-----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, BsKL5XpxH76DbBLOlG0ATkoD9F9Uy2kz6O3wKwR/uJXn73GRc631TAGvxrkfzAG1 8L3rAxgbJj2ErKAP+O96rA== 0001193125-06-112255.txt : 20060515 0001193125-06-112255.hdr.sgml : 20060515 20060515133105 ACCESSION NUMBER: 0001193125-06-112255 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20060331 FILED AS OF DATE: 20060515 DATE AS OF CHANGE: 20060515 EFFECTIVENESS DATE: 20060515 FILER: COMPANY DATA: COMPANY CONFORMED NAME: TAL GLOBAL ASSET MANAGEMENT INC CENTRAL INDEX KEY: 0001021926 IRS NUMBER: 000000000 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-03663 FILM NUMBER: 06839004 BUSINESS ADDRESS: STREET 1: 1000 DE LA GAUCHETIERE WEAT STE 3100 CITY: MONTREAL QUEBEC CANA STATE: E6 MAIL ADDRESS: STREET 1: 1000 DE LA GAUTHETIERE WEST STREET 2: SUITE 3100 CITY: MONTREAL, QUEBEC FORMER COMPANY: FORMER CONFORMED NAME: TAL INVESTMENT COUNSEL LTD DATE OF NAME CHANGE: 19980206 13F-HR 1 d13fhr.txt FORM 13 - F UNITED STATES SECURITIES AND EXCHANGE COMMISSION WASHINGTON D.C. 20549 FORM 13F FORM 13F COVER PAGE Report for the Calendar Year or Quarter Ended: March 31st 2006 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: CIBC Global Asset Management Inc. Address: 1000 de la Gauchetiere Street West, Suite 3100 Montreal, Quebec H3B 4W5 13F File Number: The 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 submission. Person Signing this Report on Behalf of Reporting Manager: Name: Guy Desrochers Title: First Vice-President, Global Equity Phone: (514) 875-7045 extension 3603 Signature, Place, and Date of Signing: /s/ Guy Desrochers Montreal, Quebec May 15, 2006 - ---------------------------- ---------------------- Report Type (Check only one.): [x] 13F HOLDINGS REPORT. [ ] 13F NOTICE. [ ] 13F COMBINATION REPORT. List of Other Managers Reporting for this Manager: FORM 13F SUMMARY PAGE Reprt Summary: -------- Number of Other Included Managers: -------- Form 13F Information Table Entry Total: None Form 13F Information Table Value Total: $9,145,536,000 List of Other Included Managers: FORM 13F
DATE: 060331 PAGE: 1 ITEM 6 ITEM 8 ITEM 4 INVESTMENT VOTING AUTHORITY FAIR ITEM 5 DISCRETION (SHARES) ITEM 1 ITEM 2 ITEM 3 MARKET SH/PRN SH/PRN PUT/CALL TYPE ITEM 7 (A)SOLE (B)SHARED (C)NONE ISSUER CLASS SECID VALUE AMOUNT MGRS (000s) - -------------------- ------- --------- ----------- --------- --------- --------- --------- -------- --------- --------- --------- 1 800 FLOWERS COM CLASS 68243Q106 61. 8621. SH SOLE 8621. 0. 0. 1ST SOURCE CORP COMMON 336901103 72. 2396. SH SOLE 2396. 0. 0. 21ST CENTURY INS GRP COMMON 90130N103 86. 5452. SH SOLE 5452. 0. 0. 3COM CORP COMMON 885535104 125. 24389. SH SOLE 24389. 0. 0. 3DO CO COMMON 88553W204 0. 588. SH SOLE 588. 0. 0. 3M COMPANY COMMON 88579Y101 4259. 56269. SH SOLE 56269. 0. 0. 99 CENTS ONLY STORES COMMON 65440K106 86. 6365. SH SOLE 6365. 0. 0. A S V INC COMMON 001963107 75. 2334. SH SOLE 2334. 0. 0. AAR CORP COMMON 000361105 48. 1675. SH SOLE 1675. 0. 0. AARON RENTS INC COMMON 002535201 86. 3176. SH SOLE 3176. 0. 0. ABBOTT LABS COMMON 002824100 4784. 112654. SH SOLE 112654. 0. 0. ABER DIAMOND CORP COMMON 002893105 1729. 42925. SH SOLE 42925. 0. 0. ABERCROMBIE & FITCH CLASS A 002896207 581. 9971. SH SOLE 9971. 0. 0. ABGENIX INC COMMON 00339B107 124. 5505. SH SOLE 5505. 0. 0. ABITIBI CONS INC COMMON 003924107 1378. 333014. SH SOLE 333014. 0. 0. ABM INDS INC COMMON 000957100 60. 3118. SH SOLE 3118. 0. 0. ------ PAGE TOTAL 13554.
FORM 13F
DATE: 060331 PAGE: 2 ITEM 6 ITEM 8 ITEM 4 INVESTMENT VOTING AUTHORITY FAIR ITEM 5 DISCRETION (SHARES) ITEM 1 ITEM 2 ITEM 3 MARKET SH/PRN SH/PRN PUT/CALL TYPE ITEM 7 (A)SOLE (B)SHARED (C)NONE ISSUER CLASS SECID VALUE AMOUNT MGRS (000s) - -------------------- ------- --------- ----------- --------- --------- --------- --------- -------- --------- --------- --------- ABX AIR INC COMMON 00080S101 56. 8294. SH SOLE 8294. 0. 0. ACADIA REALTY TRUST COM SH 004239109 70. 2990. SH SOLE 2990. 0. 0. ACCENTURE LTD CLASS A G1150G111 4467. 148544. SH SOLE 148544. 0. 0. ACCO BRANDS CORP COMMON 00081T108 72. 3233. SH SOLE 3233. 0. 0. ACCREDITED HOME LNDR COMMON 00437P107 73. 1418. SH SOLE 1418. 0. 0. ACCRUE SOFTWARE INC COMMON 00437W102 0. 588. SH SOLE 588. 0. 0. ACCURIDE CORP COMMON 004398103 54. 4679. SH SOLE 4679. 0. 0. ACE LIMITED COMMON G0070K103 1141. 21941. SH SOLE 21941. 0. 0. ACTIVISION INC COMMON 004930202 1336. 96847. SH SOLE 96847. 0. 0. ACTUANT CORPORATION CLASS A 00508X203 100. 1628. SH SOLE 1628. 0. 0. ACUITY BRANDS COMMON 00508Y102 106. 2639. SH SOLE 2639. 0. 0. ACXIOM CORP COMMON 005125109 138. 5332. SH SOLE 5332. 0. 0. ADAMS RESPIR THERP COMMON 00635P107 82. 2054. SH SOLE 2054. 0. 0. ADAPTEC INC COMMON 00651F108 63. 11393. SH SOLE 11393. 0. 0. ADC TELECOMMUNICATNS COMMON 000886309 197. 7698. SH SOLE 7698. 0. 0. ADELPHIA COMMUNCATN CLASS A 006848105 0. 128. SH SOLE 128. 0. 0. ADESA INC COMMON 00686U104 152. 5681. SH SOLE 5681. 0. 0. ----- PAGE TOTAL 8107.
FORM 13F
DATE: 060331 PAGE: 3 ITEM 6 ITEM 8 ITEM 4 INVESTMENT VOTING AUTHORITY FAIR ITEM 5 DISCRETION (SHARES) ITEM 1 ITEM 2 ITEM 3 MARKET SH/PRN SH/PRN PUT/CALL TYPE ITEM 7 (A)SOLE (B)SHARED (C)NONE ISSUER CLASS SECID VALUE AMOUNT MGRS (000s) - -------------------- ------- --------- ----------- --------- --------- --------- --------- -------- --------- --------- --------- ADMINISTAFF INC COMMON 007094105 92. 1692. SH SOLE 1692. 0. 0. ADOBE SYSTEMS INC COMMON 00724F101 2663. 76192. SH SOLE 76192. 0. 0. ADOLOR CORP COMMON 00724X102 106. 4451. SH SOLE 4451. 0. 0. ADTRAN INC COMMON 00738A106 122. 4668. SH SOLE 4668. 0. 0. ADV MICRO DEVICES COMMON 007903107 4225. 127409. SH SOLE 127409. 0. 0. ADVANCE AMER CASH AD COMMON 00739W107 77. 5355. SH SOLE 5355. 0. 0. ADVANCED ANALOGIC COMMON 00752J108 49. 4300. SH SOLE 4300. 0. 0. ADVANCED AUTO PARTS COMMON 00751Y106 286. 6880. SH SOLE 6880. 0. 0. ADVANCED DIGIT INFO COMMON 007525108 52. 5934. SH SOLE 5934. 0. 0. ADVANCED ENERGY IND COMMON 007973100 65. 4610. SH SOLE 4610. 0. 0. ADVANCED MEDICAL OP COM 00763M108 188. 4028. SH SOLE 4028. 0. 0. ADVANTA CORP CLASS A 007942105 68. 1996. SH SOLE 1996. 0. 0. ADVANTAGE ENGY INCOM TRUST U 00762L101 1061. 55575. SH SOLE 55575. 0. 0. ADVENT SOFTWARE INC COMMON 007974108 58. 2057. SH SOLE 2057. 0. 0. ADVISORY BRD CO COMMON 00762W107 71. 1273. SH SOLE 1273. 0. 0. ADVO INC COMMON 007585102 71. 2234. SH SOLE 2234. 0. 0. AEROFLEX INC COMMON 007768104 76. 5537. SH SOLE 5537. 0. 0. ----- PAGE TOTAL 9330.
FORM 13F
DATE: 060331 PAGE: 4 ITEM 6 ITEM 8 ITEM 4 INVESTMENT VOTING AUTHORITY FAIR ITEM 5 DISCRETION (SHARES) ITEM 1 ITEM 2 ITEM 3 MARKET SH/PRN SH/PRN PUT/CALL TYPE ITEM 7 (A)SOLE (B)SHARED (C)NONE ISSUER CLASS SECID VALUE AMOUNT MGRS (000s) - -------------------- ------- --------- ----------- --------- --------- --------- --------- -------- --------- --------- --------- AEROPOSTALE INC COMMON 007865108 104. 3450. SH SOLE 3450. 0. 0. AES CORP COMMON 00130H105 1514. 88772. SH SOLE 88772. 0. 0. AETNA INC COMMON 00817Y108 5214. 106162. SH SOLE 104862. 0. 1300. AFFILIATED COMP SVCS CL A CO 008190100 513. 8591. SH SOLE 8591. 0. 0. AFFILIATED MANAGE GR COMMON 008252108 221. 2076. SH SOLE 2076. 0. 0. AFFYMETRIX INC COMMON 00826T108 123. 3745. SH SOLE 3745. 0. 0. AFLAC INC COMMON 001055102 2963. 65717. SH SOLE 65717. 0. 0. AGCO CORP COMMON 001084102 116. 5593. SH SOLE 5593. 0. 0. AGERE SYSTEMS INC COMMON 00845V308 2070. 137640. SH SOLE 137640. 0. 0. AGILENT TECHN INC COMMON 00846U101 1238. 32969. SH SOLE 32969. 0. 0. AGILYSYS INC COMMON 00847J105 49. 3224. SH SOLE 3224. 0. 0. AGL RESOURCES INC COMMON 001204106 172. 4769. SH SOLE 4769. 0. 0. AGNICO EAGLE MINES COMMON 008474108 7943. 260907. SH SOLE 260907. 0. 0. AGRIUM INC COMMON 008916108 45241. 1792295. SH SOLE 1787690. 0. 4605. AIFUL CORPORATION ADR (0. 00873N103 282. 17260. SH SOLE 17260. 0. 0. AIR LIQUIDE ADR (0. 009126202 573. 13816. SH SOLE 13816. 0. 0. AIR PRODS & CHEMS COMMON 009158106 1173. 17451. SH SOLE 17451. 0. 0. ------ PAGE TOTAL 69509.
FORM 13F
DATE: 060331 PAGE: 5 ITEM 6 ITEM 8 ITEM 4 INVESTMENT VOTING AUTHORITY FAIR ITEM 5 DISCRETION (SHARES) ITEM 1 ITEM 2 ITEM 3 MARKET SH/PRN SH/PRN PUT/CALL TYPE ITEM 7 (A)SOLE (B)SHARED (C)NONE ISSUER CLASS SECID VALUE AMOUNT MGRS (000s) - -------------------- ------- --------- ----------- --------- --------- --------- --------- -------- --------- --------- --------- AIRGAS INC COMMON 009363102 181. 4622. SH SOLE 4622. 0. 0. AIRTRAN HLDGS INC COMMON 00949P108 99. 5457. SH SOLE 5457. 0. 0. AK STL HLDG CORP COMMON 001547108 104. 6939. SH SOLE 6939. 0. 0. AKAMAI TECH INC COMMON 00971T101 284. 8624. SH SOLE 8624. 0. 0. AKZO NOBEL NV ADR (2S EAKZO 282. 5350. SH SOLE 5140. 0. 210. ALABAMA NATL BANCORP COMMON 010317105 71. 1039. SH SOLE 1039. 0. 0. ALASKA AIR GROUP INC COMMON 011659109 61. 1730. SH SOLE 1730. 0. 0. ALASKA COMMUN SY GRP COMMON 01167P101 72. 5900. SH SOLE 5900. 0. 0. ALBANY INTL CORP CLASS A 012348108 80. 2113. SH SOLE 2113. 0. 0. ALBANY MOLECULAR RE COMMON 012423109 49. 4858. SH SOLE 4858. 0. 0. ALBEMARLE CORP COMMON 012653101 128. 2828. SH SOLE 2828. 0. 0. ALBERTO-CULVER CO COMMON 013068101 1852. 41866. SH SOLE 40734. 0. 1132. ALBERTSONS INC COMMON 013104104 648. 25254. SH SOLE 25254. 0. 0. ALCAN INC COMMON 013716105 185557. 4053224. SH SOLE 4039589. 0. 13635. ALCOA INC COMMON 013817101 1960. 64141. SH SOLE 64141. 0. 0. ALDERWOODS GROUP INC COMMON 014383103 71. 3945. SH SOLE 3945. 0. 0. ALERIS INTERNATIONAL COMMON 014477103 94. 1963. SH SOLE 1963. 0. 0. ------- PAGE TOTAL 191593.
FORM 13F
DATE: 060331 PAGE: 6 ITEM 6 ITEM 8 ITEM 4 INVESTMENT VOTING AUTHORITY FAIR ITEM 5 DISCRETION (SHARES) ITEM 1 ITEM 2 ITEM 3 MARKET SH/PRN SH/PRN PUT/CALL TYPE ITEM 7 (A)SOLE (B)SHARED (C)NONE ISSUER CLASS SECID VALUE AMOUNT MGRS (000s) - -------------------- ------- --------- ----------- --------- --------- --------- --------- -------- --------- --------- --------- ALEXANDER & BALDWIN COMMON 014482103 129. 2706. SH SOLE 2706. 0. 0. ALEXANDER'S INC COMMON 014752109 92. 320. SH SOLE 320. 0. 0. ALEXANDRIA REAL ESTA REIT 015271109 125. 1312. SH SOLE 1312. 0. 0. ALEXION PHARM INC COMMON 015351109 108. 3057. SH SOLE 3057. 0. 0. ALFA CORP COMMON 015385107 87. 5104. SH SOLE 5104. 0. 0. ALIGN TECH INC COMMON 016255101 83. 9067. SH SOLE 9067. 0. 0. ALKERMES INC COMMON 01642T108 123. 5557. SH SOLE 5557. 0. 0. ALLEGHANY CORP DEL COMMON 017175100 143. 493. SH SOLE 493. 0. 0. ALLEGHENY ENERGY INC COMMON 017361106 363. 10731. SH SOLE 10731. 0. 0. ALLEGHENY TECH INC COMMON 01741R102 381. 6226. SH SOLE 6226. 0. 0. ALLERGAN INC COMMON 018490102 1208. 11136. SH SOLE 11136. 0. 0. ALLETE COMMON 018522300 88. 1885. SH SOLE 1885. 0. 0. ALLIANCE DATA SYSTEM COMMON 018581108 234. 5010. SH SOLE 5010. 0. 0. ALLIANCE RESRCE PRT UT LTD 01877R108 84. 2314. SH SOLE 2314. 0. 0. ALLIANCEBERSTEIN HLD COMMON 01881G106 328. 4949. SH SOLE 4949. 0. 0. ALLIANT ENERGY CORP COMMON 018802108 227. 7201. SH SOLE 7201. 0. 0. ALLIANT TECHSYSTEMS COMMON 018804104 180. 2329. SH SOLE 2329. 0. 0. ----- PAGE TOTAL 3983.
FORM 13F
DATE: 060331 PAGE: 7 ITEM 6 ITEM 8 ITEM 4 INVESTMENT VOTING AUTHORITY FAIR ITEM 5 DISCRETION (SHARES) ITEM 1 ITEM 2 ITEM 3 MARKET SH/PRN SH/PRN PUT/CALL TYPE ITEM 7 (A)SOLE (B)SHARED (C)NONE ISSUER CLASS SECID VALUE AMOUNT MGRS (000s) - -------------------- ------- --------- ----------- --------- --------- --------- --------- -------- --------- --------- --------- ALLIANZ AKTIENGESELL SP ADR 018805101 573. 34310. SH SOLE 34310. 0. 0. ALLIED WASTE IND COMMON 019589308 264. 21581. SH SOLE 21581. 0. 0. ALLSCRIPTS HEALTHCAR COMMON 01988P108 81. 4439. SH SOLE 4439. 0. 0. ALLSTATE CORP COMMON 020002101 2533. 48610. SH SOLE 48610. 0. 0. ALLTEL CORP COMMON 020039103 1682. 25976. SH SOLE 25976. 0. 0. ALON USA ENERGY COMMON 020520102 75. 3058. SH SOLE 3058. 0. 0. ALPHA NATURAL RES COMMON 02076X102 92. 3969. SH SOLE 3969. 0. 0. ALPHARMA INC CLASS A 020813101 87. 3252. SH SOLE 3252. 0. 0. ALTERA CORP COMMON 021441100 2916. 141255. SH SOLE 141255. 0. 0. ALTIRIS INC COMMON 02148M100 81. 3658. SH SOLE 3658. 0. 0. ALTRIA GROUP INC COMMON 02209S103 13132. 185327. SH SOLE 184727. 0. 600. AMAZON COM INC COMMON 023135106 1097. 30028. SH SOLE 30028. 0. 0. AMB PROPERTY CORP REIT 00163T109 278. 5123. SH SOLE 5123. 0. 0. AMBAC FINANCIAL GRP COMMON 023139108 582. 7307. SH SOLE 7307. 0. 0. AMBASSADORS GROUP COMMON 023177108 62. 2447. SH SOLE 2447. 0. 0. AMCOL INTL CORP COMMON 02341W103 82. 2859. SH SOLE 2859. 0. 0. AMCORE FINANCIAL INC COMMON 023912108 61. 1926. SH SOLE 1926. 0. 0. ------ PAGE TOTAL 23678.
FORM 13F
DATE: 060331 PAGE: 8 ITEM 6 ITEM 8 ITEM 4 INVESTMENT VOTING AUTHORITY FAIR ITEM 5 DISCRETION (SHARES) ITEM 1 ITEM 2 ITEM 3 MARKET SH/PRN SH/PRN PUT/CALL TYPE ITEM 7 (A)SOLE (B)SHARED (C)NONE ISSUER CLASS SECID VALUE AMOUNT MGRS (000s) - -------------------- ------- --------- ----------- --------- --------- --------- --------- -------- --------- --------- --------- AMDOCS LTD ORD G02602103 2380. 65990. SH SOLE 65990. 0. 0. AMEDISYS INC COMMON 023436108 47. 1351. SH SOLE 1351. 0. 0. AMERADA HESS CORP COMMON 023551104 869. 6101. SH SOLE 6101. 0. 0. AMERCO COMMON 023586100 130. 1318. SH SOLE 1318. 0. 0. AMEREN CORPORATION COMMON 023608102 924. 18543. SH SOLE 18333. 0. 210. AMERICAN AXLE & MFG COMMON 024061103 57. 3312. SH SOLE 3312. 0. 0. AMERICAN CAMPUS CMNT COMMON 024835100 63. 2447. SH SOLE 2447. 0. 0. AMERICAN COMMERCIAL COMMON 025195207 96. 2044. SH SOLE 2044. 0. 0. AMERICAN EAGLE OUTFT COMMON 02553E106 273. 9136. SH SOLE 9136. 0. 0. AMERICAN EQ INVT LIF COMMON 025676206 75. 5226. SH SOLE 5226. 0. 0. AMERICAN EXPRESS CO COMMON 025816109 5149. 97990. SH SOLE 97990. 0. 0. AMERICAN FINL RLTY COMMON 02607P305 93. 7953. SH SOLE 7953. 0. 0. AMERICAN MED SYS HLD COMMON 02744M108 97. 4306. SH SOLE 4306. 0. 0. AMERICAN NATL INS CO COMMON 028591105 184. 1641. SH SOLE 1641. 0. 0. AMERICAN PHARMACEUTI USD0.01 02886P109 124. 4360. SH SOLE 4360. 0. 0. AMERICAN PHYSICIANS COMMON 028884104 65. 1351. SH SOLE 1351. 0. 0. AMERICAN REAL EST DEPOSIT 029169109 135. 2928. SH SOLE 2928. 0. 0. ------ PAGE TOTAL 10761.
FORM 13F
DATE: 060331 PAGE: 9 ITEM 6 ITEM 8 ITEM 4 INVESTMENT VOTING AUTHORITY FAIR ITEM 5 DISCRETION (SHARES) ITEM 1 ITEM 2 ITEM 3 MARKET SH/PRN SH/PRN PUT/CALL TYPE ITEM 7 (A)SOLE (B)SHARED (C)NONE ISSUER CLASS SECID VALUE AMOUNT MGRS (000s) - -------------------- ------- --------- ----------- --------- --------- --------- --------- -------- --------- --------- --------- AMERICAN REPROGRAPHI COMMON 029263100 97. 2803. SH SOLE 2803. 0. 0. AMERICAN RETIREMENT COMMON 028913101 61. 2396. SH SOLE 2396. 0. 0. AMERICAN STANDARD CO COMMON 029712106 865. 20192. SH SOLE 17192. 0. 3000. AMERICAN STS WTR CO COMMON 029899101 72. 1917. SH SOLE 1917. 0. 0. AMERICAN TOWER CORP CLASS A 029912201 911. 30030. SH SOLE 30030. 0. 0. AMERICAN VANGUARD CO COMMON 030371108 76. 2494. SH SOLE 2494. 0. 0. AMERICAN WOODMARK COMMON 030506109 87. 2455. SH SOLE 2455. 0. 0. AMERICREDIT CORP COMMON 03060R101 281. 9153. SH SOLE 9153. 0. 0. AMERIGROUP CORP COMMON 03073T102 69. 3257. SH SOLE 3257. 0. 0. AMERIPRISE FINANCIAL COMMON 03076C106 827. 18362. SH SOLE 18362. 0. 0. AMERISOURCE-BERGEN COMMON 03073E105 685. 14192. SH SOLE 14192. 0. 0. AMERISTAR CASINOS COMMON 03070Q101 91. 3545. SH SOLE 3545. 0. 0. AMERN ELEC PWR INC COMMON 025537101 1028. 30225. SH SOLE 30225. 0. 0. AMERN FINL GROUP COMMON 025932104 198. 4769. SH SOLE 4769. 0. 0. AMERN GREETINGS CORP CLASS A 026375105 91. 4227. SH SOLE 4227. 0. 0. AMERN HOME MTG INVT COMMON 02660R107 96. 3072. SH SOLE 3072. 0. 0. AMERN INTL GROUP INC COMMON 026874107 16081. 256368. SH SOLE 255810. 0. 558. ------ PAGE TOTAL 21616.
FORM 13F
DATE: 060331 PAGE: 10 ITEM 6 ITEM 8 ITEM 4 INVESTMENT VOTING AUTHORITY FAIR ITEM 5 DISCRETION (SHARES) ITEM 1 ITEM 2 ITEM 3 MARKET SH/PRN SH/PRN PUT/CALL TYPE ITEM 7 (A)SOLE (B)SHARED (C)NONE ISSUER CLASS SECID VALUE AMOUNT MGRS (000s) - -------------------- ------- --------- ----------- --------- --------- --------- --------- -------- --------- --------- --------- AMERN PWR CONVERSION COMMON 029066107 360. 15582. SH SOLE 15582. 0. 0. AMERN SCIENCE & ENGR COMMON 029429107 86. 916. SH SOLE 916. 0. 0. AMERUS GROUP CO COMMON 03072M108 146. 2423. SH SOLE 2423. 0. 0. AMETEK INC COMMON 031100100 193. 4283. SH SOLE 4283. 0. 0. AMGEN INC COMMON 031162100 12529. 172255. SH SOLE 165755. 0. 6500. AMIS HOLDINGS INC COMMON 031538101 52. 5702. SH SOLE 5702. 0. 0. AMKOR TECHNOLOGY INC COMMON 031652100 97. 11209. SH SOLE 11209. 0. 0. AMN HEALTHCARE SERVI COMMON 001744101 58. 3072. SH SOLE 3072. 0. 0. AMPHENOL CORPORATION CLASS A 032095101 283. 5427. SH SOLE 5427. 0. 0. AMR CORP COMMON 001765106 270. 9988. SH SOLE 9988. 0. 0. AMSOUTH BANCORP COMMON 032165102 1106. 40872. SH SOLE 40342. 0. 530. AMSURG CORP COMMON 03232P405 62. 2743. SH SOLE 2743. 0. 0. AMYLIN PHARM INC COMMON 032346108 392. 8007. SH SOLE 8007. 0. 0. ANADARKO PETE COMMON 032511107 1836. 18179. SH SOLE 18179. 0. 0. ANALOG DEVICES INC COMMON 032654105 3698. 96572. SH SOLE 96572. 0. 0. ANALOGIC CORP COMMON 032657207 83. 1258. SH SOLE 1258. 0. 0. ANCHOR BANCORP COMMON 032839102 59. 1963. SH SOLE 1963. 0. 0. ------ PAGE TOTAL 21310.
FORM 13F
DATE: 060331 PAGE: 11 ITEM 6 ITEM 8 ITEM 4 INVESTMENT VOTING AUTHORITY FAIR ITEM 5 DISCRETION (SHARES) ITEM 1 ITEM 2 ITEM 3 MARKET SH/PRN SH/PRN PUT/CALL TYPE ITEM 7 (A)SOLE (B)SHARED (C)NONE ISSUER CLASS SECID VALUE AMOUNT MGRS (000s) - -------------------- ------- --------- ----------- --------- --------- --------- --------- -------- --------- --------- --------- ANDREW CORP COMMON 034425108 132. 10777. SH SOLE 10777. 0. 0. ANDRX GROUP COMMON 034553107 110. 4643. SH SOLE 4643. 0. 0. ANGIOTECH PHARMA COMMON 034918102 921. 62526. SH SOLE 62526. 0. 0. ANGLO AMERICAN PLC ADR(0.5 03485P102 744. 38000. SH SOLE 38000. 0. 0. ANHEUSER BUSCH COS COMMON 035229103 2433. 56896. SH SOLE 56896. 0. 0. ANIXTER INTL INC COMMON 035290105 107. 2247. SH SOLE 2247. 0. 0. ANNALY MTG MGMT INC COMMON 035710409 91. 7515. SH SOLE 7515. 0. 0. ANNTAYLOR STORES COMMON 036115103 166. 4522. SH SOLE 4522. 0. 0. ANSOFT CORP COMMON 036384105 74. 1774. SH SOLE 1774. 0. 0. ANSYS INC COMMON 03662Q105 107. 1975. SH SOLE 1975. 0. 0. ANTEON INTL CORP COMMON 03674E108 121. 2223. SH SOLE 2223. 0. 0. ANTHRACITE CAP INC COMMON 037023108 62. 5660. SH SOLE 5660. 0. 0. AO TATNEFT SP ADR 03737P306 1026. 9963. SH SOLE 9963. 0. 0. AON CORPORATION COMMON 037389103 879. 21180. SH SOLE 21180. 0. 0. APACHE CORP COMMON 037411105 1625. 24812. SH SOLE 24812. 0. 0. APARTMENT INVT&MGMT CLASS A 03748R101 450. 9598. SH SOLE 9598. 0. 0. APEX SILVER MINES ORDINAR G04074103 2035. 85700. SH SOLE 85700. 0. 0. ------ PAGE TOTAL 11083.
FORM 13F
DATE: 060331 PAGE: 12 ITEM 6 ITEM 8 ITEM 4 INVESTMENT VOTING AUTHORITY FAIR ITEM 5 DISCRETION (SHARES) ITEM 1 ITEM 2 ITEM 3 MARKET SH/PRN SH/PRN PUT/CALL TYPE ITEM 7 (A)SOLE (B)SHARED (C)NONE ISSUER CLASS SECID VALUE AMOUNT MGRS (000s) - -------------------- ------- --------- ----------- --------- --------- --------- --------- -------- --------- --------- --------- APOGEE ENTERPRISES COMMON 037598109 61. 3602. SH SOLE 3602. 0. 0. APOLLO GROUP INC CLASS A 037604105 827. 15751. SH SOLE 15751. 0. 0. APPLE COMPUTER INC COMMON 037833100 7813. 124599. SH SOLE 124599. 0. 0. APPLEBEES INTL INC COMMON 037899101 123. 5028. SH SOLE 5028. 0. 0. APPLERA CORPORATION GENOMIC 038020202 57. 4835. SH SOLE 4835. 0. 0. APPLERA CORPORATION BIOSYST 038020103 367. 13537. SH SOLE 13537. 0. 0. APPLIED INDL TECH COMMON 03820C105 84. 1889. SH SOLE 1889. 0. 0. APPLIED MATERIALS COMMON 038222105 2314. 132154. SH SOLE 132154. 0. 0. APPLIED MICRO CRCTS COMMON 03822W109 99. 24434. SH SOLE 24434. 0. 0. APRIA HEALTHCARE GRP COMMON 037933108 73. 3187. SH SOLE 3187. 0. 0. APTARGROUP INC COMMON 038336103 125. 2256. SH SOLE 2256. 0. 0. AQUA AMERICA INC COMMON 03836W103 218. 7846. SH SOLE 7846. 0. 0. AQUAGENIX INC COMMON 03838R102 0. 1470. SH SOLE 1470. 0. 0. AQUANTIVE INC COMMON 03839G105 89. 3798. SH SOLE 3798. 0. 0. AQUILA INC COMMON 03840P102 70. 17463. SH SOLE 17463. 0. 0. ARAMARK CORP CLASS B 038521100 336. 11387. SH SOLE 11387. 0. 0. ARBITRON INC COMMON 03875Q108 67. 1973. SH SOLE 1973. 0. 0. ------ PAGE TOTAL 12723.
FORM 13F
DATE: 060331 PAGE: 13 ITEM 6 ITEM 8 ITEM 4 INVESTMENT VOTING AUTHORITY FAIR ITEM 5 DISCRETION (SHARES) ITEM 1 ITEM 2 ITEM 3 MARKET SH/PRN SH/PRN PUT/CALL TYPE ITEM 7 (A)SOLE (B)SHARED (C)NONE ISSUER CLASS SECID VALUE AMOUNT MGRS (000s) - -------------------- ------- --------- ----------- --------- --------- --------- --------- -------- --------- --------- --------- ARCH CAP GROUP LTD ORDINAR G0450A105 120. 2076. SH SOLE 2076. 0. 0. ARCH CHEMICALS INC COMMON 03937R102 65. 2132. SH SOLE 2132. 0. 0. ARCH COAL INC COMMON 039380100 289. 3810. SH SOLE 3810. 0. 0. ARCHER DANIELS MIDLD COMMON 039483102 2574. 76496. SH SOLE 76496. 0. 0. ARCHSTONE SMITH TR REIT 039583109 649. 13316. SH SOLE 13316. 0. 0. ARDEN RLTY GRP INC COMMON 039793104 187. 4134. SH SOLE 4134. 0. 0. ARENA PHARMACEUTICAL COMMON 040047102 100. 5513. SH SOLE 5513. 0. 0. ARGON ST INC COMMON 040149106 69. 2044. SH SOLE 2044. 0. 0. ARGONAUT GROUP INC COMMON 040157109 68. 1900. SH SOLE 1900. 0. 0. ARIAD PHARMACEUTICAL COMMON 04033A100 64. 9777. SH SOLE 9777. 0. 0. ARIBA INC COMMON 04033V203 71. 7262. SH SOLE 7262. 0. 0. ARKANSAS BEST CORP COMMON 040790107 418. 10690. SH SOLE 10690. 0. 0. ARMOR HOLDINGS INC COMMON 042260109 125. 2141. SH SOLE 2141. 0. 0. ARRIS GROUP INC COMMON 04269Q100 84. 6099. SH SOLE 6099. 0. 0. ARROW ELECTRS INC COMMON 042735100 230. 7131. SH SOLE 7131. 0. 0. ARROW INTL INC COMMON 042764100 91. 2774. SH SOLE 2774. 0. 0. ARTESYN TECHNO INC COMMON 043127109 65. 5968. SH SOLE 5968. 0. 0. ----- PAGE TOTAL 5269.
FORM 13F
DATE: 060331 PAGE: 14 ITEM 6 ITEM 8 ITEM 4 INVESTMENT VOTING AUTHORITY FAIR ITEM 5 DISCRETION (SHARES) ITEM 1 ITEM 2 ITEM 3 MARKET SH/PRN SH/PRN PUT/CALL TYPE ITEM 7 (A)SOLE (B)SHARED (C)NONE ISSUER CLASS SECID VALUE AMOUNT MGRS (000s) - -------------------- ------- --------- ----------- --------- --------- --------- --------- -------- --------- --------- --------- ARTHROCARE CORP COMMON 043136100 74. 1546. SH SOLE 1546. 0. 0. ARVINMERITOR INC COMMON 043353101 71. 4752. SH SOLE 4752. 0. 0. ASBURY AUTOMOTIVE GR COMMON 043436104 70. 3552. SH SOLE 3552. 0. 0. ASHFORD HOSPITALITY COMMON 044103109 70. 5655. SH SOLE 5655. 0. 0. ASHLAND INC COMMON 044209104 342. 4817. SH SOLE 4817. 0. 0. ASPECT MED SYS INC COMMON 045235108 45. 1646. SH SOLE 1646. 0. 0. ASPEN INSURANCE HLDG SHARES G05384105 133. 5384. SH SOLE 5384. 0. 0. ASSET ACCEPTANCE CAP COMMON 04543P100 56. 2886. SH SOLE 2886. 0. 0. ASSOCIATED BANC CORP COMMON 045487105 273. 8033. SH SOLE 8033. 0. 0. ASSURANT INC COMMON 04621X108 427. 8661. SH SOLE 8661. 0. 0. ASSURED GUARANTY LTD COMMON G0585R106 116. 4647. SH SOLE 4647. 0. 0. ASTEC INDS INC COMMON 046224101 74. 2060. SH SOLE 2060. 0. 0. ASTORIA FINL CORP COMMON 046265104 214. 6918. SH SOLE 6918. 0. 0. ASTROPOWER INC COMMON 04644A101 0. 2338. SH SOLE 2338. 0. 0. AT&T INC COMMON 00206R102 7915. 292704. SH SOLE 292704. 0. 0. ATHEROGENICS INC COMMON 047439104 66. 4017. SH SOLE 4017. 0. 0. ATHEROS COMMUNICATNS COMMON 04743P108 1158. 44205. SH SOLE 44205. 0. 0. ------ PAGE TOTAL 11104.
FORM 13F
DATE: 060331 PAGE: 15 ITEM 6 ITEM 8 ITEM 4 INVESTMENT VOTING AUTHORITY FAIR ITEM 5 DISCRETION (SHARES) ITEM 1 ITEM 2 ITEM 3 MARKET SH/PRN SH/PRN PUT/CALL TYPE ITEM 7 (A)SOLE (B)SHARED (C)NONE ISSUER CLASS SECID VALUE AMOUNT MGRS (000s) - -------------------- ------- --------- ----------- --------- --------- --------- --------- -------- --------- --------- --------- ATI TECHNOLOGIES INC COMMON 001941103 16406. 955472. SH SOLE 948257. 0. 7215. ATLAS AMERICA INC COMMON 049167109 75. 1564. SH SOLE 1564. 0. 0. ATLAS PIPELINE PART UNIT L 049392103 63. 1478. SH SOLE 1478. 0. 0. ATMEL CORP COMMON 049513104 139. 29474. SH SOLE 29474. 0. 0. ATMI INC COMMON 00207R101 72. 2371. SH SOLE 2371. 0. 0. ATMOS ENERGY CORP COMMON 049560105 125. 4742. SH SOLE 4742. 0. 0. ATP OIL & GAS CORP COMMON 00208J108 81. 1849. SH SOLE 1849. 0. 0. ATWOOD OCEANICS INC COMMON 050095108 97. 960. SH SOLE 960. 0. 0. AUTODESK INC COMMON 052769106 701. 18190. SH SOLE 18190. 0. 0. AUTOMATIC DATA PROC COMMON 053015103 1971. 43144. SH SOLE 43144. 0. 0. AUTONATION INC COMMON 05329W102 372. 17276. SH SOLE 17276. 0. 0. AUTOZONE INC COMMON 053332102 514. 5159. SH SOLE 5159. 0. 0. AVALONBAY COMMNTIES REIT 053484101 492. 4508. SH SOLE 4508. 0. 0. AVATAR HOLDINGS INC COMMON 053494100 65. 1071. SH SOLE 1071. 0. 0. AVAYA INC COMMON 053499109 372. 32889. SH SOLE 32889. 0. 0.
AVERY DENNISON CORP COMMON 053611109 429. 7341. SH SOLE 7341. 0. 0. AVIALL INC COMMON 05366B102 80. 2098. SH SOLE 2098. 0. 0. ------ PAGE TOTAL 22054.
FORM 13F
DATE: 060331 PAGE: 16 ITEM 6 ITEM 8 ITEM 4 INVESTMENT VOTING AUTHORITY FAIR ITEM 5 DISCRETION (SHARES) ITEM 1 ITEM 2 ITEM 3 MARKET SH/PRN SH/PRN PUT/CALL TYPE ITEM 7 (A)SOLE (B)SHARED (C)NONE ISSUER CLASS SECID VALUE AMOUNT MGRS (000s) - -------------------- ------- --------- ----------- --------- --------- --------- --------- -------- --------- --------- --------- AVID TECHNOLOGY INC COMMON 05367P100 112. 2571. SH SOLE 2571. 0. 0. AVISTA CORPORATION COMMON 05379B107 70. 3412. SH SOLE 3412. 0. 0. AVNET INC COMMON 053807103 228. 8966. SH SOLE 8966. 0. 0. AVOCENT CORP COMMON 053893103 97. 3052. SH SOLE 3052. 0. 0. AVON PRODUCTS INC COMMON 054303102 1168. 37479. SH SOLE 37479. 0. 0. AVX CORP COMMON 002444107 190. 10762. SH SOLE 10762. 0. 0. AXCAN PHARMA INC COMMON 054923107 449. 33857. SH SOLE 33857. 0. 0. AXCELIS TECHNOLOGIES COMMON 054540109 69. 11766. SH SOLE 11766. 0. 0. AXIS CAPITAL HLDGS SHARES G0692U109 265. 8875. SH SOLE 8875. 0. 0. AZTAR CORP COMMON 054802103 93. 2209. SH SOLE 2209. 0. 0. BAKER HUGHES INC COMMON 057224107 1726. 25240. SH SOLE 25240. 0. 0. BALDOR ELEC CO COMMON 057741100 78. 2299. SH SOLE 2299. 0. 0. BALL CORP COMMON 058498106 452. 10305. SH SOLE 10305. 0. 0. BALLARD POWER SYS COMMON 05858H104 560. 83292. SH SOLE 83292. 0. 0. BALLY TECHNOLOGIES COMMON 05874B107 86. 5034. SH SOLE 5034. 0. 0. BANCFIRST CORP COMMON 05945F103 66. 1516. SH SOLE 1516. 0. 0. BANCO BILBAO VIZCAYA ADR (1 05946K101 593. 28430. SH SOLE 28430. 0. 0. ----- PAGE TOTAL 6302.
FORM 13F
DATE: 060331 PAGE: 17 ITEM 6 ITEM 8 ITEM 4 INVESTMENT VOTING AUTHORITY FAIR ITEM 5 DISCRETION (SHARES) ITEM 1 ITEM 2 ITEM 3 MARKET SH/PRN SH/PRN PUT/CALL TYPE ITEM 7 (A)SOLE (B)SHARED (C)NONE ISSUER CLASS SECID VALUE AMOUNT MGRS (000s) - -------------------- ------- --------- ----------- --------- --------- --------- --------- -------- --------- --------- --------- BANCO SANTANDER CHIL ADR(103 05965X109 176. 4048. SH SOLE 4048. 0. 0. BANCOLOMBIA S A SP ADR 05968L102 175. 5000. SH SOLE 5000. 0. 0. BANCORPSOUTH INC COMMON 059692103 114. 4756. SH SOLE 4756. 0. 0. BANDAG INC COMMON 059815100 60. 1425. SH SOLE 1425. 0. 0. BANK HAWAII CORP COMMON 062540109 177. 3313. SH SOLE 3313. 0. 0. BANK MUTUAL CORP COMMON 063750103 68. 5772. SH SOLE 5772. 0. 0. BANK NEW YORK INC COMMON 064057102 2086. 57883. SH SOLE 57883. 0. 0. BANK OF AMERICA CORP COMMON 060505104 16024. 351862. SH SOLE 351162. 0. 700. BANK OF MONTREAL COMMON 063671101 583842. 10206656. SH SOLE 9232651. 0. 974005. BANK OF NOVA SCOTIA COMMON 064149107 614943. 15328912. SH SOLE 14188731. 0. 1140181. BANK OF THE OZARKS COMMON 063904106 60. 1648. SH SOLE 1648. 0. 0. BANKATLANTIC BANCORP CLASS A 065908501 63. 4344. SH SOLE 4344. 0. 0. BANKFINANCIAL CORP COMMON 06643P104 66. 4142. SH SOLE 4142. 0. 0. BANKRATE INC COMMON 06646V108 82. 1883. SH SOLE 1883. 0. 0. BANKUNITED FINL CORP CLASS A 06652B103 63. 2346. SH SOLE 2346. 0. 0. BANNER CORP COMMON 06652V109 64. 1892. SH SOLE 1892. 0. 0. BANTA CORP COMMON 066821109 83. 1588. SH SOLE 1588. 0. 0. -------- PAGE TOTAL 1218145.
FORM 13F
DATE: 060331 PAGE: 18 ITEM 6 ITEM 8 ITEM 4 INVESTMENT VOTING AUTHORITY FAIR ITEM 5 DISCRETION (SHARES) ITEM 1 ITEM 2 ITEM 3 MARKET SH/PRN SH/PRN PUT/CALL TYPE ITEM 7 (A)SOLE (B)SHARED (C)NONE ISSUER CLASS SECID VALUE AMOUNT MGRS (000s) - -------------------- ------- --------- ----------- --------- --------- --------- --------- -------- --------- --------- --------- BARD C R INC COMMON 067383109 2211. 32613. SH SOLE 31638. 0. 975. BARNES & NOBLE INC COMMON 067774109 201. 4344. SH SOLE 4344. 0. 0. BARNES GROUP INC COMMON 067806109 73. 1808. SH SOLE 1808. 0. 0. BARR PHARMACEUTICALS COMMON 068306109 471. 7477. SH SOLE 7477. 0. 0. BARRICK GOLD CORP COMMON 067901108 147611. 5422624. SH SOLE 5401966. 0. 20658. BAUSCH & LOMB INC COMMON 071707103 225. 3537. SH SOLE 3537. 0. 0. BAXTER INTL INC COMMON 071813109 3858. 99465. SH SOLE 99465. 0. 0. BB&T CORPORATION COMMON 054937107 1550. 39545. SH SOLE 39545. 0. 0. BCE INC COMMON 05534B109 234519. 9730066. SH SOLE 8727271. 0. 1002795. BE AEROSPACE INC COMMON 073302101 116. 4615. SH SOLE 4615. 0. 0. BE INC COMMON 073309106 1. 1100. SH SOLE 1100. 0. 0. BEA SYSTEMS INC COMMON 073325102 394. 30008. SH SOLE 30008. 0. 0. BEACON ROOFING SUP COMMON 073685109 85. 2096. SH SOLE 2096. 0. 0. BEAR STEARNS COS INC COMMON 073902108 1061. 7653. SH SOLE 7653. 0. 0. BEARINGPOINT INC COMMON 074002106 104. 12202. SH SOLE 12202. 0. 0. BEAZER HOMES USA INC COMMON 07556Q105 169. 2574. SH SOLE 2574. 0. 0. BEBE STORES INC COMMON 075571109 107. 5786. SH SOLE 5786. 0. 0. ------- PAGE TOTAL 392756.
FORM 13F
DATE: 060331 PAGE: 19 ITEM 6 ITEM 8 ITEM 4 INVESTMENT VOTING AUTHORITY FAIR ITEM 5 DISCRETION (SHARES) ITEM 1 ITEM 2 ITEM 3 MARKET SH/PRN SH/PRN PUT/CALL TYPE ITEM 7 (A)SOLE (B)SHARED (C)NONE ISSUER CLASS SECID VALUE AMOUNT MGRS (000s) - -------------------- ------- --------- ----------- --------- -------- --------- ---------- ------- --------- --------- --------- BECKMAN COULTER INC COMMON 075811109 209. 3833. SH SOLE 3833. 0. 0. BECTON DICKINSON COMMON 075887109 1183. 19205. SH SOLE 19205. 0. 0. BED BATH & BEYOND COMMON 075896100 1038. 27032. SH SOLE 27032. 0. 0. BELDEN CDT INC COMMON 077454106 81. 2988. SH SOLE 2988. 0. 0. BELLSOUTH CORP COMMON 079860102 4711. 135968. SH SOLE 135968. 0. 0. BELO CORPORATION COMMON 080555105 143. 7169. SH SOLE 7169. 0. 0. BEMA GOLD CORP COMMON 08135F107 1487. 336243. SH SOLE 336243. 0. 0. BEMIS INC COMMON 081437105 225. 7109. SH SOLE 7109. 0. 0. BENCHMARK ELECTRS COMMON 08160H101 98. 2561. SH SOLE 2561. 0. 0. BENTLEY PHARMCTCLS COMMON 082657107 42. 3187. SH SOLE 3187. 0. 0. BERKLEY W R CORP COMMON 084423102 455. 7834. SH SOLE 7834. 0. 0. BERKSHIRE HATHAWAY CLASS A 084670108 8674. 96. SH SOLE 96. 0. 0. BERRY PETROLEUM CO CLASS A 085789105 93. 1360. SH SOLE 1360. 0. 0. BEST BUY INC COMMON 086516101 2000. 35764. SH SOLE 35764. 0. 0. BHP BILLITON LTD SP ADR( 088606108 889. 22300. SH SOLE 19600. 0. 2700. BIG 5 SPORTING GOODS COMMON 08915P101 50. 2554. SH SOLE 2554. 0. 0. BIG LOTS INC COMMON 089302103 107. 7651. SH SOLE 7651. 0. 0. ------ PAGE TOTAL 21485.
