-----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, QM8gbXdau9JKofXxPaySsTvW8AOrTco7If+5bMypjlYyAlmtAJ8wi42Eq6Nz6s1B LmFasH3X+LS4MpF/tZRJvA== 0001193125-04-141300.txt : 20040816 0001193125-04-141300.hdr.sgml : 20040816 20040816104555 ACCESSION NUMBER: 0001193125-04-141300 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20040630 FILED AS OF DATE: 20040816 EFFECTIVENESS DATE: 20040816 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: 04976677 BUSINESS ADDRESS: STREET 1: 1000 DE LA GAUCHETIERE WEAT STE 3100 CITY: MONTREAL QUEBEC CANA STATE: E6 MAIL ADDRESS: STREET 1: 1000 DE LA GAUTHETIERE WEST STREET 2: SUITE 3100 CITY: MONTREAL, QUEBEC FORMER COMPANY: FORMER CONFORMED NAME: TAL INVESTMENT COUNSEL LTD DATE OF NAME CHANGE: 19980206 13F-HR 1 d13fhr.txt FORM 13F UNITED STATES SECURITIES AND EXCHANGE COMMISSION WASHINGTON D.C. 20549 FORM 13F FORM 13F COVER PAGE Report for the Calendar Year or Quarter Ended: JUNE 30th 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 --08/13/04------------- 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: 7,337,123,000$ List of Other Included Managers: FORM 13F DATE: 040630 PAGE: 1
ITEM 4 FAIR ITEM 6 ITEM 8 MARKET ITEM 5 INVESTMENT VOTING AUTHORITY ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 (SHARES) 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 82. 6339. SH SOLE 6339. 0. 0. 24/7 REAL MEDIA INC COMMON 901314203 1. 160. SH SOLE 160. 0. 0. 3COM CORP COMMON 885535104 717. 114705. SH SOLE 114705. 0. 0. 3DO CO COMMON 88553W204 0. 600. SH SOLE 600. 0. 0. 3M COMPANY COMMON 88579Y101 15068. 167403. SH SOLE 165153. 0. 2250. 4 KIDS ENTMT INC COMMON 350865101 52. 2186. SH SOLE 2186. 0. 0. 7-ELEVEN INC COMMON 817826209 143. 8014. SH SOLE 8014. 0. 0. 8X8 INC COMMON 282914100 1. 600. SH SOLE 600. 0. 0. 99 CENTS ONLY STORES COMMON 65440K106 81. 5291. SH SOLE 5291. 0. 0. A C MOORE ARTS&CRAFT COMMON 00086T103 62. 2259. SH SOLE 2259. 0. 0. AAIPHARMA INC COMMON 00252W104 16. 2887. SH SOLE 2887. 0. 0. AARON RENTS INC COMMON 002535201 84. 2538. SH SOLE 2538. 0. 0. ABAXIS INC COMMON 002567105 61. 3196. SH SOLE 3196. 0. 0. ABBOTT LABS COMMON 002824100 8507. 209452. SH SOLE 207577. 0. 1875. ABER DIAMOND CORP COMMON 002893105 19765. 668155. SH SOLE 668155. 0. 0. ---------- PAGE TOTAL 44702.
FORM 13F DATE: 040630 PAGE: 2
ITEM 4 FAIR ITEM 6 ITEM 8 MARKET ITEM 5 INVESTMENT VOTING AUTHORITY ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 (SHARES) ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - --------------------- ------- -------- ---------- ---------- --------- --------- ---------- -------- -------- --------- -------- ABERCROMBIE & FITCH CLASS A 002896207 288. 7424. SH SOLE 7424. 0. 0. ABGENIX INC COMMON 00339B107 76. 6501. SH SOLE 6501. 0. 0. ABITIBI CONS INC COMMON 003924107 45414. 6652737. SH SOLE 6550564. 0. 102173. ABLE LABORATORIES COMMON 00371N407 60. 2910. SH SOLE 2910. 0. 0. ABM INDS INC COMMON 000957100 70. 3580. SH SOLE 3580. 0. 0. ACCELRYS INC COM 00430U103 43. 4348. SH SOLE 4348. 0. 0. ACCENTURE LTD BERMUD CLASS A G1150G111 3957. 144000. SH SOLE 144000. 0. 0. ACCLAIM ENTMT INC COMMON 004325205 1. 3400. SH SOLE 3400. 0. 0. ACCREDITED HOME LNDR COMMON 00437P107 59. 2091. SH SOLE 2091. 0. 0. ACCREDO HEALTH INC COMMON 00437V104 139. 3570. SH SOLE 3570. 0. 0. ACCRUE SOFTWARE INC COMMON 00437W102 0. 600. SH SOLE 600. 0. 0. ACE LIMITED COMMON G0070K103 1009. 23860. SH SOLE 23860. 0. 0. ACTEL CORP COMMON 004934105 36. 1950. SH SOLE 1950. 0. 0. ACTION PERFRM CO INC COMMON 004933107 47. 3117. SH SOLE 3117. 0. 0. ACTIVECARD CORP COMMON 00506J107 48. 6669. SH SOLE 6669. 0. 0. ACTIVISION INC COMMON 004930202 160. 10086. SH SOLE 10086. 0. 0. ACTUANT CORPORATION CLASS A 00508X203 71. 1828. SH SOLE 1828. 0. 0. ---------- PAGE TOTAL 51478.
FORM 13F DATE: 040630 PAGE: 3
ITEM 4 FAIR ITEM 6 ITEM 8 MARKET ITEM 5 INVESTMENT VOTING AUTHORITY ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 (SHARES) ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - --------------------- ------- --------- --------- ---------- --------- --------- ---------- -------- -------- --------- ------- ACUITY BRANDS COMMON 00508Y102 82. 3022. SH SOLE 3022. 0. 0. ACXIOM CORP COMMON 005125109 160. 6463. SH SOLE 6463. 0. 0. ADAPTEC INC COMMON 00651F108 67. 7867. SH SOLE 7867. 0. 0. ADC TELECOMMUNICATNS COMMON 000886101 186. 65484. SH SOLE 65484. 0. 0. ADE CORP MASS COMMON 00089C107 49. 2249. SH SOLE 2249. 0. 0. ADELPHIA COMMUNCATN CLASS A 006848105 0. 850. SH SOLE 850. 0. 0. ADMINISTAFF INC COMMON 007094105 63. 3800. SH SOLE 3800. 0. 0. ADOBE SYSTEMS INC COMMON 00724F101 1093. 23501. SH SOLE 23501. 0. 0. ADOLOR CORP COMMON 00724X102 38. 2958. SH SOLE 2958. 0. 0. ADTRAN INC COMMON 00738A106 197. 5890. SH SOLE 5890. 0. 0. ADV MICRO DEVICES COMMON 007903107 1057. 66459. SH SOLE 66459. 0. 0. ADVANCED AUTO PARTS COMMON 00751Y106 245. 5546. SH SOLE 5546. 0. 0. ADVANCED DIGIT INFO COMMON 007525108 44. 4568. SH SOLE 4568. 0. 0. ADVANCED ENERGY IND COMMON 007973100 38. 2430. SH SOLE 2430. 0. 0. ADVANCED FIBRE COMM COMMON 00754A105 128. 6357. SH SOLE 6357. 0. 0. ADVANCED MEDICAL OP COM 00763M108 124. 2915. SH SOLE 2915. 0. 0. ADVANCED NROMDLN SYS COMMON 00757T101 46. 1405. SH SOLE 1405. 0. 0. --------- PAGE TOTAL 3617.
FORM 13F DATE: 040630 PAGE: 4
ITEM 4 FAIR ITEM 6 ITEM 8 MARKET ITEM 5 INVESTMENT VOTING AUTHORITY ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 (SHARES) ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - --------------------- ------- --------- --------- ---------- --------- --------- ---------- -------- -------- --------- ------- ADVANTA CORP CLASS A 007942105 98. 4479. SH SOLE 4479. 0. 0. ADVENT SOFTWARE INC COMMON 007974108 55. 3045. SH SOLE 3045. 0. 0. ADVISORY BRD CO COMMON 00762W107 53. 1477. SH SOLE 1477. 0. 0. ADVO INC COMMON 007585102 73. 2223. SH SOLE 2223. 0. 0. AEROFLEX INC COMMON 007768104 69. 4810. SH SOLE 4810. 0. 0. AEROPOSTALE INC COMMON 007865108 111. 4126. SH SOLE 4126. 0. 0. AES CORP COMMON 00130H105 500. 50352. SH SOLE 50352. 0. 0. AETERNA ZENTARIS COMMON 007975204 275. 47400. SH SOLE 47400. 0. 0. AETNA INC COMMON 00817Y108 1082. 12732. SH SOLE 12732. 0. 0. AFFILIATED COMP SVCS CL A CO 008190100 537. 10137. SH SOLE 10137. 0. 0. AFFILIATED MANAGE GR COMMON 008252108 119. 2362. SH SOLE 2362. 0. 0. AFFYMETRIX INC COMMON 00826T108 143. 4374. SH SOLE 4374. 0. 0. AFLAC INC COMMON 001055102 2161. 52950. SH SOLE 52950. 0. 0. AFTERMARKET TECHNLGY COMMON 008318107 75. 4558. SH SOLE 4558. 0. 0. AGCO CORP COMMON 001084102 114. 5582. SH SOLE 5582. 0. 0. AGERE SYS INC CLASS A 00845V100 293. 127439. SH SOLE 127439. 0. 0. AGILE SOFTWARE CORP COMMON 00846X105 42. 4773. SH SOLE 4773. 0. 0. --------- PAGE TOTAL 5800.
FORM 13F DATE: 040630 PAGE: 5
ITEM 4 FAIR ITEM 6 ITEM 8 MARKET ITEM 5 INVESTMENT VOTING AUTHORITY ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 (SHARES) ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - --------------------- ------- --------- --------- ---------- --------- --------- ---------- -------- -------- --------- ------- AGILENT TECHN INC COMMON 00846U101 1402. 47883. SH SOLE 47883. 0. 0. AGILYSYS INC COMMON 00847J105 70. 5060. SH SOLE 5060. 0. 0. AGL RESOURCES INC COMMON 001204106 137. 4730. SH SOLE 4730. 0. 0. AGNICO EAGLE MINES COMMON 008474108 1186. 89450. SH SOLE 89450. 0. 0. AGRIUM INC COMMON 008916108 4207. 288450. SH SOLE 288050. 0. 400. AIR CANADA COMMON 008911109 0. 1. SH SOLE 1. 0. 0. AIR LIQUIDE ADR (0. 009126202 857. 25589. SH SOLE 25589. 0. 0. AIR PRODS & CHEMS COMMON 009158106 1439. 27439. SH SOLE 27439. 0. 0. AIRGAS INC COMMON 009363102 130. 5445. SH SOLE 5445. 0. 0. AIRGATE PCS INC COMMON 009367301 2. 100. SH SOLE 100. 0. 0. AIRNET COMMUN CORP COMMON 00941P106 0. 600. SH SOLE 600. 0. 0. AIRTRAN HLDGS INC COMMON 00949P108 85. 6019. SH SOLE 6019. 0. 0. AKAMAI TECH INC COMMON 00971T101 159. 8866. SH SOLE 8866. 0. 0. ALABAMA NATL BANCORP COMMON 010317105 55. 998. SH SOLE 998. 0. 0. ALAMOSA HLDGS INC COMMON 011589108 102. 13835. SH SOLE 13835. 0. 0. ALASKA AIR GROUP INC COMMON 011659109 46. 1938. SH SOLE 1938. 0. 0. ALBANY INTL CORP CLASS A 012348108 80. 2392. SH SOLE 2392. 0. 0. ---------- PAGE TOTAL 9957.
FORM 13F DATE: 040630 PAGE: 6
ITEM 4 FAIR ITEM 6 ITEM 8 MARKET ITEM 5 INVESTMENT VOTING AUTHORITY ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 (SHARES) ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - --------------------- ------ --------- ---------- ---------- --------- --------- ---------- -------- -------- --------- ------- ALBANY MOLECULAR RE COMMON 012423109 52. 4053. SH SOLE 4053. 0. 0. ALBEMARLE CORP COMMON 012653101 97. 3059. SH SOLE 3059. 0. 0. ALBERTO-CULVER CO COMMON 013068101 11196. 223300. SH SOLE 213927. 0. 9373. ALBERTSONS INC COMMON 013104104 1357. 51126. SH SOLE 51126. 0. 0. ALCAN INC COMMON 013716105 227316. 5519769. SH SOLE 5434944. 0. 84825. ALCATEL SP ADR 013904305 88. 5670. SH SOLE 5670. 0. 0. ALCOA INC COMMON 013817101 3453. 104556. SH SOLE 104556. 0. 0. ALEXANDER & BALDWIN COMMON 014482103 103. 3076. SH SOLE 3076. 0. 0. ALEXANDER'S INC COMMON 014752109 84. 501. SH SOLE 501. 0. 0. ALEXANDRIA REAL ESTA COMMON 015271109 81. 1420. SH SOLE 1420. 0. 0. ALEXION PHARM INC COMMON 015351109 57. 3089. SH SOLE 3089. 0. 0. ALFA CORP COMMON 015385107 83. 5925. SH SOLE 5925. 0. 0. ALIGN TECH INC COMMON 016255101 82. 4330. SH SOLE 4330. 0. 0. ALKERMES INC COMMON 01642T108 90. 6597. SH SOLE 6597. 0. 0. ALLEGHANY CORP DEL COMMON 017175100 163. 569. SH SOLE 569. 0. 0. ALLEGHENY ENERGY INC COMMON 017361106 152. 9883. SH SOLE 9883. 0. 0. ALLEGHENY TECH INC COMMON 01741R102 133. 7385. SH SOLE 7385. 0. 0. ---------- PAGE TOTAL 244587
FORM 13F DATE: 040630 PAGE: 7
ITEM 4 FAIR ITEM 6 ITEM 8 MARKET ITEM 5 INVESTMENT VOTING AUTHORITY ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 (SHARES) 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. ALLERGAN INC COMMON 018490102 1253. 14000. SH SOLE 14000. 0. 0. ALLETE COMMON 018522102 220. 6598. SH SOLE 6598. 0. 0. ALLIANCE ATLANTIS CLASS B 01853E204 15393. 827300. SH SOLE 827300. 0. 0. ALLIANCE CAP MGM HLD UNIT LT 01855A101 200. 5898. SH SOLE 5898. 0. 0. ALLIANCE DATA SYSTEM COMMON 018581108 83. 1965. SH SOLE 1965. 0. 0. ALLIANCE GAMING CORP COMMON 01859P609 63. 3687. SH SOLE 3687. 0. 0. ALLIANCE RESRCE PRT UT LTD 01877R108 83. 1774. SH SOLE 1774. 0. 0. ALLIANT ENERGY CORP COMMON 018802108 220. 8424. SH SOLE 8424. 0. 0. ALLIANT TECHSYSTEMS COMMON 018804104 187. 2945. SH SOLE 2945. 0. 0. ALLIANZ AKTIENGESELL SP ADR 018805101 705. 64401. SH SOLE 64401. 0. 0. ALLIED CAP CORP COMMON 01903Q108 225. 9197. SH SOLE 9197. 0. 0. ALLIED WASTE IND COMMON 019589308 229. 17376. SH SOLE 17376. 0. 0. ALLMERICA FINL CORP COMMON 019754100 133. 3938. SH SOLE 3938. 0. 0. ALLSCRIPTS HEALTHCAR COMMON 01988P108 5. 600. SH SOLE 600. 0. 0. ALLSTATE CORP COMMON 020002101 3711. 79712. SH SOLE 79712. 0. 0. ALLTEL CORP COMMON 020039103 1579. 31188. SH SOLE 31188. 0. 0. --------- PAGE TOTAL 24289.
FORM 13F DATE: 040630 PAGE: 8
ITEM 4 FAIR ITEM 6 ITEM 8 MARKET ITEM 5 INVESTMENT VOTING AUTHORITY ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 (SHARES) ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - --------------------- ------ --------- --------- ---------- --------- --------- ---------- -------- -------- --------- ------- ALPHARMA INC CLASS A 020813101 77. 3762. SH SOLE 3762. 0. 0. ALTERA CORP COMMON 021441100 918. 41407. SH SOLE 41407. 0. 0. ALTERNATIVE RESOURCE COMMON 02145R102 0. 700. SH SOLE 700. 0. 0. ALTIRIS INC COMMON 02148M100 49. 1789. SH SOLE 1789. 0. 0. ALTRIA GROUP INC COMMON 02209S103 13263. 265219. SH SOLE 262369. 0. 2850. AMAZON COM INC COMMON 023135106 1930. 35486. SH SOLE 35486. 0. 0. AMB PROPERTY CORP COMMON 00163T109 214. 6191. SH SOLE 6191. 0. 0. AMBAC FINANCIAL GRP COMMON 023139108 632. 8612. SH SOLE 8612. 0. 0. AMC ENTMT INC COMMON 001669100 57. 3698. SH SOLE 3698. 0. 0. AMCOL INTL CORP COMMON 02341W103 67. 3562. SH SOLE 3562. 0. 0. AMCORE FINANCIAL INC COMMON 023912108 59. 1972. SH SOLE 1972. 0. 0. AMDOCS LTD ORD G02602103 3625. 154700. SH SOLE 154700. 0. 0. AMERADA HESS CORP COMMON 023551104 575. 7260. SH SOLE 7260. 0. 0. AMERCO COMMON 023586100 78. 3278. SH SOLE 3278. 0. 0. AMEREN CORPORATION COMMON 023608102 564. 13122. SH SOLE 13122. 0. 0. AMERICA MOVIL SA ADR (20 02364W105 331. 9097. SH SOLE 9097. 0. 0. AMERICA ONLINE LATIN CLASS A 02365B100 17. 25225. SH SOLE 25225. 0. 0. --------- PAGE TOTAL 22456.
FORM 13F DATE: 040630 PAGE: 9
ITEM 4 FAIR ITEM 6 ITEM 8 MARKET ITEM 5 INVESTMENT VOTING AUTHORITY ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 (SHARES) ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - --------------------- ------- --------- --------- ---------- --------- --------- ---------- -------- -------- --------- ------- AMERICA WEST HLDGS CLASS B 023657208 32. 3507. SH SOLE 3507. 0. 0. AMERICAN AXLE & MFG COMMON 024061103 163. 4476. SH SOLE 4476. 0. 0. AMERICAN EAGLE OUTFT COMMON 02553E106 157. 5423. SH SOLE 5423. 0. 0. AMERICAN EXPRESS CO COMMON 025816109 13607. 265699. SH SOLE 263399. 0. 2300. AMERICAN FINL RLTY COMMON 02607P305 59. 4151. SH SOLE 4151. 0. 0. AMERICAN MED SYS HLD COMMON 02744M108 85. 2525. SH SOLE 2525. 0. 0. AMERICAN NATL INS CO COMMON 028591105 187. 2020. SH SOLE 2020. 0. 0. AMERICAN REAL EST DEPOSIT 029169109 100. 4652. SH SOLE 4652. 0. 0. AMERICAN STANDARD CO COMMON 029712106 6249. 155016. SH SOLE 148666. 0. 6350. AMERICAN STS WTR CO COMMON 029899101 51. 2173. SH SOLE 2173. 0. 0. AMERICAN TOWER CORP CLASS A 029912201 243. 15966. SH SOLE 15966. 0. 0. AMERICAN WOODMARK COMMON 030506109 64. 1070. SH SOLE 1070. 0. 0. AMERICREDIT CORP COMMON 03060R101 233. 11927. SH SOLE 11927. 0. 0. AMERIGROUP CORP COMMON 03073T102 86. 1753. SH SOLE 1753. 0. 0. AMERISOURCE-BERGEN COMMON 03073E105 850. 14222. SH SOLE 14222. 0. 0. AMERISTAR CASINOS COMMON 03070Q101 91. 2704. SH SOLE 2704. 0. 0. AMERITRADE HLDG CORP COMMON 03074K100 370. 32569. SH SOLE 32569. 0. 0. --------- PAGE TOTAL 22627.
FORM 13F DATE: 040630 PAGE: 10
ITEM 4 FAIR ITEM 6 ITEM 8 MARKET ITEM 5 INVESTMENT VOTING AUTHORITY ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 (SHARES) ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - --------------------- ------- --------- --------- ---------- --------- --------- ---------- -------- -------- --------- ------- AMERN CAP STRATEGIES COMMON 024937104 114. 4077. SH SOLE 4077. 0. 0. AMERN ELEC PWR INC COMMON 025537101 1389. 43398. SH SOLE 43398. 0. 0. AMERN FINL GROUP COMMON 025932104 162. 5314. SH SOLE 5314. 0. 0. AMERN GREETINGS CORP CLASS A 026375105 120. 5195. SH SOLE 5195. 0. 0. AMERN HEALTHWAYS COMMON 02649V104 78. 2920. SH SOLE 2920. 0. 0. AMERN HOME MTG INVT COMMON 02660R107 62. 2400. SH SOLE 2400. 0. 0. AMERN INTL GROUP INC COMMON 026874107 33309. 499551. SH SOLE 491734. 0. 7817. AMERN ITALIAN PASTA CLASS A 027070101 45. 1466. SH SOLE 1466. 0. 0. AMERN PWR CONVERSION COMMON 029066107 395. 20118. SH SOLE 20118. 0. 0. AMERUS GROUP CO CLASS A 03072M108 120. 2901. SH SOLE 2901. 0. 0. AMETEK INC COMMON 031100100 157. 5072. SH SOLE 5072. 0. 0. AMGEN INC COMMON 031162100 17912. 328238. SH SOLE 319488. 0. 8750. AMIS HOLDINGS INC COMMON 031538101 47. 2801. SH SOLE 2801. 0. 0. AMKOR TECHNOLOGY INC COMMON 031652100 100. 12286. SH SOLE 12286. 0. 0. AMLI RES PPTYS TR SH BEN 001735109 62. 2116. SH SOLE 2116. 0. 0. AMN HEALTHCARE SERVI COMMON 001744101 58. 3824. SH SOLE 3824. 0. 0. AMPHENOL CORPORATION CLASS A 032095101 217. 6506. SH SOLE 6506. 0. 0. --------- PAGE TOTAL 54347.
FORM 13F DATE: 040630 PAGE: 11
ITEM 4 FAIR ITEM 6 ITEM 8 MARKET ITEM 5 INVESTMENT VOTING AUTHORITY ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 (SHARES) ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - --------------------- ------- --------- --------- ---------- --------- --------- ---------- -------- -------- --------- ------- AMR CORP COMMON 001765106 155. 12821. SH SOLE 12821. 0. 0. AMSOUTH BANCORP COMMON 032165102 1017. 39913. SH SOLE 39913. 0. 0. AMSURG CORP COMMON 03232P405 56. 2235. SH SOLE 2235. 0. 0. AMYLIN PHARM INC COMMON 032346108 162. 7126. SH SOLE 7126. 0. 0. ANADARKO PETE COMMON 032511107 2126. 36277. SH SOLE 36277. 0. 0. ANALOG DEVICES INC COMMON 032654105 5884. 124987. SH SOLE 124987. 0. 0. ANALOGIC CORP COMMON 032657207 55. 1287. SH SOLE 1287. 0. 0. ANALYSTS INTL CORP COMMON 032681108 2. 500. SH SOLE 500. 0. 0. ANAREN INC COMMON 032744104 60. 3657. SH SOLE 3657. 0. 0. ANCHOR BANCORP WIS COMMON 032839102 56. 2106. SH SOLE 2106. 0. 0. ANDREW CORP COMMON 034425108 247. 12346. SH SOLE 12346. 0. 0. ANDRX GROUP COMMON 034553107 153. 5492. SH SOLE 5492. 0. 0. ANGIOTECH PHARMA COMMON 034918102 16365. 805875. SH SOLE 805875. 0. 0. ANGLO AMERICAN PLC ADR(1 O 03485P102 397. 19000. SH SOLE 19000. 0. 0. ANHEUSER BUSCH COS COMMON 035229103 4281. 79280. SH SOLE 79280. 0. 0. ANIXTER INTL INC COMMON 035290105 90. 2634. SH SOLE 2634. 0. 0. ANNALY MTG MGMT INC COMMON 035710409 121. 7108. SH SOLE 7108. 0. 0. --------- PAGE TOTAL 31227.
FORM 13F DATE: 040630 PAGE: 12
ITEM 4 FAIR ITEM 6 ITEM 8 MARKET ITEM 5 INVESTMENT VOTING AUTHORITY ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 (SHARES) ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - --------------------- ------- --------- --------- ---------- --------- --------- ---------- -------- -------- --------- ------- ANNTAYLOR STORES COMMON 036115103 147. 5070. SH SOLE 5070. 0. 0. ANSYS INC COMMON 03662Q105 64. 1371. SH SOLE 1371. 0. 0. ANTEON INTL CORP COMMON 03674E108 3499. 107252. SH SOLE 107252. 0. 0. ANTHEM INC COMMON 03674B104 1345. 15023. SH SOLE 15023. 0. 0. ANTHRACITE CAP INC COMMON 037023108 65. 5402. SH SOLE 5402. 0. 0. ANTIGENICS INC DEL COMMON 037032109 45. 5231. SH SOLE 5231. 0. 0. ANWORTH MORTGAGE AS COMMON 037347101 45. 3823. SH SOLE 3823. 0. 0. AO TATNEFT SP ADR 03737P306 265. 9963. SH SOLE 9963. 0. 0. AON CORPORATION COMMON 037389103 1126. 39551. SH SOLE 39551. 0. 0. APAC CUSTOMER SVS COMMON 00185E106 2. 1200. SH SOLE 1200. 0. 0. APACHE CORP COMMON 037411105 1524. 34992. SH SOLE 34992. 0. 0. APARTMENT INVT&MGMT CLASS A 03748R101 558. 17915. SH SOLE 17915. 0. 0. APOGEE ENTERPRISES COMMON 037598109 53. 5127. SH SOLE 5127. 0. 0. APOGENT TECH INC COMMON 03760A101 225. 7017. SH SOLE 7017. 0. 0. APOLLO GROUP INC CLASS A 037604105 1977. 22392. SH SOLE 22392. 0. 0. APPIANT TECH INC COMMON 03782R108 0. 1500. SH SOLE 1500. 0. 0. APPLE COMPUTER INC COMMON 037833100 3151. 96847. SH SOLE 96847. 0. 0. --------- PAGE TOTAL 14091.
FORM 13F DATE: 040630 PAGE: 13
ITEM 4 FAIR ITEM 6 ITEM 8 MARKET ITEM 5 INVESTMENT VOTING AUTHORITY ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 (SHARES) ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - --------------------- ------- --------- --------- ---------- --------- --------- ---------- -------- -------- --------- ------- APPLEBEES INTL INC COMMON 037899101 146. 6349. SH SOLE 6349. 0. 0. APPLERA CORPORATION GENOMIC 038020202 61. 5308. SH SOLE 5308. 0. 0. APPLERA CORPORATION BIOSYST 038020103 367. 16877. SH SOLE 16877. 0. 0. APPLIED DIGITAL SOL COMMON 038188306 2. 810. SH SOLE 810. 0. 0. APPLIED FILMS CORP COMMON 038197109 47. 1629. SH SOLE 1629. 0. 0. APPLIED INDL TECH COMMON 03820C105 69. 2283. SH SOLE 2283. 0. 0. APPLIED MATERIALS COMMON 038222105 6032. 307463. SH SOLE 307463. 0. 0. APPLIED MICRO CRCTS COMMON 03822W109 129. 24182. SH SOLE 24182. 0. 0. APPLIEDTHEORY CORP COMMON 03828R104 0. 700. SH SOLE 700. 0. 0. APRIA HEALTHCARE GRP COMMON 037933108 117. 4060. SH SOLE 4060. 0. 0. APTARGROUP INC COMMON 038336103 117. 2685. SH SOLE 2685. 0. 0. AQUA AMERICA INC COMMON 03836W103 130. 6475. SH SOLE 6475. 0. 0. AQUAGENIX INC COMMON 03838R102 0. 1500. SH SOLE 1500. 0. 0. AQUANTIVE INC COMMON 03839G105 51. 5155. SH SOLE 5155. 0. 0. AQUILA INC COMMON 03840P102 51. 14196. SH SOLE 14196. 0. 0. ARACRUZ CELULOSE S A SP ADR 038496204 355. 10856. SH SOLE 10856. 0. 0. ARAMARK CORP CLASS B 038521100 206. 7162. SH SOLE 7162. 0. 0. --------- PAGE TOTAL 7880.
FORM 13F DATE: 040630 PAGE: 14
ITEM 4 FAIR ITEM 6 ITEM 8 MARKET ITEM 5 INVESTMENT VOTING AUTHORITY ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 (SHARES) ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - --------------------- ------- --------- --------- ---------- --------- --------- ---------- -------- -------- --------- ------- ARBITRON INC COMMON 03875Q108 82. 2237. SH SOLE 2237. 0. 0. ARCH CAP GROUP LTD ORDINAR G0450A105 83. 2083. SH SOLE 2083. 0. 0. ARCH CHEMICALS INC COMMON 03937R102 69. 2386. SH SOLE 2386. 0. 0. ARCH COAL INC COMMON 039380100 461. 12600. SH SOLE 12600. 0. 0. ARCHER-DANIEL MIDLND COMMON 039483102 1275. 75985. SH SOLE 75985. 0. 0. ARCHSTONE SMITH TR COMMON 039583109 421. 14351. SH SOLE 14351. 0. 0. ARCTIC CAT INC COMMON 039670104 66. 2398. SH SOLE 2398. 0. 0. ARDEN RLTY GRP INC COMMON 039793104 142. 4839. SH SOLE 4839. 0. 0. ARGOSY GAMING CORP COMMON 040228108 83. 2215. SH SOLE 2215. 0. 0. ARIAD PHARMACEUTICAL COMMON 04033A100 56. 7455. SH SOLE 7455. 0. 0. ARIBA INC COMMON 04033V104 40. 20035. SH SOLE 20035. 0. 0. ARKANSAS BEST CORP COMMON 040790107 59. 1797. SH SOLE 1797. 0. 0. ARMOR HOLDINGS INC COMMON 042260109 87. 2567. SH SOLE 2567. 0. 0. ARRIS GROUP INC COMMON 04269Q100 49. 8230. SH SOLE 8230. 0. 0. ARROW ELECTRS INC COMMON 042735100 206. 7694. SH SOLE 7694. 0. 0. ARROW INTL INC COMMON 042764100 97. 3250. SH SOLE 3250. 0. 0. ART TECHNOLOGY GRP COMMON 04289L107 2. 1600. SH SOLE 1600. 0. 0. --------- PAGE TOTAL 3278.
FORM 13F DATE: 040630 PAGE: 15
ITEM 4 FAIR ITEM 6 ITEM 8 MARKET ITEM 5 INVESTMENT VOTING AUTHORITY ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 (SHARES) ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - --------------------- ------- --------- --------- ---------- --------- --------- ---------- -------- -------- --------- ------- ARTESYN TECHNO INC COMMON 043127109 59. 6515. SH SOLE 6515. 0. 0. ARTHROCARE CORP COMMON 043136100 71. 2429. SH SOLE 2429. 0. 0. ARTISAN COMPONENTS COMMON 042923102 64. 2480. SH SOLE 2480. 0. 0. ARVINMERITOR INC COMMON 043353101 100. 5135. SH SOLE 5135. 0. 0. ASBURY AUTOMOTIVE GR COMMON 043436104 48. 3179. SH SOLE 3179. 0. 0. ASCENTIAL SOFTWARE COMMON 04362P207 69. 4313. SH SOLE 4313. 0. 0. ASHLAND INC COMMON 044204105 291. 5508. SH SOLE 5508. 0. 0. ASK JEEVES INC COMMON 045174109 131. 3369. SH SOLE 3369. 0. 0. ASPECT COMMUNCTN COR COMMON 04523Q102 56. 3967. SH SOLE 3967. 0. 0. ASPEN TECHNOLOGY INC COMMON 045327103 47. 6467. SH SOLE 6467. 0. 0. ASSOCIATED BANC CORP COMMON 045487105 243. 8187. SH SOLE 8187. 0. 0. ASTORIA FINL CORP COMMON 046265104 225. 6139. SH SOLE 6139. 0. 0. ASTROPOWER INC COMMON 04644A101 0. 2338. SH SOLE 2338. 0. 0. ASYST TECH CORP COMMON 04648X107 31. 3039. SH SOLE 3039. 0. 0. AT ROAD INC COMMON 04648K105 31. 4094. SH SOLE 4094. 0. 0. AT&T CORP COMMON 001957505 1215. 83028. SH SOLE 83028. 0. 0. AT&T WIRELESS SRVC COMMON 00209A106 4010. 280022. SH SOLE 280022. 0. 0. --------- PAGE TOTAL 6691.
FORM 13F DATE: 040630 PAGE: 16
ITEM 4 FAIR ITEM 6 ITEM 8 MARKET ITEM 5 INVESTMENT VOTING AUTHORITY ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 (SHARES) ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - --------------------- ------- --------- --------- ---------- --------- --------- ---------- -------- -------- --------- ------- ATARI INC COMMON 04651M105 31. 13011. SH SOLE 13011. 0. 0. ATHEROGENICS INC COMMON 047439104 65. 3395. SH SOLE 3395. 0. 0. ATI TECHNOLOGIES INC COMMON 001941103 37201. 1981643. SH SOLE 1960343. 0. 21300. ATLANTIC COAST AIRLS COMMON 048396105 30. 5201. SH SOLE 5201. 0. 0. ATLAS AIR WRLDWD HLG COMMON 049164106 0. 1050. SH SOLE 1050. 0. 0. ATMEL CORP COMMON 049513104 212. 35775. SH SOLE 35775. 0. 0. ATMI INC COMMON 00207R101 61. 2247. SH SOLE 2247. 0. 0. ATMOS ENERGY CORP COMMON 049560105 95. 3721. SH SOLE 3721. 0. 0. ATRIX LABS INC COMMON 04962L101 2237. 65262. SH SOLE 65262. 0. 0. ATWOOD OCEANICS INC COMMON 050095108 90. 2145. SH SOLE 2145. 0. 0. AU OPTRONICS CORP SPONSOR 002255107 2113. 129300. SH SOLE 129300. 0. 0. AUDIOVOX CORP CLASS A 050757103 66. 3915. SH SOLE 3915. 0. 0. AUGUST TECHNOLOGY CO COMMON 05106U105 35. 2794. SH SOLE 2794. 0. 0. AURORA FOODS INC COMMON 05164B106 0. 2475. SH SOLE 2475. 0. 0. AUTHENTIDATE HLDG CO COMMON 052666104 43. 3935. SH SOLE 3935. 0. 0. AUTOBYTEL COM INC COMMON 05275N106 48. 5306. SH SOLE 5306. 0. 0. AUTODESK INC COMMON 052769106 386. 9019. SH SOLE 9019. 0. 0. --------- PAGE TOTAL 42713.
FORM 13F DATE: 040630 PAGE: 17
ITEM 4 FAIR ITEM 6 ITEM 8 MARKET ITEM 5 INVESTMENT VOTING AUTHORITY ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 (SHARES) ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - --------------------- ------- --------- --------- ---------- --------- --------- ---------- -------- -------- --------- ------- AUTOMATIC DATA PROC COMMON 053015103 2573. 61432. SH SOLE 61432. 0. 0. AUTONATION INC COMMON 05329W102 380. 22199. SH SOLE 22199. 0. 0. AUTOZONE INC COMMON 053332102 595. 7426. SH SOLE 7426. 0. 0. AVALONBAY COMMNTIES COMMON 053484101 303. 5367. SH SOLE 5367. 0. 0. AVANEX CORP COMMON 05348W109 40. 10293. SH SOLE 10293. 0. 0. AVAYA INC COMMON 053499109 3444. 218114. SH SOLE 218114. 0. 0. AVENTIS SP ADR( 053561106 631. 8294. SH SOLE 8294. 0. 0. AVERY DENNISON CORP COMMON 053611109 571. 8914. SH SOLE 8914. 0. 0. AVIALL INC COMMON 05366B102 66. 3496. SH SOLE 3496. 0. 0. AVID TECHNOLOGY INC COMMON 05367P100 121. 2214. SH SOLE 2214. 0. 0. AVISTA CORPORATION COMMON 05379B107 65. 3511. SH SOLE 3511. 0. 0. AVNET INC COMMON 053807103 207. 9120. SH SOLE 9120. 0. 0. AVOCENT CORP COMMON 053893103 126. 3440. SH SOLE 3440. 0. 0. AVON PRODUCTS INC COMMON 054303102 2252. 48807. SH SOLE 48807. 0. 0. AVX CORP COMMON 002444107 191. 13250. SH SOLE 13250. 0. 0. AWARE INC MASS COMMON 05453N100 3. 700. SH SOLE 700. 0. 0. AXCAN PHARMA INC COMMON 054923107 28191. 1335725. SH SOLE 1330850. 0. 4875. --------- PAGE TOTAL 39759.
FORM 13F DATE: 040630 PAGE: 18
ITEM 4 FAIR ITEM 6 ITEM 8 MARKET ITEM 5 INVESTMENT VOTING AUTHORITY ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 (SHARES) ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - --------------------- ------- --------- --------- ---------- --------- --------- ---------- -------- -------- --------- ------- AXCELIS TECHNOLOGIES COMMON 054540109 90. 7196. SH SOLE 7196. 0. 0. AXT INC COMMON 00246W103 1. 500. SH SOLE 500. 0. 0. AZTAR CORP COMMON 054802103 73. 2609. SH SOLE 2609. 0. 0. BAKER HUGHES INC COMMON 057224107 1361. 36142. SH SOLE 36142. 0. 0. BALDOR ELEC CO COMMON 057741100 60. 2559. SH SOLE 2559. 0. 0. BALDWIN & LYONS INC CLASS B 057755209 57. 2117. SH SOLE 2117. 0. 0. BALL CORP COMMON 058498106 6154. 85409. SH SOLE 81959. 0. 3450. BALLARD POWER SYS COMMON 05858H104 1190. 129460. SH SOLE 129460. 0. 0. BANCFIRST CORP COMMON 05945F103 56. 934. SH SOLE 934. 0. 0. BANCO BILBAO VIZCAYA ADR (1 05946K101 928. 68741. SH SOLE 68741. 0. 0. BANCOLOMBIA S A SP ADR 05968L102 33. 5000. SH SOLE 5000. 0. 0. BANCORPSOUTH INC COMMON 059692103 131. 5818. SH SOLE 5818. 0. 0. BANDAG INC COMMON 059815100 65. 1459. SH SOLE 1459. 0. 0. BANK HAWAII CORP COMMON 062540109 203. 4479. SH SOLE 4479. 0. 0. BANK MUTUAL CORP COMMON 063750103 62. 5718. SH SOLE 5718. 0. 0. BANK NEW YORK INC COMMON 064057102 8767. 297395. SH SOLE 291595. 0. 5800. BANK OF AMERICA CORP COMMON 060505104 19907. 235254. SH SOLE 231854. 0. 3400. --------- PAGE TOTAL 39138.
FORM 13F DATE: 040630 PAGE: 19
ITEM 4 FAIR ITEM 6 ITEM 8 MARKET ITEM 5 INVESTMENT VOTING AUTHORITY ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 (SHARES) ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - --------------------- ------- --------- --------- ---------- --------- --------- ---------- -------- --------- --------- ------- BANK OF GRANITE CORP COMMON 062401104 49. 2364. SH SOLE 2364. 0. 0. BANK OF MONTREAL COMMON 063671101 330895. 8310496. SH SOLE 7707826. 0. 602670. BANK OF NOVA SCOTIA COMMON 064149107 344341. 12885379. SH SOLE 12131968. 0. 753411. BANK OF THE OZARKS COMMON 063904106 59. 2523. SH SOLE 2523. 0. 0. BANK ONE CORPORATION COMMON 06423A103 6890. 135105. SH SOLE 135105. 0. 0. BANKATLANTIC BANCORP CLASS A 065908501 73. 3933. SH SOLE 3933. 0. 0. BANKNORTH GROUP INC COMMON 06646R107 399. 12299. SH SOLE 12299. 0. 0. BANKUNITED FINL CORP CLASS A 06652B103 58. 2241. SH SOLE 2241. 0. 0. BANNER CORP COMMON 06652V109 64. 2191. SH SOLE 2191. 0. 0. BANTA CORP COMMON 066821109 84. 1889. SH SOLE 1889. 0. 0. BARD C R INC COMMON 067383109 6166. 109186. SH SOLE 104986. 0. 4200. BARNES & NOBLE INC COMMON 067774109 168. 4938. SH SOLE 4938. 0. 0. BARNES GROUP INC COMMON 067806109 53. 1828. SH SOLE 1828. 0. 0. BARR PHARMACEUTICALS COMMON 068306109 258. 7646. SH SOLE 7646. 0. 0. BARRICK GOLD CORP COMMON 067901108 121378. 6120940. SH SOLE 6018227. 0. 102713. BAUSCH & LOMB INC COMMON 071707103 280. 4303. SH SOLE 4303. 0. 0. BAXTER INTL INC COMMON 071813109 2899. 84016. SH SOLE 84016. 0. 0. --------- PAGE TOTAL 814114.
FORM 13F DATE: 040630 PAGE: 20
ITEM 4 FAIR ITEM 6 ITEM 8 MARKET ITEM 5 INVESTMENT VOTING AUTHORITY ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 (SHARES) ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - --------------------- ------- --------- --------- ---------- --------- --------- ---------- -------- -------- --------- ------- BAY VIEW CAP CORP COMMON 07262L101 47. 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 1978. 53508. SH SOLE 53508. 0. 0. BCE INC COMMON 05534B109 214601. 10773474. SH SOLE 10055166. 0. 718308. BE INC COMMON 073309106 1. 1100. SH SOLE 1100. 0. 0. BEA SYSTEMS INC COMMON 073325102 309. 37647. SH SOLE 37647. 0. 0. BEAR STEARNS COS INC COMMON 073902108 677. 8034. SH SOLE 8034. 0. 0. BEARINGPOINT INC COMMON 074002106 128. 14427. SH SOLE 14427. 0. 0. BEAZER HOMES USA INC COMMON 07556Q105 99. 990. SH SOLE 990. 0. 0. BEBE STORES INC COMMON 075571109 59. 2962. SH SOLE 2962. 0. 0. BECKMAN COULTER INC COMMON 075811109 284. 4653. SH SOLE 4653. 0. 0. BECTON DICKINSON COMMON 075887109 1425. 27503. SH SOLE 27503. 0. 0. BED BATH & BEYOND COMMON 075896100 1478. 38441. SH SOLE 38441. 0. 0. BEDFORD PPTY INV INC COMMON 076446301 59. 2001. SH SOLE 2001. 0. 0. BELDEN INC COMMON 077459105 60. 2815. SH SOLE 2815. 0. 0. BELLSOUTH CORP COMMON 079860102 4782. 182369. SH SOLE 182369. 0. 0. BELO CORPORATION COMMON 080555105 233. 8669. SH SOLE 8669. 0. 0. --------- PAGE TOTAL 226220.
