-----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, IKm4Sb+/+TXBQX+iXQTbjz6ISOGRjAIC9Abm/by6BE3h3007iHgLMMD+kg3Ca/qJ vPB9yjZV9kChpDsBAoN7vw== 0001193125-04-095356.txt : 20040527 0001193125-04-095356.hdr.sgml : 20040527 20040527132504 ACCESSION NUMBER: 0001193125-04-095356 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20040331 FILED AS OF DATE: 20040527 EFFECTIVENESS DATE: 20040527 FILER: COMPANY DATA: COMPANY CONFORMED NAME: TAL GLOBAL ASSET MANAGEMENT INC CENTRAL INDEX KEY: 0001021926 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-03663 FILM NUMBER: 04834453 BUSINESS ADDRESS: STREET 1: 1000 DE LA GAUCHETIERE WEAT STE 3100 CITY: MONTREAL QUEBEC CANA STATE: E6 MAIL ADDRESS: STREET 1: 1000 DE LA GAUTHETIERE WEST STREET 2: SUITE 3100 CITY: MONTREAL, QUEBEC FORMER COMPANY: FORMER CONFORMED NAME: TAL INVESTMENT COUNSEL LTD DATE OF NAME CHANGE: 19980206 13F-HR 1 d13fhr.txt FORM 13-F UNITED STATES SECURITIES AND EXCHANGE COMMISSION WASHINGTON D.C. 20549 FORM 13F FORM 13F COVER PAGE Report for the Calendar Year or Quarter Ended: MARCH 31st 2004 Check here if Amendment [ ] : Amendment Number : This amendment (Check only one.) [ ] is a restatement. [ ] adds new holdings entries. Institutional Investment Manager Filing this Report: Name: 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: Guy Desrochers Title: First Vice-President, Global Equity Phone: (514) 875-7045 extension 3603 Signature, Place, and Date of Signing: /s/ Guy Desrochers Montreal, Quebec May 19, 2004 - ------------------------------ -------------------- 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: 7,536,514,000 $ List of Other Included Managers: FORM 13F DATE: 040331 PAGE: 1
ITEM 4 ITEM 8 FAIR ITEM 5 ITEM 6 VOTING AUTHORITY MARKET ------------------------- INVESTMENT (SHARES) ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 --------------------------- ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - --------------------- ------ --------- ------ ------- ------ -------- ---------- ------ ------- --------- ------- 1ST SOURCE CORP COMMON 336901103 62. 2511. SH SOLE 2511. 0. 0. 21ST CENTURY INS GRP COMMON 90130N103 91. 6339. SH SOLE 6339. 0. 0. 24/7 REAL MEDIA INC COMMON 901314203 1. 160. SH SOLE 160. 0. 0. 3COM CORP COMMON 885535104 3. 27330. SH SOLE 27330. 0. 0. 3DO CO COMMON 88553W204 0. 600. SH SOLE 600. 0. 0. 3M COMPANY COMMON 88579Y101 14481. 176883. SH SOLE 174583. 0. 2300. 4 KIDS ENTMT INC COMMON 350865101 49. 2186. SH SOLE 2186. 0. 0. 7-ELEVEN INC COMMON 817826209 118. 7793. SH SOLE 7793. 0. 0. 8X8 INC COMMON 282914100 2. 600. SH SOLE 600. 0. 0. 99 CENTS ONLY STORES COMMON 65440K106 129. 5291. SH SOLE 5291. 0. 0. A C MOORE ARTS&CRAFT COMMON 00086T103 61. 2259. SH SOLE 2259. 0. 0. AAIPHARMA INC COMMON 00252W104 19. 2887. SH SOLE 2887. 0. 0. AARON RENTS INC COMMON 002535201 63. 2538. SH SOLE 2538. 0. 0. ABAXIS INC COMMON 002567105 65. 3196. SH SOLE 3196. 0. 0. ABBOTT LABS COMMON 002824100 8948. 218458. SH SOLE 216583. 0. 1875. ABER DIAMOND CORP COMMON 002893105 29248. 918080. SH SOLE 918080. 0. 0. ------ PAGE TOTAL 53340.
FORM 13F DATE: 040331 PAGE: 2
ITEM 4 ITEM 8 FAIR ITEM 5 ITEM 6 VOTING AUTHORITY MARKET -------------------------- INVESTMENT (SHARES) ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 ---------------------------- ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - --------------------- ------- --------- ------ -------- ------ -------- ----------- ------ -------- --------- ------- ABERCROMBIE & FITCH CLASS A 002896207 244. 7219. SH SOLE 7219. 0. 0. ABGENIX INC COMMON 00339B107 87. 6501. SH SOLE 6501. 0. 0. ABITIBI CONS INC COMMON 003924107 42758. 6005844. SH SOLE 5920921. 0. 84923. ABLE LABORATORIES COMMON 00371N407 57. 2910. SH SOLE 2910. 0. 0. ABM INDS INC COMMON 000957100 64. 3580. SH SOLE 3580. 0. 0. ACCELRYS INC COMMON 71713B104 87. 4348. SH SOLE 4348. 0. 0. ACCENTURE LTD BERMUD CLASS A G1150G111 4273. 172300. SH SOLE 172300. 0. 0. ACCLAIM ENTMT INC COMMON 004325205 2. 3400. SH SOLE 3400. 0. 0. ACCREDITED HOME LNDR COMMON 00437P107 82. 2091. SH SOLE 2091. 0. 0. ACCREDO HEALTH INC COMMON 00437V104 136. 3570. SH SOLE 3570. 0. 0. ACCRUE SOFTWARE INC COMMON 00437W102 0. 600. SH SOLE 600. 0. 0. ACE LIMITED COMMON G0070K103 796. 18661. SH SOLE 18661. 0. 0. ACTEL CORP COMMON 004934105 44. 1950. SH SOLE 1950. 0. 0. ACTION PERFRM CO INC COMMON 004933107 48. 3117. SH SOLE 3117. 0. 0. ACTIVECARD CORP COMMON 00506J107 41. 6669. SH SOLE 6669. 0. 0. ACTIVISION INC COMMON 004930202 155. 9808. SH SOLE 9808. 0. 0. ACTUANT CORPORATION CLASS A 00508X203 72. 1828. SH SOLE 1828. 0. 0. ------ PAGE TOTAL 48946.
FORM 13F DATE: 040331 PAGE: 3
ITEM 4 ITEM 8 FAIR ITEM 5 ITEM 6 VOTING AUTHORITY MARKET ------------------------- INVESTMENT (SHARES) ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 --------------------------- ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - --------------------- ------- --------- ------ ------- ------ -------- ---------- ------ ------- --------- ------- ACUITY BRANDS COMMON 00508Y102 72. 3022. SH SOLE 3022. 0. 0. ACXIOM CORP COMMON 005125109 138. 6283. SH SOLE 6283. 0. 0. ADAPTEC INC COMMON 00651F108 69. 7867. SH SOLE 7867. 0. 0. ADC TELECOMMUNICATNS COMMON 000886101 186. 64280. SH SOLE 64280. 0. 0. ADE CORP MASS COMMON 00089C107 44. 2249. SH SOLE 2249. 0. 0. ADMINISTAFF INC COMMON 007094105 66. 3800. SH SOLE 3800. 0. 0. ADOBE SYSTEMS INC COMMON 00724F101 906. 23060. SH SOLE 23060. 0. 0. ADOLOR CORP COMMON 00724X102 45. 2958. SH SOLE 2958. 0. 0. ADTRAN INC COMMON 00738A106 172. 5728. SH SOLE 5728. 0. 0. ADV MICRO DEVICES COMMON 007903107 1048. 64565. SH SOLE 64565. 0. 0. ADVANCED AUTO PARTS COMMON 00751Y106 219. 5393. SH SOLE 5393. 0. 0. ADVANCED DIGIT INFO COMMON 007525108 2399. 210768. SH SOLE 210768. 0. 0. ADVANCED ENERGY IND COMMON 007973100 50. 2430. SH SOLE 2430. 0. 0. ADVANCED FIBRE COMM COMMON 00754A105 140. 6357. SH SOLE 6357. 0. 0. ADVANCED MEDICAL OP COM 00763M108 71. 2915. SH SOLE 2915. 0. 0. ADVANCED NROMDLN SYS COMMON 00757T101 51. 1405. SH SOLE 1405. 0. 0. ADVANTA CORP CLASS A 007942105 75. 4479. SH SOLE 4479. 0. 0. ----- PAGE TOTAL 5751.
FORM 13F DATE: 040331 PAGE: 4
ITEM 4 ITEM 8 FAIR ITEM 5 ITEM 6 VOTING AUTHORITY MARKET ------------------------- INVESTMENT (SHARES) ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 --------------------------- ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - --------------------- ------- --------- ------ ------- ------ -------- ---------- ------ ------- --------- ------- ADVENT SOFTWARE INC COMMON 007974108 57. 3045. SH SOLE 3045. 0. 0. ADVISORY BRD CO COMMON 00762W107 54. 1477. SH SOLE 1477. 0. 0. ADVO INC COMMON 007585102 72. 2223. SH SOLE 2223. 0. 0. AEROFLEX INC COMMON 007768104 53. 3934. SH SOLE 3934. 0. 0. AEROPOSTALE INC COMMON 007865108 100. 2751. SH SOLE 2751. 0. 0. AES CORP COMMON 00130H105 421. 49374. SH SOLE 49374. 0. 0. AETERNA LABS INC SUBORDI 007975105 356. 54000. SH SOLE 54000. 0. 0. AETNA INC COMMON 00817Y108 1122. 12511. SH SOLE 12511. 0. 0. AFFILIATED COMP SVCS CL A CO 008190100 512. 9858. SH SOLE 9858. 0. 0. AFFILIATED MANAGE GR COMMON 008252108 129. 2362. SH SOLE 2362. 0. 0. AFFYMETRIX INC COMMON 00826T108 148. 4374. SH SOLE 4374. 0. 0. AFLAC INC COMMON 001055102 2109. 52540. SH SOLE 52540. 0. 0. AFTERMARKET TECHNLGY COMMON 008318107 67. 4558. SH SOLE 4558. 0. 0. AGCO CORP COMMON 001084102 116. 5582. SH SOLE 5582. 0. 0. AGERE SYS INC CLASS A 00845V100 398. 123926. SH SOLE 123926. 0. 0. AGILE SOFTWARE CORP COMMON 00846X105 42. 4773. SH SOLE 4773. 0. 0. AGILENT TECHN INC COMMON 00846U101 1449. 45814. SH SOLE 45814. 0. 0. ----- PAGE TOTAL 7205.
FORM 13F DATE: 040331 PAGE: 5
ITEM 4 ITEM 8 FAIR ITEM 5 ITEM 6 VOTING AUTHORITY MARKET -------------------------- INVESTMENT (SHARES) ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 ---------------------------- ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - --------------------- ------- --------- ------ -------- ------ -------- ---------- ------ -------- --------- ------- AGILYSYS INC COMMON 00847J105 60. 5060. SH SOLE 5060. 0. 0. AGL RESOURCES INC COMMON 001204106 137. 4730. SH SOLE 4730. 0. 0. AGNICO EAGLE MINES COMMON 008474108 1411. 94700. SH SOLE 94700. 0. 0. AGRIUM INC COMMON 008916108 23517. 1591925. SH SOLE 1577500. 0. 14425. AIR CANADA COMMON 008911109 0. 1. SH SOLE 1. 0. 0. AIR LIQUIDE ADR (0. 009126202 802. 23683. SH SOLE 23683. 0. 0. AIR PRODS & CHEMS COMMON 009158106 1369. 27312. SH SOLE 27312. 0. 0. AIRGAS INC COMMON 009363102 116. 5445. SH SOLE 5445. 0. 0. AIRGATE PCS INC COMMON 009367301 2. 100. SH SOLE 100. 0. 0. AIRNET COMMUN CORP COMMON 00941P106 1. 600. SH SOLE 600. 0. 0. AIRTRAN HLDGS INC COMMON 00949P108 72. 6019. SH SOLE 6019. 0. 0. AKAMAI TECH INC COMMON 00971T101 116. 8866. SH SOLE 8866. 0. 0. ALABAMA NATL BANCORP COMMON 010317105 55. 998. SH SOLE 998. 0. 0. ALAMOSA HLDGS INC COMMON 011589108 81. 13835. SH SOLE 13835. 0. 0. ALARIS MEDICAL SYSTM COMMON 011637105 98. 5236. SH SOLE 5236. 0. 0. ALASKA AIR GROUP INC COMMON 011659109 48. 1938. SH SOLE 1938. 0. 0. ALBANY INTL CORP CLASS A 012348108 64. 2392. SH SOLE 2392. 0. 0. ------ PAGE TOTAL 27949.
FORM 13F DATE: 040331 PAGE: 6
ITEM 4 ITEM 8 FAIR ITEM 5 ITEM 6 VOTING AUTHORITY MARKET -------------------------- INVESTMENT (SHARES) ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 ---------------------------- ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - --------------------- ------ --------- ------ -------- ------ -------- ---------- ------ -------- --------- ------- ALBANY MOLECULAR RE COMMON 012423109 60. 4053. SH SOLE 4053. 0. 0. ALBEMARLE CORP COMMON 012653101 89. 3059. SH SOLE 3059. 0. 0. ALBERTO-CULVER CO COMMON 013068101 11053. 251946. SH SOLE 242448. 0. 9498. ALBERTSONS INC COMMON 013104104 1026. 46339. SH SOLE 46339. 0. 0. ALCAN INC COMMON 013716105 232145. 5219119. SH SOLE 5138144. 0. 80975. ALCATEL SP ADR 013904305 90. 5670. SH SOLE 5670. 0. 0. ALCOA INC COMMON 013817101 3607. 103965. SH SOLE 103965. 0. 0. ALEXANDER & BALDWIN COMMON 014482103 101. 3076. SH SOLE 3076. 0. 0. ALEXANDER'S INC COMMON 014752109 80. 501. SH SOLE 501. 0. 0. ALEXANDRIA REAL ESTA COMMON 015271109 89. 1420. SH SOLE 1420. 0. 0. ALEXION PHARM INC COMMON 015351109 73. 3089. SH SOLE 3089. 0. 0. ALFA CORP COMMON 015385107 81. 5925. SH SOLE 5925. 0. 0. ALIGN TECH INC COMMON 016255101 82. 4330. SH SOLE 4330. 0. 0. ALKERMES INC COMMON 01642T108 105. 6597. SH SOLE 6597. 0. 0. ALLEGHANY CORP DEL COMMON 017175100 137. 553. SH SOLE 553. 0. 0. ALLEGHENY ENERGY INC COMMON 017361106 137. 9962. SH SOLE 9962. 0. 0. ALLEGHENY TECH INC COMMON 01741R102 90. 7450. SH SOLE 7450. 0. 0. ------- PAGE TOTAL 249045.
FORM 13F DATE: 040331 PAGE: 7
ITEM 4 ITEM 8 FAIR ITEM 5 ITEM 6 VOTING AUTHORITY MARKET ------------------------ INVESTMENT (SHARES) ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 --------------------------- ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - --------------------- ------- --------- ------ ------ ------ -------- ---------- ------ ------- --------- ------- ALLEGIANCE TELECOM COMMON 01747T102 0. 4350. SH SOLE 4350. 0. 0. ALLEGIANT BANCORP COMMON 017476102 66. 2246. SH SOLE 2246. 0. 0. ALLERGAN INC COMMON 018490102 1171. 13916. SH SOLE 13916. 0. 0. ALLETE COMMON 018522102 225. 6416. SH SOLE 6416. 0. 0. ALLIANCE ATLANTIS CLASS B 01853E204 1195. 62900. SH SOLE 62900. 0. 0. ALLIANCE CAP MGM HLD UNIT LT 01855A101 211. 5735. SH SOLE 5735. 0. 0. ALLIANCE DATA SYSTEM COMMON 018581108 66. 1965. SH SOLE 1965. 0. 0. ALLIANCE GAMING CORP COMMON 01859P609 118. 3687. SH SOLE 3687. 0. 0. ALLIANCE RESRCE PRT UT LTD 01877R108 71. 1774. SH SOLE 1774. 0. 0. ALLIANT ENERGY CORP COMMON 018802108 213. 8192. SH SOLE 8192. 0. 0. ALLIANT TECHSYSTEMS COMMON 018804104 156. 2864. SH SOLE 2864. 0. 0. ALLIANZ AKTIENGESELL SP ADR 018805101 712. 65201. SH SOLE 65201. 0. 0. ALLIED CAP CORP COMMON 01903Q108 271. 8943. SH SOLE 8943. 0. 0. ALLIED WASTE IND COMMON 019589308 228. 17126. SH SOLE 17126. 0. 0. ALLMERICA FINL CORP COMMON 019754100 136. 3938. SH SOLE 3938. 0. 0. ALLSCRIPTS HEALTHCAR COMMON 01988P108 6. 600. SH SOLE 600. 0. 0. ALLSTATE CORP COMMON 020002101 3510. 77201. SH SOLE 77201. 0. 0. ----- PAGE TOTAL 8355.
FORM 13F DATE: 040331 PAGE: 8
ITEM 4 ITEM 8 FAIR ITEM 5 ITEM 6 VOTING AUTHORITY MARKET ------------------------- INVESTMENT (SHARES) ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 --------------------------- ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - --------------------- ------- --------- ------ ------- ------ -------- ---------- ------ ------- --------- ------- ALLTEL CORP COMMON 020039103 1542. 30911. SH SOLE 30911. 0. 0. ALPHARMA INC CLASS A 020813101 74. 3762. SH SOLE 3762. 0. 0. ALTERA CORP COMMON 021441100 832. 40627. SH SOLE 40627. 0. 0. ALTERNATIVE RESOURCE COMMON 02145R102 0. 700. SH SOLE 700. 0. 0. ALTIRIS INC COMMON 02148M100 50. 1789. SH SOLE 1789. 0. 0. ALTRIA GROUP INC COMMON 02209S103 16615. 305388. SH SOLE 300838. 0. 4550. AMAZON COM INC COMMON 023135106 1494. 34514. SH SOLE 34514. 0. 0. AMB PROPERTY CORP COMMON 00163T109 224. 6020. SH SOLE 6020. 0. 0. AMBAC FINANCIAL GRP COMMON 023139108 624. 8455. SH SOLE 8455. 0. 0. AMC ENTMT INC COMMON 001669100 57. 3698. SH SOLE 3698. 0. 0. AMCOL INTL CORP COMMON 02341W103 62. 3562. SH SOLE 3562. 0. 0. AMCORE FINANCIAL INC COMMON 023912108 59. 1972. SH SOLE 1972. 0. 0. AMDOCS LTD ORD G02602103 4074. 146600. SH SOLE 146600. 0. 0. AMER MGMNT SYS COMMON 027352103 68. 3534. SH SOLE 3534. 0. 0. AMERADA HESS CORP COMMON 023551104 466. 7131. SH SOLE 7131. 0. 0. AMERCO COMMON 023586100 77. 3278. SH SOLE 3278. 0. 0. AMEREN CORPORATION COMMON 023608102 594. 12878. SH SOLE 12878. 0. 0. ------ PAGE TOTAL 26912.
FORM 13F DATE: 040331 PAGE: 9
ITEM 4 ITEM 8 FAIR ITEM 5 ITEM 6 VOTING AUTHORITY MARKET ------------------------- INVESTMENT (SHARES) ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 --------------------------- ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - --------------------- ------- --------- ------ ------- ------ -------- ---------- ------ ------- --------- ------- AMERICA MOVIL SA ADR (20 02364W105 212. 5494. SH SOLE 5494. 0. 0. AMERICA ONLINE LATIN CLASS A 02365B100 28. 25225. SH SOLE 25225. 0. 0. AMERICA WEST HLDGS CLASS B 023657208 33. 3507. SH SOLE 3507. 0. 0. AMERICAN AXLE & MFG COMMON 024061103 160. 4353. SH SOLE 4353. 0. 0. AMERICAN EAGLE OUTFT COMMON 02553E106 142. 5273. SH SOLE 5273. 0. 0. AMERICAN EXPRESS CO COMMON 025816109 14441. 279380. SH SOLE 277080. 0. 2300. AMERICAN FINL RLTY COMMON 02607P305 70. 4151. SH SOLE 4151. 0. 0. AMERICAN MED SYS HLD COMMON 02744M108 67. 2525. SH SOLE 2525. 0. 0. AMERICAN NATL INS CO COMMON 028591105 176. 1965. SH SOLE 1965. 0. 0. AMERICAN REAL EST DEPOSIT 029169109 72. 4652. SH SOLE 4652. 0. 0. AMERICAN STANDARD CO COMMON 029712106 6627. 58256. SH SOLE 55931. 0. 2325. AMERICAN STS WTR CO COMMON 029899101 53. 2173. SH SOLE 2173. 0. 0. AMERICAN TOWER CORP CLASS A 029912201 176. 15526. SH SOLE 15526. 0. 0. AMERICAN WOODMARK COMMON 030506109 71. 1070. SH SOLE 1070. 0. 0. AMERICREDIT CORP COMMON 03060R101 198. 11598. SH SOLE 11598. 0. 0. AMERIGROUP CORP COMMON 03073T102 80. 1753. SH SOLE 1753. 0. 0. AMERISOURCE-BERGEN COMMON 03073E105 664. 12150. SH SOLE 12150. 0. 0. ------ PAGE TOTAL 23270.
FORM 13F DATE: 040331 PAGE: 10
ITEM 4 ITEM 8 FAIR ITEM 5 ITEM 6 VOTING AUTHORITY MARKET ------------------------- INVESTMENT (SHARES) ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 --------------------------- ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - --------------------- ------- --------- ------ ------- ------ -------- ---------- ------ ------- --------- ------- AMERISTAR CASINOS COMMON 03070Q101 91. 2704. SH SOLE 2704. 0. 0. AMERITRADE HLDG CORP COMMON 03074K100 488. 31671. SH SOLE 31671. 0. 0. AMERN CAP STRATEGIES COMMON 024937104 136. 4077. SH SOLE 4077. 0. 0. AMERN ELEC PWR INC COMMON 025537101 1421. 43170. SH SOLE 43170. 0. 0. AMERN FINL GROUP COMMON 025932104 154. 5168. SH SOLE 5168. 0. 0. AMERN GREETINGS CORP CLASS A 026375105 119. 5245. SH SOLE 5245. 0. 0. AMERN HEALTHWAYS COMMON 02649V104 71. 2920. SH SOLE 2920. 0. 0. AMERN HOME MTG INVT COMMON 02660R107 69. 2400. SH SOLE 2400. 0. 0. AMERN INTL GROUP INC COMMON 026874107 34790. 516463. SH SOLE 508196. 0. 8267. AMERN ITALIAN PASTA CLASS A 027070101 59. 1466. SH SOLE 1466. 0. 0. AMERN PWR CONVERSION COMMON 029066107 2286. 99433. SH SOLE 96758. 0. 2675. AMERUS GROUP CO CLASS A 03072M108 117. 2901. SH SOLE 2901. 0. 0. AMETEK INC COMMON 031100100 126. 4933. SH SOLE 4933. 0. 0. AMGEN INC COMMON 031162100 15552. 267447. SH SOLE 259747. 0. 7700. AMIS HOLDINGS INC COMMON 031538101 45. 2801. SH SOLE 2801. 0. 0. AMKOR TECHNOLOGY INC COMMON 031652100 180. 12286. SH SOLE 12286. 0. 0. AMLI RES PPTYS TR SH BEN 001735109 60. 2116. SH SOLE 2116. 0. 0. ------ PAGE TOTAL 55764.
FORM 13F DATE: 040331 PAGE: 11
ITEM 4 ITEM 8 FAIR ITEM 5 ITEM 6 VOTING AUTHORITY MARKET ------------------------- INVESTMENT (SHARES) ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 --------------------------- ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - --------------------- ------- --------- ------ ------- ------ -------- ---------- ------ ------- --------- ------- AMN HEALTHCARE SERVI COMMON 001744101 70. 3824. SH SOLE 3824. 0. 0. AMPHENOL CORPORATION CLASS A 032095101 188. 6328. SH SOLE 6328. 0. 0. AMR CORP COMMON 001765106 159. 12486. SH SOLE 12486. 0. 0. AMSOUTH BANCORP COMMON 032165102 935. 39763. SH SOLE 39763. 0. 0. AMSURG CORP COMMON 03232P405 42. 1834. SH SOLE 1834. 0. 0. AMYLIN PHARM INC COMMON 032346108 164. 6929. SH SOLE 6929. 0. 0. ANADARKO PETE COMMON 032511107 1812. 34939. SH SOLE 34939. 0. 0. ANALOG DEVICES INC COMMON 032654105 6397. 133248. SH SOLE 133248. 0. 0. ANALOGIC CORP COMMON 032657207 59. 1287. SH SOLE 1287. 0. 0. ANALYSTS INTL CORP COMMON 032681108 1. 500. SH SOLE 500. 0. 0. ANAREN INC COMMON 032744104 58. 3657. SH SOLE 3657. 0. 0. ANCHOR BANCORP WIS COMMON 032839102 53. 2106. SH SOLE 2106. 0. 0. ANDREW CORP COMMON 034425108 211. 12084. SH SOLE 12084. 0. 0. ANDRX GROUP COMMON 034553107 145. 5340. SH SOLE 5340. 0. 0. ANGIOTECH PHARMA COMMON 034918102 20519. 840300. SH SOLE 840300. 0. 0. ANGLO AMERICAN PLC ADR(1 O 03485P102 462. 19000. SH SOLE 19000. 0. 0. ANHEUSER BUSCH COS COMMON 035229103 4006. 78540. SH SOLE 78540. 0. 0. ------ PAGE TOTAL 35281.
FORM 13F DATE: 040331 PAGE: 12
ITEM 4 ITEM 8 FAIR ITEM 5 ITEM 6 VOTING AUTHORITY MARKET ------------------------ INVESTMENT (SHARES) ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 --------------------------- ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - --------------------- ------- --------- ------ ------ ------ -------- ---------- ------ ------- --------- ------- ANIXTER INTL INC COMMON 035290105 74. 2634. SH SOLE 2634. 0. 0. ANNALY MTG MGMT INC COMMON 035710409 139. 7108. SH SOLE 7108. 0. 0. ANNTAYLOR STORES COMMON 036115103 141. 3287. SH SOLE 3287. 0. 0. ANSYS INC COMMON 03662Q105 54. 1371. SH SOLE 1371. 0. 0. ANTEON INTL CORP COMMON 03674E108 74. 2552. SH SOLE 2552. 0. 0. ANTHEM INC COMMON 03674B104 1354. 14940. SH SOLE 14940. 0. 0. ANTHRACITE CAP INC COMMON 037023108 69. 5402. SH SOLE 5402. 0. 0. ANTIGENICS INC DEL COMMON 037032109 56. 5231. SH SOLE 5231. 0. 0. ANWORTH MORTGAGE AS COMMON 037347101 53. 3823. SH SOLE 3823. 0. 0. AO TATNEFT SP ADR 03737P306 277. 9963. SH SOLE 9963. 0. 0. AON CORPORATION COMMON 037389103 1041. 37286. SH SOLE 37286. 0. 0. APAC CUSTOMER SVS COMMON 00185E106 3. 1200. SH SOLE 1200. 0. 0. APACHE CORP COMMON 037411105 1502. 34782. SH SOLE 34782. 0. 0. APARTMENT INVT&MGMT CLASS A 03748R101 562. 18089. SH SOLE 18089. 0. 0. APOGEE ENTERPRISES COMMON 037598109 63. 5127. SH SOLE 5127. 0. 0. APOGENT TECH INC COMMON 03760A101 209. 6824. SH SOLE 6824. 0. 0. APOLLO GROUP INC CLASS A 037604105 1913. 22201. SH SOLE 22201. 0. 0. ----- PAGE TOTAL 7584.
FORM 13F DATE: 040331 PAGE: 13
ITEM 4 ITEM 8 FAIR ITEM 5 ITEM 6 VOTING AUTHORITY MARKET ------------------------- INVESTMENT (SHARES) ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 --------------------------- ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - --------------------- ------- --------- ------ ------- ------ -------- ---------- ------ ------- --------- ------- APPIANT TECH INC COMMON 03782R108 0. 1500. SH SOLE 1500. 0. 0. APPLE COMPUTER INC COMMON 037833100 1046. 38689. SH SOLE 38689. 0. 0. APPLEBEES INTL INC COMMON 037899101 170. 4116. SH SOLE 4116. 0. 0. APPLERA CORPORATION GENOMIC 038020202 77. 5308. SH SOLE 5308. 0. 0. APPLERA CORPORATION BIOSYST 038020103 328. 16580. SH SOLE 16580. 0. 0. APPLIED DIGITAL SOL COMMON 038188108 2. 8100. SH SOLE 8100. 0. 0. APPLIED FILMS CORP COMMON 038197109 46. 1629. SH SOLE 1629. 0. 0. APPLIED INDL TECH COMMON 03820C105 52. 2283. SH SOLE 2283. 0. 0. APPLIED MATERIALS COMMON 038222105 6936. 325192. SH SOLE 325192. 0. 0. APPLIED MICRO CRCTS COMMON 03822W109 139. 24369. SH SOLE 24369. 0. 0. APPLIEDTHEORY CORP COMMON 03828R104 0. 700. SH SOLE 700. 0. 0. APRIA HEALTHCARE GRP COMMON 037933108 122. 4060. SH SOLE 4060. 0. 0. APTARGROUP INC COMMON 038336103 103. 2685. SH SOLE 2685. 0. 0. AQUA AMERICA INC COMMON 03836W103 140. 6475. SH SOLE 6475. 0. 0. AQUAGENIX INC COMMON 03838R102 0. 1500. SH SOLE 1500. 0. 0. AQUANTIVE INC COMMON 03839G105 49. 5155. SH SOLE 5155. 0. 0. AQUILA INC COMMON 03840P102 67. 14196. SH SOLE 14196. 0. 0. ----- PAGE TOTAL 9277.
FORM 13F DATE: 040331 PAGE: 14
ITEM 4 ITEM 8 FAIR ITEM 5 ITEM 6 VOTING AUTHORITY MARKET ------------------------ INVESTMENT (SHARES) ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 --------------------------- ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - --------------------- ------- --------- ------ ------ ------ -------- ---------- ------ ------- --------- ------- ARACRUZ CELULOSE S A SP ADR 038496204 391. 10225. SH SOLE 10225. 0. 0. ARAMARK CORP CLASS B 038521100 191. 6964. SH SOLE 6964. 0. 0. ARBITRON INC COMMON 03875Q108 90. 2237. SH SOLE 2237. 0. 0. ARCH CAP GROUP LTD ORDINAR G0450A105 88. 2083. SH SOLE 2083. 0. 0. ARCH CHEMICALS INC COMMON 03937R102 67. 2386. SH SOLE 2386. 0. 0. ARCH COAL INC COMMON 039380100 317. 10100. SH SOLE 10100. 0. 0. ARCHER-DANIEL MIDLND COMMON 039483102 1278. 75783. SH SOLE 75783. 0. 0. ARCHSTONE SMITH TR COMMON 039583109 412. 13955. SH SOLE 13955. 0. 0. ARCTIC CAT INC COMMON 039670104 61. 2398. SH SOLE 2398. 0. 0. ARDEN RLTY GRP INC COMMON 039793104 152. 4706. SH SOLE 4706. 0. 0. ARGOSY GAMING CORP COMMON 040228108 79. 2215. SH SOLE 2215. 0. 0. ARIAD PHARMACEUTICAL COMMON 04033A100 71. 7455. SH SOLE 7455. 0. 0. ARIBA INC COMMON 04033V104 57. 20035. SH SOLE 20035. 0. 0. ARKANSAS BEST CORP COMMON 040790107 48. 1797. SH SOLE 1797. 0. 0. ARMOR HOLDINGS INC COMMON 042260109 85. 2567. SH SOLE 2567. 0. 0. ARRIS GROUP INC COMMON 04269Q100 75. 8230. SH SOLE 8230. 0. 0. ARROW ELECTRS INC COMMON 042735100 190. 7482. SH SOLE 7482. 0. 0. ----- PAGE TOTAL 3652.
FORM 13F DATE: 040331 PAGE: 15
ITEM 4 ITEM 8 FAIR ITEM 5 ITEM 6 VOTING AUTHORITY MARKET ------------------------- INVESTMENT (SHARES) ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 --------------------------- ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - --------------------- ------ --------- ------ ------- ------ -------- ---------- ------ ------- --------- ------- ARROW INTL INC COMMON 042764100 97. 3250. SH SOLE 3250. 0. 0. ART TECHNOLOGY GRP COMMON 04289L107 2. 1600. SH SOLE 1600. 0. 0. ARTESYN TECHNO INC COMMON 043127109 62. 6515. SH SOLE 6515. 0. 0. ARTHROCARE CORP COMMON 043136100 56. 2429. SH SOLE 2429. 0. 0. ARTISAN COMPONENTS COMMON 042923102 55. 2480. SH SOLE 2480. 0. 0. ARVINMERITOR INC COMMON 043353101 102. 5135. SH SOLE 5135. 0. 0. ASBURY AUTOMOTIVE GR COMMON 043436104 55. 3179. SH SOLE 3179. 0. 0. ASCENTIAL SOFTWARE COMMON 04362P207 94. 4313. SH SOLE 4313. 0. 0. ASHLAND INC COMMON 044204105 251. 5407. SH SOLE 5407. 0. 0. ASK JEEVES INC COMMON 045174109 120. 3369. SH SOLE 3369. 0. 0. ASPECT COMMUNCTN COR COMMON 04523Q102 62. 3967. SH SOLE 3967. 0. 0. ASPEN TECHNOLOGY INC COMMON 045327103 53. 6467. SH SOLE 6467. 0. 0. ASSOCIATED BANC CORP COMMON 045487105 244. 5458. SH SOLE 5458. 0. 0. ASTORIA FINL CORP COMMON 046265104 227. 5969. SH SOLE 5969. 0. 0. ASTROPOWER INC COMMON 04644A101 0. 2338. SH SOLE 2338. 0. 0. ASYST TECH CORP COMMON 04648X107 4235. 514639. SH SOLE 514639. 0. 0. AT ROAD INC COMMON 04648K105 50. 4094. SH SOLE 4094. 0. 0. ----- PAGE TOTAL 5765.
FORM 13F DATE: 040331 PAGE: 16
ITEM 4 ITEM 8 FAIR ITEM 5 ITEM 6 VOTING AUTHORITY MARKET -------------------------- INVESTMENT (SHARES) ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 ---------------------------- ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - --------------------- ------- --------- ------ -------- ------ -------- ---------- ------ -------- --------- ------- AT&T CORP COMMON 001957505 1613. 82438. SH SOLE 82438. 0. 0. AT&T WIRELESS SRVC COMMON 00209A106 3818. 280549. SH SOLE 280549. 0. 0. ATARI INC COMMON 04651M105 44. 13011. SH SOLE 13011. 0. 0. ATHEROGENICS INC COMMON 047439104 78. 3395. SH SOLE 3395. 0. 0. ATI TECHNOLOGIES INC COMMON 001941103 39279. 2412525. SH SOLE 2391225. 0. 21300. ATLANTIC COAST AIRLS COMMON 048396105 37. 5201. SH SOLE 5201. 0. 0. ATLAS AIR WRLDWD HLG COMMON 049164106 0. 1050. SH SOLE 1050. 0. 0. ATMEL CORP COMMON 049513104 226. 34789. SH SOLE 34789. 0. 0. ATMI INC COMMON 00207R101 59. 2247. SH SOLE 2247. 0. 0. ATMOS ENERGY CORP COMMON 049560105 95. 3721. SH SOLE 3721. 0. 0. ATRIX LABS INC COMMON 04962L101 73. 2862. SH SOLE 2862. 0. 0. ATWOOD OCEANICS INC COMMON 050095108 76. 2145. SH SOLE 2145. 0. 0. AUDIOVOX CORP CLASS A 050757103 78. 3915. SH SOLE 3915. 0. 0. AUGUST TECHNOLOGY CO COMMON 05106U105 42. 2794. SH SOLE 2794. 0. 0. AURORA FOODS INC COMMON 05164B106 0. 2475. SH SOLE 2475. 0. 0. AUTHENTIDATE HLDG CO COMMON 052666104 53. 3935. SH SOLE 3935. 0. 0. AUTOBYTEL COM INC COMMON 05275N106 70. 5306. SH SOLE 5306. 0. 0. ------ PAGE TOTAL 45641.
FORM 13F DATE: 040331 PAGE: 17
ITEM 4 ITEM 8 FAIR ITEM 5 ITEM 6 VOTING AUTHORITY MARKET ------------------------- INVESTMENT (SHARES) ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 --------------------------- ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - --------------------- ------- --------- ------ ------- ------ -------- ---------- ------ ------- --------- ------- AUTODESK INC COMMON 052769106 279. 8852. SH SOLE 8852. 0. 0. AUTOMATIC DATA PROC COMMON 053015103 2560. 60947. SH SOLE 60947. 0. 0. AUTONATION INC COMMON 05329W102 372. 21790. SH SOLE 21790. 0. 0. AUTOZONE INC COMMON 053332102 628. 7302. SH SOLE 7302. 0. 0. AVALONBAY COMMNTIES COMMON 053484101 280. 5219. SH SOLE 5219. 0. 0. AVANEX CORP COMMON 05348W109 44. 10293. SH SOLE 10293. 0. 0. AVAYA INC COMMON 053499109 3516. 221418. SH SOLE 221418. 0. 0. AVENTIS SP ADR( 053561106 1124. 14614. SH SOLE 14614. 0. 0. AVERY DENNISON CORP COMMON 053611109 544. 8751. SH SOLE 8751. 0. 0. AVIALL INC COMMON 05366B102 53. 3496. SH SOLE 3496. 0. 0. AVID TECHNOLOGY INC COMMON 05367P100 102. 2214. SH SOLE 2214. 0. 0. AVISTA CORPORATION COMMON 05379B107 66. 3511. SH SOLE 3511. 0. 0. AVNET INC COMMON 053807103 217. 8869. SH SOLE 8869. 0. 0. AVOCENT CORP COMMON 053893103 127. 3440. SH SOLE 3440. 0. 0. AVON PRODUCTS INC COMMON 054303102 1837. 24218. SH SOLE 24218. 0. 0. AVX CORP COMMON 002444107 212. 12884. SH SOLE 12884. 0. 0. AWARE INC MASS COMMON 05453N100 3. 700. SH SOLE 700. 0. 0. ------ PAGE TOTAL 11964.
FORM 13F DATE: 040331 PAGE: 18
ITEM 4 ITEM 8 FAIR ITEM 5 ITEM 6 VOTING AUTHORITY MARKET -------------------------- INVESTMENT (SHARES) ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 ---------------------------- ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - --------------------- ------- --------- ------ -------- ------ -------- ---------- ------ -------- --------- ------- AXCAN PHARMA INC COMMON 054923107 22836. 1197050. SH SOLE 1197050. 0. 0. AXCELIS TECHNOLOGIES COMMON 054540109 80. 7196. SH SOLE 7196. 0. 0. AXT INC COMMON 00246W103 2. 500. SH SOLE 500. 0. 0. AZTAR CORP COMMON 054802103 64. 2609. SH SOLE 2609. 0. 0. BAKER HUGHES INC COMMON 057224107 1311. 35935. SH SOLE 35935. 0. 0. BALDOR ELEC CO COMMON 057741100 59. 2559. SH SOLE 2559. 0. 0. BALDWIN & LYONS INC CLASS B 057755209 61. 2117. SH SOLE 2117. 0. 0. BALL CORP COMMON 058498106 6558. 96752. SH SOLE 93227. 0. 3525. BALLARD POWER SYS COMMON 05858H104 1282. 132235. SH SOLE 132235. 0. 0. BANCFIRST CORP COMMON 05945F103 52. 934. SH SOLE 934. 0. 0. BANCO BILBAO VIZCAYA ADR (1 05946K101 921. 69390. SH SOLE 69390. 0. 0. BANCO SANTANDER CHIL ADR(103 05965X109 109. 4048. SH SOLE 4048. 0. 0. BANCOLOMBIA S A SP ADR 05968L102 38. 5000. SH SOLE 5000. 0. 0. BANCORPSOUTH INC COMMON 059692103 127. 5818. SH SOLE 5818. 0. 0. BANDAG INC COMMON 059815100 73. 1459. SH SOLE 1459. 0. 0. BANK HAWAII CORP COMMON 062540109 202. 4355. SH SOLE 4355. 0. 0. BANK MUTUAL CORP COMMON 063750103 64. 5718. SH SOLE 5718. 0. 0. ------ PAGE TOTAL 33839.
FORM 13F DATE: 040331 PAGE: 19
ITEM 4 ITEM 8 FAIR ITEM 5 ITEM 6 VOTING AUTHORITY MARKET -------------------------- INVESTMENT (SHARES) ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 ---------------------------- ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - --------------------- ------- --------- ------- -------- ------ -------- ---------- ------ -------- --------- ------- BANK NEW YORK INC COMMON 064057102 9452. 300051. SH SOLE 294176. 0. 5875. BANK OF AMERICA CORP COMMON 060505104 17438. 215338. SH SOLE 212438. 0. 2900. BANK OF GRANITE CORP COMMON 062401104 49. 2364. SH SOLE 2364. 0. 0. BANK OF MONTREAL COMMON 063671101 347396. 8395026. SH SOLE 7839306. 0. 555720. BANK OF NOVA SCOTIA COMMON 064149107 355217. 6575026. SH SOLE 6220908. 0. 354118. BANK OF THE OZARKS COMMON 063904106 70. 2523. SH SOLE 2523. 0. 0. BANK ONE CORPORATION COMMON 06423A103 6981. 128051. SH SOLE 128051. 0. 0. BANKATLANTIC BANCORP CLASS A 065908501 67. 3933. SH SOLE 3933. 0. 0. BANKNORTH GROUP INC COMMON 06646R107 407. 11960. SH SOLE 11960. 0. 0. BANKUNITED FINL CORP CLASS A 06652B103 67. 2241. SH SOLE 2241. 0. 0. BANNER CORP COMMON 06652V109 64. 2191. SH SOLE 2191. 0. 0. BANTA CORP COMMON 066821109 87. 1889. SH SOLE 1889. 0. 0. BARD C R INC COMMON 067383109 5887. 60479. SH SOLE 58329. 0. 2150. BARNES & NOBLE INC COMMON 067774109 157. 4802. SH SOLE 4802. 0. 0. BARNES GROUP INC COMMON 067806109 51. 1828. SH SOLE 1828. 0. 0. BARR PHARMACEUTICALS COMMON 068306109 341. 7435. SH SOLE 7435. 0. 0. BARRA INC COMMON 068313105 49. 1407. SH SOLE 1407. 0. 0. ------- PAGE TOTAL 743780.
FORM 13F DATE: 040331 PAGE: 20
ITEM 4 ITEM 8 FAIR ITEM 5 ITEM 6 VOTING AUTHORITY MARKET --------------------------- INVESTMENT (SHARES) ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 ----------------------------- ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - --------------------- ------- --------- ------- --------- ------ -------- ---------- ------ --------- --------- ------- BARRICK GOLD CORP COMMON 067901108 150935. 6380670. SH SOLE 6275682. 0. 104988. BAUSCH & LOMB INC COMMON 071707103 254. 4232. SH SOLE 4232. 0. 0. BAXTER INTL INC COMMON 071813109 2376. 76914. SH SOLE 76914. 0. 0. BAY VIEW CAP CORP COMMON 07262L101 51. 22995. SH SOLE 22995. 0. 0. BAYOU STL CORP LA PL CLASS A 073051104 0. 2500. SH SOLE 2500. 0. 0. BB&T CORPORATION COMMON 054937107 1817. 51472. SH SOLE 51472. 0. 0. BCE INC COMMON 05534B109 248280. 11793080. SH SOLE 11072612. 0. 720468. BE INC COMMON 073309106 1. 1100. SH SOLE 1100. 0. 0. BEA SYSTEMS INC COMMON 073325102 466. 36619. SH SOLE 36619. 0. 0. BEAR STEARNS COS INC COMMON 073902108 691. 7885. SH SOLE 7885. 0. 0. BEARINGPOINT INC COMMON 074002106 155. 14427. SH SOLE 14427. 0. 0. BEAZER HOMES USA INC COMMON 07556Q105 105. 990. SH SOLE 990. 0. 0. BEBE STORES INC COMMON 075571109 66. 1975. SH SOLE 1975. 0. 0. BECKMAN COULTER INC COMMON 075811109 247. 4525. SH SOLE 4525. 0. 0. BECTON DICKINSON COMMON 075887109 1326. 27347. SH SOLE 27347. 0. 0. BED BATH & BEYOND COMMON 075896100 1593. 38028. SH SOLE 38028. 0. 0. BEDFORD PPTY INV INC COMMON 076446301 61. 2001. SH SOLE 2001. 0. 0. ------- PAGE TOTAL 408424.
