13F-HR 1 a2157838z13f-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, 2005 ----------------- 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: 416-979-6188 -------------------------------------------- Signature, Place, and Date of Signing: /s/ Candace Shaw Ontario, Canada 5-12-2005 ------------------------------- ------------------ -------------- [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: 318 -------------------- Form 13F Information Table Value Total: $ 1,994,980 -------------------- (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 AGERE SYS INC CLB 00845V209 8,899 6,266,750 SH SOLE 6,266,750 ALEXANDRIA REAL ESTATE EQ IN COM 015271109 11,759 182,647 SH SOLE 182,647 AMERICAN EXPRESS CO COM 025816109 8,604 167,490 SH SOLE 167,490 AMERICAN FINL RLTY TR COM 02607P305 13,688 935,617 SH SOLE 935,617 AMGEN INC COM 031162100 8,244 141,623 SH SOLE 141,623 AMR CORP COM 001765106 353 32,953 SH SOLE 32,953 ARCHER DANIELS MIDLAND CO COM 039483102 4,182 170,153 SH SOLE 170,153 ARCHSTONE SMITH TR COM 039583109 13,248 388,389 SH SOLE 388,389 ARRIS GROUP INC COM 04269Q100 6,808 985,248 SH SOLE 985,248 AVALONBAY CMNTYS INC COM 053484101 6,245 93,361 SH SOLE 93,361 AVAYA INC COM 053499109 8,354 715,220 SH SOLE 715,220 BANK OF AMERICA CORPORATION COM 060505104 8,515 193,084 SH SOLE 193,084 BAXTER INTL INC COM 071813109 8,280 243,685 SH SOLE 243,685 BLOCKBUSTER INC CLA 093679108 8,716 987,110 SH SOLE 987,110 BOSTON SCIENTIFIC CORP COM 101137107 13,032 444,941 SH SOLE 444,941 BRE PROPERTIES INC CLA 05564E106 10,787 305,587 SH SOLE 305,587 BROCADE COMMUNICATIONS SYS I COM 111621108 9,209 1,555,550 SH SOLE 1,555,550 C COR INC COM 125010108 5,276 867,783 SH SOLE 867,783 CALPINE CORP COM 131347106 8,951 3,196,712 SH SOLE 3,196,712 CHEVRONTEXACO CORP COM 166764100 4,349 74,580 SH SOLE 74,580 CHIRON CORP COM 170040109 10,116 288,540 SH SOLE 288,540 CIT GROUP INC COM 125581108 8,263 217,447 SH SOLE 217,447 CLEAN HARBORS INC COM 184496107 11,763 641,390 SH SOLE 641,390 CLEAR CHANNEL COMMUNICATIONS COM 184502102 9,026 261,856 SH SOLE 261,856 COMCAST CORP NEW CLA 20030N101 9,498 281,164 SH SOLE 281,164 CONCORD COMMUNICATIONS INC COM 206186108 5,119 505,806 SH SOLE 505,806 DEVELOPERS DIVERSIFIED RLTY COM 251591103 13,290 334,339 SH SOLE 334,339 DYCOM INDS INC COM 267475101 8,052 350,228 SH SOLE 350,228 DYNEGY INC NEW CLA 26816Q101 8,817 2,254,880 SH SOLE 2,254,880 EASTGROUP PPTY INC COM 277276101 9,052 240,115 SH SOLE 240,115 EASTMAN KODAK CO COM 277461109 9,092 279,318 SH SOLE 279,318 ECHOSTAR COMMUNICATIONS NEW CLA 278762109 10,618 363,002 SH SOLE 363,002 EQUITY RESIDENTIAL SH BEN INT 29476L107 8,142 252,767 SH SOLE 252,767
