-----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, POF76cVeJ/klKpHSwpcG65fxFY1pOU5QoZlYDKQvkB2F2M1Sf07gWk7fo5PBMqrC OZXhrNoMbo39B8Hwsyreig== 0001130319-02-000424.txt : 20020514 0001130319-02-000424.hdr.sgml : 20020514 ACCESSION NUMBER: 0001130319-02-000424 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20020331 FILED AS OF DATE: 20020514 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: 02645077 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 t07165e13f-hr.txt 13F/HR UNITED STATES SECURITIES AND EXCHANGE COMMISSION WASHINGTON, D.C. 20549 FORM 13F FORM 13F COVER PAGE Report for the Calendar Year or Quarter Ended: March 31, 2002 Check here if Amendment [ ]: Amendment Number _______ This Amendment (Check only one): [ ] is a restatement [ ] adds new holdings entries. Institutional Investment Manager Filing this Report: Name: TD Asset Management Inc.__________________________________________ Address: Canada Trust Tower, BCE Place, 161 Bay Street, 35th Floor, Toronto, Ontario, M5J 2T2 ________________________________________________________________________________ Form 13F File Number: 28- 05987 This institutional investment manager filing this report and the person by whom it is signed hereby represent that the person signing the report is authorized to submit it, that all information contained herein is true, correct and complete, and that it is understood that all required items, statements, schedules, lists, and tables, are considered integral parts of this form. Person Signing this Report on Behalf of Reporting Manager: Name: Paul Riccardi ________________________________________________ Title: Chief Institutional Compliance Officer _______________________ Phone: 416-983-6532 _________________________________________________ Signature, Place, and Date of Signing: Paul Riccardi Toronto, Ontario May 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: 2144 Form 13F Information Table Value Total: C$ 27,222,634 (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 - ----- ------------------ ------------ --------------- -------- 101137107 BOSTON SCIENTIFIC CORP 136,476.00 5,462,959 102183100 BOWATER INC 4,751.00 377,473 110122108 BRISTOL MYERS SQUIBB CO 1,265,052.00 81,719,622 110448107 BRITISH AMERN TOB PLC 127,136.00 3,882,232 111013108 BRITISH SKY BROADCASTING GRO 20,000.00 2,313,338 111320107 BROADCOM CORP 32,123.00 1,839,846 111620100 BROADWING INC 74,100.00 826,355 111621108 BROCADE COMMUNICATIONS SYS I 143,600.00 6,185,705 112900105 BROOKFIELD PPTYS CORP 3,013,125.00 91,563,647 115236101 BROWN & BROWN INC 6,100.00 305,584 115637209 BROWN FORMAN CORP 8,175.00 948,968 117043109 BRUNSWICK CORP 13,485.00 587,764 122014103 BURLINGTON RES INC 25,126.00 1,607,054 125509109 CIGNA CORP 25,798.00 4,173,036 125896100 CMS ENERGY CORP 1,383,290.00 49,877,661 126349109 CSG SYS INTL INC 80,300.00 3,647,321 126408103 CSX CORP 24,173.00 1,469,740 126650100 CVS CORP 798,705.00 43,648,407 126667104 CV THERAPEUTICS INC 101,300.00 5,850,447 127209302 CADBURY SCHWEPPES PLC 5,000.00 221,098 131347106 CALPINE CORP 37,099.00 751,687 134429109 CAMPBELL SOUP CO 51,622.00 2,207,195 135113108 CANADA LIFE FINL CORP 700 28,000 136069101 CDN IMPERIAL BK OF COMMERCE 7,294.00 411,746 136375102 CANADIAN NATL RY CO 6,157,775.00 489,912,594 136385101 CANADIAN NAT RES LTD 31,160.00 1,607,856 138006309 CANON INC 60,882.00 3,608,378 141705103 CAREMARK RX INC 114,750.00 3,569,919 143658102 CARNIVAL CORP 73,576.00 3,832,572 147528103 CASEYS GEN STORES INC 14,800.00 318,762 148867104 CATALINA MARKETING CORP 36,350.00 2,116,744 149123101 CATERPILLAR INC DEL 187,205.00 16,979,267 151020104 CELGENE CORP 19,550.00 771,957 151158102 CELLTECH GROUP PLC 40,000.00 1,177,409 151313103 CENDANT CORP 256,684.00 7,862,688 152312104 CENTEX CORP 8,324.00 689,638 156700106 CENTURYTEL INC 17,343.00 940,685
Other Included Cusip Issuer Description Total Shares Market Value C$ Managers - ----- ------------------ ------------ --------------- -------- 156708109 CEPHALON INC 303,771.00 30,532,184 156779100 CERIDIAN CORP NEW 131,400.00 4,622,479 156880106 CERTEGY INC 162,100.00 10,267,023 160903100 CHARTER ONE FINL INC 27,264.00 1,357,980 166764100 CHEVRONTEXACO CORP 228,176.00 32,861,276 169373107 CHINA FD INC 102,000.00 2,299,394 170040109 CHIRON CORP 25,200.00 1,844,971 170228100 CHITTENDEN CORP 10,537.00 490,034 170388102 CHOICEPOINT INC 43,475.00 3,995,150 171232101 CHUBB CORP 32,198.00 3,754,897 171779101 CIENA CORP 266,780.00 3,830,600 172062101 CINCINNATI FINL CORP 18,700.00 1,302,556 172474108 CINERGY CORP 19,412.00 1,107,178 172737108 CIRCUIT CITY STORE INC 26,405.00 759,965 172908105 CINTAS CORP 20,100.00 1,598,893 172967101 CITIGROUP INC 2,489,643.00 196,579,388 174420109 CITIZENS BKG CORP MICH 7,200.00 372,980 177376100 CITRIX SYS INC 174,276.00 4,804,546 178566105 CITY NATL CORP 30,900.00 2,593,569 184502102 CLEAR CHANNEL COMMUNICATIONS 195,974.00 16,073,745 189054109 CLOROX CO DEL 92,120.00 6,412,246 189754104 COACH INC 33,000.00 2,669,799 191216100 COCA COLA CO 559,359.00 46,636,674 191219104 COCA COLA ENTERPRISES INC 51,322.00 1,537,695 192422103 COGNEX CORP 81,500.00 3,778,542 192423101 COGNICASE INC 703,419.00 10,829,600 194162103 COLGATE PALMOLIVE CO 274,833.00 24,878,118 200300200 COMCAST CORP 396,111.00 20,096,250 200340107 COMERICA INC 495,657.00 49,478,715 203372107 COMMSCOPE INC 59,300.00 1,646,171 204409601 COMPANHIA ENERGETICA DE MINA 16,847.00 400,479 204412100 COMPANHIA VALE DO RIO DOCE 31,540.00 1,333,456 204421101 COMPANIA ANONIMA NACIONL TEL 30,035.00 661,268 204448104 COMPANIA DE MINAS BUENAVENTU 117,000.00 5,041,752 204449300 COMPANIA DE TELECOMUNICS CHI 42,533.00 1,015,825 204493100 COMPAQ COMPUTER CORP 950,878.00 15,852,999 204912109 COMPUTER ASSOC INTL INC 70,715.00 2,469,556 205363104 COMPUTER SCIENCES CORP 20,841.00 1,687,429
Other Included Cusip Issuer Description Total Shares Market Value C$ Managers - ----- ------------------ ------------ --------------- -------- 205638109 COMPUWARE CORP 42,700.00 879,478 205862402 COMVERSE TECHNOLOGY INC 20,100.00 406,297 205887102 CONAGRA FOODS INC 279,588.00 10,816,862 206197105 CONCORD EFS INC 471,698.00 25,022,269 207142100 CONEXANT SYSTEMS INC 27,491.00 528,504 208251504 CONOCO INC 364,717.00 16,979,008 209115104 CONSOLIDATED EDISON INC 447,196.00 29,901,060 210371100 CONSTELLATION ENERGY GROUP I 18,894.00 929,930 212485106 CONVERGYS CORP 81,150.00 3,828,343 216640102 COOPER CAMERON CORP 31,750.00 2,588,932 216669101 COOPER INDS INC 11,081.00 741,621 217016104 COORS ADOLPH CO 4,550.00 489,771 219350105 CORNING INC 115,578.00 1,405,080 220874101 CORUS ENTERTAINMENT INC 950 34,913 221005101 CORVAS INTL INC 70,050.00 635,904 222372104 COUNTRYWIDE CR INDS INC DEL 14,594.00 1,041,930 224044107 COX COMMUNICATIONS INC NEW 120,930.00 7,261,974 224051102 COX RADIO INC 124,400.00 5,636,503 225606102 CREO INC 1,849,989.00 49,112,658 229678107 CUBIST PHARMACEUTICALS INC 97,100.00 2,862,808 229899109 CULLEN FROST BANKERS INC 58,850.00 3,367,820 231021106 CUMMINS INC 4,160.00 313,460 231082108 CUMULUS MEDIA INC 110,000.00 3,141,353 233162106 DDI CORP 1,000.00 13,593 233326107 DST SYS INC DEL 12,650.00 1,005,057 233331107 DTE ENERGY CO 19,316.00 1,402,167 235811106 DANA CORP 13,534.00 463,585 235851102 DANAHER CORP DEL 118,066.00 13,377,548 237194105 DARDEN RESTAURANTS INC 15,135.00 980,105 244199105 DEERE & CO 29,211.00 2,122,784 247025109 DELL COMPUTER CORP 1,291,213.00 53,786,674 247126105 DELPHI CORP 73,235.00 1,868,264 247131105 DELPHI FINL GROUP INC 44,560.00 2,787,488 247361108 DELTA AIR LINES INC DEL 15,216.00 794,300 248019101 DELUXE CORP 8,417.00 621,204 249906108 DESCARTES SYS GROUP INC 1,389,868.00 9,868,064 251566105 DEUTSCHE TELEKOM AG 148,684.00 3,553,424 252787106 DIAMONDS TR 6,780.00 1,122,248
Other Included Cusip Issuer Description Total Shares Market Value C$ Managers - ----- ------------------ ------------ --------------- -------- 254067101 DILLARDS INC 7,873.00 299,697 254546104 DIONEX CORP 93,000.00 3,609,907 254687106 DISNEY WALT CO 698,215.00 25,709,620 255064107 DIVERSA CORP 36,800.00 745,629 256669102 DOLLAR GEN CORP 41,460.00 1,076,849 256747106 DOLLAR TREE STORES INC 89,475.00 4,683,591 257867101 DONNELLEY R R & SONS CO 15,896.00 788,713 260003108 DOVER CORP 23,388.00 1,529,847 260543103 DOW CHEM CO 116,591.00 6,086,229 260561105 DOW JONES & CO INC 8,553.00 794,441 263534109 DU PONT E I DE NEMOURS & CO 195,044.00 14,671,864 264399106 DUKE ENERGY CORP 140,883.00 8,496,077 266605104 DURECT CORP 92,300.00 1,147,123 268258100 ECI TELECOM LTD 53,492.00 347,340 268648102 E M C CORP MASS 432,418.00 8,223,370 277432100 EASTMAN CHEM CO 8,565.00 666,698 277461109 EASTMAN KODAK CO 71,371.00 3,549,193 278058102 EATON CORP 30,484.00 3,938,408 278265103 EATON VANCE CORP 46,350.00 2,954,184 278642103 EBAY INC 25,450.00 2,299,758 278751102 ECHO BAY MINES LTD 3,652,811.00 5,361,497 278762109 ECHOSTAR COMMUNICATIONS NEW 66,850.00 3,020,408 278865100 ECOLAB INC 14,591.00 1,064,296 281020107 EDISON INTL 37,053.00 990,169 284131208 ELAN PLC 19,192.00 425,911 285512109 ELECTRONIC ARTS INC 160,100.00 15,529,802 285661104 ELECTRONIC DATA SYS NEW 415,875.00 38,401,083 291011104 EMERSON ELEC CO 556,913.00 50,876,524 291345106 EMISPHERE TECHNOLOGIES INC 18,400.00 499,336 292845104 ENGELHARD CORP 16,461.00 814,909 293639100 ENTERCOM COMMUNICATIONS CORP 16,300.00 1,426,900 293848107 ENTRUST INC 154,390.00 1,251,278 293904108 ENZON INC 46,550.00 3,289,246 294409107 EQUANT N V 114,300.00 2,024,138 294429105 EQUIFAX INC 46,642.00 2,224,945 294741103 EQUITY OFFICE PROPERTIES TRU 55,698.00 2,664,938 294821400 ERICSSON L M TEL CO 16,000.00 106,573 302043104 EXFO ELECTRO OPTICAL ENGR IN 505,038.00 8,025,173
Other Included Cusip Issuer Description Total Shares Market Value C$ Managers - ----- ------------------ ------------ --------------- -------- 302130109 EXPEDITORS INTL WASH INC 25,300.00 2,462,189 302182100 EXPRESS SCRIPTS INC 254,685.00 23,400,302 302571104 FPL GROUP INC 22,649.00 2,151,800 305204109 FAIRMONT HOTELS RESORTS INC 2,223,228.00 100,378,610 307000109 FAMILY DLR STORES INC 114,919.00 6,143,803 313400301 FEDERAL HOME LN MTG CORP 334,058.00 33,773,541 313586109 FEDERAL NATL MTG ASSN 262,494.00 33,452,186 314211103 FEDERATED INVS INC PA 31,325.00 1,616,726 316773100 FIFTH THIRD BANCORP 160,331.00 17,260,906 319963104 FIRST DATA CORP 259,433.00 36,112,792 337162101 FIRST TENN NATL CORP 40,350.00 2,256,330 337719108 FISCHER IMAGING CORP 173,700.00 3,380,887 337738108 FISERV INC 98,550.00 7,230,878 337932107 FIRSTENERGY CORP 369,441.00 20,381,732 339030108 FLEETBOSTON FINL CORP 1,330,528.00 74,295,597 343412102 FLUOR CORP NEW 59,728.00 3,886,894 344419106 FOMENTO ECONOMICO MEXICANO S 13,079.00 983,846 345370860 FORD MTR CO DEL 435,528.00 11,457,972 345426100 FORDING INC 1,587,746.00 49,496,747 345838106 FOREST LABS INC 63,566.00 8,285,485 349631101 FORTUNE BRANDS INC 18,748.00 1,476,689 349882100 FOSSIL INC 109,000.00 4,623,979 354613101 FRANKLIN RES INC 144,920.00 9,692,161 359586302 FUJI PHOTO FILM LTD 860 43,305 362359408 GT GROUP TELECOM INC 1,853,003.00 1,685,018 362418105 GABLES RESIDENTIAL TR 5,100.00 252,640 364730101 GANNETT INC 77,378.00 9,394,344 364760108 GAP INC DEL 202,417.00 4,856,673 367626108 GATEWAY INC 39,878.00 402,088 368710406 GENENTECH INC 166,200.00 13,377,138 369385109 GENERAL COMMUNICATION INC 433,721.00 6,015,511 369550108 GENERAL DYNAMICS CORP 37,764.00 5,660,383 369604103 GENERAL ELEC CO 2,943,607.00 175,674,778 370334104 GENERAL MLS INC 52,574.00 4,097,383 370442105 GENERAL MTRS CORP 99,121.00 9,559,452 370442832 GENERAL MTRS CORP 497,879.00 13,066,544 372460105 GENUINE PARTS CO 275,062.00 16,135,976 372917104 GENZYME CORP 40,450.00 2,818,206
Other Included Cusip Issuer Description Total Shares Market Value C$ Managers - ----- ------------------ ------------ --------------- -------- 373298108 GEORGIA PAC CORP 28,326.00 1,353,418 375558103 GILEAD SCIENCES INC 307,200.00 17,639,004 375766102 GILLETTE CO 409,282.00 22,207,207 380956409 GOLDCORP INC NEW 2,232,775.00 61,959,503 381317106 GOLDEN WEST FINL CORP DEL 20,391.00 2,065,776 382388106 GOODRICH CORP 312,990.00 15,799,304 382550101 GOODYEAR TIRE & RUBR CO 22,095.00 901,355 384109104 GRACO INC 99,450.00 6,481,386 384802104 GRAINGER W W INC 12,499.00 1,121,281 388690109 GRAPHIC PACKAGING INTL CORP 14,500.00 147,544 400131306 GRUMA S A DE CV 130,000.00 1,024,569 401698105 GUIDANT CORP 177,723.00 12,282,962 401829106 GUILFORD PHARMACEUTICALS INC 175,000.00 1,987,875 402284103 GULF INDONESIA RES LTD 189,200.00 3,157,358 404119109 HCA INC 533,156.00 37,494,442 404280406 HSBC HLDGS PLC 41,232.00 3,833,760 405217100 HAIN CELESTIAL GROUP INC 50,190.00 1,781,633 406216101 HALLIBURTON CO 50,669.00 1,379,898 411352404 HANSON PLC 660 40,333 412822108 HARLEY DAVIDSON INC 59,048.00 5,193,517 413086109 HARMAN INTL INDS INC 43,600.00 3,432,770 413619107 HARRAHS ENTMT INC 15,481.00 1,093,154 415864107 HARSCO CORP 6,250.00 390,276 416515104 HARTFORD FINL SVCS GROUP INC 83,574.00 9,082,609 418056107 HASBRO INC 25,012.00 631,286 421924101 HEALTHSOUTH CORP 42,155.00 965,099 421933102 HEALTH MGMT ASSOC INC NEW 112,000.00 3,704,148 423074103 HEINZ H J CO 167,567.00 11,094,497 426281101 HENRY JACK & ASSOC INC 7,650.00 270,704 427866108 HERSHEY FOODS CORP 16,573.00 1,812,242 428236103 HEWLETT PACKARD CO 434,732.00 12,442,257 432848109 HILTON HOTELS CORP 44,601.00 1,017,540 433578507 HITACHI LIMITED 25 2,930 437076102 HOME DEPOT INC 1,075,707.00 83,423,927 438128308 HONDA MOTOR LTD 104,000.00 3,512,572 438516106 HONEYWELL INTL INC 205,409.00 12,541,484 440327104 HORACE MANN EDUCATORS CORP N 12,950.00 465,068 441815107 HOUSEHOLD INTL INC 163,788.00 14,684,592
