-----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, KzGqtSnKgDr4ArzTcVYmLvEL95L6/B+bleEbw1TXYj8Gu+bvQzPOkKoghn4jUxjr DXV2LSACb8KwscFKvxtPug== 0001193125-05-226064.txt : 20051117 0001193125-05-226064.hdr.sgml : 20051117 20051114175443 ACCESSION NUMBER: 0001193125-05-226064 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20050930 FILED AS OF DATE: 20051114 DATE AS OF CHANGE: 20051114 EFFECTIVENESS DATE: 20051115 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: 051203488 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 13F UNITED STATES SECURITIES AND EXCHANGE COMMISSION WASHINGTON D.C. 20549 FORM 13F FORM 13F COVER PAGE Report for the Calendar Year or Quarter Ended: September 30st, 2005 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: TAL 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: Jean-Pierre Nadeau Title: Assistant Vice-President, Business Management Phone: (514) 875-7045 extension 3339 Signature, Place, and Date of Signing: /s/ Jean-Pierre Nadeau Montreal, Quebec November 10, 2005 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: $ 8,578,638,000 List of Other Included Managers: FORM 13F
DATE: 050930 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 62. 8788. SH SOLE 8788. 0. 0. 1ST SOURCE CORP COMMON 336901103 63. 2715. SH SOLE 2715. 0. 0. 21ST CENTURY INS GRP COMMON 90130N103 100. 6287. SH SOLE 6287. 0. 0. 24/7 REAL MEDIA INC COMMON 901314203 1. 156. SH SOLE 156. 0. 0. 3COM CORP COMMON 885535104 118. 28868. SH SOLE 28868. 0. 0. 3DO CO COMMON 88553W204 0. 588. SH SOLE 588. 0. 0. 3M COMPANY COMMON 88579Y101 5419. 73872. SH SOLE 73872. 0. 0. 7-ELEVEN INC COMMON 817826209 305. 8572. SH SOLE 8572. 0. 0. 8X8 INC COMMON 282914100 1. 588. SH SOLE 588. 0. 0. 99 CENTS ONLY STORES COMMON 65440K106 49. 5248. SH SOLE 5248. 0. 0. A C MOORE ARTS&CRAFT COMMON 00086T103 47. 2474. SH SOLE 2474. 0. 0. AAIPHARMA INC COMMON 00252W104 2. 2864. SH SOLE 2864. 0. 0. AARON RENTS INC COMMON 002535201 80. 3776. SH SOLE 3776. 0. 0. ABBOTT LABS COMMON 002824100 6142. 144864. SH SOLE 144864. 0. 0. ABER DIAMOND CORP COMMON 002893105 1850. 50550. SH SOLE 50550. 0. 0. ABERCROMBIE & FITCH CLASS A 002896207 361. 7247. SH SOLE 7247. 0. 0. ------------- PAGE TOTAL 14600.
FORM 13F
DATE: 050930 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) - --------------------- -------- ---------- ----------- --------- --------- --------- --------- -------- --------- --------- --------- ABGENIX INC COMMON 00339B107 108. 8501. SH SOLE 8501. 0. 0. ABITIBI CONS INC COMMON 003924107 1652. 410814. SH SOLE 410814. 0. 0. ABLE LABORATORIES COMMON 00371N407 0. 2886. SH SOLE 2886. 0. 0. ABM INDS INC COMMON 000957100 74. 3552. SH SOLE 3552. 0. 0. ACADIA REALTY TRUST COM SH 004239109 77. 4281. SH SOLE 4281. 0. 0. ACCENTURE LTD BERMUD CLASS A G1150G111 2994. 117600. SH SOLE 117600. 0. 0. ACCLAIM ENTMT INC COMMON 004325205 0. 3332. SH SOLE 3332. 0. 0. ACCO BRANDS CORP COMMON 00081T108 75. 2660. SH SOLE 2660. 0. 0. ACCREDITED HOME LNDR COMMON 00437P107 73. 2074. SH SOLE 2074. 0. 0. ACCRUE SOFTWARE INC COMMON 00437W102 0. 588. SH SOLE 588. 0. 0. ACE LIMITED COMMON G0070K103 342. 7263. SH SOLE 7263. 0. 0. ACTEL CORP COMMON 004934105 58. 4015. SH SOLE 4015. 0. 0. ACTIVISION INC COMMON 004930202 289. 14146. SH SOLE 14146. 0. 0. ACTUANT CORPORATION CLASS A 00508X203 94. 2006. SH SOLE 2006. 0. 0. ACUITY BRANDS COMMON 00508Y102 89. 2998. SH SOLE 2998. 0. 0. ACXIOM CORP COMMON 005125109 124. 6604. SH SOLE 6604. 0. 0. ADAPTEC INC COMMON 00651F108 49. 12922. SH SOLE 12922. 0. 0. ------------- PAGE TOTAL 6098.
FORM 13F
DATE: 050930 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) - --------------------- -------- ---------- ----------- --------- --------- --------- --------- -------- --------- --------- --------- ADC TELECOMMUNICATNS COMMON 000886309 220. 9614. SH SOLE 9614. 0. 0. ADELPHIA COMMUNCATN CLASS A 006848105 0. 128. SH SOLE 128. 0. 0. ADESA INC COMMON 00686U104 156. 7068. SH SOLE 7068. 0. 0. ADMINISTAFF INC COMMON 007094105 214. 5396. SH SOLE 5396. 0. 0. ADOBE SYSTEMS INC COMMON 00724F101 1367. 45786. SH SOLE 45786. 0. 0. ADOLOR CORP COMMON 00724X102 73. 6824. SH SOLE 6824. 0. 0. ADTRAN INC COMMON 00738A106 189. 6003. SH SOLE 6003. 0. 0. ADV MICRO DEVICES COMMON 007903107 2312. 91727. SH SOLE 91727. 0. 0. ADVANCED AUTO PARTS COMMON 00751Y106 323. 8355. SH SOLE 8355. 0. 0. ADVANCED DIGIT INFO COMMON 007525108 73. 7774. SH SOLE 7774. 0. 0. ADVANCED MEDICAL OP COM 00763M108 182. 4804. SH SOLE 4804. 0. 0. ADVANCED NROMDLN SYS COMMON 00757T101 110. 2324. SH SOLE 2324. 0. 0. ADVANTA CORP CLASS A 007942105 79. 3047. SH SOLE 3047. 0. 0. ADVENT SOFTWARE INC COMMON 007974108 92. 3430. SH SOLE 3430. 0. 0. ADVISORY BRD CO COMMON 00762W107 85. 1624. SH SOLE 1624. 0. 0. ADVO INC COMMON 007585102 69. 2205. SH SOLE 2205. 0. 0. AEROFLEX INC COMMON 007768104 65. 6900. SH SOLE 6900. 0. 0. ------------- PAGE TOTAL 5609.
FORM 13F
DATE: 050930 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 87. 4092. SH SOLE 4092. 0. 0. AES CORP COMMON 00130H105 880. 53548. SH SOLE 53548. 0. 0. AETNA INC COMMON 00817Y108 5642. 65500. SH SOLE 63525. 0. 1975. AFC ENTERPRISES INC COMMON 00104Q107 30. 2570. SH SOLE 2570. 0. 0. AFFILIATED COMP SVCS CL A CO 008190100 2827. 51775. SH SOLE 50400. 0. 1375. AFFILIATED MANAGE GR COMMON 008252108 170. 2342. SH SOLE 2342. 0. 0. AFFYMETRIX INC COMMON 00826T108 208. 4490. SH SOLE 4490. 0. 0. AFLAC INC COMMON 001055102 4213. 92994. SH SOLE 89544. 0. 3450. AGCO CORP COMMON 001084102 125. 6892. SH SOLE 6892. 0. 0. AGERE SYSTEMS INC COMMON 00845V308 132. 12643. SH SOLE 12643. 0. 0. AGILE SOFTWARE CORP COMMON 00846X105 68. 9446. SH SOLE 9446. 0. 0. AGILENT TECHN INC COMMON 00846U101 1299. 39655. SH SOLE 39655. 0. 0. AGILYSYS INC COMMON 00847J105 59. 3493. SH SOLE 3493. 0. 0. AGL RESOURCES INC COMMON 001204106 212. 5723. SH SOLE 5723. 0. 0. AGNICO EAGLE MINES COMMON 008474108 4910. 330900. SH SOLE 330900. 0. 0. AGRIUM INC COMMON 008916108 34079. 1546890. SH SOLE 1541840. 0. 5050. AIR LIQUIDE ADR (0. 009126202 651. 17753. SH SOLE 17753. 0. 0. ------------- PAGE TOTAL 55592.
FORM 13F
DATE: 050930 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) - --------------------- -------- ---------- ----------- --------- --------- --------- --------- -------- --------- --------- --------- AIR PRODS & CHEMS COMMON 009158106 1290. 23401. SH SOLE 23401. 0. 0. AIRGAS INC COMMON 009363102 166. 5617. SH SOLE 5617. 0. 0. AIRNET COMMUN CORP COMMON 00941P403 0. 58. SH SOLE 58. 0. 0. AIRTRAN HLDGS INC COMMON 00949P108 104. 8246. SH SOLE 8246. 0. 0. AK STL HLDG CORP COMMON 001547108 71. 8305. SH SOLE 8305. 0. 0. AKAMAI TECH INC COMMON 00971T101 145. 9062. SH SOLE 9062. 0. 0. ALABAMA NATL BANCORP COMMON 010317105 79. 1243. SH SOLE 1243. 0. 0. ALAMOSA HLDGS INC COMMON 011589108 156. 9123. SH SOLE 9123. 0. 0. ALASKA AIR GROUP INC COMMON 011659109 67. 2307. SH SOLE 2307. 0. 0. ALBANY INTL CORP CLASS A 012348108 87. 2373. SH SOLE 2373. 0. 0. ALBEMARLE CORP COMMON 012653101 132. 3505. SH SOLE 3505. 0. 0. ALBERTO-CULVER CO COMMON 013068101 4326. 96665. SH SOLE 93841. 0. 2824. ALBERTSONS INC COMMON 013104104 781. 30449. SH SOLE 30449. 0. 0. ALCAN INC COMMON 013716105 127620. 4021156. SH SOLE 3967461. 0. 53695. ALCOA INC COMMON 013817101 2049. 83909. SH SOLE 83909. 0. 0. ALEXANDER & BALDWIN COMMON 014482103 170. 3196. SH SOLE 3196. 0. 0. ALEXANDER'S INC COMMON 014752109 103. 382. SH SOLE 382. 0. 0. ------------- PAGE TOTAL 137346.
FORM 13F
DATE: 050930 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) - --------------------- -------- ---------- ----------- --------- --------- --------- --------- -------- --------- --------- --------- ALEXANDRIA REAL ESTA COMMON 015271109 116. 1408. SH SOLE 1408. 0. 0. ALEXION PHARM INC COMMON 015351109 85. 3064. SH SOLE 3064. 0. 0. ALFA CORP COMMON 015385107 98. 5877. SH SOLE 5877. 0. 0. ALICO INC COMMON 016230104 64. 1248. SH SOLE 1248. 0. 0. ALIGN TECH INC COMMON 016255101 60. 8961. SH SOLE 8961. 0. 0. ALKERMES INC COMMON 01642T108 110. 6543. SH SOLE 6543. 0. 0. ALLEGHANY CORP DEL COMMON 017175100 179. 586. SH SOLE 586. 0. 0. ALLEGHENY ENERGY INC COMMON 017361106 319. 10386. SH SOLE 10386. 0. 0. ALLEGHENY TECH INC COMMON 01741R102 232. 7503. SH SOLE 7503. 0. 0. ALLERGAN INC COMMON 018490102 1212. 13232. SH SOLE 13232. 0. 0. ALLETE COMMON 018522300 103. 2254. SH SOLE 2254. 0. 0. ALLIANCE ATLANTIS CLASS B 01853E204 1056. 38200. SH SOLE 38200. 0. 0. ALLIANCE CAP MGM HLD UNIT LT 01855A101 292. 6098. SH SOLE 6098. 0. 0. ALLIANCE DATA SYSTEM COMMON 018581108 242. 6174. SH SOLE 6174. 0. 0. ALLIANCE GAMING CORP COMMON 01859P609 65. 6027. SH SOLE 6027. 0. 0. ALLIANCE IMAGING INC COMMON 018606202 52. 6098. SH SOLE 6098. 0. 0. ALLIANCE RESRCE PRT UT LTD 01877R108 103. 2240. SH SOLE 2240. 0. 0. ------------- PAGE TOTAL 4388.
FORM 13F
DATE: 050930 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) - --------------------- -------- ---------- ----------- --------- --------- --------- --------- -------- --------- --------- --------- ALLIANT ENERGY CORP COMMON 018802108 252. 8637. SH SOLE 8637. 0. 0. ALLIANT TECHSYSTEMS COMMON 018804104 215. 2876. SH SOLE 2876. 0. 0. ALLIANZ AKTIENGESELL SP ADR 018805101 572. 42320. SH SOLE 42320. 0. 0. ALLIED WASTE IND COMMON 019589308 218. 25833. SH SOLE 25833. 0. 0. ALLMERICA FINL CORP COMMON 019754100 166. 4039. SH SOLE 4039. 0. 0. ALLSCRIPTS HEALTHCAR COMMON 01988P108 90. 5011. SH SOLE 5011. 0. 0. ALLSTATE CORP COMMON 020002101 3528. 63805. SH SOLE 63805. 0. 0. ALLTEL CORP COMMON 020039103 2184. 33539. SH SOLE 33539. 0. 0. ALPHARMA INC CLASS A 020813101 124. 4968. SH SOLE 4968. 0. 0. ALTERA CORP COMMON 021441100 725. 37925. SH SOLE 37925. 0. 0. ALTIRIS INC COMMON 02148M100 42. 2726. SH SOLE 2726. 0. 0. ALTRIA GROUP INC COMMON 02209S103 17561. 238352. SH SOLE 235807. 0. 2545. AMAZON COM INC COMMON 023135106 1573. 34719. SH SOLE 34719. 0. 0. AMB PROPERTY CORP COMMON 00163T109 278. 6196. SH SOLE 6196. 0. 0. AMBAC FINANCIAL GRP COMMON 023139108 639. 8867. SH SOLE 8867. 0. 0. AMCOL INTL CORP COMMON 02341W103 61. 3223. SH SOLE 3223. 0. 0. AMCORE FINANCIAL INC COMMON 023912108 74. 2363. SH SOLE 2363. 0. 0. ------------- PAGE TOTAL 28302.
FORM 13F
DATE: 050930 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 3000. 108200. SH SOLE 108200. 0. 0. AMEGY BANCORPORATION COMMON 02343R102 114. 5023. SH SOLE 5023. 0. 0. AMERADA HESS CORP COMMON 023551104 1028. 7479. SH SOLE 7479. 0. 0. AMERCO COMMON 023586100 95. 1626. SH SOLE 1626. 0. 0. AMEREN CORPORATION COMMON 023608102 852. 15921. SH SOLE 15921. 0. 0. AMERICA ONLINE LATIN CLASS A 02365B100 0. 9955. SH SOLE 9955. 0. 0. AMERICAN AXLE & MFG COMMON 024061103 95. 4131. SH SOLE 4131. 0. 0. AMERICAN EAGLE OUTFT COMMON 02553E106 259. 11027. SH SOLE 11027. 0. 0. AMERICAN EXPRESS CO COMMON 025816109 10062. 175496. SH SOLE 172746. 0. 2750. AMERICAN FINL RLTY COMMON 02607P305 120. 8425. SH SOLE 8425. 0. 0. AMERICAN MED SYS HLD COMMON 02744M108 101. 5009. SH SOLE 5009. 0. 0. AMERICAN NATL INS CO COMMON 028591105 241. 2023. SH SOLE 2023. 0. 0. AMERICAN PHARMACEUTI USD0.01 02886P109 245. 5374. SH SOLE 5374. 0. 0. AMERICAN REAL EST DEPOSIT 029169109 135. 3606. SH SOLE 3606. 0. 0. AMERICAN STANDARD CO COMMON 029712106 4280. 91940. SH SOLE 83715. 0. 8225. AMERICAN STS WTR CO COMMON 029899101 80. 2389. SH SOLE 2389. 0. 0. AMERICAN TOWER CORP CLASS A 029912201 757. 30329. SH SOLE 30329. 0. 0. ------------- PAGE TOTAL 21464.
FORM 13F
DATE: 050930 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 WOODMARK COMMON 030506109 66. 1952. SH SOLE 1952. 0. 0. AMERICREDIT CORP COMMON 03060R101 284. 11882. SH SOLE 11882. 0. 0. AMERIGROUP CORP COMMON 03073T102 71. 3696. SH SOLE 3696. 0. 0. AMERISOURCE-BERGEN COMMON 03073E105 701. 9074. SH SOLE 9074. 0. 0. AMERISTAR CASINOS COMMON 03070Q101 86. 4142. SH SOLE 4142. 0. 0. AMERITRADE HLDG CORP COMMON 03074K100 689. 32087. SH SOLE 32087. 0. 0. AMERN ELEC PWR INC COMMON 025537101 1609. 40528. SH SOLE 40528. 0. 0. AMERN FINL GROUP COMMON 025932104 187. 5524. SH SOLE 5524. 0. 0. AMERN GREETINGS CORP CLASS A 026375105 141. 5138. SH SOLE 5138. 0. 0. AMERN HEALTHWAYS COMMON 02649V104 106. 2503. SH SOLE 2503. 0. 0. AMERN HOME MTG INVT COMMON 02660R107 93. 3064. SH SOLE 3064. 0. 0. AMERN INTL GROUP INC COMMON 026874107 19900. 338016. SH SOLE 332597. 0. 5419. AMERN ITALIAN PASTA CLASS A 027070101 27. 2576. SH SOLE 2576. 0. 0. AMERN PWR CONVERSION COMMON 029066107 484. 18674. SH SOLE 18674. 0. 0. AMERN SUPERCONDUCTOR COMMON 030111108 66. 6395. SH SOLE 6395. 0. 0. AMERUS GROUP CO COMMON 03072M108 165. 2877. SH SOLE 2877. 0. 0. AMETEK INC COMMON 031100100 223. 5201. SH SOLE 5201. 0. 0. ------------- PAGE TOTAL 24898.
FORM 13F
DATE: 050930 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) - --------------------- -------- ---------- ----------- --------- --------- --------- --------- -------- --------- --------- --------- AMGEN INC COMMON 031162100 16598. 208329. SH SOLE 199604. 0. 8725. AMIS HOLDINGS INC COMMON 031538101 79. 6682. SH SOLE 6682. 0. 0. AMKOR TECHNOLOGY INC COMMON 031652100 54. 12431. SH SOLE 12431. 0. 0. AMLI RES PPTYS TR SH BEN 001735109 75. 2327. SH SOLE 2327. 0. 0. AMN HEALTHCARE SERVI COMMON 001744101 66. 4237. SH SOLE 4237. 0. 0. AMPHENOL CORPORATION CLASS A 032095101 272. 6744. SH SOLE 6744. 0. 0. AMR CORP COMMON 001765106 139. 12466. SH SOLE 12466. 0. 0. AMSOUTH BANCORP COMMON 032165102 940. 37208. SH SOLE 37208. 0. 0. AMSURG CORP COMMON 03232P405 78. 2841. SH SOLE 2841. 0. 0. AMYLIN PHARM INC COMMON 032346108 276. 7922. SH SOLE 7922. 0. 0. ANADARKO PETE COMMON 032511107 2444. 25522. SH SOLE 25522. 0. 0. ANALOG DEVICES INC COMMON 032654105 4135. 111333. SH SOLE 111333. 0. 0. ANALOGIC CORP COMMON 032657207 79. 1575. SH SOLE 1575. 0. 0. ANALYSTS INTL CORP COMMON 032681108 1. 490. SH SOLE 490. 0. 0. ANCHOR BANCORP COMMON 032839102 74. 2497. SH SOLE 2497. 0. 0. ANDREW CORP COMMON 034425108 145. 12979. SH SOLE 12979. 0. 0. ANDRX GROUP COMMON 034553107 87. 5630. SH SOLE 5630. 0. 0. ------------- PAGE TOTAL 25542.
FORM 13F
DATE: 050930 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) - --------------------- -------- ---------- ----------- --------- --------- --------- --------- -------- --------- --------- --------- ANGIOTECH PHARMA COMMON 034918102 999. 71650. SH SOLE 71650. 0. 0. ANHEUSER BUSCH COS COMMON 035229103 3169. 73625. SH SOLE 73625. 0. 0. ANIXTER INTL INC COMMON 035290105 105. 2613. SH SOLE 2613. 0. 0. ANNALY MTG MGMT INC COMMON 035710409 119. 9193. SH SOLE 9193. 0. 0. ANNTAYLOR STORES COMMON 036115103 138. 5201. SH SOLE 5201. 0. 0. ANSYS INC COMMON 03662Q105 96. 2491. SH SOLE 2491. 0. 0. ANTEON INTL CORP COMMON 03674E108 108. 2532. SH SOLE 2532. 0. 0. ANTHRACITE CAP INC COMMON 037023108 62. 5359. SH SOLE 5359. 0. 0. ANTIGENICS INC DEL COMMON 037032109 53. 9841. SH SOLE 9841. 0. 0. ANWORTH MORTGAGE AS COMMON 037347101 58. 6986. SH SOLE 6986. 0. 0. AO TATNEFT SP ADR 03737P306 641. 9963. SH SOLE 9963. 0. 0. AON CORPORATION COMMON 037389103 829. 25833. SH SOLE 25833. 0. 0. APAC CUSTOMER SVS COMMON 00185E106 1. 1176. SH SOLE 1176. 0. 0. APACHE CORP COMMON 037411105 2471. 32852. SH SOLE 32852. 0. 0. APARTMENT INVT&MGMT CLASS A 03748R101 583. 15039. SH SOLE 15039. 0. 0. APOGEE ENTERPRISES COMMON 037598109 87. 5085. SH SOLE 5085. 0. 0. APOLLO GROUP INC CLASS A 037604105 1386. 20870. SH SOLE 20870. 0. 0. ------------- PAGE TOTAL 10905.
FORM 13F
DATE: 050930 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) - --------------------- -------- ---------- ----------- --------- --------- --------- --------- -------- --------- --------- --------- APPIANT TECH INC COMMON 03782R108 0. 1470. SH SOLE 1470. 0. 0. APPLE COMPUTER INC COMMON 037833100 8568. 159812. SH SOLE 158812. 0. 1000. APPLEBEES INTL INC COMMON 037899101 130. 6267. SH SOLE 6267. 0. 0. APPLERA CORPORATION GENOMIC 038020202 73. 5996. SH SOLE 5996. 0. 0. APPLERA CORPORATION BIOSYST 038020103 385. 16581. SH SOLE 16581. 0. 0. APPLIED DIGITAL SOL COMMON 038188306 2. 793. SH SOLE 793. 0. 0. APPLIED FILMS CORP COMMON 038197109 59. 2791. SH SOLE 2791. 0. 0. APPLIED INDL TECH COMMON 03820C105 83. 2312. SH SOLE 2312. 0. 0. APPLIED MATERIALS COMMON 038222105 2960. 174501. SH SOLE 174501. 0. 0. APPLIED MICRO CRCTS COMMON 03822W109 76. 25356. SH SOLE 25356. 0. 0. APPLIEDTHEORY CORP COMMON 03828R104 0. 700. SH SOLE 700. 0. 0. APRIA HEALTHCARE GRP COMMON 037933108 129. 4027. SH SOLE 4027. 0. 0. APTARGROUP INC COMMON 038336103 133. 2663. SH SOLE 2663. 0. 0. AQUA AMERICA INC COMMON 03836W103 276. 7253. SH SOLE 7253. 0. 0. AQUAGENIX INC COMMON 03838R102 0. 1470. SH SOLE 1470. 0. 0. AQUANTIVE INC COMMON 03839G105 117. 5805. SH SOLE 5805. 0. 0. AQUILA INC COMMON 03840P102 71. 17999. SH SOLE 17999. 0. 0. ------------- PAGE TOTAL 13062.
FORM 13F
DATE: 050930 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) - --------------------- -------- ---------- ----------- --------- --------- --------- --------- -------- --------- --------- --------- ARAMARK CORP CLASS B 038521100 381. 14256. SH SOLE 14256. 0. 0. ARBITRON INC COMMON 03875Q108 88. 2218. SH SOLE 2218. 0. 0. ARCH CAP GROUP LTD ORDINAR G0450A105 127. 2559. SH SOLE 2559. 0. 0. ARCH CHEMICALS INC COMMON 03937R102 55. 2367. SH SOLE 2367. 0. 0. ARCH COAL INC COMMON 039380100 317. 4695. SH SOLE 4695. 0. 0. ARCHER DANIELS MIDLD COMMON 039483102 2343. 95030. SH SOLE 95030. 0. 0. ARCHSTONE SMITH TR COMMON 039583109 644. 16142. SH SOLE 16142. 0. 0. ARDEN RLTY GRP INC COMMON 039793104 204. 4964. SH SOLE 4964. 0. 0. ARGONAUT GROUP INC COMMON 040157109 79. 2919. SH SOLE 2919. 0. 0. ARGOSY GAMING CORP COMMON 040228108 103. 2197. SH SOLE 2197. 0. 0. ARIBA INC COMMON 04033V203 45. 7973. SH SOLE 7973. 0. 0. ARKANSAS BEST CORP COMMON 040790107 62. 1783. SH SOLE 1783. 0. 0. ARMOR HOLDINGS INC COMMON 042260109 110. 2546. SH SOLE 2546. 0. 0. ARRIS GROUP INC COMMON 04269Q100 1570. 132391. SH SOLE 132391. 0. 0. ARROW ELECTRS INC COMMON 042735100 276. 8788. SH SOLE 8788. 0. 0. ARROW INTL INC COMMON 042764100 91. 3223. SH SOLE 3223. 0. 0. ART TECHNOLOGY GRP COMMON 04289L107 2. 1568. SH SOLE 1568. 0. 0. ------------- PAGE TOTAL 6497.
FORM 13F
DATE: 050930 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) - --------------------- -------- ---------- ----------- --------- --------- --------- --------- -------- --------- --------- --------- ARTESYN TECHNO INC COMMON 043127109 60. 6464. SH SOLE 6464. 0. 0. ARTHROCARE CORP COMMON 043136100 97. 2410. SH SOLE 2410. 0. 0. ARVINMERITOR INC COMMON 043353101 85. 5093. SH SOLE 5093. 0. 0. ASBURY AUTOMOTIVE GR COMMON 043436104 75. 4404. SH SOLE 4404. 0. 0. ASHLAND INC COMMON 044209104 321. 5810. SH SOLE 5810. 0. 0. ASPECT MED SYS INC COMMON 045235108 93. 3124. SH SOLE 3124. 0. 0. ASSOCIATED BANC CORP COMMON 045487105 301. 9875. SH SOLE 9875. 0. 0. ASSURANT INC COMMON 04621X108 406. 10675. SH SOLE 10675. 0. 0. ASTEC INDS INC COMMON 046224101 102. 3603. SH SOLE 3603. 0. 0. ASTORIA FINL CORP COMMON 046265104 234. 8868. SH SOLE 8868. 0. 0. ASTROPOWER INC COMMON 04644A101 0. 2338. SH SOLE 2338. 0. 0. AT&T CORP COMMON 001957505 1555. 78521. SH SOLE 78521. 0. 0. ATARI INC COMMON 04651M105 31. 21217. SH SOLE 21217. 0. 0. ATHEROGENICS INC COMMON 047439104 80. 4963. SH SOLE 4963. 0. 0. ATHEROS COMMUNICATNS COMMON 04743P108 967. 99100. SH SOLE 99100. 0. 0. ATI TECHNOLOGIES INC COMMON 001941103 17008. 1228879. SH SOLE 1189554. 0. 39325. ATLAS AMERICA INC COMMON 049167109 52. 1059. SH SOLE 1059. 0. 0. ------------- PAGE TOTAL 21467.
FORM 13F
DATE: 050930 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) - --------------------- -------- ---------- ----------- --------- --------- --------- --------- -------- --------- --------- --------- ATMEL CORP COMMON 049513104 75. 36542. SH SOLE 36542. 0. 0. ATMI INC COMMON 00207R101 76. 2451. SH SOLE 2451. 0. 0. ATMOS ENERGY CORP COMMON 049560105 165. 5842. SH SOLE 5842. 0. 0. ATWOOD OCEANICS INC COMMON 050095108 97. 1149. SH SOLE 1149. 0. 0. AURORA FOODS INC COMMON 05164B106 0. 2475. SH SOLE 2475. 0. 0. AUTODESK INC COMMON 052769106 997. 21473. SH SOLE 21473. 0. 0. AUTOMATIC DATA PROC COMMON 053015103 2449. 56900. SH SOLE 56900. 0. 0. AUTONATION INC COMMON 05329W102 432. 21609. SH SOLE 21609. 0. 0. AUTOZONE INC COMMON 053332102 568. 6817. SH SOLE 6817. 0. 0. AVALONBAY COMMNTIES COMMON 053484101 471. 5494. SH SOLE 5494. 0. 0. AVANEX CORP COMMON 05348W109 4. 3941. SH SOLE 3941. 0. 0. AVATAR HOLDINGS INC COMMON 053494100 78. 1310. SH SOLE 1310. 0. 0. AVAYA INC COMMON 053499109 382. 37098. SH SOLE 37098. 0. 0. AVERY DENNISON CORP COMMON 053611109 468. 8933. SH SOLE 8933. 0. 0. AVIALL INC COMMON 05366B102 84. 2480. SH SOLE 2480. 0. 0. AVID TECHNOLOGY INC COMMON 05367P100 101. 2432. SH SOLE 2432. 0. 0. AVISTA CORPORATION COMMON 05379B107 68. 3483. SH SOLE 3483. 0. 0. ------------- PAGE TOTAL 6515.
FORM 13F
DATE: 050930 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) - -------------------- ------- --------- ----------- --------- --------- --------- --------- -------- --------- --------- --------- AVNET INC COMMON 053807103 229. 9352. SH SOLE 9352. 0. 0. AVOCENT CORP COMMON 053893103 112. 3534. SH SOLE 3534. 0. 0. AVON PRODUCTS INC COMMON 054303102 1405. 52049. SH SOLE 52049. 0. 0. AVX CORP COMMON 002444107 169. 13276. SH SOLE 13276. 0. 0. AWARE INC MASS COMMON 05453N100 4. 686. SH SOLE 686. 0. 0. AXCAN PHARMA INC COMMON 054923107 8339. 647650. SH SOLE 630025. 0. 17625. AXCELIS TECHNOLOGIES COMMON 054540109 41. 7793. SH SOLE 7793. 0. 0. AXT INC COMMON 00246W103 1. 490. SH SOLE 490. 0. 0. AZTAR CORP COMMON 054802103 80. 2587. SH SOLE 2587. 0. 0. BAKER HUGHES INC COMMON 057224107 2018. 33819. SH SOLE 33819. 0. 0. BALDOR ELEC CO COMMON 057741100 64. 2539. SH SOLE 2539. 0. 0. BALDWIN & LYONS INC CLASS B 057755209 68. 2730. SH SOLE 2730. 0. 0. BALL CORP COMMON 058498106 339. 9219. SH SOLE 9219. 0. 0. BALLARD POWER SYS COMMON 05858H104 554. 98935. SH SOLE 98935. 0. 0. BANCFIRST CORP COMMON 05945F103 79. 926. SH SOLE 926. 0. 0. BANCO BILBAO VIZCAYA ADR (1 05946K101 710. 40466. SH SOLE 40466. 0. 0. BANCO SANTANDER CHIL ADR(103 05965X109 178. 4048. SH SOLE 4048. 0. 0. ------------- PAGE TOTAL 14390.
FORM 13F
DATE: 050930 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) - -------------------- ------- --------- ----------- --------- --------- --------- --------- -------- --------- --------- --------- BANCOLOMBIA S A SP ADR 05968L102 110. 5000. SH SOLE 5000. 0. 0. BANCORPSOUTH INC COMMON 059692103 132. 5771. SH SOLE 5771. 0. 0. BANDAG INC COMMON 059815100 62. 1447. SH SOLE 1447. 0. 0. BANK HAWAII CORP COMMON 062540109 198. 4015. SH SOLE 4015. 0. 0. BANK MUTUAL CORP COMMON 063750103 61. 5673. SH SOLE 5673. 0. 0. BANK NEW YORK INC COMMON 064057102 2209. 75118. SH SOLE 75118. 0. 0. BANK OF AMERICA CORP COMMON 060505104 17234. 409347. SH SOLE 408647. 0. 700. BANK OF MONTREAL COMMON 063671101 422942. 8705003. SH SOLE 7965613. 0. 739390. BANK OF NOVA SCOTIA COMMON 064149107 553615. 14484838. SH SOLE 13376842. 0. 1107996. BANK OF THE OZARKS COMMON 063904106 68. 1992. SH SOLE 1992. 0. 0. BANKATLANTIC BANCORP CLASS A 065908501 77. 4551. SH SOLE 4551. 0. 0. BANKUNITED FINL CORP CLASS A 06652B103 51. 2223. SH SOLE 2223. 0. 0. BANNER CORP COMMON 06652V109 58. 2173. SH SOLE 2173. 0. 0. BANTA CORP COMMON 066821109 95. 1873. SH SOLE 1873. 0. 0. BARD C R INC COMMON 067383109 4431. 67213. SH SOLE 63833. 0. 3380. BARNES & NOBLE INC COMMON 067774109 197. 5230. SH SOLE 5230. 0. 0. BARR PHARMACEUTICALS COMMON 068306109 439. 7989. SH SOLE 7989. 0. 0. ------------- PAGE TOTAL 1001979.
FORM 13F
DATE: 050930 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) - -------------------- ------- --------- ----------- --------- --------- --------- --------- -------- --------- --------- --------- BARRICK GOLD CORP COMMON 067901108 122260. 4212331. SH SOLE 4132688. 0. 79643. BAUSCH & LOMB INC COMMON 071707103 348. 4309. SH SOLE 4309. 0. 0. BAXTER INTL INC COMMON 071813109 3656. 91707. SH SOLE 89507. 0. 2200. BAYOU STL CORP LA PL CLASS A 073051104 0. 2500. SH SOLE 2500. 0. 0. BB&T CORPORATION COMMON 054937107 1997. 51128. SH SOLE 51128. 0. 0. BCE INC COMMON 05534B109 328710. 11983197. SH SOLE 10916711. 0. 1066486. BE AEROSPACE INC COMMON 073302101 92. 5582. SH SOLE 5582. 0. 0. BE INC COMMON 073309106 1. 1100. SH SOLE 1100. 0. 0. BEA SYSTEMS INC COMMON 073325102 328. 36449. SH SOLE 36449. 0. 0. BEAR STEARNS COS INC COMMON 073902108 929. 8465. SH SOLE 8465. 0. 0. BEARINGPOINT INC COMMON 074002106 112. 14711. SH SOLE 14711. 0. 0. BEAZER HOMES USA INC COMMON 07556Q105 180. 3063. SH SOLE 3063. 0. 0. BEBE STORES INC COMMON 075571109 116. 6610. SH SOLE 6610. 0. 0. BECKMAN COULTER INC COMMON 075811109 250. 4636. SH SOLE 4636. 0. 0. BECTON DICKINSON COMMON 075887109 1332. 25401. SH SOLE 25401. 0. 0. BED BATH & BEYOND COMMON 075896100 1408. 35031. SH SOLE 35031. 0. 0. BELDEN CDT INC COMMON 077454106 70. 3578. SH SOLE 3578. 0. 0. ------------- PAGE TOTAL 461789.
