-----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, Ifv8MHmYFA5fXTYx4qwVDG8gSbR6D3xusXLdPRs90Ed9sDHgY0tBq8J/MD2iybDF EC3x0x/Yk0n5W8cBLvALWg== 0001046192-03-000008.txt : 20031125 0001046192-03-000008.hdr.sgml : 20031125 20031125111305 ACCESSION NUMBER: 0001046192-03-000008 CONFORMED SUBMISSION TYPE: 13F-HR/A PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20030630 FILED AS OF DATE: 20031125 EFFECTIVENESS DATE: 20031125 FILER: COMPANY DATA: COMPANY CONFORMED NAME: GREAT WEST LIFE ASSURANCE CO /CAN/ CENTRAL INDEX KEY: 0001046192 STANDARD INDUSTRIAL CLASSIFICATION: LIFE INSURANCE [6311] IRS NUMBER: 000000000 FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 13F-HR/A SEC ACT: 1934 Act SEC FILE NUMBER: 028-10601 FILM NUMBER: 031022260 BUSINESS ADDRESS: STREET 1: 100 OSBORNE ST NORTH CITY: WINNIPEG MANITOBA STATE: A2 ZIP: WINNIPEG MAIL ADDRESS: STREET 1: 100 OSBORNE STREET NORTH CITY: WINNIPEG STATE: A2 ZIP: WINNIPEG 13F-HR/A 1 gwljune_q2.txt 13F - GWL JUNE ITEM 1: ITEMITEM 3:ITEM 4ITEM 5:ITEM ITEM ITEM 8: NAME OF CLAS CUSIP VALUE SHARES SHR/PINV VOTING/NV ISSUER ($000) DISC PAYABLE IN CDN CURRENCY ABER DIAMOND CORP COM.0028931 596 21580 SH SOLE 21580 ABITIBI-CONSOLIDATED INC COM.0039241 126891475409 SH SOLE 1475409 AETERNA LABORATORIES INC COM.0079751 6 700 SH SOLE 700 AGNICO-EAGLE MINES LTD. COM.0084741 1941 124840 SH SOLE 124840 AGRIUM INC. COM.0089161 3451 233970 SH SOLE 233970 ALCAN INC COM.0137161 41926 998005 SH SOLE 998005 ALLIANCE ATLANTIS CL B NV COM.01853E2 618 31680 SH SOLE 31680 ANGIOTECH PHARMACEUTICALS COM.0349181 743 13620 SH SOLE 13620 ATI TECHNOLOGIES COM.0019411 1983 147955 SH SOLE 147955 AXCAN PHARMA INC COM.0549231 576 34580 SH SOLE 34580 BALLARD POWER SYSTEMS INC COM.05858H1 731 39760 SH SOLE 39760 BANK OF MONTREAL COM.0636711 740911741280 SH SOLE 1741280 BANK OF NOVA SCOTIA COM.0641491 917251526202 SH SOLE 1526202 BARRICK GOLD CORP. COM.0679011 358021492370 SH SOLE 1492370 BCE INC. COM.05534B11049513378989 SH SOLE 3378989 BEMA GOLD CORP COM.08135F1 226 129600 SH SOLE 129600 BIOVAIL CORP COM.09067J1 6221 98840 SH SOLE 98840 BOARDWALK EQUITIES INC COM.0966131 935 61270 SH SOLE 61270 BRASCAN CORP CL A L V COM.10549P6 11176 336106 SH SOLE 336106 BROOKFIELD PROPERTIES CORPCOM.1129001 1733 61627 SH SOLE 61627 CAE INC COM.1247651 604 105480 SH SOLE 105480 CAMBIOR INC COM.13201L1 263 144520 SH SOLE 144520 CAMECO CORP COM.13321L1 3571 82100 SH SOLE 82100 CANADA LIFE FINANCIAL CORPCOM.1351131 27043 607712 SH SOLE 607712 CANADIAN IMPERIAL BK OF COCOM 1360691 730741355730 SH SOLE 1355730 CANADIAN NATIONAL RAILWAY COM.1363751 46081 708060 SH SOLE 708060 CANADIAN NATURAL RESOURCESCOM.1363851 19449 361850 SH SOLE 361850 CANADIAN PACIFIC RAILWAY COM.13645T1 5218 172170 SH SOLE 172170 CELESTICA INC SV COM.15101Q1 1953 92450 SH SOLE 92450 CENTRAL FUND OF CANADA LTDCOM.1535011 392 67200 SH SOLE 67200 CGI GROUP INC CL A SV COM.39945C1 1057 132100 SH SOLE 132100 CHC HELICOPTER CORP CL A SCOM.12541C2 579 22250 SH SOLE 22250 COGNOS INC. COM.19244C1 1769 48510 SH SOLE 48510 CORUS ENTERTAINMENT CL B COM.2208741 11894 522825 SH