-----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, Nxz1tH5UnRQnaD/3qjSobuWaLurtkJYTRGT2/H8Zoo+oC5wmbUMH5YHMeC+Rm0yw R5+BPQTGTJ/Pw06nOySmxg== 0000909567-04-000183.txt : 20040213 0000909567-04-000183.hdr.sgml : 20040213 20040213084443 ACCESSION NUMBER: 0000909567-04-000183 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20031231 FILED AS OF DATE: 20040213 EFFECTIVENESS DATE: 20040213 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: 04594750 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 t11948e13fvhr.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: December 31, 2003 Check here if Amendment [ ]: Amendment Number _______ This Amendment (Check only one): [ ] is a restatement [ ] adds new holdings entries. Institutional Investment Manager Filing this Report: Name: 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: Three (3) Form 13F Information Table Entry Total: 2490 Form 13F Information Table Value Total: C$ 21,972,562 (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.
OTHER INCLUDED CUSIP ISSUER DESCRIPTION TOTAL SHARES MARKET VALUE C$ MANAGERS - ----- ------------------ ------------ --------------- -------- 000375204 ABB LTD 9,602.00 63,997.00 00086T103 A C MOORE ARTS & CRAFTS INC 1,200.00 29,866.48 000886101 A D C TELECOMMUNICATIONS 94,870.00 364,126.42 000937102 ABN AMRO HLDG NV 237,768.00 7,324,577.00 000957100 ABM INDS INC 400 8,999.23 001055102 AFLAC INC 72,906.00 3,409,775.49 001084102 AGCO CORP 45,700.00 1,189,384.32 001204106 AGL RES INC 1,100.00 41,364.92 00130H105 AES CORP 401,600.00 4,899,054.15 001547108 AK STL HLDG CORP 1,900.00 12,521.90 00163T109 AMB PROPERTY CORP 1,300.00 55,235.93 001669100 AMC ENTMT INC 2,450.00 48,155.05 001744101 AMN HEALTHCARE SERVICES INC 500 11,087.51 001765106 AMR CORP 3,074.00 51,442.28 001853100 APA OPTICS INC 700 1,999.11 001941103 ATI TECHNOLOGIES INC 4,327,985.00 84,352,427.36 001957505 AT&T CORP 270,196.00 7,088,102.89 00207R101 ATMI INC 7,400.00 221,279.73 00209A106 AT&T WIRELESS SVCS INC 1,158,241.00 11,959,056.83 002444107 AVX CORP NEW 3,550.00 76,244.04 002824100 ABBOTT LABS 749,565.00 45,187,886.18 002893105 ABER DIAMOND CORP 823,640.00 38,719,316.80 002896207 ABERCROMBIE & FITCH CO 1,600.00 51,090.40 00339B107 ABGENIX INC 214,192.00 3,448,798.57 00371N407 ABLE LABORATORIES INC 83,900.00 1,959,145.33 003924107 ABITIBI-CONSOLIDATED INC 9,960,765.00 103,293,133.05 00437V104 ACCREDO HEALTH INC 900 36,763.22 00461P106 ACLARA BIOSCIENCES INC 2,450.00 11,555.95 004930202 ACTIVISION INC NEW 2,587.00 60,843.52 00508B102 ACTUATE CORP 9,000.00 36,170.08 00508X203 ACTUANT CORP 5,680.00 265,707.28 00508Y102 ACUITY BRANDS INC 1,000.00 33,340.05 005125109 ACXIOM CORP 2,900.00 69,591.54 00651F108 ADAPTEC INC 7,400.00 84,438.20 007094105 ADMINISTAFF INC 400 8,983.72 00724F101 ADOBE SYS INC 267,559.00 13,588,097.53
00724X102 ADOLOR CORP 84,000.00 2,173,150.99 00738A106 ADTRAN INC 1,400.00 56,083.65 00751Y106 ADVANCED AUTO PARTS INC 800 84,151.32 007525108 ADVANCED DIGITAL INFORMATION 3,435.00 62,144.30 00754A105 ADVANCED FIBRE COMMUNICATION 68,050.00 1,771,942.89 00757T101 ADVANCED NEUROMODULATION SYS 38,499.00 2,287,520.30 007585102 ADVO INC 1,275.00 52,328.37 00762W107 ADVISORY BRD CO 450 20,300.60 00763M108 ADVANCED MEDICAL OPTICS INC 3,106.00 78,869.76 007768104 AEROFLEX INC 2,250.00 33,989.41 007865108 AEROPOSTALE 650 23,031.77 007903107 ADVANCED MICRO DEVICES INC 447,478.00 8,615,976.34 00790K109 ADVANCEPCS 36,381.00 2,475,722.87 007924103 AEGON N V 432 8,388.00 007942105 ADVANTA CORP 3,400.00 57,073.51 007973100 ADVANCED ENERGY INDS 1,150.00 38,712.58 007974108 ADVENT SOFTWARE INC 550 12,388.15 007975105 AETERNA LABORATORIES INC 572,398.00 2,461,311.40 00808V105 AETHER SYS INC 300 1,841.46 00817Y108 AETNA INC NEW 17,083.00 1,491,862.75 008190100 AFFILIATED COMPUTER SERVICES 73,650.00 5,183,187.61 008252108 AFFILIATED MANAGERS GROUP 50,300.00 4,523,362.17 00826T108 AFFYMETRIX INC 79,436.00 2,526,245.32 00845V100 AGERE SYS INC 1,374,676.00 5,418,642.63 00845V209 AGERE SYS INC 9,934.00 37,259.03 00846U101 AGILENT TECHNOLOGIES INC 388,001.00 14,660,873.95 00846X105 AGILE SOFTWARE CORP DEL 550 7,036.30 008474108 AGNICO EAGLE MINES LTD 1,732,554.00 27,079,819.22 008916108 AGRIUM INC 2,004,759.00 42,881,795.51 009158106 AIR PRODS & CHEMS INC 29,868.00 2,039,075.44 009363102 AIRGAS INC 15,950.00 442,732.61 00949P108 AIRTRAN HLDGS INC 1,250.00 19,222.22 00971T101 AKAMAI TECHNOLOGIES INC 1,700.00 23,615.87 010317105 ALABAMA NATL BANCORP DELA 33,000.00 2,240,955.34 011311107 ALAMO GROUP INC 1,600.00 31,551.58 011637105 ALARIS MEDICAL SYSTEMS INC 1,100.00 21,620.63 011659109 ALASKA AIR GROUP INC 550 19,396.03
012348108 ALBANY INTL CORP 600 26,284.37 012423109 ALBANY MOLECULAR RESH INC 800 15,527.68 012653101 ALBEMARLE CORP 700 27,110.11 013068101 ALBERTO CULVER CO 38,143.00 3,109,231.60 013104104 ALBERTSONS INC 138,725.00 4,060,620.38 013716105 ALCAN INC 9,042,523.86 547,713,255.88 013817101 ALCOA INC 384,357.00 18,931,832.47 013904305 ALCATEL 52,702.00 888,508.00 014482103 ALEXANDER & BALDWIN INC 1,773.00 77,189.16 015271109 ALEXANDRIA REAL ESTATE EQ IN 400 29,928.51 015351109 ALEXION PHARMACEUTICALS INC 53,900.00 1,185,481.73 015385107 ALFA CORP 3,971.00 65,991.41 01642T108 ALKERMES INC 370,008.00 6,454,928.32 017175100 ALLEGHANY CORP DEL 104 29,902.67 017361106 ALLEGHENY ENERGY INC 18,282.00 301,453.91 01741R102 ALLEGHENY TECHNOLOGIES INC 56,299.00 961,786.51 018490102 ALLERGAN INC 105,914.00 10,512,782.42 018522102 ALLETE INC 1,800.00 71,177.13 01853E204 ALLIANCE ATLANTIS COMMUNICAT 919,733.00 18,229,108.06 01855A101 ALLIANCE CAP MGMT HLDG L P 1,100.00 47,974.78 018581108 ALLIANCE DATA SYSTEMS CORP 10,800.00 386,310.38 01859P609 ALLIANCE GAMING CORP 47,500.00 1,513,063.22 01877H100 ALLIANCE SEMICONDUCTOR CORP 3,400.00 31,238.85 018802108 ALLIANT ENERGY CORP 2,137.00 68,762.30 018804104 ALLIANT TECHSYSTEMS INC 48,899.00 3,649,838.96 01903Q108 ALLIED CAP CORP NEW 2,332.00 84,017.13 019121201 ALLIED DOMECQ PLC 10,000.00 414,458.00 019228402 ALLIED IRISH BKS P L C 150,003.00 6,248,485.00 019589308 ALLIED WASTE INDS INC 149,456.00 2,680,707.08 019754100 ALLMERICA FINL CORP 1,100.00 43,738.79 019855105 ALLOY INC 3,600.00 24,237.44 020002101 ALLSTATE CORP 335,390.00 18,645,515.18 020039103 ALLTEL CORP 181,614.00 10,932,742.89 02004C204 ALLSTREAM INC 1,200.00 85,740.00 020813101 ALPHARMA INC 1,550.00 40,260.05 021441100 ALTERA CORP 146,643.00 4,301,636.75 02144G107 ALTEON INC 9,200.00 18,665.26
02209S103 ALTRIA GROUP INC 626,993.00 44,095,293.69 023135106 AMAZON COM INC 10,070.00 685,002.08 023139108 AMBAC FINL GROUP INC 16,189.00 1,451,655.12 023177108 AMBASSADORS GROUP INC 750 22,766.21 023178106 AMBASSADORS INTL INC 750 12,114.84 023551104 AMERADA HESS CORP 83,795.00 5,757,465.00 023608102 AMEREN CORP 21,324.00 1,267,573.20 023613102 AMERIANA BANCORP 1,750.00 32,790.84 02364W105 AMERICA MOVIL S A DE C V 114 4,089.00 023912108 AMCORE FINL INC 1,300.00 45,391.57 024061103 AMERICAN AXLE & MFG HLDGS IN 1,725.00 90,101.49 024937104 AMERICAN CAPITAL STRATEGIES 1,450.00 55,706.96 025537101 AMERICAN ELEC PWR INC 50,713.00 1,999,438.51 02553E106 AMERICAN EAGLE OUTFITTERS NE 1,350.00 28,610.42 025816109 AMERICAN EXPRESS CO 1,035,986.00 65,022,144.70 025932104 AMERICAN FINL GROUP INC OHIO 900 30,773.64 02607P305 AMERICAN FINL RLTY TR 2,515.00 55,412.65 026375105 AMERICAN GREETINGS CORP 42,780.00 1,209,027.28 026874107 AMERICAN INTL GROUP INC 1,037,968.00 89,129,573.98 027070101 AMERICAN ITALIAN PASTA CO 1,500.00 81,217.91 027352103 AMERICAN MGMT SYS INC 1,250.00 24,342.76 02744M108 AMERICAN MED SYS HLDGS INC 700 19,719.74 028591105 AMERICAN NATL INS CO 400 43,610.85 029066107 AMERICAN PWR CONVERSION CORP 223,200.00 7,052,118.39 029712106 AMERICAN STD COS INC DEL 163,180.00 21,294,571.54 029912201 AMERICAN TOWER CORP 138,826.00 1,941,085.26 030111108 AMERICAN SUPERCONDUCTOR CORP 1,900.00 34,030.11 030506109 AMERICAN WOODMARK CORP 300 21,341.51 03058P109 AMERICANWEST BANCORPORATION 1,634.00 48,143.03 03060R101 AMERICREDIT CORP 2,900.00 59,698.07 03072M108 AMERUS GROUP CO 1,508.00 68,146.49 03073E105 AMERISOURCEBERGEN CORP 92,294.00 6,696,837.64 03073T102 AMERIGROUP CORP 600 33,068.68 03074K100 AMERITRADE HLDG CORP NEW 571,500.00 10,390,988.72 031100100 AMETEK INC NEW 1,350.00 84,191.38 031162100 AMGEN INC 662,349.00 52,896,831.18 031652100 AMKOR TECHNOLOGY INC 2,400.00 56,476.49
032095101 AMPHENOL CORP NEW 900 74,352.19 032165102 AMSOUTH BANCORPORATION 42,303.00 1,339,318.26 03232P405 AMSURG CORP 1,200.00 58,756.02 032346108 AMYLIN PHARMACEUTICALS INC 92,433.00 2,654,102.23 03235E100 AMVESCAP PLC 725 14,021.00 032511107 ANADARKO PETE CORP 47,726.00 3,145,986.85 032515108 ANADIGICS INC 8,250.00 63,539.93 032654105 ANALOG DEVICES INC 280,861.00 16,609,637.71 032657207 ANALOGIC CORP 2,400.00 127,157.40 032744104 ANAREN INC 400 7,298.63 034393108 ANDREA ELECTRONICS CORP 1,400.00 741.75 034425108 ANDREW CORP 97,259.00 1,446,610.66 034553107 ANDRX CORP DEL 59,050.00 1,834,428.99 034663104 ANGELICA CORP 700 19,900.65 034918102 ANGIOTECH PHARMACEUTICALS IN 795,061.00 47,305,513.65 035229103 ANHEUSER BUSCH COS INC 218,552.00 14,899,622.74 035290105 ANIXTER INTL INC 55,650.00 1,861,126.88 035710409 ANNALY MTG MGMT INC 3,120.00 74,185.49 036115103 ANNTAYLOR STORES CORP 9,485.00 478,022.66 03674B104 ANTHEM INC 326,804.00 31,673,435.20 03674E108 ANTEON INTL CORP 600 27,951.37 036762102 ANTHONY & SYLVAN POOLS CORP 1,503.00 7,778.72 037389103 AON CORP 203,432.00 6,293,466.94 037411105 APACHE CORP 140,711.00 14,913,432.17 03748R101 APARTMENT INVT & MGMT CO 60,610.00 2,702,152.91 037604105 APOLLO GROUP INC 132,813.00 11,670,676.76 03760A101 APOGENT TECHNOLOGIES INC 1,850.00 55,080.86 037833100 APPLE COMPUTER INC 260,162.00 7,194,049.97 037899101 APPLEBEES INTL INC 4,124.00 209,279.21 037933108 APRIA HEALTHCARE GROUP INC 800 29,432.29 038020103 APPLERA CORP 114,711.00 3,070,075.10 038020202 APPLERA CORP 27,100.00 487,127.85 038222105 APPLIED MATLS INC 885,411.00 25,687,109.66 03822W109 APPLIED MICRO CIRCUITS CORP 41,587.00 321,369.99 038336103 APTARGROUP INC 700 35,278.43 03840P102 AQUILA INC 2,696.00 11,810.44 038521100 ARAMARK CORP 1,800.00 63,780.29
03875Q108 ARBITRON INC 44,540.00 2,401,302.82 03937R102 ARCH CHEMICALS INC 7,300.00 242,061.69 039380100 ARCH COAL INC 22,900.00 922,399.01 039483102 ARCHER DANIELS MIDLAND CO 137,950.00 2,713,278.82 039583109 ARCHSTONE SMITH TR 3,437.00 124,272.14 039762109 ARDEN GROUP INC 300 30,044.81 039793104 ARDEN RLTY INC 5,400.00 211,717.07 040228108 ARGOSY GAMING CO 600 20,151.35 04033V104 ARIBA INC 14,420.00 55,902.74 040790107 ARKANSAS BEST CORP DEL 450 18,253.68 042260109 ARMOR HOLDINGS INC 6,200.00 210,794.40 04269E107 ARQULE INC 4,300.00 27,116.57 042735100 ARROW ELECTRS INC 1,000.00 29,902.67 042764100 ARROW INTL INC 800 25,824.32 04289L107 ART TECHNOLOGY GROUP INC 1,300.00 2,570.29 043127109 ARTESYN TECHNOLOGIES INC 5,000.00 55,049.85 043136100 ARTHROCARE CORP 900 28,494.11 043353101 ARVINMERITOR INC 2,906.00 90,577.32 043436104 ASBURY AUTOMOTIVE GROUP INC 750 17,358.15 04362P207 ASCENTIAL SOFTWARE CORP 1,602.00 53,694.17 044204105 ASHLAND INC 9,828.00 559,572.27 04516H101 ASHWORTH INC 4,750.00 49,535.17 045174109 ASK JEEVES INC 750 17,561.68 045235108 ASPECT MED SYS INC 127,000.00 1,872,560.71 04523Q102 ASPECT COMMUNICATIONS CORP 1,450.00 29,530.50 045487105 ASSOCIATED BANC CORP 1,068.00 58,862.25 046265104 ASTORIA FINL CORP 1,750.00 84,125.48 047439104 ATHEROGENICS INC 3,400.00 65,685.07 048396105 ATLANTIC COAST AIRLINES HLDG 1,200.00 15,351.93 049513104 ATMEL CORP 8,100.00 62,908.02 049560105 ATMOS ENERGY CORP 2,170.00 68,141.63 050095108 ATWOOD OCEANICS INC 2,400.00 99,058.72 052528304 AUSTRALIA&NEW ZEALAND BKG GR 860 75,428.00 05275N106 AUTOBYTEL INC 49,500.00 580,814.69 052769106 AUTODESK INC 19,709.00 626,026.91 053015103 AUTOMATIC DATA PROCESSING IN 142,293.00 7,284,833.70 05329W102 AUTONATION INC 176,623.00 4,192,788.49
053332102 AUTOZONE INC 53,405.00 5,880,564.61 053484101 AVALONBAY CMNTYS INC 2,400.00 148,246.92 05348W109 AVANEX CORP 16,500.00 107,776.82 053499109 AVAYA INC 220,726.00 3,690,968.76 053561106 AVENTIS 83,092.00 7,223,401.00 053611109 AVERY DENNISON CORP 85,089.00 6,159,749.70 05367L802 AVICI SYS INC 1,275.00 13,098.57 05367P100 AVID TECHNOLOGY INC 600 37,216.80 053690103 AVIGEN INC 1,650.00 12,537.41 05379B107 AVISTA CORP 3,050.00 71,417.49 053807103 AVNET INC 2,250.00 62,977.80 053893103 AVOCENT CORP 10,517.00 496,544.57 054303102 AVON PRODS INC 27,666.00 2,412,861.22 054802103 AZTAR CORP 1,600.00 46,521.00 054923107 AXCAN PHARMA INC 524,891.00 10,629,042.75 054937107 BB&T CORP 68,498.00 3,420,279.12 05534B109 BCE INC 19,492,697.00 563,338,943.40 055472104 BISYS GROUP INC 8,800.00 169,212.38 055482103 BJ SVCS CO 202,691.00 9,403,195.27 05548J106 BJS WHOLESALE CLUB INC 98,150.00 2,912,116.39 05561Q201 BOK FINL CORP 1,090.00 54,539.15 055622104 BP PLC 8,642.00 559,542.00 05564E106 BRE PROPERTIES INC 950 41,003.09 05577E101 BT GROUP PLC 359 16,118.00 055921100 BMC SOFTWARE INC 193,499.00 4,663,415.40 056032105 BTU INTL INC 4,450.00 20,241.80 057224107 BAKER HUGHES INC 142,114.00 5,909,160.63 057741100 BALDOR ELEC CO 700 20,669.54 058498106 BALL CORP 36,934.00 2,843,154.67 05858H104 BALLARD PWR SYS INC 1,422,175.00 21,801,942.95 05873K108 BALLY TOTAL FITNESS HLDG COR 1,800.00 16,282.35 05945F103 BANCFIRST CORP 350 26,550.18 05946K101 BANCO BILBAO VIZCAYA ARGENTA 115 2,090.00 059692103 BANCORPSOUTH INC 1,350.00 41,380.43 059815100 BANDAG INC 600 31,944.42 060505104 BANK OF AMERICA CORPORATION 781,970.00 81,297,765.59 062540109 BANK HAWAII CORP 1,500.00 81,799.43
063671101 BANK MONTREAL QUE 14,153,581.00 757,216,583.55 064057102 BANK NEW YORK INC 484,266.00 20,726,298.95 064149107 BANK NOVA SCOTIA HALIFAX 12,258,963.00 806,639,765.40 06423A103 BANK ONE CORP 396,864.00 23,381,021.89 065908501 BANKATLANTIC BANCORP 1,250.00 30,690.94 06646R107 BANKNORTH GROUP INC NEW 4,299.00 180,716.60 066821109 BANTA CORP 500 26,168.06 067383109 BARD C R INC 72,859.00 7,649,853.49 06738E204 BARCLAYS PLC 14,537.00 693,283.00 067774109 BARNES & NOBLE INC 1,100.00 46,695.45 067901108 BARRICK GOLD CORP 11,833,116.00 346,841,358.67 068306109 BARR LABS INC 50,662.00 5,037,760.25 068313105 BARRA INC 700 32,103.37 071707103 BAUSCH & LOMB INC 5,394.00 361,763.58 071813109 BAXTER INTL INC 601,065.00 23,705,745.11 072730302 BAYER A G 1,000.00 38,586.00 073325102 BEA SYS INC 167,500.00 2,662,358.07 073902108 BEAR STEARNS COS INC 63,775.00 6,588,938.84 074002106 BEARINGPOINT INC 156,150.00 2,036,009.01 07556Q105 BEAZER HOMES USA INC 300 37,860.34 075811109 BECKMAN COULTER INC 1,100.00 72,253.57 075887109 BECTON DICKINSON & CO 43,147.00 2,293,831.08 075896100 BED BATH & BEYOND INC 193,438.00 10,836,225.25 077459105 BELDEN INC 11,400.00 310,690.50 079860102 BELLSOUTH CORP 490,371.00 17,934,192.68 080555105 BELO CORP 109,350.00 4,004,655.61 08135F107 BEMA GOLD CORP 4,913,386.00 23,682,520.52 081437105 BEMIS INC 33,678.00 2,176,019.78 08160H101 BENCHMARK ELECTRS INC 675 30,363.68 081906109 BENNETT ENVIRONMENTAL INC 59,950.00 1,605,461.00 084423102 BERKLEY W R CORP 2,475.00 111,781.24 084670108 BERKSHIRE HATHAWAY INC DEL 24 2,616,256.38 084670207 BERKSHIRE HATHAWAY INC DEL 1,343.00 4,886,131.39 086516101 BEST BUY INC 177,485.00 11,989,497.41 088606108 BHP BILLITON LTD 16,177.00 387,552.00 089302103 BIG LOTS INC 75,313.00 1,382,963.01 090572207 BIO RAD LABS INC 4,600.00 342,810.66
