13F-HR 1 a2128680z13f-hr.txt 13F-HR UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 Form 13F Form 13F COVER PAGE Report for the Calendar Year or Quarter Ended: December 31, 2003 ----------------- Check Here if Amendment / /; Amendment Number: --------- This Amendment (Check only one.): / / is a restatement. / / adds new holdings entries. Institutional Investment Manager Filing this Report: Name: Sun Life Assurance Company of Canada ------------------------------------ Address: 150 King Street West ------------------------------------ Toronto, Ontario, Canada, M5H 1J9 ------------------------------------ ------------------------------------ Form 13F File Number: 28-05799 ------------------------------- The 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: Candace Shaw -------------------------------------------- Title: V.P. Investments -------------------------------------------- Phone: 416-979-6188 -------------------------------------------- Signature, Place, and Date of Signing: /s/ Candace Shaw Ontario, Canada 8-15-2002 ------------------------------- ------------------ -------------- [Signature] [City, State] [Date] Report Type (Check only one.): /X/ 13F HOLDINGS REPORT. (Check here if all holdings of this reporting manager are reported in this report.) / / 13F NOTICE. (Check here if no holdings reported are in this report, and all holdings are reported by other reporting manager(s).) / / 13F COMBINATION REPORT. (Check here if a portion of the holdings for this reporting manager are reported in this report and a portion are reported by other reporting manager(s).) List of Other Managers Reporting for this Manager: [If there are no entries in this list, omit this section.] Form 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 0 -------------------- Form 13F Information Table Entry Total: 394 -------------------- Form 13F Information Table Value Total: $ 1,674,007 -------------------- (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. [If there are no entries in this list, state "NONE" and omit the column headings and list entries.] None FORM 13F INFORMATION TABLE
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 -------------------------- -------------- --------- --------- -------------------- ---------- -------- ----------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE -------------------------- -------------- --------- --------- --------- --- ---- ---------- -------- --------- ------ ---- U.S. OPERATIONS - AMOUNTS SHOWN ARE IN U.S. DOLLARS Agco Corp COM 001084102 8,529 423,477 SH SOLE 423,477 AMR Corp COM 001765106 427 32,953 SH SOLE 32,953 AT&T Corp COM NEW 001957505 7,944 391,350 SH SOLE 391,350 AT&T Wireless Services Inc COM 00209A106 7,981 998,850 SH SOLE 998,850 Agere Systems Inc CL B 00845V209 8,353 2,880,425 SH SOLE 2,880,425 Alexandria Real Estate Equit. COM 015271109 5,662 97,781 SH SOLE 97,781 Allmerica Financial Corp COM 019754100 4,211 136,844 SH SOLE 136,844 Alpharma Inc CL A 020813101 3,865 192,275 SH SOLE 192,275 American Financial Realty Tr COM 02607P305 16,008 938,905 SH SOLE 938,905 Anadarko Petroleum Corp COM 032511107 3,971 77,849 SH SOLE 77,849 Annaly Mortgage Management COM 035710409 18,746 1,018,827 SH SOLE 1,018,827 AON Corp COM 037389103 7,924 