13F-HR 1 a2136584z13f-hr.txt 13F-HR UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 Form 13F Form 13F COVER PAGE Report for the Calendar Year or Quarter Ended: March 31, 2004 -------------- 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: Vice-President, Investments -------------------------------------------- Phone: 416-979-6167 -------------------------------------------- Signature, Place, and Date of Signing: /s/ Candace Shaw Ontario, Canada 5-13-2004 ------------------------------- ------------------ -------------- [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: 430 -------------------- Form 13F Information Table Value Total: $ 1,540,533 -------------------- (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 - MARCH 31, 2004
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 9,030 436,003 SH SOLE 436,003 AMR Corp COM 001765106 419 32,953 SH SOLE 32,953 Agere Systems Inc CL B 00845V209 8,945 2,867,037 SH SOLE 2,867,037 Alexandria Real Estate Equit. COM 015271109 8,542 135,587 SH SOLE 135,587 Allmerica Financial Corp COM 019754100 8,554 247,575 SH SOLE 247,575 Alpharma Inc CL A 020813101 8,724 444,871 SH SOLE 444,871 American Financial Realty Tr COM 02607P305 16,364 965,438 SH SOLE 965,438 Annaly Mortgage Management COM 035710409 11,813 604,239 SH SOLE 604,239 AON Corp COM 037389103 9,195 329,461 SH SOLE 329,461 Archer Daniels Midland Co COM 039483102 9,226 546,874 SH SOLE 546,874 Archstone-Smith Trust COM 039583109 8,551 289,771 SH SOLE 289,771 Arris Group Inc COM 04269Q100 5,286 578,300 SH SOLE 578,300 AvalonBay Communities Inc. COM 053484101 9,568 178,575 SH SOLE 178,575 BRE Properties Inc CL A 05564E106 7,801 227,313 SH SOLE 227,313 Baxter International Inc COM 071813109 12,688 410,746 SH SOLE 410,746 Boeing Company COM 097023105 2,829 68,876 SH SOLE 68,876 Bristol-Myers Squibb COM 110122108 6,294 259,763 SH SOLE 259,763 Brocade Communications Sys COM 111621108 7,487 1,127,578 SH SOLE 1,127,578 CBL & Associates Properties COM 124830100 10,250 167,094 SH SOLE 167,094 Cablevision Systems Corp CL A NY CABLVS 12686C109 3,696 161,527 SH SOLE 161,527 Cadence Design System COM 127387108 8,251 559,749 SH SOLE 559,749 Calpine Corp COM 131347106 8,384 1,795,318 SH SOLE 1,795,318 CarrAmerica Realty Corp COM 144418100 6,677 196,952 SH SOLE 196,952 Centerpoint Properties Trust SH BEN INT 151895109 7,793 94,462 SH SOLE 94,462 Clean Harbors Inc COM 184496107 4,852 654,856 SH SOLE 654,856 Comcast Corp CL A 20030N101 12,249 425,901 SH SOLE 425,901 Concord Communications Inc COM 206186108 4,132 282,430 SH SOLE 282,430 Consol Energy, Inc COM 20854P109 11,023 411,324 SH SOLE 411,324 Crescent Real Estate EQT Co COM 225756105 5,357 298,086 SH SOLE 298,086 Delta & Pine Land Co COM 247357106 4,169 167,100 SH SOLE 167,100 Developers Diversified Realty COM 251591103 12,707 314,541 SH SOLE 314,541 Dillards Inc CL A 254067101 14,955 780,553 SH SOLE 780,553 Eastman Kodak Co COM 277461109 8,092 309,205 SH SOLE 309,205 Echostar Communications Corp CL A 278762109 11,405 348,247 SH SOLE 348,247 Eclipsys Corp COM 278856109 4,284 317,772 SH SOLE 317,772 Equity Office Properties Trust COM 294741103 3,649 126,307 SH SOLE 126,307