SOLE 522825 COTT CORP COM.22163N1 311201116600 SH SOLE 1116600 CP SHIPS LTD COM.22049V1 66 2927 SH SOLE 2927 CREO PRODUCTS INC COM.2256061 225 20070 SH SOLE 20070 CRYSTALLEX INTERNATIONAL COM.22942F1 111 59000 SH SOLE 59000 DATAMIRROR CORP COM.2379261 116 11400 SH SOLE 11400 DECOMA INT'L CL A SUB COM.24359C1 285 24600 SH SOLE 24600 DESCARTES SYSTEMS GROUP INCOM.2499061 196 64650 SH SOLE 64650 DOMTAR INC. COM.2575611 195411320355 SH SOLE 1320355 DOREL INDUSTRIES COM.25822C2 1883 47980 SH SOLE 47980 ELDORADO GOLD CORP COM.2849021 125085300100 SH SOLE 5300100 ENBRIDGE INC COM.29250N1 13064 272574 SH SOLE 272574 ENCANA CORP COM.2925051 626081210979 SH SOLE 1210979 ENTERRA ENERGY CORP COM.29381L1 481 23700 SH SOLE 23700 EXTENDICARE INC COM.30224T8 55 12650 SH SOLE 12650 FAHNESTOCK VINER HLDGS A NCOM.3029211 189 5000 SH SOLE 5000 FAIRFAX FINANCIAL HLDGS SVCOM.3039011 1669 8140 SH SOLE 8140 FAIRMONT HOTELS AND RESORTCOM.3052041 1043 33734 SH SOLE 33734 FIRST SERVICE CORP SV COM.33761N1 654 31520 SH SOLE 31520 FOUR SEASONS HOTELS INC-LVCOM.35100E1 1097 18828 SH SOLE 18828 GILDAN ACTIVEWEAR INC COM.3759161 1467 41860 SH SOLE 41860 GLAMIS GOLD LTD COM.3767751 223181461580 SH SOLE 1461580 GOLDCORP INC. COM.3809564 2205 136100 SH SOLE 136100 GSI LUMONICS INC COM.36229U1 778 85500 SH SOLE 85500 HEMOSOL INC COM.42369K1 46 56550 SH SOLE 56550 HUMMINGBIRD LTD COM.44544R1 200 7520 SH SOLE 7520 IAMGOLD CORP COM.4509131 1360 206059 SH SOLE 206059 ID BIOMEDICAL CORP COM.44936D1 195 14100 SH SOLE 14100 IMPERIAL OIL LTD. COM.4530384 12477 264909 SH SOLE 264909 INCO LTD. COM.4532584 20305 711701 SH SOLE 711701 INTERTAPE POLYMER GROUP INCOM.4609191 99 12410 SH SOLE 12410 INTRAWEST CORP COM.4609152 642 36150 SH SOLE 36150 IPSCO INC. COM.4626221 967 65891 SH SOLE 65891 KINGSWAY FINANCIAL SERVICECOM.4969041 3832 234400 SH SOLE 234400 KINROSS GOLD CORP. COM.4969022 196242158878 SH SOLE 2158878 LIONS GATE ENTERTAINMENT COM.5359192 156 61000 SH SOLE 61000 MAD CATZ INTERACTIVE INC COM.5561621 746 848200 SH SOLE 848200 MAGNA INTERNATIONAL CL A SCOM.5592224 14367 158346 SH SOLE 158346 MANULIFE FINL CORP COM.56501R1 19514 510975 SH SOLE 510975 MASONITE INTERNATIONAL CORCOM.5753841 19268 691100 SH SOLE 691100 MDS INC COM.55269P3 2743 147712 SH SOLE 147712 MDSI MOBILE DATA SOLUTIONSCOM.55268N1 180 27100 SH SOLE 27100 MERIDIAN GOLD INC COM.5899751 1226 79580 SH SOLE 79580 METHANEX CORP. COM.59151K1 342122380790 SH SOLE 2380790 MINEFINDERS CORP COM.6029001 2207 273200 SH SOLE 273200 MIRAMAR MINING CORP COM.60466E1 270 159000 SH SOLE 159000 MOORE WALLACE INC COM.6158571 1214 61640 SH SOLE 61640 NEXEN INC COM.65334H1 6223 182225 SH SOLE 182225 NORANDA INC COM.6554221 5721 440750 SH SOLE 440750 NORTEL NETWORKS CORP COM.6565681 331429104908 SH SOLE 9104908 NOVA CHEMICALS COM.66977W1 22916 891315 SH SOLE 891315 OPEN TEXT CORP COM.6837151 9687 254120 SH SOLE 254120 PAN AMERICAN SILVER CORP COM.6979001 141 14980 SH SOLE 14980 PETRO CANADA COM.71644E1 19002 352150 SH SOLE 352150 PETROKAZAKHSTAN INC CLASS COM.71649P1 2142 128890 SH SOLE 128890 PLACER DOME INC COM.7259061 195971187704 SH