331,000 SH SOLE 331,000 Archer Daniels Midland Co COM 039483102 11,103 729,507 SH SOLE 729,507 Archstone-Smith Trust COM 039583109 7,269 259,783 SH SOLE 259,783 Arris Group Inc COM 04269Q100 4,206 581,000 SH SOLE 581,000 AvalonBay Communities Inc. COM 053484101 7,631 159,640 SH SOLE 159,640 BRE Properties Inc CL A 05564E106 6,802 203,666 SH SOLE 203,666 BMC Software Inc COM 055921100 9,050 485,247 SH SOLE 485,247 Baxter International Inc COM 071813109 7,350 240,818 SH SOLE 240,818 Boeing Company COM 097023105 7,645 181,409 SH SOLE 181,409 Bristol-Myers Squibb COM 110122108 7,462 260,898 SH SOLE 260,898 Brocade Communications Sys COM 111621108 7,456 1,290,000 SH SOLE 1,290,000 CBL & Associates Properties COM 124830100 8,460 149,739 SH SOLE 149,739 Cablevision Systems Corp CL A NY CABLVS 12686C109 4,829 206,450 SH SOLE 206,450 Calpine Corp COM 131347106 7,996 1,662,354 SH SOLE 1,662,354 Centerpoint Properties Trust SH BEN INT 151895109 6,336 84,597 SH SOLE 84,597 Clean Harbors Inc COM 184496107 5,792 650,000 SH SOLE 650,000 Comcast Corp CL A 20030N101 9,190 280,258 SH SOLE 280,258 Concord Communications Inc COM 206186108 3,713 188,200 SH SOLE 188,200 Crescent Real Estate EQT Co COM 225756105 4,574 266,991 SH SOLE 266,991 Developers Diversified Realty COM 251591103 9,368 279,067 SH SOLE 279,067 Dillards Inc CL A 254067101 14,881 904,072 SH SOLE 904,072 Eastman Kodak Co COM 277461109 7,974 310,649 SH SOLE 310,649 Equity Office Properties Trust COM 294741103 4,539 158,443 SH SOLE 158,443 Equity Residential Properties SH BEN INT 29476L107 4,581 155,244 SH SOLE 155,244 Federal Realty Investment SH BEN INT Tr NEW 313747206 7,080 184,425 SH SOLE 184,425
GATX Corporation COM 361448103 9,472 338,516 SH SOLE 338,516 General Growth Properties COM 370021107 10,180 366,850 SH SOLE 366,850 Grant Prideco Inc COM 38821G101 7,685 590,270 SH SOLE 590,270 Hain Celestial Group Inc COM 405217100 5,382 231,866 SH SOLE 231,866 Hewlett Packard COM 428236103 - - SH SOLE - Honeywell International COM 438516106 7,159 214,147 SH SOLE 214,147 IMC Global Inc COM 449669100 5,005 504,036 SH SOLE 504,036 Interpublic Group of Cos Inc COM 460690100 3,900 250,000 SH SOLE 250,000 MSCI World Equity MSCI Benchmark AUSTRALIA 464286103 982 73,498 SH SOLE 73,498 MSCI World Equity MSCI Benchmark BELGIUM 464286301 168 12,969 SH SOLE 12,969 MSCI World Equity MSCI Benchmark SINGAPORE 464286673 202 33,739 SH SOLE 33,739 MSCI World Equity MSCI UTD Benchmark KINGD 464286699 5,289 339,492 SH SOLE 339,492 MSCI World Equity Benchmark MSCI FRANCE 464286707 1,748 85,725 SH SOLE 85,725 MSCI World Equity MSCI Benchmark SWITZERLD 464286749 1,346 91,331 SH SOLE 91,331 MSCI World Equity Benchmark MSCI SWEDEN 464286756 784 50,258 SH SOLE 50,258 MSCI World Equity Benchmark MSCI SPAIN 464286764 871 31,549 SH SOLE 31,549 MSCI World Equity Benchmark MSCI GERMAN 464286806 1,326 81,933 SH SOLE 81,933 MSCI World Equity MSCI Benchmark NETHERLND 464286814 981 59,958 SH SOLE 59,958 MSCI World Equity Benchmark MSCI JAPAN 464286848 4,507 467,581 SH SOLE 467,581 MSCI World Equity Benchmark MSCI ITALY 464286855 732 37,121 SH SOLE 37,121 MSCI World Equity MSCI HONG Benchmark KONG 464286871 673 67,290 SH SOLE 67,290 JPMorgan Chase & Co COM 46625H100 6,095 165,945 SH SOLE 165,945 