FORM 13F
DATE: 050930 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) - -------------------- ------- --------- ----------- --------- --------- --------- --------- -------- --------- --------- --------- BELLSOUTH CORP COMMON 079860102 6082. 231240. SH SOLE 227990. 0. 3250. BELO CORPORATION COMMON 080555105 202. 8847. SH SOLE 8847. 0. 0. BEMA GOLD CORP COMMON 08135F107 973. 362250. SH SOLE 362250. 0. 0. BEMIS INC COMMON 081437105 214. 8663. SH SOLE 8663. 0. 0. BENCHMARK ELECTRS COMMON 08160H101 90. 3001. SH SOLE 3001. 0. 0. BERKLEY W R CORP COMMON 084423102 376. 9517. SH SOLE 9517. 0. 0. BERKSHIRE HATHAWAY CLASS A 084670108 9348. 114. SH SOLE 114. 0. 0. BERRY PETROLEUM CO CLASS A 085789105 112. 1673. SH SOLE 1673. 0. 0. BEST BUY INC COMMON 086516101 2055. 47199. SH SOLE 47199. 0. 0. BEVERLY ENTERPRISES COMMON 087851309 99. 8044. SH SOLE 8044. 0. 0. BIG 5 SPORTING GOODS COMMON 08915P101 66. 2778. SH SOLE 2778. 0. 0. BIG LOTS INC COMMON 089302103 106. 9677. SH SOLE 9677. 0. 0. BIO RAD LABS INC CLASS A 090572207 102. 1861. SH SOLE 1861. 0. 0. BIOGEN IDEC INC COMMON 09062X103 1299. 32894. SH SOLE 32894. 0. 0. BIOMARIN PHARMAC INC COMMON 09061G101 120. 13731. SH SOLE 13731. 0. 0. BIOMET INC COMMON 090613100 889. 25602. SH SOLE 25602. 0. 0. BIOSITE INC COMMON 090945106 78. 1265. SH SOLE 1265. 0. 0. ------------- PAGE TOTAL 22211.
FORM 13F
DATE: 050930 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) - -------------------- ------- --------- ----------- --------- --------- --------- --------- -------- --------- --------- --------- BIOTECH HOLDERS TR DEPOSTR 09067D201 343. 1800. SH SOLE 1800. 0. 0. BIOVAIL CORP COMMON 09067J109 3254. 139380. SH SOLE 139380. 0. 0. BISYS GROUP INC COMMON 055472104 118. 8820. SH SOLE 8820. 0. 0. BJ SVCS CO COMMON 055482103 947. 26320. SH SOLE 26320. 0. 0. BJS WHOLESALE CLUB COMMON 05548J106 147. 5277. SH SOLE 5277. 0. 0. BLACK & DECKER CORP COMMON 091797100 538. 6552. SH SOLE 6552. 0. 0. BLACK BOX CORP DEL COMMON 091826107 69. 1644. SH SOLE 1644. 0. 0. BLACK HILLS CORP COMMON 092113109 100. 2317. SH SOLE 2317. 0. 0. BLACKROCK INC COMMON 09247X101 126. 1418. SH SOLE 1418. 0. 0. BLOCK H & R INC COMMON 093671105 672. 28006. SH SOLE 28006. 0. 0. BLOCKBUSTER INC CLASS A 093679108 66. 13830. SH SOLE 13830. 0. 0. BLOUNT INTL INC COMMON 095180105 71. 4007. SH SOLE 4007. 0. 0. BLYTH INC COMMON 09643P108 75. 3382. SH SOLE 3382. 0. 0. BMC SOFTWARE INC COMMON 055921100 385. 18250. SH SOLE 18250. 0. 0. BOB EVANS FARMS INC COMMON 096761101 64. 2798. SH SOLE 2798. 0. 0. BOEING CO COMMON 097023105 5210. 76678. SH SOLE 76678. 0. 0. BOK FINL CORP COMMON 05561Q201 210. 4368. SH SOLE 4368. 0. 0. ------------- PAGE TOTAL 12395.
FORM 13F
DATE: 050930 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) - -------------------- ------- --------- ----------- --------- --------- --------- --------- -------- --------- --------- --------- BORDERS GROUP INC COMMON 099709107 130. 5885. SH SOLE 5885. 0. 0. BORG WARNER INC COMMON 099724106 237. 4198. SH SOLE 4198. 0. 0. BORLAND SOFTWARE COR COMMON 099849101 47. 8136. SH SOLE 8136. 0. 0. BOSTON PRIV FINL HLG COMMON 101119105 68. 2573. SH SOLE 2573. 0. 0. BOSTON PROPERTIES COMMON 101121101 586. 8266. SH SOLE 8266. 0. 0. BOSTON SCIENTIFIC COMMON 101137107 1861. 79620. SH SOLE 79620. 0. 0. BOTTOMLINE TECH DEL COMMON 101388106 6. 392. SH SOLE 392. 0. 0. BOWATER INC COMMON 102183100 119. 4206. SH SOLE 4206. 0. 0. BOWNE & CO INC COMMON 103043105 63. 4397. SH SOLE 4397. 0. 0. BOYD GAMING CORP COMMON 103304101 287. 6654. SH SOLE 6654. 0. 0. BP ADR (6 055622104 1006. 14220. SH SOLE 14080. 0. 140. BP PRUDHOE BAY RTY UNIT BE 055630107 129. 1633. SH SOLE 1633. 0. 0. BRADY CORP CLASS A 104674106 106. 3428. SH SOLE 3428. 0. 0. BRANDYWINE RLTY TR SH BEN 105368203 127. 4089. SH SOLE 4089. 0. 0. BRASCAN CORP CLASS A 10549P606 135565. 2907360. SH SOLE 2860837. 0. 46523. BRE PROPERTIES INC CLASS A 05564E106 167. 3754. SH SOLE 3754. 0. 0. BRIGGS & STRATTON CO COMMON 109043109 136. 3935. SH SOLE 3935. 0. 0. ------------- PAGE TOTAL 140640.
FORM 13F
DATE: 050930 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) - -------------------- ------- --------- ----------- --------- --------- --------- --------- -------- --------- --------- --------- BRIGHT HORIZON FAM COMMON 109195107 78. 2031. SH SOLE 2031. 0. 0. BRIGHTPOINT INC COMMON 109473405 105. 5472. SH SOLE 5472. 0. 0. BRILLIAN CORP COMMON 10949P107 0. 109. SH SOLE 109. 0. 0. BRINKER INTL INC COMMON 109641100 275. 7325. SH SOLE 7325. 0. 0. BRINKS COMPANY COMMON 109696104 170. 4133. SH SOLE 4133. 0. 0. BRISTOL MYERS SQUIBB COMMON 110122108 4418. 183627. SH SOLE 183627. 0. 0. BROADCOM CORP CLASS A 111320107 3596. 76644. SH SOLE 76644. 0. 0. BROCADE COMM SYS INC COMMON 111621108 77. 18965. SH SOLE 18965. 0. 0. BROOKFIELD HOMES CO COMMON 112723101 135. 2431. SH SOLE 2431. 0. 0. BROOKFIELD PPTYS COMMON 112900105 39401. 1343583. SH SOLE 1326023. 0. 17560. BROOKLINE BANCORP IN COMMON 11373M107 66. 4161. SH SOLE 4161. 0. 0. BROOKS AUTOMATION COMMON 114340102 55. 4091. SH SOLE 4091. 0. 0. BROWN & BROWN INC COMMON 115236101 259. 5205. SH SOLE 5205. 0. 0. BROWN FORMAN CORP CLASS B 115637209 580. 9744. SH SOLE 9744. 0. 0. BROWN SHOE INC COMMON 115736100 67. 2023. SH SOLE 2023. 0. 0. BRUNSWICK CORP COMMON 117043109 295. 7814. SH SOLE 7814. 0. 0. BUCKEYE PARTNERS L P PARTNER 118230101 125. 2619. SH SOLE 2619. 0. 0. ------------- PAGE TOTAL 49702.
FORM 13F
DATE: 050930 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) - -------------------- ------- --------- ----------- --------- --------- --------- --------- -------- --------- --------- --------- BUCKEYE TECHNOLOGIES COMMON 118255108 47. 5768. SH SOLE 5768. 0. 0. BUCKLE INC COMMON 118440106 78. 2282. SH SOLE 2282. 0. 0. BUNGE LIMITED COMMON G16962105 442. 8401. SH SOLE 8401. 0. 0. BURLINGTN NRTHRN S F COMMON 12189T104 2264. 37857. SH SOLE 37857. 0. 0. BURLINGTON COAT FAC COMMON 121579106 125. 3278. SH SOLE 3278. 0. 0. BURLINGTON RESOURCES COMMON 122014103 3314. 40753. SH SOLE 40753. 0. 0. BUSINESS OBJECTS S A SP ADR 12328X107 94. 2700. SH SOLE 2700. 0. 0. C D I CORP COMMON 125071100 98. 3314. SH SOLE 3314. 0. 0. C H ROBINSON WLDWIDE COMMON 12541W100 486. 7583. SH SOLE 7583. 0. 0. CABLEVISION SYS CORP CL A NY 12686C109 724. 23597. SH SOLE 23597. 0. 0. CABOT CORP COMMON 127055101 159. 4829. SH SOLE 4829. 0. 0. CABOT MICROELECT CO COMMON 12709P103 59. 2009. SH SOLE 2009. 0. 0. CABOT OIL & GAS CORP COMMON 127097103 191. 3774. SH SOLE 3774. 0. 0. CACI INTERNATIONAL CLASS A 127190304 128. 2115. SH SOLE 2115. 0. 0. CADENCE DESIGN SYS COMMON 127387108 334. 20661. SH SOLE 20661. 0. 0. CAE INC COMMON 124765108 1463. 217250. SH SOLE 217250. 0. 0. CAL DIVE INTL INC COMMON 127914109 183. 2883. SH SOLE 2883. 0. 0. ------------- PAGE TOTAL 10189.
FORM 13F
DATE: 050930 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) - -------------------- ------- --------- ----------- --------- --------- --------- --------- -------- --------- --------- --------- CALIFORNIA PIZZA KIT COMMON 13054D109 88. 3011. SH SOLE 3011. 0. 0. CALIFORNIA WTR SVC COMMON 130788102 82. 2001. SH SOLE 2001. 0. 0. CALLAWAY GOLF CO COMMON 131193104 84. 5561. SH SOLE 5561. 0. 0. CALPINE CORP COMMON 131347106 113. 43608. SH SOLE 43608. 0. 0. CAMBIOR INC COMMON 13201L103 564. 266200. SH SOLE 266200. 0. 0. CAMBREX CORP COMMON 132011107 57. 3024. SH SOLE 3024. 0. 0. CAMDEN PPTY TR SH BEN 133131102 220. 3946. SH SOLE 3946. 0. 0. CAMECO CORP COMMON 13321L108 8129. 152195. SH SOLE 152195. 0. 0. CAMPBELL SOUP CO COMMON 134429109 1225. 41190. SH SOLE 41190. 0. 0. CANON INC ADR (1 138006309 331. 6105. SH SOLE 6105. 0. 0. CANWEST GLBL COMMUN SUB VTG 138906102 21892. 1955325. SH SOLE 1893875. 0. 61450. CAPITAL CITY BK GRP COMMON 139674105 78. 2080. SH SOLE 2080. 0. 0. CAPITAL ONE FINL CO COMMON 14040H105 1906. 23965. SH SOLE 23965. 0. 0. CAPITL AUTOMTVE REIT COM SH 139733109 128. 3314. SH SOLE 3314. 0. 0. CAPITOL BANCORP LTD COMMON 14056D105 69. 2119. SH SOLE 2119. 0. 0. CAPITOL FED FINL COMMON 14057C106 192. 5603. SH SOLE 5603. 0. 0. CARBO CERAMICS INC COMMON 140781105 120. 1816. SH SOLE 1816. 0. 0. ------------- PAGE TOTAL 35278.
FORM 13F
DATE: 050930 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) - -------------------- ------- --------- ----------- --------- --------- --------- --------- -------- --------- --------- --------- CARDINAL HEALTH INC COMMON 14149Y108 2713. 42769. SH SOLE 42579. 0. 190. CAREER EDUCATION COMMON 141665109 332. 9347. SH SOLE 9347. 0. 0. CAREMARK RX INC COMMON 141705103 1860. 37259. SH SOLE 37259. 0. 0. CARLISLE COS INC COMMON 142339100 148. 2335. SH SOLE 2335. 0. 0. CARMAX INC COMMON 143130102 246. 7867. SH SOLE 7867. 0. 0. CARNIVAL CORP COMMON( 143658300 6736. 134765. SH SOLE 126315. 0. 8450. CARPENTER TECHNOLOGY COMMON 144285103 102. 1742. SH SOLE 1742. 0. 0. CARRAMERICA RLTY CP COMMON 144418100 146. 4055. SH SOLE 4055. 0. 0. CASCADE CORP COMMON 147195101 96. 1966. SH SOLE 1966. 0. 0. CASELLA WASTE SYS CLASS A 147448104 56. 4236. SH SOLE 4236. 0. 0. CASEYS GEN STORES COMMON 147528103 83. 3594. SH SOLE 3594. 0. 0. CASH AMER INTL INC COMMON 14754D100 54. 2579. SH SOLE 2579. 0. 0. CATALINA MARKETING COMMON 148867104 92. 4034. SH SOLE 4034. 0. 0. CATAPULT COMMNCATION COMMON 149016107 56. 3044. SH SOLE 3044. 0. 0. CATERPILLAR INC COMMON 149123101 8638. 147029. SH SOLE 139129. 0. 7900. CATHAY GEN BANCORP COMMON 149150104 129. 3650. SH SOLE 3650. 0. 0. CATO CORP CLASS A 149205106 70. 3517. SH SOLE 3517. 0. 0. ------------- PAGE TOTAL 21557.
FORM 13F
DATE: 050930 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) - -------------------- ------- --------- ----------- --------- --------- --------- --------- -------- --------- --------- --------- CBL & ASSOCIATE PROP COMMON 124830100 187. 4552. SH SOLE 4552. 0. 0. CBRL GROUP INC COMMON 12489V106 121. 3582. SH SOLE 3582. 0. 0. CDN IMP BANK COMMERC COMMON 136069101 165503. 2646915. SH SOLE 2618315. 0. 28600. CDN NATL RAILWAY COMMON 136375102 340606. 4793672. SH SOLE 4555157. 0. 238515. CDN NATURAL RES COMMON 136385101 169655. 3752132. SH SOLE 3706582. 0. 45550. CDN PACIFIC RAILWAY COMMON 13645T100 40503. 939815. SH SOLE 839815. 0. 100000. CDW CORPORATION COMMON 12512N105 439. 7450. SH SOLE 7450. 0. 0. CEC ENTMT INC COMMON 125137109 90. 2840. SH SOLE 2840. 0. 0. CEDAR FAIR L P DEPOSIT 150185106 119. 3961. SH SOLE 3961. 0. 0. CELESTICA INC SUB VTG 15101Q108 35043. 3120687. SH SOLE 3080312. 0. 40375. CELGENE CORP COMMON 151020104 800. 14728. SH SOLE 14728. 0. 0. CENDANT CORP COMMON 151313103 2912. 141102. SH SOLE 141102. 0. 0. CENTENE CORP DEL COMMON 15135B101 81. 3243. SH SOLE 3243. 0. 0. CENTENNIAL COMMUNCTN CLASS A 15133V208 118. 7869. SH SOLE 7869. 0. 0. CENTERPOINT ENERGY COMMON 15189T107 369. 24847. SH SOLE 24847. 0. 0. CENTERPOINT PPTYS TR COMMON 151895109 157. 3494. SH SOLE 3494. 0. 0. CENTEX CORP COMMON 152312104 665. 10301. SH SOLE 10301. 0. 0. ------------- PAGE TOTAL 757368.
FORM 13F
DATE: 050930 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) - -------------------- ------- --------- ----------- --------- --------- --------- --------- -------- --------- --------- --------- CENTRAL EUROP DIST COMMON 153435102 78. 1841. SH SOLE 1841. 0. 0. CENTRAL GARDEN&PET COMMON 153527106 67. 1486. SH SOLE 1486. 0. 0. CENTRAL PACIFIC FINL COMMON 154760102 70. 1985. SH SOLE 1985. 0. 0. CENTRAL PKG CORP COMMON 154785109 68. 4563. SH SOLE 4563. 0. 0. CENTURY ALUM CO COMMON 156431108 54. 2420. SH SOLE 2420. 0. 0. CENTURYTEL INC COMMON 156700106 386. 11041. SH SOLE 11041. 0. 0. CEPHALON INC COMMON 156708109 202. 4345. SH SOLE 4345. 0. 0. CEPHEID COMMON 15670R107 54. 7355. SH SOLE 7355. 0. 0. CERADYNE INC COMMON 156710105 101. 2741. SH SOLE 2741. 0. 0. CERIDIAN CORP COMMON 156779100 233. 11248. SH SOLE 11248. 0. 0. CERNER CORP COMMON 156782104 226. 2598. SH SOLE 2598. 0. 0. CERTEGY INC COMMON 156880106 196. 4887. SH SOLE 4887. 0. 0. CERUS CORP COMMON 157085101 3. 392. SH SOLE 392. 0. 0. CET SERVICES INC COMMON 125180109 1. 4018. SH SOLE 4018. 0. 0. CGI GROUP INC CLASS A 39945C109 5650. 771795. SH SOLE 771795. 0. 0. CH ENERGY GRP INC COMMON 12541M102 71. 1498. SH SOLE 1498. 0. 0. CHAMPION ENTERPRISES COMMON 158496109 101. 6828. SH SOLE 6828. 0. 0. ------------- PAGE TOTAL 7561.
FORM 13F
DATE: 050930 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) - -------------------- ------- --------- ----------- --------- --------- --------- --------- -------- --------- --------- --------- CHAPARRAL STEEL CO COMMON 159423102 41. 1630. SH SOLE 1630. 0. 0. CHARLES RIV LABS INT COMMON 159864107 215. 4935. SH SOLE 4935. 0. 0. CHARMING SHOPPES INC COMMON 161133103 87. 8165. SH SOLE 8165. 0. 0. CHARTER COMMUN INC CLASS A 16117M107 63. 42040. SH SOLE 42040. 0. 0. CHARTER FINL CORP WE COMMON 16122M100 65. 1898. SH SOLE 1898. 0. 0. CHARTERMAC COMMON 160908109 78. 3798. SH SOLE 3798. 0. 0. CHATTEM INC COMMON 162456107 67. 1876. SH SOLE 1876. 0. 0. CHC HELICOPTER CORP CLASS A 12541C203 741. 34400. SH SOLE 34400. 0. 0. CHECK POINT SOFTWARE ORDINAR M22465104 192. 7877. SH SOLE 7877. 0. 0. CHECKFREE CORP COMMON 162813109 259. 6844. SH SOLE 6844. 0. 0. CHECKPOINT SYSTEM COMMON 162825103 91. 3816. SH SOLE 3816. 0. 0. CHEESECAKE FACTORY COMMON 163072101 184. 5875. SH SOLE 5875. 0. 0. CHEMED CORP NEW COMMON 16359R103 82. 1900. SH SOLE 1900. 0. 0. CHEMICAL FINL CORP COMMON 163731102 63. 1937. SH SOLE 1937. 0. 0. CHEMTURA CORPORATION COMMON 163893100 223. 17938. SH SOLE 17938. 0. 0. CHESAPEAKE ENERGY COMMON 165167107 782. 20436. SH SOLE 20436. 0. 0. CHEVRON CORP COMMON 166764100 18092. 279640. SH SOLE 277040. 0. 2600. ------------- PAGE TOTAL 21325.
FORM 13F
DATE: 050930 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) - -------------------- ------- --------- ----------- --------- --------- --------- --------- -------- --------- --------- --------- CHICAGO MERCANTILE CLASS A 167760107 841. 2494. SH SOLE 2494. 0. 0. CHICOS FAS INC COMMON 168615102 502. 13634. SH SOLE 13634. 0. 0. CHILDRENS PL RETL ST COMMON 168905107 68. 1919. SH SOLE 1919. 0. 0. CHINA MOBILE HK LTD ADR(5 O 16941M109 133. 5400. SH SOLE 5400. 0. 0. CHIQUITA BRANDS INTL COMMON 170032809 80. 2880. SH SOLE 2880. 0. 0. CHIRON CORP COMMON 170040109 993. 22750. SH SOLE 22750. 0. 0. CHITTENDEN CORP COMMON 170228100 89. 3357. SH SOLE 3357. 0. 0. CHOICE HOTELS INTL COMMON 169905106 173. 2672. SH SOLE 2672. 0. 0. CHOICEPOINT INC COMMON 170388102 296. 6860. SH SOLE 6860. 0. 0. CHRISTOPHER & BKS CO COMMON 171046105 58. 4165. SH SOLE 4165. 0. 0. CHUBB CORP COMMON 171232101 1668. 18631. SH SOLE 18631. 0. 0. CHURCH & DWIGHT INC COMMON 171340102 175. 4727. SH SOLE 4727. 0. 0. CHURCHILL DOWNS INC COMMON 171484108 61. 1739. SH SOLE 1739. 0. 0. CIBER INC COMMON 17163B102 68. 9217. SH SOLE 9217. 0. 0. CIENA CORP COMMON 171779101 123. 46645. SH SOLE 46645. 0. 0. CIGNA CORP COMMON 125509109 1345. 11413. SH SOLE 11413. 0. 0. CIMAREX ENERGY CO COMMON 171798101 259. 5708. SH SOLE 5708. 0. 0. ------------- PAGE TOTAL 6932.
FORM 13F
DATE: 050930 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) - -------------------- ------- --------- ----------- --------- --------- --------- --------- -------- --------- --------- --------- CINCINNATI BELL INC COMMON 171871106 79. 17974. SH SOLE 17974. 0. 0. CINCINNATI FINL CORP COMMON 172062101 601. 14346. SH SOLE 14346. 0. 0. CINERGY CORP COMMON 172474108 657. 14800. SH SOLE 14800. 0. 0. CINTAS CORP COMMON 172908105 732. 17828. SH SOLE 17648. 0. 180. CIRCOR INTL INC COMMON 17273K109 68. 2480. SH SOLE 2480. 0. 0. CIRCUIT CITY STORE COMMON 172737108 289. 16816. SH SOLE 16816. 0. 0. CIRRUS LOGIC INC COMMON 172755100 111. 14676. SH SOLE 14676. 0. 0. CISCO SYSTEMS INC COMMON 17275R102 22706. 1268583. SH SOLE 1242733. 0. 25850. CIT GROUP INC COMMON 125581108 787. 17413. SH SOLE 17413. 0. 0. CITADEL BROADCASTING COMMON 17285T106 138. 10042. SH SOLE 10042. 0. 0. CITIGROUP INC COMMON 172967101 43242. 983385. SH SOLE 965993. 0. 17392. CITIZENS BKG CORP COMMON 174420109 90. 3184. SH SOLE 3184. 0. 0. CITIZENS COMMUN CO COMMON 17453B101 326. 24024. SH SOLE 24024. 0. 0. CITIZENS INC CLASS A 174740100 39. 6142. SH SOLE 6142. 0. 0. CITRIX SYS INC COMMON 177376100 414. 16484. SH SOLE 16484. 0. 0. CITY HLDG CO COMMON 177835105 78. 2190. SH SOLE 2190. 0. 0. CITY NATL CORP COMMON 178566105 259. 3701. SH SOLE 3701. 0. 0. ------------- PAGE TOTAL 70616.
FORM 13F
DATE: 050930 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) - -------------------- ------- --------- ----------- --------- --------- --------- --------- -------- --------- --------- --------- CKE RESTAURANTS INC COMMON 12561E105 58. 4392. SH SOLE 4392. 0. 0. CLAIRES STORES INC COMMON 179584107 173. 7182. SH SOLE 7182. 0. 0. CLARCOR INC COMMON 179895107 104. 3615. SH SOLE 3615. 0. 0. CLEAR CHANNEL COMMUN COMMON 184502102 1867. 56774. SH SOLE 56774. 0. 0. CLECO CORP COMMON 12561W105 85. 3613. SH SOLE 3613. 0. 0. CLEVELAND CLIFFS INC COMMON 185896107 272. 3128. SH SOLE 3128. 0. 0. CLICK COMMERCE INC COMMON 18681D208 3. 176. SH SOLE 176. 0. 0. CLOROX CO COMMON 189054109 961. 17303. SH SOLE 17303. 0. 0. CMGI INC COMMON 125750109 55. 33097. SH SOLE 33097. 0. 0. CMS ENERGY CORP COMMON 125896100 257. 15605. SH SOLE 15605. 0. 0. CNA FINL CORP COMMON 126117100 584. 19545. SH SOLE 19545. 0. 0. CNA SURETY CORP COMMON 12612L108 68. 4795. SH SOLE 4795. 0. 0. CNET NETWORKS COMMON 12613R104 142. 10430. SH SOLE 10430. 0. 0. CNF INC COMMON 12612W104 205. 3900. SH SOLE 3900. 0. 0. COACH INC COMMON 189754104 966. 30803. SH SOLE 30803. 0. 0. COBIZ INC COMMON 190897108 63. 3383. SH SOLE 3383. 0. 0. COCA COLA AMATIL LTD SP ADR 191085208 573. 47200. SH SOLE 47200. 0. 0. ------------- PAGE TOTAL 6436.
FORM 13F
DATE: 050930 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) - -------------------- ------- --------- ----------- --------- --------- --------- --------- -------- --------- --------- --------- COCA COLA BTLNG CONS COMMON 191098102 63. 1279. SH SOLE 1279. 0. 0. COCA COLA CO COMMON 191216100 10476. 242573. SH SOLE 241908. 0. 665. COCA COLA ENTERPRISE COMMON 191219104 722. 37002. SH SOLE 37002. 0. 0. COEUR D'ALENE MINES COMMON 192108108 70. 16506. SH SOLE 16506. 0. 0. COGENT COMM GROUP IN COMMON 19239V302 0. 1. SH SOLE 1. 0. 0. COGNEX CORP COMMON 192422103 102. 3405. SH SOLE 3405. 0. 0. COGNIZANT TECH SOLNS CLASS A 192446102 3432. 73672. SH SOLE 73672. 0. 0. COGNOS INCORPORATED COMMON 19244C109 22241. 574260. SH SOLE 561360. 0. 12900. COHERENT INC COMMON 192479103 66. 2250. SH SOLE 2250. 0. 0. COHU INC COMMON 192576106 88. 3703. SH SOLE 3703. 0. 0. COINSTAR INC COMMON 19259P300 54. 2916. SH SOLE 2916. 0. 0. COLE KENNETH PRODNS CLASS A 193294105 65. 2370. SH SOLE 2370. 0. 0. COLGATE PALMOLIVE CO COMMON 194162103 5116. 96909. SH SOLE 94909. 0. 2000. COLONIAL BANCGROUP COMMON 195493309 226. 10082. SH SOLE 10082. 0. 0. COLONIAL PPTYS TR COMMON 195872106 160. 3608. SH SOLE 3608. 0. 0. COLUMBIA LABS INC COMMON 197779101 8. 2155. SH SOLE 2155. 0. 0. COLUMBIA SPORTSWEAR COMMON 198516106 142. 3069. SH SOLE 3069. 0. 0. ------------- PAGE TOTAL 43031.
FORM 13F
DATE: 050930 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) - -------------------- ------- --------- ----------- --------- --------- --------- --------- -------- --------- --------- --------- COM21 INC COMMON 205937105 0. 784. SH SOLE 784. 0. 0. COMCAST CORP CLASS A 20030N101 9133. 311149. SH SOLE 306174. 0. 4975. COMERICA INC COMMON 200340107 1066. 18105. SH SOLE 18105. 0. 0. COMMERCE BANC INC NJ COMMON 200519106 359. 11690. SH SOLE 11690. 0. 0. COMMERCE BANCSHARES COMMON 200525103 270. 5246. SH SOLE 5246. 0. 0. COMMERCE GROUP INC COMMON 200641108 143. 2466. SH SOLE 2466. 0. 0. COMMERCE ONE INC DEL COMMON 200693208 0. 976. SH SOLE 976. 0. 0. COMMERCIAL CAP BANCO COMMON 20162L105 69. 4074. SH SOLE 4074. 0. 0. COMMERCIAL FED CORP COMMON 201647104 111. 3239. SH SOLE 3239. 0. 0. COMMERCIAL METALS CO COMMON 201723103 142. 4210. SH SOLE 4210. 0. 0. COMMERCIAL NET LEASE COMMON 202218103 79. 3961. SH SOLE 3961. 0. 0. COMMONWEALTH TEL ENT COMMON 203349105 65. 1714. SH SOLE 1714. 0. 0. COMMSCOPE INC COMMON 203372107 74. 4291. SH SOLE 4291. 0. 0. COMMUNIC INTELLIGEN COMMON 20338K106 1. 2450. SH SOLE 2450. 0. 0. COMMUNITY BK SYS INC COMMON 203607106 66. 2903. SH SOLE 2903. 0. 0. COMMUNITY HEALTH SYS COMMON 203668108 258. 6654. SH SOLE 6654. 0. 0. COMMUNITY TR BANCORP COMMON 204149108 75. 2324. SH SOLE 2324. 0. 0. ------------- PAGE TOTAL 11911.
FORM 13F
DATE: 050930 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) - -------------------- ------- --------- ----------- --------- --------- --------- --------- -------- --------- --------- --------- COMPANIA ANONIMA NAC SP ADR 204421101 29. 2046. SH SOLE 2046. 0. 0. COMPANIA CERVECERIAS SP ADR 204429104 75. 2888. SH SOLE 2888. 0. 0. COMPANIA DE MINAS BU SP ADR 204448104 149. 4800. SH SOLE 4800. 0. 0. COMPANIA DE TELEC CH SP ADR 204449300 60. 5513. SH SOLE 5513. 0. 0. COMPASS BANCSHARES COMMON 20449H109 460. 10048. SH SOLE 10048. 0. 0. COMPUCREDIT CORP COMMON 20478N100 150. 3377. SH SOLE 3377. 0. 0. COMPUTER ASSOC INTL COMMON 204912109 1693. 60869. SH SOLE 60869. 0. 0. COMPUTER SCIENCES COMMON 205363104 734. 15508. SH SOLE 15508. 0. 0. COMPUTER TASK GROUP COMMON 205477102 2. 588. SH SOLE 588. 0. 0. COMPUWARE CORP COMMON 205638109 304. 32019. SH SOLE 32019. 0. 0. COMSTOCK RES INC COMMON 205768203 87. 2652. SH SOLE 2652. 0. 0. COMTECH TELECOMMUNTN COMMON 205826209 104. 2497. SH SOLE 2497. 0. 0. COMVERSE TECHNOLOGY COMMON 205862402 2108. 80260. SH SOLE 80260. 0. 0. CONAGRA FOODS INC COMMON 205887102 1299. 52489. SH SOLE 52489. 0. 0. CONCORD CAMERA CORP COMMON 206156101 3. 2089. SH SOLE 2089. 0. 0. CONEXANT SYST INC COMMON 207142100 75. 42040. SH SOLE 42040. 0. 0. CONMED CORP COMMON 207410101 67. 2417. SH SOLE 2417. 0. 0. ------------- PAGE TOTAL 7399.
FORM 13F
DATE: 050930 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) - -------------------- ------- --------- ----------- --------- --------- --------- --------- -------- --------- --------- --------- CONNETICS CORP COMMON 208192104 48. 2858. SH SOLE 2858. 0. 0. CONOCOPHILLIPS COMMON 20825C104 13578. 194216. SH SOLE 191101. 0. 3115. CONSECO INC COMMON 208464883 243. 11510. SH SOLE 11510. 0. 0. CONSOL ENERGY INC COMMON 20854P109 519. 6808. SH SOLE 6808. 0. 0. CONSOLDTD EDISON INC COMMON 209115104 973. 20050. SH SOLE 20050. 0. 0. CONSOLIDATED GRAPHIC COMMON 209341106 59. 1376. SH SOLE 1376. 0. 0. CONSTELLATION BRANDS CLASS A 21036P108 451. 17356. SH SOLE 17356. 0. 0. CONSTELLATION ENRGY COMMON 210371100 1214. 19705. SH SOLE 19705. 0. 0. CONTINENTAL AIR LINE CLASS B 210795308 51. 5287. SH SOLE 5287. 0. 0. CONVERGYS CORP COMMON 212485106 168. 11664. SH SOLE 11664. 0. 0. COOPER CAMERON CORP COMMON 216640102 307. 4158. SH SOLE 4158. 0. 0. COOPER COMPANIES INC COMMON 216648402 929. 12125. SH SOLE 12125. 0. 0. COOPER INDS LTD CLASS A G24182100 522. 7553. SH SOLE 7553. 0. 0. COOPER TIRE & RUBBER COMMON 216831107 88. 5786. SH SOLE 5786. 0. 0. COPART INC COMMON 217204106 162. 6774. SH SOLE 6774. 0. 0. CORINTHIAN COLLEGES COMMON 218868107 89. 6733. SH SOLE 6733. 0. 0. CORN PRODS INTL COMMON 219023108 112. 5542. SH SOLE 5542. 0. 0. ------------- PAGE TOTAL 19513.
FORM 13F
DATE: 050930 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) - -------------------- ------- --------- ----------- --------- --------- --------- --------- -------- --------- --------- --------- CORNERSTONE PROPANE UNIT LT 218916104 0. 2200. SH SOLE 2200. 0. 0. CORNING INCORPORATED COMMON 219350105 6625. 342734. SH SOLE 337934. 0. 4800. CORPORATE EXECUT BRD COMMON 21988R102 231. 2959. SH SOLE 2959. 0. 0. CORPORATE OFFICE PPT SH BEN 22002T108 93. 2654. SH SOLE 2654. 0. 0. CORRECTIONS COR AMER COMMON 22025Y407 107. 2687. SH SOLE 2687. 0. 0. CORUS BANKSHARES INC COMMON 220873103 113. 2069. SH SOLE 2069. 0. 0. CORUS ENTERTAINMT CLASS B 220874101 1059. 36551. SH SOLE 36551. 0. 0. COST PLUS INC CALIF COMMON 221485105 46. 2519. SH SOLE 2519. 0. 0. COSTAR GROUP INC COMMON 22160N109 85. 1829. SH SOLE 1829. 0. 0. COSTCO WHSL CORP COMMON 22160K105 2170. 50358. SH SOLE 50098. 0. 260. COTT CORP COMMON 22163N106 16836. 954513. SH SOLE 940263. 0. 14250. COUNTRYWIDE FINL COMMON 222372104 1829. 55459. SH SOLE 55459. 0. 0. COURIER CORP COMMON 222660102 79. 2104. SH SOLE 2104. 0. 0. COUSINS PPTYS INC COMMON 222795106 108. 3569. SH SOLE 3569. 0. 0. COVANCE INC COMMON 222816100 231. 4819. SH SOLE 4819. 0. 0. COVANSYS CORP COMMON 22281W103 89. 5572. SH SOLE 5572. 0. 0. COVENTRY HEALTH CAR COMMON 222862104 739. 8596. SH SOLE 8596. 0. 0. ------------- PAGE TOTAL 30440.
FORM 13F
DATE: 050930 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) - -------------------- ------- --------- ----------- --------- --------- --------- --------- -------- --------- --------- --------- COX RADIO INC CLASS A 224051102 61. 4028. SH SOLE 4028. 0. 0. CP SHIPS LTD COMMON 22409V102 1670. 78688. SH SOLE 78688. 0. 0. CRA INTERNATIONAL COMMON 12618T105 70. 1670. SH SOLE 1670. 0. 0. CRANE CO COMMON 224399105 138. 4648. SH SOLE 4648. 0. 0. CREDENCE SYS CORP COMMON 225302108 69. 8598. SH SOLE 8598. 0. 0. CREDICORP LTD COMMON G2519Y108 29. 1000. SH SOLE 1000. 0. 0. CREDIT ACCEP CORP COMMON 225310101 43. 2997. SH SOLE 2997. 0. 0. CREE INC COMMON 225447101 140. 5581. SH SOLE 5581. 0. 0. CRESCENT REAL ESTATE COMMON 225756105 155. 7535. SH SOLE 7535. 0. 0. CRITICAL PATH INC COMMON 22674V506 0. 392. SH SOLE 392. 0. 0. CROSS CNTRY HLTHCARE COMMON 227483104 77. 4152. SH SOLE 4152. 0. 0. CROSS MEDIA MARKETIN COMMON 22754R201 0. 1359. SH SOLE 1359. 0. 0. CROSS TIMBERS RTY TR TR UNIT 22757R109 4. 67. SH SOLE 67. 0. 0. CROWN CASTLE INTL COMMON 228227104 428. 17359. SH SOLE 17359. 0. 0. CROWN HOLDINGS INC COMMON 228368106 200. 12518. SH SOLE 12518. 0. 0. CROWN MEDIA HLD INC CLASS A 228411104 87. 7982. SH SOLE 7982. 0. 0. CROWN PAC PARTNERS UNIT LT 228439105 0. 1700. SH SOLE 1700. 0. 0. ------------- PAGE TOTAL 3171.
