-----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, TJFAGPaKyBjhOysG590tz0Z1lltK27N51RUZ3szRxEYLWb0DHFrxJqxi1O2SxCol RheFqr5E9T4siRUJUhjhiQ== 0001193125-06-172902.txt : 20060814 0001193125-06-172902.hdr.sgml : 20060814 20060814172332 ACCESSION NUMBER: 0001193125-06-172902 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20060630 FILED AS OF DATE: 20060814 DATE AS OF CHANGE: 20060814 EFFECTIVENESS DATE: 20060814 FILER: COMPANY DATA: COMPANY CONFORMED NAME: TAL GLOBAL ASSET MANAGEMENT INC CENTRAL INDEX KEY: 0001021926 IRS NUMBER: 000000000 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-03663 FILM NUMBER: 061032195 BUSINESS ADDRESS: STREET 1: 1000 DE LA GAUCHETIERE WEAT STE 3100 CITY: MONTREAL QUEBEC CANA STATE: E6 MAIL ADDRESS: STREET 1: 1000 DE LA GAUTHETIERE WEST STREET 2: SUITE 3100 CITY: MONTREAL, QUEBEC FORMER COMPANY: FORMER CONFORMED NAME: TAL INVESTMENT COUNSEL LTD DATE OF NAME CHANGE: 19980206 13F-HR 1 d13fhr.txt FORM 13-F UNITED STATES SECURITIES AND EXCHANGE COMMISSION WASHINGTON D.C. 20549 FORM 13F FORM 13F COVER PAGE Report for the Calendar Year or Quarter Ended: June 30 2006 Check here if Amendment [_] : Amendment Number : ____________________ This amendment (Check only one.) [_] is a restatement. [_] adds new holdings entries. Institutional Investment Manager Filing this Report: Name: CIBC Global Asset Management Inc. Address: 1000 de la Gauchetiere Street West, Suite 3100 Montreal, Quebec H3B 4W5 13F File Number : ---------------------------------------------- The institutional investment manager filing this report and the person by whom it is signed hereby represent that the person signing the report is authorized to submit it, that all information contained herein is true correct and complete, and that it is understood that all required items, statements, schedules, lists, and tables, are considered integral parts of this submission. Person Signing this Report on Behalf of Reporting Manager: Name: Guy Desrochers Title: First Vice-President, Global Equity Phone: (514) 875-7045 extension 3603 Signature, Place, and Date of Signing: /s/ Guy Desrochers Montreal, Quebec August 14, 2006 - -----------------------------
Report Type (Check only one.): [X] 13F HOLDINGS REPORT. [_] 13F NOTICE. [_] 13F COMBINATION REPORT.
List of Other Managers Reporting for this Manager: FORM 13F SUMMARY PAGE Reprt Summary: ______ Number of Other Included Managers: ______ Form 13F Information Table Entry Total: None Form 13F Information Table Value Total: $ 9,474,259,000 List of Other Included Managers: DATE: 060630 PAGE: 1
ITEM 8 ITEM 4 VOTING AUTHORITY FAIR ITEM 5 ITEM 6 (SHARES) MARKET ------------------- INVESTMENT ------------------------- ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN PUT/ DISCRETION ITEM 7 ISSUER CLASS SECID (000s) AMOUNT SH/PRN CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE ------ ------- --------- ------ ------- ------ ---- ---------- ------ ------- --------- ------- 1 800 FLOWERS COM........ CLASS 68243Q106 21. 3719. SH SOLE 3719. 0. 0. 1ST SOURCE CORP.......... COMMON 336901103 35. 1034. SH SOLE 1034. 0. 0. 21ST CENTURY INS GRP..... COMMON 90130N103 34. 2352. SH SOLE 2352. 0. 0. 3COM CORP................ COMMON 885535104 172. 33646. SH SOLE 33646. 0. 0. 3DO CO................... COMMON 88553W204 0. 588. SH SOLE 588. 0. 0. 3M COMPANY............... COMMON 88579Y101 5151. 63778. SH SOLE 63778. 0. 0. 99 CENTS ONLY STORES..... COMMON 65440K106 29. 2746. SH SOLE 2746. 0. 0. A S V INC................ COMMON 001963107 23. 1007. SH SOLE 1007. 0. 0. AARON RENTS INC.......... COMMON 002535201 37. 1370. SH SOLE 1370. 0. 0. ABBOTT LABS.............. COMMON 002824100 5709. 130909. SH SOLE 130909. 0. 0. ABER DIAMOND CORP........ COMMON 002893105 1259. 41048. SH SOLE 41048. 0. 0. ABERCROMBIE & FITCH...... CLASS A 002896207 573. 10338. SH SOLE 10338. 0. 0. ABITIBI CONS INC......... COMMON 003924107 860. 318567. SH SOLE 318567. 0. 0. ABM INDS INC............. COMMON 000957100 23. 1345. SH SOLE 1345. 0. 0. ABRAXIS BIOSCIENCE....... COMMON 00383E106 46. 1936. SH SOLE 1936. 0. 0. ABX AIR INC.............. COMMON 00080S101 22. 3578. SH SOLE 3578. 0. 0. ------ PAGE TOTAL 13994.
FORM 13F DATE: 060630 PAGE: 2
ITEM 8 ITEM 4 VOTING AUTHORITY FAIR ITEM 5 ITEM 6 (SHARES) MARKET ------------------- INVESTMENT ------------------------- ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN PUT/ DISCRETION ITEM 7 ISSUER CLASS SECID (000s) AMOUNT SH/PRN CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE ------ ------- --------- ------ ------- ------ ---- ---------- ------ ------- --------- ------- ACADIA REALTY TRUST...... COM SH 004239109 217. 9184. SH SOLE 9184. 0. 0. ACCENTURE LTD............ CLASS A G1150G111 3031. 107010. SH SOLE 107010. 0. 0. ACCO BRANDS CORP......... COMMON 00081T108 31. 1395. SH SOLE 1395. 0. 0. ACCREDITED HOME LNDR..... COMMON 00437P107 29. 612. SH SOLE 612. 0. 0. ACCRUE SOFTWARE INC...... COMMON 00437W102 0. 588. SH SOLE 588. 0. 0. ACCURIDE CORP............ COMMON 004398103 25. 2019. SH SOLE 2019. 0. 0. ACE LIMITED.............. COMMON G0070K103 1374. 27152. SH SOLE 27152. 0. 0. ACTIVISION INC........... COMMON 004930202 271. 23796. SH SOLE 23796. 0. 0. ACTUANT CORPORATION...... CLASS A 00508X203 36. 723. SH SOLE 723. 0. 0. ACUITY BRANDS............ COMMON 00508Y102 153. 3925. SH SOLE 3925. 0. 0. ACXIOM CORP.............. COMMON 005125109 176. 7029. SH SOLE 7029. 0. 0. ADAMS RESPIR THERP....... COMMON 00635P107 41. 912. SH SOLE 912. 0. 0. ADAPTEC INC.............. COMMON 00651F108 21. 4915. SH SOLE 4915. 0. 0. ADC TELECOMMUNICATNS..... COMMON 000886309 166. 9837. SH SOLE 9837. 0. 0. ADELPHIA COMMUNCATN...... CLASS A 006848105 0. 128. SH SOLE 128. 0. 0. ADESA INC................ COMMON 00686U104 175. 7871. SH SOLE 7871. 0. 0. ADMINISTAFF INC.......... COMMON 007094105 76. 2117. SH SOLE 2117. 0. 0. ----- PAGE TOTAL 5822.
FORM 13F DATE: 060630 PAGE: 3
ITEM 8 ITEM 4 VOTING AUTHORITY FAIR ITEM 5 ITEM 6 (SHARES) MARKET ------------------- INVESTMENT ------------------------- ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN PUT/ DISCRETION ITEM 7 ISSUER CLASS SECID (000s) AMOUNT SH/PRN CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE ------ ------- --------- ------ ------- ------ ---- ---------- ------ ------- --------- ------- ADOBE SYSTEMS INC........ COMMON 00724F101 3819. 125784. SH SOLE 125784. 0. 0. ADOLOR CORP.............. COMMON 00724X102 48. 1920. SH SOLE 1920. 0. 0. ADTRAN INC............... COMMON 00738A106 133. 5932. SH SOLE 5932. 0. 0. ADV MICRO DEVICES........ COMMON 007903107 3296. 134974. SH SOLE 134974. 0. 0. ADVANCE AMER CASH AD..... COMMON 00739W107 41. 2310. SH SOLE 2310. 0. 0. ADVANCED ANALOGIC........ COMMON 00752J108 19. 1855. SH SOLE 1855. 0. 0. ADVANCED AUTO PARTS...... COMMON 00751Y106 241. 8338. SH SOLE 8338. 0. 0. ADVANCED DIGIT INFO...... COMMON 007525108 30. 2560. SH SOLE 2560. 0. 0. ADVANCED ENERGY IND...... COMMON 007973100 26. 1989. SH SOLE 1989. 0. 0. ADVANCED MEDICAL OP...... COM 00763M108 269. 5309. SH SOLE 5309. 0. 0. ADVANTA CORP............. CLASS A 007942105 28. 861. SH SOLE 861. 0. 0. ADVANTAGE ENGY INCOM..... TRUST U 00762L101 1118. 63984. SH SOLE 63984. 0. 0. ADVENT SOFTWARE INC...... COMMON 007974108 32. 887. SH SOLE 887. 0. 0. ADVISORY BRD CO.......... COMMON 00762W107 26. 549. SH SOLE 549. 0. 0. ADVO INC................. COMMON 007585102 24. 964. SH SOLE 964. 0. 0. AEROFLEX INC............. COMMON 007768104 95. 8106. SH SOLE 8106. 0. 0. AEROPOSTALE INC.......... COMMON 007865108 133. 4599. SH SOLE 4599. 0. 0. ----- PAGE TOTAL 9378.
FORM 13F DATE: 060630 PAGE: 4
ITEM 8 ITEM 4 VOTING AUTHORITY FAIR ITEM 5 ITEM 6 (SHARES) MARKET -------------------- INVESTMENT -------------------------- \TEM 1 ITEM 2 ITEM 3 VALUE SH/PRN PUT/ DISCRETION ITEM 7 ISSUER CLASS SECID (000s) AMOUNT SH/PRN CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE ------ ------ --------- ------ -------- ------ ---- ---------- ------ -------- --------- ------- AES CORP................. COMMON 00130H105 2193. 118879. SH SOLE 118879. 0. 0. AETNA INC................ COMMON 00817Y108 5311. 133067. SH SOLE 132217. 0. 850. AFFILIATED COMP SVCS..... CL A CO 008190100 501. 9714. SH SOLE 9714. 0. 0. AFFILIATED MANAGE GR..... COMMON 008252108 80. 922. SH SOLE 922. 0. 0. AFFYMETRIX INC........... COMMON 00826T108 133. 5209. SH SOLE 5209. 0. 0. AFLAC INC................ COMMON 001055102 3341. 72146. SH SOLE 72146. 0. 0. AGCO CORP................ COMMON 001084102 193. 7339. SH SOLE 7339. 0. 0. AGERE SYSTEMS INC........ COMMON 00845V308 2161. 146973. SH SOLE 146973. 0. 0. AGILENT TECHN INC........ COMMON 00846U101 1150. 36441. SH SOLE 36441. 0. 0. AGILYSYS INC............. COMMON 00847J105 25. 1391. SH SOLE 1391. 0. 0. AGL RESOURCES INC........ COMMON 001204106 81. 2118. SH SOLE 2118. 0. 0. AGNICO EAGLE MINES....... COMMON 008474108 10103. 304384. SH SOLE 304384. 0. 0. AGRIUM INC............... COMMON 008916108 37806. 1626301. SH SOLE 1621886. 0. 4415. AIFUL CORPORATION........ ADR (0. 00873N103 198. 14870. SH SOLE 14870. 0. 0. AIR LIQUIDE.............. ADR (0. 009126202 518. 13338. SH SOLE 13338. 0. 0. AIR PRODS & CHEMS........ COMMON 009158106 1275. 19947. SH SOLE 19947. 0. 0. AIRGAS INC............... COMMON 009363102 212. 5697. SH SOLE 5697. 0. 0. ------ PAGE TOTAL 65281.
FORM 13F DATE: 060630 PAGE: 5
ITEM 8 ITEM 4 VOTING AUTHORITY FAIR ITEM 5 ITEM 6 (SHARES) MARKET -------------------- INVESTMENT -------------------------- ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN PUT/ DISCRETION ITEM 7 ISSUER CLASS SECID (000s) AMOUNT SH/PRN CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE ------ ------- --------- ------- -------- ------ ---- ---------- ------ -------- --------- ------- AIRTRAN HLDGS INC........ COMMON 00949P108 107. 7176. SH SOLE 7176. 0. 0. AK STL HLDG CORP......... COMMON 001547108 41. 2994. SH SOLE 2994. 0. 0. AKAMAI TECH INC.......... COMMON 00971T101 194. 5366. SH SOLE 5366. 0. 0. ALABAMA NATL BANCORP..... COMMON 010317105 31. 448. SH SOLE 448. 0. 0. ALASKA AIR GROUP INC..... COMMON 011659109 29. 746. SH SOLE 746. 0. 0. ALASKA COMMUN SY GRP..... COMMON 01167P101 32. 2545. SH SOLE 2545. 0. 0. ALBANY INTL CORP......... CLASS A 012348108 39. 912. SH SOLE 912. 0. 0. ALBANY MOLECULAR RE...... COMMON 012423109 22. 2096. SH SOLE 2096. 0. 0. ALBEMARLE CORP........... COMMON 012653101 60. 1256. SH SOLE 1256. 0. 0. ALBERTO- CULVER CO....... COMMON 013068101 2406. 49391. SH SOLE 48309. 0. 1082. ALCAN INC................ COMMON 013716105 208493. 4445785. SH SOLE 4360075. 0. 85710. ALCOA INC................ COMMON 013817101 2427. 75006. SH SOLE 75006. 0. 0. ALCON INC................ COMMON H01301102 6810. 69100. SH SOLE 59600. 0. 9500. ALDERWOODS GROUP INC..... COMMON 014383103 33. 1702. SH SOLE 1702. 0. 0. ALERIS INTERNATIONAL..... COMMON 014477103 123. 2692. SH SOLE 2692. 0. 0. ALEXANDER & BALDWIN...... COMMON 014482103 173. 3919. SH SOLE 3919. 0. 0. ALEXANDER'S INC.......... COMMON 014752109 38. 138. SH SOLE 138. 0. 0. ------- PAGE TOTAL 221058.
FORM 13F DATE: 060630 PAGE: 6
ITEM 8 ITEM 4 VOTING AUTHORITY FAIR ITEM 5 ITEM 6 (SHARES) MARKET ------------------ INVESTMENT ------------------------- ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN PUT/ DISCRETION ITEM 7 ISSUER CLASS SECID (000s) AMOUNT SH/PRN CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE ------ ------ --------- ------ ------ ------ ---- ---------- ------ ------- --------- ------- ALEXANDRIA REAL ESTA..... REIT 015271109 52. 583. SH SOLE 583. 0. 0. ALEXION PHARM INC........ COMMON 015351109 48. 1319. SH SOLE 1319. 0. 0. ALFA CORP................ COMMON 015385107 36. 2202. SH SOLE 2202. 0. 0. ALIGN TECH INC........... COMMON 016255101 29. 3912. SH SOLE 3912. 0. 0. ALKERMES INC............. COMMON 01642T108 47. 2468. SH SOLE 2468. 0. 0. ALLEGHANY CORP DEL....... COMMON 017175100 59. 215. SH SOLE 215. 0. 0. ALLEGHENY ENERGY INC..... COMMON 017361106 490. 13220. SH SOLE 13220. 0. 0. ALLEGHENY TECH INC....... COMMON 01741R102 497. 7184. SH SOLE 7184. 0. 0. ALLERGAN INC............. COMMON 018490102 1397. 13020. SH SOLE 13020. 0. 0. ALLETE................... COMMON 018522300 38. 813. SH SOLE 813. 0. 0. ALLIANCE DATA SYSTEM..... COMMON 018581108 331. 5621. SH SOLE 5621. 0. 0. ALLIANCE RESRCE PRT...... UT LTD 01877R108 36. 998. SH SOLE 998. 0. 0. ALLIANCEBERSTEIN HLD..... COMMON 01881G106 134. 2198. SH SOLE 2198. 0. 0. ALLIANT ENERGY CORP...... COMMON 018802108 323. 9424. SH SOLE 9424. 0. 0. ALLIANT TECHSYSTEMS...... COMMON 018804104 235. 3082. SH SOLE 3082. 0. 0. ALLIANZ AKTIENGESELL..... SP ADR 018805101 467. 29530. SH SOLE 29530. 0. 0. ALLIED WASTE IND......... COMMON 019589308 241. 21231. SH SOLE 21231. 0. 0. ----- PAGE TOTAL 4460.
FORM 13F DATE: 060630 PAGE: 7
ITEM 8 ITEM 4 VOTING AUTHORITY FAIR ITEM 5 ITEM 6 (SHARES) MARKET ------------------- INVESTMENT ------------------------- ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN PUT/ DISCRETION ITEM 7 ISSUER CLASS SECID (000s) AMOUNT SH/PRN CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE ------ ------- --------- ------ ------- ------ ---- ---------- ------ ------- --------- ------- ALLSCRIPTS HEALTHCAR..... COMMON 01988P108 34. 1915. SH SOLE 1915. 0. 0. ALLSTATE CORP............ COMMON 020002101 3024. 55244. SH SOLE 55244. 0. 0. ALLTEL CORP.............. COMMON 020039103 2042. 31987. SH SOLE 31987. 0. 0. ALON USA ENERGY.......... COMMON 020520102 42. 1319. SH SOLE 1319. 0. 0. ALPHA NATURAL RES........ COMMON 02076X102 34. 1712. SH SOLE 1712. 0. 0. ALPHARMA INC............. CLASS A 020813101 98. 4067. SH SOLE 4067. 0. 0. ALTERA CORP.............. COMMON 021441100 2669. 152093. SH SOLE 152093. 0. 0. ALTIRIS INC.............. COMMON 02148M100 28. 1578. SH SOLE 1578. 0. 0. ALTRIA GROUP INC......... COMMON 02209S103 15923. 216844. SH SOLE 216154. 0. 690. AMAZON COM INC........... COMMON 023135106 1170. 30250. SH SOLE 30250. 0. 0. AMB PROPERTY CORP........ REIT 00163T109 349. 6906. SH SOLE 6906. 0. 0. AMBAC FINANCIAL GRP...... COMMON 023139108 698. 8603. SH SOLE 8603. 0. 0. AMBASSADORS GROUP........ COMMON 023177108 30. 1056. SH SOLE 1056. 0. 0. AMCOL INTL CORP.......... COMMON 02341W103 32. 1233. SH SOLE 1233. 0. 0. AMCORE FINANCIAL INC..... COMMON 023912108 24. 831. SH SOLE 831. 0. 0. AMDOCS LTD............... ORD G02602103 2415. 65990. SH SOLE 65990. 0. 0. AMEDISYS INC............. COMMON 023436108 22. 583. SH SOLE 583. 0. 0. ------ PAGE TOTAL 28634.
FORM 13F DATE: 060630 PAGE: 8
ITEM 8 ITEM 4 VOTING AUTHORITY FAIR ITEM 5 ITEM 6 (SHARES) MARKET ------------------- INVESTMENT ------------------------- ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN PUT/ DISCRETION ITEM 7 ISSUER CLASS SECID (000s) AMOUNT SH/PRN CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE ------ ------- --------- ------ ------- ------ ---- ---------- ------ ------- --------- ------- AMERCO................... COMMON 023586100 59. 585. SH SOLE 585. 0. 0. AMEREN CORPORATION....... COMMON 023608102 1727. 34190. SH SOLE 32730. 0. 1460. AMERICAN AXLE & MFG...... COMMON 024061103 24. 1429. SH SOLE 1429. 0. 0. AMERICAN CAMPUS CMNT..... COMMON 024835100 26. 1056. SH SOLE 1056. 0. 0. AMERICAN COMMERCIAL...... COMMON 025195207 53. 882. SH SOLE 882. 0. 0. AMERICAN EAGLE OUTFT..... COMMON 02553E106 359. 10541. SH SOLE 10541. 0. 0. AMERICAN EQ INVT LIF..... COMMON 025676206 24. 2255. SH SOLE 2255. 0. 0. AMERICAN EXPRESS CO...... COMMON 025816109 6010. 112932. SH SOLE 112932. 0. 0. AMERICAN FINL RLTY....... COMMON 02607P305 34. 3532. SH SOLE 3532. 0. 0. AMERICAN MED SYS HLD..... COMMON 02744M108 101. 6066. SH SOLE 6066. 0. 0. AMERICAN NATL INS CO..... COMMON 028591105 95. 729. SH SOLE 729. 0. 0. AMERICAN PHYSICIANS...... COMMON 028884104 31. 583. SH SOLE 583. 0. 0. AMERICAN REAL EST........ DEPOSIT 029169109 53. 1300. SH SOLE 1300. 0. 0. AMERICAN REPROGRAPHI..... COMMON 029263100 44. 1209. SH SOLE 1209. 0. 0. AMERICAN RETIREMENT...... COMMON 028913101 34. 1034. SH SOLE 1034. 0. 0. AMERICAN STANDARD CO..... COMMON 029712106 790. 18251. SH SOLE 18251. 0. 0. AMERICAN STS WTR CO...... COMMON 029899101 195. 5467. SH SOLE 5467. 0. 0. ----- PAGE TOTAL 9659.
FORM 13F DATE: 060630 PAGE: 9
ITEM 8 ITEM 4 VOTING AUTHORITY FAIR ITEM 5 ITEM 6 (SHARES) MARKET ------------------- INVESTMENT ------------------------- ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN PUT/ DISCRETION ITEM 7 ISSUER CLASS SECID (000s) AMOUNT SH/PRN CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - ------ ------- --------- ------ ------- ------ ---- ---------- ------ ------- --------- ------- AMERICAN TOWER CORP...... CLASS A 029912201 935. 30030. SH SOLE 30030. 0. 0. AMERICAN VANGUARD CO..... COMMON 030371108 22. 1434. SH SOLE 1434. 0. 0. AMERICAN WOODMARK........ COMMON 030506109 37. 1059. SH SOLE 1059. 0. 0. AMERICREDIT CORP......... COMMON 03060R101 293. 10486. SH SOLE 10486. 0. 0. AMERIGROUP CORP.......... COMMON 03073T102 149. 4815. SH SOLE 4815. 0. 0. AMERIPRISE FINANCIAL..... COMMON 03076C106 967. 21640. SH SOLE 21640. 0. 0. AMERISOURCE- BERGEN...... COMMON 03073E105 708. 16885. SH SOLE 16885. 0. 0. AMERISTAR CASINOS........ COMMON 03070Q101 30. 1529. SH SOLE 1529. 0. 0. AMERN ELEC PWR INC....... COMMON 025537101 1196. 34907. SH SOLE 34907. 0. 0. AMERN FINL GROUP......... COMMON 025932104 91. 2118. SH SOLE 2118. 0. 0. AMERN GREETINGS CORP..... CLASS A 026375105 142. 6753. SH SOLE 6753. 0. 0. AMERN HOME MTG INVT...... COMMON 02660R107 50. 1364. SH SOLE 1364. 0. 0. AMERN INTL GROUP INC..... COMMON 026874107 16143. 286023. SH SOLE 285216. 0. 807. AMERN PWR CONVERSION..... COMMON 029066107 334. 17130. SH SOLE 17130. 0. 0. AMERN SCIENCE & ENGR..... COMMON 029429107 23. 395. SH SOLE 395. 0. 0. AMERUS GROUP CO.......... COMMON 03072M108 63. 1076. SH SOLE 1076. 0. 0. AMETEK INC............... COMMON 031100100 282. 5960. SH SOLE 5960. 0. 0. ------ PAGE TOTAL 21465.
FORM 13F DATE: 060630 PAGE: 10
ITEM 8 ITEM 4 VOTING AUTHORITY FAIR ITEM 5 ITEM 6 (SHARES) MARKET ------------------- INVESTMENT ------------------------- ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN PUT/ DISCRETION ITEM 7 ISSUER CLASS SECID (000s) AMOUNT SH/PRN CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - ------ ------ --------- ------ ------- ------ ---- ---------- ------ ------- --------- ------- AMGEN INC................ COMMON 031162100 12840. 196874. SH SOLE 189539. 0. 7335. AMIS HOLDINGS INC........ COMMON 031538101 25. 2460. SH SOLE 2460. 0. 0. AMKOR TECHNOLOGY INC..... COMMON 031652100 46. 4836. SH SOLE 4836. 0. 0. AMN HEALTHCARE SERVI..... COMMON 001744101 27. 1325. SH SOLE 1325. 0. 0. AMPHENOL CORPORATION..... CLASS A 032095101 384. 6854. SH SOLE 6854. 0. 0. AMR CORP................. COMMON 001765106 113. 4436. SH SOLE 4436. 0. 0. AMSOUTH BANCORP.......... COMMON 032165102 2032. 76836. SH SOLE 73206. 0. 3630. AMSURG CORP.............. COMMON 03232P405 27. 1183. SH SOLE 1183. 0. 0. AMYLIN PHARM INC......... COMMON 032346108 206. 4176. SH SOLE 4176. 0. 0. ANADARKO PETE............ COMMON 032511107 1965. 41210. SH SOLE 41210. 0. 0. ANALOG DEVICES INC....... COMMON 032654105 3500. 108901. SH SOLE 108901. 0. 0. ANALOGIC CORP............ COMMON 032657207 120. 2574. SH SOLE 2574. 0. 0. ANCHOR BANCORP........... COMMON 032839102 206. 6838. SH SOLE 6838. 0. 0. ANDREW CORP.............. COMMON 034425108 133. 14992. SH SOLE 14992. 0. 0. ANDRX GROUP.............. COMMON 034553107 46. 2003. SH SOLE 2003. 0. 0. ANGIOTECH PHARMA......... COMMON 034918102 697. 59723. SH SOLE 59723. 0. 0. ANGLO AMERICAN PLC....... ADR(0.5 03485P102 777. 38000. SH SOLE 38000. 0. 0. ------ PAGE TOTAL 23144.
FORM 13F DATE: 060630 PAGE: 11
ITEM 8 ITEM 4 VOTING AUTHORITY FAIR ITEM 5 ITEM 6 (SHARES) MARKET ------------------- INVESTMENT ------------------------- ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN PUT/ DISCRETION ITEM 7 ISSUER CLASS SECID (000s) AMOUNT SH/PRN CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - ------ ------- --------- ------ ------- ------ ---- ---------- ------ ------- --------- ------- ANHEUSER BUSCH COS....... COMMON 035229103 2985. 65477. SH SOLE 65477. 0. 0. ANIXTER INTL INC......... COMMON 035290105 152. 3200. SH SOLE 3200. 0. 0. ANNALY CAPITAL MGMT...... COMMON 035710409 43. 3337. SH SOLE 3337. 0. 0. ANNTAYLOR STORES......... COMMON 036115103 249. 5740. SH SOLE 5740. 0. 0. ANSOFT CORP.............. COMMON 036384105 31. 1530. SH SOLE 1530. 0. 0. ANSYS INC................ COMMON 03662Q105 141. 2947. SH SOLE 2947. 0. 0. ANTHRACITE CAP INC....... COMMON 037023108 30. 2442. SH SOLE 2442. 0. 0. AO TATNEFT............... SP ADR 03737P306 912. 11848. SH SOLE 11848. 0. 0. AON CORPORATION.......... COMMON 037389103 888. 25499. SH SOLE 25499. 0. 0. APACHE CORP.............. COMMON 037411105 1955. 28650. SH SOLE 28650. 0. 0. APARTMENT INVT&MGMT...... CLASS A 03748R101 507. 11668. SH SOLE 11668. 0. 0. APOGEE ENTERPRISES....... COMMON 037598109 23. 1554. SH SOLE 1554. 0. 0. APOLLO GROUP INC......... CLASS A 037604105 827. 16012. SH SOLE 16012. 0. 0. APPLE COMPUTER INC....... COMMON 037833100 7571. 132222. SH SOLE 132222. 0. 0. APPLEBEES INTL INC....... COMMON 037899101 145. 7537. SH SOLE 7537. 0. 0. APPLERA CORPORATION...... GENOMIC 038020202 27. 2086. SH SOLE 2086. 0. 0. APPLERA CORPORATION...... BIOSYST 038020103 501. 15502. SH SOLE 15502. 0. 0. ------ PAGE TOTAL 16987.
FORM 13F DATE: 060630 PAGE: 12
ITEM 8 ITEM 4 VOTING AUTHORITY FAIR ITEM 5 ITEM 6 (SHARES) MARKET ------------------- INVESTMENT ------------------------- ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN PUT/ DISCRETION ITEM 7 ISSUER CLASS SECID (000s) AMOUNT SH/PRN CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - ------ ------- --------- ------ ------- ------ ---- ---------- ------ ------- --------- ------- APPLIED INDL TECH........ COMMON 03820C105 30. 1222. SH SOLE 1222. 0. 0. APPLIED MATERIALS........ COMMON 038222105 2424. 148880. SH SOLE 148880. 0. 0. APPLIED MICRO CRCTS...... COMMON 03822W109 89. 32606. SH SOLE 32606. 0. 0. APRIA HEALTHCARE GRP..... COMMON 037933108 26. 1375. SH SOLE 1375. 0. 0. APTARGROUP INC........... COMMON 038336103 50. 1002. SH SOLE 1002. 0. 0. AQUA AMERICA INC......... COMMON 03836W103 215. 9423. SH SOLE 9423. 0. 0. AQUAGENIX INC............ COMMON 03838R102 0. 1470. SH SOLE 1470. 0. 0. AQUANTIVE INC............ COMMON 03839G105 43. 1687. SH SOLE 1687. 0. 0. AQUILA INC............... COMMON 03840P102 142. 33684. SH SOLE 33684. 0. 0. ARAMARK CORP............. CLASS B 038521100 167. 5057. SH SOLE 5057. 0. 0. ARBITRON INC............. COMMON 03875Q108 33. 851. SH SOLE 851. 0. 0. ARCH CAP GROUP LTD....... ORDINAR G0450A105 55. 922. SH SOLE 922. 0. 0. ARCH CHEMICALS INC....... COMMON 03937R102 33. 920. SH SOLE 920. 0. 0. ARCH COAL INC............ COMMON 039380100 430. 10151. SH SOLE 10151. 0. 0. ARCHER DANIELS MIDLD..... COMMON 039483102 3496. 84688. SH SOLE 84688. 0. 0. ARCHSTONE SMITH TR....... REIT 039583109 851. 16723. SH SOLE 16723. 0. 0. ARENA PHARMACEUTICAL..... COMMON 040047102 28. 2448. SH SOLE 2448. 0. 0. ----- PAGE TOTAL 8112.
FORM 13F DATE: 060630 PAGE: 13
ITEM 8 ITEM 4 VOTING AUTHORITY FAIR ITEM 5 ITEM 6 (SHARES) MARKET ------------------ INVESTMENT ------------------------- ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN PUT/ DISCRETION ITEM 7 ISSUER CLASS SECID (000s) AMOUNT SH/PRN CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE ------ ------ --------- ------ ------ ------ ---- ---------- ------ ------- --------- ------- ARGON ST INC............. COMMON 040149106 23. 882. SH SOLE 882. 0. 0. ARGONAUT GROUP INC....... COMMON 040157109 25. 820. SH SOLE 820. 0. 0. ARIAD PHARMACEUTICAL..... COMMON 04033A100 19. 4218. SH SOLE 4218. 0. 0. ARIBA INC................ COMMON 04033V203 26. 3133. SH SOLE 3133. 0. 0. ARKANSAS BEST CORP....... COMMON 040790107 707. 14086. SH SOLE 14086. 0. 0. ARKEMA................... ADR(1 O 041232109 34. 878. SH SOLE 823. 0. 55. ARMOR HOLDINGS INC....... COMMON 042260109 144. 2635. SH SOLE 2635. 0. 0. ARRIS GROUP INC.......... COMMON 04269Q100 35. 2631. SH SOLE 2631. 0. 0. ARROW ELECTRS INC........ COMMON 042735100 311. 9647. SH SOLE 9647. 0. 0. ARROW INTL INC........... COMMON 042764100 39. 1197. SH SOLE 1197. 0. 0. ARTHROCARE CORP.......... COMMON 043136100 104. 2472. SH SOLE 2472. 0. 0. ARVINMERITOR INC......... COMMON 043353101 35. 2050. SH SOLE 2050. 0. 0. ASBURY AUTOMOTIVE GR..... COMMON 043436104 32. 1532. SH SOLE 1532. 0. 0. ASHFORD HOSPITALITY...... COMMON 044103109 31. 2440. SH SOLE 2440. 0. 0. ASHLAND INC.............. COMMON 044209104 386. 5790. SH SOLE 5790. 0. 0. ASPECT MED SYS INC....... COMMON 045235108 12. 710. SH SOLE 710. 0. 0. ASPEN INSURANCE HLDG..... SHARES G05384105 56. 2391. SH SOLE 2391. 0. 0. ----- PAGE TOTAL 2019.
FORM 13F DATE: 060630 PAGE: 14
ITEM 8 ITEM 4 VOTING AUTHORITY FAIR ITEM 5 ITEM 6 (SHARES) MARKET ------------------- INVESTMENT ------------------------- ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN PUT/ DISCRETION ITEM 7 ISSUER CLASS SECID (000s) AMOUNT SH/PRN CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE ------ ------ --------- ------ ------- ------ ---- ---------- ------ ------- --------- ------- ASSET ACCEPTANCE CAP..... COMMON 04543P100 25. 1245. SH SOLE 1245. 0. 0. ASSOCIATED BANC CORP..... COMMON 045487105 338. 10712. SH SOLE 10712. 0. 0. ASSURANT INC............. COMMON 04621X108 186. 3846. SH SOLE 3846. 0. 0. ASSURED GUARANTY LTD..... COMMON G0585R106 52. 2064. SH SOLE 2064. 0. 0. ASTEC INDS INC........... COMMON 046224101 30. 889. SH SOLE 889. 0. 0. ASTORIA FINL CORP........ COMMON 046265104 263. 8637. SH SOLE 8637. 0. 0. ASTROPOWER INC........... COMMON 04644A101 0. 2338. SH SOLE 2338. 0. 0. AT&T INC................. COMMON 00206R102 9475. 339731. SH SOLE 339731. 0. 0. ATHEROGENICS INC......... COMMON 047439104 23. 1733. SH SOLE 1733. 0. 0. ATHEROS COMMUNICATNS..... COMMON 04743P108 922. 48377. SH SOLE 48377. 0. 0. ATI TECHNOLOGIES INC..... COMMON 001941103 13329. 916287. SH SOLE 914007. 0. 2280. ATLAS AMERICA INC........ COMMON 049167109 30. 675. SH SOLE 675. 0. 0. ATLAS PIPELINE PART...... UNIT L 049392103 26. 638. SH SOLE 638. 0. 0. ATMEL CORP............... COMMON 049513104 198. 35732. SH SOLE 35732. 0. 0. ATMI INC................. COMMON 00207R101 100. 4060. SH SOLE 4060. 0. 0. ATMOS ENERGY CORP........ COMMON 049560105 59. 2106. SH SOLE 2106. 0. 0. ATP OIL & GAS CORP....... COMMON 00208J108 33. 798. SH SOLE 798. 0. 0. ------ PAGE TOTAL 25089.
FORM 13F DATE: 060630 PAGE: 15
ITEM 8 ITEM 4 VOTING AUTHORITY FAIR ITEM 5 ITEM 6 (SHARES) MARKET ------------------- INVESTMENT ------------------------- ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN PUT/ DISCRETION ITEM 7 ISSUER CLASS SECID (000s) AMOUNT SH/PRN CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE ------ ------ --------- ------ ------- ------ ---- ---------- ------ ------- --------- ------- ATWOOD OCEANICS INC...... COMMON 050095108 41. 828. SH SOLE 828. 0. 0. AUTODESK INC............. COMMON 052769106 2766. 80269. SH SOLE 80269. 0. 0. AUTOMATIC DATA PROC...... COMMON 053015103 5528. 121905. SH SOLE 121905. 0. 0. AUTONATION INC........... COMMON 05329W102 374. 17446. SH SOLE 17446. 0. 0. AUTOZONE INC............. COMMON 053332102 451. 5117. SH SOLE 5117. 0. 0. AVALONBAY COMMNTIES...... REIT 053484101 221. 2002. SH SOLE 2002. 0. 0. AVATAR HOLDINGS INC...... COMMON 053494100 26. 462. SH SOLE 462. 0. 0. AVAYA INC................ COMMON 053499109 423. 37001. SH SOLE 37001. 0. 0. AVERY DENNISON CORP...... COMMON 053611109 509. 8765. SH SOLE 8765. 0. 0. AVIALL INC............... COMMON 05366B102 43. 905. SH SOLE 905. 0. 0. AVID TECHNOLOGY INC...... COMMON 05367P100 118. 3550. SH SOLE 3550. 0. 0. AVISTA CORPORATION....... COMMON 05379B107 194. 8518. SH SOLE 8518. 0. 0. AVNET INC................ COMMON 053807103 234. 11697. SH SOLE 11697. 0. 0. AVOCENT CORP............. COMMON 053893103 121. 4597. SH SOLE 4597. 0. 0. AVON PRODUCTS INC........ COMMON 054303102 1291. 41658. SH SOLE 41658. 0. 0. AVX CORP................. COMMON 002444107 75. 4779. SH SOLE 4779. 0. 0. AXCAN PHARMA INC......... COMMON 054923107 425. 32332. SH SOLE 32332. 0. 0. ------ PAGE TOTAL 12840.
FORM 13F DATE: 060630 PAGE: 16
ITEM 8 ITEM 4 VOTING AUTHORITY FAIR ITEM 5 ITEM 6 (SHARES) MARKET ------------------ INVESTMENT ------------------------- ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN PUT/ DISCRETION ITEM 7 ISSUER CLASS SECID (000s) AMOUNT SH/PRN CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE ------ ------ --------- ------ ------ ------ ---- ---------- ------ ------- --------- ------- AXCELIS TECHNOLOGIES..... COMMON 054540109 30. 5076. SH SOLE 5076. 0. 0. AXIS CAPITAL HLDGS....... SHARES G0692U109 113. 3941. SH SOLE 3941. 0. 0. AZTAR CORP............... COMMON 054802103 187. 3598. SH SOLE 3598. 0. 0. BAKER HUGHES INC......... COMMON 057224107 2431. 29697. SH SOLE 29697. 0. 0. BALDOR ELEC CO........... COMMON 057741100 31. 992. SH SOLE 992. 0. 0. BALL CORP................ COMMON 058498106 319. 8616. SH SOLE 8616. 0. 0. BALLARD POWER SYS........ COMMON 05858H104 464. 79811. SH SOLE 79811. 0. 0. BALLY TECHNOLOGIES....... COMMON 05874B107 36. 2172. SH SOLE 2172. 0. 0. BANCFIRST CORP........... COMMON 05945F103 29. 654. SH SOLE 654. 0. 0. BANCO BILBAO VIZCAYA..... ADR (1 05946K101 508. 24665. SH SOLE 24665. 0. 0. BANCO SANTANDER CHIL..... ADR(103 05965X109 163. 4048. SH SOLE 4048. 0. 0. BANCOLOMBIA S A.......... SP ADR 05968L102 121. 5000. SH SOLE 5000. 0. 0. BANCORPSOUTH INC......... COMMON 059692103 58. 2112. SH SOLE 2112. 0. 0. BANDAG INC............... COMMON 059815100 23. 615. SH SOLE 615. 0. 0. BANK HAWAII CORP......... COMMON 062540109 73. 1471. SH SOLE 1471. 0. 0. BANK MUTUAL CORP......... COMMON 063750103 30. 2490. SH SOLE 2490. 0. 0. BANK NEW YORK INC........ COMMON 064057102 2153. 66870. SH SOLE 66870. 0. 0. ----- PAGE TOTAL 6769.
FORM 13F DATE: 060630 PAGE: 17
ITEM 8 ITEM 4 VOTING AUTHORITY FAIR ITEM 5 ITEM 6 (SHARES) MARKET --------------------- INVESTMENT ---------------------------- ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN PUT/ DISCRETION ITEM 7 ISSUER CLASS SECID (000s) AMOUNT SH/PRN CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE ------ ------- --------- -------- --------- ------ ---- ---------- ------ --------- --------- -------- BANK OF AMERICA CORP..... COMMON 060505104 20654. 429406. SH SOLE 428706. 0. 700. BANK OF MONTREAL......... COMMON 063671101 555866. 10271938. SH SOLE 9275583. 0. 996355. BANK OF NOVA SCOTIA...... COMMON 064149107 594271. 14984449. SH SOLE 13832948. 0. 1151501. BANK OF THE OZARKS....... COMMON 063904106 24. 711. SH SOLE 711. 0. 0. BANKATLANTIC BANCORP..... CLASS A 065908501 28. 1874. SH SOLE 1874. 0. 0. BANKFINANCIAL CORP....... COMMON 06643P104 31. 1787. SH SOLE 1787. 0. 0. BANKRATE INC............. COMMON 06646V108 31. 812. SH SOLE 812. 0. 0. BANKUNITED FINL CORP..... CLASS A 06652B103 31. 1012. SH SOLE 1012. 0. 0. BANNER CORP.............. COMMON 06652V109 31. 816. SH SOLE 816. 0. 0. BANTA CORP............... COMMON 066821109 32. 685. SH SOLE 685. 0. 0. BARD C R INC............. COMMON 067383109 1999. 27289. SH SOLE 26639. 0. 650. BARNES & NOBLE INC....... COMMON 067774109 177. 4862. SH SOLE 4862. 0. 0. BARNES GROUP INC......... COMMON 067806109 31. 1560. SH SOLE 1560. 0. 0. BARR PHARMACEUTICALS..... COMMON 068306109 425. 8913. SH SOLE 8913. 0. 0. BARRICK GOLD CORP........ COMMON 067901108 116847. 3951594. SH SOLE 3941019. 0. 10575. BASSETT FURNITURE........ COMMON 070203104 140. 7553. SH SOLE 7553. 0. 0. BAUSCH & LOMB INC........ COMMON 071707103 214. 4372. SH SOLE 4372. 0. 0. -------- PAGE TOTAL 1290832.
FORM 13F DATE: 060630 PAGE: 18
ITEM 8 ITEM 4 VOTING AUTHORITY FAIR ITEM 5 ITEM 6 (SHARES) MARKET -------------------- INVESTMENT -------------------------- ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN PUT/ DISCRETION ITEM 7 ISSUER CLASS SECID (000s) AMOUNT SH/PRN CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE ------ ------- --------- ------- -------- ------ ---- ---------- ------ -------- --------- ------- BAXTER INTL INC.......... COMMON 071813109 4372. 118997. SH SOLE 118997. 0. 0. BAYTEX ENERGY............ TRUST U 073176109 1492. 68723. SH SOLE 68723. 0. 0. BB&T CORPORATION......... COMMON 054937107 1914. 46017. SH SOLE 46017. 0. 0. BCE INC.................. COMMON 05534B109 226008. 9552637. SH SOLE 8565847. 0. 986790. BE AEROSPACE INC......... COMMON 073302101 50. 2183. SH SOLE 2183. 0. 0. BE INC................... COMMON 073309106 1. 1100. SH SOLE 1100. 0. 0. BEA SYSTEMS INC.......... COMMON 073325102 205. 15693. SH SOLE 15693. 0. 0. BEACON ROOFING SUP....... COMMON 073685109 30. 1356. SH SOLE 1356. 0. 0. BEAR STEARNS COS INC..... COMMON 073902108 1298. 9267. SH SOLE 9267. 0. 0. BEARINGPOINT INC......... COMMON 074002106 45. 5419. SH SOLE 5419. 0. 0. BEAZER HOMES USA INC..... COMMON 07556Q105 147. 3202. SH SOLE 3202. 0. 0. BEBE STORES INC.......... COMMON 075571109 38. 2496. SH SOLE 2496. 0. 0. BECKMAN COULTER INC...... COMMON 075811109 274. 4938. SH SOLE 4938. 0. 0. BECTON DICKINSON......... COMMON 075887109 1349. 22064. SH SOLE 22064. 0. 0. BED BATH & BEYOND........ COMMON 075896100 989. 29818. SH SOLE 29818. 0. 0. BELDEN CDT INC........... COMMON 077454106 150. 4531. SH SOLE 4531. 0. 0. BELLSOUTH CORP........... COMMON 079860102 5701. 157477. SH SOLE 157477. 0. 0. ------- PAGE TOTAL 244063.