SOLE 1187704 POTASH CORP OF SASKATCHEWACOM.73755L1 14182 164910 SH SOLE 164910 PRECISION DRILLING CORP COM.74022D1 4251 83652 SH SOLE 83652 QLT INC COM.7469271 291371705940 SH SOLE 1705940 QUEBECOR WORLD INC SV COM.7482031 4371 175484 SH SOLE 175484 RESEARCH IN MOTION COM.7609751 999 34250 SH SOLE 34250 ROGERS COMMUNICATION C B NCOM.7751092 244491129290 SH SOLE 1129290 ROGERS WIRELESS COM CL B NCOM.7753151 136 5960 SH SOLE 5960 ROYAL BANK OF CANADA COM.7800871 904431576210 SH SOLE 1576210 ROYAL GROUP TECHNOLOGIES COM.7799151 1343 139460 SH SOLE 139460 SHAW COMMUNICATIONS CL B COM.82028K2 14769 812364 SH SOLE 812364 SILENT WITNESS ENTERPRISESCOM.8269063 79 16500 SH SOLE 16500 STAKE TECHNOLOGY LTD COM.8525591 22 2300 SH SOLE 2300 SUN LIFE FINAN SERVICES CDCOM.8667961 583932086959 SH SOLE 2086959 SUNCOR ENERGY INC COM.8672291 17044 672630 SH SOLE 672630 TALISMAN ENERGY INC COM.87425E1 35342 574671 SH SOLE 574671 TELUS CORP NV COM.87971M2 599 26805 SH SOLE 26805 TESCO CORPORATION COM.88157K1 1121 87030 SH SOLE 87030 TESMA INTERNATIONAL CL A SCOM.8819081 904 34690 SH SOLE 34690 THOMSON CORP COM.8849031 35865 845866 SH SOLE 845866 TORONTO-DOMINION BANK COM.8911605 954842555776 SH SOLE 2555776 TRANSALTA CORP COM.89346D1 187481043281 SH SOLE 1043281 TRANSCANADA CORP COM.89353D1 351221478807 SH SOLE 1478807 ULTRA PETROLEUM CORP COM.9039141 514 29660 SH SOLE 29660 VASOGEN INC COM.92232F1 354 53990 SH SOLE 53990 WESCAST INDUSTRIES CL A SVCOM.9508131 35 1060 SH SOLE 1060 WESTAIM CORP COM.9569091 205 91274 SH SOLE 91274 WESTERN SILVER CORP COM.9595311 220 69700 SH SOLE 69700 WHEATON RIVER MINERALS LTDCOM.9629021 525 309000 SH SOLE 309000 ZARLINK SEMICONDUCTOR INC COM.9891391 151062157940 SH SOLE 2157940 TOTAL IN CDN CURRENCY 15329367370899 67370899 PAYABLE IN U S CURRENCY 3 M CO COM.88579Y1 4682 36300 SH SOLE 36300 99 CENTS ONLY STORES COM.65440K1 844 24600 SH SOLE 24600 ABBOTT LABORATORIES COM.0028241 79 1800 SH SOLE 1800 ABGENIX INC COM.00339B1 58 5500 SH SOLE 5500 ABN AMRO HOLDING NV SP ADRCOM.0009371 69 3600 SH SOLE 3600 ACE LTD COM.G007051 1608 46900 SH SOLE 46900 ACRES GAMING INC COM.0049361 456 40500 SH SOLE 40500 ADTRAN INC COM.00738A1 464 9100 SH SOLE 9100 ADVANCE AUTO PARTS INC COM.00751Y1 3800 62400 SH SOLE 62400 ADVANCE PCS COM.00790K1 3571 93400 SH SOLE 93400 ALBERTO-CULVER CO CL A COM.0130682 1175 23600 SH SOLE 23600 ALBERTSON'S INC COM.0131041 436 22700 SH SOLE 22700 ALLIANZ AG ADR COM.0188051 66 8000 SH SOLE 8000 ALTRIA GROUP INC COM.02209S1 341 7500 SH SOLE 7500 AMDOCS LTD COM.G026021 194 8100 SH SOLE 8100 AMERICAN EXPRESS CO COM.0258161 2237 53500 SH SOLE 53500 AMERICAN INTERNATIONAL GRPCOM.0268741 2331 42239 SH SOLE 42239 AMERICAN POWER CONVERSION COM.0290661 3346 214600 SH SOLE 214600 AMERICAN STANDARD CO. INC COM.0297121 3016 40800 SH SOLE 40800 AMERITRADE HOLDING CORP COM.03074K1 1687 227600 SH SOLE 227600 AMGEN INC COM.0311621 4039 60300 SH SOLE 60300 ANHEUSER-BUSCH COM.0352291 296 5800 SH SOLE 5800 APACHE CORP COM.0374111 2948 45310 SH SOLE 45310 APPLIED MATERIALS INC COM.0382221 985 62100 SH SOLE 62100 ASSOCIATED BANC CORP