09058V103 BIOCRYST PHARMACEUTICALS 120,100.00 1,058,458.71 090613100 BIOMET INC 46,429.00 2,185,636.87 09061G101 BIOMARIN PHARMACEUTICAL INC 29,200.00 293,153.12 09065H105 BIOPURE CORP 1,300.00 4,017.00 09066V103 BIOSPHERE MEDICAL INC 146,600.00 755,880.96 09067J109 BIOVAIL CORP 2,607,240.00 72,765,109.94 090945106 BIOSITE INC 1,050.00 39,281.17 091797100 BLACK & DECKER CORP 18,010.00 1,147,845.20 091826107 BLACK BOX CORP DEL 5,500.00 327,436.77 092113109 BLACK HILLS CORP 700 26,983.47 09247X101 BLACKROCK INC 1,012.00 69,454.97 093671105 BLOCK H & R INC 56,293.00 4,027,870.11 095698502 BLUE MARTINI SOFTWARE INC 71 449.57 09643P108 BLYTH INC 1,962.00 81,690.41 096613104 BOARDWALK EQUITIES INC 421,919.00 7,560,788.48 096761101 BOB EVANS FARMS INC 1,905.00 79,907.96 097023105 BOEING CO 238,913.00 13,023,292.25 097383103 BOISE CASCADE CORP 11,108.00 471,682.72 099709107 BORDERS GROUP INC 1,250.00 35,407.65 099724106 BORG WARNER INC 450 49,469.27 099849101 BORLAND SOFTWARE CORP 1,350.00 16,974.35 100582105 BOSTON COMMUNICATIONS GROUP 700 8,403.50 101119105 BOSTON PRIVATE FINL HLDGS IN 3,700.00 118,768.11 101121101 BOSTON PROPERTIES INC 2,950.00 183,706.91 101137107 BOSTON SCIENTIFIC CORP 446,859.00 21,283,186.26 102183100 BOWATER INC 982 58,933.28 103304101 BOYD GAMING CORP 1,300.00 27,113.99 104674106 BRADY CORP 600 31,595.51 105368203 BRANDYWINE RLTY TR 700 24,215.47 10549P606 BRASCAN CORP 2,821,801.00 112,110,153.56 105530109 BRASIL TELECOM PARTICIPACOES 40 1,984.00 108763103 BRIDGFORD FOODS CORP 1,700.00 17,245.08 109043109 BRIGGS & STRATTON CORP 400 34,839.06 109195107 BRIGHT HORIZON FAMILY SOLUTI 1,000.00 54,274.50 109641100 BRINKER INTL INC 1,725.00 73,917.99 109696104 BRINKS CO 1,100.00 32,139.55 110122108 BRISTOL MYERS SQUIBB CO 399,878.00 14,783,139.92
110415205 BRITESMILE INC 193 6,327.39 111320107 BROADCOM CORP 65,624.00 2,890,921.11 111412607 BROADVISION INC 127 699.13 111621108 BROCADE COMMUNICATIONS SYS I 3,600.00 26,889.14 112723101 BROOKFIELD HOMES CORP 60 1,998.08 112900105 BROOKFIELD PPTYS CORP 977,896.00 36,475,520.50 11373M107 BROOKLINE BANCORP INC DEL 3,441.00 68,211.34 114340102 BROOKS AUTOMATION INC 606 18,927.61 115236101 BROWN & BROWN INC 4,300.00 181,203.17 115637209 BROWN FORMAN CORP 10,048.00 1,213,404.14 115660201 BROWN TOM INC 6,350.00 264,636.65 116794108 BRUKER BIOSCIENCES CORP 1,650.00 9,701.57 117043109 BRUNSWICK CORP 97,147.00 3,995,881.25 11776U102 BSQUARE CORP 1,150.00 2,125.11 118230101 BUCKEYE PARTNERS L P 500 29,301.77 118255108 BUCKEYE TECHNOLOGIES INC 9,200.00 119,481.44 121579106 BURLINGTON COAT FACTORY 1,500.00 41,016.02 12189T104 BURLINGTON NORTHN SANTA FE C 220,469.00 9,217,104.73 122014103 BURLINGTON RES INC 56,683.00 4,056,890.16 124661109 C&D TECHNOLOGIES INC 1,650.00 40,874.51 124765108 CAE INC 4,541,131.00 26,611,027.66 124830100 CBL & ASSOC PPTYS INC 850 62,060.31 12489V106 CBRL GROUP INC 1,200.00 59,329.78 125010108 C COR NET CORP 1,350.00 19,416.70 125071100 C D I CORP 1,150.00 48,669.37 12512N105 C D W CORP 46,800.00 3,493,168.85 125137109 CEC ENTMT INC 2,800.00 171,471.24 12541C203 CHC HELICOPTER CORP 726,852.00 23,984,800.73 12541M102 CH ENERGY GROUP INC 450 27,272.94 12541W100 C H ROBINSON WORLDWIDE INC 1,500.00 73,483.80 125509109 CIGNA CORP 107,945.00 8,021,126.46 125581108 CIT GROUP INC 5,204.00 241,797.40 12561W105 CLECO CORP NEW 6,170.00 143,357.82 125750109 CMGI INC 13,500.00 31,052.77 125896100 CMS ENERGY CORP 25,362.00 279,528.47 125906107 CSS INDS INC 675 27,049.05 125965103 CSK AUTO CORP 2,600.00 63,064.38
126117100 CNA FINL CORP 4,050.00 126,130.06 12612W104 CNF INC 950 41,616.91 12613R104 CNET NETWORKS INC 4,159.00 36,653.87 126349109 CSG SYS INTL INC 120,900.00 1,951,350.48 126408103 CSX CORP 196,494.00 9,131,775.38 126501105 CTS CORP 1,050.00 15,603.92 126583103 CUNO INC 800 46,552.01 126600105 CVB FINL CORP 2,764.00 68,899.62 126650100 CVS CORP 157,236.00 7,340,610.06 126667104 CV THERAPEUTICS INC 59,500.00 1,127,190.90 12686C109 CABLEVISION SYS CORP 127,745.00 3,861,185.56 127055101 CABOT CORP 1,000.00 41,145.24 127097103 CABOT OIL & GAS CORP 700 26,549.28 12709P103 CABOT MICROELECTRONICS CORP 16,900.00 1,070,112.24 127190304 CACI INTL INC 12,200.00 766,516.19 127387108 CADENCE DESIGN SYSTEM INC 870,650.00 20,229,252.38 127914109 CAL DIVE INTL INC 1,800.00 56,081.07 131193104 CALLAWAY GOLF CO 3,212.00 69,939.41 131347106 CALPINE CORP 47,106.00 292,904.93 132011107 CAMBREX CORP 1,000.00 32,642.24 13201L103 CAMBIOR INC 2,555,846.00 10,197,825.54 133131102 CAMDEN PPTY TR 700 40,072.67 13321L108 CAMECO CORP 1,195,967.00 89,398,533.00 134429109 CAMPBELL SOUP CO 91,102.00 3,155,071.80 136069101 CDN IMPERIAL BK OF COMMERCE 8,901,405.00 569,689,920.00 136375102 CANADIAN NATL RY CO 3,540,170.00 290,293,940.00 136385101 CANADIAN NAT RES LTD 2,505,211.00 163,765,643.44 13645T100 CANADIAN PAC RY LTD 3,063,175.00 112,050,941.50 138006309 CANON INC 14,807.00 925,486.00 139733109 CAPITAL AUTOMOTIVE REIT 600 24,811.20 14040H105 CAPITAL ONE FINL CORP 25,979.00 2,057,588.82 14055X102 CAPITALSOURCE INC 46,000.00 1,288,735.08 14057C106 CAPITOL FED FINL 1,300.00 60,578.10 14067D102 CAPSTONE TURBINE CORP 1,500.00 3,605.38 14067E506 CAPSTEAD MTG CORP 1,375.00 29,815.44 14149Y108 CARDINAL HEALTH INC 181,281.00 14,328,659.88 141665109 CAREER EDUCATION CORP 1,919.00 99,366.70
141705103 CAREMARK RX INC 43,300.00 1,417,325.59 142339100 CARLISLE COS INC 1,148.00 90,285.99 143130102 CARMAX INC 3,206.00 128,179.46 143658300 CARNIVAL CORP 183,837.00 9,438,392.42 144285103 CARPENTER TECHNOLOGY CORP 600 22,927.10 144418100 CARRAMERICA RLTY CORP 1,050.00 40,407.37 147339105 CASCADE NAT GAS CORP 1,250.00 34,066.94 147528103 CASEYS GEN STORES INC 13,025.00 297,245.28 148411101 CASTLE A M & CO 1,450.00 13,678.47 148867104 CATALINA MARKETING CORP 82,600.00 2,151,875.38 149016107 CATAPULT COMMUNICATIONS CORP 2,800.00 52,465.35 149123101 CATERPILLAR INC DEL 280,560.00 30,399,003.30 149150104 CATHAY BANCORP INC 997 71,736.62 149568107 CAVCO INDS INC DEL 20 620.28 150185106 CEDAR FAIR L P 1,000.00 39,736.69 150921104 CELL GENESYS INC 1,100.00 18,393.89 150925204 CELLSTAR CORP 980 15,994.70 150934107 CELL THERAPEUTICS INC 1,350.00 15,177.48 15101Q108 CELESTICA INC 3,505,678.00 68,570,452.27 151020104 CELGENE CORP 1,568.00 91,221.69 151290889 CEMEX S A 53 1,822.00 151313103 CENDANT CORP 340,267.00 9,793,221.59 15133V208 CENTENNIAL COMMUNCTNS CORP N 1,500.00 10,195.85 151895109 CENTERPOINT PPTYS TR 500 48,394.76 15189T107 CENTERPOINT ENERGY INC 43,343.00 542,736.83 152312104 CENTEX CORP 7,570.00 1,053,068.09 152319109 CENTILLIUM COMMUNICATIONS IN 4,083.00 29,705.33 153145107 CENTRAL COAST BANCORP 825 19,339.17 153501101 CENTRAL FD CDA LTD 285,900.00 1,952,697.00 154760102 CENTRAL PAC FINL CORP 600 23,291.51 154785109 CENTRAL PKG CORP 9,000.00 173,639.63 156700106 CENTURYTEL INC 91,261.00 3,846,942.73 156708109 CEPHALON INC 259,871.00 16,256,963.89 156779100 CERIDIAN CORP NEW 116,772.00 3,159,900.10 156782104 CERNER CORP 1,655.00 80,948.80 156880106 CERTEGY INC 151,193.00 6,408,436.26 157085101 CERUS CORP 900 5,280.13
158711101 CHAMPIONSHIP AUTO RACING TEA 5,800.00 712.03 159864107 CHARLES RIV LABS INTL INC 800 35,490.35 160903100 CHARTER ONE FINL INC 35,062.00 1,565,421.44 160908109 CHARTER MUN MTG ACCEP CO 750 20,478.93 161133103 CHARMING SHOPPES INC 5,550.00 38,728.73 16117M107 CHARTER COMMUNICATIONS INC D 4,600.00 23,896.29 16122M100 CHARTER FINL CORP WEST PT GA 550 26,489.19 162456107 CHATTEM INC 1,000.00 23,131.28 162813109 CHECKFREE CORP NEW 1,100.00 39,303.78 163072101 CHEESECAKE FACTORY INC 50,300.00 2,861,957.70 163421100 CHELSEA PPTY GROUP INC 550 38,955.52 163731102 CHEMICAL FINL CORP 1,057.00 49,705.40 165159104 CHESAPEAKE CORP 1,350.00 46,195.35 165167107 CHESAPEAKE ENERGY CORP 4,600.00 80,724.27 166764100 CHEVRONTEXACO CORP 270,082.00 30,152,758.96 167760107 CHICAGO MERCANTILE HLDGS INC 550 51,428.97 167889104 CHICAGO PIZZA & BREWERY INC 2,300.00 44,344.85 168615102 CHICOS FAS INC 1,700.00 81,172.68 168905107 CHILDRENS PL RETAIL STORES I 1,750.00 60,448.22 169373107 CHINA FD INC 60,000.00 3,161,101.95 169905106 CHOICE HOTELS INTL INC 1,600.00 72,882.90 170032809 CHIQUITA BRANDS INTL INC 1,968.00 57,297.12 170040109 CHIRON CORP 53,730.00 3,956,963.45 170228100 CHITTENDEN CORP 12,232.00 531,740.82 170388102 CHOICEPOINT INC 125,591.00 6,181,815.40 171046105 CHRISTOPHER & BANKS CORP 5,925.00 149,533.03 171232101 CHUBB CORP 151,877.00 13,369,077.04 171340102 CHURCH & DWIGHT INC 1,000.00 51,173.10 171484108 CHURCHILL DOWNS INC 400 18,712.30 17163B102 CIBER INC 3,000.00 33,572.66 171779101 CIENA CORP 139,470.00 1,196,727.92 171798101 CIMAREX ENERGY CO 345 11,899.10 171871106 CINCINNATI BELL INC NEW 10,009.00 65,317.36 172062101 CINCINNATI FINL CORP 101,136.00 5,473,422.66 172474108 CINERGY CORP 23,794.00 1,193,321.98 172737108 CIRCUIT CITY STORE INC 256,193.00 3,353,732.44 172755100 CIRRUS LOGIC INC 1,700.00 16,849.65
17275R102 CISCO SYS INC 2,946,233.00 92,531,664.02 17285T106 CITADEL BROADCASTING CORP 81,000.00 2,341,518.23 172908105 CINTAS CORP 22,787.00 1,476,153.08 172967101 CITIGROUP INC 2,700,869.00 169,981,241.29 174420109 CITIZENS BKG CORP MICH 8,500.00 359,400.57 17453B101 CITIZENS COMMUNICATIONS CO 184,997.00 2,969,154.68 177376100 CITRIX SYS INC 107,834.00 2,955,581.40 17770A109 CITY BK LYNNWOOD WASH 1,100.00 46,197.94 178566105 CITY NATL CORP 46,750.00 3,752,836.15 179584107 CLAIRES STORES INC 2,400.00 58,430.38 179895107 CLARCOR INC 16,100.00 917,510.43 184502102 CLEAR CHANNEL COMMUNICATIONS 368,551.00 22,303,441.98 185896107 CLEVELAND CLIFFS INC 400 26,336.06 189054109 CLOROX CO DEL 38,181.00 2,395,921.14 189754104 COACH INC 20,950.00 1,021,992.07 191216100 COCA COLA CO 952,579.00 62,751,733.26 191219104 COCA COLA ENTERPRISES INC 293,284.00 8,288,647.97 192422103 COGNEX CORP 1,500.00 54,739.71 192446102 COGNIZANT TECHNOLOGY SOLUTIO 11,078.00 653,361.50 19244C109 COGNOS INC 1,314,311.00 52,059,858.31 192479103 COHERENT INC 700 21,528.89 193294105 COLE KENNETH PRODTNS INC 1,200.00 45,590.58 194162103 COLGATE PALMOLIVE CO 527,887.00 34,436,492.64 194830204 COLLINS & AIKMAN CORP NEW 760 4,252.54 195493309 COLONIAL BANCGROUP INC 2,000.00 44,763.54 195872106 COLONIAL PPTYS TR 1,400.00 71,642.34 198516106 COLUMBIA SPORTSWEAR CO 8,750.00 616,241.72 20030N101 COMCAST CORP NEW 839,403.00 35,655,013.38 20030N200 COMCAST CORP NEW 331,330.00 13,392,882.11 200340107 COMERICA INC 272,632.00 19,785,237.45 200519106 COMMERCE BANCORP INC NJ 1,250.00 85,094.66 200525103 COMMERCE BANCSHARES INC 1,027.00 65,056.44 200641108 COMMERCE GROUP INC MASS 700 35,730.71 200693208 COMMERCE ONE INC DEL 285 467.73 201647104 COMMERCIAL FEDERAL CORPORATI 1,100.00 37,967.60 202218103 COMMERCIAL NET LEASE RLTY IN 1,600.00 36,803.28 203349105 COMMONWEALTH TEL ENTERPRISES 2,985.00 145,615.57
203372107 COMMSCOPE INC 173,200.00 3,654,943.04 203668108 COMMUNITY HEALTH SYS INC NEW 44,900.00 1,542,225.43 203902101 COMMUNITY FIRST BANKSHARES I 750 28,048.29 20449H109 COMPASS BANCSHARES INC 3,691.00 187,496.70 20478N100 COMPUCREDIT CORP 2,005.00 55,135.66 204912109 COMPUTER ASSOC INTL INC 103,879.00 3,670,057.02 205363104 COMPUTER SCIENCES CORP 121,286.00 6,932,249.00 205638109 COMPUWARE CORP 72,138.00 563,050.80 20563P101 COMPX INTERNATIONAL INC 2,000.00 16,540.80 205862402 COMVERSE TECHNOLOGY INC 26,682.00 606,499.93 205887102 CONAGRA FOODS INC 304,310.00 10,377,857.80 206186108 CONCORD COMMUNICATIONS INC 1,500.00 38,709.35 206197105 CONCORD EFS INC 319,724.00 6,131,402.56 207142100 CONEXANT SYSTEMS INC 4,800.00 30,827.92 20825C104 CONOCOPHILLIPS 183,289.00 15,562,569.18 20854P109 CONSOL ENERGY INC 1,900.00 63,591.62 209115104 CONSOLIDATED EDISON INC 35,343.00 1,965,371.76 209341106 CONSOLIDATED GRAPHICS INC 5,700.00 232,612.75 21036P108 CONSTELLATION BRANDS INC 1,650.00 70,213.76 21036U107 CONSTAR INTL INC NEW 2,200.00 15,323.50 210371100 CONSTELLATION ENERGY GROUP I 42,361.00 2,143,657.64 210795308 CONTINENTAL AIRLS INC 2,989.00 62,843.45 212485106 CONVERGYS CORP 95,354.00 2,151,442.25 216640102 COOPER CAMERON CORP 44,213.00 2,662,456.02 216648402 COOPER COS INC 14,300.00 870,923.52 216831107 COOPER TIRE & RUBR CO 44,004.00 1,215,755.94 217016104 COORS ADOLPH CO 23,404.00 1,696,678.25 217204106 COPART INC 4,639.00 98,913.34 217510205 COPPER MTN NETWORKS INC 35 487.11 218868107 CORINTHIAN COLLEGES INC 565 40,565.54 21887F100 CORIXA CORP 1,800.00 14,049.34 219023108 CORN PRODS INTL INC 718 32,077.91 21922V102 CORNERSTONE RLTY INCOME TR I 3,300.00 37,356.36 219350105 CORNING INC 272,589.00 3,674,330.12 21988R102 CORPORATE EXECUTIVE BRD CO 700 42,216.52 22025Y407 CORRECTIONS CORP AMER NEW 700 26,078.90 220317101 CORRPRO COS INC 2,500.00 4,067.00
220873103 CORUS BANKSHARES INC 700 28,548.39 220874101 CORUS ENTERTAINMENT INC 1,146,219.00 31,521,022.50 221009103 CORVIS CORP 34,300.00 76,022.60 221222607 COSINE COMMUNICATIONS INC 80 762.94 221485105 COST PLUS INC CALIF 900 47,684.03 22160K105 COSTCO WHSL CORP NEW 304,627.00 14,637,235.54 22163N106 COTT CORP QUE 1,271,803.00 46,230,123.11 222372104 COUNTRYWIDE FINANCIAL CORP 21,739.67 2,130,860.45 222795106 COUSINS PPTYS INC 1,100.00 43,497.14 222816100 COVANCE INC 1,200.00 41,558.76 222862104 COVENTRY HEALTH CARE INC 900 75,003.48 224044107 COX COMMUNICATIONS INC NEW 21,186.00 948,745.14 224051102 COX RADIO INC 146,100.00 4,763,366.60 22409V102 CP SHIPS LTD 2,949,504.00 79,341,657.70 224399105 CRANE CO 6,072.00 241,202.70 224633107 CRAWFORD & CO 1,300.00 11,860.27 225223106 CRAY INC 1,200.00 15,398.45 225302108 CREDENCE SYS CORP 1,100.00 18,706.61 225401108 CREDIT SUISSE GROUP 100,695.00 4,824,323.00 225447101 CREE INC 2,350.00 53,720.77 225606102 CREO INC 2,298,866.00 30,620,895.52 225756105 CRESCENT REAL ESTATE EQUITIE 4,414.00 97,709.38 227116100 CROMPTON CORP 2,250.00 20,847.22 227483104 CROSS CTRY HEALTHCARE INC 1,350.00 26,028.50 22757R109 CROSS TIMBERS RTY TR 31 1,142.50 22765D100 CROSSROADS SYS INC 2,600.00 9,340.38 228227104 CROWN CASTLE INTL CORP 456,128.00 6,501,428.44 228368106 CROWN HOLDINGS INC 3,750.00 43,904.19 228411104 CROWN MEDIA HLDGS INC 4,750.00 50,762.81 22942F101 CRYSTALLEX INTL CORP 420,000.00 1,470,000.00 22943D105 CTI MOLECULAR IMAGING INC 800 17,481.56 229669106 CUBIC CORP 600 17,833.05 229678107 CUBIST PHARMACEUTICALS INC 200,400.00 3,149,037.50 229899109 CULLEN FROST BANKERS INC 64,850.00 3,399,863.88 230215105 CULP INC 1,000.00 14,085.53 231021106 CUMMINS INC 25,769.00 1,629,701.52 231082108 CUMULUS MEDIA INC 75,357.00 2,142,361.83