FORM 13F DATE: 040630 PAGE: 21
ITEM 4 FAIR ITEM 6 ITEM 8 MARKET ITEM 5 INVESTMENT VOTING AUTHORITY ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 (SHARES) ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - --------------------- ------- --------- --------- ---------- --------- --------- ---------- -------- -------- --------- ------- BEMA GOLD CORP COMMON 08135F107 1041. 383450. SH SOLE 383450. 0. 0. BEMIS INC COMMON 081437105 237. 8383. SH SOLE 8383. 0. 0. BENCHMARK ELECTRS COMMON 08160H101 80. 2763. SH SOLE 2763. 0. 0. BENNETT ENVIRONMENTL COMMON 081906109 236. 18900. SH SOLE 18900. 0. 0. BERKLEY W R CORP COMMON 084423102 273. 6345. SH SOLE 6345. 0. 0. BERKSHIRE HATHAWAY CLASS A 084670108 7917. 89. SH SOLE 89. 0. 0. BERRY PETE CO CLASS A 085789105 86. 2928. SH SOLE 2928. 0. 0. BEST BUY INC COMMON 086516101 1695. 33404. SH SOLE 33404. 0. 0. BEVERLY ENTERPRISES COMMON 087851309 70. 8108. SH SOLE 8108. 0. 0. BIG 5 SPORTING GOODS COMMON 08915P101 73. 2800. SH SOLE 2800. 0. 0. BIG LOTS INC COMMON 089302103 134. 9242. SH SOLE 9242. 0. 0. BIO RAD LABS INC CLASS A 090572207 110. 1877. SH SOLE 1877. 0. 0. BIOGEN IDEC INC COMMON 09062X103 1284. 20301. SH SOLE 20301. 0. 0. BIOMARIN PHARMAC INC COMMON 09061G101 44. 7385. SH SOLE 7385. 0. 0. BIOMET INC COMMON 090613100 1223. 27523. SH SOLE 27523. 0. 0. BIOSITE INC COMMON 090945106 99. 2195. SH SOLE 2195. 0. 0. BIOTECH HOLDERS TR DEPOSTR 09067D201 832. 5700. SH SOLE 5700. 0. 0. --------- PAGE TOTAL 15434.
FORM 13F DATE: 040630 PAGE: 22
ITEM 4 FAIR ITEM 6 ITEM 8 MARKET ITEM 5 INVESTMENT VOTING AUTHORITY ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 (SHARES) ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - --------------------- ------- --------- --------- ---------- --------- --------- ---------- -------- -------- --------- ------- BIOVAIL CORP COMMON 09067J109 7423. 393905. SH SOLE 393905. 0. 0. BISYS GROUP INC COMMON 055472104 125. 8892. SH SOLE 8892. 0. 0. BJ SVCS CO COMMON 055482103 586. 12773. SH SOLE 12773. 0. 0. BJS WHOLESALE CLUB COMMON 05548J106 129. 5145. SH SOLE 5145. 0. 0. BLACK & DECKER CORP COMMON 091797100 389. 6267. SH SOLE 6267. 0. 0. BLACK BOX CORP DEL COMMON 091826107 66. 1406. SH SOLE 1406. 0. 0. BLACK HILLS CORP COMMON 092113109 74. 2336. SH SOLE 2336. 0. 0. BLACKROCK INC COMMON 09247X101 88. 1386. SH SOLE 1386. 0. 0. BLOCK H & R INC COMMON 093671105 710. 14887. SH SOLE 14887. 0. 0. BLOCKBUSTER INC CLASS A 093679108 46. 3015. SH SOLE 3015. 0. 0. BLYTH INC COMMON 09643P108 118. 3410. SH SOLE 3410. 0. 0. BMC SOFTWARE INC COMMON 055921100 340. 18380. SH SOLE 18380. 0. 0. BOB EVANS FARMS INC COMMON 096761101 70. 2572. SH SOLE 2572. 0. 0. BOCA RESORTS INC CLASS A 09688T106 80. 4019. SH SOLE 4019. 0. 0. BOEING CO COMMON 097023105 4788. 93713. SH SOLE 93713. 0. 0. BOISE CASCADE CORP COMMON 097383103 182. 4845. SH SOLE 4845. 0. 0. BOK FINL CORP COMMON 05561Q201 171. 4360. SH SOLE 4360. 0. 0. --------- PAGE TOTAL 15385.
FORM 13F DATE: 040630 PAGE: 23
ITEM 4 FAIR ITEM 6 ITEM 8 MARKET ITEM 5 INVESTMENT VOTING AUTHORITY ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 (SHARES) ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - --------------------- ------- --------- --------- ---------- --------- --------- ---------- -------- -------- --------- ------- BOMBAY CO INC COMMON 097924104 27. 4339. SH SOLE 4339. 0. 0. BORDERS GROUP INC COMMON 099709107 134. 5738. SH SOLE 5738. 0. 0. BORG WARNER INC COMMON 099724106 175. 3994. SH SOLE 3994. 0. 0. BORLAND SOFTWARE COR COMMON 099849101 381. 44848. SH SOLE 44848. 0. 0. BOSTON PRIV FINL HLG COMMON 101119105 47. 2050. SH SOLE 2050. 0. 0. BOSTON PROPERTIES COMMON 101121101 373. 7446. SH SOLE 7446. 0. 0. BOSTON SCIENTIFIC COMMON 101137107 3560. 83175. SH SOLE 83175. 0. 0. BOTTOMLINE TECH DEL COMMON 101388106 4. 400. SH SOLE 400. 0. 0. BOWATER INC COMMON 102183100 176. 4226. SH SOLE 4226. 0. 0. BOWNE & CO INC COMMON 103043105 57. 3584. SH SOLE 3584. 0. 0. BOYD GAMING CORP COMMON 103304101 126. 4752. SH SOLE 4752. 0. 0. BP ADR (6 055622104 576. 10755. SH SOLE 10515. 0. 240. BP PRUDHOE BAY RTY UNIT BE 055630107 78. 2395. SH SOLE 2395. 0. 0. BRADLEY PHARMACEUT COMMON 104576103 2097. 75170. SH SOLE 75170. 0. 0. BRADY CORP CLASS A 104674106 80. 1728. SH SOLE 1728. 0. 0. BRANDYWINE RLTY TR SH BEN 105368203 75. 2773. SH SOLE 2773. 0. 0. BRASCAN CORP CLASS A 10549P606 87037. 3117707. SH SOLE 3081921. 0. 35786. --------- PAGE TOTAL 95003.
FORM 13F DATE: 040630 PAGE: 24
ITEM 4 FAIR ITEM 6 ITEM 8 MARKET ITEM 5 INVESTMENT VOTING AUTHORITY ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 (SHARES) ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - --------------------- ------- --------- --------- ---------- --------- --------- ---------- -------- -------- --------- ------- BRE PROPERTIES INC CLASS A 05564E106 127. 3660. SH SOLE 3660. 0. 0. BRIGGS & STRATTON CO COMMON 109043109 142. 1605. SH SOLE 1605. 0. 0. BRIGHT HORIZON FAM COMMON 109195107 68. 1269. SH SOLE 1269. 0. 0. BRIGHTPOINT INC COMMON 109473405 28. 2074. SH SOLE 2074. 0. 0. BRILLIAN CORP COMMON 10949P107 1. 112. SH SOLE 112. 0. 0. BRINKER INTL INC COMMON 109641100 253. 7410. SH SOLE 7410. 0. 0. BRINKS COMPANY COMMON 109696104 138. 4025. SH SOLE 4025. 0. 0. BRISTOL MYERS SQUIBB COMMON 110122108 9860. 402431. SH SOLE 402431. 0. 0. BROADCOM CORP CLASS A 111320107 17489. 375311. SH SOLE 375311. 0. 0. BROCADE COMM SYS INC COMMON 111621108 116. 19319. SH SOLE 19319. 0. 0. BROOKFIELD HOMES CO COMMON 112723101 64. 2451. SH SOLE 2451. 0. 0. BROOKFIELD PPTYS COMMON 112900105 24075. 844329. SH SOLE 844329. 0. 0. BROOKLINE BANCORP IN COMMON 11373M107 62. 4194. SH SOLE 4194. 0. 0. BROOKS AUTOMATION COMMON 114340102 55. 2753. SH SOLE 2753. 0. 0. BROWN & BROWN INC COMMON 115236101 225. 5217. SH SOLE 5217. 0. 0. BROWN FORMAN CORP CLASS B 115637209 498. 10321. SH SOLE 10321. 0. 0. BROWN SHOE INC COMMON 115736100 64. 1566. SH SOLE 1566. 0. 0. --------- PAGE TOTAL 53265.
FORM 13F DATE: 040630 PAGE: 25
ITEM 4 FAIR ITEM 6 ITEM 8 MARKET ITEM 5 INVESTMENT VOTING AUTHORITY ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 (SHARES) ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - --------------------- ------- --------- --------- ---------- --------- --------- ---------- -------- -------- --------- ------- BRUKER BIOSCIENCES COMMON 116794108 55. 11292. SH SOLE 11292. 0. 0. BRUNSWICK CORP COMMON 117043109 298. 7307. SH SOLE 7307. 0. 0. BRYN MAWR BK COMMON 117665109 15. 658. SH SOLE 658. 0. 0. BSB BANCORP COMMON 055652101 61. 1730. SH SOLE 1730. 0. 0. BUCKEYE TECHNOLOGIES COMMON 118255108 67. 5816. SH SOLE 5816. 0. 0. BUCKLE INC COMMON 118440106 71. 2507. SH SOLE 2507. 0. 0. BUNGE LIMITED COMMON G16962105 297. 7622. SH SOLE 7622. 0. 0. BURLINGTN NRTHRN S F COMMON 12189T104 1419. 40468. SH SOLE 40468. 0. 0. BURLINGTON COAT FAC COMMON 121579106 64. 3305. SH SOLE 3305. 0. 0. BURLINGTON INDS INC COMMON 121693105 0. 2200. SH SOLE 2200. 0. 0. BURLINGTON RESOURCES COMMON 122014103 1681. 46465. SH SOLE 46465. 0. 0. BUSINESS OBJECTS S A SP ADR 12328X107 61. 2700. SH SOLE 2700. 0. 0. C COR NET CORP COMMON 125010108 48. 4702. SH SOLE 4702. 0. 0. C D I CORP COMMON 125071100 58. 1683. SH SOLE 1683. 0. 0. C H ROBINSON WLDWIDE COMMON 12541W100 368. 8030. SH SOLE 8030. 0. 0. C&D TECHNOLOGIES INC COMMON 124661109 48. 2718. SH SOLE 2718. 0. 0. CABLE DESIGN TECH COMMON 126924109 55. 5175. SH SOLE 5175. 0. 0. --------- PAGE TOTAL 4666.
FORM 13F DATE: 040630 PAGE: 26
ITEM 4 FAIR ITEM 6 ITEM 8 MARKET ITEM 5 INVESTMENT VOTING AUTHORITY ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 (SHARES) ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - --------------------- ------- --------- --------- ---------- --------- --------- ---------- -------- -------- --------- ------- CABLEVISION SYS CORP CL A NY 12686C109 329. 16750. SH SOLE 16750. 0. 0. CABOT CORP COMMON 127055101 192. 4711. SH SOLE 4711. 0. 0. CABOT MICROELECT CO COMMON 12709P103 56. 1825. SH SOLE 1825. 0. 0. CABOT OIL & GAS CORP COMMON 127097103 103. 2426. SH SOLE 2426. 0. 0. CACHE INC COMMON 127150308 44. 3232. SH SOLE 3232. 0. 0. CACI INTERNATIONAL CLASS A 127190304 86. 2133. SH SOLE 2133. 0. 0. CADENCE DESIGN SYS COMMON 127387108 303. 20716. SH SOLE 20716. 0. 0. CAE INC COMMON 124765108 1169. 259950. SH SOLE 259950. 0. 0. CAESARS ENTMNT COMMON 127687101 346. 23044. SH SOLE 23044. 0. 0. CAL DIVE INTL INC COMMON 127914109 85. 2796. SH SOLE 2796. 0. 0. CALICO COMM INC COMMON 129897104 0. 700. SH SOLE 700. 0. 0. CALIFORNIA PIZZA KIT COMMON 13054D109 58. 3035. SH SOLE 3035. 0. 0. CALIFORNIA WTR SVC COMMON 130788102 56. 2017. SH SOLE 2017. 0. 0. CALLAWAY GOLF CO COMMON 131193104 64. 5607. SH SOLE 5607. 0. 0. CALPINE CORP COMMON 131347106 130. 30144. SH SOLE 30144. 0. 0. CAMBIOR INC COMMON 13201L103 725. 264700. SH SOLE 264700. 0. 0. CAMBREX CORP COMMON 132011107 57. 2272. SH SOLE 2272. 0. 0. --------- PAGE TOTAL 3803.
FORM 13F DATE: 040630 PAGE: 27
ITEM 4 FAIR ITEM 6 ITEM 8 MARKET ITEM 5 INVESTMENT VOTING AUTHORITY ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 (SHARES) ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - --------------------- ------- --------- --------- ---------- --------- --------- ---------- -------- -------- --------- ------- CAMDEN PPTY TR SH BEN 133131102 138. 3003. SH SOLE 3003. 0. 0. CAMECO CORP COMMON 13321L108 7086. 121690. SH SOLE 119415. 0. 2275. CAMPBELL SOUP CO COMMON 134429109 1210. 45001. SH SOLE 45001. 0. 0. CANON INC ADR (1 138006309 949. 17765. SH SOLE 17535. 0. 230. CANWEST GLBL COMMUN SUB VTG 138906102 5510. 704705. SH SOLE 696905. 0. 7800. CAPITAL CITY BK GRP COMMON 139674105 53. 1333. SH SOLE 1333. 0. 0. CAPITAL ONE FINL CO COMMON 14040H105 1647. 24083. SH SOLE 24083. 0. 0. CAPITL AUTOMTVE REIT COM SH 139733109 69. 2369. SH SOLE 2369. 0. 0. CAPITOL BANCORP LTD COMMON 14056D105 51. 1952. SH SOLE 1952. 0. 0. CAPITOL FED FINL COMMON 14057C106 167. 5594. SH SOLE 5594. 0. 0. CARBO CERAMICS INC COMMON 140781105 83. 1221. SH SOLE 1221. 0. 0. CARDINAL HEALTH INC COMMON 14149Y108 8718. 124455. SH SOLE 124265. 0. 190. CAREER EDUCATION COR COMMON 141665109 429. 9420. SH SOLE 9420. 0. 0. CAREMARK RX INC COMMON 141705103 2320. 70435. SH SOLE 68635. 0. 1800. CARLISLE COS INC COMMON 142339100 142. 2277. SH SOLE 2277. 0. 0. CARMAX INC COMMON 143130102 173. 7897. SH SOLE 7897. 0. 0. CARNIVAL CORP COMMON( 143658300 7877. 167600. SH SOLE 156500. 0. 11100. --------- PAGE TOTAL 36622.
FORM 13F DATE: 040630 PAGE: 28
ITEM 4 FAIR ITEM 6 ITEM 8 MARKET ITEM 5 INVESTMENT VOTING AUTHORITY ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 (SHARES) ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - --------------------- ------- --------- --------- ---------- --------- --------- ---------- -------- -------- --------- ------- CARPENTER TECHNOLOGY COMMON 144285103 69. 2017. SH SOLE 2017. 0. 0. CARRAMERICA RLTY CP COMMON 144418100 117. 3872. SH SOLE 3872. 0. 0. CARRIER ACCESS CORP COMMON 144460102 55. 4627. SH SOLE 4627. 0. 0. CASCADE CORP COMMON 147195101 66. 2117. SH SOLE 2117. 0. 0. CASELLA WASTE SYS CLASS A 147448104 56. 4271. SH SOLE 4271. 0. 0. CASEYS GEN STORES COMMON 147528103 66. 3623. SH SOLE 3623. 0. 0. CASH AMER INTL INC COMMON 14754D100 60. 2600. SH SOLE 2600. 0. 0. CATALINA MARKETING COMMON 148867104 74. 4068. SH SOLE 4068. 0. 0. CATELLUS DEV CORP COMMON 149113102 172. 6983. SH SOLE 6983. 0. 0. CATERPILLAR INC COMMON 149123101 3855. 48529. SH SOLE 48529. 0. 0. CATHAY GEN BANCORP COMMON 149150104 123. 1840. SH SOLE 1840. 0. 0. CATO CORP CLASS A 149205106 59. 2621. SH SOLE 2621. 0. 0. CBL & ASSOCIATE PROP COMMON 124830100 123. 2242. SH SOLE 2242. 0. 0. CBRL GROUP INC COMMON 12489V106 111. 3612. SH SOLE 3612. 0. 0. CCC INFO SVCS GROUP COMMON 12487Q109 54. 3215. SH SOLE 3215. 0. 0. CDN IMP BANK COMMERC COMMON 136069101 144345. 2967493. SH SOLE 2940043. 0. 27450. CDN NATL RAILWAY COMMON 136375102 179969. 4176421. SH SOLE 4109673. 0. 66748. --------- PAGE TOTAL 329374.
FORM 13F DATE: 040630 PAGE: 29
ITEM 4 FAIR ITEM 6 ITEM 8 MARKET ITEM 5 INVESTMENT VOTING AUTHORITY ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 (SHARES) ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - --------------------- ------- --------- --------- ---------- --------- --------- ---------- -------- -------- --------- ------- CDN NATURAL RES COMMON 136385101 88507. 2962170. SH SOLE 2930390. 0. 31780. CDN PACIFIC RAILWAY COMMON 13645T100 41073. 1681053. SH SOLE 1661905. 0. 19148. CDW CORPORATION COMMON 12512N105 504. 7897. SH SOLE 7897. 0. 0. CEC ENTMT INC COMMON 125137109 85. 2864. SH SOLE 2864. 0. 0. CEDAR FAIR L P DEPOSIT 150185106 119. 3756. SH SOLE 3756. 0. 0. CELESTICA INC SUBORDI 15101Q108 75015. 3766975. SH SOLE 3734825. 0. 32150. CELGENE CORP COMMON 151020104 354. 6182. SH SOLE 6182. 0. 0. CELL GENESYS INC COMMON 150921104 42. 4001. SH SOLE 4001. 0. 0. CELL THERAPEUTICS COMMON 150934107 39. 5231. SH SOLE 5231. 0. 0. CENDANT CORP COMMON 151313103 4284. 174982. SH SOLE 160882. 0. 14100. CENTENE CORP DEL COMMON 15135B101 68. 1753. SH SOLE 1753. 0. 0. CENTENNIAL CELL CORP CLASS A 15133V208 76. 10611. SH SOLE 10611. 0. 0. CENTERPOINT ENERGY COMMON 15189T107 284. 24676. SH SOLE 24676. 0. 0. CENTERPOINT PPTYS TR COMMON 151895109 131. 1703. SH SOLE 1703. 0. 0. CENTEX CORP COMMON 152312104 464. 10139. SH SOLE 10139. 0. 0. CENTRAL EUROP DIST COMMON 153435102 58. 2238. SH SOLE 2238. 0. 0. CENTRAL GARDEN&PET COMMON 153527106 72. 2023. SH SOLE 2023. 0. 0. --------- PAGE TOTAL 211175.
FORM 13F DATE: 040630 PAGE: 30
ITEM 4 FAIR ITEM 6 ITEM 8 MARKET ITEM 5 INVESTMENT VOTING AUTHORITY ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 (SHARES) ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - --------------------- ------- --------- --------- ---------- --------- --------- ---------- -------- -------- --------- ------- CENTRAL PACIFIC FINL COMMON 154760102 55. 2001. SH SOLE 2001. 0. 0. CENTRAL PKG CORP COMMON 154785109 76. 4067. SH SOLE 4067. 0. 0. CENTURY ALUM CO COMMON 156431108 85. 3431. SH SOLE 3431. 0. 0. CENTURY BUSINESS SVC COMMON 156490104 51. 11627. SH SOLE 11627. 0. 0. CENTURYTEL INC COMMON 156700106 349. 11612. SH SOLE 11612. 0. 0. CEPHALON INC COMMON 156708109 280. 5190. SH SOLE 5190. 0. 0. CERADYNE INC COMMON 156710105 66. 1843. SH SOLE 1843. 0. 0. CERIDIAN CORP COMMON 156779100 254. 11306. SH SOLE 11306. 0. 0. CERNER CORP COMMON 156782104 2546. 57120. SH SOLE 57120. 0. 0. CERTEGY INC COMMON 156880106 196. 5052. SH SOLE 5052. 0. 0. CERUS CORP COMMON 157085101 1. 400. SH SOLE 400. 0. 0. CET SERVICES INC COMMON 125180109 3. 4100. SH SOLE 4100. 0. 0. CGI GROUP INC CLASS A 39945C109 4839. 716695. SH SOLE 716695. 0. 0. CGI GROUP INC. SUBSCRI ECCGI 1013. 150000. SH SOLE 150000. 0. 0. CH ENERGY GRP INC COMMON 12541M102 58. 1246. SH SOLE 1246. 0. 0. CHAMPION ENTERPRISES COMMON 158496109 69. 7560. SH SOLE 7560. 0. 0. CHARLES RIV LABS INT COMMON 159864107 170. 3480. SH SOLE 3480. 0. 0. --------- PAGE TOTAL 10111.
FORM 13F DATE: 040630 PAGE: 31
ITEM 4 FAIR ITEM 6 ITEM 8 MARKET ITEM 5 INVESTMENT VOTING AUTHORITY ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 (SHARES) ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - --------------------- ------- --------- --------- ---------- --------- --------- ---------- -------- -------- --------- ------- CHARLES RIVER ASSOC COMMON 159852102 52. 1684. SH SOLE 1684. 0. 0. CHARMING SHOPPES INC COMMON 161133103 73. 8230. SH SOLE 8230. 0. 0. CHARTER COMMUN INC CLASS A 16117M107 85. 21858. SH SOLE 21858. 0. 0. CHARTER FINL CORP WE COMMON 16122M100 55. 1607. SH SOLE 1607. 0. 0. CHARTER ONE FINL COMMON 160903100 1211. 27401. SH SOLE 27401. 0. 0. CHARTERMAC COMMON 160908109 59. 3004. SH SOLE 3004. 0. 0. CHATTEM INC COMMON 162456107 104. 3593. SH SOLE 3593. 0. 0. CHC HELICOPTER CORP CLASS A 12541C203 3277. 112350. SH SOLE 112350. 0. 0. CHECK POINT SOFTWARE ORDINAR M22465104 244. 9024. SH SOLE 9024. 0. 0. CHECKFREE CORP COMMON 162813109 181. 6046. SH SOLE 6046. 0. 0. CHECKPOINT SYSTEM COMMON 162825103 51. 2853. SH SOLE 2853. 0. 0. CHEESECAKE FACTORY COMMON 163072101 156. 3927. SH SOLE 3927. 0. 0. CHELSEA PPTY GRP INC COMMON 163421100 215. 3296. SH SOLE 3296. 0. 0. CHEMED CORP COMMON 16359R103 72. 1482. SH SOLE 1482. 0. 0. CHEMICAL FINL CORP COMMON 163731102 64. 1722. SH SOLE 1722. 0. 0. CHESAPEAKE CORP COMMON 165159104 60. 2263. SH SOLE 2263. 0. 0. CHESAPEAKE ENERGY COMMON 165167107 243. 16489. SH SOLE 16489. 0. 0. --------- PAGE TOTAL 6202.
FORM 13F DATE: 040630 PAGE: 32
ITEM 4 FAIR ITEM 6 ITEM 8 MARKET ITEM 5 INVESTMENT VOTING AUTHORITY ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 (SHARES) ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - --------------------- ------- --------- --------- ---------- --------- --------- ---------- -------- -------- --------- ------- CHEVRONTEXACO CORP COMMON 166764100 12211. 129954. SH SOLE 128904. 0. 1050. CHICAGO MERCANTILE CLASS A 167760107 360. 2497. SH SOLE 2497. 0. 0. CHICOS FAS INC COMMON 168615102 298. 6593. SH SOLE 6593. 0. 0. CHILDRENS PL RETL ST COMMON 168905107 46. 1935. SH SOLE 1935. 0. 0. CHINA MOBILE HK LTD ADR(5 O 16941M109 82. 5400. SH SOLE 5400. 0. 0. CHIPPAC INC CLASS A 169657103 43. 6931. SH SOLE 6931. 0. 0. CHIQUITA BRANDS INTL COMMON 170032809 61. 2903. SH SOLE 2903. 0. 0. CHIRON CORP COMMON 170040109 1162. 26041. SH SOLE 26041. 0. 0. CHITTENDEN CORP COMMON 170228100 95. 2709. SH SOLE 2709. 0. 0. CHOICE HOTELS INTL COMMON 169905106 133. 2650. SH SOLE 2650. 0. 0. CHOICEPOINT INC COMMON 170388102 300. 6562. SH SOLE 6562. 0. 0. CHRISTOPHER & BKS CO COMMON 171046105 48. 2718. SH SOLE 2718. 0. 0. CHUBB CORP COMMON 171232101 1319. 19353. SH SOLE 19353. 0. 0. CHURCH & DWIGHT INC COMMON 171340102 141. 3074. SH SOLE 3074. 0. 0. CHURCHILL DOWNS INC COMMON 171484108 59. 1453. SH SOLE 1453. 0. 0. CIBER INC COMMON 17163B102 48. 5814. SH SOLE 5814. 0. 0. CIENA CORP COMMON 171779101 137. 37008. SH SOLE 37008. 0. 0. --------- PAGE TOTAL 16543.
FORM 13F DATE: 040630 PAGE: 33
ITEM 4 FAIR ITEM 6 ITEM 8 MARKET ITEM 5 INVESTMENT VOTING AUTHORITY ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 (SHARES) ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - --------------------- ------- --------- --------- ---------- --------- --------- ---------- -------- -------- --------- ------- CIGNA CORP COMMON 125509109 803. 11668. SH SOLE 11668. 0. 0. CIMA LABS INC COMMON 171796105 56. 1658. SH SOLE 1658. 0. 0. CIMAREX ENERGY CO COMMON 171798101 93. 3087. SH SOLE 3087. 0. 0. CINCINNATI BELL COMMON 171871106 80. 18120. SH SOLE 18120. 0. 0. CINCINNATI FINL CORP COMMON 172062101 576. 13239. SH SOLE 13239. 0. 0. CINERGY CORP COMMON 172474108 544. 14310. SH SOLE 14310. 0. 0. CINTAS CORP COMMON 172908105 914. 19163. SH SOLE 18983. 0. 180. CIPHERGEN BIOSYSTEMS COMMON 17252Y104 38. 5162. SH SOLE 5162. 0. 0. CIRCOR INTL INC COMMON 17273K109 51. 2500. SH SOLE 2500. 0. 0. CIRCUIT CITY STORE COMMON 172737108 216. 16715. SH SOLE 16715. 0. 0. CIRRUS LOGIC INC COMMON 172755100 39. 6409. SH SOLE 6409. 0. 0. CISCO SYSTEMS INC COMMON 17275R102 33227. 1404888. SH SOLE 1364913. 0. 39975. CIT GROUP INC COMMON 125581108 618. 16150. SH SOLE 16150. 0. 0. CITADEL BROADCASTING COMMON 17285T106 41. 2788. SH SOLE 2788. 0. 0. CITIGROUP INC COMMON 172967101 43135. 990201. SH SOLE 964852. 0. 25349. CITIZENS BKG CORP COMMON 174420109 100. 3210. SH SOLE 3210. 0. 0. CITIZENS COMMUN CO COMMON 17453B101 277. 22911. SH SOLE 22911. 0. 0. --------- PAGE TOTAL 80808.
FORM 13F DATE: 040630 PAGE: 34
ITEM 4 FAIR ITEM 6 ITEM 8 MARKET ITEM 5 INVESTMENT VOTING AUTHORITY ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 (SHARES) ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - --------------------- ------- --------- --------- ---------- --------- --------- ---------- -------- -------- --------- ------- CITIZENS INC CLASS A 174740100 47. 5739. SH SOLE 5739. 0. 0. CITRIX SYS INC COMMON 177376100 344. 16897. SH SOLE 16897. 0. 0. CITY BK LYNNWD WASH CAP STK 17770A109 52. 1619. SH SOLE 1619. 0. 0. CITY HLDG CO COMMON 177835105 50. 1569. SH SOLE 1569. 0. 0. CITY NATL CORP COMMON 178566105 243. 3700. SH SOLE 3700. 0. 0. CKE RESTAURANTS INC COMMON 12561E105 101. 7612. SH SOLE 7612. 0. 0. CLAIRES STORES INC COMMON 179584107 162. 7462. SH SOLE 7462. 0. 0. CLARCOR INC COMMON 179895107 83. 1822. SH SOLE 1822. 0. 0. CLEAR CHANNEL COMMUN COMMON 184502102 2312. 62561. SH SOLE 62561. 0. 0. CLECO CORP COMMON 12561W105 56. 3095. SH SOLE 3095. 0. 0. CLEVELAND CLIFFS INC COMMON 185896107 89. 1577. SH SOLE 1577. 0. 0. CLICK COMMERCE INC COMMON 18681D208 1. 180. SH SOLE 180. 0. 0. CLOROX CO COMMON 189054109 962. 17884. SH SOLE 17884. 0. 0. CLOSURE MED CORP COMMON 189093107 44. 1751. SH SOLE 1751. 0. 0. CMGI INC COMMON 125750109 56. 28832. SH SOLE 28832. 0. 0. CMS ENERGY CORP COMMON 125896100 104. 11383. SH SOLE 11383. 0. 0. CNA FINL CORP COMMON 126117100 505. 17064. SH SOLE 17064. 0. 0. --------- PAGE TOTAL 5211.
FORM 13F DATE: 040630 PAGE: 35
ITEM 4 FAIR ITEM 6 ITEM 8 MARKET ITEM 5 INVESTMENT VOTING AUTHORITY ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 (SHARES) ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - --------------------- ------- --------- --------- ---------- --------- --------- ---------- -------- -------- --------- ------- CNA SURETY CORP COMMON 12612L108 64. 5881. SH SOLE 5881. 0. 0. CNET NETWORKS COMMON 12613R104 116. 10516. SH SOLE 10516. 0. 0. CNF INC COMMON 12612W104 158. 3803. SH SOLE 3803. 0. 0. COACH INC COMMON 189754104 493. 10916. SH SOLE 10916. 0. 0. COCA COLA AMATIL LTD SP ADR 191085208 669. 68970. SH SOLE 68970. 0. 0. COCA COLA BTLNG CONS COMMON 191098102 62. 1077. SH SOLE 1077. 0. 0. COCA COLA CO COMMON 191216100 14845. 294114. SH SOLE 291299. 0. 2815. COCA COLA ENTERPRISE COMMON 191219104 1560. 53824. SH SOLE 53824. 0. 0. COEUR D'ALENE MINES COMMON 192108108 68. 16641. SH SOLE 16641. 0. 0. COGENT COMM GROUP IN COMMON 19239V104 0. 33. SH SOLE 33. 0. 0. COGNEX CORP COMMON 192422103 123. 3208. SH SOLE 3208. 0. 0. COGNIZANT TECH SLNS CLASS A 192446102 239. 9392. SH SOLE 9392. 0. 0. COGNOS INCORPORATED COMMON 19244C109 44935. 1249870. SH SOLE 1231345. 0. 18525. COHERENT INC COMMON 192479103 68. 2268. SH SOLE 2268. 0. 0. COHU INC COMMON 192576106 50. 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 58. 2500. SH SOLE 2500. 0. 0. --------- PAGE TOTAL 63573.
FORM 13F DATE: 040630 PAGE: 36
ITEM 4 FAIR ITEM 6 ITEM 8 MARKET ITEM 5 INVESTMENT VOTING AUTHORITY ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 (SHARES) ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - --------------------- ------- --------- --------- ---------- --------- --------- ---------- -------- -------- --------- ------- COLGATE PALMOLIVE CO COMMON 194162103 3426. 58622. SH SOLE 56622. 0. 2000. COLONIAL BANCGROUP COMMON 195493309 172. 9486. SH SOLE 9486. 0. 0. COLONIAL PPTYS TR COMMON 195872106 73. 1888. SH SOLE 1888. 0. 0. COLUMBIA LABS INC COMMON 197779101 19. 5461. SH SOLE 5461. 0. 0. COLUMBIA SPORTSWEAR COMMON 198516106 167. 3054. SH SOLE 3054. 0. 0. COM21 INC COMMON 205937105 0. 800. SH SOLE 800. 0. 0. COMCAST CORP CLASS A 20030N200 892. 32300. SH SOLE 32300. 0. 0. COMCAST CORP CLASS A 20030N101 8642. 307902. SH SOLE 304368. 0. 3534. COMERICA INC COMMON 200340107 2034. 37067. SH SOLE 37067. 0. 0. COMMERCE BANC INC NJ COMMON 200519106 314. 5716. SH SOLE 5716. 0. 0. COMMERCE BANCSHARES COMMON 200525103 231. 5020. SH SOLE 5020. 0. 0. COMMERCE GROUP INC COMMON 200641108 117. 2371. SH SOLE 2371. 0. 0. COMMERCE ONE INC DEL COMMON 200693208 1. 996. SH SOLE 996. 0. 0. COMMERCIAL CAP BANCO COMMON 20162L105 130. 7494. SH SOLE 7494. 0. 0. COMMERCIAL FED CORP COMMON 201647104 89. 3266. SH SOLE 3266. 0. 0. COMMERCIAL METALS CO COMMON 201723103 69. 2122. SH SOLE 2122. 0. 0. COMMERCIAL NET LEASE COMMON 202218103 58. 3361. SH SOLE 3361. 0. 0. --------- PAGE TOTAL 16434.
FORM 13F DATE: 040630 PAGE: 37
ITEM 4 FAIR ITEM 6 ITEM 8 MARKET ITEM 5 INVESTMENT VOTING AUTHORITY ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 (SHARES) ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - --------------------- ------- --------- --------- ---------- --------- --------- ---------- -------- -------- --------- ------- COMMNTY BKS INC MRBG COMMON 203628102 48. 1644. SH SOLE 1644. 0. 0. COMMONWEALTH TEL ENT COMMON 203349105 77. 1728. SH SOLE 1728. 0. 0. COMMSCOPE INC COMMON 203372107 93. 4325. SH SOLE 4325. 0. 0. COMMUNIC INTELLIGEN COMMON 20338K106 1. 2500. SH SOLE 2500. 0. 0. COMMUNITY BK SYS INC COMMON 203607106 51. 2222. SH SOLE 2222. 0. 0. COMMUNITY FST BNCSHS COMMON 203902101 91. 2813. SH SOLE 2813. 0. 0. COMMUNITY HEALTH SY COMMON 203668108 201. 7517. SH SOLE 7517. 0. 0. COMMUNITY TR BANCORP COMMON 204149108 51. 1663. SH SOLE 1663. 0. 0. COMPANHIA VAL DO RIO SPONSOR 204412209 703. 14786. SH SOLE 14786. 0. 0. COMPANIA ANONIMA NAC SP ADR 204421101 41. 2046. SH SOLE 2046. 0. 0. COMPANIA CERVECERIAS SP ADR 204429104 62. 2888. SH SOLE 2888. 0. 0. COMPANIA DE MINAS BU SP ADR 204448104 106. 4800. SH SOLE 4800. 0. 0. COMPANIA DE TELEC CH SP ADR 204449300 67. 5513. SH SOLE 5513. 0. 0. COMPASS BANCSHARES COMMON 20449H109 412. 9590. SH SOLE 9590. 0. 0. COMPUCREDIT CORP COMMON 20478N100 59. 3404. SH SOLE 3404. 0. 0. COMPUTER ASSOC INTL COMMON 204912109 2252. 80270. SH SOLE 80270. 0. 0. COMPUTER SCIENCES COMMON 205363104 721. 15531. SH SOLE 15531. 0. 0. --------- PAGE TOTAL 5036.
FORM 13F DATE: 040630 PAGE: 38
ITEM 4 FAIR ITEM 6 ITEM 8 MARKET ITEM 5 INVESTMENT VOTING AUTHORITY ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 (SHARES) ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - --------------------- ------- --------- --------- ---------- --------- --------- ---------- -------- -------- --------- ------- COMPUTER TASK GROUP COMMON 205477102 2. 600. SH SOLE 600. 0. 0. COMPUWARE CORP COMMON 205638109 234. 35422. SH SOLE 35422. 0. 0. COMSTOCK RES INC COMMON 205768203 67. 3418. SH SOLE 3418. 0. 0. COMTECH TELECOMMUNTN COMMON 205826209 38. 1679. SH SOLE 1679. 0. 0. COMVERSE TECHNOLOGY COMMON 205862402 3412. 171105. SH SOLE 171105. 0. 0. CONAGRA FOODS INC COMMON 205887102 2031. 74998. SH SOLE 74998. 0. 0. CONCEPTUS INC COMMON 206016107 45. 3990. SH SOLE 3990. 0. 0. CONCORD CAMERA CORP COMMON 206156101 17. 5294. SH SOLE 5294. 0. 0. CONCORD COMMUNICATN COMMON 206186108 32. 2803. SH SOLE 2803. 0. 0. CONCUR TECHNO INC COMMON 206708109 52. 4839. SH SOLE 4839. 0. 0. CONCURRENT COMPUTER COMMON 206710204 22. 11062. SH SOLE 11062. 0. 0. CONEXANT SYST INC COMMON 207142100 87. 20182. SH SOLE 20182. 0. 0. CONMED CORP COMMON 207410101 74. 2692. SH SOLE 2692. 0. 0. CONNETICS CORP COMMON 208192104 64. 3151. SH SOLE 3151. 0. 0. CONOCOPHILLIPS COMMON 20825C104 5042. 66090. SH SOLE 66090. 0. 0. CONSECO INC COMMON 208464883 152. 7632. SH SOLE 7632. 0. 0. CONSOL ENERGY INC COMMON 20854P109 247. 6853. SH SOLE 6853. 0. 0. --------- PAGE TOTAL 11618.
FORM 13F DATE: 040630 PAGE: 39
ITEM 4 FAIR ITEM 6 ITEM 8 MARKET ITEM 5 INVESTMENT VOTING AUTHORITY ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 (SHARES) ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - --------------------- ------- --------- --------- ---------- --------- --------- ---------- -------- -------- --------- ------- CONSOLDTD EDISON INC COMMON 209115104 741. 18637. SH SOLE 18637. 0. 0. CONSOLIDATED GRAPHIC COMMON 209341106 83. 1874. SH SOLE 1874. 0. 0. CONSTELLATION BRANDS CLASS A 21036P108 296. 7971. SH SOLE 7971. 0. 0. CONSTELLATION ENRGY COMMON 210371100 802. 21157. SH SOLE 21157. 0. 0. CONTINENTAL AIR LINE CLASS B 210795308 54. 4782. SH SOLE 4782. 0. 0. CONVERGYS CORP COMMON 212485106 178. 11535. SH SOLE 11535. 0. 0. COOPER CAMERON CORP COMMON 216640102 204. 4180. SH SOLE 4180. 0. 0. COOPER COMP INC COMMON 216648402 147. 2334. SH SOLE 2334. 0. 0. COOPER INDS LTD CLASS A G24182100 441. 7430. SH SOLE 7430. 0. 0. COOPER TIRE & RUBBER COMMON 216831107 134. 5820. SH SOLE 5820. 0. 0. COORS ADOLPH CO CLASS B 217016104 212. 2934. SH SOLE 2934. 0. 0. COPART INC COMMON 217204106 178. 6662. SH SOLE 6662. 0. 0. COPPER MTN NETWORKS COMMON 217510205 2. 150. SH SOLE 150. 0. 0. CORINTHIAN COLLEGES COMMON 218868107 162. 6556. SH SOLE 6556. 0. 0. CORIXA CORP COMMON 21887F100 41. 8814. SH SOLE 8814. 0. 0. CORN PRODS INTL COMMON 219023108 125. 2676. SH SOLE 2676. 0. 0. CORNERSTNE RLTY INCM COMMON 21922V102 59. 6784. SH SOLE 6784. 0. 0. --------- PAGE TOTAL 3859.
FORM 13F DATE: 040630 PAGE: 40
ITEM 4 FAIR ITEM 6 ITEM 8 MARKET ITEM 5 INVESTMENT VOTING AUTHORITY ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 (SHARES) ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - --------------------- ------- --------- --------- ---------- --------- --------- ---------- -------- -------- --------- ------- CORNERSTONE PROPANE UNIT LT 218916104 0. 2200. SH SOLE 2200. 0. 0. CORNING INCORPORATED COMMON 219350105 1426. 109211. SH SOLE 109211. 0. 0. CORPORATE EXECUT BRD COMMON 21988R102 167. 2885. SH SOLE 2885. 0. 0. CORPORATE OFFICE PPT SH BEN 22002T108 66. 2675. SH SOLE 2675. 0. 0. CORRECTIONS COR AMER COMMON 22025Y407 70. 1768. SH SOLE 1768. 0. 0. CORUS BANKSHARES INC COMMON 220873103 86. 2086. SH SOLE 2086. 0. 0. CORUS ENTERTAINMT CLASS B 220874101 3613. 186601. SH SOLE 186601. 0. 0. CORVEL CORP COMMON 221006109 44. 1562. SH SOLE 1562. 0. 0. CORVIS CORP COMMON 221009103 52. 36677. SH SOLE 36677. 0. 0. COSINE COMMUNICATNS COMMON 221222607 1. 250. SH SOLE 250. 0. 0. COST PLUS INC CALIF COMMON 221485105 51. 1558. SH SOLE 1558. 0. 0. COSTAR GROUP INC COMMON 22160N109 61. 1333. SH SOLE 1333. 0. 0. COSTCO WHSL CORP COMMON 22160K105 2231. 54184. SH SOLE 53824. 0. 360. COTT CORP COMMON 22163N106 35216. 1090150. SH SOLE 1088725. 0. 1425. COUNTRYWIDE FINL COMMON 222372104 2010. 28615. SH SOLE 28615. 0. 0. COURIER CORP COMMON 222660102 58. 1414. SH SOLE 1414. 0. 0. COUSINS PPTYS INC COMMON 222795106 119. 3598. SH SOLE 3598. 0. 0. --------- PAGE TOTAL 45271.
