-----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, N6Vr0tDpjk0WmlYcTUAkxkFW5KayQGQlRO9R04rtJ8PLMWl69ENwDPNXP3G8aFd8 gAaL9p7WmEIwK/ZSHAg17w== 0000909567-04-001601.txt : 20041115 0000909567-04-001601.hdr.sgml : 20041115 20041115104739 ACCESSION NUMBER: 0000909567-04-001601 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20040930 FILED AS OF DATE: 20041115 DATE AS OF CHANGE: 20041115 EFFECTIVENESS DATE: 20041115 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: 041142389 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 t14676e13fvhr.txt 13F-HR ================================================================================ UNITED STATES SECURITIES AND EXCHANGE COMMISSION WASHINGTON, D.C. 20549 FORM 13F FORM 13F COVER PAGE Report for the Calendar Year or Quarter Ended: September 30, 2004 Check here if Amendment [ ]: Amendment Number ---------- This Amendment (Check only one): [ ] is a restatement [ ] adds new holdings entries. Institutional Investment Manager Filing this Report: Name: TD Asset Management Inc. -------------------------------------------------------------------------- Address: Canada Trust Tower, BCE Place, 161 Bay Street, 35th Floor, Toronto, Ontario, M5J 2T2 - -------------------------------------------------------------------------------- Form 13F File Number: 28- 05987 This institutional investment manager filing this report and the person by whom it is signed hereby represent that the person signing the report is authorized to submit it, that all information contained herein is true, correct and complete, and that it is understood that all required items, statements, schedules, lists, and tables, are considered integral parts of this form. Person Signing this Report on Behalf of Reporting Manager: Name: Jean Martindale ----------------------------------------------------------------- Title: Compliance Officer ---------------------------------------------------------------- Phone: 416-983-1115 ---------------------------------------------------------------- Signature, Place, and Date of Signing: Jean Martindale Toronto, Ontario Nov 12, 2004 [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: 3234 Form 13F Information Table Value Total: C$ 23,707,625(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- Toronto Dominion Investments, Inc. -----------------------
CUSIP ISSUER DESCRIPTION TOTAL SHARES MARKET VALUE C$ OTHER INCLUDED MANAGERS 000375204 ABB LTD 304,618 2,351,283.64 00086T103 A C MOORE ARTS & CRAFTS INC 1,800 56,334.69 000886101 A D C TELECOMMUNICATIONS 121,456 278,174.10 00089C107 ADE CORP MASS 650 14,013.12 000937102 ABN AMRO HLDG NV 287,125 7,783,427.00 000957100 ABM INDS INC 400 10,200.33 001055102 AFLAC INC 98,236 4,874,103.52 001084102 AGCO CORP 45,900 1,313,967.41 001204106 AGL RES INC 1,250 48,676.22 00130H105 AES CORP 101,250 1,280,088.01 001547108 AK STL HLDG CORP 1,900 19,621.09 00163T109 AMB PROPERTY CORP 1,950 91,358.79 001669100 AMC ENTMT INC 2,450 59,345.44 001735109 AMLI RESIDENTIAL PPTYS TR 450 17,398.15 001744101 AMN HEALTHCARE SERVICES INC 500 7,561.66 001765106 AMR CORP 7,464 66,973.26 001853100 APA ENTERPRISES INC 700 1,426.27 001941103 ATI TECHNOLOGIES INC 5,034,774 97,573,920.32 001957505 AT&T CORP 602,841 10,915,722.90 00207R101 ATMI INC 5,700 147,735.24 00209A106 AT&T WIRELESS SVCS INC 442,089 8,268,301.01 002255107 AU OPTRONICS CORP 37,800 598,929.13 002444107 AVX CORP NEW 3,550 53,238.52 002535201 AARON RENTS INC 1,275 35,111.42 002824100 ABBOTT LABS 879,397 46,926,888.90 002893105 ABER DIAMOND CORP 1,022,931 44,558,874.20 002896207 ABERCROMBIE & FITCH CO 2,300 91,689.10 00339B107 ABGENIX INC 216,542 2,702,081.02 00371N407 ABLE LABORATORIES INC 94,800 2,298,704.52 003924107 ABITIBI-CONSOLIDATED INC 7,181,628 57,093,942.60 00437V104 ACCREDO HEALTH INC 4,000 119,316.05 00461P106 ACLARA BIOSCIENCES INC 2,450 12,247.36 004930202 ACTIVISION INC NEW 80,745 1,417,331.40 00508B102 ACTUATE CORP 9,000 40,206.52 00508X203 ACTUANT CORP 5,080 264,938.84 00508Y102 ACUITY BRANDS INC 1,000 30,082.12 005125109 ACXIOM CORP 3,050 91,634.68 00651F108 ADAPTEC INC 7,550 72,617.26 00686U104 ADESA INC 3,700 76,934.05 007094105 ADMINISTAFF INC 750 11,105.20 00724F101 ADOBE SYS INC 168,005 10,518,248.46 00724X102 ADOLOR CORP 100,000 1,423,743.75 00738A106 ADTRAN INC 17,100 490,815.73 00751Y106 ADVANCE AUTO PARTS INC 1,600 69,655.87 007525108 ADVANCED DIGITAL INFORMATION 3,435 37,820.33 00754A105 ADVANCED FIBRE COMMUNICATION 2,400 48,293.39 00757T101 ADVANCED NEUROMODULATION SYS 3,200 122,910.22 007585102 ADVO INC 1,275 49,924.05 00762W107 ADVISORY BRD CO 55,450 2,357,871.52 00763M108 ADVANCED MEDICAL OPTICS INC 20,650 1,034,106.85 007768104 AEROFLEX INC 2,250 30,097.94 007865108 AEROPOSTALE 1,075 35,644.22 007903107 ADVANCED MICRO DEVICES INC 525,246 8,641,425.98 007924103 AEGON N V 2,172 27,939.00 007942105 ADVANTA CORP 3,400 98,105.44 007973100 ADVANCED ENERGY INDS 1,150 13,520.50 007974108 ADVENT SOFTWARE INC 650 13,844.48 007975204 AETERNA ZENTARIS INC 437,124 3,134,179.08 00808V105 AETHER SYS INC 300 1,260.49
CUSIP ISSUER DESCRIPTION TOTAL SHARES MARKET VALUE C$ OTHER INCLUDED MANAGERS 00817Y108 AETNA INC NEW 79,686 10,077,602.47 008190100 AFFILIATED COMPUTER SERVICES 241,791 17,033,942.85 008252108 AFFILIATED MANAGERS GROUP 56,400 3,821,525.65 00826T108 AFFYMETRIX INC 78,036 3,032,872.30 00845V100 AGERE SYS INC 2,100,149 2,790,250.99 00845V209 AGERE SYS INC 38,938 50,225.66 00846U101 AGILENT TECHNOLOGIES INC 105,767 2,884,016.97 00846X105 AGILE SOFTWARE CORP DEL 550 5,519.70 008474108 AGNICO EAGLE MINES LTD 1,451,010 26,045,629.50 008916108 AGRIUM INC 1,400,386 31,439,097.97 009158106 AIR PRODS & CHEMS INC 110,793 7,624,841.73 009363102 AIRGAS INC 18,577 565,888.64 00949P108 AIRTRAN HLDGS INC 1,450 18,277.07 00971T101 AKAMAI TECHNOLOGIES INC 22,900 407,184.38 010198208 AKTIEBOLAGETT ELECTROLUX 43,701 2,031,055.80 010199305 AKZO NOBEL NV 1,530 64,692.00 010317105 ALABAMA NATL BANCORP DELA 24,000 1,818,443.48 011311107 ALAMO GROUP INC 1,600 37,885.50 011589108 ALAMOSA HLDGS INC 1,950 18,854.16 011659109 ALASKA AIR GROUP INC 600 18,816.20 012348108 ALBANY INTL CORP 88,600 3,342,527.63 012423109 ALBANY MOLECULAR RESH INC 800 9,719.42 012653101 ALBEMARLE CORP 800 35,526.52 013068101 ALBERTO CULVER CO 11,358 624,986.60 013104104 ALBERTSONS INC 335,900 10,119,931.29 013716105 ALCAN INC 8,182,038 495,013,198.85 013817101 ALCOA INC 499,181 21,062,999.00 013904305 ALCATEL 44,371 619,906.69 014482103 ALEXANDER & BALDWIN INC 1,873 80,450.53 015271109 ALEXANDRIA REAL ESTATE EQ IN 400 33,268.78 015351109 ALEXION PHARMACEUTICALS INC 74,600 1,699,380.54 015385107 ALFA CORP 3,971 70,155.97 016255101 ALIGN TECHNOLOGY INC 1,400 27,072.65 01642T108 ALKERMES INC 330,808 4,831,267.90 017175100 ALLEGHANY CORP DEL 106 36,609.07 017361106 ALLEGHENY ENERGY INC 20,282 409,659.45 01741R102 ALLEGHENY TECHNOLOGIES INC 15,869 366,514.99 018490102 ALLERGAN INC 111,317 10,220,642.99 018522300 ALLETE INC 667 27,420.25 01853E204 ALLIANCE ATLANTIS COMMUNICAT 1,074,643 29,961,046.84 01855A101 ALLIANCE CAP MGMT HLDG L P 1,400 62,897.84 018581108 ALLIANCE DATA SYSTEMS CORP 2,200 112,927.56 01859P609 ALLIANCE GAMING CORP 1,000 19,059.18 01877H100 ALLIANCE SEMICONDUCTOR CORP 3,400 14,887.93 018802108 ALLIANT ENERGY CORP 2,737 86,179.60 018804104 ALLIANT TECHSYSTEMS INC 48,054 3,679,291.75 018805101 ALLIANZ AKTIENGESELLSCHAFT 714 8,555.00 01903Q108 ALLIED CAP CORP NEW 1,700 52,473.50 019121201 ALLIED DOMECQ PLC 10,000 408,290.00 019228402 ALLIED IRISH BKS P L C 179,463 7,111,403.00 019589308 ALLIED WASTE INDS INC 77,658 869,778.72 019754100 ALLMERICA FINL CORP 1,250 42,522.48 020002101 ALLSTATE CORP 157,577 9,567,327.26 020039103 ALLTEL CORP 230,449 16,010,836.87 020813101 ALPHARMA INC 1,750 40,507.09 021441100 ALTERA CORP 141,799 3,511,909.39 02144G107 ALTEON INC 9,200 11,060.91 02148M100 ALTIRIS INC 3,600 144,196.77 02209S103 ALTRIA GROUP INC 867,370 51,615,933.36 023135106 AMAZON COM INC 132,120 6,831,974.48
CUSIP ISSUER DESCRIPTION TOTAL SHARES MARKET VALUE C$ OTHER INCLUDED MANAGERS 023139108 AMBAC FINL GROUP INC 19,821 2,003,293.05 023177108 AMBASSADORS GROUP INC 750 25,627.39 023178106 AMBASSADORS INTL INC 750 11,997.41 02341W103 AMCOL INTL CORP 600 14,518.39 023551104 AMERADA HESS CORP 84,157 9,478,935.33 023608102 AMEREN CORP 31,326 1,829,599.18 023613102 AMERIANA BANCORP 1,750 36,000.15 02364W105 AMERICA MOVIL S A DE C V 288,868 14,268,387.66 023912108 AMCORE FINL INC 1,300 46,691.20 024061103 AMERICAN AXLE & MFG HLDGS IN 1,725 63,876.74 024937104 AMERICAN CAPITAL STRATEGIES 1,450 57,510.39 025537101 AMERICAN ELEC PWR INC 61,536 2,484,920.85 02553E106 AMERICAN EAGLE OUTFITTERS NE 1,550 72,285.05 025816109 AMERICAN EXPRESS CO 1,282,924 81,419,467.97 025932104 AMERICAN FINL GROUP INC OHIO 1,050 39,718.65 02607P305 AMERICAN FINL RLTY TR 2,515 44,910.13 026375105 AMERICAN GREETINGS CORP 3,380 103,559.80 02660R107 AMERICAN HOME MTG INVT CORP 1,900 67,207.03 026874107 AMERICAN INTL GROUP INC 1,097,817 93,479,846.53 027070101 AMERICAN ITALIAN PASTA CO 2,000 66,188.27 02744M108 AMERICAN MED SYS HLDGS INC 700 32,131.05 028591105 AMERICAN NATL INS CO 400 48,997.03 02886P109 AMERICAN PHARMACEUTICALS PTN 1,400 48,847.70 029066107 AMERICAN PWR CONVERSION CORP 479,118 10,544,387.98 029169109 AMERICAN REAL ESTATE PARTNR 2,000 53,456.83 029712106 AMERICAN STD COS INC DEL 282,445 13,761,866.74 029912201 AMERICAN TOWER CORP 175,326 3,405,916.63 030111108 AMERICAN SUPERCONDUCTOR CORP 1,900 29,864.45 030506109 AMERICAN WOODMARK CORP 600 28,114.19 03058P109 AMERICANWEST BANCORPORATION 1,797 42,891.29 03060R101 AMERICREDIT CORP 3,770 99,621.06 03072M108 AMERUS GROUP CO 1,578 81,878.55 03073E105 AMERISOURCEBERGEN CORP 160,155 10,886,166.25 03073T102 AMERIGROUP CORP 600 42,712.31 03074K100 AMERITRADE HLDG CORP NEW 293,450 4,460,221.53 031100100 AMETEK INC NEW 2,900 111,277.28 031162100 AMGEN INC 744,541 53,397,772.65 031538101 AMIS HLDGS INC 69,900 1,196,005.50 031652100 AMKOR TECHNOLOGY INC 2,400 11,086.22 032095101 AMPHENOL CORP NEW 1,800 78,043.94 032165102 AMSOUTH BANCORPORATION 57,669 1,780,785.27 03232P405 AMSURG CORP 1,800 48,247.83 032346108 AMYLIN PHARMACEUTICALS INC 95,733 2,486,098.51 03235E100 AMVESCAP PLC 99,635 1,382,722.27 032511107 ANADARKO PETE CORP 60,980 5,119,974.68 032515108 ANADIGICS INC 8,250 35,185.45 03252Q408 ANADYS PHARMACEUTICALS INC 3,000 20,122.25 032654105 ANALOG DEVICES INC 320,100 15,706,222.38 032657207 ANALOGIC CORP 2,400 126,625.87 032744104 ANAREN INC 400 6,813.72 034393108 ANDREA ELECTRONICS CORP 1,400 159.46 034425108 ANDREW CORP 46,240 716,272.95 034553107 ANDRX CORP DEL 137,450 3,889,518.59 034663104 ANGELICA CORP 700 22,040.82 034918102 ANGIOTECH PHARMACEUTICALS IN 1,093,626 27,960,172.00 035128206 ANGLOGOLD ASHANTI LTD 1,098 54,054.42 035229103 ANHEUSER BUSCH COS INC 238,844 15,042,587.71 035290105 ANIXTER INTL INC 17,100 759,379.36 035710409 ANNALY MTG MGMT INC 3,120 67,638.08 036115103 ANNTAYLOR STORES CORP 14,377 425,758.61
CUSIP ISSUER DESCRIPTION TOTAL SHARES MARKET VALUE C$ OTHER INCLUDED MANAGERS 03674B104 ANTHEM INC 212,320 23,444,212.51 03674E108 ANTEON INTL CORP 600 27,829.44 037389103 AON CORP 50,602 1,840,491.24 037411105 APACHE CORP 317,029 19,256,607.77 03748R101 APARTMENT INVT & MGMT CO 62,804 2,764,370.12 03759P101 APHTON CORP 400 1,822.39 037604105 APOLLO GROUP INC 86,668 8,047,418.77 03761U106 APOLLO INVT CORP 1,700 30,442.81 037833100 APPLE COMPUTER INC 104,186 5,039,388.00 037899101 APPLEBEES INTL INC 6,411 205,107.79 037933108 APRIA HEALTHCARE GROUP INC 950 32,761.93 038020103 APPLERA CORP 224,778 5,367,486.07 038020202 APPLERA CORP 205,600 3,041,703.87 03815A106 APPLICA INC 250 1,278.21 038197109 APPLIED FILMS CORP 400 9,117.02 038222105 APPLIED MATLS INC 823,311 17,174,690.36 03822W109 APPLIED MICRO CIRCUITS CORP 47,677 188,856.77 038336103 APTARGROUP INC 700 38,952.36 03836W103 AQUA AMERICA INC 1,904 53,276.42 03840P102 AQUILA INC 9,196 36,310.55 038496204 ARACRUZ CELULOSE S A 1,900 79,638.53 038521100 ARAMARK CORP 112,100 3,424,697.26 03875Q108 ARBITRON INC 62,730 2,906,392.90 03937R102 ARCH CHEMICALS INC 7,050 254,726.74 039380100 ARCH COAL INC 23,050 1,035,276.22 039483102 ARCHER DANIELS MIDLAND CO 479,549 10,304,889.03 039583109 ARCHSTONE SMITH TR 6,337 253,746.17 039762109 ARDEN GROUP INC 300 32,271.53 039793104 ARDEN RLTY INC 5,400 222,650.74 040228108 ARGOSY GAMING CO 600 29,765.74 04033V203 ARIBA INC 2,638 31,181.79 040790107 ARKANSAS BEST CORP DEL 450 20,855.00 042260109 ARMOR HOLDINGS INC 6,930 364,930.58 04269E107 ARQULE INC 4,300 25,141.42 042735100 ARROW ELECTRS INC 3,240 92,586.63 042764100 ARROW INTL INC 800 30,271.96 04289L107 ART TECHNOLOGY GROUP INC 1,300 1,480.69 042923102 ARTISAN COMPONENTS INC 1,700 62,628.27 043127109 ARTESYN TECHNOLOGIES INC 6,700 84,622.27 043136100 ARTHROCARE CORP 900 33,361.16 043353101 ARVINMERITOR INC 3,056 72,516.02 043436104 ASBURY AUTOMOTIVE GROUP INC 750 12,813.69 04362P207 ASCENTIAL SOFTWARE CORP 1,777 30,265.18 044204105 ASHLAND INC 48,237 3,423,478.49 04516H101 ASHWORTH INC 4,750 49,293.17 045174109 ASK JEEVES INC 750 31,047.11 045235108 ASPECT MED SYS INC 89,800 2,055,863.20 04523Q102 ASPECT COMMUNICATIONS CORP 1,450 18,222.02 045487105 ASSOCIATED BANC CORP 1,849 75,043.86 04621X108 ASSURANT INC 47,840 1,574,141.71 046265104 ASTORIA FINL CORP 2,750 123,514.52 046353108 ASTRAZENECA PLC 5,300 275,875.98 047439104 ATHEROGENICS INC 31,600 1,317,715.97 04743P108 ATHEROS COMMUNICATIONS INC 2,000 25,817.22 049513104 ATMEL CORP 9,950 45,583.85 049560105 ATMOS ENERGY CORP 2,170 69,177.87 050095108 ATWOOD OCEANICS INC 3,200 192,525.59 052528304 AUSTRALIA&NEW ZEALAND BKG GR 625 51,438.00 052769106 AUTODESK INC 46,161 2,840,918.57 053015103 AUTOMATIC DATA PROCESSING IN 128,533 6,716,142.80
CUSIP ISSUER DESCRIPTION TOTAL SHARES MARKET VALUE C$ OTHER INCLUDED MANAGERS 05329W102 AUTONATION INC 174,783 3,778,038.37 053332102 AUTOZONE INC 12,909 1,262,032.09 053484101 AVALONBAY CMNTYS INC 2,300 175,286.27 05348W109 AVANEX CORP 16,850 41,373.91 053491106 AVANT IMMUNOTHERAPEUTICS INC 2,550 5,518.43 053499109 AVAYA INC 72,758 1,283,527.60 053611109 AVERY DENNISON CORP 31,643 2,634,212.64 05367L802 AVICI SYS INC 1,275 10,036.44 05367P100 AVID TECHNOLOGY INC 600 35,589.80 053690103 AVIGEN INC 1,650 7,788.83 05379B107 AVISTA CORP 3,050 69,864.69 053807103 AVNET INC 3,014 65,301.98 053893103 AVOCENT CORP 19,765 650,234.76 054303102 AVON PRODS INC 95,396 5,273,416.85 054536107 AXA 889 21,473.00 05453N100 AWARE INC MASS 1,050 3,149.32 054540109 AXCELIS TECHNOLOGIES INC 2,235 23,420.02 054802103 AZTAR CORP 1,600 53,659.32 054923107 AXCAN PHARMA INC 426,038 8,358,865.98 054937107 BB&T CORP 86,796 4,359,735.26 05534B109 BCE INC 17,865,632 486,838,472.25 055434203 BG PLC 32,000 1,378,538.30 055472104 BISYS GROUP INC 12,560 232,230.45 055482103 BJ SVCS CO 151,859 10,072,424.10 05548J106 BJS WHOLESALE CLUB INC 1,700 58,820.23 055617609 BOC GROUP PLC 389 15,076.00 05561Q201 BOK FINL CORP 1,122 63,343.84 055622104 BP PLC 233,612 16,898,999.32 05564E106 BRE PROPERTIES INC 950 46,107.15 05577E101 BT GROUP PLC 2,285 89,675.00 055921100 BMC SOFTWARE INC 37,320 745,811.08 056032105 BTU INTL INC 4,450 21,513.08 057224107 BAKER HUGHES INC 246,847 13,646,442.54 057741100 BALDOR ELEC CO 700 20,960.04 058498106 BALL CORP 77,241 3,658,870.37 05858H104 BALLARD PWR SYS INC 1,214,625 11,344,597.10 05873K108 BALLY TOTAL FITNESS HLDG COR 1,800 8,291.88 05945F103 BANCFIRST CORP 350 28,401.47 059460303 BANCO BRADESCO S A 30,349 2,024,110.93 05946K101 BANCO BILBAO VIZCAYA ARGENTA 8,464 139,118.00 059602201 BANCO ITAU HLDG FINANCIERA S 19,730 1,385,796.23 05965X109 BANCO SANTANDER CHILE NEW 7,267 256,957.25 05968L102 BANCOLOMBIA S A 39,600 405,937.82 059692103 BANCORPSOUTH INC 1,350 39,278.24 059815100 BANDAG INC 650 36,030.21 060505104 BANK OF AMERICA CORPORATION 1,883,824 103,267,789.17 062540109 BANK HAWAII CORP 1,650 98,665.44 063671101 BANK MONTREAL QUE 11,723,719 648,321,660.80 063750103 BANK MUTUAL CORP NEW 5,274 80,094.13 064057102 BANK NEW YORK INC 663,852 24,471,096.76 064149107 BANK NOVA SCOTIA HALIFAX 22,774,658 841,523,613.10 065908501 BANKATLANTIC BANCORP 1,250 28,981.10 06646R107 BANKNORTH GROUP INC NEW 6,009 266,164.15 066821109 BANTA CORP 550 27,668.09 067383109 BARD C R INC 81,231 5,821,671.15 06738E204 BARCLAYS PLC 277,980 13,504,448.21 067774109 BARNES & NOBLE INC 1,250 58,531.69 067901108 BARRICK GOLD CORP 8,708,022 230,103,476.24 068306109 BARR PHARMACEUTICALS INC 65,749 3,446,157.75 071707103 BAUSCH & LOMB INC 36,704 3,086,652.15
CUSIP ISSUER DESCRIPTION TOTAL SHARES MARKET VALUE C$ OTHER INCLUDED MANAGERS 071813109 BAXTER INTL INC 346,543 14,104,330.60 072730302 BAYER A G 500 16,335.00 073325102 BEA SYS INC 263,400 2,303,419.96 073902108 BEAR STEARNS COS INC 72,352 8,791,690.77 074002106 BEARINGPOINT INC 74,150 838,934.36 07556Q105 BEAZER HOMES USA INC 300 40,582.39 075811109 BECKMAN COULTER INC 16,550 1,175,425.12 075887109 BECTON DICKINSON & CO 279,880 18,312,250.33 075896100 BED BATH & BEYOND INC 50,367 2,364,911.11 077347201 BEL FUSE INC 300 10,649.60 077454106 BELDEN CDT INC 10,400 286,925.50 079860102 BELLSOUTH CORP 573,477 19,660,580.65 080555105 BELO CORP 154,250 4,400,057.91 08135F107 BEMA GOLD CORP 4,614,436 18,550,032.72 081437105 BEMIS INC 16,628 559,337.97 08160H101 BENCHMARK ELECTRS INC 675 25,456.54 081906109 BENNETT ENVIRONMENTAL INC 1,500 9,375.00 082047200 BENIHANA INC 193,000 3,268,080.39 084423102 BERKLEY W R CORP 2,400 128,053.41 084670108 BERKSHIRE HATHAWAY INC DEL 26 2,838,245.78 084670207 BERKSHIRE HATHAWAY INC DEL 1,317 4,781,543.27 086516101 BEST BUY INC 278,183 19,079,271.12 088606108 BHP BILLITON LTD 653,605 16,183,284.15 089302103 BIG LOTS INC 78,922 1,221,529.18 090572207 BIO RAD LABS INC 400 25,867.84 09058V103 BIOCRYST PHARMACEUTICALS 120,100 775,162.03 090613100 BIOMET INC 108,178 6,412,676.91 09062X103 BIOGEN IDEC INC 190,807 14,765,924.14 09065H105 BIOPURE CORP 1,300 646.60 09066V103 BIOSPHERE MEDICAL INC 146,600 608,537.19 090676107 BIOVERIS CORP 1,000 7,859.07 09067J109 BIOVAIL CORP 2,058,680 44,879,224.20 090945106 BIOSITE INC 1,050 65,059.39 091797100 BLACK & DECKER CORP 12,548 1,229,756.60 09180C106 BJS RESTAURANTS INC 2,300 46,193.84 091826107 BLACK BOX CORP DEL 4,300 201,076.91 092113109 BLACK HILLS CORP 750 26,367.73 09227Q100 BLACKBAUD INC 600 7,441.43 09247X101 BLACKROCK INC 1,012 94,121.33 093671105 BLOCK H & R INC 342,472 21,330,290.87 095698502 BLUE MARTINI SOFTWARE INC 121 418.05 09643P108 BLYTH INC 2,062 80,635.53 096761101 BOB EVANS FARMS INC 2,005 68,916.54 097023105 BOEING CO 317,986 20,700,428.04 097383103 BOISE CASCADE CORP 12,358 520,488.11 09856E105 BOOKHAM INC 600 4,645.00 099709107 BORDERS GROUP INC 1,450 45,509.18 099724106 BORG WARNER INC 1,020 55,881.37 099849101 BORLAND SOFTWARE CORP 1,350 14,265.91 100582105 BOSTON COMMUNICATIONS GROUP 700 7,769.21 101119105 BOSTON PRIVATE FINL HLDGS IN 3,700 116,876.07 101121101 BOSTON PROPERTIES INC 3,450 241,840.91 101137107 BOSTON SCIENTIFIC CORP 418,633 20,788,334.23 102183100 BOWATER INC 1,150 55,581.06 103304101 BOYD GAMING CORP 1,450 51,656.59 104674106 BRADY CORP 600 37,032.52 105368203 BRANDYWINE RLTY TR 700 25,230.00 10549P606 BRASCAN CORP 4,047,774 154,341,622.64 105530109 BRASIL TELECOM PARTICIPACOES 1,240 47,851.00 105532105 BRASKEM S A 7,100 297,237.20
