-----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, ID4zk9a3Mk54ghyEmer2jcaUFIGiagT7svEmDa9DMgHi3cfc3sVoB7RVkUoJ/UpA 6dBKOqvczCJnMmKFooorsA== 0001130319-02-000762.txt : 20020814 0001130319-02-000762.hdr.sgml : 20020814 20020814112207 ACCESSION NUMBER: 0001130319-02-000762 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20020630 FILED AS OF DATE: 20020814 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: 02732567 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 t07708e13fvhr.txt FORM 13F UNITED STATES SECURITIES AND EXCHANGE COMMISSION WASHINGTON, D.C. 20549 FORM 13F FORM 13F COVER PAGE Report for the Calendar Year or Quarter Ended: June 30, 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 August 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: Six (6) Form 13F Information Table Entry Total: 3896 Form 13F Information Table Value Total: C$28,627,528 (thousands) LIST OF OTHER INCLUDED MANAGERS: Provide a numbered list of the name(s) and Form 13F file number(s) of all institutional investment managers with respect to which this report is filed, other than the manager filing this report. No. Form 13F File Number Name 1 28- TD Securities Inc. ----------------------- 2 28- Toronto Dominion (New York) Inc. ----------------------- 3 28- Toronto Dominion Investments, Inc. ----------------------- 4 28- The Canada Trust Company ----------------------- 5 28- TD Harbour Capital -----------------------
Other Included Cusip Issuer Description Total Shares Market Value C$ Managers - ----- ------ ----------- ------------ ----------------- -------------- 886101 A D C TELECOMMUNICATIONS COM 111,484 388,286 8E+104 ACTV INC COM 1,250 2,186 00089C107 ADE CORP MASS COM 650 11,319 957100 ABM INDS INC COM 400 10,561 1055102 AFLAC INC COM 67,147 3,267,991 1084102 AGCO CORP COM 64,250 1,918,217 1204106 AGL RES INC COM 1,250 44,506 00130H105 AES CORP COM 67,751 558,495 1547108 AK STL HLDG CORP COM 2,100 40,914 00163T109 AMB PROPERTY CORP COM 1,750 82,510 1669100 AMC ENTMT INC COM 2,450 52,913 1735109 AMLI RESIDENTIAL PPTYS TR SH BEN INT 450 17,795 1744101 AMN HEALTHCARE SERVICES INC COM 700 37,273 1765106 AMR CORP COM 18,588 476,644 00184A105 AOL TIME WARNER INC COM 2,115,875 47,204,655 1853100 APA OPTICS INC COM 700 2,156 1941103 ATI TECHNOLOGIES INC COM 8,802,473 92,509,642 1957109 AT&T CORP COM 1,403,609 22,840,405 00207Q202 AT & T CDA INC DEPS RCPT CL B 497,235 24,041,218 00207R101 ATMI INC COM 5,800 197,332 00209A106 AT&T WIRELESS SVCS INC COM 507,057 4,511,458 2444107 AVX CORP NEW COM 56,550 1,404,418 2535300 AARON RENTS INC CL A 400 13,688 2824100 ABBOTT LABS COM 502,462 28,771,454 2893105 ABER DIAMOND CORP COM 1,772,060 48,058,277 2896207 ABERCROMBIE & FITCH CO CL A 2,300 84,374 00339B107 ABGENIX INC COM 185,850 2,795,523 3924107 ABITIBI-CONSOLIDATED INC COM 6,300 88,326 4280103 ACADIANA BANCSHARES INC COM 600 22,973 4308102 ACCEPTANCE INS COS INC COM 4,500 28,061 00437V104 ACCREDO HEALTH INC COM 31,900 2,238,579 00461P106 ACLARA BIOSCIENCES INC COM 2,450 6,409 4930202 ACTIVISION INC NEW COM NEW 1,075 47,513 00508B102 ACTUATE CORP COM 9,700 66,388 00508X203 ACTUANT CORP CL A NEW 2,540 159,354 5125109 ACXIOM CORP COM 550 14,630 00651F108 ADAPTEC INC COM 1,250 15,000
Other Included Cusip Issuer Description Total Shares Market Value C$ Managers - ----- ------ ----------- ------------ ----------------- -------------- 6754105 ADECCO SA SPONSORED ADR 620 14,003 7094105 ADMINISTAFF INC COM 750 11,407 00724F101 ADOBE SYS INC COM 225,512 9,775,045 00724X102 ADOLOR CORP COM 84,000 1,438,540 00738A106 ADTRAN INC COM 100 2,890 00751Y106 ADVANCED AUTO PARTS INC COM 300 24,871 7525108 ADVANCED DIGITAL INFORMATION COM 900 11,539 00754A105 ADVANCED FIBRE COMMUNICATION COM 1,500 37,734 00755F103 ADVANCED TISSUE SCIENCES INC COM 8,350 18,287 00757T101 ADVANCED NEUROMODULATION SYS COM 138,600 6,429,354 7585102 ADVO INC COM 850 49,966 00762W107 ADVISORY BRD CO COM 450 24,803 7768104 AEROFLEX INC COM 2,250 23,783 7865108 AEROPOSTALE COM 1,800 74,929 7903107 ADVANCED MICRO DEVICES INC COM 41,893 619,316 00790K109 ADVANCEPCS COM 1,650 60,078 7924103 AEGON N V ORD AMER REG 416 12,875 7942105 ADVANTA CORP CL A 1,550 25,602 7973100 ADVANCED ENERGY INDS COM 300 10,120 7974108 ADVENT SOFTWARE INC COM 650 25,407 00808V105 AETHER SYS INC COM 300 1,346 00817Y108 AETNA INC NEW COM 17,546 1,280,124 8190100 AFFILIATED COMPUTER SERVICES CL A 164,600 11,886,248 8252108 AFFILIATED MANAGERS GROUP COM 34,400 3,217,643 00826T108 AFFYMETRIX INC COM 800 29,189 00845V100 AGERE SYS INC CL A 5,104,110 10,868,066 00845V209 AGERE SYS INC CL B 6,811 15,538 00846U101 AGILENT TECHNOLOGIES INC COM 57,851 2,101,113 00846X105 AGILE SOFTWARE CORP DEL COM 550 6,081 8474108 AGNICO EAGLE MINES LTD COM 19,650 434,265 8916108 AGRIUM INC COM 3,811,093 54,485,582 9158106 AIR PRODS & CHEMS INC COM 88,929 6,826,231 9269101 AIRBORNE INC COM 100 2,920 9363102 AIRGAS INC COM 13,850 364,418 00949P108 AIRTRAN HLDGS INC COM 1,250 10,171 00971T101 AKAMAI TECHNOLOGIES INC COM 1,700 3,361 10317105 ALABAMA NATL BANCORP DELA COM 47,000 3,094,494 11311107 ALAMO GROUP INC COM 1,600 37,719
Other Included Cusip Issuer Description Total Shares Market Value C$ Managers - ----- ------ ----------- ------------ ----------------- -------------- 11589108 ALAMOSA HLDGS INC COM 1,950 4,182 11659109 ALASKA AIR GROUP INC COM 600 23,817 12348108 ALBANY INTL CORP CL A 50 2,046 12423109 ALBANY MOLECULAR RESH INC COM 800 25,722 12653101 ALBEMARLE CORP COM 800 37,536 13068101 ALBERTO CULVER CO CL B CONV 6,250 454,373 13104104 ALBERTSONS INC COM 109,216 5,059,649 13716105 ALCAN INC COM 11,804,888 673,645,051 13817101 ALCOA INC COM 135,854 6,849,521 13904305 ALCATEL SPONSORED ADR 167,067 1,801,439 14482103 ALEXANDER & BALDWIN INC COM 1,600 62,126 15351109 ALEXION PHARMACEUTICALS INC COM 900 20,738 01642T108 ALKERMES INC COM 367,100 8,938,815 17175100 ALLEGHANY CORP DEL COM 102 29,630 17361106 ALLEGHENY ENERGY INC COM 16,574 649,096 01741R102 ALLEGHENY TECHNOLOGIES INC COM 8,037 192,441 01747T102 ALLEGIANCE TELECOM INC COM 2,500 6,958 18091108 ALLEN TELECOM INC COM 1,200 7,757 18490102 ALLERGAN INC COM 219,213 22,254,704 18522102 ALLETE INC COM 1,300 53,582 01855A101 ALLIANCE CAP MGMT HLDG L P UNIT LTD PARTN 1,400 72,928 18581108 ALLIANCE DATA SYSTEMS CORP COM 88,000 3,419,620 01877H100 ALLIANCE SEMICONDUCTOR CORP COM 3,400 36,715 18802108 ALLIANT ENERGY CORP COM 1,850 72,312 18804104 ALLIANT TECHSYSTEMS INC COM 954 92,571 01903Q108 ALLIED CAP CORP NEW COM 1,550 53,395 19228402 ALLIED IRISH BKS P L C SPON ADR ORD 123,250 4,939,284 19589308 ALLIED WASTE INDS INC COM PAR$.01NEW 25,014 365,223 19754100 ALLMERICA FINL CORP COM 50,250 3,530,875 19855105 ALLOY INC COM 4,000 87,848 20002101 ALLSTATE CORP COM 207,629 11,677,750 20039103 ALLTEL CORP COM 43,281 3,093,851 20732202 ALPHA HOSPITALITY CORP COM NEW 430 5,298 20813101 ALPHARMA INC CL A 700 18,078 21441100 ALTERA CORP COM 175,491 3,629,928 02144G107 ALTEON INC COM 9,200 28,824 23135106 AMAZON COM INC COM 122,550 3,028,802 23139108 AMBAC FINL GROUP INC COM 12,696 1,297,599
Other Included Cusip Issuer Description Total Shares Market Value C$ Managers - ----- ------ ----------- ------------ ----------------- -------------- 23177108 AMBASSADORS GROUP INC COM 750 16,380 23178106 AMBASSADORS INTL INC COM 750 11,475 02341W103 AMCOL INTL CORP COM 600 5,886 23551104 AMERADA HESS CORP COM 23,082 2,896,221 23608102 AMEREN CORP COM 18,005 1,177,787 23613102 AMERIANA BANCORP COM 1,750 37,795 02364W105 AMERICA MOVIL S A DE C V SPON ADR L SHS 229,251 4,672,188 23912108 AMCORE FINL INC COM 1,300 45,811 24061103 AMERICAN AXLE & MFG HLDGS IN COM 36,175 1,636,265 25537101 AMERICAN ELEC PWR INC COM 39,089 2,379,227 2.553E+109 AMERICAN EAGLE OUTFITTERS NE COM 85,550 2,750,611 25816109 AMERICAN EXPRESS CO COM 1,045,734 57,775,297 25932104 AMERICAN FINL GROUP INC OHIO COM 1,050 38,167 26375105 AMERICAN GREETINGS CORP CL A 5,365 135,941 26874107 AMERICAN INTL GROUP INC COM 652,352 67,694,825 27070101 AMERICAN ITALIAN PASTA CO CL A 1,400 108,572 27352103 AMERICAN MGMT SYS INC COM 1,750 50,863 28591105 AMERICAN NATL INS CO COM 400 58,586 29066107 AMERICAN PWR CONVERSION CORP COM 131,009 2,516,568 29712106 AMERICAN STD COS INC DEL COM 298,985 34,149,853 29912201 AMERICAN TOWER CORP CL A 243,000 1,275,057 30111108 AMERICAN SUPERCONDUCTOR CORP COM 2,600 21,591 30411102 AMERICAN WTR WKS INC COM 8,200 537,671 03058P109 AMERICANWEST BANCORPORATION COM 1,485 29,361 03060R101 AMERICREDIT CORP COM 1,750 74,658 03071D109 AMERIPATH INC COM 127,700 4,661,293 03072H109 AMERITRADE HLDG CORP CL A 567,750 3,972,091 03072M108 AMERUS GROUP CO COM 650 36,627 3.073E+108 AMERISOURCEBERGEN CORP COM 147,382 17,035,790 03073T102 AMERIGROUP CORP COM 600 25,314 31100100 AMETEK INC NEW COM 1,450 82,148 31162100 AMGEN INC COM 250,559 15,942,973 31652100 AMKOR TECHNOLOGY INC COM 2,400 22,704 32095101 AMPHENOL CORP NEW CL A 900 49,278 32165102 AMSOUTH BANCORPORATION COM 53,606 1,824,642 03232P405 AMSURG CORP COM 1,200 47,927 32346108 AMYLIN PHARMACEUTICALS INC COM 2,600 43,261 3.235E+103 AMVESCAP PLC SPONSORED ADR 254,697 6,316,841
Other Included Cusip Issuer Description Total Shares Market Value C$ Managers - ----- ------ ----------- ------------ ----------------- -------------- 32511107 ANADARKO PETE CORP COM 31,444 2,357,702 32515108 ANADIGICS INC COM 900 11,279 32654105 ANALOG DEVICES INC COM 331,570 14,977,383 32657207 ANALOGIC CORP COM PAR $0.05 3,100 231,828 32681108 ANALYSTS INTL CORP COM 4,100 26,502 32744104 ANAREN MICROWAVE INC COM 400 5,256 34393108 ANDREA ELECTRONICS CORP COM 1,400 1,235 34425108 ANDREW CORP COM 8,733 190,333 34553107 ANDRX GROUP COM 1,600 65,630 34663104 ANGELICA CORP COM 700 18,312 34918102 ANGIOTECH PHARMACEUTICALS IN COM 478,880 27,147,707 35128206 ANGLOGOLD LTD SPONSORED ADR 3,100 122,963 35229103 ANHEUSER BUSCH COS INC COM 329,029 24,938,248 35290105 ANIXTER INTL INC COM 51,100 1,806,181 35710409 ANNALY MTG MGMT INC COM 900 26,555 36115103 ANNTAYLOR STORES CORP COM 500 19,308 03674B104 ANTHEM INC COM 259,800 26,560,846 36762102 ANTHONY & SYLVAN POOLS CORP COM 1,367 12,682 36916104 ANSWERTHINK INC COM 2,400 13,834 37389103 AON CORP COM 36,075 1,617,477 37411105 APACHE CORP COM 151,707 13,262,537 03748R101 APARTMENT INVT & MGMT CO CL A 1,750 130,951 03759P101 APHTON CORP COM 400 4,563 37604105 APOLLO GROUP INC CL A 88,350 5,295,625 03760A101 APOGENT TECHNOLOGIES INC COM 115,100 3,600,923 37833100 APPLE COMPUTER INC COM 68,026 1,833,340 37899101 APPLEBEES INTL INC COM 3,224 112,534 37933108 APRIA HEALTHCARE GROUP INC COM 950 32,365 38020103 APPLERA CORP COM AP BIO GRP 30,428 901,965 38020202 APPLERA CORP COM CE GEN GRP 4,100 74,829 03815A106 APPLICA INC COM 250 4,715 38222105 APPLIED MATLS INC COM 394,811 11,420,842 03822W109 APPLIED MICRO CIRCUITS CORP COM 38,600 277,685 38336103 APTARGROUP INC COM 700 32,738 03840P102 AQUILA INC COM 3,696 44,970 38521100 ARAMARK CORP CL B 1,800 68,304 03875Q108 ARBITRON INC COM 36,400 1,727,270 03937R102 ARCH CHEMICALS INC COM 7,550 280,527
Other Included Cusip Issuer Description Total Shares Market Value C$ Managers - ----- ------ ----------- ------------ ----------------- -------------- 39380100 ARCH COAL INC COM 1,650 56,991 39483102 ARCHER DANIELS MIDLAND CO COM 94,462 1,837,519 39583109 ARCHSTONE SMITH TR COM 3,437 139,571 39793104 ARDEN RLTY INC COM 5,200 222,552 04033V104 ARIBA INC COM 4,000 19,407 40790107 ARKANSAS BEST CORP DEL COM 450 17,439 42260109 ARMOR HOLDINGS INC COM 7,100 275,361 4.269E+110 ARQULE INC COM 1,750 17,966 42735100 ARROW ELECTRS INC COM 1,220 38,502 04289L107 ART TECHNOLOGY GROUP INC COM 1,300 1,997 43127109 ARTESYN TECHNOLOGIES INC COM 6,200 61,114 43136100 ARTHROCARE CORP COM 900 17,603 04315D400 ARTISTDIRECT INC COM NEW 5,129 73,883 43353101 ARVINMERITOR INC COM 1,050 38,327 43436104 ASBURY AUTOMOTIVE GROUP INC COM 750 15,513 04362P108 ASCENTIAL SOFTWARE CORP COM 10,003 42,446 43743202 ASHANTI GOLDFIELDS LTD GLOB DEP RCPT 325,000 2,426,996 44204105 ASHLAND INC COM 11,100 683,726 04516H101 ASHWORTH INC COM 2,050 28,092 45235108 ASPECT MED SYS INC COM 177,600 972,411 04523Q102 ASPECT COMMUNICATIONS CORP COM 1,450 7,057 45487105 ASSOCIATED BANC CORP COM 1,892 108,513 46265104 ASTORIA FINL CORP COM 2,000 97,487 48396105 ATLANTIC COAST AIRLINES HLDG COM 1,300 42,905 49164106 ATLAS AIR WORLDWIDE HLDGS IN COM 1,600 9,004 49513104 ATMEL CORP COM 11,750 111,871 49560105 ATMOS ENERGY CORP COM 700 24,955 50095108 ATWOOD OCEANICS INC COM 3,300 189,869 52528304 AUSTRALIA&NEW ZEALAND BKG GR SPONSORED ADR 107,581 8,817,229 52769106 AUTODESK INC COM 11,600 233,764 53015103 AUTOMATIC DATA PROCESSING IN COM 118,518 7,850,128 05329W102 AUTONATION INC COM 7,450 164,297 53332102 AUTOZONE INC COM 13,334 1,567,632 53484101 AVALONBAY CMNTYS INC COM 1,400 98,884 05348W109 AVANEX CORP COM 9,850 29,063 53491106 AVANT IMMUNOTHERAPEUTICS INC COM 2,550 4,344 53499109 AVAYA INC COM 42,764 321,944 53561106 AVENTIS SPONSORED ADR 114,920 11,939,466
Other Included Cusip Issuer Description Total Shares Market Value C$ Managers - ----- ------ ----------- ------------ ----------------- -------------- 53611109 AVERY DENNISON CORP COM 15,239 1,454,368 05367L109 AVICI SYS INC COM 5,100 7,834 53690103 AVIGEN INC COM 1,650 23,614 05379B107 AVISTA CORP COM 3,050 64,015 53807103 AVNET INC COM 3,014 100,803 53893103 AVOCENT CORP COM 1,862 45,084 54303102 AVON PRODS INC COM 30,238 2,402,484 54536107 AXA SPONSORED ADR 940 25,977 05453N100 AWARE INC MASS COM 1,050 6,068 54540109 AXCELIS TECHNOLOGIES INC COM 76,235 1,331,069 54802103 AZTAR CORP COM 1,600 50,616 54923107 AXCAN PHARMA INC COM 1,209,097 26,745,226 54937107 BB&T CORP COM 58,938 3,460,086 05534B109 BCE INC COM 34,710,625 1,389,783,785 55472104 BISYS GROUP INC COM 83,700 4,239,103 55482103 BJ SVCS CO COM 158,410 8,162,632 05548J106 BJS WHOLESALE CLUB INC COM 135,255 7,919,875 05561Q201 BOK FINL CORP COM NEW 1,059 53,892 55622104 BP PLC SPONSORED ADR 114,242 8,773,416 5.564E+109 BRE PROPERTIES INC CL A 950 44,950 55921100 BMC SOFTWARE INC COM 75,900 1,915,932 56032105 BTU INTL INC COM 4,450 26,125 56033103 B2B INTERNET HOLDRS TR DEPOSTRY RCPT 600 2,756 57224107 BAKER HUGHES INC COM 125,819 6,370,364 58498106 BALL CORP COM 6,457 407,356 05858H104 BALLARD PWR SYS INC COM 2,608,479 65,301,231 05873K108 BALLY TOTAL FITNESS HLDG COR COM 850 24,188 59520106 BANCO DE CHILE SPONSORED ADR 8,654 214,540 05965F108 BANCO SANTANDER CHILE SPON ADR SER A 3,489 68,984 05965L105 BANCO SANTIAGO SP ADR REP COM 4,042 106,660 59692103 BANCORPSOUTH INC COM 1,350 41,989 59815100 BANDAG INC COM 650 27,997 60505104 BANK OF AMERICA CORPORATION COM 503,281 53,855,887 62540109 BANK HAWAII CORP COM 1,150 49,638 63671101 BANK MONTREAL QUE COM 23,404,280 834,362,589 64057102 BANK NEW YORK INC COM 532,105 27,020,080 64149107 BANK NOVA SCOTIA HALIFAX COM 302,315 15,112,727 06423A103 BANK ONE CORP COM 149,984 8,777,771
Other Included Cusip Issuer Description Total Shares Market Value C$ Managers - ----- ------ ----------- ------------ ----------------- -------------- 06646R107 BANKNORTH GROUP INC NEW COM 3,749 148,363 66821109 BANTA CORP COM 50 2,730 67383109 BARD C R INC COM 8,004 688,770 67774109 BARNES & NOBLE INC COM 1,250 50,247 67901108 BARRICK GOLD CORP COM 21,046,501 607,867,046 68306109 BARR LABS INC COM 875 84,546 68313105 BARRA INC COM 1,000 56,548 71707103 BAUSCH & LOMB INC COM 5,984 308,074 71813109 BAXTER INTL INC COM 282,036 18,978,699 72730302 BAYER A G SPONSORED ADR 79,000 3,858,084 73325102 BEA SYS INC COM 7,450 106,623 73902108 BEAR STEARNS COS INC COM 39,461 3,673,024 75811109 BECKMAN COULTER INC COM 1,550 117,635 75887109 BECTON DICKINSON & CO COM 34,348 1,799,678 75896100 BED BATH & BEYOND INC COM 36,400 2,089,332 77347201 BEL FUSE INC CL A 300 10,403 77459105 BELDEN INC COM 10,100 320,128 79860102 BELLSOUTH CORP COM 323,656 15,504,258 80555105 BELO CORP COM SER A 73,150 2,515,470 81437105 BEMIS INC COM 6,115 441,768 84423102 BERKLEY W R CORP COM 4,300 359,696 84670108 BERKSHIRE HATHAWAY INC DEL CL A 45 4,568,867 84670207 BERKSHIRE HATHAWAY INC DEL CL B 112 379,486 86516101 BEST BUY INC COM 149,084 8,230,797 89302103 BIG LOTS INC COM 12,000 359,179 90597105 BIOGEN INC COM 37,700 2,375,530 90613100 BIOMET INC COM 87,349 3,602,897 09065H105 BIOPURE CORP CL A 2,000 23,270 09067D201 BIOTECH HOLDERS TR DEPOSTRY RCPTS 200 25,308 09067J109 BIOVAIL CORP COM 5,087,437 224,079,653 90945106 BIOSITE INC COM 1,050 44,954 91797100 BLACK & DECKER CORP COM 12,550 920,015 91826107 BLACK BOX CORP DEL COM 4,000 247,787 92113109 BLACK HILLS CORP COM 750 39,468 93671105 BLOCK H & R INC COM 24,090 1,690,880 95698106 BLUE MARTINI SOFTWARE INC COM 850 1,138 09643P108 BLYTH INC COM 750 35,612 96761101 BOB EVANS FARMS INC COM 700 33,515
Other Included Cusip Issuer Description Total Shares Market Value C$ Managers - ----- ------ ----------- ------------ ----------------- -------------- 97023105 BOEING CO COM 151,386 10,360,658 97383103 BOISE CASCADE CORP COM 7,518 394,824 99709107 BORDERS GROUP INC COM 1,450 40,578 99724106 BORG WARNER INC COM 550 48,316 99849101 BORLAND SOFTWARE CORP COM 1,200 18,798 100582105 BOSTON COMMUNICATIONS GROUP COM 700 8,559 101121101 BOSTON PROPERTIES INC COM 1,250 75,951 101137107 BOSTON SCIENTIFIC CORP COM 116,326 5,187,343 102183100 BOWATER INC COM 1,332 110,146 10549P606 BRASCAN CORP CL A LTD VT SH 7,729,232 270,445,828 108763103 BRIDGFORD FOODS CORP COM 1,700 34,310 109043109 BRIGGS & STRATTON CORP COM 400 23,507 109195107 BRIGHT HORIZON FAMILY SOLUTI COM 1,000 50,357 109641100 BRINKER INTL INC COM 2,425 117,101 110122108 BRISTOL MYERS SQUIBB CO COM 1,028,638 40,206,999 110415106 BRITESMILE INC COM 2,900 10,453 110448107 BRITISH AMERN TOB PLC SPONSORED ADR 127,000 4,133,536 111013108 BRITISH SKY BROADCASTING GRO SPONSORED ADR 13,000 1,137,080 111320107 BROADCOM CORP CL A 32,123 856,939 111620100 BROADWING INC COM 4,100 16,213 111621108 BROCADE COMMUNICATIONS SYS I COM 210,900 5,606,893 112900105 BROOKFIELD PPTYS CORP COM 3,474,221 108,705,316 1.144E+106 BROOK-PRI AUTOMATION INC COM 1,056 41,052 115236101 BROWN & BROWN INC COM 6,100 294,563 115637209 BROWN FORMAN CORP CL B 8,635 906,183 115660201 BROWN TOM INC COM NEW 1,250 53,897 116795105 BRUKER DALTONICS INC COM 1,650 9,913 117043109 BRUNSWICK CORP COM 22,985 978,829 117769109 BUCA INC COM 3,800 110,099 11776U102 BSQUARE CORP COM 1,150 3,953 118230101 BUCKEYE PARTNERS L P UNIT LTD PARTN 500 26,882 118255108 BUCKEYE TECHNOLOGIES INC COM 8,300 126,236 12189T104 BURLINGTON NORTHN SANTA FE C COM 53,240 2,429,202 122014103 BURLINGTON RES INC COM 26,076 1,507,054 124661109 C&D TECHNOLOGIES INC COM 1,650 45,221 124830100 CBL & ASSOC PPTYS INC COM 850 52,357 12489V106 CBRL GROUP INC COM 1,350 62,665 125010108 C COR NET CORP COM 1,350 14,373
Other Included Cusip Issuer Description Total Shares Market Value C$ Managers - ----- ------ ----------- ------------ ----------------- -------------- 125071100 C D I CORP COM 1,950 96,533 125129106 CDW COMPUTER CTRS INC COM 1,950 138,828 125137109 CEC ENTMT INC COM 1,700 106,783 12541M102 CH ENERGY GROUP INC COM 450 33,871 12541W100 C H ROBINSON WORLDWIDE INC COM 10,800 550,759 125509109 CIGNA CORP COM 19,188 2,843,034 12561W105 CLECO CORP NEW COM 9,800 326,418 125750109 CMGI INC COM 14,150 10,330 125896100 CMS ENERGY CORP COM 1,464,945 24,464,024 125965103 CSK AUTO CORP COM 2,600 55,124 126117100 CNA FINL CORP COM 3,350 135,019 12612W104 CNF INC COM 550 31,770 12613R104 CNET NETWORKS INC COM 442,659 1,339,759 126349109 CSG SYS INTL INC COM 80,300 2,337,554 126408103 CSX CORP COM 27,237 1,442,008 126426402 CT COMMUNICATIONS INC COM NEW 1,700 41,886 126501105 CTS CORP COM 1,550 28,360 126583103 CUNO INC COM 3,100 170,583 126650100 CVS CORP COM 700,919 32,454,838 126667104 CV THERAPEUTICS INC COM 93,100 2,636,535 126830207 CABLE & WIRELESS PUB LTD CO SPONSORED ADR 600 7,090 12686C109 CABLEVISION SYS CORP CL A NY CABLVS 2,150 30,934 12686C844 CABLEVISION SYS CORP CL A RAINB MED 100,600 1,338,783 127055101 CABOT CORP COM 1,450 62,631 127097103 CABOT OIL & GAS CORP CL A 700 24,327 12709P103 CABOT MICROELECTRONICS CORP COM 22,150 1,453,983 127190304 CACI INTL INC CL A 3,500 203,293 127209302 CADBURY SCHWEPPES PLC ADR 5,000 228,185 127387108 CADENCE DESIGN SYSTEM INC COM 4,900 120,134 130876105 CALIPER TECHNOLOGIES CORP COM 1,050 13,335 131193104 CALLAWAY GOLF CO COM 950 22,887 131347106 CALPINE CORP COM 64,925 694,179 132011107 CAMBREX CORP COM 400 24,395 133131102 CAMDEN PPTY TR SH BEN INT 700 39,424 13321L108 CAMECO CORP COM 2,173,159 84,101,257 134429109 CAMPBELL SOUP CO COM 51,777 2,178,178 135113108 CANADA LIFE FINL CORP COM 700 26,040 136069101 CDN IMPERIAL BK OF COMMERCE COM 6,844 332,618
Other Included Cusip Issuer Description Total Shares Market Value C$ Managers - ----- ------ ----------- ------------ ----------------- -------------- 136375102 CANADIAN NATL RY CO COM 7,006,580 560,806,679 136385101 CANADIAN NAT RES LTD COM 4,423,418 227,894,492 13645T100 CANADIAN PAC RY LTD COM 7,187,872 268,056,996 138006309 CANON INC ADR 55,507 3,192,048 139733109 CAPITAL AUTOMOTIVE REIT COM SH BEN INT 600 21,773 14040H105 CAPITAL ONE FINL CORP COM 83,448 7,748,290 14057C106 CAPITOL FED FINL COM 1,300 51,565 14067D102 CAPSTONE TURBINE CORP COM 1,500 3,787 14067E506 CAPSTEAD MTG CORP COM NO PAR 1,900 65,019 14149Y108 CARDINAL HEALTH INC COM 325,926 30,441,241 141665109 CAREER EDUCATION CORP COM 1,000 68,441 141705103 CAREMARK RX INC COM 135,550 3,401,635 142339100 CARLISLE COS INC COM 400 27,364 143658102 CARNIVAL CORP COM 76,035 3,202,143 144285103 CARPENTER TECHNOLOGY CORP COM 785 34,397 144418100 CARRAMERICA RLTY CORP COM 1,400 65,688 147339105 CASCADE NAT GAS CORP COM 350 11,125 147528103 CASEYS GEN STORES INC COM 16,700 305,807 148411101 CASTLE A M & CO COM 1,450 27,522 148867104 CATALINA MARKETING CORP COM 65,150 2,796,248 149111106 CATELLUS DEV CORP COM 1,850 57,456 149123101 CATERPILLAR INC DEL COM 216,850 16,144,194 150185106 CEDAR FAIR L P DEPOSITRY UNIT 1,000 36,137 150921104 CELL GENESYS INC COM 1,100 22,567 150925204 CELLSTAR CORP COM NEW 980 4,829 150934107 CELL THERAPEUTICS INC COM 1,350 11,209 15101Q108 CELESTICA INC SUB VTG SHS 6,041,429 208,670,448 151020104 CELGENE CORP COM 1,150 26,760 151158102 CELLTECH GROUP PLC SPONSORED ADR 44,000 1,057,338 151290889 CEMEX S A SPON ADR 5 ORD 1,115 44,702 151313103 CENDANT CORP COM 228,597 5,521,096 15133T104 CENTENNIAL BANCORP COM 4,784 57,335 15133V208 CENTENNIAL COMMUNCTNS CORP N CL A NEW 1,500 5,567 151895109 CENTERPOINT PPTYS TR SH BEN INT 500 44,221 152312104 CENTEX CORP COM 9,024 793,151 152319109 CENTILLIUM COMMUNICATIONS IN COM 1,900 25,198 15231R109 CENTEX CONSTRUCTION PRODUCTS COM 650 35,985 153145107 CENTRAL COAST BANCORP COM 750 25,871
Other Included Cusip Issuer Description Total Shares Market Value C$ Managers - ----- ------ ----------- ------------ ----------------- -------------- 154785109 CENTRAL PKG CORP COM 7,600 265,162 156490104 CENTURY BUSINESS SVCS INC COM 1,300 6,444 156700106 CENTURYTEL INC COM 19,793 886,361 156708109 CEPHALON INC COM 332,371 22,848,927 156779100 CERIDIAN CORP NEW COM 137,400 3,966,315 156782104 CERNER CORP COM 700 50,922 156880106 CERTEGY INC COM 174,600 9,849,299 157085101 CERUS CORP COM 900 46,376 158711101 CHAMPIONSHIP AUTO RACING TEA COM 2,350 35,205 159864107 CHARLES RIV LABS INTL INC COM 1,200 63,970 160903100 CHARTER ONE FINL INC COM 32,014 1,673,979 160908109 CHARTER MUN MTG ACCEP CO SH BEN INT 750 20,395 161133103 CHARMING SHOPPES INC COM 6,650 87,386 16117M107 CHARTER COMMUNICATIONS INC D CL A 119,200 739,675 16122M100 CHARTER FINL CORP WEST PT GA COM 550 23,807 161726104 CHATEAU CMNTYS INC COM 1,100 51,194 162456107 CHATTEM INC COM 2,900 138,935 162813109 CHECKFREE CORP NEW COM 1,700 40,438 163072101 CHEESECAKE FACTORY INC COM 1,150 62,056 163596109 CHEMED CORP COM 200 11,465 165159104 CHESAPEAKE CORP COM 400 16,018 165167107 CHESAPEAKE ENERGY CORP COM 4,600 50,373 166764100 CHEVRONTEXACO CORP COM 223,027 30,019,604 168615102 CHICOS FAS INC COM 1,725 95,288 168905107 CHILDRENS PL RETAIL STORES I COM 1,750 70,535 169373107 CHINA FD INC COM 102,000 2,136,183 170040109 CHIRON CORP COM 25,200 1,354,859 170228100 CHITTENDEN CORP COM 11,737 517,321 170388102 CHOICEPOINT INC COM 61,298 4,239,118 171232101 CHUBB CORP COM 28,681 3,087,671 171340102 CHURCH & DWIGHT INC COM 300 14,295 17163B102 CIBER INC COM 3,000 33,080 171779101 CIENA CORP COM 359,321 2,289,817 171796105 CIMA LABS INC COM 250 9,171 172062101 CINCINNATI FINL CORP COM 22,000 1,556,897 172474108 CINERGY CORP COM 23,726 1,298,705 172737108 CIRCUIT CITY STORE INC CIRCT CITY GRP 28,054 800,019 172755100 CIRRUS LOGIC INC COM 1,900 21,644
Other Included Cusip Issuer Description Total Shares Market Value C$ Managers - ----- ------ ----------- ------------ ----------------- -------------- 17275R102 CISCO SYS INC COM 3,393,316 71,938,220 172908105 CINTAS CORP COM 21,350 1,604,091 172967101 CITIGROUP INC COM 2,261,475 133,128,821 174420109 CITIZENS BKG CORP MICH COM 8,400 370,239 17453B101 CITIZENS COMMUNICATIONS CO COM 36,724 466,939 177376100 CITRIX SYS INC COM 187,576 1,723,132 17770A109 CITY BK LYNNWOOD WASH COM 500 24,335 178566105 CITY NATL CORP COM 30,900 2,526,046 179584107 CLAIRES STORES INC COM 1,300 45,278 179895107 CLARCOR INC COM 1,100 52,951 184190106 CLAYTON HOMES INC COM 2,300 55,270 184502102 CLEAR CHANNEL COMMUNICATIONS COM 325,766 15,864,680 1.868E+111 CLICKACTION INC COM 28,250 24,490 189054109 CLOROX CO DEL COM 29,875 1,878,831 189754104 COACH INC COM 36,000 3,005,932 191216100 COCA COLA CO COM 619,559 52,770,052 191219104 COCA COLA ENTERPRISES INC COM 56,172 1,886,354 191241108 COCA-COLA FEMSA S A DE C V SPON ADR REP L 13,883 506,756 192422103 COGNEX CORP COM 86,500 2,637,757 192423101 COGNICASE INC COM 908,060 8,562,695 192446102 COGNIZANT TECHNOLOGY SOLUTIO CL A 200 16,350 19244C109 COGNOS INC COM 3,084,265 156,675,948 192479103 COHERENT INC COM 700 31,448 193294105 COLE KENNETH PRODTNS INC CL A 1,450 62,521 194162103 COLGATE PALMOLIVE CO COM 339,280 25,793,973 194830204 COLLINS & AIKMAN CORP NEW COM NEW 760 10,519 195493309 COLONIAL BANCGROUP INC COM 2,250 51,331 195872106 COLONIAL PPTYS TR COM SH BEN INT 850 50,354 198516106 COLUMBIA SPORTSWEAR CO COM 1,450 70,568 200300200 COMCAST CORP CL A SPL 360,074 13,055,763 200340107 COMERICA INC COM 477,807 44,619,543 200519106 COMMERCE BANCORP INC NJ COM 1,400 94,114 200525103 COMMERCE BANCSHARES INC COM 1,151 77,445 200641108 COMMERCE GROUP INC MASS COM 700 42,106 200693109 COMMERCE ONE INC DEL COM 4,200 3,130 201647104 COMMERCIAL FEDERAL CORPORATI COM 1,100 48,099 202218103 COMMERCIAL NET LEASE RLTY IN COM 1,600 38,935 203349105 COMMONWEALTH TEL ENTERPRISES COM 400 24,481