Johnson & Johnson COM 478160104 7,373 142,717 SH SOLE 142,717 Jones Apparel Group, Inc. COM 480074103 1,912 54,285 SH SOLE 54,285 Kimco Realty Corp COM 49446R109 7,459 166,689 SH SOLE 166,689 Lockheed Martin Corp COM 539830109 8,191 159,350 SH SOLE 159,350 Macerich Company COM 554382101 8,807 197,915 SH SOLE 197,915 Mack-Cali Realty Corp COM 554489104 7,302 175,433 SH SOLE 175,433 Merck COM 589331107 7,981 172,751 SH SOLE 172,751 Micron Technology Inc COM 595112103 8,271 614,000 SH SOLE 614,000 Midway Games Inc COM 598148104 6,034 1,555,133 SH SOLE 1,555,133 Newell Rubbermaid Inc COM 651229106 7,624 334,825 SH SOLE 334,825 Olin Corp COM PAR $1 680665205 7,699 383,800 SH SOLE 383,800 Oracle Corporation COM 68389X105 8,033 607,150 SH SOLE 607,150 Pegasus Communications Corp CL A NEW 705904605 6,513 231,946 SH SOLE 231,946 Penney JC & Co COM 708160106 6,964 265,009 SH SOLE 265,009 Pfizer Inc COM 717081103 9,833 278,317 SH SOLE 278,317 Prologis SH BEN INT 743410102 6,460 201,315 SH SOLE 201,315 Prudential Financial Inc COM 744320102 8,251 197,534 SH SOLE 197,534 Raytheon Co COM NEW 755111507 8,256 274,845 SH SOLE 274,845 Reckson Associates Realty Corp COM 75621K106 6,934 285,346 SH SOLE 285,346 Regency Centers Corp COM 758849103 3,588 90,040 SH SOLE 90,040 SL Green Realty Corp COM 78440X101 10,538 256,715 SH SOLE 256,715 Sara Lee COM 803111103 7,510 345,933 SH SOLE 345,933 Schering-Plough Corp COM 806605101 8,352 480,248 SH SOLE 480,248
Shurgard Storage Centers-A COM 82567D104 6,006 159,511 SH SOLE 159,511 Simon Property Group Inc COM 828806109 5,227 112,806 SH SOLE 112,806 Smithfield Foods Inc COM 832248108 6,084 293,914 SH SOLE 293,914 Tenet Healthcare Corp COM 88033G100 14,805 922,450 SH SOLE 922,450 Unova Inc COM 91529B106 6,830 297,590 SH SOLE 297,590 UnumProvident Corp COM 91529Y106 10,195 646,463 SH SOLE 646,463 Viacom Inc CL B 925524308 3,845 86,648 SH SOLE 86,648 Vicor Corp COM 925815102 5,285 463,185 SH SOLE 463,185 Vornado Realty Trust SH BEN INT 929042109 9,434 172,305 SH SOLE 172,305 Warnaco Group Inc/The CL A NEW 934390402 4,313 270,383 SH SOLE 270,383 Nabors Industries Ltd SHS G6359F103 7,631 183,870 SH SOLE 183,870 Orient Express Hotels Ltd CL A G67743107 6,420 390,774 SH SOLE 390,774 Transocean Inc ORD G90078109 8,171 340,300 SH SOLE 340,300 CANADIAN OPERATIONS - AMOUNTS SHOWN ARE IN U.S. DOLLARS ABB Ltd COM 000375204 1,372 270,000 SH SOLE 270,000 Agco Corp COM 001084102 622 30,900 SH SOLE 30,900 ATI Technologies Inc COM 001941103 869 44,600 SH SOLE 44,600 AT&T Wireless Service Inc COM 00209A106 1,759 220,151 SH SOLE 220,151 Abbot Laboratories COM 002824100 447 9,600 SH SOLE 9,600 Aber Diamond Corporation COM 002893105 390 8,300 SH SOLE 8,300 Abitibi-Consolidated Inc COM 003924107 704 67,900 SH SOLE 67,900 Adtran Inc COM 00738A106 261 8,400 SH SOLE 8,400 Agrium Inc COM 008916108 201 9,400 SH SOLE 9,400 Air Products & Chemical Inc COM 009158106 514 9,720 SH SOLE 9,720 Alcan Inc COM 013716105 21,316 351,925 SH SOLE 351,925 Alcoa Inc COM 013817101 172 4,530 SH SOLE 4,530 Alliance Atlantis Comm Inc COM 01853E204 652 32,900 SH SOLE 32,900 Allstate Corp COM 020002101 4,225 98,210 SH SOLE 98,210 Altria Group COM 02209S103 1,917 35,231 SH SOLE 35,231 American Express Co COM 025816109 1,091 22,630 