-----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, JqeXdr1aefxAcZo25cGsF3sbCHuldOjv6Oc65L+a8hiomtfCHFlMefI15MWTBuJ/ mfgr6OIMS2x57lae1g86SQ== 0000909567-03-000997.txt : 20030813 0000909567-03-000997.hdr.sgml : 20030813 20030813151745 ACCESSION NUMBER: 0000909567-03-000997 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20030630 FILED AS OF DATE: 20030813 EFFECTIVENESS DATE: 20030813 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: 03840901 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 t10500e13fvhr.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: June 30, 2003 Check here if Amendment [ ]: Amendment Number ------- This Amendment (Check only one): [ ] is a restatement [ ] adds new holdings entries. Institutional Investment Manager Filing this Report: Name: 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: 3196 Form 13F Information Table Value Total: C$21,216,148 (thousands) LIST OF OTHER INCLUDED MANAGERS: Provide a numbered list of the name(s) and Form 13F file number(s) of all institutional investment managers with respect to which this report is filed, other than the manager filing this report. No. Form 13F File Number Name 1 28- TD Harbour Capital ----------------------- 2 28- The Canada Trust Company ----------------------- 3 28- TD Securities Inc. -----------------------
OTHER INCLUDED CUSIP ISSUER DESCRIPTION TOTAL SHARES MARKET VALUE C$ MANAGERS - --------- -------------------------------- -------------- ----------------- -------------- 000375204 ABB LTD 9,500.00 44,900.00 000886101 A D C TELECOMMUNICATIONS 116,352.00 368,066.83 00088E104 ACTV INC 1,250.00 1,664.47 00089C107 ADE CORP MASS 650.00 7,577.75 000937102 ABN AMRO HLDG NV 228,799.00 6,107,340.45 000957100 ABM INDS INC 400.00 8,369.90 001055102 AFLAC INC 91,439.00 3,822,410.79 001084102 AGCO CORP 1,900.00 44,094.16 001204106 AGL RES INC 1,250.00 43,208.25 00130H105 AES CORP 98,581.00 850,563.03 001547108 AK STL HLDG CORP 2,100.00 10,329.22 00163T109 AMB PROPERTY CORP 1,950.00 74,638.18 001669100 AMC ENTMT INC 2,450.00 38,083.05 001735109 AMLI RESIDENTIAL PPTYS TR 450.00 14,399.35 001744101 AMN HEALTHCARE SERVICES INC 700.00 12,079.29 001765106 AMR CORP 240.00 3,587.10 00184A105 AOL TIME WARNER INC 3,063,156.00 67,076,012.01 001853100 APA OPTICS INC 700.00 1,959.32 001941103 ATI TECHNOLOGIES INC 4,375,400.00 58,630,359.60 001957505 AT&T CORP 167,322.00 4,376,716.43 00207R101 ATMI INC 5,600.00 189,996.73 00209A106 AT&T WIRELESS SVCS INC 769,641.00 8,586,797.72 002444107 AVX CORP NEW 3,550.00 53,010.95 002824100 ABBOTT LABS 813,938.00 48,497,361.02 002893105 ABER DIAMOND CORP 1,136,115.00 31,379,496.60 002896207 ABERCROMBIE & FITCH CO 2,300.00 88,784.80 00339B107 ABGENIX INC 150,250.00 2,141,556.45 003924107 ABITIBI-CONSOLIDATED INC 8,407,500.00 72,306,691.75 00437V104 ACCREDO HEALTH INC 900.00 26,658.68 00461P106 ACLARA BIOSCIENCES INC 2,450.00 14,081.41 004930202 ACTIVISION INC NEW 2,897.00 50,856.98 00508B102 ACTUATE CORP 9,000.00 33,995.93 00508X203 ACTUANT CORP 2,140.00 137,593.55 005125109 ACXIOM CORP 3,050.00 62,535.79 00651F108 ADAPTEC INC 7,550.00 79,811.62 007094105 ADMINISTAFF INC 750.00 10,496.34 00724F101 ADOBE SYS INC 200,139.00 8,721,079.44 00724X102 ADOLOR CORP 84,000.00 1,400,436.45 00738A106 ADTRAN INC 800.00 55,752.23 00751Y106 ADVANCED AUTO PARTS INC 800.00 66,198.30 007525108 ADVANCED DIGITAL INFORMATION 900.00 12,216.52 00754A105 ADVANCED FIBRE COMMUNICATION 2,400.00 53,056.47 00757T101 ADVANCED NEUROMODULATION SYS 41,100.00 2,891,076.24 007585102 ADVO INC 850.00 51,279.23 00762W107 ADVISORY BRD CO 450.00 24,775.45 00763M108 ADVANCED MEDICAL OPTICS INC 3,150.00 72,975.07 007768104 AEROFLEX INC 2,250.00 23,662.63 007903107 ADVANCED MICRO DEVICES INC 405,730.00 3,533,740.93 00790K109 ADVANCEPCS 16,450.00 854,495.46 007924103 AEGON N V 432.00 6,065.00 007942105 ADVANTA CORP 3,400.00 45,458.34 007973100 ADVANCED ENERGY INDS 1,150.00 22,266.52 007974108 ADVENT SOFTWARE INC 650.00 14,934.70 007975105 AETERNA LABORATORIES INC 431,974.00 3,503,309.14 00808V105 AETHER SYS INC 300.00 1,997.36 00817Y108 AETNA INC NEW 24,244.00 1,983,080.40 008190100 AFFILIATED COMPUTER SERVICES 130,400.00 8,102,487.14 008252108 AFFILIATED MANAGERS GROUP 43,400.00 3,594,206.27 00826T108 AFFYMETRIX INC 146,200.00 3,915,376.72 00845V100 AGERE SYS INC 1,397,831.00 4,426,386.92 00845V209 AGERE SYS INC 6,526.00 20,457.85 00846U101 AGILENT TECHNOLOGIES INC 101,721.00 2,702,395.57 00846X105 AGILE SOFTWARE CORP DEL 550.00 7,211.57 008474108 AGNICO EAGLE MINES LTD 3,221,352.00 50,092,023.70 008916108 AGRIUM INC 1,888,644.00 27,857,499.50 009158106 AIR PRODS & CHEMS INC 41,254.00 2,333,157.90 009269101 AIRBORNE INC 1,000.00 28,397.88 009363102 AIRGAS INC 11,277.00 256,653.95 00949P108 AIRTRAN HLDGS INC 1,250.00 17,782.64 00971T101 AKAMAI TECHNOLOGIES INC 1,700.00 11,225.99 010317105 ALABAMA NATL BANCORP DELA 33,000.00 2,173,782.60 011311107 ALAMO GROUP INC 1,600.00 26,566.28 011659109 ALASKA AIR GROUP INC 600.00 17,487.11 012423109 ALBANY MOLECULAR RESH INC 800.00 16,413.70 012653101 ALBEMARLE CORP 800.00 30,403.39 013068101 ALBERTO CULVER CO 10,376.00 720,427.72 013104104 ALBERTSONS INC 172,812.00 4,508,505.90 013716105 ALCAN INC 7,265,232.00 305,191,273.69 013817101 ALCOA INC 770,476.00 26,838,732.34 013904305 ALCATEL 466.00 5,812.63 014482103 ALEXANDER & BALDWIN INC 650.00 23,430.96 015271109 ALEXANDRIA REAL ESTATE EQ IN 400.00 24,457.50 015351109 ALEXION PHARMACEUTICALS INC 71,200.00 1,649,468.16 015385107 ALFA CORP 1,250.00 21,587.14 01642T108 ALKERMES INC 419,900.00 6,133,295.60 017175100 ALLEGHANY CORP DEL 104.00 26,990.21 017361106 ALLEGHENY ENERGY INC 24,163.00 277,425.98 01741R102 ALLEGHENY TECHNOLOGIES INC 16,863.00 151,223.16 018091108 ALLEN TELECOM INC 1,200.00 26,935.86 018490102 ALLERGAN INC 96,837.00 10,144,607.82
OTHER INCLUDED CUSIP ISSUER DESCRIPTION TOTAL SHARES MARKET VALUE C$ MANAGERS - --------- -------------------------------- -------------- ----------------- -------------- 018522102 ALLETE INC 1,300.00 46,897.26 01853E204 ALLIANCE ATLANTIS COMMUNICAT 1,452,353.00 28,320,883.50 01855A101 ALLIANCE CAP MGMT HLDG L P 1,400.00 69,432.13 018581108 ALLIANCE DATA SYSTEMS CORP 96,000.00 3,052,296.00 01859P609 ALLIANCE GAMING CORP 42,300.00 1,086,854.61 01877H100 ALLIANCE SEMICONDUCTOR CORP 3,400.00 22,359.59 018802108 ALLIANT ENERGY CORP 1,850.00 47,835.47 018804104 ALLIANT TECHSYSTEMS INC 43,954.00 3,100,194.85 01903Q108 ALLIED CAP CORP NEW 1,550.00 48,650.04 019121201 ALLIED DOMECQ PLC 10,000.00 317,276.00 019228402 ALLIED IRISH BKS P L C 145,179.00 6,070,771.84 019589308 ALLIED WASTE INDS INC 163,331.00 2,230,356.26 019754100 ALLMERICA FINL CORP 1,250.00 30,554.89 019855105 ALLOY INC 7,100.00 62,223.96 020002101 ALLSTATE CORP 510,120.00 24,710,447.30 020039103 ALLTEL CORP 53,603.00 3,514,061.10 020813101 ALPHARMA INC 1,750.00 51,360.75 021441100 ALTERA CORP 95,013.00 2,117,222.18 02144G107 ALTEON INC 9,200.00 60,627.43 02209S103 ALTRIA GROUP INC 1,009,956.00 62,361,319.14 023135106 AMAZON COM INC 8,950.00 443,748.05 023139108 AMBAC FINL GROUP INC 53,937.00 4,855,257.04 023177108 AMBASSADORS GROUP INC 750.00 14,236.30 023178106 AMBASSADORS INTL INC 750.00 12,238.94 02341W103 AMCOL INTL CORP 600.00 6,522.00 023551104 AMERADA HESS CORP 70,346.00 4,700,753.63 023608102 AMEREN CORP 28,723.00 1,721,107.29 023613102 AMERIANA BANCORP 1,750.00 33,360.71 02364W105 AMERICA MOVIL S A DE C V 600.00 15,731.00 023912108 AMCORE FINL INC 1,300.00 41,121.21 024061103 AMERICAN AXLE & MFG HLDGS IN 550.00 17,860.77 024937104 AMERICAN CAPITAL STRATEGIES 1,450.00 49,136.48 025537101 AMERICAN ELEC PWR INC 68,470.00 2,775,192.66 02553E106 AMERICAN EAGLE OUTFITTERS NE 1,550.00 38,161.85 025816109 AMERICAN EXPRESS CO 1,043,148.00 59,971,365.47 025932104 AMERICAN FINL GROUP INC OHIO 1,050.00 32,528.48 026375105 AMERICAN GREETINGS CORP 23,017.00 614,228.21 026874107 AMERICAN INTL GROUP INC 1,115,406.00 83,957,959.66 027070101 AMERICAN ITALIAN PASTA CO 1,500.00 84,887.91 027352103 AMERICAN MGMT SYS INC 1,750.00 33,955.16 028591105 AMERICAN NATL INS CO 400.00 46,954.60 029066107 AMERICAN PWR CONVERSION CORP 303,161.00 6,421,832.94 029712106 AMERICAN STD COS INC DEL 249,679.00 25,203,419.96 029912201 AMERICAN TOWER CORP 249,300.00 2,997,816.92 030111108 AMERICAN SUPERCONDUCTOR CORP 7,100.00 57,786.28 030506109 AMERICAN WOODMARK CORP 300.00 18,979.02 03058P109 AMERICANWEST BANCORPORATION 1,634.00 36,033.81 03060R101 AMERICREDIT CORP 3,770.00 43,797.27 03072M108 AMERUS GROUP CO 570.00 21,832.80 03073E105 AMERISOURCEBERGEN CORP 83,592.00 7,876,816.70 03073T102 AMERIGROUP CORP 600.00 30,327.30 03074K100 AMERITRADE HLDG CORP NEW 572,250.00 5,761,606.14 031100100 AMETEK INC NEW 1,450.00 72,207.37 031162100 AMGEN INC 736,825.00 66,514,967.96 031652100 AMKOR TECHNOLOGY INC 2,400.00 42,849.54 032095101 AMPHENOL CORP NEW 900.00 57,255.01 032165102 AMSOUTH BANCORPORATION 58,557.00 1,737,684.83 03232P405 AMSURG CORP 1,200.00 49,730.25 032346108 AMYLIN PHARMACEUTICALS INC 112,600.00 3,349,066.03 03235E100 AMVESCAP PLC 12,053.00 262,505.88 032511107 ANADARKO PETE CORP 44,425.00 2,684,802.48 032515108 ANADIGICS INC 8,250.00 36,879.87 032653107 ANALEX CORP 100.00 527.21 032654105 ANALOG DEVICES INC 303,629.00 14,436,130.94 032657207 ANALOGIC CORP 1,500.00 99,378.98 032744104 ANAREN INC 400.00 5,092.60 034393108 ANDREA ELECTRONICS CORP 1,400.00 589.70 034425108 ANDREW CORP 74,592.00 932,437.29 034553107 ANDRX CORP DEL 201,750.00 5,455,143.47 034663104 ANGELICA CORP 700.00 16,121.57 034918102 ANGIOTECH PHARMACEUTICALS IN 415,818.00 22,670,397.36 035128206 ANGLOGOLD LTD 30.00 1,338.00 035229103 ANHEUSER BUSCH COS INC 350,410.00 24,348,226.78 035290105 ANIXTER INTL INC 56,100.00 1,785,972.25 035710409 ANNALY MTG MGMT INC 900.00 24,347.44 036115103 ANNTAYLOR STORES CORP 4,700.00 184,878.32 03674B104 ANTHEM INC 290,591.00 30,461,946.23 03674E108 ANTEON INTL CORP 600.00 22,753.63 036762102 ANTHONY & SYLVAN POOLS CORP 1,503.00 5,248.46 037389103 AON CORP 55,868.00 1,827,928.33 037411105 APACHE CORP 149,949.00 13,526,350.10 03748R101 APARTMENT INVT & MGMT CO 129,252.00 6,076,491.99 03759P101 APHTON CORP 400.00 4,478.44 037604105 APOLLO GROUP INC 207,926.00 17,448,401.40 03760A101 APOGENT TECHNOLOGIES INC 63,100.00 1,714,742.50 037833100 APPLE COMPUTER INC 368,353.00 9,586,722.00 037899101 APPLEBEES INTL INC 2,974.00 127,006.19 037933108 APRIA HEALTHCARE GROUP INC 950.00 32,115.42 038020103 APPLERA CORP 145,585.00 3,765,899.13 038020202 APPLERA CORP 2,600.00 36,661.83 03815A106 APPLICA INC 250.00 2,887.34
OTHER INCLUDED CUSIP ISSUER DESCRIPTION TOTAL SHARES MARKET VALUE C$ MANAGERS - --------- -------------------------------- -------------- ----------------- -------------- 038222105 APPLIED MATLS INC 1,167,515.00 25,160,266.05 03822W109 APPLIED MICRO CIRCUITS CORP 49,870.00 409,953.22 038336103 APTARGROUP INC 700.00 34,240.50 03840P102 AQUILA INC 3,396.00 11,904.93 038521100 ARAMARK CORP 1,800.00 54,833.72 03875Q108 ARBITRON INC 44,730.00 2,169,734.89 03937R102 ARCH CHEMICALS INC 5,650.00 146,629.51 039380100 ARCH COAL INC 4,950.00 154,559.17 039483102 ARCHER DANIELS MIDLAND CO 201,885.00 3,530,385.71 039583109 ARCHSTONE SMITH TR 3,837.00 125,124.57 039762109 ARDEN GROUP INC 300.00 24,049.88 039793104 ARDEN RLTY INC 4,300.00 151,616.12 04033V104 ARIBA INC 4,000.00 16,141.95 040790107 ARKANSAS BEST CORP DEL 450.00 14,546.10 042260109 ARMOR HOLDINGS INC 6,200.00 112,884.95 04269E107 ARQULE INC 4,300.00 24,539.03 042735100 ARROW ELECTRS INC 1,220.00 25,262.97 042764100 ARROW INTL INC 400.00 23,995.53 04289L107 ART TECHNOLOGY GROUP INC 1,300.00 2,826.20 043127109 ARTESYN TECHNOLOGIES INC 5,000.00 38,112.94 043136100 ARTHROCARE CORP 900.00 20,495.39 043353101 ARVINMERITOR INC 1,050.00 28,790.55 043436104 ASBURY AUTOMOTIVE GROUP INC 750.00 13,736.96 044204105 ASHLAND INC 10,428.00 434,706.30 04516H101 ASHWORTH INC 4,750.00 45,759.30 045235108 ASPECT MED SYS INC 154,700.00 1,551,265.85 04523Q102 ASPECT COMMUNICATIONS CORP 1,450.00 7,624.63 045487105 ASSOCIATED BANC CORP 1,892.00 94,809.44 046265104 ASTORIA FINL CORP 2,750.00 104,362.19 048396105 ATLANTIC COAST AIRLINES HLDG 1,300.00 23,828.40 049164106 ATLAS AIR WORLDWIDE HLDGS IN 1,500.00 2,996.04 049513104 ATMEL CORP 9,950.00 34,204.49 049560105 ATMOS ENERGY CORP 700.00 23,587.90 050095108 ATWOOD OCEANICS INC 2,400.00 88,536.15 052528304 AUSTRALIA&NEW ZEALAND BKG GR 5,935.00 523,960.14 05275N106 AUTOBYTEL INC 53,200.00 451,061.52 052769106 AUTODESK INC 17,684.00 388,294.66 053015103 AUTOMATIC DATA PROCESSING IN 105,957.00 4,874,705.23 05329W102 AUTONATION INC 139,990.00 2,990,123.41 053332102 AUTOZONE INC 75,861.00 7,830,693.89 053484101 AVALONBAY CMNTYS INC 1,800.00 104,286.78 05348W109 AVANEX CORP 16,850.00 93,794.75 053491106 AVANT IMMUNOTHERAPEUTICS INC 2,550.00 10,325.14 053499109 AVAYA INC 70,637.00 620,024.37 053561106 AVENTIS 124,733.00 9,434,444.42 053611109 AVERY DENNISON CORP 84,499.00 5,763,474.87 05367L802 AVICI SYS INC 1,275.00 10,567.68 053690103 AVIGEN INC 1,650.00 7,757.10 05379B107 AVISTA CORP 3,050.00 58,640.25 053807103 AVNET INC 3,014.00 51,928.06 053893103 AVOCENT CORP 13,617.00 554,122.60 054303102 AVON PRODS INC 37,933.00 3,205,879.05 054536107 AXA 35.00 764.00 05453N100 AWARE INC MASS 1,050.00 3,181.51 054540109 AXCELIS TECHNOLOGIES INC 132,235.00 1,099,606.75 054802103 AZTAR CORP 1,600.00 35,023.14 054923107 AXCAN PHARMA INC 571,401.00 9,519,540.66 054937107 BB&T CORP 82,223.00 3,832,406.71 05534B109 BCE INC 21,482,581.00 667,237,566.50 055472104 BISYS GROUP INC 82,200.00 2,051,731.53 055482103 BJ SVCS CO 149,268.00 7,577,276.55 05548J106 BJS WHOLESALE CLUB INC 1,700.00 34,786.72 05561Q201 BOK FINL CORP 1,090.00 57,123.62 055622104 BP PLC 7,020.00 409,578.43 05564E106 BRE PROPERTIES INC 950.00 42,854.98 05577E101 BT GROUP PLC 1,075.00 50,597.00 055921100 BMC SOFTWARE INC 121,747.00 2,701,369.61 056032105 BTU INTL INC 4,450.00 11,246.37 057224107 BAKER HUGHES INC 145,870.00 6,662,367.59 057741100 BALDOR ELEC CO 700.00 19,593.18 058498106 BALL CORP 9,702.00 599,939.79 05858H104 BALLARD PWR SYS INC 1,138,185.00 20,919,840.50 05873K108 BALLY TOTAL FITNESS HLDG COR 1,800.00 22,085.12 05945F103 BANCFIRST CORP 350.00 24,662.67 059692103 BANCORPSOUTH INC 1,350.00 38,245.42 059815100 BANDAG INC 650.00 32,916.40 060505104 BANK OF AMERICA CORPORATION 793,098.00 85,199,868.34 062540109 BANK HAWAII CORP 1,700.00 76,572.36 063671101 BANK MONTREAL QUE 13,513,323.00 574,991,893.40 064057102 BANK NEW YORK INC 534,498.00 20,879,754.90 064149107 BANK NOVA SCOTIA HALIFAX 13,659,985.00 820,964,311.00 06423A103 BANK ONE CORP 456,633.00 23,068,831.12 06646R107 BANKNORTH GROUP INC NEW 3,859.00 133,811.98 066821109 BANTA CORP 550.00 24,190.51 067383109 BARD C R INC 44,406.00 4,303,311.59 06738E204 BARCLAYS PLC 6,580.00 275,290.00 067774109 BARNES & NOBLE INC 1,250.00 39,148.98 067901108 BARRICK GOLD CORP 11,710,136.00 280,986,723.98 068306109 BARR LABS INC 84,212.00 7,494,710.10 068313105 BARRA INC 1,000.00 48,507.38 071707103 BAUSCH & LOMB INC 8,200.00 417,815.63
OTHER INCLUDED CUSIP ISSUER DESCRIPTION TOTAL SHARES MARKET VALUE C$ MANAGERS - --------- -------------------------------- -------------- ----------------- -------------- 071813109 BAXTER INTL INC 626,267.00 22,122,976.50 072730302 BAYER A G 1,000.00 32,231.00 073325102 BEA SYS INC 8,350.00 123,212.81 073902108 BEAR STEARNS COS INC 17,276.00 1,699,970.06 074002106 BEARINGPOINT INC 180,150.00 2,362,115.54 07556Q105 BEAZER HOMES USA INC 300.00 34,036.69 075811109 BECKMAN COULTER INC 1,550.00 85,590.38 075887109 BECTON DICKINSON & CO 45,505.00 2,402,092.34 075896100 BED BATH & BEYOND INC 186,459.00 9,832,558.77 077347201 BEL FUSE INC 300.00 8,356.31 077459105 BELDEN INC 8,200.00 177,042.41 079860102 BELLSOUTH CORP 653,824.00 23,659,541.83 080555105 BELO CORP 90,150.00 2,738,905.75 08135F107 BEMA GOLD CORP 3,905,356.00 6,795,319.44 081437105 BEMIS INC 8,401.00 534,215.39 08160H101 BENCHMARK ELECTRS INC 450.00 18,807.82 081906109 BENNETT ENVIRONMENTAL INC 1,300.00 19,305.00 084423102 BERKLEY W R CORP 4,000.00 286,424.50 084670108 BERKSHIRE HATHAWAY INC DEL 31.00 3,059,526.88 084670207 BERKSHIRE HATHAWAY INC DEL 1,701.00 5,622,506.00 086516101 BEST BUY INC 301,433.00 18,041,473.25 088606108 BHP BILLITON LTD 5,035.00 81,599.00 089302103 BIG LOTS INC 90,565.00 1,850,750.12 090572207 BIO RAD LABS INC 400.00 30,082.73 09058V103 BIOCRYST PHARMACEUTICALS 85,100.00 420,776.21 090597105 BIOGEN INC 68,826.00 3,553,658.46 090613100 BIOMET INC 68,992.00 2,689,142.87 09061G101 BIOMARIN PHARMACEUTICAL INC 43,800.00 580,849.32 09065H105 BIOPURE CORP 2,000.00 16,869.77 09066V103 BIOSPHERE MEDICAL INC 78,100.00 636,710.25 09067J109 BIOVAIL CORP 2,803,169.00 176,580,670.32 090945106 BIOSITE INC 1,050.00 68,623.67 091797100 BLACK & DECKER CORP 13,903.00 820,800.97 091826107 BLACK BOX CORP DEL 3,400.00 167,234.96 092113109 BLACK HILLS CORP 750.00 31,285.22 09247X101 BLACKROCK INC 300.00 18,359.43 093671105 BLOCK H & R INC 64,406.00 3,784,878.98 095698502 BLUE MARTINI SOFTWARE INC 121.00 606.67 09643P108 BLYTH INC 750.00 27,718.50 096613104 BOARDWALK EQUITIES INC 419,621.00 6,403,416.46 096761101 BOB EVANS FARMS INC 700.00 26,279.58 097023105 BOEING CO 717,364.00 33,471,611.64 097383103 BOISE CASCADE CORP 10,717.00 348,025.19 099709107 BORDERS GROUP INC 1,450.00 34,695.00 099724106 BORG WARNER INC 510.00 44,626.79 099849101 BORLAND SOFTWARE CORP 1,350.00 17,921.23 100582105 BOSTON COMMUNICATIONS GROUP 700.00 16,292.77 101119105 BOSTON PRIVATE FINL HLDGS IN 2,100.00 60,149.15 101121101 BOSTON PROPERTIES INC 2,350.00 139,856.14 101137107 BOSTON SCIENTIFIC CORP 415,926.00 34,530,020.59 102183100 BOWATER INC 1,582.00 80,589.38 103304101 BOYD GAMING CORP 1,300.00 30,487.63 105368203 BRANDYWINE RLTY TR 700.00 23,416.70 10549P606 BRASCAN CORP 2,765,205.00 91,943,066.25 108057100 BRIDGE TECHNOLOGY INC 1,400.00 836.99 108763103 BRIDGFORD FOODS CORP 1,700.00 17,462.66 109043109 BRIGGS & STRATTON CORP 400.00 27,446.75 109195107 BRIGHT HORIZON FAMILY SOLUTI 1,000.00 45,599.65 109473405 BRIGHTPOINT INC 1,627.00 27,191.44 109641100 BRINKER INTL INC 2,425.00 118,684.77 109696104 BRINKS CO 1,250.00 24,746.23 110122108 BRISTOL MYERS SQUIBB CO 1,187,424.00 43,863,136.82 110415205 BRITESMILE INC 193.00 6,878.52 110419306 BRITISH AWYS PLC 3.00 107.00 111320107 BROADCOM CORP 129,700.00 4,389,886.20 111412607 BROADVISION INC 171.00 1,322.05 111621108 BROCADE COMMUNICATIONS SYS I 3,900.00 31,211.85 112723101 BROOKFIELD HOMES CORP 173,526.00 3,635,703.75 112900105 BROOKFIELD PPTYS CORP 1,171,868.00 33,980,273.39 11373M107 BROOKLINE BANCORP INC DEL 1,100.00 20,924.75 114340102 BROOKS AUTOMATION INC 1,056.00 16,271.09 115236101 BROWN & BROWN INC 4,470.00 197,392.40 115637209 BROWN FORMAN CORP 10,836.00 1,157,554.90 115660201 BROWN TOM INC 1,250.00 47,199.58 117043109 BRUNSWICK CORP 104,144.00 3,540,471.61 117769109 BUCA INC 3,000.00 22,990.05 11776U102 BSQUARE CORP 1,150.00 1,281.30 118230101 BUCKEYE PARTNERS L P 500.00 26,672.26 118255108 BUCKEYE TECHNOLOGIES INC 6,400.00 59,132.80 121579106 BURLINGTON COAT FACTORY 1,500.00 36,482.44 12189T104 BURLINGTON NORTHN SANTA FE C 66,978.00 2,589,199.54 122014103 BURLINGTON RES INC 70,825.00 5,204,091.99 124661109 C&D TECHNOLOGIES INC 1,650.00 32,194.22 124765108 CAE INC 2,706,353.00 15,507,402.69 124830100 CBL & ASSOC PPTYS INC 850.00 49,662.31 12489V106 CBRL GROUP INC 1,350.00 71,281.38 125010108 C COR NET CORP 1,350.00 8,988.13 125071100 C D I CORP 1,150.00 40,564.12 125137109 CEC ENTMT INC 2,500.00 125,446.60 12541C203 CHC HELICOPTER CORP 716,651.00 18,650,303.62 12541M102 CH ENERGY GROUP INC 450.00 27,514.69