CUSIP ISSUER DESCRIPTION TOTAL SHARES MARKET VALUE C$ OTHER INCLUDED MANAGERS 108763103 BRIDGFORD FOODS CORP 1,700 18,072.05 109043109 BRIGGS & STRATTON CORP 27,400 2,815,696.88 109195107 BRIGHT HORIZON FAMILY SOLUTI 1,000 68,706.71 10949P107 BRILLIAN CORP 250 1,401.60 109641100 BRINKER INTL INC 3,625 142,904.32 109696104 BRINKS CO 1,250 47,727.05 110122108 BRISTOL MYERS SQUIBB CO 410,051 12,261,213.55 11037M105 BRISTOL WEST HLDGS INC 4,500 97,611.87 110415205 BRITESMILE INC 483 6,613.84 110448107 BRITISH AMERN TOB PLC 755 26,249.00 110793403 BRITISH ENERGY PLC 37 852.00 111013108 BRITISH SKY BROADCASTING GRO 195 8,120.00 111320107 BROADCOM CORP 78,982 2,727,790.24 111412607 BROADVISION INC 171 634.08 111621108 BROCADE COMMUNICATIONS SYS I 3,900 27,886.39 112723101 BROOKFIELD HOMES CORP 730 24,343.49 112900105 BROOKFIELD PPTYS CORP 777,024 31,531,634.30 11373M107 BROOKLINE BANCORP INC DEL 3,441 68,239.05 114340102 BROOKS AUTOMATION INC 1,056 18,910.35 115236101 BROWN & BROWN INC 2,970 171,771.84 115637209 BROWN FORMAN CORP 17,347 1,005,470.11 116794108 BRUKER BIOSCIENCES CORP 1,650 7,225.02 117043109 BRUNSWICK CORP 146,837 8,503,560.91 11776U102 BSQUARE CORP 1,150 902.34 118230101 BUCKEYE PARTNERS L P 500 27,848.43 118255108 BUCKEYE TECHNOLOGIES INC 9,200 129,820.12 121579106 BURLINGTON COAT FACTORY 1,500 40,301.44 12189T104 BURLINGTON NORTHN SANTA FE C 148,363 7,193,116.04 122014103 BURLINGTON RES INC 125,305 6,467,925.40 124661109 C&D TECHNOLOGIES INC 1,650 39,716.76 124765108 CAE INC 2,401,853 13,210,191.50 124830100 CBL & ASSOC PPTYS INC 850 65,564.98 12489V106 CBRL GROUP INC 1,350 61,642.41 125010108 C COR INC 1,350 14,436.76 125071100 C D I CORP 1,150 29,835.34 12512N105 C D W CORP 59,500 4,369,672.06 125137109 CEC ENTMT INC 3,600 167,432.27 12541C203 CHC HELICOPTER CORP 461,952 0.00 12541M102 CH ENERGY GROUP INC 450 26,082.99 12541W100 C H ROBINSON WORLDWIDE INC 37,100 2,178,098.87 125509109 CIGNA CORP 41,468 3,654,170.38 125581108 CIT GROUP INC 8,900 414,870.78 12561W105 CLECO CORP NEW 6,170 134,617.57 125750109 CMGI INC 14,150 21,668.11 125896100 CMS ENERGY CORP 24,037 288,747.00 125906107 CSS INDS INC 675 26,430.38 125965103 CSK AUTO CORP 2,600 43,828.53 126117100 CNA FINL CORP 4,350 132,178.47 12612W104 CNF INC 1,050 54,468.64 12613R104 CNET NETWORKS INC 188,959 2,188,104.12 126349109 CSG SYS INTL INC 101,300 1,975,565.31 126408103 CSX CORP 223,169 9,353,130.62 126501105 CTS CORP 1,050 16,743.23 126600105 CVB FINL CORP 2,764 77,725.12 126650100 CVS CORP 185,608 9,891,151.58 126667104 CV THERAPEUTICS INC 47,400 749,838.38 126804301 CABELAS INC 1,200 36,220.04 12686C109 CABLEVISION SYS CORP 59,945 1,538,509.65 127055101 CABOT CORP 1,450 70,777.78 127097103 CABOT OIL & GAS CORP 700 39,776.24
CUSIP ISSUER DESCRIPTION TOTAL SHARES MARKET VALUE C$ OTHER INCLUDED MANAGERS 12709P103 CABOT MICROELECTRONICS CORP 4,350 199,561.42 127190304 CACI INTL INC 32,900 2,197,579.48 127209302 CADBURY SCHWEPPES PLC 689 25,366.00 127387108 CADENCE DESIGN SYSTEM INC 500,050 8,252,211.14 127687101 CAESARS ENTMT INC 10,150 214,517.05 127914109 CAL DIVE INTL INC 1,800 81,142.00 130872104 CALIPER LIFE SCIENCES INC 1,050 9,341.66 131193104 CALLAWAY GOLF CO 3,362 44,973.02 131347106 CALPINE CORP 68,730 252,245.63 132011107 CAMBREX CORP 1,000 27,778.82 13201L103 CAMBIOR INC 2,729,260 10,507,651.00 133131102 CAMDEN PPTY TR 700 40,927.89 13321L108 CAMECO CORP 1,197,009 120,119,853.50 134429109 CAMPBELL SOUP CO 111,730 3,717,403.41 136069101 CDN IMPERIAL BK OF COMMERCE 8,805,191 595,847,274.97 136375102 CANADIAN NATL RY CO 4,647,558 287,312,035.74 136385101 CANADIAN NAT RES LTD 4,203,954 212,299,677.00 13645T100 CANADIAN PAC RY LTD 2,659,340 86,933,824.60 138006309 CANON INC 77,560 4,546,256.25 139733109 CAPITAL AUTOMOTIVE REIT 1,900 75,190.12 14040H105 CAPITAL ONE FINL CORP 43,479 4,063,913.68 14055X102 CAPITALSOURCE INC 76,400 2,160,010.37 14057C106 CAPITOL FED FINL 1,300 52,943.02 14067D102 CAPSTONE TURBINE CORP 1,500 2,904.44 14067E506 CAPSTEAD MTG CORP 1,900 29,936.59 140781105 CARBO CERAMICS INC 390 35,605.74 14149Y108 CARDINAL HEALTH INC 226,310 12,492,686.35 14159U202 CARDIOME PHARMA CORP 370,000 2,323,600.00 141665109 CAREER EDUCATION CORP 25,551 919,314.41 141705103 CAREMARK RX INC 203,047 8,239,544.28 142339100 CARLISLE COS INC 1,248 100,971.45 143130102 CARMAX INC 4,148 113,026.85 143658300 CARNIVAL CORP 206,971 12,379,869.37 144285103 CARPENTER TECHNOLOGY CORP 600 36,250.41 144418100 CARRAMERICA RLTY CORP 1,400 57,936.88 147195101 CASCADE CORP 1,100 38,644.83 147339105 CASCADE NAT GAS CORP 1,250 33,584.53 147528103 CASEYS GEN STORES INC 8,225 193,506.08 148411101 CASTLE A M & CO 1,450 18,625.73 148867104 CATALINA MARKETING CORP 48,150 1,406,408.25 149016107 CATAPULT COMMUNICATIONS CORP 2,800 66,760.29 149113102 CATELLUS DEV CORP NEW 2,149 72,098.37 149123101 CATERPILLAR INC DEL 480,664 47,664,201.22 149150104 CATHAY GENERAL BANCORP 1,994 93,849.21 149568107 CAVCO INDS INC DEL 20 956.00 150185106 CEDAR FAIR L P 1,000 38,789.11 150921104 CELL GENESYS INC 1,100 12,487.18 150925204 CELLSTAR CORP 980 5,654.25 150934107 CELL THERAPEUTICS INC 1,350 11,720.26 15101Q108 CELESTICA INC 1,907,805 30,620,270.30 151020104 CELGENE CORP 91,268 6,725,810.58 151290889 CEMEX S A 18,519 655,512.74 151313103 CENDANT CORP 686,747 18,769,614.82 15133V208 CENTENNIAL COMMUNCTNS CORP N 4,700 34,974.74 151895109 CENTERPOINT PPTYS TR 1,000 55,152.67 15189T107 CENTERPOINT ENERGY INC 55,120 721,721.18 152312104 CENTEX CORP 56,937 3,635,977.06 152319109 CENTILLIUM COMMUNICATIONS IN 4,083 12,298.03 153145107 CENTRAL COAST BANCORP 907 23,416.22 153435102 CENTRAL EUROPEAN DIST CORP 15,000 424,085.81
CUSIP ISSUER DESCRIPTION TOTAL SHARES MARKET VALUE C$ OTHER INCLUDED MANAGERS 154760102 CENTRAL PAC FINL CORP 600 20,896.76 154785109 CENTRAL PKG CORP 9,000 150,575.14 156490104 CENTURY BUSINESS SVCS INC 102 545.00 156700106 CENTURYTEL INC 95,346 4,130,305.84 156708109 CEPHALON INC 231,221 14,016,581.18 156779100 CERIDIAN CORP NEW 51,372 1,196,904.69 156782104 CERNER CORP 1,855 101,556.97 156880106 CERTEGY INC 102,243 4,814,736.92 157085101 CERUS CORP 900 2,744.98 159864107 CHARLES RIV LABS INTL INC 1,335 77,379.52 160908109 CHARTERMAC 750 20,872.08 161133103 CHARMING SHOPPES INC 5,550 50,009.47 16117M107 CHARTER COMMUNICATIONS INC D 5,500 18,336.27 16122M100 CHARTER FINL CORP WEST PT GA 550 23,617.06 162456107 CHATTEM INC 1,000 40,813.99 162813109 CHECKFREE CORP NEW 58,910 2,062,896.74 163072101 CHEESECAKE FACTORY INC 46,904 2,576,196.10 163421100 CHELSEA PPTY GROUP INC 850 72,180.64 16359R103 CHEMED CORP NEW 700 49,379.23 163731102 CHEMICAL FINL CORP 1,057 48,852.31 165159104 CHESAPEAKE CORP 5,250 159,592.18 165167107 CHESAPEAKE ENERGY CORP 4,600 92,154.82 166764100 CHEVRONTEXACO CORP 662,109 44,876,036.39 167760107 CHICAGO MERCANTILE HLDGS INC 550 112,273.27 168615102 CHICOS FAS INC 3,200 138,501.79 168905107 CHILDRENS PL RETAIL STORES I 1,750 52,953.78 16941M109 CHINA MOBILE HONG KONG LTD 77,488 1,498,810.83 169905106 CHOICE HOTELS INTL INC 1,600 116,612.84 170032809 CHIQUITA BRANDS INTL INC 1,968 43,361.39 170040109 CHIRON CORP 91,446 5,115,243.25 170228100 CHITTENDEN CORP 13,836 477,151.58 170388102 CHOICEPOINT INC 110,691 5,974,625.04 171046105 CHRISTOPHER & BANKS CORP 5,925 120,049.12 171232101 CHUBB CORP 91,569 8,130,987.66 171340102 CHURCH & DWIGHT INC 1,650 58,593.70 171484108 CHURCHILL DOWNS INC 400 19,818.51 17163B102 CIBER INC 3,000 28,550.81 171779101 CIENA CORP 102,625 257,156.60 171798101 CIMAREX ENERGY CO 1,215 53,725.26 171871106 CINCINNATI BELL INC NEW 10,909 48,182.54 172062101 CINCINNATI FINL CORP 114,026 5,948,277.01 172474108 CINERGY CORP 29,328 1,469,795.60 172737108 CIRCUIT CITY STORE INC 365,913 7,103,436.86 172755100 CIRRUS LOGIC INC 1,700 10,262.34 17275R102 CISCO SYS INC 3,307,163 75,613,676.87 17285T106 CITADEL BROADCASTING CORP 180,600 2,930,117.79 172908105 CINTAS CORP 27,553 1,465,922.15 172967101 CITIGROUP INC 3,297,595 181,975,068.55 174420109 CITIZENS BKG CORP MICH 8,900 366,848.78 17453B101 CITIZENS COMMUNICATIONS CO 340,926 5,777,234.66 177376100 CITRIX SYS INC 245,261 5,438,033.83 17770A109 CITY BK LYNNWOOD WASH 1,100 48,695.83 178566105 CITY NATL CORP 22,850 1,878,212.25 179584107 CLAIRES STORES INC 2,600 82,392.37 179895107 CLARCOR INC 16,100 971,293.17 182873109 CLAUDE RES INC 100,000 143,000.00 184502102 CLEAR CHANNEL COMMUNICATIONS 363,052 14,320,918.06 185896107 CLEVELAND CLIFFS INC 400 40,938.01 189054109 CLOROX CO DEL 59,610 4,020,921.91 189754104 COACH INC 89,152 4,785,570.26
CUSIP ISSUER DESCRIPTION TOTAL SHARES MARKET VALUE C$ OTHER INCLUDED MANAGERS 191216100 COCA COLA CO 1,156,515 57,700,560.30 191219104 COCA COLA ENTERPRISES INC 317,628 7,597,310.78 192108108 COEUR D ALENE MINES CORP IDA 4,000 23,994.83 192422103 COGNEX CORP 1,500 49,736.12 192446102 COGNIZANT TECHNOLOGY SOLUTIO 22,456 867,069.51 19244C109 COGNOS INC 1,621,512 73,155,076.08 192479103 COHERENT INC 700 22,979.86 193294105 COLE KENNETH PRODTNS INC 1,450 51,638.24 194162103 COLGATE PALMOLIVE CO 960,246 53,926,150.52 194830204 COLLINS & AIKMAN CORP NEW 760 4,020.40 195493309 COLONIAL BANCGROUP INC 2,250 58,231.12 195872106 COLONIAL PPTYS TR 21,400 1,089,269.01 198516106 COLUMBIA SPORTSWEAR CO 8,750 603,509.16 20030N101 COMCAST CORP NEW 878,227 31,380,625.72 20030N200 COMCAST CORP NEW 150,380 5,313,550.38 200340107 COMERICA INC 156,008 11,582,863.93 200519106 COMMERCE BANCORP INC NJ 19,000 1,327,308.84 200525103 COMMERCE BANCSHARES INC 1,390 84,595.82 200641108 COMMERCE GROUP INC MASS 700 42,876.83 200693208 COMMERCE ONE INC DEL 420 95.68 201647104 COMMERCIAL FEDERAL CORPORATI 34,100 1,164,328.78 202218103 COMMERCIAL NET LEASE RLTY IN 1,600 36,893.31 203349105 COMMONWEALTH TEL ENTERPRISES 1,285 70,822.39 203372107 COMMSCOPE INC 67,300 1,839,704.72 203668108 COMMUNITY HEALTH SYS INC NEW 84,900 2,866,637.80 203902101 COMMUNITY FIRST BANKSHARES I 750 30,430.15 204409601 COMPANHIA ENERGETICA DE MINA 31,728 853,259.12 20440T201 COMPANHIA BRASILEIRA DE DIST 2,499 63,220.56 20440W105 COMPANHIA SIDERURGICA NACION 17,332 340,642.98 204412100 COMPANHIA VALE DO RIO DOCE 142,593 3,473,827.49 204412209 COMPANHIA VALE DO RIO DOCE 38,407 1,092,176.34 20441W203 COMPANHIA DE BEBIDAS DAS AME 98,900 2,803,648.85 204421101 COMPANIA ANONIMA NACIONL TEL 6,371 181,152.97 204448104 COMPANIA DE MINAS BUENAVENTU 165,700 4,980,413.83 20449H109 COMPASS BANCSHARES INC 4,991 276,782.90 20478N100 COMPUCREDIT CORP 2,005 47,246.90 204912109 COMPUTER ASSOC INTL INC 226,774 7,547,937.88 205363104 COMPUTER SCIENCES CORP 127,963 7,627,542.37 205638109 COMPUWARE CORP 58,197 379,303.75 205768203 COMSTOCK RES INC 35,000 926,635.71 205826209 COMTECH TELECOMMUNICATIONS C 975 33,438.99 205862402 COMVERSE TECHNOLOGY INC 80,112 1,909,093.51 205887102 CONAGRA FOODS INC 249,498 8,080,986.06 206186108 CONCORD COMMUNICATIONS INC 2,800 31,626.09 207142100 CONEXANT SYSTEMS INC 9,433 19,100.54 20825C104 CONOCOPHILLIPS 401,234 41,924,193.74 208464883 CONSECO INC 1,900 42,464.26 20854P109 CONSOL ENERGY INC 1,900 83,894.58 209115104 CONSOLIDATED EDISON INC 164,566 8,753,644.48 209341106 CONSOLIDATED GRAPHICS INC 5,700 302,251.31 21036P108 CONSTELLATION BRANDS INC 1,900 91,516.98 210371100 CONSTELLATION ENERGY GROUP I 144,132 7,267,065.10 210795308 CONTINENTAL AIRLS INC 2,989 32,228.85 212485106 CONVERGYS CORP 97,694 1,660,440.10 216640102 COOPER CAMERON CORP 39,063 2,711,080.09 216648402 COOPER COS INC 17,692 1,533,861.42 216831107 COOPER TIRE & RUBR CO 45,459 1,160,392.96 217016104 COORS ADOLPH CO 24,332 2,091,485.19 217204106 COPART INC 4,889 117,125.10 217510205 COPPER MTN NETWORKS INC 35 155.03
CUSIP ISSUER DESCRIPTION TOTAL SHARES MARKET VALUE C$ OTHER INCLUDED MANAGERS 218868107 CORINTHIAN COLLEGES INC 3,250 55,443.75 21887F100 CORIXA CORP 1,800 9,476.44 219023108 CORN PRODS INTL INC 718 41,312.02 21922V102 CORNERSTONE RLTY INCOME TR I 3,300 40,760.83 219350105 CORNING INC 639,735 8,969,231.58 22025Y407 CORRECTIONS CORP AMER NEW 700 31,324.89 220873103 CORUS BANKSHARES INC 700 38,208.22 220874101 CORUS ENTERTAINMENT INC 743,319 17,467,996.50 22087M101 CORUS GROUP PLC 1,020 11,323.00 221009103 CORVIS CORP 20,000 19,057.00 221222607 COSINE COMMUNICATIONS INC 80 321.96 221485105 COST PLUS INC CALIF 900 40,297.64 22160K105 COSTCO WHSL CORP NEW 237,004 12,458,890.35 22163N106 COTT CORP QUE 1,578,365 58,208,340.55 222372104 COUNTRYWIDE FINANCIAL CORP 131,419 6,551,239.06 222795106 COUSINS PPTYS INC 1,100 47,763.12 222816100 COVANCE INC 1,350 68,288.45 222862104 COVENTRY HEALTH CARE INC 25,575 1,727,396.97 224044107 COX COMMUNICATIONS INC NEW 37,686 1,569,682.09 224051102 COX RADIO INC 134,900 2,547,182.61 22409V102 CP SHIPS LTD 1,679,270 25,771,794.55 224399105 CRANE CO 36,361 1,330,801.91 224633107 CRAWFORD & CO 1,300 11,022.94 225223106 CRAY INC 1,200 5,360.87 225302108 CREDENCE SYS CORP 1,250 11,389.95 225401108 CREDIT SUISSE GROUP 255,165 10,213,853.07 225447101 CREE INC 3,150 121,707.31 225606102 CREO INC 1,659,327 17,257,158.78 225756105 CRESCENT REAL ESTATE EQUITIE 6,364 126,769.33 227116100 CROMPTON CORP 2,500 30,025.17 227483104 CROSS CTRY HEALTHCARE INC 550 10,788.81 22757R109 CROSS TIMBERS RTY TR 31 1,301.72 22765D100 CROSSROADS SYS INC 2,600 4,902.74 228227104 CROWN CASTLE INTL CORP 403,628 7,600,873.86 228368106 CROWN HOLDINGS INC 3,750 48,929.33 228411104 CROWN MEDIA HLDGS INC 4,750 50,194.88 228903100 CRYOLIFE INC 99,300 912,357.77 22942F101 CRYSTALLEX INTL CORP 2,044,550 8,607,555.50 22943D105 CTI MOLECULAR IMAGING INC 800 8,170.39 229669106 CUBIC CORP 600 17,388.66 229678107 CUBIST PHARMACEUTICALS INC 222,700 2,784,559.29 229899109 CULLEN FROST BANKERS INC 18,950 1,114,451.56 230215105 CULP INC 1,000 9,301.79 231021106 CUMMINS INC 6,009 561,910.54 231082108 CUMULUS MEDIA INC 1,957 35,639.44 23126R101 CURAGEN CORP 700 4,872.37 231292103 CURON MED INC 900 1,241.50 231561101 CURTISS WRIGHT CORP 400 28,970.97 23251P102 CYBERONICS INC 450 11,651.92 232572107 CYMER INC 600 21,762.40 232806109 CYPRESS SEMICONDUCTOR CORP 2,950 33,003.01 232820100 CYTEC INDS INC 750 46,461.50 232824300 CYTOGEN CORP 61,600 821,676.06 23282W100 CYTOKINETICS INC 300 5,049.54 232946103 CYTYC CORP 3,010 91,994.73 233162304 DDI CORP 7 44.91 23325G104 DJ ORTHOPEDICS INC 15,900 355,157.62 233293109 DPL INC 3,500 91,157.57 23330X100 DRS TECHNOLOGIES INC 111 5,259.42 23331A109 D R HORTON INC 8,263 346,239.20
CUSIP ISSUER DESCRIPTION TOTAL SHARES MARKET VALUE C$ OTHER INCLUDED MANAGERS 233326107 DST SYS INC DEL 69,612 3,917,694.34 233331107 DTE ENERGY CO 117,542 6,275,985.18 23342J206 DADE BEHRING HLDGS INC 22,872 1,612,794.26 235811106 DANA CORP 98,610 2,207,639.21 235851102 DANAHER CORP DEL 326,866 20,873,545.53 237194105 DARDEN RESTAURANTS INC 744,513 21,886,058.33 237926100 DATAMIRROR CORP 324,700 3,402,856.00 238113104 DATASCOPE CORP 700 33,043.51 23918K108 DAVITA INC 24,950 983,575.97 242370104 DEAN FOODS CO NEW 5,657 214,919.67 242728103 DEB SHOPS INC 650 20,071.62 243586104 DECODE GENETICS INC 107,200 1,021,572.21 24359C100 DECOMA INTERNATIONAL INC 200 2,050.00 244199105 DEERE & CO 80,358 6,563,823.98 24522P103 DEL MONTE FOODS CO 4,391 58,080.00 24702R101 DELL INC 1,444,037 63,909,154.55 247126105 DELPHI CORP 87,474 1,025,396.79 247131105 DELPHI FINL GROUP INC 1,050 53,379.00 247357106 DELTA & PINE LD CO 1,700 57,550.89 247361108 DELTA AIR LINES INC DEL 24,050 98,253.11 248019101 DELUXE CORP 25,223 1,308,444.28 248239105 DENDRITE INTL INC 500 10,200.33 24823Q107 DENDREON CORP 247 2,628.89 249030107 DENTSPLY INTL INC NEW 1,450 95,312.37 251566105 DEUTSCHE TELEKOM AG 5,230 116,236.00 251591103 DEVELOPERS DIVERSIFIED RLTY 1,725 85,467.34 25179M103 DEVON ENERGY CORP NEW 96,210 8,642,589.58 251893103 DEVRY INC DEL 2,940 77,056.05 25212E100 DEX MEDIA INC 152,800 4,093,770.77 25243Q205 DIAGEO P L C 489,127 30,791,850.12 252450101 DIAGNOSTIC PRODS CORP 500 25,861.51 25271C102 DIAMOND OFFSHORE DRILLING IN 82,550 3,446,503.32 252787106 DIAMONDS TR 900 114,924.60 25278P106 DIAMONDCLUSTER INTL INC 1,050 16,211.70 253393102 DICKS SPORTING GOODS INC 850 38,317.06 253651103 DIEBOLD INC 42,400 2,504,150.65 253855100 DIGITAL LIGHTWAVE INC 350 500.97 25385P106 DIGITAL INSIGHT CORP 6,400 110,396.46 25388B104 DIGITAL RIV INC 750 28,266.06 25389G102 DIGITAL THEATER SYS INC 2,900 66,979.23 253921100 DIGITAL GENERATION SYS INC 3,100 4,943.24 253922108 DIME CMNTY BANCSHARES 2,568 54,598.86 254067101 DILLARDS INC 57,002 1,424,021.51 254546104 DIONEX CORP 500 34,612.79 25459L106 DIRECTV GROUP INC 358,107 7,588,774.46 254668106 DISCOVERY LABORATORIES INC N 43,800 371,388.30 254687106 DISNEY WALT CO 613,982 17,474,653.79 25475V104 DISTRIBUTED ENERGY SYS CORP 1,750 4,030.78 25500M103 DITECH COMMUNICATIONS CORP 400 11,334.27 255064107 DIVERSA CORP 65,800 695,331.14 256069105 DOBSON COMMUNICATIONS CORP 1,850 3,113.89 256669102 DOLLAR GEN CORP 634,202 16,172,678.97 256747106 DOLLAR TREE STORES INC 63,545 2,167,302.15 25746U109 DOMINION RES INC VA NEW 94,265 7,784,133.87 257561100 DOMTAR INC 3,639,158 55,315,201.60 257651109 DONALDSON INC 1,900 68,265.03 257867101 DONNELLEY R R & SONS CO 44,172 1,750,846.71 25811P100 DORAL FINL CORP 2,025 106,276.78 25822C205 DOREL INDS INC 490,885 17,475,506.00 258609304 DOUBLECLICK INC 2,771 20,725.42
CUSIP ISSUER DESCRIPTION TOTAL SHARES MARKET VALUE C$ OTHER INCLUDED MANAGERS 260003108 DOVER CORP 94,100 4,628,960.47 260543103 DOW CHEM CO 205,187 11,719,278.00 260561105 DOW JONES & CO INC 47,649 2,448,872.02 261018105 DOWNEY FINL CORP 650 45,210.51 263534109 DU PONT E I DE NEMOURS & CO 414,536 22,061,422.50 264399106 DUKE ENERGY CORP 437,404 12,665,320.77 264411505 DUKE REALTY CORP 4,400 184,871.54 26483E100 DUN & BRADSTREET CORP DEL NE 11,256 836,183.31 26613X101 DUPONT PHOTOMASKS INC 900 19,408.47 266233105 DUQUESNE LT HLDGS INC 1,300 29,548.06 26746E103 DYAX CORP 9,800 94,754.26 267475101 DYCOM INDS INC 1,700 61,079.24 268158102 DYNAVAX TECHNOLOGIES CORP 2,100 14,457.64 26816Q101 DYNEGY INC NEW 146,276 923,746.76 268484102 EGL INC 10,250 392,529.32 268648102 E M C CORP MASS 771,374 11,265,387.17 268664109 EMC INS GROUP INC 1,800 47,860.57 26874Q100 ENSCO INTL INC 5,130 212,102.51 26874R108 ENI S P A 312 41,731.00 26875P101 EOG RES INC 116,844 9,737,366.21 268780103 E ON AG 19,120 1,777,191.63 26881Q101 EPIX MEDICAL INC 29,200 713,582.90 26881V100 E PIPHANY INC 950 4,845.16 269246104 E TRADE FINANCIAL CORP 56,430 815,559.15 26926P100 EVCI CAREER COLLEGES INC 1,250 11,176.39 26969P108 EAGLE MATERIALS INC 669 60,366.36 26969P207 EAGLE MATERIALS INC 1,184 103,390.37 270321102 EARTHLINK INC 7,429 96,838.24 27579R104 EAST WEST BANCORP INC 2,428 103,213.85 277276101 EASTGROUP PPTY INC 4,800 201,678.05 277432100 EASTMAN CHEM CO 10,613 638,657.47 277461109 EASTMAN KODAK CO 94,371 3,846,331.49 278058102 EATON CORP 91,876 7,372,913.53 278265103 EATON VANCE CORP 59,350 3,033,708.75 278642103 EBAY INC 286,330 33,315,831.80 27874N105 ECHELON CORP 350 3,490.39 278762109 ECHOSTAR COMMUNICATIONS NEW 183,700 7,234,825.37 278856109 ECLIPSYS CORP 1,550 30,601.00 278865100 ECOLAB INC 41,832 1,664,448.93 281020107 EDISON INTL 185,089 6,209,686.07 281347104 EDO CORP 50,000 1,755,950.63 28139T101 EDUCATION MGMT CORP 55,940 1,885,975.26 281760108 EDWARDS AG INC 1,800 78,864.01 28176E108 EDWARDS LIFESCIENCES CORP 81,150 3,440,429.31 28224R101 EFUNDS CORP 800 18,821.26 28336L109 EL PASO CORP 138,717 1,596,469.33 283677854 EL PASO ELEC CO 4,600 93,551.99 284131208 ELAN PLC 220,300 6,523,935.56 284902103 ELDORADO GOLD CORP NEW 4,351,988 17,799,630.92 285218103 ELECTRO RENT CORP 2,600 36,326.35 285229100 ELECTRO SCIENTIFIC INDS 700 15,370.10 285512109 ELECTRONIC ARTS INC 102,252 5,951,336.81 285661104 ELECTRONIC DATA SYS NEW 351,071 8,596,961.94 286082102 ELECTRONICS FOR IMAGING INC 1,950 40,077.44 29076N107 EMAGIN CORP 1,150 1,455.38 290787100 EMBARCADERO TECHNOLOGIES INC 500 5,353.28 29081M102 EMBRAER-EMPRESA BRASILEIRA D 165,600 5,532,782.11 290846104 EMCORE CORP 1,450 3,596.69 29084Q100 EMCOR GROUP INC 300 14,283.00 291011104 EMERSON ELEC CO 387,574 30,065,723.20