SH SOLE 22,630 American International Group COM 026874107 871 13,140 SH SOLE 13,140 Amgen Inc COM 031162100 653 10,560 SH SOLE 10,560 Amvescap PLC COM 03235E100 74 5,000 SH SOLE 5,000 Analog Devices COM 032654105 653 14,300 SH SOLE 14,300 Angiotech Pharmaceuticals Inc COM 034918102 184 3,100 SH SOLE 3,100 Apache Corporation COM 037411105 692 8,530 SH SOLE 8,530 Apollo Group Inc COM 037604105 325 4,800 SH SOLE 4,800 Archer-Daniel Midland COM 039483102 1,608 105,640 SH SOLE 105,640 Astrazeneca PLC COM 046353108 106 2,200 SH SOLE 2,200 Atlas Energy Ltd COM 049300106 58 14,600 SH SOLE 14,600 Avery Dennison Corp COM 053611109 1,417 25,300 SH SOLE 25,300 Avon Products COM 054303102 452 6,700 SH SOLE 6,700 BCE Inc COM 05534B109 21,741 752,292 SH SOLE 752,292
BG Group COM 055434203 1,831 70,300 SH SOLE 70,300 BISYS Group COM 055472104 205 13,780 SH SOLE 13,780 BP PLC COM 055622104 2,685 54,400 SH SOLE 54,400 Baker Hughes Inc COM 057224107 98 3,050 SH SOLE 3,050 Bank of America Corp COM 060505104 2,291 28,490 SH SOLE 28,490 Bank of Montreal COM 063671101 18,581 347,300 SH SOLE 347,300 Bank of New York COM 064057102 291 8,800 SH SOLE 8,800 Bank of Nova Scotia COM 064149107 30,196 458,910 SH SOLE 458,910 Bank One Corp COM 06423A103 376 8,250 SH SOLE 8,250 Barclays PLC COM 06738E204 2,661 73,200 SH SOLE 73,200 Barrick Gold Corp COM 067901108 28,607 976,000 SH SOLE 976,000 Bellsouth Corp COM 079860102 193 6,830 SH SOLE 6,830 Bema Gold Corp COM 08135F107 125 26,000 SH SOLE 26,000 Boardwalk Equities Inc COM 096613104 95 5,300 SH SOLE 5,300 Bowater Inc COM 102183100 179 3,860 SH SOLE 3,860 Brascan Corporation COM 10549P606 457 11,500 SH SOLE 11,500 Bristol-Myers Squibb Co COM 110122108 1,238 43,277 SH SOLE 43,277 British American Tobacco PLC COM 110448107 1,209 43,700 SH SOLE 43,700 CAE Inc COM 124765108 334 57,000 SH SOLE 57,000 CVS Corp COM 126650100 139 3,850 SH SOLE 3,850 Cameco Corp COM 13321L108 284 3,800 SH SOLE 3,800 Cdn Imp Bank of Commerce COM 136069101 17,273 269,890 SH SOLE 269,890 Cdn National Railways COM 136375102 405 6,400 SH SOLE 6,400 Cdn National Railways COM 136375102 31,519 385,840 SH SOLE 385,840 Canadian Nat Resources Ltd COM 136385101 2,053 31,400 SH SOLE 31,400 Canadian Pacific Railway Co COM 13645T100 11,445 312,870 SH SOLE 312,870 Canfor Corporation COM 137902102 334 29,600 SH SOLE 29,600 Canon Inc COM 138006309 405 8,500 SH SOLE 8,500 Career Education Corp COM 141665109 166 4,120 SH SOLE 4,120 Caremark Rx Inc COM 141705103 220 8,670 SH SOLE 8,670 Carnival Corp COM 143658300 735 18,500 SH SOLE 18,500 Cedera Software Corp COM 150644102 49 8,600 SH SOLE 8,600 Celestica Inc COM 15101Q108 501 25,600 SH SOLE 25,600 ChevronTexaco Corp COM 166764100 587 6,800 SH SOLE 6,800 Chubb Corporation COM 171232101 1,183 17,370 SH SOLE 17,370 Cinergy Corp COM 172474108 276 7,100 SH SOLE 7,100 Cisco Systems COM 17275R102 1,624 67,010 SH SOLE 67,010 Citigroup Inc COM 172967101 3,621 74,600 SH SOLE 74,600 Clear Channel Comm COM 184502102 766 16,350 SH SOLE 16,350 Cognos Inc COM 19244C109 297 7,500 SH SOLE 7,500 Colgate Palmolive COM 194162103 155 3,100 SH SOLE 3,100 Comcast Corporation COM 20030N101 1,081 32,900 SH SOLE 32,900 ConocoPhillips Inc COM 20825C104 890 13,580 SH SOLE 13,580 Corning Inc COM 219350105 185 17,700 SH SOLE 17,700 Corus Entertainment COM 220874101 297 10,800 SH SOLE 10,800