EXIDE TECHNOLOGIES COM NEW 302051206 5,437 421,440 SH SOLE 421,440 EXXON MOBIL CORP COM 30231G102 12,719 213,400 SH SOLE 213,400 FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 377 7,797 SH SOLE 7,797 GATX CORP COM 361448103 12,315 371,057 SH SOLE 371,057 GENERAL ELEC CO COM 369604103 8,460 234,600 SH SOLE 234,600 GOLDMAN SACHS GROUP INC COM 38141G104 11,347 103,165 SH SOLE 103,165 GRAMERCY CAP CORP COM 384871109 4,807 246,537 SH SOLE 246,537 HCA INC COM 404119109 5,507 102,795 SH SOLE 102,795 HILTON HOTELS CORP COM 432848109 7,302 326,728 SH SOLE 326,728 HOST MARRIOTT CORP NEW COM 44107P104 7,360 444,418 SH SOLE 444,418 IMCLONE SYS INC COM 45245W109 7,910 229,271 SH SOLE 229,271 ISHARES INC MSCI AUSTRALIA 464286103 1,247 73,498 SH SOLE 73,498 ISHARES INC MSCI BELGIUM 464286301 244 12,969 SH SOLE 12,969 ISHARES INC MSCI SINGAPORE 464286673 244 33,739 SH SOLE 33,739 ISHARES INC MSCI UTD KINGD 464286699 6,155 339,492 SH SOLE 339,492 ISHARES INC MSCI FRANCE 464286707 2,073 85,725 SH SOLE 85,725 ISHARES INC MSCI SWITZERLD 464286749 1,541 91,331 SH SOLE 91,331 ISHARES INC MSCI SWEDEN 464286756 1,023 50,258 SH SOLE 50,258 ISHARES INC MSCI SPAIN 464286764 1,087 31,549 SH SOLE 31,549 ISHARES INC MSCI GERMAN 464286806 1,481 81,933 SH SOLE 81,933 ISHARES INC MSCI NETHERLND 464286814 1,129 59,958 SH SOLE 59,958 ISHARES INC MSCI JAPAN 464286848 4,905 467,581 SH SOLE 467,581 ISHARES INC MSCI ITALY 464286855 957 37,121 SH SOLE 37,121 ISHARES INC MSCI HONG KONG 464286871 775 67,290 SH SOLE 67,290 ISTAR FINL INC COM 45031U101 9,509 230,910 SH SOLE 230,910 JDS UNIPHASE CORP COM 46612J101 8,931 5,347,855 SH SOLE 5,347,855 KIMCO REALTY CORP COM 49446R109 11,086 205,676 SH SOLE 205,676 KNIGHT TRADING GROUP INC COM 499063105 8,175 848,023 SH SOLE 848,023 LUCENT TECHNOLOGIES INC COM 549463107 13,000 4,727,242 SH SOLE 4,727,242 MACERICH CO COM 554382101 12,920 242,486 SH SOLE 242,486 MASTEC INC COM 576323109 4,686 570,810 SH SOLE 570,810 MEDIMMUNE INC COM 584699102 9,069 380,890 SH SOLE 380,890 MERISTAR HOSPITALITY CORP COM 58984Y103 6,332 904,507 SH SOLE 904,507 MILLENNIUM PHARMACEUTICALS I COM 599902103 9,847 1,169,496 SH SOLE 1,169,496 MONSANTO CO NEW COM 61166W101 9,729 150,833 SH SOLE 150,833 NEW YORK CMNTY BANCORP INC COM 649445103 8,400 462,535 SH SOLE 462,535 PARAMETRIC TECHNOLOGY CORP COM 699173100 8,933 1,597,993 SH SOLE 1,597,993 PENNSYLVANIA RL ESTATE INVT SH BEN INT 709102107 8,746 216,903 SH SOLE 216,903 PROCTER & GAMBLE CO COM 742718109 13,005 245,378 SH SOLE 245,378 PROLOGIS SH BEN INT 743410102 11,268 303,728 SH SOLE 303,728 PUBLIC STORAGE INC COM 74460D109 612 10,741 SH SOLE 10,741 RECKSON ASSOCS RLTY CORP COM 75621K106 9,612 313,082 SH SOLE 313,082
