-----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, Hr/UgfczZRfs1upO7i1ZJQUpwlR55DOQ6wWjc4Zokec+xArvL8rTVr9oN2uomSNT 2tYgxMyIwYZlB+bzkUkjKg== 0000909567-05-001266.txt : 20050809 0000909567-05-001266.hdr.sgml : 20050809 20050809170229 ACCESSION NUMBER: 0000909567-05-001266 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20050630 FILED AS OF DATE: 20050809 DATE AS OF CHANGE: 20050809 EFFECTIVENESS DATE: 20050809 FILER: COMPANY DATA: COMPANY CONFORMED NAME: TD ASSET MANAGEMENT INC CENTRAL INDEX KEY: 0001056053 STATE OF INCORPORATION: A6 FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-05987 FILM NUMBER: 051010753 BUSINESS ADDRESS: STREET 1: 55 KING ST WEST 7TH FL P O BOX 3TD CENT STREET 2: P O BOX 3 TD CENTER TORONTO ONTARIO CITY: TORONTO STATE: A6 ZIP: 00000 MAIL ADDRESS: STREET 1: P O BOX 3 TD CENTER 7TH FLOOR STREET 2: 55 KING ST W TORONTO DOMINION CENTRE CITY: TORONTO STATE: A6 ZIP: 00000 13F-HR 1 t17546e13fvhr.txt FORM 13F-HR 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, 2005 Check here if Amendment [ ]: Amendment Number _______ This Amendment (Check only one): [ ] is a restatement [ ] adds new holdings entries. Institutional Investment Manager Filing this Report: Name: TD Asset Management Inc.__________________________________________ Address: Canada Trust Tower, BCE Place, 161 Bay Street, 35th Floor, Toronto, Ontario, M5J 2T2 Form 13F File Number: 28- 05987 This 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 form. Person Signing this Report on Behalf of Reporting Manager: Name: Barbara Callbeck Title: Managing Director Phone: 416-983-5346_____________________________________________ Signature, Place, and Date of Signing: Jean Martindale Toronto, Ontario July 29, 2005 [Signature] [City, State] [Date] Report Type (Check only one): [X] 13F HOLDINGS REPORT. (Check here if all holdings of this reporting manager are reported in this report) [ ] 13F NOTICE (Check here if no holdings reported are in this report, and all holdings are reported by other reporting manager(s).) [ ] 13F COMBINATION REPORT. (Check here if a portion of the holdings for this reporting manager are reported in this report and a portion are reported by other reporting manager(s).) FORM 13F SUMMARY PAGE Report summary: Number of Other Included Managers: Four (4) Form 13F Information Table Entry Total: 3373 Form 13F Information Table Value Total: C$ 28,126,959,685 LIST OF OTHER INCLUDED MANAGERS: Provide a numbered list of the name(s) and Form 13F file number(s) of all institutional investment managers with respect to which this report is filed, other than the manager filing this report.
No. Form 13F File Number Name 1 28-______________________ TD Harbour Capital 2 28-______________________ The Canada Trust Company 3 28-______________________ Toronto Dominion Investments, Inc. 4 28-______________________ TD Securities, Inc.
CUSIP ISSUER DESCRIPTION TOTAL SHARES MARKET VALUE C$ OTHER INCLUDED MANAGERS 000375204 ABB LTD 219,500 1,740,734 00086T103 A C MOORE ARTS & CRAFTS INC 3,500 135,506 000886309 A D C TELECOMMUNICATIONS 17,764 473,707 00089C107 ADE CORP MASS 650 22,331 000937102 ABN AMRO HLDG NV 292,874 8,944,890 000957100 ABM INDS INC 744 17,769 001055102 AFLAC INC 86,382 4,579,053 001084102 AGCO CORP 45,900 1,074,894 001204106 AGL RES INC 1,250 59,173 00130H105 AES CORP 273,930 5,495,645 001547108 AK STL HLDG CORP 1,900 14,917 00163T109 AMB PROPERTY CORP 1,950 103,726 001712108 AMICAS INC 360 2,032 001735109 AMLI RESIDENTIAL PPTYS TR 450 17,229 001744101 AMN HEALTHCARE SERVICES INC 500 9,204 001765106 AMR CORP 3,314 49,154 001853100 APA ENTERPRISES INC 700 1,140 001941103 ATI TECHNOLOGIES INC 4,185,642 60,692,462 001957505 AT&T CORP 320,004 7,462,721 00207R101 ATMI INC 9,200 326,889 002444107 AVX CORP NEW 2,150 31,916 002535201 AARON RENTS INC 375 11,432 002824100 ABBOTT LABS 741,923 44,581,568 002893105 ABER DIAMOND CORP 1,474,509 55,299,470 002896207 ABERCROMBIE & FITCH CO 2,600 218,774 003009107 ABERDEEN ASIA PACIFIC INCOM 35,000 274,787 003013109 ABERDEEN GLOBAL INCOME FD IN 2 33 00339B107 ABGENIX INC 184,842 1,942,465 003830106 ABRAXAS PETE CORP 120 413 003924107 ABITIBI-CONSOLIDATED INC 7,062,741 38,603,230 00437V104 ACCREDO HEALTH INC 7,300 405,923 004398103 ACCURIDE CORP 4,600 59,890 004930202 ACTIVISION INC NEW 381,126 7,711,588 00508X203 ACTUANT CORP 10,117 594,039 00508Y102 ACUITY BRANDS INC 400 12,586 005125109 ACXIOM CORP 1,450 37,082 00651F108 ADAPTEC INC 1,850 8,792 00686U104 ADESA INC 1,700 45,329 007094105 ADMINISTAFF INC 750 21,826 00724F101 ADOBE SYS INC 461,140 16,165,372 00724X102 ADOLOR CORP 95,000 1,076,293 00738A106 ADTRAN INC 94,900 2,881,429 00739W107 ADVANCE AMER CASH ADVANCE CT 1,555 30,473 00751Y106 ADVANCE AUTO PARTS INC 1,846 145,946 007525108 ADVANCED DIGITAL INFORMATION 935 8,703 00757T101 ADVANCED NEUROMODULATION SYS 12,200 592,921 007585102 ADVO INC 475 18,530 00762W107 ADVISORY BRD CO 91,450 5,459,268 00763M108 ADVANCED MEDICAL OPTICS INC 51,546 2,539,647 007768104 AEROFLEX INC 550 5,659 007865108 AEROPOSTALE 1,075 44,240 007903107 ADVANCED MICRO DEVICES INC 499,895 10,616,786 007924103 AEGON N V 957 15,349 007942105 ADVANTA CORP 300 9,451 007973100 ADVANCED ENERGY INDS 1,150 11,071 007974108 ADVENT SOFTWARE INC 730 18,115 007975204 AETERNA ZENTARIS INC 360,759 2,038,288 00808V105 AETHER SYS INC 300 1,209
00817Y108 AETNA INC NEW 272,192 27,610,595 008190100 AFFILIATED COMPUTER SERVICES 325,082 20,345,998 008252108 AFFILIATED MANAGERS GROUP 27,900 2,334,967 00826T108 AFFYMETRIX INC 81,936 5,412,157 00845V308 AGERE SYS INC 3,423 50,463 00846U101 AGILENT TECHNOLOGIES INC 105,536 2,975,652 00846X105 AGILE SOFTWARE CORP DEL 550 4,244 008474108 AGNICO EAGLE MINES LTD 828,766 12,704,983 008916108 AGRIUM INC 1,262,432 30,222,622 009158106 AIR PRODS & CHEMS INC 71,382 5,271,949 009363102 AIRGAS INC 31,727 958,657 00949P108 AIRTRAN HLDGS INC 1,550 17,523 00971T101 AKAMAI TECHNOLOGIES INC 1,700 27,339 010199305 AKZO NOBEL NV 175 8,569 010317105 ALABAMA NATL BANCORP DELA 17,000 1,361,108 011311107 ALAMO GROUP INC 100 2,287 011589108 ALAMOSA HLDGS INC 10,750 183,016 011659109 ALASKA AIR GROUP INC 680 24,778 012348108 ALBANY INTL CORP 84,600 3,327,177 012653101 ALBEMARLE CORP 800 35,735 013068101 ALBERTO CULVER CO 209,263 11,278,538 013104104 ALBERTSONS INC 263,306 6,669,410 013716105 ALCAN INC 8,387,786 308,502,025 013817101 ALCOA INC 585,628 18,769,943 013904305 ALCATEL 490 6,651 014477103 ALERIS INTL INC 400 11,048 014482103 ALEXANDER & BALDWIN INC 773 43,883 015271109 ALEXANDRIA REAL ESTATE EQ IN 400 35,985 015351109 ALEXION PHARMACEUTICALS INC 64,200 1,811,685 015385107 ALFA CORP 1,171 21,112 016255101 ALIGN TECHNOLOGY INC 1,400 12,637 01642T108 ALKERMES INC 295,908 4,791,300 017175100 ALLEGHANY CORP DEL 108 39,287 017361106 ALLEGHENY ENERGY INC 25,982 802,570 01741R102 ALLEGHENY TECHNOLOGIES INC 15,631 422,352 018490102 ALLERGAN INC 20,689 2,159,972 018522300 ALLETE INC 600 36,671 01853E204 ALLIANCE ATLANTIS COMMUNICAT 374,367 10,781,770 01855A101 ALLIANCE CAP MGMT HLDG L P 1,874 107,681 018581108 ALLIANCE DATA SYSTEMS CORP 9,733 490,747 01859P609 ALLIANCE GAMING CORP 1,000 17,172 01877H100 ALLIANCE SEMICONDUCTOR CORP 3,400 10,619 018802108 ALLIANT ENERGY CORP 2,037 70,232 018804104 ALLIANT TECHSYSTEMS INC 42,754 3,696,976 01903Q108 ALLIED CAP CORP NEW 900 32,089 019121201 ALLIED DOMECQ PLC 5,000 302,016 019228402 ALLIED IRISH BKS P L C 132,407 7,078,417 019589308 ALLIED WASTE INDS INC 180,279 1,750,989 019754100 ALLMERICA FINL CORP 750 34,071 01988P108 ALLSCRIPTS HEALTHCARE SOLUTI 13,500 274,643 020002101 ALLSTATE CORP 125,890 9,213,377 020039103 ALLTEL CORP 118,885 9,068,612 020813101 ALPHARMA INC 450 7,975 021441100 ALTERA CORP 212,511 5,158,818 02144G107 ALTEON INC 9,200 2,479 02148M100 ALTIRIS INC 9,800 176,205 02209S103 ALTRIA GROUP INC 923,866 73,171,917 023135106 AMAZON COM INC 193,963 7,858,679 023139108 AMBAC FINL GROUP INC 18,790 1,605,456
023177108 AMBASSADORS GROUP INC 150 6,833 023178106 AMBASSADORS INTL INC 750 12,539 02341W103 AMCOL INTL CORP 600 13,808 02343R102 AMEGY BANCORPORATION INC 24,700 677,052 023551104 AMERADA HESS CORP 93,282 12,168,959 023608102 AMEREN CORP 35,416 2,398,777 023613102 AMERIANA BANCORP 150 2,570 02364W105 AMERICA MOVIL S A DE C V 240,141 17,532,773 023912108 AMCORE FINL INC 400 14,639 024061103 AMERICAN AXLE & MFG HLDGS IN 825 25,534 025537101 AMERICAN ELEC PWR INC 62,145 2,806,367 02553E106 AMERICAN EAGLE OUTFITTERS NE 2,540 95,352 025816109 AMERICAN EXPRESS CO 1,340,041 87,958,393 025932104 AMERICAN FINL GROUP INC OHIO 1,001 41,096 02607P305 AMERICAN FINL RLTY TR 1,315 24,771 026375105 AMERICAN GREETINGS CORP 1,300 42,194 02649V104 AMERICAN HEALTHWAYS INC 796 41,211 02660R107 AMERICAN HOME MTG INVT CORP 600 25,691 026874107 AMERICAN INTL GROUP INC 1,212,930 86,455,637 027070101 AMERICAN ITALIAN PASTA CO 2,000 51,491 02744M108 AMERICAN MED SYS HLDGS INC 1,400 35,409 028591105 AMERICAN NATL INS CO 400 56,189 02886P109 AMERICAN PHARMACEUTICALS PTN 6,300 318,295 029066107 AMERICAN PWR CONVERSION CORP 158,304 4,573,883 029169109 AMERICAN REAL ESTATE PARTNR 700 24,906 029712106 AMERICAN STD COS INC DEL 332,384 17,102,179 029912201 AMERICAN TOWER CORP 145,923 3,756,831 030111108 AMERICAN SUPERCONDUCTOR CORP 500 5,603 030506109 AMERICAN WOODMARK CORP 100 3,676 03058P109 AMERICANWEST BANCORPORATION 197 4,814 03060R101 AMERICREDIT CORP 3,070 95,883 03070Q101 AMERISTAR CASINOS INC 1,142 36,493 03072M108 AMERUS GROUP CO 678 39,901 03073E105 AMERISOURCEBERGEN CORP 82,298 6,970,223 03073T102 AMERIGROUP CORP 700 34,466 03074K100 AMERITRADE HLDG CORP NEW 506,650 11,535,930 031100100 AMETEK INC NEW 1,200 61,509 031162100 AMGEN INC 666,691 49,371,816 031538101 AMIS HLDGS INC 62,990 1,029,183 031652100 AMKOR TECHNOLOGY INC 2,400 13,228 032095101 AMPHENOL CORP NEW 2,200 108,240 032165102 AMSOUTH BANCORPORATION 62,981 2,005,617 03232P405 AMSURG CORP 500 16,957 032346108 AMYLIN PHARMACEUTICALS INC 106,433 2,728,417 03235E100 AMVESCAP PLC 74,500 1,096,012 032511107 ANADARKO PETE CORP 160,164 16,163,721 03252Q408 ANADYS PHARMACEUTICALS INC 5,800 65,071 032654105 ANALOG DEVICES INC 353,971 16,175,663 032657207 ANALOGIC CORP 4,600 283,507 032744104 ANAREN INC 400 6,442 034425108 ANDREW CORP 28,273 441,863 034553107 ANDRX CORP DEL 100,750 2,506,226 034663104 ANGELICA CORP 7,200 216,143 03485P102 ANGLO AMERN PLC 200 5,857 034918102 ANGIOTECH PHARMACEUTICALS IN 706,636 11,920,949 035128206 ANGLOGOLD ASHANTI LTD 600 26,716 035229103 ANHEUSER BUSCH COS INC 337,653 18,925,517 035290105 ANIXTER INTL INC 16,100 732,966 035710409 ANNALY MTG MGMT INC 2,820 62,312
036115103 ANNTAYLOR STORES CORP 23,177 689,241 03674E108 ANTEON INTL CORP 91,700 5,123,772 037389103 AON CORP 156,682 4,805,279 037411105 APACHE CORP 154,621 12,333,222 03748R101 APARTMENT INVT & MGMT CO 65,955 3,305,587 03759P101 APHTON CORP 400 363 037604105 APOLLO GROUP INC 89,714 8,594,947 037833100 APPLE COMPUTER INC 574,598 25,934,712 037899101 APPLEBEES INTL INC 8,411 272,894 037933108 APRIA HEALTHCARE GROUP INC 950 40,306 038020103 APPLERA CORP 231,550 5,578,586 038020202 APPLERA CORP 400 5,374 03815A106 APPLICA INC 250 989 038197109 APPLIED FILMS CORP 500 15,677 038222105 APPLIED MATLS INC 284,554 5,639,359 03822W109 APPLIED MICRO CIRCUITS CORP 44,277 138,830 038336103 APTARGROUP INC 700 43,554 03836W103 AQUA AMERICA INC 1,904 69,354 03840P102 AQUILA INC 5,106 22,576 038521100 ARAMARK CORP 154,800 5,005,415 03875Q108 ARBITRON INC 38,730 2,035,026 03937R102 ARCH CHEMICALS INC 12,950 395,895 039380100 ARCH COAL INC 827,450 55,203,208 039483102 ARCHER DANIELS MIDLAND CO 447,032 11,706,354 039583109 ARCHSTONE SMITH TR 34,296 1,622,262 039793104 ARDEN RLTY INC 8,291 365,370 040047102 ARENA PHARMACEUTICALS INC 14,000 116,944 040228108 ARGOSY GAMING CO 600 34,253 04033V203 ARIBA INC 638 4,532 040790107 ARKANSAS BEST CORP DEL 450 17,532 042260109 ARMOR HOLDINGS INC 18,530 898,970 04269E107 ARQULE INC 600 4,762 04269X105 ARRAY BIOPHARMA INC 20,900 161,269 042735100 ARROW ELECTRS INC 1,940 64,535 042764100 ARROW INTL INC 800 31,257 04289L107 ART TECHNOLOGY GROUP INC 1,400 1,803 043127109 ARTESYN TECHNOLOGIES INC 12,700 135,328 043136100 ARTHROCARE CORP 300 12,838 043353101 ARVINMERITOR INC 1,156 25,188 043436104 ASBURY AUTOMOTIVE GROUP INC 750 14,156 04516H101 ASHWORTH INC 250 2,759 045174109 ASK JEEVES INC 750 27,733 045235108 ASPECT MED SYS INC 16,400 597,379 04523Q102 ASPECT COMMUNICATIONS CORP 1,450 19,944 045487105 ASSOCIATED BANC CORP 3,411 140,625 04621X108 ASSURANT INC 77,140 3,410,767 046265104 ASTORIA FINL CORP 3,225 112,456 047439104 ATHEROGENICS INC 63,100 1,235,012 04743P108 ATHEROS COMMUNICATIONS INC 2,000 19,744 049513104 ATMEL CORP 9,950 28,883 049560105 ATMOS ENERGY CORP 1,170 41,271 05155P106 AURIZON MINES LTD 200,000 238,000 052528304 AUSTRALIA&NEW ZEALAND BKG GR 385 39,678 05275N106 AUTOBYTEL INC 86,700 512,898 052769106 AUTODESK INC 166,021 6,988,882 053015103 AUTOMATIC DATA PROCESSING IN 317,104 16,301,346 05329W102 AUTONATION INC 160,987 4,046,070 053332102 AUTOZONE INC 15,206 1,722,004 053484101 AVALONBAY CMNTYS INC 1,600 158,342
05348W109 AVANEX CORP 16,850 18,844 053491106 AVANT IMMUNOTHERAPEUTICS INC 2,550 3,654 053499109 AVAYA INC 473,643 4,826,583 053611109 AVERY DENNISON CORP 55,243 3,583,360 05367L802 AVICI SYS INC 1,275 6,949 05367P100 AVID TECHNOLOGY INC 600 39,154 053690103 AVIGEN INC 1,650 6,265 05379B107 AVISTA CORP 750 17,077 053807103 AVNET INC 3,014 83,171 053893103 AVOCENT CORP 617 19,754 054303102 AVON PRODS INC 281,465 13,050,506 05453N100 AWARE INC MASS 1,050 8,346 054540109 AXCELIS TECHNOLOGIES INC 2,235 18,779 054802103 AZTAR CORP 500 20,975 054923107 AXCAN PHARMA INC 525,149 9,783,526 054937107 BB&T CORP 96,376 4,718,112 05534B109 BCE INC 16,244,427 471,088,390 055434203 BG PLC 32,000 1,630,454 055472104 BISYS GROUP INC 12,660 231,659 055482103 BJ SVCS CO 104,247 6,700,737 05548J106 BJS WHOLESALE CLUB INC 1,700 67,649 05561Q201 BOK FINL CORP 1,122 63,379 055622104 BP PLC 261,503 20,014,502 055630107 BP PRUDHOE BAY RTY TR 276 24,194 05564E106 BRE PROPERTIES INC 950 48,695 05577E101 BT GROUP PLC 200 10,368 055921100 BMC SOFTWARE INC 35,256 775,109 056032105 BTU INTL INC 4,450 20,330 057224107 BAKER HUGHES INC 162,767 10,202,883 057741100 BALDOR ELEC CO 13,700 408,084 058498106 BALL CORP 20,914 921,132 05858H104 BALLARD PWR SYS INC 1,075,838 6,132,277 05873K108 BALLY TOTAL FITNESS HLDG COR 1,800 7,143 05945F103 BANCFIRST CORP 50 5,327 05946K101 BANCO BILBAO VIZCAYA ARGENTA 425 8,135 059602201 BANCO ITAU HLDG FINANCIERA S 20,640 2,338,388 05964H105 BANCO SANTANDER CENT HISPANO 278 4,012 05968L102 BANCOLOMBIA S A 38,900 761,839 059692103 BANCORPSOUTH INC 1,350 39,022 059695106 BANCROFT CONV FD INC 1,133 24,695 059815100 BANDAG INC 250 14,101 060505104 BANK OF AMERICA CORPORATION 2,003,683 111,959,191 062540109 BANK HAWAII CORP 970 60,294 063671101 BANK MONTREAL QUE 12,220,225 696,919,432 063750103 BANK MUTUAL CORP NEW 5,274 71,443 064057102 BANK NEW YORK INC 588,194 20,735,536 064149107 BANK NOVA SCOTIA HALIFAX 21,819,161 884,548,787 065908501 BANKATLANTIC BANCORP 1,250 29,012 066821109 BANTA CORP 580 32,223 067383109 BARD C R INC 74,088 6,035,316 06738E204 BARCLAYS PLC 238,780 11,716,416 067774109 BARNES & NOBLE INC 1,250 59,403 067901108 BARRICK GOLD CORP 7,182,558 219,793,895 068306109 BARR PHARMACEUTICALS INC 48,243 2,879,950 06846N104 BARRETT BILL CORP 27,700 1,003,559 071707103 BAUSCH & LOMB INC 65,555 6,664,216 071813109 BAXTER INTL INC 421,776 19,196,659 072730302 BAYER A G 500 20,737 073325102 BEA SYS INC 9,500 102,179
