-----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, DeFPpHSHiWa1nKz9LgTzhUtG2Buu9/DKKlmmWt7VqCmN1p1Rs1fJDeS+8IScBByX JTcLUDU/WHK9qrY3wRNyvw== 0001130319-02-001253.txt : 20021114 0001130319-02-001253.hdr.sgml : 20021114 20021114165531 ACCESSION NUMBER: 0001130319-02-001253 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20020930 FILED AS OF DATE: 20021114 EFFECTIVENESS DATE: 20021114 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: 02825874 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 t08245ore13fvhr.txt FORM 13F - HOLDINGS REPORT ================================================================================ UNITED STATES SECURITIES AND EXCHANGE COMMISSION WASHINGTON, D.C. 20549 FORM 13F FORM 13F COVER PAGE Report for the Calendar Year or Quarter Ended: September 30, 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: Paul Riccardi Title: Chief Institutional Compliance Officer Phone: 416-983-6532 Signature, Place, and Date of Signing: Paul Riccardi Toronto, Ontario November 13, 2002 [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: Five (5) Form 13F Information Table Entry Total: 3896 Form 13F Information Table Value Total: C$ 27,679,273 (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
Cusip Issuer Description Total Shares Market Value C$ Other Included Managers - --------- ------------------------------------ ------------ --------------- ----------------------- 000886101 A D C TELECOMMUNICATIONS COM 111,484 203,364 00088E104 ACTV INC COM 1,250 1,447 00089C107 ADE CORP MASS COM 650 4,341 000937102 ABN AMRO HLDG NV SPONSO 147 2,600 000957100 ABM INDS INC COM 400 8,946 001055102 AFLAC INC COM 68,771 3,347,845 001084102 AGCO CORP COM 800 29,440 001204106 AGL RES INC COM 1,250 43,799 00130H105 AES CORP COM 67,751 269,744 001547108 AK STL HLDG CORP COM 2,100 24,350 00163T109 AMB PROPERTY CORP COM 1,750 80,223 001669100 AMC ENTMT INC COM 2,450 28,758 001735109 AMLI RESIDENTIAL PPTYS TR SH BEN 450 15,761 001744101 AMN HEALTHCARE SERVICES INC COM 700 20,542 001765106 AMR CORP COM 18,588 123,246 00184A105 AOL TIME WARNER INC COM 2,016,761 37,428,497 001853100 APA OPTICS INC COM 700 1,599 001941103 ATI TECHNOLOGIES INC COM 10,445,282 81,682,106 001957109 AT&T CORP COM 1,105,409 21,058,575 00207Q202 AT & T CDA INC DEPS R 157,110 7,999,936 00207R101 ATMI INC COM 6,100 136,431 00209A106 AT&T WIRELESS SVCS INC COM 527,917 3,450,055 002444107 AVX CORP NEW COM 20,250 278,167 002535300 AARON RENTS INC CL A 400 15,133 002824100 ABBOTT LABS COM 579,475 37,134,557 002893105 ABER DIAMOND CORP COM 1,975,572 55,809,920 002896207 ABERCROMBIE & FITCH CO CL A 2,300 71,762 00339B107 ABGENIX INC COM 217,150 2,235,464 003924107 ABITIBI-CONSOLIDATED INC COM 1,419,300 15,129,508 004280103 ACADIANA BANCSHARES INC COM 600 35,852 004308102 ACCEPTANCE INS COS INC COM 4,500 16,846 00437V104 ACCREDO HEALTH INC COM 600 45,379 00461P106 ACLARA BIOSCIENCES INC COM 2,450 5,829 004930202 ACTIVISION INC NEW COM NE 775 29,418 00508B102 ACTUATE CORP COM 9,100 13,713 00508X203 ACTUANT CORP CL A N 2,440 142,817 005125109 ACXIOM CORP COM 3,050 68,602 00651F108 ADAPTEC INC COM 1,250 8,744 006754105 ADECCO SA SPONSO 620 8,074 007094105 ADMINISTAFF INC COM 750 4,580 00724F101 ADOBE SYS INC COM 245,312 7,432,164 00724X102 ADOLOR CORP COM 84,000 1,868,052 00738A106 ADTRAN INC COM 100 2,475 00751Y106 ADVANCED AUTO PARTS INC COM 300 25,097 007525108 ADVANCED DIGITAL INFORMATION COM 2,900 22,080 00754A105 ADVANCED FIBRE COMMUNICATION COM 2,400 50,518 00755F103 ADVANCED TISSUE SCIENCES INC COM 8,350 10,199 00757T101 ADVANCED NEUROMODULATION SYS COM 136,000 7,179,354 007585102 ADVO INC COM 850 42,808 00762W107 ADVISORY BRD CO COM 450 21,143 00763M108 ADVANCED MEDICAL OPTICS INC COM 3,149 47,502 007768104 AEROFLEX INC COM 2,250 17,988 007903107 ADVANCED MICRO DEVICES INC COM 41,393 350,616 00790K109 ADVANCEPCS COM 1,650 58,967 007924103 AEGON N V ORD AM 416 6,223 007942105 ADVANTA CORP CL A 3,400 54,201
Cusip Issuer Description Total Shares Market Value C$ Other Included Managers - --------- ------------------------------------ ------------ --------------- ----------------------- 007973100 ADVANCED ENERGY INDS COM 1,150 16,235 007974108 ADVENT SOFTWARE INC COM 650 11,805 00808V105 AETHER SYS INC COM 300 1,275 00817Y108 AETNA INC NEW COM 19,246 1,093,221 008190100 AFFILIATED COMPUTER SERVICES CL A 164,900 11,129,697 008252108 AFFILIATED MANAGERS GROUP COM 43,400 3,071,017 00826T108 AFFYMETRIX INC COM 51,600 1,702,457 00845V100 AGERE SYS INC CL A 3,318,955 5,791,011 00845V209 AGERE SYS INC CL B 18,545 29,122 00846U101 AGILENT TECHNOLOGIES INC COM 56,870 1,178,120 00846X105 AGILE SOFTWARE CORP DEL COM 550 5,592 008474108 AGNICO EAGLE MINES LTD COM 956,500 24,390,750 008916108 AGRIUM INC COM 3,962,130 57,505,965 009158106 AIR PRODS & CHEMS INC COM 71,353 4,754,754 009269101 AIRBORNE INC COM 100 1,799 009363102 AIRGAS INC COM 13,150 273,876 00949P108 AIRTRAN HLDGS INC COM 1,250 6,166 00971T101 AKAMAI TECHNOLOGIES INC COM 1,700 2,238 010198208 AKTIEBOLAGETT ELECTROLUX SPONSO 250 12,016 010317105 ALABAMA NATL BANCORP DELA COM 38,000 2,729,301 011311107 ALAMO GROUP INC COM 1,600 31,369 011589108 ALAMOSA HLDGS INC COM 1,950 711 011659109 ALASKA AIR GROUP INC COM 600 16,846 012348108 ALBANY INTL CORP CL A 50 1,505 012423109 ALBANY MOLECULAR RESH INC COM 800 21,611 012653101 ALBEMARLE CORP COM 800 32,092 013068101 ALBERTO CULVER CO CL B C 7,750 602,735 013104104 ALBERTSONS INC COM 327,118 9,420,269 013716105 ALCAN INC COM 12,955,309 507,165,038 013817101 ALCOA INC COM 200,028 6,123,662 013904305 ALCATEL SPONSO 111,512 410,220 014482103 ALEXANDER & BALDWIN INC COM 650 22,941 015351109 ALEXION PHARMACEUTICALS INC COM 900 16,546 015385107 ALFA CORP COM 1,250 24,289 01642T108 ALKERMES INC COM 397,900 4,979,825 017175100 ALLEGHANY CORP DEL COM 102 30,660 017361106 ALLEGHENY ENERGY INC COM 16,574 344,399 01741R102 ALLEGHENY TECHNOLOGIES INC COM 8,037 88,217 01747T102 ALLEGIANCE TELECOM INC COM 2,500 3,291 018091108 ALLEN TELECOM INC COM 1,200 10,164 018490102 ALLERGAN INC COM 115,094 9,931,497 018522102 ALLETE INC COM 1,300 44,541 01853E204 ALLIANCE ATLANTIS COMMUNICAT CL B N 80,000 1,249,600 01855A101 ALLIANCE CAP MGMT HLDG L P UNIT L 1,400 61,580 018581108 ALLIANCE DATA SYSTEMS CORP COM 88,000 2,114,735 01877H100 ALLIANCE SEMICONDUCTOR CORP COM 3,400 20,494 018802108 ALLIANT ENERGY CORP COM 1,850 56,489 018804104 ALLIANT TECHSYSTEMS INC COM 954 104,793 019121201 ALLIED DOMECQ PLC SPON A 10,000 414,003 019228402 ALLIED IRISH BKS P L C SPON A 121,570 4,628,054 019589308 ALLIED WASTE INDS INC COM PA 23,350 272,231 019754100 ALLMERICA FINL CORP COM 17,850 339,768 019855105 ALLOY INC COM 7,100 93,589 020002101 ALLSTATE CORP COM 185,612 10,466,676 020039103 ALLTEL CORP COM 43,745 2,784,586 020732202 ALPHA HOSPITALITY CORP COM NE 430 1,023 020813101 ALPHARMA INC CL A 1,750 26,648
Cusip Issuer Description Total Shares Market Value C$ Other Included Managers - --------- ------------------------------------ ------------ --------------- ----------------------- 021441100 ALTERA CORP COM 174,579 2,400,901 02144G107 ALTEON INC COM 9,200 25,538 023135106 AMAZON COM INC COM 7,650 193,304 023139108 AMBAC FINL GROUP INC COM 17,296 1,478,485 023177108 AMBASSADORS GROUP INC COM 750 17,512 023178106 AMBASSADORS INTL INC COM 750 9,720 02341W103 AMCOL INTL CORP COM 600 5,330 023551104 AMERADA HESS CORP COM 11,017 1,186,228 023608102 AMEREN CORP COM 18,005 1,189,519 023613102 AMERIANA BANCORP COM 1,750 36,364 02364W105 AMERICA MOVIL S A DE C V SPON A 187,643 3,595,505 023912108 AMCORE FINL INC COM 1,300 45,283 024061103 AMERICAN AXLE & MFG HLDGS IN COM 550 21,793 024937104 AMERICAN CAPITAL STRATEGIES COM 600 17,931 025537101 AMERICAN ELEC PWR INC COM 41,189 1,862,694 02553E106 AMERICAN EAGLE OUTFITTERS NE COM 1,550 29,651 025816109 AMERICAN EXPRESS CO COM 1,106,436 49,238,807 025932104 AMERICAN FINL GROUP INC OHIO COM 1,050 38,341 026375105 AMERICAN GREETINGS CORP CL A 7,265 185,534 026874107 AMERICAN INTL GROUP INC COM 646,981 56,136,017 027070101 AMERICAN ITALIAN PASTA CO CL A 800 45,290 027352103 AMERICAN MGMT SYS INC COM 1,750 35,337 028591105 AMERICAN NATL INS CO COM 400 43,786 029066107 AMERICAN PWR CONVERSION CORP COM 222,900 3,380,112 029712106 AMERICAN STD COS INC DEL COM 190,775 19,251,982 029912201 AMERICAN TOWER CORP CL A 249,500 405,560 030111108 AMERICAN SUPERCONDUCTOR CORP COM 2,300 9,850 030411102 AMERICAN WTR WKS INC COM 7,750 548,984 03058P109 AMERICANWEST BANCORPORATION COM 1,485 31,446 03060R101 AMERICREDIT CORP COM 1,750 22,401 03071D109 AMERIPATH INC COM 117,300 2,772,329 03072M108 AMERUS GROUP CO COM 650 29,240 03073E105 AMERISOURCEBERGEN CORP COM 137,418 15,567,777 03073T102 AMERIGROUP CORP COM 600 31,940 03074K100 AMERITRADE HLDG CORP NEW COM 567,750 2,127,001 031100100 AMETEK INC NEW COM 1,450 66,977 031162100 AMGEN INC COM 395,025 26,128,995 031652100 AMKOR TECHNOLOGY INC COM 2,400 9,060 032095101 AMPHENOL CORP NEW CL A 900 44,256 032165102 AMSOUTH BANCORPORATION COM 52,506 1,727,352 03232P405 AMSURG CORP COM 1,200 57,427 032346108 AMYLIN PHARMACEUTICALS INC COM 90,000 2,372,666 03235E100 AMVESCAP PLC SPONSO 284,477 4,332,051 032511107 ANADARKO PETE CORP COM 31,161 2,201,531 032515108 ANADIGICS INC COM 900 3,041 032654105 ANALOG DEVICES INC COM 354,558 11,079,410 032657207 ANALOGIC CORP COM PA 1,900 126,249 032681108 ANALYSTS INTL CORP COM 3,400 15,640 032744104 ANAREN MICROWAVE INC COM 400 5,215 034393108 ANDREA ELECTRONICS CORP COM 1,400 799 034425108 ANDREW CORP COM 8,033 83,461 034553107 ANDRX GROUP COM 1,600 56,216 034663104 ANGELICA CORP COM 700 23,861 034918102 ANGIOTECH PHARMACEUTICALS IN COM 491,846 30,981,380 035128206 ANGLOGOLD LTD SPONSO 30 1,268 035229103 ANHEUSER BUSCH COS INC COM 324,965 23,541,356 035290105 ANIXTER INTL INC COM 56,100 1,833,116
Cusip Issuer Description Total Shares Market Value C$ Other Included Managers - --------- ------------------------------------ ------------ --------------- ----------------------- 035710409 ANNALY MTG MGMT INC COM 900 26,339 036115103 ANNTAYLOR STORES CORP COM 500 18,265 03674B104 ANTHEM INC COM 287,668 29,659,788 036762102 ANTHONY & SYLVAN POOLS CORP COM 1,367 7,589 036916104 ANSWERTHINK INC COM 1,900 4,370 037389103 AON CORP COM 36,075 1,172,496 037411105 APACHE CORP COM 148,511 14,004,691 03748R101 APARTMENT INVT & MGMT CO CL A 1,250 77,031 03759P101 APHTON CORP COM 400 1,421 037604105 APOLLO GROUP INC CL A 84,950 5,852,162 03760A101 APOGENT TECHNOLOGIES INC COM 115,100 3,406,827 037833100 APPLE COMPUTER INC COM 68,026 1,564,610 037899101 APPLEBEES INTL INC COM 2,824 98,190 037933108 APRIA HEALTHCARE GROUP INC COM 950 35,503 038020103 APPLERA CORP COM AP 126,678 3,677,184 038020202 APPLERA CORP COM CE 4,100 51,703 03815A106 APPLICA INC COM 250 2,102 038222105 APPLIED MATLS INC COM 509,098 9,327,097 03822W109 APPLIED MICRO CIRCUITS CORP COM 38,600 175,112 038336103 APTARGROUP INC COM 700 29,835 03840P102 AQUILA INC COM 3,696 24,037 038521100 ARAMARK CORP CL B 1,800 59,959 03875Q108 ARBITRON INC COM 44,730 2,419,430 03937R102 ARCH CHEMICALS INC COM 7,050 198,160 039380100 ARCH COAL INC COM 1,650 43,316 039483102 ARCHER DANIELS MIDLAND CO COM 93,552 1,856,408 039583109 ARCHSTONE SMITH TR COM 3,437 130,190 039793104 ARDEN RLTY INC COM 4,400 165,062 04033V104 ARIBA INC COM 4,000 8,566 040790107 ARKANSAS BEST CORP DEL COM 450 20,480 042260109 ARMOR HOLDINGS INC COM 6,600 156,931 04269E107 ARQULE INC COM 1,750 14,296 042735100 ARROW ELECTRS INC COM 1,220 24,441 04289L107 ART TECHNOLOGY GROUP INC COM 1,300 1,980 043127109 ARTESYN TECHNOLOGIES INC COM 5,100 12,215 043136100 ARTHROCARE CORP COM 900 17,302 04315D400 ARTISTDIRECT INC COM NE 5,129 46,406 043353101 ARVINMERITOR INC COM 1,050 31,145 043436104 ASBURY AUTOMOTIVE GROUP INC COM 750 10,410 04362P108 ASCENTIAL SOFTWARE CORP COM 10,003 29,481 043743202 ASHANTI GOLDFIELDS LTD GLOB D 325,000 2,928,125 044204105 ASHLAND INC COM 10,200 433,447 04516H101 ASHWORTH INC COM 2,050 16,096 045235108 ASPECT MED SYS INC COM 177,600 816,966 04523Q102 ASPECT COMMUNICATIONS CORP COM 1,450 3,381 045487105 ASSOCIATED BANC CORP COM 1,892 95,226 046265104 ASTORIA FINL CORP COM 2,850 110,306 046353108 ASTRAZENECA PLC SPONSO 325 15,759 048396105 ATLANTIC COAST AIRLINES HLDG COM 1,300 19,074 049164106 ATLAS AIR WORLDWIDE HLDGS IN COM 1,600 6,116 049513104 ATMEL CORP COM 11,750 19,756 049560105 ATMOS ENERGY CORP COM 700 23,873 050095108 ATWOOD OCEANICS INC COM 3,100 143,830 052528304 AUSTRALIA&NEW ZEALAND BKG GR SPONSO 107,456 8,125,955 052769106 AUTODESK INC COM 14,000 281,364 053015103 AUTOMATIC DATA PROCESSING IN COM 117,748 6,494,125 05329W102 AUTONATION INC COM 7,450 136,136
Cusip Issuer Description Total Shares Market Value C$ Other Included Managers - --------- ------------------------------------ ------------ --------------- ----------------------- 053332102 AUTOZONE INC COM 13,334 1,667,940 053484101 AVALONBAY CMNTYS INC COM 1,400 92,826 05348W109 AVANEX CORP COM 9,850 21,405 053491106 AVANT IMMUNOTHERAPEUTICS INC COM 2,550 4,449 053499109 AVAYA INC COM 57,514 130,458 053561106 AVENTIS SPONSO 116,505 9,556,110 053611109 AVERY DENNISON CORP COM 16,054 1,450,986 05367L109 AVICI SYS INC COM 5,100 5,016 05367P100 AVID TECHNOLOGY INC COM 200 3,268 053690103 AVIGEN INC COM 1,650 20,755 05379B107 AVISTA CORP COM 3,050 54,185 053807103 AVNET INC COM 3,014 51,586 053893103 AVOCENT CORP COM 1,862 39,518 054303102 AVON PRODS INC COM 29,338 2,145,332 054536107 AXA SPONSO 1,292 20,494 05453N100 AWARE INC MASS COM 1,050 3,464 054540109 AXCELIS TECHNOLOGIES INC COM 126,235 977,153 054802103 AZTAR CORP COM 1,600 33,526 054923107 AXCAN PHARMA INC COM 1,187,574 17,944,244 054937107 BB&T CORP COM 58,938 3,275,840 055262505 B A S F A G SPONSO 92 5,181 05534B109 BCE INC COM 36,533,846 1,566,505,007 055472104 BISYS GROUP INC COM 66,000 1,749,377 055482103 BJ SVCS CO COM 157,410 6,491,855 05548J106 BJS WHOLESALE CLUB INC COM 27,755 836,925 05561Q201 BOK FINL CORP COM NE 1,059 54,594 055622104 BP PLC SPONSO 204,242 12,926,459 05564E106 BRE PROPERTIES INC CL A 950 46,337 05577E101 BT GROUP PLC ADR 35,941 1,473,146 055921100 BMC SOFTWARE INC COM 200 4,145 056032105 BTU INTL INC COM 4,450 14,322 057224107 BAKER HUGHES INC COM 129,194 5,949,112 058498106 BALL CORP COM 8,757 699,943 05858H104 BALLARD PWR SYS INC COM 2,634,155 38,649,701 05873K108 BALLY TOTAL FITNESS HLDG COR COM 1,800 28,295 05945F103 BANCFIRST CORP COM 350 27,326 05946K101 BANCO BILBAO VIZCAYA ARGENTA SPONSO 193 2,314 059520106 BANCO DE CHILE SPONSO 8,654 199,041 05965X109 BANCO SANTANDER CHILE NEW SP ADR 11,767 330,367 059692103 BANCORPSOUTH INC COM 1,350 42,185 059815100 BANDAG INC COM 650 31,447 060505104 BANK OF AMERICA CORPORATION COM 783,800 74,945,231 062540109 BANK HAWAII CORP COM 1,150 50,894 063671101 BANK MONTREAL QUE COM 20,985,372 774,150,380 064057102 BANK NEW YORK INC COM 660,550 25,134,808 064149107 BANK NOVA SCOTIA HALIFAX COM 5,692,419 255,019,544 06423A103 BANK ONE CORP COM 328,635 19,496,136 066821109 BANTA CORP COM 50 2,816 067383109 BARD C R INC COM 7,562 655,286 06738E204 BARCLAYS PLC ADR 48,000 1,809,812 067774109 BARNES & NOBLE INC COM 1,250 41,955 067901108 BARRICK GOLD CORP COM 21,334,404 526,319,631 068306109 BARR LABS INC COM 875 86,455 068313105 BARRA INC COM 1,000 43,336 071707103 BAUSCH & LOMB INC COM 6,334 333,263 071813109 BAXTER INTL INC COM 480,986 23,281,804 072730302 BAYER A G SPONSO 79,000 2,205,479
Cusip Issuer Description Total Shares Market Value C$ Other Included Managers - --------- ------------------------------------ ------------ --------------- ----------------------- 073325102 BEA SYS INC COM 7,450 61,214 073902108 BEAR STEARNS COS INC COM 12,584 1,125,799 075811109 BECKMAN COULTER INC COM 1,550 95,149 075887109 BECTON DICKINSON & CO COM 35,995 1,621,525 075896100 BED BATH & BEYOND INC COM 37,350 1,929,619 077347201 BEL FUSE INC CL A 300 8,689 077459105 BELDEN INC COM 9,600 204,356 079860102 BELLSOUTH CORP COM 243,841 7,101,367 080555105 BELO CORP COM SE 73,150 2,538,778 081437105 BEMIS INC COM 6,115 479,167 081906109 BENNETT ENVIRONMENTAL INC COM 0 0 084423102 BERKLEY W R CORP COM 5,450 293,926 084670108 BERKSHIRE HATHAWAY INC DEL CL A 48 5,626,326 084670207 BERKSHIRE HATHAWAY INC DEL CL B 1,492 5,833,727 086516101 BEST BUY INC COM 205,952 7,288,341 089302103 BIG LOTS INC COM 12,000 301,318 090572207 BIO RAD LABS INC CL A 400 23,895 090597105 BIOGEN INC COM 20,000 928,573 090613100 BIOMET INC COM 33,253 1,404,640 09065H105 BIOPURE CORP CL A 1,300 7,217 09067J109 BIOVAIL CORP COM 5,364,492 210,093,665 090945106 BIOSITE INC COM 1,050 48,284 091797100 BLACK & DECKER CORP COM 13,315 885,583 091826107 BLACK BOX CORP DEL COM 4,000 210,650 092113109 BLACK HILLS CORP COM 750 31,157 093671105 BLOCK H & R INC COM 24,090 1,605,287 095698106 BLUE MARTINI SOFTWARE INC COM 850 715 09643P108 BLYTH INC COM 750 33,192 096761101 BOB EVANS FARMS INC COM 700 26,315 097023105 BOEING CO COM 147,279 7,973,339 097383103 BOISE CASCADE CORP COM 7,518 271,894 099709107 BORDERS GROUP INC COM 1,450 36,340 099724106 BORG WARNER INC COM 550 43,307 099849101 BORLAND SOFTWARE CORP COM 1,200 14,828 100582105 BOSTON COMMUNICATIONS GROUP COM 700 11,459 101121101 BOSTON PROPERTIES INC COM 1,250 73,759 101137107 BOSTON SCIENTIFIC CORP COM 171,726 8,596,787 102183100 BOWATER INC COM 1,332 74,583 103304101 BOYD GAMING CORP COM 1,300 38,499 10549P606 BRASCAN CORP CL A L 7,627,849 241,879,077 108057100 BRIDGE TECHNOLOGY INC COM 1,400 511 108763103 BRIDGFORD FOODS CORP COM 1,700 27,128 109043109 BRIGGS & STRATTON CORP COM 400 23,819 109195107 BRIGHT HORIZON FAMILY SOLUTI COM 1,000 44,303 109473405 BRIGHTPOINT INC COM NE 1,627 6,245 109641100 BRINKER INTL INC COM 2,425 99,626 110122108 BRISTOL MYERS SQUIBB CO COM 925,377 32,144,346 110415106 BRITESMILE INC COM 2,900 3,450 110448107 BRITISH AMERN TOB PLC SPONSO 67,219 2,200,720 111320107 BROADCOM CORP CL A 118,423 2,006,183 111412607 BROADVISION INC COM NE 171 334 111620100 BROADWING INC COM 4,100 12,877 111621108 BROCADE COMMUNICATIONS SYS I COM 467,700 5,586,316 112900105 BROOKFIELD PPTYS CORP COM 3,405,331 103,992,176 11442E102 BROOK-PRI AUTOMATION INC COM 1,056 19,179 115236101 BROWN & BROWN INC COM 5,200 247,450 115637209 BROWN FORMAN CORP CL B 8,575 910,642
Cusip Issuer Description Total Shares Market Value C$ Other Included Managers - --------- ------------------------------------ ------------ --------------- ----------------------- 115660201 BROWN TOM INC COM NE 1,250 45,406 116795105 BRUKER DALTONICS INC COM 1,650 13,374 117043109 BRUNSWICK CORP COM 91,185 3,043,212 117769109 BUCA INC COM 3,100 39,338 11776U102 BSQUARE CORP COM 1,150 2,098 118230101 BUCKEYE PARTNERS L P UNIT L 500 29,107 118255108 BUCKEYE TECHNOLOGIES INC COM 7,900 92,104 12189T104 BURLINGTON NORTHN SANTA FE C COM 53,351 2,024,263 122014103 BURLINGTON RES INC COM 27,007 1,643,305 124661109 C&D TECHNOLOGIES INC COM 1,650 38,369 124765108 CAE INC COM 600 2,736 124830100 CBL & ASSOC PPTYS INC COM 850 52,246 12489V106 CBRL GROUP INC COM 1,350 48,867 125010108 C COR NET CORP COM 1,350 7,945 125071100 C D I CORP COM 1,950 80,885 125129106 CDW COMPUTER CTRS INC COM 1,950 131,025 125137109 CEC ENTMT INC COM 2,100 113,622 12541C203 CHC HELICOPTER CORP CL A S 77,000 2,468,620 12541M102 CH ENERGY GROUP INC COM 450 33,499 12541W100 C H ROBINSON WORLDWIDE INC COM 3,100 132,324 125509109 CIGNA CORP COM 19,015 2,133,958 125581108 CIT GROUP INC COM 1,592 45,404 12561W105 CLECO CORP NEW COM 6,300 134,608 125750109 CMGI INC COM 14,150 7,856 125896100 CMS ENERGY CORP COM 1,732,215 19,547,463 125965103 CSK AUTO CORP COM 2,600 51,470 126117100 CNA FINL CORP COM 3,350 132,846 12612W104 CNF INC COM 550 27,385 12613R104 CNET NETWORKS INC COM 652,459 1,138,437 12626K203 CRH PLC ADR 840 15,588 126349109 CSG SYS INTL INC COM 69,300 1,198,182 126408103 CSX CORP COM 26,313 1,101,053 126426402 CT COMMUNICATIONS INC COM NE 1,700 39,100 126501105 CTS CORP COM 1,550 11,310 126583103 CUNO INC COM 2,500 122,337 126650100 CVS CORP COM 805,493 29,917,975 126667104 CV THERAPEUTICS INC COM 85,000 2,819,266 126830207 CABLE & WIRELESS PUB LTD CO SPONSO 600 5,139 12686C109 CABLEVISION SYS CORP CL A N 2,150 30,898 127055101 CABOT CORP COM 1,450 48,300 127097103 CABOT OIL & GAS CORP COM 700 23,873 12709P103 CABOT MICROELECTRONICS CORP COM 17,350 1,024,878 127190304 CACI INTL INC CL A 14,300 804,103 127387108 CADENCE DESIGN SYSTEM INC COM 850,750 13,724,168 130876105 CALIPER TECHNOLOGIES CORP COM 1,050 6,979 131193104 CALLAWAY GOLF CO COM 950 15,672 131347106 CALPINE CORP COM 38,825 152,115 132011107 CAMBREX CORP COM 400 23,349 133131102 CAMDEN PPTY TR SH BEN 700 36,808 13321L108 CAMECO CORP COM 2,392,352 65,550,447 134429109 CAMPBELL SOUP CO COM 51,303 1,796,822 135113108 CANADA LIFE FINL CORP COM 300 9,585 13566G509 CANADIAN 88 ENERGY CORP COM NE 850,000 2,082,500 136069101 CDN IMPERIAL BK OF COMMERCE COM 4,110,944 166,369,904 136375102 CANADIAN NATL RY CO COM 6,803,793 403,464,936 136385101 CANADIAN NAT RES LTD COM 4,676,474 235,460,447 13645T100 CANADIAN PAC RY LTD COM 6,655,889 192,615,684
Cusip Issuer Description Total Shares Market Value C$ Other Included Managers - --------- ------------------------------------ ------------ --------------- ----------------------- 138006309 CANON INC ADR 54,087 2,734,239 138906300 CANWEST GLOBAL COMMUNICATION SHS NO 329,000 1,355,480 139733109 CAPITAL AUTOMOTIVE REIT COM SH 600 23,774 14040H105 CAPITAL ONE FINL CORP COM 69,457 3,847,276 14057C106 CAPITOL FED FINL COM 1,300 45,696 14067D102 CAPSTONE TURBINE CORP COM 1,500 1,404 14067E506 CAPSTEAD MTG CORP COM NO 1,900 62,296 14149Y108 CARDINAL HEALTH INC COM 177,895 17,551,586 141665109 CAREER EDUCATION CORP COM 1,000 76,151 141705103 CAREMARK RX INC COM 4,750 128,087 142339100 CARLISLE COS INC COM 400 23,273 143658102 CARNIVAL CORP COM 80,729 3,214,142 144285103 CARPENTER TECHNOLOGY CORP COM 785 16,187 144418100 CARRAMERICA RLTY CORP COM 1,400 55,895 147339105 CASCADE NAT GAS CORP COM 350 10,937 147528103 CASEYS GEN STORES INC COM 13,600 249,163 148411101 CASTLE A M & CO COM 1,450 15,525 148867104 CATALINA MARKETING CORP COM 69,750 3,106,737 149111106 CATELLUS DEV CORP COM 1,850 54,142 149123101 CATERPILLAR INC DEL COM 237,148 14,000,997 150185106 CEDAR FAIR L P DEPOSI 1,000 37,086 150921104 CELL GENESYS INC COM 1,100 21,025 150925204 CELLSTAR CORP COM NE 980 4,788 150934107 CELL THERAPEUTICS INC COM 1,350 9,422 15101Q108 CELESTICA INC SUB VT 6,233,415 129,527,021 151020104 CELGENE CORP COM 1,150 30,719 151158102 CELLTECH GROUP PLC SPONSO 44,000 658,852 151290889 CEMEX S A SPON A 9,214 304,718 151313103 CENDANT CORP COM 194,697 3,323,033 15133T104 CENTENNIAL BANCORP COM 4,784 65,868 15133V208 CENTENNIAL COMMUNCTNS CORP N CL A N 1,500 6,900 151895109 CENTERPOINT PPTYS TR SH BEN 500 44,018 152312104 CENTEX CORP COM 9,124 641,861 152319109 CENTILLIUM COMMUNICATIONS IN COM 1,900 3,617 15231R109 CENTEX CONSTRUCTION PRODUCTS COM 650 36,808 153145107 CENTRAL COAST BANCORP COM 750 21,997 154785109 CENTRAL PKG CORP COM 8,100 258,766 156431108 CENTURY ALUM CO COM 47,500 524,398 156490104 CENTURY BUSINESS SVCS INC COM 1,300 5,465 156700106 CENTURYTEL INC COM 19,793 704,203 156708109 CEPHALON INC COM 354,471 22,951,805 156779100 CERIDIAN CORP NEW COM 139,600 3,155,465 156782104 CERNER CORP COM 700 39,096 156880106 CERTEGY INC COM 201,500 6,424,425 157085101 CERUS CORP COM 900 23,798 158711101 CHAMPIONSHIP AUTO RACING TEA COM 2,350 14,053 159864107 CHARLES RIV LABS INTL INC COM 1,200 74,711 160903100 CHARTER ONE FINL INC COM 32,761 1,544,433 160908109 CHARTER MUN MTG ACCEP CO SH BEN 750 20,962 161133103 CHARMING SHOPPES INC COM 2,300 24,626 16117M107 CHARTER COMMUNICATIONS INC D CL A 4,600 13,572 16122M100 CHARTER FINL CORP WEST PT GA COM 550 24,480 161726104 CHATEAU CMNTYS INC COM 1,100 46,081 162456107 CHATTEM INC COM 1,800 116,578 162813109 CHECKFREE CORP NEW COM 1,700 30,687 163072101 CHEESECAKE FACTORY INC COM 1,150 54,414 163421100 CHELSEA PPTY GROUP INC COM 550 29,444
