE COM INC COM 79466L302 53,559 1,996 Sole 1,996 SALIX PHARMACEUTICALS INC COM 795435106 144,277 5,850 Sole 5,850 SANDERSON FARMS INC COM 800013104 129,384 3,000 Sole 3,000 SANDISK CORP COM 80004C101 255,467 4,562 Sole 4,562 SANDY SPRING BANCORP INC COM 800363103 273,786 7,000 Sole 7,000 SANMINA SCI CORP COM 800907107 400,603 80,459 Sole 80,459 SANTANDER BANCORP COM 802809103 21,468 751 Sole 751 SAP AKTIENGESELLSCHAFT SPONSORED ADR 803054204 2,562,214 50,950 Sole 50,950 SAPIENT CORP COM 803062108 23,110 3,186 Sole 3,186 SARA LEE CORP COM 803111103 3,450,738 156,899 Sole 156,899 SAUL CTRS INC COM 804395101 35,504 850 Sole 850 SAXON CAP INC NEW COM 80556T106 79,768 5,800 Sole 5,800 SBA COMMUNICATIONS CORP COM 78388J106 89,656 5,000 Sole 5,000 SBC COMMUNICATIONS INC COM 78387G103 33,685,703 1,210,863 Sole 1,210,863 SCANA CORP NEW COM 80589M102 156,925 3,201 Sole 3,201 SCANSOURCE INC COM 806037107 79,195 1,400 Sole 1,400 SCHEIN HENRY INC COM 806407102 700,421 14,160 Sole 14,160 SCHERING PLOUGH CORP COM 806605101 21,389,481 875,519 Sole 875,519 SCHLUMBERGER LTD COM 806857108 -- 328,600 Sole 328,600 SCHMITT INDS INC ORE COM NEW 806870200 7,050 883 Sole 883 SCHOLASTIC CORP COM 807066105 915,181 21,335 Sole 21,335 SCHWAB CHARLES CORP NEW COM 808513105 10,752,086 642,013 Sole 642,013 SCHWEITZER-MAUDUIT INTL INC COM 808541106 3,886 150 Sole 150 SCIENTIFIC ATLANTA INC COM 808655104 1,155,221 26,536 Sole 26,536 SCIENTIFIC GAMES CORP CL A 80874P109 61,164 1,700 Sole 1,700 SCM MICROSYSTEMS INC COM 784018103 9,750 3,100 Sole 3,100 SCOTTS MIRACLE GRO CO CL A 810186106 90,009 882 Sole 882 SCP POOL CORP COM 784028102 315,156 7,774 Sole 7,774 SCRIPPS E W CO OHIO CL A 811054204 7,034,816 121,300 Sole 121,300 SEACOAST BKG CORP FLA COM 811707306 6,526 240 Sole 240 SEACOR HOLDINGS INC COM 811904101 825,516 9,800 Sole 9,800 SEAGATE TECHNOLOGY SHS G7945J104 160,041 8,700 Sole 8,700 SEALED AIR CORP NEW COM 81211K100 780,954 14,178 Sole 14,178 SEARS HLDGS CORP COM 812350106 11,113,022 76,959 Sole 76,959 SEASPAN CORP SHS Y75638109 13,474,566 600,000 Sole 600,000 SEI INVESTMENTS CO COM 784117103 110,347 2,530 Sole 2,530 SELECT COMFORT CORP COM 81616X103 181,707 7,836 Sole 7,836 SELECTICA INC COM 816288104 13,784 3,700 Sole 3,700 SELECTIVE INS GROUP INC COM 816300107 208,682 3,677 Sole 3,677 SEMPRA ENERGY COM 816851109 2,669,010 48,867 Sole 48,867 SEMTECH CORP COM 816850101 1,206,162 63,100 Sole 63,100 SENECA FOODS CORP NEW CL A 817070501 29,897 1,400 Sole 1,400 SENECA FOODS CORP NEW CL B 817070105 8,588 400 Sole 400 SENIOR HSG PPTYS TR SH BEN INT 81721M109 26,462 1,200 Sole 1,200 SENSIENT TECHNOLOGIES CORP COM 81725T100 24,413 1,110 Sole 1,110 SEPRACOR INC COM 817315104 13,884,457 202,800 Sole 202,800 SERENA SOFTWARE INC COM 817492101 138,785 6,000 Sole 6,000 SEROLOGICALS CORP COM 817523103 395,365 15,100 Sole 15,100 SERVICE CORP INTL COM 817565104 49,136 5,107 Sole 5,107 SERVICEMASTER CO COM 81760N109 101,076 6,432 Sole 6,432 SHAW COMMUNICATIONS INC CL B CONV 82028K200 56,074,656 2,307,599 Sole 2,307,599 SHAW GROUP INC COM 820280105 14,310 500 Sole 500 SHERWIN WILLIAMS CO COM 824348106 4,151,910 81,175 Sole 81,175 SHIRE PHARMACEUTICALS GRP PL SPONSORED ADR 82481R106 2,240,977 52,200 Sole 52,200 SHURGARD STORAGE CTRS INC COM 82567D104 47,076 726 Sole 726 SIEBEL SYS INC COM 826170102 1,205,566 100,556 Sole 100,556 SIEMENS A G SPONSORED ADR 826197501 3,589,968 40,000 Sole 40,000 SIERRA HEALTH SVCS INC COM 826322109 223,805 2,800 Sole 2,800 SIERRA PAC RES NEW COM 826428104 43,260 2,510 Sole 2,510 SIERRA WIRELESS INC COM 826516106 9,921,269 748,775 Sole 748,775 SIFCO INDS INC COM 826546103 1,648 400 Sole 400 SIGMA ALDRICH CORP COM 826552101 989,275 13,306 Sole 13,306
