-----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, VUYDu74jOENTmrGCRFNKMugYU24snZRrJQQvUgicuQGXl6mCbawPiARQ+d9Yy2Rn vv3LswIuSt10vSByoSQSnA== 0000950144-01-505748.txt : 20010815 0000950144-01-505748.hdr.sgml : 20010815 ACCESSION NUMBER: 0000950144-01-505748 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20010630 FILED AS OF DATE: 20010814 FILER: COMPANY DATA: COMPANY CONFORMED NAME: TD ASSET MANAGEMENT INC CENTRAL INDEX KEY: 0001056053 STANDARD INDUSTRIAL CLASSIFICATION: [] 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: 1708325 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 t28001e13f-hr.txt TD ASSET MANAGEMENT 6/30/2001 1 UNITED STATES SECURITIES AND EXCHANGE COMMISSION WASHINGTON, D.C. 20549 FORM 13F FORM 13F COVER PAGE Report for the Calendar Year or Quarter Ended: June 30, 2001 ------------- 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: Paul Riccardi --------------------------------------------- Title: Chief Institutional Compliance Officer -------------------------------------------- Phone: 416-983-6532 -------------------------------------------- Signature, Place, and Date of Signing: Paul Riccardi Toronto, Ontario Aug. 10, 2001 - --------------------- -------------------------------------- --------------- [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).) 2 FORM 13F SUMMARY PAGE Report summary: Number of Other Included Managers: Five (5) ----------------------- Form 13F Information Table Entry Total: 3537 ----------------------- Form 13F Information Table Value Total: C$ 19,577,338 ----------------------- (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-_________________ Toronto Dominion (New York) Inc. 2 28-_________________ Toronto Dominion Capital (U.S.A.), Inc. 3 28-_________________ The Canada Trust Company 3
Other Total Number Included CUSIP Issuer Description Of Shares Market Value C$ Managers - ----- ------------------ ------------ --------------- -------- 000886101 A D C TELECOMMUNICATIONS COM 68,084 $ 681,946 00088E104 ACTV INC COM 1,250 $ 6,317 00089C107 ADE CORP MASS COM 650 $ 18,743 000957100 ABM INDS INC COM 200 $ 11,306 000973107 ACT MFG INC COM 1,500 $ 24,904 001055102 AFLAC INC COM 123,937 $ 5,922,899 001084102 AGCO CORP COM 1,821 $ 25,287 001204106 AGL RES INC COM 1,250 $ 45,054 00130H105 AES CORP COM 76,548 $ 5,001,125 001547108 AK STL HLDG CORP COM 1,000 $ 19,031 00163T109 AMB PROPERTY CORP COM 1,350 $ 52,776 001669100 AMC ENTMT INC COM 2,450 $ 48,336 001735109 AMLI RESIDENTIAL PPTYS TR SH BEN INT 450 $ 16,800 001765106 AMR CORP COM 12,088 $ 662,801 001813104 ANC RENTAL CORP COM 3,193 $ 14,537 00184A105 AOL TIME WARNER INC COM 779,628 $ 62,708,154 001853100 APA OPTICS INC COM 700 $ 9,561 001930205 ARI NETWORK SVCS INC COM NEW 4,700 $ 4,636 001941103 ATI TECHNOLOGIES INC COM 9,388,844 $202,045,452 001957109 AT&T CORP COM 526,572 $ 17,580,902 001957208 AT&T CORP COM LIB GRP A 1,298,995 $ 34,479,266 00207Q202 AT & T CDA INC DEPS RCPT CL B 393,105 $ 17,974,980 00207R101 ATMI INC COM 3,200 $ 145,691 002444107 AVX CORP NEW COM 3,550 $ 113,138 002535300 AARON RENTS INC CL A 400 $ 9,482 002824100 ABBOTT LABS COM 247,086 $ 18,002,821 002896207 ABERCROMBIE & FITCH CO CL A 2,300 $ 155,328 00339B107 ABGENIX INC COM 77,350 $ 5,282,428 003924107 ABITIBI-CONSOLIDATED INC COM 107,939 $ 1,246,695 004280103 ACADIANA BANCSHARES INC COM 600 $ 21,034 004308102 ACCEPTANCE INS COS INC COM 4,500 $ 35,854 00437V104 ACCREDO HEALTH INC COM 600 $ 33,864 004527107 ACKERLEY GROUP INC COM 1,550 $ 26,369 00461P106 ACLARA BIOSCIENCES INC COM 2,450 $ 28,853 004930202 ACTIVISION INC NEW COM NEW 1,100 $ 65,523
4 00508B102 ACTUATE CORP COM 4,500 $ 65,219 00508X203 ACTUANT CORP CL A NEW 1,340 $ 33,453 005125109 ACXIOM CORP COM 1,450 $ 28,805 00651F108 ADAPTEC INC COM 2,550 $ 38,467 006847107 ADELPHIA BUSINESS SOLUTIONS CL A 3,900 $ 24,267 006848105 ADELPHIA COMMUNICATIONS CORP CL A 66,400 $ 4,131,547 007094105 ADMINISTAFF INC COM 750 $ 29,593 00724F101 ADOBE SYS INC COM 263,530 $ 18,797,004 00724X102 ADOLOR CORP COM 44,000 $ 1,442,338 00738A106 ADTRAN INC COM 100 $ 3,111 007525108 ADVANCED DIGITAL INFORMATION COM 900 $ 23,629 00754A105 ADVANCED FIBRE COMMUNICATIONS COM 2,300 $ 73,301 00755F103 ADVANCED TISSUE SCIENCES INC COM 8,350 $ 63,360 00757T101 ADVANCED NEUROMODULATION SYS COM 134,000 $ 5,287,360 007585102 ADVO INC COM 850 $ 44,052 007768104 AEROFLEX INC COM 2,250 $ 35,854 007903107 ADVANCED MICRO DEVICES INC COM 29,446 $ 1,290,578 00790K109 ADVANCEPCS COM 600 $ 58,322 007942105 ADVANTA CORP CL A 1,350 $ 32,780 007942204 ADVANTA CORP CL B 102,000 $ 2,162,506 007973100 ADVANCED ENERGY INDS COM 300 $ 18,790 007974108 ADVENT SOFTWARE INC COM 400 $ 38,547 00808V105 AETHER SYS INC COM 300 $ 4,029 00817Y108 AETNA INC NEW COM 11,812 $ 463,746 008190100 AFFILIATED COMPUTER SERVICES CL A 58,000 $ 6,329,625 008252108 AFFILIATED MANAGERS GROUP COM 32,400 $ 3,023,993 00826T108 AFFYMETRIX INC COM 14,900 $ 498,604 00845V100 AGERE SYS INC CL A 2,945,731 $ 33,528,573 00846U101 AGILENT TECHNOLOGIES INC COM 39,876 $ 1,966,779 00846X105 AGILE SOFTWARE CORP DEL COM 550 $ 14,190 008911307 AIR CDA INC CL A NON VTG 102,400 $ 721,920 008916108 AGRIUM INC COM 2,718,526 $ 40,805,069 009158106 AIR PRODS & CHEMS INC COM 55,486 $ 3,852,434 009269101 AIRBORNE INC COM 100 $ 1,759 009363102 AIRGAS INC COM 5,650 $ 102,037 009367103 AIRGATE PCS INC COM 500 $ 39,458 00941P106 AIRNET COMMUNICATIONS CORP COM 200 $ 443 00949P108 AIRTRAN HLDGS INC COM 1,250 $ 19,919
5 00971T101 AKAMAI TECHNOLOGIES INC COM 1,700 $ 23,671 010199305 AKZO NOBEL NV SPONSORED ADR 981 $ 63,392 011311107 ALAMO GROUP INC COM 1,600 $ 34,602 011589108 ALAMOSA HLDGS INC COM 1,300 $ 32,158 011659109 ALASKA AIR GROUP INC COM 600 $ 26,315 012348108 ALBANY INTL CORP CL A 50 $ 1,434 012423109 ALBANY MOLECULAR RESH INC COM 800 $ 46,148 012653101 ALBEMARLE CORP COM 800 $ 28,130 013068101 ALBERTO CULVER CO CL B CONV 4,300 $ 274,342 013104104 ALBERTSONS INC COM 307,421 $ 13,991,707 013716105 ALCAN INC COM 8,667,720 $552,740,933 013817101 ALCOA INC COM 100,713 $ 6,022,024 013904305 ALCATEL SPONSORED ADR 139,426 $ 4,388,471 014482103 ALEXANDER & BALDWIN INC COM 1,600 $ 62,526 015351109 ALEXION PHARMACEUTICALS INC COM 8,850 $ 322,341 016255101 ALIGN TECHNOLOGY INC COM 22,600 $ 268,897 01642T108 ALKERMES INC COM 164,300 $ 8,751,962 017175100 ALLEGHANY CORP DEL COM 100 $ 30,808 017361106 ALLEGHENY ENERGY INC COM 9,900 $ 724,925 01741R102 ALLEGHENY TECHNOLOGIES INC COM 6,375 $ 175,017 01747T102 ALLEGIANCE TELECOM INC COM 348,200 $ 7,921,203 018091108 ALLEN TELECOM INC COM 1,200 $ 27,317 018490102 ALLERGAN INC COM 243,294 $ 31,568,812 018522102 ALLETE INC COM 1,300 $ 44,390 01855A101 ALLIANCE CAP MGMT HLDG L P UNIT LTD PARTN 1,400 $ 112,734 018581108 ALLIANCE DATA SYSTEMS CORP COM 101,900 $ 2,319,670 01859J108 ALLIANCE FST PRODS INC COM 290,992 $ 6,983,808 01877H100 ALLIANCE SEMICONDUCTOR CORP COM 3,400 $ 62,022 018802108 ALLIANT ENERGY CORP COM 1,850 $ 81,841 018804104 ALLIANT TECHSYSTEMS INC COM 625 $ 85,271 01903Q108 ALLIED CAP CORP NEW COM 1,100 $ 38,646 019228402 ALLIED IRISH BKS P L C SPON ADR ORD 371,820 $ 12,696,265 019589308 ALLIED WASTE INDS INC COM PAR $.01 NEW 15,700 $ 445,079 019754100 ALLMERICA FINL CORP COM 1,250 $ 109,078 020002101 ALLSTATE CORP COM 65,854 $ 4,396,396 020039103 ALLTEL CORP COM 26,429 $ 2,457,075 020753109 ALPHA INDS INC COM 450 $ 20,180 020813101 ALPHARMA INC CL A 700 $ 28,948
6 021244108 ALSTOM SPONSORED ADR 69,000 $ 2,921,555 021441100 ALTERA CORP COM 375,743 $ 16,536,729 02144G107 ALTEON INC COM 9,200 $ 48,867 023135106 AMAZON COM INC COM 6,850 $ 147,098 023139108 AMBAC FINL GROUP INC COM 9,175 $ 810,382 023178106 AMBASSADORS INTL INC COM 750 $ 28,114 02341W103 AMCOL INTL CORP COM 4,600 $ 41,886 023551104 AMERADA HESS CORP COM 20,955 $ 2,569,566 023608102 AMEREN CORP COM 11,505 $ 745,547 023613102 AMERIANA BANCORP COM 1,750 $ 35,827 02364W105 AMERICA MOVIL S A DE C V SPON ADR L SHS 118,922 $ 3,764,759 023912108 AMCORE FINL INC COM 750 $ 27,363 025537101 AMERICAN ELEC PWR INC COM 28,189 $ 1,975,151 02553E106 AMERICAN EAGLE OUTFITTERS NEW COM 1,550 $ 82,895 025816109 AMERICAN EXPRESS CO COM 678,672 $ 39,962,475 025932104 AMERICAN FINL GROUP INC OHIO COM 1,050 $ 48,283 026351106 AMERICAN GENERAL CORP COM 104,381 $ 7,358,137 026375105 AMERICAN GREETINGS CORP CL A 4,783 $ 79,846 026609107 AMERICAN HOME PRODS CORP COM 590,450 $ 52,366,561 026874107 AMERICAN INTL GROUP INC COM 436,805 $ 57,009,389 027070101 AMERICAN ITALIAN PASTA CO CL A 1,900 $ 133,793 027352103 AMERICAN MGMT SYS INC COM 1,750 $ 62,677 028591105 AMERICAN NATL INS CO COM 400 $ 45,377 029066107 AMERICAN PWR CONVERSION CORP COM 17,650 $ 421,877 029712106 AMERICAN STD COS INC DEL COM 488,598 $ 44,564,278 029912201 AMERICAN TOWER CORP CL A 123,200 $ 3,864,665 030111108 AMERICAN SUPERCONDUCTOR CORP COM 1,700 $ 66,562 030411102 AMERICAN WTR WKS INC COM 2,350 $ 117,584 03060R101 AMERICREDIT CORP COM 1,750 $ 137,970 03071D109 AMERIPATH INC COM 3,800 $ 168,971 03071P102 AMERISOURCE HEALTH CORP CL A 121,750 $ 10,217,739 03072H109 AMERITRADE HLDG CORP CL A 567,750 $ 6,858,528 03072M108 AMERUS GROUP CO COM 500 $ 26,915 031100100 AMETEK INC NEW COM 1,450 $ 67,226 031162100 AMGEN INC COM 221,618 $ 20,408,511 031652100 AMKOR TECHNOLOGY INC COM 3,300 $ 110,679 032095101 AMPHENOL CORP NEW CL A 900 $ 54,702 032165102 AMSOUTH BANCORPORATION COM 30,100 $ 844,625
7 03232P108 AMSURG CORP CL A 1,200 $ 53,815 032346108 AMYLIN PHARMACEUTICALS INC COM 2,600 $ 44,390 03235E100 AMVESCAP PLC SPONSORED ADR 97,774 $ 5,138,476 032511107 ANADARKO PETE CORP COM 52,486 $ 4,303,672 032515108 ANADIGICS INC COM 900 $ 31,415 032654105 ANALOG DEVICES INC COM 474,475 $ 31,142,980 032657207 ANALOGIC CORP COM PAR $0.05 2,900 $ 200,469 032681108 ANALYSTS INTL CORP COM 3,000 $ 20,306 032744104 ANAREN MICROWAVE INC COM 400 $ 12,141 033037102 ANCHOR GAMING COM 300 $ 29,420 034258103 ANDOVER BANCORP INC DEL COM 700 $ 53,382 034393108 ANDREA ELECTRONICS CORP COM 1,400 $ 3,506 034425108 ANDREW CORP COM 6,533 $ 182,924 034553107 ANDRX GROUP COM 1,350 $ 157,756 034663104 ANGELICA CORP COM 700 $ 11,686 035229103 ANHEUSER BUSCH COS INC COM 255,734 $ 15,989,924 035290105 ANIXTER INTL INC COM 82,100 $ 3,825,095 03664P105 ANTEC CORP COM 500 $ 9,409 036762102 ANTHONY & SYLVAN POOLS CORP COM 1,130 $ 13,119 036916104 ANSWERTHINK INC COM 1,600 $ 24,258 037389103 AON CORP COM 22,775 $ 1,209,726 037411105 APACHE CORP COM 86,655 $ 6,674,064 03748R101 APARTMENT INVT & MGMT CO CL A 1,800 $ 131,668 03759P101 APHTON CORP COM 400 $ 13,294 037604105 APOLLO GROUP INC CL A 2,175 $ 140,119 03760A101 APOGENT TECHNOLOGIES INC COM 100,100 $ 3,737,059 037833100 APPLE COMPUTER INC COM 31,276 $ 1,103,557 037899101 APPLEBEES INTL INC COM 2,550 $ 123,837 037933108 APRIA HEALTHCARE GROUP INC COM 950 $ 41,594 038020103 APPLERA CORP COM AP BIO GRP 18,668 $ 757,848 038020202 APPLERA CORP COM CE GEN GRP 1,000 $ 60,188 03815A106 APPLICA INC COM 2,050 $ 24,764 038222105 APPLIED MATLS INC COM 149,324 $ 11,126,840 03822W109 APPLIED MICRO CIRCUITS CORP COM 244,800 $ 6,389,996 038336103 APTARGROUP INC COM 700 $ 34,451 03840J106 AQUILA INC DEL CL A 37,000 $ 1,384,138 038496204 ARACRUZ CELULOSE S A SPON ADR CL B 14,848 $ 421,376 03875Q108 ARBITRON INC COM 350 $ 12,801
8 03937R102 ARCH CHEMICALS INC COM 4,950 $ 163,991 039380100 ARCH COAL INC COM 27,100 $ 1,063,963 039483102 ARCHER DANIELS MIDLAND CO COM 55,681 $ 1,098,528 039581103 ARCHSTONE CMNTYS TR SH BEN INT 2,450 $ 95,854 039793104 ARDEN RLTY INC COM 3,900 $ 158,029 039872106 AREA BANCSHARES CORP NEW COM 1,200 $ 30,049 040047102 ARENA PHARMACEUTICALS INC COM 300 $ 13,882 040157109 ARGONAUT GROUP INC COM 1,050 $ 32,029 04033V104 ARIBA INC COM 4,000 $ 33,387 042068106 ARM HLDGS PLC SPONSORED ADR 250,000 $ 4,514,895 042260109 ARMOR HOLDINGS INC COM 5,900 $ 134,309 04269E107 ARQULE INC COM 700 $ 23,010 042735100 ARROW ELECTRS INC COM 1,720 $ 63,404 04289L107 ART TECHNOLOGY GROUP INC COM 1,300 $ 11,443 043127109 ARTESYN TECHNOLOGIES INC COM 3,000 $ 58,732 043136100 ARTHROCARE CORP COM 8,900 $ 353,201 043353101 ARVINMERITOR INC COM 1,050 $ 26,675 044204105 ASHLAND INC COM 5,544 $ 337,387 04516H101 ASHWORTH INC COM 1,050 $ 8,796 045235108 ASPECT MED SYS INC COM 194,500 $ 4,575,220 04523Q102 ASPECT COMMUNICATIONS CORP COM 1,450 $ 15,382 045487105 ASSOCIATED BANC CORP COM 1,420 $ 77,559 045919107 AT HOME CORP COM SER A 8,850 $ 28,742 046265104 ASTORIA FINL CORP COM 1,550 $ 129,376 048396105 ATLANTIC COAST AIRLINES HLDGS COM 2,200 $ 100,129 049164106 ATLAS AIR WORLDWIDE HLDGS INC COM 700 $ 15,043 049513104 ATMEL CORP COM 10,450 $ 213,939 049560105 ATMOS ENERGY CORP COM 700 $ 25,985 050095108 ATWOOD OCEANICS INC COM 1,500 $ 79,902 051920106 AURORA BIOSCIENCES CORP COM 115,550 $ 5,436,162 052528304 AUSTRALIA&NEW ZEALAND BKG GRP SPONSORED ADR 70,351 $ 4,542,873 052769106 AUTODESK INC COM 4,400 $ 249,070 053015103 AUTOMATIC DATA PROCESSING INC COM 114,088 $ 8,605,123 05329Q105 AUTONOMY CORP PLC ADR 107,000 $ 974,307 05329W102 AUTONATION INC COM 7,450 $ 131,152 053332102 AUTOZONE INC COM 9,334 $ 531,202 053484101 AVALONBAY CMNTYS INC COM 1,000 $ 70,948 05348W109 AVANEX CORP COM 4,850 $ 71,396
9 053491106 AVANT IMMUNOTHERAPEUTICS INC COM 2,550 $ 21,865 053499109 AVAYA INC COM 26,473 $ 550,399 053561106 AVENTIS SPONSORED ADR 39,645 $ 4,806,640 053611109 AVERY DENNISON CORP COM 9,588 $ 742,822 05367L109 AVICI SYS INC COM 400 $ 5,202 053690103 AVIGEN INC COM 500 $ 16,314 053762100 AVIRON COM 54,800 $ 4,740,412 05379B107 AVISTA CORP COM 1,800 $ 54,579 053807103 AVNET INC COM 2,464 $ 83,837 053893103 AVOCENT CORP COM 1,317 $ 45,470 054303102 AVON PRODS INC COM 21,588 $ 1,516,235 054536107 AXA SPONSORED ADR 54,916 $ 2,347,721 05453N100 AWARE INC MASS COM 1,050 $ 14,341 054540109 AXCELIS TECHNOLOGIES INC COM 76,235 $ 1,712,288 054802103 AZTAR CORP COM 1,600 $ 29,381 054937107 BB&T CORP COM 33,719 $ 1,878,025 05534B109 BCE INC COM 24,764,611 $1,529,407,095 055448104 BHC COMMUNICATIONS INC CL A 350 $ 73,827 055472104 BISYS GROUP INC COM 82,500 $ 7,386,976 055482103 BJ SVCS CO COM 92,400 $ 3,979,652 05548J106 BJS WHOLESALE CLUB INC COM 50,700 $ 4,097,980 05561Q201 BOK FINL CORP COM NEW 1,029 $ 42,008 055622104 BP PLC SPONSORED ADR 102,312 $ 7,740,205 05564E106 BRE PROPERTIES INC CL A 250 $ 11,496 055921100 BMC SOFTWARE INC COM 55,650 $ 1,903,618 056032105 BTU INTL INC COM 4,450 $ 41,196 056033103 B2B INTERNET HOLDRS TR DEPOSTRY RCPT 600 $ 5,691 057224107 BAKER HUGHES INC COM 453,923 $ 23,077,444 058498106 BALL CORP COM 1,852 $ 133,673 05873K108 BALLY TOTAL FITNESS HLDG CORP COM 850 $ 38,196 059504100 BANCO DE A EDWARDS SPON ADR REP A 10,616 $ 273,886 05964H105 BANCO SANTANDER CENT HISPANO ADR 134,241 $ 1,872,240 05965F108 BANCO SANTANDER CHILE SPON ADR SER A 3,589 $ 94,283 05965L105 BANCO SANTIAGO SP ADR REP COM 4,642 $ 160,691 05968L102 BANCOLOMBIA S A SPON ADR PREF 1,314 $ 4,487 059692103 BANCORPSOUTH INC COM 450 $ 11,610 059790105 BANCWEST CORP NEW COM 750 $ 39,154 059815100 BANDAG INC COM 650 $ 26,930
10 060505104 BANK OF AMERICA CORPORATION COM 531,815 $ 48,449,539 063671101 BANK MONTREAL QUE COM 17,729,735 $ 693,232,646 064057102 BANK NEW YORK INC COM 284,734 $ 20,741,554 06423A103 BANK ONE CORP COM 102,558 $ 5,572,028 065416117 BANK UTD CORP LITIGATN CONT TRRT CONTINGENT 31,000 $ 15,525 06646R107 BANKNORTH GROUP INC NEW COM 300 $ 10,312 066821109 BANTA CORP COM 50 $ 2,223 067383109 BARD C R INC COM 4,641 $ 401,112 06738E204 BARCLAYS PLC ADR 300 $ 57,138 067774109 BARNES & NOBLE INC COM 1,250 $ 74,648 067901108 BARRICK GOLD CORP COM 12,518,842 $ 287,624,789 068306109 BARR LABS INC COM 825 $ 88,155 068313105 BARRA INC COM 750 $ 44,561 068480201 BARRETT RES CORP COM PAR $0.01 650 $ 58,200 071707103 BAUSCH & LOMB INC COM 4,685 $ 257,667 071813109 BAXTER INTL INC COM 320,760 $ 23,852,670 073325102 BEA SYS INC COM 7,550 $ 351,874 073902108 BEAR STEARNS COS INC COM 8,738 $ 781,995 075811109 BECKMAN COULTER INC COM 1,550 $ 95,974 075887109 BECTON DICKINSON & CO COM 253,029 $ 13,743,353 075896100 BED BATH & BEYOND INC COM 122,600 $ 5,581,777 077347201 BEL FUSE INC CL A 300 $ 13,659 077459105 BELDEN INC COM 1,900 $ 77,133 077914109 BELL CDA INTL INC COM 534,449 $ 8,813,056 079860102 BELLSOUTH CORP COM 265,434 $ 16,221,795 080555105 BELO CORP COM SER A 35,000 $ 1,000,713 081437105 BEMIS INC COM 4,131 $ 251,836 08160H101 BENCHMARK ELECTRS INC COM 2,400 $ 88,726 083739102 BERGEN BRUNSWIG CORP CL A 74,100 $ 2,161,386 084423102 BERKLEY W R CORP COM 2,700 $ 169,721 084670108 BERKSHIRE HATHAWAY INC DEL CL A 66 $ 6,951,269 086516101 BEST BUY INC COM 40,450 $ 3,899,328 089302103 BIG LOTS INC COM 8,100 $ 168,164 090597105 BIOGEN INC COM 25,300 $ 2,087,184 090613100 BIOMET INC COM 216,046 $ 15,757,623 09065H105 BIOPURE CORP CL A 900 $ 36,017 09067J109 BIOVAIL CORP COM 3,002,913 $ 198,240,647 090945106 BIOSITE DIAGNOSTICS INC COM 450 $ 30,595
11 091797100 BLACK & DECKER CORP COM 6,660 $ 398,834 091826107 BLACK BOX CORP DEL COM 2,400 $ 245,343 092113109 BLACK HILLS CORP COM 350 $ 21,369 093671105 BLOCK H & R INC COM 8,303 $ 813,377 095698106 BLUE MARTINI SOFTWARE INC COM 850 $ 3,870 09643P108 BLYTH INC COM 700 $ 27,312 096761101 BOB EVANS FARMS INC COM 700 $ 19,122 09688T106 BOCA RESORTS INC CL A 10 $ 224 097023105 BOEING CO COM 99,118 $ 8,363,500 097383103 BOISE CASCADE CORP COM 4,168 $ 222,465 09776J101 BON-TON STORES INC COM 3,500 $ 16,147 099709107 BORDERS GROUP INC COM 1,450 $ 49,292 099724106 BORG WARNER INC COM 550 $ 41,417 10001P102 BORON LEPORE & ASSOCS INC COM 600 $ 12,548 100582105 BOSTON COMMUNICATIONS GROUP COM 700 $ 15,298 101121101 BOSTON PROPERTIES INC COM 1,250 $ 77,588 101137107 BOSTON SCIENTIFIC CORP COM 33,826 $ 872,691 102183100 BOWATER INC COM 33,400 $ 2,267,792 10549P606 BRASCAN CORP CL A LTD VT SH 5,258,713 $ 136,831,699 105530109 BRASIL TELECOM PARTICIPACOES SPON ADR PFD 14,613 $ 931,650 108057100 BRIDGE TECHNOLOGY INC COM 1,400 $ 4,462 108763103 BRIDGFORD FOODS CORP COM 1,700 $ 33,849 109043109 BRIGGS & STRATTON CORP COM 400 $ 25,557 109195107 BRIGHT HORIZON FAMILY SOLUTION COM 1,000 $ 47,653 109473108 BRIGHTPOINT INC COM 11,400 $ 50,172 109641100 BRINKER INTL INC COM 2,425 $ 95,133 110122108 BRISTOL MYERS SQUIBB CO COM 293,544 $ 23,298,911 110415106 BRITESMILE INC COM 800 $ 12,760 110448107 BRITISH AMERN TOB PLC SPONSORED ADR 97,000 $ 2,325,892 111013108 BRITISH SKY BROADCASTING GROUP SPONSORED ADR 20,000 $ 1,821,134 111021408 BRITISH TELECOMMUNICATIONS PLC ADR FINAL INST 25 $ 2,453 111320107 BROADCOM CORP CL A 22,400 $ 1,453,605 111412102 BROADVISION INC COM 21,600 $ 163,902 111620100 BROADWING INC COM 42,500 $ 1,576,988 111621108 BROCADE COMMUNICATIONS SYS INC COM 98,900 $ 6,602,539 112900105 BROOKFIELD PPTYS CORP COM 2,594,486 $ 75,240,081 11434A100 BROOKS AUTOMATION INC COM 1,850 $ 129,430 115236101 BROWN & BROWN INC COM 5,600 $ 356,857
12 115637209 BROWN FORMAN CORP CL B 5,575 $ 540,976 115660201 BROWN TOM INC COM NEW 1,250 $ 45,528 116795105 BRUKER DALTONICS INC COM 32,250 $ 737,571 117043109 BRUNSWICK CORP COM 6,985 $ 254,730 117769109 BUCA INC COM 3,000 $ 99,024 11776U102 BSQUARE CORP COM 1,150 $ 18,343 118230101 BUCKEYE PARTNERS L P UNIT LTD PARTN 500 $ 26,194 118255108 BUCKEYE TECHNOLOGIES INC COM 3,600 $ 78,673 119003101 BUDGET GROUP INC CL A 4,100 $ 14,933 12189T104 BURLINGTON NORTHN SANTA FE CP COM 35,589 $ 1,629,490 122014103 BURLINGTON RES INC COM 19,207 $ 1,164,493 124661109 C&D TECHNOLOGIES INC COM 1,000 $ 47,046 124830100 CBL & ASSOC PPTYS INC COM 850 $ 39,589 12489V106 CBRL GROUP INC COM 1,350 $ 34,727 125010108 C COR NET CORP COM 1,350 $ 24,585 125071100 C D I CORP COM 2,400 $ 61,882 125129106 CDW COMPUTER CTRS INC COM 1,950 $ 117,516 125137109 CEC ENTMT INC COM 700 $ 52,426 12541M102 CH ENERGY GROUP INC COM 950 $ 63,364 12541W100 C H ROBINSON WORLDWIDE INC COM 19,700 $ 833,826 125509109 CIGNA CORP COM 47,401 $ 6,892,938 12561W105 CLECO CORP NEW COM 10,200 $ 352,162 125750109 CMGI INC COM 6,100 $ 27,772 125896100 CMS ENERGY CORP COM 931,138 $ 39,355,005 125920108 C-MAC INDS INC COM 2,364,885 $ 95,068,390 125965103 CSK AUTO CORP COM 2,600 $ 32,750 126117100 CNA FINL CORP COM 2,950 $ 176,616 12612W104 CNF INC COM 550 $ 23,580 126132109 CNOOC LTD SPONSORED ADR 3,300 $ 94,904 12613R104 CNET NETWORKS INC COM 37,809 $ 745,932 12626K203 CRH PLC ADR 2,041 $ 52,192 126349109 CSG SYS INTL INC COM 39,300 $ 3,385,288 126408103 CSX CORP COM 18,659 $ 1,026,212 126426402 CT COMMUNICATIONS INC COM NEW 650 $ 18,308 126501105 CTS CORP COM 350 $ 10,889 126583103 CUNO INC COM 2,100 $ 95,610 126650100 CVS CORP COM 686,682 $ 40,225,707 126667104 CV THERAPEUTICS INC COM 12,700 $ 1,098,599
13 12686C109 CABLEVISION SYS CORP CL A NY CABLVS 23,150 $ 2,055,264 12686C844 CABLEVISION SYS CORP CL A RAINB MED 10,500 $ 411,121 126920107 CABLETRON SYS INC COM 15,392 $ 533,755 126946102 CACHEFLOW INC COM 1,300 $ 9,726 127055101 CABOT CORP COM 1,150 $ 62,864 127072106 CABOT INDUSTRIAL TRUST COM 800 $ 25,496 127097103 CABOT OIL & GAS CORP CL A 700 $ 25,921 12709P103 CABOT MICROELECTRONICS CORP COM 1,550 $ 145,843 127209302 CADBURY SCHWEPPES PLC ADR 49,200 $ 2,030,929 127387108 CADENCE DESIGN SYSTEM INC COM 5,700 $ 161,157 130876105 CALIPER TECHNOLOGIES CORP COM 1,050 $ 33,543 131193104 CALLAWAY GOLF CO COM 950 $ 22,779 131347106 CALPINE CORP COM 265,242 $ 15,215,772 132011107 CAMBREX CORP COM 400 $ 30,704 132524109 CAMBRIDGE TECH PARTNERS MASS COM 1,600 $ 8,596 133131102 CAMDEN PPTY TR SH BEN INT 700 $ 38,987 134429109 CAMPBELL SOUP CO COM 35,903 $ 1,403,036 135923100 CANADIAN PAC LTD NEW COM 170,300 $ 9,986,392 136069101 CDN IMPERIAL BK OF COMMERCE COM 2,500 $ 128,750 138006309 CANON INC ADR 62,547 $ 3,910,789 14040H105 CAPITAL ONE FINL CORP COM 105,905 $ 9,643,361 14057C106 CAPITOL FED FINL COM 1,300 $ 38,136 14067D102 CAPSTONE TURBINE CORP COM 1,672 $ 57,067 14149Y108 CARDINAL HEALTH INC COM 184,736 $ 19,344,671 141665109 CAREER EDUCATION CORP COM 300 $ 27,271 141705103 CAREMARK RX INC COM 180,450 $ 4,504,883 142339100 CARLISLE COS INC COM 50 $ 2,646 143658102 CARNIVAL CORP COM 52,615 $ 2,451,369 144285103 CARPENTER TECHNOLOGY CORP COM 650 $ 28,893 144418100 CARRAMERICA RLTY CORP COM 1,050 $ 48,602 146285101 CARTER WALLACE INC COM 950 $ 27,898 147339105 CASCADE NAT GAS CORP COM 350 $ 11,314 147528103 CASEYS GEN STORES INC COM 9,800 $ 193,344 148411101 CASTLE A M & CO COM 1,450 $ 29,663 148867104 CATALINA MARKETING CORP COM 51,750 $ 2,396,146 149111106 CATELLUS DEV CORP COM 1,250 $ 33,103 149123101 CATERPILLAR INC DEL COM 102,463 $ 7,782,728 150185106 CEDAR FAIR L P DEPOSITRY UNIT 1,000 $ 34,541