FORM 13F
DATE: 060331 PAGE: 20 ITEM 6 ITEM 8 ITEM 4 INVESTMENT VOTING AUTHORITY FAIR ITEM 5 DISCRETION (SHARES) ITEM 1 ITEM 2 ITEM 3 MARKET SH/PRN SH/PRN PUT/CALL TYPE ITEM 7 (A)SOLE (B)SHARED (C)NONE ISSUER CLASS SECID VALUE AMOUNT MGRS (000s) - -------------------- ------- --------- ----------- --------- -------- --------- --------- ------- --------- --------- --------- BILL BARRETT CORP COMMON 06846N104 88. 2691. SH SOLE 2691. 0. 0. BIO RAD LABS INC CLASS A 090572207 99. 1592. SH SOLE 1592. 0. 0. BIOCRYST PHARMA COMMON 09058V103 76. 4199. SH SOLE 4199. 0. 0. BIOGEN IDEC INC COMMON 09062X103 1283. 27249. SH SOLE 27249. 0. 0. BIOMARIN PHARMAC INC COMMON 09061G101 79. 5917. SH SOLE 5917. 0. 0. BIOMED REALTY TRUST COMMON 09063H107 84. 2846. SH SOLE 2846. 0. 0. BIOMET INC COMMON 090613100 747. 21042. SH SOLE 21042. 0. 0. BIOSITE INC COMMON 090945106 56. 1078. SH SOLE 1078. 0. 0. BIOTECH HOLDERS TR DEPOSTR 09067D201 290. 1500. SH SOLE 1300. 0. 200. BIOVAIL CORP COMMON 09067J109 2862. 117878. SH SOLE 117878. 0. 0. BISYS GROUP INC COMMON 055472104 100. 7444. SH SOLE 7444. 0. 0. BJ SVCS CO COMMON 055482103 749. 21637. SH SOLE 21637. 0. 0. BJ'S RESTAURANTS COMMON 09180C106 71. 2626. SH SOLE 2626. 0. 0. BJS WHOLESALE CLUB COMMON 05548J106 136. 4316. SH SOLE 4316. 0. 0. BLACK & DECKER CORP COMMON 091797100 480. 5519. SH SOLE 5519. 0. 0. BLACK BOX CORP DEL COMMON 091826107 61. 1260. SH SOLE 1260. 0. 0. BLACK HILLS CORP COMMON 092113109 70. 2070. SH SOLE 2070. 0. 0. ----- PAGE TOTAL 7331.
FORM 13F
DATE: 060331 PAGE: 21 ITEM 6 ITEM 8 ITEM 4 INVESTMENT VOTING AUTHORITY FAIR ITEM 5 DISCRETION (SHARES) ITEM 1 ITEM 2 ITEM 3 MARKET SH/PRN SH/PRN PUT/CALL TYPE ITEM 7 (A)SOLE (B)SHARED (C)NONE ISSUER CLASS SECID VALUE AMOUNT MGRS (000s) - -------------------- ------- --------- ----------- --------- -------- --------- ---------- ------- --------- --------- --------- BLACKBAUD INC COMMON 09227Q100 76. 3581. SH SOLE 3581. 0. 0. BLACKBOARD INC COMMON 091935502 57. 1999. SH SOLE 1999. 0. 0. BLACKROCK INC COMMON 09247X101 558. 3983. SH SOLE 3983. 0. 0. BLOCK H & R INC COMMON 093671105 1181. 54556. SH SOLE 54556. 0. 0. BLOCKBUSTER INC CLASS A 093679108 58. 14492. SH SOLE 14492. 0. 0. BLOUNT INTL INC COMMON 095180105 64. 3968. SH SOLE 3968. 0. 0. BLUE COAT SYSTEMS COMMON 09534T508 29. 1354. SH SOLE 1354. 0. 0. BLUE NILE INC COMMON 09578R103 50. 1432. SH SOLE 1432. 0. 0. BLUEGREEN CORP COMMON 096231105 50. 3750. SH SOLE 3750. 0. 0. BLYTH INC COMMON 09643P108 65. 3115. SH SOLE 3115. 0. 0. BMC SOFTWARE INC COMMON 055921100 321. 14821. SH SOLE 14821. 0. 0. BOARDWALK PIPELINE COMMON 096627104 137. 6281. SH SOLE 6281. 0. 0. BOB EVANS FARMS INC COMMON 096761101 75. 2532. SH SOLE 2532. 0. 0.
BOEING CO COMMON 097023105 4706. 60392. SH SOLE 60392. 0. 0. BOIS D ARC ENERGY COMMON 09738U103 68. 4091. SH SOLE 4091. 0. 0. BOK FINL CORP COMMON 05561Q201 196. 4119. SH SOLE 4119. 0. 0. BOOTS GROUP PLC ADR (1S EBOOTS 163. 13070. SH SOLE 12560. 0. 510. ----- PAGE TOTAL 7854.
FORM 13F
DATE: 060331 PAGE: 22 ITEM 6 ITEM 8 ITEM 4 INVESTMENT VOTING AUTHORITY FAIR ITEM 5 DISCRETION (SHARES) ITEM 1 ITEM 2 ITEM 3 MARKET SH/PRN SH/PRN PUT/CALL TYPE ITEM 7 (A)SOLE (B)SHARED (C)NONE ISSUER CLASS SECID VALUE AMOUNT MGRS (000s) - -------------------- ------- --------- ----------- --------- --------- --------- --------- -------- --------- --------- --------- BORDERS GROUP INC COMMON 099709107 114. 4524. SH SOLE 4524. 0. 0. BORG WARNER INC COMMON 099724106 208. 3459. SH SOLE 3459. 0. 0. BORLAND SOFTWARE COR COMMON 099849101 54. 10032. SH SOLE 10032. 0. 0. BOSTON PRIV FINL HLG COMMON 101119105 68. 2014. SH SOLE 2014. 0. 0. BOSTON PROPERTIES COMMON 101121101 674. 7229. SH SOLE 7229. 0. 0. BOSTON SCIENTIFIC COMMON 101137107 4739. 205607. SH SOLE 205607. 0. 0. BOWATER INC COMMON 102183100 102. 3446. SH SOLE 3446. 0. 0. BOWNE & CO INC COMMON 103043105 68. 4065. SH SOLE 4065. 0. 0. BOYD GAMING CORP COMMON 103304101 272. 5439. SH SOLE 5439. 0. 0. BP ADR (6 055622104 908. 13200. SH SOLE 13060. 0. 140. BP PRUDHOE BAY RTY UNIT BE 055630107 94. 1327. SH SOLE 1327. 0. 0. BRADY CORP CLASS A 104674106 110. 2928. SH SOLE 2928. 0. 0. BRANDYWINE RLTY TR SH BEN 105368203 269. 8467. SH SOLE 8297. 0. 170. BRE PROPERTIES INC CLASS A 05564E106 176. 3146. SH SOLE 3146. 0. 0. BRIGGS & STRATTON CO COMMON 109043109 113. 3195. SH SOLE 3195. 0. 0. BRIGHAM EXPL COMMON 109178103 41. 4733. SH SOLE 4733. 0. 0. BRIGHT HORIZON FAM COMMON 109195107 66. 1710. SH SOLE 1710. 0. 0. ----- PAGE TOTAL 8076.
FORM 13F
DATE: 060331 PAGE: 23 ITEM 6 ITEM 8 ITEM 4 INVESTMENT VOTING AUTHORITY FAIR ITEM 5 DISCRETION (SHARES) ITEM 1 ITEM 2 ITEM 3 MARKET SH/PRN SH/PRN PUT/CALL TYPE ITEM 7 (A)SOLE (B)SHARED (C)NONE ISSUER CLASS SECID VALUE AMOUNT MGRS (000s) - -------------------- ------- --------- ----------- --------- --------- --------- --------- -------- --------- --------- --------- BRIGHTPOINT INC COMMON 109473405 96. 3090. SH SOLE 3090. 0. 0. BRINKER INTL INC COMMON 109641100 231. 5469. SH SOLE 5469. 0. 0. BRINKS COMPANY COMMON 109696104 179. 3517. SH SOLE 3517. 0. 0. BRISTOL MYERS SQUIBB COMMON 110122108 4421. 179660. SH SOLE 179660. 0. 0. BRISTOL WEST HLDGS COMMON 11037M105 63. 3256. SH SOLE 3256. 0. 0. BRISTOW GROUP INC COMMON 110394103 60. 1940. SH SOLE 1940. 0. 0. BROADCOM CORP CLASS A 111320107 1648. 38182. SH SOLE 38182. 0. 0. BROADWING CORP COMMON 11161E101 132. 8936. SH SOLE 8936. 0. 0. BROCADE COMM SYS INC COMMON 111621108 112. 16704. SH SOLE 16704. 0. 0. BRONCO DRILLING CO COMMON 112211107 62. 2374. SH SOLE 2374. 0. 0. BROOKFIELD ASSET MGT CLASS A 112585104 156086. 2833969. SH SOLE 2816233. 0. 17736. BROOKFIELD HOMES CO COMMON 112723101 90. 1734. SH SOLE 1734. 0. 0. BROOKFIELD PPTYS COMMON 112900105 42425. 1249740. SH SOLE 1246729. 0. 3011. BROOKLINE BANCORP IN COMMON 11373M107 68. 4422. SH SOLE 4422. 0. 0. BROOKS AUTOMATION COMMON 114340102 67. 4684. SH SOLE 4684. 0. 0. BROWN & BROWN INC COMMON 115236101 346. 10410. SH SOLE 10410. 0. 0. BROWN FORMAN CORP CLASS B 115637209 621. 8063. SH SOLE 8063. 0. 0. ------- PAGE TOTAL 206707.
FORM 13F
DATE: 060331 PAGE: 24 ITEM 6 ITEM 8 ITEM 4 INVESTMENT VOTING AUTHORITY FAIR ITEM 5 DISCRETION (SHARES) ITEM 1 ITEM 2 ITEM 3 MARKET SH/PRN SH/PRN PUT/CALL TYPE ITEM 7 (A)SOLE (B)SHARED (C)NONE ISSUER CLASS SECID VALUE AMOUNT MGRS (000s) - -------------------- ------- --------- ----------- --------- --------- --------- --------- -------- --------- --------- --------- BROWN SHOE INC COMMON 115736100 77. 1461. SH SOLE 1461. 0. 0. BRUKER BIOSCIENCES COMMON 116794108 64. 11835. SH SOLE 11835. 0. 0. BRUNSWICK CORP COMMON 117043109 250. 6440. SH SOLE 6440. 0. 0. BUCKEYE PARTNERS L P PARTNER 118230101 100. 2349. SH SOLE 2349. 0. 0. BUCKLE INC COMMON 118440106 77. 1878. SH SOLE 1878. 0. 0. BUCYRUS INTL INC CLASS A 118759109 92. 1915. SH SOLE 1915. 0. 0. BUILD A BEAR WORKSHP COMMON 120076104 63. 2050. SH SOLE 2050. 0. 0. BUILDERS FIRSTSOURCE COMMON 12008R107 72. 3185. SH SOLE 3185. 0. 0. BUILDING MATLS HLDG COMMON 120113105 63. 1776. SH SOLE 1776. 0. 0. BUNGE LIMITED COMMON G16962105 383. 6868. SH SOLE 6868. 0. 0. BURLINGTN NRTHRN S F COMMON 12189T104 2382. 28590. SH SOLE 28590. 0. 0. BURLINGTON COAT FAC COMMON 121579106 126. 2766. SH SOLE 2766. 0. 0.
BURLINGTON RESOURCES COMMON 122014103 2729. 29695. SH SOLE 29695. 0. 0. C D I CORP COMMON 125071100 57. 1998. SH SOLE 1998. 0. 0. C H ROBINSON WLDWIDE COMMON 12541W209 729. 14848. SH SOLE 14848. 0. 0. CA INC COMMON 12673P105 1244. 45722. SH SOLE 45722. 0. 0. CABELAS INC COMMON 126804301 85. 4138. SH SOLE 4138. 0. 0. ----- PAGE TOTAL 8593.
FORM 13F
DATE: 060331 PAGE: 25 ITEM 6 ITEM 8 ITEM 4 INVESTMENT VOTING AUTHORITY FAIR ITEM 5 DISCRETION (SHARES) ITEM 1 ITEM 2 ITEM 3 MARKET SH/PRN SH/PRN PUT/CALL TYPE ITEM 7 (A)SOLE (B)SHARED (C)NONE ISSUER CLASS SECID VALUE AMOUNT MGRS (000s) - -------------------- ------- --------- ----------- --------- --------- --------- --------- -------- --------- --------- --------- CABLEVISION SYS CORP CL A NY 12686C109 475. 17800. SH SOLE 17800. 0. 0. CABOT CORP COMMON 127055101 130. 3826. SH SOLE 3826. 0. 0. CABOT MICROELECT CO COMMON 12709P103 72. 1950. SH SOLE 1950. 0. 0. CABOT OIL & GAS CORP COMMON 127097103 144. 3013. SH SOLE 3013. 0. 0. CACI INTERNATIONAL CLASS A 127190304 119. 1804. SH SOLE 1804. 0. 0. CADENCE DESIGN SYS COMMON 127387108 375. 20273. SH SOLE 20273. 0. 0. CAE INC COMMON 124765108 1454. 184902. SH SOLE 184902. 0. 0. CALAMOS ASSET MGMT CLASS A 12811R104 76. 2023. SH SOLE 2023. 0. 0. CALIFORNIA PIZZA KIT COMMON 13054D109 62. 1900. SH SOLE 1900. 0. 0. CALIFORNIA WTR SVC COMMON 130788102 76. 1676. SH SOLE 1676. 0. 0. CALLAWAY GOLF CO COMMON 131193104 83. 4798. SH SOLE 4798. 0. 0. CAMBIOR INC COMMON 13201L103 671. 203032. SH SOLE 203032. 0. 0. CAMBREX CORP COMMON 132011107 65. 3347. SH SOLE 3347. 0. 0. CAMDEN PPTY TR SH BEN 133131102 231. 3206. SH SOLE 3206. 0. 0. CAMECO CORP COMMON 13321L108 10035. 278844. SH SOLE 278844. 0. 0. CAMPBELL SOUP CO COMMON 134429109 974. 30054. SH SOLE 30054. 0. 0. CANETIC RESOURCES TRUST U 137513107 22952. 1106898. SH SOLE 1106898. 0. 0. ------ PAGE TOTAL 37994.
FORM 13F
DATE: 060331 PAGE: 26 ITEM 6 ITEM 8 ITEM 4 INVESTMENT VOTING AUTHORITY FAIR ITEM 5 DISCRETION (SHARES) ITEM 1 ITEM 2 ITEM 3 MARKET SH/PRN SH/PRN PUT/CALL TYPE ITEM 7 (A)SOLE (B)SHARED (C)NONE ISSUER CLASS SECID VALUE AMOUNT MGRS (000s) - -------------------- ------- --------- ----------- --------- --------- --------- --------- -------- --------- --------- --------- CANON INC ADR (1 138006309 38. 570. SH SOLE 570. 0. 0. CANWEST GLBL COMMUN SUB VTG 138906102 15024. 1776580. SH SOLE 1772820. 0. 3760. CAPITAL CITY BK GRP COMMON 139674105 57. 1604. SH SOLE 1604. 0. 0. CAPITAL ONE FINL CO COMMON 14040H105 3313. 41173. SH SOLE 41173. 0. 0. CAPITAL TRUST INC REIT CL 14052H506 61. 1972. SH SOLE 1972. 0. 0. CAPITOL BANCORP LTD COMMON 14056D105 75. 1614. SH SOLE 1614. 0. 0. CAPITOL FED FINL COMMON 14057C106 148. 4592. SH SOLE 4592. 0. 0. CARBO CERAMICS INC COMMON 140781105 87. 1536. SH SOLE 1536. 0. 0. CARDINAL HEALTH INC COMMON 14149Y108 2988. 40119. SH SOLE 39929. 0. 190. CARDIOME PHARMA COMMON 14159U202 487. 38110. SH SOLE 38110. 0. 0. CAREER EDUCATION COMMON 141665109 239. 6344. SH SOLE 6344. 0. 0. CAREMARK RX INC COMMON 141705103 1513. 30763. SH SOLE 30763. 0. 0. CARLISLE COS INC COMMON 142339100 158. 1930. SH SOLE 1930. 0. 0. CARMAX INC COMMON 143130102 211. 6447. SH SOLE 6447. 0. 0. CARNIVAL CORP COMMON( 143658300 6040. 127505. SH SOLE 121305. 0. 6200. CARPENTER TECHNOLOGY COMMON 144285103 142. 1507. SH SOLE 1507. 0. 0. CARRAMERICA RLTY CP REIT 144418100 160. 3590. SH SOLE 3590. 0. 0. ------ PAGE TOTAL 30741.
FORM 13F
DATE: 060331 PAGE: 27 ITEM 6 ITEM 8 ITEM 4 INVESTMENT VOTING AUTHORITY FAIR ITEM 5 DISCRETION (SHARES) ITEM 1 ITEM 2 ITEM 3 MARKET SH/PRN SH/PRN PUT/CALL TYPE ITEM 7 (A)SOLE (B)SHARED (C)NONE ISSUER CLASS SECID VALUE AMOUNT MGRS (000s) - -------------------- ------- --------- ----------- --------- --------- --------- --------- -------- --------- --------- --------- CARRIZO OIL & CO COMMON 144577103 58. 2242. SH SOLE 2242. 0. 0. CARTERS INC COMMON 146229109 118. 1752. SH SOLE 1752. 0. 0. CASCADE BANCORP COMMON 147154108 77. 2603. SH SOLE 2603. 0. 0. CASCADE CORP COMMON 147195101 63. 1201. SH SOLE 1201. 0. 0. CASEYS GEN STORES COMMON 147528103 73. 3192. SH SOLE 3192. 0. 0. CASH AMER INTL INC COMMON 14754D100 78. 2592. SH SOLE 2592. 0. 0. CATALINA MARKETING COMMON 148867104 77. 3326. SH SOLE 3326. 0. 0. CATERPILLAR INC COMMON 149123101 5743. 79979. SH SOLE 72779. 0. 7200. CATHAY GEN BANCORP COMMON 149150104 118. 3141. SH SOLE 3141. 0. 0. CATO CORP CLASS A 149205106 63. 2631. SH SOLE 2631. 0. 0. CB RICHARD ELLIS GRP CLASS A 12497T101 353. 4380. SH SOLE 4380. 0. 0.
CBIZ INC COMMON 124805102 74. 9288. SH SOLE 9288. 0. 0. CBL & ASSOCIATE PROP REIT 124830100 167. 3927. SH SOLE 3927. 0. 0. CBOT HOLDINGS CLASS A 14984K106 391. 3272. SH SOLE 3272. 0. 0. CBRL GROUP INC COMMON 12489V106 133. 3019. SH SOLE 3019. 0. 0. CBS CORPORATION CLASS B 124857202 2681. 111798. SH SOLE 110944. 0. 854. CDN IMP BANK COMMERC COMMON 136069101 186082. 2525308. SH SOLE 2520458. 0. 4850. ------- PAGE TOTAL 196349.
FORM 13F
DATE: 060331 PAGE: 28 ITEM 6 ITEM 8 ITEM 4 INVESTMENT VOTING AUTHORITY FAIR ITEM 5 DISCRETION (SHARES) ITEM 1 ITEM 2 ITEM 3 MARKET SH/PRN SH/PRN PUT/CALL TYPE ITEM 7 (A)SOLE (B)SHARED (C)NONE ISSUER CLASS SECID VALUE AMOUNT MGRS (000s) - -------------------- ------- --------- ----------- --------- --------- --------- --------- -------- --------- --------- --------- CDN NATL RAILWAY COMMON 136375102 422809. 9324639. SH SOLE 8914257. 0. 410382. CDN NATURAL RES COMMON 136385101 202480. 3641221. SH SOLE 3622946. 0. 18275. CDN PACIFIC RAILWAY COMMON 13645T100 74301. 1488434. SH SOLE 1323884. 0. 164550. CDW CORPORATION COMMON 12512N105 359. 6093. SH SOLE 6093. 0. 0. CEC ENTMT INC COMMON 125137109 79. 2338. SH SOLE 2338. 0. 0. CEDAR FAIR L P DEPOSIT 150185106 97. 3305. SH SOLE 3305. 0. 0. CELANESE CORP SERIES 150870103 206. 9826. SH SOLE 9826. 0. 0. CELESTICA INC SUB VTG 15101Q108 39457. 3454655. SH SOLE 3447065. 0. 7590. CELGENE CORP COMMON 151020104 1069. 24180. SH SOLE 24180. 0. 0. CENDANT CORP COMMON 151313103 1857. 107047. SH SOLE 107047. 0. 0. CENTENE CORP DEL COMMON 15135B101 78. 2665. SH SOLE 2665. 0. 0. CENTENNIAL BK HLDGS COMMON 151345303 58. 4963. SH SOLE 4963. 0. 0. CENTENNIAL COMMUNCTN CLASS A 15133V208 48. 6573. SH SOLE 6573. 0. 0. CENTERPOINT ENERGY COMMON 15189T107 243. 20397. SH SOLE 20397. 0. 0. CENTEX CORP COMMON 152312104 526. 8485. SH SOLE 8485. 0. 0. CENTRAL EUROP DIST COMMON 153435102 56. 1456. SH SOLE 1456. 0. 0. CENTRAL GARDEN&PET COMMON 153527106 75. 1409. SH SOLE 1409. 0. 0. ------- PAGE TOTAL 743798.
FORM 13F
DATE: 060331 PAGE: 29 ITEM 6 ITEM 8 ITEM 4 INVESTMENT VOTING AUTHORITY FAIR ITEM 5 DISCRETION (SHARES) ITEM 1 ITEM 2 ITEM 3 MARKET SH/PRN SH/PRN PUT/CALL TYPE ITEM 7 (A)SOLE (B)SHARED (C)NONE ISSUER CLASS SECID VALUE AMOUNT MGRS (000s) - -------------------- ------- --------- ----------- --------- --------- --------- --------- -------- --------- --------- --------- CENTRAL PACIFIC FINL COMMON 154760102 70. 1917. SH SOLE 1917. 0. 0. CENTRAL PKG CORP COMMON 154785109 70. 4395. SH SOLE 4395. 0. 0. CENTURY ALUM CO COMMON 156431108 105. 2471. SH SOLE 2471. 0. 0. CENTURYTEL INC COMMON 156700106 356. 9107. SH SOLE 9107. 0. 0. CENVEO INC COMMON 15670S105 75. 4524. SH SOLE 4524. 0. 0. CEPHALON INC COMMON 156708109 212. 3512. SH SOLE 3512. 0. 0. CEPHEID COMMON 15670R107 53. 5837. SH SOLE 5837. 0. 0. CERADYNE INC COMMON 156710105 78. 1555. SH SOLE 1555. 0. 0. CERIDIAN CORP COMMON 156779100 234. 9209. SH SOLE 9209. 0. 0. CERNER CORP COMMON 156782104 236. 4972. SH SOLE 4972. 0. 0. CF INDUSTRIES HLDGS COMMON 125269100 66. 3875. SH SOLE 3875. 0. 0. CGI GROUP INC CLASS A 39945C109 1458. 219527. SH SOLE 219527. 0. 0. CH ENERGY GRP INC COMMON 12541M102 62. 1301. SH SOLE 1301. 0. 0. CHAMPION ENTERPRISES COMMON 158496109 69. 4628. SH SOLE 4628. 0. 0. CHAPARRAL STEEL CO COMMON 159423102 153. 2350. SH SOLE 2350. 0. 0. CHARLES & COLVARD LT COMMON 159765106 27. 2528. SH SOLE 2528. 0. 0. CHARLES RIV LABS INT COMMON 159864107 218. 4448. SH SOLE 4448. 0. 0. ----- PAGE TOTAL 3542.
FORM 13F
DATE: 060331 PAGE: 30 ITEM 6 ITEM 8 ITEM 4 INVESTMENT VOTING AUTHORITY FAIR ITEM 5 DISCRETION (SHARES) ITEM 1 ITEM 2 ITEM 3 MARKET SH/PRN SH/PRN PUT/CALL TYPE ITEM 7 (A)SOLE (B)SHARED (C)NONE ISSUER CLASS SECID VALUE AMOUNT MGRS (000s) - -------------------- ------- --------- ----------- --------- --------- --------- --------- -------- --------- --------- --------- CHARLOTTE RUSSE HLD COMMON 161048103 68. 3192. SH SOLE 3192. 0. 0. CHARMING SHOPPES INC COMMON 161133103 109. 7318. SH SOLE 7318. 0. 0. CHARTER COMMUN INC CLASS A 16117M107 50. 45808. SH SOLE 45808. 0. 0. CHARTER FINL CORP WE COMMON 16122M100 64. 1679. SH SOLE 1679. 0. 0. CHARTERMAC COMMON 160908109 66. 3275. SH SOLE 3275. 0. 0. CHATTEM INC COMMON 162456107 66. 1748. SH SOLE 1748. 0. 0. CHC HELICOPTER CORP CLASS A 12541C203 696. 27445. SH SOLE 27445. 0. 0. CHECK POINT SOFTWARE ORDINAR M22465104 144. 7210. SH SOLE 7210. 0. 0. CHECKFREE CORP COMMON 162813109 330. 6530. SH SOLE 6530. 0. 0. CHECKPOINT SYSTEM COMMON 162825103 67. 2498. SH SOLE 2498. 0. 0.
CHEESECAKE FACTORY COMMON 163072101 181. 4821. SH SOLE 4821. 0. 0. CHEMED CORP NEW COMMON 16359R103 96. 1614. SH SOLE 1614. 0. 0. CHEMICAL FINL CORP COMMON 163731102 60. 1857. SH SOLE 1857. 0. 0. CHEMTURA CORPORATION COMMON 163893100 171. 14554. SH SOLE 14554. 0. 0. CHENIERE ENERGY INC COMMON 16411R208 136. 3340. SH SOLE 3340. 0. 0. CHESAPEAKE ENERGY COMMON 165167107 1302. 41514. SH SOLE 41514. 0. 0. CHEVRON CORP COMMON 166764100 12016. 207329. SH SOLE 207329. 0. 0. ------ PAGE TOTAL 15622.
FORM 13F
DATE: 060331 PAGE: 31 ITEM 6 ITEM 8 ITEM 4 INVESTMENT VOTING AUTHORITY FAIR ITEM 5 DISCRETION (SHARES) ITEM 1 ITEM 2 ITEM 3 MARKET SH/PRN SH/PRN PUT/CALL TYPE ITEM 7 (A)SOLE (B)SHARED (C)NONE ISSUER CLASS SECID VALUE AMOUNT MGRS (000s) - -------------------- ------- --------- ----------- --------- --------- --------- --------- -------- --------- --------- --------- CHICAGO MERCANTILE CLASS A 167760107 1140. 2547. SH SOLE 2547. 0. 0. CHICOS FAS INC COMMON 168615102 450. 11068. SH SOLE 11068. 0. 0. CHILDRENS PL RETL ST COMMON 168905107 99. 1704. SH SOLE 1704. 0. 0. CHINA MOBILE HK LTD ADR(5 O 16941M109 143. 5400. SH SOLE 5400. 0. 0. CHIQUITA BRANDS INTL COMMON 170032809 50. 2997. SH SOLE 2997. 0. 0. CHIRON CORP COMMON 170040109 787. 17172. SH SOLE 17172. 0. 0. CHITTENDEN CORP COMMON 170228100 85. 2944. SH SOLE 2944. 0. 0. CHOICE HOTELS INTL COMMON 169905106 189. 4137. SH SOLE 4137. 0. 0. CHOICEPOINT INC COMMON 170388102 246. 5494. SH SOLE 5494. 0. 0. CHRISTOPHER & BKS CO COMMON 171046105 91. 3920. SH SOLE 3920. 0. 0. CHUBB CORP COMMON 171232101 1357. 14219. SH SOLE 14219. 0. 0. CHURCH & DWIGHT INC COMMON 171340102 145. 3934. SH SOLE 3934. 0. 0. CHURCHILL DOWNS INC COMMON 171484108 64. 1669. SH SOLE 1669. 0. 0. CIBER INC COMMON 17163B102 59. 9219. SH SOLE 9219. 0. 0. CIENA CORP COMMON 171779101 198. 37974. SH SOLE 37974. 0. 0. CIGNA CORP COMMON 125509109 1175. 8994. SH SOLE 8994. 0. 0. CIMAREX ENERGY CO COMMON 171798101 218. 5037. SH SOLE 5037. 0. 0. ----- PAGE TOTAL 6496.
FORM 13F
DATE: 060331 PAGE: 32 ITEM 6 ITEM 8 ITEM 4 INVESTMENT VOTING AUTHORITY FAIR ITEM 5 DISCRETION (SHARES) ITEM 1 ITEM 2 ITEM 3 MARKET SH/PRN SH/PRN PUT/CALL TYPE ITEM 7 (A)SOLE (B)SHARED (C)NONE ISSUER CLASS SECID VALUE AMOUNT MGRS (000s) - -------------------- ------- --------- ----------- --------- --------- --------- --------- -------- --------- --------- --------- CINCINNATI BELL INC COMMON 171871106 74. 16346. SH SOLE 16346. 0. 0. CINCINNATI FINL CORP COMMON 172062101 490. 11644. SH SOLE 11644. 0. 0. CINERGY CORP COMMON 172474108 595. 13104. SH SOLE 13104. 0. 0. CINTAS CORP COMMON 172908105 636. 14927. SH SOLE 14747. 0. 180. CIRCOR INTL INC COMMON 17273K109 71. 2420. SH SOLE 2420. 0. 0. CIRCUIT CITY STORE COMMON 172737108 308. 12590. SH SOLE 12590. 0. 0. CIRRUS LOGIC INC COMMON 172755100 69. 8131. SH SOLE 8131. 0. 0. CISCO SYSTEMS INC COMMON 17275R102 20885. 964607. SH SOLE 953352. 0. 11255. CIT GROUP INC COMMON 125581108 769. 14366. SH SOLE 14366. 0. 0. CITADEL BROADCASTING COMMON 17285T106 84. 7600. SH SOLE 7600. 0. 0. CITI TRENDS INC COMMON 17306X102 76. 1909. SH SOLE 1909. 0. 0. CITIGROUP INC COMMON 172967101 36920. 807807. SH SOLE 803421. 0. 4386. CITIZENS BKG CORP COMMON 174420109 74. 2760. SH SOLE 2760. 0. 0. CITIZENS COMMUN CO COMMON 17453B101 296. 22298. SH SOLE 22298. 0. 0. CITIZENS INC CLASS A 174740100 34. 6571. SH SOLE 6571. 0. 0. CITRIX SYS INC COMMON 177376100 519. 13701. SH SOLE 13701. 0. 0. CITY BK LYNNWD WASH CAP STK 17770A109 82. 1754. SH SOLE 1754. 0. 0. ------ PAGE TOTAL 61982.
FORM 13F
DATE: 060331 PAGE: 33 ITEM 6 ITEM 8 ITEM 4 INVESTMENT VOTING AUTHORITY FAIR ITEM 5 DISCRETION (SHARES) ITEM 1 ITEM 2 ITEM 3 MARKET SH/PRN SH/PRN PUT/CALL TYPE ITEM 7 (A)SOLE (B)SHARED (C)NONE ISSUER CLASS SECID VALUE AMOUNT MGRS (000s) - -------------------- ------- --------- ----------- --------- --------- --------- --------- -------- --------- --------- --------- CITY HLDG CO COMMON 177835105 62. 1678. SH SOLE 1678. 0. 0. CITY NATL CORP COMMON 178566105 233. 3040. SH SOLE 3040. 0. 0. CKE RESTAURANTS INC COMMON 12561E105 81. 4682. SH SOLE 4682. 0. 0. CKX INC COMMON 12562M106 76. 5834. SH SOLE 5834. 0. 0. CLAIRES STORES INC COMMON 179584107 209. 5756. SH SOLE 5756. 0. 0. CLARCOR INC COMMON 179895107 114. 3193. SH SOLE 3193. 0. 0. CLAYTON WILLIAMS EN COMMON 969490101 60. 1467. SH SOLE 1467. 0. 0. CLEAN HARBORS COMMON 184496107 64. 2161. SH SOLE 2161. 0. 0. CLEAR CHANNEL COMMUN COMMON 184502102 1198. 41280. SH SOLE 41280. 0. 0.
CLEAR CHANNEL OUTDR CLASS A 18451C109 509. 21690. SH SOLE 21690. 0. 0. CLECO CORP COMMON 12561W105 70. 3150. SH SOLE 3150. 0. 0. CLEVELAND CLIFFS INC COMMON 185896107 117. 1338. SH SOLE 1338. 0. 0. CLOROX CO COMMON 189054109 630. 10527. SH SOLE 10527. 0. 0. CMGI INC COMMON 125750109 55. 37378. SH SOLE 37378. 0. 0. CMS ENERGY CORP COMMON 125896100 187. 14464. SH SOLE 14464. 0. 0. CNA FINL CORP COMMON 126117100 505. 15862. SH SOLE 15862. 0. 0. CNA SURETY CORP COMMON 12612L108 67. 4008. SH SOLE 4008. 0. 0. ----- PAGE TOTAL 4237.
FORM 13F
DATE: 060331 PAGE: 34 ITEM 6 ITEM 8 ITEM 4 INVESTMENT VOTING AUTHORITY FAIR ITEM 5 DISCRETION (SHARES) ITEM 1 ITEM 2 ITEM 3 MARKET SH/PRN SH/PRN PUT/CALL TYPE ITEM 7 (A)SOLE (B)SHARED (C)NONE ISSUER CLASS SECID VALUE AMOUNT MGRS (000s) - -------------------- ------- --------- ----------- --------- --------- --------- --------- -------- --------- --------- --------- CNET NETWORKS COMMON 12613R104 126. 8888. SH SOLE 8888. 0. 0. CNF INC COMMON 12612W104 164. 3274. SH SOLE 3274. 0. 0. COACH INC COMMON 189754104 890. 25727. SH SOLE 25727. 0. 0. COBIZ INC COMMON 190897108 66. 3220. SH SOLE 3220. 0. 0. COCA COLA AMATIL LTD SP ADR 191085208 359. 34845. SH SOLE 34845. 0. 0. COCA COLA BTLNG CONS COMMON 191098102 60. 1314. SH SOLE 1314. 0. 0. COCA COLA CO COMMON 191216100 7407. 176915. SH SOLE 176450. 0. 465. COCA COLA ENTERPRISE COMMON 191219104 624. 30654. SH SOLE 30654. 0. 0. COEUR D'ALENE MINES COMMON 192108108 100. 15199. SH SOLE 15199. 0. 0. COGENT INC COMMON 19239Y108 103. 5618. SH SOLE 5618. 0. 0. COGNEX CORP COMMON 192422103 87. 2934. SH SOLE 2934. 0. 0. COGNIZANT TECH SOLNS CLASS A 192446102 3306. 55573. SH SOLE 55573. 0. 0. COGNOS INCORPORATED COMMON 19244C109 20913. 538098. SH SOLE 535803. 0. 2295. COHEN & STEERS INC COMMON 19247A100 85. 3463. SH SOLE 3463. 0. 0. COHERENT INC COMMON 192479103 68. 1950. SH SOLE 1950. 0. 0. COHU INC COMMON 192576106 49. 2307. SH SOLE 2307. 0. 0. COINSTAR INC COMMON 19259P300 66. 2538. SH SOLE 2538. 0. 0. ------ PAGE TOTAL 34473.
FORM 13F
DATE: 060331 PAGE: 35 ITEM 6 ITEM 8 ITEM 4 INVESTMENT VOTING AUTHORITY FAIR ITEM 5 DISCRETION (SHARES) ITEM 1 ITEM 2 ITEM 3 MARKET SH/PRN SH/PRN PUT/CALL TYPE ITEM 7 (A)SOLE (B)SHARED (C)NONE ISSUER CLASS SECID VALUE AMOUNT MGRS (000s) - -------------------- ------- --------- ----------- --------- --------- --------- --------- -------- --------- --------- --------- COLDWATER CREEK INC COMMON 193068103 157. 5634. SH SOLE 5634. 0. 0. COLE KENNETH PRODNS CLASS A 193294105 60. 2171. SH SOLE 2171. 0. 0. COLEY PHARMACEUTICAL COMMON 19388P106 57. 3783. SH SOLE 3783. 0. 0. COLGATE PALMOLIVE CO COMMON 194162103 3497. 61282. SH SOLE 61282. 0. 0. COLONIAL BANCGROUP COMMON 195493309 239. 9548. SH SOLE 9548. 0. 0. COLONIAL PPTYS TR COM SH 195872106 255. 5081. SH SOLE 4991. 0. 90. COLUMBIA BKG SYS INC COMMON 197236102 70. 2103. SH SOLE 2103. 0. 0. COLUMBIA SPORTSWEAR COMMON 198516106 133. 2495. SH SOLE 2495. 0. 0. COLUMBUS MCKINNON COMMON 199333105 75. 2796. SH SOLE 2796. 0. 0. COM21 INC COMMON 205937105 0. 784. SH SOLE 784. 0. 0. COMCAST CORP CLASS A 20030N101 6850. 261994. SH SOLE 261994. 0. 0. COMERICA INC COMMON 200340107 928. 16013. SH SOLE 15913. 0. 100. COMFORT SYS USA INC COMMON 199908104 87. 6472. SH SOLE 6472. 0. 0. COMMERCE BANC INC NJ COMMON 200519106 1255. 34233. SH SOLE 34233. 0. 0. COMMERCE BANCSHARES COMMON 200525103 229. 4441. SH SOLE 4441. 0. 0. COMMERCE GROUP INC COMMON 200641108 110. 2081. SH SOLE 2081. 0. 0. COMMERCE ONE INC DEL COMMON 200693208 0. 976. SH SOLE 976. 0. 0. ------ PAGE TOTAL 14002.
FORM 13F
DATE: 060331 PAGE: 36 ITEM 6 ITEM 8 ITEM 4 INVESTMENT VOTING AUTHORITY FAIR ITEM 5 DISCRETION (SHARES) ITEM 1 ITEM 2 ITEM 3 MARKET SH/PRN SH/PRN PUT/CALL TYPE ITEM 7 (A)SOLE (B)SHARED (C)NONE ISSUER CLASS SECID VALUE AMOUNT MGRS (000s) - -------------------- ------- --------- ----------- --------- --------- --------- --------- -------- --------- --------- --------- COMMERCIAL CAP BANCO COMMON 20162L105 51. 3620. SH SOLE 3620. 0. 0. COMMERCIAL METALS CO COMMON 201723103 195. 3654. SH SOLE 3654. 0. 0. COMMERCIAL NET LEASE COMMON 202218103 80. 3435. SH SOLE 3435. 0. 0. COMMNTY BKS INC MRBG COMMON 203628102 59. 2084. SH SOLE 2084. 0. 0. COMMONWEALTH TEL ENT COMMON 203349105 59. 1720. SH SOLE 1720. 0. 0. COMMSCOPE INC COMMON 203372107 98. 3448. SH SOLE 3448. 0. 0. COMMUNITY BK SYS INC COMMON 203607106 57. 2542. SH SOLE 2542. 0. 0. COMMUNITY HEALTH SYS COMMON 203668108 195. 5401. SH SOLE 5401. 0. 0.
COMMUNITY TR BANCORP COMMON 204149108 61. 1812. SH SOLE 1812. 0. 0. COMPANIA ANONIMA NAC SP ADR 204421101 43. 2046. SH SOLE 2046. 0. 0. COMPANIA CERVECERIAS SP ADR 204429104 72. 2888. SH SOLE 2888. 0. 0. COMPANIA DE MINAS BU SP ADR 204448104 119. 4800. SH SOLE 4800. 0. 0. COMPANIA DE TELEC CH SP ADR 204449300 49. 5513. SH SOLE 5513. 0. 0. COMPASS BANCSHARES COMMON 20449H109 413. 8167. SH SOLE 8167. 0. 0. COMPASS MINERALS COMMON 20451N101 62. 2489. SH SOLE 2489. 0. 0. COMPTON PETROLEUM COMMON 204940100 1199. 93997. SH SOLE 93997. 0. 0. COMPUCREDIT CORP COMMON 20478N100 118. 3193. SH SOLE 3193. 0. 0. ----- PAGE TOTAL 2930.
FORM 13F
DATE: 060331 PAGE: 37 ITEM 6 ITEM 8 ITEM 4 INVESTMENT VOTING AUTHORITY FAIR ITEM 5 DISCRETION (SHARES) ITEM 1 ITEM 2 ITEM 3 MARKET SH/PRN SH/PRN PUT/CALL TYPE ITEM 7 (A)SOLE (B)SHARED (C)NONE ISSUER CLASS SECID VALUE AMOUNT MGRS (000s) - -------------------- ------- --------- ----------- --------- --------- --------- --------- -------- --------- --------- --------- COMPUTER PROGRAMS & COMMON 205306103 73. 1458. SH SOLE 1458. 0. 0. COMPUTER SCIENCES COMMON 205363104 710. 12781. SH SOLE 12781. 0. 0. COMPUWARE CORP COMMON 205638109 201. 25683. SH SOLE 25683. 0. 0. COMSTOCK RES INC COMMON 205768203 77. 2596. SH SOLE 2596. 0. 0. COMTECH TELECOMMUNTN COMMON 205826209 52. 1773. SH SOLE 1773. 0. 0. COMVERSE TECHNOLOGY COMMON 205862402 2277. 96750. SH SOLE 96750. 0. 0. CONAGRA FOODS INC COMMON 205887102 852. 39696. SH SOLE 39696. 0. 0. CONCEPTUS INC COMMON 206016107 53. 4015. SH SOLE 4015. 0. 0. CONCUR TECHNO INC COMMON 206708109 88. 4759. SH SOLE 4759. 0. 0. CONEXANT SYST INC COMMON 207142100 99. 28714. SH SOLE 28714. 0. 0. CONMED CORP COMMON 207410101 51. 2658. SH SOLE 2658. 0. 0. CONNETICS CORP COMMON 208192104 73. 4304. SH SOLE 4304. 0. 0. CONNS INC COMMON 208242107 56. 1652. SH SOLE 1652. 0. 0. CONOCOPHILLIPS COMMON 20825C104 10609. 168071. SH SOLE 168071. 0. 0. CONOR MEDSYSTEMS COMMON 208264101 90. 3057. SH SOLE 3057. 0. 0. CONSECO INC COMMON 208464883 232. 9340. SH SOLE 9340. 0. 0. CONSOL ENERGY INC COMMON 20854P109 413. 5569. SH SOLE 5569. 0. 0. ------ PAGE TOTAL 16006.
FORM 13F
DATE: 060331 PAGE: 38 ITEM 6 ITEM 8 ITEM 4 INVESTMENT VOTING AUTHORITY FAIR ITEM 5 DISCRETION (SHARES) ITEM 1 ITEM 2 ITEM 3 MARKET SH/PRN SH/PRN PUT/CALL TYPE ITEM 7 (A)SOLE (B)SHARED (C)NONE ISSUER CLASS SECID VALUE AMOUNT MGRS (000s) - -------------------- ------- --------- ----------- --------- --------- --------- --------- -------- --------- --------- --------- CONSOLDTD EDISON INC COMMON 209115104 848. 19500. SH SOLE 19380. 0. 120. CONSOLIDATED COMM COMMON 209034107 77. 4744. SH SOLE 4744. 0. 0. CONSOLIDATED GRAPHIC COMMON 209341106 64. 1226. SH SOLE 1226. 0. 0. CONSTELLATION BRANDS CLASS A 21036P108 359. 14312. SH SOLE 14312. 0. 0. CONSTELLATION ENRGY COMMON 210371100 774. 14142. SH SOLE 14142. 0. 0. CONTINENTAL AIR LINE CLASS B 210795308 141. 5234. SH SOLE 5234. 0. 0. CONVERA CORP CLASS A 211919105 46. 4819. SH SOLE 4819. 0. 0. CONVERGYS CORP COMMON 212485106 171. 9405. SH SOLE 9405. 0. 0. COOPER CAMERON CORP COMMON 216640102 300. 6809. SH SOLE 6809. 0. 0. COOPER COMPANIES INC COMMON 216648402 147. 2721. SH SOLE 2721. 0. 0. COOPER INDS LTD CLASS A G24182100 2044. 23553. SH SOLE 23553. 0. 0. COOPER TIRE & RUBBER COMMON 216831107 64. 4477. SH SOLE 4477. 0. 0. COPANO ENERGY LLC COMMON 217202100 73. 1643. SH SOLE 1643. 0. 0. COPART INC COMMON 217204106 153. 5576. SH SOLE 5576. 0. 0. CORINTHIAN COLLEGES COMMON 218868107 83. 5765. SH SOLE 5765. 0. 0. CORN PRODS INTL COMMON 219023108 136. 4587. SH SOLE 4587. 0. 0. CORNERSTONE PROPANE UNIT LT 218916104 0. 2200. SH SOLE 2200. 0. 0. ----- PAGE TOTAL 5480.
FORM 13F
DATE: 060331 PAGE: 39 ITEM 6 ITEM 8 ITEM 4 INVESTMENT VOTING AUTHORITY FAIR ITEM 5 DISCRETION (SHARES) ITEM 1 ITEM 2 ITEM 3 MARKET SH/PRN SH/PRN PUT/CALL TYPE ITEM 7 (A)SOLE (B)SHARED (C)NONE ISSUER CLASS SECID VALUE AMOUNT MGRS (000s) - -------------------- ------- --------- ----------- --------- --------- --------- --------- -------- --------- --------- --------- CORNING INCORPORATED COMMON 219350105 2608. 96898. SH SOLE 96898. 0. 0. CORPORATE EXECUT BRD COMMON 21988R102 259. 2564. SH SOLE 2564. 0. 0. CORPORATE OFFICE PPT SH BEN 22002T108 105. 2306. SH SOLE 2306. 0. 0. CORRECTIONS COR AMER COMMON 22025Y407 110. 2427. SH SOLE 2427. 0. 0. CORUS BANKSHARES INC COMMON 220873103 103. 1727. SH SOLE 1727. 0. 0. CORUS ENTERTAINMT CLASS B 220874101 931. 30349. SH SOLE 30349. 0. 0. COST PLUS INC CALIF COMMON 221485105 58. 3377. SH SOLE 3377. 0. 0.
COSTAR GROUP INC COMMON 22160N109 71. 1367. SH SOLE 1367. 0. 0. COSTCO WHSL CORP COMMON 22160K105 3210. 59315. SH SOLE 59155. 0. 160. COTHERIX INC COMMON 22163T103 45. 4960. SH SOLE 4960. 0. 0. COTT CORP COMMON 22163N106 683. 52972. SH SOLE 52972. 0. 0. COUNTRYWIDE FINL COMMON 222372104 4149. 113139. SH SOLE 113139. 0. 0. COURIER CORP COMMON 222660102 75. 1681. SH SOLE 1681. 0. 0. COUSINS PPTYS INC COMMON 222795106 102. 3037. SH SOLE 3037. 0. 0. COVANCE INC COMMON 222816100 228. 3880. SH SOLE 3880. 0. 0. COVANSYS CORP COMMON 22281W103 72. 4167. SH SOLE 4167. 0. 0. COVANTA HOLDINGS COMMON 22282E102 146. 8753. SH SOLE 8753. 0. 0. ------ PAGE TOTAL 12955.