Other Included Cusip Issuer Description Total Shares Market Value C$ Managers - ----- ------------------ ------------ --------------- -------- 444859102 HUMANA INC 17,936.00 387,164 444903108 HUMAN GENOME SCIENCES INC 88,450.00 3,074,865 446150104 HUNTINGTON BANCSHARES INC 29,090.00 914,284 448924100 ICN PHARMACEUTICALS INC NEW 66,500.00 3,368,499 449295104 ICOS CORP 32,500.00 2,384,612 449370105 IDEC PHARMACEUTICALS CORP 211,500.00 21,696,634 449934108 IMS HEALTH INC 76,515.00 2,740,526 450911102 ITT INDS INC IND 56,153.00 5,647,551 452308109 ILLINOIS TOOL WKS INC 35,803.00 4,132,653 452528102 IMMUNEX CORP NEW 171,850.00 8,296,396 453038408 IMPERIAL OIL LTD 13,211.00 626,862 453258139 INCO LTD 116,122.00 1,045,098 453258402 INCO LTD 9,309,671.00 290,667,302 454090101 INDIA GROWTH FD INC 18,492.00 271,421 456837103 ING GROUP N V 95,000.00 4,078,574 457667103 INSITUFORM TECHNOLOGIES INC 7,000.00 282,211 458140100 INTEL CORP 1,888,279.00 91,612,053 459200101 INTERNATIONAL BUSINESS MACHS 658,669.00 109,211,730 459506101 INTERNATIONAL FLAVORS&FRAGRA 9,817.00 547,703 459902102 INTERNATIONAL GAME TECHNOLOG 11,000.00 1,093,682 460146103 INTL PAPER CO 132,839.00 9,115,197 460690100 INTERPUBLIC GROUP COS INC 760,420.00 41,587,743 460919103 INTERTAPE POLYMER GROUP INC 763,424.00 14,123,346 461202103 INTUIT 53,341.00 3,264,456 462846106 IRON MTN INC PA 84,375.00 4,269,903 464286848 ISHARES INC 22,613.00 293,666 464287465 ISHARES TR 111,820.00 21,407,786 464287507 ISHARES TR 200 34,534 464287861 ISHARES TR 42,765.00 3,947,570 464330109 ISIS PHARMACEUTICALS INC 18,900.00 484,833 466313103 JABIL CIRCUIT INC 96,175.00 3,610,398 471112102 JARDINE FLEMING INDIA FD INC 114,637.00 1,499,718 475070108 JEFFERSON PILOT CORP 108,944.00 8,704,396 478160104 JOHNSON & JOHNSON 1,378,987.00 142,613,857 478366107 JOHNSON CTLS INC 9,747.00 1,373,257 480074103 JONES APPAREL GROUP INC 13,400.00 747,176 482480100 KLA-TENCOR CORP 89,310.00 9,475,295 485170302 KANSAS CITY SOUTHN INDS INC 500 12,700
Other Included Cusip Issuer Description Total Shares Market Value C$ Managers - ----- ------------------ ------------ --------------- -------- 487836108 KELLOGG CO 79,367.00 4,250,718 488360108 KEMET CORP 11,600.00 358,475 492386107 KERR MCGEE CORP 10,733.00 1,076,211 493267108 KEYCORP NEW 57,339.00 2,437,914 494368103 KIMBERLY CLARK CORP 140,952.00 14,538,156 495582108 KING PHARMACEUTICALS INC 394,499.00 22,034,796 499040103 KNIGHT RIDDER INC 27,716.00 3,037,352 500255104 KOHLS CORP 76,062.00 8,634,032 500467303 KONINKLIJKE AHOLD N V 66,755.00 2,786,073 500472303 KONINKLIJKE PHILIPS ELECTRS 86,378.00 4,148,102 500631106 KOREA ELECTRIC PWR 60,000.00 1,008,934 500634100 KOREA FD 39,000.00 1,100,686 501044101 KROGER CO 471,838.00 16,681,446 502161102 LSI LOGIC CORP 44,346.00 1,202,747 502424104 L-3 COMMUNICATIONS HLDGS INC 21,500.00 3,841,736 512807108 LAM RESEARCH CORP 55,500.00 2,596,139 512815101 LAMAR ADVERTISING CO 128,000.00 8,295,086 518415104 LATTICE SEMICONDUCTOR CORP 128,550.00 3,595,216 518439104 LAUDER ESTEE COS INC 42,650.00 2,324,384 520780107 LAWSON SOFTWARE INC 21,800.00 417,358 524660107 LEGGETT & PLATT INC 20,900.00 826,930 524901105 LEGG MASON INC 20,450.00 1,731,790 524908100 LEHMAN BROS HLDGS INC 308,426.00 31,807,046 529771107 LEXMARK INTL NEW 271,610.00 24,777,696 530718105 LIBERTY MEDIA CORP NEW 1,020,695.00 20,583,256 532457108 LILLY ELI & CO 218,305.00 26,539,225 532716107 LIMITED INC 82,903.00 2,367,509 532791100 LINCARE HLDGS INC 45,200.00 1,955,686 534187109 LINCOLN NATL CORP IND 642,213.00 51,977,450 535678106 LINEAR TECHNOLOGY CORP 89,312.00 6,300,856 535679104 LINENS N THINGS INC 50,900.00 2,479,223 539320101 LIZ CLAIBORNE INC 11,394.00 515,529 539830109 LOCKHEED MARTIN CORP 54,887.00 5,042,108 540424108 LOEWS CORP 26,550.00 2,481,332 548661107 LOWES COS INC 336,994.00 23,381,761 549463107 LUCENT TECHNOLOGIES INC 556,514.00 4,199,603 552848103 MGIC INVT CORP WIS 13,023.00 1,421,768 553530106 MSC INDL DIRECT INC 32,700.00 1,194,687
Other Included Cusip Issuer Description Total Shares Market Value C$ Managers - ----- ------------------ ------------ --------------- -------- 559222401 MAGNA INTL INC 3,148,445.00 367,927,269 564055101 MANOR CARE INC NEW 114,142.00 4,242,994 564563104 MANTECH INTL CORP 52,140.00 1,547,230 565849106 MARATHON OIL CORP 40,876.00 1,878,157 571748102 MARSH & MCLENNAN COS INC 108,417.00 19,500,531 571834100 MARSHALL & ILSLEY CORP 12,937.00 1,284,619 571903202 MARRIOTT INTL INC NEW 30,162.00 2,163,022 574599106 MASCO CORP 61,004.00 2,671,413 575384102 MASONITE INTL CORP 7,925.00 181,879 576879209 MATSUSHITA ELEC INDL 126,089.00 2,484,364 577081102 MATTEL INC 52,706.00 1,752,382 577128101 MATTHEWS INTL CORP 10,300.00 412,460 577778103 MAY DEPT STORES CO 39,998.00 2,223,884 577933104 MAXIMUS INC 5,800.00 284,355 578592107 MAYTAG CORP 8,497.00 599,860 580135101 MCDONALDS CORP 284,283.00 12,585,918 580645109 MCGRAW HILL COS INC 259,901.00 28,299,686 583334107 MEADWESTVACO CORP 23,212.00 1,227,629 584688105 MEDICINES CO 239,950.00 5,458,977 584699102 MEDIMMUNE INC 462,423.00 29,015,789 585055106 MEDTRONIC INC 226,536.00 16,339,650 587200106 MENTOR GRAPHICS CORP 75,050.00 2,531,201 589331107 MERCK & CO INC 387,865.00 35,630,065 589400100 MERCURY GENL CORP NEW 34,950.00 2,592,813 589405109 MERCURY INTERACTIVE CORP 148,950.00 8,946,981 589433101 MEREDITH CORP 96,031.00 6,512,887 589975101 MERIDIAN GOLD INC 2,248,265.00 52,046,411 590188108 MERRILL LYNCH & CO INC 373,069.00 32,961,967 591610100 METRO GOLDWYN MAYER INC 44,650.00 1,183,923 594918104 MICROSOFT CORP 1,933,710.00 185,994,888 595017104 MICROCHIP TECHNOLOGY INC 34,975.00 2,334,085 595112103 MICRON TECHNOLOGY INC 323,297.00 16,969,482 599902103 MILLENNIUM PHARMACEUTICALS I 100,910.00 3,591,739 600544100 MILLER HERMAN INC 6,700.00 254,190 601073109 MILLIPORE CORP 5,323.00 375,701 604675108 MIRANT CORP 674,131.00 15,541,150 608554101 MOLEX INC 21,817.00 1,206,757 608554200 MOLEX INC 34,000.00 1,659,317
Other Included Cusip Issuer Description Total Shares Market Value C$ Managers - ----- ------------------ ------------ --------------- -------- 615369105 MOODYS CORP 20,631.00 1,352,799 615785102 MOORE LTD 2,518,577.00 52,276,144 617446448 MORGAN STANLEY DEAN WITTER&C 279,594.00 25,564,027 620076109 MOTOROLA INC 824,129.00 18,670,435 629568106 NABORS INDS INC 17,350.00 1,169,492 631100104 NASDAQ 100 TR 18,585.00 1,070,090 635405103 NATIONAL CITY CORP 82,126.00 4,030,013 637640103 NATIONAL SEMICONDUCTOR CORP 40,080.00 2,154,268 638612101 NATIONWIDE FINL SVCS INC 97,800.00 6,678,111 640204202 NEIMAN MARCUS GROUP INC 4,600.00 252,824 640520300 NEORX CORP 123,600.00 680,313 640938106 NETWORKS ASSOCS INC 72,200.00 2,787,556 643872104 NEW ENGLAND BUSINESS SVC INC 400 16,362 650111107 NEW YORK TIMES CO 332,961.00 25,423,392 651229106 NEWELL RUBBERMAID INC 29,858.00 1,522,434 651639106 NEWMONT MINING CORP 1,012,636.00 44,734,989 652487703 NEWS CORP LTD 142,400.00 6,447,530 654086107 NICOR INC 5,072.00 368,586 654106103 NIKE INC 44,367.00 4,247,708 654624105 NIPPON TELEG & TEL CORP 125,550.00 3,875,848 654894104 NOBLE AFFILIATES INC 5,800.00 361,436 654902204 NOKIA CORP 531,231.00 17,577,271 655042109 NOBLE DRILLING CORP 18,001.00 1,188,675 655422103 NORANDA INC 300 5,655 655664100 NORDSTROM INC 20,326.00 794,491 655844108 NORFOLK SOUTHERN CORP 45,162.00 1,724,917 656568102 NORTEL NETWORKS CORP NEW 93,409,064.00 669,032,052 665859104 NORTHERN TR CORP 68,058.00 6,526,749 666807102 NORTHROP GRUMMAN CORP 39,417.00 7,109,272 670008101 NOVELLUS SYS INC 76,557.00 6,612,629 670009109 NOVEN PHARMACEUTICALS INC 68,600.00 2,269,885 670346105 NUCOR CORP 10,081.00 1,033,174 671040103 OSI PHARMACEUTICALS INC 123,500.00 7,713,824 674599105 OCCIDENTAL PETE CORP DEL 55,220.00 2,568,065 676220106 OFFICE DEPOT INC 35,354.00 1,119,619 677240103 OHIO CAS CORP 8,800.00 265,909 681904108 OMNICARE INC 402,800.00 16,637,671 681919106 OMNICOM GROUP INC 85,871.00 12,932,710
Other Included Cusip Issuer Description Total Shares Market Value C$ Managers - ----- ------------------ ------------ --------------- -------- 682159108 ON ASSIGNMENT INC 108,100.00 3,087,093 683715106 OPEN TEXT CORP 544,575.00 21,763,898 683718100 OPENWAVE SYS INC 396,255.00 4,020,711 686091109 O REILLY AUTOMOTIVE INC 69,500.00 3,500,503 689899102 OUTBACK STEAKHOUSE INC 48,250.00 2,753,514 691471106 OXFORD HEALTH PLANS INC 26,250.00 1,750,140 693475105 PNC FINL SVCS GROUP INC 56,832.00 5,575,303 693506107 PPG INDS INC 21,360.00 1,871,215 693718108 PACCAR INC 8,568.00 1,000,739 695257105 PACTIV CORP 22,534.00 719,736 696429307 PALL CORP 17,829.00 582,827 696642107 PALM INC 67,830.00 431,783 697900108 PAN AMERICAN SILVER CORP 963,139.00 8,475,623 699173100 PARAMETRIC TECHNOLOGY CORP 28,130.00 271,068 701094104 PARKER HANNIFIN CORP 12,671.00 1,008,747 703412106 PATTERSON DENTAL CO 23,500.00 1,639,526 704231109 PAXSON COMMUNICATIONS CORP 51,200.00 895,265 704326107 PAYCHEX INC 121,045.00 7,666,698 704379106 PAYLESS SHOESOURCE INC 42,350.00 4,124,868 705015105 PEARSON PLC 145,000.00 3,083,679 708160106 PENNEY J C INC 135,454.00 4,475,514 712713106 PEOPLESOFT INC 38,381.00 2,236,851 713409100 PEPSI BOTTLING GROUP INC 36,770.00 1,517,613 713448108 PEPSICO INC 949,911.00 78,047,677 714046109 PERKINELMER INC 16,755.00 494,524 714265105 PEROT SYS CORP 26,200.00 833,902 715684106 P T TELEKOMUNIKASI INDONESIA 25,373.00 338,010 717081103 PFIZER INC 2,967,024.00 188,110,764 717265102 PHELPS DODGE CORP 41,172.00 2,765,382 718154107 PHILIP MORRIS COS INC 511,041.00 42,942,552 718507106 PHILLIPS PETE CO 85,844.00 8,600,835 719364101 PHOTON DYNAMICS INC 26,100.00 2,119,064 719405102 PHOTRONICS INC 21,000.00 1,130,073 723484101 PINNACLE WEST CAP CORP 9,656.00 698,627 724479100 PITNEY BOWES INC 60,428.00 4,126,226 725811103 PIXAR 120 7,037 725906101 PLACER DOME INC 9,440,395.00 184,497,324 729132100 PLEXUS CORP 7,100.00 267,326
Other Included Cusip Issuer Description Total Shares Market Value C$ Managers - ----- ------------------ ------------ --------------- -------- 729251108 PLUM CREEK TIMBER CO INC 22,560.00 1,069,332 737679100 POTOMAC ELEC PWR CO 672,200.00 25,041,273 742718109 PROCTER & GAMBLE CO 359,312.00 51,616,634 743263105 PROGRESS ENERGY INC 27,786.00 2,218,270 743315103 PROGRESSIVE CORP OHIO 31,649.00 8,413,140 743674103 PROTECTIVE LIFE CORP 50,100.00 2,492,211 743977100 PROVINCE HEALTHCARE CO 50,500.00 2,559,644 744320102 PRUDENTIAL FINL INC 173,585.00 8,598,938 744573106 PUBLIC SVC ENTERPRISE GROUP 26,407.00 1,929,548 745867101 PULTE HOMES INC 7,299.00 557,207 746927102 QLT INC 3,890,228.00 166,838,601 747277101 QLOGIC CORP 81,000.00 6,399,362 747525103 QUALCOMM INC 370,089.00 22,224,159 748203106 QUEBECOR WORLD INC 4,521,293.00 188,499,130 748767100 QUINTILES TRANSNATIONAL CORP 10,607.00 300,374 749121109 QWEST COMMUNICATIONS INTL IN 415,643.00 5,450,838 749651105 R O C TAIWAN FD 102,000.00 826,675 750236101 RADIAN GROUP INC 57,950.00 4,537,629 750438103 RADIOSHACK CORP 19,932.00 955,261 755111507 RAYTHEON CO 49,342.00 3,231,476 757209101 REDBACK NETWORKS INC 263,900.00 1,431,493 758110100 REEBOK INTL LTD 82,461.00 3,556,032 758940100 REGIONS FINL CORP 24,950.00 1,367,314 759930100 RENAL CARE GROUP INC 829,585.00 43,253,247 760759100 REPUBLIC SVCS INC 144,050.00 4,293,003 760975102 RESEARCH IN MOTION LTD 1,759,667.00 78,023,654 767204100 RIO TINTO PLC 20,000.00 2,552,648 767744105 RITCHIE BROS AUCTIONEERS 238,500.00 10,330,688 769320102 RIVERSTONE NETWORKS INC 75,572.00 723,408 770323103 ROBERT HALF INTL INC 157,100.00 7,398,839 773903109 ROCKWELL AUTOMATION INC 19,261.00 616,426 774341101 ROCKWELL COLLINS INC 141,981.00 5,712,765 775109200 ROGERS COMMUNICATIONS INC 5,531,454.00 120,880,501 775371107 ROHM & HAAS CO 27,425.00 1,849,481 776696106 ROPER INDS INC NEW 16,700.00 1,325,236 778296103 ROSS STORES INC 40,600.00 2,450,380 779382100 ROWAN COS INC 8,134.00 298,991 780087102 ROYAL BK CDA MONTREAL QUE 29,235,736.00 2,475,107,235
Other Included Cusip Issuer Description Total Shares Market Value C$ Managers - ----- ------------------ ------------ --------------- -------- 780097408 ROYAL BK SCOTLAND GROUP PLC 2,000.00 80,759 780257804 ROYAL DUTCH PETE CO 365,802.00 31,642,968 780287108 ROYAL GOLD INC 134,450.00 1,909,070 781182100 RUBY TUESDAY INC 117,000.00 4,339,901 783549108 RYDER SYS INC 7,097.00 334,469 784028102 SCP POOL CORP 10,800.00 541,034 785905100 SABRE HLDGS CORP 66,816.00 4,979,220 786429100 SAFECO CORP 14,383.00 735,213 786514208 SAFEWAY INC 148,300.00 10,619,503 790849103 ST JUDE MED INC 11,201.00 1,378,681 792860108 ST PAUL COS INC 24,130.00 1,765,093 795435106 SALIX PHARMACEUTICALS INC 55,000.00 1,538,210 800907107 SANMINA SCI CORP 310,798.00 5,826,223 803054204 SAP AKTIENGESELLSCHAFT 136,558.00 8,104,591 803111103 SARA LEE CORP 94,328.00 3,124,201 806407102 SCHEIN HENRY INC 4,680.00 328,899 806605101 SCHERING PLOUGH CORP 1,054,624.00 52,663,874 806857108 SCHLUMBERGER LTD 101,490.00 9,508,442 808513105 SCHWAB CHARLES CORP NEW 269,167.00 5,621,244 808655104 SCIENTIFIC ATLANTA INC 289,892.00 10,683,639 810186106 SCOTTS CO 4,550.00 332,321 811904101 SEACOR SMIT INC 4,200.00 328,334 812387108 SEARS ROEBUCK & CO 41,899.00 3,427,188 816850101 SEMTECH CORP 35,200.00 2,049,777 816851109 SEMPRA ENERGY 23,837.00 956,446 817315104 SEPRACOR INC 81,660.00 2,527,447 817523103 SEROLOGICALS CORP 64,400.00 1,610,000 817565104 SERVICE CORP INTL 31,792.00 268,822 824348106 SHERWIN WILLIAMS CO 28,287.00 1,285,280 826170102 SIEBEL SYS INC 304,899.00 15,862,726 826516106 SIERRA WIRELESS INC 427,375.00 6,885,012 826552101 SIGMA ALDRICH CORP 9,300.00 696,758 827064106 SILICON VY BANCSHARES 18,050.00 871,111 828806109 SIMON PPTY GROUP INC NEW 5,050.00 262,893 831865209 SMITH A O 7,850.00 318,734 832110100 SMITH INTL INC 64,000.00 6,917,677 833034101 SNAP ON INC 5,859.00 318,282 834182107 SOLECTRON CORP 162,143.00 2,017,737