Other Included Cusip Issuer Description Total Shares Market Value C$ Managers - ----- ------ ----------- ------------ ----------------- -------------- 203372107 COMMSCOPE INC COM 136,300 2,591,255 203668108 COMMUNITY HEALTH SYS INC NEW COM 29,300 1,194,281 203902101 COMMUNITY FIRST BANKSHARES I COM 750 29,760 20440W105 COMPANHIA SIDERURGICA NACION SPONSORED ADR 1,200 28,910 204412209 COMPANHIA VALE DO RIO DOCE SPONSORED ADR 6,199 260,877 204421101 COMPANIA ANONIMA NACIONL TEL SPON ADR D 30,235 654,364 204429104 COMPANIA CERVECERIAS UNIDAS SPONSORED ADR 8,830 206,145 204448104 COMPANIA DE MINAS BUENAVENTU SPONSORED ADR 117,000 4,519,848 204449300 COMPANIA DE TELECOMUNICS CHI SPON ADR NEW 40,733 758,904 20449H109 COMPASS BANCSHARES INC COM 3,550 181,414 20478N100 COMPUCREDIT CORP COM 4,700 50,324 204912109 COMPUTER ASSOC INTL INC COM 77,382 1,868,869 205253107 COMPUTER MOTION INC COM 4,600 5,177 205363104 COMPUTER SCIENCES CORP COM 22,076 1,604,917 205638109 COMPUWARE CORP COM 47,000 433,901 20563P101 COMPX INTERNATIONAL INC CL A 2,000 40,152 205826209 COMTECH TELECOMMUNICATIONS C COM NEW 650 6,821 205862402 COMVERSE TECHNOLOGY INC COM PAR $0.10 22,500 316,882 205887102 CONAGRA FOODS INC COM 289,354 12,168,271 206186108 CONCORD COMMUNICATIONS INC COM 2,000 50,129 206197105 CONCORD EFS INC COM 444,798 20,389,676 206784100 CONDUCTUS INC COM 4,300 7,848 206829103 CONECTIV INC COM 1,700 65,802 207142100 CONEXANT SYSTEMS INC COM 5,300 13,059 208251504 CONOCO INC COM 340,077 14,378,921 208464107 CONSECO INC COM 26,780 81,460 20854P109 CONSOL ENERGY INC COM 750 24,240 209115104 CONSOLIDATED EDISON INC COM 30,096 1,911,039 21036P108 CONSTELLATION BRANDS INC CL A 700 34,068 210371100 CONSTELLATION ENERGY GROUP I COM 20,914 933,257 210795308 CONTINENTAL AIRLS INC CL B 950 22,800 212485106 CONVERGYS CORP COM 148,750 4,407,072 216640102 COOPER CAMERON CORP COM 36,750 2,706,365 216831107 COOPER TIRE & RUBR CO COM 7,184 224,534 217016104 COORS ADOLPH CO CL B 4,550 431,125 217204106 COPART INC COM 6,050 149,341 218868107 CORINTHIAN COLLEGES INC COM 600 30,926 21887F100 CORIXA CORP COM 1,800 18,753
Other Included Cusip Issuer Description Total Shares Market Value C$ Managers - ----- ------ ----------- ------------ ----------------- -------------- 219023108 CORN PRODS INTL INC COM 718 33,984 21922V102 CORNERSTONE RLTY INCOME TR I COM 1,100 18,687 219350105 CORNING INC COM 114,822 619,951 21988R102 CORPORATE EXECUTIVE BRD CO COM 700 36,464 220874101 CORUS ENTERTAINMENT INC COM CL B NON VTG 950 25,555 221005101 CORVAS INTL INC COM 550 1,798 221009103 CORVIS CORP COM 24,800 24,517 221485105 COST PLUS INC CALIF COM 900 41,693 22160K105 COSTCO WHSL CORP NEW COM 293,562 16,955,147 22163N106 COTT CORP QUE COM 1,925,611 55,380,580 222372104 COUNTRYWIDE CR INDS INC DEL COM 17,794 1,305,795 222795106 COUSINS PPTYS INC COM 1,100 41,424 222816100 COVANCE INC COM 1,350 38,498 222862104 COVENTRY HEALTH CARE INC COM 900 39,011 224044107 COX COMMUNICATIONS INC NEW CL A 40,630 1,702,443 224051102 COX RADIO INC CL A 106,600 3,907,316 22409V102 CP SHIPS LTD COM 4,066,456 63,152,062 224399105 CRANE CO COM 5,052 195,011 224633107 CRAWFORD & CO CL B 1,300 16,094 225302108 CREDENCE SYS CORP COM 1,250 33,783 225447101 CREE INC COM 3,750 75,456 225606102 CREO INC COM 1,475,562 34,740,224 225756105 CRESCENT REAL ESTATE EQUITIE COM 4,000 113,764 227116100 CROMPTON CORP COM 2,500 48,479 22748P105 CROSS CTRY INC COM 1,000 57,490 22765D100 CROSSROADS SYS INC COM 2,600 4,033 228227104 CROWN CASTLE INTL CORP COM 7,650 45,725 228255105 CROWN CORK & SEAL INC COM 173,750 1,810,171 228411104 CROWN MEDIA HLDGS INC CL A 1,750 21,000 229678107 CUBIST PHARMACEUTICALS INC COM 116,900 1,673,048 229899109 CULLEN FROST BANKERS INC COM 58,850 3,212,360 230215105 CULP INC COM 1,000 24,502 231021106 CUMMINS INC COM 4,910 247,180 231082108 CUMULUS MEDIA INC CL A 93,000 1,949,110 23126R101 CURAGEN CORP COM 700 5,866 231292103 CURON MED INC COM 900 4,750 231561101 CURTISS WRIGHT CORP COM 450 54,650 23251P102 CYBERONICS INC COM 450 8,979
Other Included Cusip Issuer Description Total Shares Market Value C$ Managers - ----- ------ ----------- ------------ ----------------- -------------- 232572107 CYMER INC COM 500 26,646 232806109 CYPRESS SEMICONDUCTOR CORP COM 2,950 68,108 232820100 CYTEC INDS INC COM 750 35,863 232946103 CYTYC CORP COM 22,410 259,717 233162106 DDI CORP COM 2,550 3,327 23322L106 DMC STRATEX NETWORKS INC COM 2,700 8,250 233293109 DPL INC COM 3,500 140,798 23329J104 DQE INC COM 1,300 27,681 23331A109 D R HORTON INC COM 2,715 107,485 233326107 DST SYS INC DEL COM 39,850 2,770,408 233331107 DTE ENERGY CO COM 22,386 1,519,865 233343102 DVI INC COM 1,100 32,289 235774106 DAN RIV INC GA CL A 6,800 56,262 235811106 DANA CORP COM 130,034 3,664,684 235851102 DANAHER CORP DEL COM 132,116 13,332,162 237194105 DARDEN RESTAURANTS INC COM 24,158 907,532 238113104 DATASCOPE CORP COM 700 29,427 23918K108 DAVITA INC COM 114,400 4,141,019 242370104 DEAN FOODS CO NEW COM 1,884 106,879 244199105 DEERE & CO COM 31,529 2,296,942 247025109 DELL COMPUTER CORP COM 620,897 24,680,612 247126105 DELPHI CORP COM 73,677 1,479,143 247131105 DELPHI FINL GROUP INC CL A 44,560 2,931,133 247357106 DELTA & PINE LD CO COM 300 9,171 247361108 DELTA AIR LINES INC DEL COM 15,216 462,844 24783R103 DELTAGEN INC COM 307,700 1,146,563 248019101 DELUXE CORP COM 8,417 497,851 248239105 DENDRITE INTL INC COM 500 7,354 249030107 DENTSPLY INTL INC NEW COM 1,500 84,205 249906108 DESCARTES SYS GROUP INC COM 1,583,994 7,159,653 251566105 DEUTSCHE TELEKOM AG SPONSORED ADR 148,608 2,104,244 251591103 DEVELOPERS DIVERSIFIED RLTY COM 1,000 34,236 25179M103 DEVON ENERGY CORP NEW COM 269,917 20,199,640 251893103 DEVRY INC DEL COM 1,600 55,580 25243Q205 DIAGEO P L C SPON ADR NEW 189,155 14,697,272 252450101 DIAGNOSTIC PRODS CORP COM 500 28,137 25247D101 DIAL CORP NEW COM 500 15,224 25271C102 DIAMOND OFFSHORE DRILLING IN COM 158,250 6,859,506
Other Included Cusip Issuer Description Total Shares Market Value C$ Managers - ----- ------ ----------- ------------ ----------------- -------------- 252787106 DIAMONDS TR UNIT SER 1 12,180 1,717,056 25278P106 DIAMONDCLUSTER INTL INC CL A 800 7,276 253651103 DIEBOLD INC COM 2,400 135,933 253756100 DIGEX INC DEL CL A 5,100 1,706 253855100 DIGITAL LIGHTWAVE INC COM 350 1,246 25385G106 DIGITAL IMPACT INC DEL COM 2,300 6,856 25385P106 DIGITAL INSIGHT CORP COM 900 22,517 25388M100 DIGITALTHINK INC COM 500 1,065 253921100 DIGITAL GENERATION SYS INC COM 3,100 5,233 253922108 DIME CMNTY BANCSHARES COM 512 17,669 254067101 DILLARDS INC CL A 10,377 414,922 254546104 DIONEX CORP COM 93,000 3,789,308 254590102 DISC GRAPHICS INC COM 900 1,848 254687106 DISNEY WALT CO COM DISNEY 753,067 21,646,709 254753106 DISTRIBUCION Y SERVICIO D&S SPONSORED ADR 5,675 102,625 25500M103 DITECH COMMUNICATIONS CORP COM 1,300 5,615 255064107 DIVERSA CORP COM 36,800 556,897 256069105 DOBSON COMMUNICATIONS CORP CL A 1,850 2,420 25608L106 DOCENT INC COM 1,650 2,886 256159104 DOCUMENTUM INC COM 700 12,776 256605106 DOLE FOOD INC COM 900 39,696 256669102 DOLLAR GEN CORP COM 39,783 1,151,438 256747106 DOLLAR TREE STORES INC COM 89,475 5,363,057 25746U109 DOMINION RES INC VA NEW COM 48,221 4,855,103 257651109 DONALDSON INC COM 950 50,628 257867101 DONNELLEY R R & SONS CO COM 15,896 666,061 25811P100 DORAL FINL CORP COM 32,900 1,670,770 258609304 DOUBLECLICK INC COM 2,771 31,271 260003108 DOVER CORP COM 26,258 1,397,764 260543103 DOW CHEM CO COM 153,078 8,004,325 260561105 DOW JONES & CO INC COM 10,586 780,063 261018105 DOWNEY FINL CORP COM 650 46,760 261876106 DREXLER TECHNOLOGY CORP COM 1,600 52,563 261878102 DREYERS GRAND ICE CREAM INC COM 850 88,684 263534109 DU PONT E I DE NEMOURS & CO COM 195,236 13,183,998 264399106 DUKE ENERGY CORP COM 249,804 11,815,829 264411505 DUKE REALTY CORP COM NEW 2,600 114,479 2.648E+104 DUN & BRADSTREET CORP DEL NE COM 1,275 64,089
Other Included Cusip Issuer Description Total Shares Market Value C$ Managers - ----- ------ ----------- ------------ ----------------- -------------- 26613X101 DUPONT PHOTOMASKS INC COM 150 7,410 266597301 DURBAN ROODEPOORT DEEP LTD SPONSORED ADR 200,000 1,292,776 266605104 DURECT CORP COM 92,100 1,120,608 267455103 DWYER GROUP INC COM 1,300 8,166 267475101 DYCOM INDS INC COM 1,700 30,225 26816Q101 DYNEGY INC NEW CL A 43,945 481,223 268258100 ECI TELECOM LTD ORD 49,392 225,363 268484102 EGL INC COM 1,950 50,300 268648102 E M C CORP MASS COM 497,738 5,714,740 268664109 EMC INS GROUP INC COM 1,800 41,749 26874Q100 ENSCO INTL INC COM 3,850 159,621 26874R108 ENI S P A SPONSORED ADR 65 7,909 26875P101 EOG RES INC COM 79,476 4,798,779 26881Q101 EPIX MEDICAL INC COM 126,600 2,031,376 26881V100 E PIPHANY INC COM 231,850 1,548,017 269246104 E TRADE GROUP INC COM 10,700 88,855 26926P100 EVCI CAREER COLLEGES INC COM 1,250 1,939 270321102 EARTHLINK INC COM 3,050 31,173 277276101 EASTGROUP PPTY INC COM 4,700 182,138 277432100 EASTMAN CHEM CO COM 9,465 675,146 277461109 EASTMAN KODAK CO COM 69,190 3,069,616 278058102 EATON CORP COM 30,484 3,372,944 278265103 EATON VANCE CORP COM NON VTG 52,350 2,479,360 278642103 EBAY INC COM 13,950 1,307,375 27874N105 ECHELON CORP COM 350 6,856 278751102 ECHO BAY MINES LTD COM 5,322,913 9,310,038 278762109 ECHOSTAR COMMUNICATIONS NEW CL A 93,950 2,652,033 278856109 ECLIPSYS CORP COM 1,550 15,462 278865100 ECOLAB INC COM 15,441 1,085,684 281020107 EDISON INTL COM 42,485 1,098,471 281033100 EDISON SCHOOLS INC CL A 1,550 2,240 28139T101 EDUCATION MGMT CORP COM 1,070 66,283 281667105 J D EDWARDS & CO COM 4,050 74,840 281760108 EDWARDS AG INC COM 1,350 79,809 2.818E+112 EDWARDS LIFESCIENCES CORP COM 4,750 165,582 28224R101 EFUNDS CORP COM 800 11,546 28336L109 EL PASO CORP COM 73,553 2,305,593 284131208 ELAN PLC ADR 1,355 11,273
Other Included Cusip Issuer Description Total Shares Market Value C$ Managers - ----- ------ ----------- ------------ ----------------- -------------- 284560109 ELDERTRUST COM SH BEN INT 2,600 31,240 285218103 ELECTRO RENT CORP COM 3,200 63,221 285229100 ELECTRO SCIENTIFIC INDS COM 700 25,871 285512109 ELECTRONIC ARTS INC COM 94,400 9,483,072 285661104 ELECTRONIC DATA SYS NEW COM 139,286 7,397,043 286082102 ELECTRONICS FOR IMAGING INC COM 1,950 47,186 290787100 EMBARCADERO TECHNOLOGIES INC COM 500 4,700 290846104 EMCORE CORP COM 1,450 13,232 291011104 EMERSON ELEC CO COM 490,883 39,815,347 291525103 EMMIS COMMUNICATIONS CORP CL A 4,250 136,970 291657104 EMPIRE FED BANCORP INC COM 1,500 31,939 292475209 EMULEX CORP COM NEW 1,800 61,624 292505104 ENCANA CORP COM 19,368,166 901,343,043 29250N105 ENBRIDGE INC COM 174,645 8,230,224 29258N107 ENDESA S A SPONSORED ADR 99,775 2,147,861 29264F205 ENDO PHARMACEUTICALS HLDGS I COM 1,200 12,776 29265N108 ENERGEN CORP COM 450 18,513 29266M109 ENERGY EAST CORP COM 2,700 92,806 29266R108 ENERGIZER HLDGS INC COM 1,750 72,981 29274D604 ENERPLUS RES FD UNIT TR G NEW 453 12,770 29274F104 ENERSIS S A SPONSORED ADR 11,641 102,512 292845104 ENGELHARD CORP COM 18,012 775,817 29355X107 ENPRO INDS INC COM 214 1,829 29362U104 ENTEGRIS INC COM 7,300 162,099 293637104 ENTERASYS NETWORKS INC COM 3,800 10,287 293639100 ENTERCOM COMMUNICATIONS CORP CL A 16,200 1,130,920 29364G103 ENTERGY CORP NEW COM 30,032 1,938,491 293792107 ENTERPRISE PRODS PARTNERS L COM 2,700 66,730 29382R107 ENTRAVISION COMMUNICATIONS C CL A 2,050 38,194 293848107 ENTRUST INC COM 154,890 640,447 293904108 ENZON INC COM 73,050 2,734,237 294100102 ENZO BIOCHEM INC COM 908 19,790 2.941E+104 EON LABS INC COM 1,100 30,047 294429105 EQUIFAX INC COM 19,642 806,592 294549100 EQUITABLE RES INC COM 1,250 65,209 294592308 EQUITEX INC COM PAR $0.02 2,350 1,787 294703103 EQUITY INNS INC COM 900 10,951 294741103 EQUITY OFFICE PROPERTIES TRU COM 52,748 2,414,775
Other Included Cusip Issuer Description Total Shares Market Value C$ Managers - ----- ------ ----------- ------------ ----------------- -------------- 29476L107 EQUITY RESIDENTIAL SH BEN INT 35,800 1,565,399 294821400 ERICSSON L M TEL CO ADR CL B SEK10 2,290 5,015 29530P102 ERIE INDTY CO CL A 1,450 89,338 29664R106 ESPERION THERAPEUTICS INC COM 50,100 413,754 297178105 ESSEX PPTY TR INC COM 750 62,395 297602104 ETHAN ALLEN INTERIORS INC COM 300 16,088 299096107 EVANS & SUTHERLAND COMPUTER COM 4,050 47,738 300645108 EXAR CORP COM 4,600 137,965 301504106 EXE TECHNOLOGIES INC COM 4,150 7,069 30161N101 EXELON CORP COM 41,492 3,300,428 30161Q104 EXELIXIS INC COM 151,581 1,735,977 302043104 EXFO ELECTRO OPTICAL ENGR IN SUB VTG SHS 573,825 2,984,763 302125109 EXPEDIA INC CL A 1,050 94,684 302125125 EXPEDIA INC *W EXP 02/04/200 162 7,145 302130109 EXPEDITORS INTL WASH INC COM 50,800 2,562,020 302182100 EXPRESS SCRIPTS INC COM 214,600 16,355,294 30218U108 EXPRESSJET HOLDINGS INC CL A 2,200 43,665 30224P101 EXTENDED STAY AMER INC COM 129,850 3,203,098 30226D106 EXTREME NETWORKS INC COM 89,200 1,325,451 302284104 EXULT INC DEL COM 1,300 12,852 30231G102 EXXON MOBIL CORP COM 1,787,763 111,222,575 302367107 F&M BANCORP MD COM 550 29,512 30241L109 FEI CO COM 450 16,775 302491303 F M C CORP COM NEW 761 34,919 30249U101 FMC TECHNOLOGIES INC COM 68,878 2,154,860 302520101 FNB CORP PA COM 1,101 45,982 302571104 FPL GROUP INC COM 30,649 2,796,401 303075105 FACTSET RESH SYS INC COM 3,600 162,999 303250104 FAIR ISAAC & CO INC COM 375 18,747 303726103 FAIRCHILD SEMICONDUCTOR INTL CL A 1,700 62,829 305204109 FAIRMONT HOTELS RESORTS INC COM 2,547,105 99,337,095 306075102 FALCON PRODS INC COM 1,000 9,278 307000109 FAMILY DLR STORES INC COM 114,978 6,164,220 30744P102 FARGO ELECTRONICS INC COM 2,250 28,129 311900104 FASTENAL CO COM 2,100 122,998 313400301 FEDERAL HOME LN MTG CORP COM 313,841 29,212,273 313586109 FEDERAL NATL MTG ASSN COM 247,784 27,792,562 313747206 FEDERAL REALTY INVT TR SH BEN INT NEW 800 33,716
Other Included Cusip Issuer Description Total Shares Market Value C$ Managers - ----- ------ ----------- ------------ ----------------- -------------- 313855108 FEDERAL SIGNAL CORP COM 2,550 93,080 31410H101 FEDERATED DEPT STORES INC DE COM 25,522 1,541,024 314211103 FEDERATED INVS INC PA CL B 1,925 101,213 31428X106 FEDEX CORP COM 36,434 2,959,050 31430F101 FELCOR LODGING TR INC COM 950 26,513 315405100 FERRO CORP COM 1,500 68,783 316326107 FIDELITY NATL FINL INC COM 1,484 71,322 316773100 FIFTH THIRD BANCORP COM 157,781 15,994,074 316869106 FILENET CORP COM 2,050 45,209 31787A101 FINISAR COM 8,650 31,179 318522307 FIRST AMERN CORP CALIF COM 300 10,289 31865W108 FIRST AVIATION SVCS INC COM 9,000 63,899 319301107 FIRST BELL BANCORP INC COM 600 15,650 319383105 FIRST BUSEY CORP COM 1,100 37,157 319439105 FIRST CHARTER CORP COM 900 24,748 31946M103 FIRST CTZNS BANCSHARES INC N CL A 450 75,689 319960100 FIRST FED CAP CORP COM 1,500 50,418 319963104 FIRST DATA CORP COM 537,316 30,775,100 32006W106 FIRST DEFIANCE FINL CORP COM 2,750 83,859 32054K103 FIRST INDUSTRIAL REALTY TRUS COM 650 32,475 320734106 FIRST LONG IS CORP COM 300 22,357 320867104 FIRST MIDWEST BANCORP DEL COM 999 42,209 320960107 FIRST HEALTH GROUP CORP COM 91,850 3,917,071 335847208 FIRST OAK BROOK BANCSHARES I COM 400 19,376 337162101 FIRST TENN NATL CORP COM 39,217 2,284,428 337477103 FIRST VA BANKS INC COM 2,275 185,529 337719108 FISCHER IMAGING CORP COM 173,700 2,246,872 337738108 FISERV INC COM 109,250 6,099,722 337915102 FIRSTMERIT CORP COM 2,650 111,159 337932107 FIRSTENERGY CORP COM 37,740 1,915,987 338032204 FISHER SCIENTIFIC INTL INC COM NEW 850 36,198 33832D106 FIVE STAR QUALITY CARE INC COM 2,291 19,513 338494107 FLANDERS CORP COM 8,450 25,575 339030108 FLEETBOSTON FINL CORP COM 1,056,238 51,968,516 339130106 FLEMING COS INC COM 950 26,513 340632108 FLORIDA EAST COAST INDS CL A 100 3,848 341140101 FLORIDA ROCK INDS INC COM 575 31,492 343412102 FLUOR CORP NEW COM 60,654 3,593,115
Other Included Cusip Issuer Description Total Shares Market Value C$ Managers - ----- ------ ----------- ------------ ----------------- -------------- 343498101 FLOWERS FOODS INC COM 1,125 44,230 34354P105 FLOWSERVE CORP COM 700 31,726 344419106 FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 17,829 1,063,503 344849104 FOOT LOCKER INC COM 2,350 51,646 344912100 FOOTSTAR INC COM 1,100 40,922 345370860 FORD MTR CO DEL COM PAR $0.01 364,512 8,870,178 345426100 FORDING INC COM 1,768,645 50,406,383 345550107 FOREST CITY ENTERPRISES INC CL A 600 31,711 345838106 FOREST LABS INC COM 80,716 8,691,548 346091705 FOREST OIL CORP COM PAR $0.01 5,425 233,584 346563109 FORRESTER RESH INC COM 1,300 38,355 349631101 FORTUNE BRANDS INC COM 20,617 1,754,091 349853101 FORWARD AIR CORP COM 3,400 169,509 349882100 FOSSIL INC COM 75,000 2,345,247 35063R100 FOUNDRY NETWORKS INC COM 7,750 82,863 3.51E+108 FOUR SEASONS HOTEL INC LTD VTG SH 1,018,217 72,569,076 35138T107 FOX ENTMT GROUP INC CL A 78,000 2,580,228 352128201 FRANKFORT FIRST BANCORP INC COM NEW 400 10,890 354613101 FRANKLIN RES INC COM 142,149 9,218,606 356108100 FREDS INC CL A 1,030 57,617 356602102 FREEMARKETS INC COM 450 9,671 35671D857 FREEPORT-MCMORAN COPPER & GO CL B 146,948 3,989,387 358433100 FRIEDMAN BILLINGS RAMSEY GRO CL A 1,400 27,106 359065109 FRONTIER AIRLINES INC NEW COM 400 4,946 35914P105 FRONTIER OIL CORP COM 650 17,221 35952H106 FUELCELL ENERGY INC COM 200 3,130 359586302 FUJI PHOTO FILM LTD ADR 860 40,227 359694106 FULLER H B CO COM 1,100 49,002 360271100 FULTON FINL CORP PA COM 1,441 41,488 360921100 FURNITURE BRANDS INTL INC COM 1,200 55,209 361268105 G & K SVCS INC CL A 3,500 182,266 361448103 GATX CORP COM 595 27,239 361475106 GBC BANCORP CALIF COM 700 30,821 36229U102 GSI LUMONICS INC COM 1,228,736 14,314,775 362359408 GT GROUP TELECOM INC CL B NON VTG 1,888,700 229,795 36238T104 GTC BIOTHERAPEUTICS INC COM 3,400 6,516 362418105 GABLES RESIDENTIAL TR SH BEN INT 5,600 271,951 363576109 GALLAGHER ARTHUR J & CO COM 2,850 150,194
Other Included Cusip Issuer Description Total Shares Market Value C$ Managers - ----- ------ ----------- ------------ ----------------- -------------- 363595109 GALLAHER GROUP PLC SPONSORED ADR 600 34,084 364730101 GANNETT INC COM 52,635 6,074,126 364760108 GAP INC DEL COM 109,917 2,373,873 364802108 GARAN INC COM 250 21,810 366651206 GARTNER INC CL B 1,900 27,164 367626108 GATEWAY INC COM 39,878 269,290 367905106 GAYLORD ENTMT CO NEW COM 400 13,670 36866W106 GEMSTAR-TV GUIDE INTL INC COM 34,370 281,756 368682100 GENCORP INC COM 1,250 27,186 368689105 GENE LOGIC INC COM 1,300 27,681 368709101 GENENCOR INTL INC COM 2,550 37,969 368710406 GENENTECH INC COM NEW 188,800 9,619,468 369385109 GENERAL COMMUNICATION INC CL A 277,100 2,802,387 369550108 GENERAL DYNAMICS CORP COM 49,014 7,927,968 369604103 GENERAL ELEC CO COM 2,968,477 130,847,462 370021107 GENERAL GROWTH PPTYS INC COM 900 69,810 370334104 GENERAL MLS INC COM 43,898 2,943,002 370442105 GENERAL MTRS CORP COM 100,251 8,149,682 370442832 GENERAL MTRS CORP CL H NEW 531,842 8,784,493 371532102 GENESCO INC COM 1,400 51,848 37184C103 GENESIS MICROCHIP INC DEL COM 39,200 480,535 371901109 GENTEX CORP COM 1,400 58,491 372460105 GENUINE PARTS CO COM 23,925 1,268,844 372917104 GENZYME CORP COM GENL DIV 26,650 779,842 373200203 GEORGIA GULF CORP COM PAR $0.01 1,400 56,298 373298108 GEORGIA PAC CORP COM 33,338 1,245,725 373865104 GERMAN AMERN BANCORP COM 210 5,909 374276103 GETTY IMAGES INC COM 800 26,488 37476F103 GIBRALTAR STL CORP COM 1,400 47,249 375558103 GILEAD SCIENCES INC COM 341,470 17,076,097 375766102 GILLETTE CO COM 288,523 14,864,755 37637Q105 GLACIER BANCORP INC NEW COM 3,528 131,462 377316104 GLATFELTER COM 100 2,859 37733W105 GLAXOSMITHKLINE PLC SPONSORED ADR 52,364 3,434,386 37803P105 GLENBOROUGH RLTY TR INC COM 3,950 142,380 379302102 GLIMCHER RLTY TR SH BEN INT 900 25,186 379336100 GLOBAL INDS LTD COM 3,400 36,146 37936S109 GLOBAL PMT TECHNOLOGIES INC COM 3,500 31,673
Other Included Cusip Issuer Description Total Shares Market Value C$ Managers - ----- ------ ----------- ------------ ----------------- -------------- 37940X102 GLOBAL PMTS INC COM 4,350 197,553 37941P108 GLOBAL POWER EQUIPMENT INC COM 100 1,506 37957V106 GLOBESPANVIRATA INC COM 3,033 17,852 38059T106 GOLD FIELDS LTD NEW SPONSORED ADR 140,000 2,389,049 380956409 GOLDCORP INC NEW COM 5,968,982 92,698,286 381197102 GOLDEN ST BANCORP INC COM 2,300 126,806 381317106 GOLDEN WEST FINL CORP DEL COM 21,213 2,219,057 38141G104 GOLDMAN SACHS GROUP INC COM 23,070 2,573,665 382388106 GOODRICH CORP COM 132,710 5,514,277 382550101 GOODYEAR TIRE & RUBR CO COM 22,233 632,668 382588101 GOODYS FAMILY CLOTHING INC COM 1,400 24,359 384109104 GRACO INC COM 19,650 765,379 384313102 GRAFTECH INTL LTD COM 3,150 58,928 384802104 GRAINGER W W INC COM 12,049 918,106 387328107 GRANITE CONSTR INC COM 750 28,859 38821G101 GRANT PRIDECO INC COM 2,735 56,572 390064103 GREAT ATLANTIC & PAC TEA INC COM 6,400 181,925 390568103 GREAT LAKES CHEM CORP COM 4,407 177,554 391164100 GREAT PLAINS ENERGY INC COM 850 26,308 391648102 GREATER BAY BANCORP COM 1,100 51,462 39167B102 GREATER CHINA FD INC COM 125,000 1,872,624 395384100 GREENPOINT FINL CORP COM 1,750 130,684 39787M108 GREY GLOBAL GROUP INC COM 25 26,236 397888108 GREY WOLF INC COM 7,700 47,535 398433102 GRIFFON CORP COM 3,025 83,274 39945C109 GROUPE CGI INC CL A SUB VTG 7,303,463 75,980,194 400131306 GRUMA S A DE CV SPON ADR CL B 124,000 820,380 40049J206 GRUPO TELEVISA SA DE CV SP ADR REP ORD 115,978 6,593,548 400518106 GTECH HLDGS CORP COM 900 34,960 40051D204 GRUPO TMM S A DE CV SP ADR L SHS 1,000 10,510 4.005E+206 GRUPO AEROPORTUARIO DEL SURE SPON ADR SER B 12,400 243,285 401617105 GUESS INC COM 4,400 48,183 401698105 GUIDANT CORP COM 138,874 6,385,036 401829106 GUILFORD PHARMACEUTICALS INC COM 181,200 2,077,944 402040109 GUITAR CTR MGMT INC COM 1,400 39,498 402629109 GULFMARK OFFSHORE INC COM 400 25,192 404119109 HCA INC COM 372,776 26,930,586 404132102 HCC INS HLDGS INC COM 150 6,011
Other Included Cusip Issuer Description Total Shares Market Value C$ Managers - ----- ------ ----------- ------------ ----------------- -------------- 40425P107 HNC SOFTWARE INC COM 450 11,430 40426W101 HRPT PPTYS TR COM SH BEN INT 4,100 55,186 404280406 HSBC HLDGS PLC SPON ADR NEW 42,275 3,742,061 405024100 HAEMONETICS CORP COM 850 37,749 405217100 HAIN CELESTIAL GROUP INC COM 34,170 961,437 406216101 HALLIBURTON CO COM 62,528 1,515,888 41014S106 HANCOCK JOHN FINL SVCS INC COM 90,526 4,846,411 410293104 HANDSPRING INC COM 1,900 5,028 410768105 HANOVER COMPRESSOR CO COM 1,250 25,665 412822108 HARLEY DAVIDSON INC COM 61,498 4,795,024 412824104 HARLEYSVILLE GROUP INC COM 3,000 126,479 413086109 HARMAN INTL INDS INC COM 35,625 2,668,489 413160102 HARMONIC INC COM 3,239 18,025 413619107 HARRAHS ENTMT INC COM 15,481 1,044,232 413875105 HARRIS CORP DEL COM 1,450 80,164 415864107 HARSCO CORP COM 7,050 402,091 416196103 HARTE-HANKS INC COM 1,500 46,882 416515104 HARTFORD FINL SVCS GROUP INC COM 76,437 6,912,217 418056107 HASBRO INC COM 25,019 515,981 419870100 HAWAIIAN ELEC INDUSTRIES COM 650 42,065 421915109 HEALTH CARE PPTY INVS INC COM 700 45,417 421924101 HEALTHSOUTH CORP COM 41,617 809,554 421933102 HEALTH MGMT ASSOC INC NEW CL A 113,500 3,478,365 421946104 HEALTHCARE RLTY TR COM 1,500 73,004 42217K106 HEALTH CARE REIT INC COM 2,400 109,323 42219D100 HEALTHAXIS INC COM 16,700 12,700 42222G108 HEALTH NET INC COM 2,750 111,966 422317107 HEARST-ARGYLE TELEVISION INC COM 1,550 53,160 422347104 HEARTLAND EXPRESS INC COM 1,446 52,628 422819102 HEIDRICK & STRUGGLES INTL IN COM 1,150 34,929 423074103 HEINZ H J CO COM 183,852 11,492,498 423319102 HELIX TECHNOLOGY CORP COM 1,050 32,897 423452101 HELMERICH & PAYNE INC COM 800 43,462 426281101 HENRY JACK & ASSOC INC COM 11,650 295,724 427056106 HERCULES INC COM 10,488 185,035 427398102 HERLEY INDS INC DEL COM 9,100 293,553 427866108 HERSHEY FOODS CORP COM 17,223 1,637,167 428236103 HEWLETT PACKARD CO COM 1,017,735 23,647,556
Other Included Cusip Issuer Description Total Shares Market Value C$ Managers - ----- ------ ----------- ------------ ----------------- -------------- 428358105 HI / FN INC COM 400 3,650 428656102 HIBERNIA CORP CL A 3,900 117,386 429060106 HICKORY TECH CORP COM 1,450 33,080 431284108 HIGHWOODS PPTYS INC COM 900 35,726 431573104 HILLENBRAND INDS INC COM 1,200 102,479 432848109 HILTON HOTELS CORP COM 47,556 1,005,366 433245107 HINES HORTICULTURE INC COM 1,950 10,232 433578507 HITACHI LIMITED ADR 10 COM 25 2,360 43357B104 HISPANIC BROADCASTING CORP CL A 48,250 1,915,323 435569108 HOLLINGER INTL INC CL A 1,400 26,424 436926109 HOME FED BANCORP COM 700 24,593 437076102 HOME DEPOT INC COM 1,166,462 65,162,204 437306103 HOME PPTYS N Y INC COM 700 40,392 437852106 HOMESTORE INC COM 3,750 8,213 438092108 HON INDS INC COM 950 39,329 438128308 HONDA MOTOR LTD AMERN SHS 104,125 3,281,323 438516106 HONEYWELL INTL INC COM 213,463 11,437,721 439104100 HOOPER HOLMES INC COM 10,000 122,738 440327104 HORACE MANN EDUCATORS CORP N COM 14,350 404,201 440452100 HORMEL FOODS CORP COM 3,100 112,873 44106M102 HOSPITALITY PPTYS TR COM SH BEN INT 1,000 55,513 44107P104 HOST MARRIOTT CORP NEW COM 7,773 133,589 44147T108 HOTELS COM COM 550 35,325 441815107 HOUSEHOLD INTL INC COM 166,063 12,191,230 442120101 HOUSTON EXPL CO COM 1,600 72,639 443510201 HUBBELL INC CL B 900 46,745 443683107 HUDSON CITY BANCORP COM 5,400 163,437 444165104 HUDSON UNITED BANCORP COM 1,100 47,781 444482103 HUGHES SUPPLY INC COM 600 40,435 444859102 HUMANA INC COM 20,036 476,293 444903108 HUMAN GENOME SCIENCES INC COM 111,950 2,281,567 445591100 HUNT CORP COM 1,600 26,403 445658107 HUNT J B TRANS SVCS INC COM 100 4,490 446150104 HUNTINGTON BANCSHARES INC COM 32,090 947,814 4.478E+110 HURRICANE HYDROCARBONS LTD CL A 1,809,379 25,331,306 448407106 UTCHINSON TECHNOLOGY INC COM 2,250 53,521 448774109 HYDRIL CO COM 2,400 97,825 448882100 HYDROGENICS CORP COM 76,485 616,533