FORM 13F
DATE: 060331 PAGE: 40 ITEM 6 ITEM 8 ITEM 4 INVESTMENT VOTING AUTHORITY FAIR ITEM 5 DISCRETION (SHARES) ITEM 1 ITEM 2 ITEM 3 MARKET SH/PRN SH/PRN PUT/CALL TYPE ITEM 7 (A)SOLE (B)SHARED (C)NONE ISSUER CLASS SECID VALUE AMOUNT MGRS (000s) - -------------------- ------- --------- ----------- --------- --------- --------- --------- -------- --------- --------- --------- COVENTRY HEALTH CAR COMMON 222862104 576. 10677. SH SOLE 10677. 0. 0. COX RADIO INC CLASS A 224051102 55. 4084. SH SOLE 4084. 0. 0. CRA INTERNATIONAL COMMON 12618T105 67. 1363. SH SOLE 1363. 0. 0. CRANE CO COMMON 224399105 150. 3659. SH SOLE 3659. 0. 0. CREDENCE SYS CORP COMMON 225302108 55. 7431. SH SOLE 7431. 0. 0. CREDICORP LTD COMMON G2519Y108 26. 1000. SH SOLE 1000. 0. 0. CREE INC COMMON 225447101 149. 4542. SH SOLE 4542. 0. 0. CRESCENT REAL ESTATE COMMON 225756105 130. 6161. SH SOLE 6161. 0. 0. CROSS CNTRY HLTHCARE COMMON 227483104 62. 3225. SH SOLE 3225. 0. 0. CROSS MEDIA MARKETIN COMMON 22754R201 0. 1359. SH SOLE 1359. 0. 0. CROSSTEX ENERGY INC COMMON 22765Y104 75. 967. SH SOLE 967. 0. 0. CROSSTEX ENERGY L P COMMON 22765U102 64. 1817. SH SOLE 1817. 0. 0. CROWN CASTLE INTL COMMON 228227104 395. 13947. SH SOLE 13947. 0. 0. CROWN HOLDINGS INC COMMON 228368106 183. 10340. SH SOLE 10340. 0. 0. CROWN MEDIA HLD INC CLASS A 228411104 42. 6668. SH SOLE 6668. 0. 0. CROWN PAC PARTNERS UNIT LT 228439105 0. 1700. SH SOLE 1700. 0. 0. CRYSTALLEX INTL CORP COMMON 22942F101 666. 162870. SH SOLE 162870. 0. 0. ----- PAGE TOTAL 2695.
FORM 13F
DATE: 060331 PAGE: 41 ITEM 6 ITEM 8 ITEM 4 INVESTMENT VOTING AUTHORITY FAIR ITEM 5 DISCRETION (SHARES) ITEM 1 ITEM 2 ITEM 3 MARKET SH/PRN SH/PRN PUT/CALL TYPE ITEM 7 (A)SOLE (B)SHARED (C)NONE ISSUER CLASS SECID VALUE AMOUNT MGRS (000s) - -------------------- ------- --------- ----------- --------- --------- --------- --------- -------- --------- --------- --------- CSG SYS INTL INC COMMON 126349109 75. 3213. SH SOLE 3213. 0. 0. CSK AUTO CORP COMMON 125965103 56. 4008. SH SOLE 4008. 0. 0. CSX CORP COMMON 126408103 869. 14539. SH SOLE 14539. 0. 0. CTRIP COM INTL LTD ADR(2 O 22943F100 1067. 12900. SH SOLE 12900. 0. 0. CTS CORP COMMON 126501105 68. 5113. SH SOLE 5113. 0. 0. CUBIC CORP COMMON 229669106 82. 3438. SH SOLE 3438. 0. 0. CUBIST PHARMACEUT COMMON 229678107 78. 3395. SH SOLE 3395. 0. 0. CULLEN FROST BANKERS COMMON 229899109 173. 3213. SH SOLE 3213. 0. 0. CUMMINS INC COMMON 231021106 309. 2939. SH SOLE 2939. 0. 0. CUMULUS MEDIA INC CLASS A 231082108 57. 5097. SH SOLE 5097. 0. 0. CURTISS WRIGHT CORP COMMON 231561101 91. 1379. SH SOLE 1379. 0. 0. CUTERA INC COMMON 232109108 38. 1405. SH SOLE 1405. 0. 0. CV THERAPEUTICS INC COMMON 126667104 61. 2768. SH SOLE 2768. 0. 0. CVB FINANCIAL CORP COMMON 126600105 82. 4824. SH SOLE 4824. 0. 0. CVS CORP COMMON 126650100 4464. 149580. SH SOLE 147330. 0. 2250. CYBERCARE INC COMMON 23243T105 0. 1470. SH SOLE 1470. 0. 0. CYBERONICS INC COMMON 23251P102 56. 2161. SH SOLE 2161. 0. 0. ----- PAGE TOTAL 7626.
FORM 13F
DATE: 060331 PAGE: 42 ITEM 6 ITEM 8 ITEM 4 INVESTMENT VOTING AUTHORITY FAIR ITEM 5 DISCRETION (SHARES) ITEM 1 ITEM 2 ITEM 3 MARKET SH/PRN SH/PRN PUT/CALL TYPE ITEM 7 (A)SOLE (B)SHARED (C)NONE ISSUER CLASS SECID VALUE AMOUNT MGRS (000s) - -------------------- ------- --------- ----------- --------- --------- --------- --------- -------- --------- --------- --------- CYMER INC COMMON 232572107 104. 2279. SH SOLE 2279. 0. 0. CYPRESS SEMICONDUCTR COMMON 232806109 140. 8282. SH SOLE 8282. 0. 0. CYTEC INDS INC COMMON 232820100 171. 2849. SH SOLE 2849. 0. 0. CYTYC CORP COMMON 232946103 199. 7050. SH SOLE 7050. 0. 0. D R HORTON INC COMMON 23331A109 692. 20843. SH SOLE 20843. 0. 0. D R S TECHNOLOGIES COMMON 23330X100 132. 2410. SH SOLE 2410. 0. 0.
DADE BEHRING HLDGS COMMON 23342J206 198. 5533. SH SOLE 5533. 0. 0. DAISYTEK INTL CORP COMMON 234053106 0. 1080. SH SOLE 1080. 0. 0. DAKTRONICS INC COMMON 234264109 82. 2260. SH SOLE 2260. 0. 0. DANA CORP COMMON 235811106 14. 9578. SH SOLE 9578. 0. 0. DANAHER CORP COMMON 235851102 5080. 79943. SH SOLE 73663. 0. 6280. DARDEN RESTAURANT COMMON 237194105 434. 10587. SH SOLE 10587. 0. 0. DASSAULT SYS S A SP ADR 237545108 341. 5950. SH SOLE 5950. 0. 0. DATAMIRROR CORP COMMON 237926100 1514. 186000. SH SOLE 186000. 0. 0. DATASCOPE CORP COMMON 238113104 67. 1692. SH SOLE 1692. 0. 0. DAVITA INC COMMON 23918K108 373. 6197. SH SOLE 6197. 0. 0. DEAN FOODS CO NEW COMMON 242370104 381. 9820. SH SOLE 9820. 0. 0. ----- PAGE TOTAL 9922.
FORM 13F
DATE: 060331 PAGE: 43 ITEM 6 ITEM 8 ITEM 4 INVESTMENT VOTING AUTHORITY FAIR ITEM 5 DISCRETION (SHARES) ITEM 1 ITEM 2 ITEM 3 MARKET SH/PRN SH/PRN PUT/CALL TYPE ITEM 7 (A)SOLE (B)SHARED (C)NONE ISSUER CLASS SECID VALUE AMOUNT MGRS (000s) - -------------------- ------- --------- ----------- --------- --------- --------- --------- -------- --------- --------- --------- DEB SHOPS INC COMMON 242728103 57. 1919. SH SOLE 1919. 0. 0. DEERE & CO COMMON 244199105 2322. 29377. SH SOLE 29377. 0. 0. DEERFIELD TRIARC CAP COMMON 244572301 62. 4575. SH SOLE 4575. 0. 0. DEL MONTE FOODS CO COMMON 24522P103 146. 12351. SH SOLE 12351. 0. 0. DELL INC COMMON 24702R101 9179. 308467. SH SOLE 302927. 0. 5540. DELPHI CORPORATION COMMON 247126105 2. 2500. SH SOLE 2500. 0. 0. DELPHI FINL GRP CLASS A 247131105 100. 1936. SH SOLE 1936. 0. 0. DELTA AIR LINES INC COMMON 247361108 4. 6213. SH SOLE 6213. 0. 0. DELTA PETE CORP COMMON 247907207 77. 3656. SH SOLE 3656. 0. 0. DELTA&PINE LD CO COMMON 247357106 79. 2612. SH SOLE 2612. 0. 0. DELTIC TIMBER CORP COMMON 247850100 79. 1308. SH SOLE 1308. 0. 0. DELUXE CORPORATION COMMON 248019101 81. 3114. SH SOLE 3114. 0. 0. DENBURY RES INC COMMON 247916208 214. 6749. SH SOLE 6749. 0. 0. DENDRITE INTL INC COMMON 248239105 46. 3368. SH SOLE 3368. 0. 0. DENNYS CORP COMMON 24869P104 62. 13043. SH SOLE 13043. 0. 0. DENTSPLY INTL INC COMMON 249030107 2379. 40918. SH SOLE 40118. 0. 800. DEVELOPERS DIVER RTY REIT 251591103 368. 6719. SH SOLE 6719. 0. 0. ------ PAGE TOTAL 15257.
FORM 13F
DATE: 060331 PAGE: 44 ITEM 6 ITEM 8 ITEM 4 INVESTMENT VOTING AUTHORITY FAIR ITEM 5 DISCRETION (SHARES) ITEM 1 ITEM 2 ITEM 3 MARKET SH/PRN SH/PRN PUT/CALL TYPE ITEM 7 (A)SOLE (B)SHARED (C)NONE ISSUER CLASS SECID VALUE AMOUNT MGRS (000s) - -------------------- ------- --------- ----------- --------- --------- --------- --------- -------- --------- --------- --------- DEVON ENERGY CORP COMMON 25179M103 2180. 35631. SH SOLE 35631. 0. 0. DEVRY INC DEL COMMON 251893103 102. 4483. SH SOLE 4483. 0. 0. DEXCOM INC COMMON 252131107 87. 4286. SH SOLE 4286. 0. 0. DIAGEO P L C SP ADR 25243Q205 1362. 21480. SH SOLE 21480. 0. 0. DIAGNOSTIC PRODUCTS COMMON 252450101 86. 1804. SH SOLE 1804. 0. 0. DIAMOND OFFSHORE DRL COMMON 25271C102 713. 7969. SH SOLE 7969. 0. 0. DIAMONDROCK HOSPITAL COMMON 252784301 72. 5248. SH SOLE 5248. 0. 0. DIAMONDS TR UNIT SE 252787106 771. 6930. SH SOLE 6930. 0. 0. DICKS SPORTING GOODS COMMON 253393102 121. 3057. SH SOLE 3057. 0. 0. DIEBOLD INC COMMON 253651103 183. 4443. SH SOLE 4443. 0. 0. DIGENE CORP COMMON 253752109 86. 2193. SH SOLE 2193. 0. 0. DIGITAL INSIGHT COR COMMON 25385P106 82. 2260. SH SOLE 2260. 0. 0. DIGITAL RIVER INC COMMON 25388B104 95. 2188. SH SOLE 2188. 0. 0. DIGITAL RLTY TR INC COMMON 253868103 75. 2665. SH SOLE 2665. 0. 0. DIGITAS INC COMMON 25388K104 80. 5535. SH SOLE 5535. 0. 0. DILLARDS INC CLASS A 254067101 143. 5501. SH SOLE 5501. 0. 0. DIME CMNTY BANCSHRS COMMON 253922108 58. 4054. SH SOLE 4054. 0. 0. ----- PAGE TOTAL 6296.
FORM 13F
DATE: 060331 PAGE: 45 ITEM 6 ITEM 8 ITEM 4 INVESTMENT VOTING AUTHORITY FAIR ITEM 5 DISCRETION (SHARES) ITEM 1 ITEM 2 ITEM 3 MARKET SH/PRN SH/PRN PUT/CALL TYPE ITEM 7 (A)SOLE (B)SHARED (C)NONE ISSUER CLASS SECID VALUE AMOUNT MGRS (000s) - -------------------- ------- --------- ----------- --------- --------- --------- --------- -------- --------- --------- --------- DIODES INC COMMON 254543101 92. 2220. SH SOLE 2220. 0. 0. DIONEX CORP COMMON 254546104 82. 1340. SH SOLE 1340. 0. 0. DIRECTV GROUP INC COMMON 25459L106 1408. 85883. SH SOLE 85883. 0. 0. DISCOVERY HOLDING COMMON 25468Y107 300. 20027. SH SOLE 20027. 0. 0. DISCOVERY LABRTRS COMMON 254668106 64. 8794. SH SOLE 8794. 0. 0.
DIVINE INC CLASS A 255402406 0. 331. SH SOLE 331. 0. 0. DJ ORTHOPEDICS INC COMMON 23325G104 75. 1889. SH SOLE 1889. 0. 0. DOBSON COMMUN CORP CLASS A 256069105 65. 8119. SH SOLE 8119. 0. 0. DOLBY LABORATORIES COMMON 25659T107 134. 6418. SH SOLE 6418. 0. 0. DOLLAR GEN CORP COMMON 256669102 399. 22574. SH SOLE 22574. 0. 0. DOLLAR THRIFTY AUTO COMMON 256743105 75. 1659. SH SOLE 1659. 0. 0. DOLLAR TREE STORES COMMON 256747106 187. 6758. SH SOLE 6758. 0. 0. DOMINION RES INC VA COMMON 25746U109 1692. 24508. SH SOLE 24508. 0. 0. DOMINOS PIZZA INC COMMON 25754A201 115. 4013. SH SOLE 4013. 0. 0. DOMTAR INC COMMON 257561100 5259. 739559. SH SOLE 739159. 0. 400. DONALDSON INC COMMON 257651109 174. 5164. SH SOLE 5164. 0. 0. DONEGAL GROUP INC CLASS B 257701300 66. 2781. SH SOLE 2781. 0. 0. ------ PAGE TOTAL 10187.
FORM 13F
DATE: 060331 PAGE: 46 ITEM 6 ITEM 8 ITEM 4 INVESTMENT VOTING AUTHORITY FAIR ITEM 5 DISCRETION (SHARES) ITEM 1 ITEM 2 ITEM 3 MARKET SH/PRN SH/PRN PUT/CALL TYPE ITEM 7 (A)SOLE (B)SHARED (C)NONE ISSUER CLASS SECID VALUE AMOUNT MGRS (000s) - -------------------- ------- --------- ----------- --------- --------- --------- ---------- ------ --------- --------- --------- DONNELLEY R R & SONS COMMON 257867101 476. 14550. SH SOLE 14550. 0. 0. DORAL FINL CORP COMMON 25811P100 80. 6884. SH SOLE 6884. 0. 0. DORCHESTER MINERALS COM UNI 25820R105 64. 2362. SH SOLE 2362. 0. 0. DOREL INDUSTRIES INC CLASS B 25822C205 11338. 413518. SH SOLE 413518. 0. 0. DOUBLE HULL TANKERS COMMON Y21110104 63. 4759. SH SOLE 4759. 0. 0. DOVER CORP COMMON 260003108 800. 16470. SH SOLE 16470. 0. 0. DOW CHEMICAL COMPANY COMMON 260543103 2845. 70062. SH SOLE 70062. 0. 0. DOW JONES & CO INC COMMON 260561105 293. 7449. SH SOLE 7449. 0. 0. DOWNEY FINANCIAL COMMON 261018105 117. 1734. SH SOLE 1734. 0. 0. DPL INC COMMON 233293109 212. 7839. SH SOLE 7839. 0. 0. DREAMWORKS ANIMATION CLASS A 26153C103 169. 6384. SH SOLE 6384. 0. 0. DRESS BARN INC COMMON 261570105 90. 1870. SH SOLE 1870. 0. 0. DRESSER-RAND GROUP COMMON 261608103 132. 5296. SH SOLE 5296. 0. 0. DREW INDUSTRIES INC COMMON 26168L205 75. 2121. SH SOLE 2121. 0. 0. DRIL-QUIP INC COMMON 262037104 82. 1164. SH SOLE 1164. 0. 0. DSP GROUP INC COMMON 23332B106 65. 2249. SH SOLE 2249. 0. 0. DST SYS INC DEL COMMON 233326107 285. 4916. SH SOLE 4916. 0. 0. ------ PAGE TOTAL 17186.
FORM 13F
DATE: 060331 PAGE: 47 ITEM 6 ITEM 8 ITEM 4 INVESTMENT VOTING AUTHORITY FAIR ITEM 5 DISCRETION (SHARES) ITEM 1 ITEM 2 ITEM 3 MARKET SH/PRN SH/PRN PUT/CALL TYPE ITEM 7 (A)SOLE (B)SHARED (C)NONE ISSUER CLASS SECID VALUE AMOUNT MGRS (000s) - ------------------- ------- --------- ----------- --------- --------- --------- --------- -------- --------- --------- --------- DSW INC CLASS A 23334L102 88. 2800. SH SOLE 2800. 0. 0. DTE ENERGY CO COMMON 233331107 471. 11757. SH SOLE 11757. 0. 0. DTVN HLDGS INC COMMON 233337104 0. 3800. SH SOLE 3800. 0. 0. DU PONT E I DE NEMOU COMMON 263534109 4696. 111257. SH SOLE 111257. 0. 0. DUKE ENERGY CORP COMMON 264399106 2033. 69726. SH SOLE 69726. 0. 0. DUKE REALTY CORP COMMON 264411505 577. 15196. SH SOLE 14946. 0. 250. DUN & BRADSTREET COR COMMON 26483E100 328. 4278. SH SOLE 4278. 0. 0. DUQUESNE LIGHT HLDGS COMMON 266233105 81. 4886. SH SOLE 4886. 0. 0. DURECT CORP COMMON 266605104 7. 1176. SH SOLE 1176. 0. 0. DYCOM INDUSTRIES INC COMMON 267475101 61. 2879. SH SOLE 2879. 0. 0. DYNEGY INC CLASS A 26816Q101 120. 25092. SH SOLE 25092. 0. 0. E TRADE FINL CORP COMMON 269246104 672. 24924. SH SOLE 24924. 0. 0. EAGLE BULK SHIPPING COMMON Y2187A101 55. 3927. SH SOLE 3927. 0. 0. EAGLE MATERIALS COMMON 26969P108 217. 3411. SH SOLE 3411. 0. 0. EARTHLINK INC COMMON 270321102 83. 8650. SH SOLE 8650. 0. 0. EAST WEST BANCORP COMMON 27579R104 120. 3118. SH SOLE 3118. 0. 0. EASTGROUP PROPERTIES COMMON 277276101 66. 1398. SH SOLE 1398. 0. 0. ----- PAGE TOTAL 9675.
FORM 13F
DATE: 060331 PAGE: 48 ITEM 6 ITEM 8 ITEM 4 INVESTMENT VOTING AUTHORITY FAIR ITEM 5 DISCRETION (SHARES) ITEM 1 ITEM 2 ITEM 3 MARKET SH/PRN SH/PRN PUT/CALL TYPE ITEM 7 (A)SOLE (B)SHARED (C)NONE ISSUER CLASS SECID VALUE AMOUNT MGRS (000s) - ------------------- ------- --------- ----------- --------- --------- --------- --------- -------- --------- --------- --------- EASTMAN CHEM CO COMMON 277432100 274. 5356. SH SOLE 5356. 0. 0. EASTMAN KODAK CO COMMON 277461109 1548. 54428. SH SOLE 54428. 0. 0. EATON CORP COMMON 278058102 752. 10312. SH SOLE 10312. 0. 0. EATON VANCE CORP COMMON 278265103 226. 8260. SH SOLE 8260. 0. 0.
EBAY INC COMMON 278642103 7250. 185896. SH SOLE 185896. 0. 0. ECHOSTAR COMMNCTNS CLASS A 278762109 475. 15905. SH SOLE 15905. 0. 0. ECLIPSYS CORP COMMON 278856109 78. 3312. SH SOLE 3312. 0. 0. ECOLAB INC COMMON 278865100 641. 16779. SH SOLE 16779. 0. 0. ECOLLEGE COM COMMON 27887E100 65. 3443. SH SOLE 3443. 0. 0. EDISON INTL COMMON 281020107 1109. 26932. SH SOLE 26932. 0. 0. EDO CORP COMMON 281347104 70. 2278. SH SOLE 2278. 0. 0. EDUCATE INC COMMON 28138P100 49. 5804. SH SOLE 5804. 0. 0. EDUCATION MGMT CORP COMMON 28139T101 191. 4589. SH SOLE 4589. 0. 0. EDWARDS AG INC COMMON 281760108 245. 4909. SH SOLE 4909. 0. 0. EDWARDS LIFESCIENCE COMMON 28176E108 161. 3693. SH SOLE 3693. 0. 0. EFUNDS CORP COMMON 28224R101 75. 2890. SH SOLE 2890. 0. 0. EGL INC COMMON 268484102 122. 2711. SH SOLE 2711. 0. 0. ------ PAGE TOTAL 13331.
FORM 13F
DATE: 060331 PAGE: 49 ITEM 6 ITEM 8 ITEM 4 INVESTMENT VOTING AUTHORITY FAIR ITEM 5 DISCRETION (SHARES) ITEM 1 ITEM 2 ITEM 3 MARKET SH/PRN SH/PRN PUT/CALL TYPE ITEM 7 (A)SOLE (B)SHARED (C)NONE ISSUER CLASS SECID VALUE AMOUNT MGRS (000s) - ------------------- ------- --------- ----------- --------- --------- --------- --------- -------- --------- --------- --------- EL PASO CORPORATION COMMON 28336L109 501. 41580. SH SOLE 41580. 0. 0. EL PASO ELEC CO COMMON 283677854 58. 3036. SH SOLE 3036. 0. 0. ELDORADO GOLD CORP COMMON 284902103 2233. 461996. SH SOLE 461996. 0. 0. ELECTRO SCIENTIFIC COMMON 285229100 54. 2448. SH SOLE 2448. 0. 0. ELECTRONIC ARTS COMMON 285512109 5068. 92662. SH SOLE 92662. 0. 0. ELECTRONIC DATA SYS COMMON 285661104 1039. 38715. SH SOLE 38715. 0. 0. ELECTRONICS FOR IMAG COMMON 286082102 93. 3319. SH SOLE 3319. 0. 0. ELI LILLY & CO COMMON 532457108 6316. 114210. SH SOLE 114210. 0. 0. ELIZABETH ARDEN INC COMMON 28660G106 72. 3072. SH SOLE 3072. 0. 0. ELKCORP COMMON 287456107 61. 1822. SH SOLE 1822. 0. 0. EMBOTELLADORA ANDINA SP ADR 29081P204 1. 55. SH SOLE 55. 0. 0. EMC CORP MASS COMMON 268648102 8771. 643705. SH SOLE 639405. 0. 4300. EMCOR GROUP INC COMMON 29084Q100 95. 1918. SH SOLE 1918. 0. 0. EMDEON CORP COMMON 290849108 231. 21401. SH SOLE 21401. 0. 0. EMERSON ELEC CO COMMON 291011104 2595. 31029. SH SOLE 31029. 0. 0. EMMIS COMMUNICATIONS CLASS A 291525103 49. 3038. SH SOLE 3038. 0. 0. EMP NAC ELEC CHILE SP ADR 29244T101 212. 7041. SH SOLE 7041. 0. 0. ------ PAGE TOTAL 27449.
FORM 13F
DATE: 060331 PAGE: 50 ITEM 6 ITEM 8 ITEM 4 INVESTMENT VOTING AUTHORITY FAIR ITEM 5 DISCRETION (SHARES) ITEM 1 ITEM 2 ITEM 3 MARKET SH/PRN SH/PRN PUT/CALL TYPE ITEM 7 (A)SOLE (B)SHARED (C)NONE ISSUER CLASS SECID VALUE AMOUNT MGRS (000s) - ------------------- ------- --------- ----------- --------- --------- --------- --------- -------- --------- --------- --------- EMPIRE DIST ELEC CO COMMON 291641108 66. 2973. SH SOLE 2973. 0. 0. EMULEX CORP COMMON 292475209 88. 5127. SH SOLE 5127. 0. 0. ENBRIDGE ENERGY MGMT SHS UNI 29250X103 59. 1374. SH SOLE 1374. 0. 0. ENBRIDGE INC COMMON 29250N105 227750. 7910917. SH SOLE 6812523. 0. 1098394. ENCANA CORPORATION COMMON 292505104 301443. 6455303. SH SOLE 6429531. 0. 25772. ENCORE ACQUISITION COMMON 29255W100 95. 3055. SH SOLE 3055. 0. 0. ENCORE CAP GROUP INC COMMON 292554102 52. 3509. SH SOLE 3509. 0. 0. ENCORE WIRE CORP COMMON 292562105 85. 2512. SH SOLE 2512. 0. 0. ENCYSIVE PHARMA COMMON 29256X107 27. 5444. SH SOLE 5444. 0. 0. ENDO PHARM HLDGS INC COMMON 29264F205 268. 8170. SH SOLE 8170. 0. 0. ENDURANCE SPECIALTY SHARES G30397106 133. 4091. SH SOLE 4091. 0. 0. ENERGEN CORP COMMON 29265N108 159. 4541. SH SOLE 4541. 0. 0. ENERGIZER HLDGS INC COMMON 29266R108 232. 4382. SH SOLE 4382. 0. 0. ENERGY CONV DEVICES COMMON 292659109 99. 2020. SH SOLE 2020. 0. 0. ENERGY EAST CORP COMMON 29266M109 222. 9128. SH SOLE 9128. 0. 0. ENERGY PARTNERS LTD COMMON 29270U105 60. 2564. SH SOLE 2564. 0. 0. ENERPLUS RES FUND TRUST U 29274D604 123327. 2457494. SH SOLE 2345334. 0. 112160. ------- PAGE TOTAL 654165.
FORM 13F
DATE: 060331 PAGE: 51 ITEM 6 ITEM 8 ITEM 4 INVESTMENT VOTING AUTHORITY FAIR ITEM 5 DISCRETION (SHARES) ITEM 1 ITEM 2 ITEM 3 MARKET SH/PRN SH/PRN PUT/CALL TYPE ITEM 7 (A)SOLE (B)SHARED (C)NONE ISSUER CLASS SECID VALUE AMOUNT MGRS (000s) - ------------------- ------- --------- ----------- --------- --------- --------- --------- -------- --------- --------- --------- ENERSIS S A ADR(50 29274F104 57. 4801. SH SOLE 4801. 0. 0. ENERSYS COMMON 29275Y102 59. 4245. SH SOLE 4245. 0. 0. ENGELHARD CORP COMMON 292845104 327. 8257. SH SOLE 8257. 0. 0.
ENNIS INC COMMON 293389102 66. 3409. SH SOLE 3409. 0. 0. ENPRO INDS INC COMMON 29355X107 73. 2121. SH SOLE 2121. 0. 0. ENSCO INTL INC COMMON 26874Q100 484. 9403. SH SOLE 9403. 0. 0. ENTEGRIS INC COMMON 29362U104 88. 8225. SH SOLE 8225. 0. 0. ENTERCOM COMMUN CORP CLASS A 293639100 82. 2929. SH SOLE 2929. 0. 0. ENTERGY CORP COMMON 29364G103 1090. 15811. SH SOLE 15811. 0. 0. ENTERPRISE GP HLDGS UNIT LP 293716106 203. 5407. SH SOLE 5407. 0. 0. ENTERPRISE PRODS COMMON 293792107 581. 23536. SH SOLE 23536. 0. 0. ENTERRA ENERGY CORP TRUST U 29381P102 112. 8199. SH SOLE 8199. 0. 0. ENTERTAINMENT PPTYS COMMON 29380T105 67. 1597. SH SOLE 1597. 0. 0. ENTRAVISION COMMUNI CLASS A 29382R107 77. 8456. SH SOLE 8456. 0. 0. ENZO BIOCHEM INC COMMON 294100102 59. 4385. SH SOLE 4385. 0. 0. EOG RESOURCES INC COMMON 26875P101 1161. 16120. SH SOLE 16120. 0. 0. EPICOR SOFTWARE CORP COMMON 29426L108 57. 4274. SH SOLE 4274. 0. 0. ----- PAGE TOTAL 4643.
FORM 13F
DATE: 060331 PAGE: 52 ITEM 6 ITEM 8 ITEM 4 INVESTMENT VOTING AUTHORITY FAIR ITEM 5 DISCRETION (SHARES) ITEM 1 ITEM 2 ITEM 3 MARKET SH/PRN SH/PRN PUT/CALL TYPE ITEM 7 (A)SOLE (B)SHARED (C)NONE ISSUER CLASS SECID VALUE AMOUNT MGRS (000s) - ------------------- ------- --------- ----------- --------- --------- --------- --------- -------- --------- --------- --------- EQUIFAX INC COMMON 294429105 334. 8960. SH SOLE 8960. 0. 0. EQUINIX INC COMMON 29444U502 97. 1504. SH SOLE 1504. 0. 0. EQUITABLE RES INC COMMON 294549100 275. 7525. SH SOLE 7525. 0. 0. EQUITY INNS INC COMMON 294703103 71. 4413. SH SOLE 4413. 0. 0. EQUITY LIFESTYLE PPT COMMON 29472R108 72. 1456. SH SOLE 1456. 0. 0. EQUITY OFFICE PPTYS COMMON 294741103 922. 27444. SH SOLE 27444. 0. 0. EQUITY ONE COMMON 294752100 108. 4398. SH SOLE 4398. 0. 0. EQUITY RESIDENTIAL SH BEN 29476L107 1061. 22683. SH SOLE 22683. 0. 0. ERESEARCHTECHNOLOGY COMMON 29481V108 62. 4286. SH SOLE 4286. 0. 0. ERICSSON(LM) TEL ADR(10 294821608 2729. 72343. SH SOLE 72343. 0. 0. ERIE INDEMNITY CO CLASS A 29530P102 207. 3932. SH SOLE 3932. 0. 0. ESCALA GROUP COMMON 29605W107 87. 3312. SH SOLE 3312. 0. 0. ESCO TECHN INC COMMON 296315104 82. 1621. SH SOLE 1621. 0. 0. ESPEED INC CLASS A 296643109 61. 7644. SH SOLE 7644. 0. 0. ESSEX CORP COMMON 296744105 72. 3268. SH SOLE 3268. 0. 0. ESSEX PPTY TR INC REIT 297178105 155. 1421. SH SOLE 1421. 0. 0. ESSILOR INTL S A ADR 297284200 428. 9640. SH SOLE 9640. 0. 0. ----- PAGE TOTAL 6823.
FORM 13F
DATE: 060331 PAGE: 53 ITEM 6 ITEM 8 ITEM 4 INVESTMENT VOTING AUTHORITY FAIR ITEM 5 DISCRETION (SHARES) ITEM 1 ITEM 2 ITEM 3 MARKET SH/PRN SH/PRN PUT/CALL TYPE ITEM 7 (A)SOLE (B)SHARED (C)NONE ISSUER CLASS SECID VALUE AMOUNT MGRS (000s) - ------------------- ------- --------- ----------- --------- --------- --------- --------- -------- --------- --------- --------- ESTEE LAUDER CO CLASS A 518439104 328. 8827. SH SOLE 8827. 0. 0. ESTERLINE TECH CORP COMMON 297425100 68. 1601. SH SOLE 1601. 0. 0. ETHAN ALLEN INTERIOR COMMON 297602104 95. 2265. SH SOLE 2265. 0. 0. EURONET WORLDWIDE COMMON 298736109 86. 2278. SH SOLE 2278. 0. 0. EUROZINC MINING COMMON 298804105 7815. 4492855. SH SOLE 4492855. 0. 0. EV3 INC COMMON 26928A200 80. 4527. SH SOLE 4527. 0. 0. EVEREADY INCOME 29976X106 55. 8890. SH SOLE 8890. 0. 0. EVEREST RE GROUP LTD COMMON G3223R108 326. 3495. SH SOLE 3495. 0. 0. EVERGREEN SOLAR INC COMMON 30033R108 85. 5547. SH SOLE 5547. 0. 0. EVOLVE SOFTWARE INC COMMON 30049P708 0. 23. SH SOLE 23. 0. 0. EXAR CORP COMMON 300645108 70. 4895. SH SOLE 4895. 0. 0. EXELIXIS INC COMMON 30161Q104 89. 7403. SH SOLE 7403. 0. 0. EXELON CORP COMMON 30161N101 3716. 70305. SH SOLE 70305. 0. 0. EXPEDIA INC COMMON 30212P105 757. 37361. SH SOLE 37361. 0. 0. EXPEDITORS INTL WASH COMMON 302130109 672. 7780. SH SOLE 7780. 0. 0. EXPRESS SCRIPTS INC CLASS A 302182100 1001. 11393. SH SOLE 11393. 0. 0. EXPRESSJET HOLDINGS CLASS A 30218U108 46. 6179. SH SOLE 6179. 0. 0. ------ PAGE TOTAL 15289.
FORM 13F
DATE: 060331 PAGE: 54 ITEM 6 ITEM 8 ITEM 4 INVESTMENT VOTING AUTHORITY FAIR ITEM 5 DISCRETION (SHARES) ITEM 1 ITEM 2 ITEM 3 MARKET SH/PRN SH/PRN PUT/CALL TYPE ITEM 7 (A)SOLE (B)SHARED (C)NONE ISSUER CLASS SECID VALUE AMOUNT MGRS (000s) - ------------------- ------- --------- ----------- --------- --------- --------- --------- -------- --------- --------- --------- EXTENDICARE INC SUB VTG 30224T871 931. 43907. SH SOLE 43907. 0. 0. EXTRA SPACE STORAGE REIT 30225T102 70. 4082. SH SOLE 4082. 0. 0.
EXTREME NETWRKS INC COMMON 30226D106 61. 12092. SH SOLE 12092. 0. 0. EXXON MOBIL CORP COMMON 30231G102 38039. 625715. SH SOLE 622267. 0. 3448. F5 NETWORKS INC COMMON 315616102 169. 2329. SH SOLE 2329. 0. 0. FACTSET RESH SYS INC COMMON 303075105 132. 2966. SH SOLE 2966. 0. 0. FAIR ISAAC INC COMMON 303250104 165. 4170. SH SOLE 4170. 0. 0. FAIRCHILD SEMICONDU COMMON 303726103 141. 7397. SH SOLE 7397. 0. 0. FAIRFAX FINL HOLDNGS SUB VTG 303901102 12758. 119889. SH SOLE 119789. 0. 100. FAIRMONT HOTELS COMMON 305204109 13416. 300992. SH SOLE 299683. 0. 1309. FAIRPOINT COMMUNI COMMON 305560104 73. 5284. SH SOLE 5284. 0. 0. FALCONSTOR SOFTWARE COMMON 306137100 76. 8034. SH SOLE 8034. 0. 0. FAMILY DOLLAR STORES COMMON 307000109 299. 11236. SH SOLE 11236. 0. 0. FASTENAL CO COMMON 311900104 623. 13170. SH SOLE 13170. 0. 0. FBL FINL GROUP INC COMMON 30239F106 65. 1890. SH SOLE 1890. 0. 0. FEDERAL NTL MTG ASSN COMMON 313586109 3638. 75549. SH SOLE 75549. 0. 0. FEDERAL RLTY INVT TR SH BEN 313747206 244. 3251. SH SOLE 3251. 0. 0. ------ PAGE TOTAL 70900.
FORM 13F
DATE: 060331 PAGE: 55 ITEM 6 ITEM 8 ITEM 4 INVESTMENT VOTING AUTHORITY FAIR ITEM 5 DISCRETION (SHARES) ITEM 1 ITEM 2 ITEM 3 MARKET SH/PRN SH/PRN PUT/CALL TYPE ITEM 7 (A)SOLE (B)SHARED (C)NONE ISSUER CLASS SECID VALUE AMOUNT MGRS (000s) - -------------------- ------- --------- ----------- --------- --------- --------- ---------- ------ ------- ---------- -------- FEDERAL SIGNAL CORP COMMON 313855108 73. 3942. SH SOLE 3942. 0. 0. FEDERATED DEPT STORE COMMON 31410H101 1558. 21341. SH SOLE 21341. 0. 0. FEDERATED INVS INC CLASS B 314211103 279. 7155. SH SOLE 7155. 0. 0. FEDEX CORPORATION COMMON 31428X106 2744. 24296. SH SOLE 24296. 0. 0. FEI CO COMMON 30241L109 59. 2951. SH SOLE 2951. 0. 0. FELCOR LODGING TR COMMON 31430F101 80. 3789. SH SOLE 3789. 0. 0. FERRO CORP COMMON 315405100 62. 3111. SH SOLE 3111. 0. 0. FIDELITY BANKSHARES COMMON 31604Q107 65. 1933. SH SOLE 1933. 0. 0. FIDELITY NATL FINL COMMON 316326107 365. 10284. SH SOLE 10284. 0. 0. FIDELITY NATL INFO COMMON 31620M106 157. 3876. SH SOLE 3876. 0. 0. FIDELITY NATL TITLE CLASS A 31620R105 234. 10284. SH SOLE 10284. 0. 0. FIELDSTONE INVT CORP COMMON 31659U300 64. 5391. SH SOLE 5391. 0. 0. FIFTH THIRD BANCORP COMMON 316773100 1586. 40285. SH SOLE 40285. 0. 0. FILENET CORP COMMON 316869106 68. 2515. SH SOLE 2515. 0. 0. FINANCIAL FED CORP COMMON 317492106 63. 2140. SH SOLE 2140. 0. 0. FINISAR CORPORATION COMMON 31787A101 168. 34055. SH SOLE 34055. 0. 0. FINISH LINE INC CLASS A 317923100 54. 3305. SH SOLE 3305. 0. 0. ----- PAGE TOTAL 7679.
FORM 13F
DATE: 060331 PAGE: 56 ITEM 6 ITEM 8 ITEM 4 INVESTMENT VOTING AUTHORITY FAIR ITEM 5 DISCRETION (SHARES) ITEM 1 ITEM 2 ITEM 3 MARKET SH/PRN SH/PRN PUT/CALL TYPE ITEM 7 (A)SOLE (B)SHARED (C)NONE ISSUER CLASS SECID VALUE AMOUNT MGRS (000s) - -------------------- ------- --------- ----------- --------- --------- --------- ---------- ------ ------- ---------- -------- FIRST ACCEPTANCE COMMON 318457108 81. 6064. SH SOLE 6064. 0. 0. FIRST AMERICAN COR COMMON 318522307 229. 5853. SH SOLE 5853. 0. 0. FIRST BANCORP P R COMMON 318672102 64. 5156. SH SOLE 5156. 0. 0. FIRST BUSEY CORP COMMON 319383105 62. 2932. SH SOLE 2932. 0. 0. FIRST CASH FINL SVCS COMMON 31942D107 84. 4196. SH SOLE 4196. 0. 0. FIRST CHARTER CORP COMMON 319439105 57. 2299. SH SOLE 2299. 0. 0. FIRST CITIZENS BANCS CLASS A 31946M103 125. 647. SH SOLE 647. 0. 0. FIRST CMNTY BANCORP COMMON 31983B101 66. 1143. SH SOLE 1143. 0. 0. FIRST COMWLTH FINL COMMON 319829107 67. 4566. SH SOLE 4566. 0. 0. FIRST DATA CORP COMMON 319963104 7535. 160986. SH SOLE 160786. 0. 200. FIRST FED FINL CORP COMMON 337907109 70. 1164. SH SOLE 1164. 0. 0. FIRST FINL BANCORP COMMON 320209109 55. 3327. SH SOLE 3327. 0. 0. FIRST FINL BKSH COMMON 32020R109 61. 1604. SH SOLE 1604. 0. 0. FIRST FINL HLDGS INC COMMON 320239106 62. 1968. SH SOLE 1968. 0. 0. FIRST HORIZON NATL COMMON 320517105 672. 16135. SH SOLE 15825. 0. 310. FIRST HORIZON PHARM COMMON 32051K106 87. 3443. SH SOLE 3443. 0. 0. FIRST IND CORP COMMON 32054R108 60. 2158. SH SOLE 2158. 0. 0. ----- PAGE TOTAL 9437.
FORM 13F
DATE: 060331 PAGE: 57 ITEM 6 ITEM 8 ITEM 4 INVESTMENT VOTING AUTHORITY FAIR ITEM 5 DISCRETION (SHARES) ITEM 1 ITEM 2 ITEM 3 MARKET SH/PRN SH/PRN PUT/CALL TYPE ITEM 7 (A)SOLE (B)SHARED (C)NONE ISSUER CLASS SECID VALUE AMOUNT MGRS (000s) - -------------------- ------- --------- ----------- --------- --------- --------- ---------- ------ ------- ---------- -------- FIRST IND REALTY TR COMMON 32054K103 311. 7296. SH SOLE 7106. 0. 190.
FIRST MARBLEHEAD COMMON 320771108 1218. 28156. SH SOLE 28156. 0. 0. FIRST MERCHANTS CORP COMMON 320817109 63. 2357. SH SOLE 2357. 0. 0. FIRST MIDWEST BANCOR COMMON 320867104 105. 2880. SH SOLE 2880. 0. 0. FIRST NIAGARA FINL COMMON 33582V108 107. 7316. SH SOLE 7316. 0. 0. FIRST POTOMAC RLTY COMMON 33610F109 64. 2273. SH SOLE 2273. 0. 0. FIRST REP BANK(S.F) COMMON 336158100 60. 1580. SH SOLE 1580. 0. 0. FIRST ST BANCORP COMMON 336453105 65. 2430. SH SOLE 2430. 0. 0. FIRSTENERGY CORP COMMON 337932107 1209. 24734. SH SOLE 24734. 0. 0. FIRSTMERIT CORP COMMON 337915102 128. 5181. SH SOLE 5181. 0. 0. FIRSTSERVICE CORP SUB VTG 33761N109 515. 21113. SH SOLE 21113. 0. 0. FISERV INC COMMON 337738108 668. 15696. SH SOLE 15696. 0. 0. FISHER COMMUN INC COMMON 337756209 61. 1359. SH SOLE 1359. 0. 0. FISHER SCNTIFC INTL COMMON 338032204 526. 7724. SH SOLE 7724. 0. 0. FLAGSTAR BANCORP INC COMMON 337930101 62. 4128. SH SOLE 4128. 0. 0. FLEETWOOD ENTERPRISE COMMON 339099103 61. 5444. SH SOLE 5444. 0. 0. FLEXTRONICS INTL ORDINAR Y2573F102 72. 6981. SH SOLE 6981. 0. 0. ----- PAGE TOTAL 5295.
FORM 13F
DATE: 060331 PAGE: 58 ITEM 6 ITEM 8 ITEM 4 INVESTMENT VOTING AUTHORITY FAIR ITEM 5 DISCRETION (SHARES) ITEM 1 ITEM 2 ITEM 3 MARKET SH/PRN SH/PRN PUT/CALL TYPE ITEM 7 (A)SOLE (B)SHARED (C)NONE ISSUER CLASS SECID VALUE AMOUNT MGRS (000s) - -------------------- ------- --------- ----------- --------- --------- --------- ---------- ------ -------- --------- -------- FLIR SYS INC COMMON 302445101 120. 4238. SH SOLE 4238. 0. 0. FLOR EAST COAST INDS COMMON 340632108 106. 1968. SH SOLE 1968. 0. 0. FLORIDA ROCK INDS COMMON 341140101 228. 4053. SH SOLE 4053. 0. 0. FLOWERS FOODS INC COMMON 343498101 146. 4920. SH SOLE 4920. 0. 0. FLOWSERVE CORP COMMON 34354P105 200. 3425. SH SOLE 3425. 0. 0. FLUOR CORPORATION COMMON 343412102 481. 5606. SH SOLE 5606. 0. 0. FLYI INC COMMON 34407T104 0. 2053. SH SOLE 2053. 0. 0. FMC CORP COMMON 302491303 140. 2259. SH SOLE 2259. 0. 0. FMC TECHNOLOGIES INC COMMON 30249U101 219. 4283. SH SOLE 4283. 0. 0. FNB CORP COMMON 302520101 61. 3581. SH SOLE 3581. 0. 0. FNX MINING COMMON 30253R101 519. 46615. SH SOLE 46615. 0. 0. FOOT LOCKER INC COMMON 344849104 232. 9700. SH SOLE 9700. 0. 0. FORD MOTOR CO COMMON 345370860 1045. 131292. SH SOLE 131292. 0. 0. FORDING CDN COAL TR TRUST U 345425102 47067. 1241378. SH SOLE 1236478. 0. 4900. FOREST CITY ENTPRSES CLASS A 345550107 295. 6253. SH SOLE 6253. 0. 0. FOREST LABS INC COMMON 345838106 1154. 25853. SH SOLE 25853. 0. 0. FOREST OIL CORP COMMON 346091705 140. 3755. SH SOLE 3755. 0. 0. ------ PAGE TOTAL 52153.
FORM 13F
DATE: 060331 PAGE: 59 ITEM 6 ITEM 8 ITEM 4 INVESTMENT VOTING AUTHORITY FAIR ITEM 5 DISCRETION (SHARES) ITEM 1 ITEM 2 ITEM 3 MARKET SH/PRN SH/PRN PUT/CALL TYPE ITEM 7 (A)SOLE (B)SHARED (C)NONE ISSUER CLASS SECID VALUE AMOUNT MGRS (000s) - -------------------- ------- --------- ----------- --------- --------- --------- ---------- ------ ------- ---------- -------- FORMFACTOR INC COMMON 346375108 95. 2416. SH SOLE 2416. 0. 0. FORRESTER RESH INC COMMON 346563109 69. 3111. SH SOLE 3111. 0. 0. FORTUNE BRANDS INC COMMON 349631101 805. 9987. SH SOLE 9987. 0. 0. FORWARD AIR CORP COMMON 349853101 77. 2057. SH SOLE 2057. 0. 0. FOSSIL INC COMMON 349882100 81. 4359. SH SOLE 4359. 0. 0. FOSTER WHEELER LTD COMMON G36535139 131. 2766. SH SOLE 2766. 0. 0. FOUNDATION COAL HLDG COMMON 35039W100 114. 2766. SH SOLE 2766. 0. 0. FOUNDRY NETWRKS INC COMMON 35063R100 153. 8405. SH SOLE 8405. 0. 0. FOUR SEASONS HOTEL SUB VTG 35100E104 18022. 355243. SH SOLE 353788. 0. 1455. FOXHOLLOW TECH COMMON 35166A103 45. 1468. SH SOLE 1468. 0. 0. FPL GROUP INC COMMON 302571104 1075. 26770. SH SOLE 26770. 0. 0. FRANKLIN BK CORP DEL COMMON 352451108 65. 3398. SH SOLE 3398. 0. 0. FRANKLIN ELEC INC COMMON 353514102 77. 1409. SH SOLE 1409. 0. 0. FRANKLIN RES INC COMMON 354613101 1744. 18503. SH SOLE 18503. 0. 0. FRANKLIN STREET PPTY COMMON 35471R106 82. 3860. SH SOLE 3860. 0. 0. FREDDIE MAC COMMON 313400301 3054. 50071. SH SOLE 50071. 0. 0. FREDS INC CLASS A 356108100 47. 3537. SH SOLE 3537. 0. 0. ------ PAGE TOTAL 25736.