Cott Corp COM 22163N106 167 4,600 SH SOLE 4,600 Cox Communications Inc COM 224044107 668 19,380 SH SOLE 19,380 CP Ships Ltd COM 22409V102 7,497 278,700 SH SOLE 278,700 Creo COM 225606102 117 8,800 SH SOLE 8,800 DST Systems COM 233326107 159 3,810 SH SOLE 3,810 Danaher Corp COM 235851102 266 2,900 SH SOLE 2,900 John Deere & Co. COM 244199105 414 6,370 SH SOLE 6,370 Dell Inc COM 24702R101 784 23,060 SH SOLE 23,060 Descartes Systems Group Inc. COM 249906108 91 25,000 SH SOLE 25,000 Devon Energy Corp COM 25179M103 153 2,680 SH SOLE 2,680 Diageo PLC COM 25243Q205 2,537 48,000 SH SOLE 48,000 Disney Walt Co COM 254687106 105 4,500 SH SOLE 4,500 Dominion Resources Inc COM 25746U109 160 2,500 SH SOLE 2,500 Domtar Inc. COM 257561100 14,456 889,600 SH SOLE 889,600 Domtar Inc. COM 257561126 0 1,900 SH SOLE 1,900 Dorel Industries Inc COM 25822C205 89 2,500 SH SOLE 2,500 Dow Chemical Company COM 260543103 454 10,920 SH SOLE 10,920 Draxis Health Inc COM 26150J101 112 25,600 SH SOLE 25,600 E ON AG COM 268780103 4,005 61,200 SH SOLE 61,200 Ebay COM 278642103 342 5,300 SH SOLE 5,300 Echostar Communications COM 278762109 415 12,200 SH SOLE 12,200 Eldorado Gold Corp COM 284902103 119 29,300 SH SOLE 29,300 Emerson Electric Co COM 291011104 842 13,000 SH SOLE 13,000 EnCana Corporation COM 292505104 21,208 415,840 SH SOLE 415,840 Enbridge Inc COM 29250N105 11,594 215,900 SH SOLE 215,900 Energy East Corporation COM 29266M109 220 9,800 SH SOLE 9,800 Entergy Corp COM 29364G103 103 1,800 SH SOLE 1,800 Entrust Inc COM 293848107 470 115,100 SH SOLE 115,100 Extendicare Inc COM 30224T871 213 16,100 SH SOLE 16,100 Exxon Mobil Corp COM 30231G102 1,617 39,450 SH SOLE 39,450 FPL Group COM 302571104 172 2,630 SH SOLE 2,630 Fairfax Financial COM 303901102 113 500 SH SOLE 500 Fairmont Hotels COM 305204109 382 10,825 SH SOLE 10,825 Federal National Mtge Assoc COM 313586109 1,789 23,840 SH SOLE 23,840 Fedex Corporation COM 31428X106 412 6,100 SH SOLE 6,100 First Data Corp COM 319963104 208 5,074 SH SOLE 5,074 Firstservice Corporation COM 33761N109 103 3,900 SH SOLE 3,900 First Energy Corp COM 337932107 101 2,880 SH SOLE 2,880 FleetBoston Financial Corp COM 339030108 1,134 25,980 SH SOLE 25,980 Fluor Corporation COM 343412102 1,641 41,400 SH SOLE 41,400 Franklin Resources Inc COM 354613101 94 1,800 SH SOLE 1,800 GSI Lumonics Inc COM 36229U102 371 24,400 SH SOLE 24,400 Genentech Inc COM 368710406 109 1,170 SH SOLE 1,170 General Dynamic Sys COM 369550108 2,215 24,500 SH SOLE 24,500 General Elec Co COM 369604103 1,012 32,680 SH SOLE 32,680
Genzyme Corp COM 372917104 488 9,900 SH SOLE 9,900 Gilead Sciences COM 375558103 624 10,700 SH SOLE 10,700 Gildan Activewear Inc COM 375916103 396 9,900 SH SOLE 9,900 Glamis Gold COM 376775102 470 21,100 SH SOLE 21,100 Glaxosmithkline Plc COM 37733W105 1,944 41,700 SH SOLE 41,700 Glaxosmithkline Plc COM 37733W295 415 32,200 SH SOLE 32,200 Gold Fields Ltd COM 38059T106 1,681 120,600 SH SOLE 120,600 Goldcorp Inc COM 380956409 373 18,100 SH SOLE 18,100 Goldman Sachs Group COM 38141G104 1,258 12,740 SH SOLE 12,740 Group CGI COM 39945C109 8,268 1,020,700 SH SOLE 1,020,700 Guidant Corp COM 401698105 393 6,530 SH SOLE 6,530 HCA Inc COM 