-----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, LItJLKgDbQQ5OGRqf4nFhUWktlKGoawe5/d0rcgdK9lxCDdfbs3Mx4qsZ8fFOyhP NN7B0X51+Loi0trxHdPoqA== 0000950135-01-501404.txt : 20010524 0000950135-01-501404.hdr.sgml : 20010524 ACCESSION NUMBER: 0000950135-01-501404 CONFORMED SUBMISSION TYPE: 13F-HR/A PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20010331 FILED AS OF DATE: 20010523 FILER: COMPANY DATA: COMPANY CONFORMED NAME: TD ASSET MANAGEMENT INC CENTRAL INDEX KEY: 0001056053 STANDARD INDUSTRIAL CLASSIFICATION: UNKNOWN SIC - 0000 [0000] STATE OF INCORPORATION: A6 FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 13F-HR/A SEC ACT: SEC FILE NUMBER: 028-05987 FILM NUMBER: 1646727 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/A 1 t27086dbe13f-hra.txt TD ASSET MANAGEMENT 1 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, 2001 __________________ Check here if Amendment [X]: Amendment Number 1 (ONE) _______________ This Amendment (Check only one): [ ] is a restatement [X] 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 18, 2001 [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).) 2 FORM 13F SUMMARY PAGE Report summary: Number of Other Included Managers: Five (5) Form 13F Information Table Entry Total: 2040 Form 13F Information Table Value Total: C$20,126,207 (thousands) LIST OF OTHER INCLUDED MANAGERS: Provide a numbered list of the name(s) and Form 13F file number(s) of all institutional investment managers with respect to which this report is filed, other than the manager filing this report. No. Form 13F File Number Name 1 28-________________ TD Securities Inc. 2 28-________________ Toronto Dominion (New York) Inc. 3 28-________________ Toronto Dominion Investments, Inc. 4 28-________________ The Canada Trust Company 3
Other Included CUSIP ISSUER DESCRIPTION Total Number of shares Market Value C$ Managers 000886101 A D C TELECOMMUNICATIONS 56,359 753,755 001055102 AFLAC INC 120,100 5,205,103 00130H105 AES CORP 66,437 5,226,416 001765106 AMR CORP 12,038 665,703 00184A105 AOL TIME WARNER INC 644,243 40,735,946 001941103 ATI TECHNOLOGIES INC 227,310 1,500,246 001957109 AT&T CORP 321,705 10,804,156 001957208 AT&T CORP 1,345,405 29,663,284 00207Q202 AT & T CDA INC 396,305 18,252,780 002824100 ABBOTT LABS 192,121 14,259,652 002893105 ABER DIAMOND CORP 4,215 53,657 00339B107 ABGENIX INC 91,950 3,429,520 003924107 ABITIBI-CONSOLIDATED INC 3,308 40,291 00437V104 ACCREDO HEALTH INC 29,700 1,528,586 006848105 ADELPHIA COMMUNICATIONS CORP 31,000 1,976,916 00724F101 ADOBE SYS INC 272,230 14,990,053 00724X102 ADOLOR CORP 85,000 2,626,638 00757T101 ADVANCED NEUROMODULATION SYS 130,000 2,251,685 007903107 ADVANCED MICRO DEVICES INC 24,396 1,021,789 007924103 AEGON N V 416 18,800 007942204 ADVANTA CORP 102,000 2,198,265 00817Y108 AETNA INC NEW 10,549 596,649 008190100 AFFILIATED COMPUTER SERVICES 57,400 5,865,812 008252108 AFFILIATED MANAGERS GROUP 32,300 2,390,408 00826T108 AFFYMETRIX INC 62,750 2,748,005 00846U101 AGILENT TECHNOLOGIES INC 40,135 1,940,250 008916108 AGRIUM INC 1,708,989 33,996,198 009158106 AIR PRODS & CHEMS INC 55,736 3,370,067 012873105 ALBERTA ENERGY LTD 160,921 10,886,306 013068101 ALBERTO CULVER CO 4,150 259,163 013104104 ALBERTSONS INC 307,517 15,408,211 013716105 ALCAN INC 5,960,214 337,804,534 013817101 ALCOA INC 86,710 4,908,000 013904305 ALCATEL 301,109 13,643,538 01642T108 ALKERMES INC 150,950 5,214,131 017361106 ALLEGHENY ENERGY INC 8,300 604,582 01747T102 ALLEGIANCE TELECOM INC 251,900 5,850,483 018490102 ALLERGAN INC 257,294 30,040,861 01859J108 ALLIANCE FST PRODS INC 6,550 139,188 019228402 ALLIED IRISH BKS P L C 372,820 11,575,950 019589308 ALLIED WASTE INDS INC 15,300 377,754 020002101 ALLSTATE CORP 56,174 3,708,657 020039103 ALLTEL CORP 297,179 24,569,570 021244108 ALSTOM 37,000 1,613,812 021441100 ALTERA CORP 439,843 14,846,814 022615108 ALZA CORP DEL 95,608 6,097,065 023135106 AMAZON COM INC 26,250 422,840 023139108 AMBAC FINL GROUP INC 7,775 776,545 023551104 AMERADA HESS CORP 18,205 2,239,363 023608102 AMEREN CORP 9,805 632,227 02364W105 AMERICA MOVIL S A DE C V 128,122 2,954,521 025537101 AMERICAN ELEC PWR INC 24,509 1,813,823 025816109 AMERICAN EXPRESS CO 704,067 45,782,981 026351106 AMERICAN GENERAL CORP 99,694 6,004,433 026609107 AMERICAN HOME PRODS CORP 558,974 51,707,309 026874107 AMERICAN INTL GROUP INC 409,495 51,904,844 029066107 AMERICAN PWR CONVERSION CORP 16,950 343,797 029712106 AMERICAN STD COS INC DEL 529,795 49,282,472 029912201 AMERICAN TOWER CORP 200 6,073 030411102 AMERICAN WTR WKS INC 5,950 309,817 03071P102 AMERISOURCE HEALTH CORP 87,900 6,790,526 03072H109 AMERITRADE HLDG CORP 566,700 4,712,387 031162100 AMGEN INC 203,681 19,302,980 032165102 AMSOUTH BANCORPORATION 27,500 727,900 03235E100 AMVESCAP PLC 96,486 4,404,317 032511107 ANADARKO PETE CORP 48,436 4,788,077 032654105 ANALOG DEVICES INC 487,610 27,824,910 035128206 ANGLOGOLD LTD 30 676 035229103 ANHEUSER BUSCH COS INC 289,734 20,946,138 035290105 ANIXTER INTL INC 81,900 3,107,939 037389103 AON CORP 19,625 1,097,007 037411105 APACHE CORP 85,100 7,719,097 03760A101 APOGENT TECHNOLOGIES INC 90,250 2,876,268 037833100 APPLE COMPUTER INC 47,926 1,684,008 038020103 APPLERA CORP 16,018 699,911 038222105 APPLIED MATLS INC 166,924 11,435,199
Page 1 4
Other Included CUSIP ISSUER DESCRIPTION Total Number of shares Market Value C$ Managers 03822W109 APPLIED MICRO CIRCUITS CORP 367,100 9,537,617 038496204 ARACRUZ CELULOSE S A 14,848 308,612 039380100 ARCH COAL INC 26,600 1,255,697 039483102 ARCHER DANIELS MIDLAND CO 48,681 1,007,991 04033V104 ARIBA INC 344,300 4,286,131 042068106 ARM HLDGS PLC 98,000 2,121,780 043136100 ARTHROCARE CORP 66,900 1,474,775 044204105 ASHLAND INC 5,316 321,431 044901106 ASIA PAC FD INC 262 3,248 045235108 ASPECT MED SYS INC 153,000 2,800,631 051920106 AURORA BIOSCIENCES CORP 102,650 2,889,193 052528304 AUSTRALIA&NEW ZEALAND BKG GRP 73,211 3,875,851 053015103 AUTOMATIC DATA PROCESSING INC 114,438 9,796,843 05329Q105 AUTONOMY CORP PLC 75,000 1,203,037 053332102 AUTOZONE INC 8,534 376,524 053499109 AVAYA INC 23,528 481,209 053561106 AVENTIS 40,270 4,872,670 053611109 AVERY DENNISON CORP 8,538 699,356 053762100 AVIRON 19,750 1,292,514 054303102 AVON PRODS INC 17,938 1,129,528 054536107 AXA 24,399 2,103,428 054540109 AXCELIS TECHNOLOGIES INC 96,173 1,750,885 054937107 BB&T CORP 28,780 1,593,803 05534B109 BCE INC 17,289,043 948,980,882 055472104 BISYS GROUP INC 88,800 7,471,823 055482103 BJ SVCS CO 43,950 4,927,316 05548J106 BJS WHOLESALE CLUB INC 53,150 4,004,578 055622104 BP AMOCO P L C 83,820 6,543,312 055921100 BMC SOFTWARE INC 53,350 1,806,111 056033103 B2B INTERNET HOLDRS TR 500 4,433 057224107 BAKER HUGHES INC 392,358 22,438,502 05858H104 BALLARD PWR SYS INC 3,800 224,200 059504100 BANCO DE A EDWARDS 10,616 259,098 05964H105 BANCO SANTANDER CENT HISPANO 134,241 1,917,185 060505104 BANK OF AMERICA CORPORATION 794,395 68,363,387 063671101 BANK MONTREAL QUE 13,654,007 539,271,144 064057102 BANK NEW YORK INC 301,329 23,362,821 06423A103 BANK ONE CORP 88,191 5,024,130 065379109 BANK TOKYO-MITSUBISHI LTD 163,999 2,473,380 067383109 BARD C R INC 3,991 285,305 067901108 BARRICK GOLD CORP 8,984,593 202,161,341 068480201 BARRETT RES CORP 3,250 307,304 071707103 BAUSCH & LOMB INC 4,335 311,671 071813109 BAXTER INTL INC 288,095 42,705,174 073902108 BEAR STEARNS COS INC 7,988 575,315 075887109 BECTON DICKINSON & CO 249,899 13,898,143 075896100 BED BATH & BEYOND INC 116,550 4,507,623 077914109 BELL CDA INTL INC 358,931 6,991,995 079860102 BELLSOUTH CORP 239,784 15,449,961 084670108 BERKSHIRE HATHAWAY INC DEL 98 5,977,701 084670207 BERKSHIRE HATHAWAY INC DEL 95 315,441 086516101 BEST BUY INC 36,850 2,086,550 09058T108 BIOCHEM PHARMA INC 1,554,412 74,346,530 090597105 BIOGEN INC 46,700 4,655,517 090613100 BIOMET INC 308,379 19,122,179 09065H105 BIOPURE CORP 1,100 24,509 09067J109 BIOVAIL CORP 1,782,043 101,363,788 091797100 BLACK & DECKER CORP 6,610 382,499 093671105 BLOCK H & R INC 7,603 599,304 097023105 BOEING CO 90,608 7,949,261 099709107 BORDERS GROUP INC 14,850 393,534 101137107 BOSTON SCIENTIFIC CORP 28,576 908,017 102183100 BOWATER INC 32,800 2,448,070 10549P606 BRASCAN CORP 4,990,126 128,472,673 105530109 BRASIL TELECOM PARTICIPACOES 13,553 835,485 110122108 BRISTOL MYERS SQUIBB CO 235,793 22,059,932 110448107 BRITISH AMERN TOB PLC 65,000 1,560,827 111013108 BRITISH SKY BROADCASTING GROUP 6,000 680,229 111320107 BROADCOM CORP 37,900 1,724,680 111621108 BROCADE COMMUNICATIONS SYS INC 247,900 8,154,297 112900105 BROOKFIELD PPTYS CORP 1,824,673 47,988,888 115236101 BROWN & BROWN INC 5,300 284,161 115637209 BROWN FORMAN CORP 5,025 490,173 116795105 BRUKER DALTONICS INC 31,000 765,726 12189T104 BURLINGTON NORTHN SANTA FE CP 31,139 1,489,581 122014103 BURLINGTON RES INC 16,007 1,127,910 12541W100 C H ROBINSON WORLDWIDE INC 19,000 818,991 125509109 CIGNA CORP 108,640 18,365,545 125577106 CIT GROUP INC 19,550 889,028
Page 2 5
Other Included CUSIP ISSUER DESCRIPTION Total Number of shares Market Value C$ Managers 12561W105 CLECO CORP NEW 4,350 311,311 125896100 CMS ENERGY CORP 102,125 4,754,906 125920108 C-MAC INDS INC 1,618,500 52,115,902 126132109 CNOOC LTD 19,000 526,548 12613R104 CNET NETWORKS INC 38,859 684,505 126349109 CSG SYS INTL INC 51,450 3,336,700 126408103 CSX CORP 17,113 908,058 126650100 CVS CORP 676,703 62,274,119 126667104 CV THERAPEUTICS INC 28,300 1,470,523 12686C109 CABLEVISION SYS CORP 22,550 2,498,296 12686C844 CABLEVISION SYS CORP 11,275 461,595 126920107 CABLETRON SYS INC 13,242 268,977 127209302 CADBURY SCHWEPPES PLC 44,200 1,823,455 131347106 CALPINE CORP 50,137 4,347,554 13321L108 CAMECO CORP 3,784 111,817 134429109 CAMPBELL SOUP CO 32,353 1,521,523 135113108 CANADA LIFE FINL CORP 32,129 1,387,652 135923100 CANADIAN PAC LTD NEW 126,361 7,101,488 136069101 CDN IMPERIAL BK OF COMMERCE 324,657 15,891,960 136375102 CANADIAN NATL RY CO 3,600 205,848 136385101 CANADIAN NAT RES LTD 13,563 616,845 138006309 CANON INC 62,547 3,599,693 14040H105 CAPITAL ONE FINL CORP 103,455 9,040,991 14149Y108 CARDINAL HEALTH INC 122,122 18,589,928 143658102 CARNIVAL CORP 48,115 2,096,363 148867104 CATALINA MARKETING CORP 51,400 2,636,043 149123101 CATERPILLAR INC DEL 97,118 6,787,013 15101Q108 CELESTICA INC 2,348,115 101,274,399 151313103 CENDANT CORP 306,196 7,034,389 152312104 CENTEX CORP 5,258 344,832 153436100 CENTRAL EUROPEAN EQUITY FD INC 13 233 156431108 CENTURY ALUM CO 85,000 2,141,462 156700106 CENTURYTEL INC 104,750 4,742,021 156708109 CEPHALON INC 251,821 19,057,474 15677T106 CERIDIAN CORP 80,300 2,339,154 160903100 CHARTER ONE FINL INC 17,126 762,962 16117M107 CHARTER COMMUNICATIONS INC DEL 209,550 7,465,309 162825103 CHECKPOINT SYS INC 187,229 2,785,970 166751107 CHEVRON CORPORATION 123,698 17,099,447 16867C101 CHIEFTAIN INTL INC 231,107 10,152,871 169373107 CHINA FD INC 102,000 1,726,554 16941M109 CHINA MOBILE HONG KONG LTD 252,400 8,747,440 16945R104 CHINA UNICOM LTD 146,300 2,487,939 170040109 CHIRON CORP 13,550 936,112 17038P104 CHOICE ONE COMMUNICATION INC 62,600 609,854 171232101 CHUBB CORP 68,326 7,743,022 171779101 CIENA CORP 193,525 12,684,109 172062101 CINCINNATI FINL CORP 11,850 707,869 172474108 CINERGY CORP 12,001 633,989 172737108 CIRCUIT CITY STORE INC 216,105 3,607,847 17275R102 CISCO SYS INC 1,799,844 44,791,912 172853202 CITADEL COMMUNICATIONS CORP 59,700 2,338,347 172908105 CINTAS CORP 11,960 742,169 172967101 CITIGROUP INC 1,260,950 89,305,647 17453B101 CITIZENS COMMUNICATIONS CO 17,400 346,586 177376100 CITRIX SYS INC 221,300 7,361,218 178566105 CITY NATL CORP 59,400 3,592,546 184502102 CLEAR CHANNEL COMMUNICATIONS 151,274 12,969,814 189054109 CLOROX CO DEL 78,422 3,883,561 191216100 COCA COLA CO 320,690 22,789,219 191219104 COCA COLA ENTERPRISES INC 29,960 838,774 192422103 COGNEX CORP 96,000 3,741,051 192423101 COGNICASE INC 566,132 3,677,166 19244C109 COGNOS INC 3,306,987 132,811,115 193921103 COLLATERAL THERAPEUTICS 145,500 2,197,804 194162103 COLGATE PALMOLIVE CO 107,529 9,352,606 200300200 COMCAST CORP 182,257 12,035,195 200340107 COMERICA INC 391,658 37,902,450 200435105 COMINCO LTD 5,479 142,728 203372107 COMMSCOPE INC 47,450 1,245,584 204412100 COMPANHIA VALE DO RIO DOCE 42,765 1,656,514 20441W203 COMPANHIA DE BEBIDAS DAS AMERS 46,202 1,698,710 204421101 COMPANIA ANONIMA NACIONL TEL 14,770 452,347 204429104 COMPANIA CERVECERIAS UNIDAS SA 9,330 383,437 204448104 COMPANIA DE MINAS BUENAVENTURA 98,800 2,304,006 204449300 COMPANIA DE TELECOMUNICS CHILE 41,933 871,568 204493100 COMPAQ COMPUTER CORP 826,130 23,882,282 204780100 COMPUCOM SYS INC 650 2,403 204912109 COMPUTER ASSOC INTL INC 45,741 1,959,053