Other Included Cusip Issuer Description Total Shares Market Value C$ Managers - ----- ------ ----------- ------------ ----------------- -------------- 448924100 ICN PHARMACEUTICALS INC NEW COM 1,700 62,596 448947101 IDT CORP COM 600 15,440 44914M104 HYPERION SOLUTIONS CORP COM 400 11,095 449293109 ICO HLDGS INC COM 18,050 34,316 449295104 ICOS CORP COM 1,200 30,954 44930G107 ICU MED INC COM 400 18,798 449370105 IDEC PHARMACEUTICALS CORP COM 164,700 8,880,023 449491109 IDX SYS CORP COM 350 6,931 449669100 IMC GLOBAL INC COM 9,900 188,213 449681105 IMCO RECYCLING INC COM 2,200 32,122 449934108 IMS HEALTH INC COM 80,269 2,191,374 45031U101 ISTAR FINL INC COM 1,400 60,684 450565106 ITLA CAP CORP COM 800 36,125 45068B109 ITT EDUCATIONAL SERVICES INC COM 121,100 4,015,179 45069F109 ITXC CORP COM 700 5,547 45071R109 IXIA COM 1,100 9,737 450828108 IBERIABANK CORP COM 650 40,078 450911102 ITT INDS INC IND COM 57,027 6,123,355 451107106 IDACORP INC COM 600 25,104 45167R104 IDEX CORP COM 1,600 81,521 45168D104 IDEXX LABS INC COM 1,050 41,186 45169U105 IGATE CORP COM 2,300 16,161 451713101 IKON OFFICE SOLUTIONS INC COM 1,500 21,445 451923106 ILEX ONCOLOGY INC COM 500 10,715 452308109 ILLINOIS TOOL WKS INC COM 38,353 3,984,045 45245A107 IMATION CORP COM 300 13,579 45245W109 IMCLONE SYS INC COM 155,400 2,055,062 45247T104 IMAGISTICS INTERNATIONAL INC COM 1,779 58,091 452528102 IMMUNEX CORP NEW COM 89,227 3,031,682 45255G101 IMPATH INC COM 400 10,920 452907108 IMMUNOMEDICS INC COM 1,900 15,056 453038408 IMPERIAL OIL LTD COM NEW 5,103,233 241,331,868 453142101 IMPERIAL TOBACCO GROUP PLC SPONSORED ADR 750 37,061 453258139 INCO LTD *W EXP 08/21/200 56,672 635,293 453258402 INCO LTD COM 8,643,762 298,029,032 45337C102 INCYTE GENOMICS INC COM 3,200 35,383 453414104 INDEPENDENCE CMNTY BK CORP COM 1,410 61,611 454090101 INDIA GROWTH FD INC COM 18,492 230,623
Other Included Cusip Issuer Description Total Shares Market Value C$ Managers - ----- ------ ----------- ------------ ----------------- -------------- 456607100 INDYMAC BANCORP INC COM 3,100 106,932 45662V105 INET TECHNOLOGIES INC COM 2,000 20,532 45665B106 INFOCUS CORP COM 100 1,792 45666Q102 INFORMATICA CORP COM 194,700 2,099,503 45666T106 INFONET SVCS CORP CL B 15,000 56,122 456727106 INFORMATION HLDGS INC COM 750 27,833 45678T102 INFOSPACE INC COM 6,088 4,167 456818301 INFOUSA INC NEW COM 2,300 19,138 456837103 ING GROUP N V SPONSORED ADR 95,530 3,694,795 457153104 INGRAM MICRO INC CL A 1,250 26,141 457191104 INHALE THERAPEUTIC SYS INC COM 3,000 45,308 457214104 INKINE PHARMACEUTICALS INC COM 63,700 82,350 457277101 INKTOMI CORP COM 1,700 2,275 457652105 INPUT/OUTPUT INC COM 2,100 28,745 45765U103 INSIGHT ENTERPRISES INC COM 675 25,860 457660108 INSITE VISION INC COM 2,600 5,734 457667103 INSITUFORM TECHNOLOGIES INC CL A 7,900 254,482 45767A105 INSIGNIA FINL GROUP INC NEW COM 500 7,392 45768V108 INSIGHT COMMUNICATIONS INC CL A 350 6,478 45769N105 INNOVATIVE SOLUTIONS & SUPPO COM 600 6,844 4576J0104 INNKEEPERS USA TR COM 2,200 32,055 45809K202 INSWEB CORP COM NEW 1,091 3,733 45810H107 INTEGRAL SYS INC MD COM 1,000 33,186 45810N302 INTEGRAMED AMER INC COM NEW 2,700 34,905 458118106 INTEGRATED DEVICE TECHNOLOGY COM 2,900 80,009 45811K208 INTEGRATED CIRCUIT SYS INC COM 1,300 39,919 458140100 INTEL CORP COM 1,769,321 49,160,143 45814P105 INTEGRA BK CORP COM 850 28,958 45819B101 INTEGRATED DEFENSE TECHNOLOG COM 550 24,618 45840J107 INTERACTIVE DATA CORP COM 100 2,214 458665106 INTERFACE INC CL A 2,150 26,287 45866A105 INTERDIGITAL COMMUNICATIONS COM 2,350 32,346 458683109 INTERGRAPH CORP COM 2,000 53,049 45884X103 INTERMUNE INC COM 500 16,046 45885A102 INTERNAP NETWORK SVCS CORP COM 4,650 1,627 459044103 INTERNATIONAL BANCSHARES COR COM 625 40,152 459200101 INTERNATIONAL BUSINESS MACHS COM 660,338 72,110,306 459506101 INTERNATIONAL FLAVORS&FRAGRA COM 12,567 620,991
Other Included Cusip Issuer Description Total Shares Market Value C$ Managers - ----- ------ ----------- ------------ ----------------- -------------- 459902102 INTERNATIONAL GAME TECHNOLOG COM 12,600 1,086,570 460043102 INTERNATIONAL MULTIFOODS COR COM 4,000 160,365 460146103 INTL PAPER CO COM 135,408 8,975,028 460254105 INTERNATIONAL RECTIFIER CORP COM 1,300 57,635 460321201 INTERNATIONAL SHIPHOLDING CO COM NEW 800 7,970 460335201 INTERNATIONAL SPEEDWAY CORP CL A 1,200 73,186 460337108 INTL SPECIALTY PRODS INC NEW COM 3,000 35,133 46059C106 INTERNET CAP GROUP INC COM 12,800 5,256 46059W102 INTERNET HOLDRS TR DEPOSIT RCPT 100 3,684 46060X107 INTERNET SEC SYS INC COM 81,050 1,617,302 46062R108 INTERPOOL INC COM 1,200 31,501 460690100 INTERPUBLIC GROUP COS INC COM 737,327 27,766,109 46069S109 INTERSIL CORP CL A 63,858 2,076,478 46072H108 INTERSTATE BAKERIES CORP DEL COM 900 39,532 460919103 INTERTAPE POLYMER GROUP INC COM 1,008,310 17,695,842 46113Q109 INTERTRUST TECHNOLOGIES CORP COM 650 2,976 46114T102 INTERWOVEN INC COM 1,200 5,567 46116T100 INTRABIOTICS PHARMACEUTICALS COM 38,400 75,924 461202103 INTUIT COM 59,339 4,487,202 461203101 INVACARE CORP COM 700 39,136 46126P106 INVERNESS MED INNOVATIONS IN COM 120 3,687 46145F105 INVESTMENT TECHNOLOGY GRP NE COM 975 48,490 461730103 INVESTORS REAL ESTATE TR SH BEN INT 2,450 39,722 46185R100 INVITROGEN CORP COM 13,664 665,203 461915100 INVESTORS FINL SERVICES CORP COM 1,400 71,416 462030305 IOMEGA CORP COM NEW 1,140 22,280 462846106 IRON MTN INC PA COM 87,375 4,099,648 464286103 ISHARES INC MSCI AUSTRALIA 1,100 16,730 464286699 ISHARES INC MSCI UTD KINGD 4,600 97,247 464286707 ISHARES INC MSCI FRANCE 2,400 66,798 464286749 ISHARES INC MSCI SWITZERLD 750 15,456 464286806 ISHARES INC MSCI GERMAN 3,450 76,294 464286814 ISHARES INC MSCI NETHERLND 400 10,586 464286848 ISHARES INC MSCI JAPAN 15,817 202,794 464286855 ISHARES INC MSCI ITALY 700 17,535 464286871 ISHARES INC MSCI HONG KONG 600 8,113 464287465 ISHARES TR MSCI EAFE IDX 97,850 17,644,252 464287507 ISHARES TR S&P MIDCAP 400 200 29,004
Other Included Cusip Issuer Description Total Shares Market Value C$ Managers - ----- ------ ----------- ------------ ----------------- -------------- 464287655 ISHARES TR RUSSELL 2000 600 83,042 464287705 ISHARES TR S&P MIDCP VALU 615 86,652 464287861 ISHARES TR S&P EURO PLUS 56,450 4,717,698 464287879 ISHARES TR S&P SMLCP VALU 230 31,462 464330109 ISIS PHARMACEUTICALS INC COM 28,000 404,989 465754109 I2 TECHNOLOGIES INC COM 17,594 39,603 465823102 IVAX CORP COM 3,749 61,581 465917102 JDN RLTY CORP COM 1,400 26,552 466107109 JB OXFORD HLDGS INC COM 6,400 9,909 46612J101 JDS UNIPHASE CORP COM 802,071 3,281,477 46622G105 JNI CORP COM 300 1,597 46625H100 J P MORGAN CHASE & CO COM 868,876 44,824,751 466313103 JABIL CIRCUIT INC COM 100,299 3,220,246 466367109 JACK IN THE BOX INC COM 1,200 58,038 469814107 JACOBS ENGR GROUP INC DEL COM 1,200 63,477 4.701E+110 JAKKS PAC INC COM 14,900 401,337 471110106 JARDINE FLEMING CHINA REGION COM 20,408 214,168 471112102 JARDINE FLEMING INDIA FD INC COM 114,637 1,241,392 472319102 JEFFERIES GROUP INC NEW COM 500 32,274 475070108 JEFFERSON PILOT CORP COM 127,754 9,174,972 477143101 JETBLUE AWYS CORP COM 450 31,182 478035108 JOHN NUVEEN CO CL A 1,500 59,909 478160104 JOHNSON & JOHNSON COM 1,316,279 104,160,982 478366107 JOHNSON CTLS INC COM 11,297 1,402,203 480074103 JONES APPAREL GROUP INC COM 15,200 866,920 48020Q107 JONES LANG LASALLE INC COM 800 30,053 481165108 JOY GLOBAL INC COM 800 21,585 48203R104 JUNIPER NETWORKS INC COM 6,450 55,426 482480100 KLA-TENCOR CORP COM 93,699 6,268,926 482564101 KMG CHEMICALS INC COM 3,630 17,943 48265R109 KPMG CONSULTING INC COM 217,150 4,907,755 482686102 K-SWISS INC CL A 700 27,659 48268K101 KT CORP SPONSORED ADR 459,610 15,133,926 48282T104 KADANT INC COM 71 1,782 483600300 KANA SOFTWARE INC COM NEW 330 2,008 485170302 KANSAS CITY SOUTHERN COM NEW 2,850 72,973 486587108 KAYDON CORP COM 50 1,795 486665102 KEANE INC COM 2,300 44,601
Other Included Cusip Issuer Description Total Shares Market Value C$ Managers - ----- ------ ----------- ------------ ----------------- -------------- 48666K109 KB HOME COM 6,374 499,353 487836108 KELLOGG CO COM 80,217 4,375,029 488152208 KELLY SVCS INC CL A 1,300 53,404 488360108 KEMET CORP COM 11,950 324,604 489170100 KENNAMETAL INC COM 1,700 94,373 490057106 KENSEY NASH CORP COM 1,450 35,726 492386107 KERR MCGEE CORP COM 11,483 935,231 492914106 KEY ENERGY SVCS INC COM 6,950 110,037 493267108 KEYCORP NEW COM 55,374 2,299,179 493308100 KEYNOTE SYS INC COM 2,500 27,833 49337W100 KEYSPAN CORP COM 385,050 22,048,871 49338N109 KEYSTONE AUTOMOTIVE INDS INC COM 4,200 122,959 493732101 KFORCE INC COM 533 4,823 494274103 KIMBALL INTL INC CL B 1,500 37,392 49427F108 KILROY RLTY CORP COM 600 24,411 494368103 KIMBERLY CLARK CORP COM 135,883 12,813,302 49446R109 KIMCO REALTY CORP COM 1,875 95,504 49455P101 KINDER MORGAN INC KANS COM 15,500 896,289 49455U100 KINDER MORGAN MANAGEMENT LLC SHS 366 17,173 494580103 KINDRED HEALTHCARE INC COM 350 23,757 495582108 KING PHARMACEUTICALS INC COM 83,499 2,825,632 499040103 KNIGHT RIDDER INC COM 10,416 997,243 499063105 KNIGHT TRADING GROUP INC COM 4,545 36,222 499064103 KNIGHT TRANSN INC COM 1,962 69,200 500255104 KOHLS CORP COM 86,147 9,182,025 500467303 KONINKLIJKE AHOLD N V SPON ADR NEW 66,676 2,129,576 500472303 KONINKLIJKE PHILIPS ELECTRS NY REG SH NEW 87,362 3,651,461 50049M109 KOOKMIN BK NEW SPONSORED ADR 17,187 1,284,777 500600101 KOPIN CORP COM 600 6,023 500631106 KOREA ELECTRIC PWR SPONSORED ADR 60,000 955,437 500634100 KOREA FD COM 39,000 975,148 500643200 KORN FERRY INTL COM NEW 2,500 34,601 50064W107 KOSAN BIOSCIENCES INC COM 3,700 49,014 50075N104 KRAFT FOODS INC CL A 430,035 26,783,168 501014104 KRISPY KREME DOUGHNUTS INC COM 800 39,165 501044101 KROGER CO COM 267,638 8,100,374 501049100 KROLL INC COM 1,600 51,054 501052104 KRONOS INC COM 6,000 278,227
Other Included Cusip Issuer Description Total Shares Market Value C$ Managers - ----- ------ ----------- ------------ ----------------- -------------- 501242101 KULICKE & SOFFA INDS INC COM 2,400 45,226 502079106 LMI AEROSPACE INC COM 2,500 16,122 502161102 LSI LOGIC CORP COM 39,346 523,616 50216C108 LSI INDS INC COM 4,650 129,917 502392103 LTX CORP COM 100 2,172 502424104 L-3 COMMUNICATIONS HLDGS INC COM 39,550 3,248,213 50419U202 LA QUINTA CORP PAIRED CTF 5,550 60,100 505336107 LA Z BOY INC COM 650 24,932 50540R409 LABORATORY CORP AMER HLDGS COM NEW 306,300 21,266,304 505447102 LABRANCHE & CO INC COM 1,000 34,829 505754200 LADISH INC COM NEW 2,800 51,954 505862102 LAFARGE NORTH AMERICA INC COM 2,688 146,031 512807108 LAM RESEARCH CORP COM 60,100 1,643,495 512815101 LAMAR ADVERTISING CO CL A 136,800 7,741,944 513847103 LANCASTER COLONY CORP COM 800 43,389 514606102 LANCE INC COM 1,900 42,132 514936103 LANDAMERICA FINL GROUP INC COM 165 7,905 515086106 LANDS END INC COM 100 9,428 515098101 LANDSTAR SYS INC COM 350 56,878 517942108 LASALLE HOTEL PPTYS COM SH BEN INT 2,300 55,095 518415104 LATTICE SEMICONDUCTOR CORP COM 282,550 3,755,874 518439104 LAUDER ESTEE COS INC CL A 75,200 4,025,916 520776105 LAWSON PRODS INC COM 900 42,173 521050104 LAYNE CHRISTENSEN CO COM 2,100 29,544 521863100 LEAP WIRELESS INTL INC COM 900 1,478 521865105 LEAR CORP COM 1,050 73,859 522015106 LEARNING TREE INTL INC COM 400 11,279 523768109 LEE ENTERPRISES INC COM 800 42,586 524651106 LEGATO SYS INC COM 1,890 10,348 524660107 LEGGETT & PLATT INC COM 23,200 825,673 524901105 LEGG MASON INC COM 20,450 1,530,562 524908100 LEHMAN BROS HLDGS INC COM 308,948 29,377,078 526057104 LENNAR CORP COM 1,200 111,696 526107107 LENNOX INTL INC COM 1,400 38,306 527288104 LEUCADIA NATL CORP COM 1,050 50,560 52729N100 LEVEL 3 COMMUNICATIONS INC COM 9,100 40,829 52886P104 LEXAR MEDIA INC COM 1,450 9,417 528872104 LEXICON GENETICS INC COM 2,300 17,102
Other Included Cusip Issuer Description Total Shares Market Value C$ Managers - ----- ------ ----------- ------------ ----------------- -------------- 529771107 LEXMARK INTL NEW CL A 123,090 10,184,176 529898108 LIBBEY INC COM 400 20,745 530129105 LIBERATE TECHNOLOGIES COM 1,550 6,221 530154103 LIBERTE INVS INC DEL COM 5,500 32,624 530718105 LIBERTY MEDIA CORP NEW COM SER A 397,325 6,042,966 531172104 LIBERTY PPTY TR SH BEN INT 1,200 63,878 53215R100 LIFEPOINT INC COM 4,800 21,025 532192101 LIFELINE SYS INC COM 2,000 80,122 53219L109 LIFEPOINT HOSPITALS INC COM 650 35,896 53220K207 LIGAND PHARMACEUTICALS INC CL B 20,250 446,578 532226107 LIGHTBRIDGE INC COM 657 8,204 532257102 LIGHTPATH TECHNOLOGIES INC CL A 1,200 1,643 532457108 LILLY ELI & CO COM 251,433 21,565,308 532716107 LIMITED BRANDS INC COM 71,693 2,322,526 532791100 LINCARE HLDGS INC COM 3,000 147,372 533900106 LINCOLN ELEC HLDGS INC COM 1,200 49,095 534187109 LINCOLN NATL CORP IND COM 595,936 38,067,395 535555106 LINDSAY MFG CO COM 1,000 35,894 535678106 LINEAR TECHNOLOGY CORP COM 105,223 5,029,899 535679104 LINENS N THINGS INC COM 65,400 3,263,535 537008104 LITTELFUSE INC COM 6,100 214,590 539320101 LIZ CLAIBORNE INC COM 12,694 613,946 539830109 LOCKHEED MARTIN CORP COM 55,557 5,872,565 540211109 LODGENET ENTMT CORP COM 1,500 32,849 540424108 LOEWS CORP COM 24,008 1,934,880 542312103 LONE STAR TECHNOLOGIES INC COM 2,450 85,331 543162101 LONGS DRUG STORES CORP COM 250 10,726 543213102 LONGVIEW FIBRE CO COM 1,400 20,058 546347105 LOUISIANA PAC CORP COM 156,497 2,520,613 548661107 LOWES COS INC COM 340,265 23,489,224 549271104 LUBRIZOL CORP COM 993 50,594 549463107 LUCENT TECHNOLOGIES INC COM 413,913 1,045,012 5.503E+106 LUMINEX CORP DEL COM 1,100 12,564 55068R202 LUXOTTICA GROUP S P A SPONSORED ADR 180,165 5,206,289 550819106 LYDALL INC DEL COM 1,550 35,951 551146103 LYNCH INTERACTIVE CORP COM 300 13,916 552078107 LYONDELL CHEMICAL CO COM 2,200 50,525 55261F104 M & T BK CORP COM 2,103 274,302
Other Included Cusip Issuer Description Total Shares Market Value C$ Managers - ----- ------ ----------- ------------ ----------------- -------------- 55262C100 MBIA INC COM 19,903 1,711,204 55262L100 MBNA CORP COM 130,609 6,569,186 552676108 M D C HLDGS INC COM 440 34,798 552690109 MDU RES GROUP INC COM 1,100 44,301 55269P302 MDS INC COM 1,000 24,200 552848103 MGIC INVT CORP WIS COM 15,473 1,595,543 552953101 MGM MIRAGE COM 2,650 136,027 55306N104 MKS INSTRUMENT INC COM 6,053 184,766 553409103 MPS GROUP INC COM 8,800 113,764 553477100 MRV COMMUNICATIONS INC COM 6,075 14,137 553530106 MSC INDL DIRECT INC CL A 32,700 969,810 554273102 MACDERMID INC COM 2,600 84,070 554489104 MACK CALI RLTY CORP COM 900 48,114 555904101 MACROVISION CORP COM 1,000 19,939 556100105 MACROMEDIA INC COM 1,700 22,934 556596104 MADISON BANCSHARES GROUP LTD COM 2,850 24,274 557497104 MADISON GAS & ELEC CO COM 1,550 65,654 559181102 MAGMA DESIGN AUTOMATION COM 300 7,665 559211107 MAGNA ENTMT CORP CL A 2,221 23,454 559222401 MAGNA INTL INC CL A 3,820,501 400,006,443 55972F203 MAGNUM HUNTER RES INC COM PAR $0.002 5,375 64,500 559776109 MAGYAR TAVKOZLESI RT SPONSORED ADR 5,818 141,579 561063108 MALAN RLTY INVS INC COM 850 6,994 562567107 MANDALAY RESORT GROUP COM 1,250 52,414 562750109 MANHATTAN ASSOCS INC COM 850 41,574 564055101 MANOR CARE INC NEW COM 117,592 4,113,484 56418H100 MANPOWER INC COM 87,425 4,886,492 564563104 MANTECH INTL CORP CL A 52,740 1,924,308 564682102 MANUFACTURED HOME CMNTYS INC COM 2,600 137,652 565011103 MANUGISTICS GROUP INC COM 2,500 23,232 56501R106 MANULIFE FINL CORP COM 18,052,298 787,982,822 565849106 MARATHON OIL CORP COM 40,876 1,686,018 570535104 MARKEL CORP COM 650 194,753 571748102 MARSH & MCLENNAN COS INC COM 103,660 15,229,743 571834100 MARSHALL & ILSLEY CORP COM 25,874 1,217,160 571903202 MARRIOTT INTL INC NEW CL A 31,862 1,843,877 572901106 MARTEK BIOSCIENCES CORP COM 900 28,636 573284106 MARTIN MARIETTA MATLS INC COM 1,000 59,316
Other Included Cusip Issuer Description Total Shares Market Value C$ Managers - ----- ------ ----------- ------------ ----------------- -------------- 57383M108 MARVEL ENTERPRISES INC COM 3,800 31,094 574599106 MASCO CORP COM 60,865 2,507,831 575384102 MASONITE INTL CORP COM 3,426,087 96,615,653 576206106 MASSEY ENERGY CORP COM 3,000 57,947 576323109 MASTEC INC COM 1,475 16,511 576674105 MATERIAL SCIENCES CORP COM 5,100 108,748 57685P304 MATRIXONE INC COM 45,429 420,176 576879209 MATSUSHITA ELEC INDL ADR 126,000 2,650,312 577081102 MATTEL INC COM 67,299 2,157,662 577128101 MATTHEWS INTL CORP CL A 10,300 365,787 577729205 MAXTOR CORP COM NEW 5,600 38,497 57772K101 MAXIM INTEGRATED PRODS INC COM 294,358 17,160,064 577776107 MAXYGEN INC COM 1,100 20,041 577778103 MAY DEPT STORES CO COM 35,812 1,793,596 577933104 MAXIMUS INC COM 6,500 313,384 578592107 MAYTAG CORP COM 9,197 596,581 579489105 MCCLATCHY CO CL A 750 73,687 579780206 MCCORMICK & CO INC COM NON VTG 3,500 137,072 580031201 MCDATA CORP CL A 1,692 22,672 580037109 MCDERMOTT INTL INC COM 5,990 73,793 580135101 MCDONALDS CORP COM 356,251 15,414,967 580645109 MCGRAW HILL COS INC COM 270,115 24,526,031 58155Q103 MCKESSON CORP COM 37,575 1,868,749 582266706 MCLEODUSA INC CL A 58 37 583334107 MEADWESTVACO CORP COM 24,912 1,271,554 583538103 MECHANICAL TECHNOLOGY INC COM 1,250 2,053 583916101 MEDAREX INC COM 1,700 19,185 583928106 MEDALLION FINL CORP COM 650 5,220 584404107 MEDIA GEN INC CL A 650 59,711 58446K105 MEDIACOM COMMUNICATIONS CORP CL A 1,200 14,217 58463F104 MEDICAL STAFFING NETWK HLDGS COM 650 24,221 584688105 MEDICINES CO COM 231,950 4,349,724 584690309 MEDICIS PHARMACEUTICAL CORP CL A NEW 750 48,776 584699102 MEDIMMUNE INC COM 528,211 21,208,776 584949101 MEDQUIST INC COM 600 24,292 58500P107 MEDIS TECHNOLOGIES LTD COM 4,000 48,116 585055106 MEDTRONIC INC COM 219,809 14,325,195 58505Y103 MEDSOURCE TECHNOLOGIES INC COM 79,657 1,484,104
Other Included Cusip Issuer Description Total Shares Market Value C$ Managers - ----- ------ ----------- ------------ ----------------- -------------- 58551A108 MELLON FINL CORP COM 873,173 41,713,198 586002107 MEMBERWORKS INC COM 500 14,091 587118100 MENS WEARHOUSE INC COM 900 34,905 587188103 MENTOR CORP MINN COM 700 39,082 587200106 MENTOR GRAPHICS CORP COM 113,050 2,444,975 587405101 MERCANTILE BANKSHARES CORP COM 1,300 81,124 589331107 MERCK & CO INC COM 381,181 29,343,349 589378108 MERCURY COMPUTER SYS COM 1,050 34,606 589400100 MERCURY GENL CORP NEW COM 35,950 2,651,825 589405109 MERCURY INTERACTIVE CORP COM 169,050 5,903,252 589433101 MEREDITH CORP COM 98,242 5,730,161 589584101 MERIDIAN BIOSCIENCE INC COM 2,800 29,384 58977Q109 MERIDIAN RESOURCE CORP COM 22,680 128,319 58984Y103 MERISTAR HOSPITALITY CORP COM 1,450 33,631 589975101 MERIDIAN GOLD INC COM 2,665,970 65,079,723 590188108 MERRILL LYNCH & CO INC COM 565,386 34,826,058 59139P104 METASOLV INC COM 2,200 13,150 59151K108 METHANEX CORP COM 2,636,752 33,038,501 591520200 METHODE ELECTRS INC CL A 6,000 116,532 59156R108 METLIFE INC COM 89,549 3,922,450 591598107 METRIS COS INC COM 2,150 27,173 591610100 METRO GOLDWYN MAYER INC COM 4,650 86,352 59163F105 METRO ONE TELECOMMUNICATIONS COM 4,100 85,348 594087108 MICHAELS STORES INC COM 1,850 109,734 594793101 MICREL INC COM 2,900 63,425 594918104 MICROSOFT CORP COM 1,774,061 147,416,400 594960106 MICROVISION INC WASH COM 550 4,375 595017104 MICROCHIP TECHNOLOGY INC COM 114,212 4,764,768 59501T304 MICROCELL TELECOMMUNICATIONS CL B NON VTG 1,367,494 225,637 595094103 MICROMUSE INC COM 1,300 8,798 595112103 MICRON TECHNOLOGY INC COM 236,697 7,279,108 59523C107 MID ATLANTIC MED SVCS INC COM 1,700 81,057 595635103 MIDCAP SPDR TR UNIT SER 1 715 97,599 597486109 MIDLAND CO COM 450 34,542 597911106 MIDWEST EXPRESS HLDGS INC COM 3,100 62,236 598148104 MIDWAY GAMES INC COM 9,200 118,935 599902103 MILLENNIUM PHARMACEUTICALS I COM 130,484 2,411,225 599903101 MILLENNIUM CHEMICALS INC COM 1,150 24,574
Other Included Cusip Issuer Description Total Shares Market Value C$ Managers - ----- ------ ----------- ------------ ----------------- -------------- 60032R106 MILLEA HOLDINGS INC ADR 25 1,549 600544100 MILLER HERMAN INC COM 7,200 222,297 601073109 MILLIPORE CORP COM 5,323 258,904 601148109 MILLS CORP COM 600 28,289 602720104 MINE SAFETY APPLIANCES CO COM 1,050 63,878 603158106 MINERALS TECHNOLOGIES INC COM 4,450 333,801 604567107 MIPS TECHNOLOGIES INC CL A 900 8,446 604675108 MIRANT CORP COM 1,070,636 11,886,909 605203108 MISSION WEST PPTYS INC COM 800 14,771 607828100 MODINE MFG CO COM 50 1,869 608190104 MOHAWK INDS INC COM 1,192 111,549 60851C107 MOLECULAR DEVICES CORP COM 1,200 32,487 608554101 MOLEX INC COM 25,143 1,282,197 608554200 MOLEX INC CL A 35,000 1,460,152 60886R103 MONACO COACH CORP COM 1,975 65,092 609200100 MONDAVI ROBERT CORP CL A 850 44,252 610236101 MONRO MUFFLER BRAKE INC COM 2,300 79,582 61166W101 MONSANTO CO NEW COM 900 24,365 615337102 MONY GROUP INC COM 850 43,954 615369105 MOODYS CORP COM 21,458 1,623,628 615785102 MOORE LTD COM 3,409,817 59,535,664 617446448 MORGAN STANLEY DEAN WITTER&C COM NEW 267,990 17,558,949 61745C105 MORGAN STANLEY INDIA INVS FD COM 42,936 604,043 620076109 MOTOROLA INC COM 741,672 16,265,894 624756102 MUELLER INDS INC COM 450 21,730 625367107 MULTEX COM INC COM 2,150 13,341 626717102 MURPHY OIL CORP COM 1,050 131,749 62852P103 MYKROLIS CORP COM 9,723 174,644 628530107 MYLAN LABS INC COM 2,150 102,513 62855J104 MYRIAD GENETICS INC COM 1,050 32,482 628782104 NBTY INC COM 2,300 54,151 628858102 NCO GROUP INC COM 50 1,656 6.289E+112 NCR CORP NEW COM 11,863 624,250 629156407 NL INDS INC COM NEW 900 20,875 629248105 NMS COMMUNICATIONS CORP COM 300 1,109 629337106 NN INC COM 1,900 36,989 62936P103 NPS PHARMACEUTICALS INC COM 209,750 4,887,255 62942M201 NTT DOCOMO INC SPONS ADR 1,072 39,647
Other Included Cusip Issuer Description Total Shares Market Value C$ Managers - ----- ------ ----------- ------------ ----------------- -------------- 62944T105 NVR INC COM 400 196,502 629519109 NABI BIOPHARMACEUTICALS COM 1,750 14,290 631100104 NASDAQ 100 TR UNIT SER 1 17,810 706,170 631158102 NASH FINCH CO COM 1,050 51,039 635405103 NATIONAL CITY CORP COM 85,411 4,315,175 63545P104 NATIONAL COMMERCE FINL CORP COM 6,917 276,680 636180101 NATIONAL FUEL GAS CO N J COM 1,800 61,624 636380107 NATIONAL HOME HEALTH CARE CO COM 992 18,180 636518102 NATIONAL INSTRS CORP COM 1,350 66,853 637071101 NATIONAL-OILWELL INC COM 4,124 132,031 637229105 NATIONAL PROCESSING INC COM 1,750 69,760 637640103 NATIONAL SEMICONDUCTOR CORP COM 34,210 1,517,727 638522102 NATIONAL WESTN LIFE INS CO CL A 150 26,224 638612101 NATIONWIDE FINL SVCS INC CL A 104,800 6,295,970 638620104 NATIONWIDE HEALTH PPTYS INC COM 3,500 99,810 639089101 NAUTICA ENTERPRISES INC COM 1,400 27,659 6.393E+112 NAVISTAR INTL CORP NEW COM 7,177 349,299 639480102 NDCHEALTH CORP COM 1,100 46,677 640204202 NEIMAN MARCUS GROUP INC CL A 5,100 269,156 640520300 NEORX CORP COM PAR $0.02 123,600 225,582 640919106 NEOPHARM INC COM 660 12,618 640938106 NETWORKS ASSOCS INC COM 127,700 3,742,630 64110P107 NETEGRITY INC COM 6,950 65,113 64114R109 NETRO CORP COM 3,550 12,310 64115P102 NETIQ CORP COM 2,200 75,720 64120L104 NETWORK APPLIANCE INC COM 245,750 4,649,627 641234109 NEUBERGER BERMAN INC COM 1,825 101,589 64125C109 NEUROCRINE BIOSCIENCES INC COM 124,200 5,411,909 643872104 NEW ENGLAND BUSINESS SVC INC COM 5,500 210,857 644383101 NEW FOCUS INC COM 7,900 35,685 644398109 NEW FRONTIER MEDIA INC COM 2,200 7,027 645526104 NEW HORIZONS WORLDWIDE INC COM 1,300 20,148 648053106 NEW PLAN EXCEL RLTY TR INC COM 1,630 51,639 649445103 NEW YORK CMNTY BANCORP INC COM 1,788 73,696 650111107 NEW YORK TIMES CO CL A 372,661 29,184,614 651229106 NEWELL RUBBERMAID INC COM 37,158 1,981,383 651290108 NEWFIELD EXPL CO COM 800 45,226 651639106 NEWMONT MINING CORP COM 1,086,734 43,518,945
Other Included Cusip Issuer Description Total Shares Market Value C$ Managers - ----- ------ ----------- ------------ ----------------- -------------- 651718504 NEWPARK RES INC COM PAR $.01NEW 3,300 36,890 651824104 NEWPORT CORP COM 3,300 78,598 652487703 NEWS CORP LTD ADR NEW 150,000 5,231,179 65332V103 NEXTEL COMMUNICATIONS INC CL A 221,843 1,083,066 65333F107 NEXTEL PARTNERS INC CL A 2,500 11,445 65333U104 NEXT LEVEL COMM INC COM 3,350 5,146 65334H102 NEXEN INC COM 166 6,806 654086107 NICOR INC COM 5,722 398,147 654106103 NIKE INC CL B 45,506 3,713,151 65440K106 99 CENTS ONLY STORES COM 1,149 44,824 654624105 NIPPON TELEG & TEL CORP SPONSORED ADR 125,000 3,914,449 65473P105 NISOURCE INC COM 23,440 778,244 654744408 NISSAN MOTORS SPONSORED ADR 116,000 2,471,726 654902204 NOKIA CORP SPONSORED ADR 557,505 12,266,145 655044105 NOBLE ENERGY INC COM 6,400 350,905 65535H208 NOMURA HLDGS INC SPONSORED ADR 150,000 3,353,612 655422103 NORANDA INC COM 1,300 24,895 655663102 NORDSON CORP COM 1,450 54,383 655664100 NORDSTROM INC COM 16,026 552,074 655844108 NORFOLK SOUTHERN CORP COM 51,031 1,814,608 656559101 NORTEK INC COM 900 61,734 656568102 NORTEL NETWORKS CORP NEW COM 122,173,697 269,423,568 659424105 NORTH FORK BANCORPORATION NY COM 4,230 256,116 66304M105 NORTH VALLEY BANCORP COM 900 21,901 664397106 NORTHEAST UTILS COM 2,550 72,370 665859104 NORTHERN TR CORP COM 68,658 4,600,869 666807102 NORTHROP GRUMMAN CORP COM 30,818 5,858,935 667280101 NORTHWEST AIRLS CORP CL A 1,450 26,596 667328108 NORTHWEST BANCORP INC PA COM 1,400 28,128 667655104 NORTHWEST NAT GAS CO COM 550 24,409 66977W109 NOVA CHEMICALS CORP COM 250 8,428 66987V109 NOVARTIS A G SPONSORED ADR 36,000 2,396,201 669947400 NOVASTAR FINL INC COM 450 24,468 669967101 NUANCE COMMUNICATIONS INC COM 1,500 9,536 670006105 NOVELL INC COM 38,203 186,512 670008101 NOVELLUS SYS INC COM 135,844 7,024,633 670009109 NOVEN PHARMACEUTICALS INC COM 69,100 2,679,924 67010C100 NOVOSTE CORP COM 500 3,513
