-----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, NC1DK5r47rqQo+r4yM/czVWQeYpu3jFpfMUiddb7XHgy2FO5L25ti4ZKCIrIJflR GJNqOmnekwxBDMvRjTqQfA== 0000909567-03-000154.txt : 20030214 0000909567-03-000154.hdr.sgml : 20030214 20030214144421 ACCESSION NUMBER: 0000909567-03-000154 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20021231 FILED AS OF DATE: 20030214 EFFECTIVENESS DATE: 20030214 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: 03566532 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 t08952e13fvhr.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: December 31, 2002 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: Jean Martindale ---------------------------------------------------- Title: Compliance Officer ---------------------------------------------------- Phone: 416-983-1115 ---------------------------------------------------- Signature, Place, and Date of Signing: Jean Martindale Toronto, Ontario February 14, 2003 [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: Six (6) Form 13F Information Table Entry Total: 3841 Form 13F Information Table Value Total: C$ 27,354,538 (thousands) 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- Toronto Dominion (New York) Inc. ----------------------- 3 28- Toronto Dominion Investments, Inc. ----------------------- 4 28- The Canada Trust Company ----------------------- 5 28- TD Securities Inc. -----------------------
Total Other Included Cusip Issuer Description Shares Market Value C$ Managers 000375204 ABB LTD SPONSORED ADR 9,500 43,073.00 000886101 A D C TELECOMMUNICATIONS COM 173,162 571,745.00 00088E104 ACTV INC COM 1,250 1,382.00 00089C107 ADE CORP MASS COM 650 6,130.00 000957100 ABM INDS INC COM 400 9,795.00 001055102 AFLAC INC COM 277,593 13,208,899.00 001084102 AGCO CORP COM 1,800 62,845.00 001204106 AGL RES INC COM 1,250 47,987.00 00130H105 AES CORP COM 125,028 596,510.00 001547108 AK STL HLDG CORP COM 2,100 26,541.00 00163T109 AMB PROPERTY CORP COM 1,750 75,641.00 001669100 AMC ENTMT INC COM 2,450 34,254.00 001735109 AMLI RESIDENTIAL PPTYS TR SH BEN INT 450 15,128.00 001744101 AMN HEALTHCARE SERVICES INC COM 700 18,699.88 001765106 AMR CORP COM 35,478 369,919.00 00184A105 AOL TIME WARNER INC COM 3,377,439 69,897,487.42 001853100 APA OPTICS INC COM 700 1,675.00 001941103 ATI TECHNOLOGIES INC COM 5,360,770 38,972,799.00 001957505 AT&T CORP COM NEW 393,685 16,238,969.35 00207R101 ATMI INC COM 6,100 178,473.27 00209A106 AT&T WIRELESS SVCS INC COM 793,486 7,082,550.95 002444107 AVX CORP NEW COM 3,550 54,961.00 002535300 AARON RENTS INC CL A 400 14,471.00 002824100 ABBOTT LABS COM 916,821 57,935,825.40 002893105 ABER DIAMOND CORP COM 1,073,373 33,006,231.00 002896207 ABERCROMBIE & FITCH CO CL A 2,300 74,342.00 00339B107 ABGENIX INC COM 229,850 2,676,172.29 003924107 ABITIBI-CONSOLIDATED INC COM 2,820,469 34,212,289.00 004280103 ACADIANA BANCSHARES INC COM 1,000 61,012.00 00437V104 ACCREDO HEALTH INC COM 900 50,119.00 00461P106 ACLARA BIOSCIENCES INC COM 2,450 8,128.00 004930202 ACTIVISION INC NEW COM NEW 1,825 42,065.00 00508B102 ACTUATE CORP COM 9,100 25,446.36 00508X203 ACTUANT CORP CL A NEW 2,340 171,713.20 005125109 ACXIOM CORP COM 3,050 74,107.00 00651F108 ADAPTEC INC COM 7,550 67,390.00 006754105 ADECCO SA SPONSORED ADR 620 9,344.00 007094105 ADMINISTAFF INC COM 750 7,109.00 00724F101 ADOBE SYS INC COM 387,953 15,200,256.45 00724X102 ADOLOR CORP COM 84,000 1,820,687.90 00738A106 ADTRAN INC COM 800 41,580.00 00751Y106 ADVANCED AUTO PARTS INC COM 800 61,802.00 007525108 ADVANCED DIGITAL INFORMATION COM 2,900 30,741.00 00754A105 ADVANCED FIBRE COMMUNICATION COM 2,400 63,243.00 00757T101 ADVANCED NEUROMODULATION SYS COM 125,100 6,936,917.60 007585102 ADVO INC COM 850 44,085.00 00762W107 ADVISORY BRD CO COM 450 21,256.00 00763M108 ADVANCED MEDICAL OPTICS INC COM 3,154 59,643.00 007768104 AEROFLEX INC COM 2,250 24,526.00 007903107 ADVANCED MICRO DEVICES INC COM 110,483 1,127,538.00 00790K109 ADVANCEPCS COM 1,650 57,894.00 007924103 AEGON N V ORD AMER REG 416 8,432.00 007942105 ADVANTA CORP CL A 3,400 48,240.00 007973100 ADVANCED ENERGY INDS COM 1,150 23,109.00 007974108 ADVENT SOFTWARE INC COM 650 13,996.00 00808V105 AETHER SYS INC COM 300 1,782.00 00817Y108 AETNA INC NEW COM 114,926 7,465,769.00 008190100 AFFILIATED COMPUTER SERVICES CL A 124,350 10,342,994.81 008252108 AFFILIATED MANAGERS GROUP COM 43,400 3,448,735.42 00826T108 AFFYMETRIX INC COM 56,300 2,035,899.02 00845V100 AGERE SYS INC CL A 909,995 2,070,159.02 00845V209 AGERE SYS INC CL B 15,637 34,585.00 00846U101 AGILENT TECHNOLOGIES INC COM 202,457 5,744,368.00 00846X105 AGILE SOFTWARE CORP DEL COM 550 6,725.00 008474108 AGNICO EAGLE MINES LTD COM 2,818,712 65,760,557.00 008916108 AGRIUM INC COM 1,703,209 30,146,792.00 009158106 AIR PRODS & CHEMS INC COM 72,702 4,910,042.90 009269101 AIRBORNE INC COM 100 2,343.00 009363102 AIRGAS INC COM 11,877 323,666.57 00949P108 AIRTRAN HLDGS INC COM 1,250 7,702.00 00971T101 AKAMAI TECHNOLOGIES INC COM 1,700 4,646.00 010198208 AKTIEBOLAGETT ELECTROLUX SPONSORED ADR 250 12,504.00 010317105 ALABAMA NATL BANCORP DELA COM 28,000 1,924,196.40 011311107 ALAMO GROUP INC COM 1,600 30,964.00 011589108 ALAMOSA HLDGS INC COM 1,950 1,602.00 011659109 ALASKA AIR GROUP INC COM 600 20,522.00 012348108 ALBANY INTL CORP CL A 50 1,632.00 012423109 ALBANY MOLECULAR RESH INC COM 800 18,694.00 012653101 ALBEMARLE CORP COM 800 35,956.00 013068101 ALBERTO CULVER CO CL B CONV 12,133 966,055.00 013104104 ALBERTSONS INC COM 599,156 21,071,134.48 013716105 ALCAN INC COM 6,957,090 324,034,091.19 013817101 ALCOA INC COM 317,989 11,443,761.43 013904305 ALCATEL SPONSORED ADR 2,409 13,293.00 014482103 ALEXANDER & BALDWIN INC COM 650 26,483.00 015351109 ALEXION PHARMACEUTICALS INC COM 71,200 1,588,242.35 015385107 ALFA CORP COM 1,250 23,719.00 01642T108 ALKERMES INC COM 410,000 4,061,191.98 017175100 ALLEGHANY CORP DEL COM 102 28,602.00 017361106 ALLEGHENY ENERGY INC COM 29,047 346,918.00
Total Other Included Cusip Issuer Description Shares Market Value C$ Managers 01741R102 ALLEGHENY TECHNOLOGIES INC COM 23,858 234,814.00 01747T102 ALLEGIANCE TELECOM INC COM 2,500 2,646.00 018091108 ALLEN TELECOM INC COM 1,200 17,953.00 018490102 ALLERGAN INC COM 123,323 11,225,861.99 018522102 ALLETE INC COM 1,300 46,579.00 01853E204 ALLIANCE ATLANTIS COMMUNICAT CL B NON-VTG 80,000 1,359,200.00 01855A101 ALLIANCE CAP MGMT HLDG L P UNIT LTD PARTN 1,400 68,563.00 018581108 ALLIANCE DATA SYSTEMS CORP COM 88,000 2,463,476.93 01877H100 ALLIANCE SEMICONDUCTOR CORP COM 3,400 21,109.00 018802108 ALLIANT ENERGY CORP COM 1,850 48,370.00 018804104 ALLIANT TECHSYSTEMS INC COM 15,954 1,571,477.95 01903Q108 ALLIED CAP CORP NEW COM 1,550 53,455.00 019121201 ALLIED DOMECQ PLC SPON ADR NEW 10,000 414,541.00 019228402 ALLIED IRISH BKS P L C SPON ADR ORD 122,495 5,201,761.00 019589308 ALLIED WASTE INDS INC COM PAR$.01NEW 149,097 2,355,440.00 019754100 ALLMERICA FINL CORP COM 1,250 19,945.00 019855105 ALLOY INC COM 7,100 122,821.55 020002101 ALLSTATE CORP COM 307,574 17,973,673.39 020039103 ALLTEL CORP COM 70,978 5,718,697.17 020732202 ALPHA HOSPITALITY CORP COM NEW 430 1,542.00 020813101 ALPHARMA INC CL A 1,750 32,927.00 021441100 ALTERA CORP COM 254,123 4,954,065.89 02144G107 ALTEON INC COM 9,200 29,795.00 023135106 AMAZON COM INC COM 8,950 267,090.00 023139108 AMBAC FINL GROUP INC COM 37,503 3,332,069.60 023177108 AMBASSADORS GROUP INC COM 750 15,333.00 023178106 AMBASSADORS INTL INC COM 750 10,652.00 02341W103 AMCOL INTL CORP COM 600 5,498.00 023551104 AMERADA HESS CORP COM 34,807 3,027,102.20 023608102 AMEREN CORP COM 32,029 2,103,423.00 023613102 AMERIANA BANCORP COM 1,750 31,738.00 02364W105 AMERICA MOVIL S A DE C V SPON ADR L SHS 600 13,612.00 023912108 AMCORE FINL INC COM 1,300 44,566.00 024061103 AMERICAN AXLE & MFG HLDGS IN COM 550 20,349.00 024937104 AMERICAN CAPITAL STRATEGIES COM 1,450 49,457.00 025537101 AMERICAN ELEC PWR INC COM 74,530 3,217,910.00 02553E106 AMERICAN EAGLE OUTFITTERS NE COM 1,550 33,743.00 025816109 AMERICAN EXPRESS CO COM 1,744,712 97,437,276.82 025932104 AMERICAN FINL GROUP INC OHIO COM 1,050 38,268.00 026375105 AMERICAN GREETINGS CORP CL A 14,338 357,889.00 026874107 AMERICAN INTL GROUP INC COM 1,243,059 113,605,168.68 027070101 AMERICAN ITALIAN PASTA CO CL A 1,200 68,209.44 027352103 AMERICAN MGMT SYS INC COM 1,750 33,148.00 028591105 AMERICAN NATL INS CO COM 400 51,830.00 029066107 AMERICAN PWR CONVERSION CORP COM 171,839 4,112,792.39 029712106 AMERICAN STD COS INC DEL COM 203,660 22,888,745.05 029912201 AMERICAN TOWER CORP CL A 249,300 1,390,439.00 030111108 AMERICAN SUPERCONDUCTOR CORP COM 7,100 33,762.28 030411102 AMERICAN WTR WKS INC COM 7,700 553,226.00 030506109 AMERICAN WOODMARK CORP COM 300 22,512.00 03058P109 AMERICANWEST BANCORPORATION COM 1,485 36,668.00 03060R101 AMERICREDIT CORP COM 1,750 21,398.00 03071D109 AMERIPATH INC COM 4,300 146,052.51 03072M108 AMERUS GROUP CO COM 650 29,030.00 03073E105 AMERISOURCEBERGEN CORP COM 148,900 12,775,474.26 03073T102 AMERIGROUP CORP COM 600 28,730.00 03074K100 AMERITRADE HLDG CORP NEW COM 567,750 5,077,269.80 031100100 AMETEK INC NEW COM 1,450 88,170.00 031162100 AMGEN INC COM 585,438 44,708,480.54 031652100 AMKOR TECHNOLOGY INC COM 2,400 18,048.00 032095101 AMPHENOL CORP NEW CL A 900 54,029.00 032165102 AMSOUTH BANCORPORATION COM 91,163 2,765,177.00 03232P405 AMSURG CORP COM 1,200 38,730.00 032346108 AMYLIN PHARMACEUTICALS INC COM 91,700 2,338,164.31 03235E100 AMVESCAP PLC SPONSORED ADR 15,198 256,217.00 032511107 ANADARKO PETE CORP COM 100,149 7,578,535.00 032515108 ANADIGICS INC COM 8,250 33,626.00 032654105 ANALOG DEVICES INC COM 363,458 13,705,949.68 032657207 ANALOGIC CORP COM PAR $0.05 1,700 135,056.47 032744104 ANAREN MICROWAVE INC COM 400 5,561.00 034393108 ANDREA ELECTRONICS CORP COM 1,400 664 034425108 ANDREW CORP COM 19,237 312,416.00 034553107 ANDRX GROUP COM 1,600 37,081.00 034663104 ANGELICA CORP COM 700 22,836.00 034918102 ANGIOTECH PHARMACEUTICALS IN COM 383,394 20,538,417.00 035128206 ANGLOGOLD LTD SPONSORED ADR 30 1,624.00 035229103 ANHEUSER BUSCH COS INC COM 517,111 39,448,139.89 035290105 ANIXTER INTL INC COM 56,100 2,060,572.25 035710409 ANNALY MTG MGMT INC COM 900 26,730.00 036115103 ANNTAYLOR STORES CORP COM 500 16,130.00 03674B104 ANTHEM INC COM 301,590 29,968,830.93 03674E108 ANTEON INTL CORP COM 600 22,749.00 036762102 ANTHONY & SYLVAN POOLS CORP COM 1,503 8,311.00 037389103 AON CORP COM 66,147 1,973,991.24 037411105 APACHE CORP COM 214,356 19,299,112.05 03748R101 APARTMENT INVT & MGMT CO CL A 1,950 115,462.00 03759P101 APHTON CORP COM 400 2,458.00 037604105 APOLLO GROUP INC CL A 141,062 9,805,401.00 03760A101 APOGENT TECHNOLOGIES INC COM 110,100 3,617,868.72 037833100 APPLE COMPUTER INC COM 102,748 2,326,070.00 037899101 APPLEBEES INTL INC COM 2,824 103,463.14
Total Other Included Cusip Issuer Description Shares Market Value C$ Managers 037933108 APRIA HEALTHCARE GROUP INC COM 950 33,378.00 038020103 APPLERA CORP COM AP BIO GRP 269,724 7,473,979.41 038020202 APPLERA CORP COM CE GEN GRP 2,600 39,227.00 03815A106 APPLICA INC COM 250 1,975.00 038222105 APPLIED MATLS INC COM 782,000 16,097,331.01 03822W109 APPLIED MICRO CIRCUITS CORP COM 72,559 422,980.89 038336103 APTARGROUP INC COM 700 34,547.00 03840P102 AQUILA INC COM 3,696 10,335.00 038521100 ARAMARK CORP CL B 1,800 66,826.00 03875Q108 ARBITRON INC COM 44,730 2,367,259.20 03937R102 ARCH CHEMICALS INC COM 5,950 171,546.29 039380100 ARCH COAL INC COM 8,250 281,362.00 039483102 ARCHER DANIELS MIDLAND CO COM 233,069 4,565,721.00 039583109 ARCHSTONE SMITH TR COM 3,437 127,817.00 039762109 ARDEN GROUP INC CL A 300 28,683.00 039793104 ARDEN RLTY INC COM 4,400 153,967.00 04033V104 ARIBA INC COM 4,100 16,063.00 040790107 ARKANSAS BEST CORP DEL COM 450 18,470.00 042260109 ARMOR HOLDINGS INC COM 6,600 143,575.38 04269E107 ARQULE INC COM 4,300 20,719.00 042735100 ARROW ELECTRS INC COM 1,220 24,651.00 04289L107 ART TECHNOLOGY GROUP INC COM 1,300 2,547.00 043127109 ARTESYN TECHNOLOGIES INC COM 5,100 30,938.80 043136100 ARTHROCARE CORP COM 900 14,005.00 04315D400 ARTISTDIRECT INC COM NEW 5,129 17,398.10 043353101 ARVINMERITOR INC COM 1,050 27,652.00 043436104 ASBURY AUTOMOTIVE GROUP INC COM 750 9,965.00 04362P108 ASCENTIAL SOFTWARE CORP COM 7,111 26,962.00 044204105 ASHLAND INC COM 15,349 691,807.00 04516H101 ASHWORTH INC COM 4,750 48,026.00 045235108 ASPECT MED SYS INC COM 177,600 951,140.71 04523Q102 ASPECT COMMUNICATIONS CORP COM 1,450 6,506.00 045487105 ASSOCIATED BANC CORP COM 1,892 101,446.00 046265104 ASTORIA FINL CORP COM 2,850 122,241.00 046353108 ASTRAZENECA PLC SPONSORED ADR 325 18,016.00 048396105 ATLANTIC COAST AIRLINES HLDG COM 1,300 24,707.00 049164106 ATLAS AIR WORLDWIDE HLDGS IN COM 1,500 3,578.00 049513104 ATMEL CORP COM 11,750 41,395.00 049560105 ATMOS ENERGY CORP COM 700 25,789.00 050095108 ATWOOD OCEANICS INC COM 2,700 128,390.35 052528304 AUSTRALIA&NEW ZEALAND BKG GR SPONSORED ADR 109,666 8,407,539.00 052769106 AUTODESK INC COM 93,747 2,117,857.00 053015103 AUTOMATIC DATA PROCESSING IN COM 186,868 11,587,166.08 05329W102 AUTONATION INC COM 7,450 147,825.00 053332102 AUTOZONE INC COM 22,147 2,471,896.00 053484101 AVALONBAY CMNTYS INC COM 1,800 111,300.00 05348W109 AVANEX CORP COM 16,850 27,897.00 053491106 AVANT IMMUNOTHERAPEUTICS INC COM 2,550 4,572.00 053499109 AVAYA INC COM 110,142 426,306.87 053561106 AVENTIS SPONSORED ADR 109,800 9,242,123.00 053611109 AVERY DENNISON CORP COM 86,537 8,350,328.00 05367L802 AVICI SYS INC COM NEW 1,275 7,211.00 053690103 AVIGEN INC COM 1,650 14,884.00 05379B107 AVISTA CORP COM 3,050 55,701.00 053807103 AVNET INC COM 3,014 51,567.00 053893103 AVOCENT CORP COM 1,617 56,762.00 054303102 AVON PRODS INC COM 52,941 4,505,492.00 054536107 AXA SPONSORED ADR 530 11,262.00 05453N100 AWARE INC MASS COM 1,050 3,616.00 054540109 AXCELIS TECHNOLOGIES INC COM 132,235 1,171,747.28 054802103 AZTAR CORP COM 1,600 36,095.00 054923107 AXCAN PHARMA INC COM 541,483 10,071,584.00 054937107 BB&T CORP COM 104,626 6,114,024.00 05534B109 BCE INC COM 21,494,933 612,587,111.40 055472104 BISYS GROUP INC COM 64,000 1,607,604.78 055482103 BJ SVCS CO COM 165,189 8,431,802.28 05548J106 BJS WHOLESALE CLUB INC COM 21,700 627,354.80 05561Q201 BOK FINL CORP COM NEW 1,059 54,189.00 055622104 BP PLC SPONSORED ADR 9,272 595,426.00 05564E106 BRE PROPERTIES INC CL A 950 46,825.00 05577E101 BT GROUP PLC ADR 36,075 1,785,541.00 055921100 BMC SOFTWARE INC COM 104,065 2,812,923.00 056032105 BTU INTL INC COM 4,450 14,820.00 057224107 BAKER HUGHES INC COM 163,446 8,311,719.57 058498106 BALL CORP COM 42,331 3,423,315.00 05858H104 BALLARD PWR SYS INC COM 1,079,463 18,858,213.00 05873K108 BALLY TOTAL FITNESS HLDG COR COM 1,800 20,161.00 05945F103 BANCFIRST CORP COM 350 25,988.00 059692103 BANCORPSOUTH INC COM 1,350 41,418.00 059815100 BANDAG INC COM 650 39,719.00 060505104 BANK OF AMERICA CORPORATION COM 974,203 107,073,218.95 062540109 BANK HAWAII CORP COM 1,700 81,617.00 063671101 BANK MONTREAL QUE COM 16,088,178 670,716,148.10 064057102 BANK NEW YORK INC COM 790,302 29,742,880.54 064149107 BANK NOVA SCOTIA HALIFAX COM 6,343,529 334,049,270.84 06423A103 BANK ONE CORP COM 499,014 28,813,953.43 06646R107 BANKNORTH GROUP INC NEW COM 3,749 133,853.00 066821109 BANTA CORP COM 50 2,470.00 067383109 BARD C R INC COM 11,982 1,097,894.00 067774109 BARNES & NOBLE INC COM 1,250 35,684.00 067901108 BARRICK GOLD CORP COM 11,862,653 288,804,782.60
Total Other Included Cusip Issuer Description Shares Market Value C$ Managers 068306109 BARR LABS INC COM 27,375 2,814,948.73 068313105 BARRA INC COM 1,000 47,915.00 071707103 BAUSCH & LOMB INC COM 12,019 683,556.00 071813109 BAXTER INTL INC COM 515,484 22,778,511.60 073325102 BEA SYS INC COM 7,450 134,997.00 073902108 BEAR STEARNS COS INC COM 69,869 6,556,531.00 074002106 BEARINGPOINT INC COM 146,150 1,593,126.04 075811109 BECKMAN COULTER INC COM 36,550 1,704,535.36 075887109 BECTON DICKINSON & CO COM 57,500 2,787,839.93 075896100 BED BATH & BEYOND INC COM 64,323 3,508,860.00 077347201 BEL FUSE INC CL A 300 8,578.00 077459105 BELDEN INC COM 9,600 230,827.74 079860102 BELLSOUTH CORP COM 977,977 39,969,448.00 080555105 BELO CORP COM SER A 65,150 2,194,339.63 081437105 BEMIS INC COM 41,126 3,224,511.00 081906109 BENNETT ENVIRONMENTAL INC COM 120,000 1,272,000.00 084423102 BERKLEY W R CORP COM 5,450 341,038.24 084670108 BERKSHIRE HATHAWAY INC DEL CL A 39 4,482,297.25 084670207 BERKSHIRE HATHAWAY INC DEL CL B 1,616 6,185,812.87 086516101 BEST BUY INC COM 250,129 9,542,973.45 089302103 BIG LOTS INC COM 81,124 1,695,557.00 090572207 BIO RAD LABS INC CL A 400 24,455.00 090597105 BIOGEN INC COM 69,725 4,412,676.59 090613100 BIOMET INC COM 99,180 4,490,586.70 09061G101 BIOMARIN PHARMACEUTICAL INC COM 27,200 302,942.45 09065H105 BIOPURE CORP CL A 1,300 7,640.00 09067J109 BIOVAIL CORP COM 2,702,302 112,747,279.00 090945106 BIOSITE INC COM 1,050 56,432.00 091797100 BLACK & DECKER CORP COM 60,572 4,104,224.46 091826107 BLACK BOX CORP DEL COM 4,000 283,100.64 092113109 BLACK HILLS CORP COM 750 31,422.00 093671105 BLOCK H & R INC COM 105,942 6,728,176.00 095698502 BLUE MARTINI SOFTWARE INC COM NEW 121 554 09643P108 BLYTH INC COM 750 31,707.00 096761101 BOB EVANS FARMS INC COM 700 25,822.00 097023105 BOEING CO COM 304,502 15,869,948.06 097383103 BOISE CASCADE CORP COM 13,299 529,867.00 099709107 BORDERS GROUP INC COM 1,450 36,881.00 099724106 BORG WARNER INC COM 550 43,810.00 099849101 BORLAND SOFTWARE CORP COM 2,550 49,551.00 100577105 BOSTON CELTICS LTD PARTNERSH UNIT LTD PTNR 600 26,067.00 100582105 BOSTON COMMUNICATIONS GROUP COM 700 14,056.00 101119105 BOSTON PRIVATE FINL HLDGS IN COM 700 21,962.38 101121101 BOSTON PROPERTIES INC COM 1,950 113,552.00 101137107 BOSTON SCIENTIFIC CORP COM 240,847 16,178,455.22 102183100 BOWATER INC COM 4,132 273,815.00 103304101 BOYD GAMING CORP COM 1,300 28,855.00 10549P606 BRASCAN CORP CL A LTD VT SH 3,557,243 112,942,450.00 108057100 BRIDGE TECHNOLOGY INC COM 1,400 553 108763103 BRIDGFORD FOODS CORP COM 1,700 30,106.00 109043109 BRIGGS & STRATTON CORP COM 400 26,838.00 109195107 BRIGHT HORIZON FAMILY SOLUTI COM 1,000 44,424.00 109473405 BRIGHTPOINT INC COM NEW 1,627 20,308.00 109641100 BRINKER INTL INC COM 2,425 123,551.00 110122108 BRISTOL MYERS SQUIBB CO COM 1,016,296 37,169,319.73 111320107 BROADCOM CORP CL A 158,234 3,764,673.61 111412607 BROADVISION INC COM NEW 171 921 111620100 BROADWING INC COM 4,100 22,800.00 111621108 BROCADE COMMUNICATIONS SYS I COM 218,600 1,429,725.53 112900105 BROOKFIELD PPTYS CORP COM 1,592,984 45,494,573.00 11442E102 BROOK-PRI AUTOMATION INC COM 1,056 19,118.00 115236101 BROWN & BROWN INC COM 5,370 274,187.54 115637209 BROWN FORMAN CORP CL B 14,959 1,544,606.57 115660201 BROWN TOM INC COM NEW 1,250 49,566.00 116795105 BRUKER DALTONICS INC COM 1,650 12,668.00 117043109 BRUNSWICK CORP COM 159,974 5,019,161.93 117769109 BUCA INC COM 3,100 40,746.20 11776U102 BSQUARE CORP COM 1,150 2,291.00 118230101 BUCKEYE PARTNERS L P UNIT LTD PARTN 500 30,332.00 118255108 BUCKEYE TECHNOLOGIES INC COM 7,900 76,754.58 121579106 BURLINGTON COAT FACTORY COM 1,500 42,536.00 12189T104 BURLINGTON NORTHN SANTA FE C COM 110,663 4,547,220.00 122014103 BURLINGTON RES INC COM 44,935 3,027,659.00 124661109 C&D TECHNOLOGIES INC COM 1,650 46,060.00 124830100 CBL & ASSOC PPTYS INC COM 850 53,780.00 12489V106 CBRL GROUP INC COM 1,350 64,259.00 125010108 C COR NET CORP COM 1,350 7,081.00 125071100 C D I CORP COM 1,950 83,115.00 125129106 CDW COMPUTER CTRS INC COM 1,950 135,085.00 125137109 CEC ENTMT INC COM 2,500 121,249.75 12541C203 CHC HELICOPTER CORP CL A SUB VTG 218,900 6,223,327.00 12541M102 CH ENERGY GROUP INC COM 450 33,150.00 12541W100 C H ROBINSON WORLDWIDE INC COM 2,100 103,509.00 125509109 CIGNA CORP COM 42,283 2,746,767.98 125581108 CIT GROUP INC COM 3,500 108,375.00 12561W105 CLECO CORP NEW COM 6,100 134,914.72 125750109 CMGI INC COM 14,150 21,929.00 125896100 CMS ENERGY CORP COM 1,335,246 19,913,648.06 125903104 CPB INC COM 600 26,019.00 125906107 CSS INDS INC COM 450 23,531.00 125965103 CSK AUTO CORP COM 2,600 45,182.00
Total Other Included Cusip Issuer Description Shares Market Value C$ Managers 126117100 CNA FINL CORP COM 4,350 175,927.00 12612W104 CNF INC COM 1,050 55,138.00 12613R104 CNET NETWORKS INC COM 602,759 2,580,567.04 12626K203 CRH PLC ADR 840 16,190.00 126349109 CSG SYS INTL INC COM 121,300 2,615,746.40 126408103 CSX CORP COM 46,997 2,101,905.00 126426402 CT COMMUNICATIONS INC COM NEW 1,700 30,348.00 126501105 CTS CORP COM 1,550 18,977.00 126583103 CUNO INC COM 2,500 130,807.44 126650100 CVS CORP COM 416,151 16,326,339.18 126667104 CV THERAPEUTICS INC COM 85,000 2,446,635.91 12686C109 CABLEVISION SYS CORP CL A NY CABLVS 5,950 157,353.00 127055101 CABOT CORP COM 1,450 60,796.00 127097103 CABOT OIL & GAS CORP COM 700 27,403.00 12709P103 CABOT MICROELECTRONICS CORP COM 9,550 712,111.04 127190304 CACI INTL INC CL A 14,100 793,887.97 127387108 CADENCE DESIGN SYSTEM INC COM 1,035,150 19,280,540.42 127914109 CAL DIVE INTL INC COM 1,800 66,826.00 130876105 CALIPER TECHNOLOGIES CORP COM 1,050 4,976.00 131193104 CALLAWAY GOLF CO COM 950 19,886.00 131347106 CALPINE CORP COM 78,768 405,668.00 132011107 CAMBREX CORP COM 1,000 47,726.00 13201L103 CAMBIOR INC COM 455,000 1,023,750.00 133131102 CAMDEN PPTY TR SH BEN INT 700 36,493.00 13321L108 CAMECO CORP COM 1,275,616 47,810,091.00 134429109 CAMPBELL SOUP CO COM 90,499 3,355,521.48 136069101 CDN IMPERIAL BK OF COMMERCE COM 4,632,400 201,602,048.00 136375102 CANADIAN NATL RY CO COM 3,427,439 223,705,731.00 136385101 CANADIAN NAT RES LTD COM 2,510,243 117,479,373.00 13645T100 CANADIAN PAC RY LTD COM 4,461,336 138,855,924.00 138006309 CANON INC ADR 12,407 722,277.00 139733109 CAPITAL AUTOMOTIVE REIT COM SH BEN INT 600 22,465.00 14040H105 CAPITAL ONE FINL CORP COM 149,147 7,002,715.00 14057C106 CAPITOL FED FINL COM 1,300 59,148.00 14067D102 CAPSTONE TURBINE CORP COM 1,500 2,133.00 14067E506 CAPSTEAD MTG CORP COM NO PAR 1,900 73,990.00 14149Y108 CARDINAL HEALTH INC COM 226,264 21,157,595.04 141665109 CAREER EDUCATION CORP COM 1,116 70,522.00 141705103 CAREMARK RX INC COM 4,750 121,941.00 142339100 CARLISLE COS INC COM 400 26,149.00 143130102 CARMAX INC COM 1,488 42,031.00 143658102 CARNIVAL CORP COM 372,679 14,689,546.21 144285103 CARPENTER TECHNOLOGY CORP COM 650 12,785.00 144418100 CARRAMERICA RLTY CORP COM 1,400 55,404.00 147339105 CASCADE NAT GAS CORP COM 1,250 39,495.00 147528103 CASEYS GEN STORES INC COM 13,600 262,335.27 148411101 CASTLE A M & CO COM 1,450 10,423.00 148867104 CATALINA MARKETING CORP COM 67,750 1,980,082.10 149111106 CATELLUS DEV CORP COM 1,850 58,014.00 149123101 CATERPILLAR INC DEL COM 320,139 23,123,195.68 150185106 CEDAR FAIR L P DEPOSITRY UNIT 1,000 37,283.00 150921104 CELL GENESYS INC COM 1,100 19,378.00 150925204 CELLSTAR CORP COM NEW 980 8,825.00 150934107 CELL THERAPEUTICS INC COM 1,350 15,505.00 15101Q108 CELESTICA INC SUB VTG SHS 2,813,498 62,671,281.27 151020104 CELGENE CORP COM 1,150 39,006.00 151313103 CENDANT CORP COM 282,624 4,679,218.18 15133V208 CENTENNIAL COMMUNCTNS CORP N CL A NEW 1,500 6,185.00 151895109 CENTERPOINT PPTYS TR SH BEN INT 500 45,143.00 15189T107 CENTERPOINT ENERGY INC COM 119,655 1,606,767.00 152312104 CENTEX CORP COM 39,870 3,161,936.00 152319109 CENTILLIUM COMMUNICATIONS IN COM 10,350 36,953.00 15231R109 CENTEX CONSTRUCTION PRODUCTS COM 650 36,095.00 153145107 CENTRAL COAST BANCORP COM 750 23,413.00 154785109 CENTRAL PKG CORP COM 7,400 220,483.21 156431108 CENTURY ALUM CO COM 20,000 234,126.36 156700106 CENTURYTEL INC COM 110,949 5,149,652.00 156708109 CEPHALON INC COM 310,771 23,893,848.02 156779100 CERIDIAN CORP NEW COM 137,600 3,134,626.51 156782104 CERNER CORP COM 700 34,569.00 156880106 CERTEGY INC COM 223,700 8,676,001.34 157085101 CERUS CORP COM 900 30,569.00 158711101 CHAMPIONSHIP AUTO RACING TEA COM 5,800 33,903.00 159864107 CHARLES RIV LABS INTL INC COM 1,335 81,156.00 160903100 CHARTER ONE FINL INC COM 176,271 8,000,546.00 160908109 CHARTER MUN MTG ACCEP CO SH BEN INT 750 20,581.00 161133103 CHARMING SHOPPES INC COM 5,550 36,650.00 16117M107 CHARTER COMMUNICATIONS INC D CL A 4,600 8,575.00 16122M100 CHARTER FINL CORP WEST PT GA COM 550 27,005.00 161726104 CHATEAU CMNTYS INC COM 1,100 39,969.00 162456107 CHATTEM INC COM 1,000 32,464.89 162813109 CHECKFREE CORP NEW COM 1,700 42,973.00 163072101 CHEESECAKE FACTORY INC COM 7,304 417,129.55 163421100 CHELSEA PPTY GROUP INC COM 550 28,943.00 163596109 CHEMED CORP COM 700 39,092.00 165159104 CHESAPEAKE CORP COM 1,350 38,069.00 165167107 CHESAPEAKE ENERGY CORP COM 4,600 56,247.00 166764100 CHEVRONTEXACO CORP COM 332,437 34,914,288.75 167760107 CHICAGO MERCANTILE HLDGS INC CL A 5,000 344,870.35 168615102 CHICOS FAS INC COM 4,250 126,965.00 168905107 CHILDRENS PL RETAIL STORES I COM 1,750 29,416.00