CUSIP ISSUER DESCRIPTION TOTAL SHARES MARKET VALUE C$ OTHER INCLUDED MANAGERS 291525103 EMMIS COMMUNICATIONS CORP 6,621 151,328.47 292052107 EMPIRE RESORTS INC 430 4,081.40 292475209 EMULEX CORP 8,600 125,380.57 292505104 ENCANA CORP 10,646,566 613,779,817.10 29250N105 ENBRIDGE INC 5,598,829 295,338,229.75 29256X107 ENCYSIVE PHARMACEUTICALS INC 121,800 1,391,920.23 29258N107 ENDESA S A 105 2,390.00 29264F205 ENDO PHARMACEUTICALS HLDGS I 2,850 66,221.17 29265N108 ENERGEN CORP 1,414 92,248.09 29265W108 ENEL SOCIETA PER AZIONI 245 11,818.00 29266M109 ENERGY EAST CORP 4,989 158,982.21 29266R108 ENERGIZER HLDGS INC 2,985 174,150.44 29266S106 ENDOLOGIX INC 5,200 44,618.23 29274F104 ENERSIS S A 143,950 1,318,953.68 292845104 ENGELHARD CORP 62,632 2,247,132.35 292866100 ENGINEERED SUPPORT SYS INC 525 30,323.84 29355X107 ENPRO INDS INC 100 3,055.04 29362U104 ENTEGRIS INC 10,000 105,546.87 293637104 ENTERASYS NETWORKS INC 3,800 7,694.54 293639100 ENTERCOM COMMUNICATIONS CORP 49,360 2,040,190.12 29364G103 ENTERGY CORP NEW 79,041 6,062,838.76 293792107 ENTERPRISE PRODS PARTNERS L 4,499 131,980.19 29382R107 ENTRAVISION COMMUNICATIONS C 2,050 19,743.21 293848107 ENTRUST INC 44,250 133,896.43 293904108 ENZON PHARMACEUTICALS INC 75,850 1,531,071.88 294100102 ENZO BIOCHEM INC 2,265 42,997.06 29412E100 EON LABS INC 3,800 104,357.25 294429105 EQUIFAX INC 51,595 1,721,203.94 294549100 EQUITABLE RES INC 1,250 85,915.03 294592308 EQUITEX INC 2,350 1,784.43 294741103 EQUITY OFFICE PROPERTIES TRU 67,653 2,333,097.43 294752100 EQUITY ONE 3,092 76,774.64 29476L107 EQUITY RESIDENTIAL 45,436 1,782,547.42 29481V108 ERESEARCHTECHNOLOGY INC 900 15,182.80 294821608 ERICSSON L M TEL CO 9,700 383,497.09 29530P102 ERIE INDTY CO 841 54,301.99 297178105 ESSEX PPTY TR INC 1,350 122,755.19 297602104 ETHAN ALLEN INTERIORS INC 850 37,381.18 298736109 EURONET WORLDWIDE INC 30,000 710,732.88 300645108 EXAR CORP 8,200 146,945.54 30161N101 EXELON CORP 108,547 5,039,253.42 30161Q104 EXELIXIS INC 171,881 1,753,243.44 302043104 EXFO ELECTRO OPTICAL ENGR IN 183,200 1,108,360.00 302130109 EXPEDITORS INTL WASH INC 29,830 1,951,745.13 302182100 EXPRESS SCRIPTS INC 181,122 14,926,098.03 30218U108 EXPRESSJET HOLDINGS INC 2,200 27,869.94 30224T871 EXTENDICARE INC CDA 1,374,649 22,351,822.87 30226D106 EXTREME NETWORKS INC 4,850 27,313.73 302284104 EXULT INC DEL 5,721 38,083.51 302297106 EYETECH PHARMACEUTICALS INC 82,800 3,561,728.48 30231G102 EXXON MOBIL CORP 2,743,682 165,424,709.58 30241L109 FEI CO 350 8,752.54 302445101 FLIR SYS INC 30,679 2,271,309.79 302491303 F M C CORP 761 46,776.97 30249U101 FMC TECHNOLOGIES INC 77,978 3,296,080.93 302520101 FNB CORP PA 1,039 29,098.88 30253R101 FNX MNG CO INC 501,100 3,207,040.00 302571104 FPL GROUP INC 162,848 14,080,225.01 302930102 F N B CORP VA 500 16,743.23 302941109 FTI CONSULTING INC 675 16,145.25
CUSIP ISSUER DESCRIPTION TOTAL SHARES MARKET VALUE C$ OTHER INCLUDED MANAGERS 303075105 FACTSET RESH SYS INC 5,400 329,397.35 303250104 FAIR ISAAC CORP 2,662 98,371.71 303726103 FAIRCHILD SEMICONDUCTOR INTL 82,700 1,483,046.16 303901102 FAIRFAX FINL HLDGS LTD 196,169 30,798,533.00 305204109 FAIRMONT HOTELS RESORTS INC 902,667 31,229,937.22 306075102 FALCON PRODS INC 1,000 2,442.51 307000109 FAMILY DLR STORES INC 113,658 3,898,060.80 30744P102 FARGO ELECTRONICS INC 2,250 27,592.15 307675108 FARMER BROS CO 500 16,914.08 311900104 FASTENAL CO 2,100 153,080.93 313400301 FEDERAL HOME LN MTG CORP 494,178 40,799,304.80 313586109 FEDERAL NATL MTG ASSN 420,013 33,662,861.63 313747206 FEDERAL REALTY INVT TR 800 44,547.36 313855108 FEDERAL SIGNAL CORP 2,550 59,960.49 31410H101 FEDERATED DEPT STORES INC DE 124,533 7,159,892.39 314211103 FEDERATED INVS INC PA 60,953 2,193,835.13 31428X106 FEDEX CORP 148,560 16,109,309.16 31430F101 FELCOR LODGING TR INC 950 13,597.70 315405100 FERRO CORP 9,250 255,315.22 315616102 F5 NETWORKS INC 3,000 115,645.96 316326107 FIDELITY NATL FINL INC 6,549 315,790.58 316773100 FIFTH THIRD BANCORP 291,565 18,161,692.02 316869106 FILENET CORP 10,250 226,489.16 31787A101 FINISAR 19,650 32,328.47 317923100 FINISH LINE INC 1,700 66,522.37 318457108 FIRST ACCEPTANCE CORP 5,500 49,767.75 31845F100 FIRST ADVANTAGE CORP 1,600 32,519.57 318522307 FIRST AMERN CORP CALIF 1,380 53,843.33 318672102 FIRST BANCORP P R 675 41,260.09 319383105 FIRST BUSEY CORP 1,650 39,904.69 319439105 FIRST CHARTER CORP 900 27,529.51 31946M103 FIRST CTZNS BANCSHARES INC N 350 52,267.22 319829107 FIRST COMWLTH FINL CORP PA 2,645 45,557.84 319960100 FIRST FED CAP CORP 1,500 57,405.35 319963104 FIRST DATA CORP 783,394 42,947,224.26 32006W106 FIRST DEFIANCE FINL CORP 1,250 41,146.19 320218100 FIRST FINL CORP IND 700 27,834.51 320517105 FIRST HORIZON NATL CORP 70,478 3,867,427.25 32054K103 FIRST INDUSTRIAL REALTY TRUS 650 30,354.22 320734106 FIRST LONG IS CORP 450 24,306.15 320771108 FIRST MARBLEHEAD CORP 1,200 70,465.82 320867104 FIRST MIDWEST BANCORP DEL 999 43,693.67 320960107 FIRST HEALTH GROUP CORP 1,850 37,670.99 321100109 FIRST NATL BANKSHRS FL INC N 1,070 33,244.10 33582V108 FIRST NIAGARA FINL GP INC 3,180 53,847.13 335847208 FIRST OAK BROOK BANCSHARES I 1,425 55,617.13 33761N109 FIRSTSERVICE CORP 765,100 23,029,510.00 33762X106 FIRSTBANK NW CORP 369 13,369.87 337738108 FISERV INC 199,702 8,810,267.71 337907109 FIRSTFED FINL CORP 10,000 618,600.84 337915102 FIRSTMERIT CORP 2,650 88,219.28 337930101 FLAGSTAR BANCORP INC 17,000 457,825.37 337932107 FIRSTENERGY CORP 113,408 5,895,945.15 338032204 FISHER SCIENTIFIC INTL INC 88,040 6,499,071.55 33832D106 FIVE STAR QUALITY CARE INC 2,291 20,730.53 340632108 FLORIDA EAST COAST INDS 1,294 61,492.69 341140101 FLORIDA ROCK INDS INC 862 53,443.39 343412102 FLUOR CORP NEW 63,311 3,563,464.69 343498101 FLOWERS FOODS INC 1,687 55,189.31 34354P105 FLOWSERVE CORP 2,397 73,350.59
CUSIP ISSUER DESCRIPTION TOTAL SHARES MARKET VALUE C$ OTHER INCLUDED MANAGERS 34407T104 FLYI INC 1,300 6,432.79 344419106 FOMENTO ECONOMICO MEXICANO S 11,700 654,170.39 344849104 FOOT LOCKER INC 4,600 137,970.26 345370860 FORD MTR CO DEL 354,841 6,290,600.42 345425102 FORDING CDN COAL TR 501,064 35,350,065.20 345550107 FOREST CITY ENTERPRISES INC 600 41,839.08 345838106 FOREST LABS INC 231,121 13,156,433.27 346091705 FOREST OIL CORP 9,925 378,324.78 346563109 FORRESTER RESH INC 1,950 37,609.61 349631101 FORTUNE BRANDS INC 133,732 12,536,567.12 349882100 FOSSIL INC 1,350 52,860.76 35063R100 FOUNDRY NETWORKS INC 3,654 43,884.79 35100E104 FOUR SEASONS HOTEL INC 277,224 22,416,332.64 35138T107 FOX ENTMT GROUP INC 115,321 4,048,500.20 35177Q105 FRANCE TELECOM 1,729 51,483.00 352128201 FRANKFORT FIRST BANCORP INC 300 9,085.38 354613101 FRANKLIN RES INC 90,293 6,370,544.92 356108100 FREDS INC 650 14,774.03 35671D857 FREEPORT-MCMORAN COPPER & GO 466,307 23,120,394.97 35687M107 FREESCALE SEMICONDUCTOR INC 7,400 133,920.50 357288109 FREMONT GEN CORP 1,700 49,805.72 358434108 FRIEDMAN BILLINGS RAMSEY GRO 4,642 112,206.45 359065109 FRONTIER AIRLINES INC NEW 2,900 28,186.33 35914P105 FRONTIER OIL CORP 650 19,421.76 35952H106 FUELCELL ENERGY INC 200 2,594.38 359586302 FUJI PHOTO FILM LTD 1,720 67,317.00 359694106 FULLER H B CO 1,000 34,676.07 360271100 FULTON FINL CORP PA 2,525 68,383.99 360921100 FURNITURE BRANDS INTL INC 1,200 38,087.99 361268105 G & K SVCS INC 4,500 226,318.31 361448103 GATX CORP 1,250 42,174.45 36159R103 GEO GROUP INC 1,500 38,820.75 36229U102 GSI LUMONICS INC 408,764 5,395,684.80 36238T104 GTC BIOTHERAPEUTICS INC 3,400 7,573.05 362418105 GABLES RESIDENTIAL TR 4,987 215,530.82 363576109 GALLAGHER ARTHUR J & CO 1,948 81,675.10 36466R101 GAMESTOP CORP 1,300 30,452.93 364730101 GANNETT INC 156,720 16,612,456.69 364760108 GAP INC DEL 258,316 6,112,165.27 364915108 GAMMON LAKE RES INC 576,800 4,239,480.00 366651107 GARTNER INC 2,850 42,163.70 367626108 GATEWAY INC 254,523 1,594,452.33 367905106 GAYLORD ENTMT CO NEW 1,804 70,774.62 368289104 GEAC COMPUTER LTD 936,451 7,557,159.57 36866T103 GEN-PROBE INC NEW 64,900 3,274,690.35 36866W106 GEMSTAR-TV GUIDE INTL INC 5,855 41,865.34 368682100 GENCORP INC 1,250 21,435.25 368689105 GENE LOGIC INC 1,300 6,120.20 368709101 GENENCOR INTL INC 2,550 51,795.80 368710406 GENENTECH INC 187,820 12,455,395.05 369385109 GENERAL COMMUNICATION INC 1,900 21,761.13 369550108 GENERAL DYNAMICS CORP 147,151 19,012,211.80 369604103 GENERAL ELEC CO 4,758,926 200,600,795.28 370021107 GENERAL GROWTH PPTYS INC 6,850 268,739.54 370334104 GENERAL MLS INC 282,095 16,029,539.19 370442105 GENERAL MTRS CORP 428,075 23,000,336.32 371532102 GENESCO INC 1,400 41,725.18 371559105 GENESEE & WYO INC 1,100 35,248.10 37184D101 GENESIS HEALTHCARE CORP 703 27,055.22 371901109 GENTEX CORP 52,400 2,329,639.63
CUSIP ISSUER DESCRIPTION TOTAL SHARES MARKET VALUE C$ OTHER INCLUDED MANAGERS 372460105 GENUINE PARTS CO 57,103 2,771,451.15 37247D106 GENWORTH FINL INC 30,700 905,260.57 372917104 GENZYME CORP 93,676 6,450,395.92 373200203 GEORGIA GULF CORP 1,400 79,003.22 373298108 GEORGIA PAC CORP 176,281 8,020,172.48 373737105 GERDAU S A 11,134 230,381.86 373865104 GERMAN AMERN BANCORP 231 4,923.04 374276103 GETTY IMAGES INC 22,500 1,574,660.59 375558103 GILEAD SCIENCES INC 862,820 40,816,396.51 375766102 GILLETTE CO 389,095 20,546,109.90 375916103 GILDAN ACTIVEWEAR INC 222,353 7,915,766.80 37637Q105 GLACIER BANCORP INC NEW 2,137 78,862.65 376775102 GLAMIS GOLD LTD 1,708,462 39,978,010.80 377316104 GLATFELTER 100 1,568.02 37733W105 GLAXOSMITHKLINE PLC 194,556 10,439,260.89 37803P105 GLENBOROUGH RLTY TR INC 39,500 1,038,276.20 379302102 GLIMCHER RLTY TR 900 27,677.58 379336100 GLOBAL INDS LTD 3,400 26,591.74 37934A100 GLOBAL IMAGING SYSTEMS 3,500 137,666.53 37936S109 GLOBAL PMT TECHNOLOGIES INC 3,500 17,717.70 37940X102 GLOBAL PMTS INC 40,850 2,768,412.77 38045R107 GOL LINHAS AEREAS INTLG S A 3,100 79,641.06 38059T106 GOLD FIELDS LTD NEW 142,878 2,467,392.04 380956409 GOLDCORP INC NEW 4,076,615 69,393,092.50 38119T104 GOLDEN STAR RES LTD CDA 1,535,290 10,178,972.70 381317106 GOLDEN WEST FINL CORP DEL 53,756 7,548,029.00 38141G104 GOLDMAN SACHS GROUP INC 174,555 20,592,120.49 382388106 GOODRICH CORP 52,104 2,067,827.02 382550101 GOODYEAR TIRE & RUBR CO 33,159 444,881.06 382588101 GOODYS FAMILY CLOTHING INC 1,400 14,918.30 38259P508 GOOGLE INC 12,000 1,968,183.36 384109104 GRACO INC 45,775 1,940,673.47 384313102 GRAFTECH INTL LTD 206,050 3,637,693.76 384802104 GRAINGER W W INC 45,012 3,284,028.59 387328107 GRANITE CONSTR INC 2,350 71,079.62 38821G101 GRANT PRIDECO INC 21,785 564,909.44 388688103 GRAPHIC PACKAGING CORP DEL 3,500 28,702.67 390568103 GREAT LAKES CHEM CORP 58,202 1,881,269.25 391164100 GREAT PLAINS ENERGY INC 1,900 70,092.49 391648102 GREATER BAY BANCORP 1,100 40,023.02 39167B102 GREATER CHINA FD INC 47,800 937,041.06 395384100 GREENPOINT FINL CORP 4,800 281,924.04 39787M108 GREY GLOBAL GROUP INC 28 35,258.22 397888108 GREY WOLF INC 7,700 47,651.75 398433102 GRIFFON CORP 3,025 80,776.89 398905109 GROUP 1 AUTOMOTIVE INC 400 13,809.68 39945C109 GROUPE CGI INC 3,247,525 27,603,963.00 40049J206 GRUPO TELEVISA SA DE CV 175,800 11,731,564.97 400518106 GTECH HLDGS CORP 4,186 134,135.04 40051E202 GRUPO AEROPORTUARIO DEL SURE 5,700 159,421.33 401617105 GUESS INC 700 15,777.61 401698105 GUIDANT CORP 203,763 17,029,638.51 402040109 GUITAR CTR MGMT INC 1,400 76,717.64 402629109 GULFMARK OFFSHORE INC 800 16,533.15 404119109 HCA INC 787,309 37,503,174.34 404132102 HCC INS HLDGS INC 2,150 82,036.11 40426W101 HRPT PPTYS TR 4,100 57,024.42 404280406 HSBC HLDGS PLC 185,742 17,798,178.93 405024100 HAEMONETICS CORP 850 35,326.56 405217100 HAIN CELESTIAL GROUP INC 17,600 393,798.66
CUSIP ISSUER DESCRIPTION TOTAL SHARES MARKET VALUE C$ OTHER INCLUDED MANAGERS 406216101 HALLIBURTON CO 91,153 3,886,433.90 410120109 HANCOCK HLDG CO 750 30,173.88 410768105 HANOVER COMPRESSOR CO 10,550 179,578.38 412693103 HARLAND JOHN H CO 700 27,772.49 412822108 HARLEY DAVIDSON INC 114,226 8,591,241.69 412824104 HARLEYSVILLE GROUP INC 2,900 75,824.16 413086109 HARMAN INTL INDS INC 1,150 156,817.46 413160102 HARMONIC INC 1,139 9,585.72 413216300 HARMONY GOLD MNG LTD 11,500 198,223.10 413619107 HARRAHS ENTMT INC 78,356 5,253,678.83 413875105 HARRIS CORP DEL 65,450 4,550,693.80 415864107 HARSCO CORP 7,350 417,650.48 416196103 HARTE-HANKS INC 1,500 47,477.11 416515104 HARTFORD FINL SVCS GROUP INC 261,849 20,489,124.11 418056107 HASBRO INC 127,202 3,026,433.23 419870100 HAWAIIAN ELEC INDUSTRIES 1,300 43,664.01 421915109 HEALTH CARE PPTY INVS INC 2,940 95,111.03 421933102 HEALTH MGMT ASSOC INC NEW 189,264 4,893,456.02 421946104 HEALTHCARE RLTY TR 1,500 74,110.61 42217K106 HEALTH CARE REIT INC 900 40,092.62 42219D308 HEALTHAXIS INC 1,670 4,755.30 42222G108 HEALTH NET INC 4,270 133,584.37 422317107 HEARST-ARGYLE TELEVISION INC 1,550 47,961.18 422347104 HEARTLAND EXPRESS INC 62,694 1,463,867.13 422819102 HEIDRICK & STRUGGLES INTL IN 1,150 41,944.12 423074103 HEINZ H J CO 64,526 2,938,271.37 423319102 HELIX TECHNOLOGY CORP 1,050 18,065.41 423452101 HELMERICH & PAYNE INC 800 29,046.90 426281101 HENRY JACK & ASSOC INC 71,450 1,697,249.99 427056106 HERCULES INC 55,600 1,002,377.04 42725M107 HERITAGE PPTY INVT TR INC 1,450 53,528.34 427866108 HERSHEY FOODS CORP 146,063 8,633,718.39 42822Q100 HEWITT ASSOCS INC 64,400 2,156,527.57 428236103 HEWLETT PACKARD CO 1,723,328 40,864,747.86 428656102 HIBERNIA CORP 4,600 153,746.61 429060106 HICKORY TECH CORP 1,450 21,288.39 431284108 HIGHWOODS PPTYS INC 1,000 31,145.19 431294107 HILB ROGAL & HOBBS CO 10,589 485,380.92 431573104 HILLENBRAND INDS INC 1,900 121,501.66 432848109 HILTON HOTELS CORP 109,715 2,615,930.58 433245107 HINES HORTICULTURE INC 1,950 7,576.22 433578507 HITACHI LIMITED 1,510 108,538.00 435569108 HOLLINGER INTL INC 2,865 62,690.09 436141105 HOLLYWOOD ENTMT CORP 3,036 37,922.61 436926109 HOME FED BANCORP 700 22,678.66 437076102 HOME DEPOT INC 1,522,903 74,268,290.63 437306103 HOME PROPERTIES INC 700 35,045.61 437852106 HOMESTORE INC 3,750 10,962.83 438128308 HONDA MOTOR LTD 228,585 6,632,123.00 438516106 HONEYWELL INTL INC 472,214 21,425,535.19 439104100 HOOPER HOLMES INC 1,700 9,638.43 440327104 HORACE MANN EDUCATORS CORP N 10,950 243,619.64 440452100 HORMEL FOODS CORP 3,190 108,113.66 441060100 HOSPIRA INC 33,945 1,310,902.12 44106M102 HOSPITALITY PPTYS TR 1,520 81,735.29 44107P104 HOST MARRIOTT CORP NEW 9,650 171,342.18 441339108 HOT TOPIC INC 5,050 108,903.11 442120101 HOUSTON EXPL CO 500 37,555.20 442487203 HOVNANIAN ENTERPRISES INC 900 45,673.70 443510201 HUBBELL INC 1,350 76,591.72
CUSIP ISSUER DESCRIPTION TOTAL SHARES MARKET VALUE C$ OTHER INCLUDED MANAGERS 443683107 HUDSON CITY BANCORP 4,850 219,369.17 444165104 HUDSON UNITED BANCORP 1,100 51,299.07 444482103 HUGHES SUPPLY INC 2,300 87,526.70 444717102 HUGOTON RTY TR TEX 2,200 78,097.09 444859102 HUMANA INC 73,022 1,846,411.58 444903108 HUMAN GENOME SCIENCES INC 209,750 2,896,049.82 44544R101 HUMMINGBIRD INC 329,493 8,570,112.93 445658107 HUNT J B TRANS SVCS INC 1,400 65,803.54 446150104 HUNTINGTON BANCSHARES INC 61,283 1,931,937.41 448407106 HUTCHINSON TECHNOLOGY INC 700 23,679.71 448774109 HYDRIL 2,300 125,017.36 448947101 IDT CORP 600 11,071.03 44914M104 HYPERION SOLUTIONS CORP 950 40,865.24 44919P102 IAC INTERACTIVECORP 326,346 9,094,418.11 44919P128 IAC INTERACTIVECORP 324 8,139.26 449293109 ICO INC NEW 18,050 66,702.08 449295104 ICOS CORP 1,200 36,660.45 44930G107 ICU MED INC 400 13,181.97 44936D108 ID BIOMEDICAL CORP 487,079 7,958,870.86 449491109 IDX SYS CORP 1,030 42,299.11 449623107 IHOP CORP 900 43,521.00 449669100 IMC GLOBAL INC 14,300 314,713.18 449681105 IMCO RECYCLING INC 2,200 31,739.99 449934108 IMS HEALTH INC 194,263 5,880,720.99 45031T401 ITC DELTACOM INC 10 55.81 45031U101 ISTAR FINL INC 3,100 161,753.74 45068B109 ITT EDUCATIONAL SERVICES INC 1,200 54,747.69 45071R109 IXIA 4,600 56,585.27 450828108 IBERIABANK CORP 441 32,213.97 450911102 ITT INDS INC IND 46,564 4,713,736.33 450913108 IAMGOLD CORP 2,954,394 29,898,467.28 451045108 ICORIA INC 650 394.85 45104G104 ICICI BK LTD 215,700 3,767,112.06 451107106 IDACORP INC 1,973 72,560.79 45166R204 IDENIX PHARMACEUTICALS INC 81,900 1,658,376.72 45167R104 IDEX CORP 3,250 139,678.75 45168D104 IDEXX LABS INC 950 61,003.31 45169U105 IGATE CORP 2,300 10,711.62 451713101 IKON OFFICE SOLUTIONS INC 6,225 94,694.15 451923106 ILEX ONCOLOGY INC 2,050 65,300.48 452308109 ILLINOIS TOOL WKS INC 67,862 8,001,696.20 45245A107 IMATION CORP 900 40,536.83 45245W109 IMCLONE SYS INC 206,307 13,798,702.89 45247T104 IMAGISTICS INTERNATIONAL INC 37 1,573.33 45254P102 IMPAC MTG HLDGS INC 1,200 39,940.76 45256B101 IMPAX LABORATORIES INC 1,300 25,270.50 452704505 IMPERIAL CHEM INDS PLC 910 16,691.00 452907108 IMMUNOMEDICS INC 1,900 6,251.82 453038408 IMPERIAL OIL LTD 1,776,116 116,300,075.68 453235103 INAMED CORP 850 51,279.45 453258402 INCO LTD 2,670,813 129,365,013.80 45337C102 INCYTE CORP 1,650 20,108.96 453414104 INDEPENDENCE CMNTY BK CORP 2,610 128,985.49 454072109 INDEVUS PHARMACEUTICALS INC 57,500 515,933.10 456607100 INDYMAC BANCORP INC 3,100 137,974.66 45662V105 INET TECHNOLOGIES INC 2,000 31,841.24 45665Q103 INFINITY PPTY & CAS CORP 5,200 194,332.80 45666Q102 INFORMATICA CORP 83,800 620,410.58 45666T106 INFONET SVCS CORP 15,000 31,132.53 45678T201 INFOSPACE INC 2,458 147,417.11
CUSIP ISSUER DESCRIPTION TOTAL SHARES MARKET VALUE C$ OTHER INCLUDED MANAGERS 456818301 INFOUSA INC NEW 135,450 1,527,341.04 456837103 ING GROUP N V 348,536 10,633,652.70 457153104 INGRAM MICRO INC 3,350 68,257.44 457652105 INPUT/OUTPUT INC 2,100 27,400.42 45765U103 INSIGHT ENTERPRISES INC 1,675 35,697.37 457660108 INSITE VISION INC 2,600 1,875.55 457667103 INSITUFORM TECHNOLOGIES INC 4,750 112,232.14 45769N105 INNOVATIVE SOLUTIONS & SUPPO 600 18,626.36 4576J0104 INNKEEPERS USA TR 2,200 34,635.57 457733103 INSPIRE PHARMACEUTICALS INC 60,800 1,210,351.77 457750107 INSTINET GROUP INC 6,400 40,740.59 457985208 INTEGRA LIFESCIENCES HLDGS C 4,800 195,056.69 45809K202 INSWEB CORP 1,091 4,155.95 45810H107 INTEGRAL SYS INC MD 1,000 24,690.88 45810N302 INTEGRAMED AMER INC 2,700 20,843.61 458118106 INTEGRATED DEVICE TECHNOLOGY 2,900 34,976.01 45811K208 INTEGRATED CIRCUIT SYS INC 58,500 1,591,745.51 458140100 INTEL CORP 3,843,411 96,956,974.44 45814P105 INTEGRA BK CORP 850 23,343.07 458176104 INTELLISYNC CORP 4,550 12,092.33 45840J107 INTERACTIVE DATA CORP 1,350 32,153.83 458665106 INTERFACE INC 2,150 21,821.88 45866A105 INTERDIGITAL COMMUNICATIONS 2,350 48,536.37 458683109 INTERGRAPH CORP 2,000 68,769.99 45884X103 INTERMUNE INC 500 7,460.42 45885A102 INTERNAP NETWORK SVCS CORP 4,650 3,942.82 459044103 INTERNATIONAL BANCSHARES COR 976 45,392.75 459200101 INTERNATIONAL BUSINESS MACHS 1,118,116 119,937,831.05 459506101 INTERNATIONAL FLAVORS&FRAGRA 80,836 3,907,936.39 459902102 INTERNATIONAL GAME TECHNOLOG 473,999 21,565,306.17 460146103 INTL PAPER CO 151,022 7,620,912.04 460254105 INTERNATIONAL RECTIFIER CORP 5,300 230,064.33 460335201 INTERNATIONAL SPEEDWAY CORP 1,200 75,781.13 460377104 INTERNATIONAL STL GROUP INC 2,000 0.00 46059C205 INTERNET CAP GROUP INC 640 5,232.29 46060X107 INTERNET SEC SYS INC 6,000 129,086.10 460690100 INTERPUBLIC GROUP COS INC 105,583 1,415,041.79 46069S109 INTERSIL CORP 213,808 4,310,414.50 46072H108 INTERSTATE BAKERIES CORP DEL 900 4,726.83 460915200 INTRAWEST CORPORATION 457,072 10,969,728.00 460919103 INTERTAPE POLYMER GROUP INC 560,189 5,321,795.50 460951106 INTEROIL CORP 74,900 2,089,710.00 460981301 INTERSECTIONS INC 400 7,416.12 46114T508 INTERWOVEN INC 300 2,748.77 461202103 INTUIT 249,273 14,322,222.01 461203101 INVACARE CORP 700 40,750.71 46120E602 INTUITIVE SURGICAL INC 1,182 37,023.03 461238107 INVERESK RESH GROUP INC 860 40,150.08 46126P106 INVERNESS MED INNOVATIONS IN 1,720 45,276.32 46145F105 INVESTMENT TECHNOLOGY GRP NE 1,150 22,267.35 461730103 INVESTORS REAL ESTATE TR 3,850 48,772.40 46185R100 INVITROGEN CORP 78,064 5,432,676.30 461915100 INVESTORS FINL SERVICES CORP 32,030 1,829,370.12 462030305 IOMEGA CORP 1,140 6,708.68 462218108 IONICS INC 6,200 211,853.07 462622101 IPSCO INC 1,598,387 56,375,109.49 46267Q103 IRELAND BK 5,200 356,682.61 462846106 IRON MTN INC PA 87,512 3,748,914.97 464119106 IRWIN FINL CORP 33,700 1,101,198.08 464286103 ISHARES INC 400 6,927.00