Cusip Issuer Description Total Shares Market Value C$ Other Included Managers - --------- ------------------------------------ ------------ --------------- ----------------------- 163596109 CHEMED CORP COM 200 9,762 165159104 CHESAPEAKE CORP COM 400 9,479 165167107 CHESAPEAKE ENERGY CORP COM 4,600 48,158 166764100 CHEVRONTEXACO CORP COM 228,787 25,131,210 168615102 CHICOS FAS INC COM 3,450 87,176 168905107 CHILDRENS PL RETAIL STORES I COM 1,750 28,036 169373107 CHINA FD INC COM 102,000 1,904,297 170040109 CHIRON CORP COM 25,200 1,396,647 170228100 CHITTENDEN CORP COM 9,687 454,825 170388102 CHOICEPOINT INC COM 61,632 3,484,232 171046105 CHRISTOPHER & BANKS CORP COM 2,150 85,669 171232101 CHUBB CORP COM 28,198 2,452,419 171340102 CHURCH & DWIGHT INC COM 300 15,775 171484108 CHURCHILL DOWNS INC COM 400 23,159 17163B102 CIBER INC COM 3,000 27,648 171779101 CIENA CORP COM 268,065 1,262,873 171796105 CIMA LABS INC COM 250 9,973 172062101 CINCINNATI FINL CORP COM 19,900 1,123,110 172474108 CINERGY CORP COM 23,726 1,182,856 172737108 CIRCUIT CITY STORE INC CIRCT 243,654 5,855,302 172755100 CIRRUS LOGIC INC COM 1,900 7,685 17275R102 CISCO SYS INC COM 4,529,201 75,239,461 172908105 CINTAS CORP COM 21,350 1,419,653 172967101 CITIGROUP INC COM 2,780,292 125,408,690 174420109 CITIZENS BKG CORP MICH COM 7,000 268,372 17453B101 CITIZENS COMMUNICATIONS CO COM 41,050 441,475 177376100 CITRIX SYS INC COM 23,376 223,589 17770A109 CITY BK LYNNWOOD WASH COM 500 22,953 178566105 CITY NATL CORP COM 31,900 2,366,562 179584107 CLAIRES STORES INC COM 1,300 44,953 179895107 CLARCOR INC COM 1,100 53,567 184190106 CLAYTON HOMES INC COM 2,300 40,058 184502102 CLEAR CHANNEL COMMUNICATIONS COM 203,821 11,234,839 185896107 CLEVELAND CLIFFS INC COM 400 15,259 18681E107 CLICKACTION INC COM 28,250 5,377 189054109 CLOROX CO DEL COM 90,273 4,340,228 189754104 COACH INC COM 91,000 3,695,248 191216100 COCA COLA CO COM 646,954 49,216,958 191219104 COCA COLA ENTERPRISES INC COM 60,193 2,027,980 191241108 COCA-COLA FEMSA S A DE C V SPON A 3,830 115,489 192422103 COGNEX CORP COM 86,500 1,908,562 192423101 COGNICASE INC COM 990,384 4,163,060 192446102 COGNIZANT TECHNOLOGY SOLUTIO CL A 200 18,232 19244C109 COGNOS INC COM 3,080,171 131,721,837 192479103 COHERENT INC COM 700 20,264 193294105 COLE KENNETH PRODTNS INC CL A 1,450 46,690 194162103 COLGATE PALMOLIVE CO COM 347,675 29,495,968 194830204 COLLINS & AIKMAN CORP NEW COM NE 760 4,328 195493309 COLONIAL BANCGROUP INC COM 2,250 44,256 195872106 COLONIAL PPTYS TR COM SH 850 48,781 198516106 COLUMBIA SPORTSWEAR CO COM 750 41,305 200300200 COMCAST CORP CL A S 309,274 10,233,421 200340107 COMERICA INC COM 456,283 29,811,675 200519106 COMMERCE BANCORP INC NJ COM 1,400 92,182 200525103 COMMERCE BANCSHARES INC COM 1,801 111,614 200641108 COMMERCE GROUP INC MASS COM 700 35,931 201647104 COMMERCIAL FEDERAL CORPORATI COM 1,100 37,985
Cusip Issuer Description Total Shares Market Value C$ Other Included Managers - --------- ------------------------------------ ------------ --------------- ----------------------- 202218103 COMMERCIAL NET LEASE RLTY IN COM 1,600 40,912 203349105 COMMONWEALTH TEL ENTERPRISES COM 400 22,061 203372107 COMMSCOPE INC COM 196,300 2,111,109 203668108 COMMUNITY HEALTH SYS INC NEW COM 1,700 71,810 203902101 COMMUNITY FIRST BANKSHARES I COM 750 33,168 20440T201 COMPANHIA BRASILEIRA DE DIST ADR 3,700 69,488 20440W105 COMPANHIA SIDERURGICA NACION SPONSO 1,600 20,684 204412209 COMPANHIA VALE DO RIO DOCE SPONSO 22,199 801,074 204421101 COMPANIA ANONIMA NACIONL TEL SPON A 30,135 504,293 204429104 COMPANIA CERVECERIAS UNIDAS SPONSO 10,950 220,064 204448104 COMPANIA DE MINAS BUENAVENTU SPONSO 92,000 3,122,911 204449300 COMPANIA DE TELECOMUNICS CHI SPON A 43,633 604,903 20449H109 COMPASS BANCSHARES INC COM 3,550 166,849 20478N100 COMPUCREDIT CORP COM 4,700 39,513 204912109 COMPUTER ASSOC INTL INC COM 75,795 1,154,178 205253107 COMPUTER MOTION INC COM 4,600 10,799 205363104 COMPUTER SCIENCES CORP COM 22,076 973,133 205638109 COMPUWARE CORP COM 45,300 219,160 20563P101 COMPX INTERNATIONAL INC CL A 2,000 29,440 205826209 COMTECH TELECOMMUNICATIONS C COM NE 650 7,269 205862402 COMVERSE TECHNOLOGY INC COM PA 22,500 249,473 205887102 CONAGRA FOODS INC COM 158,254 6,237,954 206186108 CONCORD COMMUNICATIONS INC COM 1,600 12,817 206197105 CONCORD EFS INC COM 559,698 14,098,321 206784100 CONDUCTUS INC COM 4,300 3,513 207142100 CONEXANT SYSTEMS INC COM 5,500 9,684 20825C104 CONOCOPHILLIPS COM 278,060 20,394,772 20854P109 CONSOL ENERGY INC COM 750 15,061 209115104 CONSOLIDATED EDISON INC COM 428,667 17,916,889 21036P108 CONSTELLATION BRANDS INC CL A 2,400 87,940 210371100 CONSTELLATION ENERGY GROUP I COM 20,594 809,805 210795308 CONTINENTAL AIRLS INC CL B 950 8,122 212485106 CONVERGYS CORP COM 155,550 3,708,447 216640102 COOPER CAMERON CORP COM 36,400 2,411,154 216831107 COOPER TIRE & RUBR CO COM 7,184 183,922 217016104 COORS ADOLPH CO CL B 5,050 450,986 217204106 COPART INC COM 5,750 98,960 217510205 COPPER MTN NETWORKS INC COM NE 35 213 218868107 CORINTHIAN COLLEGES INC COM 1,150 68,843 21887F100 CORIXA CORP COM 1,800 18,073 219023108 CORN PRODS INTL INC COM 718 32,744 21922V102 CORNERSTONE RLTY INCOME TR I COM 1,100 15,529 219350105 CORNING INC COM 112,697 286,019 21988R102 CORPORATE EXECUTIVE BRD CO COM 700 31,701 220873103 CORUS BANKSHARES INC COM 350 24,322 220874101 CORUS ENTERTAINMENT INC COM CL 83,550 1,586,615 221005101 CORVAS INTL INC COM 550 1,125 221009103 CORVIS CORP COM 34,800 31,464 221485105 COST PLUS INC CALIF COM 900 38,331 22160K105 COSTCO WHSL CORP NEW COM 287,639 14,591,482 22163N106 COTT CORP QUE COM 1,829,450 43,998,279 222372104 COUNTRYWIDE CR INDS INC DEL COM 18,198 1,361,032 222795106 COUSINS PPTYS INC COM 1,100 40,131 222816100 COVANCE INC COM 1,350 41,907 222862104 COVENTRY HEALTH CARE INC COM 900 46,397 224044107 COX COMMUNICATIONS INC NEW CL A 56,380 2,199,109 224051102 COX RADIO INC CL A 107,000 4,440,017
Cusip Issuer Description Total Shares Market Value C$ Other Included Managers - --------- ------------------------------------ ------------ --------------- ----------------------- 22409V102 CP SHIPS LTD COM 4,336,202 77,834,826 224399105 CRANE CO COM 8,602 269,618 224633107 CRAWFORD & CO CL B 1,300 13,012 225302108 CREDENCE SYS CORP COM 1,250 17,171 225447101 CREE INC COM 3,750 74,354 225606102 CREO INC COM 1,916,722 24,129,996 225756105 CRESCENT REAL ESTATE EQUITIE COM 4,000 99,615 227116100 CROMPTON CORP COM 2,500 39,854 22748P105 CROSS CTRY INC COM 1,350 29,980 22765D100 CROSSROADS SYS INC COM 2,600 2,392 228227104 CROWN CASTLE INTL CORP COM 7,650 26,332 228255105 CROWN CORK & SEAL INC COM 3,750 31,229 228411104 CROWN MEDIA HLDGS INC CL A 4,750 26,371 229678107 CUBIST PHARMACEUTICALS INC COM 116,800 946,732 229899109 CULLEN FROST BANKERS INC COM 64,850 3,512,861 230215105 CULP INC COM 1,000 13,483 231021106 CUMMINS INC COM 4,910 183,960 231082108 CUMULUS MEDIA INC CL A 93,000 2,603,679 23126R101 CURAGEN CORP COM 700 4,686 231292103 CURON MED INC COM 900 828 231561101 CURTISS WRIGHT CORP COM 450 42,678 23243T105 CYBERCARE INC COM 3,000 333 23251P102 CYBERONICS INC COM 450 12,284 232572107 CYMER INC COM 500 14,784 232806109 CYPRESS SEMICONDUCTOR CORP COM 2,950 30,697 232820100 CYTEC INDS INC COM 750 26,113 232946103 CYTYC CORP COM 3,010 51,183 233162106 DDI CORP COM 2,550 643 233293109 DPL INC COM 3,500 91,327 23329J104 DQE INC COM 1,300 30,931 23331A109 D R HORTON INC COM 2,715 80,189 233326107 DST SYS INC DEL COM 53,650 2,507,916 233331107 DTE ENERGY CO COM 22,066 1,424,561 233343102 DVI INC COM 1,100 8,375 235774106 DAN RIV INC GA CL A 6,800 27,505 235811106 DANA CORP COM 14,435 299,494 235851102 DANAHER CORP DEL COM 135,533 12,221,898 237194105 DARDEN RESTAURANTS INC COM 24,018 923,491 237926100 DATAMIRROR CORP COM 50,000 450,000 238113104 DATASCOPE CORP COM 700 30,046 23918K108 DAVITA INC COM 111,400 4,170,233 242370104 DEAN FOODS CO NEW COM 1,884 118,880 244199105 DEERE & CO COM 40,811 2,942,214 247025109 DELL COMPUTER CORP COM 675,097 24,152,266 247126105 DELPHI CORP COM 73,677 999,220 247131105 DELPHI FINL GROUP INC CL A 700 40,439 247357106 DELTA & PINE LD CO COM 300 8,918 247361108 DELTA AIR LINES INC DEL COM 14,891 219,433 24783R103 DELTAGEN INC COM 307,400 731,406 248019101 DELUXE CORP COM 8,399 600,319 248239105 DENDRITE INTL INC COM 500 5,005 249030107 DENTSPLY INTL INC NEW COM 1,500 95,578 249906108 DESCARTES SYS GROUP INC COM 1,621,961 6,001,256 251566105 DEUTSCHE TELEKOM AG SPONSO 148,189 1,943,948 251591103 DEVELOPERS DIVERSIFIED RLTY COM 1,000 34,913 25179M103 DEVON ENERGY CORP NEW COM 297,467 22,732,636 251893103 DEVRY INC DEL COM 1,600 47,257
Cusip Issuer Description Total Shares Market Value C$ Other Included Managers - --------- ------------------------------------ ------------ --------------- ----------------------- 25243Q205 DIAGEO P L C SPON A 189,665 14,798,107 252450101 DIAGNOSTIC PRODS CORP COM 500 36,483 25247D101 DIAL CORP NEW COM 1,350 45,954 25271C102 DIAMOND OFFSHORE DRILLING IN COM 85,650 2,710,400 252787106 DIAMONDS TR UNIT S 23,610 2,847,746 25278P106 DIAMONDCLUSTER INTL INC CL A 800 4,137 253651103 DIEBOLD INC COM 2,400 125,324 253756100 DIGEX INC DEL CL A 5,100 1,375 253855100 DIGITAL LIGHTWAVE INC COM 350 700 25385G106 DIGITAL IMPACT INC DEL COM 2,300 6,275 25385P106 DIGITAL INSIGHT CORP COM 900 22,442 25388M100 DIGITALTHINK INC COM 500 880 253921100 DIGITAL GENERATION SYS INC COM 3,100 4,519 253922108 DIME CMNTY BANCSHARES COM 512 17,396 254067101 DILLARDS INC CL A 10,377 332,167 254590102 DISC GRAPHICS INC COM 900 2,384 254687106 DISNEY WALT CO COM DI 649,415 15,595,913 254753106 DISTRIBUCION Y SERVICIO D&S SPONSO 5,675 78,315 25500M103 DITECH COMMUNICATIONS CORP COM 400 1,060 256069105 DOBSON COMMUNICATIONS CORP CL A 1,850 910 256159104 DOCUMENTUM INC COM 700 12,825 256605106 DOLE FOOD INC COM 900 41,443 256669102 DOLLAR GEN CORP COM 38,583 821,319 256747106 DOLLAR TREE STORES INC COM 88,475 3,093,109 25746U109 DOMINION RES INC VA NEW COM 47,921 3,856,150 257561100 DOMTAR INC COM 618,600 8,542,866 257651109 DONALDSON INC COM 950 51,732 257867101 DONNELLEY R R & SONS CO COM 17,081 636,985 25811P100 DORAL FINL CORP COM 1,350 51,693 25822C205 DOREL INDS INC CL B S 179,700 6,514,125 258609304 DOUBLECLICK INC COM 2,771 22,592 260003108 DOVER CORP COM 27,250 1,097,037 260543103 DOW CHEM CO COM 153,341 6,642,674 260561105 DOW JONES & CO INC COM 10,303 627,727 261018105 DOWNEY FINL CORP COM 650 35,313 261876106 DREXLER TECHNOLOGY CORP COM 1,600 36,902 261878102 DREYERS GRAND ICE CREAM INC COM 850 94,191 263534109 DU PONT E I DE NEMOURS & CO COM 341,447 19,535,862 264399106 DUKE ENERGY CORP COM 250,503 7,768,188 264411505 DUKE REALTY CORP COM NE 2,600 101,537 26483E100 DUN & BRADSTREET CORP DEL NE COM 1,275 67,974 26613X101 DUPONT PHOTOMASKS INC COM 150 5,420 266605104 DURECT CORP COM 92,100 452,881 266898105 DUSA PHARMACEUTICALS INC COM 2 5 267455103 DWYER GROUP INC COM 1,300 7,836 267475101 DYCOM INDS INC COM 1,700 24,701 26816Q101 DYNEGY INC NEW CL A 66,182 121,776 268258100 ECI TELECOM LTD ORD 49,392 133,189 268484102 EGL INC COM 1,950 34,055 268648102 E M C CORP MASS COM 448,758 3,253,054 268664109 EMC INS GROUP INC COM 1,800 40,715 26874Q100 ENSCO INTL INC COM 2,500 99,297 26874R108 ENI S P A SPONSO 65 7,076 26875P101 EOG RES INC COM 66,476 3,791,820 268780103 E ON AG SPONSO 16,074 1,207,787 26881Q101 EPIX MEDICAL INC COM 104,300 749,455 26881V100 E PIPHANY INC COM 950 5,425
Cusip Issuer Description Total Shares Market Value C$ Other Included Managers - --------- ------------------------------------ ------------ --------------- ----------------------- 269246104 E TRADE GROUP INC COM 10,700 75,528 26926P100 EVCI CAREER COLLEGES INC COM 1,250 2,340 270321102 EARTHLINK INC COM 3,050 25,835 277276101 EASTGROUP PPTY INC COM 3,800 149,184 277432100 EASTMAN CHEM CO COM 9,263 560,837 277461109 EASTMAN KODAK CO COM 69,755 3,014,016 278058102 EATON CORP COM 30,934 3,127,600 278265103 EATON VANCE CORP COM NO 54,350 2,382,855 278642103 EBAY INC COM 34,570 2,895,867 27874N105 ECHELON CORP COM 350 4,830 278751102 ECHO BAY MINES LTD COM 8,681,015 15,422,389 278762109 ECHOSTAR COMMUNICATIONS NEW CL A 25,850 709,365 278856109 ECLIPSYS CORP COM 1,550 12,490 278865100 ECOLAB INC COM 18,541 1,227,283 281020107 EDISON INTL COM 42,656 676,618 281033100 EDISON SCHOOLS INC CL A 1,550 811 28139T101 EDUCATION MGMT CORP COM 1,570 110,248 281667105 J D EDWARDS & CO COM 4,050 59,424 281760108 EDWARDS AG INC COM 1,350 68,482 28176E108 EDWARDS LIFESCIENCES CORP COM 4,150 168,454 28224R101 EFUNDS CORP COM 800 11,904 28336L109 EL PASO CORP COM 73,665 966,340 284131208 ELAN PLC ADR 870 2,663 284560109 ELDERTRUST COM SH 2,600 30,313 285218103 ELECTRO RENT CORP COM 2,600 39,922 285229100 ELECTRO SCIENTIFIC INDS COM 700 16,467 285512109 ELECTRONIC ARTS INC COM 192,600 20,151,160 285661104 ELECTRONIC DATA SYS NEW COM 75,171 1,666,935 286082102 ELECTRONICS FOR IMAGING INC COM 1,950 46,149 29076N107 EMAGIN CORP COM 1,150 456 290787100 EMBARCADERO TECHNOLOGIES INC COM 500 3,323 290846104 EMCORE CORP COM 1,450 3,496 291011104 EMERSON ELEC CO COM 482,913 33,019,319 291525103 EMMIS COMMUNICATIONS CORP CL A 3,650 110,004 291657104 EMPIRE FED BANCORP INC COM 1,500 42,661 292475209 EMULEX CORP COM NE 3,300 58,941 292505104 ENCANA CORP COM 19,785,767 945,160,164 29250N105 ENBRIDGE INC COM 4,730,184 218,852,798 29258N107 ENDESA S A SPONSO 93,515 1,337,040 29264F205 ENDO PHARMACEUTICALS HLDGS I COM 1,200 16,237 29265N108 ENERGEN CORP COM 450 18,066 29266M109 ENERGY EAST CORP COM 2,700 84,842 29266R108 ENERGIZER HLDGS INC COM 1,750 84,387 29274D604 ENERPLUS RES FD UNIT T 453 12,911 29274F104 ENERSIS S A SPONSO 11,641 82,723 292845104 ENGELHARD CORP COM 18,508 699,595 29355X107 ENPRO INDS INC COM 178 968 29362U104 ENTEGRIS INC COM 6,900 85,042 293637104 ENTERASYS NETWORKS INC COM 3,800 7,836 293639100 ENTERCOM COMMUNICATIONS CORP CL A 16,000 1,202,227 29364G103 ENTERGY CORP NEW COM 30,032 1,981,713 293792107 ENTERPRISE PRODS PARTNERS L COM 2,700 83,557 29382R107 ENTRAVISION COMMUNICATIONS C CL A 2,050 43,086 29382Y102 ENTRADA NETWORKS INC COM NE 100 19 293848107 ENTRUST INC COM 155,190 772,959 293904108 ENZON INC COM 46,850 1,429,801 294100102 ENZO BIOCHEM INC COM 2,158 48,950
Cusip Issuer Description Total Shares Market Value C$ Other Included Managers - --------- ------------------------------------ ------------ --------------- ----------------------- 29412E100 EON LABS INC COM 9,350 320,056 294429105 EQUIFAX INC COM 19,642 677,343 294549100 EQUITABLE RES INC COM 1,250 68,505 294592308 EQUITEX INC COM PA 2,350 1,733 294703103 EQUITY INNS INC COM 900 8,851 294741103 EQUITY OFFICE PROPERTIES TRU COM 52,748 2,160,356 29476L107 EQUITY RESIDENTIAL SH BEN 35,800 1,359,472 294821400 ERICSSON L M TEL CO ADR CL 1,955 1,116 29530P102 ERIE INDTY CO CL A 1,450 95,819 29664R106 ESPERION THERAPEUTICS INC COM 74,300 674,137 297178105 ESSEX PPTY TR INC COM 750 58,817 297602104 ETHAN ALLEN INTERIORS INC COM 850 43,631 299096107 EVANS & SUTHERLAND COMPUTER COM 4,050 22,613 299900308 EVERGREEN RES INC COM NO 450 29,251 300645108 EXAR CORP COM 4,800 87,940 301504106 EXE TECHNOLOGIES INC COM 4,150 4,272 30161N101 EXELON CORP COM 41,039 3,092,100 30161Q104 EXELIXIS INC COM 244,281 1,918,042 302043104 EXFO ELECTRO OPTICAL ENGR IN SUB VT 559,370 2,306,937 302125109 EXPEDIA INC CL A 1,050 84,359 302125125 EXPEDIA INC *W EXP 162 5,216 302130109 EXPEDITORS INTL WASH INC COM 50,700 2,246,971 302182100 EXPRESS SCRIPTS INC COM 227,380 19,663,865 30218U108 EXPRESSJET HOLDINGS INC CL A 2,200 32,105 30224P101 EXTENDED STAY AMER INC COM 129,850 2,615,810 30224T871 EXTENDICARE INC CDA SUB VT 80,000 333,600 30226D106 EXTREME NETWORKS INC COM 4,850 32,388 302284104 EXULT INC DEL COM 1,300 6,083 30231G102 EXXON MOBIL CORP COM 1,651,120 83,522,562 302367107 F&M BANCORP MD COM 550 27,568 30241L109 FEI CO COM 450 10,314 302491303 F M C CORP COM NE 761 31,168 30249U101 FMC TECHNOLOGIES INC COM 88,378 2,349,532 302520101 FNB CORP PA COM 1,101 48,935 302571104 FPL GROUP INC COM 45,599 3,891,354 302930102 F N B CORP VA COM 500 24,364 303075105 FACTSET RESH SYS INC COM 4,100 172,668 303250104 FAIR ISAAC & CO INC COM 608 31,537 303726103 FAIRCHILD SEMICONDUCTOR INTL CL A 1,700 25,537 305204109 FAIRMONT HOTELS RESORTS INC COM 2,490,694 92,803,258 306075102 FALCON PRODS INC COM 1,000 6,583 307000109 FAMILY DLR STORES INC COM 110,667 4,718,571 30744P102 FARGO ELECTRONICS INC COM 2,250 29,266 311900104 FASTENAL CO COM 2,100 105,195 313400301 FEDERAL HOME LN MTG CORP COM 319,013 28,286,728 313586109 FEDERAL NATL MTG ASSN COM 286,859 27,091,879 313747206 FEDERAL REALTY INVT TR SH BEN 800 34,262 313855108 FEDERAL SIGNAL CORP COM 2,550 74,506 31410H101 FEDERATED DEPT STORES INC DE COM 26,922 1,257,211 314211103 FEDERATED INVS INC PA CL B 1,925 82,413 31428X106 FEDEX CORP COM 36,434 2,893,660 31430F101 FELCOR LODGING TR INC COM 950 19,334 315405100 FERRO CORP COM 2,450 89,772 316326107 FIDELITY NATL FINL INC COM 1,484 67,629 316773100 FIFTH THIRD BANCORP COM 101,081 9,817,410 316869106 FILENET CORP COM 2,050 33,656 31787A101 FINISAR COM 19,650 21,507
Cusip Issuer Description Total Shares Market Value C$ Other Included Managers - --------- ------------------------------------ ------------ --------------- ----------------------- 318522307 FIRST AMERN CORP CALIF COM 1,150 37,267 31865W108 FIRST AVIATION SVCS INC COM 9,000 59,230 318672102 FIRST BANCORP P R COM 450 27,210 319301107 FIRST BELL BANCORP INC COM 500 13,174 319383105 FIRST BUSEY CORP COM 1,100 39,556 319439105 FIRST CHARTER CORP COM 900 23,655 31946M103 FIRST CTZNS BANCSHARES INC N CL A 450 73,580 319960100 FIRST FED CAP CORP COM 1,500 46,230 319963104 FIRST DATA CORP COM 526,834 23,357,083 32006W106 FIRST DEFIANCE FINL CORP COM 2,750 74,897 32054K103 FIRST INDUSTRIAL REALTY TRUS COM 650 31,952 320734106 FIRST LONG IS CORP COM 450 23,734 320867104 FIRST MIDWEST BANCORP DEL COM 999 42,563 320960107 FIRST HEALTH GROUP CORP COM 1,850 79,584 335847208 FIRST OAK BROOK BANCSHARES I COM 400 18,863 337162101 FIRST TENN NATL CORP COM 39,217 2,156,698 337477103 FIRST VA BANKS INC COM 2,513 148,654 33761N109 FIRSTSERVICE CORP SUB VT 342,300 10,573,647 337719108 FISCHER IMAGING CORP COM 204,700 1,535,826 337738108 FISERV INC COM 123,250 5,489,682 337915102 FIRSTMERIT CORP COM 2,650 90,039 337932107 FIRSTENERGY CORP COM 369,160 11,690,552 338032204 FISHER SCIENTIFIC INTL INC COM NE 850 40,920 33832D106 FIVE STAR QUALITY CARE INC COM 2,291 4,179 338494107 FLANDERS CORP COM 8,450 21,714 339030108 FLEETBOSTON FINL CORP COM 1,109,187 32,175,488 339130106 FLEMING COS INC COM 950 7,535 340632108 FLORIDA EAST COAST INDS CL A 100 3,743 341140101 FLORIDA ROCK INDS INC COM 575 27,873 343412102 FLUOR CORP NEW COM 70,105 2,717,774 343498101 FLOWERS FOODS INC COM 1,125 40,562 34354P105 FLOWSERVE CORP COM 700 11,104 344155205 FOCAL COMMUNICATIONS CORP COM NE 17 13 344419106 FOMENTO ECONOMICO MEXICANO S SPON A 5,329 285,708 344849104 FOOT LOCKER INC COM 2,350 37,239 344912100 FOOTSTAR INC COM 1,100 13,610 345370860 FORD MTR CO DEL COM PA 232,970 3,621,505 345426100 FORDING INC COM 1,785,877 41,735,945 345550107 FOREST CITY ENTERPRISES INC CL A 600 30,931 345838106 FOREST LABS INC COM 95,018 12,360,494 346091705 FOREST OIL CORP COM PA 5,125 207,299 346563109 FORRESTER RESH INC COM 1,950 46,304 349631101 FORTUNE BRANDS INC COM 20,417 1,531,526 349853101 FORWARD AIR CORP COM 3,600 103,358 349882100 FOSSIL INC COM 900 28,623 35063R100 FOUNDRY NETWORKS INC COM 2,750 23,904 35100E104 FOUR SEASONS HOTEL INC LTD VT 1,052,892 53,504,890 35138T107 FOX ENTMT GROUP INC CL A 79,300 2,771,091 352128201 FRANKFORT FIRST BANCORP INC COM NE 300 8,632 354613101 FRANKLIN RES INC COM 145,070 7,156,507 356108100 FREDS INC CL A 1,030 48,782 356602102 FREEMARKETS INC COM 450 3,540 35671D857 FREEPORT-MCMORAN COPPER & GO CL B 201,365 4,299,203 358433100 FRIEDMAN BILLINGS RAMSEY GRO CL A 1,400 22,496 359065109 FRONTIER AIRLINES INC NEW COM 3,700 28,641 35914P105 FRONTIER OIL CORP COM 650 12,785 35952H106 FUELCELL ENERGY INC COM 200 1,999
Cusip Issuer Description Total Shares Market Value C$ Other Included Managers - --------- ------------------------------------ ------------ --------------- ----------------------- 359694106 FULLER H B CO COM 1,100 46,413 360271100 FULTON FINL CORP PA COM 1,441 42,972 360921100 FURNITURE BRANDS INTL INC COM 1,200 43,684 361268105 G & K SVCS INC CL A 3,200 171,819 361448103 GATX CORP COM 595 18,687 361475106 GBC BANCORP CALIF COM 700 21,563 36229U102 GSI LUMONICS INC COM 1,251,933 10,027,984 36238T104 GTC BIOTHERAPEUTICS INC COM 3,400 7,496 362418105 GABLES RESIDENTIAL TR SH BEN 4,700 199,129 363576109 GALLAGHER ARTHUR J & CO COM 16,850 658,834 363595109 GALLAHER GROUP PLC SPONSO 600 36,451 36466R101 GAMESTOP CORP CL A 500 16,219 364730101 GANNETT INC COM 55,999 6,411,479 364760108 GAP INC DEL COM 237,100 4,080,604 366651206 GARTNER INC CL B 1,900 24,111 367626108 GATEWAY INC COM 36,910 173,886 367905106 GAYLORD ENTMT CO NEW COM 400 12,005 36866W106 GEMSTAR-TV GUIDE INTL INC COM 7,100 28,381 368682100 GENCORP INC COM 1,250 19,947 368689105 GENE LOGIC INC COM 1,300 16,022 368709101 GENENCOR INTL INC COM 2,550 38,467 368710406 GENENTECH INC COM NE 136,800 7,080,539 369385109 GENERAL COMMUNICATION INC CL A 1,900 11,332 369550108 GENERAL DYNAMICS CORP COM 24,714 3,188,284 369604103 GENERAL ELEC CO COM 2,754,190 107,520,546 370021107 GENERAL GROWTH PPTYS INC COM 900 73,521 370334104 GENERAL MLS INC COM 63,598 4,481,105 370442105 GENERAL MTRS CORP COM 102,268 6,310,336 370442832 GENERAL MTRS CORP CL H N 494,472 7,176,719 371485103 GENEREX BIOTECHNOLOGY CP DEL COM 5,000 8,566 371532102 GENESCO INC COM 1,400 30,646 37184C103 GENESIS MICROCHIP INC DEL COM 13,600 165,462 371901109 GENTEX CORP COM 1,400 60,381 372460105 GENUINE PARTS CO COM 273,386 8,796,600 37248E202 GENUITY INC CL A N 105 47 372917104 GENZYME CORP COM GE 26,100 853,260 373200203 GEORGIA GULF CORP COM PA 1,400 50,788 373298108 GEORGIA PAC CORP COM 159,338 3,308,425 373865104 GERMAN AMERN BANCORP COM 210 5,663 37476F103 GIBRALTAR STL CORP COM 1,400 49,433 375558103 GILEAD SCIENCES INC COM 494,270 26,288,205 375766102 GILLETTE CO COM 353,288 15,251,404 37637Q105 GLACIER BANCORP INC NEW COM 2,928 105,801 376775102 GLAMIS GOLD LTD COM 3,632,016 53,499,596 377316104 GLATFELTER COM 100 1,832 37733W105 GLAXOSMITHKLINE PLC SPONSO 62,358 3,801,244 37803P105 GLENBOROUGH RLTY TR INC COM 4,150 133,631 379302102 GLIMCHER RLTY TR SH BEN 900 26,753 379336100 GLOBAL INDS LTD COM 3,400 22,274 37936S109 GLOBAL PMT TECHNOLOGIES INC COM 3,500 35,254 37940X102 GLOBAL PMTS INC COM 4,650 188,824 37941P108 GLOBAL POWER EQUIPMENT INC COM 100 746 37957V106 GLOBESPANVIRATA INC COM 3,033 11,354 38059T106 GOLD FIELDS LTD NEW SPONSO 2,100 42,638 380956409 GOLDCORP INC NEW COM 6,260,872 110,191,343 381197102 GOLDEN ST BANCORP INC COM 2,300 117,913 381317106 GOLDEN WEST FINL CORP DEL COM 20,519 2,023,811
Cusip Issuer Description Total Shares Market Value C$ Other Included Managers - --------- ------------------------------------ ------------ --------------- ----------------------- 38141G104 GOLDMAN SACHS GROUP INC COM 80,070 8,386,375 382388106 GOODRICH CORP COM 59,485 1,781,435 382550101 GOODYEAR TIRE & RUBR CO COM 22,714 320,301 382588101 GOODYS FAMILY CLOTHING INC COM 1,400 10,482 384109104 GRACO INC COM 19,650 772,988 384313102 GRAFTECH INTL LTD COM 186,150 2,140,730 384802104 GRAINGER W W INC COM 12,262 827,607 387328107 GRANITE CONSTR INC COM 750 19,606 38821G101 GRANT PRIDECO INC COM 4,085 55,337 390064103 GREAT ATLANTIC & PAC TEA INC COM 6,600 87,731 390568103 GREAT LAKES CHEM CORP COM 5,721 217,976 391164100 GREAT PLAINS ENERGY INC COM 850 25,820 391648102 GREATER BAY BANCORP COM 1,100 31,739 39167B102 GREATER CHINA FD INC COM 125,000 1,576,286 395384100 GREENPOINT FINL CORP COM 1,750 115,865 39787M108 GREY GLOBAL GROUP INC COM 75 70,190 397888108 GREY WOLF INC COM 7,700 43,970 398433102 GRIFFON CORP COM 3,025 51,102 39945C109 GROUPE CGI INC CL A S 7,417,257 71,080,329 400131306 GRUMA S A DE CV SPON A 124,000 806,426 40049J206 GRUPO TELEVISA SA DE CV SP ADR 165,701 6,699,721 400518106 GTECH HLDGS CORP COM 900 35,433 40051D105 GRUPO TMM S A DE CV SP ADR 1,000 9,692 40051E202 GRUPO AEROPORTUARIO DEL SURE SPON A 11,500 200,657 401617105 GUESS INC COM 4,400 29,941 401698105 GUIDANT CORP COM 155,414 6,071,008 401829106 GUILFORD PHARMACEUTICALS INC COM 92,600 710,918 402040109 GUITAR CTR MGMT INC COM 1,400 41,705 402629109 GULFMARK OFFSHORE INC COM 800 21,953 404119109 HCA INC COM 551,866 36,951,631 404132102 HCC INS HLDGS INC COM 2,150 81,883 40426W101 HRPT PPTYS TR COM SH 4,100 53,654 404280406 HSBC HLDGS PLC SPON A 40,509 3,307,906 405024100 HAEMONETICS CORP COM 850 31,995 405217100 HAIN CELESTIAL GROUP INC COM 740 17,196 406216101 HALLIBURTON CO COM 58,085 1,189,470 410120109 HANCOCK HLDG CO COM 375 27,945 41014S106 HANCOCK JOHN FINL SVCS INC COM 39,400 1,737,417 410293104 HANDSPRING INC COM 1,900 2,833 410768105 HANOVER COMPRESSOR CO COM 1,250 16,457 411352404 HANSON PLC SPON A 200 8,160 412822108 HARLEY DAVIDSON INC COM 64,698 4,766,934 412824104 HARLEYSVILLE GROUP INC COM 3,000 124,915 413086109 HARMAN INTL INDS INC COM 27,125 2,226,592 413160102 HARMONIC INC COM 1,139 3,162 413619107 HARRAHS ENTMT INC COM 16,581 1,267,976 413875105 HARRIS CORP DEL COM 1,450 77,028 415864107 HARSCO CORP COM 6,450 278,184 416196103 HARTE-HANKS INC COM 1,500 44,279 416515104 HARTFORD FINL SVCS GROUP INC COM 66,572 4,329,482 418056107 HASBRO INC COM 25,919 457,590 419870100 HAWAIIAN ELEC INDUSTRIES COM 650 44,438 421915109 HEALTH CARE PPTY INVS INC COM 1,300 87,845 421924101 HEALTHSOUTH CORP COM 44,717 294,363 421933102 HEALTH MGMT ASSOC INC NEW CL A 113,500 3,640,325 421946104 HEALTHCARE RLTY TR COM 1,500 73,997 42217K106 HEALTH CARE REIT INC COM 900 39,045