Other Included Cusip Issuer Description Total Shares Market Value C$ Managers - ----- ------ ----------- ------------ ----------------- -------------- 67018T105 NU SKIN ENTERPRISES INC CL A 4,250 94,049 6.702E+111 NSTAR COM 1,400 95,349 670346105 NUCOR CORP COM 11,225 1,110,379 670509108 NUEVO ENERGY CO COM 350 8,411 67066G104 NVIDIA CORP COM 17,398 454,597 670712108 NYFIX INC COM 300 3,878 670823103 O CHARLEYS INC COM 7,700 296,289 670837103 OGE ENERGY CORP COM 1,800 62,583 670872100 OM GROUP INC COM 450 42,433 671040103 OSI PHARMACEUTICALS INC COM 150,900 5,512,727 673662102 OAKLEY INC COM 1,500 39,924 674599105 OCCIDENTAL PETE CORP DEL COM 51,720 2,359,061 6.748E+110 OCEAN ENERGY INC DEL COM 411,350 13,557,345 675234108 OCEANFIRST FINL CORP COM 1,500 55,072 67611V101 ODYSSEY HEALTHCARE INC COM 450 24,638 67612W108 ODYSSEY RE HLDGS CORP COM 950 25,126 676220106 OFFICE DEPOT INC COM 101,354 2,589,730 676255102 OFFSHORE LOGISTICS INC COM 250 9,084 677240103 OHIO CAS CORP COM 10,600 336,943 678026105 OIL STS INTL INC COM 14,982 266,372 680033107 OLD NATL BANCORP IND COM 661 25,565 680223104 OLD REP INTL CORP COM 2,100 100,608 680665205 OLIN CORP COM PAR $1 1,100 37,057 681904108 OMNICARE INC COM 446,200 17,820,855 681919106 OMNICOM GROUP INC COM 113,828 7,929,007 681936100 OMEGA HEALTHCARE INVS INC COM 5,800 62,896 682092101 OMEGA FINL CORP COM 1,400 77,740 682159108 ON ASSIGNMENT INC COM 300 8,122 682505102 ONEIDA LTD COM 800 23,300 682680103 ONEOK INC NEW COM 522 17,426 683399109 ONYX PHARMACEUTICALS INC COM 8,601 75,480 683715106 OPEN TEXT CORP COM 793,548 23,667,654 683718100 OPENWAVE SYS INC COM 365,555 3,119,032 68375Q106 OPLINK COMMUNICATIONS INC COM 13,100 14,544 68389X105 ORACLE CORP COM 1,907,420 27,332,429 68554V108 ORASURE TECHNOLOGIES INC COM 1,500 14,829 68571P100 ORCHID BIOSCIENCES INC COM 4,150 8,332 685906109 ORGANOGENESIS INC COM 4,400 1,338
Other Included Cusip Issuer Description Total Shares Market Value C$ Managers - ----- ------ ----------- ------------ ----------------- -------------- 686091109 O REILLY AUTOMOTIVE INC COM 69,500 2,913,186 68750P103 ORTHODONTIC CTRS AMER INC COM 3,400 118,625 689648103 OTTER TAIL CORP COM 850 40,748 689899102 OUTBACK STEAKHOUSE INC COM 37,150 1,983,217 690113105 OUTLOOK GROUP CORP COM 4,250 28,183 690368105 OVERSEAS SHIPHOLDING GROUP I COM 1,100 35,267 69039R100 OVERTURE SVCS INC COM 650 24,695 690768403 OWENS ILL INC COM NEW 2,700 56,423 691471106 OXFORD HEALTH PLANS INC COM 19,650 1,388,500 69325Q105 PC-TEL INC COM 2,200 22,649 69329T105 PDS GAMING CORP COM 4,650 8,770 69329V100 PDI INC COM 700 16,491 69331C108 PG&E CORP COM 50,978 1,387,067 69333Y108 P F CHANGS CHINA BISTRO INC COM 500 23,894 693419202 PMA CAP CORP CL A 1,150 36,992 69344F106 PMC-SIERRA INC COM 102,300 1,442,313 69344M101 PMI GROUP INC WHEN ISSUED 58,800 3,416,213 693475105 PNC FINL SVCS GROUP INC COM 55,332 4,399,630 693483109 POSCO SPONSORED ADR 28,600 1,186,193 69349H107 PNM RES INC COM 900 33,125 693506107 PPG INDS INC COM 21,360 2,010,926 69351T106 PPL CORP COM 16,183 814,196 69366A100 PSS WORLD MED INC COM 5,050 62,213 693718108 PACCAR INC COM 13,509 912,037 69373H106 PACER INTL INC TENN COM 3,600 94,394 694873100 PACIFIC SUNWEAR CALIF INC COM 2,050 69,123 695112102 PACIFICARE HEALTH SYS DEL COM 1,900 78,601 695156109 PACKAGING CORP AMER COM 2,050 62,014 695210104 PACKETEER INC COM 6,500 43,696 695257105 PACTIV CORP COM 21,865 791,463 696429307 PALL CORP COM 17,829 562,664 696642107 PALM INC COM 86,080 230,419 697900108 PAN AMERICAN SILVER CORP COM 1,259,964 14,237,593 697933109 PANAMSAT CORP NEW COM 3,600 123,741 69840W108 PANERA BREAD CO CL A 2,200 116,274 698657103 PANTRY INC COM 700 3,588 698813102 PAPA JOHNS INTL INC COM 1,050 53,322 698884103 PAR TECHNOLOGY CORP COM 3,000 24,913
Other Included Cusip Issuer Description Total Shares Market Value C$ Managers - ----- ------ ----------- ------------ ----------------- -------------- 69900R106 PARADIGM GENETICS INC COM 650 1,374 69911G107 PARADYNE NETWORKS INC COM 5,033 29,930 699173100 PARAMETRIC TECHNOLOGY CORP COM 42,230 229,873 699462107 PAREXEL INTL CORP COM 2,850 60,294 700658107 PARK NATL CORP COM 300 39,240 700666100 PARK OHIO HLDGS CORP COM 2,150 14,715 700690100 PARK PL ENTMT CORP COM 8,050 125,494 701094104 PARKER HANNIFIN CORP COM 12,671 920,984 701354102 PARKERVISION INC COM 1,800 52,508 70159Q104 PARKWAY PPTYS INC COM 2,900 159,665 70211M109 PARTNER COMMUNICATIONS CO LT ADR 1,178,165 7,525,921 70322A101 PATHMARK STORES INC NEW COM 1,300 37,191 703412106 PATTERSON DENTAL CO COM 45,509 3,483,601 703481101 PATTERSON UTI ENERGY INC COM 1,050 45,082 704227107 PAXAR CORP COM 10,600 270,038 704231109 PAXSON COMMUNICATIONS CORP COM 107,400 947,407 704326107 PAYCHEX INC COM 122,245 5,817,561 704379106 PAYLESS SHOESOURCE INC COM 49,350 4,327,038 704549104 PEABODY ENERGY CORP COM 350 15,075 705015105 PEARSON PLC SPONSORED ADR 145,000 2,291,331 705221109 PECO II INC COM 8,500 43,308 705904100 PEGASUS COMMUNICATIONS CORP CL A 1,600 1,776 706902103 PENGROWTH ENERGY TR COM 269,240 4,016,595 707247102 PENN-AMER GROUP INC COM 2,325 37,235 708160106 PENNEY J C INC COM 98,719 3,306,148 709323109 PENNZOIL-QUAKER STATE COMPAN COM 1,200 39,294 709631105 PENTAIR INC COM 950 69,469 710198102 PEOPLES BK BRIDGEPORT CONN COM 1,000 39,711 711030106 PEOPLES ENERGY CORP COM 2,927 162,309 712713106 PEOPLESOFT INC COM 38,381 868,607 713409100 PEPSI BOTTLING GROUP INC COM 35,879 1,680,720 71343P200 PEPSIAMERICAS INC COM 3,300 74,984 713448108 PEPSICO INC COM 1,080,056 79,182,832 71366Q101 PEREGRINE SYSTEMS INC COM 15,900 7,255 713755106 PERFORMANCE FOOD GROUP CO COM 750 38,624 713831105 PERICOM SEMICONDUCTOR CORP COM 1,450 25,560 714046109 PERKINELMER INC COM 17,887 300,610 714265105 PEROT SYS CORP CL A 12,800 212,003
Other Included Cusip Issuer Description Total Shares Market Value C$ Managers - ----- ------ ----------- ------------ ----------------- -------------- 714290103 PERRIGO CO COM 2,250 44,487 715684106 P T TELEKOMUNIKASI INDONESIA SPONSORED ADR 55,187 738,624 7.164E+106 PETRO-CDA COM 74,600 3,182,743 71654V101 PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 26,155 692,163 71654V408 PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 59,099 1,695,220 716768106 PETSMART INC COM 1,250 30,494 716933106 PHARMACYCLICS INC COM 600 4,052 717081103 PFIZER INC COM 2,964,699 157,753,815 717124101 PHARMACEUTICAL PROD DEV INC COM 800 32,049 717125108 PHARMACEUTICAL RES INC COM 350 14,788 71713B104 PHARMACOPEIA INC COM 1,000 12,957 71713U102 PHARMACIA CORP COM 864,899 49,263,069 717265102 PHELPS DODGE CORP COM 12,022 753,318 718009608 PHILADELPHIA SUBN CORP COM PAR $0.50 1,374 42,213 718154107 PHILIP MORRIS COS INC COM 503,813 33,474,087 718507106 PHILLIPS PETE CO COM 86,944 7,785,951 7.19E+113 PHOENIX COS INC NEW COM 300 8,373 719153108 PHOENIX TECHNOLOGY LTD COM 650 9,886 719364101 PHOTON DYNAMICS INC COM 33,726 1,538,829 719405102 PHOTRONICS INC COM 21,000 604,928 720186105 PIEDMONT NAT GAS INC COM 600 33,746 720279108 PIER 1 IMPORTS INC COM 1,700 53,650 723481107 PINNACLE SYS INC COM 1,400 23,399 723484101 PINNACLE WEST CAP CORP COM 10,750 645,817 723787107 PIONEER NAT RES CO COM 1,400 55,468 724479100 PITNEY BOWES INC COM 51,306 3,099,429 725701106 PITTSTON CO COM BRINKS GRP 1,250 45,627 725811103 PIXAR COM 870 57,705 72581M107 PIXELWORKS INC COM 2,500 31,901 72581R106 PIVOTAL CORP COM 666,786 3,904,374 725906101 PLACER DOME INC COM 10,710,351 182,604,517 726503105 PLAINS ALL AMERN PIPELINE L UNIT LTD PARTN 550 21,573 726540503 PLAINS RES INC COM PAR $0.10 400 16,274 727493108 PLANTRONICS INC NEW COM 1,600 46,260 72813P100 PLAYTEX PRODS INC COM 199,800 3,935,224 729132100 PLEXUS CORP COM 10,500 289,049 72919P103 PLUG POWER INC COM 1,750 21,053 729251108 PLUM CREEK TIMBER CO INC COM 23,560 1,096,481
Other Included Cusip Issuer Description Total Shares Market Value C$ Managers - ----- ------ ----------- ------------ ----------------- -------------- 730448107 POGO PRODUCING CO COM 800 39,689 731068102 POLARIS INDS INC COM 600 59,316 731572103 POLO RALPH LAUREN CORP CL A 600 20,441 73172K104 POLYCOM INC COM 1,500 27,354 73179P106 POLYONE CORP COM 500 8,555 731822102 POMEROY COMPUTER RES COM 1,100 24,392 733174106 POPULAR INC COM 1,950 99,887 736126103 PORTAL SOFTWARE INC COM 2,700 3,080 737464107 POST PPTYS INC COM 600 27,522 73755L107 POTASH CORP SASK INC COM 1,887,938 191,521,658 737628107 POTLATCH CORP COM 50 2,587 737679100 POTOMAC ELEC PWR CO COM 2,200 71,872 739276103 POWER INTEGRATIONS INC COM 2,550 69,418 739308104 POWER-ONE INC COM 9,700 91,763 739363109 POWERWAVE TECHNOLOGIES INC COM 2,250 31,346 739419109 PRACTICEWORKS INC COM 90 2,464 739421105 PRAECIS PHARMACEUTICALS INC COM 3,700 19,583 74005P104 PRAXAIR INC COM 22,016 1,907,607 740065107 PRE PAID LEGAL SVCS INC COM 300 9,080 740189105 PRECISION CASTPARTS CORP COM 1,050 52,700 74022D100 PRECISION DRILLING CORP COM 1,795,241 94,447,603 740706106 PRENTISS PPTYS TR SH BEN INT 1,850 89,335 740884101 PRESIDENTIAL LIFE CORP COM 1,400 43,160 741437305 PRICE COMMUNICATIONS CORP COM NEW 800 19,468 74144T108 PRICE T ROWE GROUP INC COM 20,486 985,733 741503106 PRICELINE COM INC COM 1,250 5,304 74153Q102 PRIDE INTL INC DEL COM 2,550 60,735 74157K101 PRIMEDIA INC COM 8,656 16,061 741917108 PRIME HOSPITALITY CORP COM 3,000 59,087 74251V102 PRINCIPAL FINANCIAL GROUP IN COM 175,550 8,276,882 74264T102 PRIORITY HEALTHCARE CORP CL B 700 25,019 742674104 PROBUSINESS SERVICES INC COM 1,250 27,698 742718109 PROCTER & GAMBLE CO COM 373,325 50,683,722 743263105 PROGRESS ENERGY INC COM 28,986 2,292,870 743312100 PROGRESS SOFTWARE CORP COM 7,500 168,354 743315103 PROGRESSIVE CORP OHIO COM 85,257 7,501,319 743410102 PROLOGIS TR SH BEN INT 2,779 109,892 743674103 PROTECTIVE LIFE CORP COM 50,100 2,522,144
Other Included Cusip Issuer Description Total Shares Market Value C$ Managers - ----- ------ ----------- ------------ ----------------- -------------- 74369L103 PROTEIN DESIGN LABS INC COM 136,600 2,256,237 74371K101 PROTON ENERGY SYS INC COM 1,750 8,544 743859100 PROVIDENT BANKSHARES CORP COM 5,400 194,564 743866105 PROVIDENT FINL GROUP INC COM 800 35,297 743977100 PROVINCE HEALTHCARE CO COM 26,750 909,703 74406A102 PROVIDIAN FINL CORP COM 39,868 356,538 744283102 PROXIM CORP CL A 850 3,877 744290305 PROXYMED PHARMACY INC COM NEW 330 10,364 744320102 PRUDENTIAL FINL INC COM 239,220 12,137,459 744573106 PUBLIC SVC ENTERPRISE GROUP COM 26,407 1,739,047 74460D109 PUBLIC STORAGE INC COM 1,850 104,388 744627100 PUBLICARD INC COM 7,450 2,266 745310102 PUGET ENERGY INC NEW COM 1,615 50,820 745769109 PULITZER INC COM 400 31,574 745867101 PULTE HOMES INC COM 7,299 638,094 745887109 PUMATECH INC COM 4,550 3,875 7.462E+106 PURE RES INC COM 2,750 86,996 746927102 QLT INC COM 4,229,476 125,365,339 74726X105 QRS CORP COM 800 9,478 747277101 QLOGIC CORP COM 85,772 4,970,210 74731K106 QUAKER CITY BANCORP INC COM 800 50,397 747525103 QUALCOMM INC COM 353,350 14,772,772 747582104 QUALITY SYS INC COM 2,000 51,255 7.476E+106 QUANTA SVCS INC COM 1,100 16,513 747906204 QUANTUM CORP COM DSSG 2,069 13,216 748203106 QUEBECOR WORLD INC COM NON-VTG 5,222,694 212,529,457 74834L100 QUEST DIAGNOSTICS INC COM 51,285 6,711,900 74834T103 QUEST SOFTWARE INC COM 4,150 91,710 748356102 QUESTAR CORP COM 1,800 68,058 74837P108 QUICKLOGIC CORP COM 2,300 12,698 74837R104 QUICKSILVER RESOURCES INC COM 850 33,147 74838Y207 QUILMES INDL QUINSA SOCIETE SP ADR CL B 10,853 161,433 748767100 QUINTILES TRANSNATIONAL CORP COM 14,207 269,879 749117206 QUOTESMITH COM INC COM NEW 1,966 8,495 749121109 QWEST COMMUNICATIONS INTL IN COM 600,043 2,555,316 749361101 RCN CORP COM 2,600 5,417 74955W307 R H DONNELLEY CORP COM NEW 700 29,778 74956K104 R G S ENERGY GROUP INC COM 700 41,734
Other Included Cusip Issuer Description Total Shares Market Value C$ Managers - ----- ------ ----------- ------------ ----------------- -------------- 749651105 R O C TAIWAN FD SH BEN INT 102,000 682,586 749685103 RPM INC OHIO COM 5,150 119,449 749719100 RSA SEC INC COM 3,650 26,702 749941100 RF MICRODEVICES INC COM 2,750 31,871 750236101 RADIAN GROUP INC COM 57,950 4,290,503 75040K109 RADIOLOGIX INC COM 120,100 2,758,190 75040P108 RADIO ONE INC CL A 2,100 47,494 75040P405 RADIO ONE INC CL D NON VTG 19,300 436,488 750438103 RADIOSHACK CORP COM 20,224 924,614 75086X106 RAINDANCE COMM COM 2,250 19,677 750875106 RAINMAKER SYSTEMS COM 4,300 2,224 750917106 RAMBUS INC DEL COM 2,900 18,040 75281A109 RANGE RES CORP COM 3,750 31,939 75409P202 RATIONAL SOFTWARE CORP COM NEW 27,200 339,638 754730109 RAYMOND JAMES FINANCIAL INC COM 1,050 45,992 754907103 RAYONIER INC COM 700 52,306 755081106 RAYOVAC CORP COM 900 25,255 755111507 RAYTHEON CO COM NEW 126,090 7,814,703 755267101 READERS DIGEST ASSN INC CL A NON VTG 2,550 72,641 75605L104 REALNETWORKS INC COM 52,700 326,219 756109104 REALTY INCOME CORP COM 900 50,537 75621K106 RECKSON ASSOCS RLTY CORP COM 800 30,297 75621K304 RECKSON ASSOCS RLTY CORP CL B 1,617 63,819 756577102 RED HAT INC COM 3,350 29,908 757209101 REDBACK NETWORKS INC COM 263,900 718,450 758110100 REEBOK INTL LTD COM 82,461 3,699,771 758849103 REGENCY CTRS CORP COM 900 41,010 758865109 REGENT COMMUNICATIONS INC DE COM 5,150 55,291 75886F107 REGENERON PHARMACEUTICALS COM 56,300 1,242,453 75886N100 REGENERATION TECH INC DEL COM 41,400 380,313 758932107 REGIS CORP MINN COM 550 22,601 758940100 REGIONS FINL CORP COM 29,850 1,595,783 75914G101 REGISTER COM INC COM 800 9,271 759351109 REINSURANCE GROUP AMER INC COM 800 37,500 759509102 RELIANCE STEEL & ALUMINUM CO COM 2,300 105,957 75952B105 RELIANT RES INC COM 1,350 17,966 75952J108 RELIANT ENERGY INC COM 40,033 1,028,985 759543101 REMEC INC COM 2,000 17,065
Other Included Cusip Issuer Description Total Shares Market Value C$ Managers - ----- ------ ----------- ------------ ----------------- -------------- 75968L105 RENAISSANCE LEARNING INC COM 3,100 95,334 759930100 RENAL CARE GROUP INC COM 498,795 23,377,720 76009N100 RENT A CTR INC NEW COM 44,250 3,904,095 76009U104 RENT WAY INC COM 3,100 60,916 76026T205 REPSOL YPF S A SPONSORED ADR 900 16,193 760282103 REPUBLIC BANCORP INC COM 1,331 30,244 760759100 REPUBLIC SVCS INC COM 88,150 2,556,685 760975102 RESEARCH IN MOTION LTD COM 2,240,533 38,649,202 761152107 RESMED INC COM 600 26,829 761195205 RESOURCE AMERICA INC CL A 2,000 32,061 76122Q105 RESOURCES CONNECTION INC COM 5,700 233,982 761230101 RESPIRONICS INC COM 700 36,251 76128Q109 RETEK INC COM 1,309 48,378 761624105 REX STORES CORP COM 1,350 28,129 761684109 REXHALL INDS INC COM 1,950 32,475 761695105 REYNOLDS & REYNOLDS CO CL A 1,150 48,886 76182K105 REYNOLDS R J TOB HLDGS INC COM 1,970 161,046 766573109 RIGHT MGMT CONSULTANTS INC COM 2,024 80,957 767204100 RIO TINTO PLC SPONSORED ADR 20,000 2,250,951 767744105 RITCHIE BROS AUCTIONEERS COM 273,600 12,975,844 767754104 RITE AID CORP COM 15,300 59,106 76870Q109 RIVERDEEP GROUP PLC ADR 45,400 1,074,409 769320102 RIVERSTONE NETWORKS INC COM 11,672 55,564 769742107 ROADWAY CORP COM 500 27,323 770323103 ROBERT HALF INTL INC COM 151,200 5,358,114 773903109 ROCKWELL AUTOMATION INC COM 20,770 631,155 774341101 ROCKWELL COLLINS INC COM 143,842 5,998,704 775109200 ROGERS COMMUNICATIONS INC CL B 6,945,894 96,515,653 775371107 ROHM & HAAS CO COM 28,345 1,745,535 775711104 ROLLINS INC COM 50 1,547 776696106 ROPER INDS INC NEW COM 74,700 4,237,734 778162107 ROSLYN BANCORP INC COM 1,575 52,292 778296103 ROSS STORES INC COM 41,600 2,578,251 779273101 ROUSE CO COM 1,350 67,613 779382100 ROWAN COS INC COM 8,134 265,360 779528108 ROWE COS COM 7,400 32,639 780008108 ROXIO INC COM 139 1,522 780087102 ROYAL BK CDA MONTREAL QUE COM 31,494,002 2,509,379,579
Other Included Cusip Issuer Description Total Shares Market Value C$ Managers - ----- ------ ----------- ------------ ----------------- -------------- 780257804 ROYAL DUTCH PETE CO NY REG GLD1.25 361,829 30,339,694 780287108 ROYAL GOLD INC COM 100,000 2,121,673 781182100 RUBY TUESDAY INC COM 117,600 3,469,871 781258108 RUDDICK CORP COM 100 2,548 782352108 RUSSELL CORP COM 1,300 38,061 783549108 RYDER SYS INC COM 12,504 515,184 783764103 RYLAND GROUP INC COM 300 22,700 78387G103 SBC COMMUNICATIONS INC COM 453,904 21,055,326 78388J106 SBA COMMUNICATIONS CORP COM 3,200 6,862 784018103 SCM MICROSYSTEMS INC COM 750 15,262 784028102 SCP POOL CORP COM 12,300 519,313 784117103 SEI INVESTMENTS CO COM 2,600 111,395 78440P108 SK TELECOM LTD SPONSORED ADR 131,130 4,944,050 78440X101 SL GREEN RLTY CORP COM 350 18,977 784413106 S L INDS INC COM 1,800 20,532 78442P106 SLM CORP COM 33,446 4,929,152 78462F103 SPDR TR UNIT SER 1 54,362 8,185,330 78462K102 SPSS INC COM 3,800 89,813 784635104 SPX CORP COM 1,067 190,681 78463B101 S1 CORPORATION COM 1,250 14,049 785905100 SABRE HLDGS CORP CL A 69,272 3,771,768 786429100 SAFECO CORP COM 14,259 669,902 786449108 SAFEGUARD SCIENTIFICS INC COM 3,500 10,646 786514208 SAFEWAY INC COM NEW 62,270 2,746,029 786598102 SAGA COMMUNICATIONS CL A 1,187 40,620 790148100 ST JOE CO COM 1,200 54,789 790849103 ST JUDE MED INC COM 36,901 4,144,698 792860108 ST PAUL COS INC COM 27,680 1,638,488 79377W108 SAKS INC COM 2,300 44,916 795435106 SALIX PHARMACEUTICALS INC COM 45,700 1,082,899 799175104 SAN PAOLO-IMI S P A SPONSORED ADR 80 2,440 799702105 SANCHEZ COMPUTER ASSOCS INC COM 900 6,105 80004C101 SANDISK CORP COM 1,350 25,460 800907107 SANMINA SCI CORP COM 225,158 2,160,832 803054204 SAP AKTIENGESELLSCHAFT SPONSORED ADR 112,086 4,113,514 803069202 SAPPI LTD SPON ADR NEW 5,640 120,091 803111103 SARA LEE CORP COM 94,553 2,968,173 804395101 SAUL CTRS INC COM 1,000 39,209
Other Included Cusip Issuer Description Total Shares Market Value C$ Managers - ----- ------ ----------- ------------ ----------------- -------------- 80589M102 SCANA CORP NEW COM 2,800 131,675 806407102 SCHEIN HENRY INC COM 5,280 357,354 806605101 SCHERING PLOUGH CORP COM 499,346 18,682,066 806857108 SCHLUMBERGER LTD COM 100,839 7,121,757 806870101 SCHMITT INDS INC ORE COM 2,650 1,572 807066105 SCHOLASTIC CORP COM 2,600 149,871 807863105 SCHOOL SPECIALTY INC COM 1,750 70,692 808194104 SCHULMAN A INC COM 1,050 34,253 808513105 SCHWAB CHARLES CORP NEW COM 330,879 5,636,266 808541106 SCHWEITZER-MAUDUIT INTL INC COM 660 24,694 808655104 SCIENTIFIC ATLANTA INC COM 292,653 7,321,889 808905103 SCIOS INC COM 37,550 1,748,145 810186106 SCOTTS CO CL A 5,350 369,414 811054204 SCRIPPS E W CO OHIO CL A 9,400 1,100,837 811707306 SEACOAST BKG CORP FLA COM 800 70,242 811904101 SEACOR SMIT INC COM 4,700 338,471 81211K100 SEALED AIR CORP NEW COM 11,539 706,731 812387108 SEARS ROEBUCK & CO COM 40,102 3,311,846 813114105 SECOND BANCORP INC COM 1,450 60,205 81369Y803 SECTOR SPDR TR SBI INT-TECH 683 15,802 815704101 SEEBEYOND TECHNOLOGIES CORP COM 600 2,829 816288104 SELECTICA INC COM 3,700 22,341 816300107 SELECTIVE INS GROUP INC COM 3,700 159,424 816850101 SEMTECH CORP COM 43,200 1,754,281 816851109 SEMPRA ENERGY COM 23,837 802,301 817070105 SENECA FOODS CORP NEW CL B 400 8,882 817070501 SENECA FOODS CORP NEW CL A 1,400 27,681 81725T100 SENSIENT TECHNOLOGIES CORP COM 1,050 36,347 817315104 SEPRACOR INC COM 82,660 1,200,613 817320104 SEQUA CORPORATION CL A 50 4,973 817492101 SERENA SOFTWARE INC COM 800 16,666 817523103 SEROLOGICALS CORP COM 6,200 172,468 817565104 SERVICE CORP INTL COM 31,525 231,583 81760N109 SERVICEMASTER CO COM 5,950 124,158 817826209 7-ELEVEN INC COM NEW 2,400 29,749 81788Q100 724 SOLUTIONS INC COM 1,357,500 1,775,590 820280105 SHAW GROUP INC COM 500 23,346 82028K200 SHAW COMMUNICATIONS INC CL B CONV 16,800 281,400
Other Included Cusip Issuer Description Total Shares Market Value C$ Managers - ----- ------ ----------- ------------ ----------------- -------------- 821373107 SHELBOURNE PPTYS I INC COM 400 26,342 821374105 SHELBOURNE PPTYS II INC COM 300 24,639 822703609 SHELL TRANS & TRADING PLC ADR NY SHS NEW 600 41,074 82312B106 SHENANDOAH TELECOMMUNICATION COM 300 24,511 824348106 SHERWIN WILLIAMS CO COM 23,610 1,074,749 82481R106 SHIRE PHARMACEUTICALS GRP PL SPONSORED ADR 95,200 3,737,052 82567D104 SHURGARD STORAGE CTRS INC COM 450 23,626 825846108 SICOR INC COM 1,800 50,756 826170102 SIEBEL SYS INC COM 322,250 6,969,422 826197501 SIEMENS A G SPONSORED ADR 30 2,710 826428104 SIERRA PAC RES NEW COM 4,750 56,350 826516106 SIERRA WIRELESS INC COM 478,563 2,440,672 826546103 SIFCO INDS INC COM 3,700 28,981 826552101 SIGMA ALDRICH CORP COM 10,000 762,738 826675100 SIGNAL TECHNOLOGY CORP COM 850 12,139 826919102 SILICON LABORATORIES INC COM 550 22,636 827057100 SILICON STORAGE TECHNOLOGY I COM 1,900 22,540 827064106 SILICON VY BANCSHARES COM 19,050 763,738 827079203 SILICONIX INC COM NEW 650 27,384 828806109 SIMON PPTY GROUP INC NEW COM 22,950 1,285,898 829073105 SIMPSON MANUFACTURING CO INC COM 1,950 169,435 829226109 SINCLAIR BROADCAST GROUP INC CL A 5,500 120,783 82929L109 SINGAPORE FD INC COM 90,000 739,164 82966U103 SIRIUS SATELLITE RADIO INC COM 500 2,866 829909100 SIPEX CORP COM 2,500 18,589 830018107 SIX CONTINENTS PLC SPONSORED ADR 110,000 1,746,616 83001P109 SIX FLAGS INC COM 1,600 35,164 83080P103 SKY FINL GROUP INC COM 1,200 38,601 830879102 SKYWEST INC COM 900 32,017 83170A206 SMARTFORCE PUB LTD CO SPONSORED ADR 2,300 11,894 831865209 SMITH A O COM 8,750 410,019 832110100 SMITH INTL INC COM 66,200 6,865,670 832248108 SMITHFIELD FOODS INC COM 2,100 59,247 832696405 SMUCKER J M CO COM NEW 1,700 88,227 832727101 SMURFIT-STONE CONTAINER CORP COM 5,101 119,619 833034101 SNAP ON INC COM 6,859 309,724 834092108 SOLA INTL INC COM 1,100 19,240 834182107 SOLECTRON CORP COM 225,024 2,104,787
Other Included Cusip Issuer Description Total Shares Market Value C$ Managers - ----- ------ ----------- ------------ ----------------- -------------- 834376105 SOLUTIA INC COM 1,900 20,286 835433202 SONERA GROUP PLC SPONSORED ADR 500 2,984 835451105 SONIC CORP COM 3,325 158,841 83545G102 SONIC AUTOMOTIVE INC CL A 1,000 39,164 83546Q109 SONICBLUE INC COM 1,400 2,193 835470105 SONICWALL INC COM 8,050 61,462 835495102 SONOCO PRODS CO COM 2,650 113,134 835699307 SONY CORP ADR NEW 130,601 10,460,075 83586Q100 SORRENTO NETWORKS CORP COM 1,550 2,263 835898107 SOTHEBYS HLDGS INC CL A 3,350 72,605 835916107 SONUS NETWORKS INC COM 120,700 370,820 836167106 SOURCECORP COM 3,600 145,095 837841105 SOUTH FINL GROUP INC COM 1,400 47,715 838518108 SOUTH JERSEY INDS INC COM 650 33,365 842587107 SOUTHERN CO COM 88,762 3,698,979 844030106 SOUTHERN UN CO NEW COM 3,326 85,995 844730101 SOUTHTRUST CORP COM 45,294 1,799,360 844741108 SOUTHWEST AIRLS CO COM 94,631 2,325,836 844767103 SOUTHWEST BANCORP INC OKLA COM 2,025 85,343 84476R109 SOUTHWEST BANCORPORATION TEX COM 5,450 300,227 845905108 SOVEREIGN BANCORP INC COM 1,000 22,738 846425882 SPANISH BROADCASTING SYS INC CL A 166,050 2,525,475 847580107 SPECTRALINK CORP COM 1,450 23,465 84764M101 SPEECHWORKS INTL INC COM 350 1,958 847788106 SPEEDWAY MOTORSPORTS INC COM 700 27,074 848420105 SPHERION CORP COM 5,750 104,068 84855W109 SPINNAKER EXPL CO COM 600 32,870 852061100 SPRINT CORP COM FON GROUP 204,244 3,295,861 852061506 SPRINT CORP PCS COM SER 1 212,157 1,442,345 852891100 STANCORP FINL GROUP INC COM 550 46,426 85375C101 STANDARD PAC CORP NEW COM 800 42,683 853887107 STANDARD REGISTER CO COM 500 26,000 854616109 STANLEY WKS COM 12,285 766,248 855030102 STAPLES INC COM 58,825 1,762,513 855244109 STARBUCKS CORP COM 181,850 6,872,642 85590A203 STARWOOD HOTELS&RESORTS WRLD PAIRED CTF 26,616 1,331,407 857477103 STATE STR CORP COM 100,058 6,802,422 857550107 STATEN IS BANCORP INC COM 1,900 55,483
Other Included Cusip Issuer Description Total Shares Market Value C$ Managers - ----- ------ ----------- ------------ ----------------- -------------- 857689103 STATION CASINOS INC COM 1,125 30,542 858119100 STEEL DYNAMICS INC COM 1,450 36,322 858155203 STEELCASE INC CL A 1,650 33,577 858375108 STEIN MART INC COM 3,000 54,160 85856W105 STELLENT INC COM 3,350 23,335 858603103 STEPHAN CO COM 4,550 25,397 858907108 STERLING BANCSHARES INC COM 1,000 22,464 858912108 STERICYCLE INC COM 1,100 59,241 859152100 STERIS CORP COM 5,950 170,853 860342104 STEWART & STEVENSON SVCS INC COM 50 1,349 86074Q102 STILLWATER MNG CO COM 75,500 1,823,483 860831106 STILWELL FINL INC COM 26,641 737,439 861012102 STMICROELECTRONICS N V NY REGISTRY 60 2,220 861642106 STONE ENERGY CORP COM 447 27,364 862111200 STORAGE TECHNOLOGY CORP COM PAR $0.10 2,300 55,865 8.621E+107 STORAGENETWORKS INC COM 1,000 2,995 862701307 STRATEGIC DISTR INC COM NEW 300 6,433 863100103 STRATOS LIGHTWAVE INC COM 2,936 7,145 863111100 STRATTEC SEC CORP COM 700 58,896 863314100 STRIDE RITE CORP COM 10,200 124,106 863667101 STRYKER CORP COM 25,337 2,062,027 863902102 STUDENT LN CORP COM 450 56,697 866011109 SUMMIT BANCSHARES INC TEX COM 1,600 59,109 866239106 SUMMIT PPTYS INC COM 1,000 35,148 866674104 SUN COMMUNITIES INC COM 600 37,935 866796105 SUN LIFE FINL SVCS CDA INC COM 23,246,224 1,160,033,151 866810104 SUN MICROSYSTEMS INC COM 1,134,402 8,643,253 867229106 SUNCOR ENERGY INC COM 20,889,608 555,599,065 867363103 SUNGARD DATA SYS INC COM 87,850 3,538,050 86764P109 SUNOCO INC COM 11,550 625,896 86768K106 SUNRISE ASSISTED LIVING INC COM 400 16,304 867914103 SUNTRUST BKS INC COM 34,774 3,581,590 868042102 SUPER VISION INTL INC CL A 2,600 8,106 868059106 SUPERGEN INC COM 3,550 39,198 868157108 SUPERIOR ENERGY SVCS INC COM 2,150 33,190 868168105 SUPERIOR INDS INTL INC COM 24,000 1,683,833 868536103 SUPERVALU INC COM 17,023 635,094 868873100 SURMODICS INC COM 700 27,670