FORM 13F DATE: 060630 PAGE: 19
ITEM 8 ITEM 4 VOTING AUTHORITY FAIR ITEM 5 ITEM 6 (SHARES) MARKET ------------------- INVESTMENT ------------------------- ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN PUT/ DISCRETION ITEM 7 ISSUER CLASS SECID (000s) AMOUNT SH/PRN CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE ------ ------ --------- ------ ------- ------ ---- ---------- ------ ------- --------- ------- BELO CORPORATION......... COMMON 080555105 50. 3184. SH SOLE 3184. 0. 0. BEMA GOLD CORP........... COMMON 08135F107 1617. 323683. SH SOLE 323683. 0. 0. BEMIS INC................ COMMON 081437105 275. 8986. SH SOLE 8986. 0. 0. BENCHMARK ELECTRS........ COMMON 08160H101 110. 4558. SH SOLE 4558. 0. 0. BENTLEY PHARMCTCLS....... COMMON 082657107 15. 1375. SH SOLE 1375. 0. 0. BERKLEY W R CORP......... COMMON 084423102 362. 10599. SH SOLE 10599. 0. 0. BERKSHIRE HATHAWAY....... CLASS A 084670108 3941. 43. SH SOLE 43. 0. 0. BERRY PETROLEUM CO....... CLASS A 085789105 40. 1208. SH SOLE 1208. 0. 0. BEST BUY INC............. COMMON 086516101 2086. 38034. SH SOLE 38034. 0. 0. BHP BILLITON LTD......... SP ADR( 088606108 1221. 28350. SH SOLE 25650. 0. 2700. BIG 5 SPORTING GOODS..... COMMON 08915P101 21. 1102. SH SOLE 1102. 0. 0. BIG LOTS INC............. COMMON 089302103 193. 11313. SH SOLE 11313. 0. 0. BILL BARRETT CORP........ COMMON 06846N104 35. 1195. SH SOLE 1195. 0. 0. BIO RAD LABS INC......... CLASS A 090572207 46. 707. SH SOLE 707. 0. 0. BIOCRYST PHARMA.......... COMMON 09058V103 26. 1812. SH SOLE 1812. 0. 0. BIOGEN IDEC INC.......... COMMON 09062X103 1470. 31744. SH SOLE 31744. 0. 0. BIOMARIN PHARMAC INC..... COMMON 09061G101 37. 2553. SH SOLE 2553. 0. 0. ------ PAGE TOTAL 11545.
FORM 13F DATE: 060630 PAGE: 20
ITEM 8 ITEM 4 VOTING AUTHORITY FAIR ITEM 5 ITEM 6 (SHARES) MARKET ------------------- INVESTMENT ------------------------- ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN PUT/ DISCRETION ITEM 7 ISSUER CLASS SECID (000s) AMOUNT SH/PRN CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE ------ ------- --------- ------ ------- ------ ---- ---------- ------ ------- --------- ------- BIOMED REALTY TRUST...... COMMON 09063H107 37. 1228. SH SOLE 1228. 0. 0. BIOMET INC............... COMMON 090613100 754. 24086. SH SOLE 24086. 0. 0. BIOSITE INC.............. COMMON 090945106 21. 465. SH SOLE 465. 0. 0. BIOTECH HOLDERS TR....... DEPOSTR 09067D201 247. 1400. SH SOLE 1200. 0. 200. BIOVAIL CORP............. COMMON 09067J109 2639. 112923. SH SOLE 112923. 0. 0. BISYS GROUP INC.......... COMMON 055472104 164. 11995. SH SOLE 11995. 0. 0. BJ SVCS CO............... COMMON 055482103 962. 25824. SH SOLE 25824. 0. 0. BJ'S RESTAURANTS......... COMMON 09180C106 25. 1133. SH SOLE 1133. 0. 0. BJS WHOLESALE CLUB....... COMMON 05548J106 160. 5654. SH SOLE 5654. 0. 0. BLACK & DECKER CORP...... COMMON 091797100 532. 6295. SH SOLE 6295. 0. 0. BLACK BOX CORP DEL....... COMMON 091826107 21. 544. SH SOLE 544. 0. 0. BLACK HILLS CORP......... COMMON 092113109 31. 893. SH SOLE 893. 0. 0. BLACKBAUD INC............ COMMON 09227Q100 35. 1545. SH SOLE 1545. 0. 0. BLACKBOARD INC........... COMMON 091935502 25. 862. SH SOLE 862. 0. 0. BLACKROCK INC............ COMMON 09247X101 246. 1769. SH SOLE 1769. 0. 0. BLOCK H & R INC.......... COMMON 093671105 649. 27212. SH SOLE 27212. 0. 0. BLOCKBUSTER INC.......... CLASS A 093679108 31. 6252. SH SOLE 6252. 0. 0. ----- PAGE TOTAL 6579.
FORM 13F DATE: 060630 PAGE: 21
ITEM 8 ITEM 4 VOTING AUTHORITY FAIR ITEM 5 ITEM 6 (SHARES) MARKET ------------------ INVESTMENT ------------------------- ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN PUT/ DISCRETION ITEM 7 ISSUER CLASS SECID (000s) AMOUNT SH/PRN CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE ------ ------ --------- ------ ------ ------ ---- ---------- ------ ------- --------- ------- BLOUNT INTL INC.......... COMMON 095180105 21. 1712. SH SOLE 1712. 0. 0. BLUE COAT SYSTEMS........ COMMON 09534T508 10. 584. SH SOLE 584. 0. 0. BLUE NILE INC............ COMMON 09578R103 20. 618. SH SOLE 618. 0. 0. BLUEGREEN CORP........... COMMON 096231105 19. 1618. SH SOLE 1618. 0. 0. BLYTH INC................ COMMON 09643P108 25. 1344. SH SOLE 1344. 0. 0. BMC SOFTWARE INC......... COMMON 055921100 429. 17951. SH SOLE 17951. 0. 0. BOARDWALK PIPELINE....... COMMON 096627104 68. 2789. SH SOLE 2789. 0. 0. BOB EVANS FARMS INC...... COMMON 096761101 33. 1092. SH SOLE 1092. 0. 0. BOEING CO................ COMMON 097023105 5689. 69460. SH SOLE 69460. 0. 0. BOIS D ARC ENERGY........ COMMON 09738U103 29. 1765. SH SOLE 1765. 0. 0. BOK FINL CORP............ COMMON 05561Q201 91. 1829. SH SOLE 1829. 0. 0. BOOTS GROUP PLC.......... ADR (1S EBOOTS 639. 44910. SH SOLE 41340. 0. 3570. BORDERS GROUP INC........ COMMON 099709107 118. 6403. SH SOLE 6403. 0. 0. BORG WARNER INC.......... COMMON 099724106 317. 4870. SH SOLE 4870. 0. 0. BORLAND SOFTWARE COR..... COMMON 099849101 23. 4328. SH SOLE 4328. 0. 0. BOSTON PRIV FINL HLG..... COMMON 101119105 129. 4641. SH SOLE 4641. 0. 0. BOSTON PROPERTIES........ COMMON 101121101 682. 7546. SH SOLE 7546. 0. 0. ----- PAGE TOTAL 8342.
FORM 13F DATE: 060630 PAGE: 22
ITEM 8 ITEM 4 VOTING AUTHORITY FAIR ITEM 5 ITEM 6 (SHARES) MARKET ------------------- INVESTMENT ------------------------- ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN PUT/ DISCRETION ITEM 7 ISSUER CLASS SECID (000s) AMOUNT SH/PRN CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE ------ ------ --------- ------ ------- ------ ---- ---------- ------ ------- --------- ------- BOSTON SCIENTIFIC........ COMMON 101137107 3998. 237412. SH SOLE 237245. 0. 167. BOWATER INC.............. COMMON 102183100 119. 5247. SH SOLE 5247. 0. 0. BOWNE & CO INC........... COMMON 103043105 147. 10262. SH SOLE 10262. 0. 0. BOYD GAMING CORP......... COMMON 103304101 191. 4741. SH SOLE 4741. 0. 0. BP....................... ADR (6 055622104 842. 12100. SH SOLE 11960. 0. 140. BP PRUDHOE BAY RTY....... UNIT BE 055630107 47. 589. SH SOLE 589. 0. 0. BRADY CORP............... CLASS A 104674106 159. 4312. SH SOLE 4312. 0. 0. BRANDYWINE RLTY TR....... SH BEN 105368203 549. 17052. SH SOLE 15882. 0. 1170. BRE PROPERTIES INC....... CLASS A 05564E106 77. 1397. SH SOLE 1397. 0. 0. BRIGGS & STRATTON CO..... COMMON 109043109 145. 4669. SH SOLE 4669. 0. 0. BRIGHAM EXPL............. COMMON 109178103 16. 2042. SH SOLE 2042. 0. 0. BRIGHT HORIZON FAM....... COMMON 109195107 28. 738. SH SOLE 738. 0. 0. BRIGHTPOINT INC.......... COMMON 109473405 60. 4413. SH SOLE 4413. 0. 0. BRINKER INTL INC......... COMMON 109641100 253. 6968. SH SOLE 6968. 0. 0. BRINKS COMPANY........... COMMON 109696104 263. 4659. SH SOLE 4659. 0. 0. BRISTOL MYERS SQUIBB..... COMMON 110122108 4353. 168333. SH SOLE 168333. 0. 0. BRISTOL WEST HLDGS....... COMMON 11037M105 22. 1405. SH SOLE 1405. 0. 0. ------ PAGE TOTAL 11269.
FORM 13F DATE: 060630 PAGE: 23
ITEM 8 ITEM 4 VOTING AUTHORITY FAIR ITEM 5 ITEM 6 (SHARES) MARKET -------------------- INVESTMENT -------------------------- ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN PUT/ DISCRETION ITEM 7 ISSUER CLASS SECID (000s) AMOUNT SH/PRN CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE ------ ------- --------- ------- -------- ------ ---- ---------- ------ -------- --------- ------- BRISTOW GROUP INC........ COMMON 110394103 30. 837. SH SOLE 837. 0. 0. BROADCOM CORP............ CLASS A 111320107 1262. 41603. SH SOLE 41603. 0. 0. BROADWING CORP........... COMMON 11161E101 40. 3855. SH SOLE 3855. 0. 0. BROCADE COMM SYS INC..... COMMON 111621108 44. 7207. SH SOLE 7207. 0. 0. BRONCO DRILLING CO....... COMMON 112211107 21. 1024. SH SOLE 1024. 0. 0. BROOKFIELD ASSET MGT..... CLASS A 112585104 166468. 4137577. SH SOLE 4117947. 0. 19630. BROOKFIELD HOMES CO...... COMMON 112723101 25. 770. SH SOLE 770. 0. 0. BROOKFIELD PPTYS......... COMMON 112900105 22705. 714730. SH SOLE 713490. 0. 1240. BROOKLINE BANCORP IN..... COMMON 11373M107 162. 11755. SH SOLE 11755. 0. 0. BROOKS AUTOMATION........ COMMON 114340102 89. 7520. SH SOLE 7520. 0. 0. BROWN & BROWN INC........ COMMON 115236101 304. 10410. SH SOLE 10410. 0. 0. BROWN FORMAN CORP........ CLASS B 115637209 544. 7611. SH SOLE 7611. 0. 0. BROWN SHOE INC........... COMMON 115736100 32. 945. SH SOLE 945. 0. 0. BRUKER BIOSCIENCES....... COMMON 116794108 27. 5106. SH SOLE 5106. 0. 0. BRUNSWICK CORP........... COMMON 117043109 269. 8103. SH SOLE 8103. 0. 0. BUCKEYE PARTNERS L P..... PARTNER 118230101 44. 1043. SH SOLE 1043. 0. 0. BUCKLE INC............... COMMON 118440106 34. 810. SH SOLE 810. 0. 0. ------- PAGE TOTAL 192100.
FORM 13F DATE: 060630 PAGE: 24
ITEM 8 ITEM 4 VOTING AUTHORITY FAIR ITEM 5 ITEM 6 (SHARES) MARKET ------------------- INVESTMENT ------------------------- ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN PUT/ DISCRETION ITEM 7 ISSUER CLASS SECID (000s) AMOUNT SH/PRN CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE ------ ------- --------- ------ ------- ------ ---- ---------- ------ ------- --------- ------- BUCYRUS INTL INC......... CLASS A 118759109 42. 826. SH SOLE 826. 0. 0. BUILD A BEAR WORKSHP..... COMMON 120076104 19. 884. SH SOLE 884. 0. 0. BUILDERS FIRSTSOURCE..... COMMON 12008R107 28. 1374. SH SOLE 1374. 0. 0. BUILDING MATLS HLDG...... COMMON 120113105 21. 766. SH SOLE 766. 0. 0. BUNGE LIMITED............ COMMON G16962105 153. 3050. SH SOLE 3050. 0. 0. BURLINGTN NRTHRN S F..... COMMON 12189T104 2597. 32776. SH SOLE 32776. 0. 0. C D I CORP............... COMMON 125071100 25. 862. SH SOLE 862. 0. 0. C H ROBINSON WLDWIDE..... COMMON 12541W209 806. 15131. SH SOLE 15131. 0. 0. CA INC................... COMMON 12673P105 937. 45580. SH SOLE 45580. 0. 0. CABELAS INC.............. COMMON 126804301 34. 1785. SH SOLE 1785. 0. 0. CABLEVISION SYS CORP..... CL A NY 12686C109 170. 7905. SH SOLE 7905. 0. 0. CABOT CORP............... COMMON 127055101 201. 5820. SH SOLE 5820. 0. 0. CABOT MICROELECT CO...... COMMON 12709P103 25. 841. SH SOLE 841. 0. 0. CABOT OIL & GAS CORP..... COMMON 127097103 196. 3993. SH SOLE 3993. 0. 0. CACI INTERNATIONAL....... CLASS A 127190304 150. 2567. SH SOLE 2567. 0. 0. CADENCE DESIGN SYS....... COMMON 127387108 430. 25119. SH SOLE 25119. 0. 0. CAE INC.................. COMMON 124765108 1349. 176898. SH SOLE 176898. 0. 0. ----- PAGE TOTAL 7183.
FORM 13F DATE: 060630 PAGE: 25
ITEM 8 ITEM 4 VOTING AUTHORITY FAIR ITEM 5 ITEM 6 (SHARES) MARKET -------------------- INVESTMENT -------------------------- ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN PUT/ DISCRETION ITEM 7 ISSUER CLASS SECID (000s) AMOUNT SH/PRN CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE ------ ------ --------- ------ -------- ------ ---- ---------- ------ -------- --------- ------- CALAMOS ASSET MGMT....... CLASS A 12811R104 25. 873. SH SOLE 873. 0. 0. CALIFORNIA PIZZA KIT..... COMMON 13054D109 23. 820. SH SOLE 820. 0. 0. CALIFORNIA WTR SVC....... COMMON 130788102 26. 723. SH SOLE 723. 0. 0. CALLAWAY GOLF CO......... COMMON 131193104 97. 7449. SH SOLE 7449. 0. 0. CAMBIOR INC.............. COMMON 13201L103 529. 194825. SH SOLE 194825. 0. 0. CAMBREX CORP............. COMMON 132011107 30. 1444. SH SOLE 1444. 0. 0. CAMDEN PPTY TR........... SH BEN 133131102 105. 1424. SH SOLE 1424. 0. 0. CAMECO CORP.............. COMMON 13321L108 10614. 266123. SH SOLE 266123. 0. 0. CAMERON INTL............. COMMON 13342B105 418. 8746. SH SOLE 8746. 0. 0. CAMPBELL SOUP CO......... COMMON 134429109 917. 24714. SH SOLE 24714. 0. 0. CANETIC RESOURCES........ TRUST U 137513107 19508. 941618. SH SOLE 941618. 0. 0. CANON INC................ ADR (1 138006309 29. 390. SH SOLE 390. 0. 0. CANWEST GLBL COMMUN...... SUB VTG 138906102 12405. 1666400. SH SOLE 1662800. 0. 3600. CAPITAL CITY BK GRP...... COMMON 139674105 21. 692. SH SOLE 692. 0. 0. CAPITAL ONE FINL CO...... COMMON 14040H105 4289. 50219. SH SOLE 50219. 0. 0. CAPITAL TRUST INC........ REIT CL 14052H506 30. 851. SH SOLE 851. 0. 0. CAPITOL BANCORP LTD...... COMMON 14056D105 27. 696. SH SOLE 696. 0. 0. ------ PAGE TOTAL 49093.
FORM 13F DATE: 060630 PAGE: 26
ITEM 8 ITEM 4 VOTING AUTHORITY FAIR ITEM 5 ITEM 6 (SHARES) MARKET ------------------- INVESTMENT ------------------------- ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN PUT/ DISCRETION ITEM 7 ISSUER CLASS SECID (000s) AMOUNT SH/PRN CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE ------ ------ --------- ------ ------- ------ ---- ---------- ------ ------- --------- ------- CAPITOL FED FINL......... COMMON 14057C106 70. 2039. SH SOLE 2039. 0. 0. CARBO CERAMICS INC....... COMMON 140781105 33. 663. SH SOLE 663. 0. 0. CARDINAL HEALTH INC...... COMMON 14149Y108 2903. 45157. SH SOLE 44967. 0. 190. CARDIOME PHARMA.......... COMMON 14159U202 333. 37864. SH SOLE 37864. 0. 0. CAREER EDUCATION......... COMMON 141665109 234. 7831. SH SOLE 7831. 0. 0. CAREMARK RX INC.......... COMMON 141705103 1804. 36169. SH SOLE 36169. 0. 0. CARLISLE COS INC......... COMMON 142339100 206. 2604. SH SOLE 2604. 0. 0. CARMAX INC............... COMMON 143130102 291. 8202. SH SOLE 8202. 0. 0. CARNIVAL CORP............ COMMON( 143658300 5360. 128417. SH SOLE 125317. 0. 3100. CARPENTER TECHNOLOGY..... COMMON 144285103 217. 1877. SH SOLE 1877. 0. 0. CARRAMERICA RLTY CP...... REIT 144418100 71. 1594. SH SOLE 1594. 0. 0. CARRIZO OIL & CO......... COMMON 144577103 30. 967. SH SOLE 967. 0. 0. CARTERS INC.............. COMMON 146229109 41. 1556. SH SOLE 1556. 0. 0. CASCADE BANCORP.......... COMMON 147154108 32. 1123. SH SOLE 1123. 0. 0. CASCADE CORP............. COMMON 147195101 20. 518. SH SOLE 518. 0. 0. CASCADE NAT GAS CORP..... COMMON 147339105 281. 13345. SH SOLE 13345. 0. 0. CASEYS GEN STORES........ COMMON 147528103 34. 1377. SH SOLE 1377. 0. 0. ------ PAGE TOTAL 11960.
FORM 13F DATE: 060630 PAGE: 27
ITEM 8 ITEM 4 VOTING AUTHORITY FAIR ITEM 5 ITEM 6 (SHARES) MARKET -------------------- INVESTMENT -------------------------- ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN PUT/ DISCRETION ITEM 7 ISSUER CLASS SECID (000s) AMOUNT SH/PRN CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE ------ ------- --------- ------- -------- ------ ---- ---------- ------ -------- --------- ------- CASH AMER INTL INC....... COMMON 14754D100 36. 1118. SH SOLE 1118. 0. 0. CATALINA MARKETING....... COMMON 148867104 41. 1435. SH SOLE 1435. 0. 0. CATERPILLAR INC.......... COMMON 149123101 7018. 94232. SH SOLE 87032. 0. 7200. CATHAY FINL HLDG LTD..... GDR144A 14915V205 54. 2480. SH SOLE 2480. 0. 0. CATHAY GEN BANCORP....... COMMON 149150104 182. 4994. SH SOLE 4994. 0. 0. CATO CORP................ CLASS A 149205106 29. 1135. SH SOLE 1135. 0. 0. CB RICHARD ELLIS GRP..... CLASS A 12497T101 145. 5835. SH SOLE 5835. 0. 0. CBIZ INC................. COMMON 124805102 30. 4007. SH SOLE 4007. 0. 0. CBL & ASSOCIATE PROP..... REIT 124830100 68. 1744. SH SOLE 1744. 0. 0. CBOT HOLDINGS............ CLASS A 14984K106 174. 1453. SH SOLE 1453. 0. 0. CBRL GROUP INC........... COMMON 12489V106 145. 4262. SH SOLE 4262. 0. 0. CBS CORPORATION.......... CLASS B 124857202 2067. 76416. SH SOLE 76416. 0. 0. CDN IMP BANK COMMERC..... COMMON 136069101 164541. 2455668. SH SOLE 2453943. 0. 1725. CDN NATL RAILWAY......... COMMON 136375102 352614. 8063258. SH SOLE 7624838. 0. 438420. CDN NATURAL RES.......... COMMON 136385101 157317. 2842001. SH SOLE 2831886. 0. 10115. CDN PACIFIC RAILWAY...... COMMON 13645T100 107168. 2099680. SH SOLE 1901240. 0. 198440. CDW CORPORATION.......... COMMON 12512N105 351. 6423. SH SOLE 6423. 0. 0. ------- PAGE TOTAL 791980.
FORM 13F DATE: 060630 PAGE: 28
ITEM 8 ITEM 4 VOTING AUTHORITY FAIR ITEM 5 ITEM 6 (SHARES) MARKET ------------------- INVESTMENT ------------------------- ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN PUT/ DISCRETION ITEM 7 ISSUER CLASS SECID (000s) AMOUNT SH/PRN CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE ------ ------- --------- ------ ------- ------ ---- ---------- ------ ------- --------- ------- CEC ENTMT INC............ COMMON 125137109 32. 1009. SH SOLE 1009. 0. 0. CEDAR FAIR L P........... DEPOSIT 150185106 39. 1468. SH SOLE 1468. 0. 0. CELANESE CORP............ SERIES 150870103 89. 4364. SH SOLE 4364. 0. 0. CELESTICA INC............ SUB VTG 15101Q108 5715. 602881. SH SOLE 600971. 0. 1910. CELGENE CORP............. COMMON 151020104 603. 12722. SH SOLE 12722. 0. 0. CENDANT CORP............. COMMON 151313103 1843. 113132. SH SOLE 113132. 0. 0. CENTENE CORP DEL......... COMMON 15135B101 88. 3740. SH SOLE 3740. 0. 0. CENTENNIAL BK HLDGS...... COMMON 151345303 22. 2141. SH SOLE 2141. 0. 0. CENTENNIAL COMMUNCTN..... CLASS A 15133V208 15. 2836. SH SOLE 2836. 0. 0. CENTERPOINT ENERGY....... COMMON 15189T107 317. 25366. SH SOLE 25366. 0. 0. CENTEX CORP.............. COMMON 152312104 502. 9984. SH SOLE 9984. 0. 0. CENTRAL EUROP DIST....... COMMON 153435102 24. 942. SH SOLE 942. 0. 0. CENTRAL GARDEN&PET....... COMMON 153527106 26. 608. SH SOLE 608. 0. 0. CENTRAL PACIFIC FINL..... COMMON 154760102 185. 4774. SH SOLE 4774. 0. 0. CENTRAL PKG CORP......... COMMON 154785109 30. 1896. SH SOLE 1896. 0. 0. CENTURY ALUM CO.......... COMMON 156431108 38. 1066. SH SOLE 1066. 0. 0. CENTURYTEL INC........... COMMON 156700106 433. 11653. SH SOLE 11653. 0. 0. ------ PAGE TOTAL 10001.
FORM 13F DATE: 060630 PAGE: 29
ITEM 8 ITEM 4 VOTING AUTHORITY FAIR ITEM 5 ITEM 6 (SHARES) MARKET ------------------- INVESTMENT ------------------------- ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN PUT/ DISCRETION ITEM 7 ISSUER CLASS SECID (000s) AMOUNT SH/PRN CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE ------ ------- --------- ------ ------- ------ ---- ---------- ------ ------- --------- ------- CENVEO INC............... COMMON 15670S105 35. 1952. SH SOLE 1952. 0. 0. CEPHALON INC............. COMMON 156708109 270. 4498. SH SOLE 4498. 0. 0. CEPHEID.................. COMMON 15670R107 24. 2518. SH SOLE 2518. 0. 0. CERADYNE INC............. COMMON 156710105 107. 2160. SH SOLE 2160. 0. 0. CERIDIAN CORP............ COMMON 156779100 285. 11672. SH SOLE 11672. 0. 0. CERNER CORP.............. COMMON 156782104 190. 5117. SH SOLE 5117. 0. 0. CF INDUSTRIES HLDGS...... COMMON 125269100 24. 1672. SH SOLE 1672. 0. 0. CGI GROUP INC............ CLASS A 39945C109 1340. 214603. SH SOLE 214603. 0. 0. CH ENERGY GRP INC........ COMMON 12541M102 247. 5137. SH SOLE 5137. 0. 0. CHAMPION ENTERPRISES..... COMMON 158496109 76. 6869. SH SOLE 6869. 0. 0. CHAPARRAL STEEL CO....... COMMON 159423102 177. 2451. SH SOLE 2451. 0. 0. CHARLES & COLVARD LT..... COMMON 159765106 11. 1091. SH SOLE 1091. 0. 0. CHARLES RIV LABS INT..... COMMON 159864107 207. 5625. SH SOLE 5625. 0. 0. CHARLOTTE RUSSE HLD...... COMMON 161048103 33. 1377. SH SOLE 1377. 0. 0. CHARMING SHOPPES INC..... COMMON 161133103 37. 3250. SH SOLE 3250. 0. 0. CHARTER COMMUN INC....... CLASS A 16117M107 23. 20343. SH SOLE 20343. 0. 0. CHARTER FINL CORP WE..... COMMON 16122M100 29. 724. SH SOLE 724. 0. 0. ----- PAGE TOTAL 3115.
FORM 13F DATE: 060630 PAGE: 30
ITEM 8 ITEM 4 VOTING AUTHORITY FAIR ITEM 5 ITEM 6 (SHARES) MARKET ------------------- INVESTMENT ------------------------- ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN PUT/ DISCRETION ITEM 7 ISSUER CLASS SECID (000s) AMOUNT SH/PRN CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE ------ ------ --------- ------ ------- ------ ---- ---------- ------ ------- --------- ------- CHARTERMAC............... COMMON 160908109 26. 1413. SH SOLE 1413. 0. 0. CHATTEM INC.............. COMMON 162456107 23. 754. SH SOLE 754. 0. 0. CHC HELICOPTER CORP...... CLASS A 12541C203 628. 26218. SH SOLE 26218. 0. 0. CHECK POINT SOFTWARE..... ORDINAR M22465104 125. 7101. SH SOLE 7101. 0. 0. CHECKFREE CORP........... COMMON 162813109 390. 7878. SH SOLE 7878. 0. 0. CHECKPOINT SYSTEM........ COMMON 162825103 24. 1078. SH SOLE 1078. 0. 0. CHEESECAKE FACTORY....... COMMON 163072101 180. 6685. SH SOLE 6685. 0. 0. CHEMED CORP NEW.......... COMMON 16359R103 128. 2346. SH SOLE 2346. 0. 0. CHEMICAL FINL CORP....... COMMON 163731102 25. 801. SH SOLE 801. 0. 0. CHEMTURA CORPORATION..... COMMON 163893100 178. 19074. SH SOLE 19074. 0. 0. CHENIERE ENERGY INC...... COMMON 16411R208 58. 1483. SH SOLE 1483. 0. 0. CHESAPEAKE ENERGY........ COMMON 165167107 1472. 48722. SH SOLE 48722. 0. 0. CHEVRON CORP............. COMMON 166764100 14551. 234526. SH SOLE 234526. 0. 0. CHICAGO MERCANTILE....... CLASS A 167760107 569. 1159. SH SOLE 1159. 0. 0. CHICOS FAS INC........... COMMON 168615102 542. 20106. SH SOLE 20106. 0. 0. CHILDRENS PL RETL ST..... COMMON 168905107 122. 2030. SH SOLE 2030. 0. 0. CHINA MOBILE LTD......... ADR(5 O 16941M109 154. 5400. SH SOLE 5400. 0. 0. ------ PAGE TOTAL 19195.
FORM 13F DATE: 060630 PAGE: 31
ITEM 8 ITEM 4 VOTING AUTHORITY FAIR ITEM 5 ITEM 6 (SHARES) MARKET ------------------ INVESTMENT ------------------------- ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN PUT/ DISCRETION ITEM 7 ISSUER CLASS SECID (000s) AMOUNT SH/PRN CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE ------ ------ --------- ------ ------ ------ ---- ---------- ------ ------- --------- ------- CHIQUITA BRANDS INTL..... COMMON 170032809 18. 1293. SH SOLE 1293. 0. 0. CHITTENDEN CORP.......... COMMON 170228100 33. 1270. SH SOLE 1270. 0. 0. CHOICE HOTELS INTL....... COMMON 169905106 111. 1837. SH SOLE 1837. 0. 0. CHOICEPOINT INC.......... COMMON 170388102 294. 7037. SH SOLE 7037. 0. 0. CHRISTOPHER & BKS CO..... COMMON 171046105 49. 1691. SH SOLE 1691. 0. 0. CHUBB CORP............... COMMON 171232101 1678. 33622. SH SOLE 33622. 0. 0. CHURCH & DWIGHT INC...... COMMON 171340102 209. 5748. SH SOLE 5748. 0. 0. CHURCHILL DOWNS INC...... COMMON 171484108 27. 720. SH SOLE 720. 0. 0. CIBER INC................ COMMON 17163B102 26. 3977. SH SOLE 3977. 0. 0. CIENA CORP............... COMMON 171779101 231. 48089. SH SOLE 48089. 0. 0. CIGNA CORP............... COMMON 125509109 991. 10057. SH SOLE 10057. 0. 0. CIMAREX ENERGY CO........ COMMON 171798101 274. 6372. SH SOLE 6372. 0. 0. CINCINNATI BELL INC...... COMMON 171871106 29. 7052. SH SOLE 7052. 0. 0. CINCINNATI FINL CORP..... COMMON 172062101 678. 14431. SH SOLE 14431. 0. 0. CINTAS CORP.............. COMMON 172908105 630. 15849. SH SOLE 15669. 0. 180. CIRCOR INTL INC.......... COMMON 17273K109 32. 1044. SH SOLE 1044. 0. 0. CIRCUIT CITY STORE....... COMMON 172737108 370. 13584. SH SOLE 13584. 0. 0. ----- PAGE TOTAL 5680.
FORM 13F DATE: 060630 PAGE: 32
ITEM 8 ITEM 4 VOTING AUTHORITY FAIR ITEM 5 ITEM 6 (SHARES) MARKET -------------------- INVESTMENT -------------------------- ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN PUT/ DISCRETION ITEM 7 ISSUER CLASS SECID (000s) AMOUNT SH/PRN CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE ------ ------- --------- ------ -------- ------ ---- ---------- ------ -------- --------- ------- CIRRUS LOGIC INC......... COMMON 172755100 29. 3508. SH SOLE 3508. 0. 0. CISCO SYSTEMS INC........ COMMON 17275R102 20893. 1070542. SH SOLE 1058897. 0. 11645. CIT GROUP INC............ COMMON 125581108 862. 16478. SH SOLE 16478. 0. 0. CITADEL BROADCASTING..... COMMON 17285T106 30. 3375. SH SOLE 3375. 0. 0. CITI TRENDS INC.......... COMMON 17306X102 32. 749. SH SOLE 749. 0. 0. CITIGROUP INC............ COMMON 172967101 43023. 916097. SH SOLE 913539. 0. 2558. CITIZENS BKG CORP........ COMMON 174420109 29. 1191. SH SOLE 1191. 0. 0. CITIZENS COMMUN CO....... COMMON 17453B101 380. 29149. SH SOLE 29149. 0. 0. CITIZENS INC............. CLASS A 174740100 33. 6571. SH SOLE 6571. 0. 0. CITRIX SYS INC........... COMMON 177376100 661. 16487. SH SOLE 16487. 0. 0. CITY BK LYNNWD WASH...... CAP STK 17770A109 35. 757. SH SOLE 757. 0. 0. CITY HLDG CO............. COMMON 177835105 26. 724. SH SOLE 724. 0. 0. CITY NATL CORP........... COMMON 178566105 88. 1350. SH SOLE 1350. 0. 0. CKE RESTAURANTS INC...... COMMON 12561E105 34. 2020. SH SOLE 2020. 0. 0. CKX INC.................. COMMON 12562M106 34. 2517. SH SOLE 2517. 0. 0. CLAIRES STORES INC....... COMMON 179584107 197. 7703. SH SOLE 7703. 0. 0. CLARCOR INC.............. COMMON 179895107 154. 5156. SH SOLE 5156. 0. 0. ------ PAGE TOTAL 66540.
FORM 13F DATE: 060630 PAGE: 33
ITEM 8 ITEM 4 VOTING AUTHORITY FAIR ITEM 5 ITEM 6 (SHARES) MARKET ------------------- INVESTMENT ------------------------- ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN PUT/ DISCRETION ITEM 7 ISSUER CLASS SECID (000s) AMOUNT SH/PRN CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE ------ ------- --------- ------ ------- ------ ---- ---------- ------ ------- --------- ------- CLAYTON WILLIAMS EN...... COMMON 969490101 22. 633. SH SOLE 633. 0. 0. CLEAN HARBORS............ COMMON 184496107 38. 932. SH SOLE 932. 0. 0. CLEAR CHANNEL COMMUN..... COMMON 184502102 1459. 47136. SH SOLE 47136. 0. 0. CLEAR CHANNEL OUTDR...... CLASS A 18451C109 202. 9632. SH SOLE 9632. 0. 0. CLECO CORP............... COMMON 12561W105 32. 1359. SH SOLE 1359. 0. 0. CLEVELAND CLIFFS INC..... COMMON 185896107 139. 1752. SH SOLE 1752. 0. 0. CLOROX CO................ COMMON 189054109 762. 12498. SH SOLE 12498. 0. 0. CMGI INC................. COMMON 125750109 19. 16126. SH SOLE 16126. 0. 0. CMS ENERGY CORP.......... COMMON 125896100 243. 18774. SH SOLE 18774. 0. 0. CNA FINL CORP............ COMMON 126117100 232. 7044. SH SOLE 7044. 0. 0. CNA SURETY CORP.......... COMMON 12612L108 30. 1729. SH SOLE 1729. 0. 0. CNET NETWORKS............ COMMON 12613R104 31. 3947. SH SOLE 3947. 0. 0. COACH INC................ COMMON 189754104 916. 30627. SH SOLE 30627. 0. 0. COBIZ INC................ COMMON 190897108 31. 1389. SH SOLE 1389. 0. 0. COCA COLA AMATIL LTD SP.. ADR 191085208 319. 30660. SH SOLE 30660. 0. 0. COCA COLA BTLNG CONS..... COMMON 191098102 29. 567. SH SOLE 567. 0. 0. COCA COLA CO............. COMMON 191216100 8131. 189003. SH SOLE 189003. 0. 0. ------ PAGE TOTAL 12635.
FORM 13F DATE: 060630 PAGE: 34
ITEM 8 ITEM 4 VOTING AUTHORITY FAIR ITEM 5 ITEM 6 (SHARES) MARKET ------------------- INVESTMENT ------------------------- ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN PUT/ DISCRETION ITEM 7 ISSUER CLASS SECID (000s) AMOUNT SH/PRN CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE ------ ------- --------- ------ ------- ------ ---- ---------- ------ ------- --------- ------- COCA COLA ENTERPRISE..... COMMON 191219104 606. 29771. SH SOLE 29771. 0. 0. COEUR D'ALENE MINES...... COMMON 192108108 32. 6557. SH SOLE 6557. 0. 0. COGENT INC............... COMMON 19239Y108 38. 2495. SH SOLE 2495. 0. 0. COGNEX CORP.............. COMMON 192422103 125. 4806. SH SOLE 4806. 0. 0. COGNIZANT TECH SOLNS..... CLASS A 192446102 3088. 45833. SH SOLE 45833. 0. 0. COGNOS INCORPORATED...... COMMON 19244C109 16258. 577121. SH SOLE 576466. 0. 655. COHEN & STEERS INC....... COMMON 19247A100 35. 1494. SH SOLE 1494. 0. 0. COHERENT INC............. COMMON 192479103 126. 3727. SH SOLE 3727. 0. 0. COHU INC................. COMMON 192576106 17. 995. SH SOLE 995. 0. 0. COINSTAR INC............. COMMON 19259P300 26. 1095. SH SOLE 1095. 0. 0. COLDWATER CREEK INC...... COMMON 193068103 67. 2502. SH SOLE 2502. 0. 0. COLE KENNETH PRODNS...... CLASS A 193294105 21. 937. SH SOLE 937. 0. 0. COLEY PHARMACEUTICAL..... COMMON 19388P106 19. 1632. SH SOLE 1632. 0. 0. COLGATE PALMOLIVE CO..... COMMON 194162103 4067. 67948. SH SOLE 67948. 0. 0. COLONIAL BANCGROUP....... COMMON 195493309 324. 12634. SH SOLE 12634. 0. 0. COLONIAL PPTYS TR........ COM SH 195872106 465. 9405. SH SOLE 8745. 0. 660. COLUMBIA BKG SYS INC..... COMMON 197236102 34. 907. SH SOLE 907. 0. 0. ------ PAGE TOTAL 25348.
FORM 13F DATE: 060630 PAGE: 35
ITEM 8 ITEM 4 VOTING AUTHORITY FAIR ITEM 5 ITEM 6 (SHARES) MARKET ------------------- INVESTMENT ------------------------- ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN PUT/ DISCRETION ITEM 7 ISSUER CLASS SECID (000s) AMOUNT SH/PRN CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE ------ ------- --------- ------ ------- ------ ---- ---------- ------ ------- --------- ------- COLUMBIA SPORTSWEAR...... COMMON 198516106 50. 1108. SH SOLE 1108. 0. 0. COLUMBUS MCKINNON........ COMMON 199333105 26. 1206. SH SOLE 1206. 0. 0. COM21 INC................ COMMON 205937105 0. 784. SH SOLE 784. 0. 0. COMCAST CORP............. CLASS A 20030N101 9333. 285167. SH SOLE 285167. 0. 0. COMERICA INC............. COMMON 200340107 1246. 23965. SH SOLE 23245. 0. 720. COMFORT SYS USA INC...... COMMON 199908104 40. 2792. SH SOLE 2792. 0. 0. COMMERCE BANC INC NJ..... COMMON 200519106 486. 13621. SH SOLE 13621. 0. 0. COMMERCE BANCSHARES...... COMMON 200525103 99. 1972. SH SOLE 1972. 0. 0. COMMERCE GROUP INC....... COMMON 200641108 55. 1848. SH SOLE 1848. 0. 0. COMMERCE ONE INC DEL..... COMMON 200693208 0. 976. SH SOLE 976. 0. 0. COMMERCIAL CAP BANCO..... COMMON 20162L105 25. 1562. SH SOLE 1562. 0. 0. COMMERCIAL METALS CO..... COMMON 201723103 238. 9255. SH SOLE 9255. 0. 0. COMMNTY BKS INC MRBG..... COMMON 203628102 25. 943. SH SOLE 943. 0. 0. COMMONWEALTH TEL ENT..... COMMON 203349105 25. 742. SH SOLE 742. 0. 0. COMMSCOPE INC............ COMMON 203372107 161. 5131. SH SOLE 5131. 0. 0. COMMUNITY BK SYS INC..... COMMON 203607106 175. 8688. SH SOLE 8688. 0. 0. COMMUNITY HEALTH SYS..... COMMON 203668108 268. 7290. SH SOLE 7290. 0. 0. ------ PAGE TOTAL 12252.
FORM 13F DATE: 060630 PAGE: 36
ITEM 8 ITEM 4 VOTING AUTHORITY FAIR ITEM 5 ITEM 6 (SHARES) MARKET ------------------ INVESTMENT ------------------------- ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN PUT/ DISCRETION ITEM 7 ISSUER CLASS SECID (000s) AMOUNT SH/PRN CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE ------ ------ --------- ------ ------ ------ ---- ---------- ------ ------- --------- ------- COMMUNITY TR BANCORP..... COMMON 204149108 27. 782. SH SOLE 782. 0. 0. COMPANIA ANONIMA NAC..... SP ADR 204421101 40. 2046. SH SOLE 2046. 0. 0. COMPANIA CERVECERIAS..... SP ADR 204429104 64. 2888. SH SOLE 2888. 0. 0. COMPANIA DE MINAS BU..... SP ADR 204448104 131. 4800. SH SOLE 4800. 0. 0. COMPANIA DE TELEC CH..... SP ADR 204449300 38. 5513. SH SOLE 5513. 0. 0. COMPASS BANCSHARES....... COMMON 20449H109 548. 9848. SH SOLE 9848. 0. 0. COMPASS MINERALS......... COMMON 20451N101 27. 1074. SH SOLE 1074. 0. 0. COMPTON PETROLEUM........ COMMON 204940100 1043. 90044. SH SOLE 90044. 0. 0. COMPUCREDIT CORP......... COMMON 20478N100 55. 1418. SH SOLE 1418. 0. 0. COMPUTER PROGRAMS &...... COMMON 205306103 25. 629. SH SOLE 629. 0. 0. COMPUTER SCIENCES........ COMMON 205363104 739. 15249. SH SOLE 15249. 0. 0. COMPUWARE CORP........... COMMON 205638109 220. 32909. SH SOLE 32909. 0. 0. COMSTOCK RES INC......... COMMON 205768203 33. 1120. SH SOLE 1120. 0. 0. COMTECH TELECOMMUNTN..... COMMON 205826209 23. 770. SH SOLE 770. 0. 0. COMVERSE TECHNOLOGY...... COMMON 205862402 1697. 85827. SH SOLE 85827. 0. 0. CON-WAY INC.............. COMMON 205944101 256. 4424. SH SOLE 4424. 0. 0. CONAGRA FOODS INC........ COMMON 205887102 1027. 46446. SH SOLE 46446. 0. 0. ----- PAGE TOTAL 5993.
FORM 13F DATE: 060630 PAGE: 37
ITEM 8 ITEM 4 VOTING AUTHORITY FAIR ITEM 5 ITEM 6 (SHARES) MARKET ------------------- INVESTMENT ------------------------- ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN PUT/ DISCRETION ITEM 7 ISSUER CLASS SECID (000s) AMOUNT SH/PRN CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE ------ ------- --------- ------ ------- ------ ---- ---------- ------ ------- --------- ------- CONCEPTUS INC............ COMMON 206016107 24. 1732. SH SOLE 1732. 0. 0. CONCUR TECHNO INC........ COMMON 206708109 32. 2053. SH SOLE 2053. 0. 0. CONEXANT SYST INC........ COMMON 207142100 32. 12752. SH SOLE 12752. 0. 0. CONMED CORP.............. COMMON 207410101 24. 1147. SH SOLE 1147. 0. 0. CONNETICS CORP........... COMMON 208192104 22. 1857. SH SOLE 1857. 0. 0. CONNS INC................ COMMON 208242107 19. 713. SH SOLE 713. 0. 0. CONOCOPHILLIPS........... COMMON 20825C104 13722. 209471. SH SOLE 209471. 0. 0. CONOR MEDSYSTEMS......... COMMON 208264101 36. 1319. SH SOLE 1319. 0. 0. CONSECO INC.............. COMMON 208464883 96. 4148. SH SOLE 4148. 0. 0. CONSOL ENERGY INC........ COMMON 20854P109 259. 5546. SH SOLE 5546. 0. 0. CONSOLDTD EDISON INC..... COMMON 209115104 1321. 29717. SH SOLE 28867. 0. 850. CONSOLIDATED COMM........ COMMON 209034107 34. 2047. SH SOLE 2047. 0. 0. CONSOLIDATED GRAPHIC..... COMMON 209341106 28. 529. SH SOLE 529. 0. 0. CONSTELLATION BRANDS..... CLASS A 21036P108 406. 16222. SH SOLE 16222. 0. 0. CONSTELLATION ENRGY...... COMMON 210371100 898. 16471. SH SOLE 16471. 0. 0. CONTINENTAL AIR LINE..... CLASS B 210795308 69. 2324. SH SOLE 2324. 0. 0. CONVERA CORP............. CLASS A 211919105 14. 2079. SH SOLE 2079. 0. 0. ------ PAGE TOTAL 17036.