FORM 13F
DATE: 060331 PAGE: 60 ITEM 6 ITEM 8 ITEM 4 INVESTMENT VOTING AUTHORITY FAIR ITEM 5 DISCRETION (SHARES) ITEM 1 ITEM 2 ITEM 3 MARKET SH/PRN SH/PRN PUT/CALL TYPE ITEM 7 (A)SOLE (B)SHARED (C)NONE ISSUER CLASS SECID VALUE AMOUNT MGRS (000s) - -------------------- ------- --------- ----------- --------- --------- --------- ---------- ------ ------- ---------- -------- FREEPORT-MCMORAN C&G CLASS B 35671D857 731. 12233. SH SOLE 12233. 0. 0. FREESCALE SEMICONDUC CLASS B 35687M206 2989. 107624. SH SOLE 107624. 0. 0. FREIGHTCAR AMERICA COMMON 357023100 79. 1238. SH SOLE 1238. 0. 0. FREMONT GENERAL CORP COMMON 357288109 103. 4778. SH SOLE 4778. 0. 0. FRESH DEL MONTE PROD ORDINAR G36738105 77. 3660. SH SOLE 3660. 0. 0. FRIEDMAN BLLNGS RMSY REIT CL 358434108 91. 9717. SH SOLE 9717. 0. 0. FRONTIER FINL CORP COMMON 35907K105 62. 1875. SH SOLE 1875. 0. 0. FRONTIER OIL CORP COMMON 35914P105 202. 3396. SH SOLE 3396. 0. 0. FRONTLINE LTD ORDINAR G3682E127 1510. 45080. SH SOLE 45080. 0. 0. FTI CONSULTING INC COMMON 302941109 78. 2719. SH SOLE 2719. 0. 0. FUELCELL ENERGY INC COMMON 35952H106 83. 7253. SH SOLE 7253. 0. 0. FULLER H B CO COMMON 359694106 98. 1905. SH SOLE 1905. 0. 0. FULTON FINL CORP COMMON 360271100 167. 9739. SH SOLE 9739. 0. 0. FURNITURE BRANDS INT COMMON 360921100 86. 3491. SH SOLE 3491. 0. 0. G & K SVCS INC CLASS A 361268105 67. 1578. SH SOLE 1578. 0. 0. GALLAGHER ARTHR J&CO COMMON 363576109 160. 5751. SH SOLE 5751. 0. 0. GAMCO INVESTORS CLASS A 361438104 75. 1866. SH SOLE 1866. 0. 0. ----- PAGE TOTAL 6658.
FORM 13F
DATE: 060331 PAGE: 61 ITEM 6 ITEM 8 ITEM 4 INVESTMENT VOTING AUTHORITY FAIR ITEM 5 DISCRETION (SHARES) ITEM 1 ITEM 2 ITEM 3 MARKET SH/PRN SH/PRN PUT/CALL TYPE ITEM 7 (A)SOLE (B)SHARED (C)NONE ISSUER CLASS SECID VALUE AMOUNT MGRS (000s) - -------------------- ------- --------- ----------- --------- --------- --------- ---------- ------ ------- ---------- -------- GAMESTOP CORP HLDG CLASS A 36467W109 223. 4722. SH SOLE 4722. 0. 0. GAMMON LAKE RES COMMON 364915108 8094. 451563. SH SOLE 451563. 0. 0. GANNETT INC COMMON 364730101 1849. 30851. SH SOLE 30851. 0. 0. GAP INC COMMON 364760108 1624. 86960. SH SOLE 86960. 0. 0. GARDNER DENVER INC COMMON 365558105 107. 1643. SH SOLE 1643. 0. 0. GARMIN LTD ORDINAR G37260109 620. 7805. SH SOLE 7805. 0. 0. GARTNER INC COMMON 366651107 97. 6956. SH SOLE 6956. 0. 0. GATEWAY INC COMMON 367626108 55. 25187. SH SOLE 25187. 0. 0. GATX CORP COMMON 361448103 127. 3064. SH SOLE 3064. 0. 0. GAYLORD ENTMT CO NEW COMMON 367905106 111. 2448. SH SOLE 2448. 0. 0. GEMSTAR-TV GUIDE INT COMMON 36866W106 83. 27061. SH SOLE 27061. 0. 0. GEN PROBE INC COMMON 36866T103 169. 3074. SH SOLE 3074. 0. 0. GENCO SHIPPING&TRAD COMMON Y2685T107 61. 3609. SH SOLE 3609. 0. 0. GENCORP INC COMMON 368682100 69. 3380. SH SOLE 3380. 0. 0. GENENTECH INC COMMON 368710406 5480. 64842. SH SOLE 64842. 0. 0. GENERAL CABLE CORP COMMON 369300108 99. 3273. SH SOLE 3273. 0. 0. GENERAL COMMUNICTNS CLASS A 369385109 73. 6009. SH SOLE 6009. 0. 0. ------ PAGE TOTAL 18941.
FORM 13F
DATE: 060331 PAGE: 62 ITEM 6 ITEM 8 ITEM 4 INVESTMENT VOTING AUTHORITY FAIR ITEM 5 DISCRETION (SHARES) ITEM 1 ITEM 2 ITEM 3 MARKET SH/PRN SH/PRN PUT/CALL TYPE ITEM 7 (A)SOLE (B)SHARED (C)NONE ISSUER CLASS SECID VALUE AMOUNT MGRS (000s) - -------------------- ------- --------- ----------- --------- --------- --------- ---------- ------ ------- ---------- -------- GENERAL DYNAMICS COMMON 369550108 1917. 29968. SH SOLE 29968. 0. 0. GENERAL ELECTRIC CO COMMON 369604103 37505. 1079338. SH SOLE 1072468. 0. 6870. GENERAL GROWTH PPTYS COMMON 370021107 719. 14722. SH SOLE 14722. 0. 0. GENERAL MARITIME CO COMMON Y2692M103 80. 2413. SH SOLE 2413. 0. 0. GENERAL MILLS INC COMMON 370334104 1402. 27668. SH SOLE 27668. 0. 0. GENERAL MOTORS CORP COMMON 370442105 813. 38200. SH SOLE 38200. 0. 0. GENESCO INC COMMON 371532102 60. 1530. SH SOLE 1530. 0. 0. GENESEE & WYO INC CLASS A 371559105 84. 2740. SH SOLE 2740. 0. 0. GENESIS HEALTHCARE COMMON 37184D101 72. 1633. SH SOLE 1633. 0. 0. GENESIS MICROCHIP COMMON 37184C103 47. 2731. SH SOLE 2731. 0. 0. GENLYTE GROUP INC COMMON 372302109 117. 1720. SH SOLE 1720. 0. 0. GENTEX CORP COMMON 371901109 521. 29865. SH SOLE 29865. 0. 0. GENTIVA HEALTH SERV COMMON 37247A102 67. 3660. SH SOLE 3660. 0. 0. GENUINE PARTS CO COMMON 372460105 634. 14459. SH SOLE 14459. 0. 0. GENWORTH FINANCIAL COMMON 37247D106 2574. 76983. SH SOLE 75153. 0. 1830. GENZYME CORP COMMON 372917104 1516. 22553. SH SOLE 22553. 0. 0. GEORGIA GULF CORP COMMON 373200203 55. 2111. SH SOLE 2111. 0. 0. ------ PAGE TOTAL 48183.
FORM 13F
DATE: 060331 PAGE: 63 ITEM 6 ITEM 8 ITEM 4 INVESTMENT VOTING AUTHORITY FAIR ITEM 5 DISCRETION (SHARES) ITEM 1 ITEM 2 ITEM 3 MARKET SH/PRN SH/PRN PUT/CALL TYPE ITEM 7 (A)SOLE (B)SHARED (C)NONE ISSUER CLASS SECID VALUE AMOUNT MGRS (000s) - -------------------- ------- --------- ----------- --------- --------- --------- ---------- ------ ------- ---------- -------- GERDAU AMERISTEEL COMMON 37373P105 697. 75602. SH SOLE 75602. 0. 0. GERON CORP COMMON 374163103 56. 6759. SH SOLE 6759. 0. 0. GETTY IMAGES INC COMMON 374276103 275. 3675. SH SOLE 3675. 0. 0. GETTY RLTY CORP NEW COMMON 374297109 69. 2355. SH SOLE 2355. 0. 0. GEVITY HR INC COMMON 374393106 54. 2193. SH SOLE 2193. 0. 0. GFI GROUP INC COMMON 361652209 89. 1706. SH SOLE 1706. 0. 0. GIANT INDS INC COMMON 374508109 79. 1136. SH SOLE 1136. 0. 0. GIBRALTAR INDUSTRIES COMMON 374689107 79. 2668. SH SOLE 2668. 0. 0. GILDAN ACTIVEWEAR COMMON 375916103 55812. 1179195. SH SOLE 1172965. 0. 6230. GILEAD SCIENCES INC COMMON 375558103 3784. 60821. SH SOLE 60821. 0. 0. GLACIER BANCORP INC COMMON 37637Q105 62. 1993. SH SOLE 1993. 0. 0. GLAMIS GOLD LTD COMMON 376775102 12143. 371973. SH SOLE 371973. 0. 0. GLATFELTER COMMON 377316104 77. 4204. SH SOLE 4204. 0. 0. GLAXOSMITHKLINE PLC SP ADR 37733W105 875. 16730. SH SOLE 16730. 0. 0. GLENBOROUGH RLTY TR COMMON 37803P105 72. 3324. SH SOLE 3324. 0. 0. GLIMCHER RLTY TR SH BEN 379302102 67. 2376. SH SOLE 2376. 0. 0. GLOBAL CASH ACCESS COMMON 378967103 90. 5136. SH SOLE 5136. 0. 0. ------ PAGE TOTAL 74380.
FORM 13F
DATE: 060331 PAGE: 64 ITEM 6 ITEM 8 ITEM 4 INVESTMENT VOTING AUTHORITY FAIR ITEM 5 DISCRETION (SHARES) ITEM 1 ITEM 2 ITEM 3 MARKET SH/PRN SH/PRN PUT/CALL TYPE ITEM 7 (A)SOLE (B)SHARED (C)NONE ISSUER CLASS SECID VALUE AMOUNT MGRS (000s) - -------------------- ------- --------- ----------- --------- --------- --------- ---------- ------ ------- ---------- -------- GLOBAL IMAGING SYS COMMON 37934A100 65. 1716. SH SOLE 1716. 0. 0. GLOBAL INDS LTD COMMON 379336100 102. 7065. SH SOLE 7065. 0. 0. GLOBAL ITECHNOLOGY COMMON 378951107 0. 1666. SH SOLE 1666. 0. 0. GLOBAL PAYMENTS INC COMMON 37940X102 249. 4691. SH SOLE 4691. 0. 0. GLOBAL SIGNAL INC REIT 37944Q103 209. 4243. SH SOLE 4243. 0. 0. GLOBALSANTAFE CORP COMMON G3930E101 902. 14843. SH SOLE 14843. 0. 0. GMH CMNTYS TR COMMON 36188G102 47. 4035. SH SOLE 4035. 0. 0. GOLD BANC CORP COMMON 379907108 62. 3402. SH SOLE 3402. 0. 0. GOLD KIST INC COMMON 380614107 49. 3850. SH SOLE 3850. 0. 0. GOLDCORP INC COMMON 380956409 7363. 251496. SH SOLE 251496. 0. 0. GOLDEN STAR RES COMMON 38119T104 482. 152426. SH SOLE 152426. 0. 0. GOLDEN WEST FINL COMMON 381317106 1394. 20529. SH SOLE 20529. 0. 0. GOLDMAN SACHS GROUP COMMON 38141G104 5476. 34887. SH SOLE 34887. 0. 0. GOODRICH CORP COMMON 382388106 348. 7979. SH SOLE 7979. 0. 0. GOODRICH PETROLEUM COMMON 382410405 71. 2621. SH SOLE 2621. 0. 0. GOODYEAR TIRE & RUBR COMMON 382550101 169. 11659. SH SOLE 11659. 0. 0. GOOGLE INC CLASS A 38259P508 11941. 30618. SH SOLE 30618. 0. 0. ------ PAGE TOTAL 28929.
FORM 13F
DATE: 060331 PAGE: 65 ITEM 6 ITEM 8 ITEM 4 INVESTMENT VOTING AUTHORITY FAIR ITEM 5 DISCRETION (SHARES) ITEM 1 ITEM 2 ITEM 3 MARKET SH/PRN SH/PRN PUT/CALL TYPE ITEM 7 (A)SOLE (B)SHARED (C)NONE ISSUER CLASS SECID VALUE AMOUNT MGRS (000s) - -------------------- ------- --------- ----------- --------- --------- --------- ---------- ------ ------- ---------- -------- GRACE W R & CO DEL COMMON 38388F108 92. 6894. SH SOLE 6894. 0. 0. GRACO INC COMMON 384109104 194. 4278. SH SOLE 4278. 0. 0. GRAFTECH INTL LTD COMMON 384313102 55. 8948. SH SOLE 8948. 0. 0. GRAINGER W W INC COMMON 384802104 450. 5971. SH SOLE 5971. 0. 0. GRAMERCY CAP CORP COMMON 384871109 65. 2622. SH SOLE 2622. 0. 0. GRANITE CONSTR INC COMMON 387328107 126. 2579. SH SOLE 2579. 0. 0. GRANT PRIDECO INC COMMON 38821G101 326. 7606. SH SOLE 7606. 0. 0. GRAY TELEVISION INC COMMON 389375106 54. 6399. SH SOLE 6399. 0. 0. GREAT AMERN FNL RES COMMON 389915109 60. 3043. SH SOLE 3043. 0. 0. GREAT ATLANTIC & PAC COMMON 390064103 86. 2459. SH SOLE 2459. 0. 0. GREAT PLAINS ENERGY COMMON 391164100 130. 4614. SH SOLE 4614. 0. 0. GREAT SOUTHERN BANCP COMMON 390905107 56. 1943. SH SOLE 1943. 0. 0. GREATBATCH INC COMMON 39153L106 47. 2146. SH SOLE 2146. 0. 0. GREATER BAY BANCORP COMMON 391648102 91. 3268. SH SOLE 3268. 0. 0. GREENBRIER COS INC COMMON 393657101 89. 2217. SH SOLE 2217. 0. 0. GREENHILL & CO INC COMMON 395259104 126. 1899. SH SOLE 1899. 0. 0. GREIF INC CLASS A 397624107 97. 1414. SH SOLE 1414. 0. 0. ----- PAGE TOTAL 2144.
FORM 13F
DATE: 060331 PAGE: 66 ITEM 6 ITEM 8 ITEM 4 INVESTMENT VOTING AUTHORITY FAIR ITEM 5 DISCRETION (SHARES) ITEM 1 ITEM 2 ITEM 3 MARKET SH/PRN SH/PRN PUT/CALL TYPE ITEM 7 (A)SOLE (B)SHARED (C)NONE ISSUER CLASS SECID VALUE AMOUNT MGRS (000s) - -------------------- ------- --------- ----------- --------- --------- --------- ---------- ------ ------- ---------- -------- GREY WOLF INC COMMON 397888108 88. 11828. SH SOLE 11828. 0. 0. GRIFFON CORP COMMON 398433102 63. 2519. SH SOLE 2519. 0. 0. GROUP 1 AUTOMOTIVE COMMON 398905109 91. 1922. SH SOLE 1922. 0. 0. GSI COMMERCE INC COMMON 36238G102 64. 3746. SH SOLE 3746. 0. 0. GTECH HLDGS CORP COMMON 400518106 249. 7314. SH SOLE 7314. 0. 0. GUESS INC COMMON 401617105 107. 2731. SH SOLE 2731. 0. 0. GUIDANT CORP COMMON 401698105 1968. 25208. SH SOLE 25108. 0. 100. GUITAR CTR MGMT INC COMMON 402040109 77. 1604. SH SOLE 1604. 0. 0. GULFMARK OFFSHORE COMMON 402629109 50. 1793. SH SOLE 1793. 0. 0. GYMBOREE CORP COMMON 403777105 71. 2743. SH SOLE 2743. 0. 0. HAEMONETICS CORP COMMON 405024100 82. 1609. SH SOLE 1609. 0. 0. HAIN CELESTIAL GROUP COMMON 405217100 74. 2821. SH SOLE 2821. 0. 0. HALLIBURTON COMMON 406216101 2771. 37953. SH SOLE 37953. 0. 0. HANCOCK HLDG CO COMMON 410120109 96. 2074. SH SOLE 2074. 0. 0. HANMI FINL CORP COM 410495105 60. 3346. SH SOLE 3346. 0. 0. HANOVER COMPRESSOR COMMON 410768105 115. 6156. SH SOLE 6156. 0. 0. HANSEN NAT CORP COMMON 411310105 172. 1365. SH SOLE 1365. 0. 0. ----- PAGE TOTAL 6198.
FORM 13F
DATE: 060331 PAGE: 67 ITEM 6 ITEM 8 ITEM 4 INVESTMENT VOTING AUTHORITY FAIR ITEM 5 DISCRETION (SHARES) ITEM 1 ITEM 2 ITEM 3 MARKET SH/PRN SH/PRN PUT/CALL TYPE ITEM 7 (A)SOLE (B)SHARED (C)NONE ISSUER CLASS SECID VALUE AMOUNT MGRS (000s) - -------------------- ------- --------- ----------- --------- --------- --------- ---------- ------ ------- ---------- -------- HARBOR FLA BANCSHRS COMMON 411901101 60. 1576. SH SOLE 1576. 0. 0. HARLAND JOHN H CO COMMON 412693103 70. 1771. SH SOLE 1771. 0. 0. HARLEY DAVIDSON INC COMMON 412822108 1144. 22047. SH SOLE 22047. 0. 0. HARLEYSVILLE GROUP COMMON 412824104 66. 2232. SH SOLE 2232. 0. 0. HARLEYSVILLE NATL PA COMMON 412850109 65. 2846. SH SOLE 2846. 0. 0. HARMAN INTL INDS COMMON 413086109 527. 4738. SH SOLE 4738. 0. 0. HARMONIC INC COMMON 413160102 69. 10811. SH SOLE 10811. 0. 0. HARRAHS ENTMT INC COMMON 413619107 1033. 13246. SH SOLE 13246. 0. 0. HARRIS CORP DEL COMMON 413875105 391. 8278. SH SOLE 8278. 0. 0. HARSCO CORP COMMON 415864107 213. 2574. SH SOLE 2574. 0. 0. HARTE HANKS INC COMMON 416196103 148. 5402. SH SOLE 5402. 0. 0. HARTFORD FINL SVCS COMMON 416515104 3522. 43752. SH SOLE 43752. 0. 0. HARVEST ENERGY TRUST U 41752X101 2670. 91796. SH SOLE 91796. 0. 0. HASBRO INC COMMON 418056107 247. 11692. SH SOLE 11692. 0. 0. HAVAS ADVERTISING SP ADR 419313101 32. 6800. SH SOLE 6800. 0. 0. HAWAIIAN ELEC INDS COMMON 419870100 135. 4981. SH SOLE 4981. 0. 0. HCA INC COMMON 404119109 1616. 35294. SH SOLE 35294. 0. 0. ------ PAGE TOTAL 12008.
FORM 13F
DATE: 060331 PAGE: 68 ITEM 6 ITEM 8 ITEM 4 INVESTMENT VOTING AUTHORITY FAIR ITEM 5 DISCRETION (SHARES) ITEM 1 ITEM 2 ITEM 3 MARKET SH/PRN SH/PRN PUT/CALL TYPE ITEM 7 (A)SOLE (B)SHARED (C)NONE ISSUER CLASS SECID VALUE AMOUNT MGRS (000s) - -------------------- ------- --------- ----------- --------- --------- --------- ---------- ------ ------- ---------- -------- HCC INS HLDGS INC COMMON 404132102 226. 6488. SH SOLE 6488. 0. 0. HDFC BANK LTD ADR(3 I 40415F101 55. 1000. SH SOLE 1000. 0. 0. HEADWATERS INC COMMON 42210P102 102. 2562. SH SOLE 2562. 0. 0. HEALTH CARE PPTY INV REIT 421915109 498. 17533. SH SOLE 17173. 0. 360. HEALTH CARE REIT INC REIT 42217K106 235. 6180. SH SOLE 6060. 0. 120. HEALTH MGMT ASSOC CLASS A 421933102 357. 16535. SH SOLE 16535. 0. 0. HEALTH NET INC COMMON 42222G108 353. 6940. SH SOLE 6940. 0. 0. HEALTHCARE RLTY TR REIT 421946104 284. 7606. SH SOLE 7416. 0. 190. HEALTHCARE SVCS GRP COMMON 421906108 62. 2886. SH SOLE 2886. 0. 0. HEALTHEXTRAS INC COMMON 422211102 98. 2775. SH SOLE 2775. 0. 0. HEALTHWAYS INC COMMON 422245100 103. 2029. SH SOLE 2029. 0. 0. HEARST-ARGYLE TELE COMMON 422317107 77. 3289. SH SOLE 3289. 0. 0. HEARTLAND EXPRESS IN COMMON 422347104 101. 4648. SH SOLE 4648. 0. 0. HEARTLAND PAYMT SYS COMMON 42235N108 67. 2724. SH SOLE 2724. 0. 0. HECLA MNG CO COMMON 422704106 108. 16390. SH SOLE 16390. 0. 0. HEIDRICK &STRUG INTL COMMON 422819102 67. 1854. SH SOLE 1854. 0. 0. HEINEKEN N V ADR(0.5 423012202 553. 29323. SH SOLE 29323. 0. 0. ----- PAGE TOTAL 3346.
FORM 13F
DATE: 060331 PAGE: 69 ITEM 6 ITEM 8 ITEM 4 INVESTMENT VOTING AUTHORITY FAIR ITEM 5 DISCRETION (SHARES) ITEM 1 ITEM 2 ITEM 3 MARKET SH/PRN SH/PRN PUT/CALL TYPE ITEM 7 (A)SOLE (B)SHARED (C)NONE ISSUER CLASS SECID VALUE AMOUNT MGRS (000s) - -------------------- ------- --------- ----------- --------- --------- --------- ---------- ------ ------- ---------- -------- HEINZ H J CO COMMON 423074103 1322. 34864. SH SOLE 34524. 0. 340. HELEN OF TROY CORP COMMON G4388N106 73. 3460. SH SOLE 3460. 0. 0. HELIX ENRGY SOLNS COMMON 42330P107 134. 3525. SH SOLE 3525. 0. 0. HELMERICH & PAYNE COMMON 423452101 218. 3125. SH SOLE 3125. 0. 0. HENRY JACK & ASSOC COMMON 426281101 127. 5564. SH SOLE 5564. 0. 0. HENRY SCHEIN INC COMMON 806407102 257. 5363. SH SOLE 5363. 0. 0. HERBALIFE LTD COMMON G4412G101 144. 4260. SH SOLE 4260. 0. 0. HERCULES INC COMMON 427056106 106. 7714. SH SOLE 7714. 0. 0. HERCULES OFFSHORE COMMON 427093109 77. 2255. SH SOLE 2255. 0. 0. HERITAGE PPTY INVT T COMMON 42725M107 115. 2895. SH SOLE 2895. 0. 0. HEWITT ASSOCIATES COMMON 42822Q100 199. 6701. SH SOLE 6701. 0. 0. HEWLETT PACKARD CO COMMON 428236103 14807. 450166. SH SOLE 448286. 0. 1880. HEXCEL CORP COMMON 428291108 90. 4076. SH SOLE 4076. 0. 0. HIBBETT SPORTING GDS COMMON 428565105 74. 2237. SH SOLE 2237. 0. 0. HIGHLAND HOSPITALITY COMMON 430141101 72. 5639. SH SOLE 5639. 0. 0. HIGHLANDS INS GROUP COMMON 431032101 0. 2300. SH SOLE 2300. 0. 0. HIGHWOODS PPTYS INC COMMON 431284108 112. 3323. SH SOLE 3323. 0. 0. ----- PAGE TOTAL 17927.
FORM 13F
DATE: 060331 PAGE: 70 ITEM 6 ITEM 8 ITEM 4 INVESTMENT VOTING AUTHORITY FAIR ITEM 5 DISCRETION (SHARES) ITEM 1 ITEM 2 ITEM 3 MARKET SH/PRN SH/PRN PUT/CALL TYPE ITEM 7 (A)SOLE (B)SHARED (C)NONE ISSUER CLASS SECID VALUE AMOUNT MGRS (000s) - -------------------- ------- --------- ----------- --------- --------- --------- ---------- ------ ------- ---------- -------- HILB ROGAL&HOBBS CO COMMON 431294107 92. 2220. SH SOLE 2220. 0. 0. HILLENBRAND INDS INC COMMON 431573104 211. 3835. SH SOLE 3835. 0. 0. HILTON HOTELS CORP COMMON 432848109 700. 27498. SH SOLE 26473. 0. 1025. HITTITE MICROWAVE COMMON 43365Y104 82. 2429. SH SOLE 2429. 0. 0. HNI CORPORATION COMMON 404251100 210. 3563. SH SOLE 3563. 0. 0. HOLLINGER INTL INC CLASS A 435569108 59. 7061. SH SOLE 7061. 0. 0. HOLLY CORP COMMON 435758305 147. 1977. SH SOLE 1977. 0. 0. HOLLY ENERGY PARTNER COM UT 435763107 69. 1620. SH SOLE 1620. 0. 0. HOLOGIC INC COMMON 436440101 149. 2700. SH SOLE 2700. 0. 0. HOME DEPOT INC COMMON 437076102 9494. 224444. SH SOLE 223244. 0. 1200. HOME PROPERTIES INC COMMON 437306103 103. 2009. SH SOLE 2009. 0. 0. HOMEBANC CORP COMMON 43738R109 71. 8055. SH SOLE 8055. 0. 0. HOMESTORE COM INC COMMON 437852106 75. 11374. SH SOLE 11374. 0. 0. HONEYWELL INTL INC COMMON 438516106 5562. 130110. SH SOLE 128870. 0. 1240. HORACE MANN EDUCATRS COMMON 440327104 62. 3293. SH SOLE 3293. 0. 0. HORMEL FOODS CORP COMMON 440452100 289. 8562. SH SOLE 8562. 0. 0. HORNBECK OFFSHORE SV COMMON 440543106 65. 1799. SH SOLE 1799. 0. 0. ------ PAGE TOTAL 17440.
FORM 13F
DATE: 060331 PAGE: 71 ITEM 6 ITEM 8 ITEM 4 INVESTMENT VOTING AUTHORITY FAIR ITEM 5 DISCRETION (SHARES) ITEM 1 ITEM 2 ITEM 3 MARKET SH/PRN SH/PRN PUT/CALL TYPE ITEM 7 (A)SOLE (B)SHARED (C)NONE ISSUER CLASS SECID VALUE AMOUNT MGRS (000s) - -------------------- ------- --------- ----------- --------- --------- --------- ---------- ------ -------- --------- -------- HOSPIRA INC COMMON 441060100 472. 11968. SH SOLE 11968. 0. 0. HOSPITALITY PPTYS TR SH BEN 44106M102 401. 9173. SH SOLE 8983. 0. 190. HOST HOTELS & RESRTS REIT 44107P104 467. 21844. SH SOLE 21844. 0. 0. HOT TOPIC INC COMMON 441339108 56. 3867. SH SOLE 3867. 0. 0. HOUSTON EXPL CO COMMON 442120101 92. 1750. SH SOLE 1750. 0. 0. HOVNANIAN ENTERPRISE CLASS A 442487203 166. 3788. SH SOLE 3788. 0. 0. HOYA CORP ADR(1 O 443251103 513. 12660. SH SOLE 12660. 0. 0. HRPT PROPERTIES TR COM SH 40426W101 413. 35183. SH SOLE 34283. 0. 900. HSBC HLDGS PLC SP ADR( 404280406 3556. 42450. SH SOLE 39950. 0. 2500. HUANENG PWR INTL INC SP ADR 443304100 39. 1400. SH SOLE 1400. 0. 0. HUB GROUP INC CLASS A 443320106 69. 1519. SH SOLE 1519. 0. 0. HUBBELL INC CLASS B 443510201 196. 3816. SH SOLE 3816. 0. 0. HUDSON CITY BANCORP COMMON 443683107 492. 37036. SH SOLE 37036. 0. 0. HUDSON HIGHLAND GRP COMMON 443792106 44. 2317. SH SOLE 2317. 0. 0. HUGHES SUPPLY INC COMMON 444482103 190. 4092. SH SOLE 4092. 0. 0. HUGOTON RTY TR TEX UNIT BE 444717102 77. 2479. SH SOLE 2479. 0. 0. HUMAN GENOME SCI COMMON 444903108 90. 8306. SH SOLE 8306. 0. 0. ----- PAGE TOTAL 7333.
FORM 13F
DATE: 060331 PAGE: 72 ITEM 6 ITEM 8 ITEM 4 INVESTMENT VOTING AUTHORITY FAIR ITEM 5 DISCRETION (SHARES) ITEM 1 ITEM 2 ITEM 3 MARKET SH/PRN SH/PRN PUT/CALL TYPE ITEM 7 (A)SOLE (B)SHARED (C)NONE ISSUER CLASS SECID VALUE AMOUNT MGRS (000s) - -------------------- ------- --------- ----------- --------- --------- --------- ---------- ------ -------- --------- -------- HUMANA INC COMMON 444859102 572. 10862. SH SOLE 10862. 0. 0. HUMMINGBIRD LTD COMMON 44544R101 303. 12887. SH SOLE 12887. 0. 0. HUNT JB TRANS SVCS COMMON 445658107 270. 12558. SH SOLE 12558. 0. 0. HUNTINGTON BANCSHARE COMMON 446150104 528. 21871. SH SOLE 21871. 0. 0. HUNTSMAN CORP COMMON 447011107 264. 13662. SH SOLE 13662. 0. 0. HURON CONSULTING GRP COMMON 447462102 77. 2549. SH SOLE 2549. 0. 0. HUTCHINSON TECH INC COMMON 448407106 66. 2195. SH SOLE 2195. 0. 0. HYDRIL COMMON 448774109 113. 1452. SH SOLE 1452. 0. 0. HYPERCOM CORP COMMON 44913M105 91. 9777. SH SOLE 9777. 0. 0. HYPERION SOLUT CORP COMMON 44914M104 118. 3624. SH SOLE 3624. 0. 0. IAC INTERACTIVECORP COMMON 44919P300 988. 33536. SH SOLE 33536. 0. 0. IAMGOLD CORP COMMON 450913108 947. 110006. SH SOLE 110006. 0. 0. IBERIABANK CORP COMMON 450828108 63. 1110. SH SOLE 1110. 0. 0. ICOS CORP COMMON 449295104 87. 3934. SH SOLE 3934. 0. 0. ICU MED INC COMMON 44930G107 57. 1578. SH SOLE 1578. 0. 0. IDACORP INC COMMON 451107106 86. 2659. SH SOLE 2659. 0. 0. IDENIX PHARMACEU COMMON 45166R204 48. 3523. SH SOLE 3523. 0. 0. ----- PAGE TOTAL 4678.
FORM 13F
DATE: 060331 PAGE: 73 ITEM 6 ITEM 8 ITEM 4 INVESTMENT VOTING AUTHORITY FAIR ITEM 5 DISCRETION (SHARES) ITEM 1 ITEM 2 ITEM 3 MARKET SH/PRN SH/PRN PUT/CALL TYPE ITEM 7 (A)SOLE (B)SHARED (C)NONE ISSUER CLASS SECID VALUE AMOUNT MGRS (000s) - -------------------- ------- --------- ----------- --------- --------- --------- ---------- ------ -------- --------- -------- IDENTIX INC COMMON 451906101 91. 11436. SH SOLE 11436. 0. 0. IDEX CORP COMMON 45167R104 160. 3058. SH SOLE 3058. 0. 0. IDEXX LABS INC COMMON 45168D104 180. 2086. SH SOLE 2086. 0. 0. IDT CORPORATION CLASS B 448947309 72. 6501. SH SOLE 6501. 0. 0. IHOP CORP COMMON 449623107 62. 1293. SH SOLE 1293. 0. 0. IHS INC CLASS A 451734107 100. 3641. SH SOLE 3641. 0. 0. II VI INC COMMON 902104108 57. 3143. SH SOLE 3143. 0. 0. IKON OFFICE SOLUTION COMMON 451713101 124. 8716. SH SOLE 8716. 0. 0. ILLINOIS TOOL WORKS COMMON 452308109 2938. 30508. SH SOLE 30508. 0. 0. ILLUMINA INC COMMON 452327109 92. 3862. SH SOLE 3862. 0. 0. IMATION CORP COMMON 45245A107 89. 2085. SH SOLE 2085. 0. 0. IMCLONE SYSTEMS INC COMMON 45245W109 174. 5109. SH SOLE 5109. 0. 0. IMMUCOR INC COMMON 452526106 82. 2862. SH SOLE 2862. 0. 0. IMPAC MTG HLDGS INC COMMON 45254P102 55. 5750. SH SOLE 5750. 0. 0. IMPERIAL OIL LTD COMMON 453038408 163396. 1516625. SH SOLE 1314590. 0. 202035. IMS HEALTH INC COMMON 449934108 4011. 155710. SH SOLE 153595. 0. 2115. INCO LTD COMMON 453258402 130000. 2606036. SH SOLE 2594046. 0. 11990. ------- PAGE TOTAL 301683.
FORM 13F
DATE: 060331 PAGE: 74 ITEM 6 ITEM 8 ITEM 4 INVESTMENT VOTING AUTHORITY FAIR ITEM 5 DISCRETION (SHARES) ITEM 1 ITEM 2 ITEM 3 MARKET SH/PRN SH/PRN PUT/CALL TYPE ITEM 7 (A)SOLE (B)SHARED (C)NONE ISSUER CLASS SECID VALUE AMOUNT MGRS (000s) - -------------------- ------- --------- ----------- --------- --------- --------- ---------- ------ -------- --------- -------- INCYTE CORPORATION COMMON 45337C102 62. 10372. SH SOLE 10372. 0. 0. INDEPENDENCE CMNTY COMMON 453414104 217. 5204. SH SOLE 5204. 0. 0. INDEPENDENT BK CORP COMMON 453838104 59. 2089. SH SOLE 2089. 0. 0. INDEPNDNT BK OF MASS COMMON 453836108 67. 2070. SH SOLE 2070. 0. 0. INDYMAC BANCORP INC COMMON 456607100 159. 3873. SH SOLE 3873. 0. 0. INERGY HOLDINGS LP COMMON 45661Q107 58. 1664. SH SOLE 1664. 0. 0. INERGY L P UNIT LT 456615103 63. 2358. SH SOLE 2358. 0. 0. INFINITY PPTY & CAS COMMON 45665Q103 68. 1631. SH SOLE 1631. 0. 0. INFORMATICA CORP COMMON 45666Q102 86. 5519. SH SOLE 5519. 0. 0. INFOSPACE INC COMMON 45678T201 64. 2274. SH SOLE 2274. 0. 0. INFOUSA INC NEW COMMON 456818301 77. 5963. SH SOLE 5963. 0. 0. INFRASOURCE SVCS INC COMMON 45684P102 91. 5284. SH SOLE 5284. 0. 0. ING GROEP NV SP ADR 456837103 810. 20550. SH SOLE 20550. 0. 0. INGERSOLL-RAND CO CLASS A G4776G101 3425. 82015. SH SOLE 74515. 0. 7500. INGLES MKTS INC CLASS A 457030104 66. 3686. SH SOLE 3686. 0. 0. INGRAM MICRO INC CLASS A 457153104 193. 9631. SH SOLE 9631. 0. 0. INLAND REAL ESTATE COMMON 457461200 69. 4257. SH SOLE 4257. 0. 0. ----- PAGE TOTAL 5634.
FORM 13F
DATE: 060331 PAGE: 75 ITEM 6 ITEM 8 ITEM 4 INVESTMENT VOTING AUTHORITY FAIR ITEM 5 DISCRETION (SHARES) ITEM 1 ITEM 2 ITEM 3 MARKET SH/PRN SH/PRN PUT/CALL TYPE ITEM 7 (A)SOLE (B)SHARED (C)NONE ISSUER CLASS SECID VALUE AMOUNT MGRS (000s) - -------------------- ------- --------- ----------- --------- --------- --------- ---------- ------ -------- --------- -------- INNKEEPERS USA TR COMMON 4576J0104 60. 3564. SH SOLE 3564. 0. 0. INPUT/OUTPUT INC COMMON 457652105 78. 8034. SH SOLE 8034. 0. 0. INSIGHT ENTERPRISES COMMON 45765U103 68. 3094. SH SOLE 3094. 0. 0. INSITUFORM TECH INC CLASS A 457667103 82. 3067. SH SOLE 3067. 0. 0. INTEGRA BK CORP COMMON 45814P105 65. 2828. SH SOLE 2828. 0. 0. INTEGRA LIFESCIENCE COMMON 457985208 75. 1836. SH SOLE 1836. 0. 0. INTEGRAT DEVICE TECH COMMON 458118106 185. 12423. SH SOLE 12423. 0. 0. INTEL CORP COMMON 458140100 10873. 558739. SH SOLE 551489. 0. 7250. INTER TEL INC COMMON 458372109 64. 2983. SH SOLE 2983. 0. 0. INTERACTIVE DATA COR COMMON 45840J107 136. 5773. SH SOLE 5773. 0. 0. INTERDIGITAL COMM COMMON 45866A105 85. 3477. SH SOLE 3477. 0. 0. INTERFACE INC CLASS A 458665106 96. 6919. SH SOLE 6919. 0. 0. INTERGRAPH CORP COMMON 458683109 75. 1799. SH SOLE 1799. 0. 0. INTERLINE BRANDS INC COMMON 458743101 67. 2663. SH SOLE 2663. 0. 0. INTERMAGNETICS GEN COMMON 458771102 69. 2750. SH SOLE 2750. 0. 0. INTERMEC COMMON 458786100 115. 3772. SH SOLE 3772. 0. 0. INTERMUNE INC COMMON 45884X103 74. 3966. SH SOLE 3966. 0. 0. ------ PAGE TOTAL 12267.
FORM 13F
DATE: 060331 PAGE: 76 ITEM 6 ITEM 8 ITEM 4 INVESTMENT VOTING AUTHORITY FAIR ITEM 5 DISCRETION (SHARES) ITEM 1 ITEM 2 ITEM 3 MARKET SH/PRN SH/PRN PUT/CALL TYPE ITEM 7 (A)SOLE (B)SHARED (C)NONE ISSUER CLASS SECID VALUE AMOUNT MGRS (000s) - -------------------- ------- --------- ----------- --------- --------- --------- ---------- ------ -------- --------- -------- INTERNATIONAL PAPER COMMON 460146103 1252. 36202. SH SOLE 36202. 0. 0. INTERNATIONAL SEC EX CLASS A 46031W204 99. 2385. SH SOLE 2385. 0. 0. INTERNET SEC SYS INC COMMON 46060X107 69. 2898. SH SOLE 2898. 0. 0. INTEROIL CORP COMMON 460951106 211. 16116. SH SOLE 16116. 0. 0. INTERPOOL INC COMMON 46062R108 65. 3218. SH SOLE 3218. 0. 0. INTERPUBLIC GROUP COMMON 460690100 272. 28418. SH SOLE 28418. 0. 0. INTERSIL CORP CLASS A 46069S109 270. 9329. SH SOLE 9329. 0. 0. INTERSTATE GEN L P COMMON 460885205 0. 20. SH SOLE 20. 0. 0. INTERTAPE POLYMER COMMON 460919103 264. 30960. SH SOLE 30960. 0. 0. INTERVOICE INC COMMON 461142101 59. 6833. SH SOLE 6833. 0. 0. INTERWOVEN INC COMMON 46114T508 58. 6433. SH SOLE 6433. 0. 0. INTL BANCSHARES CORP COMMON 459044103 114. 3955. SH SOLE 3955. 0. 0. INTL BUSINESS MCHN COMMON 459200101 17109. 207624. SH SOLE 206558. 0. 1066. INTL FLAVORS & FRAGR COMMON 459506101 215. 6261. SH SOLE 6261. 0. 0. INTL GAME TECH COMMON 459902102 950. 26973. SH SOLE 26973. 0. 0. INTL RECTIFIER CORP COMMON 460254105 171. 4125. SH SOLE 4125. 0. 0. INTL SPEEDWAY CORP CLASS A 460335201 168. 3301. SH SOLE 3301. 0. 0. ------ PAGE TOTAL 21346.
FORM 13F
DATE: 060331 PAGE: 77 ITEM 6 ITEM 8 ITEM 4 INVESTMENT VOTING AUTHORITY FAIR ITEM 5 DISCRETION (SHARES) ITEM 1 ITEM 2 ITEM 3 MARKET SH/PRN SH/PRN PUT/CALL TYPE ITEM 7 (A)SOLE (B)SHARED (C)NONE ISSUER CLASS SECID VALUE AMOUNT MGRS (000s) - -------------------- ------- --------- ----------- --------- --------- --------- ---------- ------ -------- --------- -------- INTRADO INC COMMON 46117A100 69. 2653. SH SOLE 2653. 0. 0. INTRALASE CORP COMMON 461169104 76. 3263. SH SOLE 3263. 0. 0. INTRAWEST CORP COMMON 460915200 1303. 38145. SH SOLE 38145. 0. 0. INTUIT COMMON 461202103 882. 16573. SH SOLE 16573. 0. 0. INTUITIVE SURGIC INC COMMON 46120E602 293. 2483. SH SOLE 2483. 0. 0. INVACARE CORP COMMON 461203101 63. 2016. SH SOLE 2016. 0. 0. INVERNESS MED INNOVA COMMON 46126P106 74. 2593. SH SOLE 2593. 0. 0. INVESTMENT TECH GRP COMMON 46145F105 129. 2599. SH SOLE 2599. 0. 0. INVESTORS FINL SVCS COMMON 461915100 192. 4107. SH SOLE 4107. 0. 0. INVITROGEN CORP COMMON 46185R100 229. 3263. SH SOLE 3263. 0. 0. IONATRON INC COMMON 462070103 84. 6254. SH SOLE 6254. 0. 0. IOWA TELECOMM SRVC COMMON 462594201 70. 3662. SH SOLE 3662. 0. 0. IPASS INC COMMON 46261V108 71. 8922. SH SOLE 8922. 0. 0. IPAYMENT INC COMMON 46262E105 65. 1523. SH SOLE 1523. 0. 0. IPC HLDGS LTD ORDINAR G4933P101 108. 3849. SH SOLE 3849. 0. 0. IPSCO INC COMMON 462622101 3680. 35488. SH SOLE 35488. 0. 0. IRIS INTL INC COMMON 46270W105 37. 2376. SH SOLE 2376. 0. 0. ----- PAGE TOTAL 7425.
FORM 13F
DATE: 060331 PAGE: 78 ITEM 6 ITEM 8 ITEM 4 INVESTMENT VOTING AUTHORITY FAIR ITEM 5 DISCRETION (SHARES) ITEM 1 ITEM 2 ITEM 3 MARKET SH/PRN SH/PRN PUT/CALL TYPE ITEM 7 (A)SOLE (B)SHARED (C)NONE ISSUER CLASS SECID VALUE AMOUNT MGRS (000s) - -------------------- ------- --------- ----------- --------- --------- --------- ---------- ------ -------- --------- -------- IROBOT CORP COMMON 462726100 57. 2054. SH SOLE 2054. 0. 0. IRON MOUNTAIN INC COMMON 462846106 326. 8010. SH SOLE 8010. 0. 0. IRWIN FINL CORP COMMON 464119106 52. 2700. SH SOLE 2700. 0. 0. ISLE OF CAPR CAS INC COMMON 464592104 79. 2371. SH SOLE 2371. 0. 0. ISTAR FINANCIAL INC COMMON 45031U101 264. 6890. SH SOLE 6890. 0. 0. ITC HOLDINGS COMMON 465685105 58. 2209. SH SOLE 2209. 0. 0. ITRON INC COMMON 465741106 89. 1483. SH SOLE 1483. 0. 0. ITT EDUCATIONAL SVCS COMMON 45068B109 181. 2833. SH SOLE 2833. 0. 0. ITT INDS INC(IND) COMMON 450911102 2716. 48305. SH SOLE 47205. 0. 1100. IVANHOE MINES COMMON 46579N103 1503. 158010. SH SOLE 158010. 0. 0. IVILLAGE INC COMMON 46588H105 60. 7186. SH SOLE 7186. 0. 0. IXIA COMMON 45071R109 59. 4158. SH SOLE 4158. 0. 0. J JILL GROUP INC COMMON 466189107 76. 3174. SH SOLE 3174. 0. 0. J&J SNACK FOODS CORP COMMON 466032109 71. 2120. SH SOLE 2120. 0. 0. J2 GLOBAL COMMUNICAT COMMON 46626E205 70. 1483. SH SOLE 1483. 0. 0. JABIL CIRCUIT INC COMMON 466313103 4561. 106419. SH SOLE 105339. 0. 1080. JACK IN THE BOX INC COMMON 466367109 101. 2329. SH SOLE 2329. 0. 0. ------ PAGE TOTAL 10323.
FORM 13F
DATE: 060331 PAGE: 79 ITEM 6 ITEM 8 ITEM 4 INVESTMENT VOTING AUTHORITY FAIR ITEM 5 DISCRETION (SHARES) ITEM 1 ITEM 2 ITEM 3 MARKET SH/PRN SH/PRN PUT/CALL TYPE ITEM 7 (A)SOLE (B)SHARED (C)NONE ISSUER CLASS SECID VALUE AMOUNT MGRS (000s) - -------------------- ------- --------- ----------- --------- --------- --------- ---------- ------ -------- --------- -------- JACKSON HEWITT TX SV COMMON 468202106 76. 2399. SH SOLE 2399. 0. 0. JACOBS ENGR GROUP COMMON 469814107 302. 3487. SH SOLE 3487. 0. 0. JACUZZI BRANDS COMMON 469865109 496. 50466. SH SOLE 50466. 0. 0. JAKKS PAC INC COMMON 47012E106 75. 2789. SH SOLE 2789. 0. 0. JAMES RIVER COAL CO COMMON 470355207 47. 1395. SH SOLE 1395. 0. 0. JANUS CAPITAL GROUP COMMON 47102X105 350. 15124. SH SOLE 15124. 0. 0. JARDEN CORP COMMON 471109108 110. 3353. SH SOLE 3353. 0. 0. JDA SOFTWARE GRP COMMON 46612K108 57. 3936. SH SOLE 3936. 0. 0. JDS UNIPHASE CORP COMMON 46612J101 492. 117965. SH SOLE 117965. 0. 0. JEFFERIES GRP INC COMMON 472319102 205. 3510. SH SOLE 3510. 0. 0. JEFFERSON PILOT CORP COMMON 475070108 508. 9078. SH SOLE 9078. 0. 0. JER INVT TR INC COMMON 46614H301 61. 3671. SH SOLE 3671. 0. 0. JETBLUE AIRWAYS CORP COMMON 477143101 103. 9607. SH SOLE 9607. 0. 0. JLG INDS INC COMMON 466210101 195. 6318. SH SOLE 6318. 0. 0. JOHNSON & JOHNSON COMMON 478160104 21512. 363551. SH SOLE 358956. 0. 4595. JOHNSON CONTROLS INC COMMON 478366107 2097. 27623. SH SOLE 27623. 0. 0. JOHNSON ELEC HLDG SP ADR 479087207 262. 28330. SH SOLE 28330. 0. 0. ------ PAGE TOTAL 26948.