404119109 180 4,200 SH SOLE 4,200 HSBC Holdings Plc COM 404280406 3,003 38,100 SH SOLE 38,100 John Hancock Fin Svcs COM 41014S106 353 9,400 SH SOLE 9,400 Hartford Financial Services COM 416515104 335 5,680 SH SOLE 5,680 Hasbro Inc COM 418056107 85 4,000 SH SOLE 4,000 Heinz H J Co COM 423074103 396 10,870 SH SOLE 10,870 Hewlett Packard Co COM 428236103 799 34,800 SH SOLE 34,800 Home Depot Inc COM 437076102 249 7,013 SH SOLE 7,013 Honda Motor Co COM 438128308 2,705 120,200 SH SOLE 120,200 Honeywell International Inc COM 438516106 1,895 56,700 SH SOLE 56,700 Illinois Tool Works Inc COM 452308109 310 3,700 SH SOLE 3,700 Imperial Oil Ltd COM 453038408 15,458 268,700 SH SOLE 268,700 Inco Ltd COM 453258402 956 18,500 SH SOLE 18,500 ING Groep NV COM 456837103 1,264 54,000 SH SOLE 54,000 Intel Corp COM 458140100 609 19,009 SH SOLE 19,009 InterActive Corp COM 45840Q101 553 16,300 SH SOLE 16,300 I B M Corp COM 459200101 1,383 14,920 SH SOLE 14,920 Intl Paper Co COM 460146103 2,266 52,560 SH SOLE 52,560 Intrawest Corp COM 460915200 105 4,400 SH SOLE 4,400 Amvescap PLC COM 461276891 317 78,100 SH SOLE 78,100 IPSCO Inc COM 462622101 339 14,100 SH SOLE 14,100 Ishares Tr COM 464287465 131,383 960,541 SH SOLE 960,541 Janus Capital Group COM 47102X105 20 1,200 SH SOLE 1,200 Johnson & Johnson COM 478160104 3,848 74,494 SH SOLE 74,494 Kellogg Co COM 487836108 873 22,930 SH SOLE 22,930 Keyspan Corp COM 49337W100 140 3,800 SH SOLE 3,800 Kimberly Clark COM 494368103 840 14,210 SH SOLE 14,210 Kingsway Financial Service Inc COM 496904103 251 17,200 SH SOLE 17,200 Kohls Corporation COM 500255104 704 15,670 SH SOLE 15,670 Lamar Advertising Company COM 512815101 262 7,030 SH SOLE 7,030 Estee Lauder COM 518439104 82 2,100 SH SOLE 2,100 Leitch Technology Corp COM 52543H107 4,048 726,700 SH SOLE 726,700 Linear Technology COM 535678106 304 7,220 SH SOLE 7,220 Lockheed Martin Inc. COM 539830109 221 4,300 SH SOLE 4,300
Luxottica Group SPA COM 55068R202 313 18,000 SH SOLE 18,000 Mbna corp COM 55262L100 547 22,000 SH SOLE 22,000 MDS Inc COM 55269P302 21,798 1,091,000 SH SOLE 1,091,000 Magna International Inc COM 559222401 14,212 136,600 SH SOLE 136,600 Manulife Financial Corp COM 56501R106 30,613 731,500 SH SOLE 731,500 Marsh & Mclennan COM 571748102 101 2,100 SH SOLE 2,100 Matsushita Electric Ind. Co COM 576879209 1,018 73,000 SH SOLE 73,000 Maxim Integrated Products COM 57772K101 280 5,640 SH SOLE 5,640 McDonalds Corporation COM 580135101 117 4,700 SH SOLE 4,700 Medtronic Inc COM 585055106 403 8,300 SH SOLE 8,300 Mellon Financial COM 58551A108 1,045 32,540 SH SOLE 32,540 Mercury Interactive Corp COM 589405109 375 7,710 SH SOLE 7,710 Merrill Lynch & Co Inc COM 590188108 1,040 17,740 SH SOLE 17,740 Metlife Inc COM 59156R108 690 20,490 SH SOLE 20,490 Microsoft Corp COM 594918104 3,683 134,552 SH SOLE 134,552 Microchip Technology Inc COM 595017104 327 9,810 SH SOLE 9,810 Monsanto Co COM 61166W101 32 1,100 SH SOLE 1,100 Moore Wallace Inc COM 615857109 10,960 452,700 SH SOLE 452,700 Morgan Stanley Co COM 617446448 1,163 20,100 SH SOLE 20,100 Motorola Inc COM 620076109 360 25,600 SH SOLE 25,600 National Fuel Gas Company COM 636180101 115 4,700 SH SOLE 4,700 Network Associates COM 640938106 153 10,200 SH SOLE 10,200 New York Times Co COM 