073902108 BEAR STEARNS COS INC 82,890 10,556,047 074002106 BEARINGPOINT INC 1,950 17,507 07556Q105 BEAZER HOMES USA INC 900 62,998 075571109 BEBE STORES INC 1,720 55,763 075811109 BECKMAN COULTER INC 16,750 1,304,164 075887109 BECTON DICKINSON & CO 172,203 11,067,006 075896100 BED BATH & BEYOND INC 49,635 2,540,108 077347201 BEL FUSE INC 300 9,440 077454106 BELDEN CDT INC 8,139 211,335 079860102 BELLSOUTH CORP 459,813 14,963,999 080555105 BELO CORP 2,550 74,864 08135F107 BEMA GOLD CORP 3,879,814 11,290,259 081437105 BEMIS INC 16,768 545,064 08160H101 BENCHMARK ELECTRS INC 675 25,149 082047200 BENIHANA INC 160,000 2,802,342 084423102 BERKLEY W R CORP 5,160 225,475 084670108 BERKSHIRE HATHAWAY INC DEL 29 2,973,001 084670207 BERKSHIRE HATHAWAY INC DEL 1,437 4,900,981 086516101 BEST BUY INC 241,428 20,270,305 087851309 BEVERLY ENTERPRISES INC 1,400 21,846 088606108 BHP BILLITON LTD 666,509 22,646,250 089302103 BIG LOTS INC 83,108 1,347,709 090572207 BIO RAD LABS INC 400 29,008 09058V103 BIOCRYST PHARMACEUTICALS 120,100 747,260 090613100 BIOMET INC 418,118 17,740,561 09062X103 BIOGEN IDEC INC 153,030 6,457,235 09065H303 BIOPURE CORP 216 352 09066V103 BIOSPHERE MEDICAL INC 139,100 766,664 090676107 BIOVERIS CORP 1,000 5,352 09067J109 BIOVAIL CORP 1,759,337 33,269,063 090945106 BIOSITE INC 250 16,838 091797100 BLACK & DECKER CORP 55,606 6,119,345 09180C106 BJS RESTAURANTS INC 6,800 169,405 091826107 BLACK BOX CORP DEL 500 21,679 092113109 BLACK HILLS CORP 6,610 298,335 09227Q100 BLACKBAUD INC 600 9,921 09247X101 BLACKROCK INC 312 30,743 093671105 BLOCK H & R INC 256,167 18,334,743 093679108 BLOCKBUSTER INC 3,569 39,866 09643P108 BLYTH INC 762 26,179 096761101 BOB EVANS FARMS INC 605 17,280 097023105 BOEING CO 245,709 19,885,952 09856E105 BOOKHAM INC 600 2,370 099709107 BORDERS GROUP INC 1,450 44,950 099724106 BORG WARNER INC 1,020 67,050 099849101 BORLAND SOFTWARE CORP 1,350 11,343 100582105 BOSTON COMMUNICATIONS GROUP 700 1,766 101119105 BOSTON PRIVATE FINL HLDGS IN 5,800 179,017 101121101 BOSTON PROPERTIES INC 2,550 218,627 101137107 BOSTON SCIENTIFIC CORP 819,286 27,123,846 103304101 BOYD GAMING CORP 1,458 91,306 104674106 BRADY CORP 600 22,781 105368203 BRANDYWINE RLTY TR 700 26,278 10549P606 BRASCAN CORP 4,411,983 206,480,805 109043109 BRIGGS & STRATTON CORP 70,800 3,002,102 109195107 BRIGHT HORIZON FAMILY SOLUTI 400 19,950 10949P107 BRILLIAN CORP 250 805 109641100 BRINKER INTL INC 2,555 125,331 109696104 BRINKS CO 1,250 55,116
110122108 BRISTOL MYERS SQUIBB CO 419,113 12,824,732 11037M105 BRISTOL WEST HLDGS INC 10,200 228,621 110415205 BRITESMILE INC 483 2,213 111320107 BROADCOM CORP 49,412 2,149,059 111412607 BROADVISION INC 193 289 11161E101 BROADWING CORP 3,480 19,890 111621108 BROCADE COMMUNICATIONS SYS I 3,900 18,534 112723101 BROOKFIELD HOMES CORP 390 21,841 112900105 BROOKFIELD PPTYS CORP 1,192,775 41,332,955 11373M107 BROOKLINE BANCORP INC DEL 941 18,740 114340102 BROOKS AUTOMATION INC 11,656 212,003 115236101 BROWN & BROWN INC 2,070 113,938 115637209 BROWN FORMAN CORP 73,028 5,407,826 116794108 BRUKER BIOSCIENCES CORP 1,650 8,063 117043109 BRUNSWICK CORP 93,118 4,940,686 11776U102 BSQUARE CORP 1,150 761 118230101 BUCKEYE PARTNERS L P 500 28,152 118255108 BUCKEYE TECHNOLOGIES INC 17,600 171,805 121579106 BURLINGTON COAT FACTORY 700 36,558 12189T104 BURLINGTON NORTHN SANTA FE C 482,833 27,842,357 122014103 BURLINGTON RES INC 131,886 8,924,094 12328X107 BUSINESS OBJECTS S A 31,745 1,037,935 124661109 C&D TECHNOLOGIES INC 250 2,814 124765108 CAE INC 3,560,140 23,390,120 124830100 CBL & ASSOC PPTYS INC 900 47,477 12487Q109 CCC INFORMATION SVCS GROUP I 6,800 199,471 12489V106 CBRL GROUP INC 850 40,456 12497T101 CB RICHARD ELLIS GROUP INC 852 45,769 125010108 C COR INC 1,350 11,326 125071100 C D I CORP 250 6,712 12512N105 C D W CORP 62,866 4,395,832 125137109 CEC ENTMT INC 5,500 283,535 12541C203 CHC HELICOPTER CORP 634,326 15,147,705 12541M102 CH ENERGY GROUP INC 50 2,978 12541W100 C H ROBINSON WORLDWIDE INC 25,700 1,831,982 125509109 CIGNA CORP 44,121 5,783,837 125581108 CIT GROUP INC 69,192 3,641,551 12561W105 CLECO CORP NEW 9,270 244,904 125750109 CMGI INC 6,250 14,468 125896100 CMS ENERGY CORP 75,717 1,397,023 125906107 CSS INDS INC 175 7,253 125965103 CSK AUTO CORP 700 14,301 126117100 CNA FINL CORP 4,144 144,248 12612W104 CNF INC 1,050 57,743 12613R104 CNET NETWORKS INC 474,459 6,822,318 126153105 CPFL ENERGIA S A 9,560 277,505 126349109 CSG SYS INTL INC 94,300 2,192,164 126408103 CSX CORP 156,159 8,167,700 126501105 CTS CORP 1,050 15,805 126583103 CUNO INC 440 38,500 126600105 CVB FINL CORP 955 23,019 126650100 CVS CORP 614,968 21,896,716 126667104 CV THERAPEUTICS INC 61,800 1,697,029 126804301 CABELAS INC 1,200 31,394 12686C109 CABLEVISION SYS CORP 46,845 1,847,499 127055101 CABOT CORP 1,450 58,607 127097103 CABOT OIL & GAS CORP 1,050 44,626 12709P103 CABOT MICROELECTRONICS CORP 6,590 233,991 127190304 CACI INTL INC 37,900 2,931,882
127209302 CADBURY SCHWEPPES PLC 256,000 12,018,326 127387108 CADENCE DESIGN SYSTEM INC 316,287 5,291,724 127914109 CAL DIVE INTL INC 600 38,486 130872104 CALIPER LIFE SCIENCES INC 1,050 7,202 131193104 CALLAWAY GOLF CO 1,422 26,874 131347106 CALPINE CORP 86,830 361,588 132011107 CAMBREX CORP 200 4,666 13201L103 CAMBIOR INC 5,202,838 13,683,464 133131102 CAMDEN PPTY TR 700 46,083 13321L108 CAMECO CORP 2,986,458 163,214,069 134429109 CAMPBELL SOUP CO 130,001 4,899,360 136069101 CDN IMPERIAL BK OF COMMERCE 9,072,954 687,639,184 136375102 CANADIAN NATL RY CO 4,747,519 335,553,940 136385101 CANADIAN NAT RES LTD 6,435,089 285,717,951 13645T100 CANADIAN PAC RY LTD 2,264,751 96,002,795 138006309 CANON INC 82,844 5,361,781 139733109 CAPITAL AUTOMOTIVE REIT 700 32,725 14040H105 CAPITAL ONE FINL CORP 158,881 15,569,742 14055X102 CAPITALSOURCE INC 68,600 1,649,338 14057C106 CAPITOL FED FINL 1,300 54,900 14067D102 CAPSTONE TURBINE CORP 1,500 2,333 14067E506 CAPSTEAD MTG CORP 1,900 19,269 140781105 CARBO CERAMICS INC 390 37,717 14140U105 CARDERO RES CORP 100,000 316,000 14149Y108 CARDINAL HEALTH INC 229,868 16,211,974 141665109 CAREER EDUCATION CORP 2,351 105,419 141705103 CAREMARK RX INC 364,486 20,046,528 142339100 CARLISLE COS INC 548 46,064 143130102 CARMAX INC 36,617 1,195,231 143658300 CARNIVAL CORP 318,601 21,286,638 144285103 CARPENTER TECHNOLOGY CORP 300 19,033 144418100 CARRAMERICA RLTY CORP 1,400 62,039 147154108 CASCADE BANCORP 6,500 167,504 147195101 CASCADE CORP 6,000 317,836 147339105 CASCADE NAT GAS CORP 150 3,766 147528103 CASEYS GEN STORES INC 10,525 255,500 148411101 CASTLE A M & CO 250 4,734 148867104 CATALINA MARKETING CORP 55,950 1,741,285 149016107 CATAPULT COMMUNICATIONS CORP 4,200 87,759 149113102 CATELLUS DEV CORP NEW 2,118 85,087 149123101 CATERPILLAR INC DEL 333,239 39,348,048 149150104 CATHAY GENERAL BANCORP 794 32,783 150185106 CEDAR FAIR L P 1,000 39,426 150870103 CELANESE CORP DEL 2,372 46,164 150921104 CELL GENESYS INC 1,100 7,208 150934107 CELL THERAPEUTICS INC 1,350 4,481 15101Q108 CELESTICA INC 1,710,244 28,048,402 151020104 CELGENE CORP 114,836 5,734,347 151290889 CEMEX S A 2,441 126,825 151313103 CENDANT CORP 371,385 10,175,781 15133V208 CENTENNIAL COMMUNCTNS CORP N 1,600 27,200 15135B101 CENTENE CORP DEL 444 18,261 151895109 CENTERPOINT PPTYS TR 600 31,085 15189T107 CENTERPOINT ENERGY INC 43,505 703,894 15200E204 CENTERPLATE INC 542,200 8,382,412 152312104 CENTEX CORP 57,879 5,009,810 152319109 CENTILLIUM COMMUNICATIONS IN 4,083 10,852 153145107 CENTRAL COAST BANCORP 133 2,948 153435102 CENTRAL EUROPEAN DIST CORP 8,000 365,774
154760102 CENTRAL PAC FINL CORP 600 26,162 154785109 CENTRAL PKG CORP 2,500 42,103 156700106 CENTURYTEL INC 96,684 4,100,863 156708109 CEPHALON INC 175,521 8,558,279 156779100 CERIDIAN CORP NEW 5,372 128,171 156782104 CERNER CORP 755 62,853 156880106 CERTEGY INC 98,243 4,598,937 157085101 CERUS CORP 900 4,883 159864107 CHARLES RIV LABS INTL INC 1,347 79,603 160908109 CHARTERMAC 750 20,172 161133103 CHARMING SHOPPES INC 1,750 19,998 16117M107 CHARTER COMMUNICATIONS INC D 4,600 6,648 16122M100 CHARTER FINL CORP WEST PT GA 550 23,537 162456107 CHATTEM INC 1,000 50,707 162813109 CHECKFREE CORP NEW 39,010 1,627,368 163072101 CHEESECAKE FACTORY INC 64,406 2,739,658 16359R103 CHEMED CORP NEW 400 20,028 163731102 CHEMICAL FINL CORP 409 16,586 165159104 CHESAPEAKE CORP 7,550 193,637 165167107 CHESAPEAKE ENERGY CORP 5,500 153,590 166764100 CHEVRON CORP NEW 694,130 47,544,670 168615102 CHICOS FAS INC 4,700 197,335 168905107 CHILDRENS PL RETAIL STORES I 450 25,723 16940Q101 CHINA NETCOM GROUP CORP HK L 20,300 721,040 169424108 CHINA TECHFAITH WIRLS COMM T 5,800 115,579 16945R104 CHINA UNICOM LTD 68,300 701,019 169905106 CHOICE HOTELS INTL INC 500 40,235 170032809 CHIQUITA BRANDS INTL INC 668 22,467 170040109 CHIRON CORP 30,717 1,312,638 170228100 CHITTENDEN CORP 23,336 777,429 170388102 CHOICEPOINT INC 151,947 7,453,493 171046105 CHRISTOPHER & BANKS CORP 9,825 219,735 171232101 CHUBB CORP 175,549 18,411,587 171340102 CHURCH & DWIGHT INC 1,050 46,555 171484108 CHURCHILL DOWNS INC 400 20,817 17163B102 CIBER INC 600 5,864 171779101 CIENA CORP 76,075 194,739 171798101 CIMAREX ENERGY CO 1,144 54,520 171871106 CINCINNATI BELL INC NEW 4,609 24,274 172062101 CINCINNATI FINL CORP 119,320 5,781,422 172474108 CINERGY CORP 34,054 1,869,628 172737108 CIRCUIT CITY STORE INC 284,556 6,025,983 172755100 CIRRUS LOGIC INC 2,000 13,041 17275R102 CISCO SYS INC 2,822,193 66,091,891 17285T106 CITADEL BROADCASTING CORP 150,400 2,109,204 172908105 CINTAS CORP 26,381 1,247,470 172967101 CITIGROUP INC 3,542,418 201,082,136 174420109 CITIZENS BKG CORP MICH 17,100 632,930 17453B101 CITIZENS COMMUNICATIONS CO 466,276 7,675,515 177376100 CITRIX SYS INC 31,935 847,209 17770A109 CITY BK LYNNWOOD WASH 100 3,799 178566105 CITY NATL CORP 21,767 1,911,804 179584107 CLAIRES STORES INC 1,600 47,130 179895107 CLARCOR INC 26,800 960,121 184502102 CLEAR CHANNEL COMMUNICATIONS 581,040 22,011,708 185896107 CLEVELAND CLIFFS INC 300 21,223 189054109 CLOROX CO DEL 32,300 2,204,341 189754104 COACH INC 187,744 7,719,505 191216100 COCA COLA CO 1,146,023 58,880,289
191219104 COCA COLA ENTERPRISES INC 244,664 6,595,615 19239Y108 COGENT INC 20,937 732,126 192422103 COGNEX CORP 700 22,454 192446102 COGNIZANT TECHNOLOGY SOLUTIO 13,239 764,219 19244C109 COGNOS INC 1,062,182 44,441,213 192479103 COHERENT INC 700 30,874 193294105 COLE KENNETH PRODTNS INC 550 20,964 194162103 COLGATE PALMOLIVE CO 1,128,947 69,329,610 195493309 COLONIAL BANCGROUP INC 2,282 61,658 195872106 COLONIAL PPTYS TR 606 32,658 198516106 COLUMBIA SPORTSWEAR CO 13,950 843,876 20030N101 COMCAST CORP NEW 797,228 29,976,670 20030N200 COMCAST CORP NEW 308,095 11,302,031 200340107 COMERICA INC 164,805 11,691,053 200519106 COMMERCE BANCORP INC NJ 3,778 140,253 200525103 COMMERCE BANCSHARES INC 1,355 83,661 200641108 COMMERCE GROUP INC MASS 400 30,429 201647104 COMMERCIAL FEDERAL CORPORATI 400 16,501 201723103 COMMERCIAL METALS CO 1,183 34,514 202218103 COMMERCIAL NET LEASE RLTY IN 700 17,550 203349105 COMMONWEALTH TEL ENTERPRISES 285 14,629 203372107 COMMSCOPE INC 64,410 1,373,464 203668108 COMMUNITY HEALTH SYS INC NEW 150,552 6,968,328 204409601 COMPANHIA ENERGETICA DE MINA 36,228 1,413,250 20440T201 COMPANHIA BRASILEIRA DE DIST 2,499 60,879 20440W105 COMPANHIA SIDERURGICA NACION 13,052 258,175 204412100 COMPANHIA VALE DO RIO DOCE 147,683 4,594,406 204412209 COMPANHIA VALE DO RIO DOCE 5,297 189,962 20441W104 COMPANHIA DE BEBIDAS DAS AME 19,780 616,808 20441W203 COMPANHIA DE BEBIDAS DAS AME 108,400 4,102,541 204448104 COMPANIA DE MINAS BUENAVENTU 7,120 200,486 20449H109 COMPASS BANCSHARES INC 21,940 1,209,245 20478N100 COMPUCREDIT CORP 705 29,600 204912109 COMPUTER ASSOC INTL INC 98,877 3,327,953 205363104 COMPUTER SCIENCES CORP 135,708 7,263,602 205638109 COMPUWARE CORP 84,847 747,189 205768203 COMSTOCK RES INC 50,000 1,548,760 205826209 COMTECH TELECOMMUNICATIONS C 1,462 58,429 205862402 COMVERSE TECHNOLOGY INC 70,822 2,051,467 205887102 CONAGRA FOODS INC 254,367 7,215,498 207142100 CONEXANT SYSTEMS INC 14,883 29,570 207410101 CONMED CORP 11,900 448,476 20825C104 CONOCOPHILLIPS 1,057,116 74,482,959 208464883 CONSECO INC 2,070 55,321 20854P109 CONSOL ENERGY INC 102,000 6,693,728 209115104 CONSOLIDATED EDISON INC 43,322 2,485,968 209341106 CONSOLIDATED GRAPHICS INC 10,000 499,351 21036P108 CONSTELLATION BRANDS INC 60,028 2,168,908 210371100 CONSTELLATION ENERGY GROUP I 163,774 11,572,060 210795308 CONTINENTAL AIRLS INC 989 16,086 212485106 CONVERGYS CORP 98,360 1,713,407 216640102 COOPER CAMERON CORP 1,563 118,786 216648402 COOPER COS INC 6,914 515,379 216831107 COOPER TIRE & RUBR CO 45,208 1,028,235 217204106 COPART INC 1,917 55,881 218868107 CORINTHIAN COLLEGES INC 9,450 147,805 21887F100 CORIXA CORP 1,800 9,656 219023108 CORN PRODS INTL INC 1,436 41,960 219350105 CORNING INC 1,652,666 33,641,960
22025Y407 CORRECTIONS CORP AMER NEW 700 33,651 220873103 CORUS BANKSHARES INC 300 20,389 220874101 CORUS ENTERTAINMENT INC 636,150 19,911,495 221222607 COSINE COMMUNICATIONS INC 80 231 221485105 COST PLUS INC CALIF 200 6,109 22160K105 COSTCO WHSL CORP NEW 310,261 17,031,816 22163N106 COTT CORP QUE 1,557,538 41,574,243 222372104 COUNTRYWIDE FINANCIAL CORP 115,384 5,456,557 222795106 COUSINS PPTYS INC 400 14,492 222816100 COVANCE INC 950 52,209 222862104 COVENTRY HEALTH CARE INC 42,620 3,693,219 224051102 COX RADIO INC 48,600 937,523 22409V102 CP SHIPS LTD 1,540,913 29,662,575 224399105 CRANE CO 779 25,093 224633107 CRAWFORD & CO 1,300 11,814 225223106 CRAY INC 1,200 1,823 225302108 CREDENCE SYS CORP 16,110 178,570 225401108 CREDIT SUISSE GROUP 326,160 15,738,738 225447101 CREE INC 53,150 1,658,049 225756105 CRESCENT REAL ESTATE EQUITIE 3,600 82,674 227483104 CROSS CTRY HEALTHCARE INC 550 11,452 22757R109 CROSS TIMBERS RTY TR 31 1,543 22765D100 CROSSROADS SYS INC 2,600 2,993 228227104 CROWN CASTLE INTL CORP 350,128 8,713,963 228368106 CROWN HOLDINGS INC 2,550 44,444 228411104 CROWN MEDIA HLDGS INC 1,550 17,902 228903100 CRYOLIFE INC 57,300 544,605 228906103 CRYPTOLOGIC INC 129,950 4,791,257 22942F101 CRYSTALLEX INTL CORP 3,536,332 15,560,470 229669106 CUBIC CORP 600 13,037 229678107 CUBIST PHARMACEUTICALS INC 184,300 2,972,873 229899109 CULLEN FROST BANKERS INC 32,950 1,923,019 230215105 CULP INC 1,000 5,389 231021106 CUMMINS INC 31,055 2,837,878 231082108 CUMULUS MEDIA INC 125,757 1,814,440 23126R101 CURAGEN CORP 700 4,407 231292103 CURON MED INC 900 750 231561101 CURTISS WRIGHT CORP 400 26,431 23251P102 CYBERONICS INC 450 23,915 232572107 CYMER INC 14,300 461,511 232806109 CYPRESS SEMICONDUCTOR CORP 7,450 114,881 232820100 CYTEC INDS INC 750 36,560 232824300 CYTOGEN CORP 2,000 12,811 23282W100 CYTOKINETICS INC 12,200 103,851 232946103 CYTYC CORP 2,250 60,793 233162304 DDI CORP 7 17 23325G104 DJ ORTHOPEDICS INC 8,100 272,130 233293109 DPL INC 2,200 73,966 23330X100 DRS TECHNOLOGIES INC 366 22,988 23331A109 D R HORTON INC 8,408 387,312 233326107 DST SYS INC DEL 56,212 3,222,108 233331107 DTE ENERGY CO 124,662 7,141,125 23342J206 DADE BEHRING HLDGS INC 32,872 2,617,408 235811106 DANA CORP 102,866 1,891,114 235851102 DANAHER CORP DEL 364,220 23,428,952 237194105 DARDEN RESTAURANTS INC 284,346 11,510,994 237926100 DATAMIRROR CORP 205,000 2,252,950 238113104 DATASCOPE CORP 100 4,085 23918K108 DAVITA INC 88,850 4,949,292
242370104 DEAN FOODS CO NEW 4,247 183,309 242728103 DEB SHOPS INC 50 1,774 243586104 DECODE GENETICS INC 100,000 1,150,087 244199105 DEERE & CO 150,492 12,071,287 24522P103 DEL MONTE FOODS CO 4,385 57,905 24702R101 DELL INC 1,608,614 78,206,686 247126105 DELPHI CORP 96,863 551,673 247131105 DELPHI FINL GROUP INC 450 24,334 247357106 DELTA & PINE LD CO 600 18,416 247361108 DELTA AIR LINES INC DEL 17,957 82,696 247916208 DENBURY RES INC 1,074 52,315 248019101 DELUXE CORP 1,115 55,445 248239105 DENDRITE INTL INC 500 8,451 24823Q107 DENDREON CORP 247 1,582 249030107 DENTSPLY INTL INC NEW 2,002 132,411 249906108 DESCARTES SYS GROUP INC 400 1,060 251566105 DEUTSCHE TELEKOM AG 705 16,183 251591103 DEVELOPERS DIVERSIFIED RLTY 2,775 156,210 25179M103 DEVON ENERGY CORP NEW 183,130 11,367,935 251893103 DEVRY INC DEL 1,540 37,535 25212E100 DEX MEDIA INC 455,066 13,709,781 25243Q205 DIAGEO P L C 485,180 35,382,440 252450101 DIAGNOSTIC PRODS CORP 500 28,985 25271C102 DIAMOND OFFSHORE DRILLING IN 2,499 163,537 252787106 DIAMONDS TR 1,300 163,523 25278P106 DIAMONDCLUSTER INTL INC 1,050 14,532 253393102 DICKS SPORTING GOODS INC 350 16,543 253651103 DIEBOLD INC 34,000 1,879,007 25385P106 DIGITAL INSIGHT CORP 11,500 336,918 25388B104 DIGITAL RIV INC 2,850 110,829 253921100 DIGITAL GENERATION SYS INC 3,100 3,797 253922108 DIME CMNTY BANCSHARES 568 10,574 254067101 DILLARDS INC 50,536 1,449,616 254546104 DIONEX CORP 200 10,683 25459L106 DIRECTV GROUP INC 32,880 625,694 254668106 DISCOVERY LABORATORIES INC N 7,400 66,073 254687106 DISNEY WALT CO 636,266 19,624,908 25475V104 DISTRIBUTED ENERGY SYS CORP 1,750 9,024 25500M103 DITECH COMMUNICATIONS CORP 400 3,180 256069105 DOBSON COMMUNICATIONS CORP 1,850 9,653 256135203 DR REDDYS LABS LTD 57,400 1,189,536 25659T107 DOLBY LABORATORIES INC 47,000 1,269,897 256664103 DOLLAR FINL CORP 160,000 2,079,220 256669102 DOLLAR GEN CORP 593,170 14,791,838 256747106 DOLLAR TREE STORES INC 2,153 63,288 25746U109 DOMINION RES INC VA NEW 81,045 7,284,979 257561100 DOMTAR INC 3,409,270 30,887,986 257651109 DONALDSON INC 1,300 48,293 257867101 DONNELLEY R R & SONS CO 39,435 1,667,972 25811P100 DORAL FINL CORP 1,425 28,868 25822C205 DOREL INDS INC 249,943 10,647,572 258609304 DOUBLECLICK INC 2,771 28,475 260003108 DOVER CORP 35,880 1,598,749 260543103 DOW CHEM CO 286,814 15,747,521 260561105 DOW JONES & CO INC 55,049 2,390,181 261018105 DOWNEY FINL CORP 350 31,379 26153C103 DREAMWORKS ANIMATION SKG INC 57,600 1,848,370 263534109 DU PONT E I DE NEMOURS & CO 442,621 23,425,061 264399106 DUKE ENERGY CORP 479,984 17,477,852