REGENCY CTRS CORP COM 758849103 9,240 193,996 SH SOLE 193,996 RELIANT ENERGY INC COM 75952B105 8,525 749,095 SH SOLE 749,095 REVLON INC CL A 761525500 10,714 3,720,166 SH SOLE 3,720,166 SHURGARD STORAGE CTRS INC COM 82567D104 13,239 323,061 SH SOLE 323,061 SIMON PPTY GROUP INC NEW COM 828806109 13,928 229,911 SH SOLE 229,911 SIX FLAGS INC COM 83001P109 5,204 1,263,060 SH SOLE 1,263,060 SL GREEN RLTY CORP COM 78440X101 10,994 195,546 SH SOLE 195,546 TELLABS INC COM 879664100 9,168 1,255,876 SH SOLE 1,255,876 TYCO INTL LTD NEW COM 902124106 8,466 250,461 SH SOLE 250,461 UNITED DOMINION REALTY TR IN COM 910197102 5,480 262,572 SH SOLE 262,572 UNOVA INC COM 91529B106 11,748 568,895 SH SOLE 568,895 VICOR CORP COM 925815102 5,338 511,297 SH SOLE 511,297 VORNADO RLTY TR SH BEN INT 929042109 14,319 206,708 SH SOLE 206,708 WAL MART STORES INC COM 931142103 8,228 164,200 SH SOLE 164,200 WELLS FARGO & CO NEW COM 949746101 4,232 70,765 SH SOLE 70,765 CANADIAN OPERATIONS - AMOUNTS SHOWN ARE IN U.S. DOLLARS ABB Ltd COM 000375204 1,662 268,000 SH SOLE 268,000 Agco Corp COM 001084102 1,586 86,900 SH SOLE 86,900 ATI Technologies Inc COM 001941103 133 7,800 SH SOLE 7,800 Abbot Laboratories COM 002824100 326 7,000 SH SOLE 7,000 Aber Diamond Corporation COM 002893105 439 14,600 SH SOLE 14,600 Abitibi-Consolidated Inc COM 003924107 162 35,300 SH SOLE 35,300 Agrium Inc COM 008916108 382 21,000 SH SOLE 21,000 Ajinomoto COM 009707100 1,538 12,500 SH SOLE 12,500 Electrolux AB COM 010198208 2,295 49,300 SH SOLE 49,300 Alcan Inc COM 013716105 24,494 649,625 SH SOLE 649,625 Alcoa Inc COM 013817101 407 13,400 SH SOLE 13,400 Alliance Atlantis Comm Inc COM 01853E204 398 16,200 SH SOLE 16,200 Altria Group COM 02209S103 2,177 33,300 SH SOLE 33,300 American Express Co COM 025816109 154 3,000 SH SOLE 3,000 American International Group COM 026874107 2,571 46,400 SH SOLE 46,400 Ameritrade Holding Corp COM 03074K100 39 3,800 SH SOLE 3,800 Amvescap PLC COM 03235E100 850 67,000 SH SOLE 67,000 Anglo American PLC COM 03485P102 91 3,800 SH SOLE 3,800 Angiotech Pharmaceuticals Inc COM 034918102 456 29,800 SH SOLE 29,800 Apache Corporation COM 037411105 226 3,690 SH SOLE 3,690 Astrazeneca PLC COM 046353108 87 2,200 SH SOLE 2,200 Avery Dennison Corp COM 053611109 1,499 24,200 SH SOLE 24,200
Avery Dennison Corp COM 053611109 1,499 24,200 SH SOLE 24,200 BCE Inc COM 05534B109 44,563 1,797,242 SH SOLE 1,797,242 BG Group COM 055434203 79 2,000 SH SOLE 2,000 BP PLC COM 055622104 3,301 52,900 SH SOLE 52,900 Bank of America Corp COM 060505104 57 1,300 SH SOLE 1,300 Bank of Montreal COM 063671101 23,619 512,917 SH SOLE 512,917 Bank of Nova Scotia COM 064149107 31,479 971,020 SH SOLE 971,020 Barclays PLC COM 06738E204 1,484 35,800 SH SOLE 35,800 Barrick Gold Corp COM 067901108 