-----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, HyuhprrbyFNnxGHzyBqixbcLF8p5Ox935mduWd67/y61WA2kDaerNXZ+Ycbk0nKP CrijkY+8RoYsfZfviubrhQ== 0000909567-04-000733.txt : 20040514 0000909567-04-000733.hdr.sgml : 20040514 20040514091301 ACCESSION NUMBER: 0000909567-04-000733 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20040331 FILED AS OF DATE: 20040514 EFFECTIVENESS DATE: 20040514 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: 04804664 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 t13006e13fvhr.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: March 31, 2004 Check here if Amendment [ ]: Amendment Number _______ This Amendment (Check only one): [ ] is a restatement [ ] adds new holdings entries. Institutional Investment Manager Filing this Report: Name: 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: Jean Martindale______________________________________________ Title: Compliance Officer __________________________ Phone: 416-983-1115_____________________________________________ Signature, Place, and Date of Signing: Jean Martindale Toronto, Ontario Aug 13, 2003 [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: Four (4) Form 13F Information Table Entry Total: 3264 Form 13F Information Table Value Total: C$ 24,356,601(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 28-_______________________ TD Harbour Capital 2 28-_______________________ The Canada Trust Company 3 28-_______________________ TD Securities Inc. 4 28-_______________________ Toronto Dominion Investments, Inc.
CUSIP ISSUER DESCRIPTION TOTAL SHARES MARKET VALUE C$ OTHER INCLUDED MANAGERS 000375204 ABB LTD 296,500.00 2,332,464.71 00086T103 A C MOORE ARTS & CRAFTS INC 1,300.00 46,130.18 000886101 A D C TELECOMMUNICATIONS 129,186.00 492,401.42 00089C107 ADE CORP MASS 650.00 16,785.40 000937102 ABN AMRO HLDG NV 245,444.00 7,449,271.00 000957100 ABM INDS INC 400.00 9,436.32 001055102 AFLAC INC 82,543.00 4,354,473.01 001084102 AGCO CORP 45,900.00 1,249,311.59 001204106 AGL RES INC 1,250.00 47,674.42 00130H105 AES CORP 402,932.00 4,517,090.34 001547108 AK STL HLDG CORP 1,900.00 14,657.83 00163T109 AMB PROPERTY CORP 1,950.00 95,258.81 001669100 AMC ENTMT INC 2,450.00 49,425.66 001735109 AMLI RESIDENTIAL PPTYS TR 450.00 16,707.40 001744101 AMN HEALTHCARE SERVICES INC 500.00 12,058.24 001765106 AMR CORP 3,314.00 55,444.55 001853100 APA OPTICS INC 700.00 2,290.74 001941103 ATI TECHNOLOGIES INC 4,765,490.00 101,649,932.17 001957505 AT&T CORP 610,531.00 15,702,998.15 00207R101 ATMI INC 7,400.00 255,973.84 00209A106 AT&T WIRELESS SVCS INC 636,526.00 11,385,935.22 002255107 AU OPTRONICS CORP 36,000.00 988,841.70 002444107 AVX CORP NEW 3,550.00 76,935.54 002567105 ABAXIS INC 0.00 0.00 002824100 ABBOTT LABS 856,408.00 46,342,596.15 002893105 ABER DIAMOND CORP 867,830.00 36,231,903.00 002896207 ABERCROMBIE & FITCH CO 2,300.00 102,290.71 00339B107 ABGENIX INC 216,342.00 3,778,712.12 00371N407 ABLE LABORATORIES INC 83,900.00 2,153,486.68 003924107 ABITIBI-CONSOLIDATED INC 7,578,228.00 70,704,867.24 00437V104 ACCREDO HEALTH INC 900.00 45,065.63 00461P106 ACLARA BIOSCIENCES INC 2,450.00 12,622.06 004930202 ACTIVISION INC NEW 53,845.00 1,119,514.82 004934105 ACTEL CORP 0.00 0.00 00508B102 ACTUATE CORP 9,000.00 38,205.25 00508X203 ACTUANT CORP 5,680.00 292,849.60 00508Y102 ACUITY BRANDS INC 1,000.00 31,384.29 005125109 ACXIOM CORP 3,050.00 88,025.84 00651F108 ADAPTEC INC 7,550.00 86,921.87 007094105 ADMINISTAFF INC 750.00 17,180.53 00724F101 ADOBE SYS INC 349,440.00 18,108,287.43 00724X102 ADOLOR CORP 100,000.00 1,975,317.75 00738A106 ADTRAN INC 1,600.00 63,147.08 00751Y106 ADVANCE AUTO PARTS INC 1,600.00 85,520.88 007525108 ADVANCED DIGITAL INFORMATION 3,435.00 51,374.43 00754A105 ADVANCED FIBRE COMMUNICATION 47,300.00 1,369,473.47 007585102 ADVO INC 1,275.00 53,990.05 00762W107 ADVISORY BRD CO 5,450.00 261,795.31 00763M108 ADVANCED MEDICAL OPTICS INC 23,150.00 742,367.26 007768104 AEROFLEX INC 2,250.00 39,802.06 007865108 AEROPOSTALE 650.00 30,975.56 007903107 ADVANCED MICRO DEVICES INC 572,021.00 12,201,366.67 007924103 AEGON N V 432.00 7,511.00 007942105 ADVANTA CORP 3,400.00 74,891.22 007973100 ADVANCED ENERGY INDS 1,150.00 30,817.19 007974108 ADVENT SOFTWARE INC 650.00 15,974.71 007975105 AETERNA LABORATORIES INC 528,074.00 4,567,840.10 00808V105 AETHER SYS INC 300.00 1,833.38 00817Y108 AETNA INC NEW 22,781.00 2,686,210.45 008190100 AFFILIATED COMPUTER SERVICES 142,800.00 9,740,327.31 008252108 AFFILIATED MANAGERS GROUP 29,700.00 2,130,433.42 00826T108 AFFYMETRIX INC 75,736.00 3,359,341.28 00845V100 AGERE SYS INC 1,426,881.00 6,020,419.63 00846U101 AGILENT TECHNOLOGIES INC 317,872.00 13,214,038.82 00846X105 AGILE SOFTWARE CORP DEL 550.00 6,324.83 008474108 AGNICO EAGLE MINES LTD 1,694,505.00 33,093,682.40 008916108 AGRIUM INC 1,559,806.00 30,197,844.16 009158106 AIR PRODS & CHEMS INC 36,883.00 2,429,490.96 009363102 AIRGAS INC 18,577.00 520,035.71 00949P108 AIRTRAN HLDGS INC 1,250.00 19,516.61
00971T101 AKAMAI TECHNOLOGIES INC 1,700.00 29,357.72 010198208 AKTIEBOLAGETT ELECTROLUX 28,400.00 1,536,657.90 010317105 ALABAMA NATL BANCORP DELA 36,000.00 2,626,817.76 011311107 ALAMO GROUP INC 1,600.00 36,567.69 011589108 ALAMOSA HLDGS INC 1,950.00 14,966.68 011637105 ALARIS MEDICAL SYSTEMS INC 1,100.00 26,961.84 011659109 ALASKA AIR GROUP INC 600.00 19,445.64 012348108 ALBANY INTL CORP 54,600.00 1,929,573.96 012423109 ALBANY MOLECULAR RESH INC 800.00 16,706.75 012653101 ALBEMARLE CORP 800.00 30,490.60 013068101 ALBERTO CULVER CO 12,408.50 715,426.36 013104104 ALBERTSONS INC 147,498.00 4,293,971.70 013716105 ALCAN INC 8,515,416.00 496,372,873.00 013817101 ALCOA INC 395,788.00 18,127,110.50 013904305 ALCATEL 34,406.00 737,895.66 014482103 ALEXANDER & BALDWIN INC 1,873.00 81,429.41 015271109 ALEXANDRIA REAL ESTATE EQ IN 400.00 33,119.10 015351109 ALEXION PHARMACEUTICALS INC 48,000.00 1,498,875.84 015385107 ALFA CORP 3,971.00 71,029.05 016255101 ALIGN TECHNOLOGY INC 1,400.00 34,977.45 01642T108 ALKERMES INC 320,008.00 6,724,922.52 017175100 ALLEGHANY CORP DEL 106.00 34,451.49 017361106 ALLEGHENY ENERGY INC 18,982.00 342,024.65 01741R102 ALLEGHENY TECHNOLOGIES INC 55,289.00 879,229.18 018490102 ALLERGAN INC 34,474.00 3,813,075.37 018522102 ALLETE INC 2,000.00 92,234.07 01853E204 ALLIANCE ATLANTIS COMMUNICAT 991,043.00 24,676,970.70 01855A101 ALLIANCE CAP MGMT HLDG L P 1,400.00 67,710.16 01859P609 ALLIANCE GAMING CORP 1,000.00 42,226.85 01877H100 ALLIANCE SEMICONDUCTOR CORP 3,400.00 34,004.90 018802108 ALLIANT ENERGY CORP 2,737.00 93,740.48 018804104 ALLIANT TECHSYSTEMS INC 49,954.00 3,571,471.22 01903Q108 ALLIED CAP CORP NEW 2,332.00 92,833.73 019121201 ALLIED DOMECQ PLC 10,000.00 455,862.00 019228402 ALLIED IRISH BKS P L C 155,538.00 6,303,262.00 019589308 ALLIED WASTE INDS INC 157,438.00 2,754,010.59 019754100 ALLMERICA FINL CORP 1,250.00 56,759.17 020002101 ALLSTATE CORP 453,767.00 27,111,328.75 020039103 ALLTEL CORP 191,336.00 12,547,299.60 020813101 ALPHARMA INC 1,750.00 45,101.77 021441100 ALTERA CORP 100,795.00 2,709,008.00 02144G107 ALTEON INC 9,200.00 21,763.98 02209S103 ALTRIA GROUP INC 609,225.00 43,600,187.41 023135106 AMAZON COM INC 63,920.00 3,635,816.90 023139108 AMBAC FINL GROUP INC 17,521.00 1,698,930.16 023177108 AMBASSADORS GROUP INC 750.00 24,376.05 023178106 AMBASSADORS INTL INC 750.00 12,863.22 02341W103 AMCOL INTL CORP 9,100.00 208,696.33 023551104 AMERADA HESS CORP 88,027.00 7,552,209.56 023608102 AMEREN CORP 27,634.00 1,673,895.91 023613102 AMERIANA BANCORP 1,750.00 37,063.49 02364W105 AMERICA MOVIL S A DE C V 225,441.00 11,451,447.49 023912108 AMCORE FINL INC 1,300.00 50,896.96 024061103 AMERICAN AXLE & MFG HLDGS IN 1,725.00 83,541.94 024937104 AMERICAN CAPITAL STRATEGIES 1,450.00 63,344.22 025537101 AMERICAN ELEC PWR INC 62,892.00 2,721,029.30 02553E106 AMERICAN EAGLE OUTFITTERS NE 1,550.00 54,919.88 025816109 AMERICAN EXPRESS CO 1,083,285.00 74,784,121.03 025932104 AMERICAN FINL GROUP INC OHIO 1,050.00 41,164.28 02607P305 AMERICAN FINL RLTY TR 2,515.00 56,025.49 026375105 AMERICAN GREETINGS CORP 42,630.00 1,275,722.89 026874107 AMERICAN INTL GROUP INC 977,659.00 92,131,566.84 027070101 AMERICAN ITALIAN PASTA CO 1,500.00 78,717.00 027352103 AMERICAN MGMT SYS INC 1,750.00 44,158.80 02744M108 AMERICAN MED SYS HLDGS INC 700.00 24,379.34 028591105 AMERICAN NATL INS CO 400.00 47,044.89 029066107 AMERICAN PWR CONVERSION CORP 250,418.00 7,572,863.82 029712106 AMERICAN STD COS INC DEL 135,285.00 20,346,814.27 029912201 AMERICAN TOWER CORP 182,726.00 2,725,675.78 030111108 AMERICAN SUPERCONDUCTOR CORP 1,900.00 31,962.56 030506109 AMERICAN WOODMARK CORP 300.00 26,203.52
03058P109 AMERICANWEST BANCORPORATION 1,797.00 46,549.25 03060R101 AMERICREDIT CORP 3,770.00 84,378.92 03072M108 AMERUS GROUP CO 1,578.00 83,681.32 03073E105 AMERISOURCEBERGEN CORP 146,930.00 10,558,858.51 03073T102 AMERIGROUP CORP 600.00 36,036.74 03074K100 AMERITRADE HLDG CORP NEW 240,250.00 4,862,527.86 031100100 AMETEK INC NEW 2,900.00 97,722.37 031162100 AMGEN INC 823,350.00 62,946,739.25 031538101 AMIS HLDGS INC 71,900.00 1,533,646.95 031652100 AMKOR TECHNOLOGY INC 2,400.00 46,145.95 032095101 AMPHENOL CORP NEW 1,800.00 70,259.81 032165102 AMSOUTH BANCORPORATION 63,293.00 1,955,628.22 03232P405 AMSURG CORP 1,800.00 53,723.91 032346108 AMYLIN PHARMACEUTICALS INC 86,433.00 2,691,055.37 03235E100 AMVESCAP PLC 47,635.00 947,576.32 032511107 ANADARKO PETE CORP 57,439.00 3,914,870.21 032515108 ANADIGICS INC 8,250.00 67,440.74 032654105 ANALOG DEVICES INC 285,959.00 18,121,276.87 032657207 ANALOGIC CORP 2,400.00 143,484.56 032744104 ANAREN INC 400.00 8,295.55 034393108 ANDREA ELECTRONICS CORP 1,400.00 441.59 034425108 ANDREW CORP 16,140.00 371,209.91 034553107 ANDRX CORP DEL 64,550.00 2,307,507.58 034663104 ANGELICA CORP 700.00 21,003.03 034918102 ANGIOTECH PHARMACEUTICALS IN 1,268,442.00 40,592,561.19 035128206 ANGLOGOLD LTD -4,102.00 -227,879.83 035229103 ANHEUSER BUSCH COS INC 239,464.00 16,089,532.69 035290105 ANIXTER INTL INC 32,100.00 1,191,794.76 035710409 ANNALY MTG MGMT INC 3,120.00 80,163.99 036115103 ANNTAYLOR STORES CORP 9,585.00 539,155.29 03662Q105 ANSYS INC 0.00 0.00 03674B104 ANTHEM INC 299,124.00 35,632,733.71 03674E108 ANTEON INTL CORP 600.00 22,781.21 037389103 AON CORP 113,793.00 4,174,008.89 037411105 APACHE CORP 286,528.00 16,592,921.96 03748R101 APARTMENT INVT & MGMT CO 63,889.00 2,610,506.62 03759P101 APHTON CORP 400.00 2,470.79 037604105 APOLLO GROUP INC 96,052.00 10,870,211.32 03760A101 APOGENT TECHNOLOGIES INC 2,100.00 84,674.50 037833100 APPLE COMPUTER INC 270,170.00 9,628,527.95 037899101 APPLEBEES INTL INC 4,274.00 232,267.27 037933108 APRIA HEALTHCARE GROUP INC 950.00 37,381.21 038020103 APPLERA CORP 119,873.00 3,116,432.57 03815A106 APPLICA INC 250.00 3,693.04 038222105 APPLIED MATLS INC 893,272.00 25,100,519.42 03822W109 APPLIED MICRO CIRCUITS CORP 37,977.00 286,989.82 038336103 APTARGROUP INC 700.00 35,327.04 03836W103 AQUA AMERICA INC 1,904.00 54,250.56 03840P102 AQUILA INC 3,396.00 21,021.64 038496204 ARACRUZ CELULOSE S A 12,900.00 648,483.81 038521100 ARAMARK CORP 78,400.00 2,824,249.65 03875Q108 ARBITRON INC 44,730.00 2,366,740.56 03937R102 ARCH CHEMICALS INC 7,850.00 291,245.03 039380100 ARCH COAL INC 23,050.00 950,911.79 039483102 ARCHER DANIELS MIDLAND CO 430,327.00 9,540,950.97 039583109 ARCHSTONE SMITH TR 3,837.00 148,812.36 039762109 ARDEN GROUP INC 300.00 29,767.76 039793104 ARDEN RLTY INC 5,400.00 229,444.39 040228108 ARGOSY GAMING CO 600.00 28,032.95 04033V104 ARIBA INC 14,820.00 54,925.66 040790107 ARKANSAS BEST CORP DEL 450.00 15,843.94 042260109 ARMOR HOLDINGS INC 6,200.00 269,710.39 04269E107 ARQULE INC 4,300.00 33,568.57 042735100 ARROW ELECTRS INC 3,240.00 108,413.01 042764100 ARROW INTL INC 800.00 31,426.35 04289L107 ART TECHNOLOGY GROUP INC 1,300.00 2,494.45 042923102 ARTISAN COMPONENTS INC 5,000.00 146,473.16 043127109 ARTESYN TECHNOLOGIES INC 5,000.00 62,558.30 043136100 ARTHROCARE CORP 900.00 27,335.09 043353101 ARVINMERITOR INC 3,056.00 79,644.18 043436104 ASBURY AUTOMOTIVE GROUP INC 750.00 17,062.25
04362P207 ASCENTIAL SOFTWARE CORP 1,777.00 51,215.63 044204105 ASHLAND INC 11,562.00 706,432.22 04516H101 ASHWORTH INC 4,750.00 54,311.38 045174109 ASK JEEVES INC 750.00 35,218.61 045235108 ASPECT MED SYS INC 112,100.00 2,195,178.63 04523Q102 ASPECT COMMUNICATIONS CORP 1,450.00 29,861.73 045487105 ASSOCIATED BANC CORP 1,233.00 72,580.86 04621X108 ASSURANT INC 50,540.00 1,670,518.20 046265104 ASTORIA FINL CORP 2,750.00 137,447.55 046353108 ASTRAZENECA PLC 0.00 0.00 047439104 ATHEROGENICS INC 9,700.00 291,551.91 04743P108 ATHEROS COMMUNICATIONS INC 900.00 20,238.14 048396105 ATLANTIC COAST AIRLINES HLDG 1,300.00 12,420.98 049513104 ATMEL CORP 9,950.00 84,999.12 049560105 ATMOS ENERGY CORP 2,170.00 72,923.66 050095108 ATWOOD OCEANICS INC 2,800.00 130,967.64 050757103 AUDIOVOX CORP 0.00 0.00 05106U105 AUGUST TECHNOLOGY CORP 0.00 0.00 05155P106 AURIZON MINES LTD 200,000.00 334,000.00 052528304 AUSTRALIA&NEW ZEALAND BKG GR 680.00 66,524.00 052769106 AUTODESK INC 15,901.00 660,791.26 053015103 AUTOMATIC DATA PROCESSING IN 91,043.00 5,028,374.74 05329W102 AUTONATION INC 182,433.00 4,087,951.82 053332102 AUTOZONE INC 13,009.00 1,469,835.82 053484101 AVALONBAY CMNTYS INC 2,400.00 169,002.04 05348W109 AVANEX CORP 16,850.00 98,017.05 053491106 AVANT IMMUNOTHERAPEUTICS INC 2,550.00 8,445.37 053499109 AVAYA INC 238,170.00 4,970,692.08 053561106 AVENTIS 48,428.00 5,039,123.00 053611109 AVERY DENNISON CORP 31,743.00 2,595,291.57 05367L802 AVICI SYS INC 1,275.00 22,822.61 05367P100 AVID TECHNOLOGY INC 600.00 36,375.81 053690103 AVIGEN INC 1,650.00 11,859.59 05379B107 AVISTA CORP 3,050.00 75,840.11 053807103 AVNET INC 3,014.00 97,008.55 053893103 AVOCENT CORP 15,617.00 755,530.21 054303102 AVON PRODS INC 35,077.00 3,497,603.00 05453N100 AWARE INC MASS 1,050.00 5,450.85 054540109 AXCELIS TECHNOLOGIES INC 2,235.00 32,663.32 054802103 AZTAR CORP 1,600.00 51,539.63 054923107 AXCAN PHARMA INC 514,709.00 12,867,725.00 054937107 BB&T CORP 81,637.00 3,787,387.38 05534B109 BCE INC 19,214,846.00 530,137,601.06 055434203 BG PLC 32,000.00 1,282,708.00 055472104 BISYS GROUP INC 12,560.00 276,656.98 055482103 BJ SVCS CO 151,445.00 8,612,313.30 05548J106 BJS WHOLESALE CLUB INC 145,400.00 4,863,290.13 05561Q201 BOK FINL CORP 1,090.00 58,733.83 055622104 BP PLC 236,773.00 15,964,854.42 05564E106 BRE PROPERTIES INC 950.00 42,849.81 05577E101 BT GROUP PLC 250.00 11,295.00 055921100 BMC SOFTWARE INC 170,046.00 4,369,091.78 056032105 BTU INTL INC 4,450.00 33,920.79 057224107 BAKER HUGHES INC 211,179.00 10,130,331.02 057741100 BALDOR ELEC CO 700.00 21,141.03 058498106 BALL CORP 38,033.00 3,387,974.51 05858H104 BALLARD PWR SYS INC 1,788,525.00 22,732,153.15 05873K108 BALLY TOTAL FITNESS HLDG COR 1,800.00 13,862.71 05945F103 BANCFIRST CORP 350.00 25,501.71 059602201 BANCO ITAU HLDG FINANCIERA S 20,830.00 1,280,367.45 05965X109 BANCO SANTANDER CHILE NEW 8,567.00 302,871.94 05968L102 BANCOLOMBIA S A 38,500.00 382,525.61 059692103 BANCORPSOUTH INC 1,350.00 38,820.32 059815100 BANDAG INC 650.00 42,516.64 060505104 BANK OF AMERICA CORPORATION 675,126.00 71,864,354.05 062540109 BANK HAWAII CORP 1,650.00 100,467.18 063671101 BANK MONTREAL QUE 14,102,207.00 764,762,685.12 063750103 BANK MUTUAL CORP NEW 3,074.00 45,207.65 064057102 BANK NEW YORK INC 392,490.00 16,248,644.45 064149107 BANK NOVA SCOTIA HALIFAX 12,766,614.00 903,876,271.20 06423A103 BANK ONE CORP 468,359.00 33,559,719.43
065908501 BANKATLANTIC BANCORP 1,250.00 27,862.10 06646R107 BANKNORTH GROUP INC NEW 6,509.00 291,193.59 066821109 BANTA CORP 550.00 33,460.15 067383109 BARD C R INC 44,428.00 5,701,150.68 06738E204 BARCLAYS PLC 89,285.00 4,270,659.66 067774109 BARNES & NOBLE INC 1,250.00 53,555.69 067901108 BARRICK GOLD CORP 10,844,405.00 336,199,232.26 068306109 BARR PHARMACEUTICALS INC 38,368.00 2,314,514.11 068313105 BARRA INC 35,000.00 1,609,496.26 071707103 BAUSCH & LOMB INC 8,616.00 679,074.97 071813109 BAXTER INTL INC 372,598.00 15,126,429.01 072730302 BAYER A G 500.00 16,508.00 073325102 BEA SYS INC 368,000.00 6,171,297.44 073902108 BEAR STEARNS COS INC 64,184.00 7,396,143.11 074002106 BEARINGPOINT INC 119,150.00 1,678,675.75 07556Q105 BEAZER HOMES USA INC 300.00 41,757.67 075811109 BECKMAN COULTER INC 1,550.00 111,102.75 075887109 BECTON DICKINSON & CO 159,820.00 10,182,905.73 075896100 BED BATH & BEYOND INC 200,231.00 10,989,293.99 077347201 BEL FUSE INC 300.00 11,157.98 077459105 BELDEN INC 11,400.00 284,217.08 079860102 BELLSOUTH CORP 537,738.00 19,570,966.10 080555105 BELO CORP 153,350.00 5,594,756.99 08135F107 BEMA GOLD CORP 5,551,836.00 26,759,849.52 081437105 BEMIS INC 18,456.00 630,650.75 08160H101 BENCHMARK ELECTRS INC 675.00 27,926.50 081906109 BENNETT ENVIRONMENTAL INC 202,950.00 3,368,970.00 084423102 BERKLEY W R CORP -3,900.00 -204,407.93 084670108 BERKSHIRE HATHAWAY INC DEL 26.00 3,195,358.60 086516101 BEST BUY INC 324,315.00 22,053,317.93 087851309 BEVERLY ENTERPRISES INC -13,600.00 -114,392.32 088606108 BHP BILLITON LTD 303,352.00 7,694,425.33 089302103 BIG LOTS INC 77,147.00 1,470,161.45 09058V103 BIOCRYST PHARMACEUTICALS 120,100.00 1,317,975.90 090613100 BIOMET INC 41,323.00 2,085,594.08 09062X103 BIOGEN IDEC INC 185,833.00 13,579,244.73 09065H105 BIOPURE CORP 1,300.00 2,723.86 09066V103 BIOSPHERE MEDICAL INC 146,600.00 915,177.99 090676107 BIOVERIS CORP 1,000.00 15,573.86 09067J109 BIOVAIL CORP 2,208,049.00 45,154,602.55 090911108 BIOLASE TECHNOLOGY INC 0.00 0.00 090945106 BIOSITE INC 1,050.00 44,117.40 091797100 BLACK & DECKER CORP 11,748.00 879,142.72 091826107 BLACK BOX CORP DEL 5,000.00 352,153.29 092113109 BLACK HILLS CORP 750.00 31,413.86 09247X101 BLACKROCK INC 1,012.00 81,357.38 093671105 BLOCK H & R INC 80,174.00 5,376,963.71 095698502 BLUE MARTINI SOFTWARE INC 121.00 818.97 09643P108 BLYTH INC 2,062.00 88,535.16 096761101 BOB EVANS FARMS INC 2,005.00 85,481.71 097023105 BOEING CO 249,638.00 13,499,481.96 097383103 BOISE CASCADE CORP 11,258.00 512,675.39 099709107 BORDERS GROUP INC 1,450.00 45,240.43 099724106 BORG WARNER INC 510.00 56,858.79 099849101 BORLAND SOFTWARE CORP 1,350.00 16,110.08 100582105 BOSTON COMMUNICATIONS GROUP 700.00 10,901.70 101119105 BOSTON PRIVATE FINL HLDGS IN 3,700.00 136,156.30 101121101 BOSTON PROPERTIES INC 3,150.00 224,837.29 101137107 BOSTON SCIENTIFIC CORP 418,932.00 23,462,085.56 102183100 BOWATER INC 1,150.00 65,941.84 103304101 BOYD GAMING CORP 1,450.00 43,620.61 104674106 BRADY CORP 600.00 30,027.98 105368203 BRANDYWINE RLTY TR 700.00 28,105.24 10549P606 BRASCAN CORP 3,773,839.00 197,371,780.00 105530109 BRASIL TELECOM PARTICIPACOES 0.00 0.00 10553M101 BRASIL TELECOM SA 0.00 0.00 108763103 BRIDGFORD FOODS CORP 1,700.00 18,097.22 109043109 BRIGGS & STRATTON CORP 400.00 35,468.98 109195107 BRIGHT HORIZON FAMILY SOLUTI 1,000.00 61,980.03 10949P107 BRILLIAN CORP 250.00 2,835.49 109641100 BRINKER INTL INC 2,425.00 120,885.04