FORM 13F
DATE: 060331 PAGE: 80 ITEM 6 ITEM 8 ITEM 4 INVESTMENT VOTING AUTHORITY FAIR ITEM 5 DISCRETION (SHARES) ITEM 1 ITEM 2 ITEM 3 MARKET SH/PRN SH/PRN PUT/CALL TYPE ITEM 7 (A)SOLE (B)SHARED (C)NONE ISSUER CLASS SECID VALUE AMOUNT MGRS (000s) - -------------------- ------- --------- ----------- --------- --------- --------- ---------- ------ -------- --------- -------- JONES APPAREL GROUP COMMON 480074103 287. 8114. SH SOLE 8114. 0. 0. JONES LANG LASALLE COMMON 48020Q107 158. 2060. SH SOLE 2060. 0. 0. JOS A BANK CLOTHIERS COMMON 480838101 84. 1746. SH SOLE 1746. 0. 0. JOURNAL COMMUNICATNS CLASS A 481130102 58. 4712. SH SOLE 4712. 0. 0. JOURNAL REGISTER CO COMMON 481138105 48. 3957. SH SOLE 3957. 0. 0. JOY GLOBAL INC COMMON 481165108 515. 8616. SH SOLE 8616. 0. 0. JPMORGAN CHASE & CO COMMON 46625H100 23857. 573113. SH SOLE 571706. 0. 1407. JUNIPER NETWORKS COM COMMON 48203R104 2913. 152349. SH SOLE 152349. 0. 0. JUPITER MEDIA METRIX COMMON 48206U104 0. 700. SH SOLE 700. 0. 0. JUPITERMEDIA CORP COMMON 48207D101 68. 3806. SH SOLE 3806. 0. 0. K V PHARMACEUTICAL CLASS A 482740206 76. 3141. SH SOLE 3141. 0. 0. K&F INDUSTRIES HLDGS COMMON 482241106 63. 3809. SH SOLE 3809. 0. 0. K-SWISS INC CLASS A 482686102 58. 1914. SH SOLE 1914. 0. 0. K2 INC COMMON 482732104 76. 6033. SH SOLE 6033. 0. 0. KANBAY INTL INC COMMON 48369P207 53. 3500. SH SOLE 3500. 0. 0. KANS CITY LIFE INS COMMON 484836101 62. 1216. SH SOLE 1216. 0. 0. KANSAS CITY SOUTHERN COMMON 485170302 125. 5055. SH SOLE 5055. 0. 0. ------ PAGE TOTAL 28501.
FORM 13F
DATE: 060331 PAGE: 81 ITEM 6 ITEM 8 ITEM 4 INVESTMENT VOTING AUTHORITY FAIR ITEM 5 DISCRETION (SHARES) ITEM 1 ITEM 2 ITEM 3 MARKET SH/PRN SH/PRN PUT/CALL TYPE ITEM 7 (A)SOLE (B)SHARED (C)NONE ISSUER CLASS SECID VALUE AMOUNT MGRS (000s) - -------------------- ------- --------- ----------- --------- --------- --------- ---------- ------ -------- --------- -------- KAYDON CORP COMMON 486587108 76. 1877. SH SOLE 1877. 0. 0. KB HOME COMMON 48666K109 412. 6337. SH SOLE 6337. 0. 0. KCS ENERGY INC COMMON 482434206 81. 3122. SH SOLE 3122. 0. 0. KEANE INC COMMON 486665102 92. 5839. SH SOLE 5839. 0. 0. KEARNY FINL CORP COMMON 487169104 66. 4831. SH SOLE 4831. 0. 0. KELLOGG CO COMMON 487836108 3679. 83584. SH SOLE 82374. 0. 1210. KELLWOOD CO COMMON 488044108 80. 2550. SH SOLE 2550. 0. 0. KELLY SERVICES INC CLASS A 488152208 61. 2236. SH SOLE 2236. 0. 0. KEMET CORP COMMON 488360108 77. 8173. SH SOLE 8173. 0. 0. KENNAMETAL INC COMMON 489170100 138. 2259. SH SOLE 2259. 0. 0. KERR MCGEE CORP COMMON 492386107 933. 9774. SH SOLE 9774. 0. 0. KERYX BIOPHARMACEUT COMMON 492515101 89. 4682. SH SOLE 4682. 0. 0. KERZNER INTL LTD ORDINAR P6065Y107 175. 2250. SH SOLE 2250. 0. 0. KEYCORP COMMON 493267108 1500. 40748. SH SOLE 40348. 0. 400. KEYSPAN CORPORATION COMMON 49337W100 437. 10696. SH SOLE 10696. 0. 0. KEYSTONE AUTOMOTIVE COMMON 49338N109 85. 2014. SH SOLE 2014. 0. 0. KFORCE COM INC COMMON 493732101 63. 4976. SH SOLE 4976. 0. 0. ----- PAGE TOTAL 8044.
FORM 13F
DATE: 060331 PAGE: 82 ITEM 6 ITEM 8 ITEM 4 INVESTMENT VOTING AUTHORITY FAIR ITEM 5 DISCRETION (SHARES) ITEM 1 ITEM 2 ITEM 3 MARKET SH/PRN SH/PRN PUT/CALL TYPE ITEM 7 (A)SOLE (B)SHARED (C)NONE ISSUER CLASS SECID VALUE AMOUNT MGRS (000s) - -------------------- ------- --------- ----------- --------- --------- --------- ---------- ------ -------- --------- -------- KFX INC COMMON 48245L107 81. 4455. SH SOLE 4455. 0. 0. KILROY RLTY CORP COMMON 49427F108 136. 1761. SH SOLE 1761. 0. 0. KIMBALL INTL INC CLASS B 494274103 86. 5723. SH SOLE 5723. 0. 0. KIMBERLY CLARK CORP COMMON 494368103 2785. 48191. SH SOLE 48191. 0. 0. KIMCO REALTY CORP COMMON 49446R109 720. 17719. SH SOLE 17719. 0. 0. KINDER MORGAN INC COMMON 49455P101 952. 10349. SH SOLE 10349. 0. 0. KINDER MORGAN MANAGE COMMON 49455U100 158. 3587. SH SOLE 3587. 0. 0. KINDRED HEALTHCARE COMMON 494580103 59. 2353. SH SOLE 2353. 0. 0. KINETIC CONCEPTS COMMON 49460W208 175. 4240. SH SOLE 4240. 0. 0. KING PHARMACEUTICALS COMMON 495582108 280. 16244. SH SOLE 16244. 0. 0. KINGFISHER PLC ADR (1S EKINGFISH 285. 34280. SH SOLE 32930. 0. 1350. KINGSWAY FINANCIAL COMMON 496904103 847. 41722. SH SOLE 41722. 0. 0. KINROSS GOLD CORP COMMON 496902404 3072. 281685. SH SOLE 281685. 0. 0. KIRBY CORPORATION COMMON 497266106 107. 1567. SH SOLE 1567. 0. 0. KKR FINANCIAL COMMON 482476306 103. 4605. SH SOLE 4605. 0. 0. KLA-TENCOR CORP COMMON 482480100 867. 17933. SH SOLE 17933. 0. 0. KNBT BANCORP INC COMMON 482921103 60. 3656. SH SOLE 3656. 0. 0. ------ PAGE TOTAL 10773.
FORM 13F
DATE: 060331 PAGE: 83 ITEM 6 ITEM 8 ITEM 4 INVESTMENT VOTING AUTHORITY FAIR ITEM 5 DISCRETION (SHARES) ITEM 1 ITEM 2 ITEM 3 MARKET SH/PRN SH/PRN PUT/CALL TYPE ITEM 7 (A)SOLE (B)SHARED (C)NONE ISSUER CLASS SECID VALUE AMOUNT MGRS (000s) - -------------------- ------- --------- ----------- --------- --------- --------- ---------- ------ -------- --------- -------- KNIGHT CAPITAL GROUP CLASS A 499005106 95. 6850. SH SOLE 6850. 0. 0. KNIGHT TRANSN INC COMMON 499064103 104. 5252. SH SOLE 5252. 0. 0. KNIGHT-RIDDER INC COMMON 499040103 323. 5112. SH SOLE 5112. 0. 0. KNOLL INC COMMON 498904200 73. 3404. SH SOLE 3404. 0. 0. KOHLS CORP COMMON 500255104 1693. 31931. SH SOLE 31931. 0. 0. KOMAG INC COMMON 500453204 84. 1761. SH SOLE 1761. 0. 0. KOOKMIN BK NEW SPONSOR 50049M109 94. 1100. SH SOLE 1100. 0. 0. KOPIN CORP COMMON 500600101 44. 8806. SH SOLE 8806. 0. 0. KOREA ELECTRIC PWR SP ADR 500631106 78. 3600. SH SOLE 3600. 0. 0. KORN FERRY INTL COMMON 500643200 67. 3271. SH SOLE 3271. 0. 0. KOS PHARMACEUTICALS COMMON 500648100 118. 2468. SH SOLE 2468. 0. 0. KRAFT FOODS INC CLASS A 50075N104 3212. 105969. SH SOLE 105969. 0. 0. KRISPY KREME DOUGHN COMMON 501014104 92. 10234. SH SOLE 10234. 0. 0. KROGER CO COMMON 501044101 1129. 55446. SH SOLE 55446. 0. 0. KRONOS INC COMMON 501052104 74. 1972. SH SOLE 1972. 0. 0. KRONOS WORLDWIDE COMMON 50105F105 92. 3034. SH SOLE 3034. 0. 0. KT CORPORATION ADR(0.5 48268K101 36. 1700. SH SOLE 1700. 0. 0. ----- PAGE TOTAL 7408.
FORM 13F
DATE: 060331 PAGE: 84 ITEM 6 ITEM 8 ITEM 4 INVESTMENT VOTING AUTHORITY FAIR ITEM 5 DISCRETION (SHARES) ITEM 1 ITEM 2 ITEM 3 MARKET SH/PRN SH/PRN PUT/CALL TYPE ITEM 7 (A)SOLE (B)SHARED (C)NONE ISSUER CLASS SECID VALUE AMOUNT MGRS (000s) - -------------------- ------- --------- ----------- --------- --------- --------- ---------- ------ -------- --------- -------- KULICKE & SOFFA INDS COMMON 501242101 67. 7029. SH SOLE 7029. 0. 0. KYPHON INC COMMON 501577100 98. 2625. SH SOLE 2625. 0. 0. L OREAL CO ADR (0. 502117203 349. 19845. SH SOLE 19845. 0. 0. L-3 COMMUNICATIONS COMMON 502424104 793. 9240. SH SOLE 9240. 0. 0. LA-Z-BOY INC COMMON 505336107 76. 4482. SH SOLE 4482. 0. 0. LABOR READY INC COMMON 505401208 64. 2672. SH SOLE 2672. 0. 0. LABORATORY CORP AMER COMMON 50540R409 530. 9067. SH SOLE 9067. 0. 0. LABRANCHE & CO INC COMMON 505447102 85. 5354. SH SOLE 5354. 0. 0. LACLEDE GROUP INC COMMON 505597104 71. 2067. SH SOLE 2067. 0. 0. LAFARGE NORTH AMCA COMMON 505862102 368. 4385. SH SOLE 4385. 0. 0. LAIDLAW INTL INC COMMON 50730R102 175. 6433. SH SOLE 6433. 0. 0. LAM RESEARCH CORP COMMON 512807108 442. 10274. SH SOLE 10274. 0. 0. LAMAR ADVERTISING CO CLASS A 512815101 395. 7501. SH SOLE 7501. 0. 0. LANCASTER COLONY COMMON 513847103 96. 2281. SH SOLE 2281. 0. 0. LANCE INC COMMON 514606102 74. 3289. SH SOLE 3289. 0. 0. LANDAMERICA FINL G COMMON 514936103 81. 1189. SH SOLE 1189. 0. 0. LANDAUER INC COMMON 51476K103 65. 1303. SH SOLE 1303. 0. 0. ----- PAGE TOTAL 3829.
FORM 13F
DATE: 060331 PAGE: 85 ITEM 6 ITEM 8 ITEM 4 INVESTMENT VOTING AUTHORITY FAIR ITEM 5 DISCRETION (SHARES) ITEM 1 ITEM 2 ITEM 3 MARKET SH/PRN SH/PRN PUT/CALL TYPE ITEM 7 (A)SOLE (B)SHARED (C)NONE ISSUER CLASS SECID VALUE AMOUNT MGRS (000s) - -------------------- ------- --------- ----------- --------- --------- --------- ---------- ------ -------- --------- -------- LANDRYS RESTAURANTS COMMON 51508L103 81. 2280. SH SOLE 2280. 0. 0. LANDSTAR SYS INC COMMON 515098101 163. 3700. SH SOLE 3700. 0. 0. LAS VEGAS SANDS CORP COMMON 517834107 1244. 21948. SH SOLE 21948. 0. 0. LASALLE HOTEL PPTYS COM SH 517942108 78. 1912. SH SOLE 1912. 0. 0. LASERSCOPE COMMON 518081104 60. 2534. SH SOLE 2534. 0. 0. LATTICE SEMICONDUCTR COMMON 518415104 77. 11587. SH SOLE 11587. 0. 0. LAUREATE EDUCATION COMMON 518613104 160. 2994. SH SOLE 2994. 0. 0. LAWSON PRODS INC COMMON 520776105 64. 1562. SH SOLE 1562. 0. 0. LAWSON SOFTWARE INC COMMON 520780107 61. 7909. SH SOLE 7909. 0. 0. LCA-VISION INC COMMON 501803308 64. 1287. SH SOLE 1287. 0. 0. LEAP WIRELESS INTL I COMMON 521863308 162. 3718. SH SOLE 3718. 0. 0. LEAPFROG ENTERPRISES CL A 52186N106 50. 4752. SH SOLE 4752. 0. 0. LEAR CORPORATION COMMON 521865105 75. 4253. SH SOLE 4253. 0. 0. LECG CORP COMMON 523234102 69. 3598. SH SOLE 3598. 0. 0. LEE ENTERPRISES INC COMMON 523768109 94. 2812. SH SOLE 2812. 0. 0. LEGG MASON INC COMMON 524901105 835. 6660. SH SOLE 6660. 0. 0. LEGGETT & PLATT INC COMMON 524660107 406. 16652. SH SOLE 16652. 0. 0. ----- PAGE TOTAL 3743.
FORM 13F
DATE: 060331 PAGE: 86 ITEM 6 ITEM 8 ITEM 4 INVESTMENT VOTING AUTHORITY FAIR ITEM 5 DISCRETION (SHARES) ITEM 1 ITEM 2 ITEM 3 MARKET SH/PRN SH/PRN PUT/CALL TYPE ITEM 7 (A)SOLE (B)SHARED (C)NONE ISSUER CLASS SECID VALUE AMOUNT MGRS (000s) - -------------------- ------- --------- ----------- --------- --------- --------- ---------- ------ -------- --------- -------- LEHMAN BROS HLDGS COMMON 524908100 2933. 20295. SH SOLE 20295. 0. 0. LENNAR CORP CLASS A 526057104 628. 10398. SH SOLE 10398. 0. 0. LENNOX INTL INC COMMON 526107107 115. 3837. SH SOLE 3837. 0. 0. LEUCADIA NATL CORP COMMON 527288104 403. 6748. SH SOLE 6748. 0. 0. LEVEL 3 COMMUNICTN COMMON 52729N100 219. 42257. SH SOLE 42257. 0. 0. LEVITT CORPORATION CLASS A 52742P108 59. 2675. SH SOLE 2675. 0. 0. LEXAR MEDIA INC COMMON 52886P104 64. 7458. SH SOLE 7458. 0. 0. LEXINGTON CORP PPTYS COMMON 529043101 69. 3305. SH SOLE 3305. 0. 0. LEXMARK INTL CLASS A 529771107 447. 9841. SH SOLE 9841. 0. 0. LIBERTY GLOBAL INC CLASS A 530555101 657. 32082. SH SOLE 32082. 0. 0. LIBERTY MEDIA CORP COMMON 530718105 1485. 180926. SH SOLE 180926. 0. 0. LIBERTY PPTY TR SH BEN 531172104 471. 9987. SH SOLE 9797. 0. 190. LIFE TIME FITNESS COMMON 53217R207 101. 2154. SH SOLE 2154. 0. 0. LIFECELL CORP COMMON 531927101 73. 3249. SH SOLE 3249. 0. 0. LIFEPOINT HOSPITALS COMMON 53219L109 106. 3398. SH SOLE 3398. 0. 0. LIMITED BRANDS INC COMMON 532716107 779. 31855. SH SOLE 31855. 0. 0. LIN TV CORP CLASS A 532774106 42. 4629. SH SOLE 4629. 0. 0. ----- PAGE TOTAL 8651.
FORM 13F
DATE: 060331 PAGE: 87 ITEM 6 ITEM 8 ITEM 4 INVESTMENT VOTING AUTHORITY FAIR ITEM 5 DISCRETION (SHARES) ITEM 1 ITEM 2 ITEM 3 MARKET SH/PRN SH/PRN PUT/CALL TYPE ITEM 7 (A)SOLE (B)SHARED (C)NONE ISSUER CLASS SECID VALUE AMOUNT MGRS (000s) - -------------------- ------- --------- ----------- --------- --------- --------- ---------- ------ -------- --------- -------- LINCARE HLDGS INC COMMON 532791100 283. 7269. SH SOLE 7269. 0. 0. LINCOLN ELEC HLDGS COMMON 533900106 138. 2554. SH SOLE 2554. 0. 0. LINCOLN NATL CORP COMMON 534187109 645. 11821. SH SOLE 11821. 0. 0. LINEAR TECHNOLOGY COMMON 535678106 4092. 116658. SH SOLE 115508. 0. 1150. LITHIA MTRS INC CLASS A 536797103 73. 2093. SH SOLE 2093. 0. 0. LITTELFUSE INC COMMON 537008104 77. 2263. SH SOLE 2263. 0. 0. LIVE NATION INC COMMON 538034109 97. 4876. SH SOLE 4876. 0. 0. LIZ CLAIBORNE INC COMMON 539320101 297. 7244. SH SOLE 7244. 0. 0. LKQ CORP COMMON 501889208 73. 3504. SH SOLE 3504. 0. 0. LLOYDS TSB GROUP PLC SP ADR( 539439109 344. 8945. SH SOLE 8945. 0. 0. LO-JACK CORP COMMON 539451104 59. 2474. SH SOLE 2474. 0. 0. LOCKHEED MARTIN CORP COMMON 539830109 2400. 31942. SH SOLE 31942. 0. 0. LOEWS CORP COMMON 540424108 1449. 14317. SH SOLE 14317. 0. 0. LOEWS CORP CAROLINA COMMON 540424207 647. 13685. SH SOLE 13335. 0. 350. LONE STAR STEAKHOUSE COMMON 542307103 75. 2647. SH SOLE 2647. 0. 0. LONE STAR TECH COMMON 542312103 99. 1795. SH SOLE 1795. 0. 0. LONGS DRUG STORES COMMON 543162101 111. 2404. SH SOLE 2404. 0. 0. ------ PAGE TOTAL 10959.
FORM 13F
DATE: 060331 PAGE: 88 ITEM 6 ITEM 8 ITEM 4 INVESTMENT VOTING AUTHORITY FAIR ITEM 5 DISCRETION (SHARES) ITEM 1 ITEM 2 ITEM 3 MARKET SH/PRN SH/PRN PUT/CALL TYPE ITEM 7 (A)SOLE (B)SHARED (C)NONE ISSUER CLASS SECID VALUE AMOUNT MGRS (000s) - -------------------- ------- --------- ----------- --------- --------- --------- ---------- ------ -------- --------- -------- LONGVIEW FIBRE CO COMMON 543213102 84. 3259. SH SOLE 3259. 0. 0. LORAL SPACE & COMM COMMON G56462198 0. 872. SH SOLE 872. 0. 0. LOUISIANA PAC CORP COMMON 546347105 197. 7251. SH SOLE 7251. 0. 0. LOWES CO COMMON 548661107 4314. 66939. SH SOLE 62739. 0. 4200. LSI LOGIC CORP COMMON 502161102 298. 25777. SH SOLE 25777. 0. 0. LTC PPTYS INC COMMON 502175102 66. 2847. SH SOLE 2847. 0. 0. LUBRIZOL CORP COMMON 549271104 179. 4172. SH SOLE 4172. 0. 0. LUCENT TECHNOLOGIES COMMON 549463107 905. 296580. SH SOLE 296580. 0. 0. LUFKIN INDS INC COMMON 549764108 70. 1265. SH SOLE 1265. 0. 0. LUKOIL HLDGS ADR(1 O 677862104 1134. 13676. SH SOLE 13676. 0. 0. LUXOTTICA GROUP SPA SP ADR 55068R202 1329. 48327. SH SOLE 44731. 0. 3596. LYON WILLIAM HOMES COMMON 552074106 54. 561. SH SOLE 561. 0. 0. LYONDELL CHEMICAL CO COMMON 552078107 304. 15288. SH SOLE 15288. 0. 0. M & T BK CORP COMMON 55261F104 852. 7462. SH SOLE 7462. 0. 0. M/I HOMES INC COMMON 55305B101 66. 1405. SH SOLE 1405. 0. 0. MACDERMID INC COMMON 554273102 68. 2123. SH SOLE 2123. 0. 0. MACERICH CO REIT 554382101 271. 3666. SH SOLE 3666. 0. 0. ------ PAGE TOTAL 10191.
FORM 13F
DATE: 060331 PAGE: 89 ITEM 6 ITEM 8 ITEM 4 INVESTMENT VOTING AUTHORITY FAIR ITEM 5 DISCRETION (SHARES) ITEM 1 ITEM 2 ITEM 3 MARKET SH/PRN SH/PRN PUT/CALL TYPE ITEM 7 (A)SOLE (B)SHARED (C)NONE ISSUER CLASS SECID VALUE AMOUNT MGRS (000s) - -------------------- ------- --------- ----------- --------- --------- --------- ---------- ------ -------- --------- -------- MACK CALI RLTY CORP COMMON 554489104 459. 9568. SH SOLE 9338. 0. 230. MACQUARIE INFRASTRUC SBI 55607X108 64. 1979. SH SOLE 1979. 0. 0. MACROVISION CORP COMMON 555904101 85. 3845. SH SOLE 3845. 0. 0. MAF BANCORP INC COMMON 55261R108 91. 2081. SH SOLE 2081. 0. 0. MAGELLAN HEALTH SVCS COMMON 559079207 92. 2262. SH SOLE 2262. 0. 0. MAGELLAN MIDSTREAM COMMON 559080106 135. 4112. SH SOLE 4112. 0. 0. MAGNA INTL INC CLASS A 559222401 79353. 1051824. SH SOLE 1047199. 0. 4625. MAGUIRE PPTYS INC COMMON 559775101 99. 2721. SH SOLE 2721. 0. 0. MAGYAR TELEKOM TELEC ADR(5 O 559776109 34. 1560. SH SOLE 1560. 0. 0. MAIN STR BKS INC COMMON 56034R102 57. 2190. SH SOLE 2190. 0. 0. MANHATTAN ASSOCS IN COMMON 562750109 61. 2789. SH SOLE 2789. 0. 0. MANITOWOC INC COMMON 563571108 167. 1829. SH SOLE 1829. 0. 0. MANNATECH INC COMMON 563771104 73. 4211. SH SOLE 4211. 0. 0. MANNKIND CORP COMMON 56400P201 100. 4904. SH SOLE 4904. 0. 0. MANOR CARE INC COMMON 564055101 259. 5851. SH SOLE 5851. 0. 0. MANPOWER INC COMMON 56418H100 319. 5585. SH SOLE 5585. 0. 0. MANTECH INTL CORP CLASS A 564563104 78. 2362. SH SOLE 2362. 0. 0. ------ PAGE TOTAL 81526.
FORM 13F
DATE: 060331 PAGE: 90 ITEM 6 ITEM 8 ITEM 4 INVESTMENT VOTING AUTHORITY FAIR ITEM 5 DISCRETION (SHARES) ITEM 1 ITEM 2 ITEM 3 MARKET SH/PRN SH/PRN PUT/CALL TYPE ITEM 7 (A)SOLE (B)SHARED (C)NONE ISSUER CLASS SECID VALUE AMOUNT MGRS (000s) - -------------------- ------- --------- ----------- --------- --------- --------- ---------- ------ -------- --------- -------- MANULIFE FINCL CORP COMMON 56501R106 430233. 6854010. SH SOLE 6618340. 0. 235670. MARATHON OIL CORP COMMON 565849106 3483. 45728. SH SOLE 45668. 0. 60. MARCHEX INC CLASS B 56624R108 57. 2656. SH SOLE 2656. 0. 0. MARCUS CORP COMMON 566330106 50. 2499. SH SOLE 2499. 0. 0. MARINE PRODS CORP COMMON 568427108 65. 5922. SH SOLE 5922. 0. 0. MARINEMAX INC COMMON 567908108 74. 2200. SH SOLE 2200. 0. 0. MARINER ENERGY COMMON 56845T305 62. 3038. SH SOLE 3038. 0. 0. MARKEL CORP COMMON 570535104 206. 610. SH SOLE 610. 0. 0. MARRIOTT INTL INC CLASS A 571903202 1145. 16684. SH SOLE 16684. 0. 0. MARSH & MCLENNAN COS COMMON 571748102 1163. 39613. SH SOLE 39613. 0. 0. MARSHALL & ILSLEY COMMON 571834100 768. 17617. SH SOLE 17617. 0. 0. MARTEK BIOSCIENCES COMMON 572901106 71. 2172. SH SOLE 2172. 0. 0. MARTEN TRANS LTD COMMON 573075108 57. 3148. SH SOLE 3148. 0. 0. MARTHA STEW LIV OMNI COMMON 573083102 55. 3291. SH SOLE 3291. 0. 0. MARTIN MARIETTA MATL COMMON 573284106 311. 2908. SH SOLE 2908. 0. 0. MARVEL ENTMT COMMON 57383T103 121. 6018. SH SOLE 6018. 0. 0. MARVELL TECH GRP LTD COMMON G5876H105 1106. 20440. SH SOLE 20440. 0. 0. ------- PAGE TOTAL 439027.
FORM 13F
DATE: 060331 PAGE: 91 ITEM 6 ITEM 8 ITEM 4 INVESTMENT VOTING AUTHORITY FAIR ITEM 5 DISCRETION (SHARES) ITEM 1 ITEM 2 ITEM 3 MARKET SH/PRN SH/PRN PUT/CALL TYPE ITEM 7 (A)SOLE (B)SHARED (C)NONE ISSUER CLASS SECID VALUE AMOUNT MGRS (000s) - -------------------- ------- --------- ----------- --------- --------- --------- ---------- ------ -------- --------- -------- MASCO CORP COMMON 574599106 1086. 33441. SH SOLE 33441. 0. 0. MASSEY ENERGY CO COMMON 576206106 170. 4703. SH SOLE 4703. 0. 0. MASTEC INC COMMON 576323109 83. 5839. SH SOLE 5839. 0. 0. MATRIA HEALTHCARE IN COMMON 576817209 66. 1737. SH SOLE 1737. 0. 0. MATTEL INC COMMON 577081102 517. 28505. SH SOLE 28505. 0. 0. MATTHEWS INTL CORP CLASS A 577128101 79. 2052. SH SOLE 2052. 0. 0. MATTSON TECH INC COMMON 577223100 74. 6130. SH SOLE 6130. 0. 0. MAVERICK TUBE CORP COMMON 577914104 140. 2634. SH SOLE 2634. 0. 0. MAX RE CAPITAL LTD COMMON G6052F103 84. 3538. SH SOLE 3538. 0. 0. MAXIM INTEGRATED PRO COMMON 57772K101 3763. 101340. SH SOLE 101340. 0. 0. MAXIMUS INC COMMON 577933104 60. 1678. SH SOLE 1678. 0. 0. MAXTOR CORP COMMON 577729205 147. 15326. SH SOLE 15326. 0. 0. MAYTAG CORP COMMON 578592107 116. 5445. SH SOLE 5445. 0. 0. MB FINANCIAL INC NEW COMMON 55264U108 65. 1829. SH SOLE 1829. 0. 0. MBIA INC COMMON 55262C100 562. 9349. SH SOLE 9349. 0. 0. MCAFEE INC COMMON 579064106 236. 9680. SH SOLE 9680. 0. 0. MCCORMICK & CO INC COMMON 579780206 309. 9132. SH SOLE 9132. 0. 0. ----- PAGE TOTAL 7557.
FORM 13F
DATE: 060331 PAGE: 92 ITEM 6 ITEM 8 ITEM 4 INVESTMENT VOTING AUTHORITY FAIR ITEM 5 DISCRETION (SHARES) ITEM 1 ITEM 2 ITEM 3 MARKET SH/PRN SH/PRN PUT/CALL TYPE ITEM 7 (A)SOLE (B)SHARED (C)NONE ISSUER CLASS SECID VALUE AMOUNT MGRS (000s) - -------------------- ------- --------- ----------- --------- --------- --------- ---------- ------ -------- --------- -------- MCDATA CORPORATION CLASS A 580031201 80. 17356. SH SOLE 17356. 0. 0. MCDERMOTT INTL INC COMMON 580037109 225. 4137. SH SOLE 4137. 0. 0. MCDONALDS CORP COMMON 580135101 3219. 93695. SH SOLE 93695. 0. 0. MCGRATH RENTCORP COMMON 580589109 64. 2125. SH SOLE 2125. 0. 0. MCGRAW HILL COS INC COMMON 580645109 1643. 28512. SH SOLE 28512. 0. 0. MCKESSON CORP COMMON 58155Q103 1173. 22498. SH SOLE 22498. 0. 0. MCMORAN EXPLO CO COMMON 582411104 58. 3254. SH SOLE 3254. 0. 0. MCSI INC COMMON 55270M108 0. 882. SH SOLE 882. 0. 0. MDC HOLDINGS COMMON 552676108 167. 2596. SH SOLE 2596. 0. 0. MDS INC COMMON 55269P302 23954. 1329989. SH SOLE 1325269. 0. 4720. MDU RES GROUP INC COMMON 552690109 244. 7282. SH SOLE 7282. 0. 0. MEADWESTVACO CORP COMMON 583334107 459. 16811. SH SOLE 16811. 0. 0. MEDAREX INC COMMON 583916101 91. 6859. SH SOLE 6859. 0. 0. MEDCATH CORP COMMON 58404W109 62. 3240. SH SOLE 3240. 0. 0. MEDCO HEALTH SOL COMMON 58405U102 1331. 23262. SH SOLE 23106. 0. 156. MEDIA GEN INC CLASS A 584404107 69. 1478. SH SOLE 1478. 0. 0. MEDIACOM COMMUN CORP COMMON 58446K105 67. 11698. SH SOLE 11698. 0. 0. ------ PAGE TOTAL 32906.
FORM 13F
DATE: 060331 PAGE: 93 ITEM 6 ITEM 8 ITEM 4 INVESTMENT VOTING AUTHORITY FAIR ITEM 5 DISCRETION (SHARES) ITEM 1 ITEM 2 ITEM 3 MARKET SH/PRN SH/PRN PUT/CALL TYPE ITEM 7 (A)SOLE (B)SHARED (C)NONE ISSUER CLASS SECID VALUE AMOUNT MGRS (000s) - -------------------- ------- --------- ----------- --------- --------- --------- ---------- ------ -------- --------- -------- MEDICINES CO COMMON 584688105 68. 3322. SH SOLE 3322. 0. 0. MEDICIS PHARMACEUTCL CLASS A 584690309 113. 3468. SH SOLE 3468. 0. 0. MEDIMMUNE INC COMMON 584699102 800. 21862. SH SOLE 21862. 0. 0. MEDIS TECHN LTD COMMON 58500P107 108. 4613. SH SOLE 4613. 0. 0. MEDTRONIC INC COMMON 585055106 7198. 142088. SH SOLE 141153. 0. 935. MELLON FINL CORP COMMON 58551A108 1234. 34655. SH SOLE 34655. 0. 0. MEMC ELECTR MATLS COMMON 552715104 480. 13013. SH SOLE 13013. 0. 0. MENS WEARHOUSE INC COMMON 587118100 120. 3351. SH SOLE 3351. 0. 0. MENTOR CORP COMMON 587188103 119. 2623. SH SOLE 2623. 0. 0. MENTOR GRAPHICS CORP COMMON 587200106 73. 6634. SH SOLE 6634. 0. 0. MERCANTILE BANKSHARE COMMON 587405101 293. 7616. SH SOLE 7616. 0. 0. MERCK & CO INC COMMON 589331107 6682. 189662. SH SOLE 189662. 0. 0. MERCURY COMPUTER SYS COMMON 589378108 49. 3020. SH SOLE 3020. 0. 0. MERCURY GENERAL CORP COMMON 589400100 185. 3376. SH SOLE 3376. 0. 0. MEREDITH CORP COMMON 589433101 185. 3315. SH SOLE 3315. 0. 0. MERGE TECHNOLOGIES COMMON 589981109 36. 2232. SH SOLE 2232. 0. 0. MERIDIAN BIOSCIENCE COMMON 589584101 85. 3160. SH SOLE 3160. 0. 0. ------ PAGE TOTAL 17828.
FORM 13F
DATE: 060331 PAGE: 94 ITEM 6 ITEM 8 ITEM 4 INVESTMENT VOTING AUTHORITY FAIR ITEM 5 DISCRETION (SHARES) ITEM 1 ITEM 2 ITEM 3 MARKET SH/PRN SH/PRN PUT/CALL TYPE ITEM 7 (A)SOLE (B)SHARED (C)NONE ISSUER CLASS SECID VALUE AMOUNT MGRS (000s) - -------------------- ------- --------- ----------- --------- --------- --------- ---------- ------ -------- --------- -------- MERIDIAN GOLD INC COMMON 589975101 2374. 80275. SH SOLE 80275. 0. 0. MERISTAR HOSPTLY CRP COMMON 58984Y103 67. 6445. SH SOLE 6445. 0. 0. MERIT MEDICAL SYS COMMON 589889104 58. 4849. SH SOLE 4849. 0. 0. MERITAGE HOMES CORP COMMON 59001A102 91. 1657. SH SOLE 1657. 0. 0. MERRILL LYNCH & CO COMMON 590188108 19272. 244748. SH SOLE 237828. 0. 6920. MESA AIR GROUP COMMON 590479101 68. 5939. SH SOLE 5939. 0. 0. METALLICA RESOURCES COMMON 59125J104 6422. 1957000. SH SOLE 1957000. 0. 0. METALLICA RESOURCES WTS DEC 59125J120 925. 750000. SH SOLE 750000. 0. 0. METHANEX CORP COMMON 59151K108 1707. 83380. SH SOLE 83380. 0. 0. METLIFE INC COMMON 59156R108 2607. 53902. SH SOLE 53902. 0. 0. MFA MORTGAGE INVESTM COMMON 55272X102 66. 10424. SH SOLE 10424. 0. 0. MGE ENERGY INC COMMON 55277P104 58. 1737. SH SOLE 1737. 0. 0. MGI PHARMA INC COMMON 552880106 79. 4508. SH SOLE 4508. 0. 0. MGIC INVT CORP COMMON 552848103 423. 6350. SH SOLE 6350. 0. 0. MGM MIRAGE COMMON 552953101 852. 19780. SH SOLE 19780. 0. 0. MICHAELS STORES INC COMMON 594087108 316. 8405. SH SOLE 8405. 0. 0. MICREL INC COMMON 594793101 87. 5839. SH SOLE 5839. 0. 0. ------ PAGE TOTAL 35472.
FORM 13F
DATE: 060331 PAGE: 95 ITEM 6 ITEM 8 ITEM 4 INVESTMENT VOTING AUTHORITY FAIR ITEM 5 DISCRETION (SHARES) ITEM 1 ITEM 2 ITEM 3 MARKET SH/PRN SH/PRN PUT/CALL TYPE ITEM 7 (A)SOLE (B)SHARED (C)NONE ISSUER CLASS SECID VALUE AMOUNT MGRS (000s) - -------------------- ------- --------- ----------- --------- --------- --------- ---------- ------ -------- --------- -------- MICROCHIP TECHNOLOGY COMMON 595017104 535. 14742. SH SOLE 14742. 0. 0. MICRON TECHNOLOGY COMMON 595112103 619. 42023. SH SOLE 42023. 0. 0. MICROS SYSTEMS INC COMMON 594901100 108. 2346. SH SOLE 2346. 0. 0. MICROSEMI CORP COMMON 595137100 111. 3819. SH SOLE 3819. 0. 0. MICROSOFT CORP COMMON 594918104 33767. 1241705. SH SOLE 1233735. 0. 7970. MICROSTRATEGY INC CL A 594972408 93. 881. SH SOLE 881. 0. 0. MID-AMER APT CMNTYS REIT 59522J103 71. 1301. SH SOLE 1301. 0. 0. MID-STATE BANCSHARE COMMON 595440108 63. 2154. SH SOLE 2154. 0. 0. MIDDLEBY CORP COMMON 596278101 64. 760. SH SOLE 760. 0. 0. MIDLAND CO COMMON 597486109 56. 1607. SH SOLE 1607. 0. 0. MIDWAY GAMES INC COMMON 598148104 50. 5371. SH SOLE 5371. 0. 0. MIDWEST BANC HOLDING COMMON 598251106 70. 2716. SH SOLE 2716. 0. 0. MILLENNIUM PHARMA COMMON 599902103 192. 19009. SH SOLE 19009. 0. 0. MILLER HERMAN INC COMMON 600544100 143. 4415. SH SOLE 4415. 0. 0. MILLIPORE CORP COMMON 601073109 241. 3304. SH SOLE 3304. 0. 0. MILLS CORP COMMON 601148109 93. 3323. SH SOLE 3323. 0. 0. MINE SAFETY APPLIANC COMMON 602720104 96. 2296. SH SOLE 2296. 0. 0. ------ PAGE TOTAL 36372.
FORM 13F
DATE: 060331 PAGE: 96 ITEM 6 ITEM 8 ITEM 4 INVESTMENT VOTING AUTHORITY FAIR ITEM 5 DISCRETION (SHARES) ITEM 1 ITEM 2 ITEM 3 MARKET SH/PRN SH/PRN PUT/CALL TYPE ITEM 7 (A)SOLE (B)SHARED (C)NONE ISSUER CLASS SECID VALUE AMOUNT MGRS (000s) - -------------------- ------- --------- ----------- --------- --------- --------- ---------- ------ -------- --------- -------- MINERALS TECHNOLOGS COMMON 603158106 77. 1312. SH SOLE 1312. 0. 0. MIRANT CORP COMMON 60467R100 1343. 53730. SH SOLE 53730. 0. 0. MITTAL STEEL CO N.V. CLASS A 60684P101 1723. 45640. SH SOLE 42776. 0. 2864. MKS INSTRUMENT INC COMMON 55306N104 80. 3419. SH SOLE 3419. 0. 0. MOBILE MINI INC COMMON 60740F105 78. 2522. SH SOLE 2522. 0. 0. MODINE MFG CO COMMON 607828100 65. 2217. SH SOLE 2217. 0. 0. MOHAWK INDS INC COMMON 608190104 334. 4141. SH SOLE 4141. 0. 0. MOLECULAR DEVICES COMMON 60851C107 73. 2188. SH SOLE 2188. 0. 0. MOLEX INC COMMON 608554101 424. 12774. SH SOLE 12774. 0. 0. MOLINA HEALTHCARE COMMON 60855R100 74. 2209. SH SOLE 2209. 0. 0. MOMENTA PHARMACEUTIC COMMON 60877T100 52. 2649. SH SOLE 2649. 0. 0. MONARCH CASINO&RES COMMON 609027107 78. 2763. SH SOLE 2763. 0. 0. MONEYGRAM INTL INC COMMON 60935Y109 169. 5488. SH SOLE 5488. 0. 0. MONOLITHIC POWER COMMON 609839105 80. 4269. SH SOLE 4269. 0. 0. MONSANTO CO COMMON 61166W101 1528. 18024. SH SOLE 18024. 0. 0. MONSTER WORLDWIDE COMMON 611742107 480. 9625. SH SOLE 9625. 0. 0. MONTPELIER RE HLDGS COMMON G62185106 90. 5526. SH SOLE 5526. 0. 0. ----- PAGE TOTAL 6748.
FORM 13F
DATE: 060331 PAGE: 97 ITEM 6 ITEM 8 ITEM 4 INVESTMENT VOTING AUTHORITY FAIR ITEM 5 DISCRETION (SHARES) ITEM 1 ITEM 2 ITEM 3 MARKET SH/PRN SH/PRN PUT/CALL TYPE ITEM 7 (A)SOLE (B)SHARED (C)NONE ISSUER CLASS SECID VALUE AMOUNT MGRS (000s) - -------------------- ------- --------- ----------- --------- --------- --------- ---------- ------ -------- --------- -------- MOODYS CORP COMMON 615369105 1440. 20152. SH SOLE 20152. 0. 0. MOOG INC CLASS A 615394202 87. 2462. SH SOLE 2462. 0. 0. MORGAN GROUP INC CLASS A 617358106 0. 1900. SH SOLE 1900. 0. 0. MORGAN STANLEY COMMON 617446448 9767. 155543. SH SOLE 154528. 0. 1015. MORNINGSTAR INC COMMON 617700109 111. 2473. SH SOLE 2473. 0. 0. MORTGAGEIT HLDGS COMMON 61915Q108 47. 4316. SH SOLE 4316. 0. 0. MOSAIC CO COMMON 61945A107 335. 23342. SH SOLE 23342. 0. 0. MOTOROLA INC COMMON 620076109 9427. 411586. SH SOLE 396586. 0. 15000. MOVADO GROUP INC COMMON 624580106 73. 3182. SH SOLE 3182. 0. 0. MPS GROUP INC COMMON 553409103 100. 6524. SH SOLE 6524. 0. 0. MRO SOFTWARE INC COMMON 55347W105 63. 3973. SH SOLE 3973. 0. 0. MSC INDL DIRECT INC CLASS A 553530106 221. 4091. SH SOLE 4091. 0. 0. MTR GAMING GROUP INC COMMON 553769100 60. 5791. SH SOLE 5791. 0. 0. MTS SYSTEMS CORP COMMON 553777103 73. 1740. SH SOLE 1740. 0. 0. MUELLER INDS INC COMMON 624756102 82. 2285. SH SOLE 2285. 0. 0. MULTI-FINELINE ELEC COMMON 62541B101 92. 1570. SH SOLE 1570. 0. 0. MURPHY OIL CORP COMMON 626717102 612. 12291. SH SOLE 12291. 0. 0. ------ PAGE TOTAL 22590.
FORM 13F
DATE: 060331 PAGE: 98 ITEM 6 ITEM 8 ITEM 4 INVESTMENT VOTING AUTHORITY FAIR ITEM 5 DISCRETION (SHARES) ITEM 1 ITEM 2 ITEM 3 MARKET SH/PRN SH/PRN PUT/CALL TYPE ITEM 7 (A)SOLE (B)SHARED (C)NONE ISSUER CLASS SECID VALUE AMOUNT MGRS (000s) - -------------------- ------- --------- ----------- --------- --------- --------- ---------- ------ -------- --------- -------- MYERS INDS INC COMMON 628464109 67. 4207. SH SOLE 4207. 0. 0. MYLAN LABS INC COMMON 628530107 344. 14687. SH SOLE 14687. 0. 0. MYOGEN INC COMMON 62856E104 108. 2983. SH SOLE 2983. 0. 0. MYRIAD GENETICS INC COMMON 62855J104 81. 3120. SH SOLE 3120. 0. 0. NABORS INDS LTD COMMON G6359F103 766. 10698. SH SOLE 10698. 0. 0. NACCO INDS INC CLASS A 629579103 81. 524. SH SOLE 524. 0. 0. NALCO HOLDING CO COMMON 62985Q101 155. 8779. SH SOLE 8779. 0. 0. NARA BANCORP INC COMMON 63080P105 57. 3276. SH SOLE 3276. 0. 0. NATCO GROUP INC CLASS A 63227W203 72. 2641. SH SOLE 2641. 0. 0. NATIONAL CITY CORP COMMON 635405103 1966. 56337. SH SOLE 55917. 0. 420. NATIONAL FINL PRTNRS COMMON 63607P208 128. 2261. SH SOLE 2261. 0. 0. NATIONAL FUEL GAS CO COMMON 636180101 169. 5177. SH SOLE 5177. 0. 0. NATIONAL INSTRS CORP COMMON 636518102 161. 4933. SH SOLE 4933. 0. 0. NATIONAL INTERSTATE COMMON 63654U100 64. 2941. SH SOLE 2941. 0. 0. NATIONAL OILWELL VAR COMMON 637071101 747. 11648. SH SOLE 11648. 0. 0. NATIONAL PRESTO INDS COMMON 637215104 70. 1415. SH SOLE 1415. 0. 0. NATIONAL SEMICONDUCT COMMON 637640103 2375. 85298. SH SOLE 85298. 0. 0. ----- PAGE TOTAL 7411.
FORM 13F
DATE: 060331 PAGE: 99 ITEM 6 ITEM 8 ITEM 4 INVESTMENT VOTING AUTHORITY FAIR ITEM 5 DISCRETION (SHARES) ITEM 1 ITEM 2 ITEM 3 MARKET SH/PRN SH/PRN PUT/CALL TYPE ITEM 7 (A)SOLE (B)SHARED (C)NONE ISSUER CLASS SECID VALUE AMOUNT MGRS (000s) - -------------------- ------- --------- ----------- --------- --------- --------- ---------- ------ -------- --------- -------- NATIONAL WESTN LIFE CLASS A 638522102 66. 286. SH SOLE 286. 0. 0. NATIONWIDE FINL SVCS CLASS A 638612101 151. 3499. SH SOLE 3499. 0. 0. NATIONWIDE HEALTH PP COMMON 638620104 243. 11301. SH SOLE 11021. 0. 280. NATL AUSTRALIA BK SP ADR 632525408 462. 3436. SH SOLE 3436. 0. 0. NATL HEALTH INVS COMMON 63633D104 56. 2216. SH SOLE 2216. 0. 0. NATL HEALTHCARE CP COMMON 635906100 65. 1631. SH SOLE 1631. 0. 0. NATL PENN BANCSHARES COMMON 637138108 63. 2955. SH SOLE 2955. 0. 0. NATURAL RESOURCE PRT COM UNI 63900P103 83. 1570. SH SOLE 1570. 0. 0. NAUTILUS INC COMMON 63910B102 50. 3312. SH SOLE 3312. 0. 0. NAVIGANT CONSULTING COMMON 63935N107 66. 3097. SH SOLE 3097. 0. 0. NAVIGATORS GROUP INC COMMON 638904102 72. 1449. SH SOLE 1449. 0. 0. NAVISTAR INTL CORP COMMON 63934E108 128. 4623. SH SOLE 4623. 0. 0. NAVTEQ CORP COMMON 63936L100 884. 17453. SH SOLE 17453. 0. 0. NBT BANCORP COMMON 628778102 61. 2640. SH SOLE 2640. 0. 0. NBTY INC COMMON 628782104 96. 4257. SH SOLE 4257. 0. 0. NCI BUILDING SYS COMMON 628852105 82. 1365. SH SOLE 1365. 0. 0. NCO GROUP INC COMMON 628858102 86. 3602. SH SOLE 3602. 0. 0. ----- PAGE TOTAL 2714.