CUSIP ISSUER DESCRIPTION TOTAL SHARES MARKET VALUE C$ OTHER INCLUDED MANAGERS 464286699 ISHARES INC 2,000 38,899.00 464286707 ISHARES INC 700 17,625.00 464286749 ISHARES INC 400 7,094.00 464286806 ISHARES INC 1,300 24,418.00 464286814 ISHARES INC 200 3,811.00 464286848 ISHARES INC 6,606 76,320.00 464286855 ISHARES INC 300 7,636.00 464286871 ISHARES INC 400 5,298.00 464287200 ISHARES TR 2,057 273,760.00 464287465 ISHARES TR 46,700 8,350,123.57 464287614 ISHARES TR 22,400 1,283,611.93 464287804 ISHARES TR 6,500 1,186,529.06 464287861 ISHARES TR 350 27,797.00 464330109 ISIS PHARMACEUTICALS INC 600 3,720.72 465790103 IVANHOE ENERGY INC 1,183,800 3,125,232.00 46579N103 IVANHOE MINES LTD 3,180,140 22,580,791.25 465823102 IVAX CORP 247,586 6,000,316.65 46612J101 JDS UNIPHASE CORP 1,227,942 5,235,974.05 466189107 J JILL GROUP INC 1,100 27,633.28 46625H100 JPMORGAN & CHASE & CO 1,780,174 89,215,344.15 46626E205 J2 GLOBAL COMMUNICATIONS INC 1,331 53,211.68 466313103 JABIL CIRCUIT INC 263,186 7,660,725.97 466367109 JACK IN THE BOX INC 1,200 48,187.08 469814107 JACOBS ENGR GROUP INC DEL 1,130 54,757.44 469865109 JACUZZI BRANDS INC 1,600 18,831.38 47102X105 JANUS CAP GROUP INC 133,020 2,291,154.50 471109108 JARDEN CORP 6,300 290,933.49 472319102 JEFFERIES GROUP INC NEW 1,150 50,167.03 475070108 JEFFERSON PILOT CORP 162,521 9,897,745.91 477143101 JETBLUE AWYS CORP 61,137 1,618,620.78 47758P307 JO-ANN STORES INC 805 28,566.25 478160104 JOHNSON & JOHNSON 2,125,014 149,211,208.05 478366107 JOHNSON CTLS INC 67,125 4,826,011.99 480074103 JONES APPAREL GROUP INC 21,868 988,502.32 48020Q107 JONES LANG LASALLE INC 800 33,420.64 481130102 JOURNAL COMMUNICATIONS INC 1,600 35,516.40 481138105 JOURNAL REGISTER CO 900 21,527.01 481165108 JOY GLOBAL INC 1,100 47,860.57 48203R104 JUNIPER NETWORKS INC 320,173 9,562,600.59 482480100 KLA-TENCOR CORP 85,895 4,509,059.23 482564101 KMG CHEMICALS INC 3,630 16,951.66 482686102 K-SWISS INC 1,400 34,106.57 48268K101 KT CORP 66,685 1,520,293.47 482740206 K V PHARMACEUTICAL CO 1,612 36,517.19 48282T104 KADANT INC 71 1,649.72 483600300 KANA SOFTWARE INC 330 705.80 485170302 KANSAS CITY SOUTHERN 206,950 3,973,107.53 486665102 KEANE INC 5,003 97,252.56 48666K109 KB HOME 31,262 3,342,730.60 487836108 KELLOGG CO 80,215 4,328,515.45 488044108 KELLWOOD CO 1,150 53,048.69 488152208 KELLY SVCS INC 2,351 79,470.48 488360108 KEMET CORP 15,505 158,744.83 489170100 KENNAMETAL INC 1,000 57,139.58 490057106 KENSEY NASH CORP 1,450 48,059.89 492386107 KERR MCGEE CORP 100,097 7,252,301.67 492515101 KERYX BIOPHARMACEUTICALS INC 15,700 222,335.62 492914106 KEY ENERGY SVCS INC 7,550 105,581.67 493267108 KEYCORP NEW 67,331 2,692,659.61 493308100 KEYNOTE SYS INC 1,200 21,504.23
CUSIP ISSUER DESCRIPTION TOTAL SHARES MARKET VALUE C$ OTHER INCLUDED MANAGERS 49337W100 KEYSPAN CORP 169,163 8,392,102.00 49338N109 KEYSTONE AUTOMOTIVE INDS INC 4,200 116,936.82 493732101 KFORCE INC 6,400 67,873.98 494274103 KIMBALL INTL INC 1,500 26,348.75 49427F108 KILROY RLTY CORP 600 28,877.32 494368103 KIMBERLY CLARK CORP 663,693 54,032,223.92 49446R109 KIMCO REALTY CORP 3,625 235,344.84 49455P101 KINDER MORGAN INC KANS 19,511 1,551,160.61 49455U100 KINDER MORGAN MANAGEMENT LLC 1,046 54,962.74 494580103 KINDRED HEALTHCARE INC 600 18,527.65 49460W208 KINETIC CONCEPTS INC 104,400 6,943,085.72 495582108 KING PHARMACEUTICALS INC 166,893 2,521,864.55 496902206 KINROSS GOLD CORP 4,816,650 41,278,690.50 496904103 KINGSWAY FINL SVCS INC 2,579,625 42,719,200.08 497266106 KIRBY CORP 500 25,405.92 498780105 KMART HLDG CORPORATION 1,736 192,171.14 499040103 KNIGHT RIDDER INC 66,883 5,539,935.44 499063105 KNIGHT TRADING GROUP INC 4,545 53,090.27 499064103 KNIGHT TRANSN INC 15,993 433,539.54 500255104 KOHLS CORP 96,990 5,915,115.02 500467303 KONINKLIJKE AHOLD N V 8,555 65,110.00 500472303 KONINKLIJKE PHILIPS ELECTRS 29,779 861,392.26 50049M109 KOOKMIN BK NEW 26,500 1,067,346.45 500600101 KOPIN CORP 600 3,090.47 500631106 KOREA ELECTRIC PWR 860 10,806.00 500634100 KOREA FD 32,766 855,879.11 500643200 KORN FERRY INTL 2,500 57,677.44 500648100 KOS PHARMACEUTICALS INC 500 22,533.12 50064W107 KOSAN BIOSCIENCES INC 10,000 72,895.68 50075N104 KRAFT FOODS INC 83,555 3,348,485.41 501014104 KRISPY KREME DOUGHNUTS INC 935 14,980.44 501044101 KROGER CO 244,347 4,781,983.24 501052104 KRONOS INC 9,050 507,263.45 50105F105 KRONOS WORLDWIDE INC 462 23,211.96 501242101 KULICKE & SOFFA INDS INC 2,400 17,160.86 501556203 KYOCERA CORP 27,236 2,425,345.44 501577100 KYPHON INC 940 29,478.71 501803308 LCA-VISION INC 112 3,655.52 501940100 LNR PPTY CORP 800 62,680.16 502079106 LMI AEROSPACE INC 2,500 5,299.49 502161102 LSI LOGIC CORP 252,110 1,375,139.16 502392103 LTX CORP 100 684.66 502424104 L-3 COMMUNICATIONS HLDGS INC 2,700 228,938.00 50419U202 LA QUINTA CORP 5,550 54,785.66 505336107 LA Z BOY INC 1,400 26,895.47 50540L105 LABONE INC NEW 33,100 1,224,436.08 50540R409 LABORATORY CORP AMER HLDGS 68,100 3,767,962.51 505447102 LABRANCHE & CO INC 1,000 10,693.90 505754200 LADISH INC 2,800 32,423.39 505861401 LAFARGE COPPEE S A 210 5,440.00 505862102 LAFARGE NORTH AMERICA INC 2,388 137,207.80 50730R102 LAIDLAW INTL INC 2,000 41,636.60 512807108 LAM RESEARCH CORP 3,098 85,784.34 512815101 LAMAR ADVERTISING CO 14,411 758,876.57 513847103 LANCASTER COLONY CORP 800 42,689.53 514606102 LANCE INC 1,900 38,833.40 514936103 LANDAMERICA FINL GROUP INC 19,292 1,110,322.96 51508L103 LANDRYS RESTAURANTS INC 700 24,175.80 515098101 LANDSTAR SYS INC 1,400 103,967.46 517942108 LASALLE HOTEL PPTYS 1,900 66,365.44
CUSIP ISSUER DESCRIPTION TOTAL SHARES MARKET VALUE C$ OTHER INCLUDED MANAGERS 518415104 LATTICE SEMICONDUCTOR CORP 10,750 66,798.89 518439104 LAUDER ESTEE COS INC 182,466 9,553,518.49 518613104 LAUREATE EDUCATION INC 1,000 47,103.77 520776105 LAWSON PRODS INC 900 46,664.63 521050104 LAYNE CHRISTENSEN CO 2,000 38,143.68 521865105 LEAR CORP 2,708 185,357.07 52186N106 LEAPFROG ENTERPRISES INC 600 15,376.43 522015106 LEARNING TREE INTL INC 400 7,137.70 523234102 LECG CORP 4,800 102,722.16 523768109 LEE ENTERPRISES INC 800 46,916.47 524660107 LEGGETT & PLATT INC 50,258 1,787,272.73 524901105 LEGG MASON INC 73,455 4,952,031.15 524908100 LEHMAN BROS HLDGS INC 193,844 19,543,191.35 526057104 LENNAR CORP 6,670 396,446.33 526107107 LENNOX INTL INC 4,450 84,137.56 527288104 LEUCADIA NATL CORP 1,500 107,540.11 52729N100 LEVEL 3 COMMUNICATIONS INC 29,700 97,349.90 52742P108 LEVITT CORP 312 9,263.22 52886P104 LEXAR MEDIA INC 2,650 28,137.61 528872104 LEXICON GENETICS INC 2,300 19,181.94 529043101 LEXINGTON CORP PPTYS TR 38,700 1,063,286.00 529771107 LEXMARK INTL NEW 82,916 8,814,595.39 529898108 LIBBEY INC 400 9,466.31 530370105 LIBERTY CORP S C 600 30,175.77 530718105 LIBERTY MEDIA CORP NEW 459,714 5,072,493.29 530719103 LIBERTY MEDIA INTL INC 5,409 228,237.73 531172104 LIBERTY PPTY TR 2,500 126,048.78 53215R100 LIFEPOINT INC 4,800 1,700.90 532192101 LIFELINE SYS INC 3,700 114,347.50 53219L109 LIFEPOINT HOSPITALS INC 3,141 119,292.53 53220K207 LIGAND PHARMACEUTICALS INC 14,050 178,165.39 532226107 LIGHTBRIDGE INC 657 4,007.67 532257805 LIGHTPATH TECHNOLOGIES INC 150 939.67 532457108 LILLY ELI & CO 342,050 25,988,871.42 532716107 LIMITED BRANDS INC 80,192 2,262,013.39 532791100 LINCARE HLDGS INC 3,730 140,246.10 533900106 LINCOLN ELEC HLDGS INC 1,200 47,625.18 534187109 LINCOLN NATL CORP IND 179,410 10,531,008.37 535555106 LINDSAY MFG CO 6,500 220,705.59 535678106 LINEAR TECHNOLOGY CORP 100,822 4,624,053.02 535679104 LINENS N THINGS INC 5,200 152,478.53 537008104 LITTELFUSE INC 4,300 187,907.60 539320101 LIZ CLAIBORNE INC 51,255 2,445,682.46 539830109 LOCKHEED MARTIN CORP 192,903 13,616,359.74 540211109 LODGENET ENTMT CORP 1,500 25,057.89 540424108 LOEWS CORP 129,967 9,608,810.16 542312103 LONE STAR TECHNOLOGIES INC 2,300 110,026.92 543162101 LONGS DRUG STORES CORP 2,505 76,718.91 543213102 LONGVIEW FIBRE CO 1,700 32,809.38 546347105 LOUISIANA PAC CORP 22,092 725,523.87 548661107 LOWES COS INC 435,511 29,223,338.17 549271104 LUBRIZOL CORP 1,063 46,546.68 549463107 LUCENT TECHNOLOGIES INC 790,723 3,166,984.07 55027E102 LUMINEX CORP DEL 1,100 9,925.71 55068R202 LUXOTTICA GROUP S P A 167,436 3,782,390.54 550819106 LYDALL INC DEL 1,550 18,242.90 551146103 LYNCH INTERACTIVE CORP 700 31,005.98 552078107 LYONDELL CHEMICAL CO 3,850 109,433.37 55261F104 M & T BK CORP 18,926 2,292,187.19 55261R108 MAF BANCORP INC 22,910 1,250,500.46
CUSIP ISSUER DESCRIPTION TOTAL SHARES MARKET VALUE C$ OTHER INCLUDED MANAGERS 55262C100 MBIA INC 23,203 1,709,310.84 55262L100 MBNA CORP 453,292 14,436,201.05 55264U108 MB FINANCIAL INC NEW 600 30,099.84 552676108 M D C HLDGS INC 532 49,216.23 552690109 MDU RES GROUP INC 2,491 83,004.93 552691107 MCI INC 9,127 193,473.80 55269P302 MDS INC 3,300,834 63,970,162.92 552715104 MEMC ELECTR MATLS INC 3,700 39,707.90 552848103 MGIC INVT CORP WIS 15,641 1,317,321.82 552880106 MGI PHARMA INC 165,598 5,593,491.33 552953101 MGM MIRAGE 2,754 173,046.37 55304X104 MI DEVS INC 486,823 15,850,956.88 55306N104 MKS INSTRUMENT INC 9,853 191,032.19 55309W101 MMO2 PLC 25 529.00 553409103 MPS GROUP INC 19,610 208,714.63 553477100 MRV COMMUNICATIONS INC 6,075 19,220.54 553530106 MSC INDL DIRECT INC 14,000 603,819.22 55377A106 MTC TECHNOLOGIES INC 100 3,496.71 554273102 MACDERMID INC 3,100 113,616.02 554382101 MACERICH CO 1,018 68,655.10 554489104 MACK CALI RLTY CORP 1,050 58,867.06 555904101 MACROVISION CORP 2,920 88,985.38 556100105 MACROMEDIA INC 1,700 43,200.81 559079207 MAGELLAN HEALTH SVCS INC 700 32,387.96 559080106 MAGELLAN MIDSTREAM PRTNRS LP 950 66,100.94 559181102 MAGMA DESIGN AUTOMATION 3,100 59,161.93 559211107 MAGNA ENTMT CORP 1,926 13,154.83 559222401 MAGNA INTL INC 1,273,322 119,065,759.34 55972F203 MAGNUM HUNTER RES INC 5,375 78,498.90 559775101 MAGUIRE PPTYS INC 1,743 53,624.30 562567107 MANDALAY RESORT GROUP 1,230 106,862.41 562750109 MANHATTAN ASSOCS INC 1,650 50,992.81 564055101 MANOR CARE INC NEW 173,334 6,572,110.80 56418H100 MANPOWER INC 66,250 3,730,161.17 564682102 MANUFACTURED HOME CMNTYS INC 3,100 130,407.33 565011103 MANUGISTICS GROUP INC 2,500 7,530.02 56501R106 MANULIFE FINL CORP 15,347,758 850,265,792.80 565849106 MARATHON OIL CORP 248,096 12,961,007.41 567908108 MARINEMAX INC 3,500 99,750.65 570535104 MARKEL CORP 750 292,721.72 571748102 MARSH & MCLENNAN COS INC 633,224 36,590,191.57 571834100 MARSHALL & ILSLEY CORP 257,206 13,117,934.25 571903202 MARRIOTT INTL INC NEW 46,366 3,048,934.41 572901106 MARTEK BIOSCIENCES CORP 18,800 1,157,259.42 573284106 MARTIN MARIETTA MATLS INC 1,000 57,291.45 57383M108 MARVEL ENTERPRISES INC 1,875 34,549.52 574599106 MASCO CORP 75,811 3,312,898.36 575384102 MASONITE INTL CORP 804,811 25,611,598.70 576206106 MASSEY ENERGY CORP 3,000 108,543.67 576674105 MATERIAL SCIENCES CORP 4,400 75,117.99 57685P304 MATRIXONE INC 10,050 64,357.01 576879209 MATSUSHITA ELEC INDL 460,901 7,467,937.78 577081102 MATTEL INC 186,447 4,271,241.28 577128101 MATTHEWS INTL CORP 7,600 325,863.94 577729205 MAXTOR CORP 5,600 36,852.82 57772K101 MAXIM INTEGRATED PRODS INC 242,857 12,997,733.23 577776107 MAXYGEN INC 1,100 13,767.92 577778103 MAY DEPT STORES CO 205,164 6,648,426.45 577914104 MAVERICK TUBE CORP 800 31,193.28 577933104 MAXIMUS INC 4,700 171,364.33
CUSIP ISSUER DESCRIPTION TOTAL SHARES MARKET VALUE C$ OTHER INCLUDED MANAGERS 578592107 MAYTAG CORP 53,728 1,249,076.79 579064106 MCAFEE INC 223,260 5,679,188.53 579489105 MCCLATCHY CO 750 67,229.18 579780206 MCCORMICK & CO INC 46,036 2,000,677.93 580031201 MCDATA CORP 4,673 29,745.90 580135101 MCDONALDS CORP 317,219 11,245,973.73 580645109 MCGRAW HILL COS INC 111,827 11,171,689.96 58155Q103 MCKESSON CORP 217,057 7,045,964.87 583334107 MEADWESTVACO CORP 64,764 2,614,590.36 583538103 MECHANICAL TECHNOLOGY INC 1,250 6,359.39 583916101 MEDAREX INC 9,400 87,793.73 583928106 MEDALLION FINL CORP 650 7,444.60 58405U102 MEDCO HEALTH SOLUTIONS INC 55,292 2,162,020.85 584404107 MEDIA GEN INC 650 46,024.89 584459101 MEDIA SVCS GROUP INC 73 1,004.00 58463F104 MEDICAL STAFFING NETWK HLDGS 650 5,050.81 584688105 MEDICINES CO 191,271 5,843,401.16 584690309 MEDICIS PHARMACEUTICAL CORP 20,000 988,141.44 584699102 MEDIMMUNE INC 496,763 14,899,678.43 58500P107 MEDIS TECHNOLOGIES LTD 4,000 56,899.13 585055106 MEDTRONIC INC 591,853 38,864,184.89 58551A108 MELLON FINL CORP 631,434 22,006,601.64 586002107 MEMBERWORKS INC 1,300 43,170.44 58606R403 MEMORY PHARMACEUTICALS CORP 1,900 18,442.86 587118100 MENS WEARHOUSE INC 750 27,573.17 587188103 MENTOR CORP MINN 1,400 59,673.21 587200106 MENTOR GRAPHICS CORP 3,077 42,698.79 587405101 MERCANTILE BANKSHARES CORP 16,040 973,560.28 589331107 MERCK & CO INC 987,467 41,195,610.71 589378108 MERCURY COMPUTER SYS 5,750 195,894.48 589400100 MERCURY GENL CORP NEW 950 63,588.19 589405109 MERCURY INTERACTIVE CORP 175,180 7,732,862.83 589433101 MEREDITH CORP 15,087 981,016.47 589584101 MERIDIAN BIOSCIENCE INC 2,800 47,129.08 58984Y103 MERISTAR HOSPITALITY CORP 3,550 24,485.23 589975101 MERIDIAN GOLD INC 1,721,505 36,153,856.30 59001A102 MERITAGE HOMES CORP 340 33,820.56 590188108 MERRILL LYNCH & CO INC 867,690 54,462,549.18 59139P104 METASOLV INC 2,200 7,155.42 59151K108 METHANEX CORP 1,414,367 26,731,536.10 591520200 METHODE ELECTRS INC 86,200 1,395,266.34 59156R108 METLIFE INC 189,141 9,251,549.72 591598107 METRIS COS INC 5,950 73,643.62 591610100 METRO GOLDWYN MAYER INC 4,650 68,087.22 592688105 METTLER TOLEDO INTERNATIONAL 58,000 3,466,037.72 594087108 MICHAELS STORES INC 1,193 89,395.33 594793101 MICREL INC 2,900 38,205.69 594918104 MICROSOFT CORP 5,717,654 198,475,937.25 594960106 MICROVISION INC WASH 550 4,120.63 595017104 MICROCHIP TECHNOLOGY INC 169,602 5,760,932.53 595094103 MICROMUSE INC 1,300 6,054.39 595112103 MICRON TECHNOLOGY INC 110,922 1,677,469.89 595137100 MICROSEMI CORP 6,000 107,065.53 595635103 MIDCAP SPDR TR 145 18,743.00 597486109 MIDLAND CO 1,450 50,188.55 597911106 MIDWEST AIR GROUP INC 3,200 11,946.79 599902103 MILLENNIUM PHARMACEUTICALS I 116,479 2,020,480.73 599903101 MILLENNIUM CHEMICALS INC 1,150 30,868.66 60032R106 MILLEA HOLDINGS INC 1,180 90,327.00 600544100 MILLER HERMAN INC 10,200 318,197.24
CUSIP ISSUER DESCRIPTION TOTAL SHARES MARKET VALUE C$ OTHER INCLUDED MANAGERS 601073109 MILLIPORE CORP 62,828 3,804,648.02 601148109 MILLS CORP 1,450 95,183.91 602682106 MINDSPEED TECHNOLOGIES INC 1,600 4,049.76 602720104 MINE SAFETY APPLIANCES CO 850 43,803.22 602900102 MINEFINDERS LTD 370,550 3,223,785.00 603158106 MINERALS TECHNOLOGIES INC 5,850 435,768.10 60466E100 MIRAMAR MINING CORP 1,891,300 3,026,080.00 605203108 MISSION WEST PPTYS INC 800 10,478.75 606816106 MITSUBISHI TOKYO FINL GROUP 19,051 189,239.00 606827202 MITSUI & CO LTD 89 17,830.00 607828100 MODINE MFG CO 1,436 54,719.80 608190104 MOHAWK INDS INC 2,134 214,407.28 60851C107 MOLECULAR DEVICES CORP 1,200 35,794.82 608554101 MOLEX INC 29,364 1,108,159.22 60886R103 MONACO COACH CORP 1,975 54,113.34 609200100 MONDAVI ROBERT CORP 850 42,135.85 60935Y109 MONEYGRAM INTL INC 102,700 2,219,921.50 610236101 MONRO MUFFLER BRAKE INC 5,475 151,396.16 61166W101 MONSANTO CO NEW 84,677 3,902,848.72 611742107 MONSTER WORLDWIDE INC 77,040 2,402,350.03 615369105 MOODYS CORP 23,074 2,138,995.28 617446448 MORGAN STANLEY 432,323 26,578,624.79 61745C105 MORGAN STANLEY INDIA INVS FD 42,936 1,238,355.15 61980V107 MOTIVE INC 3,400 48,321.23 619903107 MOTHERS WK INC 1,100 20,185.52 620076109 MOTOROLA INC 1,062,890 24,258,075.80 624756102 MUELLER INDS INC 1,450 78,815.29 625453105 MULTIMEDIA GAMES INC 79,900 1,567,320.40 626717102 MURPHY OIL CORP 52,540 5,763,045.81 62852P103 MYKROLIS CORP 11,823 150,673.36 628530107 MYLAN LABS INC 178,375 4,063,364.66 62855J104 MYRIAD GENETICS INC 85,550 1,851,379.42 62856E104 MYOGEN INC 12,000 123,011.46 628782104 NBTY INC 1,100 30,013.78 62886E108 NCR CORP NEW 91,215 5,724,527.93 62913F201 NII HLDGS INC 7,900 412,011.19 629156407 NL INDS INC 900 20,855.00 629248105 NMS COMMUNICATIONS CORP 300 1,852.77 629337106 NN INC 900 13,041.49 62936P103 NPS PHARMACEUTICALS INC 106,761 2,942,464.18 629377508 NRG ENERGY INC 1,930 65,801.26 62940M104 NTL INC DEL 2,668 209,578.57 62940M138 NTL INC DEL 42 284.64 62942M201 NTT DOCOMO INC 132,312 2,679,019.00 62944T105 NVR INC 200 139,463.61 629519109 NABI BIOPHARMACEUTICALS 66,300 1,122,661.81 630075109 NANOGEN INC 738 3,367.00 631100104 NASDAQ 100 TR 1,796 75,126.00 631158102 NASH FINCH CO 1,050 41,791.62 632525408 NATIONAL AUSTRALIA BK LTD 61,180 7,528,785.09 635405103 NATIONAL CITY CORP 134,480 6,561,272.59 63545P104 NATIONAL COMMERCE FINL CORP 7,809 338,086.48 63607P208 NATIONAL FINL PARTNERS CORP 3,685 166,861.88 636180101 NATIONAL FUEL GAS CO N J 1,800 64,535.46 636274102 NATIONAL GRID TRANSCO PLC 99,336 5,172,673.71 636518102 NATIONAL INSTRS CORP 2,025 77,574.10 637071101 NATIONAL-OILWELL INC 15,624 649,739.24 637229105 NATIONAL PROCESSING INC 1,750 58,734.18 637640103 NATIONAL SEMICONDUCTOR CORP 262,396 5,143,153.72 638522102 NATIONAL WESTN LIFE INS CO 150 30,923.71
CUSIP ISSUER DESCRIPTION TOTAL SHARES MARKET VALUE C$ OTHER INCLUDED MANAGERS 638539882 NATIONAL WESTMINSTER BK PLC 1,900 59,607.00 638612101 NATIONWIDE FINL SVCS INC 2,200 95,399.50 638620104 NATIONWIDE HEALTH PPTYS INC 1,600 42,016.26 63910B102 NAUTILUS GROUP INC 600 17,153.26 63934E108 NAVISTAR INTL CORP NEW 8,431 396,811.80 63936L100 NAVTEQ CORP 55,500 2,503,283.21 639480102 NDCHEALTH CORP 1,100 22,343.29 64015Y104 NEIGHBORCARE INC 46,407 1,488,815.10 640204202 NEIMAN MARCUS GROUP INC 1,700 123,707.51 640268108 NEKTAR THERAPEUTICS 123,281 2,258,604.96 640520300 NEORX CORP 44,000 95,219.98 640919106 NEOPHARM INC 759 8,222.33 64110L106 NETFLIX COM INC 800 15,611.82 64110P107 NETEGRITY INC 7,107 67,546.92 64115P102 NETIQ CORP 8,900 120,518.33 64120L104 NETWORK APPLIANCE INC 150,529 4,379,831.80 64125C109 NEUROCRINE BIOSCIENCES INC 180,000 10,743,000.84 64125K101 NEUROCHEM INC 223,950 4,844,038.50 64352D101 NEW CENTURY FINANCIAL CORP 750 57,158.57 644398109 NEW FRONTIER MEDIA INC 2,200 21,466.26 645526104 NEW HORIZONS WORLDWIDE INC 3,500 19,002.23 646025106 NEW JERSEY RES 500 26,196.89 648053106 NEW PLAN EXCEL RLTY TR INC 1,630 51,571.16 649445103 NEW YORK CMNTY BANCORP INC 9,287 241,409.96 650111107 NEW YORK TIMES CO 133,789 6,620,252.93 650203102 NEWALLIANCE BANCSHARES INC 2,550 46,309.64 65105M108 NEWCASTLE INVT CORP 730 28,362.24 651229106 NEWELL RUBBERMAID INC 206,418 5,231,302.77 651290108 NEWFIELD EXPL CO 900 69,752.05 651639106 NEWMONT MINING CORP 1,114,990 63,061,281.35 651718504 NEWPARK RES INC 3,300 25,057.89 651824104 NEWPORT CORP 5,900 85,643.57 652487802 NEWS CORP LTD 180,493 7,082,527.80 65332V103 NEXTEL COMMUNICATIONS INC 763,477 22,634,273.52 65333F107 NEXTEL PARTNERS INC 164,300 3,447,477.16 65334H102 NEXEN INC 2,408,698 127,030,922.25 654086107 NICOR INC 5,534 257,030.42 654106103 NIKE INC 81,107 0.00 65440K106 99 CENTS ONLY STORES 1,570 28,273.78 654624105 NIPPON TELEG & TEL CORP 85,144 2,145,267.12 65473P105 NISOURCE INC 98,578 2,621,110.70 654744408 NISSAN MOTORS 44,885 1,157,943.00 654902204 NOKIA CORP 498,595 8,638,473.75 655044105 NOBLE ENERGY INC 6,300 464,345.48 655286102 NOLAND CO 600 32,613.22 65535H208 NOMURA HLDGS INC 101,021 1,649,524.05 655422103 NORANDA INC 1,979,304 43,544,688.00 655663102 NORDSON CORP 29,450 1,279,494.46 655664100 NORDSTROM INC 39,572 1,915,072.38 655844108 NORFOLK SOUTHERN CORP 106,006 3,989,796.27 656531605 NORSK HYDRO A S 4,344 378,936.00 656568102 NORTEL NETWORKS CORP NEW 57,780,314 247,305,861.21 659424105 NORTH FORK BANCORPORATION NY 25,446 1,431,431.59 66304M105 NORTH VALLEY BANCORP 1,350 30,513.68 664397106 NORTHEAST UTILS 2,171 53,274.20 665575106 NORTHERN ORION RES INC 372,400 1,191,680.00 665859104 NORTHERN TR CORP 200,375 10,346,250.92 666416102 NORTHGATE MINERALS CORP 2,116,450 5,079,480.00 666807102 NORTHROP GRUMMAN CORP 241,846 16,306,723.26 667280101 NORTHWEST AIRLS CORP 1,450 15,065.74