14 ' 150838100 CELADON GROUP INC COM 4,750 $ 30,997 150921104 CELL GENESYS INC COM 1,100 $ 34,222 150925105 CELLSTAR CORP COM 4,900 $ 15,988 150934107 CELL THERAPEUTICS INC COM 500 $ 20,973 15101Q108 CELESTICA INC SUB VTG SHS 4,214,824 $ 329,418,084 151020104 CELGENE CORP COM 1,150 $ 50,351 151290889 CEMEX S A SPON ADR 5 ORD 6,090 $ 244,930 151313103 CENDANT CORP COM 497,296 $ 14,716,695 15133T104 CENTENNIAL BANCORP COM 4,341 $ 54,351 151895109 CENTERPOINT PPTYS TR SH BEN INT 500 $ 38,092 152312104 CENTEX CORP COM 5,258 $ 325,169 152319109 CENTILLIUM COMMUNICATIONS INC COM 300 $ 11,264 15231R109 CENTEX CONSTRUCTION PRODUCTS COM 650 $ 32,060 156431108 CENTURY ALUM CO COM 35,000 $ 851,987 156700106 CENTURYTEL INC COM 107,700 $ 4,952,438 156708109 CEPHALON INC COM 250,471 $ 26,798,303 156779100 CERIDIAN CORP NEW COM 116,250 $ 3,382,017 156782104 CERNER CORP COM 700 $ 44,618 157085101 CERUS CORP COM 550 $ 60,573 158711101 CHAMPIONSHIP AUTO RACING TEAM COM 1,450 $ 35,209 159864107 CHARLES RIV LABS INTL INC COM 1,200 $ 63,284 160903100 CHARTER ONE FINL INC COM 17,755 $ 859,552 161133103 CHARMING SHOPPES INC COM 3,300 $ 30,049 16117M107 CHARTER COMMUNICATIONS INC DEL CL A 285,800 $ 10,127,677 161726104 CHATEAU CMNTYS INC COM 1,100 $ 52,418 162456107 CHATTEM INC COM 1,900 $ 30,565 162813109 CHECKFREE CORP NEW COM 1,700 $ 90,479 162825103 CHECKPOINT SYS INC COM 187,229 $ 5,057,709 163072101 CHEESECAKE FACTORY INC COM 900 $ 38,654 163596109 CHEMED CORP COM 200 $ 10,969 165159104 CHESAPEAKE CORP COM 1,000 $ 37,561 165167107 CHESAPEAKE ENERGY CORP COM 2,200 $ 22,703 166751107 CHEVRON CORPORATION COM 130,852 $ 17,971,721 16867C101 CHIEFTAIN INTL INC COM 378,451 $ 16,506,581 168905107 CHILDRENS PL RETAIL STORES INC COM 850 $ 34,571 169373107 CHINA FD INC COM 102,000 $ 2,054,148 16941M109 CHINA MOBILE HONG KONG LTD SPONSORED ADR 241,105 $ 9,802,563 16945R104 CHINA UNICOM LTD SPONSORED ADR 218,800 $ 5,877,347
15 170040109 CHIRON CORP COM 16,950 $ 1,311,900 170228100 CHITTENDEN CORP COM 4,400 $ 224,698 170388102 CHOICEPOINT INC COM 23,675 $ 1,510,834 17038P104 CHOICE ONE COMMUNICATION INC COM 62,600 $ 640,317 170520100 CHRIS CRAFT INDS INC COM 950 $ 102,940 171232101 CHUBB CORP COM 56,977 $ 6,695,293 171340102 CHURCH & DWIGHT INC COM 750 $ 28,967 17163B102 CIBER INC COM 3,000 $ 43,252 171779101 CIENA CORP COM 224,685 $ 12,957,416 172062101 CINCINNATI FINL CORP COM 13,600 $ 815,261 172474108 CINERGY CORP COM 13,851 $ 734,664 172737108 CIRCUIT CITY STORE INC CIRCT CITY GRP 168,255 $ 4,596,224 172755100 CIRRUS LOGIC INC COM 1,900 $ 66,406 17275R102 CISCO SYS INC COM 1,858,633 $ 51,336,440 172908105 CINTAS CORP COM 14,750 $ 1,035,296 172967101 CITIGROUP INC COM 1,335,291 $ 107,077,778 174420109 CITIZENS BKG CORP MICH COM 5,200 $ 230,829 17453B101 CITIZENS COMMUNICATIONS CO COM 23,100 $ 421,734 177376100 CITRIX SYS INC COM 15,250 $ 807,711 178566105 CITY NATL CORP COM 60,000 $ 4,032,902 179570106 CLAIMSNET COM INC COM 4,250 $ 16,576 179584107 CLAIRES STORES INC COM 1,300 $ 38,195 179895107 CLARCOR INC COM 1,100 $ 44,823 180461105 CLARENT CORP DEL COM 800 $ 11,157 184190106 CLAYTON HOMES INC COM 2,300 $ 54,871 184502102 CLEAR CHANNEL COMMUNICATIONS COM 131,174 $ 12,481,766 18681E107 CLICKACTION INC COM 11,700 $ 36,400 189054109 CLOROX CO DEL COM 81,272 $ 4,175,037 189754104 COACH INC COM 1,408 $ 81,332 191216100 COCA COLA CO COM 338,090 $ 23,089,023 191219104 COCA COLA ENTERPRISES INC COM 35,660 $ 884,830 192422103 COGNEX CORP COM 99,400 $ 5,106,294 192423101 COGNICASE INC COM 433,281 $ 5,391,930 192446102 COGNIZANT TECHNOLOGY SOLUTIONS CL A 200 $ 12,885 19244C109 COGNOS INC COM 4,903,174 $ 198,677,756 192479103 COHERENT INC COM 700 $ 38,424 193294105 COLE KENNETH PRODTNS INC CL A 750 $ 22,935 193921103 COLLATERAL THERAPEUTICS COM 145,500 $ 1,324,875
16 194162103 COLGATE PALMOLIVE CO COM 111,529 $ 9,984,514 195493309 COLONIAL BANCGROUP INC COM 2,250 $ 49,102 195872106 COLONIAL PPTYS TR COM SH BEN INT 850 $ 39,731 198516106 COLUMBIA SPORTSWEAR CO COM 2,550 $ 197,327 199908104 COMFORT SYS USA INC COM 4,400 $ 24,173 200300200 COMCAST CORP CL A SPL 203,587 $ 13,409,127 200336105 COMDISCO INC COM 2,950 $ 5,954 200340107 COMERICA INC COM 431,883 $ 37,752,813 200435105 COMINCO LTD COM 55,800 $ 1,604,250 200519106 COMMERCE BANCORP INC NJ COM 300 $ 31,915 200525103 COMMERCE BANCSHARES INC COM 1,097 $ 61,432 200641108 COMMERCE GROUP INC MASS COM 700 $ 39,083 200693109 COMMERCE ONE INC DEL COM 4,200 $ 37,224 201647104 COMMERCIAL FEDERAL CORPORATION COM 1,100 $ 38,563 202218103 COMMERCIAL NET LEASE RLTY INC COM 1,600 $ 34,602 203349105 COMMONWEALTH TEL ENTERPRISES COM 400 $ 25,648 203372107 COMMSCOPE INC COM 47,300 $ 1,686,901 203668108 COMMUNITY HEALTH SYS INC NEWCO COM 1,700 $ 76,108 203902101 COMMUNITY FIRST BANKSHARES INC COM 750 $ 26,179 204037105 COMMUNITY SVGS BANKSHARES NEW COM 3,350 $ 73,464 20440W105 COMPANHIA SIDERURGICA NACIONAL SPONSORED ADR 2,400 $ 67,018 204412100 COMPANHIA VALE DO RIO DOCE SPON ADR PFD 35,065 $ 1,234,589 20441B407 COMPANHIA PARANAENSE ENERG COP SPON ADR PFD 18 $ 205 20441W203 COMPANHIA DE BEBIDAS DAS AMERS SPON ADR PFD 56,782 $ 1,994,906 204421101 COMPANIA ANONIMA NACIONL TEL SPON ADR D 14,770 $ 525,411 204429104 COMPANIA CERVECERIAS UNIDAS SA SPONSORED ADR 9,330 $ 311,505 204448104 COMPANIA DE MINAS BUENAVENTURA SPON ADR SER B 148,800 $ 4,164,133 204449300 COMPANIA DE TELECOMUNICS CHILE SPON ADR NEW 40,433 $ 863,971 204493100 COMPAQ COMPUTER CORP COM 723,749 $ 17,013,753 20449H109 COMPASS BANCSHARES INC COM 3,550 $ 142,769 20478N100 COMPUCREDIT CORP COM 3,150 $ 52,824 204912109 COMPUTER ASSOC INTL INC COM 52,591 $ 2,873,258 205253107 COMPUTER MOTION INC COM 4,600 $ 25,900 205363104 COMPUTER SCIENCES CORP COM 14,476 $ 760,126 205638109 COMPUWARE CORP COM 146,800 $ 3,116,768 20563P101 COMPX INTERNATIONAL INC CL A 2,700 $ 48,966 205826209 COMTECH TELECOMMUNICATIONS CP COM NEW 650 $ 13,810 205862402 COMVERSE TECHNOLOGY INC COM PAR $0.10 15,008 $ 1,312,372
17 205887102 CONAGRA FOODS INC COM 120,526 $ 3,623,481 206186108 CONCORD COMMUNICATIONS INC COM 1,000 $ 13,659 206197105 CONCORD EFS INC COM 153,250 $ 12,096,175 206784100 CONDUCTUS INC COM 4,300 $ 33,673 206829103 CONECTIV INC COM 1,250 $ 40,976 207142100 CONEXANT SYSTEMS INC COM 18,350 $ 249,241 208251306 CONOCO INC CL A 331,765 $ 14,198,432 208251405 CONOCO INC CL B 52,450 $ 2,300,404 208464107 CONSECO INC COM 26,780 $ 554,758 20854P109 CONSOL ENERGY INC COM 750 $ 28,797 209115104 CONSOLIDATED EDISON INC COM 418,391 $ 25,271,215 21036P108 CONSTELLATION BRANDS INC CL A 500 $ 31,111 210371100 CONSTELLATION ENERGY GROUP INC COM 14,294 $ 924,111 210795308 CONTINENTAL AIRLS INC CL B 950 $ 71,005 212485106 CONVERGYS CORP COM 15,250 $ 700,093 216640102 COOPER CAMERON CORP COM 11,550 $ 978,086 216669101 COOPER INDS INC COM 7,831 $ 470,504 216831107 COOPER TIRE & RUBR CO COM 6,519 $ 140,485 217016104 COORS ADOLPH CO CL B 2,980 $ 226,938 217204106 COPART INC COM 1,000 $ 44,390 217510106 COPPER MTN NETWORKS INC COM 350 $ 2,178 217753102 COR THERAPEUTICS INC COM 28,674 $ 1,327,238 218868107 CORINTHIAN COLLEGES INC COM 300 $ 21,430 21887F100 CORIXA CORP COM 1,800 $ 46,630 219023108 CORN PRODS INTL INC COM 550 $ 26,710 219350105 CORNING INC COM 119,336 $ 3,026,277 21988R102 CORPORATE EXECUTIVE BRD CO COM 700 $ 44,618 221005101 CORVAS INTL INC COM 124,150 $ 2,219,488 221009103 CORVIS CORP COM 5,500 $ 36,643 221222102 COSINE COMMUNICATIONS INC COM 800 $ 2,720 221485105 COST PLUS INC CALIF COM 900 $ 40,976 22160K105 COSTCO WHSL CORP NEW COM 247,588 $ 15,435,502 222372104 COUNTRYWIDE CR INDS INC DEL COM 10,827 $ 753,863 222795106 COUSINS PPTYS INC COM 250 $ 10,187 222814204 COVAD COMMUNICATIONS GROUP INC COM 13,250 $ 20,309 222816100 COVANCE INC COM 2,150 $ 73,904 22281N103 COVANTA ENERGY CORP COM 100 $ 2,802 222862104 COVENTRY HEALTH CARE INC COM 900 $ 27,590
18 224044107 COX COMMUNICATIONS INC NEW CL A 522,315 $ 35,115,345 224051102 COX RADIO INC CL A 162,300 $ 6,859,689 224399105 CRANE CO COM 4,502 $ 211,801 224633107 CRAWFORD & CO CL B 1,300 $ 35,512 225302108 CREDENCE SYS CORP COM 1,250 $ 45,984 225447101 CREE INC COM 1,800 $ 71,420 225606102 CREO PRODS INC COM 2,481,881 $ 105,123,904 225756105 CRESCENT REAL ESTATE EQUITIES COM 2,900 $ 108,134 226153104 CRESTLINE CAP CORP COM 1,666 $ 78,581 227116100 CROMPTON CORP COM 2,500 $ 41,355 22764E109 CROSSMANN CMNTYS INC COM 1,200 $ 72,281 22765D100 CROSSROADS SYS INC COM 2,600 $ 25,608 228227104 CROWN CASTLE INTL CORP COM 358,750 $ 8,928,870 228255105 CROWN CORK & SEAL INC COM 6,250 $ 35,569 228411104 CROWN MEDIA HLDGS INC CL A 1,200 $ 33,782 229678107 CUBIST PHARMACEUTICALS INC COM 138,600 $ 7,992,958 229899109 CULLEN FROST BANKERS INC COM 60,850 $ 3,125,935 230215105 CULP INC COM 1,000 $ 6,829 231021106 CUMMINS INC COM 2,909 $ 170,850 231082108 CUMULUS MEDIA INC CL A 140,000 $ 2,885,284 23126R101 CURAGEN CORP COM 700 $ 38,669 231292103 CURON MED INC COM 900 $ 2,732 231561101 CURTISS WRIGHT CORP COM 450 $ 36,673 23243C102 CYBEAR GROUP NEW COM 67 $ 48 23251P102 CYBERONICS INC COM 450 $ 11,541 232572107 CYMER INC COM 500 $ 19,190 232806109 CYPRESS SEMICONDUCTOR CORP COM 2,950 $ 106,775 232820100 CYTEC INDS INC COM 750 $ 43,252 232946103 CYTYC CORP COM 356,500 $ 12,470,710 233162106 DDI CORP COM 1,550 $ 47,046 23322L106 DMC STRATEX NETWORKS INC COM 750 $ 11,382 233293109 DPL INC COM 2,200 $ 96,690 23329J104 DQE INC COM 1,300 $ 44,390 23331A109 D R HORTON INC COM 1,110 $ 38,239 233326107 DST SYS INC DEL COM 2,650 $ 211,942 23332B106 DSP GROUP INC COM 4,750 $ 154,626 233331107 DTE ENERGY CO COM 12,829 $ 904,161 233343102 DVI INC COM 1,100 $ 29,381
19 23426R108 DAL-TILE INTL INC COM 5,350 $ 150,612 235774106 DAN RIV INC GA CL A 6,800 $ 27,863 235811106 DANA CORP COM 13,335 $ 472,340 235851102 DANAHER CORP DEL COM 46,150 $ 3,922,116 237194105 DARDEN RESTAURANTS INC COM 11,535 $ 488,408 237842109 DATA RACE INC COM 2,600 $ 395 238113104 DATASCOPE CORP COM 700 $ 48,963 23918K108 DAVITA INC COM 1,300 $ 40,109 242361103 DEAN FOODS CO COM 800 $ 48,806 244199105 DEERE & CO COM 61,985 $ 3,560,518 245701107 DELANO TECHNOLOGY CORP COM 294,030 $ 147,254 247025109 DELL COMPUTER CORP COM 618,565 $ 24,360,344 247126105 DELPHI AUTOMOTIVE SYS CORP COM 49,923 $ 1,206,916 247131105 DELPHI FINL GROUP INC CL A 44,560 $ 2,603,554 247357106 DELTA & PINE LD CO COM 300 $ 8,946 247361108 DELTA AIR LINES INC DEL COM 10,116 $ 676,723 24783R103 DELTAGEN INC COM 257,800 $ 3,513,338 248019101 DELUXE CORP COM 5,463 $ 239,602 248239105 DENDRITE INTL INC COM 500 $ 5,691 249030107 DENTSPLY INTL INC NEW COM 750 $ 50,480 249906108 DESCARTES SYS GROUP INC COM 1,239,161 $ 34,337,155 251566105 DEUTSCHE TELEKOM AG SPONSORED ADR 72,529 $ 2,471,089 251591103 DEVELOPERS DIVERSIFIED RLTY COCOM 1,000 $ 27,894 25179M103 DEVON ENERGY CORP NEW COM 205,690 $ 16,388,273 251893103 DEVRY INC DEL COM 1,250 $ 68,520 25243K208 DIA MET MINERALS LTD CL A SUB VTG 3,600 $ 75,780 25243Q205 DIAGEO P L C SPON ADR NEW 132,864 $ 8,861,902 25247D101 DIAL CORP NEW COM 200 $ 4,325 25271C102 DIAMOND OFFSHORE DRILLING INC COM 69,380 $ 3,479,898 252787106 DIAMONDS TR UNIT SER 1 8,900 $ 1,421,450 25278P106 DIAMONDCLUSTER INTL INC CL A 800 $ 15,455 253651103 DIEBOLD INC COM 1,900 $ 92,703 253756100 DIGEX INC DEL CL A 600 $ 11,837 253855100 DIGITAL LIGHTWAVE INC COM 350 $ 19,632 25385G106 DIGITAL IMPACT INC DEL COM 2,300 $ 4,363 25385N101 DIGITAL IS INC DEL COM 5,750 $ 29,844 25385P106 DIGITAL INSIGHT CORP COM 900 $ 30,185 25388M100 DIGITALTHINK INC COM 500 $ 5,327
20 253921100 DIGITAL GENERATION SYS INC COM 3,100 $ 19,524 253922108 DIME CMNTY BANCSHARES COM 900 $ 46,330 254067101 DILLARDS INC CL A 7,105 $ 164,651 25429Q102 DIME BANCORP INC NEW COM 2,000 $ 113,062 254546104 DIONEX CORP COM 64,000 $ 3,229,478 254590102 DISC GRAPHICS INC COM 900 $ 1,202 254687106 DISNEY WALT CO COM DISNEY 344,738 $ 15,114,626 254753106 DISTRIBUCION Y SERVICIO D&S SA SPONSORED ADR 6,375 $ 143,187 25500M103 DITECH COMMUNICATIONS CORP COM 1,950 $ 21,958 256069105 DOBSON COMMUNICATIONS CORP CL A 1,850 $ 47,869 25608L106 DOCENT INC COM 1,650 $ 25,041 256159104 DOCUMENTUM INC COM 700 $ 13,725 256605106 DOLE FOOD INC COM 2,200 $ 63,603 256669102 DOLLAR GEN CORP COM 28,115 $ 832,019 256747106 DOLLAR TREE STORES INC COM 73,475 $ 3,104,342 25746U109 DOMINION RES INC VA NEW COM 21,157 $ 1,930,661 257651109 DONALDSON INC COM 950 $ 44,910 257692103 DONCASTERS PLC SPONSORED ADR 600 $ 24,986 257867101 DONNELLEY R R & SONS CO COM 10,361 $ 467,002 25811P100 DORAL FINL CORP COM 900 $ 46,849 258609304 DOUBLECLICK INC COM 2,700 $ 57,202 260003108 DOVER CORP COM 41,984 $ 2,398,885 260543103 DOW CHEM CO COM 82,100 $ 4,142,815 260561105 DOW JONES & CO INC COM 7,053 $ 639,119 261018105 DOWNEY FINL CORP COM 4,550 $ 326,337 261876106 DREXLER TECHNOLOGY CORP COM 1,600 $ 29,162 261878102 DREYERS GRAND ICE CREAM INC COM 850 $ 35,990 263534109 DU PONT E I DE NEMOURS & CO COM 137,014 $ 10,030,740 264399106 DUKE ENERGY CORP COM 146,302 $ 8,661,377 264411505 DUKE WEEKS REALTY CORP COM NEW 2,600 $ 98,053 26483E100 DUN & BRADSTREET CORP DEL NEW COM 1,500 $ 64,195 26613X101 DUPONT PHOTOMASKS INC COM 150 $ 10,984 266605104 DURECT CORP COM 6,000 $ 127,479 266898105 DUSA PHARMACEUTICALS INC COM 1 $ 22 267455103 DWYER GROUP INC COM 1,300 $ 4,932 267475101 DYCOM INDS INC COM 500 $ 17,399 26816Q101 DYNEGY INC NEW CL A 28,450 $ 2,007,687 268258100 ECI TELECOM LTD ORD 76,156 $ 577,876
21 268484102 EGL INC COM 2,600 $ 68,894 268648102 E M C CORP MASS COM 795,883 $ 35,087,796 268664109 EMC INS GROUP INC COM 1,800 $ 41,686 26874Q100 ENSCO INTL INC COM 2,300 $ 81,678 26875P101 EOG RES INC COM 9,800 $ 528,721 26881Q101 EPIX MEDICAL INC COM 8,200 $ 153,689 26881V100 E PIPHANY INC COM 115,950 $ 1,787,826 269246104 E TRADE GROUP INC COM 560,600 $ 5,487,487 270321102 EARTHLINK INC COM 3,050 $ 65,265 277276101 EASTGROUP PPTY INC COM 3,700 $ 126,903 277432100 EASTMAN CHEM CO COM 6,196 $ 447,871 277461109 EASTMAN KODAK CO COM 60,331 $ 4,273,976 278058102 EATON CORP COM 27,934 $ 2,971,747 278265103 EATON VANCE CORP COM NON VTG 57,000 $ 3,010,335 278642103 EBAY INC COM 5,150 $ 535,297 27874N105 ECHELON CORP COM 350 $ 16,339 278751102 ECHO BAY MINES LTD COM 3,060,058 $ 4,551,101 278762109 ECHOSTAR COMMUNICATIONS NEW CL A 3,750 $ 184,504 278856109 ECLIPSYS CORP COM 1,550 $ 66,100 278865100 ECOLAB INC COM 10,302 $ 640,543 279445100 EDEN BIOSCIENCE CORP COM 300 $ 4,548 281020107 EDISON INTL COM 25,985 $ 439,702 281033100 EDISON SCHOOLS INC CL A 1,550 $ 53,727 28139T101 EDUCATION MGMT CORP COM 1,000 $ 60,780 281505107 EDUCATIONAL VIDEO CONFERENCING COM 1,250 $ 588 281667105 J D EDWARDS & CO COM 2,750 $ 59,012 281760108 EDWARDS AG INC COM 31,850 $ 2,175,117 28176E108 EDWARDS LIFESCIENCES CORP COM 3,550 $ 142,015 28224R101 EFUNDS CORP COM 800 $ 22,582 28336L109 EL PASO CORP COM 54,953 $ 4,381,696 284131208 ELAN PLC ADR 32,937 $ 3,049,121 284155108 ELANTEC SEMICONDUCTOR INC COM 1,000 $ 51,280 284560109 ELDERTRUST COM SH BEN INT 2,600 $ 20,005 285218103 ELECTRO RENT CORP COM 3,200 $ 79,202 285229100 ELECTRO SCIENTIFIC INDS COM 700 $ 40,475 285512109 ELECTRONIC ARTS INC COM 318,600 $ 27,995,295 285661104 ELECTRONIC DATA SYS NEW COM 477,166 $ 45,259,550 286082102 ELECTRONICS FOR IMAGING INC COM 1,950 $ 87,301
22 29076N107 EMAGIN CORP COM 1,150 $ 3,665 290787100 EMBARCADERO TECHNOLOGIES INC COM 500 $ 16,929 29081M102 EMBRAER-EMPRESA BRASILEIRA DE SP ADR PFD SHS 12,250 $ 725,969 29081N100 EMBRATEL PARTICIPACOES S A SPON ADR PFD 11,730 $ 133,156 290846104 EMCORE CORP COM 500 $ 23,333 291011104 EMERSON ELEC CO COM 390,784 $ 35,880,036 291525103 EMMIS COMMUNICATIONS CORP CL A 3,100 $ 144,666 291657104 EMPIRE FED BANCORP INC COM 450 $ 9,663 29244T101 EMPRESA NACIONAL DE ELCTRCIDADSPONSORED ADR 12,194 $ 208,190 292475209 EMULEX CORP COM NEW 1,800 $ 110,361 29258N107 ENDESA S A SPONSORED ADR 51,565 $ 1,242,700 29265N108 ENERGEN CORP COM 450 $ 18,849 29266M109 ENERGY EAST CORP COM 2,200 $ 69,813 29266R108 ENERGIZER HLDGS INC COM 1,750 $ 60,951 29274F104 ENERSIS S A SPONSORED ADR 20,841 $ 473,796 292827102 ENGAGE INC COM 2,450 $ 2,714 292845104 ENGELHARD CORP COM 11,561 $ 452,488 293561106 ENRON CORP COM 448,984 $ 33,387,789 293639100 ENTERCOM COMMUNICATIONS CORP CL A 14,900 $ 1,212,252 29364G103 ENTERGY CORP NEW COM 19,832 $ 1,155,435 293792107 ENTERPRISE PRODS PARTNERS L P COM 700 $ 41,983 29382R107 ENTRAVISION COMMUNICATIONS CP CL A 1,200 $ 22,400 29382Y102 ENTRADA NETWORKS INC COM NEW 100 $ 106 293848107 ENTRUST INC COM 98,950 $ 1,064,689 293904108 ENZON INC COM 850 $ 80,623 294100102 ENZO BIOCHEM INC COM 865 $ 45,027 29410P107 EPCOS AG ADR 293 $ 24,256 294429105 EQUIFAX INC COM 76,242 $ 4,244,087 294549100 EQUITABLE RES INC COM 950 $ 48,024 294592308 EQUITEX INC COM PAR $0.02 2,350 $ 21,077 294703103 EQUITY INNS INC COM 900 $ 13,385 294741103 EQUITY OFFICE PROPERTIES TRUSTCOM 6,650 $ 319,214 29476L107 EQUITY RESIDENTIAL PPTYS TR SH BEN INT 2,900 $ 248,881 294821400 ERICSSON L M TEL CO ADR CL B SEK10 87,610 $ 720,632 29530P102 ERIE INDTY CO CL A 1,450 $ 65,466 296426109 ESENJAY EXPL INC COM 3,600 $ 21,854 297178105 ESSEX PPTY TR INC COM 750 $ 56,398 297602104 ETHAN ALLEN INTERIORS INC COM 700 $ 34,526
23 299096107 EVANS & SUTHERLAND COMPUTER CPCOM 4,050 $ 49,970 300645108 EXAR CORP COM 2,600 $ 77,969 301504106 EXE TECHNOLOGIES INC COM 4,150 $ 36,907 30161N101 EXELON CORP COM 31,643 $ 3,079,182 30161Q104 EXELIXIS INC COM 91,600 $ 2,637,081 302043104 EXFO ELECTRO OPTICAL ENGR INC SUB VTG SHS 332,948 $ 8,159,861 302088109 EXODUS COMMUNICATIONS INC COM 1,095,800 $ 3,425,778 302125109 EXPEDIA INC COM 850 $ 60,113 302130109 EXPEDITORS INTL WASH INC COM 24,000 $ 2,185,325 302182100 EXPRESS SCRIPTS INC COM 15,200 $ 1,269,416 30224P101 EXTENDED STAY AMER INC COM 193,800 $ 4,411,698 30226D106 EXTREME NETWORKS INC COM 2,400 $ 107,447 30231G102 EXXON MOBIL CORP COM 634,630 $ 84,128,709 302367107 F&M BANCORP MD COM 550 $ 24,874 302374103 F & M NATL CORP COM 950 $ 57,669 30241L109 FEI CO COM 350 $ 21,778 302491303 F M C CORP COM NEW 2,640 $ 274,685 30249U101 FMC TECHNOLOGIES INC COM 200 $ 6,268 302520101 FNB CORP PA COM 1,050 $ 47,008 302571104 FPL GROUP INC COM 15,499 $ 1,416,228 302712104 F Y I INC COM 2,800 $ 174,222 303726103 FAIRCHILD SEMICONDUCTOR INTL CL A 1,400 $ 48,867 306075102 FALCON PRODS INC COM 1,000 $ 10,775 307000109 FAMILY DLR STORES INC COM 92,800 $ 3,609,585 30744P102 FARGO ELECTRONICS INC COM 2,250 $ 15,021 311900104 FASTENAL CO COM 1,050 $ 98,765 313400301 FEDERAL HOME LN MTG CORP COM 158,951 $ 16,885,815 313549107 FEDERAL MOGUL CORP COM 4,600 $ 11,798 313586109 FEDERAL NATL MTG ASSN COM 261,087 $ 33,738,877 313747206 FEDERAL REALTY INVT TR SH BEN INT NEW 800 $ 25,180 313855108 FEDERAL SIGNAL CORP COM 1,200 $ 42,742 31410H101 FEDERATED DEPT STORES INC DEL COM 18,042 $ 1,163,682 314211103 FEDERATED INVS INC PA CL B 95,925 $ 4,687,577 31428X106 FEDEX CORP COM 96,384 $ 5,880,195 31430F101 FELCOR LODGING TR INC COM 950 $ 33,737 315405100 FERRO CORP COM 900 $ 29,789 316326107 FIDELITY NATL FINL INC COM 1,000 $ 37,288 316773100 FIFTH THIRD BANCORP COM 74,781 $ 6,814,986
24 316869106 FILENET CORP COM 1,200 $ 26,953 317492106 FINANCIAL FED CORP COM 1,000 $ 43,935 31787A101 FINISAR COM 3,200 $ 90,717 319301107 FIRST BELL BANCORP INC COM 600 $ 13,294 319383105 FIRST BUSEY CORP COM 1,100 $ 35,775 31946M103 FIRST CTZNS BANCSHARES INC N CCL A 450 $ 74,097 319960100 FIRST FED CAP CORP COM 1,500 $ 36,878 319963104 FIRST DATA CORP COM 156,090 $ 15,219,800 32006W106 FIRST DEFIANCE FINL CORP COM 2,750 $ 60,515 32054K103 FIRST INDUSTRIAL REALTY TRUST COM 650 $ 31,704 320734106 FIRST LONG IS CORP COM 300 $ 18,257 320795107 FIRST MARINER BANCORP COM 600 $ 5,873 320867104 FIRST MIDWEST BANCORP DEL COM 800 $ 35,998 320960107 FIRST HEALTH GROUP CORP COM 1,850 $ 67,719 337162101 FIRST TENN NATL CORP COM 66,450 $ 3,500,341 337358105 FIRST UN CORP COM 112,815 $ 5,982,056 337477103 FIRST VA BANKS INC COM 1,300 $ 92,963 337738108 FISERV INC COM 10,700 $ 1,038,936 337915102 FIRSTMERIT CORP COM 2,650 $ 106,172 337932107 FIRSTENERGY CORP COM 19,321 $ 942,959 338032204 FISHER SCIENTIFIC INTL INC COM NEW 500 $ 22,005 338494107 FLANDERS CORP COM 8,450 $ 27,187 339030108 FLEETBOSTON FINL CORP COM 914,346 $ 54,741,702 339130106 FLEMING COS INC COM 950 $ 51,470 340632108 FLORIDA EAST COAST INDS CL A 100 $ 5,372 341140101 FLORIDA ROCK INDS INC COM 650 $ 46,264 343412102 FLUOR CORP NEW COM 7,251 $ 496,840 343498101 FLOWERS FOODS INC COM 750 $ 35,683 34354P105 FLOWSERVE CORP COM 100 $ 4,667 344155106 FOCAL COMMUNICATIONS CORP COM 600 $ 2,149 344419106 FOMENTO ECONOMICO MEXICANO SA SPON ADR UNITS 18,129 $ 1,177,822 344912100 FOOTSTAR INC COM 500 $ 26,103 345370860 FORD MTR CO DEL COM PAR $0.01 230,468 $ 8,586,632 345550107 FOREST CITY ENTERPRISES INC CL A 400 $ 33,387 345838106 FOREST LABS INC COM 20,650 $ 2,225,047 346091705 FOREST OIL CORP COM PAR $0.01 3,825 $ 162,536 346563109 FORRESTER RESH INC COM 1,300 $ 44,568 349631101 FORTUNE BRANDS INC COM 13,898 $ 809,080
25 349853101 FORWARD AIR CORP COM 1,800 $ 81,814 349882100 FOSSIL INC COM 186,000 $ 5,857,223 35063R100 FOUNDRY NETWORKS INC COM 3,450 $ 104,611 35100E104 FOUR SEASONS HOTEL INC LTD VTG SH 824,948 $ 69,295,455 35138T107 FOX ENTMT GROUP INC CL A 22,400 $ 948,447 351807102 FRANCHISE FIN CORP AMER COM 900 $ 34,297 352128201 FRANKFORT FIRST BANCORP INC COM NEW 400 $ 10,411 354613101 FRANKLIN RES INC COM 128,673 $ 8,937,768 356108100 FREDS INC CL A 1,624 $ 63,463 356602102 FREEMARKETS INC COM 1,650 $ 50,081 35671D105 FREEPORT-MCMORAN COPPER & GOLD CL A 191,000 $ 2,907,335 35671D857 FREEPORT-MCMORAN COPPER & GOLD CL B 137,633 $ 2,308,052 358029106 FRESENIUS MED CARE AG SPONSORED ADR 150,800 $ 5,412,441 358433100 FRIEDMAN BILLINGS RAMSEY GROUP CL A 1,400 $ 14,873 35952H106 FUELCELL ENERGY INC COM 200 $ 7,008 359586302 FUJI PHOTO FILM LTD ADR 987 $ 65,158 359694106 FULLER H B CO COM 550 $ 41,651 360271100 FULTON FINL CORP PA COM 1,154 $ 35,832 360921100 FURNITURE BRANDS INTL INC COM 1,200 $ 50,992 361268105 G & K SVCS INC CL A 2,200 $ 89,812 361448103 GATX CORP COM 500 $ 30,428 361475106 GBC BANCORP CALIF COM 700 $ 30,329 36225X100 GPU INC COM 510,172 $ 27,214,645 36229U102 GSI LUMONICS INC COM 1,111,761 $ 15,620,243 362359408 GT GROUP TELECOM INC CL B NON VTG 1,699,994 $ 23,864,363 362418105 GABLES RESIDENTIAL TR SH BEN INT 3,900 $ 177,265 363547100 GALILEO INTERNATIONAL INC COM 2,000 $ 98,645 363576109 GALLAGHER ARTHUR J & CO COM 2,000 $ 78,916 363595109 GALLAHER GROUP PLC SPONSORED ADR 600 $ 22,673 364730101 GANNETT INC COM 23,694 $ 2,369,652 364760108 GAP INC DEL COM 648,439 $ 28,538,272 366651206 GARTNER INC CL B 1,900 $ 26,528 367626108 GATEWAY INC COM 25,610 $ 639,346 367905106 GAYLORD ENTMT CO NEW COM 400 $ 17,483 36866W106 GEMSTAR-TV GUIDE INTL INC COM 25,655 $ 1,713,111 368682100 GENCORP INC COM 1,250 $ 24,282 368689105 GENE LOGIC INC COM 1,300 $ 43,009 368709101 GENENCOR INTL INC COM 2,550 $ 61,493