FORM 13F DATE: 040331 PAGE: 21
ITEM 4 ITEM 8 FAIR ITEM 5 ITEM 6 VOTING AUTHORITY MARKET ------------------------- INVESTMENT (SHARES) ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 --------------------------- ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - --------------------- ------- --------- ------ ------- ------ -------- ---------- ------ ------- --------- ------- BELDEN INC COMMON 077459105 53. 2815. SH SOLE 2815. 0. 0. BELLSOUTH CORP COMMON 079860102 5001. 180595. SH SOLE 180595. 0. 0. BELO CORPORATION COMMON 080555105 234. 8430. SH SOLE 8430. 0. 0. BEMA GOLD CORP COMMON 08135F107 1495. 406450. SH SOLE 406450. 0. 0. BEMIS INC COMMON 081437105 214. 8227. SH SOLE 8227. 0. 0. BENCHMARK ELECTRS COMMON 08160H101 87. 2763. SH SOLE 2763. 0. 0. BENNETT ENVIRONMENTL COMMON 081906109 252. 19900. SH SOLE 19900. 0. 0. BERKLEY W R CORP COMMON 084423102 246. 6170. SH SOLE 6170. 0. 0. BERKSHIRE HATHAWAY CLASS A 084670108 8024. 86. SH SOLE 86. 0. 0. BERRY PETE CO CLASS A 085789105 80. 2928. SH SOLE 2928. 0. 0. BEST BUY INC COMMON 086516101 1714. 33145. SH SOLE 33145. 0. 0. BEVERLY ENTERPRISES COMMON 087851309 52. 8108. SH SOLE 8108. 0. 0. BIG 5 SPORTING GOODS COMMON 08915P101 71. 2800. SH SOLE 2800. 0. 0. BIG LOTS INC COMMON 089302103 135. 9313. SH SOLE 9313. 0. 0. BIO RAD LABS INC CLASS A 090572207 106. 1877. SH SOLE 1877. 0. 0. BIOGEN IDEC INC COMMON 09062X103 3749. 67421. SH SOLE 67421. 0. 0. BIOMARIN PHARMAC INC COMMON 09061G101 56. 7385. SH SOLE 7385. 0. 0. ------ PAGE TOTAL 21569.
FORM 13F DATE: 040331 PAGE: 22
ITEM 4 ITEM 8 FAIR ITEM 5 ITEM 6 VOTING AUTHORITY MARKET ------------------------- INVESTMENT (SHARES) ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 --------------------------- ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - --------------------- ------- --------- ------ ------- ------ -------- ---------- ------ ------- --------- ------- BIOMET INC COMMON 090613100 1036. 27003. SH SOLE 27003. 0. 0. BIOSITE INC COMMON 090945106 70. 2195. SH SOLE 2195. 0. 0. BIOTECH HOLDERS TR DEPOSTR 09067D201 811. 5700. SH SOLE 5700. 0. 0. BIOVAIL CORP COMMON 09067J109 12847. 823255. SH SOLE 807730. 0. 15525. BISYS GROUP INC COMMON 055472104 149. 8892. SH SOLE 8892. 0. 0. BJ SVCS CO COMMON 055482103 543. 12538. SH SOLE 12538. 0. 0. BJS WHOLESALE CLUB COMMON 05548J106 131. 5145. SH SOLE 5145. 0. 0. BLACK & DECKER CORP COMMON 091797100 350. 6151. SH SOLE 6151. 0. 0. BLACK BOX CORP DEL COMMON 091826107 75. 1406. SH SOLE 1406. 0. 0. BLACK HILLS CORP COMMON 092113109 74. 2336. SH SOLE 2336. 0. 0. BLACKROCK INC COMMON 09247X101 85. 1386. SH SOLE 1386. 0. 0. BLOCK H & R INC COMMON 093671105 747. 14637. SH SOLE 14637. 0. 0. BLOCKBUSTER INC CLASS A 093679108 53. 3015. SH SOLE 3015. 0. 0. BLYTH INC COMMON 09643P108 111. 3410. SH SOLE 3410. 0. 0. BMC SOFTWARE INC COMMON 055921100 353. 18050. SH SOLE 18050. 0. 0. BOARDWALK EQUITIES COMMON 096613104 533. 39500. SH SOLE 39500. 0. 0. BOB EVANS FARMS INC COMMON 096761101 83. 2572. SH SOLE 2572. 0. 0. ------ PAGE TOTAL 18051.
FORM 13F DATE: 040331 PAGE: 23
ITEM 4 ITEM 8 FAIR ITEM 5 ITEM 6 VOTING AUTHORITY MARKET ------------------------ INVESTMENT (SHARES) ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 --------------------------- ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - --------------------- ------- --------- ------ ------ ------ -------- ---------- ------ ------- --------- ------- BOCA RESORTS INC CLASS A 09688T106 70. 4019. SH SOLE 4019. 0. 0. BOEING CO COMMON 097023105 3789. 92246. SH SOLE 92246. 0. 0. BOISE CASCADE CORP COMMON 097383103 165. 4774. SH SOLE 4774. 0. 0. BOK FINL CORP COMMON 05561Q201 174. 4234. SH SOLE 4234. 0. 0. BOMBAY CO INC COMMON 097924104 34. 4339. SH SOLE 4339. 0. 0. BORDERS GROUP INC COMMON 099709107 136. 5738. SH SOLE 5738. 0. 0. BORG WARNER INC COMMON 099724106 169. 1997. SH SOLE 1997. 0. 0. BORLAND SOFTWARE COR COMMON 099849101 405. 44848. SH SOLE 44848. 0. 0. BOSTON PRIV FINL HLG COMMON 101119105 57. 2050. SH SOLE 2050. 0. 0. BOSTON PROPERTIES COMMON 101121101 393. 7240. SH SOLE 7240. 0. 0. BOSTON SCIENTIFIC COMMON 101137107 3495. 82460. SH SOLE 82460. 0. 0. BOTTOMLINE TECH DEL COMMON 101388106 4. 400. SH SOLE 400. 0. 0. BOWATER INC COMMON 102183100 179. 4109. SH SOLE 4109. 0. 0. BOWNE & CO INC COMMON 103043105 61. 3584. SH SOLE 3584. 0. 0. BOYD GAMING CORP COMMON 103304101 109. 4752. SH SOLE 4752. 0. 0. BP ADR (6 055622104 645. 12605. SH SOLE 12365. 0. 240. BP PRUDHOE BAY RTY UNIT BE 055630107 72. 2395. SH SOLE 2395. 0. 0. ----- PAGE TOTAL 9957.
FORM 13F DATE: 040331 PAGE: 24
ITEM 4 ITEM 8 FAIR ITEM 5 ITEM 6 VOTING AUTHORITY MARKET -------------------------- INVESTMENT (SHARES) ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 ---------------------------- ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - --------------------- ------- --------- ------- -------- ------ -------- ---------- ------ -------- --------- ------- BRADLEY PHARMACEUT COMMON 104576103 2913. 115670. SH SOLE 115670. 0. 0. BRADY CORP CLASS A 104674106 66. 1728. SH SOLE 1728. 0. 0. BRANDYWINE RLTY TR SH BEN 105368203 85. 2773. SH SOLE 2773. 0. 0. BRASCAN CORP CLASS A 10549P606 91520. 2293242. SH SOLE 2268717. 0. 24525. BRAZIL FD COMMON 105759104 1741. 73532. SH SOLE 73532. 0. 0. BRE PROPERTIES INC CLASS A 05564E106 126. 3660. SH SOLE 3660. 0. 0. BRIGGS & STRATTON CO COMMON 109043109 108. 1605. SH SOLE 1605. 0. 0. BRIGHT HORIZON FAM COMMON 109195107 60. 1269. SH SOLE 1269. 0. 0. BRIGHTPOINT INC COMMON 109473405 32. 2074. SH SOLE 2074. 0. 0. BRILLIAN CORP COMMON 10949P107 1. 112. SH SOLE 112. 0. 0. BRINKER INTL INC COMMON 109641100 273. 7205. SH SOLE 7205. 0. 0. BRINKS COMPANY COMMON 109696104 111. 4025. SH SOLE 4025. 0. 0. BRISTOL MYERS SQUIBB COMMON 110122108 10472. 432173. SH SOLE 432173. 0. 0. BROADCOM CORP CLASS A 111320107 11132. 285374. SH SOLE 285374. 0. 0. BROCADE COMM SYS INC COMMON 111621108 133. 19969. SH SOLE 19969. 0. 0. BROOKFIELD HOMES CO COMMON 112723101 86. 2451. SH SOLE 2451. 0. 0. BROOKFIELD PPTYS COMMON 112900105 31853. 1028654. SH SOLE 1028654. 0. 0. ------- PAGE TOTAL 150712.
FORM 13F DATE: 040331 PAGE: 25
ITEM 4 ITEM 8 FAIR ITEM 5 ITEM 6 VOTING AUTHORITY MARKET ------------------------ INVESTMENT (SHARES) ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 --------------------------- ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - --------------------- ------- --------- ------ ------ ------ -------- ---------- ------ ------- --------- ------- BROOKLINE BANCORP IN COMMON 11373M107 67. 4194. SH SOLE 4194. 0. 0. BROOKS AUTOMATION COMMON 114340102 58. 2753. SH SOLE 2753. 0. 0. BROWN & BROWN INC COMMON 115236101 197. 5073. SH SOLE 5073. 0. 0. BROWN FORMAN CORP CLASS B 115637209 485. 10174. SH SOLE 10174. 0. 0. BROWN SHOE INC COMMON 115736100 57. 1566. SH SOLE 1566. 0. 0. BRUKER BIOSCIENCES COMMON 116794108 57. 11292. SH SOLE 11292. 0. 0. BRUNSWICK CORP COMMON 117043109 293. 7173. SH SOLE 7173. 0. 0. BRYN MAWR BK COMMON 117665109 15. 658. SH SOLE 658. 0. 0. BSB BANCORP COMMON 055652101 66. 1730. SH SOLE 1730. 0. 0. BUCKEYE TECHNOLOGIES COMMON 118255108 60. 5816. SH SOLE 5816. 0. 0. BUCKLE INC COMMON 118440106 73. 2507. SH SOLE 2507. 0. 0. BUNGE LIMITED COMMON G16962105 298. 7412. SH SOLE 7412. 0. 0. BURLINGTN NRTHRN S F COMMON 12189T104 1268. 40245. SH SOLE 40245. 0. 0. BURLINGTON COAT FAC COMMON 121579106 65. 3305. SH SOLE 3305. 0. 0. BURLINGTON INDS INC COMMON 121693105 0. 2200. SH SOLE 2200. 0. 0. BURLINGTON RESOURCES COMMON 122014103 1419. 22308. SH SOLE 22308. 0. 0. BUSINESS OBJECTS S A SP ADR 12328X107 77. 2700. SH SOLE 2700. 0. 0. ----- PAGE TOTAL 4555.
FORM 13F DATE: 040331 PAGE: 26
ITEM 4 ITEM 8 FAIR ITEM 5 ITEM 6 VOTING AUTHORITY MARKET ------------------------- INVESTMENT (SHARES) ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 --------------------------- ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - --------------------- ------- --------- ------ ------- ------ -------- ---------- ------ ------- --------- ------- C COR NET CORP COMMON 125010108 66. 4702. SH SOLE 4702. 0. 0. C D I CORP COMMON 125071100 54. 1683. SH SOLE 1683. 0. 0. C H ROBINSON WLDWIDE COMMON 12541W100 324. 7815. SH SOLE 7815. 0. 0. C&D TECHNOLOGIES INC COMMON 124661109 45. 2718. SH SOLE 2718. 0. 0. CABLE DESIGN TECH COMMON 126924109 49. 5175. SH SOLE 5175. 0. 0. CABLEVISION SYS CORP CL A NY 12686C109 373. 16288. SH SOLE 16288. 0. 0. CABOT CORP COMMON 127055101 150. 4581. SH SOLE 4581. 0. 0. CABOT MICROELECT CO COMMON 12709P103 77. 1825. SH SOLE 1825. 0. 0. CABOT OIL & GAS CORP COMMON 127097103 74. 2426. SH SOLE 2426. 0. 0. CACHE INC COMMON 127150308 71. 2155. SH SOLE 2155. 0. 0. CACI INTERNATIONAL CLASS A 127190304 92. 2133. SH SOLE 2133. 0. 0. CADENCE DESIGN SYS COMMON 127387108 297. 20145. SH SOLE 20145. 0. 0. CAE INC COMMON 124765108 1235. 283450. SH SOLE 283450. 0. 0. CAESARS ENTMNT COMMON 127687101 292. 22408. SH SOLE 22408. 0. 0. CAL DIVE INTL INC COMMON 127914109 72. 2796. SH SOLE 2796. 0. 0. CALICO COMM INC COMMON 129897104 0. 700. SH SOLE 700. 0. 0. CALIFORNIA PIZZA KIT COMMON 13054D109 61. 3035. SH SOLE 3035. 0. 0. ----- PAGE TOTAL 3332.
FORM 13F DATE: 040331 PAGE: 27
ITEM 4 ITEM 8 FAIR ITEM 5 ITEM 6 VOTING AUTHORITY MARKET -------------------------- INVESTMENT (SHARES) ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 ---------------------------- ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - --------------------- ------- --------- ------ -------- ------ -------- ---------- ------ -------- --------- ------- CALIFORNIA WTR SVC COMMON 130788102 57. 2017. SH SOLE 2017. 0. 0. CALLAWAY GOLF CO COMMON 131193104 106. 5607. SH SOLE 5607. 0. 0. CALPINE CORP COMMON 131347106 142. 30327. SH SOLE 30327. 0. 0. CAMBIOR INC COMMON 13201L103 777. 247100. SH SOLE 247100. 0. 0. CAMBREX CORP COMMON 132011107 61. 2272. SH SOLE 2272. 0. 0. CAMDEN PPTY TR SH BEN 133131102 131. 2920. SH SOLE 2920. 0. 0. CAMECO CORP COMMON 13321L108 8703. 174840. SH SOLE 170865. 0. 3975. CAMPBELL SOUP CO COMMON 134429109 1221. 44761. SH SOLE 44761. 0. 0. CANON INC ADR (1 138006309 5046. 97415. SH SOLE 97185. 0. 230. CANWEST GLBL COMMUN SUB VTG 138906102 10577. 1188739. SH SOLE 1158989. 0. 29750. CAPITAL CITY BK GRP COMMON 139674105 55. 1333. SH SOLE 1333. 0. 0. CAPITAL ONE FINL CO COMMON 14040H105 1804. 23917. SH SOLE 23917. 0. 0. CAPITL AUTOMTVE REIT COM SH 139733109 84. 2369. SH SOLE 2369. 0. 0. CAPITOL BANCORP LTD COMMON 14056D105 53. 1952. SH SOLE 1952. 0. 0. CAPITOL FED FINL COMMON 14057C106 195. 5440. SH SOLE 5440. 0. 0. CAPSTONE TURBINE COR COMMON 14067D102 0. 37. SH SOLE 37. 0. 0. CARBO CERAMICS INC COMMON 140781105 77. 1221. SH SOLE 1221. 0. 0. ------ PAGE TOTAL 29089.
FORM 13F DATE: 040331 PAGE: 28
ITEM 4 ITEM 8 FAIR ITEM 5 ITEM 6 VOTING AUTHORITY MARKET ------------------------- INVESTMENT (SHARES) ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 --------------------------- ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - --------------------- ------- --------- ------ ------- ------ -------- ---------- ------ ------- --------- ------- CARDINAL HEALTH INC COMMON 14149Y108 12178. 176742. SH SOLE 176552. 0. 190. CAREER EDUCATION COR COMMON 141665109 518. 9163. SH SOLE 9163. 0. 0. CAREMARK RX INC COMMON 141705103 2712. 81571. SH SOLE 79771. 0. 1800. CARLISLE COS INC COMMON 142339100 129. 2277. SH SOLE 2277. 0. 0. CARMAX INC COMMON 143130102 224. 7679. SH SOLE 7679. 0. 0. CARNIVAL CORP COMMON( 143658300 7977. 177620. SH SOLE 162120. 0. 15500. CARPENTER TECHNOLOGY COMMON 144285103 66. 2017. SH SOLE 2017. 0. 0. CARRAMERICA RLTY CP COMMON 144418100 131. 3872. SH SOLE 3872. 0. 0. CARRIER ACCESS CORP COMMON 144460102 57. 4627. SH SOLE 4627. 0. 0. CASCADE CORP COMMON 147195101 43. 2117. SH SOLE 2117. 0. 0. CASELLA WASTE SYS CLASS A 147448104 62. 4271. SH SOLE 4271. 0. 0. CASEYS GEN STORES COMMON 147528103 58. 3623. SH SOLE 3623. 0. 0. CASH AMER INTL INC COMMON 14754D100 60. 2600. SH SOLE 2600. 0. 0. CATALINA MARKETING COMMON 148867104 79. 4068. SH SOLE 4068. 0. 0. CATELLUS DEV CORP COMMON 149113102 177. 6795. SH SOLE 6795. 0. 0. CATERPILLAR INC COMMON 149123101 3688. 46636. SH SOLE 46636. 0. 0. CATHAY GEN BANCORP COMMON 149150104 121. 1840. SH SOLE 1840. 0. 0. ------ PAGE TOTAL 28280.
FORM 13F DATE: 040331 PAGE: 29
ITEM 4 ITEM 8 FAIR ITEM 5 ITEM 6 VOTING AUTHORITY MARKET -------------------------- INVESTMENT (SHARES) ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 ---------------------------- ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - --------------------- ------- --------- ------- -------- ------ -------- ---------- ------ -------- --------- ------- CATO CORP CLASS A 149205106 53. 2621. SH SOLE 2621. 0. 0. CBL & ASSOCIATE PROP COMMON 124830100 138. 2242. SH SOLE 2242. 0. 0. CBRL GROUP INC COMMON 12489V106 143. 3612. SH SOLE 3612. 0. 0. CCC INFO SVCS GROUP COMMON 12487Q109 58. 3215. SH SOLE 3215. 0. 0. CDN IMP BANK COMMERC COMMON 136069101 160199. 3069318. SH SOLE 3042193. 0. 27125. CDN NATL RAILWAY COMMON 136375102 155209. 3969576. SH SOLE 3912053. 0. 57523. CDN NATURAL RES COMMON 136385101 96164. 1733460. SH SOLE 1717370. 0. 16090. CDN PACIFIC RAILWAY COMMON 13645T100 36136. 1503369. SH SOLE 1478121. 0. 25248. CDW CORPORATION COMMON 12512N105 519. 7683. SH SOLE 7683. 0. 0. CEC ENTMT INC COMMON 125137109 99. 2864. SH SOLE 2864. 0. 0. CEDAR FAIR L P DEPOSIT 150185106 131. 3756. SH SOLE 3756. 0. 0. CELESTICA INC SUBORDI 15101Q108 60805. 3731100. SH SOLE 3696250. 0. 34850. CELGENE CORP COMMON 151020104 286. 6011. SH SOLE 6011. 0. 0. CELL GENESYS INC COMMON 150921104 48. 4001. SH SOLE 4001. 0. 0. CELL THERAPEUTICS COMMON 150934107 44. 5231. SH SOLE 5231. 0. 0. CENDANT CORP COMMON 151313103 4415. 181006. SH SOLE 162306. 0. 18700. CENTENE CORP DEL COMMON 15135B101 54. 1753. SH SOLE 1753. 0. 0. ------- PAGE TOTAL 514501.
FORM 13F DATE: 040331 PAGE: 30
ITEM 4 ITEM 8 FAIR ITEM 5 ITEM 6 VOTING AUTHORITY MARKET ------------------------ INVESTMENT (SHARES) ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 --------------------------- ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - --------------------- ------- --------- ------ ------ ------ -------- ---------- ------ ------- --------- ------- CENTENNIAL CELL CORP CLASS A 15133V208 72. 10611. SH SOLE 10611. 0. 0. CENTERPOINT ENERGY COMMON 15189T107 277. 24220. SH SOLE 24220. 0. 0. CENTERPOINT PPTYS TR COMMON 151895109 140. 1703. SH SOLE 1703. 0. 0. CENTEX CORP COMMON 152312104 539. 9971. SH SOLE 9971. 0. 0. CENTRAL EUROP DIST COMMON 153435102 48. 1492. SH SOLE 1492. 0. 0. CENTRAL GARDEN&PET COMMON 153527106 73. 2023. SH SOLE 2023. 0. 0. CENTRAL PACIFIC FINL COMMON 154760102 60. 2001. SH SOLE 2001. 0. 0. CENTRAL PKG CORP COMMON 154785109 82. 4067. SH SOLE 4067. 0. 0. CENTURY ALUM CO COMMON 156431108 97. 3431. SH SOLE 3431. 0. 0. CENTURY BUSINESS SVC COMMON 156490104 57. 11627. SH SOLE 11627. 0. 0. CENTURYTEL INC COMMON 156700106 313. 11395. SH SOLE 11395. 0. 0. CEPHALON INC COMMON 156708109 290. 5050. SH SOLE 5050. 0. 0. CERADYNE INC COMMON 156710105 44. 1229. SH SOLE 1229. 0. 0. CERIDIAN CORP COMMON 156779100 217. 10994. SH SOLE 10994. 0. 0. CERNER CORP COMMON 156782104 118. 2620. SH SOLE 2620. 0. 0. CERTEGY INC COMMON 156880106 172. 4913. SH SOLE 4913. 0. 0. CERUS CORP COMMON 157085101 1. 400. SH SOLE 400. 0. 0. ----- PAGE TOTAL 2600.
FORM 13F DATE: 040331 PAGE: 31
ITEM 4 ITEM 8 FAIR ITEM 5 ITEM 6 VOTING AUTHORITY MARKET ------------------------- INVESTMENT (SHARES) ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 --------------------------- ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - --------------------- ------- --------- ------ ------- ------ -------- ---------- ------ ------- --------- ------- CET SERVICES INC COMMON 125180109 3. 4100. SH SOLE 4100. 0. 0. CGI GROUP INC CLASS A 39945C109 6747. 987720. SH SOLE 987720. 0. 0. CH ENERGY GRP INC COMMON 12541M102 61. 1246. SH SOLE 1246. 0. 0. CHAMPION ENTERPRISES COMMON 158496109 80. 7560. SH SOLE 7560. 0. 0. CHARLES RIV LABS INT COMMON 159864107 145. 3384. SH SOLE 3384. 0. 0. CHARLES RIVER ASSOC COMMON 159852102 55. 1684. SH SOLE 1684. 0. 0. CHARMING SHOPPES INC COMMON 161133103 64. 8230. SH SOLE 8230. 0. 0. CHARTER COMMUN INC CLASS A 16117M107 103. 21858. SH SOLE 21858. 0. 0. CHARTER FINL CORP WE COMMON 16122M100 63. 1607. SH SOLE 1607. 0. 0. CHARTER ONE FINL COMMON 160903100 967. 27357. SH SOLE 27357. 0. 0. CHARTERMAC COMMON 160908109 74. 3004. SH SOLE 3004. 0. 0. CHATTEM INC COMMON 162456107 92. 3593. SH SOLE 3593. 0. 0. CHC HELICOPTER CORP CLASS A 12541C203 2278. 82750. SH SOLE 82750. 0. 0. CHECK POINT SOFTWARE ORDINAR M22465104 203. 8912. SH SOLE 8912. 0. 0. CHECKFREE CORP COMMON 162813109 173. 5879. SH SOLE 5879. 0. 0. CHECKPOINT SYSTEM COMMON 162825103 54. 2853. SH SOLE 2853. 0. 0. CHEESECAKE FACTORY COMMON 163072101 176. 3819. SH SOLE 3819. 0. 0. ------ PAGE TOTAL 11338.
FORM 13F DATE: 040331 PAGE: 32
ITEM 4 ITEM 8 FAIR ITEM 5 ITEM 6 VOTING AUTHORITY MARKET ------------------------- INVESTMENT (SHARES) ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 --------------------------- ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - --------------------- ------- --------- ------ ------- ------ -------- ---------- ------ ------- --------- ------- CHELSEA PPTY GRP INC COMMON 163421100 202. 3206. SH SOLE 3206. 0. 0. CHEMICAL FINL CORP COMMON 163731102 62. 1722. SH SOLE 1722. 0. 0. CHESAPEAKE CORP COMMON 165159104 54. 2263. SH SOLE 2263. 0. 0. CHESAPEAKE ENERGY COMMON 165167107 215. 16035. SH SOLE 16035. 0. 0. CHEVRONTEXACO CORP COMMON 166764100 11645. 132874. SH SOLE 131824. 0. 1050. CHICAGO MERCANTILE CLASS A 167760107 235. 2428. SH SOLE 2428. 0. 0. CHICOS FAS INC COMMON 168615102 358. 7711. SH SOLE 7711. 0. 0. CHILDRENS PL RETL ST COMMON 168905107 60. 1935. SH SOLE 1935. 0. 0. CHINA MOBILE HK LTD ADR(5 O 16941M109 79. 5400. SH SOLE 5400. 0. 0. CHINADOTCOM CORP CLASS'A G2108N109 1998. 230400. SH SOLE 230400. 0. 0. CHIPPAC INC CLASS A 169657103 55. 6931. SH SOLE 6931. 0. 0. CHIQUITA BRANDS INTL COMMON 170032809 61. 2903. SH SOLE 2903. 0. 0. CHIRON CORP COMMON 170040109 1137. 25839. SH SOLE 25839. 0. 0. CHITTENDEN CORP COMMON 170228100 89. 2709. SH SOLE 2709. 0. 0. CHOICE HOTELS INTL COMMON 169905106 119. 2650. SH SOLE 2650. 0. 0. CHOICEPOINT INC COMMON 170388102 243. 6381. SH SOLE 6381. 0. 0. CHRISTOPHER & BKS CO COMMON 171046105 57. 2718. SH SOLE 2718. 0. 0. ------ PAGE TOTAL 16669.
FORM 13F DATE: 040331 PAGE: 33
ITEM 4 ITEM 8 FAIR ITEM 5 ITEM 6 VOTING AUTHORITY MARKET ------------------------- INVESTMENT (SHARES) ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 --------------------------- ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - --------------------- ------- --------- ------ ------- ------ -------- ---------- ------ ------- --------- ------- CHUBB CORP COMMON 171232101 1335. 19196. SH SOLE 19196. 0. 0. CHURCH & DWIGHT INC COMMON 171340102 129. 2989. SH SOLE 2989. 0. 0. CHURCHILL DOWNS INC COMMON 171484108 56. 1453. SH SOLE 1453. 0. 0. CIBER INC COMMON 17163B102 64. 5814. SH SOLE 5814. 0. 0. CIENA CORP COMMON 171779101 185. 37277. SH SOLE 37277. 0. 0. CIGNA CORP COMMON 125509109 677. 11479. SH SOLE 11479. 0. 0. CIMA LABS INC COMMON 171796105 52. 1658. SH SOLE 1658. 0. 0. CIMAREX ENERGY CO COMMON 171798101 89. 3087. SH SOLE 3087. 0. 0. CINCINNATI BELL COMMON 171871106 74. 18120. SH SOLE 18120. 0. 0. CINCINNATI FINL CORP COMMON 172062101 552. 12711. SH SOLE 12711. 0. 0. CINERGY CORP COMMON 172474108 574. 14035. SH SOLE 14035. 0. 0. CINTAS CORP COMMON 172908105 819. 18828. SH SOLE 18648. 0. 180. CIPHERGEN BIOSYSTEMS COMMON 17252Y104 43. 5162. SH SOLE 5162. 0. 0. CIRCOR INTL INC COMMON 17273K109 57. 2500. SH SOLE 2500. 0. 0. CIRCUIT CITY STORE COMMON 172737108 185. 16406. SH SOLE 16406. 0. 0. CIRRUS LOGIC INC COMMON 172755100 49. 6409. SH SOLE 6409. 0. 0. CISCO SYSTEMS INC COMMON 17275R102 35330. 1502035. SH SOLE 1460410. 0. 41625. ------ PAGE TOTAL 40270.
FORM 13F DATE: 040331 PAGE: 34
ITEM 4 ITEM 8 FAIR ITEM 5 ITEM 6 VOTING AUTHORITY MARKET -------------------------- INVESTMENT (SHARES) ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 ---------------------------- ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - --------------------- ------- --------- ------ -------- ------ -------- ---------- ------ -------- --------- ------- CIT GROUP INC COMMON 125581108 598. 15705. SH SOLE 15705. 0. 0. CITADEL BROADCASTING COMMON 17285T106 49. 2788. SH SOLE 2788. 0. 0. CITIGROUP INC COMMON 172967101 50186. 1026694. SH SOLE 1001270. 0. 25424. CITIZENS BKG CORP COMMON 174420109 105. 3210. SH SOLE 3210. 0. 0. CITIZENS COMMUN CO CLASS B 17453B101 291. 22464. SH SOLE 22464. 0. 0. CITIZENS INC CLASS A 174740100 43. 5739. SH SOLE 5739. 0. 0. CITRIX SYS INC COMMON 177376100 358. 16573. SH SOLE 16573. 0. 0. CITY BK LYNNWD WASH CAP STK 17770A109 56. 1619. SH SOLE 1619. 0. 0. CITY HLDG CO COMMON 177835105 54. 1569. SH SOLE 1569. 0. 0. CITY NATL CORP COMMON 178566105 216. 3598. SH SOLE 3598. 0. 0. CKE RESTAURANTS INC COMMON 12561E105 75. 7612. SH SOLE 7612. 0. 0. CLAIRES STORES INC COMMON 179584107 151. 7256. SH SOLE 7256. 0. 0. CLARCOR INC COMMON 179895107 80. 1822. SH SOLE 1822. 0. 0. CLEAR CHANNEL COMMUN COMMON 184502102 2627. 62041. SH SOLE 62041. 0. 0. CLECO CORP COMMON 12561W105 59. 3095. SH SOLE 3095. 0. 0. CLEVELAND CLIFFS INC COMMON 185896107 103. 1577. SH SOLE 1577. 0. 0. CLICK COMMERCE INC COMMON 18681D208 1. 180. SH SOLE 180. 0. 0. ------ PAGE TOTAL 55052.
FORM 13F DATE: 040331 PAGE: 35
ITEM 4 ITEM 8 FAIR ITEM 5 ITEM 6 VOTING AUTHORITY MARKET ------------------------- INVESTMENT (SHARES) ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 --------------------------- ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - --------------------- ------- --------- ------ ------- ------ -------- ---------- ------ ------- --------- ------- CLOROX CO COMMON 189054109 860. 17581. SH SOLE 17581. 0. 0. CLOSURE MED CORP COMMON 189093107 48. 1751. SH SOLE 1751. 0. 0. CMGI INC COMMON 125750109 71. 28832. SH SOLE 28832. 0. 0. CMS ENERGY CORP COMMON 125896100 103. 11470. SH SOLE 11470. 0. 0. CNA FINL CORP COMMON 126117100 457. 16594. SH SOLE 16594. 0. 0. CNA SURETY CORP COMMON 12612L108 65. 5881. SH SOLE 5881. 0. 0. CNET NETWORKS COMMON 12613R104 109. 10516. SH SOLE 10516. 0. 0. CNF INC COMMON 12612W104 124. 3699. SH SOLE 3699. 0. 0. COACH INC COMMON 189754104 447. 10916. SH SOLE 10916. 0. 0. COCA COLA AMATIL LTD SP ADR 191085208 801. 77770. SH SOLE 77770. 0. 0. COCA COLA BTLNG CONS COMMON 191098102 55. 1077. SH SOLE 1077. 0. 0. COCA COLA CO COMMON 191216100 15146. 301150. SH SOLE 298185. 0. 2965. COCA COLA ENTERPRISE COMMON 191219104 1215. 50252. SH SOLE 50252. 0. 0. COEUR D'ALENE MINES COMMON 192108108 116. 16641. SH SOLE 16641. 0. 0. COGENT COMM GROUP IN COMMON 19239V104 0. 33. SH SOLE 33. 0. 0. COGNEX CORP COMMON 192422103 107. 3208. SH SOLE 3208. 0. 0. COGNIZANT TECH SLNS CLASS A 192446102 207. 4566. SH SOLE 4566. 0. 0. ------ PAGE TOTAL 19931.
FORM 13F DATE: 040331 PAGE: 36
ITEM 4 ITEM 8 FAIR ITEM 5 ITEM 6 VOTING AUTHORITY MARKET -------------------------- INVESTMENT (SHARES) ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 ---------------------------- ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - --------------------- ------- --------- ------ -------- ------ -------- ---------- ------ -------- --------- ------- COGNOS INCORPORATED COMMON 19244C109 43725. 1398620. SH SOLE 1376445. 0. 22175. COHERENT INC COMMON 192479103 60. 2268. SH SOLE 2268. 0. 0. COHU INC COMMON 192576106 49. 2603. SH SOLE 2603. 0. 0. COLE KENNETH PRODNS CLASS A 193294105 65. 1901. SH SOLE 1901. 0. 0. COLE NATIONAL CORP CLASS A 193290103 55. 2500. SH SOLE 2500. 0. 0. COLGATE PALMOLIVE CO COMMON 194162103 3138. 56945. SH SOLE 56945. 0. 0. COLONIAL BANCGROUP COMMON 195493309 171. 9224. SH SOLE 9224. 0. 0. COLONIAL PPTYS TR COMMON 195872106 77. 1888. SH SOLE 1888. 0. 0. COLUMBIA LABS INC COMMON 197779101 27. 5461. SH SOLE 5461. 0. 0. COLUMBIA SPORTSWEAR COMMON 198516106 164. 2970. SH SOLE 2970. 0. 0. COM21 INC COMMON 205937105 0. 800. SH SOLE 800. 0. 0. COMCAST CORP CLASS A 20030N101 8930. 310859. SH SOLE 307325. 0. 3534. COMERICA INC COMMON 200340107 2009. 36987. SH SOLE 36987. 0. 0. COMMERCE BANC INC NJ COMMON 200519106 366. 5559. SH SOLE 5559. 0. 0. COMMERCE BANCSHARES COMMON 200525103 233. 4882. SH SOLE 4882. 0. 0. COMMERCE GROUP INC COMMON 200641108 114. 2371. SH SOLE 2371. 0. 0. COMMERCE ONE INC DEL COMMON 200693208 2. 996. SH SOLE 996. 0. 0. ------ PAGE TOTAL 59185.
FORM 13F DATE: 040331 PAGE: 37
ITEM 4 ITEM 8 FAIR ITEM 5 ITEM 6 VOTING AUTHORITY MARKET ------------------------ INVESTMENT (SHARES) ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 --------------------------- ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - --------------------- ------- --------- ------ ------ ------ -------- ---------- ------ ------- --------- ------- COMMERCIAL CAP BANCO COMMON 20162L105 81. 3539. SH SOLE 3539. 0. 0. COMMERCIAL FED CORP COMMON 201647104 90. 3266. SH SOLE 3266. 0. 0. COMMERCIAL METALS CO COMMON 201723103 68. 2122. SH SOLE 2122. 0. 0. COMMERCIAL NET LEASE COMMON 202218103 66. 3361. SH SOLE 3361. 0. 0. COMMNTY BKS INC MRBG COMMON 203628102 49. 1566. SH SOLE 1566. 0. 0. COMMONWEALTH TEL ENT COMMON 203349105 71. 1728. SH SOLE 1728. 0. 0. COMMSCOPE INC COMMON 203372107 72. 4325. SH SOLE 4325. 0. 0. COMMUNIC INTELLIGEN COMMON 20338K106 2. 2500. SH SOLE 2500. 0. 0. COMMUNITY BK SYS INC COMMON 203607106 51. 1111. SH SOLE 1111. 0. 0. COMMUNITY FST BNCSHS COMMON 203902101 90. 2813. SH SOLE 2813. 0. 0. COMMUNITY HEALTH SY COMMON 203668108 203. 7310. SH SOLE 7310. 0. 0. COMMUNITY TR BANCORP COMMON 204149108 55. 1663. SH SOLE 1663. 0. 0. COMPANHIA VAL DO RIO PFD SP 204412100 252. 5373. SH SOLE 5373. 0. 0. COMPANHIA VAL DO RIO SPONSOR 204412209 773. 14079. SH SOLE 14079. 0. 0. COMPANIA ANONIMA NAC SP ADR 204421101 40. 2046. SH SOLE 2046. 0. 0. COMPANIA CERVECERIAS SP ADR 204429104 66. 2888. SH SOLE 2888. 0. 0. COMPANIA DE MINAS BU SP ADR 204448104 139. 4800. SH SOLE 4800. 0. 0. ----- PAGE TOTAL 2168.
FORM 13F DATE: 040331 PAGE: 38
ITEM 4 ITEM 8 FAIR ITEM 5 ITEM 6 VOTING AUTHORITY MARKET ------------------------- INVESTMENT (SHARES) ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 --------------------------- ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - --------------------- ------ --------- ------ ------- ------ -------- ---------- ------ ------- --------- ------- COMPANIA DE TELEC CH SP ADR 204449300 68. 5513. SH SOLE 5513. 0. 0. COMPASS BANCSHARES COMMON 20449H109 387. 9326. SH SOLE 9326. 0. 0. COMPUCREDIT CORP COMMON 20478N100 72. 3404. SH SOLE 3404. 0. 0. COMPUTER ASSOC INTL COMMON 204912109 1972. 73407. SH SOLE 73407. 0. 0. COMPUTER SCIENCES COMMON 205363104 616. 15262. SH SOLE 15262. 0. 0. COMPUTER TASK GROUP COMMON 205477102 3. 600. SH SOLE 600. 0. 0. COMPUWARE CORP COMMON 205638109 257. 34712. SH SOLE 34712. 0. 0. COMSTOCK RES INC COMMON 205768203 68. 3418. SH SOLE 3418. 0. 0. COMTECH TELECOMMUNTN COMMON 205826209 39. 1679. SH SOLE 1679. 0. 0. COMVERSE TECHNOLOGY COMMON 205862402 3148. 173524. SH SOLE 173524. 0. 0. CONAGRA FOODS INC COMMON 205887102 1932. 71710. SH SOLE 71710. 0. 0. CONCEPTUS INC COMMON 206016107 48. 3990. SH SOLE 3990. 0. 0. CONCORD CAMERA CORP COMMON 206156101 33. 5294. SH SOLE 5294. 0. 0. CONCORD COMMUNICATN COMMON 206186108 41. 2803. SH SOLE 2803. 0. 0. CONCUR TECHNO INC COMMON 206708109 54. 4839. SH SOLE 4839. 0. 0. CONCURRENT COMPUTER COMMON 206710204 38. 11062. SH SOLE 11062. 0. 0. CONEXANT SYST INC COMMON 207142100 124. 20182. SH SOLE 20182. 0. 0. ----- PAGE TOTAL 8900.
FORM 13F DATE: 040331 PAGE: 39
ITEM 4 ITEM 8 FAIR ITEM 5 ITEM 6 VOTING AUTHORITY MARKET ------------------------ INVESTMENT (SHARES) ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 --------------------------- ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - --------------------- ------- --------- ------ ------ ------ -------- ---------- ------ ------- --------- ------- CONMED CORP COMMON 207410101 80. 2692. SH SOLE 2692. 0. 0. CONNECTICUT BANCSHA COMMON 207540105 55. 1059. SH SOLE 1059. 0. 0. CONNETICS CORP COMMON 208192104 69. 3151. SH SOLE 3151. 0. 0. CONOCOPHILLIPS COMMON 20825C104 4636. 66408. SH SOLE 66408. 0. 0. CONSECO INC COMMON 208464883 172. 7421. SH SOLE 7421. 0. 0. CONSOL ENERGY INC COMMON 20854P109 179. 6664. SH SOLE 6664. 0. 0. CONSOLDTD EDISON INC COMMON 209115104 808. 18316. SH SOLE 18316. 0. 0. CONSOLIDATED GRAPHIC COMMON 209341106 72. 1874. SH SOLE 1874. 0. 0. CONSTELLATION BRANDS CLASS A 21036P108 249. 7751. SH SOLE 7751. 0. 0. CONSTELLATION ENRGY COMMON 210371100 845. 21142. SH SOLE 21142. 0. 0. CONTINENTAL AIR LINE CLASS B 210795308 60. 4782. SH SOLE 4782. 0. 0. CONVERGYS CORP COMMON 212485106 172. 11333. SH SOLE 11333. 0. 0. COOPER CAMERON CORP COMMON 216640102 179. 4065. SH SOLE 4065. 0. 0. COOPER COMP INC COMMON 216648402 126. 2334. SH SOLE 2334. 0. 0. COOPER INDS LTD CLASS A G24182100 417. 7292. SH SOLE 7292. 0. 0. COOPER TIRE & RUBBER COMMON 216831107 118. 5867. SH SOLE 5867. 0. 0. COORS ADOLPH CO CLASS B 217016104 200. 2880. SH SOLE 2880. 0. 0. ----- PAGE TOTAL 8437.
FORM 13F DATE: 040331 PAGE: 40
ITEM 4 ITEM 8 FAIR ITEM 5 ITEM 6 VOTING AUTHORITY MARKET ------------------------- INVESTMENT (SHARES) ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 --------------------------- ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - --------------------- ------- --------- ------ ------- ------ -------- ---------- ------ ------- --------- ------- COPART INC COMMON 217204106 145. 6662. SH SOLE 6662. 0. 0. COPPER MTN NETWORKS COMMON 217510205 2. 150. SH SOLE 150. 0. 0. CORINTHIAN COLLEGES COMMON 218868107 189. 5734. SH SOLE 5734. 0. 0. CORIXA CORP COMMON 21887F100 56. 8814. SH SOLE 8814. 0. 0. CORN PRODS INTL COMMON 219023108 107. 2676. SH SOLE 2676. 0. 0. CORNERSTNE RLTY INCM COMMON 21922V102 63. 6784. SH SOLE 6784. 0. 0. CORNERSTONE PROPANE UNIT LT 218916104 0. 2200. SH SOLE 2200. 0. 0. CORNING INCORPORATED COMMON 219350105 1200. 107299. SH SOLE 107299. 0. 0. CORPORATE EXECUT BRD COMMON 21988R102 132. 2806. SH SOLE 2806. 0. 0. CORPORATE OFFICE PPT SH BEN 22002T108 67. 2675. SH SOLE 2675. 0. 0. CORRECTIONS COR AMER COMMON 22025Y407 63. 1768. SH SOLE 1768. 0. 0. CORUS BANKSHARES INC COMMON 220873103 84. 2086. SH SOLE 2086. 0. 0. CORUS ENTERTAINMT CLASS B 220874101 5248. 248201. SH SOLE 248201. 0. 0. CORVEL CORP COMMON 221006109 57. 1562. SH SOLE 1562. 0. 0. CORVIS CORP COMMON 221009103 70. 36677. SH SOLE 36677. 0. 0. COSINE COMMUNICATNS COMMON 221222607 2. 250. SH SOLE 250. 0. 0. COST PLUS INC CALIF COMMON 221485105 65. 1558. SH SOLE 1558. 0. 0. ----- PAGE TOTAL 7550.