OTHER INCLUDED CUSIP ISSUER DESCRIPTION TOTAL SHARES MARKET VALUE C$ MANAGERS - --------- -------------------------------- -------------- ----------------- -------------- 12541W100 C H ROBINSON WORLDWIDE INC 2,100.00 101,466.02 125509109 CIGNA CORP 194,706.00 12,418,907.85 125581108 CIT GROUP INC 4,500.00 150,719.35 12561W105 CLECO CORP NEW 4,000.00 94,134.21 125750109 CMGI INC 14,150.00 32,107.94 125896100 CMS ENERGY CORP 28,373.00 313,282.13 125906107 CSS INDS INC 450.00 23,570.92 125965103 CSK AUTO CORP 2,600.00 51,048.24 126117100 CNA FINL CORP 4,350.00 145,399.84 12612W104 CNF INC 1,050.00 36,209.33 12613R104 CNET NETWORKS INC 391,559.00 3,314,551.83 126349109 CSG SYS INTL INC 121,300.00 2,328,855.38 126408103 CSX CORP 87,838.00 3,591,302.20 126501105 CTS CORP 1,050.00 14,908.88 126583103 CUNO INC 2,200.00 107,971.71 126600105 CVB FINL CORP 700.00 18,565.96 126650100 CVS CORP 310,406.00 11,817,789.55 126667104 CV THERAPEUTICS INC 85,000.00 3,425,544.63 12686C109 CABLEVISION SYS CORP 5,950.00 167,835.52 127055101 CABOT CORP 1,450.00 56,544.38 127097103 CABOT OIL & GAS CORP 700.00 26,260.56 12709P103 CABOT MICROELECTRONICS CORP 10,750.00 737,193.21 127190304 CACI INTL INC 13,900.00 647,811.24 127387108 CADENCE DESIGN SYSTEM INC 1,058,650.00 17,347,594.69 127914109 CAL DIVE INTL INC 1,800.00 53,317.35 130876105 CALIPER TECHNOLOGIES CORP 1,050.00 6,491.43 131193104 CALLAWAY GOLF CO 950.00 17,064.54 131347106 CALPINE CORP 224,620.00 2,014,630.32 132011107 CAMBREX CORP 1,000.00 31,278.43 13201L103 CAMBIOR INC 4,900.00 8,918.00 133131102 CAMDEN PPTY TR 700.00 33,241.82 13321L108 CAMECO CORP 1,701,258.00 74,004,723.00 134429109 CAMPBELL SOUP CO 70,884.00 2,359,781.12 135113108 CANADA LIFE FINL CORP 680,871.00 30,298,759.50 136069101 CDN IMPERIAL BK OF COMMERCE 10,089,325.00 543,814,617.50 136375102 CANADIAN NATL RY CO 3,580,329.00 233,007,811.80 136385101 CANADIAN NAT RES LTD 2,187,690.40 117,588,359.25 13645T100 CANADIAN PAC RY LTD 3,525,506.00 106,858,086.96 138006309 CANON INC 14,087.00 897,676.91 138906300 CANWEST GLOBAL COMMUNICATION 24,345.00 215,940.15 139733109 CAPITAL AUTOMOTIVE REIT 600.00 22,818.85 14040H105 CAPITAL ONE FINL CORP 36,263.00 2,423,214.23 14057C106 CAPITOL FED FINL 1,300.00 49,652.80 14067D102 CAPSTONE TURBINE CORP 1,500.00 2,221.56 14067E506 CAPSTEAD MTG CORP 1,900.00 29,094.91 14149Y108 CARDINAL HEALTH INC 202,157.00 17,664,616.17 141665109 CAREER EDUCATION CORP 1,116.00 103,749.69 141705103 CAREMARK RX INC 113,950.00 3,976,023.17 142339100 CARLISLE COS INC 450.00 25,778.21 143130102 CARMAX INC 3,298.00 135,180.98 143658300 CARNIVAL CORP 241,495.00 10,667,448.65 144285103 CARPENTER TECHNOLOGY CORP 650.00 13,777.73 144418100 CARRAMERICA RLTY CORP 1,400.00 52,901.57 147339105 CASCADE NAT GAS CORP 1,250.00 32,440.16 147528103 CASEYS GEN STORES INC 12,600.00 242,080.34 148411101 CASTLE A M & CO 1,450.00 12,904.73 148867104 CATALINA MARKETING CORP 84,250.00 2,020,478.23 149016107 CATAPULT COMMUNICATIONS CORP 800.00 11,543.94 149111106 CATELLUS DEV CORP 1,850.00 55,301.13 149123101 CATERPILLAR INC DEL 369,636.00 28,459,246.68 150185106 CEDAR FAIR L P 1,000.00 38,045.00 150644102 CEDARA SOFTWARE CORP 3,800.00 5,320.00 150921104 CELL GENESYS INC 1,100.00 12,913.56 150925204 CELLSTAR CORP 980.00 5,233.09 150934107 CELL THERAPEUTICS INC 9,750.00 128,901.22 15101Q108 CELESTICA INC 2,489,297.00 52,607,692.64 151020104 CELGENE CORP 1,150.00 47,501.90 151313103 CENDANT CORP 1,074,869.00 26,893,015.62 15133V208 CENTENNIAL COMMUNCTNS CORP N 1,500.00 8,152.50 151895109 CENTERPOINT PPTYS TR 500.00 41,611.72 15189T107 CENTERPOINT ENERGY INC 238,990.00 2,646,530.45 152312104 CENTEX CORP 11,133.00 1,176,726.52 152319109 CENTILLIUM COMMUNICATIONS IN 10,350.00 139,364.95 15231R109 CENTEX CONSTRUCTION PRODUCTS 650.00 35,406.99 153145107 CENTRAL COAST BANCORP 825.00 18,798.65 153501101 CENTRAL FD CDA LTD 405,100.00 2,365,784.00 154760102 CENTRAL PAC FINL CORP 600.00 22,582.43 154785109 CENTRAL PKG CORP 6,400.00 107,482.56 156700106 CENTURYTEL INC 59,754.00 2,829,377.32 156708109 CEPHALON INC 291,571.00 16,306,443.49 156779100 CERIDIAN CORP NEW 128,600.00 2,965,257.20 156782104 CERNER CORP 700.00 21,828.32 156880106 CERTEGY INC 206,500.00 7,786,147.04 157085101 CERUS CORP 900.00 9,208.25 158711101 CHAMPIONSHIP AUTO RACING TEA 5,800.00 19,701.88 159864107 CHARLES RIV LABS INTL INC 1,335.00 58,372.31 160903100 CHARTER ONE FINL INC 175,881.00 7,503,886.53 160908109 CHARTER MUN MTG ACCEP CO 750.00 19,372.38 161133103 CHARMING SHOPPES INC 5,550.00 37,479.08 16117M107 CHARTER COMMUNICATIONS INC D 4,600.00 24,813.49 16122M100 CHARTER FINL CORP WEST PT GA 550.00 21,111.58
OTHER INCLUDED CUSIP ISSUER DESCRIPTION TOTAL SHARES MARKET VALUE C$ MANAGERS - --------- -------------------------------- -------------- ----------------- -------------- 161726104 CHATEAU CMNTYS INC 1,100.00 44,225.95 162456107 CHATTEM INC 1,000.00 25,544.50 162813109 CHECKFREE CORP NEW 1,700.00 64,306.92 163072101 CHEESECAKE FACTORY INC 48,504.00 2,365,323.63 163421100 CHELSEA PPTY GROUP INC 550.00 30,124.17 165159104 CHESAPEAKE CORP 1,350.00 40,079.73 165167107 CHESAPEAKE ENERGY CORP 4,600.00 63,127.53 166764100 CHEVRONTEXACO CORP 543,440.00 53,315,663.57 167760107 CHICAGO MERCANTILE HLDGS INC 550.00 52,035.37 167889104 CHICAGO PIZZA & BREWERY INC 1,200.00 16,305.00 168615102 CHICOS FAS INC 2,950.00 84,374.98 168905107 CHILDRENS PL RETAIL STORES I 1,750.00 47,223.36 169373107 CHINA FD INC 80,000.00 2,514,231.00 169905106 CHOICE HOTELS INTL INC 800.00 29,685.97 170040109 CHIRON CORP 40,606.00 2,220,529.48 170228100 CHITTENDEN CORP 8,487.00 315,392.30 170388102 CHOICEPOINT INC 146,332.00 6,863,563.45 171046105 CHRISTOPHER & BANKS CORP 2,350.00 118,111.38 171232101 CHUBB CORP 92,735.00 7,566,303.64 171340102 CHURCH & DWIGHT INC 1,100.00 48,919.08 171484108 CHURCHILL DOWNS INC 400.00 20,821.49 17163B102 CIBER INC 3,000.00 28,615.28 171779101 CIENA CORP 168,946.00 1,191,392.41 171798101 CIMAREX ENERGY CO 345.00 11,133.26 171871106 CINCINNATI BELL INC NEW 4,100.00 37,324.86 172062101 CINCINNATI FINL CORP 171,928.00 8,664,489.94 172474108 CINERGY CORP 30,164.00 1,507,850.48 172737108 CIRCUIT CITY STORE INC 315,271.00 3,769,764.95 172755100 CIRRUS LOGIC INC 1,700.00 9,285.70 17275R102 CISCO SYS INC 4,165,125.00 94,803,862.06 172908105 CINTAS CORP 29,513.00 1,421,171.96 172967101 CITIGROUP INC 3,030,543.00 177,178,392.43 174420109 CITIZENS BKG CORP MICH 6,600.00 240,066.66 17453B101 CITIZENS COMMUNICATIONS CO 145,456.00 2,547,558.20 177376100 CITRIX SYS INC 27,039.00 748,010.96 17770A109 CITY BK LYNNWOOD WASH 1,100.00 40,444.55 178566105 CITY NATL CORP 46,850.00 2,836,575.42 179584107 CLAIRES STORES INC 1,300.00 44,795.27 179895107 CLARCOR INC 28,100.00 1,471,872.73 184190106 CLAYTON HOMES INC 2,300.00 39,220.32 184502102 CLEAR CHANNEL COMMUNICATIONS 521,912.00 30,061,116.29 185896107 CLEVELAND CLIFFS INC 400.00 9,701.48 189054109 CLOROX CO DEL 35,101.00 2,034,127.08 189754104 COACH INC 44,440.00 3,003,442.96 191216100 COCA COLA CO 1,198,657.00 76,054,084.97 191219104 COCA COLA ENTERPRISES INC 241,909.00 5,965,793.45 192422103 COGNEX CORP 23,200.00 704,539.05 192446102 COGNIZANT TECHNOLOGY SOLUTIO 10,600.00 350,850.99 19244C109 COGNOS INC 1,978,591.00 72,159,213.67 192479103 COHERENT INC 700.00 22,760.42 193294105 COLE KENNETH PRODTNS INC 1,450.00 38,398.95 194162103 COLGATE PALMOLIVE CO 415,478.00 33,141,108.21 194830204 COLLINS & AIKMAN CORP NEW 760.00 3,046.32 195493309 COLONIAL BANCGROUP INC 2,250.00 42,403.19 195872106 COLONIAL PPTYS TR 850.00 40,642.25 198516106 COLUMBIA SPORTSWEAR CO 750.00 52,390.00 20030N101 COMCAST CORP NEW 806,899.00 33,089,174.55 20030N200 COMCAST CORP NEW 280,980.00 11,006,762.81 200340107 COMERICA INC 531,291.00 33,630,583.84 200519106 COMMERCE BANCORP INC NJ 1,400.00 70,573.48 200525103 COMMERCE BANCSHARES INC 1,890.00 100,025.06 200641108 COMMERCE GROUP INC MASS 700.00 34,430.73 200693208 COMMERCE ONE INC DEL 452.00 1,446.09 201647104 COMMERCIAL FEDERAL CORPORATI 1,100.00 31,686.05 202218103 COMMERCIAL NET LEASE RLTY IN 1,600.00 37,479.76 203349105 COMMONWEALTH TEL ENTERPRISES 400.00 23,897.70 203372107 COMMSCOPE INC 173,300.00 2,236,978.07 203668108 COMMUNITY HEALTH SYS INC NEW 1,900.00 49,799.55 203902101 COMMUNITY FIRST BANKSHARES I 750.00 27,820.41 20449H109 COMPASS BANCSHARES INC 4,100.00 194,590.67 20478N100 COMPUCREDIT CORP 4,700.00 77,591.42 204912109 COMPUTER ASSOC INTL INC 90,407.00 2,736,886.60 205253107 COMPUTER MOTION INC 4,600.00 24,250.97 205363104 COMPUTER SCIENCES CORP 138,088.00 7,152,343.91 205638109 COMPUWARE CORP 65,641.00 514,624.63 20563P101 COMPX INTERNATIONAL INC 2,000.00 15,163.65 205826209 COMTECH TELECOMMUNICATIONS C 650.00 24,941.22 205862402 COMVERSE TECHNOLOGY INC 31,509.00 643,477.20 205887102 CONAGRA FOODS INC 215,826.00 6,921,723.55 206186108 CONCORD COMMUNICATIONS INC 700.00 13,058.95 206197105 CONCORD EFS INC 866,385.00 17,328,946.37 207142100 CONEXANT SYSTEMS INC 4,800.00 26,740.20 20825C104 CONOCOPHILLIPS 278,469.20 20,793,469.32 20854P109 CONSOL ENERGY INC 1,900.00 58,706.15 209115104 CONSOLIDATED EDISON INC 840,153.00 49,408,680.44 209341106 CONSOLIDATED GRAPHICS INC 2,500.00 77,720.50 21036P108 CONSTELLATION BRANDS INC 1,900.00 81,063.03 21036U107 CONSTAR INTL INC NEW 1,200.00 12,375.50 210371100 CONSTELLATION ENERGY GROUP I 31,633.00 1,475,277.08 210795308 CONTINENTAL AIRLS INC 950.00 19,323.46 212485106 CONVERGYS CORP 318,299.00 6,919,820.27
OTHER INCLUDED CUSIP ISSUER DESCRIPTION TOTAL SHARES MARKET VALUE C$ MANAGERS - --------- -------------------------------- -------------- ----------------- -------------- 216640102 COOPER CAMERON CORP 32,000.00 2,190,522.40 216648402 COOPER COS INC 14,300.00 675,585.45 216831107 COOPER TIRE & RUBR CO 45,504.00 1,087,564.37 217016104 COORS ADOLPH CO 11,690.00 777,987.92 217204106 COPART INC 1,750.00 22,470.33 217510205 COPPER MTN NETWORKS INC 35.00 513.66 218868107 CORINTHIAN COLLEGES INC 1,700.00 112,190.63 21887F100 CORIXA CORP 1,800.00 18,905.65 219023108 CORN PRODS INTL INC 718.00 29,496.79 21922V102 CORNERSTONE RLTY INCOME TR I 3,300.00 32,777.13 219350105 CORNING INC 200,355.00 2,012,265.25 21988R102 CORPORATE EXECUTIVE BRD CO 700.00 38,824.92 220873103 CORUS BANKSHARES INC 350.00 23,031.49 220874101 CORUS ENTERTAINMENT INC 1,166,149.00 26,529,889.75 221005101 CORVAS INTL INC 550.00 2,017.74 221009103 CORVIS CORP 34,800.00 72,113.25 221222607 COSINE COMMUNICATIONS INC 80.00 660.68 221485105 COST PLUS INC CALIF 900.00 43,607.72 22160K105 COSTCO WHSL CORP NEW 305,823.00 15,298,875.28 22163N106 COTT CORP QUE 750,093.00 20,916,248.64 222372104 COUNTRYWIDE FINANCIAL CORP 22,747.00 2,150,233.81 222795106 COUSINS PPTYS INC 1,100.00 41,700.04 222816100 COVANCE INC 1,350.00 33,201.06 222862104 COVENTRY HEALTH CARE INC 1,050.00 65,855.90 224044107 COX COMMUNICATIONS INC NEW 26,640.00 1,172,215.59 224051102 COX RADIO INC 144,300.00 4,531,122.82 22409V102 CP SHIPS LTD 2,558,498.00 57,438,280.25 224399105 CRANE CO 8,234.00 253,183.25 224633107 CRAWFORD & CO 1,300.00 8,672.90 225302108 CREDENCE SYS CORP 1,250.00 14,385.77 225401108 CREDIT SUISSE GROUP 6,995.00 257,440.00 225447101 CREE INC 3,150.00 69,679.42 225606102 CREO INC 1,512,641.00 16,971,831.92 225756105 CRESCENT REAL ESTATE EQUITIE 4,000.00 90,275.35 227116100 CROMPTON CORP 2,500.00 23,947.97 227483104 CROSS CTRY HEALTHCARE INC 1,350.00 24,194.58 22765D100 CROSSROADS SYS INC 2,600.00 5,966.81 228227104 CROWN CASTLE INTL CORP 114,050.00 1,204,081.45 228368106 CROWN HOLDINGS INC 3,750.00 36,380.53 228411104 CROWN MEDIA HLDGS INC 4,750.00 26,655.28 22942F101 CRYSTALLEX INTL CORP 320,228.00 602,028.64 22943D105 CTI MOLECULAR IMAGING INC 8,500.00 218,398.68 229678107 CUBIST PHARMACEUTICALS INC 163,800.00 2,372,524.25 229899109 CULLEN FROST BANKERS INC 64,850.00 2,828,489.49 230215105 CULP INC 1,000.00 9,375.38 231021106 CUMMINS INC 7,809.00 380,810.09 231082108 CUMULUS MEDIA INC 52,800.00 1,358,076.06 23126R101 CURAGEN CORP 700.00 5,278.74 231292103 CURON MED INC 900.00 1,381.85 231561101 CURTISS WRIGHT CORP 700.00 60,111.10 23251P102 CYBERONICS INC 450.00 13,152.02 232572107 CYMER INC 600.00 26,096.15 232806109 CYPRESS SEMICONDUCTOR CORP 2,950.00 48,099.75 232946103 CYTYC CORP 35,010.00 500,434.69 23325G104 DJ ORTHOPEDICS INC 1,200.00 17,870.28 233293109 DPL INC 3,500.00 75,804.66 23329J104 DQE INC 1,300.00 26,619.27 23331A109 D R HORTON INC 2,715.00 103,661.08 233326107 DST SYS INC DEL 95,950.00 4,954,138.38 233331107 DTE ENERGY CO 74,716.00 3,923,974.72 233343102 DVI INC 6,000.00 38,072.18 235774106 DAN RIV INC GA 6,800.00 24,854.26 235811106 DANA CORP 21,598.00 339,243.02 235851102 DANAHER CORP DEL 153,289.00 14,188,716.86 237194105 DARDEN RESTAURANTS INC 304,027.00 7,840,575.12 237926100 DATAMIRROR CORP 276,200.00 2,817,240.00 238113104 DATASCOPE CORP 700.00 28,086.72 23918K108 DAVITA INC 99,300.00 3,613,261.37 242370104 DEAN FOODS CO NEW 3,711.00 158,833.12 242728103 DEB SHOPS INC 650.00 16,603.93 243586104 DECODE GENETICS INC 122,700.00 520,162.11 24359C100 DECOMA INTERNATIONAL INC 342,760.00 3,972,588.40 244199105 DEERE & CO 53,413.00 3,316,944.34 24522P103 DEL MONTE FOODS CO 5,224.00 63,009.78 247025109 DELL COMPUTER CORP 169,836.00 7,589,958.00 247126105 DELPHI CORP 324,079.00 3,800,276.49 247131105 DELPHI FINL GROUP INC 700.00 44,512.65 247357106 DELTA & PINE LD CO 1,700.00 50,771.05 247361108 DELTA AIR LINES INC DEL 21,161.00 422,086.83 248019101 DELUXE CORP 10,198.00 620,772.65 248239105 DENDRITE INTL INC 500.00 8,750.35 249030107 DENTSPLY INTL INC NEW 1,450.00 80,580.67 249906108 DESCARTES SYS GROUP INC 623,279.00 1,888,535.37 251591103 DEVELOPERS DIVERSIFIED RLTY 1,725.00 66,658.92 25179M103 DEVON ENERGY CORP NEW 295,923.00 21,531,786.27 251893103 DEVRY INC DEL 1,600.00 50,632.46 25243Q205 DIAGEO P L C 153,580.00 9,278,779.34 252450101 DIAGNOSTIC PRODS CORP 500.00 27,888.34 25247D101 DIAL CORP NEW 1,350.00 35,677.38 25271C102 DIAMOND OFFSHORE DRILLING IN 99,550.00 2,839,182.17 252787106 DIAMONDS TR 1,810.00 223,337.87
OTHER INCLUDED CUSIP ISSUER DESCRIPTION TOTAL SHARES MARKET VALUE C$ MANAGERS - --------- -------------------------------- -------------- ----------------- -------------- 25278P106 DIAMONDCLUSTER INTL INC 6,650.00 33,522.40 253651103 DIEBOLD INC 41,400.00 2,433,764.84 253855100 DIGITAL LIGHTWAVE INC 350.00 513.61 25385G106 DIGITAL IMPACT INC DEL 600.00 1,508.21 25385P106 DIGITAL INSIGHT CORP 900.00 23,295.77 25388M100 DIGITALTHINK INC 500.00 2,140.03 253921100 DIGITAL GENERATION SYS INC 3,100.00 8,087.28 253922108 DIME CMNTY BANCSHARES 1,712.00 59,201.28 254067101 DILLARDS INC 14,465.00 264,743.67 254687106 DISNEY WALT CO 786,708.00 21,115,431.65 25500M103 DITECH COMMUNICATIONS CORP 400.00 2,706.63 256069105 DOBSON COMMUNICATIONS CORP 1,850.00 13,699.60 25608L502 DOCENT INC 550.00 2,540.86 256159104 DOCUMENTUM INC 700.00 18,708.63 256669102 DOLLAR GEN CORP 51,606.00 1,280,384.86 256747106 DOLLAR TREE STORES INC 82,145.00 3,541,528.69 25746U109 DOMINION RES INC VA NEW 67,679.00 5,910,194.74 257561100 DOMTAR INC 6,401,552.00 94,742,969.60 257651109 DONALDSON INC 950.00 57,376.62 257867101 DONNELLEY R R & SONS CO 25,244.00 896,609.43 25822C205 DOREL INDS INC 999,429.00 39,228,595.25 258609304 DOUBLECLICK INC 2,771.00 34,827.14 260003108 DOVER CORP 39,300.00 1,599,830.30 260543103 DOW CHEM CO 149,223.00 6,279,920.53 260561105 DOW JONES & CO INC 18,747.00 1,096,081.08 261018105 DOWNEY FINL CORP 650.00 36,475.64 261876106 DREXLER TECHNOLOGY CORP 1,600.00 33,697.00 263534109 DU PONT E I DE NEMOURS & CO 477,703.00 27,222,903.95 264399106 DUKE ENERGY CORP 610,225.00 16,541,570.97 264411505 DUKE REALTY CORP 2,600.00 97,327.26 26483E100 DUN & BRADSTREET CORP DEL NE 2,645.00 147,709.03 26613X101 DUPONT PHOTOMASKS INC 900.00 23,026.74 267455103 DWYER GROUP INC 1,300.00 11,640.41 267475101 DYCOM INDS INC 1,700.00 37,650.96 26816Q101 DYNEGY INC NEW 271,229.00 1,547,836.10 268484102 EGL INC 1,950.00 40,273.35 268648102 E M C CORP MASS 431,998.00 6,146,514.37 268664109 EMC INS GROUP INC 1,800.00 45,368.66 26874Q100 ENSCO INTL INC 3,830.00 139,987.93 26875P101 EOG RES INC 21,056.00 1,197,035.70 26881Q101 EPIX MEDICAL INC 91,200.00 1,753,439.70 26881V100 E PIPHANY INC 950.00 6,596.05 269246104 E TRADE GROUP INC 11,700.00 135,277.15 26926P100 EVCI CAREER COLLEGES INC 1,250.00 4,246.09 270321102 EARTHLINK INC 3,050.00 32,697.64 27579R104 EAST WEST BANCORP INC 400.00 19,642.09 277276101 EASTGROUP PPTY INC 3,700.00 135,739.13 277432100 EASTMAN CHEM CO 13,782.00 593,061.68 277461109 EASTMAN KODAK CO 192,668.00 7,160,682.81 278058102 EATON CORP 12,808.00 1,368,039.62 278265103 EATON VANCE CORP 65,350.00 2,805,900.28 278642103 EBAY INC 102,854.00 14,559,454.29 27874N105 ECHELON CORP 350.00 6,548.50 278762109 ECHOSTAR COMMUNICATIONS NEW 138,350.00 6,507,973.62 278856109 ECLIPSYS CORP 1,550.00 21,987.29 278865100 ECOLAB INC 146,698.00 5,102,743.24 281020107 EDISON INTL 257,520.00 5,748,944.08 281033100 EDISON SCHOOLS INC 1,550.00 3,159.09 28139T101 EDUCATION MGMT CORP 28,470.00 2,057,194.52 281667105 J D EDWARDS & CO 4,050.00 78,857.09 281760108 EDWARDS AG INC 1,800.00 83,644.65 28176E108 EDWARDS LIFESCIENCES CORP 4,050.00 176,864.42 28224R101 EFUNDS CORP 800.00 12,533.11 28336L109 EL PASO CORP 102,731.00 1,127,852.84 283677854 EL PASO ELEC CO 3,100.00 51,935.50 284560109 ELDERTRUST 2,600.00 28,473.97 284902103 ELDORADO GOLD CORP NEW 3,299,368.00 7,786,508.48 285218103 ELECTRO RENT CORP 2,600.00 38,083.05 285229100 ELECTRO SCIENTIFIC INDS 700.00 14,419.06 285512109 ELECTRONIC ARTS INC 95,158.00 9,566,606.06 285661104 ELECTRONIC DATA SYS NEW 384,659.00 11,215,541.76 286082102 ELECTRONICS FOR IMAGING INC 1,950.00 53,759.62 29076N107 EMAGIN CORP 1,150.00 921.91 290787100 EMBARCADERO TECHNOLOGIES INC 500.00 4,755.63 290846104 EMCORE CORP 1,550.00 6,921.22 29084Q100 EMCOR GROUP INC 300.00 20,120.37 29088W103 EMERGE INTERACTIVE INC 10.00 11.00 291011104 EMERSON ELEC CO 436,274.00 30,409,424.42 291525103 EMMIS COMMUNICATIONS CORP 3,550.00 110,700.76 292052107 EMPIRE RESORTS INC 430.00 5,638.13 292475209 EMULEX CORP 3,300.00 102,097.84 292505104 ENCANA CORP 11,545,329.00 600,412,827.00 29250N105 ENBRIDGE INC 5,934,163.00 284,418,777.85 29258N107 ENDESA S A 240.00 5,470.00 29264F205 ENDO PHARMACEUTICALS HLDGS I 2,850.00 65,521.64 29265N108 ENERGEN CORP 450.00 20,360.87 29266M109 ENERGY EAST CORP 4,220.00 119,036.28 29266R108 ENERGIZER HLDGS INC 2,650.00 113,061.59 29275G101 ENERNORTH INDS INC 1.00 2.00 292845104 ENGELHARD CORP 23,652.00 796,037.33 29355X107 ENPRO INDS INC 129.00 1,885.50
OTHER INCLUDED CUSIP ISSUER DESCRIPTION TOTAL SHARES MARKET VALUE C$ MANAGERS - --------- -------------------------------- -------------- ----------------- -------------- 29362U104 ENTEGRIS INC 8,100.00 147,918.96 293637104 ENTERASYS NETWORKS INC 3,800.00 15,644.65 293639100 ENTERCOM COMMUNICATIONS CORP 1,960.00 130,520.98 29364G103 ENTERGY CORP NEW 39,300.00 2,818,392.64 293792107 ENTERPRISE PRODS PARTNERS L 2,700.00 82,654.12 29382R107 ENTRAVISION COMMUNICATIONS C 2,050.00 31,614.72 293848107 ENTRUST INC 154,550.00 622,223.19 293904108 ENZON PHARMACEUTICALS INC 850.00 14,459.82 294100102 ENZO BIOCHEM INC 2,265.00 66,229.28 29412E100 EON LABS INC 1,700.00 81,192.11 294429105 EQUIFAX INC 27,563.00 973,731.89 294549100 EQUITABLE RES INC 1,250.00 69,194.34 294592308 EQUITEX INC 2,350.00 3,352.72 294703103 EQUITY INNS INC 5,200.00 48,751.95 294741103 EQUITY OFFICE PROPERTIES TRU 217,132.00 7,968,709.12 294752100 EQUITY ONE 1,000.00 22,283.50 29476L107 EQUITY RESIDENTIAL 50,332.00 1,774,684.30 294821608 ERICSSON L M TEL CO 6.00 89.00 29530P102 ERIE INDTY CO 1,450.00 81,270.23 296643109 ESPEED INC 23,211.00 623,189.82 29664R106 ESPERION THERAPEUTICS INC 67,600.00 1,799,370.89 297178105 ESSEX PPTY TR INC 1,150.00 89,456.71 297602104 ETHAN ALLEN INTERIORS INC 850.00 40,607.60 299900308 EVERGREEN RES INC 450.00 33,207.17 300645108 EXAR CORP 5,800.00 124,752.27 301504601 EXE TECHNOLOGIES INC 592.00 4,046.03 30161N101 EXELON CORP 182,882.00 14,862,478.12 30161Q104 EXELIXIS INC 287,781.00 2,713,695.70 302125109 EXPEDIA INC 33,550.00 3,481,863.46 302125125 EXPEDIA INC 324.00 24,010.42 302130109 EXPEDITORS INTL WASH INC 48,130.00 2,265,339.52 302182100 EXPRESS SCRIPTS INC 181,529.00 16,904,879.29 30218U108 EXPRESSJET HOLDINGS INC 2,200.00 45,137.68 30224P101 EXTENDED STAY AMER INC 1,250.00 22,911.92 30224T871 EXTENDICARE INC CDA 1,884,759.00 8,142,158.88 30226D106 EXTREME NETWORKS INC 4,850.00 34,926.67 302284104 EXULT INC DEL 1,300.00 15,137.83 30231G102 EXXON MOBIL CORP 3,077,049.00 150,910,690.74 302367107 F&M BANCORP MD 550.00 36,857.45 30241L109 FEI CO 350.00 8,921.55 302445101 FLIR SYS INC 600.00 24,579.79 302491303 F M C CORP 761.00 23,399.62 30249U101 FMC TECHNOLOGIES INC 93,278.00 2,667,908.21 302520101 FNB CORP PA 1,156.00 47,529.84 302571104 FPL GROUP INC 53,313.00 4,842,549.76 302930102 F N B CORP VA 500.00 18,390.68 302941109 FTI CONSULTING INC 675.00 22,901.39 303075105 FACTSET RESH SYS INC 4,200.00 251,382.34 303250104 FAIR ISAAC CORP 1,108.00 77,457.72 303726103 FAIRCHILD SEMICONDUCTOR INTL 1,700.00 29,543.30 303901102 FAIRFAX FINL HLDGS LTD 247,537.00 50,745,085.00 305204109 FAIRMONT HOTELS RESORTS INC 1,074,056.00 33,250,386.04 306075102 FALCON PRODS INC 1,000.00 5,747.51 307000109 FAMILY DLR STORES INC 90,376.00 4,684,758.58 30744P102 FARGO ELECTRONICS INC 2,250.00 29,746.43 307675108 FARMER BROS CO 50.00 23,050.51 311900104 FASTENAL CO 13,453.00 620,398.21 313400301 FEDERAL HOME LN MTG CORP 242,251.00 16,711,871.40 313586109 FEDERAL NATL MTG ASSN 423,289.00 38,789,374.49 313747206 FEDERAL REALTY INVT TR 800.00 34,784.00 313855108 FEDERAL SIGNAL CORP 2,550.00 60,876.76 31410H101 FEDERATED DEPT STORES INC DE 150,693.00 7,545,189.11 314211103 FEDERATED INVS INC PA 153,097.00 5,703,923.46 31428X106 FEDEX CORP 76,630.00 6,443,213.95 31430F101 FELCOR LODGING TR INC 950.00 10,132.88 315405100 FERRO CORP 5,050.00 154,593.82 316326107 FIDELITY NATL FINL INC 3,479.00 145,405.33 316773100 FIFTH THIRD BANCORP 218,443.00 17,014,263.85 316869106 FILENET CORP 5,450.00 133,589.58 31787A101 FINISAR 19,650.00 41,384.13 317923100 FINISH LINE INC 2,600.00 78,462.38 318522307 FIRST AMERN CORP CALIF 1,380.00 49,408.23 31865W108 FIRST AVIATION SVCS INC 9,000.00 61,819.05 318672102 FIRST BANCORP P R 675.00 25,175.94 319383105 FIRST BUSEY CORP 1,100.00 36,229.71 319439105 FIRST CHARTER CORP 900.00 21,278.03 31946M103 FIRST CTZNS BANCSHARES INC N 450.00 61,657.36 319960100 FIRST FED CAP CORP 1,500.00 40,456.78 319963104 FIRST DATA CORP 498,854.00 28,088,686.86 32006W106 FIRST DEFIANCE FINL CORP 1,250.00 33,697.00 320218100 FIRST FINL CORP IND 350.00 25,157.26 32054K103 FIRST INDUSTRIAL REALTY TRUS 650.00 27,908.73 320734106 FIRST LONG IS CORP 450.00 24,396.97 320867104 FIRST MIDWEST BANCORP DEL 999.00 39,106.44 320960107 FIRST HEALTH GROUP CORP 1,850.00 69,377.78 33582V108 FIRST NIAGARA FINL GP INC 1,300.00 24,658.60 335847208 FIRST OAK BROOK BANCSHARES I 950.00 42,583.90 337162101 FIRST TENN NATL CORP 93,897.00 5,602,149.72 337477103 FIRST VA BANKS INC 1,840.00 107,804.31 33761N109 FIRSTSERVICE CORP 1,403,040.00 29,185,114.72 337719108 FISCHER IMAGING CORP 209,600.00 1,406,882.36