23126R101 CURAGEN CORP 500 4,736.10 231561101 CURTISS WRIGHT CORP 1,400.00 81,429.84 232572107 CYMER INC 600 35,813.42 232806109 CYPRESS SEMICONDUCTOR CORP 2,650.00 73,146.52 232820100 CYTEC INDS INC 650 32,246.16 232946103 CYTYC CORP 2,100.00 37,340.86 23325G104 DJ ORTHOPEDICS INC 2,000.00 69,264.60 233293109 DPL INC 3,200.00 86,342.98 23330X100 DRS TECHNOLOGIES INC 111 3,984.76 23331A109 D R HORTON INC 3,009.00 168,211.33 233326107 DST SYS INC DEL 103,912.00 5,607,544.58 233331107 DTE ENERGY CO 214,044.00 10,897,975.36 23342J206 DADE BEHRING HLDGS INC 1,231.00 56,853.75 235774106 DAN RIV INC GA 6,800.00 6,502.60 235811106 DANA CORP 15,028.00 356,355.77 235851102 DANAHER CORP DEL 143,783.00 17,122,129.52 237194105 DARDEN RESTAURANTS INC 896,992.00 24,408,828.31 237926100 DATAMIRROR CORP 236,200.00 3,847,698.00 238113104 DATASCOPE CORP 700 32,429.01 23918K108 DAVITA INC 38,300.00 1,930,233.83 242370104 DEAN FOODS CO NEW 4,171.00 177,168.47 242728103 DEB SHOPS INC 650 18,059.19 243586104 DECODE GENETICS INC 124,400.00 1,316,590.82 24359C100 DECOMA INTERNATIONAL INC 186,610.00 2,478,180.80 244199105 DEERE & CO 48,897.00 4,110,516.87 24522P103 DEL MONTE FOODS CO 4,358.00 58,662.66 24702R101 DELL INC 1,399,851.00 61,634,157.59 247126105 DELPHI CORP 236,499.00 3,120,398.48 247131105 DELPHI FINL GROUP INC 1,050.00 48,847.05 247357106 DELTA & PINE LD CO 1,700.00 55,799.36 247361108 DELTA AIR LINES INC DEL 14,130.00 215,644.61 248019101 DELUXE CORP 15,302.00 817,259.81 249030107 DENTSPLY INTL INC NEW 1,275.00 74,422.94 249906108 DESCARTES SYS GROUP INC 413,383.00 1,508,847.95 251566105 DEUTSCHE TELEKOM AG 177 4,210.00 251591103 DEVELOPERS DIVERSIFIED RLTY 1,725.00 74,831.94 25179M103 DEVON ENERGY CORP NEW 378,037.00 28,057,969.37
251893103 DEVRY INC DEL 1,100.00 35,721.67 25243Q205 DIAGEO P L C 101,481.00 7,046,364.00 252450101 DIAGNOSTIC PRODS CORP 500 29,663.60 25247D101 DIAL CORP NEW 2,050.00 75,420.23 25271C102 DIAMOND OFFSHORE DRILLING IN 92,000.00 2,438,372.38 252787106 DIAMONDS TR 3,710.00 501,432.44 25278P106 DIAMONDCLUSTER INTL INC 6,150.00 81,062.84 253651103 DIEBOLD INC 36,850.00 2,565,789.00 253855100 DIGITAL LIGHTWAVE INC 350 366.35 25385P106 DIGITAL INSIGHT CORP 900 28,959.32 25388B104 DIGITAL RIV INC 750 21,419.04 25388M100 DIGITALTHINK INC 500 1,815.61 253921100 DIGITAL GENERATION SYS INC 3,100.00 8,973.38 253922108 DIME CMNTY BANCSHARES 1,712.00 68,051.33 254067101 DILLARDS INC 10,977.00 233,485.57 254668106 DISCOVERY LABORATORIES INC N 27,800.00 376,848.53 254687106 DISNEY WALT CO 534,292.00 16,109,681.87 255064107 DIVERSA CORP 65,800.00 786,527.96 256069105 DOBSON COMMUNICATIONS CORP 1,850.00 15,706.65 25608L502 DOCENT INC 550 3,269.39 256669102 DOLLAR GEN CORP 69,434.00 1,883,350.56 256747106 DOLLAR TREE STORES INC 68,225.00 2,650,202.51 25746U109 DOMINION RES INC VA NEW 184,711.00 15,235,760.78 257561100 DOMTAR INC 4,157,340.00 67,556,775.00 257651109 DONALDSON INC 850 64,982.08 257867101 DONNELLEY R R & SONS CO 5,569.00 216,975.69 25822C205 DOREL INDS INC 572,625.00 20,334,211.75 258609304 DOUBLECLICK INC 2,700.00 35,658.35 260003108 DOVER CORP 77,676.00 3,989,978.25 260543103 DOW CHEM CO 149,545.00 8,035,106.27 260561105 DOW JONES & CO INC 32,864.00 2,117,054.93 261018105 DOWNEY FINL CORP 650 41,410.15 261876106 DREXLER TECHNOLOGY CORP 1,600.00 28,264.09 263534109 DU PONT E I DE NEMOURS & CO 477,975.00 28,454,006.77 264399106 DUKE ENERGY CORP 362,626.00 9,582,975.42 264411505 DUKE REALTY CORP 2,600.00 104,155.35 26483E100 DUN & BRADSTREET CORP DEL NE 10,281.00 673,713.91
26613X101 DUPONT PHOTOMASKS INC 900 28,075.42 267475101 DYCOM INDS INC 1,600.00 55,453.03 26816Q101 DYNEGY INC NEW 221,867.00 1,227,108.65 268484102 EGL INC 5,450.00 123,670.91 268648102 E M C CORP MASS 406,598.00 6,788,754.35 268664109 EMC INS GROUP INC 1,800.00 49,172.70 26874Q100 ENSCO INTL INC 4,650.00 163,263.51 26874R108 ENI S P A 15 1,869.00 26875P101 EOG RES INC 135,136.00 8,062,643.83 268780103 E ON AG 43 3,692.00 26881Q101 EPIX MEDICAL INC 72,500.00 1,525,242.67 26881V100 E PIPHANY INC 950 8,851.27 269246104 E TRADE GROUP INC 5,888.00 96,250.92 270321102 EARTHLINK INC 5,929.00 76,617.50 27579R104 EAST WEST BANCORP INC 1,214.00 84,212.73 277276101 EASTGROUP PPTY INC 5,400.00 225,952.50 277432100 EASTMAN CHEM CO 49,170.00 2,511,734.45 277461109 EASTMAN KODAK CO 118,563.00 3,933,346.75 278058102 EATON CORP 41,338.00 5,768,186.92 278265103 EATON VANCE CORP 74,150.00 3,510,857.17 278642103 EBAY INC 259,032.00 21,620,475.65 27874N105 ECHELON CORP 350 5,038.48 278762109 ECHOSTAR COMMUNICATIONS NEW 174,450.00 7,664,722.43 278856109 ECLIPSYS CORP 1,550.00 23,314.77 278865100 ECOLAB INC 127,578.00 4,512,291.28 281020107 EDISON INTL 59,651.00 1,690,495.32 28139T101 EDUCATION MGMT CORP 54,000.00 2,166,017.76 281760108 EDWARDS AG INC 1,600.00 74,909.15 28176E108 EDWARDS LIFESCIENCES CORP 36,800.00 1,430,448.38 28224R101 EFUNDS CORP 800 17,936.43 28336L109 EL PASO CORP 104,435.00 1,105,321.66 283677854 EL PASO ELEC CO 4,600.00 79,357.07 284560109 ELDERTRUST 2,600.00 42,098.92 284902103 ELDORADO GOLD CORP NEW 3,822,388.00 15,480,671.40 285218103 ELECTRO RENT CORP 2,600.00 44,820.40 285229100 ELECTRO SCIENTIFIC INDS 350 10,764.44 285512109 ELECTRONIC ARTS INC 63,262.00 3,906,030.27
285661104 ELECTRONIC DATA SYS NEW 63,435.00 2,012,775.08 286082102 ELECTRONICS FOR IMAGING INC 1,200.00 40,349.21 290787100 EMBARCADERO TECHNOLOGIES INC 500 10,305.69 290846104 EMCORE CORP 1,450.00 8,825.42 29084Q100 EMCOR GROUP INC 300 17,018.93 291011104 EMERSON ELEC CO 375,379.00 31,480,875.60 291525103 EMMIS COMMUNICATIONS CORP 6,521.00 227,943.92 292052107 EMPIRE RESORTS INC 430 5,009.34 292475209 EMULEX CORP 3,900.00 134,461.20 292505104 ENCANA CORP 11,993,580.00 613,138,976.10 29250N105 ENBRIDGE INC 5,765,679.00 309,616,962.30 29256E109 ENCORE MED CORP 83,100.00 875,195.70 29258N107 ENDESA S A 175 4,385.00 29264F205 ENDO PHARMACEUTICALS HLDGS I 2,850.00 70,932.89 29265N108 ENERGEN CORP 1,414.00 74,971.72 29266M109 ENERGY EAST CORP 2,219.00 64,232.06 29266R108 ENERGIZER HLDGS INC 1,335.00 64,796.77 29275G101 ENERNORTH INDS INC 1 1 292845104 ENGELHARD CORP 13,557.00 524,695.04 292866100 ENGINEERED SUPPORT SYS INC 525 37,354.42 29355X107 ENPRO INDS INC 109 1,967.69 29362U104 ENTEGRIS INC 10,000.00 166,054.13 293637104 ENTERASYS NETWORKS INC 3,800.00 18,414.56 293639100 ENTERCOM COMMUNICATIONS CORP 52,450.00 3,589,550.03 29364G103 ENTERGY CORP NEW 27,257.00 2,012,281.89 293792107 ENTERPRISE PRODS PARTNERS L 4,099.00 130,039.70 29382R107 ENTRAVISION COMMUNICATIONS C 1,200.00 17,212.77 293848107 ENTRUST INC 143,950.00 762,310.09 293904108 ENZON PHARMACEUTICALS INC 140,850.00 2,184,160.95 294100102 ENZO BIOCHEM INC 2,265.00 52,421.61 29412E100 EON LABS INC 2,200.00 144,848.30 294429105 EQUIFAX INC 18,915.00 598,851.26 294549100 EQUITABLE RES INC 1,100.00 61,009.71 294592308 EQUITEX INC 2,350.00 4,828.49 294741103 EQUITY OFFICE PROPERTIES TRU 248,006.00 9,181,916.83 294752100 EQUITY ONE 3,092.00 67,446.35 29476L107 EQUITY RESIDENTIAL 38,834.00 1,480,907.30
29481V108 ERESEARCHTECHNOLOGY INC 600 19,709.40 29530P102 ERIE INDTY CO 841 46,057.83 296643109 ESPEED INC 34,818.00 1,053,299.25 29664R106 ESPERION THERAPEUTICS INC 14,300.00 639,564.25 297178105 ESSEX PPTY TR INC 1,650.00 136,930.69 297602104 ETHAN ALLEN INTERIORS INC 850 46,001.52 299900308 EVERGREEN RES INC 900 37,809.94 300645108 EXAR CORP 8,200.00 180,987.37 30161N101 EXELON CORP 43,317.00 3,714,943.21 30161Q104 EXELIXIS INC 226,381.00 2,071,189.20 302130109 EXPEDITORS INTL WASH INC 36,700.00 1,786,047.15 302182100 EXPRESS SCRIPTS INC 335,537.00 28,827,998.65 30218U108 EXPRESSJET HOLDINGS INC 2,200.00 42,644.25 30224P101 EXTENDED STAY AMER INC 3,364.00 62,946.43 30224T871 EXTENDICARE INC CDA 3,617,199.00 47,926,747.43 30226D106 EXTREME NETWORKS INC 4,700.00 43,790.48 302284104 EXULT INC DEL 5,721.00 52,637.89 30231G102 EXXON MOBIL CORP 2,673,820.00 142,138,790.82 30241L109 FEI CO 350 10,176.47 302445101 FLIR SYS INC 1,979.00 93,343.74 302491303 F M C CORP 500 22,052.25 30249U101 FMC TECHNOLOGIES INC 84,271.00 2,537,351.36 302520101 FNB CORP PA 1,039.00 47,596.86 30253R101 FNX MNG CO INC 446,550.00 3,893,916.00 302571104 FPL GROUP INC 46,205.00 3,906,124.25 302930102 F N B CORP VA 500 19,189.91 302941109 FTI CONSULTING INC 675 20,384.92 303075105 FACTSET RESH SYS INC 5,900.00 291,323.54 303250104 FAIR ISAAC CORP 1,008.00 64,035.23 303726103 FAIRCHILD SEMICONDUCTOR INTL 1,400.00 45,174.48 305204109 FAIRMONT HOTELS RESORTS INC 1,040,002.00 36,655,404.14 306075102 FALCON PRODS INC 1,000.00 5,685.90 307000109 FAMILY DLR STORES INC 81,150.00 3,762,595.22 30744P102 FARGO ELECTRONICS INC 2,250.00 36,984.20 307675108 FARMER BROS CO 50 20,110.64 311900104 FASTENAL CO 12,500.00 806,687.07 313400301 FEDERAL HOME LN MTG CORP 251,883.00 18,982,915.46
313586109 FEDERAL NATL MTG ASSN 487,072.00 47,244,270.79 313747206 FEDERAL REALTY INVT TR 800 39,687.58 313855108 FEDERAL SIGNAL CORP 2,450.00 55,468.54 31410H101 FEDERATED DEPT STORES INC DE 21,289.00 1,296,579.77 314211103 FEDERATED INVS INC PA 70,833.00 2,687,436.61 31428X106 FEDEX CORP 111,382.00 9,715,770.43 31430F101 FELCOR LODGING TR INC 950 13,602.22 315405100 FERRO CORP 7,150.00 251,409.18 316326107 FIDELITY NATL FINL INC 4,416.00 221,301.02 316773100 FIFTH THIRD BANCORP 132,194.00 10,095,916.87 316869106 FILENET CORP 8,550.00 299,199.81 31787A101 FINISAR 19,100.00 77,254.58 317923100 FINISH LINE INC 1,700.00 65,838.85 31845F100 FIRST ADVANTAGE CORP 1,400.00 35,260.33 318522307 FIRST AMERN CORP CALIF 1,150.00 44,240.82 318672102 FIRST BANCORP P R 675 34,498.23 319383105 FIRST BUSEY CORP 1,100.00 38,379.83 319439105 FIRST CHARTER CORP 900 22,737.14 31946M103 FIRST CTZNS BANCSHARES INC N 600 94,228.29 319829107 FIRST COMWLTH FINL CORP PA 2,645.00 48,740.70 319960100 FIRST FED CAP CORP 1,500.00 43,652.21 319963104 FIRST DATA CORP 834,512.00 44,434,732.28 32006W106 FIRST DEFIANCE FINL CORP 1,250.00 43,048.08 320218100 FIRST FINL CORP IND 700 27,146.30 32054K103 FIRST INDUSTRIAL REALTY TRUS 650 28,348.73 320867104 FIRST MIDWEST BANCORP DEL 999 41,839.94 320960107 FIRST HEALTH GROUP CORP 1,600.00 40,235.50 33582V108 FIRST NIAGARA FINL GP INC 1,300.00 25,047.68 335847208 FIRST OAK BROOK BANCSHARES I 1,425.00 55,262.10 337162101 FIRST TENN NATL CORP 82,668.00 4,711,102.59 33761N109 FIRSTSERVICE CORP 1,334,950.00 35,376,175.00 33762X106 FIRSTBANK NW CORP 369 14,472.10 337738108 FISERV INC 320,463.00 16,361,814.52 337915102 FIRSTMERIT CORP 1,950.00 67,961.37 337930101 FLAGSTAR BANCORP INC 1,000.00 27,680.00 337932107 FIRSTENERGY CORP 175,971.00 8,004,428.07 338032204 FISHER SCIENTIFIC INTL INC 51,450.00 2,750,536.68
33832D106 FIVE STAR QUALITY CARE INC 2,275.00 12,935.42 339030108 FLEETBOSTON FINL CORP 176,208.00 9,940,623.79 340632108 FLORIDA EAST COAST INDS 1,294.00 55,348.88 341140101 FLORIDA ROCK INDS INC 575 40,755.95 343258109 FLORIDAFIRST BANCORP INC NEW 650 27,802.76 343412102 FLUOR CORP NEW 59,353.00 3,040,911.21 343498101 FLOWERS FOODS INC 1,687.00 56,244.66 34354P105 FLOWSERVE CORP 2,297.00 61,978.07 344849104 FOOT LOCKER INC 2,350.00 71,212.67 344912100 FOOTSTAR INC 3,100.00 15,783.54 345370860 FORD MTR CO DEL 253,244.00 5,238,250.60 345425102 FORDING CDN COAL TR 564 25,944.00 345550107 FOREST CITY ENTERPRISES INC 600 36,836.88 345838106 FOREST LABS INC 367,492.00 29,348,296.99 346091705 FOREST OIL CORP 8,025.00 296,279.65 346563109 FORRESTER RESH INC 1,950.00 45,030.39 349631101 FORTUNE BRANDS INC 34,015.00 3,142,829.25 349853101 FORWARD AIR CORP 4,200.00 149,254.88 349882100 FOSSIL INC 900 32,576.33 35063R100 FOUNDRY NETWORKS INC 2,454.00 86,763.53 35100E104 FOUR SEASONS HOTEL INC 284,524.00 18,872,476.92 35138T107 FOX ENTMT GROUP INC 6,821.00 256,940.85 352128201 FRANKFORT FIRST BANCORP INC 300 8,063.64 354613101 FRANKLIN RES INC 156,489.00 10,527,724.72 356108100 FREDS INC 650 26,022.04 356602102 FREEMARKETS INC 450 3,890.32 35671D857 FREEPORT-MCMORAN COPPER & GO 243,579.00 13,445,394.74 357288109 FREMONT GEN CORP 1,700.00 37,148.31 358434108 FRIEDMAN BILLINGS RAMSEY GRO 3,242.00 96,693.07 359065109 FRONTIER AIRLINES INC NEW 2,900.00 53,439.71 35914P105 FRONTIER OIL CORP 650 14,464.15 35952H106 FUELCELL ENERGY INC 200 3,359.85 359694106 FULLER H B CO 1,000.00 38,431.52 360271100 FULTON FINL CORP PA 2,405.00 68,093.24 360921100 FURNITURE BRANDS INTL INC 1,100.00 41,691.86 361268105 G & K SVCS INC 4,500.00 213,705.84 361448103 GATX CORP 1,100.00 39,772.87
36229U102 GSI LUMONICS INC 493,714.00 7,504,452.80 36238T104 GTC BIOTHERAPEUTICS INC 3,400.00 14,015.74 362418105 GABLES RESIDENTIAL TR 8,587.00 385,494.18 363576109 GALLAGHER ARTHUR J & CO 1,348.00 56,596.05 36466R101 GAMESTOP CORP 1,300.00 25,887.64 364730101 GANNETT INC 116,108.00 13,459,280.91 364760108 GAP INC DEL 199,209.00 5,975,042.07 366651107 GARTNER INC 2,600.00 37,999.90 366651206 GARTNER INC 1,750.00 24,604.44 367626108 GATEWAY INC 199,685.00 1,186,997.53 367905106 GAYLORD ENTMT CO NEW 1,404.00 54,157.42 36866T103 GEN-PROBE INC NEW 1,000.00 47,128.36 36866W106 GEMSTAR-TV GUIDE INTL INC 5,255.00 34,293.41 368682100 GENCORP INC 1,250.00 17,396.92 368689105 GENE LOGIC INC 1,300.00 8,718.81 368709101 GENENCOR INTL INC 2,550.00 51,899.99 368710406 GENENTECH INC 101,120.00 12,227,008.99 369385109 GENERAL COMMUNICATION INC 2,326.00 26,165.98 369550108 GENERAL DYNAMICS CORP 55,688.00 6,504,747.22 369604103 GENERAL ELEC CO 4,072,118.00 163,408,061.62 370021107 GENERAL GROWTH PPTYS INC 5,550.00 199,022.66 370334104 GENERAL MLS INC 262,043.00 15,339,715.53 370442105 GENERAL MTRS CORP 110,244.00 7,608,129.42 371532102 GENESCO INC 1,400.00 27,372.44 371901109 GENTEX CORP 1,200.00 68,478.91 37245M207 GENTA INC 2,905.00 39,079.00 372460105 GENUINE PARTS CO 101,092.00 4,370,778.53 372917104 GENZYME CORP 105,920.00 6,753,418.42 373200203 GEORGIA GULF CORP 1,400.00 52,248.25 373298108 GEORGIA PAC CORP 31,240.00 1,238,144.52 374276103 GETTY IMAGES INC 2,300.00 148,995.13 37476F103 GIBRALTAR STL CORP 1,600.00 52,000.14 375558103 GILEAD SCIENCES INC 394,870.00 29,667,222.64 375766102 GILLETTE CO 371,753.00 17,648,912.02 375916103 GILDAN ACTIVEWEAR INC 275,472.00 11,027,144.16 37637Q105 GLACIER BANCORP INC NEW 1,710.00 71,595.82 376775102 GLAMIS GOLD LTD 2,147,425.00 47,843,853.43
37733W105 GLAXOSMITHKLINE PLC 7,024.00 429,623.00 37803P105 GLENBOROUGH RLTY TR INC 6,400.00 164,994.48 379302102 GLIMCHER RLTY TR 900 26,028.50 379336100 GLOBAL INDS LTD 3,400.00 22,627.30 37936S109 GLOBAL PMT TECHNOLOGIES INC 3,500.00 15,151.63 37940X102 GLOBAL PMTS INC 6,050.00 368,389.46 37957V106 GLOBESPANVIRATA INC 3,033.00 23,046.04 38059T106 GOLD FIELDS LTD NEW 62 1,134.00 380956409 GOLDCORP INC NEW 4,020,793.00 83,421,068.96 38119T104 GOLDEN STAR RES LTD CDA 1,477,890.00 13,389,683.40 381317106 GOLDEN WEST FINL CORP DEL 18,630.00 2,484,259.79 38141G104 GOLDMAN SACHS GROUP INC 105,246.00 13,427,710.66 382388106 GOODRICH CORP 11,209.00 430,095.93 382550101 GOODYEAR TIRE & RUBR CO 115,473.00 1,172,888.07 382588101 GOODYS FAMILY CLOTHING INC 1,400.00 16,933.64 384109104 GRACO INC 44,900.00 2,326,683.21 384313102 GRAFTECH INTL LTD 186,050.00 3,245,712.02 384802104 GRAINGER W W INC 64,004.00 3,919,587.52 387328107 GRANITE CONSTR INC 2,250.00 68,298.64 38821G101 GRANT PRIDECO INC 18,685.00 314,376.90 390064103 GREAT ATLANTIC & PAC TEA INC 5,200.00 56,445.48 390124105 GREAT BASIN GOLD LTD 2,100.00 7,140.00 390568103 GREAT LAKES CHEM CORP 52,593.00 1,847,943.07 391164100 GREAT PLAINS ENERGY INC 1,700.00 69,902.97 391648102 GREATER BAY BANCORP 1,000.00 36,803.28 39167B102 GREATER CHINA FD INC 85,000.00 2,100,164.70 395384100 GREENPOINT FINL CORP 4,125.00 188,274.36 39787M108 GREY GLOBAL GROUP INC 28 24,714.80 397888108 GREY WOLF INC 7,700.00 37,214.22 398433102 GRIFFON CORP 1,485.00 38,878.76 398905109 GROUP 1 AUTOMOTIVE INC 400 18,706.61 39945C109 GROUPE CGI INC 3,631,774.00 29,417,369.30 400518106 GTECH HLDGS CORP 1,123.00 71,819.73 401617105 GUESS INC 4,400.00 68,628.81 401698105 GUIDANT CORP 51,349.00 3,994,675.19 402040109 GUITAR CTR MGMT INC 1,400.00 58,942.11 402629109 GULFMARK OFFSHORE INC 800 14,473.20