Equity Residential Properties SH BEN INT 29476L107 9,555 320,090 SH SOLE 320,090 Federal Realty Investment Tr SH BEN INT NEW 313747206 414 8,959 SH SOLE 8,959 Felcor Lodging Trust Inc COM 31430F101 1,862 178,660 SH SOLE 178,660 GATX Corporation COM 361448103 9,907 446,843 SH SOLE 446,843 General Growth Properties COM 370021107 14,366 408,708 SH SOLE 408,708 Grant Prideco Inc COM 38821G101 8,701 561,379 SH SOLE 561,379 Hain Celestial Group Inc COM 405217100 903 40,866 SH SOLE 40,866 Honeywell International COM 438516106 7,217 213,200 SH SOLE 213,200 Host Marriot Corp COM 44107P104 2,120 165,901 SH SOLE 165,901 Interactivecorp COM 45840Q101 8,825 279,009 SH SOLE 279,009 International Paper Co COM 460146103 8,638 204,413 SH SOLE 204,413 Interpublic Group of Cos Inc COM 460690100 3,845 249,983 SH SOLE 249,983 MSCI World Equity Benchmark MSCI AUSTRALIA 464286103 1,034 73,498 SH SOLE 73,498 MSCI World Equity Benchmark MSCI BELGIUM 464286301 175 12,969 SH SOLE 12,969 MSCI World Equity Benchmark MSCI SINGAPORE 464286673 215 33,739 SH SOLE 33,739 MSCI World Equity Benchmark MSCI UTD KINGD 464286699 5,381 339,492 SH SOLE 339,492 MSCI World Equity Benchmark MSCI FRANCE 464286707 1,749 85,725 SH SOLE 85,725 MSCI World Equity Benchmark MSCI SWITZERLD 464286749 1,354 91,331 SH SOLE 91,331 MSCI World Equity Benchmark MSCI SWEDEN 464286756 836 50,258 SH SOLE 50,258 MSCI World Equity Benchmark MSCI SPAIN 464286764 890 31,549 SH SOLE 31,549 MSCI World Equity Benchmark MSCI GERMAN 464286806 1,275 81,933 SH SOLE 81,933 MSCI World Equity Benchmark MSCI NETHERLND 464286814 951 59,958 SH SOLE 59,958 MSCI World Equity Benchmark MSCI JAPAN 464286848 5,083 467,581 SH SOLE 467,581 MSCI World Equity Benchmark MSCI ITALY 464286855 734 37,121 SH SOLE 37,121 MSCI World Equity Benchmark MSCI HONG KONG 464286871 713 67,290 SH SOLE 67,290 JPMorgan Chase & Co COM 46625H100 9,498 226,419 SH SOLE 226,419 Kimco Realty Corp COM 49446R109 9,493 186,207 SH SOLE 186,207 Lockheed Martin Corp COM 539830109 7,790 170,681 SH SOLE 170,681 Macerich Company COM 554382101 12,036 223,305 SH SOLE 223,305 Mack-Cali Realty Corp COM 554489104 6,868 152,936 SH SOLE 152,936 Merck COM 589331107 7,598 171,949 SH SOLE 171,949 Meristar Hospitatlity Corp COM 58984Y103 4,340 624,419 SH SOLE 624,419 Micron Technology Inc COM 595112103 9,414 563,346 SH SOLE 563,346 Midway Games Inc COM 598148104 11,269 1,547,970 SH SOLE 1,547,970 Monsanto Company COM 61166W101 8,554 233,278 SH SOLE 233,278 Newfield Exploration Co COM 651290108 4,202 87,675 SH SOLE 87,675 Newmont Mining Corp COM 651639106 4,375 93,830 SH SOLE 93,830 Oshkosh B'Gosh Inc. CL A 688222207 4,658 198,964 SH SOLE 198,964 Pfizer Inc COM 717081103 9,626 274,635 SH SOLE 274,635 Prologis SH BEN INT 743410102 8,074 225,095 SH SOLE 225,095 Prudential Financial Inc COM 744320102 8,257 184,401 SH SOLE 184,401 Public Storage Inc COM 74460D109 3,516 72,263 SH SOLE 72,263 Raytheon Co COM NEW 755111507 8,574 273,574 SH SOLE 273,574 Reckson Associates Realty Corp COM 75621K106 6,564 233,271 SH SOLE 233,271 Regency Centers Corp COM 758849103 4,710 100,788 SH SOLE 100,788