FORM 13F DATE: 040331 PAGE: 41
ITEM 4 ITEM 8 FAIR ITEM 5 ITEM 6 VOTING AUTHORITY MARKET -------------------------- INVESTMENT (SHARES) ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 ---------------------------- ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - --------------------- ------- --------- ------ -------- ------ -------- ---------- ------ -------- --------- ------- COSTAR GROUP INC COMMON 22160N109 45. 1234. SH SOLE 1234. 0. 0. COSTCO WHSL CORP COMMON 22160K105 2024. 53827. SH SOLE 53667. 0. 160. COTT CORP COMMON 22163N106 30730. 1049000. SH SOLE 1042850. 0. 6150. COUNTRYWIDE FINL COMMON 222372104 1816. 18938. SH SOLE 18938. 0. 0. COURIER CORP COMMON 222660102 63. 1414. SH SOLE 1414. 0. 0. COUSINS PPTYS INC COMMON 222795106 118. 3598. SH SOLE 3598. 0. 0. COVAD COMMUN GRP COMMON 222814204 42. 16532. SH SOLE 16532. 0. 0. COVANCE INC COMMON 222816100 157. 4569. SH SOLE 4569. 0. 0. COVENANT TRANS INC CLASS A 22284P105 50. 2780. SH SOLE 2780. 0. 0. COVENTRY HEALTH CAR COMMON 222862104 282. 6665. SH SOLE 6665. 0. 0. COVISTA COMMUNICATNS COMMON 223574104 2. 800. SH SOLE 800. 0. 0. COX COMMUNICATIONS CLASS A 224044107 1390. 43982. SH SOLE 43982. 0. 0. COX RADIO INC CLASS A 224051102 64. 3028. SH SOLE 3028. 0. 0. CP SHIPS LTD COMMON 22409V102 31431. 1839650. SH SOLE 1828014. 0. 11636. CRANE CO COMMON 224399105 155. 4699. SH SOLE 4699. 0. 0. CRAWFORD & CO CLASS B 224633107 39. 7740. SH SOLE 7740. 0. 0. CRAY INC COMMON 225223106 33. 5042. SH SOLE 5042. 0. 0. ------ PAGE TOTAL 68441.
FORM 13F DATE: 040331 PAGE: 42
ITEM 4 ITEM 8 FAIR ITEM 5 ITEM 6 VOTING AUTHORITY MARKET -------------------------- INVESTMENT (SHARES) ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 ---------------------------- ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - --------------------- ------- --------- ------ -------- ------ -------- ---------- ------ -------- --------- ------- CREDENCE SYS CORP COMMON 225302108 55. 4591. SH SOLE 4591. 0. 0. CREDICORP LTD COMMON G2519Y108 13. 1000. SH SOLE 1000. 0. 0. CREDIT ACCEP CORP COMMON 225310101 89. 4680. SH SOLE 4680. 0. 0. CREE INC COMMON 225447101 3324. 149540. SH SOLE 149540. 0. 0. CREO INC COMMON 225606102 14943. 1592050. SH SOLE 1592050. 0. 0. CRESCENT REAL ESTATE COMMON 225756105 133. 7399. SH SOLE 7399. 0. 0. CRITICAL PATH INC COMMON 22674V506 1. 400. SH SOLE 400. 0. 0. CROMPTON CORPORATION COMMON 227116100 60. 9350. SH SOLE 9350. 0. 0. CROSS CNTRY HLTHCARE COMMON 227483104 70. 4185. SH SOLE 4185. 0. 0. CROSS MEDIA MARKETIN COMMON 22754R201 0. 1359. SH SOLE 1359. 0. 0. CROSS TIMBERS RTY TR TR UNIT 22757R109 2. 68. SH SOLE 68. 0. 0. CROWN CASTLE INTL COMMON 228227104 205. 16218. SH SOLE 16218. 0. 0. CROWN HOLDINGS INC COMMON 228368106 114. 12241. SH SOLE 12241. 0. 0. CROWN MEDIA HLD INC CLASS A 228411104 49. 6028. SH SOLE 6028. 0. 0. CROWN PAC PARTNERS UNIT LT 228439105 0. 1700. SH SOLE 1700. 0. 0. CRYOLIFE INC COMMON 228903100 4. 600. SH SOLE 600. 0. 0. CSG SYS INTL INC COMMON 126349109 79. 4575. SH SOLE 4575. 0. 0. ------ PAGE TOTAL 19141.
FORM 13F DATE: 040331 PAGE: 43
ITEM 4 ITEM 8 FAIR ITEM 5 ITEM 6 VOTING AUTHORITY MARKET ------------------------ INVESTMENT (SHARES) ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 --------------------------- ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - --------------------- ------- --------- ------ ------ ------ -------- ---------- ------ ------- --------- ------- CSK AUTO CORP COMMON 125965103 60. 3311. SH SOLE 3311. 0. 0. CSX CORP COMMON 126408103 514. 16966. SH SOLE 16966. 0. 0. CT COMMUNICATIONS COMMON 126426402 51. 3680. SH SOLE 3680. 0. 0. CTI MOLECULAR IMAGIN COMMON 22943D105 50. 3393. SH SOLE 3393. 0. 0. CTS CORP COMMON 126501105 59. 4495. SH SOLE 4495. 0. 0. CUBIC CORP COMMON 229669106 51. 1945. SH SOLE 1945. 0. 0. CUBIST PHARMACEUT COMMON 229678107 42. 4543. SH SOLE 4543. 0. 0. CULLEN FROST BANKERS COMMON 229899109 163. 3819. SH SOLE 3819. 0. 0. CUMMINS INC COMMON 231021106 193. 3304. SH SOLE 3304. 0. 0. CUMULUS MEDIA INC CLASS A 231082108 74. 3678. SH SOLE 3678. 0. 0. CUNO INC COMMON 126583103 61. 1362. SH SOLE 1362. 0. 0. CURAGEN CORP COMMON 23126R101 54. 8607. SH SOLE 8607. 0. 0. CURTISS WRIGHT CORP COMMON 231561101 70. 1504. SH SOLE 1504. 0. 0. CV THERAPEUTICS INC COMMON 126667104 46. 3033. SH SOLE 3033. 0. 0. CVB FINANCIAL CORP COMMON 126600105 69. 3307. SH SOLE 3307. 0. 0. CVS CORP COMMON 126650100 1559. 44172. SH SOLE 43892. 0. 280. CYBERCARE INC COMMON 23243T105 0. 1500. SH SOLE 1500. 0. 0. ----- PAGE TOTAL 3116.
FORM 13F DATE: 040331 PAGE: 44
ITEM 4 ITEM 8 FAIR ITEM 5 ITEM 6 VOTING AUTHORITY MARKET -------------------------- INVESTMENT (SHARES) ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 ---------------------------- ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - --------------------- ------- --------- ------ -------- ------ -------- ---------- ------ -------- --------- ------- CYBERONICS INC COMMON 23251P102 44. 1847. SH SOLE 1847. 0. 0. CYMER INC COMMON 232572107 101. 2610. SH SOLE 2610. 0. 0. CYPRESS SEMICONDUCTR COMMON 232806109 180. 8780. SH SOLE 8780. 0. 0. CYTEC INDS INC COMMON 232820100 104. 2930. SH SOLE 2930. 0. 0. CYTYC CORP COMMON 232946103 181. 8139. SH SOLE 8139. 0. 0. D R HORTON INC COMMON 23331A109 613. 17306. SH SOLE 17306. 0. 0. D R S TECHNOLOGIES COMMON 23330X100 57. 2035. SH SOLE 2035. 0. 0. DADE BEHRING HLDGS COMMON 23342J206 132. 2973. SH SOLE 2973. 0. 0. DAIMLERCHRYSLER AG ORDINAR D1668R123 192. 4600. SH SOLE 4600. 0. 0. DAISYTEK INTL CORP COMMON 234053106 0. 1080. SH SOLE 1080. 0. 0. DANA CORP COMMON 235811106 234. 11783. SH SOLE 11783. 0. 0. DANAHER CORP COMMON 235851102 5076. 54363. SH SOLE 46713. 0. 7650. DARDEN RESTAURANT COMMON 237194105 323. 13011. SH SOLE 13011. 0. 0. DASSAULT SYS S A SP ADR 237545108 507. 12200. SH SOLE 12200. 0. 0. DATAMIRROR CORP COMMON 237926100 13383. 1096175. SH SOLE 1096175. 0. 0. DATASCOPE CORP COMMON 238113104 54. 1546. SH SOLE 1546. 0. 0. DAVITA INC COMMON 23918K108 236. 4936. SH SOLE 4936. 0. 0. ------ PAGE TOTAL 21417.
FORM 13F DATE: 040331 PAGE: 45
ITEM 4 ITEM 8 FAIR ITEM 5 ITEM 6 VOTING AUTHORITY MARKET ------------------------- INVESTMENT (SHARES) ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 --------------------------- ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - --------------------- ------- --------- ------ ------- ------ -------- ---------- ------ ------- --------- ------- DDI CORP COMMON 233162304 0. 7. SH SOLE 7. 0. 0. DEAN FOODS CO NEW COMMON 242370104 384. 11489. SH SOLE 11489. 0. 0. DECOMA INTL CLASS A 24359C100 2102. 220900. SH SOLE 220900. 0. 0. DEERE & CO COMMON 244199105 2430. 35063. SH SOLE 35063. 0. 0. DEL MONTE FOODS CO COMMON 24522P103 174. 15447. SH SOLE 15447. 0. 0. DELL INC COMMON 24702R101 30058. 894064. SH SOLE 871299. 0. 22765. DELPHI CORPORATION COMMON 247126105 442. 44379. SH SOLE 44379. 0. 0. DELPHI FINL GRP CLASS A 247131105 98. 2337. SH SOLE 2337. 0. 0. DELTA AIR LINES INC COMMON 247361108 77. 9753. SH SOLE 9753. 0. 0. DELTA&PINE LD CO COMMON 247357106 69. 2771. SH SOLE 2771. 0. 0. DELUXE CORPORATION COMMON 248019101 169. 4223. SH SOLE 4223. 0. 0. DENBURY RES INC COMMON 247916208 78. 4609. SH SOLE 4609. 0. 0. DENDREON CORP COMMON 24823Q107 91. 6841. SH SOLE 6841. 0. 0. DENDRITE INTL INC COMMON 248239105 52. 3220. SH SOLE 3220. 0. 0. DENTSPLY INTL INC COMMON 249030107 413. 9316. SH SOLE 9016. 0. 300. DEVELOPERS DIVER RTY COMMON 251591103 259. 6409. SH SOLE 6409. 0. 0. DEVON ENERGY CORP COMMON 25179M103 1465. 25193. SH SOLE 25193. 0. 0. ------ PAGE TOTAL 38361.
FORM 13F DATE: 040331 PAGE: 46
ITEM 4 ITEM 8 FAIR ITEM 5 ITEM 6 VOTING AUTHORITY MARKET ------------------------ INVESTMENT (SHARES) ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 --------------------------- ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - --------------------- ------- --------- ------ ------ ------ -------- ---------- ------ ------- --------- ------- DEVRY INC DEL COMMON 251893103 157. 5201. SH SOLE 5201. 0. 0. DHB INDUSTRIES COMMON 23321E103 62. 8445. SH SOLE 8445. 0. 0. DIAGEO P L C SP ADR 25243Q205 934. 17667. SH SOLE 17667. 0. 0. DIAGNOSTIC PRODUCTS COMMON 252450101 92. 2133. SH SOLE 2133. 0. 0. DIAL CORP COMMON 25247D101 205. 7119. SH SOLE 7119. 0. 0. DIAMOND OFFSHORE DRL COMMON 25271C102 584. 24137. SH SOLE 24137. 0. 0. DIAMONDS TR UNIT SE 252787106 971. 9350. SH SOLE 9350. 0. 0. DICKS SPORTING GOODS COMMON 253393102 69. 1182. SH SOLE 1182. 0. 0. DIEBOLD INC COMMON 253651103 259. 5382. SH SOLE 5382. 0. 0. DIGENE CORP COMMON 253752109 51. 1476. SH SOLE 1476. 0. 0. DIGIMARC CORP COMMON 253807101 40. 3229. SH SOLE 3229. 0. 0. DIGITAL INSIGHT COR COMMON 25385P106 55. 2677. SH SOLE 2677. 0. 0. DIGITAL LIGHTWAVE COMMON 253855100 2. 800. SH SOLE 800. 0. 0. DIGITAL RIVER INC COMMON 25388B104 53. 2261. SH SOLE 2261. 0. 0. DIGITAL THEATRE SYS COMMON 25389G102 49. 1924. SH SOLE 1924. 0. 0. DIGITALTHINK INC COMMON 25388M100 2. 1000. SH SOLE 1000. 0. 0. DIGITAS INC COMMON 25388K104 66. 6414. SH SOLE 6414. 0. 0. ----- PAGE TOTAL 3651.
FORM 13F DATE: 040331 PAGE: 47
ITEM 4 ITEM 8 FAIR ITEM 5 ITEM 6 VOTING AUTHORITY MARKET -------------------------- INVESTMENT (SHARES) ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 ---------------------------- ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - --------------------- ------- --------- ------ -------- ------ -------- ---------- ------ -------- --------- ------- DILLARDS INC CLASS A 254067101 128. 6680. SH SOLE 6680. 0. 0. DIME CMNTY BANCSHRS COMMON 253922108 57. 2780. SH SOLE 2780. 0. 0. DIONEX CORP COMMON 254546104 81. 1527. SH SOLE 1527. 0. 0. DIRECTV GROUP INC COMMON 25459L106 1042. 67729. SH SOLE 67729. 0. 0. DISCOVERY LABRTRS COMMON 254668106 94. 7774. SH SOLE 7774. 0. 0. DITECH COMMUN CORP COMMON 25500M103 73. 4365. SH SOLE 4365. 0. 0. DIVERSA CORP COMMON 255064107 55. 6216. SH SOLE 6216. 0. 0. DIVINE INC CLASS A 255402406 0. 338. SH SOLE 338. 0. 0. DJ ORTHOPEDICS INC COMMON 23325G104 69. 2655. SH SOLE 2655. 0. 0. DOBSON COMMUN CORP CLASS A 256069105 24. 8248. SH SOLE 8248. 0. 0. DOLLAR GEN CORP COMMON 256669102 525. 27329. SH SOLE 27329. 0. 0. DOLLAR THRIFTY AUTO COMMON 256743105 52. 2065. SH SOLE 2065. 0. 0. DOLLAR TREE STORES COMMON 256747106 324. 10507. SH SOLE 10507. 0. 0. DOMINION RES INC VA COMMON 25746U109 1990. 30951. SH SOLE 30951. 0. 0. DOMTAR INC COMMON 257561100 36923. 3082554. SH SOLE 3014892. 0. 67162. DONALDSON INC COMMON 257651109 151. 5680. SH SOLE 5680. 0. 0. DONNELLEY R R & SONS COMMON 257867101 283. 9340. SH SOLE 9340. 0. 0. ------ PAGE TOTAL 41588.
FORM 13F DATE: 040331 PAGE: 48
ITEM 4 ITEM 8 FAIR ITEM 5 ITEM 6 VOTING AUTHORITY MARKET ------------------------- INVESTMENT (SHARES) ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 --------------------------- ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - --------------------- ------- --------- ------ ------- ------ -------- ---------- ------ ------- --------- ------- DORAL FINL CRP COMMON 25811P100 282. 8007. SH SOLE 8007. 0. 0. DORCHESTER MINERALS COM UNI 25820R105 56. 3124. SH SOLE 3124. 0. 0. DOREL INDUSTRIES INC CLASS B 25822C205 21308. 629075. SH SOLE 629075. 0. 0. DOREL INDUSTRIES INC CLASS B ECDOREL 9214. 272025. SH SOLE 262150. 0. 9875. DOT HILL SYS CORP COMMON 25848T109 35. 3519. SH SOLE 3519. 0. 0. DOUBLECLICK INC COMMON 258609304 115. 10193. SH SOLE 10193. 0. 0. DOVER CORP COMMON 260003108 971. 25055. SH SOLE 25055. 0. 0. DOW CHEMICAL COMPANY COMMON 260543103 3909. 97048. SH SOLE 97048. 0. 0. DOW JONES & CO INC COMMON 260561105 627. 13088. SH SOLE 13088. 0. 0. DOWNEY FINANCIAL COMMON 261018105 110. 2071. SH SOLE 2071. 0. 0. DPL INC COMMON 233293109 176. 9386. SH SOLE 9386. 0. 0. DR REDDYS LABS LTD ADR(0.5 256135203 195. 8125. SH SOLE 8125. 0. 0. DRAXIS HEALTH INC COMMON 26150J101 57. 11100. SH SOLE 11100. 0. 0. DRESS BARN INC COMMON 261570105 66. 3739. SH SOLE 3739. 0. 0. DRUGSTORE COM INC COMMON 262241102 45. 8383. SH SOLE 8383. 0. 0. DSL NET INC COMMON 262506108 1. 1400. SH SOLE 1400. 0. 0. DSP GROUP INC COMMON 23332B106 62. 2395. SH SOLE 2395. 0. 0. ------ PAGE TOTAL 37229.
FORM 13F DATE: 040331 PAGE: 49
ITEM 4 ITEM 8 FAIR ITEM 5 ITEM 6 VOTING AUTHORITY MARKET ------------------------- INVESTMENT (SHARES) ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 --------------------------- ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - --------------------- ------- --------- ------ ------- ------ -------- ---------- ------ ------- --------- ------- DST SYS INC DEL COMMON 233326107 389. 8583. SH SOLE 8583. 0. 0. DTE ENERGY CO COMMON 233331107 548. 13328. SH SOLE 13328. 0. 0. DTVN HLDGS INC COMMON 233337104 0. 3800. SH SOLE 3800. 0. 0. DU PONT E I DE NEMOU COMMON 263534109 7718. 182809. SH SOLE 180009. 0. 2800. DUKE ENERGY CORP COMMON 264399106 2136. 94506. SH SOLE 94506. 0. 0. DUKE REALTY CORP COMMON 264411505 350. 10069. SH SOLE 10069. 0. 0. DUN & BRADSTREET COR COMMON 26483E100 293. 5477. SH SOLE 5477. 0. 0. DUPONT PHOTOMASKS COMMON 26613X101 51. 2206. SH SOLE 2206. 0. 0. DUQUESNE LIGHT HLDGS COMMON 266233105 109. 5570. SH SOLE 5570. 0. 0. DURECT CORP COMMON 266605104 4. 1200. SH SOLE 1200. 0. 0. DYCOM INDUSTRIES INC COMMON 267475101 94. 3551. SH SOLE 3551. 0. 0. DYNEGY INC CLASS A 26816Q101 117. 29631. SH SOLE 29631. 0. 0. E PIPHANY INC COMMON 26881V100 53. 7406. SH SOLE 7406. 0. 0. E TRADE FINL CORP COMMON 269246104 359. 26886. SH SOLE 26886. 0. 0. EAGLE MATERIALS COMMON 26969P108 80. 1359. SH SOLE 1359. 0. 0. EAGLE MATERIALS CLASS B 26969P207 2. 41. SH SOLE 41. 0. 0. EARTHLINK INC COMMON 270321102 106. 11904. SH SOLE 11904. 0. 0. ------ PAGE TOTAL 12409.
FORM 13F DATE: 040331 PAGE: 50
ITEM 4 ITEM 8 FAIR ITEM 5 ITEM 6 VOTING AUTHORITY MARKET ------------------------- INVESTMENT (SHARES) ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 --------------------------- ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - --------------------- ------- --------- ------ ------- ------ -------- ---------- ------ ------- --------- ------- EARTHSHELL CORP COMMON 27032B209 0. 733. SH SOLE 733. 0. 0. EAST WEST BANCORP COMMON 27579R104 100. 1786. SH SOLE 1786. 0. 0. EASTGROUP PROPERTIES COMMON 277276101 65. 1822. SH SOLE 1822. 0. 0. EASTMAN CHEM CO COMMON 277432100 261. 6120. SH SOLE 6120. 0. 0. EASTMAN KODAK CO COMMON 277461109 845. 32282. SH SOLE 32282. 0. 0. EATON CORP COMMON 278058102 682. 12137. SH SOLE 12137. 0. 0. EATON VANCE CORP COMMON 278265103 196. 5131. SH SOLE 5131. 0. 0. EBAY INC COMMON 278642103 8909. 128594. SH SOLE 128594. 0. 0. ECHELON CORP COMMON 27874N105 48. 4240. SH SOLE 4240. 0. 0. ECHOSTAR COMMNCTNS CLASS A 278762109 745. 22740. SH SOLE 22740. 0. 0. ECLIPSYS CORP COMMON 278856109 68. 5045. SH SOLE 5045. 0. 0. ECOLAB INC COMMON 278865100 587. 20578. SH SOLE 20578. 0. 0. ECOLLEGE COM COMMON 27887E100 46. 2207. SH SOLE 2207. 0. 0. EDGEWATER TECH INC COMMON 280358102 1. 167. SH SOLE 167. 0. 0. EDISON INTL COMMON 281020107 1042. 42901. SH SOLE 42901. 0. 0. EDO CORP COMMON 281347104 58. 2393. SH SOLE 2393. 0. 0. EDUCATION MGMT CORP COMMON 28139T101 169. 5296. SH SOLE 5296. 0. 0. ------ PAGE TOTAL 13822.
FORM 13F DATE: 040331 PAGE: 51
ITEM 4 ITEM 8 FAIR ITEM 5 ITEM 6 VOTING AUTHORITY MARKET -------------------------- INVESTMENT (SHARES) ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 ---------------------------- ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - --------------------- ------ --------- ------ -------- ------ -------- ---------- ------ -------- --------- ------- EDWARDS AG INC COMMON 281760108 231. 5902. SH SOLE 5902. 0. 0. EDWARDS LIFESCIENCE COMMON 28176E108 147. 4594. SH SOLE 4594. 0. 0. EFUNDS CORP COMMON 28224R101 57. 3459. SH SOLE 3459. 0. 0. EGAIN COMMUNICATION COMMON 28225C806 0. 90. SH SOLE 90. 0. 0. EGL INC COMMON 268484102 64. 3542. SH SOLE 3542. 0. 0. EL PASO CORPORATION COMMON 28336L109 347. 48772. SH SOLE 48772. 0. 0. EL PASO ELEC CO COMMON 283677854 62. 4447. SH SOLE 4447. 0. 0. ELCOM INTL INC COMMON 284434107 0. 600. SH SOLE 600. 0. 0. ELDORADO GOLD CORP COMMON 284902103 8556. 2974100. SH SOLE 2974100. 0. 0. ELECTRO RENT CORP COMMON 285218103 39. 3828. SH SOLE 3828. 0. 0. ELECTRO SCIENTIFIC COMMON 285229100 50. 2125. SH SOLE 2125. 0. 0. ELECTRONIC ARTS COMMON 285512109 1994. 37113. SH SOLE 37113. 0. 0. ELECTRONIC DATA SYS COMMON 285661104 1017. 52551. SH SOLE 52551. 0. 0. ELECTRONICS BOUTIQUE COMMON 286045109 64. 2193. SH SOLE 2193. 0. 0. ELECTRONICS FOR IMAG COMMON 286082102 95. 3874. SH SOLE 3874. 0. 0. ELI LILLY & CO COMMON 532457108 10531. 157407. SH SOLE 155907. 0. 1500. ELIZABETH ARDEN INC COMMON 28660G106 57. 2677. SH SOLE 2677. 0. 0. ------ PAGE TOTAL 23311.
FORM 13F DATE: 040331 PAGE: 52
ITEM 4 ITEM 8 FAIR ITEM 5 ITEM 6 VOTING AUTHORITY MARKET -------------------------- INVESTMENT (SHARES) ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 ---------------------------- ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - --------------------- ------- --------- ------- -------- ------ -------- ---------- ------ -------- --------- ------- ELKCORP COMMON 287456107 57. 2097. SH SOLE 2097. 0. 0. ELOYALTY CORP COMMON 290151307 1. 90. SH SOLE 90. 0. 0. EMBARCADERO TECH INC COMMON 290787100 49. 3834. SH SOLE 3834. 0. 0. EMBOTELLADORA ANDINA SP ADR 29081P204 1. 55. SH SOLE 55. 0. 0. EMBRAER-EMPRESA BRAS PFD SP 29081M102 957. 29827. SH SOLE 29827. 0. 0. EMC CORP MASS COMMON 268648102 8153. 599020. SH SOLE 599020. 0. 0. EMCOR GROUP INC COMMON 29084Q100 52. 1421. SH SOLE 1421. 0. 0. EMERGE INTERACT INC CLASS A 29088W103 2. 970. SH SOLE 970. 0. 0. EMERSON ELEC CO COMMON 291011104 2594. 43297. SH SOLE 43297. 0. 0. EMMIS COMMUNICATIONS CLASS A 291525103 98. 4110. SH SOLE 4110. 0. 0. EMP NAC ELEC CHILE SP ADR 29244T101 86. 7041. SH SOLE 7041. 0. 0. EMPIRE DIST ELEC CO COMMON 291641108 56. 2457. SH SOLE 2457. 0. 0. EMULEX CORP COMMON 292475209 131. 6137. SH SOLE 6137. 0. 0. ENBRIDGE ENERGY MGMT SHS UNI 29250X103 59. 1189. SH SOLE 1189. 0. 0. ENBRIDGE INC COMMON 29250N105 113864. 2799613. SH SOLE 2457511. 0. 342102. ENCANA CORPORATION COMMON 292505104 175011. 4045719. SH SOLE 3993290. 0. 52429. ENCORE ACQUISITION COMMON 29255W100 66. 2391. SH SOLE 2391. 0. 0. ------- PAGE TOTAL 301237.
FORM 13F DATE: 040331 PAGE: 53
ITEM 4 ITEM 8 FAIR ITEM 5 ITEM 6 VOTING AUTHORITY MARKET ------------------------ INVESTMENT (SHARES) ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 --------------------------- ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - --------------------- ------- --------- ------ ------ ------ -------- ---------- ------ ------- --------- ------- ENCYSIVE PHARMA COMMON 29256X107 76. 7417. SH SOLE 7417. 0. 0. ENDO PHARM HLDGS INC COMMON 29264F205 238. 9739. SH SOLE 9739. 0. 0. ENER1 INC COMMON 29267A104 46. 59942. SH SOLE 59942. 0. 0. ENERGEN CORP COMMON 29265N108 110. 2674. SH SOLE 2674. 0. 0. ENERGIZER HLDGS INC COMMON 29266R108 293. 6274. SH SOLE 6274. 0. 0. ENERGY EAST CORP COMMON 29266M109 274. 10819. SH SOLE 10819. 0. 0. ENERGY PARTNERS LTD COMMON 29270U105 63. 4716. SH SOLE 4716. 0. 0. ENERSIS S A ADR(50 29274F104 31. 4801. SH SOLE 4801. 0. 0. ENGELHARD CORP COMMON 292845104 297. 9935. SH SOLE 9935. 0. 0. ENGINEERED SUPPORT COMMON 292866100 88. 1795. SH SOLE 1795. 0. 0. ENSCO INTL INC COMMON 26874Q100 313. 11119. SH SOLE 11119. 0. 0. ENTEGRIS INC COMMON 29362U104 67. 5239. SH SOLE 5239. 0. 0. ENTERASYS NETWKS INC COMMON 293637104 38. 14926. SH SOLE 14926. 0. 0. ENTERCOM COMMUN CORP CLASS A 293639100 172. 3809. SH SOLE 3809. 0. 0. ENTERGY CORP COMMON 29364G103 1382. 23222. SH SOLE 23222. 0. 0. ENTERPRISE PRODS COMMON 293792107 369. 15716. SH SOLE 15716. 0. 0. ENTERTAINMENT PPTYS COMMON 29380T105 69. 1687. SH SOLE 1687. 0. 0. ----- PAGE TOTAL 3926.
FORM 13F DATE: 040331 PAGE: 54
ITEM 4 ITEM 8 FAIR ITEM 5 ITEM 6 VOTING AUTHORITY MARKET ------------------------ INVESTMENT (SHARES) ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 --------------------------- ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - --------------------- ------- --------- ------ ------ ------ -------- ---------- ------ ------- --------- ------- ENTRAVISION COMMUNI CLASS A 29382R107 48. 5406. SH SOLE 5406. 0. 0. ENTREMED INC COMMON 29382F103 1. 400. SH SOLE 400. 0. 0. ENVIRONMENT ELEMENTS COMMON 293940102 1. 3000. SH SOLE 3000. 0. 0. ENZO BIOCHEM INC COMMON 294100102 50. 2989. SH SOLE 2989. 0. 0. ENZON PHARMACEUTICAL COMMON 293904108 72. 4648. SH SOLE 4648. 0. 0. EOG RESOURCES INC COMMON 26875P101 418. 9116. SH SOLE 9116. 0. 0. EON LABS INC COMMON 29412E100 221. 3289. SH SOLE 3289. 0. 0. EPICOR SOFTWARE CORP COMMON 29426L108 68. 5187. SH SOLE 5187. 0. 0. EPIQ SYS INC COMMON 26882D109 49. 3024. SH SOLE 3024. 0. 0. EPIX MEDICAL INC COMMON 26881Q101 62. 2980. SH SOLE 2980. 0. 0. EQUIFAX INC COMMON 294429105 287. 11114. SH SOLE 11114. 0. 0. EQUINIX INC COMMON 29444U502 3. 81. SH SOLE 81. 0. 0. EQUITABLE RES INC COMMON 294549100 205. 4620. SH SOLE 4620. 0. 0. EQUITY OFFICE PPTYS COMMON 294741103 914. 31642. SH SOLE 31642. 0. 0. EQUITY ONE COMMON 294752100 96. 4978. SH SOLE 4978. 0. 0. EQUITY RESIDENTIAL SH BEN 29476L107 1017. 34065. SH SOLE 34065. 0. 0. ERESEARCHTECHNOLOGY COMMON 29481V108 74. 2633. SH SOLE 2633. 0. 0. ----- PAGE TOTAL 3586.
FORM 13F DATE: 040331 PAGE: 55
ITEM 4 ITEM 8 FAIR ITEM 5 ITEM 6 VOTING AUTHORITY MARKET ------------------------- INVESTMENT (SHARES) ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 ---------------------------- ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - --------------------- ------- --------- ------ ------- ------ -------- ---------- ------ ------- --------- ------- ERICSSON(LM) TEL ADR(10 294821608 4438. 159879. SH SOLE 159816. 0. 63. ERIE INDEMNITY CO CLASS A 29530P102 230. 4757. SH SOLE 4757. 0. 0. ESCO TECHN INC COMMON 296315104 55. 1200. SH SOLE 1200. 0. 0. ESPEED INC CLASS A 296643109 46. 2175. SH SOLE 2175. 0. 0. ESS TECHNOLOGY INC COMMON 269151106 48. 3244. SH SOLE 3244. 0. 0. ESSEX PPTY TR INC COMMON 297178105 110. 1681. SH SOLE 1681. 0. 0. ESTEE LAUDER CO CLASS A 518439104 398. 8968. SH SOLE 8968. 0. 0. ESTERLINE TECH CORP COMMON 297425100 58. 2316. SH SOLE 2316. 0. 0. ETHAN ALLEN INTERIOR COMMON 297602104 114. 2754. SH SOLE 2754. 0. 0. ETHYL CORPORATION COMMON 297659609 59. 2973. SH SOLE 2973. 0. 0. EURONET WORLDWIDE COMMON 298736109 74. 3874. SH SOLE 3874. 0. 0. EVERGREEN RES INC COMMON 299900308 108. 3154. SH SOLE 3154. 0. 0. EVOLVE SOFTWARE INC COMMON 30049P708 0. 23. SH SOLE 23. 0. 0. EXAR CORP COMMON 300645108 57. 3089. SH SOLE 3089. 0. 0. EXCEL TECHNOLOGY INC COMMON 30067T103 57. 1804. SH SOLE 1804. 0. 0. EXELIXIS INC COMMON 30161Q104 64. 7508. SH SOLE 7508. 0. 0. EXELON CORP COMMON 30161N101 2155. 31290. SH SOLE 31290. 0. 0. ----- PAGE TOTAL 8071.
FORM 13F DATE: 040331 PAGE: 56
ITEM 4 ITEM 8 FAIR ITEM 5 ITEM 6 VOTING AUTHORITY MARKET -------------------------- INVESTMENT (SHARES) ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 ---------------------------- ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - --------------------- ------- --------- ------- -------- ------ -------- ---------- ------ -------- --------- ------- EXPEDITORS INTL WASH COMMON 302130109 380. 9646. SH SOLE 9646. 0. 0. EXPRESS SCRIPTS INC CLASS A 302182100 559. 7504. SH SOLE 7504. 0. 0. EXPRESSJET HOLDINGS CLASS A 30218U108 49. 3939. SH SOLE 3939. 0. 0. EXTENDED STAY AMERN COMMON 30224P101 136. 7042. SH SOLE 7042. 0. 0. EXTENDED SYSTEMS INC COMMON 301973103 3. 500. SH SOLE 500. 0. 0. EXTENDICARE INC SUBORDI 30224T871 19554. 1708350. SH SOLE 1708350. 0. 0. EXTREME NETWRKS INC COMMON 30226D106 61. 8514. SH SOLE 8514. 0. 0. EXULT INC DEL COMMON 302284104 49. 7968. SH SOLE 7968. 0. 0. EXXON MOBIL CORP COMMON 30231G102 40031. 964251. SH SOLE 946147. 0. 18104. F5 NETWORKS INC COMMON 315616102 75. 2205. SH SOLE 2205. 0. 0. FACTORY 2-U INC COMMON 303072102 1. 600. SH SOLE 600. 0. 0. FACTSET RESH SYS INC COMMON 303075105 106. 2488. SH SOLE 2488. 0. 0. FAIR ISAAC INC COMMON 303250104 194. 5366. SH SOLE 5366. 0. 0. FAIRCHILD SEMICONDU COMMON 303726103 209. 8706. SH SOLE 8706. 0. 0. FAIRFAX FINL HOLDNGS COMMON 303901102 16241. 104465. SH SOLE 104465. 0. 0. FAIRMONT HOTELS COMMON 305204109 24673. 978622. SH SOLE 958750. 0. 19872. FALCONSTOR SOFTWARE COMMON 306137100 50. 6706. SH SOLE 6706. 0. 0. ------- PAGE TOTAL 102371.
FORM 13F DATE: 040331 PAGE: 57
ITEM 4 ITEM 8 FAIR ITEM 5 ITEM 6 VOTING AUTHORITY MARKET ------------------------- INVESTMENT (SHARES) ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 --------------------------- ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - --------------------- ------- --------- ------ ------- ------ -------- ---------- ------ ------- --------- ------- FAMILY DOLLAR STORES COMMON 307000109 490. 13626. SH SOLE 13626. 0. 0. FARMER BROS CO COMMON 307675108 60. 166. SH SOLE 166. 0. 0. FARO TECHNOLOGIES COMMON 311642102 47. 2058. SH SOLE 2058. 0. 0. FASTENAL CO COMMON 311900104 374. 6965. SH SOLE 6965. 0. 0. FBL FINL GROUP INC COMMON 30239F106 58. 2063. SH SOLE 2063. 0. 0. FEDERAL NTL MTG ASSN COMMON 313586109 9475. 137668. SH SOLE 137548. 0. 120. FEDERAL RLTY INVT TR SH BEN 313747206 168. 3640. SH SOLE 3640. 0. 0. FEDERAL SIGNAL CORP COMMON 313855108 74. 3717. SH SOLE 3717. 0. 0. FEDERATED DEPT STORE COMMON 31410H101 1228. 22715. SH SOLE 22715. 0. 0. FEDERATED INVS INC CLASS B 314211103 270. 8582. SH SOLE 8582. 0. 0. FEDEX CORPORATION COMMON 31428X106 2458. 32703. SH SOLE 32703. 0. 0. FEI CO COMMON 30241L109 52. 2391. SH SOLE 2391. 0. 0. FELCOR LODGING TR COMMON 31430F101 53. 5117. SH SOLE 5117. 0. 0. FERRO CORP COMMON 315405100 78. 2967. SH SOLE 2967. 0. 0. FIBERNET TELECOM COMMON 315653303 0. 53. SH SOLE 53. 0. 0. FIDELITY BANKSHARES COMMON 31604Q107 71. 1929. SH SOLE 1929. 0. 0. FIDELITY NATL FINL COMMON 316326107 448. 11322. SH SOLE 11322. 0. 0. ------ PAGE TOTAL 15404.
FORM 13F DATE: 040331 PAGE: 58
ITEM 4 ITEM 8 FAIR ITEM 5 ITEM 6 VOTING AUTHORITY MARKET ------------------------- INVESTMENT (SHARES) ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 --------------------------- ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - --------------------- ------- --------- ------ ------- ------ -------- ---------- ------ ------- --------- ------- FIFTH THIRD BANCORP COMMON 316773100 3067. 55400. SH SOLE 55400. 0. 0. FILENET CORP COMMON 316869106 72. 2709. SH SOLE 2709. 0. 0. FINANCIAL FED CORP COMMON 317492106 54. 1623. SH SOLE 1623. 0. 0. FINANCIAL INSTNS INC COMMON 317585404 47. 2034. SH SOLE 2034. 0. 0. FINDWHAT COM COMMON 317794105 80. 3690. SH SOLE 3690. 0. 0. FINISAR CORPORATION COMMON 31787A101 33. 15425. SH SOLE 15425. 0. 0. FINISH LINE INC CLASS A 317923100 65. 1756. SH SOLE 1756. 0. 0. FIRST AMERICAN COR COMMON 318522307 175. 5758. SH SOLE 5758. 0. 0. FIRST BANCORP N C COMMON 318910106 57. 1824. SH SOLE 1824. 0. 0. FIRST BANCORP P R COMMON 318672102 124. 2969. SH SOLE 2969. 0. 0. FIRST BUSEY CORP CL A 319383105 52. 1933. SH SOLE 1933. 0. 0. FIRST CHARTER CORP COMMON 319439105 55. 2614. SH SOLE 2614. 0. 0. FIRST CITIZENS BANCS CLASS A 31946M103 96. 778. SH SOLE 778. 0. 0. FIRST CMNTY BANCORP COMMON 31983B101 56. 1496. SH SOLE 1496. 0. 0. FIRST COMWLTH FINL COMMON 319829107 64. 4313. SH SOLE 4313. 0. 0. FIRST DATA CORP COMMON 319963104 7810. 185248. SH SOLE 184948. 0. 300. FIRST FED CAP CORP COMMON 319960100 50. 2362. SH SOLE 2362. 0. 0. ------ PAGE TOTAL 11957.
FORM 13F DATE: 040331 PAGE: 59
ITEM 4 ITEM 8 FAIR ITEM 5 ITEM 6 VOTING AUTHORITY MARKET ------------------------ INVESTMENT (SHARES) ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 --------------------------- ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - --------------------- ------- --------- ------ ------ ------ -------- ---------- ------ ------- --------- ------- FIRST FED FINL CORP COMMON 337907109 57. 1236. SH SOLE 1236. 0. 0. FIRST FINL BANCORP COMMON 320209109 60. 3243. SH SOLE 3243. 0. 0. FIRST FINL BKSH COMMON 32020R109 51. 1275. SH SOLE 1275. 0. 0. FIRST FINL CORP COMMON 320218100 53. 1815. SH SOLE 1815. 0. 0. FIRST FINL HLDGS INC COMMON 320239106 52. 1733. SH SOLE 1733. 0. 0. FIRST HEALTH GRP COMMON 320960107 193. 8808. SH SOLE 8808. 0. 0. FIRST HORIZON PHARM COMMON 32051K106 86. 5450. SH SOLE 5450. 0. 0. FIRST IND CORP COMMON 32054R108 59. 2915. SH SOLE 2915. 0. 0. FIRST IND REALTY TR COMMON 32054K103 116. 2925. SH SOLE 2925. 0. 0. FIRST MERCHANTS CORP COMMON 320817109 50. 2070. SH SOLE 2070. 0. 0. FIRST MIDWEST BANCOR COMMON 320867104 118. 3454. SH SOLE 3454. 0. 0. FIRST NIAGARA FINL COMMON 33582V108 72. 5254. SH SOLE 5254. 0. 0. FIRST OAK BROOK BKSH CLASS A 335847208 52. 1694. SH SOLE 1694. 0. 0. FIRST REP BANK(S.F) COMMON 336158100 57. 1489. SH SOLE 1489. 0. 0. FIRST SENTINEL BANC COMMON 33640T103 61. 2869. SH SOLE 2869. 0. 0. FIRST TENN NATL CORP COMMON 337162101 476. 9969. SH SOLE 9969. 0. 0. FIRSTENERGY CORP COMMON 337932107 1337. 34206. SH SOLE 34206. 0. 0. ---- PAGE TOTAL 2950.
FORM 13F DATE: 040331 PAGE: 60
ITEM 4 ITEM 8 FAIR ITEM 5 ITEM 6 VOTING AUTHORITY MARKET ------------------------ INVESTMENT (SHARES) ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 --------------------------- ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - --------------------- ------- --------- ------ ------ ------ -------- ----------- ------ ------- --------- ------- FIRSTFED AMER BANCOR COMMON 337929103 59. 2122. SH SOLE 2122. 0. 0. FIRSTMERIT CORP COMMON 337915102 163. 6269. SH SOLE 6269. 0. 0. FISERV INC COMMON 337738108 702. 19631. SH SOLE 19631. 0. 0. FISHER COMMUN INC COMMON 337756209 56. 1139. SH SOLE 1139. 0. 0. FISHER SCNTIFC INTL COMMON 338032204 255. 4641. SH SOLE 4641. 0. 0. FIVE STAR QUALITY CA COMMON 33832D106 2. 546. SH SOLE 546. 0. 0. FLAGSTAR BANCORP INC COMMON 337930101 114. 4462. SH SOLE 4462. 0. 0. FLEETBOSTON FNL CORP COMMON 339030108 4653. 103623. SH SOLE 103623. 0. 0. FLEETWOOD ENTERPRISE COMMON 339099103 66. 5402. SH SOLE 5402. 0. 0. FLEMING COS INC COMMON 339130106 0. 4059. SH SOLE 4059. 0. 0. FLEXTRONICS INTL ORDINAR Y2573F102 176. 10327. SH SOLE 10327. 0. 0. FLIR SYS INC COMMON 302445101 94. 2458. SH SOLE 2458. 0. 0. FLOR EAST COAST INDS COMMON 340632108 98. 2727. SH SOLE 2727. 0. 0. FLORIDA ROCK INDS COMMON 341140101 135. 3191. SH SOLE 3191. 0. 0. FLOWERS FOODS INC COMMON 343498101 87. 3307. SH SOLE 3307. 0. 0. FLOWSERVE CORP COMMON 34354P105 86. 4100. SH SOLE 4100. 0. 0. FLUOR CORPORATION COMMON 343412102 250. 6468. SH SOLE 6468. 0. 0. ------ PAGE TOTAL 6996.
FORM 13F DATE: 040331 PAGE: 61
ITEM 4 ITEM 8 FAIR ITEM 5 ITEM 6 VOTING AUTHORITY MARKET ------------------------- INVESTMENT (SHARES) ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 --------------------------- ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - --------------------- ------- --------- ------ ------- ------ -------- ----------- ------ ------- --------- ------- FLUSHING FINL CORP COMMON 343873105 56. 3094. SH SOLE 3094. 0. 0. FMC CORP COMMON 302491303 112. 2618. SH SOLE 2618. 0. 0. FMC TECHNOLOGIES INC COMMON 30249U101 133. 4926. SH SOLE 4926. 0. 0. FNB CORP COMMON 302520101 76. 3429. SH SOLE 3429. 0. 0. FNX MINING COMMON 30253R101 275. 50700. SH SOLE 50700. 0. 0. FOOT LOCKER INC COMMON 344849104 907. 35160. SH SOLE 35160. 0. 0. FOOTSTAR INC COMMON 344912100 1. 500. SH SOLE 500. 0. 0. FORD MOTOR CO COMMON 345370860 2935. 216317. SH SOLE 216317. 0. 0. FORDING CDN COAL TR TRUST U 345425102 2094. 51826. SH SOLE 51826. 0. 0. FOREST CITY ENTPRSES CLASS A 345550107 200. 3709. SH SOLE 3709. 0. 0. FOREST LABS INC COMMON 345838106 2628. 36694. SH SOLE 36694. 0. 0. FOREST OIL CORP COMMON 346091705 100. 3948. SH SOLE 3948. 0. 0. FORMFACTOR INC COMMON 346375108 53. 2541. SH SOLE 2541. 0. 0. FORRESTER RESH INC COMMON 346563109 58. 3069. SH SOLE 3069. 0. 0. FORTUNE BRANDS INC COMMON 349631101 905. 11816. SH SOLE 11816. 0. 0. FORWARD AIR CORP COMMON 349853101 57. 1738. SH SOLE 1738. 0. 0. FOSSIL INC COMMON 349882100 115. 3459. SH SOLE 3459. 0. 0. ------ PAGE TOTAL 10705.