OTHER INCLUDED CUSIP ISSUER DESCRIPTION TOTAL SHARES MARKET VALUE C$ MANAGERS - --------- -------------------------------- -------------- ----------------- -------------- 337738108 FISERV INC 403,938.00 19,544,575.49 337915102 FIRSTMERIT CORP 2,650.00 82,311.72 337932107 FIRSTENERGY CORP 383,488.00 20,034,923.13 338032204 FISHER SCIENTIFIC INTL INC 850.00 40,307.32 33832D106 FIVE STAR QUALITY CARE INC 2,291.00 4,700.47 338494107 FLANDERS CORP 8,450.00 31,803.58 339030108 FLEETBOSTON FINL CORP 962,856.00 38,961,912.97 340632108 FLORIDA EAST COAST INDS 100.00 3,471.61 341135101 FLORIDA PUB UTILS CO 1,300.00 23,987.37 341140101 FLORIDA ROCK INDS INC 575.00 32,251.29 343258109 FLORIDAFIRST BANCORP INC NEW 650.00 21,072.85 343412102 FLUOR CORP NEW 61,223.00 2,799,365.48 343498101 FLOWERS FOODS INC 1,687.00 45,294.09 34354P105 FLOWSERVE CORP 700.00 18,708.63 344849104 FOOT LOCKER INC 2,350.00 42,308.08 344912100 FOOTSTAR INC 3,100.00 54,757.63 345370860 FORD MTR CO DEL 325,366.00 4,865,101.88 345425102 FORDING CDN COAL TR 1,012.00 24,692.60 345550107 FOREST CITY ENTERPRISES INC 600.00 33,792.11 345838106 FOREST LABS INC 385,457.00 28,652,967.76 346091705 FOREST OIL CORP 4,325.00 147,620.04 346563109 FORRESTER RESH INC 1,950.00 43,346.84 349631101 FORTUNE BRANDS INC 26,311.00 1,867,392.68 349853101 FORWARD AIR CORP 2,800.00 96,520.17 349882100 FOSSIL INC 900.00 28,810.94 35063R100 FOUNDRY NETWORKS INC 2,750.00 53,806.50 35100E104 FOUR SEASONS HOTEL INC 362,269.00 21,103,501.44 35138T107 FOX ENTMT GROUP INC 77,600.00 3,034,534.42 352128201 FRANKFORT FIRST BANCORP INC 300.00 9,045.20 354613101 FRANKLIN RES INC 134,631.00 7,147,070.08 356108100 FREDS INC 1,030.00 52,033.87 356602102 FREEMARKETS INC 450.00 4,255.61 35671D857 FREEPORT-MCMORAN COPPER & GO 342,239.00 11,689,657.32 358434108 FRIEDMAN BILLINGS RAMSEY GRO 3,042.00 55,386.45 359065109 FRONTIER AIRLINES INC NEW 3,600.00 44,414.82 35914P105 FRONTIER OIL CORP 650.00 13,424.45 35952H106 FUELCELL ENERGY INC 200.00 2,225.63 359694106 FULLER H B CO 1,000.00 29,919.68 360271100 FULTON FINL CORP PA 2,405.00 64,931.06 360921100 FURNITURE BRANDS INTL INC 1,200.00 42,556.05 361268105 G & K SVCS INC 2,700.00 108,591.30 361448103 GATX CORP 1,250.00 27,769.45 361475106 GBC BANCORP CALIF 700.00 36,523.20 36229U102 GSI LUMONICS INC 493,764.00 4,493,252.40 36238T104 GTC BIOTHERAPEUTICS INC 3,400.00 15,845.74 362418105 GABLES RESIDENTIAL TR 4,600.00 188,945.06 363576109 GALLAGHER ARTHUR J & CO 2,850.00 105,330.30 363595109 GALLAHER GROUP PLC 600.00 33,224.00 36466R101 GAMESTOP CORP 1,300.00 22,821.57 364730101 GANNETT INC 70,941.00 7,403,534.16 364760108 GAP INC DEL 261,106.00 6,658,474.86 366651206 GARTNER INC 1,900.00 19,362.19 367626108 GATEWAY INC 56,496.00 280,188.38 367905106 GAYLORD ENTMT CO NEW 400.00 10,636.30 36866W106 GEMSTAR-TV GUIDE INTL INC 5,855.00 40,493.40 368682100 GENCORP INC 1,250.00 15,099.11 368689105 GENE LOGIC INC 1,300.00 10,545.26 368709101 GENENCOR INTL INC 2,550.00 57,065.46 368710406 GENENTECH INC 86,350.00 8,461,699.87 369385109 GENERAL COMMUNICATION INC 277,100.00 3,267,136.87 369550108 GENERAL DYNAMICS CORP 141,175.00 13,907,061.04 369604103 GENERAL ELEC CO 4,786,843.00 187,236,880.85 370021107 GENERAL GROWTH PPTYS INC 1,550.00 131,502.55 370334104 GENERAL MLS INC 75,564.00 4,867,707.27 370442105 GENERAL MTRS CORP 392,434.00 19,196,740.79 370442832 GENERAL MTRS CORP 433,596.00 7,725,718.03 371532102 GENESCO INC 1,400.00 33,669.83 371901109 GENTEX CORP 1,400.00 58,227.87 372460105 GENUINE PARTS CO 598,969.00 28,978,386.23 372917104 GENZYME CORP 54,466.00 3,093,437.33 373200203 GEORGIA GULF CORP 1,400.00 37,664.55 373298108 GEORGIA PAC CORP 412,641.00 10,624,734.56 373865104 GERMAN AMERN BANCORP 220.00 5,216.24 374276103 GETTY IMAGES INC 1,700.00 95,397.84 37476F103 GIBRALTAR STL CORP 1,000.00 27,827.20 375558103 GILEAD SCIENCES INC 460,470.00 34,774,537.23 375766102 GILLETTE CO 708,742.00 30,737,434.95 375916103 GILDAN ACTIVEWEAR INC 361,112.00 12,656,975.60 37637Q105 GLACIER BANCORP INC NEW 2,010.00 67,239.37 376775102 GLAMIS GOLD LTD 2,182,215.00 33,323,982.12 377316104 GLATFELTER 100.00 2,004.16 37733W105 GLAXOSMITHKLINE PLC 3,640.00 206,342.00 37803P105 GLENBOROUGH RLTY TR INC 4,900.00 127,498.30 379302102 GLIMCHER RLTY TR 900.00 27,392.40 379336100 GLOBAL INDS LTD 3,400.00 22,267.20 37936S109 GLOBAL PMT TECHNOLOGIES INC 3,500.00 20,972.31 37940X102 GLOBAL PMTS INC 4,550.00 219,472.10 37957V106 GLOBESPANVIRATA INC 3,033.00 33,998.98 380956409 GOLDCORP INC NEW 4,173,686.00 68,503,067.60 38119T104 GOLDEN STAR RES LTD CDA 525,000.00 1,863,750.00 381317106 GOLDEN WEST FINL CORP DEL 24,252.00 2,636,521.93
OTHER INCLUDED CUSIP ISSUER DESCRIPTION TOTAL SHARES MARKET VALUE C$ MANAGERS - --------- -------------------------------- -------------- ----------------- -------------- 38141G104 GOLDMAN SACHS GROUP INC 108,018.00 12,291,942.08 382388106 GOODRICH CORP 23,125.00 660,433.01 382550101 GOODYEAR TIRE & RUBR CO 139,221.00 993,124.31 382588101 GOODYS FAMILY CLOTHING INC 1,400.00 16,454.46 384109104 GRACO INC 44,150.00 1,919,642.00 384313102 GRAFTECH INTL LTD 186,050.00 1,377,735.13 384802104 GRAINGER W W INC 48,093.00 3,050,883.75 387328107 GRANITE CONSTR INC 2,350.00 61,179.08 38821G101 GRANT PRIDECO INC 4,085.00 65,218.30 390064103 GREAT ATLANTIC & PAC TEA INC 5,200.00 62,176.40 390568103 GREAT LAKES CHEM CORP 9,139.00 253,319.38 391164100 GREAT PLAINS ENERGY INC 1,850.00 72,595.30 391648102 GREATER BAY BANCORP 1,100.00 30,699.60 39167B102 GREATER CHINA FD INC 85,000.00 1,209,219.56 395384100 GREENPOINT FINL CORP 2,650.00 183,419.02 39787M108 GREY GLOBAL GROUP INC 28.00 29,390.14 397888108 GREY WOLF INC 7,700.00 42,268.00 398433102 GRIFFON CORP 3,025.00 65,763.50 39945C109 GROUPE CGI INC 3,822,095.00 30,576,759.33 400518106 GTECH HLDGS CORP 900.00 46,041.24 401617105 GUESS INC 4,400.00 35,871.00 401698105 GUIDANT CORP 156,921.00 9,465,914.38 402040109 GUITAR CTR MGMT INC 1,400.00 55,165.25 402629109 GULFMARK OFFSHORE INC 800.00 18,348.56 404119109 HCA INC 674,825.00 29,403,872.41 404132102 HCC INS HLDGS INC 2,150.00 86,383.21 40426W101 HRPT PPTYS TR 4,100.00 51,252.05 404280406 HSBC HLDGS PLC 63,584.00 5,267,501.52 405024100 HAEMONETICS CORP 850.00 21,597.33 405217100 HAIN CELESTIAL GROUP INC 650.00 14,153.85 406216101 HALLIBURTON CO 67,984.00 2,124,948.48 410120109 HANCOCK HLDG CO 375.00 23,978.54 41014S106 HANCOCK JOHN FINL SVCS INC 50,517.00 2,109,306.40 410293104 HANDSPRING INC 1,900.00 2,917.24 410768105 HANOVER COMPRESSOR CO 1,250.00 19,192.34 412822108 HARLEY DAVIDSON INC 83,151.00 4,503,398.20 412824104 HARLEYSVILLE GROUP INC 3,000.00 93,835.28 413086109 HARMAN INTL INDS INC 5,025.00 541,989.64 413160102 HARMONIC INC 1,139.00 6,298.80 413619107 HARRAHS ENTMT INC 102,236.00 5,589,865.78 413875105 HARRIS CORP DEL 72,450.00 2,958,165.19 415864107 HARSCO CORP 5,950.00 291,448.48 416196103 HARTE-HANKS INC 1,500.00 38,724.38 416515104 HARTFORD FINL SVCS GROUP INC 108,276.00 7,408,790.24 418056107 HASBRO INC 28,553.00 678,548.84 419870100 HAWAIIAN ELEC INDUSTRIES 650.00 40,494.15 421915109 HEALTH CARE PPTY INVS INC 1,470.00 85,292.22 421933102 HEALTH MGMT ASSOC INC NEW 137,624.00 3,450,087.46 421946104 HEALTHCARE RLTY TR 1,500.00 59,411.34 42217K106 HEALTH CARE REIT INC 900.00 37,297.69 42219D100 HEALTHAXIS INC 16,700.00 11,118.65 42222G108 HEALTH NET INC 3,420.00 153,116.18 422317107 HEARST-ARGYLE TELEVISION INC 1,550.00 54,547.02 422347104 HEARTLAND EXPRESS INC 2,096.00 63,366.66 422360305 HEARUSA INC 518,174.00 0.00 422819102 HEIDRICK & STRUGGLES INTL IN 1,150.00 19,719.54 423074103 HEINZ H J CO 64,218.00 2,880,388.56 423319102 HELIX TECHNOLOGY CORP 1,050.00 18,875.08 423452101 HELMERICH & PAYNE INC 800.00 31,740.40 426281101 HENRY JACK & ASSOC INC 11,850.00 286,440.12 427056106 HERCULES INC 20,125.00 270,713.96 42725M107 HERITAGE PPTY INVT TR INC 650.00 23,916.72 427866108 HERSHEY FOODS CORP 23,714.00 2,244,542.56 42822Q100 HEWITT ASSOCS INC 61,000.00 1,951,912.31 428236103 HEWLETT PACKARD CO 673,256.00 19,505,360.44 428656102 HIBERNIA CORP 3,900.00 96,232.11 429060106 HICKORY TECH CORP 1,450.00 22,066.10 431284108 HIGHWOODS PPTYS INC 900.00 27,270.11 431294107 HILB ROGAL & HAMILTON CO 450.00 20,813.33 431573104 HILLENBRAND INDS INC 1,200.00 82,258.73 432848109 HILTON HOTELS CORP 65,904.00 1,145,306.90 433245107 HINES HORTICULTURE INC 1,950.00 4,239.30 433578507 HITACHI LIMITED 13.00 745.28 43357B104 HISPANIC BROADCASTING CORP 3,750.00 129,675.70 436141105 HOLLYWOOD ENTMT CORP 950.00 22,201.98 436926109 HOME FED BANCORP 700.00 23,093.32 437076102 HOME DEPOT INC 2,014,365.00 91,123,462.76 437306103 HOME PPTYS N Y INC 700.00 33,517.65 437852106 HOMESTORE INC 3,950.00 9,513.70 438092108 HON INDS INC 950.00 39,369.78 438128308 HONDA MOTOR LTD 125.00 3,330.00 438516106 HONEYWELL INTL INC 250,733.00 9,148,041.43 439104100 HOOPER HOLMES INC 11,300.00 98,878.96 440327104 HORACE MANN EDUCATORS CORP N 10,950.00 239,987.18 440452100 HORMEL FOODS CORP 3,190.00 102,725.58 44106M102 HOSPITALITY PPTYS TR 1,520.00 64,540.63 44107P104 HOST MARRIOTT CORP NEW 7,773.00 96,700.47 441339108 HOT TOPIC INC 700.00 25,594.77 442120101 HOUSTON EXPL CO 1,600.00 75,437.80 442487203 HOVNANIAN ENTERPRISES INC 400.00 32,039.33 443510201 HUBBELL INC 2,110.00 94,896.46
OTHER INCLUDED CUSIP ISSUER DESCRIPTION TOTAL SHARES MARKET VALUE C$ MANAGERS - --------- -------------------------------- -------------- ----------------- -------------- 443683107 HUDSON CITY BANCORP 4,850.00 168,504.70 444165104 HUDSON UNITED BANCORP 1,100.00 51,041.44 444482103 HUGHES SUPPLY INC 600.00 28,289.18 444717102 HUGOTON RTY TR TEX 2,200.00 55,002.20 444859102 HUMANA INC 31,106.00 638,205.70 444903108 HUMAN GENOME SCIENCES INC 245,350.00 4,240,558.00 44544R101 HUMMINGBIRD INC 328,275.00 8,751,811.50 445658107 HUNT J B TRANS SVCS INC 700.00 35,904.97 446150104 HUNTINGTON BANCSHARES INC 46,444.00 1,518,858.14 448407106 HUTCHINSON TECHNOLOGY INC 16,600.00 741,842.17 448774109 HYDRIL CO 1,400.00 51,836.31 448924100 ICN PHARMACEUTICALS INC NEW 66,300.00 1,509,826.70 448947101 IDT CORP 600.00 14,592.98 44914M104 HYPERION SOLUTIONS CORP 950.00 43,577.83 449293109 ICO INC NEW 18,050.00 27,959.00 449295104 ICOS CORP 1,200.00 59,920.88 44930G107 ICU MED INC 400.00 16,930.03 44936D108 ID BIOMEDICAL CORP 379,069.00 5,250,105.65 449370105 IDEC PHARMACEUTICALS CORP 227,360.00 10,503,463.60 449491109 IDX SYS CORP 350.00 7,380.73 449536101 IGEN INC 1,000.00 42,664.75 449669100 IMC GLOBAL INC 276,100.00 2,517,262.38 449681105 IMCO RECYCLING INC 2,200.00 19,848.62 449934108 IMS HEALTH INC 224,532.00 5,488,440.55 45031U101 ISTAR FINL INC 1,400.00 69,432.13 45068B109 ITT EDUCATIONAL SERVICES INC 1,100.00 43,717.78 45069F109 ITXC CORP 700.00 2,482.44 45071R109 IXIA 1,100.00 9,610.44 450828108 IBERIABANK CORP 441.00 29,241.39 450911102 ITT INDS INC IND 57,406.00 5,105,906.35 450913108 IAMGOLD CORP 3,674,216.00 24,249,825.60 451107106 IDACORP INC 2,100.00 74,765.25 45167R104 IDEX CORP 1,800.00 88,633.98 45168D104 IDEXX LABS INC 1,600.00 73,220.32 45169U105 IGATE CORP 2,300.00 10,844.18 451713101 IKON OFFICE SOLUTIONS INC 1,500.00 18,139.31 451923106 ILEX ONCOLOGY INC 2,050.00 54,065.34 452308109 ILLINOIS TOOL WKS INC 56,511.00 5,056,247.56 45245A107 IMATION CORP 900.00 46,249.13 45245W109 IMCLONE SYS INC 128,900.00 5,538,017.71 45247T104 IMAGISTICS INTERNATIONAL INC 37.00 1,297.06 45255G101 IMPATH INC 400.00 7,685.09 452907108 IMMUNOMEDICS INC 1,900.00 16,290.05 453038408 IMPERIAL OIL LTD 2,102,235.00 99,015,268.40 453235103 INAMED CORP 500.00 36,475.64 453258402 INCO LTD 6,156,160.00 176,495,824.20 45337C102 INCYTE CORP 2,750.00 17,337.65 453414104 INDEPENDENCE CMNTY BK CORP 1,410.00 54,064.93 454072109 INDEVUS PHARMACEUTICALS INC 119,700.00 1,014,888.42 456607100 INDYMAC BANCORP INC 3,100.00 108,580.08 45662V105 INET TECHNOLOGIES INC 2,000.00 27,093.48 45665B106 INFOCUS CORP 100.00 641.33 45666Q102 INFORMATICA CORP 161,400.00 1,515,378.55 45666T106 INFONET SVCS CORP 15,000.00 32,406.19 45678T201 INFOSPACE INC 608.00 11,210.45 456818301 INFOUSA INC NEW 2,300.00 25,313.51 456837103 ING GROUP N V 200.00 4,902.00 457153104 INGRAM MICRO INC 3,350.00 50,069.94 457652105 INPUT/OUTPUT INC 2,100.00 15,351.16 45765U103 INSIGHT ENTERPRISES INC 1,675.00 22,895.62 457660108 INSITE VISION INC 2,600.00 2,049.00 457667103 INSITUFORM TECHNOLOGIES INC 4,750.00 114,107.83 45767A105 INSIGNIA FINL GROUP INC NEW 500.00 7,547.86 45769N105 INNOVATIVE SOLUTIONS & SUPPO 600.00 6,082.58 4576J0104 INNKEEPERS USA TR 2,200.00 20,326.90 45809K202 INSWEB CORP 1,091.00 7,041.38 45810H107 INTEGRAL SYS INC MD 1,000.00 27,011.95 45810N302 INTEGRAMED AMER INC 2,700.00 22,158.50 458118106 INTEGRATED DEVICE TECHNOLOGY 2,900.00 43,541.14 45811K208 INTEGRATED CIRCUIT SYS INC 1,500.00 64,058.27 458140100 INTEL CORP 3,453,487.00 98,139,829.97 45814P105 INTEGRA BK CORP 850.00 19,876.47 45819B101 INTEGRATED DEFENSE TECHNOLOG 550.00 11,590.82 45840J107 INTERACTIVE DATA CORP 1,350.00 30,999.88 458665106 INTERFACE INC 2,150.00 13,554.89 45866A105 INTERDIGITAL COMMUNICATIONS 2,350.00 74,621.87 458683109 INTERGRAPH CORP 2,000.00 58,426.25 45884X103 INTERMUNE INC 500.00 10,944.73 45885A102 INTERNAP NETWORK SVCS CORP 4,650.00 6,507.73 459044103 INTERNATIONAL BANCSHARES COR 781.00 37,735.69 459200101 INTERNATIONAL BUSINESS MACHS 933,525.00 105,490,694.95 459506101 INTERNATIONAL FLAVORS&FRAGRA 133,342.00 5,784,840.15 459902102 INTERNATIONAL GAME TECHNOLOG 149,583.00 20,798,153.11 460043102 INTERNATIONAL MULTIFOODS COR 1,900.00 59,145.03 460146103 INTL PAPER CO 155,419.00 7,597,845.98 460254105 INTERNATIONAL RECTIFIER CORP 1,300.00 47,374.18 460321201 INTERNATIONAL SHIPHOLDING CO 700.00 10,272.15 460335201 INTERNATIONAL SPEEDWAY CORP 1,200.00 64,421.06 46059C106 INTERNET CAP GROUP INC 12,800.00 8,348.16 46060X107 INTERNET SEC SYS INC 30,850.00 607,383.68 46062R108 INTERPOOL INC 1,200.00 26,772.81
OTHER INCLUDED CUSIP ISSUER DESCRIPTION TOTAL SHARES MARKET VALUE C$ MANAGERS - --------- -------------------------------- -------------- ----------------- -------------- 460690100 INTERPUBLIC GROUP COS INC 146,374.00 2,661,177.60 46069S109 INTERSIL CORP 87,208.00 3,153,121.88 46072H108 INTERSTATE BAKERIES CORP DEL 900.00 15,530.51 460915200 INTRAWEST CORPORATION 575,593.00 10,228,287.61 460919103 INTERTAPE POLYMER GROUP INC 400,099.00 3,200,792.00 46114T102 INTERWOVEN INC 1,200.00 3,619.71 461202103 INTUIT 220,883.00 13,364,556.30 461203101 INVACARE CORP 700.00 31,387.13 46126P106 INVERNESS MED INNOVATIONS IN 1,720.00 45,105.07 46145F105 INVESTMENT TECHNOLOGY GRP NE 150.00 3,790.91 461730103 INVESTORS REAL ESTATE TR 3,850.00 56,444.51 46185R100 INVITROGEN CORP 29,364.00 1,530,899.12 461915100 INVESTORS FINL SERVICES CORP 34,450.00 1,357,927.28 462030305 IOMEGA CORP 1,140.00 16,419.14 462218108 IONICS INC 3,800.00 115,501.90 462622101 IPSCO INC 699,139.00 10,263,360.52 462846106 IRON MTN INC PA 69,875.00 3,521,423.12 464286103 ISHARES INC 400.00 6,208.00 464286699 ISHARES INC 2,000.00 36,720.00 464286707 ISHARES INC 700.00 16,150.00 464286749 ISHARES INC 400.00 6,589.00 464286806 ISHARES INC 1,300.00 22,177.00 464286814 ISHARES INC 200.00 3,694.00 464286848 ISHARES INC 6,746.00 68,578.00 464286855 ISHARES INC 300.00 7,291.00 464286871 ISHARES INC 400.00 4,268.00 464287200 ISHARES TR 8,847.00 1,606,704.21 464287234 ISHARES TR 2,000.00 446,383.34 464287465 ISHARES TR 7,200.00 1,062,222.71 464287507 ISHARES TR 3,200.00 569,602.95 464287564 ISHARES TR 1,000.00 167,448.27 464287655 ISHARES TR 400.00 49,724.00 464287705 ISHARES TR 200.00 24,837.00 464287739 ISHARES TR 1,000.00 157,634.02 464287804 ISHARES TR 2,600.00 527,295.55 464287861 ISHARES TR 59,220.00 4,216,257.54 464330109 ISIS PHARMACEUTICALS INC 600.00 4,320.83 465823102 IVAX CORP 216,349.00 5,247,261.03 46612J101 JDS UNIPHASE CORP 1,368,534.00 6,528,072.95 46622G105 JNI CORP 6,450.00 43,206.21 46625H100 J P MORGAN CHASE & CO 846,207.00 39,412,009.86 466313103 JABIL CIRCUIT INC 104,899.00 3,149,946.51 466367109 JACK IN THE BOX INC 1,200.00 36,360.15 469248108 JACKSONVILLE BANCORP INC 600.00 23,193.86 469814107 JACOBS ENGR GROUP INC DEL 1,130.00 64,716.58 469865109 JACUZZI BRANDS INC 1,600.00 11,500.46 47102X105 JANUS CAP GROUP INC 174,782.00 3,894,754.71 472319102 JEFFERIES GROUP INC NEW 500.00 33,826.08 475070108 JEFFERSON PILOT CORP 151,889.00 8,680,595.01 477143101 JETBLUE AWYS CORP 9,275.00 532,955.76 47758P109 JO-ANN STORES INC 700.00 24,063.46 478160104 JOHNSON & JOHNSON 1,991,106.00 140,853,091.32 478366107 JOHNSON CTLS INC 17,168.00 1,996,962.47 480074103 JONES APPAREL GROUP INC 175,015.00 6,958,075.75 48020Q107 JONES LANG LASALLE INC 800.00 17,174.60 481138105 JOURNAL REGISTER CO 900.00 22,121.81 481165108 JOY GLOBAL INC 1,300.00 26,089.36 48203R104 JUNIPER NETWORKS INC 8,950.00 150,429.25 482480100 KLA-TENCOR CORP 128,247.00 8,101,143.37 482564101 KMG CHEMICALS INC 3,630.00 13,761.01 482686102 K-SWISS INC 700.00 32,832.84 48282T104 KADANT INC 71.00 1,808.84 483600300 KANA SOFTWARE INC 330.00 1,358.61 485170302 KANSAS CITY SOUTHERN 147,850.00 2,416,700.23 486665102 KEANE INC 2,300.00 42,595.45 48666K109 KB HOME 7,693.00 647,868.49 487836108 KELLOGG CO 73,241.00 3,420,755.41 488044108 KELLWOOD CO 500.00 21,488.63 488152208 KELLY SVCS INC 1,000.00 31,862.69 488360108 KEMET CORP 9,850.00 135,175.25 489170100 KENNAMETAL INC 1,000.00 45,980.10 490057106 KENSEY NASH CORP 1,450.00 51,224.88 492386107 KERR MCGEE CORP 16,097.00 979,856.58 492914106 KEY ENERGY SVCS INC 6,150.00 89,579.67 493267108 KEYCORP NEW 72,465.00 2,488,130.17 493308100 KEYNOTE SYS INC 1,200.00 17,087.64 49337W100 KEYSPAN CORP 421,076.00 20,282,257.22 49338N109 KEYSTONE AUTOMOTIVE INDS INC 3,300.00 81,875.56 494274103 KIMBALL INTL INC 1,500.00 31,794.75 49427F108 KILROY RLTY CORP 600.00 22,419.38 494368103 KIMBERLY CLARK CORP 654,409.00 46,451,436.84 49446R109 KIMCO REALTY CORP 2,325.00 119,729.65 49455P101 KINDER MORGAN INC KANS 18,891.00 1,402,764.20 49455U100 KINDER MORGAN MANAGEMENT LLC 964.00 49,066.42 494580103 KINDRED HEALTHCARE INC 1,600.00 38,784.16 495582108 KING PHARMACEUTICALS INC 189,818.00 3,806,828.47 496902206 KINROSS GOLD CORP 4,311,106.00 39,187,953.54 496904103 KINGSWAY FINL SVCS INC 701,704.00 11,472,860.40 499040103 KNIGHT RIDDER INC 22,427.00 2,100,482.28 499063105 KNIGHT TRADING GROUP INC 4,545.00 38,411.73 499064103 KNIGHT TRANSN INC 2,162.00 73,146.68