Total Other Included Cusip Issuer Description Shares Market Value C$ Managers 169373107 CHINA FD INC COM 102,000 2,215,669.50 170040109 CHIRON CORP COM 40,894 2,429,129.00 170228100 CHITTENDEN CORP COM 8,987 361,756.43 170388102 CHOICEPOINT INC COM 105,232 6,565,035.59 171046105 CHRISTOPHER & BANKS CORP COM 2,150 70,478.83 171232101 CHUBB CORP COM 42,410 3,497,361.56 171340102 CHURCH & DWIGHT INC COM 1,100 52,881.00 171484108 CHURCHILL DOWNS INC COM 400 24,127.00 17163B102 CIBER INC COM 3,000 24,408.00 171779101 CIENA CORP COM 242,408 1,968,396.94 171796105 CIMA LABS INC COM 250 9,554.00 171798101 CIMAREX ENERGY CO COM 345 9,756.00 172062101 CINCINNATI FINL CORP COM 35,290 2,093,460.00 172474108 CINERGY CORP COM 38,966 2,075,757.00 172737108 CIRCUIT CITY STORE INC COM 443,705 5,201,165.60 172755100 CIRRUS LOGIC INC COM 1,900 8,645.00 17275R102 CISCO SYS INC COM 5,103,075 105,546,261.95 172908105 CINTAS CORP COM 37,428 2,705,147.00 172967101 CITIGROUP INC COM 3,625,991 201,421,780.84 174420109 CITIZENS BKG CORP MICH COM 7,000 274,032.41 17453B101 CITIZENS COMMUNICATIONS CO COM 173,200 2,886,707.26 177376100 CITRIX SYS INC COM 37,567 731,173.00 17770A109 CITY BK LYNNWOOD WASH COM 1,100 43,010.00 178566105 CITY NATL CORP COM 42,900 2,981,352.88 179584107 CLAIRES STORES INC COM 1,300 45,326.00 179895107 CLARCOR INC COM 36,100 1,840,383.11 184190106 CLAYTON HOMES INC COM 2,300 44,257.00 184502102 CLEAR CHANNEL COMMUNICATIONS COM 244,733 14,417,421.40 185896107 CLEVELAND CLIFFS INC COM 400 12,544.00 189054109 CLOROX CO DEL COM 155,126 10,109,567.01 189754104 COACH INC COM 70,000 3,640,491.09 191216100 COCA COLA CO COM 1,108,840 76,761,617.74 191219104 COCA COLA ENTERPRISES INC COM 348,935 11,973,125.00 19239V104 COGENT COMM GROUP INC COM 31 19 192422103 COGNEX CORP COM 63,500 1,848,848.27 192423101 COGNICASE INC COM 988,256 4,051,850.00 192446102 COGNIZANT TECHNOLOGY SOLUTIO CL A 200 22,822.00 19244C109 COGNOS INC COM 1,555,389 57,549,376.00 192479103 COHERENT INC COM 700 22,062.00 193294105 COLE KENNETH PRODTNS INC CL A 1,450 46,502.00 194162103 COLGATE PALMOLIVE CO COM 436,478 35,906,761.86 194830204 COLLINS & AIKMAN CORP NEW COM NEW 760 5,343.00 195493309 COLONIAL BANCGROUP INC COM 2,250 42,406.00 195872106 COLONIAL PPTYS TR COM SH BEN INT 850 45,576.00 198516106 COLUMBIA SPORTSWEAR CO COM 750 52,631.00 20030N101 COMCAST CORP NEW CL A 580,413 21,612,229.58 20030N200 COMCAST CORP NEW CL A SPL 148,530 5,300,691.43 200340107 COMERICA INC COM 416,104 28,425,868.66 200519106 COMMERCE BANCORP INC NJ COM 1,400 95,524.00 200525103 COMMERCE BANCSHARES INC COM 1,890 117,313.00 200641108 COMMERCE GROUP INC MASS COM 700 41,470.00 200693208 COMMERCE ONE INC DEL COM NEW 432 1,877.00 201647104 COMMERCIAL FEDERAL CORPORATI COM 1,100 40,577.00 202218103 COMMERCIAL NET LEASE RLTY IN COM 1,600 38,749.00 20268X102 COMMONWEALTH BANCORP INC COM 700 51,279.00 203349105 COMMONWEALTH TEL ENTERPRISES COM 400 22,648.00 203372107 COMMSCOPE INC COM 98,300 1,226,825.74 203668108 COMMUNITY HEALTH SYS INC NEW COM 1,700 55,298.00 203902101 COMMUNITY FIRST BANKSHARES I COM 750 31,351.00 20449H109 COMPASS BANCSHARES INC COM 3,550 175,372.00 20478N100 COMPUCREDIT CORP COM 4,700 52,495.00 204912109 COMPUTER ASSOC INTL INC COM 311,364 6,640,569.00 205253107 COMPUTER MOTION INC COM 4,600 7,485.00 205363104 COMPUTER SCIENCES CORP COM 37,729 2,053,372.00 205638109 COMPUWARE CORP COM 86,074 652,704.00 20563P101 COMPX INTERNATIONAL INC CL A 2,000 26,445.85 205826209 COMTECH TELECOMMUNICATIONS C COM NEW 650 11,142.00 205862402 COMVERSE TECHNOLOGY INC COM PAR $0.10 42,978 680,326.00 205887102 CONAGRA FOODS INC COM 309,508 12,228,910.73 206186108 CONCORD COMMUNICATIONS INC COM 1,600 22,723.84 206197105 CONCORD EFS INC COM 632,620 15,730,768.38 207142100 CONEXANT SYSTEMS INC COM 5,300 13,480.00 20825C104 CONOCOPHILLIPS COM 322,125 24,625,373.16 20854P109 CONSOL ENERGY INC COM 1,900 51,868.00 209115104 CONSOLIDATED EDISON INC COM 448,781 30,362,138.00 209341106 CONSOLIDATED GRAPHICS INC COM 1,500 52,725.83 21036P108 CONSTELLATION BRANDS INC CL A 1,300 48,694.00 21036U107 CONSTAR INTL INC NEW COM 1,200 22,275.18 210371100 CONSTELLATION ENERGY GROUP I COM 36,896 1,621,584.51 210795308 CONTINENTAL AIRLS INC CL B 950 10,881.00 212485106 CONVERGYS CORP COM 114,697 2,745,156.28 216640102 COOPER CAMERON CORP COM 34,800 2,738,956.81 216648402 COOPER COS INC COM NEW 1,300 51,385.00 216831107 COOPER TIRE & RUBR CO COM 50,539 1,224,772.00 217016104 COORS ADOLPH CO CL B 7,287 705,112.00 217204106 COPART INC COM 1,750 32,734.00 217510205 COPPER MTN NETWORKS INC COM NEW 35 236 218868107 CORINTHIAN COLLEGES INC COM 1,600 95,698.00 21887F100 CORIXA CORP COM 1,800 18,171.00 219023108 CORN PRODS INTL INC COM 718 34,176.00 21922V102 CORNERSTONE RLTY INCOME TR I COM 3,300 41,498.00
Total Other Included Cusip Issuer Description Shares Market Value C$ Managers 219350105 CORNING INC COM 238,830 1,248,878.00 21988R102 CORPORATE EXECUTIVE BRD CO COM 700 35,299.00 220873103 CORUS BANKSHARES INC COM 350 24,141.00 220874101 CORUS ENTERTAINMENT INC COM CL B NON VTG 107,550 2,038,073.00 221005101 CORVAS INTL INC COM 550 1,347.00 221009103 CORVIS CORP COM 34,800 39,034.00 221222607 COSINE COMMUNICATIONS INC COM NEW 80 763 221485105 COST PLUS INC CALIF COM 900 40,764.00 22160K105 COSTCO WHSL CORP NEW COM 377,281 16,574,747.29 22163N106 COTT CORP QUE COM 647,060 18,247,100.00 222372104 COUNTRYWIDE FINANCIAL CORP COM 83,320 6,798,651.00 222795106 COUSINS PPTYS INC COM 1,100 42,923.00 222816100 COVANCE INC COM 1,350 52,444.00 222862104 COVENTRY HEALTH CARE INC COM 900 41,276.00 224044107 COX COMMUNICATIONS INC NEW CL A 27,685 1,242,127.00 224051102 COX RADIO INC CL A 110,200 3,971,083.32 22409V102 CP SHIPS LTD COM 3,031,287 64,293,598.00 224399105 CRANE CO COM 11,519 362,681.00 224633107 CRAWFORD & CO CL B 1,300 10,269.00 225302108 CREDENCE SYS CORP COM 1,250 18,424.00 225447101 CREE INC COM 3,150 81,364.00 225606102 CREO INC COM 1,486,054 19,110,652.00 225756105 CRESCENT REAL ESTATE EQUITIE COM 4,000 105,152.00 227116100 CROMPTON CORP COM 2,500 23,500.00 22748P105 CROSS CTRY INC COM 1,350 29,751.57 22765D100 CROSSROADS SYS INC COM 2,600 3,820.00 228227104 CROWN CASTLE INTL CORP COM 7,650 45,321.00 228255105 CROWN CORK & SEAL INC COM 3,750 47,098.00 228411104 CROWN MEDIA HLDGS INC CL A 4,750 16,959.00 22943D105 CTI MOLECULAR IMAGING INC COM 800 31,166.00 229678107 CUBIST PHARMACEUTICALS INC COM 116,800 1,518,605.17 229899109 CULLEN FROST BANKERS INC COM 64,850 3,350,116.44 230215105 CULP INC COM 1,000 13,428.30 231021106 CUMMINS INC COM 32,747 1,455,273.00 23126R101 CURAGEN CORP COM 700 5,142.00 231292103 CURON MED INC COM 900 910 231561101 CURTISS WRIGHT CORP COM 700 70,576.00 23251P102 CYBERONICS INC COM 450 13,081.00 232572107 CYMER INC COM 1,800 91,708.00 232806109 CYPRESS SEMICONDUCTOR CORP COM 2,950 26,658.00 232820100 CYTEC INDS INC COM 750 32,323.00 232946103 CYTYC CORP COM 3,010 48,503.00 233162106 DDI CORP COM 2,550 887 233293109 DPL INC COM 3,500 84,820.00 23329J104 DQE INC COM 1,300 31,299.00 23331A109 D R HORTON INC COM 2,715 74,417.00 233326107 DST SYS INC DEL COM 84,450 4,742,871.66 233331107 DTE ENERGY CO COM 36,940 2,707,809.00 233343102 DVI INC COM 6,000 71,565.00 235774106 DAN RIV INC GA CL A 6,800 29,542.26 235811106 DANA CORP COM 109,080 2,026,539.00 235851102 DANAHER CORP DEL COM 145,951 15,148,679.90 237194105 DARDEN RESTAURANTS INC COM 128,663 4,156,714.00 237926100 DATAMIRROR CORP COM 380,300 3,898,075.00 238113104 DATASCOPE CORP COM 700 27,427.00 23918K108 DAVITA INC COM 109,400 4,263,719.30 242370104 DEAN FOODS CO NEW COM 1,884 110,423.00 242728103 DEB SHOPS INC COM 650 22,807.00 243586104 DECODE GENETICS INC COM 1,300 3,799.42 244199105 DEERE & CO COM 87,828 6,361,730.85 24522P103 DEL MONTE FOODS CO COM 38,176 464,386.00 247025109 DELL COMPUTER CORP COM 1,477,452 62,413,763.51 247126105 DELPHI CORP COM 393,061 4,998,722.00 247131105 DELPHI FINL GROUP INC CL A 700 41,979.00 247357106 DELTA & PINE LD CO COM 1,700 54,814.00 247361108 DELTA AIR LINES INC DEL COM 90,305 1,726,237.00 24783R103 DELTAGEN INC COM 262,900 199,358.12 248019101 DELUXE CORP COM 46,312 3,080,199.00 248239105 DENDRITE INTL INC COM 500 5,901.00 249030107 DENTSPLY INTL INC NEW COM 1,500 88,245.00 249906108 DESCARTES SYS GROUP INC COM 1,015,875 4,926,995.00 251591103 DEVELOPERS DIVERSIFIED RLTY COM 1,000 34,740.00 25179M103 DEVON ENERGY CORP NEW COM 269,030 19,476,207.31 251893103 DEVRY INC DEL COM 1,600 41,985.00 25243Q205 DIAGEO P L C SPON ADR NEW 140,430 9,529,084.00 252450101 DIAGNOSTIC PRODS CORP COM 500 30,506.00 25247D101 DIAL CORP NEW COM 1,350 43,444.00 25271C102 DIAMOND OFFSHORE DRILLING IN COM 81,550 2,814,994.77 252787106 DIAMONDS TR UNIT SER 1 7,810 1,030,862.00 25278P106 DIAMONDCLUSTER INTL INC CL A 6,650 32,988.00 253651103 DIEBOLD INC COM 12,700 827,016.37 253756100 DIGEX INC DEL CL A 5,100 3,465.00 253855100 DIGITAL LIGHTWAVE INC COM 350 681 25385G106 DIGITAL IMPACT INC DEL COM 2,300 6,903.73 25385P106 DIGITAL INSIGHT CORP COM 900 12,356.00 25388M100 DIGITALTHINK INC COM 500 1,382.00 253921100 DIGITAL GENERATION SYS INC COM 3,100 5,240.00 253922108 DIME CMNTY BANCSHARES COM 1,712 51,794.00 254067101 DILLARDS INC CL A 60,462 1,514,917.00 254590102 DISC GRAPHICS INC COM 9,600 27,299.00 254687106 DISNEY WALT CO COM DISNEY 1,296,706 33,410,262.56
Total Other Included Cusip Issuer Description Shares Market Value C$ Managers 25500M103 DITECH COMMUNICATIONS CORP COM 400 1,378.00 25608L502 DOCENT INC COM NEW 550 2,476.00 256159104 DOCUMENTUM INC COM 700 17,318.00 256605106 DOLE FOOD INC COM 900 46,323.00 256669102 DOLLAR GEN CORP COM 249,409 4,708,507.00 256747106 DOLLAR TREE STORES INC COM 93,475 3,628,296.43 25746U109 DOMINION RES INC VA NEW COM 93,317 8,093,495.36 257561100 DOMTAR INC COM 1,123,600 17,640,520.00 257651109 DONALDSON INC COM 950 54,029.00 257867101 DONNELLEY R R & SONS CO COM 25,335 871,329.99 25811P100 DORAL FINL CORP COM 1,350 60,996.00 25822C205 DOREL INDS INC CL B SUB VTG 573,800 20,656,800.00 258609304 DOUBLECLICK INC COM 2,771 24,777.00 260003108 DOVER CORP COM 158,622 7,307,252.00 260543103 DOW CHEM CO COM 240,299 11,274,866.83 260561105 DOW JONES & CO INC COM 19,131 1,306,549.95 261018105 DOWNEY FINL CORP COM 650 40,048.00 261876106 DREXLER TECHNOLOGY CORP COM 1,600 31,849.00 261878102 DREYERS GRAND ICE CREAM INC COM 850 95,287.00 263534109 DU PONT E I DE NEMOURS & CO COM 493,645 33,066,156.26 264399106 DUKE ENERGY CORP COM 617,149 19,050,968.11 264411505 DUKE REALTY CORP COM NEW 2,600 104,536.00 26483E100 DUN & BRADSTREET CORP DEL NE COM 2,275 123,958.73 26613X101 DUPONT PHOTOMASKS INC COM 900 33,057.00 266605104 DURECT CORP COM 41,800 133,391.99 266898105 DUSA PHARMACEUTICALS INC COM 1 3 267455103 DWYER GROUP INC COM 1,300 7,804.00 267475101 DYCOM INDS INC COM 1,700 35,585.00 26816Q101 DYNEGY INC NEW CL A 307,004 572,307.00 268484102 EGL INC COM 1,950 43,899.00 268648102 E M C CORP MASS COM 816,186 7,916,995.10 268664109 EMC INS GROUP INC COM 1,800 50,816.00 26874Q100 ENSCO INTL INC COM 3,100 144,228.00 26874R108 ENI S P A SPONSORED ADR 65 8,060.00 26875P101 EOG RES INC COM 140,404 8,854,678.80 26881Q101 EPIX MEDICAL INC COM 104,300 1,191,309.80 26881V100 E PIPHANY INC COM 950 6,258.00 269246104 E TRADE GROUP INC COM 10,700 82,153.00 26926P100 EVCI CAREER COLLEGES INC COM 1,250 1,284.00 270321102 EARTHLINK INC COM 3,050 26,260.00 277276101 EASTGROUP PPTY INC COM 3,800 153,082.62 277432100 EASTMAN CHEM CO COM 16,998 987,403.00 277461109 EASTMAN KODAK CO COM 248,036 13,730,361.36 278058102 EATON CORP COM 66,734 8,234,867.47 278265103 EATON VANCE CORP COM NON VTG 23,350 1,042,095.70 278642103 EBAY INC COM 82,783 8,869,560.00 27874N105 ECHELON CORP COM 350 6,198.00 278751102 ECHO BAY MINES LTD COM 4,112,324 8,185,798.00 278762109 ECHOSTAR COMMUNICATIONS NEW CL A 151,900 5,341,769.16 278856109 ECLIPSYS CORP COM 1,550 13,101.00 278865100 ECOLAB INC COM 36,458 2,851,026.00 281020107 EDISON INTL COM 72,297 1,353,449.00 281033100 EDISON SCHOOLS INC CL A 1,550 3,967.00 28139T101 EDUCATION MGMT CORP COM 27,070 1,607,971.48 281667105 J D EDWARDS & CO COM 4,050 72,172.00 281760108 EDWARDS AG INC COM 1,800 93,727.00 28176E108 EDWARDS LIFESCIENCES CORP COM 4,150 166,985.27 28224R101 EFUNDS CORP COM 800 11,514.00 28336L109 EL PASO CORP COM 124,958 1,373,967.62 284131208 ELAN PLC ADR 870 3,381.00 284560109 ELDERTRUST COM SH BEN INT 2,600 28,794.00 285218103 ELECTRO RENT CORP COM 2,600 49,786.77 285229100 ELECTRO SCIENTIFIC INDS COM 700 22,117.00 285512109 ELECTRONIC ARTS INC COM 156,383 12,295,876.72 285661104 ELECTRONIC DATA SYS NEW COM 112,834 3,285,240.00 286082102 ELECTRONICS FOR IMAGING INC COM 1,950 50,094.00 29076N107 EMAGIN CORP COM 1,150 727 290787100 EMBARCADERO TECHNOLOGIES INC COM 500 4,716.00 290846104 EMCORE CORP COM 1,450 5,017.00 291011104 EMERSON ELEC CO COM 514,631 41,200,947.44 291525103 EMMIS COMMUNICATIONS CORP CL A 3,650 120,111.26 291657104 EMPIRE FED BANCORP INC COM 2,300 69,255.00 292475209 EMULEX CORP COM NEW 3,300 96,707.94 292505104 ENCANA CORP COM 11,122,331 545,680,180.38 29250N105 ENBRIDGE INC COM 4,839,064 206,180,839.96 29258N107 ENDESA S A SPONSORED ADR 5,190 71,522.00 29264F205 ENDO PHARMACEUTICALS HLDGS I COM 1,200 14,595.00 29265N108 ENERGEN CORP COM 450 20,688.00 29266M109 ENERGY EAST CORP COM 4,100 143,081.00 29266R108 ENERGIZER HLDGS INC COM 2,650 116,803.00 29274D604 ENERPLUS RES FD UNIT TR G NEW 453 12,707.00 292845104 ENGELHARD CORP COM 28,240 997,115.00 29355X107 ENPRO INDS INC COM 160 1,011.00 29362U104 ENTEGRIS INC COM 6,900 112,276.39 293637104 ENTERASYS NETWORKS INC COM 3,800 9,365.00 293639100 ENTERCOM COMMUNICATIONS CORP CL A 2,000 148,248.22 29364G103 ENTERGY CORP NEW COM 64,504 4,645,788.00 293792107 ENTERPRISE PRODS PARTNERS L COM 2,700 82,750.00 29382R107 ENTRAVISION COMMUNICATIONS C CL A 2,050 32,321.00 293848107 ENTRUST INC COM 154,690 821,115.08 293904108 ENZON PHARMACEUTICALS INC COM 27,850 735,636.91
Total Other Included Cusip Issuer Description Shares Market Value C$ Managers 294100102 ENZO BIOCHEM INC COM 2,158 47,729.00 29412E100 EON LABS INC COM 1,700 50,785.62 294429105 EQUIFAX INC COM 108,912 3,981,459.00 294549100 EQUITABLE RES INC COM 1,250 69,195.00 294592308 EQUITEX INC COM PAR $0.02 2,350 1,522.00 294703103 EQUITY INNS INC COM 5,200 49,454.00 294741103 EQUITY OFFICE PROPERTIES TRU COM 90,720 3,580,129.00 29476L107 EQUITY RESIDENTIAL SH BEN INT 61,259 2,378,784.00 294821608 ERICSSON L M TEL CO ADR B SEK 10 193 2,055.00 29530P102 ERIE INDTY CO CL A 1,450 83,061.00 29664R106 ESPERION THERAPEUTICS INC COM 74,300 839,260.85 297178105 ESSEX PPTY TR INC COM 1,150 92,383.13 297602104 ETHAN ALLEN INTERIORS INC COM 850 46,153.00 299096107 EVANS & SUTHERLAND COMPUTER COM 4,050 39,989.00 299900308 EVERGREEN RES INC COM NO PAR 450 31,884.00 300645108 EXAR CORP COM 5,900 115,578.65 301504106 EXE TECHNOLOGIES INC COM 4,150 3,606.00 30161N101 EXELON CORP COM 130,378 10,869,123.96 30161Q104 EXELIXIS INC COM 352,981 4,461,115.04 302125109 EXPEDIA INC CL A 17,650 1,866,240.84 302125125 EXPEDIA INC *W EXP 02/04/200 162 9,167.00 302130109 EXPEDITORS INTL WASH INC COM 45,500 2,346,912.07 302182100 EXPRESS SCRIPTS INC COM 187,780 14,251,301.78 30218U108 EXPRESSJET HOLDINGS INC CL A 2,200 35,625.00 30224P101 EXTENDED STAY AMER INC COM 129,850 3,025,771.64 30224T871 EXTENDICARE INC CDA SUB VTG SH 1,136,000 4,771,200.00 30226D106 EXTREME NETWORKS INC COM 4,850 25,055.00 302284104 EXULT INC DEL COM 1,300 6,531.00 30231G102 EXXON MOBIL CORP COM 2,995,424 165,315,879.95 302367107 F&M BANCORP MD COM 550 27,805.00 30241L109 FEI CO COM 450 10,870.00 302491303 F M C CORP COM NEW 761 32,845.00 30249U101 FMC TECHNOLOGIES INC COM 91,878 2,965,391.39 302520101 FNB CORP PA COM 1,101 47,885.00 302571104 FPL GROUP INC COM 54,019 5,131,456.56 302930102 F N B CORP VA COM 500 18,744.00 302941109 FTI CONSULTING INC COM 1,950 123,687.00 303075105 FACTSET RESH SYS INC COM 4,300 192,042.50 303250104 FAIR ISAAC & CO INC COM 1,008 67,997.00 303726103 FAIRCHILD SEMICONDUCTOR INTL CL A 1,700 28,763.00 305204109 FAIRMONT HOTELS RESORTS INC COM 1,351,808 49,503,209.00 306075102 FALCON PRODS INC COM 1,000 6,398.00 307000109 FAMILY DLR STORES INC COM 124,043 6,116,013.99 30744P102 FARGO ELECTRONICS INC COM 2,250 30,996.00 307675108 FARMER BROS CO COM 50 24,408.00 311900104 FASTENAL CO COM 2,100 124,045.00 313400301 FEDERAL HOME LN MTG CORP COM 286,313 26,709,370.63 313586109 FEDERAL NATL MTG ASSN COM 454,258 46,165,608.38 313747206 FEDERAL REALTY INVT TR SH BEN INT NEW 800 35,539.00 313855108 FEDERAL SIGNAL CORP COM 2,550 78,233.00 31410H101 FEDERATED DEPT STORES INC DE COM 43,303 1,967,479.00 314211103 FEDERATED INVS INC PA CL B 1,925 77,153.00 31428X106 FEDEX CORP COM 129,307 11,076,045.00 31430F101 FELCOR LODGING TR INC COM 950 17,169.00 315405100 FERRO CORP COM 2,950 113,853.38 316326107 FIDELITY NATL FINL INC COM 2,384 123,646.00 316773100 FIFTH THIRD BANCORP COM 184,541 17,069,574.98 316869106 FILENET CORP COM 3,550 68,421.34 31787A101 FINISAR COM 19,650 29,491.00 318522307 FIRST AMERN CORP CALIF COM 1,150 40,332.00 31865W108 FIRST AVIATION SVCS INC COM 9,000 64,045.00 318672102 FIRST BANCORP P R COM 675 24,100.00 319383105 FIRST BUSEY CORP COM 1,100 40,073.00 319439105 FIRST CHARTER CORP COM 900 25,593.00 31946M103 FIRST CTZNS BANCSHARES INC N CL A 450 68,674.00 319960100 FIRST FED CAP CORP COM 1,500 45,757.00 319963104 FIRST DATA CORP COM 938,399 52,494,775.65 32006W106 FIRST DEFIANCE FINL CORP COM 2,750 82,110.00 320218100 FIRST FINL CORP IND COM 350 26,889.00 32054K103 FIRST INDUSTRIAL REALTY TRUS COM 650 28,752.00 320734106 FIRST LONG IS CORP COM 450 25,948.00 320867104 FIRST MIDWEST BANCORP DEL COM 999 42,154.00 320960107 FIRST HEALTH GROUP CORP COM 1,850 71,166.00 335847208 FIRST OAK BROOK BANCSHARES I COM 950 47,156.00 337162101 FIRST TENN NATL CORP COM 119,696 6,796,113.89 337477103 FIRST VA BANKS INC COM 3,363 197,769.00 33761N109 FIRSTSERVICE CORP SUB VTG SH 994,900 25,220,715.00 337719108 FISCHER IMAGING CORP COM 208,900 1,983,421.52 337738108 FISERV INC COM 206,768 11,089,843.50 337915102 FIRSTMERIT CORP COM 2,650 90,679.00 337932107 FIRSTENERGY CORP COM 397,863 20,725,289.83 338032204 FISHER SCIENTIFIC INTL INC COM NEW 850 40,392.00 33832D106 FIVE STAR QUALITY CARE INC COM 2,291 4,958.00 338494107 FLANDERS CORP COM 8,450 23,495.00 339030108 FLEETBOSTON FINL CORP COM 1,156,262 44,389,221.07 339130106 FLEMING COS INC COM 6,850 71,098.00 340632108 FLORIDA EAST COAST INDS CL A 100 3,665.00 341140101 FLORIDA ROCK INDS INC COM 575 34,564.00 343258109 FLORIDAFIRST BANCORP INC NEW COM 650 24,563.00 343412102 FLUOR CORP NEW COM 66,274 2,931,592.20 343498101 FLOWERS FOODS INC COM 1,125 34,675.00
Total Other Included Cusip Issuer Description Shares Market Value C$ Managers 34354P105 FLOWSERVE CORP COM 700 16,356.00 344155205 FOCAL COMMUNICATIONS CORP COM NEW 17 1 344419106 FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 100 5,754.00 344849104 FOOT LOCKER INC COM 2,350 38,982.00 344912100 FOOTSTAR INC COM 3,100 34,086.00 345370860 FORD MTR CO DEL COM PAR $0.01 410,506 6,031,225.43 345426100 FORDING INC COM 953,670 31,480,646.00 345550107 FOREST CITY ENTERPRISES INC CL A 600 31,612.00 345838106 FOREST LABS INC COM 126,272 19,593,382.58 346091705 FOREST OIL CORP COM PAR $0.01 4,525 197,015.54 346563109 FORRESTER RESH INC COM 1,950 47,965.00 349631101 FORTUNE BRANDS INC COM 68,264 5,015,811.94 349853101 FORWARD AIR CORP COM 3,200 98,124.54 349882100 FOSSIL INC COM 900 28,920.00 35063R100 FOUNDRY NETWORKS INC COM 2,750 30,585.00 35100E104 FOUR SEASONS HOTEL INC LTD VTG SH 466,626 20,686,262.00 35138T107 FOX ENTMT GROUP INC CL A 63,400 2,597,132.46 352128201 FRANKFORT FIRST BANCORP INC COM NEW 300 8,222.86 354613101 FRANKLIN RES INC COM 149,263 8,036,266.01 356108100 FREDS INC CL A 1,030 41,819.00 356602102 FREEMARKETS INC COM 450 4,578.00 35671D857 FREEPORT-MCMORAN COPPER & GO CL B 166,256 4,407,290.84 358433100 FRIEDMAN BILLINGS RAMSEY GRO CL A 1,400 20,702.00 359065109 FRONTIER AIRLINES INC NEW COM 3,700 39,513.96 35914P105 FRONTIER OIL CORP COM 650 17,683.00 35952H106 FUELCELL ENERGY INC COM 200 2,070.00 359694106 FULLER H B CO COM 1,100 44,974.00 360271100 FULTON FINL CORP PA COM 2,291 63,917.00 360921100 FURNITURE BRANDS INTL INC COM 1,200 45,214.00 361268105 G & K SVCS INC CL A 3,200 178,964.80 361448103 GATX CORP COM 1,250 45,064.00 361475106 GBC BANCORP CALIF COM 700 21,410.00 36229U102 GSI LUMONICS INC COM 522,835 4,966,933.00 36238T104 GTC BIOTHERAPEUTICS INC COM 3,400 6,338.00 362418105 GABLES RESIDENTIAL TR SH BEN INT 4,700 185,107.21 363576109 GALLAGHER ARTHUR J & CO COM 16,850 782,085.34 363595109 GALLAHER GROUP PLC SPONSORED ADR 600 37,157.00 36466R101 GAMESTOP CORP CL A 1,300 20,127.00 364730101 GANNETT INC COM 137,836 15,634,702.99 364760108 GAP INC DEL COM 462,214 11,332,810.90 366651206 GARTNER INC CL B 1,900 28,365.00 367626108 GATEWAY INC COM 256,765 1,273,704.00 367905106 GAYLORD ENTMT CO NEW COM 400 13,018.00 36866W106 GEMSTAR-TV GUIDE INTL INC COM 7,020 36,043.00 368682100 GENCORP INC COM 1,250 15,640.00 368689105 GENE LOGIC INC COM 1,300 12,918.00 368709101 GENENCOR INTL INC COM 2,550 39,399.00 368710406 GENENTECH INC COM NEW 64,400 3,373,669.53 369385109 GENERAL COMMUNICATION INC CL A 277,100 2,933,324.54 369550108 GENERAL DYNAMICS CORP COM 46,207 5,793,851.00 369604103 GENERAL ELEC CO COM 4,975,342 191,219,911.88 370021107 GENERAL GROWTH PPTYS INC COM 1,250 102,687.00 370334104 GENERAL MLS INC COM 99,945 7,413,096.60 370442105 GENERAL MTRS CORP COM 167,682 9,764,386.00 370442832 GENERAL MTRS CORP CL H NEW 474,106 8,014,237.00 371532102 GENESCO INC COM 1,400 41,204.00 371901109 GENTEX CORP COM 1,400 69,979.00 372460105 GENUINE PARTS CO COM 292,585 14,238,082.68 372917104 GENZYME CORP COM GENL DIV 85,230 3,981,502.00 373200203 GEORGIA GULF CORP COM PAR $0.01 1,400 51,179.00 373298108 GEORGIA PAC CORP COM 351,700 8,978,756.40 373865104 GERMAN AMERN BANCORP COM 220 5,405.00 374276103 GETTY IMAGES INC COM 1,700 82,046.60 37476F103 GIBRALTAR STL CORP COM 1,400 42,111.15 375558103 GILEAD SCIENCES INC COM 503,970 27,069,842.08 375766102 GILLETTE CO COM 658,734 31,595,168.15 375916103 GILDAN ACTIVEWEAR INC SUB VTG SHS A 55,000 2,037,200.00 37637Q105 GLACIER BANCORP INC NEW COM 2,228 82,961.55 376775102 GLAMIS GOLD LTD COM 2,459,885 43,953,803.00 377316104 GLATFELTER COM 100 2,079.00 37733W105 GLAXOSMITHKLINE PLC SPONSORED ADR 1,300 76,933.00 37803P105 GLENBOROUGH RLTY TR INC COM 5,000 140,760.13 379302102 GLIMCHER RLTY TR SH BEN INT 900 25,237.00 379336100 GLOBAL INDS LTD COM 3,400 22,398.00 37936S109 GLOBAL PMT TECHNOLOGIES INC COM 3,500 30,688.00 37940X102 GLOBAL PMTS INC COM 4,650 235,145.83 37941P108 GLOBAL POWER EQUIPMENT INC COM 100 778.84 37957V106 GLOBESPANVIRATA INC COM 3,033 21,131.00 380956409 GOLDCORP INC NEW COM 4,182,032 84,036,608.00 38119T104 GOLDEN STAR RES LTD CDA COM 400,000 1,160,000.00 381317106 GOLDEN WEST FINL CORP DEL COM 33,889 3,844,562.00 38141G104 GOLDMAN SACHS GROUP INC COM 128,066 13,777,928.62 382388106 GOODRICH CORP COM 227,255 6,577,206.23 382550101 GOODYEAR TIRE & RUBR CO COM 106,188 1,142,420.00 382588101 GOODYS FAMILY CLOTHING INC COM 1,400 9,820.00 384109104 GRACO INC COM 21,550 975,380.27 384313102 GRAFTECH INTL LTD COM 186,150 1,752,715.26 384802104 GRAINGER W W INC COM 69,367 5,550,696.07 387328107 GRANITE CONSTR INC COM 2,350 57,544.00 38821G101 GRANT PRIDECO INC COM 4,085 75,118.82 390064103 GREAT ATLANTIC & PAC TEA INC COM 8,650 110,139.04