650111107 1,319 27,610 SH SOLE 27,610 Newell Rubbermaid Inc COM 651229106 209 9,200 SH SOLE 9,200 Nexen Inc COM 65334H102 28,889 615,700 SH SOLE 615,700 Nike Inc COM 654106103 1,376 20,100 SH SOLE 20,100 Nippon Tel & Tel Co COM 654624105 1,179 48,000 SH SOLE 48,000 Nokia Corp COM 654902204 1,533 90,200 SH SOLE 90,200 Nomura Holdings Inc COM 65535H208 2,624 155,000 SH SOLE 155,000 Nortel Networks Corp COM 656568102 2,407 438,400 SH SOLE 438,400 Northern Trust Corp COM 665859104 227 4,900 SH SOLE 4,900 Northrop Grumman Corp COM 666807102 717 7,500 SH SOLE 7,500 Nova Chemicals Corp COM 66977W109 308 8,800 SH SOLE 8,800 Novartis AG COM 66987V109 2,983 65,000 SH SOLE 65,000 Novellus Systems Inc COM 670008101 288 6,840 SH SOLE 6,840 NSTAR COM 67019E107 238 4,900 SH SOLE 4,900 Occidental Petroleum COM 674599105 252 5,970 SH SOLE 5,970 Open Text COM 683715106 104 4,200 SH SOLE 4,200 Oracle Systems Corp COM 68389X105 516 38,986 SH SOLE 38,986 Outback Steakhouse COM 689899102 168 3,800 SH SOLE 3,800 PNC Financial Services Group COM 693475105 296 5,400 SH SOLE 5,400 PPG Industries COM 693506107 712 11,120 SH SOLE 11,120 PPL Corporation COM 69351T106 182 4,160 SH SOLE 4,160 Pearson Plc COM 705015105 67 6,000 SH SOLE 6,000 Pepsico Inc COM 713448108 885 18,990 SH SOLE 18,990
Petro Canada Limited COM 71644E102 1,777 27,800 SH SOLE 27,800 Pfizer Inc COM 717081103 5,580 157,952 SH SOLE 157,952 Placer Dome Inc COM 725906101 33,773 1,457,600 SH SOLE 1,457,600 Potash Corp of Sask Inc COM 73755L107 303 2,700 SH SOLE 2,700 Praxair Inc COM 74005P104 128 3,340 SH SOLE 3,340 Precision Drilling Corp COM 74022D100 857 15,100 SH SOLE 15,100 Progress Energy Ltd COM 742981103 170 13,700 SH SOLE 13,700 Prudential Financial Inc COM 744320102 2,285 54,700 SH SOLE 54,700 QLT Inc COM 746927102 448 18,300 SH SOLE 18,300 Qualcomm Inc COM 747525103 216 4,000 SH SOLE 4,000 Quebecor World Inc COM 748203106 17,468 653,000 SH SOLE 653,000 Reed Elsevier NV COM 758204101 1,411 57,000 SH SOLE 57,000 Research In Motion COM 760975102 465 5,800 SH SOLE 5,800 Rexam plc COM 761655406 768 19,600 SH SOLE 19,600 Rio Tinto Plc COM 767204100 67 600 SH SOLE 600 Rogers Communication Class B COM 775109200 1,886 88,400 SH SOLE 88,400 Royal Bank of Canada COM 780087102 37,124 600,706 SH SOLE 600,706 Royal Dutch Petroleum Co COM 780257804 3,840 73,300 SH SOLE 73,300 SBC Communications COM 78387G103 4,707 180,550 SH SOLE 180,550 SLM Corporation COM 78442P106 203 5,390 SH SOLE 5,390 SPDR Trust COM 78462F103 169,562 1,523,743 SH SOLE 1,523,743 Safeway Inc COM 786514208 62 2,840 SH SOLE 2,840 Samsung SDI Co COM 796054203 270 9,600 SH SOLE 9,600 Schering Plough Corp COM 806605101 743 42,700 SH SOLE 42,700 Schlumberger Ltd COM 806857108 1,639 29,960 SH SOLE 29,960 Sears Roebuck & Co COM 812387108 218 4,800 SH SOLE 4,800 Secom Company Ltd COM 813113206 203 2,700 SH SOLE 2,700 Shire Pharmaceuticals Grp Plc COM 82481R106 1,639 56,400 SH SOLE 56,400 Siemens AG COM 826197501 2,606 32,600 SH SOLE 32,600 Smurfit Stone Container COM 832727101 254 13,700 SH SOLE 13,700 Sony Corp COM 835699307 243 7,000 SH SOLE 7,000 Southtrust Corp COM 844730101 195 5,950 SH SOLE 5,950 Southwest Airlines COM 844741108 341 21,100 SH SOLE 21,100 Sprint Corp PCS Group COM 852061506 221 39,390 SH SOLE 