Other Included Cusip Issuer Description Total Shares Market Value C$ Managers - ----- ------ ----------- ------------ ----------------- -------------- 870756103 SWIFT TRANSN CO COM 105,600 3,742,175 871130100 SYBASE INC COM 1,200 19,255 871142105 SYBRON DENTAL SPECIALTIES IN COM 900 25,323 871206108 SYCAMORE NETWORKS INC COM 4,350 25,538 871237103 SYKES ENTERPRISES INC COM 100 1,169 871399101 SYLVAN LEARNING SYS INC COM 1,000 30,327 871503108 SYMANTEC CORP COM 4,400 219,833 871508107 SYMBOL TECHNOLOGIES INC COM 30,578 395,305 871543104 SYMMETRICOM INC COM 1,500 8,327 87155S108 SYMYX TECHNOLOGIES COM 186,650 3,951,586 871607107 SYNOPSYS INC COM 1,450 120,874 87160A100 SYNGENTA AG SPONSORED ADR 324 5,964 87161C105 SYNOVUS FINL CORP COM 36,536 1,529,233 871630109 SYNTROLEUM CORP COM 135,000 591,331 871829107 SYSCO CORP COM 166,048 6,804,583 872275102 TCF FINL CORP COM 1,500 112,015 872375100 TECO ENERGY INC COM 378,300 14,240,190 872384102 TEPPCO PARTNERS L P UT LTD PARTNER 700 34,121 872443403 THQ INC COM NEW 450 20,409 872540109 TJX COS INC NEW COM 146,050 4,355,955 872549100 TLC VISION CORP COM 1,164,900 6,643,916 872649108 TRW INC COM 15,625 1,354,087 872941109 TMP WORLDWIDE INC COM 62,350 2,038,821 873168108 TXU CORP COM 32,928 2,574,143 874039100 TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 887,860 17,554,642 874161102 TALBOTS INC COM 1,450 77,186 8.743E+107 TALISMAN ENERGY INC COM 4,814,699 499,769,240 874918105 TALX CORP COM 275 7,930 87588Q109 TANOX INC COM 1,050 17,295 8.761E+110 TARGET CORP COM 589,777 34,175,671 878237106 TECH DATA CORP COM 1,750 100,741 878377100 TECHNE CORP COM 1,150 49,358 878553106 TECHNISOURCE INC COM 5,450 32,907 878555101 TECHNITROL INC COM 91,300 3,235,422 878895200 TECUMSEH PRODS CO CL A 50 4,037 879080109 TEJON RANCH CO DEL COM 300 14,875 879101103 TEKELEC COM 3,600 43,961 879131100 TEKTRONIX INC COM 10,577 300,982
Other Included Cusip Issuer Description Total Shares Market Value C$ Managers - ----- ------ ----------- ------------ ----------------- -------------- 879278208 TELECOM CORP NEW ZEALAND LTD SPONSORED ADR 800 23,738 879287308 TELECOMUNICACOES BRASILEIRAS SPONSORED ADR 115 3,967 879360105 TELEDYNE TECHNOLOGIES INC COM 1,000 31,346 879369106 TELEFLEX INC COM 21,700 1,886,167 879382208 TELEFONICA S A SPONSORED ADR 87,502 3,289,389 879403780 TELEFONOS DE MEXICO S A SPON ADR ORD L 104,841 5,115,284 879433100 TELEPHONE & DATA SYS INC COM 1,285 118,337 87959M109 TELIK INC COM 110,700 2,104,563 879664100 TELLABS INC COM 46,484 438,328 8.797E+111 TELLIUM INC COM 1,050 1,485 879868107 TEMPLE INLAND INC COM 7,313 643,544 879939106 TELETECH HOLDINGS INC COM 600 8,706 88033G100 TENET HEALTHCARE CORP COM 209,297 22,775,970 880345103 TENNANT CO COM 550 33,125 880770102 TERADYNE INC COM 22,700 811,331 880775101 TERAYON COMMUNICATION SYS COM 1,150 2,326 881624209 TEVA PHARMACEUTICAL INDS LTD ADR 87,767 8,914,191 88162G103 TETRA TECH INC NEW COM 10,075 225,251 882508104 TEXAS INSTRS INC COM 451,432 16,272,150 882673106 TEXAS REGL BANCSHARES INC CL A VTG 660 49,798 883203101 TEXTRON INC COM 18,760 1,338,166 883203309 TEXTRON INC PFD CONV $1.40 25 6,369 883556102 THERMO ELECTRON CORP COM 25,128 630,589 884315102 THOMAS & BETTS CORP COM 5,371 151,940 884425109 THOMAS INDS INC COM 1,600 69,597 884903105 THOMSON CORP COM 185,529 8,873,400 885175307 THORATEC CORP COM NEW 600 8,204 885535104 3COM CORP COM 10,925 73,110 88554L108 THREE FIVE SYS INC COM 1,000 17,338 88579Y101 3M CO COM 219,157 40,944,487 88632Q103 TIBCO SOFTWARE INC COM 4,200 35,516 88633P203 TICKETMASTER CL B 70,900 2,017,550 886423102 TIDEWATER INC COM 1,000 50,068 88650Q100 TIER TECHNOLOGIES INC CL B 2,000 54,205 886547108 TIFFANY & CO NEW COM 17,827 954,388 887100105 TIMBERLAND CO CL A 314,700 17,144,569 887319101 TIME WARNER TELECOM INC CL A 1,000 2,555 887389104 TIMKEN CO COM 900 30,566
Other Included Cusip Issuer Description Total Shares Market Value C$ Managers - ----- ------ ----------- ------------ ----------------- -------------- 888266103 TITAN CORP COM 1,450 40,335 888314101 TITAN PHARMACEUTICALS INC DE COM 2,700 14,989 888339108 TITANIUM METALS CORP COM 1,300 7,790 888706108 TIVO INC COM 1,450 8,182 889478103 TOLL BROTHERS INC COM 1,000 44,563 889542106 TOLLGRADE COMMUNICATIONS INC COM 950 21,196 890030208 TOMKINS PLC SPONSORED ADR 55,000 1,258,099 890333107 TOO INC COM 40,600 1,901,871 890516107 TOOTSIE ROLL INDS INC COM 1,266 74,246 891027104 TORCHMARK CORP COM 14,360 834,300 891092108 TORO CO COM 300 26,163 891160509 TORONTO DOMINION BK ONT COM NEW 23,165,535 1,259,831,952 8.915E+113 TOTAL FINA ELF S A SPONSORED ADR 109,968 13,356,036 891539108 TOUCH AMERICA HLDGS INC COM 3,650 15,266 891707101 TOWER AUTOMOTIVE INC COM 82,683 1,754,263 891906109 TOTAL SYS SVCS INC COM 3,750 107,281 892335100 TOYS R US INC COM 21,585 573,521 892356106 TRACTOR SUPPLY CO COM 1,000 107,970 892918103 TRANSACT TECHNOLOGIES INC COM 1,700 12,617 89336Q100 TRANS WORLD ENTMT CORP COM 1,900 16,847 89346D107 TRANSALTA CORP COM 6,400 129,280 893521104 TRANSATLANTIC HLDGS INC COM 825 100,380 893526103 TRANSCANADA PIPELINES LTD COM 17,529 401,457 893617209 TRANSCONTINENTAL RLTY INVS COM NEW 650 19,594 893735100 TRANSKARYOTIC THERAPIES INC COM 37,500 2,056,084 89376R109 TRANSMETA CORP DEL COM 7,050 25,198 894065101 TRANSWITCH CORP COM 1,650 1,606 89420G109 TRAVELERS PPTY CAS CORP NEW CL A 18,050 485,909 894650100 TREDEGAR CORP COM 750 27,548 89531P105 TREX INC COM 500 23,878 89579K109 TRIAD HOSPITALS INC COM 128,483 8,347,975 89589H104 TRIANGLE PHARMACEUTICALS INC COM 177,200 730,360 895919108 TRIDENT MICROSYSTEMS INC COM 1,250 11,825 895925105 TRIAD GTY INC COM 2,300 152,272 896047107 TRIBUNE CO NEW COM 70,052 4,634,619 89618L100 TRIGON HEALTHCARE INC COM 700 107,081 896239100 TRIMBLE NAVIGATION LTD COM 1,600 37,719 896263100 TRIMERIS INC COM 248,600 16,783,808
Other Included Cusip Issuer Description Total Shares Market Value C$ Managers - ----- ------ ----------- ------------ ----------------- -------------- 896522109 TRINITY INDS INC COM 1,450 46,047 89674K103 TRIQUINT SEMICONDUCTOR INC COM 952 9,281 89677M106 TRITON PCS HLDGS INC CL A 2,234,871 13,216,904 898349105 TRUSTCO BK CORP N Y COM 2,852 57,127 898402102 TRUSTMARK CORP COM 1,000 38,859 898592506 TUBOS DE ACERO DE MEXICO S A ADR NEW 17,523 245,189 899165104 TULARIK INC COM 750 10,460 899896104 TUPPERWARE CORP COM 4,634 146,526 901167106 TWEETER HOME ENTMT GROUP INC COM 1,500 37,278 90130N103 21ST CENTY INS GROUP COM 650 18,783 902124106 TYCO INTL LTD NEW COM 423,308 8,697,933 902494103 TYSON FOODS INC CL A 9,477 223,556 902549500 UAL CORP COM PAR $0.01 950 16,529 902681105 UGI CORP NEW COM 900 43,720 902788108 UMB FINL CORP COM 262 18,677 902911106 UST INC COM 59,582 3,081,046 902973304 US BANCORP DEL COM NEW 736,058 26,139,854 902984103 USA INTERACTIVE COM 187,350 6,681,913 903293405 U S G CORP COM NEW 1,000 10,646 9.033E+112 USEC INC COM 2,150 28,776 903844108 ULTICOM INC COM 450 4,640 903849107 ULTIMATE ELECTRS INC COM 1,300 51,229 903914109 ULTRA PETE CORP COM 2,219,833 25,625,144 904034105 ULTRATECH STEPPER INC COM 1,500 36,935 904677101 UNIFI INC COM 12,350 204,738 904767704 UNILEVER PLC SPON ADR NEW 40 2,222 904784709 UNILEVER N V N Y SHS NEW 67,689 6,672,351 905399101 UNION BANKSHARES CORP COM 1,450 59,742 907818108 UNION PAC CORP COM 30,398 2,925,605 908068109 UNION PLANTERS CORP COM 25,665 1,263,499 908906100 UNIONBANCAL CORP COM 3,150 224,452 909205106 UNISOURCE ENERGY CORP COM 2,400 67,784 909214108 UNISYS CORP COM 141,506 1,936,964 909440109 UNITED AUTO GROUP INC COM 450 14,270 909907107 UNITED BANKSHARES INC WEST V COM 1,000 44,684 91018B104 UNITED DEFENSE INDS INC COM 900 31,483 910197102 UNITED DOMINION REALTY TR IN COM 1,950 46,711 910331107 UNITED FIRE & CAS CO COM 700 40,222
Other Included Cusip Issuer Description Total Shares Market Value C$ Managers - ----- ------ ----------- ------------ ----------------- -------------- 910909100 UNITED NATL BANCORP N J COM 1,300 45,475 911312106 UNITED PARCEL SERVICE INC CL B 174,725 16,409,534 911363109 UNITED RENTALS INC COM 1,600 53,049 911684108 UNITED STATES CELLULAR CORP COM 1,450 56,125 911905107 US AIRWAYS GROUP INC COM 250 1,407 912080108 U S INDS INC NEW COM 1,600 8,395 912909108 UNITED STATES STL CORP NEW COM 65,918 1,994,082 913004107 UNITED STATIONERS INC COM 6,000 277,414 913016309 UNITED SURGICAL PARTNERS INT COM 550 25,522 913017109 UNITED TECHNOLOGIES CORP COM 154,173 15,914,224 91307C102 UNITED THERAPEUTICS CORP DEL COM 1,500 28,198 913247508 UNITEDGLOBALCOM CL A 5,950 24,886 91324P102 UNITEDHEALTH GROUP INC COM 322,320 44,879,690 913275103 UNITRIN INC COM 2,200 119,687 913431102 UNIVERSAL COMPRESSION HLDGS COM 150 5,443 913456109 UNIVERSAL CORP VA COM 500 27,909 913837100 UNIVERSAL STAINLESS & ALLOY COM 1,600 28,593 913903100 UNIVERSAL HLTH SVCS INC CL B 1,750 130,418 914906102 UNIVISION COMMUNICATIONS INC CL A 86,600 4,135,726 915289102 UNOCAL CORP COM 137,732 7,738,129 91529B106 UNOVA INC COM 1,800 17,767 91529Y106 UNUMPROVIDENT CORP COM 31,849 1,232,786 915436109 UPM KYMMENE CORP SPONSORED ADR 50,000 2,998,479 916906100 USFREIGHTWAYS CORP COM 1,500 86,395 917047102 URBAN OUTFITTERS INC COM 3,700 195,383 91819B105 VA SOFTWARE CORP COM 2,550 3,878 918204108 V F CORP COM 14,386 857,909 918458100 VYYO INC COM 1,750 2,236 918866104 VALASSIS COMMUNICATIONS INC COM 1,000 55,513 918905100 VALHI INC NEW COM 2,400 55,665 918914102 VALENCE TECHNOLOGY INC COM 1,300 2,729 91913Y100 VALERO ENERGY CORP NEW COM 2,600 147,973 919794107 VALLEY NATL BANCORP COM 8,150 344,593 920355104 VALSPAR CORP COM 800 54,753 920387107 VALUE CITY DEPT STORES INC COM 1,700 7,240 92047K107 VALUEVISION INTL INC CL A 1,000 27,605 922122106 VARCO INTL INC DEL COM 600 16,006 922206107 VARIAN INC COM 1,150 57,631
Other Included Cusip Issuer Description Total Shares Market Value C$ Managers - ----- ------ ----------- ------------ ----------------- -------------- 922207105 VARIAN SEMICONDUCTOR EQUIPMN COM 800 41,284 92220P105 VARIAN MED SYS INC COM 1,200 74,008 92240G101 VECTREN CORP COM 1,150 43,551 92240M108 VECTOR GROUP LTD COM 500 13,536 922417100 VEECO INSTRS INC DEL COM 450 15,817 92257T202 VELOCITY EXPRESS CORP COM NEW 1,380 6,402 922908652 VANGUARD INDEX TR EXT MKT VIPERS 47,840 4,100,052 923436109 VERITAS SOFTWARE CO COM 329,492 9,917,333 92343C106 VERITY INC COM 5,400 91,081 9.234E+106 VERISIGN INC COM 309,035 3,379,409 92343P107 VERITAS DGC INC COM 1,550 29,703 92343V104 VERIZON COMMUNICATIONS COM 977,012 59,242,866 925314106 VERSICOR INC COM 126,900 2,595,901 92532F100 VERTEX PHARMACEUTICALS INC COM 139,671 3,458,318 925524308 VIACOM INC CL B 605,386 40,853,197 92552R109 VIAD CORP COM 65,450 2,588,137 92553Q209 VIASYS HEALTHCARE INC COM NEW 170 4,512 925815102 VICOR CORP COM 600 6,379 92672P108 VIEWPOINT CORP COM 1,750 12,829 926734104 VIGNETTE CORP COM 4,303 12,893 927460105 VINTAGE PETE INC COM 2,250 40,722 927624106 VION PHARMACEUTICALS INC COM 2,350 1,394 92763R104 VIRAGE LOGIC CORP COM 1,500 29,703 92823R201 VIROLOGIC INC COM 950 4,046 928241108 VIROPHARMA INC COM 66,900 145,501 928298108 VISHAY INTERTECHNOLOGY INC COM 50,300 1,683,042 92829S104 VISIBLE GENETICS INC COM 20,400 59,261 92839U107 VISTEON CORP COM 15,451 333,695 92844S105 VISX INC DEL COM 1,850 30,669 928483106 VITALWORKS INC COM 360 4,490 928497106 VITESSE SEMICONDUCTOR CORP COM 34,952 165,324 92849Q104 VITRIA TECHNOLOGY COM 4,250 6,205 92851S204 VIVENDI UNIVERSAL SPON ADR NEW 240 7,848 928552108 VIXEL CORP DEL COM 4,400 17,399 92857W100 VODAFONE GROUP PLC NEW SPONSORED ADR 806,015 16,732,976 929042109 VORNADO RLTY TR SH BEN INT 1,600 111,939 92906P106 VOTORANTIM CELULOSE E PAPEL SPONSORED ADR 7,296 209,725 929160109 VULCAN MATLS CO COM 11,650 776,076
Other Included Cusip Issuer Description Total Shares Market Value C$ Managers - ----- ------ ----------- ------------ ----------------- -------------- 929236107 WD-40 CO COM 72,000 3,039,878 92923B106 WFS FINL INC COM 1,750 72,954 92923C104 WCI CMNTYS INC COM 33,300 1,466,213 929248102 WHX CORP COM 6,150 7,015 92924F106 WGL HLDGS INC COM 850 33,612 9.293E+112 W-H ENERGY SVCS INC COM 2,800 94,370 929284107 WJ COMMUNICATIONS INC COM 2,700 4,764 929309300 WPP GROUP PLC SPON ADR NEW 155,379 10,076,421 92931B106 WPS RESOURCES CORP COM 850 52,784 929740108 WABTEC CORP COM 1,700 35,603 929798106 WACKENHUT CORRECTIONS CORP COM 1,500 34,152 929903102 WACHOVIA CORP 2ND NEW COM 246,086 14,247,399 930059100 WADDELL & REED FINL INC CL A 225,200 7,850,318 931142103 WAL MART STORES INC COM 980,938 82,058,160 931422109 WALGREEN CO COM 206,262 12,118,523 932270101 WALLACE COMPUTER SERVICES IN COM 100 3,270 938824109 WASHINGTON FED INC COM 968 37,189 939322103 WASHINGTON MUT INC COM 126,564 7,143,407 939640108 WASHINGTON POST CO CL B 3,175 2,655,894 939653101 WASHINGTON REAL ESTATE INVT SH BEN INT 6,650 292,195 940610108 WASHINGTON TR BANCORP COM 1,250 45,038 941053100 WASTE CONNECTIONS INC COM 350 16,630 94106L109 WASTE MGMT INC DEL COM 83,147 3,294,265 941105108 WATCHGUARD TECHNOLOGIES INC COM 400 3,127 941848103 WATERS CORP COM 202,440 8,220,757 942622200 WATSCO INC COM 1,200 33,326 942683103 WATSON PHARMACEUTICALS INC COM 156,576 6,017,757 942712100 WATSON WYATT & CO HLDGS CL A 650 23,944 942749102 WATTS INDS INC CL A 2,600 78,494 943315101 WAUSAU-MOSINEE PAPER CORP COM 1,850 33,905 94767L109 WEBEX INC COM 450 10,882 94768C108 WEBMETHODS INC COM 2,237 33,683 94769M105 WEBMD CORP COM 18,830 161,236 947890109 WEBSTER FINL CORP CONN COM 1,010 58,741 948626106 WEIGHT WATCHERS INTL INC NEW COM 47,350 3,128,341 948741103 WEINGARTEN RLTY INVS SH BEN INT 750 40,380 948849104 WEIS MKTS INC COM 600 33,983 94973H108 WELLPOINT HEALTH NETWORK NEW COM 394,567 46,691,831
Other Included Cusip Issuer Description Total Shares Market Value C$ Managers - ----- ------ ----------- ------------ ----------------- -------------- 949746101 WELLS FARGO & CO NEW COM 1,033,044 78,306,985 950240200 WELLSFORD REAL PPTYS INC COM NEW 700 22,038 950590109 WENDYS INTL INC COM 14,305 866,568 950755108 WERNER ENTERPRISES INC COM 733 23,757 950813105 WESCAST INDS INC CL A SUB VTG 172,839 9,305,422 950817106 WESCO FINL CORP COM 150 68,806 952355105 WEST CORP COM 3,000 100,654 957090103 WESTAMERICA BANCORPORATION COM 6,650 400,113 957907108 WESTCORP INC COM 800 38,802 958102105 WESTERN DIGITAL CORP COM 291,350 1,440,133 958259103 WESTERN GAS RES INC COM 113,750 6,470,342 9.599E+208 WESTERN WIRELESS CORP CL A 115,350 568,417 961238102 WESTPOINT STEVENS INC COM 350 2,060 961418100 WESTPORT RES CORP NEW COM 650 16,213 961815107 WESTWOOD ONE INC COM 71,800 3,649,515 962166104 WEYERHAEUSER CO COM 27,503 2,670,824 963320106 WHIRLPOOL CORP COM 7,568 752,311 966612103 WHITNEY HLDG CORP COM 900 42,078 966837106 WHOLE FOODS MKT INC COM 75,050 5,504,047 96808B107 WILD OATS MARKETS INC COM 1,900 46,525 968223206 WILEY JOHN & SONS INC CL A 1,150 41,890 969457100 WILLIAMS COS INC DEL COM 137,160 1,249,564 969491109 WILLIAMS ENERGY PARTNERS L P COM UNIT RP LP 400 20,380 969904101 WILLIAMS SONOMA INC COM 2,200 102,589 971807102 WILMINGTON TRUST CORP COM 800 37,110 972232102 WILSON GREATBATCH TECHNOLOGI COM 3,500 135,635 973149107 WIND RIVER SYSTEMS INC COM 7,200 54,862 974280109 WINN DIXIE STORES INC COM 15,477 366,976 97651M109 WIPRO LTD SPON ADR 1 SH 2,270 103,471 97653A103 WIRELESS FACILITIES INC COM 900 6,707 976657106 WISCONSIN ENERGY CORP COM 3,308 127,138 977284108 WISER OIL CO DEL COM 3,300 17,717 977424100 WITNESS SYS INC COM 1,300 14,592 978150100 WOMEN FIRST HEALTHCARE COM 55,200 650,646 979438108 WOODHEAD INDS INC COM 5,900 153,804 980745103 WOODWARD GOVERNOR CO COM 2,100 188,824 98137N109 WORKFLOW MGMT INC COM 1,100 5,707 98157D106 WORLDCOM INC GA NEW WRLDCOM GP COM 65,413 19,889
Other Included Cusip Issuer Description Total Shares Market Value C$ Managers - ----- ------ ----------- ------------ ----------------- -------------- 98157D304 WORLDCOM INC GA NEW MCI GROUP COM 10,254 4,240 981811102 WORTHINGTON INDS INC COM 6,904 190,057 982526105 WRIGLEY WM JR CO COM 27,602 2,323,606 983024100 WYETH COM 738,406 57,045,875 98385X106 XTO ENERGY CORP COM 73,025 2,287,932 98389B100 XCEL ENERGY INC COM 49,244 1,256,003 98389J103 XANSER CORP COM 2,350 6,505 983919101 XILINX INC COM 143,202 4,885,203 984121103 XEROX CORP COM 102,178 1,083,056 984332106 YAHOO INC COM 73,425 1,648,294 986670107 YORK INTL CORP NEW COM 450 23,126 987434107 YOUNG BROADCASTING INC CL A 3,300 89,238 987520103 YOUNG INNOVATIONS INC COM 2,025 66,894 987819109 YOUTHSTREAM MEDIA NETWORKS I COM 8,600 1,557 988498101 YUM BRANDS INC WHEN ISSUED 39,754 1,768,524 988858106 ZALE CORP NEW COM 61,350 3,415,072 989139100 ZARLINK SEMICONDUCTOR INC COM 1,500 10,965 989207105 ZEBRA TECHNOLOGIES CORP CL A 600 44,003 989390109 ZENITH NATL INS CORP COM 1,300 62,973 98956P102 ZIMMER HLDGS INC COM 26,688 1,447,443 989701107 ZIONS BANCORPORATION COM 11,300 895,407 98974P100 ZIXIT CORP COM 550 4,584 D1668R123 DAIMLERCHRYSLER AG ORD 298 21,859 D18190898 DEUTSCHE BANK AG NAMEN ORD 44,545 4,709,236 G0070K103 ACE LTD ORD 236,250 11,354,373 G0450A105 ARCH CAP GROUP LTD ORD 650 27,829 G1150G111 ACCENTURE LTD BERMUDA CL A 139,900 4,042,738 G16962105 BUNGE LIMITED COM 200 6,418 G24182100 COOPER INDS LTD CL A 11,339 677,753 G3223R108 EVEREST RE GROUP LTD COM 150 12,764 G36535105 FOSTER WHEELER LTD SHS 2,200 5,354 G36738105 FRESH DEL MONTE PRODUCE INC ORD 1,550 58,935 G37260109 GARMIN LTD ORD 34,000 1,140,228 G3930E101 GLOBALSANTAFE CORP SHS 69,877 2,906,671 G4776G101 INGERSOLL-RAND COMPANY LTD CL A 22,056 1,531,676 G56462107 LORAL SPACE & COMMUNICATIONS COM 2,800 4,216 G5876H105 MARVELL TECHNOLOGY GROUP LTD ORD 9,000 272,259 G65422100 NOBLE CORPORATION SHS 15,191 891,821
Other Included Cusip Issuer Description Total Shares Market Value C$ Managers - ----- ------ ----------- ------------ ----------------- -------------- G6852T105 PARTNERRE LTD COM 4,100 305,240 G7496G103 RENAISSANCE RE HLDGS LTD COM 33,000 1,836,958 G87210103 UTI WORLDWIDE INC ORD 4,900 147,335 G90078109 TRANSOCEAN INC ORD 195,036 9,240,109 G9618E107 WHITE MTNS INS GROUP LTD COM 150 72,205 G98255105 XL CAP LTD CL A 30,050 3,871,080 G9825R107 XOMA LTD ORD 9,100 55,223 H8920M855 UBS AG NAMEN AKT 675 51,218 L6388F102 MILLICOM INTL CELLULAR S A ORD 392,800 955,863 M22465104 CHECK POINT SOFTWARE TECH LT ORD 945,868 19,507,179 M81873107 RADWARE LTD ORD 13,509 178,750 M8737E108 TARO PHARMACEUTICAL INDS LTD ORD 89,231 3,327,672 M88258104 TTI TEAM TELECOM INTL LTD ORD 11,817 287,742 M97385112 VERISITY LTD ORD 1,500 39,559 N07059111 ASML HLDG NV N Y SHS 162,900 3,746,081 P74823108 PANAMERICAN BEVERAGES INC CL A 10,300 223,389 V7780T103 ROYAL CARIBBEAN CRUISES LTD COM 5,250 155,703 Y2573F102 FLEXTRONICS INTL LTD ORD 180,000 1,951,939 Y6476W104 OMI CORP NEW COM 1,450 9,152 Y8564W103 TEEKAY SHIPPING MARSHALL ISL COM 40,000 2,244,259 8474108 AGNICO EAGLE MINES LTD COM -211,550 -3,096,754 1 8916108 AGRIUM INC COM -407,175 -3,965,559 1 67901108 BARRICK GOLD CORP COM -850,590 -16,148,026 1 112900105 BROOKFIELD PPTYS CORP COM 43,233 929,942 1 13201L103 CAMBIOR INC COM -160,000 -268,800 1 135113108 CANADA LIFE FINL CORP COM 24,335 1,105,558 1 136375102 CANADIAN NATL RY CO COM 23,300 1,658,910 1 13645T100 CANADIAN PAC RY LTD COM -40,000 -1,504,400 1 257561100 DOMTAR INC COM -2,592,579 -47,184,938 1 264399106 DUKE ENERGY CORP COM 94,600 1,609,146 1 278751102 ECHO BAY MINES LTD COM -169,900 -199,140 1 278751169 ECHO BAY MINES LTD *W EXP 11/14/200 173,000 65,740 1 376775102 GLAMIS GOLD LTD COM -584,171 -7,827,891 1 380956409 GOLDCORP INC NEW COM -127,500 -1,337,291 1 402284103 GULF INDONESIA RES LTD COM 250,000 3,297,500 1 453258402 INCO LTD COM -10,800 -242,867 1 453258808 INCO LTD PFD CV E 5.5% 75,902 3,707,813 1 453258AH8 INCO LTD DBCV 7.750% 3/1 8,500 857,480 1
Other Included Cusip Issuer Description Total Shares Market Value C$ Managers - ----- ------ ----------- ------------ ----------------- -------------- 458372109 INTER TEL INC COM -46,100 -1,936,200 1 460146103 INTL PAPER CO COM 200,000 540,000 1 46612J101 JDS UNIPHASE CORP COM -26,977 -1,580,065 1 501044101 KROGER CO COM 1,000 26,450 1 56501R106 MANULIFE FINL CORP COM 28,045 -2,827,218 1 629568106 NABORS INDS INC COM -126,687 -6,986,953 1 651639106 NEWMONT MINING CORP COM -2,133,860 -82,380,971 1 655422103 NORANDA INC COM -5,410 0 1 656568102 NORTEL NETWORKS CORP NEW COM -105,000 -161,102 1 656568AB8 NORTEL NETWORKS CORP NEW NOTE 4.250% 9/0 2,017,600 105,496,820 1 697900108 PAN AMERICAN SILVER CORP COM -269,960 -3,145,034 1 748203106 QUEBECOR WORLD INC COM NON-VTG -181,300 -7,433,300 1 779915107 ROYAL GROUP TECHNOLOGIES LTD SUB VTG SH -60,610 -1,563,738 1 780087102 ROYAL BK CDA MONTREAL QUE COM -20,000 -1,057,000 1 826170102 SIEBEL SYS INC COM -43,233 -933,530 1 884903105 THOMSON CORP COM 1,000 23,750 1 891160509 TORONTO DOMINION BK ONT COM NEW 28,000 995,680 1 89687P107 TRIZEC PROPERTIES INC COM -131,600 -3,369,210 1 89687P115 TRIZEC PROPERTIES INC RIGHT 99/99/9999 131,600 3,335,231 1 896938AB3 TRIZEC HAHN CORP DEB 3.000% 1/2 15,819,000 1,045,003,140 1 886101 A D C TELECOMMUNICATIONS COM 218,408 500,154 2 1055102 AFLAC INC COM 142,471 4,559,072 2 00130H105 AES CORP COM 146,931 796,366 2 1765106 AMR CORP COM 42,659 719,231 2 00184A105 AOL TIME WARNER INC COM 1,225,494 18,027,017 2 1957109 AT&T CORP COM 968,617 10,364,202 2 2824100 ABBOTT LABS COM 429,168 16,158,175 2 00724F101 ADOBE SYS INC COM 65,939 1,879,262 2 7903107 ADVANCED MICRO DEVICES INC COM 93,901 912,718 2 00817Y108 AETNA INC NEW COM 40,129 1,924,988 2 00846U101 AGILENT TECHNOLOGIES INC COM 127,668 3,019,348 2 9158106 AIR PRODS & CHEMS INC COM 62,482 3,153,467 2 13068101 ALBERTO CULVER CO CL B CONV 15,890 759,542 2 13104104 ALBERTSONS INC COM 111,835 3,406,494 2 13716105 ALCAN INC COM 88,337 3,314,404 2 13817101 ALCOA INC COM 232,827 7,718,215 2 17361106 ALLEGHENY ENERGY INC COM 34,513 888,710 2 01741R102 ALLEGHENY TECHNOLOGIES INC COM 22,158 350,096 2
Other Included Cusip Issuer Description Total Shares Market Value C$ Managers - ----- ------ ----------- ------------ ----------------- -------------- 18490102 ALLERGAN INC COM 35,544 2,285,692 2 19589308 ALLIED WASTE INDS INC COM PAR$.01NEW 54,217 520,483 2 20002101 ALLSTATE CORP COM 195,090 7,214,428 2 20039103 ALLTEL CORP COM 85,507 4,018,829 2 21441100 ALTERA CORP COM 105,663 1,437,017 2 23139108 AMBAC FINL GROUP INC COM 29,145 1,958,544 2 23551104 AMERADA HESS CORP COM 24,465 2,018,363 2 23608102 AMEREN CORP COM 39,695 1,707,282 2 25537101 AMERICAN ELEC PWR INC COM 93,192 3,729,544 2 25816109 AMERICAN EXPRESS CO COM 365,729 13,283,277 2 26375105 AMERICAN GREETINGS CORP CL A 17,917 298,497 2 26874107 AMERICAN INTL GROUP INC COM 723,047 49,333,497 2 29066107 AMERICAN PWR CONVERSION CORP COM 53,889 680,618 2 29712106 AMERICAN STD COS INC DEL COM 19,958 1,498,846 2 31162100 AMGEN INC COM 285,721 11,965,995 2 32165102 AMSOUTH BANCORPORATION COM 99,450 2,225,691 2 32511107 ANADARKO PETE CORP COM 68,287 3,366,549 2 32654105 ANALOG DEVICES INC COM 100,369 2,980,959 2 34425108 ANDREW CORP COM 26,972 386,509 2 35229103 ANHEUSER BUSCH COS INC COM 241,039 12,051,950 2 37389103 AON CORP COM 74,802 2,205,163 2 37411105 APACHE CORP COM 39,503 2,270,632 2 37604105 APOLLO GROUP INC CL A 47,489 1,872,016 2 37833100 APPLE COMPUTER INC COM 97,818 1,733,335 2 38020103 APPLERA CORP COM AP BIO GRP 58,405 1,138,313 2 38222105 APPLIED MATLS INC COM 450,451 8,567,578 2 03822W109 APPLIED MICRO CIRCUITS CORP COM 82,321 389,378 2 39483102 ARCHER DANIELS MIDLAND CO COM 179,173 2,291,623 2 44204105 ASHLAND INC COM 19,082 772,821 2 52769106 AUTODESK INC COM 31,542 417,932 2 53015103 AUTOMATIC DATA PROCESSING IN COM 170,539 7,426,973 2 53332102 AUTOZONE INC COM 29,000 2,241,700 2 53499109 AVAYA INC COM 99,320 491,634 2 53611109 AVERY DENNISON CORP COM 30,208 1,895,552 2 54303102 AVON PRODS INC COM 65,023 3,396,802 2 54937107 BB&T CORP COM 131,791 5,087,133 2 55482103 BJ SVCS CO COM 43,076 1,459,415 2 55921100 BMC SOFTWARE INC COM 66,767 1,108,332 2
Other Included Cusip Issuer Description Total Shares Market Value C$ Managers - ----- ------ ----------- ------------ ----------------- -------------- 57224107 BAKER HUGHES INC COM 92,768 3,088,247 2 58498106 BALL CORP COM 15,618 647,835 2 60505104 BANK OF AMERICA CORPORATION COM 564,416 39,712,310 2 64057102 BANK NEW YORK INC COM 200,179 6,756,041 2 06423A103 BANK ONE CORP COM 322,784 12,420,728 2 67383109 BARD C R INC COM 14,464 818,373 2 67901108 BARRICK GOLD CORP COM 148,788 2,825,484 2 71707103 BAUSCH & LOMB INC COM 14,826 501,860 2 71813109 BAXTER INTL INC COM 165,302 7,347,674 2 73902108 BEAR STEARNS COS INC COM 27,410 1,677,492 2 75887109 BECTON DICKINSON & CO COM 71,041 2,447,362 2 75896100 BED BATH & BEYOND INC COM 80,281 3,029,805 2 79860102 BELLSOUTH CORP COM 515,475 16,237,463 2 81437105 BEMIS INC COM 14,558 691,505 2 86516101 BEST BUY INC COM 193,656 7,029,713 2 89302103 BIG LOTS INC COM 31,886 627,516 2 90597105 BIOGEN INC COM 39,843 1,650,695 2 90613100 BIOMET INC COM 73,696 1,998,636 2 91797100 BLACK & DECKER CORP COM 22,120 1,066,184 2 93671105 BLOCK H & R INC COM 55,464 2,559,664 2 97023105 BOEING CO COM 230,683 10,380,735 2 97383103 BOISE CASCADE CORP COM 16,006 552,687 2 101137107 BOSTON SCIENTIFIC CORP COM 111,643 3,273,373 2 110122108 BRISTOL MYERS SQUIBB CO COM 533,044 13,699,231 2 111320107 BROADCOM CORP CL A 73,854 1,295,399 2 115637209 BROWN FORMAN CORP CL B 18,785 1,296,165 2 117043109 BRUNSWICK CORP COM 24,761 693,308 2 12189T104 BURLINGTON NORTHN SANTA FE C COM 105,332 3,159,960 2 122014103 BURLINGTON RES INC COM 55,318 2,102,084 2 125509109 CIGNA CORP COM 38,740 3,774,051 2 125896100 CMS ENERGY CORP COM 37,068 407,007 2 126408103 CSX CORP COM 58,399 2,046,885 2 126650100 CVS CORP COM 107,782 3,298,129 2 12686C109 CABLEVISION SYS CORP CL A NY CABLVS 60,000 567,600 2 12686C844 CABLEVISION SYS CORP CL A RAINB MED 30,000 262,500 2 131347106 CALPINE CORP COM 102,826 722,867 2 134429109 CAMPBELL SOUP CO COM 112,805 3,120,186 2 14040H105 CAPITAL ONE FINL CORP COM 60,464 3,691,327 2