Total Other Included Cusip Issuer Description Shares Market Value C$ Managers 390568103 GREAT LAKES CHEM CORP COM 35,913 1,354,843.12 391164100 GREAT PLAINS ENERGY INC COM 850 30,724.00 391648102 GREATER BAY BANCORP COM 1,100 30,046.00 39167B102 GREATER CHINA FD INC COM 125,000 1,741,729.50 395384100 GREENPOINT FINL CORP COM 2,100 149,889.00 39787M108 GREY GLOBAL GROUP INC COM 75 72,406.00 397888108 GREY WOLF INC COM 7,700 48,536.00 398433102 GRIFFON CORP COM 3,025 65,089.00 39945C109 GROUPE CGI INC CL A SUB VTG 3,167,263 32,986,819.33 400518106 GTECH HLDGS CORP COM 900 39,612.00 401617105 GUESS INC COM 4,400 29,125.00 401698105 GUIDANT CORP COM 194,606 9,485,104.68 401829106 GUILFORD PHARMACEUTICALS INC COM 300 1,886.28 402040109 GUITAR CTR MGMT INC COM 1,400 36,626.00 402629109 GULFMARK OFFSHORE INC COM 800 18,642.00 404119109 HCA INC COM 991,425 65,002,610.95 404132102 HCC INS HLDGS INC COM 2,150 83,556.00 40426W101 HRPT PPTYS TR COM SH BEN INT 4,100 53,372.00 404280406 HSBC HLDGS PLC SPON ADR NEW 56,447 4,837,494.00 405024100 HAEMONETICS CORP COM 850 28,817.00 405217100 HAIN CELESTIAL GROUP INC COM 715 17,169.00 406216101 HALLIBURTON CO COM 96,961 2,865,986.00 410120109 HANCOCK HLDG CO COM 375 26,452.00 41014S106 HANCOCK JOHN FINL SVCS INC COM 139,893 6,165,997.00 410293104 HANDSPRING INC COM 1,900 2,852.00 410768105 HANOVER COMPRESSOR CO COM 1,250 18,128.00 411352404 HANSON PLC SPON ADR NEW 200 7,008.00 412822108 HARLEY DAVIDSON INC COM 200,651 14,644,893.82 412824104 HARLEYSVILLE GROUP INC COM 3,000 125,262.46 413086109 HARMAN INTL INDS INC COM 12,125 1,139,727.10 413160102 HARMONIC INC COM 1,139 4,139.00 413619107 HARRAHS ENTMT INC COM 24,526 1,534,352.00 413875105 HARRIS CORP DEL COM 1,450 60,246.00 415864107 HARSCO CORP COM 6,450 324,949.99 416196103 HARTE-HANKS INC COM 1,500 44,242.00 416515104 HARTFORD FINL SVCS GROUP INC COM 167,242 12,003,022.57 418056107 HASBRO INC COM 37,224 679,216.87 419870100 HAWAIIAN ELEC INDUSTRIES COM 650 45,162.00 421915109 HEALTH CARE PPTY INVS INC COM 1,650 99,836.00 421924101 HEALTHSOUTH CORP COM 95,646 634,622.00 421933102 HEALTH MGMT ASSOC INC NEW CL A 153,562 4,342,494.42 421946104 HEALTHCARE RLTY TR COM 1,500 69,314.00 42217K106 HEALTH CARE REIT INC COM 900 38,460.00 42219D100 HEALTHAXIS INC COM 16,700 8,706.00 42222G108 HEALTH NET INC COM 2,750 114,694.00 422317107 HEARST-ARGYLE TELEVISION INC COM 1,550 59,038.00 422347104 HEARTLAND EXPRESS INC COM 2,096 75,864.20 422360305 HEARUSA INC COM NEW 146,500 0 422819102 HEIDRICK & STRUGGLES INTL IN COM 1,150 26,652.00 423074103 HEINZ H J CO COM 85,444 4,436,949.00 423319102 HELIX TECHNOLOGY CORP COM 8,050 142,434.32 423452101 HELMERICH & PAYNE INC COM 800 35,274.00 426281101 HENRY JACK & ASSOC INC COM 12,350 234,907.16 427056106 HERCULES INC COM 23,127 321,517.67 42725M107 HERITAGE PPTY INVT TR INC COM 650 25,641.00 427866108 HERSHEY FOODS CORP COM 29,956 3,191,571.09 42822Q100 HEWITT ASSOCS INC COM 44,000 2,202,809.93 428236103 HEWLETT PACKARD CO COM 1,246,412 34,183,324.52 428656102 HIBERNIA CORP CL A 3,900 118,542.00 429060106 HICKORY TECH CORP COM 1,450 21,831.00 431284108 HIGHWOODS PPTYS INC COM 900 31,422.00 431294107 HILB ROGAL & HAMILTON CO COM 450 29,076.00 431573104 HILLENBRAND INDS INC COM 1,200 91,584.00 432848109 HILTON HOTELS CORP COM 289,344 5,809,826.70 433245107 HINES HORTICULTURE INC COM 1,950 8,934.00 433578507 HITACHI LIMITED ADR 10 COM 25 1,471.00 43357B104 HISPANIC BROADCASTING CORP CL A 26,250 852,204.03 435569108 HOLLINGER INTL INC CL A 1,400 22,471.00 436141105 HOLLYWOOD ENTMT CORP COM 950 22,662.00 436926109 HOME FED BANCORP COM 700 26,707.00 437076102 HOME DEPOT INC COM 2,000,009 75,705,660.63 437306103 HOME PPTYS N Y INC COM 700 38,097.00 437852106 HOMESTORE INC COM 3,750 5,036.00 438092108 HON INDS INC COM 950 42,443.00 438128308 HONDA MOTOR LTD AMERN SHS 700 19,972.00 438516106 HONEYWELL INTL INC COM 398,833 15,121,861.10 439104100 HOOPER HOLMES INC COM 11,500 111,549.73 440327104 HORACE MANN EDUCATORS CORP N COM 12,350 299,096.17 440452100 HORMEL FOODS CORP COM 3,100 114,256.00 44106M102 HOSPITALITY PPTYS TR COM SH BEN INT 1,450 80,633.00 44107P104 HOST MARRIOTT CORP NEW COM 7,773 108,676.00 44147T108 HOTELS COM COM 550 47,468.00 441815107 HOUSEHOLD INTL INC COM 170,042 7,470,684.00 442120101 HOUSTON EXPL CO COM 1,600 77,347.00 443510201 HUBBELL INC CL B 1,480 82,160.84 443683107 HUDSON CITY BANCORP COM 4,850 142,744.00 444165104 HUDSON UNITED BANCORP COM 1,100 54,045.00 444482103 HUGHES SUPPLY INC COM 600 25,896.00 444717102 HUGOTON RTY TR TEX UNIT BEN INT 2,200 44,557.00 444859102 HUMANA INC COM 68,296 1,078,941.00 444903108 HUMAN GENOME SCIENCES INC COM 215,150 2,994,465.67
Total Other Included Cusip Issuer Description Shares Market Value C$ Managers 44544R101 HUMMINGBIRD INC COM 50,000 1,694,000.00 445591100 HUNT CORP COM 1,600 31,596.00 445658107 HUNT J B TRANS SVCS INC COM 700 32,402.00 446150104 HUNTINGTON BANCSHARES INC COM 182,771 5,402,369.00 44779E106 HURRICANE HYDROCARBONS LTD CL A 844,045 13,909,862.00 448407106 HUTCHINSON TECHNOLOGY INC COM 2,250 73,579.00 448774109 HYDRIL CO COM 2,300 85,642.54 448924100 ICN PHARMACEUTICALS INC NEW COM 1,700 29,301.00 448947101 IDT CORP COM 600 16,389.00 44914M104 HYPERION SOLUTIONS CORP COM 950 38,526.00 449293109 ICO HLDGS INC COM 18,050 37,070.00 449295104 ICOS CORP COM 1,200 44,380.00 44930G107 ICU MED INC COM 400 23,571.00 449370105 IDEC PHARMACEUTICALS CORP COM 148,600 7,786,933.09 449491109 IDX SYS CORP COM 350 9,416.00 449536101 IGEN INC COM 1,000 67,695.00 449669100 IMC GLOBAL INC COM 84,300 1,420,999.75 449681105 IMCO RECYCLING INC COM 2,200 28,256.00 449934108 IMS HEALTH INC COM 281,184 7,107,445.48 45031U101 ISTAR FINL INC COM 1,400 62,039.00 450565106 ITLA CAP CORP COM 200 10,499.35 45068B109 ITT EDUCATIONAL SERVICES INC COM 116,100 4,319,418.35 45069F109 ITXC CORP COM 700 2,566.00 45071R109 IXIA COM 1,100 6,343.00 450828108 IBERIABANK CORP COM 650 41,239.00 450911102 ITT INDS INC IND COM 109,147 10,464,819.36 451107106 IDACORP INC COM 2,100 82,368.00 45167R104 IDEX CORP COM 1,700 87,821.46 45168D104 IDEXX LABS INC COM 1,600 84,172.00 45169U105 IGATE CORP COM 2,300 9,520.00 451713101 IKON OFFICE SOLUTIONS INC COM 1,500 16,943.00 451923106 ILEX ONCOLOGY INC COM 6,800 75,843.00 452308109 ILLINOIS TOOL WKS INC COM 67,368 6,902,934.00 45245A107 IMATION CORP COM 900 49,878.00 45245W109 IMCLONE SYS INC COM 144,000 2,416,184.07 45247T104 IMAGISTICS INTERNATIONAL INC COM 37 1,169.00 45255G101 IMPATH INC COM 400 12,461.00 45255W106 IMPCO TECHNOLOGIES INC COM 100 741 452907108 IMMUNOMEDICS INC COM 1,900 13,868.00 453038408 IMPERIAL OIL LTD COM NEW 3,393,258 152,221,534.00 453258402 INCO LTD COM 5,513,150 184,625,657.66 453258808 INCO LTD PFD CV E 5.5% 332 26,571.00 45337C102 INCYTE GENOMICS INC COM 2,900 20,891.28 453414104 INDEPENDENCE CMNTY BK CORP COM 1,410 56,535.00 456607100 INDYMAC BANCORP INC COM 3,100 90,553.00 45662V105 INET TECHNOLOGIES INC COM 2,000 19,274.00 45665B106 INFOCUS CORP COM 100 973 45666Q102 INFORMATICA CORP COM 198,900 1,809,919.58 45666T106 INFONET SVCS CORP CL B 15,000 46,920.00 456727106 INFORMATION HLDGS INC COM 2,000 49,037.00 45678T201 INFOSPACE INC COM NEW 608 8,115.00 456818301 INFOUSA INC NEW COM 2,300 18,059.00 456837103 ING GROUP N V SPONSORED ADR 780 20,751.00 457153104 INGRAM MICRO INC CL A 3,350 65,360.00 457191104 INHALE THERAPEUTIC SYS INC COM 1,400 17,871.00 457214104 INKINE PHARMACEUTICALS INC COM 63,700 164,032.21 457277101 INKTOMI CORP COM 1,700 4,297.00 457652105 INPUT/OUTPUT INC COM 2,100 14,100.00 45765U103 INSIGHT ENTERPRISES INC COM 1,675 21,990.00 457660108 INSITE VISION INC COM 2,600 2,916.00 457667103 INSITUFORM TECHNOLOGIES INC CL A 7,650 206,057.86 45767A105 INSIGNIA FINL GROUP INC NEW COM 500 5,727.00 45768V108 INSIGHT COMMUNICATIONS INC CL A 3,550 69,431.00 45769N105 INNOVATIVE SOLUTIONS & SUPPO COM 600 5,915.00 4576J0104 INNKEEPERS USA TR COM 2,200 26,623.00 45809K202 INSWEB CORP COM NEW 1,091 2,775.00 45810H107 INTEGRAL SYS INC MD COM 1,000 31,675.00 45810N302 INTEGRAMED AMER INC COM NEW 2,700 24,782.00 458118106 INTEGRATED DEVICE TECHNOLOGY COM 2,900 38,347.00 45811K208 INTEGRATED CIRCUIT SYS INC COM 1,300 37,481.00 458140100 INTEL CORP COM 3,776,868 92,901,646.11 45814P105 INTEGRA BK CORP COM 850 23,929.00 45819B101 INTEGRATED DEFENSE TECHNOLOG COM 550 12,599.00 45840J107 INTERACTIVE DATA CORP COM 1,350 29,325.00 458665106 INTERFACE INC CL A 2,150 10,427.00 45866A105 INTERDIGITAL COMMUNICATIONS COM 1,050 24,152.00 458683109 INTERGRAPH CORP COM 2,000 56,115.00 45884X103 INTERMUNE INC COM 500 20,150.00 45885A102 INTERNAP NETWORK SVCS CORP COM 4,650 2,718.00 459044103 INTERNATIONAL BANCSHARES COR COM 625 38,952.00 459200101 INTERNATIONAL BUSINESS MACHS COM 1,055,446 129,148,053.60 459506101 INTERNATIONAL FLAVORS&FRAGRA COM 132,545 7,349,753.23 459902102 INTERNATIONAL GAME TECHNOLOG COM 51,843 6,217,972.57 460043102 INTERNATIONAL MULTIFOODS COR COM 2,400 80,342.31 460146103 INTL PAPER CO COM 183,025 10,111,350.77 460254105 INTERNATIONAL RECTIFIER CORP COM 1,300 37,912.00 460321201 INTERNATIONAL SHIPHOLDING CO COM NEW 700 6,745.75 460335201 INTERNATIONAL SPEEDWAY CORP CL A 1,200 70,693.00 460337108 INTL SPECIALTY PRODS INC NEW COM 3,000 48,389.00 46059C106 INTERNET CAP GROUP INC COM 12,800 7,280.00 46060X107 INTERNET SEC SYS INC COM 63,950 1,851,846.78
Total Other Included Cusip Issuer Description Shares Market Value C$ Managers 46062R108 INTERPOOL INC COM 1,200 30,444.00 460690100 INTERPUBLIC GROUP COS INC COM 264,434 5,881,970.22 46069S109 INTERSIL CORP CL A 142,758 3,143,875.96 46072H108 INTERSTATE BAKERIES CORP DEL COM 900 21,683.00 460919103 INTERTAPE POLYMER GROUP INC COM 593,629 3,852,653.00 46113Q109 INTERTRUST TECHNOLOGIES CORP COM 650 4,344.00 46114T102 INTERWOVEN INC COM 1,200 4,929.00 461202103 INTUIT COM 101,833 7,548,299.41 461203101 INVACARE CORP COM 700 36,825.00 46126P106 INVERNESS MED INNOVATIONS IN COM 1,740 36,147.00 46145F105 INVESTMENT TECHNOLOGY GRP NE COM 975 34,441.00 461730103 INVESTORS REAL ESTATE TR SH BEN INT 3,850 60,701.00 46185R100 INVITROGEN CORP COM 40,864 2,022,569.36 461915100 INVESTORS FINL SERVICES CORP COM 31,550 1,365,191.45 462030305 IOMEGA CORP COM NEW 1,140 14,138.00 462218108 IONICS INC COM 800 28,815.55 462622101 IPSCO INC COM 145,697 2,303,469.57 462846106 IRON MTN INC PA COM 83,775 4,368,799.08 464286103 ISHARES INC MSCI AUSTRALIA 600 8,607.00 464286608 ISHARES INC MSCI EMU INDEX 20 1,374.00 464286699 ISHARES INC MSCI UTD KINGD 4,290 82,345.00 464286707 ISHARES INC MSCI FRANCE 1,800 42,086.00 464286749 ISHARES INC MSCI SWITZERLD 800 14,041.00 464286806 ISHARES INC MSCI GERMAN 2,800 43,527.00 464286814 ISHARES INC MSCI NETHERLND 400 8,348.00 464286848 ISHARES INC MSCI JAPAN 13,796 151,475.00 464286855 ISHARES INC MSCI ITALY 500 11,533.00 464286871 ISHARES INC MSCI HONG KONG 960 11,268.00 464287200 ISHARES TR S&P 500 INDEX 20,487 2,859,099.00 464287465 ISHARES TR MSCI EAFE IDX 91,870 14,369,751.00 464287507 ISHARES TR S&P MIDCAP 400 3,200 435,312.00 464287655 ISHARES TR RUSSELL 2000 1,100 132,019.00 464287697 ISHARES TR DJ US UTILS 52,500 3,971,143.26 464287705 ISHARES TR S&P MIDCP VALU 300 37,911.00 464287804 ISHARES TR S&P SMLCAP 600 2,600 400,223.00 464287861 ISHARES TR S&P EURO PLUS 59,850 4,321,798.90 464330109 ISIS PHARMACEUTICALS INC COM 53,300 554,900.48 465754109 I2 TECHNOLOGIES INC COM 10,894 19,792.00 465790103 IVANHOE ENERGY INC COM 400,000 288,000.00 465823102 IVAX CORP COM 170,049 3,258,644.58 46588H105 IVILLAGE INC COM 600 891 465917102 JDN RLTY CORP COM 1,400 24,218.00 466107208 JB OXFORD HLDGS INC COM NEW 640 2,700.00 46612J101 JDS UNIPHASE CORP COM 1,186,937 4,631,556.55 46622G105 JNI CORP COM 6,450 28,226.00 46625H100 J P MORGAN CHASE & CO COM 956,911 36,283,029.34 466313103 JABIL CIRCUIT INC COM 106,084 3,003,242.98 466367109 JACK IN THE BOX INC COM 1,200 32,778.00 469248108 JACKSONVILLE BANCORP INC COM 600 26,541.00 469814107 JACOBS ENGR GROUP INC DEL COM 1,200 67,489.00 471110106 JARDINE FLEMING CHINA REGION COM 20,408 209,563.63 471112102 JARDINE FLEMING INDIA FD INC COM 114,637 1,383,630.99 472319102 JEFFERIES GROUP INC NEW COM 500 33,152.00 475070108 JEFFERSON PILOT CORP COM 145,630 8,767,841.07 477143101 JETBLUE AWYS CORP COM 1,275 54,385.00 47758P109 JO-ANN STORES INC CL A 700 25,402.00 478035108 JOHN NUVEEN CO CL A 1,500 60,072.00 478160104 JOHNSON & JOHNSON COM 2,057,248 174,274,681.32 478366107 JOHNSON CTLS INC COM 23,353 2,957,724.00 480074103 JONES APPAREL GROUP INC COM 27,121 1,518,457.00 48020Q107 JONES LANG LASALLE INC COM 800 19,438.00 481165108 JOY GLOBAL INC COM 1,300 23,125.11 48203R104 JUNIPER NETWORKS INC COM 9,450 101,518.00 482480100 KLA-TENCOR CORP COM 128,759 7,194,739.32 482564101 KMG CHEMICALS INC COM 3,630 14,107.00 482686102 K-SWISS INC CL A 700 24,008.00 48282T104 KADANT INC COM 71 1,682.00 483600300 KANA SOFTWARE INC COM NEW 330 1,027.00 485170302 KANSAS CITY SOUTHERN COM NEW 2,850 54,028.00 486587108 KAYDON CORP COM 50 1,675.00 486665102 KEANE INC COM 2,300 32,666.00 48666K109 KB HOME COM 36,506 2,471,259.00 487836108 KELLOGG CO COM 92,535 5,009,821.38 488152208 KELLY SVCS INC CL A 1,300 50,748.00 488360108 KEMET CORP COM 11,250 155,333.79 489170100 KENNAMETAL INC COM 1,000 54,472.00 490057106 KENSEY NASH CORP COM 1,450 41,851.00 492386107 KERR MCGEE CORP COM 21,778 1,524,140.00 492914106 KEY ENERGY SVCS INC COM 6,150 87,150.18 493267108 KEYCORP NEW COM 162,857 6,468,072.00 493308100 KEYNOTE SYS INC COM 1,900 23,172.24 49337W100 KEYSPAN CORP COM 395,645 22,028,576.65 49338N109 KEYSTONE AUTOMOTIVE INDS INC COM 4,200 99,660.10 494274103 KIMBALL INTL INC CL B 1,500 33,768.00 49427F108 KILROY RLTY CORP COM 600 21,849.00 494368103 KIMBERLY CLARK CORP COM 417,336 31,297,357.69 49446R109 KIMCO REALTY CORP COM 1,875 90,760.00 49455P101 KINDER MORGAN INC KANS COM 26,547 1,772,764.00 49455U100 KINDER MORGAN MANAGEMENT LLC SHS 930 46,413.00 494580103 KINDRED HEALTHCARE INC COM 1,600 45,880.00 495582108 KING PHARMACEUTICALS INC COM 53,643 1,456,774.00
Total Other Included Cusip Issuer Description Shares Market Value C$ Managers 496904103 KINGSWAY FINL SVCS INC COM 58,600 802,234.00 499040103 KNIGHT RIDDER INC COM 30,720 3,069,618.51 499063105 KNIGHT TRADING GROUP INC COM 4,545 34,393.00 499064103 KNIGHT TRANSN INC COM 1,962 65,091.00 500255104 KOHLS CORP COM 130,345 11,521,191.81 500472303 KONINKLIJKE PHILIPS ELECTRS NY REG SH NEW 6,443 170,617.00 500600101 KOPIN CORP COM 600 3,716.00 500634100 KOREA FD COM 46,000 1,006,470.97 500643200 KORN FERRY INTL COM NEW 2,500 29,542.00 50064W107 KOSAN BIOSCIENCES INC COM 3,700 35,481.00 50075N104 KRAFT FOODS INC CL A 147,185 9,052,124.06 501014104 KRISPY KREME DOUGHNUTS INC COM 935 49,882.00 501044101 KROGER CO COM 292,435 7,137,736.24 501049100 KROLL INC COM 1,600 48,228.00 501052104 KRONOS INC COM 5,900 344,777.65 501242101 KULICKE & SOFFA INDS INC COM 2,400 21,688.00 501803308 LCA-VISION INC COM PAR $.001 112 403 501940100 LNR PPTY CORP COM 800 44,740.00 502079106 LMI AEROSPACE INC COM 2,500 8,531.00 502161102 LSI LOGIC CORP COM 79,272 722,601.00 50216C108 LSI INDS INC COM 4,650 101,743.07 502392103 LTX CORP COM 100 953 502424104 L-3 COMMUNICATIONS HLDGS INC COM 65,400 4,640,053.18 50419U202 LA QUINTA CORP PAIRED CTF 5,550 38,579.00 505336107 LA Z BOY INC COM 1,400 53,037.00 50540R409 LABORATORY CORP AMER HLDGS COM NEW 241,300 8,859,221.20 505447102 LABRANCHE & CO INC COM 1,000 42,086.00 505754200 LADISH INC COM NEW 2,800 35,653.00 505862102 LAFARGE NORTH AMERICA INC COM 2,483 128,859.00 512807108 LAM RESEARCH CORP COM 4,100 69,954.00 512815101 LAMAR ADVERTISING CO CL A 53,600 2,849,390.94 513847103 LANCASTER COLONY CORP COM 800 49,391.00 514606102 LANCE INC COM 1,900 35,536.00 514936103 LANDAMERICA FINL GROUP INC COM 165 9,241.00 515098101 LANDSTAR SYS INC COM 700 64,538.00 517942108 LASALLE HOTEL PPTYS COM SH BEN INT 1,900 42,022.68 518415104 LATTICE SEMICONDUCTOR CORP COM 203,450 2,818,768.56 518439104 LAUDER ESTEE COS INC CL A 279,850 11,671,633.26 520776105 LAWSON PRODS INC COM 900 44,048.00 521050104 LAYNE CHRISTENSEN CO COM 2,100 27,204.16 521865105 LEAR CORP COM 1,500 78,864.00 522015106 LEARNING TREE INTL INC COM 400 8,657.00 523768109 LEE ENTERPRISES INC COM 800 42,364.00 524651106 LEGATO SYS INC COM 1,890 15,019.00 524660107 LEGGETT & PLATT INC COM 42,039 1,490,316.00 524901105 LEGG MASON INC COM 42,450 3,255,214.17 524908100 LEHMAN BROS HLDGS INC COM 188,167 15,841,333.24 526057104 LENNAR CORP COM 1,200 97,821.00 526107107 LENNOX INTL INC COM 4,450 88,228.00 527288104 LEUCADIA NATL CORP COM 1,050 61,890.00 52729N100 LEVEL 3 COMMUNICATIONS INC COM 12,600 97,537.00 52886P104 LEXAR MEDIA INC COM 1,450 14,363.00 528872104 LEXICON GENETICS INC COM 2,300 17,187.00 529043101 LEXINGTON CORP PPTYS TR COM 1,700 42,702.00 529771107 LEXMARK INTL NEW CL A 103,743 9,915,546.98 529898108 LIBBEY INC COM 400 16,430.00 530129105 LIBERATE TECHNOLOGIES COM 1,550 3,502.00 530154103 LIBERTE INVS INC DEL COM 5,500 37,449.00 530718105 LIBERTY MEDIA CORP NEW COM SER A 617,634 8,723,101.97 531172104 LIBERTY PPTY TR SH BEN INT 1,400 70,643.00 53215R100 LIFEPOINT INC COM 4,800 11,830.00 532192101 LIFELINE SYS INC COM 1,600 56,695.86 53219L109 LIFEPOINT HOSPITALS INC COM 650 30,735.00 53220K207 LIGAND PHARMACEUTICALS INC CL B 38,750 328,737.11 532226107 LIGHTBRIDGE INC COM 657 6,383.00 532257102 LIGHTPATH TECHNOLOGIES INC CL A 1,200 607 532457108 LILLY ELI & CO COM 464,076 46,554,942.02 532716107 LIMITED BRANDS INC COM 324,986 7,151,859.00 532791100 LINCARE HLDGS INC COM 2,500 124,883.00 533900106 LINCOLN ELEC HLDGS INC COM 1,200 43,887.00 534187109 LINCOLN NATL CORP IND COM 574,202 28,647,948.72 535555106 LINDSAY MFG CO COM 3,300 111,565.76 535678106 LINEAR TECHNOLOGY CORP COM 228,233 9,273,684.71 535679104 LINENS N THINGS INC COM 4,000 142,813.79 537008104 LITTELFUSE INC COM 5,100 135,840.68 539320101 LIZ CLAIBORNE INC COM 79,854 3,740,456.00 539830109 LOCKHEED MARTIN CORP COM 269,794 24,614,288.93 540211109 LODGENET ENTMT CORP COM 1,500 25,308.00 540424108 LOEWS CORP COM 40,904 2,873,018.00 542312103 LONE STAR TECHNOLOGIES INC COM 17,950 422,241.49 543162101 LONGS DRUG STORES CORP COM 900 29,489.00 543213102 LONGVIEW FIBRE CO COM 5,400 61,679.00 546347105 LOUISIANA PAC CORP COM 183,718 2,339,318.74 548661107 LOWES COS INC COM 479,717 28,419,676.00 549271104 LUBRIZOL CORP COM 993 47,847.00 549463107 LUCENT TECHNOLOGIES INC COM 911,065 1,813,553.38 55024L109 LUMENON INNOV LIGHTWAVE TECH COM 600 123 55027E102 LUMINEX CORP DEL COM 1,100 7,142.00 55068R202 LUXOTTICA GROUP S P A SPONSORED ADR 2,200 47,442.00 550819106 LYDALL INC DEL COM 1,550 27,793.00 551146103 LYNCH INTERACTIVE CORP COM 700 29,305.00
Total Other Included Cusip Issuer Description Shares Market Value C$ Managers 552078107 LYONDELL CHEMICAL CO COM 2,200 43,931.00 55261F104 M & T BK CORP COM 2,303 288,698.00 55262C100 MBIA INC COM 33,210 2,301,127.00 55262L100 MBNA CORP COM 410,926 12,347,445.62 552676108 M D C HLDGS INC COM 440 26,595.00 552690109 MDU RES GROUP INC COM 1,100 44,852.00 55269P302 MDS INC COM 936,500 20,603,000.00 552715104 MEMC ELECTR MATLS INC COM 3,700 44,249.00 55277P104 MGE ENERGY INC COM 1,550 65,554.00 552848103 MGIC INVT CORP WIS COM 78,681 5,133,612.00 552953101 MGM MIRAGE COM 20,950 1,091,202.11 55306N104 MKS INSTRUMENT INC COM 7,453 193,450.91 553409103 MPS GROUP INC COM 11,000 96,272.59 553477100 MRV COMMUNICATIONS INC COM 6,075 10,269.00 553530106 MSC INDL DIRECT INC CL A 28,100 787,964.75 554273102 MACDERMID INC COM 2,500 90,245.90 554382101 MACERICH CO COM 550 26,718.00 554489104 MACK CALI RLTY CORP COM 900 43,081.00 555904101 MACROVISION CORP COM 1,000 25,340.00 556100105 MACROMEDIA INC COM 1,700 28,602.00 556596104 MADISON BANCSHARES GROUP LTD COM 2,850 18,865.00 559181102 MAGMA DESIGN AUTOMATION COM 700 10,594.14 559211107 MAGNA ENTMT CORP CL A 37,624 366,458.00 559222401 MAGNA INTL INC CL A 1,846,154 162,590,773.00 55972F203 MAGNUM HUNTER RES INC COM PAR $0.002 5,375 50,524.00 561063108 MALAN RLTY INVS INC COM 850 5,438.00 562567107 MANDALAY RESORT GROUP COM 1,250 60,447.00 562750109 MANHATTAN ASSOCS INC COM 1,650 61,674.00 563771104 MANNATECH INC COM 3,000 7,630.00 564055101 MANOR CARE INC NEW COM 120,594 3,545,474.80 56418H100 MANPOWER INC COM 83,475 4,206,774.60 564563104 MANTECH INTL CORP CL A 1,700 51,215.54 564682102 MANUFACTURED HOME CMNTYS INC COM 2,300 107,662.26 565011103 MANUGISTICS GROUP INC COM 2,500 9,479.00 56501R106 MANULIFE FINL CORP COM 9,147,204 314,572,357.00 565849106 MARATHON OIL CORP COM 242,742 8,164,390.41 570535104 MARKEL CORP COM 550 178,556.56 571748102 MARSH & MCLENNAN COS INC COM 257,913 18,828,334.58 571834100 MARSHALL & ILSLEY CORP COM 163,517 7,072,932.00 571903202 MARRIOTT INTL INC NEW CL A 53,041 2,754,321.00 572901106 MARTEK BIOSCIENCES CORP COM 900 35,773.00 573284106 MARTIN MARIETTA MATLS INC COM 1,000 48,437.00 57383M108 MARVEL ENTERPRISES INC COM 3,800 53,909.00 574599106 MASCO CORP COM 332,808 11,067,472.00 575384102 MASONITE INTL CORP COM 1,811,611 48,225,085.00 576206106 MASSEY ENERGY CORP COM 3,124 47,971.00 576323109 MASTEC INC COM 6,375 29,710.00 576674105 MATERIAL SCIENCES CORP COM 3,400 69,504.88 57685P304 MATRIXONE INC COM 45,129 306,598.80 577081102 MATTEL INC COM 97,382 2,946,121.00 577128101 MATTHEWS INTL CORP CL A 8,700 306,923.60 577729205 MAXTOR CORP COM NEW 5,600 44,765.00 57772K101 MAXIM INTEGRATED PRODS INC COM 297,663 15,537,003.11 577776107 MAXYGEN INC COM 1,100 13,242.00 577778103 MAY DEPT STORES CO COM 68,042 2,470,189.76 577933104 MAXIMUS INC COM 5,600 230,903.57 578592107 MAYTAG CORP COM 98,424 4,431,478.00 579489105 MCCLATCHY CO CL A 750 67,217.00 579780206 MCCORMICK & CO INC COM NON VTG 3,570 130,845.60 580031201 MCDATA CORP CL A 1,691 18,967.00 580037109 MCDERMOTT INTL INC COM 9,603 66,448.00 580135101 MCDONALDS CORP COM 349,646 8,881,591.08 580645109 MCGRAW HILL COS INC COM 304,742 29,099,249.06 58155Q103 MCKESSON CORP COM 95,327 4,070,660.01 582266706 MCLEODUSA INC CL A 58 77 583334107 MEADWESTVACO CORP COM 43,285 1,689,714.58 583538103 MECHANICAL TECHNOLOGY INC COM 1,250 3,298.00 583916101 MEDAREX INC COM 9,400 58,658.00 583928106 MEDALLION FINL CORP COM 650 4,005.00 584404107 MEDIA GEN INC CL A 650 61,561.00 58446K105 MEDIACOM COMMUNICATIONS CORP CL A 3,950 54,976.00 58463F104 MEDICAL STAFFING NETWK HLDGS COM 650 16,430.00 584688105 MEDICINES CO COM 297,450 7,527,982.45 584690309 MEDICIS PHARMACEUTICAL CORP CL A NEW 7,250 568,898.33 584699102 MEDIMMUNE INC COM 667,132 28,635,425.36 584949101 MEDQUIST INC COM 600 19,204.00 58500P107 MEDIS TECHNOLOGIES LTD COM 4,000 31,596.00 585055106 MEDTRONIC INC COM 538,344 38,781,786.62 58551A108 MELLON FINL CORP COM 926,125 38,193,791.05 586002107 MEMBERWORKS INC COM 1,300 36,926.00 587118100 MENS WEARHOUSE INC COM 2,100 56,897.00 587188103 MENTOR CORP MINN COM 700 42,576.00 587200106 MENTOR GRAPHICS CORP COM 1,050 13,038.00 587405101 MERCANTILE BANKSHARES CORP COM 2,100 128,025.45 589331107 MERCK & CO INC COM 870,326 77,835,524.29 589378108 MERCURY COMPUTER SYS COM 1,050 50,626.00 589400100 MERCURY GENL CORP NEW COM 22,950 1,362,516.45 589405109 MERCURY INTERACTIVE CORP COM 170,791 8,000,035.74 589433101 MEREDITH CORP COM 79,097 5,137,006.16 589584101 MERIDIAN BIOSCIENCE INC COM 2,800 30,433.00 58977Q109 MERIDIAN RESOURCE CORP COM 22,680 32,250.96
Total Other Included Cusip Issuer Description Shares Market Value C$ Managers 58984Y103 MERISTAR HOSPITALITY CORP COM 3,550 37,015.00 589975101 MERIDIAN GOLD INC COM 2,236,756 62,243,708.00 590188108 MERRILL LYNCH & CO INC COM 561,983 33,693,445.31 59139P104 METASOLV INC COM 2,200 4,762.00 59151K108 METHANEX CORP COM 1,568,495 20,860,982.00 591520200 METHODE ELECTRS INC CL A 6,100 105,715.48 59156R108 METLIFE INC COM 200,975 8,585,229.00 591598107 METRIS COS INC COM 6,150 23,998.00 591610100 METRO GOLDWYN MAYER INC COM 4,650 95,499.00 59163F105 METRO ONE TELECOMMUNICATIONS COM 153,864 1,567,631.00 594087108 MICHAELS STORES INC COM 1,714 84,754.00 594793101 MICREL INC COM 2,900 41,141.00 594918104 MICROSOFT CORP COM 2,963,682 241,985,896.17 594960106 MICROVISION INC WASH COM 550 4,623.00 594972408 MICROSTRATEGY INC CL A NEW 1,510 36,021.00 595017104 MICROCHIP TECHNOLOGY INC COM 122,212 4,720,574.04 595094103 MICROMUSE INC COM 1,300 7,845.00 595112103 MICRON TECHNOLOGY INC COM 136,214 2,095,964.00 59523C107 MID ATLANTIC MED SVCS INC COM 1,700 87,016.00 595635103 MIDCAP SPDR TR UNIT SER 1 469 58,274.00 597486109 MIDLAND CO COM 1,450 43,524.00 597911106 MIDWEST EXPRESS HLDGS INC COM 3,300 27,891.37 598148104 MIDWAY GAMES INC COM 8,700 57,313.56 599902103 MILLENNIUM PHARMACEUTICALS I COM 139,684 1,752,142.28 599903101 MILLENNIUM CHEMICALS INC COM 1,150 17,296.00 600544100 MILLER HERMAN INC COM 8,200 238,360.75 601073109 MILLIPORE CORP COM 21,585 1,159,402.00 601148109 MILLS CORP COM 1,200 55,622.00 602720104 MINE SAFETY APPLIANCES CO COM 1,050 53,496.00 603158106 MINERALS TECHNOLOGIES INC COM 4,650 316,982.50 604567107 MIPS TECHNOLOGIES INC CL A 9,200 44,039.00 60466E100 MIRAMAR MINING CORP COM 150,000 303,000.00 604675108 MIRANT CORP COM 99,537 297,200.00 605203108 MISSION WEST PPTYS INC COM 800 12,512.00 607828100 MODINE MFG CO COM 50 1,397.00 608190104 MOHAWK INDS INC COM 1,492 134,235.00 60851C107 MOLECULAR DEVICES CORP COM 1,200 31,223.00 608554101 MOLEX INC COM 70,545 2,567,745.00 608554200 MOLEX INC CL A 35,000 1,099,777.77 60886R103 MONACO COACH CORP COM 1,975 51,638.00 609200100 MONDAVI ROBERT CORP CL A 850 41,628.00 610236101 MONRO MUFFLER BRAKE INC COM 2,300 61,407.00 61166W101 MONSANTO CO NEW COM 56,562 1,720,119.00 615337102 MONY GROUP INC COM 850 32,147.00 615369105 MOODYS CORP COM 100,476 6,554,059.10 615785102 MOORE LTD COM 1,614,351 23,208,256.00 617446448 MORGAN STANLEY COM NEW 407,390 25,692,348.17 61745C105 MORGAN STANLEY INDIA INVS FD COM 47,536 746,459.11 619903107 MOTHERS WK INC COM 1,100 61,222.00 620076109 MOTOROLA INC COM 1,597,536 21,830,982.11 624756102 MUELLER INDS INC COM 1,450 62,422.00 625367107 MULTEX COM INC COM 2,150 14,266.00 626717102 MURPHY OIL CORP COM 2,100 142,159.00 62852P103 MYKROLIS CORP COM 9,523 109,824.03 628530107 MYLAN LABS INC COM 46,150 2,544,481.88 62855J104 MYRIAD GENETICS INC COM 1,050 24,218.00 628782104 NBTY INC COM 1,100 30,550.00 62886E108 NCR CORP NEW COM 22,652 849,552.00 629156407 NL INDS INC COM NEW 900 24,171.00 629248105 NMS COMMUNICATIONS CORP COM 300 910 629337106 NN INC COM 1,500 23,673.30 62936P103 NPS PHARMACEUTICALS INC COM 241,900 9,618,806.84 62942M201 NTT DOCOMO INC SPONS ADR 1,072 30,904.00 62944T105 NVR INC COM 300 154,268.00 629519109 NABI BIOPHARMACEUTICALS COM 4,300 42,118.00 631100104 NASDAQ 100 TR UNIT SER 1 4,535 174,883.00 631158102 NASH FINCH CO COM 1,050 12,822.00 635405103 NATIONAL CITY CORP COM 339,637 14,658,785.82 63545P104 NATIONAL COMMERCE FINL CORP COM 8,017 302,067.00 636180101 NATIONAL FUEL GAS CO N J COM 1,800 58,949.00 636274102 NATIONAL GRID TRANSCO PLC SPONSORED ADR 24,225 1,407,981.00 636380107 NATIONAL HOME HEALTH CARE CO COM 2,642 41,734.00 636518102 NATIONAL INSTRS CORP COM 1,350 69,293.00 637071101 NATIONAL-OILWELL INC COM 12,388 427,421.89 637229105 NATIONAL PROCESSING INC COM 1,750 44,373.00 637640103 NATIONAL SEMICONDUCTOR CORP COM 276,920 6,566,550.54 638522102 NATIONAL WESTN LIFE INS CO CL A 150 22,749.00 638612101 NATIONWIDE FINL SVCS INC CL A 120,300 5,444,931.13 638620104 NATIONWIDE HEALTH PPTYS INC COM 1,600 37,738.00 639089101 NAUTICA ENTERPRISES INC COM 1,400 24,572.00 63910B102 NAUTILUS GROUP INC COM 600 12,664.00 63934E108 NAVISTAR INTL CORP NEW COM 13,268 509,558.00 639480102 NDCHEALTH CORP COM 1,100 34,582.00 640204202 NEIMAN MARCUS GROUP INC CL A 4,700 225,647.48 640520300 NEORX CORP COM PAR $0.02 123,600 83,963.21 640919106 NEOPHARM INC COM 660 10,573.00 640938106 NETWORKS ASSOCS INC COM 182,800 4,646,589.88 64110P107 NETEGRITY INC COM 14,800 76,058.27 64114R109 NETRO CORP COM 3,550 15,311.00 64115P102 NETIQ CORP COM 2,100 40,972.42 64120L104 NETWORK APPLIANCE INC COM 173,055 2,733,927.20