264411505 DUKE REALTY CORP 3,000 116,332 26483E100 DUN & BRADSTREET CORP DEL NE 2,086 157,512 266233105 DUQUESNE LT HLDGS INC 1,300 29,743 267475101 DYCOM INDS INC 800 19,411 268158102 DYNAVAX TECHNOLOGIES CORP 10,900 64,082 26816Q101 DYNEGY INC NEW 51,297 305,347 268484102 EGL INC 149,250 3,714,524 268648102 E M C CORP MASS 938,236 15,755,395 268664109 EMC INS GROUP INC 200 4,429 26874Q100 ENSCO INTL INC 3,730 163,324 26875P101 EOG RES INC 97,508 6,783,499 26881V100 E PIPHANY INC 950 4,049 269246104 E TRADE FINANCIAL CORP 166,249 2,848,669 26926P100 EVCI CAREER COLLEGES INC 1,250 9,645 26969P108 EAGLE MATERIALS INC 263 29,825 270321102 EARTHLINK INC 3,929 41,674 27579R104 EAST WEST BANCORP INC 728 29,951 277276101 EASTGROUP PPTY INC 9,100 469,345 277432100 EASTMAN CHEM CO 17,375 1,179,616 277461109 EASTMAN KODAK CO 179,601 5,908,305 278058102 EATON CORP 99,866 7,326,721 278265103 EATON VANCE CORP 105,001 3,088,920 278642103 EBAY INC 555,718 22,468,039 27874N105 ECHELON CORP 350 2,949 278762109 ECHOSTAR COMMUNICATIONS NEW 38,240 1,412,116 278856109 ECLIPSYS CORP 450 7,755 278865100 ECOLAB INC 40,238 1,594,814 281020107 EDISON INTL 234,722 11,657,618 281347104 EDO CORP 48,000 1,758,421 28139T101 EDUCATION MGMT CORP 50,440 2,083,803 281760108 EDWARDS AG INC 1,400 77,420 28176E108 EDWARDS LIFESCIENCES CORP 85,890 4,525,621 28224R101 EFUNDS CORP 800 17,627 28336L109 EL PASO CORP 111,715 1,576,402 283677854 EL PASO ELEC CO 7,600 190,358 284131208 ELAN PLC 350,600 2,928,609 284902103 ELDORADO GOLD CORP NEW 4,277,839 13,902,977 285218103 ELECTRO RENT CORP 2,600 46,302 285229100 ELECTRO SCIENTIFIC INDS 700 15,330 285512109 ELECTRONIC ARTS INC 252,724 17,522,853 285661104 ELECTRONIC DATA SYS NEW 200,718 4,733,040 286082102 ELECTRONICS FOR IMAGING INC 1,950 50,251 29076N107 EMAGIN CORP 1,150 1,268 290787100 EMBARCADERO TECHNOLOGIES INC 500 3,436 29081M102 EMBRAER-EMPRESA BRASILEIRA D 284,180 11,510,465 290846104 EMCORE CORP 1,450 7,335 29084Q100 EMCOR GROUP INC 300 17,968 291011104 EMERSON ELEC CO 362,507 27,857,978 291525103 EMMIS COMMUNICATIONS CORP 10,011 216,660 292052107 EMPIRE RESORTS INC 430 2,133 292448107 EMPRESAS ICA SOCIEDAD CONTRL 15,400 45,834 292475209 EMULEX CORP 13,000 290,743 292505104 ENCANA CORP 18,094,724 878,207,717 29250N105 ENBRIDGE INC 11,017,886 385,075,116 29255W100 ENCORE ACQUISITION CO 368 18,480 29256X107 ENCYSIVE PHARMACEUTICALS INC 133,700 1,770,200 29264F205 ENDO PHARMACEUTICALS HLDGS I 2,050 65,985 29265N108 ENERGEN CORP 1,028 44,131 29266M109 ENERGY EAST CORP 4,086 145,031
29266R108 ENERGIZER HLDGS INC 2,185 166,379 29266S106 ENDOLOGIX INC 22,600 124,839 29274F104 ENERSIS S A 184,350 2,357,267 29275G101 ENERNORTH INDS INC 1 2 292845104 ENGELHARD CORP 19,307 675,128 292866100 ENGINEERED SUPPORT SYS INC 787 34,537 29355X107 ENPRO INDS INC 100 3,536 29362U104 ENTEGRIS INC 20,100 243,723 293637104 ENTERASYS NETWORKS INC 3,800 4,189 293639100 ENTERCOM COMMUNICATIONS CORP 21,610 881,117 29364G103 ENTERGY CORP NEW 114,932 10,635,076 293792107 ENTERPRISE PRODS PARTNERS L 6,834 224,759 29382R107 ENTRAVISION COMMUNICATIONS C 2,050 19,559 293848107 ENTRUST INC 43,950 262,048 293904108 ENZON PHARMACEUTICALS INC 70,850 562,315 294100102 ENZO BIOCHEM INC 478 10,497 29412E100 EON LABS INC 3,800 142,606 294429105 EQUIFAX INC 43,093 1,884,785 294549100 EQUITABLE RES INC 1,550 129,385 294592407 EQUITEX INC 392 2,065 29472R108 EQUITY LIFESTYLE PPTYS INC 3,600 175,313 294741103 EQUITY OFFICE PROPERTIES TRU 290,506 11,777,369 294752100 EQUITY ONE 1,092 30,361 29476L107 EQUITY RESIDENTIAL 50,859 2,293,595 29481V108 ERESEARCHTECHNOLOGY INC 900 14,760 294821608 ERICSSON L M TEL CO 58,200 2,277,640 29530P102 ERIE INDTY CO 850 56,479 297178105 ESSEX PPTY TR INC 1,550 157,684 297602104 ETHAN ALLEN INTERIORS INC 350 14,365 298736109 EURONET WORLDWIDE INC 41,351 1,485,270 300645108 EXAR CORP 12,600 229,790 30161N101 EXELON CORP 133,345 8,383,631 30161Q104 EXELIXIS INC 141,500 1,287,687 302043104 EXFO ELECTRO OPTICAL ENGR IN 786,400 4,167,920 302182100 EXPRESS SCRIPTS INC 91,346 5,593,075 30218U108 EXPRESSJET HOLDINGS INC 600 6,254 30224T871 EXTENDICARE INC CDA 991,031 17,859,939 30226D106 EXTREME NETWORKS INC 1,950 9,792 302297106 EYETECH PHARMACEUTICALS INC 108,800 1,684,384 30231G102 EXXON MOBIL CORP 3,049,879 215,482,484 30241L109 FEI CO 6,350 177,404 302445101 FLIR SYS INC 56,758 2,074,393 302491303 F M C CORP 761 52,327 30249U101 FMC TECHNOLOGIES INC 73,278 2,869,336 302520101 FNB CORP PA 1,039 25,006 30253R101 FNX MNG CO INC 1,072,855 12,176,904 302571104 FPL GROUP INC 68,982 3,553,974 302930102 F N B CORP VA 500 17,147 302941109 FTI CONSULTING INC 675 17,279 303075105 FACTSET RESH SYS INC 15,450 678,206 303250104 FAIR ISAAC CORP 1,062 47,477 303726103 FAIRCHILD SEMICONDUCTOR INTL 112,653 2,035,167 303901102 FAIRFAX FINL HLDGS LTD 141,256 28,682,031 305204109 FAIRMONT HOTELS RESORTS INC 779,571 33,117,367 307000109 FAMILY DLR STORES INC 101,740 3,252,351 30744P102 FARGO ELECTRONICS INC 250 6,121 307675108 FARMER BROS CO 47,500 1,295,042 311900104 FASTENAL CO 2,300 172,572 312088404 FAVRILLE INC 20,700 107,752
313400301 FEDERAL HOME LN MTG CORP 387,461 30,955,694 313586109 FEDERAL NATL MTG ASSN 326,115 23,326,804 313747206 FEDERAL REALTY INVT TR 800 57,811 313855108 FEDERAL SIGNAL CORP 920 17,578 31410H101 FEDERATED DEPT STORES INC DE 112,798 10,123,998 314211103 FEDERATED INVS INC PA 42,753 1,571,440 31428X106 FEDEX CORP 193,500 19,199,620 31430F101 FELCOR LODGING TR INC 950 16,848 315405100 FERRO CORP 18,520 450,490 315616102 F5 NETWORKS INC 3,000 173,560 316326107 FIDELITY NATL FINL INC 4,419 193,181 316773100 FIFTH THIRD BANCORP 315,361 15,916,929 316869106 FILENET CORP 1,050 32,331 31787A101 FINISAR 3,950 5,080 317923100 FINISH LINE INC 4,600 106,597 318457108 FIRST ACCEPTANCE CORP 700 8,111 31845F100 FIRST ADVANTAGE CORP 900 25,695 318522307 FIRST AMERN CORP CALIF 1,476 72,565 31865W108 FIRST AVIATION SVCS INC 9,000 46,217 318672102 FIRST BANCORP P R 675 33,194 319383105 FIRST BUSEY CORP 350 8,278 319439105 FIRST CHARTER CORP 100 2,691 31946M103 FIRST CTZNS BANCSHARES INC N 350 61,966 319829107 FIRST COMWLTH FINL CORP PA 1,045 17,535 319963104 FIRST DATA CORP 906,901 44,626,261 32006W106 FIRST DEFIANCE FINL CORP 150 4,903 320218100 FIRST FINL CORP IND 100 3,519 320517105 FIRST HORIZON NATL CORP 21,347 1,103,353 32054K103 FIRST INDUSTRIAL REALTY TRUS 650 31,765 320734106 FIRST LONG IS CORP 450 22,956 320771108 FIRST MARBLEHEAD CORP 900 38,647 320867104 FIRST MIDWEST BANCORP DEL 499 21,495 33582V108 FIRST NIAGARA FINL GP INC 12,080 215,720 335847208 FIRST OAK BROOK BANCSHARES I 125 4,320 33761N109 FIRSTSERVICE CORP 560,626 13,836,250 33762X106 FIRSTBANK NW CORP 369 12,248 337738108 FISERV INC 74,339 3,910,913 337907109 FIRSTFED FINL CORP 9,000 657,093 337915102 FIRSTMERIT CORP 1,950 62,360 337930101 FLAGSTAR BANCORP INC 1,000 23,185 337932107 FIRSTENERGY CORP 92,598 5,456,349 338032204 FISHER SCIENTIFIC INTL INC 78,343 6,227,447 33832D106 FIVE STAR QUALITY CARE INC 191 1,708 340632108 FLORIDA EAST COAST INDS 594 31,502 341140101 FLORIDA ROCK INDS INC 562 50,490 343412102 FLUOR CORP NEW 53,319 3,761,661 343498101 FLOWERS FOODS INC 687 29,753 34354P105 FLOWSERVE CORP 897 33,245 34407T104 FLYI INC 1,300 1,194 344419106 FOMENTO ECONOMICO MEXICANO S 24,100 1,758,368 344849104 FOOT LOCKER INC 3,800 126,688 345370860 FORD MTR CO DEL 323,759 4,060,767 345425102 FORDING CDN COAL TR 32,048 3,595,145 345550107 FOREST CITY ENTERPRISES INC 686 59,655 345838106 FOREST LABS INC 60,542 2,880,799 346091705 FOREST OIL CORP 16,825 865,505 346563109 FORRESTER RESH INC 350 7,643 349631101 FORTUNE BRANDS INC 67,423 7,333,647 349882100 FOSSIL INC 1,350 37,534
35063R100 FOUNDRY NETWORKS INC 3,654 38,623 35100E104 FOUR SEASONS HOTEL INC 241,952 19,578,756 35177Q105 FRANCE TELECOM 84,900 3,030,138 354613101 FRANKLIN RES INC 113,965 10,745,202 356108100 FREDS INC 650 13,200 35671D857 FREEPORT-MCMORAN COPPER & GO 433,447 20,089,988 35687M206 FREESCALE SEMICONDUCTOR INC 218,608 5,671,076 357288109 FREMONT GEN CORP 1,000 29,799 358434108 FRIEDMAN BILLINGS RAMSEY GRO 3,542 62,037 359065109 FRONTIER AIRLINES INC NEW 6,400 80,974 35914P105 FRONTIER OIL CORP 1,300 46,732 35952H106 FUELCELL ENERGY INC 200 2,501 359586302 FUJI PHOTO FILM LTD 180 7,885 359694106 FULLER H B CO 300 12,515 360271100 FULTON FINL CORP PA 2,156 47,532 360921100 FURNITURE BRANDS INTL INC 1,200 31,762 361268105 G & K SVCS INC 9,500 439,011 361448103 GATX CORP 650 27,466 36159R103 GEO GROUP INC 100 3,068 36229U102 GSI GROUP INC CDA 337,904 3,875,759 36238T104 GTC BIOTHERAPEUTICS INC 3,400 6,996 36239Y102 GABELLI ASSET MGMT INC 590 31,933 362418105 GABLES RESIDENTIAL TR 7,987 422,897 363576109 GALLAGHER ARTHUR J & CO 1,948 64,730 36466R101 GAMESTOP CORP 72,500 2,904,583 364730101 GANNETT INC 188,047 16,382,716 364760108 GAP INC DEL 233,736 5,654,027 364915108 GAMMON LAKE RES INC 662,135 5,462,614 366651107 GARTNER INC 2,850 37,071 367626108 GATEWAY INC 185,724 750,667 367905106 GAYLORD ENTMT CO NEW 1,004 57,169 368289104 GEAC COMPUTER LTD 808,809 8,621,904 36866T103 GEN-PROBE INC NEW 72,900 3,234,901 36866W106 GEMSTAR-TV GUIDE INTL INC 8,946 39,336 368682100 GENCORP INC 1,250 29,487 368689105 GENE LOGIC INC 1,300 5,270 368710406 GENENTECH INC 273,067 26,849,844 369550108 GENERAL DYNAMICS CORP 112,251 15,060,110 369604103 GENERAL ELEC CO 4,916,834 209,172,762 370021107 GENERAL GROWTH PPTYS INC 5,108 257,070 370334104 GENERAL MLS INC 281,768 16,147,771 370442105 GENERAL MTRS CORP 300,939 12,532,100 371532102 GENESCO INC 300 13,628 371559105 GENESEE & WYO INC 2,100 69,986 37184D101 GENESIS HEALTHCARE CORP 303 17,175 371901109 GENTEX CORP 125,800 2,804,253 372302109 GENLYTE GROUP INC 46,000 2,746,051 372460105 GENUINE PARTS CO 75,323 3,791,651 37247D106 GENWORTH FINL INC 9,700 359,149 372917104 GENZYME CORP 108,565 7,990,192 373200203 GEORGIA GULF CORP 500 19,015 373298108 GEORGIA PAC CORP 184,539 7,187,569 373737105 GERDAU S A 35,385 421,694 37373P105 GERDAU AMERISTEEL CORP 5,536,820 28,902,200 373865104 GERMAN AMERN BANCORP 231 3,899 374276103 GETTY IMAGES INC 12,400 1,127,825 374689107 GIBRALTAR INDS INC 6,400 145,330 375558103 GILEAD SCIENCES INC 757,385 40,807,242 375766102 GILLETTE CO 551,337 34,192,074
375916103 GILDAN ACTIVEWEAR INC 580,710 18,652,405 37637Q105 GLACIER BANCORP INC NEW 11,096 355,117 376775102 GLAMIS GOLD LTD 1,621,651 34,022,475 377316104 GLATFELTER 260 3,949 37733W105 GLAXOSMITHKLINE PLC 138,374 8,321,996 37803P105 GLENBOROUGH RLTY TR INC 12,500 315,233 379302102 GLIMCHER RLTY TR 200 6,798 379336100 GLOBAL INDS LTD 1,500 15,616 37934A100 GLOBAL IMAGING SYSTEMS 63,100 2,462,296 37936S109 GLOBAL PMT TECHNOLOGIES INC 400 1,989 37940X102 GLOBAL PMTS INC 33,650 2,794,344 37944Q103 GLOBAL SIGNAL INC 901 41,548 38059T106 GOLD FIELDS LTD NEW 158,000 2,196,434 380956409 GOLDCORP INC NEW 6,089,259 119,045,525 38119T104 GOLDEN STAR RES LTD CDA 1,268,641 4,820,836 381317106 GOLDEN WEST FINL CORP DEL 90,741 7,155,166 38141G104 GOLDMAN SACHS GROUP INC 201,969 25,236,854 382388106 GOODRICH CORP 51,254 2,571,323 382550101 GOODYEAR TIRE & RUBR CO 27,659 504,763 38259P508 GOOGLE INC 48,745 17,561,601 384109104 GRACO INC 12,440 519,108 384313102 GRAFTECH INTL LTD 350 1,843 384802104 GRAINGER W W INC 26,388 1,771,890 387328107 GRANITE CONSTR INC 750 25,813 38821G101 GRANT PRIDECO INC 35,585 1,152,810 388688103 GRAPHIC PACKAGING CORP DEL 3,500 15,647 390568103 GREAT LAKES CHEM CORP 34,090 1,313,981 391164100 GREAT PLAINS ENERGY INC 1,300 50,777 391523107 GREAT WOLF RESORTS INC 3,100 77,608 391648102 GREATER BAY BANCORP 1,100 35,528 39167B102 GREATER CHINA FD INC 47,800 950,192 397624107 GREIF INC 454 33,975 397888108 GREY WOLF INC 2,800 25,412 398433102 GRIFFON CORP 1,025 27,870 398905109 GROUP 1 AUTOMOTIVE INC 400 11,778 39945C109 GROUPE CGI INC 2,851,706 20,988,556 40049J206 GRUPO TELEVISA SA DE CV 142,280 10,820,086 400518106 GTECH HLDGS CORP 2,686 96,194 40051E202 GRUPO AEROPORTUARIO DEL SURE 3,300 128,733 401617105 GUESS INC 700 14,215 401698105 GUIDANT CORP 119,783 9,873,669 402040109 GUITAR CTR MGMT INC 400 28,597 403777105 GYMBOREE CORP 12,700 212,481 404119109 HCA INC 462,441 32,296,736 404132102 HCC INS HLDGS INC 1,150 53,341 40426W101 HRPT PPTYS TR 4,100 62,419 404280406 HSBC HLDGS PLC 191,948 19,003,815 405024100 HAEMONETICS CORP 350 17,422 405217100 HAIN CELESTIAL GROUP INC 600 14,330 406216101 HALLIBURTON CO 137,577 8,057,876 410120109 HANCOCK HLDG CO 750 31,600 410768105 HANOVER COMPRESSOR CO 19,050 268,556 411349103 HANSON PLC NEW 125 7,434 411901101 HARBOR FLA BANCSHARES INC 11,400 522,764 412693103 HARLAND JOHN H CO 200 9,308 412822108 HARLEY DAVIDSON INC 700 42,962 412824104 HARLEYSVILLE GROUP INC 1,700 43,496 413086109 HARMAN INTL INDS INC 22,770 2,269,024 413160102 HARMONIC INC 1,139 6,738
413216300 HARMONY GOLD MNG LTD 20,558 215,536 413619107 HARRAHS ENTMT INC 123,533 10,904,437 413875105 HARRIS CORP DEL 106,022 4,052,798 415864107 HARSCO CORP 12,550 838,501 416196103 HARTE-HANKS INC 1,500 54,620 416515104 HARTFORD FINL SVCS GROUP INC 129,195 11,833,846 418056107 HASBRO INC 34,107 868,487 419870100 HAWAIIAN ELEC INDUSTRIES 1,084 35,595 421915109 HEALTH CARE PPTY INVS INC 3,235 107,382 421933102 HEALTH MGMT ASSOC INC NEW 139,073 4,459,412 421946104 HEALTHCARE RLTY TR 1,000 47,290 42217K106 HEALTH CARE REIT INC 900 41,546 42219D308 HEALTHAXIS INC 1,670 3,682 42222G108 HEALTH NET INC 3,591 167,837 422317107 HEARST-ARGYLE TELEVISION INC 750 22,506 422347104 HEARTLAND EXPRESS INC 60,794 1,446,767 422819102 HEIDRICK & STRUGGLES INTL IN 250 7,986 423074103 HEINZ H J CO 62,077 2,693,429 423452101 HELMERICH & PAYNE INC 800 45,974 426281101 HENRY JACK & ASSOC INC 174,450 3,912,231 427056106 HERCULES INC 75,200 1,303,376 42725M107 HERITAGE PPTY INVT TR INC 750 32,169 427866108 HERSHEY CO 145,712 11,082,866 42822Q100 HEWITT ASSOCS INC 1,844 59,874 428236103 HEWLETT PACKARD CO 839,887 24,186,962 428656102 HIBERNIA CORP 3,899 158,451 431284108 HIGHWOODS PPTYS INC 1,000 36,450 431294107 HILB ROGAL & HOBBS CO 7,589 319,748 431573104 HILLENBRAND INDS INC 1,569 97,143 432848109 HILTON HOTELS CORP 89,278 2,607,943 433245107 HINES HORTICULTURE INC 1,950 9,076 433578507 HITACHI LIMITED 73 5,499 435569108 HOLLINGER INTL INC 1,365 16,735 437076102 HOME DEPOT INC 1,430,045 68,495,163 437306103 HOME PROPERTIES INC 700 36,884 437852106 HOMESTORE INC 3,750 9,324 438128308 HONDA MOTOR LTD 235,414 7,219,902 438516106 HONEYWELL INTL INC 554,849 24,894,055 439104100 HOOPER HOLMES INC 1,700 8,641 440327104 HORACE MANN EDUCATORS CORP N 18,450 425,286 440452100 HORMEL FOODS CORP 3,123 112,189 441060100 HOSPIRA INC 28,092 1,342,146 44106M102 HOSPITALITY PPTYS TR 1,020 55,056 44107P104 HOST MARRIOTT CORP NEW 8,487 181,910 441339108 HOT TOPIC INC 15,350 359,469 442120101 HOUSTON EXPL CO 500 32,488 442487203 HOVNANIAN ENTERPRISES INC 905 72,271 443304100 HUANENG PWR INTL INC 200 7,353 443320106 HUB GROUP INC 8,000 245,450 443510201 HUBBELL INC 950 51,313 443683107 HUDSON CITY BANCORP 12,984 181,454 444165104 HUDSON UNITED BANCORP 600 26,529 444482103 HUGHES SUPPLY INC 2,300 79,159 444717102 HUGOTON RTY TR TEX 600 22,296 444859102 HUMANA INC 114,647 5,580,277 444903108 HUMAN GENOME SCIENCES INC 190,850 2,706,861 44544R101 HUMMINGBIRD INC 378,049 9,829,274 445658107 HUNT J B TRANS SVCS INC 2,784 65,810 446150104 HUNTINGTON BANCSHARES INC 40,671 1,202,506
448407106 HUTCHINSON TECHNOLOGY INC 200 9,433 448774109 HYDRIL 3,700 246,301 448882100 HYDROGENICS CORP 7,733 33,716 448947309 IDT CORP 1,916 30,883 44919P102 IAC INTERACTIVECORP 78,682 2,317,692 44919P128 IAC INTERACTIVECORP 324 9,072 449293109 ICO INC NEW 850 2,342 449295104 ICOS CORP 21,100 547,102 44930G107 ICU MED INC 400 15,761 44936D108 ID BIOMEDICAL CORP 671,166 13,455,150 449491109 IDX SYS CORP 1,030 38,023 449623107 IHOP CORP 300 15,943 449934108 IMS HEALTH INC 197,309 5,986,019 45031U101 ISTAR FINL INC 2,200 112,067 45068B109 ITT EDUCATIONAL SERVICES INC 800 52,343 45071R109 IXIA 1,100 26,191 450828108 IBERIABANK CORP 141 10,640 450911102 ITT INDS INC IND 39,533 4,727,246 450913108 IAMGOLD CORP 2,828,208 23,389,280 451045108 ICORIA INC 650 119 45104G104 ICICI BK LTD 329,400 8,815,363 451107106 IDACORP INC 673 25,248 45166R204 IDENIX PHARMACEUTICALS INC 46,400 1,232,090 45167R104 IDEX CORP 4,750 224,625 45168D104 IDEXX LABS INC 950 72,525 45169U105 IGATE CORP 2,300 10,085 451713101 IKON OFFICE SOLUTIONS INC 2,225 25,916 452308109 ILLINOIS TOOL WKS INC 55,989 5,464,082 45245A107 IMATION CORP 400 19,004 45245W109 IMCLONE SYS INC 147,725 5,603,711 45247T104 IMAGISTICS INTERNATIONAL INC 37 1,269 452526106 IMMUCOR INC 33,000 1,170,113 45254P102 IMPAC MTG HLDGS INC 1,200 27,411 45256B101 IMPAX LABORATORIES INC 1,300 24,998 452907108 IMMUNOMEDICS INC 1,900 3,979 453038408 IMPERIAL OIL LTD 1,493,715 152,388,804 453142101 IMPERIAL TOBACCO GROUP PLC 250 16,951 453235103 INAMED CORP 12,550 1,029,412 453258402 INCO LTD 4,804,142 222,239,484 45337C102 INCYTE CORP 79,150 693,142 453414104 INDEPENDENCE CMNTY BK CORP 1,910 86,393 454072109 INDEVUS PHARMACEUTICALS INC 57,500 180,291 456607100 INDYMAC BANCORP INC 1,100 54,875 45665Q103 INFINITY PPTY & CAS CORP 9,800 418,666 45666Q102 INFORMATICA CORP 1,700 17,469 456788108 INFOSYS TECHNOLOGIES LTD 3,600 341,587 45678T201 INFOSPACE INC 589 23,756 456818301 INFOUSA INC NEW 102,050 1,462,393 456837103 ING GROUP N V 274,033 9,579,066 457153104 INGRAM MICRO INC 2,250 43,156 457652105 INPUT/OUTPUT INC 2,100 16,153 45765U103 INSIGHT ENTERPRISES INC 675 16,684 457660108 INSITE VISION INC 2,600 2,070 457667103 INSITUFORM TECHNOLOGIES INC 3,550 69,699 45769N105 INNOVATIVE SOLUTIONS & SUPPO 600 24,670 4576J0104 INNKEEPERS USA TR 600 10,979 457733103 INSPIRE PHARMACEUTICALS INC 48,500 500,172 457750107 INSTINET GROUP INC 6,400 41,075 457985208 INTEGRA LIFESCIENCES HLDGS C 29,500 1,055,043