COM.0454871 471 12680 SH SOLE 12680 ASTRAZENECA GROUP PLC ADR COM.0463531 61 1500 SH SOLE 1500 ATHEROGENICS INC COM.0474391 384 25700 SH SOLE 25700 AUTODESK INC COM.0527691 95 5900 SH SOLE 5900 AVENTIS ADR COM.0535611 66 1200 SH SOLE 1200 AVID TECHNOLOGY INC COM.05367P1 487 13900 SH SOLE 13900 BANCO BRADESCO ADR COM.0594602 200 10700 SH SOLE 10700 BANCO ITAU FINANCEIRA SA COM.0596022 241 7100 SH SOLE 7100 BANK OF AMERICA CORP COM.0605051 4181 52900 SH SOLE 52900 BANK OF NEW YORK CO INC COM.0640571 871 30300 SH SOLE 30300 BANK ONE CORP COM.06423A1 2662 71600 SH SOLE 71600 BARCLAYS PLC - SPONS ADR COM.06738E2 84 2800 SH SOLE 2800 BARR LABORATORIES INC COM.0683061 1077 16450 SH SOLE 16450 BASF AG - SP ADR COM.0552625 60 1400 SH SOLE 1400 BAXTER INTERNATIONAL INC COM.0718131 406 15600 SH SOLE 15600 BEA SYSTEMS INC COM.0733251 66 6100 SH SOLE 6100 BEAR STEARNS COMPANIES INCCOM.0739021 3961 54700 SH SOLE 54700 BELO (AH) CORP SERIES A COM.0805551 3001 134200 SH SOLE 134200 BERKSHIRE HATHAWAY INC CL COM.0846701 3987 55 SH SOLE 55 BERKSHIRE HATHAWAY INC CL COM.0846702 2126 875 SH SOLE 875 BEST BUY COMPANY INC COM.0865161 1078 24550 SH SOLE 24550 BHP BILLITON LTD COM.0886061 184 15900 SH SOLE 15900 BIOMET INC COM.0906131 335 11700 SH SOLE 11700 BJ SERVICES CO COM.0554821 3467 92800 SH SOLE 92800 BOSTON SCIENTIFIC CORP COM.1013710 1424 23300 SH SOLE 23300 BP PLC ADR COM.0556221 147 3500 SH SOLE 3500 BRISTOL-MYERS SQUIBB CO COM.1101221 513 18900 SH SOLE 18900 BROWN & BROWN INC COM.1152361 903 27800 SH SOLE 27800 BURLINGTON RESOURCES INC COM.1220141 551 10195 SH SOLE 10195 C H ROBINSON WORLDWIDE INCCOM.12541W1 1223 34400 SH SOLE 34400 CADBURY SCHWEPPES PLC - SPCOM.1272093 48 2000 SH SOLE 2000 CARDINAL HEALTH INC COM.14149Y1 51 800 SH SOLE 800 CATERPILLAR INC COM.1491231 367 6660 SH SOLE 6660 CENDANT CORP COM.1513131 718 39200 SH SOLE 39200 CENTRAL FUND OF CAN CL A COM.1535011 73 16900 SH SOLE 16900 CHEVRON TEXACO CORP COM.1667641 704 9750 SH SOLE 9750 CIA DE MINAS BUENAVENTURA COM.2044481 400 13300 SH SOLE 13300 CIA VALE DO RIO DOCE ADR COM.2044121 641 23100 SH SOLE 23100 CISCO SYSTEMS INC COM.17275R1 5260 317050 SH SOLE 317050 CIT GROUP INC COM.1255811 291 11800 SH SOLE 11800 CITIGROUP INC COM.1729671 13539 316343 SH SOLE 316343 CLAIRE'S STORES INC COM.1795841 512 20200 SH SOLE 20200 COCA-COLA CO COM.1912161 896 19300 SH SOLE 19300 COMPANHIA VALE DO RIO DOCECOM.2044122 1258 42412 SH SOLE 42412 COMPANHIA DE BEBIDAS-PR ADCOM.20441W2 1450 71233 SH SOLE 71233 COMPASS BANCSHARES INC COM.20449H1 807 23100 SH SOLE 23100 COMVERSE TECHNOLOGY INC COM.2058624 1769 117700 SH SOLE 117700 CONAGRA FOODS INC COM.2058871 47 2000 SH SOLE 2000 CONNECTICUT WATER SERVICE COM.2077971 600 23500 SH SOLE 23500 COVENTRY HEALTH CARE INC COM.2228621 3277 71000 SH SOLE 71000 COX COMMUNICATIONS INC CL COM.2240441 2520 79000 SH SOLE 79000 CUNO INC COM.1265831 748 20700 SH SOLE 20700 CVS CORP COM.1266501 519 18500 SH SOLE 18500 DANAHER CORP COM.2358511 7472 109800 SH SOLE 109800 DATATEC SYSTEMS INC COM.2381281 193 178300 SH SOLE 178300 DIAGEO PLC ADR COM.25243Q2 521 11900 SH SOLE 11900 