FORM 13F DATE: 040630 PAGE: 41
ITEM 4 FAIR ITEM 6 ITEM 8 MARKET ITEM 5 INVESTMENT VOTING AUTHORITY ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 (SHARES) ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - --------------------- ------- --------- --------- ---------- --------- --------- ---------- -------- -------- --------- ------- COVAD COMMUN GRP COMMON 222814204 40. 16532. SH SOLE 16532. 0. 0. COVANCE INC COMMON 222816100 181. 4698. SH SOLE 4698. 0. 0. COVENANT TRANS INC CLASS A 22284P105 48. 2780. SH SOLE 2780. 0. 0. COVENTRY HEALTH CAR COMMON 222862104 335. 6854. SH SOLE 6854. 0. 0. COVISTA COMMUNICATNS COMMON 223574104 2. 800. SH SOLE 800. 0. 0. COX COMMUNICATIONS CLASS A 224044107 1257. 45229. SH SOLE 45229. 0. 0. COX RADIO INC CLASS A 224051102 53. 3028. SH SOLE 3028. 0. 0. CP SHIPS LTD COMMON 22409V102 34766. 1970420. SH SOLE 1964184. 0. 6236. CRANE CO COMMON 224399105 150. 4787. SH SOLE 4787. 0. 0. CRAWFORD & CO CLASS B 224633107 38. 7740. SH SOLE 7740. 0. 0. CRAY INC COMMON 225223106 33. 5042. SH SOLE 5042. 0. 0. CREDENCE SYS CORP COMMON 225302108 63. 4591. SH SOLE 4591. 0. 0. CREDICORP LTD COMMON G2519Y108 13. 1000. SH SOLE 1000. 0. 0. CREDIT ACCEP CORP COMMON 225310101 71. 4680. SH SOLE 4680. 0. 0. CREE INC COMMON 225447101 126. 5440. SH SOLE 5440. 0. 0. CREO INC COMMON 225606102 479. 54850. SH SOLE 54850. 0. 0. CRESCENT REAL ESTATE COMMON 225756105 119. 7399. SH SOLE 7399. 0. 0. --------- PAGE TOTAL 37774.
FORM 13F DATE: 040630 PAGE: 42
ITEM 4 FAIR ITEM 6 ITEM 8 MARKET ITEM 5 INVESTMENT VOTING AUTHORITY ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 (SHARES) ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - --------------------- ------- --------- --------- ---------- --------- --------- ---------- -------- -------- --------- ------- CRITICAL PATH INC COMMON 22674V506 1. 400. SH SOLE 400. 0. 0. CROMPTON CORPORATION COMMON 227116100 59. 9350. SH SOLE 9350. 0. 0. CROSS CNTRY HLTHCARE COMMON 227483104 76. 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 246. 16678. SH SOLE 16678. 0. 0. CROWN HOLDINGS INC COMMON 228368106 122. 12241. SH SOLE 12241. 0. 0. CROWN MEDIA HLD INC CLASS A 228411104 51. 6028. SH SOLE 6028. 0. 0. CROWN PAC PARTNERS UNIT LT 228439105 0. 1700. SH SOLE 1700. 0. 0. CRYOLIFE INC COMMON 228903100 3. 600. SH SOLE 600. 0. 0. CRYSTALLEX INTL CORP COMMON 22942F101 464. 180800. SH SOLE 180800. 0. 0. CSG SYS INTL INC COMMON 126349109 95. 4575. SH SOLE 4575. 0. 0. CSK AUTO CORP COMMON 125965103 57. 3311. SH SOLE 3311. 0. 0. CSX CORP COMMON 126408103 566. 17277. SH SOLE 17277. 0. 0. CT COMMUNICATIONS COMMON 126426402 55. 3680. SH SOLE 3680. 0. 0. CTI MOLECULAR IMAGIN COMMON 22943D105 48. 3393. SH SOLE 3393. 0. 0. CTS CORP COMMON 126501105 54. 4495. SH SOLE 4495. 0. 0. --------- PAGE TOTAL 1899.
FORM 13F DATE: 040630 PAGE: 43
ITEM 4 FAIR ITEM 6 ITEM 8 MARKET ITEM 5 INVESTMENT VOTING AUTHORITY ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 (SHARES) ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - --------------------- ------- --------- --------- ---------- --------- --------- ---------- -------- -------- --------- ------- CUBIC CORP COMMON 229669106 41. 1945. SH SOLE 1945. 0. 0. CUBIST PHARMACEUT COMMON 229678107 50. 4543. SH SOLE 4543. 0. 0. CULLEN FROST BANKERS COMMON 229899109 176. 3927. SH SOLE 3927. 0. 0. CUMMINS INC COMMON 231021106 210. 3358. SH SOLE 3358. 0. 0. CUMULUS MEDIA INC CLASS A 231082108 62. 3678. SH SOLE 3678. 0. 0. CUNO INC COMMON 126583103 73. 1362. SH SOLE 1362. 0. 0. CURAGEN CORP COMMON 23126R101 52. 8607. SH SOLE 8607. 0. 0. CURTISS WRIGHT CORP COMMON 231561101 85. 1504. SH SOLE 1504. 0. 0. CV THERAPEUTICS INC COMMON 126667104 51. 3033. SH SOLE 3033. 0. 0. CVB FINANCIAL CORP COMMON 126600105 72. 3307. SH SOLE 3307. 0. 0. CVS CORP COMMON 126650100 1855. 44156. SH SOLE 43876. 0. 280. CYBERCARE INC COMMON 23243T105 0. 1500. SH SOLE 1500. 0. 0. CYBERONICS INC COMMON 23251P102 62. 1847. SH SOLE 1847. 0. 0. CYMER INC COMMON 232572107 98. 2610. SH SOLE 2610. 0. 0. CYPRESS SEMICONDUCTR COMMON 232806109 125. 8780. SH SOLE 8780. 0. 0. CYTEC INDS INC COMMON 232820100 133. 2930. SH SOLE 2930. 0. 0. CYTYC CORP COMMON 232946103 212. 8370. SH SOLE 8370. 0. 0. --------- PAGE TOTAL 3357.
FORM 13F DATE: 040630 PAGE: 44
ITEM 4 FAIR ITEM 6 ITEM 8 MARKET ITEM 5 INVESTMENT VOTING AUTHORITY ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 (SHARES) ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - --------------------- ------- --------- --------- ---------- --------- --------- ---------- -------- -------- --------- ------- D R HORTON INC COMMON 23331A109 505. 17797. SH SOLE 17797. 0. 0. D R S TECHNOLOGIES COMMON 23330X100 65. 2035. SH SOLE 2035. 0. 0. DADE BEHRING HLDGS COMMON 23342J206 145. 3057. SH SOLE 3057. 0. 0. DAIMLERCHRYSLER AG ORDINAR D1668R123 33. 700. SH SOLE 700. 0. 0. DAISYTEK INTL CORP COMMON 234053106 0. 1080. SH SOLE 1080. 0. 0. DANA CORP COMMON 235811106 235. 12000. SH SOLE 12000. 0. 0. DANAHER CORP COMMON 235851102 5351. 103203. SH SOLE 83753. 0. 19450. DARDEN RESTAURANT COMMON 237194105 272. 13259. SH SOLE 13259. 0. 0. DASSAULT SYS S A SP ADR 237545108 565. 12050. SH SOLE 12050. 0. 0. DATAMIRROR CORP COMMON 237926100 9484. 1090250. SH SOLE 1090250. 0. 0. DATASCOPE CORP COMMON 238113104 61. 1546. SH SOLE 1546. 0. 0. DAVITA INC COMMON 23918K108 235. 7614. SH SOLE 7614. 0. 0. DDI CORP COMMON 233162304 0. 7. SH SOLE 7. 0. 0. DEAN FOODS CO NEW COMMON 242370104 441. 11814. SH SOLE 11814. 0. 0. DECOMA INTL CLASS A 24359C100 2020. 213000. SH SOLE 213000. 0. 0. DEERE & CO COMMON 244199105 2885. 41134. SH SOLE 41134. 0. 0. DEL MONTE FOODS CO COMMON 24522P103 161. 15885. SH SOLE 15885. 0. 0. --------- PAGE TOTAL 22458.
FORM 13F DATE: 040630 PAGE: 45
ITEM 4 FAIR ITEM 6 ITEM 8 MARKET ITEM 5 INVESTMENT VOTING AUTHORITY ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 (SHARES) ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - --------------------- ------- --------- --------- ---------- --------- --------- ---------- -------- -------- --------- ------- DELL INC COMMON 24702R101 31186. 870633. SH SOLE 848043. 0. 22590. DELPHI CORPORATION COMMON 247126105 483. 45216. SH SOLE 45216. 0. 0. DELPHI FINL GRP CLASS A 247131105 104. 2337. SH SOLE 2337. 0. 0. DELTA AIR LINES INC COMMON 247361108 69. 9675. SH SOLE 9675. 0. 0. DELTA&PINE LD CO COMMON 247357106 61. 2771. SH SOLE 2771. 0. 0. DELUXE CORPORATION COMMON 248019101 187. 4292. SH SOLE 4292. 0. 0. DENBURY RES INC COMMON 247916208 97. 4609. SH SOLE 4609. 0. 0. DENDREON CORP COMMON 24823Q107 84. 6841. SH SOLE 6841. 0. 0. DENDRITE INTL INC COMMON 248239105 60. 3220. SH SOLE 3220. 0. 0. DENTSPLY INTL INC COMMON 249030107 4919. 94416. SH SOLE 90016. 0. 4400. DEVELOPERS DIVER RTY COMMON 251591103 233. 6590. SH SOLE 6590. 0. 0. DEVON ENERGY CORP COMMON 25179M103 1672. 25331. SH SOLE 25331. 0. 0. DEVRY INC DEL COMMON 251893103 147. 5348. SH SOLE 5348. 0. 0. DHB INDUSTRIES COMMON 23321E103 128. 8445. SH SOLE 8445. 0. 0. DIAGEO P L C SP ADR 25243Q205 820. 14977. SH SOLE 14977. 0. 0. DIAGNOSTIC PRODUCTS COMMON 252450101 94. 2133. SH SOLE 2133. 0. 0. DIAMOND OFFSHORE DRL COMMON 25271C102 582. 24411. SH SOLE 24411. 0. 0. --------- PAGE TOTAL 40926.
FORM 13F DATE: 040630 PAGE: 46
ITEM 4 FAIR ITEM 6 ITEM 8 MARKET ITEM 5 INVESTMENT VOTING AUTHORITY ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 (SHARES) ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - --------------------- ------- --------- --------- ---------- --------- --------- ---------- -------- -------- --------- ------- DICKS SPORTING GOODS COMMON 253393102 79. 2364. SH SOLE 2364. 0. 0. DIEBOLD INC COMMON 253651103 293. 5535. SH SOLE 5535. 0. 0. DIGENE CORP COMMON 253752109 54. 1476. SH SOLE 1476. 0. 0. DIGIMARC CORP COMMON 253807101 43. 3229. SH SOLE 3229. 0. 0. DIGITAL INSIGHT COR COMMON 25385P106 55. 2677. SH SOLE 2677. 0. 0. DIGITAL LIGHTWAVE COMMON 253855100 1. 800. SH SOLE 800. 0. 0. DIGITAL RIVER INC COMMON 25388B104 74. 2261. SH SOLE 2261. 0. 0. DIGITAL THEATRE SYS COMMON 25389G102 50. 1924. SH SOLE 1924. 0. 0. DIGITAS INC COMMON 25388K104 71. 6414. SH SOLE 6414. 0. 0. DILLARDS INC CLASS A 254067101 148. 6626. SH SOLE 6626. 0. 0. DIME CMNTY BANCSHRS COMMON 253922108 49. 2780. SH SOLE 2780. 0. 0. DIONEX CORP COMMON 254546104 84. 1527. SH SOLE 1527. 0. 0. DIRECTV GROUP INC COMMON 25459L106 1191. 69649. SH SOLE 69649. 0. 0. DISCOVERY LABRTRS COMMON 254668106 75. 7774. SH SOLE 7774. 0. 0. DITECH COMMUN CORP COMMON 25500M103 102. 4365. SH SOLE 4365. 0. 0. DIVERSA CORP COMMON 255064107 63. 6216. SH SOLE 6216. 0. 0. DIVINE INC CLASS A 255402406 0. 338. SH SOLE 338. 0. 0. --------- PAGE TOTAL 2432.
FORM 13F DATE: 040630 PAGE: 47
ITEM 4 FAIR ITEM 6 ITEM 8 MARKET ITEM 5 INVESTMENT VOTING AUTHORITY ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 (SHARES) ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - --------------------- ------- --------- --------- ---------- --------- --------- ---------- -------- -------- --------- ------- DJ ORTHOPEDICS INC COMMON 23325G104 61. 2655. SH SOLE 2655. 0. 0. DOBSON COMMUN CORP CLASS A 256069105 27. 8248. SH SOLE 8248. 0. 0. DOLLAR GEN CORP COMMON 256669102 544. 27797. SH SOLE 27797. 0. 0. DOLLAR THRIFTY AUTO COMMON 256743105 57. 2065. SH SOLE 2065. 0. 0. DOLLAR TREE STORES COMMON 256747106 296. 10798. SH SOLE 10798. 0. 0. DOMINION RES INC VA COMMON 25746U109 1973. 31280. SH SOLE 31280. 0. 0. DOMTAR INC COMMON 257561100 40671. 3167663. SH SOLE 3100726. 0. 66937. DONALDSON INC COMMON 257651109 190. 6494. SH SOLE 6494. 0. 0. DONNELLEY R R & SONS COMMON 257867101 314. 9510. SH SOLE 9510. 0. 0. DORAL FINL CRP COMMON 25811P100 284. 8234. SH SOLE 8234. 0. 0. DORCHESTER MINERALS COM UNI 25820R105 59. 3124. SH SOLE 3124. 0. 0. DOREL INDUSTRIES INC CLASS B 25822C205 27612. 846925. SH SOLE 846925. 0. 0. DOT HILL SYS CORP COMMON 25848T109 39. 3519. SH SOLE 3519. 0. 0. DOUBLECLICK INC COMMON 258609304 79. 10193. SH SOLE 10193. 0. 0. DOVER CORP COMMON 260003108 1056. 25085. SH SOLE 25085. 0. 0. DOW CHEMICAL COMPANY COMMON 260543103 4055. 99626. SH SOLE 99626. 0. 0. --------- PAGE TOTAL 77317.
FORM 13F DATE: 040630 PAGE: 48
ITEM 4 FAIR ITEM 6 ITEM 8 MARKET ITEM 5 INVESTMENT VOTING AUTHORITY ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 (SHARES) ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - --------------------- ------- --------- --------- ---------- --------- --------- ---------- -------- -------- --------- ------- DOW JONES & CO INC COMMON 260561105 586. 13001. SH SOLE 13001. 0. 0. DOWNEY FINANCIAL COMMON 261018105 110. 2071. SH SOLE 2071. 0. 0. DPL INC COMMON 233293109 187. 9652. SH SOLE 9652. 0. 0. DR REDDYS LABS LTD ADR(0.5 256135203 57. 3287. SH SOLE 3287. 0. 0. DRAXIS HEALTH INC COMMON 26150J101 45. 9800. SH SOLE 9800. 0. 0. DRESS BARN INC COMMON 261570105 64. 3739. SH SOLE 3739. 0. 0. DRUGSTORE COM INC COMMON 262241102 29. 8383. SH SOLE 8383. 0. 0. DSL NET INC COMMON 262506108 0. 1400. SH SOLE 1400. 0. 0. DSP GROUP INC COMMON 23332B106 65. 2395. SH SOLE 2395. 0. 0. DST SYS INC DEL COMMON 233326107 424. 8826. SH SOLE 8826. 0. 0. DTE ENERGY CO COMMON 233331107 550. 13578. SH SOLE 13578. 0. 0. DTVN HLDGS INC COMMON 233337104 0. 3800. SH SOLE 3800. 0. 0. DU PONT E I DE NEMOU COMMON 263534109 5927. 133441. SH SOLE 132441. 0. 1000. DUKE ENERGY CORP COMMON 264399106 1931. 95184. SH SOLE 95184. 0. 0. DUKE REALTY CORP COMMON 264411505 329. 10354. SH SOLE 10354. 0. 0. DUN & BRADSTREET COR COMMON 26483E100 304. 5633. SH SOLE 5633. 0. 0. DUPONT PHOTOMASKS COMMON 26613X101 45. 2206. SH SOLE 2206. 0. 0. --------- PAGE TOTAL 10653.
FORM 13F DATE: 040630 PAGE: 49
ITEM 4 FAIR ITEM 6 ITEM 8 MARKET ITEM 5 INVESTMENT VOTING AUTHORITY ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 (SHARES) ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - --------------------- ------- --------- --------- ---------- --------- --------- ---------- -------- -------- --------- ------- DUQUESNE LIGHT HLDGS COMMON 266233105 108. 5570. SH SOLE 5570. 0. 0. DURECT CORP COMMON 266605104 4. 1200. SH SOLE 1200. 0. 0. DYCOM INDUSTRIES INC COMMON 267475101 99. 3551. SH SOLE 3551. 0. 0. DYNEGY INC CLASS A 26816Q101 125. 29424. SH SOLE 29424. 0. 0. E PIPHANY INC COMMON 26881V100 36. 7406. SH SOLE 7406. 0. 0. E TRADE FINL CORP COMMON 269246104 308. 27648. SH SOLE 27648. 0. 0. EAGLE MATERIALS CLASS B 26969P207 2. 36. SH SOLE 36. 0. 0. EAGLE MATERIALS COMMON 26969P108 101. 1428. SH SOLE 1428. 0. 0. EARTHLINK INC COMMON 270321102 123. 11904. SH SOLE 11904. 0. 0. EARTHSHELL CORP COMMON 27032B209 1. 733. SH SOLE 733. 0. 0. EAST WEST BANCORP COMMON 27579R104 110. 3572. SH SOLE 3572. 0. 0. EASTGROUP PROPERTIES COMMON 277276101 61. 1822. SH SOLE 1822. 0. 0. EASTMAN CHEM CO COMMON 277432100 288. 6238. SH SOLE 6238. 0. 0. EASTMAN KODAK CO COMMON 277461109 875. 32414. SH SOLE 32414. 0. 0. EATON CORP COMMON 278058102 801. 12369. SH SOLE 12369. 0. 0. EATON VANCE CORP COMMON 278265103 202. 5276. SH SOLE 5276. 0. 0. EBAY INC COMMON 278642103 9880. 107453. SH SOLE 107453. 0. 0. --------- PAGE TOTAL 13124.
FORM 13F DATE: 040630 PAGE: 50
ITEM 4 FAIR ITEM 6 ITEM 8 MARKET ITEM 5 INVESTMENT VOTING AUTHORITY ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 (SHARES) ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - --------------------- ------- --------- --------- ---------- --------- --------- ---------- -------- -------- --------- ------- ECHELON CORP COMMON 27874N105 47. 4240. SH SOLE 4240. 0. 0. ECHOSTAR COMMNCTNS CLASS A 278762109 719. 23379. SH SOLE 23379. 0. 0. ECLIPSYS CORP COMMON 278856109 77. 5045. SH SOLE 5045. 0. 0. ECOLAB INC COMMON 278865100 664. 20961. SH SOLE 20961. 0. 0. ECOLLEGE COM COMMON 27887E100 35. 2207. SH SOLE 2207. 0. 0. EDGEWATER TECH INC COMMON 280358102 1. 167. SH SOLE 167. 0. 0. EDISON INTL COMMON 281020107 1096. 42871. SH SOLE 42871. 0. 0. EDO CORP COMMON 281347104 58. 2393. SH SOLE 2393. 0. 0. EDUCATION MGMT CORP COMMON 28139T101 179. 5446. SH SOLE 5446. 0. 0. EDWARDS AG INC COMMON 281760108 207. 6069. SH SOLE 6069. 0. 0. EDWARDS LIFESCIENCE COMMON 28176E108 165. 4724. SH SOLE 4724. 0. 0. EFUNDS CORP COMMON 28224R101 61. 3459. SH SOLE 3459. 0. 0. EGAIN COMMUNICATION COMMON 28225C806 0. 90. SH SOLE 90. 0. 0. EGL INC COMMON 268484102 94. 3542. SH SOLE 3542. 0. 0. EL PASO CORPORATION COMMON 28336L109 384. 48727. SH SOLE 48727. 0. 0. EL PASO ELEC CO COMMON 283677854 69. 4447. SH SOLE 4447. 0. 0. ELCOM INTL INC COMMON 284434107 0. 600. SH SOLE 600. 0. 0. --------- PAGE TOTAL 3856.
FORM 13F DATE: 040630 PAGE: 51
ITEM 4 FAIR ITEM 6 ITEM 8 MARKET ITEM 5 INVESTMENT VOTING AUTHORITY ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 (SHARES) ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - --------------------- ------- --------- --------- ---------- --------- --------- ---------- -------- -------- --------- ------- ELDORADO GOLD CORP COMMON 284902103 5643. 2179900. SH SOLE 2179900. 0. 0. ELECTRO RENT CORP COMMON 285218103 40. 3828. SH SOLE 3828. 0. 0. ELECTRO SCIENTIFIC COMMON 285229100 60. 2125. SH SOLE 2125. 0. 0. ELECTRONIC ARTS COMMON 285512109 2043. 37455. SH SOLE 37455. 0. 0. ELECTRONIC DATA SYS COMMON 285661104 1012. 52823. SH SOLE 52823. 0. 0. ELECTRONICS BOUTIQUE COMMON 286045109 58. 2193. SH SOLE 2193. 0. 0. ELECTRONICS FOR IMAG COMMON 286082102 109. 3874. SH SOLE 3874. 0. 0. ELI LILLY & CO COMMON 532457108 11082. 158516. SH SOLE 157016. 0. 1500. ELIZABETH ARDEN INC COMMON 28660G106 56. 2677. SH SOLE 2677. 0. 0. ELKCORP COMMON 287456107 50. 2097. SH SOLE 2097. 0. 0. ELOYALTY CORP COMMON 290151307 1. 90. SH SOLE 90. 0. 0. EMBARCADERO TECH INC COMMON 290787100 47. 3834. SH SOLE 3834. 0. 0. EMBOTELLADORA ANDINA SP ADR 29081P204 1. 55. SH SOLE 55. 0. 0. EMBRAER-EMPRESA BRAS PFD SP 29081M102 841. 29430. SH SOLE 29430. 0. 0. EMC CORP MASS COMMON 268648102 10191. 893991. SH SOLE 887541. 0. 6450. EMCOR GROUP INC COMMON 29084Q100 62. 1421. SH SOLE 1421. 0. 0. EMERGE INTERACT INC CLASS A 29088W103 2. 970. SH SOLE 970. 0. 0. --------- PAGE TOTAL 31298.
FORM 13F DATE: 040630 PAGE: 52
ITEM 4 FAIR ITEM 6 ITEM 8 MARKET ITEM 5 INVESTMENT VOTING AUTHORITY ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 (SHARES) ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - --------------------- ------- --------- --------- ---------- --------- --------- ---------- -------- -------- --------- ------- EMERSON ELEC CO COMMON 291011104 2772. 43627. SH SOLE 43627. 0. 0. EMMIS COMMUNICATIONS CLASS A 291525103 86. 4110. SH SOLE 4110. 0. 0. EMP NAC ELEC CHILE SP ADR 29244T101 87. 7041. SH SOLE 7041. 0. 0. EMPIRE DIST ELEC CO COMMON 291641108 49. 2457. SH SOLE 2457. 0. 0. EMULEX CORP COMMON 292475209 88. 6137. SH SOLE 6137. 0. 0. ENBRIDGE ENERGY MGMT SHS UNI 29250X103 52. 1212. SH SOLE 1212. 0. 0. ENBRIDGE INC COMMON 29250N105 113574. 3125313. SH SOLE 2783211. 0. 342102. ENCANA CORPORATION COMMON 292505104 142467. 3314167. SH SOLE 3266838. 0. 47329. ENCORE ACQUISITION COMMON 29255W100 67. 2391. SH SOLE 2391. 0. 0. ENCYSIVE PHARMA COMMON 29256X107 63. 7417. SH SOLE 7417. 0. 0. ENDO PHARM HLDGS INC COMMON 29264F205 235. 10016. SH SOLE 10016. 0. 0. ENER1 INC COMMON 29267A104 38. 59942. SH SOLE 59942. 0. 0. ENERGEN CORP COMMON 29265N108 128. 2674. SH SOLE 2674. 0. 0. ENERGIZER HLDGS INC COMMON 29266R108 290. 6452. SH SOLE 6452. 0. 0. ENERGY EAST CORP COMMON 29266M109 270. 11126. SH SOLE 11126. 0. 0. ENERGY PARTNERS LTD COMMON 29270U105 72. 4716. SH SOLE 4716. 0. 0. ENERPLUS RES FUND TRUST U 29274D604 66562. 2356554. SH SOLE 2245174. 0. 111380. --------- PAGE TOTAL 326900.
FORM 13F DATE: 040630 PAGE: 53
ITEM 4 FAIR ITEM 6 ITEM 8 MARKET ITEM 5 INVESTMENT VOTING AUTHORITY ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 (SHARES) ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - --------------------- ------- --------- --------- ---------- --------- --------- ---------- -------- -------- --------- ------- ENERSIS S A ADR(50 29274F104 29. 4801. SH SOLE 4801. 0. 0. ENGELHARD CORP COMMON 292845104 327. 10114. SH SOLE 10114. 0. 0. ENGINEERED SUPPORT COMMON 292866100 105. 1795. SH SOLE 1795. 0. 0. ENSCO INTL INC COMMON 26874Q100 333. 11434. SH SOLE 11434. 0. 0. ENTEGRIS INC COMMON 29362U104 61. 5239. SH SOLE 5239. 0. 0. ENTERASYS NETWKS INC COMMON 293637104 31. 14926. SH SOLE 14926. 0. 0. ENTERCOM COMMUN CORP CLASS A 293639100 146. 3917. SH SOLE 3917. 0. 0. ENTERGY CORP COMMON 29364G103 1311. 23409. SH SOLE 23409. 0. 0. ENTERPRISE PRODS COMMON 293792107 343. 16161. SH SOLE 16161. 0. 0. ENTERTAINMENT PPTYS COMMON 29380T105 60. 1687. SH SOLE 1687. 0. 0. ENTRAVISION COMMUNI CLASS A 29382R107 42. 5406. SH SOLE 5406. 0. 0. ENTREMED INC COMMON 29382F103 1. 400. SH SOLE 400. 0. 0. ENVIRONMENT ELEMENTS COMMON 293940102 0. 3000. SH SOLE 3000. 0. 0. ENZO BIOCHEM INC COMMON 294100102 45. 2989. SH SOLE 2989. 0. 0. ENZON PHARMACEUTICAL COMMON 293904108 59. 4648. SH SOLE 4648. 0. 0. EOG RESOURCES INC COMMON 26875P101 554. 9281. SH SOLE 9281. 0. 0. EON LABS INC COMMON 29412E100 277. 6766. SH SOLE 6766. 0. 0. --------- PAGE TOTAL 3724.
FORM 13F DATE: 040630 PAGE: 54
ITEM 4 FAIR ITEM 6 ITEM 8 MARKET ITEM 5 INVESTMENT VOTING AUTHORITY ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 (SHARES) ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - --------------------- ------- --------- --------- ---------- --------- --------- ---------- -------- -------- --------- ------- EPICOR SOFTWARE CORP COMMON 29426L108 73. 5187. SH SOLE 5187. 0. 0. EPIQ SYS INC COMMON 26882D109 44. 3024. SH SOLE 3024. 0. 0. EPIX MEDICAL INC COMMON 26881Q101 63. 2980. SH SOLE 2980. 0. 0. EQUIFAX INC COMMON 294429105 280. 11321. SH SOLE 11321. 0. 0. EQUINIX INC COMMON 29444U502 3. 81. SH SOLE 81. 0. 0. EQUITABLE RES INC COMMON 294549100 246. 4751. SH SOLE 4751. 0. 0. EQUITY OFFICE PPTYS COMMON 294741103 876. 32221. SH SOLE 32221. 0. 0. EQUITY ONE COMMON 294752100 90. 4978. SH SOLE 4978. 0. 0. EQUITY RESIDENTIAL SH BEN 29476L107 1014. 34103. SH SOLE 34103. 0. 0. ERESEARCHTECHNOLOGY COMMON 29481V108 111. 3949. SH SOLE 3949. 0. 0. ERICSSON(LM) TEL ADR(10 294821608 4460. 149179. SH SOLE 149116. 0. 63. ERIE INDEMNITY CO CLASS A 29530P102 229. 4892. SH SOLE 4892. 0. 0. ESCO TECHN INC COMMON 296315104 64. 1200. SH SOLE 1200. 0. 0. ESPEED INC CLASS A 296643109 38. 2175. SH SOLE 2175. 0. 0. ESS TECHNOLOGY INC COMMON 269151106 35. 3244. SH SOLE 3244. 0. 0. ESSEX PPTY TR INC COMMON 297178105 115. 1681. SH SOLE 1681. 0. 0. ESTEE LAUDER CO CLASS A 518439104 450. 9223. SH SOLE 9223. 0. 0. --------- PAGE TOTAL 8191.
FORM 13F DATE: 040630 PAGE: 55
ITEM 4 FAIR ITEM 6 ITEM 8 MARKET ITEM 5 INVESTMENT VOTING AUTHORITY ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 (SHARES) ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - --------------------- ------- --------- --------- ---------- --------- --------- ---------- -------- -------- --------- ------- ESTERLINE TECH CORP COMMON 297425100 68. 2316. SH SOLE 2316. 0. 0. ETHAN ALLEN INTERIOR COMMON 297602104 99. 2754. SH SOLE 2754. 0. 0. EURONET WORLDWIDE COMMON 298736109 90. 3874. SH SOLE 3874. 0. 0. EVERGREEN RES INC COMMON 299900308 127. 3154. SH SOLE 3154. 0. 0. EVOLVE SOFTWARE INC COMMON 30049P708 0. 23. SH SOLE 23. 0. 0. EXAR CORP COMMON 300645108 45. 3089. SH SOLE 3089. 0. 0. EXCEL TECHNOLOGY INC COMMON 30067T103 60. 1804. SH SOLE 1804. 0. 0. EXELIXIS INC COMMON 30161Q104 76. 7508. SH SOLE 7508. 0. 0. EXELON CORP COMMON 30161N101 2105. 63220. SH SOLE 63220. 0. 0. EXPEDITORS INTL WASH COMMON 302130109 490. 9913. SH SOLE 9913. 0. 0. EXPRESS SCRIPTS INC CLASS A 302182100 606. 7651. SH SOLE 7651. 0. 0. EXPRESSJET HOLDINGS CLASS A 30218U108 48. 3939. SH SOLE 3939. 0. 0. EXTENDED SYSTEMS INC COMMON 301973103 3. 500. SH SOLE 500. 0. 0. EXTENDICARE INC SUBORDI 30224T871 19312. 1725725. SH SOLE 1725725. 0. 0. EXTREME NETWRKS INC COMMON 30226D106 47. 8514. SH SOLE 8514. 0. 0. EXULT INC DEL COMMON 302284104 43. 7968. SH SOLE 7968. 0. 0. EXXON MOBIL CORP COMMON 30231G102 42240. 952898. SH SOLE 935344. 0. 17554. --------- PAGE TOTAL 65459.
FORM 13F DATE: 040630 PAGE: 56
ITEM 4 FAIR ITEM 6 ITEM 8 MARKET ITEM 5 INVESTMENT VOTING AUTHORITY ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 (SHARES) ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - --------------------- ------- --------- --------- ---------- --------- --------- ---------- -------- -------- --------- ------- F5 NETWORKS INC COMMON 315616102 58. 2205. SH SOLE 2205. 0. 0. FACTORY 2-U INC COMMON 303072102 0. 600. SH SOLE 600. 0. 0. FACTSET RESH SYS INC COMMON 303075105 118. 2488. SH SOLE 2488. 0. 0. FAIR ISAAC INC COMMON 303250104 184. 5518. SH SOLE 5518. 0. 0. FAIRCHILD SEMICONDU COMMON 303726103 147. 8952. SH SOLE 8952. 0. 0. FAIRFAX FINL HOLDNGS COMMON 303901102 16334. 96115. SH SOLE 96115. 0. 0. FAIRMONT HOTELS COMMON 305204109 26130. 971558. SH SOLE 952786. 0. 18772. FALCONSTOR SOFTWARE COMMON 306137100 52. 6706. SH SOLE 6706. 0. 0. FAMILY DOLLAR STORES COMMON 307000109 422. 13881. SH SOLE 13881. 0. 0. FARMER BROS CO COMMON 307675108 45. 1660. SH SOLE 1660. 0. 0. FARO TECHNOLOGIES COMMON 311642102 53. 2058. SH SOLE 2058. 0. 0. FASTENAL CO COMMON 311900104 407. 7157. SH SOLE 7157. 0. 0. FBL FINL GROUP INC COMMON 30239F106 58. 2063. SH SOLE 2063. 0. 0. FEDERAL NTL MTG ASSN COMMON 313586109 8746. 134042. SH SOLE 133922. 0. 120. FEDERAL RLTY INVT TR SH BEN 313747206 156. 3743. SH SOLE 3743. 0. 0. FEDERAL SIGNAL CORP COMMON 313855108 69. 3717. SH SOLE 3717. 0. 0. FEDERATED DEPT STORE COMMON 31410H101 1117. 22746. SH SOLE 22746. 0. 0. --------- PAGE TOTAL 54096.
FORM 13F DATE: 040630 PAGE: 57
ITEM 4 FAIR ITEM 6 ITEM 8 MARKET ITEM 5 INVESTMENT VOTING AUTHORITY ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 (SHARES) ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - --------------------- ------- --------- --------- ---------- --------- --------- ---------- -------- -------- --------- ------- FEDERATED INVS INC CLASS B 314211103 266. 8752. SH SOLE 8752. 0. 0. FEDEX CORPORATION COMMON 31428X106 2691. 32936. SH SOLE 32936. 0. 0. FEI CO COMMON 30241L109 57. 2391. SH SOLE 2391. 0. 0. FELCOR LODGING TR COMMON 31430F101 62. 5117. SH SOLE 5117. 0. 0. FERRO CORP COMMON 315405100 79. 2967. SH SOLE 2967. 0. 0. FIBERNET TELECOM COMMON 315653303 0. 53. SH SOLE 53. 0. 0. FIDELITY BANKSHARES COMMON 31604Q107 68. 1929. SH SOLE 1929. 0. 0. FIDELITY NATL FINL COMMON 316326107 439. 11765. SH SOLE 11765. 0. 0. FIFTH THIRD BANCORP COMMON 316773100 3009. 55955. SH SOLE 55955. 0. 0. FILENET CORP COMMON 316869106 86. 2709. SH SOLE 2709. 0. 0. FINANCIAL FED CORP COMMON 317492106 57. 1623. SH SOLE 1623. 0. 0. FINANCIAL INSTNS INC COMMON 317585404 49. 2034. SH SOLE 2034. 0. 0. FINDWHAT.COM COMMON 317794105 85. 3690. SH SOLE 3690. 0. 0. FINISAR CORPORATION COMMON 31787A101 31. 15425. SH SOLE 15425. 0. 0. FINISH LINE INC CLASS A 317923100 53. 1756. SH SOLE 1756. 0. 0. FIRST AMERICAN COR COMMON 318522307 153. 5921. SH SOLE 5921. 0. 0. FIRST BANCORP N C COMMON 318910106 61. 1824. SH SOLE 1824. 0. 0. --------- PAGE TOTAL 7246.
FORM 13F DATE: 040630 PAGE: 58
ITEM 4 FAIR ITEM 6 ITEM 8 MARKET ITEM 5 INVESTMENT VOTING AUTHORITY ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 (SHARES) ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - --------------------- ------- --------- --------- ---------- --------- --------- ---------- -------- -------- --------- ------- FIRST BANCORP P R COMMON 318672102 121. 2969. SH SOLE 2969. 0. 0. FIRST BUSEY CORP CL A 319383105 57. 1933. SH SOLE 1933. 0. 0. FIRST CHARTER CORP COMMON 319439105 57. 2614. SH SOLE 2614. 0. 0. FIRST CITIZENS BANCS CLASS A 31946M103 95. 778. SH SOLE 778. 0. 0. FIRST CMNTY BANCORP COMMON 31983B101 58. 1496. SH SOLE 1496. 0. 0. FIRST COMWLTH FINL COMMON 319829107 56. 4313. SH SOLE 4313. 0. 0. FIRST DATA CORP COMMON 319963104 8329. 187076. SH SOLE 186776. 0. 300. FIRST FED CAP CORP COMMON 319960100 66. 2362. SH SOLE 2362. 0. 0. FIRST FED FINL CORP COMMON 337907109 51. 1236. SH SOLE 1236. 0. 0. FIRST FINL BANCORP COMMON 320209109 57. 3243. SH SOLE 3243. 0. 0. FIRST FINL BKSH COMMON 32020R109 53. 1275. SH SOLE 1275. 0. 0. FIRST FINL CORP COMMON 320218100 58. 1815. SH SOLE 1815. 0. 0. FIRST FINL HLDGS INC COMMON 320239106 50. 1733. SH SOLE 1733. 0. 0. FIRST HEALTH GRP COMMON 320960107 138. 8853. SH SOLE 8853. 0. 0. FIRST HORIZON NATL COMMON 320517105 462. 10155. SH SOLE 10155. 0. 0. FIRST HORIZON PHARM COMMON 32051K106 103. 5450. SH SOLE 5450. 0. 0. FIRST IND CORP COMMON 32054R108 56. 2915. SH SOLE 2915. 0. 0. --------- PAGE TOTAL 9867.
FORM 13F DATE: 040630 PAGE: 59
ITEM 4 FAIR ITEM 6 ITEM 8 MARKET ITEM 5 INVESTMENT VOTING AUTHORITY ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 (SHARES) ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - --------------------- ------- --------- --------- ---------- --------- --------- ---------- -------- -------- --------- ------- FIRST IND REALTY TR COMMON 32054K103 108. 2925. SH SOLE 2925. 0. 0. FIRST MERCHANTS CORP COMMON 320817109 54. 2070. SH SOLE 2070. 0. 0. FIRST MIDWEST BANCOR COMMON 320867104 122. 3454. SH SOLE 3454. 0. 0. FIRST NIAGARA FINL COMMON 33582V108 63. 5254. SH SOLE 5254. 0. 0. FIRST OAK BROOK BKSH CLASS A 335847208 51. 1694. SH SOLE 1694. 0. 0. FIRST REP BANK(S.F) COMMON 336158100 64. 1489. SH SOLE 1489. 0. 0. FIRST SENTINEL BANC COMMON 33640T103 59. 2869. SH SOLE 2869. 0. 0. FIRSTENERGY CORP COMMON 337932107 1289. 34451. SH SOLE 34451. 0. 0. FIRSTMERIT CORP COMMON 337915102 170. 6447. SH SOLE 6447. 0. 0. FIRSTSERVICE CORP SUBORDI 33761N109 344. 13875. SH SOLE 13875. 0. 0. FISERV INC COMMON 337738108 779. 20035. SH SOLE 20035. 0. 0. FISHER COMMUN INC COMMON 337756209 57. 1139. SH SOLE 1139. 0. 0. FISHER SCNTIFC INTL COMMON 338032204 276. 4772. SH SOLE 4772. 0. 0. FIVE STAR QUALITY CA COMMON 33832D106 2. 546. SH SOLE 546. 0. 0. FLAGSTAR BANCORP INC COMMON 337930101 89. 4462. SH SOLE 4462. 0. 0. FLEETWOOD ENTERPRISE COMMON 339099103 79. 5402. SH SOLE 5402. 0. 0. FLEMING COS INC COMMON 339130106 0. 4059. SH SOLE 4059. 0. 0. --------- PAGE TOTAL 3606.
FORM 13F DATE: 040630 PAGE: 60
ITEM 4 FAIR ITEM 6 ITEM 8 MARKET ITEM 5 INVESTMENT VOTING AUTHORITY ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 (SHARES) ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - --------------------- ------- --------- --------- ---------- --------- --------- ---------- -------- -------- --------- ------- FLEXTRONICS INTL ORDINAR Y2573F102 169. 10597. SH SOLE 10597. 0. 0. FLIR SYS INC COMMON 302445101 135. 2458. SH SOLE 2458. 0. 0. FLOR EAST COAST INDS COMMON 340632108 105. 2727. SH SOLE 2727. 0. 0. FLORIDA ROCK INDS COMMON 341140101 135. 3191. SH SOLE 3191. 0. 0. FLOWERS FOODS INC COMMON 343498101 86. 3307. SH SOLE 3307. 0. 0. FLOWSERVE CORP COMMON 34354P105 102. 4100. SH SOLE 4100. 0. 0. FLUOR CORPORATION COMMON 343412102 314. 6589. SH SOLE 6589. 0. 0. FLUSHING FINL CORP COMMON 343873105 55. 3094. SH SOLE 3094. 0. 0. FMC CORP COMMON 302491303 113. 2618. SH SOLE 2618. 0. 0. FMC TECHNOLOGIES INC COMMON 30249U101 142. 4926. SH SOLE 4926. 0. 0. FNB CORP COMMON 302520101 70. 3429. SH SOLE 3429. 0. 0. FOOT LOCKER INC COMMON 344849104 1216. 49959. SH SOLE 49959. 0. 0. FOOTSTAR INC COMMON 344912100 3. 500. SH SOLE 500. 0. 0. FORD MOTOR CO COMMON 345370860 3394. 216866. SH SOLE 216866. 0. 0. FORDING CDN COAL TR TRUST U 345425102 0. 8. SH SOLE 8. 0. 0. FOREST CITY ENTPRSES CLASS A 345550107 202. 3813. SH SOLE 3813. 0. 0. FOREST LABS INC COMMON 345838106 2096. 37007. SH SOLE 37007. 0. 0. --------- PAGE TOTAL 8337.
FORM 13F DATE: 040630 PAGE: 61
ITEM 4 FAIR ITEM 6 ITEM 8 MARKET ITEM 5 INVESTMENT VOTING AUTHORITY ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 (SHARES) ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - --------------------- ------- --------- --------- ---------- --------- --------- ---------- -------- -------- --------- ------- FOREST OIL CORP COMMON 346091705 108. 3948. SH SOLE 3948. 0. 0. FORMFACTOR INC COMMON 346375108 57. 2541. SH SOLE 2541. 0. 0. FORRESTER RESH INC COMMON 346563109 57. 3069. SH SOLE 3069. 0. 0. FORTUNE BRANDS INC COMMON 349631101 906. 12016. SH SOLE 12016. 0. 0. FORWARD AIR CORP COMMON 349853101 65. 1738. SH SOLE 1738. 0. 0. FOSSIL INC COMMON 349882100 141. 5188. SH SOLE 5188. 0. 0. FOUNDRY NETWRKS INC COMMON 35063R100 132. 9408. SH SOLE 9408. 0. 0. FOUR SEASONS HOTEL LIMITED 35100E104 20809. 347830. SH SOLE 343155. 0. 4675. FOX ENTMT GROUP INC CLASS A 35138T107 718. 26897. SH SOLE 26897. 0. 0. FPL GROUP INC COMMON 302571104 967. 15120. SH SOLE 15120. 0. 0. FRANKLIN COVEY CO COMMON 353469109 4. 1500. SH SOLE 1500. 0. 0. FRANKLIN ELEC INC COMMON 353514102 65. 1720. SH SOLE 1720. 0. 0. FRANKLIN RES INC COMMON 354613101 1405. 28058. SH SOLE 28058. 0. 0. FREDDIE MAC COMMON 313400301 4323. 68294. SH SOLE 68294. 0. 0. FREDS INC CLASS A 356108100 63. 2833. SH SOLE 2833. 0. 0. FREEPORT-MCMORAN C&G CLASS B 35671D857 470. 14183. SH SOLE 14183. 0. 0. FREMONT GENERAL CORP COMMON 357288109 99. 5624. SH SOLE 5624. 0. 0. --------- PAGE TOTAL 30389.