Page 3 6
Other Included CUSIP ISSUER DESCRIPTION Total Number of shares Market Value C$ Managers 205363104 COMPUTER SCIENCES CORP 13,376 681,353 205638109 COMPUWARE CORP 142,700 2,190,787 205862402 COMVERSE TECHNOLOGY INC 25,508 2,365,318 205887102 CONAGRA FOODS INC 115,377 3,312,739 206197105 CONCORD EFS INC 120,700 7,744,733 206829103 CONECTIV INC 2,000 69,564 208251306 CONOCO INC 397,425 17,568,895 208251405 CONOCO INC 45,700 2,032,523 208464107 CONSECO INC 23,280 590,174 209115104 CONSOLIDATED EDISON INC 417,441 24,385,158 210149100 CONSOLIDATED STORES CORP 49,400 781,744 210371100 CONSTELLATION ENERGY GROUP INC 11,544 801,616 212485106 CONVERGYS CORP 11,200 636,115 216640102 COOPER CAMERON CORP 13,650 1,160,641 216669101 COOPER INDS INC 7,391 389,119 217016104 COORS ADOLPH CO 2,680 276,153 217753102 COR THERAPEUTICS INC 29,474 1,044,223 219023108 CORN PRODS INTL INC 168 6,784 219350105 CORNING INC 369,731 12,039,576 221005101 CORVAS INTL INC 70,050 992,710 22160K105 COSTCO WHSL CORP NEW 210,883 13,032,546 22163N106 COTT CORP QUE 700 12,425 222372104 COUNTRYWIDE CR INDS INC DEL 9,227 717,000 224044107 COX COMMUNICATIONS INC NEW 578,220 40,536,102 224051102 COX RADIO INC 231,900 7,671,819 225447101 CREE INC 400 9,458 225606102 CREO PRODS INC 1,941,529 55,983,929 228227104 CROWN CASTLE INTL CORP 389,400 9,081,994 228906103 CRYPTOLOGIC INC 6,000 106,260 229678107 CUBIST PHARMACEUTICALS INC 135,100 5,211,863 231082108 CUMULUS MEDIA INC 45,000 409,626 232806109 CYPRESS SEMICONDUCTOR CORP 139,300 3,888,942 232824102 CYTOGEN CORP 100 483 232946103 CYTYC CORP 372,050 9,666,223 233331107 DTE ENERGY CO 11,479 719,381 235811106 DANA CORP 12,535 339,093 235851102 DANAHER CORP DEL 55,900 4,802,393 237194105 DARDEN RESTAURANTS INC 9,285 347,230 244199105 DEERE & CO 60,935 3,489,714 245701107 DELANO TECHNOLOGY CORP 1,506,815 3,264,061 246688105 DELHAIZE AMER INC 800 25,175 247025109 DELL COMPUTER CORP 597,265 24,157,910 247126105 DELPHI AUTOMOTIVE SYS CORP 42,423 946,548 247131105 DELPHI FINL GROUP INC 44,360 2,067,544 247361108 DELTA AIR LINES INC DEL 10,066 626,074 24783R103 DELTAGEN INC 206,700 1,871,457 247916208 DENBURY RES INC 100 1,285 249906108 DESCARTES SYS GROUP INC 736,866 15,694,971 251566105 DEUTSCHE TELEKOM AG 41,000 1,497,118 25179M103 DEVON ENERGY CORP NEW 124,650 11,423,175 25243Q205 DIAGEO P L C 118,459 7,544,622 25271C102 DIAMOND OFFSHORE DRILLING INC 63,730 3,948,755 252787106 DIAMONDS TR 14,500 2,263,542 253651103 DIEBOLD INC 500 21,327 254546104 DIONEX CORP 64,000 3,168,054 254687106 DISNEY WALT CO 325,147 14,638,816 256669102 DOLLAR GEN CORP 24,165 777,749 256747106 DOLLAR TREE STORES INC 42,075 1,276,335 25746U109 DOMINION RES INC VA NEW 18,107 1,838,128 257561100 DOMTAR INC 7,455 103,625 257867101 DONNELLEY R R & SONS CO 9,611 396,801 25822C205 DOREL INDS INC 8,500 216,750 260003108 DOVER CORP 31,334 1,768,298 260543103 DOW CHEM CO 73,402 3,649,391 260561105 DOW JONES & CO INC 6,653 548,411 261018105 DOWNEY FINL CORP 4,750 338,816 26150J101 DRAXIS HEALTH INC 600 1,662 263534109 DU PONT E I DE NEMOURS & CO 102,415 6,564,947 264399106 DUKE ENERGY CORP 131,152 8,826,347 266597301 DURBAN ROODEPOORT DEEP LTD 10,000 14,800 266898105 DUSA PHARMACEUTICALS INC 3,650 74,847 26816Q101 DYNEGY INC NEW 23,050 1,851,390 268258100 ECI TELECOM LTD 174,401 2,093,921 268484102 EGL INC 81,950 3,145,322 268648102 E M C CORP MASS 762,848 35,305,364 26875P101 EOG RES INC 8,950 581,043 26881V100 E PIPHANY INC 35,650 656,046 269246104 E TRADE GROUP INC 631,200 6,937,356 270319106 EARTHGRAINS CO 48 1,514
Page 4 7
Other Included CUSIP ISSUER DESCRIPTION Total Number of shares Market Value C$ Managers 277432100 EASTMAN CHEM CO 5,977 463,180 277461109 EASTMAN KODAK CO 55,451 3,484,983 278058102 EATON CORP 27,384 2,953,650 278265103 EATON VANCE CORP 56,550 2,764,813 278642103 EBAY INC 4,600 262,109 278751102 ECHO BAY MINES LTD 1,891,494 1,935,931 278865100 ECOLAB INC 9,352 624,664 281020107 EDISON INTL 25,305 503,718 281760108 EDWARDS AG INC 31,300 1,823,550 28176E108 EDWARDS LIFESCIENCES CORP 20 616 28336L109 EL PASO CORP 55,053 5,660,643 284131208 ELAN PLC 38,167 3,140,647 285512109 ELECTRONIC ARTS INC 388,350 33,173,754 285661104 ELECTRONIC DATA SYS NEW 515,101 45,183,751 29081M102 EMBRAER-EMPRESA BRASILEIRA DE 17,950 1,071,212 29081N100 EMBRATEL PARTICIPACOES S A 29,752 435,683 291011104 EMERSON ELEC CO 402,820 39,265,814 29250N105 ENBRIDGE INC 218,239 9,052,554 29258N107 ENDESA S A 51,740 1,348,253 29274D604 ENERPLUS RES FD 3,527 85,001 29274F104 ENERSIS S A 18,341 483,737 292845104 ENGELHARD CORP 10,061 409,677 293561106 ENRON CORP 440,175 39,918,696 293639100 ENTERCOM COMMUNICATIONS CORP 11,950 739,490 29364G103 ENTERGY CORP NEW 16,682 998,167 293848107 ENTRUST TECHNOLOGIES INC 230,500 3,016,810 294429105 EQUIFAX INC 57,642 2,836,355 294821400 ERICSSON L M TEL CO 88,024 775,210 30161N101 EXELON CORP 24,743 2,555,831 30161Q104 EXELIXIS INC 67,500 923,305 302043104 EXFO ELECTRO OPTICAL ENGR INC 97,192 3,720,684 302088109 EXODUS COMMUNICATIONS INC 1,068,700 18,089,886 302130109 EXPEDITORS INTL WASH INC 23,300 1,850,447 302182100 EXPRESS SCRIPTS INC 41,600 5,677,848 30224P101 EXTENDED STAY AMER INC 244,000 5,763,053 30231G102 EXXON MOBIL CORP 642,677 81,791,569 302491303 F M C CORP 2,429 281,652 302571104 FPL GROUP INC 15,499 1,496,042 307000109 FAMILY DLR STORES INC 114,600 4,637,557 313400301 FEDERAL HOME LN MTG CORP 148,159 15,124,312 313586109 FEDERAL NATL MTG ASSN 247,370 31,004,899 31410H101 FEDERATED DEPT STORES INC DEL 16,035 1,048,347 314211103 FEDERATED INVS INC PA 95,325 4,255,312 31428X106 FEDEX CORP 94,334 6,189,877 316773100 FIFTH THIRD BANCORP 43,451 3,655,861 317928109 FINOVA GROUP INC 100 254 319963104 FIRST DATA CORP 109,393 10,285,554 337162101 FIRST TENN NATL CORP 65,500 3,186,921 337358105 FIRST UN CORP 99,365 5,163,200 337932107 FIRSTENERGY CORP 16,371 719,718 339030108 FLEETBOSTON FINL CORP 1,005,643 59,735,118 343412102 FLUOR CORP NEW 7,051 494,866 344419106 FOMENTO ECONOMICO MEXICANO SA 91,389 5,109,944 345370860 FORD MTR CO DEL 158,846 7,039,868 345838106 FOREST LABS INC 22,300 2,080,135 349631101 FORTUNE BRANDS INC 11,548 625,514 349882100 FOSSIL INC 186,000 5,088,729 35100E104 FOUR SEASONS HOTEL INC 445,230 34,781,343 35138T107 FOX ENTMT GROUP INC 21,600 666,625 354613101 FRANKLIN RES INC 128,523 7,914,805 35671D105 FREEPORT-MCMORAN COPPER & GOLD 191,000 3,533,807 35671D857 FREEPORT-MCMORAN COPPER & GOLD 135,933 2,793,232 358029106 FRESENIUS MED CARE AG 147,800 5,289,875 36225X100 GPU INC 509,372 26,058,916 36229U102 GSI LUMONICS INC 795,673 9,627,644 362359408 GT GROUP TELECOM INC 450 4,365 362397101 GABELLI EQUITY TR INC 2,137 35,664 36240A101 GABELLI UTIL TR 183 2,468 364730101 GANNETT INC 20,354 1,913,996 364760108 GAP INC DEL 646,721 24,155,500 367626108 GATEWAY INC 23,410 619,642 36866W106 GEMSTAR-TV GUIDE INTL INC 24,285 1,099,467 368710406 GENENTECH INC 113,250 9,005,362 369550108 GENERAL DYNAMICS CORP 14,974 1,479,292 369604103 GENERAL ELEC CO 2,310,460 152,052,187 370334104 GENERAL MLS INC 21,748 1,472,856 370442105 GENERAL MTRS CORP 62,086 5,068,941 370442832 GENERAL MTRS CORP 689,434 21,168,034 371933102 GENESIS MICROCHIP INC 200,000 3,129,370
Page 5 8
Other Included CUSIP ISSUER DESCRIPTION Total Number of shares Market Value C$ Managers 372460105 GENUINE PARTS CO 264,236 10,779,836 372917104 GENZYME CORP 41,600 5,916,936 373298108 GEORGIA PAC CORP 17,665 817,773 375558103 GILEAD SCIENCES INC 181,050 9,265,171 375766102 GILLETTE CO 288,110 14,141,954 376775102 GLAMIS GOLD LTD 120 329 37733W105 GLAXOSMITHKLINE PLC 64,623 5,321,321 38059T106 GOLD FIELDS LTD NEW 750,000 4,576,195 380956409 GOLDCORP INC NEW 1,070 11,492 381317106 GOLDEN WEST FINL CORP DEL 11,619 1,187,367 38141G104 GOLDMAN SACHS GROUP INC 8,150 1,092,091 382388106 GOODRICH B F CO 151,940 9,179,848 382550101 GOODYEAR TIRE & RUBR CO 12,974 487,230 384109104 GRACO INC 75,650 3,335,328 384802104 GRAINGER W W INC 6,796 362,229 388690109 GRAPHIC PACKAGING INTL CORP 16,864 58,456 39167B102 GREATER CHINA FD INC 125,000 1,761,589 39945C109 GROUPE CGI INC 165,118 981,101 400131306 GRUMA S A DE CV 130,000 586,257 40049J206 GRUPO TELEVISA SA DE CV 37,190 1,956,475 40051E202 GRUPO AEROPORTUARIO DEL SUREST 23,900 728,576 401698105 GUIDANT CORP 395,357 28,049,180 401829106 GUILFORD PHARMACEUTICALS INC 65,900 1,919,679 40218L305 GULF CDA RES LTD 2,413 19,738 404008203 H & CB 32,483 396,396 404119109 HCA-HEALTHCARE CO 798,199 50,613,267 404280406 HSBC HLDGS PLC 50,880 4,778,746 406216101 HALLIBURTON CO 33,469 1,936,251 41014S106 HANCOCK JOHN FINL SVCS INC 155,700 9,426,631 41163G101 HARCOURT GEN INC 5,422 475,283 412822108 HARLEY DAVIDSON INC 23,200 1,386,345 413086109 HARMAN INTL INDS INC 67,650 2,725,898 413619107 HARRAHS ENTMT INC 10,231 474,111 416515104 HARTFORD FINL SVCS GROUP INC 35,525 3,300,332 421924101 HEALTHSOUTH CORP 29,217 593,007 422806208 HEICO CORP NEW 63,910 1,333,387 423074103 HEINZ H J CO 76,079 4,815,138 423328103 HELLER FINANCIAL INC 66,450 3,680,849 427866108 HERSHEY FOODS CORP 10,273 1,121,314 428236103 HEWLETT PACKARD CO 281,694 13,857,065 432848109 HILTON HOTELS CORP 30,145 496,025 437076102 HOME DEPOT INC 736,760 49,990,627 437852106 HOMESTORE COM INC 41,600 1,555,710 438516106 HONEYWELL INTL INC 121,687 7,817,338 439104100 HOOPER HOLMES INC 83,500 1,129,409 440327104 HORACE MANN EDUCATORS CORP NEW 1,570 43,834 441560109 HOUGHTON MIFFLIN CO 200 14,115 441815107 HOUSEHOLD INTL INC 84,342 7,865,782 444903108 HUMAN GENOME SCIENCES INC 59,150 4,284,342 44544R101 HUMMINGBIRD INC 13,025 488,438 446150104 HUNTINGTON BANCSHARES INC 18,839 422,712 449370105 IDEC PHARMACEUTICALS CORP 269,300 16,961,643 449934108 IMS HEALTH INC 22,960 900,208 45068B109 ITT EDUCATIONAL SERVICES INC 53,450 2,280,807 450911102 ITT INDS INC IND 53,062 3,237,628 452308109 ILLINOIS TOOL WKS INC 23,741 2,124,832 45245E109 IMAX CORP 469,339 2,285,801 45245W109 IMCLONE SYS INC 33,950 1,774,105 45247E107 IMAGICTV INC 180,000 425,143 452528102 IMMUNEX CORP NEW 460,950 10,387,851 45253H101 IMMUNOGEN INC 49,000 1,031,957 453038408 IMPERIAL OIL LTD 71,638 2,643,442 453142101 IMPERIAL TOBACCO GROUP PLC 750 23,460 453258139 INCO LTD 111,589 753,226 453258402 INCO LTD 2,985,228 69,708,214 45337C102 INCYTE GENOMICS INC 116,350 2,812,201 454089103 INDIA FD INC 70,000 1,123,166 45666Q102 INFORMATICA CORP 177,350 3,717,458 456837103 ING GROEP N V 19,082 1,955,433 456866102 INGERSOLL-RAND CO 133,362 8,339,461 457191104 INHALE THERAPEUTIC SYS INC 26,700 898,647 457214104 INKINE PHARMACEUTICALS INC 70,000 588,918 458140100 INTEL CORP 1,060,475 43,981,640 459200101 INTERNATIONAL BUSINESS MACHS 527,005 79,749,771 459506101 INTERNATIONAL FLAVORS&FRAGRANC 8,532 296,186 460146103 INTL PAPER CO 114,672 6,512,995 46060X107 INTERNET SEC SYS INC 128,400 5,531,422 460690100 INTERPUBLIC GROUP COS INC 56,380 3,049,463 460919103 INTERTAPE POLYMER GROUP INC 391,998 5,683,972
Page 6 9