Revlon Inc Cl A CL A 761525500 4,161 1,502,000 SH SOLE 1,502,000 Rockwell International Corp COM 773903109 9,784 282,199 SH SOLE 282,199 SL Green Realty Corp COM 78440X101 9,671 202,737 SH SOLE 202,737 Schering-Plough Corp COM 806605101 7,754 478,026 SH SOLE 478,026 Shurgard Storage Centers-A COM 82567D104 7,698 192,941 SH SOLE 192,941 Simon Property Group Inc COM 828806109 7,442 127,349 SH SOLE 127,349 Smithfield Foods Inc COM 832248108 8,480 312,673 SH SOLE 312,673 Timken Co COM 887389104 2,462 106,000 SH SOLE 106,000 Trinity Industries COM 896522109 4,271 153,618 SH SOLE 153,618 UnumProvident Corp COM 91529Y106 9,414 643,464 SH SOLE 643,464 Vicor Corp COM 925815102 5,785 471,494 SH SOLE 471,494 Vornado Realty Trust SH BEN INT 929042109 9,341 154,441 SH SOLE 154,441 Warnaco Group Inc/The COM NEW 934390402 4,572 227,562 SH SOLE 227,562 Williams Companies Inc COM 969457100 9,042 944,830 SH SOLE 944,830 Bunge Limited COM G16962105 10,219 254,076 SH SOLE 254,076 Nabors Industries Ltd SHS G6359F103 8,373 183,023 SH SOLE 183,023 Orient Express Hotels Ltd CL A G67743107 6,486 362,528 SH SOLE 362,528 Transocean Inc ORD G90078109 8,368 300,019 SH SOLE 300,019 CANADIAN OPERATIONS - AMOUNTS SHOWN ARE IN U.S. DOLLARS ABB Ltd COM 000375204 981 215,000 SH SOLE 215,000 Aflac Inc COM 001055102 110 3,600 SH SOLE 3,600 Agco Corp COM 001084102 504 31,900 SH SOLE 31,900 ATI Technologies Inc COM 001941103 687 42,200 SH SOLE 42,200 Abbot Laboratories COM 002824100 1,879 59,900 SH SOLE 59,900 Aber Diamond Corporation COM 002893105 465 14,600 SH SOLE 14,600 Abitibi-Consolidated Inc COM 003924107 1,657 232,700 SH SOLE 232,700 Adtran Inc COM 00738A106 193 8,400 SH SOLE 8,400 Aegon N.V. COM 007924103 937 95,500 SH SOLE 95,500 Agrium Inc COM 008916108 2,323 157,200 SH SOLE 157,200 Air Products & Chemical Inc COM 009158106 372 9,720 SH SOLE 9,720 Ajinomoto COM 009707100 859 9,500 SH SOLE 9,500 Electrolux AB COM 010198208 870 27,800 SH SOLE 27,800 Alcan Inc COM 013716105 16,976 381,525 SH SOLE 381,525 Alcoa Inc COM 013817101 712 26,900 SH SOLE 26,900 Alliance Atlantis Comm Inc COM 01853E204 525 27,600 SH SOLE 27,600 Allstate Corp COM 020002101 2,551 73,510 SH SOLE 73,510 Altria Group COM 02209S103 1,360 32,731 SH SOLE 32,731 American Express Co COM 025816109 1,003 25,330 SH SOLE 25,330 American International Group COM 026874107 645 11,840 SH SOLE 11,840