45809K202 INSWEB CORP 1,091 4,343 45810H107 INTEGRAL SYS INC MD 200 5,543 45810N302 INTEGRAMED AMER INC 390 3,640 458118106 INTEGRATED DEVICE TECHNOLOGY 2,900 38,183 45811K208 INTEGRATED CIRCUIT SYS INC 48,500 1,226,074 458140100 INTEL CORP 3,438,351 109,946,379 45814P105 INTEGRA BK CORP 850 23,549 458176104 INTELLISYNC CORP 4,550 15,102 45840J107 INTERACTIVE DATA CORP 1,350 34,359 45866A105 INTERDIGITAL COMMUNICATIONS 850 18,219 458683109 INTERGRAPH CORP 600 25,324 458743101 INTERLINE BRANDS INC 6,400 155,207 45884X103 INTERMUNE INC 11,100 177,282 45885A102 INTERNAP NETWORK SVCS CORP 4,650 2,677 459044103 INTERNATIONAL BANCSHARES COR 1,220 42,273 459200101 INTERNATIONAL BUSINESS MACHS 1,043,373 95,169,411 459506101 INTERNATIONAL FLAVORS & FRAGRA 50,490 2,239,850 459902102 INTERNATIONAL GAME TECHNOLOG 337,400 11,632,918 460146103 INTL PAPER CO 184,504 6,827,485 460254105 INTERNATIONAL RECTIFIER CORP 68,600 4,009,495 46031W204 INTERNATIONAL SECS EXCH INC 10,000 307,547 460335201 INTERNATIONAL SPEEDWAY CORP 800 55,126 46059C205 INTERNET CAP GROUP INC 640 5,746 46060X107 INTERNET SEC SYS INC 12,000 298,214 46062R108 INTERPOOL INC 400 10,474 460690100 INTERPUBLIC GROUP COS INC 117,843 1,757,989 460915200 INTRAWEST CORPORATION 334,161 9,820,992 460919103 INTERTAPE POLYMER GROUP INC 444,640 5,558,000 460951106 INTEROIL CORP 50,327 1,645,693 460981301 INTERSECTIONS INC 1,600 22,909 46114T508 INTERWOVEN INC 300 2,767 461202103 INTUIT 282,144 15,588,661 461203101 INVACARE CORP 300 16,300 46120E602 INTUITIVE SURGICAL INC 482 27,534 46126P106 INVERNESS MED INNOVATIONS IN 320 10,700 46145F105 INVESTMENT TECHNOLOGY GRP NE 1,150 29,607 461730103 INVESTORS REAL ESTATE TR 650 7,691 46185R100 INVITROGEN CORP 36,385 3,712,121 461915100 INVESTORS FINL SERVICES CORP 20,850 965,812 462030305 IOMEGA CORP 1,140 3,700 46267Q103 IRELAND BK 5,264 421,746 462846106 IRON MTN INC 91,812 3,488,240 464119106 IRWIN FINL CORP 13,700 372,343 464287168 ISHARES TR 13,500 1,021,360 464287176 ISHARES TR 834 111,447 464287200 ISHARES TR 16,360 2,392,846 464287234 ISHARES TR 16,500 1,447,924 464287457 ISHARES TR 600 59,733 464287465 ISHARES TR 548,375 35,147,337 464287507 ISHARES TR 8,600 727,693 464287564 ISHARES TR 13,400 1,169,320 464287762 ISHARES TR 175 13,351 464287804 ISHARES TR 67,500 4,544,564 464287861 ISHARES TR 28,510 2,602,775 464330109 ISIS PHARMACEUTICALS INC 600 2,873 465790103 IVANHOE ENERGY INC 1,320,444 3,802,879 46579N103 IVANHOE MINES LTD 8,599,922 81,871,057 465823102 IVAX CORP 234,945 6,186,854 46612J101 JDS UNIPHASE CORP 244,149 455,334
466189107 J JILL GROUP INC 13,300 223,985 46625H100 JPMORGAN & CHASE & CO 2,208,375 95,538,937 46626E205 J2 GLOBAL COMMUNICATIONS INC 331 13,962 466313103 JABIL CIRCUIT INC 106,525 4,009,399 466367109 JACK IN THE BOX INC 1,200 55,733 469814107 JACOBS ENGR GROUP INC DEL 1,163 80,139 469865109 JACUZZI BRANDS INC 1,675 22,030 47102X105 JANUS CAP GROUP INC 86,543 1,594,208 471109108 JARDEN CORP 9,900 653,808 472319102 JEFFERIES GROUP INC NEW 1,180 54,761 475070108 JEFFERSON PILOT CORP 94,639 5,847,819 477143101 JETBLUE AWYS CORP 63,137 1,580,629 47758P307 JO-ANN STORES INC 205 6,626 478160104 JOHNSON & JOHNSON 2,275,530 181,881,914 478366107 JOHNSON CTLS INC 83,159 5,737,388 480074103 JONES APPAREL GROUP INC 22,553 857,415 48020Q107 JONES LANG LASALLE INC 1,474 79,851 481130102 JOURNAL COMMUNICATIONS INC 1,600 32,923 481138105 JOURNAL REGISTER CO 900 19,302 481165108 JOY GLOBAL INC 1,150 47,312 48203R104 JUNIPER NETWORKS INC 279,743 8,627,404 482480100 KLA-TENCOR CORP 47,806 2,558,757 482564101 KMG CHEMICALS INC 3,630 36,235 482686102 K-SWISS INC 400 15,844 48268K101 KT CORP 63,500 1,672,296 482740206 K V PHARMACEUTICAL CO 712 14,607 48282T104 KADANT INC 71 1,907 483600300 KANA SOFTWARE INC 330 647 485170302 KANSAS CITY SOUTHERN 245,450 6,066,664 486665102 KEANE INC 1,903 31,932 48666K109 KB HOME 59,708 5,574,727 487836108 KELLOGG CO 61,179 3,330,626 488044108 KELLWOOD CO 450 14,826 488152208 KELLY SVCS INC 651 22,836 488360108 KEMET CORP 23,055 177,898 489170100 KENNAMETAL INC 1,000 56,157 490057106 KENSEY NASH CORP 150 5,556 492386107 KERR MCGEE CORP 84,158 7,866,903 492515101 KERYX BIOPHARMACEUTICALS INC 3,500 56,586 493267108 KEYCORP NEW 71,360 2,897,367 493308100 KEYNOTE SYS INC 1,200 17,152 49337W100 KEYSPAN CORP 113,717 5,668,720 49338N109 KEYSTONE AUTOMOTIVE INDS INC 5,800 175,678 493732101 KFORCE INC 12,200 126,414 494274103 KIMBALL INTL INC 300 4,850 49427F108 KILROY RLTY CORP 600 34,899 494368103 KIMBERLY CLARK CORP 435,199 33,387,202 49446R109 KIMCO REALTY CORP 2,625 189,402 49455P101 KINDER MORGAN INC KANS 17,846 1,818,567 49455U100 KINDER MORGAN MANAGEMENT LLC 693 39,044 494580103 KINDRED HEALTHCARE INC 600 29,109 49460W208 KINETIC CONCEPTS INC 138,200 10,156,042 495582108 KING PHARMACEUTICALS INC 773,077 9,866,330 496902404 KINROSS GOLD CORP 3,493,181 26,198,858 496904103 KINGSWAY FINL SVCS INC 2,140,099 44,514,059 497266106 KIRBY CORP 500 27,619 499005106 KNIGHT CAPITAL GROUP INC 1,745 16,286 499040103 KNIGHT RIDDER INC 34,733 2,609,464 499064103 KNIGHT TRANSN INC 15,993 476,582
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529043101 LEXINGTON CORP PPTYS TR 34,700 1,033,189 529771107 LEXMARK INTL NEW 91,723 7,283,362 529898108 LIBBEY INC 400 7,746 530370105 LIBERTY CORP S C 100 4,508 530718105 LIBERTY MEDIA CORP NEW 432,177 5,394,422 531172104 LIBERTY PPTY TR 1,969 106,859 532192101 LIFELINE SYS INC 7,000 275,384 53219L109 LIFEPOINT HOSPITALS INC 2,759 170,718 53220K207 LIGAND PHARMACEUTICALS INC 1,850 15,748 532226107 LIGHTBRIDGE INC 657 5,029 532257805 LIGHTPATH TECHNOLOGIES INC 150 553 532457108 LILLY ELI & CO 369,145 25,189,406 532716107 LIMITED BRANDS INC 67,541 1,771,989 532791100 LINCARE HLDGS INC 3,091 154,614 533900106 LINCOLN ELEC HLDGS INC 600 24,361 534187109 LINCOLN NATL CORP IND 329,925 18,995,766 535555106 LINDSAY MFG CO 10,600 306,136 535678106 LINEAR TECHNOLOGY CORP 118,299 5,316,110 535679104 LINENS N THINGS INC 7,700 223,137 537008104 LITTELFUSE INC 8,800 300,174 539320101 LIZ CLAIBORNE INC 50,311 2,450,047 539830109 LOCKHEED MARTIN CORP 203,681 16,183,021 540211109 LODGENET ENTMT CORP 300 6,096 540424108 LOEWS CORP 114,147 10,835,170 542312103 LONE STAR TECHNOLOGIES INC 4,400 245,205 543162101 LONGS DRUG STORES CORP 605 31,900 543213102 LONGVIEW FIBRE CO 920 23,156 546347105 LOUISIANA PAC CORP 63,512 1,912,066 548661107 LOWES COS INC 150,433 10,737,003 549271104 LUBRIZOL CORP 1,163 59,841 549463107 LUCENT TECHNOLOGIES INC 883,062 3,147,495 55027E102 LUMINEX CORP DEL 1,100 13,257 55068R202 LUXOTTICA GROUP S P A 106,106 2,675,848 550819106 LYDALL INC DEL 50 528 552078107 LYONDELL CHEMICAL CO 5,873 190,084 55261F104 M & T BK CORP 69,962 9,011,103 55261R108 MAF BANCORP INC 20,510 1,070,893 55262C100 MBIA INC 103,781 7,538,952 55262L100 MBNA CORP 380,158 12,180,554 55264U108 MB FINANCIAL INC NEW 600 29,270 552676108 M D C HLDGS INC 34,593 3,534,705 552690109 MDU RES GROUP INC 1,891 65,244 552691107 MCI INC 8,227 259,230 55269P302 MDS INC 3,690,792 67,947,487 552715104 MEMC ELECTR MATLS INC 3,700 71,466 552848103 MGIC INVT CORP WIS 16,359 1,306,781 552880106 MGI PHARMA INC 96,898 2,582,491 552953101 MGM MIRAGE 5,768 279,619 55304X104 MI DEVS INC 4,380 169,331 55306N104 MKS INSTRUMENT INC 17,653 365,185 553409103 MPS GROUP INC 28,750 331,706 553477100 MRV COMMUNICATIONS INC 1,009 2,682 553530106 MSC INDL DIRECT INC 14,000 578,718 554273102 MACDERMID INC 7,800 297,685 554382101 MACERICH CO 1,618 132,875 554489104 MACK CALI RLTY CORP 1,050 58,258 555904101 MACROVISION CORP 920 25,398 556100105 MACROMEDIA INC 18,200 851,976 559079207 MAGELLAN HEALTH SVCS INC 700 30,273
559080106 MAGELLAN MIDSTREAM PRTNRS LP 900 36,134 559181102 MAGMA DESIGN AUTOMATION 700 7,168 559211107 MAGNA ENTMT CORP 1,105 7,602 559222401 MAGNA INTL INC 1,497,912 128,910,806 559775101 MAGUIRE PPTYS INC 643 22,319 562750109 MANHATTAN ASSOCS INC 450 10,588 563571108 MANITOWOC INC 293 14,721 564055101 MANOR CARE INC NEW 90,057 4,382,291 56418H100 MANPOWER INC 58,350 2,842,960 565011103 MANUGISTICS GROUP INC 2,500 5,450 56501R106 MANULIFE FINL CORP 15,811,370 925,123,259 565849106 MARATHON OIL CORP 303,399 19,839,687 567908108 MARINEMAX INC 6,600 252,615 570535104 MARKEL CORP 1,394 578,799 571748102 MARSH & MCLENNAN COS INC 536,076 18,187,515 571834100 MARSHALL & ILSLEY CORP 146,084 7,953,158 571903202 MARRIOTT INTL INC NEW 67,608 5,649,044 572901106 MARTEK BIOSCIENCES CORP 49,900 2,319,410 573083102 MARTHA STEWART LIVING OMNIME 720 25,733 573284106 MARTIN MARIETTA MATLS INC 1,000 84,658 57383M108 MARVEL ENTERPRISES INC 1,875 45,287 574599106 MASCO CORP 80,624 3,136,337 576206106 MASSEY ENERGY CORP 2,500 115,983 576674105 MATERIAL SCIENCES CORP 8,300 148,015 57685P304 MATRIXONE INC 18,650 114,213 576879209 MATSUSHITA ELEC INDL 384,164 7,259,423 577081102 MATTEL INC 215,606 4,832,558 577128101 MATTHEWS INTL CORP 14,700 701,458 577729205 MAXTOR CORP 5,600 35,666 57772K101 MAXIM INTEGRATED PRODS INC 273,020 12,777,229 577776107 MAXYGEN INC 1,100 9,242 577778103 MAY DEPT STORES CO 96,665 4,754,755 577914104 MAVERICK TUBE CORP 800 29,199 577933104 MAXIMUS INC 4,600 198,827 578592107 MAYTAG CORP 11,946 229,129 579064106 MCAFEE INC 152,760 4,898,290 579489105 MCCLATCHY CO 750 60,113 579780206 MCCORMICK & CO INC 46,136 1,846,661 580031201 MCDATA CORP 719 3,523 580135101 MCDONALDS CORP 357,725 12,160,339 580645109 MCGRAW HILL COS INC 286,272 15,551,736 58155Q103 MCKESSON CORP 208,051 11,413,427 583334107 MEADWESTVACO CORP 97,053 3,333,129 583538103 MECHANICAL TECHNOLOGY INC 1,250 5,450 583916101 MEDAREX INC 1,853 18,905 583928106 MEDALLION FINL CORP 650 7,523 58405U102 MEDCO HEALTH SOLUTIONS INC 62,373 4,076,454 584404107 MEDIA GEN INC 670 53,143 58463F104 MEDICAL STAFFING NETWK HLDGS 650 3,941 584688105 MEDICINES CO 73,171 2,096,208 584690309 MEDICIS PHARMACEUTICAL CORP 15,700 610,148 584699102 MEDIMMUNE INC 290,170 9,496,294 58500P107 MEDIS TECHNOLOGIES LTD 400 8,133 585055106 MEDTRONIC INC 735,606 46,666,645 58551A108 MELLON FINL CORP 561,072 19,737,157 58606R403 MEMORY PHARMACEUTICALS CORP 1,900 4,305 587118100 MENS WEARHOUSE INC 1,125 47,441 587188103 MENTOR CORP MINN 600 30,483 587200106 MENTOR GRAPHICS CORP 88,427 1,110,130
587405101 MERCANTILE BANKSHARES CORP 22,240 1,403,654 589331107 MERCK & CO INC 828,179 31,243,490 589378108 MERCURY COMPUTER SYS 5,550 186,051 589400100 MERCURY GENL CORP NEW 950 63,437 589405109 MERCURY INTERACTIVE CORP 108,030 5,075,609 589433101 MEREDITH CORP 7,037 422,844 589584101 MERIDIAN BIOSCIENCE INC 200 4,642 58984Y103 MERISTAR HOSPITALITY CORP 1,250 13,167 589975101 MERIDIAN GOLD INC 1,453,764 31,983,772 59001A102 MERITAGE HOMES CORP 380 37,001 590188108 MERRILL LYNCH & CO INC 774,289 52,205,288 59139P104 METASOLV INC 2,200 6,332 59151K108 METHANEX CORP 1,086,443 21,815,775 591520200 METHODE ELECTRS INC 84,600 1,229,947 59156R108 METLIFE INC 128,663 7,081,935 591598107 METRIS COS INC 850 15,054 592688105 METTLER TOLEDO INTERNATIONAL 34,000 1,939,740 594087108 MICHAELS STORES INC 3,339 169,187 594793101 MICREL INC 2,900 40,918 594901100 MICROS SYS INC 800 43,848 594918104 MICROSOFT CORP 6,032,157 183,908,808 594960106 MICROVISION INC WASH 550 3,436 595017104 MICROCHIP TECHNOLOGY INC 176,937 6,419,022 595094103 MICROMUSE INC 1,300 9,012 595112103 MICRON TECHNOLOGY INC 199,488 2,494,639 595137100 MICROSEMI CORP 2,100 48,355 595635103 MIDCAP SPDR TR 152,895 23,449,811 597486109 MIDLAND CO 250 10,775 597911106 MIDWEST AIR GROUP INC 3,200 9,367 599902103 MILLENNIUM PHARMACEUTICALS I 58,095 659,704 60032R106 MILLEA HOLDINGS INC 110 9,227 600544100 MILLER HERMAN INC 18,100 683,688 601073109 MILLIPORE CORP 8,105 563,159 601148109 MILLS CORP 1,450 107,961 602682106 MINDSPEED TECHNOLOGIES INC 3,750 5,660 602720104 MINE SAFETY APPLIANCES CO 350 19,805 602900102 MINEFINDERS LTD 265,358 1,512,541 603158106 MINERALS TECHNOLOGIES INC 7,250 546,996 60466E100 MIRAMAR MINING CORP 2,430,000 3,450,600 605203108 MISSION WEST PPTYS INC 800 10,063 606816106 MITSUBISHI TOKYO FINL GROUP 23,150 244,644 60684P101 MITTAL STEEL CO N V 877 25,500 607828100 MODINE MFG CO 606 24,167 608190104 MOHAWK INDS INC 1,564 158,036 60851C107 MOLECULAR DEVICES CORP 300 7,948 608554101 MOLEX INC 28,134 897,300 60855R100 MOLINA HEALTHCARE INC 250 13,552 60871R209 MOLSON COORS BREWING CO 57,314 4,352,285 60877T100 MOMENTA PHARMACEUTICALS INC 33,000 799,072 60886R103 MONACO COACH CORP 475 10,001 60935Y109 MONEYGRAM INTL INC 82,260 1,926,379 610236101 MONRO MUFFLER BRAKE INC 8,075 291,862 61166W101 MONSANTO CO NEW 223,883 17,239,975 611742107 MONSTER WORLDWIDE INC 158,084 5,553,058 615369105 MOODYS CORP 48,164 2,652,247 615394202 MOOG INC 384 14,810 617446448 MORGAN STANLEY 556,659 35,866,632 61745C105 MORGAN STANLEY INDIA INVS FD 42,936 1,688,075 61945A107 MOSAIC CO 5,724 109,087
61980V107 MOTIVE INC 8,700 105,812 620076109 MOTOROLA INC 795,657 17,796,154 624756102 MUELLER INDS INC 550 18,256 626717102 MURPHY OIL CORP 102,780 6,577,206 62852P103 MYKROLIS CORP 16,323 284,092 628530107 MYLAN LABS INC 186,145 4,386,535 62855J104 MYRIAD GENETICS INC 10,750 206,057 62856E104 MYOGEN INC 12,000 102,736 628782104 NBTY INC 1,100 34,948 62886E108 NCR CORP NEW 133,671 5,749,855 62913F201 NII HLDGS INC 20,400 1,597,600 629156407 NL INDS INC 900 16,965 629248105 NMS COMMUNICATIONS CORP 300 1,051 62936P103 NPS PHARMACEUTICALS INC 94,061 1,307,626 629377508 NRG ENERGY INC 1,430 65,855 62940M104 NTL INC DEL 25,568 2,142,619 62940M138 NTL INC DEL 42 50 62942M201 NTT DOCOMO INC 142,978 2,635,133 62944T105 NVR INC 200 198,418 629519109 NABI BIOPHARMACEUTICALS 900 16,788 62985Q101 NALCO HOLDING COMPANY 1,727 41,522 630797108 NAPSTER INC 89 458 631100104 NASDAQ 100 TR 4,496 206,131 631158102 NASH FINCH CO 150 6,750 632525408 NATIONAL AUSTRALIA BK LTD 10,885 1,583,761 635405103 NATIONAL CITY CORP 136,471 5,706,204 63607P208 NATIONAL FINL PARTNERS CORP 3,985 191,036 636180101 NATIONAL FUEL GAS CO N J 1,800 63,736 636274102 NATIONAL GRID TRANSCO PLC 112,654 6,800,834 636518102 NATIONAL INSTRS CORP 7,825 203,182 637071101 NATIONAL OILWELL VARCO INC 93,167 5,424,834 637640103 NATIONAL SEMICONDUCTOR CORP 274,496 7,406,640 638522102 NATIONAL WESTN LIFE INS CO 50 11,874 638539700 NATIONAL WESTMINSTER BK PLC 500 16,014 638612101 NATIONWIDE FINL SVCS INC 800 37,175 638620104 NATIONWIDE HEALTH PPTYS INC 1,600 46,268 63910B102 NAUTILUS INC 600 20,944 63934E108 NAVISTAR INTL CORP NEW 33,235 1,302,599 63935N107 NAVIGANT CONSULTING INC 9,372 202,716 63936L100 NAVTEQ CORP 127,700 5,815,211 640079109 NEENAH PAPER INC 2,182 82,779 64015Y104 NEIGHBORCARE INC 42,307 1,718,790 640204202 NEIMAN MARCUS GROUP INC 23,871 2,833,670 640268108 NEKTAR THERAPEUTICS 121,481 2,505,803 64031N108 NELNET INC 873 35,574 640520300 NEORX CORP 44,000 32,335 640919106 NEOPHARM INC 759 9,287 64110L106 NETFLIX COM INC 800 16,079 64110W102 NETEASE COM INC 5,000 349,742 64115P102 NETIQ CORP 9,100 126,503 64120L104 NETWORK APPLIANCE INC 261,306 9,047,745 64125C109 NEUROCRINE BIOSCIENCES INC 221,900 11,431,198 64125K101 NEUROCHEM INC 209,579 2,577,822 64156L101 NEVSUN RES LTD 195,000 464,100 6435EV108 NEW CENTURY FINANCIAL CORP M 750 47,262 645673104 NEW IRELAND FUND INC 1,500 40,470 646025106 NEW JERSEY RES 500 29,548 648053106 NEW PLAN EXCEL RLTY TR INC 1,625 54,076 649445103 NEW YORK CMNTY BANCORP INC 6,787 150,626