26
368710406 GENENTECH INC COM NEW 150,350 $ 12,572,329 369385109 GENERAL COMMUNICATION INC CL A 1,900 $ 34,890 369550108 GENERAL DYNAMICS CORP COM 17,824 $ 2,104,754 369604103 GENERAL ELEC CO COM 2,056,560 $ 152,151,670 370021107 GENERAL GROWTH PPTYS INC COM 600 $ 35,840 370334104 GENERAL MLS INC COM 24,898 $ 1,654,249 370442105 GENERAL MTRS CORP COM 70,014 $ 6,837,344 370442832 GENERAL MTRS CORP CL H NEW 719,626 $ 22,115,288 371532102 GENESCO INC COM 850 $ 43,343 371901109 GENTEX CORP COM 1,400 $ 59,214 371933102 GENESIS MICROCHIP INC COM 80,000 $ 4,388,934 37243Q101 GENOMICA CORP COM 6,750 $ 44,049 372460105 GENUINE PARTS CO COM 264,736 $ 12,655,645 37246E105 GENZYME TRANSGENICS CORP COM 1,000 $ 15,085 37248E103 GENUITY INC CL A 2,100 $ 9,943 372917104 GENZYME CORP COM GENL DIV 61,350 $ 5,679,435 373200203 GEORGIA GULF CORP COM PAR $0.01 1,400 $ 32,932 373298108 GEORGIA PAC CORP COM GA PAC GRP 21,065 $ 1,082,134 373298702 GEORGIA PAC CORP COM-TIMBER GRP 2,850 $ 154,626 373865104 GERMAN AMERN BANCORP COM 1,600 $ 38,462 374276103 GETTY IMAGES INC COM 800 $ 31,882 37476F103 GIBRALTAR STL CORP COM 1,200 $ 35,694 375558103 GILEAD SCIENCES INC COM 168,250 $ 14,858,130 375766102 GILLETTE CO COM 311,031 $ 13,683,986 37637Q105 GLACIER BANCORP INC NEW COM 3,528 $ 101,729 377316104 GLATFELTER P H CO COM 100 $ 2,164 37733W105 GLAXOSMITHKLINE PLC SPONSORED ADR 86,273 $ 7,358,206 37803P105 GLENBOROUGH RLTY TR INC COM 2,400 $ 70,296 379302102 GLIMCHER RLTY TR SH BEN INT 900 $ 24,449 379336100 GLOBAL INDS LTD COM 1,500 $ 28,387 379352404 GLOBAL MARINE INC COM 4,050 $ 114,506 37936S109 GLOBAL PMT TECHNOLOGIES INC COM 3,500 $ 16,041 37940X102 GLOBAL PMTS INC COM 1,950 $ 89,076 37941P108 GLOBAL POWER EQUIPMENT INC COM 100 $ 4,447 379571102 GLOBESPAN INC COM 1,350 $ 29,912 38059T106 GOLD FIELDS LTD NEW SPONSORED ADR 750,000 $ 5,178,851 381197102 GOLDEN ST BANCORP INC COM 2,300 $ 107,508 381317106 GOLDEN WEST FINL CORP DEL COM 14,119 $ 1,376,459
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38141G104 GOLDMAN SACHS GROUP INC COM 11,000 $ 1,432,322 382388106 GOODRICH CORP COM 179,045 $ 10,319,957 382550101 GOODYEAR TIRE & RUBR CO COM 14,024 $ 595,924 382588101 GOODYS FAMILY CLOTHING INC COM 3,000 $ 18,257 384109104 GRACO INC COM 76,450 $ 3,828,707 384802104 GRAINGER W W INC COM 7,446 $ 465,114 387328107 GRANITE CONSTR INC COM 750 $ 28,933 38821G101 GRANT PRIDECO INC COM 3,685 $ 97,811 390568103 GREAT LAKES CHEM CORP COM 3,997 $ 187,133 391648102 GREATER BAY BANCORP COM 1,100 $ 41,701 39167B102 GREATER CHINA FD INC COM 125,000 $ 2,029,806 395384100 GREENPOINT FINL CORP COM 1,750 $ 101,984 397888108 GREY WOLF INC COM 3,900 $ 23,675 398433102 GRIFFON CORP COM 2,750 $ 45,908 39945C109 GROUPE CGI INC CL A SUB VTG 137,704 $ 823,470 399909100 GRUPO FINANCIARO GALICIA S A SP ADR 10 SH B 4,000 $ 89,357 400131306 GRUMA S A DE CV SPON ADR CL B 130,000 $ 556,357 40049J206 GRUPO TELEVISA SA DE CV SP ADR REP ORD 36,478 $ 2,214,931 400518106 GTECH HLDGS CORP COM 100 $ 5,389 40051E202 GRUPO AEROPORTUARIO DEL SURESTSPON ADR SER B 19,500 $ 553,397 401617105 GUESS INC COM 4,400 $ 44,739 401698105 GUIDANT CORP COM 379,674 $ 20,743,120 401829106 GUILFORD PHARMACEUTICALS INC COM 110,000 $ 5,675,868 402040109 GUITAR CTR MGMT INC COM 1,400 $ 44,894 40218L305 GULF CDA RES LTD ORD 369,930 $ 4,539,041 402284103 GULF INDONESIA RES LTD COM 5,000 $ 77,095 404008203 H & CB SPON ADR 1/2SH 32,430 $ 545,315 404119109 HCA-HEALTHCARE CO COM 712,149 $ 48,839,806 404132102 HCC INS HLDGS INC COM 700 $ 26,027 40425P107 HNC SOFTWARE INC COM 450 $ 13,317 40426W101 HRPT PPTYS TR COM SH BEN INT 4,100 $ 60,542 404280406 HSBC HLDGS PLC SPON ADR NEW 68,900 $ 6,263,351 404297103 HS RES INC COM 750 $ 73,756 405024100 HAEMONETICS CORP COM 850 $ 39,344 405217100 HAIN CELESTIAL GROUP INC COM 177,730 $ 5,933,954 406216101 HALLIBURTON CO COM 38,919 $ 2,102,676 41014S106 HANCOCK JOHN FINL SVCS INC COM 178,050 $ 10,878,687 410293104 HANDSPRING INC COM 1,900 $ 22,203
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410768105 HANOVER COMPRESSOR CO COM 850 $ 42,685 411352404 HANSON PLC SPON ADR NEW 807 $ 45,621 41163G101 HARCOURT GEN INC COM 5,922 $ 522,971 412822108 HARLEY DAVIDSON INC COM 26,550 $ 1,896,975 412824104 HARLEYSVILLE GROUP INC COM 2,100 $ 94,813 413086109 HARMAN INTL INDS INC COM 67,800 $ 3,919,236 413160102 HARMONIC INC COM 106,339 $ 1,613,813 413619107 HARRAHS ENTMT INC COM 11,481 $ 615,057 413875105 HARRIS CORP DEL COM 1,150 $ 47,488 415864107 HARSCO CORP COM 4,250 $ 174,984 416196103 HARTE-HANKS INC COM 1,000 $ 37,576 416515104 HARTFORD FINL SVCS GROUP INC COM 41,825 $ 4,341,630 418056107 HASBRO INC COM 13,377 $ 293,351 419870100 HAWAIIAN ELEC INDUSTRIES COM 650 $ 37,682 421915109 HEALTH CARE PPTY INVS INC COM 700 $ 36,544 421924101 HEALTHSOUTH CORP COM 33,267 $ 806,268 421933102 HEALTH MGMT ASSOC INC NEW CL A 86,300 $ 2,755,607 421946104 HEALTHCARE RLTY TR COM 1,500 $ 59,870 42217K106 HEALTH CARE REIT INC COM 1,300 $ 46,856 42222G108 HEALTH NET INC COM 2,750 $ 72,618 422317107 HEARST-ARGYLE TELEVISION INC COM 950 $ 28,835 422347104 HEARTLAND EXPRESS INC COM 500 $ 17,301 422819102 HEIDRICK & STRUGGLES INTL INC COM 300 $ 9,256 423074103 HEINZ H J CO COM 80,028 $ 4,966,150 423319102 HELIX TECHNOLOGY CORP COM 400 $ 18,503 423328103 HELLER FINANCIAL INC CL A 61,700 $ 3,745,466 423452101 HELMERICH & PAYNE INC COM 800 $ 37,418 426281101 HENRY JACK & ASSOC INC COM 2,450 $ 115,263 427056106 HERCULES INC COM 8,138 $ 139,559 427866108 HERSHEY FOODS CORP COM 11,923 $ 1,116,611 428236103 HEWLETT PACKARD CO COM 290,474 $ 12,607,646 428358105 HI / FN INC COM 1,200 $ 27,554 428656102 HIBERNIA CORP CL A 3,250 $ 87,794 429060106 HICKORY TECH CORP COM 1,450 $ 35,209 431284108 HIGHWOODS PPTYS INC COM 900 $ 36,400 431573104 HILLENBRAND INDS INC COM 1,200 $ 104,005 432848109 HILTON HOTELS CORP COM 32,645 $ 574,692 433245107 HINES HORTICULTURE INC COM 1,950 $ 11,601
29
433578507 HITACHI LIMITED ADR 10 COM 309 $ 46,421 43357B104 HISPANIC BROADCASTING CORP CL A 1,850 $ 80,550 435569108 HOLLINGER INTL INC CL A 1,400 $ 29,214 437076102 HOME DEPOT INC COM 597,095 $ 42,181,690 437306103 HOME PPTYS N Y INC COM 700 $ 31,976 437606106 HOMESERVICES COM INC COM 1,950 $ 29,889 437614100 HOMESTAKE MNG CO COM 218,477 $ 1,795,317 437852106 HOMESTORE COM INC COM 42,100 $ 2,233,645 438092108 HON INDS INC COM 950 $ 34,919 438128308 HONDA MOTOR LTD AMERN SHS 204 $ 27,241 438516106 HONEYWELL INTL INC COM 180,112 $ 9,564,171 439104100 HOOPER HOLMES INC COM 83,500 $ 1,298,886 439902107 HORIZON PHARMACIES INC COM 6,950 $ 4,535 440327104 HORACE MANN EDUCATORS CORP NEWCOM 5,950 $ 194,592 440452100 HORMEL FOODS CORP COM 3,100 $ 114,510 44106M102 HOSPITALITY PPTYS TR COM SH BEN INT 900 $ 38,927 44107P104 HOST MARRIOTT CORP NEW COM 5,973 $ 113,490 441451101 HOTEL RESERVATIONS NETWORK INC CL A 550 $ 38,838 441560109 HOUGHTON MIFFLIN CO COM 2,300 $ 209,186 441815107 HOUSEHOLD INTL INC COM 89,849 $ 9,094,939 442120101 HOUSTON EXPL CO COM 600 $ 28,455 443320106 HUB GROUP INC CL A 200 $ 3,946 443510201 HUBBELL INC CL B 900 $ 39,610 443683107 HUDSON CITY BANCORP COM 2,700 $ 94,612 444165104 HUDSON UNITED BANCORP COM 1,100 $ 42,569 444482103 HUGHES SUPPLY INC COM 600 $ 21,535 444859102 HUMANA INC COM 13,351 $ 199,577 444903108 HUMAN GENOME SCIENCES INC COM 56,700 $ 5,184,428 445591100 HUNT CORP COM 1,600 $ 15,783 445658107 HUNT J B TRANS SVCS INC COM 100 $ 2,771 446150104 HUNTINGTON BANCSHARES INC COM 20,539 $ 509,633 448407106 HUTCHINSON TECHNOLOGY INC COM 1,650 $ 47,702 448774109 HYDRIL CO COM 1,100 $ 38,012 448882100 HYDROGENICS CORP COM 148,000 $ 1,030,944 448924100 ICN PHARMACEUTICALS INC NEW COM 1,700 $ 81,836 448947101 IDT CORP COM 600 $ 12,293 448947309 IDT CORP CL B 600 $ 10,016 44914M104 HYPERION SOLUTIONS CORP COM 400 $ 9,106
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449223106 IBP INC COM 2,700 $ 103,463 449293109 ICO HLDGS INC COM 18,050 $ 72,591 449295104 ICOS CORP COM 1,200 $ 116,553 449370105 IDEC PHARMACEUTICALS CORP COM 276,400 $ 28,393,784 449491109 IDX SYS CORP COM 350 $ 6,379 449669100 IMC GLOBAL INC COM 1,100 $ 17,028 449681105 IMCO RECYCLING INC COM 4,400 $ 47,410 449934108 IMS HEALTH INC COM 26,410 $ 1,142,284 45031T104 ITC DELTACOM INC COM 1,750 $ 10,623 45031U101 ISTAR FINL INC COM 1,000 $ 42,797 450565106 ITLA CAP CORP COM 1,400 $ 38,244 45068B109 ITT EDUCATIONAL SERVICES INC COM 53,750 $ 3,670,724 45069F109 ITXC CORP COM 700 $ 7,436 45071R109 IXIA COM 1,100 $ 31,718 450828108 IBERIABANK CORP COM 1,100 $ 49,330 450911102 ITT INDS INC IND COM 49,612 $ 3,331,660 451107106 IDACORP INC COM 600 $ 31,761 45167R104 IDEX CORP COM 1,300 $ 67,078 45168D104 IDEXX LABS INC COM 1,050 $ 49,797 45169U105 IGATE CAPITAL CORP COM 4,500 $ 34,078 451923106 ILEX ONCOLOGY INC COM 500 $ 22,688 452308109 ILLINOIS TOOL WKS INC COM 27,691 $ 2,660,131 452334105 ILLUMINET HLDGS INC COM 800 $ 38,183 45245A107 IMATION CORP COM 300 $ 11,473 45245E109 IMAX CORP COM 660,193 $ 1,963,758 45245W109 IMCLONE SYS INC COM 58,600 $ 4,695,613 45247E107 IMAGICTV INC COM 138,400 $ 172,231 452528102 IMMUNEX CORP NEW COM 464,750 $ 12,519,255 45255G101 IMPATH INC COM 400 $ 26,892 452907108 IMMUNOMEDICS INC COM 1,900 $ 61,706 453142101 IMPERIAL TOBACCO GROUP PLC SPONSORED ADR 2,200 $ 79,128 45321W106 IMRGLOBAL CORPORATION COM 1,700 $ 28,199 453258139 INCO LTD WT EXP 082106 225,022 $ 1,518,899 453258402 INCO LTD COM 5,716,982 $ 149,750,523 453258808 INCO LTD PFD CV E 5.5% 2 $ 136 45337C102 INCYTE GENOMICS INC COM 17,700 $ 658,650 453414104 INDEPENDENCE CMNTY BK CORP COM 1,300 $ 38,945 454089103 INDIA FD INC COM 70,000 $ 1,100,572
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454090101 INDIA GROWTH FD INC COM 18,492 $ 234,332 456607100 INDYMAC BANCORP INC COM 3,100 $ 126,083 45662V105 INET TECHNOLOGIES INC COM 500 $ 6,214 45665B106 INFOCUS CORP COM 100 $ 3,094 45666Q102 INFORMATICA CORP COM 174,700 $ 4,602,601 45666T106 INFONET SVCS CORP CL B 6,300 $ 81,268 456727106 INFORMATION HLDGS INC COM 750 $ 36,763 456779107 INFORMIX CORP COM 7,919 $ 70,185 45678T102 INFOSPACE INC COM 6,087 $ 35,473 456818301 INFOUSA INC NEW COM 6,650 $ 60,553 456837103 ING GROEP N V SPONSORED ADR 54,482 $ 5,446,298 456866102 INGERSOLL-RAND CO COM 135,187 $ 8,452,650 457153104 INGRAM MICRO INC CL A 1,250 $ 27,488 457191104 INHALE THERAPEUTIC SYS INC COM 3,200 $ 111,696 457214104 INKINE PHARMACEUTICALS INC COM 70,000 $ 520,541 457277101 INKTOMI CORP COM 1,400 $ 20,375 457652105 INPUT/OUTPUT INC COM 2,100 $ 40,475 45765U103 INSIGHT ENTERPRISES INC COM 675 $ 25,098 457660108 INSITE VISION INC COM 2,600 $ 4,025 457667103 INSITUFORM TECHNOLOGIES INC CL A 4,400 $ 243,728 45767A105 INSIGNIA FINL GROUP INC NEW COM 500 $ 9,333 45768V108 INSIGHT COMMUNICATIONS INC CL A 350 $ 13,279 45769N105 INNOVATIVE SOLUTIONS & SUPPORT COM 600 $ 13,112 4576J0104 INNKEEPERS USA TR COM 2,200 $ 39,998 457750107 INSTINET GROUP INC COM 7,600 $ 214,991 45809K103 INSWEB CORP COM 6,550 $ 7,753 45810H107 INTEGRAL SYS INC MD COM 1,000 $ 36,620 45810N302 INTEGRAMED AMER INC COM NEW 2,700 $ 24,585 458118106 INTEGRATED DEVICE TECHNOLOGY COM 2,900 $ 139,470 45811K208 INTEGRATED CIRCUIT SYS INC COM 1,300 $ 37,880 458140100 INTEL CORP COM 1,057,645 $ 46,949,018 45814P105 INTEGRA BK CORP COM 850 $ 31,953 45865R109 INTERDENT INC COM 1,200 $ 692 458665106 INTERFACE INC CL A 2,150 $ 24,471 45866A105 INTERDIGITAL COMMUNICATIONS CPCOM 2,350 $ 47,255 458683109 INTERGRAPH CORP COM 850 $ 19,866 458801107 INTERMEDIA COMMUNICATIONS INC COM 1,350 $ 30,527 45884X103 INTERMUNE INC COM 500 $ 27,029
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45885A102 INTERNAP NETWORK SVCS CORP COM 4,650 $ 23,076 459044103 INTERNATIONAL BANCSHARES CORP COM 500 $ 31,870 459200101 INTERNATIONAL BUSINESS MACHS COM 455,174 $ 78,057,854 459506101 INTERNATIONAL FLAVORS&FRAGRANC COM 7,682 $ 292,973 459902102 INTERNATIONAL GAME TECHNOLOGY COM 1,800 $ 171,414 460043102 INTERNATIONAL MULTIFOODS CORP COM 4,900 $ 154,303 460146103 INTL PAPER CO COM 121,512 $ 6,583,368 460254105 INTERNATIONAL RECTIFIER CORP COM 1,300 $ 67,276 460321201 INTERNATIONAL SHIPHOLDING CORP COM NEW 800 $ 11,595 460335201 INTERNATIONAL SPEEDWAY CORP CL A 1,200 $ 76,488 460337108 INTL SPECIALTY PRODS INC NEW COM 3,000 $ 48,260 46059C106 INTERNET CAP GROUP INC COM 12,800 $ 38,851 46060X107 INTERNET SEC SYS INC COM 68,000 $ 5,011,276 46062R108 INTERPOOL INC COM 1,200 $ 28,592 460690100 INTERPUBLIC GROUP COS INC COM 61,476 $ 2,738,258 46069S109 INTERSIL CORP CL A 1,500 $ 82,862 46072H108 INTERSTATE BAKERIES CORP DEL COM 100 $ 2,428 460919103 INTERTAPE POLYMER GROUP INC COM 666,554 $ 12,531,217 460939309 INTRANET SOLUTIONS INC COM NEW 2,350 $ 135,701 46113Q109 INTERTRUST TECHNOLOGIES CORP COM 650 $ 1,184 46114T102 INTERWOVEN INC COM 1,200 $ 30,777 461156101 INTIMATE BRANDS INC CL A 9,630 $ 220,242 461202103 INTUIT COM 82,200 $ 4,988,660 461203101 INVACARE CORP COM 700 $ 41,038 461268104 INVERNESS MED TECHNOLOGY INC COM 600 $ 33,691 46145F105 INVESTMENT TECHNOLOGY GRP NEW COM 650 $ 49,608 461730103 INVESTORS REAL ESTATE TR SH BEN INT 2,450 $ 32,720 46185R100 INVITROGEN CORP COM 217,514 $ 23,701,312 461915100 INVESTORS FINL SERVICES CORP COM 700 $ 71,176 462030107 IOMEGA CORP COM 5,700 $ 20,674 462846106 IRON MTN INC PA COM 40,450 $ 2,752,611 464286848 ISHARES INC MSCI JAPAN 314,094 $ 4,876,363 464287200 ISHARES TR S&P 500 INDEX 900 $ 167,726 464287655 ISHARES TR RUSSELL 2000 16,281 $ 2,512,828 464287861 ISHARES TR S&P EURO PLUS 5,115 $ 490,595 465266104 IT GROUP INC COM 5,900 $ 56,857 465714301 ITO YOKADO LTD ADR NEW 416 $ 29,041 465754109 I2 TECHNOLOGIES INC COM 7,694 $ 231,195
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465823102 IVAX CORP COM 125,249 $ 7,413,095 465855104 IVEX PACKAGING CORP DEL COM 4,800 $ 138,406 465917102 JDN RLTY CORP COM 1,400 $ 28,895 466107109 JB OXFORD HLDGS INC COM 6,400 $ 16,900 46612J101 JDS UNIPHASE CORP COM 658,613 $ 12,743,866 46622G105 JNI CORP COM 300 $ 6,374 46624A106 JP REALTY INC COM 2,900 $ 107,826 46625H100 J P MORGAN CHASE & CO COM 1,512,194 $ 102,353,592 466313103 JABIL CIRCUIT INC COM 92,150 $ 4,315,707 466367109 JACK IN THE BOX INC COM 1,200 $ 47,532 469814107 JACOBS ENGR GROUP INC DEL COM 600 $ 59,396 471110106 JARDINE FLEMING CHINA REGION COM 36,423 $ 428,389 471112102 JARDINE FLEMING INDIA FD INC COM 23,092 $ 268,092 472319102 JEFFERIES GROUP INC NEW COM 850 $ 41,795 475070108 JEFFERSON PILOT CORP COM 103,957 $ 7,623,271 478035108 JOHN NUVEEN CO CL A 500 $ 42,986 478160104 JOHNSON & JOHNSON COM 1,033,494 $ 78,422,139 478366107 JOHNSON CTLS INC COM 7,297 $ 802,534 480074103 JONES APPAREL GROUP INC COM 2,610 $ 171,114 48020Q107 JONES LANG LASALLE INC COM 112,300 $ 2,249,647 48203R104 JUNIPER NETWORKS INC COM 105,200 $ 4,965,201 482480100 KLA-TENCOR CORP COM 117,576 $ 10,433,079 482564101 KMG CHEMICALS INC COM 3,630 $ 19,281 482584109 K MART CORP COM 38,366 $ 667,837 48265R109 KPMG CONSULTING INC COM 169,700 $ 3,953,220 483100103 KAISER VENTURES INC COM 850 $ 16,576 483600102 KANA COMMUNICATIONS COM 3,600 $ 11,145 484170105 KANEB SERVICES INC COM 2,350 $ 26,142 485134100 KANSAS CITY PWR & LT CO COM 850 $ 31,669 485170302 KANSAS CITY SOUTHN INDS INC COM NEW 1,250 $ 29,973 486587108 KAYDON CORP COM 50 $ 1,946 486665102 KEANE INC COM 1,450 $ 48,412 48666K109 KB HOME COM 3,074 $ 140,747 487836108 KELLOGG CO COM 33,868 $ 1,490,556 488152208 KELLY SVCS INC CL A 1,000 $ 36,802 488360108 KEMET CORP COM 2,500 $ 75,160 489170100 KENNAMETAL INC COM 1,700 $ 95,200 490057106 KENSEY NASH CORP COM 1,450 $ 36,837
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492386107 KERR MCGEE CORP COM 8,561 $ 860,998 492914106 KEY ENERGY SVCS INC COM 8,350 $ 137,365 493267108 KEYCORP NEW COM 37,330 $ 1,475,796 49326R104 KEY3MEDIA GROUP INC COM 750 $ 13,215 493308100 KEYNOTE SYS INC COM 2,500 $ 41,545 49337W100 KEYSPAN CORP COM 11,800 $ 653,277 49338N109 KEYSTONE AUTOMOTIVE INDS INC COM 2,500 $ 45,339 493732101 KFORCE COM INC COM 533 $ 5,258 494274103 KIMBALL INTL INC CL B 1,500 $ 41,203 49427F108 KILROY RLTY CORP COM 600 $ 26,498 494368103 KIMBERLY CLARK CORP COM 218,144 $ 18,506,138 49446R109 KIMCO REALTY CORP COM 1,250 $ 89,824 49455P101 KINDER MORGAN INC KANS COM 11,194 $ 853,654 495582108 KING PHARMACEUTICALS INC COM 308,200 $ 25,140,379 499040103 KNIGHT RIDDER INC COM 6,198 $ 557,785 499063105 KNIGHT TRADING GROUP INC COM 2,100 $ 34,069 499064103 KNIGHT TRANSN INC COM 2,775 $ 86,544 500255104 KOHLS CORP COM 29,050 $ 2,765,554 500467303 KONINKLIJKE AHOLD N V SPON ADR NEW 100,312 $ 4,787,781 500472303 KONINKLIJKE PHILIPS ELECTRS NVSP ADR NEW2000 47,726 $ 1,914,329 500600101 KOPIN CORP COM 600 $ 11,054 500631106 KOREA ELECTRIC PWR SPONSORED ADR 60,000 $ 865,039 500634100 KOREA FD COM 39,000 $ 626,197 50063P103 KOREA TELECOM SPONSORED ADR 50,900 $ 1,697,877 500643200 KORN FERRY INTL COM NEW 850 $ 19,995 50064W107 KOSAN BIOSCIENCES INC COM 3,700 $ 43,237 50075N104 KRAFT FOODS INC CL A 75,000 $ 3,528,448 501014104 KRISPY KREME DOUGHNUTS INC COM 800 $ 48,564 501044101 KROGER CO COM 553,073 $ 20,983,754 501050108 KROLL O GARA CO COM 2,500 $ 35,892 501052104 KRONOS INC COM 600 $ 37,288 501242101 KULICKE & SOFFA INDS INC COM 2,400 $ 62,501 501556203 KYOCERA CORP ADR 17,583 $ 2,377,293 501803209 LCA-VISION INC COM NEW 8,450 $ 32,060 502079106 LMI AEROSPACE INC COM 2,500 $ 15,138 502161102 LSI LOGIC CORP COM 31,210 $ 890,456 50216C108 LSI INDS INC COM 3,100 $ 110,041 502392103 LTX CORP COM 100 $ 3,879
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502424104 L-3 COMMUNICATIONS HLDGS INC COM 20,150 $ 2,333,245 505336107 LA Z BOY INC COM 1,200 $ 33,691 50540R409 LABORATORY CORP AMER HLDGS COM NEW 213,850 $ 24,957,226 505447102 LABRANCHE & CO INC COM 1,000 $ 44,011 505754200 LADISH INC COM NEW 2,000 $ 40,581 505862102 LAFARGE CORP COM 800 $ 40,684 512807108 LAM RESEARCH CORP COM 2,750 $ 123,742 512815101 LAMAR ADVERTISING CO CL A 134,150 $ 8,957,856 513847103 LANCASTER COLONY CORP COM 800 $ 40,041 514606102 LANCE INC COM 1,950 $ 39,951 515086106 LANDS END INC COM 1,250 $ 76,165 515098101 LANDSTAR SYS INC COM 350 $ 36,130 517942108 LASALLE HOTEL PPTYS COM SH BEN INT 2,300 $ 62,201 51807H100 LASER VISION CTRS INC COM 2,850 $ 11,462 518415104 LATTICE SEMICONDUCTOR CORP COM 138,550 $ 5,130,469 518439104 LAUDER ESTEE COS INC CL A 127,650 $ 8,349,468 520776105 LAWSON PRODS INC COM 900 $ 40,019 521050104 LAYNE CHRISTENSEN CO COM 2,100 $ 27,089 521863100 LEAP WIRELESS INTL INC COM 4,400 $ 202,328 521865105 LEAR CORP COM 1,050 $ 55,613 522015106 LEARNING TREE INTL INC COM 400 $ 13,938 523768109 LEE ENTERPRISES INC COM 800 $ 40,065 524651106 LEGATO SYS INC COM 1,650 $ 39,940 524660107 LEGGETT & PLATT INC COM 16,400 $ 548,301 524901105 LEGG MASON INC COM 9,450 $ 713,630 524908100 LEHMAN BROS HLDGS INC COM 78,350 $ 9,244,855 526057104 LENNAR CORP COM 1,200 $ 75,941 526107107 LENNOX INTL INC COM 1,400 $ 23,265 527288104 LEUCADIA NATL CORP COM 1,050 $ 51,709 52729N100 LEVEL 3 COMMUNICATIONS INC COM 7,300 $ 60,821 52886P104 LEXAR MEDIA INC COM 1,450 $ 3,499 528872104 LEXICON GENETICS INC COM 2,300 $ 43,631 529771107 LEXMARK INTL NEW CL A 12,215 $ 1,246,656 529898108 LIBBEY INC COM 400 $ 24,106 530129105 LIBERATE TECHNOLOGIES COM 45,050 $ 748,634 530154103 LIBERTE INVS INC DEL COM 1,250 $ 8,024 530512102 LIBERTY FINL COS INC COM 700 $ 34,473 531172104 LIBERTY PPTY TR SH BEN INT 800 $ 35,937
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53215R100 LIFEPOINT INC COM 4,800 $ 24,039 532192101 LIFELINE SYS INC COM 2,000 $ 59,976 53219L109 LIFEPOINT HOSPITALS INC COM 650 $ 43,680 53220K207 LIGAND PHARMACEUTICALS INC CL B 17,850 $ 306,110 532226107 LIGHTBRIDGE INC COM 657 $ 19,343 532257102 LIGHTPATH TECHNOLOGIES INC CL A 1,200 $ 16,208 532457108 LILLY ELI & CO COM 199,788 $ 22,436,848 532716107 LIMITED INC COM 778,724 $ 19,523,349 532791100 LINCARE HLDGS INC COM 81,500 $ 3,711,798 533900106 LINCOLN ELEC HLDGS INC COM 1,200 $ 46,439 534187109 LINCOLN NATL CORP IND COM 530,317 $ 41,649,196 535555106 LINDSAY MFG CO COM 1,000 $ 28,835 535678106 LINEAR TECHNOLOGY CORP COM 28,350 $ 1,902,534 535679104 LINENS N THINGS INC COM 900 $ 37,315 537008104 LITTELFUSE INC COM 4,000 $ 162,627 539320101 LIZ CLAIBORNE INC COM 4,501 $ 344,612 539451104 LO-JACK CORP COM 3,500 $ 30,383 539830109 LOCKHEED MARTIN CORP COM 37,646 $ 2,116,741 540211109 LODGENET ENTMT CORP COM 1,500 $ 39,837 540424108 LOEWS CORP COM 24,358 $ 2,381,719 542073101 LONDON PAC GROUP LTD SPONSORED ADR 3,300 $ 29,448 542307103 LONE STAR STEAKHOUSE SALOON COM 50 $ 986 542312103 LONE STAR TECHNOLOGIES INC COM 450 $ 24,722 543162101 LONGS DRUG STORES CORP COM 2,736 $ 89,480 543213102 LONGVIEW FIBRE CO COM 1,400 $ 26,176 546011107 LOUIS DREYFUS NAT GAS CORP COM 750 $ 39,667 546347105 LOUISIANA PAC CORP COM 87,534 $ 1,558,244 548661107 LOWES COS INC COM 138,387 $ 15,236,788 549271104 LUBRIZOL CORP COM 993 $ 46,792 549463107 LUCENT TECHNOLOGIES INC COM 776,716 $ 7,308,271 55027E102 LUMINEX CORP DEL COM 1,100 $ 33,371 55027R103 LUMINENT INC COM 7,850 $ 50,036 550375109 LUNDIN OIL AB SPON GDR B 100,000 $ 541,787 55068R202 LUXOTTICA GROUP S P A SPONSORED ADR 163,200 $ 3,962,788 551146103 LYNCH INTERACTIVE CORP COM 300 $ 28,687 552078107 LYONDELL CHEMICAL CO COM 1,450 $ 33,844 55261F104 M & T BK CORP COM 2,053 $ 235,232 55262C100 MBIA INC COM 12,963 $ 1,095,382
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55262L100 MBNA CORP COM 96,939 $ 4,847,465 552676108 M D C HLDGS INC COM 400 $ 21,489 55268N100 MDSI MOBILE DATA SOLUTIONS INC COM 438,860 $ 2,943,805 552690109 MDU RES GROUP INC COM 1,100 $ 52,819 552715104 MEMC ELECTR MATLS INC COM 1,150 $ 13,351 552848103 MGIC INVT CORP WIS COM 25,618 $ 2,824,111 552953101 MGM MIRAGE COM 22,650 $ 1,029,842 55306N104 MKS INSTRUMENT INC COM 3,953 $ 172,775 553444100 MPW INDUSTRIAL SVCS GROUP COM 3,200 $ 6,070 553477100 MRV COMMUNICATIONS INC COM 2,700 $ 38,312 553530106 MSC INDL DIRECT INC CL A 40,600 $ 1,072,102 554273102 MACDERMID INC COM 1,200 $ 32,780 554489104 MACK CALI RLTY CORP COM 900 $ 38,899 555904101 MACROVISION CORP COM 1,000 $ 103,956 556100105 MACROMEDIA INC COM 950 $ 25,951 557497104 MADISON GAS & ELEC CO COM 1,550 $ 65,394 559776109 MAGYAR TAVKOZLESI RT SPONSORED ADR 13,518 $ 306,700 559809108 MAHASKA INVESTMENT CO COM 900 $ 15,024 561063108 MALAN RLTY INVS INC COM 850 $ 11,287 562567107 MANDALAY RESORT GROUP COM 1,250 $ 51,978 562750109 MANHATTAN ASSOCS INC COM 850 $ 51,276 564055101 MANOR CARE INC NEW COM 9,242 $ 445,318 56418H100 MANPOWER INC COM 75,700 $ 3,435,008 564682102 MANUFACTURED HOME CMNTYS INC COM 900 $ 38,380 565011103 MANUGISTICS GROUP INC COM 800 $ 30,474 56501R106 MANULIFE FINL CORP COM 14,143,536 $ 598,978,764 568240204 MARINE DRILLING COS INC COM PAR $0.01 1,050 $ 30,452 570535104 MARKEL CORP COM 550 $ 164,016 571748102 MARSH & MCLENNAN COS INC COM 65,951 $ 10,108,890 571834100 MARSHALL & ILSLEY CORP COM 2,250 $ 184,048 571903202 MARRIOTT INTL INC NEW CL A 21,262 $ 1,527,542 572901106 MARTEK BIOSCIENCES CORP COM 900 $ 38,927 573284106 MARTIN MARIETTA MATLS INC COM 1,000 $ 75,107 57383M108 MARVEL ENTERPRISES INC COM 3,800 $ 17,589 574599106 MASCO CORP COM 39,380 $ 1,491,698 576206106 MASSEY ENERGY CORP COM 1,250 $ 37,485 576323109 MASTEC INC COM 1,575 $ 31,551 576674105 MATERIAL SCIENCIES CORP COM 4,100 $ 61,475