Amgen Inc COM 031162100 402 9,060 SH SOLE 9,060 Amvescap PLC COM 03235E100 58 5,000 SH SOLE 5,000 Anadarko Petroleum COM 032511107 978 24,700 SH SOLE 24,700 Analog Devices COM 032654105 524 14,300 SH SOLE 14,300 Andrew Corp COM 034425108 218 16,300 SH SOLE 16,300 Angiotech Pharmaceuticals Inc COM 034918102 156 6,400 SH SOLE 6,400 Apache Corporation COM 037411105 585 17,760 SH SOLE 17,760 Apollo Group Inc COM 037604105 171 2,600 SH SOLE 2,600 Archer-Daniel Midland COM 039483102 549 42,640 SH SOLE 42,640 Astrazeneca PLC COM 046353108 78 2,200 SH SOLE 2,200 Atlas Energy Ltd COM 049300106 45 17,200 SH SOLE 17,200 Avery Dennison Corp COM 053611109 1,201 25,300 SH SOLE 25,300 Avon Products COM 054303102 313 5,400 SH SOLE 5,400 BCE Inc COM 05534B109 27,084 1,285,992 SH SOLE 1,285,992 BG Group COM 055434203 47 2,000 SH SOLE 2,000 BP PLC COM 055622104 1,774 45,400 SH SOLE 45,400 Bank of America Corp COM 060505104 3,300 53,390 SH SOLE 53,390 Bank of Montreal COM 063671101 13,148 317,600 SH SOLE 317,600 Bank of New York COM 064057102 19 800 SH SOLE 800 Bank of Nova Scotia COM 064149107 26,315 486,910 SH SOLE 486,910 Bank One Corp COM 06423A103 485 11,650 SH SOLE 11,650 Bard C.R COM 067383109 75 1,000 SH SOLE 1,000 Barclays PLC COM 06738E204 960 34,800 SH SOLE 34,800 Barrick Gold Corp COM 067901108 23,290 984,200 SH SOLE 984,200 Baxter Intl Inc COM 071813109 99 4,200 SH SOLE 4,200 Bema Gold Corp COM 08135F107 164 44,600 SH SOLE 44,600 Best Buy Co COM 086516101 912 23,100 SH SOLE 23,100 Black & Decker Corp COM 091797100 87 2,000 SH SOLE 2,000 Boardwalk Equities Inc COM 096613104 88 6,500 SH SOLE 6,500 Bowater Inc COM 102183100 129 3,860 SH SOLE 3,860 Brascan Corporation COM 10549P606 459 11,500 SH SOLE 11,500 Brasil Telecom Part SA COM 105530109 269 10,300 SH SOLE 10,300 Bristol-Myers Squibb Co COM 110122108 775 41,877 SH SOLE 41,877 Burlington North Santa Fe COM 12189T104 120 5,000 SH SOLE 5,000 CAE Inc COM 124765108 216 49,600 SH SOLE 49,600 CHC Helicopter Corp COM 12541C203 85 3,100 SH SOLE 3,100 CVS Corp COM 126650100 104 3,850 SH SOLE 3,850 Cameco Corp COM 13321L108 468 9,400 SH SOLE 9,400 Cdn Imp Bank of Commerce COM 136069101 13,982 267,790 SH SOLE 267,790 Cdn National Railways COM 136375102 24,107 616,310 SH SOLE 616,310 Cdn National Railways COM 136375102 288 9,600 SH SOLE 9,600 Canadian Nat Resources Ltd COM 136385101 716 12,900 SH SOLE 12,900 Canadian Pacific Railway Co COM 13645T100 9,015 374,920 SH SOLE 374,920 Canfor Corporation COM 137902102 315 29,600 SH SOLE 29,600 Canon Inc COM 138006309 1,768 44,700 SH SOLE 44,700
Cardinal Health Inc COM 14149Y108 342 6,500 SH SOLE 6,500 Career Education Corp COM 141665109 178 4,120 SH SOLE 4,120 Caremark Rx Inc COM 141705103 220 8,670 SH SOLE 8,670 Carnival Corp COM 143658300 836 24,400 SH SOLE 24,400 Cedera Software Corp COM 150644102 57 8,600 SH SOLE 8,600 Celestica Inc COM 15101Q108 523 32,100 SH SOLE 32,100 ChevronTexaco Corp COM 166764100 402 6,000 SH SOLE 6,000 Chubb Corporation COM 171232101 147 2,770 SH SOLE 2,770 Cinergy Corp COM 172474108 222 7,100 SH SOLE 7,100 Cisco Systems COM 17275R102 1,206 67,010 SH SOLE 67,010 Citigroup Inc COM 172967101 3,268 82,800 SH SOLE 82,800 Clear Channel Comm COM 184502102 516 15,950 SH SOLE 15,950 Coach Inc COM 189754104 163 5,200 SH SOLE 