FORM 13F
DATE: 050930 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) - -------------------- ------- --------- ----------- --------- --------- --------- --------- -------- --------- --------- --------- CRYOLIFE INC COMMON 228903100 4. 588. SH SOLE 588. 0. 0. CRYSTALLEX INTL CORP COMMON 22942F101 277. 175500. SH SOLE 175500. 0. 0. CSG SYS INTL INC COMMON 126349109 99. 4539. SH SOLE 4539. 0. 0. CSK AUTO CORP COMMON 125965103 62. 4185. SH SOLE 4185. 0. 0. CSX CORP COMMON 126408103 817. 17573. SH SOLE 17573. 0. 0. CTS CORP COMMON 126501105 54. 4459. SH SOLE 4459. 0. 0. CUBIC CORP COMMON 229669106 61. 3549. SH SOLE 3549. 0. 0. CUBIST PHARMACEUT COMMON 229678107 146. 6795. SH SOLE 6795. 0. 0. CULLEN FROST BANKERS COMMON 229899109 193. 3903. SH SOLE 3903. 0. 0. CUMMINS INC COMMON 231021106 315. 3581. SH SOLE 3581. 0. 0. CUMULUS MEDIA INC CLASS A 231082108 60. 4823. SH SOLE 4823. 0. 0. CURTISS WRIGHT CORP COMMON 231561101 92. 1492. SH SOLE 1492. 0. 0. CV THERAPEUTICS INC COMMON 126667104 80. 3009. SH SOLE 3009. 0. 0. CVB FINANCIAL CORP COMMON 126600105 83. 4488. SH SOLE 4488. 0. 0. CVS CORP COMMON 126650100 6540. 225490. SH SOLE 218030. 0. 7460. CYBERCARE INC COMMON 23243T105 0. 1470. SH SOLE 1470. 0. 0. CYBERONICS INC COMMON 23251P102 55. 1832. SH SOLE 1832. 0. 0. ------------- PAGE TOTAL 8938.
FORM 13F
DATE: 050930 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) - -------------------- ------- --------- ----------- --------- --------- --------- --------- -------- --------- --------- --------- CYMER INC COMMON 232572107 81. 2588. SH SOLE 2588. 0. 0. CYPRESS SEMICONDUCTR COMMON 232806109 1082. 71919. SH SOLE 71919. 0. 0. CYTEC INDS INC COMMON 232820100 126. 2906. SH SOLE 2906. 0. 0. CYTYC CORP COMMON 232946103 230. 8583. SH SOLE 8583. 0. 0. D R HORTON INC COMMON 23331A109 908. 25077. SH SOLE 25077. 0. 0. D R S TECHNOLOGIES COMMON 23330X100 100. 2019. SH SOLE 2019. 0. 0. DADE BEHRING HLDGS COMMON 23342J206 239. 6522. SH SOLE 6522. 0. 0. DAISYTEK INTL CORP COMMON 234053106 0. 1080. SH SOLE 1080. 0. 0. DAKTRONICS INC COMMON 234264109 75. 3130. SH SOLE 3130. 0. 0. DANA CORP COMMON 235811106 118. 12560. SH SOLE 12560. 0. 0. DANAHER CORP COMMON 235851102 6177. 114751. SH SOLE 107476. 0. 7275. DARDEN RESTAURANT COMMON 237194105 398. 13111. SH SOLE 13111. 0. 0. DASSAULT SYS S A SP ADR 237545108 429. 8275. SH SOLE 8275. 0. 0. DATAMIRROR CORP COMMON 237926100 1442. 186000. SH SOLE 186000. 0. 0. DATASCOPE CORP COMMON 238113104 60. 1946. SH SOLE 1946. 0. 0. DAVITA INC COMMON 23918K108 347. 7539. SH SOLE 7539. 0. 0. DDI CORP COMMON 233162304 0. 6. SH SOLE 6. 0. 0. ------------- PAGE TOTAL 11812.
FORM 13F
DATE: 050930 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) - -------------------- ------- --------- ----------- --------- --------- --------- --------- -------- --------- --------- --------- DEAN FOODS CO NEW COMMON 242370104 468. 12054. SH SOLE 12054. 0. 0. DEB SHOPS INC COMMON 242728103 52. 2382. SH SOLE 2382. 0. 0. DEERE & CO COMMON 244199105 2183. 35674. SH SOLE 35674. 0. 0. DEL MONTE FOODS CO COMMON 24522P103 174. 16222. SH SOLE 16222. 0. 0. DELL INC COMMON 24702R101 15049. 440017. SH SOLE 426367. 0. 13650. DELPHI CORPORATION COMMON 247126105 126. 45548. SH SOLE 45548. 0. 0. DELPHI FINL GRP CLASS A 247131105 108. 2317. SH SOLE 2317. 0. 0. DELTA AIR LINES INC COMMON 247361108 11. 14768. SH SOLE 14768. 0. 0. DELTA&PINE LD CO COMMON 247357106 73. 2771. SH SOLE 2771. 0. 0. DELTIC TIMBER CORP COMMON 247850100 71. 1540. SH SOLE 1540. 0. 0. DELUXE CORPORATION COMMON 248019101 157. 3912. SH SOLE 3912. 0. 0. DENBURY RES INC COMMON 247916208 210. 4159. SH SOLE 4159. 0. 0. DENDREON CORP COMMON 24823Q107 77. 11483. SH SOLE 11483. 0. 0. DENDRITE INTL INC COMMON 248239105 91. 4554. SH SOLE 4554. 0. 0. DENTSPLY INTL INC COMMON 249030107 2862. 52977. SH SOLE 51227. 0. 1750. DEVELOPERS DIVER RTY COMMON 251591103 365. 7812. SH SOLE 7812. 0. 0. DEVON ENERGY CORP COMMON 25179M103 3337. 48623. SH SOLE 48623. 0. 0. ------------- PAGE TOTAL 25414.
FORM 13F
DATE: 050930 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) - -------------------- ------- --------- ----------- --------- --------- --------- --------- -------- --------- --------- --------- DEVRY INC DEL COMMON 251893103 104. 5455. SH SOLE 5455. 0. 0. DHB INDUSTRIES COMMON 23321E103 24. 5765. SH SOLE 5765. 0. 0. DIAGEO P L C SP ADR 25243Q205 1313. 22631. SH SOLE 22631. 0. 0. DIAGNOSTIC PRODUCTS COMMON 252450101 112. 2115. SH SOLE 2115. 0. 0. DIAMOND OFFSHORE DRL COMMON 25271C102 602. 9830. SH SOLE 9830. 0. 0. DIAMONDCLUSTER INTL COMMON 25278P106 32. 4165. SH SOLE 4165. 0. 0. DIAMONDS TR UNIT SE 252787106 116. 1100. SH SOLE 1100. 0. 0. DICKS SPORTING GOODS COMMON 253393102 71. 2344. SH SOLE 2344. 0. 0. DIEBOLD INC COMMON 253651103 188. 5459. SH SOLE 5459. 0. 0. DIGENE CORP COMMON 253752109 86. 3027. SH SOLE 3027. 0. 0. DIGITAL INSIGHT COR COMMON 25385P106 104. 4004. SH SOLE 4004. 0. 0. DIGITAL LIGHTWAVE COMMON 253855100 0. 784. SH SOLE 784. 0. 0. DIGITAL RIVER INC COMMON 25388B104 78. 2243. SH SOLE 2243. 0. 0. DIGITAS INC COMMON 25388K104 72. 6363. SH SOLE 6363. 0. 0. DILLARDS INC CLASS A 254067101 141. 6768. SH SOLE 6768. 0. 0. DIME CMNTY BANCSHRS COMMON 253922108 64. 4367. SH SOLE 4367. 0. 0. DIONEX CORP COMMON 254546104 82. 1515. SH SOLE 1515. 0. 0. ------------- PAGE TOTAL 3189.
FORM 13F
DATE: 050930 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) - -------------------- ------- --------- ----------- --------- --------- --------- --------- -------- --------- --------- --------- DIRECTV GROUP INC COMMON 25459L106 1578. 105313. SH SOLE 105313. 0. 0. DISCOVERY HOLDING COMMON 25468Y107 320. 22165. SH SOLE 22165. 0. 0. DITECH COMMUN CORP COMMON 25500M103 37. 5513. SH SOLE 5513. 0. 0. DIVINE INC CLASS A 255402406 0. 331. SH SOLE 331. 0. 0. DJ ORTHOPEDICS INC COMMON 23325G104 76. 2633. SH SOLE 2633. 0. 0. DOLLAR GEN CORP COMMON 256669102 512. 27922. SH SOLE 27922. 0. 0. DOLLAR THRIFTY AUTO COMMON 256743105 69. 2049. SH SOLE 2049. 0. 0. DOLLAR TREE STORES COMMON 256747106 220. 10170. SH SOLE 10170. 0. 0. DOMINION RES INC VA COMMON 25746U109 2683. 31147. SH SOLE 31147. 0. 0. DOMTAR INC COMMON 257561100 12009. 1866801. SH SOLE 1824592. 0. 42209. DONALDSON INC COMMON 257651109 192. 6291. SH SOLE 6291. 0. 0. DONNELLEY R R & SONS COMMON 257867101 662. 17854. SH SOLE 17854. 0. 0. DORAL FINL CORP COMMON 25811P100 107. 8177. SH SOLE 8177. 0. 0. DORCHESTER MINERALS COM UNI 25820R105 95. 3098. SH SOLE 3098. 0. 0. DOREL INDUSTRIES INC CLASS B 25822C205 7678. 278600. SH SOLE 278600. 0. 0. DOVER CORP COMMON 260003108 927. 22727. SH SOLE 22727. 0. 0. DOW CHEMICAL COMPANY COMMON 260543103 3988. 95696. SH SOLE 95696. 0. 0. ------------- PAGE TOTAL 31153.
FORM 13F
DATE: 050930 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) - -------------------- ------- --------- ----------- --------- --------- --------- --------- -------- --------- --------- --------- DOW JONES & CO INC COMMON 260561105 431. 11293. SH SOLE 11293. 0. 0. DOWNEY FINANCIAL COMMON 261018105 125. 2054. SH SOLE 2054. 0. 0. DPL INC COMMON 233293109 267. 9587. SH SOLE 9587. 0. 0. DRESS BARN INC COMMON 261570105 84. 3709. SH SOLE 3709. 0. 0. DREW INDUSTRIES INC COMMON 26168L205 91. 3510. SH SOLE 3510. 0. 0. DRIL-QUIP INC COMMON 262037104 94. 1957. SH SOLE 1957. 0. 0. DSL NET INC COMMON 262506108 0. 1372. SH SOLE 1372. 0. 0. DSP GROUP INC COMMON 23332B106 61. 2376. SH SOLE 2376. 0. 0. DST SYS INC DEL COMMON 233326107 352. 6416. SH SOLE 6416. 0. 0. DTE ENERGY CO COMMON 233331107 652. 14207. SH SOLE 14207. 0. 0. DTVN HLDGS INC COMMON 233337104 0. 3800. SH SOLE 3800. 0. 0. DU PONT E I DE NEMOU COMMON 263534109 4329. 110507. SH SOLE 109507. 0. 1000. DUKE ENERGY CORP COMMON 264399106 2666. 91405. SH SOLE 91405. 0. 0. DUKE REALTY CORP COMMON 264411505 369. 10903. SH SOLE 10903. 0. 0. DUN & BRADSTREET COR COMMON 26483E100 358. 5432. SH SOLE 5432. 0. 0. DUQUESNE LIGHT HLDGS COMMON 266233105 95. 5525. SH SOLE 5525. 0. 0. DURECT CORP COMMON 266605104 8. 1176. SH SOLE 1176. 0. 0. ------------- PAGE TOTAL 9982.
FORM 13F
DATE: 050930 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) - -------------------- ------- --------- ----------- --------- --------- --------- --------- -------- --------- --------- --------- DYCOM INDUSTRIES INC COMMON 267475101 71. 3522. SH SOLE 3522. 0. 0. DYNEGY INC CLASS A 26816Q101 142. 30134. SH SOLE 30134. 0. 0. E TRADE FINL CORP COMMON 269246104 522. 29663. SH SOLE 29663. 0. 0. EAGLE MATERIALS CLASS B 26969P207 2. 21. SH SOLE 21. 0. 0. EAGLE MATERIALS COMMON 26969P108 171. 1411. SH SOLE 1411. 0. 0. EARTHLINK INC COMMON 270321102 126. 11808. SH SOLE 11808. 0. 0. EARTHSHELL CORP COMMON 27032B209 2. 718. SH SOLE 718. 0. 0. EAST WEST BANCORP COMMON 27579R104 128. 3748. SH SOLE 3748. 0. 0. EASTGROUP PROPERTIES COMMON 277276101 79. 1807. SH SOLE 1807. 0. 0. EASTMAN CHEM CO COMMON 277432100 296. 6304. SH SOLE 6304. 0. 0. EASTMAN KODAK CO COMMON 277461109 733. 30112. SH SOLE 30112. 0. 0. EATON CORP COMMON 278058102 795. 12510. SH SOLE 12510. 0. 0. EATON VANCE CORP COMMON 278265103 256. 10326. SH SOLE 10326. 0. 0. EBAY INC COMMON 278642103 11057. 268379. SH SOLE 265729. 0. 2650. ECHOSTAR COMMNCTNS CLASS A 278762109 576. 19486. SH SOLE 19486. 0. 0. ECLIPSYS CORP COMMON 278856109 89. 5004. SH SOLE 5004. 0. 0. ECOLAB INC COMMON 278865100 661. 20692. SH SOLE 20692. 0. 0. ------------- PAGE TOTAL 15706.
FORM 13F
DATE: 050930 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) - -------------------- ------- --------- ----------- --------- --------- --------- --------- -------- --------- --------- --------- EDGEWATER TECH INC COMMON 280358102 1. 163. SH SOLE 163. 0. 0. EDISON INTL COMMON 281020107 1808. 38246. SH SOLE 38246. 0. 0. EDO CORP COMMON 281347104 66. 2203. SH SOLE 2203. 0. 0. EDUCATION MGMT CORP COMMON 28139T101 180. 5585. SH SOLE 5585. 0. 0. EDWARDS AG INC COMMON 281760108 263. 6013. SH SOLE 6013. 0. 0. EDWARDS LIFESCIENCE COMMON 28176E108 204. 4590. SH SOLE 4590. 0. 0. EFUNDS CORP COMMON 28224R101 65. 3431. SH SOLE 3431. 0. 0. EGAIN COMMUNICATION COMMON 28225C806 0. 88. SH SOLE 88. 0. 0. EGL INC COMMON 268484102 95. 3513. SH SOLE 3513. 0. 0. EL PASO CORPORATION COMMON 28336L109 703. 50577. SH SOLE 50577. 0. 0. EL PASO ELEC CO COMMON 283677854 76. 3634. SH SOLE 3634. 0. 0. ELCOM INTL INC COMMON 284434107 0. 588. SH SOLE 588. 0. 0. ELDORADO GOLD CORP COMMON 284902103 5249. 1482900. SH SOLE 1482900. 0. 0. ELECTRO RENT CORP COMMON 285218103 60. 4780. SH SOLE 4780. 0. 0. ELECTRO SCIENTIFIC COMMON 285229100 72. 3201. SH SOLE 3201. 0. 0. ELECTRONIC ARTS COMMON 285512109 1959. 34432. SH SOLE 34432. 0. 0. ELECTRONIC DATA SYS COMMON 285661104 1157. 51545. SH SOLE 51545. 0. 0. ------------- PAGE TOTAL 11958.
FORM 13F
DATE: 050930 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) - -------------------- ------- --------- ----------- --------- --------- --------- --------- -------- --------- --------- --------- ELECTRONICS BOUTIQUE COMMON 286045109 114. 1821. SH SOLE 1821. 0. 0. ELECTRONICS FOR IMAG COMMON 286082102 88. 3842. SH SOLE 3842. 0. 0. ELI LILLY & CO COMMON 532457108 7670. 143303. SH SOLE 143303. 0. 0. ELIZABETH ARDEN INC COMMON 28660G106 57. 2656. SH SOLE 2656. 0. 0. ELKCORP COMMON 287456107 61. 1703. SH SOLE 1703. 0. 0. ELOYALTY CORP COMMON 290151307 1. 88. SH SOLE 88. 0. 0. EMBOTELLADORA ANDINA SP ADR 29081P204 1. 55. SH SOLE 55. 0. 0. EMC CORP MASS COMMON 268648102 10307. 796542. SH SOLE 780042. 0. 16500. EMCOR GROUP INC COMMON 29084Q100 84. 1409. SH SOLE 1409. 0. 0. EMERGE INTERACT INC CLASS A 29088W103 0. 950. SH SOLE 950. 0. 0. EMERSON ELEC CO COMMON 291011104 2934. 40858. SH SOLE 40858. 0. 0. EMMIS COMMUNICATIONS CLASS A 291525103 90. 4076. SH SOLE 4076. 0. 0. EMP NAC ELEC CHILE SP ADR 29244T101 210. 7041. SH SOLE 7041. 0. 0. EMPIRE DIST ELEC CO COMMON 291641108 70. 3044. SH SOLE 3044. 0. 0. EMULEX CORP COMMON 292475209 123. 6087. SH SOLE 6087. 0. 0. ENBRIDGE ENERGY MGMT SHS UNI 29250X103 73. 1326. SH SOLE 1326. 0. 0. ENBRIDGE INC COMMON 29250N105 217592. 6780613. SH SOLE 5941209. 0. 839404. ------------- PAGE TOTAL 239475.
FORM 13F
DATE: 050930 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) - -------------------- ------- --------- ----------- --------- --------- --------- --------- -------- --------- --------- --------- ENCANA CORPORATION COMMON 292505104 370149. 6334297. SH SOLE 6234318. 0. 99979. ENCORE ACQUISITION COMMON 29255W100 138. 3557. SH SOLE 3557. 0. 0. ENCYSIVE PHARMA COMMON 29256X107 87. 7359. SH SOLE 7359. 0. 0. ENDO PHARM HLDGS INC COMMON 29264F205 268. 10054. SH SOLE 10054. 0. 0. ENERGEN CORP COMMON 29265N108 238. 5492. SH SOLE 5492. 0. 0. ENERGIZER HLDGS INC COMMON 29266R108 338. 5956. SH SOLE 5956. 0. 0. ENERGY CONV DEVICES COMMON 292659109 138. 3073. SH SOLE 3073. 0. 0. ENERGY EAST CORP COMMON 29266M109 279. 11090. SH SOLE 11090. 0. 0. ENERGY PARTNERS LTD COMMON 29270U105 79. 2522. SH SOLE 2522. 0. 0. ENERPLUS RES FUND TRUST U 29274D604 104166. 2202644. SH SOLE 2090614. 0. 112030. ENERSIS S A ADR(50 29274F104 55. 4801. SH SOLE 4801. 0. 0. ENGELHARD CORP COMMON 292845104 282. 10115. SH SOLE 10115. 0. 0. ENGINEERED SUPPORT COMMON 292866100 125. 3042. SH SOLE 3042. 0. 0. ENPRO INDS INC COMMON 29355X107 79. 2338. SH SOLE 2338. 0. 0. ENSCO INTL INC COMMON 26874Q100 537. 11534. SH SOLE 11534. 0. 0. ENTEGRIS INC COMMON 29362U104 160. 14193. SH SOLE 14193. 0. 0. ENTERASYS NETWKS INC COMMON 293637104 0. 148. SH SOLE 148. 0. 0. ------------- PAGE TOTAL 477118.
FORM 13F
DATE: 050930 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) - -------------------- ------- --------- ----------- --------- --------- --------- --------- -------- --------- --------- --------- ENTERCOM COMMUN CORP CLASS A 293639100 120. 3784. SH SOLE 3784. 0. 0. ENTERGY CORP COMMON 29364G103 1640. 22068. SH SOLE 22068. 0. 0. ENTERPRISE PRODS COMMON 293792107 696. 27624. SH SOLE 27624. 0. 0. ENTERTAINMENT PPTYS COMMON 29380T105 80. 1787. SH SOLE 1787. 0. 0. ENTRAVISION COMMUNI CLASS A 29382R107 62. 7892. SH SOLE 7892. 0. 0. ENTREMED INC COMMON 29382F103 1. 392. SH SOLE 392. 0. 0. ENVIRONMENT ELEMENTS COMMON 293940102 0. 2940. SH SOLE 2940. 0. 0. ENZO BIOCHEM INC COMMON 294100102 70. 4539. SH SOLE 4539. 0. 0. ENZON PHARMACEUTICAL COMMON 293904108 43. 6554. SH SOLE 6554. 0. 0. EOG RESOURCES INC COMMON 26875P101 1455. 19430. SH SOLE 19430. 0. 0. EPICOR SOFTWARE CORP COMMON 29426L108 67. 5145. SH SOLE 5145. 0. 0. EQUIFAX INC COMMON 294429105 390. 11176. SH SOLE 11176. 0. 0. EQUINIX INC COMMON 29444U502 66. 1591. SH SOLE 1591. 0. 0. EQUITABLE RES INC COMMON 294549100 367. 9400. SH SOLE 9400. 0. 0. EQUITY INNS INC COMMON 294703103 85. 6305. SH SOLE 6305. 0. 0. EQUITY LIFESTYLE PPT COMMON 29472R108 87. 1932. SH SOLE 1932. 0. 0. EQUITY OFFICE PPTYS COMMON 294741103 1078. 32964. SH SOLE 32964. 0. 0. ------------- PAGE TOTAL 6307.
FORM 13F
DATE: 050930 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) - -------------------- ------- --------- ----------- --------- --------- --------- --------- -------- --------- --------- --------- EQUITY ONE COMMON 294752100 122. 5264. SH SOLE 5264. 0. 0. EQUITY RESIDENTIAL SH BEN 29476L107 1192. 31500. SH SOLE 31500. 0. 0. ERESEARCHTECHNOLOGY COMMON 29481V108 63. 4432. SH SOLE 4432. 0. 0. ERICSSON(LM) TEL ADR(10 294821608 3212. 87189. SH SOLE 87189. 0. 0. ERIE INDEMNITY CO CLASS A 29530P102 255. 4826. SH SOLE 4826. 0. 0. ESCO TECHN INC COMMON 296315104 99. 1980. SH SOLE 1980. 0. 0. ESPEED INC CLASS A 296643109 61. 8042. SH SOLE 8042. 0. 0. ESSEX PPTY TR INC COMMON 297178105 150. 1667. SH SOLE 1667. 0. 0. ESTEE LAUDER CO CLASS A 518439104 325. 9335. SH SOLE 9335. 0. 0. ESTERLINE TECH CORP COMMON 297425100 79. 2092. SH SOLE 2092. 0. 0. ETHAN ALLEN INTERIOR COMMON 297602104 86. 2731. SH SOLE 2731. 0. 0. EURONET WORLDWIDE COMMON 298736109 82. 2757. SH SOLE 2757. 0. 0. EVOLVE SOFTWARE INC COMMON 30049P708 0. 23. SH SOLE 23. 0. 0. EXAR CORP COMMON 300645108 68. 4861. SH SOLE 4861. 0. 0. EXELIXIS INC COMMON 30161Q104 83. 10811. SH SOLE 10811. 0. 0. EXELON CORP COMMON 30161N101 4453. 83326. SH SOLE 81551. 0. 1775. EXPEDIA INC COMMON 30212P105 684. 34542. SH SOLE 34542. 0. 0. ------------- PAGE TOTAL 11014.
FORM 13F
DATE: 050930 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) - -------------------- ------- --------- ----------- --------- --------- --------- --------- -------- --------- --------- --------- EXPEDITORS INTL WASH COMMON 302130109 539. 9497. SH SOLE 9497. 0. 0. EXPRESS SCRIPTS INC CLASS A 302182100 900. 14466. SH SOLE 14466. 0. 0. EXPRESSJET HOLDINGS CLASS A 30218U108 54. 6043. SH SOLE 6043. 0. 0. EXTENDED SYSTEMS INC COMMON 301973103 2. 490. SH SOLE 490. 0. 0. EXTENDICARE INC SUB VTG 30224T871 915. 52075. SH SOLE 52075. 0. 0. EXTREME NETWRKS INC COMMON 30226D106 50. 11129. SH SOLE 11129. 0. 0. EXXON MOBIL CORP COMMON 30231G102 53672. 845570. SH SOLE 831026. 0. 14544. F5 NETWORKS INC COMMON 315616102 115. 2638. SH SOLE 2638. 0. 0. FACTORY 2-U INC COMMON 303072102 0. 588. SH SOLE 588. 0. 0. FACTSET RESH SYS INC COMMON 303075105 130. 3701. SH SOLE 3701. 0. 0. FAIR ISAAC INC COMMON 303250104 242. 5396. SH SOLE 5396. 0. 0. FAIRCHILD SEMICONDU COMMON 303726103 136. 9180. SH SOLE 9180. 0. 0. FAIRFAX FINL HOLDNGS SUB VTG 303901102 16114. 92897. SH SOLE 92367. 0. 530. FAIRMONT HOTELS COMMON 305204109 19368. 579747. SH SOLE 569161. 0. 10586. FALCONSTOR SOFTWARE COMMON 306137100 59. 9731. SH SOLE 9731. 0. 0. FAMILY DOLLAR STORES COMMON 307000109 274. 13772. SH SOLE 13772. 0. 0. FARMER BROS CO COMMON 307675108 55. 2744. SH SOLE 2744. 0. 0. ------------- PAGE TOTAL 92625.
FORM 13F
DATE: 050930 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) - -------------------- ------- --------- ----------- --------- --------- --------- --------- -------- --------- --------- --------- FASTENAL CO COMMON 311900104 411. 6726. SH SOLE 6726. 0. 0. FBL FINL GROUP INC COMMON 30239F106 76. 2530. SH SOLE 2530. 0. 0. FEDERAL NTL MTG ASSN COMMON 313586109 3874. 92524. SH SOLE 92524. 0. 0. FEDERAL RLTY INVT TR SH BEN 313747206 243. 3986. SH SOLE 3986. 0. 0. FEDERAL SIGNAL CORP COMMON 313855108 70. 4121. SH SOLE 4121. 0. 0. FEDERATED DEPT STORE COMMON 31410H101 2003. 29951. SH SOLE 29951. 0. 0. FEDERATED INVS INC CLASS B 314211103 291. 8745. SH SOLE 8745. 0. 0. FEDEX CORPORATION COMMON 31428X106 2727. 31299. SH SOLE 31299. 0. 0. FEI CO COMMON 30241L109 50. 2612. SH SOLE 2612. 0. 0. FELCOR LODGING TR COMMON 31430F101 77. 5075. SH SOLE 5075. 0. 0. FERRO CORP COMMON 315405100 54. 2943. SH SOLE 2943. 0. 0. FIBERNET TELECOM COMMON 315653402 0. 4. SH SOLE 4. 0. 0. FIDELITY BANKSHARES COMMON 31604Q107 88. 2870. SH SOLE 2870. 0. 0. FIDELITY NATL FINL COMMON 316326107 591. 13264. SH SOLE 13264. 0. 0. FIFTH THIRD BANCORP COMMON 316773100 1995. 54283. SH SOLE 54283. 0. 0. FILENET CORP COMMON 316869106 81. 2902. SH SOLE 2902. 0. 0. FINANCIAL FED CORP COMMON 317492106 64. 1610. SH SOLE 1610. 0. 0. ------------- PAGE TOTAL 12695.
FORM 13F
DATE: 050930 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) - -------------------- ------- --------- ----------- --------- --------- --------- --------- -------- --------- --------- --------- FINISAR CORPORATION COMMON 31787A101 64. 46645. SH SOLE 46645. 0. 0. FINISH LINE INC CLASS A 317923100 51. 3484. SH SOLE 3484. 0. 0. FIRST AMERICAN COR COMMON 318522307 309. 6765. SH SOLE 6765. 0. 0. FIRST BANCORP N C COMMON 318910106 54. 2713. SH SOLE 2713. 0. 0. FIRST BANCORP P R COMMON 318672102 100. 5890. SH SOLE 5890. 0. 0. FIRST BUSEY CORP COMMON 319383105 62. 3162. SH SOLE 3162. 0. 0. FIRST CHARTER CORP COMMON 319439105 69. 2807. SH SOLE 2807. 0. 0. FIRST CITIZENS BANCS CLASS A 31946M103 132. 771. SH SOLE 771. 0. 0. FIRST CMNTY BANCORP COMMON 31983B101 71. 1484. SH SOLE 1484. 0. 0. FIRST COMWLTH FINL COMMON 319829107 71. 5303. SH SOLE 5303. 0. 0. FIRST DATA CORP COMMON 319963104 3309. 82720. SH SOLE 82420. 0. 300. FIRST FED FINL CORP COMMON 337907109 66. 1226. SH SOLE 1226. 0. 0. FIRST FINL BANCORP COMMON 320209109 60. 3217. SH SOLE 3217. 0. 0. FIRST FINL BKSH COMMON 32020R109 71. 2026. SH SOLE 2026. 0. 0. FIRST FINL CORP COMMON 320218100 59. 2196. SH SOLE 2196. 0. 0. FIRST FINL HLDGS INC COMMON 320239106 74. 2405. SH SOLE 2405. 0. 0. FIRST HORIZON NATL COMMON 320517105 367. 10095. SH SOLE 10095. 0. 0. ------------- PAGE TOTAL 4989.
FORM 13F
DATE: 050930 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) - -------------------- ------- --------- ----------- --------- --------- --------- --------- -------- --------- --------- --------- FIRST HORIZON PHARM COMMON 32051K106 83. 4174. SH SOLE 4174. 0. 0. FIRST IND CORP COMMON 32054R108 99. 2892. SH SOLE 2892. 0. 0. FIRST IND REALTY TR COMMON 32054K103 123. 3072. SH SOLE 3072. 0. 0. FIRST MARBLEHEAD COMMON 320771108 127. 5000. SH SOLE 5000. 0. 0. FIRST MERCHANTS CORP COMMON 320817109 67. 2590. SH SOLE 2590. 0. 0. FIRST MIDWEST BANCOR COMMON 320867104 128. 3426. SH SOLE 3426. 0. 0. FIRST NIAGARA FINL COMMON 33582V108 139. 9608. SH SOLE 9608. 0. 0. FIRST REP BANK(S.F) COMMON 336158100 74. 2092. SH SOLE 2092. 0. 0. FIRSTENERGY CORP COMMON 337932107 1709. 32792. SH SOLE 32792. 0. 0. FIRSTMERIT CORP COMMON 337915102 172. 6419. SH SOLE 6419. 0. 0. FIRSTSERVICE CORP SUB VTG 33761N109 563. 24550. SH SOLE 24550. 0. 0. FISERV INC COMMON 337738108 883. 19256. SH SOLE 19256. 0. 0. FISHER COMMUN INC COMMON 337756209 58. 1250. SH SOLE 1250. 0. 0. FISHER SCNTIFC INTL COMMON 338032204 3791. 61100. SH SOLE 58550. 0. 2550. FIVE STAR QUALITY CA COMMON 33832D106 4. 535. SH SOLE 535. 0. 0. FLAGSTAR BANCORP INC COMMON 337930101 71. 4426. SH SOLE 4426. 0. 0. FLEETWOOD ENTERPRISE COMMON 339099103 86. 6992. SH SOLE 6992. 0. 0. ------------- PAGE TOTAL 8177.
FORM 13F
DATE: 050930 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) - -------------------- ------- --------- ----------- --------- --------- --------- --------- -------- --------- --------- --------- FLEXTRONICS INTL ORDINAR Y2573F102 105. 8198. SH SOLE 8198. 0. 0. FLIR SYS INC COMMON 302445101 149. 5042. SH SOLE 5042. 0. 0. FLOR EAST COAST INDS COMMON 340632108 123. 2705. SH SOLE 2705. 0. 0. FLORIDA ROCK INDS COMMON 341140101 311. 4859. SH SOLE 4859. 0. 0. FLOWERS FOODS INC COMMON 343498101 134. 4920. SH SOLE 4920. 0. 0. FLOWSERVE CORP COMMON 34354P105 148. 4066. SH SOLE 4066. 0. 0. FLUOR CORPORATION COMMON 343412102 440. 6829. SH SOLE 6829. 0. 0. FLUSHING FINL CORP COMMON 343873105 61. 3743. SH SOLE 3743. 0. 0. FLYI INC COMMON 34407T104 1. 2053. SH SOLE 2053. 0. 0. FMC CORP COMMON 302491303 156. 2727. SH SOLE 2727. 0. 0. FMC TECHNOLOGIES INC COMMON 30249U101 213. 5054. SH SOLE 5054. 0. 0. FNB CORP COMMON 302520101 65. 3772. SH SOLE 3772. 0. 0. FOOT LOCKER INC COMMON 344849104 244. 11107. SH SOLE 11107. 0. 0. FOOTSTAR INC COMMON 344912100 3. 490. SH SOLE 490. 0. 0. FORD MOTOR CO COMMON 345370860 1710. 173418. SH SOLE 173418. 0. 0. FORDING CDN COAL TR TRUST U 345425102 31486. 737540. SH SOLE 730640. 0. 6900. FOREST CITY ENTPRSES CLASS A 345550107 294. 7720. SH SOLE 7720. 0. 0. ------------- PAGE TOTAL 35643.
FORM 13F
DATE: 050930 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) - -------------------- ------- --------- ----------- --------- --------- --------- --------- -------- --------- --------- --------- FOREST LABS INC COMMON 345838106 1387. 35585. SH SOLE 35585. 0. 0. FOREST OIL CORP COMMON 346091705 234. 4500. SH SOLE 4500. 0. 0. FORMFACTOR INC COMMON 346375108 58. 2520. SH SOLE 2520. 0. 0. FORRESTER RESH INC COMMON 346563109 94. 4517. SH SOLE 4517. 0. 0. FORTUNE BRANDS INC COMMON 349631101 969. 11920. SH SOLE 11920. 0. 0. FORWARD AIR CORP COMMON 349853101 95. 2585. SH SOLE 2585. 0. 0. FOSSIL INC COMMON 349882100 95. 5246. SH SOLE 5246. 0. 0. FOUNDRY NETWRKS INC COMMON 35063R100 141. 11131. SH SOLE 11131. 0. 0. FOUR SEASONS HOTEL SUB VTG 35100E104 21077. 368780. SH SOLE 361855. 0. 6925. FPL GROUP INC COMMON 302571104 1475. 30987. SH SOLE 30987. 0. 0. FRANKLIN COVEY CO COMMON 353469109 10. 1470. SH SOLE 1470. 0. 0. FRANKLIN ELEC INC COMMON 353514102 71. 1706. SH SOLE 1706. 0. 0. FRANKLIN RES INC COMMON 354613101 2128. 25345. SH SOLE 25345. 0. 0. FREDDIE MAC COMMON 313400301 3624. 64192. SH SOLE 64192. 0. 0. FREDS INC CLASS A 356108100 48. 3836. SH SOLE 3836. 0. 0. FREEPORT-MCMORAN C&G CLASS B 35671D857 713. 14677. SH SOLE 14677. 0. 0. FREESCALE SEMICONDUC CLASS B 35687M206 870. 36892. SH SOLE 36892. 0. 0. ------------- PAGE TOTAL 33089.
FORM 13F
DATE: 050930 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) - -------------------- ------- --------- ----------- --------- --------- --------- --------- -------- --------- --------- --------- FREMONT GENERAL CORP COMMON 357288109 125. 5738. SH SOLE 5738. 0. 0. FRESH DEL MONTE PROD ORDINAR G36738105 113. 4154. SH SOLE 4154. 0. 0. FRIEDMAN BLLNGS RMSY REIT CL 358434108 111. 10901. SH SOLE 10901. 0. 0. FRONTIER FINL CORP COMMON 35907K105 72. 2493. SH SOLE 2493. 0. 0. FRONTIER OIL CORP COMMON 35914P105 182. 4114. SH SOLE 4114. 0. 0. FRONTLINE LTD ORDINAR G3682E127 2415. 54730. SH SOLE 52630. 0. 2100. FTI CONSULTING INC COMMON 302941109 88. 3469. SH SOLE 3469. 0. 0. FUELCELL ENERGY INC COMMON 35952H106 65. 5902. SH SOLE 5902. 0. 0. FULLER H B CO COMMON 359694106 77. 2483. SH SOLE 2483. 0. 0. FULTON FINL CORP COMMON 360271100 195. 11613. SH SOLE 11613. 0. 0. FURNITURE BRANDS INT COMMON 360921100 74. 4103. SH SOLE 4103. 0. 0. G & K SVCS INC CLASS A 361268105 60. 1520. SH SOLE 1520. 0. 0. GABLES RESIDENTIAL SH BEN 362418105 93. 2128. SH SOLE 2128. 0. 0. GALLAGHER ARTHR J&CO COMMON 363576109 200. 6925. SH SOLE 6925. 0. 0. GAMCO INVESTORS CLASS A 361438104 105. 2284. SH SOLE 2284. 0. 0. GAMESTOP CORP CLASS A 36466R101 137. 4359. SH SOLE 4359. 0. 0. GAMMON LAKE RES COMMON 364915108 3284. 400975. SH SOLE 400975. 0. 0. ------------- PAGE TOTAL 7396.