Other Included Cusip Issuer Description Total Shares Market Value C$ Managers - ----- ------------------ ------------ --------------- -------- 835433202 SONERA GROUP PLC 500 3,936 835699307 SONY CORP 135,741.00 11,169,806 835916107 SONUS NETWORKS INC 120,700.00 504,521 842587107 SOUTHERN CO 82,921.00 3,504,431 844730101 SOUTHTRUST CORP 44,144.00 1,859,288 844741108 SOUTHWEST AIRLS CO 92,233.00 2,847,333 845905108 SOVEREIGN BANCORP INC 115,300.00 2,584,501 846425882 SPANISH BROADCASTING SYS INC 216,300.00 4,675,917 852061100 SPRINT CORP 511,180.00 12,469,595 852061506 SPRINT CORP 263,857.00 4,331,666 854616109 STANLEY WKS 11,427.00 843,170 855030102 STAPLES INC 60,875.00 1,939,492 855244109 STARBUCKS CORP 167,100.00 6,166,260 857477103 STATE STR CORP 229,408.00 20,269,009 860831106 STILWELL FINL INC 23,908.00 934,121 863667101 STRYKER CORP 24,337.00 2,342,456 866796105 SUN LIFE FINL SVCS CDA INC 15,634,168.00 854,680,121 866810104 SUN MICROSYSTEMS INC 1,090,019.00 15,338,151 867229106 SUNCOR ENERGY INC 9,328,357.00 536,328,093 867363103 SUNGARD DATA SYS INC 221,650.00 11,658,903 867914103 SUNTRUST BKS INC 36,274.00 3,861,781 868168105 SUPERIOR INDS INTL INC 27,250.00 2,120,700 868536103 SUPERVALU INC 15,770.00 649,116 871503108 SYMANTEC CORP 5,390.00 354,374 871508107 SYMBOL TECHNOLOGIES INC 38,303.00 686,863 871630109 SYNTROLEUM CORP 135,000.00 1,281,509 871829107 SYSCO CORP 109,721.00 5,166,710 872375100 TECO ENERGY INC 1,149,600.00 52,509,649 872540109 TJX COS INC NEW 89,225.00 5,695,425 872649108 TRW INC 16,077.00 1,320,171 872941109 TMP WORLDWIDE INC 67,950.00 3,736,816 873168108 TXU CORP 32,295.00 2,808,552 874039100 TAIWAN SEMICONDUCTOR MFG LTD 768,342.00 25,435,700 878555101 TECHNITROL INC 90,700.00 3,449,726 879131100 TEKTRONIX INC 9,077.00 342,632 879246106 TELE NORTE LESTE PART S A 43,600.00 873,669 879369106 TELEFLEX INC 22,700.00 1,979,912 879382208 TELEFONICA S A 158,895.00 8,366,072
Other Included Cusip Issuer Description Total Shares Market Value C$ Managers - ----- ------------------ ------------ --------------- -------- 879403780 TELEFONOS DE MEXICO S A 185,884.00 11,978,071 879664100 TELLABS INC 46,624.00 778,802 879868107 TEMPLE INLAND INC 6,425.00 581,407 880770102 TERADYNE INC 20,275.00 1,275,436 881624209 TEVA PHARMACEUTICAL INDS LTD 39,567.00 3,451,066 882508104 TEXAS INSTRS INC 409,782.00 21,639,732 883203101 TEXTRON INC 16,310.00 1,329,676 883556102 THERMO ELECTRON CORP 25,128.00 831,052 886547108 TIFFANY & CO NEW 22,240.00 1,261,378 887100105 TIMBERLAND CO 288,700.00 19,460,075 891027104 TORCHMARK CORP 13,667.00 878,499 891160509 TORONTO DOMINION BK ONT 20,755,214.00 907,858,138 892335100 TOYS R US INC 21,639.00 620,033 893526103 TRANSCANADA PIPELINES LTD 17,279.00 371,426 893735100 TRANSKARYOTIC THERAPIES INC 11,600.00 796,713 895953107 TRICON GLOBAL RESTAURANTS 16,702.00 1,566,279 896047107 TRIBUNE CO NEW 70,052.00 5,080,670 896263100 TRIMERIS INC 181,400.00 12,502,361 898592506 TUBOS DE ACERO DE MEXICO S A 17,523.00 298,853 902124106 TYCO INTL LTD NEW 555,049.00 28,620,268 902911106 UST INC 56,749.00 3,524,631 902973304 US BANCORP DEL 774,308.00 27,881,512 902984103 USA NETWORKS INC 162,950.00 8,259,288 903914109 ULTRA PETE CORP 1,925,759.00 24,517,481 904784709 UNILEVER N V 68,489.00 6,206,329 907818108 UNION PAC CORP 32,898.00 3,261,458 908068109 UNION PLANTERS CORP 14,388.00 1,087,823 909214108 UNISYS CORP 141,598.00 2,853,195 910873207 UNITED MICROELECTRONICS CORP 783,870.00 13,318,787 911312106 UNITED PARCEL SERVICE INC 21,700.00 2,104,914 912909108 UNITED STATES STL CORP NEW 79,722.00 2,308,478 913004107 UNITED STATIONERS INC 6,000.00 364,710 913017109 UNITED TECHNOLOGIES CORP 125,713.00 14,881,388 914906102 UNIVISION COMMUNICATIONS INC 84,800.00 5,682,195 915289102 UNOCAL CORP 35,459.00 2,203,459 915436109 UPM KYMMENE CORP 50,000.00 2,791,959 918204108 V F CORP 13,686.00 944,351 919794107 VALLEY NATL BANCORP 5,920.00 331,701
Other Included Cusip Issuer Description Total Shares Market Value C$ Managers - ----- ------------------ ------------ --------------- -------- 922908652 VANGUARD INDEX TR 66,975.00 6,630,183 922908769 VANGUARD INDEX TR 13,550.00 2,293,858 923436109 VERITAS SOFTWARE CO 219,042.00 15,316,865 925314106 VERSICOR INC 111,500.00 3,216,209 925524308 VIACOM INC 558,793.00 43,121,917 928241108 VIROPHARMA INC 169,500.00 1,376,444 928298108 VISHAY INTERTECHNOLOGY INC 87,000.00 2,823,197 928497106 VITESSE SEMICONDUCTOR CORP 21,502.00 336,183 929160109 VULCAN MATLS CO 11,650.00 883,601 929236107 WD-40 CO 72,000.00 3,459,860 929309300 WPP GROUP PLC 150,254.00 13,380,529 929903102 WACHOVIA CORP 2ND NEW 243,657.00 14,412,077 930059100 WADDELL & REED FINL INC 198,700.00 9,662,374 931142103 WAL MART STORES INC 956,399.00 93,517,594 931422109 WALGREEN CO 206,631.00 12,918,830 939322103 WASHINGTON MUT INC 123,139.00 6,508,607 939640108 WASHINGTON POST CO 3,025.00 2,929,588 939653101 WASHINGTON REAL ESTATE INVT 5,950.00 272,914 941848103 WATERS CORP 190,490.00 8,500,328 942683103 WATSON PHARMACEUTICALS INC 164,554.00 7,111,946 948626106 WEIGHT WATCHERS INTL INC NEW 45,000.00 2,746,809 949746101 WELLS FARGO & CO NEW 1,074,248.00 84,470,774 950590109 WENDYS INTL INC 14,217.00 793,412 950813105 WESCAST INDS INC 149,919.00 7,909,734 957090103 WESTAMERICA BANCORPORATION 5,950.00 405,811 958102105 WESTERN DIGITAL CORP 223,650.00 2,222,941 958259103 WESTERN GAS RES INC 101,950.00 6,053,891 961815107 WESTWOOD ONE INC 51,700.00 3,163,202 962166104 WEYERHAEUSER CO 27,503.00 2,758,198 963320106 WHIRLPOOL CORP 7,568.00 912,193 966837106 WHOLE FOODS MKT INC 75,900.00 5,532,660 969457100 WILLIAMS COS INC DEL 128,141.00 4,816,532 974280109 WINN DIXIE STORES INC 13,827.00 353,837 978150100 WOMEN FIRST HEALTHCARE 57,000.00 899,378 982526105 WRIGLEY WM JR CO 27,602.00 2,347,579 983024100 WYETH 727,405.00 75,892,238 983919101 XILINX INC 161,305.00 10,257,845 984121103 XEROX CORP 98,658.00 1,692,034
Other Included Cusip Issuer Description Total Shares Market Value C$ Managers - ----- ------------------ ------------ --------------- -------- 984332106 YAHOO INC 73,172.00 2,156,169 988858106 ZALE CORP NEW 60,800.00 3,938,226 989139100 ZARLINK SEMICONDUCTOR INC 1,500.00 22,920 989701107 ZIONS BANCORPORATION 11,550.00 1,092,164 3.51E+108 FOUR SEASONS HOTEL INC 1,009,282.00 133,677,302 000886101 A D C TELECOMMUNICATIONS 99,584.00 646,629 001055102 AFLAC INC 112,174.00 5,279,408 001084102 AGCO CORP 53,000.00 1,929,579 00130H105 AES CORP 67,751.00 972,813 001765106 AMR CORP 17,238.00 726,317 00184A105 AOL TIME WARNER INC 1,984,389.00 74,807,623 001941103 ATI TECHNOLOGIES INC 7,572,580.00 161,889,875 001957109 AT&T CORP 1,100,500.00 27,565,127 00207Q202 AT & T CDA INC 884,230.00 37,990,290 00209A106 AT&T WIRELESS SVCS INC 544,834.00 7,779,365 002444107 AVX CORP NEW 18,550.00 619,714 002824100 ABBOTT LABS 372,587.00 31,266,759 002893105 ABER DIAMOND CORP 1,549,848.00 38,730,711 002896207 ABERCROMBIE & FITCH CO 10,400.00 511,040 00339B107 ABGENIX INC 125,450.00 3,780,712 003924107 ABITIBI-CONSOLIDATED INC 6,000.00 85,500 00724F101 ADOBE SYS INC 251,869.00 16,189,856 00724X102 ADOLOR CORP 42,000.00 747,128 00757T101 ADVANCED NEUROMODULATION SYS 143,800.00 7,694,722 007903107 ADVANCED MICRO DEVICES INC 41,593.00 976,122 00817Y108 AETNA INC NEW 16,298.00 1,009,394 008190100 AFFILIATED COMPUTER SERVICES 170,200.00 15,241,426 008252108 AFFILIATED MANAGERS GROUP 34,400.00 3,942,170 00845V100 AGERE SYS INC 5,572,072.00 34,580,983 00846U101 AGILENT TECHNOLOGIES INC 57,881.00 3,228,334 008474108 AGNICO EAGLE MINES LTD 19,650.00 416,384 008916108 AGRIUM INC 3,040,599.00 50,930,026 009158106 AIR PRODS & CHEMS INC 91,325.00 7,525,425 009363102 AIRGAS INC 12,900.00 413,673 010199305 AKZO NOBEL NV 806 60,275 010317105 ALABAMA NATL BANCORP DELA 11,000.00 646,698 012873105 ALBERTA ENERGY LTD 8,350.00 580,409 013068101 ALBERTO CULVER CO 5,700.00 491,066
Other Included Cusip Issuer Description Total Shares Market Value C$ Managers - ----- ------------------ ------------ --------------- -------- 013104104 ALBERTSONS INC 329,755.00 17,434,717 013716105 ALCAN INC 10,680,046.00 675,254,948 013817101 ALCOA INC 133,304.00 8,026,313 013904305 ALCATEL 120,124.00 2,703,816 01642T108 ALKERMES INC 246,400.00 10,244,391 017361106 ALLEGHENY ENERGY INC 16,678.00 1,100,248 01741R102 ALLEGHENY TECHNOLOGIES INC 962 25,355 018490102 ALLERGAN INC 252,863.00 26,081,035 018581108 ALLIANCE DATA SYSTEMS CORP 100,700.00 4,038,925 019228402 ALLIED IRISH BKS P L C 120,360.00 4,608,357 019589308 ALLIED WASTE INDS INC 22,264.00 461,761 019754100 ALLMERICA FINL CORP 47,250.00 3,384,692 020002101 ALLSTATE CORP 172,654.00 10,403,863 020039103 ALLTEL CORP 43,026.00 3,813,169 021441100 ALTERA CORP 194,501.00 6,786,434 023139108 AMBAC FINL GROUP INC 11,496.00 1,083,390 023551104 AMERADA HESS CORP 29,882.00 3,783,401 023608102 AMEREN CORP 15,476.00 1,055,519 02364W105 AMERICA MOVIL S A DE C V 183,065.00 5,800,368 024061103 AMERICAN AXLE & MFG HLDGS IN 35,625.00 1,648,253 025537101 AMERICAN ELEC PWR INC 38,689.00 2,844,888 02553E106 AMERICAN EAGLE OUTFITTERS NE 35,550.00 1,404,872 025816109 AMERICAN EXPRESS CO 980,504.00 64,073,121 026874107 AMERICAN INTL GROUP INC 637,173.00 73,333,784 029066107 AMERICAN PWR CONVERSION CORP 27,150.00 640,199 029712106 AMERICAN STD COS INC DEL 531,085.00 59,787,165 029912201 AMERICAN TOWER CORP 243,000.00 2,097,368 030411102 AMERICAN WTR WKS INC 8,231.00 575,038 03071D109 AMERIPATH INC 144,300.00 6,169,815 03072H109 AMERITRADE HLDG CORP 567,750.00 5,878,586 03073E105 AMERISOURCEBERGEN CORP 131,352.00 14,312,925 031162100 AMGEN INC 299,353.00 28,502,185 032165102 AMSOUTH BANCORPORATION 47,756.00 1,674,660 03235E100 AMVESCAP PLC 174,524.00 7,668,359 032511107 ANADARKO PETE CORP 31,113.00 2,801,560 032654105 ANALOG DEVICES INC 331,074.00 23,790,002 034918102 ANGIOTECH PHARMACEUTICALS IN 415,308.00 30,151,361 035229103 ANHEUSER BUSCH COS INC 377,425.00 31,317,382
Other Included Cusip Issuer Description Total Shares Market Value C$ Managers - ----- ------------------ ------------ --------------- -------- 035290105 ANIXTER INTL INC 51,100.00 2,415,592 03674B104 ANTHEM INC 170,000.00 15,614,071 037389103 AON CORP 36,075.00 2,014,399 037411105 APACHE CORP 121,549.00 11,030,165 037604105 APOLLO GROUP INC 50,575.00 4,320,822 03760A101 APOGENT TECHNOLOGIES INC 112,100.00 4,413,893 037833100 APPLE COMPUTER INC 66,511.00 2,511,671 038020103 APPLERA CORP 29,755.00 1,060,983 038222105 APPLIED MATLS INC 184,447.00 15,969,903 03822W109 APPLIED MICRO CIRCUITS CORP 34,000.00 433,950 03875Q108 ARBITRON INC 36,400.00 1,962,859 039483102 ARCHER DANIELS MIDLAND CO 91,322.00 2,029,540 042260109 ARMOR HOLDINGS INC 6,100.00 263,736 04315D400 ARTISTDIRECT INC 5,129.40 98,127 043743202 ASHANTI GOLDFIELDS LTD 550,000.00 4,518,985 044204105 ASHLAND INC 10,300.00 747,851 045235108 ASPECT MED SYS INC 177,600.00 2,521,761 052528304 AUSTRALIA&NEW ZEALAND BKG GR 106,466.00 8,009,431 052769106 AUTODESK INC 5,800.00 432,039 053015103 AUTOMATIC DATA PROCESSING IN 116,638.00 10,843,166 053332102 AUTOZONE INC 12,334.00 1,354,812 053499109 AVAYA INC 35,475.00 417,685 053561106 AVENTIS 112,895.00 12,239,948 053611109 AVERY DENNISON CORP 12,338.00 1,201,321 054303102 AVON PRODS INC 30,238.00 2,620,498 054540109 AXCELIS TECHNOLOGIES INC 76,235.00 1,739,248 054923107 AXCAN PHARMA INC 1,036,077.00 20,762,984 054937107 BB&T CORP 55,386.00 3,367,518 05534B109 BCE INC 29,576,679.00 831,387,751 05538E109 BEI MED SYS INC 218,100.00 2,070,349 055472104 BISYS GROUP INC 91,200.00 5,128,909 055482103 BJ SVCS CO 139,910.00 7,694,157 05548J106 BJS WHOLESALE CLUB INC 133,255.00 9,503,029 055622104 BP PLC 110,176.00 9,333,406 055921100 BMC SOFTWARE INC 73,350.00 2,276,090 057224107 BAKER HUGHES INC 126,737.00 7,734,030 058498106 BALL CORP 6,207.00 467,605 05858H104 BALLARD PWR SYS INC 2,269,867.00 111,392,947
Other Included Cusip Issuer Description Total Shares Market Value C$ Managers - ----- ------------------ ------------ --------------- -------- 059460204 BANCO BRADESCO S A 6,280.00 303,179 059520106 BANCO SE CHILE 8,654.00 253,117 060505104 BANK OF AMERICA CORPORATION 534,653.00 58,020,192 063671101 BANK MONTREAL QUE 20,496,622.00 791,579,548 064057102 BANK NEW YORK INC 659,010.00 43,944,515 06423A103 BANK ONE CORP 147,058.00 9,802,303 067383109 BARD C R INC 7,204.00 678,679 067901108 BARRICK GOLD CORP 16,362,711.00 484,505,334 071707103 BAUSCH & LOMB INC 5,134.00 365,064 071813109 BAXTER INTL INC 288,686.00 27,359,638 072730302 BAYER A G 67,000.00 3,607,610 073902108 BEAR STEARNS COS INC 11,137.00 1,114,944 075887109 BECTON DICKINSON & CO 34,033.00 2,048,061 075896100 BED BATH & BEYOND INC 34,783.00 1,872,888 077459105 BELDEN INC 8,500.00 323,157 079860102 BELLSOUTH CORP 321,732.00 18,919,894 080555105 BELO CORP 73,150.00 2,713,366 081437105 BEMIS INC 5,515.00 478,207 084423102 BERKLEY W R CORP 3,800.00 348,475 084670108 BERKSHIRE HATHAWAY INC DEL 45 5,103,145 084670207 BERKSHIRE HATHAWAY INC DEL 113 426,923 086516101 BEST BUY INC 102,710.00 12,978,034 09058V103 BIOCRYST PHARMACEUTICALS 61,000.00 444,751 090597105 BIOGEN INC 36,561.00 2,861,651 090613100 BIOMET INC 103,590.00 4,472,153 09067J109 BIOVAIL CORP 4,769,189.00 380,287,083 091797100 BLACK & DECKER CORP 11,222.00 833,235 091826107 BLACK BOX CORP DEL 3,400.00 262,648 093671105 BLOCK H & R INC 23,887.00 1,693,965 097023105 BOEING CO 143,561.00 11,051,035 097383103 BOISE CASCADE CORP 36,668.00 2,120,052 10549P606 BRASCAN CORP 5,847,343.00 198,868,119 12189T104 BURLINGTON NORTHN SANTA FE C 53,240.00 2,563,470 12541W100 C H ROBINSON WORLDWIDE INC 20,800.00 1,114,997 12561W105 CLECO CORP NEW 10,400.00 396,554 12613R104 CNET NETWORKS INC 56,559.00 494,485 12686C844 CABLEVISION SYS CORP 88,300.00 3,476,777 12709P103 CABOT MICROELECTRONICS CORP 27,250.00 2,941,070