FORM 13F
DATE: 060331 PAGE: 100 ITEM 6 ITEM 8 ITEM 4 INVESTMENT VOTING AUTHORITY FAIR ITEM 5 DISCRETION (SHARES) ITEM 1 ITEM 2 ITEM 3 MARKET SH/PRN SH/PRN PUT/CALL TYPE ITEM 7 (A)SOLE (B)SHARED (C)NONE ISSUER CLASS SECID VALUE AMOUNT MGRS (000s) - -------------------- ------- --------- ----------- --------- --------- --------- ---------- ------ -------- --------- -------- NCR CORP COMMON 62886E108 523. 12510. SH SOLE 12510. 0. 0. NEENAH PAPER COMMON 640079109 69. 2116. SH SOLE 2116. 0. 0. NEKTAR THERAPEUTICS COMMON 640268108 107. 5265. SH SOLE 5265. 0. 0. NELNET INC CLASS A 64031N108 138. 3325. SH SOLE 3325. 0. 0. NESTLE S A SP ADR 641069406 1437. 19895. SH SOLE 19895. 0. 0. NETFLIX INC COMMON 64110L106 96. 3327. SH SOLE 3327. 0. 0. NETGEAR INC COMMON 64111Q104 59. 3089. SH SOLE 3089. 0. 0. NETIQ CORP COMMON 64115P102 56. 5065. SH SOLE 5065. 0. 0. NETLOGIC MICROSYSTEM COMMON 64118B100 94. 2280. SH SOLE 2280. 0. 0. NETRATINGS INC COMMON 64116M108 62. 4643. SH SOLE 4643. 0. 0. NETWORK APPLIANCE COMMON 64120L104 2561. 71066. SH SOLE 71066. 0. 0. NEUROCHEM INC COMMON 64125K101 284. 20385. SH SOLE 20385. 0. 0. NEUROCRINE BIOSCIENC COMMON 64125C109 146. 2256. SH SOLE 2256. 0. 0. NEUROMETRIX INC COMMON 641255104 81. 2072. SH SOLE 2072. 0. 0. NEUSTAR INC CLASS A 64126X201 115. 3704. SH SOLE 3704. 0. 0. NEW CENTURY FIN CORP COMMON 6435EV108 159. 3454. SH SOLE 3454. 0. 0. NEW JERSEY RES CORP COMMON 646025106 80. 1764. SH SOLE 1764. 0. 0. ----- PAGE TOTAL 6067.
FORM 13F
DATE: 060331 PAGE: 101 ITEM 6 ITEM 8 ITEM 4 INVESTMENT VOTING AUTHORITY FAIR ITEM 5 DISCRETION (SHARES) ITEM 1 ITEM 2 ITEM 3 MARKET SH/PRN SH/PRN PUT/CALL TYPE ITEM 7 (A)SOLE (B)SHARED (C)NONE ISSUER CLASS SECID VALUE AMOUNT MGRS (000s) - -------------------- ------- --------- ----------- --------- --------- --------- ---------- ------ -------- --------- -------- NEW PLAN EXC RLTY TR COMMON 648053106 164. 6337. SH SOLE 6337. 0. 0. NEW RIVER PHARMA COMMON 648468205 910. 27416. SH SOLE 27416. 0. 0. NEW YORK & CO INC COMMON 649295102 50. 3365. SH SOLE 3365. 0. 0. NEW YORK CMNTY BANCO COMMON 649445103 288. 16449. SH SOLE 16449. 0. 0. NEW YORK TIMES CO CLASS A 650111107 296. 11710. SH SOLE 11710. 0. 0. NEWALLIANCE BANCSHRS COMMON 650203102 102. 7075. SH SOLE 7075. 0. 0. NEWCASTLE INVT CORP COMMON 65105M108 66. 2753. SH SOLE 2753. 0. 0. NEWELL RUBBERMAID IN COMMON 651229106 467. 18535. SH SOLE 18535. 0. 0. NEWFIELD EXPL CO COMMON 651290108 328. 7832. SH SOLE 7832. 0. 0. NEWMONT MINING CORP COMMON 651639106 1912. 36853. SH SOLE 36853. 0. 0. NEWPARK RES INC COMMON 651718504 63. 7652. SH SOLE 7652. 0. 0. NEWPORT CORP COMMON 651824104 81. 4300. SH SOLE 4300. 0. 0. NEWS CORP LTD CLASS A 65248E104 3677. 221374. SH SOLE 221374. 0. 0. NEXEN INC COMMON 65334H102 71718. 1301747. SH SOLE 1297217. 0. 4530. NEXTEL PARTNERS INC CLASS A 65333F107 324. 11448. SH SOLE 11448. 0. 0. NIC INC COMMON 62914B100 62. 10116. SH SOLE 10116. 0. 0. NICOR INC COMMON 654086107 268. 6781. SH SOLE 6631. 0. 150. ------ PAGE TOTAL 80776.
FORM 13F
DATE: 060331 PAGE: 102 ITEM 6 ITEM 8 ITEM 4 INVESTMENT VOTING AUTHORITY FAIR ITEM 5 DISCRETION (SHARES) ITEM 1 ITEM 2 ITEM 3 MARKET SH/PRN SH/PRN PUT/CALL TYPE ITEM 7 (A)SOLE (B)SHARED (C)NONE ISSUER CLASS SECID VALUE AMOUNT MGRS (000s) - -------------------- ------- --------- ----------- --------- --------- --------- ---------- ------ -------- --------- -------- NII HLDGS INC CLASS B 62913F201 608. 10312. SH SOLE 10312. 0. 0. NIKE INC CLASS B 654106103 1634. 19203. SH SOLE 19203. 0. 0. NISOURCE INC COMMON 65473P105 612. 30272. SH SOLE 29972. 0. 300. NITROMED INC COMMON 654798503 36. 4342. SH SOLE 4342. 0. 0. NL INDS INC COMMON 629156407 43. 4033. SH SOLE 4033. 0. 0. NOBLE CORPORATION COMMON G65422100 726. 8954. SH SOLE 8954. 0. 0. NOBLE ENERGY INC COMMON 655044105 470. 10691. SH SOLE 10691. 0. 0. NOKIA CORP SP ADR 654902204 2849. 137488. SH SOLE 137488. 0. 0. NORDSON CORP COMMON 655663102 110. 2210. SH SOLE 2210. 0. 0. NORDSTROM INC COMMON 655664100 706. 18013. SH SOLE 18013. 0. 0. NORFOLK SOUTHERN COMMON 655844108 1479. 27358. SH SOLE 27358. 0. 0. NORTEL NETWORKS CORP COMMON 656568102 26027. 8508052. SH SOLE 8481500. 0. 26552. NORTH FORK BANCORP COMMON 659424105 1805. 62615. SH SOLE 62615. 0. 0. NORTHEAST UTILS COMMON 664397106 155. 7947. SH SOLE 7947. 0. 0. NORTHERN ORION RES COMMON 665575106 495. 109876. SH SOLE 109876. 0. 0. NORTHERN TR CORP COMMON 665859104 893. 17001. SH SOLE 17001. 0. 0. NORTHFIELD LABS INC COMMON 666135108 49. 4873. SH SOLE 4873. 0. 0. ------ PAGE TOTAL 38697.
FORM 13F
DATE: 060331 PAGE: 103 ITEM 6 ITEM 8 ITEM 4 INVESTMENT VOTING AUTHORITY FAIR ITEM 5 DISCRETION (SHARES) ITEM 1 ITEM 2 ITEM 3 MARKET SH/PRN SH/PRN PUT/CALL TYPE ITEM 7 (A)SOLE (B)SHARED (C)NONE ISSUER CLASS SECID VALUE AMOUNT MGRS (000s) - -------------------- ------- --------- ----------- --------- --------- --------- ---------- ------ -------- --------- -------- NORTHROP GRUMMAN CO COMMON 666807102 1818. 26623. SH SOLE 26623. 0. 0. NORTHWEST AIRLINES CLASS A 667280101 2. 3751. SH SOLE 3751. 0. 0. NORTHWEST BNCP INC COMMON 667328108 80. 3242. SH SOLE 3242. 0. 0. NORTHWEST NAT GAS CO COMMON 667655104 63. 1773. SH SOLE 1773. 0. 0. NORTHWESTERN CORP COMMON 668074305 71. 2273. SH SOLE 2273. 0. 0. NOVA CHEMICALS CORP COMMON 66977W109 1737. 60903. SH SOLE 60903. 0. 0. NOVAGOLD RES COMMON 66987E206 992. 65020. SH SOLE 65020. 0. 0. NOVARTIS AG ADR (1 66987V109 8. 136. SH SOLE 136. 0. 0. NOVASTAR FINL INC COMMON 669947400 73. 2191. SH SOLE 2191. 0. 0. NOVATEL WIRELESS INC COMMON 66987M604 40. 4475. SH SOLE 4475. 0. 0. NOVELIS INC COMMON 67000X106 1184. 57653. SH SOLE 57653. 0. 0. NOVELL INC COMMON 670006105 192. 25004. SH SOLE 25004. 0. 0. NOVELLUS SYS INC COMMON 670008101 228. 9495. SH SOLE 9495. 0. 0. NOVEN PHARMACEUTICAL COMMON 670009109 70. 3899. SH SOLE 3899. 0. 0. NOVO-NORDISK AS ADR(1 ' 670100205 480. 7730. SH SOLE 7730. 0. 0. NPS PHARMACEUTICALS COMMON 62936P103 45. 5257. SH SOLE 5257. 0. 0. NRG ENERGY INC COMMON 629377508 244. 5395. SH SOLE 5395. 0. 0. ----- PAGE TOTAL 7327.
FORM 13F
DATE: 060331 PAGE: 104 ITEM 6 ITEM 8 ITEM 4 INVESTMENT VOTING AUTHORITY FAIR ITEM 5 DISCRETION (SHARES) ITEM 1 ITEM 2 ITEM 3 MARKET SH/PRN SH/PRN PUT/CALL TYPE ITEM 7 (A)SOLE (B)SHARED (C)NONE ISSUER CLASS SECID VALUE AMOUNT MGRS (000s) - -------------------- ------- --------- ----------- --------- --------- --------- ---------- ------ -------- --------- -------- NS GROUP INC COMMON 628916108 66. 1440. SH SOLE 1440. 0. 0. NSTAR COMMON 67019E107 189. 6612. SH SOLE 6612. 0. 0. NU SKIN ENTERPRISES CLASS A 67018T105 78. 4425. SH SOLE 4425. 0. 0. NUANCE COMMUNICATION COMMON 67020Y100 118. 10016. SH SOLE 10016. 0. 0. NUCOR CORP COMMON 670346105 1139. 10865. SH SOLE 10865. 0. 0. NUTRI SYS INC COMMON 67069D108 98. 2063. SH SOLE 2063. 0. 0. NUVASIVE INC COMMON 670704105 61. 3261. SH SOLE 3261. 0. 0. NUVEEN INVESTMENTS CLASS A 67090F106 227. 4706. SH SOLE 4706. 0. 0. NUVELO INC COMMON 67072M301 125. 7005. SH SOLE 7005. 0. 0. NVIDIA CORP COMMON 67066G104 759. 13256. SH SOLE 13256. 0. 0. NVR INC COMMON 62944T105 291. 394. SH SOLE 394. 0. 0. O REILLY AUTOMOTIVE COMMON 686091109 252. 6891. SH SOLE 6891. 0. 0. OAKLEY INC COMMON 673662102 74. 4359. SH SOLE 4359. 0. 0. OCCIDENTAL PETE CORP COMMON 674599105 2905. 31356. SH SOLE 31356. 0. 0. OCEANEERING INTL INC COMMON 675232102 92. 1607. SH SOLE 1607. 0. 0. OCWEN FINL CORP COMMON 675746101 73. 7111. SH SOLE 7111. 0. 0. ODYSSEY HEALTHCARE I COMMON 67611V101 54. 3166. SH SOLE 3166. 0. 0. ----- PAGE TOTAL 6601.
FORM 13F
DATE: 060331 PAGE: 105 ITEM 6 ITEM 8 ITEM 4 INVESTMENT VOTING AUTHORITY FAIR ITEM 5 DISCRETION (SHARES) ITEM 1 ITEM 2 ITEM 3 MARKET SH/PRN SH/PRN PUT/CALL TYPE ITEM 7 (A)SOLE (B)SHARED (C)NONE ISSUER CLASS SECID VALUE AMOUNT MGRS (000s) - -------------------- ------- --------- ----------- --------- --------- --------- ---------- ------ -------- --------- -------- ODYSSEY RE HLDGS COMMON 67612W108 87. 4015. SH SOLE 4015. 0. 0. OFFICE DEPOT INC COMMON 676220106 780. 20940. SH SOLE 20940. 0. 0. OFFICEMAX INC COMMON 67622P101 142. 4705. SH SOLE 4705. 0. 0. OGE ENERGY CORP COMMON 670837103 425. 14646. SH SOLE 14286. 0. 360. OHIO CASUALTY CORP COMMON 677240103 121. 3808. SH SOLE 3808. 0. 0. OIL STS INTL INC COM 678026105 113. 3062. SH SOLE 3062. 0. 0. OIL SVC HOLDRS TR DEPOSTR 678002106 1793. 12200. SH SOLE 12200. 0. 0. OLD DOMINION FGHT COMMON 679580100 67. 2476. SH SOLE 2476. 0. 0. OLD NATL BANCP IND COMMON 680033107 93. 4285. SH SOLE 4285. 0. 0. OLD REP INTL CORP COMMON 680223104 309. 14146. SH SOLE 14146. 0. 0. OLD SECOND BANCORP COMMON 680277100 63. 1909. SH SOLE 1909. 0. 0. OLIN CORP COMMON 680665205 96. 4455. SH SOLE 4455. 0. 0. OM GROUP INC COMMON 670872100 79. 3451. SH SOLE 3451. 0. 0. OMEGA FINL CORP COMMON 682092101 68. 2005. SH SOLE 2005. 0. 0. OMEGA HEALTHCARE INV COMMON 681936100 72. 5108. SH SOLE 5108. 0. 0. OMI CORPORATION COMMON Y6476W104 94. 5215. SH SOLE 5215. 0. 0. OMNICARE INC COMMON 681904108 437. 7945. SH SOLE 7945. 0. 0. ----- PAGE TOTAL 4839.
FORM 13F
DATE: 060331 PAGE: 106 ITEM 6 ITEM 8 ITEM 4 INVESTMENT VOTING AUTHORITY FAIR ITEM 5 DISCRETION (SHARES) ITEM 1 ITEM 2 ITEM 3 MARKET SH/PRN SH/PRN PUT/CALL TYPE ITEM 7 (A)SOLE (B)SHARED (C)NONE ISSUER CLASS SECID VALUE AMOUNT MGRS (000s) - -------------------- ------- --------- ----------- --------- --------- --------- ---------- ------ -------- --------- -------- OMNICOM GROUP INC COMMON 681919106 2990. 35914. SH SOLE 35484. 0. 430. OMNIVISION TECH INC COMMON 682128103 109. 3597. SH SOLE 3597. 0. 0. ON SEMICONDUCTOR COR COMMON 682189105 114. 15722. SH SOLE 15722. 0. 0. ONEOK INC COMMON 682680103 206. 6386. SH SOLE 6386. 0. 0. ONYX PHARMACEUTICALS COMMON 683399109 67. 2545. SH SOLE 2545. 0. 0. OPEN SOLUTIONS INC COMMON 68371P102 73. 2668. SH SOLE 2668. 0. 0. OPEN TEXT CORP COMMON 683715106 590. 36007. SH SOLE 36007. 0. 0. OPENWAVE SYS INC COMMON 683718308 95. 4392. SH SOLE 4392. 0. 0. OPSWARE INC COMMON 68383A101 82. 9547. SH SOLE 9547. 0. 0. OPTICAL CABLE WARRANT EWOPTICAL 0. 298. SH SOLE 298. 0. 0. OPTION CARE INC COMMON 683948103 69. 4849. SH SOLE 4849. 0. 0. OPTIONSXPRESS HLDGS COMMON 684010101 111. 3826. SH SOLE 3826. 0. 0. ORACLE CORP COMMON 68389X105 8571. 626088. SH SOLE 626088. 0. 0. ORASURE TECHNOLOGIES COMMON 68554V108 46. 4508. SH SOLE 4508. 0. 0. ORBITAL SCIENCES COMMON 685564106 77. 4846. SH SOLE 4846. 0. 0. ORBOTECH LTD ORD M75253100 1. 50. SH SOLE 50. 0. 0. OREGON STL MLS INC COMMON 686079104 112. 2181. SH SOLE 2181. 0. 0. ------ PAGE TOTAL 13313.
FORM 13F
DATE: 060331 PAGE: 107 ITEM 6 ITEM 8 ITEM 4 INVESTMENT VOTING AUTHORITY FAIR ITEM 5 DISCRETION (SHARES) ITEM 1 ITEM 2 ITEM 3 MARKET SH/PRN SH/PRN PUT/CALL TYPE ITEM 7 (A)SOLE (B)SHARED (C)NONE ISSUER CLASS SECID VALUE AMOUNT MGRS (000s) - -------------------- ------- --------- ----------- --------- --------- --------- ---------- ------ -------- --------- -------- ORIENT-EXPRESS HOTEL CLASS A G67743107 140. 3556. SH SOLE 3556. 0. 0. ORMAT TECHNOLOGIES COMMON 686688102 87. 2281. SH SOLE 2281. 0. 0. OSHKOSH TRUCK CORP COMMON 688239201 283. 4544. SH SOLE 4544. 0. 0. OSI PHARMACEUTICALS COMMON 671040103 109. 3400. SH SOLE 3400. 0. 0. OTTER TAIL CORP COMMON 689648103 59. 2054. SH SOLE 2054. 0. 0. OUTBACK STEAKHOUSE COMMON 689899102 201. 4566. SH SOLE 4566. 0. 0. OVERSEAS SHIPHOLDING COMMON 690368105 117. 2440. SH SOLE 2440. 0. 0. OVERSTOCK COM INC DE COMMON 690370101 46. 1536. SH SOLE 1536. 0. 0. OWENS & MINOR INC COMMON 690732102 82. 2510. SH SOLE 2510. 0. 0. OWENS ILL INC COMMON 690768403 162. 9307. SH SOLE 9307. 0. 0. OXFORD INDS INC COMMON 691497309 55. 1081. SH SOLE 1081. 0. 0. P F CHANGS CHINA BI COMMON 69333Y108 81. 1634. SH SOLE 1634. 0. 0. PACCAR INC COMMON 693718108 1787. 25359. SH SOLE 25359. 0. 0. PACER INTL INC TENN COM 69373H106 78. 2378. SH SOLE 2378. 0. 0. PACIFIC CAP BANCORP COMMON 69404P101 96. 2826. SH SOLE 2826. 0. 0.
PACIFIC ENERGY PARTN COM UNI 69422R105 67. 2190. SH SOLE 2190. 0. 0. PACIFIC SUNWEAR CA COMMON 694873100 105. 4751. SH SOLE 4751. 0. 0. ----- PAGE TOTAL 3555.
FORM 13F
DATE: 060331 PAGE: 108 ITEM 6 ITEM 8 ITEM 4 INVESTMENT VOTING AUTHORITY FAIR ITEM 5 DISCRETION (SHARES) ITEM 1 ITEM 2 ITEM 3 MARKET SH/PRN SH/PRN PUT/CALL TYPE ITEM 7 (A)SOLE (B)SHARED (C)NONE ISSUER CLASS SECID VALUE AMOUNT MGRS (000s) - -------------------- ------- --------- ----------- --------- --------- --------- ---------- ------ -------- --------- -------- PACKAGING CORP AMER COMMON 695156109 1212. 54004. SH SOLE 53494. 0. 510. PACTIV CORP COMMON 695257105 245. 9979. SH SOLE 9979. 0. 0. PALL CORP COMMON 696429307 337. 10794. SH SOLE 10794. 0. 0. PALM HARBOR HOMES COMMON 696639103 68. 3167. SH SOLE 3167. 0. 0. PALM INC COMMON 696643105 138. 5954. SH SOLE 5954. 0. 0. PALOMAR MED TECH INC COMMON 697529303 56. 1689. SH SOLE 1689. 0. 0. PAN AMERICAN SILVER COMMON 697900108 1264. 50001. SH SOLE 50001. 0. 0. PAN PACIFIC RETAIL COMMON 69806L104 179. 2518. SH SOLE 2518. 0. 0. PANAMSAT HOLDING COMMON 69831Y105 189. 7598. SH SOLE 7598. 0. 0. PANERA BREAD CO CLASS A 69840W108 141. 1871. SH SOLE 1871. 0. 0. PANTRY INC COMMON 698657103 87. 1389. SH SOLE 1389. 0. 0. PAPA JOHNS INTL COMMON 698813102 72. 2188. SH SOLE 2188. 0. 0. PAR PHARMACEUTICAL COMMON 69888P106 66. 2325. SH SOLE 2325. 0. 0. PARALLEL PETE CORP COMMON 699157103 62. 3387. SH SOLE 3387. 0. 0. PARAMETRIC TECH CORP COMMON 699173209 118. 7207. SH SOLE 7207. 0. 0. PAREXEL INTL CORP COMMON 699462107 77. 2925. SH SOLE 2925. 0. 0. PARK ELECTROCHEMICAL COMMON 700416209 72. 2450. SH SOLE 2450. 0. 0. ----- PAGE TOTAL 4383.
FORM 13F
DATE: 060331 PAGE: 109 ITEM 6 ITEM 8 ITEM 4 INVESTMENT VOTING AUTHORITY FAIR ITEM 5 DISCRETION (SHARES) ITEM 1 ITEM 2 ITEM 3 MARKET SH/PRN SH/PRN PUT/CALL TYPE ITEM 7 (A)SOLE (B)SHARED (C)NONE ISSUER CLASS SECID VALUE AMOUNT MGRS (000s) - -------------------- ------- --------- ----------- --------- --------- --------- ---------- ------ -------- --------- -------- PARK NATL CORP COMMON 700658107 94. 887. SH SOLE 887. 0. 0. PARKER DRILLING CO COMMON 701081101 56. 6022. SH SOLE 6022. 0. 0. PARKER HANNIFIN CORP COMMON 701094104 648. 8039. SH SOLE 8039. 0. 0. PARKWAY PPTYS INC COMMON 70159Q104 64. 1461. SH SOLE 1461. 0. 0. PARTNERRE LTD COMMON G6852T105 210. 3382. SH SOLE 3382. 0. 0. PARTNERS TRUST FINL COMMON 70213F102 61. 5134. SH SOLE 5134. 0. 0. PATTERSON COMPANIES COMMON 703395103 377. 10715. SH SOLE 10715. 0. 0. PATTERSON UTI ENERGY COMMON 703481101 392. 12263. SH SOLE 12263. 0. 0. PAXAR CORP COMMON 704227107 62. 3189. SH SOLE 3189. 0. 0. PAXSON COMMUNICATION CLASS A 704231109 4. 4070. SH SOLE 4070. 0. 0. PAYCHEX INC COMMON 704326107 1751. 42032. SH SOLE 33032. 0. 9000. PAYLESS SHOESOURCE COMMON 704379106 96. 4211. SH SOLE 4211. 0. 0. PDF SOLUTIONS INC COMMON 693282105 73. 3862. SH SOLE 3862. 0. 0. PDL BIOPHARMA INC COMMON 69329Y104 216. 6571. SH SOLE 6571. 0. 0. PEABODY ENERGY CORP COMMON 704549104 816. 16194. SH SOLE 16194. 0. 0. PEDIATRIX MED GRP COMMON 705324101 142. 1385. SH SOLE 1385. 0. 0. PEETS COFFEE & TEA COMMON 705560100 57. 1907. SH SOLE 1907. 0. 0. ----- PAGE TOTAL 5119.
FORM 13F
DATE: 060331 PAGE: 110 ITEM 6 ITEM 8 ITEM 4 INVESTMENT VOTING AUTHORITY FAIR ITEM 5 DISCRETION (SHARES) ITEM 1 ITEM 2 ITEM 3 MARKET SH/PRN SH/PRN PUT/CALL TYPE ITEM 7 (A)SOLE (B)SHARED (C)NONE ISSUER CLASS SECID VALUE AMOUNT MGRS (000s) - -------------------- ------- --------- ----------- --------- --------- --------- ---------- ------ -------- --------- -------- PENGROWTH ENERGY CLASS A 706902301 1342. 58280. SH SOLE 58280. 0. 0. PENN NATL GAMING INC COMMON 707569109 212. 5019. SH SOLE 5019. 0. 0. PENN REAL ESTATE INV SH BEN 709102107 101. 2300. SH SOLE 2300. 0. 0. PENN VA RESOURCES PA COMMON 707884102 64. 1117. SH SOLE 1117. 0. 0. PENN VIRGINIA CORP COMMON 707882106 83. 1163. SH SOLE 1163. 0. 0. PENNEY J C INC COMMON 708160106 4231. 70094. SH SOLE 69044. 0. 1050. PENTAIR INC COMMON 709631105 256. 6285. SH SOLE 6285. 0. 0. PENWEST PHARAMACTCL COMMON 709754105 71. 3269. SH SOLE 3269. 0. 0. PEOPLES BK BRDGPORT COMMON 710198102 287. 8762. SH SOLE 8762. 0. 0. PEOPLES ENERGY CORP COMMON 711030106 279. 7825. SH SOLE 7615. 0. 210. PEP BOY MANNY MOE&JK COMMON 713278109 67. 4446. SH SOLE 4446. 0. 0. PEPCO HOLDINGS INC COMMON 713291102 536. 23508. SH SOLE 23038. 0. 470. PEPSI BOTTLING GRP COMMON 713409100 486. 15978. SH SOLE 15978. 0. 0. PEPSIAMERICAS INC COMMON 71343P200 208. 8507. SH SOLE 8507. 0. 0.
PEPSICO INC COMMON 713448108 13714. 237375. SH SOLE 226790. 0. 10585. PER-SE TECH INC COMMON 713569309 87. 3253. SH SOLE 3253. 0. 0. PERFORMANCE FOOD GRP COMMON 713755106 74. 2380. SH SOLE 2380. 0. 0. ------ PAGE TOTAL 22098.
FORM 13F
DATE: 060331 PAGE: 111 ITEM 6 ITEM 8 ITEM 4 INVESTMENT VOTING AUTHORITY FAIR ITEM 5 DISCRETION (SHARES) ITEM 1 ITEM 2 ITEM 3 MARKET SH/PRN SH/PRN PUT/CALL TYPE ITEM 7 (A)SOLE (B)SHARED (C)NONE ISSUER CLASS SECID VALUE AMOUNT MGRS (000s) - -------------------- ------- --------- ----------- --------- --------- --------- ---------- ------ -------- --------- -------- PERINI CORP COMMON 713839108 72. 2376. SH SOLE 2376. 0. 0. PERKINELMER INC COMMON 714046109 200. 8525. SH SOLE 8525. 0. 0. PEROT SYS CORP CLASS A 714265105 111. 7125. SH SOLE 7125. 0. 0. PERRIGO CO COMMON 714290103 96. 5909. SH SOLE 5909. 0. 0. PETCO ANIMAL SUPPLIE COMMON 716016209 87. 3676. SH SOLE 3676. 0. 0. PETRO-CANADA COMMON 71644E102 360990. 7607650. SH SOLE 7582980. 0. 24670. PETROBRAS ENERGIA SA SP ADR 71646M102 23. 2000. SH SOLE 2000. 0. 0. PETROCHINA CO LTD SP ADR( 71646E100 31. 300. SH SOLE 300. 0. 0. PETROFUND ENERGY TR TRUST U 71648W108 4350. 199816. SH SOLE 194816. 0. 5000. PETROHAWK ENERGY COMMON 716495106 62. 4531. SH SOLE 4531. 0. 0. PETROLEUM DEV CORP COMMON 716578109 81. 1785. SH SOLE 1785. 0. 0. PETSMART INC COMMON 716768106 294. 10463. SH SOLE 10463. 0. 0. PFF BANCORP INC COMMON 69331W104 66. 1950. SH SOLE 1950. 0. 0. PFIZER INC COMMON 717081103 18530. 781003. SH SOLE 778448. 0. 2555. PG&E CORP COMMON 69331C108 1161. 29841. SH SOLE 29841. 0. 0. PHARMACEUTICAL HLDRS DEPOSIT 71712A206 107. 1500. SH SOLE 1500. 0. 0. PHARMACEUTICAL PROD COMMON 717124101 243. 7034. SH SOLE 7034. 0. 0. ------- PAGE TOTAL 386504.
FORM 13F
DATE: 060331 PAGE: 112 ITEM 6 ITEM 8 ITEM 4 INVESTMENT VOTING AUTHORITY FAIR ITEM 5 DISCRETION (SHARES) ITEM 1 ITEM 2 ITEM 3 MARKET SH/PRN SH/PRN PUT/CALL TYPE ITEM 7 (A)SOLE (B)SHARED (C)NONE ISSUER CLASS SECID VALUE AMOUNT MGRS (000s) - -------------------- ------- --------- ----------- --------- --------- --------- ---------- ------ -------- --------- -------- PHARMION CORP COMMON 71715B409 60. 3312. SH SOLE 3312. 0. 0. PHELPS DODGE CORP COMMON 717265102 1351. 16778. SH SOLE 14828. 0. 1950. PHH CORPORATION COMMON 693320202 87. 3262. SH SOLE 3262. 0. 0. PHILADELPHIA CONS H COMMON 717528103 141. 4134. SH SOLE 4134. 0. 0. PHILIPPINE LONG DIST SP ADR 718252604 338. 9000. SH SOLE 9000. 0. 0. PHILLIPS VAN HEUSEN COMMON 718592108 97. 2533. SH SOLE 2533. 0. 0. PHOENIX COS INC COMMON 71902E109 98. 6041. SH SOLE 6041. 0. 0. PHOTRONICS INC COMMON 719405102 67. 3551. SH SOLE 3551. 0. 0. PICO HLDGS INC COMMON 693366205 60. 1838. SH SOLE 1838. 0. 0. PIEDMONT NAT GAS INC COMMON 720186105 114. 4751. SH SOLE 4751. 0. 0. PIER 1 IMPORTS INC COM USD 720279108 65. 5577. SH SOLE 5577. 0. 0. PIKE ELECTRIC CORP COMMON 721283109 73. 3482. SH SOLE 3482. 0. 0. PILGRIMS PRIDE CORP COMMON 721467108 89. 4124. SH SOLE 4124. 0. 0. PINNACLE ENTERTAINMT COMMON 723456109 76. 2682. SH SOLE 2682. 0. 0. PINNACLE WEST CAP COMMON 723484101 512. 13104. SH SOLE 12844. 0. 260. PIONEER DRILLING CO COMMON 723655106 56. 3392. SH SOLE 3392. 0. 0. PIONEER NATURAL RES COMMON 723787107 394. 8915. SH SOLE 8915. 0. 0. ----- PAGE TOTAL 3678.
FORM 13F
DATE: 060331 PAGE: 113 ITEM 6 ITEM 8 ITEM 4 INVESTMENT VOTING AUTHORITY FAIR ITEM 5 DISCRETION (SHARES) ITEM 1 ITEM 2 ITEM 3 MARKET SH/PRN SH/PRN PUT/CALL TYPE ITEM 7 (A)SOLE (B)SHARED (C)NONE ISSUER CLASS SECID VALUE AMOUNT MGRS (000s) - -------------------- ------- --------- ----------- --------- --------- --------- ---------- ------ -------- --------- -------- PIPER JAFFRAY COS COMMON 724078100 96. 1747. SH SOLE 1747. 0. 0. PITNEY BOWES INC COMMON 724479100 1454. 33862. SH SOLE 33862. 0. 0. PIXAR COMMON 725811103 554. 8643. SH SOLE 8643. 0. 0. PLACER SIERRA BANCSH COMMON 726079106 59. 2072. SH SOLE 2072. 0. 0. PLAINS ALL AMERN PIP UNIT LT 726503105 189. 4207. SH SOLE 4207. 0. 0. PLAINS EXPL & PRODTN COMMON 726505100 185. 4794. SH SOLE 4794. 0. 0. PLANTRONICS INC COMMON 727493108 105. 2971. SH SOLE 2971. 0. 0. PLATINUM UNDERWRITER COMMON G7127P100 95. 3262. SH SOLE 3262. 0. 0. PLAYTEX PRODS INC COMMON 72813P100 46. 4381. SH SOLE 4381. 0. 0. PLEXUS CORP COMMON 729132100 103. 2753. SH SOLE 2753. 0. 0. PLUG POWER INC COMMON 72919P103 55. 10966. SH SOLE 10966. 0. 0. PLUM CREEK TIMBER CO COMMON 729251108 585. 15848. SH SOLE 15848. 0. 0. PMC-SIERRA INC COMMON 69344F106 1290. 104971. SH SOLE 104971. 0. 0.
PMI GROUP INC COMMON 69344M101 267. 5812. SH SOLE 5812. 0. 0. PNC FINL SVCS GRP COMMON 693475105 1662. 24694. SH SOLE 24564. 0. 130. PNM RES INC COMMON 69349H107 97. 3990. SH SOLE 3990. 0. 0. POGO PRODUCING CO COMMON 730448107 199. 3960. SH SOLE 3960. 0. 0. ----- PAGE TOTAL 7041.
FORM 13F
DATE: 060331 PAGE: 114 ITEM 6 ITEM 8 ITEM 4 INVESTMENT VOTING AUTHORITY FAIR ITEM 5 DISCRETION (SHARES) ITEM 1 ITEM 2 ITEM 3 MARKET SH/PRN SH/PRN PUT/CALL TYPE ITEM 7 (A)SOLE (B)SHARED (C)NONE ISSUER CLASS SECID VALUE AMOUNT MGRS (000s) - -------------------- ------- --------- ----------- --------- --------- --------- ---------- ------ -------- --------- -------- POLARIS INDS INC COMMON 731068102 599. 10986. SH SOLE 10986. 0. 0. POLO RALPH LAUREN CLASS A 731572103 391. 6453. SH SOLE 6453. 0. 0. POLYCOM INC COMMON 73172K104 134. 6161. SH SOLE 6161. 0. 0. POLYMEDICA CORP COMMON 731738100 70. 1664. SH SOLE 1664. 0. 0. POLYONE CORPORATION COMMON 73179P106 93. 10032. SH SOLE 10032. 0. 0. POPULAR INC COMMON 733174106 350. 16844. SH SOLE 16844. 0. 0. PORTALPLAYER COMMON 736187204 54. 2411. SH SOLE 2411. 0. 0. PORTFOLIO RECOVERY COMMON 73640Q105 63. 1347. SH SOLE 1347. 0. 0. POSCO SP ADR 693483109 96. 1500. SH SOLE 1500. 0. 0. POST PPTYS INC REIT 737464107 110. 2465. SH SOLE 2465. 0. 0. POTASH CORP OF SASK COMMON 73755L107 7029. 79804. SH SOLE 78604. 0. 1200. POTLATCH CORP COMMON 737630103 78. 1829. SH SOLE 1829. 0. 0. POWER INTEGRATIONS COMMON 739276103 63. 2552. SH SOLE 2552. 0. 0. POWER-ONE INC COMMON 739308104 68. 9391. SH SOLE 9391. 0. 0. POWERWAVE TECHNOLOG COMMON 739363109 90. 6648. SH SOLE 6648. 0. 0. PPG INDUSTRIES INC COMMON 693506107 854. 13478. SH SOLE 13478. 0. 0. PPL CORP COMMON 69351T106 873. 29678. SH SOLE 29678. 0. 0. ------ PAGE TOTAL 11015.
FORM 13F
DATE: 060331 PAGE: 115 ITEM 6 ITEM 8 ITEM 4 INVESTMENT VOTING AUTHORITY FAIR ITEM 5 DISCRETION (SHARES) ITEM 1 ITEM 2 ITEM 3 MARKET SH/PRN SH/PRN PUT/CALL TYPE ITEM 7 (A)SOLE (B)SHARED (C)NONE ISSUER CLASS SECID VALUE AMOUNT MGRS (000s) - -------------------- ------- --------- ----------- --------- --------- --------- ---------- ------ -------- --------- -------- PRA INTERNATIONAL COMMON 69353C101 53. 2156. SH SOLE 2156. 0. 0. PRAXAIR INC COMMON 74005P104 3293. 59703. SH SOLE 58658. 0. 1045. PRE PAID LEGAL SVCS COMMON 740065107 53. 1492. SH SOLE 1492. 0. 0. PRECISION CASTPARTS COMMON 740189105 478. 8048. SH SOLE 8048. 0. 0. PRECISION DRILLING TRUST U 740215108 4161. 128955. SH SOLE 128955. 0. 0. PREMIERE GLOBAL SVCS COMMON 740585104 62. 7663. SH SOLE 7663. 0. 0. PREMIUM STANRD FARMS COMMON 74060C105 64. 3648. SH SOLE 3648. 0. 0. PRESIDENTIAL LIFE COMMON 740884101 80. 3145. SH SOLE 3145. 0. 0. PRESTIGE BRANDS HLDG COMMON 74112D101 63. 5199. SH SOLE 5199. 0. 0. PRICE COMMUNICATIONS COMMON 741437305 71. 3993. SH SOLE 3993. 0. 0. PRICE T ROWE GRP COMMON 74144T108 682. 8722. SH SOLE 8722. 0. 0. PRICELINE COM INC COMMON 741503403 62. 2491. SH SOLE 2491. 0. 0. PRIDE INTL INC DEL COMMON 74153Q102 305. 9796. SH SOLE 9796. 0. 0. PRIMEDIA INC COMMON 74157K101 67. 32262. SH SOLE 32262. 0. 0. PRIMEWEST ENERGY TRUST U 741930309 28379. 1004271. SH SOLE 870671. 0. 133600. PRIMUS GUARANTY LTD SHARES G72457107 66. 5958. SH SOLE 5958. 0. 0. PRINCIPAL FINL GRP COMMON 74251V102 1100. 22540. SH SOLE 22540. 0. 0. ------ PAGE TOTAL 39039.
FORM 13F
DATE: 060331 PAGE: 116 ITEM 6 ITEM 8 ITEM 4 INVESTMENT VOTING AUTHORITY FAIR ITEM 5 DISCRETION (SHARES) ITEM 1 ITEM 2 ITEM 3 MARKET SH/PRN SH/PRN PUT/CALL TYPE ITEM 7 (A)SOLE (B)SHARED (C)NONE ISSUER CLASS SECID VALUE AMOUNT MGRS (000s) - -------------------- ------- --------- ----------- --------- --------- --------- ---------- ------ -------- --------- -------- PRIVATEBANCORP INC COMMON 742962103 69. 1667. SH SOLE 1667. 0. 0. PROASSURANCE CORP COMMON 74267C106 100. 1921. SH SOLE 1921. 0. 0. PROCTER & GAMBLE CO COMMON 742718109 20315. 352621. SH SOLE 341841. 0. 10780. PROGENICS PHARMACEUT COMMON 743187106 65. 2457. SH SOLE 2457. 0. 0. PROGRESS ENERGY INC COMMON 743263105 1042. 23696. SH SOLE 23506. 0. 190. PROGRESS SOFTWARE COMMON 743312100 71. 2455. SH SOLE 2455. 0. 0. PROGRESSIVE CORP COMMON 743315103 1544. 14810. SH SOLE 14810. 0. 0. PROLOGIS COM SH 743410102 861. 16087. SH SOLE 16087. 0. 0. PROQUEST COMPANY COMMON 74346P102 46. 2165. SH SOLE 2165. 0. 0. PROSPERITY BANCSHARE COMMON 743606105 59. 1968. SH SOLE 1968. 0. 0. PROTECTIVE LIFE CORP COMMON 743674103 215. 4314. SH SOLE 4314. 0. 0. PROVIDENT BANKSHARES COMMON 743859100 77. 2107. SH SOLE 2107. 0. 0.
PROVIDENT ENERGY TRUST U 74386K104 2018. 180591. SH SOLE 180591. 0. 0. PROVIDENT FINL SVCS COMMON 74386T105 85. 4679. SH SOLE 4679. 0. 0. PROVIDENT NY BANCORP COMMON 744028101 68. 5234. SH SOLE 5234. 0. 0. PRUDENTIAL FINL COMMON 744320102 2920. 38513. SH SOLE 38513. 0. 0. PRUDENTIAL PLC ADS(2 O 74435K204 576. 24710. SH SOLE 24710. 0. 0. ------ PAGE TOTAL 30131.
FORM 13F
DATE: 060331 PAGE: 117 ITEM 6 ITEM 8 ITEM 4 INVESTMENT VOTING AUTHORITY FAIR ITEM 5 DISCRETION (SHARES) ITEM 1 ITEM 2 ITEM 3 MARKET SH/PRN SH/PRN PUT/CALL TYPE ITEM 7 (A)SOLE (B)SHARED (C)NONE ISSUER CLASS SECID VALUE AMOUNT MGRS (000s) - -------------------- ------- --------- ----------- --------- --------- --------- ---------- ------ -------- --------- -------- PS BUSINESS PKS INC REIT 69360J107 78. 1391. SH SOLE 1391. 0. 0. PSS WORLD MED INC COMMON 69366A100 80. 4131. SH SOLE 4131. 0. 0. PSYCHIATRIC SOLUTION COMMON 74439H108 111. 3360. SH SOLE 3360. 0. 0. PT INDOSAT TBK SP ADR 744383100 34. 1197. SH SOLE 1197. 0. 0. PT TELEKOMUNIKAS IND ADR(40 715684106 180. 5931. SH SOLE 5931. 0. 0. PUBLIC STORAGE INC REIT 74460D109 682. 8393. SH SOLE 8393. 0. 0. PUBLIC SVC ENTERPR COMMON 744573106 1148. 17919. SH SOLE 17919. 0. 0. PUBLICIS GROUP SA SP ADR( 74463M106 409. 10435. SH SOLE 10435. 0. 0. PUGET ENERGY INC COMMON 745310102 151. 7122. SH SOLE 7122. 0. 0. PULTE HOMES INC COMMON 745867101 670. 17445. SH SOLE 17445. 0. 0. QIAGEN NV ORDINAR N72482107 377. 25290. SH SOLE 25290. 0. 0. QLOGIC CORP COMMON 747277101 236. 12214. SH SOLE 12214. 0. 0. QLT INC COMMON 746927102 518. 67347. SH SOLE 67347. 0. 0. QUAD SYS CORP COMMON 74730Q104 0. 1800. SH SOLE 1800. 0. 0. QUALCOMM INC COMMON 747525103 10565. 208758. SH SOLE 208758. 0. 0. QUALITY SYS INC COMMON 747582104 55. 1668. SH SOLE 1668. 0. 0. QUANEX CORP COMMON 747620102 106. 1590. SH SOLE 1590. 0. 0. ------ PAGE TOTAL 15400.
FORM 13F
DATE: 060331 PAGE: 118 ITEM 6 ITEM 8 ITEM 4 INVESTMENT VOTING AUTHORITY FAIR ITEM 5 DISCRETION (SHARES) ITEM 1 ITEM 2 ITEM 3 MARKET SH/PRN SH/PRN PUT/CALL TYPE ITEM 7 (A)SOLE (B)SHARED (C)NONE ISSUER CLASS SECID VALUE AMOUNT MGRS (000s) - -------------------- ------- --------- ----------- --------- --------- --------- ---------- ------ -------- --------- -------- QUANTA SVCS INC COMMON 74762E102 117. 7293. SH SOLE 7293. 0. 0. QUANTUM CORP COM DSS 747906204 74. 19711. SH SOLE 19711. 0. 0. QUEBECOR WORLD INC SUB VTG 748203106 2336. 237942. SH SOLE 236227. 0. 1715. QUEST DIAGNOSTICS COMMON 74834L100 687. 13384. SH SOLE 13384. 0. 0. QUEST SOFTWARE INC COMMON 74834T103 98. 5869. SH SOLE 5869. 0. 0. QUESTAR CORP COMMON 748356102 368. 5249. SH SOLE 5249. 0. 0. QUICKSILVER RES INC COMMON 74837R104 182. 4697. SH SOLE 4697. 0. 0. QUIDEL CORP COMMON 74838J101 59. 4569. SH SOLE 4569. 0. 0. QUIKSILVER INC COMMON 74838C106 101. 7314. SH SOLE 7314. 0. 0. QWEST COMMUNCTN INTL COMMON 749121109 832. 122291. SH SOLE 122291. 0. 0. R & G FINANCIAL CORP CLASS B 749136107 56. 4455. SH SOLE 4455. 0. 0. R.H.DONNELLEY CORP COMMON 74955W307 244. 4188. SH SOLE 4188. 0. 0. RACKABLE SYSTEMS COMMON 750077109 144. 2726. SH SOLE 2726. 0. 0. RADIAN GROUP INC COMMON 750236101 322. 5339. SH SOLE 5339. 0. 0. RADIANT SYSTEMS INC COMMON 75025N102 64. 4763. SH SOLE 4763. 0. 0. RADIATION THERAPY COMMON 750323206 42. 1650. SH SOLE 1650. 0. 0. RADIO ONE INC CLASS A 75040P108 50. 6747. SH SOLE 6747. 0. 0. ----- PAGE TOTAL 5776.
FORM 13F
DATE: 060331 PAGE: 119 ITEM 6 ITEM 8 ITEM 4 INVESTMENT VOTING AUTHORITY FAIR ITEM 5 DISCRETION (SHARES) ITEM 1 ITEM 2 ITEM 3 MARKET SH/PRN SH/PRN PUT/CALL TYPE ITEM 7 (A)SOLE (B)SHARED (C)NONE ISSUER CLASS SECID VALUE AMOUNT MGRS (000s) - -------------------- ------- --------- ----------- --------- --------- --------- ---------- ------ -------- --------- -------- RADIOSHACK CORP COMMON 750438103 172. 8947. SH SOLE 8947. 0. 0. RAILAMERICA INC COMMON 750753105 61. 5760. SH SOLE 5760. 0. 0. RAIT INVT TR COMMON 749227104 65. 2311. SH SOLE 2311. 0. 0. RALCORP HLDGS INC COMMON 751028101 71. 1866. SH SOLE 1866. 0. 0. RAMBUS INC COMMON 750917106 249. 6324. SH SOLE 6324. 0. 0. RAMCO-GERSHENSON SH BEN 751452202 69. 2278. SH SOLE 2278. 0. 0. RANGE RESOURCES CORP COMMON 75281A109 217. 7962. SH SOLE 7962. 0. 0. RARE HOSPITALITY COMMON 753820109 75. 2161. SH SOLE 2161. 0. 0. RAVEN INDS INC COMMON 754212108 76. 1936. SH SOLE 1936. 0. 0. RAYMOND JAMES FINL COMMON 754730109 206. 6964. SH SOLE 6964. 0. 0. RAYONIER INC COMMON 754907103 210. 4616. SH SOLE 4616. 0. 0.