650111107 NEW YORK TIMES CO 135,624 5,174,455 650203102 NEWALLIANCE BANCSHARES INC 1,350 23,231 65105M108 NEWCASTLE INVT CORP 730 26,957 651229106 NEWELL RUBBERMAID INC 158,490 4,627,786 651290108 NEWFIELD EXPL CO 2,960 144,618 651639106 NEWMONT MINING CORP 619,613 29,917,693 651718504 NEWPARK RES INC 3,300 30,314 651824104 NEWPORT CORP 8,650 146,840 65248E104 NEWS CORP 887,296 17,585,009 65248E203 NEWS CORP 3,800 78,470 65332V103 NEXTEL COMMUNICATIONS INC 810,010 32,191,077 65333F107 NEXTEL PARTNERS INC 290,040 8,941,416 65334H102 NEXEN INC 4,182,924 155,604,758 654086107 NICOR INC 7,065 356,253 654106103 NIKE INC 100,857 10,697,668 65440K106 99 CENTS ONLY STORES 1,570 24,441 654624105 NIPPON TELEG & TEL CORP 144,000 3,786,690 65473P105 NISOURCE INC 172,313 5,219,241 654744408 NISSAN MOTORS 59,556 1,472,186 654902204 NOKIA CORP 904,830 18,443,757 655044105 NOBLE ENERGY INC 4,300 398,421 65535H208 NOMURA HLDGS INC 100,000 1,463,636 655422103 NORANDA INC 6,320,289 132,852,475 655663102 NORDSON CORP 40,650 1,706,737 655664100 NORDSTROM INC 19,931 1,659,249 655844108 NORFOLK SOUTHERN CORP 121,489 4,606,840 656531605 NORSK HYDRO A S 2,645 299,031 656568102 NORTEL NETWORKS CORP NEW 56,311,589 179,634,000 659424105 NORTH FORK BANCORPORATION NY 83,064 2,857,786 66304M105 NORTH VALLEY BANCORP 150 3,151 664397106 NORTHEAST UTILS 2,171 55,468 665575106 NORTHERN ORION RES INC 2,722,675 8,222,479 665859104 NORTHERN TR CORP 269,238 15,033,882 666416102 NORTHGATE MINERALS CORP 1,553,005 2,065,497 666807102 NORTHROP GRUMMAN CORP 308,301 20,862,790 667280101 NORTHWEST AIRLS CORP 1,450 8,098 667328108 NORTHWEST BANCORP INC PA 2,128 55,412 667655104 NORTHWEST NAT GAS CO 550 25,760 66977W109 NOVA CHEMICALS CORP 949,157 35,498,980 66987E206 NOVAGOLD RES INC 558,201 5,230,343 66987M604 NOVATEL WIRELESS INC 130,076 1,986,684 66987V109 NOVARTIS A G 321,427 18,700,708 669947400 NOVASTAR FINL INC 400 19,180 669967101 NUANCE COMMUNICATIONS INC 1,500 8,267 670006105 NOVELL INC 577,427 4,384,842 670008101 NOVELLUS SYS INC 99,886 3,023,031 670009109 NOVEN PHARMACEUTICALS INC 44,700 957,005 67000X106 NOVELIS INC 938,798 29,168,591 67010C100 NOVOSTE CORP 500 600 67018T105 NU SKIN ENTERPRISES INC 1,100 31,392 67019E107 NSTAR 2,800 105,730 670346105 NUCOR CORP 116,178 6,491,489 67066G104 NVIDIA CORP 6,079 198,945 670704105 NUVASIVE INC 5,600 113,995 670712108 NYFIX INC 300 2,172 670837103 OGE ENERGY CORP 1,800 63,802 67083Q101 OCA INC 500 1,151 670872100 OM GROUP INC 450 13,608 67090F106 NUVEEN INVTS INC 36,500 1,681,810
671040103 OSI PHARMACEUTICALS INC 71,350 3,571,608 673662102 OAKLEY INC 1,500 31,288 674599105 OCCIDENTAL PETE CORP DEL 196,602 18,524,600 675234108 OCEANFIRST FINL CORP 200 5,514 675746101 OCWEN FINL CORP 1,900 15,731 67611V101 ODYSSEY HEALTHCARE INC 9,112 160,933 67612W108 ODYSSEY RE HLDGS CORP 1,193 36,194 676220106 OFFICE DEPOT INC 183,801 5,141,729 67622P101 OFFICEMAX INC DEL 50,435 1,838,976 676255102 OFFSHORE LOGISTICS INC 121,850 4,901,103 677240103 OHIO CAS CORP 26,200 775,930 680033107 OLD NATL BANCORP IND 1,060 27,783 680223104 OLD REP INTL CORP 4,415 136,755 680665205 OLIN CORP 1,178 26,317 681904108 OMNICARE INC 103,308 5,368,737 681919106 OMNICOM GROUP INC 155,237 15,184,123 681936100 OMEGA HEALTHCARE INVS INC 700 11,026 682128103 OMNIVISION TECHNOLOGIES INC 846 14,082 682159108 ON ASSIGNMENT INC 300 1,830 682189105 ON SEMICONDUCTOR CORP 4,200 23,663 682680103 ONEOK INC NEW 1,803 72,221 683399109 ONYX PHARMACEUTICALS INC 36,890 1,078,967 68370R109 OPEN JT STK CO-VIMPEL COMMUN 6,000 250,080 683715106 OPEN TEXT CORP 433,453 7,512,103 683718308 OPENWAVE SYS INC 1,084 21,774 68371P102 OPEN SOLUTIONS INC 109,300 2,718,913 68375Q106 OPLINK COMMUNICATIONS INC 2,000 4,189 683827208 OPTICAL CABLE CORP 81 517 68388R208 OPTIMAL GROUP INC 135 2,717 68389X105 ORACLE CORP 2,344,412 37,952,221 68554V108 ORASURE TECHNOLOGIES INC 45,100 551,832 685564106 ORBITAL SCIENCES CORP 200 2,467 685921108 OREZONE RES INC 500,000 800,000 686091109 O REILLY AUTOMOTIVE INC 63,200 2,307,513 688239201 OSHKOSH TRUCK CORP 30,541 2,928,190 689648103 OTTER TAIL CORP 150 5,021 689899102 OUTBACK STEAKHOUSE INC 1,750 96,967 690113105 OUTLOOK GROUP CORP 350 3,725 690368105 OVERSEAS SHIPHOLDING GROUP I 1,026 74,959 690370101 OVERSTOCK COM INC DEL 10,900 475,271 690732102 OWENS & MINOR INC NEW 250 9,906 690768403 OWENS ILL INC 3,000 92,044 693282105 PDF SOLUTIONS INC 10,000 160,694 69329V100 PDI INC 197 2,975 69331C108 PG&E CORP 261,950 12,044,197 693320202 PHH CORP 117 3,703 69333Y108 P F CHANGS CHINA BISTRO INC 23,700 1,712,057 693419202 PMA CAP CORP 1,150 12,437 69344F106 PMC-SIERRA INC 119,250 1,362,716 69344M101 PMI GROUP INC 3,100 148,002 693475105 PNC FINL SVCS GROUP INC 109,929 7,332,551 693483109 POSCO 5,000 269,272 69349H107 PNM RES INC 1,350 47,637 693506107 PPG INDS INC 44,192 3,396,970 69351T106 PPL CORP 67,855 4,935,160 69360J107 PS BUSINESS PKS INC CALIF 344 18,728 69366A100 PSS WORLD MED INC 950 14,486 693718108 PACCAR INC 85,407 7,113,242 69373H106 PACER INTL INC TENN 170,100 4,539,695
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743315103 PROGRESSIVE CORP OHIO 35,303 4,272,457 743410102 PROLOGIS 31,327 1,543,981 743674103 PROTECTIVE LIFE CORP 61,300 3,169,888 74369L103 PROTEIN DESIGN LABS INC 145,276 3,596,047 743859100 PROVIDENT BANKSHARES CORP 10,055 392,983 74386T105 PROVIDENT FINL SVCS INC 1,500 32,280 74406A102 PROVIDIAN FINL CORP 52,397 1,131,692 744283201 PROXIM CORP 85 5 744290305 PROXYMED INC 1,680 16,132 744320102 PRUDENTIAL FINL INC 683,254 54,947,538 744573106 PUBLIC SVC ENTERPRISE GROUP 104,179 7,760,537 74460D109 PUBLIC STORAGE INC 2,786 215,828 745310102 PUGET ENERGY INC NEW 30,350 869,097 745867101 PULTE HOMES INC 86,433 8,918,969 746927102 QLT INC 819,188 10,379,112 747277101 QLOGIC CORP 55,253 2,089,093 747525103 QUALCOMM INC 822,370 33,250,407 747582104 QUALITY SYS INC 270 15,668 747620102 QUANEX CORP 259 16,816 74762E102 QUANTA SVCS INC 2,196 23,669 747906204 QUANTUM CORP 1,650 6,002 748203106 QUEBECOR WORLD INC 800,998 19,223,952 74834L100 QUEST DIAGNOSTICS INC 272,355 17,788,776 74834T103 QUEST SOFTWARE INC 15,950 266,270 748356102 QUESTAR CORP 2,455 198,154 74837R104 QUICKSILVER RESOURCES INC 800 62,641 74838C106 QUIKSILVER INC 1,800 35,230 749056107 QUIXOTE CORP 1,200 28,822 749117206 QUOTESMITH COM INC 1,966 10,330 749121109 QWEST COMMUNICATIONS INTL IN 763,434 3,469,050 749136107 R & G FINANCIAL CORP 150 3,250 74955W307 R H DONNELLEY CORP 59,900 4,547,195 749607107 RLI CORP 372 20,321 749685103 RPM INTL INC 2,986 66,781 749719100 RSA SEC INC 390,196 5,486,922 749941100 RF MICRODEVICES INC 5,050 33,644 750236101 RADIAN GROUP INC 2,700 156,155 75040P108 RADIO ONE INC 2,100 32,743 750438103 RADIOSHACK CORP 87,756 2,491,881 75086X106 RAINDANCE COMM 2,250 5,732 750875106 RAINMAKER SYSTEMS 4,300 3,107 750917106 RAMBUS INC DEL 1,600 26,221 751028101 RALCORP HLDGS INC NEW 430 21,672 75281A109 RANGE RES CORP 1,050 34,594 753820109 RARE HOSPITALITY INTL INC 496 18,511 754730109 RAYMOND JAMES FINANCIAL INC 1,125 38,926 754907103 RAYONIER INC 774 50,272 755111507 RAYTHEON CO 680,951 32,627,373 755267101 READERS DIGEST ASSN INC 2,104 42,520 75605L104 REALNETWORKS INC 2,543 15,480 756109104 REALTY INCOME CORP 1,000 30,669 75621K106 RECKSON ASSOCS RLTY CORP 5,395 221,692 756577102 RED HAT INC 391,800 6,286,384 75689M101 RED ROBIN GOURMET BURGERS IN 2,900 220,148 757209507 REDBACK NETWORKS INC 81 633 758075402 REDWOOD TR INC 400 25,280 758110100 REEBOK INTL LTD 9,638 493,823 758204101 REED ELSEVIER N V 84,000 2,869,412 758766109 REGAL ENTMT GROUP 2,283 52,793
758849103 REGENCY CTRS CORP 1,000 70,059 75886F107 REGENERON PHARMACEUTICALS 700 7,319 75886N100 REGENERATION TECH INC DEL 77,600 594,978 758932107 REGIS CORP MINN 972 46,525 7591EP100 REGIONS FINANCIAL CORP NEW 327,847 13,604,413 759351109 REINSURANCE GROUP AMER INC 828 47,167 759509102 RELIANCE STEEL & ALUMINUM CO 1,400 64,358 75952B105 RELIANT ENERGY INC 6,774 102,714 759543200 REMEC INC 892 6,992 75968L105 RENAISSANCE LEARNING INC 800 19,891 759930100 RENAL CARE GROUP INC 89,377 5,048,392 76009N100 RENT A CTR INC NEW 94,026 2,682,147 76009U104 RENT WAY INC 400 4,821 760282103 REPUBLIC BANCORP INC 3,465 63,574 760759100 REPUBLIC SVCS INC 3,658 161,336 760975102 RESEARCH IN MOTION LTD 2,031,224 183,164,626 761152107 RESMED INC 39,800 3,216,817 761195205 RESOURCE AMERICA INC 300 14,157 76122Q105 RESOURCES CONNECTION INC 14,284 406,410 761230101 RESPIRONICS INC 12,900 570,535 76128Y102 RETAIL VENTURES INC 500 8,353 761624105 REX STORES CORP 50 885 761655406 REXAM PLC 21,000 1,128,371 761695105 REYNOLDS & REYNOLDS CO 60,149 1,991,313 761713106 REYNOLDS AMERICAN INC 67,337 6,498,979 766559603 RIGEL PHARMACEUTICALS INC 39,900 973,481 76657R106 RIGHTNOW TECHNOLOGIES INC 136,600 2,011,038 766909105 RIO NARCEA GOLD MINES INC 4,012,316 7,904,263 767204100 RIO TINTO PLC 1,344 204,203 767744105 RITCHIE BROS AUCTIONEERS 161,020 7,591,917 767754104 RITE AID CORP 11,102 56,928 770323103 ROBERT HALF INTL INC 67,018 2,049,629 773903109 ROCKWELL AUTOMATION INC 146,553 8,743,353 774341101 ROCKWELL COLLINS INC 156,793 9,156,470 775109200 ROGERS COMMUNICATIONS INC 5,948,846 239,166,011 775371107 ROHM & HAAS CO 88,774 5,038,567 775711104 ROLLINS INC 1,163 28,534 776696106 ROPER INDS INC NEW 50,700 4,431,889 778296103 ROSS STORES INC 59,400 2,103,293 779382100 ROWAN COS INC 16,482 599,760 779528108 ROWE COS 600 3,086 779915107 ROYAL GROUP TECHNOLOGIES LTD 699,826 9,363,672 780087102 ROYAL BK CDA MONTREAL QUE 15,091,078 1,145,412,828 780097606 ROYAL BK SCOTLAND GROUP PLC 600 19,321 780097705 ROYAL BK SCOTLAND GROUP PLC 500 16,537 780097804 ROYAL BK SCOTLAND GROUP PLC 500 16,543 780097879 ROYAL BK SCOTLAND GROUP PLC 500 16,014 780257804 ROYAL DUTCH PETE CO 148,567 11,815,242 780287108 ROYAL GOLD INC 49,100 1,209,970 780910105 ROYCE VALUE TR INC 35 823 780911103 RUBICON MINERALS CORP 300,000 270,000 781182100 RUBY TUESDAY INC 125,500 3,981,151 781258108 RUDDICK CORP 909 28,424 782352108 RUSSELL CORP 300 7,514 783513104 RYANAIR HLDGS PLC 3,795 212,063 783520109 RYANS RESTAURANT GROUP INC 175,000 3,002,903 783549108 RYDER SYS INC 47,879 2,146,304 783764103 RYLAND GROUP INC 834 77,500 783859101 S & T BANCORP INC 200 8,843
78387G103 SBC COMMUNICATIONS INC 1,187,185 34,534,386 78388J106 SBA COMMUNICATIONS CORP 5,000 82,674 784018103 SCM MICROSYSTEMS INC 3,100 10,479 784028102 SCP POOL CORP 7,774 334,113 784117103 SEI INVESTMENTS CO 2,530 115,738 78440X101 SL GREEN RLTY CORP 550 43,450 784413106 S L INDS INC 1,800 39,926 78442P106 SLM CORP 246,476 15,335,697 78462F103 SPDR TR 257,182 37,534,619 78462K102 SPSS INC 25,700 604,680 784635104 SPX CORP 16,555 932,361 78463B101 S1 CORPORATION 1,100 6,346 78464R105 SRA INTL INC 1,016 43,205 78486Q101 SVB FINL GROUP 11,950 701,082 785905100 SABRE HLDGS CORP 45,412 1,109,631 786429100 SAFECO CORP 111,026 7,389,406 786449108 SAFEGUARD SCIENTIFICS INC 3,500 5,487 786514208 SAFEWAY INC 78,205 2,164,208 786578302 SAFLINK CORP 1,686 3,407 786598102 SAGA COMMUNICATIONS 87 1,492 790148100 ST JOE CO 1,702 169,979 790849103 ST JUDE MED INC 145,111 7,750,890 792228108 ST MARY LD & EXPL CO 614 21,794 792860108 ST PAUL TRAVELERS INC 171,031 8,280,743 79377W108 SAKS INC 2,300 53,439 79466L302 SALESFORCE COM INC 1,996 50,067 795435106 SALIX PHARMACEUTICALS INC 5,850 126,535 80004C101 SANDISK CORP 4,362 126,880 800363103 SANDY SPRING BANCORP INC 7,000 300,333 800907107 SANMINA SCI CORP 358,876 2,404,346 80105N105 SANOFI AVENTIS 419,820 21,180,833 802809103 SANTANDER BANCORP 751 23,051 803054204 SAP AKTIENGESELLSCHAFT 51,052 2,707,578 803062108 SAPIENT CORP 3,186 30,945 803111103 SARA LEE CORP 127,199 3,086,266 804395101 SAUL CTRS INC 850 37,843 80589M102 SCANA CORP NEW 3,001 156,986 80603P107 SCANSOFT INC 301 1,394 806407102 SCHEIN HENRY INC 108,960 5,541,019 806605101 SCHERING PLOUGH CORP 950,872 22,231,726 806857108 SCHLUMBERGER LTD 335,800 31,234,571 806870200 SCHMITT INDS INC ORE 883 8,866 807066105 SCHOLASTIC CORP 35,835 1,691,987 808194104 SCHULMAN A INC 2,000 44,589 808513105 SCHWAB CHARLES CORP NEW 804,843 11,119,505 808541106 SCHWEITZER-MAUDUIT INTL INC 150 5,719 808655104 SCIENTIFIC ATLANTA INC 30,936 1,260,614 80874P109 SCIENTIFIC GAMES CORP 1,700 56,073 810186106 SCOTTS MIRACLE GRO CO 882 76,926 811054204 SCRIPPS E W CO OHIO 122,500 7,321,854 811707306 SEACOAST BKG CORP FLA 240 5,788 811904101 SEACOR HOLDINGS INC 9,800 771,795 81211K100 SEALED AIR CORP NEW 15,378 937,793 812350106 SEARS HLDGS CORP 72,095 13,233,814 81369Y605 SELECT SECTOR SPDR TR 1,545 56,741 815704101 SEEBEYOND TECHNOLOGIES CORP 600 3,072 816288104 SELECTICA INC 3,700 13,913 816300107 SELECTIVE INS GROUP INC 3,677 223,153 816850101 SEMTECH CORP 62,700 1,278,636
816851109 SEMPRA ENERGY 42,167 2,133,502 817070105 SENECA FOODS CORP NEW 400 7,961 817070501 SENECA FOODS CORP NEW 1,400 27,778 817208408 SENESCO TECHNOLOGIES INC 10,000 22,307 81721M109 SENIOR HSG PPTYS TR 1,200 27,793 81725T100 SENSIENT TECHNOLOGIES CORP 1,110 28,020 817315104 SEPRACOR INC 141,800 10,422,335 817320104 SEQUA CORPORATION 50 4,052 817492101 SERENA SOFTWARE INC 800 18,911 817523103 SEROLOGICALS CORP 24,300 632,456 817565104 SERVICE CORP INTL 5,482 53,914 81760N109 SERVICEMASTER CO 6,432 105,485 817826209 7-ELEVEN INC 1,700 62,965 820280105 SHAW GROUP INC 500 13,173 82028K200 SHAW COMMUNICATIONS INC 2,542,613 64,836,632 822703609 SHELL TRANS & TRADING PLC 18,187 1,315,908 824348106 SHERWIN WILLIAMS CO 81,975 4,727,976 82481R106 SHIRE PHARMACEUTICALS GRP PL 29,200 1,173,064 82567D104 SHURGARD STORAGE CTRS INC 726 40,868 826170102 SIEBEL SYS INC 90,766 989,436 826197501 SIEMENS A G 25,000 2,224,543 826322109 SIERRA HEALTH SVCS INC 300 26,257 826428104 SIERRA PAC RES NEW 2,110 32,175 826516106 SIERRA WIRELESS INC 926,571 8,357,670 826546103 SIFCO INDS INC 400 1,788 826552101 SIGMA ALDRICH CORP 11,686 802,101 82661W107 SIGMATEL INC 577 12,127 82669G104 SIGNATURE BK NEW YORK N Y 700 20,920 826919102 SILICON LABORATORIES INC 38,554 1,237,661 827048109 SILGAN HOLDINGS INC 250 17,221 827057100 SILICON STORAGE TECHNOLOGY I 1,243 6,135 82705T102 SILICON IMAGE INC 1,788 22,469 828806109 SIMON PPTY GROUP INC NEW 56,924 5,054,040 829073105 SIMPSON MANUFACTURING CO INC 700 26,192 82929L109 SINGAPORE FD INC 30,000 325,552 82966U103 SIRIUS SATELLITE RADIO INC 1,513,675 12,013,590 82967Y104 SIRVA INC 1,300 13,550 83001P109 SIX FLAGS INC 1,400 7,973 83080P103 SKY FINL GROUP INC 1,597 55,120 830879102 SKYWEST INC 899 20,018 83088M102 SKYWORKS SOLUTIONS INC 2,934 26,611 831865209 SMITH A O 18,400 601,945 832110100 SMITH INTL INC 114,850 8,960,569 832248108 SMITHFIELD FOODS INC 2,150 71,811 832696405 SMUCKER J M CO 1,018 58,566 832727101 SMURFIT-STONE CONTAINER CORP 40,149 500,105 833034101 SNAP ON INC 8,943 375,701 834182107 SOLECTRON CORP 165,361 767,637 835451105 SONIC CORP 14,606 546,164 83545G102 SONIC AUTOMOTIVE INC 1,000 26,039 835470105 SONICWALL INC 1,750 11,553 835495102 SONOCO PRODS CO 2,050 66,537 835699307 SONY CORP 61,590 2,598,625 835898107 SOTHEBYS HLDGS INC 1,150 19,297 835916107 SONUS NETWORKS INC 3,780 22,130 83607V104 SOUND FED BANCORP INC 205 4,058 837841105 SOUTH FINL GROUP INC 800 27,847 838518108 SOUTH JERSEY INDS INC 250 18,715 842587107 SOUTHERN CO 120,274 5,107,373
843611104 SOUTHERN PERU COPPER CORP 3,600 188,894 844030106 SOUTHERN UN CO NEW 2,365 71,113 844741108 SOUTHWEST AIRLS CO 292,243 4,986,093 844767103 SOUTHWEST BANCORP INC OKLA 200 5,017 844895102 SOUTHWEST GAS CORP 3,200 99,983 845467109 SOUTHWESTERN ENERGY CO 826 47,529 845905108 SOVEREIGN BANCORP INC 61,475 1,682,081 846425882 SPANISH BROADCASTING SYS INC 950 11,624 847580107 SPECTRALINK CORP 250 3,221 84761M104 SPECTRASITE INC 63,920 5,827,066 84762L105 SPECTRUM BRANDS INC 900 36,377 847788106 SPEEDWAY MOTORSPORTS INC 700 31,345 848420105 SPHERION CORP 1,050 8,488 84855W109 SPINNAKER EXPL CO 600 26,081 84917U109 SPORTS AUTH INC NEW 600 23,369 852061100 SPRINT CORP 928,075 28,519,960 852891100 STANCORP FINL GROUP INC 590 55,339 85375C101 STANDARD PAC CORP NEW 500 53,861 854616109 STANLEY WKS 13,676 762,812 855030102 STAPLES INC 151,276 3,950,914 855244109 STARBUCKS CORP 299,008 18,920,084 855707105 STATE AUTO FINL CORP 800 30,414 85590A203 STARWOOD HOTELS&RESORTS WRLD 262,546 18,982,975 857477103 STATE STR CORP 273,687 16,173,971 857689103 STATION CASINOS INC 9,725 790,902 85771P102 STATOIL ASA 110,000 2,734,978 858119100 STEEL DYNAMICS INC 850 27,328 858155203 STEELCASE INC 1,622 27,515 85856W105 STELLENT INC 700 6,430 858603103 STEPHAN CO 550 2,863 858907108 STERLING BANCSHARES INC 700 13,341 858912108 STERICYCLE INC 800 49,306 859152100 STERIS CORP 12,010 379,073 859319105 STERLING FINL CORP WASH 303 13,880 861642106 STONE ENERGY CORP 447 26,772 862111200 STORAGE TECHNOLOGY CORP 2,480 110,231 862701307 STRATEGIC DISTR INC 300 3,851 86279T109 STRATEX NETWORKS INC 2,700 5,688 863100202 STRATOS INTERNATIONAL INC 120 813 863111100 STRATTEC SEC CORP 700 46,692 863236105 STRAYER ED INC 200 21,130 86330E406 STREETTRACKS SER TR 50 10,884 863314100 STRIDE RITE CORP 91,000 1,536,989 863667101 STRYKER CORP 155,515 9,058,980 863902102 STUDENT LN CORP 350 94,224 864482104 SUBURBAN PROPANE PARTNERS L 2,700 118,400 866011109 SUMMIT BANCSHARES INC TEX 200 4,238 866615107 SUMTOTAL SYS INC 402 2,226 866674104 SUN COMMUNITIES INC 100 4,555 866796105 SUN LIFE FINL INC 11,422,341 471,400,028 866810104 SUN MICROSYSTEMS INC 1,731,053 7,908,466 867229106 SUNCOR ENERGY INC 10,423,632 603,736,766 86722Q108 SUNCOM WIRELESS HLDGS INC 3,000 7,937 867363103 SUNGARD DATA SYS INC 81,241 3,499,555 86764P109 SUNOCO INC 42,551 5,924,600 86768K106 SUNRISE SENIOR LIVING INC 39,200 2,591,696 867914103 SUNTRUST BKS INC 275,547 24,380,275 867931107 SUPERCONDUCTOR TECHNOLOGIES 2,580 2,054 868042102 SUPER VISION INTL INC 2,600 12,515