109696104 BRINKS CO 1,250.00 45,308.77 110122108 BRISTOL MYERS SQUIBB CO 429,707.00 13,690,054.52 11037M105 BRISTOL WEST HLDGS INC 4,500.00 120,648.15 110415205 BRITESMILE INC 483.00 7,807.83 111320107 BROADCOM CORP 48,284.00 2,485,620.36 111412607 BROADVISION INC 171.00 1,377.64 111621108 BROCADE COMMUNICATIONS SYS I 3,900.00 34,136.33 112723101 BROOKFIELD HOMES CORP 730.00 33,665.43 112900105 BROOKFIELD PPTYS CORP 1,002,416.00 40,678,041.70 11373M107 BROOKLINE BANCORP INC DEL 3,441.00 72,131.23 114340102 BROOKS AUTOMATION INC 1,056.00 29,117.05 115236101 BROWN & BROWN INC 4,470.00 227,703.28 115660201 BROWN TOM INC 6,350.00 313,790.33 116794108 BRUKER BIOSCIENCES CORP 1,650.00 10,864.25 117043109 BRUNSWICK CORP 97,882.00 5,252,429.12 11776U102 BSQUARE CORP 1,150.00 1,798.55 118230101 BUCKEYE PARTNERS L P 500.00 28,387.80 118255108 BUCKEYE TECHNOLOGIES INC 9,200.00 125,263.80 121579106 BURLINGTON COAT FACTORY 1,500.00 39,033.23 12189T104 BURLINGTON NORTHN SANTA FE C 246,102.00 10,189,410.91 122014103 BURLINGTON RES INC 83,287.00 6,965,800.96 12328X107 BUSINESS OBJECTS S A -3,200.00 -119,859.60 124661109 C&D TECHNOLOGIES INC 1,650.00 36,235.84 124765108 CAE INC 4,800,778.00 27,412,442.38 124830100 CBL & ASSOC PPTYS INC 850.00 68,523.68 12489V106 CBRL GROUP INC 1,350.00 70,330.77 125010108 C COR NET CORP 1,350.00 24,874.81 125071100 C D I CORP 1,150.00 48,787.59 12512N105 C D W CORP 40,400.00 3,589,800.28 125137109 CEC ENTMT INC 4,200.00 191,538.80 12541C203 CHC HELICOPTER CORP 639,802.00 23,076,180.99 12541M102 CH ENERGY GROUP INC 450.00 29,032.44 12541W100 C H ROBINSON WORLDWIDE INC 39,100.00 2,132,567.76 125509109 CIGNA CORP 113,106.00 8,773,984.95 125581108 CIT GROUP INC 6,650.00 332,547.96 12561W105 CLECO CORP NEW 6,170.00 154,312.80 125750109 CMGI INC 14,150.00 45,561.76 125896100 CMS ENERGY CORP 24,817.00 292,327.85 125906107 CSS INDS INC 675.00 29,496.70 125965103 CSK AUTO CORP 2,600.00 61,882.78 126117100 CNA FINL CORP 4,350.00 157,560.18 12612W104 CNF INC 1,050.00 46,366.74 12613R104 CNET NETWORKS INC 4,159.00 56,463.43 126349109 CSG SYS INTL INC 102,300.00 2,309,812.77 126408103 CSX CORP 225,644.00 8,991,216.52 126501105 CTS CORP 1,050.00 17,994.71 126583103 CUNO INC 700.00 41,288.48 126600105 CVB FINL CORP 2,764.00 75,412.51 126650100 CVS CORP 175,495.00 8,144,022.11 126667104 CV THERAPEUTICS INC 59,500.00 1,183,133.85 12686C109 CABLEVISION SYS CORP 96,445.00 2,900,105.01 127055101 CABOT CORP 1,450.00 62,505.73 127097103 CABOT OIL & GAS CORP 700.00 28,114.44 12709P103 CABOT MICROELECTRONICS CORP 18,850.00 1,046,437.39 127150308 CACHE INC 0.00 0.00 127190304 CACI INTL INC 5,500.00 310,820.13 127387108 CADENCE DESIGN SYSTEM INC 778,250.00 15,076,294.02 127687101 CAESARS ENTMT INC 10,650.00 184,038.32 127914109 CAL DIVE INTL INC 1,800.00 61,104.74 130872104 CALIPER LIFE SCIENCES INC 1,050.00 9,452.74 131193104 CALLAWAY GOLF CO 3,362.00 83,863.29 131347106 CALPINE CORP 48,256.00 296,377.61 132011107 CAMBREX CORP 1,000.00 35,353.33 13201L103 CAMBIOR INC 3,339,037.00 13,756,832.44 133131102 CAMDEN PPTY TR 700.00 41,352.88 13321L108 CAMECO CORP 1,020,872.00 66,591,480.30 134429109 CAMPBELL SOUP CO 101,935.00 3,653,309.37 136069101 CDN IMPERIAL BK OF COMMERCE 8,520,379.00 582,793,923.60 136375102 CANADIAN NATL RY CO 5,018,036.00 257,124,164.28 136385101 CANADIAN NAT RES LTD 2,012,422.00 146,303,079.60 13645T100 CANADIAN PAC RY LTD 3,587,899.00 113,018,818.50
138006309 CANON INC 67,785.00 4,642,423.10 139733109 CAPITAL AUTOMOTIVE REIT 600.00 27,843.70 14040H105 CAPITAL ONE FINL CORP 31,325.00 3,105,368.71 14055X102 CAPITALSOURCE INC 78,000.00 2,301,383.18 14057C106 CAPITOL FED FINL 1,300.00 61,336.05 14067D102 CAPSTONE TURBINE CORP 1,500.00 4,869.30 14149Y108 CARDINAL HEALTH INC 321,254.00 29,091,822.34 141665109 CAREER EDUCATION CORP 2,151.00 160,118.55 141705103 CAREMARK RX INC 182,393.00 7,970,357.51 142339100 CARLISLE COS INC 1,248.00 92,916.42 143130102 CARMAX INC 3,848.00 147,741.91 143658300 CARNIVAL CORP 180,597.00 10,659,370.86 144285103 CARPENTER TECHNOLOGY CORP 600.00 25,927.52 144418100 CARRAMERICA RLTY CORP 1,400.00 62,374.31 146229109 CARTER INC 0.00 0.00 147339105 CASCADE NAT GAS CORP 1,250.00 35,796.88 147528103 CASEYS GEN STORES INC 13,025.00 284,160.56 148411101 CASTLE A M & CO 1,450.00 17,227.19 148867104 CATALINA MARKETING CORP 82,750.00 2,108,743.70 149016107 CATAPULT COMMUNICATIONS CORP 2,800.00 65,608.94 149113102 CATELLUS DEV CORP NEW 2,149.00 73,460.65 149123101 CATERPILLAR INC DEL 294,402.00 31,155,344.58 149150104 CATHAY GENERAL BANCORP 997.00 86,244.42 149568107 CAVCO INDS INC DEL 20.00 968.60 150185106 CEDAR FAIR L P 1,000.00 45,959.32 150921104 CELL GENESYS INC 1,100.00 17,405.93 150925204 CELLSTAR CORP 980.00 13,523.63 150934107 CELL THERAPEUTICS INC 1,350.00 15,010.05 15101Q108 CELESTICA INC 2,829,076.00 60,403,380.46 151020104 CELGENE CORP 17,768.00 1,112,703.45 151158102 CELLTECH GROUP PLC 0.00 0.00 151313103 CENDANT CORP 754,924.00 24,200,650.65 15133V208 CENTENNIAL COMMUNCTNS CORP N 1,500.00 13,326.50 151895109 CENTERPOINT PPTYS TR 500.00 54,212.81 15189T107 CENTERPOINT ENERGY INC 41,703.00 626,457.36 152312104 CENTEX CORP 19,437.00 1,380,966.88 152319109 CENTILLIUM COMMUNICATIONS IN 4,083.00 24,254.69 153145107 CENTRAL COAST BANCORP 907.00 21,897.49 154760102 CENTRAL PAC FINL CORP 600.00 23,490.90 154785109 CENTRAL PKG CORP 9,000.00 237,511.26 156490104 CENTURY BUSINESS SVCS INC 200.00 1,329.00 156700106 CENTURYTEL INC 94,844.00 3,426,593.51 156708109 CEPHALON INC 232,521.00 17,513,404.41 156779100 CERIDIAN CORP NEW 124,072.00 3,213,944.65 156782104 CERNER CORP 1,855.00 110,170.23 156880106 CERTEGY INC 168,643.00 7,761,799.98 157085101 CERUS CORP 900.00 3,938.81 158496109 CHAMPION ENTERPRISES INC 0.00 0.00 159864107 CHARLES RIV LABS INTL INC 1,335.00 75,181.34 160903100 CHARTER ONE FINL INC 41,092.00 1,909,622.49 160908109 CHARTERMAC 750.00 24,425.34 161133103 CHARMING SHOPPES INC 5,550.00 56,820.94 16117M107 CHARTER COMMUNICATIONS INC D 4,600.00 28,474.54 16122M100 CHARTER FINL CORP WEST PT GA 550.00 28,458.11 162456107 CHATTEM INC 1,000.00 34,065.36 162813109 CHECKFREE CORP NEW 3,410.00 132,027.72 163072101 CHEESECAKE FACTORY INC 46,904.00 2,843,618.44 163421100 CHELSEA PPTY GROUP INC 550.00 45,495.39 163731102 CHEMICAL FINL CORP 1,057.00 49,829.25 165159104 CHESAPEAKE CORP 4,750.00 149,012.95 165167107 CHESAPEAKE ENERGY CORP 4,600.00 81,010.37 166764100 CHEVRONTEXACO CORP 290,681.00 33,536,905.59 167250109 CHICAGO BRIDGE & IRON CO N V 0.00 0.00 167760107 CHICAGO MERCANTILE HLDGS INC 550.00 69,927.30 167889104 CHICAGO PIZZA & BREWERY INC 2,300.00 39,507.67 168615102 CHICOS FAS INC 2,100.00 128,060.52 168905107 CHILDRENS PL RETAIL STORES I 1,750.00 71,229.06 169905106 CHOICE HOTELS INTL INC 1,600.00 94,079.27 170040109 CHIRON CORP 35,896.00 2,076,229.76 170228100 CHITTENDEN CORP 12,669.00 549,457.70 170388102 CHOICEPOINT INC 154,391.00 7,716,605.38
171046105 CHRISTOPHER & BANKS CORP 5,925.00 164,382.12 171232101 CHUBB CORP 47,540.00 4,351,981.30 17133Q205 CHUNGHWA TELECOM CO LTD 32,800.00 763,432.05 171340102 CHURCH & DWIGHT INC 1,100.00 62,612.18 171484108 CHURCHILL DOWNS INC 400.00 20,386.65 17163B102 CIBER INC 3,000.00 43,370.25 171779101 CIENA CORP 82,625.00 539,691.83 171798101 CIMAREX ENERGY CO 1,215.00 46,147.92 171871106 CINCINNATI BELL INC NEW 10,909.00 58,352.21 172062101 CINCINNATI FINL CORP 107,672.00 6,148,519.38 172474108 CINERGY CORP 34,040.00 1,829,298.79 172737108 CIRCUIT CITY STORE INC 355,963.00 5,286,503.21 172755100 CIRRUS LOGIC INC 1,700.00 16,935.43 17275R102 CISCO SYS INC 3,470,564.00 107,369,388.09 17285T106 CITADEL BROADCASTING CORP 147,000.00 3,371,248.39 172908105 CINTAS CORP 26,483.00 1,513,681.75 172967101 CITIGROUP INC 2,949,597.00 201,560,675.97 174420109 CITIZENS BKG CORP MICH 8,900.00 381,667.40 17453B101 CITIZENS COMMUNICATIONS CO 193,792.00 3,295,703.30 177376100 CITRIX SYS INC 112,161.00 3,186,952.19 17770A109 CITY BK LYNNWOOD WASH 1,100.00 49,774.59 178566105 CITY NATL CORP 35,850.00 2,822,240.16 179584107 CLAIRES STORES INC 2,600.00 71,211.32 179895107 CLARCOR INC 16,100.00 934,188.61 182873109 CLAUDE RES INC 100,000.00 183,000.00 184502102 CLEAR CHANNEL COMMUNICATIONS 298,100.00 16,592,124.43 185896107 CLEVELAND CLIFFS INC 400.00 34,396.55 189054109 CLOROX CO DEL 97,511.00 6,268,003.91 189754104 COACH INC 52,780.00 2,843,317.05 191216100 COCA COLA CO 920,582.00 61,408,032.94 191219104 COCA COLA ENTERPRISES INC 303,956.00 9,655,290.76 191241108 COCA-COLA FEMSA S A DE C V 16,800.00 531,892.75 192108108 COEUR D ALENE MINES CORP IDA 154,000.00 1,416,761.50 192422103 COGNEX CORP 1,500.00 65,548.22 192446102 COGNIZANT TECHNOLOGY SOLUTIO 11,228.00 667,727.05 19244C109 COGNOS INC 1,898,532.00 77,782,333.38 192479103 COHERENT INC 700.00 24,186.14 193294105 COLE KENNETH PRODTNS INC 1,450.00 64,983.09 194162103 COLGATE PALMOLIVE CO 722,096.00 52,809,784.10 194830204 COLLINS & AIKMAN CORP NEW 760.00 5,493.57 195493309 COLONIAL BANCGROUP INC 2,250.00 54,705.66 195872106 COLONIAL PPTYS TR 21,400.00 1,147,497.96 198516106 COLUMBIA SPORTSWEAR CO 8,750.00 637,542.68 20030N101 COMCAST CORP NEW 722,082.00 27,274,659.56 200340107 COMERICA INC 149,143.00 10,709,709.50 200519106 COMMERCE BANCORP INC NJ 18,000.00 1,558,490.22 200525103 COMMERCE BANCSHARES INC 1,390.00 87,156.99 200641108 COMMERCE GROUP INC MASS 700.00 44,158.80 200693208 COMMERCE ONE INC DEL 420.00 888.70 201647104 COMMERCIAL FEDERAL CORPORATI 34,100.00 1,236,919.53 202218103 COMMERCIAL NET LEASE RLTY IN 1,600.00 41,530.30 203349105 COMMONWEALTH TEL ENTERPRISES 2,985.00 160,883.72 203372107 COMMSCOPE INC 67,300.00 1,472,676.27 203668108 COMMUNITY HEALTH SYS INC NEW 45,500.00 1,664,188.78 203902101 COMMUNITY FIRST BANKSHARES I 750.00 31,680.00 204409601 COMPANHIA ENERGETICA DE MINA 31,528.00 723,052.51 20440T201 COMPANHIA BRASILEIRA DE DIST 22,599.00 625,200.49 20440W105 COMPANHIA SIDERURGICA NACION 7,659.00 686,490.34 204412100 COMPANHIA VALE DO RIO DOCE 38,724.00 2,384,337.85 204421101 COMPANIA ANONIMA NACIONL TEL 27,935.00 719,218.91 204448104 COMPANIA DE MINAS BUENAVENTU 322,400.00 12,245,340.38 20449H109 COMPASS BANCSHARES INC 4,591.00 250,218.44 20478N100 COMPUCREDIT CORP 2,005.00 55,705.41 204912109 COMPUTER ASSOC INTL INC 207,336.00 7,319,117.34 205363104 COMPUTER SCIENCES CORP 126,630.00 6,711,858.85 205638109 COMPUWARE CORP 82,103.00 803,883.81 205826209 COMTECH TELECOMMUNICATIONS C 975.00 29,728.34 205862402 COMVERSE TECHNOLOGY INC 25,672.00 612,033.19 205887102 CONAGRA FOODS INC 368,950.00 13,063,004.96 206186108 CONCORD COMMUNICATIONS INC 1,500.00 28,407.51 207142100 CONEXANT SYSTEMS INC 8,433.00 68,271.71
208192104 CONNETICS CORP 0.00 0.00 20825C104 CONOCOPHILLIPS 208,140.00 19,158,026.69 20854P109 CONSOL ENERGY INC 1,900.00 66,921.61 209115104 CONSOLIDATED EDISON INC 41,276.00 2,393,319.90 209341106 CONSOLIDATED GRAPHICS INC 5,700.00 288,037.60 21036P108 CONSTELLATION BRANDS INC 1,900.00 80,156.11 21036U107 CONSTAR INTL INC NEW 2,200.00 15,555.46 210371100 CONSTELLATION ENERGY GROUP I 51,044.00 2,680,028.85 212485106 CONVERGYS CORP 95,469.00 1,907,146.03 216640102 COOPER CAMERON CORP 47,363.00 2,741,972.54 216648402 COOPER COS INC 14,300.00 1,014,863.85 216831107 COOPER TIRE & RUBR CO 43,634.00 1,155,521.59 217016104 COORS ADOLPH CO 5,697.00 519,991.75 217204106 COPART INC 4,889.00 139,623.25 217510205 COPPER MTN NETWORKS INC 35.00 516.11 218868107 CORINTHIAN COLLEGES INC 3,250.00 141,209.59 21887F100 CORIXA CORP 1,800.00 15,144.89 219023108 CORN PRODS INTL INC 718.00 38,006.50 21922V102 CORNERSTONE RLTY INCOME TR I 3,300.00 40,551.18 219350105 CORNING INC 596,825.00 8,770,032.42 21988R102 CORPORATE EXECUTIVE BRD CO -3,000.00 -185,309.25 22025Y407 CORRECTIONS CORP AMER NEW 700.00 32,751.11 220317101 CORRPRO COS INC 2,500.00 4,059.00 220873103 CORUS BANKSHARES INC 700.00 37,065.79 220874101 CORUS ENTERTAINMENT INC 1,088,959.00 30,175,053.89 221009103 CORVIS CORP 34,800.00 89,304.73 221222607 COSINE COMMUNICATIONS INC 80.00 691.82 221485105 COST PLUS INC CALIF 900.00 49,382.94 22160K105 COSTCO WHSL CORP NEW 311,927.00 15,398,680.33 22163N106 COTT CORP QUE 1,412,278.00 54,234,330.56 222372104 COUNTRYWIDE FINANCIAL CORP 30,078.00 3,790,928.10 222795106 COUSINS PPTYS INC 1,100.00 47,403.68 222816100 COVANCE INC 1,350.00 61,104.74 222862104 COVENTRY HEALTH CARE INC 25,575.00 1,422,793.58 224044107 COX COMMUNICATIONS INC NEW 20,086.00 839,844.27 224051102 COX RADIO INC 141,700.00 3,966,682.49 22409V102 CP SHIPS LTD 2,410,852.00 53,978,976.47 224399105 CRANE CO 19,861.00 861,376.54 224633107 CRAWFORD & CO 1,300.00 8,679.31 225223106 CRAY INC 1,200.00 10,456.17 225302108 CREDENCE SYS CORP 1,250.00 19,516.61 225401108 CREDIT SUISSE GROUP 23,915.00 1,126,112.00 225447101 CREE INC 3,150.00 92,319.49 225606102 CREO INC 1,621,317.00 19,942,199.10 225756105 CRESCENT REAL ESTATE EQUITIE 5,314.00 125,501.12 227116100 CROMPTON CORP 2,500.00 20,962.29 227483104 CROSS CTRY HEALTHCARE INC 1,350.00 29,541.05 22757R109 CROSS TIMBERS RTY TR 31.00 1,155.03 22765D100 CROSSROADS SYS INC 2,600.00 8,098.41 228227104 CROWN CASTLE INTL CORP 498,028.00 8,266,755.57 228368106 CROWN HOLDINGS INC 3,750.00 45,933.04 228411104 CROWN MEDIA HLDGS INC 4,750.00 50,503.34 228903100 CRYOLIFE INC 58,700.00 459,021.53 22943D105 CTI MOLECULAR IMAGING INC 800.00 15,339.93 229669106 CUBIC CORP 600.00 20,502.30 229678107 CUBIST PHARMACEUTICALS INC 200,500.00 2,424,265.55 229899109 CULLEN FROST BANKERS INC 18,950.00 1,064,939.40 230215105 CULP INC 1,000.00 13,536.78 231021106 CUMMINS INC 5,999.00 460,830.66 231082108 CUMULUS MEDIA INC 1,957.00 51,414.03 23126R101 CURAGEN CORP 700.00 5,740.64 231292103 CURON MED INC 900.00 3,288.25 231561101 CURTISS WRIGHT CORP 1,400.00 86,238.46 23251P102 CYBERONICS INC 450.00 14,170.24 232572107 CYMER INC 600.00 30,445.92 232806109 CYPRESS SEMICONDUCTOR CORP 2,950.00 79,362.96 232820100 CYTEC INDS INC 750.00 35,060.90 232824300 CYTOGEN CORP 14,600.00 235,629.25 232946103 CYTYC CORP 3,010.00 88,018.61 233162304 DDI CORP 7.00 94.85 23325G104 DJ ORTHOPEDICS INC 3,100.00 105,317.42
233293109 DPL INC 3,500.00 86,247.66 23330X100 DRS TECHNOLOGIES INC 111.00 4,081.77 23331A109 D R HORTON INC 5,563.00 259,034.85 233326107 DST SYS INC DEL 92,912.00 5,537,670.18 23332B106 DSP GROUP INC 0.00 0.00 233331107 DTE ENERGY CO 115,136.00 6,226,714.63 23342J206 DADE BEHRING HLDGS INC 1,231.00 71,961.60 235811106 DANA CORP 21,020.00 548,643.13 235851102 DANAHER CORP DEL 147,067.00 18,192,205.93 237194105 DARDEN RESTAURANTS INC 594,743.00 19,421,502.66 237926100 DATAMIRROR CORP 90,000.00 1,440,000.00 238113104 DATASCOPE CORP 700.00 32,327.92 23918K108 DAVITA INC 26,300.00 1,650,468.01 242370104 DEAN FOODS CO NEW 5,957.00 261,488.17 242728103 DEB SHOPS INC 650.00 21,963.09 243537107 DECKERS OUTDOOR CORP 0.00 0.00 243586104 DECODE GENETICS INC 107,200.00 1,493,408.56 24359C100 DECOMA INTERNATIONAL INC 147,356.00 1,837,529.32 244199105 DEERE & CO 57,552.00 5,242,854.50 24522P103 DEL MONTE FOODS CO 4,433.00 65,680.92 24702R101 DELL INC 1,708,182.00 75,960,082.83 247126105 DELPHI CORP 242,828.00 3,178,717.54 247131105 DELPHI FINL GROUP INC 1,050.00 57,986.02 247357106 DELTA & PINE LD CO 1,700.00 55,743.91 247361108 DELTA AIR LINES INC DEL 16,370.00 170,393.04 248019101 DELUXE CORP 14,261.00 751,575.02 248239105 DENDRITE INTL INC 500.00 10,514.00 24823Q107 DENDREON CORP 247.00 4,317.44 249030107 DENTSPLY INTL INC NEW 16,650.00 970,040.70 251591103 DEVELOPERS DIVERSIFIED RLTY 1,725.00 91,590.08 25179M103 DEVON ENERGY CORP NEW 191,371.00 14,680,604.05 251893103 DEVRY INC DEL 2,940.00 116,496.43 25243Q205 DIAGEO P L C 226,640.00 15,951,547.66 252450101 DIAGNOSTIC PRODS CORP 500.00 28,453.51 25247D101 DIAL CORP NEW 0.00 0.00 25271C102 DIAMOND OFFSHORE DRILLING IN 92,550.00 2,942,322.53 252787106 DIAMONDS TR 5,800.00 790,392.58 25278P106 DIAMONDCLUSTER INTL INC 6,650.00 84,600.90 253651103 DIEBOLD INC 32,400.00 2,049,966.55 253798102 DIGI INTL INC 0.00 0.00 253855100 DIGITAL LIGHTWAVE INC 350.00 1,090.17 25385P106 DIGITAL INSIGHT CORP 3,200.00 87,140.03 25388B104 DIGITAL RIV INC 750.00 23,074.94 25388M100 DIGITALTHINK INC 500.00 1,557.39 25389G102 DIGITAL THEATER SYS INC 1,900.00 64,000.03 253921100 DIGITAL GENERATION SYS INC 3,100.00 6,152.00 253922108 DIME CMNTY BANCSHARES 2,568.00 68,681.13 254067101 DILLARDS INC 11,177.00 281,448.37 254546104 DIONEX CORP -4,200.00 -291,448.08 254668106 DISCOVERY LABORATORIES INC N 18,300.00 293,178.95 254687106 DISNEY WALT CO 787,921.00 25,880,065.37 25475V104 DISTRIBUTED ENERGY SYS CORP 1,750.00 7,635.79 25500M103 DITECH COMMUNICATIONS CORP 400.00 8,763.42 255064107 DIVERSA CORP 65,800.00 766,191.98 256069105 DOBSON COMMUNICATIONS CORP 1,850.00 7,026.64 256669102 DOLLAR GEN CORP 479,502.00 12,099,561.67 256747106 DOLLAR TREE STORES INC 66,545.00 2,701,539.51 25746U109 DOMINION RES INC VA NEW 154,723.00 13,075,064.39 257561100 DOMTAR INC 4,728,258.00 74,233,650.60 257651109 DONALDSON INC 1,900.00 66,247.40 257867101 DONNELLEY R R & SONS CO 33,972.00 1,350,592.96 25811P100 DORAL FINL CORP 2,025.00 93,679.74 25822C205 DOREL INDS INC 605,865.00 26,895,195.35 258609304 DOUBLECLICK INC 2,771.00 40,970.10 260003108 DOVER CORP 81,950.00 4,175,637.07 260543103 DOW CHEM CO 252,900.00 13,391,304.89 260561105 DOW JONES & CO INC 39,299.00 2,474,489.73 261018105 DOWNEY FINL CORP 650.00 45,190.49 261876106 DREXLER TECHNOLOGY CORP 1,600.00 28,808.36 263534109 DU PONT E I DE NEMOURS & CO 464,780.00 25,986,406.80 264399106 DUKE ENERGY CORP 334,504.00 9,935,454.53
264411505 DUKE REALTY CORP 2,600.00 118,639.98 26483E100 DUN & BRADSTREET CORP DEL NE 11,656.00 819,561.04 26613X101 DUPONT PHOTOMASKS INC 900.00 27,512.51 266233105 DUQUESNE LT HLDGS INC 1,300.00 33,316.24 267475101 DYCOM INDS INC 1,700.00 59,251.65 268158102 DYNAVAX TECHNOLOGIES CORP 2,100.00 20,920.23 26816Q101 DYNEGY INC NEW 226,506.00 1,178,834.62 268484102 EGL INC 8,850.00 208,894.78 268648102 E M C CORP MASS 483,264.00 8,644,311.21 268664109 EMC INS GROUP INC 1,800.00 49,820.59 26874Q100 ENSCO INTL INC 5,030.00 186,222.79 26875P101 EOG RES INC 141,885.00 8,557,216.66 268780103 E ON AG 40,000.00 3,470,671.40 26881Q101 EPIX MEDICAL INC 48,700.00 1,328,082.48 26881V100 E PIPHANY INC 950.00 9,014.44 269246104 E TRADE FINANCIAL CORP 18,338.00 321,744.57 26926P100 EVCI CAREER COLLEGES INC 1,250.00 21,044.43 26969P108 EAGLE MATERIALS INC 695.00 53,753.81 26969P207 EAGLE MATERIALS INC 1,184.00 90,874.60 270321102 EARTHLINK INC 7,429.00 86,505.17 27579R104 EAST WEST BANCORP INC 1,214.00 89,347.97 277276101 EASTGROUP PPTY INC 5,400.00 251,941.73 277432100 EASTMAN CHEM CO 11,633.00 0.00 277461109 EASTMAN KODAK CO 129,871.00 4,467,511.12 278058102 EATON CORP 90,076.00 6,651,906.10 278265103 EATON VANCE CORP 63,350.00 3,173,784.95 278642103 EBAY INC 203,801.00 18,569,726.04 27874N105 ECHELON CORP 350.00 5,184.06 278762109 ECHOSTAR COMMUNICATIONS NEW 194,700.00 8,380,216.56 278856109 ECLIPSYS CORP 1,550.00 27,459.94 278865100 ECOLAB INC 136,014.00 5,099,920.08 281020107 EDISON INTL 69,374.00 2,214,635.39 281347104 EDO CORP 8,000.00 253,177.12 28139T101 EDUCATION MGMT CORP 59,940.00 2,507,444.70 281760108 EDWARDS AG INC 1,800.00 92,544.23 28176E108 EDWARDS LIFESCIENCES CORP 58,250.00 2,445,934.25 28224R101 EFUNDS CORP 5,800.00 125,011.46 28336L109 EL PASO CORP 134,336.00 1,255,278.24 283677854 EL PASO ELEC CO 4,600.00 83,670.41 284131208 ELAN PLC 66,900.00 1,812,978.96 284902103 ELDORADO GOLD CORP NEW 3,516,888.00 13,258,667.76 285218103 ELECTRO RENT CORP 2,600.00 34,375.52 285229100 ELECTRO SCIENTIFIC INDS 700.00 21,656.21 285512109 ELECTRONIC ARTS INC 65,467.00 4,642,718.66 285661104 ELECTRONIC DATA SYS NEW 329,985.00 8,392,886.53 286082102 ELECTRONICS FOR IMAGING INC 1,950.00 62,967.69 28660G106 ELIZABETH ARDEN INC 0.00 0.00 287456107 ELKCORP 0.00 0.00 29076N107 EMAGIN CORP 1,150.00 3,143.69 290787100 EMBARCADERO TECHNOLOGIES INC 9,550.00 161,155.96 29081M102 EMBRAER-EMPRESA BRASILEIRA D 147,900.00 6,239,520.16 290846104 EMCORE CORP 1,450.00 7,794.16 29084Q100 EMCOR GROUP INC 300.00 14,469.89 291011104 EMERSON ELEC CO 386,356.00 30,542,978.23 291525103 EMMIS COMMUNICATIONS CORP 6,621.00 207,186.27 292052107 EMPIRE RESORTS INC 430.00 7,391.87 292475209 EMULEX CORP 4,100.00 114,719.57 292505104 ENCANA CORP 11,777,487.00 670,936,599.73 29250N105 ENBRIDGE INC 5,735,248.00 305,688,718.40 292562105 ENCORE WIRE CORP 0.00 0.00 29256E109 ENCORE MED CORP 62,400.00 656,893.69 29256X107 ENCYSIVE PHARMACEUTICALS INC 69,800.00 943,032.20 29258N107 ENDESA S A 105.00 2,590.00 29264F205 ENDO PHARMACEUTICALS HLDGS I 2,850.00 91,467.86 29265N108 ENERGEN CORP 1,414.00 76,656.92 29266M109 ENERGY EAST CORP 3,089.00 102,954.45 29266R108 ENERGIZER HLDGS INC 1,985.00 121,804.23 29266S106 ENDOLOGIX INC 5,200.00 37,929.26 29274F104 ENERSIS S A 107,150.00 905,484.74 29275G101 ENERNORTH INDS INC 1.00 2.00 292845104 ENGELHARD CORP 17,867.00 701,868.15