Other Included Cusip Issuer Description Total Shares Market Value C$ Managers - ----- ------------------ ------------ --------------- -------- 13645T100 CANADIAN PAC RY LTD 6,265,104.00 214,100,706 14040H105 CAPITAL ONE FINL CORP 76,748.00 7,818,060 14149Y108 CARDINAL HEALTH INC 321,246.00 36,332,369 15101Q108 CELESTICA INC 5,230,352.00 302,572,665 16117M107 CHARTER COMMUNICATIONS INC D 356,400.00 6,419,521 17275R102 CISCO SYS INC 4,027,076.00 108,717,687 17453B101 CITIZENS COMMUNICATIONS CO 36,724.00 629,839 19244C109 COGNOS INC 2,727,724.00 188,782,143 20441W203 COMPANHIA DE BEBIDAS DAS AME 45,982.00 1,431,252 22160K105 COSTCO WHSL CORP NEW 286,815.00 18,048,086 22409V102 CP SHIPS LTD 3,665,714.00 70,296,558 23918K108 DAVITA INC 114,400.00 4,617,613 24783R103 DELTAGEN INC 307,600.00 3,307,632 25179M103 DEVON ENERGY CORP NEW 359,568.00 27,655,919 25243Q205 DIAGEO P L C 183,920.00 15,237,591 25271C102 DIAMOND OFFSHORE DRILLING IN 87,650.00 4,371,313 25746U109 DOMINION RES INC VA NEW 32,221.00 3,349,586 26816Q101 DYNEGY INC NEW 43,699.00 2,021,811 26875P101 EOG RES INC 78,476.00 5,078,153 26881Q101 EPIX MEDICAL INC 128,200.00 2,587,317 26881V100 E PIPHANY INC 139,350.00 1,680,737 28336L109 EL PASO CORP 107,528.00 7,553,379 29081M102 EMBRAER-EMPRESA BRASILEIRA D 13,450.00 433,026 29250N105 ENBRIDGE INC 182,435.00 8,154,040 29258N107 ENDESA S A 94,400.00 2,216,910 29274D604 ENERPLUS RES FD 453 11,869 29274F104 ENERSIS S A 17,541.00 252,984 29364G103 ENTERGY CORP NEW 28,532.00 1,976,028 29476L107 EQUITY RESIDENTIAL PPTYS TR 32,300.00 1,481,018 29664R106 ESPERION THERAPEUTICS INC 50,100.00 486,773 30161N101 EXELON CORP 38,762.00 3,275,723 30161Q104 EXELIXIS INC 83,881.00 1,845,436 30224P101 EXTENDED STAY AMER INC 104,250.00 2,893,985 30226D106 EXTREME NETWORKS INC 114,200.00 1,894,831 30231G102 EXXON MOBIL CORP 1,772,623.00 123,917,497 31410H101 FEDERATED DEPT STORES INC DE 23,722.00 1,546,017 31428X106 FEDEX CORP 36,434.00 3,377,178 31865W108 FIRST AVIATION SVCS INC 9,000.00 67,047
Other Included Cusip Issuer Description Total Shares Market Value C$ Managers - ----- ------------------ ------------ --------------- -------- 35138T107 FOX ENTMT GROUP INC 58,700.00 2,214,829 35671D105 FREEPORT-MCMORAN COPPER & GO 329,000.00 9,227,537 35671D857 FREEPORT-MCMORAN COPPER & GO 12,633.00 355,127 36229U102 GSI LUMONICS INC 1,071,326.00 17,087,651 36866W106 GEMSTAR-TV GUIDE INTL INC 38,575.00 910,217 37184C103 GENESIS MICROCHIP INC DEL 34,413.00 1,427,470 37733W105 GLAXOSMITHKLINE PLC 52,864.00 3,963,862 38059T106 GOLD FIELDS LTD NEW 455,000.00 7,563,976 38141G104 GOLDMAN SACHS GROUP INC 19,670.00 2,832,191 39167B102 GREATER CHINA FD INC 125,000.00 1,992,262 39945C109 GROUPE CGI INC 6,343,413.00 100,723,941 40049J206 GRUPO TELEVISA SA DE CV 28,178.00 2,180,783 40051E202 GRUPO AEROPORTUARIO DEL SURE 16,200.00 390,268 41014S106 HANCOCK JOHN FINL SVCS INC 85,937.00 5,236,015 44779E106 HURRICANE HYDROCARBONS LTD 1,497,391.00 35,712,775 45068B109 ITT EDUCATIONAL SERVICES INC 70,000.00 5,025,526 45245E109 IMAX CORP 89,449.00 1,053,181 45245W109 IMCLONE SYS INC 131,500.00 5,167,270 45666Q102 INFORMATICA CORP 182,700.00 2,110,319 46060X107 INTERNET SEC SYS INC 48,250.00 1,758,954 46069S109 INTERSIL CORP 56,750.00 2,566,788 46185R100 INVITROGEN CORP 131,464.00 7,198,220 46612J101 JDS UNIPHASE CORP 783,914.00 7,366,390 46625H100 J P MORGAN CHASE & CO 903,702.00 51,399,133 48203R104 JUNIPER NETWORKS INC 57,450.00 1,156,699 48265R109 KPMG CONSULTING INC 213,150.00 6,869,225 48666K109 KB HOME 5,774.00 399,795 49337W100 KEYSPAN CORP 383,950.00 22,290,907 49455P101 KINDER MORGAN INC KANS 13,400.00 1,035,357 50049M109 KOOKMIN BK NEW 17,187.00 1,154,940 50075N104 KRAFT FOODS INC 537,400.00 33,137,380 50540R409 LABORATORY CORP AMER HLDGS 214,250.00 32,766,441 53220K207 LIGAND PHARMACEUTICALS INC 27,550.00 866,761 55068R202 LUXOTTICA GROUP S P A 175,205.00 5,417,155 55261F104 M & T BK CORP 2,303.00 295,297 55262C100 MBIA INC 18,903.00 1,649,338 55262L100 MBNA CORP 133,072.00 8,188,556 55268N100 MDSI MOBILE DATA SOLUTIONS I 104,195.00 1,004,049
Other Included Cusip Issuer Description Total Shares Market Value C$ Managers - ----- ------------------ ------------ --------------- -------- 55269P302 MDS INC 1,000.00 22,180 55306N104 MKS INSTRUMENT INC 5,453.00 297,879 56418H100 MANPOWER INC 81,731.00 5,069,721 56501R106 MANULIFE FINL CORP 17,749,806.00 776,021,533 57685P304 MATRIXONE INC 35,979.00 511,856 57772K101 MAXIM INTEGRATED PRODS INC 286,855.00 25,495,680 58155Q103 MCKESSON CORP 129,173.00 7,713,697 58551A108 MELLON FINL CORP 837,053.00 51,519,898 59151K108 METHANEX CORP 2,340,811.00 27,574,753 59156R108 METLIFE INC 89,464.00 4,496,037 59163F105 METRO ONE TELECOMMUNICATIONS 4,000.00 161,581 59501T304 MICROCELL TELECOMMUNICATIONS 1,298,355.00 2,634,362 61745C105 MORGAN STANLEY INDIA INVS FD 58,399.00 930,769 62886E108 NCR CORP NEW 11,951.00 853,233 62936P103 NPS PHARMACEUTICALS INC 203,550.00 10,596,421 62942M201 NTT DOCOMO INC 369.00 40,219 63545P104 NATIONAL COMMERCE FINL CORP 6,917.00 306,785 63934E108 NAVISTAR INTL CORP NEW 6,327.00 447,170 64120L104 NETWORK APPLIANCE INC 239,850.00 7,798,569 64125C109 NEUROCRINE BIOSCIENCES INC 83,200.00 5,387,824 65332V103 NEXTEL COMMUNICATIONS INC 113,201.00 971,636 65473P105 NISOURCE INC 23,440.00 858,245 65535H208 NOMURA HLDGS INC 180,000.00 3,802,170 66987V109 NOVARTIS AG 36,695.00 2,318,040 67019E107 NSTAR 396,400.00 28,673,861 67066G104 NVIDIA CORP 17,398.00 1,231,294 67481E106 OCEAN ENERGY INC DEL 431,350.00 13,619,044 68273F103 ONI SYSTEMS CORP 84,800.00 834,742 68389X105 ORACLE CORP 1,257,773.00 25,648,364 69331C108 PG&E CORP 51,088.00 1,920,283 69344F106 PMC-SIERRA INC 80,500.00 2,090,842 69344M101 PMI GROUP INC 21,200.00 2,562,399 69351T106 PPL CORP 16,183.00 1,022,669 69366A100 PSS WORLD MED INC 95,350.00 1,490,795 69831A107 PANCANADIAN ENERGY CORP 10,395,298.00 493,180,090 70211M109 PARTNER COMMUNICATIONS CO LT 1,238,565.00 9,682,464 71366Q101 PEREGRINE SYSTEMS INC 186,300.00 2,829,572 71644E102 PETRO-CDA 74,600.00 3,056,214
Other Included Cusip Issuer Description Total Shares Market Value C$ Managers - ----- ------------------ ------------ --------------- -------- 71654V101 PETROLEO BRASILEIRO SA PETRO 33,813.00 1,344,860 71654V408 PETROLEO BRASILEIRO SA PETRO 44,910.00 1,896,566 71713U102 PHARMACIA CORP 571,814.00 41,125,359 72581R106 PIVOTAL CORP 582,486.00 4,488,525 72813P100 PLAYTEX PRODS INC 217,000.00 3,759,764 73755L107 POTASH CORP SASK INC 1,658,277.00 172,653,449 74005P104 PRAXAIR INC 22,416.00 2,138,604 74022D100 PRECISION DRILLING CORP 1,616,024.00 82,368,718 74144T108 PRICE T ROWE GROUP INC 1,419,036.00 88,102,371 74251V102 PRINCIPAL FINANCIAL GROUP IN 164,550.00 6,641,855 74264T102 PRIORITY HEALTHCARE CORP 65,500.00 2,718,020 74369L103 PROTEIN DESIGN LABS INC 110,000.00 3,006,222 74406A102 PROVIDIAN FINL CORP 33,600.00 404,722 74834L100 QUEST DIAGNOSTICS INC 64,275.00 8,495,826 75040K109 RADIOLOGIX INC 107,700.00 2,061,902 75040P405 RADIO ONE INC 95,900.00 3,151,787 75409P202 RATIONAL SOFTWARE CORP 23,650.00 597,287 75605L104 REALNETWORKS INC 52,700.00 590,227 75886F107 REGENERON PHARMACEUTICALS 49,600.00 1,977,511 75886N100 REGENERATION TECH INC DEL 44,700.00 517,031 75952J108 RELIANT ENERGY INC 33,384.00 1,373,601 76870Q109 RIVERDEEP GROUP PLC 45,400.00 1,618,842 78387G103 SBC COMMUNICATIONS INC 453,266.00 27,074,448 78440P108 SK TELECOM LTD 144,530.00 5,672,364 78462F103 SPDR TR 96,884.00 17,716,255 81013T705 SCOTTISH PWR PLC 579,100.00 18,893,738 81211K100 SEALED AIR CORP NEW 10,620.00 797,686 81369Y803 SECTOR SPDR TR 600.00 20,795 81752M101 SERONO S A 27,900.00 997,064 81788Q100 724 SOLUTIONS INC 1,246,627.00 4,097,084 82028K200 SHAW COMMUNICATIONS INC 16,800.00 480,144 82481R106 SHIRE PHARMACEUTICALS GRP PL 107,100.00 4,010,440 82929L109 SINGAPORE FD INC 90,000.00 916,082 83170A206 SMARTFORCE PUB LTD CO 24,900.00 417,119 84476R109 SOUTHWEST BANCORPORATION TEX 4,950.00 263,295 85590A203 STARWOOD HOTELS&RESORTS WRLD 24,216.00 1,453,037 86074Q102 STILLWATER MNG CO 287,000.00 8,631,063 86764P109 SUNOCO INC 11,550.00 737,261
Other Included Cusip Issuer Description Total Shares Market Value C$ Managers - ----- ------------------ ------------ --------------- -------- 87155S108 SYMYX TECHNOLOGIES 183,950.00 6,060,254 87160A100 SYNGENTA AG 324 6,338 87161C105 SYNOVUS FINL CORP 34,936.00 1,698,866 87255E108 TLC LASER EYE CENTERS INC 985,555.00 8,490,742 87425E103 TALISMAN ENERGY INC 4,406,044.00 467,036,654 87612E106 TARGET CORP 582,587.00 40,078,416 87923P105 TELE CENTRO OESTE CELULAR S 33,500.00 322,280 87959M109 TELIK INC 148,900.00 2,879,177 87971M202 TELUS CORP 78 1,308 88033G100 TENET HEALTHCARE CORP 166,797.00 17,834,612 88633P203 TICKETMASTER 49,900.00 2,354,885 89151E109 TOTAL FINA ELF SA 105,643.00 12,768,555 89346D107 TRANSALTA CORP 5,100.00 111,690 89579K109 TRIAD HOSPITALS INC 99,331.00 5,448,309 89589H104 TRIANGLE PHARMACEUTICALS INC 176,500.00 1,436,104 89677M106 TRITON PCS HLDGS INC 2,219,271.00 36,052,782 90390U102 USA ED INC 19,832.00 3,094,399 90458E107 UNIBANCO-UNIAO DE BANCOS BRA 14,989.00 584,686 91324P102 UNITEDHEALTH GROUP INC 328,141.00 40,007,236 91529Y106 UNUMPROVIDENT CORP 27,449.00 1,223,118 92343E102 VERISIGN INC 383,935.00 16,538,362 92343V104 VERIZON COMMUNICATIONS 864,993.00 62,814,965 92532F100 VERTEX PHARMACEUTICALS INC 138,671.00 6,163,647 92552R109 VIAD CORP 52,450.00 2,343,012 92829S104 VISIBLE GENETICS INC 34,900.00 380,292 92839U107 VISTEON CORP 11,843.00 312,702 92857W100 VODAFONE GROUP PLC NEW 890,486.00 26,160,369 92906P106 VOTORANTIM CELULOSE E PAPEL 11,096.00 331,747 92923C104 WCI CMNTYS INC 10,550.00 410,689 94106L109 WASTE MGMT INC DEL 98,071.00 4,263,616 94769M105 WEBMD CORP 23,230.00 284,631 94973H108 WELLPOINT HEALTH NETWORK NEW 402,084.00 40,843,252 95988E204 WESTERN WIRELESS CORP 131,050.00 1,827,340 98157D106 WORLDCOM INC GA NEW 940,692.00 10,115,283 98157D304 WORLDCOM INC GA NEW 25 235 98385X106 XTO ENERGY CORP 60,175.00 1,924,870 98389B100 XCEL ENERGY INC 48,444.00 1,959,246 98956P102 ZIMMER HLDGS INC 42,348.00 2,300,494
Other Included Cusip Issuer Description Total Shares Market Value C$ Managers - ----- ------------------ ------------ --------------- -------- D18190898 DEUTSCHE BANK AG NAMEN 30,500.00 3,133,695 G0070K103 ACE LTD 183,277.00 12,193,125 G02602103 AMDOCS LTD 33,100.00 1,407,331 G1150G111 ACCENTURE LTD BERMUDA 37,500.00 1,597,399 G16962105 BUNGE LIMITED 103,063.00 3,559,850 G37260109 GARMIN LTD 34,000.00 1,243,267 G3930E101 GLOBALSANTAFE CORP 44,877.00 2,341,222 G4776G101 INGERSOLL-RAND COMPANY LTD 20,477.00 1,634,109 G6852T105 PARTNERRE LTD 3,800.00 331,015 G90078109 TRANSOCEAN SEDCO FOREX INC 340,708.00 18,062,742 G98255105 XL CAP LTD 26,050.00 3,879,655 G9825R107 XOMA LTD 80,100.00 1,097,733 L6388F102 MILLICOM INTL CELLULAR S A 385,400.00 4,131,921 M22465104 CHECK POINT SOFTWARE TECH LT 791,205.00 38,373,695 M88258104 TTI TEAM TELECOM INTL LTD 10,417.00 476,975 N07059111 ASML HLDG NV 171,500.00 6,941,536 P74823108 PANAMERICAN BEVERAGES INC 13,300.00 385,335 Y2573F102 FLEXTRONICS INTL LTD 225,500.00 6,565,691 00207Q202 AT & T CDA INC 0 0 1 008474108 AGNICO EAGLE MINES LTD 133,000.00 2,818,270 1 008474AA6 AGNICO EAGLE MINES LTD 0 0 1 008916108 AGRIUM INC -431,975.00 -4,552,585 1 012873105 ALBERTA ENERGY LTD 24,300.00 1,689,093 1 067901108 BARRICK GOLD CORP -844,890.00 -15,692,649 1 10549P606 BRASCAN CORP 0 0 1 13201L103 CAMBIOR INC 0 0 1 13321L108 CAMECO CORP 0 0 1 13566G509 CANADIAN 88 ENERGY CORP 50,000.00 124,500 1 15101Q108 CELESTICA INC -75,665.00 -4,366,627 1 30224T871 EXTENDICARE INC CDA 1,400.00 7,560 1 453258AH8 INCO LTD 5,000.00 500,000 1 46612J101 JDS UNIPHASE CORP 401,850.00 9,189,242 1 56501R106 MANULIFE FINL CORP 5,410.00 27 1 656568AB8 NORTEL NETWORKS CORP NEW 9,950,000.00 715,156,250 1 69357H106 PRI AUTOMATION INC -99,100.00 -3,695,647 1 69831A107 PANCANADIAN ENERGY CORP -41,000.00 -1,945,860 1 74022D100 PRECISION DRILLING CORP 0 0 1 87971M202 TELUS CORP 0 0 1
Other Included Cusip Issuer Description Total Shares Market Value C$ Managers - ----- ------------------ ------------ --------------- -------- 435569108 HOLLINGER INTL INC 3,348,782.00 70,020,148 2 000886101 A D C TELECOMMUNICATIONS 199,648.00 1,295,964 2 001055102 AFLAC INC 131,326.00 6,178,829 2 00130H105 AES CORP 134,063.00 1,924,354 2 001765106 AMR CORP 38,939.00 1,640,162 2 00184A105 AOL TIME WARNER INC 1,114,298.00 42,030,635 2 001957109 AT&T CORP 889,815.00 22,280,905 2 002824100 ABBOTT LABS 391,483.00 32,842,190 2 00724F101 ADOBE SYS INC 59,602.00 3,829,936 2 007903107 ADVANCED MICRO DEVICES INC 85,466.00 2,005,116 2 00817Y108 AETNA INC NEW 36,397.00 2,253,485 2 00846U101 AGILENT TECHNOLOGIES INC 116,619.00 6,502,408 2 009158106 AIR PRODS & CHEMS INC 57,142.00 4,707,163 2 013068101 ALBERTO CULVER CO 14,486.00 1,247,601 2 013104104 ALBERTSONS INC 102,186.00 5,401,040 2 013716105 ALCAN INC 80,713.00 5,101,537 2 013817101 ALCOA INC 213,168.00 12,830,907 2 017361106 ALLEGHENY ENERGY INC 31,450.00 2,074,100 2 01741R102 ALLEGHENY TECHNOLOGIES INC 20,186.00 532,500 2 018490102 ALLERGAN INC 32,918.00 3,394,184 2 019589308 ALLIED WASTE INDS INC 49,537.00 1,027,085 2 020002101 ALLSTATE CORP 179,326.00 10,802,486 2 020039103 ALLTEL CORP 78,180.00 6,926,490 2 021441100 ALTERA CORP 96,873.00 3,378,975 2 023135106 AMAZON COM INC 2,000.00 45,614 2 023139108 AMBAC FINL GROUP INC 26,542.00 2,500,542 2 023551104 AMERADA HESS CORP 22,306.00 2,823,299 2 023608102 AMEREN CORP 34,612.00 2,359,915 2 025537101 AMERICAN ELEC PWR INC 81,042.00 5,957,312 2 025816109 AMERICAN EXPRESS CO 335,556.00 21,920,902 2 026375105 AMERICAN GREETINGS CORP 16,032.00 464,085 2 026874107 AMERICAN INTL GROUP INC 664,538.00 76,459,141 2 029066107 AMERICAN PWR CONVERSION CORP 49,176.00 1,159,207 2 031162100 AMGEN INC 263,522.00 25,082,981 2 032165102 AMSOUTH BANCORPORATION 91,652.00 3,212,944 2 032511107 ANADARKO PETE CORP 62,563.00 5,631,681 2 032654105 ANALOG DEVICES INC 91,755.00 6,591,156 2 034425108 ANDREW CORP 20,561.00 548,623 2