OTHER INCLUDED CUSIP ISSUER DESCRIPTION TOTAL SHARES MARKET VALUE C$ MANAGERS - --------- -------------------------------- -------------- ----------------- -------------- 500255104 KOHLS CORP 376,469.00 26,335,603.37 500472303 KONINKLIJKE PHILIPS ELECTRS 1,714.00 44,921.77 500600101 KOPIN CORP 600.00 4,989.33 500634100 KOREA FD 46,000.00 936,550.47 500643200 KORN FERRY INTL 2,500.00 27,514.69 50064W107 KOSAN BIOSCIENCES INC 3,700.00 29,661.51 50075N104 KRAFT FOODS INC 118,000.00 5,219,402.60 501014104 KRISPY KREME DOUGHNUTS INC 935.00 52,316.36 501044101 KROGER CO 604,638.00 13,704,973.71 501049100 KROLL INC 1,600.00 58,828.44 501052104 KRONOS INC 5,800.00 400,420.91 501242101 KULICKE & SOFFA INDS INC 2,400.00 20,837.79 501803308 LCA-VISION INC 112.00 1,366.58 501940100 LNR PPTY CORP 800.00 40,653.80 502079106 LMI AEROSPACE INC 2,500.00 6,963.59 502161102 LSI LOGIC CORP 61,942.00 595,906.94 50216C108 LSI INDS INC 3,850.00 58,066.18 502392103 LTX CORP 100.00 1,171.24 502424104 L-3 COMMUNICATIONS HLDGS INC 30,350.00 1,793,443.34 50419U202 LA QUINTA CORP 5,550.00 32,501.98 505336107 LA Z BOY INC 1,400.00 42,572.36 50540R409 LABORATORY CORP AMER HLDGS 195,000.00 7,988,430.94 505447102 LABRANCHE & CO INC 1,000.00 28,112.54 505754200 LADISH INC 2,800.00 25,185.79 505862102 LAFARGE NORTH AMERICA INC 2,483.00 105,939.91 512807108 LAM RESEARCH CORP 4,100.00 101,445.63 512815101 LAMAR ADVERTISING CO 47,200.00 2,258,122.94 513847103 LANCASTER COLONY CORP 800.00 42,023.42 514606102 LANCE INC 1,900.00 23,570.24 514936103 LANDAMERICA FINL GROUP INC 515.00 33,548.22 515098101 LANDSTAR SYS INC 700.00 59,778.21 517942108 LASALLE HOTEL PPTYS 1,900.00 38,156.42 518415104 LATTICE SEMICONDUCTOR CORP 203,450.00 2,275,082.17 518439104 LAUDER ESTEE COS INC 313,234.00 14,355,658.89 520776105 LAWSON PRODS INC 900.00 33,676.75 521050104 LAYNE CHRISTENSEN CO 2,100.00 23,026.74 522015106 LEARNING TREE INTL INC 400.00 8,494.91 523768109 LEE ENTERPRISES INC 800.00 40,795.11 524651106 LEGATO SYS INC 2,160.00 24,623.81 524660107 LEGGETT & PLATT INC 35,248.00 981,811.01 524901105 LEGG MASON INC 43,350.00 3,825,672.72 524908100 LEHMAN BROS HLDGS INC 152,954.00 13,883,039.49 52543H107 LEITCH TECHNOLOGY CORP 302,505.00 1,370,347.65 526057104 LENNAR CORP 1,880.00 182,643.18 526107107 LENNOX INTL INC 4,450.00 77,817.65 527288104 LEUCADIA NATL CORP 1,050.00 52,958.64 52729N100 LEVEL 3 COMMUNICATIONS INC 12,600.00 113,678.46 52886P104 LEXAR MEDIA INC 1,450.00 18,795.59 528872104 LEXICON GENETICS INC 2,300.00 20,969.59 529043101 LEXINGTON CORP PPTYS TR 1,700.00 40,884.79 529771107 LEXMARK INTL NEW 139,993.00 13,463,640.60 529898108 LIBBEY INC 400.00 12,337.45 530154103 LIBERTE INVS INC DEL 5,500.00 40,579.07 530718105 LIBERTY MEDIA CORP NEW 549,729.00 8,637,938.35 531172104 LIBERTY PPTY TR 1,400.00 65,817.85 53215R100 LIFEPOINT INC 4,800.00 2,087.04 532192101 LIFELINE SYS INC 1,600.00 61,741.60 53219L109 LIFEPOINT HOSPITALS INC 1,050.00 29,874.84 53220K207 LIGAND PHARMACEUTICALS INC 76,851.00 1,419,085.41 532226107 LIGHTBRIDGE INC 657.00 7,820.04 532257805 LIGHTPATH TECHNOLOGIES INC 150.00 613.48 532457108 LILLY ELI & CO 406,785.00 38,128,950.00 532716107 LIMITED BRANDS INC 179,775.00 3,786,842.72 532791100 LINCARE HLDGS INC 2,930.00 125,445.65 533900106 LINCOLN ELEC HLDGS INC 1,200.00 33,278.51 534187109 LINCOLN NATL CORP IND 499,345.00 24,241,887.48 535555106 LINDSAY MFG CO 3,700.00 116,735.65 535678106 LINEAR TECHNOLOGY CORP 77,588.00 3,395,665.01 535679104 LINENS N THINGS INC 3,700.00 118,696.33 537008104 LITTELFUSE INC 5,000.00 151,908.25 539320101 LIZ CLAIBORNE INC 19,061.00 912,944.47 539830109 LOCKHEED MARTIN CORP 133,572.00 8,636,300.03 540211109 LODGENET ENTMT CORP 1,500.00 22,317.47 540424108 LOEWS CORP 31,932.00 2,051,799.84 542312103 LONE STAR TECHNOLOGIES INC 16,400.00 471,964.54 543162101 LONGS DRUG STORES CORP 900.00 20,299.73 543213102 LONGVIEW FIBRE CO 5,400.00 60,165.45 546347105 LOUISIANA PAC CORP 194,018.00 2,857,662.02 548661107 LOWES COS INC 358,359.00 21,291,535.07 549271104 LUBRIZOL CORP 1,063.00 44,760.45 549463107 LUCENT TECHNOLOGIES INC 677,765.00 1,869,927.15 55027E102 LUMINEX CORP DEL 1,100.00 7,712.27 55068R202 LUXOTTICA GROUP S P A 205.00 3,984.00 550819106 LYDALL INC DEL 1,550.00 22,534.87 551146103 LYNCH INTERACTIVE CORP 700.00 22,993.45 552078107 LYONDELL CHEMICAL CO 2,350.00 43,202.14 55261F104 M & T BK CORP 3,103.00 355,088.47 55262C100 MBIA INC 28,379.00 1,880,812.63 55262L100 MBNA CORP 614,105.00 17,390,634.44 552676108 M D C HLDGS INC 484.00 31,750.62 552690109 MDU RES GROUP INC 1,100.00 50,054.99
OTHER INCLUDED CUSIP ISSUER DESCRIPTION TOTAL SHARES MARKET VALUE C$ MANAGERS - --------- -------------------------------- -------------- ----------------- -------------- 55269P302 MDS INC 2,949,611.00 54,774,276.27 552715104 MEMC ELECTR MATLS INC 3,700.00 49,268.28 552848103 MGIC INVT CORP WIS 78,372.00 4,966,598.22 552953101 MGM MIRAGE 7,850.00 364,570.29 55306N104 MKS INSTRUMENT INC 7,353.00 180,535.36 55308X308 MKTG SERVICES INC 73.00 153.00 553409103 MPS GROUP INC 11,000.00 102,830.20 553477100 MRV COMMUNICATIONS INC 6,075.00 16,591.36 553530106 MSC INDL DIRECT INC 7,200.00 175,115.70 554273102 MACDERMID INC 2,500.00 89,337.82 554382101 MACERICH CO 550.00 26,253.09 554489104 MACK CALI RLTY CORP 1,050.00 51,902.89 555904101 MACROVISION CORP 1,000.00 27,066.30 556100105 MACROMEDIA INC 1,700.00 48,599.77 559181102 MAGMA DESIGN AUTOMATION 800.00 18,642.05 559211107 MAGNA ENTMT CORP 42,946.00 292,294.38 559222401 MAGNA INTL INC 1,695,969.00 153,877,556.43 55972F203 MAGNUM HUNTER RES INC 5,375.00 58,353.22 561063108 MALAN RLTY INVS INC 850.00 5,012.43 562567107 MANDALAY RESORT GROUP 1,180.00 51,065.90 562750109 MANHATTAN ASSOCS INC 1,650.00 58,223.12 563771104 MANNATECH INC 3,000.00 31,336.00 564055101 MANOR CARE INC NEW 104,694.00 3,557,746.85 56418H100 MANPOWER INC 75,475.00 3,804,704.80 564563104 MANTECH INTL CORP 1,700.00 44,303.40 564682102 MANUFACTURED HOME CMNTYS INC 2,300.00 109,723.14 565011103 MANUGISTICS GROUP INC 2,500.00 13,961.16 56501R106 MANULIFE FINL CORP 9,128,767.00 348,627,611.57 565849106 MARATHON OIL CORP 53,858.00 1,928,281.35 570535104 MARKEL CORP 550.00 191,312.00 571748102 MARSH & MCLENNAN COS INC 254,421.00 17,707,178.17 571834100 MARSHALL & ILSLEY CORP 37,882.00 1,574,018.88 571903202 MARRIOTT INTL INC NEW 38,116.00 1,989,776.22 572901106 MARTEK BIOSCIENCES CORP 900.00 52,510.25 573284106 MARTIN MARIETTA MATLS INC 1,000.00 45,667.59 57383M108 MARVEL ENTERPRISES INC 1,250.00 32,440.16 574599106 MASCO CORP 92,785.00 3,006,511.07 575384102 MASONITE INTL CORP 1,928,458.00 53,765,408.88 576206106 MASSEY ENERGY CORP 3,124.00 56,195.15 576323109 MASTEC INC 6,375.00 49,893.30 576674105 MATERIAL SCIENCES CORP 2,900.00 38,221.64 57685P304 MATRIXONE INC 78,508.00 293,757.34 576879209 MATSUSHITA ELEC INDL 257,675.00 3,621,106.00 577081102 MATTEL INC 71,178.00 1,829,812.00 577128101 MATTHEWS INTL CORP 8,600.00 289,326.80 577729205 MAXTOR CORP 5,600.00 57,143.59 57772K101 MAXIM INTEGRATED PRODS INC 300,671.00 13,967,870.51 577776107 MAXYGEN INC 1,100.00 16,396.04 577778103 MAY DEPT STORES CO 51,554.00 1,559,290.69 577914104 MAVERICK TUBE CORP 800.00 20,816.05 577933104 MAXIMUS INC 5,500.00 206,482.44 578592107 MAYTAG CORP 60,549.00 2,009,056.69 579489105 MCCLATCHY CO 750.00 58,718.38 579780206 MCCORMICK & CO INC 23,282.00 860,456.16 580031201 MCDATA CORP 1,689.00 33,668.81 580037109 MCDERMOTT INTL INC 9,203.00 79,153.97 580135101 MCDONALDS CORP 316,238.00 9,482,967.02 580645109 MCGRAW HILL COS INC 253,957.00 21,445,329.66 58155Q103 MCKESSON CORP 45,890.00 2,228,497.56 582266706 MCLEODUSA INC 58.00 149.46 583334107 MEADWESTVACO CORP 35,686.00 1,197,662.31 583538103 MECHANICAL TECHNOLOGY INC 1,250.00 5,265.16 583916101 MEDAREX INC 43,500.00 389,506.07 583928106 MEDALLION FINL CORP 650.00 6,191.14 584404107 MEDIA GEN INC 650.00 50,518.33 58463F104 MEDICAL STAFFING NETWK HLDGS 650.00 6,182.31 584688105 MEDICINES CO 208,350.00 5,574,151.63 584690309 MEDICIS PHARMACEUTICAL CORP 7,250.00 558,548.15 584699102 MEDIMMUNE INC 356,565.00 17,620,635.58 584949101 MEDQUIST INC 600.00 16,500.66 58500P107 MEDIS TECHNOLOGIES LTD 4,000.00 38,751.55 585055106 MEDTRONIC INC 254,159.00 16,571,955.00 58551A108 MELLON FINL CORP 731,186.00 27,604,200.68 586002107 MEMBERWORKS INC 1,300.00 34,885.91 587188103 MENTOR CORP MINN 1,400.00 36,865.61 587200106 MENTOR GRAPHICS CORP 1,050.00 20,658.44 587405101 MERCANTILE BANKSHARES CORP 2,720.00 145,540.60 589331107 MERCK & CO INC 827,303.00 68,073,012.11 589378108 MERCURY COMPUTER SYS 1,050.00 25,908.65 589400100 MERCURY GENL CORP NEW 950.00 58,925.59 589405109 MERCURY INTERACTIVE CORP 123,415.00 6,474,515.99 589433101 MEREDITH CORP 42,406.00 2,535,242.72 589584101 MERIDIAN BIOSCIENCE INC 2,800.00 34,659.00 58977Q109 MERIDIAN RESOURCE CORP 22,680.00 145,761.81 58984Y103 MERISTAR HOSPITALITY CORP 3,550.00 24,793.11 589975101 MERIDIAN GOLD INC 2,018,228.00 31,081,029.66 590188108 MERRILL LYNCH & CO INC 681,145.00 43,202,979.05 59139P104 METASOLV INC 2,200.00 5,858.93 59151K108 METHANEX CORP 1,977,875.00 28,422,063.75 591520200 METHODE ELECTRS INC 168,000.00 2,453,902.50 59156R108 METLIFE INC 131,905.00 5,075,678.03
OTHER INCLUDED CUSIP ISSUER DESCRIPTION TOTAL SHARES MARKET VALUE C$ MANAGERS - --------- -------------------------------- -------------- ----------------- -------------- 591598107 METRIS COS INC 5,950.00 44,869.32 591610100 METRO GOLDWYN MAYER INC 4,650.00 78,471.89 59163F105 METRO ONE TELECOMMUNICATIONS 133,864.00 1,306,515.57 594087108 MICHAELS STORES INC 1,774.00 91,740.68 594793101 MICREL INC 2,900.00 40,940.50 594918104 MICROSOFT CORP 5,511,571.00 192,288,593.41 594960106 MICROVISION INC WASH 550.00 4,633.34 595017104 MICROCHIP TECHNOLOGY INC 184,852.00 6,186,259.34 595094103 MICROMUSE INC 1,300.00 14,113.34 595112103 MICRON TECHNOLOGY INC 461,531.00 7,293,234.03 59523C107 MID ATLANTIC MED SVCS INC 4,500.00 319,781.81 595635103 MIDCAP SPDR TR 319.00 38,538.07 597486109 MIDLAND CO 1,450.00 43,757.86 597911106 MIDWEST EXPRESS HLDGS INC 3,200.00 11,391.76 598148104 MIDWAY GAMES INC 8,500.00 41,924.23 599902103 MILLENNIUM PHARMACEUTICALS I 274,384.00 5,864,758.40 599903101 MILLENNIUM CHEMICALS INC 1,150.00 14,859.97 600544100 MILLER HERMAN INC 8,100.00 222,428.74 601073109 MILLIPORE CORP 78,302.00 4,720,650.44 601148109 MILLS CORP 1,200.00 54,703.28 602720104 MINE SAFETY APPLIANCES CO 1,050.00 62,232.11 603158106 MINERALS TECHNOLOGIES INC 4,350.00 287,607.97 604567107 MIPS TECHNOLOGIES INC 9,200.00 32,001.28 60466E100 MIRAMAR MINING CORP 750,000.00 1,275,000.00 604675108 MIRANT CORP 72,937.00 287,507.77 605203108 MISSION WEST PPTYS INC 800.00 12,359.19 607828100 MODINE MFG CO 50.00 1,315.95 608190104 MOHAWK INDS INC 1,492.00 112,573.47 60851C107 MOLECULAR DEVICES CORP 1,200.00 25,941.26 608554101 MOLEX INC 34,708.00 1,272,834.77 608554200 MOLEX INC 30,000.00 944,833.99 60886R103 MONACO COACH CORP 1,975.00 41,138.53 609200100 MONDAVI ROBERT CORP 850.00 29,231.47 610236101 MONRO MUFFLER BRAKE INC 850.00 32,638.53 61166W101 MONSANTO CO NEW 48,439.00 1,424,311.71 611742107 MONSTER WORLDWIDE INC 173,741.00 4,657,672.62 615337102 MONY GROUP INC 850.00 31,125.57 615369105 MOODYS CORP 24,448.00 1,750,958.73 615857109 MOORE WALLACE INC 2,188,649.00 43,094,934.26 617446448 MORGAN STANLEY 358,250.00 20,810,039.04 61745C105 MORGAN STANLEY INDIA INVS FD 47,536.00 762,156.57 619903107 MOTHERS WK INC 1,100.00 40,011.11 620076109 MOTOROLA INC 1,121,246.00 14,567,594.90 624756102 MUELLER INDS INC 1,450.00 53,411.78 626717102 MURPHY OIL CORP 20,640.00 1,475,145.97 62852P103 MYKROLIS CORP 9,423.00 129,955.54 628530107 MYLAN LABS INC 71,025.00 3,355,486.46 62855J104 MYRIAD GENETICS INC 36,150.00 668,507.05 628782104 NBTY INC 1,100.00 31,476.80 62885E406 NCE PETROFUND 1 0.00 0.00 62886E108 NCR CORP NEW 135,145.00 4,704,555.11 62913F201 NII HLDGS INC 30,700.00 1,596,380.43 629156407 NL INDS INC 900.00 20,788.88 629248105 NMS COMMUNICATIONS CORP 300.00 803.43 629337106 NN INC 1,400.00 24,082.49 62936P103 NPS PHARMACEUTICALS INC 166,500.00 5,506,483.83 62940M138 NTL INC DEL 42.00 65.63 62944T105 NVR INC 200.00 111,689.25 629519109 NABI BIOPHARMACEUTICALS 4,300.00 40,080.41 631100104 NASDAQ 100 TR 3,335.00 139,341.00 631158102 NASH FINCH CO 1,050.00 23,754.35 635405103 NATIONAL CITY CORP 330,532.00 14,689,835.48 63545P104 NATIONAL COMMERCE FINL CORP 8,017.00 243,223.48 636180101 NATIONAL FUEL GAS CO N J 1,800.00 63,711.79 636274102 NATIONAL GRID TRANSCO PLC 45,859.00 2,187,304.00 636518102 NATIONAL INSTRS CORP 1,350.00 69,300.33 637071101 NATIONAL-OILWELL INC 11,588.00 346,394.30 637229105 NATIONAL PROCESSING INC 1,750.00 38,235.23 637640103 NATIONAL SEMICONDUCTOR CORP 285,199.00 7,645,835.21 638522102 NATIONAL WESTN LIFE INS CO 150.00 22,507.01 638539882 NATIONAL WESTMINSTER BK PLC 1,900.00 70,033.00 638612101 NATIONWIDE FINL SVCS INC 118,300.00 5,224,054.07 638620104 NATIONWIDE HEALTH PPTYS INC 1,600.00 34,631.82 639089101 NAUTICA ENTERPRISES INC 1,400.00 24,405.87 63910B102 NAUTILUS GROUP INC 600.00 10,109.10 63934E108 NAVISTAR INTL CORP NEW 9,375.00 415,650.11 639480102 NDCHEALTH CORP 1,100.00 27,426.37 640204202 NEIMAN MARCUS GROUP INC 4,600.00 228,759.15 640268108 NEKTAR THERAPEUTICS 3,100.00 39,060.29 640520300 NEORX CORP 123,600.00 569,153.74 640919106 NEOPHARM INC 759.00 14,283.38 640938106 NETWORKS ASSOCS INC 165,460.00 2,850,802.29 64110P107 NETEGRITY INC 14,200.00 112,678.42 64114R109 NETRO CORP 3,550.00 13,891.86 64115P102 NETIQ CORP 2,100.00 44,113.18 64120L104 NETWORK APPLIANCE INC 143,145.00 3,153,458.61 641234109 NEUBERGER BERMAN INC 4,625.00 250,803.18 64125C109 NEUROCRINE BIOSCIENCES INC 132,700.00 9,004,487.90 64352D101 NEW CENTURY FINANCIAL CORP 500.00 29,654.72 643872104 NEW ENGLAND BUSINESS SVC INC 4,200.00 171,202.50 644383101 NEW FOCUS INC 7,900.00 40,885.00
OTHER INCLUDED CUSIP ISSUER DESCRIPTION TOTAL SHARES MARKET VALUE C$ MANAGERS - --------- -------------------------------- -------------- ----------------- -------------- 644398109 NEW FRONTIER MEDIA INC 2,200.00 4,782.80 645526104 NEW HORIZONS WORLDWIDE INC 3,500.00 20,354.08 646025106 NEW JERSEY RES 500.00 24,117.81 648053106 NEW PLAN EXCEL RLTY TR INC 1,630.00 47,285.18 649445103 NEW YORK CMNTY BANCORP INC 2,304.00 91,067.99 650111107 NEW YORK TIMES CO 111,821.00 6,912,762.63 651229106 NEWELL RUBBERMAID INC 43,922.00 1,671,012.50 651290108 NEWFIELD EXPL CO 800.00 40,816.85 651639106 NEWMONT MINING CORP 595,730.00 26,604,884.18 651718504 NEWPARK RES INC 3,300.00 24,571.64 651824104 NEWPORT CORP 4,200.00 84,459.90 65332V103 NEXTEL COMMUNICATIONS INC 986,917.00 24,273,115.58 65333F107 NEXTEL PARTNERS INC 2,500.00 24,797.19 65334H102 NEXEN INC 2,888,074.93 98,627,759.10 654086107 NICOR INC 7,584.00 382,409.64 654106103 NIKE INC 41,953.00 3,049,124.65 65440K106 99 CENTS ONLY STORES 16,570.00 772,697.21 654624105 NIPPON TELEG & TEL CORP 3,825.00 105,901.00 65473P105 NISOURCE INC 48,555.00 1,253,508.04 654744408 NISSAN MOTORS 7,645.00 202,577.00 654902204 NOKIA CORP 240,509.00 5,611,088.87 655044105 NOBLE ENERGY INC 5,000.00 256,803.76 655286102 NOLAND CO 600.00 29,031.05 655422103 NORANDA INC 1,738,311.00 22,563,276.78 655663102 NORDSON CORP 59,550.00 1,929,788.47 655664100 NORDSTROM INC 21,990.00 583,236.37 655844108 NORFOLK SOUTHERN CORP 71,876.00 1,875,101.09 656512100 NORSAT INTL INC NEW 146,809.00 190,851.70 656531605 NORSK HYDRO A S 5,565.00 382,465.00 656568102 NORTEL NETWORKS CORP NEW 63,835,449.00 232,360,421.68 656912102 NORTH AMERN PALLADIUM LTD 0.00 0.00 659424105 NORTH FORK BANCORPORATION NY 34,018.00 1,574,319.87 66304M105 NORTH VALLEY BANCORP 1,350.00 27,514.69 664397106 NORTHEAST UTILS 3,550.00 80,746.44 665859104 NORTHERN TR CORP 265,322.00 15,065,556.94 666807102 NORTHROP GRUMMAN CORP 74,926.00 8,793,057.69 667280101 NORTHWEST AIRLS CORP 1,450.00 22,243.42 667328108 NORTHWEST BANCORP INC PA 2,300.00 50,002.00 667655104 NORTHWEST NAT GAS CO 550.00 20,364.27 66977W109 NOVA CHEMICALS CORP 2,263,478.00 58,196,428.38 66987M604 NOVATEL WIRELESS INC 76.00 255.06 66987V109 NOVARTIS A G 6,550.00 359,480.48 669947400 NOVASTAR FINL INC 150.00 12,177.80 669967101 NUANCE COMMUNICATIONS INC 1,500.00 11,005.88 670006105 NOVELL INC 59,577.00 249,363.28 670008101 NOVELLUS SYS INC 205,604.00 10,230,604.97 670009109 NOVEN PHARMACEUTICALS INC 94,500.00 1,314,835.20 67010C100 NOVOSTE CORP 500.00 4,076.25 67018T105 NU SKIN ENTERPRISES INC 4,250.00 60,345.48 67019E107 NSTAR 791,400.00 48,980,586.91 670346105 NUCOR CORP 13,454.00 893,008.40 670509108 NUEVO ENERGY CO 350.00 8,298.57 67066G104 NVIDIA CORP 158,196.00 4,945,972.25 670712108 NYFIX INC 300.00 2,588.42 670823103 O CHARLEYS INC 2,300.00 67,283.94 670837103 OGE ENERGY CORP 1,800.00 52,265.68 670872100 OM GROUP INC 450.00 9,006.47 67090F106 NUVEEN INVTS INC 1,500.00 55,518.53 671040103 OSI PHARMACEUTICALS INC 63,050.00 2,759,404.53 673662102 OAKLEY INC 1,500.00 23,988.73 674599105 OCCIDENTAL PETE CORP DEL 295,934.00 13,490,465.83 675234108 OCEANFIRST FINL CORP 1,500.00 49,791.39 67611V101 ODYSSEY HEALTHCARE INC 675.00 33,934.78 67612W108 ODYSSEY RE HLDGS CORP 950.00 27,444.74 676220106 OFFICE DEPOT INC 293,124.00 5,779,075.23 677240103 OHIO CAS CORP 11,500.00 205,945.74 678002106 OIL SVC HOLDRS TR 18,800.00 1,536,501.68 680033107 OLD NATL BANCORP IND 694.00 21,688.37 680223104 OLD REP INTL CORP 2,710.00 126,189.42 680665205 OLIN CORP 1,100.00 25,558.09 681904108 OMNICARE INC 456,170.00 20,943,751.17 681919106 OMNICOM GROUP INC 55,041.00 5,362,224.94 681936100 OMEGA HEALTHCARE INVS INC 5,800.00 41,373.94 682092101 OMEGA FINL CORP 600.00 27,881.55 682128103 OMNIVISION TECHNOLOGIES INC 13,900.00 589,262.70 682159108 ON ASSIGNMENT INC 300.00 1,630.50 682505102 ONEIDA LTD 3,000.00 27,514.69 682680103 ONEOK INC NEW 1,472.00 39,394.94 683715106 OPEN TEXT CORP 345,402.00 13,166,724.24 683718100 OPENWAVE SYS INC 9,955.00 26,349.22 68375Q106 OPLINK COMMUNICATIONS INC 13,100.00 33,285.30 683827208 OPTICAL CABLE CORP 81.00 769.20 68389X105 ORACLE CORP 3,642,046.00 59,722,403.78 68554V108 ORASURE TECHNOLOGIES INC 1,500.00 15,204.41 68571P100 ORCHID BIOSCIENCES INC 4,150.00 6,766.58 685932105 OREGON TRAIL FINL CORP 750.00 25,445.99 686091109 O REILLY AUTOMOTIVE INC 61,500.00 2,790,172.74 68750P103 ORTHODONTIC CTRS AMER INC 3,900.00 42,445.99 688239201 OSHKOSH TRUCK CORP 24,650.00 1,986,815.88 689648103 OTTER TAIL CORP 850.00 31,160.21 689899102 OUTBACK STEAKHOUSE INC 2,150.00 113,931.19
OTHER INCLUDED CUSIP ISSUER DESCRIPTION TOTAL SHARES MARKET VALUE C$ MANAGERS - --------- -------------------------------- -------------- ----------------- -------------- 690113105 OUTLOOK GROUP CORP 4,250.00 33,435.44 690368105 OVERSEAS SHIPHOLDING GROUP I 1,100.00 32,896.70 69039R100 OVERTURE SVCS INC 800.00 19,707.31 690768403 OWENS ILL INC 2,700.00 50,516.97 691471106 OXFORD HEALTH PLANS INC 50,650.00 2,892,533.50 69325Q105 PC-TEL INC 2,200.00 35,452.51 69329T105 PDS GAMING CORP 4,650.00 8,845.46 69329V100 PDI INC 3,800.00 52,458.62 69331C108 PG&E CORP 111,403.00 3,201,450.68 69333Y108 P F CHANGS CHINA BISTRO INC 6,500.00 434,616.57 693419202 PMA CAP CORP 1,150.00 19,641.41 69344F106 PMC-SIERRA INC 25,238.00 402,246.70 69344M101 PMI GROUP INC 2,900.00 105,759.67 693475105 PNC FINL SVCS GROUP INC 70,176.00 4,649,018.23 69349H107 PNM RES INC 900.00 32,711.91 693506107 PPG INDS INC 58,407.00 4,026,752.36 69351T106 PPL CORP 28,869.00 1,686,707.42 69366A100 PSS WORLD MED INC 5,050.00 39,454.70 693718108 PACCAR INC 17,870.00 1,640,415.08 69371Y101 PAC-WEST TELECOM INC 10.00 10.00 69373H106 PACER INTL INC TENN 3,400.00 87,128.49 69404P101 PACIFIC CAP BANCORP NEW 1,000.00 47,624.19 694166109 PACIFIC CREST CAP INC 1,000.00 28,533.75 694873100 PACIFIC SUNWEAR CALIF INC 3,075.00 100,651.78 695112102 PACIFICARE HEALTH SYS DEL 550.00 36,864.93 695156109 PACKAGING CORP AMER 2,050.00 51,335.61 695210104 PACKETEER INC 4,800.00 101,547.55 695257105 PACTIV CORP 321,985.00 8,623,068.22 696429307 PALL CORP 19,764.00 604,222.54 696642206 PALM INC 1,920.00 42,632.97 697900108 PAN AMERICAN SILVER CORP 632,445.00 5,970,280.80 697933109 PANAMSAT CORP NEW 3,600.00 90,150.35 69806L104 PAN PACIFIC RETAIL PPTYS INC 500.00 26,733.41 69840W108 PANERA BREAD CO 28,100.00 1,527,235.00 698657103 PANTRY INC 700.00 7,504.38 698813102 PAPA JOHNS INTL INC 1,000.00 38,112.94 698884103 PAR TECHNOLOGY CORP 3,000.00 24,416.74 69900R106 PARADIGM GENETICS INC 650.00 1,254.13 69911G107 PARADYNE NETWORKS INC 5,033.00 12,668.00 699173100 PARAMETRIC TECHNOLOGY CORP 34,326.00 142,253.37 699462107 PAREXEL INTL CORP 2,850.00 54,020.50 700658107 PARK NATL CORP 300.00 46,571.16 700666100 PARK OHIO HLDGS CORP 2,150.00 14,431.28 700690100 PARK PL ENTMT CORP 9,200.00 114,708.43 701094104 PARKER HANNIFIN CORP 19,998.00 1,140,964.15 701354102 PARKERVISION INC 1,800.00 16,019.66 70159Q104 PARKWAY PPTYS INC 2,400.00 137,125.05 703224105 PATINA OIL & GAS CORP 1,500.00 65,525.72 70322A101 PATHMARK STORES INC NEW 1,300.00 13,512.77 703412106 PATTERSON DENTAL CO 1,550.00 95,573.12 703481101 PATTERSON UTI ENERGY INC 1,950.00 85,845.83 704227107 PAXAR CORP 9,800.00 146,473.25 704326107 PAYCHEX INC 147,674.00 5,881,111.52 704379106 PAYLESS SHOESOURCE INC 163,050.00 2,769,302.35 704549104 PEABODY ENERGY CORP 1,579.00 72,066.21 705107100 PEC SOLUTIONS INC 500.00 10,937.94 705221109 PECO II INC 8,100.00 6,911.69 705324101 PEDIATRIX MED GROUP 450.00 21,797.75 705904605 PEGASUS COMMUNICATIONS CORP 160.00 6,430.69 706902103 PENGROWTH ENERGY TR 50,900.00 878,025.00 707247102 PENN-AMER GROUP INC 2,325.00 35,539.80 707569109 PENN NATL GAMING INC 800.00 22,337.85 708160106 PENNEY J C INC 41,693.00 955,158.18 708352109 PENNROCK FINL SVCS CORP 1,000.00 36,699.84 709631105 PENTAIR INC 950.00 50,419.14 710198102 PEOPLES BK BRIDGEPORT CONN 1,000.00 39,390.16 711030106 PEOPLES ENERGY CORP 5,509.00 321,046.83 712713106 PEOPLESOFT INC 298,100.00 7,124,782.93 713291102 PEPCO HOLDINGS INC 675,919.00 17,596,789.97 713409100 PEPSI BOTTLING GROUP INC 217,209.00 5,908,715.81 71343P200 PEPSIAMERICAS INC 3,300.00 56,317.47 713448108 PEPSICO INC 1,445,057.00 87,632,477.36 713755106 PERFORMANCE FOOD GROUP CO 1,300.00 65,355.88 713831105 PERICOM SEMICONDUCTOR CORP 1,450.00 18,322.74 714046109 PERKINELMER INC 18,189.00 341,304.53 714265105 PEROT SYS CORP 144,200.00 2,225,784.68 714290103 PERRIGO CO 2,250.00 47,814.41 716016209 PETCO ANIMAL SUPPLIES 650.00 19,200.50 71644E102 PETRO-CDA 4,677,964.00 252,422,937.84 71649P102 PETROKAZAKHSTAN INC 1,100,205.00 18,428,433.75 716768106 PETSMART INC 3,285.00 74,406.44 716933106 PHARMACYCLICS INC 600.00 3,864.29 717081103 PFIZER INC 5,169,688.00 240,980,295.80 717124101 PHARMACEUTICAL PROD DEV INC 800.00 31,229.51 717125108 PHARMACEUTICAL RES INC 700.00 46,281.74 717265102 PHELPS DODGE CORP 16,403.00 854,535.78 717528103 PHILADELPHIA CONS HLDG CORP 400.00 21,957.40 718009608 PHILADELPHIA SUBN CORP 1,524.00 50,484.52 71902E109 PHOENIX COS INC NEW 1,350.00 16,563.84 719153108 PHOENIX TECHNOLOGY LTD 650.00 4,990.01 719364101 PHOTON DYNAMICS INC 1,447.00 54,812.26