Cusip Issuer Description Total Shares Market Value C$ Other Included Managers - --------- ------------------------------------ ------------ --------------- ----------------------- 42219D100 HEALTHAXIS INC COM 16,700 10,066 42222G108 HEALTH NET INC COM 2,750 93,567 422317107 HEARST-ARGYLE TELEVISION INC COM 1,550 61,073 422347104 HEARTLAND EXPRESS INC COM 2,096 62,305 422819102 HEIDRICK & STRUGGLES INTL IN COM 1,150 27,709 423074103 HEINZ H J CO COM 208,496 11,036,136 423319102 HELIX TECHNOLOGY CORP COM 8,050 123,220 423452101 HELMERICH & PAYNE INC COM 800 43,437 426281101 HENRY JACK & ASSOC INC COM 12,350 243,501 427056106 HERCULES INC COM 10,488 153,220 42725M107 HERITAGE PPTY INVT TR INC COM 650 25,735 427866108 HERSHEY FOODS CORP COM 17,223 1,695,172 42822Q100 HEWITT ASSOCS INC COM 44,000 2,061,704 428236103 HEWLETT PACKARD CO COM 682,346 12,631,000 428656102 HIBERNIA CORP CL A 3,900 123,663 429060106 HICKORY TECH CORP COM 1,450 30,475 431284108 HIGHWOODS PPTYS INC COM 900 33,406 431294107 HILB ROGAL & HAMILTON CO COM 450 29,444 431573104 HILLENBRAND INDS INC COM 1,200 103,358 432848109 HILTON HOTELS CORP COM 47,556 858,442 433245107 HINES HORTICULTURE INC COM 1,950 9,527 433578507 HITACHI LIMITED ADR 10 69 5,424 43357B104 HISPANIC BROADCASTING CORP CL A 61,350 1,814,916 435569108 HOLLINGER INTL INC CL A 1,400 20,186 436141105 HOLLYWOOD ENTMT CORP COM 950 21,880 436926109 HOME FED BANCORP COM 700 26,093 437076102 HOME DEPOT INC COM 1,369,282 52,863,522 437306103 HOME PPTYS N Y INC COM 700 36,086 437852106 HOMESTORE INC COM 3,750 1,785 438092108 HON INDS INC COM 950 38,351 438128308 HONDA MOTOR LTD AMERN 104,700 3,299,952 438516106 HONEYWELL INTL INC COM 242,128 8,318,913 439104100 HOOPER HOLMES INC COM 11,500 113,097 440327104 HORACE MANN EDUCATORS CORP N COM 12,650 294,965 440452100 HORMEL FOODS CORP COM 3,100 107,590 44106M102 HOSPITALITY PPTYS TR COM SH 1,000 52,536 44107P104 HOST MARRIOTT CORP NEW COM 7,773 114,419 44147T108 HOTELS COM COM 550 44,127 441815107 HOUSEHOLD INTL INC COM 59,807 2,685,680 442120101 HOUSTON EXPL CO COM 1,600 79,057 443510201 HUBBELL INC CL B 900 41,500 443683107 HUDSON CITY BANCORP COM 3,000 77,233 444165104 HUDSON UNITED BANCORP COM 1,100 46,413 444482103 HUGHES SUPPLY INC COM 600 27,733 444859102 HUMANA INC COM 54,801 1,077,879 444903108 HUMAN GENOME SCIENCES INC COM 186,050 3,559,099 445591100 HUNT CORP COM 1,600 21,826 445658107 HUNT J B TRANS SVCS INC COM 700 26,149 446150104 HUNTINGTON BANCSHARES INC COM 30,061 867,360 44779E106 HURRICANE HYDROCARBONS LTD CL A 1,876,431 29,459,967 448407106 HUTCHINSON TECHNOLOGY INC COM 2,250 57,636 448774109 HYDRIL CO COM 2,300 90,770 448882100 HYDROGENICS CORP COM 104,380 894,075 448924100 ICN PHARMACEUTICALS INC NEW COM 1,700 24,431 448947101 IDT CORP COM 600 15,513 44914M104 HYPERION SOLUTIONS CORP COM 400 11,643 449293109 ICO HLDGS INC COM 18,050 48,673
Cusip Issuer Description Total Shares Market Value C$ Other Included Managers - --------- ------------------------------------ ------------ --------------- ----------------------- 449295104 ICOS CORP COM 1,200 39,916 44930G107 ICU MED INC COM 400 23,171 449370105 IDEC PHARMACEUTICALS CORP COM 154,000 10,142,411 449491109 IDX SYS CORP COM 350 6,890 449669100 IMC GLOBAL INC COM 112,100 2,142,650 449681105 IMCO RECYCLING INC COM 2,200 21,113 449934108 IMS HEALTH INC COM 83,469 1,982,020 45031U101 ISTAR FINL INC COM 1,400 62,002 450565106 ITLA CAP CORP COM 400 19,155 45068B109 ITT EDUCATIONAL SERVICES INC COM 129,100 3,843,707 45069F109 ITXC CORP COM 700 2,754 45071R109 IXIA COM 1,100 7,154 450828108 IBERIABANK CORP COM 650 38,798 450911102 ITT INDS INC IND COM 53,527 5,292,162 45104G104 ICICI BK LTD ADR 321,200 3,051,866 451107106 IDACORP INC COM 600 23,156 45167R104 IDEX CORP COM 1,500 67,930 45168D104 IDEXX LABS INC COM 1,600 78,544 45169U105 IGATE CORP COM 2,300 9,923 451713101 IKON OFFICE SOLUTIONS INC COM 1,500 18,749 451923106 ILEX ONCOLOGY INC COM 500 3,767 452308109 ILLINOIS TOOL WKS INC COM 38,353 3,548,579 45245A107 IMATION CORP COM 900 40,444 45245W109 IMCLONE SYS INC COM 153,000 1,892,994 45247T104 IMAGISTICS INTERNATIONAL INC COM 37 1,018 45255G101 IMPATH INC COM 400 8,191 45255W106 IMPCO TECHNOLOGIES INC COM 100 571 452907108 IMMUNOMEDICS INC COM 1,900 18,083 453038408 IMPERIAL OIL LTD COM NE 5,132,853 235,597,933 453258139 INCO LTD *W EXP 32,342 189,201 453258402 INCO LTD COM 9,536,987 243,139,698 453258808 INCO LTD PFD CV 2 157 45337C102 INCYTE GENOMICS INC COM 2,900 21,344 453414104 INDEPENDENCE CMNTY BK CORP COM 1,410 55,512 454090101 INDIA GROWTH FD INC COM 18,492 220,283 456607100 INDYMAC BANCORP INC COM 3,100 94,756 45662V105 INET TECHNOLOGIES INC COM 2,000 16,084 45665B106 INFOCUS CORP COM 100 1,209 45666Q102 INFORMATICA CORP COM 194,700 957,394 45666T106 INFONET SVCS CORP CL B 15,000 53,297 456727106 INFORMATION HLDGS INC COM 750 25,756 45678T201 INFOSPACE INC COM NE 608 4,436 456818301 INFOUSA INC NEW COM 2,300 15,797 456837103 ING GROUP N V SPONSO 110,780 2,467,128 457153104 INGRAM MICRO INC CL A 1,250 26,371 457191104 INHALE THERAPEUTIC SYS INC COM 3,000 23,927 457214104 INKINE PHARMACEUTICALS INC COM 63,700 113,167 457277101 INKTOMI CORP COM 1,700 674 457652105 INPUT/OUTPUT INC COM 2,100 15,956 45765U103 INSIGHT ENTERPRISES INC COM 1,675 26,968 457660108 INSITE VISION INC COM 2,600 5,114 457667103 INSITUFORM TECHNOLOGIES INC CL A 7,650 174,119 45767A105 INSIGNIA FINL GROUP INC NEW COM 500 6,226 45768V108 INSIGHT COMMUNICATIONS INC CL A 350 5,124 45769N105 INNOVATIVE SOLUTIONS & SUPPO COM 600 7,319 4576J0104 INNKEEPERS USA TR COM 2,200 27,883 45809K202 INSWEB CORP COM NE 1,091 3,080
Cusip Issuer Description Total Shares Market Value C$ Other Included Managers - --------- ------------------------------------ ------------ --------------- ----------------------- 45810H107 INTEGRAL SYS INC MD COM 1,000 30,313 45810N302 INTEGRAMED AMER INC COM NE 2,700 23,769 458118106 INTEGRATED DEVICE TECHNOLOGY COM 2,900 48,024 45811K208 INTEGRATED CIRCUIT SYS INC COM 1,300 32,375 458140100 INTEL CORP COM 2,731,038 60,171,750 45814P105 INTEGRA BK CORP COM 850 24,296 45819B101 INTEGRATED DEFENSE TECHNOLOG COM 550 17,187 45840J107 INTERACTIVE DATA CORP COM 1,350 26,232 458665106 INTERFACE INC CL A 2,150 13,505 45866A105 INTERDIGITAL COMMUNICATIONS COM 2,350 32,430 458683109 INTERGRAPH CORP COM 2,000 54,217 45884X103 INTERMUNE INC COM 500 26,030 45885A102 INTERNAP NETWORK SVCS CORP COM 4,650 1,549 459044103 INTERNATIONAL BANCSHARES COR COM 625 38,555 459200101 INTERNATIONAL BUSINESS MACHS COM 682,632 63,167,320 459506101 INTERNATIONAL FLAVORS&FRAGRA COM 110,565 5,585,862 459902102 INTERNATIONAL GAME TECHNOLOG COM 40,400 4,430,716 460043102 INTERNATIONAL MULTIFOODS COR COM 3,300 102,597 460146103 INTL PAPER CO COM 132,768 7,031,904 460254105 INTERNATIONAL RECTIFIER CORP COM 1,300 32,210 460321201 INTERNATIONAL SHIPHOLDING CO COM NE 700 7,606 460335201 INTERNATIONAL SPEEDWAY CORP CL A 1,200 75,625 460337108 INTL SPECIALTY PRODS INC NEW COM 3,000 46,111 46059C106 INTERNET CAP GROUP INC COM 12,800 4,040 46060X107 INTERNET SEC SYS INC COM 80,950 1,581,942 46062R108 INTERPOOL INC COM 1,200 22,880 460690100 INTERPUBLIC GROUP COS INC COM 349,977 8,798,916 46069S109 INTERSIL CORP CL A 121,458 2,496,860 46072H108 INTERSTATE BAKERIES CORP DEL COM 900 37,931 460919103 INTERTAPE POLYMER GROUP INC COM 1,070,973 12,862,387 46113Q109 INTERTRUST TECHNOLOGIES CORP COM 650 3,289 46114T102 INTERWOVEN INC COM 1,200 3,822 46116T100 INTRABIOTICS PHARMACEUTICALS COM 38,400 28,019 461202103 INTUIT COM 57,850 4,177,959 461203101 INVACARE CORP COM 700 38,030 46126P106 INVERNESS MED INNOVATIONS IN COM 140 2,107 46145F105 INVESTMENT TECHNOLOGY GRP NE COM 975 45,252 461730103 INVESTORS REAL ESTATE TR SH BEN 2,450 41,155 46185R100 INVITROGEN CORP COM 13,964 754,649 461915100 INVESTORS FINL SERVICES CORP COM 35,800 1,537,207 462030305 IOMEGA CORP COM NE 1,140 19,331 462622101 IPSCO INC COM 145,697 2,549,698 462846106 IRON MTN INC PA COM 85,775 3,400,088 464286103 ISHARES INC MSCI A 1,100 15,075 464286699 ISHARES INC MSCI U 4,600 85,297 464286707 ISHARES INC MSCI F 2,200 45,924 464286749 ISHARES INC MSCI S 750 12,622 464286806 ISHARES INC MSCI G 3,150 45,769 464286814 ISHARES INC MSCI N 400 7,741 464286848 ISHARES INC MSCI J 15,457 179,718 464286855 ISHARES INC MSCI I 700 14,590 464286871 ISHARES INC MSCI H 600 6,786 464287465 ISHARES TR MSCI E 55,200 8,335,644 464287507 ISHARES TR S&P MI 200 25,833 464287655 ISHARES TR RUSSEL 500 56,747 464287705 ISHARES TR S&P MI 400 48,113 464287861 ISHARES TR S&P EU 62,955 4,245,995
Cusip Issuer Description Total Shares Market Value C$ Other Included Managers - --------- ------------------------------------ ------------ --------------- ----------------------- 464330109 ISIS PHARMACEUTICALS INC COM 53,300 833,618 465754109 I2 TECHNOLOGIES INC COM 10,894 8,986 465790103 IVANHOE ENERGY INC COM 400,000 500,000 465823102 IVAX CORP COM 83,749 1,629,999 46588H105 IVILLAGE INC COM 600 552 465917102 JDN RLTY CORP COM 1,400 26,826 466107109 JB OXFORD HLDGS INC COM 6,400 2,741 46612J101 JDS UNIPHASE CORP COM 1,139,544 5,066,542 46622G105 JNI CORP COM 300 1,114 46625H100 J P MORGAN CHASE & CO COM 867,420 22,621,992 466313103 JABIL CIRCUIT INC COM 81,178 1,903,163 466367109 JACK IN THE BOX INC COM 1,200 43,399 469814107 JACOBS ENGR GROUP INC DEL COM 1,200 58,779 471110106 JARDINE FLEMING CHINA REGION COM 20,408 188,400 471112102 JARDINE FLEMING INDIA FD INC COM 114,637 1,154,666 472319102 JEFFERIES GROUP INC NEW COM 500 30,265 475070108 JEFFERSON PILOT CORP COM 130,522 8,302,142 477143101 JETBLUE AWYS CORP COM 450 28,787 478035108 JOHN NUVEEN CO CL A 1,500 54,130 478160104 JOHNSON & JOHNSON COM 1,345,553 115,119,396 478366107 JOHNSON CTLS INC COM 11,060 1,347,698 480074103 JONES APPAREL GROUP INC COM 15,200 740,193 48020Q107 JONES LANG LASALLE INC COM 800 26,090 481165108 JOY GLOBAL INC COM 1,300 17,115 48203R104 JUNIPER NETWORKS INC COM 6,450 49,109 482480100 KLA-TENCOR CORP COM 126,599 5,610,736 482564101 KMG CHEMICALS INC COM 3,630 19,577 48265R109 KPMG CONSULTING INC COM 151,150 1,548,830 482686102 K-SWISS INC CL A 700 23,728 48268K101 KT CORP SPONSO 371,773 13,079,797 48282T104 KADANT INC COM 71 1,520 483600300 KANA SOFTWARE INC COM NE 330 419 485170302 KANSAS CITY SOUTHERN COM NE 2,850 56,054 486587108 KAYDON CORP COM 50 1,589 486665102 KEANE INC COM 2,300 24,626 48666K109 KB HOME COM 8,448 654,474 487836108 KELLOGG CO COM 50,948 2,687,088 488152208 KELLY SVCS INC CL A 1,300 44,685 488360108 KEMET CORP COM 11,650 157,999 489170100 KENNAMETAL INC COM 1,000 50,948 490057106 KENSEY NASH CORP COM 1,450 34,597 492386107 KERR MCGEE CORP COM 11,483 791,240 492914106 KEY ENERGY SVCS INC COM 6,750 84,371 493267108 KEYCORP NEW COM 53,608 2,123,300 493308100 KEYNOTE SYS INC COM 1,900 19,740 49337W100 KEYSPAN CORP COM 387,950 14,586,028 49338N109 KEYSTONE AUTOMOTIVE INDS INC COM 4,200 109,925 493732101 KFORCE INC COM 433 2,136 494274103 KIMBALL INTL INC CL B 1,500 32,882 49427F108 KILROY RLTY CORP COM 600 22,566 494368103 KIMBERLY CLARK CORP COM 135,321 12,157,647 49446R109 KIMCO REALTY CORP COM 1,875 92,496 49455P101 KINDER MORGAN INC KANS COM 15,500 871,588 49455U100 KINDER MORGAN MANAGEMENT LLC SHS 373 17,602 494580103 KINDRED HEALTHCARE INC COM 350 20,558 495582108 KING PHARMACEUTICALS INC COM 53,766 1,549,622 496904103 KINGSWAY FINL SVCS INC COM 88,600 1,156,230
Cusip Issuer Description Total Shares Market Value C$ Other Included Managers - --------- ------------------------------------ ------------ --------------- ----------------------- 499040103 KNIGHT RIDDER INC COM 11,616 1,039,384 499063105 KNIGHT TRADING GROUP INC COM 4,545 27,035 499064103 KNIGHT TRANSN INC COM 1,962 48,239 500255104 KOHLS CORP COM 89,802 8,662,119 500467303 KONINKLIJKE AHOLD N V SPON A 442 8,525 500472303 KONINKLIJKE PHILIPS ELECTRS NY REG 86,496 1,985,773 500600101 KOPIN CORP COM 600 3,312 500631106 KOREA ELECTRIC PWR SPONSO 60,000 887,955 500634100 KOREA FD COM 39,000 834,516 500643200 KORN FERRY INTL COM NE 2,500 31,090 50064W107 KOSAN BIOSCIENCES INC COM 3,700 38,383 50075N104 KRAFT FOODS INC CL A 126,785 7,332,395 501014104 KRISPY KREME DOUGHNUTS INC COM 1,150 57,023 501044101 KROGER CO COM 277,988 6,217,374 501049100 KROLL INC COM 1,600 50,328 501052104 KRONOS INC COM 6,200 242,225 501242101 KULICKE & SOFFA INDS INC COM 2,400 11,421 501803209 LCA-VISION INC COM NE 450 428 502079106 LMI AEROSPACE INC COM 2,500 8,724 502161102 LSI LOGIC CORP COM 39,346 396,312 50216C108 LSI INDS INC COM 4,650 74,792 502392103 LTX CORP COM 100 723 502424104 L-3 COMMUNICATIONS HLDGS INC COM 39,900 3,335,390 502441207 LVMH MOET HENNESSY LOU VUITT SPONSO 550 6,369 50419U202 LA QUINTA CORP PAIRED 5,550 42,257 505336107 LA Z BOY INC COM 1,400 51,520 50540R409 LABORATORY CORP AMER HLDGS COM NE 271,200 14,531,567 505447102 LABRANCHE & CO INC COM 1,000 32,121 505754200 LADISH INC COM NE 2,800 27,537 505862102 LAFARGE NORTH AMERICA INC COM 2,388 109,735 512807108 LAM RESEARCH CORP COM 4,100 57,881 512815101 LAMAR ADVERTISING CO CL A 109,600 5,276,335 513847103 LANCASTER COLONY CORP COM 800 53,449 514606102 LANCE INC COM 1,900 38,426 514936103 LANDAMERICA FINL GROUP INC COM 165 8,608 515098101 LANDSTAR SYS INC COM 700 54,435 517942108 LASALLE HOTEL PPTYS COM SH 1,900 37,673 518415104 LATTICE SEMICONDUCTOR CORP COM 203,450 2,007,282 518439104 LAUDER ESTEE COS INC CL A 37,800 1,723,224 520776105 LAWSON PRODS INC COM 900 41,614 521050104 LAYNE CHRISTENSEN CO COM 2,100 24,547 521863100 LEAP WIRELESS INTL INC COM 900 328 521865105 LEAR CORP COM 1,050 69,369 522015106 LEARNING TREE INTL INC COM 400 9,321 523768109 LEE ENTERPRISES INC COM 800 41,699 524651106 LEGATO SYS INC COM 1,890 8,268 524660107 LEGGETT & PLATT INC COM 23,200 728,278 524901105 LEGG MASON INC COM 36,250 2,447,219 524908100 LEHMAN BROS HLDGS INC COM 231,746 18,030,664 526057104 LENNAR CORP COM 1,200 106,175 526107107 LENNOX INTL INC COM 2,350 49,316 527288104 LEUCADIA NATL CORP COM 1,050 56,628 52729N100 LEVEL 3 COMMUNICATIONS INC COM 12,600 77,747 52886P104 LEXAR MEDIA INC COM 1,450 6,095 528872104 LEXICON GENETICS INC COM 2,300 14,630 529771107 LEXMARK INTL NEW CL A 105,290 7,849,611 529898108 LIBBEY INC COM 400 20,215
Cusip Issuer Description Total Shares Market Value C$ Other Included Managers - --------- ------------------------------------ ------------ --------------- ----------------------- 530129105 LIBERATE TECHNOLOGIES COM 1,550 3,835 530154103 LIBERTE INVS INC DEL COM 5,500 35,159 530718105 LIBERTY MEDIA CORP NEW COM SE 418,245 4,763,414 531172104 LIBERTY PPTY TR SH BEN 1,200 59,007 53215R100 LIFEPOINT INC COM 4,800 13,705 532192101 LIFELINE SYS INC COM 1,600 55,835 53219L109 LIFEPOINT HOSPITALS INC COM 650 32,156 53220K207 LIGAND PHARMACEUTICALS INC CL B 38,750 417,969 532226107 LIGHTBRIDGE INC COM 657 6,972 532257102 LIGHTPATH TECHNOLOGIES INC CL A 1,200 742 532457108 LILLY ELI & CO COM 249,821 21,929,612 532716107 LIMITED BRANDS INC COM 72,083 1,639,627 532791100 LINCARE HLDGS INC COM 2,500 123,091 533900106 LINCOLN ELEC HLDGS INC COM 1,200 42,126 534187109 LINCOLN NATL CORP IND COM 486,880 20,907,269 535555106 LINDSAY MFG CO COM 1,800 69,181 535678106 LINEAR TECHNOLOGY CORP COM 111,077 3,650,707 535679104 LINENS N THINGS INC COM 64,700 1,885,283 537008104 LITTELFUSE INC COM 5,100 136,069 539320101 LIZ CLAIBORNE INC COM 15,994 632,981 539830109 LOCKHEED MARTIN CORP COM 156,080 16,010,808 540211109 LODGENET ENTMT CORP COM 1,500 18,226 540424108 LOEWS CORP COM 24,091 1,638,981 541419107 LOGITECH INTERNATIONAL S A SPONSO 12,000 516,974 542312103 LONE STAR TECHNOLOGIES INC COM 17,950 337,397 543162101 LONGS DRUG STORES CORP COM 900 32,963 543213102 LONGVIEW FIBRE CO COM 1,400 15,412 546347105 LOUISIANA PAC CORP COM 8,497 87,203 548661107 LOWES COS INC COM 339,670 22,305,886 549271104 LUBRIZOL CORP COM 993 44,529 549463107 LUCENT TECHNOLOGIES INC COM 544,478 600,692 55024L109 LUMENON INNOV LIGHTWAVE TECH COM 600 105 55027E102 LUMINEX CORP DEL COM 1,100 12,284 55068R202 LUXOTTICA GROUP S P A SPONSO 201,900 4,124,903 550819106 LYDALL INC DEL COM 1,550 29,012 551146103 LYNCH INTERACTIVE CORP COM 700 28,414 552078107 LYONDELL CHEMICAL CO COM 2,200 41,667 55261F104 M & T BK CORP COM 2,103 262,896 55262C100 MBIA INC COM 20,429 1,294,574 55262L100 MBNA CORP COM 235,155 6,855,864 552676108 M D C HLDGS INC COM 440 24,637 552690109 MDU RES GROUP INC COM 1,100 39,835 55269P302 MDS INC COM 377,500 8,135,125 55277P104 MGE ENERGY INC COM 1,550 63,089 552848103 MGIC INVT CORP WIS COM 13,594 880,420 552953101 MGM MIRAGE COM 4,950 292,872 55306N104 MKS INSTRUMENT INC COM 7,453 129,097 55308X100 MKTG SERVICES INC COM 583 314 55309W101 MMO2 PLC ADR 33 324 553409103 MPS GROUP INC COM 10,400 95,681 553477100 MRV COMMUNICATIONS INC COM 6,075 8,191 553530106 MSC INDL DIRECT INC CL A 28,100 473,363 554273102 MACDERMID INC COM 2,500 79,113 554382101 MACERICH CO COM 550 27,028 554489104 MACK CALI RLTY CORP COM 900 45,869 555904101 MACROVISION CORP COM 1,000 19,399 556100105 MACROMEDIA INC COM 1,700 20,845
Cusip Issuer Description Total Shares Market Value C$ Other Included Managers - --------- ------------------------------------ ------------ --------------- ----------------------- 556596104 MADISON BANCSHARES GROUP LTD COM 2,850 22,152 559181102 MAGMA DESIGN AUTOMATION COM 300 4,245 559211107 MAGNA ENTMT CORP CL A 2,221 18,457 559222401 MAGNA INTL INC CL A 3,694,460 333,683,617 55972F203 MAGNUM HUNTER RES INC COM PA 5,375 44,761 559776109 MAGYAR TAVKOZLESI RT SPONSO 5,818 143,044 561063108 MALAN RLTY INVS INC COM 850 6,135 562567107 MANDALAY RESORT GROUP COM 1,250 66,522 562750109 MANHATTAN ASSOCS INC COM 1,650 35,385 564055101 MANOR CARE INC NEW COM 103,592 3,693,904 56418H100 MANPOWER INC COM 87,025 4,050,114 564563104 MANTECH INTL CORP CL A 1,700 63,264 564682102 MANUFACTURED HOME CMNTYS INC COM 2,300 116,308 565011103 MANUGISTICS GROUP INC COM 2,500 11,064 56501R106 MANULIFE FINL CORP COM 17,566,287 587,261,978 565849106 MARATHON OIL CORP COM 39,317 1,414,447 570535104 MARKEL CORP COM 550 173,769 571748102 MARSH & MCLENNAN COS INC COM 201,390 13,301,822 571834100 MARSHALL & ILSLEY CORP COM 25,874 1,144,657 571903202 MARRIOTT INTL INC NEW CL A 31,162 1,432,969 572901106 MARTEK BIOSCIENCES CORP COM 900 23,383 573284106 MARTIN MARIETTA MATLS INC COM 1,000 51,663 57383M108 MARVEL ENTERPRISES INC COM 3,800 42,193 574599106 MASCO CORP COM 63,240 1,961,080 575384102 MASONITE INTL CORP COM 3,465,342 82,752,367 576206106 MASSEY ENERGY CORP COM 3,124 31,962 576323109 MASTEC INC COM 1,475 7,557 576674105 MATERIAL SCIENCES CORP COM 4,200 81,078 57685P304 MATRIXONE INC COM 45,129 1,816,109 576879209 MATSUSHITA ELEC INDL ADR 126,284 2,077,257 577081102 MATTEL INC COM 55,899 1,596,912 577128101 MATTHEWS INTL CORP CL A 8,700 322,508 577729205 MAXTOR CORP COM NE 5,600 23,184 57772K101 MAXIM INTEGRATED PRODS INC COM 316,158 12,417,036 577776107 MAXYGEN INC COM 1,100 10,835 577778103 MAY DEPT STORES CO COM 35,412 1,279,018 577933104 MAXIMUS INC COM 5,600 198,975 578592107 MAYTAG CORP COM 11,597 426,405 579489105 MCCLATCHY CO CL A 750 72,510 579780206 MCCORMICK & CO INC COM NO 3,500 126,580 580031201 MCDATA CORP CL A 1,691 14,565 580037109 MCDERMOTT INTL INC COM 10,990 106,862 580135101 MCDONALDS CORP COM 225,751 6,323,878 580645109 MCGRAW HILL COS INC COM 258,355 20,602,341 58155Q103 MCKESSON CORP COM 68,623 3,083,752 582266706 MCLEODUSA INC CL A 58 28 583334107 MEADWESTVACO CORP COM 24,912 759,100 583538103 MECHANICAL TECHNOLOGY INC COM 1,250 2,538 583916101 MEDAREX INC COM 1,700 9,034 583928106 MEDALLION FINL CORP COM 650 4,918 584404107 MEDIA GEN INC CL A 650 52,429 58446K105 MEDIACOM COMMUNICATIONS CORP CL A 3,950 33,646 58463F104 MEDICAL STAFFING NETWK HLDGS COM 650 15,641 584688105 MEDICINES CO COM 241,550 4,206,234 584690309 MEDICIS PHARMACEUTICAL CORP CL A N 7,250 470,004 584699102 MEDIMMUNE INC COM 585,811 19,392,915 584949101 MEDQUIST INC COM 600 22,335
Cusip Issuer Description Total Shares Market Value C$ Other Included Managers - --------- ------------------------------------ ------------ --------------- ----------------------- 58500P107 MEDIS TECHNOLOGIES LTD COM 4,000 27,156 585055106 MEDTRONIC INC COM 185,567 12,398,017 58551A108 MELLON FINL CORP COM 820,894 29,224,789 586002107 MEMBERWORKS INC COM 500 13,816 587118100 MENS WEARHOUSE INC COM 900 20,986 587188103 MENTOR CORP MINN COM 700 35,398 587200106 MENTOR GRAPHICS CORP COM 52,050 402,906 587405101 MERCANTILE BANKSHARES CORP COM 2,000 121,092 589331107 MERCK & CO INC COM 394,535 28,606,057 589378108 MERCURY COMPUTER SYS COM 1,050 39,307 589400100 MERCURY GENL CORP NEW COM 35,950 2,440,652 589405109 MERCURY INTERACTIVE CORP COM 204,850 5,575,918 589433101 MEREDITH CORP COM 54,895 3,748,600 589584101 MERIDIAN BIOSCIENCE INC COM 2,800 25,849 58977Q109 MERIDIAN RESOURCE CORP COM 22,680 47,855 58984Y103 MERISTAR HOSPITALITY CORP COM 1,450 19,757 589975101 MERIDIAN GOLD INC COM 3,178,431 92,262,606 590188108 MERRILL LYNCH & CO INC COM 434,578 21,168,343 59139P104 METASOLV INC COM 2,200 5,339 59151K108 METHANEX CORP COM 3,500,581 47,642,906 591520200 METHODE ELECTRS INC CL A 6,100 88,825 59156R108 METLIFE INC COM 89,099 3,216,683 591598107 METRIS COS INC COM 6,150 22,535 59159Q107 METRETEK TECHNOLOGIES INC COM 500 270 591610100 METRO GOLDWYN MAYER INC COM 4,650 88,142 59163F105 METRO ONE TELECOMMUNICATIONS COM 4,000 53,917 592688105 METTLER TOLEDO INTERNATIONAL COM 8,200 338,178 594087108 MICHAELS STORES INC COM 1,850 134,107 594793101 MICREL INC COM 2,900 28,336 594918104 MICROSOFT CORP COM 1,678,335 116,249,483 594960106 MICROVISION INC WASH COM 550 3,298 594972408 MICROSTRATEGY INC CL A N 210 2,708 595017104 MICROCHIP TECHNOLOGY INC COM 138,712 4,499,564 595094103 MICROMUSE INC COM 1,300 5,196 595112103 MICRON TECHNOLOGY INC COM 147,304 2,890,330 59523C107 MID ATLANTIC MED SVCS INC COM 1,700 97,616 595635103 MIDCAP SPDR TR UNIT S 215 25,322 597486109 MIDLAND CO COM 1,450 38,709 597911106 MIDWEST EXPRESS HLDGS INC COM 3,300 20,938 598148104 MIDWAY GAMES INC COM 8,700 75,625 599902103 MILLENNIUM PHARMACEUTICALS I COM 114,384 1,691,003 599903101 MILLENNIUM CHEMICALS INC COM 1,150 18,023 60032R106 MILLEA HOLDINGS INC ADR 62 3,845 600544100 MILLER HERMAN INC COM 8,200 231,004 601073109 MILLIPORE CORP COM 5,323 268,417 601148109 MILLS CORP COM 1,200 56,457 602720104 MINE SAFETY APPLIANCES CO COM 1,050 65,272 603158106 MINERALS TECHNOLOGIES INC COM 4,650 273,425 604567107 MIPS TECHNOLOGIES INC CL A 900 1,897 604567206 MIPS TECHNOLOGIES INC CL B 50 97 60466E100 MIRAMAR MINING CORP COM 496,300 759,339 604675108 MIRANT CORP COM 61,044 213,992 605203108 MISSION WEST PPTYS INC COM 800 14,060 606816106 MITSUBISHI TOKYO FINL GROUP SPONSO 458 5,332 607409109 MOBILE TELESYSTEMS OJSC SPONSO 16,100 771,251 607828100 MODINE MFG CO COM 50 1,508 608190104 MOHAWK INDS INC COM 1,192 93,877
Cusip Issuer Description Total Shares Market Value C$ Other Included Managers - --------- ------------------------------------ ------------ --------------- ----------------------- 60851C107 MOLECULAR DEVICES CORP COM 1,200 23,812 608554101 MOLEX INC COM 25,244 941,800 608554200 MOLEX INC CL A 35,000 1,165,815 60886R103 MONACO COACH CORP COM 1,975 62,750 609200100 MONDAVI ROBERT CORP CL A 850 41,069 610236101 MONRO MUFFLER BRAKE INC COM 2,300 65,159 61166W101 MONSANTO CO NEW COM 27,900 676,666 615337102 MONY GROUP INC COM 850 33,262 615369105 MOODYS CORP COM 19,187 1,476,087 615785102 MOORE LTD COM 3,614,916 56,193,672 617446448 MORGAN STANLEY COM NE 248,949 13,378,792 61745C105 MORGAN STANLEY INDIA INVS FD COM 42,936 582,980 619903107 MOTHERS WK INC COM 300 18,097 620076109 MOTOROLA INC COM 807,511 12,442,678 624756102 MUELLER INDS INC COM 450 18,487 625367107 MULTEX COM INC COM 2,150 10,743 626717102 MURPHY OIL CORP COM 1,050 136,690 62852P103 MYKROLIS CORP COM 9,523 92,899 628530107 MYLAN LABS INC COM 2,150 111,656 62855J104 MYRIAD GENETICS INC COM 1,050 26,382 628782104 NBTY INC COM 1,100 22,648 628858102 NCO GROUP INC COM 50 910 62886E108 NCR CORP NEW COM 11,863 372,583 629156407 NL INDS INC COM NE 900 20,714 629248105 NMS COMMUNICATIONS CORP COM 300 642 629337106 NN INC COM 1,500 22,009 62936P103 NPS PHARMACEUTICALS INC COM 242,200 7,901,860 62942M201 NTT DOCOMO INC SPONS 1,072 29,309 62944T105 NVR INC COM 250 118,899 629519109 NABI BIOPHARMACEUTICALS COM 1,750 15,051 631100104 NASDAQ 100 TR UNIT S 3,535 116,351 631158102 NASH FINCH CO COM 1,050 22,651 635405103 NATIONAL CITY CORP COM 87,111 3,942,133 63545P104 NATIONAL COMMERCE FINL CORP COM 6,917 274,846 636180101 NATIONAL FUEL GAS CO N J COM 1,800 56,733 636380107 NATIONAL HOME HEALTH CARE CO COM 992 14,476 636518102 NATIONAL INSTRS CORP COM 1,350 46,875 637071101 NATIONAL-OILWELL INC COM 30,205 928,530 637229105 NATIONAL PROCESSING INC COM 1,750 47,162 637640103 NATIONAL SEMICONDUCTOR CORP COM 239,960 4,544,711 638522102 NATIONAL WESTN LIFE INS CO CL A 150 24,269 638612101 NATIONWIDE FINL SVCS INC CL A 118,300 5,010,228 638620104 NATIONWIDE HEALTH PPTYS INC COM 1,600 43,272 639089101 NAUTICA ENTERPRISES INC COM 1,400 23,095 63910B102 NAUTILUS GROUP INC COM 600 18,559 63934E108 NAVISTAR INTL CORP NEW COM 6,878 236,529 639480102 NDCHEALTH CORP COM 1,100 27,132 640204202 NEIMAN MARCUS GROUP INC CL A 4,900 204,027 640520300 NEORX CORP COM PA 123,600 76,462 640919106 NEOPHARM INC COM 660 14,761 640938106 NETWORKS ASSOCS INC COM 151,700 2,557,891 64110P107 NETEGRITY INC COM 6,050 19,769 64114R109 NETRO CORP COM 3,550 11,544 64115P102 NETIQ CORP COM 2,100 48,300 64120L104 NETWORK APPLIANCE INC COM 145,250 1,688,820 641234109 NEUBERGER BERMAN INC COM 1,825 78,016 64125C109 NEUROCRINE BIOSCIENCES INC COM 130,500 8,487,064