Other Included Cusip Issuer Description Total Shares Market Value C$ Managers - ----- ------------------ ------------ --------------- -------- 035229103 ANHEUSER BUSCH COS INC 222,392.00 18,514,975 2 037389103 AON CORP 67,708.00 3,779,562 2 037411105 APACHE CORP 34,478.00 3,127,772 2 037833100 APPLE COMPUTER INC 88,876.00 3,355,183 2 038020103 APPLERA CORP 53,462.00 1,905,707 2 038222105 APPLIED MATLS INC 206,205.00 17,848,120 2 03822W109 APPLIED MICRO CIRCUITS CORP 75,285.00 960,576 2 039483102 ARCHER DANIELS MIDLAND CO 164,625.00 3,657,467 2 044204105 ASHLAND INC 17,433.00 1,265,355 2 052769106 AUTODESK INC 13,782.00 1,026,289 2 053015103 AUTOMATIC DATA PROCESSING IN 155,998.00 14,497,647 2 053332102 AUTOZONE INC 26,856.00 2,949,027 2 053499109 AVAYA INC 90,525.00 1,065,512 2 053611109 AVERY DENNISON CORP 27,631.00 2,689,512 2 054303102 AVON PRODS INC 59,413.00 5,147,243 2 054937107 BB&T CORP 115,946.00 7,047,388 2 055921100 BMC SOFTWARE INC 61,062.00 1,894,192 2 057224107 BAKER HUGHES INC 84,473.00 5,153,269 2 058498106 BALL CORP 13,784.00 1,038,089 2 060505104 BANK OF AMERICA CORPORATION 468,689.00 50,845,772 2 064057102 BANK NEW YORK INC 185,221.00 12,413,085 2 06423A103 BANK ONE CORP 293,492.00 19,556,817 2 067383109 BARD C R INC 12,853.00 1,210,481 2 067901108 BARRICK GOLD CORP 134,805.00 3,990,409 2 071707103 BAUSCH & LOMB INC 13,485.00 958,577 2 071813109 BAXTER INTL INC 148,473.00 14,094,311 2 073902108 BEAR STEARNS COS INC 25,113.00 2,513,308 2 075887109 BECTON DICKINSON & CO 65,053.00 3,913,564 2 075896100 BED BATH & BEYOND INC 73,042.00 3,931,696 2 079860102 BELLSOUTH CORP 472,382.00 27,770,400 2 081437105 BEMIS INC 13,278.00 1,150,974 2 086516101 BEST BUY INC 131,235.00 16,577,091 2 089302103 BIG LOTS INC 28,763.00 644,531 2 090597105 BIOGEN INC 36,197.00 2,832,263 2 090613100 BIOMET INC 67,913.00 2,930,989 2 091797100 BLACK & DECKER CORP 20,085.00 1,490,842 2 093671105 BLOCK H & R INC 45,949.00 3,257,476 2 097023105 BOEING CO 210,627.00 16,208,574 2
Other Included Cusip Issuer Description Total Shares Market Value C$ Managers - ----- ------------------ ------------ --------------- -------- 097383103 BOISE CASCADE CORP 14,595.00 843,579 2 12189T104 BURLINGTON NORTHN SANTA FE C 96,639.00 4,651,630 2 12686C109 CABLEVISION SYS CORP 49,000.00 2,657,103 2 12686C844 CABLEVISION SYS CORP 20,300.00 799,051 2 14040H105 CAPITAL ONE FINL CORP 54,040.00 5,503,129 2 14149Y108 CARDINAL HEALTH INC 113,051.00 12,781,824 2 17275R102 CISCO SYS INC 1,845,730.00 49,837,768 2 17453B101 CITIZENS COMMUNICATIONS CO 70,439.00 1,207,689 2 22160K105 COSTCO WHSL CORP NEW 113,784.00 7,226,299 2 25179M103 DEVON ENERGY CORP NEW 39,083.00 3,008,837 2 25746U109 DOMINION RES INC VA NEW 66,165.00 6,876,111 2 26816Q101 DYNEGY INC NEW 88,198.00 4,079,343 2 26875P101 EOG RES INC 29,044.00 1,878,832 2 28336L109 EL PASO CORP 128,344.00 9,012,758 2 29364G103 ENTERGY CORP NEW 55,591.00 3,848,821 2 29476L107 EQUITY RESIDENTIAL PPTYS TR 68,106.00 3,121,804 2 30161N101 EXELON CORP 80,703.00 6,817,939 2 30231G102 EXXON MOBIL CORP 1,720,393.00 120,263,156 2 31410H101 FEDERATED DEPT STORES INC DE 48,207.00 3,140,766 2 31428X106 FEDEX CORP 121,033.00 11,215,364 2 35671D857 FREEPORT-MCMORAN COPPER & GO 36,209.00 1,017,550 2 41014S106 HANCOCK JOHN FINL SVCS INC 75,117.00 4,575,319 2 46612J101 JDS UNIPHASE CORP 341,364.00 3,206,760 2 46625H100 J P MORGAN CHASE & CO 481,208.00 27,360,613 2 48666K109 KB HOME 12,656.00 876,031 2 49337W100 KEYSPAN CORP 34,980.00 2,030,184 2 49455P101 KINDER MORGAN INC KANS 31,084.00 2,400,959 2 55262C100 MBIA INC 37,326.00 3,255,763 2 55262L100 MBNA CORP 214,223.00 13,177,991 2 57772K101 MAXIM INTEGRATED PRODS INC 81,949.00 7,281,323 2 58155Q103 MCKESSON CORP 72,295.00 4,315,802 2 58551A108 MELLON FINL CORP 117,660.00 7,241,642 2 59156R108 METLIFE INC 182,281.00 9,157,679 2 64120L104 NETWORK APPLIANCE INC 83,965.00 2,729,204 2 65332V103 NEXTEL COMMUNICATIONS INC 200,774.00 1,722,754 2 65473P105 NISOURCE INC 52,188.00 1,910,235 2 67066G104 NVIDIA CORP 36,360.00 2,572,461 2 68389X105 ORACLE CORP 1,382,540.00 28,224,167 2
Other Included Cusip Issuer Description Total Shares Market Value C$ Managers - ----- ------------------ ------------ --------------- -------- 69331C108 PG&E CORP 97,562.00 3,665,974 2 69344F106 PMC-SIERRA INC 41,518.00 1,078,014 2 69351T106 PPL CORP 36,865.00 2,328,909 2 71713U102 PHARMACIA CORP 326,261.00 23,457,543 2 74005P104 PRAXAIR INC 40,454.00 3,858,301 2 74144T108 PRICE T ROWE GROUP INC 31,017.00 1,925,829 2 74406A102 PROVIDIAN FINL CORP 71,480.00 860,726 2 75409P202 RATIONAL SOFTWARE CORP 48,890.00 1,234,339 2 75952J108 RELIANT ENERGY INC 74,985.00 3,084,318 2 78387G103 SBC COMMUNICATIONS INC 843,033.00 50,340,077 2 81211K100 SEALED AIR CORP NEW 21,057.00 1,581,126 2 85590A203 STARWOOD HOTELS&RESORTS WRLD 49,734.00 2,983,254 2 86764P109 SUNOCO INC 19,025.00 1,214,022 2 87161C105 SYNOVUS FINL CORP 73,261.00 3,561,404 2 88033G100 TENET HEALTHCARE CORP 81,853.00 8,749,283 2 90390U102 USA ED INC 39,428.00 6,150,028 2 91324P102 UNITEDHEALTH GROUP INC 89,413.00 10,897,858 2 91529Y106 UNUMPROVIDENT CORP 60,877.00 2,711,800 2 92343V104 VERIZON COMMUNICATIONS 662,685.00 48,248,229 2 92839U107 VISTEON CORP 32,787.00 865,432 2 94106L109 WASTE MGMT INC DEL 157,892.00 6,862,148 2 94973H108 WELLPOINT HEALTH NETWORK NEW 36,320.00 3,688,197 2 98157D106 WORLDCOM INC GA NEW 747,775.00 8,038,302 2 98389B100 XCEL ENERGY INC 92,685.00 3,747,321 2 98956P102 ZIMMER HLDGS INC 48,743.00 2,647,054 2 G0070K103 ACE LTD 65,270.00 4,340,933 2 G90078109 TRANSOCEAN SEDCO FOREX INC 80,171.00 4,248,945 2 G98255105 XL CAP LTD 33,365.00 4,967,512 2 126650100 CVS CORP 120,000.00 6,570,350 3 172967101 CITIGROUP INC 300,000.00 23,693,835 3 189054109 CLOROX CO DEL 60,000.00 4,175,129 3 209115104 CONSOLIDATED EDISON INC 400,000.00 26,736,904 3 247025109 DELL COMPUTER CORP 75,000.00 3,123,213 3 291011104 EMERSON ELEC CO 20,000.00 1,830,626 3 337932107 FIRSTENERGY CORP 331,701.00 18,293,856 3 372460105 GENUINE PARTS CO 250,000.00 14,661,118 3 375766102 GILLETTE CO 77,000.00 4,176,676 3 401698105 GUIDANT CORP 100,000.00 6,909,107 3
Other Included Cusip Issuer Description Total Shares Market Value C$ Managers - ----- ------------------ ------------ --------------- -------- 404119109 HCA INC 169,300.00 11,902,331 3 549463107 LUCENT TECHNOLOGIES INC 125,000.00 942,985 3 620076109 MOTOROLA INC 100,000.00 2,264,758 3 737679100 POTOMAC ELEC PWR CO 670,000.00 24,951,413 3 759930100 RENAL CARE GROUP INC 325,000.00 17,001,634 3 857477103 STATE STR CORP 130,000.00 11,482,323 3 872375100 TECO ENERGY INC 773,000.00 35,296,715 3 902973304 US BANCORP DEL 63,250.00 2,276,803 3 949746101 WELLS FARGO & CO NEW 248,000.00 19,539,439 3 013104104 ALBERTSONS INC 220,000.00 11,628,097 3 060505104 BANK OF AMERICA CORPORATION 117,000.00 12,692,756 3 064057102 BANK NEW YORK INC 138,000.00 9,248,442 3 57685P304 MATRIXONE INC 35,979.00 435,077 3 67019E107 NSTAR 395,000.00 28,563,543 3 74144T108 PRICE T ROWE GROUP INC 1,400,000.00 86,925,240 3 81013T705 SCOTTISH PWR PLC 579,100.00 18,887,755 3 86074Q102 STILLWATER MNG CO 140,000.00 4,208,941 3 101121101 BOSTON PROPERTIES INC 3,725.00 234,167 4 101137107 BOSTON SCIENTIFIC CORP 1,500.00 59,971 4 102183100 BOWATER INC 717 56,898 4 105530109 BRASIL TELECOM PARTICIPACOES 1,160.00 73,754 4 110122108 BRISTOL MYERS SQUIBB CO 271,354.00 17,507,981 4 110122207 BRISTOL MYERS SQUIBB CO 6 10,517 4 110419306 BRITISH AWYS PLC 250 13,983 4 110448107 BRITISH AMERN TOB PLC 5,300.00 161,648 4 110793304 BRITISH ENERGY PLC 1,500.00 25,767 4 111013108 BRITISH SKY BROADCASTING GRO 700 80,870 4 111320107 BROADCOM CORP 5,500.00 314,637 4 111621108 BROCADE COMMUNICATIONS SYS I 50 2,151 4 112900105 BROOKFIELD PPTYS CORP 15,940.00 484,576 4 115637100 BROWN FORMAN CORP 9,300.00 1,078,863 4 122014103 BURLINGTON RES INC 1,343.00 85,795 4 123655102 BUTLER MFG CO DEL 3,000.00 128,356 4 125129106 CDW COMPUTER CTRS INC 1,000.00 58,535 4 125750109 CMGI INC 1,200.00 2,581 4 125896100 CMS ENERGY CORP 21,030.00 758,361 4 125965103 CSK AUTO CORP 1,600.00 24,094 4 126349109 CSG SYS INTL INC 11,975.00 543,269 4
Other Included Cusip Issuer Description Total Shares Market Value C$ Managers - ----- ------------------ ------------ --------------- -------- 126501105 CTS CORP 600 15,537 4 126650100 CVS CORP 65,190.00 3,566,210 4 126667104 CV THERAPEUTICS INC 200 11,537 4 126830207 CABLE & WIRELESS PUB LTD CO 1,000.00 15,680 4 127209302 CADBURY SCHWEPPES PLC 2,000.00 88,439 4 127387108 CADENCE DESIGN SYSTEM INC 18,150.00 653,927 4 133766105 CAMINUS CORP 700 25,098 4 134429109 CAMPBELL SOUP CO 6,900.00 294,670 4 135113108 CANADA LIFE FINL CORP 51,075.00 2,043,000 4 135923100 CANADIAN PAC RY LTD 1,995.00 96,957 4 136069101 CDN IMPERIAL BK OF COMMERCE 1,354,864.73 76,482,114 4 136375102 CANADIAN NATL RY CO 101,350.00 8,063,406 4 136375409 CANADIAN NATL RY CO 3,200.00 340,882 4 136385101 CANADIAN NAT RES LTD 76,760.00 3,960,816 4 138006309 CANON INC 2,200.00 130,237 4 141665109 CAREER EDUCATION CORP 100 6,310 4 141705103 CAREMARK RX INC 1,311.00 40,737 4 143658102 CARNIVAL CORP 1,065.00 55,410 4 149123101 CATERPILLAR INC DEL 12,635.00 1,144,611 4 150921104 CELL GENESYS INC 1,100.00 29,711 4 151158102 CELLTECH GROUP PLC 1,500.00 44,100 4 151290889 CEMEX S A 17,550.00 826,113 4 151313103 CENDANT CORP 29,100.00 890,320 4 152312104 CENTEX CORP 80 6,620 4 153501101 CENTRAL FD CDA LTD 368,375.00 2,302,344 4 155771108 CENTRAL VT PUB SVC CORP 1,500.00 42,690 4 156700106 CENTURYTEL INC 450 24,381 4 156880106 CERTEGY INC 2,500.00 158,155 4 156915100 CERTICOM CORP 14,000.00 38,500 4 160903100 CHARTER ONE FINL INC 19,452.00 967,719 4 166764100 CHEVRONTEXACO CORP 29,752.00 4,279,684 4 168834109 CHILE FD INC 15,700.00 219,908 4 169373107 CHINA FD INC 400 9,006 4 169905106 CHOICE HOTELS INTL INC 700 26,916 4 170040109 CHIRON CORP 400 29,250 4 171232101 CHUBB CORP 11,684.00 1,361,009 4 171484108 CHURCHILL DOWNS INC 4,000.00 234,245 4 171779101 CIENA CORP 2,000.00 28,683 4
Other Included Cusip Issuer Description Total Shares Market Value C$ Managers - ----- ------------------ ------------ --------------- -------- 172737108 CIRCUIT CITY STORE INC 500 14,373 4 172755100 CIRRUS LOGIC INC 900 27,062 4 172908105 CINTAS CORP 1,625.00 129,109 4 172967101 CITIGROUP INC 270,720.00 21,362,548 4 180668105 CLARK / BARDES INC 600 27,536 4 184502102 CLEAR CHANNEL COMMUNICATIONS 1,200.00 98,306 4 185896107 CLEVELAND CLIFFS INC 300 10,517 4 189054109 CLOROX CO DEL 2,000.00 139,049 4 191216100 COCA COLA CO 111,445.00 9,280,728 4 192108108 COEUR D ALENE MINES CORP IDA 7 16 4 192446102 COGNIZANT TECHNOLOGY SOLUTIO 400 26,835 4 193290103 COLE NATIONAL CORP NEW 10,000.00 304,359 4 194162103 COLGATE PALMOLIVE CO 20,565.00 1,872,824 4 198516106 COLUMBIA SPORTSWEAR CO 400 21,385 4 200340107 COMERICA INC 9,040.00 901,336 4 200693109 COMMERCE ONE INC DEL 100 249 4 204493100 COMPAQ COMPUTER CORP 74,787.00 1,245,359 4 204912109 COMPUTER ASSOC INTL INC 3,627.00 126,516 4 204925101 COMPUTER NETWORK TECHNOLOGY 2,100.00 32,281 4 205887102 CONAGRA FOODS INC 49,040.00 1,895,022 4 206186108 CONCORD COMMUNICATIONS INC 700 23,592 4 206197105 CONCORD EFS INC 50 2,649 4 206710204 CONCURRENT COMPUTER CORP NEW 1,700.00 22,511 4 207142100 CONEXANT SYSTEMS INC 2,000.00 28,023 4 208251504 CONOCO INC 23,700.00 1,102,010 4 209115104 CONSOLIDATED EDISON INC 4,066.00 271,542 4 212485106 CONVERGYS CORP 76,925.00 3,624,690 4 216669101 COOPER INDS INC 400 26,739 4 217016104 COORS ADOLPH CO 1,000.00 107,513 4 217204106 COPART INC 750 21,441 4 218868107 CORINTHIAN COLLEGES INC 500 29,390 4 219350105 CORNING INC 10,370.00 125,917 4 220874101 CORUS ENTERTAINMENT INC 2,020.00 74,235 4 224044107 COX COMMUNICATIONS INC NEW 35,875.00 2,151,759 4 224399105 CRANE CO 300 13,070 4 225447101 CREE INC 5,000.00 108,597 4 225606102 CREO INC 5,600.00 93,184 4 228255105 CROWN CORK & SEAL INC 1,500.00 21,393 4
Other Included Cusip Issuer Description Total Shares Market Value C$ Managers - ----- ------------------ ------------ --------------- -------- 232572107 CYMER INC 400 31,653 4 232806109 CYPRESS SEMICONDUCTOR CORP 200 7,330 4 232946103 CYTYC CORP 600 25,738 4 233326107 DST SYS INC DEL 800 63,485 4 233331107 DTE ENERGY CO 1,324.00 95,996 4 235811106 DANA CORP 700 23,949 4 235851102 DANAHER CORP DEL 4,700.00 531,901 4 237194105 DARDEN RESTAURANTS INC 920 59,506 4 244199105 DEERE & CO 3,065.00 222,470 4 247025109 DELL COMPUTER CORP 130,960.00 5,448,759 4 247126105 DELPHI CORP 732 18,651 4 247916208 DENBURY RES INC 86,450.00 1,145,463 4 249906108 DESCARTES SYS GROUP INC 10,230.00 72,633 4 251566105 DEUTSCHE TELEKOM AG 6,600.00 157,546 4 251893103 DEVRY INC DEL 225 10,803 4 252787106 DIAMONDS TR 550 90,894 4 252826102 DIANON SYS INC 300 31,016 4 253651103 DIEBOLD INC 9,632.00 625,302 4 254687106 DISNEY WALT CO 47,680.00 1,753,574 4 254931108 DIRECT FOCUS INC 96,800.00 5,869,243 4 256669102 DOLLAR GEN CORP 25,000.00 648,555 4 256747106 DOLLAR TREE STORES INC 15,000.00 572,268 4 257561100 DOMTAR INC 61,506.00 1,070,204 4 258609304 DOUBLECLICK INC 2,000.00 38,212 4 260543103 DOW CHEM CO 9,915.00 516,961 4 263534109 DU PONT E I DE NEMOURS & CO 49,805.00 3,742,025 4 263578106 DUANE READE INC 900 48,732 4 264399106 DUKE ENERGY CORP 36,714.55 2,211,475 4 265903104 DURA AUTOMOTIVE SYSTEMS CORP 500 15,274 4 266898105 DUSA PHARMACEUTICALS INC 7 45 4 267920205 DYNACARE INC 800 20,152 4 268648102 E M C CORP MASS 115,715.00 2,197,951 4 269151106 ESS TECHNOLOGY INC 600 19,830 4 277432100 EASTMAN CHEM CO 1,300.00 101,071 4 277461109 EASTMAN KODAK CO 19,849.00 985,888 4 278058102 EATON CORP 700 90,329 4 278642103 EBAY INC 200 18,051 4 278751102 ECHO BAY MINES LTD 1,557.00 2,304 4