OTHER INCLUDED CUSIP ISSUER DESCRIPTION TOTAL SHARES MARKET VALUE C$ MANAGERS - --------- -------------------------------- -------------- ----------------- -------------- 720186105 PIEDMONT NAT GAS INC 600.00 31,639.85 720279108 PIER 1 IMPORTS INC 1,932.00 53,552.14 723481107 PINNACLE SYS INC 1,400.00 20,354.08 723484101 PINNACLE WEST CAP CORP 14,425.00 734,018.84 723787107 PIONEER NAT RES CO 3,250.00 115,255.97 724479100 PITNEY BOWES INC 67,238.00 3,509,123.50 725811103 PIXAR 1,170.00 96,719.63 72581R106 PIVOTAL CORP 75.00 113.00 725906101 PLACER DOME INC 8,359,273.00 137,931,562.05 726503105 PLAINS ALL AMERN PIPELINE L 550.00 23,525.40 726505100 PLAINS EXPL & PRODTN CO L P 400.00 5,875.24 726540503 PLAINS RES INC 400.00 7,690.53 727493108 PLANTRONICS INC NEW 1,600.00 47,110.58 728117300 PLAYBOY ENTERPRISES INC 54,800.00 1,012,649.20 72813P100 PLAYTEX PRODS INC 465,000.00 4,056,276.38 729132100 PLEXUS CORP 9,900.00 155,097.24 72919P103 PLUG POWER INC 1,750.00 11,104.38 729251108 PLUM CREEK TIMBER CO INC 29,145.00 1,027,639.96 730448107 POGO PRODUCING CO 1,250.00 72,608.20 731068102 POLARIS INDS INC 1,200.00 100,112.70 731572103 POLO RALPH LAUREN CORP 2,100.00 73,588.54 73172K104 POLYCOM INC 1,500.00 28,248.41 73179P106 POLYONE CORP 500.00 3,023.22 731822102 POMEROY COMPUTER RES 1,100.00 16,530.55 732827100 POPE & TALBOT INC 25,000.00 375,354.69 733174106 POPULAR INC 2,750.00 144,193.95 736126103 PORTAL SOFTWARE INC 2,700.00 7,337.25 737464107 POST PPTYS INC 600.00 21,604.13 73755L107 POTASH CORP SASK INC 835,213.00 71,868,771.00 737628107 POTLATCH CORP 450.00 15,744.52 739276103 POWER INTEGRATIONS INC 750.00 24,783.60 739308104 POWER-ONE INC 14,020.00 136,205.18 739363109 POWERWAVE TECHNOLOGIES INC 2,250.00 19,168.57 739419109 PRACTICEWORKS INC 90.00 2,429.00 739421105 PRAECIS PHARMACEUTICALS INC 3,700.00 24,634.14 74005P104 PRAXAIR INC 77,158.00 6,300,789.80 740065107 PRE PAID LEGAL SVCS INC 300.00 9,999.04 740189105 PRECISION CASTPARTS CORP 1,050.00 44,369.98 74022D100 PRECISION DRILLING CORP 1,137,758.00 57,820,861.60 74045Q104 PREMCOR INC 750.00 21,960.80 740706106 PRENTISS PPTYS TR 1,850.00 75,385.49 740884101 PRESIDENTIAL LIFE CORP 1,400.00 26,840.75 741437305 PRICE COMMUNICATIONS CORP 800.00 14,033.17 74144T108 PRICE T ROWE GROUP INC 958,718.00 49,228,507.04 74153Q102 PRIDE INTL INC DEL 2,740.00 70,066.39 74157K101 PRIMEDIA INC 8,656.00 35,872.09 741917108 PRIME HOSPITALITY CORP 3,000.00 27,351.64 74251V102 PRINCIPAL FINANCIAL GROUP IN 200,134.00 8,769,809.34 74264T102 PRIORITY HEALTHCARE CORP 700.00 17,643.37 742718109 PROCTER & GAMBLE CO 591,955.00 72,258,334.82 743187106 PROGENICS PHARMACEUTICALS IN 15,900.00 325,358.12 743263105 PROGRESS ENERGY INC 41,575.00 2,479,912.37 743312100 PROGRESS SOFTWARE CORP 4,600.00 129,567.68 743315103 PROGRESSIVE CORP OHIO 51,709.00 5,135,977.04 743410102 PROLOGIS 3,129.00 116,066.74 743674103 PROTECTIVE LIFE CORP 142,100.00 5,164,846.54 74369L103 PROTEIN DESIGN LABS INC 73,100.00 1,388,558.26 74371K101 PROTON ENERGY SYS INC 1,750.00 5,088.52 743859100 PROVIDENT BANKSHARES CORP 4,300.00 148,461.10 743866105 PROVIDENT FINL GROUP INC 800.00 27,859.81 74386K104 PROVIDENT ENERGY TR 1.00 10.82 743977100 PROVINCE HEALTHCARE CO 234,750.00 3,530,959.85 74406A102 PROVIDIAN FINL CORP 46,789.00 588,964.30 744283102 PROXIM CORP 850.00 1,686.21 744290305 PROXYMED PHARMACY INC 1,680.00 30,040.33 744320102 PRUDENTIAL FINL INC 326,024.00 14,910,662.04 744573106 PUBLIC SVC ENTERPRISE GROUP 36,196.00 2,077,910.56 74460D109 PUBLIC STORAGE INC 1,850.00 85,138.60 745310102 PUGET ENERGY INC NEW 2,300.00 74,596.73 745867101 PULTE HOMES INC 11,096.00 929,628.71 745887109 PUMATECH INC 4,550.00 21,019.86 746927102 QLT INC 1,464,932.00 25,021,039.04 74726X105 QRS CORP 800.00 5,761.10 747277101 QLOGIC CORP 107,210.00 7,040,307.85 747525103 QUALCOMM INC 494,352.00 24,020,717.91 747582104 QUALITY SYS INC 135.00 5,066.37 74762E102 QUANTA SVCS INC 1,380.00 13,313.03 747906204 QUANTUM CORP 2,069.00 11,385.58 748203106 QUEBECOR WORLD INC 3,402,089.00 84,746,413.21 74834L100 QUEST DIAGNOSTICS INC 336,538.00 29,212,867.96 74834T103 QUEST SOFTWARE INC 3,750.00 60,634.22 748356102 QUESTAR CORP 1,800.00 81,859.25 74837R104 QUICKSILVER RESOURCES INC 850.00 27,660.75 74838C106 QUIKSILVER INC 2,200.00 49,292.73 748767100 QUINTILES TRANSNATIONAL CORP 22,838.00 440,331.77 749117206 QUOTESMITH COM INC 1,966.00 13,677.07 749121109 QWEST COMMUNICATIONS INTL IN 426,254.00 2,768,445.15 749361101 RCN CORP 2,600.00 6,994.85 74955W307 R H DONNELLEY CORP 700.00 34,687.53 749651105 R O C TAIWAN FD 102,200.00 534,627.36 749685103 RPM INTL INC 2,950.00 55,114.30
OTHER INCLUDED CUSIP ISSUER DESCRIPTION TOTAL SHARES MARKET VALUE C$ MANAGERS - --------- -------------------------------- -------------- ----------------- -------------- 749719100 RSA SEC INC 3,650.00 54,164.83 749941100 RF MICRODEVICES INC 4,450.00 36,399.55 750236101 RADIAN GROUP INC 35,850.00 1,785,265.02 75040P108 RADIO ONE INC 2,100.00 50,961.28 75040P405 RADIO ONE INC 49,200.00 1,187,933.39 750438103 RADIOSHACK CORP 208,114.00 7,445,011.01 75086X106 RAINDANCE COMM 2,250.00 7,612.40 750875106 RAINMAKER SYSTEMS 4,300.00 4,615.67 750917106 RAMBUS INC DEL 2,900.00 65,292.01 751028101 RALCORP HLDGS INC NEW 550.00 18,652.92 75281A109 RANGE RES CORP 3,750.00 31,947.61 754730109 RAYMOND JAMES FINANCIAL INC 1,050.00 47,152.02 754907103 RAYONIER INC 990.00 44,390.36 755081106 RAYOVAC CORP 900.00 15,836.23 755111507 RAYTHEON CO 305,774.00 13,644,048.69 755267101 READERS DIGEST ASSN INC 2,750.00 50,368.87 75605L104 REALNETWORKS INC 2,700.00 24,873.28 756109104 REALTY INCOME CORP 900.00 46,567.08 75621K106 RECKSON ASSOCS RLTY CORP 800.00 22,674.82 75621K304 RECKSON ASSOCS RLTY CORP 1,317.00 38,115.79 756577102 RED HAT INC 3,350.00 34,471.93 75689M101 RED ROBIN GOURMET BURGERS IN 1,100.00 28,338.09 757209101 REDBACK NETWORKS INC 5,900.00 7,214.96 758110100 REEBOK INTL LTD 11,257.00 514,385.93 758766109 REGAL ENTMT GROUP 750.00 24,029.49 758849103 REGENCY CTRS CORP 900.00 42,776.17 75886F107 REGENERON PHARMACEUTICALS 39,500.00 845,312.35 758932107 REGIS CORP MINN 550.00 21,709.43 758940100 REGIONS FINL CORP 160,853.00 7,382,923.50 75914G101 REGISTER COM INC 0.00 0.00 759351109 REINSURANCE GROUP AMER INC 800.00 34,892.70 759509102 RELIANCE STEEL & ALUMINUM CO 2,100.00 59,064.86 75952B105 RELIANT RES INC 4,284.00 35,682.03 759543101 REMEC INC 2,000.00 18,913.80 75968L105 RENAISSANCE LEARNING INC 900.00 26,780.96 759916109 REPLIGEN CORP 5,300.00 37,303.12 759930100 RENAL CARE GROUP INC 582,235.00 27,878,214.65 76009N100 RENT A CTR INC NEW 57,850.00 5,958,945.55 76009U104 RENT WAY INC 7,400.00 46,754.59 760282103 REPUBLIC BANCORP INC 1,464.00 26,695.20 760759100 REPUBLIC SVCS INC 5,700.00 175,576.32 760975102 RESEARCH IN MOTION LTD 1,214,383.00 35,435,696.44 761152107 RESMED INC 600.00 31,957.80 761195205 RESOURCE AMERICA INC 2,000.00 28,126.13 76122Q105 RESOURCES CONNECTION INC 4,600.00 149,130.97 761230101 RESPIRONICS INC 9,700.00 494,508.91 76128Q109 RETEK INC 1,309.00 11,383.06 761525500 REVLON INC 1,000.00 4,195.00 761624105 REX STORES CORP 1,350.00 22,213.52 761684109 REXHALL INDS INC 3,900.00 12,452.94 761695105 REYNOLDS & REYNOLDS CO 1,150.00 44,626.79 76182K105 REYNOLDS R J TOB HLDGS INC 15,164.00 766,766.46 767204100 RIO TINTO PLC 19,514.00 2,088,788.00 767744105 RITCHIE BROS AUCTIONEERS 241,195.00 12,604,035.99 767754104 RITE AID CORP 16,300.00 98,732.49 769320102 RIVERSTONE NETWORKS INC 9,772.00 15,667.69 769536103 RIVIANA FOODS INC 1,012.00 50,317.23 769742107 ROADWAY CORP 400.00 15,506.06 770323103 ROBERT HALF INTL INC 226,080.00 5,818,106.64 773903109 ROCKWELL AUTOMATION INC 103,316.00 3,346,673.88 774341101 ROCKWELL COLLINS INC 221,276.00 7,405,225.39 775109200 ROGERS COMMUNICATIONS INC 5,443,778.00 117,871,471.59 775315104 ROGERS WIRELESS COMMUNICATIO 257,887.00 5,879,823.60 775371107 ROHM & HAAS CO 37,806.00 1,593,977.05 775711104 ROLLINS INC 975.00 24,972.13 776696106 ROPER INDS INC NEW 124,900.00 6,313,132.95 778162107 ROSLYN BANCORP INC 1,575.00 45,989.27 778296103 ROSS STORES INC 52,600.00 3,054,638.48 778787101 ROTO ROOTER INC NEW 700.00 36,323.46 779273101 ROUSE CO 1,750.00 90,594.66 779382100 ROWAN COS INC 53,795.00 1,637,304.63 779528108 ROWE COS 7,400.00 19,305.12 779915107 ROYAL GROUP TECHNOLOGIES LTD 1,245,849.00 11,997,525.87 780008108 ROXIO INC 89.00 809.01 780087102 ROYAL BK CDA MONTREAL QUE 16,821,042.00 965,147,766.16 780257804 ROYAL DUTCH PETE CO 27,014.00 1,713,572.21 781182100 RUBY TUESDAY INC 170,550.00 5,730,801.91 781258108 RUDDICK CORP 100.00 2,135.96 782352108 RUSSELL CORP 1,300.00 33,561.13 783519101 RYANS FAMILY STEAK HOUSE INC 155,000.00 2,948,487.50 783549108 RYDER SYS INC 12,389.00 431,275.65 783764103 RYLAND GROUP INC 300.00 28,289.18 78387G103 SBC COMMUNICATIONS INC 1,522,348.00 52,851,957.24 78388J106 SBA COMMUNICATIONS CORP 3,200.00 13,217.92 784018103 SCM MICROSYSTEMS INC 3,100.00 22,998.20 784028102 SCP POOL CORP 7,800.00 364,579.80 784117103 SEI INVESTMENTS CO 2,530.00 110,004.40 78440X101 SL GREEN RLTY CORP 1,250.00 59,258.48 784413106 S L INDS INC 1,800.00 16,325.38 78442P106 SLM CORP 296,730.00 15,792,634.55 78462F103 SPDR TR 187,602.00 24,870,197.41
OTHER INCLUDED CUSIP ISSUER DESCRIPTION TOTAL SHARES MARKET VALUE C$ MANAGERS - --------- -------------------------------- -------------- ----------------- -------------- 78462K102 SPSS INC 3,200.00 72,785.52 784635104 SPX CORP 79,310.00 4,748,014.11 78463B101 S1 CORPORATION 4,400.00 24,153.14 785905100 SABRE HLDGS CORP 27,219.00 911,651.08 786429100 SAFECO CORP 24,459.00 1,172,483.76 786449108 SAFEGUARD SCIENTIFICS INC 3,500.00 12,840.19 786514208 SAFEWAY INC 90,020.00 2,503,613.16 786578302 SAFLINK CORP 1,686.00 14,890.54 786598102 SAGA COMMUNICATIONS 1,187.00 31,369.67 790148100 ST JOE CO 1,200.00 50,871.60 790849103 ST JUDE MED INC 102,940.00 8,042,381.48 792860108 ST PAUL COS INC 41,425.00 2,055,009.85 79377W108 SAKS INC 2,300.00 30,313.71 795435106 SALIX PHARMACEUTICALS INC 170,200.00 2,425,909.53 799702105 SANCHEZ COMPUTER ASSOCS INC 900.00 6,358.95 80004C101 SANDISK CORP 28,350.00 1,554,304.70 800907107 SANMINA SCI CORP 190,495.00 1,633,748.94 80105N105 SANOFI-SYNTHELABO 83,245.00 3,393,123.00 803054204 SAP AKTIENGESELLSCHAFT 526.00 21,492.00 803062108 SAPIENT CORP 200.00 752.75 803111103 SARA LEE CORP 622,426.00 15,909,621.52 804395101 SAUL CTRS INC 1,750.00 60,872.00 80589M102 SCANA CORP NEW 2,800.00 130,418.26 806407102 SCHEIN HENRY INC 39,280.00 2,793,474.78 806605101 SCHERING PLOUGH CORP 1,416,951.00 35,828,755.79 806857108 SCHLUMBERGER LTD 188,667.00 12,237,142.82 806870200 SCHMITT INDS INC ORE 883.00 1,523.72 807066105 SCHOLASTIC CORP 36,300.00 1,468,827.77 808194104 SCHULMAN A INC 1,000.00 22,457.00 808513105 SCHWAB CHARLES CORP NEW 612,500.00 8,397,652.48 808541106 SCHWEITZER-MAUDUIT INTL INC 650.00 21,320.15 808655104 SCIENTIFIC ATLANTA INC 194,943.00 6,314,800.32 81013T705 SCOTTISH PWR PLC 579,100.00 19,128,375.16 810186106 SCOTTS CO 2,750.00 184,959.85 811054204 SCRIPPS E W CO OHIO 43,000.00 5,183,576.90 811543107 SEABOARD CORP 100.00 28,126.13 811707306 SEACOAST BKG CORP FLA 2,400.00 55,567.44 811904101 SEACOR SMIT INC 4,300.00 213,197.39 81211K100 SEALED AIR CORP NEW 15,859.00 1,026,997.52 812387108 SEARS ROEBUCK & CO 131,531.00 6,012,331.32 813114105 SECOND BANCORP INC 1,450.00 50,830.84 81369Y605 SELECT SECTOR SPDR TR 205,000.00 6,838,249.06 81369Y803 SELECT SECTOR SPDR TR 83.00 1,981.00 81369Y886 SELECT SECTOR SPDR TR 77,000.00 2,314,277.35 815704101 SEEBEYOND TECHNOLOGIES CORP 600.00 1,883.23 816196109 SELECT MEDICAL CORP 900.00 30,363.99 816288104 SELECTICA INC 3,700.00 15,936.78 816300107 SELECTIVE INS GROUP INC 3,700.00 125,935.74 816850101 SEMTECH CORP 73,900.00 1,429,861.54 816851109 SEMPRA ENERGY 39,081.00 1,514,980.34 817070105 SENECA FOODS CORP NEW 400.00 9,590.06 817070501 SENECA FOODS CORP NEW 1,400.00 33,327.42 817208408 SENESCO TECHNOLOGIES INC 10,000.00 30,064.00 81721M109 SENIOR HSG PPTYS TR 1,200.00 22,109.58 81725T100 SENSIENT TECHNOLOGIES CORP 1,050.00 32,799.55 817315104 SEPRACOR INC 2,100.00 51,446.35 817320104 SEQUA CORPORATION 50.00 2,330.26 817492101 SERENA SOFTWARE INC 800.00 22,696.56 817565104 SERVICE CORP INTL 31,675.00 170,465.93 817826209 7-ELEVEN INC 2,400.00 34,403.55 81788Q209 724 SOLUTIONS INC 110.00 447.70 820280105 SHAW GROUP INC 500.00 8,186.47 82028K200 SHAW COMMUNICATIONS INC 4,005,732.00 72,824,207.76 821373107 SHELBOURNE PPTYS I INC 400.00 12,196.14 821374105 SHELBOURNE PPTYS II INC 300.00 12,432.56 82137E103 SHELBOURNE PPTYS III INC 300.00 7,316.87 822703609 SHELL TRANS & TRADING PLC 3,225.00 179,705.00 82312B106 SHENANDOAH TELECOMMUNICATION 300.00 19,549.70 824348106 SHERWIN WILLIAMS CO 117,951.00 4,308,437.29 82567D104 SHURGARD STORAGE CTRS INC 450.00 20,226.35 825846108 SICOR INC 2,086.00 57,650.73 826170102 SIEBEL SYS INC 755,492.00 9,793,046.18 826428104 SIERRA PAC RES NEW 4,750.00 38,337.13 826516106 SIERRA WIRELESS INC 100.00 835.00 826546103 SIFCO INDS INC 3,700.00 10,105.02 826552101 SIGMA ALDRICH CORP 32,734.00 2,409,781.33 826919102 SILICON LABORATORIES INC 10,650.00 385,499.12 827057100 SILICON STORAGE TECHNOLOGY I 1,900.00 10,817.01 827064106 SILICON VY BANCSHARES 18,650.00 603,361.77 827079203 SILICONIX INC 650.00 31,883.07 828408401 SILVERLINE TECHNOLOGIES LTD 300.00 717.00 828806109 SIMON PPTY GROUP INC NEW 33,949.00 1,800,383.81 829073105 SIMPSON MANUFACTURING CO INC 1,400.00 69,622.36 829226109 SINCLAIR BROADCAST GROUP INC 38,100.00 601,030.84 82929L109 SINGAPORE FD INC 90,000.00 721,496.25 82966U103 SIRIUS SATELLITE RADIO INC 5,125,762.00 11,770,223.21 83001P109 SIX FLAGS INC 5,300.00 48,825.32 83080P103 SKY FINL GROUP INC 1,200.00 35,414.46 830879102 SKYWEST INC 900.00 23,308.00 83088M102 SKYWORKS SOLUTIONS INC 2,134.00 19,630.11 831865209 SMITH A O 7,700.00 294,515.86
OTHER INCLUDED CUSIP ISSUER DESCRIPTION TOTAL SHARES MARKET VALUE C$ MANAGERS - --------- -------------------------------- -------------- ----------------- -------------- 832110100 SMITH INTL INC 116,640.00 5,822,724.20 832248108 SMITHFIELD FOODS INC 2,100.00 65,399.36 832696405 SMUCKER J M CO 1,841.00 99,880.76 832727101 SMURFIT-STONE CONTAINER CORP 107,200.50 1,897,932.60 833034101 SNAP ON INC 41,835.00 1,650,161.18 83404B103 SOFTWARE HOLDRS TR 200.00 8,832.00 834182107 SOLECTRON CORP 136,007.00 691,321.03 834376105 SOLUTIA INC 7,600.00 22,511.77 835451105 SONIC CORP 4,475.00 154,624.73 83545G102 SONIC AUTOMOTIVE INC 2,100.00 62,517.45 835470105 SONICWALL INC 7,650.00 49,893.30 835495102 SONOCO PRODS CO 2,650.00 86,488.51 835699307 SONY CORP 21,046.00 802,353.18 83586Q209 SORRENTO NETWORKS CORP 77.00 275.16 835898107 SOTHEBYS HLDGS INC 3,350.00 33,865.49 835916107 SONUS NETWORKS INC 2,700.00 18,453.18 83607V104 SOUND FED BANCORP INC 2,905.00 53,642.02 836167106 SOURCECORP 2,700.00 79,242.30 837841105 SOUTH FINL GROUP INC 1,400.00 44,379.49 838518108 SOUTH JERSEY INDS INC 650.00 32,545.46 842587107 SOUTHERN CO 416,104.00 17,617,415.07 842870107 SOUTHERN FINL BANCORP INC 632.00 26,242.79 844030106 SOUTHERN UN CO NEW 3,326.00 76,555.29 844730101 SOUTHTRUST CORP 58,431.00 2,159,492.90 844741108 SOUTHWEST AIRLS CO 121,826.00 2,830,439.58 844767103 SOUTHWEST BANCORP INC OKLA 750.00 27,932.50 84476R109 SOUTHWEST BANCORPORATION TEX 4,450.00 196,569.69 845905108 SOVEREIGN BANCORP INC 7,500.00 159,483.29 846425882 SPANISH BROADCASTING SYS INC 253,650.00 2,808,872.54 847580107 SPECTRALINK CORP 1,450.00 19,465.45 84764M101 SPEECHWORKS INTL INC 350.00 2,235.14 847788106 SPEEDWAY MOTORSPORTS INC 700.00 25,490.15 848420105 SPHERION CORP 5,650.00 53,354.72 84855W109 SPINNAKER EXPL CO 600.00 21,359.55 852061100 SPRINT CORP 629,180.00 12,310,690.08 852061506 SPRINT CORP 664,322.00 5,190,223.23 852312305 STAAR SURGICAL CO 78,300.00 1,234,125.45 852559103 STAKE TECHNOLOGY LTD 1,100.00 10,450.00 852891100 STANCORP FINL GROUP INC 590.00 41,862.82 85375C101 STANDARD PAC CORP NEW 800.00 36,044.92 854616109 STANLEY WKS 104,653.00 3,924,644.49 855030102 STAPLES INC 92,552.00 2,307,604.80 855244109 STARBUCKS CORP 336,664.00 11,217,241.19 85590A203 STARWOOD HOTELS&RESORTS WRLD 36,513.00 1,418,408.19 857477103 STATE STR CORP 132,177.00 7,076,062.65 857550107 STATEN IS BANCORP INC 1,900.00 50,290.06 857689103 STATION CASINOS INC 1,125.00 38,596.99 858119100 STEEL DYNAMICS INC 1,450.00 26,991.57 858155203 STEELCASE INC 1,650.00 26,365.19 858375108 STEIN MART INC 1,900.00 15,463.93 85856W105 STELLENT INC 4,600.00 33,751.35 858603103 STEPHAN CO 4,550.00 23,338.23 858907108 STERLING BANCSHARES INC 2,400.00 42,653.88 858912108 STERICYCLE INC 1,200.00 62,741.64 859152100 STERIS CORP 5,550.00 174,123.13 859319105 STERLING FINL CORP WASH 2,376.00 78,643.58 86074Q102 STILLWATER MNG CO 2,500.00 17,459.94 861642106 STONE ENERGY CORP 447.00 25,460.58 862111200 STORAGE TECHNOLOGY CORP 2,380.00 83,238.66 86211E103 STORAGENETWORKS INC 1,000.00 1,888.66 862701307 STRATEGIC DISTR INC 300.00 6,628.39 86279T109 STRATEX NETWORKS INC 2,700.00 11,739.60 863100202 STRATOS LIGHTWAVE INC 293.00 1,978.63 863111100 STRATTEC SEC CORP 700.00 50,599.85 863314100 STRIDE RITE CORP 8,900.00 120,445.04 863667101 STRYKER CORP 58,705.00 5,533,327.10 863902102 STUDENT LN CORP 450.00 77,041.13 866011109 SUMMIT BANCSHARES INC TEX 1,600.00 51,045.52 866239106 SUMMIT PPTYS INC 1,000.00 28,058.19 866674104 SUN COMMUNITIES INC 600.00 32,039.33 866796105 SUN LIFE FINL SVCS CDA INC 13,275,103.00 371,432,971.54 866810104 SUN MICROSYSTEMS INC 565,017.00 3,531,933.75 867229106 SUNCOR ENERGY INC 12,502,652.00 316,784,451.45 867363103 SUNGARD DATA SYS INC 264,615.00 9,315,827.32 86764P109 SUNOCO INC 8,275.00 424,335.59 86768K106 SUNRISE SENIOR LIVING INC 400.00 12,163.53 867914103 SUNTRUST BKS INC 48,120.00 3,879,830.19 867931107 SUPERCONDUCTOR TECHNOLOGIES 2,580.00 8,062.82 868042102 SUPER VISION INTL INC 2,600.00 11,481.44 868059106 SUPERGEN INC 3,550.00 26,047.24 868168105 SUPERIOR INDS INTL INC 36,600.00 2,073,751.43 868536103 SUPERVALU INC 23,939.00 693,478.12 86866R102 SUREBEAM CORP 7,607.00 27,390.43 868873100 SURMODICS INC 700.00 29,009.31 869099101 SUSQUEHANNA BANCSHARES INC P 1,200.00 38,072.18 870756103 SWIFT TRANSN CO 129,560.00 3,277,858.28 871130100 SYBASE INC 130,200.00 2,460,807.67 871142105 SYBRON DENTAL SPECIALTIES IN 900.00 28,859.85 871206108 SYCAMORE NETWORKS INC 104,350.00 543,038.70 871399101 SYLVAN LEARNING SYS INC 1,000.00 31,033.85 871503108 SYMANTEC CORP 130,286.00 7,826,113.84