FORM 13F DATE: 040331 PAGE: 62
ITEM 4 ITEM 8 FAIR ITEM 5 ITEM 6 VOTING AUTHORITY MARKET ------------------------- INVESTMENT (SHARES) ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 --------------------------- ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - --------------------- ------- --------- ------ ------ ------ -------- ----------- ------ ------- --------- ------- FOUNDRY NETWRKS INC COMMON 35063R100 162. 9408. SH SOLE 9408. 0. 0. FOUR SEASONS HOTEL LIMITED 35100E104 9728. 182830. SH SOLE 178230. 0. 4600. FOX ENTMT GROUP INC CLASS A 35138T107 709. 26155. SH SOLE 26155. 0. 0. FPL GROUP INC COMMON 302571104 993. 14857. SH SOLE 14857. 0. 0. FRANKLIN COVEY CO COMMON 353469109 4. 1500. SH SOLE 1500. 0. 0. FRANKLIN ELEC INC COMMON 353514102 55. 860. SH SOLE 860. 0. 0. FRANKLIN RES INC COMMON 354613101 1554. 27918. SH SOLE 27918. 0. 0. FREDDIE MAC COMMON 313400301 4366. 73917. SH SOLE 73917. 0. 0. FREDS INC CLASS A 356108100 69. 2833. SH SOLE 2833. 0. 0. FREEPORT-MCMORAN C&G CLASS B 35671D857 546. 13965. SH SOLE 13965. 0. 0. FREMONT GENERAL CORP COMMON 357288109 172. 5624. SH SOLE 5624. 0. 0. FRESH DEL MONTE PROD ORDINAR G36738105 108. 4188. SH SOLE 4188. 0. 0. FRIEDMAN BLLNGS RMSY REIT CL 358434108 229. 8467. SH SOLE 8467. 0. 0. FRONTIER AIRLINES COMMON 359065109 33. 3153. SH SOLE 3153. 0. 0. FRONTIER FINL CORP COMMON 35907K105 58. 1676. SH SOLE 1676. 0. 0. FRONTIER OIL CORP COMMON 35914P105 63. 3265. SH SOLE 3265. 0. 0. FTI CONSULTING INC COMMON 302941109 53. 3203. SH SOLE 3203. 0. 0. ------ PAGE TOTAL 18902.
FORM 13F DATE: 040331 PAGE: 63
ITEM 4 ITEM 8 FAIR ITEM 5 ITEM 6 VOTING AUTHORITY MARKET ------------------------ INVESTMENT (SHARES) ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 --------------------------- ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - --------------------- ------- --------- ------ ------ ------ -------- ---------- ------ ------- --------- ------- FUELCELL ENERGY INC COMMON 35952H106 46. 3401. SH SOLE 3401. 0. 0. FUJITSU LTD SP ADR 359590304 12. 385. SH SOLE 248. 0. 137. FULLER H B CO COMMON 359694106 59. 2069. SH SOLE 2069. 0. 0. FULTON FINL CORP COMMON 360271100 179. 8055. SH SOLE 8055. 0. 0. FURNITURE BRANDS INT COMMON 360921100 133. 4137. SH SOLE 4137. 0. 0. G & K SVCS INC CLASS A 361268105 57. 1532. SH SOLE 1532. 0. 0. GABLES RESIDENTIAL SH BEN 362418105 73. 2004. SH SOLE 2004. 0. 0. GADZOOX NETWORKS INC COMMON 362555104 0. 800. SH SOLE 800. 0. 0. GALLAGHER ARTHR J&CO COMMON 363576109 219. 6722. SH SOLE 6722. 0. 0. GAMESTOP CORP CLASS A 36466R101 59. 3253. SH SOLE 3253. 0. 0. GANNETT INC DEL COMMON 364730101 2354. 26704. SH SOLE 26704. 0. 0. GAP INC COMMON 364760108 2009. 91659. SH SOLE 91659. 0. 0. GARDNER DENVER INC COMMON 365558105 66. 2423. SH SOLE 2423. 0. 0. GARMIN LTD ORD G37260109 76. 1775. SH SOLE 1775. 0. 0. GARTNER INC COMMON 366651107 110. 9433. SH SOLE 9433. 0. 0. GATEWAY INC COMMON 367626108 137. 25902. SH SOLE 25902. 0. 0. GATX CORP COMMON 361448103 81. 3675. SH SOLE 3675. 0. 0. ----- PAGE TOTAL 5670.
FORM 13F DATE: 040331 PAGE: 64
ITEM 4 ITEM 8 FAIR ITEM 5 ITEM 6 VOTING AUTHORITY MARKET -------------------------- INVESTMENT (SHARES) ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 ---------------------------- ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - --------------------- ------- --------- ------ -------- ------ -------- ---------- ------ -------- --------- ------- GAYLORD ENTMT CO COMMON 367905106 76. 2464. SH SOLE 2464. 0. 0. GEMSTAR-TV GUIDE INT COMMON 36866W106 203. 30290. SH SOLE 30290. 0. 0. GEN PROBE INC COMMON 36866T103 119. 3561. SH SOLE 3561. 0. 0. GENCORP INC COMMON 368682100 58. 5395. SH SOLE 5395. 0. 0. GENE LOGIC INC COMMON 368689105 3. 600. SH SOLE 600. 0. 0. GENENCOR INTL INC COMMON 368709101 57. 4290. SH SOLE 4290. 0. 0. GENENTECH INC COMMON 368710406 1733. 16373. SH SOLE 16373. 0. 0. GENERAL CABLE CORP COMMON 369300108 43. 5766. SH SOLE 5766. 0. 0. GENERAL CHEM GRP INC COMMON 369332200 0. 150. SH SOLE 150. 0. 0. GENERAL COMMUNICTNS CLASS A 369385109 52. 5732. SH SOLE 5732. 0. 0. GENERAL DYNAMICS COMMON 369550108 1843. 20633. SH SOLE 20633. 0. 0. GENERAL ELECTRIC CO COMMON 369604103 56315. 1852277. SH SOLE 1794767. 0. 57510. GENERAL GRWTH PPTY COMMON 370021107 560. 15930. SH SOLE 15930. 0. 0. GENERAL MARITIME CO COMMON Y2692M103 96. 3824. SH SOLE 3824. 0. 0. GENERAL MILLS INC COMMON 370334104 1937. 41504. SH SOLE 41504. 0. 0. GENERAL MOTORS CORP COMMON 370442105 2700. 57326. SH SOLE 57326. 0. 0. GENESCO INC COMMON 371532102 73. 3145. SH SOLE 3145. 0. 0. ------ PAGE TOTAL 65868.
FORM 13F DATE: 040331 PAGE: 65
ITEM 4 ITEM 8 FAIR ITEM 5 ITEM 6 VOTING AUTHORITY MARKET -------------------------- INVESTMENT (SHARES) ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 ---------------------------- ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - --------------------- ------- --------- ------ -------- ------ -------- ---------- ------ -------- --------- ------- GENESEE & WYO INC CLASS A 371559105 68. 2773. SH SOLE 2773. 0. 0. GENESIS HEALTHCARE COMMON 37184D101 71. 2932. SH SOLE 2932. 0. 0. GENLYTE GROUP INC COMMON 372302109 60. 1070. SH SOLE 1070. 0. 0. GENTA INC COMMON 37245M207 60. 5675. SH SOLE 5675. 0. 0. GENTEX CORP COMMON 371901109 309. 7127. SH SOLE 7127. 0. 0. GENTIVA HEALTH SERV COMMON 37247A102 71. 4555. SH SOLE 4555. 0. 0. GENUINE PARTS CO COMMON 372460105 742. 22685. SH SOLE 22685. 0. 0. GENZYME CORP COMMON 372917104 1359. 29047. SH SOLE 29047. 0. 0. GEORGIA GULF CORP COMMON 373200203 71. 2362. SH SOLE 2362. 0. 0. GEORGIA PAC CORP COM CMR 373298108 677. 20083. SH SOLE 20083. 0. 0. GERON CORP COMMON 374163103 41. 4335. SH SOLE 4335. 0. 0. GETTY IMAGES INC COMMON 374276103 225. 4160. SH SOLE 4160. 0. 0. GETTY RLTY CORP NEW COMMON 374297109 58. 2188. SH SOLE 2188. 0. 0. GEVITY HR INC COM 374393106 93. 3180. SH SOLE 3180. 0. 0. GIBRALTAR STL CORP COMMON 37476F103 55. 2250. SH SOLE 2250. 0. 0. GILDAN ACTIVEWEAR CLASS A 375916103 41157. 1312325. SH SOLE 1295750. 0. 16575. GILEAD SCIENCES INC COMMON 375558103 8384. 151206. SH SOLE 151206. 0. 0. ------ PAGE TOTAL 53501.
FORM 13F DATE: 040331 PAGE: 66
ITEM 4 ITEM 8 FAIR ITEM 5 ITEM 6 VOTING AUTHORITY MARKET -------------------------- INVESTMENT (SHARES) ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 ---------------------------- ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - --------------------- ------ --------- ------ -------- ------ -------- ---------- ------ -------- --------- ------- GILLETTE CO COMMON 375766102 6175. 157921. SH SOLE 157921. 0. 0. GLACIER BANCORP INC COMMON 37637Q105 56. 1722. SH SOLE 1722. 0. 0. GLAMIS GOLD LTD COMMON 376775102 9174. 513724. SH SOLE 513724. 0. 0. GLATFELTER COMMON 377316104 48. 4299. SH SOLE 4299. 0. 0. GLAXOSMITHKLINE PLC SP ADR 37733W105 774. 19380. SH SOLE 19380. 0. 0. GLENBOROUGH RLTY TR COMMON 37803P105 61. 2739. SH SOLE 2739. 0. 0. GLIMCHER RLTY TR SH BEN 379302102 69. 2536. SH SOLE 2536. 0. 0. GLOBAL IMAGING SYS COMMON 37934A100 64. 1938. SH SOLE 1938. 0. 0. GLOBAL INDS LTD COMMON 379336100 73. 12448. SH SOLE 12448. 0. 0. GLOBAL ITECHNOLOGY COMMON 378951107 0. 1700. SH SOLE 1700. 0. 0. GLOBALSANTAFE CORP COMMON G3930E101 984. 35421. SH SOLE 35421. 0. 0. GOLD BANC CORP COMMON 379907108 70. 4269. SH SOLE 4269. 0. 0. GOLDCORP INC COMMON 380956409 3134. 211675. SH SOLE 211675. 0. 0. GOLDEN STAR RES COMMON 38119T104 9928. 1379700. SH SOLE 1379700. 0. 0. GOLDEN WEST FINL COMMON 381317106 1373. 12264. SH SOLE 12264. 0. 0. GOLDMAN SACHS GROUP COMMON 38141G104 6162. 59054. SH SOLE 59054. 0. 0. GOODRICH CORP COMMON 382388106 351. 12511. SH SOLE 12511. 0. 0. ------ PAGE TOTAL 38496.
FORM 13F DATE: 040331 PAGE: 67
ITEM 4 ITEM 8 FAIR ITEM 5 ITEM 6 VOTING AUTHORITY MARKET ------------------------ INVESTMENT (SHARES) ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 --------------------------- ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - --------------------- ------- --------- ------ ------ ------ -------- ---------- ------ ------- --------- ------- GOODYEAR TIRE & RUBR COMMON 382550101 118. 13832. SH SOLE 13832. 0. 0. GOODYS FAM CLOTHING COMMON 382588101 73. 5093. SH SOLE 5093. 0. 0. GRACO INC COMMON 384109104 148. 5098. SH SOLE 5098. 0. 0. GRAFTECH INTL LTD COMMON 384313102 99. 6643. SH SOLE 6643. 0. 0. GRAINGER W W INC COMMON 384802104 347. 7239. SH SOLE 7239. 0. 0. GRANITE CONSTR INC COMMON 387328107 72. 3022. SH SOLE 3022. 0. 0. GRANT PRIDECO INC COMMON 38821G101 927. 59810. SH SOLE 59810. 0. 0. GRAY TELEVISION INC COMMON 389375106 61. 4179. SH SOLE 4179. 0. 0. GREAT AMERN FNL RES COMMON 389915109 55. 3493. SH SOLE 3493. 0. 0. GREAT LAKES CHEM COMMON 390568103 95. 3997. SH SOLE 3997. 0. 0. GREAT PLAINS ENERGY COMMON 391164100 174. 5135. SH SOLE 5135. 0. 0. GREAT SOUTHERN BANCP COMMON 390905107 64. 1303. SH SOLE 1303. 0. 0. GREATER BAY BANCORP COMMON 391648102 113. 3863. SH SOLE 3863. 0. 0. GREENPOINT FINL COMMON 395384100 445. 10190. SH SOLE 10190. 0. 0. GREIF INC CLASS A 397624107 59. 1694. SH SOLE 1694. 0. 0. GREY GLOBAL GRP INC COMMON 39787M108 65. 95. SH SOLE 95. 0. 0. GREY WOLF INC COMMON 397888108 70. 16971. SH SOLE 16971. 0. 0. ----- PAGE TOTAL 2985.
FORM 13F DATE: 040331 PAGE: 68
ITEM 4 ITEM 8 FAIR ITEM 5 ITEM 6 VOTING AUTHORITY MARKET ------------------------- INVESTMENT (SHARES) ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 --------------------------- ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - --------------------- ------ --------- ------ ------- ------ -------- ---------- ------ ------- --------- ------- GRIC COMMUNCTN INC COMMON 398081109 1. 400. SH SOLE 400. 0. 0. GRIFFON CORP COMMON 398433102 57. 2639. SH SOLE 2639. 0. 0. GROUP 1 AUTOMOTIVE COMMON 398905109 60. 1644. SH SOLE 1644. 0. 0. GROUP 1 SOFTWALE INC COMMON 39943Y103 50. 3078. SH SOLE 3078. 0. 0. GRUPO TELEVISA SA DE ADR(20 40049J206 365. 7709. SH SOLE 7709. 0. 0. GSI COMMERCE INC COMMON 36238G102 60. 5927. SH SOLE 5927. 0. 0. GSI LUMONICS COMMON 36229U102 13062. 935388. SH SOLE 935388. 0. 0. GTC BIOTHERAPEUTICS COMMON 36238T104 1. 600. SH SOLE 600. 0. 0. GTECH HLDGS CORP COMMON 400518106 255. 4304. SH SOLE 4304. 0. 0. GUESS INC COMMON 401617105 65. 3618. SH SOLE 3618. 0. 0. GUIDANT CORP COMMON 401698105 2150. 33924. SH SOLE 33724. 0. 200. GUITAR CTR MGMT INC COMMON 402040109 68. 1819. SH SOLE 1819. 0. 0. GYMBOREE CORP COMMON 403777105 53. 3158. SH SOLE 3158. 0. 0. HAEMONETICS CORP COMMON 405024100 76. 2415. SH SOLE 2415. 0. 0. HAIN CELESTIAL GROUP COMMON 405217100 57. 2600. SH SOLE 2600. 0. 0. HALLIBURTON COMMON 406216101 1462. 48104. SH SOLE 48104. 0. 0. HANCOCK HLDG CO COMMON 410120109 69. 2232. SH SOLE 2232. 0. 0. ------ PAGE TOTAL 17911.
FORM 13F DATE: 040331 PAGE: 69
ITEM 4 ITEM 8 FAIR ITEM 5 ITEM 6 VOTING AUTHORITY MARKET ------------------------ INVESTMENT (SHARES) ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 --------------------------- ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - --------------------- ------ --------- ------ ------ ------ -------- ---------- ------ ------- --------- ------- HANDLEMAN CO DEL COMMON 410252100 74. 3099. SH SOLE 3099. 0. 0. HANGER ORTHOPEDIC GP COMMON 41043F208 60. 3345. SH SOLE 3345. 0. 0. HANMI FINL CORP COM 410495105 69. 2573. SH SOLE 2573. 0. 0. HANOVER COMPRESSOR COMMON 410768105 66. 5454. SH SOLE 5454. 0. 0. HARBOR FLA BANCSHRS COMMON 411901101 55. 1894. SH SOLE 1894. 0. 0. HARKEN ENERGY CORP COMMON 412552309 0. 310. SH SOLE 310. 0. 0. HARLAND JOHN H CO COMMON 412693103 63. 2035. SH SOLE 2035. 0. 0. HARLEY DAVIDSON INC COMMON 412822108 1727. 32375. SH SOLE 32375. 0. 0. HARLEYSVILLE GROUP COMMON 412824104 46. 2485. SH SOLE 2485. 0. 0. HARLEYSVILLE NATL PA COMMON 412850109 48. 1735. SH SOLE 1735. 0. 0. HARMAN INTL INDS COMMON 413086109 380. 4780. SH SOLE 4780. 0. 0. HARMONIC INC COMMON 413160102 59. 6093. SH SOLE 6093. 0. 0. HARMONY GOLD MINING SP ADR 413216300 5. 300. SH SOLE 300. 0. 0. HARRAHS ENTMT INC COMMON 413619107 479. 8722. SH SOLE 8722. 0. 0. HARRIS CORP DEL COMMON 413875105 238. 4919. SH SOLE 4919. 0. 0. HARRIS INTERACT INC COMMON 414549105 185. 22242. SH SOLE 22242. 0. 0. HARSCO CORP COMMON 415864107 138. 3022. SH SOLE 3022. 0. 0. ----- PAGE TOTAL 3692.
FORM 13F DATE: 040331 PAGE: 70
ITEM 4 ITEM 8 FAIR ITEM 5 ITEM 6 VOTING AUTHORITY MARKET ------------------------ INVESTMENT (SHARES) ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 --------------------------- ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - --------------------- ------- --------- ------ ------ ------ -------- ---------- ------ ------- --------- ------- HARTE HANKS INC COMMON 416196103 154. 6587. SH SOLE 6587. 0. 0. HARTFORD FINL SVCS COMMON 416515104 2262. 35516. SH SOLE 35516. 0. 0. HASBRO INC COMMON 418056107 299. 13766. SH SOLE 13766. 0. 0. HAVAS ADVERTISING SP ADR 419313101 36. 6800. SH SOLE 6800. 0. 0. HAVERTY FURNITURE COMMON 419596101 51. 2380. SH SOLE 2380. 0. 0. HAWAIIAN ELEC INDS COMMON 419870100 144. 2781. SH SOLE 2781. 0. 0. HAWTHORNE FINL CORP COMMON 420542102 90. 2046. SH SOLE 2046. 0. 0. HCA INC COMMON 404119109 2293. 56438. SH SOLE 56438. 0. 0. HCC INS HLDGS INC COMMON 404132102 153. 4727. SH SOLE 4727. 0. 0. HDFC BANK LTD ADR(3 I 40415F101 30. 1000. SH SOLE 1000. 0. 0. HEADWATERS INC COMMON 42210P102 73. 2860. SH SOLE 2860. 0. 0. HEALTH CARE PPTY INV COMMON 421915109 235. 8296. SH SOLE 8296. 0. 0. HEALTH CARE REIT INC COMMON 42217K106 149. 3682. SH SOLE 3682. 0. 0. HEALTH MGMT ASSOC CLASS A 421933102 441. 19009. SH SOLE 19009. 0. 0. HEALTH NET INC CLASS A 42222G108 215. 8623. SH SOLE 8623. 0. 0. HEALTHCARE RLTY TR COMMON 421946104 136. 3175. SH SOLE 3175. 0. 0. HEALTHEXTRAS INC COMMON 422211102 51. 4425. SH SOLE 4425. 0. 0. ----- PAGE TOTAL 6812.
FORM 13F DATE: 040331 PAGE: 71
ITEM 4 ITEM 8 FAIR ITEM 5 ITEM 6 VOTING AUTHORITY MARKET ------------------------- INVESTMENT (SHARES) ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 --------------------------- ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - --------------------- ------- --------- ------ ------- ------ -------- ---------- ------ ------- --------- ------- HEARST-ARGYLE TELE COMMON 422317107 102. 3807. SH SOLE 3807. 0. 0. HEARTLAND EXPRESS IN COMMON 422347104 85. 3710. SH SOLE 3710. 0. 0. HECLA MNG CO COMMON 422704106 77. 9184. SH SOLE 9184. 0. 0. HEIDRICK &STRUG INTL COMMON 422819102 65. 2718. SH SOLE 2718. 0. 0. HEINEKEN N V ADR (1 423012202 860. 21305. SH SOLE 21305. 0. 0. HEINZ H J CO COMMON 423074103 1373. 36811. SH SOLE 36811. 0. 0. HELEN OF TROY CORP COMMON G4388N106 77. 2485. SH SOLE 2485. 0. 0. HELIX TECHNOLOGY COMMON 423319102 65. 2682. SH SOLE 2682. 0. 0. HELMERICH & PAYNE COMMON 423452101 106. 3717. SH SOLE 3717. 0. 0. HENRY JACK & ASSOC COMMON 426281101 125. 6520. SH SOLE 6520. 0. 0. HERCULES INC COMMON 427056106 101. 8815. SH SOLE 8815. 0. 0. HERITAGE PPTY INVT T COMMON 42725M107 97. 3103. SH SOLE 3103. 0. 0. HERSHEY FOODS CORP COMMON 427866108 879. 10612. SH SOLE 10612. 0. 0. HEWITT ASSOCIATES COMMON 42822Q100 68. 2109. SH SOLE 2109. 0. 0. HEWLETT PACKARD CO COMMON 428236103 13775. 603126. SH SOLE 599501. 0. 3625. HIBBETT SPORTING GDS COMMON 428565105 76. 1983. SH SOLE 1983. 0. 0. HIBERNIA CORP CLASS A 428656102 272. 11581. SH SOLE 11581. 0. 0. ------ PAGE TOTAL 18203.
FORM 13F DATE: 040331 PAGE: 72
ITEM 4 ITEM 8 FAIR ITEM 5 ITEM 6 VOTING AUTHORITY MARKET ------------------------- INVESTMENT (SHARES) ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 --------------------------- ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - --------------------- ------- --------- ------ ------- ------ -------- ---------- ------ ------- --------- ------- HIGHLANDS INS GROUP COMMON 431032101 0. 2300. SH SOLE 2300. 0. 0. HIGHWOODS PPTYS INC COMMON 431284108 103. 3940. SH SOLE 3940. 0. 0. HILB ROGAL&HOBBS CO COMMON 431294107 96. 2525. SH SOLE 2525. 0. 0. HILLENBRAND INDS INC COMMON 431573104 311. 4586. SH SOLE 4586. 0. 0. HILTON HOTELS CORP COMMON 432848109 486. 29927. SH SOLE 29927. 0. 0. HOLLINGER INTL INC CLASS A 435569108 127. 6418. SH SOLE 6418. 0. 0. HOLLIS-EDEN PHARMAC COMMON 435902101 34. 3531. SH SOLE 3531. 0. 0. HOLLY CORP COMMON 435758305 67. 2101. SH SOLE 2101. 0. 0. HOLLYWOOD ENTMT CORP COMMON 436141105 60. 4393. SH SOLE 4393. 0. 0. HOME DEPOT INC COMMON 437076102 14223. 381549. SH SOLE 368949. 0. 12600. HOME PROPERTIES INC COMMON 437306103 88. 2148. SH SOLE 2148. 0. 0. HON INDS INC COMMON 438092108 160. 4295. SH SOLE 4295. 0. 0. HONEYWELL INTL INC COMMON 438516106 3437. 101523. SH SOLE 101430. 0. 93. HOOPER HOLMES INC COMMON 439104100 66. 10643. SH SOLE 10643. 0. 0. HORACE MANN EDUCATRS COMMON 440327104 65. 4146. SH SOLE 4146. 0. 0. HORIZON GROUP PPTYS COMMON 44041U102 1. 175. SH SOLE 175. 0. 0. HORMEL FOODS CORP COMMON 440452100 301. 10267. SH SOLE 10267. 0. 0. ------ PAGE TOTAL 19625.
FORM 13F DATE: 040331 PAGE: 73
ITEM 4 ITEM 8 FAIR ITEM 5 ITEM 6 VOTING AUTHORITY MARKET ------------------------ INVESTMENT (SHARES) ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 --------------------------- ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - --------------------- ------- --------- ------ ------ ------ -------- ---------- ------ ------- --------- ------- HOSPITALITY PPTYS TR SH BEN 44106M102 216. 4646. SH SOLE 4646. 0. 0. HOST MARRIOTT CORP COMMON 44107P104 303. 23688. SH SOLE 23688. 0. 0. HOT TOPIC INC COMMON 441339108 93. 3508. SH SOLE 3508. 0. 0. HOUSTON EXPL CO COMMON 442120101 103. 2307. SH SOLE 2307. 0. 0. HOVNANIAN ENTERPRISE CLASS A 442487203 181. 4185. SH SOLE 4185. 0. 0. HRPT PROPERTIES TR COM SH 40426W101 119. 10553. SH SOLE 10553. 0. 0. HSBC HLDGS PLC SP ADR( 404280406 4327. 57851. SH SOLE 48851. 0. 9000. HUANENG PWR INTL INC SP ADR 443304100 55. 700. SH SOLE 700. 0. 0. HUB INTL LTD COMMON 44332P101 228. 12350. SH SOLE 12350. 0. 0. HUBBELL INC CLASS B 443510201 177. 4409. SH SOLE 4409. 0. 0. HUDSON CITY BANCORP COMMON 443683107 535. 14193. SH SOLE 14193. 0. 0. HUDSON RIV BANCORP COMMON 444128102 64. 3106. SH SOLE 3106. 0. 0. HUDSON UNITED BANCOR COMMON 444165104 126. 3322. SH SOLE 3322. 0. 0. HUGHES SUPPLY INC COMMON 444482103 91. 1742. SH SOLE 1742. 0. 0. HUGOTON RTY TR TEX UNIT BE 444717102 64. 2910. SH SOLE 2910. 0. 0. HUMAN GENOME SCI COMMON 444903108 120. 9584. SH SOLE 9584. 0. 0. HUMANA INC COMMON 444859102 244. 12804. SH SOLE 12804. 0. 0. ----- PAGE TOTAL 7046.
FORM 13F DATE: 040331 PAGE: 74
ITEM 4 ITEM 8 FAIR ITEM 5 ITEM 6 VOTING AUTHORITY MARKET ------------------------- INVESTMENT (SHARES) ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 --------------------------- ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - --------------------- ------ --------- ------ ------- ------ -------- ---------- ------ ------- --------- ------- HUMMINGBIRD LTD COMMON 44544R101 3790. 166950. SH SOLE 163875. 0. 3075. HUNT JB TRANS SVCS COMMON 445658107 165. 5872. SH SOLE 5872. 0. 0. HUNTINGTON BANCSHARE COMMON 446150104 690. 31330. SH SOLE 31330. 0. 0. HUTCHINSON TECH INC COMMON 448407106 54. 1921. SH SOLE 1921. 0. 0. HYDRIL COMMON 448774109 58. 2232. SH SOLE 2232. 0. 0. HYPERION SOLUT CORP COMMON 44914M104 122. 2932. SH SOLE 2932. 0. 0. IAMGOLD CORP COMMON 450913108 2060. 314700. SH SOLE 314700. 0. 0. IBERIABANK CORP COMMON 450828108 58. 990. SH SOLE 990. 0. 0. IBM COMMON 459200101 45828. 500281. SH SOLE 488065. 0. 12216. ICOS CORP COMMON 449295104 171. 4643. SH SOLE 4643. 0. 0. ICU MED INC COMMON 44930G107 48. 1580. SH SOLE 1580. 0. 0. ID BIOMEDICAL CORP COMMON 44936D108 477. 42825. SH SOLE 42825. 0. 0. IDACORP INC COMMON 451107106 85. 2834. SH SOLE 2834. 0. 0. IDENTIX INC COMMON 451906101 54. 9359. SH SOLE 9359. 0. 0. IDEX CORP COMMON 45167R104 106. 2430. SH SOLE 2430. 0. 0. IDEXX LABS INC COMMON 45168D104 145. 2550. SH SOLE 2550. 0. 0. IDT CORPORATION COMMON 448947101 59. 2985. SH SOLE 2985. 0. 0. ------ PAGE TOTAL 53970.
FORM 13F DATE: 040331 PAGE: 75
ITEM 4 ITEM 8 FAIR ITEM 5 ITEM 6 VOTING AUTHORITY MARKET -------------------------- INVESTMENT (SHARES) ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 ---------------------------- ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - --------------------- ------ --------- ------ -------- ------ -------- ---------- ------ -------- --------- ------- IDX SYSTEMS CORP COMMON 449491109 77. 2222. SH SOLE 2222. 0. 0. IHOP CORP COMMON 449623107 54. 1571. SH SOLE 1571. 0. 0. II VI INC COMMON 902104108 58. 2375. SH SOLE 2375. 0. 0. IKON OFFICE SOLUTION COMMON 451713101 139. 10859. SH SOLE 10859. 0. 0. ILEX ONCOLOGY INC COMMON 451923106 68. 2835. SH SOLE 2835. 0. 0. ILLINOIS TOOL WORKS COMMON 452308109 2526. 31877. SH SOLE 31877. 0. 0. IMAGISTICS INTL COMMON 45247T104 72. 1628. SH SOLE 1628. 0. 0. IMATION CORP COMMON 45245A107 101. 2675. SH SOLE 2675. 0. 0. IMC GLOBAL INC COMMON 449669100 122. 8544. SH SOLE 8544. 0. 0. IMCLONE SYS INC COMMON 45245W109 281. 5535. SH SOLE 5535. 0. 0. IMMUCOR INC COMMON 452526106 48. 2648. SH SOLE 2648. 0. 0. IMMUNOMEDICS INC COMMON 452907108 28. 6952. SH SOLE 6952. 0. 0. IMPAC MTG HLDGS INC COMMON 45254P102 99. 3652. SH SOLE 3652. 0. 0. IMPATH INC COMMON 45255G101 8. 1292. SH SOLE 1292. 0. 0. IMPAX LABS INC COMMON 45256B101 94. 4204. SH SOLE 4204. 0. 0. IMPERIAL OIL LTD COMMON 453038408 56659. 1261280. SH SOLE 1061305. 0. 199975. IMS HEALTH INC COMMON 449934108 441. 18939. SH SOLE 18939. 0. 0. ------ PAGE TOTAL 60875.
FORM 13F DATE: 040331 PAGE: 76
ITEM 4 ITEM 8 FAIR ITEM 5 ITEM 6 VOTING AUTHORITY MARKET -------------------------- INVESTMENT (SHARES) ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 ---------------------------- ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - --------------------- ------- --------- ------ -------- ------ -------- ---------- ------ -------- --------- ------- INAMED CORP COMMON 453235103 137. 2565. SH SOLE 2565. 0. 0. INCO LTD COMMON 453258402 74597. 2166140. SH SOLE 2127940. 0. 38200. INCYTE CORPORATION COMMON 45337C102 76. 9108. SH SOLE 9108. 0. 0. INDEPENDENCE CMNTY COMMON 453414104 165. 4058. SH SOLE 4058. 0. 0. INDEPENDENT BK CORP COMMON 453838104 52. 1865. SH SOLE 1865. 0. 0. INDEPNDNT BK OF MASS COMMON 453836108 57. 1868. SH SOLE 1868. 0. 0. INDIA FD INC COMMON 454089103 715. 27200. SH SOLE 11200. 0. 16000. INDYMAC BANCORP INC COMMON 456607100 150. 4121. SH SOLE 4121. 0. 0. INET TECHN INC COMMON 45662V105 52. 4206. SH SOLE 4206. 0. 0. INFINITY PPTY & CAS COMMON 45665Q103 52. 1654. SH SOLE 1654. 0. 0. INFO ARCHITECTS COMMON 45669R503 0. 73. SH SOLE 73. 0. 0. INFOCUS CORP COMMON 45665B106 60. 6398. SH SOLE 6398. 0. 0. INFONET SVCS CORP CLASS B 45666T106 48. 24030. SH SOLE 24030. 0. 0. INFORMATICA CORP COMMON 45666Q102 50. 5850. SH SOLE 5850. 0. 0. INFORMATION HLDGS COMMON 456727106 51. 2462. SH SOLE 2462. 0. 0. INFOSPACE INC COMMON 45678T201 88. 2275. SH SOLE 2275. 0. 0. INFOUSA INC NEW COMMON 456818301 72. 6855. SH SOLE 6855. 0. 0. ------ PAGE TOTAL 76422.
FORM 13F DATE: 040331 PAGE: 77
ITEM 4 ITEM 8 FAIR ITEM 5 ITEM 6 VOTING AUTHORITY MARKET -------------------------- INVESTMENT (SHARES) ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 ---------------------------- ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - --------------------- ------- --------- ------ -------- ------ -------- ---------- ------ -------- --------- ------- ING GROUP NV SP ADR 456837103 910. 41283. SH SOLE 41283. 0. 0. INGERSOLL-RAND CO CLASS A G4776G101 1357. 20061. SH SOLE 20061. 0. 0. INGRAM MICRO INC CLASS A 457153104 203. 11210. SH SOLE 11210. 0. 0. INSIGHT COMMUN INC CLASS A 45768V108 57. 5705. SH SOLE 5705. 0. 0. INSIGHT ENTERPRISES COMMON 45765U103 65. 3361. SH SOLE 3361. 0. 0. INSITUFORM TECH INC CLASS A 457667103 60. 3844. SH SOLE 3844. 0. 0. INSPIRE PHARMACEUTIC COMMON 457733103 37. 2876. SH SOLE 2876. 0. 0. INSWEB CORP COMMON 45809K202 1. 183. SH SOLE 183. 0. 0. INTEGRA BK CORP COMMON 45814P105 63. 2605. SH SOLE 2605. 0. 0. INTEGRA LIFESCIENCE COMMON 457985208 59. 1942. SH SOLE 1942. 0. 0. INTEGRAT DEVICE TECH COMMON 458118106 116. 7725. SH SOLE 7725. 0. 0. INTEGRATED CIRCUIT COMMON 45811K208 129. 5164. SH SOLE 5164. 0. 0. INTEGRATED SILICON COMMON 45812P107 57. 3229. SH SOLE 3229. 0. 0. INTEL CORP COMMON 458140100 42177. 1553373. SH SOLE 1523538. 0. 29835. INTELLISYNC CORP COMMON 458176104 25. 7688. SH SOLE 7688. 0. 0. INTER TEL INC COMMON 458372109 68. 2273. SH SOLE 2273. 0. 0. INTERACTIVE DATA COR COMMON 45840J107 122. 6861. SH SOLE 6861. 0. 0. ------ PAGE TOTAL 45506.
FORM 13F DATE: 040331 PAGE: 78
ITEM 4 ITEM 8 FAIR ITEM 5 ITEM 6 VOTING AUTHORITY MARKET ------------------------- INVESTMENT (SHARES) ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 --------------------------- ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - --------------------- ------- --------- ------ ------- ------ -------- ---------- ------ ------- --------- ------- INTERACTIVE INTELLI COMMON 45839M103 3. 500. SH SOLE 500. 0. 0. INTERACTIVECORP COMMON 45840Q101 1966. 62152. SH SOLE 62152. 0. 0. INTERDIGITAL COMM COMMON 45866A105 72. 4108. SH SOLE 4108. 0. 0. INTERFACE INC CLASS A 458665106 72. 9034. SH SOLE 9034. 0. 0. INTERGRAPH CORP COMMON 458683109 84. 3442. SH SOLE 3442. 0. 0. INTERLAND INC COMMON 458727203 2. 380. SH SOLE 380. 0. 0. INTERMAGNETICS GEN COMMON 458771102 66. 2473. SH SOLE 2473. 0. 0. INTERMUNE INC COMMON 45884X103 53. 2710. SH SOLE 2710. 0. 0. INTERNATIONAL PAPER COMMON 460146103 2051. 48527. SH SOLE 48527. 0. 0. INTERNET SEC SYS INC COMMON 46060X107 65. 3704. SH SOLE 3704. 0. 0. INTERPOOL INC COMMON 46062R108 57. 3831. SH SOLE 3831. 0. 0. INTERPUBLIC GROUP COMMON 460690100 478. 31066. SH SOLE 31066. 0. 0. INTERSIL CORP CLASS A 46069S109 4646. 208340. SH SOLE 208340. 0. 0. INTERSTATE BAKERIES COMMON 46072H108 41. 3600. SH SOLE 3600. 0. 0. INTERSTATE GEN L P COMMON 460885205 0. 20. SH SOLE 20. 0. 0. INTERTAPE POLYMER COMMON 460919103 465. 47815. SH SOLE 47815. 0. 0. INTERVOICE INC COMMON 461142101 86. 5115. SH SOLE 5115. 0. 0. ------ PAGE TOTAL 10207.
FORM 13F DATE: 040331 PAGE: 79
ITEM 4 ITEM 8 FAIR ITEM 5 ITEM 6 VOTING AUTHORITY MARKET ------------------------- INVESTMENT (SHARES) ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 --------------------------- ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - --------------------- ------- --------- ------ ------- ------ -------- ---------- ------ ------- --------- ------- INTERWOVEN INC COMMON 46114T508 34. 3424. SH SOLE 3424. 0. 0. INTIER AUTOMOTIVE CLASS A 46115N104 1993. 117650. SH SOLE 117650. 0. 0. INTL BANCSHARES CORP COMMON 459044103 149. 2834. SH SOLE 2834. 0. 0. INTL FLAVORS & FRAGR COMMON 459506101 265. 7462. SH SOLE 7462. 0. 0. INTL GAME TECH COMMON 459902102 1800. 40039. SH SOLE 40039. 0. 0. INTL MULTIFOODS CORP COMMON 460043102 74. 2981. SH SOLE 2981. 0. 0. INTL RECTIFIER CORP COMMON 460254105 3263. 70944. SH SOLE 70944. 0. 0. INTL SPEEDWAY CORP CLASS A 460335201 186. 3948. SH SOLE 3948. 0. 0. INTRABIOTICS PHARMA COMMON 46116T506 1. 66. SH SOLE 66. 0. 0. INTRADO INC COMMON 46117A100 55. 2862. SH SOLE 2862. 0. 0. INTRAWARE INC COMMON 46118M103 1. 400. SH SOLE 400. 0. 0. INTRAWEST CORP COMMON 460915200 12175. 707217. SH SOLE 692142. 0. 15075. INTRCHANGE FINL SVCS COMMON 458447109 54. 2209. SH SOLE 2209. 0. 0. INTUIT COMMON 461202103 5682. 127322. SH SOLE 127322. 0. 0. INTUITIVE SURGIC INC COMMON 46120E602 62. 3632. SH SOLE 3632. 0. 0. INVACARE CORP COMMON 461203101 102. 2269. SH SOLE 2269. 0. 0. INVERESK RESH GROUP COMMON 461238107 75. 2651. SH SOLE 2651. 0. 0. ------ PAGE TOTAL 25971.
FORM 13F DATE: 040331 PAGE: 80
ITEM 4 ITEM 8 FAIR ITEM 5 ITEM 6 VOTING AUTHORITY MARKET ------------------------- INVESTMENT (SHARES) ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 --------------------------- ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - --------------------- ------- --------- ------ ------- ------ -------- ---------- ------ ------- --------- ------- INVERNESS MED INNOVA COMMON 46126P106 41. 2254. SH SOLE 2254. 0. 0. INVESTMENT TECH GRP COMMON 46145F105 53. 3439. SH SOLE 3439. 0. 0. INVESTORS FINL SVCS COMMON 461915100 200. 4834. SH SOLE 4834. 0. 0. INVESTORS REAL ESTE SH BEN 461730103 53. 5395. SH SOLE 5395. 0. 0. INVISION TECHNOLOGIE COMMON 461851107 98. 1979. SH SOLE 1979. 0. 0. INVITROGEN CORP COMMON 46185R100 328. 4577. SH SOLE 4577. 0. 0. IOMEGA CORP COMMON 462030305 57. 10119. SH SOLE 10119. 0. 0. IONICS INC COMMON 462218108 52. 1828. SH SOLE 1828. 0. 0. IPAYMENT INC COMMON 46262E105 80. 2397. SH SOLE 2397. 0. 0. IPIX CORPORATION COMMON 44982L103 1. 180. SH SOLE 180. 0. 0. IPSCO INC COMMON 462622101 10707. 564625. SH SOLE 564625. 0. 0. IRON MOUNTAIN INC COMMON 462846106 282. 6329. SH SOLE 6329. 0. 0. IRWIN FINL CORP COMMON 464119106 55. 2035. SH SOLE 2035. 0. 0. ISHARES TR S&P SML 464287879 107. 1000. SH SOLE 1000. 0. 0. ISHARES TR DJ SEL 464287168 43. 776. SH SOLE 776. 0. 0. ISHARES TR S&P 500 464287200 255. 2250. SH SOLE 2250. 0. 0. ISIS PHARMACEUTICALS COMMON 464330109 69. 8858. SH SOLE 8858. 0. 0. ------ PAGE TOTAL 12481.
FORM 13F DATE: 040331 PAGE: 81
ITEM 4 ITEM 8 FAIR ITEM 5 ITEM 6 VOTING AUTHORITY MARKET ------------------------- INVESTMENT (SHARES) ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 --------------------------- ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - --------------------- ------ --------- ------ ------- ------ -------- ---------- ------ ------- --------- ------- ISLE OF CAPR CAS INC COMMON 464592104 62. 2470. SH SOLE 2470. 0. 0. ISTAR FINANCIAL INC COMMON 45031U101 316. 7459. SH SOLE 7459. 0. 0. ITEX CORP COMMON 465647204 0. 2800. SH SOLE 2800. 0. 0. ITLA CAP CORP COMMON 450565106 56. 1146. SH SOLE 1146. 0. 0. ITRON INC COMMON 465741106 50. 2667. SH SOLE 2667. 0. 0. ITT EDUCATIONAL SVCS COMMON 45068B109 104. 3329. SH SOLE 3329. 0. 0. ITT INDS INC(IND) COMMON 450911102 3251. 42588. SH SOLE 41513. 0. 1075. ITXC CORP COMMON 45069F109 862. 271900. SH SOLE 271900. 0. 0. IVANHOE ENERGY COMMON 465790103 305. 124800. SH SOLE 124800. 0. 0. IVAX CORP COMMON 465823102 331. 14520. SH SOLE 14520. 0. 0. IXIA COMMON 45071R109 49. 4536. SH SOLE 4536. 0. 0. J&J SNACK FOODS CORP COMMON 466032109 69. 1521. SH SOLE 1521. 0. 0. J2 GLOBAL COMMUNICAT COMMON 46626E205 45. 2015. SH SOLE 2015. 0. 0. JABIL CIRCUIT INC COMMON 466313103 4116. 139872. SH SOLE 136222. 0. 3650. JACK IN THE BOX INC COMMON 466367109 71. 2853. SH SOLE 2853. 0. 0. JACOBS ENGR GROUP COMMON 469814107 183. 4114. SH SOLE 4114. 0. 0. JACUZZI BRANDS COMMON 469865109 72. 7712. SH SOLE 7712. 0. 0. ----- PAGE TOTAL 9942.
FORM 13F DATE: 040331 PAGE: 82
ITEM 4 ITEM 8 FAIR ITEM 5 ITEM 6 VOTING AUTHORITY MARKET ------------------------- INVESTMENT (SHARES) ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 --------------------------- ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - --------------------- ------ --------- ------ ------- ------ -------- ---------- ------ ------- --------- ------- JAKKS PAC INC COMMON 47012E106 61. 4051. SH SOLE 4051. 0. 0. JANUS CAPITAL GROUP COMMON 47102X105 310. 18914. SH SOLE 18914. 0. 0. JARDEN CORP COMMON 471109108 69. 1930. SH SOLE 1930. 0. 0. JDA SOFTWARE GRP COMMON 46612K108 37. 2544. SH SOLE 2544. 0. 0. JDS UNIPHASE CORP COMMON 46612J101 610. 149968. SH SOLE 149968. 0. 0. JEFFERIES GRP INC COMMON 472319102 142. 4031. SH SOLE 4031. 0. 0. JEFFERSON PILOT CORP COMMON 475070108 618. 11236. SH SOLE 11236. 0. 0. JETBLUE AIRWAYS CORP COMMON 477143101 190. 7526. SH SOLE 7526. 0. 0. JLG INDS INC COMMON 466210101 63. 4425. SH SOLE 4425. 0. 0. JO-ANN STORES INC COMMON 47758P307 59. 2105. SH SOLE 2105. 0. 0. JOHN HANCOCK FNL SVS COMMON 41014S106 1379. 31564. SH SOLE 31564. 0. 0. JOHNSON & JOHNSON COMMON 478160104 34351. 678832. SH SOLE 667677. 0. 11155. JOHNSON CONTROLS INC COMMON 478366107 2311. 39070. SH SOLE 29070. 0. 10000. JOHNSON ELEC HLDG SP ADR 479087207 432. 39300. SH SOLE 39300. 0. 0. JONES APPAREL GROUP COMMON 480074103 362. 10017. SH SOLE 10017. 0. 0. JONES LANG LASALLE COMMON 48020Q107 73. 2853. SH SOLE 2853. 0. 0. JOS A BANK CLOTHIERS COMMON 480838101 80. 2198. SH SOLE 2198. 0. 0. ------ PAGE TOTAL 41147.