292866100 ENGINEERED SUPPORT SYS INC 525.00 33,664.19 29355X107 ENPRO INDS INC 101.00 2,512.56 29362U104 ENTEGRIS INC 10,000.00 166,384.05 293637104 ENTERASYS NETWORKS INC 3,800.00 12,635.20 293639100 ENTERCOM COMMUNICATIONS CORP 12,460.00 741,321.37 29364G103 ENTERGY CORP NEW 35,349.00 2,764,216.68 293792107 ENTERPRISE PRODS PARTNERS L 4,499.00 138,773.67 29382R107 ENTRAVISION COMMUNICATIONS C 2,050.00 24,167.09 293848107 ENTRUST INC 80,150.00 467,336.14 293904108 ENZON PHARMACEUTICALS INC 140,850.00 2,856,279.90 294100102 ENZO BIOCHEM INC 2,265.00 50,099.14 29412E100 EON LABS INC 2,200.00 193,951.76 294429105 EQUIFAX INC 25,350.00 860,225.25 294549100 EQUITABLE RES INC 1,250.00 72,973.73 294592308 EQUITEX INC 2,350.00 3,057.60 294741103 EQUITY OFFICE PROPERTIES TRU 260,237.00 9,880,856.03 294752100 EQUITY ONE 3,092.00 78,103.56 29476L107 EQUITY RESIDENTIAL 45,436.00 1,782,470.75 29481V108 ERESEARCHTECHNOLOGY INC 600.00 22,118.83 29530P102 ERIE INDTY CO 841.00 53,341.02 296643109 ESPEED INC 0.00 0.00 297178105 ESSEX PPTY TR INC 1,350.00 116,212.56 297425100 ESTERLINE TECHNOLOGIES CORP 0.00 0.00 297602104 ETHAN ALLEN INTERIORS INC 850.00 46,092.06 299900308 EVERGREEN RES INC 900.00 40,630.04 300645108 EXAR CORP 8,200.00 199,371.73 30161N101 EXELON CORP 53,227.00 4,818,149.81 30161Q104 EXELIXIS INC 205,281.00 2,306,709.24 302130109 EXPEDITORS INTL WASH INC 39,330.00 2,041,216.48 302182100 EXPRESS SCRIPTS INC 297,537.00 29,215,650.97 30218U108 EXPRESSJET HOLDINGS INC 2,200.00 35,968.39 30224P101 EXTENDED STAY AMER INC 3,614.00 92,001.68 30224T871 EXTENDICARE INC CDA 3,292,399.00 49,386,641.93 30226D106 EXTREME NETWORKS INC 4,850.00 45,957.35 302284104 EXULT INC DEL 5,721.00 46,842.28 302297106 EYETECH PHARMACEUTICALS INC 6,300.00 274,888.53 30231G102 EXXON MOBIL CORP 2,915,585.00 160,303,719.81 30241L109 FEI CO 350.00 10,050.73 302445101 FLIR SYS INC 29,979.00 1,501,924.22 302491303 F M C CORP 761.00 42,826.18 30249U101 FMC TECHNOLOGIES INC 84,678.00 3,008,116.30 302520101 FNB CORP PA 1,039.00 30,177.68 30253R101 FNX MNG CO INC 551,500.00 3,926,680.00 302571104 FPL GROUP INC 65,290.00 5,736,223.52 302930102 F N B CORP VA 500.00 18,090.65 302941109 FTI CONSULTING INC 675.00 14,779.40 303075105 FACTSET RESH SYS INC 5,900.00 330,013.43 303250104 FAIR ISAAC CORP 1,662.00 78,808.95 303726103 FAIRCHILD SEMICONDUCTOR INTL 39,700.00 1,253,782.67 303901102 FAIRFAX FINL HLDGS LTD 269,524.00 54,912,819.76 305204109 FAIRMONT HOTELS RESORTS INC 1,044,687.00 34,517,516.37 306075102 FALCON PRODS INC 1,000.00 4,994.15 307000109 FAMILY DLR STORES INC 94,558.00 4,467,609.01 30744P102 FARGO ELECTRONICS INC 2,250.00 33,414.81 307675108 FARMER BROS CO 50.00 23,656.50 311900104 FASTENAL CO 13,100.00 924,363.28 313400301 FEDERAL HOME LN MTG CORP 236,835.00 18,383,039.15 313586109 FEDERAL NATL MTG ASSN 432,402.00 42,252,026.39 313747206 FEDERAL REALTY INVT TR 800.00 48,574.68 313855108 FEDERAL SIGNAL CORP 2,550.00 66,524.05 31410H101 FEDERATED DEPT STORES INC DE 28,323.00 2,011,930.32 314211103 FEDERATED INVS INC PA 16,623.00 686,644.22 31428X106 FEDEX CORP 129,855.00 12,827,535.13 31430F101 FELCOR LODGING TR INC 950.00 13,009.76 315405100 FERRO CORP 8,250.00 283,533.01 315616102 F5 NETWORKS INC 2,500.00 111,218.41 316326107 FIDELITY NATL FINL INC 6,499.30 338,251.52 316773100 FIFTH THIRD BANCORP 157,648.00 11,472,048.51 316869106 FILENET CORP 8,950.00 313,471.62 31787A101 FINISAR 19,650.00 56,298.53 317923100 FINISH LINE INC 1,700.00 82,621.64
31845F100 FIRST ADVANTAGE CORP 1,600.00 32,172.84 318522307 FIRST AMERN CORP CALIF 1,380.00 55,171.69 318672102 FIRST BANCORP P R 675.00 36,904.14 319383105 FIRST BUSEY CORP 1,100.00 39,192.25 319439105 FIRST CHARTER CORP 900.00 24,898.47 31946M103 FIRST CTZNS BANCSHARES INC N 1,150.00 185,900.66 319829107 FIRST COMWLTH FINL CORP PA 2,645.00 51,378.11 319960100 FIRST FED CAP CORP 1,500.00 41,970.57 319963104 FIRST DATA CORP 721,200.00 40,049,766.38 32006W106 FIRST DEFIANCE FINL CORP 1,250.00 45,768.76 320218100 FIRST FINL CORP IND 700.00 26,964.47 32054K103 FIRST INDUSTRIAL REALTY TRUS 650.00 33,743.37 320734106 FIRST LONG IS CORP 450.00 29,416.86 320867104 FIRST MIDWEST BANCORP DEL 999.00 44,823.63 320960107 FIRST HEALTH GROUP CORP 1,850.00 53,149.58 321100109 FIRST NATL BANKSHRS FL INC N 1,039.00 23,991.94 33582V108 FIRST NIAGARA FINL GP INC 3,180.00 57,047.65 335847208 FIRST OAK BROOK BANCSHARES I 1,425.00 57,588.79 33761N109 FIRSTSERVICE CORP 1,131,900.00 35,530,341.00 33762X106 FIRSTBANK NW CORP 369.00 14,427.51 337738108 FISERV INC 332,694.00 15,640,185.31 337907109 FIRSTFED FINL CORP 10,000.00 606,263.53 337915102 FIRSTMERIT CORP 2,650.00 90,725.96 337930101 FLAGSTAR BANCORP INC 17,000.00 573,078.71 337932107 FIRSTENERGY CORP 177,608.00 9,122,104.95 338032204 FISHER SCIENTIFIC INTL INC 55,150.00 3,989,348.05 33832D106 FIVE STAR QUALITY CARE INC 2,291.00 11,712.58 339030108 FLEETBOSTON FINL CORP 209,199.00 12,345,154.37 340632108 FLORIDA EAST COAST INDS 1,294.00 60,916.91 341140101 FLORIDA ROCK INDS INC 862.00 47,751.04 343258109 FLORIDAFIRST BANCORP INC NEW 650.00 23,048.00 343412102 FLUOR CORP NEW 59,003.00 3,001,292.97 343498101 FLOWERS FOODS INC 1,687.00 58,177.75 34354P105 FLOWSERVE CORP 2,397.00 65,997.89 344419106 FOMENTO ECONOMICO MEXICANO S 14,900.00 964,821.15 344849104 FOOT LOCKER INC 2,350.00 79,682.98 345370860 FORD MTR CO DEL 327,143.00 5,837,975.39 345425102 FORDING CDN COAL TR 564.00 29,869.44 345550107 FOREST CITY ENTERPRISES INC 600.00 42,463.42 345838106 FOREST LABS INC 205,174.00 19,312,327.95 346091705 FOREST OIL CORP 9,925.00 329,359.26 346563109 FORRESTER RESH INC 1,950.00 48,564.82 349631101 FORTUNE BRANDS INC 52,566.00 5,294,866.95 349853101 FORWARD AIR CORP 3,300.00 142,558.01 349882100 FOSSIL INC 900.00 39,447.21 35063R100 FOUNDRY NETWORKS INC 3,654.00 82,454.97 35100E104 FOUR SEASONS HOTEL INC 287,464.00 20,044,864.72 35138T107 FOX ENTMT GROUP INC 7,721.00 274,992.49 352128201 FRANKFORT FIRST BANCORP INC 300.00 9,084.49 354613101 FRANKLIN RES INC 125,927.00 9,215,015.49 356108100 FREDS INC 650.00 20,732.95 356602102 FREEMARKETS INC 450.00 4,867.32 35671D857 FREEPORT-MCMORAN COPPER & GO 243,302.00 12,835,010.63 357288109 FREMONT GEN CORP 1,700.00 68,367.29 358434108 FRIEDMAN BILLINGS RAMSEY GRO 4,642.00 164,659.20 359065109 FRONTIER AIRLINES INC NEW 2,900.00 39,714.01 35914P105 FRONTIER OIL CORP 650.00 16,555.61 35952H106 FUELCELL ENERGY INC 200.00 3,564.25 359694106 FULLER H B CO 1,000.00 37,377.27 360271100 FULTON FINL CORP PA 2,405.00 70,390.38 360921100 FURNITURE BRANDS INTL INC 1,200.00 50,782.62 361268105 G & K SVCS INC 4,500.00 220,123.73 361448103 GATX CORP 1,250.00 36,421.15 36159R103 GEO GROUP INC 1,500.00 45,341.63 36229U102 GSI LUMONICS INC 489,714.00 8,961,766.20 36238T104 GTC BIOTHERAPEUTICS INC 3,400.00 9,830.59 362418105 GABLES RESIDENTIAL TR 5,587.00 266,173.41 363576109 GALLAGHER ARTHUR J & CO 1,948.00 83,384.38 36466R101 GAMESTOP CORP 1,300.00 30,787.62 364730101 GANNETT INC 42,616.00 0.00 364760108 GAP INC DEL 220,329.00 6,347,411.23
365558105 GARDNER DENVER INC 0.00 0.00 366651107 GARTNER INC 2,600.00 39,808.63 367626108 GATEWAY INC 218,673.00 1,517,424.43 367905106 GAYLORD ENTMT CO NEW 1,804.00 73,261.03 368289104 GEAC COMPUTER LTD 1,793,951.00 15,427,978.60 36866T103 GEN-PROBE INC NEW 24,300.00 1,066,990.95 36866W106 GEMSTAR-TV GUIDE INTL INC 5,855.00 51,633.01 368682100 GENCORP INC 1,250.00 17,791.66 368689105 GENE LOGIC INC 1,300.00 8,628.05 368709101 GENENCOR INTL INC 2,550.00 44,606.30 368710406 GENENTECH INC 99,820.00 13,882,360.19 369385109 GENERAL COMMUNICATION INC 2,326.00 27,806.77 369550108 GENERAL DYNAMICS CORP 62,615.00 7,351,123.26 369604103 GENERAL ELEC CO 4,699,839.00 189,229,114.83 370021107 GENERAL GROWTH PPTYS INC 7,250.00 334,920.18 370334104 GENERAL MLS INC 274,702.00 16,852,745.19 370442105 GENERAL MTRS CORP 125,829.00 7,790,031.66 371532102 GENESCO INC 1,400.00 42,650.04 37184D101 GENESIS HEALTHCARE CORP 703.00 22,497.40 371901109 GENTEX CORP 1,400.00 79,817.03 372460105 GENUINE PARTS CO 124,707.00 5,363,636.14 372917104 GENZYME CORP 79,427.00 4,910,361.41 373200203 GEORGIA GULF CORP 1,400.00 55,474.49 373298108 GEORGIA PAC CORP 173,841.00 7,697,172.30 373737105 GERDAU S A 8,367.00 256,214.48 373865104 GERMAN AMERN BANCORP 231.00 5,176.24 374276103 GETTY IMAGES INC 3,000.00 212,829.65 37476F103 GIBRALTAR STL CORP 1,600.00 51,686.82 375558103 GILEAD SCIENCES INC 373,520.00 27,377,569.57 375766102 GILLETTE CO 391,665.00 20,133,404.29 375916103 GILDAN ACTIVEWEAR INC 270,103.00 11,101,233.30 37637Q105 GLACIER BANCORP INC NEW 1,710.00 72,477.60 376775102 GLAMIS GOLD LTD 1,918,412.00 44,892,175.53 377316104 GLATFELTER 100.00 1,477.22 37733W105 GLAXOSMITHKLINE PLC 72,000.00 3,780,308.70 37803P105 GLENBOROUGH RLTY TR INC 39,500.00 1,160,252.76 379302102 GLIMCHER RLTY TR 900.00 32,054.56 379336100 GLOBAL INDS LTD 3,400.00 26,140.43 37936S109 GLOBAL PMT TECHNOLOGIES INC 3,500.00 18,399.50 37940X102 GLOBAL PMTS INC 6,050.00 358,440.66 38059T106 GOLD FIELDS LTD NEW 141,000.00 2,436,816.64 380956409 GOLDCORP INC NEW 4,035,953.00 79,386,581.20 38119T104 GOLDEN STAR RES LTD CDA 1,431,240.00 13,496,593.20 381317106 GOLDEN WEST FINL CORP DEL 23,241.00 3,419,455.01 38141G104 GOLDMAN SACHS GROUP INC 130,848.00 17,944,754.78 382388106 GOODRICH CORP 14,589.00 538,235.03 382550101 GOODYEAR TIRE & RUBR CO 20,660.00 231,881.54 382588101 GOODYS FAMILY CLOTHING INC 1,400.00 26,256.09 38374W107 GOVERNMENT PPTYS TR INC 19,700.00 340,980.85 384109104 GRACO INC 60,075.00 2,298,338.39 384313102 GRAFTECH INTL LTD 186,050.00 3,655,517.38 384802104 GRAINGER W W INC 70,422.00 4,442,501.45 387328107 GRANITE CONSTR INC 2,350.00 73,413.35 38821G101 GRANT PRIDECO INC 21,785.00 443,779.51 390064103 GREAT ATLANTIC & PAC TEA INC 5,200.00 52,895.93 390568103 GREAT LAKES CHEM CORP 55,064.00 1,725,973.51 391164100 GREAT PLAINS ENERGY INC 1,850.00 82,155.74 391648102 GREATER BAY BANCORP 1,100.00 42,285.99 39167B102 GREATER CHINA FD INC 47,800.00 1,005,138.40 395384100 GREENPOINT FINL CORP 4,800.00 275,740.16 39787M108 GREY GLOBAL GROUP INC 28.00 25,391.31 397888108 GREY WOLF INC 7,700.00 41,895.66 398433102 GRIFFON CORP 3,025.00 85,873.10 398905109 GROUP 1 AUTOMOTIVE INC 400.00 19,030.34 39945C109 GROUPE CGI INC 3,630,125.00 31,037,569.20 400131306 GRUMA S A DE CV 124,000.00 1,121,212.96 40049J206 GRUPO TELEVISA SA DE CV 168,100.00 10,458,609.62 400518106 GTECH HLDGS CORP 1,293.00 100,498.10 40051E202 GRUPO AEROPORTUARIO DEL SURE 7,000.00 191,814.79 401617105 GUESS INC 4,400.00 104,262.08 401698105 GUIDANT CORP 109,379.00 9,109,645.90
402040109 GUITAR CTR MGMT INC 1,400.00 68,335.74 402629109 GULFMARK OFFSHORE INC 800.00 16,517.49 404119109 HCA INC 779,072.00 41,805,576.19 404132102 HCC INS HLDGS INC 2,150.00 91,352.86 40426W101 HRPT PPTYS TR 4,100.00 60,889.20 404280406 HSBC HLDGS PLC 188,026.00 18,960,028.28 405024100 HAEMONETICS CORP 31,150.00 1,287,528.01 405217100 HAIN CELESTIAL GROUP INC 600.00 17,419.07 406216101 HALLIBURTON CO 71,299.00 2,848,158.14 410120109 HANCOCK HLDG CO 750.00 30,516.89 41014S106 HANCOCK JOHN FINL SVCS INC 190,847.00 10,958,355.06 410768105 HANOVER COMPRESSOR CO 10,550.00 167,631.93 412693103 HARLAND JOHN H CO 700.00 28,629.62 412822108 HARLEY DAVIDSON INC 106,241.00 7,447,716.67 412824104 HARLEYSVILLE GROUP INC 2,900.00 70,966.87 413086109 HARMAN INTL INDS INC 1,150.00 120,306.45 413160102 HARMONIC INC 1,139.00 14,445.38 413216300 HARMONY GOLD MNG LTD 10,400.00 210,900.33 413619107 HARRAHS ENTMT INC 17,991.00 1,297,856.03 413833104 HARRIS & HARRIS GROUP INC 0.00 0.00 413875105 HARRIS CORP DEL 68,450.00 4,354,983.57 415864107 HARSCO CORP 7,350.00 439,518.06 416196103 HARTE-HANKS INC 1,500.00 46,169.60 416515104 HARTFORD FINL SVCS GROUP INC 110,689.00 9,266,631.26 418056107 HASBRO INC 59,227.00 1,693,000.09 419870100 HAWAIIAN ELEC INDUSTRIES 650.00 44,284.97 421915109 HEALTH CARE PPTY INVS INC 2,940.00 110,271.88 421933102 HEALTH MGMT ASSOC INC NEW 145,514.00 4,438,721.59 421946104 HEALTHCARE RLTY TR 1,500.00 84,177.71 42210P102 HEADWATERS INC 0.00 0.00 42217K106 HEALTH CARE REIT INC 900.00 48,022.70 42219D308 HEALTHAXIS INC 1,670.00 7,791.53 422211102 HEALTHEXTRAS INC 0.00 0.00 42222G108 HEALTH NET INC 4,270.00 139,903.36 422317107 HEARST-ARGYLE TELEVISION INC 1,550.00 54,777.28 422347104 HEARTLAND EXPRESS INC 40,396.00 1,209,400.29 422819102 HEIDRICK & STRUGGLES INTL IN 1,150.00 36,167.50 423074103 HEINZ H J CO 58,240.00 2,855,378.66 423319102 HELIX TECHNOLOGY CORP 1,050.00 33,464.09 423452101 HELMERICH & PAYNE INC 800.00 30,122.61 426281101 HENRY JACK & ASSOC INC 45,450.00 1,150,451.08 427056106 HERCULES INC 107,154.00 1,616,829.34 42725M107 HERITAGE PPTY INVT TR INC 1,450.00 59,266.10 427866108 HERSHEY FOODS CORP 73,598.00 8,013,763.31 42822Q100 HEWITT ASSOCS INC 74,700.00 3,142,564.94 428236103 HEWLETT PACKARD CO 714,543.00 21,456,135.15 428656102 HIBERNIA CORP 2,700.00 83,353.68 429060106 HICKORY TECH CORP 1,450.00 23,687.38 431284108 HIGHWOODS PPTYS INC 1,000.00 34,446.49 431294107 HILB ROGAL & HAMILTON CO 10,589.00 530,222.20 431573104 HILLENBRAND INDS INC 1,200.00 107,069.32 432848109 HILTON HOTELS CORP 104,315.00 2,227,809.82 433245107 HINES HORTICULTURE INC 1,950.00 10,635.57 435569108 HOLLINGER INTL INC 2,865.00 74,553.46 436141105 HOLLYWOOD ENTMT CORP 3,036.00 54,105.25 436926109 HOME FED BANCORP 700.00 24,517.33 437076102 HOME DEPOT INC 1,379,666.00 68,301,188.23 437306103 HOME PROPERTIES INC 700.00 37,488.98 437852106 HOMESTORE INC 3,750.00 20,847.29 438092108 HON INDS INC 950.00 46,395.65 438128308 HONDA MOTOR LTD 44,000.00 1,338,116.78 438516106 HONEYWELL INTL INC 436,679.00 19,426,696.97 439104100 HOOPER HOLMES INC 11,600.00 95,130.67 440327104 HORACE MANN EDUCATORS CORP N 10,950.00 226,227.11 440452100 HORMEL FOODS CORP 3,190.00 122,964.78 44106M102 HOSPITALITY PPTYS TR 1,520.00 92,691.42 44107P104 HOST MARRIOTT CORP NEW 8,950.00 150,325.23 441339108 HOT TOPIC INC 1,050.00 36,500.01 442120101 HOUSTON EXPL CO 1,600.00 94,058.24 442487203 HOVNANIAN ENTERPRISES INC 900.00 51,038.90 443683107 HUDSON CITY BANCORP 4,850.00 241,196.42
444165104 HUDSON UNITED BANCORP 1,100.00 55,007.93 444482103 HUGHES SUPPLY INC 1,150.00 79,196.71 444717102 HUGOTON RTY TR TEX 2,200.00 63,522.96 444859102 HUMANA INC 106,840.00 2,670,683.22 444903108 HUMAN GENOME SCIENCES INC 209,750.00 3,454,069.14 44544R101 HUMMINGBIRD INC 302,223.00 8,991,134.25 445658107 HUNT J B TRANS SVCS INC 1,400.00 51,831.39 446150104 HUNTINGTON BANCSHARES INC 112,758.00 3,288,384.95 448407106 HUTCHINSON TECHNOLOGY INC 8,600.00 317,149.55 448774109 HYDRIL 2,300.00 79,196.71 448947101 IDT CORP 600.00 15,668.49 44914M104 HYPERION SOLUTIONS CORP 950.00 51,751.88 449293109 ICO INC NEW 18,050.00 47,444.43 449295104 ICOS CORP 16,700.00 813,172.47 44930G107 ICU MED INC 400.00 15,965.51 44936D108 ID BIOMEDICAL CORP 521,634.00 7,615,856.40 449491109 IDX SYS CORP 1,030.00 46,837.24 449669100 IMC GLOBAL INC 624,300.00 11,732,953.73 449681105 IMCO RECYCLING INC 2,200.00 27,236.52 449934108 IMS HEALTH INC 188,063.00 5,748,983.42 45031T401 ITC DELTACOM INC 10.00 86.48 45031U101 ISTAR FINL INC 1,900.00 105,626.27 45068B109 ITT EDUCATIONAL SERVICES INC 1,200.00 49,205.52 45069F109 ITXC CORP 700.00 2,916.32 45071R109 IXIA 1,100.00 15,642.20 450828108 IBERIABANK CORP 441.00 34,108.53 450911102 ITT INDS INC IND 47,184.00 4,733,343.29 450913108 IAMGOLD CORP 4,069,574.00 34,916,944.92 45104G104 ICICI BK LTD 209,100.00 4,383,214.32 451107106 IDACORP INC 1,973.00 77,531.16 45167R104 IDEX CORP 2,500.00 142,858.98 45168D104 IDEXX LABS INC 950.00 71,004.33 45169U105 IGATE CORP 2,300.00 21,068.74 451713101 IKON OFFICE SOLUTIONS INC 6,225.00 104,719.44 451923106 ILEX ONCOLOGY INC 2,050.00 64,445.56 452308109 ILLINOIS TOOL WKS INC 55,393.00 5,767,963.83 45245A107 IMATION CORP 900.00 44,497.88 45245W109 IMCLONE SYS INC 184,707.00 12,346,324.75 45247T104 IMAGISTICS INTERNATIONAL INC 37.00 2,142.03 45254P102 IMPAC MTG HLDGS INC 1,200.00 42,897.12 45256B101 IMPAX LABORATORIES INC 1,300.00 38,219.70 452907108 IMMUNOMEDICS INC 1,900.00 10,113.15 453038408 IMPERIAL OIL LTD 1,872,156.00 110,213,823.72 453235103 INAMED CORP 750.00 52,517.43 45337C102 INCYTE CORP 2,750.00 30,033.90 453414104 INDEPENDENCE CMNTY BK CORP 1,410.00 75,513.52 454072109 INDEVUS PHARMACEUTICALS INC 57,500.00 457,194.72 456607100 INDYMAC BANCORP INC 3,100.00 149,966.61 45662V105 INET TECHNOLOGIES INC 2,000.00 32,619.69 45665Q103 INFINITY PPTY & CAS CORP 5,200.00 214,795.76 45666Q102 INFORMATICA CORP 89,400.00 1,009,273.03 45666T106 INFONET SVCS CORP 15,000.00 39,230.36 45678T201 INFOSPACE INC 1,848.00 94,404.89 456818301 INFOUSA INC NEW 135,450.00 1,870,939.36 456837103 ING GROUP N V 302,925.00 8,974,668.73 457153104 INGRAM MICRO INC 3,350.00 79,689.55 457652105 INPUT/OUTPUT INC 2,100.00 21,389.42 45765U103 INSIGHT ENTERPRISES INC 1,675.00 42,376.35 457660108 INSITE VISION INC 2,600.00 2,801.98 457667103 INSITUFORM TECHNOLOGIES INC 4,750.00 97,573.21 45769N105 INNOVATIVE SOLUTIONS & SUPPO 600.00 10,897.76 4576J0104 INNKEEPERS USA TR 2,200.00 26,426.94 457733103 INSPIRE PHARMACEUTICALS INC 38,100.00 644,939.27 457985208 INTEGRA LIFESCIENCES HLDGS C 17,700.00 712,289.33 45809K202 INSWEB CORP 1,091.00 7,169.23 45810H107 INTEGRAL SYS INC MD 1,000.00 24,970.75 45810N302 INTEGRAMED AMER INC 2,700.00 26,971.96 458118106 INTEGRATED DEVICE TECHNOLOGY 2,900.00 57,169.88 45811K208 INTEGRATED CIRCUIT SYS INC 56,500.00 1,858,605.78 458140100 INTEL CORP 2,739,366.00 98,323,251.14 45814P105 INTEGRA BK CORP 850.00 26,911.24
458176104 INTELLISYNC CORP 4,550.00 19,673.67 458372109 INTER TEL INC 0.00 0.00 45840J107 INTERACTIVE DATA CORP 1,350.00 31,545.94 45840Q101 INTERACTIVECORP 271,146.00 11,257,211.19 458665106 INTERFACE INC 2,150.00 22,463.82 45866A105 INTERDIGITAL COMMUNICATIONS 2,350.00 53,986.76 458683109 INTERGRAPH CORP 2,000.00 63,557.13 45884X103 INTERMUNE INC 500.00 12,800.80 45885A102 INTERNAP NETWORK SVCS CORP 4,650.00 10,511.37 459044103 INTERNATIONAL BANCSHARES COR 781.00 54,226.26 459200101 INTERNATIONAL BUSINESS MACHS 731,713.00 89,004,264.33 459506101 INTERNATIONAL FLAVORS&FRAGRA 134,721.00 6,285,526.14 459902102 INTERNATIONAL GAME TECHNOLOG 362,025.00 21,391,579.38 460146103 INTL PAPER CO 175,131.00 9,774,962.21 460254105 INTERNATIONAL RECTIFIER CORP 5,300.00 320,344.49 460321201 INTERNATIONAL SHIPHOLDING CO 700.00 13,836.42 460335201 INTERNATIONAL SPEEDWAY CORP 1,200.00 74,123.70 460377104 INTERNATIONAL STL GROUP INC 35,000.00 1,780,151.63 46059C106 INTERNET CAP GROUP INC 12,800.00 6,728.96 46060X107 INTERNET SEC SYS INC 6,550.00 151,851.07 460690100 INTERPUBLIC GROUP COS INC 137,398.00 2,777,257.25 46069S109 INTERSIL CORP 152,608.00 4,470,595.28 46072H108 INTERSTATE BAKERIES CORP DEL 900.00 13,448.72 460915200 INTRAWEST CORPORATION 559,842.00 12,630,035.52 460919103 INTERTAPE POLYMER GROUP INC 789,239.00 10,062,797.25 46114T508 INTERWOVEN INC 300.00 3,930.92 461202103 INTUIT 475,477.00 28,045,316.65 461203101 INVACARE CORP 700.00 41,527.67 46120E602 INTUITIVE SURGICAL INC 1,182.00 26,408.54 461238107 INVERESK RESH GROUP INC 8,435.00 315,055.56 46126P106 INVERNESS MED INNOVATIONS IN 1,720.00 41,367.33 46145F105 INVESTMENT TECHNOLOGY GRP NE 1,150.00 23,124.23 461730103 INVESTORS REAL ESTATE TR 3,850.00 49,687.85 46185R100 INVITROGEN CORP 85,064.00 8,014,609.50 461915100 INVESTORS FINL SERVICES CORP 31,430.00 1,706,800.18 462030305 IOMEGA CORP 1,140.00 8,375.19 462218108 IONICS INC 7,000.00 261,272.90 462622101 IPSCO INC 1,023,507.00 25,434,148.95 462846106 IRON MTN INC PA 64,675.00 3,793,510.67 464119106 IRWIN FINL CORP 33,700.00 1,194,950.27 464286103 ISHARES INC 400.00 7,604.00 464330109 ISIS PHARMACEUTICALS INC 600.00 6,119.15 465741106 ITRON INC 0.00 0.00 465790103 IVANHOE ENERGY INC 1,317,300.00 4,215,360.00 46579N103 IVANHOE MINES LTD 4,014,724.00 29,511,241.90 465823102 IVAX CORP 203,549.00 6,091,300.00 46612J101 JDS UNIPHASE CORP 1,024,972.00 5,483,252.98 466189107 J JILL GROUP INC 0.00 0.00 46625H100 J P MORGAN CHASE & CO 735,882.00 40,679,051.17 46626E205 J2 GLOBAL COMMUNICATIONS INC 1,331.00 39,463.46 466313103 JABIL CIRCUIT INC 179,171.00 6,930,043.58 466367109 JACK IN THE BOX INC 1,200.00 39,380.19 469814107 JACOBS ENGR GROUP INC DEL 1,130.00 66,235.57 469865109 JACUZZI BRANDS INC 1,600.00 19,724.26 47102X105 JANUS CAP GROUP INC 72,320.00 1,556,862.65 471109108 JARDEN CORP 5,350.00 249,679.24 472319102 JEFFERIES GROUP INC NEW 1,150.00 53,397.32 475070108 JEFFERSON PILOT CORP 158,728.00 11,632,090.04 477143101 JETBLUE AWYS CORP 56,137.00 1,865,846.94 47758P307 JO-ANN STORES INC 805.00 29,676.09 478160104 JOHNSON & JOHNSON 2,050,316.00 137,593,870.85 478366107 JOHNSON CTLS INC 27,512.00 2,138,724.76 480074103 JONES APPAREL GROUP INC 124,549.00 5,917,340.12 48020Q107 JONES LANG LASALLE INC 800.00 27,031.49 481138105 JOURNAL REGISTER CO 900.00 24,721.04 481165108 JOY GLOBAL INC 1,100.00 40,580.10 48203R104 JUNIPER NETWORKS INC 112,900.00 3,859,333.24 482480100 KLA-TENCOR CORP 77,835.00 5,150,535.56 482564101 KMG CHEMICALS INC 3,630.00 20,037.06 482686102 K-SWISS INC 21,000.00 675,353.65 48268K101 KT CORP 45,600.00 1,141,063.39