FORM 13F
DATE: 050930 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) - -------------------- ------- --------- ----------- --------- --------- --------- --------- -------- --------- --------- --------- GANNETT INC COMMON 364730101 1775. 25789. SH SOLE 25789. 0. 0. GAP INC COMMON 364760108 1509. 86579. SH SOLE 86579. 0. 0. GARDNER DENVER INC COMMON 365558105 77. 1716. SH SOLE 1716. 0. 0. GARMIN LTD ORD G37260109 92. 1350. SH SOLE 1350. 0. 0. GARTNER INC COMMON 366651107 109. 9357. SH SOLE 9357. 0. 0. GATEWAY INC COMMON 367626108 81. 30179. SH SOLE 30179. 0. 0. GATX CORP COMMON 361448103 144. 3645. SH SOLE 3645. 0. 0. GAYLORD ENTMT CO NEW COMMON 367905106 144. 3016. SH SOLE 3016. 0. 0. GEAC COMPUTER CORP COMMON 368289104 4323. 461750. SH SOLE 461750. 0. 0. GEMSTAR-TV GUIDE INT COMMON 36866W106 93. 31526. SH SOLE 31526. 0. 0. GEN PROBE INC COMMON 36866T103 186. 3755. SH SOLE 3755. 0. 0. GENCORP INC COMMON 368682100 75. 4040. SH SOLE 4040. 0. 0. GENE LOGIC INC COMMON 368689105 3. 588. SH SOLE 588. 0. 0. GENENTECH INC COMMON 368710406 6652. 78997. SH SOLE 78997. 0. 0. GENERAL CABLE CORP COMMON 369300108 96. 5720. SH SOLE 5720. 0. 0. GENERAL CHEM GRP INC COMMON 369332200 0. 147. SH SOLE 147. 0. 0. GENERAL COMMUNICTNS CLASS A 369385109 76. 7653. SH SOLE 7653. 0. 0. ------------- PAGE TOTAL 15435.
FORM 13F
DATE: 050930 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) - -------------------- ------- --------- ----------- --------- --------- --------- --------- -------- --------- --------- --------- GENERAL DYNAMICS COMMON 369550108 2362. 19754. SH SOLE 19754. 0. 0. GENERAL ELECTRIC CO COMMON 369604103 49310. 1466566. SH SOLE 1439006. 0. 27560. GENERAL GROWTH PPTYS COMMON 370021107 750. 16702. SH SOLE 16702. 0. 0. GENERAL MARITIME CO COMMON Y2692M103 106. 2888. SH SOLE 2888. 0. 0. GENERAL MILLS INC COMMON 370334104 1731. 35916. SH SOLE 35916. 0. 0. GENERAL MOTORS CORP COMMON 370442105 86. 2807. SH SOLE 2807. 0. 0. GENESCO INC COMMON 371532102 86. 2297. SH SOLE 2297. 0. 0. GENESEE & WYO INC CLASS A 371559105 88. 2769. SH SOLE 2769. 0. 0. GENESIS HEALTHCARE COMMON 37184D101 64. 1575. SH SOLE 1575. 0. 0. GENLYTE GROUP INC COMMON 372302109 102. 2123. SH SOLE 2123. 0. 0. GENTA INC COMMON 37245M207 8. 5631. SH SOLE 5631. 0. 0. GENTEX CORP COMMON 371901109 208. 11958. SH SOLE 11958. 0. 0. GENTIVA HEALTH SERV COMMON 37247A102 82. 4519. SH SOLE 4519. 0. 0. GENUINE PARTS CO COMMON 372460105 870. 20291. SH SOLE 20291. 0. 0. GENWORTH FINANCIAL COMMON 37247D106 4311. 133720. SH SOLE 130795. 0. 2925. GENZYME CORP COMMON 372917104 1959. 27350. SH SOLE 27350. 0. 0. GEORGIA GULF CORP COMMON 373200203 59. 2443. SH SOLE 2443. 0. 0. ------------- PAGE TOTAL 62182.
FORM 13F
DATE: 050930 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) - -------------------- ------- --------- ----------- --------- --------- --------- --------- -------- --------- --------- --------- GEORGIA PAC CORP COM CMR 373298108 725. 21275. SH SOLE 21275. 0. 0. GERDAU AMERISTEEL COMMON 37373P105 467. 90350. SH SOLE 90350. 0. 0. GERON CORP COMMON 374163103 101. 9841. SH SOLE 9841. 0. 0. GETTY IMAGES INC COMMON 374276103 386. 4482. SH SOLE 4482. 0. 0. GETTY RLTY CORP NEW COMMON 374297109 69. 2402. SH SOLE 2402. 0. 0. GEVITY HR INC COM 374393106 95. 3505. SH SOLE 3505. 0. 0. GIBRALTAR INDUSTRIES COMMON 374689107 69. 3038. SH SOLE 3038. 0. 0. GILDAN ACTIVEWEAR COMMON 375916103 49322. 1292425. SH SOLE 1254975. 0. 37450. GILEAD SCIENCES INC COMMON 375558103 2000. 41013. SH SOLE 41013. 0. 0. GILLETTE CO COMMON 375766102 6537. 112326. SH SOLE 112326. 0. 0. GLACIER BANCORP INC COMMON 37637Q105 82. 2667. SH SOLE 2667. 0. 0. GLAMIS GOLD LTD COMMON 376775102 11534. 525113. SH SOLE 525113. 0. 0. GLATFELTER COMMON 377316104 60. 4265. SH SOLE 4265. 0. 0. GLAXOSMITHKLINE PLC SP ADR 37733W105 1055. 20575. SH SOLE 20575. 0. 0. GLENBOROUGH RLTY TR COMMON 37803P105 67. 3493. SH SOLE 3493. 0. 0. GLIMCHER RLTY TR SH BEN 379302102 62. 2536. SH SOLE 2536. 0. 0. GLOBAL IMAGING SYS COMMON 37934A100 65. 1922. SH SOLE 1922. 0. 0. ------------- PAGE TOTAL 72696.
FORM 13F
DATE: 050930 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) - -------------------- ------- --------- ----------- --------- --------- --------- --------- -------- --------- --------- --------- GLOBAL INDS LTD COMMON 379336100 125. 8456. SH SOLE 8456. 0. 0. GLOBAL ITECHNOLOGY COMMON 378951107 0. 1666. SH SOLE 1666. 0. 0. GLOBALSANTAFE CORP COMMON G3930E101 814. 17845. SH SOLE 17845. 0. 0. GOLD BANC CORP COMMON 379907108 63. 4235. SH SOLE 4235. 0. 0. GOLDCORP INC COMMON 380956409 12069. 601424. SH SOLE 601424. 0. 0. GOLDEN STAR RES COMMON 38119T104 2860. 862425. SH SOLE 862425. 0. 0. GOLDEN WEST FINL COMMON 381317106 1482. 24956. SH SOLE 24956. 0. 0. GOLDMAN SACHS GROUP COMMON 38141G104 7596. 62481. SH SOLE 62481. 0. 0. GOODRICH CORP COMMON 382388106 426. 9611. SH SOLE 9611. 0. 0. GOODRICH PETROLEUM COMMON 382410405 70. 2974. SH SOLE 2974. 0. 0. GOODYEAR TIRE & RUBR COMMON 382550101 216. 13839. SH SOLE 13839. 0. 0. GOOGLE INC CLASS A 38259P508 3227. 10197. SH SOLE 10197. 0. 0. GOREMOTE INTERNET COMMON 382859106 1. 392. SH SOLE 392. 0. 0. GRACE W R & CO DEL COMMON 38388F108 64. 7103. SH SOLE 7103. 0. 0. GRACO INC COMMON 384109104 179. 5233. SH SOLE 5233. 0. 0. GRAFTECH INTL LTD COMMON 384313102 39. 7150. SH SOLE 7150. 0. 0. GRAINGER W W INC COMMON 384802104 463. 7366. SH SOLE 7366. 0. 0. ------------- PAGE TOTAL 29694.
FORM 13F
DATE: 050930 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) - -------------------- ------- --------- ----------- --------- --------- --------- --------- -------- --------- --------- --------- GRANITE CONSTR INC COMMON 387328107 115. 2998. SH SOLE 2998. 0. 0. GRANT PRIDECO INC COMMON 38821G101 377. 9263. SH SOLE 9263. 0. 0. GRAPHIC PACKGNG CORP COMMON 388688103 42. 15153. SH SOLE 15153. 0. 0. GRAY TELEVISION INC COMMON 389375106 48. 4574. SH SOLE 4574. 0. 0. GREAT AMERN FNL RES COMMON 389915109 76. 3775. SH SOLE 3775. 0. 0. GREAT ATLANTIC & PAC COMMON 390064103 163. 5760. SH SOLE 5760. 0. 0. GREAT PLAINS ENERGY COMMON 391164100 168. 5605. SH SOLE 5605. 0. 0. GREAT SOUTHERN BANCP COMMON 390905107 60. 1992. SH SOLE 1992. 0. 0. GREATBATCH INC COMMON 39153L106 107. 3882. SH SOLE 3882. 0. 0. GREATER BAY BANCORP COMMON 391648102 94. 3831. SH SOLE 3831. 0. 0. GREIF INC CLASS A 397624107 101. 1680. SH SOLE 1680. 0. 0. GREY WOLF INC COMMON 397888108 117. 13856. SH SOLE 13856. 0. 0. GRIFFON CORP COMMON 398433102 64. 2618. SH SOLE 2618. 0. 0. GROUP 1 AUTOMOTIVE COMMON 398905109 68. 2455. SH SOLE 2455. 0. 0. GSI COMMERCE INC COMMON 36238G102 93. 4685. SH SOLE 4685. 0. 0. GSI GROUP INC COMMON 36229U102 362. 34850. SH SOLE 34850. 0. 0. GTC BIOTHERAPEUTICS COMMON 36238T104 1. 588. SH SOLE 588. 0. 0. ------------- PAGE TOTAL 2056.
FORM 13F
DATE: 050930 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) - -------------------- ------- --------- ----------- --------- --------- --------- --------- -------- --------- --------- --------- GTECH HLDGS CORP COMMON 400518106 291. 9081. SH SOLE 9081. 0. 0. GUESS INC COMMON 401617105 97. 4539. SH SOLE 4539. 0. 0. GUIDANT CORP COMMON 401698105 2227. 32327. SH SOLE 32227. 0. 100. GUITAR CTR MGMT INC COMMON 402040109 100. 1804. SH SOLE 1804. 0. 0. GULFMARK OFFSHORE COMMON 402629109 87. 2701. SH SOLE 2701. 0. 0. GYMBOREE CORP COMMON 403777105 73. 5346. SH SOLE 5346. 0. 0. HAEMONETICS CORP COMMON 405024100 92. 1926. SH SOLE 1926. 0. 0. HAIN CELESTIAL GROUP COMMON 405217100 71. 3660. SH SOLE 3660. 0. 0. HALLIBURTON COMMON 406216101 3406. 49708. SH SOLE 49708. 0. 0. HANCOCK HLDG CO COMMON 410120109 81. 2366. SH SOLE 2366. 0. 0. HANDLEMAN CO DEL COMMON 410252100 39. 3074. SH SOLE 3074. 0. 0. HANMI FINL CORP COM 410495105 92. 5105. SH SOLE 5105. 0. 0. HANOVER COMPRESSOR COMMON 410768105 91. 6551. SH SOLE 6551. 0. 0. HARBOR FLA BANCSHRS COMMON 411901101 68. 1879. SH SOLE 1879. 0. 0. HARKEN ENERGY CORP COMMON 412552309 0. 303. SH SOLE 303. 0. 0. HARLAND JOHN H CO COMMON 412693103 90. 2019. SH SOLE 2019. 0. 0. HARLEY DAVIDSON INC COMMON 412822108 1453. 29995. SH SOLE 29995. 0. 0. ------------- PAGE TOTAL 8358.
FORM 13F
DATE: 050930 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) - -------------------- ------- --------- ----------- --------- --------- --------- --------- -------- --------- --------- --------- HARLEYSVILLE GROUP COMMON 412824104 77. 3204. SH SOLE 3204. 0. 0. HARLEYSVILLE NATL PA COMMON 412850109 68. 3088. SH SOLE 3088. 0. 0. HARMAN INTL INDS COMMON 413086109 514. 5030. SH SOLE 5030. 0. 0. HARMONIC INC COMMON 413160102 35. 6045. SH SOLE 6045. 0. 0. HARRAHS ENTMT INC COMMON 413619107 1028. 15775. SH SOLE 15775. 0. 0. HARRIS CORP DEL COMMON 413875105 421. 10070. SH SOLE 10070. 0. 0. HARSCO CORP COMMON 415864107 203. 3099. SH SOLE 3099. 0. 0. HARTE HANKS INC COMMON 416196103 176. 6652. SH SOLE 6652. 0. 0. HARTFORD FINL SVCS COMMON 416515104 4026. 52168. SH SOLE 50468. 0. 1700. HARVEST NATURAL RESO COMMON 41754V103 59. 5519. SH SOLE 5519. 0. 0. HASBRO INC COMMON 418056107 284. 14458. SH SOLE 14458. 0. 0. HAVAS ADVERTISING SP ADR 419313101 35. 6800. SH SOLE 6800. 0. 0. HAVERTY FURNITURE COMMON 419596101 51. 4202. SH SOLE 4202. 0. 0. HAWAIIAN ELEC INDS COMMON 419870100 170. 6081. SH SOLE 6081. 0. 0. HCA INC COMMON 404119109 2032. 42399. SH SOLE 42399. 0. 0. HCC INS HLDGS INC COMMON 404132102 213. 7472. SH SOLE 7472. 0. 0. HDFC BANK LTD ADR(3 I 40415F101 51. 1000. SH SOLE 1000. 0. 0. ------------- PAGE TOTAL 9443.
FORM 13F
DATE: 050930 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) - -------------------- ------- --------- ----------- --------- --------- --------- --------- -------- --------- --------- --------- HEADWATERS INC COMMON 42210P102 106. 2837. SH SOLE 2837. 0. 0. HEALTH CARE PPTY INV COMMON 421915109 274. 10136. SH SOLE 10136. 0. 0. HEALTH CARE REIT INC COMMON 42217K106 140. 3779. SH SOLE 3779. 0. 0. HEALTH MGMT ASSOC CLASS A 421933102 470. 20031. SH SOLE 20031. 0. 0. HEALTH NET INC COMMON 42222G108 407. 8609. SH SOLE 8609. 0. 0. HEALTHCARE RLTY TR COMMON 421946104 144. 3595. SH SOLE 3595. 0. 0. HEALTHCARE SVCS GRP COMMON 421906108 84. 4370. SH SOLE 4370. 0. 0. HEALTHEXTRAS INC COMMON 422211102 94. 4389. SH SOLE 4389. 0. 0. HEARST-ARGYLE TELE COMMON 422317107 99. 3853. SH SOLE 3853. 0. 0. HEARTLAND EXPRESS IN COMMON 422347104 112. 5520. SH SOLE 5520. 0. 0. HECLA MNG CO COMMON 422704106 46. 10445. SH SOLE 10445. 0. 0. HEIDRICK &STRUG INTL COMMON 422819102 61. 1895. SH SOLE 1895. 0. 0. HEINEKEN N V ADR (1 423012202 604. 18804. SH SOLE 18804. 0. 0. HEINZ H J CO COMMON 423074103 1278. 34981. SH SOLE 34981. 0. 0. HELEN OF TROY CORP COMMON G4388N106 51. 2465. SH SOLE 2465. 0. 0. HELIX TECHNOLOGY COMMON 423319102 60. 4038. SH SOLE 4038. 0. 0. HELMERICH & PAYNE COMMON 423452101 223. 3687. SH SOLE 3687. 0. 0. ------------- PAGE TOTAL 4253.
FORM 13F
DATE: 050930 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) - -------------------- ------- --------- ----------- --------- --------- --------- --------- -------- --------- --------- --------- HENRY JACK & ASSOC COMMON 426281101 129. 6638. SH SOLE 6638. 0. 0. HENRY SCHEIN INC COMMON 806407102 281. 6599. SH SOLE 6599. 0. 0. HERCULES INC COMMON 427056106 108. 8867. SH SOLE 8867. 0. 0. HERITAGE PPTY INVT T COMMON 42725M107 125. 3570. SH SOLE 3570. 0. 0. HEWITT ASSOCIATES COMMON 42822Q100 251. 9213. SH SOLE 9213. 0. 0. HEWLETT PACKARD CO COMMON 428236103 13059. 447236. SH SOLE 443261. 0. 3975. HEXCEL CORP COMMON 428291108 75. 4081. SH SOLE 4081. 0. 0. HIBBETT SPORTING GDS COMMON 428565105 90. 4035. SH SOLE 4035. 0. 0. HIBERNIA CORP CLASS A 428656102 354. 11794. SH SOLE 11794. 0. 0. HIGHLANDS INS GROUP COMMON 431032101 0. 2300. SH SOLE 2300. 0. 0. HIGHWOODS PPTYS INC COMMON 431284108 115. 3908. SH SOLE 3908. 0. 0. HILB ROGAL&HOBBS CO COMMON 431294107 99. 2662. SH SOLE 2662. 0. 0. HILLENBRAND INDS INC COMMON 431573104 221. 4687. SH SOLE 4687. 0. 0. HILTON HOTELS CORP COMMON 432848109 4464. 200013. SH SOLE 190313. 0. 9700. HNI CORPORATION COMMON 404251100 263. 4368. SH SOLE 4368. 0. 0. HOLLINGER INTL INC CLASS A 435569108 62. 6366. SH SOLE 6366. 0. 0. HOLLY CORP COMMON 435758305 155. 2428. SH SOLE 2428. 0. 0. ------------- PAGE TOTAL 19851.
FORM 13F
DATE: 050930 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) - -------------------- ------- --------- ----------- --------- --------- --------- --------- -------- --------- --------- --------- HOLOGIC INC COMMON 436440101 115. 1992. SH SOLE 1992. 0. 0. HOME DEPOT INC COMMON 437076102 10447. 273909. SH SOLE 272909. 0. 1000. HOME PROPERTIES INC COMMON 437306103 100. 2542. SH SOLE 2542. 0. 0. HONEYWELL INTL INC COMMON 438516106 4822. 128595. SH SOLE 125120. 0. 3475. HORACE MANN EDUCATRS COMMON 440327104 76. 3824. SH SOLE 3824. 0. 0. HORIZON GROUP PPTYS COMMON 44041U102 1. 171. SH SOLE 171. 0. 0. HORMEL FOODS CORP COMMON 440452100 346. 10500. SH SOLE 10500. 0. 0. HOSPIRA INC COMMON 441060100 642. 15667. SH SOLE 15667. 0. 0. HOSPITALITY PPTYS TR SH BEN 44106M102 220. 5123. SH SOLE 5123. 0. 0. HOST MARRIOTT CORP COMMON 44107P104 448. 26493. SH SOLE 26493. 0. 0. HOT TOPIC INC COMMON 441339108 53. 3479. SH SOLE 3479. 0. 0. HOUSTON EXPL CO COMMON 442120101 154. 2288. SH SOLE 2288. 0. 0. HOVNANIAN ENTERPRISE CLASS A 442487203 240. 4689. SH SOLE 4689. 0. 0. HRPT PROPERTIES TR COM SH 40426W101 168. 13537. SH SOLE 13537. 0. 0. HSBC HLDGS PLC SP ADR( 404280406 3399. 41845. SH SOLE 38995. 0. 2850. HUANENG PWR INTL INC SP ADR 443304100 42. 1400. SH SOLE 1400. 0. 0. HUBBELL INC CLASS B 443510201 218. 4650. SH SOLE 4650. 0. 0. ------------- PAGE TOTAL 21491.
FORM 13F
DATE: 050930 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) - -------------------- ------- --------- ----------- --------- --------- --------- --------- -------- --------- --------- --------- HUDSON CITY BANCORP COMMON 443683107 546. 45853. SH SOLE 45853. 0. 0. HUDSON UNITED BANCOR COMMON 444165104 144. 3408. SH SOLE 3408. 0. 0. HUGHES SUPPLY INC COMMON 444482103 154. 4727. SH SOLE 4727. 0. 0. HUGOTON RTY TR TEX UNIT BE 444717102 117. 2887. SH SOLE 2887. 0. 0. HUMAN GENOME SCI COMMON 444903108 129. 9506. SH SOLE 9506. 0. 0. HUMANA INC COMMON 444859102 623. 13015. SH SOLE 13015. 0. 0. HUMMINGBIRD LTD COMMON 44544R101 393. 17610. SH SOLE 17085. 0. 525. HUNT JB TRANS SVCS COMMON 445658107 239. 12558. SH SOLE 12558. 0. 0. HUNTINGTON BANCSHARE COMMON 446150104 627. 27899. SH SOLE 27899. 0. 0. HUTCHINSON TECH INC COMMON 448407106 50. 1905. SH SOLE 1905. 0. 0. HYDRIL COMMON 448774109 86. 1256. SH SOLE 1256. 0. 0. HYPERION SOLUT CORP COMMON 44914M104 141. 2908. SH SOLE 2908. 0. 0. IAC INTERACTIVECORP COMMON 44919P300 876. 34542. SH SOLE 34542. 0. 0. IAMGOLD CORP COMMON 450913108 935. 127300. SH SOLE 127300. 0. 0. IBERIABANK CORP COMMON 450828108 71. 1345. SH SOLE 1345. 0. 0. ICOS CORP COMMON 449295104 135. 4870. SH SOLE 4870. 0. 0. ICU MED INC COMMON 44930G107 57. 1992. SH SOLE 1992. 0. 0. ------------- PAGE TOTAL 5323.
FORM 13F
DATE: 050930 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) - -------------------- ------- --------- ----------- --------- --------- --------- --------- -------- --------- --------- --------- ID BIOMEDICAL CORP COMMON 44936D108 1144. 38125. SH SOLE 38125. 0. 0. IDACORP INC COMMON 451107106 85. 2811. SH SOLE 2811. 0. 0. IDENTIX INC COMMON 451906101 53. 11276. SH SOLE 11276. 0. 0. IDEX CORP COMMON 45167R104 159. 3732. SH SOLE 3732. 0. 0. IDEXX LABS INC COMMON 45168D104 174. 2599. SH SOLE 2599. 0. 0. IDT CORPORATION CLASS B 448947309 88. 7205. SH SOLE 7205. 0. 0. IDX SYSTEMS CORP COMMON 449491109 95. 2204. SH SOLE 2204. 0. 0. IHOP CORP COMMON 449623107 63. 1558. SH SOLE 1558. 0. 0. II VI INC COMMON 902104108 63. 3563. SH SOLE 3563. 0. 0. IKON OFFICE SOLUTION COMMON 451713101 110. 11072. SH SOLE 11072. 0. 0. ILLINOIS TOOL WORKS COMMON 452308109 2437. 29596. SH SOLE 29596. 0. 0. IMAGISTICS INTL COMMON 45247T104 84. 2004. SH SOLE 2004. 0. 0. IMATION CORP COMMON 45245A107 114. 2653. SH SOLE 2653. 0. 0. IMCLONE SYSTEMS INC COMMON 45245W109 198. 6296. SH SOLE 6296. 0. 0. IMMUCOR INC COMMON 452526106 94. 3413. SH SOLE 3413. 0. 0. IMPAC MTG HLDGS INC COMMON 45254P102 70. 5684. SH SOLE 5684. 0. 0. IMPAX LABS INC COMMON 45256B101 51. 4170. SH SOLE 4170. 0. 0. ------------- PAGE TOTAL 5082.
FORM 13F
DATE: 050930 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) - -------------------- ------- --------- ----------- --------- --------- --------- --------- -------- --------- --------- --------- IMPERIAL OIL LTD COMMON 453038408 160568. 1391213. SH SOLE 1189368. 0. 201845. IMS HEALTH INC COMMON 449934108 482. 19133. SH SOLE 19133. 0. 0. INAMED CORP COMMON 453235103 205. 2704. SH SOLE 2704. 0. 0. INCO LTD COMMON 453258402 85850. 1812714. SH SOLE 1774364. 0. 38350. INCYTE CORPORATION COMMON 45337C102 42. 9036. SH SOLE 9036. 0. 0. INDEPENDENCE CMNTY COMMON 453414104 219. 6413. SH SOLE 6413. 0. 0. INDEPENDENT BK CORP COMMON 453838104 68. 2344. SH SOLE 2344. 0. 0. INDEPNDNT BK OF MASS COMMON 453836108 69. 2272. SH SOLE 2272. 0. 0. INDYMAC BANCORP INC COMMON 456607100 180. 4554. SH SOLE 4554. 0. 0. INFINITY PPTY & CAS COMMON 45665Q103 75. 2136. SH SOLE 2136. 0. 0. INFO ARCHITECTS COMMON 45669R503 0. 71. SH SOLE 71. 0. 0. INFORMATICA CORP COMMON 45666Q102 111. 9217. SH SOLE 9217. 0. 0. INFOSPACE INC COMMON 45678T201 54. 2257. SH SOLE 2257. 0. 0. INFOUSA INC NEW COMMON 456818301 72. 6799. SH SOLE 6799. 0. 0. ING GROEP NV SP ADR 456837103 862. 28938. SH SOLE 28938. 0. 0. INGERSOLL-RAND CO CLASS A G4776G101 2506. 65550. SH SOLE 60350. 0. 5200. INGRAM MICRO INC CLASS A 457153104 218. 11741. SH SOLE 11741. 0. 0. ------------- PAGE TOTAL 251581.
FORM 13F
DATE: 050930 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) - -------------------- ------- --------- ----------- --------- --------- --------- --------- -------- --------- --------- --------- INNKEEPERS USA TR COMMON 4576J0104 80. 5166. SH SOLE 5166. 0. 0. INPUT/OUTPUT INC COMMON 457652105 80. 10000. SH SOLE 10000. 0. 0. INSIGHT COMMUN INC CLASS A 45768V108 66. 5659. SH SOLE 5659. 0. 0. INSIGHT ENTERPRISES COMMON 45765U103 62. 3334. SH SOLE 3334. 0. 0. INSPIRE PHARMACEUTIC COMMON 457733103 61. 8058. SH SOLE 8058. 0. 0. INSTINET GROUP INC COMMON 457750107 127. 25511. SH SOLE 25511. 0. 0. INSWEB CORP COMMON 45809K202 1. 179. SH SOLE 179. 0. 0. INTEGRA BK CORP COMMON 45814P105 68. 3152. SH SOLE 3152. 0. 0. INTEGRA LIFESCIENCE COMMON 457985208 80. 2080. SH SOLE 2080. 0. 0. INTEGRAT DEVICE TECH COMMON 458118106 158. 14746. SH SOLE 14746. 0. 0. INTEL CORP COMMON 458140100 27198. 1104511. SH SOLE 1083226. 0. 21285. INTER TEL INC COMMON 458372109 47. 2255. SH SOLE 2255. 0. 0. INTERACTIVE DATA COR COMMON 45840J107 154. 6805. SH SOLE 6805. 0. 0. INTERACTIVE INTELLI COMMON 45839M103 3. 490. SH SOLE 490. 0. 0. INTERDIGITAL COMM COMMON 45866A105 80. 4075. SH SOLE 4075. 0. 0. INTERFACE INC CLASS A 458665106 74. 8963. SH SOLE 8963. 0. 0. INTERGRAPH CORP COMMON 458683109 125. 2795. SH SOLE 2795. 0. 0. ------------- PAGE TOTAL 28464.
FORM 13F
DATE: 050930 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) - -------------------- ------- --------- ----------- --------- --------- --------- --------- -------- --------- --------- --------- INTERLAND INC COMMON 458727203 1. 372. SH SOLE 372. 0. 0. INTERMAGNETICS GEN COMMON 458771102 73. 2611. SH SOLE 2611. 0. 0. INTERMUNE INC COMMON 45884X103 97. 5885. SH SOLE 5885. 0. 0. INTERNATIONAL PAPER COMMON 460146103 1403. 47077. SH SOLE 47077. 0. 0. INTERNET SEC SYS INC COMMON 46060X107 88. 3674. SH SOLE 3674. 0. 0. INTEROIL CORP COMMON 460951106 426. 18200. SH SOLE 18200. 0. 0. INTERPOOL INC COMMON 46062R108 55. 3007. SH SOLE 3007. 0. 0. INTERPUBLIC GROUP COMMON 460690100 397. 34105. SH SOLE 34105. 0. 0. INTERSIL CORP CLASS A 46069S109 276. 12655. SH SOLE 12655. 0. 0. INTERSTATE GEN L P COMMON 460885205 0. 20. SH SOLE 20. 0. 0. INTERTAPE POLYMER COMMON 460919103 253. 35440. SH SOLE 35440. 0. 0. INTERVOICE INC COMMON 461142101 52. 5809. SH SOLE 5809. 0. 0. INTERWOVEN INC COMMON 46114T508 66. 8098. SH SOLE 8098. 0. 0. INTL BANCSHARES CORP COMMON 459044103 144. 4840. SH SOLE 4840. 0. 0. INTL BUSINESS MCHN COMMON 459200101 20728. 258558. SH SOLE 254867. 0. 3691. INTL FLAVORS & FRAGR COMMON 459506101 272. 7627. SH SOLE 7627. 0. 0. INTL GAME TECH COMMON 459902102 1008. 37315. SH SOLE 37315. 0. 0. ------------- PAGE TOTAL 25339.
FORM 13F
DATE: 050930 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) - -------------------- ------- --------- ----------- --------- --------- --------- --------- -------- --------- --------- --------- INTL RECTIFIER CORP COMMON 460254105 231. 5134. SH SOLE 5134. 0. 0. INTL SPEEDWAY CORP CLASS A 460335201 216. 4114. SH SOLE 4114. 0. 0. INTRABIOTICS PHARMA COMMON 46116T506 0. 64. SH SOLE 64. 0. 0. INTRAWARE INC COMMON 46118M509 0. 39. SH SOLE 39. 0. 0. INTRAWEST CORP COMMON 460915200 1195. 43900. SH SOLE 43900. 0. 0. INTUIT COMMON 461202103 1034. 23074. SH SOLE 23074. 0. 0. INTUITIVE SURGIC INC COMMON 46120E602 188. 2570. SH SOLE 2570. 0. 0. INVACARE CORP COMMON 461203101 94. 2251. SH SOLE 2251. 0. 0. INVERNESS MED INNOVA COMMON 46126P106 81. 3047. SH SOLE 3047. 0. 0. INVESTMENT TECH GRP COMMON 46145F105 101. 3412. SH SOLE 3412. 0. 0. INVESTORS FINL SVCS COMMON 461915100 164. 4990. SH SOLE 4990. 0. 0. INVESTORS REAL ESTE SH BEN 461730103 65. 6873. SH SOLE 6873. 0. 0. INVITROGEN CORP COMMON 46185R100 352. 4677. SH SOLE 4677. 0. 0. IPAYMENT INC COMMON 46262E105 62. 1651. SH SOLE 1651. 0. 0. IPIX CORPORATION COMMON 44982L103 0. 176. SH SOLE 176. 0. 0. IPSCO INC COMMON 462622101 2979. 41850. SH SOLE 41850. 0. 0. IRON MOUNTAIN INC COMMON 462846106 358. 9755. SH SOLE 9755. 0. 0. ------------- PAGE TOTAL 7120.
FORM 13F
DATE: 050930 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) - -------------------- ------- --------- ----------- --------- --------- --------- --------- -------- --------- --------- --------- IRWIN FINL CORP COMMON 464119106 61. 3013. SH SOLE 3013. 0. 0. ISHARES TR DJ SEL 464287168 25. 400. SH SOLE 400. 0. 0. ISLE OF CAPR CAS INC COMMON 464592104 52. 2450. SH SOLE 2450. 0. 0. ISTAR FINANCIAL INC COMMON 45031U101 343. 8491. SH SOLE 8491. 0. 0. ITEX CORP COMMON 465647204 2. 2744. SH SOLE 2744. 0. 0. ITLA CAP CORP COMMON 450565106 60. 1137. SH SOLE 1137. 0. 0. ITRON INC COMMON 465741106 121. 2646. SH SOLE 2646. 0. 0. ITT EDUCATIONAL SVCS COMMON 45068B109 169. 3415. SH SOLE 3415. 0. 0. ITT INDS INC(IND) COMMON 450911102 4297. 37830. SH SOLE 36305. 0. 1525. IVANHOE ENERGY COMMON 465790103 233. 115600. SH SOLE 115600. 0. 0. IVANHOE MINES COMMON 46579N103 1552. 183850. SH SOLE 183850. 0. 0. IVAX CORP COMMON 465823102 509. 19296. SH SOLE 19296. 0. 0. IVILLAGE INC COMMON 46588H105 88. 12054. SH SOLE 12054. 0. 0. IXIA COMMON 45071R109 66. 4499. SH SOLE 4499. 0. 0. IXYS CORP COMMON 46600W106 67. 6348. SH SOLE 6348. 0. 0. J&J SNACK FOODS CORP COMMON 466032109 87. 1509. SH SOLE 1509. 0. 0. J2 GLOBAL COMMUNICAT COMMON 46626E205 75. 1851. SH SOLE 1851. 0. 0. ------------- PAGE TOTAL 7807.
FORM 13F
DATE: 050930 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) - -------------------- ------- --------- ----------- --------- --------- --------- --------- -------- --------- --------- --------- JABIL CIRCUIT INC COMMON 466313103 6523. 210950. SH SOLE 204575. 0. 6375. JACK IN THE BOX INC COMMON 466367109 85. 2830. SH SOLE 2830. 0. 0. JACOBS ENGR GROUP COMMON 469814107 286. 4239. SH SOLE 4239. 0. 0. JACUZZI BRANDS COMMON 469865109 62. 7649. SH SOLE 7649. 0. 0. JAKKS PAC INC COMMON 47012E106 50. 3090. SH SOLE 3090. 0. 0. JANUS CAPITAL GROUP COMMON 47102X105 280. 19404. SH SOLE 19404. 0. 0. JARDEN CORP COMMON 471109108 118. 2871. SH SOLE 2871. 0. 0. JDA SOFTWARE GRP COMMON 46612K108 74. 4881. SH SOLE 4881. 0. 0. JDS UNIPHASE CORP COMMON 46612J101 310. 139800. SH SOLE 139800. 0. 0. JEFFERIES GRP INC COMMON 472319102 190. 4364. SH SOLE 4364. 0. 0. JEFFERSON PILOT CORP COMMON 475070108 575. 11240. SH SOLE 11240. 0. 0. JETBLUE AIRWAYS CORP COMMON 477143101 139. 7908. SH SOLE 7908. 0. 0. JLG INDS INC COMMON 466210101 123. 3354. SH SOLE 3354. 0. 0. JO-ANN STORES INC COMMON 47758P307 36. 2088. SH SOLE 2088. 0. 0. JOHNSON & JOHNSON COMMON 478160104 31436. 497301. SH SOLE 483881. 0. 13420. JOHNSON CONTROLS INC COMMON 478366107 2129. 34307. SH SOLE 34307. 0. 0. JOHNSON ELEC HLDG SP ADR 479087207 352. 37075. SH SOLE 37075. 0. 0. ------------- PAGE TOTAL 42768.