FORM 13F DATE: 040331 PAGE: 83
ITEM 4 ITEM 8 FAIR ITEM 5 ITEM 6 VOTING AUTHORITY MARKET ------------------------- INVESTMENT (SHARES) ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 --------------------------- ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - --------------------- ------- --------- ------ ------- ------ -------- ---------- ------ ------- --------- ------- JOURNAL REGISTER CO COMMON 481138105 63. 2992. SH SOLE 2992. 0. 0. JOY GLOBAL INC COMMON 481165108 102. 3635. SH SOLE 3635. 0. 0. JP MORGAN CHASE&CO COMMON 46625H100 13898. 331619. SH SOLE 325937. 0. 5682. JSC MMC NORILSK NKL SPONS A 46626D108 241. 3127. SH SOLE 3127. 0. 0. JUNIPER NETWORKS COM COMMON 48203R104 3884. 149255. SH SOLE 149255. 0. 0. JUPITER MEDIA METRIX COMMON 48206U104 0. 700. SH SOLE 700. 0. 0. K V PHARMACEUTICAL CLASS A 482740206 88. 3600. SH SOLE 3600. 0. 0. K-SWISS INC CLASS A 482686102 63. 2569. SH SOLE 2569. 0. 0. K2 INC COMMON 482732104 56. 3463. SH SOLE 3463. 0. 0. KANS CITY LIFE INS COMMON 484836101 50. 1164. SH SOLE 1164. 0. 0. KANSAS CITY SOUTHERN COMMON 485170302 62. 4488. SH SOLE 4488. 0. 0. KAYDON CORP COMMON 486587108 64. 2323. SH SOLE 2323. 0. 0. KB HOME COMMON 48666K109 301. 3721. SH SOLE 3721. 0. 0. KBK CAPITAL CORP COMMON 482412103 2. 1200. SH SOLE 1200. 0. 0. KEANE INC COMMON 486665102 73. 4638. SH SOLE 4638. 0. 0. KELLOGG CO COMMON 487836108 1630. 41549. SH SOLE 41549. 0. 0. KELLWOOD CO COMMON 488044108 76. 1931. SH SOLE 1931. 0. 0. ------ PAGE TOTAL 20653.
FORM 13F DATE: 040331 PAGE: 84
ITEM 4 ITEM 8 FAIR ITEM 5 ITEM 6 VOTING AUTHORITY MARKET ------------------------- INVESTMENT (SHARES) ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 --------------------------- ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - --------------------- ------- --------- ------ ------- ------ -------- ---------- ------ ------- --------- ------- KELLY SERVICES INC CLASS A 488152208 77. 2589. SH SOLE 2589. 0. 0. KEMET CORP COMMON 488360108 92. 6411. SH SOLE 6411. 0. 0. KENNAMETAL INC COMMON 489170100 108. 2627. SH SOLE 2627. 0. 0. KERR MCGEE CORP COMMON 492386107 759. 14736. SH SOLE 14736. 0. 0. KEY ENERGY SVCS COMMON 492914106 107. 9682. SH SOLE 9682. 0. 0. KEYCORP COMMON 493267108 1320. 43581. SH SOLE 43581. 0. 0. KEYSPAN CORPORATION COMMON 49337W100 479. 12532. SH SOLE 12532. 0. 0. KEYSTONE AUTOMOTIVE COMMON 49338N109 60. 2181. SH SOLE 2181. 0. 0. KEYSTONE PPTY TR COR COMMON 493596100 68. 2785. SH SOLE 2785. 0. 0. KFX INC COMMON 48245L107 90. 8629. SH SOLE 8629. 0. 0. KILROY RLTY CORP COMMON 49427F108 71. 2013. SH SOLE 2013. 0. 0. KIMBALL INTL INC CLASS B 494274103 57. 3642. SH SOLE 3642. 0. 0. KIMBERLY CLARK CORP COMMON 494368103 4468. 70808. SH SOLE 70208. 0. 600. KIMCO REALTY CORP COMMON 49446R109 417. 8188. SH SOLE 8188. 0. 0. KINDER MORGAN INC COMMON 49455P101 929. 14735. SH SOLE 14735. 0. 0. KINDER MORGAN MANAGE COMMON 49455U100 149. 3514. SH SOLE 3514. 0. 0. KINDRED HEALTHCARE I COMMON 494580103 65. 1300. SH SOLE 1300. 0. 0. ----- PAGE TOTAL 9316.
FORM 13F DATE: 040331 PAGE: 85
ITEM 4 ITEM 8 FAIR ITEM 5 ITEM 6 VOTING AUTHORITY MARKET ------------------------- INVESTMENT (SHARES) ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 --------------------------- ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - --------------------- ------- --------- ------ ------- ------ -------- ---------- ------ ------- --------- ------- KING PHARMACEUTICALS COMMON 495582108 322. 19101. SH SOLE 19101. 0. 0. KINGSWAY FINANCIAL COMMON 496904103 4503. 390775. SH SOLE 381250. 0. 9525. KINROSS GOLD CORP COMMON 496902206 2897. 396288. SH SOLE 396288. 0. 0. KIRBY CORPORATION COMMON 497266106 63. 1855. SH SOLE 1855. 0. 0. KIRKLANDS INC COMMON 497498105 43. 2628. SH SOLE 2628. 0. 0. KLA-TENCOR CORP COMMON 482480100 5287. 105147. SH SOLE 105147. 0. 0. KNIGHT TRADING GROUP COMMON 499063105 107. 8430. SH SOLE 8430. 0. 0. KNIGHT TRANSN INC COMMON 499064103 65. 2718. SH SOLE 2718. 0. 0. KNIGHT-RIDDER INC COMMON 499040103 467. 6373. SH SOLE 6373. 0. 0. KOGER EQUITY INC COMMON 500228101 65. 2756. SH SOLE 2756. 0. 0. KOHLS CORP COMMON 500255104 1679. 34748. SH SOLE 34748. 0. 0. KOMERCNI BANKA A S GDR (0. 500459409 138. 3420. SH SOLE 3420. 0. 0. KONINKLIJKE AHOLD SP ADR 500467303 6. 700. SH SOLE 700. 0. 0. KOOKMIN BK NEW SPONSOR 50049M109 302. 7465. SH SOLE 7465. 0. 0. KOPIN CORP COMMON 500600101 40. 6936. SH SOLE 6936. 0. 0. KOREA ELECTRIC PWR SP ADR 500631106 37. 3600. SH SOLE 3600. 0. 0. KOREA FUND COMMON 500634100 1537. 72154. SH SOLE 72154. 0. 0. ------ PAGE TOTAL 17558.
FORM 13F DATE: 040331 PAGE: 86
ITEM 4 ITEM 8 FAIR ITEM 5 ITEM 6 VOTING AUTHORITY MARKET ------------------------- INVESTMENT (SHARES) ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 --------------------------- ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - --------------------- ------- --------- ------ ------- ------ -------- ---------- ------ ------- --------- ------- KORN FERRY INTL COMMON 500643200 96. 5974. SH SOLE 5974. 0. 0. KOS PHARMACEUTICALS COMMON 500648100 64. 1562. SH SOLE 1562. 0. 0. KRAFT FOODS INC CLASS A 50075N104 953. 29778. SH SOLE 29778. 0. 0. KRAMONT REALTY TR COMMON 50075Q107 59. 3110. SH SOLE 3110. 0. 0. KRISPY KREME DOUGHN COMMON 501014104 147. 4280. SH SOLE 4280. 0. 0. KROGER CO COMMON 501044101 1345. 80851. SH SOLE 80851. 0. 0. KROLL INC COMMON 501049100 83. 3094. SH SOLE 3094. 0. 0. KRONOS INC COMMON 501052104 72. 2202. SH SOLE 2202. 0. 0. KT CORPORATION ADR 48268K101 32. 1700. SH SOLE 1700. 0. 0. KULICKE & SOFFA INDS COMMON 501242101 42. 3617. SH SOLE 3617. 0. 0. KYPHON INC COMMON 501577100 67. 2812. SH SOLE 2812. 0. 0. L OREAL CO ADR (0. 502117203 504. 32622. SH SOLE 32622. 0. 0. L-3 COMMUNICATIONS COMMON 502424104 426. 7154. SH SOLE 7154. 0. 0. LA QUINTA PPTYS INC PAIRED 50419U202 85. 11218. SH SOLE 11218. 0. 0. LA-Z-BOY INC COMMON 505336107 88. 4055. SH SOLE 4055. 0. 0. LABONE INC COMMON 50540L105 63. 2081. SH SOLE 2081. 0. 0. LABOR READY INC COMMON 505401208 64. 4732. SH SOLE 4732. 0. 0. ----- PAGE TOTAL 4190.
FORM 13F DATE: 040331 PAGE: 87
ITEM 4 ITEM 8 FAIR ITEM 5 ITEM 6 VOTING AUTHORITY MARKET ------------------------ INVESTMENT (SHARES) ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 --------------------------- ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - --------------------- ------- --------- ------ ------ ------ -------- ---------- ------ ------- --------- ------- LABORATORY CORP AMER COMMON 50540R409 422. 10750. SH SOLE 10750. 0. 0. LABRANCHE & CO INC COMMON 505447102 60. 5375. SH SOLE 5375. 0. 0. LACLEDE GROUP INC COMMON 505597104 57. 1886. SH SOLE 1886. 0. 0. LAFARGE NORTH AMCA COMMON 505862102 211. 5192. SH SOLE 5192. 0. 0. LAM RESEARCH CORP COMMON 512807108 296. 11798. SH SOLE 11798. 0. 0. LAMAR ADVERTISING CO CLASS A 512815101 321. 7943. SH SOLE 7943. 0. 0. LANCASTER COLONY COMMON 513847103 107. 2659. SH SOLE 2659. 0. 0. LANCE INC COMMON 514606102 70. 4249. SH SOLE 4249. 0. 0. LANDAMERICA FINL G COMMON 514936103 61. 1354. SH SOLE 1354. 0. 0. LANDAUER INC COMMON 51476K103 59. 1395. SH SOLE 1395. 0. 0. LANDRYS RESTAURANTS COMMON 51508L103 64. 2157. SH SOLE 2157. 0. 0. LANDSTAR SYS INC COMMON 515098101 92. 2249. SH SOLE 2249. 0. 0. LARSCOM INC COMMON 51729Y207 0. 3. SH SOLE 3. 0. 0. LATTICE SEMICONDUCTR COMMON 518415104 71. 8184. SH SOLE 8184. 0. 0. LAWSON PRODS INC COMMON 520776105 57. 1756. SH SOLE 1756. 0. 0. LEAPFROG ENTERPRISES CL A 52186N106 37. 1911. SH SOLE 1911. 0. 0. LEAR CORPORATION COMMON 521865105 309. 4985. SH SOLE 4985. 0. 0. ----- PAGE TOTAL 2294.
FORM 13F DATE: 040331 PAGE: 88
ITEM 4 ITEM 8 FAIR ITEM 5 ITEM 6 VOTING AUTHORITY MARKET ------------------------- INVESTMENT (SHARES) ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 --------------------------- ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - --------------------- ------- --------- ------ ------- ------ -------- ---------- ------ ------- --------- ------- LEARNING TREE INTL COMMON 522015106 50. 3117. SH SOLE 3117. 0. 0. LEE ENTERPRISES INC COMMON 523768109 149. 3308. SH SOLE 3308. 0. 0. LEGG MASON INC COMMON 524901105 453. 4878. SH SOLE 4878. 0. 0. LEGGETT & PLATT INC COMMON 524660107 669. 28196. SH SOLE 28196. 0. 0. LEHMAN BROS HLDGS COMMON 524908100 2297. 27713. SH SOLE 27713. 0. 0. LENNAR CORP CLASS A 526057104 590. 10916. SH SOLE 10916. 0. 0. LENNAR CORP CLASS B 526057302 40. 782. SH SOLE 782. 0. 0. LENNOX INTL INC COMMON 526107107 81. 4348. SH SOLE 4348. 0. 0. LEUCADIA NATL CORP COMMON 527288104 280. 5254. SH SOLE 5254. 0. 0. LEVEL 3 COMMUNICTN COMMON 52729N100 242. 60446. SH SOLE 60446. 0. 0. LEXAR MEDIA INC COMMON 52886P104 93. 5624. SH SOLE 5624. 0. 0. LEXICON GENETIC INC COMMON 528872104 64. 10215. SH SOLE 10215. 0. 0. LEXINGTON CORP PPTYS COMMON 529043101 64. 2942. SH SOLE 2942. 0. 0. LEXMARK INTL CLASS A 529771107 5786. 62893. SH SOLE 62893. 0. 0. LIBBEY INC COMMON 529898108 50. 1922. SH SOLE 1922. 0. 0. LIBERTY CORP S C COMMON 530370105 67. 1453. SH SOLE 1453. 0. 0. LIBERTY MEDIA CORP COMMON 530718105 2625. 239711. SH SOLE 239711. 0. 0. ------ PAGE TOTAL 13600.
FORM 13F DATE: 040331 PAGE: 89
ITEM 4 ITEM 8 FAIR ITEM 5 ITEM 6 VOTING AUTHORITY MARKET ------------------------- INVESTMENT (SHARES) ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 --------------------------- ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - --------------------- ------- --------- ------ ------- ------ -------- ---------- ------ ------- --------- ------- LIBERTY PPTY TR SH BEN 531172104 265. 5882. SH SOLE 5882. 0. 0. LIFEPOINT HOSPITALS COMMON 53219L109 94. 2919. SH SOLE 2919. 0. 0. LIGAND PHARM INC CLASS B 53220K207 103. 5147. SH SOLE 5147. 0. 0. LIMITED BRANDS INC COMMON 532716107 1173. 58673. SH SOLE 58673. 0. 0. LIN TV CORP CLASS A 532774106 59. 2470. SH SOLE 2470. 0. 0. LINCARE HLDGS INC COMMON 532791100 283. 9009. SH SOLE 9009. 0. 0. LINCOLN ELEC HLDGS COMMON 533900106 86. 3071. SH SOLE 3071. 0. 0. LINCOLN NATL CORP COMMON 534187109 667. 14099. SH SOLE 14099. 0. 0. LINDSAY MFG CO COMMON 535555106 55. 2298. SH SOLE 2298. 0. 0. LINEAR TECHNOLOGY COMMON 535678106 1556. 41957. SH SOLE 41957. 0. 0. LINENS N THINGS INC COMMON 535679104 115. 3259. SH SOLE 3259. 0. 0. LIONBRIDGE TECH INC COMMON 536252109 53. 5461. SH SOLE 5461. 0. 0. LITHIA MTRS INC CLASS A 536797103 61. 2204. SH SOLE 2204. 0. 0. LITTELFUSE INC COMMON 537008104 74. 2002. SH SOLE 2002. 0. 0. LIZ CLAIBORNE INC COMMON 539320101 6948. 189369. SH SOLE 182094. 0. 7275. LKQ CORP COMMON 501889208 57. 3280. SH SOLE 3280. 0. 0. LLOYDS TSB GROUP PLC SP ADR( 539439109 839. 27000. SH SOLE 27000. 0. 0. ------ PAGE TOTAL 12488.
FORM 13F DATE: 040331 PAGE: 90
ITEM 4 ITEM 8 FAIR ITEM 5 ITEM 6 VOTING AUTHORITY MARKET ------------------------- INVESTMENT (SHARES) ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 --------------------------- ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - --------------------- ------ --------- ------ ------- ------ -------- ---------- ------ ------- --------- ------- LNR PROPERTY CORP COMMON 501940100 79. 1477. SH SOLE 1477. 0. 0. LOCAL FINL CORP COMMON 539553107 59. 2710. SH SOLE 2710. 0. 0. LOCKHEED MARTIN CORP COMMON 539830109 2041. 44716. SH SOLE 44716. 0. 0. LOEWS CORP COMMON 540424108 1281. 21687. SH SOLE 21687. 0. 0. LONE STAR STEAKHOUSE COMMON 542307103 74. 2538. SH SOLE 2538. 0. 0. LONE STAR TECH COMMON 542312103 69. 3878. SH SOLE 3878. 0. 0. LONGS DRUG STORES COMMON 543162101 51. 2718. SH SOLE 2718. 0. 0. LONGVIEW FIBRE CO COMMON 543213102 56. 5032. SH SOLE 5032. 0. 0. LORAL SPACE & COMM COMMON G56462198 1. 890. SH SOLE 890. 0. 0. LOUDEYE TECH INC COMMON 545754103 1. 800. SH SOLE 800. 0. 0. LOUISIANA PAC CORP COMMON 546347105 214. 8300. SH SOLE 8300. 0. 0. LOWES CO COMMON 548661107 4771. 84997. SH SOLE 84997. 0. 0. LSI LOGIC CORP COMMON 502161102 958. 102556. SH SOLE 102556. 0. 0. LTX CORP COMMON 502392103 54. 3605. SH SOLE 3605. 0. 0. LUBRIZOL CORP COMMON 549271104 120. 3821. SH SOLE 3821. 0. 0. LUCENT TECHNOLOGIES COMMON 549463107 1606. 390665. SH SOLE 390465. 0. 200. LUKOIL HLDGS SP ADR 677862104 963. 7763. SH SOLE 7763. 0. 0. ------ PAGE TOTAL 12398.
FORM 13F DATE: 040331 PAGE: 91
ITEM 4 ITEM 8 FAIR ITEM 5 ITEM 6 VOTING AUTHORITY MARKET -------------------------- INVESTMENT (SHARES) ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 ---------------------------- ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - --------------------- ------- --------- ------- -------- ------ -------- ---------- ------ -------- --------- ------- LUXOTTICA GROUP SPA SP ADR 55068R202 9796. 619232. SH SOLE 609736. 0. 9496. LYON WILLIAM HOMES COMMON 552074106 80. 859. SH SOLE 859. 0. 0. LYONDELL CHEMICAL CO COMMON 552078107 191. 12904. SH SOLE 12904. 0. 0. M & T BK CORP COMMON 55261F104 851. 9474. SH SOLE 9474. 0. 0. M/I HOMES INC COMMON 55305B101 65. 1382. SH SOLE 1382. 0. 0. MACDERMID INC COMMON 554273102 81. 2297. SH SOLE 2297. 0. 0. MACERICH CO COMMON 554382101 210. 3903. SH SOLE 3903. 0. 0. MACK CALI RLTY CORP COMMON 554489104 194. 4311. SH SOLE 4311. 0. 0. MACROMEDIA INC COMMON 556100105 93. 4646. SH SOLE 4646. 0. 0. MACROVISION CORP COMMON 555904101 67. 3545. SH SOLE 3545. 0. 0. MADDEN STEVEN LTD COMMON 556269108 52. 2612. SH SOLE 2612. 0. 0. MAF BANCORP INC COMMON 55261R108 84. 1937. SH SOLE 1937. 0. 0. MAGELLAN MIDSTREAM COMMON 559080106 24. 446. SH SOLE 446. 0. 0. MAGMA DESIGN AUTOMAT COMMON 559181102 49. 2339. SH SOLE 2339. 0. 0. MAGNA INTL INC CLASS A 559222401 117544. 1490199. SH SOLE 1471574. 0. 18625. MAGNUM HUNTER RES COMMON 55972F203 64. 6319. SH SOLE 6319. 0. 0. MAGUIRE PPTYS INC COMMON 559775101 81. 3164. SH SOLE 3164. 0. 0. ------- PAGE TOTAL 129526.
FORM 13F DATE: 040331 PAGE: 92
ITEM 4 ITEM 8 FAIR ITEM 5 ITEM 6 VOTING AUTHORITY MARKET -------------------------- INVESTMENT (SHARES) ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 ---------------------------- ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - --------------------- ------- --------- ------- -------- ------ -------- ---------- ------ -------- --------- ------- MAGYAR TAVKOZLESI RT ADR(5 H 559776109 36. 1560. SH SOLE 1560. 0. 0. MAIN STR BKS INC COMMON 56034R102 56. 2047. SH SOLE 2047. 0. 0. MANAGEMENT NTWK GRP COMMON 561693102 3. 800. SH SOLE 800. 0. 0. MANDALAY RESORT GRP COMMON 562567107 252. 4404. SH SOLE 4404. 0. 0. MANHATTAN ASSOCS IN COMMON 562750109 60. 2161. SH SOLE 2161. 0. 0. MANITOWOC INC COMMON 563571108 68. 2303. SH SOLE 2303. 0. 0. MANOR CARE INC COMMON 564055101 250. 7072. SH SOLE 7072. 0. 0. MANPOWER INC COMMON 56418H100 270. 5800. SH SOLE 5800. 0. 0. MANTECH INTL CORP CLASS A 564563104 48. 2327. SH SOLE 2327. 0. 0. MANUFACTR HOME CMNTY COMMON 564682102 57. 1628. SH SOLE 1628. 0. 0. MANUGISTICS GRP COMMON 565011103 49. 7203. SH SOLE 7203. 0. 0. MANULIFE FINCL CORP COMMON 56501R106 137010. 3697523. SH SOLE 3630248. 0. 67275. MARATHON OIL CORP COMMON 565849106 1183. 35148. SH SOLE 35148. 0. 0. MARCUS CORP COMMON 566330106 64. 3664. SH SOLE 3664. 0. 0. MARKEL CORP COMMON 570535104 211. 732. SH SOLE 732. 0. 0. MARRIOTT INTL INC CLASS A 571903202 1114. 26188. SH SOLE 26188. 0. 0. MARSH & MCLENNAN COS COMMON 571748102 7106. 153849. SH SOLE 151749. 0. 2100. ------- PAGE TOTAL 147837.
FORM 13F DATE: 040331 PAGE: 93
ITEM 4 ITEM 8 FAIR ITEM 5 ITEM 6 VOTING AUTHORITY MARKET ------------------------- INVESTMENT (SHARES) ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 --------------------------- ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - --------------------- ------- --------- ------ ------- ------ -------- ---------- ------ ------- --------- ------- MARSHALL & ILSLEY COMMON 571834100 1022. 27036. SH SOLE 27036. 0. 0. MARTEK BIOSCI COMMON 572901106 116. 2044. SH SOLE 2044. 0. 0. MARTEN TRANS LTD COMMON 573075108 63. 3303. SH SOLE 3303. 0. 0. MARTIN MARIETTA MATL COMMON 573284106 168. 3630. SH SOLE 3630. 0. 0. MARVEL ENTERPRISES COMMON 57383M108 214. 11170. SH SOLE 11170. 0. 0. MASCO CORP COMMON 574599106 1538. 50522. SH SOLE 50522. 0. 0. MASONITE INTL COMMON 575384102 19014. 675275. SH SOLE 669725. 0. 5550. MASONITE INTL COMMON EMHM 14778. 524855. SH SOLE 506235. 0. 18620. MASSEY ENERGY CO COMMON 576206106 307. 13899. SH SOLE 13899. 0. 0. MASTEC INC COMMON 576323109 41. 4311. SH SOLE 4311. 0. 0. MATSUSHITA ELEC INDL ADR(1 C 576879209 27. 1751. SH SOLE 1129. 0. 622. MATTEL INC COMMON 577081102 659. 35755. SH SOLE 35755. 0. 0. MATTHEWS INTL CORP CLASS A 577128101 78. 2345. SH SOLE 2345. 0. 0. MATTSON TECH INC COMMON 577223100 5757. 481329. SH SOLE 481329. 0. 0. MAVERICK TUBE CORP COMMON 577914104 72. 3049. SH SOLE 3049. 0. 0. MAXIM INTEGRATED PRO COMMON 57772K101 2037. 43376. SH SOLE 43376. 0. 0. MAXIMUS INC COMMON 577933104 53. 1518. SH SOLE 1518. 0. 0. ------ PAGE TOTAL 45944.
FORM 13F DATE: 040331 PAGE: 94
ITEM 4 ITEM 8 FAIR ITEM 5 ITEM 6 VOTING AUTHORITY MARKET ------------------------- INVESTMENT (SHARES) ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 --------------------------- ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - --------------------- ------- --------- ------ ------- ------ -------- ---------- ------ ------- --------- ------- MAXTOR CORP COMMON 577729205 145. 17771. SH SOLE 17771. 0. 0. MAXYGEN INC COMMON 577776107 53. 5633. SH SOLE 5633. 0. 0. MAY DEPT STORES CO COMMON 577778103 1260. 36444. SH SOLE 36444. 0. 0. MAYTAG CORP COMMON 578592107 196. 6218. SH SOLE 6218. 0. 0. MB FINANCIAL INC NEW COMMON 55264U108 76. 1939. SH SOLE 1939. 0. 0. MBIA INC COMMON 55262C100 741. 11824. SH SOLE 11824. 0. 0. MBNA CORP COMMON 55262L100 3507. 126940. SH SOLE 126940. 0. 0. MCCORMICK & CO INC COMMON 579780206 370. 11047. SH SOLE 11047. 0. 0. MCDATA CORPORATION CLASS A 580031201 62. 8844. SH SOLE 8844. 0. 0. MCDERMOTT INTL INC COMMON 580037109 51. 6113. SH SOLE 6113. 0. 0. MCDONALDS CORP COMMON 580135101 4510. 157846. SH SOLE 157846. 0. 0. MCG CAPITAL CORP COMMON 58047P107 60. 2994. SH SOLE 2994. 0. 0. MCGRATH RENTCORP COMMON 580589109 58. 1894. SH SOLE 1894. 0. 0. MCGRAW HILL COS INC COMMON 580645109 1579. 20737. SH SOLE 20737. 0. 0. MCKESSON CORP COMMON 58155Q103 951. 31595. SH SOLE 31595. 0. 0. MCSI INC COMMON 55270M108 0. 900. SH SOLE 900. 0. 0. MDC HOLDINGS COMMON 552676108 152. 2153. SH SOLE 2153. 0. 0. ------ PAGE TOTAL 13771.
FORM 13F DATE: 040331 PAGE: 95
ITEM 4 ITEM 8 FAIR ITEM 5 ITEM 6 VOTING AUTHORITY MARKET -------------------------- INVESTMENT (SHARES) ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 ---------------------------- ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - --------------------- ------- --------- ------ -------- ------ -------- ---------- ------ -------- --------- ------- MDS INC COMMON 55269P302 36626. 2181735. SH SOLE 2135185. 0. 46550. MDU RES GROUP INC COMMON 552690109 197. 8402. SH SOLE 8402. 0. 0. MEADWESTVACO CORP COMMON 583334107 770. 27208. SH SOLE 27208. 0. 0. MEDAREX INC COMMON 583916101 69. 7654. SH SOLE 7654. 0. 0. MEDCO HEALTH SOL COMMON 58405U102 1208. 35543. SH SOLE 35110. 0. 433. MEDIA GEN INC CLASS A 584404107 117. 1735. SH SOLE 1735. 0. 0. MEDIACOM COMMUN CORP COMMON 58446K105 61. 7606. SH SOLE 7606. 0. 0. MEDICALOGIC INC COMMON 584642102 0. 1300. SH SOLE 1300. 0. 0. MEDICINES CO COMMON 584688105 113. 3496. SH SOLE 3496. 0. 0. MEDICIS PHARMACEUTCL CLASS A 584690309 161. 4032. SH SOLE 4032. 0. 0. MEDIMMUNE INC COMMON 584699102 737. 31951. SH SOLE 31951. 0. 0. MEDQUIST INC COMMON 584949101 53. 3388. SH SOLE 3388. 0. 0. MEDTRONIC INC COMMON 585055106 13445. 282782. SH SOLE 276082. 0. 6700. MELLON FINL CORP COMMON 58551A108 2093. 66901. SH SOLE 66901. 0. 0. MEMBERWORKS INC COMMON 586002107 67. 1917. SH SOLE 1917. 0. 0. MEMC ELECTR MATLS COMMON 552715104 140. 15307. SH SOLE 15307. 0. 0. MENS WEARHOUSE INC COMMON 587118100 76. 2867. SH SOLE 2867. 0. 0. ------ PAGE TOTAL 55933.
FORM 13F DATE: 040331 PAGE: 96
ITEM 4 ITEM 8 FAIR ITEM 5 ITEM 6 VOTING AUTHORITY MARKET ------------------------- INVESTMENT (SHARES) ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 ---------------------------- ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - --------------------- ------ --------- ------ ------- ------ -------- ---------- ------ -------- --------- ------- MENTOR CORP MINN COMMON 587188103 104. 3444. SH SOLE 3444. 0. 0. MENTOR GRAPHICS CORP COMMON 587200106 91. 5110. SH SOLE 5110. 0. 0. MERCANTILE BANKSHARE COMMON 587405101 253. 5897. SH SOLE 5897. 0. 0. MERCK & CO INC COMMON 589331107 22600. 512279. SH SOLE 504829. 0. 7450. MERCURY COMPUTER SYS COMMON 589378108 62. 2439. SH SOLE 2439. 0. 0. MERCURY GENERAL CORP COMMON 589400100 200. 4011. SH SOLE 4011. 0. 0. MERCURY INTERACTIVE COMMON 589405109 8539. 190602. SH SOLE 190602. 0. 0. MEREDITH CORP COMMON 589433101 199. 3933. SH SOLE 3933. 0. 0. MERIDIAN GOLD CORP COMMON 589975101 1490. 122296. SH SOLE 122296. 0. 0. MERISTAR HOSPTLY CRP COMMON 58984Y103 58. 8279. SH SOLE 8279. 0. 0. MERIT MEDICAL SYS COMMON 589889104 58. 2662. SH SOLE 2662. 0. 0. MERITAGE CORP COMMON 59001A102 70. 947. SH SOLE 947. 0. 0. MERIX CORP COMMON 590049102 50. 2692. SH SOLE 2692. 0. 0. MERRILL LYNCH & CO COMMON 590188108 20882. 350948. SH SOLE 338748. 0. 12200. MESA AIR GROUP COMMON 590479101 43. 5187. SH SOLE 5187. 0. 0. METASOLV INC COMMON 59139P104 3. 800. SH SOLE 800. 0. 0. METHANEX CORP COMMON 59151K108 6572. 588325. SH SOLE 572200. 0. 16125. ------ PAGE TOTAL 61274.
FORM 13F DATE: 040331 PAGE: 97
ITEM 4 ITEM 8 FAIR ITEM 5 ITEM 6 VOTING AUTHORITY MARKET ------------------------- INVESTMENT (SHARES) ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 ---------------------------- ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - --------------------- ------- --------- ------ ------- ------ -------- ---------- ------ -------- --------- ------- METHODE ELECTRS INC COMMON 591520200 58. 4461. SH SOLE 4461. 0. 0. METLIFE INC COMMON 59156R108 4692. 131502. SH SOLE 131502. 0. 0. METRIS COS INC COMMON 591598107 87. 10800. SH SOLE 10800. 0. 0. METRO GOLDWYN MAYER COMMON 591610100 316. 18171. SH SOLE 18171. 0. 0. METRO ONE TELECMM COMMON 59163F105 1. 600. SH SOLE 600. 0. 0. METROLOGIC INSTRS COMMON 591676101 54. 2319. SH SOLE 2319. 0. 0. MFA MORTGAGE INVESTM COMMON 55272X102 57. 5607. SH SOLE 5607. 0. 0. MGE ENERGY INC COMMON 55277P104 53. 1707. SH SOLE 1707. 0. 0. MGI PHARMA INC COMMON 552880106 137. 2230. SH SOLE 2230. 0. 0. MGIC INVT CORP COMMON 552848103 501. 7807. SH SOLE 7807. 0. 0. MGM MIRAGE COMMON 552953101 504. 11110. SH SOLE 11110. 0. 0. MI DEVELOPMENTS INC CL A CO 55304X104 1788. 63252. SH SOLE 63202. 0. 50. MICHAELS STORES INC COMMON 594087108 240. 4943. SH SOLE 4943. 0. 0. MICREL INC COMMON 594793101 92. 6853. SH SOLE 6853. 0. 0. MICRO SYSTEMS INC COMMON 594901100 59. 1313. SH SOLE 1313. 0. 0. MICROCHIP TECHNOLOGY COMMON 595017104 484. 18310. SH SOLE 18310. 0. 0. MICROMUSE INC COMMON 595094103 50. 6416. SH SOLE 6416. 0. 0. ----- PAGE TOTAL 9173.
FORM 13F DATE: 040331 PAGE: 98
ITEM 4 ITEM 8 FAIR ITEM 5 ITEM 6 VOTING AUTHORITY MARKET -------------------------- INVESTMENT (SHARES) ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 ---------------------------- ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - --------------------- ------- --------- ------ -------- ------ -------- ---------- ------ -------- --------- ------- MICRON TECHNOLOGY COMMON 595112103 832. 49775. SH SOLE 49775. 0. 0. MICROSEMI CORP COMMON 595137100 67. 4904. SH SOLE 4904. 0. 0. MICROSOFT CORP COMMON 594918104 58520. 2352508. SH SOLE 2299753. 0. 52755. MICROSTRATEGY INC CL A 594972408 107. 2008. SH SOLE 2008. 0. 0. MICROTUNE INC DEL COMMON 59514P109 4. 1500. SH SOLE 1500. 0. 0. MID-AMER APT CMNTYS COMMON 59522J103 63. 1692. SH SOLE 1692. 0. 0. MID-STATE BANCSHARE COMMON 595440108 52. 2170. SH SOLE 2170. 0. 0. MIDCAP SPDR TR UNIT SE 595635103 4565. 41410. SH SOLE 41410. 0. 0. MIDLAND CO COMMON 597486109 60. 2391. SH SOLE 2391. 0. 0. MIDWEST BANC HOLDING COMMON 598251106 56. 2377. SH SOLE 2377. 0. 0. MILLENNIUM CHEMICALS COMMON 599903101 80. 5345. SH SOLE 5345. 0. 0. MILLENNIUM PHARMA COMMON 599902103 474. 28029. SH SOLE 28029. 0. 0. MILLER HERMAN INC COMMON 600544100 144. 5405. SH SOLE 5405. 0. 0. MILLIPORE CORP COMMON 601073109 197. 3842. SH SOLE 3842. 0. 0. MILLS CORP COMMON 601148109 175. 3289. SH SOLE 3289. 0. 0. MINDSPEED TECH COMMON 602682106 54. 8279. SH SOLE 8279. 0. 0. MINE SAFETY APPLIANC COMMON 602720104 76. 2671. SH SOLE 2671. 0. 0. -------- PAGE TOTAL 65526.
FORM 13F DATE: 040331 PAGE: 99
ITEM 4 ITEM 8 FAIR ITEM 5 ITEM 6 VOTING AUTHORITY MARKET ------------------------- INVESTMENT (SHARES) ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 --------------------------- ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - --------------------- ------- --------- ------ ------- ------ -------- ---------- ------ ------- --------- ------- MINEFINDERS CORP LTD COMMON 602900102 2808. 282000. SH SOLE 282000. 0. 0. MINERALS TECHNOLOGS COMMON 603158106 85. 1494. SH SOLE 1494. 0. 0. MIPS TECHNOLOGIES COMMON 604567107 4. 623. SH SOLE 623. 0. 0. MIRAMAR MINING CORP COMMON 60466E100 301. 167300. SH SOLE 167300. 0. 0. MIRANT CORP COMMON 604675108 1. 2904. SH SOLE 2904. 0. 0. MKS INSTRUMENT INC COMMON 55306N104 93. 3885. SH SOLE 3885. 0. 0. MOBILE MINI INC COMMON 60740F105 45. 2625. SH SOLE 2625. 0. 0. MOBILITY ELECTRONICS COMMON 60741U101 44. 4836. SH SOLE 4836. 0. 0. MODINE MFG CO COMMON 607828100 65. 2485. SH SOLE 2485. 0. 0. MOHAWK INDS INC COMMON 608190104 405. 4922. SH SOLE 4922. 0. 0. MOLEX INC COMMON 608554101 534. 17563. SH SOLE 17563. 0. 0. MONACO COACH CORP COMMON 60886R103 60. 2243. SH SOLE 2243. 0. 0. MONDAVI ROBERT CLASS A 609200100 58. 1523. SH SOLE 1523. 0. 0. MONSANTO CO COMMON 61166W101 761. 20746. SH SOLE 20746. 0. 0. MONSTER WORLDWIDE COMMON 611742107 233. 8890. SH SOLE 8890. 0. 0. MONY GROUP INC COMMON 615337102 109. 3481. SH SOLE 3481. 0. 0. MOODYS CORP COMMON 615369105 862. 12177. SH SOLE 12177. 0. 0. ----- PAGE TOTAL 6468.
FORM 13F DATE: 040331 PAGE: 100
ITEM 4 ITEM 8 FAIR ITEM 5 ITEM 6 VOTING AUTHORITY MARKET ------------------------- INVESTMENT (SHARES) ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 --------------------------- ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - --------------------- ------- --------- ------ ------- ------ -------- ---------- ------ ------- --------- ------- MOOG INC CLASS A 615394202 65. 1903. SH SOLE 1903. 0. 0. MOONEY AEROSPACE GRO CLASS A 615579109 0. 3300. SH SOLE 3300. 0. 0. MORGAN GROUP INC CLASS A 617358106 0. 1900. SH SOLE 1900. 0. 0. MORGAN STANLEY COMMON 617446448 15009. 261936. SH SOLE 258061. 0. 3875. MOTOROLA INC COMMON 620076109 4859. 276061. SH SOLE 276061. 0. 0. MOVADO GROUP INC COMMON 624580106 61. 2038. SH SOLE 2038. 0. 0. MOVIE GALLERY COMMON 624581104 53. 2726. SH SOLE 2726. 0. 0. MPS GROUP INC COMMON 553409103 84. 7566. SH SOLE 7566. 0. 0. MRO SOFTWARE INC COMMON 55347W105 45. 3862. SH SOLE 3862. 0. 0. MRV COMMUNICATIONS COMMON 553477100 56. 16740. SH SOLE 16740. 0. 0. MSC INDL DIRECT INC CLASS A 553530106 75. 2518. SH SOLE 2518. 0. 0. MSC SOFTWARE CORP COMMON 553531104 44. 5005. SH SOLE 5005. 0. 0. MTS SYSTEMS CORP COMMON 553777103 86. 3101. SH SOLE 3101. 0. 0. MUELLER INDS INC COMMON 624756102 86. 2543. SH SOLE 2543. 0. 0. MULTIMEDIA GAMES COMMON 625453105 65. 2637. SH SOLE 2637. 0. 0. MURPHY OIL CORP COMMON 626717102 429. 6815. SH SOLE 6815. 0. 0. MYERS INDS INC COMMON 628464109 55. 4447. SH SOLE 4447. 0. 0. ------ PAGE TOTAL 21072.
FORM 13F DATE: 040331 PAGE: 101
ITEM 4 ITEM 8 FAIR ITEM 5 ITEM 6 VOTING AUTHORITY MARKET ------------------------- INVESTMENT (SHARES) ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 --------------------------- ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - --------------------- ------- --------- ------ ------- ------ -------- ---------- ------ ------- --------- ------- MYKROLIS CORP COMMON 62852P103 50. 3504. SH SOLE 3504. 0. 0. MYLAN LABS INC COMMON 628530107 453. 19914. SH SOLE 19914. 0. 0. MYRIAD GENETICS INC COMMON 62855J104 73. 4502. SH SOLE 4502. 0. 0. NABI BIOPHARMACEUTIC COMMON 629519109 77. 4919. SH SOLE 4919. 0. 0. NABORS INDS LTD COMMON G6359F103 531. 11601. SH SOLE 11601. 0. 0. NACCO INDS INC CLASS A 629579103 55. 665. SH SOLE 665. 0. 0. NANOGEN INC COMMON 630075109 4. 500. SH SOLE 500. 0. 0. NASB FINL INC COMMON 628968109 57. 1435. SH SOLE 1435. 0. 0. NASDAQ 100 TR UNIT SE 631100104 3372. 94095. SH SOLE 94095. 0. 0. NATIONAL CITY CORP COMMON 635405103 2111. 59337. SH SOLE 59337. 0. 0. NATIONAL FUEL GAS CO COMMON 636180101 148. 6004. SH SOLE 6004. 0. 0. NATIONAL INSTRS CORP COMMON 636518102 181. 5757. SH SOLE 5757. 0. 0. NATIONAL PROCESSING COMMON 637229105 73. 3828. SH SOLE 3828. 0. 0. NATIONAL SEMICONDUCT COMMON 637640103 5239. 117907. SH SOLE 117907. 0. 0. NATIONAL WESTN LIFE CLASS A 638522102 56. 376. SH SOLE 376. 0. 0. NATIONAL-OILWELL INC COMMON 637071101 178. 6304. SH SOLE 6304. 0. 0. NATIONWIDE FINL SVCS CLASS A 638612101 150. 4169. SH SOLE 4169. 0. 0. ------ PAGE TOTAL 12808.
FORM 13F DATE: 040331 PAGE: 102
ITEM 4 ITEM 8 FAIR ITEM 5 ITEM 6 VOTING AUTHORITY MARKET ------------------------ INVESTMENT (SHARES) ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 --------------------------- ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - --------------------- ------- --------- ------ ------ ------ -------- ---------- ------ ------- --------- ------- NATIONWIDE HEALTH PP COMMON 638620104 97. 4362. SH SOLE 4362. 0. 0. NATL AUSTRALIA BK SP ADR 632525408 725. 6126. SH SOLE 6126. 0. 0. NATL COMM FIN CORP COMMON 63545P104 434. 15179. SH SOLE 15179. 0. 0. NATL HEALTH INVS COMMON 63633D104 76. 2464. SH SOLE 2464. 0. 0. NATL PENN BANCSHARES COMMON 637138108 56. 1763. SH SOLE 1763. 0. 0. NATURAL RESOURCE PRT COM UNI 63900P103 67. 1740. SH SOLE 1740. 0. 0. NAUTILIS GROUP INC COMMON 63910B102 59. 3735. SH SOLE 3735. 0. 0. NAVIGANT CONSULTING COMMON 63935N107 64. 3165. SH SOLE 3165. 0. 0. NAVIGATORS GROUP INC COMMON 638904102 47. 1623. SH SOLE 1623. 0. 0. NAVISITE INC COMMON 63935M208 1. 113. SH SOLE 113. 0. 0. NAVISTAR INTL CORP COMMON 63934E108 248. 5415. SH SOLE 5415. 0. 0. NBT BANCORP COMMON 628778102 56. 2507. SH SOLE 2507. 0. 0. NBTY INC COMMON 628782104 183. 4931. SH SOLE 4931. 0. 0. NCI BUILDING SYS COMMON 628852105 56. 2400. SH SOLE 2400. 0. 0. NCO GROUP INC COMMON 628858102 55. 2345. SH SOLE 2345. 0. 0. NCR CORP COMMON 62886E108 331. 7509. SH SOLE 7509. 0. 0. NDCHEALTH CORP COMMON 639480102 72. 2648. SH SOLE 2648. 0. 0. ----- PAGE TOTAL 2627.
FORM 13F DATE: 040331 PAGE: 103
ITEM 4 ITEM 8 FAIR ITEM 5 ITEM 6 VOTING AUTHORITY MARKET ------------------------ INVESTMENT (SHARES) ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 --------------------------- ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - --------------------- ------- --------- ------ ------ ------ -------- ---------- ------ ------- --------- ------- NEIMAN MARCUS GROUP CLASS A 640204202 190. 3531. SH SOLE 3531. 0. 0. NEKTAR THERAPEUTICS COMMON 640268108 92. 4274. SH SOLE 4274. 0. 0. NEOFORMA COM INC COMMON 640475505 36. 3355. SH SOLE 3355. 0. 0. NEOPHARM INC COMMON 640919106 66. 3515. SH SOLE 3515. 0. 0. NESTLE S A SP ADR 641069406 3397. 53335. SH SOLE 45535. 0. 7800. NET PERCEPTIONS INC COMMON 64107U101 0. 900. SH SOLE 900. 0. 0. NETBANK INC COMMON 640933107 48. 3960. SH SOLE 3960. 0. 0. NETEGRITY INC COMMON 64110P107 37. 4306. SH SOLE 4306. 0. 0. NETFLIX INC COMMON 64110L106 105. 3066. SH SOLE 3066. 0. 0. NETGEAR INC COMMON 64111Q104 54. 3926. SH SOLE 3926. 0. 0. NETIQ CORP COMMON 64115P102 62. 4410. SH SOLE 4410. 0. 0. NETRATINGS INC COMMON 64116M108 58. 5249. SH SOLE 5249. 0. 0. NETSCREEN TECHNOL COMMON 64117V107 1219. 33500. SH SOLE 33500. 0. 0. NETWORK ACCESS SOLU COMMON 64120S109 0. 2200. SH SOLE 2200. 0. 0. NETWORK APPLIANCE COMMON 64120L104 2055. 95467. SH SOLE 95467. 0. 0. NETWORK ENGINES INC COMMON 64121A107 21. 5387. SH SOLE 5387. 0. 0. NETWORK-1 SEC SOLUT COMMON 64121N109 0. 1000. SH SOLE 1000. 0. 0. ----- PAGE TOTAL 7440.