5,200 Cognos Inc COM 19244C109 272 8,700 SH SOLE 8,700 Colgate Palmolive COM 194162103 1,304 31,000 SH SOLE 31,000 Comcast Corporation COM 20030N101 880 40,100 SH SOLE 40,100 Cia De Minas Buenaventur COM 204448104 75 3,400 SH SOLE 3,400 ConocoPhillips Inc COM 20825C104 724 13,580 SH SOLE 13,580 Constellation Energy Group COM 210371100 479 15,700 SH SOLE 15,700 Corning Inc COM 219350105 307 36,000 SH SOLE 36,000 Corus Entertainment COM 220874101 228 10,800 SH SOLE 10,800 Cott Corp COM 22163N106 135 4,600 SH SOLE 4,600 Cox Communications Inc COM 224044107 325 13,480 SH SOLE 13,480 CP Ships Ltd COM 22409V102 8,831 516,700 SH SOLE 516,700 Creo COM 225606102 104 11,100 SH SOLE 11,100 Cummins Inc. COM 231021106 509 11,400 SH SOLE 11,400 Danaher Corp COM 235851102 378 5,300 SH SOLE 5,300 John Deere & Co. COM 244199105 337 6,370 SH SOLE 6,370 Dell Inc COM 24702R101 592 23,060 SH SOLE 23,060 Descartes Systems Group Inc. COM 249906108 67 28,900 SH SOLE 28,900 Deutsche Telecom COM 251566105 475 34,500 SH SOLE 34,500 Devon Energy Corp COM 25179M103 119 2,680 SH SOLE 2,680 Diageo PLC COM 25243Q205 1,776 44,000 SH SOLE 44,000 Dominion Resources Inc COM 25746U109 123 2,500 SH SOLE 2,500 Domtar Inc. COM 257561100 12,618 1,052,800 SH SOLE 1,052,800 Dorel Industries Inc COM 25822C205 105 3,100 SH SOLE 3,100 Dow Chemical Company COM 260543103 336 10,920 SH SOLE 10,920 Draxis Health Inc COM 26150J101 142 27,600 SH SOLE 27,600 DuPont (E.I.) De Nemours COM 263534109 219 6,800 SH SOLE 6,800 EOG Resources COM 26875P101 35 1,000 SH SOLE 1,000 E ON AG COM 268780103 1,648 32,700 SH SOLE 32,700 Ebay COM 278642103 280 5,300 SH SOLE 5,300 Echostar Communications COM 278762109 368 14,700 SH SOLE 14,700 Eldorado Gold Corp COM 284902103 108 37,600 SH SOLE 37,600 Emerson Electric Co COM 291011104 663 14,500 SH SOLE 14,500
EnCana Corporation COM 292505104 23,037 532,340 SH SOLE 532,340 Enbridge Inc COM 29250N105 9,724 239,000 SH SOLE 239,000 Energy East Corporation COM 29266M109 190 9,800 SH SOLE 9,800 Entergy Corp COM 29364G103 200 4,400 SH SOLE 4,400 Entrust Inc COM 293848107 187 56,100 SH SOLE 56,100 Extendicare Inc COM 30224T871 235 20,500 SH SOLE 20,500 Exxon Mobil Corp COM 30231G102 941 29,650 SH SOLE 29,650 Fairfax Financial COM 303901102 78 500 SH SOLE 500 Fairmont Hotels COM 305204109 273 10,825 SH SOLE 10,825 Federal National Mtge Assoc COM 313586109 1,245 21,940 SH SOLE 21,940 Fedex Corporation COM 31428X106 350 6,100 SH SOLE 6,100 First Data Corp COM 319963104 1,412 43,874 SH SOLE 43,874 Firstservice Corporation COM 33761N109 117 4,900 SH SOLE 4,900 Fiserv Inc COM 337738108 235 8,600 SH SOLE 8,600 First Energy Corp COM 337932107 86 2,880 SH SOLE 2,880 FleetBoston Financial Corp COM 339030108 890 25,980 SH SOLE 25,980 Fluor Corporation COM 343412102 1,329 45,000 SH SOLE 45,000 Fox Entertainment COM 35138T107 269 13,000 SH SOLE 13,000 Franklin Resources Inc COM 354613101 77 1,800 SH SOLE 1,800 Freeport Mcmoran Copper COM 35671D857 674 22,600 SH SOLE 22,600 