FORM 13F DATE: 060630 PAGE: 38
ITEM 8 ITEM 4 VOTING AUTHORITY FAIR ITEM 5 ITEM 6 (SHARES) MARKET ------------------- INVESTMENT ------------------------- ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN PUT/ DISCRETION ITEM 7 ISSUER CLASS SECID (000s) AMOUNT SH/PRN CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE ------ ------- --------- ------ ------- ------ ---- ---------- ------ ------- --------- ------- CONVERGYS CORP........... COMMON 212485106 243. 12457. SH SOLE 12457. 0. 0. COOPER COMPANIES INC..... COMMON 216648402 158. 3572. SH SOLE 3572. 0. 0. COOPER INDS LTD.......... CLASS A G24182100 2138. 23043. SH SOLE 23043. 0. 0. COOPER TIRE & RUBBER..... COMMON 216831107 24. 2114. SH SOLE 2114. 0. 0. COPANO ENERGY LLC........ COMMON 217202100 34. 709. SH SOLE 709. 0. 0. COPART INC............... COMMON 217204106 165. 6725. SH SOLE 6725. 0. 0. CORINTHIAN COLLEGES...... COMMON 218868107 127. 8833. SH SOLE 8833. 0. 0. CORN PRODS INTL.......... COMMON 219023108 194. 6327. SH SOLE 6327. 0. 0. CORNERSTONE PROPANE...... UNIT LT 218916104 0. 2200. SH SOLE 2200. 0. 0. CORNING INCORPORATED..... COMMON 219350105 4963. 205169. SH SOLE 205169. 0. 0. CORPORATE EXECUT BRD..... COMMON 21988R102 315. 3148. SH SOLE 3148. 0. 0. CORPORATE OFFICE PPT..... SH BEN 22002T108 42. 995. SH SOLE 995. 0. 0. CORRECTIONS COR AMER..... COMMON 22025Y407 57. 1078. SH SOLE 1078. 0. 0. CORUS BANKSHARES INC..... COMMON 220873103 40. 1534. SH SOLE 1534. 0. 0. CORUS ENTERTAINMT........ CLASS B 220874101 932. 28661. SH SOLE 28661. 0. 0. COST PLUS INC CALIF...... COMMON 221485105 21. 1457. SH SOLE 1457. 0. 0. COSTAR GROUP INC......... COMMON 22160N109 35. 590. SH SOLE 590. 0. 0. ----- PAGE TOTAL 9488.
FORM 13F DATE: 060630 PAGE: 39
ITEM 8 ITEM 4 VOTING AUTHORITY FAIR ITEM 5 ITEM 6 (SHARES) MARKET ------------------- INVESTMENT ------------------------- ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN PUT/ DISCRETION ITEM 7 ISSUER CLASS SECID (000s) AMOUNT SH/PRN CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE ------ ------- --------- ------ ------- ------ ---- ---------- ------ ------- --------- ------- COSTCO WHSL CORP......... COMMON 22160K105 3738. 65477. SH SOLE 65317. 0. 160. COTHERIX INC............. COMMON 22163T103 18. 2140. SH SOLE 2140. 0. 0. COTT CORP................ COMMON 22163N106 662. 50570. SH SOLE 50570. 0. 0. COUNTRYWIDE FINL......... COMMON 222372104 5256. 138102. SH SOLE 138102. 0. 0. COURIER CORP............. COMMON 222660102 29. 725. SH SOLE 725. 0. 0. COUSINS PPTYS INC........ COMMON 222795106 42. 1349. SH SOLE 1349. 0. 0. COVANCE INC.............. COMMON 222816100 295. 4823. SH SOLE 4823. 0. 0. COVANSYS CORP............ COMMON 22281W103 23. 1798. SH SOLE 1798. 0. 0. COVANTA HOLDINGS......... COMMON 22282E102 69. 3887. SH SOLE 3887. 0. 0. COVENTRY HEALTH CAR...... COMMON 222862104 694. 12623. SH SOLE 12623. 0. 0. COX RADIO INC............ CLASS A 224051102 25. 1762. SH SOLE 1762. 0. 0. CRA INTERNATIONAL........ COMMON 12618T105 27. 588. SH SOLE 588. 0. 0. CRANE CO................. COMMON 224399105 199. 4778. SH SOLE 4778. 0. 0. CREDENCE SYS CORP........ COMMON 225302108 11. 3206. SH SOLE 3206. 0. 0. CREDICORP LTD............ COMMON G2519Y108 30. 1000. SH SOLE 1000. 0. 0. CREE INC................. COMMON 225447101 150. 6300. SH SOLE 6300. 0. 0. CRESCENT REAL ESTATE..... COMMON 225756105 51. 2736. SH SOLE 2736. 0. 0. ------ PAGE TOTAL 11319.
FORM 13F DATE: 060630 PAGE: 40
ITEM 8 ITEM 4 VOTING AUTHORITY FAIR ITEM 5 ITEM 6 (SHARES) MARKET ------------------- INVESTMENT ------------------------- ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN PUT/ DISCRETION ITEM 7 ISSUER CLASS SECID (000s) AMOUNT SH/PRN CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE ------ ------- --------- ------ ------- ------ ---- ---------- ------ ------- --------- ------- CROSS CNTRY HLTHCARE..... COMMON 227483104 25. 1391. SH SOLE 1391. 0. 0. CROSS MEDIA MARKETIN..... COMMON 22754R201 0. 1359. SH SOLE 1359. 0. 0. CROSSTEX ENERGY INC...... COMMON 22765Y104 40. 417. SH SOLE 417. 0. 0. CROSSTEX ENERGY L P...... COMMON 22765U102 29. 784. SH SOLE 784. 0. 0. CROWN CASTLE INTL........ COMMON 228227104 214. 6194. SH SOLE 6194. 0. 0. CROWN HOLDINGS INC....... COMMON 228368106 71. 4592. SH SOLE 4592. 0. 0. CROWN MEDIA HLD INC...... CLASS A 228411104 12. 2877. SH SOLE 2877. 0. 0. CROWN PAC PARTNERS....... UNIT LT 228439105 0. 1700. SH SOLE 1700. 0. 0. CRYSTALLEX INTL CORP..... COMMON 22942F101 459. 158898. SH SOLE 158898. 0. 0. CSG SYS INTL INC......... COMMON 126349109 127. 5146. SH SOLE 5146. 0. 0. CSK AUTO CORP............ COMMON 125965103 21. 1729. SH SOLE 1729. 0. 0. CSX CORP................. COMMON 126408103 1220. 17319. SH SOLE 17319. 0. 0. CTS CORP................. COMMON 126501105 33. 2206. SH SOLE 2206. 0. 0. CUBIC CORP............... COMMON 229669106 29. 1483. SH SOLE 1483. 0. 0. CUBIST PHARMACEUT........ COMMON 229678107 37. 1465. SH SOLE 1465. 0. 0. CULLEN FROST BANKERS..... COMMON 229899109 82. 1427. SH SOLE 1427. 0. 0. CUMMINS INC.............. COMMON 231021106 453. 3706. SH SOLE 3706. 0. 0. ----- PAGE TOTAL 2852.
FORM 13F DATE: 060630 PAGE: 41
ITEM 8 ITEM 4 VOTING AUTHORITY FAIR ITEM 5 ITEM 6 (SHARES) MARKET ------------------- INVESTMENT ------------------------- ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN PUT/ DISCRETION ITEM 7 ISSUER CLASS SECID (000s) AMOUNT SH/PRN CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE ------ ------- --------- ------ ------- ------ ---- ---------- ------ ------- --------- ------- CUMULUS MEDIA INC........ CLASS A 231082108 23. 2199. SH SOLE 2199. 0. 0. CURTISS WRIGHT CORP...... COMMON 231561101 37. 1190. SH SOLE 1190. 0. 0. CUTERA INC............... COMMON 232109108 12. 624. SH SOLE 624. 0. 0. CV THERAPEUTICS INC...... COMMON 126667104 17. 1194. SH SOLE 1194. 0. 0. CVB FINANCIAL CORP....... COMMON 126600105 33. 2081. SH SOLE 2081. 0. 0. CVS CORP................. COMMON 126650100 4939. 160966. SH SOLE 159336. 0. 1630. CYBERCARE INC............ COMMON 23243T105 0. 1470. SH SOLE 1470. 0. 0. CYBERONICS INC........... COMMON 23251P102 20. 932. SH SOLE 932. 0. 0. CYMER INC................ COMMON 232572107 150. 3227. SH SOLE 3227. 0. 0. CYPRESS SEMICONDUCTR..... COMMON 232806109 164. 11265. SH SOLE 11265. 0. 0. CYTEC INDS INC........... COMMON 232820100 191. 3554. SH SOLE 3554. 0. 0. CYTYC CORP............... COMMON 232946103 231. 9109. SH SOLE 9109. 0. 0. D R HORTON INC........... COMMON 23331A109 545. 22869. SH SOLE 22869. 0. 0. D R S TECHNOLOGIES....... COMMON 23330X100 168. 3451. SH SOLE 3451. 0. 0. DADE BEHRING HLDGS....... COMMON 23342J206 102. 2457. SH SOLE 2457. 0. 0. DAISYTEK INTL CORP....... COMMON 234053106 0. 1036. SH SOLE 1036. 0. 0. DAKTRONICS INC........... COMMON 234264109 56. 1950. SH SOLE 1950. 0. 0. ----- PAGE TOTAL 6688.
FORM 13F DATE: 060630 PAGE: 42
ITEM 8 ITEM 4 VOTING AUTHORITY FAIR ITEM 5 ITEM 6 (SHARES) MARKET ------------------- INVESTMENT ------------------------- ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN PUT/ DISCRETION ITEM 7 ISSUER CLASS SECID (000s) AMOUNT SH/PRN CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE ------ ------- --------- ------ ------- ------ ---- ---------- ------ ------- --------- ------- DANA CORP................ COMMON 235811106 25. 9360. SH SOLE 9360. 0. 0. DANAHER CORP............. COMMON 235851102 5146. 80008. SH SOLE 74038. 0. 5970. DARDEN RESTAURANT........ COMMON 237194105 449. 11400. SH SOLE 11400. 0. 0. DASSAULT SYS S A......... SP ADR 237545108 276. 5155. SH SOLE 5155. 0. 0. DATAMIRROR CORP.......... COMMON 237926100 1760. 183400. SH SOLE 183400. 0. 0. DATASCOPE CORP........... COMMON 238113104 23. 730. SH SOLE 730. 0. 0. DAVITA INC............... COMMON 23918K108 137. 2752. SH SOLE 2752. 0. 0. DEAN FOODS CO NEW........ COMMON 242370104 431. 11586. SH SOLE 11586. 0. 0. DEB SHOPS INC............ COMMON 242728103 20. 828. SH SOLE 828. 0. 0. DEERE & CO............... COMMON 244199105 2639. 31608. SH SOLE 31608. 0. 0. DEERFIELD TRIARC CAP..... COMMON 244572301 26. 1974. SH SOLE 1974. 0. 0. DEL MONTE FOODS CO....... COMMON 24522P103 62. 5485. SH SOLE 5485. 0. 0. DELL INC................. COMMON 24702R101 5267. 215327. SH SOLE 215327. 0. 0. DELPHI CORPORATION....... COMMON 247126105 3. 1995. SH SOLE 1995. 0. 0. DELPHI FINL GRP.......... CLASS A 247131105 47. 1290. SH SOLE 1290. 0. 0. DELTA AIR LINES INC...... COMMON 247361108 5. 6246. SH SOLE 6246. 0. 0. DELTA PETE CORP.......... COMMON 247907207 27. 1577. SH SOLE 1577. 0. 0. ------ PAGE TOTAL 16343.
FORM 13F DATE: 060630 PAGE: 43
ITEM 8 ITEM 4 VOTING AUTHORITY FAIR ITEM 5 ITEM 6 (SHARES) MARKET ------------------ INVESTMENT ------------------------- ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN PUT/ DISCRETION ITEM 7 ISSUER CLASS SECID (000s) AMOUNT SH/PRN CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE ------ ------- --------- ------ ------ ------ ---- ---------- ------ ------- --------- ------- DELTA&PINE LD CO......... COMMON 247357106 138. 4685. SH SOLE 4685. 0. 0. DELTIC TIMBER CORP....... COMMON 247850100 32. 564. SH SOLE 564. 0. 0. DELUXE CORPORATION....... COMMON 248019101 92. 5252. SH SOLE 5252. 0. 0. DENBURY RES INC.......... COMMON 247916208 277. 8744. SH SOLE 8744. 0. 0. DENDRITE INTL INC........ COMMON 248239105 13. 1453. SH SOLE 1453. 0. 0. DENNYS CORP.............. COMMON 24869P104 21. 5627. SH SOLE 5627. 0. 0. DENTSPLY INTL INC........ COMMON 249030107 2108. 34782. SH SOLE 33907. 0. 875. DEVELOPERS DIVER RTY..... REIT 251591103 440. 8425. SH SOLE 8425. 0. 0. DEVON ENERGY CORP........ COMMON 25179M103 2415. 39981. SH SOLE 39981. 0. 0. DEVRY INC DEL............ COMMON 251893103 124. 5636. SH SOLE 5636. 0. 0. DEXCOM INC............... COMMON 252131107 25. 1849. SH SOLE 1849. 0. 0. DIAGEO P L C............. SP ADR 25243Q205 1384. 20495. SH SOLE 20495. 0. 0. DIAGNOSTIC PRODUCTS...... COMMON 252450101 47. 801. SH SOLE 801. 0. 0. DIAMOND OFFSHORE DRL..... COMMON 25271C102 297. 3539. SH SOLE 3539. 0. 0. DIAMONDROCK HOSPITAL..... COMMON 252784301 34. 2264. SH SOLE 2264. 0. 0. DIAMONDS TR.............. UNIT SE 252787106 775. 6930. SH SOLE 6930. 0. 0. DICKS SPORTING GOODS..... COMMON 253393102 54. 1358. SH SOLE 1358. 0. 0. ----- PAGE TOTAL 8276.
FORM 13F DATE: 060630 PAGE: 44
ITEM 8 ITEM 4 VOTING AUTHORITY FAIR ITEM 5 ITEM 6 (SHARES) MARKET ------------------ INVESTMENT ------------------------- ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN PUT/ DISCRETION ITEM 7 ISSUER CLASS SECID (000s) AMOUNT SH/PRN CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE ------ ------- --------- ------ ------ ------ ---- ---------- ------ ------- --------- ------- DIEBOLD INC.............. COMMON 253651103 241. 5924. SH SOLE 5924. 0. 0. DIGENE CORP.............. COMMON 253752109 37. 946. SH SOLE 946. 0. 0. DIGITAL INSIGHT COR...... COMMON 25385P106 110. 3211. SH SOLE 3211. 0. 0. DIGITAL RIVER INC........ COMMON 25388B104 38. 944. SH SOLE 944. 0. 0. DIGITAL RLTY TR INC...... COMMON 253868103 28. 1150. SH SOLE 1150. 0. 0. DIGITAS INC.............. COMMON 25388K104 28. 2388. SH SOLE 2388. 0. 0. DILLARDS INC............. CLASS A 254067101 208. 6518. SH SOLE 6518. 0. 0. DIME CMNTY BANCSHRS...... COMMON 253922108 24. 1749. SH SOLE 1749. 0. 0. DIODES INC............... COMMON 254543101 40. 958. SH SOLE 958. 0. 0. DIONEX CORP.............. COMMON 254546104 128. 2340. SH SOLE 2340. 0. 0. DIRECTV GROUP INC........ COMMON 25459L106 629. 38140. SH SOLE 38140. 0. 0. DISCOVERY HOLDING........ COMMON 25468Y107 150. 10270. SH SOLE 10270. 0. 0. DISCOVERY LABRTRS........ COMMON 254668106 8. 3794. SH SOLE 3794. 0. 0. DIVINE INC............... CLASS A 255402406 0. 331. SH SOLE 331. 0. 0. DJO INC.................. COMMON 23325G104 30. 815. SH SOLE 815. 0. 0. DOBSON COMMUN CORP....... CLASS A 256069105 27. 3503. SH SOLE 3503. 0. 0. DOLBY LABORATORIES....... COMMON 25659T107 66. 2850. SH SOLE 2850. 0. 0. ----- PAGE TOTAL 1792.
FORM 13F DATE: 060630 PAGE: 45
ITEM 8 ITEM 4 VOTING AUTHORITY FAIR ITEM 5 ITEM 6 (SHARES) MARKET -------------------- INVESTMENT -------------------------- ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN PUT/ DISCRETION ITEM 7 ISSUER CLASS SECID (000s) AMOUNT SH/PRN CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE ------ ------- --------- ------ -------- ------ ---- ---------- ------ -------- --------- ------- DOLLAR GEN CORP.......... COMMON 256669102 375. 26824. SH SOLE 26824. 0. 0. DOLLAR THRIFTY AUTO...... COMMON 256743105 32. 716. SH SOLE 716. 0. 0. DOLLAR TREE STORES....... COMMON 256747106 233. 8800. SH SOLE 8800. 0. 0. DOMINION RES INC VA...... COMMON 25746U109 2128. 28459. SH SOLE 28459. 0. 0. DOMINOS PIZZA INC........ COMMON 25754A201 44. 1782. SH SOLE 1782. 0. 0. DOMTAR INC............... COMMON 257561100 6369. 1030765. SH SOLE 1029745. 0. 1020. DONALDSON INC............ COMMON 257651109 78. 2293. SH SOLE 2293. 0. 0. DONEGAL GROUP INC........ CLASS B 257701300 28. 1600. SH SOLE 1600. 0. 0. DONNELLEY R R & SONS..... COMMON 257867101 569. 17801. SH SOLE 17801. 0. 0. DORAL FINL CORP.......... COMMON 25811P100 19. 2970. SH SOLE 2970. 0. 0. DORCHESTER MINERALS...... COM UNI 25820R105 26. 1019. SH SOLE 1019. 0. 0. DOREL INDUSTRIES INC..... CLASS B 25822C205 8815. 385729. SH SOLE 385729. 0. 0. DOUBLE HULL TANKERS...... COMMON Y21110104 28. 2053. SH SOLE 2053. 0. 0. DOVER CORP............... COMMON 260003108 951. 19238. SH SOLE 19238. 0. 0. DOW CHEMICAL COMPANY..... COMMON 260543103 3217. 82430. SH SOLE 82430. 0. 0. DOW JONES & CO INC....... COMMON 260561105 282. 8048. SH SOLE 8048. 0. 0. DOWNEY FINANCIAL......... COMMON 261018105 52. 770. SH SOLE 770. 0. 0. ------ PAGE TOTAL 23246.
FORM 13F DATE: 060630 PAGE: 46
ITEM 8 ITEM 4 VOTING AUTHORITY FAIR ITEM 5 ITEM 6 (SHARES) MARKET ------------------- INVESTMENT ------------------------- ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN PUT/ DISCRETION ITEM 7 ISSUER CLASS SECID (000s) AMOUNT SH/PRN CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - ------ ------- --------- ------ ------- ------ ---- ---------- ------ ------- --------- ------- DPL INC.................. COMMON 233293109 282. 10530. SH SOLE 10530. 0. 0. DREAMWORKS ANIMATION..... CLASS A 26153C103 65. 2835. SH SOLE 2835. 0. 0. DRESS BARN INC........... COMMON 261570105 79. 3099. SH SOLE 3099. 0. 0. DRESSER-RAND GROUP....... COMMON 261608103 55. 2352. SH SOLE 2352. 0. 0. DREW INDUSTRIES INC...... COMMON 26168L205 30. 915. SH SOLE 915. 0. 0. DRIL-QUIP INC............ COMMON 262037104 41. 502. SH SOLE 502. 0. 0. DSP GROUP INC............ COMMON 23332B106 24. 970. SH SOLE 970. 0. 0. DST SYS INC DEL.......... COMMON 233326107 321. 5390. SH SOLE 5390. 0. 0. DSW INC.................. CLASS A 23334L102 44. 1208. SH SOLE 1208. 0. 0. DTE ENERGY CO............ COMMON 233331107 562. 13802. SH SOLE 13802. 0. 0. DTVN HLDGS INC........... COMMON 233337104 0. 3800. SH SOLE 3800. 0. 0. DU PONT E I DE NEMOU..... COMMON 263534109 4958. 119194. SH SOLE 119194. 0. 0. DUKE ENERGY CORP......... COMMON 26441C105 3245. 110473. SH SOLE 110473. 0. 0. DUKE REALTY CORP......... COMMON 264411505 903. 25693. SH SOLE 23953. 0. 1740. DUN & BRADSTREET COR..... COMMON 26483E100 360. 5161. SH SOLE 5161. 0. 0. DUQUESNE LIGHT HLDGS..... COMMON 266233105 35. 2108. SH SOLE 2108. 0. 0. DURECT CORP.............. COMMON 266605104 5. 1176. SH SOLE 1176. 0. 0. ------ PAGE TOTAL 11009.
FORM 13F DATE: 060630 PAGE: 47
ITEM 8 ITEM 4 VOTING AUTHORITY FAIR ITEM 5 ITEM 6 (SHARES) MARKET ------------------- INVESTMENT ------------------------- ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN PUT/ DISCRETION ITEM 7 ISSUER CLASS SECID (000s) AMOUNT SH/PRN CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - ------ ------- --------- ------ ------- ------ ---- ---------- ------ ------- --------- ------- DYCOM INDUSTRIES INC..... COMMON 267475101 26. 1242. SH SOLE 1242. 0. 0. DYNEGY INC............... CLASS A 26816Q101 169. 30823. SH SOLE 30823. 0. 0. E TRADE FINL CORP........ COMMON 269246104 730. 32005. SH SOLE 32005. 0. 0. EAGLE BULK SHIPPING...... COMMON Y2187A101 24. 1694. SH SOLE 1694. 0. 0. EAGLE MATERIALS.......... COMMON 26969P108 72. 1515. SH SOLE 1515. 0. 0. EARTHLINK INC............ COMMON 270321102 33. 3841. SH SOLE 3841. 0. 0. EAST WEST BANCORP........ COMMON 27579R104 204. 5391. SH SOLE 5391. 0. 0. EASTGROUP PROPERTIES..... COMMON 277276101 254. 5434. SH SOLE 5434. 0. 0. EASTMAN CHEM CO.......... COMMON 277432100 366. 6769. SH SOLE 6769. 0. 0. EASTMAN KODAK CO......... COMMON 277461109 1758. 73918. SH SOLE 73918. 0. 0. EATON CORP............... COMMON 278058102 922. 12228. SH SOLE 12228. 0. 0. EATON VANCE CORP......... COMMON 278265103 260. 10423. SH SOLE 10423. 0. 0. EBAY INC................. COMMON 278642103 3442. 117504. SH SOLE 117504. 0. 0. ECHOSTAR COMMNCTNS....... CLASS A 278762109 257. 8326. SH SOLE 8326. 0. 0. ECLIPSYS CORP............ COMMON 278856109 26. 1429. SH SOLE 1429. 0. 0. ECOLAB INC............... COMMON 278865100 672. 16556. SH SOLE 16556. 0. 0. ECOLLEGE COM............. COMMON 27887E100 31. 1485. SH SOLE 1485. 0. 0. ----- PAGE TOTAL 9246.
FORM 13F DATE: 060630 PAGE: 48
ITEM 8 ITEM 4 VOTING AUTHORITY FAIR ITEM 5 ITEM 6 (SHARES) MARKET ------------------- INVESTMENT ------------------------- ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN PUT/ DISCRETION ITEM 7 ISSUER CLASS SECID (000s) AMOUNT SH/PRN CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - ------ ------ --------- ------ ------- ------ ---- ---------- ------ ------- --------- ------- EDISON INTL.............. COMMON 281020107 1210. 31015. SH SOLE 31015. 0. 0. EDO CORP................. COMMON 281347104 24. 983. SH SOLE 983. 0. 0. EDUCATE INC.............. COMMON 28138P100 19. 2504. SH SOLE 2504. 0. 0. EDWARDS AG INC........... COMMON 281760108 339. 6136. SH SOLE 6136. 0. 0. EDWARDS LIFESCIENCE...... COMMON 28176E108 228. 5029. SH SOLE 5029. 0. 0. EFUNDS CORP.............. COMMON 28224R101 97. 4386. SH SOLE 4386. 0. 0. EGL INC.................. COMMON 268484102 166. 3309. SH SOLE 3309. 0. 0. EL PASO CORPORATION...... COMMON 28336L109 784. 52262. SH SOLE 52262. 0. 0. EL PASO ELEC CO.......... COMMON 283677854 26. 1310. SH SOLE 1310. 0. 0. ELDORADO GOLD CORP....... COMMON 284902103 1166. 239955. SH SOLE 239955. 0. 0. ELECTRO SCIENTIFIC....... COMMON 285229100 19. 1056. SH SOLE 1056. 0. 0. ELECTRONIC ARTS.......... COMMON 285512109 4460. 103683. SH SOLE 103683. 0. 0. ELECTRONIC DATA SYS...... COMMON 285661104 1097. 45610. SH SOLE 45610. 0. 0. ELECTRONICS FOR IMAG..... COMMON 286082102 31. 1474. SH SOLE 1474. 0. 0. ELI LILLY & CO........... COMMON 532457108 7012. 126873. SH SOLE 126873. 0. 0. ELIZABETH ARDEN INC...... COMMON 28660G106 24. 1325. SH SOLE 1325. 0. 0. ELKCORP.................. COMMON 287456107 22. 786. SH SOLE 786. 0. 0. ------ PAGE TOTAL 16724.
FORM 13F DATE: 060630 PAGE: 49
ITEM 8 ITEM 4 VOTING AUTHORITY FAIR ITEM 5 ITEM 6 (SHARES) MARKET -------------------- INVESTMENT --------------------------- ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN PUT/ DISCRETION ITEM 7 ISSUER CLASS SECID (000s) AMOUNT SH/PRN CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE ------ ------- --------- ------- -------- ------ ---- ---------- ------ -------- --------- -------- EMBARQ CORPORATION....... COMMON 29078E105 233. 5687. SH SOLE 5687. 0. 0. EMBOTELLADORA ANDINA SP.. ADR 29081P204 1. 55. SH SOLE 55. 0. 0. EMC CORP MASS............ COMMON 268648102 3740. 340893. SH SOLE 337428. 0. 3465. EMCOR GROUP INC.......... COMMON 29084Q100 133. 2732. SH SOLE 2732. 0. 0. EMDEON CORP.............. COMMON 290849108 118. 9504. SH SOLE 9504. 0. 0. EMERSON ELEC CO.......... COMMON 291011104 2975. 35494. SH SOLE 35494. 0. 0. EMMIS COMMUNICATIONS..... CLASS A 291525103 21. 1311. SH SOLE 1311. 0. 0. EMP NAC ELEC CHILE....... SP ADR 29244T101 186. 7041. SH SOLE 7041. 0. 0. EMPIRE DIST ELEC CO...... COMMON 291641108 26. 1283. SH SOLE 1283. 0. 0. EMULEX CORP.............. COMMON 292475209 37. 2277. SH SOLE 2277. 0. 0. ENBRIDGE ENERGY MGMT..... SHS UNI 29250X103 58. 1402. SH SOLE 1402. 0. 0. ENBRIDGE INC............. COMMON 29250N105 248500. 8156533. SH SOLE 7008259. 0. 1148274. ENCANA CORPORATION....... COMMON 292505104 336368. 6380608. SH SOLE 6365516. 0. 15092. ENCORE ACQUISITION....... COMMON 29255W100 36. 1357. SH SOLE 1357. 0. 0. ENCORE CAP GROUP INC..... COMMON 292554102 19. 1514. SH SOLE 1514. 0. 0. ENCORE WIRE CORP......... COMMON 292562105 39. 1084. SH SOLE 1084. 0. 0. ENCYSIVE PHARMA.......... COMMON 29256X107 16. 2349. SH SOLE 2349. 0. 0. ------- PAGE TOTAL 592506.
FORM 13F DATE: 060630 PAGE: 50
ITEM 8 ITEM 4 VOTING AUTHORITY FAIR ITEM 5 ITEM 6 (SHARES) MARKET -------------------- INVESTMENT -------------------------- ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN PUT/ DISCRETION ITEM 7 ISSUER CLASS SECID (000s) AMOUNT SH/PRN CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE ------ ------ --------- ------- -------- ------ ---- ---------- ------ -------- --------- ------- ENDO PHARM HLDGS INC..... COMMON 29264F205 120. 3628. SH SOLE 3628. 0. 0. ENDURANCE SPECIALTY...... SHARES G30397106 58. 1817. SH SOLE 1817. 0. 0. ENERGEN CORP............. COMMON 29265N108 227. 5906. SH SOLE 5906. 0. 0. ENERGIZER HLDGS INC...... COMMON 29266R108 306. 5216. SH SOLE 5216. 0. 0. ENERGY CONV DEVICES...... COMMON 292659109 612. 16797. SH SOLE 16797. 0. 0. ENERGY EAST CORP......... COMMON 29266M109 289. 12071. SH SOLE 12071. 0. 0. ENERGY PARTNERS LTD...... COMMON 29270U105 21. 1106. SH SOLE 1106. 0. 0. ENERPLUS RES FUND........ TRUST U 29274D604 132589. 2346620. SH SOLE 2235530. 0. 111090. ENERSIS S A.............. ADR(50 29274F104 54. 4801. SH SOLE 4801. 0. 0. ENERSYS.................. COMMON 29275Y102 38. 1831. SH SOLE 1831. 0. 0. ENGELHARD CORP........... COMMON 292845104 339. 8700. SH SOLE 8700. 0. 0. ENNIS INC................ COMMON 293389102 29. 1471. SH SOLE 1471. 0. 0. ENPRO INDS INC........... COMMON 29355X107 31. 915. SH SOLE 915. 0. 0. ENSCO INTL INC........... COMMON 26874Q100 529. 11491. SH SOLE 11491. 0. 0. ENTEGRIS INC............. COMMON 29362U104 35. 3653. SH SOLE 3653. 0. 0. ENTERCOM COMMUN CORP..... CLASS A 293639100 33. 1264. SH SOLE 1264. 0. 0. ENTERGY CORP............. COMMON 29364G103 1269. 17939. SH SOLE 17939. 0. 0. ------- PAGE TOTAL 136579.
FORM 13F DATE: 060630 PAGE: 51
ITEM 8 ITEM 4 VOTING AUTHORITY FAIR ITEM 5 ITEM 6 (SHARES) MARKET ------------------ INVESTMENT ------------------------- ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN PUT/ DISCRETION ITEM 7 ISSUER CLASS SECID (000s) AMOUNT SH/PRN CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE ------ ------- --------- ------ ------ ------ ---- ---------- ------ ------- --------- ------- ENTERPRISE GP HLDGS...... UNIT LP 293716106 78. 2401. SH SOLE 2401. 0. 0. ENTERPRISE PRODS......... COMMON 293792107 260. 10452. SH SOLE 10452. 0. 0. ENTERRA ENERGY CORP...... TRUST U 29381P102 148. 10940. SH SOLE 10940. 0. 0. ENTERTAINMENT PPTYS...... COMMON 29380T105 30. 689. SH SOLE 689. 0. 0. ENTRAVISION COMMUNI...... CLASS A 29382R107 31. 3648. SH SOLE 3648. 0. 0. ENZO BIOCHEM INC......... COMMON 294100102 29. 1892. SH SOLE 1892. 0. 0. EOG RESOURCES INC........ COMMON 26875P101 1339. 19315. SH SOLE 19315. 0. 0. EPICOR SOFTWARE CORP..... COMMON 29426L108 19. 1844. SH SOLE 1844. 0. 0. EQUIFAX INC.............. COMMON 294429105 368. 10720. SH SOLE 10720. 0. 0. EQUINIX INC.............. COMMON 29444U502 36. 649. SH SOLE 649. 0. 0. EQUITABLE RES INC........ COMMON 294549100 307. 9177. SH SOLE 9177. 0. 0. EQUITY INNS INC.......... COMMON 294703103 32. 1904. SH SOLE 1904. 0. 0. EQUITY LIFESTYLE PPT..... COMMON 29472R108 28. 628. SH SOLE 628. 0. 0. EQUITY OFFICE PPTYS...... COMMON 294741103 1188. 32542. SH SOLE 32542. 0. 0. EQUITY ONE............... COMMON 294752100 41. 1953. SH SOLE 1953. 0. 0. EQUITY RESIDENTIAL....... SH BEN 29476L107 1192. 26640. SH SOLE 26640. 0. 0. ERESEARCHTECHNOLOGY...... COMMON 29481V108 17. 1849. SH SOLE 1849. 0. 0. ----- PAGE TOTAL 5143.
FORM 13F DATE: 060630 PAGE: 52
ITEM 8 ITEM 4 VOTING AUTHORITY FAIR ITEM 5 ITEM 6 (SHARES) MARKET -------------------- INVESTMENT -------------------------- ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN PUT/ DISCRETION ITEM 7 ISSUER CLASS SECID (000s) AMOUNT SH/PRN CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE ------ ------ --------- ------ -------- ------ ---- ---------- ------ -------- --------- ------- ERICSSON(LM) TEL......... ADR(10 294821608 2709. 81989. SH SOLE 81989. 0. 0. ERIE INDEMNITY CO........ CLASS A 29530P102 91. 1746. SH SOLE 1746. 0. 0. ESCALA GROUP............. COMMON 29605W107 7. 1429. SH SOLE 1429. 0. 0. ESCO TECHN INC........... COMMON 296315104 37. 699. SH SOLE 699. 0. 0. ESPEED INC............... CLASS A 296643109 27. 3298. SH SOLE 3298. 0. 0. ESSEX CORP............... COMMON 296744105 26. 1410. SH SOLE 1410. 0. 0. ESSEX PPTY TR INC........ REIT 297178105 70. 631. SH SOLE 631. 0. 0. ESSILOR INTL S A......... ADR 297284200 508. 10060. SH SOLE 10060. 0. 0. ESTEE LAUDER CO.......... CLASS A 518439104 395. 10223. SH SOLE 10223. 0. 0. ESTERLINE TECH CORP...... COMMON 297425100 29. 691. SH SOLE 691. 0. 0. ETHAN ALLEN INTERIOR..... COMMON 297602104 36. 977. SH SOLE 977. 0. 0. EURONET WORLDWIDE........ COMMON 298736109 38. 983. SH SOLE 983. 0. 0. EUROZINC MINING.......... COMMON 298804105 11182. 4634873. SH SOLE 4634873. 0. 0. EV3 INC.................. COMMON 26928A200 29. 1953. SH SOLE 1953. 0. 0. EVEREST RE GROUP LTD..... COMMON G3223R108 445. 5140. SH SOLE 5140. 0. 0. EVERGREEN SOLAR INC...... COMMON 30033R108 31. 2393. SH SOLE 2393. 0. 0. EVOLVE SOFTWARE INC...... COMMON 30049P708 0. 23. SH SOLE 23. 0. 0. ------ PAGE TOTAL 15660.
FORM 13F DATE: 060630 PAGE: 53
ITEM 8 ITEM 4 VOTING AUTHORITY FAIR ITEM 5 ITEM 6 (SHARES) MARKET ------------------- INVESTMENT ------------------------- ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN PUT/ DISCRETION ITEM 7 ISSUER CLASS SECID (000s) AMOUNT SH/PRN CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE ------ ------- --------- ------ ------- ------ ---- ---------- ------ ------- --------- ------- EXAR CORP................ COMMON 300645108 28. 2112. SH SOLE 2112. 0. 0. EXELIXIS INC............. COMMON 30161Q104 32. 3194. SH SOLE 3194. 0. 0. EXELON CORP.............. COMMON 30161N101 4480. 78885. SH SOLE 78885. 0. 0. EXPEDIA INC.............. COMMON 30212P105 555. 37029. SH SOLE 37029. 0. 0. EXPEDITORS INTL WASH..... COMMON 302130109 955. 17050. SH SOLE 17050. 0. 0. EXPRESS SCRIPTS INC...... CLASS A 302182100 932. 12998. SH SOLE 12998. 0. 0. EXPRESSJET HOLDINGS...... CLASS A 30218U108 18. 2666. SH SOLE 2666. 0. 0. EXTENDICARE INC.......... SUB VTG 30224T871 899. 42348. SH SOLE 42348. 0. 0. EXTRA SPACE STORAGE...... REIT 30225T102 29. 1761. SH SOLE 1761. 0. 0. EXTREME NETWRKS INC...... COMMON 30226D106 22. 5217. SH SOLE 5217. 0. 0. EXXON MOBIL CORP......... COMMON 30231G102 41757. 681136. SH SOLE 678669. 0. 2467. F5 NETWORKS INC.......... COMMON 315616102 1760. 32901. SH SOLE 32901. 0. 0. FACTSET RESH SYS INC..... COMMON 303075105 62. 1317. SH SOLE 1317. 0. 0. FAIR ISAAC INC........... COMMON 303250104 195. 5368. SH SOLE 5368. 0. 0. FAIRCHILD SEMICONDU...... COMMON 303726103 182. 9999. SH SOLE 9999. 0. 0. FAIRFAX FINL HOLDNGS..... SUB VTG 303901102 898. 9436. SH SOLE 9436. 0. 0. FAIRPOINT COMMUNI........ COMMON 305560104 33. 2280. SH SOLE 2280. 0. 0. ------ PAGE TOTAL 52837.
FORM 13F DATE: 060630 PAGE: 54
ITEM 8 ITEM 4 VOTING AUTHORITY FAIR ITEM 5 ITEM 6 (SHARES) MARKET -------------------- INVESTMENT -------------------------- ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN PUT/ DISCRETION ITEM 7 ISSUER CLASS SECID (000s) AMOUNT SH/PRN CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE ------ ------- --------- ------- -------- ------ ---- ---------- ------ -------- --------- ------- FALCONBRIDGE LTD......... COMMON 306104100 393663. 7464875. SH SOLE 6801574. 0. 663301. FALCONSTOR SOFTWARE...... COMMON 306137100 24. 3466. SH SOLE 3466. 0. 0. FAMILY DOLLAR STORES..... COMMON 307000109 327. 13365. SH SOLE 13365. 0. 0. FASTENAL CO.............. COMMON 311900104 488. 12100. SH SOLE 12100. 0. 0. FBL FINL GROUP INC....... COMMON 30239F106 26. 815. SH SOLE 815. 0. 0. FEDERAL NTL MTG ASSN..... COMMON 313586109 3830. 84277. SH SOLE 84277. 0. 0. FEDERAL RLTY INVT TR..... SH BEN 313747206 101. 1444. SH SOLE 1444. 0. 0. FEDERAL SIGNAL CORP...... COMMON 313855108 104. 6900. SH SOLE 6900. 0. 0. FEDERATED DEPT STORE..... COMMON 31410H101 1830. 50006. SH SOLE 50006. 0. 0. FEDERATED INVS INC....... CLASS B 314211103 249. 7915. SH SOLE 7915. 0. 0. FEDEX CORPORATION........ COMMON 31428X106 3282. 28086. SH SOLE 28086. 0. 0. FEI CO................... COMMON 30241L109 29. 1273. SH SOLE 1273. 0. 0. FELCOR LODGING TR........ COMMON 31430F101 36. 1635. SH SOLE 1635. 0. 0. FERRO CORP............... COMMON 315405100 21. 1342. SH SOLE 1342. 0. 0. FIDELITY BANKSHARES...... COMMON 31604Q107 27. 834. SH SOLE 834. 0. 0. FIDELITY NATL FINL....... COMMON 316326107 503. 12921. SH SOLE 12921. 0. 0. FIDELITY NATL INFO....... COMMON 31620M106 222. 6265. SH SOLE 6265. 0. 0. ------- PAGE TOTAL 404762.
FORM 13F DATE: 060630 PAGE: 55
ITEM 8 ITEM 4 VOTING AUTHORITY FAIR ITEM 5 ITEM 6 (SHARES) MARKET ------------------- INVESTMENT ------------------------- ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN PUT/ DISCRETION ITEM 7 ISSUER CLASS SECID (000s) AMOUNT SH/PRN CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE ------ ------- --------- ------ ------- ------ ---- ---------- ------ ------- --------- ------- FIDELITY NATL TITLE...... CLASS A 31620R105 90. 4567. SH SOLE 4567. 0. 0. FIELDSTONE INVT CORP..... COMMON 31659U300 21. 2326. SH SOLE 2326. 0. 0. FIFTH THIRD BANCORP...... COMMON 316773100 1742. 47133. SH SOLE 47133. 0. 0. FILENET CORP............. COMMON 316869106 117. 4342. SH SOLE 4342. 0. 0. FINANCIAL FED CORP....... COMMON 317492106 26. 924. SH SOLE 924. 0. 0. FINISAR CORPORATION...... COMMON 31787A101 48. 14692. SH SOLE 14692. 0. 0. FINISH LINE INC.......... CLASS A 317923100 17. 1426. SH SOLE 1426. 0. 0. FIRST ACCEPTANCE......... COMMON 318457108 31. 2616. SH SOLE 2616. 0. 0. FIRST AMERICAN COR....... COMMON 318522307 315. 7461. SH SOLE 7461. 0. 0. FIRST BANCORP P R........ COMMON 318672102 89. 9537. SH SOLE 9537. 0. 0. FIRST BUSEY CORP......... COMMON 319383105 26. 1265. SH SOLE 1265. 0. 0. FIRST CASH FINL SVCS..... COMMON 31942D107 36. 1810. SH SOLE 1810. 0. 0. FIRST CHARTER CORP....... COMMON 319439105 24. 992. SH SOLE 992. 0. 0. FIRST CITIZENS BANCS..... CLASS A 31946M103 58. 287. SH SOLE 287. 0. 0. FIRST CMNTY BANCORP...... COMMON 31983B101 29. 493. SH SOLE 493. 0. 0. FIRST COMWLTH FINL....... COMMON 319829107 212. 16707. SH SOLE 16707. 0. 0. FIRST DATA CORP.......... COMMON 319963104 7526. 167151. SH SOLE 166951. 0. 200. ------ PAGE TOTAL 10407.
FORM 13F DATE: 060630 PAGE: 56
ITEM 8 ITEM 4 VOTING AUTHORITY FAIR ITEM 5 ITEM 6 (SHARES) MARKET ------------------ INVESTMENT ------------------------- ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN PUT/ DISCRETION ITEM 7 ISSUER CLASS SECID (000s) AMOUNT SH/PRN CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE ------ ------- --------- ------ ------ ------ ---- ---------- ------ ------- --------- ------- FIRST FED FINL CORP...... COMMON 337907109 29. 502. SH SOLE 502. 0. 0. FIRST FINL BANCORP....... COMMON 320209109 21. 1435. SH SOLE 1435. 0. 0. FIRST FINL BKSH.......... COMMON 32020R109 25. 692. SH SOLE 692. 0. 0. FIRST FINL HLDGS INC..... COMMON 320239106 27. 849. SH SOLE 849. 0. 0. FIRST HORIZON NATL....... COMMON 320517105 1505. 37437. SH SOLE 35267. 0. 2170. FIRST IND CORP........... COMMON 32054R108 24. 931. SH SOLE 931. 0. 0. FIRST IND REALTY TR...... COMMON 32054K103 661. 17415. SH SOLE 16125. 0. 1290. FIRST MARBLEHEAD......... COMMON 320771108 3056. 53671. SH SOLE 53671. 0. 0. FIRST MERCHANTS CORP..... COMMON 320817109 25. 1017. SH SOLE 1017. 0. 0. FIRST MIDWEST BANCOR..... COMMON 320867104 47. 1279. SH SOLE 1279. 0. 0. FIRST NIAGARA FINL....... COMMON 33582V108 189. 13509. SH SOLE 13509. 0. 0. FIRST POTOMAC RLTY....... COMMON 33610F109 29. 981. SH SOLE 981. 0. 0. FIRST REP BANK(S.F)...... COMMON 336158100 31. 682. SH SOLE 682. 0. 0. FIRST ST BANCORP......... COMMON 336453105 25. 1048. SH SOLE 1048. 0. 0. FIRSTENERGY CORP......... COMMON 337932107 1548. 28559. SH SOLE 28559. 0. 0. FIRSTMERIT CORP.......... COMMON 337915102 48. 2301. SH SOLE 2301. 0. 0. FIRSTSERVICE CORP........ SUB VTG 33761N109 544. 20235. SH SOLE 20235. 0. 0. ----- PAGE TOTAL 7834.