CUSIP ISSUER DESCRIPTION TOTAL SHARES MARKET VALUE C$ OTHER INCLUDED MANAGERS 667328108 NORTHWEST BANCORP INC PA 4,228 121,301.40 667655104 NORTHWEST NAT GAS CO 550 22,085.75 66977W109 NOVA CHEMICALS CORP 1,309,118 63,832,593.68 66987E206 NOVAGOLD RES INC 593,750 4,726,250.00 66987M604 NOVATEL WIRELESS INC 76 2,260.27 66987V109 NOVARTIS A G 273,276 16,066,926.38 669947400 NOVASTAR FINL INC 1,000 55,177.98 669967101 NUANCE COMMUNICATIONS INC 1,500 8,067.88 670006105 NOVELL INC 487,277 3,891,209.20 670008101 NOVELLUS SYS INC 214,154 7,206,490.79 670009109 NOVEN PHARMACEUTICALS INC 5,500 145,057.34 67010C100 NOVOSTE CORP 500 1,037.75 67018T105 NU SKIN ENTERPRISES INC 2,000 59,506.16 67019E107 NSTAR 1,400 86,993.91 670346105 NUCOR CORP 81,884 9,468,517.42 67066G104 NVIDIA CORP 25,547 469,446.20 670704105 NUVASIVE INC 1,900 25,392.00 670712108 NYFIX INC 300 2,308.36 670837103 OGE ENERGY CORP 1,800 57,473.69 67083Q101 OCA INC 3,900 23,394.96 670872100 OM GROUP INC 450 20,820.83 67090F106 NUVEEN INVTS INC 1,500 56,190.42 671040103 OSI PHARMACEUTICALS INC 46,850 3,644,025.94 673662102 OAKLEY INC 1,500 22,590.07 674599105 OCCIDENTAL PETE CORP DEL 75,703 5,358,425.76 675234108 OCEANFIRST FINL CORP 1,500 46,053.36 675746101 OCWEN FINL CORP 1,900 22,001.59 67611V101 ODYSSEY HEALTHCARE INC 1,012 22,733.07 67612W108 ODYSSEY RE HLDGS CORP 2,693 75,178.76 676220106 OFFICE DEPOT INC 211,010 4,013,666.89 676255102 OFFSHORE LOGISTICS INC 1,650 71,874.38 677240103 OHIO CAS CORP 16,400 434,402.57 680033107 OLD NATL BANCORP IND 2,343 73,655.16 680223104 OLD REP INTL CORP 6,415 203,206.14 680665205 OLIN CORP 3,278 82,969.46 681904108 OMNICARE INC 213,019 7,645,464.50 681919106 OMNICOM GROUP INC 168,876 15,607,441.52 681936100 OMEGA HEALTHCARE INVS INC 5,800 78,980.44 682092101 OMEGA FINL CORP 600 26,272.82 682128103 OMNIVISION TECHNOLOGIES INC 14,246 255,110.71 682159108 ON ASSIGNMENT INC 300 1,685.71 682189105 ON SEMICONDUCTOR CORP 4,200 16,636.92 682680103 ONEOK INC NEW 1,522 49,784.97 683399109 ONYX PHARMACEUTICALS INC 108,190 5,888,922.94 68370R109 OPEN JT STK CO-VIMPEL COMMUN 12,600 1,734,917.18 683715106 OPEN TEXT CORP 560,188 12,154,313.05 683718308 OPENWAVE SYS INC 3,450 38,202.86 68371P102 OPEN SOLUTIONS INC 1,700 53,721.33 68375Q106 OPLINK COMMUNICATIONS INC 13,100 29,675.88 683827208 OPTICAL CABLE CORP 81 466.42 68388R208 OPTIMAL GROUP INC 4,708 51,476.00 68389X105 ORACLE CORP 2,668,654 37,932,538.55 68554V108 ORASURE TECHNOLOGIES INC 45,100 359,580.72 68571P506 ORCHID BIOSCIENCES INC 830 8,434.76 685921108 OREZONE RES INC 847,000 1,194,270.00 686091109 O REILLY AUTOMOTIVE INC 39,600 1,918,933.22 686330101 ORIX CORP 1,055 63,984.00 688239201 OSHKOSH TRUCK CORP 37,941 2,739,806.23 689648103 OTTER TAIL CORP 850 27,430.80 689899102 OUTBACK STEAKHOUSE INC 26,150 1,374,399.32
CUSIP ISSUER DESCRIPTION TOTAL SHARES MARKET VALUE C$ OTHER INCLUDED MANAGERS 690113105 OUTLOOK GROUP CORP 4,250 40,823.48 690322102 OVERNITE CORP 3,300 131,261.58 690368105 OVERSEAS SHIPHOLDING GROUP I 1,100 69,104.09 690732102 OWENS & MINOR INC NEW 950 30,537.72 690768403 OWENS ILL INC 2,700 54,671.76 69325Q105 PC-TEL INC 2,200 22,997.57 693282105 PDF SOLUTIONS INC 5,200 79,957.45 69329T105 PDS GAMING CORP 4,650 11,887.31 69329V100 PDI INC 1,597 54,549.04 69331C108 PG&E CORP 66,436 2,555,973.63 69333Y108 P F CHANGS CHINA BISTRO INC 25,700 1,577,119.55 693419202 PMA CAP CORP 1,150 10,988.14 69344F106 PMC-SIERRA INC 93,750 1,045,265.20 69344M101 PMI GROUP INC 4,508 230,279.68 693475105 PNC FINL SVCS GROUP INC 100,477 6,879,283.90 693483109 POSCO 81,500 3,903,937.00 69349H107 PNM RES INC 1,350 38,458.17 693506107 PPG INDS INC 30,720 2,382,425.21 69351T106 PPL CORP 30,491 1,820,576.42 69360J107 PS BUSINESS PKS INC CALIF 944 47,607.97 69366A100 PSS WORLD MED INC 5,050 64,165.92 693718108 PACCAR INC 30,051 2,628,705.70 69373H106 PACER INTL INC TENN 57,000 1,183,036.14 69404P101 PACIFIC CAP BANCORP NEW 1,333 49,900.81 694873100 PACIFIC SUNWEAR CALIF INC 54,999 1,465,163.87 695112102 PACIFICARE HEALTH SYS DEL 1,800 83,602.23 695156109 PACKAGING CORP AMER 2,050 63,484.42 695210104 PACKETEER INC 4,800 65,666.86 695257105 PACTIV CORP 250,326 7,365,601.61 696429307 PALL CORP 111,801 3,463,669.22 69713P107 PALMONE INC 2,011 76,989.49 697154102 PALMSOURCE INC 591 15,377.74 697900108 PAN AMERICAN SILVER CORP 728,245 15,700,962.20 69806L104 PAN PACIFIC RETAIL PPTYS INC 500 34,233.13 69840W108 PANERA BREAD CO 700 33,256.12 698657103 PANTRY INC 700 22,297.73 698813102 PAPA JOHNS INTL INC 1,000 38,827.07 698884103 PAR TECHNOLOGY CORP 3,000 34,777.31 69888P106 PAR PHARMACEUTICAL COS INC 700 31,829.85 69911G107 PARADYNE NETWORKS INC 5,033 27,575.00 699173100 PARAMETRIC TECHNOLOGY CORP 32,862 219,587.30 699462107 PAREXEL INTL CORP 2,850 70,693.62 700658107 PARK NATL CORP 300 48,304.78 700666100 PARK OHIO HLDGS CORP 2,150 48,704.69 701094104 PARKER HANNIFIN CORP 19,116 1,423,956.06 701354102 PARKERVISION INC 1,800 8,998.06 70159Q104 PARKWAY PPTYS INC 2,400 141,083.51 70211M109 PARTNER COMMUNICATIONS CO LT 233,900 2,027,683.19 703224105 PATINA OIL & GAS CORP 3,000 112,266.94 70322A101 PATHMARK STORES INC NEW 1,300 7,979.29 703395103 PATTERSON COMPANIES INC 14,550 1,409,756.89 703481101 PATTERSON UTI ENERGY INC 3,900 94,122.75 704326107 PAYCHEX INC 116,320 4,438,119.96 704379106 PAYLESS SHOESOURCE INC 3,711 47,575.10 704549104 PEABODY ENERGY CORP 1,579 118,899.06 705015105 PEARSON PLC 72,877 998,137.27 705107100 PEC SOLUTIONS INC 500 7,416.12 705221109 PECO II INC 6,500 5,511.47 705324101 PEDIATRIX MED GROUP 450 31,236.94 705904605 PEGASUS COMMUNICATIONS CORP 320 3,037.32
CUSIP ISSUER DESCRIPTION TOTAL SHARES MARKET VALUE C$ OTHER INCLUDED MANAGERS 707247102 PENN-AMER GROUP INC 2,325 40,046.12 707569109 PENN NATL GAMING INC 729 37,272.47 708160106 PENNEY J C INC 46,374 2,070,534.36 708352109 PENNROCK FINL SVCS CORP 1,100 38,644.83 709102107 PENNSYLVANIA RL ESTATE INVT 800 39,140.93 709631105 PENTAIR INC 1,900 83,942.67 709754105 PENWEST PHARMACEUTICALS CO 13,100 187,173.58 710198102 PEOPLES BK BRIDGEPORT CONN 1,500 67,827.15 711030106 PEOPLES ENERGY CORP 23,840 1,257,515.28 712713106 PEOPLESOFT INC 216,555 5,439,226.73 713278109 PEP BOYS MANNY MOE & JACK 3,162 56,023.37 713291102 PEPCO HOLDINGS INC 5,797 145,795.51 713409100 PEPSI BOTTLING GROUP INC 160,070 5,498,942.54 71343P200 PEPSIAMERICAS INC 3,300 79,767.62 713448108 PEPSICO INC 916,869 55,854,468.59 713755106 PERFORMANCE FOOD GROUP CO 8,000 239,948.28 713831105 PERICOM SEMICONDUCTOR CORP 1,450 17,726.56 714046109 PERKINELMER INC 54,837 1,195,050.18 714265105 PEROT SYS CORP 134,200 2,727,579.17 714290103 PERRIGO CO 2,250 58,515.87 716016209 PETCO ANIMAL SUPPLIES 650 26,866.36 71644E102 PETRO-CDA 6,456,796 424,469,769.04 71649P102 PETROKAZAKHSTAN INC 944,970 40,548,662.70 71654V101 PETROLEO BRASILEIRO SA PETRO 70,456 2,838,626.21 71654V408 PETROLEO BRASILEIRO SA PETRO 98,120 4,377,195.75 716768106 PETSMART INC 106,185 3,815,117.10 716933106 PHARMACYCLICS INC 600 7,828.69 717081103 PFIZER INC 5,192,830 198,794,631.52 717124101 PHARMACEUTICAL PROD DEV INC 800 36,447.84 71715B409 PHARMION CORP 10,400 680,408.28 717265102 PHELPS DODGE CORP 12,583 1,461,897.10 717528103 PHILADELPHIA CONS HLDG CORP 400 27,902.85 71902E109 PHOENIX COS INC NEW 6,421 83,112.99 719153108 PHOENIX TECHNOLOGY LTD 650 4,104.81 719364101 PHOTON DYNAMICS INC 1,000 25,690.67 720186105 PIEDMONT NAT GAS INC 600 33,364.96 720279108 PIER 1 IMPORTS INC 1,932 44,206.37 721467108 PILGRIMS PRIDE CORP 1,500 51,406.64 723481107 PINNACLE SYS INC 1,400 7,388.28 723484101 PINNACLE WEST CAP CORP 63,250 3,321,910.56 723787107 PIONEER NAT RES CO 165,900 7,239,239.61 724078100 PIPER JAFFRAY COS 7,000 350,718.77 724479100 PITNEY BOWES INC 92,352 5,154,234.85 725811103 PIXAR 1,050 104,844.49 725906101 PLACER DOME INC 6,892,251 173,683,540.49 726503105 PLAINS ALL AMERN PIPELINE L 1,722 78,410.39 726505100 PLAINS EXPL& PRODTN CO 1,167 35,238.76 727493108 PLANTRONICS INC NEW 1,600 87,555.81 728117300 PLAYBOY ENTERPRISES INC 53,900 684,859.98 72813P100 PLAYTEX PRODS INC 460,000 3,667,563.90 729132100 PLEXUS CORP 12,200 170,454.40 72919P103 PLUG POWER INC 1,750 14,196.31 729251108 PLUM CREEK TIMBER CO INC 28,422 1,260,010.26 730448107 POGO PRODUCING CO 1,250 75,062.93 731068102 POLARIS INDS INC 3,600 254,314.80 731572103 POLO RALPH LAUREN CORP 2,100 96,658.91 73172K104 POLYCOM INC 3,740 93,811.17 73179P106 POLYONE CORP 500 4,758.47 731822102 POMEROY IT SOLUTIONS INC 1,100 17,624.05 733174106 POPULAR INC 5,500 183,061.81
CUSIP ISSUER DESCRIPTION TOTAL SHARES MARKET VALUE C$ OTHER INCLUDED MANAGERS 736126301 PORTAL SOFTWARE INC 540 1,865.67 737273102 PORTUGAL TELECOM SGPS S A 1,753 22,967.00 737464107 POST PPTYS INC 1,908 72,198.62 73755L107 POTASH CORP SASK INC 1,850,902 149,935,598.47 737628107 POTLATCH CORP 750 44,430.30 739276103 POWER INTEGRATIONS INC 1,550 40,075.54 739363109 POWERWAVE TECHNOLOGIES INC 2,250 17,540.52 739421105 PRAECIS PHARMACEUTICALS INC 3,700 10,301.58 74005P104 PRAXAIR INC 68,783 3,719,916.56 740065107 PRE PAID LEGAL SVCS INC 300 9,749.80 740189105 PRECISION CASTPARTS CORP 1,050 79,796.09 74022D100 PRECISION DRILLING CORP 898,097 65,228,785.50 74045Q104 PREMCOR INC 1,700 82,830.25 740706106 PRENTISS PPTYS TR 1,850 84,285.63 740884101 PRESIDENTIAL LIFE CORP 1,400 30,439.01 741437305 PRICE COMMUNICATIONS CORP 2,257 43,559.28 74144T108 PRICE T ROWE GROUP INC 293,512 18,921,872.44 741503403 PRICELINE COM INC 31,439 882,091.68 74153Q102 PRIDE INTL INC DEL 2,740 68,623.94 74157K101 PRIMEDIA INC 8,656 25,743.31 741917108 PRIME HOSPITALITY CORP 3,000 46,205.23 74251V102 PRINCIPAL FINANCIAL GROUP IN 326,743 14,873,940.44 74264T102 PRIORITY HEALTHCARE CORP 2,398 61,151.00 74267C106 PROASSURANCE CORP 800 35,455.65 742718109 PROCTER & GAMBLE CO 1,424,743 95,226,020.35 743263105 PROGRESS ENERGY INC 64,365 3,448,894.70 743312100 PROGRESS SOFTWARE CORP 66,600 1,677,284.04 743315103 PROGRESSIVE CORP OHIO 100,287 10,756,318.54 743410102 PROLOGIS 26,617 1,187,064.49 743674103 PROTECTIVE LIFE CORP 81,100 4,034,625.29 74369L103 PROTEIN DESIGN LABS INC 157,700 3,907,722.26 743859100 PROVIDENT BANKSHARES CORP 5,955 252,844.55 74386K104 PROVIDENT ENERGY TR 1 11.20 74386T105 PROVIDENT FINL SVCS INC 1,500 32,746.11 743977100 PROVINCE HEALTHCARE CO 65,750 1,740,751.37 74406A102 PROVIDIAN FINL CORP 46,297 909,672.77 744290305 PROXYMED PHARMACY INC 1,680 21,197.46 744320102 PRUDENTIAL FINL INC 743,203 44,241,501.43 744573106 PUBLIC SVC ENTERPRISE GROUP 39,845 2,148,140.77 74460D109 PUBLIC STORAGE INC 3,600 225,748.81 745310102 PUGET ENERGY INC NEW 57,350 1,647,549.94 745769109 PULITZER INC 34,800 2,175,632.32 745867101 PULTE HOMES INC 20,803 1,615,702.51 746927102 QLT INC 964,262 20,143,433.38 74726X105 QRS CORP 800 7,006.08 747277101 QLOGIC CORP 185,053 6,934,479.13 747525103 QUALCOMM INC 796,566 39,349,245.31 747582104 QUALITY SYS INC 135 8,629.60 74762E102 QUANTA SVCS INC 5,496 42,080.55 747906204 QUANTUM CORP 2,069 6,048.56 748203106 QUEBECOR WORLD INC 1,667,818 47,032,467.20 74834L100 QUEST DIAGNOSTICS INC 163,137 18,125,484.87 74834T103 QUEST SOFTWARE INC 8,050 113,286.97 748356102 QUESTAR CORP 1,800 104,377.50 74837R104 QUICKSILVER RESOURCES INC 1,700 70,287.38 74838C106 QUIKSILVER INC 2,200 70,774.62 749056107 QUIXOTE CORP 1,200 29,279.76 749117206 QUOTESMITH COM INC 1,966 13,062.37 749121109 QWEST COMMUNICATIONS INTL IN 558,569 2,353,967.00 749136107 R & G FINANCIAL CORP 750 36,685.13
CUSIP ISSUER DESCRIPTION TOTAL SHARES MARKET VALUE C$ OTHER INCLUDED MANAGERS 74955W307 R H DONNELLEY CORP 99,700 6,228,014.54 749607107 RLI CORP 1,072 50,942.94 749685103 RPM INTL INC 2,950 65,894.02 749719100 RSA SEC INC 129,496 3,160,078.46 749941100 RF MICRODEVICES INC 4,550 36,507.32 750236101 RADIAN GROUP INC 33,600 1,965,814.25 75040P108 RADIO ONE INC 2,100 37,977.89 75040P405 RADIO ONE INC 68,300 1,229,999.43 750438103 RADIOSHACK CORP 101,256 3,659,389.60 75086X106 RAINDANCE COMM 2,250 4,470.56 750875106 RAINMAKER SYSTEMS 4,300 8,706.98 750917106 RAMBUS INC DEL 2,900 57,583.79 751028101 RALCORP HLDGS INC NEW 1,830 83,606.03 75281A109 RANGE RES CORP 3,750 83,004.26 753820109 RARE HOSPITALITY INTL INC 1,396 47,082.76 754730109 RAYMOND JAMES FINANCIAL INC 1,725 52,655.74 754907103 RAYONIER INC 1,174 67,215.59 755081106 RAYOVAC CORP 900 30,012.52 755111507 RAYTHEON CO 524,975 25,232,666.47 755267101 READERS DIGEST ASSN INC 4,204 77,624.23 75605L104 REALNETWORKS INC 8,143 48,023.04 756109104 REALTY INCOME CORP 900 51,288.94 75621K106 RECKSON ASSOCS RLTY CORP 2,617 95,218.40 756577102 RED HAT INC 554,000 8,581,643.93 75689M101 RED ROBIN GOURMET BURGERS IN 1,500 82,899.85 757209507 REDBACK NETWORKS INC 81 535.10 758075402 REDWOOD TR INC 400 31,598.25 758110100 REEBOK INTL LTD 24,578 1,139,674.53 758204101 REED ELSEVIER N V 62,538 2,048,816.19 758766109 REGAL ENTMT GROUP 2,283 55,184.69 758849103 REGENCY CTRS CORP 900 52,951.88 75886F107 REGENERON PHARMACEUTICALS 2,636 28,956.39 75886N100 REGENERATION TECH INC DEL 64,200 651,611.45 758932107 REGIS CORP MINN 650 33,085.27 7591EP100 REGIONS FINANCIAL CORP NEW 248,036 10,377,598.79 759351109 REINSURANCE GROUP AMER INC 800 41,712.53 759509102 RELIANCE STEEL & ALUMINUM CO 1,500 75,363.50 75952B105 RELIANT ENERGY INC 4,284 50,583.68 759543101 REMEC INC 2,000 11,921.48 75968L105 RENAISSANCE LEARNING INC 800 21,939.57 759930100 RENAL CARE GROUP INC 212,142 8,652,830.57 76009N100 RENT A CTR INC NEW 99,483 3,254,912.08 76009U104 RENT WAY INC 7,400 64,150.73 76026T205 REPSOL YPF S A 2,260 59,003.00 760282103 REPUBLIC BANCORP INC 3,150 61,391.83 760759100 REPUBLIC SVCS INC 5,258 198,030.83 760975102 RESEARCH IN MOTION LTD 2,580,234 248,585,321.34 761152107 RESMED INC 2,300 138,581.52 761195205 RESOURCE AMERICA INC 2,000 59,708.65 76122Q105 RESOURCES CONNECTION INC 5,900 282,093.63 761230101 RESPIRONICS INC 12,000 811,571.90 76128Q109 RETEK INC 1,309 7,554.12 76128Y102 RETAIL VENTURES INC 3,100 29,580.97 76132M102 REUTERS GROUP PLC 40 1,621.00 761624105 REX STORES CORP 1,350 24,004.32 761655406 REXAM PLC 21,000 1,049,773.73 761684109 REXHALL INDS INC 3,900 6,860.55 761695105 REYNOLDS & REYNOLDS CO 88,150 2,752,141.60 761713106 REYNOLDS AMERICAN INC 59,770 5,142,773.30 766559603 RIGEL PHARMACEUTICALS INC 78,100 2,500,638.21
CUSIP ISSUER DESCRIPTION TOTAL SHARES MARKET VALUE C$ OTHER INCLUDED MANAGERS 76657R106 RIGHTNOW TECHNOLOGIES INC 3,900 61,843.63 766909105 RIO NARCEA GOLD MINES INC 3,821,495 11,961,279.35 767204100 RIO TINTO PLC 30,083 3,892,947.00 767744105 RITCHIE BROS AUCTIONEERS 112,341 4,249,497.00 767754104 RITE AID CORP 11,102 49,193.74 770323103 ROBERT HALF INTL INC 78,960 2,575,140.13 773903109 ROCKWELL AUTOMATION INC 54,434 2,666,002.31 774341101 ROCKWELL COLLINS INC 169,423 7,963,309.13 775109200 ROGERS COMMUNICATIONS INC 4,607,909 117,914,869.65 775315104 ROGERS WIRELESS COMMUNICATIO 1,274,594 50,437,067.13 775371107 ROHM & HAAS CO 153,240 8,333,295.94 775711104 ROLLINS INC 2,975 91,452.12 776696106 ROPER INDS INC NEW 83,700 6,086,538.70 778296103 ROSS STORES INC 76,000 2,254,501.39 779273101 ROUSE CO 3,300 279,311.95 779382100 ROWAN COS INC 13,282 443,758.53 779528108 ROWE COS 7,400 47,761.86 779915107 ROYAL GROUP TECHNOLOGIES LTD 1,010,506 11,216,616.60 780008108 ROXIO INC 89 578.94 78004V202 ROYAL & SUN ALLIANCE INS 390 3,070.00 780087102 ROYAL BK CDA MONTREAL QUE 15,012,254 899,984,627.45 780257804 ROYAL DUTCH PETE CO 161,285 10,483,141.43 780910105 ROYCE VALUE TR INC 35 749.00 780911103 RUBICON MINERALS CORP 300,000 459,000.00 781182100 RUBY TUESDAY INC 110,050 3,881,560.18 781258108 RUDDICK CORP 2,329 57,888.23 782352108 RUSSELL CORP 1,300 27,705.42 783520109 RYANS RESTAURANT GROUP INC 156,000 2,929,798.87 783549108 RYDER SYS INC 46,234 2,752,378.08 783764103 RYLAND GROUP INC 400 46,906.35 783859101 S & T BANCORP INC 700 31,634.95 78387G103 SBC COMMUNICATIONS INC 851,263 27,931,214.88 78388J106 SBA COMMUNICATIONS CORP 3,200 28,348.32 784018103 SCM MICROSYSTEMS INC 3,100 10,749.58 784028102 SCP POOL CORP 6,974 236,005.79 784117103 SEI INVESTMENTS CO 2,810 119,070.02 78440P108 SK TELECOM LTD 339,720 8,362,189.96 78440X101 SL GREEN RLTY CORP 1,250 81,960.18 784413106 S L INDS INC 1,800 25,057.89 78442P106 SLM CORP 146,781 8,284,837.78 78462F103 SPDR TR 180,125 25,476,266.79 78462K102 SPSS INC 20,000 337,395.63 784635104 SPX CORP 70,326 3,148,672.50 78463B101 S1 CORPORATION 4,400 44,435.99 78464P208 S R TELECOM INC 372 993.36 785905100 SABRE HLDGS CORP 25,102 779,265.02 786429100 SAFECO CORP 123,825 7,153,662.17 786449108 SAFEGUARD SCIENTIFICS INC 3,500 8,283.02 786514208 SAFEWAY INC 140,374 3,411,815.16 786578302 SAFLINK CORP 1,686 5,547.66 786598102 SAGA COMMUNICATIONS 1,187 25,462.42 790148100 ST JOE CO 1,200 72,546.39 790849103 ST JUDE MED INC 68,233 6,499,735.60 792860108 ST PAUL TRAVELERS INC 206,559 8,642,214.75 79377W108 SAKS INC 2,300 35,074.72 795435106 SALIX PHARMACEUTICALS INC 11,050 300,942.73 80004C101 SANDISK CORP 5,762 212,345.93 800363103 SANDY SPRING BANCORP INC 2,900 120,012.11 800907107 SANMINA SCI CORP 408,193 3,641,949.99 80105N105 SANOFI AVENTIS 134,167 5,906,148.60
CUSIP ISSUER DESCRIPTION TOTAL SHARES MARKET VALUE C$ OTHER INCLUDED MANAGERS 802809103 SANTANDER BANCORP 2,051 64,891.08 803054204 SAP AKTIENGESELLSCHAFT 148,881 7,338,146.09 803062108 SAPIENT CORP 200 1,931.23 803111103 SARA LEE CORP 159,534 4,612,839.37 804395101 SAUL CTRS INC 1,750 72,819.75 80589M102 SCANA CORP NEW 4,200 198,473.68 80603P107 SCANSOFT INC 301 1,554.20 806407102 SCHEIN HENRY INC 5,380 424,247.54 806585204 SCHERING A G 170 12,705.00 806605101 SCHERING PLOUGH CORP 1,238,854 29,720,598.50 806857108 SCHLUMBERGER LTD 311,186 26,386,411.65 806870200 SCHMITT INDS INC ORE 883 7,464.77 807066105 SCHOLASTIC CORP 48,735 1,905,189.53 808194104 SCHULMAN A INC 2,000 52,501.00 808513105 SCHWAB CHARLES CORP NEW 594,744 6,917,113.29 808541106 SCHWEITZER-MAUDUIT INTL INC 650 26,652.48 808655104 SCIENTIFIC ATLANTA INC 159,355 5,227,330.99 80874P109 SCIENTIFIC GAMES CORP 1,700 41,092.41 81013T705 SCOTTISH PWR PLC 690 25,345.00 810186106 SCOTTS CO 882 71,605.20 811054204 SCRIPPS E W CO OHIO 67,500 4,081,588.58 811543107 SEABOARD CORP 100 74,154.90 811707306 SEACOAST BKG CORP FLA 2,640 71,364.87 811904101 SEACOR HOLDINGS INC 5,700 337,237.44 81211K100 SEALED AIR CORP NEW 15,225 893,071.74 812387108 SEARS ROEBUCK & CO 147,085 7,417,221.92 815704101 SEEBEYOND TECHNOLOGIES CORP 600 2,338.74 81616X103 SELECT COMFORT CORP 1,836 42,288.61 816196109 SELECT MEDICAL CORP 1,800 30,593.41 816288104 SELECTICA INC 3,700 17,746.81 816300107 SELECTIVE INS GROUP INC 5,177 243,725.19 816850101 SEMTECH CORP 62,000 1,504,156.80 816851109 SEMPRA ENERGY 78,515 3,596,006.98 817070105 SENECA FOODS CORP NEW 400 9,238.52 817070501 SENECA FOODS CORP NEW 1,400 32,334.80 817208408 SENESCO TECHNOLOGIES INC 10,000 30,967.00 81721M109 SENIOR HSG PPTYS TR 1,200 27,062.52 81725T100 SENSIENT TECHNOLOGIES CORP 1,050 28,755.83 817315104 SEPRACOR INC 75,600 4,667,054.79 817320104 SEQUA CORPORATION 50 3,303.72 817492101 SERENA SOFTWARE INC 800 16,938.12 817523103 SEROLOGICALS CORP 7,700 227,344.67 817565104 SERVICE CORP INTL 39,512 295,091.25 817826209 7-ELEVEN INC 2,400 60,685.65 81788Q209 724 SOLUTIONS INC 70 345.10 820280105 SHAW GROUP INC 500 7,593.30 82028K200 SHAW COMMUNICATIONS INC 2,792,785 58,955,691.35 822703609 SHELL TRANS & TRADING PLC 20,640 1,094,195.00 82312B106 SHENANDOAH TELECOMMUNICATION 600 19,446.44 824348106 SHERWIN WILLIAMS CO 99,037 5,508,930.93 82481R106 SHIRE PHARMACEUTICALS GRP PL 21,400 775,921.36 82567D104 SHURGARD STORAGE CTRS INC 9,526 467,758.42 826170102 SIEBEL SYS INC 311,506 2,972,467.19 826197501 SIEMENS A G 30,968 2,883,102.05 826322109 SIERRA HEALTH SVCS INC 600 36,394.69 826428104 SIERRA PAC RES NEW 4,750 53,801.69 826516106 SIERRA WIRELESS INC 252,960 5,709,307.20 826546103 SIFCO INDS INC 3,700 15,475.78 826552101 SIGMA ALDRICH CORP 46,705 3,428,235.74 82661W107 SIGMATEL INC 2,100 56,368.86