868059106 SUPERGEN INC 3,550 21,479 868157108 SUPERIOR ENERGY SVCS INC 1,030 22,455 868536103 SUPERVALU INC 99,160 3,960,523 868873100 SURMODICS INC 200 10,624 869099101 SUSQUEHANNA BANCSHARES INC P 500 15,059 870756103 SWIFT TRANSN CO 18,520 528,294 871130100 SYBASE INC 1,608 36,140 871142105 SYBRON DENTAL SPECIALTIES IN 400 18,431 871206108 SYCAMORE NETWORKS INC 8,000 34,056 871503108 SYMANTEC CORP 141,879 3,779,799 871507109 SYMBION INC DEL 54,700 1,597,868 871508107 SYMBOL TECHNOLOGIES INC 86,724 1,048,387 87155S108 SYMYX TECHNOLOGIES 84,150 2,883,812 871562203 SYNAGRO TECHNOLOGIES INC 21,200 125,415 87157D109 SYNAPTICS INC 5,900 154,354 871607107 SYNOPSYS INC 5,680 115,971 87160A100 SYNGENTA AG 324 8,097 87161C105 SYNOVUS FINL CORP 54,725 1,921,669 87162H103 SYNTEL INC 800 15,707 871829107 SYSCO CORP 418,910 18,568,981 872275102 TCF FINL CORP 3,375 106,980 87236N102 TDC A/S 124 3,308 872375100 TECO ENERGY INC 70,142 1,624,557 872382106 TEL OFFSHORE TR 18 220 872384102 TEPPCO PARTNERS L P 814 41,315 872443403 THQ INC 101,050 3,622,632 872540109 TJX COS INC NEW 97,822 2,917,432 872549100 TLC VISION CORP 601,230 5,892,054 87264S106 TRW AUTOMOTIVE HLDGS CORP 72,800 2,185,445 873168108 TXU CORP 46,921 4,775,086 874037104 TAIWAN GREATER CHINA FD 70,000 438,111 874039100 TAIWAN SEMICONDUCTOR MFG LTD 691,824 7,733,077 874054109 TAKE-TWO INTERACTIVE SOFTWAR 750 23,378 874161102 TALBOTS INC 1,450 57,665 87425E103 TALISMAN ENERGY INC 7,259,076 333,191,588 874918105 TALX CORP 412 14,588 87588Q109 TANOX INC 218 3,129 87612E106 TARGET CORP 280,560 18,696,902 87651B104 TASER INTL INC 960 11,805 876664103 TAUBMAN CTRS INC 500 20,877 878237106 TECH DATA CORP 1,010 45,288 878330109 TECHE HLDG CO 50 2,220 878377100 TECHNE CORP 1,250 70,288 878483106 TECHNICAL OLYMPIC USA INC 562 16,713 878555101 TECHNITROL INC 650 11,249 878895200 TECUMSEH PRODS CO 80 2,689 879080109 TEJON RANCH CO DEL 200 12,608 879101103 TEKELEC 6,483 133,398 879131100 TEKTRONIX INC 59,595 1,698,523 87923P105 TELE CENTRO OESTE CELULAR S 6 75 879246106 TELE NORTE LESTE PART S A 47 975 879252104 TELE SUDESTE CELULAR PART S 4 39 87927Y102 TELECOM ITALIA S P A NEW 26,318 1,024,567 879287308 TELECOMUNICACOES BRASILEIRAS 25 950 87929A102 TELECOMUNICACOES DE SAO PAUL 20 509 879360105 TELEDYNE TECHNOLOGIES INC 400 15,962 879369106 TELEFLEX INC 35,700 2,595,975 879382208 TELEFONICA S A 686 41,804 879403780 TELEFONOS DE MEXICO S A 320 7,533
879433100 TELEPHONE & DATA SYS INC 1,650 82,474 879433860 TELEPHONE & DATA SYS INC 1,300 61,046 87952L108 TELESP CELULAR PART S A 133,351 697,412 87959M109 TELIK INC 1,000 19,915 879664100 TELLABS INC 85,776 914,942 87971M202 TELUS CORP 2,246,146 93,828,538 879868107 TEMPLE INLAND INC 76,294 3,471,478 879939106 TELETECH HOLDINGS INC 600 5,989 879946606 TELESYSTEM INTL WIRELESS INC 3,075 58,733 88023U101 TEMPUR PEDIC INTL INC 555,437 15,337,990 88031M109 TENARIS S A 5,595 536,365 88033G100 TENET HEALTHCARE CORP 82,884 1,242,736 880345103 TENNANT CO 50 2,169 880770102 TERADYNE INC 32,891 482,221 880775101 TERAYON COMMUNICATION SYS 1,150 4,352 880779103 TEREX CORP NEW 600 28,954 88157K101 TESCO CORP 282,008 3,821,208 881609101 TESORO CORP 1,000 56,978 881624209 TEVA PHARMACEUTICAL INDS LTD 134,695 5,139,100 88162G103 TETRA TECH INC NEW 123,275 2,042,857 88164L100 TESSERA TECHNOLOGIES INC 358 14,650 88224Q107 TEXAS CAPITAL BANCSHARES INC 8,500 205,509 882491103 TEXAS INDS INC 177 12,190 882508104 TEXAS INSTRS INC 633,621 21,784,276 882673106 TEXAS REGL BANCSHARES INC 833 31,097 882681109 TEXAS ROADHOUSE INC 500 21,281 883203101 TEXTRON INC 98,464 9,147,412 883203309 TEXTRON INC 25 8,490 88338T104 THERAVANCE INC 53,200 1,107,709 883556102 THERMO ELECTRON CORP 27,856 916,751 884315102 THOMAS & BETTS CORP 1,800 62,259 884425109 THOMAS INDS INC 200 9,789 884903105 THOMSON CORP 4,183,892 171,623,319 885160101 THOR INDS INC 40,000 1,539,819 885175307 THORATEC CORP 11,145 209,397 885218107 THORNBURG MTG INC 1,300 46,382 885535104 3COM CORP 9,600 43,021 88554D205 3-D SYS CORP DEL 1,800 53,044 88579Y101 3M CO 615,887 55,070,191 88632Q103 TIBCO SOFTWARE INC 4,200 33,643 886423102 TIDEWATER INC 21,080 984,212 886547108 TIFFANY & CO NEW 162,788 6,531,779 88706P106 TIM PARTICIPACOES S A 15,177 293,703 887100105 TIMBERLAND CO 91,400 4,334,577 887317105 TIME WARNER INC 3,562,340 72,950,573 887319101 TIME WARNER TELECOM INC 1,000 7,251 887389104 TIMKEN CO 1,391 39,355 888266103 TITAN CORP 1,500 41,778 888314101 TITAN PHARMACEUTICALS INC DE 2,700 6,052 888339207 TITANIUM METALS CORP 150 10,433 888706108 TIVO INC 1,450 11,863 88889T107 TODCO 880 27,668 889478103 TOLL BROTHERS INC 1,765 219,528 889542106 TOLLGRADE COMMUNICATIONS INC 950 8,727 890030208 TOMKINS PLC 250,737 5,909,332 890333107 TOO INC 600 17,174 890516107 TOOTSIE ROLL INDS INC 1,378 49,367 891027104 TORCHMARK CORP 18,758 1,199,284 891092108 TORO CO 17,400 822,838
891160509 TORONTO DOMINION BK ONT 16,996,854 928,708,109 89151E109 TOTAL S A 131,205 18,967,511 892331307 TOYOTA MOTOR CORP 50,150 4,391,412 892335100 TOYS R US INC 37,534 1,217,426 892356106 TRACTOR SUPPLY CO 600 36,083 892918103 TRANSACT TECHNOLOGIES INC 250 2,594 89336Q100 TRANS WORLD ENTMT CORP 500 7,245 893416107 TRANSACTION SYS ARCHITECTS 190 5,732 89346D107 TRANSALTA CORP 8,303,277 169,635,949 893521104 TRANSATLANTIC HLDGS INC 1,043 71,308 89353D107 TRANSCANADA CORP 12,486,655 402,569,754 893617209 TRANSCONTINENTAL RLTY INVS 150 3,902 893735100 TRANSKARYOTIC THERAPIES INC 500 22,402 89376R109 TRANSMETA CORP DEL 7,050 5,267 894065101 TRANSWITCH CORP 1,650 4,143 894650100 TREDEGAR CORP 600 11,464 89531P105 TREX INC 5,100 160,535 89579K109 TRIAD HOSPITALS INC 101,614 6,800,321 895919108 TRIDENT MICROSYSTEMS INC 1,875 52,108 895925105 TRIAD GTY INC 2,700 166,638 896047107 TRIBUNE CO NEW 163,996 7,066,713 896239100 TRIMBLE NAVIGATION LTD 800 38,184 896263100 TRIMERIS INC 134,800 1,647,728 896522109 TRINITY INDS INC 1,490 58,453 89674K103 TRIQUINT SEMICONDUCTOR INC 4,822 19,667 89687P107 TRIZEC PROPERTIES INC 2,091 52,681 898349105 TRUSTCO BK CORP N Y 1,152 18,427 898402102 TRUSTMARK CORP 1,000 35,838 899035505 TUESDAY MORNING CORP 800 30,885 899896104 TUPPERWARE CORP 1,230 35,207 901103101 TUT SYSTEMS 11 40 901167106 TWEETER HOME ENTMT GROUP INC 1,500 4,593 90130N103 21ST CENTY INS GROUP 1,550 28,173 902124106 TYCO INTL LTD NEW 1,327,376 47,472,875 902494103 TYSON FOODS INC 9,658 210,558 90262T308 UCBH HOLDINGS INC 1,400 27,847 902681105 UGI CORP NEW 1,500 51,258 902737105 UICI 600 21,877 902788108 UMB FINL CORP 662 46,241 902911106 UST INC 60,156 3,364,186 902973304 US BANCORP DEL 860,534 30,778,463 903236107 URS CORP NEW 346 15,828 90328M107 USANA HEALTH SCIENCES INC 100 5,271 903293405 U S G CORP 400 20,822 90333E108 USEC INC 2,150 38,552 90338R104 US UNWIRED INC 21,000 149,695 903474302 UBIQUITEL INC 14,100 140,921 903844108 ULTICOM INC 450 5,848 903914109 ULTRA PETROLEUM CORP 5,000 187,224 904034105 ULTRATECH INC 300 6,724 904214103 UMPQUA HLDGS CORP 656 18,914 90458E107 UNIBANCO-UNIAO DE BANCOS BRA 31,805 1,504,433 904767704 UNILEVER PLC 40 1,937 904784709 UNILEVER N V 949 75,717 905399101 UNION BANKSHARES CORP 150 7,095 907818108 UNION PAC CORP 214,091 16,991,769 908906100 UNIONBANCAL CORP 3,462 283,758 909205106 UNISOURCE ENERGY CORP 12,500 470,783 909214108 UNISYS CORP 107,100 830,426
909218109 UNIT CORP 650 35,037 909440109 UNITED AUTO GROUP INC 748 27,301 90984P105 UNITED CMNTY BKS BLAIRSVLE G 200 6,374 909907107 UNITED BANKSHARES INC WEST V 500 21,808 910197102 UNITED DOMINION REALTY TR IN 2,310 68,044 910331107 UNITED FIRE & CAS CO 300 16,322 910873207 UNITED MICROELECTRONICS CORP 247,100 1,243,884 911268100 UNITED ONLINE INC 1,200 15,962 911312106 UNITED PARCEL SERVICE INC 299,273 25,378,051 911363109 UNITED RENTALS INC 1,600 39,605 911684108 UNITED STATES CELLULAR CORP 1,500 91,750 912909108 UNITED STATES STL CORP NEW 82,547 3,474,930 913004107 UNITED STATIONERS INC 1,300 78,179 913016309 UNITED SURGICAL PARTNERS INT 11,050 704,853 913017109 UNITED TECHNOLOGIES CORP 589,603 37,149,853 91307C102 UNITED THERAPEUTICS CORP DEL 10,100 596,257 91324P102 UNITEDHEALTH GROUP INC 969,866 61,937,810 913275103 UNITRIN INC 1,600 96,220 913377107 UNIVERSAL AMERN FINL CORP 35,000 969,674 913431102 UNIVERSAL COMPRESSION HLDGS 434 19,264 913456109 UNIVERSAL CORP VA 950 50,941 913837100 UNIVERSAL STAINLESS & ALLOY 150 2,232 913903100 UNIVERSAL HLTH SVCS INC 1,197 91,161 914906102 UNIVISION COMMUNICATIONS INC 179,811 6,067,406 915289102 UNOCAL CORP 103,889 8,277,313 91529B106 UNOVA INC 49,300 1,607,990 91529Y106 UNUMPROVIDENT CORP 587,080 13,173,098 915436109 UPM KYMMENE CORP 70,000 1,643,559 917047102 URBAN OUTFITTERS INC 1,400 97,207 918076100 UTSTARCOM INC 1,500 13,761 918194101 VCA ANTECH INC 1,298 38,552 91819B105 VA SOFTWARE CORP 2,450 5,101 918204108 V F CORP 71,873 5,037,079 918458209 VYYO INC 583 4,449 918866104 VALASSIS COMMUNICATIONS INC 1,000 45,379 918905100 VALHI INC NEW 1,500 32,151 918914102 VALENCE TECHNOLOGY INC 1,300 4,458 91911X104 VALEANT PHARMACEUTICALS INTL 61,100 1,319,346 91913Y100 VALERO ENERGY CORP NEW 1,101,831 106,774,160 919794107 VALLEY NATL BANCORP 17,523 501,786 920355104 VALSPAR CORP 850 50,274 92047K107 VALUEVISION MEDIA INC 550 8,090 922206107 VARIAN INC 634 29,345 922207105 VARIAN SEMICONDUCTOR EQUIPMN 800 36,254 92220P105 VARIAN MED SYS INC 19,435 888,603 92232F103 VASOGEN INC 662,670 3,969,393 92240G101 VECTREN CORP 1,300 45,745 92240M108 VECTOR GROUP LTD 578 13,146 922417100 VEECO INSTRS INC DEL 450 8,973 92257T608 VELOCITY EXPRESS CORP 28 229 92276F100 VENTAS INC 1,240 45,866 92276H106 VENTANA MED SYS INC 400 19,709 922908652 VANGUARD INDEX TR 46,948 4,868,687 923436109 VERITAS SOFTWARE CO 222,815 6,658,853 92343C106 VERITY INC 12,900 138,565 92343E102 VERISIGN INC 113,935 4,013,389 92343P107 VERITAS DGC INC 550 18,687 92343V104 VERIZON COMMUNICATIONS 830,373 35,140,180 92343X100 VERINT SYS INC 213 8,390
92532F100 VERTEX PHARMACEUTICALS INC 187,831 3,874,133 92532L206 VERTICALNET INC 55 47 92534N101 VERTRUE INC 200 9,544 925524308 VIACOM INC 1,640,344 64,335,456 92552R406 VIAD CORP 24,125 837,399 92553Q209 VIASYS HEALTHCARE INC 320 8,854 925815102 VICOR CORP 600 9,994 926471103 VICURON PHARMACEUTICALS INC 13,978 477,655 92672P108 VIEWPOINT CORP 1,750 3,794 926734401 VIGNETTE CORP 380 5,236 927460105 VINTAGE PETE INC 950 35,454 927624106 VION PHARMACEUTICALS INC 186,850 496,613 92763R104 VIRAGE LOGIC CORP 4,800 60,554 92823R201 VIROLOGIC INC 33,715 102,409 928241108 VIROPHARMA INC 66,000 561,816 928298108 VISHAY INTERTECHNOLOGY INC 4,248 61,759 92839U107 VISTEON CORP 19,968 147,477 92839Y109 VISTACARE INC 2,100 47,506 928497106 VITESSE SEMICONDUCTOR CORP 5,050 12,927 92849Q401 VITRIA TECHNOLOGY 1,062 4,553 92857W100 VODAFONE GROUP PLC NEW 917,178 27,445,293 928856400 VOLVO AKTIEBOLAGET 47,000 2,334,688 929042109 VORNADO RLTY TR 2,929 288,430 929160109 VULCAN MATLS CO 42,944 3,418,332 929236107 WD-40 CO 32,300 1,104,940 92923B106 WFS FINL INC 886 55,029 92923C104 WCI CMNTYS INC 750 29,423 92924F106 WGL HLDGS INC 910 37,494 929251106 W HLDG CO INC 2,446 30,618 92925E108 W-H ENERGY SVCS INC 6,900 210,686 929284107 WJ COMMUNICATIONS INC 2,700 5,688 929297109 WMS INDS INC 21,400 884,612 929309300 WPP GROUP PLC 115,343 7,288,727 92930Y107 W P CAREY & CO LLC 600 21,517 92931B106 WPS RESOURCES CORP 680 46,849 929740108 WABTEC CORP 700 18,416 929903102 WACHOVIA CORP 2ND NEW 729,974 44,361,295 930059100 WADDELL & REED FINL INC 219,160 4,965,903 931142103 WAL MART STORES INC 1,525,066 90,281,965 931422109 WALGREEN CO 355,252 20,019,117 93317Q105 WALTER INDS INC 741 36,485 934390402 WARNACO GROUP INC 17,200 489,798 938824109 WASHINGTON FED INC 1,469 42,304 939322103 WASHINGTON MUT INC 150,500 7,500,485 939640108 WASHINGTON POST CO 323 330,347 939653101 WASHINGTON REAL ESTATE INVT 10,750 410,798 940610108 WASHINGTON TR BANCORP 250 8,473 941053100 WASTE CONNECTIONS INC 8,025 366,524 94106L109 WASTE MGMT INC DEL 183,440 6,367,355 941105108 WATCHGUARD TECHNOLOGIES INC 400 1,920 941848103 WATERS CORP 46,715 2,126,738 942683103 WATSON PHARMACEUTICALS INC 261,148 9,454,886 942712100 WATSON WYATT & CO HLDGS 650 20,405 942749102 WATTS WATER TECHNOLOGIES INC 500 20,509 943315101 WAUSAU PAPER CORP 650 9,538 94767L109 WEBEX COMMUNICATIONS INC 550 17,791 947684106 WEBSENSE INC 175 10,299 94768C108 WEBMETHODS INC 2,263 15,524 94769M105 WEBMD CORP 4,330 54,466
947890109 WEBSTER FINL CORP CONN 950 54,327 948626106 WEIGHT WATCHERS INTL INC NEW 128,993 8,153,896 948741103 WEINGARTEN RLTY INVS 1,557 74,793 948849104 WEIS MKTS INC 600 28,506 949475107 WELLCHOICE INC 27,700 2,356,906 94973V107 WELLPOINT INC 593,394 50,630,396 949746101 WELLS FARGO & CO NEW 859,445 64,867,122 950240200 WELLSFORD REAL PPTYS INC 150 3,257 950590109 WENDYS INTL INC 160,754 9,451,289 950755108 WERNER ENTERPRISES INC 1,363 32,787 950817106 WESCO FINL CORP 150 66,139 95082P105 WESCO INTL INC 970 37,281 952355105 WEST CORP 3,330 156,618 957090103 WESTAMERICA BANCORPORATION 11,850 766,478 95709T100 WESTAR ENERGY INC 1,885 55,479 957907108 WESTCORP INC 800 51,363 958102105 WESTERN DIGITAL CORP 3,570 58,679 958259103 WESTERN GAS RES INC 113,300 4,843,067 959531104 WESTERN SILVER CORP 669,538 7,103,798 95988E204 WESTERN WIRELESS CORP 1,550 80,304 960413102 WESTLAKE CHEM CORP 747 22,416 961815107 WESTWOOD ONE INC 2,200 55,050 962166104 WEYERHAEUSER CO 123,298 9,612,252 963320106 WHIRLPOOL CORP 26,522 2,277,463 966387102 WHITING PETE CORP NEW 45,000 2,001,262 966612103 WHITNEY HLDG CORP 750 29,974 966837106 WHOLE FOODS MKT INC 12,187 1,769,894 96808B107 WILD OATS MARKETS INC 10,400 145,849 968223206 WILEY JOHN & SONS INC 1,150 55,960 969457100 WILLIAMS COS INC DEL 110,874 2,580,171 969904101 WILLIAMS SONOMA INC 39,791 1,928,484 971807102 WILMINGTON TRUST CORP 14,960 659,812 97263M109 WIMM BILL DANN FOODS OJSC 21,500 432,654 973149107 WIND RIVER SYSTEMS INC 1,300 24,966 974637100 WINNEBAGO INDS INC 1,000 40,112 97650W108 WINTRUST FINANCIAL CORP 490 31,418 97653A103 WIRELESS FACILITIES INC 900 6,978 976657106 WISCONSIN ENERGY CORP 3,386 161,740 977424100 WITNESS SYS INC 450 10,048 978097103 WOLVERINE WORLD WIDE INC 1,275 37,494 979438108 WOODHEAD INDS INC 4,800 74,135 980745103 WOODWARD GOVERNOR CO 1,200 123,504 981811102 WORTHINGTON INDS INC 1,013 19,603 98235T107 WRIGHT MED GROUP INC 14,700 480,722 982526105 WRIGLEY WM JR CO 137,481 11,591,742 983024100 WYETH 1,505,930 82,086,080 983134107 WYNN RESORTS LTD 71,350 4,130,901 983759101 XM SATELLITE RADIO HLDGS INC 39,456 1,626,643 98385X106 XTO ENERGY INC 148,799 6,194,644 98389B100 XCEL ENERGY INC 158,106 3,780,013 98389J103 XANSER CORP 2,350 6,678 983919101 XILINX INC 518,204 16,184,755 984121103 XEROX CORP 171,344 2,895,179 984332106 YAHOO INC 647,318 27,471,736 98462Y100 YAMANA GOLD INC 1,004,400 4,469,580 984757104 YANKEE CANDLE INC 750 29,487 985577105 YELLOW ROADWAY CORP 1,074 67,041 986670107 YORK INTL CORP NEW 600 27,925 987434107 YOUNG BROADCASTING INC 2,800 14,232