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576844104 MATRIX PHARMACEUTICAL INC COM 1,200 $ 18,994 57685P304 MATRIXONE INC COM 500 $ 17,597 576879209 MATSUSHITA ELEC INDL ADR 91,000 $ 2,182,022 577081102 MATTEL INC COM 38,006 $ 1,091,275 577128101 MATTHEWS INTL CORP CL A 6,950 $ 463,738 577729205 MAXTOR CORP COM NEW 5,600 $ 44,618 57772K101 MAXIM INTEGRATED PRODS INC COM 332,030 $ 22,277,095 577776107 MAXYGEN INC COM 250 $ 7,360 577778103 MAY DEPT STORES CO COM 25,862 $ 1,344,653 577913106 MAXXAM INC COM 88,000 $ 3,302,688 577933104 MAXIMUS INC COM 3,600 $ 219,028 578444101 MAYNARD OIL CO COM 800 $ 23,553 578592107 MAYTAG CORP COM 5,994 $ 266,166 579489105 MCCLATCHY CO CL A 750 $ 44,504 579780206 MCCORMICK & CO INC COM NON VTG 1,750 $ 111,598 580031201 MCDATA CORP CL A 16,301 $ 434,162 580037109 MCDERMOTT INTL INC COM 4,240 $ 74,964 580135101 MCDONALDS CORP COM 262,227 $ 10,768,765 580589109 MCGRATH RENTCORP COM 1,700 $ 62,280 580645109 MCGRAW HILL COS INC COM 152,038 $ 15,263,099 58155Q103 MCKESSON HBOC INC COM 25,573 $ 1,440,623 582266102 MCLEODUSA INC CL A 41,500 $ 289,082 582834107 MEAD CORP COM 8,516 $ 350,757 583521109 MECHANICAL DYNAMICS INC COM 3,900 $ 68,065 583538103 MECHANICAL TECHNOLOGY INC COM 1,250 $ 13,677 583916101 MEDAREX INC COM 51,700 $ 1,843,823 583928106 MEDALLION FINL CORP COM 650 $ 10,111 584404107 MEDIA GEN INC CL A 650 $ 45,377 58446K105 MEDIACOM COMMUNICATIONS CORP CL A 1,200 $ 25,496 584688105 MEDICINES CO COM 350 $ 10,884 584690309 MEDICIS PHARMACEUTICAL CORP CL A NEW 750 $ 60,325 584699102 MEDIMMUNE INC COM 459,060 $ 32,883,056 584949101 MEDQUIST INC COM 600 $ 27,026 58500P107 MEDIS TECHNOLOGIES LTD COM 2,500 $ 41,734 585055106 MEDTRONIC INC COM 180,830 $ 12,626,513 58551A108 MELLON FINL CORP COM 670,395 $ 46,800,373 586002107 MEMBERWORKS INC COM 500 $ 17,559 587118100 MENS WEARHOUSE INC COM 900 $ 37,697
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587188103 MENTOR CORP MINN COM 4,600 $ 198,959 587200106 MENTOR GRAPHICS CORP COM 1,050 $ 27,886 587405101 MERCANTILE BANKSHARES CORP COM 2,050 $ 121,738 589331107 MERCK & CO INC COM 330,907 $ 32,094,860 589378108 MERCURY COMPUTER SYS COM 500 $ 33,463 589400100 MERCURY GENL CORP NEW COM 700 $ 37,150 589405109 MERCURY INTERACTIVE CORP COM 60,400 $ 5,490,659 589433101 MEREDITH CORP COM 3,986 $ 216,622 589584101 MERIDIAN BIOSCIENCE INC COM 2,800 $ 22,096 58977Q109 MERIDIAN RESOURCE CORP COM 22,680 $ 246,787 58984Y103 MERISTAR HOSPITALITY CORP COM 1,250 $ 45,054 589975101 MERIDIAN GOLD INC COM 2,023,433 $ 24,412,750 590188108 MERRILL LYNCH & CO INC COM 72,038 $ 6,477,549 590787107 MESSAGEMEDIA INC COM 4,950 $ 4,132 59139P104 METASOLV INC COM 550 $ 6,619 591409107 METAWAVE COMMUNICATIONS CP COM 215,000 $ 1,099,586 591520200 METHODE ELECTRS INC CL A 4,700 $ 61,342 59156R108 METLIFE INC COM 66,650 $ 3,133,591 591598107 METRIS COS INC COM 800 $ 40,927 59159Q107 METRETEK TECHNOLOGIES INC COM 500 $ 1,108 591610100 METRO GOLDWYN MAYER INC COM 4,050 $ 139,214 591689104 METROMEDIA FIBER NETWORK INC CL A 7,750 $ 23,993 594087108 MICHAELS STORES INC COM 600 $ 37,333 594793101 MICREL INC COM 1,900 $ 95,154 594918104 MICROSOFT CORP COM 1,151,177 $ 126,835,097 594960106 MICROVISION INC WASH COM 550 $ 14,615 594972101 MICROSTRATEGY INC CL A 2,100 $ 8,924 595017104 MICROCHIP TECHNOLOGY INC COM 2,125 $ 110,454 59501T304 MICROCELL TELECOMMUNICATIONS CL B NON VTG 838,063 $ 11,523,371 595094103 MICROMUSE INC COM 1,300 $ 55,221 595100108 MICRON ELECTRONICS INC COM 2,400 $ 5,791 595112103 MICRON TECHNOLOGY INC COM 98,004 $ 6,112,887 59523C107 MID ATLANTIC MED SVCS INC COM 1,700 $ 46,258 595635103 MIDCAP SPDR TR UNIT SER 1 9,907 $ 1,426,218 595915109 MID AMER BANCORP COM 900 $ 39,541 597486109 MIDLAND CO COM 800 $ 54,027 597911106 MIDWEST EXPRESS HLDGS INC COM 2,500 $ 65,826 599902103 MILLENNIUM PHARMACEUTICALS INC COM 4,900 $ 264,583
40
599903101 MILLENNIUM CHEMICALS INC COM 1,150 $ 26,266 600544100 MILLER HERMAN INC COM 3,300 $ 121,196 601073109 MILLIPORE CORP COM 4,289 $ 403,430 601148109 MILLS CORP COM 600 $ 22,400 602720104 MINE SAFETY APPLIANCES CO COM 1,050 $ 54,577 603158106 MINERALS TECHNOLOGIES INC COM 50 $ 3,257 60365K108 MINIMED INC COM 1,750 $ 127,479 604059105 MINNESOTA MNG & MFG CO COM 117,012 $ 20,261,741 604567107 MIPS TECHNOLOGIES INC CL A 900 $ 23,629 604567206 MIPS TECHNOLOGIES INC CL B 97 $ 1,413 604675108 MIRANT CORP COM 107,468 $ 5,610,458 605203108 MISSION WEST PPTYS INC COM 800 $ 14,690 606592202 MITCHELL ENERGY & DEV CORP CL A 1,350 $ 94,756 606816106 MITSUBISHI TOKYO FINL GROUP SPONSORED ADR 202,799 $ 2,603,736 607828100 MODINE MFG CO COM 50 $ 2,093 607830106 MODIS PROFESSIONAL SVCS INC COM 200 $ 2,094 608190104 MOHAWK INDS INC COM 850 $ 45,407 60851C107 MOLECULAR DEVICES CORP COM 750 $ 22,821 608554101 MOLEX INC COM 16,637 $ 922,328 608554200 MOLEX INC CL A 32,500 $ 1,470,794 60886R103 MONACO COACH CORP COM 1,850 $ 93,212 609200100 MONDAVI ROBERT CORP CL A 850 $ 52,295 610236101 MONRO MUFFLER BRAKE INC COM 2,300 $ 44,853 61166W101 MONSANTO CO NEW COM 10,500 $ 589,592 612085100 MONTANA POWER CO COM 2,100 $ 36,969 613826106 MONTGOMERY FINL CORP COM 800 $ 16,572 615337102 MONY GROUP INC COM 850 $ 51,767 615369105 MOODYS CORP COM 13,619 $ 692,390 615785102 MOORE LTD COM 2,081,056 $ 17,117,635 617444104 MORGAN STANLEY AFRICA INVS FD COM 2,550 $ 31,153 617446448 MORGAN STANLEY DEAN WITTER&CO COM NEW 178,750 $ 17,423,873 61745C105 MORGAN STANLEY INDIA INVS FD COM 58,399 $ 740,036 619429103 MORTONS RESTAURANT GROUP INC COM 1,050 $ 31,456 620076109 MOTOROLA INC COM 678,150 $ 17,043,030 624756102 MUELLER INDS INC COM 450 $ 22,475 625367107 MULTEX COM INC COM 2,150 $ 53,022 626717102 MURPHY OIL CORP COM 1,050 $ 117,281 628530107 MYLAN LABS INC COM 2,150 $ 91,784
41
62855J104 MYRIAD GENETICS INC COM 400 $ 38,437 628716102 NABI INC COM 4,750 $ 57,237 628782104 NBTY INC COM 2,300 $ 43,422 628850109 NCH CORP COM 50 $ 2,967 628858102 NCO GROUP INC COM 50 $ 2,347 62886E108 NCR CORP NEW COM 8,450 $ 602,720 629050204 NEC CORP ADR 75,000 $ 1,560,484 629156407 NL INDS INC COM NEW 900 $ 18,917 629248105 NMS COMMUNICATIONS CORP COM 300 $ 3,187 629337106 NN INC COM 2,000 $ 30,777 62936P103 NPS PHARMACEUTICALS INC COM 214,850 $ 13,107,568 629377102 NRG ENERGY INC COM 750 $ 25,132 629407107 NTL INC COM 4,900 $ 89,607 62944T105 NVR INC COM 400 $ 89,843 629568106 NABORS INDS INC COM 13,350 $ 753,676 631100104 NASDAQ 100 TR UNIT SER 1 59,936 $ 4,152,305 631158102 NASH FINCH CO COM 1,050 $ 37,606 632525408 NATIONAL AUSTRALIA BK LTD SPONSORED ADR 16,375 $ 2,198,310 635405103 NATIONAL CITY CORP COM 52,714 $ 2,462,381 63545P104 NATIONAL COMMERCE FINL CORP COM 6,917 $ 255,820 635621105 NATIONAL DATA CORP COM 1,100 $ 54,088 636180101 NATIONAL FUEL GAS CO N J COM 900 $ 71,011 63623G109 NATIONAL GOLF PPTYS INC COM 1,100 $ 45,490 636380107 NATIONAL HOME HEALTH CARE CORP COM 945 $ 13,280 636518102 NATIONAL INSTRS CORP COM 1,350 $ 66,483 637071101 NATIONAL-OILWELL INC COM 2,924 $ 118,925 637229105 NATIONAL PROCESSING INC COM 1,750 $ 74,363 637640103 NATIONAL SEMICONDUCTOR CORP COM 75,303 $ 3,327,855 637657107 NATIONAL SVC INDS INC COM 3,475 $ 119,027 638612101 NATIONWIDE FINL SVCS INC CL A 59,000 $ 3,908,382 638620104 NATIONWIDE HEALTH PPTYS INC COM 1,550 $ 47,516 639089101 NAUTICA ENTERPRISES INC COM 1,400 $ 43,407 63934E108 NAVISTAR INTL CORP NEW COM 4,428 $ 189,033 640204202 NEIMAN MARCUS GROUP INC CL A 3,600 $ 169,365 640522108 NEOSE TECHNOLOGIES INC COM 67,900 $ 4,637,063 640919106 NEOPHARM INC COM 600 $ 23,219 640938106 NETWORKS ASSOCS INC COM 3,700 $ 69,909 64107E107 NET GENESIS CORP COM 1,000 $ 1,184
42
64110P107 NETEGRITY INC COM 1,950 $ 88,780 64114R109 NETRO CORP COM 3,550 $ 22,843 64115P102 NETIQ CORP COM 144,296 $ 6,852,051 64120L104 NETWORK APPLIANCE INC COM 147,350 $ 3,063,596 64122D506 NETWORK PLUS CORP COM 1,000 $ 4,113 641234109 NEUBERGER BERMAN INC COM 750 $ 77,398 64125C109 NEUROCRINE BIOSCIENCES INC COM 140,900 $ 8,551,122 643872104 NEW ENGLAND BUSINESS SVC INC COM 4,900 $ 142,777 644383101 NEW FOCUS INC COM 4,900 $ 61,349 644398109 NEW FRONTIER MEDIA INC COM 2,200 $ 8,681 645526104 NEW HORIZONS WORLDWIDE INC COM 1,300 $ 29,475 648053106 NEW PLAN EXCEL RLTY TR INC COM 1,350 $ 31,346 649445103 NEW YORK CMNTY BANCORP INC COM 900 $ 51,424 650111107 NEW YORK TIMES CO CL A 14,591 $ 930,026 651229106 NEWELL RUBBERMAID INC COM 22,922 $ 873,146 651290108 NEWFIELD EXPL CO COM 500 $ 24,327 651639106 NEWMONT MINING CORP COM 755,088 $ 21,325,767 651718504 NEWPARK RES INC COM PAR $.01NEW 3,300 $ 55,590 651824104 NEWPORT CORP COM 12,800 $ 514,774 652228107 NEWPORT NEWS SHIPBUILDING INC COM 700 $ 65,068 652463100 NEWPOWER HLDGS INC COM 2,800 $ 38,244 652487703 NEWS CORP LTD ADR NEW 125,000 $ 7,047,410 65332K107 NEXTCARD INC COM 3,150 $ 52,824 65332V103 NEXTEL COMMUNICATIONS INC CL A 349,830 $ 9,290,858 65333F107 NEXTEL PARTNERS INC CL A 2,500 $ 58,883 65333U104 NEXT LEVEL COMM INC COM 3,350 $ 34,317 653520106 NIAGARA MOHAWK HLDGS INC COM 14,262 $ 382,886 654086107 NICOR INC COM 3,222 $ 190,602 654106103 NIKE INC CL B 23,354 $ 1,488,223 65440K106 99 CENTS ONLY STORES COM 600 $ 27,271 654624105 NIPPON TELEG & TEL CORP SPONSORED ADR 65,569 $ 2,646,921 65473P105 NISOURCE INC COM 17,690 $ 733,716 654894104 NOBLE AFFILIATES INC COM 4,300 $ 230,685 654902204 NOKIA CORP SPONSORED ADR 439,629 $ 14,704,784 655042109 NOBLE DRILLING CORP COM 11,500 $ 571,571 655663102 NORDSON CORP COM 1,450 $ 51,295 655664100 NORDSTROM INC COM 10,826 $ 304,770 655844108 NORFOLK SOUTHERN CORP COM 32,420 $ 1,018,460
43 656559101 NORTEK INC COM 900 $ 42,642 656568102 NORTEL NETWORKS CORP NEW COM 77,141,920 $1,064,179,891 659424105 NORTH FORK BANCORPORATION NY COM 59,600 $ 2,803,940 664397106 NORTHEAST UTILS COM 3,300 $ 103,918 665859104 NORTHERN TR CORP COM 39,500 $ 3,746,604 666807102 NORTHROP GRUMMAN CORP COM 27,189 $ 3,305,114 667280101 NORTHWEST AIRLS CORP CL A 1,450 $ 55,564 667328108 NORTHWEST BANCORP INC PA COM 1,400 $ 22,309 667655104 NORTHWEST NAT GAS CO COM 550 $ 20,784 669784100 NOVA CORP GA COM 850 $ 40,570 66987M109 NOVATEL WIRELESS INC COM 2,100 $ 6,466 66987V109 NOVARTIS A G SPONSORED ADR 72,967 $ 4,003,091 669967101 NUANCE COMMUNICATIONS INC COM 76,500 $ 2,092,074 670006105 NOVELL INC COM 230,785 $ 1,992,877 670008101 NOVELLUS SYS INC COM 92,600 $ 7,980,748 670009109 NOVEN PHARMACEUTICALS INC COM 600 $ 35,694 670100205 NOVO-NORDISK A S ADR 40,375 $ 2,757,311 67010C100 NOVOSTE CORP COM 500 $ 19,350 67018T105 NU SKIN ENTERPRISES INC CL A 4,250 $ 54,824 67019E107 NSTAR COM 396,400 $ 25,603,302 670346105 NUCOR CORP COM 8,036 $ 596,239 670509108 NUEVO ENERGY CO COM 1,150 $ 28,448 67066G104 NVIDIA CORP COM 1,300 $ 182,986 670712108 NYFIX INC COM 300 $ 14,546 670823103 O CHARLEYS INC COM 5,100 $ 149,998 670837103 OGE ENERGY CORP COM 1,800 $ 61,764 670872100 OM GROUP INC COM 450 $ 38,415 671040103 OSI PHARMACEUTICALS INC COM 95,600 $ 7,629,952 671059103 OTG SOFTWARE INC COM 1,200 $ 12,748 673662102 OAKLEY INC COM 1,500 $ 42,114 674599105 OCCIDENTAL PETE CORP DEL COM 32,930 $ 1,328,834 67481E106 OCEAN ENERGY INC DEL COM 412,850 $ 10,933,229 675234108 OCEANFIRST FINL CORP COM 1,000 $ 39,367 676220106 OFFICE DEPOT INC COM 24,600 $ 387,519 676255102 OFFSHORE LOGISTICS INC COM 250 $ 7,209 677240103 OHIO CAS CORP COM 3,000 $ 58,959 680033107 OLD NATL BANCORP IND COM 630 $ 25,241 680223104 OLD REP INTL CORP COM 1,650 $ 72,618
44 680665205 OLIN CORP COM PAR $1 1,100 $ 28,363 681904108 OMNICARE INC COM 243,500 $ 7,464,678 681919106 OMNICOM GROUP INC COM 32,425 $ 4,231,937 681936100 OMEGA HEALTHCARE INVS INC COM 5,800 $ 26,406 682092101 OMEGA FINL CORP COM 1,400 $ 68,391 682159108 ON ASSIGNMENT INC COM 96,100 $ 2,625,165 682505102 ONEIDA LTD COM 1,100 $ 33,938 682680103 ONEOK INC NEW COM 4,186 $ 125,149 68273F103 ONI SYSTEMS CORP COM 254,050 $ 10,756,825 683715106 OPEN TEXT CORP COM 498,082 $ 17,740,871 683718100 OPENWAVE SYS INC COM 255,755 $ 13,468,348 68375Q106 OPLINK COMMUNICATIONS INC COM 13,100 $ 74,553 683827109 OPTICAL CABLE CORP COM 650 $ 9,864 68389X105 ORACLE CORP COM 946,299 $ 27,286,178 68554V108 ORASURE TECHNOLOGIES INC COM 1,500 $ 28,455 68571P100 ORCHID BIOSCIENCES INC COM 44,400 $ 515,472 685906109 ORGANOGENESIS INC COM 4,400 $ 49,413 686091109 O REILLY AUTOMOTIVE INC COM 66,500 $ 2,896,438 686286105 ORION PWR HLDGS INC COM 56,300 $ 2,034,363 68750P103 ORTHODONTIC CTRS AMER INC COM 2,300 $ 106,077 689648103 OTTER TAIL CORP COM 850 $ 35,797 689899102 OUTBACK STEAKHOUSE INC COM 60,150 $ 2,628,989 690113105 OUTLOOK GROUP CORP COM 4,250 $ 36,377 690368105 OVERSEAS SHIPHOLDING GROUP INC COM 650 $ 30,126 690768403 OWENS ILL INC COM NEW 2,700 $ 27,781 691471106 OXFORD HEALTH PLANS INC COM 2,450 $ 106,339 69325Q105 PC-TEL INC COM 550 $ 7,687 693262107 P-COM INC COM 1,950 $ 1,628 69331C108 PG&E CORP COM 32,378 $ 550,337 693419202 PMA CAP CORP CL A 1,150 $ 31,502 69344F106 PMC-SIERRA INC COM 700 $ 33,007 69344M101 PMI GROUP INC COM 1,200 $ 132,324 693475105 PNC FINL SVCS GROUP INC COM 69,298 $ 6,918,968 693506107 PPG INDS INC COM 15,628 $ 1,246,815 69351T106 PPL CORP COM 12,533 $ 1,046,113 69357H106 PRI AUTOMATION INC COM 300 $ 8,434 69366A100 PSS WORLD MED INC COM 5,050 $ 49,279 693718108 PACCAR INC COM 6,000 $ 468,214
45 694058108 PACIFIC CENTY FINL CORP COM 1,150 $ 45,010 694873100 PACIFIC SUNWEAR CALIF INC COM 1,150 $ 39,146 695112102 PACIFICARE HEALTH SYS DEL COM 1,800 $ 44,527 695156109 PACKAGING CORP AMER COM 1,750 $ 41,245 695172205 PACKARD BIOSCIENCE INC COM 1,800 $ 22,673 695210104 PACKETEER INC COM 2,700 $ 51,342 695257105 PACTIV CORP COM 12,265 $ 249,421 696429307 PALL CORP COM 11,229 $ 400,981 696642107 PALM INC COM 62,589 $ 576,564 697933109 PANAMSAT CORP NEW COM 2,150 $ 126,860 69840W108 PANERA BREAD CO CL A 1,350 $ 64,680 698657103 PANTRY INC COM 2,900 $ 33,448 698813102 PAPA JOHNS INTL INC COM 1,950 $ 75,019 698884103 PAR TECHNOLOGY CORP COM 3,000 $ 15,480 69900R106 PARADIGM GENETICS INC COM 650 $ 8,878 699173100 PARAMETRIC TECHNOLOGY CORP COM 24,330 $ 516,560 699462107 PAREXEL INTL CORP COM 2,850 $ 84,341 700658107 PARK NATL CORP COM 300 $ 46,667 700666100 PARK OHIO HLDGS CORP COM 2,150 $ 15,662 700690100 PARK PL ENTMT CORP COM 8,050 $ 147,823 701094104 PARKER HANNIFIN CORP COM 9,747 $ 627,779 701354102 PARKERVISION INC COM 1,150 $ 45,638 70159Q104 PARKWAY PPTYS INC COM 4,000 $ 213,983 70211M109 PARTNER COMMUNICATIONS CO LTD ADR 1,522,400 $ 11,043,771 70322A101 PATHMARK STORES INC NEW COM 1,300 $ 48,533 703412106 PATTERSON DENTAL CO COM 80,800 $ 3,678,691 703481101 PATTERSON UTI ENERGY INC COM 850 $ 23,052 704326107 PAYCHEX INC COM 33,175 $ 2,013,871 704379106 PAYLESS SHOESOURCE INC COM 31,050 $ 3,048,784 704549104 PEABODY ENERGY CORP COM 11,500 $ 571,571 705015105 PEARSON PLC SPONSORED ADR 59,000 $ 1,524,851 705221109 PECO II INC COM 3,650 $ 36,282 705904100 PEGASUS COMMUNICATIONS CORP CL A 1,400 $ 47,805 708160106 PENNEY J C INC COM 21,442 $ 857,771 709323109 PENNZOIL-QUAKER STATE COMPANY COM 1,200 $ 20,397 709631105 PENTAIR INC COM 600 $ 30,777 710198102 PEOPLES BK BRIDGEPORT CONN COM 1,000 $ 35,376 711030106 PEOPLES ENERGY CORP COM 2,627 $ 160,268
46 712713106 PEOPLESOFT INC COM 25,160 $ 1,879,755 713409100 PEPSI BOTTLING GROUP INC COM 11,100 $ 675,504 71343P200 PEPSIAMERICAS INC COM 3,300 $ 66,608 713448108 PEPSICO INC COM 602,525 $ 40,416,440 71366Q101 PEREGRINE SYSTEMS INC COM 81,850 $ 3,602,279 713831105 PERICOM SEMICONDUCTOR CORP COM 400 $ 9,543 713839108 PERINI CORP COM 1,500 $ 22,764 714046109 PERKINELMER INC COM 8,938 $ 373,428 714265105 PEROT SYS CORP CL A 2,200 $ 60,431 714290103 PERRIGO CO COM 2,250 $ 56,990 715684106 P T TELEKOMUNIKASI INDONESIA SPONSORED ADR 405,346 $ 3,420,275 71654V101 PETROLEO BRASILEIRO SA PETROBR SPONSORED ADR 9,790 $ 347,515 71654V408 PETROLEO BRASILEIRO SA PETROBR SPONSORED ADR 62,810 $ 2,478,351 716597109 PETROLEUM GEO-SVCS A/S SPONSORED ADR 73,000 $ 1,120,043 716933106 PHARMACYCLICS INC COM 600 $ 30,868 717081103 PFIZER INC COM 2,365,022 $ 143,746,879 717124101 PHARMACEUTICAL PROD DEV INC COM 800 $ 37,042 71713B104 PHARMACOPEIA INC COM 1,000 $ 36,423 71713U102 PHARMACIA CORP COM 487,233 $ 33,976,836 717265102 PHELPS DODGE CORP COM 109,582 $ 6,901,572 718009608 PHILADELPHIA SUBN CORP COM PAR $0.50 1,100 $ 42,569 718154107 PHILIP MORRIS COS INC COM 425,870 $ 32,799,998 718507106 PHILLIPS PETE CO COM 21,712 $ 1,878,172 719153108 PHOENIX TECHNOLOGY LTD COM 650 $ 14,402 719364101 PHOTON DYNAMICS INC COM 1,000 $ 40,976 719405102 PHOTRONICS INC COM 40,400 $ 1,573,254 720186105 PIEDMONT NAT GAS INC COM 600 $ 32,343 720279108 PIER 1 IMPORTS INC COM 1,700 $ 29,669 72346N101 PINNACLE HLDGS INC COM 750 $ 6,841 723481107 PINNACLE SYS INC COM 1,400 $ 12,854 723484101 PINNACLE WEST CAP CORP COM 6,750 $ 485,560 723787107 PIONEER NAT RES CO COM 800 $ 20,700 724479100 PITNEY BOWES INC COM 43,000 $ 2,748,638 725701106 PITTSTON CO COM BRINKS GRP 1,250 $ 42,284 725811103 PIXAR COM 750 $ 46,439 72581M107 PIXELWORKS INC COM 1,600 $ 86,783 72581R106 PIVOTAL CORP COM 558,875 $ 14,469,530 72585Q104 PJ AMER INC COM 1,600 $ 20,542
47 725906101 PLACER DOME INC COM 10,717,992 $ 159,404,371 726503105 PLAINS ALL AMERN PIPELINE L P UNIT LTD PARTN 550 $ 19,323 726540503 PLAINS RES INC COM PAR $0.10 52,000 $ 1,893,980 727493108 PLANTRONICS INC NEW COM 950 $ 33,376 72813P100 PLAYTEX PRODS INC COM 65,000 $ 1,055,499 729132100 PLEXUS CORP COM 900 $ 45,073 72919P103 PLUG POWER INC COM 300 $ 9,802 729251108 PLUM CREEK TIMBER CO INC COM 1,050 $ 44,825 730448107 POGO PRODUCING CO COM 800 $ 29,138 730450103 POHANG IRON & STL LTD SPONSORED ADR 28,600 $ 855,921 731068102 POLARIS INDS INC COM 600 $ 41,704 731572103 POLO RALPH LAUREN CORP CL A 600 $ 23,493 73172K104 POLYCOM INC COM 1,500 $ 52,562 731745105 POLYMER GROUP INC COM 1,600 $ 5,488 73179P106 POLYONE CORP COM 500 $ 7,899 731822102 POMEROY COMPUTER RES COM 1,100 $ 25,041 733174106 POPULAR INC COM 1,950 $ 97,481 736126103 PORTAL SOFTWARE INC COM 277,700 $ 1,740,551 737273102 PORTUGAL TELECOM SGPS S A SPONSORED ADR 1,829 $ 19,179 737464107 POST PPTYS INC COM 600 $ 34,465 73755L107 POTASH CORP SASK INC COM 1,684,578 $ 146,745,177 737628107 POTLATCH CORP COM 2,029 $ 105,956 737679100 POTOMAC ELEC PWR CO COM 672,000 $ 21,334,952 739276103 POWER INTEGRATIONS INC COM 900 $ 21,307 739308104 POWER-ONE INC COM 5,850 $ 147,730 739363109 POWERWAVE TECHNOLOGIES INC COM 43,350 $ 953,933 739421105 PRAECIS PHARMACEUTICALS INC COM 800 $ 19,960 74005P104 PRAXAIR INC COM 15,769 $ 1,124,767 740065107 PRE PAID LEGAL SVCS INC COM 300 $ 10,016 740189105 PRECISION CASTPARTS CORP COM 1,050 $ 59,628 74022D100 PRECISION DRILLING CORP COM 1,380,401 $ 65,361,797 740706106 PRENTISS PPTYS TR SH BEN INT 1,850 $ 73,839 740884101 PRESIDENTIAL LIFE CORP COM 1,400 $ 47,592 741437305 PRICE COMMUNICATIONS CORP COM NEW 36,200 $ 1,109,189 74144T108 PRICE T ROWE GROUP INC COM 1,534,850 $ 87,092,774 741503106 PRICELINE COM INC COM 1,250 $ 17,168 74157K101 PRIMEDIA INC COM 2,956 $ 30,460 741593107 PRIMESOURCE CORP COM 1,100 $ 6,594
48 741917108 PRIME HOSPITALITY CORP COM 3,000 $ 53,951 741932107 PRIDE INTL INC COM 1,000 $ 28,835 74264T102 PRIORITY HEALTHCARE CORP CL B 700 $ 30,043 742674104 PROBUSINESS SERVICES INC COM 600 $ 24,176 74267L106 PRIZE ENERGY CORP COM 2,150 $ 62,973 742718109 PROCTER & GAMBLE CO COM 282,161 $ 27,319,855 74312N107 PROFESSIONAL DETAILING INC COM 300 $ 41,886 743263105 PROGRESS ENERGY INC COM 17,836 $ 1,215,900 743312100 PROGRESS SOFTWARE CORP COM 9,600 $ 236,019 743315103 PROGRESSIVE CORP OHIO COM 30,449 $ 6,247,098 743410102 PROLOGIS TR SH BEN INT 2,400 $ 82,752 743674103 PROTECTIVE LIFE CORP COM 41,550 $ 2,167,261 74369L103 PROTEIN DESIGN LABS INC COM 850 $ 111,918 74371K101 PROTON ENERGY SYS INC COM 3,750 $ 68,293 743859100 PROVIDENT BANKSHARES CORP COM 1,300 $ 49,204 743866105 PROVIDENT FINL GROUP INC COM 800 $ 39,968 743977100 PROVINCE HEALTHCARE CO COM 37,500 $ 2,008,370 74406A102 PROVIDIAN FINL CORP COM 63,066 $ 5,666,015 744284100 PROXIM INC COM 450 $ 9,629 744290107 PROXYMED PHARMACY INC COM 4,950 $ 5,784 744499104 PUBLIC SVC CO N MEX COM 900 $ 43,844 744573106 PUBLIC SVC ENTERPRISE GROUP COM 19,407 $ 1,440,217 74460D109 PUBLIC STORAGE INC COM 1,850 $ 83,245 744627100 PUBLICARD INC COM 7,450 $ 10,176 74463M106 PUBLICIS S A NEW SPONSORED ADR 534 $ 19,855 745310102 PUGET ENERGY INC NEW COM 2,250 $ 89,463 745769109 PULITZER INC COM 400 $ 32,052 745867101 PULTE HOMES INC COM 3,064 $ 198,228 745887109 PUMATECH INC COM 4,550 $ 20,715 74622E102 PURE RES INC COM 1,100 $ 30,049 746927102 QLT INC COM 3,545,500 $ 105,353,965 74726X105 QRS CORP COM 800 $ 20,154 747277101 QLOGIC CORP COM 10,600 $ 1,036,787 74731K106 QUAKER CITY BANCORP INC COM 800 $ 35,779 747402105 QUAKER OATS CO COM 21,685 $ 3,002,984 747525103 QUALCOMM INC COM 290,750 $ 25,804,046 747582104 QUALITY SYS INC COM 2,000 $ 39,458 74762E102 QUANTA SVCS INC COM 1,100 $ 36,793