404119109 HCA INC 717,117.00 39,827,172.93 404132102 HCC INS HLDGS INC 2,000.00 82,187.10 40426W101 HRPT PPTYS TR 2,500.00 32,597.01 404280406 HSBC HLDGS PLC 162,883.00 16,843,923.00 405024100 HAEMONETICS CORP 850 26,241.07 405217100 HAIN CELESTIAL GROUP INC 600 17,995.87 406216101 HALLIBURTON CO 51,637.00 1,735,131.34 410120109 HANCOCK HLDG CO 375 26,444.28 41014S106 HANCOCK JOHN FINL SVCS INC 193,643.00 9,383,818.75 410768105 HANOVER COMPRESSOR CO 3,900.00 56,193.50 412693103 HARLAND JOHN H CO 700 24,694.90 412822108 HARLEY DAVIDSON INC 102,456.00 6,292,913.35 412824104 HARLEYSVILLE GROUP INC 2,900.00 74,538.28 413086109 HARMAN INTL INDS INC 3,600.00 344,162.36 413160102 HARMONIC INC 1,139.00 10,671.08 413619107 HARRAHS ENTMT INC 14,269.00 917,714.76 413875105 HARRIS CORP DEL 67,950.00 3,332,328.30 415864107 HARSCO CORP 7,750.00 438,854.56 416196103 HARTE-HANKS INC 1,275.00 35,835.71 416515104 HARTFORD FINL SVCS GROUP INC 95,825.00 7,309,715.14 418056107 HASBRO INC 50,624.00 1,392,113.42 419870100 HAWAIIAN ELEC INDUSTRIES 550 33,667.64 421915109 HEALTH CARE PPTY INVS INC 1,470.00 96,921.62 421933102 HEALTH MGMT ASSOC INC NEW 137,510.00 4,264,735.14 421946104 HEALTHCARE RLTY TR 1,000.00 46,197.94 42217K106 HEALTH CARE REIT INC 900 41,868.90 42219D308 HEALTHAXIS INC 1,670.00 6,474.17 42222G108 HEALTH NET INC 3,400.00 143,672.35 422317107 HEARST-ARGYLE TELEVISION INC 1,550.00 55,202.34 422347104 HEARTLAND EXPRESS INC 2,396.00 74,897.83 422819102 HEIDRICK & STRUGGLES INTL IN 1,150.00 32,396.71 423074103 HEINZ H J CO 53,076.00 2,499,435.50 423319102 HELIX TECHNOLOGY CORP 1,050.00 27,924.23 423452101 HELMERICH & PAYNE INC 650 23,460.15 426281101 HENRY JACK & ASSOC INC 10,600.00 281,901.76 427056106 HERCULES INC 107,765.00 1,699,036.09 42725M107 HERITAGE PPTY INVT TR INC 1,450.00 53,308.54
427866108 HERSHEY FOODS CORP 22,011.00 2,189,881.60 42822Q100 HEWITT ASSOCS INC 69,000.00 2,666,040.97 428236103 HEWLETT PACKARD CO 768,527.00 22,817,302.29 428656102 HIBERNIA CORP 2,350.00 71,394.87 429060106 HICKORY TECH CORP 1,450.00 21,454.58 431284108 HIGHWOODS PPTYS INC 900 29,540.84 431294107 HILB ROGAL & HAMILTON CO 1,589.00 65,852.07 431573104 HILLENBRAND INDS INC 1,050.00 84,206.89 432848109 HILTON HOTELS CORP 87,809.00 1,943,761.32 433245107 HINES HORTICULTURE INC 1,950.00 11,087.51 433578507 HITACHI LIMITED 26 2,049.00 435569108 HOLLINGER INTL INC 2,865.00 57,829.87 436141105 HOLLYWOOD ENTMT CORP 3,036.00 53,944.98 436926109 HOME FED BANCORP 700 25,490.92 437076102 HOME DEPOT INC 1,433,149.00 66,000,037.83 437306103 HOME PPTYS N Y INC 700 36,535.78 437852106 HOMESTORE INC 3,750.00 22,921.28 438516106 HONEYWELL INTL INC 418,596.00 18,083,312.68 439104100 HOOPER HOLMES INC 11,600.00 92,638.82 440327104 HORACE MANN EDUCATORS CORP N 10,850.00 195,872.14 440452100 HORMEL FOODS CORP 2,200.00 73,376.54 44106M102 HOSPITALITY PPTYS TR 1,350.00 72,014.51 44107P104 HOST MARRIOTT CORP NEW 8,123.00 129,364.14 441339108 HOT TOPIC INC 1,050.00 39,973.17 442120101 HOUSTON EXPL CO 1,600.00 75,508.75 442487203 HOVNANIAN ENTERPRISES INC 400 45,001.31 443510201 HUBBELL INC 10,960.00 624,590.95 443683107 HUDSON CITY BANCORP 3,650.00 180,084.08 444165104 HUDSON UNITED BANCORP 1,100.00 52,523.50 444482103 HUGHES SUPPLY INC 550 35,266.79 444717102 HUGOTON RTY TR TEX 2,200.00 62,203.75 444859102 HUMANA INC 101,370.00 2,993,244.49 444903108 HUMAN GENOME SCIENCES INC 205,650.00 3,521,256.11 44544R101 HUMMINGBIRD INC 316,073.00 8,780,507.94 445658107 HUNT J B TRANS SVCS INC 1,200.00 41,884.41 446150104 HUNTINGTON BANCSHARES INC 105,811.00 3,076,520.96 448407106 HUTCHINSON TECHNOLOGY INC 8,600.00 341,624.38
448774109 HYDRIL CO 2,300.00 71,124.15 44914M104 HYPERION SOLUTIONS CORP 950 37,000.99 449293109 ICO INC NEW 18,050.00 31,722.15 449295104 ICOS CORP 11,450.00 610,789.72 44930G107 ICU MED INC 400 17,719.33 44936D108 ID BIOMEDICAL CORP 516,084.00 7,973,497.80 449536101 IGEN INC 1,000.00 76,126.45 449669100 IMC GLOBAL INC 104,050.00 1,335,174.03 449681105 IMCO RECYCLING INC 2,200.00 28,116.78 449934108 IMS HEALTH INC 183,317.00 5,889,120.03 45031U101 ISTAR FINL INC 1,900.00 95,510.20 45068B109 ITT EDUCATIONAL SERVICES INC 1,100.00 66,766.68 45069F109 ITXC CORP 700 3,907.76 45071R109 IXIA 1,100.00 16,631.26 450828108 IBERIABANK CORP 441 33,623.05 450911102 ITT INDS INC IND 44,219.00 4,240,508.02 450913108 IAMGOLD CORP 3,957,040.00 35,692,500.80 451107106 IDACORP INC 1,873.00 72,417.90 45167R104 IDEX CORP 2,500.00 134,361.69 45168D104 IDEXX LABS INC 500 29,902.67 451713101 IKON OFFICE SOLUTIONS INC 6,225.00 95,404.88 451923106 ILEX ONCOLOGY INC 2,050.00 56,293.64 452308109 ILLINOIS TOOL WKS INC 45,692.00 4,954,506.81 45245A107 IMATION CORP 800 36,338.07 45245W109 IMCLONE SYS INC 171,007.00 8,764,217.34 452907108 IMMUNOMEDICS INC 1,900.00 11,196.05 453038408 IMPERIAL OIL LTD 1,893,574.00 108,937,312.22 453235103 INAMED CORP 750 46,579.15 453258402 INCO LTD 3,819,079.00 197,583,889.18 45337C102 INCYTE CORP 2,400.00 21,213.58 453414104 INDEPENDENCE CMNTY BK CORP 1,300.00 60,426.90 454072109 INDEVUS PHARMACEUTICALS INC 76,100.00 579,223.93 456607100 INDYMAC BANCORP INC 2,950.00 114,445.38 45662N103 INFINEON TECHNOLOGIES AG 72 1,295.00 45662V105 INET TECHNOLOGIES INC 2,000.00 31,014.00 45665Q103 INFINITY PPTY & CAS CORP 4,000.00 170,835.45 45666Q102 INFORMATICA CORP 88,800.00 1,181,943.54
45666T106 INFONET SVCS CORP 13,450.00 29,547.30 45678T201 INFOSPACE INC 553 16,471.86 456818301 INFOUSA INC NEW 135,450.00 1,298,761.65 456837103 ING GROUP N V 225,980.00 6,940,687.00 457153104 INGRAM MICRO INC 3,350.00 68,831.70 457652105 INPUT/OUTPUT INC 2,100.00 12,238.90 45765U103 INSIGHT ENTERPRISES INC 1,675.00 40,692.95 457660108 INSITE VISION INC 2,600.00 1,915.11 457667103 INSITUFORM TECHNOLOGIES INC 4,450.00 94,883.46 4576J0104 INNKEEPERS USA TR 2,200.00 23,795.49 457733103 INSPIRE PHARMACEUTICALS INC 26,800.00 490,393.37 457985208 INTEGRA LIFESCIENCES HLDGS C 15,600.00 577,155.03 45809K202 INSWEB CORP 1,091.00 6,499.38 45810H107 INTEGRAL SYS INC MD 1,000.00 27,809.22 45810N302 INTEGRAMED AMER INC 2,700.00 21,806.72 458118106 INTEGRATED DEVICE TECHNOLOGY 2,200.00 48,813.45 45811K208 INTEGRATED CIRCUIT SYS INC 20,600.00 758,413.77 458140100 INTEL CORP 2,200,958.00 91,841,497.56 45840J107 INTERACTIVE DATA CORP 1,416.00 30,323.54 45840Q101 INTERACTIVECORP 213,996.00 9,382,877.71 45840Q127 INTERACTIVECORP 324 17,878.02 458665106 INTERFACE INC 2,150.00 15,364.21 45866A105 INTERDIGITAL COMMUNICATIONS 2,350.00 62,679.29 458683109 INTERGRAPH CORP 2,000.00 61,821.24 45884X103 INTERMUNE INC 500 14,964.26 45885A102 INTERNAP NETWORK SVCS CORP 3,900.00 12,347.45 459044103 INTERNATIONAL BANCSHARES COR 781 47,586.01 459200101 INTERNATIONAL BUSINESS MACHS 694,074.00 83,486,596.57 459506101 INTERNATIONAL FLAVORS&FRAGRA 137,354.00 6,198,150.07 459902102 INTERNATIONAL GAME TECHNOLOG 331,904.00 15,311,835.10 460043102 INTERNATIONAL MULTIFOODS COR 600 13,956.30 460146103 INTL PAPER CO 169,796.00 9,489,738.05 460254105 INTERNATIONAL RECTIFIER CORP 1,150.00 73,427.58 460321201 INTERNATIONAL SHIPHOLDING CO 700 13,342.48 460335201 INTERNATIONAL SPEEDWAY CORP 1,050.00 60,597.48 46059C106 INTERNET CAP GROUP INC 12,800.00 5,706.58 46060X107 INTERNET SEC SYS INC 6,400.00 155,731.63
46062R108 INTERPOOL INC 1,200.00 23,648.18 460690100 INTERPUBLIC GROUP COS INC 314,488.00 6,339,845.79 46069S109 INTERSIL CORP 137,008.00 4,399,657.41 46072H108 INTERSTATE BAKERIES CORP DEL 800 14,710.97 460915200 INTRAWEST CORPORATION 574,172.00 13,722,710.80 460919103 INTERTAPE POLYMER GROUP INC 411,639.00 6,787,927.11 461202103 INTUIT 341,089.00 23,321,260.30 461203101 INVACARE CORP 700 36,517.69 46120E602 INTUITIVE SURGICAL INC 1,182.00 26,103.94 46126P106 INVERNESS MED INNOVATIONS IN 1,720.00 48,409.75 46145F105 INVESTMENT TECHNOLOGY GRP NE 1,150.00 24,000.31 461730103 INVESTORS REAL ESTATE TR 3,850.00 49,254.11 46185R100 INVITROGEN CORP 78,264.00 7,079,565.78 461915100 INVESTORS FINL SERVICES CORP 30,850.00 1,531,249.69 462030305 IOMEGA CORP 1,140.00 8,809.53 462218108 IONICS INC 7,000.00 288,107.14 462622101 IPSCO INC 1,403,009.00 33,742,366.45 462846106 IRON MTN INC PA 64,675.00 3,304,605.67 464119106 IRWIN FINL CORP 700 28,403.66 464286103 ISHARES INC 400 7,011.00 464286699 ISHARES INC 2,000.00 40,882.00 464286707 ISHARES INC 700 18,671.00 464286749 ISHARES INC 400 7,736.00 464286806 ISHARES INC 1,300.00 27,613.00 464286814 ISHARES INC 200 4,293.00 464286848 ISHARES INC 6,606.00 83,550.00 464286855 ISHARES INC 300 7,762.00 464286871 ISHARES INC 400 5,248.00 464287465 ISHARES TR 30,100.00 5,311,678.40 464287861 ISHARES TR 7,110.00 591,695.80 464330109 ISIS PHARMACEUTICALS INC 600 5,039.78 465790103 IVANHOE ENERGY INC 1,277,950.00 6,198,057.50 465823102 IVAX CORP 275,537.00 8,502,777.00 46612J101 JDS UNIPHASE CORP 999,152.00 4,713,022.87 46625H100 J P MORGAN CHASE & CO 568,055.00 27,015,959.49 46626E205 J2 GLOBAL COMMUNICATIONS INC 1,331.00 42,604.02 466313103 JABIL CIRCUIT INC 112,692.00 4,121,222.52
466367109 JACK IN THE BOX INC 750 20,701.85 469814107 JACOBS ENGR GROUP INC DEL 1,000.00 62,040.92 469865109 JACUZZI BRANDS INC 1,600.00 14,659.28 47102X105 JANUS CAP GROUP INC 63,233.00 1,340,907.79 471109108 JARDEN CORP 2,550.00 90,091.79 472319102 JEFFERIES GROUP INC NEW 1,000.00 42,670.10 475070108 JEFFERSON PILOT CORP 156,891.00 10,345,079.89 477143101 JETBLUE AWYS CORP 39,912.00 1,367,803.00 478160104 JOHNSON & JOHNSON 2,005,369.00 134,360,551.73 478366107 JOHNSON CTLS INC 10,668.00 1,600,798.15 480074103 JONES APPAREL GROUP INC 171,781.00 7,820,496.24 481138105 JOURNAL REGISTER CO 900 24,074.62 481165108 JOY GLOBAL INC 1,900.00 64,205.44 48203R104 JUNIPER NETWORKS INC 68,750.00 1,659,572.06 482480100 KLA-TENCOR CORP 99,856.00 7,570,713.20 482686102 K-SWISS INC 21,000.00 652,922.24 48268K101 KT CORP 60 1,501.00 482740206 K V PHARMACEUTICAL CO 1,612.00 53,119.23 48282T104 KADANT INC 52 1,454.82 483600300 KANA SOFTWARE INC 255 1,110.50 485170302 KANSAS CITY SOUTHERN 214,150.00 3,962,850.04 486665102 KEANE INC 4,003.00 75,730.92 48666K109 KB HOME 5,433.00 509,147.99 487836108 KELLOGG CO 53,039.00 2,610,125.18 488044108 KELLWOOD CO 1,150.00 60,929.59 488152208 KELLY SVCS INC 2,251.00 83,018.71 488360108 KEMET CORP 14,905.00 263,682.90 489170100 KENNAMETAL INC 500 25,683.47 490057106 KENSEY NASH CORP 1,450.00 43,564.98 492386107 KERR MCGEE CORP 20,060.00 1,205,138.65 492914106 KEY ENERGY SVCS INC 6,400.00 85,267.82 493267108 KEYCORP NEW 63,237.00 2,395,972.14 493308100 KEYNOTE SYS INC 1,200.00 18,453.33 49337W100 KEYSPAN CORP 112,123.00 5,331,986.83 49338N109 KEYSTONE AUTOMOTIVE INDS INC 4,200.00 137,640.13 493732101 KFORCE INC 3,400.00 41,036.69 494274103 KIMBALL INTL INC 1,500.00 30,141.73
49427F108 KILROY RLTY CORP 600 25,392.71 494368103 KIMBERLY CLARK CORP 612,923.00 46,864,120.25 49446R109 KIMCO REALTY CORP 1,950.00 112,764.97 49455P101 KINDER MORGAN INC KANS 79,931.00 6,104,488.33 49455U100 KINDER MORGAN MANAGEMENT LLC 996 55,293.00 494580103 KINDRED HEALTHCARE INC 300 20,151.35 495582108 KING PHARMACEUTICALS INC 154,454.00 3,045,791.96 496902206 KINROSS GOLD CORP 6,779,020.00 69,959,486.40 496904103 KINGSWAY FINL SVCS INC 3,006,295.00 43,892,312.86 497266106 KIRBY CORP 500 22,536.84 498780105 KMART HLDG CORPORATION 1,736.00 53,728.14 499040103 KNIGHT RIDDER INC 23,926.00 2,392,154.57 499063105 KNIGHT TRADING GROUP INC 4,545.00 85,984.76 499064103 KNIGHT TRANSN INC 8,962.00 297,056.36 500255104 KOHLS CORP 159,769.00 9,279,086.63 500467303 KONINKLIJKE AHOLD N V 91 926 500472303 KONINKLIJKE PHILIPS ELECTRS 435 16,602.00 500600101 KOPIN CORP 600 5,202.60 500634100 KOREA FD 39,000.00 924,798.71 500643200 KORN FERRY INTL 2,400.00 41,372.68 500648100 KOS PHARMACEUTICALS INC 500 27,809.22 50064W107 KOSAN BIOSCIENCES INC 3,700.00 47,143.86 50075N104 KRAFT FOODS INC 70,300.00 2,927,318.21 501014104 KRISPY KREME DOUGHNUTS INC 800 37,837.08 501044101 KROGER CO 274,822.00 6,573,739.75 501049100 KROLL INC 1,600.00 53,757.60 501052104 KRONOS INC 10,550.00 540,012.54 501242101 KULICKE & SOFFA INDS INC 2,400.00 44,598.13 501940100 LNR PPTY CORP 800 51,183.44 502079106 LMI AEROSPACE INC 2,500.00 6,461.25 502161102 LSI LOGIC CORP 244,023.00 2,797,054.46 50216C108 LSI INDS INC 3,562.00 62,140.43 502424104 L-3 COMMUNICATIONS HLDGS INC 21,500.00 1,426,954.14 50419U202 LA QUINTA CORP 5,550.00 45,972.44 505336107 LA Z BOY INC 1,400.00 37,955.97 50540L105 LABONE INC NEW 15,300.00 641,978.17 50540R409 LABORATORY CORP AMER HLDGS 176,550.00 8,430,021.95
505447102 LABRANCHE & CO INC 850 12,818.47 505754200 LADISH INC 2,800.00 29,348.03 505861401 LAFARGE COPPEE S A 71 2,084.00 505862102 LAFARGE NORTH AMERICA INC 2,508.00 132,450.17 512807108 LAM RESEARCH CORP 2,198.00 91,743.81 512815101 LAMAR ADVERTISING CO 92,311.00 4,451,861.37 513847103 LANCASTER COLONY CORP 700 40,850.61 514606102 LANCE INC 1,900.00 36,902.78 514936103 LANDAMERICA FINL GROUP INC 1,292.00 87,422.67 515098101 LANDSTAR SYS INC 1,400.00 68,820.07 517942108 LASALLE HOTEL PPTYS 1,900.00 45,545.35 518415104 LATTICE SEMICONDUCTOR CORP 188,400.00 2,356,691.83 518439104 LAUDER ESTEE COS INC 313,046.00 15,926,903.81 520776105 LAWSON PRODS INC 900 38,589.17 521050104 LAYNE CHRISTENSEN CO 2,100.00 31,886.27 52186N106 LEAPFROG ENTERPRISES INC 600 20,570.04 522015106 LEARNING TREE INTL INC 400 8,988.89 523768109 LEE ENTERPRISES INC 700 39,484.70 524660107 LEGGETT & PLATT INC 121,783.00 3,404,001.39 524901105 LEGG MASON INC 39,450.00 3,934,579.48 524908100 LEHMAN BROS HLDGS INC 96,172.00 9,662,097.97 526057104 LENNAR CORP 1,975.00 245,010.60 526107107 LENNOX INTL INC 3,050.00 65,820.75 527288104 LEUCADIA NATL CORP 3,242.00 193,134.77 52729N100 LEVEL 3 COMMUNICATIONS INC 17,850.00 131,479.98 52886P104 LEXAR MEDIA INC 1,200.00 27,028.70 528872104 LEXICON GENETICS INC 1,750.00 13,319.87 529043101 LEXINGTON CORP PPTYS TR 1,700.00 44,353.90 529771107 LEXMARK INTL NEW 105,315.00 10,702,828.26 530154103 LIBERTE INVS INC DEL 5,500.00 50,178.07 530370105 LIBERTY CORP S C 600 35,038.07 530718105 LIBERTY MEDIA CORP NEW 262,544.00 4,034,681.32 531172104 LIBERTY PPTY TR 1,200.00 60,322.23 53215R100 LIFEPOINT INC 4,800.00 2,419.09 532192101 LIFELINE SYS INC 4,600.00 112,942.65 53219L109 LIFEPOINT HOSPITALS INC 3,041.00 115,730.61 53220K207 LIGAND PHARMACEUTICALS INC 44,951.00 853,311.69