Other Included CUSIP ISSUER DESCRIPTION Total Number of shares Market Value C$ Managers 461202103 INTUIT 85,950 3,755,610 46185R100 INVITROGEN CORP 204,764 17,684,867 462622101 IPSCO INC 36,800 644,000 462846106 IRON MTN INC PA 36,100 2,178,233 464286103 ISHARES INC 2,200 29,324 464286509 ISHARES INC 500 8,439 464286699 ISHARES INC 7,500 183,728 464286707 ISHARES INC 4,215 133,771 464286749 ISHARES INC 2,205 47,824 464286756 ISHARES INC 200 4,212 464286764 ISHARES INC 325 11,560 464286806 ISHARES INC 5,235 136,419 464286814 ISHARES INC 1,000 30,302 464286848 ISHARES INC 362,600 5,852,144 464286855 ISHARES INC 1,545 46,305 464286871 ISHARES INC 1,400 23,299 464287655 ISHARES TR 14,420 2,034,440 464287861 ISHARES TR 5,115 519,329 46612J101 JDS UNIPHASE CORP 618,805 17,963,590 46625H100 J P MORGAN CHASE & CO 1,517,602 107,152,035 466313103 JABIL CIRCUIT INC 88,400 3,009,397 471110106 JARDINE FLEMING CHINA REGION 36,423 407,772 471112102 JARDINE FLEMING INDIA FD INC 23,092 279,978 475070108 JEFFERSON PILOT CORP 68,433 7,315,482 478160104 JOHNSON & JOHNSON 532,572 73,472,507 478366107 JOHNSON CTLS INC 6,447 634,061 48020Q107 JONES LANG LASALLE INC 112,300 2,272,241 48203R104 JUNIPER NETWORKS INC 115,000 6,873,780 482480100 KLA-TENCOR CORP 150,876 9,354,322 482584109 K MART CORP 34,966 517,542 48265R109 KPMG CONSULTING INC 174,000 3,561,756 487836108 KELLOGG CO 29,848 1,270,312 488152208 KELLY SVCS INC 300 10,652 492386107 KERR MCGEE CORP 6,811 696,029 493267108 KEYCORP NEW 32,330 1,313,400 49337W100 KEYSPAN CORP 10,300 618,409 494368103 KIMBERLY CLARK CORP 445,832 47,537,250 49455P101 KINDER MORGAN INC KANS 9,244 774,360 495582108 KING PHARMACEUTICALS INC 266,650 17,109,636 496902107 KINROSS GOLD CORP 501 386 499040103 KNIGHT RIDDER INC 5,398 456,520 499063105 KNIGHT TRADING GROUP INC 900 20,940 500255104 KOHLS CORP 23,900 2,321,583 500467303 KONINKLIJKE AHOLD N V 90,312 4,415,487 500472303 KONINKLIJKE PHILIPS ELECTRS NV 50,967 2,144,807 500631106 KOREA ELECTRIC PWR 73,503 940,951 500634100 KOREA FD 39,000 558,827 50063P103 KOREA TELECOM 46,750 1,709,289 501044101 KROGER CO 571,438 23,205,092 501556203 KYOCERA CORP 20,901 3,044,250 502161102 LSI LOGIC CORP 45,660 1,133,408 50540R409 LABORATORY CORP AMER HLDGS 94,350 17,864,816 505862102 LAFARGE CORP 300 14,722 50730K503 LAIDLAW INC 5,900 1,652 512807108 LAM RESEARCH CORP 29,550 1,105,077 512815101 LAMAR ADVERTISING CO 129,200 7,476,381 514936103 LANDAMERICA FINL GROUP INC 165 8,849 518415104 LATTICE SEMICONDUCTOR CORP 204,200 5,847,744 518439104 LAUDER ESTEE COS INC 126,750 7,268,746 524660107 LEGGETT & PLATT INC 15,050 455,709 524908100 LEHMAN BROS HLDGS INC 38,250 3,776,335 528872104 LEXICON GENETICS INC 500 5,521 529771107 LEXMARK INTL NEW 11,085 794,535 530129105 LIBERATE TECHNOLOGIES 110,400 1,444,928 53220K207 LIGAND PHARMACEUTICALS INC 22,600 348,067 532457108 LILLY ELI & CO 175,470 21,171,534 532716107 LIMITED INC 685,179 16,963,114 532791100 LINCARE HLDGS INC 43,900 3,659,278 534187109 LINCOLN NATL CORP IND 561,763 37,545,002 535678106 LINEAR TECHNOLOGY CORP 22,450 1,451,537 539320101 LIZ CLAIBORNE INC 4,451 329,753 539830109 LOCKHEED MARTIN CORP 31,246 1,753,984 540424108 LOEWS CORP 22,358 2,091,530 546347105 LOUISIANA PAC CORP 31,884 482,467 548661107 LOWES COS INC 138,597 12,756,040 549463107 LUCENT TECHNOLOGIES INC 1,352,027 21,162,189 55068R202 LUXOTTICA GROUP S P A 152,200 3,635,564 55262C100 MBIA INC 7,276 924,337 55262L100 MBNA CORP 86,089 4,486,909
Page 7 10
Other Included CUSIP ISSUER DESCRIPTION Total Number of shares Market Value C$ Managers 55268N100 MDSI MOBILE DATA SOLUTIONS INC 254,973 2,157,964 55269P302 MDS INC 7,185 135,797 552848103 MGIC INVT CORP WIS 35,470 3,821,341 553530106 MSC INDL DIRECT INC 40,600 1,023,503 554531103 MACKENZIE FINL CORP 7,500 212,625 559211107 MAGNA ENTMT CORP 20 127 559222401 MAGNA INTL INC 1,805 129,419 559776109 MAGYAR TAVKOZLESI RT 30,973 711,558 56418H100 MANPOWER INC 75,550 3,426,088 56501R106 MANULIFE FINL CORP 9,571,130 397,533,897 571748102 MARSH & MCLENNAN COS INC 60,896 9,111,892 571903202 MARRIOTT INTL INC NEW 18,362 1,190,633 573284106 MARTIN MARIETTA MATLS INC 27,850 1,872,512 574599106 MASCO CORP 34,680 1,317,276 576206106 MASSEY ENERGY CORP 600 23,188 576879209 MATSUSHITA ELEC INDL 50,000 1,452,573 577081102 MATTEL INC 36,856 1,028,504 577128101 MATTHEWS INTL CORP 6,350 327,139 57772K101 MAXIM INTEGRATED PRODS INC 327,375 21,439,073 577778103 MAY DEPT STORES CO 22,672 1,266,616 577913106 MAXXAM INC 78,000 1,596,649 578592107 MAYTAG CORP 5,894 299,303 580031201 MCDATA CORP 101,044 3,002,750 580135101 MCDONALDS CORP 131,083 5,479,921 580645109 MCGRAW HILL COS INC 74,888 7,033,868 58155Q103 MCKESSON HBOC INC 22,154 933,148 582266102 MCLEODUSA INC 155,850 2,124,201 582834107 MEAD CORP 7,966 314,711 584699102 MEDIMMUNE INC 431,610 24,380,190 585055106 MEDTRONIC INC 261,935 18,865,894 58551A108 MELLON FINL CORP 559,750 35,713,721 589331107 MERCK & CO INC 426,386 50,913,049 589405109 MERCURY INTERACTIVE CORP 93,850 6,188,148 58977Q109 MERIDIAN RESOURCE CORP 22,680 254,627 589975101 MERIDIAN GOLD INC 1,323,835 13,174,148 590188108 MERRILL LYNCH & CO INC 67,288 5,869,866 591409107 METAWAVE COMMUNICATIONS CP 215,000 2,094,547 59151K108 METHANEX CORP 1,700 21,250 59156R108 METLIFE INC 55,250 2,614,257 594918104 MICROSOFT CORP 1,053,585 90,794,116 59501T304 MICROCELL TELECOMMUNICATIONS 600,978 10,577,486 595112103 MICRON TECHNOLOGY INC 89,554 5,856,235 595635103 MIDCAP SPDR TR 14,050 1,867,198 601073109 MILLIPORE CORP 3,639 265,069 60365K108 MINIMED INC 21,200 970,137 604059105 MINNESOTA MNG & MFG CO 111,332 18,211,858 604675108 MIRANT CORP 73,780 4,109,813 606711109 MITEL CORP 2,325 29,365 608554101 MOLEX INC 14,337 796,472 608554200 MOLEX INC 32,500 1,423,270 61166W101 MONSANTO CO NEW 8,600 480,185 615369105 MOODYS CORP 12,019 521,578 615785102 MOORE LTD 1,179,987 7,337,026 617446448 MORGAN STANLEY DEAN WITTER&CO 167,547 14,114,522 61745C105 MORGAN STANLEY D WITTER INDIA 100,000 1,382,503 620076109 MOTOROLA INC 1,256,731 28,252,694 62855J104 MYRIAD GENETICS INC 10,300 657,852 62886E108 NCR CORP NEW 7,800 479,363 629050204 NEC CORP 15,000 1,874,764 629360306 NPC INTERNATIONAL INC 83,600 1,365,733 62936P103 NPS PHARMACEUTICALS INC 214,550 7,094,461 629407107 NTL INC 18,950 750,445 629568106 NABORS INDS INC 10,650 869,333 631100104 NASDAQ 100 TR 60,665 3,739,324 632525408 NATIONAL AUSTRALIA BK LTD 16,375 1,807,727 635405103 NATIONAL CITY CORP 46,564 1,961,307 635905102 NATIONAL HEALTH REALTY INC 58,300 872,095 637640103 NATIONAL SEMICONDUCTOR CORP 539,068 22,810,327 638612101 NATIONWIDE FINL SVCS INC 59,950 3,582,768 640522108 NEOSE TECHNOLOGIES INC 48,000 1,851,735 64114K104 NETOPIA INC 59,000 267,092 64115P102 NETIQ CORP 109,800 3,263,329 64120L104 NETWORK APPLIANCE INC 81,800 2,165,431 64125C109 NEUROCRINE BIOSCIENCES INC 141,900 4,608,376 650111107 NEW YORK TIMES CO 13,441 866,925 651229106 NEWELL RUBBERMAID INC 21,122 881,358 651639106 NEWMONT MINING CORP 857,602 21,767,864 651824104 NEWPORT CORP 8,500 391,620 652487703 NEWS CORP LTD 135,000 6,674,750
Page 8 11
Other Included CUSIP ISSUER DESCRIPTION Total Number of shares Market Value C$ Managers 65332V103 NEXTEL COMMUNICATIONS INC 279,080 6,316,960 65334H102 NEXEN INC 91,250 3,139,000 653520106 NIAGARA MOHAWK HLDGS INC 12,262 326,302 654106103 NIKE INC 20,704 1,321,955 654624105 NIPPON TELEG & TEL CORP 35,569 1,807,910 65473P105 NISOURCE INC 16,240 795,788 654902204 NOKIA CORP 399,657 15,104,661 655042109 NOBLE DRILLING CORP 10,000 726,838 655844108 NORFOLK SOUTHERN CORP 29,670 782,068 656568102 NORTEL NETWORKS CORP NEW 55,536,822 1,227,592,196 656912102 NORTH AMERN PALLADIUM LTD 52 595 659424105 NORTH FORK BANCORPORATION NY 57,650 2,355,636 665859104 NORTHERN TR CORP 36,000 3,542,861 666807102 NORTHROP GRUMMAN CORP 20,189 2,765,704 66977W109 NOVA CHEMICALS CORP 8,386 259,966 66987V109 NOVARTIS A G 67,787 4,197,995 669967101 NUANCE COMMUNICATIONS INC 25,350 400,759 670006105 NOVELL INC 172,185 1,355,617 670008101 NOVELLUS SYS INC 140,350 8,964,031 670100205 NOVO-NORDISK A S 16,150 2,526,457 67019E107 NSTAR 395,950 23,878,700 670346105 NUCOR CORP 6,097 384,687 671040103 OSI PHARMACEUTICALS INC 87,400 5,453,211 674599105 OCCIDENTAL PETE CORP DEL 29,680 1,154,026 67481E106 OCEAN ENERGY INC TEX 391,650 10,206,285 676220106 OFFICE DEPOT INC 21,050 290,049 679833103 OLD KENT FINL CORP 9,874 590,811 681904108 OMNICARE INC 242,900 8,204,014 681919106 OMNICOM GROUP INC 32,575 4,251,143 682159108 ON ASSIGNMENT INC 96,600 3,175,230 682680103 ONEOK INC NEW 86 5,445 68273F103 ONI SYSTEMS CORP 210,450 6,461,824 683715106 OPEN TEXT CORP 291,815 8,981,422 683718100 OPENWAVE SYS INC 170,905 5,339,099 68389X105 ORACLE CORP 1,006,784 23,745,889 686091109 O REILLY AUTOMOTIVE INC 65,250 2,048,386 689899102 OUTBACK STEAKHOUSE INC 59,450 2,383,317 69331C108 PG&E CORP 29,728 582,783 69344F106 PMC-SIERRA INC 300 11,963 693475105 PNC FINL SVCS GROUP INC 65,848 7,024,630 693506107 PPG INDS INC 12,528 909,201 69351T106 PPL CORP 11,333 784,466 69366M104 PTEK HLDGS INC 30,000 124,230 693718108 PACCAR INC 5,500 388,087 696429307 PALL CORP 9,779 337,525 696642107 PALM INC 57,789 764,903 699173100 PARAMETRIC TECHNOLOGY CORP 47,380 676,068 701094104 PARKER HANNIFIN CORP 9,197 575,211 70211M109 PARTNER COMMUNICATIONS CO LTD 1,230,600 8,355,400 703412106 PATTERSON DENTAL CO 80,550 3,900,158 704326107 PAYCHEX INC 28,525 1,664,811 704379106 PAYLESS SHOESOURCE INC 30,900 3,028,792 708160106 PENNEY J C INC 19,642 494,545 712713106 PEOPLESOFT INC 21,460 791,960 713409100 PEPSI BOTTLING GROUP INC 200 11,922 713448108 PEPSICO INC 645,589 44,603,352 71366Q101 PEREGRINE SYSTEMS INC 78,800 2,419,538 714046109 PERKINELMER INC 3,694 305,080 715684106 P T TELEKOMUNIKASI INDONESIA 429,744 3,146,545 71644E102 PETRO-CDA 87,741 3,070,935 71654V101 PETROLEO BRASILEIRO SA PETROBR 23,830 816,122 71654V408 PETROLEO BRASILEIRO SA PETROBR 30,560 1,145,254 716597109 PETROLEUM GEO-SVCS A/S 55,000 775,099 716731104 PETROMET RES LTD 1,000 9,800 717081103 PFIZER INC 2,118,134 136,566,485 71713U102 PHARMACIA CORP 499,003 39,576,491 717265102 PHELPS DODGE CORP 143,442 9,081,319 718154107 PHILIP MORRIS COS INC 404,068 30,188,249 718193105 PHILIP SVCS CORP DEL 83 440 718507106 PHILLIPS PETE CO 19,187 1,661,380 719405102 PHOTRONICS INC 40,400 1,570,440 723484101 PINNACLE WEST CAP CORP 6,150 444,197 724479100 PITNEY BOWES INC 38,200 2,090,209 72581R106 PIVOTAL CORP 163,321 2,925,297 725906101 PLACER DOME INC 7,886,604 107,401,866 72813P100 PLAYTEX PRODS INC 65,000 940,590 730450103 POHANG IRON & STL LTD 28,600 808,355 736126103 PORTAL SOFTWARE INC 276,750 3,676,607 73755L107 POTASH CORP SASK INC 1,047,322 151,162,821
Page 9 12