CUSIP ISSUER DESCRIPTION TOTAL SHARES MARKET VALUE C$ OTHER INCLUDED MANAGERS 82669G104 SIGNATURE BK NEW YORK N Y 500 16,926.73 826919102 SILICON LABORATORIES INC 14,554 609,478.58 827048109 SILGAN HOLDINGS INC 550 32,227.23 827057100 SILICON STORAGE TECHNOLOGY I 5,743 46,297.50 827064106 SILICON VY BANCSHARES 14,950 703,255.38 827079203 SILICONIX INC 650 29,474.03 828806109 SIMON PPTY GROUP INC NEW 48,224 3,273,032.64 829073105 SIMPSON MANUFACTURING CO INC 900 71,984.48 82929L109 SINGAPORE FD INC 90,000 964,728.77 82966U103 SIRIUS SATELLITE RADIO INC 4,421,262 17,905,050.00 82967H101 SIRF TECHNOLOGY HLDGS INC 4,900 88,243.00 82967Y104 SIRVA INC 1,300 37,675.42 83001P109 SIX FLAGS INC 5,300 36,488.34 83080P103 SKY FINL GROUP INC 2,497 79,001.96 830879102 SKYWEST INC 2,899 55,215.88 83088M102 SKYWORKS SOLUTIONS INC 2,134 25,656.50 831865209 SMITH A O 10,600 326,651.11 832110100 SMITH INTL INC 121,640 9,348,867.42 832248108 SMITHFIELD FOODS INC 2,100 66,441.38 832696405 SMUCKER J M CO 1,821 102,207.27 832727101 SMURFIT-STONE CONTAINER CORP 199,251 4,884,367.68 833034101 SNAP ON INC 14,731 513,796.04 834182107 SOLECTRON CORP 165,861 1,038,883.88 835451105 SONIC CORP 10,206 331,042.29 83545G102 SONIC AUTOMOTIVE INC 2,100 53,285.98 835470105 SONICWALL INC 7,350 62,880.12 835495102 SONOCO PRODS CO 2,650 88,672.03 835699307 SONY CORP 53,471 2,321,847.17 835898107 SOTHEBYS HLDGS INC 3,350 66,646.39 835916107 SONUS NETWORKS INC 8,780 62,557.91 83607V104 SOUND FED BANCORP INC 2,905 53,749.30 836167106 SOURCECORP 4,100 114,879.04 837841105 SOUTH FINL GROUP INC 1,400 49,963.91 838518108 SOUTH JERSEY INDS INC 650 39,279.51 842587107 SOUTHERN CO 125,596 4,764,599.98 843611104 SOUTHERN PERU COPPER CORP 2,000 130,756.63 844030106 SOUTHERN UN CO NEW 3,665 95,083.94 844730101 SOUTHTRUST CORP 71,442 0.00 844741108 SOUTHWEST AIRLS CO 613,087 10,567,652.48 844767103 SOUTHWEST BANCORP INC OKLA 1,500 41,858.07 84476R109 SOUTHWEST BANCORPORATION TEX 11,900 303,309.31 845905108 SOVEREIGN BANCORP INC 55,239 1,525,386.37 846425882 SPANISH BROADCASTING SYS INC 3,550 44,208.19 847580107 SPECTRALINK CORP 1,450 17,432.95 84761M104 SPECTRASITE INC 58,820 3,461,443.77 847788106 SPEEDWAY MOTORSPORTS INC 700 29,526.55 848420105 SPHERION CORP 1,050 10,391.43 84855W109 SPINNAKER EXPL CO 600 26,606.92 84917U109 SPORTS AUTH INC NEW 600 17,616.46 852061100 SPRINT CORP 1,212,950 30,885,645.30 852312305 STAAR SURGICAL CO 61,400 256,425.74 852891100 STANCORP FINL GROUP INC 590 53,163.22 85375C101 STANDARD PAC CORP NEW 800 57,071.24 854616109 STANLEY WKS 48,776 2,625,311.69 855030102 STAPLES INC 254,354 9,598,989.55 855244109 STARBUCKS CORP 188,124 10,820,422.20 855707105 STATE AUTO FINL CORP 800 29,310.14 85590A203 STARWOOD HOTELS&RESORTS WRLD 55,052 3,234,130.54 857477103 STATE STR CORP 339,187 18,333,613.79 857689103 STATION CASINOS INC 19,225 1,193,152.95
CUSIP ISSUER DESCRIPTION TOTAL SHARES MARKET VALUE C$ OTHER INCLUDED MANAGERS 858119100 STEEL DYNAMICS INC 5,250 256,596.59 858155203 STEELCASE INC 1,650 29,234.21 85856W105 STELLENT INC 4,600 44,884.00 858603103 STEPHAN CO 4,550 20,153.88 858907108 STERLING BANCSHARES INC 2,400 40,851.95 858912108 STERICYCLE INC 1,200 69,706.49 859152100 STERIS CORP 7,050 195,751.48 859319105 STERLING FINL CORP WASH 303 13,513.19 86074Q102 STILLWATER MNG CO 2,179 42,743.32 861012102 STMICROELECTRONICS N V 56,100 1,226,834.29 861642106 STONE ENERGY CORP 447 24,755.07 862111200 STORAGE TECHNOLOGY CORP 2,380 76,083.35 862701307 STRATEGIC DISTR INC 300 5,694.98 86279T109 STRATEX NETWORKS INC 2,700 7,654.05 863100202 STRATOS INTERNATIONAL INC 120 677.32 863111100 STRATTEC SEC CORP 700 55,155.20 863236105 STRAYER ED INC 200 29,110.18 863314100 STRIDE RITE CORP 164,000 2,127,389.55 863667101 STRYKER CORP 312,337 19,004,970.58 863902102 STUDENT LN CORP 450 80,726.27 866011109 SUMMIT BANCSHARES INC TEX 1,600 67,327.26 866239106 SUMMIT PPTYS INC 1,000 34,233.13 866615107 SUMTOTAL SYS INC 402 2,518.32 866674104 SUN COMMUNITIES INC 600 29,758.14 866796105 SUN LIFE FINL INC 10,836,519 413,846,660.84 866810104 SUN MICROSYSTEMS INC 1,755,800 8,972,100.71 867229106 SUNCOR ENERGY INC 9,107,705 367,951,282.40 867363103 SUNGARD DATA SYS INC 202,060 6,076,759.07 86764P109 SUNOCO INC 53,466 5,005,775.05 86768K106 SUNRISE SENIOR LIVING INC 49,000 2,177,859.68 867914103 SUNTRUST BKS INC 180,361 16,071,495.35 867931107 SUPERCONDUCTOR TECHNOLOGIES 2,580 3,558.98 868042102 SUPER VISION INTL INC 2,600 12,668.16 868059106 SUPERGEN INC 3,550 27,764.90 868168105 SUPERIOR INDS INTL INC 49,055 1,858,327.61 868536103 SUPERVALU INC 90,425 3,152,749.23 868873100 SURMODICS INC 700 21,039.77 869099101 SUSQUEHANNA BANCSHARES INC P 1,200 37,359.04 870756103 SWIFT TRANSN CO 60,520 1,288,262.07 871013108 SWISSCOM AG 255 10,545.00 871130100 SYBASE INC 3,308 57,731.00 871142105 SYBRON DENTAL SPECIALTIES IN 900 33,816.76 871206108 SYCAMORE NETWORKS INC 14,800 70,236.37 871503108 SYMANTEC CORP 258,741 17,584,161.30 871507109 SYMBION INC DEL 1,700 34,648.86 871508107 SYMBOL TECHNOLOGIES INC 37,231 595,567.63 871543104 SYMMETRICOM INC 1,500 17,958.15 87155S108 SYMYX TECHNOLOGIES 102,750 3,062,330.43 87157D109 SYNAPTICS INC 4,100 104,605.30 871607107 SYNOPSYS INC 70,880 1,419,985.57 87161C105 SYNOVUS FINL CORP 51,395 1,700,872.94 87162H103 SYNTEL INC 800 16,735.63 871829107 SYSCO CORP 342,490 12,966,799.59 872275102 TCF FINL CORP 4,498 172,424.13 872375100 TECO ENERGY INC 46,242 791,493.88 872384102 TEPPCO PARTNERS L P 1,214 63,913.31 872443403 THQ INC 121,850 3,000,873.43 872540109 TJX COS INC NEW 82,574 2,303,213.63 872549100 TLC VISION CORP 677,850 7,469,907.00 87264S106 TRW AUTOMOTIVE HLDGS CORP 1,900 45,325.67
CUSIP ISSUER DESCRIPTION TOTAL SHARES MARKET VALUE C$ OTHER INCLUDED MANAGERS 873168108 TXU CORP 72,669 4,407,022.84 874037104 TAIWAN GREATER CHINA FD 102,200 556,158.60 874039100 TAIWAN SEMICONDUCTOR MFG LTD 813,395 7,270,749.64 874054109 TAKE-TWO INTERACTIVE SOFTWAR 1,000 41,573.32 874161102 TALBOTS INC 1,450 45,490.83 87425E103 TALISMAN ENERGY INC 9,307,256 305,184,923.79 874918105 TALX CORP 275 8,035.93 87588Q109 TANOX INC 1,818 38,813.99 87612E106 TARGET CORP 305,221 17,477,448.90 87651B104 TASER INTL INC 480 22,810.27 876664103 TAUBMAN CTRS INC 1,100 35,958.07 878237106 TECH DATA CORP 1,810 88,304.38 878330109 TECHE HLDG CO 650 32,904.30 878377100 TECHNE CORP 1,150 55,566.50 878483106 TECHNICAL OLYMPIC USA INC 1,050 37,526.09 878555101 TECHNITROL INC 5,050 124,625.04 878895200 TECUMSEH PRODS CO 50 2,649.43 879080109 TEJON RANCH CO DEL 1,300 61,942.34 879101103 TEKELEC 6,383 134,741.13 879131100 TEKTRONIX INC 56,812 2,390,622.68 87923P105 TELE CENTRO OESTE CELULAR S 451 5,479.00 879246106 TELE NORTE LESTE PART S A 13,812 217,643.00 879252104 TELE SUDESTE CELULAR PART S 4 61.00 879273209 TELECOM ARGENTINA S A 420 5,463.00 879278208 TELECOM CORP NEW ZEALAND LTD 315 11,934.00 87927Y102 TELECOM ITALIA S P A NEW 21,012 769,806.00 879287308 TELECOMUNICACOES BRASILEIRAS 1,385 45,364.00 87929A102 TELECOMUNICACOES DE SAO PAUL 20 417.00 879360105 TELEDYNE TECHNOLOGIES INC 1,000 31,689.37 879369106 TELEFLEX INC 700 37,650.11 879382208 TELEFONICA S A 2,491 133,480.00 879403780 TELEFONOS DE MEXICO S A 70,276 2,865,466.07 879433100 TELEPHONE & DATA SYS INC 1,950 207,716.62 87943B102 TELELESTE CELULAR PART S A 19 346.00 87944E105 TELEMIG CELULAR PART S A 31,400 1,131,745.93 87952L108 TELESP CELULAR PART S A 59,682 466,778.83 87959M109 TELIK INC 1,000 28,221.77 879664100 TELLABS INC 70,223 813,257.05 87971M202 TELUS CORP 2,383,522 58,396,289.00 879868107 TEMPLE INLAND INC 9,547 811,320.12 879939106 TELETECH HOLDINGS INC 600 7,168.08 879946606 TELESYSTEM INTL WIRELESS INC 1,634,070 19,690,543.50 88031M109 TENARIS S A 2,636 152,087.77 88033G100 TENET HEALTHCARE CORP 245,838 3,343,654.28 880345103 TENNANT CO 550 28,211.01 880770102 TERADYNE INC 38,527 645,686.88 880775101 TERAYON COMMUNICATION SYS 1,150 3,085.41 880779103 TEREX CORP NEW 1,000 54,924.87 88157K101 TESCO CORP 356,925 4,861,318.50 881609101 TESORO PETE CORP 1,900 71,006.21 881624209 TEVA PHARMACEUTICAL INDS LTD 231,800 7,610,615.99 88162G103 TETRA TECH INC NEW 124,975 2,003,913.95 88164L100 TESSERA TECHNOLOGIES INC 4,300 120,265.22 881908107 TESMA INTL INC 340,343 10,213,693.43 88224Q107 TEXAS CAPITAL BANCSHARES INC 4,500 103,363.80 882443104 TEXAS GENCO HLDGS INC 1,725 101,840.39 882508104 TEXAS INSTRS INC 751,405 20,230,874.00 882673106 TEXAS REGL BANCSHARES INC 1,633 64,251.94 883203101 TEXTRON INC 53,436 4,346,318.51 883203309 TEXTRON INC 25 6,700.00
CUSIP ISSUER DESCRIPTION TOTAL SHARES MARKET VALUE C$ OTHER INCLUDED MANAGERS 883556102 THERMO ELECTRON CORP 44,556 1,523,599.59 884315102 THOMAS & BETTS CORP 1,800 61,095.69 884425109 THOMAS INDS INC 700 27,816.79 884903105 THOMSON CORP 4,401,110 193,164,717.90 885160101 THOR INDS INC 45,700 1,530,909.26 885175307 THORATEC CORP 5,945 72,377.94 885218107 THORNBURG MTG INC 2,000 73,427.21 885535104 3COM CORP 9,600 50,374.19 88554L108 THREE FIVE SYS INC 1,000 3,467.61 88579Y101 3M CO 605,190 59,190,502.26 88632Q103 TIBCO SOFTWARE INC 4,200 45,233.29 886423102 TIDEWATER INC 21,550 887,723.21 88650Q100 TIER TECHNOLOGIES INC 2,000 24,425.12 886547108 TIFFANY & CO NEW 100,411 3,906,289.84 887100105 TIMBERLAND CO 60,700 4,363,312.67 887317105 TIME WARNER INC 3,487,700 71,061,661.05 887319101 TIME WARNER TELECOM INC 1,000 6,074.64 887389104 TIMKEN CO 3,191 99,424.67 888266103 TITAN CORP 1,500 26,519.60 888314101 TITAN PHARMACEUTICALS INC DE 2,700 8,132.42 888339207 TITANIUM METALS CORP 650 19,298.37 888706108 TIVO INC 1,450 12,148.01 889478103 TOLL BROTHERS INC 1,200 70,359.52 889542106 TOLLGRADE COMMUNICATIONS INC 950 10,567.98 890030208 TOMKINS PLC 319,201 7,583,907.44 890333107 TOO INC 600 13,721.09 890516107 TOOTSIE ROLL INDS INC 1,341 49,582.68 891027104 TORCHMARK CORP 42,857 2,884,359.63 891092108 TORO CO 3,100 267,954.90 891160509 TORONTO DOMINION BK ONT 13,871,867 639,354,349.58 89151E109 TOTAL S A 115,056 14,233,557.48 891906109 TOTAL SYS SVCS INC 4,171 133,232.09 892331307 TOYOTA MOTOR CORP 50,497 4,878,348.45 892335100 TOYS R US INC 168,705 3,776,708.24 892339102 TPG N V 83 2,422.00 892356106 TRACTOR SUPPLY CO 1,000 39,788.89 892918103 TRANSACT TECHNOLOGIES INC 2,550 83,421.89 89336Q100 TRANS WORLD ENTMT CORP 500 6,182.21 893416107 TRANSACTION SYS ARCHITECTS 50 1,176.01 89346D107 TRANSALTA CORP 6,545,147 107,929,474.03 893521104 TRANSATLANTIC HLDGS INC 1,343 92,375.09 89353D107 TRANSCANADA CORP 13,474,854 372,579,726.15 893617209 TRANSCONTINENTAL RLTY INVS 2,250 39,067.53 893735100 TRANSKARYOTIC THERAPIES INC 19,200 430,813.47 89376R109 TRANSMETA CORP DEL 7,050 11,241.88 894065101 TRANSWITCH CORP 1,650 2,631.08 894650100 TREDEGAR CORP 2,000 46,066.02 89531P105 TREX INC 3,100 173,719.52 89579K109 TRIAD HOSPITALS INC 111,983 4,880,839.75 895919108 TRIDENT MICROSYSTEMS INC 1,875 23,895.17 895925105 TRIAD GTY INC 1,900 133,404.16 896047107 TRIBUNE CO NEW 223,192 11,621,108.99 896239100 TRIMBLE NAVIGATION LTD 2,400 95,979.31 896263100 TRIMERIS INC 132,400 2,521,760.24 896522109 TRINITY INDS INC 1,450 57,198.43 89674K103 TRIQUINT SEMICONDUCTOR INC 4,202 20,739.58 89677M106 TRITON PCS HLDGS INC 2,144,871 6,927,311.63 89687P107 TRIZEC PROPERTIES INC 1,650 33,347.88 898349105 TRUSTCO BK CORP N Y 2,852 46,271.85 898402102 TRUSTMARK CORP 1,000 39,333.29
CUSIP ISSUER DESCRIPTION TOTAL SHARES MARKET VALUE C$ OTHER INCLUDED MANAGERS 899035505 TUESDAY MORNING CORP 800 31,304.64 899896104 TUPPERWARE CORP 4,710 97,949.65 901167106 TWEETER HOME ENTMT GROUP INC 1,500 10,725.54 90130N103 21ST CENTY INS GROUP 1,550 26,187.39 902124106 TYCO INTL LTD NEW 1,150,014 44,612,489.49 902494103 TYSON FOODS INC 12,058 244,465.23 90262T308 UCBH HOLDINGS INC 700 34,611.53 902681105 UGI CORP NEW 1,350 63,658.43 902737105 UICI 1,200 49,720.93 902788108 UMB FINL CORP 662 39,937.64 902911106 UST INC 49,006 2,487,458.03 902973304 US BANCORP DEL 1,010,040 36,932,870.75 903293405 U S G CORP 1,000 23,070.98 90333E108 USEC INC 2,150 28,216.07 903844108 ULTICOM INC 450 8,411.48 903849107 ULTIMATE ELECTRS INC 2,400 9,233.45 903914109 ULTRA PETROLEUM CORP 3,200 198,640.73 904034105 ULTRATECH INC 1,500 29,746.75 904214103 UMPQUA HLDGS CORP 2,556 72,975.87 90458E107 UNIBANCO-UNIAO DE BANCOS BRA 8,050 246,847.43 904677101 UNIFI INC 4,600 13,273.09 904767704 UNILEVER PLC 1,000 39,328.00 904784709 UNILEVER N V 1,660 114,278.00 905399101 UNION BANKSHARES CORP 1,450 57,180.08 907818108 UNION PAC CORP 159,635 11,836,112.37 908906100 UNIONBANCAL CORP 3,339 250,202.01 909205106 UNISOURCE ENERGY CORP 1,100 33,897.76 909214108 UNISYS CORP 239,380 3,115,746.52 909218109 UNIT CORP 1,650 73,252.57 909440109 UNITED AUTO GROUP INC 1,848 58,678.90 90984P105 UNITED CMNTY BKS BLAIRSVLE G 1,000 30,714.90 909907107 UNITED BANKSHARES INC WEST V 1,000 43,851.31 91018B104 UNITED DEFENSE INDS INC 900 45,548.41 910197102 UNITED DOMINION REALTY TR IN 2,210 55,461.84 910331107 UNITED FIRE & CAS CO 700 50,787.79 910873207 UNITED MICROELECTRONICS CORP 9,032 38,634.91 911268100 UNITED ONLINE INC 1,200 14,609.51 911312106 UNITED PARCEL SERVICE INC 379,762 36,325,288.54 911363109 UNITED RENTALS INC 1,600 32,175.34 911684108 UNITED STATES CELLULAR CORP 2,000 109,216.97 912909108 UNITED STATES STL CORP NEW 22,381 1,055,909.01 913004107 UNITED STATIONERS INC 1,300 71,402.33 913016309 UNITED SURGICAL PARTNERS INT 7,150 310,822.24 913017109 UNITED TECHNOLOGIES CORP 295,618 34,703,589.94 91307C102 UNITED THERAPEUTICS CORP DEL 25,000 1,105,141.54 913247508 UNITEDGLOBALCOM 95,060 898,664.78 91324P102 UNITEDHEALTH GROUP INC 639,091 59,427,595.36 913275103 UNITRIN INC 2,200 115,739.61 913431102 UNIVERSAL COMPRESSION HLDGS 150 6,467.59 913456109 UNIVERSAL CORP VA 950 53,669.44 913837100 UNIVERSAL STAINLESS & ALLOY 4,150 72,215.45 913903100 UNIVERSAL HLTH SVCS INC 7,660 421,693.92 914906102 UNIVISION COMMUNICATIONS INC 53,731 2,149,456.83 915289102 UNOCAL CORP 219,433 11,941,247.63 91529B106 UNOVA INC 1,800 32,005.76 91529Y106 UNUMPROVIDENT CORP 277,307 5,498,344.44 915436109 UPM KYMMENE CORP 45,406 1,101,571.21 917047102 URBAN OUTFITTERS INC 2,800 121,897.78 91729Q101 USF CORP 1,200 54,504.71 918076100 UTSTARCOM INC 2,800 57,086.43
CUSIP ISSUER DESCRIPTION TOTAL SHARES MARKET VALUE C$ OTHER INCLUDED MANAGERS 918194101 VCA ANTECH INC 2,918 76,184.01 91819B105 VA SOFTWARE CORP 2,450 6,077.17 918204108 V F CORP 53,607 3,354,803.66 918458209 VYYO INC 583 4,161.28 918866104 VALASSIS COMMUNICATIONS INC 1,000 37,434.97 918905100 VALHI INC NEW 2,400 45,650.92 918914102 VALENCE TECHNOLOGY INC 1,300 5,659.54 91911X104 VALEANT PHARMACEUTICALS INTL 167,200 5,103,791.04 91913Y100 VALERO ENERGY CORP NEW 88,100 8,943,010.34 919794107 VALLEY NATL BANCORP 9,551 308,708.83 920355104 VALSPAR CORP 1,250 73,844.84 920437100 VALUE LINE INC 450 21,071.41 92047K107 VALUEVISION MEDIA INC 2,050 34,738.71 922122106 VARCO INTL INC DEL 1,650 56,004.38 922206107 VARIAN INC 1,234 59,141.15 922207105 VARIAN SEMICONDUCTOR EQUIPMN 800 31,284.40 92220P105 VARIAN MED SYS INC 4,520 197,750.29 92232F103 VASOGEN INC 659,388 3,745,323.84 92240G101 VECTREN CORP 1,200 38,239.86 92240M108 VECTOR GROUP LTD 578 10,994.26 922417100 VEECO INSTRS INC DEL 450 11,942.36 92257T202 VELOCITY EXPRESS CORP 1,380 803.37 92276F100 VENTAS INC 61,940 2,031,821.29 92276H106 VENTANA MED SYS INC 450 28,725.45 922908652 VANGUARD INDEX TR 32,313 2,989,330.72 923436109 VERITAS SOFTWARE CO 512,322 11,540,970.11 92343C106 VERITY INC 6,800 110,841.93 92343E102 VERISIGN INC 222,935 5,608,851.54 92343P107 VERITAS DGC INC 1,550 44,685.30 92343V104 VERIZON COMMUNICATIONS 887,832 44,193,244.08 92532F100 VERTEX PHARMACEUTICALS INC 176,471 2,344,995.18 92532L206 VERTICALNET INC 55 82.83 925524308 VIACOM INC 1,282,551 54,465,198.15 92552R406 VIAD CORP 29,125 874,667.48 92553Q209 VIASYS HEALTHCARE INC 1,220 25,830.63 925815102 VICOR CORP 600 7,676.83 926471103 VICURON PHARMACEUTICALS INC 1,978 36,747.83 92672P108 VIEWPOINT CORP 1,750 5,093.84 926734104 VIGNETTE CORP 3,803 6,401.14 927460105 VINTAGE PETE INC 2,250 57,149.07 927624106 VION PHARMACEUTICALS INC 236,650 1,260,863.04 92763R104 VIRAGE LOGIC CORP 1,500 23,406.35 92823R201 VIROLOGIC INC 29,550 75,167.98 928241108 VIROPHARMA INC 66,000 161,205.76 928298108 VISHAY INTERTECHNOLOGY INC 3,650 59,588.42 92839U107 VISTEON CORP 21,508 217,473.50 92844S105 VISX INC DEL 1,850 48,230.11 928483106 VITALWORKS INC 360 1,599.00 928497106 VITESSE SEMICONDUCTOR CORP 11,050 38,177.21 92849Q401 VITRIA TECHNOLOGY 1,062 4,179.88 92851S204 VIVENDI UNIVERSAL 160 4,903.00 92857W100 VODAFONE GROUP PLC NEW 1,086,158 32,707,734.39 928856400 VOLVO AKTIEBOLAGET 53,282 2,374,855.30 929042109 VORNADO RLTY TR 4,350 345,062.33 92906P106 VOTORANTIM CELULOSE E PAPEL 13,418 586,698.73 929160109 VULCAN MATLS CO 28,344 1,827,614.67 929236107 WD-40 CO 38,000 1,375,399.74 92923B106 WFS FINL INC 1,286 75,760.00 92923C104 WCI CMNTYS INC 750 22,115.49 929248409 WHX CORP 2,050 2,827.87