DUKE ENERGY CORP COM.2643991 258 12950 SH SOLE 12950 eBAY INC COM.2786421 2532 24300 SH SOLE 24300 EDUCATION MANAGEMENT CORP COM.28139T1 596 11200 SH SOLE 11200 ELI LILLY AND CO COM.5324571 697 10100 SH SOLE 10100 EMC CORPORATION COM. 268648 131 12500 SH SOLE 12500 EMERSON ELECTRIC CO COM.2910111 41 800 SH SOLE 800 ENERGEN CORP COM.29265N1 589 17700 SH SOLE 17700 ENI SPA ADR COM.26874R1 243 3200 SH SOLE 3200 ENTERCOM COMMUNICATIONS COM.2936391 711 14500 SH SOLE 14500 EVEREST RE GROUP LTD COM.G3223R1 4383 57300 SH SOLE 57300 EVERGREEN RESOURCES INC. COM.2999003 815 15000 SH SOLE 15000 EXXON MOBIL CORP COM.30231G1 8349 232500 SH SOLE 232500 FED EX CORP COM.31428X1 2351 37900 SH SOLE 37900 FIFTH THIRD BANCORP COM.3167731 5476 95500 SH SOLE 95500 FIRST DATA CORP COM.3199631 1086 26200 SH SOLE 26200 FIRST HEALTH GROUP CORP COM.3209601 731 25500 SH SOLE 25500 FIRST TENNESSEE NATIONAL COM.3371621 3368 76700 SH SOLE 76700 FOMENTO ECONOMICO MEXICANOCOM.3444191 1216 29520 SH SOLE 29520 FOREST LABORATORIES INC COM.3458381 471 8600 SH SOLE 8600 FOUNDRY NETWORKS INC COM.35063R1 498 34600 SH SOLE 34600 FPL GROUP INC COM.3025711 3784 56600 SH SOLE 56600 FREEPORT-MCMORAN COP&GOLD COM.35671D8 396 16150 SH SOLE 16150 GANNETT CO INC COM.3647301 2550 33200 SH SOLE 33200 GARMIN LTD COM.G372601 407 10200 SH SOLE 10200 GENENTECH INC COM.3687104 267 3700 SH SOLE 3700 GENERAL ELECTRIC CO COM.3696041 6378 222400 SH SOLE 222400 GEN-PROBE INC COM.36866T1 515 12600 SH SOLE 12600 GENUINE PARTS CO COM.3724601 304 9500 SH SOLE 9500 GENZYME GENERAL COM.3729171 288 6900 SH SOLE 6900 GILEAD SCIENCES INC COM.3755581 3996 71900 SH SOLE 71900 GLAXOSMITHKLINE PLC ADR COM.37733W1 345 8500 SH SOLE 8500 GOLD FIELDS LTD ADR COM.38059T1 1157 95000 SH SOLE 95000 GOLD CORP INC COM.3809564 480 40000 SH SOLE 40000 GOLDMAN SACHS GROUP INC COM.38141G1 3978 47500 SH SOLE 47500 GREAT ATLANTIC & PAC TEA COM.3900641 1595 181300 SH SOLE 181300 GTECH HOLDINGS CORP COM.4005181 727 19300 SH SOLE 19300 GUCCI GROUP - NY REG COM.4015661 862 8800 SH SOLE 8800 GUIDANT CORP COM.4016981 102 2300 SH SOLE 2300 HEALTH MANAGEMENT CL A COM.4219331 658 35650 SH SOLE 35650 HECLA MINING CO COM.4227041 84 19900 SH SOLE 19900 HEWLETT-PACKARD CO COM.4282361 3216 151000 SH SOLE 151000 HOME DEPOT INC CO COM.4370761 1446 43650 SH SOLE 43650 HONDA MOTOR COMPANY LTD ADCOM.4381283 450 23600 SH SOLE 23600 HONEYWELL INTERNATIONAL INCOM.4385161 730 27200 SH SOLE 27200 HORIZON ORGANIC HOLDINGS COM.44043T1 636 26800 SH SOLE 26800 HSBC HOLDINGS PLC COM.4042804 59 1000 SH SOLE 1000 ICOS CORP COM.4492951 162 4400 SH SOLE 4400 IDEC PHARMACEUTICALS COM.4493701 95 2800 SH SOLE 2800 ING GROEP NV ADR COM.4568371 70 4000 SH SOLE 4000 INTEGRATED CIRCUIT SYSTEMSCOM.45811K2 3130 99600 SH SOLE 99600 INTEL CORP COM. 458140 4784 230200 SH SOLE 230200 INTERDIGITAL COMMUNICATIONCOM.45866A1 327 14000 SH SOLE 14000 INTERNATIONAL BUSINESS MACCOM. 