Other Included CUSIP ISSUER DESCRIPTION Total Number of shares Market Value C$ Managers 737679100 POTOMAC ELEC PWR CO 671,400 24,717,056 739363109 POWERWAVE TECHNOLOGIES INC 42,900 920,376 74005P104 PRAXAIR INC 12,846 903,152 74144T108 PRICE T ROWE GROUP INC 1,534,050 75,634,839 742718109 PROCTER & GAMBLE CO 276,064 27,168,341 743263105 PROGRESS ENERGY INC 14,536 985,806 743315103 PROGRESSIVE CORP OHIO 28,099 4,293,960 743674103 PROTECTIVE LIFE CORP 40,550 1,958,286 74369L103 PROTEIN DESIGN LABS INC 13,300 931,930 74406A102 PROVIDIAN FINL CORP 62,386 4,816,181 744284100 PROXIM INC 65,050 1,030,631 744573106 PUBLIC SVC ENTERPRISE GROUP 16,007 1,087,835 746144104 PURCHASEPRO COM 32,200 367,591 746927102 QLT INC 2,796,560 89,148,868 747277101 QLOGIC CORP 9,550 338,343 74730W101 QUADRAMED CORP 63,289 224,365 747402105 QUAKER OATS CO 19,935 3,046,375 747525103 QUALCOMM INC 272,100 24,258,952 748203106 QUEBECOR WORLD INC 3,218,668 111,997,466 74834L100 QUEST DIAGNOSTICS INC 11,950 1,672,225 748356102 QUESTAR CORP 200 8,518 74838Y108 QUILMES INDL QUINSA SOCIETE 36,206 531,905 749084109 QUORUM HEALTH GROUP INC 348,900 8,343,428 749121109 QWEST COMMUNICATIONS INTL INC 180,102 9,940,056 749651105 R O C TAIWAN FD 102,000 859,262 749719100 RSA SEC INC 300 11,771 750236101 RADIAN GROUP INC 24,100 2,570,975 75040P405 RADIO ONE INC 176,200 4,265,722 750438103 RADIOSHACK CORP 14,262 823,948 751277302 RALSTON PURINA CO 24,068 1,180,510 755111309 RAYTHEON CO 11 521 755111408 RAYTHEON CO 25,690 1,188,468 75605L104 REALNETWORKS INC 239,650 2,664,874 756577102 RED HAT INC 50 449 758212872 REED INTL PLC 41,050 2,401,284 75886F107 REGENERON PHARMACEUTICALS 37,750 1,318,825 758940100 REGIONS FINL CORP 16,650 745,538 75952J108 RELIANT ENERGY INC 22,434 1,598,442 759930100 RENAL CARE GROUP INC 724,130 30,580,662 760759100 REPUBLIC SVCS INC 141,950 4,190,909 760975102 RESEARCH IN MOTION LTD 841,983 44,539,496 76132M102 REUTERS GROUP PLC 13,011 1,531,417 76547T106 RICHMONT MINES INC 2,000 3,080 767204100 RIO TINTO PLC 40,000 4,417,711 767744105 RITCHIE BROS AUCTIONEERS 191,000 7,067,614 770323103 ROBERT HALF INTL INC 138,250 4,865,352 773903109 ROCKWELL INTL CORP NEW 13,884 794,677 775109200 ROGERS COMMUNICATIONS INC 4,601,633 107,524,631 775371107 ROHM & HAAS CO 16,594 805,034 776696106 ROPER INDS INC NEW 86,450 4,873,260 779382100 ROWAN COS INC 7,267 314,673 779915107 ROYAL GROUP TECHNOLOGIES LTD 200 4,480 780087102 ROYAL BK CDA MONTREAL QUE 16,620,395 783,320,458 780257804 ROYAL DUTCH PETE CO 245,381 21,421,605 780287108 ROYAL GOLD INC 192,500 795,667 781748108 RURAL / METRO CORP 1,000 1,577 78387G103 SBC COMMUNICATIONS INC 448,032 31,483,308 783890106 SCI SYS INC 129,150 3,701,156 784028102 SCP POOL CORP 5,200 266,108 78462F103 SPDR TR 227,745 41,835,683 785905100 SABRE HLDGS CORP 9,288 675,233 786429100 SAFECO CORP 9,698 430,430 786514208 SAFEWAY INC 93,830 8,148,146 790849103 ST JUDE MED INC 78,361 6,644,423 792860108 ST PAUL COS INC 16,494 1,144,046 799774302 SAND TECHNOLOGY INC 250,000 1,279,366 800907107 SANMINA CORP 226,300 6,970,587 803054204 SAP AKTIENGESELLSCHAFT 110,828 5,059,054 803111103 SARA LEE CORP 64,788 2,201,371 806605101 SCHERING PLOUGH CORP 936,383 53,902,836 806857108 SCHLUMBERGER LTD 157,760 14,311,325 808513105 SCHWAB CHARLES CORP NEW 119,893 2,911,051 808655104 SCIENTIFIC ATLANTA INC 44,726 2,929,008 81013T705 SCOTTISH PWR PLC 579,100 23,908,802 811371707 SEA CONTAINERS LTD 12,500 359,600 81211K100 SEALED AIR CORP NEW 5,739 301,192 812387108 SEARS ROEBUCK & CO 25,630 1,423,232 81369Y605 SECTOR SPDR TR 3,770 155,094 81369Y803 SECTOR SPDR TR 20,300 798,927
Page 10 13
Other Included CUSIP ISSUER DESCRIPTION Total Number of shares Market Value C$ Managers 816851109 SEMPRA ENERGY 15,787 578,701 817315104 SEPRACOR INC 61,150 3,081,187 817523103 SEROLOGICALS CORP 60,400 1,283,933 81788Q100 724 SOLUTIONS INC 539,508 8,495,112 82028K200 SHAW COMMUNICATIONS INC 3,516 106,183 824348106 SHERWIN WILLIAMS CO 242,087 9,700,910 82481R106 SHIRE PHARMACEUTICALS GRP PLC 64,500 4,443,338 826170102 SIEBEL SYS INC 283,850 12,157,083 826428104 SIERRA PAC RES NEW 74,400 1,733,829 826516106 SIERRA WIRELESS INC 224,534 5,905,246 826552101 SIGMA ALDRICH CORP 5,505 414,990 827064106 SILICON VY BANCSHARES 13,700 506,944 82929L109 SINGAPORE FD INC 90,000 762,424 82966U103 SIRIUS SATELLITE RADIO INC 50,500 988,960 832110100 SMITH INTL INC 23,100 2,553,411 832248108 SMITHFIELD FOODS INC 500 29,853 833964109 SOFTNET SYS INC 224 431 834182107 SOLECTRON CORP 312,540 9,355,229 834376105 SOLUTIA INC 108 2,053 835699307 SONY CORP 86,235 9,811,869 835916107 SONUS NETWORKS INC 177,750 5,584,565 842587107 SOUTHERN CO 52,245 2,886,605 844730101 SOUTHTRUST CORP 12,550 904,079 844741108 SOUTHWEST AIRLS CO 56,933 1,591,234 852061100 SPRINT CORP 140,894 4,878,534 852061506 SPRINT CORP 410,622 12,284,780 854616109 STANLEY WKS 46,977 2,437,318 855030102 STAPLES INC 35,775 837,931 855244109 STARBUCKS CORP 14,280 954,024 85590A203 STARWOOD HOTELS&RESORTS WRLDWD 14,800 792,574 857477103 STATE STR CORP 103,760 15,259,785 86074Q102 STILLWATER MNG CO 226,400 9,643,069 860831106 STILWELL FINL INC 50,300 2,124,214 861642106 STONE ENERGY CORP 33,547 2,602,602 863667101 STRYKER CORP 14,150 1,164,164 866796105 SUN LIFE FINL SVCS CDA INC 6,009 177,205 866810104 SUN MICROSYSTEMS INC 356,682 8,632,302 867229106 SUNCOR ENERGY INC 97,290 3,886,736 867363103 SUNGARD DATA SYS INC 40,700 3,154,596 86764P109 SUNOCO INC 6,264 319,868 867914103 SUNTRUST BKS INC 22,506 2,296,386 868168105 SUPERIOR INDS INTL INC 37,200 2,024,948 870756103 SWIFT TRANSN CO 85,750 2,497,914 871206108 SYCAMORE NETWORKS INC 315,650 4,970,240 871503108 SYMANTEC CORP 94,255 6,199,328 871508107 SYMBOL TECHNOLOGIES INC 25,000 1,373,843 87155S108 SYMYX TECHNOLOGIES 160,950 3,199,587 87161C105 SYNOVUS FINL CORP 20,245 860,703 871630109 SYNTROLEUM CORP 50,000 1,136,628 871829107 SYSCO CORP 134,828 5,627,783 872362108 TD WATERHOUSE GRP INC 1,337,700 22,748,269 872375100 TECO ENERGY INC 1,136,250 53,602,774 872540109 TJX COS INC NEW 114,298 5,759,174 87255E108 TLC LASER EYE CENTERS INC 508,260 8,683,349 872649108 TRW INC 9,627 515,396 872941109 TMP WORLDWIDE INC 81,000 4,790,770 87308K200 TVX GOLD INC 400 544 873168108 TXU CORP 19,645 1,278,156 874039100 TAIWAN SEMICONDUCTOR MFG LTD 144,767 4,445,035 87425E103 TALISMAN ENERGY INC 3,709,228 333,294,554 87612E106 TARGET CORP 604,212 34,326,335 878237106 TECH DATA CORP 28,300 1,314,559 878555101 TECHNITROL INC 84,450 3,309,757 879101103 TEKELEC 55,400 1,570,196 879131100 TEKTRONIX INC 6,802 292,289 879242105 TELE DANMARK A/S 79,300 2,153,941 879246106 TELE NORTE LESTE PART S A 133,540 3,423,248 879273209 TELECOMM ARGENTINA STET-FRANCE 40,878 1,004,120 879287308 TELECOMUNICACOES BRASILEIRAS S 67,656 5,150,796 879369106 TELEFLEX INC 21,400 1,379,873 879382208 TELEFONICA S A 56,848 4,287,217 879384105 TELEFONICA DEL PERU S A 3,000 20,586 879403780 TELEFONOS DE MEXICO S A 152,941 7,595,204 879433100 TELEPHONE & DATA SYS INC 30 4,448 87944E105 TELEMIG CELULAR PART S A 12,263 773,341 87952L108 TELESP CELULAR PART S A 23,305 543,470 879664100 TELLABS INC 90,448 5,793,847 87971M202 TELUS CORP 17,102 536,148 879868107 TEMPLE INLAND INC 3,925 273,479
Page 11 14
Other Included CUSIP ISSUER DESCRIPTION Total Number of shares Market Value C$ Managers 879946101 TELESYSTEM INTL WIRELESS INC 500 1,200 88033G100 TENET HEALTHCARE CORP 25,447 1,763,428 880770102 TERADYNE INC 12,500 649,524 88157K101 TESCO CORP 1,150 18,412 881624209 TEVA PHARMACEUTICAL INDS LTD 49,749 4,278,889 881694103 TEXACO INC 40,419 4,225,709 882508104 TEXAS INSTRS INC 307,984 15,024,979 883203101 TEXTRON INC 11,310 1,012,251 883203309 TEXTRON INC 25 7,098 883556102 THERMO ELECTRON CORP 13,078 462,923 88575T205 360NETWORKS INC 8,591,677 54,637,341 886423102 TIDEWATER INC 46,350 3,298,828 886547108 TIFFANY & CO NEW 11,150 478,424 888314101 TITAN PHARMACEUTICALS INC DEL 27,500 961,296 891027104 TORCHMARK CORP 9,716 594,055 891160509 TORONTO DOMINION BK ONT 11,966,009 474,148,389 891490302 TOSCO CORP 28,850 1,942,473 89151E109 TOTAL FINA ELF S A 46,669 4,993,066 892335100 TOYS R US INC 15,635 617,936 893526103 TRANSCANADA PIPELINES LTD 242,146 4,600,774 894065101 TRANSWITCH CORP 60,550 1,251,350 89589H104 TRIANGLE PHARMACEUTICALS INC 87,900 795,845 895953107 TRICON GLOBAL RESTAURANTS 10,452 628,496 896047107 TRIBUNE CO NEW 23,741 1,522,817 896263100 TRIMERIS INC 133,550 6,308,654 89677M106 TRITON PCS HLDGS INC 124,050 6,506,824 896938107 TRIZEC HAHN CORP 9 212 901145102 TV AZTECA S A DE C V 304,300 3,545,727 902124106 TYCO INTL LTD NEW 410,616 27,937,123 902905827 USX MARATHON GROUP 24,124 1,023,366 902911106 UST INC 50,098 2,370,481 902973304 US BANCORP DEL 268,258 9,799,688 902984103 USA NETWORKS INC 82,550 3,111,418 90339M104 U S VISION INC 1 6 90390U102 USA ED INC 11,650 1,332,702 90458E107 UNIBANCO-UNIAO DE BANCOS BRASL 63,640 2,044,240 904784709 UNILEVER N V 67,942 5,631,522 907818108 UNION PAC CORP 41,671 3,690,864 908068109 UNION PLANTERS CORP 9,700 587,883 909214108 UNISYS CORP 92,106 2,030,428 909914103 UNITED DOMINION INDS LTD 547,685 18,110,148 911684108 UNITED STATES CELLULAR CORP 200 19,023 911905107 US AIRWAYS GROUP INC 5,278 294,617 913017109 UNITED TECHNOLOGIES CORP 116,528 13,451,450 913247508 UNITEDGLOBALCOM 55,600 1,149,068 91324P102 UNITEDHEALTH GROUP INC 269,282 25,126,994 913903100 UNIVERSAL HLTH SVCS INC 10,350 1,439,039 914906102 UNIVISION COMMUNICATIONS INC 14,200 853,234 915289102 UNOCAL CORP 19,945 1,085,688 91529Y106 UNUMPROVIDENT CORP 17,899 823,532 91727P105 UROCOR INC 229,600 3,434,528 918204108 V F CORP 9,392 517,604 923436109 VERITAS SOFTWARE CO 162,526 11,832,244 92343E102 VERISIGN INC 502,541 28,041,421 92343V104 VERIZON COMMUNICATIONS 1,120,535 86,853,701 92532F100 VERTEX PHARMACEUTICALS INC 600 32,845 925524308 VIACOM INC 244,941 16,958,581 92552R109 VIAD CORP 56,650 2,125,668 92659G600 VIDESH SANCHAR NIGAM LTD 250,000 4,664,767 928241108 VIROPHARMA INC 140,700 6,397,167 92839U107 VISTEON CORP 11,430 270,735 928497106 VITESSE SEMICONDUCTOR CORP 39,250 1,471,659 92857W100 VODAFONE GROUP PLC NEW 717,819 30,701,493 928615103 VOICESTREAM WIRELESS CORP 2,025 294,579 92906P106 VOTORANTIM CELULOSE E PAPEL SA 17,296 333,621 929160109 VULCAN MATLS CO 7,900 582,536 929236107 WD-40 CO 113,700 3,580,651 929309300 WPP GROUP PLC 63,645 5,379,469 929771103 WACHOVIA CORP 70,311 6,666,886 930059100 WADDELL & REED FINL INC 140,600 6,276,390 930059209 WADDELL & REED FINL INC 47,600 2,130,113 931142103 WAL MART STORES INC 604,991 48,108,461 931422109 WALGREEN CO 119,846 7,689,450 939322103 WASHINGTON MUT INC 82,051 7,073,585 94106L109 WASTE MGMT INC DEL 49,440 1,925,297 941848103 WATERS CORP 408,700 29,892,478 942683103 WATSON PHARMACEUTICALS INC 603,240 50,016,134 94769A101 WEBLINK WIRELESS INC 408,164 80,389 94769M105 WEBMD CORP 270,330 2,367,537
Page 12 15
Other Included CUSIP ISSUER DESCRIPTION Total Number of shares Market Value C$ Managers 94844D104 WEBTRENDS CORP 52,700 746,835 94973H108 WELLPOINT HEALTH NETWORK NEW 132,315 19,836,899 949746101 WELLS FARGO & CO NEW 983,854 76,513,449 950590109 WENDYS INTL INC 9,546 335,496 950813105 WESCAST INDS INC 73,384 3,285,918 956909105 WESTAIM CORP 4,988 40,652 95751D102 WESTCOAST ENERGY INC 118,379 4,237,968 958259103 WESTERN GAS RES INC 45,200 2,295,301 95988E204 WESTERN WIRELESS CORP 350,450 22,417,697 961548104 WESTVACO CORP 7,603 290,075 961815107 WESTWOOD ONE INC 128,500 4,657,791 962166104 WEYERHAEUSER CO 16,561 1,324,452 963320106 WHIRLPOOL CORP 4,768 375,311 966837106 WHOLE FOODS MKT INC 33,300 2,208,797 969133107 WILLAMETTE INDS INC 8,028 581,483 969457100 WILLIAMS COS INC DEL 64,096 4,324,673 972232102 WILSON GREATBATCH TECHNOLOGIES 33,250 994,233 974280109 WINN DIXIE STORES INC 10,627 474,813 97651M109 WIPRO LTD 23,270 1,176,178 980905103 WORLD HEART CORP 100 845 98157D106 WORLDCOM INC GA NEW 572,919 16,859,695 982526105 WRIGLEY WM JR CO 16,602 1,261,332 983764101 XO COMMUNICATIONS INC 35,443 390,661 98389B100 XCEL ENERGY INC 24,344 1,154,182 983919101 XILINX INC 341,950 18,912,568 984121103 XEROX CORP 59,532 559,988 984332106 YAHOO INC 43,200 1,071,361 984846105 YANZHOU COAL MNG CO LTD 10,631 313,868 988858106 ZALE CORP NEW 41,100 1,876,833 98975F101 ZORAN CORP 15,600 376,121 D1668R123 DAIMLERCHRYSLER AG 38,195 2,681,132 G0070K103 ACE LTD 116,500 6,743,308 G02602103 AMDOCS LTD 46,400 3,499,654 G05330108 ASIA GLOBAL CROSSING LTD 110,400 879,960 G37260109 GARMIN LTD 19,000 594,610 G3921A100 GLOBAL CROSSING LTD 65,499 1,392,055 G90078109 TRANSOCEAN SEDCO FOREX INC 127,701 8,716,700 G90751101 TRITON ENERGY LTD 304,500 8,999,598 H8920G155 UBS AG 2,000 453,486 L6388F102 MILLICOM INTL CELLULAR S A 338,805 10,536,308 M20385106 BREEZECOM LTD 35,205 370,687 M22465104 CHECK POINT SOFTWARE TECH LTD 77,524 5,798,309 M81869105 RADVISION LTD 24,564 268,313 M81873107 RADWARE LTD 26,298 468,418 M88258104 TTI TEAM TELECOM INTL LTD 25,687 515,698 N07059111 ASM LITHOGRAPHY HLDG N V 258,500 8,827,375 Y2573F102 FLEXTRONICS INTL LTD 821,628 19,406,091 008474AA6 AGNICO EAGLE MINES LTD 300,000 22,275,000 1 01859J108 ALLIANCE FST PRODS INC 200,000 4,452,000 1 135923100 CANADIAN PAC LTD NEW 90,800 5,198,300 1 15101Q108 CELESTICA INC 6,300 271,593 1 25243K208 DIA MET MINERALS LTD 71,000 1,349,000 1 25243K307 DIA MET MINERALS LTD 95,300 1,953,650 1 40218L305 GULF CDA RES LTD 50,000 427,000 1 402284103 GULF INDONESIA RES LTD 11,000 96,800 1 45321W106 IMRGLOBAL CORPORATION 48,193 269,592 1 453258139 INCO LTD 58,389 394,126 1 453258808 INCO LTD 182,002 8,089,989 1 554531103 MACKENZIE FINL CORP 322,689 9,167,594 1 559222AG9 MAGNA INTL INC 3,075,000 289,050,000 1 74158B100 PRIME RESPONSE INC 1,400 2,625 1 832682108 SMTC CORP 15,000 44,535 1 87308KAA9 TVX GOLD INC 6,825,000 447,037,500 1 87971M202 TELUS CORP 346,700 10,817,040 1 909914103 UNITED DOMINION INDS LTD 45,800 1,515,980 1 00130H105 AES CORP 169,115 13,312,221 2 00184A105 AOL TIME WARNER INC 1,459,464 92,326,189 2 001957406 AT&T CORP 1,500 45,330 2 00207Q202 AT & T CDA INC 202,000 9,309,433 2 00651F108 ADAPTEC INC 31,379 428,744 2 00724F101 ADOBE SYS INC 76,592 4,220,122 2 00817Y108 AETNA INC NEW 45,782 2,591,058 2 00846U101 AGILENT TECHNOLOGIES INC 145,271 7,033,759 2 01741R102 ALLEGHENY TECHNOLOGIES INC 25,582 701,745 2 023135106 AMAZON COM INC 5,000 80,592 2 03822W109 APPLIED MICRO CIRCUITS CORP 95,012 2,470,065 2 06423A103 BANK ONE CORP 368,081 20,982,534 2 101137107 BOSTON SCIENTIFIC CORP 129,017 4,102,174 2 109043109 BRIGGS & STRATTON CORP 6,872 415,452 2