49 747906204 QUANTUM CORP COM DSSG 2,069 $ 31,682 748203106 QUEBECOR WORLD INC COM NON-VTG 4,317,908 $ 164,987,252 74834L100 QUEST DIAGNOSTICS INC COM 9,950 $ 1,130,253 74834T103 QUEST SOFTWARE INC COM 2,150 $ 123,173 748356102 QUESTAR CORP COM 1,800 $ 67,637 74837P108 QUICKLOGIC CORP COM 2,300 $ 21,013 74838C106 QUIKSILVER INC COM 1,400 $ 53,116 74838Y207 QUILMES INDL QUINSA SOCIETE SP ADR CL B 12,353 $ 393,688 748718103 QUINENCO S A SPONSORED ADR 9,065 $ 103,867 748767100 QUINTILES TRANSNATIONAL CORP COM 9,050 $ 346,793 749117206 QUOTESMITH COM INC COM NEW 1,967 $ 6,057 749121109 QWEST COMMUNICATIONS INTL INC COM 269,774 $ 13,047,966 749361101 RCN CORP COM 2,600 $ 21,662 74955W307 R H DONNELLEY CORP COM NEW 700 $ 33,995 74956K104 R G S ENERGY GROUP INC COM 700 $ 39,837 749607107 RLI CORP COM 500 $ 34,086 749651105 R O C TAIWAN FD SH BEN INT 102,000 $ 715,159 749685103 RPM INC OHIO COM 5,150 $ 71,904 749719100 RSA SEC INC COM 1,500 $ 70,455 749941100 RF MICRODEVICES INC COM 3,400 $ 138,285 750236101 RADIAN GROUP INC COM 56,950 $ 3,496,012 75040P108 RADIO ONE INC CL A 2,100 $ 73,301 75040P405 RADIO ONE INC CL D NON VTG 157,300 $ 5,263,784 750438103 RADIOSHACK CORP COM 15,562 $ 720,321 75086X106 RAINDANCE COMM COM 2,250 $ 4,917 750875106 RAINMAKER SYSTEMS COM 4,300 $ 4,829 750917106 RAMBUS INC DEL COM 1,600 $ 29,891 751277302 RALSTON PURINA CO COM 27,368 $ 1,246,851 75281A109 RANGE RES CORP COM 3,750 $ 34,146 75409P202 RATIONAL SOFTWARE CORP COM NEW 4,600 $ 195,817 754730109 RAYMOND JAMES FINANCIAL INC COM 250 $ 11,610 754907103 RAYONIER INC COM 700 $ 49,345 755081106 RAYOVAC CORP COM 900 $ 29,093 755111507 RAYTHEON CO COM NEW 28,790 $ 1,160,024 755267101 READERS DIGEST ASSN INC CL A NON VTG 2,350 $ 102,534 75605L104 REALNETWORKS INC COM 181,600 $ 3,238,280 756109104 REALTY INCOME CORP COM 900 $ 40,375 75621K106 RECKSON ASSOCS RLTY CORP COM 800 $ 27,924
50 75621K304 RECKSON ASSOCS RLTY CORP CL B 1,217 $ 45,453 756577102 RED HAT INC COM 1,300 $ 7,892 757209101 REDBACK NETWORKS INC COM 2,350 $ 31,812 758110100 REEBOK INTL LTD COM 5,161 $ 250,245 758212872 REED INTL PLC SPON ADR NEW 49,850 $ 2,678,115 758849103 REGENCY CTRS CORP COM 900 $ 34,693 758865109 REGENT COMMUNICATIONS INC DEL COM 5,150 $ 93,710 75886F107 REGENERON PHARMACEUTICALS COM 37,900 $ 1,992,981 758940100 REGIONS FINL CORP COM 19,400 $ 942,133 75914G101 REGISTER COM INC COM 1,300 $ 30,560 759351109 REINSURANCE GROUP AMER INC COM 800 $ 46,014 759509102 RELIANCE STEEL & ALUMINUM CO COM 1,200 $ 45,984 75952B105 RELIANT RES INC COM 13,500 $ 506,048 75952J108 RELIANT ENERGY INC COM 26,334 $ 1,287,266 759543101 REMEC INC COM 900 $ 16,937 75968L105 RENAISSANCE LEARNING INC COM 800 $ 61,421 759930100 RENAL CARE GROUP INC COM 706,610 $ 35,269,912 76009N100 RENT A CTR INC NEW COM 15,000 $ 1,197,396 76009U104 RENT WAY INC COM 750 $ 12,406 76026T205 REPSOL YPF S A SPONSORED ADR 900 $ 22,755 760282103 REPUBLIC BANCORP INC COM 1,210 $ 25,525 760759100 REPUBLIC SVCS INC COM 140,800 $ 4,241,543 760975102 RESEARCH IN MOTION LTD COM 1,391,560 $ 68,107,119 761152107 RESMED INC COM 600 $ 46,029 761195205 RESOURCE AMERICA INC CL A 2,000 $ 39,761 761230101 RESPIRONICS INC COM 700 $ 31,615 76128Q109 RETEK INC COM 709 $ 51,583 76132M102 REUTERS GROUP PLC SPONSORED ADR 15,351 $ 1,811,331 761525500 REVLON INC CL A 600 $ 6,602 761624105 REX STORES CORP COM 2,050 $ 83,720 761684109 REXHALL INDS INC COM 1,950 $ 18,259 761695105 REYNOLDS & REYNOLDS CO CL A 1,700 $ 56,630 76182K105 REYNOLDS R J TOB HLDGS INC COM 1,800 $ 149,151 764556106 RICHMOND CNTY FINL CORP COM 450 $ 25,623 766573109 RIGHT MGMT CONSULTANTS INC COM 1,350 $ 53,473 767204100 RIO TINTO PLC SPONSORED ADR 40,000 $ 4,410,180 767744105 RITCHIE BROS AUCTIONEERS COM 191,000 $ 7,971,256 767754104 RITE AID CORP COM 7,800 $ 106,536
51 769320102 RIVERSTONE NETWORKS INC COM 1,000 $ 30,185 770323103 ROBERT HALF INTL INC COM 138,900 $ 5,246,720 773903109 ROCKWELL INTL CORP NEW COM 16,234 $ 939,159 775109200 ROGERS COMMUNICATIONS INC CL B 6,498,509 $ 149,412,544 775315104 ROGERS WIRELESS COMMUNICATIONS CL B NON/VTG 41,400 $ 1,076,400 775371107 ROHM & HAAS CO COM 19,594 $ 978,317 775711104 ROLLINS INC COM 50 $ 1,511 776696106 ROPER INDS INC NEW COM 31,700 $ 2,008,521 777777103 ROSETTA INPHARMATICS INC COM 1,400 $ 32,932 778162107 ROSLYN BANCORP INC COM 1,050 $ 41,909 778296103 ROSS STORES INC COM 1,150 $ 41,799 779273101 ROUSE CO COM 850 $ 36,958 779382100 ROWAN COS INC COM 7,917 $ 265,530 779528108 ROWE COS COM 7,400 $ 36,499 780008108 ROXIO INC COM 89 $ 1,756 780087102 ROYAL BK CDA MONTREAL QUE COM 23,084,848 $1,115,827,818 780257804 ROYAL DUTCH PETE CO NY REG GLD1.25 250,781 $ 22,176,876 780287108 ROYAL GOLD INC COM 196,950 $ 917,604 781182100 RUBY TUESDAY INC COM 115,400 $ 2,994,764 781258108 RUDDICK CORP COM 100 $ 2,572 781904107 RURAL CELLULAR CORP CL A 500 $ 34,374 782352108 RUSSELL CORP COM 1,300 $ 33,519 783549108 RYDER SYS INC COM 4,297 $ 127,815 78375P107 RYERSON TULL INC NEW COM 50 $ 1,024 78387G103 SBC COMMUNICATIONS INC COM 513,668 $ 31,228,719 78388J106 SBA COMMUNICATIONS CORP COM 500 $ 18,780 783890106 SCI SYS INC COM 121,800 $ 4,713,551 784018103 SCM MICROSYSTEMS INC COM 750 $ 11,837 784028102 SCP POOL CORP COM 5,400 $ 282,239 784117103 SEI INVESTMENTS CO COM 2,300 $ 165,450 78440P108 SK TELECOM LTD SPONSORED ADR 2,830 $ 72,583 78440X101 SL GREEN RLTY CORP COM 300 $ 13,800 784413106 S L INDS INC COM 1,800 $ 30,322 78462F103 SPDR TR UNIT SER 1 182,470 $ 33,964,071 78462K102 SPSS INC COM 2,000 $ 47,987 784635104 SPX CORP COM 180,264 $ 34,245,644 78463B101 S1 CORPORATION COM 1,250 $ 26,558 785905100 SABRE HLDGS CORP CL A 50,638 $ 3,842,442
52 786429100 SAFECO CORP COM 11,148 $ 499,091 786449108 SAFEGUARD SCIENTIFICS INC COM 3,500 $ 27,302 786514208 SAFEWAY INC COM NEW 123,250 $ 8,978,192 786578104 SAFLINK CORP COM 11,800 $ 4,298 786598102 SAGA COMMUNICATIONS CL A 950 $ 34,227 786632109 SAGE INC COM 3,900 $ 91,740 790148100 ST JOE CO COM 1,200 $ 48,970 790849103 ST JUDE MED INC COM 7,761 $ 706,691 792860108 ST PAUL COS INC COM 19,230 $ 1,479,321 79377W108 SAKS INC COM 1,950 $ 28,410 79604V105 SAMSONITE CORP NEW COM 4,800 $ 20,761 799702105 SANCHEZ COMPUTER ASSOCS INC COM 900 $ 18,098 799774302 SAND TECHNOLOGY INC CL A NEW 250,000 $ 1,752,842 80004C101 SANDISK CORP COM 1,350 $ 57,140 800907107 SANMINA CORP COM 210,350 $ 7,473,166 801003104 SANGSTAT MED CORP COM 2,000 $ 49,714 803054204 SAP AKTIENGESELLSCHAFT SPONSORED ADR 117,887 $ 6,277,837 803062108 SAPIENT CORP COM 8,900 $ 131,691 803111103 SARA LEE CORP COM 71,378 $ 2,051,658 804099109 SATYAM INFOWAY LTD SPONSORED ADR 200,000 $ 1,025,906 804395101 SAUL CTRS INC COM 1,000 $ 28,668 805468105 SAWTEK INC COM 800 $ 28,568 80589M102 SCANA CORP NEW COM 2,400 $ 103,440 80603P107 SCANSOFT INC COM 251 $ 469 806407102 SCHEIN HENRY INC COM 850 $ 51,676 806605101 SCHERING PLOUGH CORP COM 1,016,683 $ 55,915,791 806857108 SCHLUMBERGER LTD COM 173,550 $ 13,867,038 806870101 SCHMITT INDS INC ORE COM 2,650 $ 3,499 807066105 SCHOLASTIC CORP COM 700 $ 47,805 807863105 SCHOOL SPECIALTY INC COM 1,750 $ 68,653 808194104 SCHULMAN A INC COM 50 $ 1,024 808513105 SCHWAB CHARLES CORP NEW COM 147,243 $ 3,418,903 808541106 SCHWEITZERMAUDUIT INTL INC COM 660 $ 23,638 808655104 SCIENTIFIC ATLANTA INC COM 47,176 $ 2,906,751 808905103 SCIOS INC COM 650 $ 24,671 81013T705 SCOTTISH PWR PLC SPON ADR FINAL 579,100 $ 25,662,392 810186106 SCOTTS CO CL A 850 $ 53,469 811054204 SCRIPPS E W CO OHIO CL A 1,450 $ 151,837
53 811707108 SEACOAST BKG CORP FLA CL A 800 $ 42,542 811904101 SEACOR SMIT INC COM 2,900 $ 205,706 81211K100 SEALED AIR CORP NEW COM 7,889 $ 445,973 812387108 SEARS ROEBUCK & CO COM 29,880 $ 1,918,600 813114105 SECOND BANCORP INC COM 1,450 $ 50,392 81413P204 SECURITY CAP GROUP INC CL B 1,100 $ 35,725 815704101 SEEBEYOND TECHNOLOGIES CORP COM 600 $ 10,927 816288104 SELECTICA INC COM 900 $ 5,846 816300107 SELECTIVE INS GROUP INC COM 900 $ 36,441 816850101 SEMTECH CORP COM 900 $ 40,976 816851109 SEMPRA ENERGY COM 16,537 $ 686,145 817070105 SENECA FOODS CORP NEW CL B 400 $ 7,995 817070501 SENECA FOODS CORP NEW CL A 1,000 $ 20,867 81725T100 SENSIENT TECHNOLOGIES CORP COM 1,050 $ 32,698 817265101 SENSORMATIC ELECTRS CORP COM 1,450 $ 37,409 817315104 SEPRACOR INC COM 90,100 $ 5,442,126 817320104 SEQUA CORPORATION CL A 50 $ 3,453 817492101 SERENA SOFTWARE INC COM 800 $ 44,120 817523103 SEROLOGICALS CORP COM 63,900 $ 2,069,455 817565104 SERVICE CORP INTL COM 6,150 $ 59,360 81760N109 SERVICEMASTER CO COM 4,450 $ 81,040 817826209 7ELEVEN INC COM NEW 2,400 $ 40,976 81788Q100 724 SOLUTIONS INC COM 1,049,351 $ 11,784,551 820280105 SHAW GROUP INC COM 500 $ 30,428 822703609 SHELL TRANS & TRADING PLC NEW YRK SH NEW 600 $ 45,838 824348106 SHERWIN WILLIAMS CO COM 185,632 $ 6,254,125 82481R106 SHIRE PHARMACEUTICALS GRP PLC SPONSORED ADR 122,999 $ 10,359,893 824911101 SHOPKO STORES INC COM 3,100 $ 34,249 825846108 SICOR INC COM 1,800 $ 63,102 826170102 SIEBEL SYS INC COM 148,500 $ 10,569,636 826428104 SIERRA PAC RES NEW COM 1,500 $ 36,400 826516106 SIERRA WIRELESS INC COM 372,975 $ 10,439,572 826546103 SIFCO INDS INC COM 3,700 $ 31,164 826552101 SIGMA ALDRICH CORP COM 6,655 $ 390,051 826675100 SIGNAL TECHNOLOGY CORP COM 850 $ 13,867 827056102 SILICON GRAPHICS INC COM 700 $ 1,477 827057100 SILICON STORAGE TECHNOLOGY INC COM 700 $ 10,761 82705T102 SILICON IMAGE INC COM 1,000 $ 7,588
54 827064106 SILICON VY BANCSHARES COM 19,050 $ 636,031 827079203 SILICONIX INC COM NEW 650 $ 31,211 828806109 SIMON PPTY GROUP INC NEW COM 4,250 $ 193,302 829073105 SIMPSON MANUFACTURING CO INC COM 1,150 $ 105,588 829226109 SINCLAIR BROADCAST GROUP INC CL A 5,500 $ 85,973 82929L109 SINGAPORE FD INC COM 90,000 $ 740,291 82966U103 SIRIUS SATELLITE RADIO INC COM 45,500 $ 841,736 829909100 SIPEX CORP COM 1,900 $ 43,511 83001P109 SIX FLAGS INC COM 1,600 $ 51,089 83080P103 SKY FINL GROUP INC COM 1,200 $ 34,474 830879102 SKYWEST INC COM 900 $ 38,244 831865209 SMITH A O COM 5,950 $ 161,633 832110100 SMITH INTL INC COM 23,700 $ 2,154,447 832197107 SMITH CHARLES E RESDNTL RLTY COM 500 $ 38,054 832248108 SMITHFIELD FOODS INC COM 900 $ 55,044 832696306 SMUCKER J M CO COM 50 $ 1,973 832727101 SMURFITSTONE CONTAINER CORP COM 4,401 $ 108,188 833034101 SNAP ON INC COM 4,277 $ 156,818 834092108 SOLA INTL INC COM 6,600 $ 141,329 834182107 SOLECTRON CORP COM 215,100 $ 5,973,821 834376105 SOLUTIA INC COM 1,900 $ 36,764 835451105 SONIC CORP COM 1,650 $ 79,454 83545G102 SONIC AUTOMOTIVE INC CL A 5,450 $ 157,976 83546Q109 SONICBLUE INC COM 1,400 $ 7,011 835470105 SONICWALL INC COM 1,950 $ 74,605 835495102 SONOCO PRODS CO COM 2,650 $ 100,059 835699307 SONY CORP ADR NEW 103,790 $ 10,364,351 83586Q100 SORRENTO NETWORKS CORP COM 2,200 $ 39,998 835898107 SOTHEBYS HLDGS INC CL A 1,300 $ 31,821 835916107 SONUS NETWORKS INC COM 150,200 $ 5,324,802 837841105 SOUTH FINL GROUP INC COM 1,400 $ 40,114 838518108 SOUTH JERSEY INDS INC COM 650 $ 30,728 842587107 SOUTHERN CO COM 60,437 $ 2,132,488 844030106 SOUTHERN UN CO NEW COM 1,400 $ 43,343 844700104 SOUTHSIDE BANCSHARES CORP COM 1,400 $ 31,870 844730101 SOUTHTRUST CORP COM 30,350 $ 1,197,548 844741108 SOUTHWEST AIRLS CO COM 66,433 $ 1,864,153 844767103 SOUTHWEST BANCORP INC OKLA COM 1,350 $ 49,929
55 84476R109 SOUTHWEST BANCORPORATION TEX COM 3,850 $ 176,511 845905108 SOVEREIGN BANCORP INC COM 5,300 $ 104,563 846425882 SPANISH BROADCASTING SYS INC CL A 2,400 $ 29,903 847568102 SPECTRAPHYSICS LASERS INC COM 600 $ 21,071 847580107 SPECTRALINK CORP COM 1,450 $ 28,629 84760T100 SPECTRASITE HLDGS INC COM 800 $ 8,790 84764M101 SPEECHWORKS INTL INC COM 350 $ 8,339 847788106 SPEEDWAY MOTORSPORTS INC COM 700 $ 26,781 848420105 SPHERION CORP COM 1,100 $ 14,941 848457107 SPIEGEL INC CL A 4,000 $ 58,701 848497103 SPIEKER PPTYS INC COM 950 $ 86,432 84855W109 SPINNAKER EXPL CO COM 600 $ 36,295 851783100 SPRINGS INDS INC CL A 350 $ 23,424 852061100 SPRINT CORP COM FON GROUP 900,749 $ 29,198,851 852061506 SPRINT CORP PCS COM SER 1 398,472 $ 14,604,129 852891100 STANCORP FINL GROUP INC COM 500 $ 35,960 85375C101 STANDARD PAC CORP NEW COM 300 $ 10,540 854616109 STANLEY WKS COM 47,577 $ 3,023,879 855030102 STAPLES INC COM 40,775 $ 989,471 855244109 STARBUCKS CORP COM 34,400 $ 1,200,735 855546107 STARMEDIA NETWORK INC COM 5,350 $ 15,102 85590A203 STARWOOD HOTELS&RESORTS WRLDWDPAIRED CTF 17,300 $ 978,775 857477103 STATE STR CORP COM 197,270 $ 14,816,281 857550107 STATEN IS BANCORP INC COM 550 $ 23,246 857689103 STATION CASINOS INC COM 1,125 $ 27,317 858119100 STEEL DYNAMICS INC COM 1,450 $ 27,507 858155203 STEELCASE INC CL A 1,650 $ 29,924 858603103 STEPHAN CO COM 4,550 $ 21,061 858912108 STERICYCLE INC COM 550 $ 39,189 859152100 STERIS CORP COM 5,850 $ 178,004 860342104 STEWART & STEVENSON SVCS INC COM 50 $ 2,504 86074Q102 STILLWATER MNG CO COM 248,500 $ 11,030,952 860831106 STILWELL FINL INC COM 17,900 $ 911,666 861642106 STONE ENERGY CORP COM 33,547 $ 2,255,372 861907103 STORAGE USA INC COM 700 $ 38,244 862111200 STORAGE TECHNOLOGY CORP COM PAR $0.10 2,300 $ 48,029 86211E103 STORAGENETWORKS INC COM 1,000 $ 25,784 862701307 STRATEGIC DISTR INC COM NEW 300 $ 3,679
56 863100103 STRATOS LIGHTWAVE INC COM 6,036 $ 119,084 863111100 STRATTEC SEC CORP COM 700 $ 36,884 863236105 STRAYER ED INC COM 1,700 $ 125,772 863314100 STRIDE RITE CORP COM 5,700 $ 73,528 863555108 STRUCTURAL DYNAMICS RESH CORP COM 100 $ 3,718 863667101 STRYKER CORP COM 17,200 $ 1,431,745 863902102 STUDENT LN CORP COM 250 $ 26,463 865077101 SUIZA FOODS CORP COM 600 $ 48,351 866011109 SUMMIT BANCSHARES INC TEX COM 1,600 $ 45,698 866239106 SUMMIT PPTYS INC COM 1,000 $ 40,718 866674104 SUN COMMUNITIES INC COM 600 $ 32,189 866796105 SUN LIFE FINL SVCS CDA INC COM 12,623,818 $ 455,003,836 866810104 SUN MICROSYSTEMS INC COM 427,922 $ 10,208,875 867229106 SUNCOR ENERGY INC COM 1,000 $ 38,600 67363103 SUNGARD DATA SYS INC COM 82,450 $ 3,755,064 86764P109 SUNOCO INC COM 7,664 $ 426,043 86768K106 SUNRISE ASSISTED LIVING INC COM 400 $ 15,935 867914103 SUNTRUST BKS INC COM 26,106 $ 2,566,504 868059106 SUPERGEN INC COM 3,550 $ 79,358 868157108 SUPERIOR ENERGY SVCS INC COM 2,150 $ 25,777 868168105 SUPERIOR INDS INTL INC COM 37,450 $ 2,176,764 868536103 SUPERVALU INC COM 10,254 $ 273,106 868873100 SURMODICS INC COM 700 $ 62,465 870756103 SWIFT TRANSN CO COM 85,500 $ 2,499,097 871130100 SYBASE INC COM 1,200 $ 29,958 871142105 SYBRON DENTAL SPECIALTIES INC COM 250 $ 7,774 871206108 SYCAMORE NETWORKS INC COM 84,850 $ 1,200,131 871237103 SYKES ENTERPRISES INC COM 100 $ 1,669 871399101 SYLVAN LEARNING SYS INC COM 900 $ 33,190 871503108 SYMANTEC CORP COM 114,910 $ 7,619,046 871508107 SYMBOL TECHNOLOGIES INC COM 34,799 $ 1,172,413 871543104 SYMMETRICOM INC COM 1,500 $ 33,327 87155S108 SYMYX TECHNOLOGIES COM 175,050 $ 6,984,148 871607107 SYNOPSYS INC COM 1,450 $ 106,484 87161C105 SYNOVUS FINL CORP COM 24,095 $ 1,147,468 871630109 SYNTROLEUM CORP COM 135,000 $ 1,862,337 871829107 SYSCO CORP COM 142,698 $ 5,879,609 872275102 TCF FINL CORP COM 1,500 $ 105,421
57 872351408 TDK CORP AMERN DEP SH 262 $ 18,966 872362108 TD WATERHOUSE GRP INC COM 1,000 $ 16,588 872375100 TECO ENERGY INC COM 1,137,200 $ 52,637,761 872384102 TEPPCO PARTNERS L P UT LTD PARTNER 700 $ 31,179 872540109 TJX COS INC NEW COM 89,898 $ 4,348,033 87255E108 TLC LASER EYE CENTERS INC COM 867,555 $ 9,716,595 872649108 TRW INC COM 10,977 $ 683,012 872941109 TMP WORLDWIDE INC COM 102,050 $ 9,154,501 873168108 TXU CORP COM 22,545 $ 1,648,800 874039100 TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 299,706 $ 6,908,978 874161102 TALBOTS INC COM 1,100 $ 73,035 87425E103 TALISMAN ENERGY INC COM 4,425,169 $ 387,831,014 874918105 TALX CORP COM 250 $ 15,157 87588Q109 TANOX INC COM 400 $ 19,152 87612E106 TARGET CORP COM 537,677 $ 28,233,081 878237106 TECH DATA CORP COM 1,050 $ 53,159 878377100 TECHNE CORP COM 450 $ 22,195 878553106 TECHNISOURCE INC COM 5,450 $ 12,985 878555101 TECHNITROL INC COM 85,400 $ 3,369,705 878895200 TECUMSEH PRODS CO CL A 50 $ 3,756 879080109 TEJON RANCH CO DEL COM 300 $ 12,406 879101103 TEKELEC COM 34,600 $ 1,423,004 879131100 TEKTRONIX INC COM 7,452 $ 307,046 879238103 TELE CELULAR SUL PART S A SPON ADR PFD 6,440 $ 197,423 879246106 TELE NORTE LESTE PART S A SPON ADR PFD 95,130 $ 2,203,100 879252104 TELE SUDESTE CELULAR PART S A SPON ADR PFD 59 $ 1,764 879273209 TELECOMM ARGENTINA STETFRANCE SPON ADR REP B 13,488 $ 316,255 879287308 TELECOMUNICACOES BRASILEIRAS S SPONSORED ADR 144,725 $ 10,268,001 87929A102 TELECOMUNICACOES DE SAO PAULO SPON ADR PFD 295 $ 5,059 87929J103 TELECOMMUNICATION SYS INC CL A 100 $ 455 879300101 TELECORP PCS INC NEW CL A 2,944 $ 86,542 879360105 TELEDYNE TECHNOLOGIES INC COM 1,000 $ 23,068 879369106 TELEFLEX INC COM 21,700 $ 1,449,016 879382208 TELEFONICA S A SPONSORED ADR 121,475 $ 6,865,237 879403780 TELEFONOS DE MEXICO S A SPON ADR ORD L 141,141 $ 7,516,182 879433100 TELEPHONE & DATA SYS INC COM 1,525 $ 251,686 87944E105 TELEMIG CELULAR PART S A SPON ADR PFD 12,843 $ 804,965 87952L108 TELESP CELULAR PART S A SPON ADR PFD 14,755 $ 339,244
58 87959M109 TELIK INC COM 118,500 $ 1,771,395 879664100 TELLABS INC COM 68,893 $ 2,015,779 87967E107 TELLIUM INC COM 1,050 $ 29,002 87971M202 TELUS CORP NON/VTG SHS 341,814 $ 11,143,136 879868107 TEMPLE INLAND INC COM 4,425 $ 357,865 879939106 TELETECH HOLDINGS INC COM 600 $ 8,186 88033G100 TENET HEALTHCARE CORP COM 28,397 $ 2,223,303 880345103 TENNANT CO COM 550 $ 33,387 880770102 TERADYNE INC COM 14,400 $ 723,355 880775101 TERAYON COMMUNICATION SYS COM 3,150 $ 29,257 881624209 TEVA PHARMACEUTICAL INDS LTD ADR 39,913 $ 3,773,663 88162G103 TETRA TECH INC NEW COM 5,495 $ 226,828 881694103 TEXACO INC COM 47,194 $ 4,770,037 882508104 TEXAS INSTRS INC COM 250,581 $ 11,978,968 882673106 TEXAS REGL BANCSHARES INC CL A VTG 660 $ 40,355 883203101 TEXTRON INC COM 12,660 $ 1,057,482 883556102 THERMO ELECTRON CORP COM 15,128 $ 505,545 884315102 THOMAS & BETTS CORP COM 4,871 $ 163,148 884425109 THOMAS INDS INC COM 1,600 $ 71,631 885535104 3COM CORP COM 6,750 $ 48,658 88554L108 THREE FIVE SYS INC COM 1,000 $ 27,287 88575T205 360NETWORKS INC SUB VTG SHS 5,586,978 $ 1,271,830 88632Q103 TIBCO SOFTWARE INC COM 4,200 $ 81,396 88633P203 TICKETMASTER CL B 900 $ 20,215 886423102 TIDEWATER INC COM 40,200 $ 2,300,002 88650Q100 TIER TECHNOLOGIES INC CL B 2,000 $ 28,986 886547108 TIFFANY & CO NEW COM 12,750 $ 700,841 887100105 TIMBERLAND CO CL A 27,600 $ 1,654,919 887319101 TIME WARNER TELECOM INC CL A 1,000 $ 50,870 887389104 TIMKEN CO COM 4,423 $ 113,708 888266103 TITAN CORP COM 1,450 $ 50,392 888314101 TITAN PHARMACEUTICALS INC DEL COM 20,700 $ 942,751 888339108 TITANIUM METALS CORP COM 1,300 $ 19,729 888706108 TIVO INC COM 1,450 $ 12,103 889090403 TOKIO MARINE & FIRE INS LTD ADR NEW 506 $ 35,716 889478103 TOLL BROTHERS INC COM 500 $ 29,829 889542106 TOLLGRADE COMMUNICATIONS INC COM 200 $ 8,650 890333107 TOO INC COM 600 $ 24,950
59 890516107 TOOTSIE ROLL INDS INC COM 1,231 $ 72,000 891027104 TORCHMARK CORP COM 10,666 $ 650,873 891092108 TORO CO COM 300 $ 20,465 891160509 TORONTO DOMINION BK ONT COM NEW 17,437,535 $ 677,198,667 891490302 TOSCO CORP COM NEW 76,650 $ 5,124,114 89151E109 TOTAL FINA ELF S A SPONSORED ADR 46,094 $ 4,910,687 891906109 TOTAL SYS SVCS INC COM 3,750 $ 161,626 892331307 TOYOTA MOTOR CORP SP ADR REP2COM 480 $ 51,320 892335100 TOYS R US INC COM 16,435 $ 617,313 892356106 TRACTOR SUPPLY CO COM 1,000 $ 24,267 892918103 TRANSACT TECHNOLOGIES INC COM 1,700 $ 23,219 89336Q100 TRANS WORLD ENTMT CORP COM 1,900 $ 27,422 893416107 TRANSACTION SYS ARCHITECTS CL A 50 $ 1,176 893521104 TRANSATLANTIC HLDGS INC COM 550 $ 102,257 893617209 TRANSCONTINENTAL RLTY INVS COM NEW 650 $ 12,824 893735100 TRANSKARYOTIC THERAPIES INC COM 40,500 $ 1,810,094 89376R109 TRANSMETA CORP DEL COM 2,650 $ 22,441 894065101 TRANSWITCH CORP COM 1,800 $ 29,366 894650100 TREDEGAR CORP COM 750 $ 21,797 89531P105 TREX INC COM 800 $ 23,371 89579K109 TRIAD HOSPITALS INC COM 41,531 $ 1,857,433 89589H104 TRIANGLE PHARMACEUTICALS INC COM 109,000 $ 774,164 895919108 TRIDENT MICROSYSTEMS INC COM 1,250 $ 7,700 895925105 TRIAD GTY INC COM 600 $ 36,423 895953107 TRICON GLOBAL RESTAURANTS COM 12,222 $ 814,268 896047107 TRIBUNE CO NEW COM 26,891 $ 1,632,812 89618L100 TRIGON HEALTHCARE INC COM 700 $ 68,891 896239100 TRIMBLE NAVIGATION LTD COM 1,600 $ 47,325 896263100 TRIMERIS INC COM 133,900 $ 10,174,636 896522109 TRINITY INDS INC COM 1,450 $ 45,111 89674K103 TRIQUINT SEMICONDUCTOR INC COM 1,300 $ 44,390 89677M106 TRITON PCS HLDGS INC CL A 135,700 $ 8,443,537 896926102 TRIPLE S PLASTICS COM 3,250 $ 29,593 898349105 TRUSTCO BK CORP N Y COM 2,480 $ 50,245 898402102 TRUSTMARK CORP COM 1,000 $ 30,838 898592506 TUBOS DE ACERO DE MEXICO S A ADR NEW 18,823 $ 361,360 899165104 TULARIK INC COM 8,750 $ 342,999 899896104 TUPPERWARE CORP COM 4,134 $ 146,995
60 900111105 TURKCELL ILETISIM HIZMETLERI SPONSORED ADR 14,067 $ 59,775 901145102 TV AZTECA S A DE C V SPONSORED ADR 188,590 $ 1,834,583 901167106 TWEETER HOME ENTMT GROUP INC COM 600 $ 32,143 90130N103 21ST CENTY INS GROUP COM 1,400 $ 39,519 902124106 TYCO INTL LTD NEW COM 461,753 $ 38,191,520 902494103 TYSON FOODS INC CL A 4,850 $ 67,789 902549500 UAL CORP COM PAR $0.01 950 $ 50,677 90262K109 UCAR INTL INC COM 1,600 $ 29,017 902681105 UGI CORP NEW COM 900 $ 36,878 902905827 USX MARATHON GROUP COM NEW 28,524 $ 1,277,440 902911106 UST INC COM 51,698 $ 2,264,283 902973304 US BANCORP DEL COM NEW 277,758 $ 9,606,642 902984103 USA NETWORKS INC COM 64,900 $ 2,776,518 903293405 U S G CORP COM NEW 1,000 $ 6,404 90333E108 USEC INC COM 2,150 $ 27,506 90334D109 U S AGGREGATES INC COM 2,100 $ 4,302 90337T101 USXU S STL COM 7,296 $ 223,111 90339C106 U S WIRELESS CORP COM 950 $ 4,195 903844108 ULTICOM INC COM 700 $ 35,907 903849107 ULTIMATE ELECTRS INC COM 800 $ 39,361 90390U102 USA ED INC COM 13,750 $ 1,523,303 903914109 ULTRA PETE CORP COM 1,676,536 $ 11,987,232 904000106 ULTRAMAR DIAMOND SHAMROCK CORP COM 1,800 $ 129,073 904034105 ULTRATECH STEPPER INC COM 1,500 $ 58,390 90458E107 UNIBANCOUNIAO DE BANCOS BRASL GDR REP PFD UT 38,230 $ 1,476,566 904677101 UNIFI INC COM 7,850 $ 101,263 904763208 UNILAB CORP NEW COM NEW 24,000 $ 917,852 904767704 UNILEVER PLC SPON ADR NEW 40 $ 2,094 904784709 UNILEVER N V N Y SHS NEW 71,992 $ 6,508,375 905399101 UNION BANKSHARES CORP COM 1,450 $ 34,328 907818108 UNION PAC CORP COM 39,849 $ 3,320,700 908068109 UNION PLANTERS CORP COM 11,600 $ 767,547 908906100 UNIONBANCAL CORP COM 3,150 $ 161,102 909205106 UNISOURCE ENERGY CORP COM 600 $ 20,916 909214108 UNISYS CORP COM 115,656 $ 2,581,913 909440109 UNITED AUTO GROUP INC COM 2,300 $ 61,084 909907107 UNITED BANKSHARES INC WEST VA COM 1,000 $ 40,672 910197102 UNITED DOMINION REALTY TR INC COM 1,950 $ 42,467