CUSIP ISSUER DESCRIPTION TOTAL SHARES MARKET VALUE C$ OTHER INCLUDED MANAGERS 92924F106 WGL HLDGS INC 850 30,399.78 929251106 W HLDG CO INC 4,344 104,453.43 92925E108 W-H ENERGY SVCS INC 3,000 78,780.49 929284107 WJ COMMUNICATIONS INC 2,700 8,337.44 929297109 WMS INDS INC 40,100 1,303,730.38 929309300 WPP GROUP PLC 118,272 6,717,526.78 92930Y107 W P CAREY & CO LLC 1,900 71,799.71 92931B106 WPS RESOURCES CORP 680 38,717.22 929740108 WABTEC CORP 1,700 40,210.32 929903102 WACHOVIA CORP 2ND NEW 743,337 44,123,344.38 930059100 WADDELL & REED FINL INC 188,400 5,245,451.64 931142103 WAL MART STORES INC 1,784,429 119,186,247.35 931422109 WALGREEN CO 264,424 11,915,307.39 938824109 WASHINGTON FED INC 1,335 42,491.16 939322103 WASHINGTON MUT INC 278,428 13,769,073.20 939640108 WASHINGTON POST CO 1,263 1,470,518.48 939653101 WASHINGTON REAL ESTATE INVT 6,050 231,994.30 940610108 WASHINGTON TR BANCORP 1,250 41,367.67 941053100 WASTE CONNECTIONS INC 1,425 57,131.99 94106L109 WASTE MGMT INC DEL 338,070 11,694,834.15 941105108 WATCHGUARD TECHNOLOGIES INC 400 2,369.11 941848103 WATERS CORP 85,138 4,751,616.06 942683103 WATSON PHARMACEUTICALS INC 196,323 7,319,311.32 942712100 WATSON WYATT & CO HLDGS 26,059 832,688.58 942749102 WATTS WATER TECHNOLOGIES INC 2,600 88,348.05 943315101 WAUSAU-MOSINEE PAPER CORP 1,750 36,874.96 946756103 WAYPOINT FINL CORP 900 31,402.09 94767L109 WEBEX COMMUNICATIONS INC 1,350 37,279.31 947684106 WEBSENSE INC 500 26,367.73 94768C108 WEBMETHODS INC 2,237 15,061.11 94769M105 WEBMD CORP 6,230 54,875.26 947890109 WEBSTER FINL CORP CONN 950 59,380.24 948626106 WEIGHT WATCHERS INTL INC NEW 102,994 5,052,722.52 948741103 WEINGARTEN RLTY INVS 1,125 46,997.78 948849104 WEIS MKTS INC 600 25,726.10 949475107 WELLCHOICE INC 3,900 184,247.63 94973H108 WELLPOINT HEALTH NETWORK NEW 107,700 14,312,737.86 949746101 WELLS FARGO & CO NEW 710,658 53,483,661.04 950240200 WELLSFORD REAL PPTYS INC 1,650 31,635.59 950590109 WENDYS INTL INC 211,821 8,799,309.86 950755108 WERNER ENTERPRISES INC 2,963 72,409.11 950817106 WESCO FINL CORP 150 66,726.12 952355105 WEST CORP 3,400 125,342.60 957090103 WESTAMERICA BANCORPORATION 6,450 448,055.95 95709T100 WESTAR ENERGY INC 1,200 30,676.93 957907108 WESTCORP INC 800 43,048.95 958102105 WESTERN DIGITAL CORP 7,370 81,985.24 958259103 WESTERN GAS RES INC 140,900 5,098,054.30 959531104 WESTERN SILVER CORP 558,350 6,566,196.00 95988E204 WESTERN WIRELESS CORP 235,350 7,657,651.32 961214301 WESTPAC BKG CORP 277 21,214.00 961815107 WESTWOOD ONE INC 2,140 53,542.64 962166104 WEYERHAEUSER CO 167,046 14,054,208.74 962902102 WHEATON RIV MINERALS LTD 10,740,510 42,639,824.70 962902144 WHEATON RIV MINERALS LTD 150,000 360,000.00 963320106 WHIRLPOOL CORP 47,232 3,590,907.31 966387102 WHITING PETE CORP NEW 45,000 1,731,272.40 966612103 WHITNEY HLDG CORP 900 47,837.79 966837106 WHOLE FOODS MKT INC 68,915 7,220,681.97 96808B107 WILD OATS MARKETS INC 5,500 60,138.94
CUSIP ISSUER DESCRIPTION TOTAL SHARES MARKET VALUE C$ OTHER INCLUDED MANAGERS 968223206 WILEY JOHN & SONS INC 1,150 46,499.47 969457100 WILLIAMS COS INC DEL 85,202 1,303,458.15 969904101 WILLIAMS SONOMA INC 54,200 2,575,660.02 971807102 WILMINGTON TRUST CORP 10,160 465,587.75 972232102 WILSON GREATBATCH TECHNOLOGI 41,900 948,644.89 973149107 WIND RIVER SYSTEMS INC 1,300 20,071.62 974280109 WINN DIXIE STORES INC 23,969 93,547.52 974637100 WINNEBAGO INDS INC 1,000 43,838.65 97650W108 WINTRUST FINANCIAL CORP 490 35,520.44 97653A103 WIRELESS FACILITIES INC 900 7,938.80 976657106 WISCONSIN ENERGY CORP 4,808 194,103.98 977424100 WITNESS SYS INC 450 9,151.82 978097103 WOLVERINE WORLD WIDE INC 850 27,108.08 979438108 WOODHEAD INDS INC 4,800 83,830.03 980745103 WOODWARD GOVERNOR CO 1,000 85,411.97 981811102 WORTHINGTON INDS INC 21,338 576,541.93 98235T107 WRIGHT MED GROUP INC 900 28,611.55 982526105 WRIGLEY WM JR CO 195,339 15,650,945.60 983024100 WYETH 989,767 46,823,981.09 983134107 WYNN RESORTS LTD 23,350 1,527,470.13 983759101 XM SATELLITE RADIO HLDGS INC 30,756 1,207,399.39 98385X106 XTO ENERGY INC 104,538 4,297,041.18 98389B100 XCEL ENERGY INC 83,700 1,834,647.59 98389J103 XANSER CORP 2,350 7,286.40 983919101 XILINX INC 311,740 10,652,109.04 984121103 XEROX CORP 192,769 3,417,329.40 984332106 YAHOO INC 616,017 26,425,508.76 984757104 YANKEE CANDLE INC 2,450 89,793.30 985577105 YELLOW ROADWAY CORP 600 35,604.98 986670107 YORK INTL CORP NEW 1,100 43,976.60 987434107 YOUNG BROADCASTING INC 2,800 38,518.28 987520103 YOUNG INNOVATIONS INC 90 3,758.68 988498101 YUM BRANDS INC 47,424 2,440,309.24 988858106 ZALE CORP NEW 114,266 4,063,522.35 989139100 ZARLINK SEMICONDUCTOR INC 2,227,727 8,509,917.14 989207105 ZEBRA TECHNOLOGIES CORP 1,575 121,607.65 989390109 ZENITH NATL INS CORP 1,300 69,609.05 98950P108 ZHONE TECHNOLOGIES INC NEW 331 1,286.01 98956P102 ZIMMER HLDGS INC 64,864 6,487,814.40 989701107 ZIONS BANCORPORATION 177,887 13,741,623.46 98974P100 ZIX CORP 4,850 28,111.66 98975F101 ZORAN CORP 1,000 19,894.45 D1668R123 DAIMLERCHRYSLER AG 2,395 118,153.00 D18190898 DEUTSCHE BANK AG NAMEN 43,637 3,969,457.68 G0070K103 ACE LTD 208,673 10,577,391.89 G0450A105 ARCH CAP GROUP LTD 650 32,032.34 G05384105 ASPEN INSURANCE HOLDINGS LTD 4,200 122,305.28 G0585R106 ASSURED GUARANTY LTD 10,300 217,165.85 G0692U109 AXIS CAPITAL HOLDINGS 37,000 1,217,459.10 G1150G111 ACCENTURE LTD BERMUDA 98,350 3,366,828.09 G24182100 COOPER INDS LTD 41,430 3,093,472.45 G3223R108 EVEREST RE GROUP LTD 23,950 2,252,936.54 G36738105 FRESH DEL MONTE PRODUCE INC 1,550 48,863.52 G37260109 GARMIN LTD 40,000 2,189,401.50 G3930E101 GLOBALSANTAFE CORP 329,977 12,799,513.33 G4388N106 HELEN OF TROY CORP LTD 650 22,391.38 G4776G101 INGERSOLL-RAND COMPANY LTD 32,037 2,755,804.59 G5876H105 MARVELL TECHNOLOGY GROUP LTD 21,100 697,752.13 G6359F103 NABORS INDUSTRIES LTD 23,929 1,433,916.43 G65422100 NOBLE CORPORATION 24,008 1,365,730.43
CUSIP ISSUER DESCRIPTION TOTAL SHARES MARKET VALUE C$ OTHER INCLUDED MANAGERS G67543101 OPENTV CORP 916 3,535.69 G6852T105 PARTNERRE LTD 3,800 263,009.13 G7496G103 RENAISSANCERE HOLDINGS LTD 800 52,221.66 G7945J104 SEAGATE TECHNOLOGY 8,920 152,502.08 G81075106 SHIP FINANCE INTERNATIONAL L 101 2,569.19 G81477104 SINA CORP 58,400 1,883,917.98 G87210103 UTI WORLDWIDE INC 4,400 327,478.78 G87340108 TELEGLOBE INTL HLDGS LTD 175 768.51 G90078109 TRANSOCEAN INC 274,688 12,438,251.43 G95089101 WEATHERFORD INTERNATIONAL LT 19,450 1,255,854.62 G96655108 WILLIS GROUP HOLDINGS LTD 53,000 2,508,573.21 G98255105 XL CAP LTD 32,898 3,080,504.39 G9825R107 XOMA LTD 108,600 318,857.85 H01301102 ALCON INC 16,800 1,705,151.45 H8920M855 UBS AG 762 63,830.00 M22465104 CHECK POINT SOFTWARE TECH LT 106,133 2,277,981.13 M75253100 ORBOTECH LTD 32,500 719,370.26 M8737E108 TARO PHARMACEUTICAL INDS LTD 114,800 3,396,766.57 M88258104 TTI TEAM TELECOM INTL LTD 100 223.00 M97385112 VERISITY LTD 2,300 20,229.82 N07059111 ASML HLDG NV 137,935 2,246,025.39 V7780T103 ROYAL CARIBBEAN CRUISES LTD 350 19,312.29 Y2573F102 FLEXTRONICS INTL LTD 196,950 3,302,365.75 Y6476W104 OMI CORP NEW 1,450 29,397.46 02209S103 ALTRIA GROUP INC 801,598 47,578,824.00 1 067901108 BARRICK GOLD CORP 73,300 1,945,984.00 1 084670108 BERKSHIRE HATHAWAY INC DEL 287 31,379,081.00 1 084670207 BERKSHIRE HATHAWAY INC DEL 15,303 55,436,976.00 1 110122108 BRISTOL MYERS SQUIBB CO 447,500 13,365,372.00 1 172967101 CITIGROUP INC 235,700 13,121,541.00 1 20030N101 COMCAST CORP NEW 362,400 12,913,460.00 1 254687106 DISNEY WALT CO 1,500 42,680.00 1 478160104 JOHNSON & JOHNSON 198,750 14,126,567.00 1 530718105 LIBERTY MEDIA CORP NEW 1,308,696 14,399,420.00 1 530719103 LIBERTY MEDIA INTL INC 225,476 9,491,676.00 1 589331107 MERCK & CO INC 1,200 49,967.00 1 651639106 NEWMONT MINING CORP 79,490 4,566,673.00 1 725906101 PLACER DOME INC 95,300 2,390,556.00 1 867229106 SUNCOR ENERGY INC 90,000 3,635,113.00 1 88033G100 TENET HEALTHCARE CORP 679,200 9,247,171.00 1 92532F100 VERTEX PHARMACEUTICALS INC 1,304,763 17,286,644.00 1 939640108 WASHINGTON POST CO 11,186 12,985,312.00 1 98985T109 ZYMOGENETICS INC 380,050 8,363,286.00 1 000375204 ABB LTD 12,000 92,820.82 2 000886101 A D C TELECOMMUNICATIONS 50,000 114,382.95 2 000912105 ACM INCOME FUND INC 1,600 16,461.03 2 000937102 ABN AMRO HLDG NV 1,725 49,621.98 2 001055102 AFLAC INC 2,675 132,566.36 2 001941103 ATI TECHNOLOGIES INC 28,480 551,942.40 2 001957505 AT&T CORP 136 2,461.47 2 00209A106 AT&T WIRELESS SVCS INC 132 2,465.82 2 002824100 ABBOTT LABS 79,191 4,239,791.43 2 002893105 ABER DIAMOND CORP 468,800 20,420,928.00 2 003924107 ABITIBI-CONSOLIDATED INC 49,758 395,576.10 2 007094105 ADMINISTAFF INC 750 11,090.72 2 00817Y108 AETNA INC NEW 225 28,417.84 2 008190100 AFFILIATED COMPUTER SERVICES 1,800 126,650.36 2 00845V100 AGERE SYS INC 4 5.31 2 00845V209 AGERE SYS INC 127 163.73 2 00846U101 AGILENT TECHNOLOGIES INC 433 11,804.59 2
CUSIP ISSUER DESCRIPTION TOTAL SHARES MARKET VALUE C$ OTHER INCLUDED MANAGERS 008474108 AGNICO EAGLE MINES LTD 32,857 589,785.72 2 008916108 AGRIUM INC 13,097 294,027.65 2 010198208 AKTIEBOLAGETT ELECTROLUX 1,700 78,940.67 2 013068101 ALBERTO CULVER CO 1,900 104,413.31 2 013104104 ALBERTSONS INC 23,280 704,106.56 2 013716105 ALCAN INC 223,841 13,542,376.94 2 013817101 ALCOA INC 2,885 122,480.95 2 013904305 ALCATEL 300 4,447.66 2 014383103 ALDERWOODS GROUP INC 58,000 720,599.95 2 018522300 ALLETE INC 183 7,333.20 2 01853E204 ALLIANCE ATLANTIS COMMUNICAT 26,625 742,305.00 2 019228402 ALLIED IRISH BKS P L C 3,655 153,692.58 2 020002101 ALLSTATE CORP 4,500 272,945.52 2 020039103 ALLTEL CORP 2,878 199,735.36 2 02209S103 ALTRIA GROUP INC 97,703 5,808,820.09 2 025537101 AMERICAN ELEC PWR INC 3,600 145,419.28 2 025816109 AMERICAN EXPRESS CO 213,994 13,918,232.67 2 026874107 AMERICAN INTL GROUP INC 60,564 5,204,419.62 2 029066107 AMERICAN PWR CONVERSION CORP 10,565 232,210.47 2 029712106 AMERICAN STD COS INC DEL 9,210 452,932.59 2 03073E105 AMERISOURCEBERGEN CORP 10,525 714,479.83 2 031162100 AMGEN INC 4,950 355,420.69 2 032037103 AMPCO-PITTSBURGH CORP 10,000 167,593.14 2 03235E100 AMVESCAP PLC 7,800 108,146.87 2 032511107 ANADARKO PETE CORP 1,240 104,001.78 2 032653107 ANALEX CORP 10 38.93 2 032654105 ANALOG DEVICES INC 150 7,352.11 2 035229103 ANHEUSER BUSCH COS INC 43,250 2,730,450.57 2 03674B104 ANTHEM INC 4,100 452,128.63 2 037389103 AON CORP 500 18,162.24 2 037411105 APACHE CORP 11,334 717,827.88 2 038222105 APPLIED MATLS INC 2,085 43,454.97 2 04033V203 ARIBA INC 566 6,681.53 2 042735100 ARROW ELECTRS INC 400 11,415.54 2 04516X106 ASIA SATELLITE TELECOMMUNCNT 16,700 409,478.32 2 052769106 AUTODESK INC 350 21,512.21 2 053015103 AUTOMATIC DATA PROCESSING IN 3,940 205,763.93 2 053499109 AVAYA INC 39 687.13 2 053611109 AVERY DENNISON CORP 2,225 184,985.04 2 053807103 AVNET INC 500 10,818.98 2 054303102 AVON PRODS INC 4,400 242,911.47 2 054923107 AXCAN PHARMA INC 19,075 374,251.50 2 05534B109 BCE INC 1,835,544 50,018,574.98 2 055434203 BG PLC 2,000 86,046.31 2 055622104 BP PLC 19,338 1,406,107.89 2 055630107 BP PRUDHOE BAY RTY TR 2,000 99,848.10 2 05577E101 BT GROUP PLC 400 16,658.20 2 057224107 BAKER HUGHES INC 4,705 259,987.52 2 05858H104 BALLARD PWR SYS INC 20,450 191,003.00 2 05873K108 BALLY TOTAL FITNESS HLDG COR 20,000 92,011.92 2 060505104 BANK OF AMERICA CORPORATION 44,992 2,463,977.30 2 063671101 BANK MONTREAL QUE 1,407,945 77,859,366.20 2 064057102 BANK NEW YORK INC 15,000 553,019.45 2 064149107 BANK NOVA SCOTIA HALIFAX 3,163,212 116,880,680.54 2 06646R107 BANKNORTH GROUP INC NEW 550 24,330.08 2 067774109 BARNES & NOBLE INC 300 14,029.29 2 067901108 BARRICK GOLD CORP 46,659 1,241,129.40 2 068306109 BARR PHARMACEUTICALS INC 1,100 57,599.71 2 071813109 BAXTER INTL INC 5,670 230,468.63 2 072730302 BAYER A G 100 3,466.88 2
CUSIP ISSUER DESCRIPTION TOTAL SHARES MARKET VALUE C$ OTHER INCLUDED MANAGERS 075811109 BECKMAN COULTER INC 1,300 92,209.09 2 079860102 BELLSOUTH CORP 29,457 1,009,696.65 2 08135F107 BEMA GOLD CORP 600 2,412.00 2 081906109 BENNETT ENVIRONMENTAL INC 3,600 22,500.00 2 084670108 BERKSHIRE HATHAWAY INC DEL 127 13,946,727.25 2 084670207 BERKSHIRE HATHAWAY INC DEL 495 1,796,185.17 2 086516101 BEST BUY INC 2,900 198,806.41 2 088606108 BHP BILLITON LTD 43,835 1,149,613.42 2 090613100 BIOMET INC 5,337 316,225.96 2 09066H104 BIOSOURCE INTL INC 1,000 8,847.30 2 09067D201 BIOTECH HOLDERS TR 300 54,790.07 2 09067J109 BIOVAIL CORP 90,700 1,977,260.00 2 091797100 BLACK & DECKER CORP 1,350 132,133.16 2 093671105 BLOCK H & R INC 245 15,303.17 2 097023105 BOEING CO 14,549 949,213.39 2 101121101 BOSTON PROPERTIES INC 2,245 157,166.66 2 101137107 BOSTON SCIENTIFIC CORP 2,300 115,493.92 2 104576103 BRADLEY PHARMACEUTICALS INC 200 5,144.07 2 10549P606 BRASCAN CORP 202,480 7,720,555.92 2 105530109 BRASIL TELECOM PARTICIPACOES 1,160 47,502.42 2 110122108 BRISTOL MYERS SQUIBB CO 77,590 2,321,222.24 2 110419306 BRITISH AWYS PLC 250 11,890.14 2 112900105 BROOKFIELD PPTYS CORP 11,100 450,438.00 2 115637100 BROWN FORMAN CORP 12,200 721,482.15 2 12189T104 BURLINGTON NORTHN SANTA FE C 600 29,052.01 2 122014103 BURLINGTON RES INC 1,950 100,555.88 2 124765108 CAE INC 147,530 811,415.00 2 12541C203 CHC HELICOPTER CORP 4,000 196,000.00 2 125581108 CIT GROUP INC 18,775 887,254.32 2 125896100 CMS ENERGY CORP 600 7,219.40 2 126132109 CNOOC LTD 3,900 259,276.45 2 12616K106 CP HOLDRS 4,049 328,090.47 2 126408103 CSX CORP 1,365 57,277.42 2 126650100 CVS CORP 58,740 3,127,793.81 2 127209302 CADBURY SCHWEPPES PLC 1,000 39,067.15 2 130788102 CALIFORNIA WTR SVC GROUP 800 29,696.59 2 131347106 CALPINE CORP 70,500 258,404.36 2 13321L108 CAMECO CORP 16,425 1,648,248.75 2 134429109 CAMPBELL SOUP CO 6,100 202,690.38 2 136069101 CDN IMPERIAL BK OF COMMERCE 1,061,946 71,861,877.45 2 136375102 CANADIAN NATL RY CO 200,556 12,398,371.92 2 136385101 CANADIAN NAT RES LTD 126,306 6,378,453.00 2 13645T100 CANADIAN PAC RY LTD 313,894 10,261,194.86 2 138006309 CANON INC 7,175 427,669.63 2 138869300 CANYON RESOURCES CORP 42,000 201,718.44 2 14040H105 CAPITAL ONE FINL CORP 4,240 396,025.37 2 14149Y108 CARDINAL HEALTH INC 14,889 823,672.92 2 141705103 CAREMARK RX INC 111,110 4,503,651.96 2 143658300 CARNIVAL CORP 860 51,402.05 2 149123101 CATERPILLAR INC DEL 42,049 4,275,574.07 2 150921104 CELL GENESYS INC 200 2,267.44 2 150934107 CELL THERAPEUTICS INC 5,500 47,686.95 2 15101Q108 CELESTICA INC 10,330 165,796.50 2 151290889 CEMEX S A 11,349 403,640.19 2 151313103 CENDANT CORP 84,975 2,319,837.89 2 15189T107 CENTERPOINT ENERGY INC 1,500 19,641.01 2 153436100 CENTRAL EUROPE AND RUSSIA FD 20,720 618,560.75 2 153501101 CENTRAL FD CDA LTD 378,375 2,811,326.25 2 155771108 CENTRAL VT PUB SVC CORP 1,500 38,125.54 2 156700106 CENTURYTEL INC 450 19,474.17 2
CUSIP ISSUER DESCRIPTION TOTAL SHARES MARKET VALUE C$ OTHER INCLUDED MANAGERS 166764100 CHEVRONTEXACO CORP 39,104 2,651,078.99 2 168834109 CHILE FD INC 20,500 356,520.91 2 171232101 CHUBB CORP 1,880 166,994.56 2 17133Q205 CHUNGHWA TELECOM CO LTD 14,700 327,182.00 2 171484108 CHURCHILL DOWNS INC 2,000 98,963.37 2 17275R102 CISCO SYS INC 150,840 3,450,704.84 2 172967101 CITIGROUP INC 306,707 17,102,984.64 2 184502102 CLEAR CHANNEL COMMUNICATIONS 1,900 74,851.95 2 189054109 CLOROX CO DEL 3,000 202,097.61 2 191216100 COCA COLA CO 123,847 6,269,035.44 2 191219104 COCA COLA ENTERPRISES INC 300 7,166.31 2 192108108 COEUR D ALENE MINES CORP IDA 2,007 12,023.71 2 19244C109 COGNOS INC 37,500 1,692,000.00 2 194162103 COLGATE PALMOLIVE CO 63,077 3,601,886.06 2 195493309 COLONIAL BANCGROUP INC 1,896 49,005.45 2 20030N101 COMCAST CORP NEW 9,770 348,716.08 2 20030N200 COMCAST CORP NEW 1,600 56,460.94 2 200340107 COMERICA INC 150 11,251.87 2 204412209 COMPANHIA VALE DO RIO DOCE 19,900 565,156.68 2 205363104 COMPUTER SCIENCES CORP 1,175 69,947.39 2 205887102 CONAGRA FOODS INC 25,480 827,969.26 2 20825C104 CONOCOPHILLIPS 6,548 685,668.03 2 209115104 CONSOLIDATED EDISON INC 1,100 58,447.79 2 21036P108 CONSTELLATION BRANDS INC 300 14,431.21 2 210371100 CONSTELLATION ENERGY GROUP I 600 30,212.27 2 219023108 CORN PRODS INTL INC 35 2,039.30 2 219350105 CORNING INC 2,880 40,331.55 2 220874101 CORUS ENTERTAINMENT INC 12,549 294,901.50 2 22087M101 CORUS GROUP PLC 500 5,889.77 2 22160K105 COSTCO WHSL CORP NEW 4,305 225,859.63 2 22163N106 COTT CORP QUE 17,865 659,218.50 2 224044107 COX COMMUNICATIONS INC NEW 4,245 177,750.91 2 22409V102 CP SHIPS LTD 187,668 2,880,703.80 2 225606102 CREO INC 100 1,040.00 2 228368106 CROWN HOLDINGS INC 900 11,727.73 2 22942F101 CRYSTALLEX INTL CORP 34,750 146,297.50 2 231021106 CUMMINS INC 100 9,338.96 2 23126R101 CURAGEN CORP 800 5,561.16 2 23331A109 D R HORTON INC 205 8,578.78 2 233331107 DTE ENERGY CO 300 15,997.18 2 235851102 DANAHER CORP DEL 61,140 3,962,654.10 2 237194105 DARDEN RESTAURANTS INC 575 16,947.64 2 23918K108 DAVITA INC 20,000 787,409.70 2 244199105 DEERE & CO 725 59,148.94 2 24522P103 DEL MONTE FOODS CO 715 9,479.69 2 24702R101 DELL INC 129,113 5,809,418.78 2 247126105 DELPHI CORP 140 1,643.83 2 247916208 DENBURY RES INC 30,500 979,143.33 2 249030107 DENTSPLY INTL INC NEW 1,700 111,599.84 2 249906108 DESCARTES SYS GROUP INC 10,230 14,833.50 2 25179M103 DEVON ENERGY CORP NEW 2,910 261,171.16 2 251893103 DEVRY INC DEL 100 2,617.54 2 25243Q205 DIAGEO P L C 14,635 932,812.61 2 252787106 DIAMONDS TR 550 70,119.28 2 253651103 DIEBOLD INC 8,200 483,997.87 2 25459L106 DIRECTV GROUP INC 1,078 23,966.10 2 254687106 DISNEY WALT CO 33,850 964,756.99 2 256669102 DOLLAR GEN CORP 17,925 456,506.46 2 25746U109 DOMINION RES INC VA NEW 1,411 116,364.43 2 257561100 DOMTAR INC 49,138 746,897.60 2
CUSIP ISSUER DESCRIPTION TOTAL SHARES MARKET VALUE C$ OTHER INCLUDED MANAGERS 257867101 DONNELLEY R R & SONS CO 12,635 500,160.87 2 25822C205 DOREL INDS INC 21,675 771,630.00 2 260543103 DOW CHEM CO 3,000 171,309.01 2 263534109 DU PONT E I DE NEMOURS & CO 50,017 2,705,665.61 2 264399106 DUKE ENERGY CORP 10,805 312,595.90 2 266898105 DUSA PHARMACEUTICALS INC 6 87.06 2 268648102 E M C CORP MASS 4,200 61,258.71 2 277461109 EASTMAN KODAK CO 6,000 244,337.15 2 278642103 EBAY INC 250 29,050.74 2 281020107 EDISON INTL 300 10,051.80 2 28176E108 EDWARDS LIFESCIENCES CORP 400 16,936.26 2 28336L109 EL PASO CORP 33,280 386,555.22 2 284902103 ELDORADO GOLD CORP NEW 300 1,227.00 2 285661104 ELECTRONIC DATA SYS NEW 17,700 433,774.27 2 28660G106 ELIZABETH ARDEN INC 500 13,308.87 2 291011104 EMERSON ELEC CO 46,979 3,674,827.56 2 292505104 ENCANA CORP 867,465 50,616,582.75 2 29250N105 ENBRIDGE INC 850,400 44,858,614.82 2 29274D604 ENERPLUS RES FD 71,216 2,933,387.04 2 29364G103 ENTERGY CORP NEW 700 53,623.49 2 30161N101 EXELON CORP 1,450 67,240.11 2 302182100 EXPRESS SCRIPTS INC 140 11,561.65 2 30224T871 EXTENDICARE INC CDA 18,000 292,680.00 2 30231G102 EXXON MOBIL CORP 413,376 25,250,778.22 2 302571104 FPL GROUP INC 900 77,714.68 2 303901102 FAIRFAX FINL HLDGS LTD 3,755 589,535.00 2 305204109 FAIRMONT HOTELS RESORTS INC 43,073 1,490,325.80 2 313400301 FEDERAL HOME LN MTG CORP 44,700 3,685,820.57 2 313586109 FEDERAL NATL MTG ASSN 33,265 2,665,566.36 2 31428X106 FEDEX CORP 790 85,559.84 2 31430F101 FELCOR LODGING TR INC 34,700 496,026.40 2 316773100 FIFTH THIRD BANCORP 7,950 494,562.81 2 319963104 FIRST DATA CORP 21,475 1,180,687.98 2 33761N109 FIRSTSERVICE CORP 7,565 227,706.50 2 337932107 FIRSTENERGY CORP 300 15,576.30 2 343412102 FLUOR CORP NEW 100 5,626.88 2 344907100 FORBES MEDI-TECH INC 14,000 40,600.00 2 345370860 FORD MTR CO DEL 38,498 683,639.59 2 345395206 FORD MTR CO CAP TR II 250 16,519.17 2 345425102 FORDING CDN COAL TR 19,494 1,375,301.70 2 35063R100 FOUNDRY NETWORKS INC 9,000 107,949.70 2 354613101 FRANKLIN RES INC 140 9,866.51 2 35671D857 FREEPORT-MCMORAN COPPER & GO 18,791 961,872.77 2 358029106 FRESENIUS MED CARE AG 3,000 96,726.27 2 361448103 GATX CORP 100 3,369.56 2 364730101 GANNETT INC 2,700 285,833.51 2 364760108 GAP INC DEL 1,020 24,043.17 2 369550108 GENERAL DYNAMICS CORP 1,800 232,279.54 2 369604103 GENERAL ELEC CO 1,114,683 47,309,110.59 2 370334104 GENERAL MLS INC 250 14,187.28 2 370442105 GENERAL MTRS CORP 5,340 286,707.12 2 372460105 GENUINE PARTS CO 1,300 63,061.03 2 374143105 GERMANY FD INC 80,100 689,433.44 2 375766102 GILLETTE CO 61,915 3,266,337.34 2 375916103 GILDAN ACTIVEWEAR INC 21,885 779,106.00 2 376775102 GLAMIS GOLD LTD 5,100 119,340.00 2 37733W105 GLAXOSMITHKLINE PLC 12,186 673,524.45 2 38059T106 GOLD FIELDS LTD NEW 1,700 29,328.80 2 38068N108 GOLD RESV INC 3,000 17,610.00 2 380956409 GOLDCORP INC NEW 154,997 2,712,447.50 2