48282T104 KADANT INC 71.00 1,945.55 483600300 KANA SOFTWARE INC 330.00 1,956.00 485170302 KANSAS CITY SOUTHERN 214,150.00 3,912,108.26 486665102 KEANE INC -797.00 -16,486.98 48666K109 KB HOME 6,387.00 678,244.47 487836108 KELLOGG CO 64,055.00 3,303,665.48 488044108 KELLWOOD CO 1,150.00 59,321.96 488152208 KELLY SVCS INC 2,351.00 91,489.03 488360108 KEMET CORP 15,505.00 292,212.58 489170100 KENNAMETAL INC 1,000.00 54,239.10 490057106 KENSEY NASH CORP 1,450.00 46,974.58 492386107 KERR MCGEE CORP 45,960.00 3,110,750.90 492515101 KERYX BIOPHARMACEUTICALS INC 40,100.00 805,277.77 492914106 KEY ENERGY SVCS INC 7,550.00 109,148.46 493267108 KEYCORP NEW 71,970.00 2,865,027.28 493308100 KEYNOTE SYS INC 1,200.00 20,297.28 49337W100 KEYSPAN CORP 148,050.00 7,436,645.51 49338N109 KEYSTONE AUTOMOTIVE INDS INC 4,200.00 151,023.10 493732101 KFORCE INC 6,400.00 79,906.40 494274103 KIMBALL INTL INC 1,500.00 30,891.45 49427F108 KILROY RLTY CORP 600.00 27,993.53 494368103 KIMBERLY CLARK CORP 430,573.00 35,788,031.52 49446R109 KIMCO REALTY CORP 2,325.00 155,776.08 49455P101 KINDER MORGAN INC KANS 83,572.00 6,921,770.25 49455U100 KINDER MORGAN MANAGEMENT LLC 1,011.00 56,204.30 494580103 KINDRED HEALTHCARE INC 300.00 19,832.03 49460W208 KINETIC CONCEPTS INC 83,800.00 4,939,516.63 495582108 KING PHARMACEUTICALS INC 160,893.00 3,560,879.05 496902206 KINROSS GOLD CORP 5,577,350.00 0.00 496904103 KINGSWAY FINL SVCS INC 2,997,295.00 45,260,399.46 497266106 KIRBY CORP 500.00 22,204.25 498780105 KMART HLDG CORPORATION 1,736.00 94,638.20 499040103 KNIGHT RIDDER INC 27,333.00 2,631,315.45 499063105 KNIGHT TRADING GROUP INC 4,545.00 75,621.55 499064103 KNIGHT TRANSN INC 10,662.00 336,020.55 500255104 KOHLS CORP 75,243.00 4,779,262.49 500453204 KOMAG INC 0.00 0.00 500472303 KONINKLIJKE PHILIPS ELECTRS 355.00 13,921.00 500600101 KOPIN CORP 600.00 4,557.82 500634100 KOREA FD 32,766.00 917,235.84 500643200 KORN FERRY INTL 2,500.00 52,570.00 500648100 KOS PHARMACEUTICALS INC 500.00 26,771.27 50064W107 KOSAN BIOSCIENCES INC 3,700.00 51,399.00 50075N104 KRAFT FOODS INC 82,100.00 3,454,436.49 501014104 KRISPY KREME DOUGHNUTS INC 935.00 42,197.81 501044101 KROGER CO 239,888.00 5,246,268.63 501049100 KROLL INC 1,600.00 56,460.18 501052104 KRONOS INC 10,550.00 451,039.43 50105F105 KRONOS WORLDWIDE INC 450.00 17,913.88 501242101 KULICKE & SOFFA INDS INC 2,400.00 36,967.22 501556203 KYOCERA CORP 25,000.00 2,757,953.63 501577100 KYPHON INC 7,640.00 240,077.20 501803308 LCA-VISION INC 112.00 3,454.69 501940100 LNR PPTY CORP 800.00 56,281.44 502079106 LMI AEROSPACE INC 2,500.00 6,341.26 502161102 LSI LOGIC CORP 252,940.00 3,104,862.53 50216C108 LSI INDS INC 362.00 5,785.22 502392103 LTX CORP 100.00 1,984.52 502424104 L-3 COMMUNICATIONS HLDGS INC 2,150.00 168,068.92 50419U202 LA QUINTA CORP 5,550.00 54,997.42 505336107 LA Z BOY INC 1,400.00 40,037.31 50540L105 LABONE INC NEW 33,100.00 1,322,450.92 50540R409 LABORATORY CORP AMER HLDGS 162,100.00 8,361,817.06 505447102 LABRANCHE & CO INC 1,000.00 14,732.74 505754200 LADISH INC 2,800.00 32,309.52 505862102 LAFARGE NORTH AMERICA INC 2,483.00 134,836.69 50730R102 LAIDLAW INTL INC 2,000.00 38,244.68 512807108 LAM RESEARCH CORP 3,098.00 102,643.69 512815101 LAMAR ADVERTISING CO 85,411.00 4,514,751.58 513847103 LANCASTER COLONY CORP 800.00 42,476.56 514606102 LANCE INC 1,900.00 40,927.06
514936103 LANDAMERICA FINL GROUP INC 19,292.00 1,147,835.48 515098101 LANDSTAR SYS INC 1,400.00 75,327.55 517942108 LASALLE HOTEL PPTYS 1,900.00 58,930.97 518415104 LATTICE SEMICONDUCTOR CORP 64,050.00 734,871.43 518439104 LAUDER ESTEE COS INC 232,511.00 13,643,571.64 520776105 LAWSON PRODS INC 900.00 38,571.92 521050104 LAYNE CHRISTENSEN CO 2,100.00 40,432.90 521865105 LEAR CORP -100.00 -8,143.09 52186N106 LEAPFROG ENTERPRISES INC 600.00 15,258.44 522015106 LEARNING TREE INTL INC 400.00 8,353.37 523234102 LECG CORP 1,300.00 33,230.81 523768109 LEE ENTERPRISES INC 800.00 47,502.25 524660107 LEGGETT & PLATT INC 125,568.00 3,912,807.81 524901105 LEGG MASON INC 43,370.00 5,288,369.31 524908100 LEHMAN BROS HLDGS INC 65,597.00 7,145,323.93 526057104 LENNAR CORP 5,560.00 394,809.64 526107107 LENNOX INTL INC 4,450.00 108,488.05 527288104 LEUCADIA NATL CORP 1,050.00 73,524.40 52729N100 LEVEL 3 COMMUNICATIONS INC 18,400.00 97,212.44 52742P108 LEVITT CORP 312.00 10,046.13 52886P104 LEXAR MEDIA INC 2,650.00 57,674.55 528872104 LEXICON GENETICS INC 2,300.00 18,952.80 529043101 LEXINGTON CORP PPTYS TR 38,700.00 1,108,271.54 529771107 LEXMARK INTL NEW 84,883.00 10,263,824.76 529898108 LIBBEY INC 400.00 13,631.40 530370105 LIBERTY CORP S C 600.00 36,486.21 530718105 LIBERTY MEDIA CORP NEW 89,414.00 1,287,234.22 531172104 LIBERTY PPTY TR 1,400.00 82,797.75 53215R100 LIFEPOINT INC 4,800.00 2,334.11 532192101 LIFELINE SYS INC 4,600.00 114,200.44 53219L109 LIFEPOINT HOSPITALS INC 3,141.00 133,501.44 53220K207 LIGAND PHARMACEUTICALS INC 1,850.00 48,870.39 532226107 LIGHTBRIDGE INC 657.00 5,094.43 532257805 LIGHTPATH TECHNOLOGIES INC 150.00 1,261.68 532457108 LILLY ELI & CO 306,332.00 26,935,027.33 532716107 LIMITED BRANDS INC 92,234.00 2,424,502.53 532791100 LINCARE HLDGS INC 3,430.00 141,637.51 533900106 LINCOLN ELEC HLDGS INC 1,200.00 44,395.37 534187109 LINCOLN NATL CORP IND 242,045.00 15,125,543.06 535555106 LINDSAY MFG CO 6,500.00 205,706.41 535678106 LINEAR TECHNOLOGY CORP 73,922.00 3,596,566.61 535679104 LINENS N THINGS INC 5,200.00 241,995.48 535925101 LINKTONE LTD 37,400.00 594,259.17 537008104 LITTELFUSE INC 6,500.00 317,785.65 539320101 LIZ CLAIBORNE INC 29,755.00 1,434,781.12 539830109 LOCKHEED MARTIN CORP 403,579.00 24,207,766.31 540211109 LODGENET ENTMT CORP 1,500.00 37,456.13 540424108 LOEWS CORP 91,014.00 7,064,470.73 542312103 LONE STAR TECHNOLOGIES INC 2,300.00 53,412.43 543162101 LONGS DRUG STORES CORP 2,605.00 64,466.79 543213102 LONGVIEW FIBRE CO 5,400.00 79,201.96 546347105 LOUISIANA PAC CORP 195,157.00 6,617,315.25 548661107 LOWES COS INC 286,523.00 21,485,293.27 549271104 LUBRIZOL CORP 1,063.00 43,993.03 549463107 LUCENT TECHNOLOGIES INC 757,929.00 4,094,913.54 55027E102 LUMINEX CORP DEL 1,100.00 13,083.36 55068R202 LUXOTTICA GROUP S P A 168,336.00 3,499,947.00 550819106 LYDALL INC DEL 1,550.00 20,778.29 551146103 LYNCH INTERACTIVE CORP 700.00 30,727.17 552078107 LYONDELL CHEMICAL CO 2,350.00 45,833.15 55261F104 M & T BK CORP 19,026.00 2,246,692.11 55261R108 MAF BANCORP INC 22,910.00 1,308,557.46 55262C100 MBIA INC 22,403.00 1,846,085.05 55262L100 MBNA CORP 393,420.00 14,287,603.07 55264U108 MB FINANCIAL INC NEW 600.00 30,745.56 552676108 M D C HLDGS INC 532.00 49,222.34 552690109 MDU RES GROUP INC 2,491.00 76,901.49 55269P302 MDS INC 3,603,626.00 79,279,772.00 552715104 MEMC ELECTR MATLS INC 3,700.00 44,493.93 552848103 MGIC INVT CORP WIS 14,673.00 1,238,610.69 552880106 MGI PHARMA INC 81,999.00 6,601,817.80
552953101 MGM MIRAGE 36,454.00 2,172,224.42 55304X104 MI DEVS INC 0.00 0.00 55306N104 MKS INSTRUMENT INC 11,153.00 351,934.50 553409103 MPS GROUP INC 19,610.00 286,589.56 553477100 MRV COMMUNICATIONS INC 6,075.00 26,586.95 553530106 MSC INDL DIRECT INC 8,000.00 314,894.30 554273102 MACDERMID INC 3,100.00 143,370.22 554382101 MACERICH CO 1,018.00 72,113.16 554489104 MACK CALI RLTY CORP 1,050.00 61,974.12 555904101 MACROVISION CORP 2,920.00 71,686.55 556100105 MACROMEDIA INC 77,700.00 2,049,492.71 559080106 MAGELLAN MIDSTREAM PRTNRS LP 950.00 68,544.71 559181102 MAGMA DESIGN AUTOMATION 3,100.00 85,191.00 559211107 MAGNA ENTMT CORP 40,526.00 320,398.69 559222401 MAGNA INTL INC 1,473,971.00 152,366,518.25 559775101 MAGUIRE PPTYS INC 1,743.00 58,642.89 561063108 MALAN RLTY INVS INC 850.00 5,619.08 562567107 MANDALAY RESORT GROUP 1,180.00 88,799.67 562750109 MANHATTAN ASSOCS INC 1,650.00 60,284.65 564055101 MANOR CARE INC NEW 119,364.00 5,536,088.29 56418H100 MANPOWER INC 69,150.00 4,225,938.02 564682102 MANUFACTURED HOME CMNTYS INC 3,100.00 143,818.38 565011103 MANUGISTICS GROUP INC 2,500.00 22,506.53 56501R106 MANULIFE FINL CORP 13,263,645.00 644,082,600.72 565849106 MARATHON OIL CORP 79,657.00 3,524,885.78 567908108 MARINEMAX INC 3,500.00 122,218.68 570535104 MARKEL CORP 750.00 283,779.43 571748102 MARSH & MCLENNAN COS INC 451,190.00 27,496,469.59 571834100 MARSHALL & ILSLEY CORP 32,831.00 1,631,431.24 571903202 MARRIOTT INTL INC NEW 35,925.00 2,008,974.05 572901106 MARTEK BIOSCIENCES CORP 22,700.00 1,700,508.08 573284106 MARTIN MARIETTA MATLS INC 1,000.00 60,665.78 57383M108 MARVEL ENTERPRISES INC 1,875.00 47,288.36 574599106 MASCO CORP 73,671.00 2,947,265.08 575384102 MASONITE INTL CORP 867,925.00 32,026,432.30 576206106 MASSEY ENERGY CORP 3,124.00 91,234.19 576674105 MATERIAL SCIENCES CORP 4,400.00 63,609.70 57685P304 MATRIXONE INC 10,050.00 95,891.62 576879209 MATSUSHITA ELEC INDL 403,776.00 8,364,232.24 577081102 MATTEL INC 332,577.00 8,059,927.10 577128101 MATTHEWS INTL CORP 7,600.00 331,611.56 577729205 MAXTOR CORP 5,600.00 59,982.37 57772K101 MAXIM INTEGRATED PRODS INC 246,493.00 15,254,966.80 577776107 MAXYGEN INC 1,100.00 13,719.46 577778103 MAY DEPT STORES CO 68,924.00 3,132,372.83 577914104 MAVERICK TUBE CORP 800.00 24,760.47 577933104 MAXIMUS INC 4,700.00 216,194.13 578592107 MAYTAG CORP 14,298.00 593,236.50 579489105 MCCLATCHY CO 750.00 70,023.24 580135101 MCDONALDS CORP 316,676.00 11,894,231.85 580645109 MCGRAW HILL COS INC 98,661.00 9,926,096.87 58155Q103 MCKESSON CORP 199,132.00 7,874,830.76 583334107 MEADWESTVACO CORP 153,809.00 5,718,639.00 583538103 MECHANICAL TECHNOLOGY INC 1,250.00 8,460.48 583916101 MEDAREX INC 9,400.00 110,814.93 583928106 MEDALLION FINL CORP 650.00 7,389.37 58405U102 MEDCO HEALTH SOLUTIONS INC 168,344.00 7,522,486.86 584404107 MEDIA GEN INC 650.00 57,474.78 584459101 MEDIA SVCS GROUP INC 73.00 367.00 58463F104 MEDICAL STAFFING NETWK HLDGS 650.00 6,723.05 584688105 MEDICINES CO 156,871.00 6,640,662.00 584690309 MEDICIS PHARMACEUTICAL CORP 9,700.00 509,929.00 584699102 MEDIMMUNE INC 618,472.00 18,760,043.14 584949101 MEDQUIST INC 600.00 12,411.78 58500P107 MEDIS TECHNOLOGIES LTD 4,000.00 69,655.25 585055106 MEDTRONIC INC 471,166.00 29,569,953.91 58551A108 MELLON FINL CORP 649,059.00 26,761,376.00 586002107 MEMBERWORKS INC 1,300.00 59,661.69 587118100 MENS WEARHOUSE INC 750.00 26,189.72 587188103 MENTOR CORP MINN 1,400.00 55,382.50 587200106 MENTOR GRAPHICS CORP 3,077.00 72,063.14
587405101 MERCANTILE BANKSHARES CORP 17,440.00 984,894.74 589331107 MERCK & CO INC 916,284.00 53,217,561.59 589378108 MERCURY COMPUTER SYS 5,750.00 192,701.91 589400100 MERCURY GENL CORP NEW 950.00 62,339.48 589405109 MERCURY INTERACTIVE CORP 175,980.00 10,361,420.83 589433101 MEREDITH CORP 36,347.00 2,415,202.90 589584101 MERIDIAN BIOSCIENCE INC 2,800.00 37,501.86 58977Q109 MERIDIAN RESOURCE CORP 22,680.00 179,439.28 58984Y103 MERISTAR HOSPITALITY CORP 3,550.00 32,425.83 589975101 MERIDIAN GOLD INC 1,815,300.00 28,973,227.54 590188108 MERRILL LYNCH & CO INC 679,325.00 53,251,899.10 59139P104 METASOLV INC 2,200.00 8,963.19 59151K108 METHANEX CORP 1,768,209.00 25,886,579.76 59156R108 METLIFE INC 250,374.00 11,740,647.77 591598107 METRIS COS INC 5,950.00 62,871.09 591610100 METRO GOLDWYN MAYER INC 4,650.00 106,335.97 592688105 METTLER TOLEDO INTERNATIONAL 58,000.00 3,384,456.60 594087108 MICHAELS STORES INC 1,193.00 76,231.31 594793101 MICREL INC 2,900.00 50,881.19 594901100 MICROS SYS INC 0.00 0.00 594918104 MICROSOFT CORP 5,549,527.00 182,765,867.49 594960106 MICROVISION INC WASH 550.00 6,346.51 595017104 MICROCHIP TECHNOLOGY INC 211,802.00 7,393,262.28 595094103 MICROMUSE INC 1,300.00 13,326.50 595112103 MICRON TECHNOLOGY INC 410,283.00 9,010,273.17 595137100 MICROSEMI CORP 6,000.00 107,873.64 595626102 MIDAS GROUP INC 50.00 1,316.00 595635103 MIDCAP SPDR TR 145.00 21,633.00 597486109 MIDLAND CO 1,450.00 47,546.28 597911106 MIDWEST AIR GROUP INC 3,200.00 18,504.64 599902103 MILLENNIUM PHARMACEUTICALS I 168,979.00 3,753,491.59 599903101 MILLENNIUM CHEMICALS INC 1,150.00 22,580.13 600544100 MILLER HERMAN INC 10,200.00 356,984.47 601073109 MILLIPORE CORP 62,398.00 4,213,497.64 601148109 MILLS CORP 1,200.00 84,043.66 602682106 MINDSPEED TECHNOLOGIES INC 1,600.00 13,731.28 602720104 MINE SAFETY APPLIANCES CO 3,150.00 117,407.21 602900102 MINEFINDERS LTD 416,700.00 5,437,935.00 603158106 MINERALS TECHNOLOGIES INC 5,850.00 439,005.50 60466E100 MIRAMAR MINING CORP 4,003,350.00 9,447,906.00 605203108 MISSION WEST PPTYS INC 800.00 13,931.05 607828100 MODINE MFG CO 1,436.00 49,182.07 608190104 MOHAWK INDS INC 1,434.00 155,199.65 60851C107 MOLECULAR DEVICES CORP 23,200.00 574,442.90 608554101 MOLEX INC 27,154.00 1,084,532.32 60886R103 MONACO COACH CORP 1,975.00 69,563.25 609200100 MONDAVI ROBERT CORP 850.00 42,238.02 610236101 MONRO MUFFLER BRAKE INC 1,275.00 41,874.96 61166W101 MONSANTO CO NEW 39,731.00 1,914,791.90 611742107 MONSTER WORLDWIDE INC 163,364.00 5,625,169.79 615337102 MONY GROUP INC 850.00 35,122.02 615369105 MOODYS CORP 21,721.00 2,021,115.16 617446448 MORGAN STANLEY 403,930.00 30,631,978.61 61745C105 MORGAN STANLEY INDIA INVS FD 42,936.00 1,430,465.97 619903107 MOTHERS WK INC 1,100.00 38,527.24 620076109 MOTOROLA INC 818,553.00 18,937,585.14 624756102 MUELLER INDS INC 1,450.00 64,773.47 625453105 MULTIMEDIA GAMES INC 152,200.00 4,948,713.75 626717102 MURPHY OIL CORP 48,840.00 4,041,916.47 62852P103 MYKROLIS CORP 11,823.00 221,577.27 628530107 MYLAN LABS INC 83,137.00 2,483,543.50 62855J104 MYRIAD GENETICS INC 39,950.00 851,619.54 628782104 NBTY INC 1,100.00 53,750.20 62886E108 NCR CORP NEW 46,615.00 2,699,281.43 62913F201 NII HLDGS INC 43,500.00 2,002,660.72 629156407 NL INDS INC 906.00 16,550.88 629248105 NMS COMMUNICATIONS CORP 300.00 2,823.01 629337106 NN INC 900.00 13,803.57 62936P103 NPS PHARMACEUTICALS INC 107,000.00 4,014,836.61 62940M104 NTL INC DEL 47,968.00 3,747,843.57 62942M201 NTT DOCOMO INC 111,801.00 3,352,336.00
62944T105 NVR INC 200.00 120,911.00 629519109 NABI BIOPHARMACEUTICALS 6,000.00 122,619.53 631100104 NASDAQ 100 TR 1,796.00 86,928.00 631158102 NASH FINCH CO 1,050.00 32,677.51 635405103 NATIONAL CITY CORP 355,780.00 16,636,633.92 63545P104 NATIONAL COMMERCE FINL CORP 9,824.00 371,296.02 63607P208 NATIONAL FINL PARTNERS CORP 3,685.00 156,187.11 636180101 NATIONAL FUEL GAS CO N J 1,800.00 58,194.99 636274102 NATIONAL GRID TRANSCO PLC 54,626.00 2,973,593.00 636518102 NATIONAL INSTRS CORP 2,025.00 83,726.27 637071101 NATIONAL-OILWELL INC 16,424.00 610,430.64 637229105 NATIONAL PROCESSING INC 1,750.00 43,698.81 637640103 NATIONAL SEMICONDUCTOR CORP 222,114.00 12,970,227.37 638522102 NATIONAL WESTN LIFE INS CO 150.00 29,134.95 638612101 NATIONWIDE FINL SVCS INC 1,300.00 61,592.33 638620104 NATIONWIDE HEALTH PPTYS INC 1,600.00 46,829.36 63910B102 NAUTILUS GROUP INC 600.00 12,419.66 63934E108 NAVISTAR INTL CORP NEW 10,311.00 621,323.98 63935N107 NAVIGANT CONSULTING INC 0.00 0.00 639480102 NDCHEALTH CORP 1,100.00 39,250.08 64015Y104 NEIGHBORCARE INC 29,007.00 924,469.41 640204202 NEIMAN MARCUS GROUP INC 4,000.00 283,562.58 640268108 NEKTAR THERAPEUTICS 55,800.00 1,582,991.78 640520300 NEORX CORP 44,000.00 253,282.26 640919106 NEOPHARM INC 759.00 18,713.40 640938106 NETWORKS ASSOCS INC 302,760.00 7,162,241.94 64110L106 NETFLIX COM INC 800.00 35,873.77 64110P107 NETEGRITY INC 7,107.00 79,393.19 64115P102 NETIQ CORP 6,800.00 124,759.12 64117V107 NETSCREEN TECHNOLOGIES INC 11,300.00 541,022.84 64120L104 NETWORK APPLIANCE INC 242,791.00 6,845,272.48 64125C109 NEUROCRINE BIOSCIENCES INC 111,000.00 8,621,611.43 64125K101 NEUROCHEM INC 272,350.00 7,625,800.00 64352D101 NEW CENTURY FINANCIAL CORP 750.00 47,864.99 643872104 NEW ENGLAND BUSINESS SVC INC 5,600.00 249,129.23 644398109 NEW FRONTIER MEDIA INC 2,200.00 22,379.05 645526104 NEW HORIZONS WORLDWIDE INC 3,500.00 28,197.23 646025106 NEW JERSEY RES 500.00 24,839.33 648053106 NEW PLAN EXCEL RLTY TR INC 1,630.00 58,589.92 649445103 NEW YORK CMNTY BANCORP INC 6,087.00 274,234.51 650111107 NEW YORK TIMES CO 196,929.00 11,439,576.07 65105M108 NEWCASTLE INVT CORP 730.00 32,331.86 651229106 NEWELL RUBBERMAID INC 244,933.00 7,468,154.13 651290108 NEWFIELD EXPL CO 900.00 56,692.80 651639106 NEWMONT MINING CORP 662,317.00 41,130,860.64 651718504 NEWPARK RES INC 3,300.00 22,552.53 651824104 NEWPORT CORP 5,900.00 129,648.13 65332V103 NEXTEL COMMUNICATIONS INC 642,182.00 21,060,027.46 65333F107 NEXTEL PARTNERS INC 264,300.00 4,397,530.44 65334H102 NEXEN INC 2,485,812.00 127,024,993.20 654086107 NICOR INC 4,434.00 205,298.76 654106103 NIKE INC 41,207.00 4,217,151.06 65440K106 99 CENTS ONLY STORES 19,570.00 628,079.29 654624105 NIPPON TELEG & TEL CORP 80,000.00 2,979,667.60 65473P105 NISOURCE INC 85,074.00 2,375,930.72 654744408 NISSAN MOTORS 26,175.00 779,541.00 654902204 NOKIA CORP 700,017.00 18,840,458.02 655044105 NOBLE ENERGY INC 6,800.00 420,927.99 655286102 NOLAND CO 600.00 37,120.99 65535H208 NOMURA HLDGS INC 176,000.00 4,219,057.92 655422103 NORANDA INC 2,396,994.00 56,659,451.91 655663102 NORDSON CORP 43,450.00 2,139,121.93 655664100 NORDSTROM INC 30,377.00 1,592,926.59 655844108 NORFOLK SOUTHERN CORP 133,578.00 3,878,007.44 656531605 NORSK HYDRO A S 3,545.00 338,028.00 656568102 NORTEL NETWORKS CORP NEW 74,744,699.00 576,305,172.31 659424105 NORTH FORK BANCORPORATION NY 22,236.00 1,236,745.42 66304M105 NORTH VALLEY BANCORP 1,350.00 31,510.46 664397106 NORTHEAST UTILS 2,171.00 53,212.87 665859104 NORTHERN TR CORP 151,586.00 9,281,748.34 666416102 NORTHGATE EXPL LTD 2,339,750.00 7,604,187.50
666807102 NORTHROP GRUMMAN CORP 56,323.00 7,292,943.75 667280101 NORTHWEST AIRLS CORP 1,450.00 19,266.25 667328108 NORTHWEST BANCORP INC PA 4,228.00 142,083.51 667655104 NORTHWEST NAT GAS CO 550.00 22,588.67 66977W109 NOVA CHEMICALS CORP 2,129,828.00 70,113,937.76 66987M604 NOVATEL WIRELESS INC 76.00 2,147.48 66987V109 NOVARTIS A G 66,560.00 3,745,467.46 669947400 NOVASTAR FINL INC 300.00 26,002.44 669967101 NUANCE COMMUNICATIONS INC 1,500.00 12,912.51 670006105 NOVELL INC 297,897.00 4,455,529.84 670008101 NOVELLUS SYS INC 236,735.00 9,890,790.08 670009109 NOVEN PHARMACEUTICALS INC 21,300.00 601,020.98 67010C100 NOVOSTE CORP 500.00 2,227.65 67018T105 NU SKIN ENTERPRISES INC 4,250.00 112,549.08 67019E107 NSTAR 1,400.00 93,322.26 670346105 NUCOR CORP 110,029.00 8,890,353.10 670509108 NUEVO ENERGY CO 350.00 14,977.19 67066G104 NVIDIA CORP 95,424.00 3,322,137.18 670712108 NYFIX INC 300.00 2,034.46 670837103 OGE ENERGY CORP 1,800.00 62,547.79 670872100 OM GROUP INC 450.00 17,978.94 67090F106 NUVEEN INVTS INC 1,500.00 54,922.51 671040103 OSI PHARMACEUTICALS INC 32,250.00 1,627,567.20 673662102 OAKLEY INC 1,500.00 29,255.21 674599105 OCCIDENTAL PETE CORP DEL 63,355.00 3,834,321.42 675234108 OCEANFIRST FINL CORP 1,500.00 49,146.38 67611V101 ODYSSEY HEALTHCARE INC 1,012.00 25,070.90 67612W108 ODYSSEY RE HLDGS CORP 2,693.00 95,822.24 676220106 OFFICE DEPOT INC 210,560.00 5,208,029.99 676255102 OFFSHORE LOGISTICS INC 13,150.00 398,359.03 677240103 OHIO CAS CORP 15,600.00 409,840.98 680033107 OLD NATL BANCORP IND 2,343.00 69,591.90 680223104 OLD REP INTL CORP 6,015.00 194,152.05 680665205 OLIN CORP 3,278.00 76,899.79 681904108 OMNICARE INC 287,319.00 16,739,406.78 681919106 OMNICOM GROUP INC 46,087.00 4,860,729.64 681936100 OMEGA HEALTHCARE INVS INC 5,800.00 82,858.21 682092101 OMEGA FINL CORP 600.00 28,830.97 682128103 OMNIVISION TECHNOLOGIES INC 14,246.00 511,319.82 682159108 ON ASSIGNMENT INC 300.00 2,204.00 682189105 ON SEMICONDUCTOR CORP 4,200.00 41,619.67 682505102 ONEIDA LTD 3,000.00 9,659.74 682680103 ONEOK INC NEW 1,472.00 43,775.24 683399109 ONYX PHARMACEUTICALS INC 86,590.00 4,604,384.72 68370R109 OPEN JT STK CO-VIMPEL COMMUN 2,700.00 369,005.92 683715106 OPEN TEXT CORP 1,462,437.00 57,035,043.00 683718308 OPENWAVE SYS INC 2,984.00 52,315.77 68375Q106 OPLINK COMMUNICATIONS INC 13,100.00 43,213.85 683827208 OPTICAL CABLE CORP 81.00 647.14 68389X105 ORACLE CORP 3,373,011.00 53,310,312.59 68554V108 ORASURE TECHNOLOGIES INC 1,500.00 20,423.45 686091109 O REILLY AUTOMOTIVE INC 50,600.00 2,662,702.04 68750P103 ORTHODONTIC CTRS AMER INC 3,900.00 40,492.04 688239201 OSHKOSH TRUCK CORP 39,941.00 2,923,829.98 689648103 OTTER TAIL CORP 850.00 29,514.11 689899102 OUTBACK STEAKHOUSE INC 2,150.00 137,608.55 690113105 OUTLOOK GROUP CORP 4,250.00 38,344.89 690322102 OVERNITE CORP 2,400.00 72,546.60 690368105 OVERSEAS SHIPHOLDING GROUP I 1,100.00 52,767.14 690768403 OWENS ILL INC 2,700.00 49,749.62 691471106 OXFORD HEALTH PLANS INC 1,498.00 96,173.27 69325Q105 PC-TEL INC 2,200.00 29,867.65 693282105 PDF SOLUTIONS INC 1,700.00 25,715.93 69329T105 PDS GAMING CORP 4,650.00 10,816.93 69329V100 PDI INC 1,597.00 53,080.10 69331C108 PG&E CORP 154,273.00 5,873,762.82 69333Y108 P F CHANGS CHINA BISTRO INC 18,500.00 1,223,218.47 693419202 PMA CAP CORP 1,150.00 9,174.12 69344F106 PMC-SIERRA INC 25,950.00 578,758.24 69344M101 PMI GROUP INC 2,900.00 142,391.10 693475105 PNC FINL SVCS GROUP INC 64,657.00 4,709,340.12