GSI Lumonics Inc COM 36229U102 386 27,600 SH SOLE 27,600 Gannett Co COM 364730101 982 14,600 SH SOLE 14,600 Genentech Inc COM 368710406 95 1,170 SH SOLE 1,170 General Dynamic Sys COM 369550108 1,671 24,500 SH SOLE 24,500 General Elec Co COM 369604103 1,626 69,780 SH SOLE 69,780 Genzyme Corp COM 372917104 454 12,700 SH SOLE 12,700 Gilead Sciences COM 375558103 542 12,800 SH SOLE 12,800 Gildan Activewear Inc COM 375916103 326 10,400 SH SOLE 10,400 Glamis Gold COM 376775102 511 28,600 SH SOLE 28,600 Glaxosmithkline Plc COM 37733W105 3,489 114,400 SH SOLE 114,400 Gold Fields Ltd COM 38059T106 1,800 179,300 SH SOLE 179,300 Goldcorp Inc COM 380956409 357 24,100 SH SOLE 24,100 Goldman Sachs Group COM 38141G104 951 11,940 SH SOLE 11,940 Group CGI COM 39945C109 11,905 1,824,100 SH SOLE 1,824,100 Grupo Televisa SA COM 40049J206 275 7,600 SH SOLE 7,600 Guidant Corp COM 401698105 316 6,530 SH SOLE 6,530 HCA Inc COM 404119109 146 4,700 SH SOLE 4,700 HSBC Holdings Plc COM 404280406 1,279 22,400 SH SOLE 22,400 John Hancock Fin Svcs COM 41014S106 314 9,400 SH SOLE 9,400 Hartford Financial Services COM 416515104 276 5,680 SH SOLE 5,680 HBOS PLC COM 42205M106 899 29,000 SH SOLE 29,000 Heinz H J Co COM 423074103 309 10,870 SH SOLE 10,870 Hewlett Packard Co COM 428236103 629 36,100 SH SOLE 36,100 Honda Motor Co COM 438128308 869 49,200 SH SOLE 49,200 Honeywell International Inc COM 438516106 1,261 48,800 SH SOLE 48,800
Humana Inc COM 444859102 466 32,100 SH SOLE 32,100 Hummingbird LTD COM 44544R101 213 9,400 SH SOLE 9,400 Hydrogenics Corporation COM 448882100 179 33,900 SH SOLE 33,900 Illinois Tool Works Inc COM 452308109 224 3,700 SH SOLE 3,700 Imperial Oil Ltd COM 453038408 11,307 251,600 SH SOLE 251,600 Inco Ltd COM 453258402 3,855 111,900 SH SOLE 111,900 ING Groep NV COM 456837103 943 56,000 SH SOLE 56,000 Intel Corp COM 458140100 395 19,009 SH SOLE 19,009 InterActive Corp COM 45840Q101 372 15,400 SH SOLE 15,400 I B M Corp COM 459200101 1,088 15,520 SH SOLE 15,520 Intl Game Technology COM 459902102 55 1,600 SH SOLE 1,600 Intl Paper Co COM 460146103 1,312 40,660 SH SOLE 40,660 Intrawest Corp COM 460915200 76 4,400 SH SOLE 4,400 Amvescap PLC COM 461276891 267 85,500 SH SOLE 85,500 IPSCO Inc COM 462622101 317 16,700 SH SOLE 16,700 Ishares Tr COM 464287465 107,577 995,241 SH SOLE 995,241 Janus Capital Group COM 47102X105 15 1,200 SH SOLE 1,200 Johnson & Johnson COM 478160104 3,016 77,894 SH SOLE 77,894 Johnson Matthey PLC COM 479142309 1,184 47,000 SH SOLE 47,000 Kao Corp COM 485537302 945 5,400 SH SOLE 5,400 Kellogg Co COM 487836108 525 17,530 SH SOLE 17,530 Keyspan Corp COM 49337W100 111 3,800 SH SOLE 3,800 Kimberly Clark COM 494368103 660 13,710 SH SOLE 13,710 Kingsway Financial Service Inc COM 496904103 198 17,200 SH SOLE 17,200 Kohls Corporation COM 500255104 574 15,570 SH SOLE 15,570 Kyocera Corporation COM 501556203 1,025 16,000 SH SOLE 16,000 Lamar Advertising Company COM 512815101 217 7,030 SH SOLE 7,030 Estee Lauder COM 518439104 71 2,100 SH