459200 5292 64150 SH SOLE 64150 INTERPUB GRP OF COMPAINIESCOM.4606901 367 27400 SH SOLE 27400 INTERSIL CORP CL A COM.46069S1 1804 67800 SH SOLE 67800 INTUIT INC COM.4612021 94 2100 SH SOLE 2100 IRON MOUNTAIN INC COM.4628461 2793 75300 SH SOLE 75300 ISHARES MSCI EAFE INDEX FUCOM.4642874 1884 17400 SH SOLE 17400 J B HUNT TRANSPORT SERVICECOM.4456581 3099 82100 SH SOLE 82100 JDS UNIPHASE CORP COM.46612J1 1225 349000 SH SOLE 349000 JEFFERSON-PILOT CORP COM.4750701 41 1000 SH SOLE 1000 JM SMUCKER CO COM.8326964 1608 40300 SH SOLE 40300 JOHNSON & JOHNSON CO COM.4781601 3572 69100 SH SOLE 69100 JOHNSON CONTROLS INC COM.4783661 43 500 SH SOLE 500 JONES APPAREL GROUP INC COM.4800741 652 22300 SH SOLE 22300 KIMBERLEY CLARK CORP COM.4943681 561 10750 SH SOLE 10750 KLA TENCOR CORP COM.4824801 242 5200 SH SOLE 5200 KOHL'S CORP COM.5002551 262 5100 SH SOLE 5100 KONINKLIJKE PHILIPS ELECTRCOM.5004723 57 3000 SH SOLE 3000 KOREA ELECTRIC POWER ADR COM.5006311 2603 292144 SH SOLE 292144 KRAFT FOODS INC CL A COM.50075N1 662 20350 SH SOLE 20350 KROLL INC COM.5010491 747 27600 SH SOLE 27600 KT CORP ADR COM.48268K1 3864 196035 SH SOLE 196035 L-3 COMMUNICATION HOLDINGSCOM.5024241 800 18400 SH SOLE 18400 LAB CORP OF AMERICA HLDGS COM.50540R4 793 26300 SH SOLE 26300 LAFARGE NORTH AMERICA INC COM.5058621 661 21400 SH SOLE 21400 LEAR CORP COM.5218651 741 16100 SH SOLE 16100 LEGG MASON INC COM.5249011 3449 53100 SH SOLE 53100 LEVEL 3 COMMUNICATIONS INCCOM.52729N1 629 94700 SH SOLE 94700 LIGAND PHARMACEUTICAL CL BCOM.53220K2 83 6100 SH SOLE 6100 LIHIR GOLD LTD ADR COM.5323491 410 23300 SH SOLE 23300 LIZ CLAIBORNE INC COM.5393201 42 1200 SH SOLE 1200 LOCKHEED MARTIN CORP COM.5398301 1108 23300 SH SOLE 23300 LOWE'S COMPANY INC COM.5486611 3376 78600 SH SOLE 78600 LUXOTTICA GROUP SPA SP ADRCOM.55068R2 296 21300 SH SOLE 21300 M&T BANK CORP COM.55261F1 851 10100 SH SOLE 10100 MAGNA ENTERTAINMENT CL A COM.5592111 60 12100 SH SOLE 12100 MANPOWER INC COM.56418H1 245 6600 SH SOLE 6600 MASCO CORP. COM.5745991 596 25000 SH SOLE 25000 MCGRAW-HILL COMPANIES INC COM.5806451 5196 83800 SH SOLE 83800 MEDTRONIC INC COM.5850551 1904 39700 SH SOLE 39700 MERCK & CO INC CO COM.5893311 5704 94200 SH SOLE 94200 METLIFE INC COM.59156R1 51 1800 SH SOLE 1800 MGI PHARMA INC COM.5528801 54 2100 SH SOLE 2100 MICROSOFT CORP COM. 594918 8459 330300 SH SOLE 330300 MID ATLANTIC MED SERVICES COM.59523C1 115 2200 SH SOLE 2200 MORGAN STANLEY COM.6174464 2244 52500 SH SOLE 52500 MOTOROLA INC COM.6200761 357 37900 SH SOLE 37900 MURPHY OIL CORP COM.6267171 878 16700 SH SOLE 16700 NASDAQ - 100 SHARES COM.6311001 209 7000 SH SOLE 7000 NATIONAL CITY CORPORATION COM.6354051 46 1400 SH SOLE 1400 NATIONAL INSTRUMENTS CORP COM.6365181 1065 28200 SH SOLE 28200 NEUROCRINE BIOSCIENCES INCCOM.64125C1 135 2700 SH SOLE 2700 NEW YORK COMMUNITY BANCORPCOM.6494451 590 20265 SH SOLE 20265 NEWMONT MINING CORP COM.6516391 5326 164073 SH SOLE 164073 NEWS CORP LTD ADR COM.6524877 4217 139310 SH SOLE 139310 NEXTEL COMMUNICATIONS CL ACOM.65332V1 2566 141900 SH SOLE 141900 NIKE INC CL B COM.6541061 588 11000 SH SOLE 11000 NOKIA OYJ ADR A COM.6549022 353 21500 SH SOLE 21500 NORTH FORK BANCORPORATION COM.6594241 514 15100 SH SOLE 15100 NORTHROP GRUMMAN CORP COM.6668071 1217 14100 SH SOLE 14100 NOVARTIS AG ADR COM.66987V1 56 