SIGMATEL INC COM 82661W107 13,554 577 Sole 577 SIGNATURE BK NEW YORK N Y COM 82669G104 122,166 3,900 Sole 3,900 SILGAN HOLDINGS INC COM 827048109 73,343 1,900 Sole 1,900 SILICON IMAGE INC COM 82705T102 18,448 1,788 Sole 1,788 SILICON LABORATORIES INC COM 826919102 1,366,878 38,754 Sole 38,754 SILICON STORAGE TECHNOLOGY I COM 827057100 7,761 1,243 Sole 1,243 SILVER WHEATON CORP COM 828336107 6,731,946 1,327,800 Sole 1,327,800 SIMON PPTY GROUP INC NEW COM 828806109 4,586,266 53,314 Sole 53,314 SIMPSON MANUFACTURING CO INC COM 829073105 31,798 700 Sole 700 SINA CORP ORD G81477104 3,893,813 122,000 Sole 122,000 SINCLAIR BROADCAST GROUP INC CL A 829226109 58,679 5,700 Sole 5,700 SINGAPORE FD INC COM 82929L109 326,941 30,000 Sole 30,000 SIRIUS SATELLITE RADIO INC COM 82966U103 9,753,846 1,283,075 Sole 1,283,075 SIRVA INC COM 82967Y104 11,255 1,300 Sole 1,300 SIX FLAGS INC COM 83001P109 11,683 1,400 Sole 1,400 SK TELECOM LTD SPONSORED ADR 78440P108 -- 306,690 Sole 306,690 SKY FINL GROUP INC COM 83080P103 52,101 1,597 Sole 1,597 SKYWEST INC COM 830879102 27,983 899 Sole 899 SKYWORKS SOLUTIONS INC COM 83088M102 17,387 2,134 Sole 2,134 SL GREEN RLTY CORP COM 78440X101 43,521 550 Sole 550 SLM CORP COM 78442P106 16,209,600 260,376 Sole 260,376 SMITH A O COM 831865209 608,619 18,400 Sole 18,400 SMITH INTL INC COM 832110100 8,814,386 228,000 Sole 228,000 SMITHFIELD FOODS INC COM 832248108 77,505 2,250 Sole 2,250 SMUCKER J M CO COM NEW 832696405 66,420 1,179 Sole 1,179 SMURFIT-STONE CONTAINER CORP COM 832727101 9,474,154 787,949 Sole 787,949 SNAP ON INC COM 833034101 513,237 12,243 Sole 12,243 SOLECTRON CORP COM 834182107 864,756 190,561 Sole 190,561 SONIC AUTOMOTIVE INC CL A 83545G102 327,514 12,700 Sole 12,700 SONIC CORP COM 835451105 463,630 14,606 Sole 14,606 SONICWALL INC COM 835470105 12,897 1,750 Sole 1,750 SONOCO PRODS CO COM 835495102 71,316 2,250 Sole 2,250 SONUS NETWORKS INC COM 835916107 25,445 3,780 Sole 3,780 SONY CORP ADR NEW 835699307 2,134,025 55,400 Sole 55,400 SOTHEBYS HLDGS INC CL A 835898107 22,316 1,150 Sole 1,150 SOUND FED BANCORP INC COM 83607V104 3,976 205 Sole 205 SOUTH FINL GROUP INC COM 837841105 24,920 800 Sole 800 SOUTH JERSEY INDS INC COM 838518108 16,910 500 Sole 500 SOUTHERN CO COM 842587107 5,493,594 132,366 Sole 132,366 SOUTHERN PERU COPPER CORP COM 843611104 116,905 1,800 Sole 1,800 SOUTHERN UN CO NEW COM 844030106 74,263 2,483 Sole 2,483 SOUTHWEST AIRLS CO COM 844741108 5,159,150 299,343 Sole 299,343 SOUTHWEST BANCORP INC OKLA COM 844767103 5,100 200 Sole 200 SOUTHWEST GAS CORP COM 844895102 432,328 13,600 Sole 13,600 SOUTHWESTERN ENERGY CO COM 845467109 70,365 826 Sole 826 SOVEREIGN BANCORP INC COM 845905108 1,521,348 59,475 Sole 59,475 SPANISH BROADCASTING SYS INC CL A 846425882 7,916 950 Sole 950 SPDR TR UNIT SER 1 78462F103 -- 640,065 Sole 640,065 SPECTRALINK CORP COM 847580107 3,699 250 Sole 250 SPECTRUM BRANDS INC COM 84762L105 24,599 900 Sole 900 SPEEDWAY MOTORSPORTS INC COM 847788106 29,515 700 Sole 700 SPHERION CORP COM 848420105 9,262 1,050 Sole 1,050 SPINNAKER EXPL CO COM 84855W109 45,048 600 Sole 600 SPORTS AUTH INC NEW COM 84917U109 20,501 600 Sole 600 SPRINT NEXTEL CORP COM FON 852061100 37,071,731 1,343,224 Sole 1,343,224 SPSS INC COM 78462K102 604,440 21,700 Sole 21,700 SPX CORP COM 784635104 144,523 2,710 Sole 2,710 SRA INTL INC CL A 78464R105 41,837 1,016 Sole 1,016 ST JOE CO COM 790148100 123,360 1,702 Sole 1,702 ST JUDE MED INC COM 790849103 19,040,556 350,551 Sole 350,551 ST MARY LD & EXPL CO COM 792228108 26,081 614 Sole 614 ST PAUL TRAVELERS INC COM 792860108 9,742,141 187,075 Sole 187,075 STANCORP FINL GROUP INC COM 852891100 67,429 690 Sole 690 STANDARD PAC CORP NEW COM 85375C101 48,177 1,000 Sole 1,000 STANLEY WKS COM 854616109 762,593 14,076 Sole 14,076 STAPLES INC COM 855030102 3,490,783 141,076 Sole 141,076 STARBUCKS CORP COM 855244109 14,682,345 252,508 Sole 252,508 STARWOOD HOTELS&RESORTS WRLD PAIRED CTF 85590A203 2,775,749 41,834 Sole 41,834 STATE AUTO FINL CORP COM 855707105 29,377 800 Sole 800 STATE STR CORP COM 857477103 15,380,030 270,887 Sole 270,887 STATION CASINOS INC COM 857689103 748,994 9,725 Sole 9,725 STATOIL ASA SPONSORED ADR 85771P102 2,865,521 100,000 Sole 100,000 STEELCASE