Other Included Cusip Issuer Description Total Shares Market Value C$ Managers - ----- ------------------ ------------ --------------- -------- 281020107 EDISON INTL 19,570.00 522,345 4 284131208 ELAN PLC 1,300.00 28,815 4 285661104 ELECTRONIC DATA SYS NEW 37,373.00 3,453,529 4 286045109 ELECTRONICS BOUTIQUE HLDGS C 200 11,005 4 286082102 ELECTRONICS FOR IMAGING INC 2,300.00 67,070 4 291011104 EMERSON ELEC CO 76,274.00 6,975,331 4 291345106 EMISPHERE TECHNOLOGIES INC 500 13,553 4 291525103 EMMIS COMMUNICATIONS CORP 600 25,566 4 292475209 EMULEX CORP 660 34,633 4 293848107 ENTRUST INC 6,000.00 48,570 4 294429105 EQUIFAX INC 5,000.00 238,228 4 294821400 ERICSSON L M TEL CO 22,500.00 149,869 4 302182100 EXPRESS SCRIPTS INC 9,890.00 907,602 4 302571104 FPL GROUP INC 2,600.00 246,722 4 302921101 FAHNESTOCK VINER HLDGS INC 2,500.00 98,500 4 305204109 FAIRMONT HOTELS RESORTS INC 81,364.00 3,659,753 4 313400301 FEDERAL HOME LN MTG CORP 83,250.00 8,406,593 4 313586109 FEDERAL NATL MTG ASSN 75,725.00 9,638,943 4 316773100 FIFTH THIRD BANCORP 450 48,388 4 319963104 FIRST DATA CORP 6,575.00 914,141 4 337162101 FIRST TENN NATL CORP 4,000.00 180,000 4 337932107 FIRSTENERGY CORP 2,115.00 116,543 4 339030108 FLEETBOSTON FINL CORP 31,068.00 1,732,740 4 343412102 FLUOR CORP NEW 2,100.00 99,603 4 344907100 FORBES MEDI-TECH INC 2,000.00 1,800 4 345370860 FORD MTR CO DEL 68,206.00 1,788,020 4 345426100 FORDING INC 60,615.00 1,891,188 4 349631101 FORTUNE BRANDS INC 600 47,203 4 349853101 FORWARD AIR CORP 500 25,217 4 354613101 FRANKLIN RES INC 1,400.00 93,519 4 356108100 FREDS INC 550 31,551 4 358029106 FRESENIUS MED CARE AG 6,721.00 215,805 4 360921100 FURNITURE BRANDS INTL INC 400 23,233 4 361268105 G & K SVCS INC 1,000.00 59,374 4 364730101 GANNETT INC 1,800.00 218,278 4 364760108 GAP INC DEL 9,590.00 229,836 4 367626108 GATEWAY INC 100 1,007 4 368682100 GENCORP INC 1,000.00 25,050 4
Other Included Cusip Issuer Description Total Shares Market Value C$ Managers - ----- ------------------ ------------ --------------- -------- 369550108 GENERAL DYNAMICS CORP 200 29,942 4 369604103 GENERAL ELEC CO 1,268,586.00 75,704,868 4 370334104 GENERAL MLS INC 2,090.00 162,691 4 370442105 GENERAL MTRS CORP 3,941.00 379,625 4 370442832 GENERAL MTRS CORP 6,355.00 166,584 4 372460105 GENUINE PARTS CO 4,500.00 263,668 4 372917104 GENZYME CORP 100 6,959 4 373298108 GEORGIA PAC CORP 1,450.00 69,202 4 374163103 GERON CORP 1,800.00 21,828 4 374276103 GETTY IMAGES INC 1,200.00 57,290 4 375766102 GILLETTE CO 141,247.65 7,654,907 4 375916103 GILDAN ACTIVEWEAR INC 17,550.00 484,907 4 376775102 GLAMIS GOLD LTD 3,900.00 32,370 4 377316104 GLATFELTER 200 5,717 4 380956409 GOLDCORP INC NEW 6,451.00 179,015 4 381197102 GOLDEN ST BANCORP INC 500 23,656 4 381317106 GOLDEN WEST FINL CORP DEL 700 70,831 4 382388106 GOODRICH CORP 1,000.00 50,418 4 382550101 GOODYEAR TIRE & RUBR CO 24,800.00 1,010,496 4 387328107 GRANITE CONSTR INC 200 7,843 4 390568103 GREAT LAKES CHEM CORP 8,300.00 372,578 4 395384100 GREENPOINT FINL CORP 2,000.00 139,272 4 401698105 GUIDANT CORP 3,550.00 245,058 4 404119109 HCA INC 8,000.00 561,932 4 404280406 HSBC HLDGS PLC 3,400.00 315,755 4 406216101 HALLIBURTON CO 3,100.00 84,323 4 410783104 HANOVER DIRECT INC 20,000.00 10,000 4 412822108 HARLEY DAVIDSON INC 4,915.00 431,781 4 413086109 HARMAN INTL INDS INC 300 23,592 4 415864107 HARSCO CORP 900 56,133 4 416515104 HARTFORD FINL SVCS GROUP INC 9,554.00 1,037,079 4 418056107 HASBRO INC 400 10,084 4 421924101 HEALTHSOUTH CORP 6,100.00 139,487 4 423074103 HEINZ H J CO 83,973.00 5,553,155 4 428236103 HEWLETT PACKARD CO 71,597.00 2,046,771 4 432848109 HILTON HOTELS CORP 30,400.00 692,726 4 433578507 HITACHI LIMITED 3,900.00 457,088 4 436141105 HOLLYWOOD ENTMT CORP 1,600.00 42,833 4
Other Included Cusip Issuer Description Total Shares Market Value C$ Managers - ----- ------------------ ------------ --------------- -------- 437076102 HOME DEPOT INC 36,130.00 2,798,631 4 438128308 HONDA MOTOR LTD 2,800.00 94,456 4 438516106 HONEYWELL INTL INC 30,140.00 1,838,035 4 440327104 HORACE MANN EDUCATORS CORP N 1,300.00 46,631 4 441339108 HOT TOPIC INC 550 18,317 4 441815107 HOUSEHOLD INTL INC 17,300.00 1,565,837 4 443510201 HUBBELL INC 200 10,485 4 444903108 HUMAN GENOME SCIENCES INC 1,000.00 34,722 4 449295104 ICOS CORP 100 7,329 4 449934108 IMS HEALTH INC 810 28,977 4 451107106 IDACORP INC 50 3,227 4 452308109 ILLINOIS TOOL WKS INC 300 34,587 4 452528102 IMMUNEX CORP NEW 1,000.00 35,186 4 452704505 IMPERIAL CHEM INDS PLC 500 15,146 4 452907108 IMMUNOMEDICS INC 900 27,191 4 453038408 IMPERIAL OIL LTD 586,234.86 27,816,844 4 453258139 INCO LTD 45 298 4 453258402 INCO LTD 99,757.00 3,097,455 4 453258808 INCO LTD 1,300.00 102,024 4 454089103 INDIA FD INC 15,700.00 261,438 4 456837103 ING GROUP N V 3,600.00 154,372 4 457153104 INGRAM MICRO INC 800 21,098 4 458140100 INTEL CORP 154,945.00 7,508,377 4 458665106 INTERFACE INC 1,600.00 16,190 4 459200101 INTERNATIONAL BUSINESS MACHS 140,967.00 23,361,615 4 459506101 INTERNATIONAL FLAVORS&FRAGRA 10,600.00 590,682 4 460043102 INTERNATIONAL MULTIFOODS COR 15,338.00 580,721 4 460146103 INTL PAPER CO 4,440.00 304,302 4 460690100 INTERPUBLIC GROUP COS INC 4,565.00 249,364 4 460915200 INTRAWEST CORPORATION 4,275.00 120,812 4 460919103 INTERTAPE POLYMER GROUP INC 2,750.00 50,875 4 461120107 INTERTAN INC 600 10,852 4 462030305 IOMEGA CORP 60 847 4 462622101 IPSCO INC 18,505.00 506,667 4 464286608 ISHARES INC 2,000.00 177,388 4 464286699 ISHARES INC 3,000.00 70,082 4 464286707 ISHARES INC 250 7,470 4 464286806 ISHARES INC 275 6,722 4
Other Included Cusip Issuer Description Total Shares Market Value C$ Managers - ----- ------------------ ------------ --------------- -------- 464286822 ISHARES INC 1,500.00 42,666 4 464286848 ISHARES INC 44,450.00 576,565 4 465823102 IVAX CORP 3,100.00 79,285 4 475070108 JEFFERSON PILOT CORP 252 20,110 4 478160104 JOHNSON & JOHNSON 565,271.00 58,504,319 4 480074103 JONES APPAREL GROUP INC 12,405.00 690,869 4 485170302 KANSAS CITY SOUTHN INDS INC 800 20,320 4 486587108 KAYDON CORP 300 12,907 4 487836108 KELLOGG CO 3,000.00 160,481 4 488152208 KELLY SVCS INC 3,500.00 157,446 4 488360108 KEMET CORP 7,700.00 173,429 4 489170100 KENNAMETAL INC 400 25,770 4 493308100 KEYNOTE SYS INC 1,300.00 20,073 4 494368103 KIMBERLY CLARK CORP 67,948.00 6,999,988 4 496902107 KINROSS GOLD CORP 133,279.00 270,556 4 496904103 KINGSWAY FINL SVCS INC 51,640.00 890,790 4 499063105 KNIGHT TRADING GROUP INC 1,000.00 11,378 4 499064103 KNIGHT TRANSN INC 900 30,318 4 500255104 KOHLS CORP 150 17,007 4 500467303 KONINKLIJKE AHOLD NV 2,400.00 100,046 4 500472303 KONINKLIJKE PHILIPS ELECTRS 17,136.00 825,194 4 500634100 KOREA FD 18,800.00 529,953 4 501014104 KRISPY KREME DOUGHNUTS INC 300 19,528 4 501044101 KROGER CO 41,550.00 1,467,212 4 502161102 LSI LOGIC CORP 8,675.00 235,001 4 505447102 LABRANCHE & CO INC 200 9,896 4 505597104 LACLEDE GROUP INC 3,500.00 129,950 4 505862102 LAFARGE NORTH AMERICA INC 10,817.00 743,669 4 515086106 LANDS END INC 200 14,300 4 518439104 LAUDER ESTEE COS INC 1,400.00 76,208 4 521865105 LEAR CORP 500 37,925 4 524660107 LEGGETT & PLATT INC 1,700.00 67,182 4 524908100 LEHMAN BROS HLDGS INC 3,430.00 353,303 4 526057104 LENNAR CORP 130 10,930 4 529771107 LEXMARK INTL NEW 10,515.00 958,088 4 530718105 LIBERTY MEDIA CORP NEW 31,115.00 626,713 4 532457108 LILLY ELI & CO 33,413.00 4,057,164 4 532716107 LIMITED INC 12,375.00 352,980 4
Other Included Cusip Issuer Description Total Shares Market Value C$ Managers - ----- ------------------ ------------ --------------- -------- 532791100 LINCARE HLDGS INC 150 6,482 4 533900106 LINCOLN ELEC HLDGS INC 100 4,553 4 534187109 LINCOLN NATL CORP IND 34,590.00 2,796,195 4 535678106 LINEAR TECHNOLOGY CORP 46,250.00 3,258,986 4 539320101 LIZ CLAIBORNE INC 1,100.00 49,711 4 539830109 LOCKHEED MARTIN CORP 5,502.00 504,829 4 540424108 LOEWS CORP 20,980.00 1,958,425 4 541419107 LOGITECH INTERNATIONAL S A 200 15,043 4 548661107 LOWES COS INC 15,465.00 1,071,745 4 549271104 LUBRIZOL CORP 13,200.00 731,780 4 549463107 LUCENT TECHNOLOGIES INC 34,913.00 263,148 4 553769100 MTR GAMING GROUP INC 1,050.00 25,817 4 557497104 MADISON GAS & ELEC CO 144 6,521 4 559181102 MAGMA DESIGN AUTOMATION 700 21,707 4 559211107 MAGNA ENTMT CORP 440 5,755 4 559222401 MAGNA INTL INC 79,198.00 9,255,078 4 564055101 MANOR CARE INC NEW 90 2,323 4 565011103 MANUGISTICS GROUP INC 1,300.00 44,497 4 565849106 MARATHON OIL CORP 12,000.00 550,714 4 571748102 MARSH & MCLENNAN COS INC 800 143,721 4 571834100 MARSHALL & ILSLEY CORP 1,000.00 99,179 4 573284106 MARTIN MARIETTA MATLS INC 1,119.00 75,284 4 574599106 MASCO CORP 19,425.00 849,680 4 575384102 MASONITE INTL CORP 2,147.00 49,274 4 576206106 MASSEY ENERGY CORP 100 1,965 4 576879209 MATSUSHITA ELEC INDL 4,600.00 90,527 4 577081102 MATTEL INC 1,800.00 59,775 4 577778103 MAY DEPT STORES CO 2,600.00 144,387 4 577933104 MAXIMUS INC 7,000.00 342,778 4 580031201 MCDATA CORP 65 1,229 4 580135101 MCDONALDS CORP 129,385.00 5,721,356 4 580645109 MCGRAW HILL COS INC 250 27,189 4 583334107 MEADWESTVACO CORP 1,758.00 92,866 4 584699102 MEDIMMUNE INC 1,680.00 105,290 4 585055106 MEDTRONIC INC 75,955.00 5,471,960 4 587405101 MERCANTILE BANKSHARES CORP 100 6,893 4 589331107 MERCK & CO INC 305,229.00 28,005,899 4 589433101 MEREDITH CORP 150 10,161 4
Other Included Cusip Issuer Description Total Shares Market Value C$ Managers - ----- ------------------ ------------ --------------- -------- 590188108 MERRILL LYNCH & CO INC 1,600.00 141,197 4 594087108 MICHAELS STORES INC 300 18,070 4 594918104 MICROSOFT CORP 169,920.00 16,329,989 4 595635103 MIDCAP SPDR TR 700 110,206 4 598709103 MILACRON INC 1,200.00 27,899 4 604059105 MINNESOTA MNG & MFG CO 60,601.00 11,106,250 4 604675108 MIRANT CORP 3,817.00 64,134 4 608554200 MOLEX INC 100 4,875 4 615369105 MOODYS CORP 215 10,275 4 615785102 MOORE LTD 32,303.00 670,287 4 617446448 MORGAN STANLEY DEAN WITTER&C 3,000.00 273,970 4 619903107 MOTHERS WK INC 8,000.00 207,792 4 620076109 MOTOROLA INC 119,940.00 2,713,966 4 628351108 MUTUAL RISK MGMT LTD 3,000.00 4,063 4 628530107 MYLAN LABS INC 2,300.00 107,972 4 631100104 NASDAQ 100 TR 7,775.00 446,764 4 631226107 NASHUA CORP 12 113 4 635405103 NATIONAL CITY CORP 2,700.00 132,343 4 637229105 NATIONAL PROCESSING INC 600 27,325 4 637640103 NATIONAL SEMICONDUCTOR CORP 11,390.00 611,472 4 637657206 NATIONAL SVC INDS INC 75 1,248 4 638539700 NATIONAL WESTMINSTER BK PLC 5,200.00 207,984 4 638612101 NATIONWIDE FINL SVCS INC 15,175.00 1,034,962 4 639089101 NAUTICA ENTERPRISES INC 500 12,079 4 640938106 NETWORKS ASSOCS INC 900 34,706 4 650111107 NEW YORK TIMES CO 500 38,132 4 651229106 NEWELL RUBBERMAID INC 6,062.00 308,727 4 651290108 NEWFIELD EXPL CO 1,200.00 70,732 4 651639106 NEWMONT MINING CORP 42,216.00 1,862,739 4 652487802 NEWS CORP LTD 13 497 4 654086107 NICOR INC 1,100.00 79,842 4 654106103 NIKE INC 1,912.00 182,837 4 654624105 NIPPON TELEG & TEL CORP 20,840.00 642,585 4 654902204 NOKIA CORP 148,550.00 4,909,457 4 655422103 NORANDA INC 437,787.93 8,252,302 4 655664100 NORDSTROM INC 1,200.00 46,849 4 655844108 NORFOLK SOUTHERN CORP 2,200.00 83,926 4 656531605 NORSK HYDRO A S 1,000.00 76,345 4
Other Included Cusip Issuer Description Total Shares Market Value C$ Managers - ----- ------------------ ------------ --------------- -------- 656568102 NORTEL NETWORKS CORP NEW 3,382,689.06 23,712,650 4 656912102 NORTH AMERN PALLADIUM LTD 1,052.00 10,099 4 659424105 NORTH FORK BANCORPORATION NY 2,200.00 124,663 4 666135108 NORTHFIELD LABS INC 2,200.00 24,680 4 666807102 NORTHROP GRUMMAN CORP 900 162,131 4 670346105 NUCOR CORP 100 10,237 4 671802106 OAK TECHNOLOGY INC 400 6,921 4 674599105 OCCIDENTAL PETE CORP DEL 8,300.00 385,539 4 676220106 OFFICE DEPOT INC 18,600.00 588,336 4 676255102 OFFSHORE LOGISTICS INC 400 13,736 4 682310107 ONCOLYTICS BIOTECH INC 4,000.00 14,800 4 683715106 OPEN TEXT CORP 48 1,914 4 683718100 OPENWAVE SYS INC 2,000.00 20,269 4 685906109 ORGANOGENESIS INC 500 1,107 4 686091109 O REILLY AUTOMOTIVE INC 1,400.00 70,430 4 690768403 OWENS ILL INC 800 21,672 4 691471106 OXFORD HEALTH PLANS INC 2,300.00 153,162 4 693282105 PDF SOLUTIONS INC 1,000.00 27,329 4 693366205 PICO HLDGS INC 17,768.00 421,868 4 693419202 PMA CAP CORP 1,500.00 54,832 4 693475105 PNC FINL SVCS GROUP INC 2,200.00 215,565 4 693506107 PPG INDS INC 850 74,374 4 696429307 PALL CORP 3,500.00 114,278 4 696642107 PALM INC 24,592.00 156,358 4 697900108 PAN AMERICAN SILVER CORP 8,000.00 70,400 4 699173100 PARAMETRIC TECHNOLOGY CORP 1,900.00 18,287 4 700690100 PARK PL ENTMT CORP 6,000.00 100,869 4 701081101 PARKER DRILLING CO 3,500.00 24,707 4 704231109 PAXSON COMMUNICATIONS CORP 600 10,479 4 704326107 PAYCHEX INC 1,800.00 113,872 4 704508100 PAYPAL INC 800 24,285 4 705015105 PEARSON PLC 5,000.00 106,207 4 707569109 PENN NATL GAMING INC 400 22,322 4 709668107 PENTON MEDIA INC 1,600.00 19,249 4 713409100 PEPSI BOTTLING GROUP INC 21,500.00 886,313 4 713448108 PEPSICO INC 215,625.00 17,695,320 4 713755106 PERFORMANCE FOOD GROUP CO 600 22,786 4 713831105 PERICOM SEMICONDUCTOR CORP 1,000.00 22,532 4
Other Included Cusip Issuer Description Total Shares Market Value C$ Managers - ----- ------------------ ------------ --------------- -------- 716768106 PETSMART INC 1,000.00 21,608 4 717081103 PFIZER INC 365,435.00 23,141,424 4 717124101 PHARMACEUTICAL PROD DEV INC 740 29,987 4 717265102 PHELPS DODGE CORP 4,059.00 272,303 4 718154107 PHILIP MORRIS COS INC 171,790.00 14,418,274 4 718193105 PHILIP SVCS CORP DEL 13 24 4 718507106 PHILLIPS PETE CO 4,800.00 480,345 4 720279108 PIER 1 IMPORTS INC 2,300.00 75,463 4 723484101 PINNACLE WEST CAP CORP 4,350.00 314,354 4 724479100 PITNEY BOWES INC 1,100.00 75,022 4 725906101 PLACER DOME INC 145,980.00 2,817,414 4 729251108 PLUM CREEK TIMBER CO INC 900 42,609 4 732827100 POPE & TALBOT INC 637 14,881 4 741503106 PRICELINE COM INC 2,200.00 18,335 4 742352107 PRINCETON REVIEW INC 1,200.00 16,636 4 742718109 PROCTER & GAMBLE CO 127,382.00 18,286,758 4 743263105 PROGRESS ENERGY INC 211 12,277 4 743977100 PROVINCE HEALTHCARE CO 650 32,907 4 744320102 PRUDENTIAL FINL INC 26,870.00 1,329,479 4 744573106 PUBLIC SVC ENTERPRISE GROUP 1,700.00 124,070 4 745310102 PUGET ENERGY INC NEW 2,100.00 69,571 4 745867101 PULTE HOMES INC 12,777.00 974,233 4 746927102 QLT INC 26,790.00 724,670 4 747525103 QUALCOMM INC 24,900.00 1,493,486 4 748203106 QUEBECOR WORLD INC 49,409.00 2,060,355 4 748356102 QUESTAR CORP 600 24,581 4 749121109 QWEST COMMUNICATIONS INTL IN 22,917.00 300,180 4 749685103 RPM INC OHIO 450 11,151 4 750236101 RADIAN GROUP INC 14,400.00 1,126,209 4 750438103 RADIOSHACK CORP 200 9,574 4 753820109 RARE HOSPITALITY INTL INC 1,300.00 52,659 4 754730109 RAYMOND JAMES FINANCIAL INC 500 27,273 4 754907103 RAYONIER INC 200 16,980 4 755111507 RAYTHEON CO 95 6,214 4 758110100 REEBOK INTL LTD 525 22,613 4 758750103 REGAL BELOIT CORP 600 24,428 4 758932107 REGIS CORP MINN 2,000.00 89,491 4 758940100 REGIONS FINL CORP 2,100.00 114,947 4