Total Other Included Cusip Issuer Description Shares Market Value C$ Managers 641234109 NEUBERGER BERMAN INC COM 1,825 96,556.00 64125C109 NEUROCRINE BIOSCIENCES INC COM 165,600 11,945,335.59 643872104 NEW ENGLAND BUSINESS SVC INC COM 4,800 185,024.33 644383101 NEW FOCUS INC COM 7,900 47,925.00 644398109 NEW FRONTIER MEDIA INC COM 2,200 3,476.00 645526104 NEW HORIZONS WORLDWIDE INC COM 3,500 21,841.00 648053106 NEW PLAN EXCEL RLTY TR INC COM 1,630 49,158.00 649080504 NEW VY CORP COM PAR $.01 1 7 649445103 NEW YORK CMNTY BANCORP INC COM 1,788 81,577.00 650111107 NEW YORK TIMES CO CL A 332,390 24,014,500.89 651229106 NEWELL RUBBERMAID INC COM 59,408 2,846,561.00 651290108 NEWFIELD EXPL CO COM 13,800 785,935.27 651639106 NEWMONT MINING CORP COM 359,919 16,506,476.61 651718504 NEWPARK RES INC COM PAR $.01NEW 3,300 22,678.00 651824104 NEWPORT CORP COM 3,800 75,401.26 65332V103 NEXTEL COMMUNICATIONS INC CL A 535,575 9,772,483.40 65333F107 NEXTEL PARTNERS INC CL A 2,500 23,974.00 65333U104 NEXT LEVEL COMM INC COM 3,350 4,287.00 65334H102 NEXEN INC COM 1,013,966 34,728,336.00 654086107 NICOR INC COM 10,174 546,962.00 654106103 NIKE INC CL B 59,175 4,157,273.00 65440K106 99 CENTS ONLY STORES COM 1,570 66,621.00 65473P105 NISOURCE INC COM 50,079 1,582,300.00 654902204 NOKIA CORP SPONSORED ADR 20,945 512,840.00 655044105 NOBLE ENERGY INC COM 5,400 320,335.81 655286102 NOLAND CO COM 600 28,702.00 655422103 NORANDA INC COM 20,306 288,548.26 655663102 NORDSON CORP COM 59,950 2,351,624.39 655664100 NORDSTROM INC COM 99,171 2,972,044.00 655844108 NORFOLK SOUTHERN CORP COM 183,526 5,795,802.06 656531605 NORSK HYDRO A S SPONSORED ADR 5,940 416,745.00 656557105 NORTEK HOLDINGS INC COM 900 65,048.00 656568102 NORTEL NETWORKS CORP NEW COM 61,058,242 155,257,890.25 659424105 NORTH FORK BANCORPORATION NY COM 126,366 6,735,634.00 66304M105 NORTH VALLEY BANCORP COM 900 25,637.00 664397106 NORTHEAST UTILS COM 3,550 85,078.00 665859104 NORTHERN TR CORP COM 97,597 5,404,146.78 666807102 NORTHROP GRUMMAN CORP COM 116,736 17,888,729.62 667280101 NORTHWEST AIRLS CORP CL A 1,450 16,814.00 667328108 NORTHWEST BANCORP INC PA COM 1,400 32,711.00 667655104 NORTHWEST NAT GAS CO COM 550 23,512.00 66977W109 NOVA CHEMICALS CORP COM 450,000 13,000,500.00 66987M604 NOVATEL WIRELESS INC COM NEW 76 116 66987V109 NOVARTIS A G SPONSORED ADR 3,000 174,056.00 669947400 NOVASTAR FINL INC COM 1,650 80,885.00 669967101 NUANCE COMMUNICATIONS INC COM 1,500 5,877.00 670006105 NOVELL INC COM 66,316 349,919.00 670008101 NOVELLUS SYS INC COM 144,747 6,421,093.81 670009109 NOVEN PHARMACEUTICALS INC COM 68,900 1,004,669.07 67010C100 NOVOSTE CORP COM 500 5,703.00 67018T105 NU SKIN ENTERPRISES INC CL A 4,250 80,369.00 67019E107 NSTAR COM 396,400 27,801,977.00 670346105 NUCOR CORP COM 101,052 6,593,224.80 670509108 NUEVO ENERGY CO COM 350 6,138.00 67066G104 NVIDIA CORP COM 33,442 608,094.00 670712108 NYFIX INC COM 300 2,133.00 670823103 O CHARLEYS INC COM 2,800 90,813.22 670837103 OGE ENERGY CORP COM 1,800 50,048.00 670872100 OM GROUP INC COM 450 4,891.00 671040103 OSI PHARMACEUTICALS INC COM 53,350 1,382,230.18 673662102 OAKLEY INC COM 1,500 24,337.00 674599105 OCCIDENTAL PETE CORP DEL COM 265,678 11,941,009.00 67481E106 OCEAN ENERGY INC DEL COM 244,850 7,724,676.44 675234108 OCEANFIRST FINL CORP COM 1,500 53,200.00 67611V101 ODYSSEY HEALTHCARE INC COM 450 24,669.00 67612W108 ODYSSEY RE HLDGS CORP COM 950 26,564.00 676220106 OFFICE DEPOT INC COM 173,823 4,053,182.04 676255102 OFFSHORE LOGISTICS INC COM 1,650 57,138.00 677240103 OHIO CAS CORP COM 11,700 239,363.37 678002106 OIL SVC HOLDRS TR DEPOSTRY RCPT 19,100 1,728,980.51 680033107 OLD NATL BANCORP IND COM 661 25,375.00 680223104 OLD REP INTL CORP COM 2,100 92,892.00 680665205 OLIN CORP COM PAR $1 1,100 27,023.00 681904108 OMNICARE INC COM 468,300 17,629,918.75 681919106 OMNICOM GROUP INC COM 94,744 9,669,051.80 681936100 OMEGA HEALTHCARE INVS INC COM 5,800 34,269.00 682092101 OMEGA FINL CORP COM 600 33,982.00 682159108 ON ASSIGNMENT INC COM 300 4,038.00 682505102 ONEIDA LTD COM 3,000 52,276.00 682680103 ONEOK INC NEW COM 1,472 44,649.00 683399109 ONYX PHARMACEUTICALS INC COM 8,601 78,945.47 683715106 OPEN TEXT CORP COM 402,437 14,744,393.00 683718100 OPENWAVE SYS INC COM 8,955 28,294.00 68375Q106 OPLINK COMMUNICATIONS INC COM 13,100 16,349.00 683827208 OPTICAL CABLE CORP COM NEW 81 302 68389X105 ORACLE CORP COM 3,311,826 56,444,699.17 68554V108 ORASURE TECHNOLOGIES INC COM 1,500 12,915.00 685564106 ORBITAL SCIENCES CORP COM 22,600 150,668.69 68571P100 ORCHID BIOSCIENCES INC COM 4,150 3,344.00 685932105 OREGON TRAIL FINL CORP COM 750 24,645.00 686091109 O REILLY AUTOMOTIVE INC COM 67,500 2,696,837.37
Total Other Included Cusip Issuer Description Shares Market Value C$ Managers 68750P103 ORTHODONTIC CTRS AMER INC COM 4,100 70,666.12 688239201 OSHKOSH TRUCK CORP COM 300 29,147.00 689648103 OTTER TAIL CORP COM 850 36,122.00 689899102 OUTBACK STEAKHOUSE INC COM 16,150 878,694.37 690113105 OUTLOOK GROUP CORP COM 4,250 40,822.00 690368105 OVERSEAS SHIPHOLDING GROUP I COM 1,100 31,106.00 69039R100 OVERTURE SVCS INC COM 35,200 1,518,681.23 690768403 OWENS ILL INC COM NEW 2,700 62,191.00 691471106 OXFORD HEALTH PLANS INC COM 43,450 2,502,012.85 69325Q105 PC-TEL INC COM 2,200 23,564.00 693262206 P-COM INC COM NEW 390 117 69329T105 PDS GAMING CORP COM 4,650 8,228.00 69329V100 PDI INC COM 3,800 64,781.00 69331C108 PG&E CORP COM 85,048 1,867,592.00 69333Y108 P F CHANGS CHINA BISTRO INC COM 6,500 372,753.44 693419202 PMA CAP CORP CL A 1,150 26,034.00 69344F106 PMC-SIERRA INC COM 38,214 335,661.00 69344M101 PMI GROUP INC COM 37,300 1,770,153.53 693475105 PNC FINL SVCS GROUP INC COM 83,045 5,497,059.40 69349H107 PNM RES INC COM 900 33,868.00 693506107 PPG INDS INC COM 39,089 3,096,910.00 69351T106 PPL CORP COM 34,423 1,885,953.00 69366A100 PSS WORLD MED INC COM 5,050 54,570.00 693718108 PACCAR INC COM 25,147 1,832,622.00 69373H106 PACER INTL INC TENN COM 4,000 84,045.36 69404P101 PACIFIC CAP BANCORP NEW COM 1,000 40,206.00 694166109 PACIFIC CREST CAP INC COM 1,000 24,961.00 694873100 PACIFIC SUNWEAR CALIF INC COM 3,075 85,936.00 694915208 PACIFIC RIM MNG CORP COM NEW 460,000 372,600.00 695112102 PACIFICARE HEALTH SYS DEL COM 550 24,416.00 695156109 PACKAGING CORP AMER COM 2,050 59,072.00 695210104 PACKETEER INC COM 5,900 63,941.03 695257105 PACTIV CORP COM 93,827 3,240,264.21 696429307 PALL CORP COM 27,623 727,897.32 696642206 PALM INC COM NEW 1,920 47,622.00 697900108 PAN AMERICAN SILVER CORP COM 552,188 6,780,869.00 697933109 PANAMSAT CORP NEW COM 3,600 83,262.00 69806L104 PAN PACIFIC RETAIL PPTYS INC COM 500 28,855.00 69840W108 PANERA BREAD CO CL A 700 38,495.00 698657103 PANTRY INC COM 700 4,435.00 698813102 PAPA JOHNS INTL INC COM 1,050 46,247.00 698884103 PAR TECHNOLOGY CORP COM 3,000 32,702.00 69900R106 PARADIGM GENETICS INC COM 650 299 69911G107 PARADYNE NETWORKS INC COM 5,033 10,177.00 699173100 PARAMETRIC TECHNOLOGY CORP COM 52,454 208,825.00 699462107 PAREXEL INTL CORP COM 2,850 49,482.00 700658107 PARK NATL CORP COM 300 46,825.00 700666100 PARK OHIO HLDGS CORP COM 2,150 14,130.00 700690100 PARK PL ENTMT CORP COM 8,050 106,826.00 701094104 PARKER HANNIFIN CORP COM 26,065 1,899,522.00 701354102 PARKERVISION INC COM 1,800 23,204.00 70159Q104 PARKWAY PPTYS INC COM 2,400 133,006.52 703224105 PATINA OIL & GAS CORP COM 1,200 60,001.00 70322A101 PATHMARK STORES INC NEW COM 1,300 10,412.00 703412106 PATTERSON DENTAL CO COM 45,809 3,165,422.88 703481101 PATTERSON UTI ENERGY INC COM 1,950 92,942.00 704227107 PAXAR CORP COM 9,800 228,360.09 704231109 PAXSON COMMUNICATIONS CORP COM 113,100 368,071.28 704326107 PAYCHEX INC COM 156,887 6,915,026.48 704379106 PAYLESS SHOESOURCE INC COM 54,350 4,419,323.52 704549104 PEABODY ENERGY CORP COM 1,579 72,915.00 705221109 PECO II INC COM 8,100 8,189.72 705324101 PEDIATRIX MED GROUP COM 450 28,479.00 705904100 PEGASUS COMMUNICATIONS CORP CL A 1,600 3,311.00 706902103 PENGROWTH ENERGY TR COM 254,940 3,717,973.00 707247102 PENN-AMER GROUP INC COM 2,325 33,241.00 708160106 PENNEY J C INC COM 58,895 2,140,909.07 708352109 PENNROCK FINL SVCS CORP COM 1,000 43,840.00 709631105 PENTAIR INC COM 950 51,853.00 710198102 PEOPLES BK BRIDGEPORT CONN COM 1,000 39,716.00 711030106 PEOPLES ENERGY CORP COM 6,821 416,486.00 712713106 PEOPLESOFT INC COM 109,226 3,157,765.13 713291102 PEPCO HOLDINGS INC COM 675,229 20,686,431.00 713409100 PEPSI BOTTLING GROUP INC COM 219,050 8,893,640.00 71343P200 PEPSIAMERICAS INC COM 3,300 70,015.00 713448108 PEPSICO INC COM 1,405,730 93,652,167.91 713755106 PERFORMANCE FOOD GROUP CO COM 10,300 552,579.22 713831105 PERICOM SEMICONDUCTOR CORP COM 1,450 19,036.00 714046109 PERKINELMER INC COM 29,857 389,138.00 714265105 PEROT SYS CORP CL A 144,200 2,442,092.75 714290103 PERRIGO CO COM 2,250 43,188.00 716016209 PETCO ANIMAL SUPPLIES COM NEW 650 24,069.00 71644E102 PETRO-CDA COM 360,145 17,609,346.00 716768106 PETSMART INC COM 3,285 88,899.00 716933106 PHARMACYCLICS INC COM 600 3,384.00 717081103 PFIZER INC COM 4,285,445 206,962,934.95 717124101 PHARMACEUTICAL PROD DEV INC COM 800 36,993.00 717125108 PHARMACEUTICAL RES INC COM 1,650 77,679.00 71713B104 PHARMACOPEIA INC COM 1,000 14,092.00 71713U102 PHARMACIA CORP COM 1,099,902 72,632,805.00 717265102 PHELPS DODGE CORP COM 19,578 978,915.00
Total Other Included Cusip Issuer Description Shares Market Value C$ Managers 718009608 PHILADELPHIA SUBN CORP COM PAR $0.50 1,374 44,715.00 71902E109 PHOENIX COS INC NEW COM 1,350 16,209.00 719153108 PHOENIX TECHNOLOGY LTD COM 650 5,925.00 719364101 PHOTON DYNAMICS INC COM 1,000 36,020.00 719405102 PHOTRONICS INC COM 21,000 454,508.46 720186105 PIEDMONT NAT GAS INC COM 600 33,508.00 720279108 PIER 1 IMPORTS INC COM 1,932 57,778.00 723481107 PINNACLE SYS INC COM 1,400 30,102.00 723484101 PINNACLE WEST CAP CORP COM 19,441 1,047,005.00 723787107 PIONEER NAT RES CO COM 2,550 101,720.00 724479100 PITNEY BOWES INC COM 148,968 7,686,020.04 725701106 PITTSTON CO COM BRINKS GRP 1,250 36,493.00 725811103 PIXAR COM 1,170 97,943.00 72581R106 PIVOTAL CORP COM 145 163 725906101 PLACER DOME INC COM 6,148,807 111,554,586.00 726503105 PLAINS ALL AMERN PIPELINE L UNIT LTD PARTN 550 21,201.00 726505100 PLAINS EXPL & PRODTN CO L P COM 400 6,161.00 726540503 PLAINS RES INC COM PAR $0.10 400 7,488.00 727493108 PLANTRONICS INC NEW COM 1,600 38,244.00 72813P100 PLAYTEX PRODS INC COM 361,800 5,647,127.81 729132100 PLEXUS CORP COM 10,100 140,093.92 72919P103 PLUG POWER INC COM 1,750 12,413.00 729251108 PLUM CREEK TIMBER CO INC COM 40,513 1,510,461.00 730448107 POGO PRODUCING CO COM 800 47,078.00 731068102 POLARIS INDS INC COM 600 55,546.00 731572103 POLO RALPH LAUREN CORP CL A 2,100 72,191.00 73172K104 POLYCOM INC COM 1,500 22,560.00 73179P106 POLYONE CORP COM 500 3,096.00 731822102 POMEROY COMPUTER RES COM 1,100 20,332.00 732827100 POPE & TALBOT INC COM 1,488 33,517.00 733174106 POPULAR INC COM 2,500 133,493.00 736126103 PORTAL SOFTWARE INC COM 2,700 3,447.00 737464107 POST PPTYS INC COM 600 22,654.00 73755L107 POTASH CORP SASK INC COM 1,050,731 105,386,986.46 737628107 POTLATCH CORP COM 250 9,431.12 739276103 POWER INTEGRATIONS INC COM 2,550 68,484.00 739308104 POWER-ONE INC COM 18,306 163,976.00 739363109 POWERWAVE TECHNOLOGIES INC COM 2,250 19,195.00 739419109 PRACTICEWORKS INC COM 90 1,123.00 739421105 PRAECIS PHARMACEUTICALS INC COM 3,700 18,997.00 74005P104 PRAXAIR INC COM 119,561 10,911,766.00 740065107 PRE PAID LEGAL SVCS INC COM 300 12,417.00 740189105 PRECISION CASTPARTS CORP COM 1,050 40,226.00 74022D100 PRECISION DRILLING CORP COM 892,056 45,450,259.00 74045Q104 PREMCOR INC COM 750 26,339.00 740706106 PRENTISS PPTYS TR SH BEN INT 1,850 82,652.00 740884101 PRESIDENTIAL LIFE CORP COM 1,400 21,962.00 741437305 PRICE COMMUNICATIONS CORP COM NEW 800 17,479.00 74144T108 PRICE T ROWE GROUP INC COM 1,460,031 62,898,794.00 741503106 PRICELINE COM INC COM 1,250 3,160.00 74153Q102 PRIDE INTL INC DEL COM 2,550 60,025.00 74157K101 PRIMEDIA INC COM 8,656 28,170.00 741917108 PRIME HOSPITALITY CORP COM 3,000 38,626.00 74251V102 PRINCIPAL FINANCIAL GROUP IN COM 177,882 8,467,080.21 74264T102 PRIORITY HEALTHCARE CORP CL B 700 25,656.00 742674104 PROBUSINESS SERVICES INC COM 1,250 19,748.00 742718109 PROCTER & GAMBLE CO COM 607,219 82,416,119.63 743187106 PROGENICS PHARMACEUTICALS IN COM 36,600 385,085.73 743263105 PROGRESS ENERGY INC COM 51,943 3,557,290.00 743312100 PROGRESS SOFTWARE CORP COM 5,600 114,567.53 743315103 PROGRESSIVE CORP OHIO COM 122,536 9,607,510.60 743410102 PROLOGIS SH BEN INT 2,779 110,415.00 743674103 PROTECTIVE LIFE CORP COM 138,100 6,004,049.06 74369L103 PROTEIN DESIGN LABS INC COM 80,700 1,083,663.70 74371K101 PROTON ENERGY SYS INC COM 1,750 8,294.00 743859100 PROVIDENT BANKSHARES CORP COM 4,400 160,647.33 743866105 PROVIDENT FINL GROUP INC COM 800 32,898.00 743977100 PROVINCE HEALTHCARE CO COM 194,750 2,993,591.08 74406A102 PROVIDIAN FINL CORP COM 230,737 2,365,730.00 744283102 PROXIM CORP CL A 850 1,168.00 744290305 PROXYMED PHARMACY INC COM NEW 1,680 27,708.00 744320102 PRUDENTIAL FINL INC COM 445,412 22,334,261.41 744573106 PUBLIC SVC ENTERPRISE GROUP COM 48,053 2,436,849.00 74460D109 PUBLIC STORAGE INC COM 1,850 94,430.00 744627100 PUBLICARD INC COM 7,450 1,765.00 745310102 PUGET ENERGY INC NEW COM 2,415 84,126.00 745867101 PULTE HOMES INC COM 15,212 1,150,411.00 745887109 PUMATECH INC COM 4,550 5,104.00 746927102 QLT INC COM 3,190,287 42,736,498.00 74726X105 QRS CORP COM 800 8,341.00 747277101 QLOGIC CORP COM 132,326 7,214,270.46 74731K106 QUAKER CITY BANCORP INC COM 1,000 52,023.00 747525103 QUALCOMM INC COM 566,616 32,574,167.46 747582104 QUALITY SYS INC COM 2,000 63,508.00 74762E102 QUANTA SVCS INC COM 1,100 6,082.00 74765E109 QUANTUM FUEL SYS TECH WORLDW COM 100 371 747906204 QUANTUM CORP COM DSSG 2,069 8,727.00 748203106 QUEBECOR WORLD INC COM NON-VTG 2,807,723 98,237,951.00 74834L100 QUEST DIAGNOSTICS INC COM 252,884 22,731,913.62 74834T103 QUEST SOFTWARE INC COM 3,750 61,078.70 748356102 QUESTAR CORP COM 1,800 79,110.00
Total Other Included Cusip Issuer Description Shares Market Value C$ Managers 74837R104 QUICKSILVER RESOURCES INC COM 850 30,120.00 748767100 QUINTILES TRANSNATIONAL CORP COM 27,110 518,225.00 749117206 QUOTESMITH COM INC COM NEW 1,966 12,983.00 749121109 QWEST COMMUNICATIONS INTL IN COM 810,813 6,404,625.90 749361101 RCN CORP COM 2,600 2,177.00 74955W307 R H DONNELLEY CORP COM NEW 700 32,413.00 749651105 R O C TAIWAN FD SH BEN INT 102,200 653,895.02 749685103 RPM INTL INC COM 2,915 70,366.00 749719100 RSA SEC INC COM 3,650 34,540.00 749941100 RF MICRODEVICES INC COM 4,650 53,847.00 750236101 RADIAN GROUP INC COM 39,400 2,312,369.09 75040P108 RADIO ONE INC CL A 2,100 48,503.00 750438103 RADIOSHACK CORP COM 174,885 5,177,557.19 75086X106 RAINDANCE COMM COM 2,250 11,481.00 750875106 RAINMAKER SYSTEMS COM 4,300 6,793.00 750917106 RAMBUS INC DEL COM 2,900 30,741.00 75281A109 RANGE RES CORP COM 3,750 31,991.00 75409P202 RATIONAL SOFTWARE CORP COM NEW 130,386 2,140,177.00 754730109 RAYMOND JAMES FINANCIAL INC COM 1,050 49,067.00 754907103 RAYONIER INC COM 700 50,040.00 755081106 RAYOVAC CORP COM 900 18,953.00 755111507 RAYTHEON CO COM NEW 259,654 12,613,704.88 755267101 READERS DIGEST ASSN INC CL A NON VTG 2,750 65,601.00 75605L104 REALNETWORKS INC COM 2,700 16,251.00 756109104 REALTY INCOME CORP COM 900 49,764.00 75621K106 RECKSON ASSOCS RLTY CORP COM 800 26,604.00 75621K304 RECKSON ASSOCS RLTY CORP CL B 1,317 46,605.36 756577102 RED HAT INC COM 3,350 31,278.00 75689M101 RED ROBIN GOURMET BURGERS IN COM 900 18,113.99 757209101 REDBACK NETWORKS INC COM 5,900 7,830.00 758110100 REEBOK INTL LTD COM 12,432 577,420.00 758766109 REGAL ENTMT GROUP CL A 44,350 1,500,774.18 758849103 REGENCY CTRS CORP COM 900 46,067.00 758865109 REGENT COMMUNICATIONS INC DE COM 5,150 48,084.00 75886F107 REGENERON PHARMACEUTICALS COM 68,100 1,991,386.62 758932107 REGIS CORP MINN COM 550 22,583.00 758940100 REGIONS FINL CORP COM 169,176 8,915,957.00 75914G101 REGISTER COM INC COM 800 5,687.28 759351109 REINSURANCE GROUP AMER INC COM 800 34,225.00 759509102 RELIANCE STEEL & ALUMINUM CO COM 2,100 69,137.94 75952B105 RELIANT RES INC COM 3,084 15,591.00 759543101 REMEC INC COM 2,000 12,259.00 75968L105 RENAISSANCE LEARNING INC COM 3,100 92,560.91 759930100 RENAL CARE GROUP INC COM 867,645 43,158,971.76 76009N100 RENT A CTR INC NEW COM 64,850 5,117,379.64 76009U104 RENT WAY INC COM 7,400 40,917.00 76026T205 REPSOL YPF S A SPONSORED ADR 900 18,597.00 760282103 REPUBLIC BANCORP INC COM 1,464 27,222.00 760759100 REPUBLIC SVCS INC COM 5,050 167,379.00 760975102 RESEARCH IN MOTION LTD COM 1,228,397 25,366,407.00 761152107 RESMED INC COM 600 28,977.00 761195205 RESOURCE AMERICA INC CL A 2,000 28,471.00 76122Q105 RESOURCES CONNECTION INC COM 5,300 194,335.94 761230101 RESPIRONICS INC COM 700 33,653.00 76128Q109 RETEK INC COM 1,309 5,625.00 76132M102 REUTERS GROUP PLC SPONSORED ADR 85 2,310.00 761525500 REVLON INC CL A 1,000 4,834.00 761624105 REX STORES CORP COM 1,350 21,775.00 761684109 REXHALL INDS INC COM 3,900 21,570.00 761695105 REYNOLDS & REYNOLDS CO CL A 1,150 46,273.00 76182K105 REYNOLDS R J TOB HLDGS INC COM 17,094 1,137,188.00 766573109 RIGHT MGMT CONSULTANTS INC COM 3,036 63,551.00 767744105 RITCHIE BROS AUCTIONEERS COM 303,970 15,515,813.31 767754104 RITE AID CORP COM 16,300 63,089.00 769320102 RIVERSTONE NETWORKS INC COM 9,872 33,063.41 769742107 ROADWAY CORP COM 500 29,076.00 770323103 ROBERT HALF INTL INC COM 162,317 4,131,064.09 773903109 ROCKWELL AUTOMATION INC COM 141,003 4,613,298.53 774341101 ROCKWELL COLLINS INC COM 251,809 9,253,022.56 775109200 ROGERS COMMUNICATIONS INC CL B 5,209,109 76,382,179.02 775371107 ROHM & HAAS CO COM 57,891 2,970,413.00 775711104 ROLLINS INC COM 50 2,010.00 776696106 ROPER INDS INC NEW COM 113,700 6,574,211.84 778162107 ROSLYN BANCORP INC COM 1,575 44,862.00 778296103 ROSS STORES INC COM 44,600 2,986,760.82 779273101 ROUSE CO COM 1,370 68,609.59 779382100 ROWAN COS INC COM 20,293 727,738.00 779528108 ROWE COS COM 7,400 20,575.00 779915107 ROYAL GROUP TECHNOLOGIES LTD SUB VTG SH 130,700 1,987,947.00 780008108 ROXIO INC COM 89 671 78004V202 ROYAL & SUN ALLIANCE INS SPON ADR NEW 3,000 45,072.00 780087102 ROYAL BK CDA MONTREAL QUE COM 8,835,457 1,515,555,628.50 780257804 ROYAL DUTCH PETE CO NY REG EUR .56 26,064 1,742,493.00 780287108 ROYAL GOLD INC COM 30,000 1,181,105.87 781182100 RUBY TUESDAY INC COM 170,500 4,657,163.29 781258108 RUDDICK CORP COM 100 2,163.00 782352108 RUSSELL CORP COM 1,300 34,380.00 783549108 RYDER SYS INC COM 48,386 1,715,321.49 783764103 RYLAND GROUP INC COM 300 15,806.00 78387G103 SBC COMMUNICATIONS INC COM 1,016,769 43,546,651.56 78388J106 SBA COMMUNICATIONS CORP COM 3,200 2,073.00
Total Other Included Cusip Issuer Description Shares Market Value C$ Managers 784018103 SCM MICROSYSTEMS INC COM 3,100 20,814.00 784028102 SCP POOL CORP COM 10,500 484,367.01 784117103 SEI INVESTMENTS CO COM 2,600 111,642.00 78440X101 SL GREEN RLTY CORP COM 1,250 62,402.00 784413106 S L INDS INC COM 1,800 15,071.00 78442P106 SLM CORP COM 81,198 13,322,832.70 78462F103 SPDR TR UNIT SER 1 248,407 34,647,859.17 78462K102 SPSS INC COM 3,200 70,724.79 784635104 SPX CORP COM 69,218 4,095,180.17 78463B101 S1 CORPORATION COM 4,400 31,002.00 785905100 SABRE HLDGS CORP CL A 30,355 868,464.00 786429100 SAFECO CORP COM 29,851 1,634,992.92 786449108 SAFEGUARD SCIENTIFICS INC COM 3,500 7,520.00 786514208 SAFEWAY INC COM NEW 102,418 3,766,112.00 786598102 SAGA COMMUNICATIONS CL A 1,187 35,629.00 790148100 ST JOE CO COM 1,200 56,873.00 790849103 ST JUDE MED INC COM 129,098 8,100,861.00 792860108 ST PAUL COS INC COM 50,886 2,737,275.98 79377W108 SAKS INC COM 2,300 42,658.00 795435106 SALIX PHARMACEUTICALS INC COM 119,800 1,322,927.68 799175104 SAN PAOLO-IMI S P A SPONSORED ADR 80 1,624.00 799702105 SANCHEZ COMPUTER ASSOCS INC COM 900 4,095.00 80004C101 SANDISK CORP COM 1,350 43,295.00 800907107 SANMINA SCI CORP COM 247,296 1,754,146.91 80105N105 SANOFI-SYNTHELABO SPONSORED ADR 71,240 3,421,375.00 803054204 SAP AKTIENGESELLSCHAFT SPONSORED ADR 1,501 46,240.00 803062108 SAPIENT CORP COM 200 648 803111103 SARA LEE CORP COM 259,455 9,226,572.35 804395101 SAUL CTRS INC COM 1,750 65,799.00 80589M102 SCANA CORP NEW COM 2,800 136,950.00 806407102 SCHEIN HENRY INC COM 4,480 318,487.50 806605101 SCHERING PLOUGH CORP COM 841,179 29,502,388.83 806857108 SCHLUMBERGER LTD COM 367,046 24,396,482.11 807066105 SCHOLASTIC CORP COM 3,200 181,740.53 807863105 SCHOOL SPECIALTY INC COM 1,750 55,238.00 808194104 SCHULMAN A INC COM 1,050 30,870.00 808513105 SCHWAB CHARLES CORP NEW COM 907,840 15,561,166.49 808541106 SCHWEITZER-MAUDUIT INTL INC COM 660 25,545.00 808655104 SCIENTIFIC ATLANTA INC COM 328,930 6,162,978.88 808905103 SCIOS INC COM 106,350 5,473,822.74 810186106 SCOTTS CO CL A 4,950 383,493.91 811054204 SCRIPPS E W CO OHIO CL A 37,500 4,558,710.72 811543107 SEABOARD CORP COM 100 37,915.00 811707306 SEACOAST BKG CORP FLA COM 2,400 71,432.00 811904101 SEACOR SMIT INC COM 4,300 302,294.96 81211K100 SEALED AIR CORP NEW COM 18,540 1,092,501.00 812387108 SEARS ROEBUCK & CO COM 309,381 11,705,826.28 813114105 SECOND BANCORP INC COM 1,450 60,704.00 81369Y605 SELECT SECTOR SPDR TR SBI INT-FINL 64,000 2,224,358.40 81369Y803 SELECT SECTOR SPDR TR SBI INT-TECH 383 8,931.00 81369Y886 SELECT SECTOR SPDR TR SBI INT-UTILS 148,000 4,477,469.16 815704101 SEEBEYOND TECHNOLOGIES CORP COM 600 2,303.00 816196109 SELECT MEDICAL CORP COM 20,000 426,230.04 816288104 SELECTICA INC COM 3,700 15,782.00 816300107 SELECTIVE INS GROUP INC COM 3,800 151,161.58 816850101 SEMTECH CORP COM 76,800 1,324,909.05 816851109 SEMPRA ENERGY COM 87,104 3,254,411.00 817070105 SENECA FOODS CORP NEW CL B 400 10,154.95 817070501 SENECA FOODS CORP NEW CL A 1,400 31,273.72 817208408 SENESCO TECHNOLOGIES INC COM NEW 10,000 33,176.00 81725T100 SENSIENT TECHNOLOGIES CORP COM 1,050 37,273.00 817315104 SEPRACOR INC COM 2,100 32,081.00 817320104 SEQUA CORPORATION CL A 50 3,089.00 817492101 SERENA SOFTWARE INC COM 800 19,956.00 817565104 SERVICE CORP INTL COM 31,675 166,134.00 81760N109 SERVICEMASTER CO COM 5,950 104,338.00 817826209 7-ELEVEN INC COM NEW 2,400 28,436.00 81788Q100 724 SOLUTIONS INC COM 605,352 496,389.00 820280105 SHAW GROUP INC COM 500 12,994.00 82028K200 SHAW COMMUNICATIONS INC CL B CONV 579,700 9,408,531.00 821373107 SHELBOURNE PPTYS I INC COM 400 42,876.00 821374105 SHELBOURNE PPTYS II INC COM 300 30,569.00 82137E103 SHELBOURNE PPTYS III INC COM 300 25,569.00 822703609 SHELL TRANS & TRADING PLC ADR NY SHS NEW 600 36,892.00 82312B106 SHENANDOAH TELECOMMUNICATION COM 300 23,185.00 824348106 SHERWIN WILLIAMS CO COM 117,466 5,242,444.00 82567D104 SHURGARD STORAGE CTRS INC COM 450 22,280.00 825846108 SICOR INC COM 2,086 52,233.00 826170102 SIEBEL SYS INC COM 458,369 5,416,506.02 826428104 SIERRA PAC RES NEW COM 4,750 48,776.00 826516106 SIERRA WIRELESS INC COM 100 691 826546103 SIFCO INDS INC COM 3,700 14,613.00 826552101 SIGMA ALDRICH CORP COM 55,118 4,240,583.00 826675100 SIGNAL TECHNOLOGY CORP COM 2,100 35,764.00 826919102 SILICON LABORATORIES INC COM 550 16,578.00 827057100 SILICON STORAGE TECHNOLOGY I COM 1,900 12,127.00 827064106 SILICON VY BANCSHARES COM 20,650 595,367.30 827079203 SILICONIX INC COM NEW 650 24,029.00 828806109 SIMON PPTY GROUP INC NEW COM 41,308 2,223,358.33 829073105 SIMPSON MANUFACTURING CO INC COM 3,000 155,926.38 829226109 SINCLAIR BROADCAST GROUP INC CL A 4,500 82,678.83