INC CL A 858155203 27,221 1,622 Sole 1,622 STELLENT INC COM 85856W105 6,962 700 Sole 700 STEPHAN CO COM 858603103 2,489 550 Sole 550 STERICYCLE INC COM 858912108 59,695 900 Sole 900 STERIS CORP COM 859152100 337,126 12,210 Sole 12,210 STERLING BANCSHARES INC COM 858907108 11,951 700 Sole 700 STERLING FINL CORP WASH COM 859319105 11,882 454 Sole 454 STONE ENERGY CORP COM 861642106 385,882 5,447 Sole 5,447 STRATEGIC DISTR INC COM NEW 862701307 3,917 300 Sole 300 STRATEX NETWORKS INC COM 86279T109 8,147 2,700 Sole 2,700 STRATOS INTERNATIONAL INC COM NEW 863100202 813 120 Sole 120 STRATTEC SEC CORP COM 863111100 42,124 700 Sole 700 STRAYER ED INC COM 863236105 21,940 200 Sole 200 STRIDE RITE CORP COM 863314100 1,118,893 75,200 Sole 75,200 STRYKER CORP COM 863667101 7,447,229 129,814 Sole 129,814 STUDENT LN CORP COM 863902102 96,223 350 Sole 350 SUMMIT BANCSHARES INC TEX COM 866011109 4,264 200 Sole 200 SUMTOTAL SYS INC COM 866615107 2,272 402 Sole 402 SUN LIFE FINL INC COM 866796105 424,938,250 9,735,126 Sole 9,735,126 SUN MICROSYSTEMS INC COM 866810104 8,093,799 1,779,032 Sole 1,779,032 SUNCOM WIRELESS HLDGS INC CL A 86722Q108 11,977 3,000 Sole 3,000 SUNCOR ENERGY INC COM 867229106 632,136,890 8,976,667 Sole 8,976,667 SUNOCO INC COM 86764P109 7,614,855 83,902 Sole 83,902 SUNRISE SENIOR LIVING INC COM 86768K106 2,068,140 26,700 Sole 26,700 SUNTRUST BKS INC COM 867914103 22,451,910 278,547 Sole 278,547 SUPER VISION INTL INC CL A 868042102 14,786 2,600 Sole 2,600 SUPERCONDUCTOR TECHNOLOGIES COM 867931107 1,797 2,580 Sole 2,580 SUPERGEN INC COM 868059106 25,957 3,550 Sole 3,550 SUPERIOR ENERGY SVCS INC COM 868157108 27,602 1,030 Sole 1,030 SUPERIOR WELL SVCS INC COM 86837X105 21,448 800 Sole 800 SUPERVALU INC COM 868536103 3,523,660 97,560 Sole 97,560 SURMODICS INC COM 868873100 8,981 200 Sole 200 SUSQUEHANNA BANCSHARES INC P COM 869099101 13,950 500 Sole 500 SVB FINL GROUP COM 78486Q101 676,854 11,990 Sole 11,990 SWIFT ENERGY CO COM 870738101 143,363 2,700 Sole 2,700
SWIFT TRANSN CO COM 870756103 380,449 18,520 Sole 18,520 SYBASE INC COM 871130100 51,862 1,908 Sole 1,908 SYBRON DENTAL SPECIALTIES IN COM 871142105 19,303 400 Sole 400 SYCAMORE NETWORKS INC COM 871206108 20,127 4,600 Sole 4,600 SYMANTEC CORP COM 871503108 9,647,571 366,839 Sole 366,839 SYMBION INC DEL COM 871507109 1,492,229 49,700 Sole 49,700 SYMBOL TECHNOLOGIES INC COM 871508107 627,779 55,879 Sole 55,879 SYMYX TECHNOLOGIES COM 87155S108 2,387,296 78,750 Sole 78,750 SYNAGRO TECHNOLOGIES INC COM NEW 871562203 115,642 21,200 Sole 21,200 SYNAPTICS INC COM 87157D109 128,734 5,900 Sole 5,900 SYNIVERSE HLDGS INC COM 87163F106 57,194 3,200 Sole 3,200 SYNOPSYS INC COM 871607107 131,173 5,980 Sole 5,980 SYNOVUS FINL CORP COM 87161C105 1,747,735 54,325 Sole 54,325 SYNTEL INC COM 87162H103 18,096 800 Sole 800 SYSCO CORP COM 871829107 7,626,024 209,460 Sole 209,460 TAIWAN GREATER CHINA FD SH BEN INT 874037104 396,461 70,000 Sole 70,000 TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 5,623,545 589,462 Sole 589,462 TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 319,189 12,450 Sole 12,450 TALBOTS INC COM 874161102 50,351 1,450 Sole 1,450 TALISMAN ENERGY INC COM 87425E103 340,941,336 5,994,046 Sole 5,994,046 TALX CORP COM 874918105 15,679 412 Sole 412 TANOX INC COM 87588Q109 3,707 218 Sole 218 TARGET CORP COM 87612E106 17,270,959 286,560 Sole 286,560 TARO PHARMACEUTICAL INDS LTD ORD M8737E108 1,552,836 52,000 Sole 52,000 TASER INTL INC COM 87651B104 6,874 960 Sole 960 TAUBMAN CTRS INC COM 876664103 18,396 500 Sole 500 TCF FINL CORP COM 872275102 98,571 3,175 Sole 3,175 TECH DATA CORP COM 878237106 51,553 1,210 Sole 1,210 TECHNE CORP COM 878377100 89,277 1,350 Sole 1,350 TECHNICAL OLYMPIC USA INC COM 878483106 17,063 562 Sole 562 TECHNITROL INC COM 878555101 11,557 650 Sole 650 TECO ENERGY INC COM 872375100 1,423,031 68,042 Sole 68,042 TEJON RANCH CO DEL COM 879080109 10,910 200 Sole 200 TEKELEC COM 879101103 157,631 6,483 Sole 