693483109 POSCO 69,000.00 3,209,280.22 69349H107 PNM RES INC 900.00 35,543.89 693506107 PPG INDS INC 28,039.00 2,148,369.91 69351T106 PPL CORP 28,763.00 1,723,760.84 69360J107 PS BUSINESS PKS INC CALIF 944.00 57,504.22 69366A100 PSS WORLD MED INC 5,050.00 74,267.61 69366M104 PTEK HLDGS INC 0.00 0.00 693718108 PACCAR INC 27,868.50 2,059,856.15 69373H106 PACER INTL INC TENN 5,200.00 150,623.56 69404P101 PACIFIC CAP BANCORP NEW 1,000.00 52,136.30 694873100 PACIFIC SUNWEAR CALIF INC 2,699.00 87,047.32 695112102 PACIFICARE HEALTH SYS DEL 1,100.00 57,176.45 695156109 PACKAGING CORP AMER 2,050.00 60,781.43 695210104 PACKETEER INC 4,800.00 83,270.88 695257105 PACTIV CORP 343,926.00 10,057,105.59 696429307 PALL CORP 114,181.00 3,404,915.39 69713P107 PALMONE INC 2,011.00 56,629.21 697154102 PALMSOURCE INC 591.00 14,174.48 697900108 PAN AMERICAN SILVER CORP 620,745.00 14,525,433.00 697933109 PANAMSAT CORP NEW 1,923.00 61,868.37 69806L104 PAN PACIFIC RETAIL PPTYS INC 500.00 34,236.21 69840W108 PANERA BREAD CO 21,800.00 1,115,083.30 698657103 PANTRY INC 700.00 18,325.90 698813102 PAPA JOHNS INTL INC 1,000.00 44,474.22 698884103 PAR TECHNOLOGY CORP 3,000.00 41,438.30 69900R106 PARADIGM GENETICS INC 650.00 1,076.37 69911G107 PARADYNE NETWORKS INC 5,033.00 25,402.00 699173100 PARAMETRIC TECHNOLOGY CORP 33,612.00 199,669.06 699462107 PAREXEL INTL CORP 2,850.00 66,934.10 700658107 PARK NATL CORP 300.00 44,671.36 700666100 PARK OHIO HLDGS CORP 2,150.00 26,024.12 701094104 PARKER HANNIFIN CORP 18,516.00 1,374,907.89 701354102 PARKERVISION INC 1,800.00 16,155.02 70159Q104 PARKWAY PPTYS INC 2,400.00 147,458.85 70211M109 PARTNER COMMUNICATIONS CO LT 270,700.00 2,828,351.43 703224105 PATINA OIL & GAS CORP 3,000.00 103,497.19 70322A101 PATHMARK STORES INC NEW 1,300.00 13,634.03 703412106 PATTERSON DENTAL CO 1,550.00 139,764.57 703481101 PATTERSON UTI ENERGY INC 1,950.00 90,748.31 704326107 PAYCHEX INC 106,139.00 4,965,957.23 704379106 PAYLESS SHOESOURCE INC 3,711.00 68,085.46 704549104 PEABODY ENERGY CORP 1,579.00 96,517.59 705015105 PEARSON PLC 72,000.00 1,088,199.00 705107100 PEC SOLUTIONS INC 500.00 8,687.19 705221109 PECO II INC 8,100.00 11,390.60 705324101 PEDIATRIX MED GROUP 450.00 37,258.99 705904605 PEGASUS COMMUNICATIONS CORP 160.00 8,062.14 707247102 PENN-AMER GROUP INC 2,325.00 44,795.55 707569109 PENN NATL GAMING INC 2,429.00 91,842.85 708160106 PENNEY J C INC 39,523.00 1,806,581.11 708352109 PENNROCK FINL SVCS CORP 1,100.00 41,346.31 709102107 PENNSYLVANIA RL ESTATE INVT 800.00 39,595.72 709631105 PENTAIR INC 950.00 73,663.71 709754105 PENWEST PHARMACEUTICALS CO 13,100.00 251,535.62 710198102 PEOPLES BK BRIDGEPORT CONN 1,000.00 61,099.48 711030106 PEOPLES ENERGY CORP 22,890.00 1,343,214.10 712713106 PEOPLESOFT INC 60,945.00 1,481,064.86 713278109 PEP BOYS MANNY MOE & JACK 3,162.00 115,319.52 713291102 PEPCO HOLDINGS INC 6,497.00 174,636.99 713409100 PEPSI BOTTLING GROUP INC 175,871.00 6,876,600.45 71343P200 PEPSIAMERICAS INC 3,600.00 96,851.05 713448108 PEPSICO INC 862,647.00 61,325,330.15 713755106 PERFORMANCE FOOD GROUP CO 8,000.00 361,155.90 713831105 PERICOM SEMICONDUCTOR CORP 1,450.00 21,877.01 714046109 PERKINELMER INC 48,812.00 1,327,287.73 714265105 PEROT SYS CORP 134,200.00 2,345,752.26 714290103 PERRIGO CO 2,250.00 59,289.10 716016209 PETCO ANIMAL SUPPLIES 650.00 24,073.12 71644E102 PETRO-CDA 4,477,816.00 258,011,757.92 71649P102 PETROKAZAKHSTAN INC 1,099,840.00 40,584,096.00 71654V101 PETROLEO BRASILEIRO SA PETRO 56,786.00 2,204,599.75
716768106 PETSMART INC 100,285.00 3,592,856.04 716933106 PHARMACYCLICS INC 600.00 10,621.77 717081103 PFIZER INC 4,476,250.00 207,357,798.66 717124101 PHARMACEUTICAL PROD DEV INC 800.00 31,321.21 717125108 PHARMACEUTICAL RES INC 700.00 52,309.78 717265102 PHELPS DODGE CORP 11,589.00 1,243,814.23 717528103 PHILADELPHIA CONS HLDG CORP 400.00 30,490.60 71902E109 PHOENIX COS INC NEW 4,411.00 77,739.87 719153108 PHOENIX TECHNOLOGY LTD 650.00 4,604.47 719364101 PHOTON DYNAMICS INC 1,000.00 42,883.98 720186105 PIEDMONT NAT GAS INC 600.00 33,292.58 720279108 PIER 1 IMPORTS INC 1,932.00 60,177.40 721467108 PILGRIMS PRIDE CORP 1,500.00 44,217.94 723481107 PINNACLE SYS INC 1,400.00 16,614.75 723484101 PINNACLE WEST CAP CORP 13,338.00 689,784.51 723787107 PIONEER NAT RES CO 3,800.00 161,311.05 724078100 PIPER JAFFRAY COS 1,499.00 106,678.79 724479100 PITNEY BOWES INC 37,352.00 2,091,719.19 725811103 PIXAR 1,050.00 88,952.38 725906101 PLACER DOME INC 8,992,344.00 212,129,394.97 726503105 PLAINS ALL AMERN PIPELINE L 1,722.00 79,006.17 726505100 PLAINS EXPL& PRODTN CO 400.00 9,799.05 726540503 PLAINS RES INC 400.00 9,557.23 727493108 PLANTRONICS INC NEW 1,600.00 76,983.51 72813P100 PLAYTEX PRODS INC 460,000.00 4,177,475.05 729132100 PLEXUS CORP 12,200.00 285,242.19 72919P103 PLUG POWER INC 1,750.00 17,755.52 729251108 PLUM CREEK TIMBER CO INC 28,822.00 1,230,320.10 730448107 POGO PRODUCING CO 1,250.00 75,355.81 731068102 POLARIS INDS INC 4,000.00 238,878.08 731572103 POLO RALPH LAUREN CORP 2,100.00 94,610.23 73172K104 POLYCOM INC 3,740.00 104,351.71 73179P106 POLYONE CORP 500.00 4,369.88 731822102 POMEROY IT SOLUTIONS INC 1,100.00 20,962.29 732827100 POPE & TALBOT INC 35,000.00 790,718.51 733174106 POPULAR INC 2,750.00 155,771.48 736126301 PORTAL SOFTWARE INC 540.00 4,783.34 737407106 POSSIS MEDICAL INC 0.00 0.00 737464107 POST PPTYS INC 1,908.00 72,218.56 73755L107 POTASH CORP SASK INC 1,086,747.00 118,528,259.17 737628107 POTLATCH CORP 1,250.00 66,944.61 739276103 POWER INTEGRATIONS INC 2,850.00 109,858.81 739308104 POWER-ONE INC 53,642.00 779,718.92 739363109 POWERWAVE TECHNOLOGIES INC 2,250.00 23,065.09 739421105 PRAECIS PHARMACEUTICALS INC 3,700.00 28,738.70 74005P104 PRAXAIR INC 53,311.00 2,600,775.00 740065107 PRE PAID LEGAL SVCS INC 300.00 9,651.85 740189105 PRECISION CASTPARTS CORP 1,050.00 60,759.75 74022D100 PRECISION DRILLING CORP 1,037,886.00 63,622,938.30 74045Q104 PREMCOR INC 1,000.00 40,702.32 740706106 PRENTISS PPTYS TR 1,850.00 89,717.28 740884101 PRESIDENTIAL LIFE CORP 1,400.00 27,562.45 741437305 PRICE COMMUNICATIONS CORP 800.00 16,496.47 74144T108 PRICE T ROWE GROUP INC 14,454.00 1,022,563.80 741503403 PRICELINE COM INC 80,939.00 2,867,845.22 74153Q102 PRIDE INTL INC DEL 2,740.00 61,433.83 74157K101 PRIMEDIA INC 8,656.00 30,715.60 741917108 PRIME HOSPITALITY CORP 3,000.00 44,868.50 74251V102 PRINCIPAL FINANCIAL GROUP IN 333,662.00 15,624,299.55 74264T102 PRIORITY HEALTHCARE CORP 2,398.00 67,096.96 74267C106 PROASSURANCE CORP 800.00 36,799.00 742718109 PROCTER & GAMBLE CO 677,997.00 94,478,091.69 743263105 PROGRESS ENERGY INC 39,555.00 2,447,461.27 743312100 PROGRESS SOFTWARE CORP 37,600.00 1,185,485.04 743315103 PROGRESSIVE CORP OHIO 53,723.00 6,185,037.66 743410102 PROLOGIS 22,637.00 1,067,156.79 743674103 PROTECTIVE LIFE CORP 84,100.00 4,139,289.52 74369L103 PROTEIN DESIGN LABS INC 139,300.00 4,360,847.10 743859100 PROVIDENT BANKSHARES CORP 5,900.00 243,322.87 743866105 PROVIDENT FINL GROUP INC 800.00 42,224.22 74386K104 PROVIDENT ENERGY TR 1.00 10.76
743977100 PROVINCE HEALTHCARE CO 221,750.00 4,633,815.51 74406A102 PROVIDIAN FINL CORP 194,184.00 3,343,569.81 744283102 PROXIM CORP 850.00 1,977.29 744290305 PROXYMED PHARMACY INC 1,680.00 42,039.18 744320102 PRUDENTIAL FINL INC 345,350.00 20,325,317.77 744573106 PUBLIC SVC ENTERPRISE GROUP 34,933.00 2,156,884.46 74460D109 PUBLIC STORAGE INC 2,500.00 159,878.51 745310102 PUGET ENERGY INC NEW 57,300.00 1,684,606.96 745867101 PULTE HOMES INC 18,749.00 1,370,032.55 746927102 QLT INC 1,136,009.00 37,806,379.56 74726X105 QRS CORP 800.00 5,929.90 747277101 QLOGIC CORP 153,253.00 6,648,635.05 747525103 QUALCOMM INC 361,931.00 31,593,856.39 747582104 QUALITY SYS INC 135.00 8,060.36 74762E102 QUANTA SVCS INC 5,496.00 51,139.68 74765E109 QUANTUM FUEL SYS TECH WORLDW 0.00 0.00 747906204 QUANTUM CORP 2,069.00 10,060.98 748203106 QUEBECOR WORLD INC 1,993,877.00 48,351,517.00 74834L100 QUEST DIAGNOSTICS INC 190,072.00 20,731,534.94 74834T103 QUEST SOFTWARE INC 3,750.00 80,579.95 748356102 QUESTAR CORP 1,800.00 86,204.29 74837R104 QUICKSILVER RESOURCES INC 850.00 43,299.28 74838C106 QUIKSILVER INC 2,200.00 63,176.00 74838Y207 QUILMES INDL QUINSA SOCIETE 3,000.00 71,876.33 749056107 QUIXOTE CORP 1,200.00 33,166.41 749117206 QUOTESMITH COM INC 1,966.00 14,572.72 749121109 QWEST COMMUNICATIONS INTL IN 512,869.00 2,905,104.14 749361101 RCN CORP 2,600.00 990.94 74955W307 R H DONNELLEY CORP 700.00 42,962.83 749607107 RLI CORP 1,072.00 54,382.61 749685103 RPM INTL INC 2,950.00 64,126.20 749719100 RSA SEC INC 8,996.00 223,614.52 749941100 RF MICRODEVICES INC 4,550.00 50,589.43 750236101 RADIAN GROUP INC 36,100.00 2,021,132.51 75040P108 RADIO ONE INC 2,100.00 51,279.41 750438103 RADIOSHACK CORP 86,461.00 3,774,458.55 750459109 RADISYS CORP 0.00 0.00 75086X106 RAINDANCE COMM 2,250.00 8,427.63 750875106 RAINMAKER SYSTEMS 4,300.00 15,597.52 750917106 RAMBUS INC DEL 2,900.00 106,831.44 751028101 RALCORP HLDGS INC NEW 1,830.00 73,186.51 752344309 RANDGOLD RES LTD 0.00 0.00 75281A109 RANGE RES CORP 3,750.00 59,781.95 753820109 RARE HOSPITALITY INTL INC 1,396.00 50,912.73 754730109 RAYMOND JAMES FINANCIAL INC 1,725.00 56,336.97 754907103 RAYONIER INC 1,174.00 67,441.45 755081106 RAYOVAC CORP 900.00 33,828.80 755111507 RAYTHEON CO 685,659.00 28,241,330.86 755267101 READERS DIGEST ASSN INC 4,204.00 77,793.51 75605L104 REALNETWORKS INC 8,143.00 64,211.63 756109104 REALTY INCOME CORP 900.00 52,813.14 75621K106 RECKSON ASSOCS RLTY CORP 2,617.00 96,784.50 756577102 RED HAT INC 330,300.00 9,923,452.28 75689M101 RED ROBIN GOURMET BURGERS IN 1,900.00 70,916.93 758075402 REDWOOD TR INC 400.00 32,682.77 758110100 REEBOK INTL LTD 55,806.00 3,063,912.59 758204101 REED ELSEVIER N V 88,000.00 3,064,831.00 758766109 REGAL ENTMT GROUP 2,283.00 65,949.51 758849103 REGENCY CTRS CORP 900.00 55,273.41 75886F107 REGENERON PHARMACEUTICALS 21,636.00 386,148.83 75886N100 REGENERATION TECH INC DEL 42,900.00 639,928.04 758932107 REGIS CORP MINN 650.00 37,963.43 758940100 REGIONS FINL CORP 149,414.00 7,171,335.60 759351109 REINSURANCE GROUP AMER INC 800.00 43,075.86 759509102 RELIANCE STEEL & ALUMINUM CO 2,700.00 124,728.90 75952B105 RELIANT RES INC 4,284.00 46,224.33 759543101 REMEC INC 2,000.00 19,976.60 75968L105 RENAISSANCE LEARNING INC 800.00 27,704.39 759916109 REPLIGEN CORP 5,300.00 20,966.23 759930100 RENAL CARE GROUP INC 160,950.00 9,679,634.87 76009N100 RENT A CTR INC NEW 99,026.00 4,293,480.93
76009U104 RENT WAY INC 7,400.00 85,583.96 760282103 REPUBLIC BANCORP INC 3,150.00 58,206.82 760759100 REPUBLIC SVCS INC 6,058.00 215,523.94 760975102 RESEARCH IN MOTION LTD 1,509,162.00 184,723,825.28 761152107 RESMED INC 600.00 35,634.57 761195205 RESOURCE AMERICA INC 2,000.00 48,627.25 76122Q105 RESOURCES CONNECTION INC 6,600.00 382,690.41 761230101 RESPIRONICS INC 12,000.00 851,949.42 76128Q109 RETEK INC 1,309.00 13,005.87 76128Y102 RETAIL VENTURES INC 9,600.00 89,705.45 761624105 REX STORES CORP 1,350.00 27,926.50 761655406 REXAM PLC 21,000.00 1,159,168.50 761684109 REXHALL INDS INC 3,900.00 13,839.05 761695105 REYNOLDS & REYNOLDS CO 88,150.00 3,291,330.82 76182K105 REYNOLDS R J TOB HLDGS INC 12,698.00 1,009,644.96 766559603 RIGEL PHARMACEUTICALS INC 40,300.00 1,172,099.41 766909105 RIO NARCEA GOLD MINES INC 4,142,800.00 12,345,544.00 767204100 RIO TINTO PLC 24,758.00 3,369,452.00 767744105 RITCHIE BROS AUCTIONEERS 59,000.00 4,378,716.00 767754104 RITE AID CORP 11,102.00 79,585.45 770323103 ROBERT HALF INTL INC 217,364.00 6,747,540.45 773903109 ROCKWELL AUTOMATION INC 54,734.00 2,493,957.31 774341101 ROCKWELL COLLINS INC 164,423.00 6,830,697.45 775109200 ROGERS COMMUNICATIONS INC 6,124,973.00 150,066,905.60 775315104 ROGERS WIRELESS COMMUNICATIO 1,017,774.00 35,292,814.71 775371107 ROHM & HAAS CO 70,909.00 3,712,775.39 775711104 ROLLINS INC 2,975.00 100,757.96 776696106 ROPER INDS INC NEW 96,700.00 6,131,994.79 778296103 ROSS STORES INC 91,000.00 3,660,856.52 778787101 ROTO ROOTER INC NEW 700.00 46,504.74 779273101 ROUSE CO 2,900.00 204,287.02 779382100 ROWAN COS INC 53,322.00 1,477,954.27 779528108 ROWE COS 7,400.00 40,846.89 779915107 ROYAL GROUP TECHNOLOGIES LTD 1,272,306.00 18,295,760.28 780008108 ROXIO INC 89.00 522.85 780087102 ROYAL BK CDA MONTREAL QUE 16,028,249.00 1,002,566,975.05 780257804 ROYAL DUTCH PETE CO 174,037.00 10,887,851.77 780910105 ROYCE VALUE TR INC 35.00 843.00 781182100 RUBY TUESDAY INC 113,050.00 4,776,717.19 781258108 RUDDICK CORP 2,329.00 61,952.38 782352108 RUSSELL CORP 1,300.00 31,197.67 783519101 RYANS FAMILY STEAK HOUSE INC 80,000.00 1,798,945.40 783549108 RYDER SYS INC 15,399.00 783,823.00 783764103 RYLAND GROUP INC 400.00 46,697.93 783859101 S & T BANCORP INC 700.00 27,654.45 78387G103 SBC COMMUNICATIONS INC 1,097,716.00 35,403,556.00 78388J106 SBA COMMUNICATIONS CORP 3,200.00 16,317.73 784018103 SCM MICROSYSTEMS INC 3,100.00 27,337.71 784028102 SCP POOL CORP 7,050.00 345,231.13 784117103 SEI INVESTMENTS CO 2,530.00 109,726.73 78440P108 SK TELECOM LTD 181,920.00 5,092,582.07 78440X101 SL GREEN RLTY CORP 1,250.00 78,362.16 784413106 S L INDS INC 1,800.00 23,065.09 78442P106 SLM CORP 202,427.00 11,133,760.81 78462F103 SPDR TR 150,305.00 22,319,002.05 78462K102 SPSS INC 20,000.00 481,015.50 784635104 SPX CORP 82,601.00 4,938,683.29 78463B101 S1 CORPORATION 4,400.00 43,948.52 78464P208 S R TELECOM INC 372.00 2,904.07 785905100 SABRE HLDGS CORP 86,382.00 2,816,618.35 786429100 SAFECO CORP 121,875.00 6,914,721.02 786449108 SAFEGUARD SCIENTIFICS INC 3,500.00 17,111.54 786514208 SAFEWAY INC 297,312.00 8,041,476.45 786578302 SAFLINK CORP 1,686.00 6,824.74 78657R102 SAFFRON FD INC 50,000.00 613,754.75 786598102 SAGA COMMUNICATIONS 1,187.00 29,094.28 790148100 ST JOE CO 1,200.00 64,172.20 790849103 ST JUDE MED INC 79,119.00 7,497,112.71 792860108 ST PAUL COS INC 54,116.00 2,845,589.34 79377W108 SAKS INC 2,300.00 53,200.84 795435106 SALIX PHARMACEUTICALS INC 25,500.00 972,558.14
799702105 SANCHEZ COMPUTER ASSOCS INC 900.00 7,735.68 80004C101 SANDISK CORP 3,612.00 134,674.40 800363103 SANDY SPRING BANCORP INC 1,100.00 52,449.09 800907107 SANMINA SCI CORP 185,293.00 2,681,169.79 80105N105 SANOFI-SYNTHELABO 92,425.00 4,085,739.00 802809103 SANTANDER BANCORP 1,865.00 67,404.60 803054204 SAP AKTIENGESELLSCHAFT 82,856.00 4,281,375.84 803062108 SAPIENT CORP 200.00 1,584.99 803111103 SARA LEE CORP 537,660.00 15,447,979.40 804395101 SAUL CTRS INC 1,750.00 70,263.09 80589M102 SCANA CORP NEW 2,800.00 130,084.47 80603P107 SCANSOFT INC 301.00 2,211.34 806407102 SCHEIN HENRY INC 24,980.00 2,344,716.10 806605101 SCHERING PLOUGH CORP 1,314,567.00 28,023,098.15 806857108 SCHLUMBERGER LTD 254,310.00 21,387,267.36 806870200 SCHMITT INDS INC ORE 883.00 2,680.72 807066105 SCHOLASTIC CORP 60,735.00 2,175,121.53 808194104 SCHULMAN A INC 2,000.00 53,177.00 808513105 SCHWAB CHARLES CORP NEW 482,575.00 7,363,342.89 808541106 SCHWEITZER-MAUDUIT INTL INC 650.00 27,592.68 808655104 SCIENTIFIC ATLANTA INC 158,265.00 6,726,712.76 80874P109 SCIENTIFIC GAMES CORP 1,700.00 41,824.69 810186106 SCOTTS CO 882.00 74,360.66 811054204 SCRIPPS E W CO OHIO 64,100.00 8,517,852.70 811543107 SEABOARD CORP 100.00 44,027.38 811707306 SEACOAST BKG CORP FLA 2,640.00 71,821.13 811904101 SEACOR HOLDINGS INC 6,300.00 340,133.16 81211K100 SEALED AIR CORP NEW 57,285.00 3,744,013.12 812387108 SEARS ROEBUCK & CO 171,040.00 9,657,283.15 813114105 SECOND BANCORP INC 1,450.00 61,552.90 815704101 SEEBEYOND TECHNOLOGIES CORP 600.00 3,193.63 81616X103 SELECT COMFORT CORP 1,836.00 66,573.65 816196109 SELECT MEDICAL CORP 1,800.00 39,506.36 816288104 SELECTICA INC 3,700.00 26,550.48 816300107 SELECTIVE INS GROUP INC 6,477.00 298,529.77 816850101 SEMTECH CORP 68,000.00 2,040,294.27 816851109 SEMPRA ENERGY 36,411.00 1,521,730.38 817070105 SENECA FOODS CORP NEW 400.00 10,080.30 817208408 SENESCO TECHNOLOGIES INC 10,000.00 38,564.00 81721M109 SENIOR HSG PPTYS TR 1,200.00 30,753.45 81725T100 SENSIENT TECHNOLOGIES CORP 1,050.00 25,763.90 817315104 SEPRACOR INC 34,400.00 2,174,610.62 817320104 SEQUA CORPORATION 50.00 3,246.20 817492101 SERENA SOFTWARE INC 800.00 21,395.99 817523103 SEROLOGICALS CORP 7,700.00 206,442.39 817565104 SERVICE CORP INTL 31,525.00 316,860.30 81760N109 SERVICEMASTER CO 7,250.00 114,435.03 817826209 7-ELEVEN INC 2,400.00 47,849.21 81788Q209 724 SOLUTIONS INC 70.00 326.20 820280105 SHAW GROUP INC 500.00 7,123.24 82028K200 SHAW COMMUNICATIONS INC 3,228,485.00 69,573,851.75 821373107 SHELBOURNE PPTYS I INC 400.00 8,332.35 821374105 SHELBOURNE PPTYS II INC 300.00 7,451.80 82137E103 SHELBOURNE PPTYS III INC 300.00 3,351.34 822703609 SHELL TRANS & TRADING PLC 11,780.00 636,149.00 82312B106 SHENANDOAH TELECOMMUNICATION 600.00 18,018.37 824348106 SHERWIN WILLIAMS CO 24,427.00 1,234,024.06 82481R106 SHIRE PHARMACEUTICALS GRP PL 6,600.00 255,277.29 82567D104 SHURGARD STORAGE CTRS INC 9,526.00 499,529.87 826170102 SIEBEL SYS INC 224,306.00 3,393,080.79 826197501 SIEMENS A G 30,000.00 2,919,606.38 826428104 SIERRA PAC RES NEW 4,750.00 46,195.89 826516106 SIERRA WIRELESS INC 291,790.00 14,003,002.10 826546103 SIFCO INDS INC 3,700.00 19,256.39 826552101 SIGMA ALDRICH CORP 45,445.00 3,305,241.89 82661W107 SIGMATEL INC 2,800.00 82,613.76 826919102 SILICON LABORATORIES INC 1,054.00 73,250.41 827057100 SILICON STORAGE TECHNOLOGY I 5,743.00 97,667.73 82705T102 SILICON IMAGE INC 0.00 0.00 827064106 SILICON VY BANCSHARES 13,650.00 581,957.79 827079203 SILICONIX INC 650.00 39,834.26
828806109 SIMON PPTY GROUP INC NEW 43,739.00 3,359,363.84 829073105 SIMPSON MANUFACTURING CO INC 900.00 57,899.28 82929L109 SINGAPORE FD INC 90,000.00 936,797.40 82966U103 SIRIUS SATELLITE RADIO INC 4,415,762.00 19,731,611.71 83001P109 SIX FLAGS INC 5,300.00 54,679.37 830566105 SKECHERS U S A INC 0.00 0.00 83080P103 SKY FINL GROUP INC 3,170.00 108,112.18 830879102 SKYWEST INC 2,899.00 73,304.61 83088M102 SKYWORKS SOLUTIONS INC 2,134.00 32,701.75 830928107 SKILLSOFT PLC 0.00 0.00 831865209 SMITH A O 10,600.00 403,303.90 832110100 SMITH INTL INC 117,440.00 8,259,028.78 832248108 SMITHFIELD FOODS INC 2,100.00 74,849.17 832696405 SMUCKER J M CO 1,824.00 126,616.32 832727101 SMURFIT-STONE CONTAINER CORP 189,450.50 4,379,651.77 833034101 SNAP ON INC 37,531.00 1,595,174.28 834182107 SOLECTRON CORP 136,887.00 994,953.56 835451105 SONIC CORP 7,338.00 330,595.17 83545G102 SONIC AUTOMOTIVE INC 2,100.00 69,136.12 835460106 SONIC SOLUTIONS 0.00 0.00 835470105 SONICWALL INC 8,950.00 104,921.83 835495102 SONOCO PRODS CO 2,650.00 84,561.47 835699307 SONY CORP 50,570.00 2,779,783.70 83586Q209 SORRENTO NETWORKS CORP 77.00 313.71 835898107 SOTHEBYS HLDGS INC 3,350.00 56,575.18 835916107 SONUS NETWORKS INC 2,700.00 13,164.84 83607V104 SOUND FED BANCORP INC 2,905.00 56,123.07 836167106 SOURCECORP 4,100.00 142,793.26 837841105 SOUTH FINL GROUP INC 1,400.00 54,444.12 838518108 SOUTH JERSEY INDS INC 650.00 34,947.88 842587107 SOUTHERN CO 498,807.00 19,994,619.40 842870107 SOUTHERN FINL BANCORP INC 695.00 40,737.81 844030106 SOUTHERN UN CO NEW 3,492.00 86,968.39 844730101 SOUTHTRUST CORP 225,292.00 9,818,344.76 844741108 SOUTHWEST AIRLS CO 520,964.00 9,729,259.27 844767103 SOUTHWEST BANCORP INC OKLA 1,500.00 34,104.79 84476R109 SOUTHWEST BANCORPORATION TEX 5,950.00 295,040.58 845905108 SOVEREIGN BANCORP INC 11,250.00 316,701.39 846425882 SPANISH BROADCASTING SYS INC 3,550.00 48,755.39 847580107 SPECTRALINK CORP 1,450.00 32,453.43 84761M104 SPECTRASITE INC 57,400.00 2,798,747.95 847788106 SPEEDWAY MOTORSPORTS INC 700.00 27,884.44 848420105 SPHERION CORP 1,050.00 14,117.02 84855W109 SPINNAKER EXPL CO 600.00 28,324.72 852061100 SPRINT CORP 216,428.00 5,242,238.40 852312305 STAAR SURGICAL CO 106,600.00 1,256,688.48 852891100 STANCORP FINL GROUP INC 590.00 50,595.34 85375C101 STANDARD PAC CORP NEW 800.00 63,084.00 854616109 STANLEY WKS 78,416.00 4,398,525.17 855030102 STAPLES INC 469,345.00 15,661,482.96 855244109 STARBUCKS CORP 377,261.00 18,718,200.06 855707105 STATE AUTO FINL CORP 800.00 27,136.63 85590A203 STARWOOD HOTELS&RESORTS WRLD 58,210.00 3,098,350.95 857477103 STATE STR CORP 143,766.00 9,849,674.99 857550107 STATEN IS BANCORP INC 1,900.00 62,127.23 857689103 STATION CASINOS INC 21,725.00 1,261,145.43 858119100 STEEL DYNAMICS INC 6,550.00 213,314.60 858155203 STEELCASE INC 1,650.00 28,190.66 85856W105 STELLENT INC 4,600.00 45,160.26 858603103 STEPHAN CO 4,550.00 26,909.27 858907108 STERLING BANCSHARES INC 2,400.00 42,234.74 858912108 STERICYCLE INC 1,200.00 75,480.01 859152100 STERIS CORP 7,950.00 269,565.82 859319105 STERLING FINL CORP WASH 276.00 13,381.22 86074Q102 STILLWATER MNG CO 2,179.00 44,960.89 861012102 STMICROELECTRONICS N V 56,400.00 1,749,319.32 861642106 STONE ENERGY CORP 447.00 29,056.25 862111200 STORAGE TECHNOLOGY CORP 2,380.00 87,049.87 862701307 STRATEGIC DISTR INC 300.00 4,739.19 86279T109 STRATEX NETWORKS INC 2,700.00 16,855.26 863100202 STRATOS INTERNATIONAL INC 293.00 2,244.99