OTHER INCLUDED CUSIP ISSUER DESCRIPTION TOTAL SHARES MARKET VALUE C$ MANAGERS - --------- -------------------------------- -------------- ----------------- -------------- 871508107 SYMBOL TECHNOLOGIES INC 40,295.00 712,308.31 871543104 SYMMETRICOM INC 1,500.00 8,967.75 87155S108 SYMYX TECHNOLOGIES 119,850.00 2,657,649.78 87157D109 SYNAPTICS INC 2,300.00 42,064.18 871607107 SYNOPSYS INC 108,990.00 9,159,376.55 87160A100 SYNGENTA AG 324.00 6,103.51 87161C105 SYNOVUS FINL CORP 50,982.00 1,489,343.53 87162H103 SYNTEL INC 800.00 17,098.51 871630109 SYNTROLEUM CORP 38,000.00 137,342.45 871829107 SYSCO CORP 400,337.00 16,345,069.45 872275102 TCF FINL CORP 1,500.00 81,198.90 872375100 TECO ENERGY INC 544,389.00 8,869,458.50 872384102 TEPPCO PARTNERS L P 700.00 34,811.18 872443403 THQ INC 211,450.00 5,171,538.38 872540109 TJX COS INC NEW 93,641.00 2,397,101.92 873168108 TXU CORP 257,377.00 7,851,011.93 874039100 TAIWAN SEMICONDUCTOR MFG LTD 103,886.00 1,464,267.00 874054109 TAKE-TWO INTERACTIVE SOFTWAR 1,000.00 38,506.98 874161102 TALBOTS INC 1,450.00 58,022.02 87425E103 TALISMAN ENERGY INC 3,115,620.00 191,610,630.00 874918105 TALX CORP 275.00 8,440.89 87588Q109 TANOX INC 3,650.00 79,598.97 87612E106 TARGET CORP 514,141.00 26,450,485.83 876664103 TAUBMAN CTRS INC 1,100.00 28,637.02 878237106 TECH DATA CORP 1,830.00 66,414.75 878330109 TECHE HLDG CO 650.00 28,712.43 878377100 TECHNE CORP 1,150.00 47,408.15 878555101 TECHNITROL INC 46,100.00 942,707.54 878895200 TECUMSEH PRODS CO 50.00 2,602.69 879080109 TEJON RANCH CO DEL 1,300.00 53,167.89 879101103 TEKELEC 3,200.00 49,132.41 879131100 TEKTRONIX INC 15,427.00 452,767.04 879246106 TELE NORTE LESTE PART S A 20,487.00 334,599.00 879252104 TELE SUDESTE CELULAR PART S 4.00 69.00 87927W106 TELECOM ITALIA SPA 845.00 107,098.00 879287308 TELECOMUNICACOES BRASILEIRAS 40.00 1,541.00 87929A102 TELECOMUNICACOES DE SAO PAUL 20.00 322.00 879360105 TELEDYNE TECHNOLOGIES INC 1,000.00 17,799.63 879369106 TELEFLEX INC 1,610.00 93,081.85 879382208 TELEFONICA S A 20.00 967.00 879403780 TELEFONOS DE MEXICO S A 600.00 26,361.00 879433100 TELEPHONE & DATA SYS INC 1,255.00 84,759.34 87960M106 TELIASONERA A B 151.00 5,763.82 879664100 TELLABS INC 253,079.00 2,261,091.12 87967E107 TELLIUM INC 1,050.00 1,326.82 87969N204 TELSTRA CORP LTD 8,370.00 173,802.00 87971M202 TELUS CORP 2,578,598.00 57,631,665.30 879868107 TEMPLE INLAND INC 7,865.00 458,560.66 879939106 TELETECH HOLDINGS INC 600.00 3,448.51 88033G100 TENET HEALTHCARE CORP 606,897.00 9,607,068.43 880345103 TENNANT CO 550.00 27,463.73 880770102 TERADYNE INC 32,383.00 761,739.74 880775101 TERAYON COMMUNICATION SYS 1,150.00 4,265.80 880779103 TEREX CORP NEW 1,000.00 26,522.80 88157K101 TESCO CORP 431,705.00 5,560,360.40 88162G103 TETRA TECH INC NEW 8,875.00 206,569.06 881908107 TESMA INTL INC 533,973.00 13,909,996.65 882443104 TEXAS GENCO HLDGS INC 25.00 789.77 882508104 TEXAS INSTRS INC 443,866.00 10,615,398.86 882610108 TEXAS PAC LD TR 12,160.00 561,761.60 882673106 TEXAS REGL BANCSHARES INC 1,089.00 51,344.85 883203101 TEXTRON INC 39,269.00 2,077,993.96 883203309 TEXTRON INC 25.00 4,981.00 883556102 THERMO ELECTRON CORP 30,094.00 859,512.48 884315102 THOMAS & BETTS CORP 79,868.00 1,568,123.32 884425109 THOMAS INDS INC 700.00 25,727.93 884903105 THOMSON CORP 5,514,061.00 233,777,846.40 885160101 THOR INDS INC 800.00 44,371.34 885218107 THORNBURG MTG INC 2,000.00 67,122.25 885535104 3COM CORP 11,275.00 72,534.91 88554L108 THREE FIVE SYS INC 1,000.00 9,375.38 88579Y101 3M CO 327,399.00 58,206,066.06 88632Q103 TIBCO SOFTWARE INC 4,200.00 29,047.36 886423102 TIDEWATER INC 46,550.00 1,857,647.00 88650Q100 TIER TECHNOLOGIES INC 2,000.00 21,060.63 886547108 TIFFANY & CO NEW 22,842.00 1,014,275.03 887100105 TIMBERLAND CO 26,700.00 1,917,688.12 887319101 TIME WARNER TELECOM INC 1,000.00 8,655.24 887389104 TIMKEN CO 900.00 21,412.54 888266103 TITAN CORP 1,450.00 20,273.23 888314101 TITAN PHARMACEUTICALS INC DE 2,700.00 8,657.96 888339207 TITANIUM METALS CORP 130.00 5,670.06 888706108 TIVO INC 1,450.00 23,996.88 889478103 TOLL BROTHERS INC 1,200.00 46,159.46 889542106 TOLLGRADE COMMUNICATIONS INC 950.00 24,073.65 890030208 TOMKINS PLC 122,049.00 2,578,704.00 890333107 TOO INC 4,100.00 112,810.22 890516107 TOOTSIE ROLL INDS INC 1,302.00 53,939.63 891027104 TORCHMARK CORP 19,931.00 1,008,776.42 891092108 TORO CO 600.00 32,406.19 891160509 TORONTO DOMINION BK ONT 10,784,742.00 402,881,722.80
OTHER INCLUDED CUSIP ISSUER DESCRIPTION TOTAL SHARES MARKET VALUE C$ MANAGERS - --------- -------------------------------- -------------- ----------------- -------------- 89151E109 TOTAL S A 83,160.00 8,727,674.94 891906109 TOTAL SYS SVCS INC 5,150.00 156,045.64 892335100 TOYS R US INC 158,694.00 2,613,380.74 892356106 TRACTOR SUPPLY CO 500.00 32,440.16 892918103 TRANSACT TECHNOLOGIES INC 1,700.00 28,018.78 89336Q100 TRANS WORLD ENTMT CORP 10,000.00 69,568.00 893416107 TRANSACTION SYS ARCHITECTS 50.00 608.72 89346D107 TRANSALTA CORP 8,653,686.00 155,506,737.42 893521104 TRANSATLANTIC HLDGS INC 1,075.00 101,004.38 89353D107 TRANSCANADA CORP 16,783,748.93 398,614,036.84 893617209 TRANSCONTINENTAL RLTY INVS 2,250.00 44,940.66 893735100 TRANSKARYOTIC THERAPIES INC 85,800.00 1,345,341.86 89376R109 TRANSMETA CORP DEL 7,050.00 15,326.70 894065101 TRANSWITCH CORP 1,650.00 3,049.04 89420G109 TRAVELERS PPTY CAS CORP NEW 115,376.00 2,492,728.86 89420G406 TRAVELERS PPTY CAS CORP NEW 780,920.00 16,916,506.05 894650100 TREDEGAR CORP 2,000.00 40,735.33 89531P105 TREX INC 500.00 26,665.47 89579K109 TRIAD HOSPITALS INC 203,483.00 6,862,296.31 895919108 TRIDENT MICROSYSTEMS INC 1,250.00 15,455.78 895925105 TRIAD GTY INC 2,200.00 113,442.04 896047107 TRIBUNE CO NEW 50,393.00 3,308,701.82 896239100 TRIMBLE NAVIGATION LTD 1,600.00 49,849.82 896263100 TRIMERIS INC 206,000.00 12,785,946.20 896522109 TRINITY INDS INC 1,450.00 36,468.17 89674K103 TRIQUINT SEMICONDUCTOR INC 952.00 5,381.08 89677M106 TRITON PCS HLDGS INC 2,211,871.00 15,055,482.54 89687P107 TRIZEC PROPERTIES INC 1,650.00 25,490.83 898349105 TRUSTCO BK CORP N Y 2,852.00 42,936.72 898402102 TRUSTMARK CORP 1,000.00 34,607.36 899035505 TUESDAY MORNING CORP 800.00 28,588.10 899165104 TULARIK INC 39,850.00 538,213.10 899896104 TUPPERWARE CORP 45,250.00 882,902.17 901167106 TWEETER HOME ENTMT GROUP INC 1,500.00 17,690.93 90130N103 21ST CENTY INS GROUP 1,550.00 30,116.69 902124106 TYCO INTL LTD NEW 770.00 20,436.00 902494103 TYSON FOODS INC 9,158.00 132,149.25 90262T308 UCBH HOLDINGS INC 700.00 27,278.27 902681105 UGI CORP NEW 1,350.00 58,147.71 902788108 UMB FINL CORP 662.00 38,138.48 902911106 UST INC 65,700.00 3,127,123.72 902973304 US BANCORP DEL 1,129,772.00 37,609,403.79 903293405 U S G CORP 1,000.00 25,816.25 90333E108 USEC INC 13,150.00 125,430.29 903844108 ULTICOM INC 450.00 5,808.66 903849107 ULTIMATE ELECTRS INC 1,600.00 27,870.68 903914109 ULTRA PETE CORP 880,045.00 15,251,813.99 904034105 ULTRATECH INC 1,500.00 37,684.93 904214103 UMPQUA HLDGS CORP 2,556.00 65,951.61 904677101 UNIFI INC 6,050.00 50,966.71 904767704 UNILEVER PLC 40.00 1,795.00 904784709 UNILEVER N V 714.00 52,254.95 905399101 UNION BANKSHARES CORP 1,450.00 55,697.20 907818108 UNION PAC CORP 59,175.00 4,665,041.90 908068109 UNION PLANTERS CORP 107,931.00 4,550,588.18 908906100 UNIONBANCAL CORP 3,850.00 216,414.23 909205106 UNISOURCE ENERGY CORP 1,900.00 48,534.55 909214108 UNISYS CORP 64,439.00 1,075,193.72 909218109 UNIT CORP 700.00 19,888.02 909440109 UNITED AUTO GROUP INC 450.00 13,317.11 909907107 UNITED BANKSHARES INC WEST V 1,000.00 38,928.19 91018B104 UNITED DEFENSE INDS INC 900.00 31,721.38 910197102 UNITED DOMINION REALTY TR IN 2,210.00 51,708.86 910331107 UNITED FIRE & CAS CO 700.00 30,902.05 910909100 UNITED NATL BANCORP N J 1,300.00 48,734.29 911312106 UNITED PARCEL SERVICE INC 552,321.00 47,887,040.29 911363109 UNITED RENTALS INC 1,600.00 30,196.86 911684108 UNITED STATES CELLULAR CORP 2,000.00 69,160.38 912909108 UNITED STATES STL CORP NEW 15,716.00 349,566.86 913004107 UNITED STATIONERS INC 4,700.00 230,986.14 913016309 UNITED SURGICAL PARTNERS INT 1,550.00 47,575.95 913017109 UNITED TECHNOLOGIES CORP 171,574.00 16,514,432.64 91307C102 UNITED THERAPEUTICS CORP DEL 1,500.00 44,390.36 913247508 UNITEDGLOBALCOM 5,950.00 41,797.19 91324P102 UNITEDHEALTH GROUP INC 575,286.00 39,278,910.10 913275103 UNITRIN INC 2,200.00 81,068.46 913431102 UNIVERSAL COMPRESSION HLDGS 150.00 4,251.53 913456109 UNIVERSAL CORP VA 950.00 54,601.37 913837100 UNIVERSAL STAINLESS & ALLOY 4,150.00 37,047.00 914906102 UNIVISION COMMUNICATIONS INC 327,849.00 13,542,130.80 915289102 UNOCAL CORP 268,390.00 10,462,523.26 91529B106 UNOVA INC 1,800.00 27,147.83 91529Y106 UNUMPROVIDENT CORP 48,567.00 884,931.41 917047102 URBAN OUTFITTERS INC 650.00 31,706.43 91729Q101 USF CORP 1,200.00 43,974.59 918076100 UTSTARCOM INC 11,900.00 575,135.78 91819B105 VA SOFTWARE CORP 2,450.00 7,190.51 918204108 V F CORP 18,201.00 840,098.78 918458209 VYYO INC 583.00 2,400.22 918866104 VALASSIS COMMUNICATIONS INC 1,000.00 34,947.05 918905100 VALHI INC NEW 2,400.00 31,370.82
OTHER INCLUDED CUSIP ISSUER DESCRIPTION TOTAL SHARES MARKET VALUE C$ MANAGERS - --------- -------------------------------- -------------- ----------------- -------------- 918914102 VALENCE TECHNOLOGY INC 1,300.00 5,281.46 91913Y100 VALERO ENERGY CORP NEW 26,190.00 1,292,827.11 919794107 VALLEY NATL BANCORP 8,346.00 298,812.35 920355104 VALSPAR CORP 1,250.00 71,708.03 920387107 VALUE CITY DEPT STORES INC 9,600.00 28,827.24 920437100 VALUE LINE INC 450.00 30,027.70 92047K107 VALUEVISION MEDIA INC 2,050.00 37,965.51 922122106 VARCO INTL INC DEL 1,650.00 43,941.98 922206107 VARIAN INC 1,234.00 58,131.10 922207105 VARIAN SEMICONDUCTOR EQUIPMN 800.00 32,349.12 92220P105 VARIAN MED SYS INC 1,810.00 141,584.06 92232F103 VASOGEN INC 621,288.00 4,075,649.28 92240G101 VECTREN CORP 1,150.00 39,142.19 92240M108 VECTOR GROUP LTD 525.00 12,483.52 922417100 VEECO INSTRS INC DEL 450.00 10,412.78 92257T202 VELOCITY EXPRESS CORP 1,380.00 1,638.82 92276F100 VENTAS INC 2,950.00 60,725.93 922908652 VANGUARD INDEX TR 43,443.00 3,423,634.22 923436109 VERITAS SOFTWARE CO 338,783.00 13,197,414.60 92343C106 VERITY INC 3,200.00 55,045.68 92343E102 VERISIGN INC 310,635.00 5,837,301.49 92343P107 VERITAS DGC INC 1,550.00 24,219.72 92343V104 VERIZON COMMUNICATIONS 944,457.00 50,678,717.60 92532F100 VERTEX PHARMACEUTICALS INC 142,971.00 2,836,222.96 92532L206 VERTICALNET INC 55.00 116.58 925524308 VIACOM INC 1,012,469.00 60,064,487.05 92552R109 VIAD CORP 105,450.00 3,208,043.40 92553Q209 VIASYS HEALTHCARE INC 1,220.00 34,313.87 925815102 VICOR CORP 600.00 7,826.40 926471103 VICURON PHARMACEUTICALS INC 59,850.00 1,153,134.44 92672P108 VIEWPOINT CORP 1,750.00 2,686.93 926734104 VIGNETTE CORP 3,803.00 10,748.04 927460105 VINTAGE PETE INC 2,250.00 34,485.08 927624106 VION PHARMACEUTICALS INC 2,350.00 5,268.55 92763R104 VIRAGE LOGIC CORP 1,500.00 14,756.03 92823R201 VIROLOGIC INC 950.00 1,639.33 928241108 VIROPHARMA INC 66,800.00 235,987.70 928298108 VISHAY INTERTECHNOLOGY INC 3,650.00 65,464.58 92839U107 VISTEON CORP 23,553.00 219,860.12 92844S105 VISX INC DEL 1,850.00 43,612.48 928483106 VITALWORKS INC 360.00 1,988.00 928497106 VITESSE SEMICONDUCTOR CORP 11,050.00 73,869.80 92849Q401 VITRIA TECHNOLOGY 1,062.00 8,268.35 92851S204 VIVENDI UNIVERSAL 200.00 4,998.35 928552108 VIXEL CORP DEL 4,400.00 38,262.40 92857W100 VODAFONE GROUP PLC NEW 195,514.00 5,388,699.72 929042109 VORNADO RLTY TR 2,650.00 156,989.98 929160109 VULCAN MATLS CO 18,804.00 947,136.09 929236107 WD-40 CO 22,000.00 853,430.87 92923B106 WFS FINL INC 2,450.00 111,552.70 92923C104 WCI CMNTYS INC 3,350.00 87,531.35 929248409 WHX CORP 2,050.00 5,849.42 92924F106 WGL HLDGS INC 850.00 30,836.83 92925E108 W-H ENERGY SVCS INC 2,000.00 52,936.90 929284107 WJ COMMUNICATIONS INC 2,700.00 3,742.00 92928R106 WMC RES LTD 5,075.00 65,358.00 929309300 WPP GROUP PLC 135,140.00 7,494,073.28 92930Y107 W P CAREY & CO LLC 600.00 24,408.59 92931B106 WPS RESOURCES CORP 680.00 37,142.79 929740108 WABTEC CORP 1,700.00 32,130.36 929798106 WACKENHUT CORRECTIONS CORP 1,500.00 27,942.69 929903102 WACHOVIA CORP 2ND NEW 456,319.00 24,776,136.74 930059100 WADDELL & REED FINL INC 127,900.00 4,461,038.49 931142103 WAL MART STORES INC 1,533,295.00 112,219,352.10 931422109 WALGREEN CO 264,042.00 10,812,666.71 938824109 WASHINGTON FED INC 1,064.00 33,439.27 939322103 WASHINGTON MUT INC 398,065.00 22,339,467.79 939640108 WASHINGTON POST CO 275.00 273,852.67 939653101 WASHINGTON REAL ESTATE INVT 5,250.00 194,029.50 940610108 WASHINGTON TR BANCORP 1,250.00 39,047.08 941053100 WASTE CONNECTIONS INC 950.00 45,242.98 94106L109 WASTE MGMT INC DEL 135,990.00 4,451,263.79 941105108 WATCHGUARD TECHNOLOGIES INC 400.00 2,500.10 941848103 WATERS CORP 248,607.00 9,839,961.38 942622200 WATSCO INC 900.00 20,250.81 942683103 WATSON PHARMACEUTICALS INC 25,507.00 1,408,295.06 942712100 WATSON WYATT & CO HLDGS 650.00 20,472.29 942749102 WATTS INDS INC 2,600.00 63,059.59 943315101 WAUSAU-MOSINEE PAPER CORP 1,850.00 28,153.30 94767L109 WEBEX INC 1,150.00 21,797.74 947684106 WEBSENSE INC 1,900.00 40,428.25 94768C108 WEBMETHODS INC 2,237.00 24,711.33 94769M105 WEBMD CORP 99,830.00 1,469,024.66 947890109 WEBSTER FINL CORP CONN 950.00 48,792.71 948626106 WEIGHT WATCHERS INTL INC NEW 43,050.00 2,660,900.59 948741103 WEINGARTEN RLTY INVS 750.00 42,698.72 948849104 WEIS MKTS INC 600.00 25,289.06 949475107 WELLCHOICE INC 24,800.00 986,648.16 94973H108 WELLPOINT HEALTH NETWORK NEW 326,997.00 37,894,574.89 949746101 WELLS FARGO & CO NEW 896,574.00 61,479,576.59 950240200 WELLSFORD REAL PPTYS INC 1,650.00 34,548.26
OTHER INCLUDED CUSIP ISSUER DESCRIPTION TOTAL SHARES MARKET VALUE C$ MANAGERS - --------- -------------------------------- -------------- ----------------- -------------- 950590109 WENDYS INTL INC 179,808.00 7,164,371.73 950755108 WERNER ENTERPRISES INC 883.00 25,435.26 950813105 WESCAST INDS INC 65,875.00 2,204,177.50 950817106 WESCO FINL CORP 150.00 63,589.50 952355105 WEST CORP 2,600.00 94,147.79 952698108 WEST ESSEX BANCORP 750.00 35,728.33 956909105 WESTAIM CORP 15,300.00 34,425.00 957090103 WESTAMERICA BANCORPORATION 5,050.00 295,601.50 95709T100 WESTAR ENERGY INC 1,200.00 26,463.02 957907108 WESTCORP INC 800.00 30,436.00 958102105 WESTERN DIGITAL CORP 6,650.00 93,067.58 958259103 WESTERN GAS RES INC 82,750.00 4,452,487.88 959531104 WESTERN SILVER CORP 100,000.00 315,000.00 95988E204 WESTERN WIRELESS CORP 184,650.00 2,892,798.45 961418100 WESTPORT RES CORP NEW 650.00 20,092.52 961815107 WESTWOOD ONE INC 33,240.00 1,532,443.37 962166104 WEYERHAEUSER CO 38,730.00 2,841,716.94 962902102 WHEATON RIV MINERALS LTD 2,894,600.00 4,920,820.00 962902144 WHEATON RIV MINERALS LTD 2,275,000.00 1,478,750.00 963320106 WHIRLPOOL CORP 10,745.00 930,005.28 966612103 WHITNEY HLDG CORP 900.00 39,095.31 966837106 WHOLE FOODS MKT INC 171,085.00 11,280,048.81 96808B107 WILD OATS MARKETS INC 3,900.00 57,760.46 968223206 WILEY JOHN & SONS INC 1,150.00 40,939.14 969457100 WILLIAMS COS INC DEL 91,616.00 983,417.60 969491109 WILLIAMS ENERGY PARTNERS L P 950.00 61,132.88 969904101 WILLIAMS SONOMA INC 61,400.00 2,436,075.70 971807102 WILMINGTON TRUST CORP 2,060.00 82,151.38 972232102 WILSON GREATBATCH TECHNOLOGI 26,500.00 1,299,848.19 972487102 WILTEL COMMUNICATNS GROUP IN 5,226.00 104,666.20 973149107 WIND RIVER SYSTEMS INC 6,000.00 31,061.03 974280109 WINN DIXIE STORES INC 21,026.00 352,075.37 974637100 WINNEBAGO INDS INC 100.00 5,149.66 97653A103 WIRELESS FACILITIES INC 900.00 14,552.21 976657106 WISCONSIN ENERGY CORP 3,308.00 130,347.61 977284108 WISER OIL CO DEL 8,400.00 65,741.76 977424100 WITNESS SYS INC 6,750.00 47,416.98 979438108 WOODHEAD INDS INC 4,800.00 81,655.44 980745103 WOODWARD GOVERNOR CO 900.00 52,583.63 98137N109 WORKFLOW MGMT INC 8,650.00 40,548.50 981811102 WORTHINGTON INDS INC 64,328.00 1,171,235.99 982526105 WRIGLEY WM JR CO 38,698.00 2,956,624.44 983024100 WYETH 817,247.00 50,577,822.54 98385X106 XTO ENERGY INC 84,102.00 2,298,041.94 98389B100 XCEL ENERGY INC 68,385.00 1,397,488.51 98389J103 XANSER CORP 2,350.00 6,865.08 983919101 XILINX INC 90,914.00 3,126,529.07 984121103 XEROX CORP 131,742.00 1,897,332.40 984332106 YAHOO INC 215,321.00 9,584,508.33 984757104 YANKEE CANDLE INC 2,450.00 77,297.93 985509108 YELLOW CORP 600.00 18,873.04 986670107 YORK INTL CORP NEW 1,100.00 34,974.23 987434107 YOUNG BROADCASTING INC 2,200.00 63,162.85 987520103 YOUNG INNOVATIONS INC 2,025.00 78,416.86 988498101 YUM BRANDS INC 55,300.00 2,221,175.27 988858106 ZALE CORP NEW 73,350.00 3,986,572.50 989139100 ZARLINK SEMICONDUCTOR INC 3,275,677.00 22,929,739.00 989207105 ZEBRA TECHNOLOGIES CORP 600.00 61,298.65 989390109 ZENITH NATL INS CORP 1,300.00 50,341.69 98956P102 ZIMMER HLDGS INC 271,880.00 16,642,376.68 989701107 ZIONS BANCORPORATION 87,383.00 6,009,008.87 98974P100 ZIX CORP 4,850.00 24,844.06 D1668R123 DAIMLERCHRYSLER AG 100.00 4,855.00 D18190898 DEUTSCHE BANK AG NAMEN 500.00 45,040.00 G0450A105 ARCH CAP GROUP LTD 650.00 30,673.10 G24182100 COOPER INDS LTD 17,780.00 997,749.15 G36535105 FOSTER WHEELER LTD 2,200.00 6,397.00 G3930E101 GLOBALSANTAFE CORP 122,977.00 3,899,997.29 G65422100 NOBLE CORPORATION 106,204.00 4,949,650.70 G90078109 TRANSOCEAN INC 266,596.00 7,958,353.82 G9825R107 XOMA LTD 9,100.00 65,903.45 H8920M855 UBS AG 900.00 69,720.00 M22465104 CHECK POINT SOFTWARE TECH LT 636,783.00 16,973,563.68 M97385112 VERISITY LTD 1,200.00 19,468.17 V7780T103 ROYAL CARIBBEAN CRUISES LTD 5,250.00 165,210.41 Y2573F102 FLEXTRONICS INTL LTD 3,000.00 43,585.00 Y6476W104 OMI CORP NEW 1,450.00 12,136.36 02209S103 ALTRIA GROUP INC 807,114.00 49,419,913.00 1 067901108 BARRICK GOLD CORP 73,100.00 1,763,190.00 1 075887109 BECTON DICKINSON & CO 209,200.00 10,951,698.00 1 084670108 BERKSHIRE HATHAWAY INC DEL 268.00 26,181,925.00 1 084670207 BERKSHIRE HATHAWAY INC DEL 17,723.00 58,032,634.00 1 172967101 CITIGROUP INC 260,800.00 15,041,118.00 1 28336L109 EL PASO CORP 320,250.00 3,486,818.00 1 401698105 GUIDANT CORP 278,550.00 16,661,614.00 1 449934108 IMS HEALTH INC 560,250.00 13,581,314.00 1 488152208 KELLY SVCS INC 1,400.00 44,804.00 1 530718105 LIBERTY MEDIA CORP NEW 1,358,632.00 21,163,547.00 1 589331107 MERCK & CO INC 342,150.00 27,916,403.00 1 637640103 NATIONAL SEMICONDUCTOR CORP 1,200.00 31,887.00 1 651639106 NEWMONT MINING CORP 104,490.00 4,570,377.00 1