Total Other Included Cusip Issuer Description Shares Market Value C$ Managers 82929L109 SINGAPORE FD INC COM 90,000 668,255.40 82966U103 SIRIUS SATELLITE RADIO INC COM 500 506 83001P109 SIX FLAGS INC COM 5,300 47,810.00 83080P103 SKY FINL GROUP INC COM 1,200 37,745.00 830879102 SKYWEST INC COM 900 18,583.00 83088M102 SKYWORKS SOLUTIONS INC COM 4,309 58,680.00 831865209 SMITH A O COM 7,550 322,161.50 832110100 SMITH INTL INC COM 114,400 5,895,379.60 832248108 SMITHFIELD FOODS INC COM 2,100 65,821.00 832696405 SMUCKER J M CO COM NEW 1,983 124,715.00 832727101 SMURFIT-STONE CONTAINER CORP COM 4,601 111,860.29 833034101 SNAP ON INC COM 45,838 2,035,587.00 834092108 SOLA INTL INC COM 400 8,214.96 834182107 SOLECTRON CORP COM 171,576 962,250.00 834376105 SOLUTIA INC COM 7,800 44,731.00 835451105 SONIC CORP COM 4,575 148,093.65 83545G102 SONIC AUTOMOTIVE INC CL A 2,100 49,333.00 83546Q109 SONICBLUE INC COM 1,400 995 835470105 SONICWALL INC COM 7,650 43,870.01 835495102 SONOCO PRODS CO COM 2,650 95,996.00 835699307 SONY CORP ADR NEW 64,510 4,163,235.00 83586Q209 SORRENTO NETWORKS CORP COM NEW 77 505 835898107 SOTHEBYS HLDGS INC CL A 3,350 47,631.00 835916107 SONUS NETWORKS INC COM 2,700 4,265.00 836167106 SOURCECORP COM 2,800 82,231.75 837841105 SOUTH FINL GROUP INC COM 1,400 45,694.00 838518108 SOUTH JERSEY INDS INC COM 650 33,907.00 842587107 SOUTHERN CO COM 515,943 23,140,368.00 842870107 SOUTHERN FINL BANCORP INC COM 550 26,154.00 844030106 SOUTHERN UN CO NEW COM 3,326 86,698.00 844730101 SOUTHTRUST CORP COM 74,961 2,942,828.00 844741108 SOUTHWEST AIRLS CO COM 417,764 9,173,794.00 844767103 SOUTHWEST BANCORP INC OKLA COM 750 30,794.00 84476R109 SOUTHWEST BANCORPORATION TEX COM 4,550 207,088.75 845905108 SOVEREIGN BANCORP INC COM 6,300 139,836.00 846425882 SPANISH BROADCASTING SYS INC CL A 274,650 3,124,023.22 847580107 SPECTRALINK CORP COM 1,450 16,447.00 84764M101 SPEECHWORKS INTL INC COM 350 1,537.00 847788106 SPEEDWAY MOTORSPORTS INC COM 700 28,509.00 848420105 SPHERION CORP COM 5,750 60,861.90 84855W109 SPINNAKER EXPL CO COM 600 20,901.00 852061100 SPRINT CORP COM FON GROUP 412,135 9,427,816.19 852061506 SPRINT CORP PCS COM SER 1 238,646 1,651,321.00 852312305 STAAR SURGICAL CO COM PAR $0.01 31,500 182,632.78 852891100 STANCORP FINL GROUP INC COM 550 42,445.00 85375C101 STANDARD PAC CORP NEW COM 800 31,280.00 853887107 STANDARD REGISTER CO COM 500 14,218.00 854616109 STANLEY WKS COM 41,619 2,273,627.68 855030102 STAPLES INC COM 101,324 2,929,318.00 855244109 STARBUCKS CORP COM 223,365 7,191,537.16 85590A203 STARWOOD HOTELS&RESORTS WRLD PAIRED CTF 43,670 1,637,823.16 857477103 STATE STR CORP COM 276,144 17,014,864.00 857550107 STATEN IS BANCORP INC COM 1,900 60,453.00 857689103 STATION CASINOS INC COM 1,125 31,458.00 858119100 STEEL DYNAMICS INC COM 1,450 27,557.00 858155203 STEELCASE INC CL A 1,650 28,569.00 858375108 STEIN MART INC COM 2,500 24,091.95 85856W105 STELLENT INC COM 6,500 45,583.19 858603103 STEPHAN CO COM 4,550 24,727.00 858907108 STERLING BANCSHARES INC COM 2,400 46,332.00 858912108 STERICYCLE INC COM 1,100 56,266.00 859152100 STERIS CORP COM 4,750 181,973.48 86074Q102 STILLWATER MNG CO COM 217,500 1,838,444.75 860831106 STILWELL FINL INC COM 172,743 3,566,804.00 861642106 STONE ENERGY CORP COM 447 23,558.00 862111200 STORAGE TECHNOLOGY CORP COM PAR $0.10 2,300 77,831.00 86211E103 STORAGENETWORKS INC COM 1,000 1,833.00 862701307 STRATEGIC DISTR INC COM NEW 300 6,019.00 86279T109 STRATEX NETWORKS INC COM 2,700 9,427.00 863100202 STRATOS LIGHTWAVE INC COM NEW 293 2,036.28 863111100 STRATTEC SEC CORP COM 700 53,014.93 863314100 STRIDE RITE CORP COM 9,100 103,077.21 863667101 STRYKER CORP COM 46,401 4,920,196.00 863902102 STUDENT LN CORP COM 450 69,527.00 866011109 SUMMIT BANCSHARES INC TEX COM 1,600 49,290.00 866239106 SUMMIT PPTYS INC COM 1,000 28,121.00 866674104 SUN COMMUNITIES INC COM 600 34,664.00 866796105 SUN LIFE FINL SVCS CDA INC COM 13,473,834 359,876,041.11 866810104 SUN MICROSYSTEMS INC COM 700,556 3,441,964.00 867229106 SUNCOR ENERGY INC COM 11,082,019 273,639,338.00 867363103 SUNGARD DATA SYS INC COM 201,483 7,499,220.49 86764P109 SUNOCO INC COM 59,382 3,112,678.00 86768K106 SUNRISE ASSISTED LIVING INC COM 400 15,729.00 867914103 SUNTRUST BKS INC COM 62,900 5,656,121.00 867931107 SUPERCONDUCTOR TECHNOLOGIES COM 2,580 3,831.00 868042102 SUPER VISION INTL INC CL A 2,600 7,845.00 868059106 SUPERGEN INC COM 3,550 20,358.00 868157108 SUPERIOR ENERGY SVCS INC COM 2,150 27,852.00 868168105 SUPERIOR INDS INTL INC COM 27,000 1,764,193.94 868536103 SUPERVALU INC COM 105,200 2,743,885.00 86866R102 SUREBEAM CORP CL A 7,607 48,551.00
Total Other Included Cusip Issuer Description Shares Market Value C$ Managers 868873100 SURMODICS INC COM 700 31,716.00 869099101 SUSQUEHANNA BANCSHARES INC P COM 1,200 39,510.00 870756103 SWIFT TRANSN CO COM 129,450 4,093,783.86 871130100 SYBASE INC COM 220,900 4,676,302.60 871142105 SYBRON DENTAL SPECIALTIES IN COM 900 21,114.00 871206108 SYCAMORE NETWORKS INC COM 104,350 476,423.20 871237103 SYKES ENTERPRISES INC COM 100 518 871399101 SYLVAN LEARNING SYS INC COM 1,000 25,909.00 871503108 SYMANTEC CORP COM 51,460 3,288,444.06 871508107 SYMBOL TECHNOLOGIES INC COM 177,905 2,310,272.00 871543104 SYMMETRICOM INC COM 1,500 10,000.00 87155S108 SYMYX TECHNOLOGIES COM 119,250 2,371,844.54 87157D109 SYNAPTICS INC COM 1,600 19,210.37 87157J106 SYNCOR INTL CORP DEL COM 800 35,046.00 871607107 SYNOPSYS INC COM 101,100 7,370,975.56 87160A100 SYNGENTA AG SPONSORED ADR 324 5,896.00 87161C105 SYNOVUS FINL CORP COM 63,838 1,956,519.00 871630109 SYNTROLEUM CORP COM 135,000 368,962.29 871829107 SYSCO CORP COM 609,479 28,549,380.24 872275102 TCF FINL CORP COM 1,500 103,532.00 872375100 TECO ENERGY INC COM 884,224 21,612,620.20 872384102 TEPPCO PARTNERS L P UT LTD PARTNER 700 30,688.00 872443403 THQ INC COM NEW 148,450 3,107,407.80 872540109 TJX COS INC NEW COM 225,380 6,950,213.10 872941109 TMP WORLDWIDE INC COM 21,054 376,184.00 87308K309 TVX GOLD INC COM NO PAR 100,000 2,499,000.00 873168108 TXU CORP COM 205,550 6,065,931.56 874039100 TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 102,412 1,140,626.00 874054109 TAKE-TWO INTERACTIVE SOFTWAR COM 1,000 37,110.00 874161102 TALBOTS INC COM 1,450 63,063.00 87425E103 TALISMAN ENERGY INC COM 3,644,954 207,215,616.00 874918105 TALX CORP COM 275 5,613.00 87588Q109 TANOX INC COM 3,650 52,185.00 87612E106 TARGET CORP COM 795,319 37,694,446.60 878237106 TECH DATA CORP COM 1,750 74,535.00 878330109 TECHE HLDG CO COM 650 28,106.00 878377100 TECHNE CORP COM 1,150 51,902.00 878555101 TECHNITROL INC COM 46,200 1,178,006.52 878895200 TECUMSEH PRODS CO CL A 50 3,486.00 879080109 TEJON RANCH CO DEL COM 1,300 60,996.00 879101103 TEKELEC COM 3,200 52,829.04 879131100 TEKTRONIX INC COM 20,700 594,848.00 879287308 TELECOMUNICACOES BRASILEIRAS SPONSORED ADR 95 2,799.00 879360105 TELEDYNE TECHNOLOGIES INC COM 1,000 24,771.00 879369106 TELEFLEX INC COM 20,700 1,402,582.44 879382208 TELEFONICA S A SPONSORED ADR 1,783 53,505.00 879403780 TELEFONOS DE MEXICO S A SPON ADR ORD L 600 30,313.00 879433100 TELEPHONE & DATA SYS INC COM 1,285 95,453.00 87959M109 TELIK INC COM 60,200 1,108,912.17 87960M106 TELIASONERA A B SPONSORED ADR 151 4,293.00 879664100 TELLABS INC COM 99,216 1,139,513.00 87967E107 TELLIUM INC COM 1,050 1,062.00 879868107 TEMPLE INLAND INC COM 11,649 824,644.00 879939106 TELETECH HOLDINGS INC COM 600 6,882.00 88033G100 TENET HEALTHCARE CORP COM 283,188 7,337,047.90 880345103 TENNANT CO COM 550 28,326.00 880770102 TERADYNE INC COM 38,553 792,389.00 880775101 TERAYON COMMUNICATION SYS COM 1,150 3,724.00 88157K101 TESCO CORP COM 44,400 831,168.00 88162G103 TETRA TECH INC NEW COM 10,075 194,180.75 881908107 TESMA INTL INC CL A SUB VTG 323,000 8,798,520.00 882508104 TEXAS INSTRS INC COM 1,193,899 28,310,742.19 882673106 TEXAS REGL BANCSHARES INC CL A VTG 990 55,586.00 883203101 TEXTRON INC COM 110,400 7,497,900.00 883203309 TEXTRON INC PFD CONV $1.40 25 6,102.00 883556102 THERMO ELECTRON CORP COM 35,784 1,137,418.00 884315102 THOMAS & BETTS CORP COM 11,746 313,603.00 884425109 THOMAS INDS INC COM 700 28,819.00 884903105 THOMSON CORP COM 2,121,065 89,059,302.00 885160101 THOR INDS INC COM 800 43,514.00 885175307 THORATEC CORP COM NEW 4,300 51,832.00 885218107 THORNBURG MTG INC COM 2,000 63,508.00 885535104 3COM CORP COM 11,275 82,471.00 88554L108 THREE FIVE SYS INC COM 1,000 10,190.00 88579Y101 3M CO COM 286,600 55,748,104.85 88632Q103 TIBCO SOFTWARE INC COM 4,200 41,005.00 88633P203 TICKETMASTER CL B 97,200 3,258,470.49 886423102 TIDEWATER INC COM 1,550 76,154.00 88650Q100 TIER TECHNOLOGIES INC CL B 2,000 50,554.00 886547108 TIFFANY & CO NEW COM 111,412 4,208,378.00 887100105 TIMBERLAND CO CL A 307,700 17,311,604.55 887319101 TIME WARNER TELECOM INC CL A 1,000 3,333.00 887389104 TIMKEN CO COM 900 27,157.00 888266103 TITAN CORP COM 1,450 23,823.00 888314101 TITAN PHARMACEUTICALS INC DE COM 2,700 6,100.00 888339108 TITANIUM METALS CORP COM 1,300 3,923.00 888706108 TIVO INC COM 1,450 11,980.00 889478103 TOLL BROTHERS INC COM 1,000 31,912.00 889542106 TOLLGRADE COMMUNICATIONS INC COM 950 17,605.00 890030208 TOMKINS PLC SPONSORED ADR 100,433 1,938,879.00 890333107 TOO INC COM 600 22,294.00
Total Other Included Cusip Issuer Description Shares Market Value C$ Managers 890516107 TOOTSIE ROLL INDS INC COM 1,266 61,361.00 891027104 TORCHMARK CORP COM 26,475 1,527,878.00 891092108 TORO CO COM 300 30,285.00 891160509 TORONTO DOMINION BK ONT COM NEW 15,885,842 801,121,333.31 89151E109 TOTAL FINA ELF S A SPONSORED ADR 73,400 8,125,262.00 891539108 TOUCH AMERICA HLDGS INC COM 3,650 2,249.00 891906109 TOTAL SYS SVCS INC COM 3,750 79,978.00 892335100 TOYS R US INC COM 44,591 704,450.30 892356106 TRACTOR SUPPLY CO COM 1,000 59,401.00 892918103 TRANSACT TECHNOLOGIES INC COM 1,700 12,730.00 89336Q100 TRANS WORLD ENTMT CORP COM 10,000 57,347.00 893416107 TRANSACTION SYS ARCHITECTS CL A 50 513 89346D107 TRANSALTA CORP COM 8,333,700 142,589,607.00 893521104 TRANSATLANTIC HLDGS INC COM 1,075 113,276.00 893526103 TRANSCANADA PIPELINES LTD COM 11,182,104 256,291,932.00 893617209 TRANSCONTINENTAL RLTY INVS COM NEW 2,250 62,702.00 893735100 TRANSKARYOTIC THERAPIES INC COM 85,800 1,341,913.67 89376R109 TRANSMETA CORP DEL COM 7,050 13,031.00 894065101 TRANSWITCH CORP COM 1,650 1,796.00 89420G109 TRAVELERS PPTY CAS CORP NEW CL A 76,358 1,767,235.42 89420G406 TRAVELERS PPTY CAS CORP NEW CL B 522,367 12,089,727.25 894650100 TREDEGAR CORP COM 2,000 47,394.00 89531P105 TREX INC COM 500 27,884.00 89579K109 TRIAD HOSPITALS INC COM 189,183 8,915,331.05 89589H104 TRIANGLE PHARMACEUTICALS INC COM 112,900 1,059,454.96 895919108 TRIDENT MICROSYSTEMS INC COM 1,250 7,307.00 895925105 TRIAD GTY INC COM 2,200 128,109.28 896047107 TRIBUNE CO NEW COM 237,052 17,024,572.00 896239100 TRIMBLE NAVIGATION LTD COM 1,600 31,571.00 896263100 TRIMERIS INC COM 223,400 15,207,638.79 896522109 TRINITY INDS INC COM 1,450 43,432.00 89674K103 TRIQUINT SEMICONDUCTOR INC COM 952 6,377.00 89677M106 TRITON PCS HLDGS INC CL A 2,234,871 13,856,932.92 89687P107 TRIZEC PROPERTIES INC COM 1,650 24,477.00 898349105 TRUSTCO BK CORP N Y COM 2,852 48,570.00 898402102 TRUSTMARK CORP COM 1,000 37,489.00 899165104 TULARIK INC COM 39,850 469,644.55 899896104 TUPPERWARE CORP COM 46,353 1,104,288.00 901167106 TWEETER HOME ENTMT GROUP INC COM 1,500 13,697.00 90130N103 21ST CENTY INS GROUP COM 1,550 30,658.00 902124106 TYCO INTL LTD NEW COM 450,094 12,144,905.00 902494103 TYSON FOODS INC CL A 9,158 162,329.00 902549500 UAL CORP COM PAR $0.01 7,400 16,717.00 902681105 UGI CORP NEW COM 900 53,162.00 902788108 UMB FINL CORP COM 262 15,837.00 902911106 UST INC COM 110,944 5,859,263.10 902973304 US BANCORP DEL COM NEW 1,383,264 46,373,450.35 902984103 USA INTERACTIVE COM 208,550 7,531,623.13 903293405 U S G CORP COM NEW 1,000 13,349.00 90333E108 USEC INC COM 13,150 125,048.00 903844108 ULTICOM INC COM 450 5,325.00 903849107 ULTIMATE ELECTRS INC COM 1,600 25,655.95 903914109 ULTRA PETE CORP COM 934,437 14,549,401.06 904034105 ULTRATECH STEPPER INC COM 1,500 23,316.00 904214103 UMPQUA HLDGS CORP COM 2,556 73,693.00 904677101 UNIFI INC COM 10,950 90,819.10 904767704 UNILEVER PLC SPON ADR NEW 160 9,668.00 904784709 UNILEVER N V N Y SHS NEW 892 86,952.00 905399101 UNION BANKSHARES CORP COM 1,450 62,422.00 907818108 UNION PAC CORP COM 157,134 14,862,181.87 908068109 UNION PLANTERS CORP COM 134,573 5,982,534.00 908906100 UNIONBANCAL CORP COM 3,850 238,850.00 909205106 UNISOURCE ENERGY CORP COM 1,900 51,898.01 909214108 UNISYS CORP COM 145,493 2,275,516.52 909440109 UNITED AUTO GROUP INC COM 450 8,865.00 909907107 UNITED BANKSHARES INC WEST V COM 1,000 45,911.00 91018B104 UNITED DEFENSE INDS INC COM 900 33,128.00 910197102 UNITED DOMINION REALTY TR IN COM 1,950 50,399.00 910331107 UNITED FIRE & CAS CO COM 700 36,991.00 910909100 UNITED NATL BANCORP N J COM 1,300 47,339.00 911312106 UNITED PARCEL SERVICE INC CL B 437,571 43,605,687.32 911363109 UNITED RENTALS INC COM 1,600 27,198.00 911684108 UNITED STATES CELLULAR CORP COM 2,000 79,053.00 912080108 U S INDS INC NEW COM 1,600 6,648.00 912909108 UNITED STATES STL CORP NEW COM 75,817 1,571,461.00 913004107 UNITED STATIONERS INC COM 5,100 232,049.32 913016309 UNITED SURGICAL PARTNERS INT COM 1,550 38,251.00 913017109 UNITED TECHNOLOGIES CORP COM 274,175 26,828,808.75 91307C102 UNITED THERAPEUTICS CORP DEL COM 1,500 39,574.00 913247508 UNITEDGLOBALCOM CL A 5,950 22,560.00 91324P102 UNITEDHEALTH GROUP INC COM 443,426 58,493,848.30 913275103 UNITRIN INC COM 2,200 101,556.00 913431102 UNIVERSAL COMPRESSION HLDGS COM 150 4,533.00 913456109 UNIVERSAL CORP VA COM 950 55,470.00 913837100 UNIVERSAL STAINLESS & ALLOY COM 4,150 39,665.00 913903100 UNIVERSAL HLTH SVCS INC CL B 1,750 124,686.00 914906102 UNIVISION COMMUNICATIONS INC CL A 152,152 5,889,062.79 915289102 UNOCAL CORP COM 237,006 11,449,850.77 91529B106 UNOVA INC COM 1,800 17,062.00 91529Y106 UNUMPROVIDENT CORP COM 53,780 1,490,230.91 916906100 USFREIGHTWAYS CORP COM 1,200 54,503.00
Total Other Included Cusip Issuer Description Shares Market Value C$ Managers 917047102 URBAN OUTFITTERS INC COM 650 24,203.00 918076100 UTSTARCOM INC COM 13,000 407,256.64 91819B105 VA SOFTWARE CORP COM 2,550 3,666.00 918204108 V F CORP COM 23,069 1,313,824.00 918458209 VYYO INC COM NEW 583 2,339.00 918866104 VALASSIS COMMUNICATIONS INC COM 1,000 46,494.00 918905100 VALHI INC NEW COM 2,400 31,470.00 918914102 VALENCE TECHNOLOGY INC COM 1,300 2,731.00 91913Y100 VALERO ENERGY CORP NEW COM 69,800 4,073,375.97 919794107 VALLEY NATL BANCORP COM 8,050 335,357.68 920355104 VALSPAR CORP COM 1,200 83,755.00 920387107 VALUE CITY DEPT STORES INC COM 9,600 27,754.00 920437100 VALUE LINE INC COM 450 30,882.00 92047K107 VALUEVISION MEDIA INC CL A 2,050 48,514.00 922122106 VARCO INTL INC DEL COM 1,650 45,356.00 922206107 VARIAN INC COM 1,234 55,931.00 922207105 VARIAN SEMICONDUCTOR EQUIPMN COM 800 30,030.00 92220P105 VARIAN MED SYS INC COM 1,550 121,455.00 92240G101 VECTREN CORP COM 1,150 41,786.00 92240M108 VECTOR GROUP LTD COM 525 9,638.00 922417100 VEECO INSTRS INC DEL COM 450 8,218.00 92257T202 VELOCITY EXPRESS CORP COM NEW 1,380 1,417.00 922908652 VANGUARD INDEX TR EXT MKT VIPERS 49,373 3,869,563.00 923436109 VERITAS SOFTWARE CO COM 427,204 10,541,894.17 92343C106 VERITY INC COM 4,100 86,735.92 92343E102 VERISIGN INC COM 398,335 5,046,903.43 92343P107 VERITAS DGC INC COM 1,550 19,345.00 92343V104 VERIZON COMMUNICATIONS COM 1,331,491 81,364,125.58 925314106 VERSICOR INC COM 184,400 3,143,290.14 92532F100 VERTEX PHARMACEUTICALS INC COM 139,971 3,504,849.98 92532L206 VERTICALNET INC COM NEW 55 69 925524308 VIACOM INC CL B 670,142 43,152,277.34 92552R109 VIAD CORP COM 82,450 2,911,188.40 92553Q209 VIASYS HEALTHCARE INC COM NEW 1,220 28,698.00 925815102 VICOR CORP COM 600 7,821.00 92672P108 VIEWPOINT CORP COM 1,750 5,170.00 926734104 VIGNETTE CORP COM 4,303 8,341.00 927460105 VINTAGE PETE INC COM 2,250 37,501.00 927624106 VION PHARMACEUTICALS INC COM 2,350 1,229.00 92763R104 VIRAGE LOGIC CORP COM 1,500 23,768.00 92823R201 VIROLOGIC INC COM 950 1,996.00 928241108 VIROPHARMA INC COM 66,800 154,074.74 928298108 VISHAY INTERTECHNOLOGY INC COM 3,500 61,818.00 92839U107 VISTEON CORP COM 30,292 333,074.00 92844S105 VISX INC DEL COM 1,850 27,999.00 928483106 VITALWORKS INC COM 360 2,190.00 928497106 VITESSE SEMICONDUCTOR CORP COM 24,800 85,606.00 92849Q104 VITRIA TECHNOLOGY COM 4,250 5,036.00 92851S204 VIVENDI UNIVERSAL SPON ADR NEW 120 3,046.00 928552108 VIXEL CORP DEL COM 4,400 13,902.00 92857W100 VODAFONE GROUP PLC NEW SPONSORED ADR 127,005 3,635,650.00 929042109 VORNADO RLTY TR SH BEN INT 2,050 120,476.00 929160109 VULCAN MATLS CO COM 22,826 1,352,273.00 929236107 WD-40 CO COM 1,000 41,738.00 92923B106 WFS FINL INC COM 2,450 80,933.00 92923C104 WCI CMNTYS INC COM 3,350 53,982.00 929248409 WHX CORP COM NEW 2,050 7,935.00 92924F106 WGL HLDGS INC COM 850 32,121.00 929251106 W HLDG CO INC COM 850 22,036.00 92925E108 W-H ENERGY SVCS INC COM 2,200 50,708.42 929284107 WJ COMMUNICATIONS INC COM 2,700 4,074.00 929309300 WPP GROUP PLC SPON ADR NEW 125,601 7,362,321.00 92930Y107 W P CAREY & CO LLC COM 1,100 43,010.00 92931B106 WPS RESOURCES CORP COM 850 52,129.00 929740108 WABTEC CORP COM 1,700 37,707.00 929798106 WACKENHUT CORRECTIONS CORP COM 1,500 26,327.00 929903102 WACHOVIA CORP 2ND NEW COM 707,968 40,756,108.01 930059100 WADDELL & REED FINL INC CL A 178,200 5,537,505.62 931142103 WAL MART STORES INC COM 1,937,021 154,566,253.68 931422109 WALGREEN CO COM 316,880 14,612,694.73 932270101 WALLACE COMPUTER SERVICES IN COM 100 3,398.00 938824109 WASHINGTON FED INC COM 968 38,002.00 939322103 WASHINGTON MUT INC COM 453,738 24,751,691.00 939640108 WASHINGTON POST CO CL B 975 1,136,745.68 939653101 WASHINGTON REAL ESTATE INVT SH BEN INT 5,550 223,581.52 940610108 WASHINGTON TR BANCORP COM 1,250 38,567.00 941053100 WASTE CONNECTIONS INC COM 950 57,946.00 94106L109 WASTE MGMT INC DEL COM 321,112 11,627,177.70 941105108 WATCHGUARD TECHNOLOGIES INC COM 400 4,032.00 941848103 WATERS CORP COM 214,395 7,376,915.40 942622200 WATSCO INC COM 900 23,289.41 942683103 WATSON PHARMACEUTICALS INC COM 160,523 7,169,847.00 942712100 WATSON WYATT & CO HLDGS CL A 650 22,334.00 942749102 WATTS INDS INC CL A 2,600 64,652.00 943315101 WAUSAU-MOSINEE PAPER CORP COM 1,850 32,792.00 94767L109 WEBEX INC COM 1,150 27,251.90 947684106 WEBSENSE INC COM 1,900 64,117.60 94768C108 WEBMETHODS INC COM 2,237 29,050.00 94769M105 WEBMD CORP COM 6,230 84,151.00 947890109 WEBSTER FINL CORP CONN COM 1,010 55,527.00 948626106 WEIGHT WATCHERS INTL INC NEW COM 49,850 3,620,276.79
Total Other Included Cusip Issuer Description Shares Market Value C$ Managers 948741103 WEINGARTEN RLTY INVS SH BEN INT 750 43,674.00 948849104 WEIS MKTS INC COM 600 29,432.00 949475107 WELLCHOICE INC COM 30,000 1,135,086.30 94973H108 WELLPOINT HEALTH NETWORK NEW COM 279,223 31,389,871.93 949746101 WELLS FARGO & CO NEW COM 1,258,762 93,008,602.64 950240200 WELLSFORD REAL PPTYS INC COM NEW 1,650 41,081.00 950590109 WENDYS INTL INC COM 301,836 12,908,093.42 950755108 WERNER ENTERPRISES INC COM 733 24,932.00 950813105 WESCAST INDS INC CL A SUB VTG 72,845 2,843,647.00 950817106 WESCO FINL CORP COM 150 73,449.00 952355105 WEST CORP COM 2,600 68,183.96 952698108 WEST ESSEX BANCORP COM 750 41,233.00 957090103 WESTAMERICA BANCORPORATION COM 5,350 339,598.64 95709T100 WESTAR ENERGY INC COM 1,200 18,768.00 957907108 WESTCORP INC COM 800 26,541.00 958102105 WESTERN DIGITAL CORP COM 6,850 69,150.00 958259103 WESTERN GAS RES INC COM 101,750 5,923,440.50 95988E204 WESTERN WIRELESS CORP CL A 226,950 1,900,238.68 961238102 WESTPOINT STEVENS INC COM 350 326 961418100 WESTPORT RES CORP NEW COM 650 21,359.00 961815107 WESTWOOD ONE INC COM 55,900 3,299,292.32 962166104 WEYERHAEUSER CO COM 48,168 3,744,684.00 962902102 WHEATON RIV MINERALS LTD COM 1,000,000 1,470,000.00 963320106 WHIRLPOOL CORP COM 53,448 4,409,319.00 966612103 WHITNEY HLDG CORP COM 900 47,389.00 966837106 WHOLE FOODS MKT INC COM 198,082 16,500,821.78 96808B107 WILD OATS MARKETS INC COM 4,000 65,214.14 968223206 WILEY JOHN & SONS INC CL A 1,150 43,621.00 969457100 WILLIAMS COS INC DEL COM 408,161 1,740,999.00 969491109 WILLIAMS ENERGY PARTNERS L P COM UNIT RP LP 950 48,701.00 969904101 WILLIAMS SONOMA INC COM 32,200 1,381,109.10 971807102 WILMINGTON TRUST CORP COM 1,700 85,082.00 972232102 WILSON GREATBATCH TECHNOLOGI COM 3,000 138,390.35 972487102 WILTEL COMMUNICATNS GROUP IN COM 5,226 130,362.79 973149107 WIND RIVER SYSTEMS INC COM 6,100 39,510.46 974280109 WINN DIXIE STORES INC COM 37,870 914,159.00 974637100 WINNEBAGO INDS INC COM 1,000 61,976.00 97653A103 WIRELESS FACILITIES INC COM 900 8,545.00 976657106 WISCONSIN ENERGY CORP COM 3,308 131,695.00 977284108 WISER OIL CO DEL COM 8,400 45,650.00 977424100 WITNESS SYS INC COM 6,750 36,683.00 978150100 WOMEN FIRST HEALTHCARE COM 37,100 267,322.86 979438108 WOODHEAD INDS INC COM 4,800 85,688.35 980745103 WOODWARD GOVERNOR CO COM 900 61,849.52 98137N109 WORKFLOW MGMT INC COM 8,650 29,107.00 981811102 WORTHINGTON INDS INC COM 59,438 1,431,042.00 982526105 WRIGLEY WM JR CO COM 49,057 4,253,224.00 983024100 WYETH COM 1,156,721 68,159,922.24 98385X106 XTO ENERGY CORP COM 70,622 2,755,745.23 98389B100 XCEL ENERGY INC COM 87,016 1,512,150.00 98389J103 XANSER CORP COM 2,350 5,866.00 983919101 XILINX INC COM 150,258 4,889,984.31 984121103 XEROX CORP COM 214,871 2,732,604.74 984332106 YAHOO INC COM 502,258 12,973,213.89 984757104 YANKEE CANDLE INC COM 2,450 61,928.00 986670107 YORK INTL CORP NEW COM 1,100 44,435.00 987434107 YOUNG BROADCASTING INC CL A 4,050 84,264.13 987520103 YOUNG INNOVATIONS INC COM 2,025 74,443.00 987819109 YOUTHSTREAM MEDIA NETWORKS I COM 8,600 1,087.00 988498101 YUM BRANDS INC COM 64,826 2,480,427.00 988858106 ZALE CORP NEW COM 73,350 3,696,519.26 989139100 ZARLINK SEMICONDUCTOR INC COM 1,270,000 4,483,100.00 989207105 ZEBRA TECHNOLOGIES CORP CL A 600 54,314.00 989390109 ZENITH NATL INS CORP COM 1,300 48,304.00 98956P102 ZIMMER HLDGS INC COM 42,434 2,783,393.00 989701107 ZIONS BANCORPORATION COM 142,326 8,847,498.32 98974P100 ZIX CORP COM 4,850 33,790.00 D1668R123 DAIMLERCHRYSLER AG ORD 649 31,425.00 D18190898 DEUTSCHE BANK AG NAMEN ORD 500 35,885.00 G0070K103 ACE LTD ORD 56,775 2,631,603.00 G0450A105 ARCH CAP GROUP LTD ORD 650 32,008.00 G16962105 BUNGE LIMITED COM 48,350 1,837,783.45 G24182100 COOPER INDS LTD CL A 20,823 1,199,068.93 G3223R108 EVEREST RE GROUP LTD COM 150 13,104.00 G36535105 FOSTER WHEELER LTD SHS 2,200 4,032.00 G36738105 FRESH DEL MONTE PRODUCE INC ORD 1,550 46,305.00 G3930E101 GLOBALSANTAFE CORP SHS 80,977 3,111,196.20 G4776G101 INGERSOLL-RAND COMPANY LTD CL A 130,397 8,870,432.00 G56462107 LORAL SPACE & COMMUNICATIONS COM 2,800 1,902.00 G6359F103 NABORS INDUSTRIES LTD SHS 31,524 1,756,507.00 G65422100 NOBLE CORPORATION SHS 32,881 1,825,885.00 G90078109 TRANSOCEAN INC ORD 247,467 9,070,015.90 G95089101 WEATHERFORD INTERNATIONAL LT COM 3,250 205,015.00 G9618E107 WHITE MTNS INS GROUP LTD COM 200 102,055.00 G98255105 XL CAP LTD CL A 29,938 3,653,629.00 G9825R107 XOMA LTD ORD 9,100 60,811.24 H8920M855 UBS AG NAMEN AKT 900 68,418.00 M22465104 CHECK POINT SOFTWARE TECH LT ORD 669,003 13,707,883.58 M97385112 VERISITY LTD ORD 1,200 36,133.19 P74823108 PANAMERICAN BEVERAGES INC CL A 6,989 229,436.60 V7780T103 ROYAL CARIBBEAN CRUISES LTD COM 5,250 138,509.00
Total Other Included Cusip Issuer Description Shares Market Value C$ Managers Y2573F102 FLEXTRONICS INTL LTD ORD 3,000 38,811.00 Y6476W104 OMI CORP NEW COM 1,450 9,415.00 067901108 BARRICK GOLD CORP COM 42,900 1,042,934.00 1 075887109 BECTON DICKINSON & CO COM 206,600 10,002,858.00 1 084670108 BERKSHIRE HATHAWAY INC DEL CL A 268 30,758,467.00 1 084670207 BERKSHIRE HATHAWAY INC DEL CL B 17,285 66,072,341.00 1 092113109 BLACK HILLS CORP COM 400 16,735.00 1 172967101 CITIGROUP INC COM 274,500 15,239,072.00 1 28336L109 EL PASO CORP COM 318,950 3,502,102.00 1 401698105 GUIDANT CORP COM 201,250 9,794,628.00 1 449934108 IMS HEALTH INC COM 540,900 13,653,181.00 1 488152208 KELLY SVCS INC CL A 189,300 7,379,386.00 1 530718105 LIBERTY MEDIA CORP NEW COM SER A 1,372,908 19,363,143.00 1 540424108 LOEWS CORP COM 174,000 12,204,377.00 1 589331107 MERCK & CO INC COM 345,550 30,860,357.00 1 637640103 NATIONAL SEMICONDUCTOR CORP COM 365,400 8,652,590.00 1 651639106 NEWMONT MINING CORP COM 103,390 4,735,027.00 1 681919106 OMNICOM GROUP INC COM 8,280 843,839.00 1 696429307 PALL CORP COM 429,900 11,312,547.00 1 718154107 PHILIP MORRIS COS INC COM 738,414 47,214,286.00 1 786514208 SAFEWAY INC COM NEW 310,450 11,440,932.00 1 807066105 SCHOLASTIC CORP COM 152,350 8,640,488.00 1 893735100 TRANSKARYOTIC THERAPIES INC COM 144,000 2,249,027.00 1 92532F100 VERTEX PHARMACEUTICALS INC COM 1,302,113 32,559,283.00 1 939640108 WASHINGTON POST CO CL B 17,280 20,118,565.00 1 98985T109 ZYMOGENETICS INC COM 491,900 7,682,612.00 1 Y2573F102 FLEXTRONICS INTL LTD ORD 719,400 9,295,039.00 1 000886101 A D C TELECOMMUNICATIONS COM 353,670 1,167,889.07 2 001055102 AFLAC INC COM 229,183 10,906,727.30 2 00130H105 AES CORP COM 241,448 1,152,093.28 2 001765106 AMR CORP COM 69,261 722,253.71 2 00184A105 AOL TIME WARNER INC COM 1,985,745 41,100,950.01 2 001957505 AT&T CORP COM NEW 323,571 13,348,533.32 2 00209A106 AT&T WIRELESS SVCS INC COM 1,204,318 10,750,946.79 2 002824100 ABBOTT LABS COM 693,768 43,846,137.60 2 00724F101 ADOBE SYS INC COM 104,905 4,110,763.17 2 007903107 ADVANCED MICRO DEVICES INC COM 152,502 1,556,557.41 2 00817Y108 AETNA INC NEW COM 66,840 4,342,568.06 2 00846U101 AGILENT TECHNOLOGIES INC COM 207,217 5,880,155.37 2 009158106 AIR PRODS & CHEMS INC COM 100,885 6,814,277.33 2 013068101 ALBERTO CULVER CO CL B CONV 25,795 2,054,107.44 2 013104104 ALBERTSONS INC COM 168,343 5,920,757.98 2 013817101 ALCOA INC COM 374,856 13,491,967.09 2 017361106 ALLEGHENY ENERGY INC COM 55,805 666,579.56 2 01741R102 ALLEGHENY TECHNOLOGIES INC COM 35,802 352,413.41 2 018490102 ALLERGAN INC COM 57,466 5,231,681.65 2 019589308 ALLIED WASTE INDS INC COM PAR$.01NEW 87,542 1,383,163.60 2 020002101 ALLSTATE CORP COM 312,112 18,241,136.15 2 020039103 ALLTEL CORP COM 138,098 11,127,936.84 2 021441100 ALTERA CORP COM 169,845 3,308,818.38 2 023139108 AMBAC FINL GROUP INC COM 47,054 4,181,180.80 2 023551104 AMERADA HESS CORP COM 39,605 3,444,803.29 2 023608102 AMEREN CORP COM 68,204 4,479,679.64 2 025537101 AMERICAN ELEC PWR INC COM 150,443 6,496,339.36 2 025816109 AMERICAN EXPRESS CO COM 583,558 32,593,464.97 2 026375105 AMERICAN GREETINGS CORP CL A 29,231 729,722.68 2 026874107 AMERICAN INTL GROUP INC COM 1,159,716 106,001,521.55 2 029066107 AMERICAN PWR CONVERSION CORP COM 87,073 2,084,266.40 2 029712106 AMERICAN STD COS INC DEL COM 32,173 3,616,283.81 2 03073E105 AMERISOURCEBERGEN CORP COM 47,018 4,034,605.18 2 031162100 AMGEN INC COM 571,017 43,612,679.61 2 032165102 AMSOUTH BANCORPORATION COM 157,803 4,787,111.81 2 032511107 ANADARKO PETE CORP COM 110,388 8,354,384.62 2 032654105 ANALOG DEVICES INC COM 162,370 6,123,719.60 2 034425108 ANDREW CORP COM 43,548 707,324.04 2 035229103 ANHEUSER BUSCH COS INC COM 380,022 29,061,042.38 2 03674B104 ANTHEM INC COM 62,802 6,241,388.36 2 037389103 AON CORP COM 137,536 4,104,926.96 2 037604105 APOLLO GROUP INC CL A 77,457 5,384,810.64 2 037833100 APPLE COMPUTER INC COM 159,345 3,607,793.88 2 038020103 APPLERA CORP COM AP BIO GRP 92,891 2,574,306.86 2 038222105 APPLIED MATLS INC COM 731,712 15,064,047.63 2 03822W109 APPLIED MICRO CIRCUITS CORP COM 134,139 782,057.20 2 039483102 ARCHER DANIELS MIDLAND CO COM 287,154 5,625,921.17 2 044204105 ASHLAND INC COM 30,299 1,365,800.14 2 052769106 AUTODESK INC COM 50,083 1,131,575.30 2 053015103 AUTOMATIC DATA PROCESSING IN COM 265,899 16,489,726.49 2 053332102 AUTOZONE INC COM 43,756 4,884,351.01 2 053499109 AVAYA INC COM 160,699 622,065.83 2 053561106 AVENTIS SPONSORED ADR 300 25,686.06 2 053611109 AVERY DENNISON CORP COM 48,755 4,705,169.53 2 054303102 AVON PRODS INC COM 104,442 8,889,539.05 2 054937107 BB&T CORP COM 212,625 12,426,698.03 2 055482103 BJ SVCS CO COM 69,597 3,552,912.93 2 055921100 BMC SOFTWARE INC COM 104,541 2,826,140.49 2 057224107 BAKER HUGHES INC COM 149,046 7,580,509.37 2 058498106 BALL CORP COM 25,232 2,040,769.21 2 060505104 BANK OF AMERICA CORPORATION COM 800,534 87,995,177.60 2 064057102 BANK NEW YORK INC COM 322,475 12,207,871.58 2 06423A103 BANK ONE CORP COM 517,086 29,861,199.41 2 067383109 BARD C R INC COM 22,948 2,102,954.72 2