FORM 13F DATE: 060630 PAGE: 57
ITEM 8 ITEM 4 VOTING AUTHORITY FAIR ITEM 5 ITEM 6 (SHARES) MARKET ------------------ INVESTMENT ------------------------- ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN PUT/ DISCRETION ITEM 7 ISSUER CLASS SECID (000s) AMOUNT SH/PRN CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE ------ ------- --------- ------ ------ ------ ---- ---------- ------ ------- --------- ------- FISERV INC............... COMMON 337738108 804. 17727. SH SOLE 17727. 0. 0. FISHER COMMUN INC........ COMMON 337756209 25. 586. SH SOLE 586. 0. 0. FISHER SCNTIFC INTL...... COMMON 338032204 701. 9597. SH SOLE 9597. 0. 0. FLAGSTAR BANCORP INC..... COMMON 337930101 28. 1781. SH SOLE 1781. 0. 0. FLEETWOOD ENTERPRISE..... COMMON 339099103 18. 2349. SH SOLE 2349. 0. 0. FLEXTRONICS INTL......... ORDINAR Y2573F102 71. 6701. SH SOLE 6701. 0. 0. FLIR SYS INC............. COMMON 302445101 132. 5776. SH SOLE 5776. 0. 0. FLOR EAST COAST INDS..... COMMON 340632108 46. 874. SH SOLE 874. 0. 0. FLORIDA ROCK INDS........ COMMON 341140101 205. 4129. SH SOLE 4129. 0. 0. FLOWERS FOODS INC........ COMMON 343498101 141. 4920. SH SOLE 4920. 0. 0. FLOWSERVE CORP........... COMMON 34354P105 259. 4549. SH SOLE 4549. 0. 0. FLUOR CORPORATION........ COMMON 343412102 633. 6811. SH SOLE 6811. 0. 0. FLYI INC................. COMMON 34407T104 0. 2053. SH SOLE 2053. 0. 0. FMC CORP................. COMMON 302491303 212. 3296. SH SOLE 3296. 0. 0. FMC TECHNOLOGIES INC..... COMMON 30249U101 373. 5529. SH SOLE 5529. 0. 0. FNB CORP................. COMMON 302520101 24. 1545. SH SOLE 1545. 0. 0. FNX MINING............... COMMON 30253R101 424. 44566. SH SOLE 44566. 0. 0. ----- PAGE TOTAL 4096.
FORM 13F DATE: 060630 PAGE: 58
ITEM 8 ITEM 4 VOTING AUTHORITY FAIR ITEM 5 ITEM 6 (SHARES) MARKET ------------------- INVESTMENT ------------------------- ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN PUT/ DISCRETION ITEM 7 ISSUER CLASS SECID (000s) AMOUNT SH/PRN CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE ------ ------- --------- ------ ------- ------ ---- ---------- ------ ------- --------- ------- FOOT LOCKER INC.......... COMMON 344849104 301. 12283. SH SOLE 12283. 0. 0. FORD MOTOR CO............ COMMON 345370860 1108. 159840. SH SOLE 159840. 0. 0. FORDING CDN COAL TR...... TRUST U 345425102 24001. 759145. SH SOLE 755545. 0. 3600. FOREST CITY ENTPRSES..... CLASS A 345550107 139. 2777. SH SOLE 2777. 0. 0. FOREST LABS INC.......... COMMON 345838106 1127. 29137. SH SOLE 29137. 0. 0. FOREST OIL CORP.......... COMMON 346091705 55. 1668. SH SOLE 1668. 0. 0. FORMFACTOR INC........... COMMON 346375108 47. 1042. SH SOLE 1042. 0. 0. FORRESTER RESH INC....... COMMON 346563109 38. 1342. SH SOLE 1342. 0. 0. FORTUNE BRANDS INC....... COMMON 349631101 851. 11979. SH SOLE 11979. 0. 0. FORWARD AIR CORP......... COMMON 349853101 141. 3462. SH SOLE 3462. 0. 0. FOSSIL INC............... COMMON 349882100 35. 1936. SH SOLE 1936. 0. 0. FOSTER WHEELER LTD....... COMMON G36535139 53. 1228. SH SOLE 1228. 0. 0. FOUNDATION COAL HLDG..... COMMON 35039W100 58. 1228. SH SOLE 1228. 0. 0. FOUNDRY NETWRKS INC...... COMMON 35063R100 40. 3733. SH SOLE 3733. 0. 0. FOUR SEASONS HOTEL....... SUB VTG 35100E104 26800. 440212. SH SOLE 439687. 0. 525. FOXHOLLOW TECH........... COMMON 35166A103 17. 633. SH SOLE 633. 0. 0. FPL GROUP INC............ COMMON 302571104 1318. 31841. SH SOLE 31841. 0. 0. ------ PAGE TOTAL 56129.
FORM 13F DATE: 060630 PAGE: 59
ITEM 8 ITEM 4 VOTING AUTHORITY FAIR ITEM 5 ITEM 6 (SHARES) MARKET ------------------ INVESTMENT ------------------------- ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN PUT/ DISCRETION ITEM 7 ISSUER CLASS SECID (000s) AMOUNT SH/PRN CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE ------ ------- --------- ------ ------ ------ ---- ---------- ------ ------- --------- ------- FRANKLIN BK CORP DEL..... COMMON 352451108 30. 1466. SH SOLE 1466. 0. 0. FRANKLIN ELEC INC........ COMMON 353514102 31. 608. SH SOLE 608. 0. 0. FRANKLIN RES INC......... COMMON 354613101 1468. 16912. SH SOLE 16912. 0. 0. FRANKLIN STREET PPTY..... COMMON 35471R106 33. 1665. SH SOLE 1665. 0. 0. FREDDIE MAC.............. COMMON 313400301 3340. 58581. SH SOLE 58581. 0. 0. FREDS INC................ CLASS A 356108100 20. 1526. SH SOLE 1526. 0. 0. FREEPORT-MCMORAN C&G..... CLASS B 35671D857 816. 14723. SH SOLE 14723. 0. 0. FREESCALE SEMICONDUC..... CLASS B 35687M206 1020. 34691. SH SOLE 34691. 0. 0. FREIGHTCAR AMERICA....... COMMON 357023100 30. 534. SH SOLE 534. 0. 0. FREMONT GENERAL CORP..... COMMON 357288109 119. 6391. SH SOLE 6391. 0. 0. FRESH DEL MONTE PROD..... ORDINAR G36738105 27. 1579. SH SOLE 1579. 0. 0. FRIEDMAN BLLNGS RMSY..... REIT CL 358434108 47. 4315. SH SOLE 4315. 0. 0. FRONTIER FINL CORP....... COMMON 35907K105 27. 809. SH SOLE 809. 0. 0. FRONTIER OIL CORP........ COMMON 35914P105 287. 8850. SH SOLE 8850. 0. 0. FRONTLINE LTD............ ORDINAR G3682E127 1593. 42080. SH SOLE 42080. 0. 0. FTI CONSULTING INC....... COMMON 302941109 31. 1173. SH SOLE 1173. 0. 0. FUELCELL ENERGY INC...... COMMON 35952H106 30. 3129. SH SOLE 3129. 0. 0. ----- PAGE TOTAL 8949.
FORM 13F DATE: 060630 PAGE: 60
ITEM 8 ITEM 4 VOTING AUTHORITY FAIR ITEM 5 ITEM 6 (SHARES) MARKET ------------------- INVESTMENT ------------------------- ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN PUT/ DISCRETION ITEM 7 ISSUER CLASS SECID (000s) AMOUNT SH/PRN CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE ------ ------ --------- ------ ------- ------ ---- ---------- ------ ------- --------- ------- FULLER H B CO............ COMMON 359694106 140. 3212. SH SOLE 3212. 0. 0. FULTON FINL CORP......... COMMON 360271100 72. 4541. SH SOLE 4541. 0. 0. FURNITURE BRANDS INT..... COMMON 360921100 31. 1506. SH SOLE 1506. 0. 0. G & K SVCS INC........... CLASS A 361268105 112. 3279. SH SOLE 3279. 0. 0. GALLAGHER ARTHR J&CO..... COMMON 363576109 210. 8272. SH SOLE 8272. 0. 0. GAMCO INVESTORS.......... CLASS A 361438104 30. 829. SH SOLE 829. 0. 0. GAMESTOP CORP HLDG....... CLASS A 36467W109 209. 4982. SH SOLE 4982. 0. 0. GAMMON LAKE RES.......... COMMON 364915108 4892. 356257. SH SOLE 356257. 0. 0. GANNETT INC.............. COMMON 364730101 2214. 39577. SH SOLE 39577. 0. 0. GAP INC.................. COMMON 364760108 1656. 95154. SH SOLE 95154. 0. 0. GARDNER DENVER INC....... COMMON 365558105 181. 4689. SH SOLE 4689. 0. 0. GARMIN LTD............... ORDINAR G37260109 427. 4046. SH SOLE 4046. 0. 0. GARTNER INC.............. COMMON 366651107 44. 3089. SH SOLE 3089. 0. 0. GATEWAY INC.............. COMMON 367626108 22. 11729. SH SOLE 11729. 0. 0. GATX CORP................ COMMON 361448103 191. 4493. SH SOLE 4493. 0. 0. GAYLORD ENTMT CO NEW..... COMMON 367905106 47. 1087. SH SOLE 1087. 0. 0. GAZPROM NEFT............. ADR(5 O 36829G107 87. 4100. SH SOLE 4100. 0. 0. ------ PAGE TOTAL 10565.
FORM 13F DATE: 060630 PAGE: 61
ITEM 8 ITEM 4 VOTING AUTHORITY FAIR ITEM 5 ITEM 6 (SHARES) MARKET -------------------- INVESTMENT -------------------------- ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN PUT/ DISCRETION ITEM 7 ISSUER CLASS SECID (000s) AMOUNT SH/PRN CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE ------ ------- --------- ------ -------- ------ ---- ---------- ------ -------- --------- ------- GEMSTAR-TV GUIDE INT..... COMMON 36866W106 41. 11675. SH SOLE 11675. 0. 0. GEN PROBE INC............ COMMON 36866T103 219. 4053. SH SOLE 4053. 0. 0. GENCO SHIPPING&TRAD...... COMMON Y2685T107 27. 1557. SH SOLE 1557. 0. 0. GENCORP INC.............. COMMON 368682100 97. 6067. SH SOLE 6067. 0. 0. GENENTECH INC............ COMMON 368710406 2356. 28796. SH SOLE 28796. 0. 0. GENERAL CABLE CORP....... COMMON 369300108 49. 1412. SH SOLE 1412. 0. 0. GENERAL COMMUNICTNS...... CLASS A 369385109 32. 2592. SH SOLE 2592. 0. 0. GENERAL DYNAMICS......... COMMON 369550108 2276. 34771. SH SOLE 34771. 0. 0. GENERAL ELECTRIC CO...... COMMON 369604103 37020. 1124095. SH SOLE 1116650. 0. 7445. GENERAL GROWTH PPTYS..... COMMON 370021107 295. 6538. SH SOLE 6538. 0. 0. GENERAL MARITIME CO...... COMMON Y2692M103 38. 1041. SH SOLE 1041. 0. 0. GENERAL MILLS INC........ COMMON 370334104 1616. 31280. SH SOLE 31280. 0. 0. GENERAL MOTORS CORP...... COMMON 370442105 1363. 45766. SH SOLE 45766. 0. 0. GENESCO INC.............. COMMON 371532102 22. 660. SH SOLE 660. 0. 0. GENESEE & WYO INC........ CLASS A 371559105 42. 1182. SH SOLE 1182. 0. 0. GENESIS HEALTHCARE....... COMMON 37184D101 33. 705. SH SOLE 705. 0. 0. GENESIS MICROCHIP........ COMMON 37184C103 14. 1178. SH SOLE 1178. 0. 0. ------ PAGE TOTAL 45540.
FORM 13F DATE: 060630 PAGE: 62
ITEM 8 ITEM 4 VOTING AUTHORITY FAIR ITEM 5 ITEM 6 (SHARES) MARKET -------------------- INVESTMENT -------------------------- ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN PUT/ DISCRETION ITEM 7 ISSUER CLASS SECID (000s) AMOUNT SH/PRN CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE ------ ------ --------- ------ -------- ------ ---- ---------- ------ -------- --------- ------- GENLYTE GROUP INC........ COMMON 372302109 55. 764. SH SOLE 764. 0. 0. GENTEX CORP.............. COMMON 371901109 190. 13560. SH SOLE 13560. 0. 0. GENTIVA HEALTH SERV...... COMMON 37247A102 25. 1579. SH SOLE 1579. 0. 0. GENUINE PARTS CO......... COMMON 372460105 708. 17000. SH SOLE 17000. 0. 0. GENWORTH FINANCIAL....... COMMON 37247D106 2656. 76227. SH SOLE 75122. 0. 1105. GENZYME CORP............. COMMON 372917104 1583. 25932. SH SOLE 25932. 0. 0. GEORGIA GULF CORP........ COMMON 373200203 23. 911. SH SOLE 911. 0. 0. GERDAU AMERISTEEL........ COMMON 37373P105 719. 71680. SH SOLE 71680. 0. 0. GERON CORP............... COMMON 374163103 20. 2916. SH SOLE 2916. 0. 0. GETTY IMAGES INC......... COMMON 374276103 104. 1632. SH SOLE 1632. 0. 0. GETTY RLTY CORP NEW...... COMMON 374297109 29. 1016. SH SOLE 1016. 0. 0. GEVITY HR INC............ COMMON 374393106 25. 946. SH SOLE 946. 0. 0. GFI GROUP INC............ COMMON 361652209 40. 736. SH SOLE 736. 0. 0. GIANT INDS INC........... COMMON 374508109 33. 490. SH SOLE 490. 0. 0. GIBRALTAR INDUSTRIES..... COMMON 374689107 33. 1151. SH SOLE 1151. 0. 0. GILDAN ACTIVEWEAR........ COMMON 375916103 65938. 1392703. SH SOLE 1390703. 0. 2000. GILEAD SCIENCES INC...... COMMON 375558103 4317. 72972. SH SOLE 72972. 0. 0. ------ PAGE TOTAL 76498.
FORM 13F DATE: 060630 PAGE: 63
ITEM 8 ITEM 4 VOTING AUTHORITY FAIR ITEM 5 ITEM 6 (SHARES) MARKET ------------------- INVESTMENT ------------------------- ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN PUT/ DISCRETION ITEM 7 ISSUER CLASS SECID (000s) AMOUNT SH/PRN CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE ------ ------ --------- ------ ------- ------ ---- ---------- ------ ------- --------- ------- GLACIER BANCORP INC...... COMMON 37637Q105 25. 860. SH SOLE 860. 0. 0. GLATFELTER............... COMMON 377316104 111. 7000. SH SOLE 7000. 0. 0. GLAXOSMITHKLINE PLC...... SP ADR 37733W105 934. 16735. SH SOLE 16735. 0. 0. GLENBOROUGH RLTY TR...... COMMON 37803P105 273. 12666. SH SOLE 12666. 0. 0. GLIMCHER RLTY TR......... SH BEN 379302102 25. 1025. SH SOLE 1025. 0. 0. GLOBAL CASH ACCESS....... COMMON 378967103 35. 2216. SH SOLE 2216. 0. 0. GLOBAL IMAGING SYS....... COMMON 37934A100 31. 740. SH SOLE 740. 0. 0. GLOBAL INDS LTD.......... COMMON 379336100 51. 3048. SH SOLE 3048. 0. 0. GLOBAL ITECHNOLOGY....... COMMON 378951107 0. 1666. SH SOLE 1666. 0. 0. GLOBAL PAYMENTS INC...... COMMON 37940X102 262. 5396. SH SOLE 5396. 0. 0. GLOBAL SIGNAL INC........ REIT 37944Q103 87. 1884. SH SOLE 1884. 0. 0. GLOBALSANTAFE CORP....... COMMON G3930E101 381. 6592. SH SOLE 6592. 0. 0. GMH CMNTYS TR............ COMMON 36188G102 23. 1741. SH SOLE 1741. 0. 0. GOLD KIST INC............ COMMON 380614107 22. 1661. SH SOLE 1661. 0. 0. GOLDCORP INC............. COMMON 380956409 8622. 285704. SH SOLE 285704. 0. 0. GOLDEN STAR RES.......... COMMON 38119T104 428. 146299. SH SOLE 146299. 0. 0. GOLDEN WEST FINL......... COMMON 381317106 1637. 22064. SH SOLE 22064. 0. 0. ------ PAGE TOTAL 12947.
FORM 13F DATE: 060630 PAGE: 64
ITEM 8 ITEM 4 VOTING AUTHORITY FAIR ITEM 5 ITEM 6 (SHARES) MARKET ------------------ INVESTMENT ------------------------- ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN PUT/ DISCRETION ITEM 7 ISSUER CLASS SECID (000s) AMOUNT SH/PRN CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE ------ ------- --------- ------ ------ ------ ---- ---------- ------ ------- --------- ------- GOLDMAN SACHS GROUP...... COMMON 38141G104 5794. 38514. SH SOLE 38514. 0. 0. GOODRICH CORP............ COMMON 382388106 401. 9960. SH SOLE 9960. 0. 0. GOODRICH PETROLEUM....... COMMON 382410405 32. 1131. SH SOLE 1131. 0. 0. GOODYEAR TIRE & RUBR..... COMMON 382550101 169. 15201. SH SOLE 15201. 0. 0. GOOGLE INC............... CLASS A 38259P508 14359. 34242. SH SOLE 34132. 0. 110. GRACE W R & CO DEL....... COMMON 38388F108 35. 2974. SH SOLE 2974. 0. 0. GRACO INC................ COMMON 384109104 268. 5825. SH SOLE 5825. 0. 0. GRAFTECH INTL LTD........ COMMON 384313102 22. 3860. SH SOLE 3860. 0. 0. GRAINGER W W INC......... COMMON 384802104 496. 6594. SH SOLE 6594. 0. 0. GRAMERCY CAP CORP........ COMMON 384871109 29. 1131. SH SOLE 1131. 0. 0. GRANITE CONSTR INC....... COMMON 387328107 140. 3088. SH SOLE 3088. 0. 0. GRANT PRIDECO INC........ COMMON 38821G101 432. 9660. SH SOLE 9660. 0. 0. GRAY TELEVISION INC...... COMMON 389375106 16. 2761. SH SOLE 2761. 0. 0. GREAT AMERN FNL RES...... COMMON 389915109 27. 1313. SH SOLE 1313. 0. 0. GREAT ATLANTIC & PAC..... COMMON 390064103 24. 1061. SH SOLE 1061. 0. 0. GREAT PLAINS ENERGY...... COMMON 391164100 57. 2049. SH SOLE 2049. 0. 0. GREAT SOUTHERN BANCP..... COMMON 390905107 26. 838. SH SOLE 838. 0. 0. ------ PAGE TOTAL 22327.
FORM 13F DATE: 060630 PAGE: 65
ITEM 8 ITEM 4 VOTING AUTHORITY FAIR ITEM 5 ITEM 6 (SHARES) MARKET ------------------ INVESTMENT ------------------------- ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN PUT/ DISCRETION ITEM 7 ISSUER CLASS SECID (000s) AMOUNT SH/PRN CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE ------ ------- --------- ------ ------ ------ ---- ---------- ------ ------- --------- ------- GREATBATCH INC........... COMMON 39153L106 22. 926. SH SOLE 926. 0. 0. GREATER BAY BANCORP...... COMMON 391648102 41. 1410. SH SOLE 1410. 0. 0. GREEN MOUNTAIN PWR....... COMMON 393154109 215. 6329. SH SOLE 6329. 0. 0. GREENBRIER COS INC....... COMMON 393657101 31. 956. SH SOLE 956. 0. 0. GREENHILL & CO INC....... COMMON 395259104 51. 843. SH SOLE 843. 0. 0. GREIF INC................ CLASS A 397624107 47. 628. SH SOLE 628. 0. 0. GREY WOLF INC............ COMMON 397888108 40. 5253. SH SOLE 5253. 0. 0. GRIFFON CORP............. COMMON 398433102 28. 1087. SH SOLE 1087. 0. 0. GROUP 1 AUTOMOTIVE....... COMMON 398905109 163. 2886. SH SOLE 2886. 0. 0. GSI COMMERCE INC......... COMMON 36238G102 22. 1616. SH SOLE 1616. 0. 0. GTECH HLDGS CORP......... COMMON 400518106 335. 9628. SH SOLE 9628. 0. 0. GUESS INC................ COMMON 401617105 51. 1213. SH SOLE 1213. 0. 0. GUITAR CTR MGMT INC...... COMMON 402040109 31. 692. SH SOLE 692. 0. 0. GULFMARK OFFSHORE........ COMMON 402629109 20. 774. SH SOLE 774. 0. 0. GYMBOREE CORP............ COMMON 403777105 41. 1183. SH SOLE 1183. 0. 0. HAEMONETICS CORP......... COMMON 405024100 32. 694. SH SOLE 694. 0. 0. HAIN CELESTIAL GROUP..... COMMON 405217100 133. 5154. SH SOLE 5154. 0. 0. ----- PAGE TOTAL 1303.
FORM 13F DATE: 060630 PAGE: 66
ITEM 8 ITEM 4 VOTING AUTHORITY FAIR ITEM 5 ITEM 6 (SHARES) MARKET ------------------ INVESTMENT ------------------------- ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN PUT/ DISCRETION ITEM 7 ISSUER CLASS SECID (000s) AMOUNT SH/PRN CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE ------ ------ --------- ------ ------ ------ ---- ---------- ------ ------- --------- ------- HALLIBURTON.............. COMMON 406216101 3314. 44656. SH SOLE 44656. 0. 0. HANCOCK HLDG CO.......... COMMON 410120109 50. 895. SH SOLE 895. 0. 0. HANMI FINL CORP.......... COM 410495105 28. 1444. SH SOLE 1444. 0. 0. HANOVER COMPRESSOR....... COMMON 410768105 157. 8347. SH SOLE 8347. 0. 0. HANSEN NAT CORP.......... COMMON 411310105 247. 1295. SH SOLE 1295. 0. 0. HARBOR FLA BANCSHRS...... COMMON 411901101 25. 680. SH SOLE 680. 0. 0. HARLAND JOHN H CO........ COMMON 412693103 33. 764. SH SOLE 764. 0. 0. HARLEY DAVIDSON INC...... COMMON 412822108 3637. 66266. SH SOLE 66266. 0. 0. HARLEYSVILLE GROUP....... COMMON 412824104 31. 963. SH SOLE 963. 0. 0. HARLEYSVILLE NATL PA..... COMMON 412850109 26. 1228. SH SOLE 1228. 0. 0. HARMAN INTL INDS......... COMMON 413086109 483. 5661. SH SOLE 5661. 0. 0. HARMONIC INC............. COMMON 413160102 21. 4664. SH SOLE 4664. 0. 0. HARRAHS ENTMT INC........ COMMON 413619107 1105. 15520. SH SOLE 15520. 0. 0. HARRIS CORP DEL.......... COMMON 413875105 424. 10223. SH SOLE 10223. 0. 0. HARSCO CORP.............. COMMON 415864107 259. 3321. SH SOLE 3321. 0. 0. HARTE HANKS INC.......... COMMON 416196103 62. 2399. SH SOLE 2399. 0. 0. HARTFORD FINL SVCS....... COMMON 416515104 4431. 52405. SH SOLE 52405. 0. 0. ------ PAGE TOTAL 14333.
FORM 13F DATE: 060630 PAGE: 67
ITEM 8 ITEM 4 VOTING AUTHORITY FAIR ITEM 5 ITEM 6 (SHARES) MARKET ------------------ INVESTMENT ------------------------- ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN PUT/ DISCRETION ITEM 7 ISSUER CLASS SECID (000s) AMOUNT SH/PRN CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE ------ ------ --------- ------ ------ ------ ---- ---------- ------ ------- --------- ------- HARVEST ENERGY........... TRUST U 41752X101 2842. 95416. SH SOLE 95416. 0. 0. HASBRO INC............... COMMON 418056107 283. 15613. SH SOLE 15613. 0. 0. HAVAS ADVERTISING........ SP ADR 419313101 34. 6800. SH SOLE 6800. 0. 0. HAWAIIAN ELEC INDS....... COMMON 419870100 62. 2212. SH SOLE 2212. 0. 0. HCA INC.................. COMMON 404119109 1597. 37014. SH SOLE 37014. 0. 0. HCC INS HLDGS INC........ COMMON 404132102 252. 8555. SH SOLE 8555. 0. 0. HDFC BANK LTD............ ADR (3 I 40415F101 55. 1000. SH SOLE 1000. 0. 0. HEADWATERS INC........... COMMON 42210P102 93. 3657. SH SOLE 3657. 0. 0. HEALTH CARE PPTY INV..... REIT 421915109 953. 35652. SH SOLE 33102. 0. 2550. HEALTH CARE REIT INC..... REIT 42217K106 784. 22441. SH SOLE 20761. 0. 1680. HEALTH MGMT ASSOC........ CLASS A 421933102 389. 19735. SH SOLE 19735. 0. 0. HEALTH NET INC........... COMMON 42222G108 385. 8526. SH SOLE 8526. 0. 0. HEALTHCARE RLTY TR....... REIT 421946104 554. 17395. SH SOLE 16115. 0. 1280. HEALTHCARE SVCS GRP...... COMMON 421906108 26. 1245. SH SOLE 1245. 0. 0. HEALTHEXTRAS INC......... COMMON 422211102 36. 1197. SH SOLE 1197. 0. 0. HEALTHWAYS INC........... COMMON 422245100 157. 2985. SH SOLE 2985. 0. 0. HEARST-ARGYLE TELE....... COMMON 422317107 31. 1419. SH SOLE 1419. 0. 0. ----- PAGE TOTAL 8533.
FORM 13F DATE: 060630 PAGE: 68
ITEM 8 ITEM 4 VOTING AUTHORITY FAIR ITEM 5 ITEM 6 (SHARES) MARKET ------------------ INVESTMENT ------------------------- ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN PUT/ DISCRETION ITEM 7 ISSUER CLASS SECID (000s) AMOUNT SH/PRN CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE ------ ------- --------- ------ ------ ------ ---- ---------- ------ ------- --------- ------- HEARTLAND EXPRESS IN..... COMMON 422347104 49. 2751. SH SOLE 2751. 0. 0. HEARTLAND PAYMT SYS...... COMMON 42235N108 33. 1175. SH SOLE 1175. 0. 0. HECLA MNG CO............. COMMON 422704106 37. 7071. SH SOLE 7071. 0. 0. HEIDRICK &STRUG INTL..... COMMON 422819102 27. 800. SH SOLE 800. 0. 0. HEINEKEN NV.............. ADR(0.5 423012202 585. 27900. SH SOLE 27900. 0. 0. HEINZ H J CO............. COMMON 423074103 1790. 43437. SH SOLE 42367. 0. 1070. HELEN OF TROY CORP....... COMMON G4388N106 27. 1493. SH SOLE 1493. 0. 0. HELIX ENRGY SOLNS........ COMMON 42330P107 254. 6284. SH SOLE 6284. 0. 0. HELMERICH & PAYNE........ COMMON 423452101 246. 4078. SH SOLE 4078. 0. 0. HENRY JACK & ASSOC....... COMMON 426281101 146. 7431. SH SOLE 7431. 0. 0. HENRY SCHEIN INC......... COMMON 806407102 320. 6844. SH SOLE 6844. 0. 0. HERBALIFE LTD............ COMMON G4412G101 75. 1892. SH SOLE 1892. 0. 0. HERCULES INC............. COMMON 427056106 176. 11504. SH SOLE 11504. 0. 0. HERCULES OFFSHORE........ COMMON 427093109 34. 973. SH SOLE 973. 0. 0. HERITAGE PPTY INVT T..... COMMON 42725M107 45. 1286. SH SOLE 1286. 0. 0. HESS CORPORATION......... COMMON 42809H107 991. 18747. SH SOLE 18747. 0. 0. HEWITT ASSOCIATES........ COMMON 42822Q100 67. 2976. SH SOLE 2976. 0. 0. ----- PAGE TOTAL 4902.
FORM 13F DATE: 060630 PAGE: 69
ITEM 8 ITEM 4 VOTING AUTHORITY FAIR ITEM 5 ITEM 6 (SHARES) MARKET ------------------- INVESTMENT ------------------------- ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN PUT/ DISCRETION ITEM 7 ISSUER CLASS SECID (000s) AMOUNT SH/PRN CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE ------ ------- --------- ------ ------- ------ ---- ---------- ------ ------- --------- ------- HEWLETT PACKARD CO....... COMMON 428236103 15604. 492686. SH SOLE 491156. 0. 1530. HEXCEL CORP.............. COMMON 428291108 28. 1810. SH SOLE 1810. 0. 0. HIBBETT SPORTING GDS..... COMMON 428565105 84. 3510. SH SOLE 3510. 0. 0. HIGHLAND HOSPITALITY..... COMMON 430141101 34. 2433. SH SOLE 2433. 0. 0. HIGHLANDS INS GROUP...... COMMON 431032101 0. 2300. SH SOLE 2300. 0. 0. HIGHWOODS PPTYS INC...... COMMON 431284108 53. 1476. SH SOLE 1476. 0. 0. HILB ROGAL&HOBBS CO...... COMMON 431294107 37. 986. SH SOLE 986. 0. 0. HILLENBRAND INDS INC..... COMMON 431573104 251. 5168. SH SOLE 5168. 0. 0. HILTON HOTELS CORP....... COMMON 432848109 804. 28418. SH SOLE 28418. 0. 0. HITTITE MICROWAVE........ COMMON 43365Y104 38. 1048. SH SOLE 1048. 0. 0. HNI CORPORATION.......... COMMON 404251100 187. 4125. SH SOLE 4125. 0. 0. HOLLINGER INTL INC....... CLASS A 435569108 24. 3046. SH SOLE 3046. 0. 0. HOLLY CORP............... COMMON 435758305 85. 1756. SH SOLE 1756. 0. 0. HOLLY ENERGY PARTNER..... COM UT 435763107 28. 699. SH SOLE 699. 0. 0. HOLOGIC INC.............. COMMON 436440101 174. 3529. SH SOLE 3529. 0. 0. HOME DEPOT INC........... COMMON 437076102 11068. 309238. SH SOLE 308038. 0. 1200. HOME PROPERTIES INC...... COMMON 437306103 48. 867. SH SOLE 867. 0. 0. ------ PAGE TOTAL 28547.
FORM 13F DATE: 060630 PAGE: 70
ITEM 8 ITEM 4 VOTING AUTHORITY FAIR ITEM 5 ITEM 6 (SHARES) MARKET ------------------- INVESTMENT ------------------------- ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN PUT/ DISCRETION ITEM 7 ISSUER CLASS SECID (000s) AMOUNT SH/PRN CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE ------ ------- --------- ------ ------- ------ ---- ---------- ------ ------- --------- ------- HOMEBANC CORP............ COMMON 43738R109 28. 3475. SH SOLE 3475. 0. 0. HONEYWELL INTL INC....... COMMON 438516106 5573. 138357. SH SOLE 137477. 0. 880. HORACE MANN EDUCATRS..... COMMON 440327104 143. 8431. SH SOLE 8431. 0. 0. HORMEL FOODS CORP........ COMMON 440452100 141. 3802. SH SOLE 3802. 0. 0. HORNBECK OFFSHORE SV..... COMMON 440543106 28. 776. SH SOLE 776. 0. 0. HOSPIRA INC.............. COMMON 441060100 603. 14046. SH SOLE 14046. 0. 0. HOSPITALITY PPTYS TR..... SH BEN 44106M102 800. 18223. SH SOLE 16933. 0. 1290. HOST HOTELS & RESRTS..... REIT 44107P104 313. 14326. SH SOLE 14326. 0. 0. HOT TOPIC INC............ COMMON 441339108 19. 1668. SH SOLE 1668. 0. 0. HOUSTON EXPL CO.......... COMMON 442120101 48. 777. SH SOLE 777. 0. 0. HOVNANIAN ENTERPRISE..... CLASS A 442487203 108. 3584. SH SOLE 3584. 0. 0. HOYA CORP................ ADR(1 O 443251103 387. 10890. SH SOLE 10890. 0. 0. HRPT PROPERTIES TR....... COM SH 40426W101 968. 83729. SH SOLE 77489. 0. 6240. HSBC HLDGS PLC........... SP ADR( 404280406 3725. 42160. SH SOLE 39660. 0. 2500. HUANENG PWR INTL INC..... SP ADR 443304100 37. 1400. SH SOLE 1400. 0. 0. HUB GROUP INC............ CLASS A 443320106 127. 5162. SH SOLE 5162. 0. 0. HUBBELL INC.............. CLASS B 443510201 240. 5029. SH SOLE 5029. 0. 0. ------ PAGE TOTAL 13288.
FORM 13F DATE: 060630 PAGE: 71
ITEM 8 ITEM 4 VOTING AUTHORITY FAIR ITEM 5 ITEM 6 (SHARES) MARKET ------------------- INVESTMENT ------------------------- ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN PUT/ DISCRETION ITEM 7 ISSUER CLASS SECID (000s) AMOUNT SH/PRN CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE ------ ------- --------- ------ ------- ------ ---- ---------- ------ ------- --------- ------- HUDSON CITY BANCORP...... COMMON 443683107 219. 16447. SH SOLE 16447. 0. 0. HUDSON HIGHLAND GRP...... COMMON 443792106 11. 1029. SH SOLE 1029. 0. 0. HUGOTON RTY TR TEX....... UNIT BE 444717102 104. 3502. SH SOLE 3175. 0. 327. HUMAN GENOME SCI......... COMMON 444903108 38. 3583. SH SOLE 3583. 0. 0. HUMANA INC............... COMMON 444859102 698. 12990. SH SOLE 12990. 0. 0. HUMMINGBIRD LTD.......... COMMON 44544R101 336. 12283. SH SOLE 12283. 0. 0. HUNT JB TRANS SVCS....... COMMON 445658107 294. 11790. SH SOLE 11790. 0. 0. HUNTINGTON BANCSHARE..... COMMON 446150104 588. 24950. SH SOLE 24950. 0. 0. HUNTSMAN CORP............ COMMON 447011107 105. 6067. SH SOLE 6067. 0. 0. HURON CONSULTING GRP..... COMMON 447462102 39. 1100. SH SOLE 1100. 0. 0. HUTCHINSON TECH INC...... COMMON 448407106 20. 947. SH SOLE 947. 0. 0. HYDRIL................... COMMON 448774109 51. 645. SH SOLE 645. 0. 0. HYPERCOM CORP............ COMMON 44913M105 39. 4218. SH SOLE 4218. 0. 0. HYPERION SOLUT CORP...... COMMON 44914M104 145. 5249. SH SOLE 5249. 0. 0. IAC INTERACTIVECORP...... COMMON 44919P300 884. 33357. SH SOLE 33357. 0. 0. IAMGOLD CORP............. COMMON 450913108 1074. 120725. SH SOLE 120725. 0. 0. IBERIABANK CORP.......... COMMON 450828108 28. 479. SH SOLE 479. 0. 0. ----- PAGE TOTAL 4673.
FORM 13F DATE: 060630 PAGE: 72
ITEM 8 ITEM 4 VOTING AUTHORITY FAIR ITEM 5 ITEM 6 (SHARES) MARKET ------------------ INVESTMENT ------------------------- ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN PUT/ DISCRETION ITEM 7 ISSUER CLASS SECID (000s) AMOUNT SH/PRN CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE ------ ------- --------- ------ ------ ------ ---- ---------- ------ ------- --------- ------- ICOS CORP................ COMMON 449295104 38. 1747. SH SOLE 1747. 0. 0. ICU MED INC.............. COMMON 44930G107 29. 681. SH SOLE 681. 0. 0. IDACORP INC.............. COMMON 451107106 39. 1147. SH SOLE 1147. 0. 0. IDENIX PHARMACEU......... COMMON 45166R204 14. 1520. SH SOLE 1520. 0. 0. IDENTIX INC.............. COMMON 451906101 34. 4934. SH SOLE 4934. 0. 0. IDEX CORP................ COMMON 45167R104 215. 4556. SH SOLE 4556. 0. 0. IDEXX LABS INC........... COMMON 45168D104 207. 2755. SH SOLE 2755. 0. 0. IDT CORPORATION.......... CLASS B 448947309 39. 2805. SH SOLE 2805. 0. 0. IHOP CORP................ COMMON 449623107 27. 558. SH SOLE 558. 0. 0. IHS INC.................. CLASS A 451734107 47. 1571. SH SOLE 1571. 0. 0. II VI INC................ COMMON 902104108 25. 1356. SH SOLE 1356. 0. 0. IKON OFFICE SOLUTION..... COMMON 451713101 49. 3871. SH SOLE 3871. 0. 0. ILLINOIS TOOL WORKS...... COMMON 452308109 3225. 67902. SH SOLE 67902. 0. 0. ILLUMINA INC............. COMMON 452327109 49. 1666. SH SOLE 1666. 0. 0. IMATION CORP............. COMMON 45245A107 154. 3747. SH SOLE 3747. 0. 0. IMCLONE SYSTEMS INC...... COMMON 45245W109 88. 2269. SH SOLE 2269. 0. 0. IMMUCOR INC.............. COMMON 452526106 118. 6116. SH SOLE 6116. 0. 0. ----- PAGE TOTAL 4397.
FORM 13F DATE: 060630 PAGE: 73
ITEM 8 ITEM 4 VOTING AUTHORITY FAIR ITEM 5 ITEM 6 (SHARES) MARKET -------------------- INVESTMENT -------------------------- ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN PUT/ DISCRETION ITEM 7 ISSUER CLASS SECID (000s) AMOUNT SH/PRN CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE ------ ------- --------- ------- -------- ------ ---- ---------- ------ -------- --------- ------- IMPAC MTG HLDGS INC...... COMMON 45254P102 28. 2481. SH SOLE 2481. 0. 0. IMPERIAL OIL LTD......... COMMON 453038408 154305. 4218988. SH SOLE 3614628. 0. 604360. IMS HEALTH INC........... COMMON 449934108 4805. 179025. SH SOLE 177500. 0. 1525. INCO LTD................. COMMON 453258402 169568. 2572364. SH SOLE 2533979. 0. 38385. INCYTE CORPORATION....... COMMON 45337C102 21. 4475. SH SOLE 4475. 0. 0. INDEPENDENT BK CORP...... COMMON 453838104 24. 901. SH SOLE 901. 0. 0. INDEPNDNT BK OF MASS..... COMMON 453836108 29. 893. SH SOLE 893. 0. 0. INDYMAC BANCORP INC...... COMMON 456607100 251. 5482. SH SOLE 5482. 0. 0. INERGY HOLDINGS LP....... COMMON 45661Q107 23. 718. SH SOLE 718. 0. 0. INERGY L P............... UNIT LT 456615103 26. 1017. SH SOLE 1017. 0. 0. INFINITY PPTY & CAS...... COMMON 45665Q103 153. 3732. SH SOLE 3732. 0. 0. INFORMATICA CORP......... COMMON 45666Q102 31. 2381. SH SOLE 2381. 0. 0. INFOSPACE INC............ COMMON 45678T201 22. 981. SH SOLE 981. 0. 0. INFOUSA INC NEW.......... COMMON 456818301 27. 2573. SH SOLE 2573. 0. 0. INFRASOURCE SVCS INC..... COMMON 45684P102 42. 2280. SH SOLE 2280. 0. 0. ING GROEP NV............. SP ADR 456837103 660. 16780. SH SOLE 16780. 0. 0. INGERSOLL-RAND CO........ CLASS A G4776G101 3639. 85103. SH SOLE 77603. 0. 7500. ------- PAGE TOTAL 333654.
FORM 13F DATE: 060630 PAGE: 74
ITEM 8 ITEM 4 VOTING AUTHORITY FAIR ITEM 5 ITEM 6 (SHARES) MARKET ------------------- INVESTMENT ------------------------- ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN PUT/ DISCRETION ITEM 7 ISSUER CLASS SECID (000s) AMOUNT SH/PRN CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE ------ ------- --------- ------ ------- ------ ---- ---------- ------ ------- --------- ------- INGLES MKTS INC.......... CLASS A 457030104 27. 1590. SH SOLE 1590. 0. 0. INGRAM MICRO INC......... CLASS A 457153104 205. 11292. SH SOLE 11292. 0. 0. INLAND REAL ESTATE....... COMMON 457461200 27. 1837. SH SOLE 1837. 0. 0. INNKEEPERS USA TR........ COMMON 4576J0104 27. 1538. SH SOLE 1538. 0. 0. INPUT/ OUTPUT INC........ COMMON 457652105 33. 3466. SH SOLE 3466. 0. 0. INSIGHT ENTERPRISES...... COMMON 45765U103 103. 5422. SH SOLE 5422. 0. 0. INSITUFORM TECH INC...... CLASS A 457667103 30. 1323. SH SOLE 1323. 0. 0. INTEGRA BK CORP.......... COMMON 45814P105 27. 1220. SH SOLE 1220. 0. 0. INTEGRA LIFESCIENCE...... COMMON 457985208 31. 792. SH SOLE 792. 0. 0. INTEGRAT DEVICE TECH..... COMMON 458118106 230. 16232. SH SOLE 16232. 0. 0. INTEL CORP............... COMMON 458140100 11477. 604076. SH SOLE 602826. 0. 1250. INTER TEL INC............ COMMON 458372109 27. 1287. SH SOLE 1287. 0. 0. INTERACTIVE DATA COR..... COMMON 45840J107 52. 2564. SH SOLE 2564. 0. 0. INTERDIGITAL COMM........ COMMON 45866A105 52. 1500. SH SOLE 1500. 0. 0. INTERFACE INC............ CLASS A 458665106 34. 2985. SH SOLE 2985. 0. 0. INTERGRAPH CORP.......... COMMON 458683109 24. 776. SH SOLE 776. 0. 0. INTERLINE BRANDS INC..... COMMON 458743101 27. 1149. SH SOLE 1149. 0. 0. ------ PAGE TOTAL 12433.
FORM 13F DATE: 060630 PAGE: 75
ITEM 8 ITEM 4 VOTING AUTHORITY FAIR ITEM 5 ITEM 6 (SHARES) MARKET -------------------- INVESTMENT -------------------------- ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN PUT/ DISCRETION ITEM 7 ISSUER CLASS SECID (000s) AMOUNT SH/PRN CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE ------ ------- --------- ------ -------- ------ ---- ---------- ------ -------- --------- ------- INTERMAGNETICS GEN....... COMMON 458771102 32. 1186. SH SOLE 1186. 0. 0. INTERMEC................. COMMON 458786100 38. 1675. SH SOLE 1675. 0. 0. INTERMUNE INC............ COMMON 45884X103 28. 1711. SH SOLE 1711. 0. 0. INTERNATIONAL PAPER...... COMMON 460146103 1360. 42091. SH SOLE 42091. 0. 0. INTERNATIONAL SEC EX..... CLASS A 46031W204 39. 1029. SH SOLE 1029. 0. 0. INTERNET SEC SYS INC..... COMMON 46060X107 24. 1250. SH SOLE 1250. 0. 0. INTEROIL CORP............ COMMON 460951106 295. 15431. SH SOLE 15431. 0. 0. INTERPOOL INC............ COMMON 46062R108 31. 1388. SH SOLE 1388. 0. 0. INTERPUBLIC GROUP........ COMMON 460690100 302. 36152. SH SOLE 36152. 0. 0. INTERSIL CORP............ CLASS A 46069S109 266. 11447. SH SOLE 11447. 0. 0. INTERSTATE GEN L P....... COMMON 460885205 0. 20. SH SOLE 20. 0. 0. INTERTAPE POLYMER........ COMMON 460919103 7776. 1143879. SH SOLE 1143879. 0. 0. INTERVOICE INC........... COMMON 461142101 21. 2948. SH SOLE 2948. 0. 0. INTERWOVEN INC........... COMMON 46114T508 24. 2775. SH SOLE 2775. 0. 0. INTL BANCSHARES CORP..... COMMON 459044103 48. 1756. SH SOLE 1756. 0. 0. INTL BUSINESS MCHN....... COMMON 459200101 15811. 205953. SH SOLE 204683. 0. 1270. INTL FLAVORS & FRAGR..... COMMON 459506101 107. 3023. SH SOLE 3023. 0. 0. ------ PAGE TOTAL 26202.