532226107 LIGHTBRIDGE INC 657 7,725.98 532257805 LIGHTPATH TECHNOLOGIES INC 150 540.81 532457108 LILLY ELI & CO 263,514.00 23,950,440.69 532716107 LIMITED BRANDS INC 83,594.00 1,948,059.05 532791100 LINCARE HLDGS INC 2,700.00 104,776.92 533900106 LINCOLN ELEC HLDGS INC 1,200.00 38,364.32 534187109 LINCOLN NATL CORP IND 374,649.00 19,579,097.99 535555106 LINDSAY MFG CO 6,500.00 212,090.53 535678106 LINEAR TECHNOLOGY CORP 64,044.00 3,481,749.35 535679104 LINENS N THINGS INC 5,200.00 202,128.57 537008104 LITTELFUSE INC 6,500.00 242,077.19 539320101 LIZ CLAIBORNE INC 28,802.00 1,319,799.37 539830109 LOCKHEED MARTIN CORP 366,344.00 24,333,365.85 540211109 LODGENET ENTMT CORP 1,500.00 35,433.50 540424108 LOEWS CORP 90,582.00 5,788,396.17 542312103 LONE STAR TECHNOLOGIES INC 2,300.00 47,495.36 543162101 LONGS DRUG STORES CORP 2,505.00 80,085.51 543213102 LONGVIEW FIBRE CO 5,300.00 84,584.22 546347105 LOUISIANA PAC CORP 221,765.00 5,123,975.68 548661107 LOWES COS INC 269,009.00 19,439,548.56 549271104 LUBRIZOL CORP 900 37,821.57 549463107 LUCENT TECHNOLOGIES INC 610,796.00 2,242,150.18 55027E102 LUMINEX CORP DEL 1,100.00 13,333.44 550819106 LYDALL INC DEL 1,550.00 20,410.44 551146103 LYNCH INTERACTIVE CORP 700 21,574.11 552078107 LYONDELL CHEMICAL CO 1,900.00 41,616.91 55261F104 M & T BK CORP 2,865.00 363,935.73 55261R108 MAF BANCORP INC 910 49,272.20 55262C100 MBIA INC 17,986.00 1,376,647.85 55262L100 MBNA CORP 275,599.00 8,850,833.07 55264U108 MB FINANCIAL INC NEW 600 28,222.74 552676108 M D C HLDGS INC 484 40,341.46 552690109 MDU RES GROUP INC 2,191.00 67,413.72 55269P302 MDS INC 3,611,625.00 72,160,267.50 552715104 MEMC ELECTR MATLS INC 3,700.00 45,996.35 552848103 MGIC INVT CORP WIS 12,592.00 926,528.36 552880106 MGI PHARMA INC 58,599.00 3,116,228.33
552953101 MGM MIRAGE 17,454.00 848,290.98 55304X104 MI DEVS INC 911,012.00 32,841,982.60 55306N104 MKS INSTRUMENT INC 11,153.00 417,961.47 55308X308 MKTG SERVICES INC 73 342 553409103 MPS GROUP INC 19,410.00 234,522.06 553477100 MRV COMMUNICATIONS INC 5,066.00 24,614.98 554273102 MACDERMID INC 3,100.00 137,164.58 554382101 MACERICH CO 1,018.00 58,540.22 554489104 MACK CALI RLTY CORP 900 48,405.10 555904101 MACROVISION CORP 2,770.00 80,861.64 556100105 MACROMEDIA INC 77,550.00 1,787,817.54 559080106 MAGELLAN MIDSTREAM PRTNRS LP 950 61,381.88 559181102 MAGMA DESIGN AUTOMATION 2,100.00 63,338.34 559211107 MAGNA ENTMT CORP 40,826.00 267,387.42 559222401 MAGNA INTL INC 1,689,600.00 175,785,150.86 55972F203 MAGNUM HUNTER RES INC 5,375.00 66,054.97 559775101 MAGUIRE PPTYS INC 1,743.00 54,733.12 562567107 MANDALAY RESORT GROUP 1,050.00 60,678.89 562750109 MANHATTAN ASSOCS INC 1,650.00 58,934.35 564055101 MANOR CARE INC NEW 109,652.00 4,898,492.84 56418H100 MANPOWER INC 67,601.00 4,112,787.19 564682102 MANUFACTURED HOME CMNTYS INC 3,100.00 150,824.96 565011103 MANUGISTICS GROUP INC 2,500.00 20,191.41 56501R106 MANULIFE FINL CORP 11,304,061.00 473,074,952.95 565849106 MARATHON OIL CORP 58,294.00 2,492,683.65 567908108 MARINEMAX INC 3,500.00 87,879.46 570535104 MARKEL CORP 750 245,698.72 571748102 MARSH & MCLENNAN COS INC 538,177.00 33,388,700.99 571834100 MARSHALL & ILSLEY CORP 29,934.00 1,479,594.59 571903202 MARRIOTT INTL INC NEW 25,814.00 1,541,146.14 572901106 MARTEK BIOSCIENCES CORP 22,700.00 1,905,834.85 573284106 MARTIN MARIETTA MATLS INC 850 51,592.44 57383M108 MARVEL ENTERPRISES INC 1,250.00 47,021.75 574599106 MASCO CORP 62,527.00 2,214,742.13 575384102 MASONITE INTL CORP 1,386,017.00 47,956,188.20 576206106 MASSEY ENERGY CORP 2,924.00 78,891.36 576674105 MATERIAL SCIENCES CORP 4,400.00 57,484.45
57685P304 MATRIXONE INC 82,008.00 328,670.19 576879209 MATSUSHITA ELEC INDL 287,971.00 5,266,749.00 577081102 MATTEL INC 177,812.00 4,427,813.52 577128101 MATTHEWS INTL CORP 7,600.00 290,606.35 577729205 MAXTOR CORP 4,232.00 60,703.70 57772K101 MAXIM INTEGRATED PRODS INC 233,043.00 14,997,260.87 577776107 MAXYGEN INC 1,100.00 15,110.28 577778103 MAY DEPT STORES CO 58,158.00 2,184,746.42 577914104 MAVERICK TUBE CORP 800 19,900.65 577933104 MAXIMUS INC 4,700.00 237,658.99 578592107 MAYTAG CORP 39,600.00 1,425,170.84 579489105 MCCLATCHY CO 750 66,680.10 579780206 MCCORMICK & CO INC 76,897.00 2,991,041.48 580031201 MCDATA CORP 4,237.00 52,180.31 580135101 MCDONALDS CORP 273,076.00 8,764,096.90 580645109 MCGRAW HILL COS INC 219,311.00 19,843,762.75 58155Q103 MCKESSON CORP 128,506.00 5,340,550.01 583334107 MEADWESTVACO CORP 81,270.00 3,124,379.44 583538103 MECHANICAL TECHNOLOGY INC 1,250.00 8,835.76 583916101 MEDAREX INC 42,900.00 345,375.78 58405U102 MEDCO HEALTH SOLUTIONS INC 55,725.00 2,447,738.44 584404107 MEDIA GEN INC 300 25,237.64 58463F104 MEDICAL STAFFING NETWK HLDGS 650 9,197.59 584688105 MEDICINES CO 157,521.00 5,996,774.85 584690309 MEDICIS PHARMACEUTICAL CORP 600 55,282.46 584699102 MEDIMMUNE INC 461,043.00 15,132,883.55 584949101 MEDQUIST INC 600 12,452.12 58500P107 MEDIS TECHNOLOGIES LTD 4,000.00 55,308.30 585055106 MEDTRONIC INC 260,627.00 16,374,728.48 58551A108 MELLON FINL CORP 611,894.00 25,428,934.18 586002107 MEMBERWORKS INC 1,300.00 45,643.56 587118100 MENS WEARHOUSE INC 750 24,239.38 587188103 MENTOR CORP MINN 1,400.00 43,528.15 587200106 MENTOR GRAPHICS CORP 2,927.00 54,996.33 587405101 MERCANTILE BANKSHARES CORP 15,720.00 925,919.87 589331107 MERCK & CO INC 537,927.00 32,116,837.36 589378108 MERCURY COMPUTER SYS 6,150.00 197,888.71
589400100 MERCURY GENL CORP NEW 950 57,146.53 589405109 MERCURY INTERACTIVE CORP 158,411.00 9,956,929.75 589433101 MEREDITH CORP 35,696.00 2,251,515.30 589584101 MERIDIAN BIOSCIENCE INC 2,800.00 37,738.87 58977Q109 MERIDIAN RESOURCE CORP 22,680.00 174,090.89 58984Y103 MERISTAR HOSPITALITY CORP 3,000.00 25,237.64 589975101 MERIDIAN GOLD INC 1,654,860.00 31,325,858.44 590188108 MERRILL LYNCH & CO INC 544,620.00 41,297,780.04 59139P104 METASOLV INC 2,200.00 6,908.37 59151K108 METHANEX CORP 1,838,020.00 26,706,430.60 591520200 METHODE ELECTRS INC 167,200.00 2,642,465.17 59156R108 METLIFE INC 100,820.00 4,386,710.59 591598107 METRIS COS INC 5,950.00 34,138.66 591610100 METRO GOLDWYN MAYER INC 3,600.00 79,504.39 594087108 MICHAELS STORES INC 1,019.00 58,202.68 594793101 MICREL INC 2,200.00 44,293.16 594918104 MICROSOFT CORP 5,172,310.00 184,447,385.98 595017104 MICROCHIP TECHNOLOGY INC 206,112.00 8,885,377.02 595094103 MICROMUSE INC 1,000.00 8,916.53 595112103 MICRON TECHNOLOGY INC 397,074.00 6,911,752.08 595137100 MICROSEMI CORP 800 25,410.80 59523C107 MID ATLANTIC MED SVCS INC 4,615.00 386,449.95 595635103 MIDCAP SPDR TR 145 20,085.00 597486109 MIDLAND CO 1,450.00 44,258.27 597911106 MIDWEST EXPRESS HLDGS INC 3,200.00 17,409.19 599902103 MILLENNIUM PHARMACEUTICALS I 170,731.00 4,119,292.44 599903101 MILLENNIUM CHEMICALS INC 1,150.00 18,843.59 60032R106 MILLEA HOLDINGS INC 15 1,326.00 600544100 MILLER HERMAN INC 9,600.00 301,083.91 601073109 MILLIPORE CORP 88,441.00 4,920,093.34 601148109 MILLS CORP 600 34,115.40 602682106 MINDSPEED TECHNOLOGIES INC 1,600.00 14,163.06 602720104 MINE SAFETY APPLIANCES CO 1,050.00 107,884.14 603158106 MINERALS TECHNOLOGIES INC 5,800.00 444,081.72 60466E100 MIRAMAR MINING CORP 2,425,400.00 8,125,090.00 606816106 MITSUBISHI TOKYO FINL GROUP 268 2,753.00 607828100 MODINE MFG CO 1,386.00 48,322.76
608190104 MOHAWK INDS INC 1,284.00 117,043.42 60851C107 MOLECULAR DEVICES CORP 8,050.00 197,545.61 608554101 MOLEX INC 22,507.00 1,014,764.15 608554200 MOLEX INC 19,000.00 720,868.74 60886R103 MONACO COACH CORP 1,975.00 60,742.21 609200100 MONDAVI ROBERT CORP 850 42,662.34 610236101 MONRO MUFFLER BRAKE INC 1,275.00 32,968.85 61166W101 MONSANTO CO NEW 31,675.00 1,178,039.15 611742107 MONSTER WORLDWIDE INC 159,326.00 4,521,322.95 615337102 MONY GROUP INC 700 28,304.15 615369105 MOODYS CORP 17,664.00 1,382,132.71 615857109 MOORE WALLACE INC 2,010,730.00 48,679,773.30 617446448 MORGAN STANLEY 346,443.00 26,023,385.26 61745C105 MORGAN STANLEY INDIA INVS FD 42,936.00 1,473,101.42 619903107 MOTHERS WK INC 1,100.00 34,683.99 620076109 MOTOROLA INC 592,967.00 10,783,711.41 624756102 MUELLER INDS INC 1,450.00 64,382.48 625453105 MULTIMEDIA GAMES INC 79,200.00 4,206,428.82 626717102 MURPHY OIL CORP 43,200.00 3,645,943.81 62852P103 MYKROLIS CORP 11,688.00 242,869.39 628530107 MYLAN LABS INC 85,012.00 2,774,981.68 62855J104 MYRIAD GENETICS INC 39,850.00 662,240.65 628782104 NBTY INC 1,100.00 38,180.82 62886E108 NCR CORP NEW 46,316.00 2,322,251.82 62913F201 NII HLDGS INC 14,500.00 1,398,388.95 629156407 NL INDS INC 900 13,607.39 629248105 NMS COMMUNICATIONS CORP 300 2,419.09 629337106 NN INC 1,300.00 21,150.26 62936P103 NPS PHARMACEUTICALS INC 109,800.00 4,361,669.39 62940M104 NTL INC DEL 63,378.00 5,712,540.39 62940M138 NTL INC DEL 39 491.38 62942M201 NTT DOCOMO INC 103,409.00 3,106,883.00 62944T105 NVR INC 150 90,328.28 629519109 NABI BIOPHARMACEUTICALS 4,300.00 70,625.34 631100104 NASDAQ 100 TR 2,071.00 98,958.00 631158102 NASH FINCH CO 1,050.00 30,312.31 635405103 NATIONAL CITY CORP 302,357.00 13,261,065.09
63545P104 NATIONAL COMMERCE FINL CORP 7,074.00 250,300.57 636180101 NATIONAL FUEL GAS CO N J 1,200.00 37,899.11 636274102 NATIONAL GRID TRANSCO PLC 50,641.00 2,408,471.00 636518102 NATIONAL INSTRS CORP 950 55,820.68 637071101 NATIONAL-OILWELL INC 15,824.00 457,229.89 637229105 NATIONAL PROCESSING INC 1,100.00 33,475.74 637640103 NATIONAL SEMICONDUCTOR CORP 185,241.00 9,435,274.83 638522102 NATIONAL WESTN LIFE INS CO 150 30,015.74 638539882 NATIONAL WESTMINSTER BK PLC 1,900.00 65,436.00 638612101 NATIONWIDE FINL SVCS INC 63,300.00 2,704,288.99 638620104 NATIONWIDE HEALTH PPTYS INC 1,100.00 27,789.84 63910B102 NAUTILUS GROUP INC 600 10,893.67 63934E108 NAVISTAR INTL CORP NEW 45,153.00 2,794,331.91 639480102 NDCHEALTH CORP 1,100.00 36,418.19 640204202 NEIMAN MARCUS GROUP INC 4,100.00 284,355.74 640268108 NEKTAR THERAPEUTICS 106,500.00 1,873,205.39 640520300 NEORX CORP 65,300.00 351,037.13 640919106 NEOPHARM INC 759 17,968.58 640938106 NETWORKS ASSOCS INC 295,250.00 5,738,313.66 64110P107 NETEGRITY INC 6,957.00 92,688.79 64115P102 NETIQ CORP 6,800.00 116,431.73 64120L104 NETWORK APPLIANCE INC 158,074.00 4,194,091.35 64125C109 NEUROCRINE BIOSCIENCES INC 121,200.00 8,542,092.98 64352D101 NEW CENTURY FINANCIAL CORP 750 38,447.67 643872104 NEW ENGLAND BUSINESS SVC INC 5,600.00 213,479.70 644383101 NEW FOCUS INC 7,900.00 51,743.58 644398109 NEW FRONTIER MEDIA INC 2,200.00 26,297.29 645526104 NEW HORIZONS WORLDWIDE INC 3,500.00 25,730.64 646025106 NEW JERSEY RES 500 24,882.27 648053106 NEW PLAN EXCEL RLTY TR INC 1,350.00 43,037.74 649445103 NEW YORK CMNTY BANCORP INC 3,696.00 181,732.74 650111107 NEW YORK TIMES CO 119,983.00 7,409,745.44 651229106 NEWELL RUBBERMAID INC 164,875.00 4,851,369.80 651290108 NEWFIELD EXPL CO 800 46,045.45 651426108 NEWHALL LAND & FARMING CO CA 500 26,090.53 651639106 NEWMONT MINING CORP 1,111,586.00 70,110,235.88 651718504 NEWPARK RES INC 2,500.00 15,474.69
651824104 NEWPORT CORP 5,800.00 123,893.18 652487802 NEWS CORP LTD 31,706.00 1,258,345.00 65332V103 NEXTEL COMMUNICATIONS INC 705,039.00 25,675,664.95 65333F107 NEXTEL PARTNERS INC 231,300.00 4,020,170.37 65334H102 NEXEN INC 2,454,960.00 115,186,723.20 654086107 NICOR INC 6,034.00 265,424.74 654106103 NIKE INC 45,875.00 4,058,443.57 65440K106 99 CENTS ONLY STORES 19,399.00 682,611.39 654624105 NIPPON TELEG & TEL CORP 154 4,962.00 65473P105 NISOURCE INC 70,111.00 1,987,784.60 654744408 NISSAN MOTORS 17,755.00 523,192.00 654902204 NOKIA CORP 226,658.00 5,055,348.00 655044105 NOBLE ENERGY INC 6,350.00 364,583.14 655286102 NOLAND CO 600 32,177.03 65535H208 NOMURA HLDGS INC 55 1,222.00 655422103 NORANDA INC 3,500,261.00 71,923,032.41 655663102 NORDSON CORP 51,450.00 2,295,770.64 655664100 NORDSTROM INC 24,323.00 1,078,096.91 655844108 NORFOLK SOUTHERN CORP 120,083.00 3,669,942.13 656531605 NORSK HYDRO A S 5,375.00 435,811.00 656568102 NORTEL NETWORKS CORP NEW 69,649,850.00 382,369,524.14 659424105 NORTH FORK BANCORPORATION NY 96,976.00 5,071,588.54 66304M105 NORTH VALLEY BANCORP 1,350.00 26,623.39 664397106 NORTHEAST UTILS 1,871.00 48,767.02 665859104 NORTHERN TR CORP 202,106.00 12,123,580.06 666416102 NORTHGATE EXPL LTD 1,376,200.00 3,674,454.00 666807102 NORTHROP GRUMMAN CORP 113,780.00 14,060,317.13 667280101 NORTHWEST AIRLS CORP 1,050.00 17,123.60 667328108 NORTHWEST BANCORP INC PA 2,828.00 78,059.76 667655104 NORTHWEST NAT GAS CO 550 21,855.18 66977W109 NOVA CHEMICALS CORP 2,579,228.00 90,376,149.12 66987M604 NOVATEL WIRELESS INC 76 588.28 66987V109 NOVARTIS A G 31,967.00 1,933,834.00 669947400 NOVASTAR FINL INC 300 16,654.52 669967101 NUANCE COMMUNICATIONS INC 1,350.00 13,328.27 670006105 NOVELL INC 39,596.00 538,349.29 670008101 NOVELLUS SYS INC 250,089.00 13,589,614.32
670009109 NOVEN PHARMACEUTICALS INC 96,500.00 1,896,719.33 67010C100 NOVOSTE CORP 500 3,094.94 67018T105 NU SKIN ENTERPRISES INC 4,250.00 93,859.35 67019E107 NSTAR 950 59,540.42 670346105 NUCOR CORP 82,837.00 5,994,582.34 670509108 NUEVO ENERGY CO 350 10,931.79 67066G104 NVIDIA CORP 115,636.00 3,474,261.94 670837103 OGE ENERGY CORP 1,600.00 50,015.24 670872100 OM GROUP INC 450 15,229.81 67090F106 NUVEEN INVTS INC 1,500.00 51,677.08 671040103 OSI PHARMACEUTICALS INC 68,950.00 2,869,931.54 673662102 OAKLEY INC 1,500.00 26,827.11 674599105 OCCIDENTAL PETE CORP DEL 96,353.00 5,259,393.82 675234108 OCEANFIRST FINL CORP 1,500.00 52,646.27 67611V101 ODYSSEY HEALTHCARE INC 1,012.00 38,264.97 67612W108 ODYSSEY RE HLDGS CORP 2,693.00 78,585.60 676220106 OFFICE DEPOT INC 351,197.00 7,583,571.54 677240103 OHIO CAS CORP 15,450.00 346,596.96 680033107 OLD NATL BANCORP IND 2,232.00 65,906.30 680223104 OLD REP INTL CORP 5,550.00 181,881.61 680665205 OLIN CORP 3,178.00 82,381.82 681904108 OMNICARE INC 317,749.00 16,584,584.15 681919106 OMNICOM GROUP INC 44,277.00 4,996,782.74 681936100 OMEGA HEALTHCARE INVS INC 5,800.00 69,928.82 682092101 OMEGA FINL CORP 600 29,843.22 682128103 OMNIVISION TECHNOLOGIES INC 7,123.00 508,559.49 682159108 ON ASSIGNMENT INC 300 2,019.79 682505102 ONEIDA LTD 3,000.00 22,834.06 682680103 ONEOK INC NEW 1,322.00 37,795.81 683399109 ONYX PHARMACEUTICALS INC 73,200.00 2,670,351.92 683715106 OPEN TEXT CORP 564,953.00 13,943,040.04 68375Q106 OPLINK COMMUNICATIONS INC 13,100.00 40,459.06 68389X105 ORACLE CORP 3,323,011.00 56,725,123.99 68554V108 ORASURE TECHNOLOGIES INC 1,500.00 15,429.47 68571P100 ORCHID BIOSCIENCES INC 4,150.00 9,921.25 686091109 O REILLY AUTOMOTIVE INC 49,900.00 2,473,578.43 68750P103 ORTHODONTIC CTRS AMER INC 3,900.00 40,570.19
688239201 OSHKOSH TRUCK CORP 41,941.00 2,765,737.07 689648103 OTTER TAIL CORP 850 29,360.57 689899102 OUTBACK STEAKHOUSE INC 1,550.00 88,552.08 690113105 OUTLOOK GROUP CORP 4,250.00 27,570.15 690368105 OVERSEAS SHIPHOLDING GROUP I 550 24,200.61 690768403 OWENS ILL INC 2,700.00 41,485.10 691471106 OXFORD HEALTH PLANS INC 41,018.00 2,305,739.71 69325Q105 PC-TEL INC 2,200.00 30,163.70 69329T105 PDS GAMING CORP 4,650.00 11,531.20 69329V100 PDI INC 1,597.00 55,328.42 69331C108 PG&E CORP 143,517.00 5,150,309.46 69333Y108 P F CHANGS CHINA BISTRO INC 500 32,874.84 693419202 PMA CAP CORP 1,150.00 7,608.77 69344F106 PMC-SIERRA INC 60,673.00 1,579,854.38 69344M101 PMI GROUP INC 1,900.00 91,409.89 693475105 PNC FINL SVCS GROUP INC 197,046.00 13,936,047.32 69349H107 PNM RES INC 800 29,049.78 693506107 PPG INDS INC 47,549.00 3,933,721.39 69351T106 PPL CORP 23,620.00 1,335,378.84 69360J107 PS BUSINESS PKS INC CALIF 944 50,332.41 69366A100 PSS WORLD MED INC 5,050.00 78,767.16 693718108 PACCAR INC 27,766.00 3,054,157.82 69373H106 PACER INTL INC TENN 5,200.00 135,872.33 69404P101 PACIFIC CAP BANCORP NEW 1,000.00 47,580.65 694166109 PACIFIC CREST CAP INC 1,000.00 33,404.66 694873100 PACIFIC SUNWEAR CALIF INC 1,799.00 49,098.88 695112102 PACIFICARE HEALTH SYS DEL 450 39,310.25 695156109 PACKAGING CORP AMER 1,750.00 49,435.02 695210104 PACKETEER INC 4,800.00 105,323.54 695257105 PACTIV CORP 234,730.00 7,249,583.23 696429307 PALL CORP 63,402.00 2,198,215.03 697900108 PAN AMERICAN SILVER CORP 632,445.00 11,674,934.70 697933109 PANAMSAT CORP NEW 1,923.00 53,576.53 69806L104 PAN PACIFIC RETAIL PPTYS INC 500 30,787.86 69840W108 PANERA BREAD CO 24,300.00 1,241,308.21 698657103 PANTRY INC 700 20,533.85 698813102 PAPA JOHNS INTL INC 1,000.00 43,135.31