Page 13 16
Other Included CUSIP ISSUER DESCRIPTION Total Number of shares Market Value C$ Managers 110122108 BRISTOL MYERS SQUIBB CO 622,440 58,254,558 2 111320107 BROADCOM CORP 77,772 3,541,336 2 111412102 BROADVISION INC 85,673 721,333 2 115637209 BROWN FORMAN CORP 21,792 2,127,083 2 117043109 BRUNSWICK CORP 27,809 860,105 2 12189T104 BURLINGTON NORTHN SANTA FE CP 124,929 5,979,942 2 122014103 BURLINGTON RES INC 68,749 4,847,361 2 125509109 CIGNA CORP 48,862 8,265,321 2 125577106 CIT GROUP INC 83,372 3,793,703 2 125896100 CMS ENERGY CORP 41,662 1,942,366 2 126408103 CSX CORP 67,800 3,600,025 2 126650100 CVS CORP 124,714 11,493,249 2 12686C109 CABLEVISION SYS CORP 14,000 1,552,029 2 126920107 CABLETRON SYS INC 58,779 1,194,697 2 131347106 CALPINE CORP 89,693 7,782,508 2 134429109 CAMPBELL SOUP CO 133,774 6,295,829 2 14040H105 CAPITAL ONE FINL CORP 62,693 5,482,240 2 14149Y108 CARDINAL HEALTH INC 89,249 13,605,055 2 143658102 CARNIVAL CORP 186,131 8,114,726 2 149123101 CATERPILLAR INC DEL 109,430 7,651,907 2 151313103 CENDANT CORP 244,778 5,626,958 2 152312104 CENTEX CORP 18,876 1,238,714 2 156700106 CENTURYTEL INC 44,769 2,027,969 2 160903100 CHARTER ONE FINL INC 66,170 2,950,486 2 166751107 CHEVRON CORPORATION 204,305 28,263,080 2 170040109 CHIRON CORP 59,959 4,144,933 2 171232101 CHUBB CORP 55,646 6,351,238 2 172062101 CINCINNATI FINL CORP 51,204 3,060,684 2 172474108 CINERGY CORP 50,610 2,675,314 2 172737108 CIRCUIT CITY STORE INC 65,493 1,093,822 2 17275R102 CISCO SYS INC 2,321,762 57,844,785 2 172908105 CINTAS CORP 53,719 3,336,495 2 172967101 CITIGROUP INC 1,598,699 113,300,578 2 17453B101 CITIZENS COMMUNICATIONS CO 84,425 1,682,703 2 177376100 CITRIX SYS INC 58,976 1,962,990 2 184502102 CLEAR CHANNEL COMMUNICATIONS 186,144 15,969,558 2 189054109 CLOROX CO DEL 75,209 3,726,803 2 191216100 COCA COLA CO 791,689 56,331,915 2 191219104 COCA COLA ENTERPRISES INC 133,000 3,725,884 2 194162103 COLGATE PALMOLIVE CO 182,156 15,859,896 2 200300200 COMCAST CORP 299,006 19,757,337 2 200340107 COMERICA INC 56,391 5,464,254 2 204493100 COMPAQ COMPUTER CORP 537,651 15,417,637 2 204912109 COMPUTER ASSOC INTL INC 183,447 7,861,863 2 205363104 COMPUTER SCIENCES CORP 53,672 2,735,697 2 205638109 COMPUWARE CORP 117,085 1,798,671 2 205862402 COMVERSE TECHNOLOGY INC 52,843 4,903,148 2 205887102 CONAGRA FOODS INC 170,877 4,910,825 2 206197105 CONCORD EFS INC 68,746 4,380,036 2 207142100 CONEXANT SYSTEMS INC 77,374 1,089,575 2 208251405 CONOCO INC 198,374 8,829,766 2 208464107 CONSECO INC 103,556 2,626,922 2 209115104 CONSOLIDATED EDISON INC 67,485 3,944,819 2 210149100 CONSOLIDATED STORES CORP 35,557 563,037 2 210371100 CONSTELLATION ENERGY GROUP INC 51,739 3,595,031 2 212485106 CONVERGYS CORP 49,100 2,790,446 2 216669101 COOPER INDS INC 29,708 1,565,725 2 216831107 COOPER TIRE & RUBR CO 23,094 412,991 2 217016104 COORS ADOLPH CO 11,734 1,209,861 2 219350105 CORNING INC 292,753 9,543,503 2 22160K105 COSTCO WHSL CORP NEW 142,644 8,821,433 2 222372104 COUNTRYWIDE CR INDS INC DEL 37,059 2,881,554 2 224399105 CRANE CO 19,218 788,791 2 231021106 CUMMINS ENGINE INC 13,157 778,211 2 233331107 DTE ENERGY CO 45,410 2,847,610 2 235811106 DANA CORP 47,084 1,274,508 2 235851102 DANAHER CORP DEL 45,155 3,881,738 2 237194105 DARDEN RESTAURANTS INC 38,244 1,431,110 2 244199105 DEERE & CO 74,716 4,278,037 2 247025109 DELL COMPUTER CORP 823,482 33,328,972 2 247126105 DELPHI AUTOMOTIVE SYS CORP 178,198 3,978,493 2 247361108 DELTA AIR LINES INC DEL 39,139 2,435,863 2 248019101 DELUXE CORP 23,100 861,502 2 25179M103 DEVON ENERGY CORP NEW 40,856 3,746,492 2 254067101 DILLARDS INC 28,015 968,441 2 254687106 DISNEY WALT CO 662,211 29,840,658 2 256669102 DOLLAR GEN CORP 105,238 3,389,218 2 25746U109 DOMINION RES INC VA NEW 76,125 7,732,696 2 257867101 DONNELLEY R R & SONS CO 38,844 1,604,732 2
Page 14 17
Other Included CUSIP ISSUER DESCRIPTION Total Number of shares Market Value C$ Managers 260003108 DOVER CORP 64,648 3,650,640 2 260543103 DOW CHEM CO 285,298 14,191,205 2 260561105 DOW JONES & CO INC 27,855 2,297,554 2 263534109 DU PONT E I DE NEMOURS & CO 331,988 21,289,368 2 264399106 DUKE ENERGY CORP 243,956 16,428,276 2 26816Q101 DYNEGY INC NEW 102,821 8,263,863 2 268648102 E M C CORP MASS 750,998 34,788,210 2 26875P101 EOG RES INC 37,199 2,416,521 2 269246104 E TRADE GROUP INC 6,000 65,986 2 277432100 EASTMAN CHEM CO 24,478 1,898,294 2 277461109 EASTMAN KODAK CO 95,555 6,005,697 2 278058102 EATON CORP 21,789 2,351,656 2 278865100 ECOLAB INC 40,435 2,702,552 2 281020107 EDISON INTL 103,712 2,065,485 2 28336L109 EL PASO CORP 178,209 18,335,332 2 285661104 ELECTRONIC DATA SYS NEW 148,863 13,101,882 2 291011104 EMERSON ELEC CO 136,574 13,341,532 2 292845104 ENGELHARD CORP 40,672 1,657,181 2 293561106 ENRON CORP 237,645 21,754,584 2 29364G103 ENTERGY CORP NEW 70,956 4,248,334 2 294429105 EQUIFAX INC 45,082 2,219,725 2 294821400 ERICSSON L M TEL CO 5,000 44,068 2 30161N101 EXELON CORP 101,368 10,477,332 2 30231G102 EXXON MOBIL CORP 1,106,562 141,223,426 2 302491303 F M C CORP 9,700 1,125,464 2 302571104 FPL GROUP INC 56,308 5,438,468 2 313400301 FEDERAL HOME LN MTG CORP 221,262 22,601,061 2 313586109 FEDERAL NATL MTG ASSN 320,674 40,218,215 2 31410H101 FEDERATED DEPT STORES INC DEL 63,267 4,141,849 2 31428X106 FEDEX CORP 94,343 6,195,600 2 316773100 FIFTH THIRD BANCORP 180,801 15,222,744 2 319963104 FIRST DATA CORP 125,750 11,830,444 2 337358105 FIRST UN CORP 311,838 16,213,954 2 337738108 FISERV INC 39,492 2,783,534 2 337932107 FIRSTENERGY CORP 71,771 3,157,260 2 339030108 FLEETBOSTON FINL CORP 344,706 20,502,734 2 343412102 FLUOR CORP NEW 23,503 1,647,894 2 345370860 FORD MTR CO DEL 590,174 26,148,174 2 345838106 FOREST LABS INC 56,077 5,234,146 2 349631101 FORTUNE BRANDS INC 49,241 2,668,894 2 354613101 FRANKLIN RES INC 77,713 4,788,808 2 35671D857 FREEPORT-MCMORAN COPPER & GOLD 47,268 971,905 2 36225X100 GPU INC 38,627 1,977,364 2 364730101 GANNETT INC 83,943 7,898,602 2 364760108 GAP INC DEL 270,485 10,108,880 2 367626108 GATEWAY INC 102,794 2,722,585 2 369550108 GENERAL DYNAMICS CORP 63,425 6,269,761 2 369604103 GENERAL ELEC CO 3,154,233 208,036,226 2 370334104 GENERAL MLS INC 90,392 6,125,555 2 370442105 GENERAL MTRS CORP 174,554 14,260,165 2 372460105 GENUINE PARTS CO 55,098 2,249,310 2 373298108 GEORGIA PAC CORP 71,856 3,328,560 2 375766102 GILLETTE CO 335,290 16,466,579 2 381317106 GOLDEN WEST FINL CORP DEL 50,366 5,150,248 2 382388106 GOODRICH B F CO 32,720 1,978,113 2 382550101 GOODYEAR TIRE & RUBR CO 50,540 1,899,195 2 384802104 GRAINGER W W INC 29,914 1,595,435 2 390568103 GREAT LAKES CHEM CORP 15,986 774,265 2 401698105 GUIDANT CORP 97,957 6,943,804 2 404119109 HCA-HEALTHCARE CO 7,097,352 450,322,811 2 406216101 HALLIBURTON CO 140,828 8,154,406 2 41163G101 HARCOURT GEN INC 23,309 2,044,518 2 412822108 HARLEY DAVIDSON INC 96,466 5,768,090 2 413619107 HARRAHS ENTMT INC 37,159 1,723,059 2 416515104 HARTFORD FINL SVCS GROUP INC 75,214 6,991,924 2 418056107 HASBRO INC 54,854 1,114,921 2 421924101 HEALTHSOUTH CORP 122,978 2,497,620 2 423074103 HEINZ H J CO 110,690 7,011,007 2 427056106 HERCULES INC 34,198 699,932 2 427866108 HERSHEY FOODS CORP 43,325 4,731,982 2 428236103 HEWLETT PACKARD CO 615,182 30,309,409 2 432848109 HILTON HOTELS CORP 117,349 1,932,154 2 435569108 HOLLINGER INTL INC 3,348,782 75,504,439 2 437076102 HOME DEPOT INC 737,215 50,063,062 2 437614100 HOMESTAKE MNG CO 83,770 694,257 2 438516106 HONEYWELL INTL INC 253,857 16,319,065 2 441815107 HOUSEHOLD INTL INC 149,882 13,989,768 2 444859102 HUMANA INC 53,837 888,972 2 446150104 HUNTINGTON BANCSHARES INC 79,853 1,792,884 2
Page 15 18
Other Included CUSIP ISSUER DESCRIPTION Total Number of shares Market Value C$ Managers 449934108 IMS HEALTH INC 93,479 3,667,409 2 450911102 ITT INDS INC IND 27,989 1,708,854 2 452308109 ILLINOIS TOOL WKS INC 96,172 8,612,886 2 453258402 INCO LTD 57,867 1,352,129 2 456866102 INGERSOLL-RAND CO 51,095 3,196,865 2 458140100 INTEL CORP 2,145,333 88,941,162 2 459200101 INTERNATIONAL BUSINESS MACHS 558,467 84,630,764 2 459506101 INTERNATIONAL FLAVORS&FRAGRANC 31,113 1,081,417 2 460146103 INTL PAPER CO 153,231 8,710,822 2 460690100 INTERPUBLIC GROUP COS INC 97,961 5,301,832 2 461202103 INTUIT 65,861 2,879,634 2 46612J101 JDS UNIPHASE CORP 415,780 12,078,461 2 46625H100 J P MORGAN CHASE & CO 605,615 42,843,894 2 466313103 JABIL CIRCUIT INC 60,743 2,069,178 2 475070108 JEFFERSON PILOT CORP 32,808 3,509,389 2 478160104 JOHNSON & JOHNSON 442,484 60,982,141 2 478366107 JOHNSON CTLS INC 27,405 2,696,980 2 482480100 KLA-TENCOR CORP 58,713 3,642,511 2 482584109 K MART CORP 153,876 2,279,002 2 48666K109 KB HOME 13,995 719,729 2 487836108 KELLOGG CO 129,126 5,499,279 2 492386107 KERR MCGEE CORP 30,027 3,070,454 2 493267108 KEYCORP NEW 135,552 5,510,254 2 49337W100 KEYSPAN CORP 42,859 2,574,867 2 494368103 KIMBERLY CLARK CORP 169,961 18,164,233 2 49455P101 KINDER MORGAN INC KANS 36,419 3,052,711 2 495582108 KING PHARMACEUTICALS INC 53,739 3,450,350 2 499040103 KNIGHT RIDDER INC 23,346 1,975,666 2 500255104 KOHLS CORP 105,587 10,262,926 2 501044101 KROGER CO 260,552 10,587,459 2 502161102 LSI LOGIC CORP 101,641 2,519,090 2 524660107 LEGGETT & PLATT INC 62,436 1,891,735 2 524908100 LEHMAN BROS HLDGS INC 79,635 7,867,151 2 529771107 LEXMARK INTL NEW 40,474 2,902,848 2 530436104 LIBERTY DIGITAL INC 208,080 2,049,068 2 532457108 LILLY ELI & CO 358,842 43,342,909 2 532716107 LIMITED INC 135,513 3,356,445 2 534187109 LINCOLN NATL CORP IND 60,981 4,080,588 2 535678106 LINEAR TECHNOLOGY CORP 100,823 6,523,054 2 539320101 LIZ CLAIBORNE INC 16,497 1,222,955 2 539830109 LOCKHEED MARTIN CORP 137,119 7,701,993 2 540424108 LOEWS CORP 62,781 5,876,703 2 543162101 LONGS DRUG STORES CORP 11,902 554,333 2 546347105 LOUISIANA PAC CORP 33,160 502,093 2 548661107 LOWES COS INC 121,880 11,224,395 2 549463107 LUCENT TECHNOLOGIES INC 1,090,955 17,137,520 2 55262C100 MBIA INC 31,303 3,979,219 2 55262L100 MBNA CORP 271,140 14,140,591 2 552848103 MGIC INVT CORP WIS 33,986 3,663,778 2 564055101 MANOR CARE INC NEW 32,676 1,050,280 2 571748102 MARSH & MCLENNAN COS INC 87,565 13,111,043 2 571903202 MARRIOTT INTL INC NEW 76,397 4,956,882 2 574599106 MASCO CORP 142,058 5,403,174 2 577081102 MATTEL INC 135,846 3,797,051 2 57772K101 MAXIM INTEGRATED PRODS INC 90,133 5,906,344 2 577778103 MAY DEPT STORES CO 94,794 5,299,201 2 578592107 MAYTAG CORP 24,483 1,244,057 2 580031201 MCDATA CORP 1,803 53,620 2 580037109 MCDERMOTT INTL INC 19,241 383,499 2 580135101 MCDONALDS CORP 417,424 17,461,756 2 580645109 MCGRAW HILL COS INC 62,205 5,846,308 2 58155Q103 MCKESSON HBOC INC 90,682 3,822,001 2 582834107 MEAD CORP 31,547 1,247,110 2 584699102 MEDIMMUNE INC 67,502 3,815,527 2 585055106 MEDTRONIC INC 382,464 27,563,394 2 58551A108 MELLON FINL CORP 155,341 9,917,484 2 589331107 MERCK & CO INC 734,106 87,790,298 2 589405109 MERCURY INTERACTIVE CORP 25,755 1,699,270 2 589433101 MEREDITH CORP 15,884 873,687 2 590188108 MERRILL LYNCH & CO INC 257,191 22,449,750 2 59156R108 METLIFE INC 243,377 11,523,117 2 594918104 MICROSOFT CORP 1,736,390 149,617,130 2 595112103 MICRON TECHNOLOGY INC 188,875 12,358,973 2 601073109 MILLIPORE CORP 14,741 1,074,431 2 604059105 MINNESOTA MNG & MFG CO 126,104 20,643,835 2 608554101 MOLEX INC 62,186 3,456,866 2 615369105 MOODYS CORP 51,731 2,246,343 2 617446448 MORGAN STANLEY DEAN WITTER&CO 355,538 29,969,933 2 620076109 MOTOROLA INC 697,337 15,667,807 2