863111100 STRATTEC SEC CORP 700.00 58,400.01 863236105 STRAYER ED INC 200.00 30,745.56 863314100 STRIDE RITE CORP 132,700.00 1,850,394.34 863667101 STRYKER CORP 67,695.00 7,876,350.65 863902102 STUDENT LN CORP 450.00 91,674.85 866011109 SUMMIT BANCSHARES INC TEX 1,600.00 63,294.28 866239106 SUMMIT PPTYS INC 1,000.00 31,344.86 866674104 SUN COMMUNITIES INC 600.00 33,765.71 866796105 SUN LIFE FINL INC 13,815,307.00 486,298,806.80 866810104 SUN MICROSYSTEMS INC 1,546,532.00 8,455,727.27 867229106 SUNCOR ENERGY INC 11,228,215.00 403,878,893.26 867363103 SUNGARD DATA SYS INC 306,052.00 11,021,070.24 86764P109 SUNOCO INC 48,561.00 3,981,172.34 86768K106 SUNRISE SENIOR LIVING INC 37,900.00 1,785,691.19 867914103 SUNTRUST BKS INC 45,274.00 4,147,839.42 867931107 SUPERCONDUCTOR TECHNOLOGIES 2,580.00 7,798.76 868042102 SUPER VISION INTL INC 2,600.00 19,545.53 868059106 SUPERGEN INC 3,550.00 59,719.52 868168105 SUPERIOR INDS INTL INC 48,600.00 2,263,643.17 868536103 SUPERVALU INC 91,200.00 3,660,512.18 868873100 SURMODICS INC 700.00 18,316.70 869099101 SUSQUEHANNA BANCSHARES INC P 1,200.00 40,421.07 870756103 SWIFT TRANSN CO 85,520.00 1,929,816.31 871130100 SYBASE INC 103,408.00 2,852,624.20 871142105 SYBRON DENTAL SPECIALTIES IN 900.00 32,231.98 871206108 SYCAMORE NETWORKS INC 76,350.00 409,716.11 871399101 SYLVAN LEARNING SYS INC 1,000.00 46,143.32 871503108 SYMANTEC CORP 237,281.00 14,593,593.36 871507109 SYMBION INC DEL 400.00 9,546.71 871508107 SYMBOL TECHNOLOGIES INC 31,831.00 577,307.71 871543104 SYMMETRICOM INC 1,500.00 17,683.23 87155S108 SYMYX TECHNOLOGIES 116,550.00 4,386,955.99 87157D109 SYNAPTICS INC 4,100.00 94,512.97 871607107 SYNOPSYS INC 58,880.00 2,241,012.84 87161C105 SYNOVUS FINL CORP 46,151.00 1,482,989.12 87162H103 SYNTEL INC 800.00 28,955.56 871829107 SYSCO CORP 131,910.00 6,770,542.82 872275102 TCF FINL CORP 1,349.00 90,543.19 872375100 TECO ENERGY INC 32,342.00 621,855.08 872384102 TEPPCO PARTNERS L P 1,214.00 66,963.11 872443403 THQ INC 133,350.00 3,545,413.45 872540109 TJX COS INC NEW 82,874.00 2,675,005.31 872549100 TLC VISION CORP 772,000.00 11,580,000.00 87305R109 TTM TECHNOLOGIES INC 0.00 0.00 873168108 TXU CORP 88,116.00 3,319,012.94 874037104 TAIWAN GREATER CHINA FD 102,200.00 638,002.66 874039100 TAIWAN SEMICONDUCTOR MFG LTD 2,065,271.00 28,395,236.80 874054109 TAKE-TWO INTERACTIVE SOFTWAR 1,000.00 48,338.12 874161102 TALBOTS INC 1,450.00 68,184.60 87425E103 TALISMAN ENERGY INC 2,937,378.00 226,883,077.08 874918105 TALX CORP 275.00 7,933.14 87588Q109 TANOX INC 1,818.00 35,576.77 87612E106 TARGET CORP 260,834.00 15,439,760.85 876664103 TAUBMAN CTRS INC 1,100.00 36,387.64 878237106 TECH DATA CORP 1,810.00 97,387.76 878330109 TECHE HLDG CO 650.00 30,497.17 878377100 TECHNE CORP 1,150.00 61,679.72 878555101 TECHNITROL INC 3,400.00 84,006.86 879080109 TEJON RANCH CO DEL 1,300.00 63,147.08 879101103 TEKELEC 6,383.00 139,171.15 879131100 TEKTRONIX INC 54,787.00 2,355,244.78 87923P105 TELE CENTRO OESTE CELULAR S 7.00 109.00 879246106 TELE NORTE LESTE PART S A 121,939.00 2,086,477.77 879252104 TELE SUDESTE CELULAR PART S 4.00 58.00 87927Y102 TELECOM ITALIA S P A NEW 10,153.00 433,849.00 879287308 TELECOMUNICACOES BRASILEIRAS 25.00 1,077.00 87929A102 TELECOMUNICACOES DE SAO PAUL 20.00 459.00 879360105 TELEDYNE TECHNOLOGIES INC 1,000.00 24,576.48 879369106 TELEFLEX INC 700.00 45,290.37 879433100 TELEPHONE & DATA SYS INC 1,250.00 116,426.12 87952L108 TELESP CELULAR PART S A 71,382.00 856,519.93
87959M109 TELIK INC 1,000.00 35,274.47 879664100 TELLABS INC 247,875.00 2,813,069.79 87971M202 TELUS CORP 1,566,943.00 34,457,076.57 879868107 TEMPLE INLAND INC 8,207.00 683,188.39 879939106 TELETECH HOLDINGS INC 600.00 4,936.32 879946606 TELESYSTEM INTL WIRELESS INC 1,327,770.00 19,850,161.50 88031M109 TENARIS S A 6,536.00 281,664.07 88033G100 TENET HEALTHCARE CORP 271,022.00 3,975,304.29 880345103 TENNANT CO 550.00 28,674.96 880349105 TENNECO AUTOMOTIVE INC 0.00 0.00 880770102 TERADYNE INC 30,736.00 962,774.45 880775101 TERAYON COMMUNICATION SYS 1,150.00 5,168.95 880779103 TEREX CORP NEW 1,000.00 48,587.82 88157K101 TESCO CORP 404,525.00 4,045,250.00 881609101 TESORO PETE CORP 1,900.00 46,920.04 881624209 TEVA PHARMACEUTICAL INDS LTD 159,700.00 13,308,853.82 88162G103 TETRA TECH INC NEW 9,975.00 281,332.95 88164L100 TESSERA TECHNOLOGIES INC 4,300.00 103,418.33 881908107 TESMA INTL INC 371,933.00 11,660,099.55 88224Q107 TEXAS CAPITAL BANCSHARES INC 3,900.00 83,136.83 882443104 TEXAS GENCO HLDGS INC 25.00 1,174.61 882508104 TEXAS INSTRS INC 462,503.00 17,761,786.08 882673106 TEXAS REGL BANCSHARES INC 1,089.00 60,898.34 883203101 TEXTRON INC 23,026.00 1,608,421.07 883381105 THERASENSE INC 890.00 31,534.64 883556102 THERMO ELECTRON CORP 111,956.00 4,161,067.53 884315102 THOMAS & BETTS CORP 36,498.00 1,046,650.77 884425109 THOMAS INDS INC 700.00 28,979.21 884903105 THOMSON CORP 4,681,039.00 189,816,131.45 885160101 THOR INDS INC 1,600.00 56,481.21 885175307 THORATEC CORP 4,045.00 66,398.60 885218107 THORNBURG MTG INC 2,000.00 81,746.35 885535104 3COM CORP 64,775.00 601,851.86 88554L108 THREE FIVE SYS INC 1,000.00 8,608.34 88579Y101 3M CO 513,751.00 56,187,541.71 88632Q103 TIBCO SOFTWARE INC 4,200.00 45,097.17 886423102 TIDEWATER INC 46,550.00 1,720,946.63 88650Q100 TIER TECHNOLOGIES INC 2,000.00 28,098.67 886547108 TIFFANY & CO NEW 54,811.00 2,749,589.57 887100105 TIMBERLAND CO 74,700.00 5,836,472.54 887317105 TIME WARNER INC 3,497,479.00 77,589,816.54 887319101 TIME WARNER TELECOM INC 1,000.00 8,582.05 887389104 TIMKEN CO 3,191.00 97,421.32 888266103 TITAN CORP 1,500.00 39,802.06 888314101 TITAN PHARMACEUTICALS INC DE 2,700.00 17,813.34 888339207 TITANIUM METALS CORP 130.00 17,033.99 888706108 TIVO INC 1,450.00 16,941.34 88889T107 TODCO 0.00 0.00 889478103 TOLL BROTHERS INC 1,200.00 71,647.65 889542106 TOLLGRADE COMMUNICATIONS INC 950.00 19,926.66 890030208 TOMKINS PLC 305,163.00 7,983,792.55 890333107 TOO INC 600.00 0.00 890516107 TOOTSIE ROLL INDS INC 1,340.82 64,425.03 891027104 TORCHMARK CORP 16,493.00 1,165,948.02 891092108 TORO CO 1,800.00 146,670.30 891160509 TORONTO DOMINION BK ONT 12,878,078.00 594,323,299.90 89151E109 TOTAL S A 103,221.00 12,743,575.60 891906109 TOTAL SYS SVCS INC 4,171.00 115,500.19 892331307 TOYOTA MOTOR CORP 38,000.00 3,720,641.75 892335100 TOYS R US INC 172,376.00 3,805,958.65 892356106 TRACTOR SUPPLY CO 1,000.00 50,887.76 892918103 TRANSACT TECHNOLOGIES INC 1,700.00 87,023.06 89336Q100 TRANS WORLD ENTMT CORP 500.00 6,229.55 893416107 TRANSACTION SYS ARCHITECTS 50.00 1,520.59 89346D107 TRANSALTA CORP 8,307,440.00 147,872,432.00 893521104 TRANSATLANTIC HLDGS INC 1,075.00 123,211.92 89353D107 TRANSCANADA CORP 13,822,624.00 390,903,806.72 893617209 TRANSCONTINENTAL RLTY INVS 2,250.00 42,906.98 893735100 TRANSKARYOTIC THERAPIES INC 33,400.00 753,254.50 89376R109 TRANSMETA CORP DEL 7,050.00 36,691.23 894065101 TRANSWITCH CORP 1,650.00 5,009.26
89420G109 TRAVELERS PPTY CAS CORP NEW 144,445.00 3,255,742.92 894650100 TREDEGAR CORP 2,000.00 38,454.96 89531P105 TREX INC 3,100.00 138,970.11 89579K109 TRIAD HOSPITALS INC 97,983.00 3,968,819.54 895919108 TRIDENT MICROSYSTEMS INC 1,875.00 39,304.29 895925105 TRIAD GTY INC 1,900.00 131,720.71 896047107 TRIBUNE CO NEW 212,902.00 14,114,808.98 896239100 TRIMBLE NAVIGATION LTD 2,400.00 72,325.81 896263100 TRIMERIS INC 129,700.00 2,514,258.82 896522109 TRINITY INDS INC 1,450.00 52,977.42 89674K103 TRIQUINT SEMICONDUCTOR INC 4,202.00 40,314.09 89677M106 TRITON PCS HLDGS INC 2,176,871.00 15,671,941.72 89687P107 TRIZEC PROPERTIES INC 1,650.00 37,189.99 898349105 TRUSTCO BK CORP N Y 2,852.00 50,451.32 898402102 TRUSTMARK CORP 1,000.00 38,244.68 899035505 TUESDAY MORNING CORP 800.00 36,231.24 899165104 TULARIK INC 35,850.00 1,156,694.42 899690101 TUMBLEWEED COMMUNICATIONS CO 42,770.00 394,035.41 899896104 TUPPERWARE CORP 31,951.00 747,870.43 901167106 TWEETER HOME ENTMT GROUP INC 1,500.00 18,609.78 90130N103 21ST CENTY INS GROUP 1,550.00 29,334.06 902124106 TYCO INTL LTD NEW 970,110.00 36,529,344.68 902494103 TYSON FOODS INC 9,158.00 217,248.02 90262T308 UCBH HOLDINGS INC 700.00 36,835.80 902681105 UGI CORP NEW 1,350.00 58,407.90 902788108 UMB FINL CORP 662.00 44,110.70 902911106 UST INC 172,565.00 8,187,247.20 902973304 US BANCORP DEL 724,877.00 26,341,314.36 903293405 U S G CORP 1,000.00 22,986.23 90333E108 USEC INC 2,150.00 23,876.64 90338W103 US ONCOLOGY INC 2,000.00 38,849.23 903844108 ULTICOM INC 450.00 6,067.89 903849107 ULTIMATE ELECTRS INC 2,400.00 20,596.93 903899102 ULTRALIFE BATTERIES INC 30,000.00 840,988.58 903914109 ULTRA PETROLEUM CORP 10,270.00 406,654.78 904034105 ULTRATECH INC 1,500.00 45,952.75 904214103 UMPQUA HLDGS CORP 2,556.00 67,822.71 90458E107 UNIBANCO-UNIAO DE BANCOS BRA 9,150.00 294,261.23 904677101 UNIFI INC 6,000.00 34,932.77 904767704 UNILEVER PLC 40.00 2,181.00 905399101 UNION BANKSHARES CORP 1,450.00 61,495.73 907818108 UNION PAC CORP 90,096.00 7,083,206.52 908068109 UNION PLANTERS CORP 57,614.00 2,260,218.11 908906100 UNIONBANCAL CORP 3,339.00 229,902.03 909205106 UNISOURCE ENERGY CORP 3,500.00 113,018.93 909214108 UNISYS CORP 158,428.00 2,973,295.91 909218109 UNIT CORP 1,650.00 59,460.61 909440109 UNITED AUTO GROUP INC 1,848.00 66,450.16 909907107 UNITED BANKSHARES INC WEST V 1,000.00 40,084.63 91018B104 UNITED DEFENSE INDS INC 900.00 37,602.01 910197102 UNITED DOMINION REALTY TR IN 2,210.00 56,986.14 910331107 UNITED FIRE & CAS CO 700.00 38,886.42 910873207 UNITED MICROELECTRONICS CORP 126,182.00 862,340.41 911268100 UNITED ONLINE INC 1,200.00 26,274.49 911312106 UNITED PARCEL SERVICE INC 342,909.00 31,551,218.35 911363109 UNITED RENTALS INC 1,600.00 37,366.76 911684108 UNITED STATES CELLULAR CORP 2,000.00 101,591.53 912909108 UNITED STATES STL CORP NEW 14,058.00 688,590.33 913004107 UNITED STATIONERS INC 1,500.00 82,994.89 913016309 UNITED SURGICAL PARTNERS INT 1,550.00 69,138.75 913017109 UNITED TECHNOLOGIES CORP 162,854.00 18,474,888.31 91307C102 UNITED THERAPEUTICS CORP DEL 8,500.00 266,207.91 913247508 UNITEDGLOBALCOM 17,380.00 193,925.74 91324P102 UNITEDHEALTH GROUP INC 553,607.00 46,970,046.80 913275103 UNITRIN INC 2,200.00 124,038.92 913431102 UNIVERSAL COMPRESSION HLDGS 150.00 6,485.82 913456109 UNIVERSAL CORP VA 950.00 63,450.68 913837100 UNIVERSAL STAINLESS & ALLOY 4,150.00 53,723.25 913903100 UNIVERSAL HLTH SVCS INC 35,660.00 2,159,123.76 914906102 UNIVISION COMMUNICATIONS INC 81,032.00 3,515,443.06 915289102 UNOCAL CORP 205,877.00 10,086,993.03
91529B106 UNOVA INC 1,800.00 51,121.70 91529Y106 UNUMPROVIDENT CORP 118,223.00 2,273,130.07 915436109 UPM KYMMENE CORP 45,000.00 1,092,930.30 917047102 URBAN OUTFITTERS INC 1,300.00 82,111.71 91729Q101 USF CORP 1,200.00 53,968.36 918194101 VCA ANTECH INC 1,459.00 68,320.20 91819B105 VA SOFTWARE CORP 2,450.00 9,208.95 918204108 V F CORP 71,412.00 4,382,945.42 918458209 VYYO INC 583.00 5,079.96 918866104 VALASSIS COMMUNICATIONS INC 1,000.00 39,953.20 918905100 VALHI INC NEW 2,400.00 39,806.00 918914102 VALENCE TECHNOLOGY INC 1,300.00 7,602.94 91911X104 VALEANT PHARMACEUTICALS INTL 82,100.00 2,575,571.21 91913Y100 VALERO ENERGY CORP NEW 4,540.00 357,763.03 919794107 VALLEY NATL BANCORP 9,954.00 365,904.78 920355104 VALSPAR CORP 1,250.00 80,875.66 920437100 VALUE LINE INC 450.00 30,576.03 92046N102 VALUECLICK INC 0.00 0.00 92047K107 VALUEVISION MEDIA INC 2,050.00 41,356.16 922122106 VARCO INTL INC DEL 1,650.00 39,054.91 922206107 VARIAN INC 1,234.00 65,147.08 922207105 VARIAN SEMICONDUCTOR EQUIPMN 800.00 44,158.80 92220P105 VARIAN MED SYS INC 2,460.00 279,044.98 92232F103 VASOGEN INC 733,088.00 5,967,336.32 922390208 VAXGEN INC 0.00 0.00 92240G101 VECTREN CORP 1,150.00 37,285.93 92240M108 VECTOR GROUP LTD 551.00 12,310.58 922417100 VEECO INSTRS INC DEL 450.00 16,589.12 92257T202 VELOCITY EXPRESS CORP 1,380.00 1,160.75 92276F100 VENTAS INC 41,740.00 1,507,464.73 922908652 VANGUARD INDEX TR 44,278.00 4,340,568.24 923436109 VERITAS SOFTWARE CO 335,045.00 11,849,358.10 92343C106 VERITY INC 3,200.00 57,490.55 92343E102 VERISIGN INC 294,135.00 6,413,145.27 92343P107 VERITAS DGC INC 1,550.00 42,167.71 92343V104 VERIZON COMMUNICATIONS 817,889.00 39,299,434.13 92532F100 VERTEX PHARMACEUTICALS INC 159,871.00 1,979,240.55 92532L206 VERTICALNET INC 55.00 140.95 92552R109 VIAD CORP 96,450.00 3,063,775.00 92553Q209 VIASYS HEALTHCARE INC 1,220.00 36,268.57 925815102 VICOR CORP 600.00 9,675.51 926471103 VICURON PHARMACEUTICALS INC 1,978.00 59,140.59 92672P108 VIEWPOINT CORP 1,750.00 7,750.79 926734104 VIGNETTE CORP 3,803.00 10,346.05 927460105 VINTAGE PETE INC 2,250.00 43,350.54 927624106 VION PHARMACEUTICALS INC 2,350.00 12,353.95 92763R104 VIRAGE LOGIC CORP 1,500.00 18,231.28 92823R201 VIROLOGIC INC 29,550.00 117,673.35 928241108 VIROPHARMA INC 66,800.00 201,921.37 928298108 VISHAY INTERTECHNOLOGY INC 3,650.00 102,368.25 92839U107 VISTEON CORP 16,508.00 207,633.45 92844S105 VISX INC DEL 1,850.00 47,460.20 928483106 VITALWORKS INC 360.00 1,827.00 928497106 VITESSE SEMICONDUCTOR CORP 11,050.00 102,964.26 92849Q401 VITRIA TECHNOLOGY 1,062.00 8,208.31 92857W100 VODAFONE GROUP PLC NEW 865,799.00 27,382,279.03 928856400 VOLVO AKTIEBOLAGET 53,000.00 2,305,588.78 929042109 VORNADO RLTY TR 3,250.00 258,328.98 92906P106 VOTORANTIM CELULOSE E PAPEL 8,818.00 403,183.28 929160109 VULCAN MATLS CO 15,694.00 978,489.83 929236107 WD-40 CO 38,000.00 1,747,952.50 92923B106 WFS FINL INC 1,286.00 73,216.24 92923C104 WCI CMNTYS INC 3,350.00 110,200.52 92924F106 WGL HLDGS INC 850.00 33,625.09 929251106 W HLDG CO INC 4,344.00 106,703.12 92925E108 W-H ENERGY SVCS INC 3,000.00 57,051.59 929284107 WJ COMMUNICATIONS INC 2,700.00 13,129.36 92928R106 WMC RES LTD 2,300.00 47,155.29 929309300 WPP GROUP PLC 83,416.00 5,716,513.12 92930Y107 W P CAREY & CO LLC 600.00 24,405.62 92931B106 WPS RESOURCES CORP 680.00 42,718.38
929740108 WABTEC CORP 1,700.00 31,815.36 929903102 WACHOVIA CORP 2ND NEW 626,219.00 38,700,393.83 930059100 WADDELL & REED FINL INC 107,900.00 3,477,121.74 931142103 WAL MART STORES INC 1,671,233.00 131,591,214.93 931422109 WALGREEN CO 226,461.00 9,818,587.55 938824109 WASHINGTON FED INC 1,335.00 44,792.99 939322103 WASHINGTON MUT INC 241,861.00 13,576,049.14 939640108 WASHINGTON POST CO 1,663.00 1,932,964.51 939653101 WASHINGTON REAL ESTATE INVT 6,650.00 283,605.29 940610108 WASHINGTON TR BANCORP 1,250.00 43,370.25 941053100 WASTE CONNECTIONS INC 950.00 49,691.79 94106L109 WASTE MGMT INC DEL 292,284.00 11,593,171.57 941105108 WATCHGUARD TECHNOLOGIES INC 400.00 4,110.97 941848103 WATERS CORP 121,906.00 6,543,178.99 942683103 WATSON PHARMACEUTICALS INC 53,223.00 2,993,255.27 942712100 WATSON WYATT & CO HLDGS 650.00 21,561.59 942749102 WATTS WATER TECHNOLOGIES INC 2,600.00 79,924.80 943315101 WAUSAU-MOSINEE PAPER CORP 1,750.00 32,406.12 94767L109 WEBEX COMMUNICATIONS INC 2,050.00 80,098.94 947684106 WEBSENSE INC 2,800.00 108,961.84 94768C108 WEBMETHODS INC 2,237.00 27,635.79 94769M105 WEBMD CORP 99,830.00 1,166,382.02 947890109 WEBSTER FINL CORP CONN 950.00 63,313.34 948626106 WEIGHT WATCHERS INTL INC NEW 26,993.00 1,499,551.51 948741103 WEINGARTEN RLTY INVS 1,125.00 51,157.18 948849104 WEIS MKTS INC 600.00 26,613.56 949475107 WELLCHOICE INC 2,800.00 135,788.31 94973H108 WELLPOINT HEALTH NETWORK NEW 88,750.00 13,273,398.66 949746101 WELLS FARGO & CO NEW 560,065.00 41,757,193.93 950240200 WELLSFORD REAL PPTYS INC 1,650.00 39,510.30 950590109 WENDYS INTL INC 129,361.00 7,035,866.31 950755108 WERNER ENTERPRISES INC 2,963.00 73,793.63 950813105 WESCAST INDS INC 65,975.00 2,606,012.50 950817106 WESCO FINL CORP 150.00 76,292.21 952355105 WEST CORP 3,400.00 111,264.41 956909105 WESTAIM CORP 391,160.00 1,286,916.40 957090103 WESTAMERICA BANCORPORATION 6,950.00 460,903.53 95709T100 WESTAR ENERGY INC 1,200.00 33,056.02 957907108 WESTCORP INC 800.00 46,335.20 958102105 WESTERN DIGITAL CORP 7,370.00 108,774.03 958259103 WESTERN GAS RES INC 73,950.00 4,942,049.84 959531104 WESTERN SILVER CORP 100,000.00 1,097,000.00 95988E204 WESTERN WIRELESS CORP 250,150.00 7,683,112.73 961418100 WESTPORT RES CORP NEW 2,143.00 92,914.28 961815107 WESTWOOD ONE INC 2,140.00 82,827.98 962166104 WEYERHAEUSER CO 32,989.00 2,839,804.46 962902102 WHEATON RIV MINERALS LTD 13,121,260.00 58,783,244.80 963320106 WHIRLPOOL CORP 10,822.00 979,525.17 966387102 WHITING PETE CORP NEW 80,000.00 2,480,252.60 966612103 WHITNEY HLDG CORP 900.00 49,371.12 966837106 WHOLE FOODS MKT INC 157,758.00 15,873,707.76 96808B107 WILD OATS MARKETS INC 5,500.00 85,511.68 968223206 WILEY JOHN & SONS INC 1,150.00 45,235.83 969457100 WILLIAMS COS INC DEL 354,063.00 4,453,182.24 969904101 WILLIAMS SONOMA INC 56,200.00 2,526,041.07 971807102 WILMINGTON TRUST CORP 10,160.00 498,993.39 972232102 WILSON GREATBATCH TECHNOLOGI 63,000.00 3,003,902.37 973149107 WIND RIVER SYSTEMS INC 8,200.00 119,299.73 974280109 WINN DIXIE STORES INC 25,359.00 253,529.66 974637100 WINNEBAGO INDS INC 1,000.00 40,965.17 97653A103 WIRELESS FACILITIES INC 900.00 13,022.90 976657106 WISCONSIN ENERGY CORP 3,308.00 139,773.38 977284108 WISER OIL CO DEL 8,400.00 88,869.59 977424100 WITNESS SYS INC 6,750.00 114,615.74 979438108 WOODHEAD INDS INC 4,800.00 94,626.00 980745103 WOODWARD GOVERNOR CO 1,300.00 108,901.38 98137N109 WORKFLOW MGMT INC 8,650.00 60,251.79 981419104 WORLD ACCEP CORP DEL 0.00 0.00 981811102 WORTHINGTON INDS INC 55,741.00 1,404,348.37 98235T107 WRIGHT MED GROUP INC 900.00 36,312.73 982526105 WRIGLEY WM JR CO 55,260.00 4,293,616.90
983024100 WYETH 766,804.00 37,848,868.17 983134107 WYNN RESORTS LTD 25,000.00 1,149,968.75 983759101 XM SATELLITE RADIO HLDGS INC 96,206.00 3,540,284.59 98385X106 XTO ENERGY INC 92,238.00 3,059,688.50 98389B100 XCEL ENERGY INC 75,671.00 1,771,215.40 98389J103 XANSER CORP 2,350.00 7,875.64 983919101 XILINX INC 175,304.00 8,754,944.72 984121103 XEROX CORP 223,322.00 4,278,573.18 984332106 YAHOO INC 382,856.00 24,448,957.32 984757104 YANKEE CANDLE INC 2,450.00 88,805.19 985577105 YELLOW ROADWAY CORP 600.00 26,550.48 986670107 YORK INTL CORP NEW 1,100.00 56,829.48 987434107 YOUNG BROADCASTING INC 2,800.00 66,606.19 987520103 YOUNG INNOVATIONS INC 90.00 4,150.53 988498101 YUM BRANDS INC 49,554.00 2,474,238.13 988858106 ZALE CORP NEW 57,133.00 4,621,607.64 989139100 ZARLINK SEMICONDUCTOR INC 1,979,027.00 9,776,393.38 989207105 ZEBRA TECHNOLOGIES CORP 1,050.00 95,728.00 989390109 ZENITH NATL INS CORP 1,300.00 66,974.18 98950P108 ZHONE TECHNOLOGIES INC NEW 262.00 1,339.46 98956P102 ZIMMER HLDGS INC 53,820.00 5,218,905.72 989701107 ZIONS BANCORPORATION 77,617.00 5,834,865.74 98974P100 ZIX CORP 4,850.00 92,934.56 98975F101 ZORAN CORP 1,000.00 22,815.38 D1668R123 DAIMLERCHRYSLER AG 300.00 16,944.00 D18190898 DEUTSCHE BANK AG NAMEN 43,250.00 4,745,923.37 G0070K103 ACE LTD 128,838.00 7,223,419.07 G0450A105 ARCH CAP GROUP LTD 650.00 35,904.65 G05384105 ASPEN INSURANCE HOLDINGS LTD 4,200.00 142,136.14 G0692U109 AXIS CAPITAL HOLDINGS 40,000.00 1,553,443.50 G1150G111 ACCENTURE LTD BERMUDA 104,150.00 3,394,602.61 G16962105 BUNGE LIMITED 26,519.00 1,401,771.40 G24182100 COOPER INDS LTD 41,630.00 3,128,445.17 G3223R108 EVEREST RE GROUP LTD 22,350.00 2,509,670.77 G36738105 FRESH DEL MONTE PRODUCE INC 1,550.00 52,475.37 G37260109 GARMIN LTD 25,000.00 1,403,290.44 G3930E101 GLOBALSANTAFE CORP 340,077.00 12,411,695.90 G4776G101 INGERSOLL-RAND COMPANY LTD 30,102.00 2,676,339.09 G5876H105 MARVELL TECHNOLOGY GROUP LTD 18,900.00 1,119,011.59 G6359F103 NABORS INDUSTRIES LTD 99,882.00 6,005,598.77 G65422100 NOBLE CORPORATION 90,650.00 4,577,234.42 G67543101 OPENTV CORP 916.00 3,888.45 G6852T105 PARTNERRE LTD 4,100.00 304,176.59 G7945J104 SEAGATE TECHNOLOGY 133,355.00 2,827,258.50 G87210103 UTI WORLDWIDE INC 4,800.00 281,922.40 G90078109 TRANSOCEAN INC 271,255.00 9,942,698.09 G95089101 WEATHERFORD INTERNATIONAL LT 61,650.00 3,405,418.23 G9618E107 WHITE MTNS INS GROUP LTD 136.00 93,748.08 G96655108 WILLIS GROUP HOLDINGS LTD 56,000.00 2,737,845.60 G9825R107 XOMA LTD 108,600.00 733,619.61 H01301102 ALCON INC 15,000.00 1,247,880.38 H8920M855 UBS AG 675.00 68,035.00 L6388F110 MILLICOM INTL CELLULAR S A 38,400.00 1,110,278.40 M0392N101 ALADDIN KNOWLEDGE SYS LTD 0.00 0.00 M22465104 CHECK POINT SOFTWARE TECH LT 488,593.00 14,676,803.16 M75253100 ORBOTECH LTD 29,000.00 916,623.66 M8737E108 TARO PHARMACEUTICAL INDS LTD 28,800.00 2,194,944.70 M97385112 VERISITY LTD 2,300.00 27,990.90 N07059111 ASML HLDG NV 38,600.00 929,881.82 Y6476W104 OMI CORP NEW 1,450.00 21,800.78 02209S103 ALTRIA GROUP INC 801,698.00 57,241,465.00 1 067901108 BARRICK GOLD CORP 73,300.00 2,285,692.00 1 084670108 BERKSHIRE HATHAWAY INC DEL 300.00 36,703,287.00 1 110122108 BRISTOL MYERS SQUIBB CO 457,500.00 14,536,055.00 1 172967101 CITIGROUP INC 243,400.00 16,501,110.00 1 478160104 JOHNSON & JOHNSON 206,150.00 13,710,858.00 1 530718105 LIBERTY MEDIA CORP NEW 1,418,556.00 20,368,669.00 1 651639106 NEWMONT MINING CORP 79,490.00 4,860,489.00 1 725906101 PLACER DOME INC 105,300.00 2,481,295.00 1 786514208 SAFEWAY INC 299,150.00 8,073,027.00 1 867229106 SUNCOR ENERGY INC 100,000.00 3,586,405.00 1