6,483 TEKTRONIX INC COM 879131100 2,323,697 79,356 Sole 79,356 TELEDYNE TECHNOLOGIES INC COM 879360105 16,002 400 Sole 400 TELEFLEX INC COM 879369106 2,765,594 33,800 Sole 33,800 TELEPHONE & DATA SYS INC COM 879433100 83,737 1,850 Sole 1,850 TELEPHONE & DATA SYS INC SPL COM 879433860 56,655 1,300 Sole 1,300 TELESP CELULAR PART S A SPON ADR PFD 87952L108 291,568 64,251 Sole 64,251 TELETECH HOLDINGS INC COM 879939106 6,978 600 Sole 600 TELIK INC COM 87959M109 18,987 1,000 Sole 1,000 TELLABS INC COM 879664100 1,002,096 82,075 Sole 82,075 TELUS CORP NON-VTG SHS 87971M202 92,899,232 1,961,969 Sole 1,961,969 TELUS CORP NON-VTG SHS 87971M202 12,790,009 270,500 Sole 270,500 TEMPLE INLAND INC COM 879868107 947,926 19,994 Sole 19,994 TEMPUR PEDIC INTL INC COM 88023U101 424,887 30,920 Sole 30,920 TENARIS S A SPONSORED ADR 88031M109 1,375,003 8,595 Sole 8,595 TENET HEALTHCARE CORP COM 88033G100 1,008,913 77,409 Sole 77,409 TEPPCO PARTNERS L P UT LTD PARTNER 872384102 38,356 814 Sole 814 TERADYNE INC COM 880770102 728,577 38,046 Sole 38,046 TERAYON COMMUNICATION SYS COM 880775101 5,205 1,150 Sole 1,150 TERCICA INC COM 88078L105 523,663 40,000 Sole 40,000 TEREX CORP NEW COM 880779103 34,421 600 Sole 600 TESCO CORP COM 88157K101 3,210,048 176,086 Sole 176,086 TESORO CORP COM 881609101 78,039 1,000 Sole 1,000 TESSERA TECHNOLOGIES INC COM 88164L100 12,427 358 Sole 358 TETRA TECH INC NEW COM 88162G103 1,293,774 66,275 Sole 66,275 TEVA PHARMACEUTICAL INDS LTD ADR 881624209 2,172,086 56,000 Sole 56,000 TEXAS CAPITAL BANCSHARES INC COM 88224Q107 208,647 8,500 Sole 8,500 TEXAS INDS INC COM 882491103 187,958 2,977 Sole 2,977 TEXAS INSTRS INC COM 882508104 23,734,119 603,241 Sole 603,241 TEXAS REGL BANCSHARES INC CL A VTG 882673106 34,516 1,033 Sole 1,033 TEXAS ROADHOUSE INC CL A 882681109 17,293 1,000 Sole 1,000 TEXTRON INC COM 883203101 8,397,406 100,884 Sole 100,884 THERAVANCE INC COM 88338T104 1,662,936 68,100 Sole 68,100 THERMO ELECTRON CORP COM 883556102 1,117,333 31,156 Sole 31,156 THOMAS & BETTS CORP COM 884315102 79,872 2,000 Sole 2,000 THOMSON CORP COM 884903105 153,928,603 3,546,742 Sole 3,546,742 THOR INDS INC COM 885160101 -- 18,200 Sole 18,200 THORATEC CORP COM NEW 885175307 229,724 11,145 Sole 11,145 THORNBURG MTG INC COM 885218107 37,810 1,300 Sole 1,300 THQ INC COM NEW 872443403 2,441,613 98,675 Sole 98,675 TIBCO SOFTWARE INC COM 88632Q103 40,751 4,200 Sole 4,200 TIDEWATER INC COM 886423102 1,202,031 21,280 Sole 21,280 TIFFANY & CO NEW COM 886547108 8,718,515 188,888 Sole 188,888 TIM PARTICIPACOES S A SPONS ADR PFD 88706P106 299,200 13,875 Sole 13,875 TIMBERLAND CO CL A 887100105 525,348 13,400 Sole 13,400 TIME WARNER INC COM 887317105 70,070,752 3,333,771 Sole 3,333,771 TIME WARNER TELECOM INC CL A 887319101 9,053 1,000 Sole 1,000 TIMKEN CO COM 887389104 54,712 1,591 Sole 1,591 TITAN PHARMACEUTICALS INC DE COM 888314101 5,547 2,700 Sole 2,700 TITANIUM METALS CORP COM NEW 888339207 13,774 300 Sole 300 TIVO INC COM 888706108 9,239 1,450 Sole 1,450 TJX COS INC NEW COM 872540109 1,994,749 83,922 Sole 83,922 TLC VISION CORP COM 872549100 3,957,334 504,119 Sole 504,119 TODCO CL A 88889T107 42,600 880 Sole 880 TOLL BROTHERS INC COM 889478103 185,602 3,580 Sole 3,580 TOLLGRADE COMMUNICATIONS INC COM 889542106 9,328 950 Sole 950 TOMKINS PLC SPONSORED ADR 890030208 1,671,960 70,000 Sole 70,000 TOO INC COM 890333107 19,101 600 Sole 600 TOOTSIE ROLL INDS INC COM 890516107 50,778 1,378 Sole 1,378 TORCHMARK CORP COM 891027104 1,309,555 21,358 Sole 21,358 TORO CO COM 891092108 785,011 18,400 Sole 18,400 TORONTO DOMINION BK ONT COM NEW 891160509 940,037,854 16,399,823 Sole 16,399,823 TOTAL S A SPONSORED ADR 89151E109 7,877,694 49,975 Sole 49,975 TOYOTA MOTOR CORP SP ADR REP2COM 892331307 4,824,208 45,000 Sole 45,000 TRACTOR SUPPLY CO COM 892356106 31,789 600 Sole 600 TRAMMELL CROW CO COM 89288R106 83,066 2,900 Sole 2,900 TRANS WORLD ENTMT CORP COM 89336Q100 4,579 500 Sole 500 TRANSACT TECHNOLOGIES INC COM 892918103 2,205 250 Sole 250 TRANSACTION SYS ARCHITECTS COM 893416107 6,141 190 Sole 190 TRANSALTA CORP COM 89346D107 119,364,628 5,183,006 Sole 5,183,006 TRANSATLANTIC HLDGS INC COM 893521104 68,999 1,043 Sole 1,043 TRANSCANADA CORP COM 89353D107 308,425,023 8,688,029 Sole 8,688,029 TRANSCONTINENTAL RLTY INVS COM NEW 893617209 3,447 150 Sole 150 TRANSMETA CORP DEL COM 89376R109 11,619 7,050 Sole 7,050