Cusip Issuer Description Total Shares Market Value C$ Other Included Managers - --------- ------------------------------------ ------------ --------------- ----------------------- 643872104 NEW ENGLAND BUSINESS SVC INC COM 5,500 184,514 644383101 NEW FOCUS INC COM 7,900 33,834 644398109 NEW FRONTIER MEDIA INC COM 2,200 3,874 645526104 NEW HORIZONS WORLDWIDE INC COM 1,300 16,002 648053106 NEW PLAN EXCEL RLTY TR INC COM 1,630 47,677 649080504 NEW VY CORP COM PA 1 7 649445103 NEW YORK CMNTY BANCORP INC COM 1,788 79,895 650111107 NEW YORK TIMES CO CL A 264,149 15,446,509 651229106 NEWELL RUBBERMAID INC COM 50,399 2,467,867 651290108 NEWFIELD EXPL CO COM 13,800 735,271 651639106 NEWMONT MINING CORP COM 530,219 23,137,026 651718504 NEWPARK RES INC COM PA 3,300 20,729 651824104 NEWPORT CORP COM 3,800 67,992 652487703 NEWS CORP LTD ADR NE 25,400 775,582 65332V103 NEXTEL COMMUNICATIONS INC CL A 234,443 2,807,678 65333F107 NEXTEL PARTNERS INC CL A 2,500 21,335 65333U104 NEXT LEVEL COMM INC COM 3,350 4,092 65334H102 NEXEN INC COM 674,166 25,591,341 654086107 NICOR INC COM 5,722 255,953 654106103 NIKE INC CL B 33,882 2,320,678 65440K106 99 CENTS ONLY STORES COM 1,149 37,727 654624105 NIPPON TELEG & TEL CORP SPONSO 131,259 3,387,504 65473P105 NISOURCE INC COM 23,440 640,628 654744408 NISSAN MOTORS SPONSO 96,000 2,235,427 654902204 NOKIA CORP SPONSO 523,955 11,012,105 655044105 NOBLE ENERGY INC COM 5,500 296,361 65535H208 NOMURA HLDGS INC SPONSO 140,000 2,864,711 655422103 NORANDA INC COM 35,306 527,825 655663102 NORDSON CORP COM 8,950 337,028 655664100 NORDSTROM INC COM 16,026 456,048 655844108 NORFOLK SOUTHERN CORP COM 51,031 1,634,307 656559101 NORTEK INC COM 900 61,772 656568102 NORTEL NETWORKS CORP NEW COM 117,821,605 100,875,819 656568AB8 NORTEL NETWORKS CORP NEW NOTE 0 0 65715D100 NORTH AMERN SCIENTIFIC INC COM 9,700 117,396 659424105 NORTH FORK BANCORPORATION NY COM 22,246 1,335,261 66304M105 NORTH VALLEY BANCORP COM 900 23,513 664397106 NORTHEAST UTILS COM 3,550 95,165 665859104 NORTHERN TR CORP COM 77,000 4,607,063 666807102 NORTHROP GRUMMAN CORP COM 23,304 4,585,169 667280101 NORTHWEST AIRLS CORP CL A 1,450 15,364 667328108 NORTHWEST BANCORP INC PA COM 1,400 28,270 667655104 NORTHWEST NAT GAS CO COM 550 25,614 66977W109 NOVA CHEMICALS CORP COM 180,250 5,910,398 66987V109 NOVARTIS A G SPONSO 28,040 1,767,045 669947400 NOVASTAR FINL INC COM 450 15,597 669967101 NUANCE COMMUNICATIONS INC COM 1,500 4,045 670006105 NOVELL INC COM 54,003 179,887 670008101 NOVELLUS SYS INC COM 104,144 3,437,712 670009109 NOVEN PHARMACEUTICALS INC COM 68,900 1,337,716 67010C100 NOVOSTE CORP COM 500 3,680 67018T105 NU SKIN ENTERPRISES INC CL A 4,250 82,245 67019E107 NSTAR COM 396,400 15,710,079 670346105 NUCOR CORP COM 11,225 674,821 670509108 NUEVO ENERGY CO COM 350 6,051 67066G104 NVIDIA CORP COM 17,300 234,900 670712108 NYFIX INC COM 300 1,851
Cusip Issuer Description Total Shares Market Value C$ Other Included Managers - --------- ------------------------------------ ------------ --------------- ----------------------- 670823103 O CHARLEYS INC COM 7,700 228,900 670837103 OGE ENERGY CORP COM 1,800 48,167 670872100 OM GROUP INC COM 450 30,551 671040103 OSI PHARMACEUTICALS INC COM 77,150 2,076,734 673662102 OAKLEY INC COM 1,500 23,912 674599105 OCCIDENTAL PETE CORP DEL COM 50,999 2,295,817 67481E106 OCEAN ENERGY INC DEL COM 331,350 10,485,566 675234108 OCEANFIRST FINL CORP COM 1,500 49,014 67611V101 ODYSSEY HEALTHCARE INC COM 450 21,378 67612W108 ODYSSEY RE HLDGS CORP COM 950 25,030 676220106 OFFICE DEPOT INC COM 166,600 3,261,019 67622M108 OFFICEMAX INC COM 1,000 6,472 676255102 OFFSHORE LOGISTICS INC COM 250 7,122 677240103 OHIO CAS CORP COM 10,200 263,401 680033107 OLD NATL BANCORP IND COM 661 26,065 680223104 OLD REP INTL CORP COM 2,100 94,535 680665205 OLIN CORP COM PA 1,100 28,579 681904108 OMNICARE INC COM 466,300 15,621,490 681919106 OMNICOM GROUP INC COM 197,368 17,431,610 681936100 OMEGA HEALTHCARE INVS INC COM 5,800 52,624 682092101 OMEGA FINL CORP COM 600 32,121 682159108 ON ASSIGNMENT INC COM 300 3,935 682505102 ONEIDA LTD COM 800 17,677 682680103 ONEOK INC NEW COM 1,472 44,130 683399109 ONYX PHARMACEUTICALS INC COM 8,601 58,392 68370R109 OPEN JT STK CO-VIMPEL COMMUN SPONSO 16,000 601,233 683715106 OPEN TEXT CORP COM 751,482 23,256,719 683718100 OPENWAVE SYS INC COM 159,955 157,309 68375Q106 OPLINK COMMUNICATIONS INC COM 13,100 12,052 683827208 OPTICAL CABLE CORP COM NE 81 239 68389X105 ORACLE CORP COM 2,137,517 26,604,523 68554V108 ORASURE TECHNOLOGIES INC COM 1,500 10,562 685564106 ORBITAL SCIENCES CORP COM 1,100 5,932 68571P100 ORCHID BIOSCIENCES INC COM 4,150 4,016 685906109 ORGANOGENESIS INC COM 4,400 628 686091109 O REILLY AUTOMOTIVE INC COM 67,500 3,064,337 68750P103 ORTHODONTIC CTRS AMER INC COM 2,900 49,220 688239201 OSHKOSH TRUCK CORP COM 300 26,839 689648103 OTTER TAIL CORP COM 850 35,514 689899102 OUTBACK STEAKHOUSE INC COM 16,150 703,967 690113105 OUTLOOK GROUP CORP COM 4,250 37,752 690368105 OVERSEAS SHIPHOLDING GROUP I COM 1,100 26,661 69039R100 OVERTURE SVCS INC COM 650 24,302 690768403 OWENS ILL INC COM NE 2,700 48,481 691471106 OXFORD HEALTH PLANS INC COM 38,050 2,350,248 69325Q105 PC-TEL INC COM 2,200 18,181 693262206 P-COM INC COM NE 390 127 69329T105 PDS GAMING CORP COM 4,650 7,081 69329V100 PDI INC COM 700 4,519 69331C108 PG&E CORP COM 51,254 915,439 69333Y108 P F CHANGS CHINA BISTRO INC COM 500 23,024 693419202 PMA CAP CORP CL A 1,150 27,362 69344F106 PMC-SIERRA INC COM 20,300 124,937 69344M101 PMI GROUP INC COM 36,800 1,588,325 693475105 PNC FINL SVCS GROUP INC COM 83,182 5,564,099 693483109 POSCO SPONSO 28,600 978,984 69349H107 PNM RES INC COM 900 28,266
Cusip Issuer Description Total Shares Market Value C$ Other Included Managers - --------- ------------------------------------ ------------ --------------- ----------------------- 693506107 PPG INDS INC COM 21,360 1,514,509 69351T106 PPL CORP COM 17,783 917,880 69366A100 PSS WORLD MED INC COM 5,050 53,269 693718108 PACCAR INC COM 13,509 724,060 69373H106 PACER INTL INC TENN COM 4,000 72,014 694873100 PACIFIC SUNWEAR CALIF INC COM 2,050 66,206 694915208 PACIFIC RIM MNG CORP COM NE 460,000 368,000 695112102 PACIFICARE HEALTH SYS DEL COM 550 20,144 695156109 PACKAGING CORP AMER COM 2,050 56,938 695210104 PACKETEER INC COM 5,900 28,076 695257105 PACTIV CORP COM 102,565 2,676,259 696429307 PALL CORP COM 17,829 446,552 696642107 PALM INC COM 37,935 44,528 697900108 PAN AMERICAN SILVER CORP COM 1,308,880 12,748,491 697933109 PANAMSAT CORP NEW COM 3,600 99,075 69806L104 PAN PACIFIC RETAIL PPTYS INC COM 500 27,346 69840W108 PANERA BREAD CO CL A 700 29,980 698657103 PANTRY INC COM 700 2,244 698813102 PAPA JOHNS INTL INC COM 1,050 48,517 698884103 PAR TECHNOLOGY CORP COM 3,000 21,699 69900R106 PARADIGM GENETICS INC COM 650 526 69911G107 PARADYNE NETWORKS INC COM 5,033 10,618 699173100 PARAMETRIC TECHNOLOGY CORP COM 43,130 123,145 699462107 PAREXEL INTL CORP COM 2,850 38,426 700658107 PARK NATL CORP COM 300 44,589 700666100 PARK OHIO HLDGS CORP COM 2,150 13,641 700690100 PARK PL ENTMT CORP COM 8,050 101,514 701094104 PARKER HANNIFIN CORP COM 13,197 799,863 701354102 PARKERVISION INC COM 1,800 32,264 70159Q104 PARKWAY PPTYS INC COM 2,400 128,826 70211M109 PARTNER COMMUNICATIONS CO LT ADR 1,072,000 6,733,690 70322A101 PATHMARK STORES INC NEW COM 1,300 18,868 703412106 PATTERSON DENTAL CO COM 45,509 3,694,543 703481101 PATTERSON UTI ENERGY INC COM 1,050 42,488 704227107 PAXAR CORP COM 10,500 242,168 704231109 PAXSON COMMUNICATIONS CORP COM 190,800 665,831 704326107 PAYCHEX INC COM 120,592 4,652,059 704379106 PAYLESS SHOESOURCE INC COM 52,350 4,484,883 704549104 PEABODY ENERGY CORP COM 350 14,157 705015105 PEARSON PLC SPONSO 145,000 1,899,814 705221109 PECO II INC COM 8,100 20,943 705904100 PEGASUS COMMUNICATIONS CORP CL A 1,600 2,792 706902103 PENGROWTH ENERGY TR COM 265,040 3,911,118 707247102 PENN-AMER GROUP INC COM 2,325 33,376 708160106 PENNEY J C INC COM 35,754 902,882 708352109 PENNROCK FINL SVCS CORP COM 400 18,400 709323109 PENNZOIL-QUAKER STATE COMPAN COM 1,200 41,819 709631105 PENTAIR INC COM 950 56,012 710198102 PEOPLES BK BRIDGEPORT CONN COM 1,000 35,579 711030106 PEOPLES ENERGY CORP COM 2,627 140,386 712713106 PEOPLESOFT INC COM 81,081 1,590,933 713291102 PEPCO HOLDINGS INC COM 675,229 13,531,972 713409100 PEPSI BOTTLING GROUP INC COM 35,860 1,331,034 71343P200 PEPSIAMERICAS INC COM 3,300 74,330 713448108 PEPSICO INC COM 940,995 55,057,596 713755106 PERFORMANCE FOOD GROUP CO COM 14,850 799,931 713831105 PERICOM SEMICONDUCTOR CORP COM 1,450 19,826
Cusip Issuer Description Total Shares Market Value C$ Other Included Managers - --------- ------------------------------------ ------------ --------------- ----------------------- 714046109 PERKINELMER INC COM 17,887 154,631 714265105 PEROT SYS CORP CL A 122,200 1,802,662 714290103 PERRIGO CO COM 2,250 37,938 71644E102 PETRO-CDA COM 361,395 16,489,171 71654V101 PETROLEO BRASILEIRO SA PETRO SPONSO 26,600 402,945 71654V408 PETROLEO BRASILEIRO SA PETRO SPONSO 28,250 480,814 716768106 PETSMART INC COM 2,050 57,914 716933106 PHARMACYCLICS INC COM 600 2,855 717081103 PFIZER INC COM 2,892,492 129,744,411 717124101 PHARMACEUTICAL PROD DEV INC COM 800 24,542 717125108 PHARMACEUTICAL RES INC COM 350 15,534 71713B104 PHARMACOPEIA INC COM 1,000 14,054 71713U102 PHARMACIA CORP COM 892,011 55,012,124 717265102 PHELPS DODGE CORP COM 11,562 470,051 718009608 PHILADELPHIA SUBN CORP COM PA 1,374 44,243 718154107 PHILIP MORRIS COS INC COM 469,854 28,917,235 71902E109 PHOENIX COS INC NEW COM 1,350 29,166 719153108 PHOENIX TECHNOLOGY LTD COM 650 7,475 719364101 PHOTON DYNAMICS INC COM 1,000 29,551 719405102 PHOTRONICS INC COM 21,000 335,103 720186105 PIEDMONT NAT GAS INC COM 600 33,758 720279108 PIER 1 IMPORTS INC COM 2,350 71,086 723481107 PINNACLE SYS INC COM 1,400 23,984 723484101 PINNACLE WEST CAP CORP COM 10,750 473,359 723787107 PIONEER NAT RES CO COM 2,550 98,088 724479100 PITNEY BOWES INC COM 51,556 2,493,445 725701106 PITTSTON CO COM BR 1,250 44,414 725811103 PIXAR COM 870 66,376 72581M107 PIXELWORKS INC COM 300 2,451 72581R106 PIVOTAL CORP COM 632,685 1,003,577 725906101 PLACER DOME INC COM 10,929,772 158,313,694 726503105 PLAINS ALL AMERN PIPELINE L UNIT L 550 21,200 726540503 PLAINS RES INC COM PA 400 16,357 727493108 PLANTRONICS INC NEW COM 1,600 41,369 72813P100 PLAYTEX PRODS INC COM 253,800 3,425,952 729132100 PLEXUS CORP COM 25,100 368,278 72919P103 PLUG POWER INC COM 1,750 13,288 729251108 PLUM CREEK TIMBER CO INC COM 22,475 806,053 730448107 POGO PRODUCING CO COM 800 43,221 731068102 POLARIS INDS INC COM 600 59,007 731572103 POLO RALPH LAUREN CORP CL A 600 19,777 73172K104 POLYCOM INC COM 1,500 16,156 73179P106 POLYONE CORP COM 500 6,813 731822102 POMEROY COMPUTER RES COM 1,100 17,204 733174106 POPULAR INC COM 1,950 97,743 736126103 PORTAL SOFTWARE INC COM 2,700 1,028 737464107 POST PPTYS INC COM 600 24,726 73755L107 POTASH CORP SASK INC COM 1,916,967 189,114,809 737628107 POTLATCH CORP COM 50 2,275 739276103 POWER INTEGRATIONS INC COM 2,550 49,307 739308104 POWER-ONE INC COM 18,000 85,085 739363109 POWERWAVE TECHNOLOGIES INC COM 2,250 12,099 739419109 PRACTICEWORKS INC COM 90 2,470 739421105 PRAECIS PHARMACEUTICALS INC COM 3,700 17,548 74005P104 PRAXAIR INC COM 22,887 1,855,487 740065107 PRE PAID LEGAL SVCS INC COM 300 9,460 740189105 PRECISION CASTPARTS CORP COM 1,050 36,109
Cusip Issuer Description Total Shares Market Value C$ Other Included Managers - --------- ------------------------------------ ------------ --------------- ----------------------- 74022D100 PRECISION DRILLING CORP COM 1,871,343 89,637,335 74045Q104 PREMCOR INC COM 750 18,666 740706106 PRENTISS PPTYS TR SH BEN 1,850 84,925 740884101 PRESIDENTIAL LIFE CORP COM 1,400 31,978 741437305 PRICE COMMUNICATIONS CORP COM NE 800 14,339 74144T108 PRICE T ROWE GROUP INC COM 1,419,355 35,680,946 741503106 PRICELINE COM INC COM 1,250 2,895 74153Q102 PRIDE INTL INC DEL COM 2,550 52,583 74157K101 PRIMEDIA INC COM 8,656 19,085 741917108 PRIME HOSPITALITY CORP COM 3,000 39,021 74251V102 PRINCIPAL FINANCIAL GROUP IN COM 199,030 8,265,161 74264T102 PRIORITY HEALTHCARE CORP CL B 700 27,981 742674104 PROBUSINESS SERVICES INC COM 1,250 12,551 742718109 PROCTER & GAMBLE CO COM 367,096 52,019,136 743187106 PROGENICS PHARMACEUTICALS IN COM 1,900 15,129 743263105 PROGRESS ENERGY INC COM 28,986 1,879,127 743312100 PROGRESS SOFTWARE CORP COM 6,000 115,159 743315103 PROGRESSIVE CORP OHIO COM 82,339 6,612,667 743410102 PROLOGIS SH BEN 2,779 109,806 743674103 PROTECTIVE LIFE CORP COM 110,100 5,373,736 74369L103 PROTEIN DESIGN LABS INC COM 108,300 1,425,836 74371K101 PROTON ENERGY SYS INC COM 1,750 5,885 743859100 PROVIDENT BANKSHARES CORP COM 4,400 150,615 743866105 PROVIDENT FINL GROUP INC COM 800 31,839 743977100 PROVINCE HEALTHCARE CO COM 105,750 2,876,771 74406A102 PROVIDIAN FINL CORP COM 47,218 367,001 744283102 PROXIM CORP CL A 850 2,360 744290305 PROXYMED PHARMACY INC COM NE 330 7,920 744320102 PRUDENTIAL FINL INC COM 262,840 11,907,286 744573106 PUBLIC SVC ENTERPRISE GROUP COM 26,407 1,277,562 74460D109 PUBLIC STORAGE INC COM 1,850 93,611 744627100 PUBLICARD INC COM 7,450 1,182 745310102 PUGET ENERGY INC NEW COM 2,415 78,185 745867101 PULTE HOMES INC COM 7,299 493,562 745887109 PUMATECH INC COM 4,550 1,588 74622E102 PURE RES INC COM 2,750 97,711 746927102 QLT INC COM 4,549,384 55,354,873 74726X105 QRS CORP COM 800 8,413 747277101 QLOGIC CORP COM 105,500 4,357,692 74731K106 QUAKER CITY BANCORP INC COM 1,000 52,615 747525103 QUALCOMM INC COM 533,850 23,388,693 747582104 QUALITY SYS INC COM 2,000 53,614 74762E102 QUANTA SVCS INC COM 1,100 3,629 74765E109 QUANTUM FUEL SYS TECH WORLDW COM 100 339 747906204 QUANTUM CORP COM DS 2,069 7,253 748203106 QUEBECOR WORLD INC COM NO 5,134,336 191,475,632 74834L100 QUEST DIAGNOSTICS INC COM 216,825 21,162,059 74834T103 QUEST SOFTWARE INC COM 3,750 55,914 748356102 QUESTAR CORP COM 1,800 65,213 74837P108 QUICKLOGIC CORP COM 1,900 7,538 74837R104 QUICKSILVER RESOURCES INC COM 850 24,269 74838Y207 QUILMES INDL QUINSA SOCIETE SP ADR 10,853 127,391 748767100 QUINTILES TRANSNATIONAL CORP COM 13,857 209,032 749117206 QUOTESMITH COM INC COM NE 1,966 7,765 749121109 QWEST COMMUNICATIONS INTL IN COM 442,360 1,599,830 749361101 RCN CORP COM 2,600 2,103 74955W307 R H DONNELLEY CORP COM NE 700 28,869
Cusip Issuer Description Total Shares Market Value C$ Other Included Managers - --------- ------------------------------------ ------------ --------------- ----------------------- 749651105 R O C TAIWAN FD SH BEN 102,000 566,273 749685103 RPM INC OHIO COM 2,800 62,446 749719100 RSA SEC INC COM 3,650 19,453 749941100 RF MICRODEVICES INC COM 4,650 44,256 750236101 RADIAN GROUP INC COM 47,750 2,473,656 75040P108 RADIO ONE INC CL A 2,100 55,495 750438103 RADIOSHACK CORP COM 91,906 2,924,408 75086X106 RAINDANCE COMM COM 2,250 11,028 750875106 RAINMAKER SYSTEMS COM 4,300 3,001 750917106 RAMBUS INC DEL COM 2,900 19,964 75281A109 RANGE RES CORP COM 3,750 27,838 75409P202 RATIONAL SOFTWARE CORP COM NE 27,200 186,387 754730109 RAYMOND JAMES FINANCIAL INC COM 1,050 45,086 754907103 RAYONIER INC COM 700 46,535 755081106 RAYOVAC CORP COM 900 17,417 755111507 RAYTHEON CO COM NE 277,490 12,896,685 755267101 READERS DIGEST ASSN INC CL A N 2,550 63,302 75605L104 REALNETWORKS INC COM 48,700 278,868 756109104 REALTY INCOME CORP COM 900 48,752 75621K106 RECKSON ASSOCS RLTY CORP COM 800 28,895 75621K304 RECKSON ASSOCS RLTY CORP CL B 1,317 49,615 756577102 RED HAT INC COM 3,350 25,241 75689M101 RED ROBIN GOURMET BURGERS IN COM 900 14,747 757209101 REDBACK NETWORKS INC COM 5,900 2,901 758110100 REEBOK INTL LTD COM 6,511 258,713 758766109 REGAL ENTMT GROUP CL A 46,150 1,303,031 758849103 REGENCY CTRS CORP COM 900 44,256 758865109 REGENT COMMUNICATIONS INC DE COM 5,150 41,499 75886F107 REGENERON PHARMACEUTICALS COM 63,700 1,364,069 758932107 REGIS CORP MINN COM 550 24,681 758940100 REGIONS FINL CORP COM 26,650 1,381,050 75914G101 REGISTER COM INC COM 800 3,845 759351109 REINSURANCE GROUP AMER INC COM 800 32,790 759509102 RELIANCE STEEL & ALUMINUM CO COM 2,100 72,784 75952B105 RELIANT RES INC COM 759 2,107 75952J108 RELIANT ENERGY INC COM 40,033 635,646 759543101 REMEC INC COM 2,000 10,818 75968L105 RENAISSANCE LEARNING INC COM 3,100 69,875 759930100 RENAL CARE GROUP INC COM 810,210 35,777,296 76009N100 RENT A CTR INC NEW COM 36,250 2,987,128 76009U104 RENT WAY INC COM 3,100 14,752 76026T205 REPSOL YPF S A SPONSO 1,296 24,628 760282103 REPUBLIC BANCORP INC COM 1,331 27,446 760759100 REPUBLIC SVCS INC COM 13,950 416,002 760975102 RESEARCH IN MOTION LTD COM 2,338,096 34,837,637 761152107 RESMED INC COM 600 27,220 761195205 RESOURCE AMERICA INC CL A 2,000 25,380 76122Q105 RESOURCES CONNECTION INC COM 5,300 121,144 761230101 RESPIRONICS INC COM 700 35,541 76128Q109 RETEK INC COM 1,309 7,475 76132M102 REUTERS GROUP PLC SPONSO 89 3,045 761624105 REX STORES CORP COM 1,350 22,056 761684109 REXHALL INDS INC COM 3,900 14,476 761695105 REYNOLDS & REYNOLDS CO CL A 1,150 40,934 76182K105 REYNOLDS R J TOB HLDGS INC COM 11,320 723,986 766573109 RIGHT MGMT CONSULTANTS INC COM 2,024 79,107 767204100 RIO TINTO PLC SPONSO 27,000 2,818,077
Cusip Issuer Description Total Shares Market Value C$ Other Included Managers - --------- ------------------------------------ ------------ --------------- ----------------------- 767744105 RITCHIE BROS AUCTIONEERS COM 286,645 13,531,487 767754104 RITE AID CORP COM 15,300 50,965 769320102 RIVERSTONE NETWORKS INC COM 9,872 7,986 769742107 ROADWAY CORP COM 500 29,091 770323103 ROBERT HALF INTL INC COM 149,200 3,755,856 773903109 ROCKWELL AUTOMATION INC COM 21,547 556,080 774341101 ROCKWELL COLLINS INC COM 141,852 4,936,683 775109200 ROGERS COMMUNICATIONS INC CL B 8,758,014 87,266,665 775371107 ROHM & HAAS CO COM 28,464 1,399,654 775711104 ROLLINS INC COM 50 1,539 776696106 ROPER INDS INC NEW COM 122,000 6,676,375 778162107 ROSLYN BANCORP INC COM 1,575 43,495 778296103 ROSS STORES INC COM 44,600 2,521,365 779273101 ROUSE CO COM 1,350 68,418 779382100 ROWAN COS INC COM 9,429 278,788 779528108 ROWE COS COM 7,400 19,368 780008108 ROXIO INC COM 139 668 78004V202 ROYAL & SUN ALLIANCE INS SPON A 2,000 24,333 780087102 ROYAL BK CDA MONTREAL QUE COM 25,587,758 1,965,186,494 780257804 ROYAL DUTCH PETE CO NY REG 203,814 12,921,860 780287108 ROYAL GOLD INC COM 45,000 1,361,198 781182100 RUBY TUESDAY INC COM 126,600 3,771,285 781258108 RUDDICK CORP COM 100 2,409 782352108 RUSSELL CORP COM 1,300 30,911 783549108 RYDER SYS INC COM 12,454 492,486 783764103 RYLAND GROUP INC COM 300 17,688 78387G103 SBC COMMUNICATIONS INC COM 613,737 19,567,756 78388J106 SBA COMMUNICATIONS CORP COM 3,200 5,533 784018103 SCM MICROSYSTEMS INC COM 750 4,698 784028102 SCP POOL CORP COM 10,500 456,522 784117103 SEI INVESTMENTS CO COM 2,600 98,485 78440P108 SK TELECOM LTD SPONSO 129,830 4,372,079 78440X101 SL GREEN RLTY CORP COM 350 17,066 784413106 S L INDS INC COM 1,800 15,133 78442P106 SLM CORP COM 34,513 5,098,966 78462F103 SPDR TR UNIT S 131,950 17,118,695 78462K102 SPSS INC COM 3,200 58,728 784635104 SPX CORP COM 18,067 2,891,595 78463B101 S1 CORPORATION COM 4,400 37,409 785905100 SABRE HLDGS CORP CL A 54,672 1,678,066 786429100 SAFECO CORP COM 15,748 793,857 786449108 SAFEGUARD SCIENTIFICS INC COM 3,500 6,162 786514208 SAFEWAY INC COM NE 61,747 2,171,084 786598102 SAGA COMMUNICATIONS CL A 1,187 34,833 790148100 ST JOE CO COM 1,200 52,536 790849103 ST JUDE MED INC COM 80,102 4,536,017 792860108 ST PAUL COS INC COM 27,680 1,260,996 79377W108 SAKS INC COM 2,300 38,417 795435106 SALIX PHARMACEUTICALS INC COM 93,900 1,257,104 799175104 SAN PAOLO-IMI S P A SPONSO 80 1,450 799702105 SANCHEZ COMPUTER ASSOCS INC COM 900 3,483 80004C101 SANDISK CORP COM 1,350 28,074 800907107 SANMINA SCI CORP COM 189,958 834,642 803054204 SAP AKTIENGESELLSCHAFT SPONSO 92,726 1,654,687 803062108 SAPIENT CORP COM 200 327 803069202 SAPPI LTD SPON A 5,640 102,435 803111103 SARA LEE CORP COM 197,977 5,743,698
Cusip Issuer Description Total Shares Market Value C$ Other Included Managers - --------- ------------------------------------ ------------ --------------- ----------------------- 804395101 SAUL CTRS INC COM 1,000 36,832 80589M102 SCANA CORP NEW COM 2,800 115,566 806407102 SCHEIN HENRY INC COM 4,480 374,855 806605101 SCHERING PLOUGH CORP COM 559,729 16,429,362 806857108 SCHLUMBERGER LTD COM 127,890 7,792,835 806870101 SCHMITT INDS INC ORE COM 2,650 1,765 807066105 SCHOLASTIC CORP COM 3,000 212,617 807863105 SCHOOL SPECIALTY INC COM 1,750 69,425 808194104 SCHULMAN A INC COM 1,050 28,864 808513105 SCHWAB CHARLES CORP NEW COM 237,301 3,274,779 808541106 SCHWEITZER-MAUDUIT INTL INC COM 660 22,351 808655104 SCIENTIFIC ATLANTA INC COM 204,708 4,062,143 808905103 SCIOS INC COM 102,150 4,123,721 81013T705 SCOTTISH PWR PLC SPON A 579,100 12,595,425 810186106 SCOTTS CO CL A 4,950 327,341 811054204 SCRIPPS E W CO OHIO CL A 24,900 2,737,132 811707306 SEACOAST BKG CORP FLA COM 2,400 73,017 811904101 SEACOR SMIT INC COM 4,700 305,590 81211K100 SEALED AIR CORP NEW COM 11,539 309,144 812387108 SEARS ROEBUCK & CO COM 41,354 2,558,263 813114105 SECOND BANCORP INC COM 1,450 61,479 81369Y803 SECTOR SPDR TR SBI IN 683 12,813 815704101 SEEBEYOND TECHNOLOGIES CORP COM 600 1,332 816196109 SELECT MEDICAL CORP COM 35,000 793,893 816288104 SELECTICA INC COM 3,700 21,011 816300107 SELECTIVE INS GROUP INC COM 3,700 127,534 816850101 SEMTECH CORP COM 73,100 1,124,740 816851109 SEMPRA ENERGY COM 23,837 742,980 817070105 SENECA FOODS CORP NEW CL B 400 8,851 817070501 SENECA FOODS CORP NEW CL A 1,400 31,023 81725T100 SENSIENT TECHNOLOGIES CORP COM 1,050 35,193 817315104 SEPRACOR INC COM 9,160 76,136 817320104 SEQUA CORPORATION CL A 50 4,132 817492101 SERENA SOFTWARE INC COM 800 15,228 817565104 SERVICE CORP INTL COM 32,192 178,722 81760N109 SERVICEMASTER CO COM 5,950 102,402 817826209 7-ELEVEN INC COM NE 2,400 32,625 81788Q100 724 SOLUTIONS INC COM 418,752 345,401 820280105 SHAW GROUP INC COM 500 11,262 82028K200 SHAW COMMUNICATIONS INC CL B C 458,600 5,975,558 821373107 SHELBOURNE PPTYS I INC COM 400 36,324 821374105 SHELBOURNE PPTYS II INC COM 300 31,883 82137E103 SHELBOURNE PPTYS III INC COM 300 25,245 822703609 SHELL TRANS & TRADING PLC ADR NY 600 33,996 82312B106 SHENANDOAH TELECOMMUNICATION COM 300 24,145 824348106 SHERWIN WILLIAMS CO COM 23,207 871,694 82481R106 SHIRE PHARMACEUTICALS GRP PL SPONSO 83,000 3,261,123 82567D104 SHURGARD STORAGE CTRS INC COM 450 22,570 825846108 SICOR INC COM 2,400 57,903 826170102 SIEBEL SYS INC COM 315,650 2,878,968 826428104 SIERRA PAC RES NEW COM 4,750 45,961 826516106 SIERRA WIRELESS INC COM 452,540 1,362,146 826546103 SIFCO INDS INC COM 3,700 16,727 826552101 SIGMA ALDRICH CORP COM 10,065 786,610 826675100 SIGNAL TECHNOLOGY CORP COM 850 12,404 826919102 SILICON LABORATORIES INC COM 550 15,991 827057100 SILICON STORAGE TECHNOLOGY I COM 1,900 11,784
Cusip Issuer Description Total Shares Market Value C$ Other Included Managers - --------- ------------------------------------ ------------ --------------- ----------------------- 827064106 SILICON VY BANCSHARES COM 19,050 511,582 827079203 SILICONIX INC COM NE 650 18,322 827084864 SILICONWARE PRECISION INDS L SPONSD 73,300 290,675 828806109 SIMON PPTY GROUP INC NEW COM 22,950 1,300,705 829073105 SIMPSON MANUFACTURING CO INC COM 3,300 164,312 829226109 SINCLAIR BROADCAST GROUP INC CL A 4,500 97,790 82929L109 SINGAPORE FD INC COM 90,000 670,963 82966U103 SIRIUS SATELLITE RADIO INC COM 500 793 829909100 SIPEX CORP COM 900 2,427 830018107 SIX CONTINENTS PLC SPONSO 110,000 1,682,027 83001P109 SIX FLAGS INC COM 1,600 8,934 83080P103 SKY FINL GROUP INC COM 1,200 37,898 830879102 SKYWEST INC COM 900 18,702 83088M102 SKYWORKS SOLUTIONS INC COM 4,379 31,466 831865209 SMITH A O COM 7,950 358,389 832110100 SMITH INTL INC COM 115,900 5,388,432 832248108 SMITHFIELD FOODS INC COM 2,100 52,298 832696405 SMUCKER J M CO COM NE 2,033 118,350 832727101 SMURFIT-STONE CONTAINER CORP COM 5,001 99,625 833034101 SNAP ON INC COM 6,912 251,951 834092108 SOLA INTL INC COM 900 14,347 834182107 SOLECTRON CORP COM 99,955 334,542 834376105 SOLUTIA INC COM 1,900 15,732 835433202 SONERA GROUP PLC SPONSO 500 3,211 835451105 SONIC CORP COM 3,975 145,651 83545G102 SONIC AUTOMOTIVE INC CL A 1,000 28,076 83546Q109 SONICBLUE INC COM 1,400 533 835470105 SONICWALL INC COM 7,650 33,370 835495102 SONOCO PRODS CO COM 2,650 89,576 835699307 SONY CORP ADR NE 126,926 8,255,190 835898107 SOTHEBYS HLDGS INC CL A 3,350 37,197 835916107 SONUS NETWORKS INC COM 120,700 40,206 836167106 SOURCECORP COM 2,800 90,649 837841105 SOUTH FINL GROUP INC COM 1,400 46,835 838518108 SOUTH JERSEY INDS INC COM 650 33,673 842587107 SOUTHERN CO COM 91,693 4,185,912 844030106 SOUTHERN UN CO NEW COM 3,326 59,616 844730101 SOUTHTRUST CORP COM 45,294 1,742,270 844741108 SOUTHWEST AIRLS CO COM 96,004 1,988,821 844767103 SOUTHWEST BANCORP INC OKLA COM 750 29,920 84476R109 SOUTHWEST BANCORPORATION TEX COM 4,550 262,782 845905108 SOVEREIGN BANCORP INC COM 6,300 128,912 846425882 SPANISH BROADCASTING SYS INC CL A 327,550 3,403,157 847580107 SPECTRALINK CORP COM 1,450 13,087 84760T100 SPECTRASITE HLDGS INC COM 800 89 84764M101 SPEECHWORKS INTL INC COM 350 1,277 847788106 SPEEDWAY MOTORSPORTS INC COM 700 26,149 848420105 SPHERION CORP COM 4,850 54,237 84855W109 SPINNAKER EXPL CO COM 600 27,315 852061100 SPRINT CORP COM FO 205,799 2,977,154 852061506 SPRINT CORP PCS CO 211,077 656,236 852891100 STANCORP FINL GROUP INC COM 550 46,151 85375C101 STANDARD PAC CORP NEW COM 800 29,669 853887107 STANDARD REGISTER CO COM 500 19,035 854616109 STANLEY WKS COM 11,835 613,311 855030102 STAPLES INC COM 60,575 1,228,930 855244109 STARBUCKS CORP COM 189,050 6,189,410