FORM 13F DATE: 040630 PAGE: 62
ITEM 4 FAIR ITEM 6 ITEM 8 MARKET ITEM 5 INVESTMENT VOTING AUTHORITY ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 (SHARES) ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - --------------------- ------- --------- --------- ---------- --------- --------- ---------- -------- -------- --------- ------- FRESH DEL MONTE PROD ORDINAR G36738105 106. 4188. SH SOLE 4188. 0. 0. FRIEDMAN BLLNGS RMSY REIT CL 358434108 172. 8707. SH SOLE 8707. 0. 0. FRONTIER AIRLINES COMMON 359065109 34. 3153. SH SOLE 3153. 0. 0. FRONTIER FINL CORP COMMON 35907K105 59. 1676. SH SOLE 1676. 0. 0. FRONTIER OIL CORP COMMON 35914P105 69. 3265. SH SOLE 3265. 0. 0. FTI CONSULTING INC COMMON 302941109 53. 3203. SH SOLE 3203. 0. 0. FUELCELL ENERGY INC COMMON 35952H106 40. 3401. SH SOLE 3401. 0. 0. FUJITSU LTD SP ADR 359590304 14. 385. SH SOLE 248. 0. 137. FULLER H B CO COMMON 359694106 59. 2069. SH SOLE 2069. 0. 0. FULTON FINL CORP COMMON 360271100 170. 8457. SH SOLE 8457. 0. 0. FURNITURE BRANDS INT COMMON 360921100 104. 4137. SH SOLE 4137. 0. 0. G & K SVCS INC CLASS A 361268105 62. 1532. SH SOLE 1532. 0. 0. GABLES RESIDENTIAL SH BEN 362418105 68. 2004. SH SOLE 2004. 0. 0. GALLAGHER ARTHR J&CO COMMON 363576109 210. 6912. SH SOLE 6912. 0. 0. GAMESTOP CORP CLASS A 36466R101 50. 3253. SH SOLE 3253. 0. 0. GAMMON LAKE RES COMMON 364915108 382. 58100. SH SOLE 58100. 0. 0. GANNETT INC DEL COMMON 364730101 2286. 26946. SH SOLE 26946. 0. 0. --------- PAGE TOTAL 3938.
FORM 13F DATE: 040630 PAGE: 63
ITEM 4 FAIR ITEM 6 ITEM 8 MARKET ITEM 5 INVESTMENT VOTING AUTHORITY ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 (SHARES) ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - --------------------- ------- --------- --------- ---------- --------- --------- ---------- -------- -------- --------- ------- GAP INC COMMON 364760108 2240. 92374. SH SOLE 92374. 0. 0. GARDNER DENVER INC COMMON 365558105 68. 2423. SH SOLE 2423. 0. 0. GARMIN LTD ORD G37260109 68. 1823. SH SOLE 1823. 0. 0. GARTNER INC COMMON 366651107 125. 9433. SH SOLE 9433. 0. 0. GATEWAY INC COMMON 367626108 116. 25680. SH SOLE 25680. 0. 0. GATX CORP COMMON 361448103 100. 3675. SH SOLE 3675. 0. 0. GAYLORD ENTMT CO COMMON 367905106 77. 2464. SH SOLE 2464. 0. 0. GEAC COMPUTER CORP COMMON 368289104 8767. 1278675. SH SOLE 1278675. 0. 0. GEMSTAR-TV GUIDE INT COMMON 36866W106 150. 31148. SH SOLE 31148. 0. 0. GEN PROBE INC COMMON 36866T103 173. 3662. SH SOLE 3662. 0. 0. GENCORP INC COMMON 368682100 72. 5395. SH SOLE 5395. 0. 0. GENE LOGIC INC COMMON 368689105 2. 600. SH SOLE 600. 0. 0. GENENCOR INTL INC COMMON 368709101 70. 4290. SH SOLE 4290. 0. 0. GENENTECH INC COMMON 368710406 1840. 32746. SH SOLE 32746. 0. 0. GENERAL CABLE CORP COMMON 369300108 49. 5766. SH SOLE 5766. 0. 0. GENERAL CHEM GRP INC COMMON 369332200 0. 150. SH SOLE 150. 0. 0. GENERAL COMMUNICTNS CLASS A 369385109 46. 5732. SH SOLE 5732. 0. 0. --------- PAGE TOTAL 13963.
FORM 13F DATE: 040630 PAGE: 64
ITEM 4 FAIR ITEM 6 ITEM 8 MARKET ITEM 5 INVESTMENT VOTING AUTHORITY ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 (SHARES) ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - --------------------- ------- --------- --------- ---------- --------- --------- ---------- -------- -------- --------- ------- GENERAL DYNAMICS COMMON 369550108 2063. 20774. SH SOLE 20774. 0. 0. GENERAL ELECTRIC CO COMMON 369604103 92960. 1868876. SH SOLE 1814566. 0. 54310. GENERAL GRWTH PPTY COMMON 370021107 484. 16382. SH SOLE 16382. 0. 0. GENERAL MARITIME CO COMMON Y2692M103 105. 3824. SH SOLE 3824. 0. 0. GENERAL MILLS INC COMMON 370334104 1965. 41346. SH SOLE 41346. 0. 0. GENERAL MOTORS CORP COMMON 370442105 2692. 57777. SH SOLE 57777. 0. 0. GENESCO INC COMMON 371532102 74. 3145. SH SOLE 3145. 0. 0. GENESEE & WYO INC CLASS A 371559105 98. 4153. SH SOLE 4153. 0. 0. GENESIS HEALTHCARE COMMON 37184D101 85. 2932. SH SOLE 2932. 0. 0. GENLYTE GROUP INC COMMON 372302109 67. 1070. SH SOLE 1070. 0. 0. GENTA INC COMMON 37245M207 14. 5675. SH SOLE 5675. 0. 0. GENTEX CORP COMMON 371901109 291. 7324. SH SOLE 7324. 0. 0. GENTIVA HEALTH SERV COMMON 37247A102 74. 4555. SH SOLE 4555. 0. 0. GENUINE PARTS CO COMMON 372460105 900. 22675. SH SOLE 22675. 0. 0. GENZYME CORP COMMON 372917104 1388. 29323. SH SOLE 29323. 0. 0. GEORGIA GULF CORP COMMON 373200203 85. 2362. SH SOLE 2362. 0. 0. GEORGIA PAC CORP COM CMR 373298108 757. 20467. SH SOLE 20467. 0. 0. --------- PAGE TOTAL 104102.
FORM 13F DATE: 040630 PAGE: 65
ITEM 4 FAIR ITEM 6 ITEM 8 MARKET ITEM 5 INVESTMENT VOTING AUTHORITY ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 (SHARES) ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - --------------------- ------- --------- --------- ---------- --------- --------- ---------- -------- -------- --------- ------- GERON CORP COMMON 374163103 35. 4335. SH SOLE 4335. 0. 0. GETTY IMAGES INC COMMON 374276103 257. 4278. SH SOLE 4278. 0. 0. GETTY RLTY CORP NEW COMMON 374297109 55. 2188. SH SOLE 2188. 0. 0. GEVITY HR INC COM 374393106 83. 3180. SH SOLE 3180. 0. 0. GIBRALTAR STL CORP COMMON 37476F103 74. 2250. SH SOLE 2250. 0. 0. GILDAN ACTIVEWEAR CLASS A 375916103 51708. 1812025. SH SOLE 1790950. 0. 21075. GILEAD SCIENCES INC COMMON 375558103 5805. 86637. SH SOLE 86637. 0. 0. GILLETTE CO COMMON 375766102 6980. 164634. SH SOLE 164634. 0. 0. GLACIER BANCORP INC COMMON 37637Q105 61. 2152. SH SOLE 2152. 0. 0. GLAMIS GOLD LTD COMMON 376775102 10515. 600989. SH SOLE 600989. 0. 0. GLATFELTER COMMON 377316104 61. 4299. SH SOLE 4299. 0. 0. GLENBOROUGH RLTY TR COMMON 37803P105 50. 2739. SH SOLE 2739. 0. 0. GLIMCHER RLTY TR SH BEN 379302102 56. 2536. SH SOLE 2536. 0. 0. GLOBAL IMAGING SYS COMMON 37934A100 71. 1938. SH SOLE 1938. 0. 0. GLOBAL INDS LTD COMMON 379336100 71. 12448. SH SOLE 12448. 0. 0. GLOBAL ITECHNOLOGY COMMON 378951107 0. 1700. SH SOLE 1700. 0. 0. GLOBALSANTAFE CORP COMMON G3930E101 1241. 46812. SH SOLE 46812. 0. 0. --------- PAGE TOTAL 77123.
FORM 13F DATE: 040630 PAGE: 66
ITEM 4 FAIR ITEM 6 ITEM 8 MARKET ITEM 5 INVESTMENT VOTING AUTHORITY ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 (SHARES) ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - --------------------- ------- --------- --------- ---------- --------- --------- ---------- -------- -------- --------- ------- GOLD BANC CORP COMMON 379907108 66. 4269. SH SOLE 4269. 0. 0. GOLDCORP INC COMMON 380956409 2355. 202750. SH SOLE 202750. 0. 0. GOLDEN STAR RES COMMON 38119T104 2794. 601200. SH SOLE 601200. 0. 0. GOLDEN WEST FINL COMMON 381317106 1328. 12487. SH SOLE 12487. 0. 0. GOLDMAN SACHS GROUP COMMON 38141G104 5603. 59502. SH SOLE 59502. 0. 0. GOODRICH CORP COMMON 382388106 472. 14588. SH SOLE 14588. 0. 0. GOODYEAR TIRE & RUBR COMMON 382550101 125. 13746. SH SOLE 13746. 0. 0. GOODYS FAM CLOTHING COMMON 382588101 53. 5093. SH SOLE 5093. 0. 0. GOREMOTE INTERNET COMMON 382859106 1. 400. SH SOLE 400. 0. 0. GRACO INC COMMON 384109104 163. 5242. SH SOLE 5242. 0. 0. GRAFTECH INTL LTD COMMON 384313102 69. 6643. SH SOLE 6643. 0. 0. GRAINGER W W INC COMMON 384802104 424. 7371. SH SOLE 7371. 0. 0. GRANITE CONSTR INC COMMON 387328107 55. 3022. SH SOLE 3022. 0. 0. GRANT PRIDECO INC COMMON 38821G101 1297. 70266. SH SOLE 70266. 0. 0. GRAY TELEVISION INC COMMON 389375106 58. 4179. SH SOLE 4179. 0. 0. GREAT AMERN FNL RES COMMON 389915109 56. 3493. SH SOLE 3493. 0. 0. GREAT LAKES CHEM COMMON 390568103 107. 3969. SH SOLE 3969. 0. 0. --------- PAGE TOTAL 15026.
FORM 13F DATE: 040630 PAGE: 67
ITEM 4 FAIR ITEM 6 ITEM 8 MARKET ITEM 5 INVESTMENT VOTING AUTHORITY ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 (SHARES) ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - --------------------- ------- --------- --------- ---------- --------- --------- ---------- -------- -------- --------- ------- GREAT PLAINS ENERGY COMMON 391164100 157. 5281. SH SOLE 5281. 0. 0. GREAT SOUTHERN BANCP COMMON 390905107 75. 2606. SH SOLE 2606. 0. 0. GREATER BAY BANCORP COMMON 391648102 112. 3863. SH SOLE 3863. 0. 0. GREENPOINT FINL COMMON 395384100 416. 10479. SH SOLE 10479. 0. 0. GREIF INC CLASS A 397624107 72. 1694. SH SOLE 1694. 0. 0. GREY GLOBAL GRP INC COMMON 39787M108 94. 95. SH SOLE 95. 0. 0. GREY WOLF INC COMMON 397888108 72. 16971. SH SOLE 16971. 0. 0. GRIFFON CORP COMMON 398433102 59. 2639. SH SOLE 2639. 0. 0. GROUP 1 AUTOMOTIVE COMMON 398905109 55. 1644. SH SOLE 1644. 0. 0. GROUP 1 SOFTWALE INC COMMON 39943Y103 71. 3078. SH SOLE 3078. 0. 0. GRUPO TELEVISA SA DE ADR(20 40049J206 383. 8456. SH SOLE 8456. 0. 0. GSI COMMERCE INC COMMON 36238G102 57. 5927. SH SOLE 5927. 0. 0. GSI LUMONICS COMMON 36229U102 12794. 757138. SH SOLE 757138. 0. 0. GTC BIOTHERAPEUTICS COMMON 36238T104 1. 600. SH SOLE 600. 0. 0. GTECH HLDGS CORP COMMON 400518106 205. 4426. SH SOLE 4426. 0. 0. GUESS INC COMMON 401617105 58. 3618. SH SOLE 3618. 0. 0. GUIDANT CORP COMMON 401698105 1908. 34144. SH SOLE 33944. 0. 200. --------- PAGE TOTAL 16589.
FORM 13F DATE: 040630 PAGE: 68
ITEM 4 FAIR ITEM 6 ITEM 8 MARKET ITEM 5 INVESTMENT VOTING AUTHORITY ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 (SHARES) ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - --------------------- ------- --------- --------- ---------- --------- --------- ---------- -------- -------- --------- ------- GUITAR CTR MGMT INC COMMON 402040109 81. 1819. SH SOLE 1819. 0. 0. GYMBOREE CORP COMMON 403777105 49. 3158. SH SOLE 3158. 0. 0. HAEMONETICS CORP COMMON 405024100 72. 2415. SH SOLE 2415. 0. 0. HAIN CELESTIAL GROUP COMMON 405217100 47. 2600. SH SOLE 2600. 0. 0. HALLIBURTON COMMON 406216101 1463. 48352. SH SOLE 48352. 0. 0. HANCOCK HLDG CO COMMON 410120109 65. 2232. SH SOLE 2232. 0. 0. HANDLEMAN CO DEL COMMON 410252100 72. 3099. SH SOLE 3099. 0. 0. HANGER ORTHOPEDIC GP COMMON 41043F208 39. 3345. SH SOLE 3345. 0. 0. HANMI FINL CORP COM 410495105 76. 2573. SH SOLE 2573. 0. 0. HANOVER COMPRESSOR COMMON 410768105 65. 5454. SH SOLE 5454. 0. 0. HARBOR FLA BANCSHRS COMMON 411901101 52. 1894. SH SOLE 1894. 0. 0. HARKEN ENERGY CORP COMMON 412552309 0. 310. SH SOLE 310. 0. 0. HARLAND JOHN H CO COMMON 412693103 60. 2035. SH SOLE 2035. 0. 0. HARLEY DAVIDSON INC COMMON 412822108 3127. 50479. SH SOLE 49879. 0. 600. HARLEYSVILLE GROUP COMMON 412824104 47. 2485. SH SOLE 2485. 0. 0. HARLEYSVILLE NATL PA COMMON 412850109 44. 1735. SH SOLE 1735. 0. 0. HARMAN INTL INDS COMMON 413086109 447. 4916. SH SOLE 4916. 0. 0. --------- PAGE TOTAL 5806.
FORM 13F DATE: 040630 PAGE: 69
ITEM 4 FAIR ITEM 6 ITEM 8 MARKET ITEM 5 INVESTMENT VOTING AUTHORITY ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 (SHARES) ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - --------------------- ------- --------- --------- ---------- --------- --------- ---------- -------- -------- --------- ------- HARMONIC INC COMMON 413160102 52. 6093. SH SOLE 6093. 0. 0. HARMONY GOLD MINING SP ADR 413216300 3. 300. SH SOLE 300. 0. 0. HARRAHS ENTMT INC COMMON 413619107 481. 8883. SH SOLE 8883. 0. 0. HARRIS CORP DEL COMMON 413875105 257. 5059. SH SOLE 5059. 0. 0. HARRIS INTERACT INC COMMON 414549105 149. 22242. SH SOLE 22242. 0. 0. HARSCO CORP COMMON 415864107 142. 3022. SH SOLE 3022. 0. 0. HARTE HANKS INC COMMON 416196103 165. 6774. SH SOLE 6774. 0. 0. HARTFORD FINL SVCS COMMON 416515104 7656. 111371. SH SOLE 108046. 0. 3325. HASBRO INC COMMON 418056107 266. 14023. SH SOLE 14023. 0. 0. HAVAS ADVERTISING SP ADR 419313101 35. 6800. SH SOLE 6800. 0. 0. HAVERTY FURNITURE COMMON 419596101 42. 2380. SH SOLE 2380. 0. 0. HAWAIIAN ELEC INDS COMMON 419870100 149. 5718. SH SOLE 5718. 0. 0. HCA INC COMMON 404119109 2198. 52842. SH SOLE 52842. 0. 0. HCC INS HLDGS INC COMMON 404132102 162. 4861. SH SOLE 4861. 0. 0. HDFC BANK LTD ADR(3 I 40415F101 27. 1000. SH SOLE 1000. 0. 0. HEADWATERS INC COMMON 42210P102 74. 2860. SH SOLE 2860. 0. 0. HEALTH CARE PPTY INV COMMON 421915109 199. 8296. SH SOLE 8296. 0. 0. --------- PAGE TOTAL 12057.
FORM 13F DATE: 040630 PAGE: 70
ITEM 4 FAIR ITEM 6 ITEM 8 MARKET ITEM 5 INVESTMENT VOTING AUTHORITY ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 (SHARES) ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - --------------------- ------- --------- --------- ---------- --------- --------- ---------- -------- -------- --------- ------- HEALTH CARE REIT INC COMMON 42217K106 120. 3682. SH SOLE 3682. 0. 0. HEALTH MGMT ASSOC CLASS A 421933102 434. 19361. SH SOLE 19361. 0. 0. HEALTH NET INC COMMON 42222G108 235. 8867. SH SOLE 8867. 0. 0. HEALTHCARE RLTY TR COMMON 421946104 119. 3175. SH SOLE 3175. 0. 0. HEALTHEXTRAS INC COMMON 422211102 73. 4425. SH SOLE 4425. 0. 0. HEARST-ARGYLE TELE COMMON 422317107 98. 3807. SH SOLE 3807. 0. 0. HEARTLAND EXPRESS IN COMMON 422347104 102. 3710. SH SOLE 3710. 0. 0. HECLA MNG CO COMMON 422704106 52. 9184. SH SOLE 9184. 0. 0. HEIDRICK &STRUG INTL COMMON 422819102 81. 2718. SH SOLE 2718. 0. 0. HEINEKEN N V ADR (1 423012202 872. 26342. SH SOLE 26342. 0. 0. HEINZ H J CO COMMON 423074103 1453. 37066. SH SOLE 37066. 0. 0. HELEN OF TROY CORP COMMON G4388N106 92. 2485. SH SOLE 2485. 0. 0. HELIX TECHNOLOGY COMMON 423319102 57. 2682. SH SOLE 2682. 0. 0. HELMERICH & PAYNE COMMON 423452101 97. 3717. SH SOLE 3717. 0. 0. HENRY JACK & ASSOC COMMON 426281101 131. 6520. SH SOLE 6520. 0. 0. HERCULES INC COMMON 427056106 106. 8733. SH SOLE 8733. 0. 0. HERITAGE PPTY INVT T COMMON 42725M107 84. 3103. SH SOLE 3103. 0. 0. --------- PAGE TOTAL 4206.
FORM 13F DATE: 040630 PAGE: 71
ITEM 4 FAIR ITEM 6 ITEM 8 MARKET ITEM 5 INVESTMENT VOTING AUTHORITY ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 (SHARES) ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - --------------------- ------- --------- --------- ---------- --------- --------- ---------- -------- -------- --------- ------- HERSHEY FOODS CORP COMMON 427866108 999. 21583. SH SOLE 21583. 0. 0. HEWITT ASSOCIATES COMMON 42822Q100 58. 2109. SH SOLE 2109. 0. 0. HEWLETT PACKARD CO COMMON 428236103 11476. 543885. SH SOLE 543885. 0. 0. HIBBETT SPORTING GDS COMMON 428565105 81. 2974. SH SOLE 2974. 0. 0. HIBERNIA CORP CLASS A 428656102 289. 11909. SH SOLE 11909. 0. 0. HIGHLANDS INS GROUP COMMON 431032101 0. 2300. SH SOLE 2300. 0. 0. HIGHWOODS PPTYS INC COMMON 431284108 93. 3940. SH SOLE 3940. 0. 0. HILB ROGAL&HOBBS CO COMMON 431294107 90. 2525. SH SOLE 2525. 0. 0. HILLENBRAND INDS INC COMMON 431573104 285. 4716. SH SOLE 4716. 0. 0. HILTON HOTELS CORP COMMON 432848109 1817. 97387. SH SOLE 94987. 0. 2400. HNI CORPORATION COMMON 404251100 187. 4417. SH SOLE 4417. 0. 0. HOLLINGER INTL INC CLASS A 435569108 108. 6418. SH SOLE 6418. 0. 0. HOLLIS-EDEN PHARMAC COMMON 435902101 43. 3531. SH SOLE 3531. 0. 0. HOLLY CORP COMMON 435758305 79. 2101. SH SOLE 2101. 0. 0. HOLLYWOOD ENTMT CORP COMMON 436141105 59. 4393. SH SOLE 4393. 0. 0. HOME DEPOT INC COMMON 437076102 11356. 322616. SH SOLE 312041. 0. 10575. HOME PROPERTIES INC COMMON 437306103 84. 2148. SH SOLE 2148. 0. 0. --------- PAGE TOTAL 27104.
FORM 13F DATE: 040630 PAGE: 72
ITEM 4 FAIR ITEM 6 ITEM 8 MARKET ITEM 5 INVESTMENT VOTING AUTHORITY ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 (SHARES) ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - --------------------- ------- --------- --------- ---------- --------- --------- ---------- -------- -------- --------- ------- HONEYWELL INTL INC COMMON 438516106 3845. 104962. SH SOLE 104869. 0. 93. HOOPER HOLMES INC COMMON 439104100 61. 10643. SH SOLE 10643. 0. 0. HORACE MANN EDUCATRS COMMON 440327104 72. 4146. SH SOLE 4146. 0. 0. HORIZON GROUP PPTYS COMMON 44041U102 1. 175. SH SOLE 175. 0. 0. HORMEL FOODS CORP COMMON 440452100 328. 10558. SH SOLE 10558. 0. 0. HOSPIRA INC COMMON 441060100 369. 13369. SH SOLE 13182. 0. 187. HOSPITALITY PPTYS TR SH BEN 44106M102 202. 4777. SH SOLE 4777. 0. 0. HOST MARRIOTT CORP COMMON 44107P104 301. 24359. SH SOLE 24359. 0. 0. HOT TOPIC INC COMMON 441339108 72. 3508. SH SOLE 3508. 0. 0. HOUSTON EXPL CO COMMON 442120101 120. 2307. SH SOLE 2307. 0. 0. HOVNANIAN ENTERPRISE CLASS A 442487203 157. 4528. SH SOLE 4528. 0. 0. HRPT PROPERTIES TR COM SH 40426W101 106. 10553. SH SOLE 10553. 0. 0. HSBC HLDGS PLC SP ADR( 404280406 4306. 57483. SH SOLE 48483. 0. 9000. HUANENG PWR INTL INC SP ADR 443304100 51. 1400. SH SOLE 1400. 0. 0. HUB INTL LTD COMMON 44332P101 228. 11950. SH SOLE 11950. 0. 0. HUBBELL INC CLASS B 443510201 212. 4534. SH SOLE 4534. 0. 0. HUDSON CITY BANCORP COMMON 443683107 488. 14595. SH SOLE 14595. 0. 0. --------- PAGE TOTAL 10919.
FORM 13F DATE: 040630 PAGE: 73
ITEM 4 FAIR ITEM 6 ITEM 8 MARKET ITEM 5 INVESTMENT VOTING AUTHORITY ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 (SHARES) ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - --------------------- ------- --------- --------- ---------- --------- --------- ---------- -------- -------- --------- ------- HUDSON RIV BANCORP COMMON 444128102 53. 3106. SH SOLE 3106. 0. 0. HUDSON UNITED BANCOR COMMON 444165104 124. 3322. SH SOLE 3322. 0. 0. HUGHES SUPPLY INC COMMON 444482103 103. 1742. SH SOLE 1742. 0. 0. HUGOTON RTY TR TEX UNIT BE 444717102 67. 2910. SH SOLE 2910. 0. 0. HUMAN GENOME SCI COMMON 444903108 111. 9584. SH SOLE 9584. 0. 0. HUMANA INC COMMON 444859102 220. 13045. SH SOLE 13045. 0. 0. HUMMINGBIRD LTD COMMON 44544R101 3591. 158600. SH SOLE 155525. 0. 3075. HUNT JB TRANS SVCS COMMON 445658107 233. 6039. SH SOLE 6039. 0. 0. HUNTINGTON BANCSHARE COMMON 446150104 719. 31269. SH SOLE 31269. 0. 0. HUTCHINSON TECH INC COMMON 448407106 47. 1921. SH SOLE 1921. 0. 0. HYDRIL COMMON 448774109 70. 2232. SH SOLE 2232. 0. 0. HYPERION SOLUT CORP COMMON 44914M104 128. 2932. SH SOLE 2932. 0. 0. IAMGOLD CORP COMMON 450913108 854. 153500. SH SOLE 153500. 0. 0. IBERIABANK CORP COMMON 450828108 59. 990. SH SOLE 990. 0. 0. IBM COMMON 459200101 42037. 477866. SH SOLE 466825. 0. 11041. ICOS CORP COMMON 449295104 142. 4775. SH SOLE 4775. 0. 0. ICU MED INC COMMON 44930G107 53. 1580. SH SOLE 1580. 0. 0. --------- PAGE TOTAL 48611.
FORM 13F DATE: 040630 PAGE: 74
ITEM 4 FAIR ITEM 6 ITEM 8 MARKET ITEM 5 INVESTMENT VOTING AUTHORITY ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 (SHARES) ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - --------------------- ------- --------- --------- ---------- --------- --------- ---------- -------- -------- --------- ------- ID BIOMEDICAL CORP COMMON 44936D108 369. 39725. SH SOLE 39725. 0. 0. IDACORP INC COMMON 451107106 77. 2834. SH SOLE 2834. 0. 0. IDENTIX INC COMMON 451906101 70. 9359. SH SOLE 9359. 0. 0. IDEX CORP COMMON 45167R104 125. 3644. SH SOLE 3644. 0. 0. IDEXX LABS INC COMMON 45168D104 165. 2623. SH SOLE 2623. 0. 0. IDT CORPORATION COMMON 448947101 54. 2985. SH SOLE 2985. 0. 0. IDX SYSTEMS CORP COMMON 449491109 71. 2222. SH SOLE 2222. 0. 0. IHOP CORP COMMON 449623107 56. 1571. SH SOLE 1571. 0. 0. II VI INC COMMON 902104108 73. 2375. SH SOLE 2375. 0. 0. IKON OFFICE SOLUTION COMMON 451713101 125. 10859. SH SOLE 10859. 0. 0. ILEX ONCOLOGY INC COMMON 451923106 71. 2835. SH SOLE 2835. 0. 0. ILLINOIS TOOL WORKS COMMON 452308109 3052. 31826. SH SOLE 31826. 0. 0. IMAGISTICS INTL COMMON 45247T104 58. 1628. SH SOLE 1628. 0. 0. IMATION CORP COMMON 45245A107 114. 2675. SH SOLE 2675. 0. 0. IMC GLOBAL INC COMMON 449669100 114. 8544. SH SOLE 8544. 0. 0. IMCLONE SYS INC COMMON 45245W109 488. 5692. SH SOLE 5692. 0. 0. IMMUCOR INC COMMON 452526106 86. 2648. SH SOLE 2648. 0. 0. --------- PAGE TOTAL 5168.
FORM 13F DATE: 040630 PAGE: 75
ITEM 4 FAIR ITEM 6 ITEM 8 MARKET ITEM 5 INVESTMENT VOTING AUTHORITY ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 (SHARES) ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - --------------------- ------- --------- --------- ---------- --------- --------- ---------- -------- -------- --------- ------- IMMUNOMEDICS INC COMMON 452907108 34. 6952. SH SOLE 6952. 0. 0. IMPAC MTG HLDGS INC COMMON 45254P102 82. 3652. SH SOLE 3652. 0. 0. IMPATH INC COMMON 45255G101 7. 1292. SH SOLE 1292. 0. 0. IMPAX LABS INC COMMON 45256B101 81. 4204. SH SOLE 4204. 0. 0. IMPERIAL OIL LTD COMMON 453038408 59025. 1267880. SH SOLE 1067905. 0. 199975. IMS HEALTH INC COMMON 449934108 452. 19296. SH SOLE 19296. 0. 0. INAMED CORP COMMON 453235103 166. 2637. SH SOLE 2637. 0. 0. INCO LTD COMMON 453258402 103980. 3029190. SH SOLE 2978640. 0. 50550. INCYTE CORPORATION COMMON 45337C102 70. 9108. SH SOLE 9108. 0. 0. INDEPENDENCE CMNTY COMMON 453414104 190. 5233. SH SOLE 5233. 0. 0. INDEPENDENT BK CORP COMMON 453838104 47. 1865. SH SOLE 1865. 0. 0. INDEPNDNT BK OF MASS COMMON 453836108 54. 1868. SH SOLE 1868. 0. 0. INDYMAC BANCORP INC COMMON 456607100 134. 4238. SH SOLE 4238. 0. 0. INET TECHN INC COMMON 45662V105 52. 4206. SH SOLE 4206. 0. 0. INFINITY PPTY & CAS COMMON 45665Q103 55. 1654. SH SOLE 1654. 0. 0. INFO ARCHITECTS COMMON 45669R503 0. 73. SH SOLE 73. 0. 0. INFOCUS CORP COMMON 45665B106 54. 6398. SH SOLE 6398. 0. 0. --------- PAGE TOTAL 164483.
FORM 13F DATE: 040630 PAGE: 76
ITEM 4 FAIR ITEM 6 ITEM 8 MARKET ITEM 5 INVESTMENT VOTING AUTHORITY ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 (SHARES) ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - --------------------- ------- --------- --------- ---------- --------- --------- ---------- -------- -------- --------- ------- INFONET SVCS CORP CLASS B 45666T106 42. 24030. SH SOLE 24030. 0. 0. INFORMATICA CORP COMMON 45666Q102 45. 5850. SH SOLE 5850. 0. 0. INFORMATION HLDGS COMMON 456727106 67. 2462. SH SOLE 2462. 0. 0. INFOSPACE INC COMMON 45678T201 87. 2275. SH SOLE 2275. 0. 0. INFOUSA INC NEW COMMON 456818301 70. 6855. SH SOLE 6855. 0. 0. ING GROUP NV SP ADR 456837103 951. 40146. SH SOLE 40146. 0. 0. INGERSOLL-RAND CO CLASS A G4776G101 1375. 20127. SH SOLE 20127. 0. 0. INGRAM MICRO INC CLASS A 457153104 167. 11528. SH SOLE 11528. 0. 0. INSIGHT COMMUN INC CLASS A 45768V108 53. 5705. SH SOLE 5705. 0. 0. INSIGHT ENTERPRISES COMMON 45765U103 60. 3361. SH SOLE 3361. 0. 0. INSITUFORM TECH INC CLASS A 457667103 63. 3844. SH SOLE 3844. 0. 0. INSPIRE PHARMACEUTIC COMMON 457733103 48. 2876. SH SOLE 2876. 0. 0. INSWEB CORP COMMON 45809K202 1. 183. SH SOLE 183. 0. 0. INTEGRA BK CORP COMMON 45814P105 58. 2605. SH SOLE 2605. 0. 0. INTEGRA LIFESCIENCE COMMON 457985208 68. 1942. SH SOLE 1942. 0. 0. INTEGRAT DEVICE TECH COMMON 458118106 107. 7725. SH SOLE 7725. 0. 0. INTEGRATED CIRCUIT COMMON 45811K208 144. 5310. SH SOLE 5310. 0. 0. --------- PAGE TOTAL 3406.
FORM 13F DATE: 040630 PAGE: 77
ITEM 4 FAIR ITEM 6 ITEM 8 MARKET ITEM 5 INVESTMENT VOTING AUTHORITY ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 (SHARES) ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - --------------------- ------- --------- --------- ---------- --------- --------- ---------- -------- -------- --------- ------- INTEGRATED SILICON COMMON 45812P107 39. 3229. SH SOLE 3229. 0. 0. INTEL CORP COMMON 458140100 41420. 1503389. SH SOLE 1473779. 0. 29610. INTELLISYNC CORP COMMON 458176104 22. 7688. SH SOLE 7688. 0. 0. INTER TEL INC COMMON 458372109 57. 2273. SH SOLE 2273. 0. 0. INTERACTIVE DATA COR COMMON 45840J107 120. 6861. SH SOLE 6861. 0. 0. INTERACTIVE INTELLI COMMON 45839M103 3. 500. SH SOLE 500. 0. 0. INTERACTIVECORP COMMON 45840Q101 5811. 192799. SH SOLE 192799. 0. 0. INTERDIGITAL COMM COMMON 45866A105 77. 4108. SH SOLE 4108. 0. 0. INTERFACE INC CLASS A 458665106 79. 9034. SH SOLE 9034. 0. 0. INTERGRAPH CORP COMMON 458683109 89. 3442. SH SOLE 3442. 0. 0. INTERLAND INC COMMON 458727203 1. 380. SH SOLE 380. 0. 0. INTERMAGNETICS GEN COMMON 458771102 84. 2473. SH SOLE 2473. 0. 0. INTERMUNE INC COMMON 45884X103 42. 2710. SH SOLE 2710. 0. 0. INTERNATIONAL PAPER COMMON 460146103 3095. 69229. SH SOLE 69229. 0. 0. INTERNET SEC SYS INC COMMON 46060X107 2166. 141204. SH SOLE 141204. 0. 0. INTERPOOL INC COMMON 46062R108 63. 3831. SH SOLE 3831. 0. 0. INTERPUBLIC GROUP COMMON 460690100 435. 31658. SH SOLE 31658. 0. 0. --------- PAGE TOTAL 53603.
FORM 13F DATE: 040630 PAGE: 78
ITEM 4 FAIR ITEM 6 ITEM 8 MARKET ITEM 5 INVESTMENT VOTING AUTHORITY ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 (SHARES) ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - --------------------- ------- --------- --------- ---------- --------- --------- ---------- -------- -------- --------- ------- INTERSIL CORP CLASS A 46069S109 3418. 157799. SH SOLE 157799. 0. 0. INTERSTATE BAKERIES COMMON 46072H108 39. 3600. SH SOLE 3600. 0. 0. INTERSTATE GEN L P COMMON 460885205 0. 20. SH SOLE 20. 0. 0. INTERTAPE POLYMER COMMON 460919103 329. 42840. SH SOLE 42840. 0. 0. INTERVOICE INC COMMON 461142101 59. 5115. SH SOLE 5115. 0. 0. INTERWOVEN INC COMMON 46114T508 35. 3424. SH SOLE 3424. 0. 0. INTIER AUTOMOTIVE CLASS A 46115N104 3010. 159775. SH SOLE 159775. 0. 0. INTL BANCSHARES CORP COMMON 459044103 148. 3643. SH SOLE 3643. 0. 0. INTL FLAVORS & FRAGR COMMON 459506101 284. 7601. SH SOLE 7601. 0. 0. INTL GAME TECH COMMON 459902102 1551. 40171. SH SOLE 40171. 0. 0. INTL RECTIFIER CORP COMMON 460254105 4357. 105179. SH SOLE 105179. 0. 0. INTL SPEEDWAY CORP CLASS A 460335201 197. 4060. SH SOLE 4060. 0. 0. INTRABIOTICS PHARMA COMMON 46116T506 0. 66. SH SOLE 66. 0. 0. INTRADO INC COMMON 46117A100 46. 2862. SH SOLE 2862. 0. 0. INTRAWARE INC COMMON 46118M103 1. 400. SH SOLE 400. 0. 0. INTRAWEST CORP COMMON 460915200 5225. 328025. SH SOLE 327675. 0. 350. INTRCHANGE FINL SVCS COMMON 458447109 55. 2209. SH SOLE 2209. 0. 0. --------- PAGE TOTAL 18754.
FORM 13F DATE: 040630 PAGE: 79
ITEM 4 FAIR ITEM 6 ITEM 8 MARKET ITEM 5 INVESTMENT VOTING AUTHORITY ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 (SHARES) ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - --------------------- ------- --------- --------- ---------- --------- --------- ---------- -------- -------- --------- ------- INTUIT COMMON 461202103 3035. 78657. SH SOLE 78657. 0. 0. INTUITIVE SURGIC INC COMMON 46120E602 69. 3632. SH SOLE 3632. 0. 0. INVACARE CORP COMMON 461203101 101. 2269. SH SOLE 2269. 0. 0. INVERESK RESH GROUP COMMON 461238107 82. 2651. SH SOLE 2651. 0. 0. INVERNESS MED INNOVA COMMON 46126P106 49. 2254. SH SOLE 2254. 0. 0. INVESTMENT TECH GRP COMMON 46145F105 44. 3439. SH SOLE 3439. 0. 0. INVESTORS FINL SVCS COMMON 461915100 217. 4971. SH SOLE 4971. 0. 0. INVESTORS REAL ESTE SH BEN 461730103 56. 5395. SH SOLE 5395. 0. 0. INVISION TECHNOLOGIE COMMON 461851107 99. 1979. SH SOLE 1979. 0. 0. INVITROGEN CORP COMMON 46185R100 339. 4706. SH SOLE 4706. 0. 0. IOMEGA CORP COMMON 462030305 56. 10119. SH SOLE 10119. 0. 0. IONICS INC COMMON 462218108 52. 1828. SH SOLE 1828. 0. 0. IPAYMENT INC COMMON 46262E105 98. 2397. SH SOLE 2397. 0. 0. IPIX CORPORATION COMMON 44982L103 3. 180. SH SOLE 180. 0. 0. IPSCO INC COMMON 462622101 13225. 589325. SH SOLE 589325. 0. 0. IRON MOUNTAIN INC COMMON 462846106 314. 6509. SH SOLE 6509. 0. 0. IRWIN FINL CORP COMMON 464119106 54. 2035. SH SOLE 2035. 0. 0. --------- PAGE TOTAL 17893.
FORM 13F DATE: 040630 PAGE: 80
ITEM 4 FAIR ITEM 6 ITEM 8 MARKET ITEM 5 INVESTMENT VOTING AUTHORITY ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 (SHARES) ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - --------------------- ------- --------- --------- ---------- --------- --------- ---------- -------- -------- --------- ------- ISIS PHARMACEUTICALS COMMON 464330109 51. 8858. SH SOLE 8858. 0. 0. ISLE OF CAPR CAS INC COMMON 464592104 43. 2470. SH SOLE 2470. 0. 0. ISTAR FINANCIAL INC COMMON 45031U101 307. 7670. SH SOLE 7670. 0. 0. ITEX CORP COMMON 465647204 1. 2800. SH SOLE 2800. 0. 0. ITLA CAP CORP COMMON 450565106 46. 1146. SH SOLE 1146. 0. 0. ITRON INC COMMON 465741106 61. 2667. SH SOLE 2667. 0. 0. ITT EDUCATIONAL SVCS COMMON 45068B109 127. 3329. SH SOLE 3329. 0. 0. ITT INDS INC(IND) COMMON 450911102 3271. 39414. SH SOLE 38339. 0. 1075. IVANHOE ENERGY COMMON 465790103 269. 123600. SH SOLE 123600. 0. 0. IVANHOE MINES COMMON 46579N103 1009. 187750. SH SOLE 187750. 0. 0. IVAX CORP COMMON 465823102 358. 14932. SH SOLE 14932. 0. 0. IXIA COMMON 45071R109 44. 4536. SH SOLE 4536. 0. 0. J&J SNACK FOODS CORP COMMON 466032109 62. 1521. SH SOLE 1521. 0. 0. J2 GLOBAL COMMUNICAT COMMON 46626E205 56. 2015. SH SOLE 2015. 0. 0. JABIL CIRCUIT INC COMMON 466313103 8163. 324203. SH SOLE 316528. 0. 7675. JACK IN THE BOX INC COMMON 466367109 85. 2853. SH SOLE 2853. 0. 0. JACOBS ENGR GROUP COMMON 469814107 167. 4231. SH SOLE 4231. 0. 0. --------- PAGE TOTAL 14120.
FORM 13F DATE: 040630 PAGE: 81
ITEM 4 FAIR ITEM 6 ITEM 8 MARKET ITEM 5 INVESTMENT VOTING AUTHORITY ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 (SHARES) ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - --------------------- ------- --------- --------- ---------- --------- --------- ---------- -------- -------- --------- ------- JACUZZI BRANDS COMMON 469865109 62. 7712. SH SOLE 7712. 0. 0. JAKKS PAC INC COMMON 47012E106 84. 4051. SH SOLE 4051. 0. 0. JANUS CAPITAL GROUP COMMON 47102X105 318. 19289. SH SOLE 19289. 0. 0. JARDEN CORP COMMON 471109108 69. 1930. SH SOLE 1930. 0. 0. JDA SOFTWARE GRP COMMON 46612K108 34. 2544. SH SOLE 2544. 0. 0. JDS UNIPHASE CORP COMMON 46612J101 580. 152943. SH SOLE 152943. 0. 0. JEFFERIES GRP INC COMMON 472319102 128. 4146. SH SOLE 4146. 0. 0. JEFFERSON PILOT CORP COMMON 475070108 581. 11444. SH SOLE 11444. 0. 0. JETBLUE AIRWAYS CORP COMMON 477143101 227. 7739. SH SOLE 7739. 0. 0. JLG INDS INC COMMON 466210101 61. 4425. SH SOLE 4425. 0. 0. JO-ANN STORES INC COMMON 47758P307 62. 2105. SH SOLE 2105. 0. 0. JOHNSON & JOHNSON COMMON 478160104 36624. 659036. SH SOLE 644356. 0. 14680. JOHNSON CONTROLS INC COMMON 478366107 1876. 35139. SH SOLE 29139. 0. 6000. JOHNSON ELEC HLDG SP ADR 479087207 396. 38825. SH SOLE 38825. 0. 0. JONES APPAREL GROUP COMMON 480074103 403. 10207. SH SOLE 10207. 0. 0. JONES LANG LASALLE COMMON 48020Q107 77. 2853. SH SOLE 2853. 0. 0. JOS A BANK CLOTHIERS COMMON 480838101 69. 2198. SH SOLE 2198. 0. 0. --------- PAGE TOTAL 41651.