698884103 PAR TECHNOLOGY CORP 3,000.00 30,975.23 69911G107 PARADYNE NETWORKS INC 5,033.00 22,715.00 699173100 PARAMETRIC TECHNOLOGY CORP 22,832.00 116,248.33 699462107 PAREXEL INTL CORP 2,850.00 59,884.16 700658107 PARK NATL CORP 300 43,865.43 700666100 PARK OHIO HLDGS CORP 2,150.00 20,559.70 700690100 PARK PL ENTMT CORP 3,000.00 42,627.00 701094104 PARKER HANNIFIN CORP 14,863.00 1,142,799.35 701354102 PARKERVISION INC 1,800.00 22,772.03 70159Q104 PARKWAY PPTYS INC 2,400.00 129,018.24 703224105 PATINA OIL & GAS CORP 1,500.00 94,960.99 70322A101 PATHMARK STORES INC NEW 1,300.00 12,767.43 703412106 PATTERSON DENTAL CO 1,400.00 116,075.06 703481101 PATTERSON UTI ENERGY INC 1,750.00 74,446.52 704227107 PAXAR CORP 8,500.00 147,187.28 704326107 PAYCHEX INC 107,543.00 5,169,774.84 704379106 PAYLESS SHOESOURCE INC 3,561.00 61,662.81 704549104 PEABODY ENERGY CORP 1,450.00 78,154.63 705107100 PEC SOLUTIONS INC 500 10,951.82 705221109 PECO II INC 8,100.00 11,733.76 705324101 PEDIATRIX MED GROUP 450 32,035.52 705904605 PEGASUS COMMUNICATIONS CORP 160 5,805.82 707247102 PENN-AMER GROUP INC 2,325.00 39,869.47 707569109 PENN NATL GAMING INC 2,429.00 72,445.24 708160106 PENNEY J C INC 34,512.00 1,172,038.92 708352109 PENNROCK FINL SVCS CORP 1,100.00 44,179.44 709102107 PENNSYLVANIA RL ESTATE INVT 800 37,526.94 709631105 PENTAIR INC 850 50,197.45 709754105 PENWEST PHARMACEUTICALS CO 13,100.00 292,524.05 710198102 PEOPLES BK BRIDGEPORT CONN 1,000.00 42,127.35 711030106 PEOPLES ENERGY CORP 22,961.00 1,247,383.64 712713106 PEOPLESOFT INC 165,866.00 4,887,004.39 713278109 PEP BOYS MANNY MOE & JACK 3,162.00 93,448.98 713291102 PEPCO HOLDINGS INC 6,301.00 159,233.12 713409100 PEPSI BOTTLING GROUP INC 172,162.00 5,379,573.69 71343P200 PEPSIAMERICAS INC 2,950.00 65,263.79 713448108 PEPSICO INC 1,020,771.00 61,787,315.27
713755106 PERFORMANCE FOOD GROUP CO 6,300.00 294,466.30 713831105 PERICOM SEMICONDUCTOR CORP 1,450.00 19,974.31 714046109 PERKINELMER INC 48,403.00 1,067,707.62 714265105 PEROT SYS CORP 144,200.00 2,511,896.23 714290103 PERRIGO CO 1,250.00 25,392.71 716016209 PETCO ANIMAL SUPPLIES 650 25,576.86 71644E102 PETRO-CDA 4,554,082.00 291,051,380.62 71649P102 PETROKAZAKHSTAN INC 1,140,993.00 33,396,865.11 71654V101 PETROLEO BRASILEIRO SA PETRO 86 3,008.00 716768106 PETSMART INC 79,450.00 2,443,528.45 716933106 PHARMACYCLICS INC 600 5,737.59 717081103 PFIZER INC 4,780,793.00 218,843,071.94 717124101 PHARMACEUTICAL PROD DEV INC 800 27,881.59 717125108 PHARMACEUTICAL RES INC 600 50,514.05 717265102 PHELPS DODGE CORP 28,085.00 2,761,589.57 717528103 PHILADELPHIA CONS HLDG CORP 400 25,240.23 71902E109 PHOENIX COS INC NEW 4,411.00 68,629.38 719364101 PHOTON DYNAMICS INC 1,000.00 52,000.14 720186105 PIEDMONT NAT GAS INC 600 33,696.71 720279108 PIER 1 IMPORTS INC 1,700.00 48,022.59 723481107 PINNACLE SYS INC 1,400.00 15,432.05 723484101 PINNACLE WEST CAP CORP 11,101.00 574,097.61 723787107 PIONEER NAT RES CO 3,500.00 144,415.39 724479100 PITNEY BOWES INC 26,461.00 1,388,969.51 725811103 PIXAR 1,050.00 94,017.00 725906101 PLACER DOME INC 8,522,773.00 197,472,650.54 726503105 PLAINS ALL AMERN PIPELINE L 1,722.00 72,231.76 726505100 PLAINS EXPL & PRODTN CO L P 400 7,955.09 726540503 PLAINS RES INC 400 8,296.25 727493108 PLANTRONICS INC NEW 1,250.00 52,739.95 728117300 PLAYBOY ENTERPRISES INC 57,900.00 1,209,111.80 72813P100 PLAYTEX PRODS INC 460,000.00 4,594,982.55 729132100 PLEXUS CORP 11,900.00 264,036.40 72919P103 PLUG POWER INC 1,750.00 16,395.42 729251108 PLUM CREEK TIMBER CO INC 22,444.00 883,149.24 730448107 POGO PRODUCING CO 1,100.00 68,657.24 731068102 POLARIS INDS INC 2,000.00 228,935.01
731572103 POLO RALPH LAUREN CORP 2,100.00 78,155.28 73172K104 POLYCOM INC 1,300.00 32,792.14 73179P106 POLYONE CORP 500 4,128.74 731822102 POMEROY IT SOLUTIONS INC 1,100.00 20,952.54 732827100 POPE & TALBOT INC 35,000.00 796,478.29 733174106 POPULAR INC 2,500.00 145,184.29 737464107 POST PPTYS INC 1,908.00 68,839.91 73755L107 POTASH CORP SASK INC 910,747.00 102,196,944.31 737628107 POTLATCH CORP 1,600.00 71,890.45 739276103 POWER INTEGRATIONS INC 750 32,429.01 739308104 POWER-ONE INC 51,924.00 726,679.88 739363109 POWERWAVE TECHNOLOGIES INC 1,850.00 18,288.57 739421105 PRAECIS PHARMACEUTICALS INC 3,700.00 30,791.73 74005P104 PRAXAIR INC 46,096.00 2,275,480.63 740189105 PRECISION CASTPARTS CORP 900 52,812.97 74022D100 PRECISION DRILLING CORP 1,147,423.00 65,116,255.50 74045Q104 PREMCOR INC 1,000.00 33,598.50 740706106 PRENTISS PPTYS TR 1,400.00 59,683.86 740884101 PRESIDENTIAL LIFE CORP 1,400.00 23,808.41 741437305 PRICE COMMUNICATIONS CORP 650 11,532.69 74144T108 PRICE T ROWE GROUP INC 355,673.00 22,249,740.27 741503403 PRICELINE COM INC 21,339.00 493,598.28 74153Q102 PRIDE INTL INC DEL 2,400.00 57,810.10 74157K101 PRIMEDIA INC 8,656.00 31,655.58 741917108 PRIME HOSPITALITY CORP 1,900.00 25,043.81 74251V102 PRINCIPAL FINANCIAL GROUP IN 359,837.00 15,377,528.95 74264T102 PRIORITY HEALTHCARE CORP 2,398.00 74,712.44 74267C106 PROASSURANCE CORP 800 33,236.67 742718109 PROCTER & GAMBLE CO 545,315.00 70,709,699.69 743263105 PROGRESS ENERGY INC 32,090.00 1,876,855.36 743312100 PROGRESS SOFTWARE CORP 4,600.00 121,621.40 743315103 PROGRESSIVE CORP OHIO 28,478.00 3,076,170.13 743410102 PROLOGIS 21,347.00 885,223.86 743674103 PROTECTIVE LIFE CORP 142,900.00 6,248,979.85 74369L103 PROTEIN DESIGN LABS INC 153,500.00 3,550,650.71 743859100 PROVIDENT BANKSHARES CORP 5,900.00 224,458.66 743866105 PROVIDENT FINL GROUP INC 700 28,901.17
74386K104 PROVIDENT ENERGY TR 1 11.43 743977100 PROVINCE HEALTHCARE CO 234,750.00 4,853,691.00 74406A102 PROVIDIAN FINL CORP 197,743.00 2,974,574.60 744283102 PROXIM CORP 850 1,834.35 744290305 PROXYMED PHARMACY INC 1,680.00 37,970.44 744320102 PRUDENTIAL FINL INC 387,004.00 20,924,601.90 74435K204 PRUDENTIAL PLC 52 1,163.00 74439H108 PSYCHIATRIC SOLUTIONS INC 5,800.00 156,646.55 744573106 PUBLIC SVC ENTERPRISE GROUP 27,281.00 1,544,119.61 74460D109 PUBLIC STORAGE INC 2,250.00 126,159.14 745310102 PUGET ENERGY INC NEW 1,650.00 50,682.69 745867101 PULTE HOMES INC 7,746.00 937,114.53 745887109 PUMATECH INC 4,550.00 23,401.36 746927102 QLT INC 1,125,924.00 27,585,138.00 74726X105 QRS CORP 800 8,394.46 747277101 QLOGIC CORP 144,561.00 9,639,341.94 747525103 QUALCOMM INC 414,741.00 28,903,732.66 747582104 QUALITY SYS INC 135 7,778.89 74762E102 QUANTA SVCS INC 5,066.00 47,789.73 747906204 QUANTUM CORP 1,650.00 6,652.50 748203106 QUEBECOR WORLD INC 2,866,046.00 76,664,092.91 74834L100 QUEST DIAGNOSTICS INC 357,939.00 33,837,144.66 74834T103 QUEST SOFTWARE INC 3,750.00 68,812.32 748356102 QUESTAR CORP 1,200.00 54,507.11 74837R104 QUICKSILVER RESOURCES INC 850 35,478.72 74838C106 QUIKSILVER INC 2,200.00 50,405.50 749117206 QUOTESMITH COM INC 1,966.00 12,502.12 749121109 QWEST COMMUNICATIONS INTL IN 417,034.00 2,328,100.66 749361101 RCN CORP 700 723.66 74955W307 R H DONNELLEY CORP 700 36,038.27 749607107 RLI CORP 1,072.00 51,893.04 749685103 RPM INTL INC 1,410.00 30,011.09 749719100 RSA SEC INC 7,046.00 129,854.85 749941100 RF MICRODEVICES INC 3,450.00 44,805.54 750236101 RADIAN GROUP INC 30,600.00 1,927,713.94 75040P108 RADIO ONE INC 2,100.00 53,053.32 75040P405 RADIO ONE INC 122,800.00 3,062,684.19
750438103 RADIOSHACK CORP 85,148.00 3,378,826.05 750875106 RAINMAKER SYSTEMS 4,300.00 7,779.35 750917106 RAMBUS INC DEL 2,700.00 107,114.60 751028101 RALCORP HLDGS INC NEW 1,830.00 74,160.68 752344309 RANDGOLD RES LTD 70,000.00 2,469,489.75 75281A109 RANGE RES CORP 3,750.00 45,794.11 753820109 RARE HOSPITALITY INTL INC 1,396.00 44,089.30 754730109 RAYMOND JAMES FINANCIAL INC 1,050.00 51,153.72 754907103 RAYONIER INC 1,068.00 57,288.91 755081106 RAYOVAC CORP 900 24,365.37 755111507 RAYTHEON CO 517,684.00 20,096,073.57 755267101 READERS DIGEST ASSN INC 3,554.00 67,328.34 75605L104 REALNETWORKS INC 8,143.00 60,085.14 756109104 REALTY INCOME CORP 900 46,521.00 75621K106 RECKSON ASSOCS RLTY CORP 2,617.00 82,178.18 756577102 RED HAT INC 228,800.00 5,549,665.84 75689M101 RED ROBIN GOURMET BURGERS IN 1,900.00 74,738.57 757209101 REDBACK NETWORKS INC 5,700.00 1,701.51 758075402 REDWOOD TR INC 400 26,284.37 758110100 REEBOK INTL LTD 42,978.00 2,199,509.20 758766109 REGAL ENTMT GROUP 2,283.00 60,538.24 758849103 REGENCY CTRS CORP 900 46,346.55 75886F107 REGENERON PHARMACEUTICALS 42,236.00 802,864.02 75886N100 REGENERATION TECH INC DEL 42,900.00 607,595.27 758932107 REGIS CORP MINN 550 28,088.35 758940100 REGIONS FINL CORP 141,665.00 6,810,077.38 759351109 REINSURANCE GROUP AMER INC 800 39,956.37 759509102 RELIANCE STEEL & ALUMINUM CO 2,700.00 115,872.18 75952B105 RELIANT RES INC 3,890.00 36,997.63 759543101 REMEC INC 2,000.00 21,735.65 75968L105 RENAISSANCE LEARNING INC 800 24,893.90 759916109 REPLIGEN CORP 5,300.00 29,929.80 759930100 RENAL CARE GROUP INC 375,045.00 19,968,020.22 76009N100 RENT A CTR INC NEW 98,826.00 3,815,912.01 76009U104 RENT WAY INC 7,400.00 78,318.10 76026T205 REPSOL YPF S A 184 4,720.00 760282103 REPUBLIC BANCORP INC 1,540.00 26,845.98
760759100 REPUBLIC SVCS INC 4,158.00 137,714.49 760975102 RESEARCH IN MOTION LTD 1,192,858.00 103,442,492.17 761152107 RESMED INC 600 32,208.04 761195205 RESOURCE AMERICA INC 2,000.00 38,767.50 76122Q105 RESOURCES CONNECTION INC 6,600.00 232,922.89 761230101 RESPIRONICS INC 12,000.00 699,210.63 76128Q109 RETEK INC 1,159.00 13,898.82 76132M102 REUTERS GROUP PLC 52 1,732.00 761624105 REX STORES CORP 1,350.00 24,702.65 761684109 REXHALL INDS INC 3,900.00 16,328.87 761695105 REYNOLDS & REYNOLDS CO 50,950.00 1,912,655.99 76182K105 REYNOLDS R J TOB HLDGS INC 9,976.00 749,639.91 767204100 RIO TINTO PLC 22,803.00 3,330,100.00 767744105 RITCHIE BROS AUCTIONEERS 92,050.00 6,316,854.38 767754104 RITE AID CORP 9,502.00 74,283.73 770323103 ROBERT HALF INTL INC 216,821.00 6,539,563.11 773903109 ROCKWELL AUTOMATION INC 44,748.00 2,058,591.47 774341101 ROCKWELL COLLINS INC 159,906.00 6,205,355.01 775109200 ROGERS COMMUNICATIONS INC 5,793,303.00 123,627,531.04 775315104 ROGERS WIRELESS COMMUNICATIO 857,464.00 23,823,410.09 775371107 ROHM & HAAS CO 27,037.00 1,492,226.03 775711104 ROLLINS INC 2,900.00 84,506.69 776696106 ROPER INDS INC NEW 99,700.00 6,346,526.63 778296103 ROSS STORES INC 92,600.00 3,162,675.92 778787101 ROTO ROOTER INC NEW 700 41,700.91 779273101 ROUSE CO 2,100.00 127,545.07 779382100 ROWAN COS INC 48,696.00 1,458,028.01 779528108 ROWE COS 7,400.00 34,425.54 779915107 ROYAL GROUP TECHNOLOGIES LTD 1,374,606.00 16,907,653.80 780008108 ROXIO INC 65 402.34 780087102 ROYAL BK CDA MONTREAL QUE 15,061,527.00 930,802,368.80 780257804 ROYAL DUTCH PETE CO 2,912.00 200,157.00 780910105 ROYCE VALUE TR INC 35 794 781182100 RUBY TUESDAY INC 140,900.00 5,187,402.93 781258108 RUDDICK CORP 2,229.00 51,559.61 782352108 RUSSELL CORP 1,300.00 29,499.48 783519101 RYANS FAMILY STEAK HOUSE INC 155,000.00 3,032,523.08
783549108 RYDER SYS INC 11,263.00 497,040.01 783764103 RYLAND GROUP INC 300 34,363.51 783859101 S & T BANCORP INC 700 27,046.79 78387G103 SBC COMMUNICATIONS INC 1,160,650.00 39,101,478.32 78388J106 SBA COMMUNICATIONS CORP 3,200.00 15,631.06 784018103 SCM MICROSYSTEMS INC 3,100.00 30,926.13 784028102 SCP POOL CORP 8,750.00 369,518.89 784117103 SEI INVESTMENTS CO 1,800.00 70,874.74 78440P108 SK TELECOM LTD 30 734 78440X101 SL GREEN RLTY CORP 1,250.00 66,308.58 78442P106 SLM CORP 214,774.00 10,457,779.70 78462F103 SPDR TR 181,015.00 26,034,592.92 78462K102 SPSS INC 3,500.00 80,869.01 784635104 SPX CORP 93,783.00 7,152,919.95 78463B101 S1 CORPORATION 4,400.00 45,771.50 78464P208 S R TELECOM INC 372 3,028.52 785905100 SABRE HLDGS CORP 86,208.00 2,405,175.39 786429100 SAFECO CORP 115,862.00 5,828,703.52 786449108 SAFEGUARD SCIENTIFICS INC 3,500.00 18,272.42 786514208 SAFEWAY INC 288,245.00 8,161,185.17 786578302 SAFLINK CORP 1,686.00 5,860.79 78657R102 SAFFRON FD INC 50,000.00 581,512.50 786598102 SAGA COMMUNICATIONS 1,187.00 28,423.18 790148100 ST JOE CO 1,200.00 57,825.60 790849103 ST JUDE MED INC 130,743.00 10,365,244.58 792860108 ST PAUL COS INC 45,840.00 2,348,736.74 79377W108 SAKS INC 2,000.00 38,870.88 795435106 SALIX PHARMACEUTICALS INC 35,300.00 1,034,124.35 799702105 SANCHEZ COMPUTER ASSOCS INC 900 4,826.55 80004C101 SANDISK CORP 8,806.00 695,745.90 800907107 SANMINA SCI CORP 125,683.00 2,048,038.73 80105N105 SANOFI-SYNTHELABO 87,135.00 4,315,595.00 803054204 SAP AKTIENGESELLSCHAFT 506 27,590.00 803111103 SARA LEE CORP 512,007.00 14,364,895.70 804395101 SAUL CTRS INC 1,100.00 40,753.69 80589M102 SCANA CORP NEW 2,150.00 95,158.06 80603P107 SCANSOFT INC 172 1,182.46
806407102 SCHEIN HENRY INC 33,250.00 2,903,730.98 806605101 SCHERING PLOUGH CORP 1,330,382.00 29,897,455.88 806857108 SCHLUMBERGER LTD 238,950.00 16,920,520.79 806870200 SCHMITT INDS INC ORE 883 2,761.36 807066105 SCHOLASTIC CORP 60,635.00 2,667,223.90 808194104 SCHULMAN A INC 2,000.00 55,943.00 808513105 SCHWAB CHARLES CORP NEW 556,697.00 8,517,597.71 808541106 SCHWEITZER-MAUDUIT INTL INC 650 25,014.08 808655104 SCIENTIFIC ATLANTA INC 153,903.00 5,429,477.31 80874P109 SCIENTIFIC GAMES CORP 1,700.00 37,367.99 810186106 SCOTTS CO 2,100.00 160,543.98 811054204 SCRIPPS E W CO OHIO 49,450.00 6,015,711.92 811543107 SEABOARD CORP 100 36,441.45 811707306 SEACOAST BKG CORP FLA 2,640.00 59,224.33 811904101 SEACOR SMIT INC 6,300.00 342,173.59 81211K100 SEALED AIR CORP NEW 54,954.00 3,844,714.55 812387108 SEARS ROEBUCK & CO 33,705.00 1,981,510.07 813114105 SECOND BANCORP INC 1,450.00 49,467.33 81369Y605 SELECT SECTOR SPDR TR 154,000.00 5,598,052.84 81369Y886 SELECT SECTOR SPDR TR 38,500.00 1,160,705.41 815704101 SEEBEYOND TECHNOLOGIES CORP 600 3,326.25 81616X103 SELECT COMFORT CORP 1,836.00 58,744.86 816196109 SELECT MEDICAL CORP 1,800.00 37,868.09 816288104 SELECTICA INC 3,700.00 20,464.07 816300107 SELECTIVE INS GROUP INC 6,477.00 270,850.07 816850101 SEMTECH CORP 67,800.00 1,991,478.72 816851109 SEMPRA ENERGY 30,550.00 1,186,715.81 817070105 SENECA FOODS CORP NEW 400 11,501.03 817070501 SENECA FOODS CORP NEW 1,400.00 38,896.73 817208408 SENESCO TECHNOLOGIES INC 10,000.00 43,427.00 81721M109 SENIOR HSG PPTYS TR 1,200.00 26,718.56 81725T100 SENSIENT TECHNOLOGIES CORP 950 24,270.39 817315104 SEPRACOR INC 1,600.00 49,477.67 817492101 SERENA SOFTWARE INC 600 14,227.67 817523103 SEROLOGICALS CORP 7,700.00 185,076.05 817565104 SERVICE CORP INTL 31,919.00 225,065.15 81760N109 SERVICEMASTER CO 7,250.00 109,146.67