Cusip Issuer Description Total Shares Market Value C$ Other Included Managers - --------- ------------------------------------ ------------ --------------- ----------------------- 85590A203 STARWOOD HOTELS&RESORTS WRLD PAIRED 27,216 962,703 857477103 STATE STR CORP COM 233,908 11,391,877 857550107 STATEN IS BANCORP INC COM 1,900 52,440 857689103 STATION CASINOS INC COM 1,125 30,354 858119100 STEEL DYNAMICS INC COM 1,450 30,107 858155203 STEELCASE INC CL A 1,650 27,403 858375108 STEIN MART INC COM 2,500 23,159 85856W105 STELLENT INC COM 6,500 38,674 858603103 STEPHAN CO COM 4,550 24,106 858907108 STERLING BANCSHARES INC COM 1,000 20,732 858912108 STERICYCLE INC COM 1,100 59,185 859152100 STERIS CORP COM 5,150 203,490 86074Q102 STILLWATER MNG CO COM 215,500 1,558,549 860831106 STILWELL FINL INC COM 26,641 510,060 861012102 STMICROELECTRONICS N V NY REG 60 1,288 861642106 STONE ENERGY CORP COM 447 23,044 862111200 STORAGE TECHNOLOGY CORP COM PA 2,300 38,344 86211E103 STORAGENETWORKS INC COM 1,000 1,983 862701307 STRATEGIC DISTR INC COM NE 300 5,235 86279T109 STRATEX NETWORKS INC COM 2,700 5,478 863100103 STRATOS LIGHTWAVE INC COM 2,936 1,677 863111100 STRATTEC SEC CORP COM 700 56,650 863314100 STRIDE RITE CORP COM 9,100 114,178 863667101 STRYKER CORP COM 25,150 2,297,860 863902102 STUDENT LN CORP COM 450 64,584 866011109 SUMMIT BANCSHARES INC TEX COM 1,600 53,424 866239106 SUMMIT PPTYS INC COM 1,000 30,773 866674104 SUN COMMUNITIES INC COM 600 34,929 866796105 SUN LIFE FINL SVCS CDA INC COM 25,550,621 1,011,051,995 866810104 SUN MICROSYSTEMS INC COM 1,131,142 4,647,066 867229106 SUNCOR ENERGY INC COM 20,176,953 550,936,128 867363103 SUNGARD DATA SYS INC COM 159,270 4,913,791 86764P109 SUNOCO INC COM 11,750 562,122 86768K106 SUNRISE ASSISTED LIVING INC COM 400 13,610 867914103 SUNTRUST BKS INC COM 34,674 3,381,434 868042102 SUPER VISION INTL INC CL A 2,600 12,455 868059106 SUPERGEN INC COM 3,550 9,742 868157108 SUPERIOR ENERGY SVCS INC COM 2,150 22,167 868168105 SUPERIOR INDS INTL INC COM 24,000 1,792,300 868536103 SUPERVALU INC COM 17,023 436,059 86866R102 SUREBEAM CORP CL A 7,607 21,719 868873100 SURMODICS INC COM 700 35,276 870756103 SWIFT TRANSN CO COM 121,450 3,005,264 871130100 SYBASE INC COM 220,900 4,071,599 871142105 SYBRON DENTAL SPECIALTIES IN COM 900 19,972 871206108 SYCAMORE NETWORKS INC COM 4,350 16,215 871237103 SYKES ENTERPRISES INC COM 100 668 871399101 SYLVAN LEARNING SYS INC COM 1,000 21,699 871503108 SYMANTEC CORP COM 48,700 2,600,969 871508107 SYMBOL TECHNOLOGIES INC COM 31,267 380,404 871543104 SYMMETRICOM INC COM 1,500 6,091 87155S108 SYMYX TECHNOLOGIES COM 119,250 1,980,470 871607107 SYNOPSYS INC COM 75,300 4,556,723 87160A100 SYNGENTA AG SPONSO 324 5,549 87161C105 SYNOVUS FINL CORP COM 36,045 1,178,954 871630109 SYNTROLEUM CORP COM 135,000 355,467 871829107 SYSCO CORP COM 433,268 15,219,918
Cusip Issuer Description Total Shares Market Value C$ Other Included Managers - --------- ------------------------------------ ------------ --------------- ----------------------- 872275102 TCF FINL CORP COM 1,500 100,717 872375100 TECO ENERGY INC COM 1,151,300 18,434,383 872384102 TEPPCO PARTNERS L P UT LTD 700 32,422 872443403 THQ INC COM NE 45,450 1,499,538 872540109 TJX COS INC NEW COM 143,030 3,856,907 872549100 TLC VISION CORP COM 1,231,159 2,636,398 872649108 TRW INC COM 17,306 1,607,262 872941109 TMP WORLDWIDE INC COM 16,200 231,271 873168108 TXU CORP COM 32,295 2,136,676 874039100 TAIWAN SEMICONDUCTOR MFG LTD SPONSO 1,113,209 11,212,746 874161102 TALBOTS INC COM 1,450 64,400 87425E103 TALISMAN ENERGY INC COM 5,716,150 363,585,305 874918105 TALX CORP COM 275 5,745 87588Q109 TANOX INC COM 1,050 17,488 87612E106 TARGET CORP COM 549,173 22,686,703 878237106 TECH DATA CORP COM 1,750 73,283 878377100 TECHNE CORP COM 1,150 59,814 878555101 TECHNITROL INC COM 46,200 1,095,586 878895200 TECUMSEH PRODS CO CL A 50 3,328 879080109 TEJON RANCH CO DEL COM 300 11,606 879101103 TEKELEC COM 3,200 43,805 879131100 TEKTRONIX INC COM 10,352 269,789 879278208 TELECOM CORP NEW ZEALAND LTD SPONSO 800 23,603 879287308 TELECOMUNICACOES BRASILEIRAS SPONSO 179 4,057 879360105 TELEDYNE TECHNOLOGIES INC COM 1,000 28,806 879369106 TELEFLEX INC COM 21,700 1,568,907 879382208 TELEFONICA S A SPONSO 19,610 676,759 879403780 TELEFONOS DE MEXICO S A SPON A 202,048 9,021,829 879433100 TELEPHONE & DATA SYS INC COM 1,285 102,832 87959M109 TELIK INC COM 92,200 1,810,567 879664100 TELLABS INC COM 49,313 318,360 87967E107 TELLIUM INC COM 1,050 633 87971M202 TELUS CORP NON-VT 0 0 879868107 TEMPLE INLAND INC COM 6,855 420,044 879939106 TELETECH HOLDINGS INC COM 600 5,948 88033G100 TENET HEALTHCARE CORP COM 286,495 22,494,968 880345103 TENNANT CO COM 550 28,223 880770102 TERADYNE INC COM 22,700 345,669 880775101 TERAYON COMMUNICATION SYS COM 1,150 4,232 88157K101 TESCO CORP COM 39,700 528,407 881624209 TEVA PHARMACEUTICAL INDS LTD ADR 89,467 9,508,246 88162G103 TETRA TECH INC NEW COM 10,075 127,689 881908107 TESMA INTL INC CL A S 13,000 421,850 882508104 TEXAS INSTRS INC COM 496,937 11,642,465 882673106 TEXAS REGL BANCSHARES INC CL A V 990 52,591 883203101 TEXTRON INC COM 18,760 1,014,730 883203309 TEXTRON INC PFD CO 25 4,997 883556102 THERMO ELECTRON CORP COM 22,128 566,126 884315102 THOMAS & BETTS CORP COM 5,371 120,041 884425109 THOMAS INDS INC COM 700 27,537 884903105 THOMSON CORP COM 1,519,715 59,747,871 885175307 THORATEC CORP COM NE 600 7,462 885535104 3COM CORP COM 10,925 68,278 88554L108 THREE FIVE SYS INC COM 1,000 7,360 88579Y101 3M CO COM 227,712 39,650,349 88632Q103 TIBCO SOFTWARE INC COM 4,200 24,983 88633P203 TICKETMASTER CL B 99,800 2,414,146
Cusip Issuer Description Total Shares Market Value C$ Other Included Managers - --------- ------------------------------------ ------------ --------------- ----------------------- 886423102 TIDEWATER INC COM 1,000 42,812 88650Q100 TIER TECHNOLOGIES INC CL B 2,000 60,023 886547108 TIFFANY & CO NEW COM 19,507 663,095 887100105 TIMBERLAND CO CL A 319,700 12,351,068 887319101 TIME WARNER TELECOM INC CL A 1,000 1,285 887389104 TIMKEN CO COM 900 23,912 888266103 TITAN CORP COM 1,450 22,080 888314101 TITAN PHARMACEUTICALS INC DE COM 2,700 6,638 888339108 TITANIUM METALS CORP COM 1,300 3,423 888706108 TIVO INC COM 1,450 8,280 889478103 TOLL BROTHERS INC COM 1,000 34,484 889542106 TOLLGRADE COMMUNICATIONS INC COM 950 11,769 890030208 TOMKINS PLC SPONSO 55,000 1,230,985 890333107 TOO INC COM 600 22,156 890516107 TOOTSIE ROLL INDS INC COM 1,266 59,682 891027104 TORCHMARK CORP COM 13,216 718,208 891092108 TORO CO COM 300 26,767 891160509 TORONTO DOMINION BK ONT COM NE 18,483,032 809,596,187 89151E109 TOTAL FINA ELF S A SPONSO 102,143 10,514,387 891539108 TOUCH AMERICA HLDGS INC COM 3,650 3,590 891906109 TOTAL SYS SVCS INC COM 3,750 78,220 892335100 TOYS R US INC COM 21,719 350,712 892356106 TRACTOR SUPPLY CO COM 2,000 100,820 892918103 TRANSACT TECHNOLOGIES INC COM 1,700 13,618 89336Q100 TRANS WORLD ENTMT CORP COM 1,900 9,494 893416107 TRANSACTION SYS ARCHITECTS CL A 50 492 89346D107 TRANSALTA CORP COM 8,316,400 155,932,500 893521104 TRANSATLANTIC HLDGS INC COM 825 86,959 893526103 TRANSCANADA PIPELINES LTD COM 12,295,904 277,885,542 893617209 TRANSCONTINENTAL RLTY INVS COM NE 650 17,002 893735100 TRANSKARYOTIC THERAPIES INC COM 55,700 2,881,878 89376R109 TRANSMETA CORP DEL COM 7,050 10,847 894065101 TRANSWITCH CORP COM 1,650 1,073 89420G109 TRAVELERS PPTY CAS CORP NEW CL A 86,752 1,813,806 89420G406 TRAVELERS PPTY CAS CORP NEW CL B 419,746 9,002,842 894650100 TREDEGAR CORP COM 750 19,927 89531P105 TREX INC COM 500 21,684 89579K109 TRIAD HOSPITALS INC COM 156,183 9,401,727 89589H104 TRIANGLE PHARMACEUTICALS INC COM 188,600 808,034 895919108 TRIDENT MICROSYSTEMS INC COM 1,250 6,305 895925105 TRIAD GTY INC COM 2,200 121,511 896047107 TRIBUNE CO NEW COM 39,252 2,603,185 896239100 TRIMBLE NAVIGATION LTD COM 1,600 25,126 896263100 TRIMERIS INC COM 258,800 18,235,008 896522109 TRINITY INDS INC COM 1,450 37,858 89674K103 TRIQUINT SEMICONDUCTOR INC COM 952 5,331 89677M106 TRITON PCS HLDGS INC CL A 2,234,871 7,413,430 89687P107 TRIZEC PROPERTIES INC COM 1,650 29,706 898349105 TRUSTCO BK CORP N Y COM 2,852 47,854 898402102 TRUSTMARK CORP COM 1,000 36,166 898592506 TUBOS DE ACERO DE MEXICO S A ADR NE 18,123 247,222 899165104 TULARIK INC COM 750 8,149 899896104 TUPPERWARE CORP COM 7,034 185,437 901167106 TWEETER HOME ENTMT GROUP INC COM 1,500 16,417 90130N103 21ST CENTY INS GROUP COM 1,550 25,349 902124106 TYCO INTL LTD NEW COM 597,035 13,353,092 902494103 TYSON FOODS INC CL A 8,627 159,149
Cusip Issuer Description Total Shares Market Value C$ Other Included Managers - --------- ------------------------------------ ------------ --------------- ----------------------- 902549500 UAL CORP COM PA 950 3,225 902681105 UGI CORP NEW COM 900 51,893 902788108 UMB FINL CORP COM 262 16,225 902911106 UST INC COM 63,212 2,828,562 902973304 US BANCORP DEL COM NE 917,258 22,532,224 902984103 USA INTERACTIVE COM 184,850 5,682,460 903293405 U S G CORP COM NE 1,000 6,345 90333E108 USEC INC COM 2,150 21,349 90339M104 U S VISION INC COM 1 6 903844108 ULTICOM INC COM 450 3,947 903849107 ULTIMATE ELECTRS INC COM 1,600 32,359 903914109 ULTRA PETE CORP COM 2,283,130 30,239,893 904034105 ULTRATECH STEPPER INC COM 1,500 19,249 904677101 UNIFI INC COM 10,950 108,904 904767704 UNILEVER PLC SPON A 183 10,581 904784709 UNILEVER N V N Y SH 892 84,099 905399101 UNION BANKSHARES CORP COM 1,450 57,339 907818108 UNION PAC CORP COM 30,298 2,781,189 908068109 UNION PLANTERS CORP COM 25,615 1,115,727 908906100 UNIONBANCAL CORP COM 3,150 209,907 909205106 UNISOURCE ENERGY CORP COM 1,900 45,961 909214108 UNISYS CORP COM 130,586 1,449,966 909440109 UNITED AUTO GROUP INC COM 450 10,000 909907107 UNITED BANKSHARES INC WEST V COM 1,000 46,016 91018B104 UNITED DEFENSE INDS INC COM 900 33,691 910197102 UNITED DOMINION REALTY TR IN COM 1,950 49,212 910331107 UNITED FIRE & CAS CO COM 700 37,730 910873207 UNITED MICROELECTRONICS CORP SPONSO 53,385 298,921 910909100 UNITED NATL BANCORP N J COM 1,300 42,438 911312106 UNITED PARCEL SERVICE INC CL B 299,365 29,692,819 911363109 UNITED RENTALS INC COM 1,600 21,420 911684108 UNITED STATES CELLULAR CORP COM 1,450 68,035 912080108 U S INDS INC NEW COM 1,600 5,964 912909108 UNITED STATES STL CORP NEW COM 9,296 171,195 913004107 UNITED STATIONERS INC COM 5,100 212,760 913016309 UNITED SURGICAL PARTNERS INT COM 550 19,219 913017109 UNITED TECHNOLOGIES CORP COM 152,676 13,680,544 91307C102 UNITED THERAPEUTICS CORP DEL COM 64,300 1,677,799 913247508 UNITEDGLOBALCOM CL A 5,950 15,478 91324P102 UNITEDHEALTH GROUP INC COM 280,727 38,838,585 913275103 UNITRIN INC COM 2,200 107,133 913431102 UNIVERSAL COMPRESSION HLDGS COM 150 3,855 913456109 UNIVERSAL CORP VA COM 500 27,814 913837100 UNIVERSAL STAINLESS & ALLOY COM 1,600 14,974 913903100 UNIVERSAL HLTH SVCS INC CL B 1,750 141,986 914906102 UNIVISION COMMUNICATIONS INC CL A 88,150 3,188,015 915289102 UNOCAL CORP COM 122,587 6,103,768 91529B106 UNOVA INC COM 1,800 14,048 91529Y106 UNUMPROVIDENT CORP COM 31,849 1,028,072 915436109 UPM KYMMENE CORP SPONSO 50,000 2,257,983 916906100 USFREIGHTWAYS CORP COM 300 13,648 918076100 UTSTARCOM INC COM 13,000 314,877 91819B105 VA SOFTWARE CORP COM 2,550 3,398 918204108 V F CORP COM 14,336 818,186 918458209 VYYO INC COM NE 583 2,145 918866104 VALASSIS COMMUNICATIONS INC COM 1,000 55,629 918905100 VALHI INC NEW COM 2,400 37,384
Cusip Issuer Description Total Shares Market Value C$ Other Included Managers - --------- ------------------------------------ ------------ --------------- ----------------------- 918914102 VALENCE TECHNOLOGY INC COM 1,300 1,464 91913Y100 VALERO ENERGY CORP NEW COM 122,800 5,155,990 919794107 VALLEY NATL BANCORP COM 8,050 339,657 920355104 VALSPAR CORP COM 800 47,333 920387107 VALUE CITY DEPT STORES INC COM 1,700 4,989 92047K107 VALUEVISION MEDIA INC CL A 2,050 38,241 922122106 VARCO INTL INC DEL COM 1,650 44,284 922206107 VARIAN INC COM 1,500 65,693 922207105 VARIAN SEMICONDUCTOR EQUIPMN COM 800 20,862 92220P105 VARIAN MED SYS INC COM 1,200 81,830 92240G101 VECTREN CORP COM 1,150 40,131 92240M108 VECTOR GROUP LTD COM 525 10,485 922417100 VEECO INSTRS INC DEL COM 450 7,709 92257T202 VELOCITY EXPRESS CORP COM NE 1,380 4,247 922908652 VANGUARD INDEX TR EXT MK 50,973 3,823,602 923436109 VERITAS SOFTWARE CO COM 376,192 8,777,793 92343C106 VERITY INC COM 4,100 64,710 92343E102 VERISIGN INC COM 362,635 2,904,853 92343P107 VERITAS DGC INC COM 1,550 26,578 92343V104 VERIZON COMMUNICATIONS COM 826,956 35,888,659 925314106 VERSICOR INC COM 173,100 2,339,375 92532F100 VERTEX PHARMACEUTICALS INC COM 140,771 4,128,699 92532L206 VERTICALNET INC COM NE 55 83 925524308 VIACOM INC CL B 538,786 34,655,350 92552R109 VIAD CORP COM 70,450 2,283,035 92553Q209 VIASYS HEALTHCARE INC COM NE 170 4,153 925815102 VICOR CORP COM 600 6,805 92672P108 VIEWPOINT CORP COM 1,750 6,051 926734104 VIGNETTE CORP COM 4,303 5,467 927460105 VINTAGE PETE INC COM 2,250 38,545 927624106 VION PHARMACEUTICALS INC COM 2,350 1,413 92763R104 VIRAGE LOGIC CORP COM 1,500 22,437 92823R201 VIROLOGIC INC COM 950 1,733 928241108 VIROPHARMA INC COM 66,800 107,019 928298108 VISHAY INTERTECHNOLOGY INC COM 3,500 48,856 92839U107 VISTEON CORP COM 15,432 231,812 92844S105 VISX INC DEL COM 1,850 27,085 928483106 VITALWORKS INC COM 360 4,151 928497106 VITESSE SEMICONDUCTOR CORP COM 24,800 26,750 92849Q104 VITRIA TECHNOLOGY COM 4,250 5,258 92851S204 VIVENDI UNIVERSAL SPON A 90 1,626 928552108 VIXEL CORP DEL COM 4,400 8,794 92857W100 VODAFONE GROUP PLC NEW SPONSO 782,905 15,933,038 929042109 VORNADO RLTY TR SH BEN 1,600 100,122 92906P106 VOTORANTIM CELULOSE E PAPEL SPONSO 7,296 161,675 929160109 VULCAN MATLS CO COM 11,650 668,217 929236107 WD-40 CO COM 1,000 45,842 92923B106 WFS FINL INC COM 2,450 80,601 92923C104 WCI CMNTYS INC COM 550 11,080 929248409 WHX CORP COM NE 2,050 6,861 92924F106 WGL HLDGS INC COM 850 32,238 929251106 W HLDG CO INC COM 850 21,977 92925E108 W-H ENERGY SVCS INC COM 2,800 76,836 929284107 WJ COMMUNICATIONS INC COM 2,700 4,925 929309300 WPP GROUP PLC SPON A 174,784 9,313,539 92931B106 WPS RESOURCES CORP COM 850 47,783 929740108 WABTEC CORP COM 1,700 37,968
Cusip Issuer Description Total Shares Market Value C$ Other Included Managers - --------- ------------------------------------ ------------ --------------- ----------------------- 929798106 WACKENHUT CORRECTIONS CORP COM 1,500 26,982 929903102 WACHOVIA CORP 2ND NEW COM 361,777 18,758,541 930059100 WADDELL & REED FINL INC CL A 222,200 6,224,406 931142103 WAL MART STORES INC COM 930,203 72,653,811 931422109 WALGREEN CO COM 200,687 9,791,819 932270101 WALLACE COMPUTER SERVICES IN COM 100 2,800 938824109 WASHINGTON FED INC COM 968 34,264 939322103 WASHINGTON MUT INC COM 126,477 6,313,518 939640108 WASHINGTON POST CO CL B 2,725 2,805,268 939653101 WASHINGTON REAL ESTATE INVT SH BEN 5,550 223,433 940610108 WASHINGTON TR BANCORP COM 1,250 39,140 94106L109 WASTE MGMT INC DEL COM 80,596 2,981,296 941105108 WATCHGUARD TECHNOLOGIES INC COM 400 2,792 941848103 WATERS CORP COM 189,440 7,286,963 942622200 WATSCO INC COM 900 20,415 942683103 WATSON PHARMACEUTICALS INC COM 153,830 4,112,768 942712100 WATSON WYATT & CO HLDGS CL A 650 20,621 942749102 WATTS INDS INC CL A 2,600 67,636 943315101 WAUSAU-MOSINEE PAPER CORP COM 1,850 27,027 94767L109 WEBEX INC COM 1,150 20,412 947684106 WEBSENSE INC COM 1,300 23,941 94768C108 WEBMETHODS INC COM 2,237 17,139 94769M105 WEBMD CORP COM 6,230 49,905 948626106 WEIGHT WATCHERS INTL INC NEW COM 47,350 3,256,660 948741103 WEINGARTEN RLTY INVS SH BEN 750 43,542 948849104 WEIS MKTS INC COM 600 31,864 94973H108 WELLPOINT HEALTH NETWORK NEW COM 326,400 37,950,423 949746101 WELLS FARGO & CO NEW COM 1,298,830 90,827,460 950240200 WELLSFORD REAL PPTYS INC COM NE 700 19,098 950590109 WENDYS INTL INC COM 14,405 756,546 950755108 WERNER ENTERPRISES INC COM 733 21,370 950813105 WESCAST INDS INC CL A S 178,418 9,339,330 950817106 WESCO FINL CORP COM 150 73,164 952355105 WEST CORP COM 2,600 57,738 952698108 WEST ESSEX BANCORP COM 300 16,470 957090103 WESTAMERICA BANCORPORATION COM 5,950 380,163 95709T100 WESTAR ENERGY INC COM 1,200 19,149 957907108 WESTCORP INC COM 800 25,380 958102105 WESTERN DIGITAL CORP COM 6,850 51,068 958259103 WESTERN GAS RES INC COM 113,750 5,638,458 95988E204 WESTERN WIRELESS CORP CL A 283,850 1,215,670 961238102 WESTPOINT STEVENS INC COM 350 544 961418100 WESTPORT RES CORP NEW COM 650 18,868 961815107 WESTWOOD ONE INC COM 68,300 3,873,110 962166104 WEYERHAEUSER CO COM 27,103 1,881,729 963320106 WHIRLPOOL CORP COM 7,568 550,527 966612103 WHITNEY HLDG CORP COM 900 45,555 966837106 WHOLE FOODS MKT INC COM 198,577 13,494,026 96808B107 WILD OATS MARKETS INC COM 3,600 51,850 968223206 WILEY JOHN & SONS INC CL A 1,150 40,150 969457100 WILLIAMS COS INC DEL COM 67,453 241,809 969491109 WILLIAMS ENERGY PARTNERS L P COM UN 400 20,621 969904101 WILLIAMS SONOMA INC COM 2,200 82,461 971807102 WILMINGTON TRUST CORP COM 800 36,699 972232102 WILSON GREATBATCH TECHNOLOGI COM 3,000 132,291 973149107 WIND RIVER SYSTEMS INC COM 6,100 31,157 974280109 WINN DIXIE STORES INC COM 15,477 322,095
Cusip Issuer Description Total Shares Market Value C$ Other Included Managers - --------- ------------------------------------ ------------ --------------- ----------------------- 97651M109 WIPRO LTD SPON A 2,270 99,560 97653A103 WIRELESS FACILITIES INC COM 900 6,324 976657106 WISCONSIN ENERGY CORP COM 3,308 127,507 977284108 WISER OIL CO DEL COM 3,300 16,489 977424100 WITNESS SYS INC COM 1,300 12,001 978150100 WOMEN FIRST HEALTHCARE COM 37,100 275,412 979438108 WOODHEAD INDS INC COM 4,800 83,905 980745103 WOODWARD GOVERNOR CO COM 1,800 135,330 980905103 WORLD HEART CORP COM 30,000 52,500 98137N109 WORKFLOW MGMT INC COM 1,100 3,123 981811102 WORTHINGTON INDS INC COM 9,704 287,843 982526105 WRIGLEY WM JR CO COM 28,202 2,213,913 983024100 WYETH COM 879,299 44,194,064 983759101 XM SATELLITE RADIO HLDGS INC CL A 211,600 1,309,011 98385X106 XTO ENERGY CORP COM 73,375 2,398,773 98389B100 XCEL ENERGY INC COM 48,569 717,252 98389J103 XANSER CORP COM 2,350 5,964 983919101 XILINX INC COM 132,302 3,323,762 984121103 XEROX CORP COM 103,668 813,979 984332106 YAHOO INC COM 167,936 2,549,288 984757104 YANKEE CANDLE INC COM 750 20,427 986670107 YORK INTL CORP NEW COM 450 20,129 987434107 YOUNG BROADCASTING INC CL A 4,050 55,698 987520103 YOUNG INNOVATIONS INC COM 2,025 86,148 987819109 YOUTHSTREAM MEDIA NETWORKS I COM 8,600 682 988498101 YUM BRANDS INC COM 39,754 1,747,352 988858106 ZALE CORP NEW COM 73,350 3,509,068 989139100 ZARLINK SEMICONDUCTOR INC COM 407,500 1,381,425 989207105 ZEBRA TECHNOLOGIES CORP CL A 600 50,147 989390109 ZENITH NATL INS CORP COM 1,300 54,480 98956P102 ZIMMER HLDGS INC COM 26,445 1,608,269 989701107 ZIONS BANCORPORATION COM 126,600 8,019,287 98974P100 ZIX CORP COM 550 3,359 98975F101 ZORAN CORP COM 18,199 317,544 D1668R123 DAIMLERCHRYSLER AG ORD 649 34,497 D18190898 DEUTSCHE BANK AG NAMEN ORD 44,635 3,215,776 G0070K103 ACE LTD ORD 125,500 5,894,477 G0450A105 ARCH CAP GROUP LTD ORD 650 28,766 G1150G111 ACCENTURE LTD BERMUDA CL A 189,900 4,301,464 G16962105 BUNGE LIMITED COM 32,100 1,232,207 G24182100 COOPER INDS LTD CL A 10,759 517,957 G3223R108 EVEREST RE GROUP LTD COM 150 13,053 G36535105 FOSTER WHEELER LTD SHS 2,200 5,618 G36738105 FRESH DEL MONTE PRODUCE INC ORD 1,550 62,917 G37260109 GARMIN LTD ORD 54,000 1,588,908 G3930E101 GLOBALSANTAFE CORP SHS 79,877 2,831,767 G4776G101 INGERSOLL-RAND COMPANY LTD CL A 22,056 1,204,906 G56462107 LORAL SPACE & COMMUNICATIONS COM 2,800 1,199 G5876H105 MARVELL TECHNOLOGY GROUP LTD ORD 38,200 960,408 G6359F103 NABORS INDUSTRIES LTD SHS 20,120 1,045,192 G65422100 NOBLE CORPORATION SHS 15,191 746,984 G6852T105 PARTNERRE LTD COM 3,400 259,842 G87210103 UTI WORLDWIDE INC ORD 4,400 128,281 G8915Z102 HILFIGER TOMMY CORP ORD 700 10,382 G90078109 TRANSOCEAN INC ORD 119,285 3,935,605 G95089101 WEATHERFORD INTERNATIONAL LT COM 37,750 2,223,909 G9618E107 WHITE MTNS INS GROUP LTD COM 150 70,071
Cusip Issuer Description Total Shares Market Value C$ Other Included Managers - --------- ------------------------------------ ------------ --------------- ----------------------- G98255105 XL CAP LTD CL A 29,250 3,410,172 G9825R107 XOMA LTD ORD 9,100 90,490 H8920M855 UBS AG NAMEN 900 58,531 L6388F102 MILLICOM INTL CELLULAR S A ORD 400,100 419,501 M22465104 CHECK POINT SOFTWARE TECH LT ORD 965,688 21,046,755 M81873107 RADWARE LTD ORD 11,909 125,054 M8737E108 TARO PHARMACEUTICAL INDS LTD ORD 72,000 3,854,488 M88258104 TTI TEAM TELECOM INTL LTD ORD 15,917 171,180 M97385112 VERISITY LTD ORD 1,200 22,727 N07045102 ASM INTL N V COM 17,500 251,214 N07059111 ASML HLDG NV N Y SH 86,000 844,408 P74823108 PANAMERICAN BEVERAGES INC CL A 10,789 162,236 V7780T103 ROYAL CARIBBEAN CRUISES LTD COM 5,250 132,576 Y02516105 ASE TEST LTD ORD 11,100 62,153 Y2573F102 FLEXTRONICS INTL LTD ORD 180,350 1,994,511 Y6476W104 OMI CORP NEW COM 1,450 7,498 Y8564W103 TEEKAY SHIPPING MARSHALL ISL COM 40,000 1,808,268 067901108 BARRICK GOLD CORP COM 42,900 1,058,813 1 084670108 BERKSHIRE HATHAWAY INC DEL CL A 263 30,848,343 1 084670207 BERKSHIRE HATHAWAY INC DEL CL B 17,224 67,388,004 1 092113109 BLACK HILLS CORP COM 255,150 10,606,271 1 22160K105 COSTCO WHSL CORP NEW COM 131,300 6,745,887 1 28336L109 EL PASO CORP COM 348,750 4,577,743 1 488152208 KELLY SVCS INC CL A 190,500 6,552,176 1 488360108 KEMET CORP COM 670,900 9,104,489 1 501044101 KROGER CO COM 657,700 14,719,010 1 530718105 LIBERTY MEDIA CORP NEW COM SE 1,313,800 14,972,191 1 540424108 LOEWS CORP COM 168,500 11,470,639 1 589331107 MERCK & CO INC COM 348,650 25,294,875 1 637640103 NATIONAL SEMICONDUCTOR CORP COM 374,200 7,091,527 1 651639106 NEWMONT MINING CORP COM 103,390 4,514,408 1 696429307 PALL CORP COM 430,100 10,779,118 1 718154107 PHILIP MORRIS COS INC COM 724,214 44,599,531 1 806605101 SCHERING PLOUGH CORP COM 304,650 10,309,083 1 807066105 SCHOLASTIC CORP COM 151,650 10,754,426 1 893735100 TRANSKARYOTIC THERAPIES INC COM 162,900 8,379,764 1 92532F100 VERTEX PHARMACEUTICALS INC COM 1,113,863 32,688,903 1 939640108 WASHINGTON POST CO CL B 17,405 17,928,765 1 98985T109 ZYMOGENETICS INC COM 486,200 6,173,573 1 000886101 A D C TELECOMMUNICATIONS COM 298,659 537,683 2 001055102 AFLAC INC COM 193,961 9,318,894 2 00130H105 AES CORP COM 203,520 799,713 2 001765106 AMR CORP COM 58,170 380,652 2 00184A105 AOL TIME WARNER INC COM 1,674,736 30,675,051 2 001957109 AT&T CORP COM 1,354,918 25,474,701 2 00209A106 AT&T WIRELESS SVCS INC COM 1,016,858 6,558,592 2 002824100 ABBOTT LABS COM 585,850 37,052,786 2 00724F101 ADOBE SYS INC COM 90,007 2,691,304 2 007903107 ADVANCED MICRO DEVICES INC COM 128,371 1,073,152 2 00817Y108 AETNA INC NEW COM 56,378 3,160,582 2 00846U101 AGILENT TECHNOLOGIES INC COM 174,093 3,559,406 2 009158106 AIR PRODS & CHEMS INC COM 85,207 5,603,779 2 013068101 ALBERTO CULVER CO CL B C 21,786 1,672,216 2 013104104 ALBERTSONS INC COM 152,640 5,773,223 2 013817101 ALCOA INC COM 316,574 9,565,014 2 017361106 ALLEGHENY ENERGY INC COM 47,132 966,585 2 01741R102 ALLEGHENY TECHNOLOGIES INC COM 30,239 327,587 2
Cusip Issuer Description Total Shares Market Value C$ Other Included Managers - --------- ------------------------------------ ------------ --------------- ----------------------- 018490102 ALLERGAN INC COM 48,474 4,128,201 2 019589308 ALLIED WASTE INDS INC COM PA 73,932 850,693 2 020002101 ALLSTATE CORP COM 264,615 14,726,758 2 020039103 ALLTEL CORP COM 116,631 7,327,169 2 021441100 ALTERA CORP COM 143,228 1,944,017 2 023139108 AMBAC FINL GROUP INC COM 39,707 3,349,873 2 023551104 AMERADA HESS CORP COM 33,463 3,555,984 2 023608102 AMEREN CORP COM 54,355 3,544,113 2 025537101 AMERICAN ELEC PWR INC COM 127,063 5,671,127 2 025816109 AMERICAN EXPRESS CO COM 498,345 24,325,361 2 026375105 AMERICAN GREETINGS CORP CL A 24,666 621,695 2 026874107 AMERICAN INTL GROUP INC COM 982,510 84,135,131 2 029066107 AMERICAN PWR CONVERSION CORP COM 73,514 1,100,224 2 029712106 AMERICAN STD COS INC DEL COM 26,940 2,683,146 2 03073E105 AMERISOURCEBERGEN CORP COM 39,711 4,440,008 2 031162100 AMGEN INC COM 478,875 31,261,606 2 032165102 AMSOUTH BANCORPORATION COM 134,490 4,366,685 2 032511107 ANADARKO PETE CORP COM 93,193 6,498,103 2 032654105 ANALOG DEVICES INC COM 137,136 4,229,322 2 034425108 ANDREW CORP COM 36,781 377,153 2 035229103 ANHEUSER BUSCH COS INC COM 325,718 25,801,523 2 03674B104 ANTHEM INC COM 52,867 5,379,614 2 037389103 AON CORP COM 102,284 3,280,974 2 037411105 APACHE CORP COM 53,925 5,018,744 2 037604105 APOLLO GROUP INC CL A 65,064 4,423,680 2 037833100 APPLE COMPUTER INC COM 136,582 3,100,377 2 038020103 APPLERA CORP COM AP 79,644 2,281,693 2 038222105 APPLIED MATLS INC COM 522,917 9,455,137 2 03822W109 APPLIED MICRO CIRCUITS CORP COM 112,913 505,549 2 039483102 ARCHER DANIELS MIDLAND CO COM 244,327 4,784,999 2 044204105 ASHLAND INC COM 25,861 1,084,604 2 052769106 AUTODESK INC COM 43,013 853,158 2 053015103 AUTOMATIC DATA PROCESSING IN COM 232,553 12,658,426 2 053332102 AUTOZONE INC COM 39,545 4,882,041 2 053499109 AVAYA INC COM 135,726 303,845 2 053611109 AVERY DENNISON CORP COM 41,192 3,674,417 2 054303102 AVON PRODS INC COM 88,493 6,386,500 2 054937107 BB&T CORP COM 181,315 9,946,056 2 055482103 BJ SVCS CO COM 58,782 2,392,604 2 055921100 BMC SOFTWARE INC COM 90,413 1,849,948 2 057224107 BAKER HUGHES INC COM 126,531 5,750,387 2 058498106 BALL CORP COM 21,280 1,678,684 2 060505104 BANK OF AMERICA CORPORATION COM 704,488 70,363,487 2 064057102 BANK NEW YORK INC COM 272,360 12,254,149 2 06423A103 BANK ONE CORP COM 440,077 25,766,376 2 067383109 BARD C R INC COM 19,335 1,653,592 2 071707103 BAUSCH & LOMB INC COM 20,218 1,049,873 2 071813109 BAXTER INTL INC COM 226,153 10,815,999 2 073902108 BEAR STEARNS COS INC COM 37,006 3,267,415 2 075887109 BECTON DICKINSON & CO COM 96,270 4,280,183 2 075896100 BED BATH & BEYOND INC COM 109,526 5,584,548 2 079860102 BELLSOUTH CORP COM 699,890 20,116,644 2 081437105 BEMIS INC COM 19,853 1,535,346 2 086516101 BEST BUY INC COM 241,517 8,435,296 2 089302103 BIG LOTS INC COM 43,488 1,077,714 2 090597105 BIOGEN INC COM 54,698 2,506,382 2 090613100 BIOMET INC COM 98,733 4,116,106 2