1400 SH SOLE 1400 NS GROUP, INC COM.6289161 308 31600 SH SOLE 31600 OLD REPUBLIC INTL CORP COM.6802231 538 15700 SH SOLE 15700 OMNICOM GROUP INC COM.6819191 11458 159800 SH SOLE 159800 OPEN TEXT CORP COM.6837151 507 17950 SH SOLE 17950 ORACLE CORP COM.68389X1 2232 185700 SH SOLE 185700 PALL CORP COM.6964293 565 25100 SH SOLE 25100 PATTERSON DENTAL COMPANY COM.7034121 1212 26700 SH SOLE 26700 PEPSICO INC COM.7134481 6826 153400 SH SOLE 153400 PETROLEO BRASILEIRO PETROBCOM.71654V4 2463 124631 SH SOLE 124631 PFIZER INC COM. 717081 12018 351905 SH SOLE 351905 PHARMACEUTICAL RESOURCES COM.7171251 151 3100 SH SOLE 3100 PINNACLE SYSTEMS INC COM.7234811 46 4300 SH SOLE 4300 PITNEY BOWES INC COM.7244791 799 20800 SH SOLE 20800 PIXAR COM.7258111 1150 18900 SH SOLE 18900 POGO PRODUCING COMPANY COM.7304481 718 16800 SH SOLE 16800 POSCO-ADR COM.6934831 1183 45155 SH SOLE 45155 PRIDE INTERNATIONAL INC COM.74153Q1 452 24000 SH SOLE 24000 PROCTER & GAMBLE CO COM. 742718 4343 48700 SH SOLE 48700 PROVIDIAN FINANCIAL CORP COM.74006A1 2193 236800 SH SOLE 236800 QLOGIC CORP COM.7472771 2948 61000 SH SOLE 61000 QUALCOMM INC COM.7475251 472 13200 SH SOLE 13200 QUICKSILVER RESOURCES INC COM.74837R1 194 8100 SH SOLE 8100 RADIAN GROUP INC COM.7502361 370 10100 SH SOLE 10100 READERS DIGEST ASSOC CL A COM.7552671 116 8600 SH SOLE 8600 REINSURANCE GRP OF AMERICACOM.7593511 546 17000 SH SOLE 17000 RENAL CARE GROUP INC COM.7599301 1908 54200 SH SOLE 54200 REPUBLIC SERVICES INC COM.7607591 535 23600 SH SOLE 23600 RITCHIE BROS. AUCTIONEERS COM.7677441 1941 50400 SH SOLE 50400 ROBERT HALF INT'L INC COM.7703231 847 44700 SH SOLE 44700 ROCKWELL AUTOMATION INC COM.7739031 3183 133500 SH SOLE 133500 ROCKWELL COLLINS INC COM.7743411 155 6300 SH SOLE 6300 ROYAL DUTCH PETROLEUM CO COM.7802578 368 7903 SH SOLE 7903 S&P MID-CAP 400 DEPOSIT RECOM.5956351 448 5100 SH SOLE 5100 SABRE HOLDINGS CORP COM.7859051 631 25600 SH SOLE 25600 SAFECO CORP COM.7864291 3016 85500 SH SOLE 85500 SAFEWAY INC COM.7865142 678 33150 SH SOLE 33150 SANDISK CORP COM.80004C1 1775 44000 SH SOLE 44000 SANPAOLO IMI SPA SPON ADR COM.7991751 75 4000 SH SOLE 4000 SAP AG ADR COM.8030542 292 10000 SH SOLE 10000 SBC COMMUNICATIONS INC COM.78387G1 770 30150 SH SOLE 30150 SCANA CORP COM.80589M1 614 17900 SH SOLE 17900 SEMPRA ENERGY COM.8168511 3036 106400 SH SOLE 106400 SHERWIN-WILLIAMS CO COM.8243481 384 14300 SH SOLE 14300 SHUFFLE MASTER INC COM.8255491 1564 53200 SH SOLE 53200 SIEBEL SYSTEMS INC COM.8261701 61 6400 SH SOLE 6400 SIEMENS AG ADR COM.8261975 59 1200 SH SOLE 1200 SK TELECOM LTD ADR COM.78440P1 2501 132594 SH SOLE 132594 SMTC CORP COM.8326821 30 34500 SH SOLE 34500 SOUTHERN CO COM.8425871 1256 40300 SH SOLE 40300 SOUTH TRUST CORP COM.8447301 3079 113200 SH SOLE 113200 SOUTHWESTERN ENERGY CORP COM.8454671 147 9800 SH SOLE 9800 SPANISH BROADCASTING SYS COM.8464258 532 65300 SH SOLE 65300 SPDR TRUST SERIES 1 COM.78462F1 1532 15700 SH SOLE 15700 SPINNAKER EXPLORATION CO COM.84855W1 254 9700 SH SOLE 9700 SPX CORP COM.7846351 696 15800 SH SOLE 15800 ST JUDE MEDICAL INC COM.7908491 247 4300 SH SOLE 4300 STAKE