CUSIP ISSUER DESCRIPTION TOTAL SHARES MARKET VALUE C$ OTHER INCLUDED MANAGERS 381317106 GOLDEN WEST FINL CORP DEL 1,100 154,252.68 2 38141G104 GOLDMAN SACHS GROUP INC 20,710 2,440,591.41 2 382388106 GOODRICH CORP 100 3,963.59 2 382550101 GOODYEAR TIRE & RUBR CO 21,500 291,847.15 2 384802104 GRAINGER W W INC 200 14,572.77 2 39945C109 GROUPE CGI INC 34,900 296,650.00 2 401698105 GUIDANT CORP 1,600 133,548.73 2 404119109 HCA INC 34,800 1,677,978.92 2 404280406 HSBC HLDGS PLC 21,705 2,189,149.37 2 412822108 HARLEY DAVIDSON INC 210 15,776.51 2 415864107 HARSCO CORP 400 22,699.64 2 416515104 HARTFORD FINL SVCS GROUP INC 5,600 438,330.63 2 42217K106 HEALTH CARE REIT INC 7,800 340,072.20 2 423074103 HEINZ H J CO 13,709 624,111.52 2 423693100 HEMOSOL CORP 600 468.00 2 428236103 HEWLETT PACKARD CO 34,000 805,736.25 2 433578507 HITACHI LIMITED 3,900 297,477.82 2 437076102 HOME DEPOT INC 149,718 7,417,760.34 2 438516106 HONEYWELL INTL INC 3,015 136,650.21 2 441060100 HOSPIRA INC 5,787 223,814.19 2 44107P104 HOST MARRIOTT CORP NEW 10,000 177,325.17 2 444903108 HUMAN GENOME SCIENCES INC 9,200 126,860.17 2 44544R101 HUMMINGBIRD INC 900 23,409.00 2 449926104 IMI INTL MEDICAL INNOVATIONS 3,000 10,200.00 2 450913108 IAMGOLD CORP 1,600 16,192.00 2 451107106 IDACORP INC 50 1,836.45 2 45245A107 IMATION CORP 100 4,498.22 2 453038408 IMPERIAL OIL LTD 565,086 37,001,842.57 2 453258402 INCO LTD 108,119 5,341,078.60 2 454089103 INDIA FD INC 11,700 351,206.21 2 456837103 ING GROUP N V 57,095 1,824,264.73 2 457153104 INGRAM MICRO INC 1,500 30,523.19 2 458140100 INTEL CORP 192,571 4,882,413.17 2 458573102 INTERCONTINENTAL HOTELS GP P 422 6,165.71 2 459200101 INTERNATIONAL BUSINESS MACHS 140,931 15,272,239.52 2 459506101 INTERNATIONAL FLAVORS&FRAGRA 4,000 193,123.92 2 460146103 INTL PAPER CO 5,940 303,380.74 2 460254105 INTERNATIONAL RECTIFIER CORP 600 26,011.06 2 460690100 INTERPUBLIC GROUP COS INC 175 2,342.32 2 460915200 INTRAWEST CORPORATION 4,600 110,400.00 2 462622101 IPSCO INC 5,825 205,447.75 2 464286608 ISHARES INC 1,300 102,346.83 2 464286699 ISHARES INC 14,000 288,952.82 2 464286848 ISHARES INC 54,500 668,160.74 2 464286871 ISHARES INC 12,000 168,654.82 2 464287168 ISHARES TR 500 36,273.93 2 464287234 ISHARES TR 125 27,252.84 2 464287465 ISHARES TR 280 50,040.33 2 464287556 ISHARES TR 100 8,838.45 2 464287655 ISHARES TR 25 3,597.38 2 46579N103 IVANHOE MINES LTD 52,400 372,040.00 2 46612J101 JDS UNIPHASE CORP 55,500 236,393.54 2 46625H100 JPMORGAN & CHASE & CO 81,715 4,103,298.05 2 475070108 JEFFERSON PILOT CORP 890 55,861.09 2 478160104 JOHNSON & JOHNSON 527,290 37,540,668.34 2 478366107 JOHNSON CTLS INC 275 19,745.59 2 480074103 JONES APPAREL GROUP INC 13,050 590,481.44 2 48203R104 JUNIPER NETWORKS INC 5,000 149,140.20 2 48268K101 KT CORP 23,300 532,141.08 2 485170302 KANSAS CITY SOUTHERN 500 9,586.68 2
CUSIP ISSUER DESCRIPTION TOTAL SHARES MARKET VALUE C$ OTHER INCLUDED MANAGERS 487836108 KELLOGG CO 4,105 221,333.28 2 49337W100 KEYSPAN CORP 100 4,954.49 2 494368103 KIMBERLY CLARK CORP 44,020 3,593,585.95 2 49455U100 KINDER MORGAN MANAGEMENT LLC 10,116 530,858.63 2 496902206 KINROSS GOLD CORP 83,878 718,834.46 2 496904103 KINGSWAY FINL SVCS INC 29,940 495,806.40 2 500255104 KOHLS CORP 800 48,725.87 2 500472303 KONINKLIJKE PHILIPS ELECTRS 1,769 51,223.07 2 50049M109 KOOKMIN BK NEW 2,400 96,582.18 2 500631106 KOREA ELECTRIC PWR 39,100 521,365.07 2 500634100 KOREA FD 11,900 310,434.06 2 50075N104 KRAFT FOODS INC 1,000 40,090.91 2 501044101 KROGER CO 23,640 463,715.81 2 501556203 KYOCERA CORP 600 53,387.14 2 502424104 L-3 COMMUNICATIONS HLDGS INC 1,750 148,192.28 2 50540R409 LABORATORY CORP AMER HLDGS 23,125 1,277,834.50 2 505862102 LAFARGE NORTH AMERICA INC 1,047 62,049.69 2 518439104 LAUDER ESTEE COS INC 3,430 181,210.40 2 521865105 LEAR CORP 500 34,409.68 2 524908100 LEHMAN BROS HLDGS INC 650 65,492.77 2 526057104 LENNAR CORP 600 36,096.98 2 52886P104 LEXAR MEDIA INC 26,600 282,069.62 2 529771107 LEXMARK INTL NEW 3,580 380,125.26 2 530718105 LIBERTY MEDIA CORP NEW 36,480 402,053.67 2 530719103 LIBERTY MEDIA INTL INC 4,808 202,301.41 2 53219L109 LIFEPOINT HOSPITALS INC 299 11,340.96 2 532457108 LILLY ELI & CO 12,541 951,826.72 2 534187109 LINCOLN NATL CORP IND 12,315 731,551.64 2 535678106 LINEAR TECHNOLOGY CORP 33,750 1,545,876.09 2 540424108 LOEWS CORP 6,400 473,204.16 2 544191109 LORUS THERAPEUTICS INC 5,000 4,000.00 2 548661107 LOWES COS INC 9,015 619,267.08 2 549463107 LUCENT TECHNOLOGIES INC 772 3,093.07 2 55068R202 LUXOTTICA GROUP S P A 1,200 27,072.74 2 55261F104 M & T BK CORP 1,000 120,955.23 2 55262L100 MBNA CORP 29,118 927,416.45 2 55269P302 MDS INC 53,080 1,028,693.27 2 55304X104 MI DEVS INC 600 19,536.00 2 55309W101 MMO2 PLC 400 8,973.69 2 559211107 MAGNA ENTMT CORP 440 3,005.20 2 559222401 MAGNA INTL INC 45,260 4,239,956.80 2 56501R106 MANULIFE FINL CORP 420,604 23,301,461.60 2 565849106 MARATHON OIL CORP 8,530 445,042.45 2 571748102 MARSH & MCLENNAN COS INC 60,055 3,473,344.82 2 574599106 MASCO CORP 15,700 685,186.73 2 575384102 MASONITE INTL CORP 16,950 539,349.00 2 576206106 MASSEY ENERGY CORP 100 3,656.46 2 576879209 MATSUSHITA ELEC INDL 4,285 72,680.19 2 577778103 MAY DEPT STORES CO 350 11,337.81 2 579064106 MCAFEE INC 1,875 47,633.23 2 580135101 MCDONALDS CORP 9,710 343,997.31 2 580645109 MCGRAW HILL COS INC 330 33,237.66 2 583334107 MEADWESTVACO CORP 885 35,681.79 2 58405U102 MEDCO HEALTH SOLUTIONS INC 4,070 158,951.86 2 584699102 MEDIMMUNE INC 400 11,981.77 2 585055106 MEDTRONIC INC 63,440 4,161,436.25 2 58551A108 MELLON FINL CORP 4,570 159,938.08 2 589331107 MERCK & CO INC 120,424 5,022,728.49 2 589975101 MERIDIAN GOLD INC 4,100 86,100.00 2 590188108 MERRILL LYNCH & CO INC 4,010 251,992.84 2
CUSIP ISSUER DESCRIPTION TOTAL SHARES MARKET VALUE C$ OTHER INCLUDED MANAGERS 59125J104 METALLICA RES INC 25,000 43,000.00 2 59151K108 METHANEX CORP 29,622 559,855.80 2 59156R108 METLIFE INC 3,680 179,767.02 2 594918104 MICROSOFT CORP 302,482 10,570,788.54 2 595112103 MICRON TECHNOLOGY INC 4,927 74,913.64 2 595635103 MIDCAP SPDR TR 75 10,270.77 2 60032R106 MILLEA HOLDINGS INC 3,408 276,834.75 2 61166W101 MONSANTO CO NEW 1,019 46,905.83 2 615369105 MOODYS CORP 200 18,516.14 2 617446448 MORGAN STANLEY 2,545 158,579.64 2 61744U106 MORGAN STANLEY ASIA PAC FD I 3,500 49,854.54 2 620076109 MOTOROLA INC 17,645 402,319.34 2 62886E108 NCR CORP NEW 817 51,206.95 2 62936P103 NPS PHARMACEUTICALS INC 97 2,670.19 2 62942M201 NTT DOCOMO INC 1,110 23,849.79 2 631100104 NASDAQ 100 TR 2,715 120,582.51 2 631226107 NASHUA CORP 12 167.59 2 635405103 NATIONAL CITY CORP 1,750 85,420.68 2 636274102 NATIONAL GRID TRANSCO PLC 2,050 110,972.32 2 637640103 NATIONAL SEMICONDUCTOR CORP 200 3,915.56 2 638539700 NATIONAL WESTMINSTER BK PLC 4,200 136,266.11 2 63910B102 NAUTILUS GROUP INC 21,000 599,581.52 2 63934E108 NAVISTAR INTL CORP NEW 600 28,202.66 2 644465106 NEW GERMANY FD INC 6,000 57,178.84 2 650111107 NEW YORK TIMES CO 900 44,476.64 2 651639106 NEWMONT MINING CORP 81,897 4,712,792.92 2 651824104 NEWPORT CORP 10,000 144,969.33 2 652487703 NEWS CORP LTD 14 581.62 2 652487802 NEWS CORP LTD 94 3,722.21 2 65332V103 NEXTEL COMMUNICATIONS INC 75 2,259.85 2 65334H102 NEXEN INC 117,587 6,202,714.25 2 654624105 NIPPON TELEG & TEL CORP 14,940 377,275.67 2 65473P105 NISOURCE INC 176 4,673.60 2 654744408 NISSAN MOTORS 1,500 41,064.11 2 654902204 NOKIA CORP 111,125 1,926,986.18 2 65535H208 NOMURA HLDGS INC 2,700 44,055.76 2 655422103 NORANDA INC 525,949 11,570,885.72 2 655664100 NORDSTROM INC 200 9,666.31 2 655844108 NORFOLK SOUTHERN CORP 800 30,070.71 2 656531605 NORSK HYDRO A S 1,000 92,568.04 2 656568102 NORTEL NETWORKS CORP NEW 659,208 2,821,411.48 2 656912102 NORTH AMERN PALLADIUM LTD 300 3,150.00 2 659424105 NORTH FORK BANCORPORATION NY 19,200 1,078,662.82 2 666416102 NORTHGATE MINERALS CORP 181,100 434,640.00 2 666807102 NORTHROP GRUMMAN CORP 2,370 159,746.98 2 66977W109 NOVA CHEMICALS CORP 18,542 904,107.92 2 66987E206 NOVAGOLD RES INC 4,000 31,840.00 2 66987V109 NOVARTIS A G 2,300 135,668.29 2 674599105 OCCIDENTAL PETE CORP DEL 3,000 212,069.78 2 681904108 OMNICARE INC 3,000 107,532.61 2 681919106 OMNICOM GROUP INC 130 12,004.27 2 682310107 ONCOLYTICS BIOTECH INC 605 4,489.10 2 683715106 OPEN TEXT CORP 100 2,169.00 2 68389X105 ORACLE CORP 25,435 362,621.50 2 69331C108 PG&E CORP 406 15,599.56 2 693366205 PICO HLDGS INC 17,768 427,356.24 2 693506107 PPG INDS INC 600 46,471.08 2 697900108 PAN AMERICAN SILVER CORP 1,000 21,560.00 2 701081101 PARKER DRILLING CO 3,500 16,234.80 2 701094104 PARKER HANNIFIN CORP 39,620 2,947,456.76 2
CUSIP ISSUER DESCRIPTION TOTAL SHARES MARKET VALUE C$ OTHER INCLUDED MANAGERS 705015105 PEARSON PLC 1,800 24,638.47 2 706902103 PENGROWTH ENERGY TR 4,800 92,136.00 2 713448108 PEPSICO INC 205,670 12,646,388.13 2 71644E102 PETRO-CDA 225,511 14,825,093.14 2 71646E100 PETROCHINA CO LTD 5,000 339,736.32 2 71648W108 PETROFUND ENERGY TRUST 52,453 834,002.70 2 71649P102 PETROKAZAKHSTAN INC 6,600 283,206.00 2 71654V101 PETROLEO BRASILEIRO SA PETRO 14,700 593,052.21 2 717081103 PFIZER INC 511,989 19,801,348.65 2 717265102 PHELPS DODGE CORP 875 101,777.13 2 725906101 PLACER DOME INC 150,871 3,801,949.20 2 729251108 PLUM CREEK TIMBER CO INC 400 17,709.77 2 732827100 POPE & TALBOT INC 637 14,169.84 2 73755L107 POTASH CORP SASK INC 11,424 925,344.00 2 74005P104 PRAXAIR INC 1,200 64,822.90 2 74022D100 PRECISION DRILLING CORP 8,235 598,108.05 2 741503403 PRICELINE COM INC 16 448.33 2 741930309 PRIMEWEST ENERGY TR 20,175 538,672.50 2 742718109 PROCTER & GAMBLE CO 298,957 20,449,336.83 2 743263105 PROGRESS ENERGY INC 20 1,070.27 2 74386K104 PROVIDENT ENERGY TR 509 5,700.80 2 744320102 PRUDENTIAL FINL INC 13,150 781,818.21 2 744573106 PUBLIC SVC ENTERPRISE GROUP 500 26,921.07 2 745867101 PULTE HOMES INC 4,825 374,253.74 2 746927102 QLT INC 12,020 251,097.80 2 747525103 QUALCOMM INC 26,100 1,287,843.32 2 748203106 QUEBECOR WORLD INC 33,345 940,329.00 2 74834L100 QUEST DIAGNOSTICS INC 2,725 303,840.93 2 74955W307 R H DONNELLEY CORP 40 2,495.44 2 749685103 RPM INTL INC 300 6,692.35 2 750236101 RADIAN GROUP INC 11,560 675,451.92 2 754907103 RAYONIER INC 11,633 665,161.40 2 755111507 RAYTHEON CO 31 1,488.09 2 758204101 REED ELSEVIER N V 2,300 75,290.52 2 759930100 RENAL CARE GROUP INC 2,850 116,096.17 2 760975102 RESEARCH IN MOTION LTD 1,800 173,412.00 2 761655406 REXAM PLC 600 29,954.43 2 766909105 RIO NARCEA GOLD MINES INC 161,200 504,556.00 2 767204100 RIO TINTO PLC 220 30,211.00 2 767744105 RITCHIE BROS AUCTIONEERS 3,600 136,260.00 2 775109200 ROGERS COMMUNICATIONS INC 28,874 738,885.66 2 779915107 ROYAL GROUP TECHNOLOGIES LTD 10,629 117,981.90 2 780087102 ROYAL BK CDA MONTREAL QUE 2,281,388 136,769,210.60 2 780097606 ROYAL BK SCOTLAND GROUP PLC 600 20,035.34 2 780097705 ROYAL BK SCOTLAND GROUP PLC 8,500 296,081.21 2 780257804 ROYAL DUTCH PETE CO 69,573 4,537,359.04 2 780910105 ROYCE VALUE TR INC 11,500 261,191.25 2 78375P107 RYERSON TULL INC NEW 22,400 486,106.05 2 78387G103 SBC COMMUNICATIONS INC 24,654 808,606.95 2 78462F103 SPDR TR 8,720 1,231,730.21 2 784635104 SPX CORP 11,505 514,757.40 2 786514208 SAFEWAY INC 25,700 627,231.86 2 792860108 ST PAUL TRAVELERS INC 8,972 374,890.84 2 798241105 SAN JUAN BASIN RTY TR 6,000 231,369.53 2 80004C101 SANDISK CORP 400 14,721.91 2 800907107 SANMINA SCI CORP 1,200 10,692.59 2 80105N105 SANOFI AVENTIS 1,575 72,877.42 2 80105N204 SANOFI AVENTIS 1,624 74,676.55 2 803054204 SAP AKTIENGESELLSCHAFT 30,850 1,518,711.72 2 803111103 SARA LEE CORP 8,500 245,588.41 2
CUSIP ISSUER DESCRIPTION TOTAL SHARES MARKET VALUE C$ OTHER INCLUDED MANAGERS 803866300 SASOL LTD 6,000 141,961.25 2 806605101 SCHERING PLOUGH CORP 29,545 711,737.10 2 806857108 SCHLUMBERGER LTD 5,000 425,365.55 2 808513105 SCHWAB CHARLES CORP NEW 1,075 12,486.38 2 81013T705 SCOTTISH PWR PLC 155 6,041.69 2 810186106 SCOTTS CO 2,250 182,428.17 2 811054204 SCRIPPS E W CO OHIO 1,600 96,622.63 2 81369Y803 SELECT SECTOR SPDR TR 2,500 60,414.42 2 81752M101 SERONO S A 200 3,875.12 2 817565104 SERVICE CORP INTL 5,000 39,244.10 2 82028K200 SHAW COMMUNICATIONS INC 12,300 259,653.00 2 822703609 SHELL TRANS & TRADING PLC 1,800 101,261.14 2 824348106 SHERWIN WILLIAMS CO 100 5,556.10 2 826170102 SIEBEL SYS INC 100 952.98 2 826197501 SIEMENS A G 300 27,944.83 2 826516106 SIERRA WIRELESS INC 50 1,128.50 2 82823L106 SILVER STD RES INC 11 229.57 2 832248108 SMITHFIELD FOODS INC 2,890 91,316.78 2 832696405 SMUCKER J M CO 195 10,945.31 2 832727101 SMURFIT-STONE CONTAINER CORP 900 22,033.57 2 834182107 SOLECTRON CORP 4,242 26,539.25 2 835699307 SONY CORP 745 32,381.81 2 842587107 SOUTHERN CO 188 7,123.64 2 844741108 SOUTHWEST AIRLS CO 270 4,647.87 2 844895102 SOUTHWEST GAS CORP 1,000 30,270.41 2 852061100 SPRINT CORP 19,100 485,948.06 2 855030102 STAPLES INC 700 26,382.65 2 855244109 STARBUCKS CORP 1,100 63,202.58 2 857477103 STATE STR CORP 260 14,035.10 2 861012102 STMICROELECTRONICS N V 200 4,368.04 2 866796105 SUN LIFE FINL INC 235,856 9,007,340.64 2 866810104 SUN MICROSYSTEMS INC 4,950 25,275.47 2 867229106 SUNCOR ENERGY INC 412,601 16,669,080.40 2 867363103 SUNGARD DATA SYS INC 8,980 269,785.27 2 86768K106 SUNRISE SENIOR LIVING INC 17,000 754,598.86 2 868536103 SUPERVALU INC 500 17,410.22 2 870875101 SWISS HELVETIA FD INC 12,000 197,775.07 2 871503108 SYMANTEC CORP 1,400 97,107.96 2 871829107 SYSCO CORP 4,475 169,226.10 2 872375100 TECO ENERGY INC 11,000 188,106.24 2 872540109 TJX COS INC NEW 5,200 144,853.05 2 872549100 TLC VISION CORP 200 2,204.00 2 874039100 TAIWAN SEMICONDUCTOR MFG LTD 378 3,411.16 2 87425E103 TALISMAN ENERGY INC 108,299 3,551,124.21 2 87612E106 TARGET CORP 3,900 223,046.75 2 878237106 TECH DATA CORP 300 14,617.00 2 87923P105 TELE CENTRO OESTE CELULAR S 1,566 20,188.53 2 879246106 TELE NORTE LESTE PART S A 12,279 205,322.03 2 879287308 TELECOMUNICACOES BRASILEIRAS 4,700 163,359.08 2 879382208 TELEFONICA S A 352 20,015.73 2 879403780 TELEFONOS DE MEXICO S A 10,000 407,860.53 2 87943B102 TELELESTE CELULAR PART S A 94 1,817.74 2 879664100 TELLABS INC 2,200 25,553.53 2 87971M202 TELUS CORP 245,997 6,026,917.30 2 879946606 TELESYSTEM INTL WIRELESS INC 13,050 157,252.50 2 88018T101 TEMPLETON DRAGON FD INC 18,900 380,292.34 2 88033G100 TENET HEALTHCARE CORP 32,600 444,581.88 2 880770102 TERADYNE INC 1,109 18,782.31 2 881624209 TEVA PHARMACEUTICAL INDS LTD 3,000 98,394.62 2 883203101 TEXTRON INC 400 32,492.34 2
CUSIP ISSUER DESCRIPTION TOTAL SHARES MARKET VALUE C$ OTHER INCLUDED MANAGERS 884903105 THOMSON CORP 768,931 33,748,381.59 2 885160101 THOR INDS INC 7,000 234,188.03 2 885535104 3COM CORP 100 533.37 2 88579Y101 3M CO 166,282 16,806,800.67 2 887100105 TIMBERLAND CO 600 43,073.71 2 887317105 TIME WARNER INC 17,766 362,414.78 2 890030208 TOMKINS PLC 120 2,936.29 2 891027104 TORCHMARK CORP 600 40,328.52 2 891050106 TOREADOR RES CORP 3 36.63 2 891160509 TORONTO DOMINION BK ONT 1,286,327 59,286,811.43 2 89151E109 TOTAL S A 2,165 279,572.22 2 892331307 TOYOTA MOTOR CORP 1,400 135,151.35 2 892335100 TOYS R US INC 15,900 356,503.22 2 89346D107 TRANSALTA CORP 474,730 7,828,303.42 2 89353D107 TRANSCANADA CORP 1,159,374 32,056,680.65 2 893735100 TRANSKARYOTIC THERAPIES INC 5,860 131,316.43 2 89579K109 TRIAD HOSPITALS INC 4,049 176,247.77 2 896938AB3 TRIZEC HAHN CORP 680,000 635,994.48 2 902124106 TYCO INTL LTD NEW 126,630 4,907,061.16 2 902911106 UST INC 4,900 249,334.61 2 902973304 US BANCORP DEL 2,400 87,664.10 2 903293405 U S G CORP 16,000 367,865.60 2 903914109 ULTRA PETROLEUM CORP 1,000 61,861.50 2 904784709 UNILEVER N V 12,176 889,498.44 2 907818108 UNION PAC CORP 625 46,290.34 2 909214108 UNISYS CORP 13,020 169,825.69 2 911312106 UNITED PARCEL SERVICE INC 175 16,792.18 2 913017109 UNITED TECHNOLOGIES CORP 34,650 4,089,496.33 2 91324P102 UNITEDHEALTH GROUP INC 1,726 160,863.18 2 91529Y106 UNUMPROVIDENT CORP 29,500 585,002.43 2 918076100 UTSTARCOM INC 10,300 209,722.72 2 91913Y100 VALERO ENERGY CORP NEW 1,200 121,652.90 2 922571104 VELCRO INDS N V 500 7,267.43 2 92343V104 VERIZON COMMUNICATIONS 35,692 1,776,475.86 2 92532F100 VERTEX PHARMACEUTICALS INC 69,860 927,108.57 2 925524100 VIACOM INC 4,000 171,890.40 2 925524308 VIACOM INC 6,628 281,136.46 2 925602104 VICAL INC 600 3,640.79 2 927460105 VINTAGE PETE INC 9,000 228,298.26 2 92839U107 VISTEON CORP 483 4,877.60 2 92851S204 VIVENDI UNIVERSAL 604 19,642.17 2 92857W100 VODAFONE GROUP PLC NEW 44,665 1,361,059.97 2 928856400 VOLVO AKTIEBOLAGET 1,100 48,993.82 2 929309300 WPP GROUP PLC 2,490 146,686.84 2 929903102 WACHOVIA CORP 2ND NEW 57,440 3,408,495.63 2 931142103 WAL MART STORES INC 257,448 17,310,669.65 2 931422109 WALGREEN CO 61,725 2,795,249.77 2 939322103 WASHINGTON MUT INC 7,775 384,032.22 2 939640108 WASHINGTON POST CO 330 383,720.04 2 942683103 WATSON PHARMACEUTICALS INC 875 32,580.18 2 948626106 WEIGHT WATCHERS INTL INC NEW 375 18,399.22 2 949702104 WELLMAN INC 39,000 417,997.01 2 94973H108 WELLPOINT HEALTH NETWORK NEW 10,015 1,330,224.86 2 949746101 WELLS FARGO & CO NEW 119,635 9,016,454.12 2 950590109 WENDYS INTL INC 24,420 1,037,045.12 2 950813105 WESCAST INDS INC 1,200 40,680.00 2 950817106 WESCO FINL CORP 50 22,213.04 2 956909105 WESTAIM CORP 15,216 47,473.92 2 959531104 WESTERN SILVER CORP 25,000 294,000.00 2 961815107 WESTWOOD ONE INC 14,750 368,562.72 2
CUSIP ISSUER DESCRIPTION TOTAL SHARES MARKET VALUE C$ OTHER INCLUDED MANAGERS 962166104 WEYERHAEUSER CO 84 7,058.02 2 962902102 WHEATON RIV MINERALS LTD 73,100 290,207.00 2 966837106 WHOLE FOODS MKT INC 315 34,155.44 2 980905202 WORLD HEART CORP 285 404.70 2 982526105 WRIGLEY WM JR CO 400 32,007.00 2 983024100 WYETH 35,080 1,658,226.69 2 98389B100 XCEL ENERGY INC 6,450 141,195.32 2 984121103 XEROX CORP 30,400 540,989.64 2 988498101 YUM BRANDS INC 1,800 92,502.31 2 988858106 ZALE CORP NEW 1,700 60,376.50 2 989139100 ZARLINK SEMICONDUCTOR INC 10,600 40,492.00 2 98956P102 ZIMMER HLDGS INC 3,130 311,003.06 2 98985T109 ZYMOGENETICS INC 22,700 500,362.84 2 D1668R123 DAIMLERCHRYSLER AG 187 9,789.59 2 G0070K103 ACE LTD 1,500 75,947.75 2 G1150G111 ACCENTURE LTD BERMUDA 56,450 1,929,940.54 2 G24182100 COOPER INDS LTD 600 44,742.06 2 G4388N106 HELEN OF TROY CORP LTD 8,000 275,226.86 2 G4776G101 INGERSOLL-RAND COMPANY LTD 4,450 382,287.41 2 G6852T105 PARTNERRE LTD 2,000 138,245.38 2 G90078109 TRANSOCEAN INC 3,198 144,621.05 2 G98255105 XL CAP LTD 1,250 116,894.95 2 N07059111 ASML HLDG NV 4,600 74,825.41 2 008190100 AFFILIATED COMPUTER SERVICES 83,000 5,544,732.00 3 025816109 AMERICAN EXPRESS CO 155,000 9,571,560.00 3 060505104 BANK OF AMERICA CORPORATION 224,000 11,647,104.00 3 064057102 BANK NEW YORK INC 245,000 8,575,980.00 3 06738E204 BARCLAYS PLC 182,000 8,449,896.00 3 075887109 BECTON DICKINSON & CO 95,000 5,893,800.00 3 171232101 CHUBB CORP 42,000 3,542,112.00 3 172967101 CITIGROUP INC 182,000 9,635,808.00 3 191216100 COCA COLA CO 188,000 9,035,280.00 3 194162103 COLGATE PALMOLIVE CO 209,000 11,331,144.00 3 225401108 CREDIT SUISSE GROUP 213,000 8,163,864.00 3 237194105 DARDEN RESTAURANTS INC 125,000 3,498,000.00 3 25179M103 DEVON ENERGY CORP NEW 25,500 2,172,906.00 3 25212E100 DEX MEDIA INC 150,000 3,810,600.00 3 25243Q205 DIAGEO P L C 193,000 11,679,588.00 3 256669102 DOLLAR GEN CORP 220,000 5,319,600.00 3 313400301 FEDERAL HOME LN MTG CORP 126,000 9,864,288.00 3 316773100 FIFTH THIRD BANCORP 85,000 5,020,440.00 3 319963104 FIRST DATA CORP 117,000 6,107,400.00 3 364730101 GANNETT INC 105,000 10,553,760.00 3 46625H100 JPMORGAN & CHASE & CO 192,000 9,153,792.00 3 571834100 MARSHALL & ILSLEY CORP 118,000 5,706,480.00 3 590188108 MERRILL LYNCH & CO INC 174,000 10,381,536.00 3 66987V109 NOVARTIS A G 197,000 11,032,788.00 3 74144T108 PRICE T ROWE GROUP INC 274,558 16,783,181.42 3 74834L100 QUEST DIAGNOSTICS INC 55,000 5,822,520.00 3 74955W307 R H DONNELLEY CORP 99,000 5,863,968.00 3 871829107 SYSCO CORP 185,000 6,642,240.00 3 902973304 US BANCORP DEL 344,250 11,938,590.00 3 92857W100 VODAFONE GROUP PLC NEW 316,000 9,142,512.00 3 989701107 ZIONS BANCORPORATION 97,700 7,156,329.60 3 TOTAL 23,707,625,923.32
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