987520103 YOUNG INNOVATIONS INC 90 4,115 988498101 YUM BRANDS INC 265,640 16,944,534 988858106 ZALE CORP NEW 92,766 3,600,611 989139100 ZARLINK SEMICONDUCTOR INC 2,545,500 4,200,075 989207105 ZEBRA TECHNOLOGIES CORP 1,175 63,020 989390109 ZENITH NATL INS CORP 300 24,934 98950P108 ZHONE TECHNOLOGIES INC NEW 331 1,358 98956P102 ZIMMER HLDGS INC 61,509 5,738,980 989701107 ZIONS BANCORPORATION 122,268 11,011,400 98975F101 ZORAN CORP 1,000 16,278 989817101 ZUMIEZ INC 2,300 82,117 98985T109 ZYMOGENETICS INC 323 6,963 D1668R123 DAIMLERCHRYSLER AG 500 25,242 D18190898 DEUTSCHE BANK AG NAMEN 43,300 4,131,837 G0070K103 ACE LTD 222,637 12,229,958 G02602103 AMDOCS LTD 33,000 1,068,258 G0450A105 ARCH CAP GROUP LTD 650 35,865 G05384105 ASPEN INSURANCE HOLDINGS LTD 13,300 448,948 G0585R106 ASSURED GUARANTY LTD 19,500 557,921 G0692U109 AXIS CAPITAL HOLDINGS 35,000 1,213,164 G1150G111 ACCENTURE LTD BERMUDA 242,472 6,790,672 G16962105 BUNGE LIMITED 52,833 4,171,028 G20045202 CENTRAL EUROPEAN MEDIA ENTRP 12,800 758,475 G24182100 COOPER INDS LTD 54,769 4,286,480 G3223R108 EVEREST RE GROUP LTD 24,750 2,819,183 G36535113 FOSTER WHEELER LTD 2,200 2,506 G36535139 FOSTER WHEELER LTD 110 2,649 G36738105 FRESH DEL MONTE PRODUCE INC 850 28,026 G37260109 GARMIN LTD 35,000 1,832,607 G3930E101 GLOBALSANTAFE CORP 333,677 16,674,454 G4388N106 HELEN OF TROY CORP LTD 650 20,269 G4776G101 INGERSOLL-RAND COMPANY LTD 71,657 6,262,068 G5876H105 MARVELL TECHNOLOGY GROUP LTD 55,795 2,599,725 G6359F103 NABORS INDUSTRIES LTD 24,651 1,830,272 G65422100 NOBLE CORPORATION 23,732 1,787,908 G6852T105 PARTNERRE LTD 6,100 481,300 G7496G103 RENAISSANCERE HOLDINGS LTD 800 48,247 G7945J104 SEAGATE TECHNOLOGY 8,820 189,634 G81477104 SINA CORP 125,800 4,298,828 G87210103 UTI WORLDWIDE INC 3,700 315,501 G90078109 TRANSOCEAN INC 462,765 30,589,903 G95089101 WEATHERFORD INTERNATIONAL LT 18,440 1,309,496 G9618E107 WHITE MTNS INS GROUP LTD 200 154,545 G96655108 WILLIS GROUP HOLDINGS LTD 53,100 2,128,007 G98255105 XL CAP LTD 69,453 6,330,614 H01301102 ALCON INC 22,300 2,986,681 H8920M855 UBS AG 34,431 3,283,737 M22465104 CHECK POINT SOFTWARE TECH LT 106,958 2,594,017 M75253100 ORBOTECH LTD 16,700 439,560 M8737E108 TARO PHARMACEUTICAL INDS LTD 95,000 3,382,469 N07059111 ASML HLDG NV 88,000 1,687,872 V7780T103 ROYAL CARIBBEAN CRUISES LTD 4,050 239,887 Y2573F102 FLEXTRONICS INTL LTD 134,550 2,176,966 Y2692M103 GENERAL MARITIME CORP 729 37,858 Y6476W104 OMI CORP NEW 3,265 76,020 02209S103 ALTRIA GROUP INC 674,394 53,430,600 067901108 BARRICK GOLD CORP 67,600 2,073,233 084670108 BERKSHIRE HATHAWAY INC DEL 268 27,419,651 084670207 BERKSHIRE HATHAWAY INC DEL 14,290 48,737,596
110122108 BRISTOL MYERS SQUIBB CO 426,150 13,043,543 172967101 CITIGROUP INC 217,650 12,328,868 20030N101 COMCAST CORP NEW 349,300 13,126,623 25243Q205 DIAGEO P L C 101,000 7,338,659 254687106 DISNEY WALT CO 1,500 46,279 530718105 LIBERTY MEDIA CORP NEW 1,122,092 14,010,167 530719103 LIBERTY MEDIA INTL INC 207,834 11,869,630 571748102 MARSH & MCLENNAN COS INC 347,700 11,801,171 589331107 MERCK & CO INC 282,300 10,653,743 651639106 NEWMONT MINING CORP 61,490 2,940,652 717081103 PFIZER INC 251,150 8,487,271 725906101 PLACER DOME INC 73,900 1,392,648 88033G100 TENET HEALTHCARE CORP 637,850 9,566,225 92532F100 VERTEX PHARMACEUTICALS INC 1,278,263 26,391,299 939640108 WASHINGTON POST CO 10,340 10,579,454 98985T109 ZYMOGENETICS INC 336,050 7,246,982 000375204 ABB LTD 9,100 72,449 000937102 ABN AMRO HLDG NV 840 25,667 001055102 AFLAC INC 1,200 65,284 001547108 AK STL HLDG CORP 25,000 199,346 001941103 ATI TECHNOLOGIES INC 24,325 344,929 001957505 AT&T CORP 54 1,285 002824100 ABBOTT LABS 72,071 4,382,068 002893105 ABER DIAMOND CORP 335,885 12,646,070 003924107 ABITIBI-CONSOLIDATED INC 24,332 129,690 00686U104 ADESA INC 550 14,944 007094105 ADMINISTAFF INC 750 22,247 00724F101 ADOBE SYS INC 4,000 141,123 00763M108 ADVANCED MEDICAL OPTICS INC 1,000 49,257 007924103 AEGON N V 284 4,543 00817Y108 AETNA INC NEW 200 20,427 008190100 AFFILIATED COMPUTER SERVICES 2,900 186,252 00845V308 AGERE SYS INC 24 349 00846U101 AGILENT TECHNOLOGIES INC 433 12,565 008474108 AGNICO EAGLE MINES LTD 25,812 398,281 008916108 AGRIUM INC 15,297 373,553 009158106 AIR PRODS & CHEMS INC 500 36,732 013068101 ALBERTO CULVER CO 1,950 104,974 013104104 ALBERTSONS INC 21,175 541,200 013716105 ALCAN INC 232,319 8,416,913 013817101 ALCOA INC 3,955 128,206 014383103 ALDERWOODS GROUP INC 58,000 1,038,609 018522300 ALLETE INC 183 11,370 01853E204 ALLIANCE ATLANTIS COMMUNICAT 22,950 673,353 01879R106 ALLIANCE WORLD DLR GV FD II 1,630 25,247 019228402 ALLIED IRISH BKS P L C 1,165 61,068 020002101 ALLSTATE CORP 3,100 230,082 020039103 ALLTEL CORP 2,213 170,643 02209S103 ALTRIA GROUP INC 85,657 6,907,698 023139108 AMBAC FINL GROUP INC 225 19,604 02364W105 AMERICA MOVIL S A DE C V 930 68,679 025537101 AMERICAN ELEC PWR INC 3,600 164,556 025816109 AMERICAN EXPRESS CO 204,412 13,571,925 026874107 AMERICAN INTL GROUP INC 60,933 4,428,748 029066107 AMERICAN PWR CONVERSION CORP 615 18,113 029712106 AMERICAN STD COS INC DEL 8,300 427,564 031162100 AMGEN INC 9,850 743,404 03235E100 AMVESCAP PLC 9,900 149,043 1 032511107 ANADARKO PETE CORP 1,308 137,323 1
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30231G102 EXXON MOBIL CORP 384,115 27,775,444 2 302571104 FPL GROUP INC 1,400 74,116 2 303901102 FAIRFAX FINL HLDGS LTD 3,755 766,020 2 305204109 FAIRMONT HOTELS RESORTS INC 42,778 1,831,326 2 307000109 FAMILY DLR STORES INC 725 23,762 2 313400301 FEDERAL HOME LN MTG CORP 38,450 3,139,373 2 313586109 FEDERAL NATL MTG ASSN 31,515 2,298,398 2 31428X106 FEDEX CORP 790 80,569 2 31430F101 FELCOR LODGING TR INC 42,400 771,878 2 316773100 FIFTH THIRD BANCORP 3,250 165,485 2 319963104 FIRST DATA CORP 22,745 1,137,833 2 33761N109 FIRSTSERVICE CORP 7,650 192,780 2 337738108 FISERV INC 8,700 465,432 2 343412102 FLUOR CORP NEW 100 7,137 2 344907100 FORBES MEDI-TECH INC 23,000 51,750 2 345370860 FORD MTR CO DEL 49,802 636,746 2 345425102 FORDING CDN COAL TR 17,365 1,983,083 2 35063R100 FOUNDRY NETWORKS INC 9,000 95,984 2 35177Q105 FRANCE TELECOM 1,800 64,756 2 354613101 FRANKLIN RES INC 140 13,490 2 35671D857 FREEPORT-MCMORAN COPPER & GO 18,703 879,733 2 35687M206 FREESCALE SEMICONDUCTOR INC 4,352 112,512 2 358029106 FRESENIUS MED CARE AG 5,000 174,606 2 36466R200 GAMESTOP CORP 127 4,764 2 364730101 GANNETT INC 3,525 314,257 2 364760108 GAP INC DEL 620 15,239 2 369550108 GENERAL DYNAMICS CORP 875 119,305 2 369604103 GENERAL ELEC CO 1,022,705 44,059,230 2 370334104 GENERAL MLS INC 556 32,206 2 370442105 GENERAL MTRS CORP 15,740 676,339 2 374143105 GERMANY FD INC 111,400 1,076,166 2 374163103 GERON CORP 15,900 153,403 2 375766102 GILLETTE CO 57,119 3,591,955 2 375916103 GILDAN ACTIVEWEAR INC 18,930 627,908 2 376775102 GLAMIS GOLD LTD 1,920 40,166 2 37733W105 GLAXOSMITHKLINE PLC 9,510 568,911 2 377903109 GLENCAIRN GOLD CORP 33 15 2 38059T106 GOLD FIELDS LTD NEW 5,200 73,578 2 380956409 GOLDCORP INC NEW 150,840 2,932,330 2 381317106 GOLDEN WEST FINL CORP DEL 2,200 176,352 2 38141G104 GOLDMAN SACHS GROUP INC 19,910 2,535,950 2 382388106 GOODRICH CORP 100 5,197 2 382550101 GOODYEAR TIRE & RUBR CO 24,500 459,383 2 390064103 GREAT ATLANTIC & PAC TEA INC 4,000 138,842 2 390568103 GREAT LAKES CHEM CORP 100 4,066 2 399449107 GROUPE DANONE 5,300 113,968 2 39945C109 GROUPE CGI INC 39,500 291,510 2 404119109 HCA INC 37,490 2,623,042 2 404280406 HSBC HLDGS PLC 22,325 2,206,513 2 412822108 HARLEY DAVIDSON INC 110 6,791 2 415864107 HARSCO CORP 400 26,980 2 416515104 HARTFORD FINL SVCS GROUP INC 200 18,748 2 421946104 HEALTHCARE RLTY TR 1,000 48,364 2 42217K106 HEALTH CARE REIT INC 7,800 364,034 2 423074103 HEINZ H J CO 12,735 563,167 2 423693209 HEMOSOL CORP 150 186 2 428236103 HEWLETT PACKARD CO 20,191 587,912 2 433578507 HITACHI LIMITED 3,900 294,633 2 437076102 HOME DEPOT INC 147,758 7,235,938 2
438128308 HONDA MOTOR LTD 30,745 941,734 2 438516106 HONEYWELL INTL INC 3,315 149,145 2 441060100 HOSPIRA INC 3,408 163,556 2 44107P104 HOST MARRIOTT CORP NEW 10,000 220,366 2 443683107 HUDSON CITY BANCORP 4,800 68,513 2 44544R101 HUMMINGBIRD INC 900 22,959 2 448882100 HYDROGENICS CORP 2,960 12,817 2 44982G104 ING CLARION GLB RE EST INCM 11,600 223,402 2 451107106 IDACORP INC 50 1,931 2 452308109 ILLINOIS TOOL WKS INC 3,125 310,606 2 45245A107 IMATION CORP 100 4,874 2 453038408 IMPERIAL OIL LTD 521,424 53,868,326 2 453258402 INCO LTD 113,338 5,215,815 2 454089103 INDIA FD INC 24,099 875,635 2 45662N103 INFINEON TECHNOLOGIES AG 5,900 67,596 2 456837103 ING GROUP N V 56,482 1,976,611 2 457153104 INGRAM MICRO INC 900 17,400 2 458140100 INTEL CORP 185,022 6,013,774 2 459200101 INTERNATIONAL BUSINESS MACHS 124,771 11,553,578 2 459506101 INTERNATIONAL FLAVORS&FRAGRA 4,000 180,063 2 460146103 INTL PAPER CO 4,440 167,053 2 460254105 INTERNATIONAL RECTIFIER CORP 600 35,432 2 460690100 INTERPUBLIC GROUP COS INC 10,200 154,950 2 460915200 INTRAWEST CORPORATION 300 8,880 2 460919103 INTERTAPE POLYMER GROUP INC 5,900 74,281 2 461202103 INTUIT 1,200 66,951 2 462622101 IPSCO INC 6,900 367,080 2 464286608 ISHARES INC 1,300 114,654 2 464286699 ISHARES INC 14,000 311,420 2 464286848 ISHARES INC 20,600 259,292 2 464286871 ISHARES INC 1,100 16,932 2 464287168 ISHARES TR 500 38,605 2 464287184 ISHARES TR 1,000 71,127 2 464287234 ISHARES TR 375 33,450 2 464287465 ISHARES TR 1,050 68,193 2 464287556 ISHARES TR 100 8,422 2 464287655 ISHARES TR 50 3,971 2 46579N103 IVANHOE MINES LTD 88,000 854,480 2 46612J101 JDS UNIPHASE CORP 182,700 339,849 2 46625H100 JPMORGAN & CHASE & CO 83,530 3,631,709 2 475070108 JEFFERSON PILOT CORP 200 12,572 2 478160104 JOHNSON & JOHNSON 473,330 38,124,126 2 478366107 JOHNSON CTLS INC 275 19,234 2 480074103 JONES APPAREL GROUP INC 12,850 491,444 2 48268K101 KT CORP 23,300 614,582 2 485170302 KANSAS CITY SOUTHERN 500 12,686 2 487836108 KELLOGG CO 2,780 153,895 2 494368103 KIMBERLY CLARK CORP 46,420 3,634,106 2 494550106 KINDER MORGAN ENERGY PARTNER 400 25,546 2 49455U100 KINDER MORGAN MANAGEMENT LLC 11,624 674,330 2 496902404 KINROSS GOLD CORP 97,274 710,100 2 496904103 KINGSWAY FINL SVCS INC 19,550 414,460 2 500255104 KOHLS CORP 10,100 698,520 2 500472303 KONINKLIJKE PHILIPS ELECTRS 1,979 62,237 2 50049M109 KOOKMIN BK NEW 6,350 365,383 2 500631106 KOREA ELECTRIC PWR 51,500 1,021,842 2 500634100 KOREA FD 14,300 487,137 2 50075N104 KRAFT FOODS INC 1,000 39,634 2 501044101 KROGER CO 30,084 703,613 2
50186V102 LG PHILIP LCD CO LTD 1,400 40,539 2 502424104 L-3 COMMUNICATIONS HLDGS INC 1,750 165,085 2 50540R409 LABORATORY CORP AMER HLDGS 10,100 621,366 2 505861401 LAFARGE COPPEE S A 2,025 57,180 2 505862102 LAFARGE NORTH AMERICA INC 1,047 81,785 2 517834107 LAS VEGAS SANDS CORP 1,000 44,954 2 518439104 LAUDER ESTEE COS INC 4,300 205,299 2 521865105 LEAR CORP 500 22,570 2 526057302 LENNAR CORP 300 21,797 2 529771107 LEXMARK INTL NEW 4,975 396,699 2 530718105 LIBERTY MEDIA CORP NEW 32,470 411,116 2 53219L109 LIFEPOINT HOSPITALS INC 299 18,740 2 532457108 LILLY ELI & CO 13,141 903,133 2 534187109 LINCOLN NATL CORP IND 11,720 692,834 2 535678106 LINEAR TECHNOLOGY CORP 33,200 1,505,223 2 539320101 LIZ CLAIBORNE INC 1,500 73,941 2 540424108 LOEWS CORP 1,800 173,150 2 548661107 LOWES COS INC 14,635 1,045,375 2 549271104 LUBRIZOL CORP 2,000 105,284 2 549463107 LUCENT TECHNOLOGIES INC 36,096 131,602 2 55261F104 M & T BK CORP 1,200 157,116 2 55262L100 MBNA CORP 29,468 941,720 2 55269P302 MDS INC 26,570 488,888 2 55304X104 MI DEVS INC 550 21,368 2 559211107 MAGNA ENTMT CORP 440 2,983 2 559222401 MAGNA INTL INC 44,195 3,758,785 2 56501R106 MANULIFE FINL CORP 449,116 26,210,410 2 565849106 MARATHON OIL CORP 12,400 854,052 2 571748102 MARSH & MCLENNAN COS INC 15,080 518,010 2 574599106 MASCO CORP 14,200 553,640 2 576206106 MASSEY ENERGY CORP 100 4,753 2 576879209 MATSUSHITA ELEC INDL 4,286 80,364 2 580135101 MCDONALDS CORP 9,410 326,041 2 580645109 MCGRAW HILL COS INC 990 54,252 2 58155Q103 MCKESSON CORP 2,300 128,065 2 58405U102 MEDCO HEALTH SOLUTIONS INC 3,217 211,837 2 585055106 MEDTRONIC INC 61,623 3,963,837 2 58551A108 MELLON FINL CORP 1,505 53,900 2 589331107 MERCK & CO INC 68,200 2,626,894 2 590188108 MERRILL LYNCH & CO INC 3,445 235,182 2 59151K108 METHANEX CORP 20,250 407,025 2 59156R108 METLIFE INC 2,440 137,585 2 594918104 MICROSOFT CORP 339,161 10,392,867 2 595112103 MICRON TECHNOLOGY INC 37,427 473,415 2 595635103 MIDCAP SPDR TR 125 19,563 2 60032R106 MILLEA HOLDINGS INC 3,408 286,963 2 61166W101 MONSANTO CO NEW 1,019 78,827 2 615369105 MOODYS CORP 200 11,233 2 617446448 MORGAN STANLEY 2,855 185,472 2 61744U106 MORGAN STANLEY ASIA PAC FD I 3,500 57,032 2 620076109 MOTOROLA INC 17,245 390,714 2 62936P103 NPS PHARMACEUTICALS INC 97 1,328 2 62942M201 NTT DOCOMO INC 235 4,339 2 631100104 NASDAQ 100 TR 2,775 126,381 2 631226107 NASHUA CORP 12 131 2 635405103 NATIONAL CITY CORP 1,150 49,201 2 636274102 NATIONAL GRID TRANSCO PLC 2,195 131,555 2 637640103 NATIONAL SEMICONDUCTOR CORP 200 5,528 2 638539700 NATIONAL WESTMINSTER BK PLC 3,700 117,545 2
63910B102 NAUTILUS INC 291,000 10,165,683 2 63934E108 NAVISTAR INTL CORP NEW 1,500 59,395 2 640079109 NEENAH PAPER INC 387 14,782 2 644465106 NEW GERMANY FD INC 6,000 69,570 2 650111107 NEW YORK TIMES CO 384 14,795 2 651639106 NEWMONT MINING CORP 81,817 3,949,887 2 65248E104 NEWS CORP 361 7,221 2 65332V103 NEXTEL COMMUNICATIONS INC 125 5,004 2 65334H102 NEXEN INC 193,596 8,034,234 2 654090109 NIDEC CORP 4,700 156,786 2 654624105 NIPPON TELEG & TEL CORP 14,940 394,998 2 65473P105 NISOURCE INC 176 5,443 2 654902204 NOKIA CORP 33,825 697,568 2 65535H208 NOMURA HLDGS INC 4,600 68,511 2 655422103 NORANDA INC 497,588 10,344,855 2 655664100 NORDSTROM INC 200 8,448 2 655844108 NORFOLK SOUTHERN CORP 800 31,201 2 656531605 NORSK HYDRO A S 1,000 114,622 2 656568102 NORTEL NETWORKS CORP NEW 634,003 1,978,090 2 656912102 NORTH AMERN PALLADIUM LTD 2,300 13,455 2 659424105 NORTH FORK BANCORPORATION NY 27,849 979,428 2 666416102 NORTHGATE MINERALS CORP 225,800 302,572 2 666807102 NORTHROP GRUMMAN CORP 1,475 101,188 2 66977W109 NOVA CHEMICALS CORP 16,952 638,243 2 66987E206 NOVAGOLD RES INC 4,000 37,440 2 66987V109 NOVARTIS A G 3,235 189,915 2 67000X106 NOVELIS INC 14,584 457,938 2 670100205 NOVO-NORDISK A S 500 31,616 2 674599105 OCCIDENTAL PETE CORP DEL 2,500 246,966 2 681904108 OMNICARE INC 5,000 268,482 2 681919106 OMNICOM GROUP INC 130 12,984 2 68210T208 OMNI ENERGY SERVICES 25,000 63,555 2 682310107 ONCOLYTICS BIOTECH INC 605 2,499 2 68389X105 ORACLE CORP 120,660 1,988,589 2 69331C108 PG&E CORP 406 19,097 2 693320202 PHH CORP 30 965 2 693366205 PICO HLDGS INC 8,000 289,886 2 693506107 PPG INDS INC 600 46,883 2 697900108 PAN AMERICAN SILVER CORP 1,000 18,050 2 701081101 PARKER DRILLING CO 3,500 30,860 2 701094104 PARKER HANNIFIN CORP 35,120 2,721,584 2 705015105 PEARSON PLC 1,800 26,384 2 708160106 PENNEY J C INC 100 6,586 2 709102107 PENNSYLVANIA RL ESTATE INVT 2,000 117,934 2 713448108 PEPSICO INC 201,866 13,395,374 2 71644E102 PETRO-CDA 228,911 18,461,672 2 71648W108 PETROFUND ENERGY TRUST 63,328 1,259,594 2 71649P102 PETROKAZAKHSTAN INC 4,650 213,900 2 716768106 PETSMART INC 1,900 71,204 2 717081103 PFIZER INC 574,229 19,297,947 2 717265102 PHELPS DODGE CORP 877 101,405 2 725906101 PLACER DOME INC 161,081 2,931,674 2 729251108 PLUM CREEK TIMBER CO INC 5,400 245,294 2 73755L107 POTASH CORP SASK INC 12,650 1,458,545 2 74005P104 PRAXAIR INC 4,220 242,246 2 74022D100 PRECISION DRILLING CORP 16,370 786,087 2 741930309 PRIMEWEST ENERGY TR 14,184 439,420 2 742718109 PROCTER & GAMBLE CO 283,424 18,592,980 2 743263105 PROGRESS ENERGY INC 85 4,797 2
74386K104 PROVIDENT ENERGY TR 25,040 323,016 2 744320102 PRUDENTIAL FINL INC 11,350 935,715 2 744573106 PUBLIC SVC ENTERPRISE GROUP 500 38,021 2 745310102 PUGET ENERGY INC NEW 200 5,935 2 745867101 PULTE HOMES INC 4,075 427,013 2 746927102 QLT INC 4,310 56,246 2 747525103 QUALCOMM INC 26,180 1,090,851 2 748203106 QUEBECOR WORLD INC 15,635 368,673 2 74834L100 QUEST DIAGNOSTICS INC 3,880 255,495 2 754907103 RAYONIER INC 14,433 957,562 2 755111507 RAYTHEON CO 101 4,912 2 75605L104 REALNETWORKS INC 50,000 300,724 2 758204101 REED ELSEVIER N V 2,600 89,667 2 75885H104 REGALITO COPPER CORP 45,600 241,680 2 759930100 RENAL CARE GROUP INC 2,750 157,964 2 760975102 RESEARCH IN MOTION LTD 2,000 175,000 2 761655406 REXAM PLC 600 32,755 2 766909105 RIO NARCEA GOLD MINES INC 283,800 584,628 2 767204100 RIO TINTO PLC 280 42,702 2 767744105 RITCHIE BROS AUCTIONEERS 2,600 125,450 2 775109200 ROGERS COMMUNICATIONS INC 33,969 1,333,623 2 779915107 ROYAL GROUP TECHNOLOGIES LTD 200 2,676 2 780087102 ROYAL BK CDA MONTREAL QUE 2,144,731 162,141,664 2 780097705 ROYAL BK SCOTLAND GROUP PLC 8,500 282,073 2 780257804 ROYAL DUTCH PETE CO 68,673 5,621,503 2 780910105 ROYCE VALUE TR INC 11,500 270,677 2 78375P107 RYERSON TULL INC NEW 28,400 502,221 2 78387G103 SBC COMMUNICATIONS INC 25,066 743,848 2 78462F103 SPDR TR 3,210 475,816 2 784635104 SPX CORP 11,305 645,871 2 786514208 SAFEWAY INC 29,200 817,280 2 792860108 ST PAUL TRAVELERS INC 411 20,183 2 798241105 SAN JUAN BASIN RTY TR 6,000 318,458 2 80004C101 SANDISK CORP 800 23,453 2 800907107 SANMINA SCI CORP 1,200 8,036 2 80105N105 SANOFI AVENTIS 2,169 110,953 2 803054204 SAP AKTIENGESELLSCHAFT 1,300 69,821 2 803111103 SARA LEE CORP 2,600 63,357 2 803866300 SASOL LTD 6,000 203,128 2 806605101 SCHERING PLOUGH CORP 34,900 818,848 2 806857108 SCHLUMBERGER LTD 5,800 551,024 2 808513105 SCHWAB CHARLES CORP NEW 675 9,484 2 81013T705 SCOTTISH PWR PLC 155 6,860 2 810186106 SCOTTS MIRACLE GRO CO 825 73,611 2 811054204 SCRIPPS E W CO OHIO 1,600 96,470 2 811916105 SEABRIDGE GOLD INC 5,000 14,950 2 81369Y803 SELECT SECTOR SPDR TR 500 12,382 2 816636203 SEMICONDUCTOR HLDRS TR 200 8,381 2 817565104 SERVICE CORP INTL 5,000 50,100 2 82028K200 SHAW COMMUNICATIONS INC 22,360 562,801 2 822703609 SHELL TRANS & TRADING PLC 1,800 131,788 2 826170102 SIEBEL SYS INC 100 1,094 2 826197501 SIEMENS A G 915 82,719 2 82823L106 SILVER STD RES INC 2,311 33,625 2 83175M205 SMITH & NEPHEW PLC 1,100 66,459 2 832248108 SMITHFIELD FOODS INC 2,884 98,102 2 832696405 SMUCKER J M CO 93 5,441 2 832727101 SMURFIT-STONE CONTAINER CORP 900 11,273 2 834182107 SOLECTRON CORP 3,366 15,653 2