Other Included Cusip Issuer Description Total Shares Market Value C$ Managers - ----- ------ ----------- ------------ ----------------- -------------- 14149Y108 CARDINAL HEALTH INC COM 124,212 7,627,859 2 143658102 CARNIVAL CORP COM 161,285 4,465,982 2 149123101 CATERPILLAR INC DEL COM 94,570 4,629,202 2 151313103 CENDANT CORP COM -5,035,149 -79,958,166 2 152312104 CENTEX CORP COM 16,834 972,837 2 156700106 CENTURYTEL INC COM 38,873 1,146,754 2 160903100 CHARTER ONE FINL INC COM 61,808 2,124,959 2 166764100 CHEVRONTEXACO CORP COM 293,554 25,979,529 2 170040109 CHIRON CORP COM 52,252 1,847,108 2 171232101 CHUBB CORP COM 47,145 3,337,866 2 171779101 CIENA CORP COM 118,426 496,205 2 172062101 CINCINNATI FINL CORP COM 44,622 2,076,262 2 172474108 CINERGY CORP COM 45,946 1,653,597 2 172737108 CIRCUIT CITY STORE INC CIRCT CITY GRP 57,708 1,082,025 2 17275R102 CISCO SYS INC COM 2,014,414 28,101,075 2 172908105 CINTAS CORP COM 46,711 2,308,925 2 172967101 CITIGROUP INC COM 1,416,744 54,898,830 2 17453B101 CITIZENS COMMUNICATIONS CO COM 77,497 647,875 2 177376100 CITRIX SYS INC COM 50,050 302,302 2 184502102 CLEAR CHANNEL COMMUNICATIONS COM 168,484 5,394,858 2 189054109 CLOROX CO DEL COM 63,345 2,619,316 2 191216100 COCA COLA CO COM 683,023 38,249,288 2 191219104 COCA COLA ENTERPRISES INC COM 122,842 2,712,351 2 194162103 COLGATE PALMOLIVE CO COM 150,460 7,530,523 2 200300200 COMCAST CORP CL A SPL 280,089 6,677,322 2 200340107 COMERICA INC COM 48,460 2,975,444 2 204912109 COMPUTER ASSOC INTL INC COM 159,090 2,527,940 2 205363104 COMPUTER SCIENCES CORP COM 46,991 2,246,170 2 205638109 COMPUWARE CORP COM 102,681 623,274 2 205862402 COMVERSE TECHNOLOGY INC COM PAR $0.10 51,379 475,770 2 205887102 CONAGRA FOODS INC COM 147,735 4,084,873 2 206197105 CONCORD EFS INC COM 140,393 4,231,445 2 208251504 CONOCO INC COM 172,337 4,790,969 2 208464107 CONSECO INC COM 95,151 190,302 2 209115104 CONSOLIDATED EDISON INC COM 58,476 2,441,373 2 210371100 CONSTELLATION ENERGY GROUP I COM 45,108 1,323,469 2 212485106 CONVERGYS CORP COM 47,547 926,216 2 216831107 COOPER TIRE & RUBR CO COM 20,112 413,302 2
Other Included Cusip Issuer Description Total Shares Market Value C$ Managers - ----- ------ ----------- ------------ ----------------- -------------- 217016104 COORS ADOLPH CO CL B 9,921 618,078 2 219350105 CORNING INC COM 261,303 927,626 2 22160K105 COSTCO WHSL CORP NEW COM 124,868 4,822,402 2 222372104 COUNTRYWIDE CR INDS INC DEL COM 33,988 1,639,921 2 224399105 CRANE CO COM 16,435 417,120 2 231021106 CUMMINS INC COM 11,386 376,877 2 233331107 DTE ENERGY CO COM 45,828 2,045,762 2 235811106 DANA CORP COM 40,856 757,062 2 235851102 DANAHER CORP DEL COM 41,516 2,754,587 2 237194105 DARDEN RESTAURANTS INC COM 47,626 1,176,362 2 244199105 DEERE & CO COM 65,376 3,131,510 2 247025109 DELL COMPUTER CORP COM 713,822 18,659,307 2 247126105 DELPHI CORP COM 154,245 2,036,034 2 247361108 DELTA AIR LINES INC DEL COM 33,890 677,800 2 248019101 DELUXE CORP COM 25,441 989,400 2 25179M103 DEVON ENERGY CORP NEW COM 42,993 2,118,695 2 254067101 DILLARDS INC CL A 23,158 608,824 2 254687106 DISNEY WALT CO COM DISNEY 561,155 10,605,830 2 256669102 DOLLAR GEN CORP COM 91,535 1,741,911 2 25746U109 DOMINION RES INC VA NEW COM 76,060 5,035,172 2 257867101 DONNELLEY R R & SONS CO COM 31,150 858,183 2 260003108 DOVER CORP COM 55,760 1,951,600 2 260543103 DOW CHEM CO COM 249,611 8,581,626 2 260561105 DOW JONES & CO INC COM 23,162 1,122,199 2 263534109 DU PONT E I DE NEMOURS & CO COM 273,129 12,126,928 2 264399106 DUKE ENERGY CORP COM 228,198 7,096,958 2 26816Q101 DYNEGY INC NEW CL A 99,335 715,212 2 268648102 E M C CORP MASS COM 611,431 4,616,304 2 26875P101 EOG RES INC COM 31,911 1,266,867 2 269246104 E TRADE GROUP INC COM 1,000 5,460 2 277432100 EASTMAN CHEM CO COM 21,256 996,906 2 277461109 EASTMAN KODAK CO COM 80,155 2,338,121 2 278058102 EATON CORP COM 19,305 1,404,439 2 278642103 EBAY INC COM -4,000 -246,480 2 278865100 ECOLAB INC COM 35,464 1,639,501 2 281020107 EDISON INTL COM 89,598 1,523,166 2 28336L109 EL PASO CORP COM 158,875 3,274,414 2 285661104 ELECTRONIC DATA SYS NEW COM 131,731 4,893,807 2
Other Included Cusip Issuer Description Total Shares Market Value C$ Managers - ----- ------ ----------- ------------ ----------------- -------------- 291011104 EMERSON ELEC CO COM 115,772 6,194,960 2 292845104 ENGELHARD CORP COM 35,634 1,009,155 2 29364G103 ENTERGY CORP NEW COM 61,676 2,617,529 2 294429105 EQUIFAX INC COM 39,815 1,075,005 2 294741103 EQUITY OFFICE PROPERTIES TRU COM 114,627 3,450,273 2 29476L107 EQUITY RESIDENTIAL SH BEN INT 75,510 2,170,913 2 294821400 ERICSSON L M TEL CO ADR CL B SEK10 4,000 5,760 2 30161N101 EXELON CORP COM 88,552 4,631,270 2 30231G102 EXXON MOBIL CORP COM 1,865,056 76,318,092 2 302571104 FPL GROUP INC COM 48,402 2,903,636 2 307000109 FAMILY DLR STORES INC COM 47,601 1,677,935 2 313400301 FEDERAL HOME LN MTG CORP COM 191,126 11,696,911 2 313586109 FEDERAL NATL MTG ASSN COM 274,231 20,224,536 2 31410H101 FEDERATED DEPT STORES INC DE COM 55,311 2,195,847 2 31428X106 FEDEX CORP COM 127,065 6,785,271 2 316773100 FIFTH THIRD BANCORP COM 161,944 10,793,568 2 319963104 FIRST DATA CORP COM 210,278 7,822,342 2 337162101 FIRST TENN NATL CORP COM 34,866 1,335,368 2 337738108 FISERV INC COM 52,591 1,930,616 2 337932107 FIRSTENERGY CORP COM 81,850 2,732,153 2 339030108 FLEETBOSTON FINL CORP COM 287,921 9,314,244 2 343412102 FLUOR CORP NEW COM 22,152 862,820 2 345370860 FORD MTR CO DEL COM PAR $0.01 498,500 7,976,000 2 345838106 FOREST LABS INC COM 49,127 3,478,192 2 349631101 FORTUNE BRANDS INC COM 41,296 2,312,576 2 354613101 FRANKLIN RES INC COM 72,022 3,071,018 2 35671D857 FREEPORT-MCMORAN COPPER & GO CL B 39,684 708,359 2 364730101 GANNETT INC COM 73,319 5,564,912 2 364760108 GAP INC DEL COM 238,358 3,384,684 2 367626108 GATEWAY INC COM 89,108 395,640 2 369550108 GENERAL DYNAMICS CORP COM 55,468 5,899,022 2 369604103 GENERAL ELEC CO COM 2,726,887 79,216,067 2 370334104 GENERAL MLS INC COM 100,743 4,440,751 2 370442105 GENERAL MTRS CORP COM 154,238 8,244,021 2 372460105 GENUINE PARTS CO COM 47,918 1,670,901 2 372917104 GENZYME CORP COM GENL DIV 58,809 1,131,485 2 373298108 GEORGIA PAC CORP COM 63,322 1,556,455 2 375766102 GILLETTE CO COM 290,618 9,843,232 2
Other Included Cusip Issuer Description Total Shares Market Value C$ Managers - ----- ------ ----------- ------------ ----------------- -------------- 381317106 GOLDEN WEST FINL CORP DEL COM 42,580 2,928,652 2 382388106 GOODRICH CORP COM 28,042 766,107 2 382550101 GOODYEAR TIRE & RUBR CO COM 44,905 840,173 2 384802104 GRAINGER W W INC COM 25,750 1,290,075 2 390568103 GREAT LAKES CHEM CORP COM 13,801 365,588 2 401698105 GUIDANT CORP COM 84,142 2,543,613 2 404119109 HCA INC COM 141,358 6,714,505 2 406216101 HALLIBURTON CO COM 119,800 1,909,612 2 41014S106 HANCOCK JOHN FINL SVCS INC COM 80,978 2,850,426 2 412822108 HARLEY DAVIDSON INC COM 87,234 4,472,487 2 413619107 HARRAHS ENTMT INC COM 31,532 1,398,444 2 416515104 HARTFORD FINL SVCS GROUP INC COM 68,044 4,046,577 2 418056107 HASBRO INC COM 47,606 645,537 2 421924101 HEALTHSOUTH CORP COM 108,214 1,384,057 2 421933102 HEALTH MGMT ASSOC INC NEW CL A 66,356 1,337,073 2 423074103 HEINZ H J CO COM 96,347 3,959,862 2 427056106 HERCULES INC COM 29,986 347,838 2 427866108 HERSHEY FOODS CORP COM 37,535 2,345,938 2 428236103 HEWLETT PACKARD CO COM 830,273 12,686,571 2 432848109 HILTON HOTELS CORP COM 101,895 1,416,341 2 435569108 HOLLINGER INTL INC CL A 3,348,782 40,185,384 2 437076102 HOME DEPOT INC COM 647,597 23,786,238 2 438516106 HONEYWELL INTL INC COM 224,843 7,921,219 2 441815107 HOUSEHOLD INTL INC COM 125,542 6,239,437 2 444859102 HUMANA INC COM 46,538 727,389 2 444903108 HUMAN GENOME SCIENCES INC COM -1,000 -13,400 2 446150104 HUNTINGTON BANCSHARES INC COM 67,994 1,320,443 2 449934108 IMS HEALTH INC COM 79,400 1,425,230 2 450911102 ITT INDS INC IND COM 24,955 1,761,823 2 452308109 ILLINOIS TOOL WKS INC COM 84,190 5,750,177 2 452528102 IMMUNEX CORP NEW COM 150,823 3,369,386 2 453258402 INCO LTD COM 50,114 1,134,581 2 458140100 INTEL CORP COM 1,846,650 33,738,296 2 459200101 INTERNATIONAL BUSINESS MACHS COM 486,770 35,047,440 2 459506101 INTERNATIONAL FLAVORS&FRAGRA COM 25,917 842,043 2 459902102 INTERNATIONAL GAME TECHNOLOG COM 24,777 1,404,856 2 460146103 INTL PAPER CO COM 132,798 5,787,337 2 460690100 INTERPUBLIC GROUP COS INC COM 105,057 2,601,211 2
Other Included Cusip Issuer Description Total Shares Market Value C$ Managers - ----- ------ ----------- ------------ ----------------- -------------- 461202103 INTUIT COM 58,194 2,893,406 2 46612J101 JDS UNIPHASE CORP COM 374,435 999,741 2 46625H100 J P MORGAN CHASE & CO COM 547,519 18,571,844 2 466313103 JABIL CIRCUIT INC COM 54,326 1,146,822 2 475070108 JEFFERSON PILOT CORP COM 41,309 1,941,523 2 478160104 JOHNSON & JOHNSON COM 831,082 43,432,345 2 478366107 JOHNSON CTLS INC COM 24,367 1,988,591 2 480074103 JONES APPAREL GROUP INC COM 35,416 1,328,100 2 482480100 KLA-TENCOR CORP COM 52,008 2,287,832 2 48666K109 KB HOME COM 14,122 727,424 2 487836108 KELLOGG CO COM 112,505 4,034,429 2 492386107 KERR MCGEE CORP COM 27,572 1,476,481 2 493267108 KEYCORP NEW COM 117,139 3,197,895 2 49337W100 KEYSPAN CORP COM 38,698 1,456,980 2 494368103 KIMBERLY CLARK CORP COM 142,691 8,846,842 2 49455P101 KINDER MORGAN INC KANS COM 33,588 1,277,016 2 495582108 KING PHARMACEUTICALS INC COM 68,198 1,517,406 2 499040103 KNIGHT RIDDER INC COM 22,909 1,442,122 2 500255104 KOHLS CORP COM 92,428 6,477,354 2 501044101 KROGER CO COM 218,380 4,345,762 2 502161102 LSI LOGIC CORP COM 101,734 890,173 2 524660107 LEGGETT & PLATT INC COM 53,906 1,261,400 2 524908100 LEHMAN BROS HLDGS INC COM 67,112 4,195,842 2 529771107 LEXMARK INTL NEW CL A 35,680 1,940,992 2 530129105 LIBERATE TECHNOLOGIES COM -1,452,500 -3,833,148 2 532457108 LILLY ELI & CO COM 309,160 17,436,624 2 532716107 LIMITED BRANDS INC COM 142,689 3,039,276 2 534187109 LINCOLN NATL CORP IND COM 51,430 2,160,060 2 535678106 LINEAR TECHNOLOGY CORP COM 87,286 2,743,399 2 539320101 LIZ CLAIBORNE INC COM 29,329 932,662 2 539830109 LOCKHEED MARTIN CORP COM 123,943 8,614,039 2 540424108 LOEWS CORP COM 51,985 2,754,685 2 546347105 LOUISIANA PAC CORP COM 28,755 304,515 2 548661107 LOWES COS INC COM 213,612 9,697,985 2 549463107 LUCENT TECHNOLOGIES INC COM 944,302 1,567,541 2 55262C100 MBIA INC COM 40,620 2,296,249 2 55262L100 MBNA CORP COM 234,242 7,746,383 2 552848103 MGIC INVT CORP WIS COM 29,066 1,970,675 2
Other Included Cusip Issuer Description Total Shares Market Value C$ Managers - ----- ------ ----------- ------------ ----------------- -------------- 564055101 MANOR CARE INC NEW COM 27,584 634,432 2 571748102 MARSH & MCLENNAN COS INC COM 150,606 7,274,270 2 571834100 MARSHALL & ILSLEY CORP COM 58,357 1,804,982 2 571903202 MARRIOTT INTL INC NEW CL A 66,783 2,541,093 2 574599106 MASCO CORP COM 133,073 3,607,609 2 577081102 MATTEL INC COM 119,970 2,528,968 2 57772K101 MAXIM INTEGRATED PRODS INC COM 88,801 3,403,742 2 577778103 MAY DEPT STORES CO COM 78,718 2,592,184 2 578592107 MAYTAG CORP COM 21,325 909,511 2 580037109 MCDERMOTT INTL INC COM 17,332 140,389 2 580135101 MCDONALDS CORP COM 349,795 9,951,668 2 580645109 MCGRAW HILL COS INC COM 53,350 3,184,995 2 58155Q103 MCKESSON CORP COM 79,050 2,584,935 2 583334107 MEADWESTVACO CORP COM 54,952 1,844,189 2 584699102 MEDIMMUNE INC COM 68,773 1,815,607 2 585055106 MEDTRONIC INC COM 333,866 14,306,158 2 58551A108 MELLON FINL CORP COM 121,282 3,811,893 2 589331107 MERCK & CO INC COM 625,923 31,696,741 2 589405109 MERCURY INTERACTIVE CORP COM 23,014 528,401 2 589433101 MEREDITH CORP COM 13,642 523,171 2 590188108 MERRILL LYNCH & CO INC COM 237,234 9,607,977 2 59156R108 METLIFE INC COM 193,994 5,587,027 2 594918104 MICROSOFT CORP COM 1,823,753 99,759,289 2 595112103 MICRON TECHNOLOGY INC COM 165,423 3,344,853 2 601073109 MILLIPORE CORP COM 13,290 425,014 2 604675108 MIRANT CORP COM 110,543 806,964 2 608554101 MOLEX INC COM 53,219 1,784,433 2 615369105 MOODYS CORP COM 42,432 2,110,992 2 617446448 MORGAN STANLEY DEAN WITTER&C COM NEW 302,945 13,050,871 2 620076109 MOTOROLA INC COM 626,469 9,033,683 2 629568106 NABORS INDS INC COM 39,634 1,399,080 2 635405103 NATIONAL CITY CORP COM 167,452 5,567,779 2 637640103 NATIONAL SEMICONDUCTOR CORP COM 49,287 1,437,702 2 64120L104 NETWORK APPLIANCE INC COM 91,811 1,142,129 2 650111107 NEW YORK TIMES CO CL A 41,667 2,145,851 2 651229106 NEWELL RUBBERMAID INC COM 73,410 2,573,755 2 651639106 NEWMONT MINING CORP COM 107,726 2,836,426 2 65332V103 NEXTEL COMMUNICATIONS INC CL A 224,096 719,348 2
Other Included Cusip Issuer Description Total Shares Market Value C$ Managers - ----- ------ ----------- ------------ ----------------- -------------- 654086107 NICOR INC COM 12,175 557,006 2 654106103 NIKE INC CL B 73,819 3,960,389 2 65473P105 NISOURCE INC COM 57,069 1,245,816 2 654902204 NOKIA CORP SPONSORED ADR -69,000 -999,120 2 655664100 NORDSTROM INC COM 37,018 838,458 2 655844108 NORFOLK SOUTHERN CORP COM 106,724 2,495,207 2 656568102 NORTEL NETWORKS CORP NEW COM 1,055,218 1,530,066 2 665859104 NORTHERN TR CORP COM 60,972 2,686,426 2 666807102 NORTHROP GRUMMAN CORP COM 31,020 3,877,500 2 670006105 NOVELL INC COM 99,713 320,079 2 670008101 NOVELLUS SYS INC COM 39,926 1,357,484 2 670346105 NUCOR CORP COM 21,459 1,395,693 2 67066G104 NVIDIA CORP COM 41,128 706,579 2 674599105 OCCIDENTAL PETE CORP DEL COM 103,108 3,092,209 2 676220106 OFFICE DEPOT INC COM 84,794 1,424,539 2 681919106 OMNICOM GROUP INC COM 51,447 2,356,273 2 683718100 OPENWAVE SYS INC COM 1,000 5,610 2 68389X105 ORACLE CORP COM 1,510,085 14,300,505 2 69331C108 PG&E CORP COM 107,087 1,915,786 2 69344F106 PMC-SIERRA INC COM 45,740 424,010 2 693475105 PNC FINL SVCS GROUP INC COM 78,100 4,083,068 2 693506107 PPG INDS INC COM 46,412 2,872,903 2 69351T106 PPL CORP COM 40,465 1,338,582 2 693718108 PACCAR INC COM 31,852 1,413,910 2 695257105 PACTIV CORP COM 43,488 1,035,014 2 696429307 PALL CORP COM 33,751 700,333 2 696642107 PALM INC COM 160,800 283,008 2 69840W108 PANERA BREAD CO CL A -4,000 -137,880 2 699173100 PARAMETRIC TECHNOLOGY CORP COM 71,719 245,996 2 701094104 PARKER HANNIFIN CORP COM 32,370 1,546,962 2 704326107 PAYCHEX INC COM 103,154 3,227,689 2 708160106 PENNEY J C INC COM 73,513 1,618,756 2 711030106 PEOPLES ENERGY CORP COM 9,753 355,594 2 712713106 PEOPLESOFT INC COM 85,398 1,270,722 2 713409100 PEPSI BOTTLING GROUP INC COM 77,712 2,393,530 2 713448108 PEPSICO INC COM 486,220 23,435,804 2 714046109 PERKINELMER INC COM 34,574 382,043 2 717081103 PFIZER INC COM 1,717,295 60,105,325 2
Other Included Cusip Issuer Description Total Shares Market Value C$ Managers - ----- ------ ----------- ------------ ----------------- -------------- 71713U102 PHARMACIA CORP COM 355,609 13,317,557 2 717265102 PHELPS DODGE CORP COM 24,396 1,005,115 2 718154107 PHILIP MORRIS COS INC COM 588,378 25,700,351 2 718507106 PHILLIPS PETE CO COM 105,273 6,198,474 2 723484101 PINNACLE WEST CAP CORP COM 23,321 921,180 2 724479100 PITNEY BOWES INC COM 66,171 2,628,312 2 725906101 PLACER DOME INC COM 90,719 1,016,960 2 729251108 PLUM CREEK TIMBER CO INC COM 50,784 1,559,069 2 739308104 POWER-ONE INC COM 21,755 135,316 2 74005P104 PRAXAIR INC COM 44,924 2,559,320 2 74144T108 PRICE T ROWE GROUP INC COM 34,026 1,118,775 2 742718109 PROCTER & GAMBLE CO COM 336,893 30,084,545 2 743263105 PROGRESS ENERGY INC COM 60,840 3,164,288 2 743315103 PROGRESSIVE CORP OHIO COM 60,490 3,499,347 2 74406A102 PROVIDIAN FINL CORP COM 79,401 466,878 2 744573106 PUBLIC SVC ENTERPRISE GROUP COM 56,713 2,455,673 2 745867101 PULTE HOMES INC COM 16,740 962,215 2 747277101 QLOGIC CORP COM 25,555 973,646 2 747525103 QUALCOMM INC COM 212,161 5,832,306 2 748767100 QUINTILES TRANSNATIONAL CORP COM 32,643 407,711 2 749121109 QWEST COMMUNICATIONS INTL IN COM 455,148 1,274,414 2 750438103 RADIOSHACK CORP COM 47,806 1,437,048 2 75409P202 RATIONAL SOFTWARE CORP COM NEW 53,457 438,882 2 755111507 RAYTHEON CO COM NEW 109,507 4,462,410 2 758110100 REEBOK INTL LTD COM 16,362 482,679 2 758940100 REGIONS FINL CORP COM 63,073 2,217,016 2 75952J108 RELIANT ENERGY INC COM 83,479 1,410,795 2 770323103 ROBERT HALF INTL INC COM 48,445 1,128,769 2 773903109 ROCKWELL AUTOMATION INC COM 50,979 1,018,560 2 774341101 ROCKWELL COLLINS INC COM 50,272 1,378,458 2 775371107 ROHM & HAAS CO COM 60,752 2,459,848 2 779382100 ROWAN COS INC COM 25,827 553,989 2 780257804 ROYAL DUTCH PETE CO NY REG GLD1.25 584,098 32,283,096 2 783549108 RYDER SYS INC COM 17,028 461,289 2 78387G103 SBC COMMUNICATIONS INC COM 918,547 28,015,684 2 785905100 SABRE HLDGS CORP CL A 39,732 1,422,406 2 786429100 SAFECO CORP COM 35,147 1,085,691 2 786514208 SAFEWAY INC COM NEW 132,908 3,879,585 2
Other Included Cusip Issuer Description Total Shares Market Value C$ Managers - ----- ------ ----------- ------------ ----------------- -------------- 790849103 ST JUDE MED INC COM 48,462 1,789,459 2 792860108 ST PAUL COS INC COM 57,287 2,229,610 2 800907107 SANMINA SCI CORP COM 144,123 909,416 2 803111103 SARA LEE CORP COM 215,736 4,452,791 2 806605101 SCHERING PLOUGH CORP COM 403,182 9,918,277 2 806857108 SCHLUMBERGER LTD COM 158,704 7,379,736 2 808513105 SCHWAB CHARLES CORP NEW COM 378,114 4,234,877 2 808655104 SCIENTIFIC ATLANTA INC COM 43,070 708,502 2 81211K100 SEALED AIR CORP NEW COM 23,081 929,472 2 812387108 SEARS ROEBUCK & CO COM 86,711 4,708,407 2 816851109 SEMPRA ENERGY COM 56,466 1,249,593 2 824348106 SHERWIN WILLIAMS CO COM 41,972 1,256,222 2 826170102 SIEBEL SYS INC COM 130,233 1,851,913 2 826552101 SIGMA ALDRICH CORP COM 20,128 1,009,419 2 828806109 SIMON PPTY GROUP INC NEW COM 48,410 1,783,424 2 832696405 SMUCKER J M CO COM NEW -390 -13,311 2 833034101 SNAP ON INC COM 15,998 474,981 2 834182107 SOLECTRON CORP COM 226,300 1,391,745 2 842587107 SOUTHERN CO COM 193,733 5,308,284 2 844730101 SOUTHTRUST CORP COM 95,343 2,490,359 2 844741108 SOUTHWEST AIRLS CO COM 212,213 3,429,362 2 852061100 SPRINT CORP COM FON GROUP 245,049 2,599,970 2 852061506 SPRINT CORP PCS COM SER 1 272,941 1,220,046 2 854616109 STANLEY WKS COM 23,448 961,602 2 855030102 STAPLES INC COM 128,571 2,532,849 2 855244109 STARBUCKS CORP COM 106,168 2,638,275 2 85590A203 STARWOOD HOTELS&RESORTS WRLD PAIRED CTF 54,827 1,803,260 2 857477103 STATE STR CORP COM 89,444 3,998,147 2 860831106 STILWELL FINL INC COM 61,147 1,112,875 2 863667101 STRYKER CORP COM 54,270 2,903,988 2 866810104 SUN MICROSYSTEMS INC COM 893,724 4,477,557 2 86764P109 SUNOCO INC COM 20,976 747,375 2 867914103 SUNTRUST BKS INC COM 78,713 5,330,444 2 868536103 SUPERVALU INC COM 36,620 898,289 2 871508107 SYMBOL TECHNOLOGIES INC COM 63,056 535,976 2 87161C105 SYNOVUS FINL CORP COM 81,209 2,234,872 2 871829107 SYSCO CORP COM 182,425 4,965,609 2 872375100 TECO ENERGY INC COM 42,326 1,047,569 2
Other Included Cusip Issuer Description Total Shares Market Value C$ Managers - ----- ------ ----------- ------------ ----------------- -------------- 872540109 TJX COS INC NEW COM 148,435 2,910,810 2 872649108 TRW INC COM 35,042 1,996,693 2 872941109 TMP WORLDWIDE INC COM 30,634 658,631 2 873168108 TXU CORP COM 73,232 3,775,110 2 879131100 TEKTRONIX INC COM 25,087 469,378 2 879664100 TELLABS INC COM 112,989 700,532 2 879868107 TEMPLE INLAND INC COM 842,615 2 88033G100 TENET HEALTHCARE CORP COM 134,419.00 6,411,786 2 880770102 TERADYNE INC COM 50,292.00 1,181,862 2 882508104 TEXAS INSTRS INC COM 477,459.00 11,315,778 2 883203101 TEXTRON INC COM 38,472.00 1,804,337 2 883556102 THERMO ELECTRON CORP COM 47,395.00 782,018 2 884315102 THOMAS & BETTS CORP COM 16,031.00 298,177 2 886547108 TIFFANY & CO NEW COM 40,066.00 1,410,323 2 891027104 TORCHMARK CORP COM 33,391.00 1,275,536 2 892335100 TOYS R US INC COM 57,869.00 1,010,971 2 896047107 TRIBUNE CO NEW COM 82,789.00 3,601,322 2 899896104 TUPPERWARE CORP COM 16,020.00 333,056 2 902124106 TYCO INTL LTD NEW COM 549,139.00 7,418,868 2 902911106 UST INC COM 46,448.00 1,579,232 2 902973304 US BANCORP DEL COM NEW 525,720.00 12,275,562 2 904784709 UNILEVER N V N Y SHS NEW 157,184.00 10,185,523 2 907818108 UNION PAC CORP COM 69,259.00 4,382,710 2 908068109 UNION PLANTERS CORP COM 55,738.00 1,804,239 2 909214108 UNISYS CORP COM 88,507.00 796,563 2 913017109 UNITED TECHNOLOGIES CORP COM 130,035.00 8,829,377 2 91324P102 UNITEDHEALTH GROUP INC COM 86,682.00 7,935,737 2 914906102 UNIVISION COMMUNICATIONS INC CL A 62,955.00 1,976,787 2 915289102 UNOCAL CORP COM 67,267.00 2,484,843 2 91529Y106 UNUMPROVIDENT CORP COM 66,803.00 1,700,136 2 918204108 V F CORP COM 30,282.00 1,187,357 2 923436109 VERITAS SOFTWARE CO COM 112,531.00 2,226,988 2 92343V104 VERIZON COMMUNICATIONS COM 757,831.00 30,426,915 2 925524308 VIACOM INC CL B 486,073.00 21,567,059 2 92839U107 VISTEON CORP COM 35,966.00 510,717 2 928497106 VITESSE SEMICONDUCTOR CORP COM 55,224.00 171,747 2 92857W100 VODAFONE GROUP PLC NEW SPONSORED ADR -1,650,000.00 -22,522,500 2 929160109 VULCAN MATLS CO COM 27,891.00 1,221,626 2
Other Included Cusip Issuer Description Total Shares Market Value C$ Managers - ----- ------ ----------- ------------ ----------------- -------------- 931142103 WAL MART STORES INC COM 1,223,211.00 67,288,837 2 931422109 WALGREEN CO COM 281,437.00 10,871,911 2 939322103 WASHINGTON MUT INC COM 267,920.00 9,942,511 2 94106L109 WASTE MGMT INC DEL COM 169,967.00 4,427,640 2 941848103 WATERS CORP COM 36,127.00 964,591 2 942683103 WATSON PHARMACEUTICALS INC COM 29,286.00 740,057 2 94973H108 WELLPOINT HEALTH NETWORK NEW COM 39,880.00 3,103,063 2 949746101 WELLS FARGO & CO NEW COM 433,935.00 21,722,786 2 950590109 WENDYS INTL INC COM 31,513.00 1,255,163 2 962166104 WEYERHAEUSER CO COM 60,074.00 3,835,725 2 963320106 WHIRLPOOL CORP COM 18,685.00 1,221,252 2 969457100 WILLIAMS COS INC DEL COM 141,988.00 850,508 2 974280109 WINN DIXIE STORES INC COM 38,655.00 602,631 2 98157D106 WORLDCOM INC GA NEW WRLDCOM GP COM 6,000.00 4,980 2 981811102 WORTHINGTON INDS INC COM 23,496.00 425,278 2 982526105 WRIGLEY WM JR CO COM 61,970.00 3,430,040 2 983024100 WYETH COM 362,725.00 18,571,520 2 98389B100 XCEL ENERGY INC COM 108,400.00 1,817,868 2 983919101 XILINX INC COM 92,268.00 2,069,571 2 984121103 XEROX CORP COM 197,997.00 1,380,039 2 984332106 YAHOO INC COM 264,420.00 3,902,839 2 98956P102 ZIMMER HLDGS INC COM 53,405.00 1,904,422 2 989701107 ZIONS BANCORPORATION COM 25,236.00 1,314,796 2 G0070K103 ACE LTD ORD 72,106.00 2,278,550 2 G90078109 TRANSOCEAN INC ORD 87,778.00 2,734,285 2 G98255105 XL CAP LTD CL A 37,262.00 3,156,091 2 00845V100 AGERE SYS INC CL A 1,347.00 2,868 3 00845V209 AGERE SYS INC CL B 33,070.00 75,445 3 13104104 ALBERTSONS INC COM 220,000.00 10,191,922 3 60505104 BANK OF AMERICA CORPORATION COM 117,000.00 12,520,314 3 64057102 BANK NEW YORK INC COM 138,000.00 7,083,638 3 126650100 CVS CORP COM 120,000.00 5,584,782 3 172967101 CITIGROUP INC COM 300,000.00 17,680,579 3 189054109 CLOROX CO DEL COM 60,000.00 3,773,378 3 209115104 CONSOLIDATED EDISON INC COM 400,000.00 25,399,197 3 247025109 DELL COMPUTER CORP COM 75,000.00 2,981,744 3 291011104 EMERSON ELEC CO COM 20,000.00 1,627,678 3 337932107 FIRSTENERGY CORP COM 331,701.00 16,839,789 3
Other Included Cusip Issuer Description Total Shares Market Value C$ Managers - ----- ------ ----------- ------------ ----------------- -------------- 372460105 GENUINE PARTS CO COM 250,000.00 13,258,533 3 375766102 GILLETTE CO COM 77,000.00 3,966,518 3 401698105 GUIDANT CORP COM 100,000.00 4,597,711 3 404119109 HCA INC COM 169,300.00 12,230,778 3 549463107 LUCENT TECHNOLOGIES INC COM 125,000.00 315,589 3 57685P304 MATRIXONE INC COM 35,979.00 283,727 3 620076109 MOTOROLA INC COM 100,000.00 2,219,008 3 6.702E+111 NSTAR COM 395,000.00 26,902,007 3 737679100 POTOMAC ELEC PWR CO COM 670,000.00 21,888,328 3 74144T108 PRICE T ROWE GROUP INC COM 1,400,000.00 70,010,531 3 759930100 RENAL CARE GROUP INC COM 325,000.00 15,397,312 3 81013T705 SCOTTISH PWR PLC SPON ADR FINAL 579,100.00 18,848,242 3 857477103 STATE STR CORP COM 130,000.00 8,838,008 3 86074Q102 STILLWATER MNG CO COM 140,000.00 3,466,458 3 872375100 TECO ENERGY INC COM 773,000.00 29,097,670 3 902973304 US BANCORP DEL COM NEW 63,250.00 2,246,213 3 949746101 WELLS FARGO & CO NEW COM 248,000.00 18,881,916 3 886101 A D C TELECOMMUNICATIONS COM 9,592.00 33,359 4 912105 ACM INCOME FUND INC COM 1,600.00 19,391 4 1055102 AFLAC INC COM 1,700.00 82,617 4 1084102 AGCO CORP COM 600 17,769 4 1669100 AMC ENTMT INC COM 1,600.00 34,505 4 1765106 AMR CORP COM 200 5,121 4 00184A105 AOL TIME WARNER INC COM 124,039.00 2,771,041 4 1941103 ATI TECHNOLOGIES INC COM 46,265.00 486,708 4 1957109 AT&T CORP COM 15,412.00 250,446 4 2050102 ASA LTD COM 700 32,594 4 00207Q202 AT & T CDA INC DEPS RCPT CL B 755 36,429 4 00209A106 AT&T WIRELESS SVCS INC COM 12,349.00 109,713 4 2824100 ABBOTT LABS COM 91,991.00 5,259,958 4 2893105 ABER DIAMOND CORP COM 674,200.00 18,284,304 4 2896207 ABERCROMBIE & FITCH CO CL A 195 7,143 4 3009107 ABERDEEN ASIA PACIFIC INCOM COM 10,000.00 72,442 4 3924107 ABITIBI-CONSOLIDATED INC COM 113,996.00 1,598,224 4 4930202 ACTIVISION INC NEW COM NEW 630 27,804 4 00508Y102 ACUITY BRANDS INC COM 300 8,292 4 7094105 ADMINISTAFF INC COM 6,750.00 102,512 4 00724F101 ADOBE SYS INC COM 3,100.00 102,732 4
Other Included Cusip Issuer Description Total Shares Market Value C$ Managers - ----- ------ ----------- ------------ ----------------- -------------- 00751Y106 ADVANCED AUTO PARTS INC COM 300 24,835 4 00754A105 ADVANCED FIBRE COMMUNICATION COM 300 7,536 4 7865108 AEROPOSTALE COM 500 20,783 4 7903107 ADVANCED MICRO DEVICES INC COM 2,000.00 29,524 4 7924103 AEGON N V ORD AMER REG 2,148.00 66,385 4 7973100 ADVANCED ENERGY INDS COM 1,000.00 33,685 4 7974108 ADVENT SOFTWARE INC COM 2,500.00 97,576 4 00817Y108 AETNA INC NEW COM 1,100.00 61,357 4 8190100 AFFILIATED COMPUTER SERVICES CL A 50 3,605 4 00845V100 AGERE SYS INC CL A 44,967.00 95,608 4 00845V209 AGERE SYS INC CL B 4,384.00 9,987 4 00846U101 AGILENT TECHNOLOGIES INC COM 951 34,157 4 00846X105 AGILE SOFTWARE CORP DEL COM 900 9,937 4 8474108 AGNICO EAGLE MINES LTD COM 18,016.14 398,157 4 8911307 AIR CDA INC CL A NON VTG 118 572 4 8916108 AGRIUM INC COM 30,278.00 447,812 4 9158106 AIR PRODS & CHEMS INC COM 2,200.00 168,627 4 01167P101 ALASKA COMMUNICATIONS SYS GR COM 20,000.00 144,277 4 13068200 ALBERTO CULVER CO CL A 1,950.00 133,799 4 13104104 ALBERTSONS INC COM 13,760.00 636,532 4 13716105 ALCAN INC COM 187,292.66 10,806,787 4 13817101 ALCOA INC COM 3,165.00 159,342 4 13904305 ALCATEL SPONSORED ADR 34,098.00 368,189 4 14383103 ALDERWOODS GROUP INC COM 24,000.00 276,282 4 15385107 ALFA CORP COM 1,000.00 17,769 4 17361106 ALLEGHENY ENERGY INC COM 2,261.00 88,420 4 18490102 ALLERGAN INC COM 500 38,808 4 18522102 ALLETE INC COM 550 22,636 4 1.853E+207 ALLIANCE ATLANTIS COMMUNICAT CL B NON-VTG 1,850.00 34,429 4 01855A101 ALLIANCE CAP MGMT HLDG L P UNIT LTD PARTN 3,300.00 171,651 4 18773309 ALLIANCE PHARMACEUTICAL CORP COM NEW 40 94 4 18804104 ALLIANT TECHSYSTEMS INC COM 30 2,907 4 19228402 ALLIED IRISH BKS P L C SPON ADR ORD 1,500.00 60,027 4 20002101 ALLSTATE CORP COM 17,200.00 965,978 4 20039103 ALLTEL CORP COM 2,923.00 208,641 4 02364W105 AMERICA MOVIL S A DE C V SPON ADR L SHS 23,000.00 358,372 4 25537101 AMERICAN ELEC PWR INC COM 5,860.00 356,161 4 2.553E+109 AMERICAN EAGLE OUTFITTERS NE COM 125 3,073 4