FORM 13F DATE: 060630 PAGE: 76
ITEM 8 ITEM 4 VOTING AUTHORITY FAIR ITEM 5 ITEM 6 (SHARES) MARKET ------------------ INVESTMENT ------------------------- ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN PUT/ DISCRETION ITEM 7 ISSUER CLASS SECID (000s) AMOUNT SH/PRN CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE ------ ------- --------- ------ ------ ------ ---- ---------- ------ ------- --------- ------- INTL GAME TECH........... COMMON 459902102 1184. 31199. SH SOLE 31199. 0. 0. INTL RECTIFIER CORP...... COMMON 460254105 218. 5578. SH SOLE 5578. 0. 0. INTL SPEEDWAY CORP....... CLASS A 460335201 187. 4037. SH SOLE 4037. 0. 0. INTRALASE CORP........... COMMON 461169104 24. 1408. SH SOLE 1408. 0. 0. INTRAWEST CORP........... COMMON 460915200 1143. 36126. SH SOLE 36126. 0. 0. INTUIT................... COMMON 461202103 1134. 18735. SH SOLE 18735. 0. 0. INTUITIVE SURGIC INC..... COMMON 46120E602 347. 3020. SH SOLE 3020. 0. 0. INVACARE CORP............ COMMON 461203101 22. 870. SH SOLE 870. 0. 0. INVENTIV HEALTH INC...... COMMON 46122E105 29. 997. SH SOLE 997. 0. 0. INVERNESS MED INNOVA..... COMMON 46126P106 32. 1119. SH SOLE 1119. 0. 0. INVESTMENT TECH GRP...... COMMON 46145F105 178. 3505. SH SOLE 3505. 0. 0. INVESTORS FINL SVCS...... COMMON 461915100 235. 5229. SH SOLE 5229. 0. 0. INVITROGEN CORP.......... COMMON 46185R100 313. 4738. SH SOLE 4738. 0. 0. ION MEDIA NTWKS INC...... CLASS A 46205A103 4. 4070. SH SOLE 4070. 0. 0. IONATRON INC............. COMMON 462070103 17. 2698. SH SOLE 2698. 0. 0. IOWA TELECOMM SRVC....... COMMON 462594201 30. 1580. SH SOLE 1580. 0. 0. IPASS INC................ COMMON 46261V108 22. 3849. SH SOLE 3849. 0. 0. ----- PAGE TOTAL 5119.
FORM 13F DATE: 060630 PAGE: 77
ITEM 8 ITEM 4 VOTING AUTHORITY FAIR ITEM 5 ITEM 6 (SHARES) MARKET ------------------- INVESTMENT ------------------------- ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN PUT/ DISCRETION ITEM 7 ISSUER CLASS SECID (000s) AMOUNT SH/PRN CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE ------ ------- --------- ------ ------- ------ ---- ---------- ------ ------- --------- ------- IPC HLDGS LTD............ ORDINAR G4933P101 42. 1709. SH SOLE 1709. 0. 0. IPSCO INC................ COMMON 462622101 3249. 33897. SH SOLE 33897. 0. 0. IRIS INTL INC............ COMMON 46270W105 13. 1025. SH SOLE 1025. 0. 0. IROBOT CORP.............. COMMON 462726100 22. 886. SH SOLE 886. 0. 0. IRON MOUNTAIN INC........ COMMON 462846106 133. 3557. SH SOLE 3557. 0. 0. IRWIN FINL CORP.......... COMMON 464119106 23. 1165. SH SOLE 1165. 0. 0. ISHARES TR............... DJ US T 464287713 4. 160. SH SOLE 160. 0. 0. ISLE OF CAPR CAS INC..... COMMON 464592104 26. 1023. SH SOLE 1023. 0. 0. ISTAR FINANCIAL INC...... COMMON 45031U101 116. 3060. SH SOLE 3060. 0. 0. ITC HOLDINGS............. COMMON 465685105 25. 953. SH SOLE 953. 0. 0. ITRON INC................ COMMON 465741106 127. 2143. SH SOLE 2143. 0. 0. ITT CORPORATION.......... COMMON 450911102 2105. 42520. SH SOLE 41840. 0. 680. ITT EDUCATIONAL SVCS..... COMMON 45068B109 215. 3268. SH SOLE 3268. 0. 0. IVANHOE MINES............ COMMON 46579N103 1101. 162362. SH SOLE 162362. 0. 0. IXIA..................... COMMON 45071R109 16. 1794. SH SOLE 1794. 0. 0. J&J SNACK FOODS CORP..... COMMON 466032109 28. 832. SH SOLE 832. 0. 0. J2 GLOBAL COMMUNICAT..... COMMON 46626E205 143. 4590. SH SOLE 4590. 0. 0. ----- PAGE TOTAL 7388.
FORM 13F DATE: 060630 PAGE: 78
ITEM 8 ITEM 4 VOTING AUTHORITY FAIR ITEM 5 ITEM 6 (SHARES) MARKET ------------------- INVESTMENT ------------------------- ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN PUT/ DISCRETION ITEM 7 ISSUER CLASS SECID (000s) AMOUNT SH/PRN CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE ------ ------ --------- ------ ------- ------ ---- ---------- ------ ------- --------- ------- JABIL CIRCUIT INC........ COMMON 466313103 4861. 189888. SH SOLE 187743. 0. 2145. JACK IN THE BOX INC...... COMMON 466367109 132. 3378. SH SOLE 3378. 0. 0. JACKSON HEWITT TX SV..... COMMON 468202106 32. 1035. SH SOLE 1035. 0. 0. JACOBS ENGR GROUP........ COMMON 469814107 342. 4293. SH SOLE 4293. 0. 0. JACUZZI BRANDS........... COMMON 469865109 585. 66521. SH SOLE 66521. 0. 0. JAKKS PAC INC............ COMMON 47012E106 24. 1203. SH SOLE 1203. 0. 0. JAMES RIVER COAL CO...... COMMON 470355207 16. 602. SH SOLE 602. 0. 0. JANUS CAPITAL GROUP...... COMMON 47102X105 324. 18081. SH SOLE 18081. 0. 0. JARDEN CORP.............. COMMON 471109108 45. 1489. SH SOLE 1489. 0. 0. JDA SOFTWARE GRP......... COMMON 46612K108 24. 1698. SH SOLE 1698. 0. 0. JDS UNIPHASE CORP........ COMMON 46612J101 380. 150063. SH SOLE 150063. 0. 0. JEFFERIES GRP INC........ COMMON 472319102 253. 8529. SH SOLE 8529. 0. 0. JER INVT TR INC.......... COMMON 46614H301 25. 1584. SH SOLE 1584. 0. 0. JETBLUE AIRWAYS CORP..... COMMON 477143101 153. 12594. SH SOLE 12594. 0. 0. JLG INDS INC............. COMMON 466210101 178. 7897. SH SOLE 7897. 0. 0. JOHNSON & JOHNSON........ COMMON 478160104 23414. 391014. SH SOLE 387339. 0. 3675. JOHNSON CONTROLS INC..... COMMON 478366107 2494. 30337. SH SOLE 30337. 0. 0. ------ PAGE TOTAL 33282.
FORM 13F DATE: 060630 PAGE: 79
ITEM 8 ITEM 4 VOTING AUTHORITY FAIR ITEM 5 ITEM 6 (SHARES) MARKET ------------------- INVESTMENT ------------------------- ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN PUT/ DISCRETION ITEM 7 ISSUER CLASS SECID (000s) AMOUNT SH/PRN CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - ------ ------- --------- ------ ------- ------ ---- ---------- ------ ------- --------- ------- JOHNSON ELEC HLDG........ SP ADR 479087207 176. 24460. SH SOLE 24460. 0. 0. JONES APPAREL GROUP...... COMMON 480074103 318. 9992. SH SOLE 9992. 0. 0. JONES LANG LASALLE....... COMMON 48020Q107 80. 915. SH SOLE 915. 0. 0. JOS A BANK CLOTHIERS..... COMMON 480838101 18. 753. SH SOLE 753. 0. 0. JOURNAL COMMUNICATNS..... CLASS A 481130102 23. 2033. SH SOLE 2033. 0. 0. JOURNAL REGISTER CO...... COMMON 481138105 15. 1707. SH SOLE 1707. 0. 0. JOY GLOBAL INC........... COMMON 481165108 536. 10288. SH SOLE 10288. 0. 0. JPMORGAN CHASE & CO...... COMMON 46625H100 29133. 693790. SH SOLE 691760. 0. 2030. JUNIPER NETWORKS COM..... COMMON 48203R104 342. 21375. SH SOLE 21375. 0. 0. JUPITER MEDIA METRIX..... COMMON 48206U104 0. 700. SH SOLE 700. 0. 0. JUPITERMEDIA CORP........ COMMON 48207D101 21. 1642. SH SOLE 1642. 0. 0. K V PHARMACEUTICAL....... CLASS A 482740206 25. 1355. SH SOLE 1355. 0. 0. K&F INDUSTRIES HLDGS..... COMMON 482241106 29. 1643. SH SOLE 1643. 0. 0. K-SWISS INC.............. CLASS A 482686102 22. 826. SH SOLE 826. 0. 0. K2 INC................... COMMON 482732104 28. 2603. SH SOLE 2603. 0. 0. KANBAY INTL INC.......... COMMON 48369P207 22. 1510. SH SOLE 1510. 0. 0. KANS CITY LIFE INS....... COMMON 484836101 22. 525. SH SOLE 525. 0. 0. ------ PAGE TOTAL 30810.
FORM 13F DATE: 060630 PAGE: 80
ITEM 8 ITEM 4 VOTING AUTHORITY FAIR ITEM 5 ITEM 6 (SHARES) MARKET ------------------ INVESTMENT ------------------------- ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN PUT/ DISCRETION ITEM 7 ISSUER CLASS SECID (000s) AMOUNT SH/PRN CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE ------ ------- --------- ------ ------ ------ ---- ---------- ------ ------- --------- ------- KANSAS CITY SOUTHERN..... COMMON 485170302 187. 6761. SH SOLE 6761. 0. 0. KAYDON CORP.............. COMMON 486587108 30. 810. SH SOLE 810. 0. 0. KB HOME.................. COMMON 48666K109 304. 6625. SH SOLE 6625. 0. 0. KCS ENERGY INC........... COMMON 482434206 40. 1347. SH SOLE 1347. 0. 0. KEANE INC................ COMMON 486665102 31. 2519. SH SOLE 2519. 0. 0. KEARNY FINL CORP......... COMMON 487169104 31. 2084. SH SOLE 2084. 0. 0. KELLOGG CO............... COMMON 487836108 3244. 66987. SH SOLE 65927. 0. 1060. KELLWOOD CO.............. COMMON 488044108 125. 4264. SH SOLE 4264. 0. 0. KELLY SERVICES INC....... CLASS A 488152208 26. 965. SH SOLE 965. 0. 0. KEMET CORP............... COMMON 488360108 33. 3526. SH SOLE 3526. 0. 0. KENNAMETAL INC........... COMMON 489170100 209. 3352. SH SOLE 3352. 0. 0. KERR MCGEE CORP.......... COMMON 492386107 1547. 22310. SH SOLE 22310. 0. 0. KERYX BIOPHARMACEUT...... COMMON 492515101 29. 2020. SH SOLE 2020. 0. 0. KERZNER INTL LTD......... ORDINAR P6065Y107 79. 999. SH SOLE 999. 0. 0. KEYCORP.................. COMMON 493267108 2498. 70019. SH SOLE 67239. 0. 2780. KEYSPAN CORPORATION...... COMMON 49337W100 521. 12890. SH SOLE 12890. 0. 0. KEYSTONE AUTOMOTIVE...... COMMON 49338N109 37. 869. SH SOLE 869. 0. 0. ----- PAGE TOTAL 8971.
FORM 13F DATE: 060630 PAGE: 81
ITEM 8 ITEM 4 VOTING AUTHORITY FAIR ITEM 5 ITEM 6 (SHARES) MARKET ------------------- INVESTMENT ------------------------- ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN PUT/ DISCRETION ITEM 7 ISSUER CLASS SECID (000s) AMOUNT SH/PRN CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE ------ ------ --------- ------ ------- ------ ---- ---------- ------ ------- --------- ------- KFORCE COM INC........... COMMON 493732101 33. 2147. SH SOLE 2147. 0. 0. KFX INC.................. COMMON 48245L107 29. 1922. SH SOLE 1922. 0. 0. KILROY RLTY CORP......... COMMON 49427F108 200. 2765. SH SOLE 2765. 0. 0. KIMBALL INTL INC......... CLASS B 494274103 49. 2469. SH SOLE 2469. 0. 0. KIMBERLY CLARK CORP...... COMMON 494368103 4591. 74407. SH SOLE 73217. 0. 1190. KIMCO REALTY CORP........ COMMON 49446R109 648. 17759. SH SOLE 17759. 0. 0. KINDER MORGAN INC........ COMMON 49455P101 1066. 10669. SH SOLE 10669. 0. 0. KINDER MORGAN MANAGE..... COMMON 49455U100 70. 1622. SH SOLE 1622. 0. 0. KINDRED HEALTHCARE....... COMMON 494580103 26. 1015. SH SOLE 1015. 0. 0. KINETIC CONCEPTS......... COMMON 49460W208 83. 1883. SH SOLE 1883. 0. 0. KING PHARMACEUTICALS..... COMMON 495582108 340. 20020. SH SOLE 20020. 0. 0. KINGFISHER PLC........... ADR (1S EKINGFISH 1038. 117630. SH SOLE 108240. 0. 9390. KINGSWAY FINANCIAL....... COMMON 496904103 720. 39794. SH SOLE 39794. 0. 0. KINROSS GOLD CORP........ COMMON 496902404 2674. 244954. SH SOLE 244954. 0. 0. KIRBY CORPORATION........ COMMON 497266106 206. 5225. SH SOLE 5225. 0. 0. KKR FINANCIAL............ COMMON 482476306 43. 2045. SH SOLE 2045. 0. 0. KLA-TENCOR CORP.......... COMMON 482480100 855. 20574. SH SOLE 20574. 0. 0. ------ PAGE TOTAL 12671.
FORM 13F DATE: 060630 PAGE: 82
ITEM 8 ITEM 4 VOTING AUTHORITY FAIR ITEM 5 ITEM 6 (SHARES) MARKET ------------------ INVESTMENT ------------------------- ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN PUT/ DISCRETION ITEM 7 ISSUER CLASS SECID (000s) AMOUNT SH/PRN CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE ------ ------ --------- ------ ------ ------ ---- ---------- ------ ------- --------- ------- KNBT BANCORP INC......... COMMON 482921103 26. 1577. SH SOLE 1577. 0. 0. KNIGHT CAPITAL GROUP..... CLASS A 499005106 45. 2955. SH SOLE 2955. 0. 0. KNIGHT TRANSN INC........ COMMON 499064103 47. 2332. SH SOLE 2332. 0. 0. KNIGHT-RIDDER INC........ COMMON 499040103 26. 437. SH SOLE 437. 0. 0. KNOLL INC................ COMMON 498904200 27. 1469. SH SOLE 1469. 0. 0. KOHLS CORP............... COMMON 500255104 1754. 29674. SH SOLE 29674. 0. 0. KOMAG INC................ COMMON 500453204 118. 2551. SH SOLE 2551. 0. 0. KOOKMIN BK NEW........... ADR(1 O 50049M109 91. 1100. SH SOLE 1100. 0. 0. KOPIN CORP............... COMMON 500600101 14. 3799. SH SOLE 3799. 0. 0. KOREA ELECTRIC PWR....... SP ADR 500631106 68. 3600. SH SOLE 3600. 0. 0. KORN FERRY INTL.......... COMMON 500643200 28. 1411. SH SOLE 1411. 0. 0. KOS PHARMACEUTICALS...... COMMON 500648100 41. 1096. SH SOLE 1096. 0. 0. KRAFT FOODS INC.......... CLASS A 50075N104 1454. 47060. SH SOLE 47060. 0. 0. KRISPY KREME DOUGHN...... COMMON 501014104 36. 4415. SH SOLE 4415. 0. 0. KROGER CO................ COMMON 501044101 1394. 63777. SH SOLE 63777. 0. 0. KRONOS INC............... COMMON 501052104 116. 3217. SH SOLE 3217. 0. 0. KRONOS WORLDWIDE......... COMMON 50105F105 39. 1347. SH SOLE 1347. 0. 0. ----- PAGE TOTAL 5324.
FORM 13F DATE: 060630 PAGE: 83
ITEM 8 ITEM 4 VOTING AUTHORITY FAIR ITEM 5 ITEM 6 (SHARES) MARKET ------------------ INVESTMENT ------------------------- ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN PUT/ DISCRETION ITEM 7 ISSUER CLASS SECID (000s) AMOUNT SH/PRN CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE ------ ------ --------- ------ ------ ------ ---- ---------- ------ ------- --------- ------- KT CORPORATION........... ADR(0.5 48268K101 36. 1700. SH SOLE 1700. 0. 0. KT&G CORP................ GDR 144 48268G100 59. 2020. SH SOLE 2020. 0. 0. KULICKE & SOFFA INDS..... COMMON 501242101 22. 3033. SH SOLE 3033. 0. 0. KYPHON INC............... COMMON 501577100 45. 1166. SH SOLE 1166. 0. 0. L OREAL CO............... ADR (0. 502117203 422. 22545. SH SOLE 22545. 0. 0. L-3 COMMUNICATIONS....... COMMON 502424104 828. 10982. SH SOLE 10982. 0. 0. LA-Z-BOY INC............. COMMON 505336107 27. 1934. SH SOLE 1934. 0. 0. LABOR READY INC.......... COMMON 505401208 105. 4624. SH SOLE 4624. 0. 0. LABORATORY CORP AMER..... COMMON 50540R409 639. 10266. SH SOLE 10266. 0. 0. LABRANCHE & CO INC....... COMMON 505447102 28. 2310. SH SOLE 2310. 0. 0. LACLEDE GROUP INC........ COMMON 505597104 205. 5961. SH SOLE 5961. 0. 0. LAIDLAW INTL INC......... COMMON 50730R102 72. 2857. SH SOLE 2857. 0. 0. LAM RESEARCH CORP........ COMMON 512807108 567. 12127. SH SOLE 12127. 0. 0. LAMAR ADVERTISING CO..... CLASS A 512815101 206. 3832. SH SOLE 3832. 0. 0. LANCASTER COLONY......... COMMON 513847103 39. 984. SH SOLE 984. 0. 0. LANCE INC................ COMMON 514606102 33. 1419. SH SOLE 1419. 0. 0. LANDAMERICA FINL G....... COMMON 514936103 33. 513. SH SOLE 513. 0. 0. ----- PAGE TOTAL 3366.
FORM 13F DATE: 060630 PAGE: 84
ITEM 8 ITEM 4 VOTING AUTHORITY FAIR ITEM 5 ITEM 6 (SHARES) MARKET ------------------ INVESTMENT ------------------------- ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN PUT/ DISCRETION ITEM 7 ISSUER CLASS SECID (000s) AMOUNT SH/PRN CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE ------ ------ --------- ------ ------ ------ ---- ---------- ------ ------- --------- ------- LANDAUER INC............. COMMON 51476K103 27. 562. SH SOLE 562. 0. 0. LANDRYS RESTAURANTS...... COMMON 51508L103 32. 984. SH SOLE 984. 0. 0. LANDSTAR SYS INC......... COMMON 515098101 237. 5015. SH SOLE 5015. 0. 0. LAS VEGAS SANDS CORP..... COMMON 517834107 759. 9747. SH SOLE 9747. 0. 0. LASALLE HOTEL PPTYS...... COM SH 517942108 38. 825. SH SOLE 825. 0. 0. LASERSCOPE............... COMMON 518081104 34. 1093. SH SOLE 1093. 0. 0. LATTICE SEMICONDUCTR..... COMMON 518415104 31. 4999. SH SOLE 4999. 0. 0. LAUREATE EDUCATION....... COMMON 518613104 178. 4168. SH SOLE 4168. 0. 0. LAWSON PRODS INC......... COMMON 520776105 27. 674. SH SOLE 674. 0. 0. LAWSON SOFTWARE.......... COMMON 52078P102 23. 3412. SH SOLE 3412. 0. 0. LCA-VISION INC........... COMMON 501803308 29. 555. SH SOLE 555. 0. 0. LEAP WIRELESS INTL I..... COMMON 521863308 78. 1651. SH SOLE 1651. 0. 0. LEAPFROG ENTERPRISES..... CL A 52186N106 21. 2050. SH SOLE 2050. 0. 0. LEAR CORPORATION......... COMMON 521865105 142. 6391. SH SOLE 6391. 0. 0. LECG CORP................ COMMON 523234102 29. 1552. SH SOLE 1552. 0. 0. LEE ENTERPRISES INC...... COMMON 523768109 156. 5798. SH SOLE 5798. 0. 0. LEGG MASON INC........... COMMON 524901105 926. 9301. SH SOLE 9301. 0. 0. ----- PAGE TOTAL 2767.
FORM 13F DATE: 060630 PAGE: 85
ITEM 8 ITEM 4 VOTING AUTHORITY FAIR ITEM 5 ITEM 6 (SHARES) MARKET ---------------------- INVESTMENT ------------------------- ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - ------ ------- --------- ------ ------ ------ -------- ---------- ------ ------- --------- ------- LEGGETT & PLATT INC COMMON 524660107 473. 18951. SH SOLE 18951. 0. 0. LEHMAN BROS HLDGS COMMON 524908100 3039. 46645. SH SOLE 46645. 0. 0. LENNAR CORP CLASS A 526057104 506. 11397. SH SOLE 11397. 0. 0. LENNOX INTL INC COMMON 526107107 141. 5331. SH SOLE 5331. 0. 0. LEUCADIA NATL CORP COMMON 527288104 427. 14623. SH SOLE 14623. 0. 0. LEVEL 3 COMMUNICTN COMMON 52729N100 83. 18766. SH SOLE 18766. 0. 0. LEVITT CORPORATION CLASS A 52742P108 18. 1154. SH SOLE 1154. 0. 0. LEXINGTON CORP PPTYS COMMON 529043101 31. 1426. SH SOLE 1426. 0. 0. LEXMARK INTL CLASS A 529771107 601. 10763. SH SOLE 10763. 0. 0. LIBERTY GLOBAL INC CLASS A 530555101 336. 15647. SH SOLE 15647. 0. 0. LIBERTY MEDIA HLDG CAP COM 53071M302 337. 4017. SH SOLE 4017. 0. 0. LIBERTY MEDIA HLDG INT COM 53071M104 347. 20087. SH SOLE 20087. 0. 0. LIBERTY PPTY TR SH BEN 531172104 1032. 23342. SH SOLE 22052. 0. 1290. LIFE TIME FITNESS COMMON 53217R207 43. 929. SH SOLE 929. 0. 0. LIFECELL CORP COMMON 531927101 43. 1402. SH SOLE 1402. 0. 0. LIFEPOINT HOSPITALS COMMON 53219L109 156. 4841. SH SOLE 4841. 0. 0. LIMITED BRANDS INC COMMON 532716107 891. 34834. SH SOLE 34834. 0. 0. ----- PAGE TOTAL 8504.
FORM 13F DATE: 060630 PAGE: 86
ITEM 8 ITEM 4 VOTING AUTHORITY FAIR ITEM 5 ITEM 6 (SHARES) MARKET ---------------------- INVESTMENT ------------------------- ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - ------ ------ --------- ------ ------ ------ -------- ---------- ------ ------- --------- ------- LIN TV CORP CLASS A 532774106 15. 1997. SH SOLE 1997. 0. 0. LINCARE HLDGS INC COMMON 532791100 324. 8571. SH SOLE 8571. 0. 0. LINCOLN ELEC HLDGS COMMON 533900106 71. 1134. SH SOLE 1134. 0. 0. LINCOLN NATL CORP COMMON 534187109 1309. 23185. SH SOLE 23185. 0. 0. LINEAR TECHNOLOGY COMMON 535678106 1998. 59645. SH SOLE 59005. 0. 640. LITHIA MTRS INC CLASS A 536797103 27. 903. SH SOLE 903. 0. 0. LITTELFUSE INC COMMON 537008104 34. 976. SH SOLE 976. 0. 0. LIVE NATION INC COMMON 538034109 125. 6121. SH SOLE 6121. 0. 0. LIZ CLAIBORNE INC COMMON 539320101 332. 8946. SH SOLE 8946. 0. 0. LKQ CORP COMMON 501889208 29. 1512. SH SOLE 1512. 0. 0. LLOYDS TSB GROUP PLC SP ADR( 539439109 298. 7540. SH SOLE 7540. 0. 0. LO-JACK CORP COMMON 539451104 20. 1067. SH SOLE 1067. 0. 0. LOCKHEED MARTIN CORP COMMON 539830109 2387. 33267. SH SOLE 33267. 0. 0. LOEWS CORP COMMON 540424108 1530. 43161. SH SOLE 43161. 0. 0. LOEWS CORP CAROLINA COMMON 540424207 1670. 32517. SH SOLE 30097. 0. 2420. LONE STAR STEAKHOUSE COMMON 542307103 157. 5993. SH SOLE 5993. 0. 0. LONE STAR TECH COMMON 542312103 147. 2728. SH SOLE 2728. 0. 0. ------ PAGE TOTAL 10473.
FORM 13F DATE: 060630 PAGE: 87
ITEM 8 ITEM 4 VOTING AUTHORITY FAIR ITEM 5 ITEM 6 (SHARES) MARKET ----------------------- INVESTMENT ------------------------- ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - ------ ------- --------- ------ ------- ------ -------- ---------- ------ ------- --------- ------- LONGS DRUG STORES COMMON 543162101 47. 1037. SH SOLE 1037. 0. 0. LONGVIEW FIBRE CO COMMON 543213102 117. 6113. SH SOLE 6113. 0. 0. LORAL SPACE & COMM COMMON G56462198 0. 872. SH SOLE 872. 0. 0. LOUISIANA PAC CORP COMMON 546347105 200. 9117. SH SOLE 9117. 0. 0. LOWES CO COMMON 548661107 4659. 76791. SH SOLE 72591. 0. 4200. LSI LOGIC CORP COMMON 502161102 1223. 136699. SH SOLE 136699. 0. 0. LTC PPTYS INC COMMON 502175102 177. 7902. SH SOLE 7902. 0. 0. LUBRIZOL CORP COMMON 549271104 233. 5852. SH SOLE 5852. 0. 0. LUCENT TECHNOLOGIES WTS DEC 549463131 19. 70646. SH SOLE 70547. 0. 99. LUCENT TECHNOLOGIES COMMON 549463107 864. 357064. SH SOLE 357064. 0. 0. LUFKIN INDS INC COMMON 549764108 32. 546. SH SOLE 546. 0. 0. LUKOIL HLDGS ADR(1O 677862104 1149. 13676. SH SOLE 13676. 0. 0. LUXOTTICA GROUP SPA SP ADR 55068R202 734. 27040. SH SOLE 26730. 0. 310. LYONDELL CHEMICAL CO COMMON 552078107 385. 16990. SH SOLE 16990. 0. 0. M & T BK CORP COMMON 55261F104 837. 7097. SH SOLE 7097. 0. 0. M/I HOMES INC COMMON 55305B101 21. 606. SH SOLE 606. 0. 0. MACDERMID INC COMMON 554273102 26. 916. SH SOLE 916. 0. 0. ------ PAGE TOTAL 10723.
FORM 13F DATE: 060630 PAGE: 88
ITEM 8 ITEM 4 VOTING AUTHORITY FAIR ITEM 5 ITEM 6 (SHARES) MARKET ------------------------ INVESTMENT -------------------------- ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - ------ ------- --------- ------ -------- ------ -------- ---------- ------ -------- --------- ------- MACERICH CO REIT 554382101 366. 5210. SH SOLE 5210. 0. 0. MACK CALI RLTY CORP COMMON 554489104 985. 21441. SH SOLE 19871. 0. 1570. MACQUARIE INFRASTRUC SBI 55607X108 24. 854. SH SOLE 854. 0. 0. MACROVISION CORP COMMON 555904101 114. 5303. SH SOLE 5303. 0. 0. MAF BANCORP INC COMMON 55261R108 38. 898. SH SOLE 898. 0. 0. MAGELLAN HEALTH SVCS COMMON 559079207 44. 976. SH SOLE 976. 0. 0. MAGELLAN MIDSTREAM COMMON 559080106 62. 1826. SH SOLE 1826. 0. 0. MAGNA INTL INC CLASS A 559222401 88844. 1243860. SH SOLE 1240685. 0. 3175. MAGUIRE PPTYS INC COMMON 559775101 41. 1174. SH SOLE 1174. 0. 0. MAGYAR TELEKOM TELEC ADR(5 O 559776109 30. 1560. SH SOLE 1560. 0. 0. MANHATTAN ASSOCS IN COMMON 562750109 24. 1203. SH SOLE 1203. 0. 0. MANITOWOC INC COMMON 563571108 206. 4635. SH SOLE 4635. 0. 0. MANNATECH INC COMMON 563771104 23. 1817. SH SOLE 1817. 0. 0. MANNKIND CORP COMMON 56400P201 45. 2116. SH SOLE 2116. 0. 0. MANOR CARE INC COMMON 564055101 323. 6880. SH SOLE 6880. 0. 0. MANPOWER INC COMMON 56418H100 446. 6897. SH SOLE 6897. 0. 0. MANTECH INTL CORP CLASS A 564563104 31. 1019. SH SOLE 1019. 0. 0. ------ PAGE TOTAL 91646.
FORM 13F DATE: 060630 PAGE: 89
ITEM 8 ITEM 4 VOTING AUTHORITY FAIR ITEM 5 ITEM 6 (SHARES) MARKET ------------------------- INVESTMENT --------------------------- ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - ------ ------- --------- ------- --------- ------ -------- ---------- ------ --------- --------- ------- MANULIFE FINCL CORP COMMON 56501R106 474885. 14970206. SH SOLE 14417836. 0. 552370. MARATHON OIL CORP COMMON 565849106 4084. 49032. SH SOLE 49032. 0. 0. MARCHEX INC CLASS B 56624R108 19. 1146. SH SOLE 1146. 0. 0. MARCUS CORP COMMON 566330106 23. 1078. SH SOLE 1078. 0. 0. MARINE PRODS CORP COMMON 568427108 25. 2555. SH SOLE 2555. 0. 0. MARINEMAX INC COMMON 567908108 25. 949. SH SOLE 949. 0. 0. MARINER ENERGY COMMON 56845T305 25. 1349. SH SOLE 1349. 0. 0. MARKEL CORP COMMON 570535104 94. 271. SH SOLE 271. 0. 0. MARRIOTT INTL INC CLASS A 571903202 1283. 33662. SH SOLE 33662. 0. 0. MARSH & MCLENNAN COS COMMON 571748102 1275. 47404. SH SOLE 47404. 0. 0. MARSHALL & ILSLEY COMMON 571834100 913. 19968. SH SOLE 19968. 0. 0. MARTEK BIOSCIENCES COMMON 572901106 27. 937. SH SOLE 937. 0. 0. MARTEN TRANS LTD COMMON 573075108 30. 1398. SH SOLE 1398. 0. 0. MARTHA STEW LIV OMNI COMMON 573083102 24. 1420. SH SOLE 1420. 0. 0. MARTIN MARIETTA MATL COMMON 573284106 314. 3442. SH SOLE 3442. 0. 0. MARVEL ENTMT COMMON 57383T103 53. 2673. SH SOLE 2673. 0. 0. MARVELL TECH GRP LTD COMMON G5876H105 2401. 54160. SH SOLE 54160. 0. 0. ------- PAGE TOTAL 485500.
FORM 13F DATE: 060630 PAGE: 90
ITEM 8 ITEM 4 VOTING AUTHORITY FAIR ITEM 5 ITEM 6 (SHARES) MARKET ----------------------- INVESTMENT ------------------------- ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - ------ ------- --------- ------ ------- ------ -------- ---------- ------ ------- --------- ------- MASCO CORP COMMON 574599106 1114. 37594. SH SOLE 37594. 0. 0. MASSEY ENERGY CO COMMON 576206106 215. 5979. SH SOLE 5979. 0. 0. MASTEC INC COMMON 576323109 33. 2519. SH SOLE 2519. 0. 0. MATRIA HEALTHCARE IN COMMON 576817209 16. 749. SH SOLE 749. 0. 0. MATTEL INC COMMON 577081102 560. 33908. SH SOLE 33908. 0. 0. MATTHEWS INTL CORP CLASS A 577128101 31. 885. SH SOLE 885. 0. 0. MATTSON TECH INC COMMON 577223100 26. 2645. SH SOLE 2645. 0. 0. MAVERICK TUBE CORP COMMON 577914104 219. 3459. SH SOLE 3459. 0. 0. MAX RE CAPITAL LTD COMMON G6052F103 34. 1571. SH SOLE 1571. 0. 0. MAXIM INTEGRATED PRO COMMON 57772K101 4070. 126790. SH SOLE 126790. 0. 0. MAXIMUS INC COMMON 577933104 17. 724. SH SOLE 724. 0. 0. MB FINANCIAL INC NEW COMMON 55264U108 28. 789. SH SOLE 789. 0. 0. MBIA INC COMMON 55262C100 655. 11185. SH SOLE 11185. 0. 0. MCAFEE INC COMMON 579064106 306. 12615. SH SOLE 12615. 0. 0. MCCORMICK & CO INC COMMON 579780206 382. 11393. SH SOLE 11393. 0. 0. MCDATA CORPORATION CLASS A 580031201 30. 7266. SH SOLE 7266. 0. 0. MCDERMOTT INTL INC COMMON 580037109 125. 2755. SH SOLE 2755. 0. 0. ----- PAGE TOTAL 7861.
FORM 13F DATE: 060630 PAGE: 91
ITEM 8 ITEM 4 VOTING AUTHORITY FAIR ITEM 5 ITEM 6 (SHARES) MARKET ------------------------ INVESTMENT -------------------------- ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - ------ ------- --------- ------ -------- ------ -------- ---------- ------ -------- --------- ------- MCDONALDS CORP COMMON 580135101 3645. 108490. SH SOLE 108490. 0. 0. MCGRATH RENTCORP COMMON 580589109 26. 917. SH SOLE 917. 0. 0. MCGRAW HILL COS INC COMMON 580645109 1641. 32661. SH SOLE 32661. 0. 0. MCKESSON CORP COMMON 58155Q103 1272. 26894. SH SOLE 26894. 0. 0. MCMORAN EXPLO CO COMMON 582411104 25. 1404. SH SOLE 1404. 0. 0. MCSI INC COMMON 55270M108 0. 882. SH SOLE 882. 0. 0. MDC HOLDINGS COMMON 552676108 1690. 32545. SH SOLE 32545. 0. 0. MDS INC COMMON 55269P302 25097. 1375077. SH SOLE 1373672. 0. 1405. MDU RES GROUP INC COMMON 552690109 344. 9401. SH SOLE 9401. 0. 0. MEADWESTVACO CORP COMMON 583334107 531. 19011. SH SOLE 19011. 0. 0. MECHEL OAO ADR(3 O 583840103 147. 6578. SH SOLE 6578. 0. 0. MEDAREX INC COMMON 583916101 29. 3046. SH SOLE 3046. 0. 0. MEDCATH CORP COMMON 58404W109 26. 1398. SH SOLE 1398. 0. 0. MEDCO HEALTH SOL COMMON 58405U102 1523. 26587. SH SOLE 26479. 0. 108. MEDIA GEN INC CLASS A 584404107 142. 3380. SH SOLE 3380. 0. 0. MEDIACOM COMMUN CORP COMMON 58446K105 31. 5047. SH SOLE 5047. 0. 0. MEDICINES CO COMMON 584688105 28. 1433. SH SOLE 1433. 0. 0. ------ PAGE TOTAL 36197.
FORM 13F DATE: 060630 PAGE: 92
ITEM 8 ITEM 4 VOTING AUTHORITY FAIR ITEM 5 ITEM 6 (SHARES) MARKET ----------------------- INVESTMENT ------------------------- ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - ------ ------- --------- ------ ------- ------ -------- ---------- ------ ------- --------- ------- MEDICIS PHARMACEUTCL CLASS A 584690309 115. 4794. SH SOLE 4794. 0. 0. MEDIMMUNE INC COMMON 584699102 689. 25426. SH SOLE 25426. 0. 0. MEDIS TECHN LTD COMMON 58500P107 40. 1990. SH SOLE 1990. 0. 0. MEDTRONIC INC COMMON 585055106 7379. 157486. SH SOLE 156741. 0. 745. MELLON FINL CORP COMMON 58551A108 1349. 39176. SH SOLE 39176. 0. 0. MEMC ELECTR MATLS COMMON 552715104 512. 13659. SH SOLE 13659. 0. 0. MENS WEARHOUSE INC COMMON 587118100 136. 4495. SH SOLE 4495. 0. 0. MENTOR CORP COMMON 587188103 148. 3413. SH SOLE 3413. 0. 0. MENTOR GRAPHICS CORP COMMON 587200106 37. 2862. SH SOLE 2862. 0. 0. MERCANTILE BANKSHARE COMMON 587405101 353. 9886. SH SOLE 9886. 0. 0. MERCK & CO INC COMMON 589331107 8192. 224858. SH SOLE 224858. 0. 0. MERCURY COMPUTER SYS COMMON 589378108 20. 1303. SH SOLE 1303. 0. 0. MERCURY GENERAL CORP COMMON 589400100 84. 1499. SH SOLE 1499. 0. 0. MEREDITH CORP COMMON 589433101 79. 1596. SH SOLE 1596. 0. 0. MERGE TECHNOLOGIES COMMON 589981109 12. 963. SH SOLE 963. 0. 0. MERIDIAN BIOSCIENCE COMMON 589584101 34. 1363. SH SOLE 1363. 0. 0. MERIDIAN GOLD INC COMMON 589975101 2327. 73647. SH SOLE 73647. 0. 0. ------ PAGE TOTAL 21506.
FORM 13F DATE: 060630 PAGE: 93
ITEM 8 ITEM 4 VOTING AUTHORITY FAIR ITEM 5 ITEM 6 (SHARES) MARKET ------------------------ INVESTMENT -------------------------- ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - ------ ------- --------- ------ -------- ------ -------- ---------- ------ -------- --------- ------- MERIT MEDICAL SYS COMMON 589889104 29. 2092. SH SOLE 2092. 0. 0. MERITAGE HOMES CORP COMMON 59001A102 98. 2080. SH SOLE 2080. 0. 0. MERRILL LYNCH & CO COMMON 590188108 18694. 268795. SH SOLE 261825. 0. 6970. MESA AIR GROUP COMMON 590479101 25. 2562. SH SOLE 2562. 0. 0. METALLICA RESOURCES COMMON 59125J104 5673. 1855000. SH SOLE 1855000. 0. 0. METALLICA RESOURCES WTS DEC 59125J120 901. 750000. SH SOLE 750000. 0. 0. METHANEX CORP COMMON 59151K108 1647. 78032. SH SOLE 78032. 0. 0. METLIFE INC COMMON 59156R108 3270. 63854. SH SOLE 63854. 0. 0. MFA MORTGAGE INVESTM COMMON 55272X102 31. 4497. SH SOLE 4497. 0. 0. MGE ENERGY INC COMMON 55277P104 23. 749. SH SOLE 749. 0. 0. MGI PHARMA INC COMMON 552880106 140. 6509. SH SOLE 6509. 0. 0. MGIC INVT CORP COMMON 552848103 476. 7330. SH SOLE 7330. 0. 0. MGM MIRAGE COMMON 552953101 404. 9896. SH SOLE 9896. 0. 0. MICHAELS STORES INC COMMON 594087108 424. 10287. SH SOLE 10287. 0. 0. MICREL INC COMMON 594793101 25. 2519. SH SOLE 2519. 0. 0. MICROCHIP TECHNOLOGY COMMON 595017104 598. 17836. SH SOLE 17836. 0. 0. MICRON TECHNOLOGY COMMON 595112103 794. 52751. SH SOLE 52751. 0. 0. ------ PAGE TOTAL 33252.
FORM 13F DATE: 060630 PAGE: 94
ITEM 8 ITEM 4 VOTING AUTHORITY FAIR ITEM 5 ITEM 6 (SHARES) MARKET ------------------------ INVESTMENT -------------------------- ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - ------ ------- --------- ------ -------- ------ -------- ---------- ------ -------- --------- ------- MICROS SYSTEMS INC COMMON 594901100 152. 3481. SH SOLE 3481. 0. 0. MICROSEMI CORP COMMON 595137100 134. 5487. SH SOLE 5487. 0. 0. MICROSOFT CORP COMMON 594918104 30614. 1314552. SH SOLE 1310782. 0. 3770. MICROSTRATEGY INC CL A 594972408 37. 380. SH SOLE 380. 0. 0. MID-AMER APT CMNTYS REIT 59522J103 31. 561. SH SOLE 561. 0. 0. MID-STATE BANCSHARE COMMON 595440108 26. 929. SH SOLE 929. 0. 0. MIDDLEBY CORP COMMON 596278101 28. 328. SH SOLE 328. 0. 0. MIDLAND CO COMMON 597486109 26. 693. SH SOLE 693. 0. 0. MIDWAY GAMES INC COMMON 598148104 19. 2317. SH SOLE 2317. 0. 0. MIDWEST BANC HOLDING COMMON 598251106 26. 1172. SH SOLE 1172. 0. 0. MILLENNIUM PHARMA COMMON 599902103 247. 24766. SH SOLE 24766. 0. 0. MILLER HERMAN INC COMMON 600544100 145. 5634. SH SOLE 5634. 0. 0. MILLICOM INTL CELL ORDINAR L6388F110 51. 1128. SH SOLE 1128. 0. 0. MILLIPORE CORP COMMON 601073109 268. 4251. SH SOLE 4251. 0. 0. MILLS CORP COMMON 601148109 39. 1476. SH SOLE 1476. 0. 0. MINE SAFETY APPLIANC COMMON 602720104 41. 1020. SH SOLE 1020. 0. 0. MINERALS TECHNOLOGS COMMON 603158106 29. 566. SH SOLE 566. 0. 0. ------ PAGE TOTAL 31913.
FORM 13F DATE: 060630 PAGE: 95
ITEM 8 ITEM 4 VOTING AUTHORITY FAIR ITEM 5 ITEM 6 (SHARES) MARKET ---------------------- INVESTMENT ------------------------- ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - ------ ------- --------- ------ ------ ------ -------- ---------- ------ ------- --------- ------- MIRANT CORP COMMON 60467R100 2562. 95600. SH SOLE 95600. 0. 0. MITTAL STEEL CO N.V. CLASS A 60684P101 1360. 44590. SH SOLE 41726. 0. 2864. MKS INSTRUMENT INC COMMON 55306N104 30. 1475. SH SOLE 1475. 0. 0. MOBILE MINI INC COMMON 60740F105 127. 4335. SH SOLE 4335. 0. 0. MOBILE TELESYST OJSC ADR(5 O 607409109 151. 5123. SH SOLE 5123. 0. 0. MODINE MFG CO COMMON 607828100 102. 4368. SH SOLE 4368. 0. 0. MOHAWK INDS INC COMMON 608190104 299. 4252. SH SOLE 4252. 0. 0. MOLECULAR DEVICES COMMON 60851C107 29. 944. SH SOLE 944. 0. 0. MOLEX INC COMMON 608554101 447. 13325. SH SOLE 13325. 0. 0. MOLINA HEALTHCARE COMMON 60855R100 36. 953. SH SOLE 953. 0. 0. MOMENTA PHARMACEUTIC COMMON 60877T100 15. 1143. SH SOLE 1143. 0. 0. MONARCH CASINO&RES COMMON 609027107 34. 1192. SH SOLE 1192. 0. 0. MONEYGRAM INTL INC COMMON 60935Y109 245. 7207. SH SOLE 7207. 0. 0. MONOLITHIC POWER COMMON 609839105 22. 1842. SH SOLE 1842. 0. 0. MONSANTO CO COMMON 61166W101 1814. 21552. SH SOLE 21552. 0. 0. MONSTER WORLDWIDE COMMON 611742107 493. 11545. SH SOLE 11545. 0. 0. MONTPELIER RE HLDGS COMMON G62185106 42. 2454. SH SOLE 2454. 0. 0. ----- PAGE TOTAL 7808.