61 910331107 UNITED FIRE & CAS CO COM 700 $ 31,041 910909100 UNITED NATL BANCORP N J COM 1,300 $ 44,745 911312106 UNITED PARCEL SERVICE INC CL B 4,950 $ 434,204 911363109 UNITED RENTALS INC COM 1,600 $ 63,011 911498103 UNITED SHIPPING & TECHNOLOGY COM 6,900 $ 6,073 911684108 UNITED STATES CELLULAR CORP COM 1,450 $ 126,861 911905107 US AIRWAYS GROUP INC COM 5,278 $ 194,642 912080108 U S INDS INC NEW COM 1,600 $ 9,956 913004107 UNITED STATIONERS INC COM 4,100 $ 196,373 913017109 UNITED TECHNOLOGIES CORP COM 129,328 $ 14,378,719 913066106 UNITED TELEVISION INC COM 150 $ 28,683 91307C102 UNITED THERAPEUTICS CORP DEL COM 1,300 $ 26,338 913247508 UNITEDGLOBALCOM CL A 2,400 $ 31,506 91324P102 UNITEDHEALTH GROUP INC COM 330,932 $ 31,012,476 913275103 UNITRIN INC COM 200 $ 11,655 913431102 UNIVERSAL COMPRESSION HLDGS COM 150 $ 6,465 913456109 UNIVERSAL CORP VA COM 900 $ 54,170 913837100 UNIVERSAL STAINLESS & ALLOY COM 1,600 $ 22,339 913903100 UNIVERSAL HLTH SVCS INC CL B 26,100 $ 1,802,240 914900105 UNO RESTAURANT CORP COM 2,100 $ 30,117 914906102 UNIVISION COMMUNICATIONS INC CL A 16,900 $ 1,097,206 915289102 UNOCAL CORP COM 23,845 $ 1,235,802 91529B106 UNOVA INC COM 1,800 $ 18,794 91529Y106 UNUMPROVIDENT CORP COM 21,149 $ 1,030,891 916906100 USFREIGHTWAYS CORP COM 600 $ 26,862 917047102 URBAN OUTFITTERS INC COM 2,900 $ 47,268 917311805 USINTERNETWORKING INC COM 11,100 $ 20,215 918005109 UTILICORP UTD INC COM 2,534 $ 117,484 91819B105 VA LINUX SYSTEMS INC COM 5,100 $ 27,089 918204108 V F CORP COM 10,286 $ 567,897 918458100 VYYO INC COM 2,250 $ 5,054 918866104 VALASSIS COMMUNICATIONS INC COM 700 $ 38,031 918905100 VALHI INC NEW COM 2,400 $ 47,167 918914102 VALENCE TECHNOLOGY INC COM 1,300 $ 12,686 91913Y100 VALERO ENERGY CORP NEW COM 1,200 $ 66,981 91915Q105 VALICERT INC COM 1,600 $ 7,576 919794107 VALLEY NATL BANCORP COM 5,220 $ 224,587 920355104 VALSPAR CORP COM 800 $ 43,100
62 920387107 VALUE CITY DEPT STORES INC COM 1,700 $ 29,669 92047K107 VALUEVISION INTL INC CL A 1,700 $ 56,114 922122106 VARCO INTL INC DEL COM 1,400 $ 39,540 922206107 VARIAN INC COM 1,150 $ 56,370 922207105 VARIAN SEMICONDUCTOR EQUIPMNT COM 800 $ 50,992 92220P105 VARIAN MED SYS INC COM 500 $ 54,255 92240G101 VECTREN CORP COM 1,150 $ 36,127 922417100 VEECO INSTRS INC DEL COM 450 $ 27,146 922908769 VANGUARD INDEX TR STK MRK VIPERS 6,100 $ 1,047,478 922944103 VENATOR GROUP INC COM 1,700 $ 39,473 923436109 VERITAS SOFTWARE CO COM 124,526 $ 12,572,982 92343C106 VERITY INC COM 1,300 $ 39,359 92343E102 VERISIGN INC COM 469,691 $ 42,775,647 92343P107 VERITAS DGC INC COM 700 $ 29,480 92343V104 VERIZON COMMUNICATIONS COM 1,020,447 $ 82,852,398 925314106 VERSICOR INC COM 36,000 $ 685,111 92532F100 VERTEX PHARMACEUTICALS INC COM 20,100 $ 1,509,948 92532L107 VERTICALNET INC COM 550 $ 2,078 925524308 VIACOM INC CL B 245,681 $ 19,294,905 92552R109 VIAD CORP COM 51,450 $ 2,061,342 92553H100 VIASYSTEMS GROUP INC COM 3,000 $ 13,704 925815102 VICOR CORP COM 600 $ 14,842 92659G600 VIDESH SANCHAR NIGAM LTD SPON ADR NEW 187,500 $ 3,813,000 92672P108 VIEWPOINT CORP COM 1,750 $ 22,574 926734104 VIGNETTE CORP COM 3,803 $ 51,193 927460105 VINTAGE PETE INC COM 1,000 $ 28,379 927624106 VION PHARMACEUTICALS INC COM 2,350 $ 31,456 92763R104 VIRAGE LOGIC CORP COM 1,500 $ 35,262 927646109 VIRATA CORP COM 2,150 $ 38,665 92823R201 VIROLOGIC INC COM 950 $ 3,172 928241108 VIROPHARMA INC COM 186,200 $ 9,607,697 928298108 VISHAY INTERTECHNOLOGY INC COM 3,500 $ 122,168 92839U107 VISTEON CORP COM 11,813 $ 329,508 92844S105 VISX INC DEL COM 750 $ 22,024 928497106 VITESSE SEMICONDUCTOR CORP COM 42,700 $ 1,363,435 92849Q104 VITRIA TECHNOLOGY COM 4,250 $ 22,187 92851S204 VIVENDI UNIVERSAL SPON ADR NEW 420 $ 36,969 928552108 VIXEL CORP DEL COM 4,400 $ 16,694
63 92857W100 VODAFONE GROUP PLC NEW SPONSORED ADR 625,614 $ 21,219,967 929042109 VORNADO RLTY TR SH BEN INT 1,250 $ 74,059 92906P106 VOTORANTIM CELULOSE E PAPEL SA SPONSORED ADR 15,396 $ 352,814 929160109 VULCAN MATLS CO COM 8,950 $ 730,066 929236107 WD-40 CO COM 114,000 $ 4,515,502 92923B106 WFS FINL INC COM 350 $ 16,333 929248102 WHX CORP COM 6,150 $ 17,920 92924F106 WGL HLDGS INC COM 850 $ 34,971 92925E108 W-H ENERGY SVCS INC COM 900 $ 25,951 929284107 WJ COMMUNICATIONS INC COM 2,700 $ 19,054 929309300 WPP GROUP PLC SPON ADR NEW 62,606 $ 4,774,333 92931B106 WPS RESOURCES CORP COM 600 $ 32,097 929740108 WABTEC CORP COM 1,700 $ 38,699 929771103 WACHOVIA CORP COM 62,509 $ 6,749,602 929794105 WACKENHUT CORP COM SER A 450 $ 11,780 929798106 WACKENHUT CORRECTIONS CORP COM 2,500 $ 49,702 930059100 WADDELL & REED FINL INC CL A 188,850 $ 9,099,582 931142103 WAL MART STORES INC COM 642,956 $ 47,616,974 931422109 WALGREEN CO COM 115,749 $ 5,998,859 932270101 WALLACE COMPUTER SERVICES INC COM 100 $ 2,510 938824109 WASHINGTON FED INC COM 880 $ 32,746 939322103 WASHINGTON MUT INC COM 114,650 $ 6,533,482 939640108 WASHINGTON POST CO CL B 300 $ 261,333 939653101 WASHINGTON REAL ESTATE INVT TRSH BEN INT 3,750 $ 134,536 940610108 WASHINGTON TR BANCORP COM 1,250 $ 41,753 94106L109 WASTE MGMT INC DEL COM 77,240 $ 3,612,731 941105108 WATCHGUARD TECHNOLOGIES INC COM 400 $ 6,222 941848103 WATERS CORP COM 360,350 $ 15,099,121 942622200 WATSCO INC COM 4,000 $ 85,593 942683103 WATSON PHARMACEUTICALS INC COM 409,495 $ 38,306,454 942749102 WATTS INDS INC CL A 2,600 $ 66,881 943315101 WAUSAUMOSINEE PAPER CORP COM 1,850 $ 36,190 947074100 WEATHERFORD INTL INC COM 3,135 $ 228,370 94768C108 WEBMETHODS INC COM 987 $ 31,725 94769M105 WEBMD CORP COM 272,230 $ 2,891,976 947890109 WEBSTER FINL CORP CONN COM 1,010 $ 50,245 948741103 WEINGARTEN RLTY INVS SH BEN INT 500 $ 33,274 948849104 WEIS MKTS INC COM 600 $ 32,107
64 94973H108 WELLPOINT HEALTH NETWORK NEW COM 197,510 $ 28,247,830 949746101 WELLS FARGO & CO NEW COM 1,050,746 $ 74,038,421 950240200 WELLSFORD REAL PPTYS INC COM NEW 700 $ 20,556 950590109 WENDYS INTL INC COM 10,496 $ 406,823 950813105 WESCAST INDS INC CL A SUB VTG 125,394 $ 6,416,897 950817106 WESCO FINL CORP COM 100 $ 52,798 952355105 WEST CORP COM 2,000 $ 66,805 957090103 WESTAMERICA BANCORPORATION COM 4,250 $ 253,157 957541105 WESTELL TECHNOLOGIES INC CL A 200 $ 455 957907108 WESTCORP INC COM 1,350 $ 43,434 958102105 WESTERN DIGITAL CORP COM 10,650 $ 64,650 958259103 WESTERN GAS RES INC COM 19,650 $ 972,167 959425109 WESTERN RES INC COM 1,200 $ 39,154 95988E204 WESTERN WIRELESS CORP CL A 351,150 $ 22,915,105 959910100 WESTFIELD AMER INC COM 950 $ 23,241 961238102 WESTPOINT STEVENS INC COM 1,050 $ 2,199 961415106 WESTPORT RES CORP COM 650 $ 20,715 961548104 WESTVACO CORP COM 8,243 $ 303,860 961815107 WESTWOOD ONE INC COM 17,200 $ 961,893 962166104 WEYERHAEUSER CO COM 19,411 $ 1,619,326 963320106 WHIRLPOOL CORP COM 5,518 $ 523,386 966612103 WHITNEY HLDG CORP COM 600 $ 42,706 966837106 WHOLE FOODS MKT INC COM 70,000 $ 2,878,910 96808B107 WILD OATS MARKETS INC COM 2,200 $ 34,756 968223206 WILEY JOHN & SONS INC CL A 1,150 $ 41,275 969133107 WILLAMETTE INDS INC COM 9,078 $ 681,956 969455104 WILLIAMS COMMUNICATIONS GROUP CL A 7,776 $ 34,813 969457100 WILLIAMS COS INC DEL COM 42,496 $ 2,125,026 969904101 WILLIAMS SONOMA INC COM 750 $ 44,185 971807102 WILMINGTON TRUST CORP COM 400 $ 38,031 972232102 WILSON GREATBATCH TECHNOLOGIES COM 33,500 $ 1,474,360 973149107 WIND RIVER SYSTEMS INC COM 1,300 $ 34,447 974280109 WINN DIXIE STORES INC COM 11,477 $ 455,123 97651M109 WIPRO LTD SPON ADR 1 SH 22,270 $ 945,646 97653A103 WIRELESS FACILITIES INC COM 900 $ 8,878 976592105 WISCONSIN CENT TRANSN CORP COM 100 $ 2,539 976657106 WISCONSIN ENERGY CORP COM 3,308 $ 119,332 977284108 WISER OIL CO DEL COM 3,300 $ 35,057
65 977424100 WITNESS SYS INC COM 1,300 $ 21,682 979438108 WOODHEAD INDS INC COM 3,400 $ 87,718 980745103 WOODWARD GOVERNOR CO COM 1,400 $ 179,215 98137N109 WORKFLOW MGMT INC COM 1,100 $ 10,350 98157D106 WORLDCOM INC GA NEW WRLDCOM GP COM 1,069,980 $ 24,292,263 98157D304 WORLDCOM INC GA NEW MCI GROUP COM 30,846 $ 753,686 981811102 WORTHINGTON INDS INC COM 6,122 $ 126,355 982526105 WRIGLEY WM JR CO COM 19,202 $ 1,365,264 983764101 XO COMMUNICATIONS INC CL A 4,243 $ 12,363 98385X106 XTO ENERGY CORP COM 8,100 $ 176,400 98389B100 XCEL ENERGY INC COM 29,044 $ 1,254,005 983919101 XILINX INC COM 291,150 $ 18,222,005 984121103 XEROX CORP COM 57,782 $ 839,200 984138107 XTRA CORP COM 450 $ 33,873 984332106 YAHOO INC COM 49,200 $ 1,492,583 984846105 YANZHOU COAL MNG CO LTD SPON ADR H SHS 7,531 $ 273,156 986670107 YORK INTL CORP NEW COM 900 $ 47,832 987434107 YOUNG BROADCASTING INC CL A 2,100 $ 107,019 987520103 YOUNG INNOVATIONS INC COM 1,350 $ 45,893 987819109 YOUTHSTREAM MEDIA NETWORKS INC COM 25,600 $ 62,161 988858106 ZALE CORP NEW COM 40,800 $ 2,086,656 989207105 ZEBRA TECHNOLOGIES CORP CL A 1,150 $ 85,727 989390109 ZENITH NATL INS CORP COM 1,300 $ 53,268 989701107 ZIONS BANCORPORATION COM 1,150 $ 102,970 98974P100 ZIXIT CORP COM 550 $ 7,637 98975F101 ZORAN CORP COM 12,600 $ 568,303 D1668R123 DAIMLERCHRYSLER AG ORD 38,195 $ 2,672,195 G0070K103 ACE LTD ORD 107,000 $ 6,347,609 G02602103 AMDOCS LTD ORD 38,900 $ 3,179,040 G04397108 APW LTD COM 700 $ 10,783 G05330108 ASIA GLOBAL CROSSING LTD CL A 110,400 $ 996,889 G3223R108 EVEREST RE GROUP LTD COM 150 $ 17,028 G36535105 FOSTER WHEELER LTD SHS 2,200 $ 30,216 G36738105 FRESH DEL MONTE PRODUCE INC ORD 3,300 $ 55,240 G37260109 GARMIN LTD ORD 19,000 $ 658,871 G3921A100 GLOBAL CROSSING LTD COM 182,599 $ 2,394,269 G56462107 LORAL SPACE & COMMUNICATIONS COM 2,800 $ 11,898 G6852T105 PARTNERRE LTD COM 2,500 $ 210,189
66 G7805C108 SANTA FE INTL CORP ORD 1,250 $ 55,013 G87210103 UTI WORLDWIDE INC ORD 2,800 $ 67,649 G90078109 TRANSOCEAN SEDCO FOREX INC ORD 152,613 $ 9,553,801 G90751101 TRITON ENERGY LTD ORD 231,000 $ 11,481,113 G9618E107 WHITE MTNS INS GROUP LTD COM 100 $ 57,100 G96655108 WILLIS GROUP HOLDINGS LTD SHS 4,500 $ 121,219 G98255105 XL CAP LTD CL A 600 $ 74,758 L6388F102 MILLICOM INTL CELLULAR S A ORD 352,005 $ 13,408,595 M20385106 BREEZECOM LTD ORD 26,605 $ 178,058 M22013102 CERAGON NETWORKS LTD ORD 15,740 $ 74,050 M22465104 CHECK POINT SOFTWARE TECH LTD ORD 299,616 $ 22,994,220 M81869105 RADVISION LTD ORD 17,234 $ 161,897 M81873107 RADWARE LTD ORD 20,798 $ 569,717 M8737E108 TARO PHARMACEUTICAL INDS LTD ORD 6,000 $ 797,293 M88258104 TTI TEAM TELECOM INTL LTD ORD 17,187 $ 507,057 N07059111 ASML HLDG NV N Y SHS 281,100 $ 9,491,866 P74823108 PANAMERICAN BEVERAGES INC CL A 5,600 $ 172,522 V7780T103 ROYAL CARIBBEAN CRUISES LTD COM 2,650 $ 88,919 Y02516105 ASE TEST LTD ORD 8,300 $ 161,105 Y2573F102 FLEXTRONICS INTL LTD ORD 681,700 $ 27,012,258 Y6476W104 OMI CORP NEW COM 1,450 $ 12,345 000886101 A D C TELECOMMUNICATIONS COM 163,354 $ 1,632,622 1 001055102 AFLAC INC COM 109,895 $ 5,240,377 1 00130H105 AES CORP COM 111,204 $ 7,249,457 1 001765106 AMR CORP COM 32,122 $ 1,757,448 1 00184A105 AOL TIME WARNER INC COM 927,994 $ 74,478,850 1 001957109 AT&T CORP COM 721,125 $ 24,023,991 1 001957406 AT&T CORP COM WIRLES GRP 1,500 $ 37,138 1 002824100 ABBOTT LABS COM 323,711 $ 23,534,289 1 00724F101 ADOBE SYS INC COM 49,982 $ 3,557,324 1 007903107 ADVANCED MICRO DEVICES INC COM 71,885 $ 3,143,746 1 00817Y108 AETNA INC NEW COM 29,774 $ 1,166,395 1 00846U101 AGILENT TECHNOLOGIES INC COM 95,465 $ 4,698,286 1 009158106 AIR PRODS & CHEMS INC COM 47,640 $ 3,300,462 1 013068101 ALBERTO CULVER CO CL B CONV 11,830 $ 753,112 1 013104104 ALBERTSONS INC COM 84,645 $ 3,844,056 1 013716105 ALCAN INC COM 66,739 $ 4,246,662 1 013817101 ALCOA INC COM 180,402 $ 10,763,400 1
67 017361106 ALLEGHENY ENERGY INC COM 26,061 $ 1,904,146 1 01741R102 ALLEGHENY TECHNOLOGIES INC COM 16,762 $ 459,173 1 018490102 ALLERGAN INC COM 27,502 $ 3,560,757 1 019589308 ALLIED WASTE INDS INC COM PAR$.01NEW 41,230 $ 1,166,278 1 020002101 ALLSTATE CORP COM 151,407 $ 10,085,835 1 020039103 ALLTEL CORP COM 65,431 $ 6,069,773 1 021441100 ALTERA CORP COM 80,831 $ 3,549,669 1 023135106 AMAZON COM INC COM 4,000 $ 85,709 1 023139108 AMBAC FINL GROUP INC COM 22,109 $ 1,948,516 1 023551104 AMERADA HESS CORP COM 18,630 $ 2,279,482 1 023608102 AMEREN CORP COM 28,678 $ 1,854,337 1 025537101 AMERICAN ELEC PWR INC COM 67,330 $ 4,707,393 1 025816109 AMERICAN EXPRESS CO COM 276,524 $ 16,247,123 1 026351106 AMERICAN GENERAL CORP COM 104,315 $ 7,337,437 1 026375105 AMERICAN GREETINGS CORP CL A 13,270 $ 221,042 1 026609107 AMERICAN HOME PRODS CORP COM 274,716 $ 24,311,183 1 026874107 AMERICAN INTL GROUP INC COM 487,183 $ 63,445,745 1 029066107 AMERICAN PWR CONVERSION CORP COM 40,763 $ 972,207 1 031162100 AMGEN INC COM 217,021 $ 19,941,565 1 032165102 AMSOUTH BANCORPORATION COM 77,405 $ 2,167,294 1 032511107 ANADARKO PETE CORP COM 52,381 $ 4,285,689 1 032654105 ANALOG DEVICES INC COM 75,208 $ 4,925,633 1 034425108 ANDREW CORP COM 17,012 $ 475,295 1 035229103 ANHEUSER BUSCH COS INC COM 187,589 $ 11,703,520 1 037389103 AON CORP COM 54,729 $ 2,900,664 1 037411105 APACHE CORP COM 26,210 $ 2,014,258 1 037833100 APPLE COMPUTER INC COM 72,946 $ 2,568,244 1 038020103 APPLERA CORP COM AP BIO GRP 44,128 $ 1,787,516 1 038222105 APPLIED MATLS INC COM 169,944 $ 12,635,698 1 03822W109 APPLIED MICRO CIRCUITS CORP COM 62,802 $ 1,635,738 1 039483102 ARCHER DANIELS MIDLAND CO COM 132,101 $ 2,600,527 1 044204105 ASHLAND INC COM 14,585 $ 885,651 1 052769106 AUTODESK INC COM 11,265 $ 636,285 1 053015103 AUTOMATIC DATA PROCESSING INC COM 130,466 $ 9,818,964 1 053332102 AUTOZONE INC COM 23,405 $ 1,329,082 1 053499109 AVAYA INC COM 59,321 $ 1,230,668 1 053611109 AVERY DENNISON CORP COM 23,041 $ 1,781,185 1 054303102 AVON PRODS INC COM 49,588 $ 3,475,216 1
68 054937107 BB&T CORP COM 85,116 $ 4,730,306 1 055921100 BMC SOFTWARE INC COM 50,919 $ 1,737,984 1 057224107 BAKER HUGHES INC COM 70,150 $ 3,558,643 1 058498106 BALL CORP COM 5,761 $ 414,908 1 060505104 BANK OF AMERICA CORPORATION COM 335,006 $ 30,453,194 1 064057102 BANK NEW YORK INC COM 153,728 $ 11,173,935 1 06423A103 BANK ONE CORP COM 243,554 $ 13,203,535 1 067383109 BARD C R INC COM 10,592 $ 913,448 1 067901108 BARRICK GOLD CORP COM 82,765 $ 1,898,765 1 071707103 BAUSCH & LOMB INC COM 11,207 $ 615,020 1 071813109 BAXTER INTL INC COM 123,806 $ 9,186,492 1 073902108 BEAR STEARNS COS INC COM 21,953 $ 1,960,365 1 075887109 BECTON DICKINSON & CO COM 53,835 $ 2,917,685 1 075896100 BED BATH & BEYOND INC COM 60,325 $ 2,740,504 1 079860102 BELLSOUTH CORP COM 391,698 $ 23,886,081 1 081437105 BEMIS INC COM 11,036 $ 671,314 1 086516101 BEST BUY INC COM 43,761 $ 4,209,298 1 089302103 BIG LOTS INC COM 23,675 $ 490,442 1 090597105 BIOGEN INC COM 30,063 $ 2,474,707 1 090613100 BIOMET INC COM 37,399 $ 2,721,797 1 091797100 BLACK & DECKER CORP COM 16,986 $ 1,014,986 1 093671105 BLOCK H & R INC COM 19,098 $ 1,866,793 1 097023105 BOEING CO COM 187,327 $ 15,772,011 1 097383103 BOISE CASCADE CORP COM 12,003 $ 639,255 1 101137107 BOSTON SCIENTIFIC CORP COM 83,897 $ 2,159,769 1 12189T104 BURLINGTON NORTHN SANTA FE CP COM 81,873 $ 3,740,485 1 12686C109 CABLEVISION SYS CORP CL A NY CABLVS 29,400 $ 2,604,445 1 12686C844 CABLEVISION SYS CORP CL A RAINB MED 12,000 $ 468,827 1 14040H105 CAPITAL ONE FINL CORP COM 43,552 $ 3,957,048 1 14149Y108 CARDINAL HEALTH INC COM 93,181 $ 9,736,175 1 17275R102 CISCO SYS INC COM 1,536,165 $ 42,337,107 1 17453B101 CITIZENS COMMUNICATIONS CO COM 59,635 $ 1,086,373 1 22160K105 COSTCO WHSL CORP NEW COM 94,054 $ 5,850,859 1 25179M103 DEVON ENERGY CORP NEW COM 27,049 $ 2,150,416 1 25746U109 DOMINION RES INC VA NEW COM 51,706 $ 4,708,083 1 26816Q101 DYNEGY INC NEW CL A 68,133 $ 4,797,582 1 26875P101 EOG RES INC COM 24,234 $ 1,304,598 1 28336L109 EL PASO CORP COM 142,418 $ 11,330,965 1
69 29364G103 ENTERGY CORP NEW COM 46,129 $ 2,681,662 1 30161N101 EXELON CORP COM 67,005 $ 6,505,979 1 30231G102 EXXON MOBIL CORP COM 721,024 $ 95,372,804 1 31410H101 FEDERATED DEPT STORES INC DEL COM 41,313 $ 2,658,812 1 31428X106 FEDEX CORP COM 64,170 $ 3,906,340 1 35671D857 FREEPORTMCMORAN COPPER & GOLD CL B 30,082 $ 503,363 1 36225X100 GPU INC COM 24,975 $ 1,329,360 1 41014S106 HANCOCK JOHN FINL SVCS INC COM 64,386 $ 3,925,339 1 435569108 HOLLINGER INTL INC CL A 3,348,782 $ 69,727,083 1 46612J101 JDS UNIPHASE CORP COM 275,091 $ 5,207,129 1 46625H100 J P MORGAN CHASE & CO COM 414,909 $ 28,022,033 1 48666K109 KB HOME COM 9,254 $ 422,782 1 49337W100 KEYSPAN CORP COM 28,700 $ 1,585,436 1 49455P101 KINDER MORGAN INC KANS COM 23,927 $ 1,820,691 1 530436104 LIBERTY DIGITAL INC CL A 208,080 $ 1,918,932 1 55262C100 MBIA INC COM 30,984 $ 2,612,454 1 55262L100 MBNA CORP COM 178,022 $ 8,882,619 1 57772K101 MAXIM INTEGRATED PRODS INC COM 68,615 $ 4,593,582 1 58155Q103 MCKESSON HBOC INC COM 59,524 $ 3,345,893 1 58551A108 MELLON FINL CORP COM 99,736 $ 6,947,390 1 59156R108 METLIFE INC COM 156,694 $ 7,350,988 1 64120L104 NETWORK APPLIANCE INC COM 68,038 $ 1,411,510 1 65332V103 NEXTEL COMMUNICATIONS INC CL A 159,893 $ 4,237,204 1 65473P105 NISOURCE INC COM 43,163 $ 1,786,336 1 68389X105 ORACLE CORP COM 1,173,237 $ 33,756,023 1 69331C108 PG&E CORP COM 80,911 $ 1,372,264 1 69351T106 PPL CORP COM 30,505 $ 2,540,655 1 71713U102 PHARMACIA CORP COM 271,703 $ 18,905,662 1 74005P104 PRAXAIR INC COM 33,569 $ 2,389,176 1 74144T108 PRICE T ROWE GROUP INC COM 25,711 $ 1,455,749 1 74406A102 PROVIDIAN FINL CORP COM 59,664 $ 5,348,672 1 75952J108 RELIANT ENERGY INC COM 62,170 $ 3,032,379 1 78387G103 SBC COMMUNICATIONS INC COM 703,905 $ 42,700,889 1 78462F103 SPDR TR UNIT SER 1 53,641 $ 9,958,622 1 81211K100 SEALED AIR CORP NEW COM 17,485 $ 986,288 1 85590A203 STARWOOD HOTELS&RESORTS WRLDWDPAIRED CTF 41,538 $ 2,344,949 1 86764P109 SUNOCO INC COM 17,536 $ 972,701 1 87161C105 SYNOVUS FINL CORP COM 60,618 $ 2,880,491 1
70 88033G100 TENET HEALTHCARE CORP COM 67,765 $ 5,293,987 1 90337T101 USXU S STL COM 18,559 $ 566,293 1 90390U102 USA ED INC COM 34,061 $ 3,765,236 1 91324P102 UNITEDHEALTH GROUP INC COM 66,291 $ 6,198,740 1 91529Y106 UNUMPROVIDENT CORP COM 50,448 $ 2,453,756 1 92343V104 VERIZON COMMUNICATIONS COM 544,277 $ 44,094,628 1 92839U107 VISTEON CORP COM 27,364 $ 761,618 1 94106L109 WASTE MGMT INC DEL COM 130,730 $ 6,101,264 1 94973H108 WELLPOINT HEALTH NETWORK NEW COM 13,233 $ 1,888,450 1 969457100 WILLIAMS COS INC DEL COM 101,283 $ 5,053,635 1 98157D106 WORLDCOM INC GA NEW WRLDCOM GP COM 611,103 $ 13,140,585 1 98157D304 WORLDCOM INC GA NEW MCI GROUP COM 300 $ 7,314 1 98389B100 XCEL ENERGY INC COM 71,728 $ 3,090,174 1 G3921A100 GLOBAL CROSSING LTD COM 185,272 $ 2,424,016 1 G90078109 TRANSOCEAN SEDCO FOREX INC ORD 66,459 $ 4,151,353 1 045919107 AT HOME CORP COM SER A 14,998 $ 48,593 2 369385109 GENERAL COMMUNICATION INC CL A 392,582 $ 7,191,867 2 47214R152 JAZZTEL P L C SPONSORED ADR 32,312 $ 290,098 2 89677M106 TRITON PCS HLDGS INC CL A 2,766,871 $ 171,750,750 2 000886101 A D C TELECOMMUNICATIONS COM 9,592 $ 73,613 3 001055102 AFLAC INC COM 1,800 $ 65,909 3 001547108 AK STL HLDG CORP COM 19,145 $ 279,161 3 001765106 AMR CORP COM 200 $ 8,402 3 00184A105 AOL TIME WARNER INC COM 93,229 $ 5,745,517 3 001941103 ATI TECHNOLOGIES INC COM 111,181 $ 1,576,547 3 001957109 AT&T CORP COM 41,673 $ 1,066,054 3 001957208 AT&T CORP COM LIB GRP A 23,660 $ 481,178 3 001957406 AT&T CORP COM WIRLES GRP 66,869 $ 1,271,287 3 002050102 ASA LTD COM 3,100 $ 68,993 3 00207Q202 AT & T CDA INC DEPS RCPT CL B 8,530 $ 389,650 3 00246W103 AXT INC COM 300 $ 9,314 3 002824100 ABBOTT LABS COM 100,714 $ 5,621,251 3 002893105 ABER DIAMOND CORP COM 458,300 $ 7,791,100 3 002896207 ABERCROMBIE & FITCH CO CL A 100 $ 6,484 3 003009107 ABERDEEN ASIA PACIFIC INCOM FDCOM 3,608 $ 17,243 3 003011103 ABERDEEN AUSTRALIA EQTY FD INC COM 1,000 $ 7,128 3 003924107 ABITIBICONSOLIDATED INC COM 156,299 $ 1,813,068 3 004930202 ACTIVISION INC NEW COM NEW 700 $ 31,948 3
71 005125109 ACXIOM CORP COM 900 $ 13,699 3 007094105 ADMINISTAFF INC COM 2,000 $ 60,465 3 00724F101 ADOBE SYS INC COM 720 $ 39,349 3 00724X102 ADOLOR CORP COM 1,800 $ 45,209 3 00757V106 ADVANCED SWITCHING COMMUNICATI COM 2,000 $ 6,744 3 007585102 ADVO INC COM 400 $ 15,884 3 007903107 ADVANCED MICRO DEVICES INC COM 30 $ 1,008 3 007924103 AEGON N V ORD AMER REG 2,148 $ 70,934 3 00817Y108 AETNA INC NEW COM 1,300 $ 39,136 3 00845V100 AGERE SYS INC CL A 47,200 $ 400,652 3 00846U101 AGILENT TECHNOLOGIES INC COM 1,763 $ 66,625 3 00846X105 AGILE SOFTWARE CORP DEL COM 400 $ 7,907 3 008474108 AGNICO EAGLE MINES LTD COM 551 $ 7,165 3 008911307 AIR CDA INC CL A NON VTG 118 $ 844 3 008916108 AGRIUM INC COM 39,780 $ 597,098 3 009158106 AIR PRODS & CHEMS INC COM 19,500 $ 1,037,355 3 012873105 ALBERTA ENERGY LTD COM 409,036 $ 25,564,754 3 013068101 ALBERTO CULVER CO CL B CONV 40 $ 1,955 3 013068200 ALBERTO CULVER CO CL A 3,400 $ 139,954 3 013104104 ALBERTSONS INC COM 17,360 $ 605,380 3 013716105 ALCAN INC COM 211,889 $ 13,518,522 3 013817101 ALCOA INC COM 10,205 $ 467,532 3 013904305 ALCATEL SPONSORED ADR 10,673 $ 257,393 3 017361106 ALLEGHENY ENERGY INC COM 2,000 $ 112,209 3 018490102 ALLERGAN INC COM 200 $ 19,542 3 018522102 ALLETE INC COM 550 $ 14,390 3 01853E204 ALLIANCE ATLANTIS COMMUNICATNS CL B NON VTG 1,550 $ 31,930 3 01855A101 ALLIANCE CAP MGMT HLDG L P UNIT LTD PARTN 3,300 $ 203,602 3 01859J108 ALLIANCE FST PRODS INC COM 2,000 $ 48,000 3 018773101 ALLIANCE PHARMACEUTICAL CORP COM 200 $ 523 3 018804104 ALLIANT TECHSYSTEMS INC COM 100 $ 13,328 3 020002101 ALLSTATE CORP COM 2,900 $ 148,338 3 020039103 ALLTEL CORP COM 14,158 $ 1,008,511 3 021244108 ALSTOM SPONSORED ADR 2,300 $ 74,616 3 023551104 AMERADA HESS CORP COM 900 $ 84,558 3 02364W105 AMERICA MOVIL S A DE C V SPON ADR L SHS 23,000 $ 557,883 3 025537101 AMERICAN ELEC PWR INC COM 3,360 $ 180,385 3 025816109 AMERICAN EXPRESS CO COM 132,190 $ 5,963,924 3
72 026351106 AMERICAN GENERAL CORP COM 32,600 $ 1,760,778 3 026609107 AMERICAN HOME PRODS CORP COM 54,459 $ 3,720,312 3 026874107 AMERICAN INTL GROUP INC COM 13,324 $ 1,317,061 3 029066107 AMERICAN PWR CONVERSION CORP COM 21,950 $ 401,992 3 029712106 AMERICAN STD COS INC DEL COM 17,340 $ 1,211,783 3 030411102 AMERICAN WTR WKS INC COM 30,165 $ 1,156,442 3 03071P102 AMERISOURCE HEALTH CORP CL A 13,450 $ 865,649 3 031162100 AMGEN INC COM 5,888 $ 415,446 3 032037103 AMPCOPITTSBURGH CORP COM 10,000 $ 131,395 3 03232P108 AMSURG CORP CL A 600 $ 20,616 3 03235E100 AMVESCAP PLC SPONSORED ADR 2,263 $ 91,125 3 032511107 ANADARKO PETE CORP COM 1,640 $ 102,805 3 032654105 ANALOG DEVICES INC COM 600 $ 30,174 3 033901109 ANDERSON EXPL LTD COM 69,724 $ 2,137,041 3 034918102 ANGIOTECH PHARMACEUTICALS INC COM 11,500 $ 913,675 3 035229103 ANHEUSER BUSCH COS INC COM 55,068 $ 2,638,143 3 037032109 ANTIGENICS INC DEL COM 1,500 $ 34,448 3 037411105 APACHE CORP COM 1,435 $ 84,682 3 037604105 APOLLO GROUP INC CL A 750 $ 37,020 3 037833100 APPLE COMPUTER INC COM 400 $ 10,814 3 038188108 APPLIED DIGITAL SOLUTIONS COM 50,028 $ 25,594 3 038222105 APPLIED MATLS INC COM 7,225 $ 412,497 3 039483102 ARCHER DANIELS MIDLAND CO COM 76,999 $ 1,168,414 3 04033V104 ARIBA INC COM 2,700 $ 17,267 3 042735100 ARROW ELECTRS INC COM 400 $ 11,298 3 046353108 ASTRAZENECA PLC SPONSORED ADR 500 $ 27,180 3 048396105 ATLANTIC COAST AIRLINES HLDGS COM 400 $ 13,949 3 049164106 ATLAS AIR WORLDWIDE HLDGS INC COM 1,200 $ 19,758 3 052587102 AUSTRIA FD INC COM 3,200 $ 23,070 3 053015103 AUTOMATIC DATA PROCESSING INC COM 275 $ 15,892 3 053332102 AUTOZONE INC COM 2,400 $ 104,651 3 053499109 AVAYA INC COM 49,263 $ 784,769 3 053561106 AVENTIS SPONSORED ADR 1,300 $ 120,764 3 053611109 AVERY DENNISON CORP COM 100 $ 5,936 3 05366B102 AVIALL INC NEW COM 500 $ 6,378 3 053807103 AVNET INC COM 1,400 $ 36,498 3 053893103 AVOCENT CORP COM 500 $ 13,227 3 054303102 AVON PRODS INC COM 6,950 $ 374,007 3