FORM 13F
DATE: 050930 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) - -------------------- ------- --------- ----------- --------- --------- --------- --------- -------- --------- --------- --------- JONES APPAREL GROUP COMMON 480074103 290. 10164. SH SOLE 10164. 0. 0. JONES LANG LASALLE COMMON 48020Q107 115. 2486. SH SOLE 2486. 0. 0. JOS A BANK CLOTHIERS COMMON 480838101 98. 2275. SH SOLE 2275. 0. 0. JOURNAL REGISTER CO COMMON 481138105 62. 3819. SH SOLE 3819. 0. 0. JOY GLOBAL INC COMMON 481165108 288. 5699. SH SOLE 5699. 0. 0. JPMORGAN CHASE & CO COMMON 46625H100 22045. 650173. SH SOLE 638856. 0. 11317. JUNIPER NETWORKS COM COMMON 48203R104 3231. 135764. SH SOLE 135764. 0. 0. JUPITER MEDIA METRIX COMMON 48206U104 0. 700. SH SOLE 700. 0. 0. K V PHARMACEUTICAL CLASS A 482740206 63. 3571. SH SOLE 3571. 0. 0. K-SWISS INC CLASS A 482686102 63. 2133. SH SOLE 2133. 0. 0. K2 INC COMMON 482732104 59. 5201. SH SOLE 5201. 0. 0. KANS CITY LIFE INS COMMON 484836101 73. 1430. SH SOLE 1430. 0. 0. KANSAS CITY SOUTHERN COMMON 485170302 104. 4452. SH SOLE 4452. 0. 0. KAYDON CORP COMMON 486587108 65. 2304. SH SOLE 2304. 0. 0. KB HOME COMMON 48666K109 556. 7596. SH SOLE 7596. 0. 0. KEANE INC COMMON 486665102 53. 4601. SH SOLE 4601. 0. 0. KELLOGG CO COMMON 487836108 5484. 118888. SH SOLE 115138. 0. 3750. ------------- PAGE TOTAL 32649.
FORM 13F
DATE: 050930 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) - -------------------- ------- --------- ----------- --------- --------- --------- --------- -------- --------- --------- --------- KELLWOOD CO COMMON 488044108 60. 2340. SH SOLE 2340. 0. 0. KELLY SERVICES INC CLASS A 488152208 79. 2568. SH SOLE 2568. 0. 0. KEMET CORP COMMON 488360108 70. 8365. SH SOLE 8365. 0. 0. KENNAMETAL INC COMMON 489170100 134. 2731. SH SOLE 2731. 0. 0. KENSEY NASH CORP COMMON 490057106 65. 2133. SH SOLE 2133. 0. 0. KERR MCGEE CORP COMMON 492386107 1646. 16948. SH SOLE 16948. 0. 0. KEY ENERGY SVCS COMMON 492914106 142. 9604. SH SOLE 9604. 0. 0. KEYCORP COMMON 493267108 1302. 40360. SH SOLE 40360. 0. 0. KEYSPAN CORPORATION COMMON 49337W100 482. 13092. SH SOLE 13092. 0. 0. KFORCE COM INC COMMON 493732101 62. 6052. SH SOLE 6052. 0. 0. KFX INC COMMON 48245L107 78. 4577. SH SOLE 4577. 0. 0. KILROY RLTY CORP COMMON 49427F108 112. 1997. SH SOLE 1997. 0. 0. KIMBALL INTL INC CLASS B 494274103 58. 4823. SH SOLE 4823. 0. 0. KIMBERLY CLARK CORP COMMON 494368103 2714. 45596. SH SOLE 45596. 0. 0. KIMCO REALTY CORP COMMON 49446R109 534. 16986. SH SOLE 16986. 0. 0. KINDER MORGAN INC COMMON 49455P101 1291. 13423. SH SOLE 13423. 0. 0. KINDER MORGAN MANAGE COMMON 49455U100 200. 4030. SH SOLE 4030. 0. 0. ------------- PAGE TOTAL 9029.
FORM 13F
DATE: 050930 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) - -------------------- ------- --------- ----------- --------- --------- --------- --------- -------- --------- --------- --------- KINDRED HEALTHCARE COMMON 494580103 77. 2579. SH SOLE 2579. 0. 0. KINETIC CONCEPTS COMMON 49460W208 289. 5093. SH SOLE 5093. 0. 0. KING PHARMACEUTICALS COMMON 495582108 310. 20184. SH SOLE 20184. 0. 0. KINGFISHER PLC ADR (2 495724403 418. 54700. SH SOLE 54700. 0. 0. KINGSWAY FINANCIAL COMMON 496904103 898. 50000. SH SOLE 50000. 0. 0. KINROSS GOLD CORP COMMON 496902404 2292. 297988. SH SOLE 297988. 0. 0. KIRBY CORPORATION COMMON 497266106 91. 1840. SH SOLE 1840. 0. 0. KLA-TENCOR CORP COMMON 482480100 1168. 23944. SH SOLE 23944. 0. 0. KNIGHT CAPITAL GROUP CLASS A 499005106 69. 8362. SH SOLE 8362. 0. 0. KNIGHT TRANSN INC COMMON 499064103 99. 4045. SH SOLE 4045. 0. 0. KNIGHT-RIDDER INC COMMON 499040103 374. 6368. SH SOLE 6368. 0. 0. KOHLS CORP COMMON 500255104 2683. 53463. SH SOLE 53463. 0. 0. KONINKLIJKE AHOLD SP ADR 500467303 509. 67025. SH SOLE 67025. 0. 0. KOOKMIN BK NEW SPONSOR 50049M109 65. 1100. SH SOLE 1100. 0. 0. KOREA ELECTRIC PWR SP ADR 500631106 64. 3600. SH SOLE 3600. 0. 0. KORN FERRY INTL COMMON 500643200 56. 3427. SH SOLE 3427. 0. 0. KOS PHARMACEUTICALS COMMON 500648100 189. 2818. SH SOLE 2818. 0. 0. ------------- PAGE TOTAL 9651.
FORM 13F
DATE: 050930 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) - -------------------- ------- --------- ----------- --------- --------- --------- --------- -------- --------- --------- --------- KRAFT FOODS INC CLASS A 50075N104 3937. 128700. SH SOLE 128700. 0. 0. KRISPY KREME DOUGHN COMMON 501014104 58. 9240. SH SOLE 9240. 0. 0. KROGER CO COMMON 501044101 1554. 75451. SH SOLE 75451. 0. 0. KRONOS INC COMMON 501052104 102. 2280. SH SOLE 2280. 0. 0. KRONOS WORLDWIDE COMMON 50105F105 3. 97. SH SOLE 97. 0. 0. KT CORPORATION ADR(0.5 48268K101 38. 1700. SH SOLE 1700. 0. 0. KULICKE & SOFFA INDS COMMON 501242101 69. 9537. SH SOLE 9537. 0. 0. KYOCERA CORP ADR (2 501556203 355. 5075. SH SOLE 5075. 0. 0. KYPHON INC COMMON 501577100 123. 2790. SH SOLE 2790. 0. 0. L OREAL CO ADR (0. 502117203 253. 16203. SH SOLE 16203. 0. 0. L-3 COMMUNICATIONS COMMON 502424104 848. 10724. SH SOLE 10724. 0. 0. LA QUINTA PPTYS INC PAIRED 50419U202 118. 13623. SH SOLE 13623. 0. 0. LA-Z-BOY INC COMMON 505336107 59. 4449. SH SOLE 4449. 0. 0. LABONE INC COMMON 50540L105 90. 2064. SH SOLE 2064. 0. 0. LABOR READY INC COMMON 505401208 95. 3688. SH SOLE 3688. 0. 0. LABORATORY CORP AMER COMMON 50540R409 559. 11468. SH SOLE 11468. 0. 0. LABRANCHE & CO INC COMMON 505447102 62. 7190. SH SOLE 7190. 0. 0. ------------- PAGE TOTAL 8323.
FORM 13F
DATE: 050930 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) - -------------------- ------- --------- ----------- --------- --------- --------- --------- -------- --------- --------- --------- LACLEDE GROUP INC COMMON 505597104 67. 2075. SH SOLE 2075. 0. 0. LADENBURG THALMAN FI COMMON 50575Q102 0. 805. SH SOLE 805. 0. 0. LAFARGE NORTH AMCA COMMON 505862102 364. 5380. SH SOLE 5380. 0. 0. LAM RESEARCH CORP COMMON 512807108 1491. 48925. SH SOLE 48925. 0. 0. LAMAR ADVERTISING CO CLASS A 512815101 414. 9131. SH SOLE 9131. 0. 0. LANCASTER COLONY COMMON 513847103 113. 2637. SH SOLE 2637. 0. 0. LANCE INC COMMON 514606102 74. 4215. SH SOLE 4215. 0. 0. LANDAMERICA FINL G COMMON 514936103 87. 1343. SH SOLE 1343. 0. 0. LANDAUER INC COMMON 51476K103 68. 1384. SH SOLE 1384. 0. 0. LANDRYS RESTAURANTS COMMON 51508L103 68. 2310. SH SOLE 2310. 0. 0. LANDSTAR SYS INC COMMON 515098101 184. 4591. SH SOLE 4591. 0. 0. LASALLE HOTEL PPTYS COM SH 517942108 79. 2304. SH SOLE 2304. 0. 0. LATTICE SEMICONDUCTR COMMON 518415104 57. 13379. SH SOLE 13379. 0. 0. LAUREATE EDUCATION COMMON 518613104 160. 3260. SH SOLE 3260. 0. 0. LAWSON PRODS INC COMMON 520776105 58. 1572. SH SOLE 1572. 0. 0. LEAPFROG ENTERPRISES CL A 52186N106 97. 6554. SH SOLE 6554. 0. 0. LEAR CORPORATION COMMON 521865105 179. 5259. SH SOLE 5259. 0. 0. ------------- PAGE TOTAL 3560.
FORM 13F
DATE: 050930 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) - -------------------- ------- --------- ----------- --------- --------- --------- --------- -------- --------- --------- --------- LEE ENTERPRISES INC COMMON 523768109 148. 3487. SH SOLE 3487. 0. 0. LEGG MASON INC COMMON 524901105 853. 7774. SH SOLE 7774. 0. 0. LEGGETT & PLATT INC COMMON 524660107 496. 24574. SH SOLE 24574. 0. 0. LEHMAN BROS HLDGS COMMON 524908100 3022. 25945. SH SOLE 25945. 0. 0. LENNAR CORP CLASS A 526057104 710. 11873. SH SOLE 11873. 0. 0. LENNOX INTL INC COMMON 526107107 118. 4312. SH SOLE 4312. 0. 0. LEUCADIA NATL CORP COMMON 527288104 347. 8055. SH SOLE 8055. 0. 0. LEVEL 3 COMMUNICTN COMMON 52729N100 141. 60715. SH SOLE 60715. 0. 0. LEVITT CORPORATION CLASS A 52742P108 59. 2568. SH SOLE 2568. 0. 0. LEXAR MEDIA INC COMMON 52886P104 117. 18405. SH SOLE 18405. 0. 0. LEXICON GENETIC INC COMMON 528872104 55. 13731. SH SOLE 13731. 0. 0. LEXINGTON CORP PPTYS COMMON 529043101 87. 3688. SH SOLE 3688. 0. 0. LEXMARK INTL CLASS A 529771107 808. 13231. SH SOLE 13231. 0. 0. LIBERTY CORP S C COMMON 530370105 68. 1441. SH SOLE 1441. 0. 0. LIBERTY GLOBAL INC CLASS A 530555101 600. 22161. SH SOLE 22161. 0. 0. LIBERTY MEDIA CORP COMMON 530718105 1784. 221665. SH SOLE 221665. 0. 0. LIBERTY PPTY TR SH BEN 531172104 273. 6421. SH SOLE 6421. 0. 0. ------------- PAGE TOTAL 9686.
FORM 13F
DATE: 050930 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) - -------------------- ------- --------- ----------- --------- --------- --------- --------- -------- --------- --------- --------- LIFEPOINT HOSPITALS COMMON 53219L109 175. 4001. SH SOLE 4001. 0. 0. LIGAND PHARM INC CLASS B 53220K207 78. 7695. SH SOLE 7695. 0. 0. LIMITED BRANDS INC COMMON 532716107 914. 44761. SH SOLE 44761. 0. 0. LIN TV CORP CLASS A 532774106 55. 3930. SH SOLE 3930. 0. 0. LINCARE HLDGS INC COMMON 532791100 362. 8815. SH SOLE 8815. 0. 0. LINCOLN ELEC HLDGS COMMON 533900106 120. 3046. SH SOLE 3046. 0. 0. LINCOLN NATL CORP COMMON 534187109 746. 14339. SH SOLE 14339. 0. 0. LINEAR TECHNOLOGY COMMON 535678106 4384. 116639. SH SOLE 116639. 0. 0. LINENS N THINGS INC COMMON 535679104 86. 3233. SH SOLE 3233. 0. 0. LITHIA MTRS INC CLASS A 536797103 77. 2647. SH SOLE 2647. 0. 0. LITTELFUSE INC COMMON 537008104 56. 1985. SH SOLE 1985. 0. 0. LIZ CLAIBORNE INC COMMON 539320101 396. 10081. SH SOLE 10081. 0. 0. LLOYDS TSB GROUP PLC SP ADR( 539439109 545. 16400. SH SOLE 16400. 0. 0. LOCKHEED MARTIN CORP COMMON 539830109 2540. 41617. SH SOLE 41617. 0. 0. LOEWS CORP COMMON 540424108 1822. 19719. SH SOLE 19719. 0. 0. LOEWS CORP CAROLINA COMMON 540424207 6. 144. SH SOLE 144. 0. 0. LONE STAR STEAKHOUSE COMMON 542307103 65. 2517. SH SOLE 2517. 0. 0. ------------- PAGE TOTAL 12427.
FORM 13F
DATE: 050930 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) - -------------------- ------- --------- ----------- --------- --------- --------- --------- -------- --------- --------- --------- LONE STAR TECH COMMON 542312103 123. 2213. SH SOLE 2213. 0. 0. LONGS DRUG STORES COMMON 543162101 116. 2696. SH SOLE 2696. 0. 0. LONGVIEW FIBRE CO COMMON 543213102 77. 3973. SH SOLE 3973. 0. 0. LORAL SPACE & COMM COMMON G56462198 0. 872. SH SOLE 872. 0. 0. LOUDEYE TECH INC COMMON 545754103 1. 784. SH SOLE 784. 0. 0. LOUISIANA PAC CORP COMMON 546347105 251. 9075. SH SOLE 9075. 0. 0. LOWES CO COMMON 548661107 5349. 83063. SH SOLE 80463. 0. 2600. LSI LOGIC CORP COMMON 502161102 312. 31722. SH SOLE 31722. 0. 0. LUBRIZOL CORP COMMON 549271104 216. 4991. SH SOLE 4991. 0. 0. LUCENT TECHNOLOGIES COMMON 549463107 1160. 356897. SH SOLE 356897. 0. 0. LUKOIL HLDGS ADR(1 O 677862104 795. 13676. SH SOLE 13676. 0. 0. LUXOTTICA GROUP SPA SP ADR 55068R202 8149. 327133. SH SOLE 322937. 0. 4196. LYON WILLIAM HOMES COMMON 552074106 132. 852. SH SOLE 852. 0. 0. LYONDELL CHEMICAL CO COMMON 552078107 531. 18536. SH SOLE 18536. 0. 0. M & T BK CORP COMMON 55261F104 995. 9414. SH SOLE 9414. 0. 0. M/I HOMES INC COMMON 55305B101 74. 1371. SH SOLE 1371. 0. 0. MACDERMID INC COMMON 554273102 60. 2278. SH SOLE 2278. 0. 0. ------------- PAGE TOTAL 18341.
FORM 13F
DATE: 050930 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) - -------------------- ------- --------- ----------- --------- --------- --------- --------- -------- --------- --------- --------- MACERICH CO COMMON 554382101 293. 4517. SH SOLE 4517. 0. 0. MACK CALI RLTY CORP COMMON 554489104 209. 4657. SH SOLE 4657. 0. 0. MACROMEDIA INC COMMON 556100105 217. 5326. SH SOLE 5326. 0. 0. MACROVISION CORP COMMON 555904101 67. 3517. SH SOLE 3517. 0. 0. MAF BANCORP INC COMMON 55261R108 102. 2491. SH SOLE 2491. 0. 0. MAGELLAN MIDSTREAM COMMON 559080106 31. 892. SH SOLE 892. 0. 0. MAGMA DESIGN AUTOMAT COMMON 559181102 44. 5439. SH SOLE 5439. 0. 0. MAGNA INTL INC CLASS A 559222401 88242. 1172016. SH SOLE 1154091. 0. 17925. MAGUIRE PPTYS INC COMMON 559775101 94. 3138. SH SOLE 3138. 0. 0. MAGYAR TELEKOM LTD ADR(5 O 559776109 40. 1560. SH SOLE 1560. 0. 0. MAIN STR BKS INC COMMON 56034R102 59. 2204. SH SOLE 2204. 0. 0. MANAGEMENT NTWK GRP COMMON 561693102 2. 784. SH SOLE 784. 0. 0. MANHATTAN ASSOCS IN COMMON 562750109 78. 3354. SH SOLE 3354. 0. 0. MANITOWOC INC COMMON 563571108 107. 2126. SH SOLE 2126. 0. 0. MANOR CARE INC COMMON 564055101 276. 7191. SH SOLE 7191. 0. 0. MANPOWER INC COMMON 56418H100 305. 6881. SH SOLE 6881. 0. 0. MANTECH INTL CORP CLASS A 564563104 76. 2891. SH SOLE 2891. 0. 0. ------------- PAGE TOTAL 90242.
FORM 13F
DATE: 050930 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) - -------------------- ------- --------- ----------- --------- --------- --------- --------- -------- --------- --------- --------- MANULIFE FINCL CORP COMMON 56501R106 353360. 6617532. SH SOLE 6325092. 0. 292440. MARATHON OIL CORP COMMON 565849106 2538. 36824. SH SOLE 36824. 0. 0. MARCUS CORP COMMON 566330106 58. 2911. SH SOLE 2911. 0. 0. MARINE PRODS CORP COMMON 568427108 28. 2579. SH SOLE 2579. 0. 0. MARKEL CORP COMMON 570535104 247. 747. SH SOLE 747. 0. 0. MARRIOTT INTL INC CLASS A 571903202 1500. 23803. SH SOLE 23803. 0. 0. MARSH & MCLENNAN COS COMMON 571748102 1546. 50873. SH SOLE 50873. 0. 0. MARSHALL & ILSLEY COMMON 571834100 1063. 24425. SH SOLE 24425. 0. 0. MARTEK BIOSCIENCES COMMON 572901106 73. 2091. SH SOLE 2091. 0. 0. MARTIN MARIETTA MATL COMMON 573284106 288. 3675. SH SOLE 3675. 0. 0. MARVEL ENTMT COMMON 57383T103 148. 8281. SH SOLE 8281. 0. 0. MARVELL TECH GRP LTD COMMON G5876H105 158. 3420. SH SOLE 3420. 0. 0. MASCO CORP COMMON 574599106 1399. 45587. SH SOLE 45587. 0. 0. MASSEY ENERGY CO COMMON 576206106 293. 5734. SH SOLE 5734. 0. 0. MASTEC INC COMMON 576323109 88. 8030. SH SOLE 8030. 0. 0. MATTEL INC COMMON 577081102 576. 34522. SH SOLE 34522. 0. 0. MATTHEWS INTL CORP CLASS A 577128101 88. 2326. SH SOLE 2326. 0. 0. ------------- PAGE TOTAL 363451.
FORM 13F
DATE: 050930 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) - -------------------- ------- --------- ----------- --------- --------- --------- --------- -------- --------- --------- --------- MATTSON TECH INC COMMON 577223100 58. 7783. SH SOLE 7783. 0. 0. MAVERICK TUBE CORP COMMON 577914104 91. 3025. SH SOLE 3025. 0. 0. MAXIM INTEGRATED PRO COMMON 57772K101 5682. 133224. SH SOLE 131124. 0. 2100. MAXIMUS INC COMMON 577933104 71. 1992. SH SOLE 1992. 0. 0. MAXTOR CORP COMMON 577729205 80. 18252. SH SOLE 18252. 0. 0. MAXYGEN INC COMMON 577776107 60. 7275. SH SOLE 7275. 0. 0. MAYTAG CORP COMMON 578592107 121. 6632. SH SOLE 6632. 0. 0. MB FINANCIAL INC NEW COMMON 55264U108 85. 2190. SH SOLE 2190. 0. 0. MBIA INC COMMON 55262C100 720. 11880. SH SOLE 11880. 0. 0. MBNA CORP COMMON 55262L100 2976. 120768. SH SOLE 120768. 0. 0. MCAFEE INC COMMON 579064106 376. 11961. SH SOLE 11961. 0. 0. MCCORMICK & CO INC COMMON 579780206 366. 11216. SH SOLE 11216. 0. 0. MCDATA CORPORATION CLASS A 580031201 89. 17005. SH SOLE 17005. 0. 0. MCDERMOTT INTL INC COMMON 580037109 188. 5132. SH SOLE 5132. 0. 0. MCDONALDS CORP COMMON 580135101 4067. 121454. SH SOLE 121454. 0. 0. MCGRATH RENTCORP COMMON 580589109 97. 3412. SH SOLE 3412. 0. 0. MCGRAW HILL COS INC COMMON 580645109 1875. 39036. SH SOLE 39036. 0. 0. ------------- PAGE TOTAL 17002.
FORM 13F
DATE: 050930 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) - -------------------- ------- --------- ----------- --------- --------- --------- --------- -------- --------- --------- --------- MCKESSON CORP COMMON 58155Q103 1412. 29749. SH SOLE 29749. 0. 0. MCMORAN EXPLO CO COMMON 582411104 62. 3201. SH SOLE 3201. 0. 0. MCSI INC COMMON 55270M108 0. 882. SH SOLE 882. 0. 0. MDC HOLDINGS COMMON 552676108 254. 3226. SH SOLE 3226. 0. 0. MDS INC COMMON 55269P302 27141. 1509261. SH SOLE 1484036. 0. 25225. MDU RES GROUP INC COMMON 552690109 323. 9058. SH SOLE 9058. 0. 0. MEADWESTVACO CORP COMMON 583334107 668. 24184. SH SOLE 24184. 0. 0. MEDAREX INC COMMON 583916101 79. 8337. SH SOLE 8337. 0. 0. MEDCATH CORP COMMON 58404W109 58. 2437. SH SOLE 2437. 0. 0. MEDCO HEALTH SOL COMMON 58405U102 1626. 29658. SH SOLE 29484. 0. 174. MEDIA GEN INC CLASS A 584404107 103. 1779. SH SOLE 1779. 0. 0. MEDIACOM COMMUN CORP COMMON 58446K105 80. 10846. SH SOLE 10846. 0. 0. MEDICINES CO COMMON 584688105 80. 3467. SH SOLE 3467. 0. 0. MEDICIS PHARMACEUTCL CLASS A 584690309 139. 4255. SH SOLE 4255. 0. 0. MEDIMMUNE INC COMMON 584699102 972. 28886. SH SOLE 28886. 0. 0. MEDTRONIC INC COMMON 585055106 11505. 214999. SH SOLE 209679. 0. 5320. MELLON FINL CORP COMMON 58551A108 1442. 45109. SH SOLE 45109. 0. 0. ------------- PAGE TOTAL 45944.
FORM 13F
DATE: 050930 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) - -------------------- ------- --------- ----------- --------- --------- --------- --------- -------- --------- --------- --------- MEMC ELECTR MATLS COMMON 552715104 360. 15808. SH SOLE 15808. 0. 0. MENS WEARHOUSE INC COMMON 587118100 114. 4265. SH SOLE 4265. 0. 0. MENTOR CORP MINN COMMON 587188103 188. 3416. SH SOLE 3416. 0. 0. MENTOR GRAPHICS CORP COMMON 587200106 48. 5535. SH SOLE 5535. 0. 0. MERCANTILE BANKSHARE COMMON 587405101 324. 6005. SH SOLE 6005. 0. 0. MERCK & CO INC COMMON 589331107 5860. 215361. SH SOLE 215361. 0. 0. MERCURY COMPUTER SYS COMMON 589378108 63. 2419. SH SOLE 2419. 0. 0. MERCURY GENERAL CORP COMMON 589400100 249. 4158. SH SOLE 4158. 0. 0. MERCURY INTERACTIVE COMMON 589405109 344. 8685. SH SOLE 8685. 0. 0. MEREDITH CORP COMMON 589433101 205. 4104. SH SOLE 4104. 0. 0. MERIDIAN GOLD CORP COMMON 589975101 2128. 97436. SH SOLE 97436. 0. 0. MERISTAR HOSPTLY CRP COMMON 58984Y103 75. 8214. SH SOLE 8214. 0. 0. MERIT MEDICAL SYS COMMON 589889104 88. 4946. SH SOLE 4946. 0. 0. MERITAGE HOMES CORP COMMON 59001A102 144. 1879. SH SOLE 1879. 0. 0. MERRILL LYNCH & CO COMMON 590188108 16885. 275364. SH SOLE 266544. 0. 8820. METALLICA RESOURCES COMMON 59125J104 3360. 2167700. SH SOLE 2167700. 0. 0. METALLICA RESOURCES WTS DEC 59125J120 284. 750000. SH SOLE 750000. 0. 0. ------------- PAGE TOTAL 30719.
FORM 13F
DATE: 050930 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) - -------------------- ------- --------- ----------- --------- --------- --------- --------- -------- --------- --------- --------- METASOLV INC COMMON 59139P104 3. 784. SH SOLE 784. 0. 0. METHANEX CORP COMMON 59151K108 1535. 103500. SH SOLE 103500. 0. 0. METHODE ELECTRS INC COMMON 591520200 66. 5760. SH SOLE 5760. 0. 0. METLIFE INC COMMON 59156R108 3536. 70957. SH SOLE 70957. 0. 0. METRIS COS INC COMMON 591598107 82. 5595. SH SOLE 5595. 0. 0. METRO ONE TELECMM COMMON 59163F105 0. 588. SH SOLE 588. 0. 0. METROLOGIC INSTRS COMMON 591676101 54. 2994. SH SOLE 2994. 0. 0. MFA MORTGAGE INVESTM COMMON 55272X102 50. 8118. SH SOLE 8118. 0. 0. MGE ENERGY INC COMMON 55277P104 62. 1693. SH SOLE 1693. 0. 0. MGI PHARMA INC COMMON 552880106 125. 5396. SH SOLE 5396. 0. 0. MGIC INVT CORP COMMON 552848103 513. 7990. SH SOLE 7990. 0. 0. MGM MIRAGE COMMON 552953101 1015. 23192. SH SOLE 23192. 0. 0. MICHAELS STORES INC COMMON 594087108 342. 10357. SH SOLE 10357. 0. 0. MICREL INC COMMON 594793101 76. 6797. SH SOLE 6797. 0. 0. MICROCHIP TECHNOLOGY COMMON 595017104 539. 17885. SH SOLE 17885. 0. 0. MICROMUSE INC COMMON 595094103 126. 15950. SH SOLE 15950. 0. 0. MICRON TECHNOLOGY COMMON 595112103 673. 50571. SH SOLE 50571. 0. 0. ------------- PAGE TOTAL 8797.
FORM 13F
DATE: 050930 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) - -------------------- ------- --------- ----------- --------- --------- --------- --------- -------- --------- --------- --------- MICROS SYSTEMS INC COMMON 594901100 114. 2605. SH SOLE 2605. 0. 0. MICROSEMI CORP COMMON 595137100 124. 4865. SH SOLE 4865. 0. 0. MICROSOFT CORP COMMON 594918104 43169. 1679551. SH SOLE 1649521. 0. 30030. MICROSTRATEGY INC CL A 594972408 156. 2225. SH SOLE 2225. 0. 0. MID-AMER APT CMNTYS COMMON 59522J103 78. 1678. SH SOLE 1678. 0. 0. MID-STATE BANCSHARE COMMON 595440108 66. 2384. SH SOLE 2384. 0. 0. MIDLAND CO COMMON 597486109 85. 2372. SH SOLE 2372. 0. 0. MIDWAY GAMES INC COMMON 598148104 103. 6769. SH SOLE 6769. 0. 0. MIDWEST BANC HOLDING COMMON 598251106 76. 3291. SH SOLE 3291. 0. 0. MILLENNIUM PHARMA COMMON 599902103 262. 28042. SH SOLE 28042. 0. 0. MILLER HERMAN INC COMMON 600544100 168. 5541. SH SOLE 5541. 0. 0. MILLIPORE CORP COMMON 601073109 259. 4111. SH SOLE 4111. 0. 0. MILLS CORP COMMON 601148109 226. 4097. SH SOLE 4097. 0. 0. MINE SAFETY APPLIANC COMMON 602720104 103. 2650. SH SOLE 2650. 0. 0. MINERALS TECHNOLOGS COMMON 603158106 85. 1481. SH SOLE 1481. 0. 0. MIPS TECHNOLOGIES COMMON 604567107 44. 6424. SH SOLE 6424. 0. 0. MIRANT CORP COMMON 604675108 0. 188. SH SOLE 188. 0. 0. ------------- PAGE TOTAL 45118.
FORM 13F
DATE: 050930 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) - -------------------- ------- --------- ----------- --------- --------- --------- --------- -------- --------- --------- --------- MITTAL STEEL CO N.V. CLASS A 60684P101 1509. 52398. SH SOLE 49534. 0. 2864. MKS INSTRUMENT INC COMMON 55306N104 66. 3853. SH SOLE 3853. 0. 0. MOBILE MINI INC COMMON 60740F105 80. 1839. SH SOLE 1839. 0. 0. MODINE MFG CO COMMON 607828100 90. 2465. SH SOLE 2465. 0. 0. MOHAWK INDS INC COMMON 608190104 405. 5045. SH SOLE 5045. 0. 0. MOLEX INC COMMON 608554101 455. 17068. SH SOLE 17068. 0. 0. MOLSON COORS BREWING CLASS B 60871R209 197. 3080. SH SOLE 3080. 0. 0. MONACO COACH CORP COMMON 60886R103 59. 4018. SH SOLE 4018. 0. 0. MONEYGRAM INTL INC COMMON 60935Y109 150. 6911. SH SOLE 6911. 0. 0. MONSANTO CO COMMON 61166W101 1370. 21833. SH SOLE 21833. 0. 0. MONSTER WORLDWIDE COMMON 611742107 291. 9473. SH SOLE 9473. 0. 0. MOODYS CORP COMMON 615369105 1244. 24361. SH SOLE 24361. 0. 0. MOOG INC CLASS A 615394202 84. 2831. SH SOLE 2831. 0. 0. MORGAN GROUP INC CLASS A 617358106 0. 1900. SH SOLE 1900. 0. 0. MORGAN STANLEY COMMON 617446448 8968. 166250. SH SOLE 162280. 0. 3970. MOSAIC CO COMMON 61945A107 461. 28765. SH SOLE 28765. 0. 0. MOTOROLA INC COMMON 620076109 7879. 356662. SH SOLE 356662. 0. 0. ------------- PAGE TOTAL 23308.
FORM 13F
DATE: 050930 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) - -------------------- ------- --------- ----------- --------- --------- --------- --------- -------- --------- --------- --------- MOVADO GROUP INC COMMON 624580106 70. 3735. SH SOLE 3735. 0. 0. MOVIE GALLERY COMMON 624581104 28. 2704. SH SOLE 2704. 0. 0. MPS GROUP INC COMMON 553409103 89. 7505. SH SOLE 7505. 0. 0. MRO SOFTWARE INC COMMON 55347W105 82. 4869. SH SOLE 4869. 0. 0. MRV COMMUNICATIONS COMMON 553477100 40. 18767. SH SOLE 18767. 0. 0. MSC INDL DIRECT INC CLASS A 553530106 174. 5244. SH SOLE 5244. 0. 0. MSC SOFTWARE CORP COMMON 553531104 78. 4965. SH SOLE 4965. 0. 0. MTC TECHNOLOGIES INC COMMON 55377A106 66. 2057. SH SOLE 2057. 0. 0. MTR GAMING GROUP INC COMMON 553769100 46. 5791. SH SOLE 5791. 0. 0. MTS SYSTEMS CORP COMMON 553777103 87. 2315. SH SOLE 2315. 0. 0. MUELLER INDS INC COMMON 624756102 70. 2522. SH SOLE 2522. 0. 0. MURPHY OIL CORP COMMON 626717102 742. 14878. SH SOLE 14878. 0. 0. MYERS INDS INC COMMON 628464109 56. 4851. SH SOLE 4851. 0. 0. MYLAN LABS INC COMMON 628530107 416. 21619. SH SOLE 21619. 0. 0. MYRIAD GENETICS INC COMMON 62855J104 71. 3252. SH SOLE 3252. 0. 0. NABI BIOPHARMACEUTIC COMMON 629519109 77. 5877. SH SOLE 5877. 0. 0. NABORS INDS LTD COMMON G6359F103 881. 12261. SH SOLE 12261. 0. 0. ------------- PAGE TOTAL 3073.
FORM 13F
DATE: 050930 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) - -------------------- ------- --------- ----------- --------- --------- --------- --------- -------- --------- --------- --------- NACCO INDS INC CLASS A 629579103 75. 659. SH SOLE 659. 0. 0. NAM TAI ELECTRS INC COMMON 629865205 1404. 55200. SH SOLE 55200. 0. 0. NANOGEN INC COMMON 630075109 2. 490. SH SOLE 490. 0. 0. NASB FINL INC COMMON 628968109 68. 1696. SH SOLE 1696. 0. 0. NASH FINCH CO COMMON 631158102 78. 1856. SH SOLE 1856. 0. 0. NATIONAL CITY CORP COMMON 635405103 2030. 60716. SH SOLE 60716. 0. 0. NATIONAL FINL PRTNRS COMMON 63607P208 115. 2548. SH SOLE 2548. 0. 0. NATIONAL FUEL GAS CO COMMON 636180101 216. 6309. SH SOLE 6309. 0. 0. NATIONAL INSTRS CORP COMMON 636518102 148. 6007. SH SOLE 6007. 0. 0. NATIONAL OILWELL VAR COMMON 637071101 901. 13691. SH SOLE 13691. 0. 0. NATIONAL SEMICONDUCT COMMON 637640103 3804. 144631. SH SOLE 144631. 0. 0. NATIONAL WESTN LIFE CLASS A 638522102 79. 373. SH SOLE 373. 0. 0. NATIONWIDE FINL SVCS CLASS A 638612101 176. 4394. SH SOLE 4394. 0. 0. NATIONWIDE HEALTH PP COMMON 638620104 118. 5079. SH SOLE 5079. 0. 0. NATL AUSTRALIA BK SP ADR 632525408 685. 5450. SH SOLE 5450. 0. 0. NATL HEALTH INVS COMMON 63633D104 67. 2444. SH SOLE 2444. 0. 0. NATL HEALTHCARE CP COMMON 635906100 66. 1891. SH SOLE 1891. 0. 0. ------------- PAGE TOTAL 10032.
FORM 13F
DATE: 050930 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) - -------------------- ------- --------- ----------- --------- --------- --------- --------- -------- --------- --------- --------- NATL PENN BANCSHARES COMMON 637138108 68. 2726. SH SOLE 2726. 0. 0. NATURAL RESOURCE PRT COM UNI 63900P103 69. 1107. SH SOLE 1107. 0. 0. NAUTILUS INC COMMON 63910B102 67. 3021. SH SOLE 3021. 0. 0. NAVIGANT CONSULTING COMMON 63935N107 69. 3590. SH SOLE 3590. 0. 0. NAVIGATORS GROUP INC COMMON 638904102 78. 2085. SH SOLE 2085. 0. 0. NAVISITE INC COMMON 63935M208 0. 113. SH SOLE 113. 0. 0. NAVISTAR INTL CORP COMMON 63934E108 184. 5672. SH SOLE 5672. 0. 0. NAVTEQ CORP COMMON 63936L100 1638. 32800. SH SOLE 32800. 0. 0. NBT BANCORP COMMON 628778102 65. 2766. SH SOLE 2766. 0. 0. NBTY INC COMMON 628782104 121. 5166. SH SOLE 5166. 0. 0. NCI BUILDING SYS COMMON 628852105 70. 1716. SH SOLE 1716. 0. 0. NCO GROUP INC COMMON 628858102 69. 3342. SH SOLE 3342. 0. 0. NCR CORP COMMON 62886E108 489. 15322. SH SOLE 15322. 0. 0. NDCHEALTH CORP COMMON 639480102 86. 4548. SH SOLE 4548. 0. 0. NEENAH PAPER COMMON 640079109 59. 2004. SH SOLE 2004. 0. 0. NEIMAN MARCUS GROUP CLASS A 640204202 379. 3787. SH SOLE 3787. 0. 0. NEKTAR THERAPEUTICS COMMON 640268108 108. 6379. SH SOLE 6379. 0. 0. ------------- PAGE TOTAL 3619.