FORM 13F DATE: 040331 PAGE: 104
ITEM 4 ITEM 8 FAIR ITEM 5 ITEM 6 VOTING AUTHORITY MARKET -------------------------- INVESTMENT (SHARES) ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 ---------------------------- ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - --------------------- ------- --------- ------ -------- ------ -------- ---------- ------ -------- --------- ------- NETWORKS ASSOC COMMON 640938106 214. 11902. SH SOLE 11902. 0. 0. NEUROCHEM INC COMMON 64125K101 16680. 780700. SH SOLE 780700. 0. 0. NEUROCRINE BIOSCIENC COMMON 64125C109 154. 2613. SH SOLE 2613. 0. 0. NEW CENTURY FIN CORP COMMON 64352D101 125. 2583. SH SOLE 2583. 0. 0. NEW ENGLAND BUSINESS COMMON 643872104 64. 1895. SH SOLE 1895. 0. 0. NEW JERSEY RES CORP COMMON 646025106 75. 1979. SH SOLE 1979. 0. 0. NEW PLAN EXC RLTY TR COMMON 648053106 198. 7231. SH SOLE 7231. 0. 0. NEW YORK CMNTY BANCO COMMON 649445103 662. 19315. SH SOLE 19315. 0. 0. NEW YORK TIMES CO CLASS A 650111107 925. 20936. SH SOLE 20936. 0. 0. NEWCASTLE INVT CORP COMMON 65105M108 79. 2332. SH SOLE 2332. 0. 0. NEWELL RUBBERMAID IN COMMON 651229106 504. 21727. SH SOLE 21727. 0. 0. NEWFIELD EXPL CO COMMON 651290108 199. 4142. SH SOLE 4142. 0. 0. NEWMONT MINING CORP COMMON 651639106 2214. 47483. SH SOLE 47483. 0. 0. NEWPORT CORP COMMON 651824104 54. 3253. SH SOLE 3253. 0. 0. NEWS CORP LTD PFD SP 652487802 212. 6682. SH SOLE 6682. 0. 0. NEXEN INC COMMON 65334H102 64537. 1655095. SH SOLE 1637120. 0. 17975. NEXPRISE INC NEW COMMON 65333Q202 0. 120. SH SOLE 120. 0. 0. ------ PAGE TOTAL 86896.
FORM 13F DATE: 040331 PAGE: 105
ITEM 4 ITEM 8 FAIR ITEM 5 ITEM 6 VOTING AUTHORITY MARKET -------------------------- INVESTMENT (SHARES) ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 ---------------------------- ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - --------------------- ------- --------- ------ -------- ------ -------- ---------- ------ -------- --------- ------- NEXTEL COMM INC CLASS A 65332V103 3194. 129524. SH SOLE 129524. 0. 0. NEXTEL PARTNERS INC CLASS A 65333F107 162. 12787. SH SOLE 12787. 0. 0. NEXTWAVE TELECOM INC CLASS B 65332M103 16. 3500. SH SOLE 3500. 0. 0. NIC INC COMMON 62914B100 47. 7840. SH SOLE 7840. 0. 0. NICOR INC COMMON 654086107 123. 3488. SH SOLE 3488. 0. 0. NIKE INC CLASS B 654106103 5395. 69288. SH SOLE 68088. 0. 1200. NIKU CORP COMMON 654113703 3. 203. SH SOLE 203. 0. 0. NIPPON TELEG & TEL SP ADR 654624105 26. 930. SH SOLE 601. 0. 329. NISOURCE INC COMMON 65473P105 735. 34608. SH SOLE 34608. 0. 0. NL INDS INC COMMON 629156407 49. 3540. SH SOLE 3540. 0. 0. NOBLE CORPORATION COMMON G65422100 407. 10604. SH SOLE 10604. 0. 0. NOBLE ENERGY INC COMMON 655044105 197. 4191. SH SOLE 4191. 0. 0. NOKIA CORP SP ADR 654902204 2362. 116489. SH SOLE 116195. 0. 294. NORANDA INC COMMON 655422103 47811. 2650435. SH SOLE 2256160. 0. 394275. NORDSON CORP COMMON 655663102 94. 2504. SH SOLE 2504. 0. 0. NORDSTROM INC COMMON 655664100 430. 10768. SH SOLE 10768. 0. 0. NORFOLK SOUTHERN COMMON 655844108 1086. 49163. SH SOLE 49163. 0. 0. ------ PAGE TOTAL 62137.
FORM 13F DATE: 040331 PAGE: 106
ITEM 4 ITEM 8 FAIR ITEM 5 ITEM 6 VOTING AUTHORITY MARKET --------------------------- INVESTMENT (SHARES) ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 ----------------------------- ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - --------------------- ------- --------- ------- --------- ------ -------- ---------- ------ --------- --------- ------- NORTEL NETWORKS CORP COMMON 656568102 175920. 29894929. SH SOLE 29363817. 0. 531112. NORTH FORK BANCORP COMMON 659424105 511. 12071. SH SOLE 12071. 0. 0. NORTH PITTSBURGH SYS COM 661562108 59. 2930. SH SOLE 2930. 0. 0. NORTHEAST UTILS COMMON 664397106 185. 9912. SH SOLE 9912. 0. 0. NORTHERN TR CORP COMMON 665859104 1207. 25907. SH SOLE 25907. 0. 0. NORTHGATE EXPL LTD COMMON 666416102 576. 232100. SH SOLE 232100. 0. 0. NORTHROP GRUMMAN CO COMMON 666807102 1834. 18637. SH SOLE 18637. 0. 0. NORTHWEST AIRLINES CLASS A 667280101 63. 6244. SH SOLE 6244. 0. 0. NORTHWEST BNCP INC COMMON 667328108 90. 3543. SH SOLE 3543. 0. 0. NORTHWEST NAT GAS CO COMMON 667655104 58. 1871. SH SOLE 1871. 0. 0. NORTHWESTERN CORP COMMON 668074107 0. 3078. SH SOLE 3078. 0. 0. NOVA CHEMICALS CORP COMMON 66977W109 2955. 117645. SH SOLE 117645. 0. 0. NOVARTIS AG ADR (1 66987V109 511. 12000. SH SOLE 0. 0. 12000. NOVASTAR FINL INC COMMON 669947400 109. 1659. SH SOLE 1659. 0. 0. NOVELL INC COMMON 670006105 334. 29343. SH SOLE 29343. 0. 0. NOVELLUS SYS INC COMMON 670008101 3155. 99614. SH SOLE 99614. 0. 0. NOVO-NORDISK AS ADR(1 O 670100205 970. 20900. SH SOLE 20900. 0. 0. ------- PAGE TOTAL 188537.
FORM 13F DATE: 040331 PAGE: 107
ITEM 4 ITEM 8 FAIR ITEM 5 ITEM 6 VOTING AUTHORITY MARKET ------------------------- INVESTMENT (SHARES) ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 --------------------------- ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - --------------------- ------- --------- ------ ------- ------ -------- ---------- ------ ------- --------- ------- NPS PHARMACEUTICALS COMMON 62936P103 76. 2675. SH SOLE 2675. 0. 0. NSTAR COMMON 67019E107 200. 3935. SH SOLE 3935. 0. 0. NTL INC DEL COMMON 62940M104 223. 3749. SH SOLE 3749. 0. 0. NU SKIN ENTERPRISES CLASS A 67018T105 67. 3304. SH SOLE 3304. 0. 0. NUCENTRIX BROADBAND COMMON 670198100 2. 800. SH SOLE 800. 0. 0. NUCOR CORP COMMON 670346105 403. 6559. SH SOLE 6559. 0. 0. NUEVO ENERGY CO COMMON 670509108 89. 2746. SH SOLE 2746. 0. 0. NUVEEN INVESTMENTS CLASS A 67090F106 192. 6883. SH SOLE 6883. 0. 0. NUVELO INC COMMON 67072M301 4. 333. SH SOLE 333. 0. 0. NVIDIA CORP COMMON 67066G104 3736. 141501. SH SOLE 141501. 0. 0. NVR INC COMMON 62944T105 243. 529. SH SOLE 529. 0. 0. O CHARLEYS INC COMMON 670823103 56. 3088. SH SOLE 3088. 0. 0. O REILLY AUTOMOTIVE COMMON 686091109 160. 4002. SH SOLE 4002. 0. 0. OAKLEY INC COMMON 673662102 74. 5010. SH SOLE 5010. 0. 0. OAKWOOD HOMES CORP COMMON 674098207 0. 360. SH SOLE 360. 0. 0. OCCAM NETWORKS INC COMMON 67457P101 0. 1356. SH SOLE 1356. 0. 0. OCCIDENTAL PETE CORP COMMON 674599105 1841. 39977. SH SOLE 39977. 0. 0. ----- PAGE TOTAL 7366.
FORM 13F DATE: 040331 PAGE: 108
ITEM 4 ITEM 8 FAIR ITEM 5 ITEM 6 VOTING AUTHORITY MARKET ------------------------ INVESTMENT (SHARES) ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 --------------------------- ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - --------------------- ------ --------- ------ ------ ------ -------- ---------- ------ ------- --------- ------- OCEANEERING INTL INC COMMON 675232102 68. 2227. SH SOLE 2227. 0. 0. OCEANFIRST FINL CORP COMMON 675234108 52. 2095. SH SOLE 2095. 0. 0. OCULAR SCIENCES INC COMMON 675744106 59. 2029. SH SOLE 2029. 0. 0. OCWEN FINL CORP COMMON 675746101 100. 10362. SH SOLE 10362. 0. 0. ODYSSEY HEALTHCARE I COMMON 67611V101 51. 2715. SH SOLE 2715. 0. 0. ODYSSEY RE HLDGS COMMON 67612W108 132. 4881. SH SOLE 4881. 0. 0. OFFICE DEPOT INC COMMON 676220106 462. 24542. SH SOLE 24542. 0. 0. OFFSHORE LOGISTICS COMMON 676255102 53. 2311. SH SOLE 2311. 0. 0. OGE ENERGY CORP COMMON 670837103 167. 6327. SH SOLE 6327. 0. 0. OHIO CASUALTY CORP COMMON 677240103 90. 4518. SH SOLE 4518. 0. 0. OIL STS INTL INC COM 678026105 59. 4406. SH SOLE 4406. 0. 0. OLD DOMINION FGHT COMMON 679580100 58. 1717. SH SOLE 1717. 0. 0. OLD NATL BANCP IND COMMON 680033107 107. 4719. SH SOLE 4719. 0. 0. OLD REP INTL CORP COMMON 680223104 330. 13449. SH SOLE 13449. 0. 0. OLD SECOND BANCORP COMMON 680277100 59. 1154. SH SOLE 1154. 0. 0. OLIN CORP COMMON 680665205 76. 4246. SH SOLE 4246. 0. 0. OM GROUP INC COMMON 670872100 77. 2536. SH SOLE 2536. 0. 0. ----- PAGE TOTAL 2000.
FORM 13F DATE: 040331 PAGE: 109
ITEM 4 ITEM 8 FAIR ITEM 5 ITEM 6 VOTING AUTHORITY MARKET -------------------------- INVESTMENT (SHARES) ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 ---------------------------- ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - --------------------- ------- --------- ------ -------- ------ -------- ---------- ------ -------- --------- ------- OMEGA FINL CORP COMMON 682092101 53. 1439. SH SOLE 1439. 0. 0. OMI CORPORATION COMMON Y6476W104 90. 7831. SH SOLE 7831. 0. 0. OMNICARE INC COMMON 681904108 333. 7519. SH SOLE 7519. 0. 0. OMNICELL INC COMMON 68213N109 76. 3844. SH SOLE 3844. 0. 0. OMNICOM GROUP INC COMMON 681919106 6172. 76912. SH SOLE 75032. 0. 1880. OMNIVISION TECH INC COMMON 682128103 109. 3995. SH SOLE 3995. 0. 0. ON SEMICONDUCTOR COR COMMON 682189105 3090. 409265. SH SOLE 409265. 0. 0. ONEOK INC COMMON 682680103 126. 5575. SH SOLE 5575. 0. 0. ONVIA COM INC COMMON 68338T403 0. 4. SH SOLE 4. 0. 0. ONYX PHARMACEUTICALS COMMON 683399109 93. 2295. SH SOLE 2295. 0. 0. ONYX SOFTWARE CORP COMMON 683402200 1. 250. SH SOLE 250. 0. 0. OPEN TEXT CORP COMMON 683715106 63675. 1947675. SH SOLE 1947675. 0. 0. OPENTV CORP CLASS A G67543101 37. 11354. SH SOLE 11354. 0. 0. OPENWAVE SYS INC COMMON 683718308 60. 4492. SH SOLE 4492. 0. 0. OPLINK COMMUNICATION COMMON 68375Q106 57. 22847. SH SOLE 22847. 0. 0. OPSWARE INC COMMON 68383A101 47. 6223. SH SOLE 6223. 0. 0. ORACLE CORP COMMON 68389X105 17554. 1465350. SH SOLE 1427525. 0. 37825. ------ PAGE TOTAL 91573.
FORM 13F DATE: 040331 PAGE: 110
ITEM 4 ITEM 8 FAIR ITEM 5 ITEM 6 VOTING AUTHORITY MARKET -------------------------- INVESTMENT (SHARES) ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 --------------------------- ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - --------------------- ------- --------- ------ -------- ------ -------- ---------- ------ ------- --------- ------- ORASURE TECHNOLOGIES COMMON 68554V108 63. 6107. SH SOLE 6107. 0. 0. ORBITAL SCIENCES COMMON 685564106 71. 5640. SH SOLE 5640. 0. 0. ORBOTECH LTD ORD M75253100 1. 50. SH SOLE 50. 0. 0. ORGANOGENESIS INC COMMON 685906109 0. 3450. SH SOLE 3450. 0. 0. ORIENTAL FINL GROUP COMMON 68618W100 72. 2271. SH SOLE 2271. 0. 0. ORLEANS HOMEBDRS INC COMMON 686588104 45. 1877. SH SOLE 1877. 0. 0. ORTHODONTIC CTRS COMMON 68750P103 47. 6004. SH SOLE 6004. 0. 0. OSHKOSH B GOSH INC CLASS A 688222207 57. 2421. SH SOLE 2421. 0. 0. OSHKOSH TRUCK CORP COMMON 688239201 141. 2538. SH SOLE 2538. 0. 0. OSI PHARMACEUTICALS COMMON 671040103 113. 2937. SH SOLE 2937. 0. 0. OTTER TAIL CORP COMMON 689648103 53. 1988. SH SOLE 1988. 0. 0. OUTBACK STEAKHOUSE COMMON 689899102 271. 5559. SH SOLE 5559. 0. 0. OVERSEAS SHIPHOLDING COMMON 690368105 94. 2578. SH SOLE 2578. 0. 0. OWENS & MINOR INC COMMON 690732102 66. 2616. SH SOLE 2616. 0. 0. OWENS ILL INC COMMON 690768403 154. 10968. SH SOLE 10968. 0. 0. OXFORD HEALTH PLANS COMMON 691471106 301. 6155. SH SOLE 6155. 0. 0. OXFORD INDS INC COMMON 691497309 73. 1590. SH SOLE 1590. 0. 0. ----- PAGE TOTAL 1622.
FORM 13F DATE: 040331 PAGE: 111
ITEM 4 ITEM 8 FAIR ITEM 5 ITEM 6 VOTING AUTHORITY MARKET ------------------------ INVESTMENT (SHARES) ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 --------------------------- ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - --------------------- ------- --------- ------ ------ ------ -------- ---------- ------ ------- --------- ------- P F CHANGS CHINA BI COMMON 69333Y108 95. 1882. SH SOLE 1882. 0. 0. P-COM INC COMMON 693262206 0. 220. SH SOLE 220. 0. 0. PAC-WEST TELECM INC COMMON 69371Y101 1. 870. SH SOLE 870. 0. 0. PACCAR INC COMMON 693718108 996. 17769. SH SOLE 17769. 0. 0. PACER INTL INC TENN COM 69373H106 59. 2698. SH SOLE 2698. 0. 0. PACIFIC CAP BANCORP COMMON 69404P101 101. 2548. SH SOLE 2548. 0. 0. PACIFIC ENERGY PARTN COM UNI 69422R105 58. 2020. SH SOLE 2020. 0. 0. PACIFIC SUNWEAR CA COMMON 694873100 142. 5763. SH SOLE 5763. 0. 0. PACIFICARE HEALTH COMMON 695112102 220. 5575. SH SOLE 5575. 0. 0. PACKAGING CORP AMER COMMON 695156109 175. 7737. SH SOLE 7737. 0. 0. PACKETEER INC COMMON 695210104 40. 3028. SH SOLE 3028. 0. 0. PACTIV CORP COMMON 695257105 278. 12479. SH SOLE 12479. 0. 0. PAIN THERATEUTIC INC COMMON 69562K100 12. 1700. SH SOLE 1700. 0. 0. PALL CORP COMMON 696429307 544. 23958. SH SOLE 23958. 0. 0. PALM HARBOR HOMES COMMON 696639103 63. 2976. SH SOLE 2976. 0. 0. PALMONE INC COMMON 69713P107 74. 3479. SH SOLE 3479. 0. 0. PALMSOURCE INC COMMON 697154102 28. 1529. SH SOLE 1529. 0. 0. ----- PAGE TOTAL 2886.
FORM 13F DATE: 040331 PAGE: 112
ITEM 4 ITEM 8 FAIR ITEM 5 ITEM 6 VOTING AUTHORITY MARKET ------------------------- INVESTMENT (SHARES) ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 --------------------------- ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - --------------------- ------- --------- ------ ------- ------ -------- ---------- ------ ------- --------- ------- PAN AMERICAN SILVER COMMON 697900108 1077. 60325. SH SOLE 60325. 0. 0. PAN PACIFIC RETAIL COMMON 69806L104 155. 2980. SH SOLE 2980. 0. 0. PANAMSAT CORP COMMON 697933109 364. 14855. SH SOLE 14855. 0. 0. PANERA BREAD CO CLASS A 69840W108 86. 2216. SH SOLE 2216. 0. 0. PANTRY INC COMMON 698657103 63. 3156. SH SOLE 3156. 0. 0. PAPA JOHNS INTL COMMON 698813102 67. 1993. SH SOLE 1993. 0. 0. PARADYNE NETWKS INC COMMON 69911G107 2. 600. SH SOLE 600. 0. 0. PARAMETRIC TECH CORP COMMON 699173100 95. 21076. SH SOLE 21076. 0. 0. PAREXEL INTL CORP COMMON 699462107 59. 3280. SH SOLE 3280. 0. 0. PARK ELECTROCHEMICAL COMMON 700416209 55. 2163. SH SOLE 2163. 0. 0. PARK NATL CORP COMMON 700658107 116. 1022. SH SOLE 1022. 0. 0. PARKER HANNIFIN CORP COMMON 701094104 529. 9362. SH SOLE 9362. 0. 0. PARKWAY PPTYS INC COMMON 70159Q104 58. 1246. SH SOLE 1246. 0. 0. PARTNER COMMUN CO ADR (1 70211M109 1814. 228196. SH SOLE 228196. 0. 0. PARTNERS TRUST FINCL COMMON 70213A103 69. 2017. SH SOLE 2017. 0. 0. PATINA OIL & GAS COMMON 703224105 132. 5018. SH SOLE 5018. 0. 0. PATTERSON DENTAL CO COMMON 703412106 429. 6262. SH SOLE 6262. 0. 0. ----- PAGE TOTAL 5170.
FORM 13F DATE: 040331 PAGE: 113
ITEM 4 ITEM 8 FAIR ITEM 5 ITEM 6 VOTING AUTHORITY MARKET ------------------------- INVESTMENT (SHARES) ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 --------------------------- ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - --------------------- ------- --------- ------ ------- ------ -------- ---------- ------ ------- --------- ------- PATTERSON UTI ENGY COMMON 703481101 265. 7490. SH SOLE 7490. 0. 0. PAXAR CORP COMMON 704227107 69. 4709. SH SOLE 4709. 0. 0. PAXSON COMMUNICATION COMMON 704231109 41. 10631. SH SOLE 10631. 0. 0. PAYCHEX INC COMMON 704326107 1696. 47631. SH SOLE 47631. 0. 0. PAYLESS SHOESOURCE COMMON 704379106 69. 4950. SH SOLE 4950. 0. 0. PC SERVICE SRCE COMMON 693258105 0. 4200. SH SOLE 4200. 0. 0. PDF SOLUTIONS INC COMMON 693282105 47. 4033. SH SOLE 4033. 0. 0. PDI INC COMMON 69329V100 57. 2245. SH SOLE 2245. 0. 0. PEABODY ENGR CORP COMMON 704549104 187. 4020. SH SOLE 4020. 0. 0. PEC SOLUTIONS INC COMMON 705107100 42. 3156. SH SOLE 3156. 0. 0. PECO II INC COMMON 705221109 3. 2500. SH SOLE 2500. 0. 0. PEDIATRIX MED GRP COMMON 705324101 108. 1710. SH SOLE 1710. 0. 0. PENGROWTH ENERGY TRUST U 706902103 13251. 965810. SH SOLE 917120. 0. 48690. PENN ENGR & MFG CORP COM NON 707389300 52. 3079. SH SOLE 3079. 0. 0. PENN NATL GAMING INC COMMON 707569109 84. 2936. SH SOLE 2936. 0. 0. PENN REAL ESTATE INV SH BEN 709102107 63. 1666. SH SOLE 1666. 0. 0. PENN VIRGINIA CORP COMMON 707882106 73. 1200. SH SOLE 1200. 0. 0. ------ PAGE TOTAL 16107.
FORM 13F DATE: 040331 PAGE: 114
ITEM 4 ITEM 8 FAIR ITEM 5 ITEM 6 VOTING AUTHORITY MARKET ------------------------- INVESTMENT (SHARES) ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 --------------------------- ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - --------------------- ------ --------- ------ ------- ------ -------- ---------- ------ ------- --------- ------- PENNEY J C INC COMMON 708160106 11042. 317486. SH SOLE 309161. 0. 8325. PENTAIR INC COMMON 709631105 216. 3663. SH SOLE 3663. 0. 0. PENTON MEDIA INC COMMON 709668107 1. 1000. SH SOLE 1000. 0. 0. PEOPLES BANCORP COMMON 709789101 54. 1917. SH SOLE 1917. 0. 0. PEOPLES BK BRDGPORT COMMON 710198102 210. 4522. SH SOLE 4522. 0. 0. PEOPLES ENERGY CORP COMMON 711030106 130. 2914. SH SOLE 2914. 0. 0. PEOPLES HLDG CO COMMON 711148106 56. 1659. SH SOLE 1659. 0. 0. PEOPLESOFT INC COMMON 712713106 725. 39189. SH SOLE 39189. 0. 0. PEP BOY MANNY MOE&JK COMMON 713278109 111. 4000. SH SOLE 4000. 0. 0. PEPCO HOLDINGS INC COMMON 713291102 259. 12683. SH SOLE 12683. 0. 0. PEPSI BOTTLING GRP COMMON 713409100 648. 21782. SH SOLE 21382. 0. 400. PEPSIAMERICAS INC COMMON 71343P200 218. 10686. SH SOLE 10686. 0. 0. PEPSICO INC COMMON 713448108 16124. 299416. SH SOLE 294341. 0. 5075. PER-SE TECH INC COMMON 713569309 43. 3816. SH SOLE 3816. 0. 0. PEREGRINE PHARMACEUT COMMON 713661106 54. 21860. SH SOLE 21860. 0. 0. PERFORMANCE FOOD GRP COMMON 713755106 116. 3384. SH SOLE 3384. 0. 0. PERICOM SEMICNDTR COMMON 713831105 52. 4514. SH SOLE 4514. 0. 0. ------ PAGE TOTAL 30059.
FORM 13F DATE: 040331 PAGE: 115
ITEM 4 ITEM 8 FAIR ITEM 5 ITEM 6 VOTING AUTHORITY MARKET -------------------------- INVESTMENT (SHARES) ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 ---------------------------- ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - --------------------- ------- --------- ------- -------- ------ -------- ---------- ------ -------- --------- ------- PERKINELMER INC COMMON 714046109 207. 10007. SH SOLE 10007. 0. 0. PEROT SYS CORP CLASS A 714265105 110. 8299. SH SOLE 8299. 0. 0. PERRIGO CO COMMON 714290103 104. 5196. SH SOLE 5196. 0. 0. PETCO ANIMAL SUPPLIE COM NEW 716016209 45. 1585. SH SOLE 1585. 0. 0. PETRO-CANADA COMMON 71644E102 109183. 2483251. SH SOLE 2453451. 0. 29800. PETROBRAS ENERGIA SA SP ADR 71646M102 28. 2000. SH SOLE 2000. 0. 0. PETROCHINA CO LTD SP ADR( 71646E100 15. 300. SH SOLE 300. 0. 0. PETROFUND ENERGY TR TRUST U 71648W108 1721. 130020. SH SOLE 121410. 0. 8610. PETROKAZAKHSTAN INC CLASS A 71649P102 2512. 89225. SH SOLE 89225. 0. 0. PETSMART INC COMMON 716768106 352. 13012. SH SOLE 13012. 0. 0. PFF BANCORP INC COMMON 69331W104 55. 1453. SH SOLE 1453. 0. 0. PFIZER INC COMMON 717081103 58932. 1767346. SH SOLE 1724916. 0. 42430. PG&E CORP COMMON 69331C108 1449. 50002. SH SOLE 50002. 0. 0. PHARMACEUTICAL PROD COMMON 717124101 123. 4151. SH SOLE 4151. 0. 0. PHARMACEUTICAL RES COMMON 717125108 143. 2508. SH SOLE 2508. 0. 0. PHELPS DODGE CORP COMMON 717265102 903. 11055. SH SOLE 11055. 0. 0. PHILADELPHIA CONS H COMMON 717528103 94. 1621. SH SOLE 1621. 0. 0. ------- PAGE TOTAL 175976.
FORM 13F DATE: 040331 PAGE: 116
ITEM 4 ITEM 8 FAIR ITEM 5 ITEM 6 VOTING AUTHORITY MARKET -------------------------- INVESTMENT (SHARES) ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 ---------------------------- ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - --------------------- ------- --------- ------- -------- ------ -------- ---------- ------ -------- --------- ------- PHILIPPINE LONG DIST SP ADR 718252604 154. 9000. SH SOLE 9000. 0. 0. PHILLIPS VAN HEUSEN COMMON 718592108 63. 3394. SH SOLE 3394. 0. 0. PHOENIX COS INC COMMON 71902E109 94. 6989. SH SOLE 6989. 0. 0. PHOTON DYNAMICS COMMON 719364101 44. 1336. SH SOLE 1336. 0. 0. PHOTRONICS INC COMMON 719405102 44. 2469. SH SOLE 2469. 0. 0. PIEDMONT NAT GAS INC COMMON 720186105 105. 2482. SH SOLE 2482. 0. 0. PIER 1 IMPORTS INC COM USD 720279108 158. 6652. SH SOLE 6652. 0. 0. PILGRIM'S PRIDE CORP COMMON 721467108 91. 4049. SH SOLE 4049. 0. 0. PINNACLE SYS INC COMMON 723481107 72. 8061. SH SOLE 8061. 0. 0. PINNACLE WEST CAP COMMON 723484101 284. 7221. SH SOLE 7221. 0. 0. PIONEER NATURAL RES COMMON 723787107 282. 8745. SH SOLE 8745. 0. 0. PIPER JAFFRAY COS COMMON 724078100 18. 334. SH SOLE 334. 0. 0. PITNEY BOWES INC COMMON 724479100 811. 19032. SH SOLE 19032. 0. 0. PIXAR COMMON 725811103 324. 5034. SH SOLE 5034. 0. 0. PIXELWORKS INC COMMON 72581M107 66. 3843. SH SOLE 3843. 0. 0. PLACER DOME INC COMMON 725906101 26376. 1465285. SH SOLE 1450835. 0. 14450. PLAINS ALL AMERN PIP UNIT LT 726503105 114. 3275. SH SOLE 3275. 0. 0. ------ PAGE TOTAL 29100.
FORM 13F DATE: 040331 PAGE: 117
ITEM 4 ITEM 8 FAIR ITEM 5 ITEM 6 VOTING AUTHORITY MARKET ------------------------ INVESTMENT (SHARES) ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 --------------------------- ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - --------------------- ------- --------- ------ ------ ------ -------- ---------- ------ ------- --------- ------- PLAINS EXPL & PRODTN COMMON 726505100 74. 3992. SH SOLE 3992. 0. 0. PLANAR SYS INC COMMON 726900103 34. 2403. SH SOLE 2403. 0. 0. PLANTRONICS INC COMMON 727493108 119. 3255. SH SOLE 3255. 0. 0. PLAYBOY ENTERPRISES CLASS B 728117300 45. 3243. SH SOLE 3243. 0. 0. PLAYTEX PRODS INC COMMON 72813P100 61. 8814. SH SOLE 8814. 0. 0. PLEXUS CORP COMMON 729132100 55. 3092. SH SOLE 3092. 0. 0. PLUG POWER INC COMMON 72919P103 70. 9093. SH SOLE 9093. 0. 0. PLUM CREEK TIMBER CO COMMON 729251108 839. 25826. SH SOLE 25826. 0. 0. PMC-SIERRA INC COMMON 69344F106 15. 855. SH SOLE 855. 0. 0. PMI GROUP INC COMMON 69344M101 260. 6967. SH SOLE 6967. 0. 0. PNC FINL SVCS GRP COMMON 693475105 1561. 28168. SH SOLE 28168. 0. 0. PNM RES INC COMMON 69349H107 90. 2987. SH SOLE 2987. 0. 0. POGO PRODUCING CO COMMON 730448107 216. 4715. SH SOLE 4715. 0. 0. POLARIS INDS INC COMMON 731068102 147. 3228. SH SOLE 3228. 0. 0. POLO RALPH LAUREN CLASS A 731572103 125. 3652. SH SOLE 3652. 0. 0. POLYCOM INC COMMON 73172K104 156. 7338. SH SOLE 7338. 0. 0. POLYMEDICA CORP COMMON 731738100 51. 1899. SH SOLE 1899. 0. 0. ----- PAGE TOTAL 3918.
FORM 13F DATE: 040331 PAGE: 118
ITEM 4 ITEM 8 FAIR ITEM 5 ITEM 6 VOTING AUTHORITY MARKET ------------------------- INVESTMENT (SHARES) ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 --------------------------- ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - --------------------- ------ --------- ------ ------- ------ -------- ---------- ------ ------- --------- ------- POLYONE CORPORATION COMMON 73179P106 71. 10695. SH SOLE 10695. 0. 0. POPULAR INC COMMON 733174106 425. 9853. SH SOLE 9853. 0. 0. PORTAL SOFTWARE INC COMMON 736126301 23. 3363. SH SOLE 3363. 0. 0. PORTFOLIO RECOVERY COMMON 73640Q105 51. 1875. SH SOLE 1875. 0. 0. POSCO SP ADR 693483109 531. 14996. SH SOLE 14996. 0. 0. POST PPTYS INC COMMON 737464107 81. 2803. SH SOLE 2803. 0. 0. POTASH CORP OF SASK COMMON 73755L107 16740. 201150. SH SOLE 201150. 0. 0. POTLATCH CORP COMMON 737628107 87. 2130. SH SOLE 2130. 0. 0. POWER INTEGRATIONS COMMON 739276103 63. 2152. SH SOLE 2152. 0. 0. POWER-ONE INC COMMON 739308104 73. 6642. SH SOLE 6642. 0. 0. POWERWAVE TECHNOLOG COMMON 739363109 66. 8473. SH SOLE 8473. 0. 0. POZEN INC COMMON 73941U102 60. 4345. SH SOLE 4345. 0. 0. PPG INDUSTRIES INC COMMON 693506107 1126. 19313. SH SOLE 19313. 0. 0. PPL CORP COMMON 69351T106 947. 20775. SH SOLE 20775. 0. 0. PRAECIS PHARMACEUTI COMMON 739421105 47. 8036. SH SOLE 8036. 0. 0. PRAXAIR INC COMMON 74005P104 6959. 187867. SH SOLE 181892. 0. 5975. PRE PAID LEGAL SVCS COMMON 740065107 49. 2017. SH SOLE 2017. 0. 0. ------ PAGE TOTAL 27399.
FORM 13F DATE: 040331 PAGE: 119
ITEM 4 ITEM 8 FAIR ITEM 5 ITEM 6 VOTING AUTHORITY MARKET ------------------------- INVESTMENT (SHARES) ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 --------------------------- ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - --------------------- ------- --------- ------ ------- ------ -------- ---------- ------ ------- --------- ------- PRECISION CASTPARTS COMMON 740189105 173. 3939. SH SOLE 3939. 0. 0. PRECISION DRILLING COMMON 74022D100 24909. 532525. SH SOLE 532525. 0. 0. PREMCOR INC COMMON 74045Q104 123. 3960. SH SOLE 3960. 0. 0. PRENTISS PPTYS TR SH BEN 740706106 114. 3092. SH SOLE 3092. 0. 0. PRESIDENTIAL LIFE COMMON 740884101 52. 3461. SH SOLE 3461. 0. 0. PRG-SCHULTZ INTL INC COMMON 69357C107 50. 11386. SH SOLE 11386. 0. 0. PRICE COMMUNICATIONS COMMON 741437305 69. 4423. SH SOLE 4423. 0. 0. PRICE T ROWE GRP COMMON 74144T108 527. 9785. SH SOLE 9785. 0. 0. PRICELINE COM INC COMMON 741503403 76. 2815. SH SOLE 2815. 0. 0. PRIDE INTL INC DEL COMMON 74153Q102 170. 9989. SH SOLE 9989. 0. 0. PRIMA ENERGY CORP COMMON 741901201 67. 1938. SH SOLE 1938. 0. 0. PRIME HOSPITALITY COMMON 741917108 63. 5577. SH SOLE 5577. 0. 0. PRIMEDIA INC COMMON 74157K101 54. 20161. SH SOLE 20161. 0. 0. PRIMUS TELECOM GR COMMON 741929103 41. 4880. SH SOLE 4880. 0. 0. PRINCIPAL FINL GRP COMMON 74251V102 3242. 90980. SH SOLE 90980. 0. 0. PRIORITY HEALTHCARE CLASS B 74264T102 71. 3326. SH SOLE 3326. 0. 0. PRIVATEBANCORP INC COMMON 742962103 68. 1313. SH SOLE 1313. 0. 0. ------ PAGE TOTAL 29869.
FORM 13F DATE: 040331 PAGE: 120
ITEM 4 ITEM 8 FAIR ITEM 5 ITEM 6 VOTING AUTHORITY MARKET ------------------------- INVESTMENT (SHARES) ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 --------------------------- ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - --------------------- ------- --------- ------ ------- ------ -------- ---------- ------ ------- --------- ------- PROASSURANCE CORP COMMON 74267C106 74. 2106. SH SOLE 2106. 0. 0. PROCTER & GAMBLE CO COMMON 742718109 24994. 238334. SH SOLE 230069. 0. 8265. PROGRESS ENERGY INC COMMON 743263105 1221. 25924. SH SOLE 25924. 0. 0. PROGRESS SOFTWARE COMMON 743312100 60. 2516. SH SOLE 2516. 0. 0. PROGRESSIVE CORP COMMON 743315103 1907. 21768. SH SOLE 21768. 0. 0. PROLOGIS COM SH 743410102 510. 14215. SH SOLE 14215. 0. 0. PROQUEST COMPANY COMMON 74346P102 60. 2058. SH SOLE 2058. 0. 0. PROSPERITY BANCSHARE COMMON 743606105 56. 2385. SH SOLE 2385. 0. 0. PROTECTION ONE INC COMMON 743663304 3. 7812. SH SOLE 7812. 0. 0. PROTECTIVE LIFE CORP COMMON 743674103 192. 5115. SH SOLE 5115. 0. 0. PROTEIN DESIGN LABS COMMON 74369L103 166. 6951. SH SOLE 6951. 0. 0. PROVIDENT BANCO INC COMMON 74383A109 65. 5447. SH SOLE 5447. 0. 0. PROVIDENT BANKSHARES COMMON 743859100 57. 1815. SH SOLE 1815. 0. 0. PROVIDENT FINL GROUP COMMON 743866105 145. 3621. SH SOLE 3621. 0. 0. PROVIDIAN FINL CORP COMMON 74406A102 301. 22976. SH SOLE 22976. 0. 0. PROVINCE HEALTHCARE COMMON 743977100 70. 4372. SH SOLE 4372. 0. 0. PROXIM CORP CLASS A 744283102 3. 1511. SH SOLE 1511. 0. 0. ------ PAGE TOTAL 29884.
FORM 13F DATE: 040331 PAGE: 121
ITEM 4 ITEM 8 FAIR ITEM 5 ITEM 6 VOTING AUTHORITY MARKET ------------------------- INVESTMENT (SHARES) ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 --------------------------- ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - --------------------- ------- --------- ------ ------- ------ -------- ---------- ------ ------- --------- ------- PRUDENTIAL FINL COMMON 744320102 5421. 121065. SH SOLE 117840. 0. 3225. PS BUSINESS PKS INC COMMON 69360J107 72. 1564. SH SOLE 1564. 0. 0. PSS WORLD MED INC COMMON 69366A100 63. 5607. SH SOLE 5607. 0. 0. PT TELEKOMUNIKAS IND SP ADR 715684106 17. 1000. SH SOLE 1000. 0. 0. PTEK HLDGS INC COMMON 69366M104 53. 5770. SH SOLE 5770. 0. 0. PUBLIC STORAGE INC COMMON 74460D109 455. 9349. SH SOLE 9349. 0. 0. PUBLIC SVC ENTERPR COMMON 744573106 1135. 24150. SH SOLE 24150. 0. 0. PUBLICIS GROUP SA SP ADR( 74463M106 470. 15400. SH SOLE 15400. 0. 0. PUGET ENERGY INC COMMON 745310102 156. 6978. SH SOLE 6978. 0. 0. PULITZER INC COMMON 745769109 49. 1023. SH SOLE 1023. 0. 0. PULTE HOMES INC COMMON 745867101 568. 10215. SH SOLE 10215. 0. 0. PURCHASEPRO COMMON COMMON 746144302 0. 320. SH SOLE 320. 0. 0. QAD INC COMMON 74727D108 61. 4574. SH SOLE 4574. 0. 0. QLOGIC CORP COMMON 747277101 2139. 64816. SH SOLE 64816. 0. 0. QLT INC COMMON 746927102 1988. 78275. SH SOLE 78275. 0. 0. QUAD SYS CORP COMMON 74730Q104 0. 1800. SH SOLE 1800. 0. 0. QUALCOMM INC COMMON 747525103 6381. 96263. SH SOLE 96263. 0. 0. ------ PAGE TOTAL 19028.
FORM 13F DATE: 040331 PAGE: 122
ITEM 4 ITEM 8 FAIR ITEM 5 ITEM 6 VOTING AUTHORITY MARKET ------------------------- INVESTMENT (SHARES) ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 --------------------------- ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - --------------------- ------- --------- ------ ------- ------ -------- ---------- ------ ------- --------- ------- QUANEX CORP COMMON 747620102 57. 1348. SH SOLE 1348. 0. 0. QUANTA SVCS INC COMMON 74762E102 60. 8484. SH SOLE 8484. 0. 0. QUANTUM CORP COM DSS 747906204 67. 17984. SH SOLE 17984. 0. 0. QUEBECOR WORLD INC COMMON 748203106 10640. 574991. SH SOLE 569241. 0. 5750. QUEST DIAGNOSTICS COMMON 74834L100 689. 8317. SH SOLE 8317. 0. 0. QUEST SOFTWARE INC COMMON 74834T103 112. 6873. SH SOLE 6873. 0. 0. QUESTAR CORP COMMON 748356102 224. 6148. SH SOLE 6148. 0. 0. QUICKSILVER RES INC COMMON 74837R104 82. 2113. SH SOLE 2113. 0. 0. QUIKSILVER INC COMMON 74838C106 89. 4082. SH SOLE 4082. 0. 0. QWEST COMMUNCTN INTL COMMON 749121109 605. 140314. SH SOLE 140314. 0. 0. R & G FINANCIAL CORP CLASS B 749136107 83. 2395. SH SOLE 2395. 0. 0. R J REYNOLDS TOBACC COMMON 76182K105 405. 6688. SH SOLE 6688. 0. 0. R.H.DONNELLEY CORP COMMON 74955W307 107. 2284. SH SOLE 2284. 0. 0. RADIAN GROUP INC COMMON 750236101 296. 6943. SH SOLE 6943. 0. 0. RADIO ONE INC CLASS A 75040P108 144. 7738. SH SOLE 7738. 0. 0. RADIOSHACK CORP COMMON 750438103 435. 13123. SH SOLE 13123. 0. 0. RADISYS CORP COMMON 750459109 54. 2607. SH SOLE 2607. 0. 0. ------ PAGE TOTAL 14149.
FORM 13F DATE: 040331 PAGE: 123
ITEM 4 ITEM 8 FAIR ITEM 5 ITEM 6 VOTING AUTHORITY MARKET ------------------------ INVESTMENT (SHARES) ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 --------------------------- ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - --------------------- ------ --------- ------ ------ ------ -------- ---------- ------ ------- --------- ------- RAILAMERICA INC COMMON 750753105 59. 4880. SH SOLE 4880. 0. 0. RAIT INVT TR COMMON 749227104 67. 2257. SH SOLE 2257. 0. 0. RALCORP HLDGS INC COMMON 751028101 64. 2104. SH SOLE 2104. 0. 0. RAMBUS INC COMMON 750917106 204. 7266. SH SOLE 7266. 0. 0. RANGE RESOURCES CORP COMMON 75281A109 88. 7258. SH SOLE 7258. 0. 0. RARE HOSPITALITY COMMON 753820109 70. 2534. SH SOLE 2534. 0. 0. RAYMOND JAMES FINL COMMON 754730109 119. 4777. SH SOLE 4777. 0. 0. RAYONIER INC COMMON 754907103 134. 3061. SH SOLE 3061. 0. 0. RAYOVAC CORP COMMON 755081106 94. 3280. SH SOLE 3280. 0. 0. RAYTHEON COMMON 755111507 2437. 77748. SH SOLE 77748. 0. 0. RC2 CORPORATION COMMON 749388104 68. 2485. SH SOLE 2485. 0. 0. RCN CORP COMMON 749361101 1. 2400. SH SOLE 2400. 0. 0. READ-RITE CORP COMMON 755246204 0. 660. SH SOLE 660. 0. 0. READERS DIGEST ASSN COMMON 755267101 103. 7285. SH SOLE 7285. 0. 0. REALNETWORKS INC COMMON 75605L104 72. 11938. SH SOLE 11938. 0. 0. REALTY INCOME CORP COMMON 756109104 124. 2785. SH SOLE 2785. 0. 0. RECKSON ASSOCS RLTY COMMON 75621K106 100. 3563. SH SOLE 3563. 0. 0. ----- PAGE TOTAL 3804.