Total Other Included Cusip Issuer Description Shares Market Value C$ Managers 071707103 BAUSCH & LOMB INC COM 23,946 1,362,048.48 2 071813109 BAXTER INTL INC COM 263,419 11,653,656.56 2 073902108 BEAR STEARNS COS INC COM 42,685 4,006,072.62 2 075887109 BECTON DICKINSON & CO COM 113,984 5,527,106.96 2 075896100 BED BATH & BEYOND INC COM 129,915 7,087,824.62 2 079860102 BELLSOUTH CORP COM 823,202 33,648,052.47 2 081437105 BEMIS INC COM 23,506 1,843,232.39 2 086516101 BEST BUY INC COM 263,781 10,065,091.62 2 089302103 BIG LOTS INC COM 51,556 1,077,695.69 2 090597105 BIOGEN INC COM 65,184 4,125,808.24 2 090613100 BIOMET INC COM 115,344 5,223,099.28 2 091797100 BLACK & DECKER CORP COM 35,766 2,423,725.91 2 093671105 BLOCK H & R INC COM 80,226 5,095,634.62 2 097023105 BOEING CO COM 372,744 19,428,982.80 2 097383103 BOISE CASCADE CORP COM 25,877 1,031,136.35 2 101137107 BOSTON SCIENTIFIC CORP COM 181,081 12,165,311.31 2 110122108 BRISTOL MYERS SQUIBB CO COM 860,048 31,457,975.70 2 111320107 BROADCOM CORP CL A 122,483 2,914,458.49 2 115637209 BROWN FORMAN CORP CL B 30,370 3,136,273.46 2 117043109 BRUNSWICK CORP COM 40,027 1,255,999.23 2 12189T104 BURLINGTON NORTHN SANTA FE C COM 159,099 6,538,300.68 2 122014103 BURLINGTON RES INC COM 89,392 6,023,858.70 2 125509109 CIGNA CORP COM 61,887 4,020,773.64 2 125896100 CMS ENERGY CORP COM 63,975 954,199.92 2 126408103 CSX CORP COM 94,585 4,230,768.13 2 126650100 CVS CORP COM 174,466 6,883,137.31 2 12686C109 CABLEVISION SYS CORP CL A NY CABLVS 95,727 2,531,902.57 2 131347106 CALPINE CORP COM 167,832 864,469.07 2 134429109 CAMPBELL SOUP CO COM 181,972 6,747,994.89 2 14040H105 CAPITAL ONE FINL CORP COM 98,509 4,625,746.22 2 14149Y108 CARDINAL HEALTH INC COM 196,471 18,374,007.21 2 143658102 CARNIVAL CORP COM 260,529 10,270,313.71 2 149123101 CATERPILLAR INC DEL COM 152,817 11,039,133.32 2 15189T107 CENTERPOINT ENERGY INC COM 135,015 1,813,251.45 2 152312104 CENTEX CORP COM 27,358 2,169,927.13 2 156700106 CENTURYTEL INC COM 50,818 2,358,991.89 2 160903100 CHARTER ONE FINL INC COM 100,340 4,554,773.76 2 166764100 CHEVRONTEXACO CORP COM 474,262 49,815,721.66 2 168615102 CHICOS FAS INC COM 6,500 194,205.70 2 170040109 CHIRON CORP COM 83,526 4,962,112.61 2 171232101 CHUBB CORP COM 75,950 6,264,052.20 2 171779101 CIENA CORP COM 191,648 1,556,411.74 2 172062101 CINCINNATI FINL CORP COM 71,702 4,254,007.96 2 172474108 CINERGY CORP COM 74,737 3,981,807.99 2 172737108 CIRCUIT CITY STORE INC COM 93,284 1,093,624.30 2 17275R102 CISCO SYS INC COM 3,208,959 66,419,033.38 2 172908105 CINTAS CORP COM 75,554 5,461,420.89 2 172967101 CITIGROUP INC COM 4,534,606 252,125,000.52 2 17453B101 CITIZENS COMMUNICATIONS CO COM 125,307 2,088,742.38 2 177376100 CITRIX SYS INC COM 75,933 1,478,081.40 2 184502102 CLEAR CHANNEL COMMUNICATIONS COM 272,052 16,028,814.15 2 189054109 CLOROX CO DEL COM 97,690 6,366,945.75 2 191216100 COCA COLA CO COM 1,100,726 76,209,425.05 2 191219104 COCA COLA ENTERPRISES INC COM 199,524 6,847,184.82 2 194162103 COLGATE PALMOLIVE CO COM 238,989 19,797,705.37 2 20030N101 COMCAST CORP NEW CL A 995,255 37,063,893.35 2 20030N200 COMCAST CORP NEW CL A SPL 12,000 428,306.40 2 200340107 COMERICA INC COM 77,573 5,299,725.30 2 204912109 COMPUTER ASSOC INTL INC COM 254,527 5,429,060.91 2 205363104 COMPUTER SCIENCES CORP COM 76,216 4,148,513.10 2 205638109 COMPUWARE CORP COM 167,796 1,272,564.86 2 205862402 COMVERSE TECHNOLOGY INC COM PAR $0.10 83,304 1,318,835.61 2 205887102 CONAGRA FOODS INC COM 238,443 9,422,265.90 2 206197105 CONCORD EFS INC COM 225,878 5,617,405.16 2 20825C104 CONOCOPHILLIPS COM 300,513 22,976,082.03 2 209115104 CONSOLIDATED EDISON INC COM 94,848 6,416,998.35 2 210371100 CONSTELLATION ENERGY GROUP I COM 73,143 3,215,044.45 2 212485106 CONVERGYS CORP COM 76,961 1,842,215.46 2 216831107 COOPER TIRE & RUBR CO COM 32,657 791,514.24 2 217016104 COORS ADOLPH CO CL B 16,113 1,559,335.58 2 219350105 CORNING INC COM 509,712 2,665,691.82 2 22160K105 COSTCO WHSL CORP NEW COM 202,353 8,971,279.78 2 222372104 COUNTRYWIDE FINANCIAL CORP COM 39,113 3,191,894.59 2 224399105 CRANE CO COM 26,434 832,390.80 2 231021106 CUMMINS INC COM 18,426 818,950.94 2 233331107 DTE ENERGY CO COM 74,353 5,450,967.14 2 235811106 DANA CORP COM 65,961 1,225,608.15 2 235851102 DANAHER CORP DEL COM 67,670 7,024,552.02 2 237194105 DARDEN RESTAURANTS INC COM 75,878 2,451,694.06 2 244199105 DEERE & CO COM 105,942 7,674,756.31 2 247025109 DELL COMPUTER CORP COM 1,149,890 48,581,932.59 2 247126105 DELPHI CORP COM 247,932 3,153,447.11 2 247361108 DELTA AIR LINES INC DEL COM 54,769 1,047,073.74 2 248019101 DELUXE CORP COM 27,406 1,822,992.31 2 25179M103 DEVON ENERGY CORP NEW COM 69,560 5,044,630.32 2 254067101 DILLARDS INC CL A 37,594 942,060.53 2 254687106 DISNEY WALT CO COM DISNEY 906,718 23,365,941.52 2 256669102 DOLLAR GEN CORP COM 147,967 2,793,764.93 2 25746U109 DOMINION RES INC VA NEW COM 136,407 11,832,215.99 2 257867101 DONNELLEY R R & SONS CO COM 50,318 1,730,768.12 2 260003108 DOVER CORP COM 89,831 4,138,765.70 2
Total Other Included Cusip Issuer Description Shares Market Value C$ Managers 260543103 DOW CHEM CO COM 404,532 18,983,068.63 2 260561105 DOW JONES & CO INC COM 36,610 2,500,587.47 2 263534109 DU PONT E I DE NEMOURS & CO COM 441,105 29,550,506.16 2 264399106 DUKE ENERGY CORP COM 395,867 12,221,681.06 2 26816Q101 DYNEGY INC NEW CL A 164,887 307,415.32 2 268648102 E M C CORP MASS COM 931,005 9,031,865.71 2 26875P101 EOG RES INC COM 51,298 3,235,549.53 2 269246104 E TRADE GROUP INC COM 1,000 7,678.80 2 277432100 EASTMAN CHEM CO COM 34,327 1,994,281.99 2 277461109 EASTMAN KODAK CO COM 129,545 7,172,025.74 2 278058102 EATON CORP COM 31,302 3,863,098.77 2 278642103 EBAY INC COM 133,077 14,259,945.78 2 278865100 ECOLAB INC COM 57,527 4,499,186.67 2 281020107 EDISON INTL COM 144,660 2,708,469.18 2 28336L109 EL PASO CORP COM 265,940 2,924,488.99 2 285512109 ELECTRONIC ARTS INC COM 62,734 4,933,188.46 2 285661104 ELECTRONIC DATA SYS NEW COM 211,520 6,159,335.49 2 291011104 EMERSON ELEC CO COM 186,948 15,019,963.16 2 292845104 ENGELHARD CORP COM 56,737 2,003,553.68 2 29364G103 ENTERGY CORP NEW COM 98,574 7,100,502.08 2 294429105 EQUIFAX INC COM 63,166 2,309,424.76 2 294741103 EQUITY OFFICE PROPERTIES TRU COM 182,782 7,214,113.09 2 29476L107 EQUITY RESIDENTIAL SH BEN INT 120,260 4,670,465.46 2 294821608 ERICSSON L M TEL CO ADR B SEK 10 800 8,519.36 2 30161N101 EXELON CORP COM 143,405 11,956,621.32 2 30231G102 EXXON MOBIL CORP COM 2,987,631 164,932,766.82 2 302571104 FPL GROUP INC COM 81,036 7,698,857.59 2 307000109 FAMILY DLR STORES INC COM 76,793 3,786,801.06 2 313400301 FEDERAL HOME LN MTG CORP COM 308,893 28,819,408.01 2 313586109 FEDERAL NATL MTG ASSN COM 441,780 44,903,137.69 2 31410H101 FEDERATED DEPT STORES INC DE COM 87,096 3,957,711.92 2 31428X106 FEDEX CORP COM 174,299 14,931,777.01 2 316773100 FIFTH THIRD BANCORP COM 256,538 23,732,073.84 2 319963104 FIRST DATA CORP COM 333,950 18,683,767.81 2 337162101 FIRST TENN NATL CORP COM 55,751 3,165,831.69 2 337738108 FISERV INC COM 84,959 4,557,285.72 2 337932107 FIRSTENERGY CORP COM 132,150 6,884,037.09 2 339030108 FLEETBOSTON FINL CORP COM 466,014 17,892,141.52 2 343412102 FLUOR CORP NEW COM 35,673 1,578,173.52 2 345370860 FORD MTR CO DEL COM PAR $0.01 794,238 11,670,533.17 2 345838106 FOREST LABS INC COM 80,352 12,469,634.04 2 349631101 FORTUNE BRANDS INC COM 66,268 4,869,756.99 2 354613101 FRANKLIN RES INC COM 115,402 6,213,982.25 2 35671D857 FREEPORT-MCMORAN COPPER & GO CL B 64,333 1,705,622.23 2 364730101 GANNETT INC COM 118,669 13,462,286.04 2 364760108 GAP INC DEL COM 361,452 8,863,381.36 2 367626108 GATEWAY INC COM 143,880 713,817.46 2 369550108 GENERAL DYNAMICS CORP COM 89,214 11,187,845.98 2 369604103 GENERAL ELEC CO COM 4,412,071 169,745,607.66 2 370334104 GENERAL MLS INC COM 163,352 12,117,614.71 2 370442105 GENERAL MTRS CORP COM 248,836 14,491,910.04 2 372460105 GENUINE PARTS CO COM 77,547 3,773,747.21 2 372917104 GENZYME CORP COM GENL DIV 95,267 4,450,931.40 2 373298108 GEORGIA PAC CORP COM 111,028 2,834,855.72 2 375766102 GILLETTE CO COM 468,411 22,469,113.58 2 381317106 GOLDEN WEST FINL CORP DEL COM 68,134 7,730,470.01 2 38141G104 GOLDMAN SACHS GROUP INC COM 211,992 22,809,915.22 2 382388106 GOODRICH CORP COM 51,107 1,479,322.78 2 382550101 GOODYEAR TIRE & RUBR CO COM 77,836 837,499.79 2 384802104 GRAINGER W W INC COM 40,598 3,306,666.50 2 390568103 GREAT LAKES CHEM CORP COM 22,286 840,859.69 2 401698105 GUIDANT CORP COM 135,727 6,615,741.16 2 404119109 HCA INC COM 227,857 14,940,583.49 2 406216101 HALLIBURTON CO COM 193,762 5,727,953.49 2 41014S106 HANCOCK JOHN FINL SVCS INC COM 127,922 5,639,057.60 2 412822108 HARLEY DAVIDSON INC COM 134,377 9,808,983.49 2 413619107 HARRAHS ENTMT INC COM 49,634 3,105,500.11 2 416515104 HARTFORD FINL SVCS GROUP INC COM 113,288 8,131,744.67 2 418056107 HASBRO INC COM 76,886 1,403,092.61 2 421924101 HEALTHSOUTH CORP COM 176,014 1,168,028.90 2 421933102 HEALTH MGMT ASSOC INC NEW CL A 105,839 2,993,338.60 2 423074103 HEINZ H J CO COM 155,880 8,095,565.45 2 427056106 HERCULES INC COM 48,486 674,149.34 2 427866108 HERSHEY FOODS CORP COM 60,447 6,440,942.17 2 428236103 HEWLETT PACKARD CO COM 1,354,851 37,161,937.11 2 432848109 HILTON HOTELS CORP COM 167,076 3,355,186.82 2 437076102 HOME DEPOT INC COM 1,032,637 39,092,332.38 2 438516106 HONEYWELL INTL INC COM 364,547 13,823,622.24 2 441815107 HOUSEHOLD INTL INC COM 210,247 9,238,211.13 2 444859102 HUMANA INC COM 72,041 1,138,247.80 2 446150104 HUNTINGTON BANCSHARES INC COM 104,582 3,091,632.17 2 449934108 IMS HEALTH INC COM 124,726 3,153,073.28 2 450911102 ITT INDS INC IND COM 40,761 3,908,580.44 2 452308109 ILLINOIS TOOL WKS INC COM 136,057 13,942,958.09 2 458140100 INTEL CORP COM 2,946,000 72,473,367.60 2 459200101 INTERNATIONAL BUSINESS MACHS COM 750,399 91,886,357.55 2 459506101 INTERNATIONAL FLAVORS&FRAGRA COM 41,887 2,322,969.25 2 459902102 INTERNATIONAL GAME TECHNOLOG COM 38,473 4,614,974.85 2 460146103 INTL PAPER CO COM 212,977 11,767,532.99 2 460690100 INTERPUBLIC GROUP COS INC COM 171,225 3,809,139.84 2 461202103 INTUIT COM 84,526 6,266,216.67 2
Total Other Included Cusip Issuer Description Shares Market Value C$ Managers 46612J101 JDS UNIPHASE CORP COM 628,101 2,451,226.96 2 46625H100 J P MORGAN CHASE & CO COM 886,451 33,614,221.92 2 466313103 JABIL CIRCUIT INC COM 87,946 2,490,067.87 2 475070108 JEFFERSON PILOT CORP COM 63,710 3,836,221.20 2 478160104 JOHNSON & JOHNSON COM 1,321,938 112,182,038.17 2 478366107 JOHNSON CTLS INC COM 39,413 4,992,389.53 2 480074103 JONES APPAREL GROUP INC COM 57,214 3,203,709.37 2 482480100 KLA-TENCOR CORP COM 83,778 4,681,900.02 2 48666K109 KB HOME COM 21,260 1,439,365.78 2 487836108 KELLOGG CO COM 181,263 9,814,775.16 2 492386107 KERR MCGEE CORP COM 49,068 3,434,465.59 2 493267108 KEYCORP NEW COM 188,656 7,493,642.71 2 49337W100 KEYSPAN CORP COM 63,060 3,511,130.35 2 494368103 KIMBERLY CLARK CORP COM 228,370 17,128,343.76 2 49455P101 KINDER MORGAN INC KANS COM 54,041 3,609,214.65 2 495582108 KING PHARMACEUTICALS INC COM 106,893 2,903,235.26 2 499040103 KNIGHT RIDDER INC COM 36,563 3,653,923.41 2 500255104 KOHLS CORP COM 149,710 13,234,513.71 2 501044101 KROGER CO COM 343,315 8,380,662.47 2 502161102 LSI LOGIC CORP COM 165,103 1,505,178.01 2 524660107 LEGGETT & PLATT INC COM 86,414 3,063,825.65 2 524908100 LEHMAN BROS HLDGS INC COM 105,425 8,876,595.24 2 529771107 LEXMARK INTL NEW CL A 55,912 5,344,628.08 2 532457108 LILLY ELI & CO COM 498,778 50,042,396.74 2 532716107 LIMITED BRANDS INC COM 232,149 5,109,460.20 2 534187109 LINCOLN NATL CORP IND COM 78,611 3,922,405.90 2 535678106 LINEAR TECHNOLOGY CORP COM 138,525 5,629,323.54 2 539320101 LIZ CLAIBORNE INC COM 47,435 2,222,187.45 2 539830109 LOCKHEED MARTIN CORP COM 202,500 18,477,112.50 2 540424108 LOEWS CORP COM 82,336 5,783,840.52 2 546347105 LOUISIANA PAC CORP COM 46,434 591,327.70 2 548661107 LOWES COS INC COM 346,498 20,530,006.50 2 549463107 LUCENT TECHNOLOGIES INC COM 1,526,114 3,038,187.75 2 55262C100 MBIA INC COM 64,429 4,464,852.39 2 55262L100 MBNA CORP COM 567,286 17,047,851.96 2 552848103 MGIC INVT CORP WIS COM 44,612 2,911,111.45 2 564055101 MANOR CARE INC NEW COM 42,779 1,257,865.16 2 565849106 MARATHON OIL CORP COM 138,602 4,662,321.80 2 571748102 MARSH & MCLENNAN COS INC COM 238,456 17,410,101.78 2 571834100 MARSHALL & ILSLEY CORP COM 96,946 4,193,922.74 2 571903202 MARRIOTT INTL INC NEW CL A 105,570 5,482,735.72 2 574599106 MASCO CORP COM 218,448 7,265,362.03 2 577081102 MATTEL INC COM 194,139 5,874,063.72 2 57772K101 MAXIM INTEGRATED PRODS INC COM 142,237 7,425,226.56 2 577778103 MAY DEPT STORES CO COM 127,982 4,646,821.65 2 578592107 MAYTAG CORP COM 34,650 1,560,289.50 2 580037109 MCDERMOTT INTL INC COM 28,311 195,923.44 2 580135101 MCDONALDS CORP COM 563,575 14,318,411.88 2 580645109 MCGRAW HILL COS INC COM 86,047 8,217,075.47 2 58155Q103 MCKESSON CORP COM 129,259 5,520,315.82 2 583334107 MEADWESTVACO CORP COM 88,815 3,467,497.47 2 584699102 MEDIMMUNE INC COM 111,449 4,784,349.54 2 585055106 MEDTRONIC INC COM 541,733 39,030,779.18 2 58551A108 MELLON FINL CORP COM 191,338 7,893,419.58 2 589331107 MERCK & CO INC COM 1,000,027 89,446,214.98 2 589405109 MERCURY INTERACTIVE CORP COM 37,497 1,756,621.96 2 589433101 MEREDITH CORP COM 22,021 1,430,347.63 2 590188108 MERRILL LYNCH & CO INC COM 383,816 23,013,991.18 2 59156R108 METLIFE INC COM 310,923 13,283,625.51 2 594918104 MICROSOFT CORP COM 2,343,774 191,453,522.96 2 595112103 MICRON TECHNOLOGY INC COM 268,647 4,134,262.41 2 601073109 MILLIPORE CORP COM 21,488 1,154,335.36 2 604675108 MIRANT CORP COM 178,898 534,225.21 2 608554101 MOLEX INC COM 85,353 3,107,122.33 2 61166W101 MONSANTO CO NEW COM 116,065 3,530,116.98 2 615369105 MOODYS CORP COM 67,088 4,376,700.36 2 617446448 MORGAN STANLEY COM NEW 482,016 30,402,484.38 2 620076109 MOTOROLA INC COM 1,016,230 13,888,815.41 2 62886E108 NCR CORP NEW COM 43,318 1,624,823.53 2 635405103 NATIONAL CITY CORP COM 271,682 11,727,316.54 2 637640103 NATIONAL SEMICONDUCTOR CORP COM 80,337 1,905,256.22 2 63934E108 NAVISTAR INTL CORP NEW COM 26,850 1,031,303.13 2 64120L104 NETWORK APPLIANCE INC COM 149,628 2,364,122.40 2 650111107 NEW YORK TIMES CO CL A 67,244 4,858,607.63 2 651229106 NEWELL RUBBERMAID INC COM 118,702 5,688,366.02 2 651639106 NEWMONT MINING CORP COM 178,357 8,180,771.86 2 65332V103 NEXTEL COMMUNICATIONS INC CL A 400,624 7,310,987.38 2 654086107 NICOR INC COM 19,543 1,050,776.30 2 654106103 NIKE INC CL B 117,784 8,275,810.08 2 65473P105 NISOURCE INC COM 108,244 3,420,510.40 2 655664100 NORDSTROM INC COM 60,134 1,802,372.33 2 655844108 NORFOLK SOUTHERN CORP COM 172,559 5,450,137.97 2 659424105 NORTH FORK BANCORPORATION NY COM 71,703 3,822,429.57 2 665859104 NORTHERN TR CORP COM 98,090 5,432,126.11 2 666807102 NORTHROP GRUMMAN CORP COM 80,826 12,387,392.76 2 670006105 NOVELL INC COM 161,799 853,845.68 2 670008101 NOVELLUS SYS INC COM 66,003 2,928,315.50 2 670346105 NUCOR CORP COM 34,709 2,264,901.09 2 67066G104 NVIDIA CORP COM 67,944 1,235,616.00 2 674599105 OCCIDENTAL PETE CORP DEL COM 167,366 7,523,269.07 2 676220106 OFFICE DEPOT INC COM 137,002 3,194,996.24 2
Total Other Included Cusip Issuer Description Shares Market Value C$ Managers 681919106 OMNICOM GROUP INC COM 83,500 8,522,678.00 2 683718100 OPENWAVE SYS INC COM 1,000 3,160.00 2 68389X105 ORACLE CORP COM 2,378,035 40,578,789.24 2 69331C108 PG&E CORP COM 179,685 3,946,241.97 2 69344F106 PMC-SIERRA INC COM 74,342 653,079.60 2 693475105 PNC FINL SVCS GROUP INC COM 126,096 8,347,807.39 2 693506107 PPG INDS INC COM 75,229 5,960,920.27 2 69351T106 PPL CORP COM 73,017 4,000,922.70 2 693718108 PACCAR INC COM 51,453 3,750,172.49 2 695257105 PACTIV CORP COM 70,361 2,430,184.51 2 696429307 PALL CORP COM 54,539 1,437,342.62 2 696642206 PALM INC COM NEW 75 1,860.45 2 699173100 PARAMETRIC TECHNOLOGY CORP COM 115,968 461,738.19 2 701094104 PARKER HANNIFIN CORP COM 52,409 3,819,850.93 2 704326107 PAYCHEX INC COM 166,989 7,361,209.10 2 708160106 PENNEY J C INC COM 118,962 4,324,958.68 2 711030106 PEOPLES ENERGY CORP COM 15,744 961,438.85 2 712713106 PEOPLESOFT INC COM 138,966 4,018,062.92 2 713409100 PEPSI BOTTLING GROUP INC COM 124,522 5,056,340.33 2 713448108 PEPSICO INC COM 766,808 51,151,921.34 2 714046109 PERKINELMER INC COM 56,097 731,224.40 2 717081103 PFIZER INC COM 2,736,001 132,150,489.90 2 71713U102 PHARMACIA CORP COM 574,055 37,912,888.42 2 717265102 PHELPS DODGE CORP COM 39,472 1,973,876.30 2 723484101 PINNACLE WEST CAP CORP COM 40,162 2,163,213.68 2 724479100 PITNEY BOWES INC COM 105,023 5,419,480.86 2 729251108 PLUM CREEK TIMBER CO INC COM 82,078 3,060,524.46 2 739308104 POWER-ONE INC COM 35,483 317,878.00 2 74005P104 PRAXAIR INC COM 71,800 6,553,659.88 2 74144T108 PRICE T ROWE GROUP INC COM 54,336 2,342,012.01 2 74251V102 PRINCIPAL FINANCIAL GROUP IN COM 149,580 7,120,815.73 2 742718109 PROCTER & GAMBLE CO COM 1,114,778 151,370,353.69 2 743263105 PROGRESS ENERGY INC COM 105,167 7,203,203.33 2 743315103 PROGRESSIVE CORP OHIO COM 96,689 7,581,906.61 2 74406A102 PROVIDIAN FINL CORP COM 128,336 1,315,983.01 2 744320102 PRUDENTIAL FINL INC COM 251,361 12,605,553.06 2 744573106 PUBLIC SVC ENTERPRISE GROUP COM 98,755 5,008,656.09 2 745867101 PULTE HOMES INC COM 27,175 2,055,370.26 2 747277101 QLOGIC CORP COM 41,508 2,263,256.91 2 747525103 QUALCOMM INC COM 349,076 20,070,543.51 2 74834L100 QUEST DIAGNOSTICS INC COM 43,422 3,903,724.64 2 748767100 QUINTILES TRANSNATIONAL CORP COM 52,261 999,125.80 2 749121109 QWEST COMMUNICATIONS INTL IN COM 752,739 5,946,638.10 2 750438103 RADIOSHACK CORP COM 74,784 2,214,294.41 2 75409P202 RATIONAL SOFTWARE CORP COM NEW 86,655 1,422,545.81 2 755111507 RAYTHEON CO COM NEW 180,214 8,755,697.19 2 758110100 REEBOK INTL LTD COM 26,622 1,236,645.14 2 758940100 REGIONS FINL CORP COM 98,183 5,175,108.11 2 76182K105 REYNOLDS R J TOB HLDGS INC COM 39,159 2,605,397.07 2 770323103 ROBERT HALF INTL INC COM 76,943 1,958,491.73 2 773903109 ROCKWELL AUTOMATION INC COM 82,540 2,700,857.37 2 774341101 ROCKWELL COLLINS INC COM 81,228 2,985,193.98 2 775371107 ROHM & HAAS CO COM 98,168 5,037,824.69 2 779382100 ROWAN COS INC COM 41,535 1,489,694.31 2 783549108 RYDER SYS INC COM 27,697 982,002.67 2 78387G103 SBC COMMUNICATIONS INC COM 1,431,720 61,326,008.14 2 78442P106 SLM CORP COM 68,171 11,186,779.29 2 785905100 SABRE HLDGS CORP CL A 63,349 1,812,655.62 2 786429100 SAFECO CORP COM 61,364 3,361,434.01 2 786514208 SAFEWAY INC COM NEW 195,848 7,228,514.66 2 790849103 ST JUDE MED INC COM 78,837 4,947,620.91 2 792860108 ST PAUL COS INC COM 100,558 5,409,919.84 2 800907107 SANMINA SCI CORP COM 234,532 1,663,816.91 2 803111103 SARA LEE CORP COM 346,190 12,312,524.30 2 806605101 SCHERING PLOUGH CORP COM 651,184 22,840,929.98 2 806857108 SCHLUMBERGER LTD COM 257,813 17,145,131.69 2 808513105 SCHWAB CHARLES CORP NEW COM 597,579 10,244,296.80 2 808655104 SCIENTIFIC ATLANTA INC COM 68,519 1,283,963.84 2 81211K100 SEALED AIR CORP NEW COM 37,268 2,196,352.31 2 812387108 SEARS ROEBUCK & CO COM 140,443 5,314,503.56 2 816851109 SEMPRA ENERGY COM 90,959 3,398,864.95 2 824348106 SHERWIN WILLIAMS CO COM 66,545 2,970,236.08 2 826170102 SIEBEL SYS INC COM 215,143 2,542,646.03 2 826552101 SIGMA ALDRICH CORP COM 31,832 2,449,345.07 2 828806109 SIMON PPTY GROUP INC NEW COM 83,311 4,484,681.12 2 833034101 SNAP ON INC COM 25,932 1,151,738.66 2 834182107 SOLECTRON CORP COM 366,744 2,057,067.10 2 842587107 SOUTHERN CO COM 316,784 14,209,726.46 2 844730101 SOUTHTRUST CORP COM 153,999 6,046,462.74 2 844741108 SOUTHWEST AIRLS CO COM 343,943 7,553,676.17 2 852061100 SPRINT CORP COM FON GROUP 377,184 8,629,366.43 2 852061506 SPRINT CORP PCS COM SER 1 443,594 3,069,847.92 2 854616109 STANLEY WKS COM 39,190 2,141,200.52 2 855030102 STAPLES INC COM 208,942 6,041,348.99 2 855244109 STARBUCKS CORP COM 172,423 5,552,089.57 2 85590A203 STARWOOD HOTELS&RESORTS WRLD PAIRED CTF 88,563 3,321,927.28 2 857477103 STATE STR CORP COM 144,020 8,874,512.40 2 860831106 STILWELL FINL INC COM 98,781 2,039,886.92 2 863667101 STRYKER CORP COM 87,893 9,321,017.49 2 866810104 SUN MICROSYSTEMS INC COM 1,383,905 6,800,232.39 2 867363103 SUNGARD DATA SYS INC COM 125,723 4,680,013.53 2
Total Other Included Cusip Issuer Description Shares Market Value C$ Managers 86764P109 SUNOCO INC COM 33,890 1,776,662.92 2 867914103 SUNTRUST BKS INC COM 125,940 11,326,237.58 2 868536103 SUPERVALU INC COM 59,327 1,547,592.26 2 871508107 SYMBOL TECHNOLOGIES INC COM 102,371 1,329,553.60 2 87161C105 SYNOVUS FINL CORP COM 133,133 4,080,792.72 2 871829107 SYSCO CORP COM 291,619 13,725,981.42 2 872375100 TECO ENERGY INC COM 77,987 1,906,205.05 2 872540109 TJX COS INC NEW COM 234,526 7,233,157.08 2 872941109 TMP WORLDWIDE INC COM 49,360 882,053.33 2 873168108 TXU CORP COM 143,029 4,221,415.12 2 87612E106 TARGET CORP COM 403,325 19,117,605.00 2 879131100 TEKTRONIX INC COM 38,624 1,110,061.48 2 879664100 TELLABS INC COM 182,928 2,101,220.76 2 879868107 TEMPLE INLAND INC COM 23,850 1,688,575.23 2 88033G100 TENET HEALTHCARE CORP COM 216,540 5,610,984.48 2 880770102 TERADYNE INC COM 81,288 1,670,939.87 2 882508104 TEXAS INSTRS INC COM 769,067 18,239,039.16 2 883203101 TEXTRON INC COM 89,987 6,112,294.99 2 883556102 THERMO ELECTRON CORP COM 72,602 2,307,988.54 2 884315102 THOMAS & BETTS CORP COM 25,883 691,127.87 2 88579Y101 3M CO COM 173,247 33,750,941.06 2 886547108 TIFFANY & CO NEW COM 64,575 2,439,501.44 2 891027104 TORCHMARK CORP COM 52,585 3,035,069.48 2 892335100 TOYS R US INC COM 94,338 1,490,540.40 2 89420G109 TRAVELERS PPTY CAS CORP NEW CL A 285 6,596.90 2 89420G406 TRAVELERS PPTY CAS CORP NEW CL B 446,208 10,328,376.58 2 896047107 TRIBUNE CO NEW COM 135,327 9,720,105.36 2 899896104 TUPPERWARE CORP COM 25,899 617,079.93 2 902124106 TYCO INTL LTD NEW COM 885,858 23,906,118.33 2 902911106 UST INC COM 75,001 3,961,507.82 2 902973304 US BANCORP DEL COM NEW 793,010 26,587,722.08 2 907818108 UNION PAC CORP COM 112,457 10,637,824.93 2 908068109 UNION PLANTERS CORP COM 87,968 3,911,162.84 2 909214108 UNISYS CORP COM 144,067 2,253,496.01 2 911312106 UNITED PARCEL SERVICE INC CL B 495,764 49,411,013.13 2 912909108 UNITED STATES STL CORP NEW COM 45,418 941,496.97 2 913017109 UNITED TECHNOLOGIES CORP COM 210,307 20,581,736.62 2 91324P102 UNITEDHEALTH GROUP INC COM 120,677 15,920,916.61 2 914906102 UNIVISION COMMUNICATIONS INC CL A 101,724 3,937,736.04 2 915289102 UNOCAL CORP COM 114,506 5,532,517.70 2 91529Y106 UNUMPROVIDENT CORP COM 107,228 2,971,631.01 2 918204108 V F CORP COM 48,242 2,747,816.08 2 923436109 VERITAS SOFTWARE CO COM 182,750 4,510,196.90 2 92343V104 VERIZON COMMUNICATIONS COM 1,211,379 74,166,679.28 2 925524100 VIACOM INC CL A 781,927 50,356,724.34 2 92839U107 VISTEON CORP COM 57,763 635,208.16 2 929160109 VULCAN MATLS CO COM 45,075 2,670,693.75 2 929903102 WACHOVIA CORP 2ND NEW COM 603,977 34,774,096.57 2 931142103 WAL MART STORES INC COM 1,958,300 156,283,698.14 2 931422109 WALGREEN CO COM 455,059 20,987,412.09 2 939322103 WASHINGTON MUT INC COM 420,325 22,931,839.16 2 94106L109 WASTE MGMT INC DEL COM 270,254 9,786,870.25 2 941848103 WATERS CORP COM 57,339 1,973,172.60 2 942683103 WATSON PHARMACEUTICALS INC COM 47,452 2,119,519.50 2 94973H108 WELLPOINT HEALTH NETWORK NEW COM 66,049 7,426,074.01 2 949746101 WELLS FARGO & CO NEW COM 698,899 51,756,685.89 2 950590109 WENDYS INTL INC COM 51,239 2,191,522.77 2 962166104 WEYERHAEUSER CO COM 97,213 7,558,485.73 2 963320106 WHIRLPOOL CORP COM 30,280 2,498,330.13 2 969457100 WILLIAMS COS INC DEL COM 229,400 978,620.40 2 974280109 WINN DIXIE STORES INC COM 62,499 1,508,875.86 2 981811102 WORTHINGTON INDS INC COM 38,064 916,550.67 2 982526105 WRIGLEY WM JR CO COM 100,045 8,674,941.97 2 983024100 WYETH COM 588,589 34,780,901.19 2 98389B100 XCEL ENERGY INC COM 177,029 3,076,764.02 2 983919101 XILINX INC COM 149,676 4,871,654.45 2 984121103 XEROX CORP COM 326,473 4,152,410.09 2 984332106 YAHOO INC COM 262,357 6,777,468.38 2 988498101 YUM BRANDS INC COM 131,219 5,021,436.20 2 98956P102 ZIMMER HLDGS INC COM 86,596 5,680,836.15 2 989701107 ZIONS BANCORPORATION COM 40,367 2,509,673.56 2 013104104 ALBERTSONS INC COM 220,000 7,737,576.08 3 060505104 BANK OF AMERICA CORPORATION COM 117,000 12,860,710.14 3 064057102 BANK NEW YORK INC COM 138,000 5,224,238.20 3 126650100 CVS CORP COM 120,000 4,734,311.87 3 189054109 CLOROX CO DEL COM 60,000 3,910,500.00 3 209115104 CONSOLIDATED EDISON INC COM 400,000 27,062,239.80 3 247025109 DELL COMPUTER CORP COM 75,000 3,168,689.97 3 291011104 EMERSON ELEC CO COM 20,000 1,606,859.95 3 337932107 FIRSTENERGY CORP COM 77,000 3,693,597.67 3 372460105 GENUINE PARTS CO COM 331,701 17,279,168.15 3 375766102 GILLETTE CO COM 250,000 12,165,999.70 3 401698105 GUIDANT CORP COM 100,000 4,874,300.06 3 404119109 HCA INC COM 169,300 11,101,001.00 3 549463107 LUCENT TECHNOLOGIES INC COM 125,000 248,850.00 3 57685P304 MATRIXONE INC COM 35,979 207,775.13 3 620076109 MOTOROLA INC COM 100,000 1,366,699.94 3 67019E107 NSTAR COM 395,000 27,703,798.62 3 74144T108 PRICE T ROWE GROUP INC COM 1,400,000 60,343,361.53 3 759930100 RENAL CARE GROUP INC COM 325,000 16,247,139.69 3 81013T705 SCOTTISH PWR PLC SPON ADR FINAL 579,100 20,971,295.83 3