FORM 13F DATE: 040630 PAGE: 82
ITEM 4 FAIR ITEM 6 ITEM 8 MARKET ITEM 5 INVESTMENT VOTING AUTHORITY ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 (SHARES) ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - --------------------- ------- --------- --------- ---------- --------- --------- ---------- -------- -------- --------- ------- JOURNAL REGISTER CO COMMON 481138105 60. 2992. SH SOLE 2992. 0. 0. JOY GLOBAL INC COMMON 481165108 109. 3635. SH SOLE 3635. 0. 0. JP MORGAN CHASE&CO COMMON 46625H100 16222. 419054. SH SOLE 411447. 0. 7607. JSC MMC NORILSK NKL SPONS A 46626D108 247. 4456. SH SOLE 4456. 0. 0. JUNIPER NETWORKS COM COMMON 48203R104 5091. 207221. SH SOLE 207221. 0. 0. JUPITER MEDIA METRIX COMMON 48206U104 0. 700. SH SOLE 700. 0. 0. K V PHARMACEUTICAL CLASS A 482740206 83. 3600. SH SOLE 3600. 0. 0. K-SWISS INC CLASS A 482686102 52. 2569. SH SOLE 2569. 0. 0. K2 INC COMMON 482732104 54. 3463. SH SOLE 3463. 0. 0. KANS CITY LIFE INS COMMON 484836101 49. 1164. SH SOLE 1164. 0. 0. KANSAS CITY SOUTHERN COMMON 485170302 70. 4488. SH SOLE 4488. 0. 0. KAYDON CORP COMMON 486587108 72. 2323. SH SOLE 2323. 0. 0. KB HOME COMMON 48666K109 260. 3791. SH SOLE 3791. 0. 0. KBK CAPITAL CORP COMMON 482412103 1. 1200. SH SOLE 1200. 0. 0. KEANE INC COMMON 486665102 63. 4638. SH SOLE 4638. 0. 0. KELLOGG CO COMMON 487836108 1753. 41877. SH SOLE 41877. 0. 0. KELLWOOD CO COMMON 488044108 84. 1931. SH SOLE 1931. 0. 0. --------- PAGE TOTAL 24270.
FORM 13F DATE: 040630 PAGE: 83
ITEM 4 FAIR ITEM 6 ITEM 8 MARKET ITEM 5 INVESTMENT VOTING AUTHORITY ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 (SHARES) 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 78. 6411. SH SOLE 6411. 0. 0. KENNAMETAL INC COMMON 489170100 120. 2627. SH SOLE 2627. 0. 0. KERR MCGEE CORP COMMON 492386107 1566. 29128. SH SOLE 29128. 0. 0. KEY ENERGY SVCS COMMON 492914106 91. 9682. SH SOLE 9682. 0. 0. KEYCORP COMMON 493267108 1312. 43896. SH SOLE 43896. 0. 0. KEYSPAN CORPORATION COMMON 49337W100 469. 12777. SH SOLE 12777. 0. 0. KEYSTONE AUTOMOTIVE COMMON 49338N109 61. 2181. SH SOLE 2181. 0. 0. KEYSTONE PPTY TR COR COMMON 493596100 67. 2785. SH SOLE 2785. 0. 0. KFX INC COMMON 48245L107 66. 8629. SH SOLE 8629. 0. 0. KILROY RLTY CORP COMMON 49427F108 69. 2013. SH SOLE 2013. 0. 0. KIMBALL INTL INC CLASS B 494274103 54. 3642. SH SOLE 3642. 0. 0. KIMBERLY CLARK CORP COMMON 494368103 4724. 71703. SH SOLE 71103. 0. 600. KIMCO REALTY CORP COMMON 49446R109 383. 8420. SH SOLE 8420. 0. 0. KINDER MORGAN INC COMMON 49455P101 875. 14766. SH SOLE 14766. 0. 0. KINDER MORGAN MANAGE COMMON 49455U100 131. 3574. SH SOLE 3574. 0. 0. KINDRED HEALTHCARE I COMMON 494580103 69. 2600. SH SOLE 2600. 0. 0. --------- PAGE TOTAL 10212.
FORM 13F DATE: 040630 PAGE: 84
ITEM 4 FAIR ITEM 6 ITEM 8 MARKET ITEM 5 INVESTMENT VOTING AUTHORITY ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 (SHARES) ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - --------------------- ------- --------- --------- ---------- --------- --------- ---------- -------- -------- --------- ------- KING PHARMACEUTICALS COMMON 495582108 223. 19457. SH SOLE 19457. 0. 0. KINGSWAY FINANCIAL COMMON 496904103 1547. 130700. SH SOLE 130700. 0. 0. KINROSS GOLD CORP COMMON 496902206 2027. 366088. SH SOLE 366088. 0. 0. KIRBY CORPORATION COMMON 497266106 72. 1855. SH SOLE 1855. 0. 0. KIRKLANDS INC COMMON 497498105 31. 2628. SH SOLE 2628. 0. 0. KLA-TENCOR CORP COMMON 482480100 5602. 113450. SH SOLE 113450. 0. 0. KNIGHT TRADING GROUP COMMON 499063105 84. 8430. SH SOLE 8430. 0. 0. KNIGHT TRANSN INC COMMON 499064103 78. 2718. SH SOLE 2718. 0. 0. KNIGHT-RIDDER INC COMMON 499040103 467. 6489. SH SOLE 6489. 0. 0. KOHLS CORP COMMON 500255104 1481. 35021. SH SOLE 35021. 0. 0. KONINKLIJKE AHOLD SP ADR 500467303 326. 41100. SH SOLE 41100. 0. 0. KONINKLIJKE PHIL ELE ADR (1 500472303 522. 19209. SH SOLE 19209. 0. 0. KOOKMIN BK NEW SPONSOR 50049M109 251. 7984. SH SOLE 7984. 0. 0. KOPIN CORP COMMON 500600101 35. 6936. SH SOLE 6936. 0. 0. KOREA ELECTRIC PWR SP ADR 500631106 33. 3600. SH SOLE 3600. 0. 0. KORN FERRY INTL COMMON 500643200 116. 5974. SH SOLE 5974. 0. 0. KOS PHARMACEUTICALS COMMON 500648100 51. 1562. SH SOLE 1562. 0. 0. --------- PAGE TOTAL 12946.
FORM 13F DATE: 040630 PAGE: 85
ITEM 4 FAIR ITEM 6 ITEM 8 MARKET ITEM 5 INVESTMENT VOTING AUTHORITY ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 (SHARES) ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - --------------------- ------- --------- --------- ---------- --------- --------- ---------- -------- -------- --------- ------- KRAFT FOODS INC CLASS A 50075N104 824. 26017. SH SOLE 26017. 0. 0. KRAMONT REALTY TR COMMON 50075Q107 50. 3110. SH SOLE 3110. 0. 0. KRISPY KREME DOUGHN COMMON 501014104 82. 4280. SH SOLE 4280. 0. 0. KROGER CO COMMON 501044101 1481. 81359. SH SOLE 81359. 0. 0. KROLL INC COMMON 501049100 114. 3094. SH SOLE 3094. 0. 0. KRONOS INC COMMON 501052104 91. 2202. SH SOLE 2202. 0. 0. KRONOS WORLDWIDE COMMON 50105F105 1. 23. SH SOLE 23. 0. 0. KT CORPORATION ADR(0.5 48268K101 31. 1700. SH SOLE 1700. 0. 0. KULICKE & SOFFA INDS COMMON 501242101 40. 3617. SH SOLE 3617. 0. 0. KYPHON INC COMMON 501577100 79. 2812. SH SOLE 2812. 0. 0. L OREAL CO ADR (0. 502117203 393. 24407. SH SOLE 24407. 0. 0. L-3 COMMUNICATIONS COMMON 502424104 491. 7357. SH SOLE 7357. 0. 0. LA QUINTA PPTYS INC PAIRED 50419U202 94. 11218. SH SOLE 11218. 0. 0. LA-Z-BOY INC COMMON 505336107 73. 4055. SH SOLE 4055. 0. 0. LABONE INC COMMON 50540L105 66. 2081. SH SOLE 2081. 0. 0. LABOR READY INC COMMON 505401208 73. 4732. SH SOLE 4732. 0. 0. LABORATORY CORP AMER COMMON 50540R409 439. 11054. SH SOLE 11054. 0. 0. --------- PAGE TOTAL 4422.
FORM 13F DATE: 040630 PAGE: 86
ITEM 4 FAIR ITEM 6 ITEM 8 MARKET ITEM 5 INVESTMENT VOTING AUTHORITY ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 (SHARES) ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - --------------------- ------- --------- --------- ---------- --------- --------- ---------- -------- -------- --------- ------- LABRANCHE & CO INC COMMON 505447102 45. 5375. SH SOLE 5375. 0. 0. LACLEDE GROUP INC COMMON 505597104 52. 1886. SH SOLE 1886. 0. 0. LAFARGE NORTH AMCA COMMON 505862102 231. 5339. SH SOLE 5339. 0. 0. LAM RESEARCH CORP COMMON 512807108 325. 12132. SH SOLE 12132. 0. 0. LAMAR ADVERTISING CO CLASS A 512815101 354. 8164. SH SOLE 8164. 0. 0. LANCASTER COLONY COMMON 513847103 111. 2659. SH SOLE 2659. 0. 0. LANCE INC COMMON 514606102 65. 4249. SH SOLE 4249. 0. 0. LANDAMERICA FINL G COMMON 514936103 53. 1354. SH SOLE 1354. 0. 0. LANDAUER INC COMMON 51476K103 62. 1395. SH SOLE 1395. 0. 0. LANDRYS RESTAURANTS COMMON 51508L103 64. 2157. SH SOLE 2157. 0. 0. LANDSTAR SYS INC COMMON 515098101 119. 2249. SH SOLE 2249. 0. 0. LARSCOM INC COMMON 51729Y207 0. 3. SH SOLE 3. 0. 0. LATTICE SEMICONDUCTR COMMON 518415104 57. 8184. SH SOLE 8184. 0. 0. LAUREATE EDUCATION COMMON 518613104 122. 3198. SH SOLE 3198. 0. 0. LAWSON PRODS INC COMMON 520776105 67. 1756. SH SOLE 1756. 0. 0. LEAPFROG ENTERPRISES CL A 52186N106 38. 1911. SH SOLE 1911. 0. 0. LEAR CORPORATION COMMON 521865105 302. 5126. SH SOLE 5126. 0. 0. --------- PAGE TOTAL 2067.
FORM 13F DATE: 040630 PAGE: 87
ITEM 4 FAIR ITEM 6 ITEM 8 MARKET ITEM 5 INVESTMENT VOTING AUTHORITY ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 (SHARES) ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - --------------------- ------- --------- --------- ---------- --------- --------- ---------- -------- -------- --------- ------- LEARNING TREE INTL COMMON 522015106 45. 3117. SH SOLE 3117. 0. 0. LEE ENTERPRISES INC COMMON 523768109 163. 3401. SH SOLE 3401. 0. 0. LEGG MASON INC COMMON 524901105 457. 5017. SH SOLE 5017. 0. 0. LEGGETT & PLATT INC COMMON 524660107 750. 28096. SH SOLE 28096. 0. 0. LEHMAN BROS HLDGS COMMON 524908100 2103. 27950. SH SOLE 27950. 0. 0. LENNAR CORP CLASS A 526057104 503. 11247. SH SOLE 11247. 0. 0. LENNAR CORP CLASS B 526057302 32. 782. SH SOLE 782. 0. 0. LENNOX INTL INC COMMON 526107107 79. 4348. SH SOLE 4348. 0. 0. LEUCADIA NATL CORP COMMON 527288104 269. 5403. SH SOLE 5403. 0. 0. LEVEL 3 COMMUNICTN COMMON 52729N100 218. 62146. SH SOLE 62146. 0. 0. LEXAR MEDIA INC COMMON 52886P104 38. 5624. SH SOLE 5624. 0. 0. LEXICON GENETIC INC COMMON 528872104 80. 10215. SH SOLE 10215. 0. 0. LEXINGTON CORP PPTYS COMMON 529043101 59. 2942. SH SOLE 2942. 0. 0. LEXMARK INTL CLASS A 529771107 5450. 56464. SH SOLE 56464. 0. 0. LIBBEY INC COMMON 529898108 53. 1922. SH SOLE 1922. 0. 0. LIBERTY CORP S C COMMON 530370105 68. 1453. SH SOLE 1453. 0. 0. LIBERTY MEDIA CORP COMMON 530718105 2507. 278814. SH SOLE 278814. 0. 0. --------- PAGE TOTAL 12874.
FORM 13F DATE: 040630 PAGE: 88
ITEM 4 FAIR ITEM 6 ITEM 8 MARKET ITEM 5 INVESTMENT VOTING AUTHORITY ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 (SHARES) ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - --------------------- ------- --------- --------- ---------- --------- --------- ---------- -------- -------- --------- ------- LIBERTY MEDIA INTL COMMON 530719103 350. 9438. SH SOLE 9438. 0. 0. LIBERTY PPTY TR SH BEN 531172104 243. 6048. SH SOLE 6048. 0. 0. LIFEPOINT HOSPITALS COMMON 53219L109 109. 2919. SH SOLE 2919. 0. 0. LIGAND PHARM INC CLASS B 53220K207 89. 5147. SH SOLE 5147. 0. 0. LIMITED BRANDS INC COMMON 532716107 1102. 58923. SH SOLE 58923. 0. 0. LIN TV CORP CLASS A 532774106 52. 2470. SH SOLE 2470. 0. 0. LINCARE HLDGS INC COMMON 532791100 304. 9261. SH SOLE 9261. 0. 0. LINCOLN ELEC HLDGS COMMON 533900106 105. 3071. SH SOLE 3071. 0. 0. LINCOLN NATL CORP COMMON 534187109 678. 14355. SH SOLE 14355. 0. 0. LINDSAY MFG CO COMMON 535555106 55. 2298. SH SOLE 2298. 0. 0. LINEAR TECHNOLOGY COMMON 535678106 1671. 42329. SH SOLE 42329. 0. 0. LINENS N THINGS INC COMMON 535679104 96. 3259. SH SOLE 3259. 0. 0. LIONBRIDGE TECH INC COMMON 536252109 42. 5461. SH SOLE 5461. 0. 0. LITHIA MTRS INC CLASS A 536797103 55. 2204. SH SOLE 2204. 0. 0. LITTELFUSE INC COMMON 537008104 85. 2002. SH SOLE 2002. 0. 0. LIZ CLAIBORNE INC COMMON 539320101 490. 13607. SH SOLE 13607. 0. 0. LKQ CORP COMMON 501889208 61. 3280. SH SOLE 3280. 0. 0. --------- PAGE TOTAL 5587.
FORM 13F DATE: 040630 PAGE: 89
ITEM 4 FAIR ITEM 6 ITEM 8 MARKET ITEM 5 INVESTMENT VOTING AUTHORITY ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 (SHARES) ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - --------------------- ------- --------- --------- ---------- --------- --------- ---------- -------- -------- --------- ------- LLOYDS TSB GROUP PLC SP ADR( 539439109 854. 26775. SH SOLE 26775. 0. 0. LNR PROPERTY CORP COMMON 501940100 80. 1477. SH SOLE 1477. 0. 0. LOCAL FINL CORP COMMON 539553107 55. 2710. SH SOLE 2710. 0. 0. LOCKHEED MARTIN CORP COMMON 539830109 2350. 45118. SH SOLE 45118. 0. 0. LOEWS CORP COMMON 540424108 1304. 21749. SH SOLE 21749. 0. 0. LONE STAR STEAKHOUSE COMMON 542307103 69. 2538. SH SOLE 2538. 0. 0. LONE STAR TECH COMMON 542312103 107. 3878. SH SOLE 3878. 0. 0. LONGS DRUG STORES COMMON 543162101 65. 2718. SH SOLE 2718. 0. 0. LONGVIEW FIBRE CO COMMON 543213102 74. 5032. SH SOLE 5032. 0. 0. LORAL SPACE & COMM COMMON G56462198 0. 890. SH SOLE 890. 0. 0. LOUDEYE TECH INC COMMON 545754103 1. 800. SH SOLE 800. 0. 0. LOUISIANA PAC CORP COMMON 546347105 200. 8439. SH SOLE 8439. 0. 0. LOWES CO COMMON 548661107 4505. 85726. SH SOLE 85726. 0. 0. LSI LOGIC CORP COMMON 502161102 786. 103140. SH SOLE 103140. 0. 0. LTX CORP COMMON 502392103 39. 3605. SH SOLE 3605. 0. 0. LUBRIZOL CORP COMMON 549271104 140. 3821. SH SOLE 3821. 0. 0. LUCENT TECHNOLOGIES COMMON 549463107 1531. 405025. SH SOLE 404825. 0. 200. --------- PAGE TOTAL 12160.
FORM 13F DATE: 040630 PAGE: 90
ITEM 4 FAIR ITEM 6 ITEM 8 MARKET ITEM 5 INVESTMENT VOTING AUTHORITY ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 (SHARES) ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - --------------------- ------- --------- --------- ---------- --------- --------- ---------- -------- -------- --------- ------- LUKOIL HLDGS SP ADR 677862104 789. 7488. SH SOLE 7488. 0. 0. LUXOTTICA GROUP SPA SP ADR 55068R202 19928. 808277. SH SOLE 798781. 0. 9496. LYON WILLIAM HOMES COMMON 552074106 79. 859. SH SOLE 859. 0. 0. LYONDELL CHEMICAL CO COMMON 552078107 231. 13269. SH SOLE 13269. 0. 0. M & T BK CORP COMMON 55261F104 843. 9652. SH SOLE 9652. 0. 0. M/I HOMES INC COMMON 55305B101 56. 1382. SH SOLE 1382. 0. 0. MACDERMID INC COMMON 554273102 78. 2297. SH SOLE 2297. 0. 0. MACERICH CO COMMON 554382101 192. 4013. SH SOLE 4013. 0. 0. MACK CALI RLTY CORP COMMON 554489104 183. 4433. SH SOLE 4433. 0. 0. MACROMEDIA INC COMMON 556100105 114. 4646. SH SOLE 4646. 0. 0. MACROVISION CORP COMMON 555904101 89. 3545. SH SOLE 3545. 0. 0. MADDEN STEVEN LTD COMMON 556269108 52. 2612. SH SOLE 2612. 0. 0. MAF BANCORP INC COMMON 55261R108 83. 1937. SH SOLE 1937. 0. 0. MAGELLAN MIDSTREAM COMMON 559080106 23. 446. SH SOLE 446. 0. 0. MAGMA DESIGN AUTOMAT COMMON 559181102 45. 2339. SH SOLE 2339. 0. 0. MAGNA INTL INC CLASS A 559222401 116202. 1370734. SH SOLE 1353284. 0. 17450. --------- PAGE TOTAL 138987.
FORM 13F DATE: 040630 PAGE: 91
ITEM 4 FAIR ITEM 6 ITEM 8 MARKET ITEM 5 INVESTMENT VOTING AUTHORITY ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 (SHARES) ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - --------------------- ------- --------- --------- ---------- --------- --------- ---------- -------- -------- --------- ------- MAGNUM HUNTER RES COMMON 55972F203 66. 6319. SH SOLE 6319. 0. 0. MAGUIRE PPTYS INC COMMON 559775101 78. 3164. SH SOLE 3164. 0. 0. MAGYAR TAVKOZLESI RT ADR(5 H 559776109 32. 1560. SH SOLE 1560. 0. 0. MAIN STR BKS INC COMMON 56034R102 58. 2047. SH SOLE 2047. 0. 0. MANAGEMENT NTWK GRP COMMON 561693102 2. 800. SH SOLE 800. 0. 0. MANDALAY RESORT GRP COMMON 562567107 311. 4529. SH SOLE 4529. 0. 0. MANHATTAN ASSOCS IN COMMON 562750109 67. 2161. SH SOLE 2161. 0. 0. MANITOWOC INC COMMON 563571108 78. 2303. SH SOLE 2303. 0. 0. MANOR CARE INC COMMON 564055101 235. 7197. SH SOLE 7197. 0. 0. MANPOWER INC COMMON 56418H100 301. 5931. SH SOLE 5931. 0. 0. MANTECH INTL CORP CLASS A 564563104 44. 2327. SH SOLE 2327. 0. 0. MANUFACTR HOME CMNTY COMMON 564682102 54. 1628. SH SOLE 1628. 0. 0. MANUGISTICS GRP COMMON 565011103 24. 7203. SH SOLE 7203. 0. 0. MANULIFE FINCL CORP COMMON 56501R106 200386. 4969318. SH SOLE 4891793. 0. 77525. MARATHON OIL CORP COMMON 565849106 1335. 35293. SH SOLE 35293. 0. 0. MARCUS CORP COMMON 566330106 63. 3664. SH SOLE 3664. 0. 0. MARKEL CORP COMMON 570535104 209. 753. SH SOLE 753. 0. 0. --------- PAGE TOTAL 203343.
FORM 13F DATE: 040630 PAGE: 92
ITEM 4 FAIR ITEM 6 ITEM 8 MARKET ITEM 5 INVESTMENT VOTING AUTHORITY ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 (SHARES) ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - --------------------- ------- --------- --------- ---------- --------- --------- ---------- -------- -------- --------- ------- MARRIOTT INTL INC CLASS A 571903202 1312. 26295. SH SOLE 26295. 0. 0. MARSH & MCLENNAN COS COMMON 571748102 6581. 145357. SH SOLE 143257. 0. 2100. MARSHALL & ILSLEY COMMON 571834100 1060. 27111. SH SOLE 27111. 0. 0. MARTEK BIOSCI COMMON 572901106 115. 2044. SH SOLE 2044. 0. 0. MARTEN TRANS LTD COMMON 573075108 62. 3303. SH SOLE 3303. 0. 0. MARTIN MARIETTA MATL COMMON 573284106 165. 3733. SH SOLE 3733. 0. 0. MARVEL ENTERPRISES COMMON 57383M108 225. 11546. SH SOLE 11546. 0. 0. MARVELL TECH GRP LTD COMMON G5876H105 8. 288. SH SOLE 288. 0. 0. MASCO CORP COMMON 574599106 1585. 50834. SH SOLE 50834. 0. 0. MASONITE INTL COMMON 575384102 29003. 1126155. SH SOLE 1102135. 0. 24020. MASSEY ENERGY CO COMMON 576206106 158. 5589. SH SOLE 5589. 0. 0. MASTEC INC COMMON 576323109 23. 4311. SH SOLE 4311. 0. 0. MATSUSHITA ELEC INDL ADR(1 C 576879209 25. 1751. SH SOLE 1129. 0. 622. MATTEL INC COMMON 577081102 664. 36373. SH SOLE 36373. 0. 0. MATTHEWS INTL CORP CLASS A 577128101 77. 2345. SH SOLE 2345. 0. 0. MATTSON TECH INC COMMON 577223100 44. 3629. SH SOLE 3629. 0. 0. --------- PAGE TOTAL 41107.
FORM 13F DATE: 040630 PAGE: 93
ITEM 4 FAIR ITEM 6 ITEM 8 MARKET ITEM 5 INVESTMENT VOTING AUTHORITY ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 (SHARES) ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - --------------------- ------- --------- --------- ---------- --------- --------- ---------- -------- -------- --------- ------- MAVERICK TUBE CORP COMMON 577914104 80. 3049. SH SOLE 3049. 0. 0. MAXIM INTEGRATED PRO COMMON 57772K101 2296. 43792. SH SOLE 43792. 0. 0. MAXIMUS INC COMMON 577933104 54. 1518. SH SOLE 1518. 0. 0. MAXTOR CORP COMMON 577729205 118. 17771. SH SOLE 17771. 0. 0. MAXYGEN INC COMMON 577776107 60. 5633. SH SOLE 5633. 0. 0. MAY DEPT STORES CO COMMON 577778103 1002. 36463. SH SOLE 36463. 0. 0. MAYTAG CORP COMMON 578592107 155. 6335. SH SOLE 6335. 0. 0. MB FINANCIAL INC NEW COMMON 55264U108 71. 1939. SH SOLE 1939. 0. 0. MBIA INC COMMON 55262C100 687. 12025. SH SOLE 12025. 0. 0. MBNA CORP COMMON 55262L100 3304. 128109. SH SOLE 128109. 0. 0. MCCORMICK & CO INC COMMON 579780206 383. 11253. SH SOLE 11253. 0. 0. MCDATA CORPORATION CLASS A 580031201 48. 8844. SH SOLE 8844. 0. 0. MCDERMOTT INTL INC COMMON 580037109 62. 6067. SH SOLE 6067. 0. 0. MCDONALDS CORP COMMON 580135101 4033. 155119. SH SOLE 155119. 0. 0. MCG CAPITAL CORP COMMON 58047P107 46. 2994. SH SOLE 2994. 0. 0. MCGRATH RENTCORP COMMON 580589109 70. 1894. SH SOLE 1894. 0. 0. MCGRAW HILL COS INC COMMON 580645109 1597. 20852. SH SOLE 20852. 0. 0. --------- PAGE TOTAL 14066.
FORM 13F DATE: 040630 PAGE: 94
ITEM 4 FAIR ITEM 6 ITEM 8 MARKET ITEM 5 INVESTMENT VOTING AUTHORITY ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 (SHARES) ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - --------------------- ------- --------- --------- ---------- --------- --------- ---------- -------- -------- --------- ------- MCKESSON CORP COMMON 58155Q103 1091. 31769. SH SOLE 31769. 0. 0. MDC HOLDINGS COMMON 552676108 141. 2214. SH SOLE 2214. 0. 0. MDS INC COMMON 55269P302 35624. 2317980. SH SOLE 2271780. 0. 46200. MDU RES GROUP INC COMMON 552690109 208. 8640. SH SOLE 8640. 0. 0. MEADWESTVACO CORP COMMON 583334107 798. 27163. SH SOLE 27163. 0. 0. MEDAREX INC COMMON 583916101 56. 7654. SH SOLE 7654. 0. 0. MEDCO HEALTH SOL COMMON 58405U102 1307. 34844. SH SOLE 34411. 0. 433. MEDIA GEN INC CLASS A 584404107 111. 1735. SH SOLE 1735. 0. 0. MEDIACOM COMMUN CORP COMMON 58446K105 59. 7606. SH SOLE 7606. 0. 0. MEDICALOGIC INC COMMON 584642102 0. 1300. SH SOLE 1300. 0. 0. MEDICINES CO COMMON 584688105 107. 3496. SH SOLE 3496. 0. 0. MEDICIS PHARMACEUTCL CLASS A 584690309 166. 4147. SH SOLE 4147. 0. 0. MEDIMMUNE INC COMMON 584699102 754. 32221. SH SOLE 32221. 0. 0. MEDQUIST INC COMMON 584949101 39. 3388. SH SOLE 3388. 0. 0. MEDTRONIC INC COMMON 585055106 12876. 265531. SH SOLE 259281. 0. 6250. MELLON FINL CORP COMMON 58551A108 1963. 66942. SH SOLE 66942. 0. 0. MEMBERWORKS INC COMMON 586002107 57. 1917. SH SOLE 1917. 0. 0. --------- PAGE TOTAL 55357.
FORM 13F DATE: 040630 PAGE: 95
ITEM 4 FAIR ITEM 6 ITEM 8 MARKET ITEM 5 INVESTMENT VOTING AUTHORITY ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 (SHARES) ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - --------------------- ------- --------- --------- ---------- --------- --------- ---------- -------- -------- --------- ------- MEMC ELECTR MATLS COMMON 552715104 156. 15741. SH SOLE 15741. 0. 0. MENS WEARHOUSE INC COMMON 587118100 76. 2867. SH SOLE 2867. 0. 0. MENTOR CORP MINN COMMON 587188103 118. 3444. SH SOLE 3444. 0. 0. MENTOR GRAPHICS CORP COMMON 587200106 79. 5110. SH SOLE 5110. 0. 0. MERCANTILE BANKSHARE COMMON 587405101 284. 6065. SH SOLE 6065. 0. 0. MERCK & CO INC COMMON 589331107 16013. 337508. SH SOLE 331158. 0. 6350. MERCURY COMPUTER SYS COMMON 589378108 60. 2439. SH SOLE 2439. 0. 0. MERCURY GENERAL CORP COMMON 589400100 205. 4126. SH SOLE 4126. 0. 0. MERCURY INTERACTIVE COMMON 589405109 8321. 166980. SH SOLE 166980. 0. 0. MEREDITH CORP COMMON 589433101 220. 4010. SH SOLE 4010. 0. 0. MERIDIAN GOLD CORP COMMON 589975101 1473. 114346. SH SOLE 114346. 0. 0. MERISTAR HOSPTLY CRP COMMON 58984Y103 57. 8279. SH SOLE 8279. 0. 0. MERIT MEDICAL SYS COMMON 589889104 42. 2662. SH SOLE 2662. 0. 0. MERITAGE CORP COMMON 59001A102 65. 947. SH SOLE 947. 0. 0. MERIX CORP COMMON 590049102 31. 2692. SH SOLE 2692. 0. 0. MERRILL LYNCH & CO COMMON 590188108 17621. 326765. SH SOLE 314565. 0. 12200. MESA AIR GROUP COMMON 590479101 42. 5187. SH SOLE 5187. 0. 0. --------- PAGE TOTAL 44863.
FORM 13F DATE: 040630 PAGE: 96
ITEM 4 FAIR ITEM 6 ITEM 8 MARKET ITEM 5 INVESTMENT VOTING AUTHORITY ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 (SHARES) ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - --------------------- ------- --------- --------- ---------- --------- --------- ---------- -------- -------- --------- ------- METALLICA RESOURCES COMMON 59125J104 2868. 3706660. SH SOLE 3706660. 0. 0. METASOLV INC COMMON 59139P104 2. 800. SH SOLE 800. 0. 0. METHANEX CORP COMMON 59151K108 1735. 131400. SH SOLE 131400. 0. 0. METHODE ELECTRS INC COMMON 591520200 58. 4461. SH SOLE 4461. 0. 0. METLIFE INC COMMON 59156R108 4643. 129499. SH SOLE 129499. 0. 0. METRIS COS INC COMMON 591598107 94. 10800. SH SOLE 10800. 0. 0. METRO GOLDWYN MAYER COMMON 591610100 226. 18686. SH SOLE 18686. 0. 0. METRO ONE TELECMM COMMON 59163F105 1. 600. SH SOLE 600. 0. 0. METROLOGIC INSTRS COMMON 591676101 46. 2319. SH SOLE 2319. 0. 0. MFA MORTGAGE INVESTM COMMON 55272X102 50. 5607. SH SOLE 5607. 0. 0. MGE ENERGY INC COMMON 55277P104 56. 1707. SH SOLE 1707. 0. 0. MGI PHARMA INC COMMON 552880106 124. 4586. SH SOLE 4586. 0. 0. MGIC INVT CORP COMMON 552848103 603. 7950. SH SOLE 7950. 0. 0. MGM MIRAGE COMMON 552953101 536. 11424. SH SOLE 11424. 0. 0. MI DEVELOPMENTS INC CL A CO 55304X104 1411. 51704. SH SOLE 51704. 0. 0. MICHAELS STORES INC COMMON 594087108 280. 5083. SH SOLE 5083. 0. 0. MICREL INC COMMON 594793101 83. 6853. SH SOLE 6853. 0. 0. --------- PAGE TOTAL 12816.
FORM 13F DATE: 040630 PAGE: 97
ITEM 4 FAIR ITEM 6 ITEM 8 MARKET ITEM 5 INVESTMENT VOTING AUTHORITY ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 (SHARES) ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - --------------------- ------- --------- --------- ---------- --------- --------- ---------- -------- -------- --------- ------- MICRO SYSTEMS INC COMMON 594901100 63. 1313. SH SOLE 1313. 0. 0. MICROCHIP TECHNOLOGY COMMON 595017104 2943. 93322. SH SOLE 93322. 0. 0. MICROMUSE INC COMMON 595094103 43. 6416. SH SOLE 6416. 0. 0. MICRON TECHNOLOGY COMMON 595112103 775. 50639. SH SOLE 50639. 0. 0. MICROSEMI CORP COMMON 595137100 70. 4904. SH SOLE 4904. 0. 0. MICROSOFT CORP COMMON 594918104 63788. 2238483. SH SOLE 2187003. 0. 51480. MICROSTRATEGY INC CL A 594972408 86. 2008. SH SOLE 2008. 0. 0. MICROTUNE INC DEL COMMON 59514P109 7. 1500. SH SOLE 1500. 0. 0. MID-AMER APT CMNTYS COMMON 59522J103 64. 1692. SH SOLE 1692. 0. 0. MID-STATE BANCSHARE COMMON 595440108 51. 2170. SH SOLE 2170. 0. 0. MIDLAND CO COMMON 597486109 71. 2391. SH SOLE 2391. 0. 0. MIDWEST BANC HOLDING COMMON 598251106 53. 2377. SH SOLE 2377. 0. 0. MILLENNIUM CHEMICALS COMMON 599903101 93. 5345. SH SOLE 5345. 0. 0. MILLENNIUM PHARMA COMMON 599902103 398. 28817. SH SOLE 28817. 0. 0. MILLER HERMAN INC COMMON 600544100 156. 5405. SH SOLE 5405. 0. 0. MILLIPORE CORP COMMON 601073109 221. 3920. SH SOLE 3920. 0. 0. MILLS CORP COMMON 601148109 158. 3383. SH SOLE 3383. 0. 0. --------- PAGE TOTAL 69040.
FORM 13F DATE: 040630 PAGE: 98
ITEM 4 FAIR ITEM 6 ITEM 8 MARKET ITEM 5 INVESTMENT VOTING AUTHORITY ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 (SHARES) ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - --------------------- ------- --------- --------- ---------- --------- --------- ---------- -------- -------- --------- ------- MINDSPEED TECH COMMON 602682106 41. 8279. SH SOLE 8279. 0. 0. MINE SAFETY APPLIANC COMMON 602720104 90. 2671. SH SOLE 2671. 0. 0. MINEFINDERS CORP LTD COMMON 602900102 261. 38600. SH SOLE 38600. 0. 0. MINERALS TECHNOLOGS COMMON 603158106 87. 1494. SH SOLE 1494. 0. 0. MIPS TECHNOLOGIES COMMON 604567107 4. 623. SH SOLE 623. 0. 0. MIRAMAR MINING CORP COMMON 60466E100 188. 164000. SH SOLE 164000. 0. 0. MIRANT CORP COMMON 604675108 1. 2656. SH SOLE 2656. 0. 0. MKS INSTRUMENT INC COMMON 55306N104 89. 3885. SH SOLE 3885. 0. 0. MOBILE MINI INC COMMON 60740F105 75. 2625. SH SOLE 2625. 0. 0. MOBILITY ELECTRONICS COMMON 60741U101 41. 4836. SH SOLE 4836. 0. 0. MODINE MFG CO COMMON 607828100 79. 2485. SH SOLE 2485. 0. 0. MOHAWK INDS INC COMMON 608190104 371. 5061. SH SOLE 5061. 0. 0. MOLEX INC COMMON 608554101 573. 17867. SH SOLE 17867. 0. 0. MONACO COACH CORP COMMON 60886R103 63. 2243. SH SOLE 2243. 0. 0. MONDAVI ROBERT CLASS A 609200100 56. 1523. SH SOLE 1523. 0. 0. MONSANTO CO COMMON 61166W101 814. 21135. SH SOLE 21135. 0. 0. MONSTER WORLDWIDE COMMON 611742107 233. 9059. SH SOLE 9059. 0. 0. --------- PAGE TOTAL 3066.
FORM 13F DATE: 040630 PAGE: 99
ITEM 4 FAIR ITEM 6 ITEM 8 MARKET ITEM 5 INVESTMENT VOTING AUTHORITY ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 (SHARES) ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - --------------------- ------- --------- --------- ---------- --------- --------- ---------- -------- -------- --------- ------- MONY GROUP INC COMMON 615337102 109. 3481. SH SOLE 3481. 0. 0. MOODYS CORP COMMON 615369105 801. 12381. SH SOLE 12381. 0. 0. MOOG INC CLASS A 615394202 71. 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 STAN INDIA COMMON 61745C105 1036. 51408. SH SOLE 51408. 0. 0. MORGAN STANLEY COMMON 617446448 14149. 268134. SH SOLE 264309. 0. 3825. MOTIVE INC COMMON 61980V107 1030. 100000. SH SOLE 100000. 0. 0. MOTOROLA INC COMMON 620076109 9820. 538105. SH SOLE 538105. 0. 0. MOVADO GROUP INC COMMON 624580106 70. 4076. SH SOLE 4076. 0. 0. MOVIE GALLERY COMMON 624581104 53. 2726. SH SOLE 2726. 0. 0. MPS GROUP INC COMMON 553409103 92. 7566. SH SOLE 7566. 0. 0. MRO SOFTWARE INC COMMON 55347W105 53. 3862. SH SOLE 3862. 0. 0. MRV COMMUNICATIONS COMMON 553477100 46. 16740. SH SOLE 16740. 0. 0. MSC INDL DIRECT INC CLASS A 553530106 83. 2518. SH SOLE 2518. 0. 0. MSC SOFTWARE CORP COMMON 553531104 45. 5005. SH SOLE 5005. 0. 0. MTS SYSTEMS CORP COMMON 553777103 73. 3101. SH SOLE 3101. 0. 0. --------- PAGE TOTAL 27531.
FORM 13F DATE: 040630 PAGE: 100
ITEM 4 FAIR ITEM 6 ITEM 8 MARKET ITEM 5 INVESTMENT VOTING AUTHORITY ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 (SHARES) ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - --------------------- ------- --------- --------- ---------- --------- --------- ---------- -------- -------- --------- ------- MUELLER INDS INC COMMON 624756102 91. 2543. SH SOLE 2543. 0. 0. MULTIMEDIA GAMES COMMON 625453105 71. 2637. SH SOLE 2637. 0. 0. MURPHY OIL CORP COMMON 626717102 517. 7009. SH SOLE 7009. 0. 0. MYERS INDS INC COMMON 628464109 63. 4447. SH SOLE 4447. 0. 0. MYKROLIS CORP COMMON 62852P103 61. 3504. SH SOLE 3504. 0. 0. MYLAN LABS INC COMMON 628530107 415. 20478. SH SOLE 20478. 0. 0. MYRIAD GENETICS INC COMMON 62855J104 67. 4502. SH SOLE 4502. 0. 0. NABI BIOPHARMACEUTIC COMMON 629519109 70. 4919. SH SOLE 4919. 0. 0. NABORS INDS LTD COMMON G6359F103 534. 11819. SH SOLE 11819. 0. 0. NACCO INDS INC CLASS A 629579103 63. 665. SH SOLE 665. 0. 0. NANOGEN INC COMMON 630075109 3. 500. SH SOLE 500. 0. 0. NASB FINL INC COMMON 628968109 61. 1435. SH SOLE 1435. 0. 0. NATIONAL CITY CORP COMMON 635405103 2118. 60511. SH SOLE 60511. 0. 0. NATIONAL FUEL GAS CO COMMON 636180101 154. 6175. SH SOLE 6175. 0. 0. NATIONAL INSTRS CORP COMMON 636518102 181. 5919. SH SOLE 5919. 0. 0. NATIONAL PROCESSING COMMON 637229105 110. 3828. SH SOLE 3828. 0. 0. NATIONAL SEMICONDUCT COMMON 637640103 4232. 192468. SH SOLE 192468. 0. 0. --------- PAGE TOTAL 8811.
FORM 13F DATE: 040630 PAGE: 101
ITEM 4 FAIR ITEM 6 ITEM 8 MARKET ITEM 5 INVESTMENT VOTING AUTHORITY ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 (SHARES) ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - --------------------- ------- --------- --------- ---------- --------- --------- ---------- -------- -------- --------- ------- NATIONAL WESTN LIFE CLASS A 638522102 58. 376. SH SOLE 376. 0. 0. NATIONAL-OILWELL INC COMMON 637071101 204. 6483. SH SOLE 6483. 0. 0. NATIONWIDE FINL SVCS CLASS A 638612101 161. 4287. SH SOLE 4287. 0. 0. NATIONWIDE HEALTH PP COMMON 638620104 82. 4362. SH SOLE 4362. 0. 0. NATL AUSTRALIA BK SP ADR 632525408 631. 6050. SH SOLE 6050. 0. 0. NATL COMM FIN CORP COMMON 63545P104 507. 15609. SH SOLE 15609. 0. 0. NATL HEALTH INVS COMMON 63633D104 67. 2464. SH SOLE 2464. 0. 0. NATL PENN BANCSHARES COMMON 637138108 52. 1763. SH SOLE 1763. 0. 0. NATURAL RESOURCE PRT COM UNI 63900P103 66. 1740. SH SOLE 1740. 0. 0. NAUTILIS GROUP INC COMMON 63910B102 73. 3735. SH SOLE 3735. 0. 0. NAVIGANT CONSULTING COMMON 63935N107 68. 3165. SH SOLE 3165. 0. 0. NAVIGATORS GROUP INC COMMON 638904102 47. 1623. SH SOLE 1623. 0. 0. NAVISITE INC COMMON 63935M208 0. 113. SH SOLE 113. 0. 0. NAVISTAR INTL CORP COMMON 63934E108 214. 5515. SH SOLE 5515. 0. 0. NBT BANCORP COMMON 628778102 56. 2507. SH SOLE 2507. 0. 0. NBTY INC COMMON 628782104 149. 5071. SH SOLE 5071. 0. 0. NCI BUILDING SYS COMMON 628852105 78. 2400. SH SOLE 2400. 0. 0. --------- PAGE TOTAL 2513.