39,390 Stanley Works COM 854616109 769 20,300 SH SOLE 20,300 Staples Inc COM 855030102 324 11,860 SH SOLE 11,860 Starwood Hotels & Resorts COM 85590A203 241 6,700 SH SOLE 6,700 Suncor Energy Inc COM 867229106 3,546 109,100 SH SOLE 109,100 Sunopta COM 8676EP108 53 5,700 SH SOLE 5,700 Suntrust Banks Inc COM 867914103 902 12,610 SH SOLE 12,610 Superior Industries Int'l COM 868168105 975 22,400 SH SOLE 22,400 TJX Companies Inc COM 872540109 404 18,340 SH SOLE 18,340 TLC Vision Corp COM 872549100 143 16,800 SH SOLE 16,800 TXU Corp COM 873168108 391 16,500 SH SOLE 16,500 Talisman Energy Inc COM 87425E103 5,139 69,900 SH SOLE 69,900
Target Corp COM 87612E106 761 19,830 SH SOLE 19,830 Telefonos de Mexico S A de C V COM 879403780 1,546 46,800 SH SOLE 46,800 Telus Corp COM 87971M202 379 15,673 SH SOLE 15,673 Texas Instruments Inc COM 882508104 474 16,130 SH SOLE 16,130 Thermo Electron Corp COM 883556102 239 9,500 SH SOLE 9,500 Thomson Corp COM 884903105 2,580 54,800 SH SOLE 54,800 3M Company COM 88579Y101 490 5,766 SH SOLE 5,766 Timberland Company COM 887100105 1,573 30,200 SH SOLE 30,200 Time Warner Inc COM 887317105 1,728 96,060 SH SOLE 96,060 Tomkins PLC COM 890030208 2,068 108,000 SH SOLE 108,000 Toronto Dominion Bank COM 891160509 15,931 368,000 SH SOLE 368,000 TransCanada Corp COM 89353D107 31,382 1,125,621 SH SOLE 1,125,621 TransCanada Corp COM 89353D107 31,382 1,125,621 SH SOLE 1,125,621 Travelers Property Casualty COM 89420G109 527 31,400 SH SOLE 31,400 Travelers Property Casualty COM 89420G406 979 57,700 SH SOLE 57,700 Tribune Co COM 896047107 619 12,000 SH SOLE 12,000 Tyco Intl Ltd COM 902124106 1,386 52,300 SH SOLE 52,300 Tyson Foods Inc COM 902494103 65 4,900 SH SOLE 4,900 UST Inc COM 902911106 3,055 85,600 SH SOLE 85,600 Union Pacific Corp. COM 907818108 764 11,000 SH SOLE 11,000 United Parcel Service COM 911312106 266 3,570 SH SOLE 3,570 United Technologies Corp COM 913017109 787 8,300 SH SOLE 8,300 Unocal Corp COM 915289102 619 16,800 SH SOLE 16,800 UPM Kymmene Corporation COM 915436109 1,328 69,000 SH SOLE 69,000 Veritas Softwar Corp COM 923436109 669 18,060 SH SOLE 18,060 Verizon Comm COM 92343V104 2,385 68,000 SH SOLE 68,000 Viacom Inc COM 925524308 1,751 39,550 SH SOLE 39,550 Vodafone Group Plc COM 92857W100 626 25,000 SH SOLE 25,000 Volvo AB COM 928856400 1,255 41,000 SH SOLE 41,000 WPP Group PLC COM 929309300 493 10,000 SH SOLE 10,000 Wal Mart Stores Inc COM 931142103 794 14,960 SH SOLE 14,960 Walgreen Co COM 931422109 252 6,940 SH SOLE 6,940 Washington Mutual Inc COM 939322103 754 18,800 SH SOLE 18,800 Waters Corp COM 941848103 1,903 57,400 SH SOLE 57,400 Wells Fargo & Co COM 949746101 253 4,300 SH SOLE 4,300 Wendys International Inc COM 950590109 129 3,300 SH SOLE 3,300 Westwood One COM 961815107 374 10,930 SH SOLE 10,930 Williams Sanoma Inc COM 969904101 129 3,700 SH SOLE 3,700 Wyeth COM 983024100 2,792 65,760 SH SOLE 65,760 Xilinx COM 983919101 498 12,890 SH SOLE 12,890 Zarlink Semiconductor COM 989139100 325 74,200 SH SOLE 74,200 Deutsche Bank AG COM D18190898 370 4,500 SH SOLE 4,500 Ace Ltd COM G0070K103 389 9,400 SH SOLE 9,400 Noble Corp COM G65422100 379 10,600 SH SOLE 10,600 Transocean Inc COM G90078109 1,100 45,800 SH SOLE 45,800
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