TECHNOLOGY LTD COM.8525591 319 45200 SH SOLE 45200 STARBUCKS CORP COM.8552441 709 28900 SH SOLE 28900 STATE STREET CORP COM.8574771 158 4000 SH SOLE 4000 SUNGARD DATA SYSTEMS INC COM.8673631 293 11300 SH SOLE 11300 SYMANTEC CORP COM.8715031 4382 99900 SH SOLE 99900 SYMBOL TECHNOLOGIES INC COM.8715081 2196 168800 SH SOLE 168800 SYNOPSYS INC COM.8716071 656 10600 SH SOLE 10600 TAIWAN SEMICONDUCTOR COM.8740391 724 71780 SH SOLE 71780 TAKE-TWO INTERACT SOFTWARECOM.8740541 269 9500 SH SOLE 9500 TARGET CORPORATION COM.87612E1 927 24500 SH SOLE 24500 TELEFONOS de MEXICO SA ADRCOM.8794037 2907 92523 SH SOLE 92523 TEVA PHARMACEUTICAL IND ADCOM.8816242 3353 58900 SH SOLE 58900 TEXAS INSTRUMENT INC CO COM.8825081 345 19600 SH SOLE 19600 TEXAS REG BANCSHARES CL A COM.8826731 2773 79910 SH SOLE 79910 TEXTRON INC COM.8832031 535 13700 SH SOLE 13700 TIDEWATER INC COM.8864231 167 5700 SH SOLE 5700 TJX COS INC COM.8725401 543 28800 SH SOLE 28800 TRANSOCEAN INC COM.G900781 93 4250 SH SOLE 4250 TRIMBLE NAVIGATION LTD COM.8962391 415 18100 SH SOLE 18100 TYCO INTL LTD COM.9021241 353 18600 SH SOLE 18600 U.S BANCORP COM.9029733 49 2000 SH SOLE 2000 ULTRA PETROLEUM CORP COM.9039141 314 24300 SH SOLE 24300 UMPQUA HOLDINGS CORP COM.9042141 2740 144300 SH SOLE 144300 UNIBANCO GDR COM.90458E1 129 7500 SH SOLE 7500 UNILEVER NV COM.9047847 43 800 SH SOLE 800 UNITED NATURAL FOODS INC COM.9111631 501 17800 SH SOLE 17800 UNITED ONLINE INC COM.9112681 385 15200 SH SOLE 15200 UNITED TECHNOLOGIES CORP COM.9130171 2274 32100 SH SOLE 32100 UNITED HEALTH GROUP INC COM.91324P1 3100 61700 SH SOLE 61700 UNUMPROVIDENT CORP COM.91529Y1 455 33900 SH SOLE 33900 UST INC COM.9029111 1727 49300 SH SOLE 49300 VARCO INTERNATIONAL INC COM.9221221 698 35600 SH SOLE 35600 VERITAS DGC INC COM.92343P1 225 19550 SH SOLE 19550 VERIZON COMMUNICATIONS INCCOM.92343V1 7582 192200 SH SOLE 192200 VF CORP COM.9182041 34 1000 SH SOLE 1000 VIACOM INC CL B NV COM.9255243 4955 113489 SH SOLE 113489 VIAD CORP COM.92552R1 296 13200 SH SOLE 13200 VIMPELCOM SP ADR COM.68370R1 330 7100 SH SOLE 7100 VODAFONE GROUP PLC ADR COM.92857W1 613 31200 SH SOLE 31200 WACHOVIA CORP COM.9299031 3449 86300 SH SOLE 86300 WAL-MART STORES INC COM. 931142 7439 138600 SH SOLE 138600 WASHINGTON MUTUAL INC COM.9393221 1753 42437 SH SOLE 42437 WELLS FARGO & CO COM.9497461 2931 58150 SH SOLE 58150 WENDY'S INTERNATIONAL INC COM.9505901 701 24200 SH SOLE 24200 WESTERN DIGITAL CORP COM.9581021 2104 204300 SH SOLE 204300 WESTERN GAS RESOURCES INC COM.9582591 210 5300 SH SOLE 5300 WIRELESS FACILITIES INC COM.97653A1 439 36900 SH SOLE 36900 WISCONSIN ENERGY CORP COM.9766571 986 34000 SH SOLE 34000 WYETH COM.9830241 1735 38100 SH SOLE 38100 XL CAPITAL LTD CL A COM.G982551 2702 32550 SH SOLE 32550 XTO ENERGY INC COM.98385X1 661 32866 SH SOLE 32866 YAHOO! INC COM.9843321 2428 74100 SH SOLE 74100 YAK COMMUNICATIONS (USA) COM.9842082 1151 111900 SH SOLE 111900 YELLOW CORP COM.9855091 491 21200 SH SOLE 21200 ZIMMER HOLDINGS INC COM.98956P1 2915 64700 SH SOLE 64700 TOTAL IN U S CURRENCY 45078014212242 14212242 -----END PRIVACY-ENHANCED MESSAGE-----