FORM 13F DATE: 060630 PAGE: 96
ITEM 8 ITEM 4 VOTING AUTHORITY FAIR ITEM 5 ITEM 6 (SHARES) MARKET ----------------------- INVESTMENT ------------------------- ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - ------ ------- --------- ------ ------- ------ -------- ---------- ------ ------- --------- ------- MOODYS CORP COMMON 615369105 1158. 21258. SH SOLE 21258. 0. 0. MOOG INC CLASS A 615394202 36. 1062. SH SOLE 1062. 0. 0. MORGAN GROUP INC CLASS A 617358106 0. 1900. SH SOLE 1900. 0. 0. MORGAN STANLEY COMMON 617446448 10819. 171230. SH SOLE 170600. 0. 630. MORNINGSTAR INC COMMON 617700109 46. 1098. SH SOLE 1098. 0. 0. MORTGAGEIT HLDGS COMMON 61915Q108 22. 1862. SH SOLE 1862. 0. 0. MOSAIC CO COMMON 61945A107 162. 10366. SH SOLE 10366. 0. 0. MOTOROLA INC COMMON 620076109 9293. 461261. SH SOLE 446261. 0. 15000. MOVADO GROUP INC COMMON 624580106 32. 1373. SH SOLE 1373. 0. 0. MOVE INC COMMON 62458M108 27. 4967. SH SOLE 4967. 0. 0. MPS GROUP INC COMMON 553409103 138. 9145. SH SOLE 9145. 0. 0. MRO SOFTWARE INC COMMON 55347W105 34. 1714. SH SOLE 1714. 0. 0. MSC INDL DIRECT INC CLASS A 553530106 222. 4668. SH SOLE 4668. 0. 0. MTR GAMING GROUP INC COMMON 553769100 21. 2265. SH SOLE 2265. 0. 0. MTS SYSTEMS CORP COMMON 553777103 30. 751. SH SOLE 751. 0. 0. MUELLER INDS INC COMMON 624756102 122. 3695. SH SOLE 3695. 0. 0. MULTI-FINELINE ELEC COMMON 62541B101 22. 677. SH SOLE 677. 0. 0. ------ PAGE TOTAL 22184.
FORM 13F DATE: 060630 PAGE: 97
ITEM 8 ITEM 4 VOTING AUTHORITY FAIR ITEM 5 ITEM 6 (SHARES) MARKET ---------------------- INVESTMENT ------------------------- ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - ------ ------- --------- ------ ------ ------ -------- ---------- ------ ------- --------- ------- MURPHY OIL CORP COMMON 626717102 777. 13916. SH SOLE 13916. 0. 0. MYERS INDS INC COMMON 628464109 31. 1815. SH SOLE 1815. 0. 0. MYLAN LABS INC COMMON 628530107 359. 17928. SH SOLE 17928. 0. 0. MYOGEN INC COMMON 62856E104 38. 1325. SH SOLE 1325. 0. 0. MYRIAD GENETICS INC COMMON 62855J104 34. 1346. SH SOLE 1346. 0. 0. NABORS INDS LTD COMMON G6359F103 858. 25384. SH SOLE 25384. 0. 0. NACCO INDS INC CLASS A 629579103 31. 226. SH SOLE 226. 0. 0. NALCO HOLDING CO COMMON 62985Q101 69. 3899. SH SOLE 3899. 0. 0. NARA BANCORP INC COMMON 63080P105 26. 1413. SH SOLE 1413. 0. 0. NATCO GROUP INC CLASS A 63227W203 46. 1139. SH SOLE 1139. 0. 0. NATIONAL CITY CORP COMMON 635405103 3086. 85268. SH SOLE 82388. 0. 2880. NATIONAL FINL PRTNRS COMMON 63607P208 44. 1004. SH SOLE 1004. 0. 0. NATIONAL FUEL GAS CO COMMON 636180101 244. 6933. SH SOLE 6933. 0. 0. NATIONAL INSTRS CORP COMMON 636518102 149. 5429. SH SOLE 5429. 0. 0. NATIONAL INTERSTATE COMMON 63654U100 34. 1269. SH SOLE 1269. 0. 0. NATIONAL OILWELL VAR COMMON 637071101 883. 13938. SH SOLE 13938. 0. 0. NATIONAL PRESTO INDS COMMON 637215104 209. 3990. SH SOLE 3990. 0. 0. ----- PAGE TOTAL 6918.
FORM 13F DATE: 060630 PAGE: 98
ITEM 8 ITEM 4 VOTING AUTHORITY FAIR ITEM 5 ITEM 6 (SHARES) MARKET ----------------------- INVESTMENT ------------------------- ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - ------ ------- --------- ------ ------- ------ -------- ---------- ------ ------- --------- ------- NATIONAL RETAIL PPTY COMMON 637417106 30. 1482. SH SOLE 1482. 0. 0. NATIONAL SEMICONDUCT COMMON 637640103 2873. 120477. SH SOLE 120477. 0. 0. NATIONAL WESTN LIFE CLASS A 638522102 29. 123. SH SOLE 123. 0. 0. NATIONWIDE FINL SVCS CLASS A 638612101 69. 1554. SH SOLE 1554. 0. 0. NATIONWIDE HEALTH PP COMMON 638620104 597. 26510. SH SOLE 24540. 0. 1970. NATL HEALTH INVS COMMON 63633D104 26. 956. SH SOLE 956. 0. 0. NATL HEALTHCARE CP COMMON 635906100 31. 704. SH SOLE 704. 0. 0. NATL PENN BANCSHARES COMMON 637138108 25. 1275. SH SOLE 1275. 0. 0. NATURAL RESOURCE PRT COM UNI 63900P103 38. 697. SH SOLE 697. 0. 0. NAUTILUS INC COMMON 63910B102 22. 1429. SH SOLE 1429. 0. 0. NAVIGANT CONSULTING COMMON 63935N107 108. 4750. SH SOLE 4750. 0. 0. NAVIGATORS GROUP INC COMMON 638904102 27. 625. SH SOLE 625. 0. 0. NAVISTAR INTL CORP COMMON 63934E108 150. 6089. SH SOLE 6089. 0. 0. NAVTEQ CORP COMMON 63936L100 110. 2466. SH SOLE 2466. 0. 0. NBT BANCORP COMMON 628778102 26. 1139. SH SOLE 1139. 0. 0. NBTY INC COMMON 628782104 124. 5170. SH SOLE 5170. 0. 0. NCI BUILDING SYS COMMON 628852105 31. 589. SH SOLE 589. 0. 0. ----- PAGE TOTAL 4316.
FORM 13F DATE: 060630 PAGE: 99
ITEM 8 ITEM 4 VOTING AUTHORITY FAIR ITEM 5 ITEM 6 (SHARES) MARKET ---------------------- INVESTMENT ------------------------- ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - ------ ------- --------- ------ ------ ------ -------- ---------- ------ ------- --------- ------- NCO GROUP INC COMMON 628858102 41. 1554. SH SOLE 1554. 0. 0. NCR CORP COMMON 62886E108 549. 14977. SH SOLE 14977. 0. 0. NEENAH PAPER COMMON 640079109 133. 4372. SH SOLE 4372. 0. 0. NEKTAR THERAPEUTICS COMMON 640268108 43. 2338. SH SOLE 2338. 0. 0. NELNET INC CLASS A 64031N108 60. 1477. SH SOLE 1477. 0. 0. NESTLE S A SP ADR 641069406 1498. 19235. SH SOLE 19235. 0. 0. NETFLIX INC COMMON 64110L106 39. 1435. SH SOLE 1435. 0. 0. NETGEAR INC COMMON 64111Q104 29. 1333. SH SOLE 1333. 0. 0. NETIQ CORP COMMON 64115P102 27. 2185. SH SOLE 2185. 0. 0. NETLOGIC MICROSYSTEM COMMON 64118B100 32. 984. SH SOLE 984. 0. 0. NETRATINGS INC COMMON 64116M108 28. 2003. SH SOLE 2003. 0. 0. NETWORK APPLIANCE COMMON 64120L104 2518. 71340. SH SOLE 71340. 0. 0. NEUROCHEM INC COMMON 64125K101 205. 19491. SH SOLE 19491. 0. 0. NEUROCRINE BIOSCIENC COMMON 64125C109 11. 1002. SH SOLE 1002. 0. 0. NEUROMETRIX INC COMMON 641255104 27. 894. SH SOLE 894. 0. 0. NEUSTAR INC CLASS A 64126X201 56. 1645. SH SOLE 1645. 0. 0. NEW CENTURY FIN CORP COMMON 6435EV108 214. 4671. SH SOLE 4671. 0. 0. ----- PAGE TOTAL 5510.
FORM 13F DATE: 060630 PAGE: 100
ITEM 8 ITEM 4 VOTING AUTHORITY FAIR ITEM 5 ITEM 6 (SHARES) MARKET ------------------------ INVESTMENT -------------------------- ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - ------ ------- --------- ------ -------- ------ -------- ---------- ------ -------- --------- ------- NEW JERSEY RES CORP COMMON 646025106 36. 761. SH SOLE 761. 0. 0. NEW PLAN EXC RLTY TR COMMON 648053106 69. 2814. SH SOLE 2814. 0. 0. NEW RIVER PHARMA COMMON 648468205 741. 25986. SH SOLE 25986. 0. 0. NEW YORK & CO INC COMMON 649295102 14. 1452. SH SOLE 1452. 0. 0. NEW YORK CMNTY BANCO COMMON 649445103 353. 21394. SH SOLE 21394. 0. 0. NEW YORK TIMES CO CLASS A 650111107 361. 14700. SH SOLE 14700. 0. 0. NEWALLIANCE BANCSHRS COMMON 650203102 45. 3142. SH SOLE 3142. 0. 0. NEWCASTLE INVT CORP COMMON 65105M108 30. 1188. SH SOLE 1188. 0. 0. NEWELL RUBBERMAID IN COMMON 651229106 582. 22549. SH SOLE 22549. 0. 0. NEWFIELD EXPL CO COMMON 651290108 472. 9645. SH SOLE 9645. 0. 0. NEWMONT MINING CORP COMMON 651639106 2318. 43795. SH SOLE 43795. 0. 0. NEWPARK RES INC COMMON 651718504 20. 3301. SH SOLE 3301. 0. 0. NEWPORT CORP COMMON 651824104 30. 1855. SH SOLE 1855. 0. 0. NEWS CORP LTD CLASS A 65248E104 5663. 295236. SH SOLE 293236. 0. 2000. NEXEN INC COMMON 65334H102 73474. 1302439. SH SOLE 1300699. 0. 1740. NIC INC COMMON 62914B100 32. 4364. SH SOLE 4364. 0. 0. NICOR INC COMMON 654086107 602. 14514. SH SOLE 13474. 0. 1040. ------ PAGE TOTAL 84842.
FORM 13F DATE: 060630 PAGE: 101
ITEM 8 ITEM 4 VOTING AUTHORITY FAIR ITEM 5 ITEM 6 (SHARES) MARKET ------------------------ INVESTMENT -------------------------- ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - ------ ------- --------- ------ -------- ------ -------- ---------- ------ -------- --------- ------- NII HLDGS INC CLASS B 62913F201 306. 5434. SH SOLE 5434. 0. 0. NIKE INC CLASS B 654106103 1531. 18907. SH SOLE 18907. 0. 0. NISOURCE INC COMMON 65473P105 1161. 53160. SH SOLE 51040. 0. 2120. NITROMED INC COMMON 654798503 9. 1873. SH SOLE 1873. 0. 0. NL INDS INC COMMON 629156407 19. 1740. SH SOLE 1740. 0. 0. NOBLE CORPORATION COMMON G65422100 807. 10841. SH SOLE 10841. 0. 0. NOBLE ENERGY INC COMMON 655044105 608. 12976. SH SOLE 12976. 0. 0. NOKIA CORP SP ADR 654902204 2465. 121688. SH SOLE 121688. 0. 0. NORDSON CORP COMMON 655663102 166. 3370. SH SOLE 3370. 0. 0. NORDSTROM INC COMMON 655664100 694. 19014. SH SOLE 19014. 0. 0. NORFOLK SOUTHERN COMMON 655844108 1749. 32856. SH SOLE 32856. 0. 0. NORTEL NETWORKS CORP COMMON 656568102 14597. 6562837. SH SOLE 6552369. 0. 10468. NORTH FORK BANCORP COMMON 659424105 2525. 83686. SH SOLE 83686. 0. 0. NORTHEAST UTILS COMMON 664397106 268. 12984. SH SOLE 12984. 0. 0. NORTHERN ORION RES COMMON 665575106 524. 106602. SH SOLE 106602. 0. 0. NORTHERN TR CORP COMMON 665859104 995. 17992. SH SOLE 17992. 0. 0. NORTHFIELD LABS INC COMMON 666135108 21. 2102. SH SOLE 2102. 0. 0. ------ PAGE TOTAL 28445.
FORM 13F DATE: 060630 PAGE: 102
ITEM 8 ITEM 4 VOTING AUTHORITY FAIR ITEM 5 ITEM 6 (SHARES) MARKET ---------------------- INVESTMENT ------------------------- ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - ------ ------- --------- ------ ------ ------ -------- ---------- ------ ------- --------- ------- NORTHROP GRUMMAN CO COMMON 666807102 1970. 30753. SH SOLE 30753. 0. 0. NORTHWEST AIRLINES CLASS A 667280101 2. 3751. SH SOLE 3751. 0. 0. NORTHWEST BNCP INC COMMON 667328108 37. 1399. SH SOLE 1399. 0. 0. NORTHWEST NAT GAS CO COMMON 667655104 28. 765. SH SOLE 765. 0. 0. NORTHWESTERN CORP COMMON 668074305 34. 981. SH SOLE 981. 0. 0. NOVA CHEMICALS CORP COMMON 66977W109 1675. 58240. SH SOLE 58240. 0. 0. NOVAGOLD RES COMMON 66987E206 800. 62366. SH SOLE 62366. 0. 0. NOVARTIS AG ADR (1 66987V109 7. 136. SH SOLE 136. 0. 0. NOVASTAR FINL INC COMMON 669947400 30. 945. SH SOLE 945. 0. 0. NOVATEL WIRELESS INC COMMON 66987M604 20. 1931. SH SOLE 1931. 0. 0. NOVELIS INC COMMON 67000X106 1145. 53528. SH SOLE 53528. 0. 0. NOVELL INC COMMON 670006105 215. 32476. SH SOLE 32476. 0. 0. NOVELLUS SYS INC COMMON 670008101 293. 11858. SH SOLE 11858. 0. 0. NOVEN PHARMACEUTICAL COMMON 670009109 30. 1682. SH SOLE 1682. 0. 0. NOVO-NORDISK AS ADR(1 ' 670100205 499. 7850. SH SOLE 7850. 0. 0. NPS PHARMACEUTICALS COMMON 62936P103 11. 2268. SH SOLE 2268. 0. 0. NRG ENERGY INC COMMON 629377508 115. 2396. SH SOLE 2396. 0. 0. ----- PAGE TOTAL 6911.
FORM 13F DATE: 060630 PAGE: 103
ITEM 8 ITEM 4 VOTING AUTHORITY FAIR ITEM 5 ITEM 6 (SHARES) MARKET ---------------------- INVESTMENT ------------------------- ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - ------ ------- --------- ------ ------ ------ -------- ---------- ------ ------- --------- ------- NS GROUP INC COMMON 628916108 34. 621. SH SOLE 621. 0. 0. NSTAR COMMON 67019E107 268. 9373. SH SOLE 9373. 0. 0. NTL INC COMMON 62941W101 228. 9165. SH SOLE 9165. 0. 0. NU SKIN ENTERPRISES CLASS A 67018T105 28. 1909. SH SOLE 1909. 0. 0. NUANCE COMMUNICATION COMMON 67020Y100 43. 4321. SH SOLE 4321. 0. 0. NUCOR CORP COMMON 670346105 1365. 25163. SH SOLE 25163. 0. 0. NUTRI SYS INC COMMON 67069D108 57. 916. SH SOLE 916. 0. 0. NUVASIVE INC COMMON 670704105 26. 1407. SH SOLE 1407. 0. 0. NUVEEN INVESTMENTS CLASS A 67090F106 90. 2090. SH SOLE 2090. 0. 0. NUVELO INC COMMON 67072M301 52. 3111. SH SOLE 3111. 0. 0. NVIDIA CORP COMMON 67066G104 657. 30878. SH SOLE 30878. 0. 0. NVR INC COMMON 62944T105 199. 405. SH SOLE 405. 0. 0. O REILLY AUTOMOTIVE COMMON 686091109 277. 8888. SH SOLE 8888. 0. 0. OAKLEY INC COMMON 673662102 32. 1881. SH SOLE 1881. 0. 0. OCCIDENTAL PETE CORP COMMON 674599105 3749. 36555. SH SOLE 36555. 0. 0. OCEANEERING INTL INC COMMON 675232102 64. 1386. SH SOLE 1386. 0. 0. OCWEN FINL CORP COMMON 675746309 39. 3068. SH SOLE 3068. 0. 0. ----- PAGE TOTAL 7208.
FORM 13F DATE: 060630 PAGE: 104
ITEM 8 ITEM 4 VOTING AUTHORITY FAIR ITEM 5 ITEM 6 (SHARES) MARKET ---------------------- INVESTMENT ------------------------- ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - ------ ------- --------- ------ ------ ------ -------- ---------- ------ ------- --------- ------- ODYSSEY HEALTHCARE I COMMON 67611V101 24. 1366. SH SOLE 1366. 0. 0. ODYSSEY RE HLDGS COMMON 67612W108 47. 1783. SH SOLE 1783. 0. 0. OFFICE DEPOT INC COMMON 676220106 920. 24201. SH SOLE 24201. 0. 0. OFFICEMAX INC COMMON 67622P101 264. 6474. SH SOLE 6474. 0. 0. OGE ENERGY CORP COMMON 670837103 1399. 39934. SH SOLE 37454. 0. 2480. OHIO CASUALTY CORP COMMON 677240103 185. 6223. SH SOLE 6223. 0. 0. OIL STS INTL INC COM 678026105 47. 1360. SH SOLE 1360. 0. 0. OIL SVC HOLDRS TR DEPOSTR 678002106 1285. 8600. SH SOLE 8600. 0. 0. OLD DOMINION FGHT COMMON 679580100 40. 1068. SH SOLE 1068. 0. 0. OLD NATL BANCP IND COMMON 680033107 38. 1903. SH SOLE 1903. 0. 0. OLD REP INTL CORP COMMON 680223104 391. 18291. SH SOLE 18291. 0. 0. OLD SECOND BANCORP COMMON 680277100 26. 824. SH SOLE 824. 0. 0. OLIN CORP COMMON 680665205 128. 7132. SH SOLE 7132. 0. 0. OM GROUP INC COMMON 670872100 46. 1489. SH SOLE 1489. 0. 0. OMEGA FINL CORP COMMON 682092101 27. 865. SH SOLE 865. 0. 0. OMEGA HEALTHCARE INV COMMON 681936100 29. 2204. SH SOLE 2204. 0. 0. OMI CORPORATION COMMON Y6476W104 50. 2316. SH SOLE 2316. 0. 0. ----- PAGE TOTAL 4946.
FORM 13F DATE: 060630 PAGE: 105
ITEM 8 ITEM 4 VOTING AUTHORITY FAIR ITEM 5 ITEM 6 (SHARES) MARKET ----------------------- INVESTMENT ------------------------- ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - ------ ------- --------- ------ ------- ------ -------- ---------- ------ ------- --------- ------- OMNICARE INC COMMON 681904108 410. 8656. SH SOLE 8656. 0. 0. OMNICOM GROUP INC COMMON 681919106 1515. 17005. SH SOLE 16925. 0. 80. OMNIVISION TECH INC COMMON 682128103 33. 1552. SH SOLE 1552. 0. 0. ON SEMICONDUCTOR COR COMMON 682189105 41. 6982. SH SOLE 6982. 0. 0. ONEOK INC COMMON 682680103 298. 8747. SH SOLE 8747. 0. 0. ONYX PHARMACEUTICALS COMMON 683399109 18. 1098. SH SOLE 1098. 0. 0. OPEN SOLUTIONS INC COMMON 68371P102 31. 1151. SH SOLE 1151. 0. 0. OPEN TEXT CORP COMMON 683715106 495. 34487. SH SOLE 34487. 0. 0. OPENWAVE SYS INC COMMON 683718308 22. 1895. SH SOLE 1895. 0. 0. OPSWARE INC COMMON 68383A101 34. 4119. SH SOLE 4119. 0. 0. OPTICAL CABLE WARRANT EWOPTICAL 0. 298. SH SOLE 298. 0. 0. OPTION CARE INC COMMON 683948103 25. 2092. SH SOLE 2092. 0. 0. OPTIONSXPRESS HLDGS COMMON 684010101 40. 1699. SH SOLE 1699. 0. 0. ORACLE CORP COMMON 68389X105 6073. 419149. SH SOLE 419149. 0. 0. ORASURE TECHNOLOGIES COMMON 68554V108 19. 1945. SH SOLE 1945. 0. 0. ORBITAL SCIENCES COMMON 685564106 34. 2091. SH SOLE 2091. 0. 0. ORBOTECH LTD ORD M75253100 1. 50. SH SOLE 50. 0. 0. ----- PAGE TOTAL 9089.
FORM 13F DATE: 060630 PAGE: 106
ITEM 8 ITEM 4 VOTING AUTHORITY FAIR ITEM 5 ITEM 6 (SHARES) MARKET ---------------------- INVESTMENT ------------------------- ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - ------ ------- --------- ------ ------ ------ -------- ---------- ------ ------- --------- ------- OREGON STL MLS INC COMMON 686079104 48. 941. SH SOLE 941. 0. 0. ORIENT-EXPRESS HOTEL CLASS A G67743107 61. 1579. SH SOLE 1579. 0. 0. ORMAT TECHNOLOGIES COMMON 686688102 38. 984. SH SOLE 984. 0. 0. OSHKOSH TRUCK CORP COMMON 688239201 277. 5832. SH SOLE 5832. 0. 0. OSI PHARMACEUTICALS COMMON 671040103 50. 1510. SH SOLE 1510. 0. 0. OSI RESTAURANT PRTN COMMON 67104A101 192. 5550. SH SOLE 5550. 0. 0. OTTER TAIL CORP COMMON 689648103 24. 886. SH SOLE 886. 0. 0. OVERSEAS SHIPHOLDING COMMON 690368105 183. 3101. SH SOLE 3101. 0. 0. OVERSTOCK COM INC DE COMMON 690370101 14. 663. SH SOLE 663. 0. 0. OWENS & MINOR INC COMMON 690732102 31. 1083. SH SOLE 1083. 0. 0. OWENS ILL INC COMMON 690768403 69. 4133. SH SOLE 4133. 0. 0. OXFORD INDS INC COMMON 691497309 18. 466. SH SOLE 466. 0. 0. P F CHANGS CHINA BI COMMON 69333Y108 27. 705. SH SOLE 705. 0. 0. PACCAR INC COMMON 693718108 2710. 32892. SH SOLE 32892. 0. 0. PACER INTL INC TENN COM 69373H106 33. 1026. SH SOLE 1026. 0. 0. PACIFIC CAP BANCORP COMMON 69404P101 39. 1255. SH SOLE 1255. 0. 0. PACIFIC ENERGY PARTN COM UNI 69422R105 31. 945. SH SOLE 945. 0. 0. ----- PAGE TOTAL 3845.
FORM 13F DATE: 060630 PAGE: 107
ITEM 8 ITEM 4 VOTING AUTHORITY FAIR ITEM 5 ITEM 6 (SHARES) MARKET ---------------------- INVESTMENT ------------------------- ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - ------ ------- --------- ------ ------ ------ -------- ---------- ------ ------- --------- ------- PACIFIC SUNWEAR CA COMMON 694873100 115. 6440. SH SOLE 6440. 0. 0. PACKAGING CORP AMER COMMON 695156109 2157. 97945. SH SOLE 94405. 0. 3540. PACTIV CORP COMMON 695257105 311. 12564. SH SOLE 12564. 0. 0. PALL CORP COMMON 696429307 373. 13338. SH SOLE 13338. 0. 0. PALM HARBOR HOMES COMMON 696639103 24. 1366. SH SOLE 1366. 0. 0. PALM INC COMMON 696643105 43. 2644. SH SOLE 2644. 0. 0. PALOMAR MED TECH INC COMMON 697529303 33. 729. SH SOLE 729. 0. 0. PAN AMERICAN SILVER COMMON 697900108 929. 51527. SH SOLE 51527. 0. 0. PAN PACIFIC RETAIL COMMON 69806L104 78. 1118. SH SOLE 1118. 0. 0. PANAMSAT HOLDING COMMON 69831Y105 84. 3374. SH SOLE 3374. 0. 0. PANERA BREAD CO CLASS A 69840W108 176. 2615. SH SOLE 2615. 0. 0. PANTRY INC COMMON 698657103 34. 599. SH SOLE 599. 0. 0. PAPA JOHNS INTL COMMON 698813102 31. 944. SH SOLE 944. 0. 0. PAR PHARMACEUTICAL COMMON 69888P106 19. 1003. SH SOLE 1003. 0. 0. PARALLEL PETE CORP COMMON 699157103 36. 1461. SH SOLE 1461. 0. 0. PARAMETRIC TECH CORP COMMON 699173209 131. 10271. SH SOLE 10271. 0. 0. PAREXEL INTL CORP COMMON 699462107 36. 1262. SH SOLE 1262. 0. 0. ----- PAGE TOTAL 4610.
FORM 13F DATE: 060630 PAGE: 108
ITEM 8 ITEM 4 VOTING AUTHORITY FAIR ITEM 5 ITEM 6 (SHARES) MARKET ---------------------- INVESTMENT ------------------------- ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - ------ ------ --------- ------ ------ ------ -------- ---------- ------ ------- --------- ------- PARK ELECTROCHEMICAL COMMON 700416209 27. 1057. SH SOLE 1057. 0. 0. PARK NATL CORP COMMON 700658107 39. 394. SH SOLE 394. 0. 0. PARKER DRILLING CO COMMON 701081101 19. 2598. SH SOLE 2598. 0. 0. PARKER HANNIFIN CORP COMMON 701094104 746. 9610. SH SOLE 9610. 0. 0. PARKWAY PPTYS INC COMMON 70159Q104 230. 5052. SH SOLE 5052. 0. 0. PARTNERRE LTD COMMON G6852T105 96. 1502. SH SOLE 1502. 0. 0. PARTNERS TRUST FINL COMMON 70213F102 25. 2215. SH SOLE 2215. 0. 0. PATTERSON COMPANIES COMMON 703395103 447. 12794. SH SOLE 12794. 0. 0. PATTERSON UTI ENERGY COMMON 703481101 420. 14849. SH SOLE 14849. 0. 0. PAXAR CORP COMMON 704227107 28. 1376. SH SOLE 1376. 0. 0. PAYCHEX INC COMMON 704326107 1738. 44589. SH SOLE 35589. 0. 9000. PAYLESS SHOESOURCE COMMON 704379106 162. 5967. SH SOLE 5967. 0. 0. PDF SOLUTIONS INC COMMON 693282105 21. 1666. SH SOLE 1666. 0. 0. PDL BIOPHARMA INC COMMON 69329Y104 158. 8590. SH SOLE 8590. 0. 0. PEABODY ENERGY CORP COMMON 704549104 1090. 19546. SH SOLE 19546. 0. 0. PEDIATRIX MED GRP COMMON 705324101 173. 3813. SH SOLE 3813. 0. 0. PEETS COFFEE & TEA COMMON 705560100 25. 823. SH SOLE 823. 0. 0. ----- PAGE TOTAL 5444.
FORM 13F DATE: 060630 PAGE: 109
ITEM 8 ITEM 4 VOTING AUTHORITY FAIR ITEM 5 ITEM 6 (SHARES) MARKET ------------------------ INVESTMENT -------------------------- ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - ------ ------- --------- ------- -------- ------ -------- ---------- ------ -------- --------- ------- PENGROWTH ENERGY CLASS A 706902301 1443. 60280. SH SOLE 60280. 0. 0. PENN NATL GAMING INC COMMON 707569109 86. 2229. SH SOLE 2229. 0. 0. PENN REAL ESTATE INV SH BEN 709102107 40. 992. SH SOLE 992. 0. 0. PENN VA RESOURCES PA COMMON 707884102 26. 964. SH SOLE 964. 0. 0. PENN VIRGINIA CORP COMMON 707882106 130. 1855. SH SOLE 1855. 0. 0. PENN WEST ENERGY TRUST U 707885109 124417. 3089641. SH SOLE 2935341. 0. 154300. PENNEY J C INC COMMON 708160106 4355. 64539. SH SOLE 63834. 0. 705. PENTAIR INC COMMON 709631105 271. 7926. SH SOLE 7926. 0. 0. PENWEST PHARAMACTCL COMMON 709754105 31. 1410. SH SOLE 1410. 0. 0. PEOPLES BK BRDGPORT COMMON 710198102 128. 3891. SH SOLE 3891. 0. 0. PEOPLES ENERGY CORP COMMON 711030106 687. 19139. SH SOLE 17719. 0. 1420. PEP BOY MANNY MOE&JK COMMON 713278109 22. 1918. SH SOLE 1918. 0. 0. PEPCO HOLDINGS INC COMMON 713291102 1323. 56128. SH SOLE 52898. 0. 3230. PEPSI BOTTLING GRP COMMON 713409100 464. 14437. SH SOLE 14437. 0. 0. PEPSIAMERICAS INC COMMON 71343P200 84. 3778. SH SOLE 3778. 0. 0. PEPSICO INC COMMON 713448108 15256. 254162. SH SOLE 243957. 0. 10205. PER-SE TECH INC COMMON 713569309 35. 1372. SH SOLE 1372. 0. 0. ------- PAGE TOTAL 148798.
FORM 13F DATE: 060630 PAGE: 110
ITEM 8 ITEM 4 VOTING AUTHORITY FAIR ITEM 5 ITEM 6 (SHARES) MARKET ------------------------ INVESTMENT -------------------------- ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - ------ ------ --------- ------- -------- ------ -------- ---------- ------ -------- --------- ------- PERFORMANCE FOOD GRP COMMON 713755106 31. 1027. SH SOLE 1027. 0. 0. PERINI CORP COMMON 713839108 23. 1025. SH SOLE 1025. 0. 0. PERKINELMER INC COMMON 714046109 231. 11058. SH SOLE 11058. 0. 0. PEROT SYS CORP CLASS A 714265105 46. 3164. SH SOLE 3164. 0. 0. PERRIGO CO COMMON 714290103 143. 8901. SH SOLE 8901. 0. 0. PETCO ANIMAL SUPPLIE COMMON 716016209 32. 1586. SH SOLE 1586. 0. 0. PETRO-CANADA COMMON 71644E102 327936. 6904252. SH SOLE 6894932. 0. 9320. PETROBRAS ENERGIA SA SP ADR 71646M102 22. 2000. SH SOLE 2000. 0. 0. PETROCHINA CO LTD SP ADR( 71646E100 32. 300. SH SOLE 300. 0. 0. PETROFUND ENERGY TR TRUST U 71648W108 4733. 197268. SH SOLE 192268. 0. 5000. PETROHAWK ENERGY COMMON 716495106 25. 1955. SH SOLE 1955. 0. 0. PETROLEUM DEV CORP COMMON 716578109 29. 770. SH SOLE 770. 0. 0. PETSMART INC COMMON 716768106 321. 12546. SH SOLE 12546. 0. 0. PFF BANCORP INC COMMON 69331W104 28. 841. SH SOLE 841. 0. 0. PFIZER INC COMMON 717081103 19188. 853322. SH SOLE 849822. 0. 3500. PG&E CORP COMMON 69331C108 1301. 33110. SH SOLE 33110. 0. 0. PHARMACEUTICAL HLDRS DEPOSIT 71712A206 113. 1600. SH SOLE 1600. 0. 0. ------- PAGE TOTAL 354234.
FORM 13F DATE: 060630 PAGE: 111
ITEM 8 ITEM 4 VOTING AUTHORITY FAIR ITEM 5 ITEM 6 (SHARES) MARKET ---------------------- INVESTMENT ------------------------- ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - ------ ------- --------- ------ ------ ------ -------- ---------- ------ ------- --------- ------- PHARMACEUTICAL PROD COMMON 717124101 288. 8200. SH SOLE 8200. 0. 0. PHARMION CORP COMMON 71715B409 24. 1429. SH SOLE 1429. 0. 0. PHELPS DODGE CORP COMMON 717265102 1561. 18995. SH SOLE 17045. 0. 1950. PHH CORPORATION COMMON 693320202 40. 1449. SH SOLE 1449. 0. 0. PHILADELPHIA CONS H COMMON 717528103 56. 1836. SH SOLE 1836. 0. 0. PHILIPPINE LONG DIST SP ADR 718252604 311. 9000. SH SOLE 9000. 0. 0. PHILLIPS VAN HEUSEN COMMON 718592108 137. 3595. SH SOLE 3595. 0. 0. PHOENIX COS INC COMMON 71902E109 37. 2606. SH SOLE 2606. 0. 0. PHOTRONICS INC COMMON 719405102 23. 1532. SH SOLE 1532. 0. 0. PICO HLDGS INC COMMON 693366205 26. 793. SH SOLE 793. 0. 0. PIEDMONT NAT GAS INC COMMON 720186105 51. 2110. SH SOLE 2110. 0. 0. PIER 1 IMPORTS INC COM USD 720279108 17. 2406. SH SOLE 2406. 0. 0. PIKE ELECTRIC CORP COMMON 721283109 29. 1502. SH SOLE 1502. 0. 0. PILGRIMS PRIDE CORP COMMON 721467108 47. 1831. SH SOLE 1831. 0. 0. PINNACLE ENTERTAINMT COMMON 723456109 130. 4235. SH SOLE 4235. 0. 0. PINNACLE WEST CAP COMMON 723484101 1248. 31277. SH SOLE 29467. 0. 1810. PIONEER DRILLING CO COMMON 723655106 23. 1463. SH SOLE 1463. 0. 0. ----- PAGE TOTAL 4048.
FORM 13F DATE: 060630 PAGE: 112
ITEM 8 ITEM 4 VOTING AUTHORITY FAIR ITEM 5 ITEM 6 (SHARES) MARKET ----------------------- INVESTMENT ------------------------- ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - ------ ------- --------- ------ ------- ------ -------- ---------- ------ ------- --------- ------- PIONEER NATURAL RES COMMON 723787107 470. 10127. SH SOLE 10127. 0. 0. PIPER JAFFRAY COS COMMON 724078100 146. 2383. SH SOLE 2383. 0. 0. PITNEY BOWES INC COMMON 724479100 1894. 45856. SH SOLE 45856. 0. 0. PLACER SIERRA BANCSH COMMON 726079106 21. 894. SH SOLE 894. 0. 0. PLAINS ALL AMERN PIP UNIT LT 726503105 82. 1868. SH SOLE 1868. 0. 0. PLAINS EXPL & PRODTN COMMON 726505100 246. 6069. SH SOLE 6069. 0. 0. PLANTRONICS INC COMMON 727493108 93. 4178. SH SOLE 4178. 0. 0. PLATINUM UNDERWRITER COMMON G7127P100 41. 1449. SH SOLE 1449. 0. 0. PLAYTEX PRODS INC COMMON 72813P100 20. 1890. SH SOLE 1890. 0. 0. PLEXUS CORP COMMON 729132100 128. 3739. SH SOLE 3739. 0. 0. PLUG POWER INC COMMON 72919P103 22. 4731. SH SOLE 4731. 0. 0. PLUM CREEK TIMBER CO COMMON 729251108 658. 18547. SH SOLE 18547. 0. 0. PMC-SIERRA INC COMMON 69344F106 1328. 141227. SH SOLE 141227. 0. 0. PMI GROUP INC COMMON 69344M101 325. 7286. SH SOLE 7286. 0. 0. PNC FINL SVCS GRP COMMON 693475105 2538. 36170. SH SOLE 35270. 0. 900. PNM RES INC COMMON 69349H107 44. 1772. SH SOLE 1772. 0. 0. POGO PRODUCING CO COMMON 730448107 226. 4899. SH SOLE 4899. 0. 0. ----- PAGE TOTAL 8282.
FORM 13F DATE: 060630 PAGE: 113
ITEM 8 ITEM 4 VOTING AUTHORITY FAIR ITEM 5 ITEM 6 (SHARES) MARKET ---------------------- INVESTMENT ------------------------- ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - ------ ------- --------- ------ ------ ------ -------- ---------- ------ ------- --------- ------- POLARIS INDS INC COMMON 731068102 156. 3611. SH SOLE 3611. 0. 0. POLO RALPH LAUREN CLASS A 731572103 324. 5909. SH SOLE 5909. 0. 0. POLYCOM INC COMMON 73172K104 172. 7859. SH SOLE 7859. 0. 0. POLYMEDICA CORP COMMON 731738100 89. 2481. SH SOLE 2481. 0. 0. POLYONE CORPORATION COMMON 73179P106 38. 4328. SH SOLE 4328. 0. 0. POOL CORPORATION COMMON 73278L105 192. 4399. SH SOLE 4399. 0. 0. POPULAR INC COMMON 733174106 147. 7651. SH SOLE 7651. 0. 0. PORTALPLAYER COMMON 736187204 10. 1040. SH SOLE 1040. 0. 0. PORTFOLIO RECOVERY COMMON 73640Q105 27. 581. SH SOLE 581. 0. 0. POSCO SP ADR 693483109 100. 1500. SH SOLE 1500. 0. 0. POST PPTYS INC REIT 737464107 50. 1095. SH SOLE 1095. 0. 0. POTASH CORP OF SASK COMMON 73755L107 6574. 76675. SH SOLE 75475. 0. 1200. POTLATCH CORP COMMON 737630103 182. 4813. SH SOLE 4813. 0. 0. POWER INTEGRATIONS COMMON 739276103 19. 1101. SH SOLE 1101. 0. 0. POWER-ONE INC COMMON 739308104 27. 4094. SH SOLE 4094. 0. 0. POWERWAVE TECHNOLOG COMMON 739363109 86. 9442. SH SOLE 9442. 0. 0. PPG INDUSTRIES INC COMMON 693506107 1007. 15260. SH SOLE 15260. 0. 0. ----- PAGE TOTAL 9200.
FORM 13F DATE: 060630 PAGE: 114
ITEM 8 ITEM 4 VOTING AUTHORITY FAIR ITEM 5 ITEM 6 (SHARES) MARKET ----------------------- INVESTMENT ------------------------- ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - ------ ------- --------- ------ ------- ------ -------- ---------- ------ ------- --------- ------- PPL CORP COMMON 69351T106 1116. 34558. SH SOLE 34558. 0. 0. PRA INTERNATIONAL COMMON 69353C101 21. 930. SH SOLE 930. 0. 0. PRAXAIR INC COMMON 74005P104 3524. 65253. SH SOLE 64333. 0. 920. PRE PAID LEGAL SVCS COMMON 740065107 22. 644. SH SOLE 644. 0. 0. PRECISION CASTPARTS COMMON 740189105 598. 10009. SH SOLE 10009. 0. 0. PRECISION DRILLING TRUST U 740215108 4749. 140819. SH SOLE 140819. 0. 0. PREMIERE GLOBAL SVCS COMMON 740585104 25. 3306. SH SOLE 3306. 0. 0. PREMIUM STANRD FARMS COMMON 74060C105 26. 1574. SH SOLE 1574. 0. 0. PRESIDENTIAL LIFE COMMON 740884101 33. 1357. SH SOLE 1357. 0. 0. PRESTIGE BRANDS HLDG COMMON 74112D101 22. 2243. SH SOLE 2243. 0. 0. PRICE COMMUNICATIONS COMMON 741437305 29. 1723. SH SOLE 1723. 0. 0. PRICE T ROWE GRP COMMON 74144T108 733. 19386. SH SOLE 19386. 0. 0. PRICELINE COM INC COMMON 741503403 32. 1075. SH SOLE 1075. 0. 0. PRIDE INTL INC DEL COMMON 74153Q102 388. 12420. SH SOLE 12420. 0. 0. PRIMEDIA INC COMMON 74157K101 25. 13919. SH SOLE 13919. 0. 0. PRIMEWEST ENERGY TRUST U 741930309 27355. 910488. SH SOLE 806488. 0. 104000. PRIMUS GUARANTY LTD SHARES G72457107 29. 2570. SH SOLE 2570. 0. 0. ------ PAGE TOTAL 38727.
FORM 13F DATE: 060630 PAGE: 115
ITEM 8 ITEM 4 VOTING AUTHORITY FAIR ITEM 5 ITEM 6 (SHARES) MARKET ----------------------- INVESTMENT ------------------------- ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - ------ ------- --------- ------ ------- ------ -------- ---------- ------ ------- --------- ------- PRINCIPAL FINL GRP COMMON 74251V102 1414. 25406. SH SOLE 25406. 0. 0. PRIVATEBANCORP INC COMMON 742962103 178. 4298. SH SOLE 4298. 0. 0. PROASSURANCE CORP COMMON 74267C106 158. 3287. SH SOLE 3287. 0. 0. PROCTER & GAMBLE CO COMMON 742718109 21352. 384091. SH SOLE 374811. 0. 9280. PROGENICS PHARMACEUT COMMON 743187106 26. 1060. SH SOLE 1060. 0. 0. PROGRESS ENERGY INC COMMON 743263105 1674. 39050. SH SOLE 37680. 0. 1370. PROGRESS SOFTWARE COMMON 743312100 110. 4682. SH SOLE 4682. 0. 0. PROGRESSIVE CORP COMMON 743315103 1758. 68364. SH SOLE 68364. 0. 0. PROLOGIS COM SH 743410102 1005. 19284. SH SOLE 19284. 0. 0. PROQUEST COMPANY COMMON 74346P102 11. 934. SH SOLE 934. 0. 0. PROSPERITY BANCSHARE COMMON 743606105 203. 6176. SH SOLE 6176. 0. 0. PROTECTIVE LIFE CORP COMMON 743674103 272. 5837. SH SOLE 5837. 0. 0. PROVIDENT BANKSHARES COMMON 743859100 33. 909. SH SOLE 909. 0. 0. PROVIDENT ENERGY TRUST U 74386K104 2200. 179842. SH SOLE 179842. 0. 0. PROVIDENT FINL SVCS COMMON 74386T105 36. 2019. SH SOLE 2019. 0. 0. PROVIDENT NY BANCORP COMMON 744028101 30. 2258. SH SOLE 2258. 0. 0. PRUDENTIAL FINL COMMON 744320102 3374. 43417. SH SOLE 43417. 0. 0. ------ PAGE TOTAL 33834.