FORM 13F DATE: 040331 PAGE: 124
ITEM 4 ITEM 8 FAIR ITEM 5 ITEM 6 VOTING AUTHORITY MARKET ------------------------- INVESTMENT (SHARES) ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 --------------------------- ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - --------------------- ------- --------- ------ ------- ------ -------- ---------- ------ ------- --------- ------- RED HAT INC COMMON 756577102 2921. 126705. SH SOLE 126705. 0. 0. RED ROBIN GOURMET BU COMMON 75689M101 56. 1960. SH SOLE 1960. 0. 0. REDBACK NETWORKS INC COMMON 757209507 0. 50. SH SOLE 50. 0. 0. REDBACK NETWORKS INC WTS JAN 757209119 0. 53. SH SOLE 53. 0. 0. REDWOOD TRUST INC COMMON 758075402 85. 1371. SH SOLE 1371. 0. 0. REEBOK INTL LTD COMMON 758110100 193. 4678. SH SOLE 4678. 0. 0. REED ELSEVIER PLC SPONSOR 758205108 836. 23549. SH SOLE 23549. 0. 0. REGAL BELOIT CORP COMMON 758750103 53. 2639. SH SOLE 2639. 0. 0. REGAL ENTERTAINMENT CLASS A 758766109 86. 3903. SH SOLE 3903. 0. 0. REGENCY CENTERS CORP COMMON 758849103 194. 4146. SH SOLE 4146. 0. 0. REGENERATION TEC INC COMMON 75886N100 54. 4763. SH SOLE 4763. 0. 0. REGENERON PHARMCTCLS COMMON 75886F107 58. 4288. SH SOLE 4288. 0. 0. REGIONS FINL CORP COMMON 758940100 644. 17638. SH SOLE 17638. 0. 0. REGIS CORP MINN COMMON 758932107 143. 3217. SH SOLE 3217. 0. 0. REINSURANCE GRP COMMON 759351109 151. 3695. SH SOLE 3695. 0. 0. RELIANCE STEEL& ALUM COMMON 759509102 81. 2314. SH SOLE 2314. 0. 0. RELIANT ENERGY INC COMMON 75952B105 179. 21841. SH SOLE 21841. 0. 0. ----- PAGE TOTAL 5734.
FORM 13F DATE: 040331 PAGE: 125
ITEM 4 ITEM 8 FAIR ITEM 5 ITEM 6 VOTING AUTHORITY MARKET ------------------------- INVESTMENT (SHARES) ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 --------------------------- ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - --------------------- ------- --------- ------ ------- ------ -------- ---------- ------ ------- --------- ------- REMEC INC COMMON 759543101 33. 4286. SH SOLE 4286. 0. 0. REMINGTON OIL & GAS COMMON 759594302 60. 3063. SH SOLE 3063. 0. 0. RENAISSANCE LEARNING COMMON 75968L105 60. 2283. SH SOLE 2283. 0. 0. RENAL CARE GRP INC COMMON 759930100 167. 3652. SH SOLE 3652. 0. 0. RENT A CTR INC NEW COMMON 76009N100 201. 6095. SH SOLE 6095. 0. 0. REPUBLIC BANCORP COMMON 760282103 66. 4688. SH SOLE 4688. 0. 0. REPUBLIC BANCORP KY CLASS A 760281204 54. 2788. SH SOLE 2788. 0. 0. REPUBLIC BANCSHRS COMMON 759929102 56. 1849. SH SOLE 1849. 0. 0. REPUBLIC SVCS INC COMMON 760759100 323. 11921. SH SOLE 11921. 0. 0. RESEARCH IN MOTION COMMON 760975102 60403. 646747. SH SOLE 646747. 0. 0. RESMED INC COMMON 761152107 112. 2472. SH SOLE 2472. 0. 0. RESOURCES CONNECTION COMMON 76122Q105 96. 2183. SH SOLE 2183. 0. 0. RESPIRONICS INC COMMON 761230101 137. 2537. SH SOLE 2537. 0. 0. RETEK INC COMMON 76128Q109 38. 5007. SH SOLE 5007. 0. 0. REVLON INC CLASS A 761525500 3. 1200. SH SOLE 1200. 0. 0. REYNOLDS & REYNOLDS CLASS A 761695105 143. 5050. SH SOLE 5050. 0. 0. RF MICRODEVICES INC COMMON 749941100 116. 13679. SH SOLE 13679. 0. 0. ------ PAGE TOTAL 62068.
FORM 13F DATE: 040331 PAGE: 126
ITEM 4 ITEM 8 FAIR ITEM 5 ITEM 6 VOTING AUTHORITY MARKET ------------------------- INVESTMENT (SHARES) ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 --------------------------- ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - --------------------- ------- --------- ------ ------- ------ -------- ----------- ------ ------- --------- ------- RIGGS NATL CP WASH COMMON 766570105 56. 3229. SH SOLE 3229. 0. 0. RITCHIE BROS AUCTNRS COMMON 767744105 3679. 64975. SH SOLE 61925. 0. 3050. RITE AID CORP COMMON 767754104 208. 38291. SH SOLE 38291. 0. 0. RIVIANA FOODS INC COMMON 769536103 54. 1911. SH SOLE 1911. 0. 0. RLI CORP COMMON 749607107 71. 1828. SH SOLE 1828. 0. 0. ROBBINS & MYERS INC COMMON 770196103 55. 2532. SH SOLE 2532. 0. 0. ROBERT HALF INTL INC COMMON 770323103 320. 13536. SH SOLE 13536. 0. 0. ROCHE HLDG LTD SP ADR 771195104 877. 9025. SH SOLE 9025. 0. 0. ROCK-TENN CO CLASS A 772739207 49. 3368. SH SOLE 3368. 0. 0. ROCKWELL AUTOMATION COMMON 773903109 7603. 219302. SH SOLE 211502. 0. 7800. ROCKWELL COLLINS INC COMMON 774341101 449. 14205. SH SOLE 14205. 0. 0. ROFIN SINAR TECH INC COMMON 775043102 58. 1937. SH SOLE 1937. 0. 0. ROGERS COMMUNICATION CLASS B 775109200 3861. 206525. SH SOLE 206525. 0. 0. ROGERS CORP COMMON 775133101 67. 1250. SH SOLE 1250. 0. 0. ROGERS WIRELESS COM CLASS B 775315104 438. 16550. SH SOLE 16550. 0. 0. ROHM & HAAS CO COMMON 775371107 1072. 26913. SH SOLE 26840. 0. 73. ROLLINS INC COMMON 775711104 86. 3347. SH SOLE 3347. 0. 0. ------ PAGE TOTAL 19003.
FORM 13F DATE: 040331 PAGE: 127
ITEM 4 ITEM 8 FAIR ITEM 5 ITEM 6 VOTING AUTHORITY MARKET -------------------------- INVESTMENT (SHARES) ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 ---------------------------- ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - --------------------- ------- --------- ------- ------- ------ -------- ---------- ------ -------- --------- ------- ROPER INDS INC COMMON 776696106 113. 2337. SH SOLE 2337. 0. 0. ROSS STORES INC COMMON 778296103 431. 14069. SH SOLE 14069. 0. 0. ROSTELECOM OPEN JT SP ADR 778529107 39. 2628. SH SOLE 2628. 0. 0. ROTO-ROOTER INC COMMON 778787101 75. 1482. SH SOLE 1482. 0. 0. ROUSE CO COMMON 779273101 351. 6548. SH SOLE 6548. 0. 0. ROWAN COS INC COMMON 779382100 158. 7503. SH SOLE 7503. 0. 0. ROYAL BANK CDA COMMON 780087102 407116. 8529587. SH SOLE 8090800. 0. 438787. ROYAL CARIBBEAN CRUS COMMON V7780T103 632. 14327. SH SOLE 14327. 0. 0. ROYAL DUTCH PETROL NLG1.25 780257804 476. 10000. SH SOLE 10000. 0. 0. ROYAL GOLD INC COMMON 780287108 51. 2858. SH SOLE 2858. 0. 0. ROYAL GROUP TECH SUBORDI 779915107 2241. 204250. SH SOLE 204250. 0. 0. RPC INC COMMON 749660106 59. 5285. SH SOLE 5285. 0. 0. RPM INTERNATIONAL COMMON 749685103 142. 8578. SH SOLE 8578. 0. 0. RSA SEC INC COMMON 749719100 82. 4358. SH SOLE 4358. 0. 0. RUBY TUESDAY INC COMMON 781182100 153. 4750. SH SOLE 4750. 0. 0. RUDDICK CORP COMMON 781258108 69. 3429. SH SOLE 3429. 0. 0. RUDOLPH TECHN INC COMMON 781270103 38. 2011. SH SOLE 2011. 0. 0. ------- PAGE TOTAL 412226.
FORM 13F DATE: 040331 PAGE: 128
ITEM 4 ITEM 8 FAIR ITEM 5 ITEM 6 VOTING AUTHORITY MARKET ------------------------- INVESTMENT (SHARES) ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 --------------------------- ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - --------------------- ------- --------- ------ ------- ------ -------- ---------- ------ ------- --------- ------- RUSS BERRIE & CO COMMON 782233100 55. 1558. SH SOLE 1558. 0. 0. RUSSELL CORP COMMON 782352108 56. 3089. SH SOLE 3089. 0. 0. RYANAIR HLDGS SP ADR 783513104 38. 1117. SH SOLE 1117. 0. 0. RYANS FAMILY STEAK COMMON 783519101 65. 3778. SH SOLE 3778. 0. 0. RYDER SYSTEMS INC COMMON 783549108 195. 5023. SH SOLE 5023. 0. 0. RYLAND GROUP INC COMMON 783764103 164. 1847. SH SOLE 1847. 0. 0. S & T BANCORP INC COMMON 783859101 58. 1922. SH SOLE 1922. 0. 0. S Y BANCORP INC COMMON 785060104 57. 2552. SH SOLE 2552. 0. 0. S&P 500 DEP RECEIPTS UNIT SE 78462F103 36843. 325615. SH SOLE 305493. 0. 20122. S1 CORPORATION COMMON 78463B101 43. 5715. SH SOLE 5715. 0. 0. SABA SOFTWARE INC COMMON 784932600 1. 275. SH SOLE 275. 0. 0. SABRE HOLDING CORP CLASS A 785905100 282. 11376. SH SOLE 11376. 0. 0. SAFECO CORP COMMON 786429100 473. 10972. SH SOLE 10972. 0. 0. SAFEGUARD SCIENTIFIC COMMON 786449108 52. 14014. SH SOLE 14014. 0. 0. SAFENET INC COMMON 78645R107 58. 1552. SH SOLE 1552. 0. 0. SAFEWAY INC COMMON 786514208 1243. 60376. SH SOLE 60376. 0. 0. SAGA COMMUNICATNS CLASS A 786598102 56. 3020. SH SOLE 3020. 0. 0. ------ PAGE TOTAL 39739.
FORM 13F DATE: 040331 PAGE: 129
ITEM 4 ITEM 8 FAIR ITEM 5 ITEM 6 VOTING AUTHORITY MARKET ------------------------- INVESTMENT (SHARES) ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 --------------------------- ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - --------------------- ------- --------- ------ ------- ------ -------- ---------- ------ ------- --------- ------- SAGENT TECHN INC COMMON 786693101 0. 800. SH SOLE 800. 0. 0. SAKS INCORPORATED COMMON 79377W108 187. 10599. SH SOLE 10599. 0. 0. SALEM COMMUNICATION CLASS A 794093104 65. 2354. SH SOLE 2354. 0. 0. SALIX PHARMACEUTICAL COMMON 795435106 86. 2962. SH SOLE 2962. 0. 0. SAMSONITE CORP COMMON 79604V105 0. 243. SH SOLE 243. 0. 0. SANCHEZ COMPTR ASSC COMMON 799702105 5. 800. SH SOLE 800. 0. 0. SANDERSON FARMS COMMON 800013104 88. 2401. SH SOLE 2401. 0. 0. SANDISK CORP COMMON 80004C101 3248. 114535. SH SOLE 114535. 0. 0. SANDY SPRING BANCORP COMMON 800363103 50. 1382. SH SOLE 1382. 0. 0. SANGAMO BIOSCIENCES COMMON 800677106 4. 600. SH SOLE 600. 0. 0. SANMINA-SCI CORP COMMON 800907107 555. 50234. SH SOLE 50234. 0. 0. SANOFI-SYNTHELABO SPONSOR 80105N105 771. 23601. SH SOLE 23601. 0. 0. SANTANDER BANCORP COMMON 802809103 87. 3148. SH SOLE 3148. 0. 0. SAP AKTIENGESELLSCHF SP ADR( 803054204 4767. 121255. SH SOLE 121095. 0. 160. SAPIENT CORP COMMON 803062108 58. 9579. SH SOLE 9579. 0. 0. SARA LEE CORP COMMON 803111103 2350. 107505. SH SOLE 107505. 0. 0. SAUER-DANFOSS INC COMMON 804137107 51. 3718. SH SOLE 3718. 0. 0. ------ PAGE TOTAL 12372.
FORM 13F DATE: 040331 PAGE: 130
ITEM 4 ITEM 8 FAIR ITEM 5 ITEM 6 VOTING AUTHORITY MARKET ------------------------- INVESTMENT (SHARES) ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 --------------------------- ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - --------------------- ------- --------- ------ ------- ------ -------- ---------- ------ ------- --------- ------- SAUL CTRS INC COMMON 804395101 59. 1931. SH SOLE 1931. 0. 0. SAVIENT PHARMA COMMON 80517Q100 36. 9321. SH SOLE 9321. 0. 0. SAXON CAPITAL INC COMMON 80556P302 82. 2885. SH SOLE 2885. 0. 0. SBC COMMUNICATIONS COMMON 78387G103 8666. 353132. SH SOLE 352932. 0. 200. SCANA CORPORATION COMMON 80589M102 291. 8232. SH SOLE 8232. 0. 0. SCANSOFT INC COMMON 80603P107 51. 9154. SH SOLE 9154. 0. 0. SCANSOURCE INC COMMON 806037107 60. 1259. SH SOLE 1259. 0. 0. SCHAWK INC CLASS A 806373106 55. 4120. SH SOLE 4120. 0. 0. SCHEIN HENRY INC COMMON 806407102 284. 3979. SH SOLE 3979. 0. 0. SCHERING PLOUGH CORP COMMON 806605101 5738. 353764. SH SOLE 353764. 0. 0. SCHLUMBERGER LTD COMMON 806857108 10610. 166905. SH SOLE 162039. 0. 4866. SCHNITZER STL CLASS A 806882106 59. 1837. SH SOLE 1837. 0. 0. SCHOLASTIC CORP COMMON 807066105 79. 2913. SH SOLE 2913. 0. 0. SCHOOL SPECIALTY INC COMMON 807863105 69. 1938. SH SOLE 1938. 0. 0. SCHULMAN A INC COMMON 808194104 56. 2828. SH SOLE 2828. 0. 0. SCHWAB CHARLES CORP COMMON 808513105 6354. 547281. SH SOLE 530756. 0. 16525. SCHWEITZER-MAUDUIT COMMON 808541106 63. 1963. SH SOLE 1963. 0. 0. ------ PAGE TOTAL 32612.
FORM 13F DATE: 040331 PAGE: 131
ITEM 4 ITEM 8 FAIR ITEM 5 ITEM 6 VOTING AUTHORITY MARKET ------------------------- INVESTMENT (SHARES) ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 --------------------------- ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - --------------------- ------- --------- ------ ------- ------ -------- ---------- ------ ------- --------- ------- SCICLONE PHARMACEUT COMMON 80862K104 40. 7394. SH SOLE 7394. 0. 0. SCIENCE DYNAMICS COMMON 808631105 0. 1500. SH SOLE 1500. 0. 0. SCIENT INC COMMON 808649305 0. 264. SH SOLE 264. 0. 0. SCIENTIFIC ATLANTA COMMON 808655104 383. 11836. SH SOLE 11836. 0. 0. SCIENTIFIC GAMES COR CLASS A 80874P109 84. 4462. SH SOLE 4462. 0. 0. SCOTTS CO CLASS A 810186106 151. 2349. SH SOLE 2349. 0. 0. SCP POOL CORP COMMON 784028102 98. 2622. SH SOLE 2622. 0. 0. SCRIPPS E W CO OHIO CLASS A 811054204 606. 5989. SH SOLE 5989. 0. 0. SEABOARD CORP COMMON 811543107 80. 239. SH SOLE 239. 0. 0. SEACHANGE INTL INC COMMON 811699107 55. 3611. SH SOLE 3611. 0. 0. SEACOAST FINL SVCS COMMON 81170Q106 69. 2056. SH SOLE 2056. 0. 0. SEACOR HOLDINGS INC COMMON 811904101 58. 1400. SH SOLE 1400. 0. 0. SEAGATE TECHNOLOGY SHARES G7945J104 87. 5380. SH SOLE 5380. 0. 0. SEALED AIR CORP COMMON 81211K100 353. 7092. SH SOLE 7092. 0. 0. SEARS ROEBUCK & CO COMMON 812387108 1400. 32581. SH SOLE 32581. 0. 0. SECTOR SPDR TR SBI INT 81369Y803 262. 12865. SH SOLE 12865. 0. 0. SECURE COMPUTING COR COMMON 813705100 58. 3584. SH SOLE 3584. 0. 0. ----- PAGE TOTAL 3784.
FORM 13F DATE: 040331 PAGE: 132
ITEM 4 ITEM 8 FAIR ITEM 5 ITEM 6 VOTING AUTHORITY MARKET ------------------------- INVESTMENT (SHARES) ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 --------------------------- ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - --------------------- ------- --------- ------ ------- ------ -------- ---------- ------ ------- --------- ------- SEEBEYOND TECHN COR COMMON 815704101 63. 15482. SH SOLE 15482. 0. 0. SEGA ENTERPRISES SP ADR 815793104 330. 124600. SH SOLE 124600. 0. 0. SEI INVESTMENTS CO COMMON 784117103 257. 7786. SH SOLE 7786. 0. 0. SELECT COMFORT CORP COMMON 81616X103 68. 2447. SH SOLE 2447. 0. 0. SELECT MEDICAL CORP COMMON 816196109 120. 7186. SH SOLE 7186. 0. 0. SELECTIVE INS GROUP COMMON 816300107 69. 1965. SH SOLE 1965. 0. 0. SEMITOOL INC COMMON 816909105 61. 4847. SH SOLE 4847. 0. 0. SEMPRA ENERGY COMMON 816851109 563. 17692. SH SOLE 17692. 0. 0. SEMTECH CORP COMMON 816850101 124. 5445. SH SOLE 5445. 0. 0. SENIOR HSG PPTYS TR SH BEN 81721M109 85. 4337. SH SOLE 4337. 0. 0. SENSIENT TECH CORP COMMON 81725T100 64. 3411. SH SOLE 3411. 0. 0. SEPRACOR INC COMMON 817315104 302. 6285. SH SOLE 6285. 0. 0. SEQUA CORPORATION CLASS A 817320104 56. 1127. SH SOLE 1127. 0. 0. SERENA SOFTWARE INC COMMON 817492101 63. 3099. SH SOLE 3099. 0. 0. SEROLOGICALS CORP COMMON 817523103 66. 3229. SH SOLE 3229. 0. 0. SERVICE CORP INTL COMMON 817565104 166. 22262. SH SOLE 22262. 0. 0. SERVICEMASTER COMMON 81760N109 263. 21895. SH SOLE 21895. 0. 0. ----- PAGE TOTAL 2720.
FORM 13F DATE: 040331 PAGE: 133
ITEM 4 ITEM 8 FAIR ITEM 5 ITEM 6 VOTING AUTHORITY MARKET ------------------------- INVESTMENT (SHARES) ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 --------------------------- ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - --------------------- ------- --------- ------ ------- ------ -------- ---------- ------ ------- --------- ------- SHARPER IMAGE COMMON 820013100 60. 1840. SH SOLE 1840. 0. 0. SHAW COMMUNICATIONS CLASS B 82028K200 4496. 273418. SH SOLE 273418. 0. 0. SHAW GROUP INC COMMON 820280105 46. 4202. SH SOLE 4202. 0. 0. SHERWIN WILLIAMS CO COMMON 824348106 445. 11577. SH SOLE 11577. 0. 0. SHOPKO STORES INC COMMON 824911101 50. 3440. SH SOLE 3440. 0. 0. SHUFFLE MASTER INC COMMON 825549108 83. 1783. SH SOLE 1783. 0. 0. SHURGARD STORAGE COMMON 82567D104 133. 3335. SH SOLE 3335. 0. 0. SIBNEFT SP ADR( 825731102 78. 2050. SH SOLE 2050. 0. 0. SIEBEL SYS INC COMMON 826170102 571. 49535. SH SOLE 49535. 0. 0. SIEMENS A G SP ADR 826197501 408. 5507. SH SOLE 5396. 0. 111. SIERRA HEALTH SVCS COMMON 826322109 82. 2262. SH SOLE 2262. 0. 0. SIERRA PACIFIC RES COMMON 826428104 64. 8696. SH SOLE 8696. 0. 0. SIERRA WIRELESS COMMON 826516106 1069. 29200. SH SOLE 29200. 0. 0. SIGMA ALDRICH CORP COMMON 826552101 378. 6825. SH SOLE 6825. 0. 0. SILGAN HLDGS INC COMMON 827048109 77. 1687. SH SOLE 1687. 0. 0. SILICON IMAGE INC COMMON 82705T102 74. 7143. SH SOLE 7143. 0. 0. SILICON LABS INC COMMON 826919102 193. 3656. SH SOLE 3656. 0. 0. ----- PAGE TOTAL 8307.
FORM 13F DATE: 040331 PAGE: 134
ITEM 4 ITEM 8 FAIR ITEM 5 ITEM 6 VOTING AUTHORITY MARKET ------------------------- INVESTMENT (SHARES) ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 --------------------------- ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - --------------------- ------- --------- ------ ------- ------ -------- ---------- ------ ------- --------- ------- SILICON STGE TECH COMMON 827057100 91. 7042. SH SOLE 7042. 0. 0. SILICON VY BANCSHARE COMMON 827064106 83. 2562. SH SOLE 2562. 0. 0. SILICONIX INC COMMON 827079203 103. 2218. SH SOLE 2218. 0. 0. SIMMONS 1ST NATL COR CLASS A 828730200 58. 2099. SH SOLE 2099. 0. 0. SIMON PPTY INC COMMON 828806109 890. 15223. SH SOLE 15223. 0. 0. SIMPLETECH INC COMMON 828823104 33. 6866. SH SOLE 6866. 0. 0. SIMPSON MANUFACTURIN COMMON 829073105 89. 1828. SH SOLE 1828. 0. 0. SINCLAIR BROADCAST CLASS A 829226109 59. 4716. SH SOLE 4716. 0. 0. SIRENZA MICRODEVICES COMMON 82966T106 2. 500. SH SOLE 500. 0. 0. SIRIUS SATEL RADIO COMMON 82966U103 252. 74075. SH SOLE 74075. 0. 0. SIX FLAGS INC COMMON 83001P109 69. 8738. SH SOLE 8738. 0. 0. SK TELECOM CO LTD ADR(1/9 78440P108 58. 2700. SH SOLE 2700. 0. 0. SKY FINL GROUP INC COMMON 83080P103 177. 6829. SH SOLE 6829. 0. 0. SKYLINE CORP COMMON 830830105 61. 1587. SH SOLE 1587. 0. 0. SKYWEST INC COMMON 830879102 81. 4208. SH SOLE 4208. 0. 0. SKYWORKS SOLUTIONS COMMON 83088M102 128. 10989. SH SOLE 10989. 0. 0. SL GREEN RLTY CORP COMMON 78440X101 135. 2834. SH SOLE 2834. 0. 0. ----- PAGE TOTAL 2369.
FORM 13F DATE: 040331 PAGE: 135
ITEM 4 ITEM 8 FAIR ITEM 5 ITEM 6 VOTING AUTHORITY MARKET ------------------------ INVESTMENT (SHARES) ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 --------------------------- ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - --------------------- ------- --------- ------ ------ ------ -------- ---------- ------ ------- --------- ------- SLM CORP VOTING 78442P106 1752. 41854. SH SOLE 41854. 0. 0. SMARTSERV ONLINE INC COMMON 83169M302 0. 16. SH SOLE 16. 0. 0. SMITH A O COMMON 831865209 61. 2120. SH SOLE 2120. 0. 0. SMITH INTL INC COMMON 832110100 397. 7426. SH SOLE 7426. 0. 0. SMITHFIELD FOODS INC COMMON 832248108 220. 8097. SH SOLE 8097. 0. 0. SMUCKER J M CO COMMON 832696405 201. 3799. SH SOLE 3799. 0. 0. SMURFIT-STONE CONTNR COMMON 832727101 396. 22506. SH SOLE 22506. 0. 0. SNAP-ON INC COMMON 833034101 149. 4622. SH SOLE 4622. 0. 0. SOLA INTL INC COMMON 834092108 69. 2969. SH SOLE 2969. 0. 0. SOLECTRON CORP COMMON 834182107 364. 65733. SH SOLE 65733. 0. 0. SOLUTIA INC COMMON 834376105 7. 18015. SH SOLE 18015. 0. 0. SONIC AUTOMOTIVE CLASS A 83545G102 61. 2436. SH SOLE 2436. 0. 0. SONIC CORP COMMON 835451105 99. 2892. SH SOLE 2892. 0. 0. SONIC FDRY INC COMMON 83545R108 2. 1000. SH SOLE 1000. 0. 0. SONIC SOLUTIONS COMMON 835460106 61. 3168. SH SOLE 3168. 0. 0. SONICBLUE INC COMMON 83546Q109 0. 1900. SH SOLE 1900. 0. 0. SONICWALL INC COMMON 835470105 62. 6909. SH SOLE 6909. 0. 0. ----- PAGE TOTAL 3901.
FORM 13F DATE: 040331 PAGE: 136
ITEM 4 ITEM 8 FAIR ITEM 5 ITEM 6 VOTING AUTHORITY MARKET ------------------------ INVESTMENT (SHARES) ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 --------------------------- ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - --------------------- ------- --------- ------ ------ ------ -------- ---------- ------ ------- --------- ------- SONOCO PRODS COMMON 835495102 174. 7186. SH SOLE 7186. 0. 0. SONUS NETWORKS INC COMMON 835916107 62. 16438. SH SOLE 16438. 0. 0. SONY CORP ADR (1 835699307 729. 17437. SH SOLE 17227. 0. 210. SOTHEBYS HLDGS INC CLASS A 835898107 62. 4816. SH SOLE 4816. 0. 0. SOURCECORP COMMON 836167106 57. 2143. SH SOLE 2143. 0. 0. SOUTH FINL GROUP INC COMMON 837841105 126. 4256. SH SOLE 4256. 0. 0. SOUTH JERSEY INDS COMMON 838518108 58. 1415. SH SOLE 1415. 0. 0. SOUTHERN CO COMMON 842587107 2048. 67137. SH SOLE 67137. 0. 0. SOUTHERN PERU COPPER COMMON 843611104 182. 4507. SH SOLE 4507. 0. 0. SOUTHERN UN CO COMMON 844030106 102. 5408. SH SOLE 5408. 0. 0. SOUTHTRUST CORP COMMON 844730101 887. 26744. SH SOLE 26744. 0. 0. SOUTHWEST AIRLS CO COMMON 844741108 1141. 80282. SH SOLE 80282. 0. 0. SOUTHWEST BANCORP COMMON 84476R109 96. 2532. SH SOLE 2532. 0. 0. SOUTHWEST GAS CORP COMMON 844895102 58. 2462. SH SOLE 2462. 0. 0. SOUTHWESTERN ENERGY COMMON 845467109 67. 2789. SH SOLE 2789. 0. 0. SOVEREIGN BANCORP COMMON 845905108 467. 21812. SH SOLE 21812. 0. 0. SOVRAN SELF STORAGE COMMON 84610H108 65. 1564. SH SOLE 1564. 0. 0. ----- PAGE TOTAL 6381.
FORM 13F DATE: 040331 PAGE: 137
ITEM 4 ITEM 8 FAIR ITEM 5 ITEM 6 VOTING AUTHORITY MARKET ------------------------ INVESTMENT (SHARES) ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 --------------------------- ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - --------------------- ------- --------- ------ ------ ------ -------- ---------- ------ ------- --------- ------- SPANISH BROADCASTIN CLASS A 846425882 58. 5592. SH SOLE 5592. 0. 0. SPARTECH CORP COMMON 847220209 57. 2303. SH SOLE 2303. 0. 0. SPECIALTY LABS INC COMMON 84749R100 40. 3721. SH SOLE 3721. 0. 0. SPECTRALINK CORP COMMON 847580107 49. 2868. SH SOLE 2868. 0. 0. SPEEDWAY MOTORSPORTS COMMON 847788106 96. 3152. SH SOLE 3152. 0. 0. SPHERION CORPORATION COMMON 848420105 62. 6045. SH SOLE 6045. 0. 0. SPINNAKER EXPL CO COMMON 84855W109 89. 2465. SH SOLE 2465. 0. 0. SPRINT CORP(FON GRP) COMMON 852061100 1840. 99820. SH SOLE 99820. 0. 0. SPRINT CORP(PCS GRP) PCS COM 852061506 753. 81900. SH SOLE 81900. 0. 0. SPSS INC COMMON 78462K102 52. 2846. SH SOLE 2846. 0. 0. SPX CORP COMMON 784635104 259. 5684. SH SOLE 5684. 0. 0. SR TELECOM INC COMMON 78464P208 6. 1067. SH SOLE 1067. 0. 0. SRA INTERNATIONAL COMMON 78464R105 47. 1277. SH SOLE 1277. 0. 0. SS&C TECHNOLOGIES COMMON 85227Q100 55. 2247. SH SOLE 2247. 0. 0. ST JOE CO COMMON 790148100 230. 5651. SH SOLE 5651. 0. 0. ST JUDE MED INC COMMON 790849103 1310. 18167. SH SOLE 18167. 0. 0. ST MARY LD & EXPL CO COMMON 792228108 71. 2111. SH SOLE 2111. 0. 0. ----- PAGE TOTAL 5074.
FORM 13F DATE: 040331 PAGE: 138
ITEM 4 ITEM 8 FAIR ITEM 5 ITEM 6 VOTING AUTHORITY MARKET ------------------------ INVESTMENT (SHARES) ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 --------------------------- ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - --------------------- ------- --------- ------ ------ ------ -------- ---------- ------ ------- --------- ------- ST PAUL TRAVELERS CO COMMON 792860108 1020. 25485. SH SOLE 25485. 0. 0. STAGE STORES INC COMMON 85254C305 68. 1758. SH SOLE 1758. 0. 0. STANCORP FINL GROUP COMMON 852891100 141. 2163. SH SOLE 2163. 0. 0. STANDARD MICROSYSTEM COMMON 853626109 48. 1810. SH SOLE 1810. 0. 0. STANDARD PAC CORP COMMON 85375C101 145. 2416. SH SOLE 2416. 0. 0. STANDARD REGISTER CO COMMON 853887107 50. 3122. SH SOLE 3122. 0. 0. STANDEX INTL CORP COMMON 854231107 55. 2042. SH SOLE 2042. 0. 0. STANLEY WORKS COMMON 854616109 287. 6727. SH SOLE 6727. 0. 0. STAPLES INC COMMON 855030102 1717. 67803. SH SOLE 67803. 0. 0. STARBUCKS CORP COMMON 855244109 1973. 52110. SH SOLE 52110. 0. 0. STARTEK INC COMMON 85569C107 54. 1492. SH SOLE 1492. 0. 0. STARWOOD HTLS&RES PAIRED 85590A203 1060. 26162. SH SOLE 26162. 0. 0. STATE AUTO FINL CORP COMMON 855707105 66. 2572. SH SOLE 2572. 0. 0. STATE STREET CORP COMMON 857477103 1827. 35039. SH SOLE 35039. 0. 0. STATEN ISL BANCORP COMMON 857550107 108. 4346. SH SOLE 4346. 0. 0. STATION CASINOS INC COMMON 857689103 191. 4318. SH SOLE 4318. 0. 0. STEAK N SHAKE CO COMMON 857873103 59. 3061. SH SOLE 3061. 0. 0. ----- PAGE TOTAL 8869.
FORM 13F DATE: 040331 PAGE: 139
ITEM 4 ITEM 8 FAIR ITEM 5 ITEM 6 VOTING AUTHORITY MARKET ------------------------- INVESTMENT (SHARES) ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 --------------------------- ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - --------------------- ------- --------- ------ ------- ------ -------- ---------- ------ ------- --------- ------- STEEL DYNAMICS INC COMMON 858119100 88. 3545. SH SOLE 3545. 0. 0. STEELCASE INC CLASS A 858155203 58. 4497. SH SOLE 4497. 0. 0. STEIN MART INC COMMON 858375108 97. 7057. SH SOLE 7057. 0. 0. STERICYCLE INC COMMON 858912108 149. 3114. SH SOLE 3114. 0. 0. STERIS CORP COMMON 859152100 133. 5143. SH SOLE 5143. 0. 0. STERLING BANCORP COMMON 859158107 51. 1742. SH SOLE 1742. 0. 0. STERLING BANCSHARES COMMON 858907108 63. 4716. SH SOLE 4716. 0. 0. STERLING FINL CORP COMMON 859319105 63. 1710. SH SOLE 1710. 0. 0. STERLING FINL CORP COM 859317109 62. 2399. SH SOLE 2399. 0. 0. STEWART & STEVENSON COMMON 860342104 51. 3505. SH SOLE 3505. 0. 0. STEWART ENTERPRISES CLASS A 860370105 94. 12934. SH SOLE 12934. 0. 0. STEWART INFO SVCS CO COMMON 860372101 65. 1646. SH SOLE 1646. 0. 0. STILLWATER MNG CO COMMON 86074Q102 127. 8079. SH SOLE 8079. 0. 0. STONE ENERGY CORP COMMON 861642106 97. 1959. SH SOLE 1959. 0. 0. STONERIDGE INC COMMON 86183P102 56. 3903. SH SOLE 3903. 0. 0. STORAGE TECHNOLOGY COMMON 862111200 226. 8130. SH SOLE 8130. 0. 0. STORAGENETWORKS INC COMMON 86211E103 1. 611. SH SOLE 611. 0. 0. ----- PAGE TOTAL 1481.
FORM 13F DATE: 040331 PAGE: 140
ITEM 4 ITEM 8 FAIR ITEM 5 ITEM 6 VOTING AUTHORITY MARKET -------------------------- INVESTMENT (SHARES) ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 ---------------------------- ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - --------------------- ------ --------- ------- -------- ------ -------- ---------- ------ -------- --------- ------- STRATASYS INC COMMON 862685104 37. 1937. SH SOLE 1937. 0. 0. STRATOS INTERNATIONL COMMON 863100202 2. 330. SH SOLE 330. 0. 0. STRAYER ED INC COMMON 863236105 93. 794. SH SOLE 794. 0. 0. STRIDE RITE CORP COMMON 863314100 49. 4653. SH SOLE 4653. 0. 0. STRYKER CORP COMMON 863667101 1793. 20258. SH SOLE 20258. 0. 0. STUDENT LN CORP COMMON 863902102 230. 1484. SH SOLE 1484. 0. 0. STURM RUGER & CO INC COMMON 864159108 65. 4798. SH SOLE 4798. 0. 0. SUFFOLK BANCORP COMMON 864739107 53. 1535. SH SOLE 1535. 0. 0. SUMMIT PPTYS INC COMMON 866239106 58. 2414. SH SOLE 2414. 0. 0. SUN BANCORP INC COMMON 86663B102 58. 2303. SH SOLE 2303. 0. 0. SUN COMMUNITIES COMMON 866674104 63. 1474. SH SOLE 1474. 0. 0. SUN LIFE FNCL INC COMMON 866796105 189372. 7050333. SH SOLE 6951958. 0. 98375. SUN MICROSYSTEM INC COMMON 866810104 2166. 519542. SH SOLE 519542. 0. 0. SUNCOR ENERGY INC COMMON 867229106 74365. 2709425. SH SOLE 2652675. 0. 56750. SUNGARD DATA SYSTEMS COMMON 867363103 639. 23327. SH SOLE 23327. 0. 0. SUNOCO INC COMMON 86764P109 380. 6095. SH SOLE 6095. 0. 0. SUNOCO LOGISTICS PRT COMMON 86764L108 63. 1572. SH SOLE 1572. 0. 0. ------- PAGE TOTAL 269486.
FORM 13F DATE: 040331 PAGE: 141
ITEM 4 ITEM 8 FAIR ITEM 5 ITEM 6 VOTING AUTHORITY MARKET ------------------------ INVESTMENT (SHARES) ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 --------------------------- ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - --------------------- ------- --------- ------ ------ ------ -------- ---------- ------ ------- --------- ------- SUNRISE SEN LIVING COMMON 86768K106 60. 1673. SH SOLE 1673. 0. 0. SUNTRUST BANKS INC COMMON 867914103 2379. 34120. SH SOLE 34120. 0. 0. SUPERCONDUCTOR TECH COMMON 867931107 20. 8860. SH SOLE 8860. 0. 0. SUPERGEN INC COMMON 868059106 65. 5093. SH SOLE 5093. 0. 0. SUPERIOR ENERGY SVCS COMMON 868157108 64. 6376. SH SOLE 6376. 0. 0. SUPERIOR INDS INTL COMMON 868168105 69. 1940. SH SOLE 1940. 0. 0. SUPERVALU INC COMMON 868536103 324. 10607. SH SOLE 10607. 0. 0. SUPPORTSOFT INC COMMON 868587106 49. 4473. SH SOLE 4473. 0. 0. SUREBEAM CORP CLASS A 86866R102 0. 7026. SH SOLE 7026. 0. 0. SUREWEST COMMUNICATI COMMON 868733106 36. 1341. SH SOLE 1341. 0. 0. SURGUTNEFTEGAS JSC SP ADR( 868861204 294. 7687. SH SOLE 7687. 0. 0. SURMODICS INC COMMON 868873100 50. 2521. SH SOLE 2521. 0. 0. SUSQUEHANNA BKSHS PA COMMON 869099101 76. 2962. SH SOLE 2962. 0. 0. SWIFT ENERGY CO COMMON 870738101 72. 3808. SH SOLE 3808. 0. 0. SWIFT TRANSPORT CO COMMON 870756103 107. 6172. SH SOLE 6172. 0. 0. SWS GROUP INC COMMON 78503N107 47. 2618. SH SOLE 2618. 0. 0. SYBASE INC COMMON 871130100 148. 7034. SH SOLE 7034. 0. 0. ----- PAGE TOTAL 3860.
FORM 13F DATE: 040331 PAGE: 142
ITEM 4 ITEM 8 FAIR ITEM 5 ITEM 6 VOTING AUTHORITY MARKET -------------------------- INVESTMENT (SHARES) ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 ---------------------------- ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - --------------------- ------- --------- ------ -------- ------ -------- ---------- ------ -------- --------- ------- SYBRON DENTAL SPEC COMMON 871142105 77. 2831. SH SOLE 2831. 0. 0. SYCAMORE NETWKS INC COMMON 871206108 82. 20190. SH SOLE 20190. 0. 0. SYKES ENTERPRISES IN COMMON 871237103 34. 5784. SH SOLE 5784. 0. 0. SYLVAN LEARNING SYS COMMON 871399101 112. 3198. SH SOLE 3198. 0. 0. SYMANTEC CORP COMMON 871503108 1407. 30393. SH SOLE 30393. 0. 0. SYMBOL TECHNOLOGIES COMMON 871508107 252. 18273. SH SOLE 18273. 0. 0. SYMMETRICOM INC COMMON 871543104 69. 7732. SH SOLE 7732. 0. 0. SYMYX TECHNOLOGIES COMMON 87155S108 77. 2676. SH SOLE 2676. 0. 0. SYNAPTICS INC COMMON 87157D109 74. 4213. SH SOLE 4213. 0. 0. SYNOPSYS INC COMMON 871607107 403. 14022. SH SOLE 14022. 0. 0. SYNOVUS FINL CORP COMMON 87161C105 939. 38394. SH SOLE 38394. 0. 0. SYNTEL INC COMMON 87162H103 81. 2932. SH SOLE 2932. 0. 0. SYSCO CORP COMMON 871829107 2678. 68573. SH SOLE 68243. 0. 330. TAIWAN SEMICONDUCTOR SP ADR( 874039100 1569. 150315. SH SOLE 150315. 0. 0. TAKE-TWO INTERACTIVE COMMON 874054109 2509. 68192. SH SOLE 68192. 0. 0. TALBOTS INC COMMON 874161102 150. 4206. SH SOLE 4206. 0. 0. TALISMAN ENERGY INC COMMON 87425E103 66868. 1134515. SH SOLE 1120465. 0. 14050. ------ PAGE TOTAL 77381.
FORM 13F DATE: 040331 PAGE: 143
ITEM 4 ITEM 8 FAIR ITEM 5 ITEM 6 VOTING AUTHORITY MARKET ------------------------- INVESTMENT (SHARES) ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 --------------------------- ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - --------------------- ------- --------- ------ ------- ------ -------- ---------- ------ ------- --------- ------- TALK AMERICA HLDGS COMMON 87426R202 37. 4443. SH SOLE 4443. 0. 0. TALX CORP COMMON 874918105 45. 2050. SH SOLE 2050. 0. 0. TANGER FACTORY OUTLT COMMON 875465106 61. 1351. SH SOLE 1351. 0. 0. TANOX INC COMMON 87588Q109 49. 3267. SH SOLE 3267. 0. 0. TARGET CORPORATION COMMON 87612E106 13673. 304268. SH SOLE 294383. 0. 9885. TAUBMAN CTRS INC COMMON 876664103 42. 1667. SH SOLE 1667. 0. 0. TBC CORP COMMON 872180104 55. 1858. SH SOLE 1858. 0. 0. TC PIPELINES LP UT COM 87233Q108 60. 1642. SH SOLE 1642. 0. 0. TCF FINANCIAL CORP COMMON 872275102 271. 5306. SH SOLE 5306. 0. 0. TECH DATA CORP COMMON 878237106 172. 4204. SH SOLE 4204. 0. 0. TECHNE CORP COMMON 878377100 123. 3024. SH SOLE 3024. 0. 0. TECHNICAL OLYMPIC US COMMON 878483106 65. 2029. SH SOLE 2029. 0. 0. TECHNITROL INC COMMON 878555101 56. 2982. SH SOLE 2982. 0. 0. TECO ENERGY INC COMMON 872375100 217. 14848. SH SOLE 14848. 0. 0. TECUMSEH PRODS CO CLASS A 878895200 58. 1371. SH SOLE 1371. 0. 0. TEJON RANCH CO COMMON 879080109 51. 1384. SH SOLE 1384. 0. 0. TEKELEC COMMON 879101103 74. 4454. SH SOLE 4454. 0. 0. ------ PAGE TOTAL 15109.
FORM 13F DATE: 040331 PAGE: 144
ITEM 4 ITEM 8 FAIR ITEM 5 ITEM 6 VOTING AUTHORITY MARKET -------------------------- INVESTMENT (SHARES) ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 ---------------------------- ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - --------------------- ------- --------- ------ -------- ------ -------- ---------- ------ -------- --------- ------- TEKTRONIX INC COMMON 879131100 221. 6744. SH SOLE 6744. 0. 0. TELEDYNE TECH INC COMMON 879360105 62. 3336. SH SOLE 3336. 0. 0. TELEFLEX INC COMMON 879369106 145. 2936. SH SOLE 2936. 0. 0. TELEFONICA S A SP ADR 879382208 38. 837. SH SOLE 837. 0. 0. TELEPHONE & DATA SYS COMMON 879433100 302. 4258. SH SOLE 4258. 0. 0. TELESYSTEM INTL COMMON 879946606 1583. 138750. SH SOLE 138750. 0. 0. TELETECH HLDGS INC COMMON 879939106 41. 6538. SH SOLE 6538. 0. 0. TELIK INC COMMON 87959M109 71. 2651. SH SOLE 2651. 0. 0. TELLABS INC COMMON 879664100 322. 37162. SH SOLE 37162. 0. 0. TELUS CORP NON-VOT 87971M202 20618. 1228753. SH SOLE 1133485. 0. 95268. TELUS CORP COMMON 87971M103 45340. 2550116. SH SOLE 2452735. 0. 97381. TEMPLE INLAND INC COMMON 879868107 272. 4289. SH SOLE 4289. 0. 0. TENET HEALTHCARE COMMON 88033G100 410. 36773. SH SOLE 36773. 0. 0. TENFOLD CORP COMMON 88033A103 3. 1000. SH SOLE 1000. 0. 0. TENNANT CO COMMON 880345103 51. 1291. SH SOLE 1291. 0. 0. TEPPCO PARTNERS UT LTD 872384102 195. 4658. SH SOLE 4658. 0. 0. TERADYNE INC COMMON 880770102 356. 14937. SH SOLE 14937. 0. 0. ------ PAGE TOTAL 70030.