92532F100 VERTEX PHARMACEUTICALS INC 1,365,763.00 16,870,513.00 1 939640108 WASHINGTON POST CO 11,623.00 13,479,505.00 1 98985T109 ZYMOGENETICS INC 466,000.00 9,447,077.00 1 000375204 ABB LTD 14,500.00 113,633.46 2 000912105 ACM INCOME FUND INC 1,600.00 18,367.97 2 000937102 ABN AMRO HLDG NV 864.00 25,396.86 2 001055102 AFLAC INC 3,875.00 203,838.45 2 001941103 ATI TECHNOLOGIES INC 15,415.00 328,801.95 2 001957505 AT&T CORP 136.00 3,487.92 2 00209A106 AT&T WIRELESS SVCS INC 180.00 3,210.46 2 002255107 AU OPTRONICS CORP 1,000.00 27,389.45 2 002824100 ABBOTT LABS 82,710.00 4,454,888.80 2 002893105 ABER DIAMOND CORP 532,500.00 22,231,875.00 2 003011103 ABERDEEN AUSTRALIA EQTY FD I 187.62 2,321.02 2 003924107 ABITIBI-CONSOLIDATED INC 36,987.00 345,088.71 2 004930202 ACTIVISION INC NEW 1,750.00 36,281.19 2 00511R870 ACUSPHERE INC 650.00 7,112.74 2 007094105 ADMINISTAFF INC 750.00 17,131.51 2 007865108 AEROPOSTALE 750.00 35,639.05 2 00817Y108 AETNA INC NEW 100.00 11,757.81 2 008190100 AFFILIATED COMPUTER SERVICES 700.00 47,610.47 2 008252108 AFFILIATED MANAGERS GROUP 550.00 39,339.90 2 00845V100 AGERE SYS INC 6.00 25.24 2 00846U101 AGILENT TECHNOLOGIES INC 433.00 17,948.33 2 008474108 AGNICO EAGLE MINES LTD 41,932.14 818,934.75 2 008916108 AGRIUM INC 14,116.00 273,285.76 2 010198208 AKTIEBOLAGETT ELECTROLUX 900.00 48,357.45 2 013068101 ALBERTO CULVER CO 1,900.00 109,234.11 2 013104104 ALBERTSONS INC 17,862.00 518,490.54 2 013716105 ALCAN INC 215,306.79 12,550,232.75 2 013817101 ALCOA INC 2,830.00 128,655.32 2 013904305 ALCATEL 4,397.00 91,331.96 2 014383103 ALDERWOODS GROUP INC 44,000.00 598,531.56 2 018522102 ALLETE INC 550.00 25,291.99 2 01853E204 ALLIANCE ATLANTIS COMMUNICAT 13,350.00 332,415.00 2 01859P609 ALLIANCE GAMING CORP 2,000.00 84,212.73 2 018802108 ALLIANT ENERGY CORP 700.00 23,906.14 2 019228402 ALLIED IRISH BKS P L C 3,560.00 139,728.13 2 020002101 ALLSTATE CORP 1,000.00 59,575.33 2 020039103 ALLTEL CORP 598.00 39,097.75 2 02209S103 ALTRIA GROUP INC 112,171.00 8,004,155.20 2 02364W105 AMERICA MOVIL S A DE C V 280.00 14,182.23 2 023657208 AMERICA WEST HLDG CORP 1,950.00 24,353.68 2 025537101 AMERICAN ELEC PWR INC 4,760.00 205,354.30 2 025816109 AMERICAN EXPRESS CO 210,764.00 14,321,292.61 2 02649V104 AMERICAN HEALTHWAYS INC 1,000.00 31,976.20 2 026874107 AMERICAN INTL GROUP INC 71,926.00 6,725,381.29 2 029066107 AMERICAN PWR CONVERSION CORP 10,950.00 329,905.93 2 029712106 AMERICAN STD COS INC DEL 3,705.00 552,302.03 2 03073E105 AMERISOURCEBERGEN CORP 11,625.00 833,025.88 2 031162100 AMGEN INC 4,950.00 377,217.60 2 032037103 AMPCO-PITTSBURGH CORP 10,000.00 169,185.55 2 03235E100 AMVESCAP PLC 5,500.00 109,053.26 2 032511107 ANADARKO PETE CORP 1,240.00 84,273.54 2 032653107 ANALEX CORP 10.00 50.98 2 032654105 ANALOG DEVICES INC 150.00 9,437.57 2 035229103 ANHEUSER BUSCH COS INC 52,674.00 3,520,493.13 2 03674B104 ANTHEM INC 2,100.00 249,445.81 2 037389103 AON CORP 500.00 18,288.03 2 037411105 APACHE CORP 8,450.00 478,052.71 2 038222105 APPLIED MATLS INC 3,185.00 89,030.19 2 03839G105 AQUANTIVE INC 3,050.00 38,371.44 2 039380100 ARCH COAL INC 900.00 37,022.94 2 039483102 ARCHER DANIELS MIDLAND CO 1,216.00 26,883.49 2 04033V104 ARIBA INC 3,400.00 12,609.63 2 04269Q100 ARRIS GROUP INC 2,850.00 34,137.21 2 042735100 ARROW ELECTRS INC 400.00 13,346.13 2 04516X106 ASIA SATELLITE TELECOMMUNCNT 8,800.00 206,429.96 2 04543P100 ASSET ACCEP CAP CORP 1,700.00 41,438.01 2 047439104 ATHEROGENICS INC 500.00 14,985.57 2 052769106 AUTODESK INC 500.00 20,653.48 2
053015103 AUTOMATIC DATA PROCESSING IN 3,540.00 194,845.14 2 053499109 AVAYA INC 39.00 811.62 2 053561106 AVENTIS 2,800.00 282,176.86 2 053611109 AVERY DENNISON CORP 2,225.00 181,395.81 2 053807103 AVNET INC 500.00 16,047.07 2 054303102 AVON PRODS INC 2,200.00 218,740.80 2 054536107 AXA 11,000.00 302,581.35 2 054540109 AXCELIS TECHNOLOGIES INC 2,450.00 35,703.26 2 054923107 AXCAN PHARMA INC 14,950.00 373,750.00 2 05534B109 BCE INC 1,858,735.80 51,282,520.78 2 055434203 BG PLC 2,500.00 99,925.63 2 055622104 BP PLC 20,660.00 1,386,236.42 2 055630107 BP PRUDHOE BAY RTY TR 2,000.00 79,023.15 2 05577E101 BT GROUP PLC 450.00 19,690.92 2 057224107 BAKER HUGHES INC 6,879.00 328,864.63 2 05858H104 BALLARD PWR SYS INC 2,700.00 34,317.00 2 060505104 BANK OF AMERICA CORPORATION 22,813.00 2,421,013.43 2 063671101 BANK MONTREAL QUE 1,426,385.76 77,352,899.82 2 064057102 BANK NEW YORK INC 15,000.00 619,211.25 2 064149107 BANK NOVA SCOTIA HALIFAX 1,590,455.97 112,604,282.40 2 06423A103 BANK ONE CORP 19,060.00 1,361,807.65 2 067774109 BARNES & NOBLE INC 300.00 12,816.69 2 067901108 BARRICK GOLD CORP 41,634.00 1,290,654.00 2 071813109 BAXTER INTL INC 22,545.00 912,651.92 2 072730302 BAYER A G 100.00 3,197.62 2 079860102 BELLSOUTH CORP 31,187.00 1,131,705.90 2 084670108 BERKSHIRE HATHAWAY INC DEL 126.00 15,325,972.20 2 086516101 BEST BUY INC 2,900.00 196,559.27 2 088606108 BHP BILLITON LTD 32,575.00 801,709.51 2 090613100 BIOMET INC 1,437.00 72,239.11 2 09066H104 BIOSOURCE INTL INC 1,000.00 9,173.50 2 09067D201 BIOTECH HOLDERS TR 300.00 55,866.62 2 09067J109 BIOVAIL CORP 87,000.00 1,779,150.00 2 091797100 BLACK & DECKER CORP 525.00 39,175.43 2 09534T508 BLUE COAT SYSTEMS INC 1,250.00 87,770.74 2 097023105 BOEING CO 21,998.00 1,183,981.53 2 101119105 BOSTON PRIVATE FINL HLDGS IN 1,000.00 36,694.00 2 101121101 BOSTON PROPERTIES INC 3,000.00 213,519.77 2 10549P606 BRASCAN CORP 132,503.28 6,929,921.54 2 105530109 BRASIL TELECOM PARTICIPACOES 1,188.00 53,167.25 2 109043109 BRIGGS & STRATTON CORP 400.00 35,367.77 2 110122108 BRISTOL MYERS SQUIBB CO 98,714.00 3,134,506.61 2 112723101 BROOKFIELD HOMES CORP 118.00 5,426.28 2 112900105 BROOKFIELD PPTYS CORP 10,422.00 422,924.76 2 114537103 BROOKSTONE INC 1,200.00 42,916.25 2 114580103 BROOKTROUT INC 3,750.00 97,501.20 2 115637100 BROWN FORMAN CORP 12,600.00 833,871.15 2 119848109 BUFFALO WILD WINGS INC 1,100.00 41,242.75 2 12189T104 BURLINGTON NORTHN SANTA FE C 1,300.00 53,664.98 2 122014103 BURLINGTON RES INC 875.00 72,963.73 2 124765108 CAE INC 197,240.00 1,126,240.40 2 12541C203 CHC HELICOPTER CORP 4,000.00 144,280.00 2 125581108 CIT GROUP INC 24,468.00 1,220,085.20 2 125896100 CMS ENERGY CORP 1,000.00 11,728.98 2 126132109 CNOOC LTD 3,900.00 219,770.85 2 12616K106 CP HOLDRS 700.00 54,250.00 2 126408103 CSX CORP 1,280.00 50,809.66 2 126650100 CVS CORP 57,705.00 2,669,470.81 2 127209302 CADBURY SCHWEPPES PLC 1,000.00 42,132.58 2 127387108 CADENCE DESIGN SYSTEM INC 300.00 5,795.03 2 130788102 CALIFORNIA WTR SVC GROUP 800.00 29,659.24 2 131347106 CALPINE CORP 44,500.00 272,341.56 2 13321L108 CAMECO CORP 13,900.00 906,697.00 2 134429109 CAMPBELL SOUP CO 6,100.00 217,997.74 2 136069101 CDN IMPERIAL BK OF COMMERCE 1,105,176.02 75,594,039.85 2 136375102 CANADIAN NATL RY CO 200,657.00 10,281,664.68 2 136385101 CANADIAN NAT RES LTD 67,787.00 4,928,114.90 2 13645T100 CANADIAN PAC RY LTD 322,773.00 10,167,349.50 2 136644101 CANADIAN SUPERIOR ENERGY INC 432.00 807.84 2 138006309 CANON INC 7,800.00 529,494.42 2 138869300 CANYON RESOURCES CORP 26,700.00 165,154.45 2
14040H105 CAPITAL ONE FINL CORP 4,765.00 471,025.09 2 14149Y108 CARDINAL HEALTH INC 13,589.00 1,226,997.69 2 141665109 CAREER EDUCATION CORP 1,050.00 77,814.21 2 141705103 CAREMARK RX INC 115,360.00 5,026,711.06 2 143658300 CARNIVAL CORP 860.00 50,614.92 2 146229109 CARTER INC 950.00 35,593.84 2 149123101 CATERPILLAR INC DEL 40,374.00 4,183,603.74 2 150921104 CELL GENESYS INC 200.00 3,155.68 2 15101Q108 CELESTICA INC 12,200.00 260,470.00 2 151313103 CENDANT CORP 86,615.00 2,768,483.47 2 153435102 CENTRAL EUROPEAN DIST CORP 900.00 38,190.59 2 153436100 CENTRAL EUROPE AND RUSSIA FD 28,666.00 893,688.35 2 153501101 CENTRAL FD CDA LTD 368,375.00 3,050,145.00 2 155771108 CENTRAL VT PUB SVC CORP 1,500.00 44,229.38 2 156700106 CENTURYTEL INC 450.00 16,211.54 2 160903100 CHARTER ONE FINL INC 18,204.00 843,560.25 2 166764100 CHEVRONTEXACO CORP 21,402.00 2,461,993.84 2 168834109 CHILE FD INC 17,000.00 281,377.46 2 169373107 CHINA FD INC 300.00 12,934.64 2 171232101 CHUBB CORP 2,880.00 262,460.65 2 17133Q205 CHUNGHWA TELECOM CO LTD 11,500.00 266,902.98 2 171484108 CHURCHILL DOWNS INC 2,000.00 101,642.38 2 17275R102 CISCO SYS INC 159,655.00 4,931,501.07 2 172967101 CITIGROUP INC 315,174.00 21,353,936.75 2 184502102 CLEAR CHANNEL COMMUNICATIONS 1,500.00 83,249.51 2 189054109 CLOROX CO DEL 7,500.00 480,724.16 2 191216100 COCA COLA CO 127,128.00 8,380,042.57 2 191219104 COCA COLA ENTERPRISES INC 300.00 9,502.44 2 192108108 COEUR D ALENE MINES CORP IDA 7.00 64.21 2 192446102 COGNIZANT TECHNOLOGY SOLUTIO 550.00 32,615.07 2 19244C109 COGNOS INC 39,320.00 1,610,940.40 2 194162103 COLGATE PALMOLIVE CO 58,619.00 4,232,792.99 2 20030N101 COMCAST CORP NEW 720.00 27,136.79 2 200340107 COMERICA INC 390.00 27,762.68 2 205363104 COMPUTER SCIENCES CORP 1,175.00 62,101.65 2 205887102 CONAGRA FOODS INC 36,580.00 1,291,452.14 2 20825C104 CONOCOPHILLIPS 6,813.00 623,294.15 2 209115104 CONSOLIDATED EDISON INC 1,300.00 75,130.97 2 21036P108 CONSTELLATION BRANDS INC 300.00 12,620.12 2 210371100 CONSTELLATION ENERGY GROUP I 600.00 31,412.69 2 219023108 CORN PRODS INTL INC 35.00 1,834.70 2 219350105 CORNING INC 3,180.00 46,591.42 2 220874101 CORUS ENTERTAINMENT INC 7,949.00 220,266.79 2 22087M101 CORUS GROUP PLC 500.00 5,051.98 2 22160K105 COSTCO WHSL CORP NEW 5,740.00 282,912.57 2 22163N106 COTT CORP QUE 7,150.00 274,488.50 2 224044107 COX COMMUNICATIONS INC NEW 5,245.00 217,204.89 2 22409V102 CP SHIPS LTD 128,752.00 2,882,757.28 2 225447101 CREE INC 1,000.00 29,132.42 2 225606102 CREO INC 100.00 1,230.00 2 228368106 CROWN HOLDINGS INC 900.00 10,992.47 2 22942F101 CRYSTALLEX INTL CORP 1,250.00 5,025.00 2 22943F100 CTRIP COM INTL LTD 950.00 35,419.54 2 23126R101 CURAGEN CORP 800.00 6,542.02 2 23331A109 D R HORTON INC 405.00 18,804.56 2 233331107 DTE ENERGY CO 300.00 16,178.12 2 235851102 DANAHER CORP DEL 32,400.00 3,964,508.87 2 237194105 DARDEN RESTAURANTS INC 325.00 10,558.37 2 23918K108 DAVITA INC 13,000.00 813,492.88 2 244199105 DEERE & CO 725.00 65,852.30 2 24522P103 DEL MONTE FOODS CO 914.00 13,475.22 2 24702R101 DELL INC 123,578.00 5,444,724.34 2 247126105 DELPHI CORP 279.00 3,641.67 2 247916208 DENBURY RES INC 43,425.00 959,476.68 2 249906108 DESCARTES SYS GROUP INC 10,230.00 31,099.20 2 251566105 DEUTSCHE TELEKOM AG 79.00 1,867.67 2 25179M103 DEVON ENERGY CORP NEW 1,185.00 90,303.61 2 251893103 DEVRY INC DEL 125.00 4,938.95 2 25243Q205 DIAGEO P L C 13,065.00 905,394.57 2 252787106 DIAMONDS TR 550.00 74,902.94 2 253651103 DIEBOLD INC 12,875.00 811,913.72 2
25385P106 DIGITAL INSIGHT CORP 1,200.00 32,584.27 2 25456W204 DIRECT GEN CORP 1,850.00 87,764.19 2 254687106 DISNEY WALT CO 39,675.00 1,299,332.25 2 25746U109 DOMINION RES INC VA NEW 2,411.00 203,163.28 2 257561100 DOMTAR INC 47,871.00 751,574.70 2 257867101 DONNELLEY R R & SONS CO 13,744.00 544,848.24 2 25822C205 DOREL INDS INC 29,725.00 1,319,492.75 2 260543103 DOW CHEM CO 3,750.00 197,951.03 2 263534109 DU PONT E I DE NEMOURS & CO 52,716.00 2,916,739.91 2 264399106 DUKE ENERGY CORP 26,227.00 776,772.93 2 266898105 DUSA PHARMACEUTICALS INC 7.00 98.16 2 268648102 E M C CORP MASS 4,400.00 78,477.98 2 26881V100 E PIPHANY INC 3,950.00 37,374.15 2 277432100 EASTMAN CHEM CO 100.00 5,593.21 2 277461109 EASTMAN KODAK CO 1,106.00 37,931.14 2 278642103 EBAY INC 250.00 22,697.86 2 279862106 EDGE PETE CORP DEL 2,200.00 42,122.09 2 281020107 EDISON INTL 300.00 9,549.61 2 28176E108 EDWARDS LIFESCIENCES CORP 400.00 16,748.19 2 28336L109 EL PASO CORP 33,413.00 311,330.81 2 285661104 ELECTRONIC DATA SYS NEW 5,200.00 131,862.51 2 28660G106 ELIZABETH ARDEN INC 500.00 13,838.88 2 291011104 EMERSON ELEC CO 52,984.00 4,160,577.08 2 292505104 ENCANA CORP 887,464.00 50,310,334.16 2 29250N105 ENBRIDGE INC 864,123.48 46,057,781.34 2 29256E109 ENCORE MED CORP 3,700.00 38,839.29 2 29274D604 ENERPLUS RES FD 71,761.00 2,758,492.84 2 29364G103 ENTERGY CORP NEW 700.00 54,582.33 2 29444U502 EQUINIX INC 950.00 45,105.44 2 296744105 ESSEX CORP 1,000.00 11,532.40 2 297602104 ETHAN ALLEN INTERIORS INC 300.00 16,221.37 2 30161N101 EXELON CORP 725.00 65,434.25 2 302043104 EXFO ELECTRO OPTICAL ENGR IN 1,000.00 6,500.00 2 302182100 EXPRESS SCRIPTS INC 230.00 22,470.49 2 30224T871 EXTENDICARE INC CDA 20,500.00 307,500.00 2 30231G102 EXXON MOBIL CORP 425,827.00 23,209,144.93 2 302571104 FPL GROUP INC 700.00 61,324.85 2 303250104 FAIR ISAAC CORP 1,500.00 70,924.26 2 303901102 FAIRFAX FINL HLDGS LTD 3,755.00 765,043.70 2 305204109 FAIRMONT HOTELS RESORTS INC 53,666.00 1,773,124.64 2 313400301 FEDERAL HOME LN MTG CORP 59,550.00 4,609,058.64 2 313586109 FEDERAL NATL MTG ASSN 37,065.00 3,611,453.29 2 31428X106 FEDEX CORP 790.00 77,812.77 2 31430F101 FELCOR LODGING TR INC 28,500.00 389,179.19 2 316773100 FIFTH THIRD BANCORP 1,050.00 76,190.50 2 319963104 FIRST DATA CORP 19,205.00 1,061,089.31 2 337162101 FIRST TENN NATL CORP 2,000.00 125,021.70 2 33761N109 FIRSTSERVICE CORP 7,572.00 237,685.08 2 339030108 FLEETBOSTON FINL CORP 2,500.00 147,103.63 2 343412102 FLUOR CORP NEW 100.00 5,070.32 2 345370860 FORD MTR CO DEL 43,213.00 768,477.74 2 345425102 FORDING CDN COAL TR 22,134.00 1,172,216.64 2 345838106 FOREST LABS INC 1,000.00 93,858.01 2 354613101 FRANKLIN RES INC 140.00 10,215.61 2 35671D857 FREEPORT-MCMORAN COPPER & GO 14,926.00 764,620.84 2 358029106 FRESENIUS MED CARE AG 9,721.00 278,355.25 2 359065109 FRONTIER AIRLINES INC NEW 1,400.00 19,117.57 2 361448103 GATX CORP 100.00 2,905.38 2 364730101 GANNETT INC 2,600.00 300,319.42 2 364760108 GAP INC DEL 1,020.00 29,300.68 2 364915108 GAMMON LAKE RES INC 5,000.00 47,500.00 2 368289104 GEAC COMPUTER LTD 400.00 3,440.00 2 369550108 GENERAL DYNAMICS CORP 875.00 102,433.59 2 369604103 GENERAL ELEC CO 1,145,823.00 45,828,863.79 2 370334104 GENERAL MLS INC 250.00 15,293.54 2 370442105 GENERAL MTRS CORP 1,040.00 64,193.53 2 37184D101 GENESIS HEALTHCARE CORP 1,050.00 33,506.21 2 372460105 GENUINE PARTS CO 2,300.00 98,622.99 2 373200203 GEORGIA GULF CORP 950.00 37,536.00 2 374143105 GERMANY FD INC 57,000.00 518,407.59 2 375766102 GILLETTE CO 71,940.00 3,686,245.17 2
375916103 GILDAN ACTIVEWEAR INC 24,410.00 1,003,251.00 2 376775102 GLAMIS GOLD LTD 4,400.00 102,960.00 2 37733W105 GLAXOSMITHKLINE PLC 22,155.00 1,159,913.39 2 38059T106 GOLD FIELDS LTD NEW 3,400.00 58,592.46 2 38068N108 GOLD RESV INC 3,000.00 16,770.00 2 380956409 GOLDCORP INC NEW 135,017.00 2,619,329.80 2 38119T104 GOLDEN STAR RES LTD CDA 3,000.00 28,290.00 2 38141G104 GOLDMAN SACHS GROUP INC 21,510.00 2,941,507.02 2 382388106 GOODRICH CORP 900.00 33,107.16 2 382550101 GOODYEAR TIRE & RUBR CO 21,584.00 241,561.01 2 384802104 GRAINGER W W INC 200.00 12,580.80 2 390124105 GREAT BASIN GOLD LTD 4,000.00 11,400.00 2 390568103 GREAT LAKES CHEM CORP 27.00 843.90 2 39945C109 GROUPE CGI INC 15,000.00 128,250.00 2 402040109 GUITAR CTR MGMT INC 900.00 43,804.77 2 404119109 HCA INC 27,645.00 1,471,612.74 2 404280406 HSBC HLDGS PLC 19,722.00 1,933,256.94 2 410783104 HANOVER DIRECT INC 20,000.00 6,552.50 2 412822108 HARLEY DAVIDSON INC 210.00 14,679.43 2 415864107 HARSCO CORP 400.00 23,851.10 2 416515104 HARTFORD FINL SVCS GROUP INC 5,750.00 480,003.39 2 42217K106 HEALTH CARE REIT INC 7,800.00 407,097.60 2 422211102 HEALTHEXTRAS INC 3,100.00 46,638.07 2 423074103 HEINZ H J CO 15,283.00 746,857.97 2 42369K102 HEMOSOL INC 600.00 720.00 2 428236103 HEWLETT PACKARD CO 41,950.00 1,255,639.85 2 433578507 HITACHI LIMITED 3,918.00 398,183.50 2 436141105 HOLLYWOOD ENTMT CORP 2,500.00 44,425.95 2 437076102 HOME DEPOT INC 134,758.00 6,597,789.41 2 438128308 HONDA MOTOR LTD 2,600.00 78,844.92 2 438516106 HONEYWELL INTL INC 14,015.00 621,711.36 2 44107P104 HOST MARRIOTT CORP NEW 10,000.00 167,481.90 2 441339108 HOT TOPIC INC 875.00 30,329.88 2 444903108 HUMAN GENOME SCIENCES INC 7,600.00 124,796.29 2 44544R101 HUMMINGBIRD INC 1,900.00 56,525.00 2 448882100 HYDROGENICS CORP 2,000.00 13,860.00 2 449926104 IMI INTL MEDICAL INNOVATIONS 3,000.00 11,220.00 2 45069F109 ITXC CORP 5,000.00 20,771.43 2 451107106 IDACORP INC 50.00 1,959.20 2 45245A107 IMATION CORP 100.00 4,930.10 2 453038408 IMPERIAL OIL LTD 547,210.62 32,214,288.96 2 454089103 INDIA FD INC 10,700.00 368,787.81 2 456837103 ING GROUP N V 56,570.00 1,634,676.42 2 457153104 INGRAM MICRO INC 1,500.00 35,580.08 2 457669208 INSMED INC 4,000.00 16,407.46 2 458140100 INTEL CORP 186,491.00 6,647,583.59 2 45840Q101 INTERACTIVECORP 200.00 8,290.22 2 458573102 INTERCONTINENTAL HOTELS GP P 422.00 5,110.01 2 459200101 INTERNATIONAL BUSINESS MACHS 142,699.00 17,174,726.51 2 459506101 INTERNATIONAL FLAVORS&FRAGRA 6,900.00 321,006.98 2 460146103 INTL PAPER CO 4,440.00 245,894.88 2 460254105 INTERNATIONAL RECTIFIER CORP 600.00 36,161.94 2 460690100 INTERPUBLIC GROUP COS INC 175.00 3,527.21 2 460915200 INTRAWEST CORPORATION 4,600.00 103,776.00 2 460919103 INTERTAPE POLYMER GROUP INC 8,050.00 102,637.50 2 462622101 IPSCO INC 8,400.00 208,740.00 2 46262E105 IPAYMENT INC 750.00 32,660.94 2 46579N103 IVANHOE MINES LTD 42,500.00 312,375.00 2 46612J101 JDS UNIPHASE CORP 24,200.00 129,076.39 2 46625H100 J P MORGAN CHASE & CO 68,069.00 3,742,125.61 2 466367109 JACK IN THE BOX INC 1,100.00 35,995.50 2 475070108 JEFFERSON PILOT CORP 820.00 59,114.30 2 478160104 JOHNSON & JOHNSON 542,867.00 36,083,587.76 2 478366107 JOHNSON CTLS INC 275.00 21,316.92 2 480074103 JONES APPAREL GROUP INC 12,850.00 608,763.29 2 481165108 JOY GLOBAL INC 2,000.00 73,519.05 2 48268K101 KT CORP 23,342.00 582,427.72 2 485170302 KANSAS CITY SOUTHERN 500.00 9,107.98 2 487836108 KELLOGG CO 600.00 30,854.41 2 49337W100 KEYSPAN CORP 100.00 5,008.73 2 494368103 KIMBERLY CLARK CORP 48,265.00 3,991,155.93 2