FORM 13F DATE: 060630 PAGE: 116
ITEM 8 ITEM 4 VOTING AUTHORITY FAIR ITEM 5 ITEM 6 (SHARES) MARKET ----------------------- INVESTMENT ------------------------- ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - ------ ------ ---------- ------ ------- ------ -------- ---------- ------ ------- --------- ------- PRUDENTIAL PLC ADS(2 O 74435K204 487. 21240. SH SOLE 21240. 0. 0. PS BUSINESS PKS INC REIT 69360J107 35. 600. SH SOLE 600. 0. 0. PSS WORLD MED INC COMMON 69366A100 31. 1782. SH SOLE 1782. 0. 0. PSYCHIATRIC SOLUTION COMMON 74439H108 38. 1318. SH SOLE 1318. 0. 0. PT INDOSAT TBK SP ADR 744383100 28. 1197. SH SOLE 1197. 0. 0. PT TELEKOMUNIKAS IND ADR(40 715684106 190. 5931. SH SOLE 5931. 0. 0. PUBLIC STORAGE INC REIT 74460D109 577. 7608. SH SOLE 7608. 0. 0. PUBLIC SVC ENTERPR COMMON 744573106 1396. 21109. SH SOLE 21109. 0. 0. PUBLICIS GROUP SA SP ADR (74463M106 344. 8980. SH SOLE 8980. 0. 0. PUGET ENERGY INC COMMON 745310102 68. 3163. SH SOLE 3163. 0. 0. PULTE HOMES INC COMMON 745867101 537. 18648. SH SOLE 18648. 0. 0. QIAGEN NV ORDINAR N72482107 299. 21800. SH SOLE 21800. 0. 0. QLOGIC CORP COMMON 747277101 248. 14373. SH SOLE 14373. 0. 0. QLT INC COMMON 746927102 445. 63502. SH SOLE 63502. 0. 0. QUAD SYS CORP COMMON 74730Q104 0. 1800. SH SOLE 1800. 0. 0. QUALCOMM INC COMMON 747525103 6822. 170245. SH SOLE 170245. 0. 0. QUALITY SYS INC COMMON 747582104 27. 720. SH SOLE 720. 0. 0. ------ PAGE TOTAL 11572.
FORM 13F DATE: 060630 PAGE: 117
ITEM 8 ITEM 4 VOTING AUTHORITY FAIR ITEM 5 ITEM 6 (SHARES) MARKET ----------------------- INVESTMENT ------------------------- ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - ------ ------- --------- ------ ------- ------ -------- ---------- ------ ------- --------- ------- QUANEX CORP COMMON 747620102 107. 2491. SH SOLE 2491. 0. 0. QUANTA SVCS INC COMMON 74762E102 168. 9703. SH SOLE 9703. 0. 0. QUANTUM CORP COM DSS 747906204 22. 8504. SH SOLE 8504. 0. 0. QUEBECOR WORLD INC SUB VTG 748203106 670. 60286. SH SOLE 60286. 0. 0. QUEST DIAGNOSTICS COMMON 74834L100 837. 13970. SH SOLE 13970. 0. 0. QUEST SOFTWARE INC COMMON 74834T103 36. 2606. SH SOLE 2606. 0. 0. QUESTAR CORP COMMON 748356102 517. 6418. SH SOLE 6418. 0. 0. QUICKSILVER RES INC COMMON 74837R104 202. 5482. SH SOLE 5482. 0. 0. QUIDEL CORP COMMON 74838J101 19. 1971. SH SOLE 1971. 0. 0. QUIKSILVER INC COMMON 74838C106 125. 10293. SH SOLE 10293. 0. 0. QWEST COMMUNCTN INTL COMMON 749121109 1089. 134618. SH SOLE 134618. 0. 0. R & G FINANCIAL CORP CLASS B 749136107 17. 1922. SH SOLE 1922. 0. 0. R.H.DONNELLEY CORP COMMON 74955W307 101. 1860. SH SOLE 1860. 0. 0. RACKABLE SYSTEMS COMMON 750077109 46. 1176. SH SOLE 1176. 0. 0. RADIAN GROUP INC COMMON 750236101 407. 6585. SH SOLE 6585. 0. 0. RADIANT SYSTEMS INC COMMON 75025N102 22. 2055. SH SOLE 2055. 0. 0. RADIATION THERAPY COMMON 750323206 19. 712. SH SOLE 712. 0. 0. ----- PAGE TOTAL 4404.
FORM 13F DATE: 060630 PAGE: 118
ITEM 8 ITEM 4 VOTING AUTHORITY FAIR ITEM 5 ITEM 6 (SHARES) MARKET ---------------------- INVESTMENT ------------------------- ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - ------ ------- --------- ------ ------ ------ -------- ---------- ------ ------- --------- ------- RADIO ONE INC CLASS A 75040P108 22. 2911. SH SOLE 2911. 0. 0. RADIOSHACK CORP COMMON 750438103 160. 11418. SH SOLE 11418. 0. 0. RAILAMERICA INC COMMON 750753105 26. 2485. SH SOLE 2485. 0. 0. RAIT INVT TR COMMON 749227104 29. 997. SH SOLE 997. 0. 0. RALCORP HLDGS INC COMMON 751028101 34. 805. SH SOLE 805. 0. 0. RAMBUS INC COMMON 750917106 64. 2808. SH SOLE 2808. 0. 0. RAMCO-GERSHENSON SH BEN 751452202 26. 983. SH SOLE 983. 0. 0. RANGE RESOURCES CORP COMMON 75281A109 96. 3536. SH SOLE 3536. 0. 0. RARE HOSPITALITY COMMON 753820109 27. 932. SH SOLE 932. 0. 0. RAVEN INDS INC COMMON 754212108 26. 835. SH SOLE 835. 0. 0. RAYMOND JAMES FINL COMMON 754730109 248. 8178. SH SOLE 8178. 0. 0. RAYONIER INC COMMON 754907103 78. 2050. SH SOLE 2050. 0. 0. RAYTHEON COMMON 755111507 1754. 39343. SH SOLE 39343. 0. 0. RC2 CORPORATION COMMON 749388104 28. 713. SH SOLE 713. 0. 0. RCN CORP COMMON 749361200 30. 1197. SH SOLE 1197. 0. 0. READ-RITE CORP COMMON 755246204 0. 660. SH SOLE 660. 0. 0. READERS DIGEST ASSN COMMON 755267101 160. 11479. SH SOLE 11479. 0. 0. ----- PAGE TOTAL 2808.
FORM 13F DATE: 060630 PAGE: 119
ITEM 8 ITEM 4 VOTING AUTHORITY FAIR ITEM 5 ITEM 6 (SHARES) MARKET ---------------------- INVESTMENT ------------------------- ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - ------ ------- --------- ------ ------ ------ -------- ---------- ------ ------- --------- ------- REALNETWORKS INC COMMON 75605L104 50. 4665. SH SOLE 4665. 0. 0. REALTY INCOME CORP COMMON 756109104 48. 2183. SH SOLE 2183. 0. 0. RECKSON ASSOCS RLTY REIT 75621K106 92. 2216. SH SOLE 2216. 0. 0. RED HAT INC COMMON 756577102 162. 6930. SH SOLE 6930. 0. 0. RED ROBIN GOURMET BU COMMON 75689M101 21. 489. SH SOLE 489. 0. 0. REDBACK NETWORKS INC COMMON 757209507 34. 1847. SH SOLE 1847. 0. 0. REDDY ICE HOLDINGS COMMON 75734R105 24. 1190. SH SOLE 1190. 0. 0. REDWOOD TRUST INC COMMON 758075402 33. 677. SH SOLE 677. 0. 0. REED ELSEVIER PLC SPONSOR 758205108 521. 12940. SH SOLE 12940. 0. 0. REGAL BELOIT CORP COMMON 758750103 151. 3410. SH SOLE 3410. 0. 0. REGAL ENTERTAINMENT CLASS A 758766109 81. 3997. SH SOLE 3997. 0. 0. REGENCY CENTERS CORP REIT 758849103 325. 5231. SH SOLE 5231. 0. 0. REGENERON PHARMCTCLS COMMON 75886F107 32. 2500. SH SOLE 2500. 0. 0. REGIONS FINL CORP COMMON 7591EP100 1297. 39162. SH SOLE 39162. 0. 0. REGIS CORP MINN COMMON 758932107 43. 1218. SH SOLE 1218. 0. 0. REINSURANCE GRP COMMON 759351109 84. 1715. SH SOLE 1715. 0. 0. RELIANCE STEEL& ALUM COMMON 759509102 208. 2502. SH SOLE 2502. 0. 0. ----- PAGE TOTAL 3206.
FORM 13F DATE: 060630 PAGE: 120
ITEM 8 ITEM 4 VOTING AUTHORITY FAIR ITEM 5 ITEM 6 (SHARES) MARKET ----------------------- INVESTMENT ------------------------- ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - ------ ------- --------- ------ ------- ------ -------- ---------- ------ ------- --------- ------- RELIANT ENERGY INC COMMON 75952B105 98. 8211. SH SOLE 8211. 0. 0. REMINGTON OIL & GAS COMMON 759594302 33. 757. SH SOLE 757. 0. 0. RENAISSANCE LEARNING COMMON 75968L105 18. 1319. SH SOLE 1319. 0. 0. RENAISSANCE RE HLDGS COMMON G7496G103 95. 1957. SH SOLE 1957. 0. 0. RENOVIS INC COMMON 759885106 25. 1610. SH SOLE 1610. 0. 0. RENT A CTR INC NEW COMMON 76009N100 160. 6438. SH SOLE 6438. 0. 0. REPUBLIC AWYS HLDGS COMMON 760276105 31. 1809. SH SOLE 1809. 0. 0. REPUBLIC BANCORP COMMON 760282103 154. 12421. SH SOLE 12421. 0. 0. REPUBLIC BANCORP KY CLASS A 760281204 26. 1247. SH SOLE 1247. 0. 0. REPUBLIC SVCS INC COMMON 760759100 360. 8922. SH SOLE 8922. 0. 0. RES-CARE INC COMMON 760943100 30. 1488. SH SOLE 1488. 0. 0. RESEARCH IN MOTION COMMON 760975102 51138. 732888. SH SOLE 730118. 0. 2770. RESMED INC COMMON 761152107 271. 5773. SH SOLE 5773. 0. 0. RESOURCES CONNECTION COMMON 76122Q105 33. 1302. SH SOLE 1302. 0. 0. RESPIRONICS INC COMMON 761230101 210. 6140. SH SOLE 6140. 0. 0. RETAIL VENTURES INC COMMON 76128Y102 37. 2060. SH SOLE 2060. 0. 0. REVLON INC CLASS A 761525500 13. 10186. SH SOLE 10186. 0. 0. ------ PAGE TOTAL 52732.
FORM 13F DATE: 060630 PAGE: 121
ITEM 8 ITEM 4 VOTING AUTHORITY FAIR ITEM 5 ITEM 6 (SHARES) MARKET ----------------------- INVESTMENT ------------------------- ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - ------ ------ --------- ------ ------- ------ -------- ---------- ------ ------- --------- ------- REYNOLDS & REYNOLDS CLASS A 761695105 66. 2163. SH SOLE 2163. 0. 0. REYNOLDS AMERN INC COMMON 761713106 2605. 22594. SH SOLE 21494. 0. 1100. RF MICRODEVICES INC COMMON 749941100 97. 16180. SH SOLE 16180. 0. 0. RIGHTNOW TECH INC COMMON 76657R106 24. 1420. SH SOLE 1420. 0. 0. RIO NARCEA GOLD MNS WTS SEP 766909139 18. 65400. SH SOLE 65400. 0. 0. RIO TINTO PLC ADR (4 767204100 1132. 5400. SH SOLE 4900. 0. 500. RITCHIE BROS AUCTNRS COMMON 767744105 8819. 165450. SH SOLE 164820. 0. 630. RITE AID CORP COMMON 767754104 60. 14236. SH SOLE 14236. 0. 0. RLI CORP COMMON 749607107 33. 693. SH SOLE 693. 0. 0. ROBERT HALF INTL INC COMMON 770323103 589. 14016. SH SOLE 14016. 0. 0. ROCHE HLDG LTD SP ADR 771195104 794. 9590. SH SOLE 6790. 0. 2800. ROCK-TENN CO CLASS A 772739207 31. 1925. SH SOLE 1925. 0. 0. ROCKWELL AUTOMATION COMMON 773903109 1791. 24876. SH SOLE 24876. 0. 0. ROCKWELL COLLINS INC COMMON 774341101 786. 14066. SH SOLE 14066. 0. 0. ROCKWOOD HOLDINGS COMMON 774415103 45. 1946. SH SOLE 1946. 0. 0. ROFIN SINAR TECH INC COMMON 775043102 34. 586. SH SOLE 586. 0. 0. ROGERS COMMUNICATION CLASS B 775109200 11836. 293858. SH SOLE 293858. 0. 0. ------ PAGE TOTAL 28760.
FORM 13F DATE: 060630 PAGE: 122
ITEM 8 ITEM 4 VOTING AUTHORITY FAIR ITEM 5 ITEM 6 (SHARES) MARKET ------------------------- INVESTMENT ---------------------------- ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - ------ ------ --------- ------- --------- ------ -------- ---------- ------ --------- --------- -------- ROGERS CORP COMMON 775133101 140. 2481. SH SOLE 2481. 0. 0. ROHM & HAAS CO COMMON 775371107 834. 16643. SH SOLE 16643. 0. 0. ROLLINS INC COMMON 775711104 37. 1885. SH SOLE 1885. 0. 0. ROPER INDS INC COMMON 776696106 329. 7040. SH SOLE 7040. 0. 0. ROSS STORES INC COMMON 778296103 361. 12864. SH SOLE 12864. 0. 0. ROSTELECOM OPEN JT SP ADR 778529107 223. 7676. SH SOLE 7676. 0. 0. ROTECH HEALTHCARE IN COMMON 778669101 6. 1645. SH SOLE 1645. 0. 0. ROWAN COS INC COMMON 779382100 314. 8829. SH SOLE 8829. 0. 0. ROYAL BANK CDA COMMON 780087102 605678. 14855334. SH SOLE 13636248. 0. 1219086. ROYAL CARIBBEAN CRUS COMMON V7780T103 217. 5673. SH SOLE 5673. 0. 0. ROYAL GOLD INC COMMON 780287108 26. 920. SH SOLE 920. 0. 0. ROYAL GROUP TECH COMMON 779915107 754. 67273. SH SOLE 67273. 0. 0. RPC INC COMMON 749660106 111. 4552. SH SOLE 4552. 0. 0. RPM INTERNATIONAL COMMON 749685103 197. 10969. SH SOLE 10969. 0. 0. RSA SEC INC COMMON 749719100 186. 6877. SH SOLE 6877. 0. 0. RTI INTL METALS INC COMMON 74973W107 140. 2503. SH SOLE 2503. 0. 0. RUBY TUESDAY INC COMMON 781182100 137. 5620. SH SOLE 5620. 0. 0. ------- PAGE TOTAL 609690.
FORM 13F DATE: 060630 PAGE: 123
ITEM 8 ITEM 4 VOTING AUTHORITY FAIR ITEM 5 ITEM 6 (SHARES) MARKET ---------------------- INVESTMENT ------------------------- ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - ------ ------- --------- ------ ------ ------ -------- ---------- ------ ------- --------- ------- RUDDICK CORP COMMON 781258108 32. 1286. SH SOLE 1286. 0. 0. RUSSELL CORP COMMON 782352108 31. 1727. SH SOLE 1727. 0. 0. RYANS RESTAURANT GRP COMMON 783520109 132. 11073. SH SOLE 11073. 0. 0. RYDER SYSTEMS INC COMMON 783549108 318. 5442. SH SOLE 5442. 0. 0. RYERSON INC COMMON 78375P107 30. 1102. SH SOLE 1102. 0. 0. RYLAND GROUP INC COMMON 783764103 155. 3549. SH SOLE 3549. 0. 0. S & T BANCORP INC COMMON 783859101 24. 725. SH SOLE 725. 0. 0. SABRE HOLDING CORP CLASS A 785905100 252. 11467. SH SOLE 11467. 0. 0. SAFECO CORP COMMON 786429100 590. 10476. SH SOLE 10476. 0. 0. SAFENET INC COMMON 78645R107 13. 740. SH SOLE 740. 0. 0. SAFETY INS GROUP INC COMMON 78648T100 29. 605. SH SOLE 605. 0. 0. SAFEWAY INC COMMON 786514208 1041. 40045. SH SOLE 40045. 0. 0. SAKS INCORPORATED COMMON 79377W108 183. 11333. SH SOLE 11333. 0. 0. SALEM COMMUNICATION CLASS A 794093104 18. 1396. SH SOLE 1396. 0. 0. SALESFORCE.COM COMMON 79466L302 78. 2919. SH SOLE 2919. 0. 0. SALIX PHARMACEUTICAL COMMON 795435106 18. 1433. SH SOLE 1433. 0. 0. SANDERSON FARMS COMMON 800013104 23. 804. SH SOLE 804. 0. 0. ----- PAGE TOTAL 2967.
FORM 13F DATE: 060630 PAGE: 124
ITEM 8 ITEM 4 VOTING AUTHORITY FAIR ITEM 5 ITEM 6 (SHARES) MARKET ----------------------- INVESTMENT ------------------------- ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - ------ ------- --------- ------ ------- ------ -------- ---------- ------ ------- --------- ------- SANDISK CORP COMMON 80004C101 1829. 35874. SH SOLE 35874. 0. 0. SANDY SPRING BANCORP COMMON 800363103 25. 697. SH SOLE 697. 0. 0. SANMINA-SCI CORP COMMON 800907107 215. 46787. SH SOLE 46787. 0. 0. SANOFI-AVENTIS SPONSOR 80105N105 590. 12124. SH SOLE 12124. 0. 0. SANTANDER BANCORP COMMON 802809103 32. 1283. SH SOLE 1283. 0. 0. SAP AKTIENGESELLSCHF SP ADR( 803054204 702. 13360. SH SOLE 13200. 0. 160. SAPIENT CORP COMMON 803062108 22. 4191. SH SOLE 4191. 0. 0. SARA LEE CORP COMMON 803111103 1087. 67875. SH SOLE 67875. 0. 0. SATYAM COMPUTER SERV ADR(2 O 804098101 1203. 36300. SH SOLE 36300. 0. 0. SAUER-DANFOSS INC COMMON 804137107 34. 1342. SH SOLE 1342. 0. 0. SAUL CTRS INC COMMON 804395101 29. 712. SH SOLE 712. 0. 0. SAXON CAPITAL INC COMMON 80556T106 25. 2193. SH SOLE 2193. 0. 0. SBA COMMUNICATIONS COMMON 78388J106 60. 2303. SH SOLE 2303. 0. 0. SCANA CORPORATION COMMON 80589M102 354. 9186. SH SOLE 9186. 0. 0. SCANSOURCE INC COMMON 806037107 26. 888. SH SOLE 888. 0. 0. SCHAWK INC CLASS A 806373106 24. 1356. SH SOLE 1356. 0. 0. SCHERING PLOUGH CORP COMMON 806605101 2419. 127097. SH SOLE 127097. 0. 0. ----- PAGE TOTAL 8676.
FORM 13F DATE: 060630 PAGE: 125
ITEM 8 ITEM 4 VOTING AUTHORITY FAIR ITEM 5 ITEM 6 (SHARES) MARKET ----------------------- INVESTMENT ------------------------- ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - ------ ------- --------- ------ ------- ------ -------- ---------- ------ ------- --------- ------- SCHLUMBERGER LTD COMMON 806857108 9999. 153626. SH SOLE 152776. 0. 850. SCHNITZER STL CLASS A 806882106 30. 837. SH SOLE 837. 0. 0. SCHOLASTIC CORP COMMON 807066105 28. 1090. SH SOLE 1090. 0. 0. SCHOOL SPECIALTY INC COMMON 807863105 23. 716. SH SOLE 716. 0. 0. SCHULMAN A INC COMMON 808194104 131. 5738. SH SOLE 5738. 0. 0. SCHWAB CHARLES CORP COMMON 808513105 1727. 108058. SH SOLE 108058. 0. 0. SCHWEITZER-MAUDUIT COMMON 808541106 24. 1093. SH SOLE 1093. 0. 0. SCIELE PHARMA INC COMMON 808627103 34. 1485. SH SOLE 1485. 0. 0. SCIENT INC COMMON 808649305 0. 7. SH SOLE 7. 0. 0. SCIENTIFIC GAMES COR CLASS A 80874P109 85. 2399. SH SOLE 2399. 0. 0. SCOTTISH PWR ADR (4S ESCOTTISH 1057. 24509. SH SOLE 22391. 0. 2118. SCOTTISH RE GRP LTD ORDINAR G73537410 21. 1252. SH SOLE 1252. 0. 0. SCOTTS MIRACLE-GRO CLASS A 810186106 78. 1854. SH SOLE 1854. 0. 0. SCRIPPS E W CO OHIO CLASS A 811054204 404. 9363. SH SOLE 9363. 0. 0. SEABOARD CORP COMMON 811543107 45. 35. SH SOLE 35. 0. 0. SEACOAST BKG CORP FL COMMON 811707306 29. 1073. SH SOLE 1073. 0. 0. SEACOR HOLDINGS INC COMMON 811904101 56. 682. SH SOLE 682. 0. 0. ------ PAGE TOTAL 13771.
FORM 13F DATE: 060630 PAGE: 126
ITEM 8 ITEM 4 VOTING AUTHORITY FAIR ITEM 5 ITEM 6 (SHARES) MARKET ---------------------- INVESTMENT ------------------------- ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - ------ ------ --------- ------ ------ ------ -------- ---------- ------ ------- --------- ------- SEAGATE TECHNOLOGY SHARES G7945J104 356. 15718. SH SOLE 15718. 0. 0. SEALED AIR CORP COMMON 81211K100 358. 6880. SH SOLE 6880. 0. 0. SEARS HOLDING CORP COMMON 812350106 3596. 23168. SH SOLE 23168. 0. 0. SECOM LTD ADR (2 813113206 370. 3955. SH SOLE 3955. 0. 0. SECURE COMPUTING COR COMMON 813705100 16. 1826. SH SOLE 1826. 0. 0. SEI INVESTMENTS CO COMMON 784117103 310. 6348. SH SOLE 6348. 0. 0. SELECT COMFORT CORP COMMON 81616X103 103. 4496. SH SOLE 4496. 0. 0. SELECTIVE INS GROUP COMMON 816300107 43. 765. SH SOLE 765. 0. 0. SEMPRA ENERGY COMMON 816851109 871. 19158. SH SOLE 19158. 0. 0. SEMTECH CORP COMMON 816850101 102. 7080. SH SOLE 7080. 0. 0. SENIOR HSG PPTYS TR SH BEN 81721M109 507. 28325. SH SOLE 26215. 0. 2110. SENOMYX INC COMMON 81724Q107 30. 2100. SH SOLE 2100. 0. 0. SENSIENT TECH CORP COMMON 81725T100 160. 7657. SH SOLE 7657. 0. 0. SEPRACOR INC COMMON 817315104 519. 9081. SH SOLE 9081. 0. 0. SEQUA CORPORATION CLASS A 817320104 33. 410. SH SOLE 410. 0. 0. SEROLOGICALS CORP COMMON 817523103 42. 1333. SH SOLE 1333. 0. 0. SERVICE CORP INTL COMMON 817565104 69. 8530. SH SOLE 8530. 0. 0. ----- PAGE TOTAL 7485.
FORM 13F DATE: 060630 PAGE: 127
ITEM 8 ITEM 4 VOTING AUTHORITY FAIR ITEM 5 ITEM 6 (SHARES) MARKET ----------------------- INVESTMENT ------------------------- ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - ------ ------- --------- ------ ------- ------ -------- ---------- ------ ------- --------- ------- SERVICEMASTER COMMON 81760N109 83. 8040. SH SOLE 8040. 0. 0. SHAW COMMUNICATIONS CLASS B 82028K200 10248. 362186. SH SOLE 362186. 0. 0. SHAW GROUP INC COMMON 820280105 170. 6131. SH SOLE 6131. 0. 0. SHERWIN WILLIAMS CO COMMON 824348106 466. 9811. SH SOLE 9811. 0. 0. SHIP FINANCE INTL ORDINAR G81075106 176. 10142. SH SOLE 10142. 0. 0. SHUFFLE MASTER INC COMMON 825549108 115. 3517. SH SOLE 3517. 0. 0. SHURGARD STORAGE COMMON 82567D104 79. 1265. SH SOLE 1265. 0. 0. SIEMENS A G SP ADR 826197501 174. 2000. SH SOLE 2000. 0. 0. SIERRA HEALTH SVCS COMMON 826322109 196. 4350. SH SOLE 4350. 0. 0. SIERRA PACIFIC RES COMMON 826428104 199. 14226. SH SOLE 14226. 0. 0. SIGMA ALDRICH CORP COMMON 826552101 462. 6357. SH SOLE 6357. 0. 0. SIGMATEL INC COMMON 82661W107 7. 1687. SH SOLE 1687. 0. 0. SIGNATURE BANK NY COMMON 82669G104 30. 912. SH SOLE 912. 0. 0. SILGAN HLDGS INC COMMON 827048109 37. 1012. SH SOLE 1012. 0. 0. SILICON IMAGE INC COMMON 82705T102 28. 2606. SH SOLE 2606. 0. 0. SILICON LABS INC COMMON 826919102 1302. 37028. SH SOLE 37028. 0. 0. SILICON STGE TECH COMMON 827057100 18. 4400. SH SOLE 4400. 0. 0. ------ PAGE TOTAL 13790.
FORM 13F DATE: 060630 PAGE: 128
ITEM 8 ITEM 4 VOTING AUTHORITY FAIR ITEM 5 ITEM 6 (SHARES) MARKET ---------------------- INVESTMENT ------------------------- ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - ------ ------- --------- ------ ------ ------ -------- ---------- ------ ------- --------- ------- SILVER STANDARD RES COMMON 82823L106 853. 43087. SH SOLE 43087. 0. 0. SILVER WHEATON COMMON 828336107 605. 64274. SH SOLE 64274. 0. 0. SIMMONS 1ST NATL COR CLASS A 828730200 27. 920. SH SOLE 920. 0. 0. SIMON PPTY INC REIT 828806109 1277. 15393. SH SOLE 15393. 0. 0. SIMPSON MANUFACTURIN COMMON 829073105 47. 1311. SH SOLE 1311. 0. 0. SINCLAIR BROADCAST CLASS A 829226109 23. 2645. SH SOLE 2645. 0. 0. SIRF TECH HOLDINGS COMMON 82967H101 41. 1269. SH SOLE 1269. 0. 0. SIRIUS SATEL RADIO COMMON 82966U103 246. 51863. SH SOLE 51863. 0. 0. SIRVA INC COMMON 82967Y104 20. 3163. SH SOLE 3163. 0. 0. SIX FLAGS INC COMMON 83001P109 21. 3658. SH SOLE 3658. 0. 0. SJW CORP COMMON 784305104 27. 1048. SH SOLE 1048. 0. 0. SK TELECOM CO LTD ADR(1/9 78440P108 115. 4910. SH SOLE 4910. 0. 0. SKECHERS U S A INC CLASS A 830566105 41. 1720. SH SOLE 1720. 0. 0. SKY FINL GROUP INC COMMON 83080P103 69. 2941. SH SOLE 2941. 0. 0. SKYWEST INC COMMON 830879102 119. 4791. SH SOLE 4791. 0. 0. SKYWORKS SOLUTIONS COMMON 83088M102 25. 4608. SH SOLE 4608. 0. 0. SL GREEN RLTY CORP REIT 78440X101 122. 1118. SH SOLE 1118. 0. 0. ----- PAGE TOTAL 3678.
FORM 13F DATE: 060630 PAGE: 129
ITEM 8 ITEM 4 VOTING AUTHORITY FAIR ITEM 5 ITEM 6 (SHARES) MARKET ---------------------- INVESTMENT ------------------------- ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - ------ ------- --------- ------ ------ ------ -------- ---------- ------ ------- --------- ------- SLM CORP VOTING 78442P106 1816. 34307. SH SOLE 34307. 0. 0. SMART & FINAL INC COMMON 831683107 33. 1942. SH SOLE 1942. 0. 0. SMITH A O COMMON 831865209 37. 806. SH SOLE 806. 0. 0. SMITH INTL INC COMMON 832110100 3815. 85793. SH SOLE 83933. 0. 1860. SMITHFIELD FOODS INC COMMON 832248108 247. 8559. SH SOLE 8559. 0. 0. SMUCKER J M CO COMMON 832696405 239. 5339. SH SOLE 5339. 0. 0. SMURFIT-STONE CONTNR COMMON 832727101 76. 6986. SH SOLE 6986. 0. 0. SNAP-ON INC COMMON 833034101 75. 1861. SH SOLE 1861. 0. 0. SOCIETE GENERALE FR SP ADR 83364L109 723. 24550. SH SOLE 16950. 0. 7600. SOFTWARE HOLDRS TR DEPOSIT 83404B103 12. 343. SH SOLE 343. 0. 0. SOLECTRON CORP COMMON 834182107 272. 79564. SH SOLE 79564. 0. 0. SOLUTIA INC COMMON 834376105 8. 17607. SH SOLE 17607. 0. 0. SONIC AUTOMOTIVE CLASS A 83545G102 27. 1236. SH SOLE 1236. 0. 0. SONIC CORP COMMON 835451105 51. 2439. SH SOLE 2439. 0. 0. SONIC SOLUTIONS COMMON 835460106 29. 1745. SH SOLE 1745. 0. 0. SONICBLUE INC COMMON 83546Q109 0. 8040. SH SOLE 8040. 0. 0. SONICWALL INC COMMON 835470105 31. 3466. SH SOLE 3466. 0. 0. ----- PAGE TOTAL 7491.
FORM 13F DATE: 060630 PAGE: 130
ITEM 8 ITEM 4 VOTING AUTHORITY FAIR ITEM 5 ITEM 6 (SHARES) MARKET ---------------------- INVESTMENT ------------------------- ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - ------ ------ --------- ------ ------ ------ -------- ---------- ------ ------- --------- ------- SONOCO PRODS COMMON 835495102 251. 7916. SH SOLE 7916. 0. 0. SONOSITE INC COMMON 83568G104 27. 694. SH SOLE 694. 0. 0. SONUS NETWORKS INC COMMON 835916107 34. 6783. SH SOLE 6783. 0. 0. SONY CORP ADR (1 835699307 35. 800. SH SOLE 800. 0. 0. SOTHEBYS CLASS A 835898107 129. 4916. SH SOLE 4916. 0. 0. SOURCE INTERLINK CO COMMON 836151209 28. 2393. SH SOLE 2393. 0. 0. SOURCECORP COMMON 836167106 25. 1003. SH SOLE 1003. 0. 0. SOUTH FINL GROUP INC COMMON 837841105 51. 1945. SH SOLE 1945. 0. 0. SOUTH JERSEY INDS COMMON 838518108 183. 6674. SH SOLE 6674. 0. 0. SOUTHERN CO COMMON 842587107 2523. 78713. SH SOLE 77293. 0. 1420. SOUTHERN COPPER COMMON 84265V105 629. 7052. SH SOLE 7052. 0. 0. SOUTHERN UN CO COMMON 844030106 266. 9838. SH SOLE 9838. 0. 0. SOUTHWEST AIRLS CO COMMON 844741108 1034. 63155. SH SOLE 63155. 0. 0. SOUTHWEST GAS CORP COMMON 844895102 32. 1035. SH SOLE 1035. 0. 0. SOUTHWESTERN ENERGY COMMON 845467109 386. 12394. SH SOLE 12394. 0. 0. SOVEREIGN BANCORP COMMON 845905108 597. 29378. SH SOLE 29378. 0. 0. SOVRAN SELF STORAGE COMMON 84610H108 237. 4671. SH SOLE 4671. 0. 0. ----- PAGE TOTAL 6467.
FORM 13F DATE: 060630 PAGE: 131
ITEM 8 ITEM 4 VOTING AUTHORITY FAIR ITEM 5 ITEM 6 (SHARES) MARKET ----------------------- INVESTMENT ------------------------- ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - ------ ------- --------- ------ ------- ------ -------- ---------- ------ ------- --------- ------- SPARTECH CORP COMMON 847220209 27. 1200. SH SOLE 1200. 0. 0. SPECTRUM BRANDS COMMON 84762L105 19. 1466. SH SOLE 1466. 0. 0. SPEEDWAY MOTORSPORTS COMMON 847788106 45. 1193. SH SOLE 1193. 0. 0. SPHERION CORPORATION COMMON 848420105 24. 2637. SH SOLE 2637. 0. 0. SPIRIT FIN CORP COMMON 848568309 26. 2332. SH SOLE 2332. 0. 0. SPRINT NEXTEL SER 1 C 852061100 7885. 394531. SH SOLE 394206. 0. 325. SPSS INC COMMON 78462K102 30. 929. SH SOLE 929. 0. 0. SPX CORP COMMON 784635104 325. 5811. SH SOLE 5811. 0. 0. SRA INTERNATIONAL CLASS A 78464R105 39. 1480. SH SOLE 1480. 0. 0. SSA GLOBAL TECH COMMON 78465P108 35. 1792. SH SOLE 1792. 0. 0. ST JOE CO COMMON 790148100 98. 2097. SH SOLE 2097. 0. 0. ST JUDE MEDICAL INC COMMON 790849103 1028. 31709. SH SOLE 31709. 0. 0. ST MARY LD & EXPL CO COMMON 792228108 190. 4718. SH SOLE 4718. 0. 0. ST PAUL TRAVELERS CO COMMON 792860108 2662. 59723. SH SOLE 59723. 0. 0. STAGE STORES INC COMMON 85254C305 29. 867. SH SOLE 867. 0. 0. STAMPS COM INC COMMON 852857200 32. 1150. SH SOLE 1150. 0. 0. STANCORP FINL GROUP COMMON 852891100 243. 4765. SH SOLE 4765. 0. 0. ------ PAGE TOTAL 12737.
FORM 13F DATE: 060630 PAGE: 132
ITEM 8 ITEM 4 VOTING AUTHORITY FAIR ITEM 5 ITEM 6 (SHARES) MARKET ----------------------- INVESTMENT ------------------------- ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - ------ ------- --------- ------ ------- ------ -------- ---------- ------ ------- --------- ------- STANDARD MICROSYSTEM COMMON 853626109 18. 819. SH SOLE 819. 0. 0. STANDARD PAC CORP COMMON 85375C101 141. 5471. SH SOLE 5471. 0. 0. STANDARD REGISTER CO COMMON 853887107 20. 1658. SH SOLE 1658. 0. 0. STANDEX INTL CORP COMMON 854231107 28. 929. SH SOLE 929. 0. 0. STANLEY FURNITURE COMMON 854305208 25. 1051. SH SOLE 1051. 0. 0. STANLEY WORKS COMMON 854616109 306. 6479. SH SOLE 6479. 0. 0. STANTEC INC COMMON 85472N109 6432. 339909. SH SOLE 339909. 0. 0. STAPLES INC COMMON 855030102 4466. 183404. SH SOLE 171249. 0. 12155. STARBUCKS CORP COMMON 855244109 3186. 84369. SH SOLE 84369. 0. 0. STARWOOD HTLS&RESORT COMMON 85590A401 2355. 39034. SH SOLE 38599. 0. 435. STATE AUTO FINL CORP COMMON 855707105 36. 1107. SH SOLE 1107. 0. 0. STATE STREET CORP COMMON 857477103 1681. 28945. SH SOLE 28945. 0. 0. STATION CASINOS INC COMMON 857689103 122. 1792. SH SOLE 1792. 0. 0. STEAK N SHAKE CO COMMON 857873103 23. 1538. SH SOLE 1538. 0. 0. STEEL DYNAMICS INC COMMON 858119100 223. 3387. SH SOLE 3387. 0. 0. STEEL TECHNOLOGIES COMMON 858147101 18. 945. SH SOLE 945. 0. 0. STEELCASE INC CLASS A 858155203 67. 4098. SH SOLE 4098. 0. 0. ------ PAGE TOTAL 19147.
FORM 13F DATE: 060630 PAGE: 133
ITEM 8 ITEM 4 VOTING AUTHORITY FAIR ITEM 5 ITEM 6 (SHARES) MARKET ---------------------- INVESTMENT ------------------------- ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - ------ ------- --------- ------ ------ ------ -------- ---------- ------ ------- --------- ------- STEIN MART INC COMMON 858375108 20. 1355. SH SOLE 1355. 0. 0. STEINER LEISURE LTD ORDINAR P8744Y102 28. 716. SH SOLE 716. 0. 0. STERICYCLE INC COMMON 858912108 219. 3362. SH SOLE 3362. 0. 0. STERIS CORP COMMON 859152100 148. 6475. SH SOLE 6475. 0. 0. STERLING BANCORP COMMON 859158107 26. 1325. SH SOLE 1325. 0. 0. STERLING BANCSHARES COMMON 858907108 209. 11164. SH SOLE 11164. 0. 0. STERLING FINL CORP COMMON 859319105 31. 1007. SH SOLE 1007. 0. 0. STERLING FINL CORP COM 859317109 26. 1197. SH SOLE 1197. 0. 0. STEWART ENTERPRISES CLASS A 860370105 30. 5156. SH SOLE 5156. 0. 0. STEWART INFO SVCS CO COMMON 860372101 19. 511. SH SOLE 511. 0. 0. STEWART W P & CO LT COMMON G84922106 19. 1269. SH SOLE 1269. 0. 0. STILLWATER MNG CO COMMON 86074Q102 31. 2473. SH SOLE 2473. 0. 0. STONE ENERGY CORP COMMON 861642106 125. 2684. SH SOLE 2684. 0. 0. STORAGENETWORKS INC COMMON 86211E103 1. 611. SH SOLE 611. 0. 0. STRATEGIC HOTEL&RSRT COMMON 86272T106 29. 1378. SH SOLE 1378. 0. 0. STRAYER ED INC COMMON 863236105 39. 404. SH SOLE 404. 0. 0. STREETTRACKS GOLD SHARES 863307104 61. 1000. SH SOLE 1000. 0. 0. ----- PAGE TOTAL 1061.
FORM 13F DATE: 060630 PAGE: 134
ITEM 8 ITEM 4 VOTING AUTHORITY FAIR ITEM 5 ITEM 6 (SHARES) MARKET ------------------------ INVESTMENT -------------------------- ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - ------ ------ --------- ------- -------- ------ -------- ---------- ------ -------- --------- ------- STRIDE RITE CORP COMMON 863314100 127. 9661. SH SOLE 9661. 0. 0. STRYKER CORP COMMON 863667101 1223. 29037. SH SOLE 29037. 0. 0. STUDENT LN CORP COMMON 863902102 111. 550. SH SOLE 550. 0. 0. SUFFOLK BANCORP COMMON 864739107 25. 755. SH SOLE 755. 0. 0. SUN BANCORP INC COMMON 86663B102 22. 1368. SH SOLE 1368. 0. 0. SUN COMMUNITIES COMMON 866674104 29. 896. SH SOLE 896. 0. 0. SUN LIFE FNCL INC COMMON 866796105 230804. 5802627. SH SOLE 5527347. 0. 275280. SUN MICROSYSTEM INC COMMON 866810104 2511. 605169. SH SOLE 605169. 0. 0. SUNCOR ENERGY INC COMMON 867229106 123385. 1522857. SH SOLE 1520832. 0. 2025. SUNOCO INC COMMON 86764P109 751. 10840. SH SOLE 10840. 0. 0. SUNOCO LOGISTICS PRT COMMON 86764L108 29. 706. SH SOLE 706. 0. 0. SUNRISE SEN LIVING COMMON 86768K106 101. 3638. SH SOLE 3638. 0. 0. SUNSTONE HOTEL INVS COMMON 867892101 35. 1198. SH SOLE 1198. 0. 0. SUNTRUST BANKS INC COMMON 867914103 2313. 30331. SH SOLE 30331. 0. 0. SUPERIOR ENERGY SVCS COMMON 868157108 70. 2066. SH SOLE 2066. 0. 0. SUPERIOR INDS INTL COMMON 868168105 22. 1224. SH SOLE 1224. 0. 0. SUPERIOR WELL SRVCS COMMON 86837X105 29. 1162. SH SOLE 1162. 0. 0. ------- PAGE TOTAL 361587.
FORM 13F DATE: 060630 PAGE: 135
ITEM 8 ITEM 4 VOTING AUTHORITY FAIR ITEM 5 ITEM 6 (SHARES) MARKET ----------------------- INVESTMENT ------------------------- ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - ------ ------ --------- ------ ------- ------ -------- ---------- ------ ------- --------- ------- SUPERTEX INC COMMON 868532102 23. 585. SH SOLE 585. 0. 0. SUPERVALU INC COMMON 868536103 410. 13368. SH SOLE 13368. 0. 0. SUREWEST COMMUNICATI COMMON 868733106 17. 905. SH SOLE 905. 0. 0. SURGUTNEFTEGAS JSC SP ADR( 868861204 569. 7687. SH SOLE 7687. 0. 0. SURMODICS INC COMMON 868873100 25. 693. SH SOLE 693. 0. 0. SUSQUEHANNA BKSHS PA COMMON 869099101 196. 8221. SH SOLE 8221. 0. 0. SVB FINANCIAL GROUP COMMON 78486Q101 44. 976. SH SOLE 976. 0. 0. SWIFT ENERGY CO COMMON 870738101 114. 2657. SH SOLE 2657. 0. 0. SWIFT TRANSPORT CO COMMON 870756103 64. 2019. SH SOLE 2019. 0. 0. SYBASE INC COMMON 871130100 163. 8377. SH SOLE 8377. 0. 0. SYCAMORE NETWKS INC COMMON 871206108 31. 7538. SH SOLE 7538. 0. 0. SYKES ENTERPRISES IN COMMON 871237103 31. 1909. SH SOLE 1909. 0. 0. SYMANTEC CORP COMMON 871503108 1616. 103986. SH SOLE 103986. 0. 0. SYMBION INC COMMON 871507109 22. 1051. SH SOLE 1051. 0. 0. SYMBOL TECHNOLOGIES COMMON 871508107 228. 21095. SH SOLE 21095. 0. 0. SYMMETRICOM INC COMMON 871543104 21. 2961. SH SOLE 2961. 0. 0. SYMMETRY MED INC COMMON 871546206 22. 1427. SH SOLE 1427. 0. 0. ----- PAGE TOTAL 3596.
FORM 13F DATE: 060630 PAGE: 136
ITEM 8 ITEM 4 VOTING AUTHORITY FAIR ITEM 5 ITEM 6 (SHARES) MARKET ------------------------ INVESTMENT -------------------------- ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - ------ ------ --------- ------ -------- ------ -------- ---------- ------ -------- --------- ------- SYMYX TECHNOLOGIES COMMON 87155S108 23. 939. SH SOLE 939. 0. 0. SYNAPTICS INC COMMON 87157D109 22. 1020. SH SOLE 1020. 0. 0. SYNIVERSE HLDGS INC COMMON 87163F106 27. 1862. SH SOLE 1862. 0. 0. SYNNEX CORP COMMON 87162W100 31. 1624. SH SOLE 1624. 0. 0. SYNOPSYS INC COMMON 871607107 225. 12003. SH SOLE 12003. 0. 0. SYNOVUS FINL CORP COMMON 87161C105 797. 29749. SH SOLE 29749. 0. 0. SYNTEL INC COMMON 87162H103 26. 1282. SH SOLE 1282. 0. 0. SYNTROLEUM CORP COMMON 871630109 20. 3323. SH SOLE 3323. 0. 0. SYSCO CORP COMMON 871829107 1714. 56094. SH SOLE 55964. 0. 130. TAKE-TWO INTERACTIVE COMMON 874054109 69. 6420. SH SOLE 6420. 0. 0. TAL INTERNATIONAL COMMON 874083108 33. 1370. SH SOLE 1370. 0. 0. TALBOTS INC COMMON 874161102 29. 1558. SH SOLE 1558. 0. 0. TALISMAN ENERGY INC COMMON 87425E103 91870. 5258461. SH SOLE 5255781. 0. 2680. TALX CORP COMMON 874918105 21. 958. SH SOLE 958. 0. 0. TANGER FACTORY OUTLT COMMON 875465106 30. 936. SH SOLE 936. 0. 0. TANOX INC COMMON 87588Q109 22. 1590. SH SOLE 1590. 0. 0. TANZANIAN RYLTY EXP COMMON 87600U104 491. 60495. SH SOLE 60495. 0. 0. ------ PAGE TOTAL 95450.