FORM 13F
DATE: 050930 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) - -------------------- ------- --------- ----------- --------- --------- --------- --------- -------- --------- --------- --------- NESTLE S A SP ADR 641069406 1764. 24045. SH SOLE 24045. 0. 0. NET PERCEPTIONS INC COMMON 64107U101 1. 882. SH SOLE 882. 0. 0. NETBANK INC COMMON 640933107 64. 7661. SH SOLE 7661. 0. 0. NETFLIX INC COMMON 64110L106 177. 6804. SH SOLE 6804. 0. 0. NETGEAR INC COMMON 64111Q104 103. 4272. SH SOLE 4272. 0. 0. NETIQ CORP COMMON 64115P102 74. 6052. SH SOLE 6052. 0. 0. NETRATINGS INC COMMON 64116M108 57. 3737. SH SOLE 3737. 0. 0. NETWORK ACCESS SOLU COMMON 64120S109 0. 2156. SH SOLE 2156. 0. 0. NETWORK APPLIANCE COMMON 64120L104 1913. 80566. SH SOLE 80566. 0. 0. NETWORK ENGINES INC COMMON 64121A107 8. 5340. SH SOLE 5340. 0. 0. NETWORK-1 SEC SOLUT COMMON 64121N109 1. 980. SH SOLE 980. 0. 0. NEUROCHEM INC COMMON 64125K101 281. 22300. SH SOLE 22300. 0. 0. NEUROCRINE BIOSCIENC COMMON 64125C109 136. 2756. SH SOLE 2756. 0. 0. NEW CENTURY FIN CORP COMMON 6435EV108 132. 3633. SH SOLE 3633. 0. 0. NEW JERSEY RES CORP COMMON 646025106 90. 1963. SH SOLE 1963. 0. 0. NEW PLAN EXC RLTY TR COMMON 648053106 180. 7830. SH SOLE 7830. 0. 0. NEW YORK CMNTY BANCO COMMON 649445103 327. 19933. SH SOLE 19933. 0. 0. ------------- PAGE TOTAL 5308.
FORM 13F
DATE: 050930 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) - -------------------- ------- --------- ----------- --------- --------- --------- --------- -------- --------- --------- --------- NEW YORK TIMES CO CLASS A 650111107 485. 16306. SH SOLE 16306. 0. 0. NEWALLIANCE BANCSHRS COMMON 650203102 128. 8717. SH SOLE 8717. 0. 0. NEWCASTLE INVT CORP COMMON 65105M108 85. 3044. SH SOLE 3044. 0. 0. NEWELL RUBBERMAID IN COMMON 651229106 505. 22302. SH SOLE 22302. 0. 0. NEWFIELD EXPL CO COMMON 651290108 460. 9375. SH SOLE 9375. 0. 0. NEWMONT MINING CORP COMMON 651639106 2203. 46708. SH SOLE 46708. 0. 0. NEWPARK RES INC COMMON 651718504 94. 11109. SH SOLE 11109. 0. 0. NEWPORT CORP COMMON 651824104 66. 4738. SH SOLE 4738. 0. 0. NEWS CORP LTD CLASS A 65248E104 4602. 295180. SH SOLE 295180. 0. 0. NEXEN INC COMMON 65334H102 36333. 760808. SH SOLE 760808. 0. 0. NEXPRISE INC NEW COMMON 65333Q202 0. 117. SH SOLE 117. 0. 0. NEXTEL PARTNERS INC CLASS A 65333F107 354. 14106. SH SOLE 14106. 0. 0. NICOR INC COMMON 654086107 148. 3516. SH SOLE 3516. 0. 0. NIKE INC CLASS B 654106103 5549. 67930. SH SOLE 65855. 0. 2075. NISOURCE INC COMMON 65473P105 747. 30805. SH SOLE 30805. 0. 0. NL INDS INC COMMON 629156407 66. 3511. SH SOLE 3511. 0. 0. NOBLE CORPORATION COMMON G65422100 752. 10981. SH SOLE 10981. 0. 0. ------------- PAGE TOTAL 52577.
FORM 13F
DATE: 050930 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) - -------------------- ------- --------- ----------- --------- --------- --------- --------- -------- --------- --------- --------- NOBLE ENERGY INC COMMON 655044105 702. 14962. SH SOLE 14962. 0. 0. NOKIA CORP SP ADR 654902204 3177. 187888. SH SOLE 187888. 0. 0. NORDSON CORP COMMON 655663102 101. 2646. SH SOLE 2646. 0. 0. NORDSTROM INC COMMON 655664100 790. 23008. SH SOLE 23008. 0. 0. NORFOLK SOUTHERN COMMON 655844108 1335. 32914. SH SOLE 32914. 0. 0. NORTEL NETWORKS CORP COMMON 656568102 36622. 11160646. SH SOLE 10797939. 0. 362707. NORTH FORK BANCORP COMMON 659424105 976. 38273. SH SOLE 38273. 0. 0. NORTH PITTSBURGH SYS COM 661562108 59. 2907. SH SOLE 2907. 0. 0. NORTHEAST UTILS COMMON 664397106 197. 9875. SH SOLE 9875. 0. 0. NORTHERN ORION RES COMMON 665575106 372. 126600. SH SOLE 126600. 0. 0. NORTHERN TR CORP COMMON 665859104 1192. 23577. SH SOLE 23577. 0. 0. NORTHROP GRUMMAN CO COMMON 666807102 1901. 34972. SH SOLE 34972. 0. 0. NORTHWEST AIRLINES CLASS A 667280101 6. 9591. SH SOLE 9591. 0. 0. NORTHWEST BNCP INC COMMON 667328108 75. 3514. SH SOLE 3514. 0. 0. NORTHWEST NAT GAS CO COMMON 667655104 74. 1986. SH SOLE 1986. 0. 0. NORTHWESTERN CORP COMMON 668074107 0. 3078. SH SOLE 3078. 0. 0. NOVA CHEMICALS CORP COMMON 66977W109 2625. 71295. SH SOLE 71295. 0. 0. ------------- PAGE TOTAL 50204.
FORM 13F
DATE: 050930 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) - -------------------- ------- --------- ----------- --------- --------- --------- --------- -------- --------- --------- --------- NOVAGOLD RES COMMON 66987E206 465. 57850. SH SOLE 57850. 0. 0. NOVARTIS AG ADR (1 66987V109 384. 7536. SH SOLE 136. 0. 7400. NOVASTAR FINL INC COMMON 669947400 68. 2057. SH SOLE 2057. 0. 0. NOVELIS INC COMMON 67000X106 27368. 1277624. SH SOLE 1272764. 0. 4860. NOVELL INC COMMON 670006105 234. 31414. SH SOLE 31414. 0. 0. NOVELLUS SYS INC COMMON 670008101 349. 13910. SH SOLE 13910. 0. 0. NOVEN PHARMACEUTICAL COMMON 670009109 59. 4245. SH SOLE 4245. 0. 0. NOVO-NORDISK AS ADR(1 ' 670100205 487. 9825. SH SOLE 9825. 0. 0. NPS PHARMACEUTICALS COMMON 62936P103 61. 6032. SH SOLE 6032. 0. 0. NRG ENERGY INC COMMON 629377508 325. 7636. SH SOLE 7636. 0. 0. NSTAR COMMON 67019E107 232. 8038. SH SOLE 8038. 0. 0. NTL INC DEL COMMON 62940M104 532. 7968. SH SOLE 7968. 0. 0. NU SKIN ENTERPRISES CLASS A 67018T105 101. 5297. SH SOLE 5297. 0. 0. NUCOR CORP COMMON 670346105 793. 13444. SH SOLE 13444. 0. 0. NUVEEN INVESTMENTS CLASS A 67090F106 278. 7069. SH SOLE 7069. 0. 0. NUVELO INC COMMON 67072M301 3. 326. SH SOLE 326. 0. 0. NVIDIA CORP COMMON 67066G104 468. 13645. SH SOLE 13645. 0. 0. ------------- PAGE TOTAL 32207.
FORM 13F
DATE: 050930 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) - -------------------- ------- --------- ----------- --------- --------- --------- --------- -------- --------- --------- --------- NVR INC COMMON 62944T105 432. 488. SH SOLE 488. 0. 0. O CHARLEYS INC COMMON 670823103 44. 3063. SH SOLE 3063. 0. 0. O REILLY AUTOMOTIVE COMMON 686091109 237. 8410. SH SOLE 8410. 0. 0. OAKLEY INC COMMON 673662102 86. 4970. SH SOLE 4970. 0. 0. OAKWOOD HOMES CORP COMMON 674098207 0. 352. SH SOLE 352. 0. 0. OCCAM NETWORKS INC COMMON 67457P101 0. 1328. SH SOLE 1328. 0. 0. OCCIDENTAL PETE CORP COMMON 674599105 3271. 38284. SH SOLE 38284. 0. 0. OCEANEERING INTL INC COMMON 675232102 108. 2023. SH SOLE 2023. 0. 0. OCWEN FINL CORP COMMON 675746101 61. 8765. SH SOLE 8765. 0. 0. ODYSSEY HEALTHCARE I COMMON 67611V101 106. 6220. SH SOLE 6220. 0. 0. ODYSSEY RE HLDGS COMMON 67612W108 124. 4871. SH SOLE 4871. 0. 0. OFFICE DEPOT INC COMMON 676220106 761. 25614. SH SOLE 25614. 0. 0. OFFICEMAX INC COMMON 67622P101 226. 7130. SH SOLE 7130. 0. 0. OFFSHORE LOGISTICS COMMON 676255102 85. 2292. SH SOLE 2292. 0. 0. OGE ENERGY CORP COMMON 670837103 188. 6676. SH SOLE 6676. 0. 0. OHIO CASUALTY CORP COMMON 677240103 122. 4481. SH SOLE 4481. 0. 0. OIL STS INTL INC COM 678026105 145. 3983. SH SOLE 3983. 0. 0. ------------- PAGE TOTAL 5996.
FORM 13F
DATE: 050930 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) - -------------------- ------- --------- ----------- --------- --------- --------- --------- -------- --------- --------- --------- OLD DOMINION FGHT COMMON 679580100 63. 1895. SH SOLE 1895. 0. 0. OLD NATL BANCP IND COMMON 680033107 110. 5179. SH SOLE 5179. 0. 0. OLD REP INTL CORP COMMON 680223104 367. 13777. SH SOLE 13777. 0. 0. OLD SECOND BANCORP COMMON 680277100 68. 2289. SH SOLE 2289. 0. 0. OLIN CORP COMMON 680665205 101. 5331. SH SOLE 5331. 0. 0. OM GROUP INC COMMON 670872100 47. 2341. SH SOLE 2341. 0. 0. OMEGA FINL CORP COMMON 682092101 61. 2162. SH SOLE 2162. 0. 0. OMEGA HEALTHCARE INV COMMON 681936100 84. 6020. SH SOLE 6020. 0. 0. OMI CORPORATION COMMON Y6476W104 126. 7030. SH SOLE 7030. 0. 0. OMNICARE INC COMMON 681904108 454. 8073. SH SOLE 8073. 0. 0. OMNICOM GROUP INC COMMON 681919106 3831. 45807. SH SOLE 44927. 0. 880. OMNIVISION TECH INC COMMON 682128103 50. 3962. SH SOLE 3962. 0. 0. ON SEMICONDUCTOR COR COMMON 682189105 100. 19373. SH SOLE 19373. 0. 0. ONEOK INC COMMON 682680103 268. 7869. SH SOLE 7869. 0. 0. ONVIA INC COMMON 68338T403 0. 3. SH SOLE 3. 0. 0. ONYX PHARMACEUTICALS COMMON 683399109 64. 2546. SH SOLE 2546. 0. 0. ONYX SOFTWARE CORP COMMON 683402200 1. 245. SH SOLE 245. 0. 0. ------------- PAGE TOTAL 5795.
FORM 13F
DATE: 050930 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) - -------------------- ------- --------- ----------- --------- --------- --------- --------- -------- --------- --------- --------- OPEN TEXT CORP COMMON 683715106 7377. 523850. SH SOLE 499425. 0. 24425. OPENWAVE SYS INC COMMON 683718308 105. 5825. SH SOLE 5825. 0. 0. OPPENHEIMER HLDGS CLASS A 683797104 867. 43600. SH SOLE 43600. 0. 0. OPSWARE INC COMMON 68383A101 66. 12730. SH SOLE 12730. 0. 0. OPTICAL CABLE WARRANT EWOPTICAL 0. 298. SH SOLE 298. 0. 0. OPTION CARE INC COMMON 683948103 78. 5310. SH SOLE 5310. 0. 0. ORACLE CORP COMMON 68389X105 13578. 1096294. SH SOLE 1080894. 0. 15400. ORBITAL SCIENCES COMMON 685564106 78. 6224. SH SOLE 6224. 0. 0. ORBOTECH LTD ORD M75253100 1. 50. SH SOLE 50. 0. 0. OREGON STL MLS INC COMMON 686079104 73. 2611. SH SOLE 2611. 0. 0. ORGANOGENESIS INC COMMON 685906109 0. 3450. SH SOLE 3450. 0. 0. ORIENTAL FINL GROUP COMMON 68618W100 30. 2476. SH SOLE 2476. 0. 0. OSHKOSH TRUCK CORP COMMON 688239201 225. 5210. SH SOLE 5210. 0. 0. OSI PHARMACEUTICALS COMMON 671040103 111. 3788. SH SOLE 3788. 0. 0. OTTER TAIL CORP COMMON 689648103 83. 2681. SH SOLE 2681. 0. 0. OUTBACK STEAKHOUSE COMMON 689899102 206. 5620. SH SOLE 5620. 0. 0. OVERSEAS SHIPHOLDING COMMON 690368105 175. 3007. SH SOLE 3007. 0. 0. ------------- PAGE TOTAL 23053.
FORM 13F
DATE: 050930 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) - -------------------- ------- --------- ----------- --------- --------- --------- --------- -------- --------- --------- --------- OWENS & MINOR INC COMMON 690732102 88. 3005. SH SOLE 3005. 0. 0. OWENS ILL INC COMMON 690768403 236. 11467. SH SOLE 11467. 0. 0. OXFORD INDS INC COMMON 691497309 86. 1914. SH SOLE 1914. 0. 0. P F CHANGS CHINA BI COMMON 69333Y108 84. 1866. SH SOLE 1866. 0. 0. PAC-WEST TELECM INC COMMON 69371Y101 1. 852. SH SOLE 852. 0. 0. PACCAR INC COMMON 693718108 1151. 16961. SH SOLE 16961. 0. 0. PACER INTL INC TENN COM 69373H106 71. 2676. SH SOLE 2676. 0. 0. PACIFIC CAP BANCORP COMMON 69404P101 112. 3369. SH SOLE 3369. 0. 0. PACIFIC ENERGY PARTN COM UNI 69422R105 64. 2004. SH SOLE 2004. 0. 0. PACIFIC SUNWEAR CA COMMON 694873100 127. 5910. SH SOLE 5910. 0. 0. PACIFICARE HEALTH COMMON 695112102 524. 6569. SH SOLE 6569. 0. 0. PACKAGING CORP AMER COMMON 695156109 156. 8045. SH SOLE 8045. 0. 0. PACKETEER INC COMMON 695210104 54. 4312. SH SOLE 4312. 0. 0. PACTIV CORP COMMON 695257105 217. 12409. SH SOLE 12409. 0. 0. PALL CORP COMMON 696429307 403. 14646. SH SOLE 14646. 0. 0. PALM INC COMMON 696643105 98. 3450. SH SOLE 3450. 0. 0. PAN AMERICAN SILVER COMMON 697900108 1112. 63225. SH SOLE 63225. 0. 0. ------------- PAGE TOTAL 4584.
FORM 13F
DATE: 050930 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) - -------------------- ------- --------- ----------- --------- --------- --------- --------- -------- --------- --------- --------- PAN PACIFIC RETAIL COMMON 69806L104 202. 3058. SH SOLE 3058. 0. 0. PANERA BREAD CO CLASS A 69840W108 112. 2198. SH SOLE 2198. 0. 0. PANTRY INC COMMON 698657103 81. 2156. SH SOLE 2156. 0. 0. PAPA JOHNS INTL COMMON 698813102 99. 1977. SH SOLE 1977. 0. 0. PAR PHARMACEUTICAL COMMON 69888P106 66. 2487. SH SOLE 2487. 0. 0. PARAMETRIC TECH CORP COMMON 699173100 148. 21263. SH SOLE 21263. 0. 0. PAREXEL INTL CORP COMMON 699462107 65. 3253. SH SOLE 3253. 0. 0. PARK ELECTROCHEMICAL COMMON 700416209 90. 3374. SH SOLE 3374. 0. 0. PARK NATL CORP COMMON 700658107 115. 1063. SH SOLE 1063. 0. 0. PARKER DRILLING CO COMMON 701081101 107. 11543. SH SOLE 11543. 0. 0. PARKER HANNIFIN CORP COMMON 701094104 629. 9781. SH SOLE 9781. 0. 0. PARKWAY PPTYS INC COMMON 70159Q104 63. 1346. SH SOLE 1346. 0. 0. PARTNERS TRUST FINL COMMON 70213F102 74. 6456. SH SOLE 6456. 0. 0. PATTERSON COMPANIES COMMON 703395103 506. 12632. SH SOLE 12632. 0. 0. PATTERSON UTI ENERGY COMMON 703481101 458. 12703. SH SOLE 12703. 0. 0. PAXAR CORP COMMON 704227107 51. 3027. SH SOLE 3027. 0. 0. PAXSON COMMUNICATION COMMON 704231109 2. 4070. SH SOLE 4070. 0. 0. ------------- PAGE TOTAL 2868.
FORM 13F
DATE: 050930 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) - -------------------- ------- --------- ----------- --------- --------- --------- --------- -------- --------- --------- --------- PAYCHEX INC COMMON 704326107 1614. 43512. SH SOLE 43512. 0. 0. PAYLESS SHOESOURCE COMMON 704379106 85. 4911. SH SOLE 4911. 0. 0. PC SERVICE SRCE COMMON 693258105 0. 4200. SH SOLE 4200. 0. 0. PEABODY ENERGY CORP COMMON 704549104 827. 9807. SH SOLE 9807. 0. 0. PECO II INC COMMON 705221109 4. 2450. SH SOLE 2450. 0. 0. PEDIATRIX MED GRP COMMON 705324101 138. 1791. SH SOLE 1791. 0. 0. PENGROWTH ENERGY CLASS A 706902301 2801. 110240. SH SOLE 102050. 0. 8190. PENN NATL GAMING INC COMMON 707569109 181. 5824. SH SOLE 5824. 0. 0. PENN REAL ESTATE INV SH BEN 709102107 116. 2753. SH SOLE 2753. 0. 0. PENN VIRGINIA CORP COMMON 707882106 80. 1392. SH SOLE 1392. 0. 0. PENNEY J C INC COMMON 708160106 5389. 113643. SH SOLE 109108. 0. 4535. PENTAIR INC COMMON 709631105 276. 7554. SH SOLE 7554. 0. 0. PENTON MEDIA INC COMMON 709668107 0. 980. SH SOLE 980. 0. 0. PEOPLES BK BRDGPORT COMMON 710198102 311. 10733. SH SOLE 10733. 0. 0. PEOPLES ENERGY CORP COMMON 711030106 115. 2931. SH SOLE 2931. 0. 0. PEP BOY MANNY MOE&JK COMMON 713278109 55. 3967. SH SOLE 3967. 0. 0. PEPCO HOLDINGS INC COMMON 713291102 330. 14179. SH SOLE 14179. 0. 0. ------------- PAGE TOTAL 12322.
FORM 13F
DATE: 050930 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) - -------------------- ------- --------- ----------- --------- --------- --------- --------- -------- --------- --------- --------- PEPSI BOTTLING GRP COMMON 713409100 570. 19965. SH SOLE 19965. 0. 0. PEPSIAMERICAS INC COMMON 71343P200 241. 10598. SH SOLE 10598. 0. 0. PEPSICO INC COMMON 713448108 17035. 300391. SH SOLE 286516. 0. 13875. PER-SE TECH INC COMMON 713569309 86. 4144. SH SOLE 4144. 0. 0. PERFORMANCE FOOD GRP COMMON 713755106 106. 3356. SH SOLE 3356. 0. 0. PERKINELMER INC COMMON 714046109 218. 10703. SH SOLE 10703. 0. 0. PEROT SYS CORP CLASS A 714265105 123. 8678. SH SOLE 8678. 0. 0. PERRIGO CO COMMON 714290103 74. 5154. SH SOLE 5154. 0. 0. PETCO ANIMAL SUPPLIE COMMON 716016209 93. 4389. SH SOLE 4389. 0. 0. PETRO-CANADA COMMON 71644E102 309432. 7383530. SH SOLE 7270480. 0. 113050. PETROBRAS ENERGIA SA SP ADR 71646M102 32. 2000. SH SOLE 2000. 0. 0. PETROCHINA CO LTD SP ADR( 71646E100 25. 300. SH SOLE 300. 0. 0. PETROFUND ENERGY TR TRUST U 71648W108 1863. 94770. SH SOLE 86160. 0. 8610. PETROKAZAKHSTAN INC CLASS A 71649P102 3558. 65670. SH SOLE 65670. 0. 0. PETSMART INC COMMON 716768106 282. 12954. SH SOLE 12954. 0. 0. PFF BANCORP INC COMMON 69331W104 65. 2161. SH SOLE 2161. 0. 0. PFIZER INC COMMON 717081103 29346. 1224163. SH SOLE 1202658. 0. 21505. ------------- PAGE TOTAL 363149.
FORM 13F
DATE: 050930 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) - -------------------- ------- --------- ----------- --------- --------- --------- --------- -------- --------- --------- --------- PG&E CORP COMMON 69331C108 1753. 44673. SH SOLE 44673. 0. 0. PHARMACEUTICAL PROD COMMON 717124101 244. 4236. SH SOLE 4236. 0. 0. PHARMACOPEIA DRUG DI COMMON 7171EP101 3. 857. SH SOLE 857. 0. 0. PHELPS DODGE CORP COMMON 717265102 2032. 15643. SH SOLE 14593. 0. 1050. PHH CORPORATION COMMON 693320202 111. 4054. SH SOLE 4054. 0. 0. PHILADELPHIA CONS H COMMON 717528103 142. 1672. SH SOLE 1672. 0. 0. PHILIPPINE LONG DIST SP ADR 718252604 274. 9000. SH SOLE 9000. 0. 0. PHILLIPS VAN HEUSEN COMMON 718592108 74. 2382. SH SOLE 2382. 0. 0. PHOENIX COS INC COMMON 71902E109 85. 6932. SH SOLE 6932. 0. 0. PHOTON DYNAMICS COMMON 719364101 60. 3116. SH SOLE 3116. 0. 0. PHOTRONICS INC COMMON 719405102 74. 3808. SH SOLE 3808. 0. 0. PIEDMONT NAT GAS INC COMMON 720186105 147. 5853. SH SOLE 5853. 0. 0. PIER 1 IMPORTS INC COM USD 720279108 77. 6819. SH SOLE 6819. 0. 0. PILGRIMS PRIDE CORP COMMON 721467108 185. 5081. SH SOLE 5081. 0. 0. PINNACLE ENTERTAINMT COMMON 723456109 78. 4251. SH SOLE 4251. 0. 0. PINNACLE WEST CAP COMMON 723484101 327. 7410. SH SOLE 7410. 0. 0. PIONEER NATURAL RES COMMON 723787107 609. 11089. SH SOLE 11089. 0. 0. ------------- PAGE TOTAL 6275.
FORM 13F
DATE: 050930 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) - -------------------- ------- --------- ----------- --------- --------- --------- --------- -------- --------- --------- --------- PIPER JAFFRAY COS COMMON 724078100 56. 1870. SH SOLE 1870. 0. 0. PITNEY BOWES INC COMMON 724479100 799. 19154. SH SOLE 19154. 0. 0. PIXAR COMMON 725811103 450. 10109. SH SOLE 10109. 0. 0. PIXELWORKS INC COMMON 72581M107 50. 7541. SH SOLE 7541. 0. 0. PLACER DOME INC COMMON 725906101 8498. 496085. SH SOLE 496085. 0. 0. PLAINS ALL AMERN PIP UNIT LT 726503105 204. 4783. SH SOLE 4783. 0. 0. PLAINS EXPL & PRODTN COMMON 726505100 252. 5880. SH SOLE 5880. 0. 0. PLANTRONICS INC COMMON 727493108 113. 3660. SH SOLE 3660. 0. 0. PLAYTEX PRODS INC COMMON 72813P100 86. 7862. SH SOLE 7862. 0. 0. PLEXUS CORP COMMON 729132100 105. 6140. SH SOLE 6140. 0. 0. PLUG POWER INC COMMON 72919P103 61. 9021. SH SOLE 9021. 0. 0. PLUM CREEK TIMBER CO COMMON 729251108 861. 22713. SH SOLE 22713. 0. 0. PMC-SIERRA INC COMMON 69344F106 14. 1534. SH SOLE 1534. 0. 0. PMI GROUP INC COMMON 69344M101 292. 7335. SH SOLE 7335. 0. 0. PNC FINL SVCS GRP COMMON 693475105 1648. 28399. SH SOLE 28399. 0. 0. PNM RES INC COMMON 69349H107 127. 4443. SH SOLE 4443. 0. 0. POGO PRODUCING CO COMMON 730448107 285. 4828. SH SOLE 4828. 0. 0. ------------- PAGE TOTAL 13901.
FORM 13F
DATE: 050930 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) - -------------------- ------- --------- ----------- --------- --------- --------- --------- -------- --------- --------- --------- POLARIS INDS INC COMMON 731068102 163. 3290. SH SOLE 3290. 0. 0. POLO RALPH LAUREN CLASS A 731572103 387. 7684. SH SOLE 7684. 0. 0. POLYCOM INC COMMON 73172K104 125. 7738. SH SOLE 7738. 0. 0. POLYMEDICA CORP COMMON 731738100 72. 2052. SH SOLE 2052. 0. 0. POLYONE CORPORATION COMMON 73179P106 42. 6998. SH SOLE 6998. 0. 0. POPULAR INC COMMON 733174106 493. 20345. SH SOLE 20345. 0. 0. PORTFOLIO RECOVERY COMMON 73640Q105 80. 1859. SH SOLE 1859. 0. 0. POSCO SP ADR 693483109 85. 1500. SH SOLE 1500. 0. 0. POST PPTYS INC COMMON 737464107 110. 2955. SH SOLE 2955. 0. 0. POTASH CORP OF SASK COMMON 73755L107 9278. 99433. SH SOLE 98233. 0. 1200. POTLATCH CORP COMMON 737628107 110. 2112. SH SOLE 2112. 0. 0. POWER INTEGRATIONS COMMON 739276103 70. 3226. SH SOLE 3226. 0. 0. POWER-ONE INC COMMON 739308104 38. 6780. SH SOLE 6780. 0. 0. POWERWAVE TECHNOLOG COMMON 739363109 130. 10033. SH SOLE 10033. 0. 0. PPG INDUSTRIES INC COMMON 693506107 1072. 18111. SH SOLE 18111. 0. 0. PPL CORP COMMON 69351T106 1298. 40138. SH SOLE 40138. 0. 0. PRAECIS PHARMACEUTI COMMON 739421105 1. 3077. SH SOLE 3077. 0. 0. ------------- PAGE TOTAL 13554.
FORM 13F
DATE: 050930 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) - -------------------- ------- --------- ----------- --------- --------- --------- --------- -------- --------- --------- --------- PRAXAIR INC COMMON 74005P104 6031. 125964. SH SOLE 121539. 0. 4425. PRE PAID LEGAL SVCS COMMON 740065107 77. 2001. SH SOLE 2001. 0. 0. PRECISION CASTPARTS COMMON 740189105 526. 9914. SH SOLE 9914. 0. 0. PRECISION DRILLING COMMON 74022D100 5692. 114400. SH SOLE 114400. 0. 0. PREMIERE GLOBAL SVCS COMMON 740585104 47. 5724. SH SOLE 5724. 0. 0. PRENTISS PPTYS TR SH BEN 740706106 134. 3305. SH SOLE 3305. 0. 0. PRESCIENT APPD INTEL COMMON 740925102 0. 19. SH SOLE 19. 0. 0. PRESIDENTIAL LIFE COMMON 740884101 77. 4254. SH SOLE 4254. 0. 0. PRICE COMMUNICATIONS COMMON 741437305 76. 4606. SH SOLE 4606. 0. 0. PRICE T ROWE GRP COMMON 74144T108 684. 10482. SH SOLE 10482. 0. 0. PRICELINE COM INC COMMON 741503403 54. 2792. SH SOLE 2792. 0. 0. PRIDE INTL INC DEL COMMON 74153Q102 292. 10244. SH SOLE 10244. 0. 0. PRIMEDIA INC COMMON 74157K101 82. 19995. SH SOLE 19995. 0. 0. PRIMEWEST ENERGY TRUST U 741930309 29045. 926500. SH SOLE 792900. 0. 133600. PRIMUS TELECOM GR COMMON 741929103 5. 4841. SH SOLE 4841. 0. 0. PRINCIPAL FINL GRP COMMON 74251V102 1523. 32144. SH SOLE 32144. 0. 0. PRIORITY HEALTHCARE CLASS B 74264T102 85. 3057. SH SOLE 3057. 0. 0. ------------- PAGE TOTAL 44430.
FORM 13F
DATE: 050930 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) - -------------------- ------- --------- ----------- --------- --------- --------- --------- -------- --------- --------- --------- PRIVATEBANCORP INC COMMON 742962103 74. 2173. SH SOLE 2173. 0. 0. PROASSURANCE CORP COMMON 74267C106 97. 2089. SH SOLE 2089. 0. 0. PROCTER & GAMBLE CO COMMON 742718109 22679. 381444. SH SOLE 365849. 0. 15595. PROGENICS PHARMACEUT COMMON 743187106 84. 3540. SH SOLE 3540. 0. 0. PROGRESS ENERGY INC COMMON 743263105 1108. 24770. SH SOLE 24770. 0. 0. PROGRESS SOFTWARE COMMON 743312100 96. 3018. SH SOLE 3018. 0. 0. PROGRESSIVE CORP COMMON 743315103 2040. 19470. SH SOLE 19470. 0. 0. PROLIANCE INTL INC COMMON 74340R104 3. 580. SH SOLE 580. 0. 0. PROLOGIS COM SH 743410102 881. 19881. SH SOLE 19881. 0. 0. PROQUEST COMPANY COMMON 74346P102 74. 2041. SH SOLE 2041. 0. 0. PROSPERITY BANCSHARE COMMON 743606105 72. 2366. SH SOLE 2366. 0. 0. PROTECTION ONE INC COMMON 743663403 3. 154. SH SOLE 154. 0. 0. PROTECTIVE LIFE CORP COMMON 743674103 216. 5245. SH SOLE 5245. 0. 0. PROTEIN DESIGN LABS COMMON 74369L103 205. 7330. SH SOLE 7330. 0. 0. PROVIDENT BANKSHARES COMMON 743859100 88. 2519. SH SOLE 2519. 0. 0. PROVIDENT FINL SVCS COMMON 74386T105 108. 6115. SH SOLE 6115. 0. 0. PROVIDENT NY BANCORP COMMON 744028101 63. 5404. SH SOLE 5404. 0. 0. ------------- PAGE TOTAL 27891.
FORM 13F
DATE: 050930 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) - -------------------- ------- --------- ----------- --------- --------- --------- --------- -------- --------- --------- --------- PROVIDIAN FINL CORP COMMON 74406A102 419. 23691. SH SOLE 23691. 0. 0. PRUDENTIAL FINL COMMON 744320102 5001. 74027. SH SOLE 72502. 0. 1525. PRUDENTIAL PLC ADS(2 O 74435K204 511. 27750. SH SOLE 27750. 0. 0. PS BUSINESS PKS INC COMMON 69360J107 71. 1551. SH SOLE 1551. 0. 0. PSS WORLD MED INC COMMON 69366A100 74. 5561. SH SOLE 5561. 0. 0. PT INDOSAT TBK SP ADR 744383100 30. 1197. SH SOLE 1197. 0. 0. PT TELEKOMUNIKAS IND ADR(40 715684106 123. 5931. SH SOLE 5931. 0. 0. PUBLIC STORAGE INC COMMON 74460D109 698. 10417. SH SOLE 10417. 0. 0. PUBLIC SVC ENTERPR COMMON 744573106 1529. 23756. SH SOLE 23756. 0. 0. PUBLICIS GROUP SA SP ADR( 74463M106 412. 12950. SH SOLE 12950. 0. 0. PUGET ENERGY INC COMMON 745310102 178. 7586. SH SOLE 7586. 0. 0. PULTE HOMES INC COMMON 745867101 909. 21170. SH SOLE 21170. 0. 0. PURCHASEPRO COMMON COMMON 746144302 0. 313. SH SOLE 313. 0. 0. QLOGIC CORP COMMON 747277101 306. 8936. SH SOLE 8936. 0. 0. QLT INC COMMON 746927102 602. 79175. SH SOLE 79175. 0. 0. QUAD SYS CORP COMMON 74730Q104 0. 1800. SH SOLE 1800. 0. 0. QUALCOMM INC COMMON 747525103 11829. 264325. SH SOLE 264325. 0. 0. ------------- PAGE TOTAL 22692.
FORM 13F
DATE: 050930 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) - -------------------- ------- --------- ----------- --------- --------- --------- --------- -------- --------- --------- --------- QUANEX CORP COMMON 747620102 133. 2005. SH SOLE 2005. 0. 0. QUANTA SVCS INC COMMON 74762E102 107. 8417. SH SOLE 8417. 0. 0. QUANTUM CORP COM DSS 747906204 64. 20829. SH SOLE 20829. 0. 0. QUEBECOR WORLD INC SUB VTG 748203106 39545. 2106228. SH SOLE 2097478. 0. 8750. QUEST DIAGNOSTICS COMMON 74834L100 837. 16564. SH SOLE 16564. 0. 0. QUEST SOFTWARE INC COMMON 74834T103 103. 6817. SH SOLE 6817. 0. 0. QUESTAR CORP COMMON 748356102 565. 6416. SH SOLE 6416. 0. 0. QUICKSILVER RES INC COMMON 74837R104 272. 5694. SH SOLE 5694. 0. 0. QUIKSILVER INC COMMON 74838C106 129. 8910. SH SOLE 8910. 0. 0. QWEST COMMUNCTN INTL COMMON 749121109 609. 148541. SH SOLE 148541. 0. 0. R & G FINANCIAL CORP CLASS B 749136107 33. 2376. SH SOLE 2376. 0. 0. R.H.DONNELLEY CORP COMMON 74955W307 149. 2356. SH SOLE 2356. 0. 0. RADIAN GROUP INC COMMON 750236101 375. 7053. SH SOLE 7053. 0. 0. RADIO ONE INC CLASS A 75040P108 104. 7896. SH SOLE 7896. 0. 0. RADIO ONE INC CLASS D 75040P405 3. 202. SH SOLE 202. 0. 0. RADIOSHACK CORP COMMON 750438103 327. 13193. SH SOLE 13193. 0. 0. RAILAMERICA INC COMMON 750753105 58. 4841. SH SOLE 4841. 0. 0. ------------- PAGE TOTAL 43413.
FORM 13F
DATE: 050930 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) - -------------------- ------- --------- ----------- --------- --------- --------- --------- -------- --------- --------- --------- RAIT INVT TR COMMON 749227104 69. 2419. SH SOLE 2419. 0. 0. RALCORP HLDGS INC COMMON 751028101 87. 2087. SH SOLE 2087. 0. 0. RAMBUS INC COMMON 750917106 92. 7630. SH SOLE 7630. 0. 0. RAMCO-GERSHENSON SH BEN 751452202 71. 2432. SH SOLE 2432. 0. 0. RANGE RESOURCES CORP COMMON 75281A109 199. 5164. SH SOLE 5164. 0. 0. RARE HOSPITALITY COMMON 753820109 65. 2513. SH SOLE 2513. 0. 0. RAYMOND JAMES FINL COMMON 754730109 185. 5745. SH SOLE 5745. 0. 0. RAYONIER INC COMMON 754907103 218. 3790. SH SOLE 3790. 0. 0. RAYTHEON COMMON 755111507 1685. 44318. SH SOLE 44318. 0. 0. RC2 CORPORATION COMMON 749388104 76. 2252. SH SOLE 2252. 0. 0. READ-RITE CORP COMMON 755246204 0. 660. SH SOLE 660. 0. 0. READERS DIGEST ASSN COMMON 755267101 115. 7227. SH SOLE 7227. 0. 0. REALNETWORKS INC COMMON 75605L104 68. 11844. SH SOLE 11844. 0. 0. REALTY INCOME CORP COMMON 756109104 141. 5883. SH SOLE 5883. 0. 0. RECKSON ASSOCS RLTY COMMON 75621K106 212. 6148. SH SOLE 6148. 0. 0. RED HAT INC COMMON 756577102 285. 13470. SH SOLE 13470. 0. 0. RED ROBIN GOURMET BU COMMON 75689M101 68. 1473. SH SOLE 1473. 0. 0. ------------- PAGE TOTAL 3636.