49455U100 KINDER MORGAN MANAGEMENT LLC 7,200.00 399,125.88 2 494580103 KINDRED HEALTHCARE INC 550.00 36,254.98 2 496902206 KINROSS GOLD CORP 53,474.00 512,280.92 2 496904103 KINGSWAY FINL SVCS INC 27,770.00 419,327.00 2 499063105 KNIGHT TRADING GROUP INC 2,600.00 43,068.27 2 500255104 KOHLS CORP 1,000.00 63,336.47 2 500467303 KONINKLIJKE AHOLD N V 63.00 681.13 2 500472303 KONINKLIJKE PHILIPS ELECTRS 2,482.00 94,262.12 2 50049M109 KOOKMIN BK NEW 1,400.00 74,231.96 2 500631106 KOREA ELECTRIC PWR 26,500.00 358,395.54 2 500634100 KOREA FD 11,100.00 309,841.52 2 50075N104 KRAFT FOODS INC 1,650.00 69,216.02 2 501044101 KROGER CO 36,262.00 790,755.28 2 501556203 KYOCERA CORP 600.00 66,002.02 2 501803308 LCA-VISION INC 1,350.00 41,699.45 2 502424104 L-3 COMMUNICATIONS HLDGS INC 1,750.00 136,409.95 2 50540R409 LABORATORY CORP AMER HLDGS 33,515.00 1,723,915.24 2 505861401 LAFARGE COPPEE S A 50.00 1,337.37 2 505862102 LAFARGE NORTH AMERICA INC 1,317.00 70,158.99 2 50730R102 LAIDLAW INTL INC 1,112.00 21,128.00 2 51508L103 LANDRYS RESTAURANTS INC 1,050.00 41,046.83 2 518081104 LASERSCOPE 2,800.00 72,580.73 2 518439104 LAUDER ESTEE COS INC 3,465.00 201,342.73 2 521865105 LEAR CORP 500.00 40,599.29 2 524908100 LEHMAN BROS HLDGS INC 850.00 92,310.96 2 526057104 LENNAR CORP 400.00 28,322.53 2 52886P104 LEXAR MEDIA INC 11,600.00 251,741.81 2 529771107 LEXMARK INTL NEW 4,880.00 588,362.08 2 530718105 LIBERTY MEDIA CORP NEW 34,980.00 501,962.13 2 53219L109 LIFEPOINT HOSPITALS INC 851.00 36,066.72 2 532457108 LILLY ELI & CO 22,041.00 1,932,388.47 2 534187109 LINCOLN NATL CORP IND 12,585.00 780,431.84 2 535678106 LINEAR TECHNOLOGY CORP 33,800.00 1,642,897.84 2 539830109 LOCKHEED MARTIN CORP 2,102.00 125,723.18 2 540424108 LOEWS CORP 9,134.00 706,954.52 2 544191109 LORUS THERAPEUTICS INC 10,000.00 10,700.00 2 548661107 LOWES COS INC 10,560.00 776,776.33 2 549463107 LUCENT TECHNOLOGIES INC 2,105.00 11,337.86 2 55068R202 LUXOTTICA GROUP S P A 15,400.00 319,274.49 2 55261F104 M & T BK CORP 400.00 47,099.37 2 55262L100 MBNA CORP 22,778.00 824,771.22 2 55269P302 MDS INC 63,858.59 1,404,888.88 2 55304X104 MI DEVS INC 500.00 18,525.00 2 55309W101 MMO2 PLC 400.00 9,776.33 2 559211107 MAGNA ENTMT CORP 440.00 3,427.60 2 559222401 MAGNA INTL INC 52,985.00 5,477,059.45 2 562750109 MANHATTAN ASSOCS INC 1,000.00 36,458.11 2 563823103 MANNING GREG AUCTIONS INC 750.00 13,976.48 2 56501R106 MANULIFE FINL CORP 429,495.00 20,856,277.20 2 565849106 MARATHON OIL CORP 9,130.00 402,857.00 2 571748102 MARSH & MCLENNAN COS INC 59,395.00 3,603,859.93 2 571834100 MARSHALL & ILSLEY CORP 2,000.00 99,100.01 2 573284106 MARTIN MARIETTA MATLS INC 1,119.00 67,691.31 2 574599106 MASCO CORP 27,695.00 1,104,798.42 2 575384102 MASONITE INTL CORP 14,825.00 547,042.50 2 576206106 MASSEY ENERGY CORP 100.00 2,892.27 2 576817209 MATRIA HEALTHCARE INC 900.00 29,946.24 2 576879209 MATSUSHITA ELEC INDL 1,169.00 23,623.05 2 577081102 MATTEL INC 1,000.00 24,165.62 2 577778103 MAY DEPT STORES CO 350.00 15,860.98 2 580135101 MCDONALDS CORP 9,010.00 337,343.27 2 580645109 MCGRAW HILL COS INC 4,770.00 475,957.61 2 583334107 MEADWESTVACO CORP 885.00 32,810.53 2 58405U102 MEDCO HEALTH SOLUTIONS INC 9,034.00 402,527.94 2 584699102 MEDIMMUNE INC 400.00 12,098.54 2 585055106 MEDTRONIC INC 60,215.00 3,768,036.42 2 58551A108 MELLON FINL CORP 4,460.00 182,884.73 2 587376104 MERCANTILE BANK CORP 750.00 34,892.06 2 589331107 MERCK & CO INC 163,234.00 9,453,043.36 2 589433101 MEREDITH CORP 150.00 9,938.83 2 589975101 MERIDIAN GOLD INC 415.00 6,623.40 2
590188108 MERRILL LYNCH & CO INC 1,070.00 83,517.12 2 59125J104 METALLICA RES INC 25,000.00 67,750.00 2 59151K108 METHANEX CORP 33,200.00 486,048.00 2 59156R108 METLIFE INC 700.00 32,731.05 2 594918104 MICROSOFT CORP 296,977.00 9,702,465.78 2 595112103 MICRON TECHNOLOGY INC 13,106.00 287,001.15 2 595137100 MICROSEMI CORP 2,050.00 36,751.66 2 595635103 MIDCAP SPDR TR 125.00 18,101.28 2 599903101 MILLENNIUM CHEMICALS INC 2,500.00 48,947.18 2 60032R106 MILLEA HOLDINGS INC 3,408.00 347,290.47 2 61166W101 MONSANTO CO NEW 1,111.00 53,390.25 2 615369105 MOODYS CORP 500.00 46,391.70 2 617446448 MORGAN STANLEY 1,700.00 127,655.81 2 61744U106 MORGAN STANLEY ASIA PAC FD I 3,500.00 55,270.34 2 620076109 MOTOROLA INC 15,813.00 364,723.68 2 62886E108 NCR CORP NEW 1,117.00 64,496.28 2 62936P103 NPS PHARMACEUTICALS INC 97.00 3,625.42 2 62942M201 NTT DOCOMO INC 1,400.00 40,656.95 2 631100104 NASDAQ 100 TR 3,765.00 176,835.72 2 631226107 NASHUA CORP 12.00 134.93 2 635405103 NATIONAL CITY CORP 900.00 41,964.83 2 636274102 NATIONAL GRID TRANSCO PLC 1,100.00 57,993.56 2 637640103 NATIONAL SEMICONDUCTOR CORP 100.00 5,822.55 2 638539700 NATIONAL WESTMINSTER BK PLC 4,200.00 141,125.12 2 638612101 NATIONWIDE FINL SVCS INC 12,110.00 572,119.09 2 639027101 NATURES SUNSHINE PRODUCTS IN 2,050.00 39,868.03 2 63910B102 NAUTILUS GROUP INC 21,000.00 433,447.88 2 63934E108 NAVISTAR INTL CORP NEW 600.00 36,051.86 2 63935R108 NAVIGANT INTL INC 1,650.00 38,965.10 2 64015Y104 NEIGHBORCARE INC 2,400.00 76,617.07 2 640938106 NETWORKS ASSOCS INC 1,475.00 34,793.78 2 64110W102 NETEASE COM INC 500.00 32,624.90 2 650111107 NEW YORK TIMES CO 900.00 52,131.69 2 651639106 NEWMONT MINING CORP 80,472.00 4,917,532.47 2 65334H102 NEXEN INC 123,137.00 6,292,300.70 2 654624105 NIPPON TELEG & TEL CORP 15,048.00 558,876.25 2 65473P105 NISOURCE INC 176.00 4,901.27 2 654744408 NISSAN MOTORS 1,500.00 43,266.16 2 654902204 NOKIA CORP 98,900.00 2,628,459.37 2 65535H208 NOMURA HLDGS INC 3,700.00 88,443.02 2 655422103 NORANDA INC 539,562.35 12,755,253.97 2 655664100 NORDSTROM INC 200.00 10,457.79 2 655844108 NORFOLK SOUTHERN CORP 1,700.00 49,213.21 2 656531605 NORSK HYDRO A S 1,000.00 92,350.94 2 656568102 NORTEL NETWORKS CORP NEW 623,364.29 4,806,138.67 2 656912102 NORTH AMERN PALLADIUM LTD 500.00 7,635.00 2 659424105 NORTH FORK BANCORPORATION NY 13,640.00 756,479.31 2 666416102 NORTHGATE EXPL LTD 91,000.00 295,750.00 2 66977W109 NOVA CHEMICALS CORP 18,917.00 622,747.64 2 66987E206 NOVAGOLD RES INC 4,000.00 26,280.00 2 66987M604 NOVATEL WIRELESS INC 1,550.00 43,672.41 2 66987V109 NOVARTIS A G 1,500.00 83,740.95 2 670009109 NOVEN PHARMACEUTICALS INC 1,250.00 35,170.54 2 67018T105 NU SKIN ENTERPRISES INC 1,600.00 42,250.52 2 674599105 OCCIDENTAL PETE CORP DEL 3,000.00 181,045.58 2 681919106 OMNICOM GROUP INC 130.00 13,671.79 2 682128103 OMNIVISION TECHNOLOGIES INC 1,100.00 39,368.73 2 682310107 ONCOLYTICS BIOTECH INC 1,605.00 13,112.85 2 683715106 OPEN TEXT CORP 200.00 7,800.00 2 68389X105 ORACLE CORP 26,660.00 419,255.16 2 691471106 OXFORD HEALTH PLANS INC 1,350.00 86,424.20 2 69329V100 PDI INC 1,200.00 39,771.05 2 69331C108 PG&E CORP 406.00 15,413.87 2 693366205 PICO HLDGS INC 17,768.00 382,804.81 2 693506107 PPG INDS INC 1,100.00 84,042.37 2 69713P107 PALMONE INC 2,250.00 63,100.58 2 697900108 PAN AMERICAN SILVER CORP 1,076.00 25,178.40 2 701081101 PARKER DRILLING CO 3,500.00 19,126.75 2 701094104 PARKER HANNIFIN CORP 41,920.00 3,103,893.04 2 70322A101 PATHMARK STORES INC NEW 13,000.00 135,951.27 2 705015105 PEARSON PLC 1,800.00 27,127.35 2
706902103 PENGROWTH ENERGY TR 39,360.00 707,692.80 2 713448108 PEPSICO INC 217,777.00 15,368,615.45 2 71644E102 PETRO-CDA 206,948.00 11,924,343.76 2 71646E100 PETROCHINA CO LTD 5,000.00 334,832.75 2 71648W108 PETROFUND ENERGY TRUST 24,165.00 419,262.75 2 71654V101 PETROLEO BRASILEIRO SA PETRO 12,161.00 470,778.70 2 717081103 PFIZER INC 569,249.00 26,147,328.55 2 717265102 PHELPS DODGE CORP 875.00 93,638.50 2 724479100 PITNEY BOWES INC 1,600.00 89,344.65 2 725906101 PLACER DOME INC 131,216.00 3,095,385.44 2 727493108 PLANTRONICS INC NEW 700.00 33,584.18 2 729251108 PLUM CREEK TIMBER CO INC 8,300.00 353,289.83 2 73179P106 POLYONE CORP 4,650.00 40,523.94 2 732827100 POPE & TALBOT INC 637.00 14,350.01 2 73755L107 POTASH CORP SASK INC 6,450.00 703,437.00 2 74005P104 PRAXAIR INC 8,200.00 398,895.23 2 74022D100 PRECISION DRILLING CORP 4,083.00 250,287.90 2 741503403 PRICELINE COM INC 16.00 565.30 2 741930309 PRIMEWEST ENERGY TR 16,815.00 448,119.75 2 742718109 PROCTER & GAMBLE CO 145,041.00 19,935,195.06 2 743263105 PROGRESS ENERGY INC 20.00 1,233.97 2 743815102 PROVIDENCE SVC CORP 900.00 21,017.80 2 74386K104 PROVIDENT ENERGY TR 2,000.00 21,520.00 2 744283102 PROXIM CORP 11,550.00 26,791.21 2 744320102 PRUDENTIAL FINL INC 4,300.00 252,342.02 2 744573106 PUBLIC SVC ENTERPRISE GROUP 1,500.00 92,350.94 2 745310102 PUGET ENERGY INC NEW 2,100.00 61,563.36 2 745867101 PULTE HOMES INC 9,330.00 679,819.25 2 746927102 QLT INC 12,020.00 400,025.60 2 747525103 QUALCOMM INC 18,100.00 1,572,402.11 2 748203106 QUEBECOR WORLD INC 39,765.00 964,301.25 2 74834L100 QUEST DIAGNOSTICS INC 2,465.00 267,572.58 2 74955F106 RF MONOLITHICS INC 2,250.00 31,166.97 2 74955W307 R H DONNELLEY CORP 40.00 2,448.01 2 749685103 RPM INTL INC 300.00 6,502.70 2 750236101 RADIAN GROUP INC 13,065.00 729,383.67 2 754730109 RAYMOND JAMES FINANCIAL INC 2,250.00 73,273.33 2 754907103 RAYONIER INC 333.00 19,074.89 2 755111507 RAYTHEON CO 31.00 1,273.20 2 75689M101 RED ROBIN GOURMET BURGERS IN 950.00 35,332.39 2 758204101 REED ELSEVIER N V 3,400.00 118,076.05 2 758932107 REGIS CORP MINN 2,000.00 116,477.24 2 759930100 RENAL CARE GROUP INC 1,900.00 113,940.11 2 76132M102 REUTERS GROUP PLC 37.00 2,072.88 2 761655406 REXAM PLC 600.00 32,875.20 2 766909105 RIO NARCEA GOLD MINES INC 98,000.00 292,040.00 2 767204100 RIO TINTO PLC 260.00 34,270.62 2 767744105 RITCHIE BROS AUCTIONEERS 1,800.00 133,560.00 2 767754104 RITE AID CORP 10,000.00 71,291.20 2 775109200 ROGERS COMMUNICATIONS INC 29,219.00 715,865.50 2 779915107 ROYAL GROUP TECHNOLOGIES LTD 5,000.00 71,900.00 2 780087102 ROYAL BK CDA MONTREAL QUE 2,330,554.00 145,776,152.70 2 780097606 ROYAL BK SCOTLAND GROUP PLC 4,400.00 156,840.64 2 780257804 ROYAL DUTCH PETE CO 76,973.00 4,799,542.88 2 780910105 ROYCE VALUE TR INC 11,500.00 268,259.35 2 781182100 RUBY TUESDAY INC 1,000.00 42,132.58 2 78375P107 RYERSON TULL INC NEW 20,400.00 349,950.68 2 78387G103 SBC COMMUNICATIONS INC 24,995.00 803,830.95 2 78462F103 SPDR TR 9,060.00 1,342,851.00 2 784635104 SPX CORP 12,705.00 757,237.57 2 786514208 SAFEWAY INC 32,376.00 873,183.63 2 792860108 ST PAUL COS INC 932.00 48,867.65 2 798241105 SAN JUAN BASIN RTY TR 6,000.00 157,889.04 2 800907107 SANMINA SCI CORP 1,200.00 17,361.50 2 80105N105 SANOFI-SYNTHELABO 1,800.00 77,065.26 2 803054204 SAP AKTIENGESELLSCHAFT 32,600.00 1,679,413.61 2 803111103 SARA LEE CORP 8,728.00 250,035.64 2 803866300 SASOL LTD 6,000.00 122,191.02 2 806407102 SCHEIN HENRY INC 2,900.00 270,934.08 2 806605101 SCHERING PLOUGH CORP 26,970.00 573,282.68 2 806857108 SCHLUMBERGER LTD 7,700.00 644,300.77 2
808513105 SCHWAB CHARLES CORP NEW 675.00 10,270.06 2 81013T705 SCOTTISH PWR PLC 155.00 5,772.88 2 810186106 SCOTTS CO 2,250.00 189,154.29 2 816196109 SELECT MEDICAL CORP 1,600.00 35,016.56 2 816850101 SEMTECH CORP 1,200.00 35,902.46 2 81752M101 SERONO S A 200.00 4,033.72 2 817565104 SERVICE CORP INTL 5,278.00 51,668.64 2 82028K200 SHAW COMMUNICATIONS INC 8,960.00 193,088.00 2 822703609 SHELL TRANS & TRADING PLC 1,800.00 94,143.70 2 824348106 SHERWIN WILLIAMS CO 1,300.00 65,471.27 2 826170102 SIEBEL SYS INC 100.00 1,511.01 2 826197501 SIEMENS A G 300.00 29,112.76 2 826516106 SIERRA WIRELESS INC 50.00 2,399.50 2 82661W107 SIGMATEL INC 2,100.00 61,260.63 2 82823L106 SILVER STD RES INC 11.00 231.11 2 82967Y104 SIRVA INC 1,500.00 47,413.89 2 832696405 SMUCKER J M CO 202.00 13,971.97 2 832727101 SMURFIT-STONE CONTAINER CORP 900.00 20,734.73 2 834182107 SOLECTRON CORP 4,242.00 30,742.05 2 835699307 SONY CORP 745.00 40,820.04 2 842587107 SOUTHERN CO 288.00 11,511.43 2 844741108 SOUTHWEST AIRLS CO 270.00 5,028.00 2 844895102 SOUTHWEST GAS CORP 1,000.00 30,665.70 2 852061100 SPRINT CORP 19,750.00 477,012.17 2 855030102 STAPLES INC 700.00 23,227.30 2 855244109 STARBUCKS CORP 1,100.00 54,591.50 2 85590A203 STARWOOD HOTELS&RESORTS WRLD 115.00 6,103.65 2 857477103 STATE STR CORP 260.00 17,762.25 2 860370105 STEWART ENTERPRISES INC 17,050.00 162,441.06 2 861012102 STMICROELECTRONICS N V 200.00 6,185.56 2 866796105 SUN LIFE FINL INC 212,318.00 7,473,593.60 2 866810104 SUN MICROSYSTEMS INC 4,950.00 27,050.69 2 867229106 SUNCOR ENERGY INC 450,502.00 16,204,556.94 2 867363103 SUNGARD DATA SYS INC 9,530.00 342,200.38 2 86764P109 SUNOCO INC 450.00 36,787.05 2 86768K106 SUNRISE SENIOR LIVING INC 17,000.00 798,684.23 2 868168105 SUPERIOR INDS INTL INC 700.00 32,510.88 2 868536103 SUPERVALU INC 500.00 20,011.34 2 870875101 SWISS HELVETIA FD INC 12,000.00 206,796.90 2 871237103 SYKES ENTERPRISES INC 3,750.00 29,240.53 2 871503108 SYMANTEC CORP 1,400.00 84,946.61 2 871829107 SYSCO CORP 4,500.00 230,287.61 2 872375100 TECO ENERGY INC 11,000.00 210,898.77 2 872540109 TJX COS INC NEW 5,900.00 189,896.69 2 872549100 TLC VISION CORP 200.00 3,000.00 2 874039100 TAIWAN SEMICONDUCTOR MFG LTD 332.00 4,542.30 2 87425E103 TALISMAN ENERGY INC 36,238.00 2,799,023.12 2 87612E106 TARGET CORP 3,900.00 230,197.19 2 878237106 TECH DATA CORP 300.00 16,095.56 2 87923P105 TELE CENTRO OESTE CELULAR S 1,577.00 23,745.91 2 879246106 TELE NORTE LESTE PART S A 12,279.00 208,869.35 2 879287308 TELECOMUNICACOES BRASILEIRAS 4,733.00 197,552.70 2 879382208 TELEFONICA S A 499.00 29,780.40 2 879664100 TELLABS INC 2,200.00 24,967.65 2 87971M202 TELUS CORP 265,381.61 5,835,741.71 2 879946606 TELESYSTEM INTL WIRELESS INC 13,050.00 195,097.50 2 88018T101 TEMPLETON DRAGON FD INC 4,834.00 97,811.74 2 88033G100 TENET HEALTHCARE CORP 18,604.00 272,086.85 2 880770102 TERADYNE INC 984.00 30,729.55 2 880779103 TEREX CORP NEW 800.00 38,759.35 2 883203101 TEXTRON INC 400.00 27,861.23 2 88343A108 THERMA-WAVE INC 4,450.00 22,743.73 2 884903105 THOMSON CORP 774,769.91 31,416,919.75 2 885535104 3COM CORP 100.00 925.21 2 88579Y101 3M CO 161,971.00 17,377,971.44 2 887100105 TIMBERLAND CO 700.00 54,536.46 2 887317105 TIME WARNER INC 13,181.00 291,234.59 2 890030208 TOMKINS PLC 450.00 11,582.20 2 891027104 TORCHMARK CORP 600.00 42,295.08 2 891050106 TOREADOR RES CORP 3.00 19.58 2 891160509 TORONTO DOMINION BK ONT 1,391,302.00 64,208,587.30 2
89151E109 TOTAL S A 2,250.00 271,273.50 2 892331307 TOYOTA MOTOR CORP 800.00 78,105.80 2 892335100 TOYS R US INC 15,956.00 351,293.68 2 892356106 TRACTOR SUPPLY CO 1,300.00 65,965.33 2 89346D107 TRANSALTA CORP 487,643.00 8,680,045.40 2 89353D107 TRANSCANADA CORP 1,150,718.43 32,542,317.14 2 893735100 TRANSKARYOTIC THERAPIES INC 5,860.00 132,087.92 2 89420G109 TRAVELERS PPTY CAS CORP NEW 1,010.00 22,699.83 2 89579K109 TRIAD HOSPITALS INC 4,849.00 195,849.22 2 896938AB3 TRIZEC HAHN CORP 455,000.00 487,456.86 2 902124106 TYCO INTL LTD NEW 131,513.00 4,937,764.08 2 902911106 UST INC 8,736.00 413,291.86 2 902973304 US BANCORP DEL 2,900.00 105,082.44 2 903293405 U S G CORP 15,000.00 326,655.00 2 903914109 ULTRA PETROLEUM CORP 1,500.00 59,625.00 2 904784709 UNILEVER N V 12,657.00 1,151,801.18 2 907818108 UNION PAC CORP 625.00 48,996.32 2 909214108 UNISYS CORP 13,116.00 245,452.04 2 911312106 UNITED PARCEL SERVICE INC 105.00 9,610.16 2 911363109 UNITED RENTALS INC 1,350.00 31,438.24 2 913017109 UNITED TECHNOLOGIES CORP 39,025.00 4,413,577.25 2 91324P102 UNITEDHEALTH GROUP INC 400.00 33,779.45 2 91529Y106 UNUMPROVIDENT CORP 23,500.00 450,556.45 2 918076100 UTSTARCOM INC 5,100.00 192,152.06 2 91913Y100 VALERO ENERGY CORP NEW 1,500.00 117,866.37 2 922571104 VELCRO INDS N V 500.00 8,518.25 2 922793104 VENTIV HEALTH INC 2,600.00 47,429.62 2 923432108 VERILINK CORP 3,800.00 25,148.50 2 92343P107 VERITAS DGC INC 2,490.00 67,547.10 2 92343V104 VERIZON COMMUNICATIONS 38,997.00 1,867,397.47 2 92532F100 VERTEX PHARMACEUTICALS INC 69,860.00 862,415.41 2 925524100 VIACOM INC 11,000.00 569,988.87 2 925602104 VICAL INC 600.00 4,827.88 2 927460105 VINTAGE PETE INC 9,000.00 172,907.37 2 92839U107 VISTEON CORP 483.00 6,057.54 2 92844S105 VISX INC DEL 1,600.00 40,929.54 2 92851S204 VIVENDI UNIVERSAL 604.00 21,007.52 2 92857W100 VODAFONE GROUP PLC NEW 25,480.00 798,057.81 2 928856400 VOLVO AKTIEBOLAGET 1,400.00 60,636.84 2 929284107 WJ COMMUNICATIONS INC 4,600.00 22,304.71 2 929309300 WPP GROUP PLC 2,275.00 151,782.44 2 929903102 WACHOVIA CORP 2ND NEW 58,000.00 3,572,423.00 2 931142103 WAL MART STORES INC 267,298.00 20,909,050.59 2 931422109 WALGREEN CO 61,325.00 2,648,073.29 2 939322103 WASHINGTON MUT INC 11,650.00 652,067.45 2 939640108 WASHINGTON POST CO 330.00 382,476.37 2 94106L109 WASTE MGMT INC DEL 88.00 3,480.48 2 941848103 WATERS CORP 700.00 37,464.57 2 942683103 WATSON PHARMACEUTICALS INC 875.00 49,066.76 2 94767L109 WEBEX COMMUNICATIONS INC 1,100.00 42,857.28 2 949702104 WELLMAN INC 28,000.00 306,394.90 2 94973H108 WELLPOINT HEALTH NETWORK NEW 9,090.00 1,354,683.25 2 949746101 WELLS FARGO & CO NEW 114,235.00 8,483,780.51 2 950590109 WENDYS INTL INC 15,280.00 814,794.46 2 950813105 WESCAST INDS INC 1,650.00 65,175.00 2 950817106 WESCO FINL CORP 10.00 5,071.64 2 956909105 WESTAIM CORP 15,413.00 50,708.77 2 962166104 WEYERHAEUSER CO 84.00 7,210.37 2 962902102 WHEATON RIV MINERALS LTD 63,700.00 285,376.00 2 963320106 WHIRLPOOL CORP 300.00 27,076.24 2 966837106 WHOLE FOODS MKT INC 260.00 25,537.71 2 97650W108 WINTRUST FINANCIAL CORP 600.00 38,237.77 2 98235T107 WRIGHT MED GROUP INC 1,000.00 40,232.35 2 982526105 WRIGLEY WM JR CO 400.00 30,990.70 2 983024100 WYETH 44,138.00 2,171,998.98 2 98389B100 XCEL ENERGY INC 8,600.00 200,724.04 2 984121103 XEROX CORP 30,581.00 583,913.16 2 988498101 YUM BRANDS INC 1,800.00 89,614.61 2 988858106 ZALE CORP NEW 850.00 68,562.08 2 989139100 ZARLINK SEMICONDUCTOR INC 14,500.00 71,630.00 2 989524301 ZILOG INC 2,300.00 38,038.57 2
98956P102 ZIMMER HLDGS INC 3,827.00 370,027.62 2 98985T109 ZYMOGENETICS INC 22,700.00 459,909.49 2 D1668R123 DAIMLERCHRYSLER AG 223.00 12,198.16 2 G0070K103 ACE LTD 1,500.00 83,858.90 2 G1150G111 ACCENTURE LTD BERMUDA 32,600.00 1,059,513.04 2 G24182100 COOPER INDS LTD 600.00 44,960.63 2 G4776G101 INGERSOLL-RAND COMPANY LTD 6,500.00 576,259.61 2 G4933P101 IPC HLDGS LTD 1,500.00 77,430.89 2 G6852T105 PARTNERRE LTD 2,000.00 147,955.45 2 G90078109 TRANSOCEAN INC 2,835.00 103,618.81 2 N6748L102 ORTHOFIX INTL N V 550.00 26,329.05 2 001941103 ATI TECHNOLOGIES INC 221,000.00 3,739,317.60 3 067901108 BARRICK GOLD CORP 200,000.00 4,727,500.00 3 22226R102 COUNSEL CORP 582,260.00 492,766.64 3 29250N105 ENBRIDGE INC 48,300.00 2,563,764.00 3 45069F109 ITXC CORP 110,000.00 347,600.00 3 453258139 INCO LTD 287,364.00 5,316,234.00 3 460919103 INTERTAPE POLYMER GROUP INC 54,100.00 689,775.00 3 65334H102 NEXEN INC 100,000.00 5,096,000.00 3 66987E206 NOVAGOLD RES INC 17,700.00 115,935.00 3 87971M202 TELUS CORP 46,600.00 1,019,608.00 3 891160509 TORONTO DOMINION BK ONT 300.00 13,845.00 3 896938AB3 TRIZEC HAHN CORP 5,784,000.00 468,504,000.00 3 008190100 AFFILIATED COMPUTER SERVICES 73,000.00 4,979,298.98 4 025816109 AMERICAN EXPRESS CO 147,000.00 10,017,147.79 4 060505104 BANK OF AMERICA CORPORATION 95,000.00 10,110,656.68 4 064057102 BANK NEW YORK INC 75,000.00 3,104,915.63 4 06738E204 BARCLAYS PLC 150,000.00 7,124,549.25 4 075887109 BECTON DICKINSON & CO 80,000.00 5,097,187.20 4 171232101 CHUBB CORP 122,000.00 11,149,939.29 4 172967101 CITIGROUP INC 87,000.00 5,911,365.08 4 191216100 COCA COLA CO 94,000.00 6,214,036.85 4 194162103 COLGATE PALMOLIVE CO 191,000.00 13,831,298.43 4 200340107 COMERICA INC 52,000.00 3,712,283.12 4 225401108 CREDIT SUISSE GROUP 133,000.00 6,082,874.70 4 237194105 DARDEN RESTAURANTS INC 240,000.00 7,819,261.80 4 25179M103 DEVON ENERGY CORP NEW 120,000.00 9,170,836.50 4 25243Q205 DIAGEO P L C 173,000.00 12,023,074.42 4 313400301 FEDERAL HOME LN MTG CORP 125,000.00 9,702,450.63 4 313586109 FEDERAL NATL MTG ASSN 36,000.00 3,517,721.55 4 319963104 FIRST DATA CORP 151,000.00 8,366,725.78 4 364730101 GANNETT INC 90,000.00 10,425,419.55 4 372460105 GENUINE PARTS CO 0.00 0.00 4 404119109 HCA INC 133,000.00 7,100,183.06 4 437076102 HOME DEPOT INC 229,000.00 11,243,987.02 4 46625H100 J P MORGAN CHASE & CO 162,000.00 8,931,511.58 4 478160104 JOHNSON & JOHNSON 139,000.00 9,265,567.64 4 494368103 KIMBERLY CLARK CORP 115,000.00 9,536,855.13 4 524908100 LEHMAN BROS HLDGS INC 74,000.00 8,059,480.42 4 534187109 LINCOLN NATL CORP IND 117,000.00 7,276,266.27 4 571748102 MARSH & MCLENNAN COS INC 164,000.00 9,979,363.10 4 580645109 MCGRAW HILL COS INC 65,000.00 6,504,354.68 4 585055106 MEDTRONIC INC 112,000.00 7,028,609.00 4 66987V109 NOVARTIS A G 197,000.00 11,029,448.85 4 67019E107 NSTAR 0.00 0.00 4 681919106 OMNICOM GROUP INC 76,000.00 8,015,610.75 4 713448108 PEPSICO INC 0.00 0.00 4 717081103 PFIZER INC 238,000.00 10,963,342.08 4 724078100 PIPER JAFFRAY COS 0.00 0.00 4 74144T108 PRICE T ROWE GROUP INC 319,058.00 22,572,101.99 4 744320102 PRUDENTIAL FINL INC 85,000.00 5,002,429.78 4 74834L100 QUEST DIAGNOSTICS INC 25,500.00 2,775,912.85 4 759930100 RENAL CARE GROUP INC 60,500.00 3,638,474.84 4 806605101 SCHERING PLOUGH CORP 200,000.00 4,263,427.00 4 902973304 US BANCORP DEL 308,250.00 11,201,500.60 4 92857W100 VODAFONE GROUP PLC NEW 286,000.00 8,983,424.45 4 929903102 WACHOVIA CORP 2ND NEW 205,000.00 12,662,798.75 4 949746101 WELLS FARGO & CO NEW 173,000.00 12,884,788.72 4 982526105 WRIGLEY WM JR CO 177,000.00 13,752,627.42 4 983024100 WYETH 129,000.00 6,366,161.29 4 24,356,601,796.02
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