Other Included Cusip Issuer Description Total Shares Market Value C$ Managers - ----- ------ ----------- ------------ ----------------- -------------- 25816109 AMERICAN EXPRESS CO COM 182,454.00 10,064,014 4 25932104 AMERICAN FINL GROUP INC OHIO COM 200 7,259 4 26874107 AMERICAN INTL GROUP INC COM 35,548.00 3,683,516 4 29066107 AMERICAN PWR CONVERSION CORP COM 22,875.00 438,770 4 29712106 AMERICAN STD COS INC DEL COM 9,540.00 1,088,079 4 30411102 AMERICAN WTR WKS INC COM 20,050.00 1,315,742 4 03060R101 AMERICREDIT CORP COM 160 6,816 4 3.073E+108 AMERISOURCEBERGEN CORP COM 12,900.00 1,488,933 4 31162100 AMGEN INC COM 5,050.00 321,196 4 32037103 AMPCO-PITTSBURGH CORP COM 10,000.00 182,244 4 3.235E+103 AMVESCAP PLC SPONSORED ADR 5,475.00 136,780 4 32511107 ANADARKO PETE CORP COM 1,840.00 137,764 4 32515108 ANADIGICS INC COM 1,200.00 11,498 4 32654105 ANALOG DEVICES INC COM 660 29,770 4 34425108 ANDREW CORP COM 15,000.00 339,885 4 03485P102 ANGLO AMERN PLC ADR 548 13,607 4 34918102 ANGIOTECH PHARMACEUTICALS IN COM 9,500.00 538,555 4 35229103 ANHEUSER BUSCH COS INC COM 53,950.00 4,096,693 4 03674B104 ANTHEM INC COM 2,000.00 204,964 4 37032109 ANTIGENICS INC DEL COM 1,500.00 22,439 4 37411105 APACHE CORP COM 2,621.00 228,800 4 37604105 APOLLO GROUP INC CL A 1,125.00 67,351 4 03760A101 APOGENT TECHNOLOGIES INC COM 1,900.00 59,355 4 37833100 APPLE COMPUTER INC COM 400 10,765 4 03820C105 APPLIED INDL TECHNOLOGIES IN COM 700 20,730 4 38222105 APPLIED MATLS INC COM 11,050.00 319,187 4 03840P102 AQUILA INC COM 196 5,243 4 39483102 ARCHER DANIELS MIDLAND CO COM 41,748.00 810,920 4 40228108 ARGOSY GAMING CO COM 800 34,505 4 04033V104 ARIBA INC COM 12,500.00 60,558 4 42260109 ARMOR HOLDINGS INC COM 1,100.00 42,600 4 42735100 ARROW ELECTRS INC COM 400 12,605 4 04516X106 ASIA SATELLITE TELECOMMUNCNT SPONSORED ADR 6,100.00 146,372 4 52528304 AUSTRALIA&NEW ZEALAND BKG GR SPONSORED ADR 1,200.00 98,867 4 05329Q105 AUTONOMY CORP PLC ADR 500 2,870 4 53332102 AUTOZONE INC COM 75 8,805 4 53499109 AVAYA INC COM 48,929.00 367,827 4 53561106 AVENTIS SPONSORED ADR 2,300.00 246,013 4
Other Included Cusip Issuer Description Total Shares Market Value C$ Managers - ----- ------ ----------- ------------ ----------------- -------------- 53807103 AVNET INC COM 1,400.00 46,755 4 54303102 AVON PRODS INC COM 3,600.00 285,613 4 54536107 AXA SPONSORED ADR 13,000.00 358,732 4 54540109 AXCELIS TECHNOLOGIES INC COM 4,100.00 70,361 4 05534B109 BCE INC COM 1,933,467.37 51,024,204 4 55434203 BG PLC ADR FIN INST N 800 26,304 4 55472104 BISYS GROUP INC COM 85 4,299 4 55622104 BP PLC SPONSORED ADR 30,926.00 2,371,380 4 55630107 BP PRUDHOE BAY RTY TR UNIT BEN INT 2,000.00 34,626 4 5.577E+104 BT GROUP PLC ADR 400 23,157 4 55921100 BMC SOFTWARE INC COM 1,700.00 42,858 4 57224107 BAKER HUGHES INC COM 22,910.00 1,158,273 4 05858H104 BALLARD PWR SYS INC COM 1,900.00 47,082 4 60505104 BANK OF AMERICA CORPORATION COM 33,886.00 3,620,913 4 63671101 BANK MONTREAL QUE COM 1,797,202.78 64,070,279 4 64057102 BANK NEW YORK INC COM 26,782.00 1,372,742 4 64149107 BANK NOVA SCOTIA HALIFAX COM 1,717,648.61 85,865,254 4 06423A103 BANK ONE CORP COM 21,160.00 1,236,581 4 67383109 BARD C R INC COM 600 51,557 4 67901108 BARRICK GOLD CORP COM 36,635.08 1,056,189 4 71813109 BAXTER INTL INC COM 19,970.00 1,348,099 4 72730302 BAYER A G SPONSORED ADR 2,900.00 108,278 4 75887109 BECTON DICKINSON & CO COM 700 36,623 4 77914109 BELL CDA INTL INC COM 97,120.00 971 4 79860102 BELLSOUTH CORP COM 22,100.00 1,057,243 4 84670108 BERKSHIRE HATHAWAY INC DEL CL A 126 9,786,977 4 84670207 BERKSHIRE HATHAWAY INC DEL CL B 621 2,106,914 4 86516101 BEST BUY INC COM 600 33,077 4 90572207 BIO RAD LABS INC CL A 100 6,912 4 90613100 BIOMET INC COM 6,856.00 282,379 4 09066H104 BIOSOURCE INTL INC COM 1,000.00 8,960 4 09067D201 BIOTECH HOLDERS TR DEPOSTRY RCPTS 300 29,023 4 09067J109 BIOVAIL CORP COM 80,030.00 3,574,140 4 09161R106 BIOMIRA INC COM 30,000.00 127,500 4 91797100 BLACK & DECKER CORP COM 1,925.00 140,913 4 92113109 BLACK HILLS CORP COM 5,200.00 273,323 4 93671105 BLOCK H & R INC COM 110 7,710 4 97023105 BOEING CO COM 35,194.00 2,405,211 4
Other Included Cusip Issuer Description Total Shares Market Value C$ Managers - ----- ------ ----------- ------------ ----------------- -------------- 99724106 BORG WARNER INC COM 600 52,632 4 101121101 BOSTON PROPERTIES INC COM 3,725.00 226,003 4 101137107 BOSTON SCIENTIFIC CORP COM 750 33,396 4 102183100 BOWATER INC COM 717 59,204 4 103304101 BOYD GAMING CORP COM 900 19,682 4 10549P606 BRASCAN CORP CL A LTD VT SH 211,947.38 7,416,039 4 110122108 BRISTOL MYERS SQUIBB CO COM 183,878.00 7,176,867 4 110122207 BRISTOL MYERS SQUIBB CO PFD CV $2 6 6,834 4 110419306 BRITISH AWYS PLC ADR 2ND INSTAL 250 10,878 4 110448107 BRITISH AMERN TOB PLC SPONSORED ADR 4,300.00 139,751 4 110793304 BRITISH ENERGY PLC SPONSORED ADR 1,500.00 19,363 4 111013108 BRITISH SKY BROADCASTING GRO SPONSORED ADR 700 61,138 4 111320107 BROADCOM CORP CL A 5,500.00 146,509 4 111621108 BROCADE COMMUNICATIONS SYS I COM 50 1,327 4 112900105 BROOKFIELD PPTYS CORP COM 18,240.00 570,912 4 115637100 BROWN FORMAN CORP CL A 8,900.00 947,502 4 115736100 BROWN SHOE INC NEW COM 200 8,535 4 11679P101 BRUKER AXS INC COM 2,900.00 6,606 4 12189T104 BURLINGTON NORTHN SANTA FE C COM 3,700.00 168,576 4 122014103 BURLINGTON RES INC COM 1,343.00 77,505 4 123655102 BUTLER MFG CO DEL COM 3,000.00 125,065 4 125129106 CDW COMPUTER CTRS INC COM 1,000.00 71,090 4 12541C203 CHC HELICOPTER CORP CL A SUB VTG 5,900.00 203,550 4 125750109 CMGI INC COM 1,200.00 875 4 125896100 CMS ENERGY CORP COM 16,280.00 271,474 4 126132109 CNOOC LTD SPONSORED ADR 3,400.00 138,436 4 12616K106 CP HOLDRS DEP RCPTS CP 2,558.00 173,688 4 126349109 CSG SYS INTL INC COM 11,840.00 344,164 4 126408103 CSX CORP COM 880 46,843 4 126501105 CTS CORP COM 600 10,971 4 126650100 CVS CORP COM 57,550.00 2,674,476 4 126667104 CV THERAPEUTICS INC COM 200 5,656 4 126830207 CABLE & WIRELESS PUB LTD CO SPONSORED ADR 26,000.00 305,228 4 127150308 CACHE INC COM NEW 125 2,591 4 127209302 CADBURY SCHWEPPES PLC ADR 2,000.00 91,669 4 127387108 CADENCE DESIGN SYSTEM INC COM 18,250.00 446,786 4 13054D109 CALIFORNIA PIZZA KITCHEN INC COM 1,100.00 41,430 4 13321L108 CAMECO CORP COM 15,813.00 611,963 4
Other Included Cusip Issuer Description Total Shares Market Value C$ Managers - ----- ------ ----------- ------------ ----------------- -------------- 134429109 CAMPBELL SOUP CO COM 7,119.00 299,050 4 135113108 CANADA LIFE FINL CORP COM 41,981.00 1,561,693 4 13566G509 CANADIAN 88 ENERGY CORP COM NEW 50,000.00 136,500 4 136069101 CDN IMPERIAL BK OF COMMERCE COM 1,327,453.22 64,514,227 4 136375102 CANADIAN NATL RY CO COM 106,489.00 8,523,380 4 136375409 CANADIAN NATL RY CO PFD CV 063029 3,200.00 330,469 4 136385101 CANADIAN NAT RES LTD COM 76,535.00 3,943,083 4 13645T100 CANADIAN PAC RY LTD COM 335,226.00 12,607,850 4 138006309 CANON INC ADR 1,500.00 86,179 4 14067D102 CAPSTONE TURBINE CORP COM 1,000.00 1,930 4 14067E308 CAPSTEAD MTG CORP PFD B CV $1.26 8,500.00 158,135 4 14149Y108 CARDINAL HEALTH INC COM 8,351.00 778,842 4 141665109 CAREER EDUCATION CORP COM 300 20,502 4 141705103 CAREMARK RX INC COM 1,311.00 32,852 4 143658102 CARNIVAL CORP COM 2,465.00 103,660 4 149123101 CATERPILLAR INC DEL COM 22,670.00 1,685,296 4 150921104 CELL GENESYS INC COM 200 4,097 4 15101Q108 CELESTICA INC SUB VTG SHS 10,424.00 356,814 4 151158102 CELLTECH GROUP PLC SPONSORED ADR 1,800.00 43,192 4 151290889 CEMEX S A SPON ADR 5 ORD 18,307.00 732,883 4 151313103 CENDANT CORP COM 62,725.00 1,512,736 4 152312104 CENTEX CORP COM 480 42,128 4 153501101 CENTRAL FD CDA LTD CL A 368,375.00 2,350,233 4 155771108 CENTRAL VT PUB SVC CORP COM 1,500.00 41,005 4 156700106 CENTURYTEL INC COM 450 20,161 4 156880106 CERTEGY INC COM 2,500.00 140,897 4 156915100 CERTICOM CORP COM 14,000.00 11,900 4 160903100 CHARTER ONE FINL INC COM 19,162.00 1,000,504 4 166764100 CHEVRONTEXACO CORP COM 29,483.00 3,962,661 4 168834109 CHILE FD INC COM 15,700.00 181,927 4 169373107 CHINA FD INC COM 400 8,365 4 169657103 CHIPPAC INC CL A 1,600.00 15,017 4 169905106 CHOICE HOTELS INTL INC COM 700 21,272 4 170040109 CHIRON CORP COM 400 21,474 4 171232101 CHUBB CORP COM 9,980.00 1,073,089 4 171484108 CHURCHILL DOWNS INC COM 2,000.00 122,498 4 172737108 CIRCUIT CITY STORE INC CIRCT CITY GRP 500 14,238 4 17273K109 CIRCOR INTL INC COM 700 18,232 4
Other Included Cusip Issuer Description Total Shares Market Value C$ Managers - ----- ------ ----------- ------------ ----------------- -------------- 172755100 CIRRUS LOGIC INC COM 1,200.00 13,431 4 17275R102 CISCO SYS INC COM 168,560.00 3,571,089 4 172908105 CINTAS CORP COM 825 61,932 4 172967101 CITIGROUP INC COM 285,899.00 16,825,049 4 184502102 CLEAR CHANNEL COMMUNICATIONS COM 300 14,589 4 185896107 CLEVELAND CLIFFS INC COM 300 12,575 4 189054109 CLOROX CO DEL COM 2,000.00 125,596 4 191216100 COCA COLA CO COM 115,497.00 9,822,696 4 191219104 COCA COLA ENTERPRISES INC COM 300 10,060 4 192108108 COEUR D ALENE MINES CORP IDA COM 7 18 4 192446102 COGNIZANT TECHNOLOGY SOLUTIO CL A 400 32,652 4 19244C109 COGNOS INC COM 80,105.00 2,675,507 4 193290103 COLE NATIONAL CORP NEW CL A 10,000.00 288,553 4 194162103 COLGATE PALMOLIVE CO COM 29,155.00 2,216,099 4 198516106 COLUMBIA SPORTSWEAR CO COM 400 19,439 4 200340107 COMERICA INC COM 7,955.00 741,789 4 200641108 COMMERCE GROUP INC MASS COM 400 24,026 4 200693109 COMMERCE ONE INC DEL COM 300 173 4 204925101 COMPUTER NETWORK TECHNOLOGY COM 2,100.00 14,969 4 205638109 COMPUWARE CORP COM 150 1,383 4 205887102 CONAGRA FOODS INC COM 19,000.00 797,849 4 206197105 CONCORD EFS INC COM 50 2,289 4 207142100 CONEXANT SYSTEMS INC COM 3,000.00 5,651 4 208251504 CONOCO INC COM 19,835.00 837,431 4 209115104 CONSOLIDATED EDISON INC COM 4,066.00 257,808 4 21036P108 CONSTELLATION BRANDS INC CL A 600 29,159 4 212485106 CONVERGYS CORP COM 78,705.00 2,328,430 4 217016104 COORS ADOLPH CO CL B 1,000.00 94,615 4 217204106 COPART INC COM 750 18,486 4 218868107 CORINTHIAN COLLEGES INC COM 1,200.00 61,762 4 219023108 CORN PRODS INTL INC COM 35 1,654 4 219350105 CORNING INC COM 63,870.00 344,348 4 220874101 CORUS ENTERTAINMENT INC COM CL B NON VTG 2,666.00 71,715 4 22087M101 CORUS GROUP PLC SPONSORED ADR 500 9,636 4 221009103 CORVIS CORP COM 2,000.00 1,974 4 22160K105 COSTCO WHSL CORP NEW COM 27,250.00 1,598,272 4 22226R102 COUNSEL CORP COM 6,000.00 17,880 4 224044107 COX COMMUNICATIONS INC NEW CL A 25,275.00 1,057,511 4
Other Included Cusip Issuer Description Total Shares Market Value C$ Managers - ----- ------ ----------- ------------ ----------------- -------------- 22409V102 CP SHIPS LTD COM 107,477.00 1,669,118 4 224399105 CRANE CO COM 300 11,563 4 225447101 CREE INC COM 5,000.00 100,462 4 225606102 CREO INC COM 5,600.00 86,688 4 22754R201 CROSS MEDIA MARKETING CORP COM NEW 5,000.00 71,379 4 228255105 CROWN CORK & SEAL INC COM 1,500.00 15,605 4 22942F101 CRYSTALLEX INTL CORP COM 39,900.00 108,129 4 229899109 CULLEN FROST BANKERS INC COM 400 21,839 4 23126R101 CURAGEN CORP COM 800 6,840 4 232806109 CYPRESS SEMICONDUCTOR CORP COM 200 4,611 4 232861104 D & K HEALTHCARE RES INC COM 400 21,420 4 23331A109 D R HORTON INC COM 70 2,767 4 233326107 DST SYS INC DEL COM 800 55,536 4 233331107 DTE ENERGY CO COM 1,324.00 89,760 4 235811106 DANA CORP COM 700 19,699 4 235851102 DANAHER CORP DEL COM 4,700.00 473,599 4 237194105 DARDEN RESTAURANTS INC COM 1,380.00 51,766 4 23918K108 DAVITA INC COM 11,000.00 397,596 4 242370104 DEAN FOODS CO NEW COM 1,800.00 101,966 4 244199105 DEERE & CO COM 2,475.00 180,046 4 247025109 DELL COMPUTER CORP COM 128,420.00 5,098,122 4 247126105 DELPHI CORP COM 419 8,400 4 247361108 DELTA AIR LINES INC DEL COM 1,000.00 30,374 4 247916208 DENBURY RES INC COM NEW 86,450.00 1,350,991 4 249906108 DESCARTES SYS GROUP INC COM 10,230.00 46,240 4 251566105 DEUTSCHE TELEKOM AG SPONSORED ADR 31,600.00 446,795 4 25179M103 DEVON ENERGY CORP NEW COM 475 35,550 4 251893103 DEVRY INC DEL COM 825 28,617 4 25243Q205 DIAGEO P L C SPON ADR NEW 3,685.00 289,055 4 25271C102 DIAMOND OFFSHORE DRILLING IN COM 500 21,641 4 252787106 DIAMONDS TR UNIT SER 1 550 77,289 4 253651103 DIEBOLD INC COM 16,824.00 951,505 4 254687106 DISNEY WALT CO COM DISNEY 57,332.00 1,645,625 4 256669102 DOLLAR GEN CORP COM 25,000.00 722,522 4 256747106 DOLLAR TREE STORES INC COM 9,000.00 412,430 4 25746U109 DOMINION RES INC VA NEW COM 2,652.00 266,627 4 257561100 DOMTAR INC COM 63,660.00 1,129,965 4 25811P100 DORAL FINL CORP COM 70 3,550 4
Other Included Cusip Issuer Description Total Shares Market Value C$ Managers - ----- ------ ----------- ------------ ----------------- -------------- 25822C205 DOREL INDS INC CL B SUB VTG 1,780.00 67,195 4 258609304 DOUBLECLICK INC COM 800 8,808 4 260543103 DOW CHEM CO COM 11,075.00 578,258 4 26150J101 DRAXIS HEALTH INC COM 2,000.00 8,220 4 263534109 DU PONT E I DE NEMOURS & CO COM 52,567.00 3,544,608 4 263578106 DUANE READE INC COM 900 46,541 4 264399106 DUKE ENERGY CORP COM 29,711.00 1,403,297 4 2.648E+104 DUN & BRADSTREET CORP DEL NE COM 100 3,843 4 265903104 DURA AUTOMOTIVE SYSTEMS CORP CL A 300 9,454 4 26613X101 DUPONT PHOTOMASKS INC COM 300 14,798 4 266898105 DUSA PHARMACEUTICALS INC COM 7 31 4 267920205 DYNACARE INC COM 800 26,384 4 268648102 E M C CORP MASS COM 22,940.00 263,034 4 269151106 ESS TECHNOLOGY INC COM 800 21,310 4 277432100 EASTMAN CHEM CO COM 1,200.00 85,472 4 277461109 EASTMAN KODAK CO COM 1,844.00 81,690 4 278058102 EATON CORP COM 700 77,340 4 278642103 EBAY INC COM 200 18,716 4 278751102 ECHO BAY MINES LTD COM 1,857.00 3,231 4 281020107 EDISON INTL COM 19,570.00 505,256 4 28139T101 EDUCATION MGMT CORP COM 50 3,093 4 2.818E+112 EDWARDS LIFESCIENCES CORP COM 480 16,912 4 28336L109 EL PASO CORP COM 13,980.00 437,580 4 28368B102 EL PASO ENERGY PARTNERS L P COM 5,400.00 261,365 4 284131208 ELAN PLC ADR 1,300.00 10,799 4 284868106 ELECTRIC CITY CORP COM 81 186 4 285512109 ELECTRONIC ARTS INC COM 300 30,093 4 285661104 ELECTRONIC DATA SYS NEW COM 21,849.00 1,232,714 4 286082102 ELECTRONICS FOR IMAGING INC COM 3,300.00 79,736 4 28660G106 ELIZABETH ARDEN INC COM 3,700.00 98,336 4 291011104 EMERSON ELEC CO COM 70,224.00 5,706,798 4 291525103 EMMIS COMMUNICATIONS CORP CL A 200 6,436 4 292475209 EMULEX CORP COM NEW 660 25,359 4 292505104 ENCANA CORP COM 1,027,346.00 47,977,058 4 29250N105 ENBRIDGE INC COM 936,206.68 44,151,507 4 29258N107 ENDESA S A SPONSORED ADR 1,000.00 21,748 4 29266R108 ENERGIZER HLDGS INC COM 401 16,699 4 29274D604 ENERPLUS RES FD UNIT TR G NEW 65,272.00 1,840,018 4
Other Included Cusip Issuer Description Total Shares Market Value C$ Managers - ----- ------ ----------- ------------ ----------------- -------------- 29355X107 ENPRO INDS INC COM 390 3,110 4 29382R107 ENTRAVISION COMMUNICATIONS C CL A 700 13,023 4 293848107 ENTRUST INC COM 7,500.00 30,981 4 294429105 EQUIFAX INC COM 5,000.00 205,025 4 294821400 ERICSSON L M TEL CO ADR CL B SEK10 121,100.00 264,837 4 29879R107 EUROTRUST A/S SPONSORED ADR 30,000.00 36,449 4 30161N101 EXELON CORP COM 12,905.00 1,025,018 4 302182100 EXPRESS SCRIPTS INC COM 1,155.00 87,898 4 30218U108 EXPRESSJET HOLDINGS INC CL A 900 17,837 4 30224P101 EXTENDED STAY AMER INC COM 900 22,170 4 30224T871 EXTENDICARE INC CDA SUB VTG SH 41,300.00 226,737 4 30226D106 EXTREME NETWORKS INC COM 25,000.00 383,092 4 30231G102 EXXON MOBIL CORP COM 422,227.00 26,239,383 4 302563101 FPIC INS GROUP INC COM 600 13,714 4 302571104 FPL GROUP INC COM 3,300.00 300,652 4 305204109 FAIRMONT HOTELS RESORTS INC COM 77,055.00 3,005,145 4 313400301 FEDERAL HOME LN MTG CORP COM 80,950.00 7,523,852 4 313586109 FEDERAL NATL MTG ASSN COM 74,975.00 8,397,509 4 31410H101 FEDERATED DEPT STORES INC DE COM 18,500.00 1,115,409 4 31428X106 FEDEX CORP COM 1,890.00 153,276 4 31430F101 FELCOR LODGING TR INC COM 8,400.00 234,092 4 316773100 FIFTH THIRD BANCORP COM 450 45,550 4 31787A101 FINISAR COM 3,800.00 13,677 4 317884203 FINLAY ENTERPRISES INC COM NEW 400 10,005 4 319963104 FIRST DATA CORP COM 13,250.00 748,567 4 320209109 FIRST FINL BANCORP OH COM 800 23,777 4 337162101 FIRST TENN NATL CORP COM 4,000.00 180,000 4 33761N109 FIRSTSERVICE CORP SUB VTG SH 3,822.00 146,612 4 337932107 FIRSTENERGY CORP COM 1,715.00 86,941 4 339030108 FLEETBOSTON FINL CORP COM 26,298.00 1,292,019 4 343412102 FLUOR CORP NEW COM 2,100.00 95,110 4 34354P105 FLOWSERVE CORP COM 200 9,051 4 344907100 FORBES MEDI-TECH INC COM 2,000.00 1,920 4 345370100 FORD MTR CO DEL COM 40 978 4 345370860 FORD MTR CO DEL COM PAR $0.01 61,983.00 1,514,803 4 345395206 FORD MTR CO CAP TR II PFD TR CV6.5% 200 17,085 4 345426100 FORDING INC COM 59,565.00 1,697,603 4 349631101 FORTUNE BRANDS INC COM 600 51,028 4
Other Included Cusip Issuer Description Total Shares Market Value C$ Managers - ----- ------ ----------- ------------ ----------------- -------------- 3.51E+108 FOUR SEASONS HOTEL INC LTD VTG SH 4,700.00 333,888 4 354613101 FRANKLIN RES INC COM 840 54,396 4 356108100 FREDS INC CL A 550 30,722 4 35671D857 FREEPORT-MCMORAN COPPER & GO CL B 3,440.00 93,254 4 358029106 FRESENIUS MED CARE AG SPONSORED ADR 6,721.00 151,373 4 361268105 G & K SVCS INC CL A 500 26,000 4 364730101 GANNETT INC COM 4,500.00 518,712 4 364760108 GAP INC DEL COM 4,170.00 89,928 4 366630101 GART SPORTS CO COM 400 17,307 4 367626108 GATEWAY INC COM 1,100.00 7,417 4 36866W106 GEMSTAR-TV GUIDE INTL INC COM 250 2,046 4 369550108 GENERAL DYNAMICS CORP COM 200 32,303 4 369604103 GENERAL ELEC CO COM 1,242,524.00 54,817,966 4 370334104 GENERAL MLS INC COM 2,090.00 139,914 4 370442105 GENERAL MTRS CORP COM 3,241.00 263,087 4 370442832 GENERAL MTRS CORP CL H NEW 7,425.00 117,274 4 37184C103 GENESIS MICROCHIP INC DEL COM 400 5,066 4 372460105 GENUINE PARTS CO COM 5,550.00 293,912 4 372917104 GENZYME CORP COM GENL DIV 100 2,922 4 373298108 GEORGIA PAC CORP COM 1,450.00 54,128 4 374163103 GERON CORP COM 1,800.00 12,520 4 374276103 GETTY IMAGES INC COM 900 29,756 4 375766102 GILLETTE CO COM 137,333.00 7,064,186 4 375916103 GILDAN ACTIVEWEAR INC SUB VTG SHS A 18,750.00 639,750 4 376775102 GLAMIS GOLD LTD COM 3,900.00 52,143 4 377316104 GLATFELTER COM 200 5,710 4 37733W105 GLAXOSMITHKLINE PLC SPONSORED ADR 24,368.00 1,596,511 4 37957V106 GLOBESPANVIRATA INC COM 3,000.00 17,632 4 38059T106 GOLD FIELDS LTD NEW SPONSORED ADR 4,000.00 68,159 4 380956409 GOLDCORP INC NEW COM 32,180.00 499,755 4 381197102 GOLDEN ST BANCORP INC COM 13,650.00 751,472 4 381317106 GOLDEN WEST FINL CORP DEL COM 700 73,119 4 38141G104 GOLDMAN SACHS GROUP INC COM 25,400.00 2,829,475 4 382388106 GOODRICH CORP COM 1,950.00 80,907 4 382550101 GOODYEAR TIRE & RUBR CO COM 24,800.00 704,689 4 384313102 GRAFTECH INTL LTD COM 1,100.00 20,548 4 387328107 GRANITE CONSTR INC COM 200 7,685 4 390568103 GREAT LAKES CHEM CORP COM 8,300.00 333,912 4
Other Included Cusip Issuer Description Total Shares Market Value C$ Managers - ----- ------ ----------- ------------ ----------------- -------------- 395384100 GREENPOINT FINL CORP COM 2,000.00 149,136 4 39945C109 GROUPE CGI INC CL A SUB VTG 23,776.00 162,866 4 401698105 GUIDANT CORP COM 525 24,103 4 402040109 GUITAR CTR MGMT INC COM 300 8,452 4 404119109 HCA INC COM 8,450.00 609,568 4 404280406 HSBC HLDGS PLC SPON ADR NEW 3,600.00 318,198 4 406216101 HALLIBURTON CO COM 4,600.00 111,357 4 410783104 HANOVER DIRECT INC COM 20,000.00 5,814 4 412822108 HARLEY DAVIDSON INC COM 4,915.00 382,700 4 416515104 HARTFORD FINL SVCS GROUP INC COM 9,554.00 862,889 4 418056107 HASBRO INC COM 400 8,237 4 421924101 HEALTHSOUTH CORP COM 2,700.00 52,445 4 42217K106 HEALTH CARE REIT INC COM 4,500.00 198,743 4 42222G108 HEALTH NET INC COM 1,200.00 48,787 4 423074103 HEINZ H J CO COM 90,670.00 5,659,492 4 42369K102 HEMOSOL INC COM 3,500.00 7,875 4 428236103 HEWLETT PACKARD CO COM 98,177.00 2,278,270 4 431294107 HILB ROGAL & HAMILTON CO COM 400 27,488 4 432848109 HILTON HOTELS CORP COM 30,400.00 641,742 4 433578507 HITACHI LIMITED ADR 10 COM 3,900.00 380,074 4 436141105 HOLLYWOOD ENTMT CORP COM 2,400.00 75,376 4 437076102 HOME DEPOT INC COM 35,395.00 1,974,399 4 438128308 HONDA MOTOR LTD AMERN SHS 3,400.00 106,938 4 438516106 HONEYWELL INTL INC COM 29,355.00 1,570,604 4 440327104 HORACE MANN EDUCATORS CORP N COM 1,400.00 39,696 4 44107P104 HOST MARRIOTT CORP NEW COM 20,000.00 343,226 4 441815107 HOUSEHOLD INTL INC COM 17,110.00 1,291,452 4 443510201 HUBBELL INC CL B 200 10,373 4 444903108 HUMAN GENOME SCIENCES INC COM 1,000.00 20,351 4 44544R101 HUMMINGBIRD INC COM 5,250.00 157,763 4 4.478E+110 HURRICANE HYDROCARBONS LTD CL A 11,800.00 165,200 4 449295104 ICOS CORP COM 100 2,576 4 449934108 IMS HEALTH INC COM 810 22,081 4 45069F109 ITXC CORP COM 5,000.00 39,562 4 451107106 IDACORP INC COM 50 2,103 4 452308109 ILLINOIS TOOL WKS INC COM 300 31,118 4 45245A107 IMATION CORP COM 100 4,520 4 453038408 IMPERIAL OIL LTD COM NEW 596,669.37 28,216,495 4
Other Included Cusip Issuer Description Total Shares Market Value C$ Managers - ----- ------ ----------- ------------ ----------------- -------------- 453258139 INCO LTD *W EXP 08/21/200 45 377 4 453258402 INCO LTD COM 97,212.00 3,319,790 4 453258808 INCO LTD PFD CV E 5.5% 1,300.00 96,149 4 453258AH8 INCO LTD DBCV 7.750% 3/1 198,000.00 303,334 4 454089103 INDIA FD INC COM 15,700.00 226,514 4 456837103 ING GROUP N V SPONSORED ADR 3,600.00 139,034 4 457153104 INGRAM MICRO INC CL A 800 16,706 4 458140100 INTEL CORP COM 218,265.00 6,056,122 4 45845L107 INTERCEPT INC COM 400 12,587 4 458665106 INTERFACE INC CL A 800 9,768 4 459200101 INTERNATIONAL BUSINESS MACHS COM 144,092.00 15,755,941 4 459506101 INTERNATIONAL FLAVORS&FRAGRA COM 8,700.00 429,280 4 460043102 INTERNATIONAL MULTIFOODS COR COM 11,854.00 468,069 4 460146103 INTL PAPER CO COM 4,440.00 293,861 4 460254105 INTERNATIONAL RECTIFIER CORP COM 500 22,135 4 460690100 INTERPUBLIC GROUP COS INC COM 8,890.00 334,291 4 460915200 INTRAWEST CORPORATION COM NEW 4,275.00 108,628 4 460919103 INTERTAPE POLYMER GROUP INC COM 2,750.00 48,263 4 461120107 INTERTAN INC COM 400 5,600 4 46115N104 INTIER AUTOMOTIVE INC CL A 2,200.00 58,520 4 462030305 IOMEGA CORP COM NEW 60 1,171 4 462622101 IPSCO INC COM 17,605.00 430,266 4 464286608 ISHARES INC MSCI EMU INDEX 2,000.00 159,889 4 464286699 ISHARES INC MSCI UTD KINGD 3,000.00 63,330 4 464286707 ISHARES INC MSCI FRANCE 250 6,948 4 464286806 ISHARES INC MSCI GERMAN 275 6,073 4 464286822 ISHARES INC MSCI MEXICO 1,500.00 33,237 4 464286848 ISHARES INC MSCI JAPAN 17,050.00 218,285 4 465823102 IVAX CORP COM 5,150.00 84,470 4 46612J101 JDS UNIPHASE CORP COM 12,000.00 48,659 4 46625H100 J P MORGAN CHASE & CO COM 103,594.00 5,336,573 4 47109U104 JAPAN SMALLER CAPTLZTN FD IN COM 1,500.00 18,202 4 475070108 JEFFERSON PILOT CORP COM 200 14,276 4 478160104 JOHNSON & JOHNSON COM 552,323.00 43,836,364 4 480074103 JONES APPAREL GROUP INC COM 12,405.00 706,480 4 48203R104 JUNIPER NETWORKS INC COM 25 215 4 482584109 K MART CORP COM 300 469 4 48265R109 KPMG CONSULTING INC COM 2,700.00 60,933 4
Other Included Cusip Issuer Description Total Shares Market Value C$ Managers - ----- ------ ----------- ------------ ----------------- -------------- 48268K101 KT CORP SPONSORED ADR 28,100.00 923,924 4 485170302 KANSAS CITY SOUTHERN COM NEW 800 20,654 4 486587108 KAYDON CORP COM 300 10,757 4 487836108 KELLOGG CO COM 3,000.00 163,382 4 488152208 KELLY SVCS INC CL A 3,500.00 143,570 4 488360108 KEMET CORP COM 7,700.00 159,909 4 494368103 KIMBERLY CLARK CORP COM 64,068.00 6,032,604 4 496902107 KINROSS GOLD CORP COM 115,679.00 393,309 4 496904103 KINGSWAY FINL SVCS INC COM 56,700.00 975,240 4 499064103 KNIGHT TRANSN INC COM 900 31,697 4 500255104 KOHLS CORP COM 150 15,965 4 500467303 KONINKLIJKE AHOLD N V SPON ADR NEW 2,998.00 95,614 4 500472303 KONINKLIJKE PHILIPS ELECTRS NY REG SH NEW 4,728.00 198,179 4 50049M109 KOOKMIN BK NEW SPONSORED ADR 1,400.00 104,502 4 500634100 KOREA FD COM 13,800.00 344,551 4 50075N104 KRAFT FOODS INC CL A 2,450.00 152,367 4 501014104 KRISPY KREME DOUGHNUTS INC COM 400 19,555 4 501044101 KROGER CO COM 40,725.00 1,230,796 4 502161102 LSI LOGIC CORP COM 1,000.00 13,289 4 50540R409 LABORATORY CORP AMER HLDGS COM NEW 70 4,853 4 505597104 LACLEDE GROUP INC COM 3,500.00 124,807 4 505862102 LAFARGE NORTH AMERICA INC COM 10,817.00 592,231 4 515086106 LANDS END INC COM 200 19,183 4 51508L103 LANDRYS RESTAURANTS INC COM 500 19,371 4 51827Q106 LATIN AMER EQUITY FD INC NEW COM 642 8,361 4 521865105 LEAR CORP COM 500 35,120 4 524660107 LEGGETT & PLATT INC COM 1,700.00 60,414 4 524908100 LEHMAN BROS HLDGS INC COM 3,460.00 328,524 4 52543H107 LEITCH TECHNOLOGY CORP COM 150 1,431 4 526057104 LENNAR CORP COM 130 12,083 4 529771107 LEXMARK INTL NEW CL A 10,430.00 861,698 4 530718105 LIBERTY MEDIA CORP NEW COM SER A 28,365.00 430,779 4 53219L109 LIFEPOINT HOSPITALS INC COM 903 49,795 4 532457108 LILLY ELI & CO COM 32,811.00 2,810,416 4 532716107 LIMITED BRANDS INC COM 1,875.00 60,653 4 532791100 LINCARE HLDGS INC COM 150 7,358 4 534187109 LINCOLN NATL CORP IND COM 28,795.00 1,836,701 4 535678106 LINEAR TECHNOLOGY CORP COM 46,750.00 2,231,506 4