Other Included Cusip Issuer Description Total Shares Market Value C$ Managers - ----- ------------------ ------------ --------------- -------- 759930100 RENAL CARE GROUP INC 7,200.00 376,321 4 760975102 RESEARCH IN MOTION LTD 1,600.00 70,944 4 761230101 RESPIRONICS INC 500 18,837 4 767204100 RIO TINTO PLC 700 89,236 4 767754104 RITE AID CORP 43,000.00 237,081 4 769742107 ROADWAY CORP 300 17,688 4 775109200 ROGERS COMMUNICATIONS INC 24,414.00 532,225 4 776696106 ROPER INDS INC NEW 500 39,630 4 779915107 ROYAL GROUP TECHNOLOGIES LTD 29,040.00 875,556 4 780087102 ROYAL BK CDA MONTREAL QUE 2,797,798.00 148,842,854 4 780097309 ROYAL BK SCOTLAND GROUP PLC 900 38,220 4 780097408 ROYAL BK SCOTLAND GROUP PLC 5,000.00 201,259 4 780097606 ROYAL BK SCOTLAND GROUP PLC 600 25,002 4 780097705 ROYAL BK SCOTLAND GROUP PLC 9,200.00 382,924 4 780257804 ROYAL DUTCH PETE CO 104,286.00 9,026,884 4 780910105 ROYCE VALUE TR INC 3,000.00 85,810 4 783549108 RYDER SYS INC 500 17,174 4 784635104 SPX CORP 4,850.00 1,094,197 4 785905100 SABRE HLDGS CORP 144 10,718 4 786429100 SAFECO CORP 9,600.00 490,135 4 786514208 SAFEWAY INC 74,465.00 5,342,072 4 790849103 ST JUDE MED INC 60 7,376 4 792860108 ST PAUL COS INC 732 53,481 4 800907107 SANMINA SCI CORP 4,400.00 60,116 4 803054204 SAP AKTIENGESELLSCHAFT 2,280.00 135,154 4 803111103 SARA LEE CORP 24,448.00 808,766 4 803866300 SASOL LTD 5,000.00 89,316 4 806407102 SCHEIN HENRY INC 3,490.00 244,976 4 806605101 SCHERING PLOUGH CORP 94,455.00 4,711,090 4 806857108 SCHLUMBERGER LTD 12,075.00 1,131,786 4 807066105 SCHOLASTIC CORP 3,500.00 302,231 4 808655104 SCIENTIFIC ATLANTA INC 6,930.00 255,092 4 812387108 SEARS ROEBUCK & CO 4,300.00 351,305 4 815704101 SEEBEYOND TECHNOLOGIES CORP 600 7,314 4 816636203 SEMICONDUCTOR HLDRS TR 400 29,658 4 817565104 SERVICE CORP INTL 5,000.00 42,228 4 822703609 SHELL TRANS & TRADING PLC 1,500.00 77,233 4 824348106 SHERWIN WILLIAMS CO 16,200.00 735,203 4
Other Included Cusip Issuer Description Total Shares Market Value C$ Managers - ----- ------------------ ------------ --------------- -------- 826170102 SIEBEL SYS INC 47,950.00 2,491,675 4 826516106 SIERRA WIRELESS INC 155 2,497 4 828408104 SILVERLINE TECHNOLOGIES LTD 1,500.00 3,750 4 829226109 SINCLAIR BROADCAST GROUP INC 700 15,114 4 830566105 SKECHERS U S A INC 75 2,260 4 832696306 SMUCKER J M CO 200 10,772 4 832727101 SMURFIT-STONE CONTAINER CORP 4,100.00 111,982 4 834182107 SOLECTRON CORP 3,904.00 48,524 4 834376105 SOLUTIA INC 108 1,497 4 835470105 SONICWALL INC 1,300.00 19,712 4 835495102 SONOCO PRODS CO 5,600.00 255,304 4 835699307 SONY CORP 3,665.00 296,865 4 842587107 SOUTHERN CO 488 20,599 4 844730101 SOUTHTRUST CORP 140 5,890 4 844741108 SOUTHWEST AIRLS CO 6,750.00 208,131 4 844895102 SOUTHWEST GAS CORP 1,000.00 39,838 4 846425882 SPANISH BROADCASTING SYS INC 1,500.00 32,388 4 849176102 SPORTS AUTH INC 1,000.00 18,325 4 852061100 SPRINT CORP 51,945.00 1,265,620 4 852061506 SPRINT CORP 800 13,118 4 852891100 STANCORP FINL GROUP INC 300 26,293 4 855244109 STARBUCKS CORP 200 7,372 4 857477103 STATE STR CORP 2,550.00 225,032 4 859152100 STERIS CORP 600 19,944 4 860342104 STEWART & STEVENSON SVCS INC 75 2,313 4 860370105 STEWART ENTERPRISES INC 20,050.00 190,740 4 860831106 STILWELL FINL INC 1,200.00 46,830 4 861012102 STMICROELECTRONICS N V 200 10,810 4 866796105 SUN LIFE FINL SVCS CDA INC 89,562.00 3,085,411 4 866810104 SUN MICROSYSTEMS INC 39,350.00 553,051 4 867229106 SUNCOR ENERGY INC 367,932.00 21,156,090 4 867363103 SUNGARD DATA SYS INC 9,225.00 484,660 4 868168105 SUPERIOR INDS INTL INC 1,300.00 101,050 4 868536103 SUPERVALU INC 1,400.00 57,557 4 868587106 SUPPORT COM INC 4,350.00 20,934 4 870756103 SWIFT TRANSN CO 1,300.00 45,408 4 870875101 SWISS HELVETIA FD INC 12,000.00 218,947 4 871503108 SYMANTEC CORP 1,050.00 68,952 4
Other Included Cusip Issuer Description Total Shares Market Value C$ Managers - ----- ------------------ ------------ --------------- -------- 871508107 SYMBOL TECHNOLOGIES INC 1,800.00 32,240 4 871829107 SYSCO CORP 6,200.00 294,613 4 872275102 TCF FINL CORP 55 4,611 4 872375100 TECO ENERGY INC 8,300.00 378,662 4 872443403 THQ INC 380 21,695 4 873168108 TXU CORP 12,400.00 1,077,085 4 874039100 TAIWAN SEMICONDUCTOR MFG LTD 280 9,258 4 874161102 TALBOTS INC 400 22,564 4 878237106 TECH DATA CORP 900 65,813 4 879101103 TEKELEC 200 3,652 4 879246106 TELE NORTE LESTE PART S A 34,881.00 698,121 4 879252104 TELE SUDESTE CELULAR PART S 4 75 4 879287308 TELECOMUNICACOES BRASILEIRAS 4,920.00 259,113 4 879360105 TELEDYNE TECHNOLOGIES INC 55 1,453 4 879369106 TELEFLEX INC 9,807.00 854,353 4 879382208 TELEFONICA S A 11,262.00 594,192 4 879403780 TELEFONOS DE MEXICO S A 23,700.00 1,525,367 4 879664100 TELLABS INC 20,095.00 335,264 4 879868107 TEMPLE INLAND INC 200 18,077 4 880770102 TERADYNE INC 1,045.00 65,659 4 880775101 TERAYON COMMUNICATION SYS 24,000.00 324,309 4 881908107 TESMA INTL INC 1,100.00 35,805 4 882508104 TEXAS INSTRS INC 20,500.00 1,081,269 4 883375107 THERAGENICS CORP 6,000.00 94,654 4 883381105 THERASENSE INC 700 21,082 4 884315102 THOMAS & BETTS CORP 600 20,231 4 885535104 3COM CORP 400 3,895 4 886423102 TIDEWATER INC 200 13,497 4 886547108 TIFFANY & CO NEW 5,500.00 311,569 4 889090403 TOKIO MARINE & FIRE INS LTD 9,900.00 588,274 4 890516107 TOOTSIE ROLL INDS INC 713 52,252 4 891027104 TORCHMARK CORP 680 43,657 4 891160509 TORONTO DOMINION BK ONT 1,735,621.00 75,759,857 4 891707101 TOWER AUTOMOTIVE INC 1,600.00 26,028 4 892081100 TOWN & CTRY TR 1,000.00 35,232 4 892335100 TOYS R US INC 23,500.00 672,553 4 893526103 TRANSCANADA PIPELINES LTD 942,864.42 20,365,872 4 893735100 TRANSKARYOTIC THERAPIES INC 9,060.00 621,518 4
Other Included Cusip Issuer Description Total Shares Market Value C$ Managers - ----- ------------------ ------------ --------------- -------- 895953107 TRICON GLOBAL RESTAURANTS 1,090.00 102,096 4 896263100 TRIMERIS INC 700 48,187 4 896938107 TRIZEC HAHN CORP 13,621.00 340,525 4 900423104 TURNSTONE SYSTEMS INC 3,300.00 25,294 4 902124106 TYCO INTL LTD NEW 184,588.00 9,506,636 4 902911106 UST INC 13,500.00 837,472 4 902973304 US BANCORP DEL 3,700.00 133,072 4 902984103 USA NETWORKS INC 10,500.00 531,568 4 903293405 U S G CORP 5,500.00 44,767 4 903849107 ULTIMATE ELECTRS INC 500 22,349 4 904034105 ULTRATECH STEPPER INC 100 3,314 4 904767704 UNILEVER PLC 250 12,628 4 904784709 UNILEVER N V 14,783.00 1,338,021 4 907818108 UNION PAC CORP 1,425.00 141,104 4 909214108 UNISYS CORP 34,720.00 698,771 4 911363109 UNITED RENTALS INC 600 26,274 4 912909108 UNITED STATES STL CORP NEW 25 723 4 913016309 UNITED SURGICAL PARTNERS INT 800 29,575 4 913017109 UNITED TECHNOLOGIES CORP 57,035.00 6,743,687 4 915289102 UNOCAL CORP 400 24,827 4 915436109 UPM KYMMENE CORP 1,600.00 89,236 4 918204108 V F CORP 1,200.00 82,703 4 918866104 VALASSIS COMMUNICATIONS INC 400 24,623 4 922122106 VARCO INTL INC DEL 356 11,402 4 922571104 VELCRO INDS N V 750 13,774 4 923436109 VERITAS SOFTWARE CO 89 4,536 4 925524100 VIACOM INC 13,000.00 1,006,773 4 925524308 VIACOM INC 2,306.00 177,741 4 925602104 VICAL INC 600 8,844 4 927460105 VINTAGE PETE INC 10,000.00 234,245 4 928497106 VITESSE SEMICONDUCTOR CORP 400 6,247 4 929309300 WPP GROUP PLC 2,000.00 179,938 4 929740108 WABTEC CORP 1,000.00 23,887 4 929903102 WACHOVIA CORP 2ND NEW 62,210.00 3,675,801 4 931142103 WAL MART STORES INC 258,740.00 25,274,124 4 931422109 WALGREEN CO 62,550.00 3,906,202 4 939322103 WASHINGTON MUT INC 14,980.00 790,834 4 939640108 WASHINGTON POST CO 390 377,248 4
Other Included Cusip Issuer Description Total Shares Market Value C$ Managers - ----- ------------------ ------------ --------------- -------- 941053100 WASTE CONNECTIONS INC 700 27,276 4 941848103 WATERS CORP 200 8,914 4 942683103 WATSON PHARMACEUTICALS INC 13,250.00 571,975 4 949702104 WELLMAN INC 7,500.00 196,598 4 949746101 WELLS FARGO & CO NEW 114,550.00 9,017,250 4 950590109 WENDYS INTL INC 16,650.00 928,081 4 950813105 WESCAST INDS INC 1,000.00 52,500 4 950817106 WESCO FINL CORP 10 4,981 4 954235107 WEST MARINE INC 700 22,532 4 956909105 WESTAIM CORP 30,413.00 147,503 4 958102105 WESTERN DIGITAL CORP 1,900.00 18,862 4 958259103 WESTERN GAS RES INC 100 5,931 4 961840105 WET SEAL INC 400 22,239 4 962166104 WEYERHAEUSER CO 84 8,414 4 963320106 WHIRLPOOL CORP 1,150.00 138,447 4 968223206 WILEY JOHN & SONS INC 1,000.00 41,750 4 969457100 WILLIAMS COS INC DEL 1,550.00 58,191 4 969491109 WILLIAMS ENERGY PARTNERS L P 200 12,000 4 971807102 WILMINGTON TRUST CORP 200 21,452 4 974637100 WINNEBAGO INDS INC 500 33,456 4 976657106 WISCONSIN ENERGY CORP 800 31,717 4 980905103 WORLD HEART CORP 2,000.00 10,700 4 982526105 WRIGLEY WM JR CO 2,800.00 237,859 4 983024100 WYETH 51,900.00 5,429,429 4 983919101 XILINX INC 200 12,703 4 984121103 XEROX CORP 109,500.00 1,875,749 4 984332106 YAHOO INC 9,300.00 273,717 4 988858106 ZALE CORP NEW 1,500.00 97,044 4 989139100 ZARLINK SEMICONDUCTOR INC 21,570.00 329,590 4 3.51E+108 FOUR SEASONS HOTEL INC 7,700.00 650,573 4 000886101 A D C TELECOMMUNICATIONS 9,592.00 62,209 4 000912105 ACM INCOME FUND INC 1,600.00 19,657 4 001055102 AFLAC INC 1,700.00 79,914 4 001084102 AGCO CORP 600 21,818 4 001669100 AMC ENTMT INC 1,100.00 23,909 4 001765106 AMR CORP 200 8,417 4 00184A105 AOL TIME WARNER INC 126,604.00 4,771,233 4 001941103 ATI TECHNOLOGIES INC 56,665.00 1,198,465 4
Other Included Cusip Issuer Description Total Shares Market Value C$ Managers - ----- ------------------ ------------ --------------- -------- 001957109 AT&T CORP 28,974.00 724,870 4 002050102 ASA LTD 700 32,326 4 00207Q202 AT&T CDA INC 105 4,505 4 00209A106 AT&T WIRELESS SVCS INC 98,883.00 1,410,252 4 002824100 ABBOTT LABS 97,071.00 8,136,307 4 002893105 ABER DIAMOND CORP 674,200.00 16,848,258 4 002896207 ABERCROMBIE & FITCH CO 195 9,571 4 003924107 ABITIBI-CONSOLIDATED INC 114,147.00 1,626,595 4 004930202 ACTIVISION INC NEW 730 34,700 4 00508Y102 ACUITY BRANDS INC 300 7,902 4 007094105 ADMINISTAFF INC 2,250.00 99,064 4 00724F101 ADOBE SYS INC 3,100.00 145,231 4 00751Y106 ADVANCED AUTO PARTS INC 300 21,990 4 00757V106 ADVANCED SWITCHING COMMUNICA 2,000.00 3,219 4 007903107 ADVANCED MICRO DEVICES INC 2,000.00 46,881 4 007924103 AEGON N V 2,148.00 83,654 4 00817Y108 AETNA INC NEW 1,100.00 49,653 4 008190100 AFFILIATED COMPUTER SERVICES 50 4,472 4 00845V100 AGERE SYS INC 68,320.00 423,496 4 00846U101 AGILENT TECHNOLOGIES INC 851 47,408 4 008474108 AGNICO EAGLE MINES LTD 101.14 2,143 4 008911307 AIR CDA INC 118 575 4 008916108 AGRIUM INC 30,278.00 507,157 4 009158106 AIR PRODS & CHEMS INC 2,600.00 213,991 4 012348108 ALBANY INTL CORP 500 24,142 4 012873105 ALBERTA ENERGY LTD 358,763.65 24,937,661 4 013068200 ALBERTO CULVER CO 2,800.00 215,059 4 013104104 ALBERTSONS INC 13,760.00 726,646 4 013716105 ALCAN INC 183,798.66 11,584,830 4 013817101 ALCOA INC 2,205.00 132,606 4 013904305 ALCATEL 8,298.00 187,368 4 017361106 ALLEGHENY ENERGY INC 2,000.00 131,782 4 018490102 ALLERGAN INC 200 15,035 4 018522102 ALLETE INC 550 25,495 4 01853E204 ALLIANCE ATLANTIS COMMUNICAT 1,550.00 27,916 4 01855A101 ALLIANCE CAP MGMT HLDG L P 3,300.00 243,997 4 01859P609 ALLIANCE GAMING CORP 400 19,460 4 018773309 ALLIANCE PHARMACEUTICAL CORP 40 178 4
Other Included Cusip Issuer Description Total Shares Market Value C$ Managers - ----- ------------------ ------------ --------------- -------- 018804104 ALLIANT TECHSYSTEMS INC 30 4,876 4 020002101 ALLSTATE CORP 17,600.00 1,059,282 4 020039103 ALLTEL CORP 4,723.00 418,075 4 021244108 ALSTOM 2,300.00 49,478 4 023551104 AMERADA HESS CORP 300 37,938 4 02364W105 AMERICA MOVIL S A DE C V 23,000.00 531,139 4 025537101 AMERICAN ELEC PWR INC 6,360.00 467,106 4 02553E106 AMERICAN EAGLE OUTFITTERS NE 125 3,600 4 025816109 AMERICAN EXPRESS CO 164,710.00 10,750,582 4 026874107 AMERICAN INTL GROUP INC 30,191.00 3,470,609 4 029066107 AMERICAN PWR CONVERSION CORP 21,950.00 516,965 4 029712106 AMERICAN STD COS INC DEL 16,795.00 1,893,470 4 030411102 AMERICAN WTR WKS INC 23,950.00 1,671,597 4 03060R101 AMERICREDIT CORP 160 9,686 4 03073E105 AMERISOURCEBERGEN CORP 13,250.00 1,442,078 4 031162100 AMGEN INC 5,050.00 480,255 4 032037103 AMPCO-PITTSBURGH CORP 10,000.00 185,643 4 03235E100 AMVESCAP PLC 2,425.00 107,194 4 032511107 ANADARKO PETE CORP 1,840.00 165,484 4 032654105 ANALOG DEVICES INC 660 47,369 4 03485P102 ANGLO AMERN PLC 548 14,382 4 034918102 ANGIOTECH PHARMACEUTICALS IN 11,800.00 856,680 4 035229103 ANHEUSER BUSCH COS INC 53,800.00 4,475,122 4 037032109 ANTIGENICS INC DEL 1,500.00 33,440 4 037411105 APACHE CORP 2,104.00 190,703 4 037604105 APOLLO GROUP INC 750 63,999 4 03760A101 APOGENT TECHNOLOGIES INC 2,000.00 78,655 4 037833100 APPLE COMPUTER INC 400 15,087 4 03820C105 APPLIED INDL TECHNOLOGIES IN 700 21,472 4 038222105 APPLIED MATLS INC 6,175.00 534,009 4 039483102 ARCHER DANIELS MIDLAND CO 41,748.00 926,699 4 040228108 ARGOSY GAMING CO 800 46,772 4 04033V104 ARIBA INC 12,500.00 90,232 4 042260109 ARMOR HOLDINGS INC 1,100.00 47,502 4 042735100 ARROW ELECTRS INC 400 17,828 4 04516X106 ASIA SATELLITE TELECOMMUNCNT 4,100.00 98,327 4 049164106 ATLAS AIR WORLDWIDE HLDGS IN 1,200.00 25,184 4 052528304 AUSTRALIA&NEW ZEALAND BKG GR 1,200.00 90,638 4