FORM 13F DATE: 040331 PAGE: 145
ITEM 4 ITEM 8 FAIR ITEM 5 ITEM 6 VOTING AUTHORITY MARKET ------------------------- INVESTMENT (SHARES) ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 --------------------------- ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - --------------------- ------- --------- ------ ------- ------ -------- ---------- ------ ------- --------- ------- TERAYON COMMNICATION COMMON 880775101 29. 8536. SH SOLE 8536. 0. 0. TEREX CORP COMMON 880779103 133. 3608. SH SOLE 3608. 0. 0. TESCO CORPORATION COMMON 88157K101 304. 39900. SH SOLE 39900. 0. 0. TESMA INTL INC CLASS A 881908107 5716. 238925. SH SOLE 236450. 0. 2475. TESORO PETE CORP COMMON 881609101 90. 4794. SH SOLE 4794. 0. 0. TETRA TECH INC COMMON 88162G103 86. 3998. SH SOLE 3998. 0. 0. TETRA TECHNOLOGIES COMMON 88162F105 59. 2268. SH SOLE 2268. 0. 0. TEVA PHARMACEUTICAL ADR (1 881624209 825. 13024. SH SOLE 13024. 0. 0. TEXAS GENCO HLDGS COMMON 882443104 68. 1914. SH SOLE 1914. 0. 0. TEXAS INDS INC COMMON 882491103 70. 1935. SH SOLE 1935. 0. 0. TEXAS INSTRUMENTS COMMON 882508104 7375. 252404. SH SOLE 245104. 0. 7300. TEXAS REGL BKSH CLASS A 882673106 93. 2185. SH SOLE 2185. 0. 0. TEXTRON INC COMMON 883203101 592. 11142. SH SOLE 11142. 0. 0. THAI FUND INC COMMON 882904105 817. 87300. SH SOLE 87300. 0. 0. THE MCCLATCHY CO CLASS A 579489105 243. 3419. SH SOLE 3419. 0. 0. THE SPORTS AUTHORITY COMMON 84917U109 71. 1771. SH SOLE 1771. 0. 0. THERASENSE INC COMMON 883381105 85. 3159. SH SOLE 3159. 0. 0. ------ PAGE TOTAL 16656.
FORM 13F DATE: 040331 PAGE: 146
ITEM 4 ITEM 8 FAIR ITEM 5 ITEM 6 VOTING AUTHORITY MARKET -------------------------- INVESTMENT (SHARES) ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 ---------------------------- ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - --------------------- ------- --------- ------ -------- ------ -------- ----------- ------ -------- --------- ------- THERMA-WAVE INC COMMON 88343A108 2. 600. SH SOLE 600. 0. 0. THERMO ELECTRON CORP COMMON 883556102 364. 12867. SH SOLE 12867. 0. 0. THOMAS & BETTS CORP COMMON 884315102 426. 19526. SH SOLE 19526. 0. 0. THOMAS INDS INC COMMON 884425109 56. 1774. SH SOLE 1774. 0. 0. THOMSON CORP (THE) COMMON 884903105 69237. 2237620. SH SOLE 2205695. 0. 31925. THOR INDS INC COMMON 885160101 114. 4241. SH SOLE 4241. 0. 0. THORATEC LABS CORP COMMON 885175307 50. 4049. SH SOLE 4049. 0. 0. THORNBURG MORTG INC COMMON 885218107 162. 5224. SH SOLE 5224. 0. 0. THQ INC COMMON 872443403 62. 3052. SH SOLE 3052. 0. 0. THREE-FIVE SYS INC COMMON 88554L108 3. 450. SH SOLE 450. 0. 0. TIBCO SOFTWARE INC COMMON 88632Q103 129. 15828. SH SOLE 15828. 0. 0. TICKETS COM INC COMMON 88633M200 0. 75. SH SOLE 75. 0. 0. TIDEWATER INC COMMON 886423102 126. 4494. SH SOLE 4494. 0. 0. TIFFANY & CO COMMON 886547108 439. 11510. SH SOLE 11510. 0. 0. TIMBERLAND CO CLASS A 887100105 157. 2641. SH SOLE 2641. 0. 0. TIME WARNER INC COMMON 887317105 13105. 777268. SH SOLE 761968. 0. 15300. TIME WARNER TELECOM CLASS A 887319101 33. 5108. SH SOLE 5108. 0. 0. ------ PAGE TOTAL 84465.
FORM 13F DATE: 040331 PAGE: 147
ITEM 4 ITEM 8 FAIR ITEM 5 ITEM 6 VOTING AUTHORITY MARKET -------------------------- INVESTMENT (SHARES) ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 ---------------------------- ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - --------------------- ------ --------- ------- -------- ------ -------- ---------- ------ -------- --------- ------- TIMKEN CO COMMON 887389104 148. 6351. SH SOLE 6351. 0. 0. TIPPINGPOINT TECH IN COMMON 888011103 3. 113. SH SOLE 113. 0. 0. TITAN CORP COMMON 888266103 116. 5758. SH SOLE 5758. 0. 0. TIVO INC COMMON 888706108 49. 5523. SH SOLE 5523. 0. 0. TJX COMPANIES INC COMMON 872540109 1014. 41273. SH SOLE 41273. 0. 0. TLC VISION COMMON 872549100 879. 76800. SH SOLE 76800. 0. 0. TOLL BROTHERS INC COMMON 889478103 246. 5421. SH SOLE 5421. 0. 0. TOM BROWN INC COMMON 115660201 127. 3382. SH SOLE 3382. 0. 0. TOMPKINSTRUSTCO INC COMMON 890110109 51. 1116. SH SOLE 1116. 0. 0. TOMRA SYS A/S SP ADR 889905204 106. 20922. SH SOLE 20922. 0. 0. TOO INC COMMON 890333107 62. 2963. SH SOLE 2963. 0. 0. TOOTSIE ROLL INDS COMMON 890516107 129. 3537. SH SOLE 3537. 0. 0. TOPPS INC COMMON 890786106 50. 5185. SH SOLE 5185. 0. 0. TORCHMARK CORP COMMON 891027104 487. 9058. SH SOLE 9058. 0. 0. TORO CO COMMON 891092108 113. 1823. SH SOLE 1823. 0. 0. TORONTO DOMINION BK COMMON 891160509 240723. 6835690. SH SOLE 6756330. 0. 79360. TOTAL S.A. SP ADR 89151E109 3925. 42662. SH SOLE 38662. 0. 4000. ------- PAGE TOTAL 248228.
FORM 13F DATE: 040331 PAGE: 148
ITEM 4 ITEM 8 FAIR ITEM 5 ITEM 6 VOTING AUTHORITY MARKET -------------------------- INVESTMENT (SHARES) ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 ---------------------------- ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - --------------------- ------- --------- ------- -------- ------ -------- ---------- ------ -------- --------- ------- TOTAL SYS SVCS INC COMMON 891906109 308. 14603. SH SOLE 14603. 0. 0. TOUCH AMERICA HLDGS COMMON 891539108 0. 2200. SH SOLE 2200. 0. 0. TOWN & CTRY TR SH BEN 892081100 63. 2304. SH SOLE 2304. 0. 0. TOYS R US INC COMMON 892335100 875. 52100. SH SOLE 52100. 0. 0. TRACTOR SUPPLY CO COMMON 892356106 107. 2764. SH SOLE 2764. 0. 0. TRADESTATION GRP INC COMMON 89267P105 37. 5587. SH SOLE 5587. 0. 0. TRAMMEL CROW COMMON 89288R106 55. 3910. SH SOLE 3910. 0. 0. TRANS GLOBAL SVCS COMMON 892916503 0. 1700. SH SOLE 1700. 0. 0. TRANSACTION SYS ARCH CLASS A 893416107 64. 2748. SH SOLE 2748. 0. 0. TRANSALTA CORP COMMON 89346D107 7946. 585000. SH SOLE 489500. 0. 95500. TRANSATLANTIC HLDGS COMMON 893521104 339. 3888. SH SOLE 3888. 0. 0. TRANSCANADA CORP COMMON 89353D107 156786. 7265473. SH SOLE 6510573. 0. 754900. TRANSKARYOTIC THER COMMON 893735100 72. 4161. SH SOLE 4161. 0. 0. TRANSMETA CORPORATN COMMON 89376R109 56. 14232. SH SOLE 14232. 0. 0. TRANSOCEAN INC ORDINAR G90078109 1242. 44529. SH SOLE 44529. 0. 0. TRAVELERS PPTY CLASS A 89420G109 523. 30524. SH SOLE 30524. 0. 0. TRAVELERS PPTY CLASS B 89420G406 1777. 102922. SH SOLE 102922. 0. 0. ------- PAGE TOTAL 170250.
FORM 13F DATE: 040331 PAGE: 149
ITEM 4 ITEM 8 FAIR ITEM 5 ITEM 6 VOTING AUTHORITY MARKET ------------------------- INVESTMENT (SHARES) ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 --------------------------- ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - --------------------- ------- --------- ------ ------- ------ -------- ---------- ------ ------- --------- ------- TREDEGAR CORP COMMON 894650100 50. 3436. SH SOLE 3436. 0. 0. TREX INC COMMON 89531P105 51. 1496. SH SOLE 1496. 0. 0. TRIAD GTY INC COMMON 895925105 58. 1105. SH SOLE 1105. 0. 0. TRIAD HOSPITALS INC COMMON 89579K109 172. 5584. SH SOLE 5584. 0. 0. TRIARC COS INC CLASS B 895927309 51. 4622. SH SOLE 4622. 0. 0. TRIBUNE CO COMMON 896047107 8418. 166882. SH SOLE 161957. 0. 4925. TRIDENT MICROSYSTEMS COMMON 895919108 53. 3303. SH SOLE 3303. 0. 0. TRIMBLE NAVIGATION COMMON 896239100 83. 3630. SH SOLE 3630. 0. 0. TRIMERIS INC COMMON 896263100 31. 2085. SH SOLE 2085. 0. 0. TRINITY INDS INC COMMON 896522109 95. 3431. SH SOLE 3431. 0. 0. TRIPATH IMAGING INC COMMON 896942109 56. 6134. SH SOLE 6134. 0. 0. TRIQUINT SEMICONDTR COMMON 89674K103 73. 9955. SH SOLE 9955. 0. 0. TRITON PCS HLDG INC COMMON 89677M106 67. 12144. SH SOLE 12144. 0. 0. TRIUMPH GROUP INC COMMON 896818101 55. 1659. SH SOLE 1659. 0. 0. TRIZEC PROPERTIES IN COMMON 89687P107 192. 11171. SH SOLE 11171. 0. 0. TRIZETTO GROUP INC COMMON 896882107 64. 8268. SH SOLE 8268. 0. 0. TRUST CO NJ JERSEY COMMON 898304100 69. 1656. SH SOLE 1656. 0. 0. ----- PAGE TOTAL 9638.
FORM 13F DATE: 040331 PAGE: 150
ITEM 4 ITEM 8 FAIR ITEM 5 ITEM 6 VOTING AUTHORITY MARKET ------------------------- INVESTMENT (SHARES) ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 --------------------------- ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - --------------------- ------- --------- ------ ------- ------ -------- ---------- ------ ------- --------- ------- TRUSTCO BK CORP N Y COMMON 898349105 73. 5403. SH SOLE 5403. 0. 0. TRUSTMARK CORP COMMON 898402102 126. 4353. SH SOLE 4353. 0. 0. TTM TECHNOLOGIES IN COM 87305R109 40. 3176. SH SOLE 3176. 0. 0. TUESDAY MORNING COR COMMON 899035505 105. 3034. SH SOLE 3034. 0. 0. TULARIK INC COMMON 899165104 108. 4392. SH SOLE 4392. 0. 0. TUMBLEWEED COMMUNTN COMMON 899690101 52. 7435. SH SOLE 7435. 0. 0. TUPPERWARE CORP COMMON 899896104 82. 4602. SH SOLE 4602. 0. 0. TURKISH INVT FD INC COMMON 900145103 293. 23600. SH SOLE 23600. 0. 0. TUT SYSTEMS COMMON 901103101 2. 500. SH SOLE 500. 0. 0. TXU CORP COMMON 873168108 731. 25519. SH SOLE 25519. 0. 0. TYCO INTL LTD COMMON 902124106 11234. 392106. SH SOLE 379706. 0. 12400. TYLER TECHN INC COMMONN 902252105 66. 6788. SH SOLE 6788. 0. 0. TYSON FOODS INC CLASS A 902494103 630. 34906. SH SOLE 34906. 0. 0. U S B HLDG INC COMMON 902910108 71. 2897. SH SOLE 2897. 0. 0. U S G CORP COMMON 903293405 61. 3484. SH SOLE 3484. 0. 0. UCBH HOLDINGS INC COMMON 90262T308 133. 3333. SH SOLE 3333. 0. 0. UGI CORP COMMON 902681105 104. 3166. SH SOLE 3166. 0. 0. ------ PAGE TOTAL 13911.
FORM 13F DATE: 040331 PAGE: 151
ITEM 4 ITEM 8 FAIR ITEM 5 ITEM 6 VOTING AUTHORITY MARKET ------------------------- INVESTMENT (SHARES) ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 --------------------------- ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - --------------------- ------ --------- ------ ------- ------ -------- ---------- ------ ------- --------- ------- UICI COMMON 902737105 57. 3841. SH SOLE 3841. 0. 0. UIL HOLDING CO COMMON 902748102 69. 1435. SH SOLE 1435. 0. 0. ULTICOM INC COMMON 903844108 57. 5526. SH SOLE 5526. 0. 0. ULTRATECH INC COMMON 904034105 40. 1714. SH SOLE 1714. 0. 0. UMB FINL CORP COMMON 902788108 82. 1614. SH SOLE 1614. 0. 0. UMPQUA HLDGS CORP COMMON 904214103 52. 2552. SH SOLE 2552. 0. 0. UNIFI INC COMMON 904677101 49. 11130. SH SOLE 11130. 0. 0. UNIFIED ENERGY SYS SP ADR 904688108 13. 400. SH SOLE 400. 0. 0. UNIFIED ENERGY SYS GDR 904688207 345. 10892. SH SOLE 10892. 0. 0. UNILEVER PLC ADR (4 904767704 487. 12090. SH SOLE 12090. 0. 0. UNION PAC CORP COMMON 907818108 1228. 20524. SH SOLE 20524. 0. 0. UNION PLANTERS CORP COMMON 908068109 726. 24311. SH SOLE 24311. 0. 0. UNIONBANCAL CORP COMMON 908906100 564. 10769. SH SOLE 10769. 0. 0. UNISOURCE ENERGY COMMON 909205106 67. 2716. SH SOLE 2716. 0. 0. UNISYS CORPORATION COMMON 909214108 10384. 727156. SH SOLE 714656. 0. 12500. UNIT CORP COMMON 909218109 89. 3231. SH SOLE 3231. 0. 0. UNITED AUTO GROUP COMMON 909440109 83. 3042. SH SOLE 3042. 0. 0. ------ PAGE TOTAL 14392.
FORM 13F DATE: 040331 PAGE: 152
ITEM 4 ITEM 8 FAIR ITEM 5 ITEM 6 VOTING AUTHORITY MARKET ------------------------- INVESTMENT (SHARES) ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 --------------------------- ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - --------------------- ------- --------- ------ ------- ------ -------- ---------- ------ ------- --------- ------- UNITED CMNTY BKS GA CAP 90984P105 61. 1701. SH SOLE 1701. 0. 0. UNITED CMNTY FINL COMMON 909839102 64. 4857. SH SOLE 4857. 0. 0. UNITED DEFENSE INDS COMMON 91018B104 51. 1612. SH SOLE 1612. 0. 0. UNITED DOMINION RLTY COMMON 910197102 175. 8908. SH SOLE 8908. 0. 0. UNITED FIRE & CAS CO COMMON 910331107 57. 1346. SH SOLE 1346. 0. 0. UNITED NAT FOODS INC COMMON 911163103 68. 1416. SH SOLE 1416. 0. 0. UNITED ONLINE INC COMMON 911268100 78. 4637. SH SOLE 4637. 0. 0. UNITED PANAM FINANC COMMON 911301109 52. 3258. SH SOLE 3258. 0. 0. UNITED PARCEL SV INC CLASS B 911312106 7636. 109330. SH SOLE 109330. 0. 0. UNITED RENTAL INC COMMON 911363109 101. 5709. SH SOLE 5709. 0. 0. UNITED STATES CELLUL COMMON 911684108 247. 6391. SH SOLE 6391. 0. 0. UNITED STATES STL COMMON 912909108 306. 8218. SH SOLE 8218. 0. 0. UNITED STATIONERS COMMON 913004107 104. 2460. SH SOLE 2460. 0. 0. UNITED SURGICAL PART COMMON 913016309 68. 2008. SH SOLE 2008. 0. 0. UNITED TECHNOLOGIES COMMON 913017109 18453. 213829. SH SOLE 203004. 0. 10825. UNITED THERAPEUTICS COMMON 91307C102 65. 2710. SH SOLE 2710. 0. 0. UNITEDGLOBALCOM CLASS A 913247508 65. 7660. SH SOLE 7660. 0. 0. ------ PAGE TOTAL 27651.
FORM 13F DATE: 040331 PAGE: 153
ITEM 4 ITEM 8 FAIR ITEM 5 ITEM 6 VOTING AUTHORITY MARKET ------------------------- INVESTMENT (SHARES) ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 --------------------------- ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - --------------------- ------- --------- ------ ------- ------ -------- ---------- ------ ------- --------- ------- UNITEDHEALTH GRP INC COMMON 91324P102 3634. 56393. SH SOLE 56393. 0. 0. UNITRIN INCORPORATED COMMON 913275103 215. 5013. SH SOLE 5013. 0. 0. UNIVERSAL AMERN FINL COMMON 913377107 67. 5622. SH SOLE 5622. 0. 0. UNIVERSAL COMPR HLD COMMON 913431102 80. 2425. SH SOLE 2425. 0. 0. UNIVERSAL CORP COMMON 913456109 94. 1842. SH SOLE 1842. 0. 0. UNIVERSAL DISPLAY CP COMMON 91347P105 53. 4114. SH SOLE 4114. 0. 0. UNIVERSAL FST PRODS COMMON 913543104 56. 1830. SH SOLE 1830. 0. 0. UNIVERSAL HEALTH SVC CLASS B 913903100 198. 4300. SH SOLE 4300. 0. 0. UNIVISION COMMUN INC CLASS A 914906102 842. 25515. SH SOLE 25515. 0. 0. UNIZAN FINANCIAL COR COMMON 91528W101 66. 2639. SH SOLE 2639. 0. 0. UNOCAL CORP COMMON 915289102 1662. 44582. SH SOLE 44582. 0. 0. UNOVA INC COMMON 91529B106 95. 4404. SH SOLE 4404. 0. 0. UNTD BKSH INC WEST V COMMON 909907107 100. 3263. SH SOLE 3263. 0. 0. UNUMPROVIDENT COR COMMON 91529Y106 342. 23388. SH SOLE 23388. 0. 0. URBAN OUTFITTERS COMMON 917047102 139. 2890. SH SOLE 2890. 0. 0. URS CORP COMMON 903236107 69. 2382. SH SOLE 2382. 0. 0. US BANCORP DEL COMMON 902973304 5368. 194156. SH SOLE 194156. 0. 0. ------ PAGE TOTAL 13080.
FORM 13F DATE: 040331 PAGE: 154
ITEM 4 ITEM 8 FAIR ITEM 5 ITEM 6 VOTING AUTHORITY MARKET ------------------------ INVESTMENT (SHARES) ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 --------------------------- ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - --------------------- ------- --------- ------ ------ ------ -------- ---------- ------ ------- --------- ------- US ONCOLOGY INC COMMON 90338W103 93. 6312. SH SOLE 6312. 0. 0. USANA HEALTH SCIENC COMMON 90328M107 35. 1510. SH SOLE 1510. 0. 0. USEC INC COMMON 90333E108 64. 7544. SH SOLE 7544. 0. 0. USF CORPORATION COMMON 91729Q101 68. 1983. SH SOLE 1983. 0. 0. USI HOLDINGS COMMON 90333H101 66. 4420. SH SOLE 4420. 0. 0. USOL HLDGS INC COMMON 90338Y109 0. 1800. SH SOLE 1800. 0. 0. UST INC COMMON 902911106 497. 13771. SH SOLE 13771. 0. 0. UTSTARCOM INC COMMON 918076100 46. 1589. SH SOLE 1589. 0. 0. V F CORP COMMON 918204108 420. 8987. SH SOLE 8987. 0. 0. VA SOFTWARE CORP COMMON 91819B105 31. 10783. SH SOLE 10783. 0. 0. VAIL RESORTS INC COMMON 91879Q109 64. 4058. SH SOLE 4058. 0. 0. VALASSIS COMMUNICTNS COMMON 918866104 117. 3861. SH SOLE 3861. 0. 0. VALEANT PHARMA INTL COMMON 91911X104 147. 6165. SH SOLE 6165. 0. 0. VALERO ENERGY CORP NEW COM 91913Y100 509. 8487. SH SOLE 8487. 0. 0. VALERO L P COMMON 91913W104 64. 1166. SH SOLE 1166. 0. 0. VALHI INC COMMON 918905100 112. 8864. SH SOLE 8864. 0. 0. VALLEY NATL BANCORP COMMON 919794107 195. 6959. SH SOLE 6959. 0. 0. ----- PAGE TOTAL 2528.
FORM 13F DATE: 040331 PAGE: 155
ITEM 4 ITEM 8 FAIR ITEM 5 ITEM 6 VOTING AUTHORITY MARKET ------------------------ INVESTMENT (SHARES) ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 --------------------------- ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - --------------------- ------- --------- ------ ------ ------ -------- ---------- ------ ------- --------- ------- VALMONT INDS INC COMMON 920253101 51. 2567. SH SOLE 2567. 0. 0. VALSPAR CORP COMMON 920355104 184. 3738. SH SOLE 3738. 0. 0. VALUE LINE INC COMMON 920437100 57. 1088. SH SOLE 1088. 0. 0. VALUECLICK INC COMMON 92046N102 77. 7097. SH SOLE 7097. 0. 0. VALUEVISION MEDIA CLASS A 92047K107 51. 3336. SH SOLE 3336. 0. 0. VANGUARD INDEX TR STK MRK 922908769 895. 8200. SH SOLE 8200. 0. 0. VARCO INTL INC USD0.01 922122106 130. 7231. SH SOLE 7231. 0. 0. VARIAN INC COMMON 922206107 101. 2525. SH SOLE 2525. 0. 0. VARIAN MED SYS INC COMMON 92220P105 437. 5066. SH SOLE 5066. 0. 0. VARIAN SEMICONDUC EQ COMMON 922207105 107. 2555. SH SOLE 2555. 0. 0. VASOGEN INC COMMON 92232F103 425. 68400. SH SOLE 68400. 0. 0. VCA ANTECH INC COMMON 918194101 107. 3015. SH SOLE 3015. 0. 0. VECTOR GROUP LTD COMMON 92240M108 55. 3232. SH SOLE 3232. 0. 0. VECTREN CORP COMMON 92240G101 137. 5537. SH SOLE 5537. 0. 0. VEECO INSTRS INC COMMON 922417100 60. 2129. SH SOLE 2129. 0. 0. VENTANA MED SYS INC COMMON 92276H106 56. 1377. SH SOLE 1377. 0. 0. VENTAS INC COMMON 92276F100 162. 5890. SH SOLE 5890. 0. 0. ----- PAGE TOTAL 3092.
FORM 13F DATE: 040331 PAGE: 156
ITEM 4 ITEM 8 FAIR ITEM 5 ITEM 6 VOTING AUTHORITY MARKET ------------------------- INVESTMENT (SHARES) ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 --------------------------- ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - --------------------- ------- --------- ------ ------- ------ -------- ---------- ------ ------- --------- ------- VERINT SYS INC COMMON 92343X100 76. 2469. SH SOLE 2469. 0. 0. VERISIGN INC COMMON 92343E102 364. 21960. SH SOLE 21960. 0. 0. VERITAS DGC INC COMMON 92343P107 126. 6106. SH SOLE 6106. 0. 0. VERITAS SOFTWARE COMMON 923436109 5590. 207737. SH SOLE 207737. 0. 0. VERITY INC COMMON 92343C106 50. 3625. SH SOLE 3625. 0. 0. VERIZON COMMUNICATNS COMMON 92343V104 14904. 408226. SH SOLE 402976. 0. 5250. VERSATA INC COMMON 925298200 1. 286. SH SOLE 286. 0. 0. VERSO TECH INC COMMON 925317109 24. 14612. SH SOLE 14612. 0. 0. VERTEX PHARMACEUTICL COMMON 92532F100 53. 5602. SH SOLE 5602. 0. 0. VIA NET WRKS INC COMMON 925912107 1. 1100. SH SOLE 1100. 0. 0. VIACOM INC CLASS B 925524308 17231. 441048. SH SOLE 429640. 0. 11408. VIAD CORP COMMON 92552R109 158. 6557. SH SOLE 6557. 0. 0. VIALINK CO COMMON 92552Q101 0. 400. SH SOLE 400. 0. 0. VIASAT INC COMMON 92552V100 59. 2377. SH SOLE 2377. 0. 0. VIASYS HEALTHCARE IN COMMON 92553Q209 66. 2903. SH SOLE 2903. 0. 0. VICOR CORP COMMON 925815102 63. 5162. SH SOLE 5162. 0. 0. VICURON PHARMA COMMON 926471103 91. 3995. SH SOLE 3995. 0. 0. ------ PAGE TOTAL 38857.
FORM 13F DATE: 040331 PAGE: 157
ITEM 4 ITEM 8 FAIR ITEM 5 ITEM 6 VOTING AUTHORITY MARKET ------------------------- INVESTMENT (SHARES) ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 --------------------------- ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - --------------------- ------- --------- ------ ------- ------ -------- ---------- ------ ------- --------- ------- VIGNETTE CORP COMMON 926734104 43. 20778. SH SOLE 20778. 0. 0. VINTAGE PETE INC COMMON 927460105 73. 4991. SH SOLE 4991. 0. 0. VIROPHARMA INC COMMON 928241108 2. 800. SH SOLE 800. 0. 0. VISHAY INTERTECH COMMON 928298108 3834. 179646. SH SOLE 179646. 0. 0. VISTACARE INC CLASS A 92839Y109 42. 1552. SH SOLE 1552. 0. 0. VISTEON CORP COMMON 92839U107 98. 10253. SH SOLE 10253. 0. 0. VISX INC DEL COMMON 92844S105 68. 3493. SH SOLE 3493. 0. 0. VITAL SIGNS INC COMMON 928469105 57. 1707. SH SOLE 1707. 0. 0. VITALSTREAM HLDGS IN COMMON 92847T100 1. 400. SH SOLE 400. 0. 0. VITESSE SEMICONDCTOR COMMON 928497106 112. 15716. SH SOLE 15716. 0. 0. VIVENDI UNIVERSAL ADR (1 92851S204 7. 249. SH SOLE 249. 0. 0. VODAFONE GRP PLC ADR(10 92857W100 1154. 48299. SH SOLE 37249. 0. 11050. VOLT INFO SCIENCE COMMON 928703107 64. 2612. SH SOLE 2612. 0. 0. VORNADO OPERATING CO COMMON 92904N103 0. 85. SH SOLE 85. 0. 0. VORNADO RLTY TR SH BEN 929042109 507. 8376. SH SOLE 8376. 0. 0. VULCAN MATLS CO COMMON 929160109 382. 8047. SH SOLE 8047. 0. 0. VYYO INC COMMON 918458209 3. 433. SH SOLE 433. 0. 0. ----- PAGE TOTAL 6447.
FORM 13F DATE: 040331 PAGE: 158
ITEM 4 ITEM 8 FAIR ITEM 5 ITEM 6 VOTING AUTHORITY MARKET ------------------------- INVESTMENT (SHARES) ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 --------------------------- ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - --------------------- ------- --------- ------ ------- ------ -------- ---------- ------ ------- --------- ------- W HLDG CO INC COMMON 929251106 143. 7641. SH SOLE 7641. 0. 0. W-H ENERGY SVCS INC COMMON 92925E108 52. 3621. SH SOLE 3621. 0. 0. W.P. CAREY & CO LLC COMMON 92930Y107 84. 2718. SH SOLE 2718. 0. 0. WABASH NATL CORP COMMON 929566107 50. 2117. SH SOLE 2117. 0. 0. WABTEC COMMON 929740108 53. 3702. SH SOLE 3702. 0. 0. WACHOVIA CORP 2ND NEW 929903102 8891. 189168. SH SOLE 187618. 0. 1550. WADDELL & REED FINL CLASS A 930059100 151. 6141. SH SOLE 6141. 0. 0. WAL MART STORES INC COMMON 931142103 39256. 658082. SH SOLE 640607. 0. 17475. WALGREEN CO COMMON 931422109 3482. 105670. SH SOLE 105670. 0. 0. WALT DISNEY CO COMMON 254687106 14182. 567513. SH SOLE 564263. 0. 3250. WALTER INDS INC COMMON 93317Q105 54. 4509. SH SOLE 4509. 0. 0. WARNACO GROUP INC CL A NE 934390402 67. 3340. SH SOLE 3340. 0. 0. WASH REAL ESTATE INV SH BEN 939653101 95. 2915. SH SOLE 2915. 0. 0. WASHINGTON FED INC COMMON 938824109 134. 5231. SH SOLE 5231. 0. 0. WASHINGTON MUT INC COMMON 939322103 3820. 89435. SH SOLE 89435. 0. 0. WASHINGTON POST CO CLASS B 939640108 624. 706. SH SOLE 706. 0. 0. WASHINGTON TR BANCOR COM 940610108 49. 1871. SH SOLE 1871. 0. 0. ------ PAGE TOTAL 71187.
FORM 13F DATE: 040331 PAGE: 159
ITEM 4 ITEM 8 FAIR ITEM 5 ITEM 6 VOTING AUTHORITY MARKET ------------------------- INVESTMENT (SHARES) ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 --------------------------- ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - --------------------- ------- --------- ------ ------- ------ -------- ---------- ------ ------- --------- ------- WASTE CONNECTIONS I COMMON 941053100 84. 2109. SH SOLE 2109. 0. 0. WASTE MANAGEMENT INC COMMON 94106L109 1805. 59816. SH SOLE 59816. 0. 0. WATERS CORP COMMON 941848103 398. 9744. SH SOLE 9744. 0. 0. WATSCO INC COMMON 942622200 71. 2439. SH SOLE 2439. 0. 0. WATSON PHARMACEUTCLS COMMON 942683103 366. 8550. SH SOLE 8550. 0. 0. WATSON WYATT & CO HL CLASS A 942712100 60. 2395. SH SOLE 2395. 0. 0. WATTS WATER TECH CLASS A 942749102 68. 2910. SH SOLE 2910. 0. 0. WAUSAU-MOSINEE PAPER COMMON 943315101 61. 4299. SH SOLE 4299. 0. 0. WAVE SYSTEMS CORP CLASS A 943526103 1. 900. SH SOLE 900. 0. 0. WAYPOINT FINL CORP COMMON 946756103 67. 2510. SH SOLE 2510. 0. 0. WCI CMNTYS INC COMMON 92923C104 81. 3228. SH SOLE 3228. 0. 0. WD-40 CO COMMON 929236107 56. 1603. SH SOLE 1603. 0. 0. WEATHERFORD INTL LTD COMMON G95089101 409. 9741. SH SOLE 9741. 0. 0. WEBEX INC COMMON 94767L109 2346. 78901. SH SOLE 78901. 0. 0. WEBMD CORP COMMON 94769M105 202. 22668. SH SOLE 22668. 0. 0. WEBMETHODS INC COMMON 94768C108 2474. 264307. SH SOLE 264307. 0. 0. WEBSENSE INC COMMON 947684106 65. 2181. SH SOLE 2181. 0. 0. ----- PAGE TOTAL 8614.
FORM 13F DATE: 040331 PAGE: 160
ITEM 4 ITEM 8 FAIR ITEM 5 ITEM 6 VOTING AUTHORITY MARKET ------------------------- INVESTMENT (SHARES) ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 --------------------------- ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - --------------------- ------- --------- ------ ------- ------ -------- ---------- ------ ------- --------- ------- WEBSTER FINANCIAL CO COMMON 947890109 172. 3389. SH SOLE 3389. 0. 0. WEIGHT WATCHERS INTL COMMON 948626106 335. 7930. SH SOLE 7930. 0. 0. WEINGARTEN RLTY INVS SH BEN 948741103 201. 5804. SH SOLE 5804. 0. 0. WEIS MKTS INC COMMON 948849104 67. 1979. SH SOLE 1979. 0. 0. WELLCHOICE INC COMMON 949475107 66. 1788. SH SOLE 1788. 0. 0. WELLMAN INC COMMON 949702104 52. 6209. SH SOLE 6209. 0. 0. WELLPOINT HLTH NETWK COMMON 94973H108 1757. 15451. SH SOLE 15451. 0. 0. WELLS FARGO & CO COMMON 949746101 24306. 430440. SH SOLE 420560. 0. 9880. WENDYS INTL INC COMMON 950590109 366. 8994. SH SOLE 8994. 0. 0. WERNER ENTERPRISES COMMON 950755108 112. 5930. SH SOLE 5930. 0. 0. WESBANCO INC COMMON 950810101 61. 2011. SH SOLE 2011. 0. 0. WESCAST INDUSTRIES CLASS A 950813105 185. 6150. SH SOLE 6150. 0. 0. WESCO FINL CORP COMMON 950817106 204. 527. SH SOLE 527. 0. 0. WESCO INTL INC COMMON 95082P105 115. 7712. SH SOLE 7712. 0. 0. WEST COAST BANCORP COMMON 952145100 59. 2585. SH SOLE 2585. 0. 0. WEST CORP COMMON 952355105 124. 4970. SH SOLE 4970. 0. 0. WEST MARINE INC COMMON 954235107 75. 2370. SH SOLE 2370. 0. 0. ------ PAGE TOTAL 28257.
FORM 13F DATE: 040331 PAGE: 161
ITEM 4 ITEM 8 FAIR ITEM 5 ITEM 6 VOTING AUTHORITY MARKET ------------------------ INVESTMENT (SHARES) ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 --------------------------- ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - --------------------- ------- --------- ------ ------ ------ -------- ---------- ------ ------- --------- ------- WEST PHARMACEUT SVS COMMON 955306105 58. 1564. SH SOLE 1564. 0. 0. WESTAIM CORP (THE) COMMON 956909105 12. 4925. SH SOLE 4925. 0. 0. WESTAMERICA BANCORP COMMON 957090103 123. 2428. SH SOLE 2428. 0. 0. WESTAR ENERGY INC COMMON 95709T100 112. 5359. SH SOLE 5359. 0. 0. WESTCORP INC COMMON 957907108 149. 3370. SH SOLE 3370. 0. 0. WESTELL TECHNOLGS CLASS A 957541105 44. 6093. SH SOLE 6093. 0. 0. WESTERN DIGITAL CORP COMMON 958102105 171. 15205. SH SOLE 15205. 0. 0. WESTERN GAS RES INC COMMON 958259103 125. 2463. SH SOLE 2463. 0. 0. WESTERN WIRELESS COR CLASS A 95988E204 126. 5382. SH SOLE 5382. 0. 0. WESTPAC BANKING CP SP ADR 961214301 60. 900. SH SOLE 900. 0. 0. WESTPOINT STEVENS COMMON 961238102 0. 2400. SH SOLE 2400. 0. 0. WESTPORT RES CORP NE COMMON 961418100 165. 4991. SH SOLE 4991. 0. 0. WESTWOOD ONE INC COMMON 961815107 221. 7507. SH SOLE 7507. 0. 0. WET SEAL INC CLASS A 961840105 39. 4773. SH SOLE 4773. 0. 0. WEYERHAEUSER CO COMMON 962166104 1769. 27013. SH SOLE 27013. 0. 0. WFS FINL INC COMMON 92923B106 132. 3045. SH SOLE 3045. 0. 0. WGL HOLDINGS INC COMMON 92924F106 109. 3608. SH SOLE 3608. 0. 0. ----- PAGE TOTAL 3415.
FORM 13F DATE: 040331 PAGE: 162
ITEM 4 ITEM 8 FAIR ITEM 5 ITEM 6 VOTING AUTHORITY MARKET -------------------------- INVESTMENT (SHARES) ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 ---------------------------- ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - --------------------- ------- --------- ------ -------- ------ -------- ---------- ------ -------- --------- ------- WHEATON RIVER MNRLS COMMON 962902102 3895. 1177300. SH SOLE 1177300. 0. 0. WHIRLPOOL CORP COMMON 963320106 732. 10632. SH SOLE 10632. 0. 0. WHITE MTNS INS GROUP COMMON G9618E107 351. 669. SH SOLE 669. 0. 0. WHITNEY HLDG CORP COMMON 966612103 125. 2994. SH SOLE 2994. 0. 0. WHOLE FOODS MKT INC COMMON 966837106 409. 5452. SH SOLE 5452. 0. 0. WILD OATS MARKETS COMMON 96808B107 60. 5098. SH SOLE 5098. 0. 0. WILEY JOHN & SONS CLASS A 968223206 137. 4574. SH SOLE 4574. 0. 0. WILLIAMS COS INC COM USD 969457100 397. 41532. SH SOLE 41332. 0. 200. WILLIAMS SONOMA INC COMMON 969904101 295. 8629. SH SOLE 8629. 0. 0. WILMINGTON TRUST CRP COMMON 971807102 183. 4889. SH SOLE 4889. 0. 0. WILSON GREATBATC TEC COMMON 972232102 56. 1539. SH SOLE 1539. 0. 0. WIMM-BILL-DANN FOOD SPONSOR 97263M109 53. 2700. SH SOLE 2700. 0. 0. WIND RIVER SYSTEM COMMON 973149107 82. 7442. SH SOLE 7442. 0. 0. WINN DIXIE STORES COMMON 974280109 85. 11128. SH SOLE 11128. 0. 0. WINNEBAGO INDS INC COMMON 974637100 84. 2694. SH SOLE 2694. 0. 0. WINTRUST FINL CORP COMMON 97650W108 66. 1357. SH SOLE 1357. 0. 0. WIPRO LTD SPON AD 97651M109 21. 500. SH SOLE 500. 0. 0. ----- PAGE TOTAL 7031.
FORM 13F DATE: 040331 PAGE: 163
ITEM 4 ITEM 8 FAIR ITEM 5 ITEM 6 VOTING AUTHORITY MARKET ------------------------- INVESTMENT (SHARES) ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 --------------------------- ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - --------------------- ------- --------- ------ ------- ------ -------- ---------- ------ ------- --------- ------- WIRELESS FACILITIES COMMON 97653A103 43. 3890. SH SOLE 3890. 0. 0. WISCONSIN ENERGY COMMON 976657106 279. 8692. SH SOLE 8692. 0. 0. WJ COMMUNICATNS INC COMMON 929284107 34. 9170. SH SOLE 9170. 0. 0. WMS INDUSTRIES INC COMMON 929297109 68. 2206. SH SOLE 2206. 0. 0. WOLTERS KLUWER N V SP ADR 977874205 778. 45050. SH SOLE 45050. 0. 0. WOLVERINE WORLD WIDE COMMON 978097103 70. 2915. SH SOLE 2915. 0. 0. WOODWARD GOVNR CO COMMON 980745103 72. 1136. SH SOLE 1136. 0. 0. WORLD ACCEP CORP COMMON 981419104 55. 2808. SH SOLE 2808. 0. 0. WORLDGATE COMMN INC COMMON 98156L307 1. 700. SH SOLE 700. 0. 0. WORTHINGTON INDS INC COMMON 981811102 130. 6807. SH SOLE 6807. 0. 0. WPP GROUP PLC SP ADR( 929309300 551. 10825. SH SOLE 10825. 0. 0. WPS RESOURCES CORP COMMON 92931B106 115. 2411. SH SOLE 2411. 0. 0. WRIGHT MED GROUP INC COMMON 98235T107 74. 2395. SH SOLE 2395. 0. 0. WRIGLEY WM JR CO COMMON 982526105 1075. 18185. SH SOLE 18185. 0. 0. WSFS FINL CORP COMMON 929328102 62. 1239. SH SOLE 1239. 0. 0. WYETH COMMON 983024100 11212. 298847. SH SOLE 297397. 0. 1450. WYNN RESORTS LTD COMMON 983134107 98. 2788. SH SOLE 2788. 0. 0. ------ PAGE TOTAL 14717.
FORM 13F DATE: 040331 PAGE: 164
ITEM 4 ITEM 8 FAIR ITEM 5 ITEM 6 VOTING AUTHORITY MARKET ------------------------- INVESTMENT (SHARES) ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 --------------------------- ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - --------------------- ------- --------- ------ ------- ------ -------- ---------- ------ ------- --------- ------- XCEL ENERGY INC COMMON 98389B100 563. 31593. SH SOLE 31593. 0. 0. XEROX CORP COMMON 984121103 1288. 88432. SH SOLE 88232. 0. 200. XICOR INC COMMON 984903104 67. 4370. SH SOLE 4370. 0. 0. XILINX INC COMMON 983919101 1748. 46292. SH SOLE 46292. 0. 0. XL CAP LTD CLASS A G98255105 1752. 23035. SH SOLE 23035. 0. 0. XM SATELLITE RADIO COMMON 983759101 279. 9992. SH SOLE 9992. 0. 0. XOMA LTD ORDINAR G9825R107 38. 7412. SH SOLE 7412. 0. 0. XTO ENERGY INC COMMON 98385X106 379. 15035. SH SOLE 15035. 0. 0. XYBERNAUT CORP COMMON 984149104 30. 24955. SH SOLE 24955. 0. 0. YAHOO INC COMMON 984332106 7759. 160079. SH SOLE 160079. 0. 0. YANKEE CANDLE INC COMMON 984757104 109. 3963. SH SOLE 3963. 0. 0. YDI WIRELESS INC COMMON 984215103 0. 100. SH SOLE 100. 0. 0. YELLOW ROADWAY CORP COMMON 985577105 74. 2193. SH SOLE 2193. 0. 0. YORK INTL CORP COMMON 986670107 116. 2961. SH SOLE 2961. 0. 0. YOUNG BROADCASTING CLASS A 987434107 47. 2623. SH SOLE 2623. 0. 0. YOUNG INNOVATIONS COMMON 987520103 58. 1642. SH SOLE 1642. 0. 0. YUM BRANDS INC COMMON 988498101 906. 23845. SH SOLE 23845. 0. 0. ------ PAGE TOTAL 15213.
FORM 13F DATE: 040331 PAGE: 165
ITEM 4 ITEM 8 FAIR ITEM 5 ITEM 6 VOTING AUTHORITY MARKET -------------------------- INVESTMENT (SHARES) ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 ---------------------------- ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - --------------------- ------- --------- -------- -------- ------ -------- ---------- ------ -------- --------- ------- ZALE CORP COMMON 988858106 125. 2028. SH SOLE 2028. 0. 0. ZARLINK SEMICONDUCT COMMON 989139100 5472. 1451659. SH SOLE 1439584. 0. 12075. ZEBRA TECHNOLOGIES CLASS A 989207105 243. 3505. SH SOLE 3505. 0. 0. ZENITH NATL INS CORP COMMON 989390109 68. 1740. SH SOLE 1740. 0. 0. ZHONE TECHNOLOGIES COMMON 98950P108 3. 725. SH SOLE 725. 0. 0. ZIMMER HOLDINGS COMMON 98956P102 1353. 18344. SH SOLE 18344. 0. 0. ZIONS BANCORPORATION COMMON 989701107 406. 7115. SH SOLE 7115. 0. 0. ZOLL MED CORP COMMON 989922109 61. 1523. SH SOLE 1523. 0. 0. ZORAN CORP COMMON 98975F101 58. 3355. SH SOLE 3355. 0. 0. ZYGO CORP COMMON 989855101 55. 3514. SH SOLE 3514. 0. 0. ZYMOGENETICS INC COMMON 98985T109 65. 4179. SH SOLE 4179. 0. 0. -------- PAGE TOTAL 7909. -------- GRAND TOTAL 7536514.
-----END PRIVACY-ENHANCED MESSAGE-----