TRANSOCEAN INC ORD G90078109 29,804,920 418,865 Sole 418,865 TRANSWITCH CORP COM 894065101 3,294 1,650 Sole 1,650 TREDEGAR CORP COM 894650100 9,060 600 Sole 600 TREEHOUSE FOODS INC COM 89469A104 23,834 764 Sole 764 TREX INC COM 89531P105 142,057 5,100 Sole 5,100 TRIAD GTY INC COM 895925105 122,901 2,700 Sole 2,700 TRIAD HOSPITALS INC COM 89579K109 6,542,011 124,514 Sole 124,514 TRIBUNE CO NEW COM 896047107 11,750,930 298,757 Sole 298,757 TRIDENT MICROSYSTEMS INC COM 895919108 69,223 1,875 Sole 1,875 TRIMBLE NAVIGATION LTD COM 896239100 31,280 800 Sole 800 TRIMERIS INC COM 896263100 2,239,693 125,800 Sole 125,800 TRINITY INDS INC COM 896522109 70,019 1,490 Sole 1,490 TRIQUINT SEMICONDUCTOR INC COM 89674K103 19,699 4,822 Sole 4,822 TRIZEC PROPERTIES INC COM 89687P107 55,962 2,091 Sole 2,091 TRUSTCO BK CORP N Y COM 898349105 16,753 1,152 Sole 1,152 TRUSTMARK CORP COM 898402102 32,323 1,000 Sole 1,000 TRW AUTOMOTIVE HLDGS CORP COM 87264S106 2,308,726 67,800 Sole 67,800 TUESDAY MORNING CORP COM NEW 899035505 24,020 800 Sole 800 TUPPERWARE CORP COM 899896104 40,451 1,530 Sole 1,530 TWEETER HOME ENTMT GROUP INC COM 901167106 5,728 1,500 Sole 1,500 TXU CORP COM 873168108 6,042,244 46,121 Sole 46,121 TYCO INTL LTD NEW COM 902124106 41,465,382 1,282,856 Sole 1,282,856 TYSON FOODS INC CL A 902494103 1,086,364 51,858 Sole 51,858 U S G CORP COM NEW 903293405 31,903 400 Sole 400 UBIQUITEL INC COM 903474302 418,932 41,300 Sole 41,300 UBS AG NAMEN AKT H8920M855 4,068,483 41,000 Sole 41,000 UCBH HOLDINGS INC COM 90262T308 29,767 1,400 Sole 1,400 UGI CORP NEW COM 902681105 49,006 1,500 Sole 1,500 UICI COM 902737105 25,069 600 Sole 600 UIL HLDG CORP COM 902748102 97,138 1,600 Sole 1,600 ULTICOM INC COM 903844108 5,761 450 Sole 450 ULTRA PETROLEUM CORP COM 903914109 198,045 3,000 Sole 3,000 ULTRATECH INC COM 904034105 5,428 300 Sole 300 UMB FINL CORP COM 902788108 50,463 662 Sole 662 UMPQUA HLDGS CORP COM 904214103 18,516 656 Sole 656 UNIBANCO-UNIAO DE BANCOS BRA GDR REP PFD UT 90458E107 2,588,722 42,405 Sole 42,405 UNION BANKSHARES CORP COM 905399101 7,273 150 Sole 150 UNION PAC CORP COM 907818108 18,233,326 219,111 Sole 219,111 UNIONBANCAL CORP COM 908906100 280,135 3,462 Sole 3,462 UNISOURCE ENERGY CORP COM 909205106 482,229 12,500 Sole 12,500 UNISYS CORP COM 909214108 607,918 78,885 Sole 78,885 UNIT CORP COM 909218109 41,703 650 Sole 650 UNITED AUTO GROUP INC COM 909440109 28,683 748 Sole 748 UNITED BANKSHARES INC WEST V COM 909907107 20,281 500 Sole 500 UNITED CMNTY BKS BLAIRSVLE G CAP STK 90984P105 6,615 200 Sole 200 UNITED DOMINION REALTY TR IN COM 910197102 63,539 2,310 Sole 2,310 UNITED FIRE & CAS CO COM 910331107 83,767 1,600 Sole 1,600 UNITED MICROELECTRONICS CORP SPONSORED ADR 910873207 1,138,691 272,534 Sole 272,534 UNITED ONLINE INC COM 911268100 210,573 13,100 Sole 13,100 UNITED PARCEL SERVICE INC CL B 911312106 23,955,593 298,578 Sole 298,578 UNITED RENTALS INC COM 911363109 43,463 1,900 Sole 1,900 UNITED STATES CELLULAR CORP COM 911684108 92,999 1,500 Sole 1,500 UNITED STATES STL CORP NEW COM 912909108 4,244,077 86,347 Sole 86,347 UNITED STATIONERS INC COM 913004107 72,210 1,300 Sole 1,300 UNITED SURGICAL PARTNERS INT COM 913016309 752,357 16,575 Sole 16,575 UNITED TECHNOLOGIES CORP COM 913017109 29,580,490 491,652 Sole 491,652 UNITED THERAPEUTICS CORP DEL COM 91307C102 639,978 7,900 Sole 7,900 UNITEDHEALTH GROUP INC COM 91324P102 49,034,348 751,764 Sole 751,764 UNITRIN INC COM 913275103 88,131 1,600 Sole 1,600 UNIVERSAL AMERN FINL CORP COM 913377107 1,031,929 39,100 Sole 39,100 UNIVERSAL COMPRESSION