Cusip Issuer Description Total Shares Market Value C$ Other Included Managers - --------- ------------------------------------ ------------ --------------- ----------------------- 091797100 BLACK & DECKER CORP COM 30,203 1,982,568 2 093671105 BLOCK H & R INC COM 73,758 4,850,817 2 097023105 BOEING CO COM 314,725 16,815,919 2 097383103 BOISE CASCADE CORP COM 21,855 780,079 2 101137107 BOSTON SCIENTIFIC CORP COM 152,581 7,538,597 2 110122108 BRISTOL MYERS SQUIBB CO COM 726,392 27,064,567 2 111320107 BROADCOM CORP CL A 102,737 1,717,715 2 115637209 BROWN FORMAN CORP CL B 25,646 2,687,963 2 117043109 BRUNSWICK CORP COM 33,790 1,112,979 2 12189T104 BURLINGTON NORTHN SANTA FE C COM 142,697 5,343,540 2 122014103 BURLINGTON RES INC COM 75,488 4,533,249 2 125509109 CIGNA CORP COM 52,549 5,820,281 2 125896100 CMS ENERGY CORP COM 53,952 680,763 2 126408103 CSX CORP COM 79,832 3,296,893 2 126650100 CVS CORP COM 147,223 5,842,607 2 12686C109 CABLEVISION SYS CORP CL A N 95,727 1,357,737 2 131347106 CALPINE CORP COM 141,263 546,234 2 134429109 CAMPBELL SOUP CO COM 153,825 5,317,152 2 14040H105 CAPITAL ONE FINL CORP COM 83,085 4,542,029 2 14149Y108 CARDINAL HEALTH INC COM 169,380 16,493,225 2 143658102 CARNIVAL CORP COM 220,001 8,644,730 2 149123101 CATERPILLAR INC DEL COM 129,057 7,519,882 2 152312104 CENTEX CORP COM 23,098 1,603,692 2 156700106 CENTURYTEL INC COM 53,202 1,868,144 2 160903100 CHARTER ONE FINL INC COM 86,080 4,005,015 2 166764100 CHEVRONTEXACO CORP COM 400,527 43,421,483 2 170040109 CHIRON CORP COM 70,868 3,876,378 2 171232101 CHUBB CORP COM 64,422 5,529,750 2 171779101 CIENA CORP COM 161,865 752,597 2 172062101 CINCINNATI FINL CORP COM 60,741 3,383,303 2 172474108 CINERGY CORP COM 62,873 3,093,582 2 172737108 CIRCUIT CITY STORE INC CIRCT 78,735 1,240,362 2 17275R102 CISCO SYS INC COM 2,744,716 45,031,018 2 172908105 CINTAS CORP COM 63,724 4,181,936 2 172967101 CITIGROUP INC COM 1,896,052 88,009,188 2 17453B101 CITIZENS COMMUNICATIONS CO COM 105,833 1,123,321 2 177376100 CITRIX SYS INC COM 65,607 619,328 2 184502102 CLEAR CHANNEL COMMUNICATIONS COM 229,667 12,494,143 2 189054109 CLOROX CO DEL COM 86,380 5,433,457 2 191216100 COCA COLA CO COM 930,873 69,891,229 2 191219104 COCA COLA ENTERPRISES INC COM 168,131 5,590,561 2 194162103 COLGATE PALMOLIVE CO COM 203,471 17,184,901 2 200300200 COMCAST CORP CL A S 374,029 12,214,414 2 200340107 COMERICA INC COM 65,559 4,948,945 2 204912109 COMPUTER ASSOC INTL INC COM 216,638 3,255,809 2 205363104 COMPUTER SCIENCES CORP COM 64,348 2,799,476 2 205638109 COMPUWARE CORP COM 140,964 673,071 2 205862402 COMVERSE TECHNOLOGY INC COM PA 70,136 767,487 2 205887102 CONAGRA FOODS INC COM 201,422 7,835,855 2 20825C104 CONOCOPHILLIPS COM 253,725 18,366,828 2 209115104 CONSOLIDATED EDISON INC COM 79,929 5,032,682 2 210371100 CONSTELLATION ENERGY GROUP I COM 61,636 2,392,016 2 212485106 CONVERGYS CORP COM 64,948 1,528,192 2 216831107 COOPER TIRE & RUBR CO COM 27,571 696,641 2 217016104 COORS ADOLPH CO CL B 13,576 1,196,557 2 219350105 CORNING INC COM 356,906 893,978 2 22160K105 COSTCO WHSL CORP NEW COM 170,544 8,642,357 2
Cusip Issuer Description Total Shares Market Value C$ Other Included Managers - --------- ------------------------------------ ------------ --------------- ----------------------- 222372104 COUNTRYWIDE CR INDS INC DEL COM 47,095 3,476,239 2 224399105 CRANE CO COM 22,432 693,918 2 231021106 CUMMINS INC COM 15,488 572,701 2 233331107 DTE ENERGY CO COM 62,800 4,001,355 2 235811106 DANA CORP COM 55,719 1,140,943 2 235851102 DANAHER CORP DEL COM 56,706 5,046,759 2 237194105 DARDEN RESTAURANTS INC COM 64,239 2,437,724 2 244199105 DEERE & CO COM 89,403 6,361,200 2 247025109 DELL COMPUTER CORP COM 972,895 35,807,308 2 247126105 DELPHI CORP COM 209,803 2,808,218 2 247361108 DELTA AIR LINES INC DEL COM 46,221 672,215 2 248019101 DELUXE CORP COM 24,442 1,724,174 2 25179M103 DEVON ENERGY CORP NEW COM 58,667 4,431,434 2 254067101 DILLARDS INC CL A 31,632 999,312 2 254687106 DISNEY WALT CO COM DI 765,346 18,139,978 2 256669102 DOLLAR GEN CORP COM 124,972 2,625,538 2 25746U109 DOMINION RES INC VA NEW COM 104,295 8,282,881 2 257867101 DONNELLEY R R & SONS CO COM 42,492 1,563,914 2 260003108 DOVER CORP COM 76,017 3,020,337 2 260543103 DOW CHEM CO COM 341,519 14,601,237 2 260561105 DOW JONES & CO INC COM 31,526 1,895,685 2 263534109 DU PONT E I DE NEMOURS & CO COM 372,487 21,033,441 2 264399106 DUKE ENERGY CORP COM 332,880 10,187,967 2 26816Q101 DYNEGY INC NEW CL A 138,494 251,502 2 268648102 E M C CORP MASS COM 826,338 5,911,899 2 26875P101 EOG RES INC COM 43,563 2,452,396 2 269246104 E TRADE GROUP INC COM 1,000 6,966 2 277432100 EASTMAN CHEM CO COM 28,989 1,732,242 2 277461109 EASTMAN KODAK CO COM 109,406 4,665,534 2 278058102 EATON CORP COM 26,438 2,638,115 2 278642103 EBAY INC COM 101,686 8,406,794 2 278865100 ECOLAB INC COM 48,503 3,168,619 2 281020107 EDISON INTL COM 122,179 1,912,712 2 28336L109 EL PASO CORP COM 219,318 2,839,441 2 285512109 ELECTRONIC ARTS INC COM 52,214 5,391,637 2 285661104 ELECTRONIC DATA SYS NEW COM 180,116 3,941,963 2 291011104 EMERSON ELEC CO COM 157,896 10,861,361 2 292845104 ENGELHARD CORP COM 48,235 1,799,448 2 29364G103 ENTERGY CORP NEW COM 84,011 5,471,200 2 294429105 EQUIFAX INC COM 53,921 1,835,146 2 294741103 EQUITY OFFICE PROPERTIES TRU COM 157,038 6,347,666 2 29476L107 EQUITY RESIDENTIAL SH BEN 103,327 3,872,497 2 294821400 ERICSSON L M TEL CO ADR CL 8,000 4,509 2 30161N101 EXELON CORP COM 120,753 8,979,344 2 30231G102 EXXON MOBIL CORP COM 2,534,040 126,548,564 2 302571104 FPL GROUP INC COM 68,299 5,752,408 2 307000109 FAMILY DLR STORES INC COM 64,984 2,734,568 2 313400301 FEDERAL HOME LN MTG CORP COM 260,890 22,830,862 2 313586109 FEDERAL NATL MTG ASSN COM 373,125 34,778,933 2 31410H101 FEDERATED DEPT STORES INC DE COM 75,561 3,482,480 2 31428X106 FEDEX CORP COM 155,110 12,158,233 2 316773100 FIFTH THIRD BANCORP COM 217,653 20,863,251 2 319963104 FIRST DATA CORP COM 283,923 12,423,257 2 337162101 FIRST TENN NATL CORP COM 47,433 2,574,468 2 337738108 FISERV INC COM 72,096 3,169,285 2 337932107 FIRSTENERGY CORP COM 111,614 5,222,731 2 339030108 FLEETBOSTON FINL CORP COM 392,894 12,504,486 2
Cusip Issuer Description Total Shares Market Value C$ Other Included Managers - --------- ------------------------------------ ------------ --------------- ----------------------- 343412102 FLUOR CORP NEW COM 30,248 1,157,313 2 345370860 FORD MTR CO DEL COM PA 672,079 10,310,969 2 345838106 FOREST LABS INC COM 67,403 8,653,646 2 349631101 FORTUNE BRANDS INC COM 56,281 4,166,623 2 354613101 FRANKLIN RES INC COM 97,468 4,745,429 2 35671D857 FREEPORT-MCMORAN COPPER & GO CL B 54,335 1,144,927 2 364730101 GANNETT INC COM 100,065 11,307,124 2 364760108 GAP INC DEL COM 313,482 5,324,703 2 367626108 GATEWAY INC COM 121,511 564,970 2 369550108 GENERAL DYNAMICS CORP COM 75,748 9,644,396 2 369604103 GENERAL ELEC CO COM 3,726,052 143,786,763 2 370334104 GENERAL MLS INC COM 137,909 9,590,124 2 370442105 GENERAL MTRS CORP COM 210,126 12,796,243 2 372460105 GENUINE PARTS CO COM 65,523 3,142,937 2 372917104 GENZYME CORP COM GE 80,355 2,592,650 2 373298108 GEORGIA PAC CORP COM 86,348 1,769,477 2 375766102 GILLETTE CO COM 396,656 18,380,563 2 381317106 GOLDEN WEST FINL CORP DEL COM 57,959 5,641,891 2 38141G104 GOLDMAN SACHS GROUP INC COM 180,585 18,667,065 2 382388106 GOODRICH CORP COM 38,288 1,131,665 2 382550101 GOODYEAR TIRE & RUBR CO COM 61,235 852,226 2 384802104 GRAINGER W W INC COM 34,909 2,325,359 2 390568103 GREAT LAKES CHEM CORP COM 18,822 707,770 2 401698105 GUIDANT CORP COM 114,644 5,798,843 2 404119109 HCA INC COM 194,395 14,488,931 2 406216101 HALLIBURTON CO COM 163,632 3,307,102 2 41014S106 HANCOCK JOHN FINL SVCS INC COM 108,864 4,737,859 2 412822108 HARLEY DAVIDSON INC COM 113,367 8,243,762 2 413619107 HARRAHS ENTMT INC COM 41,894 3,161,856 2 416515104 HARTFORD FINL SVCS GROUP INC COM 92,871 5,960,972 2 418056107 HASBRO INC COM 64,928 1,131,306 2 421924101 HEALTHSOUTH CORP COM 148,641 965,695 2 421933102 HEALTH MGMT ASSOC INC NEW CL A 89,391 2,829,619 2 423074103 HEINZ H J CO COM 131,605 6,875,142 2 427056106 HERCULES INC COM 40,951 590,442 2 427866108 HERSHEY FOODS CORP COM 51,236 4,977,028 2 428236103 HEWLETT PACKARD CO COM 1,144,300 20,905,657 2 432848109 HILTON HOTELS CORP COM 141,009 2,512,130 2 435569108 HOLLINGER INTL INC CL A 3,348,782 47,654,491 2 437076102 HOME DEPOT INC COM 885,055 36,162,949 2 438516106 HONEYWELL INTL INC COM 295,234 10,011,010 2 441815107 HOUSEHOLD INTL INC COM 170,544 7,558,392 2 444859102 HUMANA INC COM 63,563 1,233,898 2 446150104 HUNTINGTON BANCSHARES INC COM 90,216 2,569,031 2 449934108 IMS HEALTH INC COM 106,405 2,493,658 2 450911102 ITT INDS INC IND COM 34,374 3,354,133 2 452308109 ILLINOIS TOOL WKS INC COM 114,897 10,491,890 2 458140100 INTEL CORP COM 2,506,375 54,500,611 2 459200101 INTERNATIONAL BUSINESS MACHS COM 657,371 60,089,984 2 459506101 INTERNATIONAL FLAVORS&FRAGRA COM 35,529 1,771,518 2 459902102 INTERNATIONAL GAME TECHNOLOG COM 32,495 3,517,216 2 460146103 INTL PAPER CO COM 180,667 9,443,834 2 460690100 INTERPUBLIC GROUP COS INC COM 143,901 3,570,641 2 461202103 INTUIT COM 74,255 5,292,690 2 46612J101 JDS UNIPHASE CORP COM 510,593 1,557,101 2 46625H100 J P MORGAN CHASE & CO COM 747,669 22,227,336 2 466313103 JABIL CIRCUIT INC COM 74,115 1,714,880 2
Cusip Issuer Description Total Shares Market Value C$ Other Included Managers - --------- ------------------------------------ ------------ --------------- ----------------------- 475070108 JEFFERSON PILOT CORP COM 55,425 3,479,390 2 478160104 JOHNSON & JOHNSON COM 1,117,752 94,631,388 2 478366107 JOHNSON CTLS INC COM 33,288 4,003,272 2 480074103 JONES APPAREL GROUP INC COM 48,318 2,322,204 2 482480100 KLA-TENCOR CORP COM 70,919 3,102,002 2 48666K109 KB HOME COM 18,681 1,428,331 2 487836108 KELLOGG CO COM 153,786 8,005,003 2 492386107 KERR MCGEE CORP COM 37,641 2,559,788 2 493267108 KEYCORP NEW COM 159,949 6,252,492 2 49337W100 KEYSPAN CORP COM 53,028 2,781,014 2 494368103 KIMBERLY CLARK CORP COM 193,810 17,185,117 2 49455P101 KINDER MORGAN INC KANS COM 45,684 2,535,324 2 495582108 KING PHARMACEUTICALS INC COM 91,390 2,599,601 2 499040103 KNIGHT RIDDER INC COM 31,221 2,757,122 2 500255104 KOHLS CORP COM 126,248 12,018,564 2 501044101 KROGER CO COM 295,781 6,528,937 2 502161102 LSI LOGIC CORP COM 139,439 1,386,153 2 524660107 LEGGETT & PLATT INC COM 73,419 2,274,612 2 524908100 LEHMAN BROS HLDGS INC COM 91,321 7,012,336 2 529771107 LEXMARK INTL NEW CL A 47,303 3,480,484 2 532457108 LILLY ELI & CO COM 421,304 36,499,575 2 532716107 LIMITED BRANDS INC COM 195,447 4,387,642 2 534187109 LINCOLN NATL CORP IND COM 69,075 3,303,583 2 535678106 LINEAR TECHNOLOGY CORP COM 119,026 3,860,865 2 539320101 LIZ CLAIBORNE INC COM 40,002 1,562,447 2 539830109 LOCKHEED MARTIN CORP COM 170,591 17,270,784 2 540424108 LOEWS CORP COM 69,789 4,685,933 2 546347105 LOUISIANA PAC CORP COM 39,219 397,241 2 548661107 LOWES COS INC COM 291,842 18,914,776 2 549463107 LUCENT TECHNOLOGIES INC COM 1,289,258 1,533,933 2 55262C100 MBIA INC COM 55,162 3,449,927 2 55262L100 MBNA CORP COM 479,127 13,786,348 2 552848103 MGIC INVT CORP WIS COM 38,507 2,461,343 2 564055101 MANOR CARE INC NEW COM 36,873 1,297,651 2 565849106 MARATHON OIL CORP COM 116,181 4,125,069 2 571748102 MARSH & MCLENNAN COS INC COM 200,898 13,096,022 2 571834100 MARSHALL & ILSLEY CORP COM 78,840 3,442,296 2 571903202 MARRIOTT INTL INC NEW CL A 90,675 4,115,180 2 574599106 MASCO CORP COM 186,049 5,694,127 2 577081102 MATTEL INC COM 163,802 4,618,341 2 57772K101 MAXIM INTEGRATED PRODS INC COM 121,094 4,693,819 2 577778103 MAY DEPT STORES CO COM 108,048 3,851,526 2 578592107 MAYTAG CORP COM 29,226 1,060,562 2 580037109 MCDERMOTT INTL INC COM 23,743 227,850 2 580135101 MCDONALDS CORP COM 478,226 13,221,385 2 580645109 MCGRAW HILL COS INC COM 72,750 6,972,353 2 58155Q103 MCKESSON CORP COM 108,762 4,823,662 2 583334107 MEADWESTVACO CORP COM 74,974 2,254,712 2 584699102 MEDIMMUNE INC COM 94,002 3,078,590 2 585055106 MEDTRONIC INC COM 455,011 30,002,907 2 58551A108 MELLON FINL CORP COM 163,182 6,624,115 2 589331107 MERCK & CO INC COM 845,590 60,509,579 2 589405109 MERCURY INTERACTIVE CORP COM 31,520 846,753 2 589433101 MEREDITH CORP COM 18,602 1,253,678 2 590188108 MERRILL LYNCH & CO INC COM 324,501 16,738,808 2 59156R108 METLIFE INC COM 263,204 9,378,164 2 594918104 MICROSOFT CORP COM 2,433,799 166,654,314 2
Cusip Issuer Description Total Shares Market Value C$ Other Included Managers - --------- ------------------------------------ ------------ --------------- ----------------------- 595112103 MICRON TECHNOLOGY INC COM 226,362 4,383,553 2 601073109 MILLIPORE CORP COM 18,140 902,778 2 604675108 MIRANT CORP COM 150,741 521,527 2 608554101 MOLEX INC COM 72,571 2,672,105 2 61166W101 MONSANTO CO NEW COM 97,975 2,345,178 2 615369105 MOODYS CORP COM 58,275 4,424,631 2 617446448 MORGAN STANLEY COM NE 410,968 21,797,389 2 620076109 MOTOROLA INC COM 862,136 13,739,680 2 62886E108 NCR CORP NEW COM 36,766 1,139,632 2 635405103 NATIONAL CITY CORP COM 229,147 10,234,556 2 637640103 NATIONAL SEMICONDUCTOR CORP COM 67,800 1,267,322 2 63934E108 NAVISTAR INTL CORP NEW COM 22,676 769,624 2 64120L104 NETWORK APPLIANCE INC COM 126,190 1,448,045 2 650111107 NEW YORK TIMES CO CL A 56,836 4,043,994 2 651229106 NEWELL RUBBERMAID INC COM 100,190 4,841,881 2 651639106 NEWMONT MINING CORP COM 150,554 6,483,895 2 65332V103 NEXTEL COMMUNICATIONS INC CL A 341,504 4,036,415 2 654086107 NICOR INC COM 16,499 728,383 2 654106103 NIKE INC CL B 100,072 6,764,696 2 65473P105 NISOURCE INC COM 77,873 2,100,512 2 655664100 NORDSTROM INC COM 50,652 1,422,565 2 655844108 NORFOLK SOUTHERN CORP COM 145,667 4,604,162 2 659424105 NORTH FORK BANCORPORATION NY COM 61,279 3,630,077 2 665859104 NORTHERN TR CORP COM 83,125 4,908,586 2 666807102 NORTHROP GRUMMAN CORP COM 42,362 8,226,049 2 670006105 NOVELL INC COM 136,602 449,086 2 670008101 NOVELLUS SYS INC COM 54,402 1,772,311 2 670346105 NUCOR CORP COM 29,314 1,739,271 2 67066G104 NVIDIA CORP COM 57,385 768,998 2 674599105 OCCIDENTAL PETE CORP DEL COM 141,147 6,271,005 2 676220106 OFFICE DEPOT INC COM 115,950 2,239,953 2 681919106 OMNICOM GROUP INC COM 70,494 6,144,753 2 683718100 OPENWAVE SYS INC COM 1,000 971 2 68389X105 ORACLE CORP COM 2,035,447 25,045,829 2 69331C108 PG&E CORP COM 147,444 2,599,074 2 69344F106 PMC-SIERRA INC COM 62,723 380,988 2 693475105 PNC FINL SVCS GROUP INC COM 106,500 7,030,825 2 693506107 PPG INDS INC COM 63,509 4,444,223 2 69351T106 PPL CORP COM 60,738 3,094,077 2 693718108 PACCAR INC COM 43,455 2,298,693 2 695257105 PACTIV CORP COM 59,432 1,530,521 2 696429307 PALL CORP COM 46,025 1,137,703 2 696642107 PALM INC COM 1,500 1,738 2 699173100 PARAMETRIC TECHNOLOGY CORP COM 97,946 276,002 2 701094104 PARKER HANNIFIN CORP COM 44,261 2,647,594 2 704326107 PAYCHEX INC COM 140,959 5,355,693 2 708160106 PENNEY J C INC COM 100,244 2,498,357 2 711030106 PEOPLES ENERGY CORP COM 13,297 701,306 2 712713106 PEOPLESOFT INC COM 117,069 2,267,069 2 713409100 PEPSI BOTTLING GROUP INC COM 106,911 3,916,439 2 713448108 PEPSICO INC COM 664,575 38,442,490 2 714046109 PERKINELMER INC COM 46,878 399,962 2 717081103 PFIZER INC COM 2,321,125 105,450,589 2 71713U102 PHARMACIA CORP COM 483,825 29,448,802 2 717265102 PHELPS DODGE CORP COM 33,340 1,337,726 2 718154107 PHILIP MORRIS COS INC COM 792,696 48,149,465 2 723484101 PINNACLE WEST CAP CORP COM 31,791 1,381,582 2
Cusip Issuer Description Total Shares Market Value C$ Other Included Managers - --------- ------------------------------------ ------------ --------------- ----------------------- 724479100 PITNEY BOWES INC COM 89,393 4,266,915 2 729251108 PLUM CREEK TIMBER CO INC COM 69,319 2,453,612 2 739308104 POWER-ONE INC COM 29,937 139,662 2 74005P104 PRAXAIR INC COM 60,530 4,843,169 2 74144T108 PRICE T ROWE GROUP INC COM 45,920 1,794,318 2 74251V102 PRINCIPAL FINANCIAL GROUP IN COM 130,081 5,331,342 2 742718109 PROCTER & GAMBLE CO COM 466,354 65,254,299 2 743263105 PROGRESS ENERGY INC COM 82,963 5,308,137 2 743315103 PROGRESSIVE CORP OHIO COM 81,647 6,471,445 2 74406A102 PROVIDIAN FINL CORP COM 108,363 831,247 2 744320102 PRUDENTIAL FINL INC COM 217,572 9,727,792 2 744573106 PUBLIC SVC ENTERPRISE GROUP COM 77,488 3,699,878 2 745867101 PULTE HOMES INC COM 22,947 1,531,420 2 747277101 QLOGIC CORP COM 35,018 1,427,530 2 747525103 QUALCOMM INC COM 291,929 12,622,750 2 748767100 QUINTILES TRANSNATIONAL CORP COM 44,096 656,497 2 749121109 QWEST COMMUNICATIONS INTL IN COM 628,840 2,244,544 2 750438103 RADIOSHACK CORP COM 64,326 2,020,089 2 75409P202 RATIONAL SOFTWARE CORP COM NE 72,435 489,875 2 755111507 RAYTHEON CO COM NE 151,082 6,930,003 2 758110100 REEBOK INTL LTD COM 22,395 878,237 2 758940100 REGIONS FINL CORP COM 82,945 4,242,212 2 75952J108 RELIANT ENERGY INC COM 114,033 1,568,822 2 76182K105 REYNOLDS R J TOB HLDGS INC COM 33,581 2,119,665 2 770323103 ROBERT HALF INTL INC COM 65,675 1,631,662 2 773903109 ROCKWELL AUTOMATION INC COM 69,676.00 1,774,695 2 774341101 ROCKWELL COLLINS INC COM 68,604.00 2,356,346 2 775371107 ROHM & HAAS CO COM 82,902.00 4,023,276 2 779382100 ROWAN COS INC COM 35,162.00 1,026,060 2 783549108 RYDER SYS INC COM 23,329.00 910,482 2 78387G103 SBC COMMUNICATIONS INC COM 1,266,907.00 39,865,192 2 78442P106 SLM CORP COM 58,000.00 8,457,019 2 785905100 SABRE HLDGS CORP CL A 54,327.00 1,645,697 2 786429100 SAFECO CORP COM 47,922.00 2,384,196 2 786514208 SAFEWAY INC COM NE 174,938.00 6,107,199 2 790849103 ST JUDE MED INC COM 66,334.00 3,707,298 2 792860108 ST PAUL COS INC COM 84,869.00 3,815,809 2 800907107 SANMINA SCI CORP COM 196,733.00 853,120 2 803111103 SARA LEE CORP COM 294,186.00 8,423,426 2 806605101 SCHERING PLOUGH CORP COM 549,900.00 18,353,715 2 806857108 SCHLUMBERGER LTD COM 216,539.00 13,037,625 2 808513105 SCHWAB CHARLES CORP NEW COM 512,831.00 6,984,681 2 808655104 SCIENTIFIC ATLANTA INC COM 58,733.00 1,150,251 2 81211K100 SEALED AIR CORP NEW COM 31,477.00 832,293 2 812387108 SEARS ROEBUCK & CO COM 118,482.00 7,233,859 2 816851109 SEMPRA ENERGY COM 76,811.00 2,362,866 2 824348106 SHERWIN WILLIAMS CO COM 56,440.00 2,092,290 2 826170102 SIEBEL SYS INC COM 179,218.00 1,613,253 2 826552101 SIGMA ALDRICH CORP COM 27,471.00 2,118,898 2 828806109 SIMON PPTY GROUP INC NEW COM 69,573.00 3,891,588 2 833034101 SNAP ON INC COM 21,882.00 787,209 2 834182107 SOLECTRON CORP COM 308,944.00 1,020,505 2 835699307 SONY CORP ADR NE 1,000.00 64,342 2 842587107 SOUTHERN CO COM 265,748.00 11,973,300 2 844730101 SOUTHTRUST CORP COM 130,037.00 4,936,643 2 844741108 SOUTHWEST AIRLS CO COM 289,844.00 5,925,985 2 852061100 SPRINT CORP COM FO 334,795.00 4,779,989 2
Cusip Issuer Description Total Shares Market Value C$ Other Included Managers - --------- ------------------------------------ ------------ --------------- ----------------------- 852061506 SPRINT CORP PCS CO 373,877.00 1,147,197 2 854616109 STANLEY WKS COM 32,112.00 1,642,365 2 855030102 STAPLES INC COM 175,324.00 3,510,468 2 855244109 STARBUCKS CORP COM 145,628.00 4,705,520 2 85590A203 STARWOOD HOTELS&RESORTS WRLD PAIRED 74,786.00 2,610,828 2 857477103 STATE STR CORP COM 121,517.00 7,350,675 2 860831106 STILWELL FINL INC COM 83,405.00 1,575,986 2 863667101 STRYKER CORP COM 74,129.00 6,684,419 2 866810104 SUN MICROSYSTEMS INC COM 1,218,351.00 4,939,981 2 867363103 SUNGARD DATA SYS INC COM 105,968.00 3,226,617 2 86764P109 SUNOCO INC COM 28,620.00 1,351,307 2 867914103 SUNTRUST BKS INC COM 106,878.00 10,286,680 2 868536103 SUPERVALU INC COM 50,153.00 1,268,010 2 871508107 SYMBOL TECHNOLOGIES INC COM 86,046.00 1,033,187 2 87161C105 SYNOVUS FINL CORP COM 111,167.00 3,588,539 2 871829107 SYSCO CORP COM 248,760.00 11,056,025 2 872375100 TECO ENERGY INC COM 58,529.00 1,455,039 2 872540109 TJX COS INC NEW COM 202,410.00 5,386,839 2 872649108 TRW INC COM 48,233.00 4,421,038 2 872941109 TMP WORLDWIDE INC COM 41,879.00 590,054 2 873168108 TXU CORP COM 104,391.00 6,816,420 2 87612E106 TARGET CORP COM 340,215.00 15,722,546 2 879131100 TEKTRONIX INC COM 33,477.00 861,067 2 879664100 TELLABS INC COM 154,278.00 982,995 2 879868107 TEMPLE INLAND INC COM 20,110.00 1,216,158 2 88033G100 TENET HEALTHCARE CORP COM 183,300.00 14,204,329 2 880770102 TERADYNE INC COM 68,646.00 1,031,667 2 882508104 TEXAS INSTRS INC COM 650,626.00 15,044,057 2 883203101 TEXTRON INC COM 79,245.00 4,230,379 2 883556102 THERMO ELECTRON CORP COM 62,436.00 1,576,604 2 884315102 THOMAS & BETTS CORP COM 21,862.00 482,230 2 88579Y101 3M CO COM 146,256.00 25,179,146 2 886547108 TIFFANY & CO NEW COM 54,636.00 1,832,965 2 891027104 TORCHMARK CORP COM 44,692.00 2,397,012 2 892335100 TOYS R US INC COM 79,640.00 1,269,206 2 89420G109 TRAVELERS PPTY CAS CORP NEW CL A 185.00 3,823 2 89420G406 TRAVELERS PPTY CAS CORP NEW CL B 375,381.00 7,951,026 2 896047107 TRIBUNE CO NEW COM 113,294.00 7,415,495 2 899896104 TUPPERWARE CORP COM 21,863.00 568,845 2 902124106 TYCO INTL LTD NEW COM 748,191.00 16,515,231 2 902911106 UST INC COM 63,464.00 2,802,745 2 902973304 US BANCORP DEL COM NE 697,913.00 20,300,188 2 907818108 UNION PAC CORP COM 94,789.00 8,587,455 2 908068109 UNION PLANTERS CORP COM 74,975.00 3,223,073 2 909214108 UNISYS CORP COM 121,194.00 1,328,104 2 911312106 UNITED PARCEL SERVICE INC CL B 418,652.00 40,982,144 2 913017109 UNITED TECHNOLOGIES CORP COM 176,896.00 15,643,815 2 91324P102 UNITEDHEALTH GROUP INC COM 112,284.00 15,331,584 2 914906102 UNIVISION COMMUNICATIONS INC CL A 85,916.00 3,066,634 2 915289102 UNOCAL CORP COM 91,749.00 4,508,642 2 91529Y106 UNUMPROVIDENT CORP COM 90,521.00 2,883,811 2 918204108 V F CORP COM 41,022.00 2,310,633 2 923436109 VERITAS SOFTWARE CO COM 144,938.00 3,337,705 2 92343V104 VERIZON COMMUNICATIONS COM 1,029,158.00 44,209,870 2 925524308 VIACOM INC CL B 661,734.00 42,007,553 2 92839U107 VISTEON CORP COM 49,019.00 726,721 2 929160109 VULCAN MATLS CO COM 38,060.00 2,154,519 2
Cusip Issuer Description Total Shares Market Value C$ Other Included Managers - --------- ------------------------------------ ------------ --------------- ----------------------- 929903102 WACHOVIA CORP 2ND NEW COM 514,258.00 26,317,768 2 931142103 WAL MART STORES INC COM 1,668,015.00 128,579,303 2 931422109 WALGREEN CO COM 384,163.00 18,499,285 2 939322103 WASHINGTON MUT INC COM 362,775.00 17,872,577 2 94106L109 WASTE MGMT INC DEL COM 229,372.00 8,373,789 2 941848103 WATERS CORP COM 49,193.00 1,867,532 2 942683103 WATSON PHARMACEUTICALS INC COM 40,068.00 1,537,425 2 94973H108 WELLPOINT HEALTH NETWORK NEW COM 54,630.00 6,268,855 2 949746101 WELLS FARGO & CO NEW COM 609,231.00 45,932,654 2 950590109 WENDYS INTL INC COM 43,374.00 2,248,235 2 962166104 WEYERHAEUSER CO COM 82,105.00 5,625,993 2 963320106 WHIRLPOOL CORP COM 25,569.00 1,835,696 2 969457100 WILLIAMS COS INC DEL COM 193,692.00 685,288 2 974280109 WINN DIXIE STORES INC COM 52,722.00 1,082,876 2 981811102 WORTHINGTON INDS INC COM 32,099.00 939,693 2 982526105 WRIGLEY WM JR CO COM 84,528.00 6,548,942 2 983024100 WYETH COM 496,923.00 24,738,268 2 98389B100 XCEL ENERGY INC COM 149,264.00 2,175,494 2 983919101 XILINX INC COM 126,576.00 3,138,375 2 984121103 XEROX CORP COM 273,803.00 2,121,761 2 984332106 YAHOO INC COM 325,214.00 4,872,302 2 98956P102 ZIMMER HLDGS INC COM 73,049.00 4,384,494 2 989701107 ZIONS BANCORPORATION COM 34,391.00 2,343,616 2 G0070K103 ACE LTD ORD 98,401.00 4,561,325 2 G24182100 COOPER INDS LTD CL A 34,959.00 1,661,004 2 G90078109 TRANSOCEAN INC ORD 119,708.00 3,897,980 2 G98255105 XL CAP LTD CL A 50,918.00 5,858,841 2 013104104 ALBERTSONS INC COM 220,000.00 8,320,946 3 060505104 BANK OF AMERICA CORPORATION COM 117,000.00 11,685,831 3 064057102 BANK NEW YORK INC COM 138,000.00 6,208,961 3 126650100 CVS CORP COM 120,000.00 4,762,251 3 189054109 CLOROX CO DEL COM 60,000.00 3,774,107 3 209115104 CONSOLIDATED EDISON INC COM 400,000.00 25,185,765 3 247025109 DELL COMPUTER CORP COM 75,000.00 2,760,368 3 291011104 EMERSON ELEC CO COM 20,000.00 1,375,761 3 337932107 FIRSTENERGY CORP COM 77,000.00 3,568,088 3 372460105 GENUINE PARTS CO COM 331,701.00 15,521,217 3 375766102 GILLETTE CO COM 250,000.00 11,991,730 3 401698105 GUIDANT CORP COM 100,000.00 5,058,131 3 404119109 HCA INC COM 169,300.00 12,618,514 3 549463107 LUCENT TECHNOLOGIES INC COM 125,000.00 148,723 3 57685P304 MATRIXONE INC COM 35,979.00 207,783 3 620076109 MOTOROLA INC COM 100,000.00 1,593,679 3 67019E107 NSTAR COM 395,000.00 24,456,632 3 74144T108 PRICE T ROWE GROUP INC COM 1,400,000.00 54,704,830 3 759930100 RENAL CARE GROUP INC COM 325,000.00 16,734,021 3 81013T705 SCOTTISH PWR PLC SPON A 579,100.00 19,718,138 3 857477103 STATE STR CORP COM 130,000.00 7,863,819 3 86074Q102 STILLWATER MNG CO COM 140,000.00 1,315,020 3 872375100 TECO ENERGY INC COM 773,000.00 19,216,888 3 902973304 US BANCORP DEL COM NE 63,250.00 1,839,752 3 949746101 WELLS FARGO & CO NEW COM 248,000.00 18,697,831 3 000886101 A D C TELECOMMUNICATIONS COM 15,492.00 28,252 4 000912105 ACM INCOME FUND INC COM 1,600.00 21,009 4 001055102 AFLAC INC COM 1,800.00 87,603 4 001669100 AMC ENTMT INC COM 1,900.00 22,296 4 001765106 AMR CORP COM 200 1,326 4