SOLE 2,100 Leitch Technology Corp COM 52543H107 2,592 503,800 SH SOLE 503,800 Lilly (Eli) and Co COM 532457108 455 8,900 SH SOLE 8,900 Linear Technology COM 535678106 204 7,220 SH SOLE 7,220 Lockheed Martin Inc. COM 539830109 488 14,000 SH SOLE 14,000 Luxottica Group SPA COM 55068R202 48 4,000 SH SOLE 4,000 Mbna corp COM 55262L100 179 8,500 SH SOLE 8,500 MDS Inc COM 55269P302 18,851 1,122,500 SH SOLE 1,122,500 Magna International Inc COM 559222401 12,412 157,300 SH SOLE 157,300 Manpower Inc COM 56418H100 32 900 SH SOLE 900 Manulife Financial Corp COM 56501R106 28,736 775,200 SH SOLE 775,200 Marsh & Mclennan COM 571748102 74 2,100 SH SOLE 2,100 Matsushita Electric Ind. Co COM 576879209 871 74,000 SH SOLE 74,000 Maxim Integrated Products COM 57772K101 202 5,640 SH SOLE 5,640 May Department Stores Co COM 577778103 499 18,900 SH SOLE 18,900 McDonalds Corporation COM 580135101 196 9,000 SH SOLE 9,000 Medtronic Inc COM 585055106 303 8,300 SH SOLE 8,300 Mellon Financial COM 58551A108 725 30,340 SH SOLE 30,340
Merck & Co Inc COM 589331107 219 6,500 SH SOLE 6,500 Mercury Interactive Corp COM 589405109 264 7,710 SH SOLE 7,710 Meridian Gold Inc COM 589975101 111 9,100 SH SOLE 9,100 Merrill Lynch & Co Inc COM 590188108 888 19,540 SH SOLE 19,540 Metlife Inc COM 59156R108 558 20,490 SH SOLE 20,490 Microsoft Corp COM 594918104 2,861 150,352 SH SOLE 150,352 Microchip Technology Inc COM 595017104 198 9,810 SH SOLE 9,810 Monsanto Co COM 61166W101 633 22,600 SH SOLE 22,600 Morgan Stanley Co COM 617446448 923 21,100 SH SOLE 21,100 Motorola Inc COM 620076109 161 12,000 SH SOLE 12,000 NCR Corporation COM 62886E108 508 15,100 SH SOLE 15,100 National Fuel Gas Company COM 636180101 88 4,700 SH SOLE 4,700 Network Associates COM 640938106 140 10,200 SH SOLE 10,200 Network Appliance Inc COM 64120L104 117 7,100 SH SOLE 7,100 New York Times Co COM 650111107 1,046 31,010 SH SOLE 31,010 Nexen Inc COM 65334H102 11,624 298,000 SH SOLE 298,000 Nike Inc COM 654106103 267 4,500 SH SOLE 4,500 Nippon Tel & Tel Co COM 654624105 1,785 82,500 SH SOLE 82,500 Nokia Corp COM 654902204 77 5,000 SH SOLE 5,000 Nomura Holdings Inc COM 65535H208 1,810 130,000 SH SOLE 130,000 Noranda Inc COM 655422103 962 53,300 SH SOLE 53,300 Nortel Networks Corp COM 656568102 8,730 1,483,300 SH SOLE 1,483,300 Northern Trust Corp COM 665859104 174 4,900 SH SOLE 4,900 Northrop Grumman Corp COM 666807102 398 5,300 SH SOLE 5,300 Nova Chemicals Corp COM 66977W109 9,127 363,200 SH SOLE 363,200 Novartis AG COM 66987V109 2,127 65,400 SH SOLE 65,400 Novellus Systems Inc COM 670008101 240 9,940 SH SOLE 9,940 NSTAR COM 67019E107 112 2,900 SH SOLE 2,900 Occidental Petroleum COM 674599105 210 5,970 SH SOLE 5,970 Open Text COM 683715106 125 4,200 SH SOLE 4,200 Oracle Systems Corp COM 68389X105 319 34,786 SH SOLE 34,786 Outback Steakhouse COM 689899102 197 5,300 SH SOLE 5,300 PNC Financial Services Group COM 693475105 309 7,300 SH SOLE 7,300 PPG Industries COM 693506107 495 11,120 SH SOLE 11,120 PPL Corporation