HLDGS COM 913431102 20,032 434 Sole 434 UNIVERSAL CORP VA COM 913456109 114,919 2,550 Sole 2,550 UNIVERSAL HLTH SVCS INC CL B 913903100 77,225 1,397 Sole 1,397 UNIVERSAL STAINLESS & ALLOY COM 913837100 2,925 150 Sole 150 UNIVISION COMMUNICATIONS INC CL A 914906102 5,330,212 173,111 Sole 173,111 UNOVA INC COM 91529B106 36,538 900 Sole 900 UNUMPROVIDENT CORP COM 91529Y106 14,234,457 598,280 Sole 598,280 UPM KYMMENE CORP SPONSORED ADR 915436109 1,634,589 70,000 Sole 70,000 URBAN OUTFITTERS INC COM 917047102 88,716 2,600 Sole 2,600 URS CORP NEW COM 903236107 16,219 346 Sole 346 US BANCORP DEL COM NEW 902973304 17,959,634 551,084 Sole 551,084 USEC INC COM 90333E108 27,847 2,150 Sole 2,150 UST INC COM 902911106 3,087,723 63,556 Sole 63,556 UTI WORLDWIDE INC ORD G87210103 333,661 3,700 Sole 3,700 UTSTARCOM INC COM 918076100 20,861 2,200 Sole 2,200 V F CORP COM 918204108 4,337,742 64,473 Sole 64,473 VA SOFTWARE CORP COM 91819B105 4,265 2,450 Sole 2,450 VALASSIS COMMUNICATIONS INC COM 918866104 54,288 1,200 Sole 1,200 VALEANT PHARMACEUTICALS INTL COM 91911X104 1,291,089 55,400 Sole 55,400 VALENCE TECHNOLOGY INC COM 918914102 4,089 1,300 Sole 1,300 VALERO ENERGY CORP NEW COM 91913Y100 141,270,660 1,076,615 Sole 1,076,615 VALHI INC NEW COM 918905100 31,301 1,500 Sole 1,500 VALLEY NATL BANCORP COM 919794107 465,722 17,523 Sole 17,523 VALOR COMMUNICATIONS GROUP I COM 920255106 436,604 27,600 Sole 27,600 VALSPAR CORP COM 920355104 46,193 1,780 Sole 1,780 VALUEVISION MEDIA INC CL A 92047K107 7,245 550 Sole 550 VANGUARD INDEX TR EXT MKT VIPERS 922908652 6,459,983 62,498 Sole 62,498 VARIAN INC COM 922206107 33,220 834 Sole 834 VARIAN MED SYS INC COM 92220P105 900,369 19,635 Sole 19,635 VARIAN SEMICONDUCTOR EQUIPMN COM 922207105 39,340 800 Sole 800 VCA ANTECH INC COM 918194101 38,445 1,298 Sole 1,298 VECTOR GROUP LTD COM 92240M108 79,121 3,407 Sole 3,407 VECTREN CORP COM 92240G101 49,355 1,500 Sole 1,500 VEECO INSTRS INC DEL COM 922417100 8,377 450 Sole 450 VENTANA MED SYS INC COM 92276H106 17,674 400 Sole 400 VENTAS INC COM 92276F100 562,065 15,040 Sole 15,040 VERINT SYS INC COM 92343X100 10,121 213 Sole 213 VERISIGN INC COM 92343E102 2,823,338 113,835 Sole 113,835 VERITAS DGC INC COM 92343P107 23,376 550 Sole 550 VERITY INC COM 92343C106 159,000 12,900 Sole 12,900 VERIZON COMMUNICATIONS COM 92343V104 36,317,889 957,245 Sole 957,245 VERTEX PHARMACEUTICALS INC COM 92532F100 5,030,456 193,931 Sole 193,931 VERTRUE INC COM 92534N101 8,438 200 Sole 200 VIACOM INC CL B 925524308 42,270,737 1,103,346 Sole 1,103,346 VIAD CORP COM NEW 92552R406 765,786 24,125 Sole 24,125 VIASYS HEALTHCARE INC COM NEW 92553Q209 197,803 6,820 Sole 6,820 VICOR CORP COM 925815102 10,550 600 Sole 600
VIEWPOINT CORP COM 92672P108 2,925 1,750 Sole 1,750 VIGNETTE CORP COM NEW 926734401 7,017 380 Sole 380 VINTAGE PETE INC COM 927460105 50,343 950 Sole 950 VION PHARMACEUTICALS INC COM 927624106 470,582 186,850 Sole 186,850 VIRAGE LOGIC CORP COM 92763R104 43,174 4,800 Sole 4,800 VIROPHARMA INC COM 928241108 1,834,676 76,000 Sole 76,000 VISHAY INTERTECHNOLOGY INC COM 928298108 64,464 4,648 Sole 4,648 VISTACARE INC CL A 92839Y109 159,542 9,500 Sole 9,500 VISTEON CORP COM 92839U107 318,398 28,051 Sole 28,051 VITAL SIGNS INC COM 928469105 58,841 1,100 Sole 1,100 VITESSE SEMICONDUCTOR CORP COM 928497106 11,019 5,050 Sole 5,050 VITRIA TECHNOLOGY COM NEW 92849Q401 4,104 1,062 Sole 1,062 VODAFONE GROUP PLC NEW SPONSORED ADR 92857W100 8,317,439 275,953 Sole 275,953 VOLVO AKTIEBOLAGET ADR B 928856400 2,380,647 47,000 Sole 47,000 VORNADO RLTY TR SH BEN INT 929042109 2,449,844 24,369 Sole 24,369 VULCAN MATLS CO COM 929160109 3,905,394 45,344 Sole 45,344 VYYO INC COM NEW 918458209 2,605 583 Sole 583 W HLDG CO INC COM 929251106 27,139 2,446 Sole 2,446 W P CAREY & CO LLC COM 92930Y107 18,746 600 Sole 600 WABTEC CORP COM 929740108 22,163 700 Sole 700 WACHOVIA CORP 2ND NEW COM 929903102 32,627,432 590,724 Sole 590,724 WADDELL & REED FINL INC CL A 930059100 