Page 16 19
Other Included CUSIP ISSUER DESCRIPTION Total Number of shares Market Value C$ Managers 62886E108 NCR CORP NEW 30,511 1,876,294 2 629568106 NABORS INDS INC 46,777 3,820,703 2 635405103 NATIONAL CITY CORP 193,924 8,173,373 2 637640103 NATIONAL SEMICONDUCTOR CORP 55,465 2,337,700 2 637657107 NATIONAL SVC INDS INC 13,070 482,908 2 63934E108 NAVISTAR INTL CORP NEW 18,849 677,125 2 64120L104 NETWORK APPLIANCE INC 102,133 2,705,480 2 650111107 NEW YORK TIMES CO 51,623 3,332,385 2 651229106 NEWELL RUBBERMAID INC 84,859 3,543,152 2 651639106 NEWMONT MINING CORP 61,228 1,555,110 2 65332V103 NEXTEL COMMUNICATIONS INC 242,513 5,492,738 2 653520106 NIAGARA MOHAWK HLDGS INC 51,010 1,358,276 2 654086107 NICOR INC 14,535 853,533 2 654106103 NIKE INC 85,840 5,484,367 2 65473P105 NISOURCE INC 64,887 3,181,583 2 654902204 NOKIA CORP 1,500 56,722 2 655042109 NOBLE DRILLING CORP 42,749 3,109,122 2 655664100 NORDSTROM INC 42,644 1,093,851 2 655844108 NORFOLK SOUTHERN CORP 122,374 3,227,681 2 656568102 NORTEL NETWORKS CORP NEW 1,012,814 22,420,846 2 665859104 NORTHERN TR CORP 70,599 6,952,237 2 666807102 NORTHROP GRUMMAN CORP 22,958 3,147,018 2 670006105 NOVELL INC 101,101 796,474 2 670008101 NOVELLUS SYS INC 44,782 2,862,030 2 670346105 NUCOR CORP 24,787 1,564,910 2 674599105 OCCIDENTAL PETE CORP DEL 117,580 4,585,161 2 676220106 OFFICE DEPOT INC 94,847 1,307,608 2 681919106 OMNICOM GROUP INC 56,362 7,360,073 2 682680103 ONEOK INC NEW 9,297 598,971 2 683718100 OPENWAVE SYS INC 1,000 31,260 2 68389X105 ORACLE CORP 1,778,144 41,968,622 2 69331C108 PG&E CORP 123,220 2,417,111 2 693475105 PNC FINL SVCS GROUP INC 92,192 9,841,210 2 693506107 PPG INDS INC 53,567 3,890,004 2 69351T106 PPL CORP 46,238 3,202,600 2 693718108 PACCAR INC 24,343 1,718,776 2 695257105 PACTIV CORP 50,301 959,769 2 696429307 PALL CORP 39,027 1,347,881 2 696642107 PALM INC 181,813 2,408,093 2 699173100 PARAMETRIC TECHNOLOGY CORP 84,606 1,208,079 2 701094104 PARKER HANNIFIN CORP 37,112 2,322,574 2 704326107 PAYCHEX INC 118,705 6,931,859 2 708160106 PENNEY J C INC 83,507 2,103,862 2 711030106 PEOPLES ENERGY CORP 11,266 689,970 2 712713106 PEOPLESOFT INC 90,865 3,355,474 2 713448108 PEPSICO INC 459,533 31,821,567 2 714046109 PERKINELMER INC 15,888 1,312,988 2 717081103 PFIZER INC 2,006,331 129,450,121 2 71713U102 PHARMACIA CORP 410,332 32,565,167 2 717265102 PHELPS DODGE CORP 25,061 1,586,552 2 718154107 PHILIP MORRIS COS INC 707,812 52,917,596 2 718507106 PHILLIPS PETE CO 81,257 7,047,971 2 723484101 PINNACLE WEST CAP CORP 26,968 1,949,052 2 724479100 PITNEY BOWES INC 80,264 4,394,623 2 725906101 PLACER DOME INC 104,258 1,420,926 2 737628107 POTLATCH CORP 9,049 455,530 2 739308104 POWER-ONE INC 24,986 570,441 2 74005P104 PRAXAIR INC 50,482 3,551,436 2 74144T108 PRICE T ROWE GROUP INC 38,617 1,905,207 2 742718109 PROCTER & GAMBLE CO 417,782 41,206,908 2 743263105 PROGRESS ENERGY INC 65,414 4,439,065 2 743315103 PROGRESSIVE CORP OHIO 23,380 3,575,082 2 74406A102 PROVIDIAN FINL CORP 90,995 7,032,383 2 744573106 PUBLIC SVC ENTERPRISE GROUP 68,254 4,641,470 2 745867101 PULTE CORP 12,957 824,972 2 747277101 QLOGIC CORP 29,332 1,039,849 2 747402105 QUAKER OATS CO 41,999 6,422,150 2 747525103 QUALCOMM INC 240,339 21,442,649 2 748767100 QUINTILES TRANSNATIONAL CORP 36,701 1,091,468 2 749121109 QWEST COMMUNICATIONS INTL INC 527,176 29,113,179 2 750438103 RADIOSHACK CORP 59,174 3,420,776 2 751277302 RALSTON PURINA CO 98,532 4,835,945 2 755111408 RAYTHEON CO 108,552 5,024,995 2 758110100 REEBOK INTL LTD 18,218 713,588 2 758940100 REGIONS FINL CORP 76,957 3,448,145 2 75952J108 RELIANT ENERGY INC 93,828 6,689,552 2 770323103 ROBERT HALF INTL INC 56,567 1,991,988 2 773903109 ROCKWELL INTL CORP NEW 58,020 3,322,983 2 775371107 ROHM & HAAS CO 69,938 3,395,087 2
Page 17 20
Other Included CUSIP ISSUER DESCRIPTION Total Number of shares Market Value C$ Managers 779382100 ROWAN COS INC 30,040 1,301,603 2 780257804 ROYAL DUTCH PETE CO 679,682 59,371,082 2 783549108 RYDER SYS INC 19,041 539,718 2 78387G103 SBC COMMUNICATIONS INC 1,077,520 75,770,159 2 78462F103 SPDR TR 53,641 9,862,261 2 785905100 SABRE HLDGS CORP 41,927 3,049,999 2 786429100 SAFECO CORP 40,627 1,804,335 2 786514208 SAFEWAY INC 159,513 13,860,777 2 790849103 ST JUDE MED INC 27,058 2,295,765 2 792860108 ST PAUL COS INC 69,299 4,809,710 2 800907107 SANMINA CORP 97,540 3,006,444 2 803062108 SAPIENT CORP 38,620 437,357 2 803111103 SARA LEE CORP 263,276 8,951,765 2 806605101 SCHERING PLOUGH CORP 465,405 26,787,161 2 806857108 SCHLUMBERGER LTD 182,263 16,544,070 2 808513105 SCHWAB CHARLES CORP NEW 444,451 10,798,271 2 808655104 SCIENTIFIC ATLANTA INC 51,386 3,367,284 2 81211K100 SEALED AIR CORP NEW 26,632 1,398,573 2 812387108 SEARS ROEBUCK & CO 106,375 5,911,409 2 816851109 SEMPRA ENERGY 65,096 2,387,719 2 824348106 SHERWIN WILLIAMS CO 51,109 2,051,837 2 826170102 SIEBEL SYS INC 136,732 5,859,830 2 826552101 SIGMA ALDRICH CORP 24,575 1,853,738 2 833034101 SNAP ON INC 18,519 849,679 2 834182107 SOLECTRON CORP 205,486 6,154,749 2 842587107 SOUTHERN CO 215,147 11,895,005 2 844730101 SOUTHTRUST CORP 53,885 3,884,230 2 844741108 SOUTHWEST AIRLS CO 241,272 6,747,630 2 852061100 SPRINT CORP 281,495 9,753,082 2 852061506 SPRINT CORP 296,780 8,884,525 2 854616109 STANLEY WKS 27,365 1,420,682 2 855030102 STAPLES INC 144,193 3,379,459 2 855244109 STARBUCKS CORP 60,285 4,030,928 2 85590A203 STARWOOD HOTELS&RESORTS WRLDWD 61,474 3,294,155 2 857477103 STATE STR CORP 51,504 7,579,382 2 860831106 STILWELL FINL INC 70,796 2,991,668 2 863667101 STRYKER CORP 62,263 5,125,808 2 866810104 SUN MICROSYSTEMS INC 1,040,697 25,202,530 2 86764P109 SUNOCO INC 26,993 1,379,253 2 867914103 SUNTRUST BKS INC 94,291 9,627,005 2 868536103 SUPERVALU INC 42,136 884,972 2 871508107 SYMBOL TECHNOLOGIES INC 46,594 2,562,131 2 87161C105 SYNOVUS FINL CORP 91,539 3,894,179 2 871829107 SYSCO CORP 215,167 8,987,344 2 872540109 TJX COS INC NEW 88,998 4,487,208 2 872649108 TRW INC 39,578 2,120,209 2 873168108 TXU CORP 82,172 5,349,709 2 87612E106 TARGET CORP 285,135 16,209,254 2 879131100 TEKTRONIX INC 30,108 1,294,588 2 879664100 TELLABS INC 130,677 8,377,340 2 879868107 TEMPLE INLAND INC 15,684 1,093,493 2 88033G100 TENET HEALTHCARE CORP 102,146 7,081,414 2 880770102 TERADYNE INC 55,540 2,887,791 2 881694103 TEXACO INC 175,130 18,322,073 2 882508104 TEXAS INSTRS INC 553,550 27,019,931 2 883203101 TEXTRON INC 45,283 4,055,414 2 883556102 THERMO ELECTRON CORP 57,303 2,029,643 2 884315102 THOMAS & BETTS CORP 18,461 504,953 2 886547108 TIFFANY & CO NEW 46,437 1,993,777 2 887389104 TIMKEN CO 19,107 471,143 2 891027104 TORCHMARK CORP 40,188 2,458,724 2 891490302 TOSCO CORP 46,063 3,103,387 2 892335100 TOYS R US INC 62,821 2,484,417 2 895953107 TRICON GLOBAL RESTAURANTS 46,561 2,801,676 2 896047107 TRIBUNE CO NEW 96,226 6,176,742 2 899896104 TUPPERWARE CORP 18,356 690,072 2 902124106 TYCO INTL LTD NEW 557,795 37,993,196 2 902905827 USX MARATHON GROUP 98,824 4,196,306 2 902911106 UST INC 51,855 2,455,167 2 902973304 US BANCORP DEL 613,451 22,424,039 2 90337T101 USX-U S STL 28,254 653,955 2 90390U102 USA ED INC 52,224 5,977,942 2 904784709 UNILEVER N V 181,950 15,090,857 2 907818108 UNION PAC CORP 78,890 6,991,823 2 908068109 UNION PLANTERS CORP 44,263 2,684,323 2 909214108 UNISYS CORP 100,389 2,214,421 2 911905107 US AIRWAYS GROUP INC 21,341 1,192,002 2 913017109 UNITED TECHNOLOGIES CORP 149,831 17,304,204 2 91324P102 UNITEDHEALTH GROUP INC 101,808 9,505,819 2
Page 18 21
Other Included CUSIP ISSUER DESCRIPTION Total Number of shares Market Value C$ Managers 914906102 UNIVISION COMMUNICATIONS INC 65,716 3,951,168 2 915289102 UNOCAL CORP 77,338 4,212,484 2 91529Y106 UNUMPROVIDENT CORP 76,669 3,529,767 2 918204108 V F CORP 36,209 1,996,782 2 923436109 VERITAS SOFTWARE CO 130,087 9,477,585 2 92343V104 VERIZON COMMUNICATIONS 852,615 66,228,644 2 925524308 VIACOM INC 555,288 38,469,871 2 92839U107 VISTEON CORP 41,685 987,810 2 928497106 VITESSE SEMICONDUCTOR CORP 60,477 2,269,035 2 929160109 VULCAN MATLS CO 32,149 2,372,125 2 929771103 WACHOVIA CORP 66,696 6,331,445 2 931142103 WAL MART STORES INC 1,421,857 113,134,033 2 931422109 WALGREEN CO 323,327 20,784,908 2 939322103 WASHINGTON MUT INC 185,211 15,977,060 2 94106L109 WASTE MGMT INC DEL 197,882 7,701,037 2 942683103 WATSON PHARMACEUTICALS INC 32,713 2,711,141 2 94973H108 WELLPOINT HEALTH NETWORK NEW 19,917 2,990,945 2 949746101 WELLS FARGO & CO NEW 544,079 42,408,201 2 950590109 WENDYS INTL INC 36,209 1,273,376 2 961548104 WESTVACO CORP 32,040 1,223,184 2 962166104 WEYERHAEUSER CO 69,113 5,530,749 2 963320106 WHIRLPOOL CORP 21,176 1,667,912 2 969133107 WILLAMETTE INDS INC 34,766 2,519,756 2 969457100 WILLIAMS COS INC DEL 153,848 10,386,965 2 974280109 WINN DIXIE STORES INC 44,714 1,998,706 2 98157D106 WORLDCOM INC GA NEW 922,989 27,176,511 2 981811102 WORTHINGTON INDS INC 27,173 398,168 2 982526105 WRIGLEY WM JR CO 71,871 5,463,827 2 98389B100 XCEL ENERGY INC 108,419 5,143,540 2 983919101 XILINX INC 105,047 5,813,611 2 984121103 XEROX CORP 212,464 2,005,202 2 984332106 YAHOO INC 278,765 6,917,749 2 G3921A100 GLOBAL CROSSING LTD 281,925 5,992,272 2 G90078109 TRANSOCEAN SEDCO FOREX INC 100,845 6,887,941 2 013104104 ALBERTSONS INC 220,000 7,000,400 3 019228402 ALLIED IRISH BKS P L C 330,000 6,507,600 3 025816109 AMERICAN EXPRESS CO 255,000 10,531,500 3 060505104 BANK OF AMERICA CORPORATION 117,000 6,405,750 3 064057102 BANK NEW YORK INC 138,000 6,795,120 3 071813109 BAXTER INTL INC 55,000 5,177,700 3 075887109 BECTON DICKINSON & CO 230,000 8,123,600 3 126650100 CVS CORP 160,000 9,358,400 3 172737108 CIRCUIT CITY STORE INC 150,000 1,590,000 3 172967101 CITIGROUP INC 310,000 13,943,800 3 189054109 CLOROX CO DEL 60,000 1,887,000 3 204493100 COMPAQ COMPUTER CORP 120,000 2,184,000 3 205638109 COMPUWARE CORP 115,000 1,121,250 3 209115104 CONSOLIDATED EDISON INC 400,000 14,840,000 3 247025109 DELL COMPUTER CORP 75,000 1,926,563 3 291011104 EMERSON ELEC CO 20,000 1,240,000 3 36225X100 GPU INC 500,000 16,245,000 3 372460105 GENUINE PARTS CO 250,000 6,477,500 3 375766102 GILLETTE CO 77,000 2,400,090 3 401698105 GUIDANT CORP 100,000 4,499,000 3 404119109 HCA-HEALTHCARE CO 625,000 25,168,750 3 456866102 INGERSOLL-RAND CO 120,000 4,765,200 3 46625H100 J P MORGAN CHASE & CO 132,000 5,926,800 3 549463107 LUCENT TECHNOLOGIES INC 125,000 1,246,250 3 57685P304 MATRIXONE INC 35,979 613,910 3 620076109 MOTOROLA INC 100,000 1,426,000 3 635905102 NATIONAL HEALTH REALTY INC 58,300 545,105 3 67019E107 NSTAR 395,000 15,128,500 3 737679100 POTOMAC ELEC PWR CO 670,000 15,664,600 3 74144T108 PRICE T ROWE GROUP INC 1,400,000 43,837,500 3 749084109 QUORUM HEALTH GROUP INC 250,000 3,796,875 3 759930100 RENAL CARE GROUP INC 325,000 8,716,500 3 81013T705 SCOTTISH PWR PLC 579,100 15,184,002 3 857477103 STATE STR CORP 65,000 6,071,000 3 86074Q102 STILLWATER MNG CO 140,000 3,787,000 3 872375100 TECO ENERGY INC 1,135,000 34,004,600 3 902973304 US BANCORP DEL 63,250 1,467,400 3 949746101 WELLS FARGO & CO NEW 248,000 12,268,560 3 000886101 A D C TELECOMMUNICATIONS 3,200 38,333 4 00184A105 AOL TIME WARNER INC 58,802 3,779,734 4 001941103 ATI TECHNOLOGIES INC 86,046 567,904 4 001957109 AT&T CORP 13,060 460,430 4 001957208 AT&T CORP 20,660 459,499 4 001957406 AT&T CORP 19,900 605,836 4 00207Q202 AT & T CDA INC 7,700 354,970 4
Page 19 22