FORM 13F DATE: 040630 PAGE: 102
ITEM 4 FAIR ITEM 6 ITEM 8 MARKET ITEM 5 INVESTMENT VOTING AUTHORITY ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 (SHARES) ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - --------------------- ------- --------- --------- ---------- --------- --------- ---------- -------- -------- --------- ------- NCO GROUP INC COMMON 628858102 63. 2345. SH SOLE 2345. 0. 0. NCR CORP COMMON 62886E108 379. 7650. SH SOLE 7650. 0. 0. NDCHEALTH CORP COMMON 639480102 61. 2648. SH SOLE 2648. 0. 0. NEIMAN MARCUS GROUP CLASS A 640204202 202. 3631. SH SOLE 3631. 0. 0. NEKTAR THERAPEUTICS COMMON 640268108 85. 4274. SH SOLE 4274. 0. 0. NEOFORMA COM INC COMMON 640475505 41. 3355. SH SOLE 3355. 0. 0. NEOPHARM INC COMMON 640919106 36. 3515. SH SOLE 3515. 0. 0. NESTLE S A SP ADR 641069406 3614. 53855. SH SOLE 46055. 0. 7800. NET PERCEPTIONS INC COMMON 64107U101 1. 900. SH SOLE 900. 0. 0. NETBANK INC COMMON 640933107 43. 3960. SH SOLE 3960. 0. 0. NETEGRITY INC COMMON 64110P107 36. 4306. SH SOLE 4306. 0. 0. NETFLIX INC COMMON 64110L106 110. 3066. SH SOLE 3066. 0. 0. NETGEAR INC COMMON 64111Q104 42. 3926. SH SOLE 3926. 0. 0. NETIQ CORP COMMON 64115P102 58. 4410. SH SOLE 4410. 0. 0. NETRATINGS INC COMMON 64116M108 86. 5249. SH SOLE 5249. 0. 0. NETWORK ACCESS SOLU COMMON 64120S109 0. 2200. SH SOLE 2200. 0. 0. NETWORK APPLIANCE COMMON 64120L104 1753. 81421. SH SOLE 81421. 0. 0. --------- PAGE TOTAL 6610.
FORM 13F DATE: 040630 PAGE: 103
ITEM 4 FAIR ITEM 6 ITEM 8 MARKET ITEM 5 INVESTMENT VOTING AUTHORITY ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 (SHARES) ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - --------------------- ------- --------- --------- ---------- --------- --------- ---------- -------- -------- --------- ------- NETWORK ENGINES INC COMMON 64121A107 15. 5387. SH SOLE 5387. 0. 0. NETWORK-1 SEC SOLUT COMMON 64121N109 0. 1000. SH SOLE 1000. 0. 0. NEUROCHEM INC COMMON 64125K101 16489. 788500. SH SOLE 788500. 0. 0. NEUROCRINE BIOSCIENC COMMON 64125C109 139. 2687. SH SOLE 2687. 0. 0. NEW CENTURY FIN CORP COMMON 64352D101 121. 2583. SH SOLE 2583. 0. 0. NEW ENGLAND BUSINESS COMMON 643872104 83. 1895. SH SOLE 1895. 0. 0. NEW JERSEY RES CORP COMMON 646025106 82. 1979. SH SOLE 1979. 0. 0. NEW PLAN EXC RLTY TR COMMON 648053106 174. 7436. SH SOLE 7436. 0. 0. NEW YORK CMNTY BANCO COMMON 649445103 390. 19862. SH SOLE 19862. 0. 0. NEW YORK TIMES CO CLASS A 650111107 877. 19613. SH SOLE 19613. 0. 0. NEWCASTLE INVT CORP COMMON 65105M108 70. 2332. SH SOLE 2332. 0. 0. NEWELL RUBBERMAID IN COMMON 651229106 520. 22138. SH SOLE 22138. 0. 0. NEWFIELD EXPL CO COMMON 651290108 237. 4259. SH SOLE 4259. 0. 0. NEWMARKET CORP COMMON 651587107 64. 2973. SH SOLE 2973. 0. 0. NEWMONT MINING CORP COMMON 651639106 2050. 52885. SH SOLE 49385. 0. 3500. NEWPORT CORP COMMON 651824104 53. 3253. SH SOLE 3253. 0. 0. NEXEN INC COMMON 65334H102 48334. 1245906. SH SOLE 1227881. 0. 18025. --------- PAGE TOTAL 69698.
FORM 13F DATE: 040630 PAGE: 104
ITEM 4 FAIR ITEM 6 ITEM 8 MARKET ITEM 5 INVESTMENT VOTING AUTHORITY ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 (SHARES) ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - --------------------- ------- --------- --------- ---------- --------- --------- ---------- -------- -------- --------- ------- NEXPRISE INC NEW COMMON 65333Q202 0. 120. SH SOLE 120. 0. 0. NEXTEL COMM INC CLASS A 65332V103 3494. 131043. SH SOLE 131043. 0. 0. NEXTEL PARTNERS INC CLASS A 65333F107 209. 13150. SH SOLE 13150. 0. 0. NEXTWAVE TELECOM INC CLASS B 65332M103 20. 3395. SH SOLE 3395. 0. 0. NIC INC COMMON 62914B100 56. 7840. SH SOLE 7840. 0. 0. NICOR INC COMMON 654086107 118. 3461. SH SOLE 3461. 0. 0. NIKE INC CLASS B 654106103 5969. 78800. SH SOLE 77100. 0. 1700. NIKU CORP COMMON 654113703 2. 203. SH SOLE 203. 0. 0. NIPPON TELEG & TEL SP ADR 654624105 25. 930. SH SOLE 601. 0. 329. NISOURCE INC COMMON 65473P105 713. 34592. SH SOLE 34592. 0. 0. NL INDS INC COMMON 629156407 51. 3540. SH SOLE 3540. 0. 0. NOBLE CORPORATION COMMON G65422100 409. 10796. SH SOLE 10796. 0. 0. NOBLE ENERGY INC COMMON 655044105 220. 4310. SH SOLE 4310. 0. 0. NOKIA CORP SP ADR 654902204 781. 53689. SH SOLE 53395. 0. 294. NORANDA INC COMMON 655422103 46842. 2737010. SH SOLE 2295110. 0. 441900. NORDSON CORP COMMON 655663102 109. 2504. SH SOLE 2504. 0. 0. NORDSTROM INC COMMON 655664100 467. 10970. SH SOLE 10970. 0. 0. --------- PAGE TOTAL 59485.
FORM 13F DATE: 040630 PAGE: 105
ITEM 4 FAIR ITEM 6 ITEM 8 MARKET ITEM 5 INVESTMENT VOTING AUTHORITY ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 (SHARES) ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - --------------------- ------- --------- --------- ---------- --------- --------- ---------- -------- -------- --------- -------- NORFOLK SOUTHERN COMMON 655844108 1594. 60110. SH SOLE 60110. 0. 0. NORTEL NETWORKS CORP COMMON 656568102 141207. 28292008. SH SOLE 27773121. 0. 518887. NORTH FORK BANCORP COMMON 659424105 518. 13625. SH SOLE 13625. 0. 0. NORTH PITTSBURGH SYS COM 661562108 59. 2930. SH SOLE 2930. 0. 0. NORTHEAST UTILS COMMON 664397106 198. 10193. SH SOLE 10193. 0. 0. NORTHERN TR CORP COMMON 665859104 1098. 25978. SH SOLE 25978. 0. 0. NORTHGATE MINERALS COMMON 666416102 332. 214050. SH SOLE 214050. 0. 0. NORTHROP GRUMMAN CO COMMON 666807102 2017. 37568. SH SOLE 37568. 0. 0. NORTHWEST AIRLINES CLASS A 667280101 69. 6244. SH SOLE 6244. 0. 0. NORTHWEST BNCP INC COMMON 667328108 81. 3543. SH SOLE 3543. 0. 0. NORTHWEST NAT GAS CO COMMON 667655104 57. 1871. SH SOLE 1871. 0. 0. NORTHWESTERN CORP COMMON 668074107 0. 3078. SH SOLE 3078. 0. 0. NOVA CHEMICALS CORP COMMON 66977W109 3235. 112445. SH SOLE 112445. 0. 0. NOVARTIS AG ADR (1 66987V109 534. 12000. SH SOLE 0. 0. 12000. NOVASTAR FINL INC COMMON 669947400 63. 1659. SH SOLE 1659. 0. 0. NOVELL INC COMMON 670006105 251. 29930. SH SOLE 29930. 0. 0. NOVELLUS SYS INC COMMON 670008101 2848. 90599. SH SOLE 90599. 0. 0. --------- PAGE TOTAL 154161.
FORM 13F DATE: 040630 PAGE: 106
ITEM 4 FAIR ITEM 6 ITEM 8 MARKET ITEM 5 INVESTMENT VOTING AUTHORITY ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 (SHARES) ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - --------------------- ------- --------- --------- ---------- --------- --------- ---------- -------- -------- --------- ------- NOVO-NORDISK AS ADR(1 O 670100205 982. 18900. SH SOLE 18900. 0. 0. NPS PHARMACEUTICALS COMMON 62936P103 56. 2675. SH SOLE 2675. 0. 0. NSTAR COMMON 67019E107 194. 4047. SH SOLE 4047. 0. 0. NTL INC DEL COMMON 62940M104 222. 3855. SH SOLE 3855. 0. 0. NU SKIN ENTERPRISES CLASS A 67018T105 84. 3304. SH SOLE 3304. 0. 0. NUCENTRIX BROADBAND COMMON 670198100 2. 800. SH SOLE 800. 0. 0. NUCOR CORP COMMON 670346105 512. 6664. SH SOLE 6664. 0. 0. NUVEEN INVESTMENTS CLASS A 67090F106 190. 7078. SH SOLE 7078. 0. 0. NUVELO INC COMMON 67072M301 3. 333. SH SOLE 333. 0. 0. NVIDIA CORP COMMON 67066G104 328. 16036. SH SOLE 16036. 0. 0. NVR INC COMMON 62944T105 263. 544. SH SOLE 544. 0. 0. O CHARLEYS INC COMMON 670823103 53. 3088. SH SOLE 3088. 0. 0. O REILLY AUTOMOTIVE COMMON 686091109 186. 4116. SH SOLE 4116. 0. 0. OAKLEY INC COMMON 673662102 65. 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 1949. 40257. SH SOLE 40257. 0. 0. --------- PAGE TOTAL 5089.
FORM 13F DATE: 040630 PAGE: 107
ITEM 4 FAIR ITEM 6 ITEM 8 MARKET ITEM 5 INVESTMENT VOTING AUTHORITY ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 (SHARES) ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - --------------------- ------- --------- --------- ---------- --------- --------- ---------- -------- -------- --------- ------- OCEANEERING INTL INC COMMON 675232102 76. 2227. SH SOLE 2227. 0. 0. OCEANFIRST FINL CORP COMMON 675234108 50. 2095. SH SOLE 2095. 0. 0. OCULAR SCIENCES INC COMMON 675744106 77. 2029. SH SOLE 2029. 0. 0. OCWEN FINL CORP COMMON 675746101 125. 10362. SH SOLE 10362. 0. 0. ODYSSEY HEALTHCARE I COMMON 67611V101 51. 2715. SH SOLE 2715. 0. 0. ODYSSEY RE HLDGS COMMON 67612W108 117. 4881. SH SOLE 4881. 0. 0. OFFICE DEPOT INC COMMON 676220106 448. 25010. SH SOLE 25010. 0. 0. OFFSHORE LOGISTICS COMMON 676255102 65. 2311. SH SOLE 2311. 0. 0. OGE ENERGY CORP COMMON 670837103 166. 6506. SH SOLE 6506. 0. 0. OHIO CASUALTY CORP COMMON 677240103 91. 4518. SH SOLE 4518. 0. 0. OIL STS INTL INC COM 678026105 67. 4406. SH SOLE 4406. 0. 0. OLD DOMINION FGHT COMMON 679580100 76. 2575. SH SOLE 2575. 0. 0. OLD NATL BANCP IND COMMON 680033107 117. 4719. SH SOLE 4719. 0. 0. OLD REP INTL CORP COMMON 680223104 328. 13830. SH SOLE 13830. 0. 0. OLD SECOND BANCORP COMMON 680277100 61. 1154. SH SOLE 1154. 0. 0. OLIN CORP COMMON 680665205 75. 4246. SH SOLE 4246. 0. 0. OM GROUP INC COMMON 670872100 84. 2536. SH SOLE 2536. 0. 0. --------- PAGE TOTAL 2074.
FORM 13F DATE: 040630 PAGE: 108
ITEM 4 FAIR ITEM 6 ITEM 8 MARKET ITEM 5 INVESTMENT VOTING AUTHORITY ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 (SHARES) ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - --------------------- ------- --------- --------- ---------- --------- --------- ---------- -------- -------- --------- ------- OMEGA FINL CORP COMMON 682092101 49. 1439. SH SOLE 1439. 0. 0. OMI CORPORATION COMMON Y6476W104 1136. 92831. SH SOLE 92831. 0. 0. OMNICARE INC COMMON 681904108 331. 7732. SH SOLE 7732. 0. 0. OMNICELL INC COMMON 68213N109 56. 3844. SH SOLE 3844. 0. 0. OMNICOM GROUP INC COMMON 681919106 7120. 93816. SH SOLE 90686. 0. 3130. OMNIVISION TECH INC COMMON 682128103 64. 3995. SH SOLE 3995. 0. 0. ON SEMICONDUCTOR COR COMMON 682189105 2564. 510765. SH SOLE 510765. 0. 0. ONEOK INC COMMON 682680103 123. 5575. SH SOLE 5575. 0. 0. ONVIA INC COMMON 68338T403 0. 4. SH SOLE 4. 0. 0. ONYX PHARMACEUTICALS COMMON 683399109 97. 2295. SH SOLE 2295. 0. 0. ONYX SOFTWARE CORP COMMON 683402200 1. 250. SH SOLE 250. 0. 0. OPEN TEXT CORP COMMON 683715106 40615. 1274950. SH SOLE 1274950. 0. 0. OPEN TEXT CORP COMMON ECOPENTXT 22964. 720875. SH SOLE 694925. 0. 25950. OPENTV CORP CLASS A G67543101 24. 11354. SH SOLE 11354. 0. 0. OPENWAVE SYS INC COMMON 683718308 57. 4492. SH SOLE 4492. 0. 0. OPLINK COMMUNICATION COMMON 68375Q106 44. 22847. SH SOLE 22847. 0. 0. OPSWARE INC COMMON 68383A101 49. 6223. SH SOLE 6223. 0. 0. --------- PAGE TOTAL 75294.
FORM 13F DATE: 040630 PAGE: 109
ITEM 4 FAIR ITEM 6 ITEM 8 MARKET ITEM 5 INVESTMENT VOTING AUTHORITY ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 (SHARES) ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - --------------------- ------- --------- --------- ---------- --------- --------- ---------- -------- -------- --------- ------- ORACLE CORP COMMON 68389X105 16993. 1426913. SH SOLE 1401238. 0. 25675. ORASURE TECHNOLOGIES COMMON 68554V108 59. 6107. SH SOLE 6107. 0. 0. ORBITAL SCIENCES COMMON 685564106 78. 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 61. 2271. SH SOLE 2271. 0. 0. ORLEANS HOMEBDRS INC COMMON 686588104 36. 1877. SH SOLE 1877. 0. 0. ORTHODONTIC CTRS COMMON 68750P103 49. 6004. SH SOLE 6004. 0. 0. OSHKOSH B GOSH INC CLASS A 688222207 60. 2421. SH SOLE 2421. 0. 0. OSHKOSH TRUCK CORP COMMON 688239201 145. 2538. SH SOLE 2538. 0. 0. OSI PHARMACEUTICALS COMMON 671040103 213. 3019. SH SOLE 3019. 0. 0. OTTER TAIL CORP COMMON 689648103 53. 1988. SH SOLE 1988. 0. 0. OUTBACK STEAKHOUSE COMMON 689899102 236. 5716. SH SOLE 5716. 0. 0. OVERSEAS SHIPHOLDING COMMON 690368105 114. 2578. SH SOLE 2578. 0. 0. OWENS & MINOR INC COMMON 690732102 68. 2616. SH SOLE 2616. 0. 0. OWENS ILL INC COMMON 690768403 189. 11279. SH SOLE 11279. 0. 0. OXFORD HEALTH PLANS COMMON 691471106 348. 6330. SH SOLE 6330. 0. 0. --------- PAGE TOTAL 18703.
FORM 13F DATE: 040630 PAGE: 110
ITEM 4 FAIR ITEM 6 ITEM 8 MARKET ITEM 5 INVESTMENT VOTING AUTHORITY ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 (SHARES) ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - --------------------- ------- --------- --------- ---------- --------- --------- ---------- -------- -------- --------- ------- OXFORD INDS INC COMMON 691497309 69. 1590. SH SOLE 1590. 0. 0. P F CHANGS CHINA BI COMMON 69333Y108 77. 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 1050. 18106. SH SOLE 18106. 0. 0. PACER INTL INC TENN COM 69373H106 50. 2698. SH SOLE 2698. 0. 0. PACIFIC CAP BANCORP COMMON 69404P101 96. 3397. SH SOLE 3397. 0. 0. PACIFIC ENERGY PARTN COM UNI 69422R105 53. 2020. SH SOLE 2020. 0. 0. PACIFIC SUNWEAR CA COMMON 694873100 113. 5763. SH SOLE 5763. 0. 0. PACIFICARE HEALTH COMMON 695112102 222. 5733. SH SOLE 5733. 0. 0. PACKAGING CORP AMER COMMON 695156109 190. 7956. SH SOLE 7956. 0. 0. PACKETEER INC COMMON 695210104 49. 3028. SH SOLE 3028. 0. 0. PACTIV CORP COMMON 695257105 317. 12711. SH SOLE 12711. 0. 0. PAIN THERATEUTIC INC COMMON 69562K100 14. 1700. SH SOLE 1700. 0. 0. PALL CORP COMMON 696429307 391. 14917. SH SOLE 14917. 0. 0. PALM HARBOR HOMES COMMON 696639103 53. 2976. SH SOLE 2976. 0. 0. PALMONE INC COMMON 69713P107 121. 3479. SH SOLE 3479. 0. 0. --------- PAGE TOTAL 2866.
FORM 13F DATE: 040630 PAGE: 111
ITEM 4 FAIR ITEM 6 ITEM 8 MARKET ITEM 5 INVESTMENT VOTING AUTHORITY ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 (SHARES) ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - --------------------- ------- --------- --------- ---------- --------- --------- ---------- -------- -------- --------- ------- PALMSOURCE INC COMMON 697154102 26. 1529. SH SOLE 1529. 0. 0. PAN AMERICAN SILVER COMMON 697900108 775. 58875. SH SOLE 58875. 0. 0. PAN PACIFIC RETAIL COMMON 69806L104 155. 3064. SH SOLE 3064. 0. 0. PANAMSAT CORP COMMON 697933109 354. 15263. SH SOLE 15263. 0. 0. PANERA BREAD CO CLASS A 69840W108 80. 2216. SH SOLE 2216. 0. 0. PANTRY INC COMMON 698657103 69. 3156. SH SOLE 3156. 0. 0. PAPA JOHNS INTL COMMON 698813102 59. 1993. SH SOLE 1993. 0. 0. PAR PHARMACEUTICAL COMMON 69888P106 88. 2508. SH SOLE 2508. 0. 0. PARADYNE NETWKS INC COMMON 69911G107 3. 600. SH SOLE 600. 0. 0. PARAMETRIC TECH CORP COMMON 699173100 105. 20918. SH SOLE 20918. 0. 0. PAREXEL INTL CORP COMMON 699462107 65. 3280. SH SOLE 3280. 0. 0. PARK ELECTROCHEMICAL COMMON 700416209 55. 2163. SH SOLE 2163. 0. 0. PARK NATL CORP COMMON 700658107 131. 1022. SH SOLE 1022. 0. 0. PARKER HANNIFIN CORP COMMON 701094104 567. 9537. SH SOLE 9537. 0. 0. PARKWAY PPTYS INC COMMON 70159Q104 55. 1246. SH SOLE 1246. 0. 0. PARTNER COMMUN CO ADR (1 70211M109 1780. 228196. SH SOLE 228196. 0. 0. PARTNERS TRUST FINCL COMMON 70213A103 40. 2017. SH SOLE 2017. 0. 0. --------- PAGE TOTAL 4407.
FORM 13F DATE: 040630 PAGE: 112
ITEM 4 FAIR ITEM 6 ITEM 8 MARKET ITEM 5 INVESTMENT VOTING AUTHORITY ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 (SHARES) ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - --------------------- ------- --------- --------- ---------- --------- --------- ---------- -------- -------- --------- ------- PATINA OIL & GAS COMMON 703224105 150. 5018. SH SOLE 5018. 0. 0. PATTERSON DENTAL CO COMMON 703412106 492. 6434. SH SOLE 6434. 0. 0. PATTERSON UTI ENGY COMMON 703481101 257. 7699. SH SOLE 7699. 0. 0. PAXAR CORP COMMON 704227107 92. 4709. SH SOLE 4709. 0. 0. PAXSON COMMUNICATION COMMON 704231109 35. 10631. SH SOLE 10631. 0. 0. PAYCHEX INC COMMON 704326107 1620. 47804. SH SOLE 47804. 0. 0. PAYLESS SHOESOURCE COMMON 704379106 74. 4950. SH SOLE 4950. 0. 0. PC SERVICE SRCE COMMON 693258105 0. 4200. SH SOLE 4200. 0. 0. PDF SOLUTIONS INC COMMON 693282105 34. 4033. SH SOLE 4033. 0. 0. PDI INC COMMON 69329V100 68. 2245. SH SOLE 2245. 0. 0. PEABODY ENGR CORP COMMON 704549104 231. 4134. SH SOLE 4134. 0. 0. PEC SOLUTIONS INC COMMON 705107100 38. 3156. SH SOLE 3156. 0. 0. PECO II INC COMMON 705221109 2. 2500. SH SOLE 2500. 0. 0. PEDIATRIX MED GRP COMMON 705324101 119. 1710. SH SOLE 1710. 0. 0. PENGROWTH ENERGY TRUST U 706902103 13452. 965810. SH SOLE 917120. 0. 48690. PENN ENGR & MFG CORP COM NON 707389300 66. 3079. SH SOLE 3079. 0. 0. PENN NATL GAMING INC COMMON 707569109 97. 2936. SH SOLE 2936. 0. 0. --------- PAGE TOTAL 16827.
FORM 13F DATE: 040630 PAGE: 113
ITEM 4 FAIR ITEM 6 ITEM 8 MARKET ITEM 5 INVESTMENT VOTING AUTHORITY ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 (SHARES) ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - --------------------- ------- --------- --------- ---------- --------- --------- ---------- -------- -------- --------- ------- PENN REAL ESTATE INV SH BEN 709102107 57. 1666. SH SOLE 1666. 0. 0. PENN VIRGINIA CORP COMMON 707882106 87. 2400. SH SOLE 2400. 0. 0. PENNEY J C INC COMMON 708160106 6496. 172041. SH SOLE 165166. 0. 6875. PENTAIR INC COMMON 709631105 253. 7534. SH SOLE 7534. 0. 0. PENTON MEDIA INC COMMON 709668107 0. 1000. SH SOLE 1000. 0. 0. PEOPLES BANCORP COMMON 709789101 52. 1917. SH SOLE 1917. 0. 0. PEOPLES BK BRDGPORT COMMON 710198102 211. 6783. SH SOLE 6783. 0. 0. PEOPLES ENERGY CORP COMMON 711030106 122. 2887. SH SOLE 2887. 0. 0. PEOPLES HLDG CO COMMON 711148106 57. 1659. SH SOLE 1659. 0. 0. PEOPLESOFT INC COMMON 712713106 725. 39167. SH SOLE 39167. 0. 0. PEP BOY MANNY MOE&JK COMMON 713278109 101. 4000. SH SOLE 4000. 0. 0. PEPCO HOLDINGS INC COMMON 713291102 238. 13042. SH SOLE 13042. 0. 0. PEPSI BOTTLING GRP COMMON 713409100 677. 22164. SH SOLE 21764. 0. 400. PEPSIAMERICAS INC COMMON 71343P200 233. 10989. SH SOLE 10989. 0. 0. PEPSICO INC COMMON 713448108 15765. 292601. SH SOLE 282226. 0. 10375. PER-SE TECH INC COMMON 713569309 55. 3816. SH SOLE 3816. 0. 0. PEREGRINE PHARMACEUT COMMON 713661106 32. 21860. SH SOLE 21860. 0. 0. --------- PAGE TOTAL 25161.
FORM 13F DATE: 040630 PAGE: 114
ITEM 4 FAIR ITEM 6 ITEM 8 MARKET ITEM 5 INVESTMENT VOTING AUTHORITY ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 (SHARES) ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - --------------------- ------- --------- --------- ---------- --------- --------- ---------- -------- -------- --------- ------- PERFORMANCE FOOD GRP COMMON 713755106 90. 3384. SH SOLE 3384. 0. 0. PERICOM SEMICNDTR COMMON 713831105 48. 4514. SH SOLE 4514. 0. 0. PERKINELMER INC COMMON 714046109 205. 10210. SH SOLE 10210. 0. 0. PEROT SYS CORP CLASS A 714265105 110. 8299. SH SOLE 8299. 0. 0. PERRIGO CO COMMON 714290103 99. 5196. SH SOLE 5196. 0. 0. PETCO ANIMAL SUPPLIE COM NEW 716016209 51. 1585. SH SOLE 1585. 0. 0. PETRO-CANADA COMMON 71644E102 116767. 2714901. SH SOLE 2679076. 0. 35825. PETROBRAS ENERGIA SA SP ADR 71646M102 20. 2000. SH SOLE 2000. 0. 0. PETROCHINA CO LTD SP ADR( 71646E100 14. 300. SH SOLE 300. 0. 0. PETROFUND ENERGY TR TRUST U 71648W108 1440. 130020. SH SOLE 121410. 0. 8610. PETROKAZAKHSTAN INC CLASS A 71649P102 2289. 84700. SH SOLE 84700. 0. 0. PETSMART INC COMMON 716768106 434. 13378. SH SOLE 13378. 0. 0. PFF BANCORP INC COMMON 69331W104 54. 1453. SH SOLE 1453. 0. 0. PFIZER INC COMMON 717081103 53121. 1645591. SH SOLE 1607711. 0. 37880. PG&E CORP COMMON 69331C108 1400. 50116. SH SOLE 50116. 0. 0. PHARMACEUTICAL PROD COMMON 717124101 132. 4151. SH SOLE 4151. 0. 0. PHARMACOPEIA DRUG DI COMMON 7171EP101 5. 875. SH SOLE 875. 0. 0. --------- PAGE TOTAL 176279.
FORM 13F DATE: 040630 PAGE: 115
ITEM 4 FAIR ITEM 6 ITEM 8 MARKET ITEM 5 INVESTMENT VOTING AUTHORITY ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 (SHARES) ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - --------------------- ------- --------- --------- ---------- --------- --------- ---------- -------- -------- --------- ------- PHELPS DODGE CORP COMMON 717265102 867. 11186. SH SOLE 11186. 0. 0. PHILADELPHIA CONS H COMMON 717528103 97. 1621. SH SOLE 1621. 0. 0. PHILIPPINE LONG DIST SP ADR 718252604 188. 9000. SH SOLE 9000. 0. 0. PHILLIPS VAN HEUSEN COMMON 718592108 65. 3394. SH SOLE 3394. 0. 0. PHOENIX COS INC COMMON 71902E109 86. 6989. SH SOLE 6989. 0. 0. PHOTON DYNAMICS COMMON 719364101 47. 1336. SH SOLE 1336. 0. 0. PHOTRONICS INC COMMON 719405102 47. 2469. SH SOLE 2469. 0. 0. PIEDMONT NAT GAS INC COMMON 720186105 106. 2482. SH SOLE 2482. 0. 0. PIER 1 IMPORTS INC COM USD 720279108 118. 6652. SH SOLE 6652. 0. 0. PILGRIM'S PRIDE CORP COMMON 721467108 117. 4049. SH SOLE 4049. 0. 0. PINNACLE SYS INC COMMON 723481107 58. 8061. SH SOLE 8061. 0. 0. PINNACLE WEST CAP COMMON 723484101 297. 7359. SH SOLE 7359. 0. 0. PIONEER NATURAL RES COMMON 723787107 315. 8993. SH SOLE 8993. 0. 0. PIPER JAFFRAY COS COMMON 724078100 14. 312. SH SOLE 312. 0. 0. PITNEY BOWES INC COMMON 724479100 857. 19358. SH SOLE 19358. 0. 0. PIXAR COMMON 725811103 360. 5175. SH SOLE 5175. 0. 0. PIXELWORKS INC COMMON 72581M107 59. 3843. SH SOLE 3843. 0. 0. --------- PAGE TOTAL 3698.
FORM 13F DATE: 040630 PAGE: 116
ITEM 4 FAIR ITEM 6 ITEM 8 MARKET ITEM 5 INVESTMENT VOTING AUTHORITY ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 (SHARES) ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - --------------------- ------- --------- --------- ---------- --------- --------- ---------- -------- -------- --------- ------- PLACER DOME INC COMMON 725906101 29432. 1761185. SH SOLE 1744810. 0. 16375. PLAINS ALL AMERN PIP UNIT LT 726503105 109. 3275. SH SOLE 3275. 0. 0. PLAINS EXPL & PRODTN COMMON 726505100 162. 8838. SH SOLE 8838. 0. 0. PLANAR SYS INC COMMON 726900103 32. 2403. SH SOLE 2403. 0. 0. PLANTRONICS INC COMMON 727493108 137. 3255. SH SOLE 3255. 0. 0. PLAYBOY ENTERPRISES CLASS B 728117300 38. 3243. SH SOLE 3243. 0. 0. PLAYTEX PRODS INC COMMON 72813P100 69. 8814. SH SOLE 8814. 0. 0. PLEXUS CORP COMMON 729132100 42. 3092. SH SOLE 3092. 0. 0. PLUG POWER INC COMMON 72919P103 68. 9093. SH SOLE 9093. 0. 0. PLUM CREEK TIMBER CO COMMON 729251108 839. 25757. SH SOLE 25757. 0. 0. PMC-SIERRA INC COMMON 69344F106 11. 753. SH SOLE 753. 0. 0. PMI GROUP INC COMMON 69344M101 312. 7164. SH SOLE 7164. 0. 0. PNC FINL SVCS GRP COMMON 693475105 1507. 28396. SH SOLE 28396. 0. 0. PNM RES INC COMMON 69349H107 93. 4480. SH SOLE 4480. 0. 0. POGO PRODUCING CO COMMON 730448107 240. 4849. SH SOLE 4849. 0. 0. POLARIS INDS INC COMMON 731068102 159. 3320. SH SOLE 3320. 0. 0. POLO RALPH LAUREN CLASS A 731572103 126. 3652. SH SOLE 3652. 0. 0. --------- PAGE TOTAL 33376.
FORM 13F DATE: 040630 PAGE: 117
ITEM 4 FAIR ITEM 6 ITEM 8 MARKET ITEM 5 INVESTMENT VOTING AUTHORITY ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 (SHARES) ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - --------------------- ------- --------- --------- ---------- --------- --------- ---------- -------- -------- --------- ------- POLYCOM INC COMMON 73172K104 169. 7546. SH SOLE 7546. 0. 0. POLYMEDICA CORP COMMON 731738100 59. 1899. SH SOLE 1899. 0. 0. POLYONE CORPORATION COMMON 73179P106 80. 10695. SH SOLE 10695. 0. 0. POPULAR INC COMMON 733174106 433. 10132. SH SOLE 10132. 0. 0. PORTAL SOFTWARE INC COMMON 736126301 12. 3363. SH SOLE 3363. 0. 0. PORTFOLIO RECOVERY COMMON 73640Q105 52. 1875. SH SOLE 1875. 0. 0. POSCO SP ADR 693483109 442. 13176. SH SOLE 13176. 0. 0. POST PPTYS INC COMMON 737464107 82. 2803. SH SOLE 2803. 0. 0. POTASH CORP OF SASK COMMON 73755L107 20203. 210900. SH SOLE 210900. 0. 0. POTLATCH CORP COMMON 737628107 89. 2130. SH SOLE 2130. 0. 0. POWER INTEGRATIONS COMMON 739276103 54. 2152. SH SOLE 2152. 0. 0. POWER-ONE INC COMMON 739308104 72. 6591. SH SOLE 6591. 0. 0. POWERWAVE TECHNOLOG COMMON 739363109 65. 8473. SH SOLE 8473. 0. 0. POZEN INC COMMON 73941U102 30. 4345. SH SOLE 4345. 0. 0. PPG INDUSTRIES INC COMMON 693506107 1212. 19388. SH SOLE 19388. 0. 0. PPL CORP COMMON 69351T106 957. 20841. SH SOLE 20841. 0. 0. PRAECIS PHARMACEUTI COMMON 739421105 31. 8036. SH SOLE 8036. 0. 0. --------- PAGE TOTAL 24042.
FORM 13F DATE: 040630 PAGE: 118
ITEM 4 FAIR ITEM 6 ITEM 8 MARKET ITEM 5 INVESTMENT VOTING AUTHORITY ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 (SHARES) ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - --------------------- ------- --------- --------- ---------- --------- --------- ---------- -------- -------- --------- ------- PRAXAIR INC COMMON 74005P104 6839. 171737. SH SOLE 165862. 0. 5875. PRE PAID LEGAL SVCS COMMON 740065107 48. 2017. SH SOLE 2017. 0. 0. PRECISION CASTPARTS COMMON 740189105 221. 4037. SH SOLE 4037. 0. 0. PRECISION DRILLING COMMON 74022D100 3285. 69100. SH SOLE 69100. 0. 0. PREMCOR INC COMMON 74045Q104 153. 4073. SH SOLE 4073. 0. 0. PRENTISS PPTYS TR SH BEN 740706106 104. 3092. SH SOLE 3092. 0. 0. PRESIDENTIAL LIFE COMMON 740884101 62. 3461. SH SOLE 3461. 0. 0. PRG-SCHULTZ INTL INC COMMON 69357C107 62. 11386. SH SOLE 11386. 0. 0. PRICE COMMUNICATIONS COMMON 741437305 69. 4644. SH SOLE 4644. 0. 0. PRICE T ROWE GRP COMMON 74144T108 502. 9969. SH SOLE 9969. 0. 0. PRICELINE COM INC COMMON 741503403 76. 2815. SH SOLE 2815. 0. 0. PRIDE INTL INC DEL COMMON 74153Q102 176. 10273. SH SOLE 10273. 0. 0. PRIMA ENERGY CORP COMMON 741901201 77. 1938. SH SOLE 1938. 0. 0. PRIME HOSPITALITY COMMON 741917108 59. 5577. SH SOLE 5577. 0. 0. PRIMEDIA INC COMMON 74157K101 56. 20161. SH SOLE 20161. 0. 0. PRIMEWEST ENERGY TRUST U 741930309 14076. 811500. SH SOLE 697100. 0. 114400. PRIMUS TELECOM GR COMMON 741929103 25. 4880. SH SOLE 4880. 0. 0. --------- PAGE TOTAL 25890.
FORM 13F DATE: 040630 PAGE: 119
ITEM 4 FAIR ITEM 6 ITEM 8 MARKET ITEM 5 INVESTMENT VOTING AUTHORITY ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 (SHARES) ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - --------------------- ------- --------- --------- ---------- --------- --------- ---------- -------- -------- --------- ------- PRINCIPAL FINL GRP COMMON 74251V102 3171. 91171. SH SOLE 91171. 0. 0. PRIORITY HEALTHCARE CLASS B 74264T102 76. 3326. SH SOLE 3326. 0. 0. PRIVATEBANCORP INC COMMON 742962103 72. 2626. SH SOLE 2626. 0. 0. PROASSURANCE CORP COMMON 74267C106 72. 2106. SH SOLE 2106. 0. 0. PROCTER & GAMBLE CO COMMON 742718109 24962. 458582. SH SOLE 442552. 0. 16030. PROGRESS ENERGY INC COMMON 743263105 1149. 26088. SH SOLE 26088. 0. 0. PROGRESS SOFTWARE COMMON 743312100 55. 2516. SH SOLE 2516. 0. 0. PROGRESSIVE CORP COMMON 743315103 1872. 21951. SH SOLE 21951. 0. 0. PROLOGIS COM SH 743410102 477. 14482. SH SOLE 14482. 0. 0. PROQUEST COMPANY COMMON 74346P102 56. 2058. SH SOLE 2058. 0. 0. PROSPERITY BANCSHARE COMMON 743606105 58. 2385. SH SOLE 2385. 0. 0. PROTECTION ONE INC COMMON 743663304 2. 7812. SH SOLE 7812. 0. 0. PROTECTIVE LIFE CORP COMMON 743674103 203. 5260. SH SOLE 5260. 0. 0. PROTEIN DESIGN LABS COMMON 74369L103 137. 7148. SH SOLE 7148. 0. 0. PROVIDENT BANCO INC COMMON 74383A109 62. 5447. SH SOLE 5447. 0. 0. PROVIDENT BANKSHARES COMMON 743859100 52. 1815. SH SOLE 1815. 0. 0. PROVIDENT FINL GROUP COMMON 743866105 147. 3723. SH SOLE 3723. 0. 0. --------- PAGE TOTAL 32623.
FORM 13F DATE: 040630 PAGE: 120
ITEM 4 FAIR ITEM 6 ITEM 8 MARKET ITEM 5 INVESTMENT VOTING AUTHORITY ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 (SHARES) ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - --------------------- ------- --------- --------- ---------- --------- --------- ---------- -------- -------- --------- ------- PROVIDIAN FINL CORP COMMON 74406A102 343. 23412. SH SOLE 23412. 0. 0. PROVINCE HEALTHCARE COMMON 743977100 75. 4372. SH SOLE 4372. 0. 0. PROXIM CORP CLASS A 744283102 2. 1511. SH SOLE 1511. 0. 0. PRUDENTIAL FINL COMMON 744320102 5259. 113179. SH SOLE 110079. 0. 3100. PS BUSINESS PKS INC COMMON 69360J107 63. 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 16. 1000. SH SOLE 1000. 0. 0. PTEK HLDGS INC COMMON 69366M104 67. 5770. SH SOLE 5770. 0. 0. PUBLIC STORAGE INC COMMON 74460D109 442. 9614. SH SOLE 9614. 0. 0. PUBLIC SVC ENTERPR COMMON 744573106 973. 24307. SH SOLE 24307. 0. 0. PUBLICIS GROUP SA SP ADR( 74463M106 449. 15200. SH SOLE 15200. 0. 0. PUGET ENERGY INC COMMON 745310102 157. 7175. SH SOLE 7175. 0. 0. PULITZER INC COMMON 745769109 50. 1023. SH SOLE 1023. 0. 0. PULTE HOMES INC COMMON 745867101 540. 10381. SH SOLE 10381. 0. 0. PURCHASEPRO COMMON COMMON 746144302 0. 320. SH SOLE 320. 0. 0. QAD INC COMMON 74727D108 49. 4574. SH SOLE 4574. 0. 0. QLOGIC CORP COMMON 747277101 250. 9402. SH SOLE 9402. 0. 0. --------- PAGE TOTAL 8798.
FORM 13F DATE: 040630 PAGE: 121
ITEM 4 FAIR ITEM 6 ITEM 8 MARKET ITEM 5 INVESTMENT VOTING AUTHORITY ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 (SHARES) ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - --------------------- ------- --------- --------- ---------- --------- --------- ---------- -------- -------- --------- ------- QLT INC COMMON 746927102 11306. 569700. SH SOLE 554450. 0. 15250. QUAD SYS CORP COMMON 74730Q104 0. 1800. SH SOLE 1800. 0. 0. QUALCOMM INC COMMON 747525103 7111. 97441. SH SOLE 97441. 0. 0. QUANEX CORP COMMON 747620102 66. 1348. SH SOLE 1348. 0. 0. QUANTA SVCS INC COMMON 74762E102 53. 8484. SH SOLE 8484. 0. 0. QUANTUM CORP COM DSS 747906204 56. 17984. SH SOLE 17984. 0. 0. QUEBECOR WORLD INC COMMON 748203106 23407. 1067186. SH SOLE 1061436. 0. 5750. QUEST DIAGNOSTICS COMMON 74834L100 720. 8477. SH SOLE 8477. 0. 0. QUEST SOFTWARE INC COMMON 74834T103 89. 6873. SH SOLE 6873. 0. 0. QUESTAR CORP COMMON 748356102 244. 6323. SH SOLE 6323. 0. 0. QUICKSILVER RES INC COMMON 74837R104 142. 2113. SH SOLE 2113. 0. 0. QUIKSILVER INC COMMON 74838C106 97. 4082. SH SOLE 4082. 0. 0. QWEST COMMUNCTN INTL COMMON 749121109 512. 142652. SH SOLE 142652. 0. 0. R & G FINANCIAL CORP CLASS B 749136107 79. 2395. SH SOLE 2395. 0. 0. R J REYNOLDS TOBACC COMMON 76182K105 460. 6809. SH SOLE 6809. 0. 0. R.H.DONNELLEY CORP COMMON 74955W307 100. 2284. SH SOLE 2284. 0. 0. RADIAN GROUP INC COMMON 750236101 342. 7139. SH SOLE 7139. 0. 0. --------- PAGE TOTAL 44784.
FORM 13F DATE: 040630 PAGE: 122
ITEM 4 FAIR ITEM 6 ITEM 8 MARKET ITEM 5 INVESTMENT VOTING AUTHORITY ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 (SHARES) ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - --------------------- ------- --------- --------- ---------- --------- --------- ---------- -------- -------- --------- ------- RADIO ONE INC CLASS A 75040P108 128. 7958. SH SOLE 7958. 0. 0. RADIOSHACK CORP COMMON 750438103 383. 13364. SH SOLE 13364. 0. 0. RADISYS CORP COMMON 750459109 48. 2607. SH SOLE 2607. 0. 0. RAILAMERICA INC COMMON 750753105 71. 4880. SH SOLE 4880. 0. 0. RAIT INVT TR COMMON 749227104 56. 2257. SH SOLE 2257. 0. 0. RALCORP HLDGS INC COMMON 751028101 74. 2104. SH SOLE 2104. 0. 0. RAMBUS INC COMMON 750917106 132. 7471. SH SOLE 7471. 0. 0. RANGE RESOURCES CORP COMMON 75281A109 106. 7258. SH SOLE 7258. 0. 0. RARE HOSPITALITY COMMON 753820109 63. 2534. SH SOLE 2534. 0. 0. RAYMOND JAMES FINL COMMON 754730109 144. 5461. SH SOLE 5461. 0. 0. RAYONIER INC COMMON 754907103 142. 3199. SH SOLE 3199. 0. 0. RAYOVAC CORP COMMON 755081106 92. 3280. SH SOLE 3280. 0. 0. RAYTHEON COMMON 755111507 3532. 98745. SH SOLE 98745. 0. 0. RC2 CORPORATION COMMON 749388104 88. 2485. SH SOLE 2485. 0. 0. RCN CORP COMMON 749361101 0. 2400. SH SOLE 2400. 0. 0. READ-RITE CORP COMMON 755246204 0. 660. SH SOLE 660. 0. 0. READERS DIGEST ASSN COMMON 755267101 116. 7285. SH SOLE 7285. 0. 0. --------- PAGE TOTAL 5175.