1,621,379 72,160 Sole 72,160 WAL MART STORES INC COM 931142103 61,541,685 1,210,081 Sole 1,210,081 WALGREEN CO COM 931422109 12,631,374 250,483 Sole 250,483 WALTER INDS INC COM 93317Q105 428,152 7,541 Sole 7,541 WARNACO GROUP INC COM NEW 934390402 437,374 17,200 Sole 17,200 WASHINGTON FED INC COM 938824109 46,305 1,769 Sole 1,769 WASHINGTON MUT INC COM 939322103 7,451,416 163,700 Sole 163,700 WASHINGTON POST CO CL B 939640108 300,836 323 Sole 323 WASHINGTON REAL ESTATE INVT SH BEN INT 939653101 388,142 10,750 Sole 10,750 WASHINGTON TR BANCORP COM 940610108 7,889 250 Sole 250 WASTE CONNECTIONS INC COM 941053100 391,871 9,625 Sole 9,625 WASTE MGMT INC DEL COM 94106L109 6,127,608 184,540 Sole 184,540 WATCHGUARD TECHNOLOGIES INC COM 941105108 1,992 400 Sole 400 WATERS CORP COM 941848103 2,569,271 53,215 Sole 53,215 WATSON PHARMACEUTICALS INC COM 942683103 11,125,808 261,848 Sole 261,848 WATSON WYATT & CO HLDGS CL A 942712100 20,331 650 Sole 650 WATTS WATER TECHNOLOGIES INC CL A 942749102 16,742 500 Sole 500 WAUSAU PAPER CORP COM 943315101 9,437 650 Sole 650 WCI CMNTYS INC COM 92923C104 620,659 18,850 Sole 18,850 WD-40 CO COM 929236107 563,045 18,300 Sole 18,300 WEATHERFORD INTERNATIONAL LT COM G95089101 6,512,005 81,720 Sole 81,720 WEBEX COMMUNICATIONS INC COM 94767L109 4,359,396 153,250 Sole 153,250 WEBMETHODS INC COM 94768C108 18,356 2,237 Sole 2,237 WEBSENSE INC COM 947684106 10,401 175 Sole 175 WEBSTER FINL CORP CONN COM 947890109 49,572 950 Sole 950 WEIGHT WATCHERS INTL INC NEW COM 948626106 4,836,572 80,793 Sole 80,793 WEINGARTEN RLTY INVS SH BEN INT 948741103 59,611 1,357 Sole 1,357 WEIS MKTS INC COM 948849104 148,594 3,200 Sole 3,200 WELLCARE HEALTH PLANS INC COM 94946T106 464,402 10,800 Sole 10,800 WELLCHOICE INC COM 949475107 -- 5,100 Sole 5,100 WELLPOINT INC COM 94973V107 55,370,686 629,236 Sole 629,236 WELLS FARGO & CO NEW COM 949746101 36,462,510 536,400 Sole 536,400 WELLSFORD REAL PPTYS INC COM NEW 950240200 3,308 150 Sole 150 WENDYS INTL INC COM 950590109 1,714,721 32,723 Sole 32,723 WERNER ENTERPRISES INC COM 950755108 27,351 1,363 Sole 1,363 WESCO FINL CORP COM 950817106 59,556 150 Sole 150 WESCO INTL INC COM 95082P105 38,130 970 Sole 970 WEST CORP COM 952355105 144,505 3,330 Sole 3,330 WEST PHARMACEUTICAL SVSC INC COM 955306105 234,158 6,800 Sole 6,800 WESTAMERICA BANCORPORATION COM 957090103 716,343 11,950 Sole 11,950 WESTAR ENERGY INC COM 95709T100 61,192 2,185 Sole 2,185 WESTCORP INC COM 957907108 54,687 800 Sole 800 WESTERN DIGITAL CORP COM 958102105 59,576 3,970 Sole 3,970 WESTERN GAS RES INC COM 958259103 4,596,068 77,300 Sole 77,300 WESTERN SILVER CORP COM 959531104 4,998,392 511,083 Sole 511,083 WESTLAKE CHEM CORP COM 960413102 80,050 2,547 Sole 2,547 WESTWOOD ONE INC COM 961815107 4,896,187 212,100 Sole 212,100 WEYERHAEUSER CO COM 962166104 10,086,252 126,408 Sole 126,408 WFS FINL INC COM 92923B106 69,091 886 Sole 886 WGL HLDGS INC COM 92924F106 33,934 910 Sole 910 W-H ENERGY SVCS INC COM 92925E108 173,083 4,600 Sole 4,600 WHIRLPOOL CORP COM 963320106 1,106,444 12,582 Sole 12,582 WHITE MTNS INS GROUP LTD COM G9618E107 140,200 200 Sole 200 WHITING PETE CORP NEW COM 966387102 1,068,495 21,000 Sole 21,000 WHITNEY HLDG CORP COM 966612103 23,537 750 Sole 750 WHOLE FOODS MKT INC COM 966837106 1,666,224 10,678 Sole 10,678 WILD OATS MARKETS INC COM 96808B107 155,223 10,400 Sole 10,400 WILEY JOHN & SONS INC CL A 968223206 55,710 1,150 Sole 1,150 WILLIAMS COS INC DEL COM 969457100 3,956,083 136,074 Sole 136,074 WILLIAMS SONOMA INC COM 969904101 1,771,058 39,791 Sole 39,791 WILLIS GROUP HOLDINGS LTD SHS G96655108 2,335,916 53,600 Sole 53,600 WILMINGTON TRUST CORP COM 971807102 577,871 13,660 Sole 13,660 WIMM BILL DANN FOODS OJSC SPONSORED ADR 97263M109 470,182 21,100 Sole 21,100 WIND RIVER SYSTEMS INC COM 973149107 25,511 1,700 Sole 1,700 WINNEBAGO INDS INC COM 974637100 33,623 1,000 Sole 1,000 WINTRUST FINANCIAL CORP COM 97650W108 28,583 490 Sole 490 WIRELESS FACILITIES INC