Other Included CUSIP ISSUER DESCRIPTION Total Number of shares Market Value C$ Managers 00246W103 AXT INC 300 6,862 4 002824100 ABBOTT LABS 35,115 2,575,650 4 002893105 ABER DIAMOND CORP 7,000 89,110 4 003924107 ABITIBI-CONSOLIDATED INC 32,173 391,867 4 004930202 ACTIVISION INC NEW 900 34,516 4 00651F108 ADAPTEC INC 900 11,979 4 007094105 ADMINISTAFF INC 3,200 91,616 4 00817Y108 AETNA INC NEW 600 33,314 4 008252108 AFFILIATED MANAGERS GROUP 400 29,176 4 00846U101 AGILENT TECHNOLOGIES INC 957 45,287 4 008911307 AIR CDA INC 118 726 4 008916108 AGRIUM INC 25,430 494,614 4 012873105 ALBERTA ENERGY LTD 280,232 18,957,695 4 013068200 ALBERTO CULVER CO 3,000 153,798 4 013104104 ALBERTSONS INC 5,250 263,429 4 013716105 ALCAN INC 113,922 6,388,746 4 013817101 ALCOA INC 880 48,653 4 013904305 ALCATEL 1,700 85,811 4 018522102 ALLETE 550 21,473 4 01853E204 ALLIANCE ATLANTIS COMMUNICATNS 2,700 46,575 4 01855A101 ALLIANCE CAP MGMT HLDG L P 1,600 101,963 4 020039103 ALLTEL CORP 17,650 1,472,239 4 02553E106 AMERICAN EAGLE OUTFITTERS NEW 1,050 50,310 4 025816109 AMERICAN EXPRESS CO 95,410 5,863,517 4 026351106 AMERICAN GENERAL CORP 1,200 69,979 4 026609107 AMERICAN HOME PRODS CORP 16,700 1,541,043 4 026874107 AMERICAN INTL GROUP INC 2,133 262,809 4 029066107 AMERICAN PWR CONVERSION CORP 4,000 78,872 4 029712106 AMERICAN STD COS INC DEL 15,165 1,413,514 4 030411102 AMERICAN WTR WKS INC 26,765 1,393,654 4 03071P102 AMERISOURCE HEALTH CORP 3,950 310,912 4 031162100 AMGEN INC 1,500 141,228 4 03235E100 AMVESCAP PLC 1,625 73,439 4 034918102 ANGIOTECH PHARMACEUTICALS INC 11,200 672,000 4 035229103 ANHEUSER BUSCH COS INC 34,800 2,495,995 4 037933108 APRIA HEALTHCARE GROUP INC 500 18,890 4 038222105 APPLIED MATLS INC 1,600 114,994 4 039483102 ARCHER DANIELS MIDLAND CO 18 381 4 040047102 ARENA PHARMACEUTICALS INC 550 16,592 4 04033V104 ARIBA INC 58,000 729,060 4 04289L107 ART TECHNOLOGY GROUP INC 800 18,771 4 046353108 ASTRAZENECA PLC 500 37,148 4 04648X107 ASYST TECHNOLOGY CORP 900 17,524 4 053332102 AUTOZONE INC 1,900 83,439 4 053499109 AVAYA INC 738 14,342 4 053611109 AVERY DENNISON CORP 1,000 81,946 4 05367L109 AVICI SYS INC 1,100 16,810 4 054303102 AVON PRODS INC 1,000 62,355 4 055231104 BAE SYS CDA INC 1,004 25,281 4 05534B109 BCE INC 876,175 30,692,410 4 055622104 BP AMOCO P L C 17,912 1,374,012 4 057224107 BAKER HUGHES INC 33,716 1,933,208 4 060505104 BANK OF AMERICA CORPORATION 36,293 3,043,350 4 063671101 BANK MONTREAL QUE 1,112,125 42,683,358 4 064057102 BANK NEW YORK INC 882 67,477 4 06423A103 BANK ONE CORP 5,000 283,300 4 067774109 BARNES & NOBLE INC 1,109 43,839 4 067901108 BARRICK GOLD CORP 5,813 128,295 4 071813109 BAXTER INTL INC 10,935 1,620,709 4 075887109 BECTON DICKINSON & CO 5,800 314,447 4 078137106 BELL MICROPRODUCTS INC 900 16,238 4 079860102 BELLSOUTH CORP 6,390 411,248 4 084670108 BERKSHIRE HATHAWAY INC DEL 20 172 4 084670207 BERKSHIRE HATHAWAY INC DEL 144 478,141 4 090613100 BIOMET INC 29,718 1,839,931 4 09067D201 BIOTECH HOLDERS TR 300 53,332 4 09067J109 BIOVAIL CORP 34,270 1,856,749 4 091797100 BLACK & DECKER CORP 1,300 74,130 4 097023105 BOEING CO 2,850 251,530 4 099724106 BORG WARNER INC 500 31,627 4 101121101 BOSTON PROPERTIES INC 200 12,124 4 101137107 BOSTON SCIENTIFIC CORP 1,500 47,559 4 10382K102 BRACKNELL CORP 34,900 218,125 4 10549P606 BRASCAN CORP 62,259 1,568,927 4 109195107 BRIGHT HORIZON FAMILY SOLUTION 500 17,352 4 109704106 BRIO TECHNOLOGY INC 2,300 18,876 4 110122108 BRISTOL MYERS SQUIBB CO 70,750 6,648,095 4 115637100 BROWN FORMAN CORP 2,000 190,866 4 116795105 BRUKER DALTONICS INC 1,500 31,352 4
Page 20 23
Other Included CUSIP ISSUER DESCRIPTION Total Number of shares Market Value C$ Managers 12500B105 C BRIDGE INTERNET SOL INC 1,200 3,432 4 125129106 CDW COMPUTER CTRS INC 2,000 104,308 4 125896100 CMS ENERGY CORP 6,005 274,224 4 125920108 C-MAC INDS INC 800 26,000 4 12612W104 CNF INC 800 35,990 4 126349109 CSG SYS INTL INC 1,720 113,783 4 126650100 CVS CORP 11,765 1,047,603 4 126946102 CACHEFLOW INC 1,700 12,738 4 127209302 CADBURY SCHWEPPES PLC 1,000 41,091 4 127387108 CADENCE DESIGN SYSTEM INC 18,150 521,631 4 13054D109 CALIFORNIA PIZZA KITCHEN INC 900 37,976 4 130876105 CALIPER TECHNOLOGIES CORP 450 11,357 4 132011107 CAMBREX CORP 300 19,355 4 13201L103 CAMBIOR INC 300 153 4 13321L108 CAMECO CORP 1,975 58,361 4 134429109 CAMPBELL SOUP CO 5,200 241,972 4 135113108 CANADA LIFE FINL CORP 60,733 2,623,058 4 135923100 CANADIAN PAC LTD NEW 186,009 10,453,706 4 136069101 CDN IMPERIAL BK OF COMMERCE 711,467 34,826,310 4 136375102 CANADIAN NATL RY CO 45,860 2,622,275 4 136375409 CANADIAN NATL RY CO 1,200 101,666 4 136385101 CANADIAN NAT RES LTD 32,623 1,483,694 4 14149Y108 CARDINAL HEALTH INC 1,711 252,674 4 149123101 CATERPILLAR INC DEL 95 6,686 4 15101Q108 CELESTICA INC 15 649 4 151313103 CENDANT CORP 1,100 25,159 4 153501101 CENTRAL FD CDA LTD 18,375 86,546 4 156915100 CERTICOM CORP 1,200 13,320 4 160903100 CHARTER ONE FINL INC 4,598 203,733 4 166751107 CHEVRON CORPORATION 6,500 886,074 4 16867C101 CHIEFTAIN INTL INC 3,000 129,300 4 170520100 CHRIS CRAFT INDS INC 6 605 4 171232101 CHUBB CORP 14,818 1,635,937 4 172737108 CIRCUIT CITY STORE INC 1,945 33,779 4 17275R102 CISCO SYS INC 60,005 1,443,420 4 172908105 CINTAS CORP 1,625 99,327 4 172967101 CITIGROUP INC 118,013 8,321,097 4 185896107 CLEVELAND CLIFFS INC 500 14,449 4 191216100 COCA COLA CO 20,510 1,440,335 4 19244C109 COGNOS INC 115,175 2,977,274 4 194162103 COLGATE PALMOLIVE CO 3,300 282,134 4 200340107 COMERICA INC 9,115 862,680 4 200435105 COMINCO LTD 14,075 366,654 4 203372107 COMMSCOPE INC 2,075 52,207 4 204493100 COMPAQ COMPUTER CORP 111,198 3,344,947 4 204912109 COMPUTER ASSOC INTL INC 1,200 49,745 4 204925101 COMPUTER NETWORK TECHNOLOGY CP 700 12,698 4 205887102 CONAGRA FOODS INC 700 19,864 4 208251306 CONOCO INC 18,698 812,559 4 209115104 CONSOLIDATED EDISON INC 266 15,315 4 210371100 CONSTELLATION ENERGY GROUP INC 300 20,401 4 212485106 CONVERGYS CORP 50,360 2,864,527 4 217204106 COPART INC 1,800 56,560 4 218868107 CORINTHIAN COLLEGES INC 400 25,909 4 219350105 CORNING INC 9,300 293,099 4 220874101 CORUS ENTERTAINMENT INC 57,864 2,073,267 4 221222102 COSINE COMMUNICATIONS INC 1,650 4,635 4 221485105 COST PLUS INC CALIF 600 22,715 4 22160K105 COSTCO WHSL CORP NEW 2,800 167,560 4 222816100 COVANCE INC 1,800 34,781 4 224044107 COX COMMUNICATIONS INC NEW 57,346 4,038,019 4 225606102 CREO PRODS INC 7,600 220,400 4 227116100 CROMPTON CORP 1,000 17,683 4 232946103 CYTYC CORP 1,200 32,534 4 233162106 DDI CORP 500 11,880 4 23330X100 DRS TECHNOLOGIES INC 900 24,134 4 235851102 DANAHER CORP DEL 4,500 389,979 4 244199105 DEERE & CO 3,765 218,848 4 245701107 DELANO TECHNOLOGY CORP 6,475 15,961 4 247025109 DELL COMPUTER CORP 86,340 3,668,759 4 247126105 DELPHI AUTOMOTIVE SYS CORP 279 6,390 4 247916208 DENBURY RES INC 86,460 1,111,011 4 25243Q205 DIAGEO P L C 1,300 81,635 4 252787106 DIAMONDS TR 275 42,572 4 25278P106 DIAMONDCLUSTER INTL INC 604 8,247 4 253651103 DIEBOLD INC 1,050 44,786 4 254675101 DISCOVERY PARTNERS INTL INC 1,000 8,676 4 254687106 DISNEY WALT CO 7,428 329,246 4 256159104 DOCUMENTUM INC 1,900 32,967 4
Page 21 24
Other Included CUSIP ISSUER DESCRIPTION Total Number of shares Market Value C$ Managers 25746U109 DOMINION RES INC VA NEW 100 9,974 4 257561100 DOMTAR INC 492 6,839 4 25822C205 DOREL INDS INC 7,275 185,513 4 260543103 DOW CHEM CO 1,125 56,130 4 26150J101 DRAXIS HEALTH INC 2,000 5,540 4 263534109 DU PONT E I DE NEMOURS & CO 1,704 112,111 4 264399106 DUKE ENERGY CORP 4,460 291,961 4 26483E100 DUN & BRADSTREET CORP DEL NEW 100 3,857 4 26613X101 DUPONT PHOTOMASKS INC 400 27,276 4 267920205 DYNACARE INC 1,600 12,800 4 268484102 EGL INC 900 34,427 4 268648102 E M C CORP MASS 27,325 1,249,982 4 26881V100 E PIPHANY INC 1,500 27,210 4 277461109 EASTMAN KODAK CO 1,158 74,672 4 278856109 ECLIPSYS CORP 600 19,107 4 281020107 EDISON INTL 10,180 208,751 4 28176E108 EDWARDS LIFESCIENCES CORP 400 12,310 4 28224R101 EFUNDS CORP 600 17,612 4 28336L109 EL PASO CORP 300 29,941 4 284155108 ELANTEC SEMICONDUCTOR INC 500 20,162 4 285661104 ELECTRONIC DATA SYS NEW 46,656 3,996,226 4 290787100 EMBARCADERO TECHNOLOGIES INC 300 8,104 4 291011104 EMERSON ELEC CO 20,035 1,911,038 4 29250D107 ENCAL ENERGY LTD 1,000 11,770 4 29250N105 ENBRIDGE INC 329,901 13,684,293 4 29266M109 ENERGY EAST CORP 300 8,234 4 29274D604 ENERPLUS RES FD 4,750 114,475 4 292845104 ENGELHARD CORP 1,000 40,271 4 293561106 ENRON CORP 111,294 9,709,956 4 29364G103 ENTERGY CORP NEW 100 5,863 4 294821400 ERICSSON L M TEL CO 6,130 54,091 4 296643109 ESPEED INC 600 18,988 4 300645108 EXAR CORP 500 15,923 4 301504106 EXE TECHNOLOGIES INC 2,750 23,859 4 30224T871 EXTENDICARE INC CDA 21,000 90,720 4 30231G102 EXXON MOBIL CORP 118,609 14,647,618 4 303726103 FAIRCHILD SEMICONDUCTOR INTL 2,640 57,468 4 306906108 FANTOM TECHNOLOGIES INC 6,000 36,672 4 313400301 FEDERAL HOME LN MTG CORP 55,600 5,618,269 4 313586109 FEDERAL NATL MTG ASSN 7,950 990,689 4 31410H101 FEDERATED DEPT STORES INC DEL 3,500 226,632 4 31428X106 FEDEX CORP 800 52,016 4 316326107 FIDELITY NATL FINL INC 200 8,471 4 316773100 FIFTH THIRD BANCORP 1,650 135,180 4 318653102 FIRST AUSTRALIA PRIME INCOME 1,008 6,281 4 319963104 FIRST DATA CORP 1,925 182,767 4 337358105 FIRST UN CORP 4,800 246,000 4 33761N109 FIRSTSERVICE CORP 16 392 4 337932107 FIRSTENERGY CORP 525 22,782 4 339030108 FLEETBOSTON FINL CORP 27,035 1,565,083 4 345370860 FORD MTR CO DEL 5,053 227,082 4 346563109 FORRESTER RESH INC 300 11,298 4 349853101 FORWARD AIR CORP 400 21,256 4 35100E104 FOUR SEASONS HOTEL INC 2,500 187,625 4 35671D105 FREEPORT-MCMORAN COPPER & GOLD 500 9,118 4 363576109 GALLAGHER ARTHUR J & CO 400 16,626 4 364730101 GANNETT INC 1,200 112,891 4 364760108 GAP INC DEL 25,960 970,099 4 369604103 GENERAL ELEC CO 771,369 50,373,481 4 370334104 GENERAL MLS INC 250 16,902 4 370442105 GENERAL MTRS CORP 1,801 147,983 4 370442832 GENERAL MTRS CORP 1,315 39,308 4 371485103 GENEREX BIOTECHNOLOGY CP DEL 29 276 4 372460105 GENUINE PARTS CO 600 24,106 4 373298108 GEORGIA PAC CORP 200 9,121 4 373298702 GEORGIA PAC CORP 50 2,251 4 375766102 GILLETTE CO 64,170 3,158,127 4 375916103 GILDAN ACTIVEWEAR INC 2,700 76,950 4 377316104 GLATFELTER P H CO 500 9,725 4 37733W105 GLAXOSMITHKLINE PLC 3,065 248,023 4 379571102 GLOBESPAN INC 200 6,310 4 380956409 GOLDCORP INC NEW 8,751 93,986 4 391648102 GREATER BAY BANCORP 400 15,814 4 401698105 GUIDANT CORP 15,614 1,139,119 4 40218L305 GULF CDA RES LTD 3,652 29,873 4 404119109 HCA-HEALTHCARE CO 215 13,596 4 404132102 HCC INS HLDGS INC 300 11,357 4 404280406 HSBC HLDGS PLC 975 89,955 4 416196103 HARTE-HANKS INC 600 21,418 4
Page 22 25