FORM 13F DATE: 040630 PAGE: 123
ITEM 4 FAIR ITEM 6 ITEM 8 MARKET ITEM 5 INVESTMENT VOTING AUTHORITY ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 (SHARES) ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - --------------------- ------- --------- --------- ---------- --------- --------- ---------- -------- -------- --------- ------- REALNETWORKS INC COMMON 75605L104 82. 11938. SH SOLE 11938. 0. 0. REALTY INCOME CORP COMMON 756109104 116. 2785. SH SOLE 2785. 0. 0. RECKSON ASSOCS RLTY COMMON 75621K106 98. 3563. SH SOLE 3563. 0. 0. RED HAT INC COMMON 756577102 2889. 125768. SH SOLE 125768. 0. 0. RED ROBIN GOURMET BU COMMON 75689M101 54. 1960. SH SOLE 1960. 0. 0. REDBACK NETWORKS INC COMMON 757209507 0. 50. SH SOLE 50. 0. 0. REDWOOD TRUST INC COMMON 758075402 76. 1371. SH SOLE 1371. 0. 0. REEBOK INTL LTD COMMON 758110100 171. 4765. SH SOLE 4765. 0. 0. REED ELSEVIER PLC SPONSOR 758205108 916. 23274. SH SOLE 23274. 0. 0. REGAL BELOIT CORP COMMON 758750103 59. 2639. SH SOLE 2639. 0. 0. REGAL ENTERTAINMENT CLASS A 758766109 71. 3903. SH SOLE 3903. 0. 0. REGENCY CENTERS CORP COMMON 758849103 183. 4264. SH SOLE 4264. 0. 0. REGENERATION TEC INC COMMON 75886N100 51. 4763. SH SOLE 4763. 0. 0. REGENERON PHARMCTCLS COMMON 75886F107 45. 4288. SH SOLE 4288. 0. 0. REGIONS FINL CORP COMMON 758940100 657. 17969. SH SOLE 17969. 0. 0. REGIS CORP MINN COMMON 758932107 148. 3309. SH SOLE 3309. 0. 0. REINSURANCE GRP COMMON 759351109 154. 3800. SH SOLE 3800. 0. 0. --------- PAGE TOTAL 5770.
FORM 13F DATE: 040630 PAGE: 124
ITEM 4 FAIR ITEM 6 ITEM 8 MARKET ITEM 5 INVESTMENT VOTING AUTHORITY ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 (SHARES) ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - --------------------- ------- --------- --------- ---------- --------- --------- ---------- -------- -------- --------- ------- RELIANCE STEEL& ALUM COMMON 759509102 93. 2314. SH SOLE 2314. 0. 0. RELIANT ENERGY INC COMMON 75952B105 243. 22460. SH SOLE 22460. 0. 0. REMEC INC COMMON 759543101 27. 4286. SH SOLE 4286. 0. 0. REMINGTON OIL & GAS COMMON 759594302 72. 3063. SH SOLE 3063. 0. 0. RENAISSANCE LEARNING COMMON 75968L105 51. 2283. SH SOLE 2283. 0. 0. RENAL CARE GRP INC COMMON 759930100 185. 5580. SH SOLE 5580. 0. 0. RENT A CTR INC NEW COMMON 76009N100 188. 6268. SH SOLE 6268. 0. 0. REPUBLIC BANCORP COMMON 760282103 65. 4688. SH SOLE 4688. 0. 0. REPUBLIC BANCORP KY CLASS A 760281204 56. 2788. SH SOLE 2788. 0. 0. REPUBLIC SVCS INC COMMON 760759100 355. 12259. SH SOLE 12259. 0. 0. RESEARCH IN MOTION COMMON 760975102 75775. 1110125. SH SOLE 1110125. 0. 0. RESMED INC COMMON 761152107 126. 2472. SH SOLE 2472. 0. 0. RESOURCES CONNECTION COMMON 76122Q105 85. 2183. SH SOLE 2183. 0. 0. RESPIRONICS INC COMMON 761230101 153. 2609. SH SOLE 2609. 0. 0. RETEK INC COMMON 76128Q109 31. 5007. SH SOLE 5007. 0. 0. REVLON INC CLASS A 761525500 4. 1200. SH SOLE 1200. 0. 0. REYNOLDS & REYNOLDS CLASS A 761695105 120. 5193. SH SOLE 5193. 0. 0. --------- PAGE TOTAL 77629.
FORM 13F DATE: 040630 PAGE: 125
ITEM 4 FAIR ITEM 6 ITEM 8 MARKET ITEM 5 INVESTMENT VOTING AUTHORITY ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 (SHARES) ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - --------------------- ------- --------- --------- ---------- --------- --------- ---------- -------- -------- --------- ------- RF MICRODEVICES INC COMMON 749941100 103. 13679. SH SOLE 13679. 0. 0. RIGGS NATL CP WASH COMMON 766570105 68. 3229. SH SOLE 3229. 0. 0. RIO NARCEA GOLD MNS COMMON 766909105 1372. 699450. SH SOLE 699450. 0. 0. RITCHIE BROS AUCTNRS COMMON 767744105 5272. 181350. SH SOLE 175175. 0. 6175. RITE AID CORP COMMON 767754104 206. 39376. SH SOLE 39376. 0. 0. RIVIANA FOODS INC COMMON 769536103 50. 1911. SH SOLE 1911. 0. 0. RLI CORP COMMON 749607107 67. 1828. SH SOLE 1828. 0. 0. ROBBINS & MYERS INC COMMON 770196103 57. 2532. SH SOLE 2532. 0. 0. ROBERT HALF INTL INC COMMON 770323103 410. 13774. SH SOLE 13774. 0. 0. ROCHE HLDG LTD SP ADR 771195104 879. 8875. SH SOLE 8875. 0. 0. ROCK-TENN CO CLASS A 772739207 57. 3368. SH SOLE 3368. 0. 0. ROCKWELL AUTOMATION COMMON 773903109 7435. 198213. SH SOLE 190563. 0. 7650. ROCKWELL COLLINS INC COMMON 774341101 482. 14468. SH SOLE 14468. 0. 0. ROFIN SINAR TECH INC COMMON 775043102 49. 1937. SH SOLE 1937. 0. 0. ROGERS COMMUNICATION CLASS B 775109200 3501. 194325. SH SOLE 194325. 0. 0. ROGERS CORP COMMON 775133101 87. 1250. SH SOLE 1250. 0. 0. ROGERS WIRELESS COM CLASS B 775315104 7066. 259150. SH SOLE 259150. 0. 0. --------- PAGE TOTAL 27161.
FORM 13F DATE: 040630 PAGE: 126
ITEM 4 FAIR ITEM 6 ITEM 8 MARKET ITEM 5 INVESTMENT VOTING AUTHORITY ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 (SHARES) ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - --------------------- ------- --------- --------- ---------- --------- --------- ---------- -------- -------- --------- ------- ROHM & HAAS CO COMMON 775371107 1121. 26962. SH SOLE 26889. 0. 73. ROLLINS INC COMMON 775711104 77. 3347. SH SOLE 3347. 0. 0. ROPER INDS INC COMMON 776696106 133. 2337. SH SOLE 2337. 0. 0. ROSS STORES INC COMMON 778296103 387. 14460. SH SOLE 14460. 0. 0. ROSTELECOM OPEN JT SP ADR 778529107 34. 2628. SH SOLE 2628. 0. 0. ROUSE CO COMMON 779273101 320. 6733. SH SOLE 6733. 0. 0. ROWAN COS INC COMMON 779382100 186. 7642. SH SOLE 7642. 0. 0. ROYAL BANK CDA COMMON 780087102 364193. 8255737. SH SOLE 7778325. 0. 477412. ROYAL CARIBBEAN CRUS COMMON V7780T103 640. 14733. SH SOLE 14733. 0. 0. ROYAL DUTCH PETROL NY REG 780257804 832. 16100. SH SOLE 16100. 0. 0. ROYAL GOLD INC COMMON 780287108 40. 2858. SH SOLE 2858. 0. 0. ROYAL GROUP TECH SUBORDI 779915107 929. 103800. SH SOLE 103800. 0. 0. RPC INC COMMON 749660106 83. 5285. SH SOLE 5285. 0. 0. RPM INTERNATIONAL COMMON 749685103 130. 8578. SH SOLE 8578. 0. 0. RSA SEC INC COMMON 749719100 89. 4358. SH SOLE 4358. 0. 0. RUBY TUESDAY INC COMMON 781182100 134. 4885. SH SOLE 4885. 0. 0. RUDDICK CORP COMMON 781258108 77. 3429. SH SOLE 3429. 0. 0. --------- PAGE TOTAL 369405.
FORM 13F DATE: 040630 PAGE: 127
ITEM 4 FAIR ITEM 6 ITEM 8 MARKET ITEM 5 INVESTMENT VOTING AUTHORITY ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 (SHARES) ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - --------------------- ------- --------- --------- ---------- --------- --------- ---------- -------- -------- --------- ------- RUDOLPH TECHN INC COMMON 781270103 37. 2011. SH SOLE 2011. 0. 0. RUSS BERRIE & CO COMMON 782233100 30. 1558. SH SOLE 1558. 0. 0. RUSSELL CORP COMMON 782352108 55. 3089. SH SOLE 3089. 0. 0. RYANAIR HLDGS SP ADR 783513104 38. 1144. SH SOLE 1144. 0. 0. RYANS RESTAURANT GRP COMMON 783520109 60. 3778. SH SOLE 3778. 0. 0. RYDER SYSTEMS INC COMMON 783549108 205. 5119. SH SOLE 5119. 0. 0. RYLAND GROUP INC COMMON 783764103 149. 1899. SH SOLE 1899. 0. 0. S & T BANCORP INC COMMON 783859101 61. 1922. SH SOLE 1922. 0. 0. S Y BANCORP INC COMMON 785060104 60. 2552. SH SOLE 2552. 0. 0. S1 CORPORATION COMMON 78463B101 61. 6146. SH SOLE 6146. 0. 0. SABA SOFTWARE INC COMMON 784932600 1. 275. SH SOLE 275. 0. 0. SABRE HOLDING CORP CLASS A 785905100 321. 11588. SH SOLE 11588. 0. 0. SAFECO CORP COMMON 786429100 492. 11177. SH SOLE 11177. 0. 0. SAFEGUARD SCIENTIFIC COMMON 786449108 32. 14014. SH SOLE 14014. 0. 0. SAFENET INC COMMON 78645R107 43. 1552. SH SOLE 1552. 0. 0. SAFEWAY INC COMMON 786514208 1302. 51394. SH SOLE 51394. 0. 0. SAGA COMMUNICATNS CLASS A 786598102 55. 3020. SH SOLE 3020. 0. 0. --------- PAGE TOTAL 3002.
FORM 13F DATE: 040630 PAGE: 128
ITEM 4 FAIR ITEM 6 ITEM 8 MARKET ITEM 5 INVESTMENT VOTING AUTHORITY ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 (SHARES) 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 164. 10900. SH SOLE 10900. 0. 0. SALEM COMMUNICATION CLASS A 794093104 64. 2354. SH SOLE 2354. 0. 0. SALIX PHARMACEUTICAL COMMON 795435106 98. 2962. SH SOLE 2962. 0. 0. SAMSONITE CORP COMMON 79604V105 0. 243. SH SOLE 243. 0. 0. SANDERSON FARMS COMMON 800013104 129. 2401. SH SOLE 2401. 0. 0. SANDISK CORP COMMON 80004C101 315. 14532. SH SOLE 14532. 0. 0. SANDY SPRING BANCORP COMMON 800363103 48. 1382. SH SOLE 1382. 0. 0. SANGAMO BIOSCIENCES COMMON 800677106 4. 600. SH SOLE 600. 0. 0. SANMINA-SCI CORP COMMON 800907107 466. 51251. SH SOLE 51251. 0. 0. SANOFI-SYNTHELABO SPONSOR 80105N105 746. 23326. SH SOLE 23326. 0. 0. SANTANDER BANCORP COMMON 802809103 78. 3148. SH SOLE 3148. 0. 0. SAP AKTIENGESELLSCHF SP ADR( 803054204 4873. 116555. SH SOLE 116395. 0. 160. SAPIENT CORP COMMON 803062108 58. 9579. SH SOLE 9579. 0. 0. SARA LEE CORP COMMON 803111103 2711. 117905. SH SOLE 117905. 0. 0. SAUER-DANFOSS INC COMMON 804137107 63. 3718. SH SOLE 3718. 0. 0. SAUL CTRS INC COMMON 804395101 62. 1931. SH SOLE 1931. 0. 0. --------- PAGE TOTAL 9879.
FORM 13F DATE: 040630 PAGE: 129
ITEM 4 FAIR ITEM 6 ITEM 8 MARKET ITEM 5 INVESTMENT VOTING AUTHORITY ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 (SHARES) ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - --------------------- ------- --------- --------- ---------- --------- --------- ---------- -------- -------- --------- ------- SAVIENT PHARMA COMMON 80517Q100 23. 9321. SH SOLE 9321. 0. 0. SAXON CAPITAL INC COMMON 80556P302 66. 2885. SH SOLE 2885. 0. 0. SBC COMMUNICATIONS COMMON 78387G103 8688. 358275. SH SOLE 358075. 0. 200. SCANA CORPORATION COMMON 80589M102 308. 8465. SH SOLE 8465. 0. 0. SCANSOFT INC COMMON 80603P107 45. 9154. SH SOLE 9154. 0. 0. SCANSOURCE INC COMMON 806037107 75. 1259. SH SOLE 1259. 0. 0. SCHAWK INC CLASS A 806373106 58. 4120. SH SOLE 4120. 0. 0. SCHEIN HENRY INC COMMON 806407102 258. 4087. SH SOLE 4087. 0. 0. SCHERING PLOUGH CORP COMMON 806605101 6409. 346782. SH SOLE 346782. 0. 0. SCHLUMBERGER LTD COMMON 806857108 9965. 157646. SH SOLE 152855. 0. 4791. SCHNITZER STL CLASS A 806882106 62. 1837. SH SOLE 1837. 0. 0. SCHOLASTIC CORP COMMON 807066105 87. 2913. SH SOLE 2913. 0. 0. SCHOOL SPECIALTY INC COMMON 807863105 70. 1938. SH SOLE 1938. 0. 0. SCHULMAN A INC COMMON 808194104 61. 2828. SH SOLE 2828. 0. 0. SCHWAB CHARLES CORP COMMON 808513105 5312. 552777. SH SOLE 536552. 0. 16225. SCHWEITZER-MAUDUIT COMMON 808541106 60. 1963. SH SOLE 1963. 0. 0. SCICLONE PHARMACEUT COMMON 80862K104 37. 7394. SH SOLE 7394. 0. 0. --------- PAGE TOTAL 31584.
FORM 13F DATE: 040630 PAGE: 130
ITEM 4 FAIR ITEM 6 ITEM 8 MARKET ITEM 5 INVESTMENT VOTING AUTHORITY ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 (SHARES) ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - --------------------- ------- --------- --------- ---------- --------- --------- ---------- -------- -------- --------- ------- 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 416. 12047. SH SOLE 12047. 0. 0. SCIENTIFIC GAMES COR CLASS A 80874P109 85. 4462. SH SOLE 4462. 0. 0. SCOTTS CO CLASS A 810186106 154. 2415. SH SOLE 2415. 0. 0. SCP POOL CORP COMMON 784028102 118. 2622. SH SOLE 2622. 0. 0. SCRIPPS E W CO OHIO CLASS A 811054204 647. 6158. SH SOLE 6158. 0. 0. SEABOARD CORP COMMON 811543107 119. 239. SH SOLE 239. 0. 0. SEACHANGE INTL INC COMMON 811699107 61. 3611. SH SOLE 3611. 0. 0. SEACOAST FINL SVCS COMMON 81170Q106 71. 2056. SH SOLE 2056. 0. 0. SEACOR HOLDINGS INC COMMON 811904101 62. 1400. SH SOLE 1400. 0. 0. SEAGATE TECHNOLOGY SHARES G7945J104 78. 5380. SH SOLE 5380. 0. 0. SEALED AIR CORP COMMON 81211K100 384. 7208. SH SOLE 7208. 0. 0. SEARS ROEBUCK & CO COMMON 812387108 1237. 32751. SH SOLE 32751. 0. 0. SECURE COMPUTING COR COMMON 813705100 42. 3584. SH SOLE 3584. 0. 0. SEEBEYOND TECHN COR COMMON 815704101 58. 15482. SH SOLE 15482. 0. 0. SEGA ENTERPRISES SP ADR 815793104 378. 121925. SH SOLE 121925. 0. 0. --------- PAGE TOTAL 3910.
FORM 13F DATE: 040630 PAGE: 131
ITEM 4 FAIR ITEM 6 ITEM 8 MARKET ITEM 5 INVESTMENT VOTING AUTHORITY ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 (SHARES) ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - --------------------- ------- --------- --------- ---------- --------- --------- ---------- -------- -------- --------- ------- SEI INVESTMENTS CO COMMON 784117103 233. 8007. SH SOLE 8007. 0. 0. SELECT COMFORT CORP COMMON 81616X103 69. 2447. SH SOLE 2447. 0. 0. SELECT MEDICAL CORP COMMON 816196109 96. 7186. SH SOLE 7186. 0. 0. SELECT SECTOR SPDR SBI CON 81369Y407 77. 2450. SH SOLE 2450. 0. 0. SELECTIVE INS GROUP COMMON 816300107 78. 1965. SH SOLE 1965. 0. 0. SEMITOOL INC COMMON 816909105 55. 4847. SH SOLE 4847. 0. 0. SEMPRA ENERGY COMMON 816851109 621. 18041. SH SOLE 18041. 0. 0. SEMTECH CORP COMMON 816850101 128. 5445. SH SOLE 5445. 0. 0. SENIOR HSG PPTYS TR SH BEN 81721M109 73. 4337. SH SOLE 4337. 0. 0. SENSIENT TECH CORP COMMON 81725T100 73. 3411. SH SOLE 3411. 0. 0. SEPRACOR INC COMMON 817315104 342. 6463. SH SOLE 6463. 0. 0. SEQUA CORPORATION CLASS A 817320104 66. 1127. SH SOLE 1127. 0. 0. SERENA SOFTWARE INC COMMON 817492101 59. 3099. SH SOLE 3099. 0. 0. SEROLOGICALS CORP COMMON 817523103 65. 3229. SH SOLE 3229. 0. 0. SERVICE CORP INTL COMMON 817565104 169. 22893. SH SOLE 22893. 0. 0. SERVICEMASTER COMMON 81760N109 277. 22515. SH SOLE 22515. 0. 0. SHARPER IMAGE COMMON 820013100 58. 1840. SH SOLE 1840. 0. 0. --------- PAGE TOTAL 2539.
FORM 13F DATE: 040630 PAGE: 132
ITEM 4 FAIR ITEM 6 ITEM 8 MARKET ITEM 5 INVESTMENT VOTING AUTHORITY ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 (SHARES) ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - --------------------- ------- --------- --------- ---------- --------- --------- ---------- -------- -------- --------- ------- SHAW COMMUNICATIONS CLASS B 82028K200 4358. 261143. SH SOLE 261143. 0. 0. SHAW GROUP INC COMMON 820280105 43. 4202. SH SOLE 4202. 0. 0. SHERWIN WILLIAMS CO COMMON 824348106 490. 11786. SH SOLE 11786. 0. 0. SHOPKO STORES INC COMMON 824911101 49. 3440. SH SOLE 3440. 0. 0. SHUFFLE MASTER INC COMMON 825549108 97. 2674. SH SOLE 2674. 0. 0. SHURGARD STORAGE COMMON 82567D104 125. 3335. SH SOLE 3335. 0. 0. SIBNEFT SP ADR( 825731102 57. 2050. SH SOLE 2050. 0. 0. SIEBEL SYS INC COMMON 826170102 541. 50569. SH SOLE 50569. 0. 0. SIEMENS A G SP ADR 826197501 490. 6757. SH SOLE 6646. 0. 111. SIERRA HEALTH SVCS COMMON 826322109 101. 2262. SH SOLE 2262. 0. 0. SIERRA PACIFIC RES COMMON 826428104 67. 8696. SH SOLE 8696. 0. 0. SIERRA WIRELESS COMMON 826516106 995. 26850. SH SOLE 26850. 0. 0. SIGMA ALDRICH CORP COMMON 826552101 415. 6957. SH SOLE 6957. 0. 0. SILGAN HLDGS INC COMMON 827048109 68. 1687. SH SOLE 1687. 0. 0. SILICON IMAGE INC COMMON 82705T102 94. 7143. SH SOLE 7143. 0. 0. SILICON LABS INC COMMON 826919102 174. 3759. SH SOLE 3759. 0. 0. SILICON STGE TECH COMMON 827057100 73. 7042. SH SOLE 7042. 0. 0. --------- PAGE TOTAL 8237.
FORM 13F DATE: 040630 PAGE: 133
ITEM 4 FAIR ITEM 6 ITEM 8 MARKET ITEM 5 INVESTMENT VOTING AUTHORITY ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 (SHARES) ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - --------------------- ------- --------- --------- ---------- --------- --------- ---------- -------- -------- --------- ------- SILICON VY BANCSHARE COMMON 827064106 102. 2562. SH SOLE 2562. 0. 0. SILICONIX INC COMMON 827079203 110. 2218. SH SOLE 2218. 0. 0. SIMMONS 1ST NATL COR CLASS A 828730200 55. 2099. SH SOLE 2099. 0. 0. SIMON PPTY INC COMMON 828806109 798. 15511. SH SOLE 15511. 0. 0. SIMPLETECH INC COMMON 828823104 23. 6866. SH SOLE 6866. 0. 0. SIMPSON MANUFACTURIN COMMON 829073105 103. 1828. SH SOLE 1828. 0. 0. SINCLAIR BROADCAST CLASS A 829226109 48. 4716. SH SOLE 4716. 0. 0. SIRENZA MICRODEVICES COMMON 82966T106 2. 500. SH SOLE 500. 0. 0. SIRIUS SATEL RADIO COMMON 82966U103 235. 76174. SH SOLE 76174. 0. 0. SIX FLAGS INC COMMON 83001P109 63. 8738. SH SOLE 8738. 0. 0. SK TELECOM CO LTD ADR(1/9 78440P108 57. 2700. SH SOLE 2700. 0. 0. SKY FINL GROUP INC COMMON 83080P103 174. 7022. SH SOLE 7022. 0. 0. SKYLINE CORP COMMON 830830105 65. 1587. SH SOLE 1587. 0. 0. SKYWEST INC COMMON 830879102 73. 4208. SH SOLE 4208. 0. 0. SKYWORKS SOLUTIONS COMMON 83088M102 96. 10989. SH SOLE 10989. 0. 0. SL GREEN RLTY CORP COMMON 78440X101 133. 2834. SH SOLE 2834. 0. 0. SLM CORP VOTING 78442P106 1715. 42406. SH SOLE 42406. 0. 0. --------- PAGE TOTAL 3852.
FORM 13F DATE: 040630 PAGE: 134
ITEM 4 FAIR ITEM 6 ITEM 8 MARKET ITEM 5 INVESTMENT VOTING AUTHORITY ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 (SHARES) ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - --------------------- ------- --------- --------- ---------- --------- --------- ---------- -------- -------- --------- ------- SMARTSERV ONLINE INC COMMON 83169M302 0. 16. SH SOLE 16. 0. 0. SMITH A O COMMON 831865209 67. 2120. SH SOLE 2120. 0. 0. SMITH INTL INC COMMON 832110100 426. 7637. SH SOLE 7637. 0. 0. SMITHFIELD FOODS INC COMMON 832248108 245. 8327. SH SOLE 8327. 0. 0. SMUCKER J M CO COMMON 832696405 234. 5105. SH SOLE 5105. 0. 0. SMURFIT-STONE CONTNR COMMON 832727101 462. 23143. SH SOLE 23143. 0. 0. SNAP-ON INC COMMON 833034101 158. 4708. SH SOLE 4708. 0. 0. SOLA INTL INC COMMON 834092108 51. 2969. SH SOLE 2969. 0. 0. SOLECTRON CORP COMMON 834182107 433. 66981. SH SOLE 66981. 0. 0. SOLUTIA INC COMMON 834376105 4. 18015. SH SOLE 18015. 0. 0. SONIC AUTOMOTIVE CLASS A 83545G102 54. 2436. SH SOLE 2436. 0. 0. SONIC CORP COMMON 835451105 99. 4337. SH SOLE 4337. 0. 0. SONIC FDRY INC COMMON 83545R108 2. 1000. SH SOLE 1000. 0. 0. SONIC SOLUTIONS COMMON 835460106 67. 3168. SH SOLE 3168. 0. 0. SONICBLUE INC COMMON 83546Q109 0. 1900. SH SOLE 1900. 0. 0. SONICWALL INC COMMON 835470105 59. 6909. SH SOLE 6909. 0. 0. SONOCO PRODS COMMON 835495102 188. 7390. SH SOLE 7390. 0. 0. --------- PAGE TOTAL 2549.
FORM 13F DATE: 040630 PAGE: 135
ITEM 4 FAIR ITEM 6 ITEM 8 MARKET ITEM 5 INVESTMENT VOTING AUTHORITY ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 (SHARES) ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - --------------------- ------- --------- --------- ---------- --------- --------- ---------- -------- -------- --------- ------- SONUS NETWORKS INC COMMON 835916107 79. 16438. SH SOLE 16438. 0. 0. SONY CORP ADR (1 835699307 652. 17127. SH SOLE 16917. 0. 210. SOTHEBYS HLDGS INC CLASS A 835898107 77. 4816. SH SOLE 4816. 0. 0. SOURCECORP COMMON 836167106 59. 2143. SH SOLE 2143. 0. 0. SOUTH FINL GROUP INC COMMON 837841105 121. 4256. SH SOLE 4256. 0. 0. SOUTH JERSEY INDS COMMON 838518108 62. 1415. SH SOLE 1415. 0. 0. SOUTHERN CO COMMON 842587107 1981. 67946. SH SOLE 67946. 0. 0. SOUTHERN PERU COPPER COMMON 843611104 186. 4507. SH SOLE 4507. 0. 0. SOUTHERN UN CO COMMON 844030106 114. 5408. SH SOLE 5408. 0. 0. SOUTHTRUST CORP COMMON 844730101 1057. 27234. SH SOLE 27234. 0. 0. SOUTHWEST AIRLS CO COMMON 844741108 1357. 80902. SH SOLE 80902. 0. 0. SOUTHWEST BANCORP COMMON 84476R109 112. 2532. SH SOLE 2532. 0. 0. SOUTHWEST GAS CORP COMMON 844895102 59. 2462. SH SOLE 2462. 0. 0. SOUTHWESTERN ENERGY COMMON 845467109 80. 2789. SH SOLE 2789. 0. 0. SOVEREIGN BANCORP COMMON 845905108 496. 22425. SH SOLE 22425. 0. 0. SOVRAN SELF STORAGE COMMON 84610H108 60. 1564. SH SOLE 1564. 0. 0. SPANISH BROADCASTIN CLASS A 846425882 52. 5592. SH SOLE 5592. 0. 0. --------- PAGE TOTAL 6604.
FORM 13F DATE: 040630 PAGE: 136
ITEM 4 FAIR ITEM 6 ITEM 8 MARKET ITEM 5 INVESTMENT VOTING AUTHORITY ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 (SHARES) ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - --------------------- ------- --------- --------- ---------- --------- --------- ---------- -------- -------- --------- ------- SPARTECH CORP COMMON 847220209 60. 2303. SH SOLE 2303. 0. 0. SPECIALTY LABS INC COMMON 84749R100 33. 3721. SH SOLE 3721. 0. 0. SPECTRALINK CORP COMMON 847580107 43. 2868. SH SOLE 2868. 0. 0. SPEEDWAY MOTORSPORTS COMMON 847788106 105. 3152. SH SOLE 3152. 0. 0. SPHERION CORPORATION COMMON 848420105 61. 6045. SH SOLE 6045. 0. 0. SPINNAKER EXPL CO COMMON 84855W109 97. 2465. SH SOLE 2465. 0. 0. SPRINT CORP(FON GRP) COMMON 852061100 4353. 247308. SH SOLE 243058. 0. 4250. SPSS INC COMMON 78462K102 51. 2846. SH SOLE 2846. 0. 0. SPX CORP COMMON 784635104 271. 5845. SH SOLE 5845. 0. 0. SRA INTERNATIONAL COMMON 78464R105 54. 1277. SH SOLE 1277. 0. 0. SS&C TECHNOLOGIES COMMON 85227Q100 42. 2247. SH SOLE 2247. 0. 0. ST JOE CO COMMON 790148100 231. 5812. SH SOLE 5812. 0. 0. ST JUDE MED INC COMMON 790849103 1383. 18279. SH SOLE 18279. 0. 0. ST MARY LD & EXPL CO COMMON 792228108 75. 2111. SH SOLE 2111. 0. 0. ST PAUL TRAVELERS CO COMMON 792860108 2884. 71144. SH SOLE 71144. 0. 0. STAGE STORES INC COMMON 85254C305 66. 1758. SH SOLE 1758. 0. 0. STANCORP FINL GROUP COMMON 852891100 149. 2224. SH SOLE 2224. 0. 0. --------- PAGE TOTAL 9958.
FORM 13F DATE: 040630 PAGE: 137
ITEM 4 FAIR ITEM 6 ITEM 8 MARKET ITEM 5 INVESTMENT VOTING AUTHORITY ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 (SHARES) ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - --------------------- ------- --------- --------- ---------- --------- --------- ---------- -------- -------- --------- ------- STANDARD MICROSYSTEM COMMON 853626109 42. 1810. SH SOLE 1810. 0. 0. STANDARD PAC CORP COMMON 85375C101 119. 2416. SH SOLE 2416. 0. 0. STANDARD REGISTER CO COMMON 853887107 37. 3122. SH SOLE 3122. 0. 0. STANDEX INTL CORP COMMON 854231107 56. 2042. SH SOLE 2042. 0. 0. STANLEY WORKS COMMON 854616109 312. 6852. SH SOLE 6852. 0. 0. STAPLES INC COMMON 855030102 2208. 75093. SH SOLE 68293. 0. 6800. STARBUCKS CORP COMMON 855244109 2288. 52615. SH SOLE 52615. 0. 0. STARTEK INC COMMON 85569C107 53. 1492. SH SOLE 1492. 0. 0. STARWOOD HTLS&RES PAIRED 85590A203 1173. 26149. SH SOLE 26149. 0. 0. STATE AUTO FINL CORP COMMON 855707105 90. 2941. SH SOLE 2941. 0. 0. STATE STREET CORP COMMON 857477103 1730. 35281. SH SOLE 35281. 0. 0. STATION CASINOS INC COMMON 857689103 215. 4440. SH SOLE 4440. 0. 0. STEAK N SHAKE CO COMMON 857873103 56. 3061. SH SOLE 3061. 0. 0. STEEL DYNAMICS INC COMMON 858119100 101. 3545. SH SOLE 3545. 0. 0. STEELCASE INC CLASS A 858155203 63. 4497. SH SOLE 4497. 0. 0. STEIN MART INC COMMON 858375108 115. 7057. SH SOLE 7057. 0. 0. STERICYCLE INC COMMON 858912108 166. 3203. SH SOLE 3203. 0. 0. --------- PAGE TOTAL 8824.
FORM 13F DATE: 040630 PAGE: 138
ITEM 4 FAIR ITEM 6 ITEM 8 MARKET ITEM 5 INVESTMENT VOTING AUTHORITY ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 (SHARES) ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - --------------------- ------- --------- --------- ---------- --------- --------- ---------- -------- -------- --------- ------- STERIS CORP COMMON 859152100 116. 5143. SH SOLE 5143. 0. 0. STERLING BANCORP COMMON 859158107 48. 1742. SH SOLE 1742. 0. 0. STERLING BANCSHARES COMMON 858907108 67. 4716. SH SOLE 4716. 0. 0. STERLING FINL CORP COMMON 859319105 60. 1880. SH SOLE 1880. 0. 0. STERLING FINL CORP COM 859317109 62. 2399. SH SOLE 2399. 0. 0. STEWART & STEVENSON COMMON 860342104 63. 3505. SH SOLE 3505. 0. 0. STEWART ENTERPRISES CLASS A 860370105 105. 12934. SH SOLE 12934. 0. 0. STEWART INFO SVCS CO COMMON 860372101 56. 1646. SH SOLE 1646. 0. 0. STILLWATER MNG CO COMMON 86074Q102 121. 8079. SH SOLE 8079. 0. 0. STONE ENERGY CORP COMMON 861642106 89. 1959. SH SOLE 1959. 0. 0. STONERIDGE INC COMMON 86183P102 66. 3903. SH SOLE 3903. 0. 0. STORAGE TECHNOLOGY COMMON 862111200 242. 8360. SH SOLE 8360. 0. 0. STORAGENETWORKS INC COMMON 86211E103 1. 611. SH SOLE 611. 0. 0. STRATASYS INC COMMON 862685104 48. 1937. SH SOLE 1937. 0. 0. STRATOS INTERNATIONL COMMON 863100202 2. 330. SH SOLE 330. 0. 0. STRAYER ED INC COMMON 863236105 89. 794. SH SOLE 794. 0. 0. STRIDE RITE CORP COMMON 863314100 51. 4653. SH SOLE 4653. 0. 0. --------- PAGE TOTAL 1286.
FORM 13F DATE: 040630 PAGE: 139
ITEM 4 FAIR ITEM 6 ITEM 8 MARKET ITEM 5 INVESTMENT VOTING AUTHORITY ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 (SHARES) ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - --------------------- ------- --------- --------- ---------- --------- --------- ---------- -------- -------- --------- ------- STRYKER CORP COMMON 863667101 2200. 40002. SH SOLE 40002. 0. 0. STUDENT LN CORP COMMON 863902102 208. 1527. SH SOLE 1527. 0. 0. STURM RUGER & CO INC COMMON 864159108 58. 4798. SH SOLE 4798. 0. 0. SUFFOLK BANCORP COMMON 864739107 50. 1535. SH SOLE 1535. 0. 0. SUMMIT PPTYS INC COMMON 866239106 62. 2414. SH SOLE 2414. 0. 0. SUN BANCORP INC COMMON 86663B102 51. 2418. SH SOLE 2418. 0. 0. SUN COMMUNITIES COMMON 866674104 55. 1474. SH SOLE 1474. 0. 0. SUN LIFE FNCL INC COMMON 866796105 181590. 6336983. SH SOLE 6239483. 0. 97500. SUN MICROSYSTEM INC COMMON 866810104 2032. 469180. SH SOLE 469180. 0. 0. SUNCOR ENERGY INC COMMON 867229106 66094. 2604700. SH SOLE 2546550. 0. 58150. SUNGARD DATA SYSTEMS COMMON 867363103 617. 23726. SH SOLE 23726. 0. 0. SUNOCO INC COMMON 86764P109 395. 6209. SH SOLE 6209. 0. 0. SUNOCO LOGISTICS PRT COMMON 86764L108 56. 1572. SH SOLE 1572. 0. 0. SUNRISE SEN LIVING COMMON 86768K106 65. 1673. SH SOLE 1673. 0. 0. SUNTRUST BANKS INC COMMON 867914103 2234. 34381. SH SOLE 34381. 0. 0. SUPERCONDUCTOR TECH COMMON 867931107 11. 8860. SH SOLE 8860. 0. 0. SUPERGEN INC COMMON 868059106 33. 5093. SH SOLE 5093. 0. 0. --------- PAGE TOTAL 255811.
FORM 13F DATE: 040630 PAGE: 140
ITEM 4 FAIR ITEM 6 ITEM 8 MARKET ITEM 5 INVESTMENT VOTING AUTHORITY ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 (SHARES) ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - --------------------- ------- --------- --------- ---------- --------- --------- ---------- -------- -------- --------- ------- SUPERIOR ENERGY SVCS COMMON 868157108 64. 6376. SH SOLE 6376. 0. 0. SUPERIOR INDS INTL COMMON 868168105 65. 1940. SH SOLE 1940. 0. 0. SUPERVALU INC COMMON 868536103 331. 10804. SH SOLE 10804. 0. 0. SUPPORTSOFT INC COMMON 868587106 39. 4473. SH SOLE 4473. 0. 0. SUREBEAM CORP CLASS A 86866R102 0. 7026. SH SOLE 7026. 0. 0. SUREWEST COMMUNICATI COMMON 868733106 42. 1341. SH SOLE 1341. 0. 0. SURGUTNEFTEGAS JSC SP ADR( 868861204 250. 7687. SH SOLE 7687. 0. 0. SURMODICS INC COMMON 868873100 62. 2521. SH SOLE 2521. 0. 0. SUSQUEHANNA BKSHS PA COMMON 869099101 75. 2962. SH SOLE 2962. 0. 0. SWIFT ENERGY CO COMMON 870738101 84. 3808. SH SOLE 3808. 0. 0. SWIFT TRANSPORT CO COMMON 870756103 111. 6172. SH SOLE 6172. 0. 0. SWS GROUP INC COMMON 78503N107 40. 2618. SH SOLE 2618. 0. 0. SYBASE INC COMMON 871130100 127. 7034. SH SOLE 7034. 0. 0. SYBRON DENTAL SPEC COMMON 871142105 85. 2831. SH SOLE 2831. 0. 0. SYCAMORE NETWKS INC COMMON 871206108 85. 20190. SH SOLE 20190. 0. 0. SYKES ENTERPRISES IN COMMON 871237103 44. 5784. SH SOLE 5784. 0. 0. SYMANTEC CORP COMMON 871503108 1356. 30980. SH SOLE 30980. 0. 0. --------- PAGE TOTAL 2860.
FORM 13F DATE: 040630 PAGE: 141
ITEM 4 FAIR ITEM 6 ITEM 8 MARKET ITEM 5 INVESTMENT VOTING AUTHORITY ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 (SHARES) ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - --------------------- ------- --------- --------- ---------- --------- --------- ---------- -------- -------- --------- ------- SYMBOL TECHNOLOGIES COMMON 871508107 274. 18612. SH SOLE 18612. 0. 0. SYMMETRICOM INC COMMON 871543104 69. 7732. SH SOLE 7732. 0. 0. SYMYX TECHNOLOGIES COMMON 87155S108 65. 2676. SH SOLE 2676. 0. 0. SYNAPTICS INC COMMON 87157D109 81. 4213. SH SOLE 4213. 0. 0. SYNOPSYS INC COMMON 871607107 410. 14420. SH SOLE 14420. 0. 0. SYNOVUS FINL CORP COMMON 87161C105 973. 38421. SH SOLE 38421. 0. 0. SYNTEL INC COMMON 87162H103 49. 2932. SH SOLE 2932. 0. 0. SYSCO CORP COMMON 871829107 2432. 67800. SH SOLE 67470. 0. 330. TAIWAN SEMICONDUCTOR SP ADR( 874039100 1570. 188928. SH SOLE 188928. 0. 0. TAKE-TWO INTERACTIVE COMMON 874054109 2852. 93092. SH SOLE 93092. 0. 0. TALBOTS INC COMMON 874161102 169. 4326. SH SOLE 4326. 0. 0. TALISMAN ENERGY INC COMMON 87425E103 53687. 2472938. SH SOLE 2443988. 0. 28950. TALK AMERICA HLDGS COMMON 87426R202 34. 4443. SH SOLE 4443. 0. 0. TALX CORP COMMON 874918105 50. 2050. SH SOLE 2050. 0. 0. TANGER FACTORY OUTLT COMMON 875465106 53. 1351. SH SOLE 1351. 0. 0. TANOX INC COMMON 87588Q109 62. 3267. SH SOLE 3267. 0. 0. TARGET CORPORATION COMMON 87612E106 11630. 274428. SH SOLE 264693. 0. 9735. --------- PAGE TOTAL 74460.
FORM 13F DATE: 040630 PAGE: 142
ITEM 4 FAIR ITEM 6 ITEM 8 MARKET ITEM 5 INVESTMENT VOTING AUTHORITY ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 (SHARES) ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - --------------------- ------- --------- --------- ---------- --------- --------- ---------- -------- -------- --------- ------- TAUBMAN CTRS INC COMMON 876664103 38. 1667. SH SOLE 1667. 0. 0. TBC CORP COMMON 872180104 44. 1858. SH SOLE 1858. 0. 0. TC PIPELINES LP UT COM 87233Q108 53. 1642. SH SOLE 1642. 0. 0. TCF FINANCIAL CORP COMMON 872275102 317. 5456. SH SOLE 5456. 0. 0. TECH DATA CORP COMMON 878237106 169. 4323. SH SOLE 4323. 0. 0. TECHNE CORP COMMON 878377100 131. 3024. SH SOLE 3024. 0. 0. TECHNICAL OLYMPIC US COMMON 878483106 68. 3043. SH SOLE 3043. 0. 0. TECHNITROL INC COMMON 878555101 65. 2982. SH SOLE 2982. 0. 0. TECO ENERGY INC COMMON 872375100 181. 15135. SH SOLE 15135. 0. 0. TECUMSEH PRODS CO CLASS A 878895200 56. 1371. SH SOLE 1371. 0. 0. TEJON RANCH CO COMMON 879080109 48. 1384. SH SOLE 1384. 0. 0. TEKELEC COMMON 879101103 81. 4454. SH SOLE 4454. 0. 0. TEKTRONIX INC COMMON 879131100 233. 6860. SH SOLE 6860. 0. 0. TELECOM HLDRS TR DEPOSIT 87927P200 14. 500. SH SOLE 500. 0. 0. TELEDYNE TECH INC COMMON 879360105 67. 3336. SH SOLE 3336. 0. 0. TELEFLEX INC COMMON 879369106 151. 3019. SH SOLE 3019. 0. 0. TELEFONICA S A SP ADR 879382208 37. 837. SH SOLE 837. 0. 0. --------- PAGE TOTAL 1753.
FORM 13F DATE: 040630 PAGE: 143
ITEM 4 FAIR ITEM 6 ITEM 8 MARKET ITEM 5 INVESTMENT VOTING AUTHORITY ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 (SHARES) ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - --------------------- ------- --------- --------- ---------- --------- --------- ---------- -------- -------- --------- ------- TELEGLOBE INTL HLDG COMMON G87340108 345. 67975. SH SOLE 67975. 0. 0. TELEPHONE & DATA SYS COMMON 879433100 312. 4379. SH SOLE 4379. 0. 0. TELESYSTEM INTL COMMON 879946606 1336. 136350. SH SOLE 136350. 0. 0. TELETECH HLDGS INC COMMON 879939106 57. 6538. SH SOLE 6538. 0. 0. TELIK INC COMMON 87959M109 63. 2651. SH SOLE 2651. 0. 0. TELLABS INC COMMON 879664100 331. 37869. SH SOLE 37869. 0. 0. TELUS CORP NON-VOT 87971M202 18447. 1227753. SH SOLE 1132485. 0. 95268. TEMPLE INLAND INC COMMON 879868107 303. 4369. SH SOLE 4369. 0. 0. TENET HEALTHCARE COMMON 88033G100 502. 37452. SH SOLE 37452. 0. 0. TENFOLD CORP COMMON 88033A103 1. 1000. SH SOLE 1000. 0. 0. TENNANT CO COMMON 880345103 54. 1291. SH SOLE 1291. 0. 0. TEPPCO PARTNERS UT LTD 872384102 182. 4790. SH SOLE 4790. 0. 0. TERADYNE INC COMMON 880770102 346. 15226. SH SOLE 15226. 0. 0. TERAYON COMMNICATION COMMON 880775101 20. 8536. SH SOLE 8536. 0. 0. TEREX CORP COMMON 880779103 123. 3608. SH SOLE 3608. 0. 0. TESCO CORPORATION COMMON 88157K101 288. 35700. SH SOLE 35700. 0. 0. TESMA INTL INC CLASS A 881908107 1918. 72425. SH SOLE 72425. 0. 0. --------- PAGE TOTAL 24628.