73 054536107 AXA SPONSORED ADR 19,600 $ 642,014 3 054540109 AXCELIS TECHNOLOGIES INC COM 2,600 $ 44,744 3 05534B109 BCE INC COM 2,053,281 $ 83,568,518 3 055434203 BG PLC ADR FIN INST N 800 $ 18,372 3 055622104 BP PLC SPONSORED ADR 33,344 $ 1,932,788 3 055630107 BP PRUDHOE BAY RTY TR UNIT BEN INT 2,000 $ 33,256 3 055921100 BMC SOFTWARE INC COM 1,100 $ 28,830 3 057224107 BAKER HUGHES INC COM 39,496 $ 1,538,507 3 05858H104 BALLARD PWR SYS INC COM 10,646 $ 766,086 3 060505104 BANK OF AMERICA CORPORATION COM 44,591 $ 3,112,554 3 063671101 BANK MONTREAL QUE COM 2,042,915 $ 79,877,993 3 064057102 BANK NEW YORK INC COM 27,482 $ 1,533,880 3 06423A103 BANK ONE CORP COM 34,647 $ 1,442,285 3 067383109 BARD C R INC COM 550 $ 36,422 3 067774109 BARNES & NOBLE INC COM 1,109 $ 50,743 3 067901108 BARRICK GOLD CORP COM 66,089 $ 1,526,658 3 071813109 BAXTER INTL INC COM 28,870 $ 1,695,275 3 075887109 BECTON DICKINSON & CO COM 7,000 $ 291,314 3 077914109 BELL CDA INTL INC COM 9,500 $ 156,655 3 079860102 BELLSOUTH CORP COM 23,225 $ 1,087,525 3 084670108 BERKSHIRE HATHAWAY INC DEL CL A 129 $ 10,410,000 3 084670207 BERKSHIRE HATHAWAY INC DEL CL B 768 $ 2,053,953 3 087509105 BETHLEHEM STL CORP COM 20,025 $ 47,035 3 090613100 BIOMET INC COM 23,993 $ 1,340,818 3 09066H104 BIOSOURCE INTL INC COM 1,000 $ 7,326 3 09067D201 BIOTECH HOLDERS TR DEPOSTRY RCPTS 300 $ 46,221 3 09067J109 BIOVAIL CORP COM 50,730 $ 3,364,921 3 09161R106 BIOMIRA INC COM 20,000 $ 210,000 3 091797100 BLACK & DECKER CORP COM 3,150 $ 144,534 3 093679108 BLOCKBUSTER INC CL A 200 $ 4,244 3 097023105 BOEING CO COM 6,000 $ 387,907 3 099724106 BORG WARNER INC COM 4,300 $ 248,100 3 101121101 BOSTON PROPERTIES INC COM 3,725 $ 177,154 3 101137107 BOSTON SCIENTIFIC CORP COM 1,500 $ 29,651 3 102183100 BOWATER INC COM 717 $ 37,301 3 10382K102 BRACKNELL CORP COM 52,200 $ 390,978 3 10549P606 BRASCAN CORP CL A LTD VT SH 280,728 $ 7,304,550 3 105530109 BRASIL TELECOM PARTICIPACOES SPON ADR PFD 1,160 $ 56,665 3
74 109195107 BRIGHT HORIZON FAMILY SOLUTION COM 1,000 $ 36,512 3 109641100 BRINKER INTL INC COM 200 $ 7,805 3 110122108 BRISTOL MYERS SQUIBB CO COM 249,626 $ 15,180,756 3 110419306 BRITISH AWYS PLC ADR 2ND INSTAL 250 $ 18,000 3 110448107 BRITISH AMERN TOB PLC SPONSORED ADR 3,700 $ 67,977 3 111013108 BRITISH SKY BROADCASTING GROUP SPONSORED ADR 700 $ 48,837 3 111021408 BRITISH TELECOMMUNICATIONS PLC ADR FINAL INST 400 $ 30,070 3 111621108 BROCADE COMMUNICATIONS SYS INC COM 50 $ 2,558 3 112900105 BROOKFIELD PPTYS CORP COM 11,465 $ 332,485 3 11434A100 BROOKS AUTOMATION INC COM 100 $ 6,912 3 115637100 BROWN FORMAN CORP CL A 11,761 $ 896,435 3 115637209 BROWN FORMAN CORP CL B 1,412 $ 104,981 3 117043109 BRUNSWICK CORP COM 2,500 $ 69,855 3 117769109 BUCA INC COM 500 $ 12,645 3 12189T104 BURLINGTON NORTHN SANTA FE CP COM 5,300 $ 186,733 3 122014103 BURLINGTON RES INC COM 418 $ 19,320 3 123655102 BUTLER MFG CO DEL COM 3,000 $ 87,209 3 12500B105 C BRIDGE INTERNET SOL INC COM 1,200 $ 2,302 3 125129106 CDW COMPUTER CTRS INC COM 2,400 $ 110,819 3 125137109 CEC ENTMT INC COM 300 $ 17,215 3 12541C203 CHC HELICOPTER CORP CL A SUB VTG 4,600 $ 92,000 3 125509109 CIGNA CORP COM 1,618 $ 180,275 3 125750109 CMGI INC COM 1,200 $ 4,186 3 125896100 CMS ENERGY CORP COM 14,605 $ 472,964 3 125920108 CMAC INDS INC COM 27,800 $ 1,117,560 3 12612W104 CNF INC COM 2,000 $ 65,698 3 126349109 CSG SYS INTL INC COM 5,025 $ 331,650 3 126408103 CSX CORP COM 750 $ 31,605 3 126501105 CTS CORP COM 600 $ 14,302 3 126650100 CVS CORP COM 26,915 $ 1,208,045 3 126667104 CV THERAPEUTICS INC COM 200 $ 13,256 3 126830207 CABLE & WIRELESS PUB LTD CO SPONSORED ADR 5,000 $ 104,651 3 127055101 CABOT CORP COM 300 $ 12,565 3 127209302 CADBURY SCHWEPPES PLC ADR 2,475 $ 78,279 3 127387108 CADENCE DESIGN SYSTEM INC COM 18,450 $ 399,679 3 13054D109 CALIFORNIA PIZZA KITCHEN INC COM 900 $ 24,331 3 13201L103 CAMBIOR INC COM 300 $ 249 3 13321L108 CAMECO CORP COM 20,225 $ 645,178 3
75 134422609 CAMPBELL RES INC NEW COM NEW 505 $ 439 3 134429109 CAMPBELL SOUP CO COM 6,900 $ 206,599 3 135113108 CANADA LIFE FINL CORP COM 71,756 $ 3,157,264 3 135923100 CANADIAN PAC LTD NEW COM 563,980 $ 33,071,799 3 136069101 CDN IMPERIAL BK OF COMMERCE COM 1,467,809 $ 75,812,326 3 136375102 CANADIAN NATL RY CO COM 94,110 $ 5,780,236 3 136375409 CANADIAN NATL RY CO PFD CV 063029 3,200 $ 209,488 3 136385101 CANADIAN NAT RES LTD COM 73,952 $ 3,316,747 3 138006309 CANON INC ADR 1,500 $ 71,861 3 138906300 CANWEST GLOBAL COMMUNICATIONS SHS NON VTG 6 $ 88 3 14067E308 CAPSTEAD MTG CORP PFD B CV $1.26 8,500 $ 117,419 3 14149Y108 CARDINAL HEALTH INC COM 10,518 $ 843,886 3 141705103 CAREMARK RX INC COM 1,690 $ 32,326 3 146285101 CARTER WALLACE INC COM 200 $ 5,986 3 147195101 CASCADE CORP COM 5,500 $ 63,954 3 149123101 CATERPILLAR INC DEL COM 2,115 $ 123,088 3 150644102 CEDARA SOFTWARE CORP COM 22,850 $ 39,302 3 150921104 CELL GENESYS INC COM 400 $ 9,535 3 15101Q108 CELESTICA INC SUB VTG SHS 11,530 $ 898,418 3 151313103 CENDANT CORP COM 33,300 $ 755,058 3 153501101 CENTRAL FD CDA LTD CL A 368,375 $ 1,823,456 3 156700106 CENTURYTEL INC COM 450 $ 15,855 3 156915100 CERTICOM CORP COM 14,000 $ 56,700 3 160903100 CHARTER ONE FINL INC COM 12,876 $ 477,609 3 166751107 CHEVRON CORPORATION COM 22,550 $ 2,372,995 3 16867C101 CHIEFTAIN INTL INC COM 1,000 $ 43,800 3 168834109 CHILE FD INC COM 12,000 $ 133,954 3 169373107 CHINA FD INC COM 1,400 $ 21,602 3 170040109 CHIRON CORP COM 400 $ 23,721 3 170520100 CHRIS CRAFT INDS INC COM 6 $ 498 3 171232101 CHUBB CORP COM 16,018 $ 1,442,179 3 171484108 CHURCHILL DOWNS INC COM 4,000 $ 116,651 3 171779101 CIENA CORP COM 1,380 $ 60,977 3 172737108 CIRCUIT CITY STORE INC CIRCT CITY GRP 1,645 $ 34,430 3 172755100 CIRRUS LOGIC INC COM 300 $ 10,670 3 17275R102 CISCO SYS INC COM 51,265 $ 1,084,911 3 172908105 CINTAS CORP COM 1,625 $ 87,391 3 172967101 CITIGROUP INC COM 198,628 $ 12,204,082 3
76 184502102 CLEAR CHANNEL COMMUNICATIONS COM 400 $ 29,163 3 185896107 CLEVELAND CLIFFS INC COM 500 $ 10,756 3 189054109 CLOROX CO DEL COM 2,000 $ 78,721 3 191216100 COCA COLA CO COM 104,280 $ 5,456,514 3 192108108 COEUR D ALENE MINES CORP IDAHO COM 7 $ 11 3 19244C109 COGNOS INC COM 155,010 $ 4,138,767 3 193290103 COLE NATIONAL CORP NEW CL A 10,000 $ 171,512 3 194162103 COLGATE PALMOLIVE CO COM 9,935 $ 681,471 3 198516106 COLUMBIA SPORTSWEAR CO COM 300 $ 17,787 3 200300101 COMCAST CORP CL A 300 $ 14,983 3 200300200 COMCAST CORP CL A SPL 200 $ 10,093 3 200340107 COMERICA INC COM 9,915 $ 664,074 3 200435105 COMINCO LTD COM 24,006 $ 672,168 3 203372107 COMMSCOPE INC COM 9,975 $ 272,573 3 204493100 COMPAQ COMPUTER CORP COM 123,145 $ 2,193,705 3 204912109 COMPUTER ASSOC INTL INC COM 5,097 $ 213,363 3 205363104 COMPUTER SCIENCES CORP COM 4,000 $ 160,930 3 205887102 CONAGRA FOODS INC COM 44,240 $ 1,019,064 3 206829202 CONECTIV INC CL A 25 $ 567 3 207142100 CONEXANT SYSTEMS INC COM 2,000 $ 20,814 3 208251306 CONOCO INC CL A 25,648 $ 841,016 3 208251405 CONOCO INC CL B 500 $ 16,802 3 209115104 CONSOLIDATED EDISON INC COM 3,666 $ 169,659 3 21036P108 CONSTELLATION BRANDS INC CL A 300 $ 18,004 3 210371100 CONSTELLATION ENERGY GROUP INC COM 300 $ 14,860 3 212485106 CONVERGYS CORP COM 66,985 $ 2,356,157 3 216669101 COOPER INDS INC COM 800 $ 36,828 3 217204106 COPART INC COM 800 $ 27,209 3 21868Q109 COREL CORPORATION COM 200 $ 880 3 218868107 CORINTHIAN COLLEGES INC COM 500 $ 27,366 3 219350105 CORNING INC COM 12,945 $ 251,524 3 220874101 CORUS ENTERTAINMENT INC COM CL B NON VTG 2,220 $ 77,034 3 22087M101 CORUS GROUP PLC SPONSORED ADR 3,500 $ 34,267 3 221009103 CORVIS CORP COM 125 $ 638 3 221222102 COSINE COMMUNICATIONS INC COM 1,650 $ 4,298 3 22160K105 COSTCO WHSL CORP NEW COM 28,675 $ 1,369,730 3 22163N106 COTT CORP QUE COM 25,000 $ 417,000 3 22226R102 COUNSEL CORP COM 6,000 $ 27,960 3
77 222816100 COVANCE INC COM 800 $ 21,070 3 224044107 COX COMMUNICATIONS INC NEW CL A 65,971 $ 3,398,272 3 225302108 CREDENCE SYS CORP COM 600 $ 16,912 3 225447101 CREE INC COM 3,000 $ 91,204 3 225606102 CREO PRODS INC COM 14,730 $ 411,114 3 22754R102 CROSS MEDIA MARKETING CORP COM 139,000 $ 336,255 3 22764E109 CROSSMANN CMNTYS INC COM 1,100 $ 50,766 3 228255105 CROWN CORK & SEAL INC COM 8,200 $ 35,756 3 22942F101 CRYSTALLEX INTL CORP COM 39,900 $ 87,780 3 232806109 CYPRESS SEMICONDUCTOR CORP COM 200 $ 5,547 3 232946103 CYTYC CORP COM 500 $ 13,401 3 23331A109 D R HORTON INC COM 47 $ 1,241 3 233331107 DTE ENERGY CO COM 2,427 $ 131,058 3 235811106 DANA CORP COM 3,100 $ 84,132 3 235851102 DANAHER CORP DEL COM 4,500 $ 293,023 3 244199105 DEERE & CO COM 3,965 $ 174,506 3 245701107 DELANO TECHNOLOGY CORP COM 6,000 $ 3,300 3 247025109 DELL COMPUTER CORP COM 138,240 $ 4,203,464 3 247126105 DELPHI AUTOMOTIVE SYS CORP COM 898 $ 16,634 3 247916208 DENBURY RES INC COM NEW 86,450 $ 1,167,075 3 249906108 DESCARTES SYS GROUP INC COM 15,230 $ 422,023 3 251566105 DEUTSCHE TELEKOM AG SPONSORED ADR 2,800 $ 73,093 3 25179M103 DEVON ENERGY CORP NEW COM 1,100 $ 67,151 3 25243Q205 DIAGEO P L C SPON ADR NEW 11,285 $ 576,717 3 25247D101 DIAL CORP NEW COM 9,100 $ 150,785 3 25271C102 DIAMOND OFFSHORE DRILLING INC COM 500 $ 19,215 3 252787106 DIAMONDS TR UNIT SER 1 450 $ 55,067 3 253651103 DIEBOLD INC COM 16,782 $ 627,373 3 254687106 DISNEY WALT CO COM DISNEY 30,615 $ 1,028,450 3 254931108 DIRECT FOCUS INC COM 115,000 $ 6,351,749 3 255064107 DIVERSA CORP COM 300 $ 7,095 3 256135203 DR REDDYS LABS LTD ADR 1,000 $ 21,570 3 256159104 DOCUMENTUM INC COM 900 $ 13,521 3 256669102 DOLLAR GEN CORP COM 20,625 $ 467,660 3 256747106 DOLLAR TREE STORES INC COM 9,000 $ 291,349 3 25746U109 DOMINION RES INC VA NEW COM 6,566 $ 459,086 3 257561100 DOMTAR INC COM 71,085 $ 995,901 3 25822C205 DOREL INDS INC CL B SUB VTG 9,870 $ 283,763 3
78 260543103 DOW CHEM CO COM 10,684 $ 413,073 3 26150J101 DRAXIS HEALTH INC COM 4,500 $ 15,120 3 263534109 DU PONT E I DE NEMOURS & CO COM 36,612 $ 2,053,677 3 264399106 DUKE ENERGY CORP COM 10,860 $ 492,615 3 26483E100 DUN & BRADSTREET CORP DEL NEW COM 100 $ 3,279 3 266898105 DUSA PHARMACEUTICALS INC COM 7 $ 116 3 267920205 DYNACARE INC COM 1,200 $ 17,700 3 268648102 E M C CORP MASS COM 48,670 $ 1,655,345 3 26874R108 ENI S P A SPONSORED ADR 6,900 $ 495,035 3 277432100 EASTMAN CHEM CO COM 1,100 $ 60,922 3 277461109 EASTMAN KODAK CO COM 24,873 $ 1,350,084 3 278058102 EATON CORP COM 700 $ 57,058 3 278642103 EBAY INC COM 1,000 $ 79,640 3 278751102 ECHO BAY MINES LTD COM 1,557 $ 2,336 3 278856109 ECLIPSYS CORP COM 600 $ 19,605 3 281020107 EDISON INTL COM 29,360 $ 380,655 3 281760108 EDWARDS AG INC COM 1,300 $ 68,023 3 28176E108 EDWARDS LIFESCIENCES CORP COM 780 $ 23,908 3 28336L109 EL PASO CORP COM 3,450 $ 210,771 3 28368B102 EL PASO ENERGY PARTNERS L P COM 6,000 $ 219,768 3 284131208 ELAN PLC ADR 300 $ 21,279 3 285661104 ELECTRONIC DATA SYS NEW COM 53,241 $ 3,869,258 3 286082102 ELECTRONICS FOR IMAGING INC COM 2,300 $ 78,895 3 28660G106 ELIZABETH ARDEN INC COM 3,700 $ 105,020 3 29081N100 EMBRATEL PARTICIPACOES S A SPON ADR PFD 9,000 $ 78,279 3 29084Q100 EMCOR GROUP INC COM 200 $ 8,407 3 291011104 EMERSON ELEC CO COM 65,155 $ 4,583,576 3 291525103 EMMIS COMMUNICATIONS CORP CL A 900 $ 32,180 3 29250N105 ENBRIDGE INC COM 943,152 $ 38,848,426 3 29266M109 ENERGY EAST CORP COM 300 $ 7,294 3 29266R108 ENERGIZER HLDGS INC COM 401 $ 10,701 3 29274D604 ENERPLUS RES FD UNIT TR G NEW 27,911 $ 784,299 3 292845104 ENGELHARD CORP COM 1,000 $ 29,988 3 293561106 ENRON CORP COM 135,367 $ 7,728,508 3 29364G103 ENTERGY CORP NEW COM 100 $ 4,464 3 293848107 ENTRUST INC COM 5,100 $ 42,045 3 293904108 ENZON INC COM 400 $ 37,404 3 294429105 EQUIFAX INC COM 5,000 $ 213,256 3
79 294821400 ERICSSON L M TEL CO ADR CL B SEK10 24,780 $ 156,171 3 298737107 EURO909 COM A S SPONSORED ADR 5,000 $ 12,558 3 301504106 EXE TECHNOLOGIES INC COM 850 $ 5,792 3 30224P101 EXTENDED STAY AMER INC COM 700 $ 12,209 3 30224T871 EXTENDICARE INC CDA SUB VTG SH 57,422 $ 372,095 3 30226D106 EXTREME NETWORKS INC COM 1,200 $ 41,163 3 30231G102 EXXON MOBIL CORP COM 211,861 $ 21,518,679 3 302491303 F M C CORP COM NEW 150 $ 11,958 3 302571104 FPL GROUP INC COM 2,640 $ 184,831 3 302712104 F Y I INC COM 300 $ 14,302 3 302921101 FAHNESTOCK VINER HLDGS INC CL A 7,500 $ 297,375 3 303726103 FAIRCHILD SEMICONDUCTOR INTL CL A 12,390 $ 331,361 3 306906108 FANTOM TECHNOLOGIES INC COM 30,000 $ 135,000 3 313400301 FEDERAL HOME LN MTG CORP COM 79,000 $ 6,251,112 3 313586109 FEDERAL NATL MTG ASSN COM 76,425 $ 7,556,300 3 31410H101 FEDERATED DEPT STORES INC DEL COM 18,800 $ 929,070 3 31428X106 FEDEX CORP COM 2,975 $ 139,064 3 31430F101 FELCOR LODGING TR INC COM 6,900 $ 187,744 3 315616102 F5 NETWORKS INC COM 1,000 $ 20,430 3 316773100 FIFTH THIRD BANCORP COM 1,150 $ 80,299 3 319963104 FIRST DATA CORP COM 9,875 $ 738,903 3 337162101 FIRST TENN NATL CORP COM 4,000 $ 180,000 3 337358105 FIRST UN CORP COM 9,360 $ 380,278 3 33761N109 FIRSTSERVICE CORP SUB VTG SH 16 $ 536 3 337932107 FIRSTENERGY CORP COM 3,840 $ 143,598 3 339030108 FLEETBOSTON FINL CORP COM 36,798 $ 1,688,002 3 343302105 FLORSHEIM GROUP INC COM 2 $ 2 3 343412102 FLUOR CORP NEW COM 200 $ 10,500 3 344907100 FORBES MEDI-TECH INC COM 6,000 $ 16,200 3 345370860 FORD MTR CO DEL COM PAR $0.01 32,614 $ 931,016 3 349631101 FORTUNE BRANDS INC COM 600 $ 26,763 3 349853101 FORWARD AIR CORP COM 500 $ 17,413 3 35100E104 FOUR SEASONS HOTEL INC LTD VTG SH 12,675 $ 1,064,320 3 354613101 FRANKLIN RES INC COM 1,400 $ 74,509 3 35671D105 FREEPORT-MCMORAN COPPER & GOLD CL A 500 $ 5,831 3 358029106 FRESENIUS MED CARE AG SPONSORED ADR 6,721 $ 184,828 3 360921100 FURNITURE BRANDS INTL INC COM 400 $ 13,023 3 361268105 G & K SVCS INC CL A 1,000 $ 31,279 3
80 363576109 GALLAGHER ARTHUR J & CO COM 400 $ 12,093 3 364730101 GANNETT INC COM 2,700 $ 206,896 3 364760108 GAP INC DEL COM 35,532 $ 1,198,175 3 367626108 GATEWAY INC COM 100 $ 1,913 3 367905106 GAYLORD ENTMT CO NEW COM 295 $ 9,879 3 368145108 GAYLORD CONTAINER CORP CL A 46,000 $ 56,166 3 36866W106 GEMSTAR-TV GUIDE INTL INC COM 75 $ 3,715 3 368802104 GENERAL AMERN INVS INC COM 1,000 $ 43,849 3 369550108 GENERAL DYNAMICS CORP COM 600 $ 54,286 3 369604103 GENERAL ELEC CO COM 1,307,540 $ 74,119,212 3 370334104 GENERAL MLS INC COM 250 $ 12,727 3 370442105 GENERAL MTRS CORP COM 5,711 $ 551,112 3 370442832 GENERAL MTRS CORP CL H NEW 7,390 $ 179,250 3 371916107 GENETRONICS BIOMEDICAL LTD COM 400 $ 600 3 372447102 GENRAD INC COM 2,200 $ 15,349 3 372460105 GENUINE PARTS CO COM 3,150 $ 115,378 3 372917104 GENZYME CORP COM GENL DIV 200 $ 17,538 3 373298108 GEORGIA PAC CORP COM GA PAC GRP 850 $ 33,456 3 373298702 GEORGIA PAC CORP COM-TIMBER GRP 50 $ 2,078 3 374163103 GERON CORP COM 1,800 $ 29,302 3 374276103 GETTY IMAGES INC COM 1,500 $ 45,802 3 375766102 GILLETTE CO COM 150,647 $ 5,078,216 3 375916103 GILDAN ACTIVEWEAR INC SUB VTG SHS A 15,000 $ 322,500 3 376775102 GLAMIS GOLD LTD COM 98,400 $ 420,168 3 37733W105 GLAXOSMITHKLINE PLC SPONSORED ADR 24,417 $ 1,595,622 3 37941P108 GLOBAL POWER EQUIPMENT INC COM 2,700 $ 91,988 3 379571102 GLOBESPAN INC COM 700 $ 11,884 3 380956409 GOLDCORP INC NEW COM 16,051 $ 260,026 3 381197102 GOLDEN ST BANCORP INC COM 500 $ 17,907 3 38141G104 GOLDMAN SACHS GROUP INC COM 150 $ 14,965 3 382388106 GOODRICH CORP COM 800 $ 35,330 3 382550101 GOODYEAR TIRE & RUBR CO COM 23,800 $ 774,883 3 38348T107 GOTO COM INC COM 200 $ 4,523 3 390568103 GREAT LAKES CHEM CORP COM 7,900 $ 283,390 3 391044104 GREAT NORTHN GAS CO COM 1,000 $ 1,000 3 395384100 GREENPOINT FINL CORP COM 2,400 $ 107,163 3 39945C109 GROUPE CGI INC CL A SUB VTG 24,200 $ 209,088 3 401698105 GUIDANT CORP COM 18,579 $ 777,726 3
81 402040109 GUITAR CTR MGMT INC COM 400 $ 12,100 3 40218L305 GULF CDA RES LTD ORD 125,893 $ 1,545,966 3 404119109 HCA-HEALTHCARE CO COM 10,300 $ 541,229 3 404132102 HCC INS HLDGS INC COM 400 $ 11,395 3 40425P107 HNC SOFTWARE INC COM 500 $ 11,337 3 404280406 HSBC HLDGS PLC SPON ADR NEW 3,275 $ 228,108 3 406216101 HALLIBURTON CO COM 1,150 $ 47,605 3 41014S106 HANCOCK JOHN FINL SVCS INC COM 200 $ 9,363 3 410783104 HANOVER DIRECT INC COM 20,000 $ 2,790 3 412822108 HARLEY DAVIDSON INC COM 5,000 $ 273,721 3 413086109 HARMAN INTL INDS INC COM 1,200 $ 53,149 3 416515104 HARTFORD FINL SVCS GROUP INC COM 9,554 $ 759,876 3 421924101 HEALTHSOUTH CORP COM 2,700 $ 50,138 3 423074103 HEINZ H J CO COM 78,064 $ 3,711,670 3 423328103 HELLER FINANCIAL INC CL A 19,775 $ 919,767 3 42369K102 HEMOSOL INC COM 3,500 $ 49,000 3 427866108 HERSHEY FOODS CORP COM 800 $ 74,184 3 428236103 HEWLETT PACKARD CO COM 48,325 $ 1,607,087 3 428565105 HIBBETT SPORTING GOODS INC COM 400 $ 17,237 3 432848109 HILTON HOTELS CORP COM 30,400 $ 410,047 3 433578507 HITACHI LIMITED ADR 10 COM 3,900 $ 448,908 3 437076102 HOME DEPOT INC COM 25,370 $ 1,373,227 3 437614100 HOMESTAKE MNG CO COM 28,584 $ 263,224 3 438516106 HONEYWELL INTL INC COM 21,790 $ 886,548 3 440327104 HORACE MANN EDUCATORS CORP NEW COM 3,250 $ 81,439 3 441339108 HOT TOPIC INC COM 400 $ 14,465 3 441815107 HOUSEHOLD INTL INC COM 18,000 $ 1,396,046 3 444128102 HUDSON RIV BANCORP INC COM 12,140 $ 255,505 3 444903108 HUMAN GENOME SCIENCES INC COM 515 $ 36,080 3 44544R101 HUMMINGBIRD INC COM 11,885 $ 295,937 3 44779E106 HURRICANE HYDROCARBONS LTD CL A 106,900 $ 1,362,975 3 449223106 IBP INC COM 11,400 $ 334,710 3 449295104 ICOS CORP COM 100 $ 7,442 3 449623107 IHOP CORP COM 400 $ 12,488 3 44973Q103 I-MANY INC COM 1,800 $ 28,256 3 449934108 IMS HEALTH INC COM 1,100 $ 36,453 3 450312103 I-STAT CORP COM 400 $ 6,856 3 45103T107 ICON PUB LTD CO SPONSORED ADR 500 $ 17,541 3
82 451107106 IDACORP INC COM 50 $ 2,028 3 452308109 ILLINOIS TOOL WKS INC COM 300 $ 22,081 3 45245A107 IMATION CORP COM 100 $ 2,930 3 45245W109 IMCLONE SYS INC COM 100 $ 6,140 3 452528102 IMMUNEX CORP NEW COM 1,000 $ 20,640 3 452704505 IMPERIAL CHEM INDS PLC ADR NEW 500 $ 13,808 3 453038408 IMPERIAL OIL LTD COM NEW 909,098 $ 35,318,469 3 453258402 INCO LTD COM 75,022 $ 1,965,576 3 453258808 INCO LTD PFD CV E 5.5% 1,291 $ 66,952 3 453258AH8 INCO LTD DEB CV 7.75%16 210,000 $ 238,081 3 454089103 INDIA FD INC COM 11,200 $ 134,921 3 456837103 ING GROEP N V SPONSORED ADR 1,300 $ 99,571 3 456866102 INGERSOLL-RAND CO COM 90,787 $ 4,349,333 3 457153104 INGRAM MICRO INC CL A 800 $ 13,479 3 45765U103 INSIGHT ENTERPRISES INC COM 600 $ 17,093 3 45768V108 INSIGHT COMMUNICATIONS INC CL A 600 $ 17,442 3 45809M109 INTASYS CORP COM 9,558 $ 1,667 3 458140100 INTEL CORP COM 166,781 $ 5,672,489 3 45884X103 INTERMUNE INC COM 400 $ 16,567 3 459200101 INTERNATIONAL BUSINESS MACHS COM 152,901 $ 20,090,473 3 459506101 INTERNATIONAL FLAVORS&FRAGRANC COM 11,800 $ 344,808 3 460146103 INTL PAPER CO COM 5,657 $ 234,831 3 460254105 INTERNATIONAL RECTIFIER CORP COM 1,000 $ 39,651 3 46060X107 INTERNET SEC SYS INC COM 200 $ 11,293 3 460690100 INTERPUBLIC GROUP COS INC COM 13,300 $ 453,902 3 46088R108 INTERSTATE HOTELS CORP COM 6 $ 20 3 460915200 INTRAWEST CORPORATION COM NEW 4,225 $ 126,750 3 460919103 INTERTAPE POLYMER GROUP INC COM 950 $ 17,860 3 46114T102 INTERWOVEN INC COM 200 $ 3,930 3 461156101 INTIMATE BRANDS INC CL A 400 $ 7,009 3 461202103 INTUIT COM 1,200 $ 55,800 3 46145F105 INVESTMENT TECHNOLOGY GRP NEW COM 300 $ 17,543 3 46185R100 INVITROGEN CORP COM 500 $ 41,744 3 462030107 IOMEGA CORP COM 300 $ 834 3 462622101 IPSCO INC COM 35,786 $ 823,078 3 463664102 IRVINE SENSORS CORP COM 25,000 $ 19,768 3 464286608 ISHARES INC MSCI EMU INDEX 585 $ 40,936 3 464286699 ISHARES INC MSCI UTD KINGD 2,300 $ 42,122 3
83 464286707 ISHARES INC MSCI FRANCE 250 $ 5,814 3 464286806 ISHARES INC MSCI GERMAN 275 $ 5,308 3 464286848 ISHARES INC MSCI JAPAN 29,850 $ 355,075 3 46612J101 JDS UNIPHASE CORP COM 3,755 $ 54,579 3 46622G105 JNI CORP COM 600 $ 9,767 3 46625H100 J P MORGAN CHASE & CO COM 176,677 $ 9,162,558 3 471091108 JAPAN OTC EQUITY FD INC COM 7,800 $ 62,490 3 471897207 JAWZ INC COM NEW 400 $ 600 3 472319102 JEFFERIES GROUP INC NEW COM 300 $ 11,302 3 475070108 JEFFERSON PILOT CORP COM 230 $ 12,923 3 477155105 JETFORM CORP COM 1,000 $ 3,350 3 478160104 JOHNSON & JOHNSON COM 602,305 $ 35,017,712 3 48203R104 JUNIPER NETWORKS INC COM 12,895 $ 466,319 3 482584109 K MART CORP COM 16,800 $ 224,065 3 48265R109 KPMG CONSULTING INC COM 2,400 $ 42,837 3 485170302 KANSAS CITY SOUTHN INDS INC COM NEW 800 $ 14,698 3 487836108 KELLOGG CO COM 4,000 $ 134,884 3 488152208 KELLY SVCS INC CL A 5,200 $ 146,628 3 488360108 KEMET CORP COM 10,200 $ 238,395 3 493267108 KEYCORP NEW COM 2,598 $ 78,695 3 49337W100 KEYSPAN CORP COM 374 $ 15,865 3 494368103 KIMBERLY CLARK CORP COM 109,116 $ 7,092,540 3 496902107 KINROSS GOLD CORP COM 205,251 $ 262,721 3 499063105 KNIGHT TRADING GROUP INC COM 3,000 $ 37,291 3 499064103 KNIGHT TRANSN INC COM 1,100 $ 26,285 3 500467303 KONINKLIJKE AHOLD N V SPON ADR NEW 1,600 $ 58,512 3 500472303 KONINKLIJKE PHILIPS ELECTRS NV SP ADR NEW2000 26,236 $ 806,300 3 500634100 KOREA FD COM 17,800 $ 218,981 3 50075N104 KRAFT FOODS INC CL A 50 $ 2,316 3 501014104 KRISPY KREME DOUGHNUTS INC COM 20 $ 930 3 501044101 KROGER CO COM 26,975 $ 784,158 3 502161102 LSI LOGIC CORP COM 16,150 $ 353,047 3 505588103 LACLEDE GAS CO COM 5,000 $ 147,675 3 505862102 LAFARGE CORP COM 11,247 $ 560,101 3 515086106 LANDS END INC COM 200 $ 9,337 3 51827Q106 LATIN AMER EQUITY FD INC NEW COM 642 $ 9,929 3 522015106 LEARNING TREE INTL INC COM 600 $ 16,019 3 524660107 LEGGETT & PLATT INC COM 400 $ 10,247 3
84 52543H107 LEITCH TECHNOLOGY CORP COM 18,650 $ 276,953 3 529771107 LEXMARK INTL NEW CL A 12,955 $ 1,013,051 3 53219L109 LIFEPOINT HOSPITALS INC COM 803 $ 41,345 3 532430105 LILLIAN VERNON CORP COM 8,000 $ 65,674 3 532457108 LILLY ELI & CO COM 39,511 $ 3,399,783 3 532716107 LIMITED INC COM 34,980 $ 671,941 3 532791100 LINCARE HLDGS INC COM 600 $ 20,937 3 534187109 LINCOLN NATL CORP IND COM 41,840 $ 2,517,697 3 535678106 LINEAR TECHNOLOGY CORP COM 46,750 $ 2,403,820 3 539830109 LOCKHEED MARTIN CORP COM 24,702 $ 1,064,197 3 540424108 LOEWS CORP COM 27,600 $ 2,067,753 3 542312103 LONE STAR TECHNOLOGIES INC COM 300 $ 15,783 3 548661107 LOWES COS INC COM 9,920 $ 418,428 3 549271104 LUBRIZOL CORP COM 12,700 $ 458,530 3 549463107 LUCENT TECHNOLOGIES INC COM 69,184 $ 499,578 3 55068R202 LUXOTTICA GROUP S P A SPONSORED ADR 15,800 $ 293,954 3 55262L100 MBNA CORP COM 5,012 $ 192,321 3 55268N100 MDSI MOBILE DATA SOLUTIONS INC COM 500 $ 3,500 3 55269P302 MDS INC COM 110,701 $ 1,904,053 3 553530106 MSC INDL DIRECT INC CL A 1,400 $ 28,326 3 557497104 MADISON GAS & ELEC CO COM 144 $ 5,470 3 559211107 MAGNA ENTMT CORP CL A 440 $ 4,404 3 559222401 MAGNA INTL INC CL A 92,699 $ 8,642,328 3 561693102 MANAGEMENT NETWORK GROUP INC COM 921 $ 6,533 3 562750109 MANHATTAN ASSOCS INC COM 400 $ 18,488 3 564055101 MANOR CARE INC NEW COM 500 $ 12,907 3 56418H100 MANPOWER INC COM 8,950 $ 311,168 3 565011103 MANUGISTICS GROUP INC COM 500 $ 14,593 3 56501R106 MANULIFE FINL CORP COM 506,790 $ 21,462,557 3 571748102 MARSH & MCLENNAN COS INC COM 200 $ 23,488 3 571834100 MARSHALL & ILSLEY CORP COM 1,000 $ 62,674 3 573284106 MARTIN MARIETTA MATLS INC COM 1,119 $ 64,395 3 574599106 MASCO CORP COM 19,325 $ 560,875 3 576206106 MASSEY ENERGY CORP COM 200 $ 4,595 3 57685P304 MATRIXONE INC COM 400 $ 10,786 3 576879209 MATSUSHITA ELEC INDL ADR 2,800 $ 51,442 3 577081102 MATTEL INC COM 2,600 $ 57,200 3 577778103 MAY DEPT STORES CO COM 4,000 $ 159,349 3