Total Other Included Cusip Issuer Description Shares Market Value C$ Managers 857477103 STATE STR CORP COM 130,000 8,010,600.00 3 86074Q102 STILLWATER MNG CO COM 140,000 1,183,419.98 3 872375100 TECO ENERGY INC COM 485,000 11,854,661.21 3 902973304 US BANCORP DEL COM NEW 63,250 2,120,620.63 3 949746101 WELLS FARGO & CO NEW COM 248,000 18,365,540.38 3 00086T103 A C MOORE ARTS & CRAFTS INC COM 800 16,061.37 4 000886101 A D C TELECOMMUNICATIONS COM 5,900 19,478.05 4 000912105 ACM INCOME FUND INC COM 1,600 21,381.47 4 001055102 AFLAC INC COM 1,400 66,608.57 4 001669100 AMC ENTMT INC COM 1,900 26,560.97 4 001744101 AMN HEALTHCARE SERVICES INC COM 550 14,691.07 4 001765106 AMR CORP COM 200 2,085.07 4 00184A105 AOL TIME WARNER INC COM 29,020 600,503.90 4 001941103 ATI TECHNOLOGIES INC COM 29,400 213,738.00 4 001957505 AT&T CORP COM NEW 5,841 240,902.44 4 002050102 ASA LTD COM 500 32,366.00 4 00209A106 AT&T WIRELESS SVCS INC COM 10,580 94,423.75 4 002824100 ABBOTT LABS COM 90,436 5,714,108.22 4 002893105 ABER DIAMOND CORP COM 674,850 20,751,637.50 4 002896207 ABERCROMBIE & FITCH CO CL A 195 6,302.13 4 003924107 ABITIBI-CONSOLIDATED INC COM 110,132 1,335,901.16 4 004930202 ACTIVISION INC NEW COM NEW 80 1,843.71 4 007094105 ADMINISTAFF INC COM 10,950 103,779.72 4 00724F101 ADOBE SYS INC COM 3,250 93,724.80 4 00751Y106 ADVANCED AUTO PARTS INC COM 200 15,448.49 4 007865108 AEROPOSTALE COM 1,800 30,053.47 4 007903107 ADVANCED MICRO DEVICES INC COM 2,000 20,408.43 4 00790K109 ADVANCEPCS COM 500 17,541.46 4 007924103 AEGON N V ORD AMER REG 2,148 43,531.94 4 00817Y108 AETNA INC NEW COM 1,100 52,595.40 4 008190100 AFFILIATED COMPUTER SERVICES CL A 50 4,158.30 4 008252108 AFFILIATED MANAGERS GROUP COM 200 11,697.68 4 00845V100 AGERE SYS INC CL A 233 529.99 4 00845V209 AGERE SYS INC CL B 1,031 2,279.99 4 00846U101 AGILENT TECHNOLOGIES INC COM 944 26,780.92 4 008474108 AGNICO EAGLE MINES LTD COM 28,106 655,716.32 4 008474132 AGNICO EAGLE MINES LTD *W EXP 11/07/200 1,000 7,976.98 4 008916108 AGRIUM INC COM 27,571 488,006.70 4 009158106 AIR PRODS & CHEMS INC COM 900 60,775.11 4 01167P101 ALASKA COMMUNICATIONS SYS GR COM 40,000 116,258.56 4 012348108 ALBANY INTL CORP CL A 500 16,317.27 4 013068200 ALBERTO CULVER CO CL A 1,950 149,667.89 4 013104104 ALBERTSONS INC COM 19,160 673,701.93 4 013716105 ALCAN INC COM 184,923 8,567,481.29 4 013817101 ALCOA INC COM 2,765 98,572.25 4 013904305 ALCATEL SPONSORED ADR 40,650 285,095.69 4 014383103 ALDERWOODS GROUP INC COM 34,000 254,568.34 4 017361106 ALLEGHENY ENERGY INC COM 2,000 23,883.55 4 018522102 ALLETE INC COM 550 19,703.93 4 01853E204 ALLIANCE ATLANTIS COMMUNICAT CL B NON-VTG 1,550 26,334.50 4 01855A101 ALLIANCE CAP MGMT HLDG L P UNIT LTD PARTN 1,900 93,038.44 4 01859P609 ALLIANCE GAMING CORP COM NEW 700 18,830.41 4 018804104 ALLIANT TECHSYSTEMS INC COM 30 2,954.64 4 019228402 ALLIED IRISH BKS P L C SPON ADR ORD 2,000 84,919.30 4 019855105 ALLOY INC COM 900 15,566.96 4 020002101 ALLSTATE CORP COM 2,900 169,445.27 4 020039103 ALLTEL CORP COM 1,123 90,468.43 4 02364W105 AMERICA MOVIL S A DE C V SPON ADR L SHS 23,000 521,710.29 4 025537101 AMERICAN ELEC PWR INC COM 6,460 278,881.22 4 02553E106 AMERICAN EAGLE OUTFITTERS NE COM 125 2,002.91 4 025816109 AMERICAN EXPRESS CO COM 193,158 10,785,722.52 4 025932104 AMERICAN FINL GROUP INC OHIO COM 200 7,288.27 4 026874107 AMERICAN INTL GROUP INC COM 62,955 5,752,819.09 4 02886P109 AMERICAN PHARMACEUTICALS PTN COM 800 22,493.50 4 029066107 AMERICAN PWR CONVERSION CORP COM 22,625 541,437.52 4 029712106 AMERICAN STD COS INC DEL COM 5,895 662,437.33 4 030411102 AMERICAN WTR WKS INC COM 17,350 1,246,427.61 4 03060R101 AMERICREDIT CORP COM 160 1,956.18 4 03073E105 AMERISOURCEBERGEN CORP COM 11,425 980,128.77 4 03073T102 AMERIGROUP CORP COM 300 14,363.30 4 031162100 AMGEN INC COM 5,850 446,693.50 4 032037103 AMPCO-PITTSBURGH CORP COM 10,000 192,079.36 4 03235E100 AMVESCAP PLC SPONSORED ADR 3,900 77,621.54 4 032511107 ANADARKO PETE CORP COM 1,640 124,087.06 4 032654105 ANALOG DEVICES INC COM 650 24,508.28 4 034425108 ANDREW CORP COM 20,000 324,765.76 4 034918102 ANGIOTECH PHARMACEUTICALS IN COM 8,100 433,917.00 4 035229103 ANHEUSER BUSCH COS INC COM 52,150 3,987,005.18 4 03674B104 ANTHEM INC COM 3,000 298,070.52 4 03674E108 ANTEON INTL CORP COM 500 18,955.20 4 037032109 ANTIGENICS INC DEL COM 1,500 24,262.66 4 037389103 AON CORP COM 2,500 74,596.61 4 037411105 APACHE CORP COM 2,810 252,960.15 4 037833100 APPLE COMPUTER INC COM 400 9,054.27 4 037899101 APPLEBEES INTL INC COM 400 14,653.00 4 038222105 APPLIED MATLS INC COM 10,965 225,683.69 4 039483102 ARCHER DANIELS MIDLAND CO COM 40,173 786,870.16 4 04033V104 ARIBA INC COM 12,500 48,967.60 4 040790107 ARKANSAS BEST CORP DEL COM 400 16,415.84 4 042735100 ARROW ELECTRS INC COM 400 8,081.23 4 04516X106 ASIA SATELLITE TELECOMMUNCNT SPONSORED ADR 6,100 109,749.03 4
Total Other Included Cusip Issuer Description Shares Market Value C$ Managers 04518A104 ASIAINFO HLDGS INC COM 1,650 16,524.20 4 04648X107 ASYST TECHNOLOGY CORP COM 200 1,709.30 4 052528304 AUSTRALIA&NEW ZEALAND BKG GR SPONSORED ADR 1,700 131,446.41 4 053332102 AUTOZONE INC COM 75 8,369.91 4 053499109 AVAYA INC COM 48,506 187,719.19 4 053561106 AVENTIS SPONSORED ADR 2,800 239,675.87 4 053807103 AVNET INC COM 1,400 23,949.90 4 054303102 AVON PRODS INC COM 3,600 306,334.99 4 054536107 AXA SPONSORED ADR 13,000 276,193.06 4 054540109 AXCELIS TECHNOLOGIES INC COM 4,100 36,325.90 4 055262505 B A S F A G SPONSORED ADR 200 12,074.46 4 05534B109 BCE INC COM 1,847,046 52,640,810.82 4 055434203 BG PLC ADR FIN INST N 800 26,853.20 4 055472104 BISYS GROUP INC COM 85 2,134.83 4 055622104 BP PLC SPONSORED ADR 26,842 1,723,544.68 4 055630107 BP PRUDHOE BAY RTY TR UNIT BEN INT 2,000 46,629.79 4 05577E101 BT GROUP PLC ADR 850 42,065.54 4 057224107 BAKER HUGHES INC COM 16,485 838,218.14 4 05858H104 BALLARD PWR SYS INC COM 2,150 37,560.50 4 060505104 BANK OF AMERICA CORPORATION COM 27,124 2,980,731.55 4 063671101 BANK MONTREAL QUE COM 1,678,567 69,979,467.13 4 064057102 BANK NEW YORK INC COM 27,482 1,040,117.19 4 064149107 BANK NOVA SCOTIA HALIFAX COM 1,601,309 84,324,941.62 4 06423A103 BANK ONE CORP COM 19,860 1,146,604.79 4 067383109 BARD C R INC COM 50 4,580.84 4 06738E204 BARCLAYS PLC ADR 2,000 78,032.24 4 067774109 BARNES & NOBLE INC COM 600 17,126.02 4 067901108 BARRICK GOLD CORP COM 111,870 2,724,036.55 4 071813109 BAXTER INTL INC COM 25,620 1,133,141.86 4 072730302 BAYER A G SPONSORED ADR 3,100 106,014.85 4 075887109 BECTON DICKINSON & CO COM 5,000 242,389.62 4 077914307 BELL CDA INTL INC COM NEW 767 1,503.32 4 079860102 BELLSOUTH CORP COM 32,300 1,319,915.34 4 08135F107 BEMA GOLD CORP COM 300 609 4 081906109 BENNETT ENVIRONMENTAL INC COM 5,000 53,000.00 4 084423102 BERKLEY W R CORP COM 600 37,540.77 4 084670108 BERKSHIRE HATHAWAY INC DEL CL A 126 14,479,403.40 4 084670207 BERKSHIRE HATHAWAY INC DEL CL B 622 2,380,624.64 4 086516101 BEST BUY INC COM 1,030 39,291.76 4 090572207 BIO RAD LABS INC CL A 200 12,226.10 4 090613100 BIOMET INC COM 2,594 117,433.85 4 09065H105 BIOPURE CORP CL A 700 4,113.28 4 09066H104 BIOSOURCE INTL INC COM 1,000 9,461.80 4 09067D201 BIOTECH HOLDERS TR DEPOSTRY RCPTS 300 29,497.68 4 09067J109 BIOVAIL CORP COM 83,295 3,504,220.65 4 09161R106 BIOMIRA INC COM 25,000 36,250.00 4 091797100 BLACK & DECKER CORP COM 1,925 130,416.91 4 093671105 BLOCK H & R INC COM 110 6,984.99 4 097023105 BOEING CO COM 40,484 2,109,661.89 4 099724106 BORG WARNER INC COM 900 71,679.09 4 101121101 BOSTON PROPERTIES INC COM 3,725 216,884.61 4 102183100 BOWATER INC COM 717 47,511.45 4 10549P606 BRASCAN CORP CL A LTD VT SH 190,938 6,062,290.39 4 109195107 BRIGHT HORIZON FAMILY SOLUTI COM 500 16,348.85 4 110122108 BRISTOL MYERS SQUIBB CO COM 171,011 6,253,485.79 4 110419306 BRITISH AWYS PLC ADR 2ND INSTAL 250 8,829.96 4 110448107 BRITISH AMERN TOB PLC SPONSORED ADR 2,500 77,795.30 4 111320107 BROADCOM CORP CL A 5,500 130,838.27 4 111621108 BROCADE COMMUNICATIONS SYS I COM 1,400 9,155.36 4 112900105 BROOKFIELD PPTYS CORP COM 16,290 465,568.20 4 115637100 BROWN FORMAN CORP CL A 8,300 878,415.56 4 11679P101 BRUKER AXS INC COM 2,900 8,841.02 4 12189T104 BURLINGTON NORTHN SANTA FE C COM 3,700 152,015.97 4 122014103 BURLINGTON RES INC COM 1,643 109,916.70 4 12328X107 BUSINESS OBJECTS S A SPONSORED ADR 300 7,108.20 4 124765108 CAE INC COM 226,940 1,173,279.80 4 125129106 CDW COMPUTER CTRS INC COM 1,500 103,898.19 4 12541C203 CHC HELICOPTER CORP CL A SUB VTG 6,500 184,795.00 4 125509109 CIGNA CORP COM 800 51,962.52 4 125581108 CIT GROUP INC COM 34,675 1,073,543.55 4 125750109 CMGI INC COM 1,200 1,859.51 4 125896100 CMS ENERGY CORP COM 11,215 167,231.62 4 12612W104 CNF INC COM 700 36,754.13 4 126132109 CNOOC LTD SPONSORED ADR 3,400 139,905.17 4 12616K106 CP HOLDRS DEP RCPTS CP 1,600 109,760.00 4 126408103 CSX CORP COM 880 39,352.26 4 126501105 CTS CORP COM 600 7,345.14 4 126650100 CVS CORP COM 58,250 2,297,532.15 4 126830207 CABLE & WIRELESS PUB LTD CO SPONSORED ADR 70,200 258,368.85 4 127150308 CACHE INC COM NEW 125 2,724.81 4 127190304 CACI INTL INC CL A 400 22,518.78 4 127209302 CADBURY SCHWEPPES PLC ADR 1,600 64,725.69 4 127387108 CADENCE DESIGN SYSTEM INC COM 17,950 334,291.54 4 13054D109 CALIFORNIA PIZZA KITCHEN INC COM 500 19,902.96 4 13321L108 CAMECO CORP COM 17,550 657,774.00 4 134429109 CAMPBELL SOUP CO COM 6,724 249,280.28 4 135113108 CANADA LIFE FINL CORP COM 15,661 630,981.69 4 136069101 CDN IMPERIAL BK OF COMMERCE COM 1,274,300 55,457,526.74 4 136375102 CANADIAN NATL RY CO COM 114,105 7,447,633.35 4 136385101 CANADIAN NAT RES LTD COM 84,229 3,941,917.20 4 13645T100 CANADIAN PAC RY LTD COM 340,837 10,617,066.03 4
Total Other Included Cusip Issuer Description Shares Market Value C$ Managers 138006309 CANON INC ADR 1,500 87,312.39 4 14149Y108 CARDINAL HEALTH INC COM 7,639 714,219.95 4 141705103 CAREMARK RX INC COM 4,011 102,956.35 4 143130102 CARMAX INC COM 17 480.14 4 143658102 CARNIVAL CORP COM 1,065 41,972.74 4 149123101 CATERPILLAR INC DEL COM 29,405 2,123,608.87 4 150921104 CELL GENESYS INC COM 200 3,522.82 4 15101Q108 CELESTICA INC SUB VTG SHS 3,980 87,759.00 4 151158102 CELLTECH GROUP PLC SPONSORED ADR 2,200 37,600.80 4 151290889 CEMEX S A SPON ADR 5 ORD 18,307 622,020.53 4 151313103 CENDANT CORP COM 80,400 1,330,958.32 4 15135B101 CENTENE CORP DEL COM 400 21,223.51 4 152312104 CENTEX CORP COM 680 53,921.23 4 153501101 CENTRAL FD CDA LTD CL A 368,375 2,788,598.75 4 155771108 CENTRAL VT PUB SVC CORP COM 1,500 43,312.63 4 156700106 CENTURYTEL INC COM 450 20,883.89 4 156880106 CERTEGY INC COM 2,500 96,947.95 4 160903100 CHARTER ONE FINL INC COM 20,273 920,027.42 4 165167107 CHESAPEAKE ENERGY CORP COM 550 6,724.36 4 166764100 CHEVRONTEXACO CORP COM 27,052 2,840,779.43 4 168834109 CHILE FD INC COM 13,700 156,893.77 4 169373107 CHINA FD INC COM 400 8,687.80 4 169657103 CHIPPAC INC CL A 1,900 10,654.40 4 170040109 CHIRON CORP COM 400 23,757.18 4 171232101 CHUBB CORP COM 9,050 746,218.84 4 171484108 CHURCHILL DOWNS INC COM 2,000 120,618.26 4 172737108 CIRCUIT CITY STORE INC COM 130 1,523.68 4 17273K109 CIRCOR INTL INC COM 700 17,580.95 4 17275R102 CISCO SYS INC COM 225,625 4,668,803.97 4 172908105 CINTAS CORP COM 825 59,620.03 4 172967101 CITIGROUP INC COM 301,120 16,738,093.66 4 179584107 CLAIRES STORES INC COM 200 6,972.35 4 184502102 CLEAR CHANNEL COMMUNICATIONS COM 300 17,670.99 4 189054109 CLOROX CO DEL COM 10,000 651,585.00 4 191216100 COCA COLA CO COM 112,712 7,805,268.13 4 191219104 COCA COLA ENTERPRISES INC COM 300 10,292.67 4 192108108 COEUR D ALENE MINES CORP IDA COM 7 21.23 4 192446102 COGNIZANT TECHNOLOGY SOLUTIO CL A 200 22,818.90 4 19244C109 COGNOS INC COM 54,685 2,023,345.00 4 194162103 COLGATE PALMOLIVE CO COM 32,970 2,730,523.57 4 20030N101 COMCAST CORP NEW CL A 9,645 359,094.65 4 200340107 COMERICA INC COM 700 47,811.33 4 205887102 CONAGRA FOODS INC COM 30,100 1,189,124.46 4 206197105 CONCORD EFS INC COM 100 2,486.29 4 20825C104 CONOCOPHILLIPS COM 13,046 997,195.07 4 209115104 CONSOLIDATED EDISON INC COM 2,066 139,741.08 4 21036P108 CONSTELLATION BRANDS INC CL A 300 11,235.69 4 210371100 CONSTELLATION ENERGY GROUP I COM 1,300 57,127.81 4 212485106 CONVERGYS CORP COM 76,205 1,823,657.28 4 217016104 COORS ADOLPH CO CL B 1,000 96,750.50 4 218868107 CORINTHIAN COLLEGES INC COM 600 35,882.19 4 219023108 CORN PRODS INTL INC COM 35 1,665.77 4 219350105 CORNING INC COM 57,140 298,755.12 4 21988R102 CORPORATE EXECUTIVE BRD CO COM 400 20,168.33 4 220874101 CORUS ENTERTAINMENT INC COM CL B NON VTG 2,666 50,520.70 4 22087M101 CORUS GROUP PLC SPONSORED ADR 500 3,293.47 4 22160K105 COSTCO WHSL CORP NEW COM 24,485 1,085,262.76 4 22226R102 COUNSEL CORP COM 6,000 16,200.00 4 224044107 COX COMMUNICATIONS INC NEW CL A 18,195 816,239.34 4 22409V102 CP SHIPS LTD COM 97,415 2,066,172.15 4 224399105 CRANE CO COM 300 9,444.43 4 225447101 CREE INC COM 2,000 51,652.92 4 225606102 CREO INC COM 1,400 18,004.00 4 22754R201 CROSS MEDIA MARKETING CORP COM NEW 5,000 4,343.90 4 228255105 CROWN CORK & SEAL INC COM 1,500 18,836.73 4 22942F101 CRYSTALLEX INTL CORP COM 39,900 92,967.00 4 22943D105 CTI MOLECULAR IMAGING INC COM 450 17,528.82 4 231264102 CURATIVE HEALTH SVCS INC COM 500 13,624.05 4 23126R101 CURAGEN CORP COM 800 5,876.11 4 232572107 CYMER INC COM 150 7,641.31 4 232806109 CYPRESS SEMICONDUCTOR CORP COM 200 1,807.06 4 23330X100 DRS TECHNOLOGIES INC COM 650 23,679.63 4 23331A109 D R HORTON INC COM 470 12,880.85 4 233331107 DTE ENERGY CO COM 1,147 84,067.58 4 235811106 DANA CORP COM 700 13,003.27 4 235851102 DANAHER CORP DEL COM 3,900 404,740.91 4 23918K108 DAVITA INC COM 11,000 428,656.05 4 242370104 DEAN FOODS CO NEW COM 1,600 93,765.06 4 244199105 DEERE & CO COM 1,535 111,171.85 4 24522P103 DEL MONTE FOODS CO COM 34,343 412,112.04 4 247025109 DELL COMPUTER CORP COM 122,665 5,181,186.09 4 247126105 DELPHI CORP COM 419 5,327.91 4 247916208 DENBURY RES INC COM NEW 85,900 1,533,270.33 4 249906108 DESCARTES SYS GROUP INC COM 10,630 51,555.50 4 251566105 DEUTSCHE TELEKOM AG SPONSORED ADR 40,400 810,461.17 4 25179M103 DEVON ENERGY CORP NEW COM 295 21,388.57 4 251893103 DEVRY INC DEL COM 125 3,279.64 4 25243Q205 DIAGEO P L C SPON ADR NEW 4,740 323,069.68 4 252450101 DIAGNOSTIC PRODS CORP COM 200 12,200.83 4 25271C102 DIAMOND OFFSHORE DRILLING IN COM 500 17,257.13 4 252787106 DIAMONDS TR UNIT SER 1 550 72,551.82 4
Total Other Included Cusip Issuer Description Shares Market Value C$ Managers 253651103 DIEBOLD INC COM 23,625 1,538,250.02 4 254687106 DISNEY WALT CO COM DISNEY 36,327 935,902.53 4 256159104 DOCUMENTUM INC COM 850 21,026.06 4 256669102 DOLLAR GEN CORP COM 25,000 471,905.50 4 256747106 DOLLAR TREE STORES INC COM 9,000 257,128.20 4 25746U109 DOMINION RES INC VA NEW COM 2,411 209,082.02 4 257561100 DOMTAR INC COM 67,338 1,057,206.60 4 25811P100 DORAL FINL CORP COM 70 3,162.36 4 25822C205 DOREL INDS INC CL B SUB VTG 20,640 743,040.00 4 260543103 DOW CHEM CO COM 8,875 416,362.82 4 26150J101 DRAXIS HEALTH INC COM 2,000 4,640.00 4 263534109 DU PONT E I DE NEMOURS & CO COM 53,467 3,580,954.46 4 264399106 DUKE ENERGY CORP COM 42,545 1,313,167.76 4 26483E100 DUN & BRADSTREET CORP DEL NE COM 100 4,010.47 4 266898105 DUSA PHARMACEUTICALS INC COM 7 18.03 4 26784F103 DYNAMEX INC COM 292 1,904.93 4 268648102 E M C CORP MASS COM 15,790 153,143.17 4 268780103 E ON AG SPONSORED ADR 1,900 122,780.73 4 277432100 EASTMAN CHEM CO COM 1,200 69,698.27 4 277461109 EASTMAN KODAK CO COM 1,431 79,204.68 4 278058102 EATON CORP COM 700 86,367.79 4 278751102 ECHO BAY MINES LTD COM 2,357 4,619.72 4 281020107 EDISON INTL COM 19,020 356,021.31 4 28139T101 EDUCATION MGMT CORP COM 50 2,969.65 4 28176E108 EDWARDS LIFESCIENCES CORP COM 460 18,506.91 4 28336L109 EL PASO CORP COM 40,180 441,739.56 4 28368B102 EL PASO ENERGY PARTNERS L P COM 5,400 237,470.75 4 284131208 ELAN PLC ADR 11,000 42,743.98 4 284868106 ELECTRIC CITY CORP COM 81 98.52 4 285661104 ELECTRONIC DATA SYS NEW COM 28,130 818,921.35 4 286082102 ELECTRONICS FOR IMAGING INC COM 3,300 84,763.39 4 28660G106 ELIZABETH ARDEN INC COM 4,200 98,187.94 4 291011104 EMERSON ELEC CO COM 65,274 5,242,981.31 4 291525103 EMMIS COMMUNICATIONS CORP CL A 500 16,451.53 4 292475209 EMULEX CORP COM NEW 860 25,199.36 4 292505104 ENCANA CORP COM 977,053 47,660,668.47 4 29250N105 ENBRIDGE INC COM 893,701 38,080,615.91 4 29274D604 ENERPLUS RES FD UNIT TR G NEW 77,060 2,161,533.00 4 29355X107 ENPRO INDS INC COM 70 442.29 4 29364G103 ENTERGY CORP NEW COM 800 57,611.17 4 29382R107 ENTRAVISION COMMUNICATIONS C CL A 500 7,882.20 4 293848107 ENTRUST INC COM 4,200 22,291.32 4 29412E100 EON LABS INC COM 250 7,467.56 4 294821608 ERICSSON L M TEL CO ADR B SEK 10 360 2,527.20 4 30063P105 EXACT SCIENCES CORP COM 300 5,132.12 4 30161N101 EXELON CORP COM 12,905 1,075,702.62 4 302182100 EXPRESS SCRIPTS INC COM 1,925 146,076.67 4 30224P101 EXTENDED STAY AMER INC COM 900 20,969.19 4 30224T871 EXTENDICARE INC CDA SUB VTG SH 29,300 123,060.00 4 30226D106 EXTREME NETWORKS INC COM 37,500 193,698.45 4 30231G102 EXXON MOBIL CORP COM 428,094 23,627,043.44 4 302571104 FPL GROUP INC COM 2,700 256,449.64 4 305204109 FAIRMONT HOTELS RESORTS INC COM 64,423 2,359,170.26 4 313400301 FEDERAL HOME LN MTG CORP COM 79,250 7,392,073.87 4 313586109 FEDERAL NATL MTG ASSN COM 62,275 6,328,115.72 4 31410H101 FEDERATED DEPT STORES INC DE COM 16,900 767,755.10 4 31428X106 FEDEX CORP COM 1,890 161,870.77 4 31430F101 FELCOR LODGING TR INC COM 6,400 115,651.99 4 316773100 FIFTH THIRD BANCORP COM 450 41,618.51 4 319963104 FIRST DATA CORP COM 19,425 1,086,510.88 4 32051K106 FIRST HORIZON PHARMACEUTICAL COM 1,800 21,262.05 4 337162101 FIRST TENN NATL CORP COM 4,000 180,000.00 4 33761N109 FIRSTSERVICE CORP SUB VTG SH 5,132 130,096.20 4 337932107 FIRSTENERGY CORP COM 1,815 94,524.13 4 338032204 FISHER SCIENTIFIC INTL INC COM NEW 450 21,381.47 4 339030108 FLEETBOSTON FINL CORP COM 26,313 1,010,005.56 4 343412102 FLUOR CORP NEW COM 2,100 92,880.48 4 345370860 FORD MTR CO DEL COM PAR $0.01 62,649 950,698.57 4 345426100 FORDING INC COM 45,242 1,493,438.42 4 349853101 FORWARD AIR CORP COM 600 18,396.02 4 349882100 FOSSIL INC COM 500 16,064.53 4 35100E104 FOUR SEASONS HOTEL INC LTD VTG SH 7,075 314,130.00 4 354613101 FRANKLIN RES INC COM 540 29,069.69 4 356108100 FREDS INC CL A 150 6,089.36 4 35671D857 FREEPORT-MCMORAN COPPER & GO CL B 6,690 177,323.05 4 358029106 FRESENIUS MED CARE AG SPONSORED ADR 6,721 146,189.09 4 360921100 FURNITURE BRANDS INTL INC COM 300 11,302.04 4 36466R101 GAMESTOP CORP CL A 1,200 18,576.10 4 364730101 GANNETT INC COM 4,300 487,685.70 4 364760108 GAP INC DEL COM 3,445 84,455.53 4 369550108 GENERAL DYNAMICS CORP COM 200 25,074.57 4 369604103 GENERAL ELEC CO COM 1,211,088 46,582,392.63 4 370334104 GENERAL MLS INC COM 250 18,540.56 4 370442105 GENERAL MTRS CORP COM 2,241 130,480.11 4 370442832 GENERAL MTRS CORP CL H NEW 7,755 131,072.84 4 372460105 GENUINE PARTS CO COM 6,300 306,505.58 4 372917104 GENZYME CORP COM GENL DIV 100 4,670.88 4 373298108 GEORGIA PAC CORP COM 1,450 37,013.19 4 374276103 GETTY IMAGES INC COM 350 16,889.87 4 375766102 GILLETTE CO COM 126,071 6,045,943.58 4 375916103 GILDAN ACTIVEWEAR INC SUB VTG SHS A 25,975 962,114.00 4
Total Other Included Cusip Issuer Description Shares Market Value C$ Managers 376775102 GLAMIS GOLD LTD COM 4,400 78,320.00 4 377316104 GLATFELTER COM 300 6,236.26 4 37733W105 GLAXOSMITHKLINE PLC SPONSORED ADR 21,958 1,232,985.62 4 37957V106 GLOBESPANVIRATA INC COM 1,500 10,449.05 4 380956409 GOLDCORP INC NEW COM 82,835 1,661,670.10 4 381317106 GOLDEN WEST FINL CORP DEL COM 900 102,087.97 4 38141G104 GOLDMAN SACHS GROUP INC COM 25,640 2,758,114.29 4 382388106 GOODRICH CORP COM 1,600 46,301.24 4 382550101 GOODYEAR TIRE & RUBR CO COM 23,000 247,412.75 4 387328107 GRANITE CONSTR INC COM 200 4,896.76 4 389375106 GRAY TELEVISION INC COM 1,100 16,941.21 4 390568103 GREAT LAKES CHEM CORP COM 8,200 309,310.95 4 398433102 GRIFFON CORP COM 800 17,211.32 4 39945C109 GROUPE CGI INC CL A SUB VTG 73,100 497,080.00 4 401698105 GUIDANT CORP COM 3,750 182,739.98 4 404119109 HCA INC COM 10,350 678,477.69 4 404280406 HSBC HLDGS PLC SPON ADR NEW 4,000 347,385.63 4 406216101 HALLIBURTON CO COM 4,600 135,949.85 4 410783104 HANOVER DIRECT INC COM 20,000 4,420.00 4 412822108 HARLEY DAVIDSON INC COM 5,015 365,982.26 4 413086109 HARMAN INTL INDS INC COM 200 18,797.24 4 416515104 HARTFORD FINL SVCS GROUP INC COM 7,680 551,126.23 4 418056107 HASBRO INC COM 600 10,946.63 4 421924101 HEALTHSOUTH CORP COM 2,700 17,912.66 4 42217K106 HEALTH CARE REIT INC COM 4,000 167,136.00 4 42222G108 HEALTH NET INC COM 1,200 50,041.73 4 423074103 HEINZ H J CO COM 77,183 4,007,453.43 4 42369K102 HEMOSOL INC COM 12,100 25,289.00 4 428236103 HEWLETT PACKARD CO COM 81,581 2,237,102.43 4 431294107 HILB ROGAL & HAMILTON CO COM 250 16,151.41 4 432848109 HILTON HOTELS CORP COM 400 8,030.69 4 433578507 HITACHI LIMITED ADR 10 COM 3,900 229,476.39 4 436141105 HOLLYWOOD ENTMT CORP COM 1,900 45,318.72 4 437076102 HOME DEPOT INC COM 61,890 2,348,229.88 4 438128308 HONDA MOTOR LTD AMERN SHS 4,100 116,963.06 4 438516106 HONEYWELL INTL INC COM 25,605 970,695.79 4 440327104 HORACE MANN EDUCATORS CORP N COM 600 14,529.16 4 44107P104 HOST MARRIOTT CORP NEW COM 20,000 279,589.20 4 441815107 HOUSEHOLD INTL INC COM 8,230 361,533.00 4 44332P101 HUB INTERNATIONAL LTD COM 800 16,104.00 4 443510201 HUBBELL INC CL B 200 11,101.43 4 444903108 HUMAN GENOME SCIENCES INC COM 1,100 15,307.90 4 44544R101 HUMMINGBIRD INC COM 5,350 181,258.00 4 44779E106 HURRICANE HYDROCARBONS LTD CL A 1,800 29,664.00 4 448882100 HYDROGENICS CORP COM 1,000 5,600.00 4 44914M104 HYPERION SOLUTIONS CORP COM 400 16,219.33 4 449934108 IMS HEALTH INC COM 11,085 280,157.86 4 45069F109 ITXC CORP COM 5,000 18,323.36 4 451107106 IDACORP INC COM 50 1,961.07 4 45167R104 IDEX CORP COM 300 15,495.88 4 452308109 ILLINOIS TOOL WKS INC COM 300 30,735.86 4 45245A107 IMATION CORP COM 700 38,788.66 4 453038408 IMPERIAL OIL LTD COM NEW 582,410 26,126,932.94 4 453258139 INCO LTD *W EXP 08/21/200 45 353.2 4 453258402 INCO LTD COM 105,935 3,536,110.30 4 453258808 INCO LTD PFD CV E 5.5% 1,000 80,164.70 4 453258AH8 INCO LTD DBCV 7.750% 3/1 198,000 317,452.21 4 454089103 INDIA FD INC COM 13,200 220,809.12 4 456837103 ING GROUP N V SPONSORED ADR 4,600 122,362.13 4 457153104 INGRAM MICRO INC CL A 3,100 60,474.99 4 457985208 INTEGRA LIFESCIENCES HLDGS C COM NEW 500 13,939.97 4 458140100 INTEL CORP COM 221,355 5,444,087.21 4 458665106 INTERFACE INC CL A 800 3,879.50 4 459200101 INTERNATIONAL BUSINESS MACHS COM 136,532 16,714,110.91 4 459506101 INTERNATIONAL FLAVORS&FRAGRA COM 8,700 482,362.45 4 460146103 INTL PAPER CO COM 4,440 245,259.44 4 460690100 INTERPUBLIC GROUP COS INC COM 475 10,564.36 4 46072H108 INTERSTATE BAKERIES CORP DEL COM 4,000 96,355.60 4 460915200 INTRAWEST CORPORATION COM NEW 5,775 106,029.00 4 460919103 INTERTAPE POLYMER GROUP INC COM 2,000 12,980.00 4 461120107 INTERTAN INC COM 800 11,200.00 4 46115N104 INTIER AUTOMOTIVE INC CL A 2,450 42,630.00 4 461238107 INVERESK RESH GROUP INC COM 1,500 51,107.96 4 46185R100 INVITROGEN CORP COM 300 14,827.71 4 462622101 IPSCO INC COM 12,662 200,186.22 4 464286608 ISHARES INC MSCI EMU INDEX 2,000 137,425.20 4 464286699 ISHARES INC MSCI UTD KINGD 3,000 57,576.42 4 464286707 ISHARES INC MSCI FRANCE 250 5,844.52 4 464286806 ISHARES INC MSCI GERMAN 275 4,274.40 4 464286848 ISHARES INC MSCI JAPAN 111,050 1,219,131.33 4 464287465 ISHARES TR MSCI EAFE IDX 3,430 536,438.95 4 464287556 ISHARES TR NASDQ BIO INDX 75 5,846.49 4 464287655 ISHARES TR RUSSELL 2000 25 2,993.74 4 465823102 IVAX CORP COM 150 2,874.08 4 46612J101 JDS UNIPHASE CORP COM 12,000 46,819.34 4 46625H100 J P MORGAN CHASE & CO COM 90,943 3,447,685.51 4 47109U104 JAPAN SMALLER CAPTLZTN FD IN COM 6,500 62,631.14 4 475070108 JEFFERSON PILOT CORP COM 200 12,039.71 4 478160104 JOHNSON & JOHNSON COM 536,214 45,492,565.20 4 480074103 JONES APPAREL GROUP INC COM 12,705 711,238.91 4 48203R104 JUNIPER NETWORKS INC COM 25 268.53 4