Cusip Issuer Description Total Shares Market Value C$ Other Included Managers - --------- ------------------------------------ ------------ --------------- ----------------------- 00184A105 AOL TIME WARNER INC COM 32,442.00 601,924 4 001941103 ATI TECHNOLOGIES INC COM 35,500.00 277,610 4 001957109 AT&T CORP COM 35,312.00 672,533 4 002050102 ASA LTD COM 500.00 25,587 4 00207Q202 AT & T CDA INC DEPS R 620.00 31,570 4 00209A106 AT&T WIRELESS SVCS INC COM 12,349.00 80,682 4 00252W104 AAIPHARMA INC COM 700 13,311 4 002824100 ABBOTT LABS COM 91,416.00 5,856,687 4 002893105 ABER DIAMOND CORP COM 674,200.00 19,046,150 4 002896207 ABERCROMBIE & FITCH CO CL A 195.00 6,083 4 003009107 ABERDEEN ASIA PACIFIC INCOM COM 10,000.00 72,154 4 003924107 ABITIBI-CONSOLIDATED INC COM 105,078.00 1,120,131 4 004930202 ACTIVISION INC NEW COM NE 1,130.00 42,881 4 00508Y102 ACUITY BRANDS INC COM 200 3,888 4 007094105 ADMINISTAFF INC COM 6,750.00 41,211 4 00724F101 ADOBE SYS INC COM 2,800.00 62,186 4 00751Y106 ADVANCED AUTO PARTS INC COM 500.00 41,818 4 007865108 AEROPOSTALE COM 1,300.00 31,748 4 007903107 ADVANCED MICRO DEVICES INC COM 2,000.00 16,936 4 00790K109 ADVANCEPCS COM 1,100.00 39,301 4 007924103 AEGON N V ORD AM 2,148.00 32,121 4 007974108 ADVENT SOFTWARE INC COM 2,500.00 45,394 4 00817Y108 AETNA INC NEW COM 1,100.00 45,803 4 008190100 AFFILIATED COMPUTER SERVICES CL A 50 3,374 4 00845V100 AGERE SYS INC CL A 2,636.00 4,598 4 00845V209 AGERE SYS INC CL B 1,162.00 1,824 4 00846U101 AGILENT TECHNOLOGIES INC COM 1,096.00 22,699 4 008474108 AGNICO EAGLE MINES LTD COM 16,686.14 425,497 4 008911307 AIR CDA INC CL A N 118 336 4 008916108 AGRIUM INC COM 28,575.00 408,337 4 009158106 AIR PRODS & CHEMS INC COM 1,600.00 106,591 4 01167P101 ALASKA COMMUNICATIONS SYS GR COM 30,000.00 79,924 4 013068200 ALBERTO CULVER CO CL A 1,950.00 142,555 4 013104104 ALBERTSONS INC COM 13,160.00 504,198 4 013716105 ALCAN INC COM 184,907.97 7,257,638 4 013817101 ALCOA INC COM 2,765.00 80,956 4 013904305 ALCATEL SPONSO 40,731.00 150,498 4 014383103 ALDERWOODS GROUP INC COM 29,000.00 298,923 4 017361106 ALLEGHENY ENERGY INC COM 2,000.00 41,548 4 018522102 ALLETE INC COM 550.00 18,839 4 01853E204 ALLIANCE ATLANTIS COMMUNICAT CL B N 1,550.00 24,211 4 01855A101 ALLIANCE CAP MGMT HLDG L P UNIT L 1,900.00 83,551 4 018773309 ALLIANCE PHARMACEUTICAL CORP COM NE 40.00 16 4 018804104 ALLIANT TECHSYSTEMS INC COM 30 3,295 4 019228402 ALLIED IRISH BKS P L C SPON A 1,500.00 57,089 4 020002101 ALLSTATE CORP COM 9,454.00 532,971 4 020039103 ALLTEL CORP COM 2,123.00 135,104 4 02364W105 AMERICA MOVIL S A DE C V SPON A 23,000.00 323,070 4 025537101 AMERICAN ELEC PWR INC COM 5,860.00 264,937 4 02553E106 AMERICAN EAGLE OUTFITTERS NE COM 1,525.00 21,386 4 025816109 AMERICAN EXPRESS CO COM 184,043.00 9,100,051 4 025932104 AMERICAN FINL GROUP INC OHIO COM 200.00 7,301 4 026874107 AMERICAN INTL GROUP INC COM 33,050.00 2,866,865 4 027070101 AMERICAN ITALIAN PASTA CO CL A 300.00 16,979 4 02886P109 AMERICAN PHARMACEUTICALS PTN COM 800.00 20,717 4 029066107 AMERICAN PWR CONVERSION CORP COM 22,625.00 343,001 4 029712106 AMERICAN STD COS INC DEL COM 7,860.00 792,984 4
Cusip Issuer Description Total Shares Market Value C$ Other Included Managers - --------- ------------------------------------ ------------ --------------- ----------------------- 030411102 AMERICAN WTR WKS INC COM 18,550.00 1,313,745 4 03060R101 AMERICREDIT CORP COM 160.00 2,048 4 03073E105 AMERISOURCEBERGEN CORP COM 11,125.00 1,259,993 4 031162100 AMGEN INC COM 5,850.00 386,848 4 032037103 AMPCO-PITTSBURGH CORP COM 10,000.00 155,567 4 03235E100 AMVESCAP PLC SPONSO 6,775.00 104,000 4 032511107 ANADARKO PETE CORP COM 1,840.00 129,962 4 032654105 ANALOG DEVICES INC COM 660 20,619 4 034425108 ANDREW CORP COM 20,000.00 207,740 4 034918102 ANGIOTECH PHARMACEUTICALS IN COM 8,400.00 529,116 4 035229103 ANHEUSER BUSCH COS INC COM 52,750.00 4,232,738 4 03674B104 ANTHEM INC COM 2,000.00 206,154 4 037032109 ANTIGENICS INC DEL COM 1,500.00 19,220 4 037411105 APACHE CORP COM 2,621.00 247,097 4 03760A101 APOGENT TECHNOLOGIES INC COM 2,100.00 62,141 4 037833100 APPLE COMPUTER INC COM 400.00 9,198 4 038222105 APPLIED MATLS INC COM 11,465.00 209,993 4 039483102 ARCHER DANIELS MIDLAND CO COM 40,173.00 796,966 4 04033V104 ARIBA INC COM 12,500.00 26,760 4 040790107 ARKANSAS BEST CORP DEL COM 400 18,199 4 042735100 ARROW ELECTRS INC COM 400.00 8,011 4 04516X106 ASIA SATELLITE TELECOMMUNCNT SPONSO 6,100.00 116,081 4 045327103 ASPEN TECHNOLOGY INC COM 3,450.00 16,413 4 04648X107 ASYST TECHNOLOGY CORP COM 1,000.00 7,023 4 052528304 AUSTRALIA&NEW ZEALAND BKG GR SPONSO 1,200.00 91,532 4 053332102 AUTOZONE INC COM 75.00 9,379 4 053499109 AVAYA INC COM 48,805.00 110,675 4 053561106 AVENTIS SPONSO 2,300.00 191,668 4 05366B102 AVIALL INC NEW COM 400.00 6,464 4 053807103 AVNET INC COM 1,400.00 23,955 4 054303102 AVON PRODS INC COM 3,600.00 263,179 4 054536107 AXA SPONSO 13,000.00 206,154 4 054540109 AXCELIS TECHNOLOGIES INC COM 5,100.00 39,467 4 05534B109 BCE INC COM 1,970,849.80 55,380,879 4 055434203 BG PLC ADR FI 800.00 25,753 4 055472104 BISYS GROUP INC COM 85 2,252 4 055622104 BP PLC SPONSO 30,298.00 1,917,058 4 055630107 BP PRUDHOE BAY RTY TR UNIT B 2,000.00 45,956 4 05577E101 BT GROUP PLC ADR 700.00 28,684 4 055921100 BMC SOFTWARE INC COM 1,700.00 35,235 4 057224107 BAKER HUGHES INC COM 18,885.00 869,386 4 05858H104 BALLARD PWR SYS INC COM 1,710.00 25,052 4 060505104 BANK OF AMERICA CORPORATION COM 29,074.00 2,941,534 4 063671101 BANK MONTREAL QUE COM 1,761,926.21 64,997,458 4 064057102 BANK NEW YORK INC COM 26,982.00 1,229,729 4 064149107 BANK NOVA SCOTIA HALIFAX COM 1,640,510.20 73,494,857 4 06423A103 BANK ONE CORP COM 20,660.00 1,225,322 4 067383109 BARD C R INC COM 600 51,979 4 06738E204 BARCLAYS PLC ADR 2,000.00 75,389 4 067901108 BARRICK GOLD CORP COM 44,035.08 1,089,868 4 071813109 BAXTER INTL INC COM 25,570.00 1,238,769 4 072730302 BAYER A G SPONSO 2,600.00 72,566 4 075887109 BECTON DICKINSON & CO COM 700 31,526 4 075896100 BED BATH & BEYOND INC COM 400.00 20,660 4 077914307 BELL CDA INTL INC COM NE 809.00 1,424 4 079860102 BELLSOUTH CORP COM 43,800.00 1,275,250 4 08135F107 BEMA GOLD CORP COM 300.00 594 4
Cusip Issuer Description Total Shares Market Value C$ Other Included Managers - --------- ------------------------------------ ------------ --------------- ----------------------- 081906109 BENNETT ENVIRONMENTAL INC COM 5,000.00 39,250 4 084423102 BERKLEY W R CORP COM 300.00 16,175 4 084670108 BERKSHIRE HATHAWAY INC DEL CL A 126.00 10,827,209 4 084670207 BERKSHIRE HATHAWAY INC DEL CL B 622.00 2,431,396 4 086516101 BEST BUY INC COM 830.00 29,365 4 090572207 BIO RAD LABS INC CL A 200.00 11,944 4 090613100 BIOMET INC COM 2,594.00 109,544 4 09065H105 BIOPURE CORP CL A 400.00 2,220 4 09066H104 BIOSOURCE INTL INC COM 1,000.00 9,545 4 09067D201 BIOTECH HOLDERS TR DEPOST 300.00 27,174 4 09067J109 BIOVAIL CORP COM 88,680.00 3,485,124 4 09161R106 BIOMIRA INC COM 25,000.00 31,500 4 091797100 BLACK & DECKER CORP COM 1,925.00 127,998 4 092113109 BLACK HILLS CORP COM 5,200.00 215,967 4 093671105 BLOCK H & R INC COM 110.00 7,328 4 097023105 BOEING CO COM 39,859.00 2,157,303 4 099724106 BORG WARNER INC COM 600 47,231 4 101121101 BOSTON PROPERTIES INC COM 3,725.00 219,744 4 102183100 BOWATER INC COM 717.00 40,137 4 10549P606 BRASCAN CORP CL A L 195,583.97 6,201,968 4 109195107 BRIGHT HORIZON FAMILY SOLUTI COM 500.00 16,238 4 110122108 BRISTOL MYERS SQUIBB CO COM 175,611.00 6,627,917 4 110419306 BRITISH AWYS PLC ADR 2N 250.00 6,022 4 110448107 BRITISH AMERN TOB PLC SPONSO 2,200.00 72,008 4 110793304 BRITISH ENERGY PLC SPONSO 1,500.00 1,998 4 111320107 BROADCOM CORP CL A 5,500.00 93,150 4 111621108 BROCADE COMMUNICATIONS SYS I COM 50.00 597 4 112900105 BROOKFIELD PPTYS CORP COM 16,290.00 497,660 4 115637100 BROWN FORMAN CORP CL A 8,900.00 961,843 4 115736100 BROWN SHOE INC NEW COM 200.00 5,677 4 11679P101 BRUKER AXS INC COM 2,900.00 9,658 4 12189T104 BURLINGTON NORTHN SANTA FE C COM 3,700.00 140,350 4 122014103 BURLINGTON RES INC COM 1,343.00 82,326 4 123655102 BUTLER MFG CO DEL COM 3,000.00 102,760 4 124765108 CAE INC COM 222,361.00 1,013,966 4 125129106 CDW COMPUTER CTRS INC COM 1,000.00 67,174 4 12541C203 CHC HELICOPTER CORP CL A S 6,500.00 208,390 4 125509109 CIGNA CORP COM 500 56,098 4 125581108 CIT GROUP INC COM 34,675.00 988,677 4 125750109 CMGI INC COM 1,200.00 666 4 125896100 CMS ENERGY CORP COM 12,875.00 164,562 4 12612W104 CNF INC COM 700.00 34,845 4 126132109 CNOOC LTD SPONSO 3,400.00 151,939 4 12616K106 CP HOLDRS DEP RC 1,600.00 103,440 4 126349109 CSG SYS INTL INC COM 11,840.00 204,657 4 126408103 CSX CORP COM 880.00 36,813 4 126501105 CTS CORP COM 600 4,377 4 126650100 CVS CORP COM 56,675.00 2,278,337 4 126667104 CV THERAPEUTICS INC COM 200 6,632 4 126830207 CABLE & WIRELESS PUB LTD CO SPONSO 36,200.00 309,992 4 127150308 CACHE INC COM NE 125.00 2,636 4 127190304 CACI INTL INC CL A 400.00 22,487 4 127209302 CADBURY SCHWEPPES PLC ADR 2,000.00 84,587 4 127387108 CADENCE DESIGN SYSTEM INC COM 18,250.00 294,328 4 13321L108 CAMECO CORP COM 16,313.00 446,976 4 134429109 CAMPBELL SOUP CO COM 6,900.00 241,600 4 135113108 CANADA LIFE FINL CORP COM 38,471.00 1,229,148 4
Cusip Issuer Description Total Shares Market Value C$ Other Included Managers - --------- ------------------------------------ ------------ --------------- ----------------------- 13566G509 CANADIAN 88 ENERGY CORP COM NE 52,800.00 129,360 4 136069101 CDN IMPERIAL BK OF COMMERCE COM 1,315,072.92 53,221,001 4 136375102 CANADIAN NATL RY CO COM 113,529.00 6,732,270 4 136385101 CANADIAN NAT RES LTD COM 84,467.00 4,252,913 4 13645T100 CANADIAN PAC RY LTD COM 336,933.79 9,632,937 4 138006309 CANON INC ADR 1,500.00 75,809 4 14067D102 CAPSTONE TURBINE CORP COM 1,000.00 686 4 14067E308 CAPSTEAD MTG CORP PFD B 8,500.00 164,043 4 14149Y108 CARDINAL HEALTH INC COM 7,639.00 753,486 4 141665109 CAREER EDUCATION CORP COM 200 15,226 4 141705103 CAREMARK RX INC COM 3,711.00 100,043 4 143658102 CARNIVAL CORP COM 2,765.00 110,057 4 149123101 CATERPILLAR INC DEL COM 27,595.00 1,628,753 4 150921104 CELL GENESYS INC COM 200.00 3,822 4 15101Q108 CELESTICA INC SUB VT 10,359.00 213,499 4 151158102 CELLTECH GROUP PLC SPONSO 2,200.00 32,934 4 151290889 CEMEX S A SPON A 18,307.00 605,301 4 151313103 CENDANT CORP COM 63,125.00 1,077,115 4 152312104 CENTEX CORP COM 480.00 33,759 4 153501101 CENTRAL FD CDA LTD CL A 368,375.00 2,530,736 4 155771108 CENTRAL VT PUB SVC CORP COM 1,500.00 41,936 4 156700106 CENTURYTEL INC COM 450.00 16,006 4 156880106 CERTEGY INC COM 2,500.00 79,686 4 160903100 CHARTER ONE FINL INC COM 19,312.00 910,174 4 166764100 CHEVRONTEXACO CORP COM 28,152.00 3,091,558 4 168834109 CHILE FD INC COM 15,700.00 159,092 4 169373107 CHINA FD INC COM 400 7,466 4 169657103 CHIPPAC INC CL A 1,900.00 6,445 4 169905106 CHOICE HOTELS INTL INC COM 700 25,653 4 170040109 CHIRON CORP COM 400 22,163 4 171232101 CHUBB CORP COM 9,700.00 843,409 4 171484108 CHURCHILL DOWNS INC COM 2,000.00 115,763 4 172737108 CIRCUIT CITY STORE INC CIRCT 330.00 7,928 4 17273K109 CIRCOR INTL INC COM 700 14,875 4 172755100 CIRRUS LOGIC INC COM 1,900.00 7,683 4 17275R102 CISCO SYS INC COM 175,520.00 2,916,999 4 172908105 CINTAS CORP COM 825.00 54,843 4 172967101 CITIGROUP INC COM 302,242.00 14,211,108 4 184502102 CLEAR CHANNEL COMMUNICATIONS COM 300.00 16,532 4 185896107 CLEVELAND CLIFFS INC COM 300.00 11,442 4 189054109 CLOROX CO DEL COM 2,000.00 127,435 4 191216100 COCA COLA CO COM 114,857.00 8,735,445 4 191219104 COCA COLA ENTERPRISES INC COM 300.00 10,105 4 192108108 COEUR D ALENE MINES CORP IDA COM 7.00 18 4 192446102 COGNIZANT TECHNOLOGY SOLUTIO CL A 200.00 18,227 4 19244C109 COGNOS INC COM 79,185.00 2,134,828 4 194162103 COLGATE PALMOLIVE CO COM 33,335.00 2,851,940 4 200340107 COMERICA INC COM 6,540.00 500,096 4 200693109 COMMERCE ONE INC DEL COM 100 471 4 204925101 COMPUTER NETWORK TECHNOLOGY COM 2,100.00 12,258 4 205862402 COMVERSE TECHNOLOGY INC COM PA 1,200.00 13,302 4 205887102 CONAGRA FOODS INC COM 19,400.00 764,498 4 206197105 CONCORD EFS INC COM 100.00 2,518 4 207142100 CONEXANT SYSTEMS INC COM 2,000.00 2,581 4 20825C104 CONOCOPHILLIPS COM 12,752.00 935,071 4 209115104 CONSOLIDATED EDISON INC COM 2,066.00 131,771 4 21036P108 CONSTELLATION BRANDS INC CL A 600 21,979 4
Cusip Issuer Description Total Shares Market Value C$ Other Included Managers - --------- ------------------------------------ ------------ --------------- ----------------------- 210371100 CONSTELLATION ENERGY GROUP I COM 1,300.00 51,106 4 212485106 CONVERGYS CORP COM 78,905.00 1,880,667 4 217016104 COORS ADOLPH CO CL B 1,000.00 89,281 4 218868107 CORINTHIAN COLLEGES INC COM 400.00 23,939 4 219023108 CORN PRODS INTL INC COM 35.00 1,596 4 219350105 CORNING INC COM 63,040.00 159,950 4 21988R102 CORPORATE EXECUTIVE BRD CO COM 400.00 18,110 4 220874101 CORUS ENTERTAINMENT INC COM CL 2,686.00 51,007 4 22087M101 CORUS GROUP PLC SPONSO 500 4,321 4 221485105 COST PLUS INC CALIF COM 400 12,488 4 22160K105 COSTCO WHSL CORP NEW COM 27,295.00 1,401,116 4 22226R102 COUNSEL CORP COM 6,000.00 16,860 4 224044107 COX COMMUNICATIONS INC NEW CL A 19,195.00 748,506 4 22409V102 CP SHIPS LTD COM 101,725.00 1,825,964 4 224399105 CRANE CO COM 300.00 9,401 4 225447101 CREE INC COM 5,000.00 99,113 4 225606102 CREO INC COM 5,400.00 43,092 4 22754R201 CROSS MEDIA MARKETING CORP COM NE 5,000.00 5,947 4 228255105 CROWN CORK & SEAL INC COM 1,500.00 12,488 4 22942F101 CRYSTALLEX INTL CORP COM 39,900.00 148,428 4 22943D105 CTI MOLECULAR IMAGING INC COM 500 20,060 4 23126R101 CURAGEN CORP COM 800 5,354 4 232806109 CYPRESS SEMICONDUCTOR CORP COM 200.00 2,081 4 23331A109 D R HORTON INC COM 470.00 13,878 4 233326107 DST SYS INC DEL COM 1,400.00 65,427 4 233331107 DTE ENERGY CO COM 1,147.00 74,030 4 235811106 DANA CORP COM 700 14,520 4 235851102 DANAHER CORP DEL COM 3,700.00 333,565 4 23918K108 DAVITA INC COM 11,000.00 411,674 4 242370104 DEAN FOODS CO NEW COM 1,600.00 100,933 4 244199105 DEERE & CO COM 1,535.00 110,635 4 247025109 DELL COMPUTER CORP COM 120,220.00 4,482,061 4 247126105 DELPHI CORP COM 419 5,681 4 247916208 DENBURY RES INC COM NE 86,450.00 1,394,230 4 249906108 DESCARTES SYS GROUP INC COM 10,230.00 37,851 4 251566105 DEUTSCHE TELEKOM AG SPONSO 41,200.00 540,320 4 25179M103 DEVON ENERGY CORP NEW COM 295 22,572 4 251893103 DEVRY INC DEL COM 125.00 3,691 4 25243Q205 DIAGEO P L C SPON A 3,440.00 241,052 4 25271C102 DIAMOND OFFSHORE DRILLING IN COM 500 15,818 4 252787106 DIAMONDS TR UNIT S 550.00 66,286 4 253651103 DIEBOLD INC COM 21,975.00 1,147,195 4 253922108 DIME CMNTY BANCSHARES COM 400.00 13,587 4 254687106 DISNEY WALT CO COM DI 55,017.00 1,320,904 4 256159104 DOCUMENTUM INC COM 300.00 5,495 4 256669102 DOLLAR GEN CORP COM 25,000.00 532,036 4 256747106 DOLLAR TREE STORES INC COM 9,000.00 230,652 4 25746U109 DOMINION RES INC VA NEW COM 2,652.00 213,347 4 257561100 DOMTAR INC COM 65,860.00 909,527 4 25811P100 DORAL FINL CORP COM 70.00 2,680 4 25822C205 DOREL INDS INC CL B S 19,315.00 700,169 4 260543103 DOW CHEM CO COM 10,475.00 453,653 4 26150J101 DRAXIS HEALTH INC COM 2,000.00 6,000 4 263534109 DU PONT E I DE NEMOURS & CO COM 53,767.00 3,075,462 4 264399106 DUKE ENERGY CORP COM 24,649.00 764,178 4 26483E100 DUN & BRADSTREET CORP DEL NE COM 100.00 3,908 4 265903104 DURA AUTOMOTIVE SYSTEMS CORP CL A 400.00 7,770 4
Cusip Issuer Description Total Shares Market Value C$ Other Included Managers - --------- ------------------------------------ ------------ --------------- ----------------------- 266898105 DUSA PHARMACEUTICALS INC COM 7.00 17 4 26784F103 DYNAMEX INC COM 232.00 879 4 268648102 E M C CORP MASS COM 15,640.00 113,345 4 268780103 E ON AG SPONSO 500.00 37,560 4 277432100 EASTMAN CHEM CO COM 1,200.00 72,636 4 277461109 EASTMAN KODAK CO COM 1,844.00 79,656 4 278058102 EATON CORP COM 700 70,755 4 278751102 ECHO BAY MINES LTD COM 1,857.00 3,305 4 281020107 EDISON INTL COM 19,020.00 301,619 4 28139T101 EDUCATION MGMT CORP COM 50.00 3,510 4 28176E108 EDWARDS LIFESCIENCES CORP COM 880.00 35,711 4 28336L109 EL PASO CORP COM 18,680.00 244,980 4 28368B102 EL PASO ENERGY PARTNERS L P COM 5,400.00 253,303 4 284131208 ELAN PLC ADR 11,300.00 34,585 4 284868106 ELECTRIC CITY CORP COM 81 141 4 285512109 ELECTRONIC ARTS INC COM 300.00 31,380 4 285661104 ELECTRONIC DATA SYS NEW COM 2,450.00 54,315 4 286082102 ELECTRONICS FOR IMAGING INC COM 3,300.00 78,078 4 28660G106 ELIZABETH ARDEN INC COM 3,200.00 60,844 4 291011104 EMERSON ELEC CO COM 68,274.00 4,757,336 4 292475209 EMULEX CORP COM NE 760 13,571 4 292505104 ENCANA CORP COM 1,013,231.47 48,635,111 4 29250N105 ENBRIDGE INC COM 928,525.90 42,962,893 4 29258N107 ENDESA S A SPONSO 1,000.00 14,478 4 29274D604 ENERPLUS RES FD UNIT T 73,947.00 2,107,490 4 29355X107 ENPRO INDS INC COM 310.00 1,686 4 29364G103 ENTERGY CORP NEW COM 800.00 52,775 4 29382R107 ENTRAVISION COMMUNICATIONS C CL A 400 8,405 4 293848107 ENTRUST INC COM 5,500.00 27,387 4 294429105 EQUIFAX INC COM 5,000.00 172,376 4 294821400 ERICSSON L M TEL CO ADR CL 113,805.00 67,714 4 29879R206 EUROTRUST A/S SPONS 4,999.00 40,430 4 30063P105 EXACT SCIENCES CORP COM 300.00 6,361 4 30161N101 EXELON CORP COM 13,805.00 1,039,869 4 302182100 EXPRESS SCRIPTS INC COM 1,925.00 166,431 4 30218U108 EXPRESSJET HOLDINGS INC CL A 900 13,130 4 30224P101 EXTENDED STAY AMER INC COM 900.00 18,126 4 30224T871 EXTENDICARE INC CDA SUB VT 36,600.00 152,622 4 30226D106 EXTREME NETWORKS INC COM 35,000.00 233,668 4 30231G102 EXXON MOBIL CORP COM 432,962.21 21,902,268 4 302571104 FPL GROUP INC COM 2,600.00 221,822 4 305204109 FAIRMONT HOTELS RESORTS INC COM 67,213.00 2,504,356 4 313400301 FEDERAL HOME LN MTG CORP COM 79,550.00 7,051,807 4 313586109 FEDERAL NATL MTG ASSN COM 72,575.00 6,852,425 4 31410H101 FEDERATED DEPT STORES INC DE COM 18,200.00 849,684 4 31428X106 FEDEX CORP COM 1,890.00 150,068 4 31430F101 FELCOR LODGING TR INC COM 8,400.00 170,905 4 316773100 FIFTH THIRD BANCORP COM 450.00 43,694 4 317884203 FINLAY ENTERPRISES INC COM NE 400.00 9,569 4 319963104 FIRST DATA CORP COM 19,425.00 860,976 4 320209109 FIRST FINL BANCORP OH COM 600 16,946 4 337162101 FIRST TENN NATL CORP COM 4,000.00 180,000 4 33761N109 FIRSTSERVICE CORP SUB VT 4,182.00 129,182 4 337932107 FIRSTENERGY CORP COM 1,715.00 81,290 4 338032204 FISHER SCIENTIFIC INTL INC COM NE 200.00 9,626 4 339030108 FLEETBOSTON FINL CORP COM 24,973.00 805,112 4 343412102 FLUOR CORP NEW COM 2,100.00 81,390 4
Cusip Issuer Description Total Shares Market Value C$ Other Included Managers - --------- ------------------------------------ ------------ --------------- ----------------------- 345370860 FORD MTR CO DEL COM PA 61,149.00 907,696 4 345426100 FORDING INC COM 53,252.00 1,244,499 4 35100E104 FOUR SEASONS HOTEL INC LTD VT 6,175.00 315,851 4 354613101 FRANKLIN RES INC COM 840 41,427 4 356108100 FREDS INC CL A 350.00 16,572 4 35671D857 FREEPORT-MCMORAN COPPER & GO CL B 4,340.00 92,637 4 358029106 FRESENIUS MED CARE AG SPONSO 6,721.00 80,149 4 360921100 FURNITURE BRANDS INTL INC COM 300.00 10,918 4 364730101 GANNETT INC COM 4,400.00 503,637 4 364760108 GAP INC DEL COM 3,495.00 60,135 4 367626108 GATEWAY INC COM 100 471 4 369550108 GENERAL DYNAMICS CORP COM 200.00 25,795 4 369604103 GENERAL ELEC CO COM 1,217,441.00 47,589,732 4 370334104 GENERAL MLS INC COM 250.00 17,610 4 370442105 GENERAL MTRS CORP COM 3,241.00 199,930 4 370442832 GENERAL MTRS CORP CL H N 7,785.00 112,961 4 372460105 GENUINE PARTS CO COM 5,325.00 258,736 4 372917104 GENZYME CORP COM GE 100 3,268 4 373298108 GEORGIA PAC CORP COM 1,450.00 30,099 4 374163103 GERON CORP COM 1,800.00 11,132 4 374276103 GETTY IMAGES INC COM 900.00 28,630 4 375766102 GILLETTE CO COM 136,453.00 6,405,060 4 375916103 GILDAN ACTIVEWEAR INC SUB VT 23,200.00 782,304 4 376775102 GLAMIS GOLD LTD COM 3,900.00 57,447 4 377316104 GLATFELTER COM 200.00 3,663 4 37733W105 GLAXOSMITHKLINE PLC SPONSO 21,958.00 1,307,050 4 37957V106 GLOBESPANVIRATA INC COM 1,500.00 5,614 4 38059T106 GOLD FIELDS LTD NEW SPONSO 500 10,149 4 380956409 GOLDCORP INC NEW COM 37,580.00 661,408 4 381197102 GOLDEN ST BANCORP INC COM 500.00 25,627 4 381317106 GOLDEN WEST FINL CORP DEL COM 700.00 69,024 4 38141G104 GOLDMAN SACHS GROUP INC COM 25,700.00 2,691,057 4 382388106 GOODRICH CORP COM 2,400.00 71,932 4 382550101 GOODYEAR TIRE & RUBR CO COM 23,100.00 325,658 4 387328107 GRANITE CONSTR INC COM 200 5,227 4 390568103 GREAT LAKES CHEM CORP COM 8,200.00 312,346 4 39945C109 GROUPE CGI INC CL A S 23,276.00 140,820 4 401698105 GUIDANT CORP COM 150.00 7,686 4 404119109 HCA INC COM 8,450.00 637,974 4 404280406 HSBC HLDGS PLC SPON A 2,800.00 228,584 4 406216101 HALLIBURTON CO COM 4,600.00 94,174 4 410783104 HANOVER DIRECT INC COM 20,000.00 6,280 4 412822108 HARLEY DAVIDSON INC COM 5,015.00 369,407 4 413086109 HARMAN INTL INDS INC COM 200.00 16,413 4 416515104 HARTFORD FINL SVCS GROUP INC COM 9,554.00 621,180 4 418056107 HASBRO INC COM 600.00 10,590 4 421924101 HEALTHSOUTH CORP COM 2,700.00 17,769 4 42217K106 HEALTH CARE REIT INC COM 4,500.00 193,847 4 42222G108 HEALTH NET INC COM 1,200.00 40,818 4 423074103 HEINZ H J CO COM 98,173.00 5,195,133 4 42369K102 HEMOSOL INC COM 12,100.00 10,406 4 428236103 HEWLETT PACKARD CO COM 94,326.00 1,745,624 4 432848109 HILTON HOTELS CORP COM 2,400.00 43,311 4 433578507 HITACHI LIMITED ADR 10 3,900.00 306,510 4 436141105 HOLLYWOOD ENTMT CORP COM 2,400.00 55,262 4 437076102 HOME DEPOT INC COM 35,880.00 1,485,051 4 438128308 HONDA MOTOR LTD AMERN 3,800.00 119,737 4
Cusip Issuer Description Total Shares Market Value C$ Other Included Managers - --------- ------------------------------------ ------------ --------------- ----------------------- 438516106 HONEYWELL INTL INC COM 23,555.00 809,077 4 440327104 HORACE MANN EDUCATORS CORP N COM 600 13,987 4 44107P104 HOST MARRIOTT CORP NEW COM 20,000.00 294,324 4 441815107 HOUSEHOLD INTL INC COM 17,160.00 770,381 4 44332P101 HUB INTERNATIONAL LTD COM 800.00 20,000 4 443510201 HUBBELL INC CL B 200 9,220 4 444165104 HUDSON UNITED BANCORP COM 400 16,873 4 44544R101 HUMMINGBIRD INC COM 5,250.00 120,750 4 44779E106 HURRICANE HYDROCARBONS LTD CL A 1,800.00 28,260 4 449295104 ICOS CORP COM 100.00 3,325 4 449934108 IMS HEALTH INC COM 1,085.00 25,757 4 45069F109 ITXC CORP COM 5,000.00 19,664 4 451107106 IDACORP INC COM 50.00 1,929 4 45167R104 IDEX CORP COM 300 13,582 4 452308109 ILLINOIS TOOL WKS INC COM 300.00 27,750 4 45245A107 IMATION CORP COM 100.00 4,493 4 453038408 IMPERIAL OIL LTD COM NE 583,818.96 26,797,290 4 453258139 INCO LTD *W EXP 45 205 4 453258402 INCO LTD COM 105,319.00 2,709,858 4 453258808 INCO LTD PFD CV 1,300.00 102,252 4 453258AH8 INCO LTD DBCV 198,000.00 315,558 4 454089103 INDIA FD INC COM 15,700.00 229,551 4 456837103 ING GROUP N V SPONSO 4,600.00 102,417 4 457153104 INGRAM MICRO INC CL A 3,100.00 65,383 4 45765U103 INSIGHT ENTERPRISES INC COM 800.00 9,442 4 458140100 INTEL CORP COM 222,020.00 6,193,248 4 45845L107 INTERCEPT INC COM 700.00 10,978 4 458665106 INTERFACE INC CL A 800.00 5,024 4 459200101 INTERNATIONAL BUSINESS MACHS COM 142,487.00 13,175,488 4 459506101 INTERNATIONAL FLAVORS&FRAGRA COM 8,700.00 439,417 4 460146103 INTL PAPER CO COM 4,440.00 235,097 4 460254105 INTERNATIONAL RECTIFIER CORP COM 400.00 9,908 4 46060X107 INTERNET SEC SYS INC COM 600.00 11,722 4 460690100 INTERPUBLIC GROUP COS INC COM 3,075.00 77,290 4 460915200 INTRAWEST CORPORATION COM NE 4,275.00 95,461 4 460919103 INTERTAPE POLYMER GROUP INC COM 550 6,606 4 461120107 INTERTAN INC COM 600.00 8,400 4 46115N104 INTIER AUTOMOTIVE INC CL A 2,200.00 60,500 4 461238107 INVERESK RESH GROUP INC COM 1,500.00 44,957 4 46185R100 INVITROGEN CORP COM 300.00 16,208 4 462030305 IOMEGA CORP COM NE 60.00 1,017 4 462622101 IPSCO INC COM 14,230.00 241,910 4 463664508 IRVINE SENSORS CORP COM NE 125 248 4 464286608 ISHARES INC MSCI E 2,000.00 122,297 4 464286699 ISHARES INC MSCI U 3,000.00 55,614 4 464286707 ISHARES INC MSCI F 250.00 5,217 4 464286806 ISHARES INC MSCI G 275.00 3,995 4 464286848 ISHARES INC MSCI J 17,050.00 198,188 4 464287861 ISHARES TR S&P EU 400 30,000 4 465823102 IVAX CORP COM 5,150.00 100,207 4 46612J101 JDS UNIPHASE CORP COM 12,000.00 37,070 4 46625H100 J P MORGAN CHASE & CO COM 105,645.00 3,181,430 4 466367109 JACK IN THE BOX INC COM 400.00 14,463 4 47109U104 JAPAN SMALLER CAPTLZTN FD IN COM 1,500.00 13,083 4 475070108 JEFFERSON PILOT CORP COM 200 12,718 4 478160104 JOHNSON & JOHNSON COM 543,393.00 46,601,418 4 480074103 JONES APPAREL GROUP INC COM 12,705.00 618,531 4