FORM 13F
DATE: 050930 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) - -------------------- ------- --------- ----------- --------- --------- --------- --------- -------- --------- --------- --------- REDBACK NETWORKS INC COMMON 757209507 104. 10445. SH SOLE 10445. 0. 0. REDWOOD TRUST INC COMMON 758075402 85. 1755. SH SOLE 1755. 0. 0. REEBOK INTL LTD COMMON 758110100 278. 4909. SH SOLE 4909. 0. 0. REED ELSEVIER PLC SPONSOR 758205108 492. 13334. SH SOLE 13334. 0. 0. REGAL BELOIT CORP COMMON 758750103 77. 2371. SH SOLE 2371. 0. 0. REGAL ENTERTAINMENT CLASS A 758766109 220. 10964. SH SOLE 10964. 0. 0. REGENCY CENTERS CORP COMMON 758849103 262. 4563. SH SOLE 4563. 0. 0. REGENERON PHARMCTCLS COMMON 75886F107 112. 11801. SH SOLE 11801. 0. 0. REGIONS FINL CORP COMMON 7591EP100 1366. 43888. SH SOLE 43888. 0. 0. REGIS CORP MINN COMMON 758932107 128. 3394. SH SOLE 3394. 0. 0. REHABCARE GRP INC COMMON 759148109 47. 2309. SH SOLE 2309. 0. 0. REINSURANCE GRP COMMON 759351109 213. 4758. SH SOLE 4758. 0. 0. RELIANCE STEEL& ALUM COMMON 759509102 121. 2295. SH SOLE 2295. 0. 0. RELIANT ENERGY INC COMMON 75952B105 347. 22492. SH SOLE 22492. 0. 0. REMEC INC COMMON 759543200 6. 4729. SH SOLE 4729. 0. 0. REMINGTON OIL & GAS COMMON 759594302 88. 2119. SH SOLE 2119. 0. 0. RENAISSANCE LEARNING COMMON 75968L105 72. 4020. SH SOLE 4020. 0. 0. ------------- PAGE TOTAL 4018.
FORM 13F
DATE: 050930 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) - -------------------- ------- --------- ----------- --------- --------- --------- --------- -------- --------- --------- --------- RENAL CARE GRP INC COMMON 759930100 242. 5122. SH SOLE 5122. 0. 0. RENASANT CORP COMMON 75970E107 69. 2184. SH SOLE 2184. 0. 0. RENT A CTR INC NEW COMMON 76009N100 115. 5930. SH SOLE 5930. 0. 0. REPUBLIC BANCORP COMMON 760282103 72. 5114. SH SOLE 5114. 0. 0. REPUBLIC BANCORP KY CLASS A 760281204 61. 2903. SH SOLE 2903. 0. 0. REPUBLIC SVCS INC COMMON 760759100 409. 11595. SH SOLE 11595. 0. 0. RESEARCH IN MOTION COMMON 760975102 28015. 410183. SH SOLE 399883. 0. 10300. RESMED INC COMMON 761152107 202. 2535. SH SOLE 2535. 0. 0. RESOURCE AMERICA INC CLASS A 761195205 32. 1787. SH SOLE 1787. 0. 0. RESOURCES CONNECTION COMMON 76122Q105 106. 3567. SH SOLE 3567. 0. 0. RESPIRONICS INC COMMON 761230101 226. 5349. SH SOLE 5349. 0. 0. REVLON INC CLASS A 761525500 91. 28214. SH SOLE 28214. 0. 0. REYNOLDS & REYNOLDS CLASS A 761695105 165. 6004. SH SOLE 6004. 0. 0. REYNOLDS AMERN INC COMMON 761713106 978. 11786. SH SOLE 11786. 0. 0. RF MICRODEVICES INC COMMON 749941100 77. 13568. SH SOLE 13568. 0. 0. RIO NARCEA GOLD MNS COMMON 766909105 531. 380900. SH SOLE 380900. 0. 0. RITCHIE BROS AUCTNRS COMMON 767744105 10994. 250400. SH SOLE 240500. 0. 9900. ------------- PAGE TOTAL 42385.
FORM 13F
DATE: 050930 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) - -------------------- ------- --------- ----------- --------- --------- --------- --------- -------- --------- --------- --------- RITE AID CORP COMMON 767754104 156. 40154. SH SOLE 40154. 0. 0. RLI CORP COMMON 749607107 84. 1813. SH SOLE 1813. 0. 0. ROBBINS & MYERS INC COMMON 770196103 62. 2737. SH SOLE 2737. 0. 0. ROBERT HALF INTL INC COMMON 770323103 495. 13899. SH SOLE 13899. 0. 0. ROCHE HLDG LTD SP ADR 771195104 563. 8025. SH SOLE 8025. 0. 0. ROCK-TENN CO CLASS A 772739207 70. 4644. SH SOLE 4644. 0. 0. ROCKWELL AUTOMATION COMMON 773903109 1309. 24752. SH SOLE 24752. 0. 0. ROCKWELL COLLINS INC COMMON 774341101 698. 14451. SH SOLE 14451. 0. 0. ROFIN SINAR TECH INC COMMON 775043102 73. 1921. SH SOLE 1921. 0. 0. ROGERS COMMUNICATION CLASS B 775109200 12775. 324155. SH SOLE 324155. 0. 0. ROGERS CORP COMMON 775133101 63. 1621. SH SOLE 1621. 0. 0. ROHM & HAAS CO COMMON 775371107 998. 24270. SH SOLE 24270. 0. 0. ROLLINS INC COMMON 775711104 97. 4979. SH SOLE 4979. 0. 0. ROPER INDS INC COMMON 776696106 253. 6434. SH SOLE 6434. 0. 0. ROSS STORES INC COMMON 778296103 319. 13471. SH SOLE 13471. 0. 0. ROSTELECOM OPEN JT SP ADR 778529107 39. 2628. SH SOLE 2628. 0. 0. ROWAN COS INC COMMON 779382100 310. 8729. SH SOLE 8729. 0. 0. ------------- PAGE TOTAL 18364.
FORM 13F
DATE: 050930 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) - -------------------- ------- --------- ----------- --------- --------- --------- --------- -------- --------- --------- --------- ROYAL BANK CDA COMMON 780087102 540863. 7380332. SH SOLE 6909762. 0. 470570. ROYAL CARIBBEAN CRUS COMMON V7780T103 731. 16917. SH SOLE 16917. 0. 0. ROYAL GOLD INC COMMON 780287108 98. 3630. SH SOLE 3630. 0. 0. ROYAL GROUP TECH COMMON 779915107 707. 70125. SH SOLE 70125. 0. 0. RPC INC COMMON 749660106 203. 7865. SH SOLE 7865. 0. 0. RPM INTERNATIONAL COMMON 749685103 162. 8801. SH SOLE 8801. 0. 0. RSA SEC INC COMMON 749719100 59. 4679. SH SOLE 4679. 0. 0. RTI INTL METALS INC COMMON 74973W107 108. 2746. SH SOLE 2746. 0. 0. RUBY TUESDAY INC COMMON 781182100 104. 4790. SH SOLE 4790. 0. 0. RUDDICK CORP COMMON 781258108 78. 3401. SH SOLE 3401. 0. 0. RUSS BERRIE & CO COMMON 782233100 42. 2991. SH SOLE 2991. 0. 0. RUSSELL CORP COMMON 782352108 49. 3477. SH SOLE 3477. 0. 0. RYANS RESTAURANT GRP COMMON 783520109 57. 4863. SH SOLE 4863. 0. 0. RYDER SYSTEMS INC COMMON 783549108 184. 5366. SH SOLE 5366. 0. 0. RYERSON TULL INC NEW COMMON 78375P107 110. 5175. SH SOLE 5175. 0. 0. RYLAND GROUP INC COMMON 783764103 266. 3890. SH SOLE 3890. 0. 0. S & T BANCORP INC COMMON 783859101 72. 1906. SH SOLE 1906. 0. 0. ------------- PAGE TOTAL 543893.
FORM 13F
DATE: 050930 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) - -------------------- ------- --------- ----------- --------- --------- --------- --------- -------- --------- --------- --------- S1 CORPORATION COMMON 78463B101 38. 9716. SH SOLE 9716. 0. 0. SABA SOFTWARE INC COMMON 784932600 1. 269. SH SOLE 269. 0. 0. SABRE HOLDING CORP CLASS A 785905100 229. 11307. SH SOLE 11307. 0. 0. SAFECO CORP COMMON 786429100 599. 11218. SH SOLE 11218. 0. 0. SAFENET INC COMMON 78645R107 80. 2190. SH SOLE 2190. 0. 0. SAFEWAY INC COMMON 786514208 1190. 46497. SH SOLE 46497. 0. 0. SAGENT TECHN INC COMMON 786693101 0. 784. SH SOLE 784. 0. 0. SAKS INCORPORATED COMMON 79377W108 200. 10821. SH SOLE 10821. 0. 0. SALEM COMMUNICATION CLASS A 794093104 55. 2999. SH SOLE 2999. 0. 0. SALIX PHARMACEUTICAL COMMON 795435106 94. 4406. SH SOLE 4406. 0. 0. SAMSONITE CORP COMMON 79604V105 0. 238. SH SOLE 238. 0. 0. SANDERSON FARMS COMMON 800013104 56. 1515. SH SOLE 1515. 0. 0. SANDISK CORP COMMON 80004C101 697. 14453. SH SOLE 14453. 0. 0. SANDY SPRING BANCORP COMMON 800363103 71. 2117. SH SOLE 2117. 0. 0. SANGAMO BIOSCIENCES COMMON 800677106 3. 588. SH SOLE 588. 0. 0. SANMINA-SCI CORP COMMON 800907107 219. 50961. SH SOLE 50961. 0. 0. SANOFI-AVENTIS SPONSOR 80105N105 799. 19235. SH SOLE 19235. 0. 0. ------------- PAGE TOTAL 4331.
FORM 13F
DATE: 050930 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) - -------------------- ------- --------- ----------- --------- --------- --------- --------- -------- --------- --------- --------- SANTANDER BANCORP COMMON 802809103 85. 3434. SH SOLE 3434. 0. 0. SAP AKTIENGESELLSCHF SP ADR( 803054204 3684. 85025. SH SOLE 84865. 0. 160. SAPIENT CORP COMMON 803062108 1397. 223501. SH SOLE 223501. 0. 0. SARA LEE CORP COMMON 803111103 1472. 77695. SH SOLE 77695. 0. 0. SAUER-DANFOSS INC COMMON 804137107 74. 3688. SH SOLE 3688. 0. 0. SAUL CTRS INC COMMON 804395101 69. 1915. SH SOLE 1915. 0. 0. SAXON CAPITAL INC COMMON 80556T106 45. 3805. SH SOLE 3805. 0. 0. SBA COMMUNICATIONS COMMON 78388J106 113. 7306. SH SOLE 7306. 0. 0. SBC COMMUNICATIONS COMMON 78387G103 7607. 317364. SH SOLE 317364. 0. 0. SCANA CORPORATION COMMON 80589M102 356. 8438. SH SOLE 8438. 0. 0. SCANSOFT INC COMMON 80603P107 93. 17372. SH SOLE 17372. 0. 0. SCANSOURCE INC COMMON 806037107 61. 1249. SH SOLE 1249. 0. 0. SCHAWK INC CLASS A 806373106 75. 3771. SH SOLE 3771. 0. 0. SCHERING PLOUGH CORP COMMON 806605101 2934. 139373. SH SOLE 139373. 0. 0. SCHLUMBERGER LTD COMMON 806857108 10670. 126660. SH SOLE 122804. 0. 3856. SCHNITZER STL CLASS A 806882106 70. 2164. SH SOLE 2164. 0. 0. SCHOLASTIC CORP COMMON 807066105 107. 2889. SH SOLE 2889. 0. 0. ------------- PAGE TOTAL 28912.
FORM 13F
DATE: 050930 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) - -------------------- ------- --------- ----------- --------- --------- --------- --------- -------- --------- --------- --------- SCHOOL SPECIALTY INC COMMON 807863105 94. 1922. SH SOLE 1922. 0. 0. SCHULMAN A INC COMMON 808194104 68. 3773. SH SOLE 3773. 0. 0. SCHWAB CHARLES CORP COMMON 808513105 2026. 140391. SH SOLE 140391. 0. 0. SCHWEITZER-MAUDUIT COMMON 808541106 43. 1947. SH SOLE 1947. 0. 0. SCIENCE DYNAMICS COMMON 808631105 0. 1470. SH SOLE 1470. 0. 0. SCIENT INC COMMON 808649305 0. 258. SH SOLE 258. 0. 0. SCIENTIFIC ATLANTA COMMON 808655104 461. 12287. SH SOLE 12287. 0. 0. SCIENTIFIC GAMES COR CLASS A 80874P109 206. 6656. SH SOLE 6656. 0. 0. SCOTTS MIRACLE-GRO CLASS A 810186106 215. 2449. SH SOLE 2449. 0. 0. SCP POOL CORP COMMON 784028102 136. 3901. SH SOLE 3901. 0. 0. SCRIPPS E W CO OHIO CLASS A 811054204 625. 12517. SH SOLE 12517. 0. 0. SEABOARD CORP COMMON 811543107 133. 97. SH SOLE 97. 0. 0. SEACHANGE INTL INC COMMON 811699107 32. 5061. SH SOLE 5061. 0. 0. SEACOAST BKG CORP FL COMMON 811707306 71. 3018. SH SOLE 3018. 0. 0. SEACOR HOLDINGS INC COMMON 811904101 101. 1389. SH SOLE 1389. 0. 0. SEAGATE TECHNOLOGY SHARES G7945J104 561. 35365. SH SOLE 35365. 0. 0. SEALED AIR CORP COMMON 81211K100 336. 7072. SH SOLE 7072. 0. 0. ------------- PAGE TOTAL 5108.
FORM 13F
DATE: 050930 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) - -------------------- ------- --------- ----------- --------- --------- --------- --------- -------- --------- --------- --------- SEARS HOLDING CORP COMMON 812350106 3254. 26149. SH SOLE 25449. 0. 700. SECOM LTD ADR (2 813113206 485. 5000. SH SOLE 5000. 0. 0. SEI INVESTMENTS CO COMMON 784117103 296. 7866. SH SOLE 7866. 0. 0. SELECT COMFORT CORP COMMON 81616X103 66. 3302. SH SOLE 3302. 0. 0. SELECTIVE INS GROUP COMMON 816300107 95. 1949. SH SOLE 1949. 0. 0. SEMPRA ENERGY COMMON 816851109 903. 19183. SH SOLE 19183. 0. 0. SEMTECH CORP COMMON 816850101 92. 5586. SH SOLE 5586. 0. 0. SENIOR HSG PPTYS TR SH BEN 81721M109 99. 5229. SH SOLE 5229. 0. 0. SENSIENT TECH CORP COMMON 81725T100 64. 3384. SH SOLE 3384. 0. 0. SEPRACOR INC COMMON 817315104 482. 8165. SH SOLE 8165. 0. 0. SEQUA CORPORATION CLASS A 817320104 72. 1214. SH SOLE 1214. 0. 0. SERENA SOFTWARE INC COMMON 817492101 67. 3340. SH SOLE 3340. 0. 0. SEROLOGICALS CORP COMMON 817523103 66. 2917. SH SOLE 2917. 0. 0. SERVICE CORP INTL COMMON 817565104 214. 25797. SH SOLE 25797. 0. 0. SERVICEMASTER COMMON 81760N109 300. 22166. SH SOLE 22166. 0. 0. SHAW COMMUNICATIONS CLASS B 82028K200 4332. 206993. SH SOLE 206993. 0. 0. SHAW GROUP INC COMMON 820280105 120. 4873. SH SOLE 4873. 0. 0. ------------- PAGE TOTAL 11007.
FORM 13F
DATE: 050930 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) - -------------------- ------- --------- ----------- --------- --------- --------- --------- -------- --------- --------- --------- SHERWIN WILLIAMS CO COMMON 824348106 511. 11604. SH SOLE 11604. 0. 0. SHIP FINANCE INTL ORDINAR G81075106 134. 6700. SH SOLE 6490. 0. 210. SHOPKO STORES INC COMMON 824911101 87. 3413. SH SOLE 3413. 0. 0. SHUFFLE MASTER INC COMMON 825549108 105. 3977. SH SOLE 3977. 0. 0. SHURGARD STORAGE COMMON 82567D104 191. 3421. SH SOLE 3421. 0. 0. SIBERIAN OIL CO ADR(5 O 825731102 72. 4100. SH SOLE 4100. 0. 0. SIEBEL SYS INC COMMON 826170102 508. 49152. SH SOLE 49152. 0. 0. SIEMENS A G SP ADR 826197501 254. 3289. SH SOLE 3289. 0. 0. SIERRA HEALTH SVCS COMMON 826322109 139. 2016. SH SOLE 2016. 0. 0. SIERRA PACIFIC RES COMMON 826428104 128. 8625. SH SOLE 8625. 0. 0. SIERRA SYSTEMS GRP COMMON 825908106 1855. 195800. SH SOLE 195800. 0. 0. SIGMA ALDRICH CORP COMMON 826552101 420. 6552. SH SOLE 6552. 0. 0. SILGAN HLDGS INC COMMON 827048109 93. 2808. SH SOLE 2808. 0. 0. SILICON GRAPHICS COMMON 827056102 44. 56753. SH SOLE 56753. 0. 0. SILICON IMAGE INC COMMON 82705T102 58. 6484. SH SOLE 6484. 0. 0. SILICON LABS INC COMMON 826919102 116. 3820. SH SOLE 3820. 0. 0. SILICON STGE TECH COMMON 827057100 87. 16177. SH SOLE 16177. 0. 0. ------------- PAGE TOTAL 4802.
FORM 13F
DATE: 050930 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) - -------------------- ------- --------- ----------- --------- --------- --------- --------- -------- --------- --------- --------- SIMMONS 1ST NATL COR CLASS A 828730200 79. 2786. SH SOLE 2786. 0. 0. SIMON PPTY INC COMMON 828806109 1339. 18062. SH SOLE 18062. 0. 0. SIMPSON MANUFACTURIN COMMON 829073105 142. 3626. SH SOLE 3626. 0. 0. SINCLAIR BROADCAST CLASS A 829226109 77. 8663. SH SOLE 8663. 0. 0. SIRENZA MICRODEVICES COMMON 82966T106 2. 490. SH SOLE 490. 0. 0. SIRIUS SATEL RADIO COMMON 82966U103 750. 114736. SH SOLE 114736. 0. 0. SIRVA INC COMMON 82967Y104 60. 8078. SH SOLE 8078. 0. 0. SIX FLAGS INC COMMON 83001P109 111. 15374. SH SOLE 15374. 0. 0. SJW CORP COMMON 784305104 85. 1767. SH SOLE 1767. 0. 0. SK TELECOM CO LTD ADR(1/9 78440P108 59. 2700. SH SOLE 2700. 0. 0. SKECHERS U S A INC CLASS A 830566105 73. 4487. SH SOLE 4487. 0. 0. SKY FINL GROUP INC COMMON 83080P103 227. 8064. SH SOLE 8064. 0. 0. SKYWEST INC COMMON 830879102 112. 4175. SH SOLE 4175. 0. 0. SKYWORKS SOLUTIONS COMMON 83088M102 77. 10900. SH SOLE 10900. 0. 0. SL GREEN RLTY CORP COMMON 78440X101 198. 2908. SH SOLE 2908. 0. 0. SLM CORP VOTING 78442P106 2130. 39709. SH SOLE 39709. 0. 0. SMART & FINAL INC COMMON 831683107 71. 5490. SH SOLE 5490. 0. 0. ------------- PAGE TOTAL 5592.
FORM 13F
DATE: 050930 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) - -------------------- ------- --------- ----------- --------- --------- --------- --------- -------- --------- --------- --------- SMARTSERV ONLINE INC COMMON 83169M302 0. 15. SH SOLE 15. 0. 0. SMITH A O COMMON 831865209 65. 2288. SH SOLE 2288. 0. 0. SMITH INTL INC COMMON 832110100 536. 16078. SH SOLE 16078. 0. 0. SMITHFIELD FOODS INC COMMON 832248108 252. 8474. SH SOLE 8474. 0. 0. SMUCKER J M CO COMMON 832696405 220. 4536. SH SOLE 4536. 0. 0. SMURFIT-STONE CONTNR COMMON 832727101 239. 23022. SH SOLE 23022. 0. 0. SNAP-ON INC COMMON 833034101 178. 4926. SH SOLE 4926. 0. 0. SOFTWARE HOLDRS TR DEPOSIT 83404B103 14. 400. SH SOLE 400. 0. 0. SOLECTRON CORP COMMON 834182107 307. 78633. SH SOLE 78633. 0. 0. SOLUTIA INC COMMON 834376105 13. 18015. SH SOLE 18015. 0. 0. SONIC AUTOMOTIVE CLASS A 83545G102 66. 2979. SH SOLE 2979. 0. 0. SONIC CORP COMMON 835451105 122. 4461. SH SOLE 4461. 0. 0. SONIC FDRY INC COMMON 83545R108 1. 980. SH SOLE 980. 0. 0. SONIC SOLUTIONS COMMON 835460106 102. 4745. SH SOLE 4745. 0. 0. SONICBLUE INC COMMON 83546Q109 0. 1862. SH SOLE 1862. 0. 0. SONICWALL INC COMMON 835470105 70. 10967. SH SOLE 10967. 0. 0. SONOCO PRODS COMMON 835495102 202. 7392. SH SOLE 7392. 0. 0. ------------- PAGE TOTAL 2387.
FORM 13F
DATE: 050930 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) - -------------------- ------- --------- ----------- --------- --------- --------- --------- -------- --------- --------- --------- SONOSITE INC COMMON 83568G104 75. 2542. SH SOLE 2542. 0. 0. SONUS NETWORKS INC COMMON 835916107 103. 17754. SH SOLE 17754. 0. 0. SONY CORP ADR (1 835699307 376. 11338. SH SOLE 11128. 0. 210. SOTHEBYS HLDGS INC CLASS A 835898107 80. 4778. SH SOLE 4778. 0. 0. SOURCECORP COMMON 836167106 70. 3262. SH SOLE 3262. 0. 0. SOUTH FINL GROUP INC COMMON 837841105 145. 5394. SH SOLE 5394. 0. 0. SOUTH JERSEY INDS COMMON 838518108 74. 2536. SH SOLE 2536. 0. 0. SOUTHERN CO COMMON 842587107 2377. 66460. SH SOLE 66460. 0. 0. SOUTHERN PERU COPPER COMMON 843611104 510. 9113. SH SOLE 9113. 0. 0. SOUTHERN UN CO COMMON 844030106 208. 8055. SH SOLE 8055. 0. 0. SOUTHWEST AIRLS CO COMMON 844741108 1127. 75869. SH SOLE 75869. 0. 0. SOUTHWEST GAS CORP COMMON 844895102 67. 2442. SH SOLE 2442. 0. 0. SOUTHWESTERN ENERGY COMMON 845467109 406. 5534. SH SOLE 5534. 0. 0. SOVEREIGN BANCORP COMMON 845905108 621. 28198. SH SOLE 28198. 0. 0. SOVRAN SELF STORAGE COMMON 84610H108 76. 1551. SH SOLE 1551. 0. 0. SPANISH BROADCASTIN CLASS A 846425882 40. 5548. SH SOLE 5548. 0. 0. SPARTECH CORP COMMON 847220209 62. 3197. SH SOLE 3197. 0. 0. ------------- PAGE TOTAL 6417.
FORM 13F
DATE: 050930 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) - -------------------- ------- --------- ----------- --------- --------- --------- --------- -------- --------- --------- --------- SPECTRUM BRANDS COMMON 84762L105 87. 3691. SH SOLE 3691. 0. 0. SPEEDWAY MOTORSPORTS COMMON 847788106 118. 3258. SH SOLE 3258. 0. 0. SPHERION CORPORATION COMMON 848420105 67. 8788. SH SOLE 8788. 0. 0. SPINNAKER EXPL CO COMMON 84855W109 158. 2445. SH SOLE 2445. 0. 0. SPRINT NEXTEL SER 1 C 852061100 10032. 421868. SH SOLE 414343. 0. 7525. SPSS INC COMMON 78462K102 88. 3665. SH SOLE 3665. 0. 0. SPX CORP COMMON 784635104 266. 5781. SH SOLE 5781. 0. 0. SRA INTERNATIONAL CLASS A 78464R105 140. 3938. SH SOLE 3938. 0. 0. SS&C TECHNOLOGIES COMMON 85227Q100 96. 2616. SH SOLE 2616. 0. 0. ST JOE CO COMMON 790148100 361. 5774. SH SOLE 5774. 0. 0. ST JUDE MEDICAL INC COMMON 790849103 1663. 35533. SH SOLE 35533. 0. 0. ST MARY LD & EXPL CO COMMON 792228108 160. 4375. SH SOLE 4375. 0. 0. ST PAUL TRAVELERS CO COMMON 792860108 2940. 65530. SH SOLE 65530. 0. 0. STAGE STORES INC COMMON 85254C305 70. 2615. SH SOLE 2615. 0. 0. STAMPS COM INC COMMON 852857200 70. 4066. SH SOLE 4066. 0. 0. STANCORP FINL GROUP COMMON 852891100 183. 2173. SH SOLE 2173. 0. 0. STANDARD PAC CORP COMMON 85375C101 206. 4964. SH SOLE 4964. 0. 0. ------------- PAGE TOTAL 16705.
FORM 13F
DATE: 050930 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) - -------------------- ------- --------- ----------- --------- --------- --------- --------- -------- --------- --------- --------- STANDARD REGISTER CO COMMON 853887107 74. 4951. SH SOLE 4951. 0. 0. STANDEX INTL CORP COMMON 854231107 59. 2230. SH SOLE 2230. 0. 0. STANLEY FURNITURE COMMON 854305208 76. 2894. SH SOLE 2894. 0. 0. STANLEY WORKS COMMON 854616109 313. 6707. SH SOLE 6707. 0. 0. STANTEC INC COMMON 85472N109 4502. 145200. SH SOLE 145200. 0. 0. STAPLES INC COMMON 855030102 2544. 119338. SH SOLE 108838. 0. 10500. STARBUCKS CORP COMMON 855244109 2382. 47551. SH SOLE 47551. 0. 0. STARWOOD HTLS&RES PAIRED 85590A203 5035. 88074. SH SOLE 85124. 0. 2950. STATE AUTO FINL CORP COMMON 855707105 92. 2918. SH SOLE 2918. 0. 0. STATE STREET CORP COMMON 857477103 1638. 33491. SH SOLE 33491. 0. 0. STATION CASINOS INC COMMON 857689103 330. 4974. SH SOLE 4974. 0. 0. STEAK N SHAKE CO COMMON 857873103 66. 3637. SH SOLE 3637. 0. 0. STEEL DYNAMICS INC COMMON 858119100 126. 3706. SH SOLE 3706. 0. 0. STEEL TECHNOLOGIES COMMON 858147101 65. 2517. SH SOLE 2517. 0. 0. STEELCASE INC CLASS A 858155203 164. 11322. SH SOLE 11322. 0. 0. STEIN MART INC COMMON 858375108 66. 3247. SH SOLE 3247. 0. 0. STERICYCLE INC COMMON 858912108 195. 3406. SH SOLE 3406. 0. 0. ------------- PAGE TOTAL 17727.
FORM 13F
DATE: 050930 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) - -------------------- ------- --------- ----------- --------- --------- --------- --------- -------- --------- --------- --------- STERIS CORP COMMON 859152100 121. 5101. SH SOLE 5101. 0. 0. STERLING BANCORP COMMON 859158107 61. 2713. SH SOLE 2713. 0. 0. STERLING BANCSHARES COMMON 858907108 69. 4679. SH SOLE 4679. 0. 0. STERLING FINL CORP COMMON 859319105 63. 2797. SH SOLE 2797. 0. 0. STERLING FINL CORP COM 859317109 60. 2974. SH SOLE 2974. 0. 0. STEWART & STEVENSON COMMON 860342104 77. 3227. SH SOLE 3227. 0. 0. STEWART ENTERPRISES CLASS A 860370105 73. 10950. SH SOLE 10950. 0. 0. STEWART INFO SVCS CO COMMON 860372101 84. 1633. SH SOLE 1633. 0. 0. STILLWATER MNG CO COMMON 86074Q102 63. 6864. SH SOLE 6864. 0. 0. STONE ENERGY CORP COMMON 861642106 119. 1943. SH SOLE 1943. 0. 0. STORAGENETWORKS INC COMMON 86211E103 1. 611. SH SOLE 611. 0. 0. STRATOS INTERNATIONL COMMON 863100202 2. 323. SH SOLE 323. 0. 0. STRAYER ED INC COMMON 863236105 101. 1064. SH SOLE 1064. 0. 0. STRIDE RITE CORP COMMON 863314100 65. 5046. SH SOLE 5046. 0. 0. STRYKER CORP COMMON 863667101 1909. 38615. SH SOLE 38615. 0. 0. STUDENT LN CORP COMMON 863902102 361. 1523. SH SOLE 1523. 0. 0. SUFFOLK BANCORP COMMON 864739107 63. 1984. SH SOLE 1984. 0. 0. ------------- PAGE TOTAL 3292.
FORM 13F
DATE: 050930 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) - -------------------- ------- --------- ----------- --------- --------- --------- --------- -------- --------- --------- --------- SUN BANCORP INC COMMON 86663B102 59. 2784. SH SOLE 2784. 0. 0. SUN COMMUNITIES COMMON 866674104 62. 1903. SH SOLE 1903. 0. 0. SUN LIFE FNCL INC COMMON 866796105 159222. 4235336. SH SOLE 4078886. 0. 156450. SUN MICROSYSTEM INC COMMON 866810104 1497. 380825. SH SOLE 380825. 0. 0. SUNCOR ENERGY INC COMMON 867229106 117051. 1929980. SH SOLE 1892555. 0. 37425. SUNOCO INC COMMON 86764P109 960. 12278. SH SOLE 12278. 0. 0. SUNOCO LOGISTICS PRT COMMON 86764L108 60. 1559. SH SOLE 1559. 0. 0. SUNRISE SEN LIVING COMMON 86768K106 111. 1659. SH SOLE 1659. 0. 0. SUNTRUST BANKS INC COMMON 867914103 2252. 32429. SH SOLE 32429. 0. 0. SUPERCONDUCTOR TECH COMMON 867931107 5. 8783. SH SOLE 8783. 0. 0. SUPERIOR ENERGY SVCS COMMON 868157108 137. 5933. SH SOLE 5933. 0. 0. SUPERIOR INDS INTL COMMON 868168105 58. 2690. SH SOLE 2690. 0. 0. SUPERVALU INC COMMON 868536103 341. 10971. SH SOLE 10971. 0. 0. SUREBEAM CORP CLASS A 86866R102 0. 6989. SH SOLE 6989. 0. 0. SUREWEST COMMUNICATI COMMON 868733106 86. 3013. SH SOLE 3013. 0. 0. SURGUTNEFTEGAS JSC SP ADR( 868861204 412. 7687. SH SOLE 7687. 0. 0. SURMODICS INC COMMON 868873100 76. 1972. SH SOLE 1972. 0. 0. ------------- PAGE TOTAL 282389.
FORM 13F
DATE: 050930 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) - -------------------- ------- --------- ----------- --------- --------- --------- --------- -------- --------- --------- --------- SUSQUEHANNA BKSHS PA COMMON 869099101 85. 3547. SH SOLE 3547. 0. 0. SVB FINANCIAL GROUP COMMON 78486Q101 130. 2668. SH SOLE 2668. 0. 0. SWIFT ENERGY CO COMMON 870738101 109. 2389. SH SOLE 2389. 0. 0. SWIFT TRANSPORT CO COMMON 870756103 108. 6122. SH SOLE 6122. 0. 0. SYBASE INC COMMON 871130100 169. 7220. SH SOLE 7220. 0. 0. SYBRON DENTAL SPEC COMMON 871142105 962. 23133. SH SOLE 23133. 0. 0. SYCAMORE NETWKS INC COMMON 871206108 76. 20027. SH SOLE 20027. 0. 0. SYMANTEC CORP COMMON 871503108 2804. 123752. SH SOLE 123752. 0. 0. SYMBOL TECHNOLOGIES COMMON 871508107 195. 20104. SH SOLE 20104. 0. 0. SYMMETRICOM INC COMMON 871543104 55. 7049. SH SOLE 7049. 0. 0. SYMYX TECHNOLOGIES COMMON 87155S108 69. 2654. SH SOLE 2654. 0. 0. SYNAPTICS INC COMMON 87157D109 60. 3177. SH SOLE 3177. 0. 0. SYNOPSYS INC COMMON 871607107 258. 13631. SH SOLE 13631. 0. 0. SYNOVUS FINL CORP COMMON 87161C105 981. 35376. SH SOLE 35376. 0. 0. SYNTEL INC COMMON 87162H103 64. 3282. SH SOLE 3282. 0. 0. SYSCO CORP COMMON 871829107 1972. 62857. SH SOLE 62627. 0. 230. TAKE-TWO INTERACTIVE COMMON 874054109 114. 5140. SH SOLE 5140. 0. 0. ------------- PAGE TOTAL 8211.
FORM 13F
DATE: 050930 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) - -------------------- ------- --------- ----------- --------- --------- --------- --------- -------- --------- --------- --------- TALBOTS INC COMMON 874161102 130. 4339. SH SOLE 4339. 0. 0. TALISMAN ENERGY INC COMMON 87425E103 104213. 2127310. SH SOLE 2088785. 0. 38525. TALX CORP COMMON 874918105 100. 3049. SH SOLE 3049. 0. 0. TANGER FACTORY OUTLT COMMON 875465106 75. 2680. SH SOLE 2680. 0. 0. TANOX INC COMMON 87588Q109 89. 6106. SH SOLE 6106. 0. 0. TARGET CORPORATION COMMON 87612E106 8691. 167525. SH SOLE 163090. 0. 4435. TARRAGON CORP COMMON 876287103 59. 3152. SH SOLE 3152. 0. 0. TAUBMAN CTRS INC COMMON 876664103 121. 3813. SH SOLE 3813. 0. 0. TBC CORPORATION COMMON 872183108 79. 2301. SH SOLE 2301. 0. 0. TC PIPELINES LP UT COM 87233Q108 57. 1629. SH SOLE 1629. 0. 0. TCF FINANCIAL CORP COMMON 872275102 286. 10678. SH SOLE 10678. 0. 0. TD BANKNORTH INC COMMON 87235A101 396. 13136. SH SOLE 13136. 0. 0. TECH DATA CORP COMMON 878237106 163. 4433. SH SOLE 4433. 0. 0. TECHNE CORP COMMON 878377100 171. 2999. SH SOLE 2999. 0. 0. TECHNICAL OLYMPIC US COMMON 878483106 112. 4279. SH SOLE 4279. 0. 0. TECHNITROL INC COMMON 878555101 62. 4018. SH SOLE 4018. 0. 0. TECO ENERGY INC COMMON 872375100 279. 15458. SH SOLE 15458. 0. 0. ------------- PAGE TOTAL 115083.