COM 97653A103 6,058 900 Sole 900 WISCONSIN ENERGY CORP COM 976657106 156,877 3,386 Sole 3,386 WITNESS SYS INC COM 977424100 10,910 450 Sole 450 WJ COMMUNICATIONS INC COM 929284107 3,854 2,700 Sole 2,700 WMS INDS INC COM 929297109 1,345,084 41,200 Sole 41,200 WOLVERINE WORLD WIDE INC COM 978097103 31,149 1,275 Sole 1,275 WOODHEAD INDS INC COM 979438108 76,488 4,800 Sole 4,800 WOODWARD GOVERNOR CO COM 980745103 118,451 1,200 Sole 1,200 WORLD FUEL SVCS CORP COM 981475106 527,261 14,000 Sole 14,000 WORTHINGTON INDS INC COM 981811102 32,047 1,313 Sole 1,313 WPP GROUP PLC SPON ADR NEW 929309300 2,966,494 50,000 Sole 50,000 WPS RESOURCES CORP COM 92931B106 52,324 780 Sole 780 WRIGHT MED GROUP INC COM 98235T107 157,540 5,500 Sole 5,500 WRIGLEY WM JR CO COM 982526105 6,667,824 79,927 Sole 79,927 WYETH COM 983024100 69,569,381 1,295,496 Sole 1,295,496 WYNN RESORTS LTD COM 983134107 7,443,575 142,050 Sole 142,050 XANSER CORP COM 98389J103 8,455 2,350 Sole 2,350 XCEL ENERGY INC COM 98389B100 3,794,123 166,706 Sole 166,706 XEROX CORP COM 984121103 4,744,863 299,508 Sole 299,508 XILINX INC COM 983919101 13,178,583 407,719 Sole 407,719
XL CAP LTD CL A G98255105 8,231,360 104,253 Sole 104,253 XM SATELLITE RADIO HLDGS INC CL A 983759101 1,277,655 30,656 Sole 30,656 XTO ENERGY INC COM 98385X106 7,693,356 146,266 Sole 146,266 YAHOO INC COM 984332106 26,293,550 669,478 Sole 669,478 YAMANA GOLD INC COM 98462Y100 5,166,513 1,021,050 Sole 1,021,050 YANKEE CANDLE INC COM 984757104 21,326 750 Sole 750 YELLOW ROADWAY CORP COM 985577105 42,015 874 Sole 874 YORK INTL CORP NEW COM 986670107 45,552 700 Sole 700 YOUNG BROADCASTING INC CL A 987434107 11,341 2,800 Sole 2,800 YUM BRANDS INC COM 988498101 10,102,561 179,810 Sole 179,810 ZALE CORP NEW COM 988858106 1,487,857 47,166 Sole 47,166 ZARLINK SEMICONDUCTOR INC COM 989139100 -- 271,200 Sole 271,200 ZEBRA TECHNOLOGIES CORP CL A 989207105 62,381 1,375 Sole 1,375 ZENITH NATL INS CORP COM 989390109 21,827 300 Sole 300 ZHONE TECHNOLOGIES INC NEW COM 98950P108 1,003 331 Sole 331 ZIMMER HLDGS INC COM 98956P102 12,571,046 157,229 Sole 157,229 ZIONS BANCORPORATION COM 989701107 4,923,076 59,568 Sole 59,568 ZORAN CORP COM 98975F101 16,597 1,000 Sole 1,000 ZUMIEZ INC COM 989817101 87,102 2,300 Sole 2,300 ZYMOGENETICS INC COM 98985T109 6,185 323 Sole 323 ALTRIA GROUP INC COM 02209S103 55,854,028 651,744 Sole 651,744 BARRICK GOLD CORP COM 067901108 2,283,199 67,600 Sole 67,600 BERKSHIRE HATHAWAY INC DEL CL B 084670207 44,646,658 14,061 Sole 14,061 BERKSHIRE HATHAWAY INC DEL CL A 084670108 27,266,596 286 Sole 286 BRISTOL MYERS SQUIBB CO COM 110122108 11,649,561 416,450 Sole 416,450 CITIGROUP INC COM 172967101 11,209,320 211,800 Sole 211,800 COMCAST CORP NEW CL A 20030N101 11,825,783 346,200 Sole 346,200 DIAGEO P L C SPON ADR NEW 25243Q205 6,764,798 100,300 Sole 100,300 DISCOVERY HOLDING CO CL A COM 25468Y107 1,837,645 109,532 Sole 109,532 DISNEY WALT CO COM DISNEY 254687106 42,082 1,500 Sole 1,500 ECHOSTAR COMMUNICATIONS NEW CL A 278762109 9,968,401 289,950 Sole 289,950 LEUCADIA NATL CORP COM 527288104 8,516,800 170,000 Sole 170,000 LIBERTY GLOBAL INC COM SER C 530555309 5,751,218 200,430 Sole 200,430 LIBERTY MEDIA CORP NEW COM SER A 530718105 10,141,109 1,083,524 Sole 1,083,524 MARSH & MCLENNAN COS INC COM 571748102 12,006,188 339,800 Sole 339,800 MERCK & CO INC COM 589331107 8,752,060 276,650 Sole 276,650 NEWMONT MINING CORP COM 651639106 2,823,838 51,490 Sole 51,490 PATHMARK STORES INC NEW COM 70322A101 4,251,803 324,200 Sole 324,200 PFIZER INC COM 717081103 7,102,558 244,650 Sole 244,650 PLACER DOME INC COM 725906101 1,473,532 73,900 Sole 73,900 TENET HEALTHCARE CORP COM 88033G100 8,132,317 622,850 Sole 622,850 VERTEX PHARMACEUTICALS INC COM 92532F100 32,424,598 1,247,803 Sole 1,247,803 WASHINGTON POST CO CL B 939640108 9,395,623 10,070 Sole 10,070 ZYMOGENETICS INC COM 98985T109 6,251,046 325,850 Sole 325,850 24,363,660,796
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