Cusip Issuer Description Total Shares Market Value C$ Other Included Managers - --------- ------------------------------------ ------------ --------------- ----------------------- 48203R104 JUNIPER NETWORKS INC COM 25.00 190 4 48268K101 KT CORP SPONSO 27,600.00 970,776 4 485170302 KANSAS CITY SOUTHERN COM NE 800.00 15,731 4 486587108 KAYDON CORP COM 300 9,534 4 487836108 KELLOGG CO COM 2,600.00 137,092 4 488152208 KELLY SVCS INC CL A 3,500.00 120,275 4 488360108 KEMET CORP COM 10,900.00 108,367 4 494368103 KIMBERLY CLARK CORP COM 60,498.00 5,433,913 4 496902107 KINROSS GOLD CORP COM 116,075.00 405,102 4 496904103 KINGSWAY FINL SVCS INC COM 60,000.00 783,000 4 499064103 KNIGHT TRANSN INC COM 1,100.00 27,038 4 500255104 KOHLS CORP COM 150 14,465 4 500467303 KONINKLIJKE AHOLD N V SPON A 2,998.00 57,811 4 500472303 KONINKLIJKE PHILIPS ELECTRS NY REG 5,228.00 120,462 4 50049M109 KOOKMIN BK NEW SPONSO 3,700.00 207,884 4 500634100 KOREA FD COM 13,800.00 295,216 4 50075N104 KRAFT FOODS INC CL A 2,050.00 118,527 4 501044101 KROGER CO COM 40,725.00 910,602 4 50540R409 LABORATORY CORP AMER HLDGS COM NE 14,531.00 778,401 4 505597104 LACLEDE GROUP INC COM 3,500.00 129,322 4 505862102 LAFARGE NORTH AMERICA INC COM 11,512.00 526,674 4 51508L103 LANDRYS RESTAURANTS INC COM 300.00 10,747 4 51827Q106 LATIN AMER EQUITY FD INC NEW COM 642.00 6,562 4 521865105 LEAR CORP COM 500.00 33,024 4 52186N106 LEAPFROG ENTERPRISES INC CL A 1,100.00 32,969 4 524660107 LEGGETT & PLATT INC COM 1,700.00 53,351 4 524908100 LEHMAN BROS HLDGS INC COM 3,460.00 269,131 4 52543H107 LEITCH TECHNOLOGY CORP COM 4,950.00 31,680 4 526057104 LENNAR CORP COM 130.00 11,499 4 529771107 LEXMARK INTL NEW CL A 10,350.00 771,412 4 530718105 LIBERTY MEDIA CORP NEW COM SE 25,525.00 290,629 4 53219L109 LIFEPOINT HOSPITALS INC COM 603.00 29,823 4 532457108 LILLY ELI & CO COM 33,647.00 2,952,799 4 532716107 LIMITED BRANDS INC COM 1,300.00 29,562 4 532791100 LINCARE HLDGS INC COM 150.00 7,383 4 534187109 LINCOLN NATL CORP IND COM 28,490.00 1,380,232 4 535678106 LINEAR TECHNOLOGY CORP COM 45,050.00 1,480,243 4 535679104 LINENS N THINGS INC COM 900.00 26,218 4 539320101 LIZ CLAIBORNE INC COM 1,100.00 43,522 4 539830109 LOCKHEED MARTIN CORP COM 2,102.00 215,568 4 540424108 LOEWS CORP COM 17,980.00 1,222,909 4 548661107 LOWES COS INC COM 14,485.00 950,971 4 549271104 LUBRIZOL CORP COM 500.00 22,415 4 549463107 LUCENT TECHNOLOGIES INC COM 156,888.00 189,083 4 55068R202 LUXOTTICA GROUP S P A SPONSO 25,400.00 518,798 4 55262L100 MBNA CORP COM 6,018.00 175,407 4 55269P302 MDS INC COM 84,714.99 1,825,608 4 55277P104 MGE ENERGY INC COM 216.00 8,789 4 55309W101 MMO2 PLC ADR 400 3,926 4 553769100 MTR GAMING GROUP INC COM 150 2,191 4 559211107 MAGNA ENTMT CORP CL A 440.00 3,656 4 559222401 MAGNA INTL INC CL A 64,633.00 5,837,653 4 564055101 MANOR CARE INC NEW COM 90.00 2,323 4 56418H100 MANPOWER INC COM 255 11,864 4 565011103 MANUGISTICS GROUP INC COM 3,500.00 15,485 4 56501R106 MANULIFE FINL CORP COM 479,740.00 16,061,695 4 565849106 MARATHON OIL CORP COM 12,000.00 431,591 4
Cusip Issuer Description Total Shares Market Value C$ Other Included Managers - --------- ------------------------------------ ------------ --------------- ----------------------- 571748102 MARSH & MCLENNAN COS INC COM 54,100.00 3,572,370 4 571834100 MARSHALL & ILSLEY CORP COM 2,000.00 88,456 4 573284106 MARTIN MARIETTA MATLS INC COM 1,119.00 57,796 4 574599106 MASCO CORP COM 30,425.00 943,248 4 575384102 MASONITE INTL CORP COM 147.00 3,510 4 576206106 MASSEY ENERGY CORP COM 100.00 750 4 57685P304 MATRIXONE INC COM 1,000.00 5,047 4 576879209 MATSUSHITA ELEC INDL ADR 4,600.00 75,646 4 577081102 MATTEL INC COM 1,800.00 51,408 4 577778103 MAY DEPT STORES CO COM 2,600.00 93,883 4 577933104 MAXIMUS INC COM 7,000.00 248,653 4 580031102 MCDATA CORP CL B 1,100.00 9,577 4 580031201 MCDATA CORP CL A 65.00 560 4 580135101 MCDONALDS CORP COM 43,784.00 1,226,181 4 580645109 MCGRAW HILL COS INC COM 4,040.00 392,214 4 58155Q103 MCKESSON CORP COM 4,100.00 184,195 4 583334107 MEADWESTVACO CORP COM 1,758.00 53,554 4 58463F104 MEDICAL STAFFING NETWK HLDGS COM 800 19,245 4 584699102 MEDIMMUNE INC COM 580 19,241 4 585055106 MEDTRONIC INC COM 83,840.00 5,600,000 4 58551A108 MELLON FINL CORP COM 8,655.00 355,892 4 587405101 MERCANTILE BANKSHARES CORP COM 100 6,053 4 589331107 MERCK & CO INC COM 215,584.00 15,627,020 4 589433101 MEREDITH CORP COM 225.00 15,360 4 590188108 MERRILL LYNCH & CO INC COM 1,000.00 52,252 4 59151K108 METHANEX CORP COM 4,592.00 62,497 4 59156R108 METLIFE INC COM 1,800.00 64,967 4 591598107 METRIS COS INC COM 700.00 2,564 4 594918104 MICROSOFT CORP COM 147,015.00 10,197,386 4 59523C107 MID ATLANTIC MED SVCS INC COM 300.00 17,222 4 595635103 MIDCAP SPDR TR UNIT S 300.00 35,324 4 60032R106 MILLEA HOLDINGS INC ADR 9,900.00 613,847 4 60466E100 MIRAMAR MINING CORP COM 500.00 765 4 604675108 MIRANT CORP COM 117.00 301 4 60851C107 MOLECULAR DEVICES CORP COM 700.00 13,887 4 608554200 MOLEX INC CL A 100.00 3,330 4 61166W101 MONSANTO CO NEW COM 1,186.00 27,102 4 615369105 MOODYS CORP COM 200 11,279 4 615785102 MOORE LTD COM 26,845.00 413,145 4 617446448 MORGAN STANLEY COM NE 2,600.00 139,607 4 619903107 MOTHERS WK INC COM 10,000.00 599,908 4 620076109 MOTOROLA INC COM 107,695.00 1,757,354 4 624581104 MOVIE GALLERY INC COM 600.00 13,606 4 628530107 MYLAN LABS INC COM 2,300.00 117,262 4 628782104 NBTY INC COM 1,800.00 38,649 4 62885E406 NCE PETROFUND 1 TR UT 37,497.00 442,465 4 62886E108 NCR CORP NEW COM 24.00 787 4 62936P103 NPS PHARMACEUTICALS INC COM 97.00 3,007 4 631100104 NASDAQ 100 TR UNIT S 4,325.00 146,156 4 631226107 NASHUA CORP COM 12 152 4 635405103 NATIONAL CITY CORP COM 2,700.00 121,728 4 637229105 NATIONAL PROCESSING INC COM 600.00 17,222 4 637640103 NATIONAL SEMICONDUCTOR CORP COM 12,050.00 230,835 4 638612101 NATIONWIDE FINL SVCS INC CL A 15,050.00 631,263 4 639089101 NAUTICA ENTERPRISES INC COM 300 5,195 4 63910B102 NAUTILUS GROUP INC COM 86,800.00 3,069,538 4 63934E108 NAVISTAR INTL CORP NEW COM 600 21,142 4
Cusip Issuer Description Total Shares Market Value C$ Other Included Managers - --------- ------------------------------------ ------------ --------------- ----------------------- 63935R108 NAVIGANT INTL INC COM 800.00 12,433 4 640938106 NETWORKS ASSOCS INC COM 900.00 16,213 4 64108N106 NET2PHONE COM 200 729 4 64115P102 NETIQ CORP COM 300.00 5,700 4 64353J107 NEW CENTY EQUITY HLDGS CORP COM 400 149 4 650111107 NEW YORK TIMES CO CL A 500.00 36,513 4 651290108 NEWFIELD EXPL CO COM 1,200.00 63,768 4 651639106 NEWMONT MINING CORP COM 62,769.00 2,722,394 4 65334H102 NEXEN INC COM 181,513.00 6,890,233 4 654106103 NIKE INC CL B 100.00 6,955 4 654624105 NIPPON TELEG & TEL CORP SPONSO 19,440.00 519,143 4 654744408 NISSAN MOTORS SPONSO 5,100.00 119,696 4 654902204 NOKIA CORP SPONSO 150,545.00 3,270,659 4 65535H208 NOMURA HLDGS INC SPONSO 5,200.00 108,355 4 655422103 NORANDA INC COM 497,569.83 7,438,669 4 655664100 NORDSTROM INC COM 1,200.00 36,822 4 655844108 NORFOLK SOUTHERN CORP COM 2,200.00 75,078 4 656531605 NORSK HYDRO A S SPONSO 1,000.00 59,721 4 656568102 NORTEL NETWORKS CORP NEW COM 2,888,397.15 2,281,834 4 656912102 NORTH AMERN PALLADIUM LTD COM 552 3,671 4 666135108 NORTHFIELD LABS INC COM 4,000.00 25,690 4 666807102 NORTHROP GRUMMAN CORP COM 600.00 120,610 4 66977W109 NOVA CHEMICALS CORP COM 23,757.00 778,992 4 66987V109 NOVARTIS A G SPONSO 2,100.00 131,376 4 670346105 NUCOR CORP COM 100.00 6,305 4 67066G104 NVIDIA CORP COM 25,095.00 340,651 4 67069V108 NUTRITION 21 INC COM 100 63 4 674599105 OCCIDENTAL PETE CORP DEL COM 6,500.00 295,934 4 67481E106 OCEAN ENERGY INC DEL COM 2,000.00 62,132 4 675744106 OCULAR SCIENCES INC COM 500 17,943 4 67611V101 ODYSSEY HEALTHCARE INC COM 800.00 38,186 4 676220106 OFFICE DEPOT INC COM 28,600.00 596,857 4 67622M108 OFFICEMAX INC COM 14,000.00 92,135 4 676255102 OFFSHORE LOGISTICS INC COM 200 5,477 4 681919106 OMNICOM GROUP INC COM 30.00 2,657 4 68213N109 OMNICELL INC COM 700.00 6,660 4 682310107 ONCOLYTICS BIOTECH INC COM 5,613.00 11,338 4 683715106 OPEN TEXT CORP COM 48.00 1,489 4 683718100 OPENWAVE SYS INC COM 2,000.00 2,125 4 68389X105 ORACLE CORP COM 73,625.00 968,758 4 685906109 ORGANOGENESIS INC COM 500.00 71 4 686091109 O REILLY AUTOMOTIVE INC COM 700.00 32,591 4 69073F103 OWENS CORNING COM 5,000.00 8,722 4 690768403 OWENS ILL INC COM NE 800 14,589 4 691471106 OXFORD HEALTH PLANS INC COM 2,300.00 143,486 4 693282105 PDF SOLUTIONS INC COM 1,400.00 11,545 4 69331C108 PG&E CORP COM 156 2,748 4 693366205 PICO HLDGS INC COM NE 17,768.00 319,240 4 693419202 PMA CAP CORP CL A 1,500.00 35,799 4 69344F106 PMC-SIERRA INC COM 15,000.00 67,674 4 693475105 PNC FINL SVCS GROUP INC COM 1,900.00 126,155 4 693506107 PPG INDS INC COM 850.00 62,099 4 69357C107 PRG-SCHULTZ INTERNATIONAL IN COM 1,200.00 22,512 4 696429307 PALL CORP COM 11,700.00 289,997 4 696642107 PALM INC COM 24,148.00 27,189 4 697900108 PAN AMERICAN SILVER CORP COM 6,300.00 61,362 4 701081101 PARKER DRILLING CO COM 3,500.00 11,933 4
Cusip Issuer Description Total Shares Market Value C$ Other Included Managers - --------- ------------------------------------ ------------ --------------- ----------------------- 701094104 PARKER HANNIFIN CORP COM 90.00 5,428 4 704326107 PAYCHEX INC COM 1,250.00 49,834 4 705015105 PEARSON PLC SPONSO 5,500.00 76,055 4 706902103 PENGROWTH ENERGY TR COM 66,731.00 994,292 4 713409100 PEPSI BOTTLING GROUP INC COM 2,000.00 77,990 4 713448108 PEPSICO INC COM 220,005.00 12,800,551 4 713755106 PERFORMANCE FOOD GROUP CO COM 540.00 21,324 4 71644E102 PETRO-CDA COM 212,704.00 9,903,498 4 71654V101 PETROLEO BRASILEIRO SA PETRO SPONSO 23,000.00 743,567 4 716768106 PETSMART INC COM 1,000.00 28,370 4 717081103 PFIZER INC COM 458,196.00 20,766,434 4 717124101 PHARMACEUTICAL PROD DEV INC COM 890 20,015 4 71713U102 PHARMACIA CORP COM 10,334.00 626,664 4 717265102 PHELPS DODGE CORP COM 2,534.00 103,233 4 718154107 PHILIP MORRIS COS INC COM 152,386.00 9,149,010 4 718252604 PHILIPPINE LONG DISTANCE TEL SPONSO 40,000.00 319,560 4 720279108 PIER 1 IMPORTS INC COM 2,000.00 62,798 4 723484101 PINNACLE WEST CAP CORP COM 3,900.00 169,892 4 724479100 PITNEY BOWES INC COM 700.00 34,700 4 725906101 PLACER DOME INC COM 102,445.00 1,490,575 4 729251108 PLUM CREEK TIMBER CO INC COM 400 14,443 4 732827100 POPE & TALBOT INC COM 637.00 12,829 4 73755L107 POTASH CORP SASK INC COM 17,000.00 1,674,500 4 739363109 POWERWAVE TECHNOLOGIES INC COM 1,300.00 7,174 4 74005P104 PRAXAIR INC COM 800.00 65,538 4 74022D100 PRECISION DRILLING CORP COM 5,158.00 247,068 4 741503106 PRICELINE COM INC COM 100.00 249 4 742352107 PRINCETON REVIEW INC COM 1,600.00 15,224 4 74264T102 PRIORITY HEALTHCARE CORP CL B 500 19,727 4 742718109 PROCTER & GAMBLE CO COM 133,775.00 18,695,933 4 743263105 PROGRESS ENERGY INC COM 211 10,027 4 74386K104 PROVIDENT ENERGY TR TR UNI 5,000.00 54,000 4 743977100 PROVINCE HEALTHCARE CO COM 600.00 16,137 4 744320102 PRUDENTIAL FINL INC COM 5,900.00 264,220 4 744573106 PUBLIC SVC ENTERPRISE GROUP COM 1,500.00 71,480 4 745310102 PUGET ENERGY INC NEW COM 2,100.00 67,436 4 745867101 PULTE HOMES INC COM 12,356.00 851,562 4 746927102 QLT INC COM 26,290.00 315,743 4 747525103 QUALCOMM INC COM 27,900.00 1,265,816 4 748203106 QUEBECOR WORLD INC COM NO 48,447.00 1,807,073 4 74834L100 QUEST DIAGNOSTICS INC COM 1,490.00 147,749 4 749121109 QWEST COMMUNICATIONS INTL IN COM 14,653.00 52,515 4 74955W307 R H DONNELLEY CORP COM NE 40.00 1,640 4 749685103 RPM INC OHIO COM 620.00 13,234 4 749941100 RF MICRODEVICES INC COM 800 8,081 4 750236101 RADIAN GROUP INC COM 14,560.00 746,245 4 75040P405 RADIO ONE INC CL D N 500 13,234 4 750438103 RADIOSHACK CORP COM 200 6,457 4 75409P202 RATIONAL SOFTWARE CORP COM NE 2,900.00 14,568 4 754907103 RAYONIER INC COM 200.00 13,441 4 755111507 RAYTHEON CO COM NE 67.00 3,313 4 75621K106 RECKSON ASSOCS RLTY CORP COM 7,000.00 254,204 4 75689M101 RED ROBIN GOURMET BURGERS IN COM 1,900.00 31,787 4 758110100 REEBOK INTL LTD COM 325.00 13,178 4 758750103 REGAL BELOIT CORP COM 800.00 21,567 4 758932107 REGIS CORP MINN COM 2,000.00 87,473 4 758940100 REGIONS FINL CORP COM 2,100.00 108,231 4
Cusip Issuer Description Total Shares Market Value C$ Other Included Managers - --------- ------------------------------------ ------------ --------------- ----------------------- 75952B105 RELIANT RES INC COM 1,900.00 6,599 4 759930100 RENAL CARE GROUP INC COM 6,800.00 347,119 4 76009N100 RENT A CTR INC NEW COM 60.00 4,945 4 760975102 RESEARCH IN MOTION LTD COM 4,000.00 59,600 4 761230101 RESPIRONICS INC COM 500 18,611 4 76128Q109 RETEK INC COM 3,800.00 21,091 4 76132M102 REUTERS GROUP PLC SPONSO 575.00 19,878 4 767204100 RIO TINTO PLC SPONSO 1,000.00 105,852 4 767744105 RITCHIE BROS AUCTIONEERS COM 1,000.00 47,495 4 767754104 RITE AID CORP COM 40,000.00 144,625 4 775109200 ROGERS COMMUNICATIONS INC CL B 18,014.00 180,140 4 776696106 ROPER INDS INC NEW COM 300.00 16,056 4 779915107 ROYAL GROUP TECHNOLOGIES LTD SUB VT 27,245.00 373,257 4 780087102 ROYAL BK CDA MONTREAL QUE COM 2,652,815.00 139,803,351 4 780257804 ROYAL DUTCH PETE CO NY REG 97,994.00 6,411,758 4 780910105 ROYCE VALUE TR INC COM 3,000.00 61,846 4 78387G103 SBC COMMUNICATIONS INC COM 105,389.00 3,367,586 4 784117103 SEI INVESTMENTS CO COM 500.00 19,315 4 78442P106 SLM CORP COM 1,400.00 204,584 4 78462F103 SPDR TR UNIT S 4,475.00 587,232 4 784635104 SPX CORP COM 6,815.00 1,092,611 4 785905100 SABRE HLDGS CORP CL A 144.00 4,544 4 786514208 SAFEWAY INC COM NE 39,990.00 1,410,375 4 790849103 ST JUDE MED INC COM 60 3,490 4 792860108 ST PAUL COS INC COM 732.00 33,420 4 803054204 SAP AKTIENGESELLSCHAFT SPONSO 2,810.00 51,290 4 803111103 SARA LEE CORP COM 17,728.00 524,027 4 803866300 SASOL LTD SPONSO 6,000.00 107,413 4 806407102 SCHEIN HENRY INC COM 3,490.00 294,654 4 806605101 SCHERING PLOUGH CORP COM 81,570.00 2,812,150 4 806857108 SCHLUMBERGER LTD COM 10,975.00 693,033 4 807066105 SCHOLASTIC CORP COM 3,700.00 264,153 4 808513105 SCHWAB CHARLES CORP NEW COM 675 9,580 4 808655104 SCIENTIFIC ATLANTA INC COM 4,300.00 83,941 4 81013T705 SCOTTISH PWR PLC SPON A 86.00 3,002 4 810186106 SCOTTS CO CL A 1,400.00 98,000 4 81211K100 SEALED AIR CORP NEW COM 95 2,615 4 812387108 SEARS ROEBUCK & CO COM 3,050.00 196,466 4 81369Y803 SECTOR SPDR TR SBI IN 7,600.00 104,544 4 816636203 SEMICONDUCTOR HLDRS TR DEP RC 400 12,686 4 81725T100 SENSIENT TECHNOLOGIES CORP COM 900.00 27,000 4 81752M101 SERONO S A SPONSO 500 7,017 4 817565104 SERVICE CORP INTL COM 5,000.00 25,214 4 820280105 SHAW GROUP INC COM 700 15,596 4 82028K200 SHAW COMMUNICATIONS INC CL B C 44,363.00 578,050 4 822703609 SHELL TRANS & TRADING PLC ADR NY 1,800.00 74,763 4 824348106 SHERWIN WILLIAMS CO COM 13,200.00 492,752 4 82481R106 SHIRE PHARMACEUTICALS GRP PL SPONSO 1,600.00 63,153 4 826170102 SIEBEL SYS INC COM 46,950.00 479,479 4 826516106 SIERRA WIRELESS INC COM 50.00 151 4 82823L106 SILVER STD RES INC COM 11.00 71 4 828408104 SILVERLINE TECHNOLOGIES LTD SPONSO 1,500.00 1,099 4 829226109 SINCLAIR BROADCAST GROUP INC CL A 400 8,792 4 830018107 SIX CONTINENTS PLC SPONSO 5,100.00 76,751 4 830566105 SKECHERS U S A INC CL A 75 1,130 4 83088M102 SKYWORKS SOLUTIONS INC COM 702.00 5,310 4 832696405 SMUCKER J M CO COM NE 671.00 39,222 4
Cusip Issuer Description Total Shares Market Value C$ Other Included Managers - --------- ------------------------------------ ------------ --------------- ----------------------- 832727101 SMURFIT-STONE CONTAINER CORP COM 4,100.00 85,628 4 834182107 SOLECTRON CORP COM 3,984.00 13,647 4 834376105 SOLUTIA INC COM 108.00 976 4 835495102 SONOCO PRODS CO COM 400 13,543 4 835699307 SONY CORP ADR NE 1,800.00 117,000 4 842587107 SOUTHERN CO COM 488 22,125 4 844730101 SOUTHTRUST CORP COM 140.00 5,395 4 844741108 SOUTHWEST AIRLS CO COM 7,020.00 141,714 4 844895102 SOUTHWEST GAS CORP COM 1,000.00 34,729 4 84855W109 SPINNAKER EXPL CO COM 800 37,019 4 849176102 SPORTS AUTH INC COM 1,150.00 11,033 4 852061100 SPRINT CORP COM FO 57,950.00 865,671 4 852061506 SPRINT CORP PCS CO 800.00 2,398 4 855244109 STARBUCKS CORP COM 200 6,660 4 85590A203 STARWOOD HOTELS&RESORTS WRLD PAIRED 215.00 7,855 4 857477103 STATE STR CORP COM 2,550.00 155,969 4 859152100 STERIS CORP COM 800 30,130 4 860342104 STEWART & STEVENSON SVCS INC COM 75 1,181 4 860370105 STEWART ENTERPRISES INC CL A 20,050.00 161,202 4 860831106 STILWELL FINL INC COM 1,200.00 24,015 4 861012102 STMICROELECTRONICS N V NY REG 400.00 9,045 4 863667101 STRYKER CORP COM 100.00 8,000 4 866796105 SUN LIFE FINL SVCS CDA INC COM 140,296.00 3,636,472 4 866810104 SUN MICROSYSTEMS INC COM 70,300.00 297,656 4 867229106 SUNCOR ENERGY INC COM 655,399.00 17,898,947 4 867363103 SUNGARD DATA SYS INC COM 9,450.00 297,169 4 86764P109 SUNOCO INC COM 450.00 22,015 4 86768K106 SUNRISE ASSISTED LIVING INC COM 150 5,174 4 868168105 SUPERIOR INDS INTL INC COM 900.00 66,394 4 868536103 SUPERVALU INC COM 1,400.00 37,298 4 870875101 SWISS HELVETIA FD INC COM 12,000.00 180,020 4 871503108 SYMANTEC CORP COM 200.00 10,879 4 871829107 SYSCO CORP COM 6,200.00 290,436 4 872275102 TCF FINL CORP COM 55.00 3,716 4 87236N102 TDC A/S SPONSO 20,000.00 347,290 4 872375100 TECO ENERGY INC COM 9,000.00 225,786 4 872443403 THQ INC COM NE 1,230.00 29,749 4 872549100 TLC VISION CORP COM 200 270 4 87305U102 TTR TECHNOLOGIES INC COM 2,000.00 349 4 87308K309 TVX GOLD INC COM NO 100 2,248 4 873168108 TXU CORP COM 16,100.00 1,056,999 4 874039100 TAIWAN SEMICONDUCTOR MFG LTD SPONSO 308 3,106 4 874054109 TAKE-TWO INTERACTIVE SOFTWAR COM 400 18,681 4 87425E103 TALISMAN ENERGY INC COM 43,146.00 2,744,086 4 87612E106 TARGET CORP COM 7,285.00 368,642 4 878237106 TECH DATA CORP COM 900 38,892 4 879101103 TEKELEC COM 200 2,744 4 879278208 TELECOM CORP NEW ZEALAND LTD SPONSO 100.00 2,839 4 879287308 TELECOMUNICACOES BRASILEIRAS SPONSO 4,700.00 106,507 4 879360105 TELEDYNE TECHNOLOGIES INC COM 55.00 1,505 4 879369106 TELEFLEX INC COM 9,807.00 704,036 4 879382208 TELEFONICA S A SPONSO 11,485.00 412,522 4 879403780 TELEFONOS DE MEXICO S A SPON A 23,700.00 1,071,504 4 879664100 TELLABS INC COM 7,000.00 49,509 4 87971M202 TELUS CORP NON-VT 371,051.10 4,007,352 4 879868107 TEMPLE INLAND INC COM 200 12,531 4 88018T101 TEMPLETON DRAGON FD INC COM 12,800.00 153,455 4
Cusip Issuer Description Total Shares Market Value C$ Other Included Managers - --------- ------------------------------------ ------------ --------------- ----------------------- 88018X102 TEMPLETON CHINA WORLD FD INC COM 400 5,645 4 88033G100 TENET HEALTHCARE CORP COM 28,887.00 2,269,836 4 880770102 TERADYNE INC COM 1,285.00 19,990 4 880775101 TERAYON COMMUNICATION SYS COM 24,000.00 95,529 4 88157K101 TESCO CORP COM 10,700.00 142,417 4 88162G103 TETRA TECH INC NEW COM 2,500.00 32,747 4 881908107 TESMA INTL INC CL A S 1,100.00 35,695 4 882508104 TEXAS INSTRS INC COM 6,350.00 156,888 4 883375107 THERAGENICS CORP COM 6,000.00 42,626 4 883381105 THERASENSE INC COM 800 16,782 4 884315102 THOMAS & BETTS CORP COM 600 13,330 4 884903105 THOMSON CORP COM 841,961.69 33,114,353 4 885535104 3COM CORP COM 100 641 4 88579Y101 3M CO COM 66,499.00 11,868,861 4 886423102 TIDEWATER INC COM 200.00 8,484 4 887100105 TIMBERLAND CO CL A 1,000.00 53,901 4 887389104 TIMKEN CO COM 500 13,638 4 890030208 TOMKINS PLC SPONSO 2,000.00 44,085 4 890516107 TOOTSIE ROLL INDS INC COM 734 34,919 4 891027104 TORCHMARK CORP COM 680 37,192 4 891160509 TORONTO DOMINION BK ONT COM NE 1,572,262.00 43,661,716 4 89151E109 TOTAL FINA ELF S A SPONSO 1,800.00 191,533 4 891707101 TOWER AUTOMOTIVE INC COM 1,900.00 14,802 4 892335100 TOYS R US INC COM 27,500.00 446,125 4 89346D107 TRANSALTA CORP COM 1,007,820.00 18,896,625 4 893526103 TRANSCANADA PIPELINES LTD COM 966,030.90 21,832,298 4 893735100 TRANSKARYOTIC THERAPIES INC COM 9,060.00 461,594 4 89420G109 TRAVELERS PPTY CAS CORP NEW CL A 9,174.00 192,035 4 89420G406 TRAVELERS PPTY CAS CORP NEW CL B 19,630.00 418,066 4 89579K109 TRIAD HOSPITALS INC COM 453 26,953 4 895919108 TRIDENT MICROSYSTEMS INC COM 2,000.00 9,134 4 89674K103 TRIQUINT SEMICONDUCTOR INC COM 5,800.00 23,807 4 900423104 TURNSTONE SYSTEMS INC COM 200 793 4 902124106 TYCO INTL LTD NEW COM 203,428.00 4,655,062 4 902911106 UST INC COM 14,700.00 650,151 4 902973304 US BANCORP DEL COM NE 200.00 5,839 4 902984103 USA INTERACTIVE COM 10,500.00 329,688 4 903293405 U S G CORP COM NE 21,500.00 100,001 4 90333E108 USEC INC COM 10,000.00 98,320 4 903849107 ULTIMATE ELECTRS INC COM 900 18,697 4 904034105 ULTRATECH STEPPER INC COM 100.00 1,289 4 904767704 UNILEVER PLC SPON A 365 20,924 4 904784709 UNILEVER N V N Y SH 14,783.00 1,384,537 4 907818108 UNION PAC CORP COM 625.00 58,566 4 909214108 UNISYS CORP COM 54,720.00 609,160 4 909440109 UNITED AUTO GROUP INC COM 900.00 20,409 4 911163103 UNITED NAT FOODS INC COM 600.00 16,067 4 911312106 UNITED PARCEL SERVICE INC CL B 40.00 3,975 4 912909108 UNITED STATES STL CORP NEW COM 25.00 478 4 913017109 UNITED TECHNOLOGIES CORP COM 56,185.00 5,049,193 4 91324P102 UNITEDHEALTH GROUP INC COM 400.00 55,440 4 915436109 UPM KYMMENE CORP SPONSO 1,600.00 73,074 4 918204108 V F CORP COM 1,100.00 65,240 4 91913Y100 VALERO ENERGY CORP NEW COM 1,200.00 53,283 4 922122106 VARCO INTL INC DEL COM 356.00 9,281 4 92239N109 VASTERA INC COM 1,700.00 5,553 4 922571104 VELCRO INDS N V COM 750.00 10,871 4
Cusip Issuer Description Total Shares Market Value C$ Other Included Managers - --------- ------------------------------------ ------------ --------------- ----------------------- 923436109 VERITAS SOFTWARE CO COM 89.00 1,518 4 92343P107 VERITAS DGC INC COM 690.00 12,765 4 92343V104 VERIZON COMMUNICATIONS COM 109,978.00 4,898,983 4 92532F100 VERTEX PHARMACEUTICALS INC COM 67,585.00 1,989,192 4 925524100 VIACOM INC CL A 13,000.00 875,742 4 925524308 VIACOM INC CL B 356.00 24,033 4 925602104 VICAL INC COM 600 3,245 4 927460105 VINTAGE PETE INC COM 10,000.00 165,716 4 92763R104 VIRAGE LOGIC CORP COM 400.00 5,912 4 92839U107 VISTEON CORP COM 1,079.00 16,272 4 928444108 VISUAL NETWORKS INC COM 100 143 4 92844S105 VISX INC DEL COM 1,400.00 21,602 4 928497106 VITESSE SEMICONDUCTOR CORP COM 400.00 444 4 92851S204 VIVENDI UNIVERSAL SPON A 3,024.00 59,685 4 92857W100 VODAFONE GROUP PLC NEW SPONSO 13,065.00 276,286 4 929309300 WPP GROUP PLC SPON A 2,400.00 127,765 4 929903102 WACHOVIA CORP 2ND NEW COM 61,010.00 3,189,836 4 931142103 WAL MART STORES INC COM 265,083.00 21,539,688 4 931422109 WALGREEN CO COM 62,750.00 3,372,358 4 939322103 WASHINGTON MUT INC COM 13,330.00 672,634 4 939640108 WASHINGTON POST CO CL B 425.00 448,187 4 941053100 WASTE CONNECTIONS INC COM 400.00 16,181 4 94106L109 WASTE MGMT INC DEL COM 19,900.00 730,239 4 94113U100 WATER PIK TECHNOLOGIES INC COM 19.00 304 4 941848103 WATERS CORP COM 1,700.00 66,345 4 942683103 WATSON PHARMACEUTICALS INC COM 3,125.00 123,147 4 94768C108 WEBMETHODS INC COM 1,700.00 9,548 4 949702104 WELLMAN INC COM 7,500.00 162,346 4 94973H108 WELLPOINT HEALTH NETWORK NEW COM 4,110.00 484,000 4 949746101 WELLS FARGO & CO NEW COM 90,285.00 6,936,778 4 950590109 WENDYS INTL INC COM 16,650.00 908,283 4 950817106 WESCO FINL CORP COM 10.00 4,734 4 956909105 WESTAIM CORP COM 30,413.00 51,702 4 958102105 WESTERN DIGITAL CORP COM 1,600.00 10,986 4 958259103 WESTERN GAS RES INC COM 100.00 5,016 4 962166104 WEYERHAEUSER CO COM 84.00 5,860 4 963320106 WHIRLPOOL CORP COM 1,150.00 85,384 4 966837106 WHOLE FOODS MKT INC COM 30.00 1,494 4 968223206 WILEY JOHN & SONS INC CL A 1,000.00 34,475 4 974637100 WINNEBAGO INDS INC COM 500.00 31,002 4 976657106 WISCONSIN ENERGY CORP COM 800.00 31,412 4 980905103 WORLD HEART CORP COM 2,000.00 3,500 4 98235T107 WRIGHT MED GROUP INC COM 600.00 18,078 4 982526105 WRIGLEY WM JR CO COM 2,800.00 220,547 4 983024100 WYETH COM 72,660.00 3,583,473 4 98389B100 XCEL ENERGY INC COM 4,690.00 67,680 4 983919101 XILINX INC COM 2,700.00 69,705 4 984121103 XEROX CORP COM 108,700.00 906,700 4 984332106 YAHOO INC COM 9,300.00 156,033 4 984757104 YANKEE CANDLE INC COM 3,000.00 79,877 4 985509108 YELLOW CORP COM 400.00 18,992 4 988498101 YUM BRANDS INC COM 1,960.00 87,091 4 988858106 ZALE CORP NEW COM 1,650.00 80,643 4 989139100 ZARLINK SEMICONDUCTOR INC COM 15,980.00 54,172 4 98956P102 ZIMMER HLDGS INC COM 2,324.00 143,104 4 98985T109 ZYMOGENETICS INC COM 22,600.00 283,846 4 989922109 ZOLL MED CORP COM 300.00 14,933 4
Cusip Issuer Description Total Shares Market Value C$ Other Included Managers - --------- ------------------------------------ ------------ --------------- ----------------------- D1668R123 DAIMLERCHRYSLER AG ORD 1,330.00 70,676 4 D18190898 DEUTSCHE BANK AG NAMEN ORD 1,600.00 115,243 4 G0070K103 ACE LTD ORD 4,500.00 211,300 4 G24182100 COOPER INDS LTD CL A 1,100.00 52,942 4 G4388N106 HELEN OF TROY CORP LTD COM 4,500.00 81,352 4 G4776G101 INGERSOLL-RAND COMPANY LTD CL A 70,987.00 3,876,952 4 G4933P101 IPC HLDGS LTD ORD 4,500.00 209,587 4 G56462107 LORAL SPACE & COMMUNICATIONS COM 2,000.00 856 4 G6852T105 PARTNERRE LTD COM 2,000.00 152,808 4 G84922106 STEWART W P & CO LTD COM 5,000.00 99,128 4 G87210103 UTI WORLDWIDE INC ORD 1,000.00 21,372 4 G90078109 TRANSOCEAN INC ORD 4,155.00 137,051 4 G98255105 XL CAP LTD CL A 1,250.00 145,695 4 M22465104 CHECK POINT SOFTWARE TECH LT ORD 6,270.00 136,616 4 M41450103 PRECISE SOFTWARE SOLUTIONS L ORD 1,900.00 27,381 4 M8737E108 TARO PHARMACEUTICAL INDS LTD ORD 900.00 48,169 4 N07059111 ASML HLDG NV N Y SH 4,300.00 42,209 4 N6748L102 ORTHOFIX INTL N V COM 200.00 8,428 4 P74823108 PANAMERICAN BEVERAGES INC CL A 725.00 10,899 4 P8744Y102 STEINER LEISURE LTD ORD 2,000.00 38,852 4 Y2573F102 FLEXTRONICS INTL LTD ORD 700 7,739.34 4 27,679,273,327
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