OTHER INCLUDED CUSIP ISSUER DESCRIPTION TOTAL SHARES MARKET VALUE C$ MANAGERS - --------- -------------------------------- -------------- ----------------- -------------- 696429307 PALL CORP 414,000.00 12,551,963.00 1 725906101 PLACER DOME INC 104,600.00 1,729,438.00 1 786514208 SAFEWAY INC 315,450.00 8,696,909.00 1 807066105 SCHOLASTIC CORP 154,050.00 6,181,803.00 1 867229106 SUNCOR ENERGY INC 100,000.00 2,526,563.00 1 893735100 TRANSKARYOTIC THERAPIES INC 500.00 7,748.00 1 92532F100 VERTEX PHARMACEUTICALS INC 1,369,413.00 26,996,505.00 1 939640108 WASHINGTON POST CO 11,663.00 11,518,178.00 1 98985T109 ZYMOGENETICS INC 501,100.00 7,873,208.00 1 Y2573F102 FLEXTRONICS INTL LTD 1,600.00 22,487.00 1 000886101 A D C TELECOMMUNICATIONS 5,900.00 18,391.42 2 000912105 ACM INCOME FUND INC 1,600.00 20,578.88 2 000937102 ABN AMRO HLDG NV 800.00 20,698.14 2 001055102 AFLAC INC 2,195.00 91,477.67 2 001547108 AK STL HLDG CORP 60,000.00 294,371.16 2 001765106 AMR CORP 200.00 2,981.66 2 00184A105 AOL TIME WARNER INC 14,351.00 312,949.06 2 001941103 ATI TECHNOLOGIES INC 26,545.00 355,703.00 2 001957505 AT&T CORP 1,069.00 27,889.70 2 00209A106 AT&T WIRELESS SVCS INC 8,460.00 94,134.53 2 002824100 ABBOTT LABS 82,015.00 4,864,139.71 2 002893105 ABER DIAMOND CORP 668,050.00 18,451,541.00 2 003924107 ABITIBI-CONSOLIDATED INC 46,577.00 400,562.20 2 00508X203 ACTUANT CORP 450.00 28,859.76 2 007094105 ADMINISTAFF INC 10,250.00 143,085.80 2 00724F101 ADOBE SYS INC 2,350.00 101,802.71 2 007865108 AEROPOSTALE 1,000.00 29,111.84 2 007924103 AEGON N V 2,233.00 30,384.90 2 00817Y108 AETNA INC NEW 1,100.00 89,450.24 2 008252108 AFFILIATED MANAGERS GROUP 400.00 32,932.60 2 00845V100 AGERE SYS INC 24.00 75.79 2 00845V209 AGERE SYS INC 820.00 2,556.10 2 00846U101 AGILENT TECHNOLOGIES INC 517.00 13,698.49 2 008474108 AGNICO EAGLE MINES LTD 57,456.14 893,443.02 2 008474132 AGNICO EAGLE MINES LTD 1,000.00 3,794.84 2 008916108 AGRIUM INC 25,616.00 377,836.00 2 00949P108 AIRTRAN HLDGS INC 2,200.00 31,217.98 2 01167P101 ALASKA COMMUNICATIONS SYS GR 50,000.00 243,276.35 2 012348108 ALBANY INTL CORP 500.00 18,567.61 2 013068200 ALBERTO CULVER CO 1,950.00 131,560.33 2 013104104 ALBERTSONS INC 19,250.00 500,918.88 2 013716105 ALCAN INC 189,077.87 7,943,161.46 2 013817101 ALCOA INC 2,750.00 95,040.41 2 013904305 ALCATEL 5,339.00 64,761.72 2 014383103 ALDERWOODS GROUP INC 34,000.00 246,529.07 2 018522102 ALLETE INC 550.00 19,790.77 2 01853E204 ALLIANCE ATLANTIS COMMUNICAT 8,450.00 164,775.00 2 01859P609 ALLIANCE GAMING CORP 1,150.00 29,473.03 2 019228402 ALLIED IRISH BKS P L C 2,000.00 81,074.05 2 020002101 ALLSTATE CORP 4,700.00 227,087.29 2 020039103 ALLTEL CORP 598.00 39,080.83 2 02209S103 ALTRIA GROUP INC 119,253.00 7,344,175.97 2 02364W105 AMERICA MOVIL S A DE C V 23,155.00 588,411.97 2 025537101 AMERICAN ELEC PWR INC 6,460.00 261,168.75 2 025816109 AMERICAN EXPRESS CO 222,438.00 12,604,469.96 2 026874107 AMERICAN INTL GROUP INC 84,034.00 6,284,520.84 2 029066107 AMERICAN PWR CONVERSION CORP 22,625.00 478,659.77 2 029712106 AMERICAN STD COS INC DEL 6,855.00 686,852.69 2 03073E105 AMERISOURCEBERGEN CORP 11,725.00 1,102,033.39 2 031162100 AMGEN INC 4,859.00 434,241.45 2 032037103 AMPCO-PITTSBURGH CORP 10,000.00 181,610.20 2 03235E100 AMVESCAP PLC 2,300.00 43,578.32 2 032511107 ANADARKO PETE CORP 2,340.00 141,032.25 2 032653107 ANALEX CORP 10.00 52.72 2 032654105 ANALOG DEVICES INC 650.00 30,674.50 2 032657207 ANALOGIC CORP 100.00 6,616.57 2 034918102 ANGIOTECH PHARMACEUTICALS IN 1,000.00 54,520.00 2 035229103 ANHEUSER BUSCH COS INC 51,275.00 3,547,618.03 2 03674B104 ANTHEM INC 3,000.00 313,684.19 2 037032109 ANTIGENICS INC DEL 1,500.00 23,399.25 2 037411105 APACHE CORP 4,481.00 395,115.84 2 037833100 APPLE COMPUTER INC 2,800.00 72,329.65 2 038222105 APPLIED MATLS INC 5,737.00 123,161.64 2 039483102 ARCHER DANIELS MIDLAND CO 31,475.00 549,009.33 2 04033V104 ARIBA INC 3,400.00 13,824.06 2 042735100 ARROW ELECTRS INC 400.00 8,261.91 2 04516X106 ASIA SATELLITE TELECOMMUNCNT 5,600.00 122,649.23 2 053015103 AUTOMATIC DATA PROCESSING IN 155.00 7,113.02 2 053499109 AVAYA INC 48,145.00 421,520.93 2 053561106 AVENTIS 2,775.00 205,724.38 2 053611109 AVERY DENNISON CORP 800.00 54,428.85 2 053807103 AVNET INC 1,400.00 24,059.29 2 054303102 AVON PRODS INC 2,800.00 236,039.05 2 054536107 AXA 16,500.00 349,077.84 2 054540109 AXCELIS TECHNOLOGIES INC 7,350.00 60,864.49 2 055262505 B A S F A G 75.00 4,332.22 2 05534B109 BCE INC 2,125,256.89 66,010,478.98 2 055434203 BG PLC 2,100.00 64,436.38 2 055622104 BP PLC 26,369.00 1,501,706.80 2 055630107 BP PRUDHOE BAY RTY TR 2,000.00 51,203.23 2 05577E101 BT GROUP PLC 747.00 34,077.69 2
OTHER INCLUDED CUSIP ISSUER DESCRIPTION TOTAL SHARES MARKET VALUE C$ MANAGERS - --------- -------------------------------- -------------- ----------------- -------------- 057224107 BAKER HUGHES INC 10,230.00 465,438.62 2 05858H104 BALLARD PWR SYS INC 1,850.00 34,003.00 2 060505104 BANK OF AMERICA CORPORATION 26,394.00 2,827,044.42 2 063671101 BANK MONTREAL QUE 1,581,327.30 67,285,476.67 2 064057102 BANK NEW YORK INC 19,500.00 759,815.06 2 064149107 BANK NOVA SCOTIA HALIFAX 1,581,435.40 95,044,267.62 2 06423A103 BANK ONE CORP 19,060.00 960,434.43 2 06738E204 BARCLAYS PLC 2,900.00 117,596.67 2 067901108 BARRICK GOLD CORP 40,432.08 969,965.70 2 071813109 BAXTER INTL INC 29,302.00 1,032,538.02 2 072730302 BAYER A G 400.00 12,490.44 2 075887109 BECTON DICKINSON & CO 4,500.00 236,940.32 2 075896100 BED BATH & BEYOND INC 26.00 1,367.93 2 077914307 BELL CDA INTL INC 759.00 2,003.76 2 079860102 BELLSOUTH CORP 32,474.00 1,172,039.88 2 081906109 BENNETT ENVIRONMENTAL INC 5,000.00 74,250.00 2 084670108 BERKSHIRE HATHAWAY INC DEL 126.00 12,339,592.06 2 084670207 BERKSHIRE HATHAWAY INC DEL 626.00 2,061,655.25 2 086516101 BEST BUY INC 1,395.00 83,037.06 2 08915P101 BIG 5 SPORTING GOODS CORP 3,200.00 54,558.96 2 090613100 BIOMET INC 1,774.00 69,003.47 2 09061G101 BIOMARIN PHARMACEUTICAL INC 1,750.00 23,148.52 2 09066H104 BIOSOURCE INTL INC 1,000.00 9,378.68 2 09067D201 BIOTECH HOLDERS TR 300.00 49,945.98 2 09067J109 BIOVAIL CORP 76,263.00 4,799,993.22 2 09161R106 BIOMIRA INC 25,000.00 46,250.00 2 091797100 BLACK & DECKER CORP 525.00 30,916.09 2 097023105 BOEING CO 41,211.00 1,916,884.17 2 099724106 BORG WARNER INC 900.00 78,553.19 2 101121101 BOSTON PROPERTIES INC 3,725.00 221,123.97 2 102183100 BOWATER INC 276.00 14,008.65 2 103304101 BOYD GAMING CORP 2,600.00 60,820.44 2 10549P606 BRASCAN CORP 133,768.28 4,447,795.31 2 105530109 BRASIL TELECOM PARTICIPACOES 1,215.00 61,668.52 2 110122108 BRISTOL MYERS SQUIBB CO 145,925.00 5,369,513.94 2 110419306 BRITISH AWYS PLC 293.00 10,165.83 2 110448107 BRITISH AMERN TOB PLC 2,000.00 61,476.41 2 112723101 BROOKFIELD HOMES CORP 26.00 543.37 2 112900105 BROOKFIELD PPTYS CORP 15,190.00 440,510.00 2 115637100 BROWN FORMAN CORP 7,900.00 861,903.04 2 12189T104 BURLINGTON NORTHN SANTA FE C 3,700.00 142,615.51 2 122014103 BURLINGTON RES INC 875.00 64,312.50 2 124765108 CAE INC 283,908.00 1,626,792.84 2 12541C203 CHC HELICOPTER CORP 5,500.00 143,110.00 2 125509109 CIGNA CORP 800.00 50,894.23 2 125581108 CIT GROUP INC 34,749.00 1,160,899.63 2 125750109 CMGI INC 1,200.00 2,455.80 2 125896100 CMS ENERGY CORP 1,050.00 11,526.83 2 126132109 CNOOC LTD 2,600.00 104,656.27 2 12616K106 CP HOLDRS 700.00 47,796.00 2 126408103 CSX CORP 2,180.00 88,902.53 2 126501105 CTS CORP 600.00 8,497.73 2 126650100 CVS CORP 66,150.00 2,512,976.25 2 127150308 CACHE INC 125.00 2,534.41 2 127190304 CACI INTL INC 600.00 27,892.07 2 127209302 CADBURY SCHWEPPES PLC 1,800.00 58,988.08 2 127387108 CADENCE DESIGN SYSTEM INC 17,950.00 293,391.28 2 13054D109 CALIFORNIA PIZZA KITCHEN INC 1,900.00 55,595.76 2 130788102 CALIFORNIA WTR SVC GROUP 800.00 30,488.83 2 131347106 CALPINE CORP 18,000.00 161,009.64 2 13321L108 CAMECO CORP 16,250.00 706,875.00 2 134429109 CAMPBELL SOUP CO 6,824.00 226,589.90 2 135113108 CANADA LIFE FINL CORP 12,711.00 565,639.50 2 136069101 CDN IMPERIAL BK OF COMMERCE 1,224,034.01 65,975,433.24 2 136375102 CANADIAN NATL RY CO 124,175.00 8,081,309.00 2 136385101 CANADIAN NAT RES LTD 70,136.00 3,769,810.00 2 13645T100 CANADIAN PAC RY LTD 334,244.00 10,130,935.64 2 138006309 CANON INC 2,100.00 129,925.83 2 14040H105 CAPITAL ONE FINL CORP 7,175.00 478,239.97 2 14149Y108 CARDINAL HEALTH INC 10,084.00 878,778.15 2 141665109 CAREER EDUCATION CORP 525.00 48,597.67 2 141705103 CAREMARK RX INC 1,600.00 55,686.57 2 143658300 CARNIVAL CORP 7,360.00 324,287.51 2 149123101 CATERPILLAR INC DEL 41,155.00 3,104,568.50 2 150921104 CELL GENESYS INC 200.00 2,388.04 2 15101Q108 CELESTICA INC 16,775.00 354,288.00 2 151290889 CEMEX S A 20,481.00 618,723.58 2 151313103 CENDANT CORP 80,400.00 1,996,259.32 2 152319109 CENTILLIUM COMMUNICATIONS IN 2,250.00 29,853.87 2 153501101 CENTRAL FD CDA LTD 368,375.00 2,151,310.00 2 155771108 CENTRAL VT PUB SVC CORP 1,500.00 39,744.17 2 156700106 CENTURYTEL INC 450.00 21,254.49 2 160903100 CHARTER ONE FINL INC 19,906.00 841,192.80 2 166764100 CHEVRONTEXACO CORP 24,827.00 2,429,387.99 2 168615102 CHICOS FAS INC 900.00 25,676.16 2 168834109 CHILE FD INC 10,000.00 117,911.10 2 170040109 CHIRON CORP 400.00 23,777.38 2 171232101 CHUBB CORP 4,955.00 402,930.69 2 171484108 CHURCHILL DOWNS INC 2,000.00 104,222.57 2 172737108 CIRCUIT CITY STORE INC 2,950.00 35,183.59 2 17273K109 CIRCOR INTL INC 1,200.00 28,998.00 2
OTHER INCLUDED CUSIP ISSUER DESCRIPTION TOTAL SHARES MARKET VALUE C$ MANAGERS - --------- -------------------------------- -------------- ----------------- -------------- 17275R102 CISCO SYS INC 233,990.00 5,324,556.40 2 172908105 CINTAS CORP 825.00 39,615.08 2 172967101 CITIGROUP INC 341,467.00 19,807,421.63 2 184502102 CLEAR CHANNEL COMMUNICATIONS 300.00 17,235.35 2 189054109 CLOROX CO DEL 11,500.00 664,740.77 2 191216100 COCA COLA CO 127,500.00 8,019,682.81 2 191219104 COCA COLA ENTERPRISES INC 300.00 7,379.61 2 192108108 COEUR D ALENE MINES CORP IDA 7.00 13.19 2 192446102 COGNIZANT TECHNOLOGY SOLUTIO 850.00 28,097.40 2 19244C109 COGNOS INC 49,228.00 1,795,345.16 2 194162103 COLGATE PALMOLIVE CO 43,424.00 3,410,505.11 2 20030N101 COMCAST CORP NEW 920.00 37,630.72 2 20030N200 COMCAST CORP NEW 1,900.00 74,651.28 2 200340107 COMERICA INC 135.00 8,507.90 2 205887102 CONAGRA FOODS INC 36,630.00 1,171,613.48 2 206186108 CONCORD COMMUNICATIONS INC 1,700.00 31,749.26 2 20825C104 CONOCOPHILLIPS 11,052.00 820,836.90 2 209115104 CONSOLIDATED EDISON INC 1,966.00 115,320.42 2 210371100 CONSTELLATION ENERGY GROUP I 1,300.00 60,432.83 2 212485106 CONVERGYS CORP 3,100.00 67,222.88 2 217016104 COORS ADOLPH CO 1,000.00 66,382.59 2 218868107 CORINTHIAN COLLEGES INC 900.00 58,927.09 2 219023108 CORN PRODS INTL INC 35.00 1,424.49 2 219141108 CORNELL COMPANIES INC 1,650.00 33,856.75 2 219350105 CORNING INC 3,180.00 31,849.82 2 22025Y407 CORRECTIONS CORP AMER NEW 850.00 29,180.29 2 220874101 CORUS ENTERTAINMENT INC 4,266.00 97,051.50 2 22087M101 CORUS GROUP PLC 500.00 1,612.81 2 22160K105 COSTCO WHSL CORP NEW 25,515.00 1,265,645.55 2 222862104 COVENTRY HEALTH CARE INC 550.00 34,408.36 2 224044107 COX COMMUNICATIONS INC NEW 7,495.00 324,039.35 2 22409V102 CP SHIPS LTD 97,946.00 2,198,887.70 2 224399105 CRANE CO 400.00 12,268.18 2 225447101 CREE INC 2,000.00 44,047.25 2 225606102 CREO INC 1,600.00 17,952.00 2 228368106 CROWN HOLDINGS INC 1,500.00 14,515.26 2 22942F101 CRYSTALLEX INTL CORP 5,000.00 9,400.00 2 231082108 CUMULUS MEDIA INC 3.00 76.32 2 23126R101 CURAGEN CORP 800.00 5,757.31 2 232806109 CYPRESS SEMICONDUCTOR CORP 200.00 3,252.72 2 23331A109 D R HORTON INC 470.00 17,899.45 2 23332B106 DSP GROUP INC 850.00 25,500.00 2 233331107 DTE ENERGY CO 1,147.00 60,067.00 2 235851102 DANAHER CORP DEL 4,500.00 415,026.74 2 23918K108 DAVITA INC 11,000.00 399,244.27 2 244199105 DEERE & CO 725.00 44,904.48 2 24522P103 DEL MONTE FOODS CO 3,624.00 43,488.00 2 247025109 DELL COMPUTER CORP 112,045.00 4,835,050.10 2 247126105 DELPHI CORP 419.00 4,900.72 2 247916208 DENBURY RES INC 43,425.00 790,407.91 2 249906108 DESCARTES SYS GROUP INC 10,230.00 30,996.90 2 251566105 DEUTSCHE TELEKOM AG 2,251.00 46,371.86 2 25179M103 DEVON ENERGY CORP NEW 1,195.00 86,485.76 2 251893103 DEVRY INC DEL 125.00 3,945.62 2 25243Q205 DIAGEO P L C 12,918.00 766,139.81 2 252450101 DIAGNOSTIC PRODS CORP 200.00 11,127.01 2 25271C102 DIAMOND OFFSHORE DRILLING IN 500.00 14,223.87 2 252787106 DIAMONDS TR 550.00 67,020.26 2 253651103 DIEBOLD INC 26,125.00 1,531,361.94 2 25388B104 DIGITAL RIV INC 1,200.00 31,144.79 2 254687106 DISNEY WALT CO 34,915.00 934,575.92 2 256669102 DOLLAR GEN CORP 15,000.00 371,216.67 2 256747106 DOLLAR TREE STORES INC 9,000.00 386,235.00 2 25746U109 DOMINION RES INC VA NEW 2,411.00 210,010.47 2 257561100 DOMTAR INC 67,823.00 1,003,780.40 2 25822C205 DOREL INDS INC 24,760.00 971,830.00 2 260543103 DOW CHEM CO 4,850.00 203,506.43 2 26150J101 DRAXIS HEALTH INC 3,000.00 6,510.00 2 263534109 DU PONT E I DE NEMOURS & CO 51,150.00 2,886,634.50 2 264399106 DUKE ENERGY CORP 35,304.00 954,557.85 2 26483E100 DUN & BRADSTREET CORP DEL NE 100.00 5,551.80 2 266898105 DUSA PHARMACEUTICALS INC 7.00 23.81 2 268648102 E M C CORP MASS 4,700.00 66,692.96 2 268780103 E ON AG 1,900.00 131,972.34 2 277432100 EASTMAN CHEM CO 1,200.00 51,506.82 2 277461109 EASTMAN KODAK CO 1,431.00 53,043.53 2 281020107 EDISON INTL 479.00 10,666.17 2 28176E108 EDWARDS LIFESCIENCES CORP 400.00 17,423.74 2 28336L109 EL PASO CORP 40,270.00 440,989.68 2 284868106 ELECTRIC CITY CORP 81.00 104.29 2 285661104 ELECTRONIC DATA SYS NEW 22,137.00 643,548.82 2 286082102 ELECTRONICS FOR IMAGING INC 3,300.00 90,344.30 2 28660G106 ELIZABETH ARDEN INC 3,200.00 57,161.13 2 291011104 EMERSON ELEC CO 63,469.00 4,395,598.27 2 291525103 EMMIS COMMUNICATIONS CORP 1,000.00 31,348.09 2 292505104 ENCANA CORP 943,133.00 48,759,976.10 2 29250N105 ENBRIDGE INC 884,026.20 42,371,375.89 2 29274D604 ENERPLUS RES FD 69,530.00 2,174,898.40 2 29355X107 ENPRO INDS INC 40.00 579.53 2 29364G103 ENTERGY CORP NEW 800.00 57,226.19 2 293848107 ENTRUST INC 4,200.00 16,109.10 2
OTHER INCLUDED CUSIP ISSUER DESCRIPTION TOTAL SHARES MARKET VALUE C$ MANAGERS - --------- -------------------------------- -------------- ----------------- -------------- 294821608 ERICSSON L M TEL CO 320.00 4,610.19 2 30161N101 EXELON CORP 583.00 47,258.27 2 302182100 EXPRESS SCRIPTS INC 970.00 89,934.59 2 30224P101 EXTENDED STAY AMER INC 1,450.00 26,510.35 2 30224T871 EXTENDICARE INC CDA 29,300.00 126,576.00 2 30226D106 EXTREME NETWORKS INC 50,000.00 356,782.73 2 30231G102 EXXON MOBIL CORP 425,535.00 20,710,287.60 2 302571104 FPL GROUP INC 700.00 63,421.26 2 302941109 FTI CONSULTING INC 1,125.00 38,072.07 2 303901102 FAIRFAX FINL HLDGS LTD 3,855.00 790,275.00 2 305204109 FAIRMONT HOTELS RESORTS INC 56,826.00 1,756,491.66 2 313400301 FEDERAL HOME LN MTG CORP 78,700.00 5,415,235.32 2 313586109 FEDERAL NATL MTG ASSN 36,504.00 3,336,517.87 2 31410H101 FEDERATED DEPT STORES INC DE 9,500.00 474,456.65 2 31428X106 FEDEX CORP 1,890.00 158,890.90 2 31430F101 FELCOR LODGING TR INC 7,400.00 78,729.38 2 316773100 FIFTH THIRD BANCORP 1,600.00 124,514.12 2 319963104 FIRST DATA CORP 19,225.00 1,079,745.83 2 337162101 FIRST TENN NATL CORP 4,000.00 238,650.85 2 33761N109 FIRSTSERVICE CORP 11,342.00 235,346.50 2 337738108 FISERV INC 1,300.00 62,829.00 2 337932107 FIRSTENERGY CORP 515.00 26,837.31 2 339030108 FLEETBOSTON FINL CORP 22,648.00 911,943.53 2 343412102 FLUOR CORP NEW 2,100.00 95,743.81 2 345370860 FORD MTR CO DEL 60,028.00 914,466.55 2 345425102 FORDING CDN COAL TR 36,211.00 883,548.40 2 345838106 FOREST LABS INC 1,000.00 74,202.68 2 35100E104 FOUR SEASONS HOTEL INC 7,675.00 447,145.50 2 354613101 FRANKLIN RES INC 140.00 7,413.22 2 35671D857 FREEPORT-MCMORAN COPPER & GO 20,318.00 674,656.14 2 358029106 FRESENIUS MED CARE AG 6,721.00 149,751.49 2 359065109 FRONTIER AIRLINES INC NEW 2,800.00 34,343.30 2 361448103 GATX CORP 300.00 6,647.75 2 36466R101 GAMESTOP CORP 3,400.00 59,535.62 2 364730101 GANNETT INC 4,300.00 447,632.55 2 364760108 GAP INC DEL 1,295.00 32,925.93 2 369550108 GENERAL DYNAMICS CORP 1,000.00 98,259.25 2 369604103 GENERAL ELEC CO 1,206,478.00 46,895,804.69 2 370334104 GENERAL MLS INC 250.00 16,063.69 2 370442105 GENERAL MTRS CORP 2,241.00 109,340.18 2 370442832 GENERAL MTRS CORP 4,519.00 78,456.13 2 372460105 GENUINE PARTS CO 5,425.00 235,353.61 2 373298108 GEORGIA PAC CORP 200.00 5,136.59 2 374393106 GEVITY HR INC 1,750.00 27,939.51 2 375766102 GILLETTE CO 115,190.00 4,973,887.84 2 375916103 GILDAN ACTIVEWEAR INC 24,176.00 847,368.80 2 376775102 GLAMIS GOLD LTD 4,850.00 74,059.50 2 377316104 GLATFELTER 600.00 11,994.41 2 37733W105 GLAXOSMITHKLINE PLC 23,205.00 1,274,972.32 2 38059T106 GOLD FIELDS LTD NEW 2,400.00 39,618.13 2 380956409 GOLDCORP INC NEW 113,105.00 1,832,301.00 2 381317106 GOLDEN WEST FINL CORP DEL 350.00 37,953.14 2 38141G104 GOLDMAN SACHS GROUP INC 28,130.00 3,192,934.33 2 382388106 GOODRICH CORP 1,100.00 31,307.43 2 382550101 GOODYEAR TIRE & RUBR CO 21,663.00 154,139.29 2 384802104 GRAINGER W W INC 200.00 12,674.77 2 387328107 GRANITE CONSTR INC 400.00 10,387.02 2 389375106 GRAY TELEVISION INC 1,850.00 31,090.58 2 390568103 GREAT LAKES CHEM CORP 8,252.00 228,152.29 2 39945C109 GROUPE CGI INC 4,600.00 36,800.00 2 401698105 GUIDANT CORP 5,300.00 318,857.37 2 40274U108 GULFTERRA ENERGY PARTNERS LP 5,400.00 274,740.99 2 404119109 HCA INC 8,600.00 373,444.78 2 404280406 HSBC HLDGS PLC 4,422.00 354,254.30 2 406216101 HALLIBURTON CO 500.00 15,585.95 2 41014S106 HANCOCK JOHN FINL SVCS INC 1,400.00 58,307.72 2 410783104 HANOVER DIRECT INC 20,000.00 7,564.00 2 412822108 HARLEY DAVIDSON INC 5,010.00 270,651.51 2 415864107 HARSCO CORP 400.00 19,543.43 2 416515104 HARTFORD FINL SVCS GROUP INC 5,680.00 387,676.52 2 418056107 HASBRO INC 900.00 21,333.78 2 419870100 HAWAIIAN ELEC INDUSTRIES 200.00 12,428.10 2 421933102 HEALTH MGMT ASSOC INC NEW 30,550.00 763,911.46 2 42217K106 HEALTH CARE REIT INC 4,000.00 164,008.00 2 423074103 HEINZ H J CO 19,270.00 861,326.49 2 42369K102 HEMOSOL INC 12,100.00 9,922.00 2 428236103 HEWLETT PACKARD CO 62,488.00 1,803,896.71 2 433578507 HITACHI LIMITED 3,936.00 225,647.69 2 436141105 HOLLYWOOD ENTMT CORP 1,050.00 24,747.10 2 437076102 HOME DEPOT INC 112,731.00 5,060,216.82 2 438128308 HONDA MOTOR LTD 4,500.00 116,183.09 2 438516106 HONEYWELL INTL INC 20,360.00 740,896.43 2 44107P104 HOST MARRIOTT CORP NEW 10,000.00 124,009.95 2 441339108 HOT TOPIC INC 750.00 27,404.17 2 443510201 HUBBELL INC 200.00 8,972.09 2 444903108 HUMAN GENOME SCIENCES INC 1,100.00 18,859.00 2 44544R101 HUMMINGBIRD INC 2,000.00 53,320.00 2 448882100 HYDROGENICS CORP 1,000.00 6,070.00 2 449934108 IMS HEALTH INC 10,565.00 257,594.21 2 45069F109 ITXC CORP 5,000.00 17,686.67 2 451107106 IDACORP INC 50.00 1,778.83 2
OTHER INCLUDED CUSIP ISSUER DESCRIPTION TOTAL SHARES MARKET VALUE C$ MANAGERS - --------- -------------------------------- -------------- ----------------- -------------- 452308109 ILLINOIS TOOL WKS INC 300.00 26,773.95 2 45245A107 IMATION CORP 100.00 5,125.74 2 45256B101 IMPAX LABORATORIES INC 1,700.00 27,509.88 2 453038408 IMPERIAL OIL LTD 581,478.29 27,387,627.58 2 453258402 INCO LTD 121,212.00 3,458,178.36 2 453258AH8 INCO LTD 187,000.00 256,925.91 2 454089103 INDIA FD INC 10,800.00 179,306.19 2 456837103 ING GROUP N V 4,100.00 97,409.48 2 457153104 INGRAM MICRO INC 3,100.00 46,215.73 2 458140100 INTEL CORP 230,869.00 6,511,381.49 2 458573102 INTERCONTINENTAL HOTELS GP P 930.00 9,201.13 2 458665106 INTERFACE INC 800.00 4,998.35 2 459200101 INTERNATIONAL BUSINESS MACHS 142,566.00 15,940,625.23 2 459506101 INTERNATIONAL FLAVORS&FRAGRA 8,100.00 350,525.30 2 460146103 INTL PAPER CO 4,440.00 215,006.42 2 460254105 INTERNATIONAL RECTIFIER CORP 800.00 29,079.32 2 460690100 INTERPUBLIC GROUP COS INC 475.00 8,613.61 2 46072H108 INTERSTATE BAKERIES CORP DEL 4,000.00 68,849.24 2 460915200 INTRAWEST CORPORATION 4,600.00 81,742.00 2 460919103 INTERTAPE POLYMER GROUP INC 4,000.00 32,000.00 2 461120107 INTERTAN INC 1,200.00 13,336.15 2 46115N104 INTIER AUTOMOTIVE INC 2,450.00 46,305.00 2 462622101 IPSCO INC 10,537.00 154,683.16 2 46262E105 IPAYMENT INC 950.00 30,694.83 2 464286608 ISHARES INC 2,000.00 132,819.40 2 464286699 ISHARES INC 3,000.00 53,385.27 2 464286707 ISHARES INC 250.00 5,590.61 2 464286806 ISHARES INC 275.00 4,547.03 2 464286848 ISHARES INC 176,050.00 1,734,626.11 2 464287465 ISHARES TR 270.00 39,633.99 2 464287556 ISHARES TR 75.00 6,809.37 2 464287655 ISHARES TR 25.00 3,012.15 2 46625H100 J P MORGAN CHASE & CO 87,369.00 4,047,295.01 2 47102X105 JANUS CAP GROUP INC 1,200.00 26,672.30 2 475070108 JEFFERSON PILOT CORP 500.00 28,095.37 2 478160104 JOHNSON & JOHNSON 541,650.00 37,952,879.27 2 480074103 JONES APPAREL GROUP INC 12,850.00 509,580.60 2 48268K101 KT CORP 27,683.00 739,494.95 2 485170302 KANSAS CITY SOUTHERN 700.00 11,412.98 2 486587108 KAYDON CORP 400.00 11,276.10 2 487836108 KELLOGG CO 1,100.00 51,239.83 2 488360108 KEMET CORP 1,100.00 15,007.41 2 494368103 KIMBERLY CLARK CORP 52,400.00 3,702,863.92 2 49455U100 KINDER MORGAN MANAGEMENT LLC 3,462.00 175,764.14 2 496902206 KINROSS GOLD CORP 33,626.00 305,660.34 2 496904103 KINGSWAY FINL SVCS INC 60,700.00 992,445.00 2 500255104 KOHLS CORP 150.00 10,445.30 2 500472303 KONINKLIJKE PHILIPS ELECTRS 2,976.00 77,077.75 2 50049M109 KOOKMIN BK NEW 3,200.00 131,193.04 2 500634100 KOREA FD 8,800.00 178,780.33 2 50075N104 KRAFT FOODS INC 2,300.00 101,464.53 2 501044101 KROGER CO 46,306.00 1,046,812.14 2 502424104 L-3 COMMUNICATIONS HLDGS INC 1,750.00 103,148.49 2 50540R409 LABORATORY CORP AMER HLDGS 37,075.00 1,514,969.59 2 505862102 LAFARGE NORTH AMERICA INC 8,387.00 358,544.25 2 51508L103 LANDRYS RESTAURANTS INC 2,000.00 63,970.16 2 518439104 LAUDER ESTEE COS INC 715.00 32,491.89 2 520780107 LAWSON SOFTWARE INC 2,850.00 29,896.56 2 521865105 LEAR CORP 500.00 31,185.45 2 524660107 LEGGETT & PLATT INC 1,000.00 27,783.65 2 524908100 LEHMAN BROS HLDGS INC 2,505.00 225,701.36 2 52543H107 LEITCH TECHNOLOGY CORP 224.00 1,014.72 2 529771107 LEXMARK INTL NEW 6,275.00 601,864.00 2 530718105 LIBERTY MEDIA CORP NEW 24,280.00 380,401.27 2 53219L109 LIFEPOINT HOSPITALS INC 851.00 24,347.44 2 53220K207 LIGAND PHARMACEUTICALS INC 1,600.00 29,469.64 2 532457108 LILLY ELI & CO 28,041.00 2,621,133.62 2 532716107 LIMITED BRANDS INC 800.00 16,805.72 2 532774106 LIN TV CORP 1,350.00 43,088.38 2 534187109 LINCOLN NATL CORP IND 13,665.00 659,873.82 2 535678106 LINEAR TECHNOLOGY CORP 44,900.00 1,970,419.17 2 539320101 LIZ CLAIBORNE INC 700.00 33,442.03 2 539830109 LOCKHEED MARTIN CORP 2,402.00 154,860.83 2 540424108 LOEWS CORP 9,167.00 587,532.62 2 548661107 LOWES COS INC 11,656.00 678,497.33 2 549271104 LUBRIZOL CORP 500.00 21,000.37 2 549463107 LUCENT TECHNOLOGIES INC 139,372.00 383,448.47 2 55068R202 LUXOTTICA GROUP S P A 25,400.00 478,502.22 2 55262L100 MBNA CORP 24,289.00 686,029.49 2 55269P302 MDS INC 77,855.07 1,445,768.72 2 55277P104 MGE ENERGY INC 216.00 9,183.40 2 55309W101 MMO2 PLC 427.00 5,341.52 2 553530106 MSC INDL DIRECT INC 1,100.00 26,685.86 2 559211107 MAGNA ENTMT CORP 440.00 2,970.00 2 559222401 MAGNA INTL INC 59,918.00 5,436,360.14 2 56418H100 MANPOWER INC 1.00 50.27 2 56501R106 MANULIFE FINL CORP 482,140.00 18,412,926.60 2 565849106 MARATHON OIL CORP 10,750.00 383,905.67 2 570535104 MARKEL CORP 50.00 17,347.84 2 571748102 MARSH & MCLENNAN COS INC 58,475.00 4,047,357.12 2 571834100 MARSHALL & ILSLEY CORP 2,000.00 82,890.15 2