Other Included Cusip Issuer Description Total Shares Market Value C$ Managers - ----- ------ ----------- ------------ ----------------- -------------- 539320101 LIZ CLAIBORNE INC COM 1,100.00 53,124 4 539830109 LOCKHEED MARTIN CORP COM 5,502.00 580,734 4 540424108 LOEWS CORP COM 20,980.00 1,688,385 4 541419107 LOGITECH INTERNATIONAL S A SPONSORED ADR 200 14,291 4 548661107 LOWES COS INC COM 14,965.00 1,031,821 4 549271104 LUBRIZOL CORP COM 500 25,438 4 549463107 LUCENT TECHNOLOGIES INC COM 166,143.00 418,853 4 55068R202 LUXOTTICA GROUP S P A SPONSORED ADR 18,800.00 542,480 4 55262L100 MBNA CORP COM 4,012.00 201,496 4 55269P302 MDS INC COM 92,789.99 2,245,518 4 55309W101 MMO2 PLC ADR 400 3,827 4 553530106 MSC INDL DIRECT INC CL A 700 20,730 4 553769100 MTR GAMING GROUP INC COM 150 3,804 4 556100105 MACROMEDIA INC COM 1,000.00 13,471 4 557497104 MADISON GAS & ELEC CO COM 144 6,091 4 559211107 MAGNA ENTMT CORP CL A 440 4,646 4 559222401 MAGNA INTL INC CL A 65,053.00 6,811,049 4 564055101 MANOR CARE INC NEW COM 90 2,323 4 56418H100 MANPOWER INC COM 350 19,534 4 565011103 MANUGISTICS GROUP INC COM 2,000.00 18,559 4 56501R106 MANULIFE FINL CORP COM 478,232.00 20,874,827 4 565849106 MARATHON OIL CORP COM 12,000.00 494,246 4 571748102 MARSH & MCLENNAN COS INC COM 1,200.00 176,048 4 571834100 MARSHALL & ILSLEY CORP COM 2,000.00 93,947 4 573284106 MARTIN MARIETTA MATLS INC COM 1,619.00 95,892 4 574599106 MASCO CORP COM 20,375.00 838,879 4 575384102 MASONITE INTL CORP COM 147 4,145 4 576206106 MASSEY ENERGY CORP COM 100 1,477 4 57685P304 MATRIXONE INC COM 1,000.00 7,093 4 576879209 MATSUSHITA ELEC INDL ADR 4,600.00 96,617 4 577081102 MATTEL INC COM 1,800.00 57,626 4 577778103 MAY DEPT STORES CO COM 2,600.00 130,028 4 577933104 MAXIMUS INC COM 7,000.00 337,000 4 580031201 MCDATA CORP CL A 65 870 4 580135101 MCDONALDS CORP COM 128,265.00 5,541,948 4 580645109 MCGRAW HILL COS INC COM 4,000.00 362,666 4 58155Q103 MCKESSON CORP COM 4,100.00 203,612 4 583334107 MEADWESTVACO CORP COM 1,758.00 89,601 4
Other Included Cusip Issuer Description Total Shares Market Value C$ Managers - ----- ------ ----------- ------------ ----------------- -------------- 584699102 MEDIMMUNE INC COM 580 23,254 4 585055106 MEDTRONIC INC COM 82,355.00 5,359,358 4 58551A108 MELLON FINL CORP COM 9,045.00 431,743 4 587405101 MERCANTILE BANKSHARES CORP COM 100 6,231 4 589331107 MERCK & CO INC COM 252,375.00 19,409,396 4 589433101 MEREDITH CORP COM 150 8,736 4 590188108 MERRILL LYNCH & CO INC COM 1,600.00 98,412 4 59151K108 METHANEX CORP COM 4,592.00 57,538 4 591598107 METRIS COS INC COM 700 8,834 4 594918104 MICROSOFT CORP COM 155,130.00 12,887,097 4 59523C107 MID ATLANTIC MED SVCS INC COM 300 14,283 4 595635103 MIDCAP SPDR TR UNIT SER 1 700 95,200 4 598709103 MILACRON INC COM 1,200.00 18,498 4 60032R106 MILLEA HOLDINGS INC ADR 9,900.00 612,682 4 604675108 MIRANT CORP COM 3,617.00 30,703 4 608554200 MOLEX INC CL A 100 4,166 4 615369105 MOODYS CORP COM 200 11,570 4 615785102 MOORE LTD COM 33,165.00 576,408 4 617446448 MORGAN STANLEY DEAN WITTER&C COM NEW 3,000.00 196,277 4 619903107 MOTHERS WK INC COM 10,000.00 596,849 4 620076109 MOTOROLA INC COM 119,010.00 2,637,004 4 624581104 MOVIE GALLERY INC COM 300 9,622 4 628530107 MYLAN LABS INC COM 2,300.00 109,506 4 628782104 NBTY INC COM 2,100.00 49,370 4 62885E406 NCE PETROFUND 1 TR UT NEW 2001 127,097.00 1,532,790 4 6.289E+112 NCR CORP NEW COM 24 1,261 4 62936P103 NPS PHARMACEUTICALS INC COM 697 16,217 4 631100104 NASDAQ 100 TR UNIT SER 1 7,675.00 304,222 4 631226107 NASHUA CORP COM 12 129 4 635405103 NATIONAL CITY CORP COM 2,700.00 136,341 4 637229105 NATIONAL PROCESSING INC COM 600 23,509 4 637640103 NATIONAL SEMICONDUCTOR CORP COM 1,940.00 85,943 4 638612101 NATIONWIDE FINL SVCS INC CL A 15,050.00 902,829 4 639089101 NAUTICA ENTERPRISES INC COM 500 9,864 4 63910B102 NAUTILUS GROUP INC COM 86,800.00 4,033,789 4 6.393E+112 NAVISTAR INTL CORP NEW COM 600 29,159 4 63935R108 NAVIGANT INTL INC COM 800 18,795 4 640938106 NETWORKS ASSOCS INC COM 800 23,412 4
Other Included Cusip Issuer Description Total Shares Market Value C$ Managers - ----- ------ ----------- ------------ ----------------- -------------- 64108N106 NET2PHONE COM 200 1,297 4 64117V107 NETSCREEN TECHNOLOGIES INC COM 900 12,548 4 64353J107 NEW CENTY EQUITY HLDGS CORP COM 400 209 4 650111107 NEW YORK TIMES CO CL A 500 39,107 4 651229106 NEWELL RUBBERMAID INC COM 5,562.00 296,152 4 651290108 NEWFIELD EXPL CO COM 1,200.00 67,740 4 651639106 NEWMONT MINING CORP COM 53,816.00 2,151,960 4 65334H102 NEXEN INC COM 191,384.00 7,846,744 4 654106103 NIKE INC CL B 1,912.00 155,786 4 654624105 NIPPON TELEG & TEL CORP SPONSORED ADR 20,140.00 629,778 4 654744408 NISSAN MOTORS SPONSORED ADR 5,100.00 108,513 4 654902204 NOKIA CORP SPONSORED ADR 150,050.00 3,299,716 4 65535H208 NOMURA HLDGS INC SPONSORED ADR 6,100.00 136,089 4 655422103 NORANDA INC COM 483,418.85 9,257,471 4 655664100 NORDSTROM INC COM 1,200.00 41,278 4 655844108 NORFOLK SOUTHERN CORP COM 2,200.00 78,116 4 656531605 NORSK HYDRO A S SPONSORED ADR 1,000.00 73,080 4 656568102 NORTEL NETWORKS CORP NEW COM 2,687,379.12 5,912,234 4 656912102 NORTH AMERN PALLADIUM LTD COM 552 4,858 4 659424105 NORTH FORK BANCORPORATION NY COM 1,200.00 72,551 4 666135108 NORTHFIELD LABS INC COM 4,000.00 24,360 4 666807102 NORTHROP GRUMMAN CORP COM 600 113,903 4 667280101 NORTHWEST AIRLS CORP CL A 700 12,821 4 66977W109 NOVA CHEMICALS CORP COM 24,655.00 831,120 4 66987V109 NOVARTIS A G SPONSORED ADR 2,000.00 133,129 4 670346105 NUCOR CORP COM 100 9,878 4 67066G104 NVIDIA CORP COM 9,095.00 237,300 4 674599105 OCCIDENTAL PETE CORP DEL COM 6,600.00 300,602 4 6.748E+110 OCEAN ENERGY INC DEL COM 2,000.00 65,820 4 675744106 OCULAR SCIENCES INC COM 600 24,147 4 67611V101 ODYSSEY HEALTHCARE INC COM 200 11,011 4 676220106 OFFICE DEPOT INC COM 18,600.00 474,563 4 67622M108 OFFICEMAX INC COM 8,000.00 71,561 4 676255102 OFFSHORE LOGISTICS INC COM 400 14,513 4 68213N109 OMNICELL INC COM 1,800.00 19,108 4 682159108 ON ASSIGNMENT INC COM 700 18,923 4 682310107 ONCOLYTICS BIOTECH INC COM 5,613.00 12,349 4 683715106 OPEN TEXT CORP COM 48 1,445 4
Other Included Cusip Issuer Description Total Shares Market Value C$ Managers - ----- ------ ----------- ------------ ----------------- -------------- 683718100 OPENWAVE SYS INC COM 2,000.00 17,040 4 68389X105 ORACLE CORP COM 31,560.00 453,899 4 685906109 ORGANOGENESIS INC COM 500 152 4 69073F103 OWENS CORNING COM 5,000.00 9,036 4 690768403 OWENS ILL INC COM NEW 800 16,694 4 691471106 OXFORD HEALTH PLANS INC COM 2,300.00 162,285 4 693282105 PDF SOLUTIONS INC COM 1,200.00 13,322 4 69331C108 PG&E CORP COM 156 4,238 4 693366205 PICO HLDGS INC COM NEW 17,768.00 447,129 4 693419202 PMA CAP CORP CL A 1,500.00 48,181 4 69344F106 PMC-SIERRA INC COM 15,000.00 161,687 4 693475105 PNC FINL SVCS GROUP INC COM 2,200.00 174,675 4 693506107 PPG INDS INC COM 850 79,906 4 69366A100 PSS WORLD MED INC COM 1,500.00 18,452 4 696429307 PALL CORP COM 11,700.00 368,702 4 696642107 PALM INC COM 24,148.00 64,545 4 697900108 PAN AMERICAN SILVER CORP COM 6,300.00 71,190 4 701081101 PARKER DRILLING CO COM 3,500.00 17,382 4 701094104 PARKER HANNIFIN CORP COM 90 6,532 4 704326107 PAYCHEX INC COM 400 19,008 4 705015105 PEARSON PLC SPONSORED ADR 5,000.00 78,896 4 706902103 PENGROWTH ENERGY TR COM 67,931.00 1,022,362 4 707569109 PENN NATL GAMING INC COM 400 11,026 4 709668107 PENTON MEDIA INC COM 1,600.00 5,224 4 713409100 PEPSI BOTTLING GROUP INC COM 2,000.00 93,552 4 713448108 PEPSICO INC COM 221,190.00 16,191,404 4 713755106 PERFORMANCE FOOD GROUP CO COM 500 19,686 4 713831105 PERICOM SEMICONDUCTOR CORP COM 1,000.00 17,602 4 7.164E+106 PETRO-CDA COM 220,494.00 9,426,119 4 7.165E+104 PETROCHINA CO LTD SPONSORED ADR 800 26,681 4 71654V101 PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 23,000.00 743,567 4 716768106 PETSMART INC COM 1,000.00 24,360 4 717081103 PFIZER INC COM 425,236.00 22,603,207 4 717124101 PHARMACEUTICAL PROD DEV INC COM 140 4,288 4 71713U102 PHARMACIA CORP COM 11,274.00 641,212 4 717265102 PHELPS DODGE CORP COM 2,734.00 171,068 4 717528103 PHILADELPHIA CONS HLDG CORP COM 300 20,657 4 718154107 PHILIP MORRIS COS INC COM 177,090.00 11,747,587 4
Other Included Cusip Issuer Description Total Shares Market Value C$ Managers - ----- ------ ----------- ------------ ----------------- -------------- 718193105 PHILIP SVCS CORP DEL COM 4 4 4 718252604 PHILIPPINE LONG DISTANCE TEL SPONSORED ADR 30,000.00 339,885 4 718507106 PHILLIPS PETE CO COM 4,800.00 429,221 4 720279108 PIER 1 IMPORTS INC COM 2,300.00 73,353 4 723484101 PINNACLE WEST CAP CORP COM 4,000.00 239,955 4 724479100 PITNEY BOWES INC COM 700 42,226 4 725906101 PLACER DOME INC COM 108,015.00 1,836,255 4 729251108 PLUM CREEK TIMBER CO INC COM 900 41,962 4 732827100 POPE & TALBOT INC COM 637 18,120 4 73755L107 POTASH CORP SASK INC COM 19,025.00 1,931,038 4 739363109 POWERWAVE TECHNOLOGIES INC COM 600 8,347 4 74022D100 PRECISION DRILLING CORP COM 5,108.00 268,732 4 741503106 PRICELINE COM INC COM 2,200.00 9,322 4 742352107 PRINCETON REVIEW INC COM 1,600.00 22,209 4 74251V102 PRINCIPAL FINANCIAL GROUP IN COM 1,400.00 65,912 4 742718109 PROCTER & GAMBLE CO COM 131,735.00 17,865,889 4 743263105 PROGRESS ENERGY INC COM 211 12,761 4 74386K104 PROVIDENT ENERGY TR TR UNIT 80,000.00 884,000 4 744320102 PRUDENTIAL FINL INC COM 27,900.00 1,413,521 4 744573106 PUBLIC SVC ENTERPRISE GROUP COM 1,700.00 111,792 4 745310102 PUGET ENERGY INC NEW COM 2,100.00 65,858 4 745867101 PULTE HOMES INC COM 12,485.00 1,089,877 4 746927102 QLT INC COM 27,330.00 535,668 4 747525103 QUALCOMM INC COM 27,900.00 1,164,799 4 748203106 QUEBECOR WORLD INC COM NON-VTG 50,557.00 2,057,670 4 74834L100 QUEST DIAGNOSTICS INC COM 1,450.00 189,492 4 749121109 QWEST COMMUNICATIONS INTL IN COM 15,517.00 65,984 4 74955W307 R H DONNELLEY CORP COM NEW 40 1,699 4 749685103 RPM INC OHIO COM 450 10,422 4 750236101 RADIAN GROUP INC COM 14,210.00 1,054,219 4 75040P108 RADIO ONE INC CL A 400 9,033 4 75040P405 RADIO ONE INC CL D NON VTG 700 15,808 4 750438103 RADIOSHACK CORP COM 200 9,130 4 754730109 RAYMOND JAMES FINANCIAL INC COM 500 21,619 4 754907103 RAYONIER INC COM 200 14,923 4 755111507 RAYTHEON CO COM NEW 67 4,146 4 75605L104 REALNETWORKS INC COM 100 618 4 75621K106 RECKSON ASSOCS RLTY CORP COM 8,600.00 325,214 4
Other Included Cusip Issuer Description Total Shares Market Value C$ Managers - ----- ------ ----------- ------------ ----------------- -------------- 758110100 REEBOK INTL LTD COM 125 5,600 4 758750103 REGAL BELOIT CORP COM 300 11,076 4 758932107 REGIS CORP MINN COM 2,000.00 82,071 4 758940100 REGIONS FINL CORP COM 2,100.00 112,103 4 75952B105 RELIANT RES INC COM 800 10,631 4 759930100 RENAL CARE GROUP INC COM 6,800.00 321,691 4 76009N100 RENT A CTR INC NEW COM 660 58,146 4 760975102 RESEARCH IN MOTION LTD COM 3,900.00 67,275 4 761230101 RESPIRONICS INC COM 500 19,797 4 76132M102 REUTERS GROUP PLC SPONSORED ADR 465 22,747 4 76182K105 REYNOLDS R J TOB HLDGS INC COM 175 14,285 4 767204100 RIO TINTO PLC SPONSORED ADR 700 78,669 4 767744105 RITCHIE BROS AUCTIONEERS COM 1,000.00 47,399 4 767754104 RITE AID CORP COM 40,000.00 142,758 4 769742107 ROADWAY CORP COM 200 10,913 4 775109200 ROGERS COMMUNICATIONS INC CL B 23,214.00 315,710 4 779915107 ROYAL GROUP TECHNOLOGIES LTD SUB VTG SH 29,100.00 916,068 4 780087102 ROYAL BK CDA MONTREAL QUE COM 2,754,359.00 144,603,848 4 780257804 ROYAL DUTCH PETE CO NY REG GLD1.25 102,136.00 8,573,148 4 780910105 ROYCE VALUE TR INC COM 3,000.00 75,403 4 783549108 RYDER SYS INC COM 500 15,750 4 78387G103 SBC COMMUNICATIONS INC COM 102,613.00 4,753,070 4 78442P106 SLM CORP COM 1,400.00 206,027 4 78462F103 SPDR TR UNIT SER 1 3,910.00 587,636 4 784635104 SPX CORP COM 4,800.00 856,547 4 785905100 SABRE HLDGS CORP CL A 144 7,829 4 786514208 SAFEWAY INC COM NEW 87,990.00 3,900,672 4 790849103 ST JUDE MED INC COM 60 6,729 4 792860108 ST PAUL COS INC COM 732 43,267 4 803054204 SAP AKTIENGESELLSCHAFT SPONSORED ADR 2,280.00 84,107 4 803111103 SARA LEE CORP COM 23,448.00 735,000 4 803866300 SASOL LTD SPONSORED ADR 5,000.00 78,972 4 806407102 SCHEIN HENRY INC COM 3,490.00 235,862 4 806605101 SCHERING PLOUGH CORP COM 82,895.00 3,096,959 4 806857108 SCHLUMBERGER LTD COM 11,450.00 808,594 4 807066105 SCHOLASTIC CORP COM 3,500.00 201,456 4 808513105 SCHWAB CHARLES CORP NEW COM 675 11,481 4 808655104 SCIENTIFIC ATLANTA INC COM 5,080.00 126,912 4
Other Included Cusip Issuer Description Total Shares Market Value C$ Managers - ----- ------ ----------- ------------ ----------------- -------------- 81013T705 SCOTTISH PWR PLC SPON ADR FINAL 86 2,795 4 81211K100 SEALED AIR CORP NEW COM 200 12,232 4 812387108 SEARS ROEBUCK & CO COM 3,800.00 313,369 4 81369Y803 SECTOR SPDR TR SBI INT-TECH 6,050.00 111,292 4 816636203 SEMICONDUCTOR HLDRS TR DEP RCPT 400 18,437 4 81752M101 SERONO S A SPONSORED ADR 500 9,477 4 817565104 SERVICE CORP INTL COM 5,000.00 36,677 4 820280105 SHAW GROUP INC COM 700 32,637 4 82028K200 SHAW COMMUNICATIONS INC CL B CONV 41,711.00 698,659 4 822703609 SHELL TRANS & TRADING PLC ADR NY SHS NEW 1,500.00 78,506 4 824348106 SHERWIN WILLIAMS CO COM 13,900.00 631,820 4 82481R106 SHIRE PHARMACEUTICALS GRP PL SPONSORED ADR 2,379.00 93,251 4 826170102 SIEBEL SYS INC COM 47,950.00 1,035,524 4 826516106 SIERRA WIRELESS INC COM 150 765 4 82823L106 SILVER STD RES INC COM 11 98 4 828408104 SILVERLINE TECHNOLOGIES LTD SPONSORED ADR 1,500.00 2,599 4 829226109 SINCLAIR BROADCAST GROUP INC CL A 700 15,351 4 830018107 SIX CONTINENTS PLC SPONSORED ADR 5,100.00 80,862 4 830566105 SKECHERS U S A INC CL A 75 2,461 4 832696405 SMUCKER J M CO COM NEW 1,744.00 90,397 4 832727101 SMURFIT-STONE CONTAINER CORP COM 4,100.00 96,015 4 834182107 SOLECTRON CORP COM 3,984.00 37,211 4 834376105 SOLUTIA INC COM 108 1,151 4 83545G102 SONIC AUTOMOTIVE INC CL A 300 11,732 4 835470105 SONICWALL INC COM 1,900.00 11,091 4 835495102 SONOCO PRODS CO COM 400 17,204 4 835699307 SONY CORP ADR NEW 2,340.00 187,200 4 842587107 SOUTHERN CO COM 488 20,307 4 844730101 SOUTHTRUST CORP COM 140 5,554 4 844741108 SOUTHWEST AIRLS CO COM 7,020.00 172,286 4 844895102 SOUTHWEST GAS CORP COM 1,000.00 37,588 4 846425882 SPANISH BROADCASTING SYS INC CL A 1,000.00 15,187 4 84855W109 SPINNAKER EXPL CO COM 300 16,411 4 849176102 SPORTS AUTH INC COM 2,100.00 36,230 4 852061100 SPRINT CORP COM FON GROUP 65,450.00 1,054,622 4 852061506 SPRINT CORP PCS COM SER 1 800 5,431 4 852891100 STANCORP FINL GROUP INC COM 300 25,286 4 854616109 STANLEY WKS COM 1,100.00 68,510 4
Other Included Cusip Issuer Description Total Shares Market Value C$ Managers - ----- ------ ----------- ------------ ----------------- -------------- 855244109 STARBUCKS CORP COM 200 7,548 4 85590A203 STARWOOD HOTELS&RESORTS WRLD PAIRED CTF 215 10,739 4 857477103 STATE STR CORP COM 2,550.00 173,109 4 857689103 STATION CASINOS INC COM 800 21,687 4 859152100 STERIS CORP COM 800 23,218 4 860342104 STEWART & STEVENSON SVCS INC COM 75 2,021 4 860370105 STEWART ENTERPRISES INC CL A 20,050.00 193,966 4 860831106 STILWELL FINL INC COM 1,200.00 33,168 4 861012102 STMICROELECTRONICS N V NY REGISTRY 400 14,780 4 863236105 STRAYER ED INC COM 200 19,318 4 866796105 SUN LIFE FINL SVCS CDA INC COM 137,285.00 4,519,422 4 866810104 SUN MICROSYSTEMS INC COM 76,200.00 579,782 4 867229106 SUNCOR ENERGY INC COM 688,189.00 18,305,827 4 867363103 SUNGARD DATA SYS INC COM 9,450.00 380,033 4 86764P109 SUNOCO INC COM 450 24,350 4 86768K106 SUNRISE ASSISTED LIVING INC COM 150 6,105 4 868168105 SUPERIOR INDS INTL INC COM 900 63,216 4 868536103 SUPERVALU INC COM 1,400.00 52,155 4 870756103 SWIFT TRANSN CO COM 1,300.00 46,001 4 870875101 SWISS HELVETIA FD INC COM 12,000.00 208,669 4 871503108 SYMANTEC CORP COM 400 19,956 4 871508107 SYMBOL TECHNOLOGIES INC COM 1,800.00 23,236 4 87160V203 SYNSORB BIOTECH INC COM NEW 750 1,043 4 871829107 SYSCO CORP COM 6,200.00 256,302 4 872275102 TCF FINL CORP COM 55 4,101 4 87236N102 TDC A/S SPONSORED ADR 7,000.00 150,746 4 872375100 TECO ENERGY INC COM 9,000.00 338,290 4 872443403 THQ INC COM NEW 1,130.00 39,182 4 872549100 TLC VISION CORP COM 200 750 4 87305U102 TTR TECHNOLOGIES INC COM 2,000.00 911 4 87308K200 TVX GOLD INC COM NEW 1,060.00 2,279 4 873168108 TXU CORP COM 12,415.00 971,958 4 874039100 TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 280 5,528 4 8.743E+107 TALISMAN ENERGY INC COM 44,962.00 3,068,657 4 8.761E+110 TARGET CORP COM 7,250.00 419,503 4 878237106 TECH DATA CORP COM 900 51,735 4 879101103 TEKELEC COM 200 2,439 4 879287308 TELECOMUNICACOES BRASILEIRAS SPONSORED ADR 4,900.00 168,776 4
Other Included Cusip Issuer Description Total Shares Market Value C$ Managers - ----- ------ ----------- ------------ ----------------- -------------- 879360105 TELEDYNE TECHNOLOGIES INC COM 55 1,733 4 879369106 TELEFLEX INC COM 9,807.00 851,186 4 879382208 TELEFONICA S A SPONSORED ADR 11,485.00 433,440 4 879403780 TELEFONOS DE MEXICO S A SPON ADR ORD L 23,700.00 1,154,662 4 879664100 TELLABS INC COM 7,250.00 68,266 4 87971M202 TELUS CORP NON-VTG SHS 352,350.21 3,565,784 4 879868107 TEMPLE INLAND INC COM 200 17,574 4 88018T101 TEMPLETON DRAGON FD INC COM 12,800.00 179,231 4 88018X102 TEMPLETON CHINA WORLD FD INC COM 400 5,893 4 88033G100 TENET HEALTHCARE CORP COM 24,200.00 2,629,644 4 880770102 TERADYNE INC COM 1,145.00 40,864 4 880775101 TERAYON COMMUNICATION SYS COM 24,000.00 48,477 4 88157K101 TESCO CORP COM 8,275.00 139,434 4 88162G103 TETRA TECH INC NEW COM 2,500.00 55,812 4 881908107 TESMA INTL INC CL A SUB VTG 1,100.00 38,236 4 882508104 TEXAS INSTRS INC COM 20,500.00 737,860 4 883375107 THERAGENICS CORP COM 6,000.00 76,816 4 883381105 THERASENSE INC COM 700 19,635 4 884315102 THOMAS & BETTS CORP COM 600 16,949 4 884903105 THOMSON CORP COM 850,480.00 40,789,021 4 885535104 3COM CORP COM 100 668 4 88579Y101 3M CO COM 64,874.00 12,118,470 4 886423102 TIDEWATER INC COM 200 9,999 4 886547108 TIFFANY & CO NEW COM 500 26,729 4 887100105 TIMBERLAND CO CL A 1,000.00 54,400 4 890030208 TOMKINS PLC SPONSORED ADR 2,000.00 45,683 4 890516107 TOOTSIE ROLL INDS INC COM 734 42,984 4 891027104 TORCHMARK CORP COM 680 39,450 4 891160509 TORONTO DOMINION BK ONT COM NEW 1,693,621.00 60,834,866 4 8.915E+113 TOTAL FINA ELF S A SPONSORED ADR 1,800.00 221,153 4 891707101 TOWER AUTOMOTIVE INC COM 1,600.00 25,954 4 892081100 TOWN & CTRY TR SH BEN INT 1,000.00 34,019 4 892335100 TOYS R US INC COM 28,500.00 756,153 4 89346D107 TRANSALTA CORP COM 1,039,687.00 21,001,677 4 893526103 TRANSCANADA PIPELINES LTD COM 966,844.30 22,237,419 4 893735100 TRANSKARYOTIC THERAPIES INC COM 9,060.00 496,027 4 89579K109 TRIAD HOSPITALS INC COM 403 25,938 4 895919108 TRIDENT MICROSYSTEMS INC COM 2,000.00 18,893 4
Other Included Cusip Issuer Description Total Shares Market Value C$ Managers - ----- ------ ----------- ------------ ----------------- -------------- 896263100 TRIMERIS INC COM 300 20,225 4 89674K103 TRIQUINT SEMICONDUCTOR INC COM 6,500.00 48,448 4 89687P115 TRIZEC PROPERTIES INC RIGHT 99/99/9999 574 14,407 4 902124106 TYCO INTL LTD NEW COM 199,278.00 4,088,714 4 902911106 UST INC COM 14,200.00 733,228 4 902973304 US BANCORP DEL COM NEW 400 14,185 4 902984103 USA INTERACTIVE COM 10,500.00 373,942 4 903293405 U S G CORP COM NEW 13,500.00 112,239 4 9.033E+112 USEC INC COM 5,000.00 66,823 4 90337L108 U S PHYSICAL THERAPY INC COM 400 12,338 4 903849107 ULTIMATE ELECTRS INC COM 500 19,675 4 904034105 ULTRATECH STEPPER INC COM 100 2,459 4 904767704 UNILEVER PLC SPON ADR NEW 250 13,866 4 904784709 UNILEVER N V N Y SHS NEW 14,783.00 1,454,821 4 907818108 UNION PAC CORP COM 1,425.00 136,947 4 909214108 UNISYS CORP COM 55,420.00 757,497 4 909440109 UNITED AUTO GROUP INC COM 200 6,348 4 911163103 UNITED NAT FOODS INC COM 600 13,605 4 911363109 UNITED RENTALS INC COM 200 6,622 4 912909108 UNITED STATES STL CORP NEW COM 25 755 4 913016309 UNITED SURGICAL PARTNERS INT COM 500 23,525 4 913017109 UNITED TECHNOLOGIES CORP COM 57,185.00 5,896,902 4 91324P102 UNITEDHEALTH GROUP INC COM 2,900.00 403,207 4 915289102 UNOCAL CORP COM 400 22,440 4 915436109 UPM KYMMENE CORP SPONSORED ADR 1,600.00 95,812 4 918204108 V F CORP COM 1,200.00 71,458 4 918866104 VALASSIS COMMUNICATIONS INC COM 400 22,173 4 91913Y100 VALERO ENERGY CORP NEW COM 1,200.00 68,196 4 922122106 VARCO INTL INC DEL COM 356 9,483 4 92220P105 VARIAN MED SYS INC COM 400 24,633 4 92239N109 VASTERA INC COM 1,700.00 11,334 4 922571104 VELCRO INDS N V COM 750 11,419 4 92342R203 VERIDIAN CORP DEL COM 800 27,580 4 923436109 VERITAS SOFTWARE CO COM 89 2,048 4 92343P107 VERITAS DGC INC COM 690 13,455 4 92343V104 VERIZON COMMUNICATIONS COM 123,076.00 7,504,658 4 92532F100 VERTEX PHARMACEUTICALS INC COM 60,385.00 1,492,985 4 925524100 VIACOM INC CL A 13,000.00 877,778 4
Other Included Cusip Issuer Description Total Shares Market Value C$ Managers - ----- ------ ----------- ------------ ----------------- -------------- 925524308 VIACOM INC CL B 306 20,620 4 925602104 VICAL INC COM 600 4,811 4 927460105 VINTAGE PETE INC COM 10,000.00 180,725 4 92763R104 VIRAGE LOGIC CORP COM 400 7,909 4 92839U107 VISTEON CORP COM 1,079.00 23,269 4 92844S105 VISX INC DEL COM 1,400.00 23,175 4 928497106 VITESSE SEMICONDUCTOR CORP COM 400 1,889 4 92851S204 VIVENDI UNIVERSAL SPON ADR NEW 6,067.00 191,657 4 92857W100 VODAFONE GROUP PLC NEW SPONSORED ADR 12,905.00 267,524 4 929309300 WPP GROUP PLC SPON ADR NEW 2,000.00 133,889 4 929903102 WACHOVIA CORP 2ND NEW COM 62,566.00 3,627,825 4 931142103 WAL MART STORES INC COM 259,443.00 21,674,825 4 931422109 WALGREEN CO COM 62,550.00 3,669,645 4 939322103 WASHINGTON MUT INC COM 15,180.00 855,529 4 939640108 WASHINGTON POST CO CL B 390 322,800 4 941053100 WASTE CONNECTIONS INC COM 500 18,163 4 94106L109 WASTE MGMT INC DEL COM 19,900.00 787,286 4 94113U100 WATER PIK TECHNOLOGIES INC COM 4,019.00 76,357 4 941848103 WATERS CORP COM 1,700.00 68,934 4 942683103 WATSON PHARMACEUTICALS INC COM 5,825.00 223,549 4 94768C108 WEBMETHODS INC COM 1,300.00 14,965 4 949702104 WELLMAN INC COM 7,500.00 190,787 4 94973H108 WELLPOINT HEALTH NETWORK NEW COM 3,690.00 436,047 4 949746101 WELLS FARGO & CO NEW COM 96,615.00 7,345,264 4 950590109 WENDYS INTL INC COM 16,450.00 995,058 4 950817106 WESCO FINL CORP COM 10 4,580 4 954235107 WEST MARINE INC COM 700 13,565 4 956909105 WESTAIM CORP COM 30,413.00 114,049 4 958102105 WESTERN DIGITAL CORP COM 1,900.00 9,378 4 958259103 WESTERN GAS RES INC COM 100 5,680 4 962166104 WEYERHAEUSER CO COM 84 8,145 4 963320106 WHIRLPOOL CORP COM 1,150.00 114,152 4 965063100 WHITEHALL JEWELLERS INC COM 800 25,210 4 968223206 WILEY JOHN & SONS INC CL A 1,000.00 36,418 4 969457100 WILLIAMS COS INC DEL COM 1,200.00 10,916 4 969491109 WILLIAMS ENERGY PARTNERS L P COM UNIT RP LP 400 24,000 4 974637100 WINNEBAGO INDS INC COM 500 33,411 4 97650W108 WINTRUST FINANCIAL CORP COM 500 26,251 4
Other Included Cusip Issuer Description Total Shares Market Value C$ Managers - ----- ------ ----------- ------------ ----------------- -------------- 976657106 WISCONSIN ENERGY CORP COM 800 30,702 4 980905103 WORLD HEART CORP COM 2,000.00 6,960 4 98157D106 WORLDCOM INC GA NEW WRLDCOM GP COM 30,470.00 38,408 4 98157D304 WORLDCOM INC GA NEW MCI GROUP COM 49 125 4 982526105 WRIGLEY WM JR CO COM 2,800.00 235,368 4 983024100 WYETH COM 47,050.00 3,658,488 4 98389B100 XCEL ENERGY INC COM 4,495.00 114,481 4 983919101 XILINX INC COM 200 6,813 4 984121103 XEROX CORP COM 108,700.00 1,150,626 4 984332106 YAHOO INC COM 9,300.00 208,469 4 984757104 YANKEE CANDLE INC COM 3,700.00 152,224 4 988498101 YUM BRANDS INC WHEN ISSUED 2,000.00 88,844 4 988858106 ZALE CORP NEW COM 1,950.00 107,353 4 989139100 ZARLINK SEMICONDUCTOR INC COM 24,650.00 180,192 4 98956P102 ZIMMER HLDGS INC COM 2,769.00 149,960 4 98985T109 ZYMOGENETICS INC COM 18,600.00 249,146 4 D1668R123 DAIMLERCHRYSLER AG ORD 1,348.00 98,737 4 D18190898 DEUTSCHE BANK AG NAMEN ORD 1,600.00 168,904 4 G0070K103 ACE LTD ORD 1,500.00 71,986 4 G24182100 COOPER INDS LTD CL A 1,200.00 71,622 4 G4388N106 HELEN OF TROY CORP LTD COM 4,000.00 70,711 4 G4776G101 INGERSOLL-RAND COMPANY LTD CL A 80,587.00 5,588,212 4 G4933P101 IPC HLDGS LTD ORD 4,900.00 227,267 4 G56462107 LORAL SPACE & COMMUNICATIONS COM 2,000.00 3,007 4 G6852T105 PARTNERRE LTD COM 2,000.00 148,681 4 G84922106 STEWART W P & CO LTD COM 5,000.00 148,372 4 G87210103 UTI WORLDWIDE INC ORD 1,200.00 27,586 4 G90078109 TRANSOCEAN INC ORD 3,755.00 177,640 4 G98255105 XL CAP LTD CL A 1,250.00 160,792 4 M22465104 CHECK POINT SOFTWARE TECH LT ORD 6,400.00 131,799 4 M8737E108 TARO PHARMACEUTICAL INDS LTD ORD 200 7,448 4 N07059111 ASML HLDG NV N Y SHS 3,400.00 78,073 4 N6748L102 ORTHOFIX INTL N V COM 200 10,570 4 P74823108 PANAMERICAN BEVERAGES INC CL A 725 15,690 4 P8744Y102 STEINER LEISURE LTD ORD 1,500.00 33,032 4 Y2573F102 FLEXTRONICS INTL LTD ORD 1,800.00 19,491 4 84670108 BERKSHIRE HATHAWAY INC DEL CL A 249 25,249,198 5 84670207 BERKSHIRE HATHAWAY INC DEL CL B 17,011.00 57,687,907 5
Other Included Cusip Issuer Description Total Shares Market Value C$ Managers - ----- ------ ----------- ------------ ----------------- -------------- 92113109 BLACK HILLS CORP COM 254,550.00 13,373,543 5 22160K105 COSTCO WHSL CORP NEW COM 128,700.00 7,545,058 5 28336L109 EL PASO CORP COM 334,750.00 10,472,982 5 488152208 KELLY SVCS INC CL A 198,400.00 8,134,634 5 488360108 KEMET CORP COM 442,450.00 11,995,474 5 501044101 KROGER CO COM 650,200.00 19,641,372 5 530718105 LIBERTY MEDIA CORP NEW COM SER A 1,071,100.00 16,259,298 5 539830109 LOCKHEED MARTIN CORP COM 139,100.00 14,675,189 5 540424108 LOEWS CORP COM 165,000.00 13,272,405 5 589331107 MERCK & CO INC COM 311,950.00 23,980,071 5 651229106 NEWELL RUBBERMAID INC COM 257,850.00 13,723,055 5 651639106 NEWMONT MINING CORP COM 35,000.00 1,398,913 5 696429307 PALL CORP COM 406,500.00 12,804,140 5 718154107 PHILIP MORRIS COS INC COM 659,964.00 43,759,731 5 806605101 SCHERING PLOUGH CORP COM 307,950.00 11,499,715 5 807066105 SCHOLASTIC CORP COM 148,350.00 8,534,902 5 893735100 TRANSKARYOTIC THERAPIES INC COM 159,250.00 8,714,781 5 92532F100 VERTEX PHARMACEUTICALS INC COM 715,463.00 17,681,266 5 939640108 WASHINGTON POST CO CL B 17,450.00 14,436,560 5 98985T109 ZYMOGENETICS INC COM 464,600.00 6,220,418 5 -------------- 28,627,528,580 ==============
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