FORM 13F
DATE: 050930 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) - -------------------- ------- --------- ----------- --------- --------- --------- --------- -------- --------- --------- --------- TECUMSEH PRODS CO CLASS A 878895200 36. 1696. SH SOLE 1696. 0. 0. TEJON RANCH CO COMMON 879080109 65. 1373. SH SOLE 1373. 0. 0. TEKELEC COMMON 879101103 93. 4419. SH SOLE 4419. 0. 0. TEKTRONIX INC COMMON 879131100 193. 7645. SH SOLE 7645. 0. 0. TELECOM HLDRS TR DEPOSIT 87927P200 13. 500. SH SOLE 500. 0. 0. TELEDYNE TECH INC COMMON 879360105 85. 2480. SH SOLE 2480. 0. 0. TELEFLEX INC COMMON 879369106 217. 3083. SH SOLE 3083. 0. 0. TELEPHONE & DATA SYS COMMON 879433100 169. 4334. SH SOLE 4334. 0. 0. TELETECH HLDGS INC COMMON 879939106 60. 6002. SH SOLE 6002. 0. 0. TELIK INC COMMON 87959M109 64. 3913. SH SOLE 3913. 0. 0. TELLABS INC COMMON 879664100 439. 41750. SH SOLE 41750. 0. 0. TELUS CORP NON VTG 87971M202 98646. 2418953. SH SOLE 2243185. 0. 175768. TEMPLE INLAND INC COMMON 879868107 378. 9247. SH SOLE 9247. 0. 0. TENET HEALTHCARE COMMON 88033G100 426. 37960. SH SOLE 37960. 0. 0. TENFOLD CORP COMMON 88033A103 0. 980. SH SOLE 980. 0. 0. TENNANT CO COMMON 880345103 69. 1679. SH SOLE 1679. 0. 0. TENNECO COMMON 880349105 83. 4745. SH SOLE 4745. 0. 0. ------------- PAGE TOTAL 101036.
FORM 13F
DATE: 050930 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) - -------------------- ------- --------- ----------- --------- --------- --------- --------- -------- --------- --------- --------- TEPPCO PARTNERS UT LTD 872384102 193. 4752. SH SOLE 4752. 0. 0. TERADYNE INC COMMON 880770102 263. 15969. SH SOLE 15969. 0. 0. TEREX CORP COMMON 880779103 184. 3721. SH SOLE 3721. 0. 0. TERRA INDUSTRIES INC COMMON 880915103 55. 8336. SH SOLE 8336. 0. 0. TESCO CORPORATION COMMON 88157K101 506. 32200. SH SOLE 32200. 0. 0. TESORO CORPORATION COMMON 881609101 334. 4967. SH SOLE 4967. 0. 0. TETRA TECH INC COMMON 88162G103 67. 3965. SH SOLE 3965. 0. 0. TETRA TECHNOLOGIES COMMON 88162F105 105. 3375. SH SOLE 3375. 0. 0. TEVA PHARMACEUTICAL ADR (1 881624209 508. 15208. SH SOLE 15208. 0. 0. TEXAS INDS INC COMMON 882491103 89. 1630. SH SOLE 1630. 0. 0. TEXAS INSTRUMENTS COMMON 882508104 10303. 303935. SH SOLE 300835. 0. 3100. TEXAS REGL BKSH CLASS A 882673106 108. 3754. SH SOLE 3754. 0. 0. TEXTRON INC COMMON 883203101 827. 11534. SH SOLE 11534. 0. 0. THE HERSHEY COMPANY COMMON 427866108 1181. 20977. SH SOLE 20977. 0. 0. THE MCCLATCHY CO CLASS A 579489105 231. 3535. SH SOLE 3535. 0. 0. THE SPORTS AUTHORITY COMMON 84917U109 78. 2652. SH SOLE 2652. 0. 0. THERMA-WAVE INC COMMON 88343A108 1. 588. SH SOLE 588. 0. 0. ------------- PAGE TOTAL 15033.
FORM 13F
DATE: 050930 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) - -------------------- ------- --------- ----------- --------- --------- --------- --------- -------- --------- --------- --------- THERMO ELECTRON CORP COMMON 883556102 524. 16965. SH SOLE 13215. 0. 3750. THOMAS & BETTS CORP COMMON 884315102 149. 4330. SH SOLE 4330. 0. 0. THOMSON CORP (THE) COMMON 884903105 72767. 1946780. SH SOLE 1927080. 0. 19700. THOR INDS INC COMMON 885160101 143. 4206. SH SOLE 4206. 0. 0. THORATEC LABS CORP COMMON 885175307 106. 5942. SH SOLE 5942. 0. 0. THORNBURG MORTG INC COMMON 885218107 159. 6339. SH SOLE 6339. 0. 0. THQ INC COMMON 872443403 97. 4540. SH SOLE 4540. 0. 0. THREE-FIVE SYS INC COMMON 88554L108 0. 450. SH SOLE 450. 0. 0. TIBCO SOFTWARE INC COMMON 88632Q103 136. 16228. SH SOLE 16228. 0. 0. TIDEWATER INC COMMON 886423102 215. 4425. SH SOLE 4425. 0. 0. TIFFANY & CO COMMON 886547108 471. 11835. SH SOLE 11835. 0. 0. TIMBERLAND CO CLASS A 887100105 180. 5327. SH SOLE 5327. 0. 0. TIME WARNER INC COMMON 887317105 9670. 533970. SH SOLE 524970. 0. 9000. TIME WARNER TELECOM CLASS A 887319101 124. 15837. SH SOLE 15837. 0. 0. TIMKEN CO COMMON 887389104 197. 6648. SH SOLE 6648. 0. 0. TITANIUM METALS CORP COMMON 888339207 144. 3648. SH SOLE 3648. 0. 0. TJX COMPANIES INC COMMON 872540109 850. 41519. SH SOLE 41519. 0. 0. ------------- PAGE TOTAL 85932.
FORM 13F
DATE: 050930 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) - -------------------- ------- --------- ----------- --------- --------- --------- --------- -------- --------- --------- --------- TLC VISION COMMON 872549100 410. 60600. SH SOLE 60600. 0. 0. TODAYS MAN INC COMMON 888910205 0. 3626. SH SOLE 3626. 0. 0. TOLL BROTHERS INC COMMON 889478103 512. 11466. SH SOLE 11466. 0. 0. TOMPKINSTRUSTCO INC COMMON 890110109 66. 1535. SH SOLE 1535. 0. 0. TOMRA SYS A/S SP ADR 889905204 40. 5635. SH SOLE 5635. 0. 0. TOO INC COMMON 890333107 75. 2739. SH SOLE 2739. 0. 0. TOOTSIE ROLL INDS COMMON 890516107 131. 4113. SH SOLE 4113. 0. 0. TORCHMARK CORP COMMON 891027104 477. 9034. SH SOLE 9034. 0. 0. TORO CO COMMON 891092108 134. 3646. SH SOLE 3646. 0. 0. TORONTO DOMINION BK COMMON 891160509 428186. 8646039. SH SOLE 7981764. 0. 664275. TOTAL S A SP ADR 89151E109 3563. 26231. SH SOLE 24731. 0. 1500. TOTAL SYS SVCS INC COMMON 891906109 349. 14993. SH SOLE 14993. 0. 0. TOUCH AMERICA HLDGS COMMON 891539108 0. 2156. SH SOLE 2156. 0. 0. TOWN & CTRY TR SH BEN 892081100 66. 2286. SH SOLE 2286. 0. 0. TRACTOR SUPPLY CO COMMON 892356106 131. 2870. SH SOLE 2870. 0. 0. TRAMMEL CROW COMMON 89288R106 88. 3557. SH SOLE 3557. 0. 0. TRANS GLOBAL SVCS COMMON 892916503 0. 1666. SH SOLE 1666. 0. 0. ------------- PAGE TOTAL 434228.
FORM 13F
DATE: 050930 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) - -------------------- ------- --------- ----------- --------- --------- --------- --------- -------- --------- --------- --------- TRANS WORLD ENTMT CO COMMON 89336Q100 37. 4742. SH SOLE 4742. 0. 0. TRANSACTION SYS ARCH COMMON 893416107 76. 2726. SH SOLE 2726. 0. 0. TRANSALTA CORP COMMON 89346D107 9995. 503900. SH SOLE 408400. 0. 95500. TRANSATLANTIC HLDGS COMMON 893521104 286. 5024. SH SOLE 5024. 0. 0. TRANSCANADA CORP COMMON 89353D107 297977. 9745959. SH SOLE 8587489. 0. 1158470. TRANSMETA CORPORATN COMMON 89376R109 8. 5449. SH SOLE 5449. 0. 0. TRANSOCEAN INC ORDINAR G90078109 2468. 40253. SH SOLE 40253. 0. 0. TREDEGAR CORP COMMON 894650100 44. 3409. SH SOLE 3409. 0. 0. TREEHOUSE FOODS INC COMMON 89469A104 65. 2410. SH SOLE 2410. 0. 0. TREX INC COMMON 89531P105 36. 1484. SH SOLE 1484. 0. 0. TRIAD GTY INC COMMON 895925105 48. 1220. SH SOLE 1220. 0. 0. TRIAD HOSPITALS INC COMMON 89579K109 261. 5775. SH SOLE 5775. 0. 0. TRIARC COS INC CLASS B 895927309 70. 4585. SH SOLE 4585. 0. 0. TRIBUNE CO COMMON 896047107 1105. 32617. SH SOLE 32617. 0. 0. TRIDENT MICROSYSTEMS COMMON 895919108 104. 3276. SH SOLE 3276. 0. 0. TRIMBLE NAVIGATION COMMON 896239100 128. 3811. SH SOLE 3811. 0. 0. TRINITY INDS INC COMMON 896522109 138. 3403. SH SOLE 3403. 0. 0. ------------- PAGE TOTAL 312846.
FORM 13F
DATE: 050930 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) - -------------------- ------- --------- ----------- --------- --------- --------- --------- -------- --------- --------- --------- TRIQUINT SEMICONDTR COMMON 89674K103 70. 19798. SH SOLE 19798. 0. 0. TRIUMPH GROUP INC COMMON 896818101 61. 1645. SH SOLE 1645. 0. 0. TRIZEC PROPERTIES IN COMMON 89687P107 268. 11618. SH SOLE 11618. 0. 0. TRIZETTO GROUP INC COMMON 896882107 116. 8203. SH SOLE 8203. 0. 0. TRUSTCO BK CORP N Y COMMON 898349105 67. 5360. SH SOLE 5360. 0. 0. TRUSTMARK CORP COMMON 898402102 120. 4317. SH SOLE 4317. 0. 0. TRW AUTOMOTIVE HLDGS COMMON 87264S106 222. 7553. SH SOLE 7553. 0. 0. TTM TECHNOLOGIES IN COM 87305R109 45. 6336. SH SOLE 6336. 0. 0. TUESDAY MORNING COR COMMON 899035505 78. 3009. SH SOLE 3009. 0. 0. TUPPERWARE CORP COMMON 899896104 98. 4318. SH SOLE 4318. 0. 0. TUT SYSTEMS COMMON 901103101 2. 548. SH SOLE 548. 0. 0. TXU CORP COMMON 873168108 2686. 23797. SH SOLE 23797. 0. 0. TYCO INTL LTD COMMON 902124106 6729. 241622. SH SOLE 231467. 0. 10155. TYSON FOODS INC CLASS A 902494103 509. 28192. SH SOLE 28192. 0. 0. U S B HLDG INC COMMON 902910108 72. 3167. SH SOLE 3167. 0. 0. U S G CORP COMMON 903293405 237. 3455. SH SOLE 3455. 0. 0. UBIQUITEL INC COMMON 903474302 78. 8972. SH SOLE 8972. 0. 0. ------------- PAGE TOTAL 11458.
FORM 13F
DATE: 050930 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) - -------------------- ------- --------- ----------- --------- --------- --------- --------- -------- --------- --------- --------- UBS AG NAMEN A H8920M855 915. 10700. SH SOLE 10700. 0. 0. UCBH HOLDINGS INC COMMON 90262T308 125. 6838. SH SOLE 6838. 0. 0. UGI CORP COMMON 902681105 218. 7752. SH SOLE 7752. 0. 0. UICI COMMON 902737105 131. 3626. SH SOLE 3626. 0. 0. UIL HOLDING CO COMMON 902748102 74. 1423. SH SOLE 1423. 0. 0. ULTICOM INC COMMON 903844108 60. 5481. SH SOLE 5481. 0. 0. ULTRATECH INC COMMON 904034105 67. 4301. SH SOLE 4301. 0. 0. UMB FINL CORP COMMON 902788108 105. 1601. SH SOLE 1601. 0. 0. UMPQUA HLDGS CORP COMMON 904214103 81. 3342. SH SOLE 3342. 0. 0. UNIFIED ENERGY SYS SP ADR 904688108 15. 400. SH SOLE 400. 0. 0. UNIFIRST CORP MASS COMMON 904708104 61. 1728. SH SOLE 1728. 0. 0. UNILEVER PLC ADR (4 904767704 44. 1040. SH SOLE 1040. 0. 0. UNION PAC CORP COMMON 907818108 1536. 21423. SH SOLE 21423. 0. 0. UNIONBANCAL CORP COMMON 908906100 796. 11418. SH SOLE 11418. 0. 0. UNISOURCE ENERGY COMMON 909205106 90. 2694. SH SOLE 2694. 0. 0. UNISYS CORPORATION COMMON 909214108 212. 31924. SH SOLE 31924. 0. 0. UNIT CORP COMMON 909218109 188. 3401. SH SOLE 3401. 0. 0. ------------- PAGE TOTAL 4718.
FORM 13F
DATE: 050930 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) - -------------------- ------- --------- ----------- --------- --------- --------- --------- -------- --------- --------- --------- UNITED AUTO GROUP COMMON 909440109 117. 3532. SH SOLE 3532. 0. 0. UNITED CMNTY BKS GA CAP 90984P105 72. 2531. SH SOLE 2531. 0. 0. UNITED CMNTY FINL COMMON 909839102 69. 6191. SH SOLE 6191. 0. 0. UNITED DOMINION RLTY COMMON 910197102 240. 10122. SH SOLE 10122. 0. 0. UNITED FIRE & CAS CO COMMON 910331107 91. 2028. SH SOLE 2028. 0. 0. UNITED INDL CORP COMMON 910671106 70. 1954. SH SOLE 1954. 0. 0. UNITED NAT FOODS INC COMMON 911163103 99. 2809. SH SOLE 2809. 0. 0. UNITED ONLINE INC COMMON 911268100 87. 6305. SH SOLE 6305. 0. 0. UNITED PARCEL SV INC CLASS B 911312106 7246. 104810. SH SOLE 104810. 0. 0. UNITED RENTAL INC COMMON 911363109 112. 5663. SH SOLE 5663. 0. 0. UNITED STATES CELLUL COMMON 911684108 350. 6559. SH SOLE 6559. 0. 0. UNITED STATES STL COMMON 912909108 394. 9296. SH SOLE 9296. 0. 0. UNITED STATIONERS COMMON 913004107 117. 2440. SH SOLE 2440. 0. 0. UNITED SURGICAL PART COMMON 913016309 117. 2988. SH SOLE 2988. 0. 0. UNITED TECHNOLOGIES COMMON 913017109 15163. 292500. SH SOLE 276500. 0. 16000. UNITED THERAPEUTICS COMMON 91307C102 114. 1636. SH SOLE 1636. 0. 0. UNITEDHEALTH GRP INC COMMON 91324P102 7212. 128330. SH SOLE 123630. 0. 4700. ------------- PAGE TOTAL 31670.
FORM 13F
DATE: 050930 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) - -------------------- ------- --------- ----------- --------- --------- --------- --------- -------- --------- --------- --------- UNITRIN INCORPORATED COMMON 913275103 248. 5230. SH SOLE 5230. 0. 0. UNIVERSAL AMERN FINL COMMON 913377107 95. 4188. SH SOLE 4188. 0. 0. UNIVERSAL COMPR HLD COMMON 913431102 96. 2405. SH SOLE 2405. 0. 0. UNIVERSAL CORP COMMON 913456109 71. 1827. SH SOLE 1827. 0. 0. UNIVERSAL FST PRODS COMMON 913543104 104. 1815. SH SOLE 1815. 0. 0. UNIVERSAL HEALTH SVC CLASS B 913903100 210. 4403. SH SOLE 4403. 0. 0. UNIVISION COMMUN INC CLASS A 914906102 698. 26300. SH SOLE 26300. 0. 0. UNIZAN FINANCIAL COR COMMON 91528W101 63. 2618. SH SOLE 2618. 0. 0. UNOVA INC COMMON 91529B106 153. 4368. SH SOLE 4368. 0. 0. UNTD BKSH INC WEST V COMMON 909907107 113. 3236. SH SOLE 3236. 0. 0. UNUMPROVIDENT COR COMMON 91529Y106 2711. 132266. SH SOLE 128691. 0. 3575. URBAN OUTFITTERS COMMON 917047102 361. 12264. SH SOLE 12264. 0. 0. URS CORP COMMON 903236107 130. 3224. SH SOLE 3224. 0. 0. US BANCORP DEL COMMON 902973304 4899. 174482. SH SOLE 174482. 0. 0. USANA HEALTH SCIENC COMMON 90328M107 71. 1497. SH SOLE 1497. 0. 0. USEC INC COMMON 90333E108 72. 6436. SH SOLE 6436. 0. 0. USI HOLDINGS COMMON 90333H101 77. 5890. SH SOLE 5890. 0. 0. ------------- PAGE TOTAL 10172.
FORM 13F
DATE: 050930 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) - -------------------- ------- --------- ----------- --------- --------- --------- --------- -------- --------- --------- --------- USOL HLDGS INC COMMON 90338Y109 0. 1800. SH SOLE 1800. 0. 0. UST INC COMMON 902911106 576. 13763. SH SOLE 13763. 0. 0. UTSTARCOM INC COMMON 918076100 71. 8691. SH SOLE 8691. 0. 0. V F CORP COMMON 918204108 530. 9143. SH SOLE 9143. 0. 0. VAIL RESORTS INC COMMON 91879Q109 82. 2843. SH SOLE 2843. 0. 0. VALASSIS COMMUNICTNS COMMON 918866104 149. 3829. SH SOLE 3829. 0. 0. VALEANT PHARMA INTL COMMON 91911X104 127. 6340. SH SOLE 6340. 0. 0. VALERO ENERGY CORP COMMON 91913Y100 3352. 29647. SH SOLE 29647. 0. 0. VALERO L P COMMON 91913W104 66. 1156. SH SOLE 1156. 0. 0. VALHI INC COMMON 918905100 163. 9053. SH SOLE 9053. 0. 0. VALLEY NATL BANCORP COMMON 919794107 180. 7870. SH SOLE 7870. 0. 0. VALMONT INDS INC COMMON 920253101 75. 2546. SH SOLE 2546. 0. 0. VALSPAR CORP COMMON 920355104 176. 7882. SH SOLE 7882. 0. 0. VALUE LINE INC COMMON 920437100 66. 1679. SH SOLE 1679. 0. 0. VALUECLICK INC COMMON 92046N102 110. 6440. SH SOLE 6440. 0. 0. VALUEVISION MEDIA CLASS A 92047K107 61. 5340. SH SOLE 5340. 0. 0. VARIAN INC COMMON 922206107 86. 2504. SH SOLE 2504. 0. 0. ------------- PAGE TOTAL 5870.
FORM 13F
DATE: 050930 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) - -------------------- ------- --------- ----------- --------- --------- --------- --------- -------- --------- --------- --------- VARIAN MED SYS INC COMMON 92220P105 409. 10358. SH SOLE 10358. 0. 0. VARIAN SEMICONDUC EQ COMMON 922207105 114. 2699. SH SOLE 2699. 0. 0. VCA ANTECH INC COMMON 918194101 157. 6139. SH SOLE 6139. 0. 0. VECTOR GROUP LTD COMMON 92240M108 71. 3531. SH SOLE 3531. 0. 0. VECTREN CORP COMMON 92240G101 166. 5840. SH SOLE 5840. 0. 0. VENTANA MED SYS INC COMMON 92276H106 101. 2657. SH SOLE 2657. 0. 0. VENTAS INC COMMON 92276F100 206. 6408. SH SOLE 6408. 0. 0. VENTIV HEALTH INC COMMON 922793104 70. 2658. SH SOLE 2658. 0. 0. VERILINK CORP COMMON 923432108 0. 2. SH SOLE 2. 0. 0. VERINT SYS INC COMMON 92343X100 100. 2449. SH SOLE 2449. 0. 0. VERISIGN INC COMMON 92343E102 485. 22679. SH SOLE 22679. 0. 0. VERITAS DGC INC COMMON 92343P107 93. 2550. SH SOLE 2550. 0. 0. VERITY INC COMMON 92343C106 73. 6830. SH SOLE 6830. 0. 0. VERIZON COMMUNICATNS COMMON 92343V104 8486. 259576. SH SOLE 259576. 0. 0. VERSATA INC COMMON 925298200 0. 280. SH SOLE 280. 0. 0. VERSO TECH INC COMMON 925317109 5. 14497. SH SOLE 14497. 0. 0. VERTEX PHARMACEUTICL COMMON 92532F100 137. 6152. SH SOLE 6152. 0. 0. ------------- PAGE TOTAL 10673.
FORM 13F
DATE: 050930 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) - -------------------- ------- --------- ----------- --------- --------- --------- --------- -------- --------- --------- --------- VERTRUE INC COMMON 92534N101 69. 1902. SH SOLE 1902. 0. 0. VIA NET WRKS INC COMMON 925912107 0. 1078. SH SOLE 1078. 0. 0. VIACOM INC CLASS B 925524308 10684. 324142. SH SOLE 317513. 0. 6629. VIAD CORP COMMON 92552R406 69. 2513. SH SOLE 2513. 0. 0. VIASAT INC COMMON 92552V100 97. 3770. SH SOLE 3770. 0. 0. VIASYS HEALTHCARE IN COMMON 92553Q209 79. 3167. SH SOLE 3167. 0. 0. VIGNETTE CORP COMMON 926734401 89. 5581. SH SOLE 5581. 0. 0. VINTAGE PETE INC COMMON 927460105 226. 4952. SH SOLE 4952. 0. 0. VIROPHARMA INC COMMON 928241108 16. 784. SH SOLE 784. 0. 0. VISHAY INTERTECH COMMON 928298108 230. 19218. SH SOLE 19218. 0. 0. VISTACARE INC CLASS A 92839Y109 51. 3549. SH SOLE 3549. 0. 0. VISTEON CORP COMMON 92839U107 110. 11210. SH SOLE 11210. 0. 0. VITAL SIGNS INC COMMON 928469105 78. 1693. SH SOLE 1693. 0. 0. VITALSTREAM HLDGS IN COMMON 92847T100 0. 392. SH SOLE 392. 0. 0. VITESSE SEMICONDCTOR COMMON 928497106 42. 22477. SH SOLE 22477. 0. 0. VITRAN CORP INC COMMON 92850E107 1528. 94100. SH SOLE 94100. 0. 0. VODAFONE GRP PLC ADR(10 92857W100 1499. 57707. SH SOLE 53257. 0. 4450. ------------- PAGE TOTAL 14867.
FORM 13F
DATE: 050930 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) - -------------------- ------- --------- ----------- --------- --------- --------- --------- -------- --------- --------- --------- VOLT INFO SCIENCE COMMON 928703107 53. 2591. SH SOLE 2591. 0. 0. VORNADO RLTY TR SH BEN 929042109 882. 10186. SH SOLE 10186. 0. 0. VULCAN MATERIALS CO COMMON 929160109 614. 8278. SH SOLE 8278. 0. 0. VYYO INC COMMON 918458209 2. 424. SH SOLE 424. 0. 0. W HLDG CO INC COMMON 929251106 113. 11870. SH SOLE 11870. 0. 0. W-H ENERGY SVCS INC COMMON 92925E108 89. 2736. SH SOLE 2736. 0. 0. W.P. CAREY & CO LLC COMMON 92930Y107 73. 2696. SH SOLE 2696. 0. 0. WABASH NATL CORP COMMON 929566107 50. 2533. SH SOLE 2533. 0. 0. WABTEC COMMON 929740108 100. 3672. SH SOLE 3672. 0. 0. WACHOVIA CORP 2ND NEW 929903102 14504. 304772. SH SOLE 304772. 0. 0. WADDELL & REED FINL CLASS A 930059100 125. 6472. SH SOLE 6472. 0. 0. WAL MART STORES INC COMMON 931142103 22853. 521711. SH SOLE 516001. 0. 5710. WALGREEN CO COMMON 931422109 4183. 96272. SH SOLE 96272. 0. 0. WALT DISNEY CO COMMON 254687106 5158. 213758. SH SOLE 213758. 0. 0. WALTER INDS INC COMMON 93317Q105 134. 2749. SH SOLE 2749. 0. 0. WARNACO GROUP INC CL A NE 934390402 73. 3313. SH SOLE 3313. 0. 0. WASH REAL ESTATE INV SH BEN 939653101 96. 3092. SH SOLE 3092. 0. 0. ------------- PAGE TOTAL 49102.
FORM 13F
DATE: 050930 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) - -------------------- ------- --------- ----------- --------- --------- --------- --------- -------- --------- --------- --------- WASHINGTON FED INC COMMON 938824109 149. 6592. SH SOLE 6592. 0. 0. WASHINGTON MUTUAL COMMON 939322103 3206. 81748. SH SOLE 81748. 0. 0. WASHINGTON POST CO CLASS B 939640108 585. 729. SH SOLE 729. 0. 0. WASHINGTON TR BANCOR COM 940610108 66. 2423. SH SOLE 2423. 0. 0. WASTE CONNECTIONS I COMMON 941053100 129. 3665. SH SOLE 3665. 0. 0. WASTE MANAGEMENT INC COMMON 94106L109 2837. 99145. SH SOLE 95920. 0. 3225. WATERS CORP COMMON 941848103 411. 9876. SH SOLE 9876. 0. 0. WATSCO INC COMMON 942622200 93. 1751. SH SOLE 1751. 0. 0. WATSON PHARMACEUTCLS COMMON 942683103 324. 8841. SH SOLE 8841. 0. 0. WATSON WYATT & CO HL CLASS A 942712100 64. 2376. SH SOLE 2376. 0. 0. WATTS WATER TECH CLASS A 942749102 71. 2465. SH SOLE 2465. 0. 0. WAUSAU PAPER CO COMMON 943315101 53. 4265. SH SOLE 4265. 0. 0. WAVE SYSTEMS CORP CLASS A 943526103 1. 882. SH SOLE 882. 0. 0. WAVE WIRELESS CORP COMMON 94352W106 0. 6. SH SOLE 6. 0. 0. WCI CMNTYS INC COMMON 92923C104 91. 3202. SH SOLE 3202. 0. 0. WD-40 CO COMMON 929236107 56. 2094. SH SOLE 2094. 0. 0. WEATHERFORD INTL LTD COMMON G95089101 757. 11023. SH SOLE 11023. 0. 0. ------------- PAGE TOTAL 8893.
FORM 13F
DATE: 050930 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) - -------------------- ------- --------- ----------- --------- --------- --------- --------- -------- --------- --------- --------- WEBEX INC COMMON 94767L109 75. 3076. SH SOLE 3076. 0. 0. WEBMD CORP COMMON 94769M105 265. 23915. SH SOLE 23915. 0. 0. WEBSENSE INC COMMON 947684106 91. 1776. SH SOLE 1776. 0. 0. WEBSTER FINANCIAL CO COMMON 947890109 186. 4144. SH SOLE 4144. 0. 0. WEIGHT WATCHERS INTL COMMON 948626106 415. 8054. SH SOLE 8054. 0. 0. WEINGARTEN RLTY INVS SH BEN 948741103 247. 6537. SH SOLE 6537. 0. 0. WEIS MKTS INC COMMON 948849104 79. 1963. SH SOLE 1963. 0. 0. WELLCHOICE INC COMMON 949475107 485. 6395. SH SOLE 6395. 0. 0. WELLMAN INC COMMON 949702104 29. 4511. SH SOLE 4511. 0. 0. WELLPOINT INC COMMON 94973V107 4461. 58831. SH SOLE 58831. 0. 0. WELLS FARGO & CO COMMON 949746101 24689. 422040. SH SOLE 414685. 0. 7355. WENDYS INTL INC COMMON 950590109 416. 9222. SH SOLE 9222. 0. 0. WERNER ENTERPRISES COMMON 950755108 102. 5882. SH SOLE 5882. 0. 0. WESBANCO INC COMMON 950810101 69. 2525. SH SOLE 2525. 0. 0. WESCO FINL CORP COMMON 950817106 185. 540. SH SOLE 540. 0. 0. WESCO INTL INC COMMON 95082P105 119. 3521. SH SOLE 3521. 0. 0. WEST COAST BANCORP COMMON 952145100 64. 2564. SH SOLE 2564. 0. 0. ------------- PAGE TOTAL 31977.
FORM 13F
DATE: 050930 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) - -------------------- ------- --------- ----------- --------- --------- --------- --------- -------- --------- --------- --------- WEST CORP COMMON 952355105 186. 4980. SH SOLE 4980. 0. 0. WEST MARINE INC COMMON 954235107 44. 2956. SH SOLE 2956. 0. 0. WEST PHARMACEUT SVS COMMON 955306105 85. 2871. SH SOLE 2871. 0. 0. WESTAMERICA BANCORP COMMON 957090103 124. 2408. SH SOLE 2408. 0. 0. WESTAR ENERGY INC COMMON 95709T100 158. 6531. SH SOLE 6531. 0. 0. WESTCORP INC COMMON 957907108 233. 3961. SH SOLE 3961. 0. 0. WESTELL TECHNOLGS CLASS A 957541105 39. 10593. SH SOLE 10593. 0. 0. WESTERN DIGITAL CORP COMMON 958102105 202. 15607. SH SOLE 15607. 0. 0. WESTERN GAS RES INC COMMON 958259103 289. 5633. SH SOLE 5633. 0. 0. WESTERN SILVER CORP COMMON 959531104 348. 41300. SH SOLE 41300. 0. 0. WESTPAC BANKING CP SP ADR 961214301 73. 900. SH SOLE 900. 0. 0. WESTPOINT STEVENS COMMON 961238102 0. 2352. SH SOLE 2352. 0. 0. WESTWOOD ONE INC COMMON 961815107 149. 7484. SH SOLE 7484. 0. 0. WEYERHAEUSER CO COMMON 962166104 1549. 22538. SH SOLE 22538. 0. 0. WFS FINL INC COMMON 92923B106 210. 3123. SH SOLE 3123. 0. 0. WGL HOLDINGS INC COMMON 92924F106 115. 3578. SH SOLE 3578. 0. 0. WHIRLPOOL CORP COMMON 963320106 685. 9046. SH SOLE 9046. 0. 0. ------------- PAGE TOTAL 4489.
FORM 13F
DATE: 050930 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) - -------------------- ------- --------- ----------- --------- --------- --------- --------- -------- --------- --------- --------- WHITE MTNS INS GROUP COMMON G9618E107 495. 819. SH SOLE 819. 0. 0. WHITNEY HLDG CORP COMMON 966612103 125. 4607. SH SOLE 4607. 0. 0. WHOLE FOODS MKT INC COMMON 966837106 751. 5589. SH SOLE 5589. 0. 0. WILEY JOHN & SONS CLASS A 968223206 200. 4782. SH SOLE 4782. 0. 0. WILLIAMS COS INC COM USD 969457100 1071. 42760. SH SOLE 42760. 0. 0. WILLIAMS SONOMA INC COMMON 969904101 338. 8811. SH SOLE 8811. 0. 0. WILMINGTON TRUST CRP COMMON 971807102 183. 5015. SH SOLE 5015. 0. 0. WIMM-BILL-DANN FOOD SPONSOR 97263M109 52. 2700. SH SOLE 2700. 0. 0. WIND RIVER SYSTEM COMMON 973149107 81. 6281. SH SOLE 6281. 0. 0. WINN DIXIE STORES COMMON 974280109 3. 4179. SH SOLE 4179. 0. 0. WINNEBAGO INDS INC COMMON 974637100 77. 2672. SH SOLE 2672. 0. 0. WINTRUST FINL CORP COMMON 97650W108 79. 1566. SH SOLE 1566. 0. 0. WIPRO LTD SPON AD 97651M109 31. 3000. SH SOLE 3000. 0. 0. WIRELESS FACILITIES COMMON 97653A103 56. 9580. SH SOLE 9580. 0. 0. WISCONSIN ENERGY COMMON 976657106 355. 8898. SH SOLE 8898. 0. 0. WMS INDUSTRIES INC COMMON 929297109 62. 2188. SH SOLE 2188. 0. 0. WOLTERS KLUWER N V SP ADR 977874205 567. 30570. SH SOLE 30570. 0. 0. ------------- PAGE TOTAL 4526.
FORM 13F
DATE: 050930 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) - -------------------- ------- --------- ----------- --------- --------- --------- --------- -------- --------- --------- --------- WOLVERINE WORLD WIDE COMMON 978097103 91. 4337. SH SOLE 4337. 0. 0. WOODWARD GOVNR CO COMMON 980745103 86. 1014. SH SOLE 1014. 0. 0. WORLD ACCEP CORP COMMON 981419104 66. 2590. SH SOLE 2590. 0. 0. WORLD FUEL SVCS CORP COMMON 981475106 77. 2381. SH SOLE 2381. 0. 0. WORLDGATE COMMN INC COMMON 98156L307 2. 686. SH SOLE 686. 0. 0. WORTHINGTON INDS INC COMMON 981811102 137. 6526. SH SOLE 6526. 0. 0. WPP GROUP PLC SP ADR( 929309300 350. 6850. SH SOLE 6850. 0. 0. WPS RESOURCES CORP COMMON 92931B106 164. 2846. SH SOLE 2846. 0. 0. WRIGHT MED GROUP INC COMMON 98235T107 59. 2376. SH SOLE 2376. 0. 0. WRIGLEY WM JR CO COMMON 982526105 1316. 18304. SH SOLE 18304. 0. 0. WSFS FINL CORP COMMON 929328102 72. 1229. SH SOLE 1229. 0. 0. WYETH COMMON 983024100 8926. 192904. SH SOLE 189604. 0. 3300. WYNN RESORTS LTD COMMON 983134107 349. 7729. SH SOLE 7729. 0. 0. X-RITE INC COMMON 983857103 53. 4239. SH SOLE 4239. 0. 0. XCEL ENERGY INC COMMON 98389B100 636. 32443. SH SOLE 32443. 0. 0. XEROX CORP COMMON 984121103 1304. 95500. SH SOLE 95500. 0. 0. XILINX INC COMMON 983919101 3586. 128766. SH SOLE 128766. 0. 0. ------------- PAGE TOTAL 17274.
FORM 13F
DATE: 050930 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) - -------------------- ------- --------- ----------- --------- --------- --------- --------- -------- --------- --------- --------- XL CAP LTD CLASS A G98255105 212. 3119. SH SOLE 3119. 0. 0. XM SATELLITE RADIO CLASS A 983759101 663. 18454. SH SOLE 18454. 0. 0. XOMA LTD ORDINAR G9825R107 13. 7352. SH SOLE 7352. 0. 0. XTO ENERGY INC COMMON 98385X106 2929. 64636. SH SOLE 64636. 0. 0. YAHOO INC COMMON 984332106 8860. 261808. SH SOLE 258833. 0. 2975. YAMANA GOLD INC COMMON 98462Y100 3825. 877675. SH SOLE 877675. 0. 0. YANKEE CANDLE INC COMMON 984757104 96. 3931. SH SOLE 3931. 0. 0. YDI WIRELESS INC COMMON 984215103 0. 98. SH SOLE 98. 0. 0. YELLOW ROADWAY CORP COMMON 985577105 178. 4294. SH SOLE 4294. 0. 0. YORK INTL CORP COMMON 986670107 174. 3102. SH SOLE 3102. 0. 0. YOUNG INNOVATIONS COMMON 987520103 73. 1941. SH SOLE 1941. 0. 0. YUM BRANDS INC COMMON 988498101 1175. 24267. SH SOLE 24267. 0. 0. ZALE CORP COMMON 988858106 109. 4023. SH SOLE 4023. 0. 0. ZARLINK SEMICONDUCT COMMON 989139100 9. 6900. SH SOLE 6900. 0. 0. ZEBRA TECHNOLOGIES CLASS A 989207105 212. 5411. SH SOLE 5411. 0. 0. ZENITH NATL INS CORP COMMON 989390109 92. 1473. SH SOLE 1473. 0. 0. ZHONE TECHNOLOGIES COMMON 98950P108 4. 1355. SH SOLE 1355. 0. 0. ------------- PAGE TOTAL 18624.
FORM 13F
DATE: 050930 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) - -------------------- ------- --------- ----------- --------- --------- --------- --------- -------- --------- --------- --------- ZIMMER HOLDINGS COMMON 98956P102 1383. 20078. SH SOLE 20078. 0. 0. ZIONS BANCORPORATION COMMON 989701107 519. 7283. SH SOLE 7283. 0. 0. ZORAN CORP COMMON 98975F101 90. 6270. SH SOLE 6270. 0. 0. ZYMOGENETICS INC COMMON 98985T109 68. 4146. SH SOLE 4146. 0. 0. ------------- PAGE TOTAL 2060. ------------- GRAND TOTAL 8578638.
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