RAYTHEON COMMON 755111507 1547. 33747. SH SOLE 33747. 0. 0. RC2 CORPORATION COMMON 749388104 66. 1652. SH SOLE 1652. 0. 0. RCN CORP COMMON 749361200 72. 2775. SH SOLE 2775. 0. 0. READ-RITE CORP COMMON 755246204 0. 660. SH SOLE 660. 0. 0. READERS DIGEST ASSN COMMON 755267101 91. 6139. SH SOLE 6139. 0. 0. REALNETWORKS INC COMMON 75605L104 89. 10813. SH SOLE 10813. 0. 0. ----- PAGE TOTAL 3336.
FORM 13F
DATE: 060331 PAGE: 120 ITEM 6 ITEM 8 ITEM 4 INVESTMENT VOTING AUTHORITY FAIR ITEM 5 DISCRETION (SHARES) ITEM 1 ITEM 2 ITEM 3 MARKET SH/PRN SH/PRN PUT/CALL TYPE ITEM 7 (A)SOLE (B)SHARED (C)NONE ISSUER CLASS SECID VALUE AMOUNT MGRS (000s) - -------------------- ------- --------- ----------- --------- --------- --------- ---------- ------ -------- --------- -------- REALTY INCOME CORP COMMON 756109104 119. 4915. SH SOLE 4915. 0. 0. RECKSON ASSOCS RLTY REIT 75621K106 229. 4990. SH SOLE 4990. 0. 0. RED HAT INC COMMON 756577102 373. 13316. SH SOLE 13316. 0. 0. RED ROBIN GOURMET BU COMMON 75689M101 54. 1134. SH SOLE 1134. 0. 0. REDBACK NETWORKS INC COMMON 757209507 93. 4281. SH SOLE 4281. 0. 0. REDDY ICE HOLDINGS COMMON 75734R105 61. 2758. SH SOLE 2758. 0. 0. REDWOOD TRUST INC COMMON 758075402 68. 1570. SH SOLE 1570. 0. 0. REED ELSEVIER PLC SPONSOR 758205108 577. 15050. SH SOLE 15050. 0. 0. REGAL BELOIT CORP COMMON 758750103 82. 1941. SH SOLE 1941. 0. 0. REGAL ENTERTAINMENT CLASS A 758766109 169. 9000. SH SOLE 9000. 0. 0. REGENCY CENTERS CORP REIT 758849103 253. 3772. SH SOLE 3772. 0. 0. REGENERON PHARMCTCLS COMMON 75886F107 94. 5629. SH SOLE 5629. 0. 0. REGIONS FINL CORP COMMON 7591EP100 1189. 33815. SH SOLE 33815. 0. 0. REGIS CORP MINN COMMON 758932107 95. 2743. SH SOLE 2743. 0. 0. REINSURANCE GRP COMMON 759351109 183. 3862. SH SOLE 3862. 0. 0. RELIANCE STEEL& ALUM COMMON 759509102 189. 2017. SH SOLE 2017. 0. 0. RELIANT ENERGY INC COMMON 75952B105 196. 18489. SH SOLE 18489. 0. 0. ----- PAGE TOTAL 4024.
FORM 13F
DATE: 060331 PAGE: 121 ITEM 6 ITEM 8 ITEM 4 INVESTMENT VOTING AUTHORITY FAIR ITEM 5 DISCRETION (SHARES) ITEM 1 ITEM 2 ITEM 3 MARKET SH/PRN SH/PRN PUT/CALL TYPE ITEM 7 (A)SOLE (B)SHARED (C)NONE ISSUER CLASS SECID VALUE AMOUNT MGRS (000s) - -------------------- ------- --------- ----------- --------- --------- --------- ---------- ------ -------- --------- -------- REMINGTON OIL & GAS COMMON 759594302 76. 1755. SH SOLE 1755. 0. 0. RENAISSANCE LEARNING COMMON 75968L105 55. 3058. SH SOLE 3058. 0. 0. RENAISSANCE RE HLDGS COMMON G7496G103 192. 4407. SH SOLE 4407. 0. 0. RENAL CARE GRP INC COMMON 759930100 199. 4157. SH SOLE 4157. 0. 0. RENOVIS INC COMMON 759885106 80. 3731. SH SOLE 3731. 0. 0. RENT A CTR INC NEW COMMON 76009N100 118. 4632. SH SOLE 4632. 0. 0. REPUBLIC AWYS HLDGS COMMON 760276105 62. 4193. SH SOLE 4193. 0. 0. REPUBLIC BANCORP COMMON 760282103 60. 4942. SH SOLE 4942. 0. 0. REPUBLIC BANCORP KY CLASS A 760281204 59. 2890. SH SOLE 2890. 0. 0. REPUBLIC SVCS INC COMMON 760759100 362. 8505. SH SOLE 8505. 0. 0. RES-CARE INC COMMON 760943100 63. 3449. SH SOLE 3449. 0. 0. RESEARCH IN MOTION COMMON 760975102 35517. 419149. SH SOLE 414699. 0. 4450. RESMED INC COMMON 761152107 185. 4197. SH SOLE 4197. 0. 0. RESOURCES CONNECTION COMMON 76122Q105 75. 3019. SH SOLE 3019. 0. 0. RESPIRONICS INC COMMON 761230101 189. 4868. SH SOLE 4868. 0. 0. RETAIL VENTURES INC COMMON 76128Y102 70. 4775. SH SOLE 4775. 0. 0. REVLON INC CLASS A 761525500 75. 23610. SH SOLE 23610. 0. 0. ------ PAGE TOTAL 37437.
FORM 13F
DATE: 060331 PAGE: 122 ITEM 6 ITEM 8 ITEM 4 INVESTMENT VOTING AUTHORITY FAIR ITEM 5 DISCRETION (SHARES) ITEM 1 ITEM 2 ITEM 3 MARKET SH/PRN SH/PRN PUT/CALL TYPE ITEM 7 (A)SOLE (B)SHARED (C)NONE ISSUER CLASS SECID VALUE AMOUNT MGRS (000s) - -------------------- ------- --------- ----------- --------- --------- --------- ---------- ------ -------- --------- -------- REYNOLDS & REYNOLDS CLASS A 761695105 138. 4871. SH SOLE 4871. 0. 0. REYNOLDS AMERN INC COMMON 761713106 1437. 13625. SH SOLE 13465. 0. 160. RF MICRODEVICES INC COMMON 749941100 103. 11897. SH SOLE 11897. 0. 0. RIGHTNOW TECH INC COMMON 76657R106 52. 3291. SH SOLE 3291. 0. 0. RIO NARCEA GOLD MNS WTS SEP 766909139 14. 65400. SH SOLE 65400. 0. 0. RIO TINTO PLC ADR (4 767204100 880. 4250. SH SOLE 3750. 0. 500. RITCHIE BROS AUCTNRS COMMON 767744105 9913. 200165. SH SOLE 198130. 0. 2035. RITE AID CORP COMMON 767754104 128. 32057. SH SOLE 32057. 0. 0. RLI CORP COMMON 749607107 92. 1607. SH SOLE 1607. 0. 0. ROBERT HALF INTL INC COMMON 770323103 445. 11538. SH SOLE 11538. 0. 0.
ROCHE HLDG LTD SP ADR 771195104 721. 9685. SH SOLE 6885. 0. 2800. ROCK-TENN CO CLASS A 772739207 67. 4462. SH SOLE 4462. 0. 0. ROCKWELL AUTOMATION COMMON 773903109 1655. 23016. SH SOLE 23016. 0. 0. ROCKWELL COLLINS INC COMMON 774341101 671. 11900. SH SOLE 11900. 0. 0. ROCKWOOD HOLDINGS COMMON 774415103 104. 4511. SH SOLE 4511. 0. 0. ROFIN SINAR TECH INC COMMON 775043102 74. 1359. SH SOLE 1359. 0. 0. ROGERS COMMUNICATION CLASS B 775109200 12127. 317694. SH SOLE 317694. 0. 0. ------ PAGE TOTAL 28621.
FORM 13F
DATE: 060331 PAGE: 123 ITEM 6 ITEM 8 ITEM 4 INVESTMENT VOTING AUTHORITY FAIR ITEM 5 DISCRETION (SHARES) ITEM 1 ITEM 2 ITEM 3 MARKET SH/PRN SH/PRN PUT/CALL TYPE ITEM 7 (A)SOLE (B)SHARED (C)NONE ISSUER CLASS SECID VALUE AMOUNT MGRS (000s) - -------------------- ------- --------- ----------- --------- --------- --------- ---------- ------ -------- --------- -------- ROGERS CORP COMMON 775133101 83. 1530. SH SOLE 1530. 0. 0. ROHM & HAAS CO COMMON 775371107 854. 17478. SH SOLE 17478. 0. 0. ROLLINS INC COMMON 775711104 86. 4245. SH SOLE 4245. 0. 0. ROPER INDS INC COMMON 776696106 313. 6434. SH SOLE 6434. 0. 0. ROSS STORES INC COMMON 778296103 314. 10751. SH SOLE 10751. 0. 0. ROSTELECOM OPEN JT SP ADR 778529107 51. 2628. SH SOLE 2628. 0. 0. ROTECH HEALTHCARE IN COMMON 778669101 55. 3813. SH SOLE 3813. 0. 0. ROWAN COS INC COMMON 779382100 312. 7100. SH SOLE 7100. 0. 0. ROYAL BANK CDA COMMON 780087102 658765. 15554560. SH SOLE 14411573. 0. 1142987. ROYAL CARIBBEAN CRUS COMMON V7780T103 537. 12775. SH SOLE 12775. 0. 0. ROYAL GOLD INC COMMON 780287108 77. 2133. SH SOLE 2133. 0. 0. ROYAL GROUP TECH COMMON 779915107 669. 71697. SH SOLE 71697. 0. 0. RPC INC COMMON 749660106 155. 6782. SH SOLE 6782. 0. 0. RPM INTERNATIONAL COMMON 749685103 129. 7188. SH SOLE 7188. 0. 0. RSA SEC INC COMMON 749719100 96. 5364. SH SOLE 5364. 0. 0. RTI INTL METALS INC COMMON 74973W107 86. 1574. SH SOLE 1574. 0. 0. RUBY TUESDAY INC COMMON 781182100 125. 3886. SH SOLE 3886. 0. 0. ------- PAGE TOTAL 662707.
FORM 13F
DATE: 060331 PAGE: 124 ITEM 6 ITEM 8 ITEM 4 INVESTMENT VOTING AUTHORITY FAIR ITEM 5 DISCRETION (SHARES) ITEM 1 ITEM 2 ITEM 3 MARKET SH/PRN SH/PRN PUT/CALL TYPE ITEM 7 (A)SOLE (B)SHARED (C)NONE ISSUER CLASS SECID VALUE AMOUNT MGRS (000s) - -------------------- ------- --------- ----------- --------- --------- --------- ---------- ------ -------- --------- -------- RUDDICK CORP COMMON 781258108 72. 2980. SH SOLE 2980. 0. 0. RUSSELL CORP COMMON 782352108 55. 4003. SH SOLE 4003. 0. 0. RYANS RESTAURANT GRP COMMON 783520109 77. 5289. SH SOLE 5289. 0. 0. RYDER SYSTEMS INC COMMON 783549108 191. 4260. SH SOLE 4260. 0. 0. RYERSON INC COMMON 78375P107 68. 2554. SH SOLE 2554. 0. 0. RYLAND GROUP INC COMMON 783764103 204. 2939. SH SOLE 2939. 0. 0. S & T BANCORP INC COMMON 783859101 61. 1681. SH SOLE 1681. 0. 0. SABRE HOLDING CORP CLASS A 785905100 214. 9100. SH SOLE 9100. 0. 0. SAFECO CORP COMMON 786429100 423. 8430. SH SOLE 8430. 0. 0. SAFENET INC COMMON 78645R107 45. 1716. SH SOLE 1716. 0. 0. SAFETY INS GROUP INC COMMON 78648T100 64. 1403. SH SOLE 1403. 0. 0. SAFEWAY INC COMMON 786514208 867. 34523. SH SOLE 34523. 0. 0. SAKS INCORPORATED COMMON 79377W108 171. 8845. SH SOLE 8845. 0. 0. SALEM COMMUNICATION CLASS A 794093104 49. 3235. SH SOLE 3235. 0. 0. SALESFORCE.COM COMMON 79466L302 239. 6573. SH SOLE 6573. 0. 0. SALIX PHARMACEUTICAL COMMON 795435106 59. 3587. SH SOLE 3587. 0. 0. SANDERSON FARMS COMMON 800013104 42. 1864. SH SOLE 1864. 0. 0. ----- PAGE TOTAL 2901.
FORM 13F
DATE: 060331 PAGE: 125 ITEM 6 ITEM 8 ITEM 4 INVESTMENT VOTING AUTHORITY FAIR ITEM 5 DISCRETION (SHARES) ITEM 1 ITEM 2 ITEM 3 MARKET SH/PRN SH/PRN PUT/CALL TYPE ITEM 7 (A)SOLE (B)SHARED (C)NONE ISSUER CLASS SECID VALUE AMOUNT MGRS (000s) - -------------------- ------- --------- ----------- --------- --------- --------- ---------- ------ -------- --------- -------- SANDISK CORP COMMON 80004C101 754. 13115. SH SOLE 13115. 0. 0. SANDY SPRING BANCORP COMMON 800363103 61. 1616. SH SOLE 1616. 0. 0. SANMINA-SCI CORP COMMON 800907107 144. 35022. SH SOLE 35022. 0. 0. SANOFI-AVENTIS SPONSOR 80105N105 680. 14324. SH SOLE 14324. 0. 0. SANTANDER BANCORP COMMON 802809103 76. 2974. SH SOLE 2974. 0. 0. SAP AKTIENGESELLSCHF SP ADR( 803054204 3583. 65955. SH SOLE 65795. 0. 160. SAPIENT CORP COMMON 803062108 74. 9714. SH SOLE 9714. 0. 0. SARA LEE CORP COMMON 803111103 1049. 58674. SH SOLE 58674. 0. 0. SATYAM COMPUTER SERV ADR(2 O 804098101 1383. 31600. SH SOLE 31600. 0. 0.
SAUER-DANFOSS INC COMMON 804137107 71. 3111. SH SOLE 3111. 0. 0. SAUL CTRS INC COMMON 804395101 72. 1650. SH SOLE 1650. 0. 0. SAXON CAPITAL INC COMMON 80556T106 53. 5083. SH SOLE 5083. 0. 0. SBA COMMUNICATIONS COMMON 78388J106 121. 5186. SH SOLE 5186. 0. 0. SCANA CORPORATION COMMON 80589M102 275. 7007. SH SOLE 7007. 0. 0. SCANSOURCE INC COMMON 806037107 62. 1029. SH SOLE 1029. 0. 0. SCHAWK INC CLASS A 806373106 82. 3143. SH SOLE 3143. 0. 0. SCHERING PLOUGH CORP COMMON 806605101 2053. 108098. SH SOLE 108098. 0. 0. ------ PAGE TOTAL 10593.
FORM 13F
DATE: 060331 PAGE: 126 ITEM 6 ITEM 8 ITEM 4 INVESTMENT VOTING AUTHORITY FAIR ITEM 5 DISCRETION (SHARES) ITEM 1 ITEM 2 ITEM 3 MARKET SH/PRN SH/PRN PUT/CALL TYPE ITEM 7 (A)SOLE (B)SHARED (C)NONE ISSUER CLASS SECID VALUE AMOUNT MGRS (000s) - -------------------- ------- --------- ----------- --------- --------- --------- ---------- ------ -------- --------- -------- SCHLUMBERGER LTD COMMON 806857108 8714. 68876. SH SOLE 68376. 0. 500. SCHNITZER STL CLASS A 806882106 83. 1941. SH SOLE 1941. 0. 0. SCHOLASTIC CORP COMMON 807066105 68. 2527. SH SOLE 2527. 0. 0. SCHOOL SPECIALTY INC COMMON 807863105 57. 1659. SH SOLE 1659. 0. 0. SCHULMAN A INC COMMON 808194104 70. 2811. SH SOLE 2811. 0. 0. SCHWAB CHARLES CORP COMMON 808513105 1832. 106444. SH SOLE 106444. 0. 0. SCHWEITZER-MAUDUIT COMMON 808541106 61. 2534. SH SOLE 2534. 0. 0. SCIENT INC COMMON 808649305 0. 7. SH SOLE 7. 0. 0. SCIENTIFIC GAMES COR CLASS A 80874P109 190. 5401. SH SOLE 5401. 0. 0. SCOTTISH PWR ADR (4S ESCOTTISH 341. 8470. SH SOLE 8130. 0. 340. SCOTTISH RE GRP LTD ORDINAR G7885T104 72. 2902. SH SOLE 2902. 0. 0. SCOTTS MIRACLE-GRO CLASS A 810186106 224. 4898. SH SOLE 4898. 0. 0. SCP POOL CORP COMMON 784028102 154. 3274. SH SOLE 3274. 0. 0. SCRIPPS E W CO OHIO CLASS A 811054204 452. 10108. SH SOLE 10108. 0. 0. SEABOARD CORP COMMON 811543107 124. 78. SH SOLE 78. 0. 0. SEACOAST BKG CORP FL COMMON 811707306 72. 2486. SH SOLE 2486. 0. 0. SEACOR HOLDINGS INC COMMON 811904101 122. 1536. SH SOLE 1536. 0. 0. ------ PAGE TOTAL 12636.
FORM 13F
DATE: 060331 PAGE: 127 ITEM 6 ITEM 8 ITEM 4 INVESTMENT VOTING AUTHORITY FAIR ITEM 5 DISCRETION (SHARES) ITEM 1 ITEM 2 ITEM 3 MARKET SH/PRN SH/PRN PUT/CALL TYPE ITEM 7 (A)SOLE (B)SHARED (C)NONE ISSUER CLASS SECID VALUE AMOUNT MGRS (000s) - -------------------- ------- --------- ----------- --------- --------- --------- ---------- ------ -------- --------- -------- SEAGATE TECHNOLOGY SHARES G7945J104 783. 29724. SH SOLE 29724. 0. 0. SEALED AIR CORP COMMON 81211K100 329. 5683. SH SOLE 5683. 0. 0. SEARS HOLDING CORP COMMON 812350106 2941. 22321. SH SOLE 22321. 0. 0. SECOM LTD ADR (2 813113206 469. 4580. SH SOLE 4580. 0. 0. SECURE COMPUTING COR COMMON 813705100 49. 4233. SH SOLE 4233. 0. 0. SEI INVESTMENTS CO COMMON 784117103 259. 6388. SH SOLE 6388. 0. 0. SELECT COMFORT CORP COMMON 81616X103 94. 2372. SH SOLE 2372. 0. 0. SELECTIVE INS GROUP COMMON 816300107 91. 1723. SH SOLE 1723. 0. 0. SEMPRA ENERGY COMMON 816851109 733. 15787. SH SOLE 15787. 0. 0. SEMTECH CORP COMMON 816850101 85. 4742. SH SOLE 4742. 0. 0. SENIOR HSG PPTYS TR SH BEN 81721M109 219. 12079. SH SOLE 11779. 0. 300. SENOMYX INC COMMON 81724Q107 80. 4868. SH SOLE 4868. 0. 0. SENSIENT TECH CORP COMMON 81725T100 61. 3380. SH SOLE 3380. 0. 0. SEPRACOR INC COMMON 817315104 374. 7662. SH SOLE 7662. 0. 0. SEQUA CORPORATION CLASS A 817320104 93. 950. SH SOLE 950. 0. 0. SEROLOGICALS CORP COMMON 817523103 76. 3089. SH SOLE 3089. 0. 0. SERVICE CORP INTL COMMON 817565104 150. 19208. SH SOLE 19208. 0. 0. ----- PAGE TOTAL 6886.
FORM 13F
DATE: 060331 PAGE: 128 ITEM 6 ITEM 8 ITEM 4 INVESTMENT VOTING AUTHORITY FAIR ITEM 5 DISCRETION (SHARES) ITEM 1 ITEM 2 ITEM 3 MARKET SH/PRN SH/PRN PUT/CALL TYPE ITEM 7 (A)SOLE (B)SHARED (C)NONE ISSUER CLASS SECID VALUE AMOUNT MGRS (000s) - -------------------- ------- --------- ----------- --------- --------- --------- ---------- ------ -------- --------- -------- SERVICEMASTER COMMON 81760N109 238. 18104. SH SOLE 18104. 0. 0. SHAW COMMUNICATIONS CLASS B 82028K200 10608. 444553. SH SOLE 444553. 0. 0. SHAW GROUP INC COMMON 820280105 146. 4809. SH SOLE 4809. 0. 0. SHERWIN WILLIAMS CO COMMON 824348106 461. 9318. SH SOLE 9318. 0. 0. SHIP FINANCE INTL ORDINAR G81075106 221. 12859. SH SOLE 12859. 0. 0. SHUFFLE MASTER INC COMMON 825549108 80. 2232. SH SOLE 2232. 0. 0. SHURGARD STORAGE COMMON 82567D104 190. 2849. SH SOLE 2849. 0. 0. SIBERIAN OIL CO ADR(5 O 825731102 97. 4100. SH SOLE 4100. 0. 0.
SIEMENS A G SP ADR 826197501 306. 3289. SH SOLE 3289. 0. 0. SIERRA HEALTH SVCS COMMON 826322109 144. 3534. SH SOLE 3534. 0. 0. SIERRA PACIFIC RES COMMON 826428104 100. 7272. SH SOLE 7272. 0. 0. SIGMA ALDRICH CORP COMMON 826552101 349. 5304. SH SOLE 5304. 0. 0. SIGMATEL INC COMMON 82661W107 34. 3910. SH SOLE 3910. 0. 0. SIGNATURE BANK NY COMMON 82669G104 69. 2113. SH SOLE 2113. 0. 0. SILGAN HLDGS INC COMMON 827048109 94. 2345. SH SOLE 2345. 0. 0. SILICON IMAGE INC COMMON 82705T102 62. 6040. SH SOLE 6040. 0. 0. SILICON LABS INC COMMON 826919102 179. 3262. SH SOLE 3262. 0. 0. ------ PAGE TOTAL 13378.
FORM 13F
DATE: 060331 PAGE: 129 ITEM 6 ITEM 8 ITEM 4 INVESTMENT VOTING AUTHORITY FAIR ITEM 5 DISCRETION (SHARES) ITEM 1 ITEM 2 ITEM 3 MARKET SH/PRN SH/PRN PUT/CALL TYPE ITEM 7 (A)SOLE (B)SHARED (C)NONE ISSUER CLASS SECID VALUE AMOUNT MGRS (000s) - -------------------- ------- --------- ----------- --------- --------- --------- ---------- ------ -------- --------- -------- SILICON STGE TECH COMMON 827057100 45. 10199. SH SOLE 10199. 0. 0. SILVER WHEATON COMMON 828336107 599. 55991. SH SOLE 55991. 0. 0. SIMMONS 1ST NATL COR CLASS A 828730200 63. 2133. SH SOLE 2133. 0. 0. SIMON PPTY INC REIT 828806109 1235. 14676. SH SOLE 14676. 0. 0. SIMPSON MANUFACTURIN COMMON 829073105 128. 2952. SH SOLE 2952. 0. 0. SINCLAIR BROADCAST CLASS A 829226109 50. 6130. SH SOLE 6130. 0. 0. SIRF TECH HOLDINGS COMMON 82967H101 101. 2858. SH SOLE 2858. 0. 0. SIRIUS SATEL RADIO COMMON 82966U103 497. 98002. SH SOLE 98002. 0. 0. SIRVA INC COMMON 82967Y104 63. 7332. SH SOLE 7332. 0. 0. SIX FLAGS INC COMMON 83001P109 86. 8478. SH SOLE 8478. 0. 0. SJW CORP COMMON 784305104 65. 2428. SH SOLE 2428. 0. 0. SK TELECOM CO LTD ADR(1/9 78440P108 64. 2700. SH SOLE 2700. 0. 0. SKECHERS U S A INC CLASS A 830566105 99. 3986. SH SOLE 3986. 0. 0. SKY FINL GROUP INC COMMON 83080P103 176. 6623. SH SOLE 6623. 0. 0. SKYWEST INC COMMON 830879102 106. 3616. SH SOLE 3616. 0. 0. SKYWORKS SOLUTIONS COMMON 83088M102 72. 10680. SH SOLE 10680. 0. 0. SL GREEN RLTY CORP REIT 78440X101 256. 2518. SH SOLE 2518. 0. 0. ----- PAGE TOTAL 3705.
FORM 13F
DATE: 060331 PAGE: 130 ITEM 6 ITEM 8 ITEM 4 INVESTMENT VOTING AUTHORITY FAIR ITEM 5 DISCRETION (SHARES) ITEM 1 ITEM 2 ITEM 3 MARKET SH/PRN SH/PRN PUT/CALL TYPE ITEM 7 (A)SOLE (B)SHARED (C)NONE ISSUER CLASS SECID VALUE AMOUNT MGRS (000s) - -------------------- ------- --------- ----------- --------- --------- --------- ---------- ------ -------- --------- -------- SLM CORP VOTING 78442P106 1526. 29373. SH SOLE 29373. 0. 0. SMART & FINAL INC COMMON 831683107 74. 4501. SH SOLE 4501. 0. 0. SMITH A O COMMON 831865209 99. 1868. SH SOLE 1868. 0. 0. SMITH INTL INC COMMON 832110100 1761. 45201. SH SOLE 44341. 0. 860. SMITHFIELD FOODS INC COMMON 832248108 201. 6860. SH SOLE 6860. 0. 0. SMUCKER J M CO COMMON 832696405 146. 3688. SH SOLE 3688. 0. 0. SMURFIT-STONE CONTNR COMMON 832727101 213. 15730. SH SOLE 15730. 0. 0. SNAP-ON INC COMMON 833034101 146. 3841. SH SOLE 3841. 0. 0. SOCIETE GENERALE FR SP ADR 83364L109 604. 20000. SH SOLE 12400. 0. 7600. SOFTWARE HOLDRS TR DEPOSIT 83404B103 15. 400. SH SOLE 400. 0. 0. SOLECTRON CORP COMMON 834182107 261. 65372. SH SOLE 65372. 0. 0. SOLUTIA INC COMMON 834376105 6. 18015. SH SOLE 18015. 0. 0. SONIC AUTOMOTIVE CLASS A 83545G102 80. 2864. SH SOLE 2864. 0. 0. SONIC CORP COMMON 835451105 129. 3662. SH SOLE 3662. 0. 0. SONIC SOLUTIONS COMMON 835460106 73. 4045. SH SOLE 4045. 0. 0. SONICWALL INC COMMON 835470105 57. 8034. SH SOLE 8034. 0. 0. SONOCO PRODS COMMON 835495102 207. 6116. SH SOLE 6116. 0. 0. ----- PAGE TOTAL 5598.
FORM 13F
DATE: 060331 PAGE: 131 ITEM 6 ITEM 8 ITEM 4 INVESTMENT VOTING AUTHORITY FAIR ITEM 5 DISCRETION (SHARES) ITEM 1 ITEM 2 ITEM 3 MARKET SH/PRN SH/PRN PUT/CALL TYPE ITEM 7 (A)SOLE (B)SHARED (C)NONE ISSUER CLASS SECID VALUE AMOUNT MGRS (000s) - -------------------- ------- --------- ----------- --------- --------- --------- ---------- ------ -------- --------- -------- SONOSITE INC COMMON 83568G104 65. 1609. SH SOLE 1609. 0. 0. SONUS NETWORKS INC COMMON 835916107 86. 15723. SH SOLE 15723. 0. 0. SONY CORP ADR (1 835699307 76. 1645. SH SOLE 1535. 0. 110. SOTHEBYS HLDGS INC CLASS A 835898107 119. 4098. SH SOLE 4098. 0. 0. SOURCE INTERLINK CO COMMON 836151209 63. 5547. SH SOLE 5547. 0. 0. SOURCECORP COMMON 836167106 56. 2325. SH SOLE 2325. 0. 0. SOUTH FINL GROUP INC COMMON 837841105 115. 4379. SH SOLE 4379. 0. 0.
SOUTH JERSEY INDS COMMON 838518108 56. 2060. SH SOLE 2060. 0. 0. SOUTHERN CO COMMON 842587107 1899. 57953. SH SOLE 57743. 0. 210. SOUTHERN COPPER COMMON 84265V105 1024. 12124. SH SOLE 12124. 0. 0. SOUTHERN UN CO COMMON 844030106 171. 6902. SH SOLE 6902. 0. 0. SOUTHWEST AIRLS CO COMMON 844741108 1039. 57727. SH SOLE 57727. 0. 0. SOUTHWEST GAS CORP COMMON 844895102 67. 2399. SH SOLE 2399. 0. 0. SOUTHWESTERN ENERGY COMMON 845467109 325. 10090. SH SOLE 10090. 0. 0. SOVEREIGN BANCORP COMMON 845905108 552. 25203. SH SOLE 25203. 0. 0. SOVRAN SELF STORAGE COMMON 84610H108 69. 1250. SH SOLE 1250. 0. 0. SPARTECH CORP COMMON 847220209 67. 2782. SH SOLE 2782. 0. 0. ----- PAGE TOTAL 5849.
FORM 13F
DATE: 060331 PAGE: 132 ITEM 6 ITEM 8 ITEM 4 INVESTMENT VOTING AUTHORITY FAIR ITEM 5 DISCRETION (SHARES) ITEM 1 ITEM 2 ITEM 3 MARKET SH/PRN SH/PRN PUT/CALL TYPE ITEM 7 (A)SOLE (B)SHARED (C)NONE ISSUER CLASS SECID VALUE AMOUNT MGRS (000s) - -------------------- ------- --------- ----------- --------- --------- --------- ---------- ------ -------- --------- -------- SPECTRUM BRANDS COMMON 84762L105 74. 3398. SH SOLE 3398. 0. 0. SPEEDWAY MOTORSPORTS COMMON 847788106 103. 2686. SH SOLE 2686. 0. 0. SPHERION CORPORATION COMMON 848420105 64. 6112. SH SOLE 6112. 0. 0. SPIRIT FIN CORP COMMON 848568309 66. 5406. SH SOLE 5406. 0. 0. SPRINT NEXTEL SER 1 C 852061100 9386. 363354. SH SOLE 362229. 0. 1125. SPSS INC COMMON 78462K102 68. 2153. SH SOLE 2153. 0. 0. SPX CORP COMMON 784635104 252. 4716. SH SOLE 4716. 0. 0. SRA INTERNATIONAL CLASS A 78464R105 126. 3332. SH SOLE 3332. 0. 0. SSA GLOBAL TECH COMMON 78465P108 67. 4154. SH SOLE 4154. 0. 0. ST JOE CO COMMON 790148100 297. 4722. SH SOLE 4722. 0. 0. ST JUDE MEDICAL INC COMMON 790849103 1101. 26857. SH SOLE 26857. 0. 0. ST MARY LD & EXPL CO COMMON 792228108 146. 3569. SH SOLE 3569. 0. 0. ST PAUL TRAVELERS CO COMMON 792860108 2094. 50112. SH SOLE 50112. 0. 0. STAGE STORES INC COMMON 85254C305 60. 2009. SH SOLE 2009. 0. 0. STAMPS COM INC COMMON 852857200 94. 2666. SH SOLE 2666. 0. 0. STANCORP FINL GROUP COMMON 852891100 148. 2737. SH SOLE 2737. 0. 0. STANDARD MICROSYSTEM COMMON 853626109 49. 1898. SH SOLE 1898. 0. 0. ------ PAGE TOTAL 14195.
FORM 13F
DATE: 060331 PAGE: 133 ITEM 6 ITEM 8 ITEM 4 INVESTMENT VOTING AUTHORITY FAIR ITEM 5 DISCRETION (SHARES) ITEM 1 ITEM 2 ITEM 3 MARKET SH/PRN SH/PRN PUT/CALL TYPE ITEM 7 (A)SOLE (B)SHARED (C)NONE ISSUER CLASS SECID VALUE AMOUNT MGRS (000s) - -------------------- ------- --------- ----------- --------- --------- --------- ---------- ------ -------- --------- -------- STANDARD PAC CORP COMMON 85375C101 167. 4964. SH SOLE 4964. 0. 0. STANDARD REGISTER CO COMMON 853887107 60. 3843. SH SOLE 3843. 0. 0. STANDEX INTL CORP COMMON 854231107 68. 2153. SH SOLE 2153. 0. 0. STANLEY FURNITURE COMMON 854305208 71. 2436. SH SOLE 2436. 0. 0. STANLEY WORKS COMMON 854616109 285. 5621. SH SOLE 5621. 0. 0. STANTEC INC COMMON 85472N109 6400. 173100. SH SOLE 173100. 0. 0. STAPLES INC COMMON 855030102 4451. 174404. SH SOLE 161694. 0. 12710. STARBUCKS CORP COMMON 855244109 3186. 84674. SH SOLE 84674. 0. 0. STARWOOD HTLS&RES PAIRED 85590A203 2931. 43281. SH SOLE 42446. 0. 835. STATE AUTO FINL CORP COMMON 855707105 84. 2493. SH SOLE 2493. 0. 0. STATE STREET CORP COMMON 857477103 1519. 25139. SH SOLE 25139. 0. 0. STATION CASINOS INC COMMON 857689103 320. 4036. SH SOLE 4036. 0. 0. STEAK N SHAKE CO COMMON 857873103 75. 3564. SH SOLE 3564. 0. 0. STEEL DYNAMICS INC COMMON 858119100 159. 2808. SH SOLE 2808. 0. 0. STEEL TECHNOLOGIES COMMON 858147101 53. 2191. SH SOLE 2191. 0. 0. STEELCASE INC CLASS A 858155203 166. 9227. SH SOLE 9227. 0. 0. STEIN MART INC COMMON 858375108 55. 3141. SH SOLE 3141. 0. 0. ------ PAGE TOTAL 20050.
FORM 13F
DATE: 060331 PAGE: 134 ITEM 6 ITEM 8 ITEM 4 INVESTMENT VOTING AUTHORITY FAIR ITEM 5 DISCRETION (SHARES) ITEM 1 ITEM 2 ITEM 3 MARKET SH/PRN SH/PRN PUT/CALL TYPE ITEM 7 (A)SOLE (B)SHARED (C)NONE ISSUER CLASS SECID VALUE AMOUNT MGRS (000s) - -------------------- ------- --------- ----------- --------- --------- --------- ---------- ------ -------- --------- -------- STEINER LEISURE LTD ORDINAR P8744Y102 67. 1659. SH SOLE 1659. 0. 0. STERICYCLE INC COMMON 858912108 189. 2801. SH SOLE 2801. 0. 0. STERIS CORP COMMON 859152100 105. 4261. SH SOLE 4261. 0. 0. STERLING BANCORP COMMON 859158107 63. 3071. SH SOLE 3071. 0. 0. STERLING BANCSHARES COMMON 858907108 69. 3797. SH SOLE 3797. 0. 0. STERLING FINL CORP COMMON 859319105 68. 2334. SH SOLE 2334. 0. 0.
STERLING FINL CORP COM 859317109 61. 2775. SH SOLE 2775. 0. 0. STEWART & STEVENSON COMMON 860342104 109. 2995. SH SOLE 2995. 0. 0. STEWART ENTERPRISES CLASS A 860370105 68. 11950. SH SOLE 11950. 0. 0. STEWART INFO SVCS CO COMMON 860372101 56. 1185. SH SOLE 1185. 0. 0. STEWART W P & CO LT COMMON G84922106 62. 2942. SH SOLE 2942. 0. 0. STILLWATER MNG CO COMMON 86074Q102 94. 5733. SH SOLE 5733. 0. 0. STONE ENERGY CORP COMMON 861642106 75. 1699. SH SOLE 1699. 0. 0. STORAGENETWORKS INC COMMON 86211E103 1. 611. SH SOLE 611. 0. 0. STRATEGIC HOTEL&RSRT COMMON 86272T106 72. 3103. SH SOLE 3103. 0. 0. STRAYER ED INC COMMON 863236105 96. 936. SH SOLE 936. 0. 0. STRIDE RITE CORP COMMON 863314100 66. 4541. SH SOLE 4541. 0. 0. ----- PAGE TOTAL 1321.
FORM 13F
DATE: 060331 PAGE: 135 ITEM 6 ITEM 8 ITEM 4 INVESTMENT VOTING AUTHORITY FAIR ITEM 5 DISCRETION (SHARES) ITEM 1 ITEM 2 ITEM 3 MARKET SH/PRN SH/PRN PUT/CALL TYPE ITEM 7 (A)SOLE (B)SHARED (C)NONE ISSUER CLASS SECID VALUE AMOUNT MGRS (000s) - -------------------- ------- --------- ----------- --------- --------- --------- ---------- ------ -------- --------- -------- STRYKER CORP COMMON 863667101 1293. 29172. SH SOLE 29172. 0. 0. STUDENT LN CORP COMMON 863902102 289. 1239. SH SOLE 1239. 0. 0. SUFFOLK BANCORP COMMON 864739107 61. 1750. SH SOLE 1750. 0. 0. SUN BANCORP INC COMMON 86663B102 59. 3020. SH SOLE 3020. 0. 0. SUN COMMUNITIES COMMON 866674104 73. 2077. SH SOLE 2077. 0. 0. SUN LIFE FNCL INC COMMON 866796105 192770. 4531353. SH SOLE 4355358. 0. 175995. SUN MICROSYSTEM INC COMMON 866810104 2313. 450934. SH SOLE 450934. 0. 0. SUNCOR ENERGY INC COMMON 867229106 122697. 1597642. SH SOLE 1591257. 0. 6385. SUNOCO INC COMMON 86764P109 717. 9242. SH SOLE 9242. 0. 0. SUNOCO LOGISTICS PRT COMMON 86764L108 69. 1636. SH SOLE 1636. 0. 0. SUNRISE SEN LIVING COMMON 86768K106 102. 2622. SH SOLE 2622. 0. 0. SUNSTONE HOTEL INVS COMMON 867892101 80. 2777. SH SOLE 2777. 0. 0. SUNTRUST BANKS INC COMMON 867914103 1875. 25773. SH SOLE 25773. 0. 0. SUPERIOR ENERGY SVCS COMMON 868157108 125. 4653. SH SOLE 4653. 0. 0. SUPERIOR INDS INTL COMMON 868168105 55. 2837. SH SOLE 2837. 0. 0. SUPERIOR WELL SRVCS COMMON 86837X105 78. 2694. SH SOLE 2694. 0. 0. SUPERTEX INC COMMON 868532102 1044. 27756. SH SOLE 27756. 0. 0. ------- PAGE TOTAL 323700.
FORM 13F
DATE: 060331 PAGE: 136 ITEM 6 ITEM 8 ITEM 4 INVESTMENT VOTING AUTHORITY FAIR ITEM 5 DISCRETION (SHARES) ITEM 1 ITEM 2 ITEM 3 MARKET SH/PRN SH/PRN PUT/CALL TYPE ITEM 7 (A)SOLE (B)SHARED (C)NONE ISSUER CLASS SECID VALUE AMOUNT MGRS (000s) - -------------------- ------- --------- ----------- --------- --------- --------- ---------- ------ -------- --------- -------- SUPERVALU INC COMMON 868536103 277. 8978. SH SOLE 8978. 0. 0. SUREWEST COMMUNICATI COMMON 868733106 51. 2098. SH SOLE 2098. 0. 0. SURGUTNEFTEGAS JSC SP ADR( 868861204 582. 7687. SH SOLE 7687. 0. 0. SURMODICS INC COMMON 868873100 57. 1607. SH SOLE 1607. 0. 0. SUSQUEHANNA BKSHS PA COMMON 869099101 76. 2963. SH SOLE 2963. 0. 0. SVB FINANCIAL GROUP COMMON 78486Q101 117. 2198. SH SOLE 2198. 0. 0. SWIFT ENERGY CO COMMON 870738101 67. 1783. SH SOLE 1783. 0. 0. SWIFT TRANSPORT CO COMMON 870756103 99. 4546. SH SOLE 4546. 0. 0. SYBASE INC COMMON 871130100 117. 5560. SH SOLE 5560. 0. 0. SYBRON DENTAL SPEC COMMON 871142105 1470. 35657. SH SOLE 34312. 0. 1345. SYCAMORE NETWKS INC COMMON 871206108 82. 17472. SH SOLE 17472. 0. 0. SYKES ENTERPRISES IN COMMON 871237103 63. 4425. SH SOLE 4425. 0. 0. SYMANTEC CORP COMMON 871503108 2712. 161119. SH SOLE 161119. 0. 0. SYMBION INC COMMON 871507109 55. 2435. SH SOLE 2435. 0. 0. SYMBOL TECHNOLOGIES COMMON 871508107 174. 16454. SH SOLE 16454. 0. 0. SYMMETRICOM INC COMMON 871543104 59. 6864. SH SOLE 6864. 0. 0. SYMMETRY MED INC COMMON 871546206 70. 3308. SH SOLE 3308. 0. 0. ---- PAGE TOTAL 6128.
FORM 13F
DATE: 060331 PAGE: 137 ITEM 6 ITEM 8 ITEM 4 INVESTMENT VOTING AUTHORITY FAIR ITEM 5 DISCRETION (SHARES) ITEM 1 ITEM 2 ITEM 3 MARKET SH/PRN SH/PRN PUT/CALL TYPE ITEM 7 (A)SOLE (B)SHARED (C)NONE ISSUER CLASS SECID VALUE AMOUNT MGRS (000s) - -------------------- ------- --------- ----------- --------- --------- --------- ---------- ------ -------- --------- -------- SYMYX TECHNOLOGIES COMMON 87155S108 60. 2176. SH SOLE 2176. 0. 0. SYNAPTICS INC COMMON 87157D109 52. 2365. SH SOLE 2365. 0. 0. SYNIVERSE HLDGS INC COMMON 87163F106 66. 4193. SH SOLE 4193. 0. 0. SYNNEX CORP COMMON 87162W100 70. 3764. SH SOLE 3764. 0. 0. SYNOPSYS INC COMMON 871607107 201. 8996. SH SOLE 8996. 0. 0.
SYNOVUS FINL CORP COMMON 87161C105 686. 25314. SH SOLE 25314. 0. 0. SYNTEL INC COMMON 87162H103 56. 2971. SH SOLE 2971. 0. 0. SYNTROLEUM CORP COMMON 871630109 64. 7702. SH SOLE 7702. 0. 0. SYSCO CORP COMMON 871829107 1542. 48100. SH SOLE 47970. 0. 130. TAKE-TWO INTERACTIVE COMMON 874054109 84. 4480. SH SOLE 4480. 0. 0. TAL INTERNATIONAL COMMON 874083108 77. 3176. SH SOLE 3176. 0. 0. TALBOTS INC COMMON 874161102 94. 3508. SH SOLE 3508. 0. 0. TALISMAN ENERGY INC COMMON 87425E103 94831. 1784538. SH SOLE 1778598. 0. 5940. TALX CORP COMMON 874918105 63. 2221. SH SOLE 2221. 0. 0. TANGER FACTORY OUTLT COMMON 875465106 75. 2169. SH SOLE 2169. 0. 0. TANOX INC COMMON 87588Q109 72. 3686. SH SOLE 3686. 0. 0. TARGET CORPORATION COMMON 87612E106 5800. 111587. SH SOLE 110592. 0. 995. ------- PAGE TOTAL 103893.
FORM 13F
DATE: 060331 PAGE: 138 ITEM 6 ITEM 8 ITEM 4 INVESTMENT VOTING AUTHORITY FAIR ITEM 5 DISCRETION (SHARES) ITEM 1 ITEM 2 ITEM 3 MARKET SH/PRN SH/PRN PUT/CALL TYPE ITEM 7 (A)SOLE (B)SHARED (C)NONE ISSUER CLASS SECID VALUE AMOUNT MGRS (000s) - -------------------- ------- --------- ----------- --------- --------- --------- ---------- ------ -------- --------- -------- TARRAGON CORP COMMON 876287103 59. 2941. SH SOLE 2941. 0. 0. TAUBMAN CTRS INC COMMON 876664103 129. 3095. SH SOLE 3095. 0. 0. TC PIPELINES LP UT COM 87233Q108 65. 1921. SH SOLE 1921. 0. 0. TCF FINANCIAL CORP COMMON 872275102 217. 8420. SH SOLE 8420. 0. 0. TD AMERITRADE HLDG COMMON 87236Y108 521. 24941. SH SOLE 24941. 0. 0. TD BANKNORTH INC COMMON 87235A101 417. 14198. SH SOLE 14198. 0. 0. TECH DATA CORP COMMON 878237106 133. 3594. SH SOLE 3594. 0. 0. TECHNE CORP COMMON 878377100 143. 2382. SH SOLE 2382. 0. 0. TECHNICAL OLYMPIC US COMMON 878483106 73. 3577. SH SOLE 3577. 0. 0. TECHNITROL INC COMMON 878555101 82. 3436. SH SOLE 3436. 0. 0. TECO ENERGY INC COMMON 872375100 216. 13385. SH SOLE 13385. 0. 0. TECUMSEH PRODS CO CLASS A 878895200 63. 2580. SH SOLE 2580. 0. 0. TEEKAY SHIPPING CORP COMMON Y8564W103 191. 5141. SH SOLE 5141. 0. 0. TEJON RANCH CO COMMON 879080109 73. 1485. SH SOLE 1485. 0. 0. TEKELEC COMMON 879101103 64. 4606. SH SOLE 4606. 0. 0. TEKTRONIX INC COMMON 879131100 200. 5614. SH SOLE 5614. 0. 0. TELECOM HLDRS TR DEPOSIT 87927P200 15. 500. SH SOLE 500. 0. 0. ----- PAGE TOTAL 2661.