85 580031201 MCDATA CORP CL A 318 $ 6,489 3 580135101 MCDONALDS CORP COM 109,410 $ 3,442,597 3 580645109 MCGRAW HILL COS INC COM 50 $ 3,846 3 58155Q103 MCKESSON HBOC INC COM 4,100 $ 176,967 3 582834107 MEAD CORP COM 400 $ 12,623 3 58446B105 MEDIAPLEX INC COM 2,150 $ 2,275 3 584699102 MEDIMMUNE INC COM 1,605 $ 88,088 3 584949101 MEDQUIST INC COM 400 $ 13,805 3 585055106 MEDTRONIC INC COM 76,300 $ 5,555,324 3 58551A108 MELLON FINL CORP COM 9,500 $ 494,995 3 589331107 MERCK & CO INC COM 302,842 $ 22,505,400 3 589433101 MEREDITH CORP COM 450 $ 18,738 3 590188108 MERRILL LYNCH & CO INC COM 1,600 $ 110,232 3 59151K108 METHANEX CORP COM 6,412 $ 53,476 3 591598107 METRIS COS INC COM 900 $ 35,278 3 594087108 MICHAELS STORES INC COM 300 $ 17,639 3 594918104 MICROSOFT CORP COM 176,860 $ 15,012,531 3 595635103 MIDCAP SPDR TR UNIT SER 1 700 $ 77,529 3 603158106 MINERALS TECHNOLOGIES INC COM 200 $ 9,981 3 604059105 MINNESOTA MNG & MFG CO COM 50,465 $ 6,695,414 3 604567206 MIPS TECHNOLOGIES INC CL B 30 $ 335 3 604675108 MIRANT CORP COM 8,892 $ 355,680 3 606711109 MITEL CORP COM 40,950 $ 636,363 3 606816106 MITSUBISHI TOKYO FINL GROUP SPONSORED ADR 10,900 $ 107,225 3 60740F105 MOBILE MINI INC COM 700 $ 26,844 3 612085100 MONTANA POWER CO COM 4,000 $ 53,954 3 615369105 MOODYS CORP COM 850 $ 33,110 3 615785102 MOORE LTD COM 41,968 $ 346,236 3 617446448 MORGAN STANLEY DEAN WITTER&CO COM NEW 2,150 $ 160,575 3 619903107 MOTHERS WK INC COM 8,000 $ 68,651 3 620076109 MOTOROLA INC COM 155,425 $ 2,992,833 3 628351108 MUTUAL RISK MGMT LTD COM 2,000 $ 20,698 3 628530107 MYLAN LABS INC COM 5,200 $ 170,088 3 628858102 NCO GROUP INC COM 300 $ 10,790 3 62885E307 NCE PETROFUND 1 TR UNIT NEW 52,499 $ 314,994 3 62886E108 NCR CORP NEW COM 96 $ 5,247 3 629050204 NEC CORP ADR 4,300 $ 68,550 3 62936P103 NPS PHARMACEUTICALS INC COM 897 $ 41,930 3
86 631100104 NASDAQ 100 TR UNIT SER 1 8,075 $ 429,101 3 631226107 NASHUA CORP COM 12 $ 97 3 635405103 NATIONAL CITY CORP COM 2,700 $ 96,635 3 635621105 NATIONAL DATA CORP COM 200 $ 7,535 3 637640103 NATIONAL SEMICONDUCTOR CORP COM 30,275 $ 1,025,127 3 638539700 NATIONAL WESTMINSTER BK PLC ADR REP PREF B 4,700 $ 138,377 3 638612101 NATIONWIDE FINL SVCS INC CL A 14,375 $ 729,615 3 63934E108 NAVISTAR INTL CORP NEW COM 600 $ 19,626 3 640938106 NETWORKS ASSOCS INC COM 500 $ 7,238 3 64108N106 NET2PHONE COM 200 $ 1,395 3 64122D506 NETWORK PLUS CORP COM 2,000 $ 6,302 3 64353J107 NEW CENTY EQUITY HLDGS CORP COM 400 $ 465 3 650111107 NEW YORK TIMES CO CL A 500 $ 24,419 3 651229106 NEWELL RUBBERMAID INC COM 9,600 $ 280,186 3 651290108 NEWFIELD EXPL CO COM 700 $ 26,095 3 651639106 NEWMONT MINING CORP COM 8,993 $ 194,604 3 651824104 NEWPORT CORP COM 300 $ 9,244 3 652487703 NEWS CORP LTD ADR NEW 1,275 $ 55,077 3 65332V103 NEXTEL COMMUNICATIONS INC CL A 500 $ 10,174 3 65334H102 NEXEN INC COM 261,089 $ 9,947,491 3 654086107 NICOR INC COM 1,200 $ 71,568 3 654106103 NIKE INC CL B 700 $ 34,178 3 65440K106 99 CENTS ONLY STORES COM 200 $ 6,965 3 654624105 NIPPON TELEG & TEL CORP SPONSORED ADR 18,040 $ 557,981 3 654902204 NOKIA CORP SPONSORED ADR 23,750 $ 612,805 3 655664100 NORDSTROM INC COM 7,400 $ 159,617 3 655844108 NORFOLK SOUTHERN CORP COM 2,200 $ 53,082 3 656531605 NORSK HYDRO A S SPONSORED ADR 1,000 $ 49,651 3 656568102 NORTEL NETWORKS CORP NEW COM 3,969,008 $ 55,566,117 3 659424105 NORTH FORK BANCORPORATION NY COM 2,200 $ 79,302 3 666135108 NORTHFIELD LABS INC COM 3,000 $ 57,174 3 666807102 NORTHROP GRUMMAN CORP COM 600 $ 55,884 3 66977W109 NOVA CHEMICALS CORP COM 43,212 $ 1,404,390 3 66987V109 NOVARTIS A G SPONSORED ADR 1,500 $ 63,052 3 670006105 NOVELL INC COM 400 $ 2,647 3 670346105 NUCOR CORP COM 100 $ 5,685 3 67053T101 NUMERICAL TECHNOLOGIES INC COM 800 $ 19,535 3 674599105 OCCIDENTAL PETE CORP DEL COM 10,300 $ 318,462 3
87 67481E106 OCEAN ENERGY INC DEL COM 2,000 $ 40,581 3 676220106 OFFICE DEPOT INC COM 18,400 $ 222,084 3 680223104 OLD REP INTL CORP COM 400 $ 13,488 3 681919106 OMNICOM GROUP INC COM 100 $ 12,813 3 683715106 OPEN TEXT CORP COM 2,000 $ 71,300 3 68388R208 OPTIMAL ROBOTICS CORP CL A NEW 400 $ 17,674 3 68389X105 ORACLE CORP COM 18,850 $ 416,453 3 685906109 ORGANOGENESIS INC COM 500 $ 4,302 3 686091109 O REILLY AUTOMOTIVE INC COM 1,000 $ 33,372 3 68750P103 ORTHODONTIC CTRS AMER INC COM 500 $ 17,669 3 690768403 OWENS ILL INC COM NEW 2,100 $ 16,556 3 691471106 OXFORD HEALTH PLANS INC COM 2,200 $ 73,163 3 69331C108 PG&E CORP COM 156 $ 2,032 3 693366205 PICO HLDGS INC COM NEW 17,768 $ 302,056 3 693475105 PNC FINL SVCS GROUP INC COM 3,300 $ 252,450 3 693506107 PPG INDS INC COM 600 $ 36,677 3 696429307 PALL CORP COM 400 $ 10,944 3 696642107 PALM INC COM 592 $ 4,178 3 697900108 PAN AMERICAN SILVER CORP COM 8,000 $ 45,600 3 700416209 PARK ELECTROCHEMICAL CORP COM 3,555 $ 109,130 3 700690100 PARK PL ENTMT CORP COM 1,700 $ 23,919 3 701081101 PARKER DRILLING CO COM 3,500 $ 26,453 3 704326107 PAYCHEX INC COM 1,900 $ 88,372 3 704379106 PAYLESS SHOESOURCE INC COM 700 $ 68,803 3 705015105 PEARSON PLC SPONSORED ADR 2,600 $ 51,486 3 709668107 PENTON MEDIA INC COM 1,400 $ 28,488 3 713409100 PEPSI BOTTLING GROUP INC COM 10,625 $ 495,423 3 713448108 PEPSICO INC COM 200,655 $ 10,312,724 3 71366Q101 PEREGRINE SYSTEMS INC COM 425 $ 14,331 3 713755106 PERFORMANCE FOOD GROUP CO COM 900 $ 31,636 3 713831105 PERICOM SEMICONDUCTOR CORP COM 800 $ 14,623 3 714290103 PERRIGO CO COM 2,000 $ 38,814 3 71644E102 PETRO-CDA COM/VARIBL VTG 246,157 $ 8,866,575 3 71646E100 PETROCHINA CO LTD SPONSORED ADR 800 $ 18,977 3 71654V101 PETROLEO BRASILEIRO SA PETROBR SPONSORED ADR 18,800 $ 511,317 3 716597109 PETROLEUM GEO-SVCS A/S SPONSORED ADR 2,800 $ 32,916 3 716768AB2 PETSMART INC SB NT CV 6.75%04 20,000 $ 22,093 3 717081103 PFIZER INC COM 259,599 $ 12,089,474 3
88 717124101 PHARMACEUTICAL PROD DEV INC COM 1,200 $ 42,572 3 717125108 PHARMACEUTICAL RES INC COM 300 $ 10,706 3 71713U102 PHARMACIA CORP COM 7,647 $ 408,581 3 717265102 PHELPS DODGE CORP COM 10,597 $ 511,367 3 718154107 PHILIP MORRIS COS INC COM 190,287 $ 11,229,140 3 718193105 PHILIP SVCS CORP DEL COM 4 $ 16 3 718507106 PHILLIPS PETE CO COM 3,100 $ 205,465 3 720279108 PIER 1 IMPORTS INC COM 8,300 $ 110,988 3 723484101 PINNACLE WEST CAP CORP COM 4,000 $ 220,465 3 724479100 PITNEY BOWES INC COM 1,900 $ 93,056 3 72581R106 PIVOTAL CORP COM 1,550 $ 40,300 3 725906101 PLACER DOME INC COM 155,262 $ 2,297,878 3 72764Y100 PLATO LEARNING INC COM 550 $ 19,794 3 729132100 PLEXUS CORP COM 300 $ 11,512 3 729251108 PLUM CREEK TIMBER CO INC COM 900 $ 29,438 3 732827100 POPE & TALBOT INC COM 637 $ 9,562 3 73755L107 POTASH CORP SASK INC COM 24,940 $ 2,169,780 3 739128106 POWELL INDS INC COM 650 $ 22,674 3 74022D100 PRECISION DRILLING CORP COM 2,307 $ 109,236 3 74036W102 PREDICTIVE SYS INC COM 800 $ 3,721 3 741503106 PRICELINE COM INC COM 100 $ 1,052 3 742718109 PROCTER & GAMBLE CO COM 136,234 $ 10,106,656 3 743263105 PROGRESS ENERGY INC COM 211 $ 11,021 3 743977100 PROVINCE HEALTHCARE CO COM 450 $ 18,466 3 74406A102 PROVIDIAN FINL CORP COM 1,700 $ 117,023 3 744573106 PUBLIC SVC ENTERPRISE GROUP COM 2,700 $ 153,523 3 745310102 PUGET ENERGY INC NEW COM 2,500 $ 76,163 3 746927102 QLT INC COM 33,685 $ 1,010,550 3 747402105 QUAKER OATS CO COM 4,000 $ 424,419 3 747525103 QUALCOMM INC COM 25,100 $ 1,706,800 3 747906204 QUANTUM CORP COM DSSG 33,975 $ 398,615 3 748203106 QUEBECOR WORLD INC COM NON-VTG 44,105 $ 1,685,252 3 748356102 QUESTAR CORP COM 800 $ 23,033 3 74838C106 QUIKSILVER INC COM 200 $ 7,372 3 748767100 QUINTILES TRANSNATIONAL CORP COM 2,000 $ 72,980 3 749121109 QWEST COMMUNICATIONS INTL INC COM 8,917 $ 330,447 3 74955W307 R H DONNELLEY CORP COM NEW 40 $ 1,488 3 749685103 RPM INC OHIO COM 1,475 $ 15,779 3
89 750236101 RADIAN GROUP INC COM 14,850 $ 698,468 3 75040P108 RADIO ONE INC CL A 800 $ 21,395 3 75040P405 RADIO ONE INC CL D NON VTG 1,300 $ 33,331 3 750438103 RADIOSHACK CORP COM 200 $ 7,093 3 751277302 RALSTON PURINA CO COM 1,206 $ 42,098 3 754730109 RAYMOND JAMES FINANCIAL INC COM 300 $ 10,674 3 754907103 RAYONIER INC COM 200 $ 10,802 3 755111507 RAYTHEON CO COM NEW 19,919 $ 614,941 3 75605L104 REALNETWORKS INC COM 300 $ 4,099 3 75621K106 RECKSON ASSOCS RLTY CORP COM 8,600 $ 230,000 3 757209101 REDBACK NETWORKS INC COM 600 $ 6,223 3 758932107 REGIS CORP MINN COM 3,000 $ 73,221 3 758940100 REGIONS FINL CORP COM 2,100 $ 78,140 3 759148109 REHABCARE GROUP INC COM 300 $ 16,814 3 759930100 RENAL CARE GROUP INC COM 7,900 $ 302,129 3 76009N100 RENT A CTR INC NEW COM 300 $ 18,349 3 761230101 RESPIRONICS INC COM 600 $ 20,763 3 76132M102 REUTERS GROUP PLC SPONSORED ADR 1,424 $ 128,740 3 767204100 RIO TINTO PLC SPONSORED ADR 1,200 $ 101,372 3 767754104 RITE AID CORP COM 29,000 $ 303,488 3 773903109 ROCKWELL INTL CORP NEW COM 200 $ 8,865 3 775109200 ROGERS COMMUNICATIONS INC CL B 38,734 $ 877,712 3 775315104 ROGERS WIRELESS COMMUNICATION SCL B NON-VTG 89,900 $ 2,346,390 3 779915107 ROYAL GROUP TECHNOLOGIES LTD SUB VTG SH 43,313 $ 1,210,598 3 780087102 ROYAL BK CDA MONTREAL QUE COM 2,939,272 $ 142,760,441 3 780097309 ROYAL BK SCOTLAND GROUP PLC SP ADR B PREF 900 $ 27,042 3 780097408 ROYAL BK SCOTLAND GROUP PLC SP ADR PREF C 4,600 $ 137,198 3 780097705 ROYAL BK SCOTLAND GROUP PLC SP ADR PREF E 9,200 $ 284,023 3 780257804 ROYAL DUTCH PETE CO NY REG GLD1.25 111,975 $ 7,586,956 3 78375P107 RYERSON TULL INC NEW COM 10,050 $ 157,644 3 78387G103 SBC COMMUNICATIONS INC COM 33,841 $ 1,576,361 3 78440P108 SK TELECOM LTD SPONSORED ADR 290 $ 5,705 3 78462F103 SPDR TR UNIT SER 1 3,320 $ 473,293 3 784635104 SPX CORP COM 5,416 $ 788,343 3 785905100 SABRE HLDGS CORP CL A 144 $ 8,372 3 786429100 SAFECO CORP COM 9,600 $ 329,302 3 786514208 SAFEWAY INC COM NEW 63,800 $ 3,560,933 3 792860108 ST PAUL COS INC COM 2,432 $ 143,375 3
90 794093104 SALEM COMMUNICATIONS CORP DEL CL A 900 $ 22,898 3 803054204 SAP AKTIENGESELLSCHAFT SPONSORED ADR 1,645 $ 67,120 3 803111103 SARA LEE CORP COM 21,800 $ 480,108 3 803866300 SASOL LTD SPONSORED ADR 5,000 $ 52,733 3 806407102 SCHEIN HENRY INC COM 4,400 $ 204,958 3 806605101 SCHERING PLOUGH CORP COM 103,402 $ 4,357,309 3 806857108 SCHLUMBERGER LTD COM 31,375 $ 1,920,809 3 807066105 SCHOLASTIC CORP COM 5,000 $ 261,628 3 807863105 SCHOOL SPECIALTY INC COM 900 $ 27,052 3 808513105 SCHWAB CHARLES CORP NEW COM 200 $ 3,663 3 81013T705 SCOTTISH PWR PLC SPON ADR FINAL 86 $ 2,920 3 81211K100 SEALED AIR CORP NEW COM 300 $ 12,994 3 812387108 SEARS ROEBUCK & CO COM 5,200 $ 255,828 3 81369Y803 SECTOR SPDR TR SBI INT-TECH 8,575 $ 280,881 3 816850101 SEMTECH CORP COM 500 $ 17,442 3 81752M101 SERONO S A SPONSORED ADR 200 $ 5,802 3 817565104 SERVICE CORP INTL COM 6,000 $ 44,372 3 81788Q100 724 SOLUTIONS INC COM 153 $ 1,721 3 820280105 SHAW GROUP INC COM 400 $ 18,651 3 82028K200 SHAW COMMUNICATIONS INC CL B CONV 34,761 $ 1,246,529 3 822703609 SHELL TRANS & TRADING PLC NEW YRK SH NEW 1,500 $ 87,802 3 824348106 SHERWIN WILLIAMS CO COM 51,420 $ 1,327,356 3 82481R106 SHIRE PHARMACEUTICALS GRP PLC SPONSORED ADR 1,279 $ 82,559 3 826170102 SIEBEL SYS INC COM 26,600 $ 1,450,628 3 826428104 SIERRA PAC RES NEW COM 720 $ 13,387 3 826516106 SIERRA WIRELESS INC COM 50 $ 1,400 3 827056102 SILICON GRAPHICS INC COM 220 $ 356 3 82823L106 SILVER STD RES INC COM 11 $ 31 3 828408104 SILVERLINE TECHNOLOGIES LTD SPONSORED ADR 1,500 $ 5,320 3 830879102 SKYWEST INC COM 500 $ 16,279 3 832682108 SMTC CORP COM 700 $ 2,352 3 832696306 SMUCKER J M CO COM 200 $ 6,047 3 832727101 SMURFIT-STONE CONTAINER CORP COM 3,213 $ 60,524 3 834182107 SOLECTRON CORP COM 200 $ 4,256 3 83545G102 SONIC AUTOMOTIVE INC CL A 400 $ 10,906 3 835470105 SONICWALL INC COM 1,100 $ 32,245 3 835495102 SONOCO PRODS CO COM 7,600 $ 219,870 3 835699307 SONY CORP ADR NEW 3,365 $ 319,675 3
91 842587107 SOUTHERN CO COM 300 $ 8,110 3 844741108 SOUTHWEST AIRLS CO COM 6,750 $ 145,125 3 847788106 SPEEDWAY MOTORSPORTS INC COM 1,300 $ 38,108 3 84855W109 SPINNAKER EXPL CO COM 300 $ 13,905 3 852061100 SPRINT CORP COM FON GROUP 50,775 $ 1,261,109 3 852061506 SPRINT CORP PCS COM SER 1 800 $ 22,465 3 85590A203 STARWOOD HOTELS&RESORTS WRLDWD PAIRED CTF 215 $ 9,320 3 857477103 STATE STR CORP COM 2,550 $ 146,744 3 860370105 STEWART ENTERPRISES INC CL A 23,050 $ 195,658 3 860831106 STILWELL FINL INC COM 2,625 $ 102,436 3 861012102 STMICROELECTRONICS N V NY REGISTRY 200 $ 7,788 3 86211E103 STORAGENETWORKS INC COM 1,000 $ 19,756 3 866796105 SUN LIFE FINL SVCS CDA INC COM 93,023 $ 3,377,665 3 866810104 SUN MICROSYSTEMS INC COM 66,600 $ 1,217,388 3 867229106 SUNCOR ENERGY INC COM 467,887 $ 18,060,438 3 867363103 SUNGARD DATA SYS INC COM 14,800 $ 516,450 3 86764P109 SUNOCO INC COM 750 $ 31,945 3 86768K106 SUNRISE ASSISTED LIVING INC COM 150 $ 4,578 3 868168105 SUPERIOR INDS INTL INC COM 1,600 $ 71,256 3 868536103 SUPERVALU INC COM 1,400 $ 28,570 3 870875101 SWISS HELVETIA FD INC COM 12,000 $ 162,280 3 871503108 SYMANTEC CORP COM 7,005 $ 355,870 3 87160A100 SYNGENTA AG SPONSORED ADR 62 $ 779 3 87160V104 SYNSORB BIOTECH INC COM 11,000 $ 17,600 3 871829107 SYSCO CORP COM 6,200 $ 195,733 3 872362108 TD WATERHOUSE GRP INC COM 1,200 $ 19,140 3 872375100 TECO ENERGY INC COM 7,700 $ 273,081 3 872443403 THQ INC COM NEW 400 $ 27,735 3 87255E108 TLC LASER EYE CENTERS INC COM 700 $ 5,166 3 87305U102 TTR TECHNOLOGIES INC COM 2,000 $ 14,535 3 87308K200 TVX GOLD INC COM NEW 1,000 $ 840 3 873168108 TXU CORP COM 500 $ 28,017 3 874039100 TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 425 $ 7,507 3 874054109 TAKE-TWO INTERACTIVE SOFTWARE COM 1,400 $ 30,198 3 87425E103 TALISMAN ENERGY INC COM 53,745 $ 3,103,774 3 87588Q109 TANOX INC COM 500 $ 18,343 3 87612E106 TARGET CORP COM 7,550 $ 303,756 3 878237106 TECH DATA CORP COM 1,000 $ 38,791 3
92 878377100 TECHNE CORP COM 400 $ 15,116 3 879101103 TEKELEC COM 200 $ 6,302 3 879246106 TELE NORTE LESTE PART S A SPON ADR PFD 6,481 $ 115,000 3 879252104 TELE SUDESTE CELULAR PART S A SPON ADR PFD 4 $ 92 3 879287308 TELECOMUNICACOES BRASILEIRAS S SPONSORED ADR 4,970 $ 270,172 3 87929A102 TELECOMUNICACOES DE SAO PAULO SPON ADR PFD 20 $ 263 3 879360105 TELEDYNE TECHNOLOGIES INC COM 55 $ 972 3 879369106 TELEFLEX INC COM 9,835 $ 503,186 3 879382208 TELEFONICA S A SPONSORED ADR 11,093 $ 480,352 3 879403780 TELEFONOS DE MEXICO S A SPON ADR ORD L 23,700 $ 967,015 3 879433100 TELEPHONE & DATA SYS INC COM 140 $ 17,703 3 879664100 TELLABS INC COM 13,245 $ 298,475 3 87971M202 TELUS CORP NON-VTG SHS 76,386 $ 2,517,683 3 879868107 TEMPLE INLAND INC COM 200 $ 12,393 3 88018T101 TEMPLETON DRAGON FD INC COM 8,500 $ 86,581 3 88018X102 TEMPLETON CHINA WORLD FD INC COM 1,400 $ 15,319 3 88033G100 TENET HEALTHCARE CORP COM 26,500 $ 1,590,000 3 880770102 TERADYNE INC COM 565 $ 22,994 3 880775101 TERAYON COMMUNICATION SYS COM 1,500 $ 10,674 3 880915103 TERRA INDS INC COM 302 $ 1,767 3 88157K101 TESCO CORP COM 18,200 $ 311,220 3 881694103 TEXACO INC COM 12,020 $ 931,689 3 881908107 TESMA INTL INC CL A SUB VTG 1,175 $ 36,425 3 882508104 TEXAS INSTRS INC COM 13,850 $ 513,738 3 883375107 THERAGENICS CORP COM 6,000 $ 77,930 3 884315102 THOMAS & BETTS CORP COM 600 $ 15,398 3 885535104 3COM CORP COM 11,500 $ 63,518 3 88575T205 360NETWORKS INC SUB VTG SHS 500 $ 75 3 886547108 TIFFANY & CO NEW COM 500 $ 21,058 3 889090403 TOKIO MARINE & FIRE INS LTD ADR NEW 9,900 $ 535,406 3 890516107 TOOTSIE ROLL INDS INC COM 713 $ 31,952 3 891160509 TORONTO DOMINION BK ONT COM NEW 2,122,788 $ 82,024,528 3 89151E109 TOTAL FINA ELF S A SPONSORED ADR 1,000 $ 81,628 3 892335100 TOYS R US INC COM 23,500 $ 676,309 3 893526103 TRANSCANADA PIPELINES LTD COM 1,464,427 $ 27,458,000 3 893735100 TRANSKARYOTIC THERAPIES INC COM 20,870 $ 714,676 3 89579K109 TRIAD HOSPITALS INC COM 408 $ 13,981 3 895953107 TRICON GLOBAL RESTAURANTS COM 1,195 $ 61,001 3
93 896263100 TRIMERIS INC COM 400 $ 23,288 3 89674K103 TRIQUINT SEMICONDUCTOR INC COM 1,500 $ 39,244 3 896938107 TRIZEC HAHN CORP SUB VTG 6,221 $ 173,255 3 902124106 TYCO INTL LTD NEW COM 135,070 $ 8,561,236 3 902905827 USX MARATHON GROUP COM NEW 13,050 $ 447,798 3 902911106 UST INC COM 25,100 $ 842,308 3 902971100 U S RESTAURANT PPTYS INC COM 750 $ 13,020 3 902973304 US BANCORP DEL COM NEW 5,300 $ 140,450 3 902984103 USA NETWORKS INC COM 10,500 $ 367,500 3 903293405 U S G CORP COM NEW 10,000 $ 49,070 3 90337T101 USX-U S STL COM 25 $ 586 3 90390U102 USA ED INC COM 1,400 $ 118,837 3 904000106 ULTRAMAR DIAMOND SHAMROCK CORP COM 2,086 $ 114,609 3 904034105 ULTRATECH STEPPER INC COM 100 $ 2,983 3 904767704 UNILEVER PLC SPON ADR NEW 650 $ 26,076 3 904784709 UNILEVER N V N Y SHS NEW 14,783 $ 1,023,980 3 907818108 UNION PAC CORP COM 3,025 $ 193,143 3 909214108 UNISYS CORP COM 39,420 $ 674,267 3 909839102 UNITED CMNTY FINL CORP OHIO COM 32,200 $ 325,745 3 911163103 UNITED NAT FOODS INC COM 1,100 $ 26,797 3 911312106 UNITED PARCEL SERVICE INC CL B 150 $ 10,081 3 911363109 UNITED RENTALS INC COM 600 $ 18,105 3 913017109 UNITED TECHNOLOGIES CORP COM 10,010 $ 852,712 3 91324P102 UNITEDHEALTH GROUP INC COM 700 $ 50,262 3 914906102 UNIVISION COMMUNICATIONS INC CL A 100 $ 4,974 3 915289102 UNOCAL CORP COM 400 $ 15,884 3 91529Y106 UNUMPROVIDENT CORP COM 100 $ 3,735 3 918204108 V F CORP COM 1,000 $ 42,302 3 922122106 VARCO INTL INC DEL COM 356 $ 7,704 3 922207105 VARIAN SEMICONDUCTOR EQUIPMNT COM 200 $ 9,767 3 92220P105 VARIAN MED SYS INC COM 200 $ 16,628 3 92239N109 VASTERA INC COM 2,000 $ 33,023 3 922571104 VELCRO INDS N V COM 300 $ 3,759 3 922944103 VENATOR GROUP INC COM 4 $ 71 3 923436109 VERITAS SOFTWARE CO COM 89 $ 6,885 3 92343P107 VERITAS DGC INC COM 890 $ 37,380 3 92343V104 VERIZON COMMUNICATIONS COM 157,598 $ 9,804,061 3 92532F100 VERTEX PHARMACEUTICALS INC COM 53,485 $ 3,078,495 3
94 925524100 VIACOM INC CL A 13,000 $ 801,767 3 925524308 VIACOM INC CL B 2,451 $ 147,487 3 92552R109 VIAD CORP COM 100 $ 3,070 3 925602104 VICAL INC COM 600 $ 9,753 3 92656N103 VIDEO NETWORK COMMUNICATIONS COM 15,000 $ 35,756 3 927460105 VINTAGE PETE INC COM 10,000 $ 217,442 3 92763R104 VIRAGE LOGIC CORP COM 1,800 $ 32,421 3 928298108 VISHAY INTERTECHNOLOGY INC COM 100 $ 2,674 3 92839U107 VISTEON CORP COM 1,175 $ 25,112 3 92844S105 VISX INC DEL COM 1,400 $ 31,500 3 928497106 VITESSE SEMICONDUCTOR CORP COM 400 $ 9,786 3 92851S204 VIVENDI UNIVERSAL SPON ADR NEW 6,584 $ 444,037 3 92857W100 VODAFONE GROUP PLC NEW SPONSORED ADR 11,630 $ 302,245 3 92923B106 WFS FINL INC COM 600 $ 21,453 3 929297109 WMS INDS INC COM 1,100 $ 41,148 3 929309300 WPP GROUP PLC SPON ADR NEW 2,033 $ 156,846 3 929771103 WACHOVIA CORP COM 32,350 $ 2,676,400 3 929794303 WACKENHUT CORP COM SER B 2,000 $ 32,000 3 930059100 WADDELL & REED FINL INC CL A 100 $ 3,692 3 931142103 WAL MART STORES INC COM 236,585 $ 13,424,827 3 931422109 WALGREEN CO COM 62,600 $ 2,508,369 3 939322103 WASHINGTON MUT INC COM 6,780 $ 296,034 3 939640108 WASHINGTON POST CO CL B 490 $ 327,047 3 941053100 WASTE CONNECTIONS INC COM 900 $ 37,674 3 94106L109 WASTE MGMT INC DEL COM 31,000 $ 1,110,953 3 94113U100 WATER PIK TECHNOLOGIES INC COM 19 $ 187 3 941848103 WATERS CORP COM 2,500 $ 80,262 3 942683103 WATSON PHARMACEUTICALS INC COM 35,007 $ 2,509,106 3 947423109 WEBB DEL CORP COM 10,200 $ 458,882 3 94767L109 WEBEX INC COM 200 $ 6,200 3 94768C108 WEBMETHODS INC COM 300 $ 7,388 3 949702104 WELLMAN INC COM 7,500 $ 156,105 3 94973H108 WELLPOINT HEALTH NETWORK NEW COM 2,660 $ 291,487 3 949746101 WELLS FARGO & CO NEW COM 117,672 $ 6,352,923 3 950590109 WENDYS INTL INC COM 23,350 $ 693,441 3 950813105 WESCAST INDS INC CL A SUB VTG 2,000 $ 102,900 3 950817106 WESCO FINL CORP COM 10 $ 4,045 3 956909105 WESTAIM CORP COM 28,600 $ 293,150 3
95 95751D102 WESTCOAST ENERGY INC COM 425,184 $ 15,191,826 3 958259103 WESTERN GAS RES INC COM 100 $ 3,791 3 961548104 WESTVACO CORP COM 1,400 $ 39,542 3 962166104 WEYERHAEUSER CO COM 196 $ 12,528 3 963320106 WHIRLPOOL CORP COM 900 $ 65,407 3 968223206 WILEY JOHN & SONS INC CL A 1,000 $ 27,500 3 969133107 WILLAMETTE INDS INC COM 200 $ 11,512 3 969455104 WILLIAMS COMMUNICATIONS GROUP CL A 924 $ 3,191 3 969457100 WILLIAMS COS INC DEL COM 1,600 $ 61,302 3 974637100 WINNEBAGO INDS INC COM 500 $ 17,878 3 976657106 WISCONSIN ENERGY CORP COM 800 $ 22,112 3 980905103 WORLD HEART CORP COM 2,000 $ 25,000 3 98157D106 WORLDCOM INC GA NEW WRLDCOM GP COM 4,895 $ 80,824 3 98157D304 WORLDCOM INC GA NEW MCI GROUP COM 181 $ 4,668 3 981922107 WORLDPAGES COM INC COM 31,244 $ 141,821 3 982526105 WRIGLEY WM JR CO COM 2,400 $ 130,744 3 98389B100 XCEL ENERGY INC COM 12,965 $ 428,900 3 983919101 XILINX INC COM 1,300 $ 62,340 3 984121103 XEROX CORP COM 111,800 $ 1,244,110 3 988858106 ZALE CORP NEW COM 2,475 $ 96,985 3 D1668R123 DAIMLERCHRYSLER AG ORD 2,730 $ 158,340 3 G0070K103 ACE LTD ORD 4,500 $ 204,541 3 G02602103 AMDOCS LTD ORD 100 $ 6,262 3 G31611109 XCELERA INC COM 1,200 $ 5,777 3 G3921A100 GLOBAL CROSSING LTD COM 4,400 $ 44,205 3 G3930H104 GLOBALSTAR TELECOMMUNICTNS LTDCOM 1,000 $ 384 3 G4388N106 HELEN OF TROY CORP LTD COM 4,000 $ 41,116 3 G4933P101 IPC HLDGS LTD ORD 4,500 $ 123,802 3 G56462107 LORAL SPACE & COMMUNICATIONS COM 2,000 $ 6,512 3 G80550109 SEVEN SEAS PETROLEUM INC ORD 29 $ 81 3 G84922106 STEWART W P & CO LTD COM 2,000 $ 56,977 3 G87210103 UTI WORLDWIDE INC ORD 700 $ 12,958 3 G90078109 TRANSOCEAN SEDCO FOREX INC ORD 4,073 $ 195,362 3 G98255105 XL CAP LTD CL A 1,250 $ 119,331 3 M22465104 CHECK POINT SOFTWARE TECH LTD ORD 2,200 $ 129,365 3 M81873107 RADWARE LTD ORD 1,300 $ 27,285 3 M8737E108 TARO PHARMACEUTICAL INDS LTD ORD 500 $ 50,907 3 M97540104 VIRYANET LTD ORD 4,400 $ 3,837 3
96 N07045102 ASM INTL N V COM 500 $ 11,541 3 N07059111 ASML HLDG NV N Y SHS 2,000 $ 51,744 3 N6748L102 ORTHOFIX INTL N V COM 200 $ 6,240 3 N82345104 STATIA TERMINALS GROUP N V ORD 14,300 $ 226,140 3 P74823108 PANAMERICAN BEVERAGES INC CL A 7,525 $ 177,625 3 Y2573F102 FLEXTRONICS INTL LTD ORD 1,200 $ 36,433 3 $19,577,338,252
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