817826209 7-ELEVEN INC 2,400.00 49,777.47 820280105 SHAW GROUP INC 500 8,800.22 82028K200 SHAW COMMUNICATIONS INC 3,214,132.00 64,829,042.44 821373107 SHELBOURNE PPTYS I INC 400 9,174.98 821374105 SHELBOURNE PPTYS II INC 300 7,171.99 82137E103 SHELBOURNE PPTYS III INC 300 7,850.42 822703609 SHELL TRANS & TRADING PLC 6,805.00 402,032.00 82312B106 SHENANDOAH TELECOMMUNICATION 300 19,872.22 824348106 SHERWIN WILLIAMS CO 94,333.00 4,235,006.66 82567D104 SHURGARD STORAGE CTRS INC 1,526.00 74,244.80 825846108 SICOR INC 1,800.00 63,268.56 826170102 SIEBEL SYS INC 335,852.00 6,019,645.86 826428104 SIERRA PAC RES NEW 4,550.00 43,157.27 826516106 SIERRA WIRELESS INC 117,950.00 2,363,718.00 826546103 SIFCO INDS INC 3,700.00 20,033.75 826552101 SIGMA ALDRICH CORP 46,155.00 3,410,432.41 826919102 SILICON LABORATORIES INC 954 53,281.90 827057100 SILICON STORAGE TECHNOLOGY I 5,743.00 81,635.31 827064106 SILICON VY BANCSHARES 16,300.00 759,766.76 827079203 SILICONIX INC 650 38,386.29 828806109 SIMON PPTY GROUP INC NEW 65,464.00 3,920,171.88 829073105 SIMPSON MANUFACTURING CO INC 900 59,151.45 829226109 SINCLAIR BROADCAST GROUP INC 1,900.00 36,632.70 82929L109 SINGAPORE FD INC 90,000.00 878,083.88 82966U103 SIRIUS SATELLITE RADIO INC 5,125,762.00 20,931,100.39 83001P109 SIX FLAGS INC 5,100.00 49,560.37 83080P103 SKY FINL GROUP INC 1,200.00 40,225.16 830879102 SKYWEST INC 2,899.00 67,881.74 83088M102 SKYWORKS SOLUTIONS INC 2,134.00 23,991.66 831865209 SMITH A O 10,600.00 480,109.65 832110100 SMITH INTL INC 115,200.00 6,180,966.14 832248108 SMITHFIELD FOODS INC 4,466.00 120,553.24 832696405 SMUCKER J M CO 1,707.00 99,946.64 832727101 SMURFIT-STONE CONTAINER CORP 7,450.50 178,790.27 833034101 SNAP ON INC 37,667.00 1,569,287.83 834182107 SOLECTRON CORP 116,569.00 890,307.59 834376105 SOLUTIA INC 7,600.00 3,407.92
835451105 SONIC CORP 7,338.00 290,355.08 83545G102 SONIC AUTOMOTIVE INC 1,550.00 45,908.47 835470105 SONICWALL INC 8,300.00 83,660.27 835495102 SONOCO PRODS CO 1,950.00 62,039.63 835699307 SONY CORP 832 37,845.00 835898107 SOTHEBYS HLDGS INC 3,200.00 56,486.83 835916107 SONUS NETWORKS INC 2,700.00 26,377.41 83607V104 SOUND FED BANCORP INC 2,905.00 58,524.65 836167106 SOURCECORP 4,100.00 135,793.51 837841105 SOUTH FINL GROUP INC 1,400.00 50,402.92 838518108 SOUTH JERSEY INDS INC 650 34,018.48 842587107 SOUTHERN CO 352,573.00 13,782,341.12 842870107 SOUTHERN FINL BANCORP INC 695 38,681.76 844030106 SOUTHERN UN CO NEW 2,798.00 66,529.17 844730101 SOUTHTRUST CORP 42,714.00 1,806,603.26 844741108 SOUTHWEST AIRLS CO 236,282.00 4,928,113.60 844767103 SOUTHWEST BANCORP INC OKLA 1,500.00 34,658.15 84476R109 SOUTHWEST BANCORPORATION TEX 5,950.00 298,713.28 845905108 SOVEREIGN BANCORP INC 8,300.00 254,734.78 846425882 SPANISH BROADCASTING SYS INC 3,550.00 48,168.62 847580107 SPECTRALINK CORP 1,450.00 35,920.03 847788106 SPEEDWAY MOTORSPORTS INC 700 26,160.31 848420105 SPHERION CORP 2,250.00 28,465.03 84855W109 SPINNAKER EXPL CO 600 25,020.54 852061100 SPRINT CORP 192,857.00 4,092,286.17 852061506 SPRINT CORP 667,173.00 4,845,307.22 852312305 STAAR SURGICAL CO 106,600.00 1,551,108.35 852891100 STANCORP FINL GROUP INC 500 40,628.34 85375C101 STANDARD PAC CORP NEW 800 50,190.99 854616109 STANLEY WKS 109,389.00 5,353,225.01 855030102 STAPLES INC 311,007.00 10,971,837.12 855244109 STARBUCKS CORP 406,658.00 17,373,678.22 855707105 STATE AUTO FINL CORP 800 24,180.58 85590A203 STARWOOD HOTELS&RESORTS WRLD 50,048.00 2,326,342.78 857477103 STATE STR CORP 129,720.00 8,730,243.17 857550107 STATEN IS BANCORP INC 1,100.00 31,983.19 857689103 STATION CASINOS INC 1,125.00 44,529.32
858119100 STEEL DYNAMICS INC 4,550.00 138,115.03 858155203 STEELCASE INC 1,650.00 30,618.57 85856W105 STELLENT INC 4,350.00 55,313.47 858603103 STEPHAN CO 4,550.00 25,341.67 858907108 STERLING BANCSHARES INC 2,400.00 41,341.66 858912108 STERICYCLE INC 1,100.00 66,382.88 859152100 STERIS CORP 7,600.00 221,956.86 859319105 STERLING FINL CORP WASH 276 12,208.51 86074Q102 STILLWATER MNG CO 2,179.00 26,947.33 861642106 STONE ENERGY CORP 447 24,520.64 862111200 STORAGE TECHNOLOGY CORP 2,100.00 69,878.42 862701307 STRATEGIC DISTR INC 300 5,512.74 86279T109 STRATEX NETWORKS INC 2,700.00 14,828.57 863100202 STRATOS LIGHTWAVE INC 293 2,567.10 863111100 STRATTEC SEC CORP 700 55,097.66 863236105 STRAYER ED INC 200 28,127.11 863314100 STRIDE RITE CORP 6,100.00 89,705.41 863667101 STRYKER CORP 62,928.00 6,912,903.36 863902102 STUDENT LN CORP 450 84,900.83 866011109 SUMMIT BANCSHARES INC TEX 1,600.00 57,603.34 866239106 SUMMIT PPTYS INC 1,000.00 31,039.85 866674104 SUN COMMUNITIES INC 600 30,006.05 866796105 SUN LIFE FINL INC 13,289,722.00 429,258,020.20 866810104 SUN MICROSYSTEMS INC 443,782.00 2,575,134.53 867229106 SUNCOR ENERGY INC 11,359,292.91 369,177,020.24 867363103 SUNGARD DATA SYS INC 306,288.00 10,967,636.51 86764P109 SUNOCO INC 46,551.00 3,076,955.34 86768K106 SUNRISE SENIOR LIVING INC 3,800.00 190,234.71 867914103 SUNTRUST BKS INC 53,976.00 4,987,159.75 867931107 SUPERCONDUCTOR TECHNOLOGIES 2,580.00 18,603.75 868042102 SUPER VISION INTL INC 2,600.00 12,565.84 868059106 SUPERGEN INC 2,750.00 39,090.56 868168105 SUPERIOR INDS INTL INC 33,550.00 1,886,809.06 868536103 SUPERVALU INC 16,184.00 597,924.79 86866R102 SUREBEAM CORP 7,607.00 2,113.49 868873100 SURMODICS INC 700 21,619.34 869099101 SUSQUEHANNA BANCSHARES INC P 1,200.00 38,783.01
870756103 SWIFT TRANSN CO 119,300.00 3,240,557.23 871130100 SYBASE INC 108,608.00 2,888,376.00 871142105 SYBRON DENTAL SPECIALTIES IN 900 32,681.00 871206108 SYCAMORE NETWORKS INC 93,950.00 636,172.09 871399101 SYLVAN LEARNING SYS INC 900 33,483.49 871503108 SYMANTEC CORP 241,832.00 10,891,122.35 871508107 SYMBOL TECHNOLOGIES INC 30,665.00 669,297.43 871543104 SYMMETRICOM INC 1,500.00 14,111.37 87155S108 SYMYX TECHNOLOGIES 126,350.00 3,355,317.44 87157D109 SYNAPTICS INC 4,100.00 79,367.41 871607107 SYNOPSYS INC 180,400.00 7,870,195.34 87161C105 SYNOVUS FINL CORP 38,205.00 1,427,792.30 87162H103 SYNTEL INC 800 25,545.20 871829107 SYSCO CORP 132,059.00 6,353,801.01 872275102 TCF FINL CORP 1,300.00 86,264.15 872351408 TDK CORP 12 1,130.00 872375100 TECO ENERGY INC 126,764.00 2,360,513.32 872384102 TEPPCO PARTNERS L P 1,214.00 63,222.30 872443403 THQ INC 206,850.00 4,520,075.34 872540109 TJX COS INC NEW 70,584.00 2,011,228.45 872549100 TLC VISION CORP 322,650.00 2,745,751.50 873168108 TXU CORP 74,470.00 2,282,667.09 874039100 TAIWAN SEMICONDUCTOR MFG LTD 149,528.00 2,008,878.00 874054109 TAKE-TWO INTERACTIVE SOFTWAR 1,000.00 37,229.72 874161102 TALBOTS INC 1,150.00 45,741.77 87425E103 TALISMAN ENERGY INC 3,254,610.00 239,278,926.80 874918105 TALX CORP 275 8,184.14 87588Q109 TANOX INC 1,818.00 34,887.26 87612E106 TARGET CORP 211,950.00 10,517,487.51 876664103 TAUBMAN CTRS INC 1,100.00 29,282.39 878237106 TECH DATA CORP 1,650.00 84,627.51 878330109 TECHE HLDG CO 650 30,473.84 878377100 TECHNE CORP 850 41,498.02 878555101 TECHNITROL INC 45,100.00 1,208,737.06 879080109 TEJON RANCH CO DEL 1,300.00 68,893.72 879101103 TEKELEC 6,033.00 121,230.05 879131100 TEKTRONIX INC 54,813.00 2,238,294.35
87923P105 TELE CENTRO OESTE CELULAR S 24 310 879246106 TELE NORTE LESTE PART S A 19,581.00 396,398.00 879252104 TELE SUDESTE CELULAR PART S 4 60 87927Y102 TELECOM ITALIA S P A NEW 5,937.00 231,264.00 879287308 TELECOMUNICACOES BRASILEIRAS 74 3,284.00 87929A102 TELECOMUNICACOES DE SAO PAUL 20 413 879360105 TELEDYNE TECHNOLOGIES INC 1,000.00 24,358.91 879369106 TELEFLEX INC 600 37,472.67 879382208 TELEFONICA S A 64 3,711.00 879403780 TELEFONOS DE MEXICO S A 63 2,730.00 879433100 TELEPHONE & DATA SYS INC 1,000.00 80,830.24 879664100 TELLABS INC 242,747.00 2,645,570.44 87969N204 TELSTRA CORP LTD 65 1,560.00 87971M202 TELUS CORP 979,334.00 23,699,882.80 879868107 TEMPLE INLAND INC 6,442.00 521,707.36 879939106 TELETECH HOLDINGS INC 600 8,761.46 879946606 TELESYSTEM INTL WIRELESS INC 920,970.00 9,992,524.50 88033G100 TENET HEALTHCARE CORP 79,102.00 1,640,782.62 880345103 TENNANT CO 550 30,774.93 880770102 TERADYNE INC 26,692.00 877,958.64 880775101 TERAYON COMMUNICATION SYS 1,150.00 6,687.39 880779103 TEREX CORP NEW 1,000.00 36,803.28 88157K101 TESCO CORP 426,925.00 4,504,058.75 881609101 TESORO PETE CORP 1,900.00 35,773.36 88162G103 TETRA TECH INC NEW 9,975.00 320,450.22 881908107 TESMA INTL INC 377,673.00 11,046,935.25 882508104 TEXAS INSTRS INC 425,931.00 16,171,339.46 882673106 TEXAS REGL BANCSHARES INC 1,089.00 52,068.63 883203101 TEXTRON INC 18,287.00 1,348,406.30 883203309 TEXTRON INC 25 5,658.00 883556102 THERMO ELECTRON CORP 107,605.00 3,504,124.55 884315102 THOMAS & BETTS CORP 36,135.00 1,068,858.93 884425109 THOMAS INDS INC 700 31,352.57 884903105 THOMSON CORP 4,534,532.00 213,485,766.56 885160101 THOR INDS INC 800 58,120.24 885175307 THORATEC CORP 4,045.00 68,005.24 885218107 THORNBURG MTG INC 2,000.00 70,298.40 885535104 3COM CORP 49,125.00 519,134.17 88554L108 THREE FIVE SYS INC 1,000.00 6,771.39
88579Y101 3M CO 493,471.00 54,703,478.52 88632Q103 TIBCO SOFTWARE INC 3,900.00 34,119.28 886423102 TIDEWATER INC 46,150.00 1,781,963.64 88650Q100 TIER TECHNOLOGIES INC 2,000.00 21,115.37 886547108 TIFFANY & CO NEW 19,527.00 1,140,566.21 887100105 TIMBERLAND CO 65,800.00 4,427,514.70 887319101 TIME WARNER TELECOM INC 700 9,163.34 887389104 TIMKEN CO 3,191.00 82,718.81 888266103 TITAN CORP 1,300.00 36,639.16 888314101 TITAN PHARMACEUTICALS INC DE 2,700.00 10,153.21 888339207 TITANIUM METALS CORP 130 8,821.29 888706108 TIVO INC 1,450.00 13,865.84 889478103 TOLL BROTHERS INC 1,000.00 51,379.86 889542106 TOLLGRADE COMMUNICATIONS INC 950 21,520.49 890030208 TOMKINS PLC 130,677.00 3,283,212.00 890333107 TOO INC 2,600.00 56,714.27 890516107 TOOTSIE ROLL INDS INC 708 32,936.87 891027104 TORCHMARK CORP 71,325.00 4,197,409.55 891092108 TORO CO 600 35,976.24 891160509 TORONTO DOMINION BK ONT 11,443,227.00 495,377,296.98 89151E109 TOTAL S A 61,106.00 7,416,578.00 892331307 TOYOTA MOTOR CORP 5 451 892335100 TOYS R US INC 177,739.00 2,903,216.21 892356106 TRACTOR SUPPLY CO 1,000.00 50,255.60 892918103 TRANSACT TECHNOLOGIES INC 1,700.00 53,163.17 89336Q100 TRANS WORLD ENTMT CORP 500 4,600.41 89346D107 TRANSALTA CORP 8,414,186.00 155,914,866.58 893521104 TRANSATLANTIC HLDGS INC 1,075.00 112,244.84 89353D107 TRANSCANADA CORP 14,067,632.00 392,205,580.16 893617209 TRANSCONTINENTAL RLTY INVS 2,250.00 48,643.52 893735100 TRANSKARYOTIC THERAPIES INC 85,800.00 1,730,759.53 89376R109 TRANSMETA CORP DEL 6,450.00 28,339.04 894065101 TRANSWITCH CORP 1,200.00 3,566.61 89420G109 TRAVELERS PPTY CAS CORP NEW 123,561.00 2,679,316.51 89420G406 TRAVELERS PPTY CAS CORP NEW 380,886.00 8,353,822.21
894650100 TREDEGAR CORP 2,000.00 40,137.29 89531P105 TREX INC 1,900.00 93,251.35 89579K109 TRIAD HOSPITALS INC 150,983.00 6,491,235.90 895925105 TRIAD GTY INC 1,900.00 123,623.09 896047107 TRIBUNE CO NEW 171,754.00 11,453,286.83 896239100 TRIMBLE NAVIGATION LTD 1,600.00 76,997.42 896263100 TRIMERIS INC 141,400.00 3,833,552.66 896522109 TRINITY INDS INC 900 35,867.69 89674K103 TRIQUINT SEMICONDUCTOR INC 350 3,197.67 89677M106 TRITON PCS HLDGS INC 2,189,571.00 15,839,254.51 89687P107 TRIZEC PROPERTIES INC 1,650.00 32,836.07 898349105 TRUSTCO BK CORP N Y 2,852.00 48,464.29 898402102 TRUSTMARK CORP 1,000.00 37,824.16 899035505 TUESDAY MORNING CORP 800 31,272.45 899165104 TULARIK INC 35,850.00 748,183.68 899896104 TUPPERWARE CORP 38,017.00 851,870.30 901167106 TWEETER HOME ENTMT GROUP INC 1,500.00 18,317.64 90130N103 21ST CENTY INS GROUP 1,550.00 27,541.08 902124106 TYCO INTL LTD NEW 1,487.00 51,700.00 902494103 TYSON FOODS INC 6,192.00 105,941.34 90262T308 UCBH HOLDINGS INC 700 35,251.29 902681105 UGI CORP NEW 1,350.00 59,139.82 902788108 UMB FINL CORP 400 24,573.43 902911106 UST INC 96,404.00 4,446,246.02 902973304 US BANCORP DEL 1,050,025.00 40,443,938.64 903293405 U S G CORP 1,000.00 21,412.58 90338W103 US ONCOLOGY INC 2,000.00 27,809.22 903844108 ULTICOM INC 450 5,611.60 903849107 ULTIMATE ELECTRS INC 2,400.00 23,663.68 903899102 ULTRALIFE BATTERIES INC 20,000.00 319,961.10 903914109 ULTRA PETROLEUM CORP 9,925.00 315,596.49 904034105 ULTRATECH INC 1,500.00 56,930.07 904214103 UMPQUA HLDGS CORP 2,556.00 68,669.18 904677101 UNIFI INC 6,000.00 50,010.08 904767704 UNILEVER PLC 40 1,973.00 905399101 UNION BANKSHARES CORP 1,450.00 57,149.76 907818108 UNION PAC CORP 83,853.00 7,528,786.05
908068109 UNION PLANTERS CORP 51,701.00 2,103,866.35 908906100 UNIONBANCAL CORP 2,589.00 192,507.85 909205106 UNISOURCE ENERGY CORP 3,500.00 111,534.09 909214108 UNISYS CORP 49,424.00 948,482.22 909218109 UNIT CORP 700 21,302.74 909440109 UNITED AUTO GROUP INC 1,848.00 74,746.84 909907107 UNITED BANKSHARES INC WEST V 1,000.00 40,318.20 91018B104 UNITED DEFENSE INDS INC 900 37,077.24 910197102 UNITED DOMINION REALTY TR IN 1,950.00 48,381.84 910331107 UNITED FIRE & CAS CO 700 36,508.65 911268100 UNITED ONLINE INC 1,200.00 26,036.25 911312106 UNITED PARCEL SERVICE INC 305,753.00 29,499,563.57 911363109 UNITED RENTALS INC 1,400.00 34,844.23 911684108 UNITED STATES CELLULAR CORP 1,800.00 82,574.78 912909108 UNITED STATES STL CORP NEW 12,462.00 563,962.76 913004107 UNITED STATIONERS INC 1,050.00 55,522.82 913016309 UNITED SURGICAL PARTNERS INT 1,550.00 67,060.02 913017109 UNITED TECHNOLOGIES CORP 141,193.00 17,295,834.63 91307C102 UNITED THERAPEUTICS CORP DEL 1,500.00 44,485.71 913247508 UNITEDGLOBALCOM 5,600.00 61,366.37 91324P102 UNITEDHEALTH GROUP INC 549,449.00 41,348,452.25 913275103 UNITRIN INC 1,650.00 88,294.92 913431102 UNIVERSAL COMPRESSION HLDGS 150 5,070.79 913456109 UNIVERSAL CORP VA 550 31,393.28 913837100 UNIVERSAL STAINLESS & ALLOY 4,150.00 57,918.65 913903100 UNIVERSAL HLTH SVCS INC 50,610.00 3,513,329.49 914906102 UNIVISION COMMUNICATIONS INC 153,360.00 7,865,742.77 915289102 UNOCAL CORP 236,099.00 11,236,793.70 91529B106 UNOVA INC 1,800.00 53,382.85 91529Y106 UNUMPROVIDENT CORP 184,339.00 3,756,604.39 917047102 URBAN OUTFITTERS INC 1,300.00 62,241.22 917273104 UROLOGIX INC 14,300.00 121,962.56 91729Q101 USF CORP 1,200.00 53,018.43 918194101 VCA ANTECH INC 1,459.00 58,409.47 918204108 V F CORP 17,805.00 994,888.03 918866104 VALASSIS COMMUNICATIONS INC 850 32,238.41 918905100 VALHI INC NEW 2,400.00 46,396.94
918914102 VALENCE TECHNOLOGY INC 1,300.00 6,467.71 91913Y100 VALERO ENERGY CORP NEW 3,150.00 188,631.03 919794107 VALLEY NATL BANCORP 9,954.00 375,601.25 920355104 VALSPAR CORP 1,100.00 70,249.29 920437100 VALUE LINE INC 450 29,017.47 92047K107 VALUEVISION MEDIA INC 2,050.00 44,240.18 922122106 VARCO INTL INC DEL 1,450.00 38,655.72 922206107 VARIAN INC 1,150.00 62,014.43 922207105 VARIAN SEMICONDUCTOR EQUIPMN 800 45,166.72 92220P105 VARIAN MED SYS INC 1,850.00 165,194.78 92232F103 VASOGEN INC 743,488.00 7,249,008.00 92240G101 VECTREN CORP 1,000.00 31,853.96 92240M108 VECTOR GROUP LTD 551 11,620.33 922417100 VEECO INSTRS INC DEL 450 16,398.65 92276F100 VENTAS INC 2,140.00 60,839.13 922908652 VANGUARD INDEX TR 43,628.00 3,985,944.61 923436109 VERITAS SOFTWARE CO 208,786.00 10,025,905.81 92343C106 VERITY INC 3,200.00 69,016.49 92343E102 VERISIGN INC 315,835.00 6,652,645.80 92343P107 VERITAS DGC INC 1,550.00 20,991.31 92343V104 VERIZON COMMUNICATIONS 754,691.00 34,227,534.62 92532F100 VERTEX PHARMACEUTICALS INC 159,571.00 2,109,483.55 925524308 VIACOM INC 699,445.00 40,114,103.83 92552R109 VIAD CORP 94,700.00 3,059,401.88 92553Q209 VIASYS HEALTHCARE INC 1,174.00 31,252.29 925815102 VICOR CORP 350 5,160.60 926471103 VICURON PHARMACEUTICALS INC 12,328.00 297,110.50 92672P108 VIEWPOINT CORP 1,750.00 1,696.08 926734104 VIGNETTE CORP 3,403.00 9,982.39 927460105 VINTAGE PETE INC 2,250.00 34,977.98 927638106 VIRAGEN INC 150 47 92763R104 VIRAGE LOGIC CORP 1,500.00 19,713.27 92823R201 VIROLOGIC INC 28,600.00 138,963.40 928241108 VIROPHARMA INC 66,800.00 239,975.99 928298108 VISHAY INTERTECHNOLOGY INC 3,200.00 94,696.08 92839U107 VISTEON CORP 15,348.00 206,469.56 92844S105 VISX INC DEL 1,700.00 50,856.50