COM 69351T106 145 4,160 SH SOLE 4,160 Pacific Sunwear of Calif COM 694873100 88 4,700 SH SOLE 4,700 Pearson Plc COM 705015105 53 6,000 SH SOLE 6,000 Pepsico Inc COM 713448108 818 19,890 SH SOLE 19,890 Petro Canada Limited COM 71644E102 796 18,100 SH SOLE 18,100 Petsmart Inc COM 716768106 120 5,800 SH SOLE 5,800 Pfizer Inc COM 717081103 3,555 132,852 SH SOLE 132,852 Phelps Dodge Corp COM 717265102 1,627 26,100 SH SOLE 26,100 Placer Dome Inc COM 725906101 27,561 1,530,500 SH SOLE 1,530,500 Potash Corp of Sask Inc COM 73755L107 225 2,700 SH SOLE 2,700 Praxair Inc COM 74005P104 95 3,340 SH SOLE 3,340
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3M Company COM 88579Y101 62 1,000 SH SOLE 1,000 Timberland Company COM 887100105 917 20,200 SH SOLE 20,200 Time Warner Inc COM 887317105 1,494 116,060 SH SOLE 116,060 Tomkins PLC COM 890030208 1,385 92,400 SH SOLE 92,400 Toronto Dominion Bank COM 891160509 13,109 372,100 SH SOLE 372,100 Toyota Motor Corporation COM 892331307 1,024 18,000 SH SOLE 18,000 TransCanada Corp COM 89353D107 22,914 1,061,421 SH SOLE 1,061,421 Travelers Property Casualty COM 89420G109 411 31,400 SH SOLE 31,400 Travelers Property Casualty COM 89420G406 761 57,700 SH SOLE 57,700 Tribune Co COM 896047107 462 12,000 SH SOLE 12,000 Tyco Intl Ltd COM 902124106 1,133 51,800 SH SOLE 51,800 Tyson Foods Inc COM 902494103 68 4,900 SH SOLE 4,900 UST Inc COM 902911106 1,711 62,100 SH SOLE 62,100 Union Pacific Corp. COM 907818108 1,397 30,600 SH SOLE 30,600 United Technologies Corp COM 913017109 1,258 19,100 SH SOLE 19,100 Unocal Corp COM 915289102 478 16,800 SH SOLE 16,800 UPM Kymmene Corporation COM 915436109 748 53,000 SH SOLE 53,000 Vasogen Inc COM 92232F103 91 14,700 SH SOLE 14,700 Veritas Software Corp COM 923436109 371 18,060 SH SOLE 18,060 Verizon Comm COM 92343V104 3,035 108,800 SH SOLE 108,800 Verizon Comm COM 92343V104 3,035 108,800 SH SOLE 108,800 Viacom Inc COM 925524308 1,710 56,650 SH SOLE 56,650 Vodafone Group Plc COM 92857W100 109 6,000 SH SOLE 6,000 Volvo AB COM 928856400 908 36,000 SH SOLE 36,000 WPP Group PLC COM 929309300 58 1,500 SH SOLE 1,500 Wal Mart Stores Inc COM 931142103 499 10,960 SH SOLE 10,960 Walgreen Co COM 931422109 185 7,340 SH SOLE 7,340 Waters Corp COM 941848103 302 9,700 SH SOLE 9,700 Wendys International Inc COM 950590109 115 3,700 SH SOLE 3,700 Westwood One COM 961815107 246 10,930 SH SOLE 10,930 Wyeth COM 983024100 2,269 79,160 SH SOLE 79,160 Xilinx COM 983919101 276 9,590 SH SOLE 9,590 Xerox Corp COM 984121103 503 45,200 SH SOLE 45,200 Yukos COM 98849W108 48 1,100 SH SOLE 1,100 Zarlink Semiconductor COM 989139100 173 45,900 SH SOLE 45,900 Deutsche Bank AG COM D18190898 191 3,000 SH SOLE 3,000 Cooper Industries LTD COM G24182100 100 2,300 SH SOLE 2,300 GlobalSantafe Corp COM G3930E101 70 3,300 SH SOLE 3,300 Noble Corp COM G65422100 311 10,600 SH SOLE 10,600 Transocean Inc COM G90078109 933 43,800 SH SOLE 43,800 Check Point Software Tech Ltd COM M22465104 992 57,100 SH SOLE 57,100 1,540,533