Other Included Cusip Issuer Description Total Shares Market Value C$ Managers - ----- ------------------ ------------ --------------- -------- 053332102 AUTOZONE INC 75 8,228 4 053499109 AVAYA INC 48,929.00 575,407 4 053561106 AVENTIS 2,300.00 251,972 4 053807103 AVNET INC 1,400.00 60,368 4 054303102 AVON PRODS INC 3,400.00 294,300 4 054536107 AXA 12,500.00 447,176 4 054540109 AXCELIS TECHNOLOGIES INC 3,700.00 84,312 4 05534B109 BCE INC 1,996,882.70 55,872,778 4 055434203 BG PLC 800 28,428 4 055472104 BISYS GROUP INC 85 4,775 4 055622104 BP PLC 32,064.00 2,713,091 4 055630107 BP PRUDHOE BAY RTY TR 2,000.00 43,152 4 05577E101 BT GROUP PLC 400 25,611 4 055921100 BMC SOFTWARE INC 1,700.00 52,689 4 057224107 BAKER HUGHES INC 25,410.00 1,548,774 4 05858H104 BALLARD PWR SYS INC 1,900.00 91,827 4 060505104 BANK OF AMERICA CORPORATION 37,176.00 4,029,502 4 063671101 BANK MONTREAL QUE 1,870,320.78 72,231,788 4 064057102 BANK NEW YORK INC 25,582.00 1,712,942 4 06423A103 BANK ONE CORP 33,982.00 2,262,400 4 067383109 BARD C R INC 550 51,753 4 067901108 BARRICK GOLD CORP 57,125.08 1,665,196 4 071813109 BAXTER INTL INC 21,670.00 2,055,294 4 072730302 BAYER A G 2,700.00 106,242 4 075887109 BECTON DICKINSON & CO 700 42,075 4 077914109 BELL CDA INTL INC 97,820.00 11,249 4 079860102 BELLSOUTH CORP 22,825.00 1,340,659 4 084670108 BERKSHIRE HATHAWAY INC DEL 126 10,416,977 4 084670207 BERKSHIRE HATHAWAY INC DEL 641 2,419,776 4 086516101 BEST BUY INC 400 50,482 4 090613100 BIOMET INC 13,868.00 597,990 4 09066H104 BIOSOURCE INTL INC 1,000.00 9,561 4 09067D201 BIOTECH HOLDERS TR 300 41,794 4 09067J109 BIOVAIL CORP 67,880.00 5,379,490 4 09161R106 BIOMIRA INC 30,000.00 167,400 4 091797100 BLACK & DECKER CORP 1,925.00 142,761 4 093671105 BLOCK H & R INC 110 7,791 4 097023105 BOEING CO 25,020.00 1,923,697 4
Other Included Cusip Issuer Description Total Shares Market Value C$ Managers - ----- ------------------ ------------ --------------- -------- 099724106 BORG WARNER INC 3,200.00 320,842 4 10549P606 BRASCAN CORP 225,361.47 7,664,544 4 11679P101 BRUKER AXS INC 1,600.00 10,581 4 12189T104 BURLINGTON NORTHN SANTA FE C 3,700.00 177,940 4 12541C203 CHC HELICOPTER CORP 5,500.00 146,740 4 12616K106 CP HOLDRS 183 12,956 4 13054D109 CALIFORNIA PIZZA KITCHEN INC 500 19,927 4 13321L108 CAMECO CORP 15,813.00 731,351 4 13566G509 CANADIAN 88 ENERGY CORP 45,000.00 113,400 4 13645T100 CANADIAN PAC RY LTD 319,064.00 10,771,601 4 14067D102 CAPSTONE TURBINE CORP 1,000.00 3,791 4 14067E308 CAPSTEAD MTG CORP 8,500.00 161,183 4 14149Y108 CARDINAL HEALTH INC 8,001.00 903,819 4 15101Q108 CELESTICA INC 8,499.00 490,392 4 17275R102 CISCO SYS INC 144,425.00 3,896,291 4 19244C109 COGNOS INC 83,390.00 3,617,458 4 21036P108 CONSTELLATION BRANDS INC 300 26,274 4 21868Q109 COREL CORPORATION 200 444 4 22087M101 CORUS GROUP PLC 3,500.00 68,433 4 22160K105 COSTCO WHSL CORP NEW 27,100.00 1,719,581 4 22163N106 COTT CORP QUE 25,000.00 750,000 4 22226R102 COUNSEL CORP 6,000.00 23,880 4 22409V102 CP SHIPS LTD 105,514.00 2,020,593 4 22754R201 CROSS MEDIA MARKETING CORP 10,000.00 207,155 4 22942F101 CRYSTALLEX INTL CORP 39,900.00 125,685 4 23126R101 CURAGEN CORP 400 10,237 4 23331A109 D R HORTON INC 47 2,824 4 25179M103 DEVON ENERGY CORP NEW 725 55,766 4 25243Q205 DIAGEO P L C 4,685.00 391,717 4 25247D101 DIAL CORP NEW 9,000.00 258,434 4 25271C102 DIAMOND OFFSHORE DRILLING IN 500 24,906 4 25746U109 DOMINION RES INC VA NEW 2,652.00 275,364 4 25811P100 DORAL FINL CORP 70 3,787 4 25822C205 DOREL INDS INC 850 26,911 4 26150J101 DRAXIS HEALTH INC 3,500.00 15,190 4 26483E100 DUN & BRADSTREET CORP DEL NE 100 4,652 4 26613X101 DUPONT PHOTOMASKS INC 400 33,145 4 26874R108 ENI S P A 6,900.00 792,201 4
Other Included Cusip Issuer Description Total Shares Market Value C$ Managers - ----- ------------------ ------------ --------------- -------- 28139T101 EDUCATION MGMT CORP 50 3,360 4 28176E108 EDWARDS LIFESCIENCES CORP 480 21,378 4 28336L109 EL PASO CORP 2,800.00 196,453 4 28368B102 EL PASO ENERGY PARTNERS L P 5,400.00 322,426 4 28660G106 ELIZABETH ARDEN INC 3,700.00 68,688 4 29250N105 ENBRIDGE INC 931,107.48 41,648,438 4 29258N107 ENDESA S A 1,000.00 23,759 4 29264P104 ENDOCARE INC 700 21,986 4 29266R108 ENERGIZER HLDGS INC 401 15,176 4 29274D604 ENERPLUS RES FD 68,611.00 1,797,608 4 29362U104 ENTEGRIS INC 600 15,441 4 29879R107 EUROTRUST A/S 30,000.00 54,020 4 30161N101 EXELON CORP 12,905.00 1,089,281 4 30224P101 EXTENDED STAY AMER INC 900 24,954 4 30224T871 EXTENDICARE INC CDA 53,900.00 291,060 4 30231G102 EXXON MOBIL CORP 416,952.00 29,121,222 4 31410H101 FEDERATED DEPT STORES INC DE 19,050.00 1,240,050 4 31428X106 FEDEX CORP 1,890.00 174,981 4 31430F101 FELCOR LODGING TR INC 8,400.00 284,440 4 31787A101 FINISAR 900 11,043 4 33761N109 FIRSTSERVICE CORP 2,300.00 80,891 4 34354P105 FLOWSERVE CORP 900 45,907 4 35671D105 FREEPORT-MCMORAN COPPER & GO 500 14,007 4 36866W106 GEMSTAR-TV GUIDE INTL INC 250 5,892 4 37245M207 GENTA INC 800 21,378 4 37733W105 GLAXOSMITHKLINE PLC 24,068.00 1,802,561 4 37941P108 GLOBAL POWER EQUIPMENT INC 1,800.00 35,768 4 37957V106 GLOBESPANVIRATA INC 800 19,020 4 38059T106 GOLD FIELDS LTD NEW 2,000.00 33,209 4 38141G104 GOLDMAN SACHS GROUP INC 25,300.00 3,638,478 4 39945C109 GROUPE CGI INC 21,576.00 215,113 4 42217K106 HEALTH CARE REIT INC 4,500.00 200,511 4 42222G108 HEALTH NET INC 1,200.00 52,471 4 42369K102 HEMOSOL INC 3,500.00 16,275 4 44107P104 HOST MARRIOTT CORP NEW 20,000.00 380,847 4 44544R101 HUMMINGBIRD INC 4,850.00 160,050 4 44779E106 HURRICANE HYDROCARBONS LTD 146,900.00 3,503,565 4 45069F109 ITXC CORP 5,000.00 48,203 4
Other Included Cusip Issuer Description Total Shares Market Value C$ Managers - ----- ------------------ ------------ --------------- -------- 45245A107 IMATION CORP 100 4,228 4 453258AH8 INCO LTD 198,000.00 315,513 4 45768V108 INSIGHT COMMUNICATIONS INC 600 14,616 4 45809M208 INTASYS CORP 955 4,298 4 45845L107 INTERCEPT INC 400 23,106 4 46060X107 INTERNET SEC SYS INC 200 7,282 4 46088R108 INTERSTATE HOTELS CORP 6 20 4 46115N104 INTIER AUTOMOTIVE INC 2,200.00 65,736 4 46612J101 JDS UNIPHASE CORP 12,200.00 114,506 4 46612K108 JDA SOFTWARE GROUP INC 200 10,160 4 46625H100 J P MORGAN CHASE & CO 147,759.00 8,393,934 4 48203R104 JUNIPER NETWORKS INC 12,795.00 257,307 4 48265R109 KPMG CONSULTING INC 2,900.00 93,347 4 48666K109 KB HOME 300 20,747 4 50063P103 KOREA TELECOM 22,800.00 871,237 4 50075N104 KRAFT FOODS INC 2,550.00 157,051 4 50540R409 LABORATORY CORP AMER HLDGS 70 10,693 4 51508L103 LANDRYS RESTAURANTS INC 300 10,976 4 51827Q106 LATIN AMER EQUITY FD INC NEW 642 10,339 4 52324W109 LECROY CORP 800 16,409 4 52543H107 LEITCH TECHNOLOGY CORP 150 1,386 4 53219L109 LIFEPOINT HOSPITALS INC 403 23,735 4 55068R202 LUXOTTICA GROUP S P A 15,800.00 487,936 4 55262L100 MBNA CORP 5,012.00 308,044 4 55269P302 MDS INC 107,016.20 2,373,619 4 55309W101 MMO2 PLC 400 6,240 4 56418H100 MANPOWER INC 4,150.00 257,114 4 56501R106 MANULIFE FINL CORP 485,191.00 21,212,551 4 58155Q103 MCKESSON CORP 4,100.00 244,543 4 58551A108 MELLON FINL CORP 9,745.00 599,251 4 59151K108 METHANEX CORP 4,592.00 54,094 4 62885E406 NCE PETROFUND 1 107,097.00 1,410,467 4 62886E108 NCR CORP NEW 24 1,711 4 62936P103 NPS PHARMACEUTICALS INC 697 36,241 4 63934E108 NAVISTAR INTL CORP NEW 600 42,355 4 64108N106 NET2PHONE 200 1,619 4 64115T104 NETSCOUT SYS INC 700 7,987 4 64117V107 NETSCREEN TECHNOLOGIES INC 900 23,879 4
Other Included Cusip Issuer Description Total Shares Market Value C$ Managers - ----- ------------------ ------------ --------------- -------- 64353J107 NEW CENTY EQUITY HLDGS CORP 400 358 4 65334H102 NEXEN INC 213,697.00 8,227,335 4 65535H208 NOMURA HLDGS INC 7,400.00 152,823 4 66977W109 NOVA CHEMICALS CORP 29,282.00 1,165,424 4 66987V109 NOVARTIS A G 2,500.00 157,757 4 67066G104 NVIDIA CORP 95 6,715 4 67481E106 OCEAN ENERGY INC DEL 2,000.00 63,071 4 67611V101 ODYSSEY HEALTHCARE INC 200 8,512 4 67622M108 OFFICEMAX INC 8,000.00 71,134 4 68213N109 OMNICELL INC 1,800.00 21,311 4 68389X105 ORACLE CORP 31,560.00 643,723 4 69073F103 OWENS CORNING 2,000.00 6,501 4 69331C108 PG&E CORP 156 5,857 4 69344F106 PMC-SIERRA INC 15,000.00 283,953 4 69831A107 PANCANADIAN ENERGY CORP 501,670.00 23,799,225 4 69911G107 PARADYNE NETWORKS INC 3,000.00 14,820 4 71644E102 PETRO-CDA 212,269.00 8,715,765 4 71654V101 PETROLEO BRASILEIRO SA PETRO 23,000.00 743,567 4 71713U102 PHARMACIA CORP 10,789.00 775,028 4 73755L107 POTASH CORP SASK INC 18,550.00 1,915,288 4 74022D100 PRECISION DRILLING CORP 5,498.00 280,233 4 74251V102 PRINCIPAL FINANCIAL GROUP IN 2,100.00 84,663 4 74386K104 PROVIDENT ENERGY TR 75,000.00 777,000 4 74834L100 QUEST DIAGNOSTICS INC 1,450.00 191,431 4 74955W307 R H DONNELLEY CORP 40 1,940 4 75040P108 RADIO ONE INC 800 27,740 4 75040P405 RADIO ONE INC 1,600.00 52,522 4 75605L104 REALNETWORKS INC 300 3,356 4 75621K106 RECKSON ASSOCS RLTY CORP 8,600.00 337,943 4 75914G101 REGISTER COM INC 700 7,309 4 76009N100 RENT A CTR INC NEW 660 53,732 4 76132M102 REUTERS GROUP PLC 465 34,967 4 76182K105 REYNOLDS R J TOB HLDGS INC 175 18,056 4 78387G103 SBC COMMUNICATIONS INC 35,004.00 2,088,361 4 78462F103 SPDR TR 4,120.00 751,849 4 81013T705 SCOTTISH PWR PLC 86 2,802 4 81211K100 SEALED AIR CORP NEW 200 15,004 4 81369Y803 SECTOR SPDR TR 6,050.00 152,446 4
Other Included Cusip Issuer Description Total Shares Market Value C$ Managers - ----- ------------------ ------------ --------------- -------- 81752M101 SERONO S A 200 5,209 4 82028K200 SHAW COMMUNICATIONS INC 34,501.00 986,039 4 82481R106 SHIRE PHARMACEUTICALS GRP PL 3,279.00 122,633 4 82823L106 SILVER STD RES INC 11 52 4 83545G102 SONIC AUTOMOTIVE INC 600 28,664 4 84855W109 SPINNAKER EXPL CO 300 19,911 4 85590A203 STARWOOD HOTELS&RESORTS WRLD 215 12,885 4 86764P109 SUNOCO INC 750 47,817 4 86768K106 SUNRISE ASSISTED LIVING INC 150 6,516 4 87160V104 SYNSORB BIOTECH INC 16,000.00 4,800 4 87255E108 PETROCHINA CO LTD 800 26,669 4 87305U102 TTR TECHNOLOGIES INC 2,000.00 2,581 4 87308K200 TVX GOLD INC 1,000.00 1,200 4 87425E103 TLC LASER EYE CENTERS INC 700 3,780 4 87612E106 TALISMAN ENERGY INC 45,942.00 3,052,846 4 87929A102 TELECOMUNICACOES DE SAO PAUL 20 478 4 87971M202 TELUS CORP 69,439.84 1,164,506 4 88018T101 TEMPLETON DRAGON FD INC 12,500.00 162,139 4 88018X102 TEMPLETON CHINA WORLD FD INC 400 5,781 4 88022F105 TEMPLETON RUSSIA FD INC 5,000.00 215,919 4 88033G100 TENET HEALTHCARE CORP 25,975.00 2,774,036 4 88157K101 TESCO CORP 8,275.00 164,259 4 88162G103 TETRA TECH INC NEW 2,500.00 56,928 4 89151E109 TARGET CORP 7,650.00 525,645 4 89151E109 TOTAL FINA ELF S A 1,800.00 219,712 4 89346D107 TRANSALTA CORP 1,040,220.00 22,780,818 4 89579K109 TRIAD HOSPITALS INC 403 22,078 4 89674K103 TRIQUINT SEMICONDUCTOR INC 5,800.00 80,998 4 90337L108 U S PHYSICAL THERAPY INC 1,100.00 31,639 4 90390U102 USA ED INC 1,400.00 218,182 4 91324P102 UNITEDHEALTH GROUP INC 2,900.00 353,148 4 91913Y100 VALERO ENERGY CORP NEW 1,276.00 100,689 4 92220P105 VARIAN MED SYS INC 400 26,070 4 92239N109 VASTERA INC 1,700.00 40,174 4 92343E102 VERISIGN INC 1,600.00 68,839 4 92343P107 VERITAS DGC INC 690 19,044 4 92343V104 VERIZON COMMUNICATIONS 140,929.00 10,352,694 4 92532F100 VERTEX PHARMACEUTICALS INC 60,185.00 2,671,908 4
Other Included Cusip Issuer Description Total Shares Market Value C$ Managers - ----- ------------------ ------------ --------------- -------- 92763R104 VIRAGE LOGIC CORP 800 19,415 4 92839U107 VISTEON CORP 1,409.00 37,159 4 92844S105 VISX INC DEL 1,400.00 39,398 4 92851S204 VIVENDI UNIVERSAL 6,307.00 386,933 4 92857W100 VODAFONE GROUP PLC NEW 11,705.00 343,755 4 94106L109 WASTE MGMT INC DEL 19,900.00 864,115 4 94113U100 WATER PIK TECHNOLOGIES INC 4,019.00 65,003 4 94768C108 WEBMETHODS INC 600 12,021 4 94973H108 WELLPOINT HEALTH NETWORK NEW 4,470.00 453,518 4 98157D106 WORLDCOM INC GA NEW 23,307.00 250,322 4 98157D304 WORLDCOM INC GA NEW 94 885 4 98389B100 XCEL ENERGY INC 4,495.00 181,577 4 98956P102 ZIMMER HLDGS INC 2,985.00 161,962 4 D1668R123 DAIMLERCHRYSLER AG 2,523.00 181,039 4 D18190898 DEUTSCHE BANK AG NAMEN 1,500.00 153,932 4 G0070K103 ACE LTD 1,500.00 99,673 4 G4388N106 HELEN OF TROY CORP LTD 4,000.00 90,511 4 G4776G101 INGERSOLL-RAND COMPANY LTD 86,337.00 6,881,652 4 G4933P101 IPC HLDGS LTD 4,500.00 233,336 4 G5299G106 KNIGHTSBRIDGE TANKERS LTD 5,000.00 144,690 4 G56462107 LORAL SPACE & COMMUNICATIONS 2,000.00 6,852 4 G6852T105 PARTNERRE LTD 2,000.00 174,010 4 G84922106 STEWART W P & CO LTD 5,000.00 172,675 4 G87210103 UTI WORLDWIDE INC 1,200.00 27,628 4 G90078109 TRANSOCEAN SEDCO FOREX INC 4,302.00 227,800 4 G98255105 XL CAP LTD 1,250.00 185,942 4 M22465104 CHECK POINT SOFTWARE TECH LT 5,950.00 288,232 4 N07059111 ASML HLDG NV 3,000.00 121,281 4 N6748L102 ORTHOFIX INTL N V 200 12,853 4 P74823108 PANAMERICAN BEVERAGES INC 5,225.00 151,201 4 P8744Y102 STEINER LEISURE LTD 1,500.00 51,534 4 Y2573F102 FLEXTRONICS INTL LTD 800 23,265 4 423074103 HEINZ H J CO 179,500.00 11,866,655 5 488152208 KELLY SVCS INC 196,300.00 8,827,688 5 488360108 KEMET CORP 413,250.00 12,751,411 5 501044101 KROGER CO 617,550.00 21,800,058 5 530718105 LIBERTY MEDIA CORP NEW 715,600.00 14,408,978 5 539830109 LOCKHEED MARTIN CORP 142,200.00 13,043,286 5
Other Included Cusip Issuer Description Total Shares Market Value C$ Managers - ----- ------------------ ------------ --------------- -------- 540424108 LOEWS CORP 163,700.00 15,276,147 5 589331107 MERCK & CO INC 222,550.00 20,413,385 5 651229106 NEWELL RUBBERMAID INC 257,850.00 13,127,731 5 718154107 PHILIP MORRIS COS INC 608,064.00 51,018,582 5 806605101 SCHERING PLOUGH CORP 303,700.00 15,142,755 5 807066105 SCHOLASTIC CORP 147,450.00 12,728,573 5 835495102 SONOCO PRODS CO 202,700.00 9,238,200 5 893735100 TRANSKARYOTIC THERAPIES INC 158,460.00 10,866,973 5 939640108 WASHINGTON POST CO 17,255.00 16,685,564 5 084670108 BERKSHIRE HATHAWAY INC DEL 237 26,843,165 5 084670207 BERKSHIRE HATHAWAY INC DEL 16,158.00 60,977,335 5 099724106 BORG WARNER INC 135,050.00 13,536,272 5 22160K105 COSTCO WHSL CORP NEW 126,400.00 8,017,964 5 56418H100 MANPOWER INC 157,800.00 9,773,476 5 92532F100 VERTEX PHARMACEUTICALS INC 678,213.00 30,099,758 5 98985T109 ZYMOGENETICS INC 15,000.00 269,775 5 P74823108 PANAMERICAN BEVERAGES INC 293,350.00 8,486,287 5 -------------- 27,222,634,278 ==============
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