FORM 13F DATE: 040630 PAGE: 144
ITEM 4 FAIR ITEM 6 ITEM 8 MARKET ITEM 5 INVESTMENT VOTING AUTHORITY ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 (SHARES) ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - --------------------- ------- --------- --------- ---------- --------- --------- ---------- -------- -------- --------- ------- TESORO PETE CORP COMMON 881609101 132. 4794. SH SOLE 4794. 0. 0. TETRA TECH INC COMMON 88162G103 65. 3998. SH SOLE 3998. 0. 0. TETRA TECHNOLOGIES COMMON 88162F105 61. 2268. SH SOLE 2268. 0. 0. TEVA PHARMACEUTICAL ADR (1 881624209 802. 11945. SH SOLE 11945. 0. 0. TEXAS GENCO HLDGS COMMON 882443104 86. 1904. SH SOLE 1904. 0. 0. TEXAS INDS INC COMMON 882491103 80. 1935. SH SOLE 1935. 0. 0. TEXAS INSTRUMENTS COMMON 882508104 11828. 489157. SH SOLE 481857. 0. 7300. TEXAS REGL BKSH CLASS A 882673106 100. 2185. SH SOLE 2185. 0. 0. TEXTRON INC COMMON 883203101 672. 11326. SH SOLE 11326. 0. 0. THE MCCLATCHY CO CLASS A 579489105 247. 3516. SH SOLE 3516. 0. 0. THE SPORTS AUTHORITY COMMON 84917U109 64. 1771. SH SOLE 1771. 0. 0. THERMA-WAVE INC COMMON 88343A108 3. 600. SH SOLE 600. 0. 0. THERMO ELECTRON CORP COMMON 883556102 403. 13105. SH SOLE 13105. 0. 0. THOMAS & BETTS CORP COMMON 884315102 326. 11990. SH SOLE 11990. 0. 0. THOMAS INDS INC COMMON 884425109 59. 1774. SH SOLE 1774. 0. 0. THOMSON CORP (THE) COMMON 884903105 72354. 2177945. SH SOLE 2147420. 0. 30525. THOR INDS INC COMMON 885160101 142. 4241. SH SOLE 4241. 0. 0. --------- PAGE TOTAL 87424.
FORM 13F DATE: 040630 PAGE: 145
ITEM 4 FAIR ITEM 6 ITEM 8 MARKET ITEM 5 INVESTMENT VOTING AUTHORITY ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 (SHARES) ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - --------------------- ------- --------- --------- ---------- --------- --------- ---------- -------- -------- --------- ------- THORATEC LABS CORP COMMON 885175307 43. 4049. SH SOLE 4049. 0. 0. THORNBURG MORTG INC COMMON 885218107 145. 5372. SH SOLE 5372. 0. 0. THQ INC COMMON 872443403 70. 3052. SH SOLE 3052. 0. 0. THREE-FIVE SYS INC COMMON 88554L108 2. 450. SH SOLE 450. 0. 0. TIBCO SOFTWARE INC COMMON 88632Q103 134. 15828. SH SOLE 15828. 0. 0. TICKETS COM INC COMMON 88633M200 0. 75. SH SOLE 75. 0. 0. TIDEWATER INC COMMON 886423102 134. 4494. SH SOLE 4494. 0. 0. TIFFANY & CO COMMON 886547108 432. 11724. SH SOLE 11724. 0. 0. TIMBERLAND CO CLASS A 887100105 175. 2716. SH SOLE 2716. 0. 0. TIME WARNER INC COMMON 887317105 13922. 791927. SH SOLE 776627. 0. 15300. TIME WARNER TELECOM CLASS A 887319101 21. 5108. SH SOLE 5108. 0. 0. TIMKEN CO COMMON 887389104 173. 6531. SH SOLE 6531. 0. 0. TIPPINGPOINT TECH IN COMMON 888011103 3. 113. SH SOLE 113. 0. 0. TITAN CORP COMMON 888266103 68. 5258. SH SOLE 5258. 0. 0. TIVO INC COMMON 888706108 39. 5523. SH SOLE 5523. 0. 0. TJX COMPANIES INC COMMON 872540109 1014. 42015. SH SOLE 42015. 0. 0. TLC VISION COMMON 872549100 843. 72900. SH SOLE 72900. 0. 0. --------- PAGE TOTAL 17218.
FORM 13F DATE: 040630 PAGE: 146
ITEM 4 FAIR ITEM 6 ITEM 8 MARKET ITEM 5 INVESTMENT VOTING AUTHORITY ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 (SHARES) ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - --------------------- ------- --------- --------- ---------- --------- --------- ---------- -------- -------- --------- ------- TOLL BROTHERS INC COMMON 889478103 236. 5575. SH SOLE 5575. 0. 0. TOMPKINSTRUSTCO INC COMMON 890110109 53. 1116. SH SOLE 1116. 0. 0. TOMRA SYS A/S SP ADR 889905204 92. 20122. SH SOLE 20122. 0. 0. TOO INC COMMON 890333107 49. 2963. SH SOLE 2963. 0. 0. TOOTSIE ROLL INDS COMMON 890516107 129. 3966. SH SOLE 3966. 0. 0. TOPPS INC COMMON 890786106 50. 5185. SH SOLE 5185. 0. 0. TORCHMARK CORP COMMON 891027104 496. 9222. SH SOLE 9222. 0. 0. TORO CO COMMON 891092108 128. 1823. SH SOLE 1823. 0. 0. TORONTO DOMINION BK COMMON 891160509 218467. 6829120. SH SOLE 6745935. 0. 83185. TOTAL S.A. SP ADR 89151E109 4052. 42172. SH SOLE 38172. 0. 4000. TOTAL SYS SVCS INC COMMON 891906109 329. 15017. SH SOLE 15017. 0. 0. TOUCH AMERICA HLDGS COMMON 891539108 0. 2200. SH SOLE 2200. 0. 0. TOWN & CTRY TR SH BEN 892081100 58. 2304. SH SOLE 2304. 0. 0. TOYS R US INC COMMON 892335100 939. 58918. SH SOLE 58918. 0. 0. TRACTOR SUPPLY CO COMMON 892356106 116. 2764. SH SOLE 2764. 0. 0. TRADESTATION GRP INC COMMON 89267P105 40. 5587. SH SOLE 5587. 0. 0. TRAMMEL CROW COMMON 89288R106 55. 3910. SH SOLE 3910. 0. 0. --------- PAGE TOTAL 225289.
FORM 13F DATE: 040630 PAGE: 147
ITEM 4 FAIR ITEM 6 ITEM 8 MARKET ITEM 5 INVESTMENT VOTING AUTHORITY ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 (SHARES) ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - --------------------- ------- --------- --------- ---------- --------- --------- ---------- -------- -------- --------- ------- TRANS GLOBAL SVCS COMMON 892916503 0. 1700. SH SOLE 1700. 0. 0. TRANSACTION SYS ARCH CLASS A 893416107 59. 2748. SH SOLE 2748. 0. 0. TRANSALTA CORP COMMON 89346D107 6703. 536400. SH SOLE 440900. 0. 95500. TRANSATLANTIC HLDGS COMMON 893521104 324. 3999. SH SOLE 3999. 0. 0. TRANSCANADA CORP COMMON 89353D107 150843. 7658707. SH SOLE 6865257. 0. 793450. TRANSKARYOTIC THER COMMON 893735100 62. 4161. SH SOLE 4161. 0. 0. TRANSMETA CORPORATN COMMON 89376R109 31. 14232. SH SOLE 14232. 0. 0. TRANSOCEAN INC ORDINAR G90078109 1273. 43979. SH SOLE 43979. 0. 0. TREDEGAR CORP COMMON 894650100 55. 3436. SH SOLE 3436. 0. 0. TREX INC COMMON 89531P105 56. 1496. SH SOLE 1496. 0. 0. TRIAD GTY INC COMMON 895925105 64. 1105. SH SOLE 1105. 0. 0. TRIAD HOSPITALS INC COMMON 89579K109 214. 5742. SH SOLE 5742. 0. 0. TRIARC COS INC CLASS B 895927309 47. 4622. SH SOLE 4622. 0. 0. TRIBUNE CO COMMON 896047107 5890. 129327. SH SOLE 125252. 0. 4075. TRIDENT MICROSYSTEMS COMMON 895919108 38. 3303. SH SOLE 3303. 0. 0. TRIMBLE NAVIGATION COMMON 896239100 101. 3630. SH SOLE 3630. 0. 0. TRIMERIS INC COMMON 896263100 30. 2085. SH SOLE 2085. 0. 0. --------- PAGE TOTAL 165790.
FORM 13F DATE: 040630 PAGE: 148
ITEM 4 FAIR ITEM 6 ITEM 8 MARKET ITEM 5 INVESTMENT VOTING AUTHORITY ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 (SHARES) ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - --------------------- ------- --------- --------- ---------- --------- --------- ---------- -------- -------- --------- ------- TRINITY INDS INC COMMON 896522109 109. 3431. SH SOLE 3431. 0. 0. TRIPATH IMAGING INC COMMON 896942109 58. 6134. SH SOLE 6134. 0. 0. TRIQUINT SEMICONDTR COMMON 89674K103 54. 9955. SH SOLE 9955. 0. 0. TRITON PCS HLDG INC COMMON 89677M106 53. 12144. SH SOLE 12144. 0. 0. TRIUMPH GROUP INC COMMON 896818101 53. 1659. SH SOLE 1659. 0. 0. TRIZEC PROPERTIES IN COMMON 89687P107 187. 11487. SH SOLE 11487. 0. 0. TRIZETTO GROUP INC COMMON 896882107 55. 8268. SH SOLE 8268. 0. 0. TRUSTCO BK CORP N Y COMMON 898349105 71. 5403. SH SOLE 5403. 0. 0. TRUSTMARK CORP COMMON 898402102 126. 4353. SH SOLE 4353. 0. 0. TTM TECHNOLOGIES IN COM 87305R109 38. 3176. SH SOLE 3176. 0. 0. TUESDAY MORNING COR COMMON 899035505 88. 3034. SH SOLE 3034. 0. 0. TULARIK INC COMMON 899165104 109. 4392. SH SOLE 4392. 0. 0. TUMBLEWEED COMMUNTN COMMON 899690101 32. 7435. SH SOLE 7435. 0. 0. TUPPERWARE CORP COMMON 899896104 89. 4577. SH SOLE 4577. 0. 0. TURKISH INVT FD INC COMMON 900145103 222. 23600. SH SOLE 23600. 0. 0. TUT SYSTEMS COMMON 901103101 2. 500. SH SOLE 500. 0. 0. TXU CORP COMMON 873168108 1053. 25996. SH SOLE 25996. 0. 0. --------- PAGE TOTAL 2399.
FORM 13F DATE: 040630 PAGE: 149
ITEM 4 FAIR ITEM 6 ITEM 8 MARKET ITEM 5 INVESTMENT VOTING AUTHORITY ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 (SHARES) ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - --------------------- ------- --------- --------- ---------- --------- --------- ---------- -------- -------- --------- ------- TYCO INTL LTD COMMON 902124106 11867. 358092. SH SOLE 345692. 0. 12400. TYLER TECHN INC COMMONN 902252105 64. 6788. SH SOLE 6788. 0. 0. TYSON FOODS INC CLASS A 902494103 560. 26744. SH SOLE 26744. 0. 0. U S B HLDG INC COMMON 902910108 66. 2897. SH SOLE 2897. 0. 0. U S G CORP COMMON 903293405 61. 3484. SH SOLE 3484. 0. 0. UCBH HOLDINGS INC COMMON 90262T308 132. 3333. SH SOLE 3333. 0. 0. UGI CORP COMMON 902681105 102. 3166. SH SOLE 3166. 0. 0. UICI COMMON 902737105 91. 3841. SH SOLE 3841. 0. 0. UIL HOLDING CO COMMON 902748102 70. 1435. SH SOLE 1435. 0. 0. ULTICOM INC COMMON 903844108 65. 5526. SH SOLE 5526. 0. 0. ULTRATECH INC COMMON 904034105 28. 1714. SH SOLE 1714. 0. 0. UMB FINL CORP COMMON 902788108 83. 1614. SH SOLE 1614. 0. 0. UMPQUA HLDGS CORP COMMON 904214103 54. 2552. SH SOLE 2552. 0. 0. UNIFI INC COMMON 904677101 33. 11130. SH SOLE 11130. 0. 0. UNIFIED ENERGY SYS SP ADR 904688108 11. 400. SH SOLE 400. 0. 0. UNILEVER N.V NY SHAR 904784709 425. 6200. SH SOLE 6200. 0. 0. UNILEVER PLC ADR (4 904767704 380. 9565. SH SOLE 9565. 0. 0. --------- PAGE TOTAL 14092.
FORM 13F DATE: 040630 PAGE: 150
ITEM 4 FAIR ITEM 6 ITEM 8 MARKET ITEM 5 INVESTMENT VOTING AUTHORITY ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 (SHARES) ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - --------------------- ------- --------- --------- ---------- --------- --------- ---------- -------- -------- --------- ------- UNION PAC CORP COMMON 907818108 1242. 20888. SH SOLE 20888. 0. 0. UNION PLANTERS CORP COMMON 908068109 725. 24334. SH SOLE 24334. 0. 0. UNIONBANCAL CORP COMMON 908906100 625. 11074. SH SOLE 11074. 0. 0. UNISOURCE ENERGY COMMON 909205106 67. 2716. SH SOLE 2716. 0. 0. UNISYS CORPORATION COMMON 909214108 9228. 664818. SH SOLE 652518. 0. 12300. UNIT CORP COMMON 909218109 102. 3231. SH SOLE 3231. 0. 0. UNITED AUTO GROUP COMMON 909440109 93. 3042. SH SOLE 3042. 0. 0. UNITED CMNTY BKS GA CAP 90984P105 64. 2551. SH SOLE 2551. 0. 0. UNITED CMNTY FINL COMMON 909839102 63. 4857. SH SOLE 4857. 0. 0. UNITED DEFENSE INDS COMMON 91018B104 56. 1612. SH SOLE 1612. 0. 0. UNITED DOMINION RLTY COMMON 910197102 181. 9161. SH SOLE 9161. 0. 0. UNITED FIRE & CAS CO COMMON 910331107 78. 1346. SH SOLE 1346. 0. 0. UNITED NAT FOODS INC COMMON 911163103 82. 2832. SH SOLE 2832. 0. 0. UNITED ONLINE INC COMMON 911268100 82. 4637. SH SOLE 4637. 0. 0. UNITED PANAM FINANC COMMON 911301109 56. 3258. SH SOLE 3258. 0. 0. UNITED PARCEL SV INC CLASS B 911312106 8301. 110429. SH SOLE 110429. 0. 0. UNITED RENTAL INC COMMON 911363109 102. 5709. SH SOLE 5709. 0. 0. --------- PAGE TOTAL 21147.
FORM 13F DATE: 040630 PAGE: 151
ITEM 4 FAIR ITEM 6 ITEM 8 MARKET ITEM 5 INVESTMENT VOTING AUTHORITY ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 (SHARES) ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - --------------------- ------- --------- --------- ---------- --------- --------- ---------- -------- -------- --------- ------- UNITED STATES CELLUL COMMON 911684108 253. 6572. SH SOLE 6572. 0. 0. UNITED STATES STL COMMON 912909108 294. 8367. SH SOLE 8367. 0. 0. UNITED STATIONERS COMMON 913004107 98. 2460. SH SOLE 2460. 0. 0. UNITED SURGICAL PART COMMON 913016309 79. 2008. SH SOLE 2008. 0. 0. UNITED TECHNOLOGIES COMMON 913017109 18197. 198915. SH SOLE 188540. 0. 10375. UNITED THERAPEUTICS COMMON 91307C102 70. 2710. SH SOLE 2710. 0. 0. UNITEDGLOBALCOM CLASS A 913247508 56. 7660. SH SOLE 7660. 0. 0. UNITEDHEALTH GRP INC COMMON 91324P102 3555. 57102. SH SOLE 57102. 0. 0. UNITRIN INCORPORATED COMMON 913275103 220. 5155. SH SOLE 5155. 0. 0. UNIVERSAL AMERN FINL COMMON 913377107 62. 5622. SH SOLE 5622. 0. 0. UNIVERSAL COMPR HLD COMMON 913431102 74. 2425. SH SOLE 2425. 0. 0. UNIVERSAL CORP COMMON 913456109 94. 1842. SH SOLE 1842. 0. 0. UNIVERSAL DISPLAY CP COMMON 91347P105 44. 4114. SH SOLE 4114. 0. 0. UNIVERSAL FST PRODS COMMON 913543104 59. 1830. SH SOLE 1830. 0. 0. UNIVERSAL HEALTH SVC CLASS B 913903100 203. 4422. SH SOLE 4422. 0. 0. UNIVISION COMMUN INC CLASS A 914906102 830. 25992. SH SOLE 25992. 0. 0. UNIZAN FINANCIAL COR COMMON 91528W101 69. 2639. SH SOLE 2639. 0. 0. --------- PAGE TOTAL 24257.
FORM 13F DATE: 040630 PAGE: 152
ITEM 4 FAIR ITEM 6 ITEM 8 MARKET ITEM 5 INVESTMENT VOTING AUTHORITY ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 (SHARES) ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - --------------------- ------- --------- --------- ---------- --------- --------- ---------- -------- -------- --------- ------- UNOCAL CORP COMMON 915289102 1982. 52170. SH SOLE 52170. 0. 0. UNOVA INC COMMON 91529B106 89. 4404. SH SOLE 4404. 0. 0. UNTD BKSH INC WEST V COMMON 909907107 106. 3263. SH SOLE 3263. 0. 0. UNUMPROVIDENT COR COMMON 91529Y106 379. 23853. SH SOLE 23853. 0. 0. URBAN OUTFITTERS COMMON 917047102 181. 2972. SH SOLE 2972. 0. 0. URS CORP COMMON 903236107 65. 2382. SH SOLE 2382. 0. 0. US BANCORP DEL COMMON 902973304 5539. 200971. SH SOLE 200971. 0. 0. US ONCOLOGY INC COMMON 90338W103 93. 6312. SH SOLE 6312. 0. 0. USANA HEALTH SCIENC COMMON 90328M107 47. 1510. SH SOLE 1510. 0. 0. USEC INC COMMON 90333E108 66. 7544. SH SOLE 7544. 0. 0. USF CORPORATION COMMON 91729Q101 70. 1983. SH SOLE 1983. 0. 0. USI HOLDINGS COMMON 90333H101 70. 4420. SH SOLE 4420. 0. 0. USOL HLDGS INC COMMON 90338Y109 0. 1800. SH SOLE 1800. 0. 0. UST INC COMMON 902911106 504. 13990. SH SOLE 13990. 0. 0. UTSTARCOM INC COMMON 918076100 48. 1589. SH SOLE 1589. 0. 0. V F CORP COMMON 918204108 444. 9127. SH SOLE 9127. 0. 0. VA SOFTWARE CORP COMMON 91819B105 26. 10783. SH SOLE 10783. 0. 0. --------- PAGE TOTAL 9709.
FORM 13F DATE: 040630 PAGE: 153
ITEM 4 FAIR ITEM 6 ITEM 8 MARKET ITEM 5 INVESTMENT VOTING AUTHORITY ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 (SHARES) ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - --------------------- ------- --------- --------- ---------- --------- --------- ---------- -------- -------- --------- ------- VAIL RESORTS INC COMMON 91879Q109 78. 4058. SH SOLE 4058. 0. 0. VALASSIS COMMUNICTNS COMMON 918866104 118. 3861. SH SOLE 3861. 0. 0. VALEANT PHARMA INTL COMMON 91911X104 123. 6165. SH SOLE 6165. 0. 0. VALERO ENERGY CORP NEW COM 91913Y100 644. 8728. SH SOLE 8728. 0. 0. VALERO L P COMMON 91913W104 57. 1166. SH SOLE 1166. 0. 0. VALHI INC COMMON 918905100 101. 8864. SH SOLE 8864. 0. 0. VALLEY NATL BANCORP COMMON 919794107 185. 7306. SH SOLE 7306. 0. 0. VALMONT INDS INC COMMON 920253101 59. 2567. SH SOLE 2567. 0. 0. VALSPAR CORP COMMON 920355104 194. 3844. SH SOLE 3844. 0. 0. VALUE LINE INC COMMON 920437100 39. 1088. SH SOLE 1088. 0. 0. VALUECLICK INC COMMON 92046N102 85. 7097. SH SOLE 7097. 0. 0. VALUEVISION MEDIA CLASS A 92047K107 43. 3336. SH SOLE 3336. 0. 0. VANGUARD INDEX TR STK MRK 922908769 1853. 16850. SH SOLE 16850. 0. 0. VARCO INTL INC USD0.01 922122106 163. 7436. SH SOLE 7436. 0. 0. VARIAN INC COMMON 922206107 106. 2525. SH SOLE 2525. 0. 0. VARIAN MED SYS INC COMMON 92220P105 413. 5209. SH SOLE 5209. 0. 0. VARIAN SEMICONDUC EQ COMMON 922207105 99. 2555. SH SOLE 2555. 0. 0. --------- PAGE TOTAL 4360.
FORM 13F DATE: 040630 PAGE: 154
ITEM 4 FAIR ITEM 6 ITEM 8 MARKET ITEM 5 INVESTMENT VOTING AUTHORITY ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 (SHARES) ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - --------------------- ------- --------- --------- ---------- --------- --------- ---------- -------- -------- --------- ------- VASOGEN INC COMMON 92232F103 358. 72050. SH SOLE 72050. 0. 0. VCA ANTECH INC COMMON 918194101 135. 3015. SH SOLE 3015. 0. 0. VECTOR GROUP LTD COMMON 92240M108 51. 3232. SH SOLE 3232. 0. 0. VECTREN CORP COMMON 92240G101 143. 5694. SH SOLE 5694. 0. 0. VEECO INSTRS INC COMMON 922417100 55. 2129. SH SOLE 2129. 0. 0. VENTANA MED SYS INC COMMON 92276H106 65. 1377. SH SOLE 1377. 0. 0. VENTAS INC COMMON 92276F100 141. 6057. SH SOLE 6057. 0. 0. VERINT SYS INC COMMON 92343X100 84. 2469. SH SOLE 2469. 0. 0. VERISIGN INC COMMON 92343E102 449. 22575. SH SOLE 22575. 0. 0. VERITAS DGC INC COMMON 92343P107 141. 6106. SH SOLE 6106. 0. 0. VERITAS SOFTWARE COMMON 923436109 5618. 202148. SH SOLE 202148. 0. 0. VERITY INC COMMON 92343C106 49. 3625. SH SOLE 3625. 0. 0. VERIZON COMMUNICATNS COMMON 92343V104 14519. 401511. SH SOLE 396361. 0. 5150. VERSATA INC COMMON 925298200 1. 286. SH SOLE 286. 0. 0. VERSO TECH INC COMMON 925317109 25. 14612. SH SOLE 14612. 0. 0. VERTEX PHARMACEUTICL COMMON 92532F100 61. 5602. SH SOLE 5602. 0. 0. VIA NET WRKS INC COMMON 925912107 1. 1100. SH SOLE 1100. 0. 0. --------- PAGE TOTAL 21896.
FORM 13F DATE: 040630 PAGE: 155
ITEM 4 FAIR ITEM 6 ITEM 8 MARKET ITEM 5 INVESTMENT VOTING AUTHORITY ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 (SHARES) ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - --------------------- ------- --------- --------- ---------- --------- --------- ---------- -------- -------- --------- ------- VIACOM INC CLASS B 925524308 15149. 425880. SH SOLE 415047. 0. 10833. VIAD CORP COMMON 92552R109 182. 6743. SH SOLE 6743. 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 61. 2903. SH SOLE 2903. 0. 0. VICOR CORP COMMON 925815102 94. 5162. SH SOLE 5162. 0. 0. VICURON PHARMA COMMON 926471103 50. 3995. SH SOLE 3995. 0. 0. VIGNETTE CORP COMMON 926734104 34. 20778. SH SOLE 20778. 0. 0. VINTAGE PETE INC COMMON 927460105 85. 4991. SH SOLE 4991. 0. 0. VIROPHARMA INC COMMON 928241108 1. 800. SH SOLE 800. 0. 0. VISHAY INTERTECH COMMON 928298108 226. 12182. SH SOLE 12182. 0. 0. VISTACARE INC CLASS A 92839Y109 29. 1552. SH SOLE 1552. 0. 0. VISTEON CORP COMMON 92839U107 119. 10180. SH SOLE 10180. 0. 0. VISX INC DEL COMMON 92844S105 93. 3493. SH SOLE 3493. 0. 0. VITAL SIGNS INC COMMON 928469105 50. 1707. SH SOLE 1707. 0. 0. VITALSTREAM HLDGS IN COMMON 92847T100 0. 400. SH SOLE 400. 0. 0. VITESSE SEMICONDCTOR COMMON 928497106 77. 15716. SH SOLE 15716. 0. 0. --------- PAGE TOTAL 16309.
FORM 13F DATE: 040630 PAGE: 156
ITEM 4 FAIR ITEM 6 ITEM 8 MARKET ITEM 5 INVESTMENT VOTING AUTHORITY ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 (SHARES) ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - --------------------- ------- --------- --------- ---------- --------- --------- ---------- -------- -------- --------- ------- VIVENDI UNIVERSAL ADR (1 92851S204 7. 249. SH SOLE 249. 0. 0. VODAFONE GRP PLC ADR(10 E92857W10 17. 750. SH SOLE 500. 0. 250. VODAFONE GRP PLC ADR(10 92857W100 1156. 52287. SH SOLE 41237. 0. 11050. VOLT INFO SCIENCE COMMON 928703107 82. 2612. SH SOLE 2612. 0. 0. VORNADO OPERATING CO COMMON 92904N103 0. 85. SH SOLE 85. 0. 0. VORNADO RLTY TR SH BEN 929042109 492. 8613. SH SOLE 8613. 0. 0. VULCAN MATLS CO COMMON 929160109 390. 8198. SH SOLE 8198. 0. 0. VYYO INC COMMON 918458209 3. 433. SH SOLE 433. 0. 0. W HLDG CO INC COMMON 929251106 131. 7641. SH SOLE 7641. 0. 0. W-H ENERGY SVCS INC COMMON 92925E108 71. 3621. SH SOLE 3621. 0. 0. W.P. CAREY & CO LLC COMMON 92930Y107 81. 2718. SH SOLE 2718. 0. 0. WABASH NATL CORP COMMON 929566107 58. 2117. SH SOLE 2117. 0. 0. WABTEC COMMON 929740108 67. 3702. SH SOLE 3702. 0. 0. WACHOVIA CORP 2ND NEW 929903102 6600. 148312. SH SOLE 148312. 0. 0. WADDELL & REED FINL CLASS A 930059100 140. 6315. SH SOLE 6315. 0. 0. WAL MART STORES INC COMMON 931142103 33706. 639244. SH SOLE 623594. 0. 15650. WALGREEN CO COMMON 931422109 3689. 101882. SH SOLE 101882. 0. 0. --------- PAGE TOTAL 46690.
FORM 13F DATE: 040630 PAGE: 157
ITEM 4 FAIR ITEM 6 ITEM 8 MARKET ITEM 5 INVESTMENT VOTING AUTHORITY ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 (SHARES) ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - --------------------- ------- --------- --------- ---------- --------- --------- ---------- -------- -------- --------- ------- WALT DISNEY CO COMMON 254687106 11358. 445606. SH SOLE 445606. 0. 0. WALTER INDS INC COMMON 93317Q105 61. 4509. SH SOLE 4509. 0. 0. WARNACO GROUP INC CL A NE 934390402 71. 3340. SH SOLE 3340. 0. 0. WASH REAL ESTATE INV SH BEN 939653101 86. 2915. SH SOLE 2915. 0. 0. WASHINGTON FED INC COMMON 938824109 126. 5231. SH SOLE 5231. 0. 0. WASHINGTON MUT INC COMMON 939322103 4380. 113356. SH SOLE 113356. 0. 0. WASHINGTON POST CO CLASS B 939640108 675. 726. SH SOLE 726. 0. 0. WASHINGTON TR BANCOR COM 940610108 49. 1871. SH SOLE 1871. 0. 0. WASTE CONNECTIONS I COMMON 941053100 94. 3163. SH SOLE 3163. 0. 0. WASTE MANAGEMENT INC COMMON 94106L109 1849. 60326. SH SOLE 60326. 0. 0. WATERS CORP COMMON 941848103 474. 9919. SH SOLE 9919. 0. 0. WATSCO INC COMMON 942622200 68. 2439. SH SOLE 2439. 0. 0. WATSON PHARMACEUTCLS COMMON 942683103 234. 8703. SH SOLE 8703. 0. 0. WATSON WYATT & CO HL CLASS A 942712100 64. 2395. SH SOLE 2395. 0. 0. WATTS WATER TECH CLASS A 942749102 78. 2910. SH SOLE 2910. 0. 0. WAUSAU-MOSINEE PAPER COMMON 943315101 74. 4299. SH SOLE 4299. 0. 0. WAVE SYSTEMS CORP CLASS A 943526103 1. 900. SH SOLE 900. 0. 0. --------- PAGE TOTAL 19742.
FORM 13F DATE: 040630 PAGE: 158
ITEM 4 FAIR ITEM 6 ITEM 8 MARKET ITEM 5 INVESTMENT VOTING AUTHORITY ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 (SHARES) ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - --------------------- ------- --------- --------- ---------- --------- --------- ---------- -------- -------- --------- ------- WAYPOINT FINL CORP COMMON 946756103 69. 2510. SH SOLE 2510. 0. 0. WCI CMNTYS INC COMMON 92923C104 72. 3228. SH SOLE 3228. 0. 0. WD-40 CO COMMON 929236107 48. 1603. SH SOLE 1603. 0. 0. WEATHERFORD INTL LTD COMMON G95089101 451. 10018. SH SOLE 10018. 0. 0. WEBEX INC COMMON 94767L109 67. 3101. SH SOLE 3101. 0. 0. WEBMD CORP COMMON 94769M105 217. 23310. SH SOLE 23310. 0. 0. WEBMETHODS INC COMMON 94768C108 2156. 251607. SH SOLE 251607. 0. 0. WEBSENSE INC COMMON 947684106 81. 2181. SH SOLE 2181. 0. 0. WEBSTER FINANCIAL CO COMMON 947890109 203. 4310. SH SOLE 4310. 0. 0. WEIGHT WATCHERS INTL COMMON 948626106 319. 8155. SH SOLE 8155. 0. 0. WEINGARTEN RLTY INVS SH BEN 948741103 187. 5969. SH SOLE 5969. 0. 0. WEIS MKTS INC COMMON 948849104 69. 1979. SH SOLE 1979. 0. 0. WELLCHOICE INC COMMON 949475107 74. 1788. SH SOLE 1788. 0. 0. WELLMAN INC COMMON 949702104 50. 6209. SH SOLE 6209. 0. 0. WELLPOINT HLTH NETWK COMMON 94973H108 1742. 15553. SH SOLE 15553. 0. 0. WELLS FARGO & CO COMMON 949746101 21975. 385487. SH SOLE 376057. 0. 9430. WENDYS INTL INC COMMON 950590109 319. 9161. SH SOLE 9161. 0. 0. --------- PAGE TOTAL 28099.
FORM 13F DATE: 040630 PAGE: 159
ITEM 4 FAIR ITEM 6 ITEM 8 MARKET ITEM 5 INVESTMENT VOTING AUTHORITY ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 (SHARES) ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - --------------------- ------- --------- --------- ---------- --------- --------- ---------- -------- -------- --------- ------- WERNER ENTERPRISES COMMON 950755108 125. 5930. SH SOLE 5930. 0. 0. WESBANCO INC COMMON 950810101 59. 2011. SH SOLE 2011. 0. 0. WESCO FINL CORP COMMON 950817106 196. 542. SH SOLE 542. 0. 0. WESCO INTL INC COMMON 95082P105 142. 7712. SH SOLE 7712. 0. 0. WEST COAST BANCORP COMMON 952145100 55. 2585. SH SOLE 2585. 0. 0. WEST CORP COMMON 952355105 130. 4970. SH SOLE 4970. 0. 0. WEST MARINE INC COMMON 954235107 64. 2370. SH SOLE 2370. 0. 0. WEST PHARMACEUT SVS COMMON 955306105 66. 1564. SH SOLE 1564. 0. 0. WESTAMERICA BANCORP COMMON 957090103 127. 2428. SH SOLE 2428. 0. 0. WESTAR ENERGY INC COMMON 95709T100 107. 5359. SH SOLE 5359. 0. 0. WESTCORP INC COMMON 957907108 158. 3466. SH SOLE 3466. 0. 0. WESTELL TECHNOLGS CLASS A 957541105 31. 6093. SH SOLE 6093. 0. 0. WESTERN DIGITAL CORP COMMON 958102105 132. 15205. SH SOLE 15205. 0. 0. WESTERN GAS RES INC COMMON 958259103 164. 5064. SH SOLE 5064. 0. 0. WESTERN WIRELESS COR CLASS A 95988E204 160. 5535. SH SOLE 5535. 0. 0. WESTPAC BANKING CP SP ADR 961214301 56. 900. SH SOLE 900. 0. 0. WESTPOINT STEVENS COMMON 961238102 0. 2400. SH SOLE 2400. 0. 0. --------- PAGE TOTAL 1772.
FORM 13F DATE: 040630 PAGE: 160
ITEM 4 FAIR ITEM 6 ITEM 8 MARKET ITEM 5 INVESTMENT VOTING AUTHORITY ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 (SHARES) ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - --------------------- ------- --------- --------- ---------- --------- --------- ---------- -------- -------- --------- ------- WESTWOOD ONE INC COMMON 961815107 184. 7720. SH SOLE 7720. 0. 0. WET SEAL INC CLASS A 961840105 25. 4773. SH SOLE 4773. 0. 0. WEYERHAEUSER CO COMMON 962166104 1697. 26879. SH SOLE 26879. 0. 0. WFS FINL INC COMMON 92923B106 155. 3131. SH SOLE 3131. 0. 0. WGL HOLDINGS INC COMMON 92924F106 104. 3608. SH SOLE 3608. 0. 0. WHEATON RIVER MIN WTS AUG 962902193 94. 85000. SH SOLE 85000. 0. 0. WHEATON RIVER MNRLS COMMON 962902102 2717. 973600. SH SOLE 973600. 0. 0. WHIRLPOOL CORP COMMON 963320106 726. 10579. SH SOLE 10579. 0. 0. WHITE MTNS INS GROUP COMMON G9618E107 351. 688. SH SOLE 688. 0. 0. WHITNEY HLDG CORP COMMON 966612103 134. 2994. SH SOLE 2994. 0. 0. WHOLE FOODS MKT INC COMMON 966837106 535. 5606. SH SOLE 5606. 0. 0. WILD OATS MARKETS COMMON 96808B107 72. 5098. SH SOLE 5098. 0. 0. WILEY JOHN & SONS CLASS A 968223206 150. 4703. SH SOLE 4703. 0. 0. WILLIAMS COS INC COM USD 969457100 503. 42305. SH SOLE 42105. 0. 200. WILLIAMS SONOMA INC COMMON 969904101 292. 8873. SH SOLE 8873. 0. 0. WILMINGTON TRUST CRP COMMON 971807102 187. 5028. SH SOLE 5028. 0. 0. WILSON GREATBATC TEC COMMON 972232102 43. 1539. SH SOLE 1539. 0. 0. --------- PAGE TOTAL 7969.
FORM 13F DATE: 040630 PAGE: 161
ITEM 4 FAIR ITEM 6 ITEM 8 MARKET ITEM 5 INVESTMENT VOTING AUTHORITY ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 (SHARES) ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - --------------------- ------- --------- --------- ---------- --------- --------- ---------- -------- -------- --------- ------- WIMM-BILL-DANN FOOD SPONSOR 97263M109 38. 2700. SH SOLE 2700. 0. 0. WIND RIVER SYSTEM COMMON 973149107 88. 7442. SH SOLE 7442. 0. 0. WINN DIXIE STORES COMMON 974280109 80. 11053. SH SOLE 11053. 0. 0. WINNEBAGO INDS INC COMMON 974637100 100. 2694. SH SOLE 2694. 0. 0. WINTRUST FINL CORP COMMON 97650W108 69. 1357. SH SOLE 1357. 0. 0. WIPRO LTD SPON AD 97651M109 23. 500. SH SOLE 500. 0. 0. WIRELESS FACILITIES COMMON 97653A103 38. 3890. SH SOLE 3890. 0. 0. WISCONSIN ENERGY COMMON 976657106 292. 8939. SH SOLE 8939. 0. 0. WJ COMMUNICATNS INC COMMON 929284107 32. 9170. SH SOLE 9170. 0. 0. WMS INDUSTRIES INC COMMON 929297109 66. 2206. SH SOLE 2206. 0. 0. WOLTERS KLUWER N V SP ADR 977874205 817. 44550. SH SOLE 44550. 0. 0. WOLVERINE WORLD WIDE COMMON 978097103 77. 2915. SH SOLE 2915. 0. 0. WOODWARD GOVNR CO COMMON 980745103 82. 1136. SH SOLE 1136. 0. 0. WORLD ACCEP CORP COMMON 981419104 51. 2808. SH SOLE 2808. 0. 0. WORLDGATE COMMN INC COMMON 98156L307 1. 700. SH SOLE 700. 0. 0. WORTHINGTON INDS INC COMMON 981811102 139. 6753. SH SOLE 6753. 0. 0. WPP GROUP PLC SP ADR( 929309300 548. 10700. SH SOLE 10700. 0. 0. --------- PAGE TOTAL 2541.
FORM 13F DATE: 040630 PAGE: 162
ITEM 4 FAIR ITEM 6 ITEM 8 MARKET ITEM 5 INVESTMENT VOTING AUTHORITY ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 (SHARES) ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - --------------------- ------- --------- --------- ---------- --------- --------- ---------- -------- -------- --------- ------- WPS RESOURCES CORP COMMON 92931B106 112. 2411. SH SOLE 2411. 0. 0. WRIGHT MED GROUP INC COMMON 98235T107 85. 2395. SH SOLE 2395. 0. 0. WRIGLEY WM JR CO COMMON 982526105 1167. 18505. SH SOLE 18505. 0. 0. WSFS FINL CORP COMMON 929328102 60. 1239. SH SOLE 1239. 0. 0. WYETH COMMON 983024100 5046. 139558. SH SOLE 139558. 0. 0. WYNN RESORTS LTD COMMON 983134107 108. 2788. SH SOLE 2788. 0. 0. XCEL ENERGY INC COMMON 98389B100 538. 32184. SH SOLE 32184. 0. 0. XEROX CORP COMMON 984121103 1289. 88865. SH SOLE 88665. 0. 200. XICOR INC COMMON 984903104 66. 4370. SH SOLE 4370. 0. 0. XILINX INC COMMON 983919101 1555. 46681. SH SOLE 46681. 0. 0. XL CAP LTD CLASS A G98255105 1724. 22852. SH SOLE 22852. 0. 0. XM SATELLITE RADIO COMMON 983759101 280. 10275. SH SOLE 10275. 0. 0. XOMA LTD ORDINAR G9825R107 33. 7412. SH SOLE 7412. 0. 0. XTO ENERGY INC COMMON 98385X106 512. 17191. SH SOLE 17191. 0. 0. XYBERNAUT CORP COMMON 984149104 42. 24955. SH SOLE 24955. 0. 0. YAHOO INC COMMON 984332106 9727. 267221. SH SOLE 267221. 0. 0. YANKEE CANDLE INC COMMON 984757104 116. 3963. SH SOLE 3963. 0. 0. --------- PAGE TOTAL 22460.
FORM 13F DATE: 040630 PAGE: 163
ITEM 4 FAIR ITEM 6 ITEM 8 MARKET ITEM 5 INVESTMENT VOTING AUTHORITY ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 (SHARES) ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - --------------------- ------- --------- --------- ---------- --------- --------- ---------- -------- -------- --------- ------- YDI WIRELESS INC COMMON 984215103 1. 100. SH SOLE 100. 0. 0. YELLOW ROADWAY CORP COMMON 985577105 87. 2193. SH SOLE 2193. 0. 0. YORK INTL CORP COMMON 986670107 122. 2961. SH SOLE 2961. 0. 0. YOUNG BROADCASTING CLASS A 987434107 34. 2623. SH SOLE 2623. 0. 0. YOUNG INNOVATIONS COMMON 987520103 42. 1642. SH SOLE 1642. 0. 0. YUM BRANDS INC COMMON 988498101 903. 24257. SH SOLE 24257. 0. 0. ZALE CORP COMMON 988858106 111. 4056. SH SOLE 4056. 0. 0. ZARLINK SEMICONDUCT COMMON 989139100 7127. 1633059. SH SOLE 1620984. 0. 12075. ZEBRA TECHNOLOGIES CLASS A 989207105 314. 3605. SH SOLE 3605. 0. 0. ZENITH NATL INS CORP COMMON 989390109 85. 1740. SH SOLE 1740. 0. 0. ZHONE TECHNOLOGIES COMMON 98950P108 3. 725. SH SOLE 725. 0. 0. ZIMMER HOLDINGS COMMON 98956P102 1647. 18669. SH SOLE 18669. 0. 0. ZIONS BANCORPORATION COMMON 989701107 445. 7245. SH SOLE 7245. 0. 0. ZOLL MED CORP COMMON 989922109 53. 1523. SH SOLE 1523. 0. 0. ZORAN CORP COMMON 98975F101 62. 3355. SH SOLE 3355. 0. 0. ZYGO CORP COMMON 989855101 39. 3514. SH SOLE 3514. 0. 0. ZYMOGENETICS INC COMMON 98985T109 79. 4179. SH SOLE 4179. 0. 0. --------- PAGE TOTAL 11154. --------- GRAND TOTAL 7337123.
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