928483106 VITALWORKS INC 360 2,088.00 928497106 VITESSE SEMICONDUCTOR CORP 6,850.00 51,960.73 92849Q401 VITRIA TECHNOLOGY 1,062.00 9,743.82 92857W100 VODAFONE GROUP PLC NEW 195,145.00 6,410,956.00 929042109 VORNADO RLTY TR 3,050.00 215,789.60 929160109 VULCAN MATLS CO 13,431.00 825,634.89 929236107 WD-40 CO 18,000.00 822,491.28 92923B106 WFS FINL INC 936 51,357.32 92923C104 WCI CMNTYS INC 3,350.00 89,221.46 929248409 WHX CORP 2,050.00 7,073.13 92924F106 WGL HLDGS INC 750 26,933.72 92925E108 W-H ENERGY SVCS INC 3,000.00 62,803.35 929284107 WJ COMMUNICATIONS INC 2,700.00 17,860.57 929309300 WPP GROUP PLC 83,405.00 5,378,320.00 92930Y107 W P CAREY & CO LLC 600 23,663.68 92931B106 WPS RESOURCES CORP 600 35,844.43 929740108 WABTEC CORP 1,700.00 37,433.90 929903102 WACHOVIA CORP 2ND NEW 604,706.00 36,465,599.40 930059100 WADDELL & REED FINL INC 110,350.00 3,345,391.02 931142103 WAL MART STORES INC 1,465,178.00 100,665,095.70 931422109 WALGREEN CO 199,148.00 9,371,211.12 938824109 WASHINGTON FED INC 1,064.00 39,048.69 939322103 WASHINGTON MUT INC 221,122.00 11,464,085.56 939640108 WASHINGTON POST CO 333 340,554.66 939653101 WASHINGTON REAL ESTATE INVT 6,650.00 250,929.11 940610108 WASHINGTON TR BANCORP 1,250.00 42,321.19 941053100 WASTE CONNECTIONS INC 600 29,284.97 94106L109 WASTE MGMT INC DEL 249,806.00 9,555,302.05 941105108 WATCHGUARD TECHNOLOGIES INC 400 3,008.36 941848103 WATERS CORP 215,753.00 9,245,233.96 942683103 WATSON PHARMACEUTICALS INC 30,066.00 1,788,681.67 942712100 WATSON WYATT & CO HLDGS 650 20,285.09 942749102 WATTS INDS INC 2,600.00 74,588.67 943315101 WAUSAU-MOSINEE PAPER CORP 1,750.00 30,574.64 94767L109 WEBEX COMMUNICATIONS INC 1,150.00 29,870.36 947684106 WEBSENSE INC 2,800.00 105,799.09 94768C108 WEBMETHODS INC 1,987.00 23,494.46
94769M105 WEBMD CORP 99,830.00 1,159,757.81 947890109 WEBSTER FINL CORP CONN 860 50,965.82 948626106 WEIGHT WATCHERS INTL INC NEW 26,793.00 1,328,494.26 948741103 WEINGARTEN RLTY INVS 750 42,983.47 948849104 WEIS MKTS INC 600 28,145.21 949475107 WELLCHOICE INC 16,800.00 748,988.10 94973H108 WELLPOINT HEALTH NETWORK NEW 95,121.00 11,928,842.25 949746101 WELLS FARGO & CO NEW 687,673.00 52,386,790.04 950240200 WELLSFORD REAL PPTYS INC 1,650.00 39,659.15 950590109 WENDYS INTL INC 128,276.00 6,564,911.77 950755108 WERNER ENTERPRISES INC 2,776.00 69,916.20 950813105 WESCAST INDS INC 67,225.00 2,554,550.00 950817106 WESCO FINL CORP 150 68,230.80 952355105 WEST CORP 3,400.00 102,064.49 956909105 WESTAIM CORP 15,300.00 55,080.00 957090103 WESTAMERICA BANCORPORATION 6,850.00 439,940.05 95709T100 WESTAR ENERGY INC 1,000.00 26,168.06 957907108 WESTCORP INC 800 37,785.39 958102105 WESTERN DIGITAL CORP 3,470.00 52,867.63 958259103 WESTERN GAS RES INC 80,950.00 4,942,710.87 959531104 WESTERN SILVER CORP 100,000.00 673,000.00 95988E204 WESTERN WIRELESS CORP 203,150.00 4,819,877.99 961418100 WESTPORT RES CORP NEW 2,143.00 82,691.05 961815107 WESTWOOD ONE INC 1,900.00 83,994.96 962166104 WEYERHAEUSER CO 29,992.00 2,480,458.37 962902102 WHEATON RIV MINERALS LTD 6,983,010.00 27,024,248.70 962902144 WHEATON RIV MINERALS LTD 700,000.00 1,610,000.00 963320106 WHIRLPOOL CORP 8,198.00 769,644.34 966612103 WHITNEY HLDG CORP 900 47,672.39 966837106 WHOLE FOODS MKT INC 166,123.00 14,571,612.54 96808B107 WILD OATS MARKETS INC 5,500.00 91,898.36 968223206 WILEY JOHN & SONS INC 1,150.00 38,682.86 969457100 WILLIAMS COS INC DEL 171,674.00 2,178,525.04 969904101 WILLIAMS SONOMA INC 53,900.00 2,421,809.60 971807102 WILMINGTON TRUST CORP 8,760.00 407,523.96 972232102 WILSON GREATBATCH TECHNOLOGI 27,700.00 1,513,068.39 973149107 WIND RIVER SYSTEMS INC 8,000.00 90,560.88
974280109 WINN DIXIE STORES INC 25,059.00 322,362.50 974637100 WINNEBAGO INDS INC 500 44,421.10 97653A103 WIRELESS FACILITIES INC 900 17,282.55 976657106 WISCONSIN ENERGY CORP 2,450.00 105,903.12 977284108 WISER OIL CO DEL 8,400.00 91,723.91 977424100 WITNESS SYS INC 6,750.00 81,382.67 979438108 WOODHEAD INDS INC 4,800.00 104,827.32 980745103 WOODWARD GOVERNOR CO 1,300.00 95,470.13 98137N109 WORKFLOW MGMT INC 8,650.00 65,055.74 981811102 WORTHINGTON INDS INC 55,791.00 1,299,889.43 98235T107 WRIGHT MED GROUP INC 900 35,402.48 982526105 WRIGLEY WM JR CO 48,976.00 3,557,487.95 983024100 WYETH 900,380.00 49,395,311.33 983134107 WYNN RESORTS LTD 24,100.00 872,321.73 983759101 XM SATELLITE RADIO HLDGS INC 37,606.00 1,280,999.88 98385X106 XTO ENERGY INC 77,422.00 2,831,374.81 98389B100 XCEL ENERGY INC 47,585.00 1,044,129.34 98389J103 XANSER CORP 2,350.00 7,197.19 983919101 XILINX INC 197,721.00 9,898,262.24 984121103 XEROX CORP 211,343.00 3,770,050.49 984332106 YAHOO INC 322,436.00 18,820,889.99 984757104 YANKEE CANDLE INC 2,450.00 86,527.12 986670107 YORK INTL CORP NEW 1,000.00 47,554.80 987434107 YOUNG BROADCASTING INC 2,800.00 72,510.73 987520103 YOUNG INNOVATIONS INC 90 4,186.89 988498101 YUM BRANDS INC 113,687.00 5,053,814.48 988858106 ZALE CORP NEW 69,133.00 4,752,734.74 989139100 ZARLINK SEMICONDUCTOR INC 2,087,627.00 9,143,806.26 989207105 ZEBRA TECHNOLOGIES CORP 900 77,189.97 989390109 ZENITH NATL INS CORP 1,300.00 54,681.56 98956P102 ZIMMER HLDGS INC 133,244.00 12,121,904.00 989701107 ZIONS BANCORPORATION 31,757.00 2,516,859.52 98974P100 ZIX CORP 4,850.00 54,463.81 98975F101 ZORAN CORP 1,000.00 22,472.23 D1668R123 DAIMLERCHRYSLER AG 333 20,193.00 D18190898 DEUTSCHE BANK AG NAMEN 250 26,965.00 G0450A105 ARCH CAP GROUP LTD 650 33,480.91
G24182100 COOPER INDS LTD 37,853.00 2,833,677.18 G36535105 FOSTER WHEELER LTD 2,200.00 2,928.24 G3930E101 GLOBALSANTAFE CORP 124,377.00 3,990,831.01 G65422100 NOBLE CORPORATION 86,988.00 4,022,038.50 G7945J104 SEAGATE TECHNOLOGY 52,703.00 1,306,857.00 G90078109 TRANSOCEAN INC 226,816.00 7,037,402.45 G9825R107 XOMA LTD 65,100.00 555,228.14 H01301102 ALCON INC 15,000.00 1,173,492.23 H8920M855 UBS AG 675 60,212.00 M22465104 CHECK POINT SOFTWARE TECH LT 554,128.00 12,066,337.94 M97385112 VERISITY LTD 2,300.00 37,895.23 V7780T103 ROYAL CARIBBEAN CRUISES LTD 3,382.00 152,045.85 02209S103 ALTRIA GROUP INC 821,898.00 58,020,769.00 1 067901108 BARRICK GOLD CORP 73,300.00 2,159,375.00 1 075887109 BECTON DICKINSON & CO 245,900.00 13,122,900.00 1 084670108 BERKSHIRE HATHAWAY INC DEL 301 32,896,025.00 1 084670207 BERKSHIRE HATHAWAY INC DEL 16,647.00 60,788,496.00 1 172967101 CITIGROUP INC 248,250.00 15,631,334.00 1 401698105 GUIDANT CORP 152,650.00 11,920,660.00 1 449934108 IMS HEALTH INC 530,400.00 17,104,550.00 1 478160104 JOHNSON & JOHNSON 211,300.00 14,159,924.00 1 530718105 LIBERTY MEDIA CORP NEW 1,480,924.00 22,841,343.00 1 571748102 MARSH & MCLENNAN COS INC 221,300.00 13,747,802.00 1 589331107 MERCK & CO INC 500 29,965.00 1 651639106 NEWMONT MINING CORP 79,490.00 5,012,393.00 1 696429307 PALL CORP 403,900.00 14,057,288.00 1 725906101 PLACER DOME INC 105,300.00 2,446,419.00 1 786514208 SAFEWAY INC 305,350.00 8,678,553.00 1 807066105 SCHOLASTIC CORP 144,350.00 6,374,019.00 1 867229106 SUNCOR ENERGY INC 100,000.00 3,250,783.00 1 92532F100 VERTEX PHARMACEUTICALS INC 1,395,213.00 18,732,161.00 1 939640108 WASHINGTON POST CO 11,981.00 12,299,745.00 1 98985T109 ZYMOGENETICS INC 563,800.00 11,336,103.00 1 002824100 ABBOTT LABS 2 58,647.00 2 00845V100 AGERE SYS INC 500 500 2 008474108 AGNICO EAGLE MINES LTD 3,345.00 52,282.35 2 013716105 ALCAN INC 47,208.00 2,859,388.56 2
020039103 ALLTEL CORP 200 200 2 02209S103 ALTRIA GROUP INC 487 487 2 025537101 AMERICAN ELEC PWR INC 375 375 2 025816109 AMERICAN EXPRESS CO 403 57,630.01 2 029712106 AMERICAN STD COS INC DEL 919 326,245.00 2 032511107 ANADARKO PETE CORP 2 0 2 05534B109 BCE INC 512,418.00 14,808,880.20 2 055622104 BP PLC 110 558,696.00 2 057224107 BAKER HUGHES INC 100 1,000.00 2 060505104 BANK OF AMERICA CORPORATION 16 32 2 063671101 BANK MONTREAL QUE 377,430.00 20,192,505.00 2 064149107 BANK NOVA SCOTIA HALIFAX 569,854.00 37,496,393.20 2 067901108 BARRICK GOLD CORP 1,100.00 32,241.00 2 079860102 BELLSOUTH CORP 1 1 2 084670207 BERKSHIRE HATHAWAY INC DEL 1 1 2 097023105 BOEING CO 1 1 2 10549P606 BRASCAN CORP 8,830.00 350,815.90 2 110122108 BRISTOL MYERS SQUIBB CO 2 20 2 125896100 CMS ENERGY CORP 2 2 2 12616K106 CP HOLDRS 700 53,466.00 2 126650100 CVS CORP 4,510.00 85,287.80 2 134429109 CAMPBELL SOUP CO 1 1 2 136069101 CDN IMPERIAL BK OF COMMERCE 358,421.00 22,938,944.00 2 136375102 CANADIAN NATL RY CO 3,738.00 306,516.00 2 136385101 CANADIAN NAT RES LTD 3,100.00 202,647.00 2 13645T100 CANADIAN PAC RY LTD 93,590.00 3,423,522.20 2 14149Y108 CARDINAL HEALTH INC 2,000.00 2 2 149123101 CATERPILLAR INC DEL 350,000.00 384,790.00 2 15101Q108 CELESTICA INC 200 3,912.00 2 151313103 CENDANT CORP 102 272,369.00 2 166764100 CHEVRONTEXACO CORP 42 1 2 171232101 CHUBB CORP 105 390,075.00 2 17275R102 CISCO SYS INC 100 508,946.00 2 172967101 CITIGROUP INC 326 21,749.74 2 191216100 COCA COLA CO 16 0.96 2 194162103 COLGATE PALMOLIVE CO 50 50 2 20825C104 CONOCOPHILLIPS 100 1,593.80 2
209115104 CONSOLIDATED EDISON INC 193 4,909.37 2 219350105 CORNING INC 11,200.00 674,529.41 2 224044107 COX COMMUNICATIONS INC NEW 2 7.88 2 22409V102 CP SHIPS LTD 17,162.00 461,657.80 2 244199105 DEERE & CO 450 27,090.00 2 24522P103 DEL MONTE FOODS CO 3,300.00 232,096.95 2 24702R101 DELL INC 500 19,715.56 2 254687106 DISNEY WALT CO 43,550.00 2,714,578.28 2 257561100 DOMTAR INC 150 2,437.50 2 263534109 DU PONT E I DE NEMOURS & CO 100 13,014.47 2 264399106 DUKE ENERGY CORP 240 15,822.08 2 285661104 ELECTRONIC DATA SYS NEW 1,322.00 84,317.08 2 292505104 ENCANA CORP 226,971.00 11,575,521.00 2 29250N105 ENBRIDGE INC 253,854.00 13,631,959.80 2 29274D604 ENERPLUS RES FD 7,965.00 313,422.75 2 30224T871 EXTENDICARE INC CDA 1,000.00 13,250.00 2 30231G102 EXXON MOBIL CORP 1,650.00 68,579.91 2 305204109 FAIRMONT HOTELS RESORTS INC 17,312.00 610,421.12 2 313400301 FEDERAL HOME LN MTG CORP 850 88,355.57 2 339030108 FLEETBOSTON FINL CORP 400 14,629.97 2 345370860 FORD MTR CO DEL 2 7,276.21 2 345425102 FORDING CDN COAL TR 416 19,136.00 2 35671D857 FREEPORT-MCMORAN COPPER & GO 82 4,465.86 2 364760108 GAP INC DEL 3,500.00 129,369.24 2 369604103 GENERAL ELEC CO 500 5,505.62 2 370442105 GENERAL MTRS CORP 1,000.00 46,681.49 2 375766102 GILLETTE CO 1,000.00 34,636.32 2 37733W105 GLAXOSMITHKLINE PLC 342 27,032.77 2 380956409 GOLDCORP INC NEW 6,150.00 126,813.00 2 404280406 HSBC HLDGS PLC 5,255.00 563,835.48 2 423074103 HEINZ H J CO 600 17,269.05 2 428236103 HEWLETT PACKARD CO 1,000.00 111,650.44 2 437076102 HOME DEPOT INC 530 46,646.59 2 453038408 IMPERIAL OIL LTD 225,746.00 12,987,167.38 2 453258402 INCO LTD 5,903.00 304,889.95 2 456837103 ING GROUP N V 3,986.00 124,821.00 2 458140100 INTEL CORP 49,616.00 3,112,565.29 2
459200101 INTERNATIONAL BUSINESS MACHS 61,141.00 4,010,195.39 2 462622101 IPSCO INC 1,625.00 39,081.25 2 46625H100 J P MORGAN CHASE & CO 3,535.00 228,660.13 2 475070108 JEFFERSON PILOT CORP 864 73,217.67 2 478160104 JOHNSON & JOHNSON 1,300.00 72,261.96 2 487836108 KELLOGG CO 1,380.00 18,602.03 2 494368103 KIMBERLY CLARK CORP 3,020.00 134,460.00 2 496902206 KINROSS GOLD CORP 833 8,596.56 2 530718105 LIBERTY MEDIA CORP NEW 325 27,322.95 2 534187109 LINCOLN NATL CORP IND 644 8,655.98 2 548661107 LOWES COS INC 2,334.00 102,499.37 2 55262L100 MBNA CORP 900 27,136.52 2 559222401 MAGNA INTL INC 400 41,616.00 2 56501R106 MANULIFE FINL CORP 23,387.00 978,745.95 2 580135101 MCDONALDS CORP 27,920.00 1,655,885.95 2 58405U102 MEDCO HEALTH SOLUTIONS INC 1,500.00 39,644.37 2 58551A108 MELLON FINL CORP 350 11,100.42 2 589331107 MERCK & CO INC 41,888.00 2,219,578.10 2 594918104 MICROSOFT CORP 20,395.00 737,432.00 2 620076109 MOTOROLA INC 695 34,608.86 2 637640103 NATIONAL SEMICONDUCTOR CORP 1,600.00 48,212.98 2 651639106 NEWMONT MINING CORP 24,200.00 1,490,181.14 2 65334H102 NEXEN INC 6,500.00 304,980.00 2 655422103 NORANDA INC 190,238.00 3,909,390.90 2 656568102 NORTEL NETWORKS CORP NEW 88,000.58 483,123.21 2 66977W109 NOVA CHEMICALS CORP 899 31,500.96 2 68389X105 ORACLE CORP 811 23,540.46 2 697900108 PAN AMERICAN SILVER CORP 76 1,402.96 2 706902103 PENGROWTH ENERGY TR 1,700.00 36,125.00 2 713448108 PEPSICO INC 260,595.00 10,600,038.86 2 71644E102 PETRO-CDA 22,492.00 1,437,463.72 2 717081103 PFIZER INC 110,029.00 5,028,649.01 2 717265102 PHELPS DODGE CORP 33,915.00 1,654,450.29 2 725906101 PLACER DOME INC 2,500.00 57,925.00 2 73755L107 POTASH CORP SASK INC 800 89,784.00 2 741930309 PRIMEWEST ENERGY TR 300 8,268.00 2 742718109 PROCTER & GAMBLE CO 52,845.00 6,787,075.56 2
744573106 PUBLIC SVC ENTERPRISE GROUP 6,650.00 654,785.41 2 746927102 QLT INC 7,300.00 178,850.00 2 748203106 QUEBECOR WORLD INC 300 8,025.00 2 780087102 ROYAL BK CDA MONTREAL QUE 748,295.00 46,244,631.00 2 784635104 SPX CORP 6,250.00 304,386.69 2 803111103 SARA LEE CORP 9,164.00 266,184.10 2 806605101 SCHERING PLOUGH CORP 39,500.00 1,770,235.82 2 806857108 SCHLUMBERGER LTD 400 25,006.88 2 81369Y803 SELECT SECTOR SPDR TR 23,000.00 686,077.00 2 824348106 SHERWIN WILLIAMS CO 3,870.00 161,170.03 2 832696405 SMUCKER J M CO 65,584.00 7,855,504.89 2 835699307 SONY CORP 1,750.00 82,672.89 2 866796105 SUN LIFE FINL INC 24,671.00 796,873.30 2 867229106 SUNCOR ENERGY INC 34,772.00 1,130,090.00 2 871829107 SYSCO CORP 400 22,715.22 2 87425E103 TALISMAN ENERGY INC 698 51,316.96 2 87971M202 TELUS CORP 1,508.00 36,493.60 2 884903105 THOMSON CORP 180,634.00 8,504,248.72 2 88579Y101 3M CO 170,563.00 13,403,823.33 2 891160509 TORONTO DOMINION BK ONT 131,248.00 5,681,725.92 2 89346D107 TRANSALTA CORP 146,353.00 2,711,921.09 2 89353D107 TRANSCANADA CORP 314,678.00 8,773,222.64 2 89420G406 TRAVELERS PPTY CAS CORP NEW 855 32,393.17 2 903914109 ULTRA PETROLEUM CORP 1,500.00 47,670.00 2 907818108 UNION PAC CORP 965 82,087.56 2 92343V104 VERIZON COMMUNICATIONS 4,191.00 163,035.33 2 931142103 WAL MART STORES INC 109,571.00 7,508,290.27 2 942683103 WATSON PHARMACEUTICALS INC 1,350.00 92,393.68 2 94973H108 WELLPOINT HEALTH NETWORK NEW 500 34,704.82 2 949746101 WELLS FARGO & CO NEW 5,030.00 224,361.54 2 962166104 WEYERHAEUSER CO 336 18,017.97 2 983024100 WYETH 11,150.00 662,846.11 2 G90078109 TRANSOCEAN INC 7 7 2 008474132 AGNICO EAGLE MINES LTD 481,340.00 1,275,551.00 3 008474AB4 AGNICO EAGLE MINES LTD 145,000.00 15,516,450.00 3 067901108 BARRICK GOLD CORP 200,000.00 4,528,600.00 3 22226R102 COUNSEL CORP 710,960.00 686,787.36 3
292505104 ENCANA CORP 20,000.00 1,019,800.00 3 41014S106 HANCOCK JOHN FINL SVCS INC 225,000.00 8,435,250.00 3 453258139 INCO LTD 178,264.00 4,385,294.40 3 453258402 INCO LTD 37,800.00 1,950,480.00 3 65439R104 NIMBUS GROUP INC 1,548,600.00 247,776.00 3 656568AB8 NORTEL NETWORKS CORP NEW 2,365,000.00 204,888,575.00 3 775109AE1 ROGERS COMMUNICATIONS INC 200,000.00 18,000,000.00 3 82028K200 SHAW COMMUNICATIONS INC 100,000.00 2,002,000.00 3 87425E103 TALISMAN ENERGY INC 13,000.00 955,760.00 3 878237106 TECH DATA CORP 4,000.00 158,840.00 3 896938AB3 TRIZEC HAHN CORP 8,862,000.00 691,324,620.00 3 962902144 WHEATON RIV MINERALS LTD 268,000.00 613,720.00 3 ----------------- 21,972,562,550.28 =================
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