FORM 13F
DATE: 060331 PAGE: 139 ITEM 6 ITEM 8 ITEM 4 INVESTMENT VOTING AUTHORITY FAIR ITEM 5 DISCRETION (SHARES) ITEM 1 ITEM 2 ITEM 3 MARKET SH/PRN SH/PRN PUT/CALL TYPE ITEM 7 (A)SOLE (B)SHARED (C)NONE ISSUER CLASS SECID VALUE AMOUNT MGRS (000s) - -------------------- ------- --------- ----------- --------- --------- --------- ---------- ------ -------- --------- -------- TELECOM NEW ZEALAND SP ADR( 879278208 277. 10140. SH SOLE 9740. 0. 400. TELEDYNE TECH INC COMMON 879360105 74. 2072. SH SOLE 2072. 0. 0. TELEFLEX INC COMMON 879369106 179. 2493. SH SOLE 2493. 0. 0. TELEPHONE & DATA SYS COMMON 879433100 281. 7133. SH SOLE 7133. 0. 0. TELETECH HLDGS INC COMMON 879939106 57. 5104. SH SOLE 5104. 0. 0. TELIK INC COMMON 87959M109 74. 3815. SH SOLE 3815. 0. 0. TELLABS INC COMMON 879664100 538. 33820. SH SOLE 33820. 0. 0. TELUS CORP NON VTG 87971M202 132911. 3434153. SH SOLE 3077685. 0. 356468. TEMPLE INLAND INC COMMON 879868107 339. 7604. SH SOLE 7604. 0. 0. TEMPUR PEDIC INTL COMMON 88023U101 88. 6244. SH SOLE 6244. 0. 0. TENET HEALTHCARE COMMON 88033G100 234. 31767. SH SOLE 31767. 0. 0. TENNANT CO COMMON 880345103 64. 1228. SH SOLE 1228. 0. 0. TENNECO COMMON 880349105 76. 3489. SH SOLE 3489. 0. 0. TEPPCO PARTNERS UT LTD 872384102 157. 4335. SH SOLE 4335. 0. 0. TERADYNE INC COMMON 880770102 200. 12911. SH SOLE 12911. 0. 0. TEREX CORP COMMON 880779103 243. 3062. SH SOLE 3062. 0. 0. TERRA INDUSTRIES INC COMMON 880915103 77. 10947. SH SOLE 10947. 0. 0. ------- PAGE TOTAL 135869.
FORM 13F
DATE: 060331 PAGE: 140 ITEM 6 ITEM 8 ITEM 4 INVESTMENT VOTING AUTHORITY FAIR ITEM 5 DISCRETION (SHARES) ITEM 1 ITEM 2 ITEM 3 MARKET SH/PRN SH/PRN PUT/CALL TYPE ITEM 7 (A)SOLE (B)SHARED (C)NONE ISSUER CLASS SECID VALUE AMOUNT MGRS (000s) - -------------------- ------- --------- ----------- --------- --------- --------- ---------- ------ -------- --------- -------- TERRA NITROGEN CO DEP REC 881005201 53. 2647. SH SOLE 2647. 0. 0. TESCO CORPORATION COMMON 88157K101 496. 26286. SH SOLE 26286. 0. 0. TESORO CORPORATION COMMON 881609101 284. 4150. SH SOLE 4150. 0. 0. TESSERA TECHNOLOGIES COMMON 88164L100 90. 2801. SH SOLE 2801. 0. 0.
TETRA TECH INC COMMON 88162G103 73. 3809. SH SOLE 3809. 0. 0. TETRA TECHNOLOGIES COMMON 88162F105 102. 2174. SH SOLE 2174. 0. 0. TEVA PHARMACEUTICAL ADR (1 881624209 944. 22925. SH SOLE 22925. 0. 0. TEXAS CAPITAL BANC COMMON 88224Q107 63. 2612. SH SOLE 2612. 0. 0. TEXAS INDS INC COMMON 882491103 88. 1447. SH SOLE 1447. 0. 0. TEXAS INSTRUMENTS COMMON 882508104 8448. 260172. SH SOLE 249572. 0. 10600. TEXAS REGL BKSH CLASS A 882673106 102. 3449. SH SOLE 3449. 0. 0. TEXAS ROADHOUSE CLASS A 882681109 76. 4420. SH SOLE 4420. 0. 0. TEXTRON INC COMMON 883203101 863. 9239. SH SOLE 9239. 0. 0. THE HANOVER INS GRP COMMON 410867105 173. 3299. SH SOLE 3299. 0. 0. THE HERSHEY COMPANY COMMON 427866108 861. 16481. SH SOLE 16481. 0. 0. THE MCCLATCHY CO CLASS A 579489105 141. 2878. SH SOLE 2878. 0. 0. THE SPORTS AUTHORITY COMMON 84917U109 73. 1989. SH SOLE 1989. 0. 0. ------ PAGE TOTAL 12930.
FORM 13F
DATE: 060331 PAGE: 141 ITEM 6 ITEM 8 ITEM 4 INVESTMENT VOTING AUTHORITY FAIR ITEM 5 DISCRETION (SHARES) ITEM 1 ITEM 2 ITEM 3 MARKET SH/PRN SH/PRN PUT/CALL TYPE ITEM 7 (A)SOLE (B)SHARED (C)NONE ISSUER CLASS SECID VALUE AMOUNT MGRS (000s) - -------------------- ------- --------- ----------- --------- --------- --------- ---------- ------ -------- --------- -------- THERAVANCE INC COMMON 88338T104 633. 22589. SH SOLE 22589. 0. 0. THERMO ELECTRON CORP COMMON 883556102 647. 17435. SH SOLE 13685. 0. 3750. THOMAS & BETTS CORP COMMON 884315102 188. 3654. SH SOLE 3654. 0. 0. THOMSON CORP (THE) COMMON 884903105 67479. 1808372. SH SOLE 1804272. 0. 4100. THOR INDS INC COMMON 885160101 189. 3542. SH SOLE 3542. 0. 0. THORATEC LABS CORP COMMON 885175307 60. 3109. SH SOLE 3109. 0. 0. THORNBURG MORTG INC COMMON 885218107 169. 6235. SH SOLE 6235. 0. 0. THQ INC COMMON 872443403 100. 3846. SH SOLE 3846. 0. 0. THRESHOLD PHARMA COMMON 885807107 71. 4708. SH SOLE 4708. 0. 0. TIBCO SOFTWARE INC COMMON 88632Q103 112. 13373. SH SOLE 13373. 0. 0. TIDEWATER INC COMMON 886423102 197. 3565. SH SOLE 3565. 0. 0. TIERONE CORP COMMON 88650R108 69. 2024. SH SOLE 2024. 0. 0. TIFFANY & CO COMMON 886547108 367. 9779. SH SOLE 9779. 0. 0. TIM HORTONS INC COMMON 88706M103 6953. 261770. SH SOLE 260600. 0. 1170. TIMBERLAND CO CLASS A 887100105 144. 4198. SH SOLE 4198. 0. 0. TIME WARNER INC COMMON 887317105 7122. 424167. SH SOLE 416167. 0. 8000. TIME WARNER TELECOM CLASS A 887319101 132. 7378. SH SOLE 7378. 0. 0. ------ PAGE TOTAL 84632.
FORM 13F
DATE: 060331 PAGE: 142 ITEM 6 ITEM 8 ITEM 4 INVESTMENT VOTING AUTHORITY FAIR ITEM 5 DISCRETION (SHARES) ITEM 1 ITEM 2 ITEM 3 MARKET SH/PRN SH/PRN PUT/CALL TYPE ITEM 7 (A)SOLE (B)SHARED (C)NONE ISSUER CLASS SECID VALUE AMOUNT MGRS (000s) - -------------------- ------- --------- ----------- --------- --------- --------- ---------- ------ -------- --------- -------- TIMKEN CO COMMON 887389104 183. 5661. SH SOLE 5661. 0. 0. TITANIUM METALS CORP COMMON 888339207 194. 3990. SH SOLE 3990. 0. 0. TIVO INC COMMON 888706108 77. 10642. SH SOLE 10642. 0. 0. TJX COMPANIES INC COMMON 872540109 812. 32711. SH SOLE 32711. 0. 0. TLC VISION COMMON 872549100 343. 52883. SH SOLE 52883. 0. 0. TNS INC COMMON 872960109 70. 3307. SH SOLE 3307. 0. 0. TODAYS MAN INC COMMON 888910205 0. 3626. SH SOLE 3626. 0. 0. TODCO CLASS A 88889T107 148. 3763. SH SOLE 3763. 0. 0. TOLL BROTHERS INC COMMON 889478103 332. 9591. SH SOLE 9591. 0. 0. TOMPKINSTRUSTCO INC COMMON 890110109 62. 1289. SH SOLE 1289. 0. 0. TOO INC COMMON 890333107 76. 2214. SH SOLE 2214. 0. 0. TOOTSIE ROLL INDS COMMON 890516107 101. 3436. SH SOLE 3436. 0. 0. TORCHMARK CORP COMMON 891027104 404. 7077. SH SOLE 7077. 0. 0. TORO CO COMMON 891092108 128. 2680. SH SOLE 2680. 0. 0. TORONTO DOMINION BK COMMON 891160509 520837. 9341769. SH SOLE 8621269. 0. 720500. TOTAL S A SP ADR 89151E109 2666. 20240. SH SOLE 18740. 0. 1500. TOTAL SYS SVCS INC COMMON 891906109 243. 12200. SH SOLE 12200. 0. 0. ------- PAGE TOTAL 526676.
FORM 13F
DATE: 060331 PAGE: 143 ITEM 6 ITEM 8 ITEM 4 INVESTMENT VOTING AUTHORITY FAIR ITEM 5 DISCRETION (SHARES) ITEM 1 ITEM 2 ITEM 3 MARKET SH/PRN SH/PRN PUT/CALL TYPE ITEM 7 (A)SOLE (B)SHARED (C)NONE ISSUER CLASS SECID VALUE AMOUNT MGRS (000s) - -------------------- ------- --------- ----------- --------- --------- --------- ---------- ------ -------- --------- -------- TOWER GROUP INC COMMON 891777104 70. 3027. SH SOLE 3027. 0. 0. TOWN & CTRY TR SH BEN 892081100 84. 2081. SH SOLE 2081. 0. 0. TRACTOR SUPPLY CO COMMON 892356106 157. 2371. SH SOLE 2371. 0. 0.
TRADESTATION GRP INC COMMON 89267P105 63. 4589. SH SOLE 4589. 0. 0. TRAMMEL CROW COMMON 89288R106 84. 2353. SH SOLE 2353. 0. 0. TRANSACTION SYS ARCH COMMON 893416107 76. 2436. SH SOLE 2436. 0. 0. TRANSALTA CORP COMMON 89346D107 13358. 700385. SH SOLE 565885. 0. 134500. TRANSATLANTIC HLDGS COMMON 893521104 238. 4078. SH SOLE 4078. 0. 0. TRANSCANADA CORP COMMON 89353D107 308604. 10697105. SH SOLE 9420820. 0. 1276285. TRANSOCEAN INC ORDINAR G90078109 2360. 29385. SH SOLE 29385. 0. 0. TREDEGAR CORP COMMON 894650100 78. 4907. SH SOLE 4907. 0. 0. TREEHOUSE FOODS INC COMMON 89469A104 84. 3180. SH SOLE 3180. 0. 0. TREND MICRO INC SPONS A 89486M206 302. 8660. SH SOLE 8660. 0. 0. TRIAD GTY INC COMMON 895925105 63. 1349. SH SOLE 1349. 0. 0. TRIAD HOSPITALS INC COMMON 89579K109 222. 5296. SH SOLE 5296. 0. 0. TRIARC COS INC CLASS B 895927309 85. 4865. SH SOLE 4865. 0. 0. TRIBUNE CO COMMON 896047107 683. 24913. SH SOLE 24913. 0. 0. ------- PAGE TOTAL 326611.
FORM 13F
DATE: 060331 PAGE: 144 ITEM 6 ITEM 8 ITEM 4 INVESTMENT VOTING AUTHORITY FAIR ITEM 5 DISCRETION (SHARES) ITEM 1 ITEM 2 ITEM 3 MARKET SH/PRN SH/PRN PUT/CALL TYPE ITEM 7 (A)SOLE (B)SHARED (C)NONE ISSUER CLASS SECID VALUE AMOUNT MGRS (000s) - -------------------- ------- --------- ----------- --------- --------- --------- ---------- ------ -------- --------- -------- TRICO BANCSHARES COMMON 896095106 74. 2619. SH SOLE 2619. 0. 0. TRIDENT MICROSYSTEMS COMMON 895919108 94. 3229. SH SOLE 3229. 0. 0. TRIMBLE NAVIGATION COMMON 896239100 150. 3322. SH SOLE 3322. 0. 0. TRINITY INDS INC COMMON 896522109 160. 2948. SH SOLE 2948. 0. 0. TRIPLE CROWN MEDIA COMMON 89675K102 2. 276. SH SOLE 276. 0. 0. TRIQUINT SEMICONDTR COMMON 89674K103 63. 12851. SH SOLE 12851. 0. 0. TRIUMPH GROUP INC COMMON 896818101 69. 1560. SH SOLE 1560. 0. 0. TRIZEC PROPERTIES IN REIT 89687P107 246. 9548. SH SOLE 9548. 0. 0. TRIZETTO GROUP INC COMMON 896882107 64. 3611. SH SOLE 3611. 0. 0. TRONOX INC CLASS B 897051207 33. 1967. SH SOLE 1967. 0. 0. TRUMP ENTMT RESORTS COMMON 89816T103 58. 3143. SH SOLE 3143. 0. 0. TRUSTCO BK CORP N Y COMMON 898349105 58. 4740. SH SOLE 4740. 0. 0. TRUSTMARK CORP COMMON 898402102 113. 3581. SH SOLE 3581. 0. 0. TRUSTREET PROPERTIES COMMON 898404108 63. 4161. SH SOLE 4161. 0. 0. TRW AUTOMOTIVE HLDGS COMMON 87264S106 143. 6131. SH SOLE 6131. 0. 0. TTM TECHNOLOGIES IN COM 87305R109 94. 6494. SH SOLE 6494. 0. 0. TUESDAY MORNING COR COMMON 899035505 61. 2636. SH SOLE 2636. 0. 0. ----- PAGE TOTAL 1545.
FORM 13F
DATE: 060331 PAGE: 145 ITEM 6 ITEM 8 ITEM 4 INVESTMENT VOTING AUTHORITY FAIR ITEM 5 DISCRETION (SHARES) ITEM 1 ITEM 2 ITEM 3 MARKET SH/PRN SH/PRN PUT/CALL TYPE ITEM 7 (A)SOLE (B)SHARED (C)NONE ISSUER CLASS SECID VALUE AMOUNT MGRS (000s) - -------------------- ------- --------- ----------- --------- --------- --------- ---------- ------ -------- --------- -------- TUPPERWARE BRANDS COMMON 899896104 77. 3736. SH SOLE 3736. 0. 0. TURBOCHEF TECH COMMON 900006206 53. 4313. SH SOLE 4313. 0. 0. TXU CORP COMMON 873168108 1270. 28367. SH SOLE 28367. 0. 0. TYCO INTL LTD COMMON 902124106 5888. 219147. SH SOLE 218397. 0. 750. TYLER TECHN INC COMMONN 902252105 76. 6894. SH SOLE 6894. 0. 0. TYSON FOODS INC CLASS A 902494103 316. 23032. SH SOLE 23032. 0. 0. U S B HLDG INC COMMON 902910108 63. 2743. SH SOLE 2743. 0. 0. U S G CORP COMMON 903293405 253. 2664. SH SOLE 2664. 0. 0. U STORE IT TR REIT 91274F104 70. 3474. SH SOLE 3474. 0. 0. UAP HOLDINGS COMMON 903441103 69. 3213. SH SOLE 3213. 0. 0. UBIQUITEL INC COMMON 903474302 63. 6191. SH SOLE 6191. 0. 0. UBS AG NAMEN A H8920M855 1177. 10700. SH SOLE 10700. 0. 0. UCBH HOLDINGS INC COMMON 90262T308 107. 5654. SH SOLE 5654. 0. 0. UGI CORP COMMON 902681105 135. 6429. SH SOLE 6429. 0. 0. UICI COMMON 902737105 105. 2833. SH SOLE 2833. 0. 0. UIL HOLDING CO COMMON 902748102 68. 1298. SH SOLE 1298. 0. 0. ULTICOM INC COMMON 903844108 56. 5187. SH SOLE 5187. 0. 0. ----- PAGE TOTAL 9846.
FORM 13F
DATE: 060331 PAGE: 146 ITEM 6 ITEM 8 ITEM 4 INVESTMENT VOTING AUTHORITY FAIR ITEM 5 DISCRETION (SHARES) ITEM 1 ITEM 2 ITEM 3 MARKET SH/PRN SH/PRN PUT/CALL TYPE ITEM 7 (A)SOLE (B)SHARED (C)NONE ISSUER CLASS SECID VALUE AMOUNT MGRS (000s) - -------------------- ------- --------- ----------- --------- --------- --------- ---------- ------ -------- --------- -------- ULTIMATE SFTWRE GRP COMMON 90385D107 91. 3513. SH SOLE 3513. 0. 0. ULTRATECH INC COMMON 904034105 88. 3576. SH SOLE 3576. 0. 0.
UMB FINL CORP COMMON 902788108 98. 1393. SH SOLE 1393. 0. 0. UMPQUA HLDGS CORP COMMON 904214103 80. 2793. SH SOLE 2793. 0. 0. UNIFIED ENERGY SYS SP ADR 904688108 27. 400. SH SOLE 400. 0. 0. UNILEVER PLC ADR (4 904767704 43. 1040. SH SOLE 1040. 0. 0. UNION BANKSHARES COMMON 905399101 57. 1254. SH SOLE 1254. 0. 0. UNION PAC CORP COMMON 907818108 1654. 17720. SH SOLE 17720. 0. 0. UNIONBANCAL CORP COMMON 908906100 650. 9266. SH SOLE 9266. 0. 0. UNISOURCE ENERGY COMMON 909205106 67. 2186. SH SOLE 2186. 0. 0. UNISYS CORPORATION COMMON 909214108 185. 26844. SH SOLE 26844. 0. 0. UNIT CORP COMMON 909218109 158. 2833. SH SOLE 2833. 0. 0. UNITED AUTO GROUP COMMON 909440109 123. 2867. SH SOLE 2867. 0. 0. UNITED CMNTY BKS GA CAP 90984P105 69. 2438. SH SOLE 2438. 0. 0. UNITED CMNTY FINL COMMON 909839102 63. 5195. SH SOLE 5195. 0. 0. UNITED DOMINION RLTY COMMON 910197102 234. 8213. SH SOLE 8213. 0. 0. UNITED FIRE & CAS CO COMMON 910331107 50. 1505. SH SOLE 1505. 0. 0. ----- PAGE TOTAL 3737.
FORM 13F
DATE: 060331 PAGE: 147 ITEM 6 ITEM 8 ITEM 4 INVESTMENT VOTING AUTHORITY FAIR ITEM 5 DISCRETION (SHARES) ITEM 1 ITEM 2 ITEM 3 MARKET SH/PRN SH/PRN PUT/CALL TYPE ITEM 7 (A)SOLE (B)SHARED (C)NONE ISSUER CLASS SECID VALUE AMOUNT MGRS (000s) - -------------------- ------- --------- ----------- --------- --------- --------- ---------- ------ -------- --------- -------- UNITED INDL CORP COMMON 910671106 84. 1374. SH SOLE 1374. 0. 0. UNITED NAT FOODS INC COMMON 911163103 87. 2494. SH SOLE 2494. 0. 0. UNITED ONLINE INC COMMON 911268100 54. 4228. SH SOLE 4228. 0. 0. UNITED PANAM FINANC COMMON 911301109 76. 2452. SH SOLE 2452. 0. 0. UNITED PARCEL SV INC CLASS B 911312106 6428. 80976. SH SOLE 80976. 0. 0. UNITED RENTAL INC COMMON 911363109 166. 4819. SH SOLE 4819. 0. 0. UNITED STATES CELLUL COMMON 911684108 318. 5351. SH SOLE 5351. 0. 0. UNITED STATES STL COMMON 912909108 465. 7655. SH SOLE 7655. 0. 0. UNITED STATIONERS COMMON 913004107 109. 2060. SH SOLE 2060. 0. 0. UNITED SURGICAL PART COMMON 913016309 95. 2680. SH SOLE 2680. 0. 0. UNITED TECHNOLOGIES COMMON 913017109 12369. 213427. SH SOLE 205327. 0. 8100. UNITED THERAPEUTICS COMMON 91307C102 93. 1403. SH SOLE 1403. 0. 0. UNITED UTILS PLC SP ADR( 91311Q105 247. 10190. SH SOLE 9790. 0. 400. UNITEDHEALTH GRP INC COMMON 91324P102 5931. 106178. SH SOLE 98778. 0. 7400. UNITRIN INCORPORATED COMMON 913275103 197. 4242. SH SOLE 4242. 0. 0. UNIVERSAL AMERN FINL COMMON 913377107 62. 4033. SH SOLE 4033. 0. 0. UNIVERSAL COMPR HLD COMMON 913431102 99. 1945. SH SOLE 1945. 0. 0. ------ PAGE TOTAL 26880.
FORM 13F
DATE: 060331 PAGE: 148 ITEM 6 ITEM 8 ITEM 4 INVESTMENT VOTING AUTHORITY FAIR ITEM 5 DISCRETION (SHARES) ITEM 1 ITEM 2 ITEM 3 MARKET SH/PRN SH/PRN PUT/CALL TYPE ITEM 7 (A)SOLE (B)SHARED (C)NONE ISSUER CLASS SECID VALUE AMOUNT MGRS (000s) - -------------------- ------- --------- ----------- --------- --------- --------- ---------- ------ -------- --------- -------- UNIVERSAL CORP COMMON 913456109 60. 1630. SH SOLE 1630. 0. 0. UNIVERSAL FST PRODS COMMON 913543104 72. 1141. SH SOLE 1141. 0. 0. UNIVERSAL HEALTH SVC CLASS B 913903100 183. 3606. SH SOLE 3606. 0. 0. UNIVERSAL TECHNICAL COMMON 913915104 61. 2014. SH SOLE 2014. 0. 0. UNIVERSAL TRUCKLOAD COMMON 91388P105 68. 2712. SH SOLE 2712. 0. 0. UNIVISION COMMUN INC CLASS A 914906102 733. 21267. SH SOLE 21267. 0. 0. UNTD BKSH INC WEST V COMMON 909907107 103. 2688. SH SOLE 2688. 0. 0. UNUMPROVIDENT COR COMMON 91529Y106 1709. 83443. SH SOLE 81208. 0. 2235. UPM KYMMENE ADR (1S EUPM 241. 10230. SH SOLE 9830. 0. 400. URBAN OUTFITTERS COMMON 917047102 298. 12162. SH SOLE 12162. 0. 0. URS CORP COMMON 903236107 120. 2986. SH SOLE 2986. 0. 0. US AIRWAYS GROUP COMMON 90341W108 169. 4229. SH SOLE 4229. 0. 0. US BANCORP DEL COMMON 902973304 4118. 135004. SH SOLE 135004. 0. 0. USA MOBILITY COMMON 90341G103 61. 2153. SH SOLE 2153. 0. 0. USANA HEALTH SCIENC COMMON 90328M107 66. 1587. SH SOLE 1587. 0. 0. USEC INC COMMON 90333E108 65. 5377. SH SOLE 5377. 0. 0. USI HOLDINGS COMMON 90333H101 72. 4455. SH SOLE 4455. 0. 0. ----- PAGE TOTAL 8199.
FORM 13F
DATE: 060331 PAGE: 149 ITEM 6 ITEM 8 ITEM 4 INVESTMENT VOTING AUTHORITY FAIR ITEM 5 DISCRETION (SHARES) ITEM 1 ITEM 2 ITEM 3 MARKET SH/PRN SH/PRN PUT/CALL TYPE ITEM 7 (A)SOLE (B)SHARED (C)NONE ISSUER CLASS SECID VALUE AMOUNT MGRS (000s) - -------------------- ------- --------- ----------- --------- --------- --------- ---------- ------ -------- --------- -------- USOL HLDGS INC COMMON 90338Y109 0. 1800. SH SOLE 1800. 0. 0.
UST INC COMMON 902911106 692. 16627. SH SOLE 16417. 0. 210. UTI WORLDWIDE INC ORDINAR G87210103 183. 5787. SH SOLE 5787. 0. 0. UTSTARCOM INC COMMON 918076100 46. 7259. SH SOLE 7259. 0. 0. V F CORP COMMON 918204108 436. 7662. SH SOLE 7662. 0. 0. VAIL RESORTS INC COMMON 91879Q109 86. 2260. SH SOLE 2260. 0. 0. VALASSIS COMMUNICTNS COMMON 918866104 94. 3209. SH SOLE 3209. 0. 0. VALEANT PHARMA INTL COMMON 91911X104 90. 5666. SH SOLE 5666. 0. 0. VALERO ENERGY CORP COMMON 91913Y100 3497. 58499. SH SOLE 54899. 0. 3600. VALERO L P COMMON 91913W104 117. 2306. SH SOLE 2306. 0. 0. VALHI INC COMMON 918905100 131. 7404. SH SOLE 7404. 0. 0. VALLEY NATL BANCORP COMMON 919794107 177. 6895. SH SOLE 6895. 0. 0. VALMONT INDS INC COMMON 920253101 74. 1766. SH SOLE 1766. 0. 0. VALOR COMMUNICATIONS COMMON 920255106 66. 5037. SH SOLE 5037. 0. 0. VALSPAR CORP COMMON 920355104 176. 6305. SH SOLE 6305. 0. 0. VALUE LINE INC COMMON 920437100 56. 1516. SH SOLE 1516. 0. 0. VALUECLICK INC COMMON 92046N102 104. 6165. SH SOLE 6165. 0. 0. ----- PAGE TOTAL 6025.
FORM 13F
DATE: 060331 PAGE: 150 ITEM 6 ITEM 8 ITEM 4 INVESTMENT VOTING AUTHORITY FAIR ITEM 5 DISCRETION (SHARES) ITEM 1 ITEM 2 ITEM 3 MARKET SH/PRN SH/PRN PUT/CALL TYPE ITEM 7 (A)SOLE (B)SHARED (C)NONE ISSUER CLASS SECID VALUE AMOUNT MGRS (000s) - -------------------- ------- --------- ----------- --------- --------- --------- ---------- ------ -------- --------- -------- VARIAN INC COMMON 922206107 84. 2045. SH SOLE 2045. 0. 0. VARIAN MED SYS INC COMMON 92220P105 476. 8476. SH SOLE 8476. 0. 0. VARIAN SEMICONDUC EQ COMMON 922207105 95. 3380. SH SOLE 3380. 0. 0. VASCO DATA SEC INT COMMON 92230Y104 49. 6028. SH SOLE 6028. 0. 0. VCA ANTECH INC COMMON 918194101 145. 5077. SH SOLE 5077. 0. 0. VECTOR GROUP LTD COMMON 92240M108 62. 3269. SH SOLE 3269. 0. 0. VECTREN CORP COMMON 92240G101 124. 4708. SH SOLE 4708. 0. 0. VEECO INSTRS INC COMMON 922417100 77. 3307. SH SOLE 3307. 0. 0. VENTANA MED SYS INC COMMON 92276H106 93. 2217. SH SOLE 2217. 0. 0. VENTAS INC COMMON 92276F100 211. 6370. SH SOLE 6370. 0. 0. VENTIV HEALTH INC COMMON 922793104 77. 2311. SH SOLE 2311. 0. 0. VERIFONE HLDGS INC COMMON 92342Y109 127. 4186. SH SOLE 4186. 0. 0. VERINT SYS INC COMMON 92343X100 71. 2021. SH SOLE 2021. 0. 0. VERISIGN INC COMMON 92343E102 495. 20640. SH SOLE 20640. 0. 0. VERITAS DGC INC COMMON 92343P107 97. 2132. SH SOLE 2132. 0. 0. VERIZON COMMUNICATNS COMMON 92343V104 8176. 240037. SH SOLE 240037. 0. 0. VERTEX PHARMACEUTICL COMMON 92532F100 211. 5760. SH SOLE 5760. 0. 0. ------ PAGE TOTAL 10670.
FORM 13F
DATE: 060331 PAGE: 151 ITEM 6 ITEM 8 ITEM 4 INVESTMENT VOTING AUTHORITY FAIR ITEM 5 DISCRETION (SHARES) ITEM 1 ITEM 2 ITEM 3 MARKET SH/PRN SH/PRN PUT/CALL TYPE ITEM 7 (A)SOLE (B)SHARED (C)NONE ISSUER CLASS SECID VALUE AMOUNT MGRS (000s) - -------------------- ------- --------- ----------- --------- --------- --------- ---------- ------ -------- --------- -------- VERTRUE INC COMMON 92534N101 69. 1650. SH SOLE 1650. 0. 0. VIACOM INC CLASS B 92553P201 3009. 77545. SH SOLE 76741. 0. 804. VIAD CORP COMMON 92552R406 68. 1996. SH SOLE 1996. 0. 0. VIASAT INC COMMON 92552V100 64. 2227. SH SOLE 2227. 0. 0. VIASYS HEALTHCARE IN COMMON 92553Q209 65. 2147. SH SOLE 2147. 0. 0. VICOR CORP COMMON 925815102 71. 3581. SH SOLE 3581. 0. 0. VIGNETTE CORP COMMON 926734401 51. 3488. SH SOLE 3488. 0. 0. VIRGINIA COMM BANCP COMMON 92778Q109 75. 2084. SH SOLE 2084. 0. 0. VIROPHARMA INC COMMON 928241108 45. 3513. SH SOLE 3513. 0. 0. VISHAY INTERTECH COMMON 928298108 162. 11410. SH SOLE 11410. 0. 0. VISTAPRINT LIMITED COMMON G93762204 92. 3096. SH SOLE 3096. 0. 0. VISTEON CORP COMMON 92839U107 46. 10099. SH SOLE 10099. 0. 0. VITAL SIGNS INC COMMON 928469105 71. 1293. SH SOLE 1293. 0. 0. VITESSE SEMICONDCTOR COMMON 928497106 97. 27004. SH SOLE 27004. 0. 0. VODAFONE GRP PLC ADR(10 92857W100 772. 36930. SH SOLE 36680. 0. 250. VOLCOM INC COMMON 92864N101 65. 1843. SH SOLE 1843. 0. 0. VORNADO RLTY TR SH BEN 929042109 886. 9231. SH SOLE 9231. 0. 0. ----- PAGE TOTAL 5708.
FORM 13F
DATE: 060331 PAGE: 152 ITEM 6 ITEM 8 ITEM 4 INVESTMENT VOTING AUTHORITY FAIR ITEM 5 DISCRETION (SHARES) ITEM 1 ITEM 2 ITEM 3 MARKET SH/PRN SH/PRN PUT/CALL TYPE ITEM 7 (A)SOLE (B)SHARED (C)NONE ISSUER CLASS SECID VALUE AMOUNT MGRS (000s) - -------------------- ------- --------- ----------- --------- --------- --------- ---------- ------ -------- --------- -------- VULCAN MATERIALS CO COMMON 929160109 598. 6904. SH SOLE 6904. 0. 0. W HLDG CO INC COMMON 929251106 82. 10449. SH SOLE 10449. 0. 0. W&T OFFSHORE INC COMMON 92922P106 165. 4087. SH SOLE 4087. 0. 0. W-H ENERGY SVCS INC COMMON 92925E108 79. 1783. SH SOLE 1783. 0. 0. W.P. CAREY & CO LLC COMMON 92930Y107 69. 2559. SH SOLE 2559. 0. 0. WABASH NATL CORP COMMON 929566107 65. 3269. SH SOLE 3269. 0. 0. WABTEC COMMON 929740108 95. 2905. SH SOLE 2905. 0. 0. WACHOVIA CORP 2ND NEW 929903102 15778. 281497. SH SOLE 281497. 0. 0. WADDELL & REED FINL CLASS A 930059100 118. 5113. SH SOLE 5113. 0. 0. WAL MART STORES INC COMMON 931142103 19309. 408816. SH SOLE 408091. 0. 725. WALGREEN CO COMMON 931422109 3210. 74433. SH SOLE 74433. 0. 0. WALT DISNEY CO COMMON 254687106 5446. 195329. SH SOLE 195329. 0. 0. WALTER INDS INC COMMON 93317Q105 160. 2396. SH SOLE 2396. 0. 0. WARNACO GROUP INC CL A NE 934390402 70. 2934. SH SOLE 2934. 0. 0. WARNER MUSIC GRP COMMON 934550104 200. 9199. SH SOLE 9199. 0. 0. WARREN RESOURCES COMMON 93564A100 59. 3940. SH SOLE 3940. 0. 0. WASH REAL ESTATE INV SH BEN 939653101 97. 2665. SH SOLE 2665. 0. 0. ------ PAGE TOTAL 45600.
FORM 13F
DATE: 060331 PAGE: 153 ITEM 6 ITEM 8 ITEM 4 INVESTMENT VOTING AUTHORITY FAIR ITEM 5 DISCRETION (SHARES) ITEM 1 ITEM 2 ITEM 3 MARKET SH/PRN SH/PRN PUT/CALL TYPE ITEM 7 (A)SOLE (B)SHARED (C)NONE ISSUER CLASS SECID VALUE AMOUNT MGRS (000s) - -------------------- ------- --------- ----------- --------- --------- --------- ---------- ------ -------- --------- -------- WASHINGTON FED INC COMMON 938824109 130. 5366. SH SOLE 5366. 0. 0. WASHINGTON GROUP INT COMMON 938862208 93. 1628. SH SOLE 1628. 0. 0. WASHINGTON MUTUAL COMMON 939322103 3058. 71739. SH SOLE 71739. 0. 0. WASHINGTON POST CO CLASS B 939640108 461. 594. SH SOLE 594. 0. 0. WASHINGTON TR BANCOR COM 940610108 60. 2132. SH SOLE 2132. 0. 0. WASTE CONNECTIONS I COMMON 941053100 118. 2974. SH SOLE 2974. 0. 0. WASTE MANAGEMENT INC COMMON 94106L109 3911. 110896. SH SOLE 110896. 0. 0. WATERS CORP COMMON 941848103 339. 7845. SH SOLE 7845. 0. 0. WATSCO INC COMMON 942622200 101. 1421. SH SOLE 1421. 0. 0. WATSON PHARMACEUTCLS COMMON 942683103 209. 7274. SH SOLE 7274. 0. 0. WATSON WYATT WLDWIDE CLASS A 942712100 87. 2659. SH SOLE 2659. 0. 0. WATTS WATER TECH CLASS A 942749102 77. 2113. SH SOLE 2113. 0. 0. WAUSAU PAPER CO COMMON 943315101 72. 5083. SH SOLE 5083. 0. 0. WAUWATOSA HOLDINGS COMMON 94348P108 71. 5248. SH SOLE 5248. 0. 0. WCI CMNTYS INC COMMON 92923C104 79. 2842. SH SOLE 2842. 0. 0. WD-40 CO COMMON 929236107 66. 2153. SH SOLE 2153. 0. 0. WEATHERFORD INTL LTD COMMON G95089101 1156. 25272. SH SOLE 25272. 0. 0. ------ PAGE TOTAL 10088.
FORM 13F
DATE: 060331 PAGE: 154 ITEM 6 ITEM 8 ITEM 4 INVESTMENT VOTING AUTHORITY FAIR ITEM 5 DISCRETION (SHARES) ITEM 1 ITEM 2 ITEM 3 MARKET SH/PRN SH/PRN PUT/CALL TYPE ITEM 7 (A)SOLE (B)SHARED (C)NONE ISSUER CLASS SECID VALUE AMOUNT MGRS (000s) - -------------------- ------- --------- ----------- --------- --------- --------- ---------- ------ -------- --------- -------- WEBEX INC COMMON 94767L109 95. 2826. SH SOLE 2826. 0. 0. WEBMD HEALTH CORP CLASS A 94770V102 142. 3407. SH SOLE 3407. 0. 0. WEBMETHODS INC COMMON 94768C108 66. 7858. SH SOLE 7858. 0. 0. WEBSENSE INC COMMON 947684106 80. 2886. SH SOLE 2886. 0. 0. WEBSTER FINANCIAL CO COMMON 947890109 161. 3332. SH SOLE 3332. 0. 0. WEIGHT WATCHERS INTL COMMON 948626106 327. 6362. SH SOLE 6362. 0. 0. WEINGARTEN RLTY INVS SH BEN 948741103 216. 5305. SH SOLE 5305. 0. 0. WEIS MKTS INC COMMON 948849104 77. 1729. SH SOLE 1729. 0. 0. WELLCARE HEALTH PLAN COMMON 94946T106 110. 2425. SH SOLE 2425. 0. 0. WELLPOINT INC COMMON 94973V107 3656. 47215. SH SOLE 47215. 0. 0. WELLS FARGO & CO COMMON 949746101 21639. 339159. SH SOLE 337114. 0. 2045. WENDYS INTL INC COMMON 950590109 467. 7533. SH SOLE 7533. 0. 0. WERNER ENTERPRISES COMMON 950755108 90. 4911. SH SOLE 4911. 0. 0. WESBANCO INC COMMON 950810101 63. 1907. SH SOLE 1907. 0. 0. WESCO FINL CORP COMMON 950817106 176. 442. SH SOLE 442. 0. 0. WESCO INTL INC COMMON 95082P105 3150. 46320. SH SOLE 45030. 0. 1290. WEST COAST BANCORP COMMON 952145100 64. 2281. SH SOLE 2281. 0. 0. ------ PAGE TOTAL 30579.
FORM 13F
DATE: 060331 PAGE: 155 ITEM 6 ITEM 8 ITEM 4 INVESTMENT VOTING AUTHORITY FAIR ITEM 5 DISCRETION (SHARES) ITEM 1 ITEM 2 ITEM 3 MARKET SH/PRN SH/PRN PUT/CALL TYPE ITEM 7 (A)SOLE (B)SHARED (C)NONE ISSUER CLASS SECID VALUE AMOUNT MGRS (000s) - -------------------- ------- --------- ----------- --------- --------- --------- ---------- ------ -------- --------- -------- WEST CORP COMMON 952355105 189. 4238. SH SOLE 4238. 0. 0. WEST PHARMACEUT SVS COMMON 955306105 85. 2461. SH SOLE 2461. 0. 0. WESTAMERICA BANCORP COMMON 957090103 108. 2074. SH SOLE 2074. 0. 0. WESTAR ENERGY INC COMMON 95709T100 110. 5300. SH SOLE 5300. 0. 0. WESTERN ALLIANCE BCP COMMON 957638109 77. 2079. SH SOLE 2079. 0. 0. WESTERN DIGITAL CORP COMMON 958102105 247. 12713. SH SOLE 12713. 0. 0. WESTERN GAS RES INC COMMON 958259103 222. 4598. SH SOLE 4598. 0. 0. WESTERN SILVER CORP COMMON 959531104 840. 35933. SH SOLE 35933. 0. 0. WESTLAKE CHEM CORP COMMON 960413102 139. 4022. SH SOLE 4022. 0. 0. WESTPAC BANKING CP SP ADR 961214301 64. 750. SH SOLE 750. 0. 0. WESTWOOD ONE INC COMMON 961815107 67. 6026. SH SOLE 6026. 0. 0. WEYERHAEUSER CO COMMON 962166104 3262. 45073. SH SOLE 45073. 0. 0. WGL HOLDINGS INC COMMON 92924F106 92. 3015. SH SOLE 3015. 0. 0. WHIRLPOOL CORP COMMON 963320106 545. 5959. SH SOLE 5959. 0. 0. WHITE MTNS INS GROUP COMMON G9618E107 398. 669. SH SOLE 669. 0. 0. WHITING PETE CORP COMMON 966387102 87. 2129. SH SOLE 2129. 0. 0. WHITNEY HLDG CORP COMMON 966612103 138. 3899. SH SOLE 3899. 0. 0. ----- PAGE TOTAL 6670.
FORM 13F
DATE: 060331 PAGE: 156 ITEM 6 ITEM 8 ITEM 4 INVESTMENT VOTING AUTHORITY FAIR ITEM 5 DISCRETION (SHARES) ITEM 1 ITEM 2 ITEM 3 MARKET SH/PRN SH/PRN PUT/CALL TYPE ITEM 7 (A)SOLE (B)SHARED (C)NONE ISSUER CLASS SECID VALUE AMOUNT MGRS (000s) - -------------------- ------- --------- ----------- --------- --------- --------- ---------- ------ -------- --------- -------- WHOLE FOODS MKT INC COMMON 966837106 636. 9573. SH SOLE 9573. 0. 0. WILEY JOHN & SONS CLASS A 968223206 139. 3677. SH SOLE 3677. 0. 0. WILLIAMS COS INC COM USD 969457100 800. 37398. SH SOLE 37398. 0. 0. WILLIAMS SCOTSMAN COMMON 96950G102 97. 3867. SH SOLE 3867. 0. 0. WILLIAMS SONOMA INC COMMON 969904101 303. 7152. SH SOLE 7152. 0. 0. WILMINGTON TRUST CRP COMMON 971807102 181. 4182. SH SOLE 4182. 0. 0. WILSHIRE BANCORP INC COMMON 97186T108 67. 3579. SH SOLE 3579. 0. 0. WIMM-BILL-DANN FOOD SPONSOR 97263M109 77. 2700. SH SOLE 2700. 0. 0. WIND RIVER SYSTEM COMMON 973149107 65. 5246. SH SOLE 5246. 0. 0. WINNEBAGO INDS INC COMMON 974637100 65. 2130. SH SOLE 2130. 0. 0. WINTRUST FINL CORP COMMON 97650W108 87. 1497. SH SOLE 1497. 0. 0. WIPRO LTD SPON AD 97651M109 45. 3000. SH SOLE 3000. 0. 0. WIRELESS FACILITIES COMMON 97653A103 45. 11165. SH SOLE 11165. 0. 0. WISCONSIN ENERGY COMMON 976657106 290. 7251. SH SOLE 7251. 0. 0. WITNESS SYS INC COMMON 977424100 78. 3073. SH SOLE 3073. 0. 0. WMS INDUSTRIES INC COMMON 929297109 72. 2380. SH SOLE 2380. 0. 0. WOLTERS KLUWER N V SP ADR 977874205 69. 2800. SH SOLE 2800. 0. 0. ----- PAGE TOTAL 3116.
FORM 13F
DATE: 060331 PAGE: 157 ITEM 6 ITEM 8 ITEM 4 INVESTMENT VOTING AUTHORITY FAIR ITEM 5 DISCRETION (SHARES) ITEM 1 ITEM 2 ITEM 3 MARKET SH/PRN SH/PRN PUT/CALL TYPE ITEM 7 (A)SOLE (B)SHARED (C)NONE ISSUER CLASS SECID VALUE AMOUNT MGRS (000s) - -------------------- ------- --------- ----------- --------- --------- --------- ---------- ------ -------- --------- -------- WOLVERINE WORLD WIDE COMMON 978097103 81. 3660. SH SOLE 3660. 0. 0. WOODWARD GOVNR CO COMMON 980745103 73. 2202. SH SOLE 2202. 0. 0. WORLD ACCEP CORP COMMON 981419104 59. 2169. SH SOLE 2169. 0. 0. WORLD FUEL SVCS CORP COMMON 981475106 72. 1780. SH SOLE 1780. 0. 0. WORLD WRESTLING ENT CLASS A 98156Q108 74. 4374. SH SOLE 4374. 0. 0. WORTHINGTON INDS INC COMMON 981811102 109. 5427. SH SOLE 5427. 0. 0. WPS RESOURCES CORP COMMON 92931B106 128. 2594. SH SOLE 2594. 0. 0. WRIGHT EXPRESS CORP COMMON 98233Q105 73. 2614. SH SOLE 2614. 0. 0. WRIGHT MED GROUP INC COMMON 98235T107 58. 2951. SH SOLE 2951. 0. 0. WRIGLEY WM JR CO COMMON 982526105 964. 15066. SH SOLE 15066. 0. 0. WSFS FINL CORP COMMON 929328102 60. 960. SH SOLE 960. 0. 0. WYETH COMMON 983024100 6012. 123967. SH SOLE 123967. 0. 0. WYNN RESORTS LTD COMMON 983134107 561. 7294. SH SOLE 7294. 0. 0. XCEL ENERGY INC COMMON 98389B100 494. 27213. SH SOLE 27213. 0. 0. XERIUM TECHNOLOGIES COMMON 98416J100 66. 6981. SH SOLE 6981. 0. 0. XEROX CORP COMMON 984121103 1095. 72024. SH SOLE 72024. 0. 0. XILINX INC COMMON 983919101 811. 31845. SH SOLE 31845. 0. 0. ------ PAGE TOTAL 10790.
FORM 13F
DATE: 060331 PAGE: 158 ITEM 6 ITEM 8 ITEM 4 INVESTMENT VOTING AUTHORITY FAIR ITEM 5 DISCRETION (SHARES) ITEM 1 ITEM 2 ITEM 3 MARKET SH/PRN SH/PRN PUT/CALL TYPE ITEM 7 (A)SOLE (B)SHARED (C)NONE ISSUER CLASS SECID VALUE AMOUNT MGRS (000s) - -------------------- ------- --------- ----------- --------- --------- --------- ---------- ------ -------- --------- -------- XL CAP LTD CLASS A G98255105 1777. 27719. SH SOLE 27719. 0. 0. XM SATELLITE RADIO CLASS A 983759101 372. 16723. SH SOLE 16723. 0. 0. XTO ENERGY INC COMMON 98385X106 2329. 53443. SH SOLE 47943. 0. 5500. YAHOO INC COMMON 984332106 8724. 270488. SH SOLE 269253. 0. 1235. YAMANA GOLD INC COMMON 98462Y100 13382. 1452854. SH SOLE 1452854. 0. 0. YANKEE CANDLE INC COMMON 984757104 79. 2897. SH SOLE 2897. 0. 0. YARDVILLE NATL BANC COMMON 985021104 64. 1732. SH SOLE 1732. 0. 0. YRC WORLDWIDE COMMON 984249102 137. 3590. SH SOLE 3590. 0. 0. YUM BRANDS INC COMMON 988498101 1791. 36665. SH SOLE 36665. 0. 0. ZALE CORP COMMON 988858106 93. 3307. SH SOLE 3307. 0. 0. ZEBRA TECHNOLOGIES CLASS A 989207105 199. 4447. SH SOLE 4447. 0. 0. ZENITH NATL INS CORP COMMON 989390109 99. 2067. SH SOLE 2067. 0. 0. ZIMMER HOLDINGS COMMON 98956P102 1132. 16744. SH SOLE 16744. 0. 0. ZIONS BANCORPORATION COMMON 989701107 570. 6890. SH SOLE 6890. 0. 0. ZORAN CORP COMMON 98975F101 79. 3590. SH SOLE 3590. 0. 0. ZUMIEZ INC COMMON 989817101 90. 1479. SH SOLE 1479. 0. 0. ZYGO CORP COMMON 989855101 67. 4082. SH SOLE 4082. 0. 0. ------ PAGE TOTAL 30984.
FORM 13F
DATE: 060331 PAGE: 159 ITEM 6 ITEM 8 ITEM 4 INVESTMENT VOTING AUTHORITY FAIR ITEM 5 DISCRETION (SHARES) ITEM 1 ITEM 2 ITEM 3 MARKET SH/PRN SH/PRN PUT/CALL TYPE ITEM 7 (A)SOLE (B)SHARED (C)NONE ISSUER CLASS SECID VALUE AMOUNT MGRS (000s) - -------------------- ------- --------- ----------- --------- --------- --------- ---------- ------ -------- --------- -------- ZYMOGENETICS INC COMMON 98985T109 88. 4055. SH SOLE 4055. 0. 0. -------- PAGE TOTAL 88. -------- GRAND TOTAL 9145536.
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