835699307 SONY CORP 745 31,901 2 842587107 SOUTHERN CO 2,153 93,661 2 844741108 SOUTHWEST AIRLS CO 270 4,624 2 844895102 SOUTHWEST GAS CORP 1,000 31,784 2 852061100 SPRINT CORP 2,050 63,835 2 855030102 STAPLES INC 1,050 27,331 2 855244109 STARBUCKS CORP 1,100 69,638 2 85590A203 STARWOOD HOTELS&RESORTS WRLD 370 27,356 2 857477103 STATE STR CORP 260 15,657 2 85771P102 STATOIL ASA 3,100 79,769 2 861012102 STMICROELECTRONICS N V 700 13,828 2 863667101 STRYKER CORP 6,000 352,238 2 866796105 SUN LIFE FINL INC 285,549 11,744,630 2 866810104 SUN MICROSYSTEMS INC 21,480 97,226 2 867229106 SUNCOR ENERGY INC 375,885 22,308,775 2 86768K106 SUNRISE SENIOR LIVING INC 17,000 1,145,790 2 868536103 SUPERVALU INC 500 20,387 2 870875101 SWISS HELVETIA FD INC 12,000 203,426 2 871503108 SYMANTEC CORP 2,880 75,787 2 871829107 SYSCO CORP 4,875 219,149 2 87235A101 TD BANKNORTH INC 569 20,978 2 872375100 TECO ENERGY INC 11,000 259,181 2 872540109 TJX COS INC NEW 4,375 132,760 2 872549100 TLC VISION CORP 200 2,022 2 874039100 TAIWAN SEMICONDUCTOR MFG LTD 378 4,303 2 87425E103 TALISMAN ENERGY INC 103,910 5,024,049 2 87612E106 TARGET CORP 4,350 294,320 2 876287103 TARRAGON CORP 685 21,143 2 878237106 TECH DATA CORP 300 13,520 2 87923P105 TELE CENTRO OESTE CELULAR S 697 8,540 2 879246106 TELE NORTE LESTE PART S A 12,279 251,249 2 879278208 TELECOM CORP NEW ZEALAND LTD 1,000 40,799 2 879287308 TELECOMUNICACOES BRASILEIRAS 4,700 180,508 2 879382208 TELEFONICA S A 327 19,748 2 879403780 TELEFONOS DE MEXICO S A 17,400 412,135 2 87943B102 TELELESTE CELULAR PART S A 54 522 2 87952L108 TELESP CELULAR PART S A 659 3,547 2 879664100 TELLABS INC 2,200 23,708 2 87971M202 TELUS CORP 215,784 8,955,031 2 88018T101 TEMPLETON DRAGON FD INC 32,300 720,994 2 88033G100 TENET HEALTHCARE CORP 30,400 459,551 2 880770102 TERADYNE INC 1,109 16,311 2 881624209 TEVA PHARMACEUTICAL INDS LTD 1,775 68,281 2 883203101 TEXTRON INC 400 37,897 2 884903105 THOMSON CORP 795,635 32,382,345 2 885535104 3COM CORP 100 444 2 88579Y101 3M CO 168,597 15,262,631 2 88706P106 TIM PARTICIPACOES S A 435 8,712 2 887100105 TIMBERLAND CO 800 38,463 2 887317105 TIME WARNER INC 22,425 461,355 2 890030208 TOMKINS PLC 280 6,642 2 891160509 TORONTO DOMINION BK ONT 1,194,148 65,439,310 2 89151E109 TOTAL S A 2,530 370,941 2 892331307 TOYOTA MOTOR CORP 1,700 152,104 2 89346D107 TRANSALTA CORP 404,490 8,227,334 2 89353D107 TRANSCANADA CORP 1,151,414 36,914,321 2 893735100 TRANSKARYOTIC THERAPIES INC 5,860 269,024 2 89579K109 TRIAD HOSPITALS INC 1,799 121,854 2 896047107 TRIBUNE CO NEW 9,775 426,451 2
896938AB3 TRIZEC HAHN CORP 1,145,000 1,136,074 2 902124106 TYCO INTL LTD NEW 130,280 4,703,018 2 902911106 UST INC 1,000 56,995 2 902973304 US BANCORP DEL 4,725 170,218 2 903914109 ULTRA PETROLEUM CORP 2,000 76,912 2 904784709 UNILEVER N V 4,785 384,753 2 907818108 UNION PAC CORP 1,800 145,136 2 909214108 UNISYS CORP 13,020 102,205 2 911312106 UNITED PARCEL SERVICE INC 700 60,079 2 913017109 UNITED TECHNOLOGIES CORP 66,390 4,230,128 2 91324P102 UNITEDHEALTH GROUP INC 2,500 163,724 2 91529Y106 UNUMPROVIDENT CORP 51,900 1,197,762 2 918076100 UTSTARCOM INC 44,200 412,189 2 91913Y100 VALERO ENERGY CORP NEW 4,000 402,933 2 92343V104 VERIZON COMMUNICATIONS 29,166 1,250,354 2 92532F100 VERTEX PHARMACEUTICALS INC 73,560 1,489,651 2 925524100 VIACOM INC 4,000 160,816 2 925524308 VIACOM INC 7,396 295,148 2 927460105 VINTAGE PETE INC 9,000 349,671 2 927926204 VISTA GOLD CORP 20,200 90,900 2 92839U107 VISTEON CORP 528 4,155 2 92857W100 VODAFONE GROUP PLC NEW 45,225 1,355,539 2 928856400 VOLVO AKTIEBOLAGET 1,165 59,262 2 929309300 WPP GROUP PLC 2,020 129,358 2 929903102 WACHOVIA CORP 2ND NEW 54,340 3,313,420 2 931142103 WAL MART STORES INC 248,994 14,907,776 2 931422109 WALGREEN CO 61,200 3,497,201 2 939322103 WASHINGTON MUT INC 4,050 205,919 2 939640108 WASHINGTON POST CO 295 310,681 2 941848103 WATERS CORP 250 11,539 2 942683103 WATSON PHARMACEUTICALS INC 300 10,941 2 948626106 WEIGHT WATCHERS INTL INC NEW 325 20,567 2 94973V107 WELLPOINT INC 28,950 2,506,600 2 949746101 WELLS FARGO & CO NEW 112,858 8,575,055 2 950590109 WENDYS INTL INC 15,685 926,644 2 950813105 WESCAST INDS INC 1,200 32,400 2 950817106 WESCO FINL CORP 50 22,167 2 956909105 WESTAIM CORP 15,461 57,360 2 961214301 WESTPAC BKG CORP 450 42,155 2 961815107 WESTWOOD ONE INC 14,550 370,793 2 962166104 WEYERHAEUSER CO 84 6,655 2 980905202 WORLD HEART CORP 142 234 2 983024100 WYETH 25,080 1,384,959 2 983134107 WYNN RESORTS LTD 1,000 59,599 2 98389B100 XCEL ENERGY INC 5,200 126,778 2 984121103 XEROX CORP 14,200 240,545 2 984238105 YM BIOSCIENCES INC 50,000 160,000 2 98462Y100 YAMANA GOLD INC 59,800 269,698 2 988498101 YUM BRANDS INC 1,800 114,913 2 989139100 ZARLINK SEMICONDUCTOR INC 5,500 9,075 2 98956P102 ZIMMER HLDGS INC 1,130 106,784 2 98985T109 ZYMOGENETICS INC 21,500 456,456 2 D1668R123 DAIMLERCHRYSLER AG 187 9,387 2 G0070K103 ACE LTD 1,500 84,246 2 G1150G111 ACCENTURE LTD BERMUDA 56,450 1,629,685 2 G24182100 COOPER INDS LTD 200 15,953 2 G36738105 FRESH DEL MONTE PRODUCE INC 1,150 38,434 2 G3930E101 GLOBALSANTAFE CORP 300 15,287 2 G4388N106 HELEN OF TROY CORP LTD 9,250 292,738 2
G4776G101 INGERSOLL-RAND COMPANY LTD 3,550 316,970 2 G5876H105 MARVELL TECHNOLOGY GROUP LTD 105 4,948 2 G65422100 NOBLE CORPORATION 200 15,347 2 G6852T105 PARTNERRE LTD 2,000 159,551 2 G90078109 TRANSOCEAN INC 1,760 118,165 2 G96655108 WILLIS GROUP HOLDINGS LTD 3,100 126,824 2 G98255105 XL CAP LTD 1,700 156,869 2 N07059111 ASML HLDG NV 3,400 65,775 2 00817Y108 AETNA INC NEW 112,500 11,646,563 2 008190100 AFFILIATED COMPUTER SERVICES 93,000 5,940,375 2 025816109 AMERICAN EXPRESS CO 190,000 12,642,125 2 026874107 AMERICAN INTL GROUP INC 134,000 9,731,750 2 03074K100 AMERITRADE HLDG CORP NEW 100 2,326 2 053015103 AUTOMATIC DATA PROCESSING IN 145,000 7,607,063 2 054303102 AVON PRODS INC 127,000 6,008,688 2 060505104 BANK OF AMERICA CORPORATION 224,000 12,770,800 2 064057102 BANK NEW YORK INC 337,000 12,123,575 2 06738E204 BARCLAYS PLC 141,000 7,039,425 2 090613100 BIOMET INC 127,000 5,497,513 2 127209302 CADBURY SCHWEPPES PLC 256,000 12,265,600 2 171232101 CHUBB CORP 11,000 1,177,138 2 172967101 CITIGROUP INC 220,000 12,713,250 2 191216100 COCA COLA CO 213,000 11,115,938 2 194162103 COLGATE PALMOLIVE CO 200,500 12,508,694 2 21036P108 CONSTELLATION BRANDS INC 55,000 2,028,125 2 225401108 CREDIT SUISSE GROUP 194,000 9,491,450 2 25212E100 DEX MEDIA INC 229,000 6,987,363 2 25243Q205 DIAGEO P L C 177,000 13,120,125 2 256669102 DOLLAR GEN CORP 221,000 5,624,450 2 316773100 FIFTH THIRD BANCORP 97,000 4,991,863 2 319963104 FIRST DATA CORP 174,000 8,730,450 2 364730101 GANNETT INC 117,000 10,402,763 2 404119109 HCA INC 52,000 3,683,550 2 437076102 HOME DEPOT INC 140,000 6,807,500 2 46625H100 JPMORGAN & CHASE & CO 261,000 11,523,150 2 478160104 JOHNSON & JOHNSON 167,000 13,568,750 2 571748102 MARSH & MCLENNAN COS INC 197,000 6,821,125 2 571834100 MARSHALL & ILSLEY CORP 110,000 6,111,875 2 585055106 MEDTRONIC INC 166,500 10,778,794 2 590188108 MERRILL LYNCH & CO INC 189,000 12,996,113 2 594918104 MICROSOFT CORP 200,000 6,210,000 2 640204202 NEIMAN MARCUS GROUP INC 23,000 2,786,450 2 66987V109 NOVARTIS A G 217,000 12,868,100 2 681919106 OMNICOM GROUP INC 92,000 9,183,900 2 716016209 PETCO ANIMAL SUPPLIES 160,000 5,864,000 2 717081103 PFIZER INC 283,000 9,756,425 2 74144T108 PRICE T ROWE GROUP INC 217,558 17,023,914 2 742718109 PROCTER & GAMBLE CO 180,000 11,868,750 2 744320102 PRUDENTIAL FINL INC 182,800 15,003,310 2 74834L100 QUEST DIAGNOSTICS INC 77,000 5,127,238 2 74955W307 R H DONNELLEY CORP 59,500 4,609,763 2 759930100 RENAL CARE GROUP INC 39,300 2,264,663 2 80105N105 SANOFI AVENTIS 237,500 12,168,906 2 806407102 SCHEIN HENRY INC 95,000 4,930,500 2 871829107 SYSCO CORP 259,000 11,716,513 2 902973304 US BANCORP DEL 315,250 11,506,625 2 92857W100 VODAFONE GROUP PLC NEW 336,000 10,214,400 2 929903102 WACHOVIA CORP 2ND NEW 171,000 10,602,000 2 949746101 WELLS FARGO & CO NEW 174,000 13,393,650 2
982526105 WRIGLEY WM JR CO 97,000 8,346,850 2 983024100 WYETH 129,000 7,175,625 2 988498101 YUM BRANDS INC 89,000 5,793,900 2 989701107 ZIONS BANCORPORATION 62,700 5,762,914 2 001941103 ATI TECHNOLOGIES INC 488,593 7,082,891 2 003924107 ABITIBI-CONSOLIDATED INC 616,068 3,362,618 2 00686R101 ADHEREX TECHNOLOGIES INC 51,500 16,480 2 007924103 AEGON N V 10 158 2 007975204 AETERNA ZENTARIS INC 500 2,824 2 008474108 AGNICO EAGLE MINES LTD 5,400 82,764 2 008474132 AGNICO EAGLE MINES LTD 60,000 114,697 2 008916108 AGRIUM INC 462,138 11,062,059 2 013716105 ALCAN INC 1,347,708 49,542,497 2 01853E204 ALLIANCE ATLANTIS COMMUNICAT 600 17,273 2 03074K100 AMERITRADE HLDG CORP NEW 5,000 113,962 2 034918102 ANGIOTECH PHARMACEUTICALS IN 9,600 160,253 2 04538T109 ASPREVA PHARMACEUTICALS CORP 492 9,200 2 054923107 AXCAN PHARMA INC 101,800 1,896,519 2 05534B109 BCE INC 1,915,607 55,538,836 2 055622104 BP PLC 1 76 2 05858H104 BALLARD PWR SYS INC 27,000 153,900 2 060505104 BANK OF AMERICA CORPORATION 10 559 2 063671101 BANK MONTREAL QUE 603,672 34,423,584 2 064149107 BANK NOVA SCOTIA HALIFAX 1,117,933 45,315,378 2 067901108 BARRICK GOLD CORP 607,408 18,582,784 2 08135F107 BEMA GOLD CORP 135,900 394,227 3 081906109 BENNETT ENVIRONMENTAL INC 3,000 11,220 3 09066X109 BIRCH MTN RES LTD 46,000 126,960 3 09067J109 BIOVAIL CORP 432,920 8,182,080 3 09161R106 BIOMIRA INC 3,400 7,086 3 10549P606 BRASCAN CORP 158,239 7,386,753 3 112900105 BROOKFIELD PPTYS CORP 800 27,696 3 122014103 BURLINGTON RES INC 500 33,893 3 124765108 CAE INC 57,600 377,856 3 12541C203 CHC HELICOPTER CORP 5,200 123,985 3 131722605 CALYPTE BIOMEDICAL CORP 5,016 983 3 13201L103 CAMBIOR INC 2,500 6,573 3 13321L108 CAMECO CORP 464,197 25,351,013 3 136069101 CDN IMPERIAL BK OF COMMERCE 823,347 62,386,992 3 136375102 CANADIAN NATL RY CO 429,898 30,375,677 3 136385101 CANADIAN NAT RES LTD 875,425 38,860,008 3 13645T100 CANADIAN PAC RY LTD 350,636 14,841,410 3 136644101 CANADIAN SUPERIOR ENERGY INC 42,300 81,216 3 137225108 CANARGO ENERGY CORP 84 102 3 14159U202 CARDIOME PHARMA CORP 44,400 293,040 3 15101Q108 CELESTICA INC 416,599 6,815,097 3 17275R102 CISCO SYS INC 20,000 472,189 3 172967101 CITIGROUP INC 30,000 1,715,512 3 19244C109 COGNOS INC 388,108 16,234,933 3 20825C104 CONOCOPHILLIPS 52 3,663 3 218868107 CORINTHIAN COLLEGES INC 10 156 3 220874101 CORUS ENTERTAINMENT INC 5,026 156,549 3 22163N106 COTT CORP QUE 187,713 5,008,874 3 22409V102 CP SHIPS LTD 310,821 5,966,909 3 228906103 CRYPTOLOGIC INC 200 7,350 3 22942F101 CRYSTALLEX INTL CORP 5,000 21,950 3 249906108 DESCARTES SYS GROUP INC 4,500 11,925 3 25043V107 DESERT SUN MNG CORP 10,800 21,492 3 257561100 DOMTAR INC 862,708 7,814,783 3
257867101 DONNELLEY R R & SONS CO 439 18,582 3 25822C205 DOREL INDS INC 1,000 42,600 3 26150J101 DRAXIS HEALTH INC 41,500 251,490 3 264399106 DUKE ENERGY CORP 1,700 62,002 3 278642103 EBAY INC 1,000 40,598 3 284902103 ELDORADO GOLD CORP NEW 62,419 202,856 3 285512109 ELECTRONIC ARTS INC 10 694 3 292505104 ENCANA CORP 1,129,734 54,561,990 3 29250N105 ENBRIDGE INC 857,860 29,977,663 3 29275G101 ENERNORTH INDS INC 3 6 3 29381P102 ENTERRA ENERGY TR 10,000 290,272 3 302043104 EXFO ELECTRO OPTICAL ENGR IN 2,600 13,858 3 30224T871 EXTENDICARE INC CDA 104,500 1,882,034 3 30231G102 EXXON MOBIL CORP 4 282 3 30253R101 FNX MNG CO INC 267,600 3,029,196 3 303901102 FAIRFAX FINL HLDGS LTD 8,158 1,651,313 3 305204109 FAIRMONT HOTELS RESORTS INC 89,501 3,798,669 3 33761N109 FIRSTSERVICE CORP 400 9,756 4 345425102 FORDING CDN COAL TR 9,300 1,043,279 4 35100E104 FOUR SEASONS HOTEL INC 2,200 177,936 4 36229U102 GSI GROUP INC CDA 2,000 22,920 4 368289104 GEAC COMPUTER LTD 1,000 10,600 4 37249T109 GEOGLOBAL RESOURCES INC 4,000 37,497 4 37373P105 GERDAU AMERISTEEL CORP 13,389,677 69,462,969 4 375916103 GILDAN ACTIVEWEAR INC 700 22,393 4 376775102 GLAMIS GOLD LTD 5,800 121,499 4 380956409 GOLDCORP INC NEW 62,825 1,213,779 4 38119T104 GOLDEN STAR RES LTD CDA 26,600 101,031 4 39945C109 GROUPE CGI INC 5,917 43,549 4 44332P101 HUB INTERNATIONAL LTD 3,400 80,877 4 44544R101 HUMMINGBIRD INC 900 23,390 4 450913108 IAMGOLD CORP 13,100 108,085 4 453038408 IMPERIAL OIL LTD 117,448 11,978,197 4 453258139 INCO LTD 191,064 3,206,883 4 453258402 INCO LTD 551,362 25,436,188 4 460915200 INTRAWEST CORPORATION 6,300 184,451 4 460919103 INTERTAPE POLYMER GROUP INC 4,900 60,753 4 460951106 INTEROIL CORP 400 13,000 4 464287234 ISHARES TR 36,000 3,187,576 4 465790103 IVANHOE ENERGY INC 50,800 144,267 4 496902404 KINROSS GOLD CORP 69,076 512,400 4 496904103 KINGSWAY FINL SVCS INC 14,668 304,900 4 500467303 KONINKLIJKE AHOLD N V 1 10 4 505447102 LABRANCHE & CO INC 5,000 38,600 4 50575Q102 LADENBURG THALMAN FIN SVCS I 4 3 4 544191109 LORUS THERAPEUTICS INC 5,600 4,256 4 552697104 MDC PARTNERS INC 5,200 51,532 4 55269P302 MDS INC 172,510 3,174,828 4 55304X104 MI DEVS INC 9,600 369,408 4 559211AC1 MAGNA ENTMT CORP 18,000 21,947 4 559222401 MAGNA INTL INC 309,894 26,656,019 4 56501R106 MANULIFE FINL CORP 398,960 23,331,422 4 576206106 MASSEY ENERGY CORP 2,000 92,272 4 589975101 MERIDIAN GOLD INC 9,900 217,611 4 589981109 MERGE TECHNOLOGIES INC 82,931 1,909,486 4 59151K108 METHANEX CORP 34,893 700,348 4 602900102 MINEFINDERS LTD 2,500 14,250 4 606816106 MITSUBISHI TOKYO FINL GROUP 24,000 251,326 4 617446448 MORGAN STANLEY 30,000 1,946,725 4
631100104 NASDAQ 100 TR 357,800 16,183,152 4 640497103 NEOMAGIC CORP 1,700 1,104 4 64125K101 NEUROCHEM INC 6,900 84,862 4 64156L101 NEVSUN RES LTD 21,100 49,585 4 649080504 NEW VY CORP 5 43 4 651639106 NEWMONT MINING CORP 3,000 143,372 4 65334H102 NEXEN INC 864,244 32,110,540 4 655422103 NORANDA INC 3,814,380 80,135,009 4 656568102 NORTEL NETWORKS CORP NEW 8,606,070 27,384,684 4 656912102 NORTH AMERN PALLADIUM LTD 22,900 137,320 4 665575106 NORTHERN ORION RES INC 5,600 16,800 4 666416102 NORTHGATE MINERALS CORP 22,800 30,316 4 66977W109 NOVA CHEMICALS CORP 176,727 6,608,323 4 66987E206 NOVAGOLD RES INC 6,800 63,690 4 669959108 NOVAMERICAN STL INC 100 3,418 4 67000X106 NOVELIS INC 168,925 5,246,527 4 682310107 ONCOLYTICS BIOTECH INC 33,800 139,256 4 683715106 OPEN TEXT CORP 7,800 134,987 4 697900108 PAN AMERICAN SILVER CORP 2,300 41,156 4 71644E102 PETRO-CDA 261,464 20,844,036 4 71648W108 PETROFUND ENERGY TRUST 4,600 89,378 4 71649P102 PETROKAZAKHSTAN INC 8,010 358,125 4 71712A206 PHARMACEUTICAL HLDRS TR 60,000 5,418,957 4 725906101 PLACER DOME INC 426,574 7,999,526 4 73755L107 POTASH CORP SASK INC 165,024 19,293,785 4 74022D100 PRECISION DRILLING CORP 222,121 10,724,090 4 74386K104 PROVIDENT ENERGY TR 6,632 85,053 4 746927102 QLT INC 14,600 185,099 4 748203106 QUEBECOR WORLD INC 168,747 4,044,622 4 748314101 QUEENSTAKE RES LTD YUKON 137,000 34,935 4 760975102 RESEARCH IN MOTION LTD 653,266 58,899,700 4 766909105 RIO NARCEA GOLD MINES INC 6,400 12,477 4 775109200 ROGERS COMMUNICATIONS INC 693,265 27,824,076 4 775109AE1 ROGERS COMMUNICATIONS INC 3,045,000 4,203,097 4 779915107 ROYAL GROUP TECHNOLOGIES LTD 11,400 152,532 4 780087102 ROYAL BK CDA MONTREAL QUE 2,324,948 176,443,377 4 780911103 RUBICON MINERALS CORP 6,000 5,220 4 78462F103 SPDR TR 50,300 7,416,371 4 81369Y308 SELECT SECTOR SPDR TR 10,000 281,124 4 82028K200 SHAW COMMUNICATIONS INC 760,135 19,325,668 4 826516106 SIERRA WIRELESS INC 15,281 137,108 4 832696405 SMUCKER J M CO 2 115 4 842587107 SOUTHERN CO 96,676 4,146,693 4 858147101 STEEL TECHNOLOGIES INC 500 10,377 4 866796105 SUN LIFE FINL INC 667,340 27,537,846 4 867229106 SUNCOR ENERGY INC 889,020 51,490,567 4 8676EP108 SUNOPTA INC 10,334 71,821 4 871503108 SYMANTEC CORP 500 13,355 4 872549100 TLC VISION CORP 5,100 50,921 4 87425E103 TALISMAN ENERGY INC 574,548 26,362,509 4 876511106 TASEKO MINES LTD 1,000 1,197 4 87971M202 TELUS CORP 25,500 1,065,645 4 879946606 TELESYSTEM INTL WIRELESS INC 2,399,727 45,832,427 4 88157K101 TESCO CORP 6,000 80,160 4 884903105 THOMSON CORP 491,674 20,160,873 4 891160509 TORONTO DOMINION BK ONT 3,800,456 207,698,278 4 89346D107 TRANSALTA CORP 742,799 15,143,993 4 89353D107 TRANSCANADA CORP 3,857,911 124,313,286 4 893662106 TRANSGLOBE ENERGY CORP 2,400 19,200 4
912909108 UNITED STATES STL CORP NEW 1,800 75,927 4 92232F103 VASOGEN INC 12,200 72,834 4 92850E107 VITRAN INC 200 3,824 4 950590109 WENDYS INTL INC 65,000 3,790,591 4 950813105 WESCAST INDS INC 400 10,955 4 956909105 WESTAIM CORP 82,500 307,731 4 959531104 WESTERN SILVER CORP 11,392 120,492 4 989139100 ZARLINK SEMICONDUCTOR INC 89,960 148,484 4 D1668R123 DAIMLERCHRYSLER AG 1,001 49,784 4 Y2573F102 FLEXTRONICS INTL LTD 1,000 16,210 4 TOTAL MV(CAD) 28,126,959,685
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