Total Other Included Cusip Issuer Description Shares Market Value C$ Managers 48268K101 KT CORP SPONSORED ADR 27,600 939,514.49 4 485170302 KANSAS CITY SOUTHERN COM NEW 700 13,268.64 4 486587108 KAYDON CORP COM 300 10,050.99 4 487836108 KELLOGG CO COM 2,600 140,745.52 4 488152208 KELLY SVCS INC CL A 3,500 136,611.71 4 488360108 KEMET CORP COM 900 9,146.52 4 494368103 KIMBERLY CLARK CORP COM 59,873 4,489,493.80 4 496902107 KINROSS GOLD CORP COM 100,075 387,290.25 4 496904103 KINGSWAY FINL SVCS INC COM 59,200 810,448.00 4 499064103 KNIGHT TRANSN INC COM 800 26,537.28 4 500255104 KOHLS CORP COM 150 13,256.79 4 500467303 KONINKLIJKE AHOLD N V SPON ADR NEW 554 11,140.00 4 500472303 KONINKLIJKE PHILIPS ELECTRS NY REG SH NEW 2,976 83,111.73 4 50049M109 KOOKMIN BK NEW SPONSORED ADR 4,200 234,523.21 4 500634100 KOREA FD COM 13,800 301,908.95 4 50075N104 KRAFT FOODS INC CL A 2,125 130,674.38 4 501014104 KRISPY KREME DOUGHNUTS INC COM 150 8,001.46 4 501044101 KROGER CO COM 38,365 936,290.92 4 501049100 KROLL INC COM 450 13,562.45 4 502424104 L-3 COMMUNICATIONS HLDGS INC COM 1,000 70,939.84 4 50540R409 LABORATORY CORP AMER HLDGS COM NEW 20,731 761,033.02 4 505862102 LAFARGE NORTH AMERICA INC COM 11,512 598,624.00 4 512807108 LAM RESEARCH CORP COM 300 5,117.90 4 51508L103 LANDRYS RESTAURANTS INC COM 1,300 43,615.92 4 51827Q106 LATIN AMER EQUITY FD INC NEW COM 642 7,218.78 4 521865105 LEAR CORP COM 500 26,284.54 4 524660107 LEGGETT & PLATT INC COM 1,700 60,258.58 4 524908100 LEHMAN BROS HLDGS INC COM 3,085 259,685.69 4 52543H107 LEITCH TECHNOLOGY CORP COM 4,950 26,829.00 4 526057104 LENNAR CORP COM 130 10,595.96 4 529771107 LEXMARK INTL NEW CL A 7,965 761,181.60 4 530718105 LIBERTY MEDIA CORP NEW COM SER A 26,095 368,503.78 4 53219L109 LIFEPOINT HOSPITALS INC COM 403 19,053.44 4 532457108 LILLY ELI & CO COM 31,431 3,152,673.88 4 532716107 LIMITED BRANDS INC COM 1,300 28,604.98 4 532774106 LIN TV CORP CL A 400 15,385.30 4 532791100 LINCARE HLDGS INC COM 150 7,492.04 4 534187109 LINCOLN NATL CORP IND COM 20,390 1,017,130.03 4 535678106 LINEAR TECHNOLOGY CORP COM 44,750 1,818,072.21 4 535679104 LINENS N THINGS INC COM 200 7,139.79 4 539320101 LIZ CLAIBORNE INC COM 600 28,101.08 4 539830109 LOCKHEED MARTIN CORP COM 2,102 191,748.43 4 540424108 LOEWS CORP COM 17,980 1,262,717.71 4 548661107 LOWES COS INC COM 13,210 782,494.35 4 549271104 LUBRIZOL CORP COM 500 24,088.90 4 549463107 LUCENT TECHNOLOGIES INC COM 156,563 311,606.71 4 55068R202 LUXOTTICA GROUP S P A SPONSORED ADR 25,400 547,663.12 4 55262L100 MBNA CORP COM 6,018 180,804.74 4 55269P302 MDS INC COM 83,618 1,839,597.63 4 55277P104 MGE ENERGY INC COM 216 9,134.09 4 55309W101 MMO2 PLC ADR 400 4,517.66 4 553769100 MTR GAMING GROUP INC COM 150 1,886.04 4 559211107 MAGNA ENTMT CORP CL A 440 4,285.60 4 559222401 MAGNA INTL INC CL A 64,085 5,643,965.95 4 564055101 MANOR CARE INC NEW COM 90 2,323.20 4 56418H100 MANPOWER INC COM 105 5,290.87 4 564563104 MANTECH INTL CORP CL A 1,050 31,629.12 4 56501R106 MANULIFE FINL CORP COM 486,516 16,731,285.24 4 565849106 MARATHON OIL CORP COM 12,000 403,556.21 4 571748102 MARSH & MCLENNAN COS INC COM 54,280 3,962,077.19 4 571834100 MARSHALL & ILSLEY CORP COM 2,000 86,498.90 4 573284106 MARTIN MARIETTA MATLS INC COM 1,119 54,193.77 4 574599106 MASCO CORP COM 30,425 1,011,648.90 4 576206106 MASSEY ENERGY CORP COM 100 1,130.23 4 57685P304 MATRIXONE INC COM 3,000 15,000.00 4 576879209 MATSUSHITA ELEC INDL ADR 4,100 62,173.06 4 577081102 MATTEL INC COM 1,800 54,448.81 4 577778103 MAY DEPT STORES CO COM 2,600 94,377.94 4 580031102 MCDATA CORP CL B 1,500 16,656.88 4 580031201 MCDATA CORP CL A 65 728.99 4 580135101 MCDONALDS CORP COM 32,884 835,252.55 4 580645109 MCGRAW HILL COS INC COM 4,790 457,306.20 4 58155Q103 MCKESSON CORP COM 900 38,426.93 4 583334107 MEADWESTVACO CORP COM 1,758 68,618.11 4 58463F104 MEDICAL STAFFING NETWK HLDGS COM 800 20,218.88 4 584699102 MEDIMMUNE INC COM 580 24,892.28 4 585055106 MEDTRONIC INC COM 83,340 6,002,960.20 4 58551A108 MELLON FINL CORP COM 8,605 354,899.08 4 587200106 MENTOR GRAPHICS CORP COM 1,000 12,415.66 4 587405101 MERCANTILE BANKSHARES CORP COM 100 6,095.68 4 589331107 MERCK & CO INC COM 211,954 18,953,171.70 4 589433101 MEREDITH CORP COM 225 14,610.91 4 589975101 MERIDIAN GOLD INC COM 10,500 291,270.00 4 590188108 MERRILL LYNCH & CO INC COM 1,000 59,945.82 4 59151K108 METHANEX CORP COM 4,350 57,855.00 4 59156R108 METLIFE INC COM 2,800 119,594.68 4 594918104 MICROSOFT CORP COM 142,815 11,663,032.68 4 59523C107 MID ATLANTIC MED SVCS INC COM 600 30,707.42 4 595635103 MIDCAP SPDR TR UNIT SER 1 425 52,800.10 4 60032R106 MILLEA HOLDINGS INC ADR 9,900 550,459.01 4 60466E100 MIRAMAR MINING CORP COM 500 1,010.00 4
Total Other Included Cusip Issuer Description Shares Market Value C$ Managers 604675108 MIRANT CORP COM 217 471.84 4 608554200 MOLEX INC CL A 100 3,141.82 4 61166W101 MONSANTO CO NEW COM 1,148 34,907.58 4 615369105 MOODYS CORP COM 200 9,602.32 4 615785102 MOORE LTD COM 27,345 390,760.05 4 617446448 MORGAN STANLEY COM NEW 2,300 145,032.55 4 619903107 MOTHERS WK INC COM 10,000 556,493.08 4 620076109 MOTOROLA INC COM 112,060 1,531,136.29 4 628530107 MYLAN LABS INC COM 2,300 126,794.49 4 628782104 NBTY INC COM 600 16,661.62 4 62885E406 NCE PETROFUND 1 TR UT NEW 2001 37,497 406,842.45 4 62886E108 NCR CORP NEW COM 24 899.99 4 62936P103 NPS PHARMACEUTICALS INC COM 97 3,856.58 4 631100104 NASDAQ 100 TR UNIT SER 1 3,365 129,535.18 4 631226107 NASHUA CORP COM 12 166.43 4 635405103 NATIONAL CITY CORP COM 2,700 116,517.61 4 636274102 NATIONAL GRID TRANSCO PLC SPONSORED ADR 500 29,056.74 4 637229105 NATIONAL PROCESSING INC COM 800 20,282.06 4 637640103 NATIONAL SEMICONDUCTOR CORP COM 8,650 205,089.74 4 638612101 NATIONWIDE FINL SVCS INC CL A 15,050 681,095.88 4 639089101 NAUTICA ENTERPRISES INC COM 300 5,264.81 4 63910B102 NAUTILUS GROUP INC COM 103,300 2,179,987.00 4 63934E108 NAVISTAR INTL CORP NEW COM 600 23,040.05 4 63935R108 NAVIGANT INTL INC COM 800 15,581.17 4 639480102 NDCHEALTH CORP COM 1,100 34,577.44 4 640938106 NETWORKS ASSOCS INC COM 900 22,874.19 4 64108N106 NET2PHONE COM 200 1,279.48 4 64115P102 NETIQ CORP COM 600 11,400.00 4 64353J107 NEW CENTY EQUITY HLDGS CORP COM 400 120.92 4 650111107 NEW YORK TIMES CO CL A 1,400 101,129.15 4 651639106 NEWMONT MINING CORP COM 27,231 1,248,698.96 4 65334H102 NEXEN INC COM 173,197 5,931,997.25 4 654106103 NIKE INC CL B 100 7,024.48 4 654624105 NIPPON TELEG & TEL CORP SPONSORED ADR 18,440 514,397.37 4 654744408 NISSAN MOTORS SPONSORED ADR 4,200 102,035.84 4 654902204 NOKIA CORP SPONSORED ADR 146,295 3,581,857.52 4 65535H208 NOMURA HLDGS INC SPONSORED ADR 5,200 58,396.00 4 655422103 NORANDA INC COM 532,382 7,565,153.01 4 655664100 NORDSTROM INC COM 200 5,993.00 4 655844108 NORFOLK SOUTHERN CORP COM 2,200 69,467.65 4 656531605 NORSK HYDRO A S SPONSORED ADR 1,000 70,150.04 4 656568102 NORTEL NETWORKS CORP NEW COM 1,921,242 4,841,530.22 4 656912102 NORTH AMERN PALLADIUM LTD COM 1,552 8,458.40 4 659424105 NORTH FORK BANCORPORATION NY COM 11,150 594,247.10 4 665859104 NORTHERN TR CORP COM 1,200 66,437.98 4 66977W109 NOVA CHEMICALS CORP COM 20,564 594,093.96 4 66987V109 NOVARTIS A G SPONSORED ADR 2,100 121,839.29 4 67018T105 NU SKIN ENTERPRISES INC CL A 1,150 21,743.98 4 670346105 NUCOR CORP COM 100 6,523.75 4 67066G104 NVIDIA CORP COM 25,095 456,257.11 4 67069V108 NUTRITION 21 INC COM 100 93.2 4 674599105 OCCIDENTAL PETE CORP DEL COM 7,000 314,577.34 4 67481E106 OCEAN ENERGY INC DEL COM 2,000 63,089.22 4 67611V101 ODYSSEY HEALTHCARE INC COM 600 32,887.27 4 676220106 OFFICE DEPOT INC COM 25,200 587,535.38 4 67622M108 OFFICEMAX INC COM 14,000 110,572.00 4 676255102 OFFSHORE LOGISTICS INC COM 200 6,924.97 4 679580100 OLD DOMINION FGHT LINES INC COM 500 22,431.11 4 682128103 OMNIVISION TECHNOLOGIES INC COM 1,900 40,726.83 4 682310107 ONCOLYTICS BIOTECH INC COM 5,613 10,776.96 4 683715106 OPEN TEXT CORP COM 1,100 40,150.00 4 683718100 OPENWAVE SYS INC COM 2,000 6,318.40 4 68389X105 ORACLE CORP COM 70,920 1,188,831.96 4 689899102 OUTBACK STEAKHOUSE INC COM 1,500 81,602.14 4 69039R100 OVERTURE SVCS INC COM 900 38,824.99 4 690768403 OWENS ILL INC COM NEW 800 18,424.45 4 691471106 OXFORD HEALTH PLANS INC COM 2,300 132,425.77 4 693282105 PDF SOLUTIONS INC COM 1,400 15,325.28 4 69331C108 PG&E CORP COM 156 3,425.20 4 693366205 PICO HLDGS INC COM NEW 17,768 371,626.31 4 69344F106 PMC-SIERRA INC COM 15,000 96,976.50 4 693475105 PNC FINL SVCS GROUP INC COM 1,000 66,185.24 4 693506107 PPG INDS INC COM 850 67,334.40 4 696429307 PALL CORP COM 9,000 237,129.55 4 697900108 PAN AMERICAN SILVER CORP COM 6,300 77,364.00 4 69840W108 PANERA BREAD CO CL A 300 12,143.01 4 701081101 PARKER DRILLING CO COM 3,500 12,273.49 4 701094104 PARKER HANNIFIN CORP COM 90 6,558.03 4 705015105 PEARSON PLC SPONSORED ADR 5,500 81,230.93 4 706902103 PENGROWTH ENERGY TR COM 74,177 1,092,627.21 4 713409100 PEPSI BOTTLING GROUP INC COM 2,300 93,370.16 4 713448108 PEPSICO INC COM 225,715 15,053,094.06 4 713755106 PERFORMANCE FOOD GROUP CO COM 340 13,425.65 4 71644E102 PETRO-CDA COM 202,337 9,896,302.67 4 71654V101 PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 23,000 486,832.72 4 716768106 PETSMART INC COM 600 16,235.13 4 717081103 PFIZER INC COM 457,521 22,092,944.25 4 717124101 PHARMACEUTICAL PROD DEV INC COM 890 30,291.06 4 71713U102 PHARMACIA CORP COM 10,844 715,999.82 4 717265102 PHELPS DODGE CORP COM 1,850 92,489.53 4 718154107 PHILIP MORRIS COS INC COM 155,653 9,965,089.98 4
Total Other Included Cusip Issuer Description Shares Market Value C$ Managers 718252604 PHILIPPINE LONG DISTANCE TEL SPONSORED ADR 40,000 303,880.00 4 720279108 PIER 1 IMPORTS INC COM 2,000 59,803.66 4 723484101 PINNACLE WEST CAP CORP COM 3,550 191,162.40 4 724479100 PITNEY BOWES INC COM 1,200 61,907.68 4 725906101 PLACER DOME INC COM 94,728 1,691,842.08 4 729251108 PLUM CREEK TIMBER CO INC COM 1,200 44,734.27 4 732827100 POPE & TALBOT INC COM 637 14,348.49 4 73755L107 POTASH CORP SASK INC COM 12,975 1,293,607.50 4 74005P104 PRAXAIR INC COM 800 73,002.79 4 74022D100 PRECISION DRILLING CORP COM 5,158 262,800.10 4 741503106 PRICELINE COM INC COM 100 252.74 4 741930309 PRIMEWEST ENERGY TR TR UNIT NEW 25,540 648,716.00 4 742352107 PRINCETON REVIEW INC COM 1,600 12,510.43 4 742718109 PROCTER & GAMBLE CO COM 135,675 18,417,993.05 4 743263105 PROGRESS ENERGY INC COM 211 10,635.88 4 74386K104 PROVIDENT ENERGY TR TR UNIT 5,000 53,750.00 4 744320102 PRUDENTIAL FINL INC COM 6,300 315,859.98 4 744573106 PUBLIC SVC ENTERPRISE GROUP COM 1,500 76,057.74 4 745310102 PUGET ENERGY INC NEW COM 2,100 73,143.38 4 745867101 PULTE HOMES INC COM 12,356 934,304.52 4 746927102 QLT INC COM 24,615 329,841.00 4 747525103 QUALCOMM INC COM 27,500 1,580,745.21 4 748203106 QUEBECOR WORLD INC COM NON-VTG 37,065 1,297,275.00 4 74834L100 QUEST DIAGNOSTICS INC COM 140 12,583.09 4 749121109 QWEST COMMUNICATIONS INTL IN COM 14,653 115,729.39 4 74955W307 R H DONNELLEY CORP COM NEW 40 1,851.92 4 749685103 RPM INTL INC COM 470 11,344.06 4 749941100 RF MICRODEVICES INC COM 500 5,789.23 4 750236101 RADIAN GROUP INC COM 14,560 854,411.96 4 75040P108 RADIO ONE INC CL A 700 16,165.63 4 75040P405 RADIO ONE INC CL D NON VTG 800 18,234.90 4 750438103 RADIOSHACK CORP COM 200 5,920.34 4 754907103 RAYONIER INC COM 200 14,295.38 4 755111507 RAYTHEON CO COM NEW 67 3,254.37 4 75621K106 RECKSON ASSOCS RLTY CORP COM 7,000 232,754.06 4 75689M101 RED ROBIN GOURMET BURGERS IN COM 1,900 38,235.80 4 758110100 REEBOK INTL LTD COM 325 15,093.08 4 758750103 REGAL BELOIT CORP COM 1,100 35,967.49 4 758932107 REGIS CORP MINN COM 2,150 88,265.68 4 758940100 REGIONS FINL CORP COM 2,100 110,660.46 4 759930100 RENAL CARE GROUP INC COM 7,150 357,346.59 4 76009N100 RENT A CTR INC NEW COM 60 4,734.06 4 760975102 RESEARCH IN MOTION LTD COM 3,300 68,145.00 4 76122Q105 RESOURCES CONNECTION INC COM 200 7,332.50 4 761230101 RESPIRONICS INC COM 500 17,692.45 4 76128Q109 RETEK INC COM 2,700 11,600.58 4 76132M102 REUTERS GROUP PLC SPONSORED ADR 110 2,988.60 4 767204100 RIO TINTO PLC SPONSORED ADR 500 62,812.79 4 767744105 RITCHIE BROS AUCTIONEERS COM 1,000 51,100.06 4 767754104 RITE AID CORP COM 40,000 154,800.80 4 775109200 ROGERS COMMUNICATIONS INC CL B 18,114 265,551.24 4 779915107 ROYAL GROUP TECHNOLOGIES LTD SUB VTG SH 29,420 447,478.20 4 780087102 ROYAL BK CDA MONTREAL QUE COM 2,574,090 148,911,106.50 4 780257804 ROYAL DUTCH PETE CO NY REG EUR .56 95,383 6,632,360.76 4 780910105 ROYCE VALUE TR INC COM 3,000 62,789.10 4 78387G103 SBC COMMUNICATIONS INC COM 106,588 4,564,413.23 4 784117103 SEI INVESTMENTS CO COM 500 21,466.76 4 78442P106 SLM CORP COM 1,400 229,680.16 4 78462F103 SPDR TR UNIT SER 1 16,105 2,244,523.38 4 784635104 SPX CORP COM 14,830 877,283.78 4 785905100 SABRE HLDGS CORP CL A 144 4,119.34 4 786514208 SAFEWAY INC COM NEW 32,600 1,202,922.27 4 790849103 ST JUDE MED INC COM 60 3,764.50 4 792860108 ST PAUL COS INC COM 732 39,370.90 4 80105N105 SANOFI-SYNTHELABO SPONSORED ADR 1,800 86,435.71 4 803054204 SAP AKTIENGESELLSCHAFT SPONSORED ADR 35,350 1,088,857.77 4 803111103 SARA LEE CORP COM 16,728 594,794.08 4 803866300 SASOL LTD SPONSORED ADR 6,000 118,659.55 4 806407102 SCHEIN HENRY INC COM 3,490 248,076.18 4 806605101 SCHERING PLOUGH CORP COM 73,915 2,591,986.17 4 806857108 SCHLUMBERGER LTD COM 10,925 726,352.60 4 807066105 SCHOLASTIC CORP COM 3,700 210,110.49 4 808513105 SCHWAB CHARLES CORP NEW COM 675 11,568.60 4 808655104 SCIENTIFIC ATLANTA INC COM 1,100 20,607.46 4 81013T705 SCOTTISH PWR PLC SPON ADR FINAL 86 3,113.58 4 810186106 SCOTTS CO CL A 1,400 108,449.02 4 81211K100 SEALED AIR CORP NEW COM 65 3,829.74 4 812387108 SEARS ROEBUCK & CO COM 3,600 136,193.11 4 81369Y803 SELECT SECTOR SPDR TR SBI INT-TECH 7,600 130,790.68 4 816636203 SEMICONDUCTOR HLDRS TR DEP RCPT 400 13,995.26 4 81725T100 SENSIENT TECHNOLOGIES CORP COM 500 17,746.81 4 81752M101 SERONO S A SPONSORED ADR 500 7,883.70 4 817565104 SERVICE CORP INTL COM 5,000 26,221.36 4 820280105 SHAW GROUP INC COM 700 18,189.09 4 82028K200 SHAW COMMUNICATIONS INC CL B CONV 32,576 528,708.48 4 822703609 SHELL TRANS & TRADING PLC ADR NY SHS NEW 1,800 81,460.44 4 824348106 SHERWIN WILLIAMS CO COM 11,250 502,016.63 4 82481R106 SHIRE PHARMACEUTICALS GRP PL SPONSORED ADR 2,200 65,645.02 4 826170102 SIEBEL SYS INC COM 6,300 73,640.95 4 826516106 SIERRA WIRELESS INC COM 50 345 4 827048109 SILGAN HOLDINGS INC COM 200 7,796.91 4
Total Other Included Cusip Issuer Description Shares Market Value C$ Managers 82823L106 SILVER STD RES INC COM 11 92.84 4 828408104 SILVERLINE TECHNOLOGIES LTD SPONSORED ADR 1,500 1,500.00 4 830018107 SIX CONTINENTS PLC SPONSORED ADR 5,100 64,447.68 4 830566105 SKECHERS U S A INC CL A 75 1,005.81 4 831865209 SMITH A O COM 300 12,799.50 4 832696405 SMUCKER J M CO COM NEW 539 33,894.41 4 832727101 SMURFIT-STONE CONTAINER CORP COM 4,100 99,677.66 4 834182107 SOLECTRON CORP COM 3,984 22,340.60 4 834376105 SOLUTIA INC COM 108 619.27 4 835495102 SONOCO PRODS CO COM 400 14,488.09 4 835699307 SONY CORP ADR NEW 1,950 127,237.50 4 842587107 SOUTHERN CO COM 488 21,884.28 4 844730101 SOUTHTRUST CORP COM 140 5,495.43 4 844741108 SOUTHWEST AIRLS CO COM 7,020 154,134.21 4 844895102 SOUTHWEST GAS CORP COM 1,000 37,041.62 4 84855W109 SPINNAKER EXPL CO COM 800 27,864.14 4 849176102 SPORTS AUTH INC COM 1,150 12,715.78 4 852061100 SPRINT CORP COM FON GROUP 58,550 1,339,191.20 4 852061506 SPRINT CORP PCS COM SER 1 700 4,843.05 4 854616109 STANLEY WKS COM 800 43,698.05 4 855244109 STARBUCKS CORP COM 200 6,438.45 4 85590A203 STARWOOD HOTELS&RESORTS WRLD PAIRED CTF 215 8,062.44 4 857477103 STATE STR CORP COM 2,460 151,546.82 4 857689103 STATION CASINOS INC COM 500 13,979.46 4 859152100 STERIS CORP COM 600 22,983.18 4 860342104 STEWART & STEVENSON SVCS INC COM 75 1,675.17 4 860370105 STEWART ENTERPRISES INC CL A 20,050 176,439.03 4 860831106 STILWELL FINL INC COM 1,200 24,774.45 4 861012102 STMICROELECTRONICS N V NY REGISTRY 400 12,327.20 4 863236105 STRAYER ED INC COM 200 18,165.40 4 866796105 SUN LIFE FINL SVCS CDA INC COM 152,880 4,083,424.80 4 866810104 SUN MICROSYSTEMS INC COM 70,000 343,878.92 4 867229106 SUNCOR ENERGY INC COM 547,114 13,513,715.80 4 867363103 SUNGARD DATA SYS INC COM 9,450 351,685.30 4 86764P109 SUNOCO INC COM 450 23,585.01 4 86768K106 SUNRISE ASSISTED LIVING INC COM 8,150 320,427.39 4 868168105 SUPERIOR INDS INTL INC COM 1,000 65,332.26 4 868536103 SUPERVALU INC COM 1,400 36,510.87 4 870875101 SWISS HELVETIA FD INC COM 12,000 182,728.13 4 871503108 SYMANTEC CORP COM 200 12,797.92 4 87161C105 SYNOVUS FINL CORP COM 2,200 67,417.33 4 871829107 SYSCO CORP COM 6,200 291,748.96 4 872275102 TCF FINL CORP COM 55 3,795.70 4 87236N102 TDC A/S SPONSORED ADR 30,000 563,917.20 4 872375100 TECO ENERGY INC COM 12,200 298,124.23 4 872443403 THQ INC COM NEW 430 6,625.01 4 872549100 TLC VISION CORP COM 200 364 4 872941109 TMP WORLDWIDE INC COM 1,300 23,224.86 4 87305U102 TTR TECHNOLOGIES INC COM 2,000 584.45 4 873168108 TXU CORP COM 500 14,753.46 4 874039100 TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 308 3,429.94 4 87425E103 TALISMAN ENERGY INC COM 41,006 2,331,191.10 4 87612E106 TARGET CORP COM 7,285 345,221.58 4 878237106 TECH DATA CORP COM 900 38,327.41 4 879101103 TEKELEC COM 200 3,301.36 4 879278208 TELECOM CORP NEW ZEALAND LTD SPONSORED ADR 100 3,020.20 4 879287308 TELECOMUNICACOES BRASILEIRAS SPONSORED ADR 4,700 138,459.84 4 879360105 TELEDYNE TECHNOLOGIES INC COM 55 1,362.25 4 879369106 TELEFLEX INC COM 10,032 679,658.41 4 879382208 TELEFONICA S A SPONSORED ADR 11,485 482,025.13 4 879403780 TELEFONOS DE MEXICO S A SPON ADR ORD L 23,700 1,197,219.91 4 879664100 TELLABS INC COM 6,700 76,940.74 4 87971M202 TELUS CORP NON-VTG SHS 340,928 5,505,991.24 4 879868107 TEMPLE INLAND INC COM 200 14,156.38 4 88018T101 TEMPLETON DRAGON FD INC COM 12,800 180,352.41 4 88018X102 TEMPLETON CHINA WORLD FD INC COM 400 6,533.23 4 88033G100 TENET HEALTHCARE CORP COM 27,825 720,818.87 4 880770102 TERADYNE INC COM 1,199 24,640.16 4 880775101 TERAYON COMMUNICATION SYS COM 24,000 77,716.32 4 88157K101 TESCO CORP COM 10,300 192,816.00 4 881624209 TEVA PHARMACEUTICAL INDS LTD ADR 100 6,098.84 4 881908107 TESMA INTL INC CL A SUB VTG 300 8,172.00 4 882508104 TEXAS INSTRS INC COM 8,750 207,460.72 4 884315102 THOMAS & BETTS CORP COM 600 16,017.14 4 884903105 THOMSON CORP COM 838,796 35,229,419.12 4 885535104 3COM CORP COM 100 731.35 4 88579Y101 3M CO COM 67,489 13,144,473.49 4 886423102 TIDEWATER INC COM 200 9,825.11 4 887100105 TIMBERLAND CO CL A 1,100 61,874.51 4 890030208 TOMKINS PLC SPONSORED ADR 2,500 48,256.78 4 890516107 TOOTSIE ROLL INDS INC COM 734 35,571.20 4 891027104 TORCHMARK CORP COM 680 39,237.90 4 891160509 TORONTO DOMINION BK ONT COM NEW 1,619,091 55,065,284.91 4 89151E109 TOTAL FINA ELF S A SPONSORED ADR 2,000 225,882.80 4 892335100 TOYS R US INC COM 27,500 434,390.00 4 89346D107 TRANSALTA CORP COM 1,025,726 17,550,171.86 4 893526103 TRANSCANADA PIPELINES LTD COM 1,016,335 23,294,404.29 4 893735100 TRANSKARYOTIC THERAPIES INC COM 9,360 146,372.05 4 89420G109 TRAVELERS PPTY CAS CORP NEW CL A 2,445 56,580.09 4 89420G406 TRAVELERS PPTY CAS CORP NEW CL B 5,525 127,854.80 4 89579K109 TRIAD HOSPITALS INC COM 453 21,345.12 4
Total Other Included Cusip Issuer Description Shares Market Value C$ Managers 89674K103 TRIQUINT SEMICONDUCTOR INC COM 5,800 28,595.16 4 900423104 TURNSTONE SYSTEMS INC COM 200 852.98 4 902124106 TYCO INTL LTD NEW COM 185,363 5,001,013.66 4 902911106 UST INC COM 15,300 807,932.23 4 902973304 US BANCORP DEL COM NEW 200 6,703.82 4 902984103 USA INTERACTIVE COM 10,500 380,146.54 4 903293405 U S G CORP COM NEW 21,500 211,250.40 4 904767704 UNILEVER PLC SPON ADR NEW 1,365 82,472.89 4 904784709 UNILEVER N V N Y SHS NEW 14,783 1,441,004.21 4 907818108 UNION PAC CORP COM 625 59,106.66 4 909214108 UNISYS CORP COM 54,420 851,022.14 4 909440109 UNITED AUTO GROUP INC COM 700 13,788.33 4 911312106 UNITED PARCEL SERVICE INC CL B 40 3,985.65 4 912909108 UNITED STATES STL CORP NEW COM 25 518.11 4 913016309 UNITED SURGICAL PARTNERS INT COM 500 12,337.47 4 913017109 UNITED TECHNOLOGIES CORP COM 54,830 5,364,590.45 4 91324P102 UNITEDHEALTH GROUP INC COM 900 118,706.94 4 915436109 UPM KYMMENE CORP SPONSORED ADR 1,800 93,572.34 4 918204108 V F CORP COM 1,100 62,639.04 4 91913Y100 VALERO ENERGY CORP NEW COM 1,800 105,030.76 4 922122106 VARCO INTL INC DEL COM 356 9,784.67 4 92239N109 VASTERA INC COM 1,700 15,174.74 4 922571104 VELCRO INDS N V COM 500 7,226.67 4 923436109 VERITAS SOFTWARE CO COM 89 1,616.49 4 92343C106 VERITY INC COM 750 15,864.32 4 92343P107 VERITAS DGC INC COM 990 13,365.00 4 92343V104 VERIZON COMMUNICATIONS COM 109,435 6,698,461.63 4 92532F100 VERTEX PHARMACEUTICALS INC COM 69,860 1,749,061.07 4 925524100 VIACOM INC CL A 13,000 838,025.19 4 925524308 VIACOM INC CL B 356 22,920.88 4 925602104 VICAL INC COM 600 3,288.73 4 927460105 VINTAGE PETE INC COM 10,000 166,647.80 4 92839U107 VISTEON CORP COM 1,548 17,024.00 4 928444108 VISUAL NETWORKS INC COM 100 229.04 4 92844S105 VISX INC DEL COM 1,400 21,185.60 4 928497106 VITESSE SEMICONDUCTOR CORP COM 400 1,380.57 4 92851S204 VIVENDI UNIVERSAL SPON ADR NEW 3,024 73,413.65 4 92857W100 VODAFONE GROUP PLC NEW SPONSORED ADR 11,340 314,639.64 4 929309300 WPP GROUP PLC SPON ADR NEW 2,700 161,555.17 4 929903102 WACHOVIA CORP 2ND NEW COM 60,210 3,465,725.17 4 931142103 WAL MART STORES INC COM 271,428 21,656,044.75 4 931422109 WALGREEN CO COM 62,750 2,893,309.88 4 939322103 WASHINGTON MUT INC COM 14,280 778,882.44 4 939640108 WASHINGTON POST CO CL B 425 495,441.54 4 941053100 WASTE CONNECTIONS INC COM 850 38,161.00 4 94106L109 WASTE MGMT INC DEL COM 19,900 720,468.20 4 94113U100 WATER PIK TECHNOLOGIES INC COM 19 220.59 4 941848103 WATERS CORP COM 4,900 168,578.07 4 942683103 WATSON PHARMACEUTICALS INC COM 2,775 123,918.44 4 94768C108 WEBMETHODS INC COM 1,400 13,381.34 4 949702104 WELLMAN INC COM 7,500 159,816.03 4 94973H108 WELLPOINT HEALTH NETWORK NEW COM 3,690 414,772.00 4 949746101 WELLS FARGO & CO NEW COM 88,500 6,552,172.90 4 950590109 WENDYS INTL INC COM 17,650 754,709.98 4 950817106 WESCO FINL CORP COM 10 4,895.97 4 956909105 WESTAIM CORP COM 30,413 53,526.88 4 958102105 WESTERN DIGITAL CORP COM 2,700 27,252.84 4 962166104 WEYERHAEUSER CO COM 84 6,529.50 4 963320106 WHIRLPOOL CORP COM 1,150 94,859.72 4 965063100 WHITEHALL JEWELLERS INC COM 1,000 15,006.20 4 966837106 WHOLE FOODS MKT INC COM 30 1,839.42 4 968223206 WILEY JOHN & SONS INC CL A 1,000 37,926.20 4 974637100 WINNEBAGO INDS INC COM 500 30,983.85 4 97650W108 WINTRUST FINANCIAL CORP COM 300 14,841.92 4 976657106 WISCONSIN ENERGY CORP COM 800 31,844.74 4 982526105 WRIGLEY WM JR CO COM 2,800 242,727.65 4 983024100 WYETH COM 77,380 4,571,381.36 4 98389B100 XCEL ENERGY INC COM 5,540 96,260.82 4 983919101 XILINX INC COM 200 6,507.95 4 984121103 XEROX CORP COM 108,700 1,382,205.29 4 984332106 YAHOO INC COM 9,300 240,186.08 4 984757104 YANKEE CANDLE INC COM 8,000 202,188.80 4 985509108 YELLOW CORP COM 700 27,854.19 4 988498101 YUM BRANDS INC COM 1,960 74,985.51 4 988858106 ZALE CORP NEW COM 1,650 83,142.25 4 989139100 ZARLINK SEMICONDUCTOR INC COM 13,180 46,525.40 4 98956P102 ZIMMER HLDGS INC COM 2,204 144,549.32 4 98985T109 ZYMOGENETICS INC COM 22,300 348,728.29 4 989922109 ZOLL MED CORP COM 300 16,903.30 4 D1668R123 DAIMLERCHRYSLER AG ORD 1,330 64,391.60 4 D18190898 DEUTSCHE BANK AG NAMEN ORD 2,100 150,698.58 4 G0070K103 ACE LTD ORD 7,500 347,590.98 4 G24182100 COOPER INDS LTD CL A 1,100 63,334.06 4 G4388N106 HELEN OF TROY CORP LTD COM 4,500 82,739.45 4 G4776G101 INGERSOLL-RAND COMPANY LTD CL A 71,662 4,874,275.53 4 G4933P101 IPC HLDGS LTD ORD 4,500 224,192.63 4 G56462107 LORAL SPACE & COMMUNICATIONS COM 2,000 1,358.46 4 G6852T105 PARTNERRE LTD COM 2,175 178,034.35 4 G84922106 STEWART W P & CO LTD COM 5,000 104,186.00 4 G87210103 UTI WORLDWIDE INC ORD 400 12,209.32 4 G90078109 TRANSOCEAN INC ORD 4,155 152,267.12 4
Total Other Included Cusip Issuer Description Shares Market Value C$ Managers G98255105 XL CAP LTD CL A 1,250 152,530.13 4 M22465104 CHECK POINT SOFTWARE TECH LT ORD 4,545 93,115.29 4 M8737E108 TARO PHARMACEUTICAL INDS LTD ORD 400 23,757.18 4 N07059111 ASML HLDG NV N Y SHS 4,600 60,745.10 4 N6748L102 ORTHOFIX INTL N V COM 200 8,885.20 4 P74823108 PANAMERICAN BEVERAGES INC CL A 225 7,385.42 4 Y2573F102 FLEXTRONICS INTL LTD ORD 10,300 133,250.32 4 008474108 AGNICO EAGLE MINES LTD COM 5,500 80,936.35 5 008474132 AGNICO EAGLE MINES LTD *W EXP 11/07/200 663,750 3,391,762.50 5 135113108 CANADA LIFE FINL CORP COM 5,300 213,537.00 5 278751169 ECHO BAY MINES LTD *W EXP 11/14/200 373,000 164,120.00 5 45247E107 IMAGICTV INC COM 456,600 625,040.90 5 453258139 INCO LTD *W EXP 08/21/200 251,629 2,705,011.75 5 453258808 INCO LTD PFD CV E 5.5% 54,502 2,763,796.42 5 453258AH8 INCO LTD DBCV 7.750% 3/1 29,500 2,994,250.00 5 656568AB8 NORTEL NETWORKS CORP NEW NOTE 4.250% 9/0 35,000 2,030,000.00 5 81788Q100 724 SOLUTIONS INC COM 298,500 238,800.00 5 87308K309 TVX GOLD INC COM NO PAR 71,200 1,760,064.00 5 87425E103 TALISMAN ENERGY INC COM 20,000 1,137,000.00 5 896938AB3 TRIZEC HAHN CORP DEB 3.000% 1/2 11,910,000 664,101,600.00 5 27,354,538,273.96
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