OTHER INCLUDED CUSIP ISSUER DESCRIPTION TOTAL SHARES MARKET VALUE C$ MANAGERS - --------- -------------------------------- -------------- ----------------- -------------- 572901106 MARTEK BIOSCIENCES CORP 600.00 34,909.82 2 573284106 MARTIN MARIETTA MATLS INC 1,119.00 50,972.28 2 574599106 MASCO CORP 30,425.00 983,454.81 2 575384102 MASONITE INTL CORP 2,455.00 68,445.40 2 576206106 MASSEY ENERGY CORP 100.00 1,776.31 2 576879209 MATSUSHITA ELEC INDL 4,332.00 59,005.15 2 577081102 MATTEL INC 1,800.00 46,156.10 2 57772K101 MAXIM INTEGRATED PRODS INC 1,300.00 60,080.45 2 577778103 MAY DEPT STORES CO 1,700.00 51,287.26 2 580031201 MCDATA CORP 36.00 714.79 2 580135101 MCDONALDS CORP 28,935.00 865,096.26 2 580645109 MCGRAW HILL COS INC 4,785.00 402,076.85 2 58155Q103 MCKESSON CORP 500.00 24,219.21 2 583334107 MEADWESTVACO CORP 1,758.00 58,850.65 2 58463F104 MEDICAL STAFFING NETWK HLDGS 2,700.00 25,615.17 2 584688105 MEDICINES CO 900.00 23,718.78 2 584699102 MEDIMMUNE INC 400.00 19,716.90 2 585055106 MEDTRONIC INC 82,149.00 5,340,813.81 2 58551A108 MELLON FINL CORP 8,060.00 303,133.17 2 587118100 MENS WEARHOUSE INC 1,000.00 29,613.31 2 587405101 MERCANTILE BANKSHARES CORP 200.00 10,666.21 2 589331107 MERCK & CO INC 195,112.00 16,011,557.03 2 589433101 MEREDITH CORP 171.00 10,197.28 2 589975101 MERIDIAN GOLD INC 21,230.00 326,942.00 2 590188108 MERRILL LYNCH & CO INC 1,000.00 63,265.40 2 59151K108 METHANEX CORP 24,325.00 349,550.25 2 59156R108 METLIFE INC 3,000.00 115,146.29 2 594793101 MICREL INC 1,650.00 23,256.95 2 594918104 MICROSOFT CORP 315,874.00 10,976,587.39 2 595112103 MICRON TECHNOLOGY INC 79.00 1,245.21 2 59523C107 MID ATLANTIC MED SVCS INC 850.00 60,249.86 2 595635103 MIDCAP SPDR TR 125.00 14,860.86 2 60032R106 MILLEA HOLDINGS INC 6,529.00 340,234.58 2 604675108 MIRANT CORP 39.00 152.77 2 60668M108 MITCHELLS & BUTLERS 422.00 2,356.38 2 606816106 MITSUBISHI TOKYO FINL GROUP 370.00 2,296.69 2 608554200 MOLEX INC 400.00 12,550.08 2 61166W101 MONSANTO CO NEW 1,111.00 32,584.18 2 615369105 MOODYS CORP 200.00 14,240.18 2 615857109 MOORE WALLACE INC 24,067.00 473,879.23 2 617446448 MORGAN STANLEY 1,400.00 81,114.71 2 619903107 MOTHERS WK INC 10,000.00 362,813.81 2 620076109 MOTOROLA INC 87,708.00 1,120,950.25 2 628530107 MYLAN LABS INC 300.00 14,137.13 2 62885E406 NCE PETROFUND 1 37,497.00 493,085.55 2 62886E108 NCR CORP NEW 24.00 833.35 2 62936P103 NPS PHARMACEUTICALS INC 847.00 27,940.84 2 631100104 NASDAQ 100 TR 2,965.00 120,353.01 2 631226107 NASHUA CORP 12.00 144.75 2 635405103 NATIONAL CITY CORP 2,700.00 119,696.03 2 63545P104 NATIONAL COMMERCE FINL CORP 2,000.00 60,148.21 2 636274102 NATIONAL GRID TRANSCO PLC 500.00 23,114.64 2 637640103 NATIONAL SEMICONDUCTOR CORP 700.00 18,708.56 2 638539700 NATIONAL WESTMINSTER BK PLC 8,900.00 303,604.82 2 638612101 NATIONWIDE FINL SVCS INC 15,050.00 662,911.11 2 639089101 NAUTICA ENTERPRISES INC 700.00 12,466.05 2 63910B102 NAUTILUS GROUP INC 124,500.00 2,092,312.14 2 63934E108 NAVISTAR INTL CORP NEW 600.00 26,534.06 2 64108N106 NET2PHONE 200.00 1,184.53 2 64353J107 NEW CENTY EQUITY HLDGS CORP 400.00 178.32 2 650111107 NEW YORK TIMES CO 500.00 30,833.08 2 651639106 NEWMONT MINING CORP 59,291.00 2,608,391.22 2 652487802 NEWS CORP LTD 13.00 441.35 2 65334H102 NEXEN INC 132,561.00 4,526,958.15 2 654106103 NIKE INC 100.00 7,249.50 2 654624105 NIPPON TELEG & TEL CORP 18,650.00 500,471.63 2 654744408 NISSAN MOTORS 2,500.00 63,868.51 2 654902204 NOKIA CORP 129,544.00 2,884,631.25 2 65535H208 NOMURA HLDGS INC 8,100.00 139,968.61 2 655422103 NORANDA INC 544,984.64 7,073,900.69 2 655664100 NORDSTROM INC 200.00 5,291.09 2 655844108 NORFOLK SOUTHERN CORP 3,400.00 88,473.98 2 656531605 NORSK HYDRO A S 1,000.00 66,613.00 2 656568102 NORTEL NETWORKS CORP NEW 1,940,097.96 7,061,956.57 2 656912102 NORTH AMERN PALLADIUM LTD 4,052.00 18,234.00 2 659424105 NORTH FORK BANCORPORATION NY 22,175.00 1,023,631.66 2 664397106 NORTHEAST UTILS 600.00 13,612.63 2 66977W109 NOVA CHEMICALS CORP 21,184.00 544,640.64 2 66987V109 NOVARTIS A G 2,000.00 107,908.99 2 670346105 NUCOR CORP 100.00 6,620.64 2 674599105 OCCIDENTAL PETE CORP DEL 5,700.00 259,180.80 2 67611V101 ODYSSEY HEALTHCARE INC 1,350.00 67,697.24 2 676220106 OFFICE DEPOT INC 25,200.00 495,568.16 2 67622M108 OFFICEMAX INC 14,000.00 124,281.01 2 676255102 OFFSHORE LOGISTICS INC 500.00 14,738.89 2 681904108 OMNICARE INC 300.00 13,738.68 2 681919106 OMNICOM GROUP INC 130.00 12,632.75 2 682310107 ONCOLYTICS BIOTECH INC 1,604.87 5,697.29 2 683715106 OPEN TEXT CORP 100.00 3,812.00 2 68389X105 ORACLE CORP 51,048.00 830,916.11 2 686091109 O REILLY AUTOMOTIVE INC 1,250.00 56,702.36 2
OTHER INCLUDED CUSIP ISSUER DESCRIPTION TOTAL SHARES MARKET VALUE C$ MANAGERS - --------- -------------------------------- -------------- ----------------- -------------- 689899102 OUTBACK STEAKHOUSE INC 1,500.00 79,285.05 2 690768403 OWENS ILL INC 800.00 14,929.98 2 691471106 OXFORD HEALTH PLANS INC 2,300.00 131,015.50 2 69331C108 PG&E CORP 380.00 10,892.55 2 69333Y108 P F CHANGS CHINA BISTRO INC 450.00 30,012.44 2 693366205 PICO HLDGS INC 17,768.00 313,052.62 2 693475105 PNC FINL SVCS GROUP INC 1,000.00 66,152.19 2 693506107 PPG INDS INC 850.00 58,452.73 2 69373H106 PACER INTL INC TENN 1,200.00 30,656.89 2 696429307 PALL CORP 8,200.00 250,052.85 2 697900108 PAN AMERICAN SILVER CORP 6,300.00 59,472.00 2 701081101 PARKER DRILLING CO 3,500.00 13,803.73 2 701094104 PARKER HANNIFIN CORP 45,950.00 2,614,970.71 2 70322A101 PATHMARK STORES INC NEW 10,000.00 99,885.61 2 705015105 PEARSON PLC 6,000.00 78,065.28 2 706902103 PENGROWTH ENERGY TR 73,227.00 1,263,165.75 2 707569109 PENN NATL GAMING INC 1,150.00 31,982.37 2 713409100 PEPSI BOTTLING GROUP INC 2,000.00 54,266.21 2 713448108 PEPSICO INC 232,882.00 14,045,311.37 2 713755106 PERFORMANCE FOOD GROUP CO 550.00 27,488.84 2 714265105 PEROT SYS CORP 20,000.00 307,924.16 2 71644E102 PETRO-CDA 198,986.00 10,737,284.56 2 71649P102 PETROKAZAKHSTAN INC 2,600.00 43,550.00 2 71654V101 PETROLEO BRASILEIRO SA PETRO 23,118.00 556,453.22 2 717081103 PFIZER INC 543,149.00 25,585,033.65 2 717265102 PHELPS DODGE CORP 1,575.00 81,840.47 2 723481107 PINNACLE SYS INC 3,750.00 54,381.41 2 723484101 PINNACLE WEST CAP CORP 3,550.00 180,183.75 2 724479100 PITNEY BOWES INC 1,200.00 62,468.49 2 725906101 PLACER DOME INC 103,276.00 1,704,054.00 2 729251108 PLUM CREEK TIMBER CO INC 1,200.00 42,204.04 2 732827100 POPE & TALBOT INC 637.00 9,539.75 2 73755L107 POTASH CORP SASK INC 6,668.00 573,448.00 2 74005P104 PRAXAIR INC 3,800.00 309,523.41 2 74022D100 PRECISION DRILLING CORP 4,808.00 244,342.56 2 741930309 PRIMEWEST ENERGY TR 22,040.00 551,881.60 2 742718109 PROCTER & GAMBLE CO 145,646.00 17,603,599.04 2 743263105 PROGRESS ENERGY INC 211.00 12,512.36 2 74386K104 PROVIDENT ENERGY TR 5,000.00 54,100.00 2 744320102 PRUDENTIAL FINL INC 6,300.00 287,316.82 2 744573106 PUBLIC SVC ENTERPRISE GROUP 1,500.00 85,892.14 2 745310102 PUGET ENERGY INC NEW 2,200.00 71,172.22 2 745867101 PULTE HOMES INC 6,766.00 565,419.72 2 746927102 QLT INC 16,910.00 288,822.80 2 747525103 QUALCOMM INC 30,700.00 1,495,381.10 2 748203106 QUEBECOR WORLD INC 52,564.00 1,309,369.24 2 74834L100 QUEST DIAGNOSTICS INC 115.00 9,943.84 2 749121109 QWEST COMMUNICATIONS INTL IN 14,653.00 94,927.03 2 74955W307 R H DONNELLEY CORP 40.00 1,977.11 2 749685103 RPM INTL INC 468.00 8,721.36 2 750236101 RADIAN GROUP INC 14,560.00 723,220.61 2 750438103 RADIOSHACK CORP 200.00 7,131.59 2 754907103 RAYONIER INC 300.00 13,417.47 2 755111507 RAYTHEON CO 67.00 2,982.04 2 75605L104 REALNETWORKS INC 2,200.00 20,156.02 2 75621K106 RECKSON ASSOCS RLTY CORP 7,000.00 197,900.91 2 758750103 REGAL BELOIT CORP 300.00 7,765.87 2 758932107 REGIS CORP MINN 2,700.00 106,302.96 2 758940100 REGIONS FINL CORP 2,100.00 96,142.27 2 759930100 RENAL CARE GROUP INC 2,000.00 95,440.23 2 760975102 RESEARCH IN MOTION LTD 1,300.00 37,934.00 2 76122Q105 RESOURCES CONNECTION INC 900.00 29,115.91 2 76132M102 REUTERS GROUP PLC 49.00 1,160.84 2 767204100 RIO TINTO PLC 560.00 58,099.00 2 767744105 RITCHIE BROS AUCTIONEERS 1,000.00 52,192.60 2 767754104 RITE AID CORP 37,000.00 223,150.15 2 769742107 ROADWAY CORP 450.00 17,406.12 2 775109200 ROGERS COMMUNICATIONS INC 19,314.00 418,148.10 2 779382100 ROWAN COS INC 1,000.00 30,358.72 2 779915107 ROYAL GROUP TECHNOLOGIES LTD 8,679.00 83,578.77 2 780087102 ROYAL BK CDA MONTREAL QUE 2,476,799.00 142,118,726.62 2 780097606 ROYAL BK SCOTLAND GROUP PLC 600.00 22,891.02 2 780097705 ROYAL BK SCOTLAND GROUP PLC 9,200.00 361,594.04 2 780257804 ROYAL DUTCH PETE CO 89,083.00 5,628,627.93 2 780910105 ROYCE VALUE TR INC 4,000.00 80,992.73 2 78375P107 RYERSON TULL INC NEW 4,000.00 47,598.14 2 78387G103 SBC COMMUNICATIONS INC 102,910.00 3,563,558.73 2 784117103 SEI INVESTMENTS CO 650.00 28,181.43 2 78442P106 SLM CORP 4,210.00 223,496.70 2 78462F103 SPDR TR 11,205.00 1,482,622.51 2 784635104 SPX CORP 14,730.00 879,594.85 2 785905100 SABRE HLDGS CORP 144.00 4,810.77 2 786514208 SAFEWAY INC 39,162.00 1,085,940.25 2 792860108 ST PAUL COS INC 732.00 36,220.83 2 800907107 SANMINA SCI CORP 1,500.00 12,805.65 2 80105N105 SANOFI-SYNTHELABO 1,800.00 71,112.59 2 803054204 SAP AKTIENGESELLSCHAFT 44,600.00 1,766,243.22 2 803111103 SARA LEE CORP 11,028.00 281,138.93 2 803866300 SASOL LTD 6,000.00 91,726.70 2 806407102 SCHEIN HENRY INC 4,300.00 306,017.25 2 806605101 SCHERING PLOUGH CORP 44,626.00 1,124,958.09 2
OTHER INCLUDED CUSIP ISSUER DESCRIPTION TOTAL SHARES MARKET VALUE C$ MANAGERS - --------- -------------------------------- -------------- ----------------- -------------- 806857108 SCHLUMBERGER LTD 7,985.00 514,805.89 2 807066105 SCHOLASTIC CORP 3,500.00 141,262.92 2 808513105 SCHWAB CHARLES CORP NEW 675.00 9,230.61 2 808655104 SCIENTIFIC ATLANTA INC 1,000.00 32,310.35 2 81013T705 SCOTTISH PWR PLC 28.00 922.53 2 810186106 SCOTTS CO 1,675.00 112,371.31 2 812387108 SEARS ROEBUCK & CO 2,300.00 104,862.27 2 81369Y803 SELECT SECTOR SPDR TR 2,500.00 57,645.50 2 817315104 SEPRACOR INC 850.00 20,655.45 2 81752M101 SERONO S A 500.00 9,833.85 2 817565104 SERVICE CORP INTL 5,543.00 29,073.10 2 82028K200 SHAW COMMUNICATIONS INC 33,108.00 601,903.44 2 822703609 SHELL TRANS & TRADING PLC 1,800.00 96,893.10 2 824348106 SHERWIN WILLIAMS CO 8,812.00 321,025.25 2 82481R106 SHIRE PHARMACEUTICALS GRP PL 2,200.00 58,887.79 2 826170102 SIEBEL SYS INC 100.00 1,285.23 2 826197501 SIEMENS A G 600.00 39,723.84 2 826516106 SIERRA WIRELESS INC 50.00 417.50 2 82823L106 SILVER STD RES INC 11.00 73.70 2 832696405 SMUCKER J M CO 474.00 25,625.82 2 832727101 SMURFIT-STONE CONTAINER CORP 3,900.00 68,766.57 2 834182107 SOLECTRON CORP 3,195.00 16,194.89 2 834376105 SOLUTIA INC 108.00 319.09 2 835699307 SONY CORP 2,210.00 83,865.96 2 842587107 SOUTHERN CO 288.00 12,162.57 2 844741108 SOUTHWEST AIRLS CO 7,020.00 163,644.34 2 844895102 SOUTHWEST GAS CORP 1,000.00 28,705.25 2 852061100 SPRINT CORP 40,444.00 789,318.05 2 852061506 SPRINT CORP 5,200.00 40,523.47 2 854616109 STANLEY WKS 1,700.00 63,590.68 2 855030102 STAPLES INC 700.00 17,408.83 2 855244109 STARBUCKS CORP 1,100.00 36,599.88 2 85590A203 STARWOOD HOTELS&RESORTS WRLD 215.00 8,330.83 2 857477103 STATE STR CORP 2,090.00 111,603.53 2 857689103 STATION CASINOS INC 850.00 29,088.13 2 860370105 STEWART ENTERPRISES INC 17,050.00 99,363.82 2 861012102 STMICROELECTRONICS N V 400.00 11,270.67 2 863236105 STRAYER ED INC 600.00 64,688.47 2 866796105 SUN LIFE FINL SVCS CDA INC 170,003.00 4,756,683.94 2 866810104 SUN MICROSYSTEMS INC 12,400.00 78,146.60 2 867229106 SUNCOR ENERGY INC 488,937.00 12,389,663.58 2 867363103 SUNGARD DATA SYS INC 9,450.00 331,844.53 2 86764P109 SUNOCO INC 450.00 23,017.06 2 86768K106 SUNRISE SENIOR LIVING INC 15,150.00 459,523.95 2 868168105 SUPERIOR INDS INTL INC 1,400.00 79,122.41 2 868536103 SUPERVALU INC 1,400.00 40,452.99 2 870875101 SWISS HELVETIA FD INC 12,000.00 169,954.62 2 871503108 SYMANTEC CORP 900.00 53,560.10 2 87161C105 SYNOVUS FINL CORP 1,900.00 55,364.01 2 871829107 SYSCO CORP 4,256.00 173,275.43 2 872375100 TECO ENERGY INC 16,500.00 268,125.78 2 872549100 TLC VISION CORP 200.00 1,324.00 2 874039100 TAIWAN SEMICONDUCTOR MFG LTD 308.00 4,207.72 2 87425E103 TALISMAN ENERGY INC 35,650.00 2,192,475.00 2 87612E106 TARGET CORP 6,333.00 324,785.07 2 878237106 TECH DATA CORP 900.00 32,628.85 2 878377100 TECHNE CORP 700.00 28,697.90 2 879101103 TEKELEC 200.00 3,052.14 2 879246106 TELE NORTE LESTE PART S A 25,879.00 409,662.09 2 879287308 TELECOMUNICACOES BRASILEIRAS 4,700.00 175,491.02 2 879360105 TELEDYNE TECHNOLOGIES INC 55.00 976.49 2 879382208 TELEFONICA S A 12,038.00 564,013.06 2 879403780 TELEFONOS DE MEXICO S A 11,987.00 510,448.73 2 879664100 TELLABS INC 7,500.00 66,680.76 2 87971M202 TELUS CORP 342,843.99 7,662,563.17 2 879868107 TEMPLE INLAND INC 200.00 11,631.18 2 88018T101 TEMPLETON DRAGON FD INC 4,054.00 61,537.13 2 88033G100 TENET HEALTHCARE CORP 300.00 4,736.77 2 880770102 TERADYNE INC 1,439.00 33,759.29 2 88157K101 TESCO CORP 500.00 6,440.00 2 881908107 TESMA INTL INC 200.00 5,210.00 2 882508104 TEXAS INSTRS INC 260.00 6,194.81 2 884315102 THOMAS & BETTS CORP 600.00 11,750.45 2 884903105 THOMSON CORP 821,890.49 34,848,156.59 2 885160101 THOR INDS INC 2,000.00 110,646.69 2 885535104 3COM CORP 100.00 632.93 2 88579Y101 3M CO 79,408.00 13,881,042.02 2 886423102 TIDEWATER INC 300.00 11,941.55 2 887100105 TIMBERLAND CO 1,000.00 71,641.16 2 890030208 TOMKINS PLC 2,500.00 51,196.46 2 890516107 TOOTSIE ROLL INDS INC 756.00 31,240.26 2 891027104 TORCHMARK CORP 600.00 30,290.96 2 891050106 TOREADOR RES CORP 3.00 12.38 2 891160509 TORONTO DOMINION BK ONT 1,441,983.00 53,872,484.88 2 89151E109 TOTAL S A 2,200.00 226,009.83 2 892335100 TOYS R US INC 22,609.00 371,380.77 2 89346D107 TRANSALTA CORP 554,252.00 9,959,908.44 2 89353D107 TRANSCANADA CORP 1,113,500.91 26,445,646.59 2 893735100 TRANSKARYOTIC THERAPIES INC 5,860.00 91,333.67 2 89420G109 TRAVELERS PPTY CAS CORP NEW 1,022.00 22,023.35 2 89420G406 TRAVELERS PPTY CAS CORP NEW 2,491.00 53,240.34 2
OTHER INCLUDED CUSIP ISSUER DESCRIPTION TOTAL SHARES MARKET VALUE C$ MANAGERS - --------- -------------------------------- -------------- ----------------- -------------- 89579K109 TRIAD HOSPITALS INC 1,949.00 65,561.53 2 902124106 TYCO INTL LTD NEW 191,466.00 4,925,193.65 2 902911106 UST INC 13,606.00 645,960.62 2 903293405 U S G CORP 7,500.00 192,489.75 2 903914109 ULTRA PETE CORP 1,500.00 25,995.00 2 904767704 UNILEVER PLC 1,297.00 56,426.15 2 904784709 UNILEVER N V 12,783.00 935,539.19 2 907818108 UNION PAC CORP 625.00 49,146.57 2 909214108 UNISYS CORP 33,607.00 559,324.12 2 911268100 UNITED ONLINE INC 900.00 30,908.97 2 911312106 UNITED PARCEL SERVICE INC 125.00 10,791.58 2 912909108 UNITED STATES STL CORP NEW 25.00 554.66 2 913016309 UNITED SURGICAL PARTNERS INT 850.00 26,000.75 2 913017109 UNITED TECHNOLOGIES CORP 53,555.00 5,141,060.37 2 91324P102 UNITEDHEALTH GROUP INC 803.00 54,687.37 2 915436109 UPM KYMMENE CORP 3,600.00 70,990.61 2 918204108 V F CORP 1,100.00 50,643.50 2 91913Y100 VALERO ENERGY CORP NEW 1,800.00 88,628.49 2 922122106 VARCO INTL INC DEL 356.00 9,456.74 2 922571104 VELCRO INDS N V 500.00 7,649.31 2 923436109 VERITAS SOFTWARE CO 89.00 3,464.79 2 92343P107 VERITAS DGC INC 990.00 15,097.50 2 92343V104 VERIZON COMMUNICATIONS 59,971.00 3,206,444.57 2 92532F100 VERTEX PHARMACEUTICALS INC 69,860.00 1,385,186.80 2 925524100 VIACOM INC 12,900.00 764,023.27 2 925524308 VIACOM INC 198.00 11,716.13 2 925602104 VICAL INC 600.00 3,675.57 2 927460105 VINTAGE PETE INC 9,000.00 137,590.06 2 927926204 VISTA GOLD CORP 25.00 112.50 2 92839U107 VISTEON CORP 1,279.00 11,908.66 2 92839Y109 VISTACARE INC 900.00 29,847.77 2 92844S105 VISX INC DEL 2,550.00 59,961.86 2 928497106 VITESSE SEMICONDUCTOR CORP 400.00 2,650.97 2 92851S204 VIVENDI UNIVERSAL 2,304.00 57,580.95 2 92857W100 VODAFONE GROUP PLC NEW 9,880.00 263,120.65 2 929309300 WPP GROUP PLC 3,800.00 206,366.11 2 929903102 WACHOVIA CORP 2ND NEW 58,800.00 3,184,477.93 2 931142103 WAL MART STORES INC 279,281.00 20,314,606.97 2 931422109 WALGREEN CO 62,814.00 2,562,467.61 2 939322103 WASHINGTON MUT INC 22,880.00 1,280,682.60 2 939640108 WASHINGTON POST CO 330.00 327,788.79 2 94106L109 WASTE MGMT INC DEL 14,171.00 462,671.49 2 94113U100 WATER PIK TECHNOLOGIES INC 19.00 200.08 2 941848103 WATERS CORP 4,300.00 169,763.52 2 942683103 WATSON PHARMACEUTICALS INC 975.00 53,345.62 2 949702104 WELLMAN INC 7,500.00 113,845.20 2 94973H108 WELLPOINT HEALTH NETWORK NEW 2,870.00 327,902.64 2 949746101 WELLS FARGO & CO NEW 132,633.00 9,059,778.25 2 950590109 WENDYS INTL INC 18,750.00 736,182.02 2 950817106 WESCO FINL CORP 10.00 4,228.54 2 956909105 WESTAIM CORP 34,413.00 77,429.25 2 962166104 WEYERHAEUSER CO 84.00 6,147.64 2 962902102 WHEATON RIV MINERALS LTD 33,700.00 57,290.00 2 962902177 WHEATON RIV MINERALS LTD 5,125.00 3,177.50 2 963320106 WHIRLPOOL CORP 1,150.00 99,282.50 2 965063100 WHITEHALL JEWELLERS INC 2,000.00 24,585.14 2 966837106 WHOLE FOODS MKT INC 260.00 16,692.96 2 968223206 WILEY JOHN & SONS INC 1,000.00 35,508.86 2 974637100 WINNEBAGO INDS INC 3,500.00 179,780.55 2 97650W108 WINTRUST FINANCIAL CORP 600.00 24,224.63 2 976657106 WISCONSIN ENERGY CORP 800.00 31,442.96 2 982526105 WRIGLEY WM JR CO 2,800.00 213,383.85 2 983024100 WYETH 48,861.00 3,016,380.82 2 983134107 WYNN RESORTS LTD 1,150.00 27,649.48 2 98389B100 XCEL ENERGY INC 5,770.00 117,614.02 2 983919101 XILINX INC 200.00 6,857.82 2 984121103 XEROX CORP 37,453.00 537,548.94 2 984757104 YANKEE CANDLE INC 8,950.00 281,657.09 2 985509108 YELLOW CORP 1,450.00 45,769.16 2 988498101 YUM BRANDS INC 1,960.00 78,522.83 2 988858106 ZALE CORP NEW 950.00 51,501.40 2 989139100 ZARLINK SEMICONDUCTOR INC 11,012.00 77,084.00 2 98956P102 ZIMMER HLDGS INC 2,087.00 127,424.43 2 98985T109 ZYMOGENETICS INC 21,800.00 344,501.00 2 D1668R123 DAIMLERCHRYSLER AG 1,330.00 62,584.50 2 D18190898 DEUTSCHE BANK AG NAMEN 2,100.00 183,347.69 2 G0070K103 ACE LTD 7,500.00 348,549.28 2 G24182100 COOPER INDS LTD 1,100.00 61,571.28 2 G4388N106 HELEN OF TROY CORP LTD 4,500.00 92,458.57 2 G4776G101 INGERSOLL-RAND COMPANY LTD 61,037.00 3,914,473.47 2 G4933P101 IPC HLDGS LTD 3,500.00 158,956.36 2 G6852T105 PARTNERRE LTD 2,175.00 150,660.91 2 G84922106 STEWART W P & CO LTD 7,000.00 211,806.00 2 G90078109 TRANSOCEAN INC 4,231.00 125,982.01 2 G98255105 XL CAP LTD 1,250.00 140,612.38 2 M22465104 CHECK POINT SOFTWARE TECH LT 3,260.00 86,156.42 2 M8737E108 TARO PHARMACEUTICAL INDS LTD 600.00 44,749.30 2 N07059111 ASML HLDG NV 3,400.00 44,098.75 2 008474108 AGNICO EAGLE MINES LTD 14,300.00 222,365.00 3 008474132 AGNICO EAGLE MINES LTD 695,440.00 2,639,083.53 3
OTHER INCLUDED CUSIP ISSUER DESCRIPTION TOTAL SHARES MARKET VALUE C$ MANAGERS - --------- -------------------------------- -------------- ----------------- -------------- 067901108 BARRICK GOLD CORP 150,000.00 3,598,500.00 3 135113108 CANADA LIFE FINL CORP 250,000.00 11,125,000.00 3 249906108 DESCARTES SYS GROUP INC 89,200.00 269,384.00 3 278751169 ECHO BAY MINES LTD 373,000.00 111,900.00 3 292505104 ENCANA CORP 27,000.00 1,393,200.00 3 305204109 FAIRMONT HOTELS RESORTS INC 20,000.00 618,200.00 3 453258139 INCO LTD 272,929.00 1,801,331.40 3 453258402 INCO LTD 8,236.00 234,726.00 3 56501R106 MANULIFE FINL CORP 1,500.00 56,910.00 3 656568AB8 NORTEL NETWORKS CORP NEW 2,025,000.00 184,021,875.00 3 748203106 QUEBECOR WORLD INC 500,905.00 12,472,534.50 3 87425E103 TALISMAN ENERGY INC 70,200.00 4,315,896.00 3 962902144 WHEATON RIV MINERALS LTD 267,000.00 170,880.00 3 21,216,148,912.34
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