Other Included CUSIP ISSUER DESCRIPTION Total Number of shares Market Value C$ Managers 416515104 HARTFORD FINL SVCS GROUP INC 1,400 130,403 4 421924101 HEALTHSOUTH CORP 2,000 41,328 4 422819102 HEIDRICK & STRUGGLES INTL INC 800 36,280 4 423074103 HEINZ H J CO 4,795 299,443 4 423328103 HELLER FINANCIAL INC 4,075 237,833 4 428236103 HEWLETT PACKARD CO 17,000 821,644 4 428565105 HIBBETT SPORTING GOODS INC 400 17,036 4 437076102 HOME DEPOT INC 20,070 1,350,550 4 437614100 HOMESTAKE MNG CO 1,000 8,534 4 438516106 HONEYWELL INTL INC 2,640 168,448 4 440327104 HORACE MANN EDUCATORS CORP NEW 4,450 124,244 4 441815107 HOUSEHOLD INTL INC 4,392 402,861 4 44544R101 HUMMINGBIRD INC 76,650 2,874,375 4 449491109 IDX SYS CORP 1,000 27,605 4 44973Q103 I-MANY INC 1,200 20,348 4 451107106 IDACORP INC 50 2,956 4 45245W109 IMCLONE SYS INC 500 24,943 4 453038408 IMPERIAL OIL LTD 150,749 5,562,638 4 453142101 IMPERIAL TOBACCO GROUP PLC 1 31 4 453258402 INCO LTD 2,187 50,301 4 453258808 INCO LTD 36 2,518 4 453258AH8 INCO LTD 10,000 15,085 4 45666Q102 INFORMATICA CORP 400 8,636 4 456866102 INGERSOLL-RAND CO 58,200 3,688,716 4 45768V108 INSIGHT COMMUNICATIONS INC 600 24,844 4 458140100 INTEL CORP 88,112 3,691,893 4 459200101 INTERNATIONAL BUSINESS MACHS 46,021 6,899,284 4 459506101 INTERNATIONAL FLAVORS&FRAGRANC 3,800 129,713 4 460146103 INTL PAPER CO 208 11,520 4 460254105 INTERNATIONAL RECTIFIER CORP 1,000 63,727 4 46060X107 INTERNET SEC SYS INC 300 12,695 4 46088R108 INTERSTATE HOTELS CORP 6 21 4 460915200 INTRAWEST CORPORATION 3,100 82,305 4 46114T102 INTERWOVEN INC 500 7,789 4 461268104 INVERNESS MED TECHNOLOGY INC 300 11,390 4 46145F105 INVESTMENT TECHNOLOGY GRP NEW 600 50,625 4 46185R100 INVITROGEN CORP 400 34,703 4 462622101 IPSCO INC 40,037 700,648 4 464286707 ISHARES INC 250 7,934 4 464286806 ISHARES INC 275 7,166 4 464286848 ISHARES INC 450 7,354 4 46612J101 JDS UNIPHASE CORP 700 19,324 4 466189107 J JILL GROUP INC 1,200 33,008 4 46625H100 J P MORGAN CHASE & CO 71,683 4,862,115 4 478160104 JOHNSON & JOHNSON 140,094 19,530,645 4 48203R104 JUNIPER NETWORKS INC 12,090 751,394 4 482584109 K MART CORP 7,200 109,598 4 482740206 K V PHARMACEUTICAL CO 400 12,626 4 485170302 KANSAS CITY SOUTHN INDS INC 100 2,089 4 486665102 KEANE INC 800 15,458 4 487836108 KELLOGG CO 1,000 42,448 4 488152208 KELLY SVCS INC 600 21,304 4 488360108 KEMET CORP 1,600 42,149 4 493267108 KEYCORP NEW 698 27,856 4 494368103 KIMBERLY CLARK CORP 63,573 6,678,662 4 496902107 KINROSS GOLD CORP 29,931 23,047 4 500472303 KONINKLIJKE PHILIPS ELECTRS NV 2,402 103,248 4 501044101 KROGER CO 6,000 242,100 4 502161102 LSI LOGIC CORP 3,075 79,790 4 50730K503 LAIDLAW INC 6,725 1,883 4 522015106 LEARNING TREE INTL INC 1,800 56,786 4 52543H107 LEITCH TECHNOLOGY CORP 3,200 60,640 4 52886Q102 LEXENT INC 1,600 12,304 4 529771107 LEXMARK INTL NEW 3,235 231,927 4 53219L109 LIFEPOINT HOSPITALS INC 47 2,544 4 532457108 LILLY ELI & CO 3,990 476,442 4 532716107 LIMITED INC 29,930 744,539 4 534187109 LINCOLN NATL CORP IND 16,890 1,109,386 4 535678106 LINEAR TECHNOLOGY CORP 37,000 2,458,576 4 539830109 LOCKHEED MARTIN CORP 1,000 56,771 4 540424108 LOEWS CORP 1,400 126,230 4 548661107 LOWES COS INC 300 27,755 4 549463107 LUCENT TECHNOLOGIES INC 73,470 1,087,062 4 55262L100 MBNA CORP 4,612 233,307 4 55269P302 MDS INC 23,700 447,930 4 553530106 MSC INDL DIRECT INC 1,400 35,003 4 554531103 MACKENZIE FINL CORP 2,000 56,700 4 559211107 MAGNA ENTMT CORP 240 1,522 4 559222401 MAGNA INTL INC 67,154 4,814,942 4
Page 23 26
Other Included CUSIP ISSUER DESCRIPTION Total Number of shares Market Value C$ Managers 561693102 MANAGEMENT NETWORK GROUP INC 1,921 15,151 4 562750109 MANHATTAN ASSOCS INC 800 20,113 4 564055101 MANOR CARE INC NEW 1,200 38,899 4 56418H100 MANPOWER INC 3,800 175,150 4 565011103 MANUGISTICS GROUP INC 800 22,636 4 56501R106 MANULIFE FINL CORP 407,449 16,359,077 4 571748102 MARSH & MCLENNAN COS INC 700 102,910 4 571834100 MARSHALL & ILSLEY CORP 1,000 81,820 4 574599106 MASCO CORP 3,525 128,444 4 57685P304 MATRIXONE INC 700 20,083 4 577081102 MATTEL INC 1,000 27,731 4 577778103 MAY DEPT STORES CO 450 24,844 4 580031201 MCDATA CORP 40 1,124 4 580135101 MCDONALDS CORP 4,500 188,033 4 58155Q103 MCKESSON HBOC INC 4,100 173,000 4 58446B105 MEDIAPLEX INC 2,150 2,120 4 584688105 MEDICINES CO 500 8,282 4 585055106 MEDTRONIC INC 59,300 4,374,858 4 58551A108 MELLON FINL CORP 2,000 124,520 4 589331107 MERCK & CO INC 98,620 11,542,781 4 590188108 MERRILL LYNCH & CO INC 1,200 105,055 4 59151K108 METHANEX CORP 1,500 18,750 4 594918104 MICROSOFT CORP 100,985 8,820,939 4 603158106 MINERALS TECHNOLOGIES INC 300 16,530 4 604059105 MINNESOTA MNG & MFG CO 5,800 940,511 4 604675108 MIRANT CORP 7,875 424,211 4 606711109 MITEL CORP 2,250 28,418 4 615369105 MOODYS CORP 200 8,518 4 615785102 MOORE LTD 22,133 130,585 4 620076109 MOTOROLA INC 53,700 1,229,945 4 628530107 MYLAN LABS INC 4,200 165,694 4 628858102 NCO GROUP INC 300 12,363 4 62885E307 NCE PETROFUND 1 2,499 14,319 4 62886E108 NCR CORP NEW 34 2,019 4 62936P103 NPS PHARMACEUTICALS INC 800 27,289 4 631100104 NASDAQ 100 TR 5,075 311,808 4 637640103 NATIONAL SEMICONDUCTOR CORP 27,500 1,216,765 4 638539700 NATIONAL WESTMINSTER BK PLC 4,000 159,316 4 638612101 NATIONWIDE FINL SVCS INC 3,275 188,558 4 644383101 NEW FOCUS INC 600 12,162 4 651229106 NEWELL RUBBERMAID INC 1,900 78,434 4 651639106 NEWMONT MINING CORP 13,624 340,409 4 652487703 NEWS CORP LTD 875 42,925 4 65334H102 NEXEN INC 134,565 4,629,036 4 654902204 NOKIA CORP 6,050 230,566 4 655664100 NORDSTROM INC 7,650 197,294 4 656568102 NORTEL NETWORKS CORP NEW 1,622,066 34,501,344 4 66977W109 NOVA CHEMICALS CORP 22,127 685,937 4 670006105 NOVELL INC 400 3,194 4 670346105 NUCOR CORP 100 6,444 4 67053T101 NUMERICAL TECHNOLOGIES INC 1,200 21,295 4 674599105 OCCIDENTAL PETE CORP DEL 2,100 79,370 4 676220106 OFFICE DEPOT INC 3,400 47,141 4 682159108 ON ASSIGNMENT INC 1,500 47,322 4 68382T101 OPTICAL COMMUNICATION PRODS 700 8,213 4 68389X105 ORACLE CORP 10,900 249,654 4 693475105 PNC FINL SVCS GROUP INC 2,000 206,608 4 693506107 PPG INDS INC 600 43,896 4 69357H106 PRI AUTOMATION INC 1,100 31,125 4 696642107 PALM INC 1,184 14,941 4 69840W108 PANERA BREAD CO 400 16,247 4 700416209 PARK ELECTROCHEMICAL CORP 3,555 121,965 4 704326107 PAYCHEX INC 1,400 83,090 4 705221109 PECO II INC 650 10,830 4 713409100 PEPSI BOTTLING GROUP INC 3,075 183,301 4 713448108 PEPSICO INC 109,610 7,477,923 4 71366Q101 PEREGRINE SYSTEMS INC 925 28,362 4 713755106 PERFORMANCE FOOD GROUP CO 600 47,322 4 71644E102 PETRO-CDA 96,512 3,377,920 4 716731104 PETROMET RES LTD 1,000 9,800 4 717081103 PFIZER INC 42,710 2,694,147 4 717124101 PHARMACEUTICAL PROD DEV INC 100 6,881 4 71713U102 PHARMACIA CORP 2,148 168,972 4 717265102 PHELPS DODGE CORP 10,947 704,702 4 718154107 PHILIP MORRIS COS INC 22,550 1,665,769 4 718193105 PHILIP SVCS CORP DEL 4 21 4 723484101 PINNACLE WEST CAP CORP 2,300 164,096 4 72581R106 PIVOTAL CORP 1,000 18,000 4 725906101 PLACER DOME INC 56,761 760,597 4
Page 24 27
Other Included CUSIP ISSUER DESCRIPTION Total Number of shares Market Value C$ Managers 729251108 PLUM CREEK TIMBER CO INC 400 14,922 4 73755L107 POTASH CORP SASK INC 16,565 1,523,980 4 739128106 POWELL INDS INC 950 21,728 4 739363109 POWERWAVE TECHNOLOGIES INC 700 14,838 4 739421105 PRAECIS PHARMACEUTICALS INC 900 28,039 4 74022D100 PRECISION DRILLING CORP 1,000 52,960 4 74036W102 PREDICTIVE SYS INC 1,500 5,546 4 741503106 PRICELINE COM INC 100 350 4 74264T102 PRIORITY HEALTHCARE CORP 300 17,627 4 742718109 PROCTER & GAMBLE CO 31,297 3,023,791 4 743263105 PROGRESS ENERGY INC 211 14,165 4 743977100 PROVINCE HEALTHCARE CO 350 15,804 4 745310102 PUGET ENERGY INC NEW 800 28,873 4 746927102 QLT INC 20,165 631,769 4 747525103 QUALCOMM INC 21,400 1,846,071 4 747906204 QUANTUM CORP 5,475 99,404 4 748203106 QUEBECOR WORLD INC 12,415 419,379 4 748356102 QUESTAR CORP 200 8,518 4 749121109 QWEST COMMUNICATIONS INTL INC 2,200 122,014 4 74955W307 R H DONNELLEY CORP 40 1,776 4 749719100 RSA SEC INC 600 23,543 4 750236101 RADIAN GROUP INC 1,625 169,176 4 75040P108 RADIO ONE INC 800 20,506 4 75040P405 RADIO ONE INC 1,100 24,835 4 759930100 RENAL CARE GROUP INC 900 37,550 4 761230101 RESPIRONICS INC 600 27,210 4 775109200 ROGERS COMMUNICATIONS INC 2,200 49,940 4 775315104 ROGERS WIRELESS COMMUNICATIONS 87,600 1,690,680 4 779915107 ROYAL GROUP TECHNOLOGIES LTD 18,500 414,400 4 780087102 ROYAL BK CDA MONTREAL QUE 1,242,152 57,176,257 4 780097408 ROYAL BK SCOTLAND GROUP PLC 600 24,229 4 780257804 ROYAL DUTCH PETE CO 60,844 5,321,842 4 78387G103 SBC COMMUNICATIONS INC 6,705 459,862 4 78387P103 SBS TECHNOLOGIES INC 400 8,873 4 78462F103 SPDR TR 2,250 409,856 4 784635104 SPX CORP 1,150 166,817 4 786514208 SAFEWAY INC 1,250 108,111 4 794093104 SALEM COMMUNICATIONS CORP DEL 900 22,271 4 803111103 SARA LEE CORP 16,700 566,097 4 806605101 SCHERING PLOUGH CORP 41,995 2,454,314 4 806857108 SCHLUMBERGER LTD 31,000 2,825,898 4 807066105 SCHOLASTIC CORP 600 34,604 4 81013T705 SCOTTISH PWR PLC 144 6,053 4 812387108 SEARS ROEBUCK & CO 1,200 65,664 4 81369Y803 SECTOR SPDR TR 8,575 337,478 4 817565104 SERVICE CORP INTL 800 5,477 4 82028K200 SHAW COMMUNICATIONS INC 11,935 360,437 4 824348106 SHERWIN WILLIAMS CO 49,795 1,987,219 4 826170102 SIEBEL SYS INC 42,387 1,730,365 4 826516106 SIERRA WIRELESS INC 50 1,445 4 82823L106 SILVER STD RES INC 11 26 4 832696306 SMUCKER J M CO 200 8,199 4 835470105 SONICWALL INC 1,800 31,943 4 835495102 SONOCO PRODS CO 900 30,139 4 835699307 SONY CORP 150 17,250 4 842587107 SOUTHERN CO 200 10,900 4 844741108 SOUTHWEST AIRLS CO 2,363 64,730 4 857477103 STATE STR CORP 600 86,845 4 860831106 STILWELL FINL INC 400 16,266 4 866796105 SUN LIFE FINL SVCS CDA INC 11,409 336,451 4 866810104 SUN MICROSYSTEMS INC 1,550 35,941 4 867229106 SUNCOR ENERGY INC 290,377 11,600,561 4 867363103 SUNGARD DATA SYS INC 1,950 150,105 4 871503108 SYMANTEC CORP 2,480 157,455 4 87155S108 SYMYX TECHNOLOGIES 800 15,301 4 87160A100 SYNGENTA AG 62 967 4 871829107 SYSCO CORP 200 8,266 4 872375100 TECO ENERGY INC 5,200 239,512 4 872443403 THQ INC 500 29,528 4 87255E108 TLC LASER EYE CENTERS INC 700 7,455 4 87308K200 TVX GOLD INC 400 544 4 873168108 TXU CORP 1,200 77,797 4 87425E103 TALISMAN ENERGY INC 11,832 664,958 4 87612E106 TARGET CORP 2,000 111,870 4 879369106 TELEFLEX INC 9,000 588,591 4 879664100 TELLABS INC 2,795 176,079 4 87971M202 TELUS CORP 25,716 806,197 4 879939106 TELETECH HOLDINGS INC 800 9,465 4 88033G100 TENET HEALTHCARE CORP 4,400 306,288 4
Page 25 28
Other Included CUSIP ISSUER DESCRIPTION Total Number of shares Market Value C$ Managers 88157K101 TESCO CORP 400 6,404 4 881694103 TEXACO INC 2,700 275,557 4 882508104 TEXAS INSTRS INC 300 14,869 4 88343A108 THERMA-WAVE INC 800 14,197 4 885535104 3COM CORP 1,400 12,561 4 891160509 TORONTO DOMINION BK ONT 1,173,489 46,294,141 4 893526103 TRANSCANADA PIPELINES LTD 329,936 6,268,776 4 893735100 TRANSKARYOTIC THERAPIES INC 800 20,349 4 894065101 TRANSWITCH CORP 1,200 24,727 4 89579K109 TRIAD HOSPITALS INC 57 2,422 4 895953107 TRICON GLOBAL RESTAURANTS 30 1,778 4 89674K103 TRIQUINT SEMICONDUCTOR INC 600 14,493 4 896938107 TRIZEC HAHN CORP 21 496 4 902124106 TYCO INTL LTD NEW 92,015 6,117,801 4 902905827 USX MARATHON GROUP 750 31,564 4 902911106 UST INC 1,000 45,429 4 90390U102 USA ED INC 700 79,556 4 904784709 UNILEVER N V 3,071 253,787 4 909914103 UNITED DOMINION INDS LTD 1,152 38,016 4 911163103 UNITED NAT FOODS INC 1,100 24,570 4 913017109 UNITED TECHNOLOGIES CORP 1,150 135,234 4 91324P102 UNITEDHEALTH GROUP INC 1,700 154,969 4 91359E105 UNIVERSAL HEALTH RLTY INCM TR 1,000 31,785 4 921930103 VANS INC 1,400 48,308 4 92220P105 VARIAN MED SYS INC 500 49,688 4 92239N109 VASTERA INC 1,700 21,787 4 922944103 VENATOR GROUP INC 1,100 23,771 4 92343V104 VERIZON COMMUNICATIONS 98,865 7,516,805 4 92532F100 VERTEX PHARMACEUTICALS INC 19,325 1,057,870 4 925524100 VIACOM INC 100 6,942 4 92763R104 VIRAGE LOGIC CORP 3,700 69,675 4 92839U107 VISTEON CORP 1 24 4 92849Q104 VITRIA TECHNOLOGY 2,000 12,424 4 92857W100 VODAFONE GROUP PLC NEW 4,600 202,515 4 929771103 WACHOVIA CORP 8,150 751,161 4 931142103 WAL MART STORES INC 80,500 6,427,764 4 931422109 WALGREEN CO 31,200 1,983,353 4 939322103 WASHINGTON MUT INC 1,900 161,092 4 939640108 WASHINGTON POST CO 150 131,250 4 941053100 WASTE CONNECTIONS INC 1,100 54,984 4 942683103 WATSON PHARMACEUTICALS INC 35,037 2,943,003 4 947423109 WEBB DEL CORP 1,300 62,687 4 94768C108 WEBMETHODS INC 400 13,723 4 949702104 WELLMAN INC 600 16,799 4 94973H108 WELLPOINT HEALTH NETWORK NEW 2,365 342,540 4 949746101 WELLS FARGO & CO NEW 92,953 7,042,398 4 950590109 WENDYS INTL INC 4,550 155,815 4 950813105 WESCAST INDS INC 2,000 90,200 4 956909105 WESTAIM CORP 576 4,694 4 95751D102 WESTCOAST ENERGY INC 183,752 6,578,322 4 966837106 WHOLE FOODS MKT INC 200 13,191 4 968223206 WILEY JOHN & SONS INC 200 5,852 4 98157D106 WORLDCOM INC GA NEW 12,801 384,926 4 982526105 WRIGLEY WM JR CO 1,000 74,706 4 98389B100 XCEL ENERGY INC 930 42,938 4 984121103 XEROX CORP 8,100 74,358 4 D1668R123 DAIMLERCHRYSLER AG 187 13,362 4 G56462107 LORAL SPACE & COMMUNICATIONS 2,000 6,972 4 G80550109 SEVEN SEAS PETROLEUM INC 29 128 4 G87210103 UTI WORLDWIDE INC 700 18,012 4 G90078109 TRANSOCEAN SEDCO FOREX INC 618 41,235 4 M81873107 RADWARE LTD 1,300 22,556 4 M97540104 VIRYANET LTD 4,400 6,939 4 P74823108 PANAMERICAN BEVERAGES INC 700 19,875 4 Y2573F102 FLEXTRONICS INTL LTD 800 20,190 4 -------------- 20,126,206,681 ==============
Page 26 -----END PRIVACY-ENHANCED MESSAGE-----