FORM 13F DATE: 060630 PAGE: 137
ITEM 8 ITEM 4 VOTING AUTHORITY FAIR ITEM 5 ITEM 6 (SHARES) MARKET ----------------------- INVESTMENT ------------------------- ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - ------ ------- --------- ------ ------- ------ -------- ---------- ------ ------- --------- ------- TARGET CORPORATION COMMON 87612E106 6979. 142855. SH SOLE 141615. 0. 1240. TARRAGON CORP COMMON 876287103 18. 1269. SH SOLE 1269. 0. 0. TAUBMAN CTRS INC COMMON 876664103 56. 1374. SH SOLE 1374. 0. 0. TC PIPELINES LP UT COM 87233Q108 27. 829. SH SOLE 829. 0. 0. TCF FINANCIAL CORP COMMON 872275102 99. 3739. SH SOLE 3739. 0. 0. TD AMERITRADE HLDG COMMON 87236Y108 164. 11076. SH SOLE 11076. 0. 0. TD BANKNORTH INC COMMON 87235A101 186. 6305. SH SOLE 6305. 0. 0. TECH DATA CORP COMMON 878237106 217. 5653. SH SOLE 5653. 0. 0. TECHNE CORP COMMON 878377100 172. 3387. SH SOLE 3387. 0. 0. TECHNICAL OLYMPIC US COMMON 878483106 22. 1543. SH SOLE 1543. 0. 0. TECHNITROL INC COMMON 878555101 116. 5008. SH SOLE 5008. 0. 0. TECO ENERGY INC COMMON 872375100 274. 18308. SH SOLE 18308. 0. 0. TECUMSEH PRODS CO CLASS A 878895200 21. 1113. SH SOLE 1113. 0. 0. TEEKAY SHIPPING CORP COMMON Y8564W103 96. 2283. SH SOLE 2283. 0. 0. TEJON RANCH CO COMMON 879080109 26. 641. SH SOLE 641. 0. 0. TEKELEC COMMON 879101103 25. 1987. SH SOLE 1987. 0. 0. TEKTRONIX INC COMMON 879131100 218. 7420. SH SOLE 7420. 0. 0. ----- PAGE TOTAL 8716.
FORM 13F DATE: 060630 PAGE: 138
ITEM 8 ITEM 4 VOTING AUTHORITY FAIR ITEM 5 ITEM 6 (SHARES) MARKET ------------------------ INVESTMENT -------------------------- ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - ------ ------- --------- ------- -------- ------ -------- ---------- ------ -------- --------- ------- TELECOM HLDRS TR DEPOSIT 87927P200 15. 500. SH SOLE 500. 0. 0. TELEDYNE TECH INC COMMON 879360105 113. 3458. SH SOLE 3458. 0. 0. TELEFLEX INC COMMON 879369106 192. 3562. SH SOLE 3562. 0. 0. TELEPHONE & DATA SYS COMMON 879433100 380. 9186. SH SOLE 9186. 0. 0. TELETECH HLDGS INC COMMON 879939106 28. 2202. SH SOLE 2202. 0. 0. TELIK INC COMMON 87959M109 27. 1646. SH SOLE 1646. 0. 0. TELLABS INC COMMON 879664100 528. 39666. SH SOLE 39666. 0. 0. TELUS CORP NON VTG 87971M202 137716. 3408504. SH SOLE 3052036. 0. 356468. TEMPLE INLAND INC COMMON 879868107 386. 9013. SH SOLE 9013. 0. 0. TEMPUR PEDIC INTL COMMON 88023U101 36. 2694. SH SOLE 2694. 0. 0. TENET HEALTHCARE COMMON 88033G100 278. 39779. SH SOLE 39779. 0. 0. TENNANT CO COMMON 880345103 27. 530. SH SOLE 530. 0. 0. TENNECO COMMON 880349105 39. 1505. SH SOLE 1505. 0. 0. TEPPCO PARTNERS UT LTD 872384102 68. 1925. SH SOLE 1925. 0. 0. TERADYNE INC COMMON 880770102 234. 16769. SH SOLE 16769. 0. 0. TEREX CORP COMMON 880779103 134. 1360. SH SOLE 1360. 0. 0. TERRA INDUSTRIES INC COMMON 880915103 30. 4723. SH SOLE 4723. 0. ------- PAGE TOTAL 140231.
FORM 13F DATE: 060630 PAGE: 139
ITEM 8 ITEM 4 VOTING AUTHORITY FAIR ITEM 5 ITEM 6 (SHARES) MARKET ----------------------- INVESTMENT ------------------------- ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - ------ ------ --------- ------ ------- ------ -------- ---------- ------ ------- --------- ------- TERRA NITROGEN CO DEP REC 881005201 25. 1142. SH SOLE 1142. 0. 0. TESCO CORPORATION COMMON 88157K101 521. 25274. SH SOLE 25274. 0. 0. TESORO CORPORATION COMMON 881609101 137. 1843. SH SOLE 1843. 0. 0. TESSERA TECHNOLOGIES COMMON 88164L100 33. 1208. SH SOLE 1208. 0. 0. TETRA TECH INC COMMON 88162G103 29. 1643. SH SOLE 1643. 0. 0. TETRA TECHNOLOGIES COMMON 88162F105 197. 6493. SH SOLE 6493. 0. 0. TEVA PHARMACEUTICAL ADR (1 881624209 555. 17562. SH SOLE 17562. 0. 0. TEXAS CAPITAL BANC COMMON 88224Q107 26. 1127. SH SOLE 1127. 0. 0. TEXAS INDS INC COMMON 882491103 113. 2129. SH SOLE 2129. 0. 0. TEXAS INSTRUMENTS COMMON 882508104 8617. 284489. SH SOLE 273889. 0. 10600. TEXAS REGL BKSH CLASS A 882673106 56. 1488. SH SOLE 1488. 0. 0. TEXAS ROADHOUSE CLASS A 882681109 26. 1907. SH SOLE 1907. 0. 0. TEXTRON INC COMMON 883203101 1008. 10933. SH SOLE 10933. 0. 0. THE HANOVER INS GRP COMMON 410867105 218. 4600. SH SOLE 4600. 0. 0. THE HERSHEY COMPANY COMMON 427866108 910. 16520. SH SOLE 16520. 0. 0. THE MCCLATCHY CO CLASS A 579489105 164. 4088. SH SOLE 4088. 0. 0. THERAVANCE INC COMMON 88338T104 599. 26162. SH SOLE 26162. 0. 0. ------ PAGE TOTAL 13234.
FORM 13F DATE: 060630 PAGE: 140
ITEM 8 ITEM 4 VOTING AUTHORITY FAIR ITEM 5 ITEM 6 (SHARES) MARKET ------------------------ INVESTMENT -------------------------- ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - ------ ------- --------- ------ -------- ------ -------- ---------- ------ -------- --------- ------- THERMO ELECTRON CORP COMMON 883556102 766. 21142. SH SOLE 17392. 0. 3750. THOMAS & BETTS CORP COMMON 884315102 229. 4456. SH SOLE 4456. 0. 0. THOMSON CORP (THE) COMMON 884903105 69798. 1809447. SH SOLE 1807832. 0. 1615. THOR INDS INC COMMON 885160101 179. 3685. SH SOLE 3685. 0. 0. THORATEC LABS CORP COMMON 885175307 19. 1341. SH SOLE 1341. 0. 0. THORNBURG MORTG INC COMMON 885218107 77. 2769. SH SOLE 2769. 0. 0. THQ INC COMMON 872443403 122. 5669. SH SOLE 5669. 0. 0. THRESHOLD PHARMA COMMON 885807107 7. 2031. SH SOLE 2031. 0. 0. TIBCO SOFTWARE INC COMMON 88632Q103 42. 5939. SH SOLE 5939. 0. 0. TIDEWATER INC COMMON 886423102 234. 4747. SH SOLE 4747. 0. 0. TIERONE CORP COMMON 88650R108 29. 873. SH SOLE 873. 0. 0. TIFFANY & CO COMMON 886547108 387. 11732. SH SOLE 11732. 0. 0. TIMBERLAND CO CLASS A 887100105 131. 5027. SH SOLE 5027. 0. 0. TIME WARNER INC COMMON 887317105 7988. 461748. SH SOLE 459748. 0. 2000. TIME WARNER TELECOM CLASS A 887319101 47. 3183. SH SOLE 3183. 0. 0. TIMKEN CO COMMON 887389104 235. 7019. SH SOLE 7019. 0. 0. TITANIUM METALS CORP COMMON 888339207 122. 3544. SH SOLE 3544. 0. 0. ------ PAGE TOTAL 80412.
FORM 13F DATE: 060630 PAGE: 141
ITEM 8 ITEM 4 VOTING AUTHORITY FAIR ITEM 5 ITEM 6 (SHARES) MARKET ------------------------ INVESTMENT -------------------------- ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - ------ ------- --------- ------- -------- ------ -------- ---------- ------ -------- --------- ------- TIVO INC COMMON 888706108 33. 4591. SH SOLE 4591. 0. 0. TJX COMPANIES INC COMMON 872540109 869. 38009. SH SOLE 38009. 0. 0. TNS INC COMMON 872960109 30. 1427. SH SOLE 1427. 0. 0. TODAYS MAN INC COMMON 888910205 0. 3626. SH SOLE 3626. 0. 0. TODCO COMMON 88889T107 68. 1671. SH SOLE 1671. 0. 0. TOLL BROTHERS INC COMMON 889478103 253. 9884. SH SOLE 9884. 0. 0. TOMPKINSTRUSTCO INC COMMON 890110109 26. 611. SH SOLE 611. 0. 0. TOO INC COMMON 890333107 124. 3242. SH SOLE 3242. 0. 0. TOOTSIE ROLL INDS COMMON 890516107 44. 1526. SH SOLE 1526. 0. 0. TORCHMARK CORP COMMON 891027104 507. 8349. SH SOLE 8349. 0. 0. TORO CO COMMON 891092108 56. 1190. SH SOLE 1190. 0. 0. TORONTO DOMINION BK COMMON 891160509 463871. 9125201. SH SOLE 8390136. 0. 735065. TOTAL S A ADR(1 O 89151E109 2350. 35860. SH SOLE 33660. 0. 2200. TOTAL SYS SVCS INC COMMON 891906109 104. 5418. SH SOLE 5418. 0. 0. TOWER GROUP INC COMMON 891777104 40. 1306. SH SOLE 1306. 0. 0. TRACTOR SUPPLY CO COMMON 892356106 158. 2855. SH SOLE 2855. 0. 0. TRADESTATION GRP INC COMMON 89267P105 25. 1980. SH SOLE 1980. 0. 0. ------- PAGE TOTAL 468558.
FORM 13F DATE: 060630 PAGE: 142
ITEM 8 ITEM 4 VOTING AUTHORITY FAIR ITEM 5 ITEM 6 (SHARES) MARKET ------------------------ INVESTMENT --------------------------- ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - ------ ------- --------- ------- -------- ------ -------- ---------- ------ -------- --------- -------- TRAMMEL CROW COMMON 89288R106 36. 1015. SH SOLE 1015. 0. 0. TRANSACTION SYS ARCH COMMON 893416107 162. 3897. SH SOLE 3897. 0. 0. TRANSALTA CORP COMMON 89346D107 14349. 693804. SH SOLE 559304. 0. 134500. TRANSATLANTIC HLDGS COMMON 893521104 101. 1811. SH SOLE 1811. 0. 0. TRANSCANADA CORP COMMON 89353D107 284600. 9963234. SH SOLE 8693769. 0. 1269465. TRANSOCEAN INC ORDINAR G90078109 2681. 33373. SH SOLE 33373. 0. 0. TREDEGAR CORP COMMON 894650100 33. 2117. SH SOLE 2117. 0. 0. TREEHOUSE FOODS INC COMMON 89469A104 33. 1372. SH SOLE 1372. 0. 0. TREND MICRO INC SPONS A 89486M206 252. 7430. SH SOLE 7430. 0. 0. TRIAD GTY INC COMMON 895925105 28. 582. SH SOLE 582. 0. 0. TRIAD HOSPITALS INC COMMON 89579K109 263. 6655. SH SOLE 6655. 0. 0. TRIARC COS INC CLASS B 895927309 33. 2099. SH SOLE 2099. 0. 0. TRIBUNE CO COMMON 896047107 886. 27316. SH SOLE 27316. 0. 0. TRICO BANCSHARES COMMON 896095106 31. 1130. SH SOLE 1130. 0. 0. TRIDENT MICROSYSTEMS COMMON 895919108 26. 1393. SH SOLE 1393. 0. 0. TRIMBLE NAVIGATION COMMON 896239100 202. 4521. SH SOLE 4521. 0. 0. TRINITY INDS INC COMMON 896522109 228. 5644. SH SOLE 5644. 0. 0. ------- PAGE TOTAL 303944.
FORM 13F DATE: 060630 PAGE: 143
ITEM 8 ITEM 4 VOTING AUTHORITY FAIR ITEM 5 ITEM 6 (SHARES) MARKET ----------------------- INVESTMENT ------------------------- ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - ------ ------- --------- ------ ------- ------ -------- ---------- ------ ------- --------- ------- TRIPLE CROWN MEDIA COMMON 89675K102 2. 276. SH SOLE 276. 0. 0. TRIQUINT SEMICONDTR COMMON 89674K103 25. 5544. SH SOLE 5544. 0. 0. TRIUMPH GROUP INC COMMON 896818101 32. 673. SH SOLE 673. 0. 0. TRIZEC PROPERTIES IN REIT 89687P107 121. 4240. SH SOLE 4240. 0. 0. TRIZETTO GROUP INC COMMON 896882107 23. 1558. SH SOLE 1558. 0. 0. TRONOX INC CLASS B 897051207 15. 1165. SH SOLE 1165. 0. 0. TRUMP ENTMT RESORTS COMMON 89816T103 27. 1356. SH SOLE 1356. 0. 0. TRUSTCO BK CORP N Y COMMON 898349105 169. 15309. SH SOLE 15309. 0. 0. TRUSTMARK CORP COMMON 898402102 49. 1590. SH SOLE 1590. 0. 0. TRUSTREET PROPERTIES COMMON 898404108 24. 1795. SH SOLE 1795. 0. 0. TRW AUTOMOTIVE HLDGS COMMON 87264S106 74. 2723. SH SOLE 2723. 0. 0. TTM TECHNOLOGIES IN COM 87305R109 41. 2802. SH SOLE 2802. 0. 0. TUESDAY MORNING COR COMMON 899035505 15. 1137. SH SOLE 1137. 0. 0. TUPPERWARE BRANDS COMMON 899896104 32. 1612. SH SOLE 1612. 0. 0. TURBOCHEF TECH COMMON 900006206 21. 1861. SH SOLE 1861. 0. 0. TXU CORP COMMON 873168108 2490. 41642. SH SOLE 41642. 0. 0. TYCO INTL LTD COMMON 902124106 7073. 257278. SH SOLE 257278. 0. 0. ------ PAGE TOTAL 10233.
FORM 13F DATE: 060630 PAGE: 144
ITEM 8 ITEM 4 VOTING AUTHORITY FAIR ITEM 5 ITEM 6 (SHARES) MARKET ---------------------- INVESTMENT ------------------------- ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - ------ ------- --------- ------ ------ ------ -------- ---------- ------ ------- --------- ------- TYLER TECHN INC COMMONN 902252105 33. 2974. SH SOLE 2974. 0. 0. TYSON FOODS INC CLASS A 902494103 361. 24291. SH SOLE 24291. 0. 0. U S B HLDG INC COMMON 902910108 27. 1183. SH SOLE 1183. 0. 0. U S G CORP COMMON 903293405 1662. 22783. SH SOLE 22783. 0. 0. U STORE IT TR REIT 91274F104 28. 1499. SH SOLE 1499. 0. 0. UAP HOLDINGS COMMON 903441103 30. 1386. SH SOLE 1386. 0. 0. UBIQUITEL INC COMMON 903474302 28. 2671. SH SOLE 2671. 0. 0. UCBH HOLDINGS INC COMMON 90262T308 153. 9274. SH SOLE 9274. 0. 0. UGI CORP COMMON 902681105 70. 2855. SH SOLE 2855. 0. 0. UIL HOLDING CO COMMON 902748102 228. 4049. SH SOLE 4049. 0. 0. ULTICOM INC COMMON 903844108 23. 2238. SH SOLE 2238. 0. 0. ULTIMATE SFTWRE GRP COMMON 90385D107 29. 1516. SH SOLE 1516. 0. 0. ULTRATECH INC COMMON 904034105 24. 1543. SH SOLE 1543. 0. 0. UMB FINL CORP COMMON 902788108 40. 1202. SH SOLE 1202. 0. 0. UMPQUA HLDGS CORP COMMON 904214103 144. 5601. SH SOLE 5601. 0. 0. UNIFIED ENERGY SYS SP ADR 904688108 28. 400. SH SOLE 400. 0. 0. UNIFIED ENERGY SYS GDR(100 904688207 761. 10892. SH SOLE 10892. 0. 0. ----- PAGE TOTAL 3669.
FORM 13F DATE: 060630 PAGE: 145
ITEM 8 ITEM 4 VOTING AUTHORITY FAIR ITEM 5 ITEM 6 (SHARES) MARKET ---------------------- INVESTMENT ------------------------- ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - ------ ------- --------- ------ ------ ------ -------- ---------- ------ ------- --------- ------- UNION BANKSHARES COMMON 905399101 23. 541. SH SOLE 541. 0. 0. UNION PAC CORP COMMON 907818108 1941. 20881. SH SOLE 20881. 0. 0. UNIONBANCAL CORP COMMON 908906100 266. 4115. SH SOLE 4115. 0. 0. UNISOURCE ENERGY COMMON 909205106 29. 943. SH SOLE 943. 0. 0. UNISYS CORPORATION COMMON 909214108 214. 34034. SH SOLE 34034. 0. 0. UNIT CORP COMMON 909218109 218. 3839. SH SOLE 3839. 0. 0. UNITED AUTO GROUP COMMON 909440109 54. 2546. SH SOLE 2546. 0. 0. UNITED CMNTY BKS GA CAP 90984P105 32. 1052. SH SOLE 1052. 0. 0. UNITED CMNTY FINL COMMON 909839102 27. 2241. SH SOLE 2241. 0. 0. UNITED DOMINION RLTY COMMON 910197102 312. 11156. SH SOLE 11156. 0. 0. UNITED FIRE & CAS CO COMMON 910331107 20. 649. SH SOLE 649. 0. 0. UNITED INDL CORP COMMON 910671106 27. 593. SH SOLE 593. 0. 0. UNITED NAT FOODS INC COMMON 911163103 128. 3868. SH SOLE 3868. 0. 0. UNITED ONLINE INC COMMON 911268100 22. 1824. SH SOLE 1824. 0. 0. UNITED PANAM FINANC COMMON 911301109 32. 1058. SH SOLE 1058. 0. 0. UNITED PARCEL SV INC CLASS B 911312106 7668. 93135. SH SOLE 93135. 0. 0. UNITED RENTAL INC COMMON 911363109 190. 5936. SH SOLE 5936. 0. 0. ------ PAGE TOTAL 11203.
FORM 13F DATE: 060630 PAGE: 146
ITEM 8 ITEM 4 VOTING AUTHORITY FAIR ITEM 5 ITEM 6 (SHARES) MARKET ----------------------- INVESTMENT ------------------------- ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - ------ ------ --------- ------ ------- ------ -------- ---------- ------ ------- --------- ------- UNITED STATES CELLUL COMMON 911684108 144. 2376. SH SOLE 2376. 0. 0. UNITED STATES STL COMMON 912909108 628. 8961. SH SOLE 8961. 0. 0. UNITED STATIONERS COMMON 913004107 45. 915. SH SOLE 915. 0. 0. UNITED SURGICAL PART COMMON 913016309 115. 3826. SH SOLE 3826. 0. 0. UNITED TECHNOLOGIES COMMON 913017109 14008. 220950. SH SOLE 213245. 0. 7705. UNITED THERAPEUTICS COMMON 91307C102 36. 623. SH SOLE 623. 0. 0. UNITED UTILS PLC SP ADR( E91311Q10 828. 34940. SH SOLE 32150. 0. 2790. UNITEDHEALTH GRP INC COMMON 91324P102 5311. 118612. SH SOLE 115162. 0. 3450. UNITRIN INCORPORATED COMMON 913275103 82. 1884. SH SOLE 1884. 0. 0. UNIVERSAL AMERN FINL COMMON 913377107 23. 1740. SH SOLE 1740. 0. 0. UNIVERSAL COMPR HLD COMMON 913431102 54. 864. SH SOLE 864. 0. 0. UNIVERSAL CORP COMMON 913456109 26. 703. SH SOLE 703. 0. 0. UNIVERSAL FST PRODS COMMON 913543104 31. 492. SH SOLE 492. 0. 0. UNIVERSAL HEALTH SVC CLASS B 913903100 223. 4433. SH SOLE 4433. 0. 0. UNIVERSAL TECHNICAL COMMON 913915104 19. 869. SH SOLE 869. 0. 0. UNIVERSAL TRUCKLOAD COMMON 91388P105 40. 1170. SH SOLE 1170. 0. 0. UNIVISION COMMUN INC CLASS A 914906102 709. 21151. SH SOLE 21151. 0. 0. ------ PAGE TOTAL 22322.
FORM 13F DATE: 060630 PAGE: 147
ITEM 8 ITEM 4 VOTING AUTHORITY FAIR ITEM 5 ITEM 6 (SHARES) MARKET ----------------------- INVESTMENT ------------------------- ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - ------ ------- --------- ------ ------- ------ -------- ---------- ------ ------- --------- ------- UNTD BKSH INC WEST V COMMON 909907107 44. 1194. SH SOLE 1194. 0. 0. UNUMPROVIDENT COR COMMON 91529Y106 1639. 90396. SH SOLE 88716. 0. 1680. UPM KYMMENE ADR (1S EUPM 759. 35320. SH SOLE 32520. 0. 2800. URBAN OUTFITTERS COMMON 917047102 211. 12073. SH SOLE 12073. 0. 0. URS CORP COMMON 903236107 160. 3803. SH SOLE 3803. 0. 0. US AIRWAYS GROUP COMMON 90341W108 95. 1878. SH SOLE 1878. 0. 0. US BANCORP DEL COMMON 902973304 6261. 202768. SH SOLE 202768. 0. 0. USA MOBILITY COMMON 90341G103 15. 929. SH SOLE 929. 0. 0. USANA HEALTH SCIENC COMMON 90328M107 26. 685. SH SOLE 685. 0. 0. USEC INC COMMON 90333E108 27. 2320. SH SOLE 2320. 0. 0. USI HOLDINGS COMMON 90333H101 26. 1922. SH SOLE 1922. 0. 0. USOL HLDGS INC COMMON 90338Y109 0. 1800. SH SOLE 1800. 0. 0. UST INC COMMON 902911106 1429. 31618. SH SOLE 30208. 0. 1410. UTI WORLDWIDE INC ORDINAR G87210103 65. 2571. SH SOLE 2571. 0. 0. UTSTARCOM INC COMMON 918076100 24. 3132. SH SOLE 3132. 0. 0. V F CORP COMMON 918204108 562. 8280. SH SOLE 8280. 0. 0. VAIL RESORTS INC COMMON 91879Q109 36. 975. SH SOLE 975. 0. 0. ------ PAGE TOTAL 11379.
FORM 13F DATE: 060630 PAGE: 148
ITEM 8 ITEM 4 VOTING AUTHORITY FAIR ITEM 5 ITEM 6 (SHARES) MARKET ---------------------- INVESTMENT ------------------------- ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - ------ ------ --------- ------ ------ ------ -------- ---------- ------ ------- --------- ------- VALASSIS COMMUNICTNS COMMON 918866104 109. 4602. SH SOLE 4602. 0. 0. VALEANT PHARMA INTL COMMON 91911X104 138. 8174. SH SOLE 8174. 0. 0. VALERO ENERGY CORP COMMON 91913Y100 4446. 66840. SH SOLE 63240. 0. 3600. VALERO L P COMMON 91913W104 51. 1024. SH SOLE 1024. 0. 0. VALHI INC COMMON 918905100 81. 3288. SH SOLE 3288. 0. 0. VALLEY NATL BANCORP COMMON 919794107 83. 3215. SH SOLE 3215. 0. 0. VALMONT INDS INC COMMON 920253101 35. 762. SH SOLE 762. 0. 0. VALOR COMMUNICATIONS COMMON 920255106 25. 2173. SH SOLE 2173. 0. 0. VALSPAR CORP COMMON 920355104 228. 8626. SH SOLE 8626. 0. 0. VALUE LINE INC COMMON 920437100 28. 654. SH SOLE 654. 0. 0. VALUECLICK INC COMMON 92046N102 42. 2738. SH SOLE 2738. 0. 0. VARIAN INC COMMON 922206107 135. 3246. SH SOLE 3246. 0. 0. VARIAN MED SYS INC COMMON 92220P105 472. 9971. SH SOLE 9971. 0. 0. VARIAN SEMICONDUC EQ COMMON 922207105 171. 5249. SH SOLE 5249. 0. 0. VASCO DATA SEC INT COMMON 92230Y104 22. 2601. SH SOLE 2601. 0. 0. VCA ANTECH INC COMMON 918194101 221. 6932. SH SOLE 6932. 0. 0. VECTOR GROUP LTD COMMON 92240M108 23. 1410. SH SOLE 1410. 0. 0. ----- PAGE TOTAL 6310.
FORM 13F DATE: 060630 PAGE: 149
ITEM 8 ITEM 4 VOTING AUTHORITY FAIR ITEM 5 ITEM 6 (SHARES) MARKET ----------------------- INVESTMENT ------------------------- ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - ------ ------- --------- ------ ------- ------ -------- ---------- ------ ------- --------- ------- VECTREN CORP COMMON 92240G101 57. 2091. SH SOLE 2091. 0. 0. VEECO INSTRS INC COMMON 922417100 34. 1427. SH SOLE 1427. 0. 0. VENTANA MED SYS INC COMMON 92276H106 45. 956. SH SOLE 956. 0. 0. VENTAS INC COMMON 92276F100 96. 2829. SH SOLE 2829. 0. 0. VERIFONE HLDGS INC COMMON 92342Y109 57. 1859. SH SOLE 1859. 0. 0. VERINT SYS INC COMMON 92343X100 25. 872. SH SOLE 872. 0. 0. VERISIGN INC COMMON 92343E102 544. 23469. SH SOLE 23469. 0. 0. VERITAS DGC INC COMMON 92343P107 164. 3184. SH SOLE 3184. 0. 0. VERIZON COMMUNICATNS COMMON 92343V104 8369. 249906. SH SOLE 249906. 0. 0. VERTEX PHARMACEUTICL COMMON 92532F100 272. 7419. SH SOLE 7419. 0. 0. VERTRUE INC COMMON 92534N101 31. 712. SH SOLE 712. 0. 0. VIACOM INC CLASS B 92553P201 3693. 103033. SH SOLE 102350. 0. 683. VIAD CORP COMMON 92552R406 27. 861. SH SOLE 861. 0. 0. VIASAT INC COMMON 92552V100 25. 961. SH SOLE 961. 0. 0. VIASYS HEALTHCARE IN COMMON 92553Q209 24. 926. SH SOLE 926. 0. 0. VICEROY EXPL LTD COMMON 925621104 7255. 963000. SH SOLE 963000. 0. 0. VICOR CORP COMMON 925815102 26. 1545. SH SOLE 1545. 0. 0. ------ PAGE TOTAL 20744.
FORM 13F DATE: 060630 PAGE: 150
ITEM 8 ITEM 4 VOTING AUTHORITY FAIR ITEM 5 ITEM 6 (SHARES) MARKET ---------------------- INVESTMENT ------------------------- ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - ------ ------- --------- ------ ------ ------ -------- ---------- ------ ------- --------- ------- VIGNETTE CORP COMMON 926734401 22. 1505. SH SOLE 1505. 0. 0. VIMPEL COMMUNICATION ADR (0. 68370R109 147. 3201. SH SOLE 3201. 0. 0. VIRGINIA COMM BANCP COMMON 92778Q109 32. 1348. SH SOLE 1348. 0. 0. VIROPHARMA INC COMMON 928241108 13. 1516. SH SOLE 1516. 0. 0. VISHAY INTERTECH COMMON 928298108 244. 15503. SH SOLE 15503. 0. 0. VISTAPRINT LIMITED COMMON G93762204 36. 1336. SH SOLE 1336. 0. 0. VISTEON CORP COMMON 92839U107 34. 4731. SH SOLE 4731. 0. 0. VITAL SIGNS INC COMMON 928469105 28. 558. SH SOLE 558. 0. 0. VITESSE SEMICONDCTOR COMMON 928497106 17. 11650. SH SOLE 11650. 0. 0. VODAFONE GRP PLC ADR(10 92857W100 191. 8950. SH SOLE 8950. 0. 0. VOLCOM INC COMMON 92864N101 25. 795. SH SOLE 795. 0. 0. VORNADO RLTY TR SH BEN 929042109 956. 9802. SH SOLE 9802. 0. 0. VULCAN MATERIALS CO COMMON 929160109 626. 8023. SH SOLE 8023. 0. 0. W HLDG CO INC COMMON 929251106 30. 4508. SH SOLE 4508. 0. 0. W&T OFFSHORE INC COMMON 92922P106 71. 1815. SH SOLE 1815. 0. 0. W-H ENERGY SVCS INC COMMON 92925E108 144. 2829. SH SOLE 2829. 0. 0. W.P. CAREY & CO LLC COMMON 92930Y107 28. 1104. SH SOLE 1104. 0. 0. ----- PAGE TOTAL 2644.
FORM 13F DATE: 060630 PAGE: 151
ITEM 8 ITEM 4 VOTING AUTHORITY FAIR ITEM 5 ITEM 6 (SHARES) MARKET ----------------------- INVESTMENT ------------------------- ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - ------ ------- --------- ------ ------- ------ -------- ---------- ------ ------- --------- ------- WABASH NATL CORP COMMON 929566107 22. 1410. SH SOLE 1410. 0. 0. WABTEC COMMON 929740108 47. 1253. SH SOLE 1253. 0. 0. WACHOVIA CORP 2ND NEW 929903102 18490. 341909. SH SOLE 340989. 0. 920. WADDELL & REED FINL CLASS A 930059100 162. 7886. SH SOLE 7886. 0. 0. WAL MART STORES INC COMMON 931142103 17948. 372667. SH SOLE 371627. 0. 1040. WALGREEN CO COMMON 931422109 3877. 86471. SH SOLE 86471. 0. 0. WALT DISNEY CO COMMON 254687106 6637. 221297. SH SOLE 221297. 0. 0. WALTER INDS INC COMMON 93317Q105 61. 1064. SH SOLE 1064. 0. 0. WARNACO GROUP INC CL A NE 934390402 24. 1266. SH SOLE 1266. 0. 0. WARNER MUSIC GRP COMMON 934550104 120. 4085. SH SOLE 4085. 0. 0. WARREN RESOURCES COMMON 93564A100 24. 1700. SH SOLE 1700. 0. 0. WASH REAL ESTATE INV SH BEN 939653101 42. 1150. SH SOLE 1150. 0. 0. WASHINGTON FED INC COMMON 938824109 55. 2383. SH SOLE 2383. 0. 0. WASHINGTON GROUP INT COMMON 938862208 39. 723. SH SOLE 723. 0. 0. WASHINGTON MUTUAL COMMON 939322103 3814. 83673. SH SOLE 83673. 0. 0. WASHINGTON POST CO CLASS B 939640108 452. 580. SH SOLE 580. 0. 0. WASHINGTON TR BANCOR COM 940610108 26. 920. SH SOLE 920. 0. 0. ------ PAGE TOTAL 51840.
FORM 13F DATE: 060630 PAGE: 152
ITEM 8 ITEM 4 VOTING AUTHORITY FAIR ITEM 5 ITEM 6 (SHARES) MARKET ----------------------- INVESTMENT ------------------------- ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - ------ ------- --------- ------ ------- ------ -------- ---------- ------ ------- --------- ------- WASTE CONNECTIONS I COMMON 941053100 48. 1321. SH SOLE 1321. 0. 0. WASTE MANAGEMENT INC COMMON 94106L109 4629. 129130. SH SOLE 129130. 0. 0. WATERS CORP COMMON 941848103 397. 8940. SH SOLE 8940. 0. 0. WATSCO INC COMMON 942622200 38. 631. SH SOLE 631. 0. 0. WATSON PHARMACEUTCLS COMMON 942683103 207. 8874. SH SOLE 8874. 0. 0. WATSON WYATT WLDWIDE CLASS A 942712100 40. 1147. SH SOLE 1147. 0. 0. WATTS WATER TECH CLASS A 942749102 31. 912. SH SOLE 912. 0. 0. WAUSAU PAPER CO COMMON 943315101 126. 10146. SH SOLE 10146. 0. 0. WAUWATOSA HOLDINGS COMMON 94348P108 39. 2264. SH SOLE 2264. 0. 0. WCI CMNTYS INC COMMON 92923C104 25. 1226. SH SOLE 1226. 0. 0. WD-40 CO COMMON 929236107 31. 929. SH SOLE 929. 0. 0. WEATHERFORD INTL LTD COMMON G95089101 1531. 30859. SH SOLE 30859. 0. 0. WEBEX INC COMMON 94767L109 120. 3367. SH SOLE 3367. 0. 0. WEBMD HEALTH CORP CLASS A 94770V102 72. 1513. SH SOLE 1513. 0. 0. WEBMETHODS INC COMMON 94768C108 33. 3390. SH SOLE 3390. 0. 0. WEBSENSE INC COMMON 947684106 59. 2886. SH SOLE 2886. 0. 0. WEBSTER FINANCIAL CO COMMON 947890109 70. 1480. SH SOLE 1480. 0. 0. ----- PAGE TOTAL 7496.
FORM 13F DATE: 060630 PAGE: 153
ITEM 8 ITEM 4 VOTING AUTHORITY FAIR ITEM 5 ITEM 6 (SHARES) MARKET ----------------------- INVESTMENT ------------------------- ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - ------ ---------- --------- ------ ------- ------ -------- ---------- ------ ------- --------- ------- WEIGHT WATCHERS INTL COMMON 948626106 116. 2825. SH SOLE 2825. 0. 0. WEINGARTEN RLTY INVS SH BEN 948741103 90. 2356. SH SOLE 2356. 0. 0. WEIS MKTS INC COMMON 948849104 31. 746. SH SOLE 746. 0. 0. WELLCARE HEALTH PLAN COMMON 94946T106 53. 1077. SH SOLE 1077. 0. 0. WELLPOINT INC COMMON 94973V107 4130. 56749. SH SOLE 56749. 0. 0. WELLS FARGO & CO COMMON 949746101 23248. 346839. SH SOLE 345329. 0. 1510. WENDYS INTL INC COMMON 950590109 530. 9088. SH SOLE 9088. 0. 0. WERNER ENTERPRISES COMMON 950755108 44. 2181. SH SOLE 2181. 0. 0. WESBANCO INC COMMON 950810101 26. 823. SH SOLE 823. 0. 0. WESCO FINL CORP COMMON 950817106 75. 196. SH SOLE 196. 0. 0. WESCO INTL INC COMMON 95082P105 2637. 38222. SH SOLE 37422. 0. 800. WEST COAST BANCORP COMMON 952145100 29. 984. SH SOLE 984. 0. 0. WEST CORP COMMON 952355105 90. 1882. SH SOLE 1882. 0. 0. WEST PHARMACEUT SVS COMMON 955306105 39. 1062. SH SOLE 1062. 0. 0. WESTAMERICA BANCORP COMMON 957090103 45. 921. SH SOLE 921. 0. 0. WESTAR ENERGY INC COMMON 95709T100 190. 9027. SH SOLE 9027. 0. 0. WESTERN ALLIANCE BCP COMMON 957638109 31. 897. SH SOLE 897. 0. 0. ------ PAGE TOTAL 31404.
FORM 13F DATE: 060630 PAGE: 154
ITEM 8 ITEM 4 VOTING AUTHORITY FAIR ITEM 5 ITEM 6 (SHARES) MARKET ---------------------- INVESTMENT ------------------------- ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - ------ ---------- --------- ------ ------ ------ -------- ---------- ------ ------- --------- ------- WESTERN DIGITAL CORP COMMON 958102105 325. 16419. SH SOLE 16419. 0. 0. WESTERN GAS RES INC COMMON 958259103 306. 5116. SH SOLE 5116. 0. 0. WESTLAKE CHEM CORP COMMON 960413102 53. 1786. SH SOLE 1786. 0. 0. WESTPAC BANKING CP SP ADR 961214301 43. 500. SH SOLE 500. 0. 0. WESTWOOD ONE INC COMMON 961815107 20. 2676. SH SOLE 2676. 0. 0. WEYERHAEUSER CO COMMON 962166104 3337. 53643. SH SOLE 53643. 0. 0. WGL HOLDINGS INC COMMON 92924F106 39. 1339. SH SOLE 1339. 0. 0. WHIRLPOOL CORP COMMON 963320106 617. 7465. SH SOLE 7465. 0. 0. WHITE MTNS INS GROUP COMMON G9618E107 145. 297. SH SOLE 297. 0. 0. WHITING PETE CORP COMMON 966387102 40. 945. SH SOLE 945. 0. 0. WHITNEY HLDG CORP COMMON 966612103 214. 6053. SH SOLE 6053. 0. 0. WHOLE FOODS MKT INC COMMON 966837106 766. 11844. SH SOLE 11844. 0. 0. WILEY JOHN & SONS CLASS A 968223206 54. 1633. SH SOLE 1633. 0. 0. WILLIAMS COS INC COM USD 969457100 1087. 46517. SH SOLE 46517. 0. 0. WILLIAMS SCOTSMAN COMMON 96950G102 36. 1668. SH SOLE 1668. 0. 0. WILLIAMS SONOMA INC COMMON 969904101 302. 8872. SH SOLE 8872. 0. 0. WILMINGTON TRUST CRP COMMON 971807102 78. 1857. SH SOLE 1857. 0. 0. ----- PAGE TOTAL 7462.
FORM 13F DATE: 060630 PAGE: 155
ITEM 8 ITEM 4 VOTING AUTHORITY FAIR ITEM 5 ITEM 6 (SHARES) MARKET ---------------------- INVESTMENT ------------------------- ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - ------ ------- --------- ------ ------ ------ -------- ---------- ------ ------- --------- ------- WILSHIRE BANCORP INC COMMON 97186T108 28. 1544. SH SOLE 1544. 0. 0. WIMM-BILL-DANN FOOD SPONSOR 97263M109 259. 6614. SH SOLE 6614. 0. 0. WIND RIVER SYSTEM COMMON 973149107 20. 2263. SH SOLE 2263. 0. 0. WINNEBAGO INDS INC COMMON 974637100 115. 3697. SH SOLE 3697. 0. 0. WINTRUST FINL CORP COMMON 97650W108 163. 3212. SH SOLE 3212. 0. 0. WIPRO LTD SPON AD 97651M109 38. 3000. SH SOLE 3000. 0. 0. WIRELESS FACILITIES COMMON 97653A103 13. 4817. SH SOLE 4817. 0. 0. WISCONSIN ENERGY COMMON 976657106 369. 9168. SH SOLE 9168. 0. 0. WITNESS SYS INC COMMON 977424100 27. 1326. SH SOLE 1326. 0. 0. WMS INDUSTRIES INC COMMON 929297109 28. 1027. SH SOLE 1027. 0. 0. WOLTERS KLUWER N V SP ADR 977874205 49. 2050. SH SOLE 2050. 0. 0. WOLVERINE WORLD WIDE COMMON 978097103 37. 1579. SH SOLE 1579. 0. 0. WOODWARD GOVNR CO COMMON 980745103 29. 951. SH SOLE 951. 0. 0. WORLD ACCEP CORP COMMON 981419104 33. 936. SH SOLE 936. 0. 0. WORLD FUEL SVCS CORP COMMON 981475106 143. 3124. SH SOLE 3124. 0. 0. WORLD WRESTLING ENT CLASS A 98156Q108 32. 1887. SH SOLE 1887. 0. 0. WORTHINGTON INDS INC COMMON 981811102 50. 2410. SH SOLE 2410. 0. 0. ----- PAGE TOTAL 1433.
FORM 13F DATE: 060630 PAGE: 156
ITEM 8 ITEM 4 VOTING AUTHORITY FAIR ITEM 5 ITEM 6 (SHARES) MARKET ------------------------ INVESTMENT -------------------------- ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - ------ ------ --------- ------ -------- ------ -------- ---------- ------ -------- --------- ------- WPP GROUP PLC SP ADR( 929309409 354. 5865. SH SOLE 5865. 0. 0. WPS RESOURCES CORP COMMON 92931B106 57. 1152. SH SOLE 1152. 0. 0. WRIGHT EXPRESS CORP COMMON 98233Q105 32. 1128. SH SOLE 1128. 0. 0. WRIGHT MED GROUP INC COMMON 98235T107 27. 1273. SH SOLE 1273. 0. 0. WRIGLEY WM JR CO COMMON 982526105 717. 15812. SH SOLE 15812. 0. 0. WSFS FINL CORP COMMON 929328102 25. 414. SH SOLE 414. 0. 0. WYETH COMMON 983024100 6280. 141478. SH SOLE 141478. 0. 0. WYNN RESORTS LTD COMMON 983134107 284. 3868. SH SOLE 3868. 0. 0. XCEL ENERGY INC COMMON 98389B100 640. 33357. SH SOLE 33357. 0. 0. XERIUM TECHNOLOGIES COMMON 98416J100 28. 3012. SH SOLE 3012. 0. 0. XEROX CORP COMMON 984121103 1170. 84119. SH SOLE 84119. 0. 0. XILINX INC COMMON 983919101 822. 36293. SH SOLE 36293. 0. 0. XL CAP LTD CLASS A G98255105 860. 14036. SH SOLE 14036. 0. 0. XM SATELLITE RADIO CLASS A 983759101 131. 8964. SH SOLE 8964. 0. 0. XTO ENERGY INC COMMON 98385X106 2508. 56658. SH SOLE 51158. 0. 5500. YAHOO INC COMMON 984332106 7530. 228237. SH SOLE 228237. 0. 0. YAMANA GOLD INC COMMON 98462Y100 13772. 1401062. SH SOLE 1401062. 0. 0. ------ PAGE TOTAL 35237.
FORM 13F DATE: 060630 PAGE: 157
ITEM 8 ITEM 4 VOTING AUTHORITY FAIR ITEM 5 ITEM 6 (SHARES) MARKET ---------------------- INVESTMENT ------------------------- ITEM 1 ITEM 2 ITEM 3 VALUE SH/PRN DISCRETION ITEM 7 ISSUER CLASS SECID (000s) AMOUNT SH/PRN PUT/CALL TYPE MGRS (A)SOLE (B)SHARED (C)NONE - ------ ------- --------- -------- ------ ------ -------- ---------- ------ ------- --------- ------- YANKEE CANDLE INC COMMON 984757104 31. 1250. SH SOLE 1250. 0. 0. YARDVILLE NATL BANC COMMON 985021104 27. 747. SH SOLE 747. 0. 0. YRC WORLDWIDE COMMON 984249102 202. 4787. SH SOLE 4787. 0. 0. YUM BRANDS INC COMMON 988498101 3151. 62689. SH SOLE 62689. 0. 0. ZALE CORP COMMON 988858106 117. 4850. SH SOLE 4850. 0. 0. ZEBRA TECHNOLOGIES CLASS A 989207105 203. 5932. SH SOLE 5932. 0. 0. ZENITH NATL INS CORP COMMON 989390109 128. 3228. SH SOLE 3228. 0. 0. ZIMMER HOLDINGS COMMON 98956P102 4114. 72527. SH SOLE 71917. 0. 610. ZIONS BANCORPORATION COMMON 989701107 640. 8210. SH SOLE 8210. 0. 0. ZORAN CORP COMMON 98975F101 38. 1549. SH SOLE 1549. 0. 0. ZUMIEZ INC COMMON 989817101 48. 1276. SH SOLE 1276. 0. 0. ZYGO CORP COMMON 989855101 29. 1761. SH SOLE 1761. 0. 0. ZYMOGENETICS INC COMMON 98985T109 34. 1801. SH SOLE 1801. 0. 0. -------- PAGE TOTAL 8762. -------- GRAND TOTAL 9474259.
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