21,553 906,700 SH SOLE 906,700 Beckman Coulter Inc COM 075811109 120 1,800 SH SOLE 1,800 Bema Gold Corp COM 08135F107 142 53,300 SH SOLE 53,300 Boston Scientific COM 101137107 1,722 58,800 SH SOLE 58,800 Bowater Inc COM 102183100 185 4,900 SH SOLE 4,900 Brascan Corporation COM 10549P606 133 3,550 SH SOLE 3,550 Burlington North Santa Fe COM 12189T104 1,742 32,300 SH SOLE 32,300 CAE Inc COM 124765108 6,620 1,350,600 SH SOLE 1,350,600 CHC Helicopter Corp COM 12541C203 141 3,100 SH SOLE 3,100 CIT Group Inc COM 125581108 61 1,600 SH SOLE 1,600 CVS Corp COM 126650100 63 1,200 SH SOLE 1,200 Cameco Corp COM 13321L108 242 5,500 SH SOLE 5,500 Cdn Imp Bank of Commerce COM 136069101 16,391 272,590 SH SOLE 272,590 Cdn National Railways COM 136375102 26,629 425,510 SH SOLE 425,510 Canadian Nat Resources Ltd COM 136385101 812 14,500 SH SOLE 14,500 Canadian Pacific Railway COM 13645T100 18,777 523,620 SH SOLE 523,620 Canon Inc COM 138006309 3,012 56,200 SH SOLE 56,200 Capital One Fin Corp COM 14040H105 30 400 SH SOLE 400 Caremark Rx Inc COM 141705103 107 2,700 SH SOLE 2,700 Caterpillar Inc COM 149123101 137 1,500 SH SOLE 1,500 Cendant Corp COM 151313103 53 2,600 SH SOLE 2,600 ChevronTexaco Corp COM 166764100 23 400 SH SOLE 400 Citigroup Inc COM 172967101 5,346 118,950 SH SOLE 118,950 Clear Channel Comm COM 184502102 186 5,400 SH SOLE 5,400 Cognos Inc COM 19244C109 271 6,500 SH SOLE 6,500 Colgate Palmolive COM 194162103 2,389 45,800 SH SOLE 45,800 Cia De Minas Buenaventur COM 204448104 175 7,700 SH SOLE 7,700 ConocoPhillips Inc COM 20825C104 129 1,200 SH SOLE 1,200 Corus Entertainment COM 220874101 264 11,000 SH SOLE 11,000 Cott Corp COM 22163N106 185 7,700 SH SOLE 7,700 CP Ships Ltd COM 22409V102 14,588 1,039,600 SH SOLE 1,039,600 Datamirror Corporation COM 237926100 92 11,500 SH SOLE 11,500 John Deere & Co. COM 244199105 134 2,000 SH SOLE 2,000 Dell Inc COM 24702R101 231 6,000 SH SOLE 6,000
Diageo PLC COM 25243Q205 3,909 68,700 SH SOLE 68,700 Dollar General Corp COM 256669102 33 1,500 SH SOLE 1,500 Domtar Inc. COM 257561100 12,476 1,480,600 SH SOLE 1,480,600 Draxis Health Inc COM 26150J101 311 60,700 SH SOLE 60,700 Duke Energy Corporation COM 264399106 4,582 163,600 SH SOLE 163,600 E*Trade Financial Corp COM 269246104 43 3,600 SH SOLE 3,600 Embraer Empresa Brasileira COM 29081M102 94 3,000 SH SOLE 3,000 EnCana Corporation COM 292505104 45,458 649,172 SH SOLE 649,172 Enbridge Inc COM 29250N105 8,300 162,800 SH SOLE 162,800 Ericsson (LM) Tel-SP ADR COM 294821608 169 6,000 SH SOLE 6,000 Extendicare Inc COM 30224T871 59 3,700 SH SOLE 3,700 Exxon Mobil Corp COM 30231G102 298 5,000 SH SOLE 5,000 Fairmont Hotels COM 305204109 210 6,400 SH SOLE 6,400 Federal National Mtge Assoc COM 313586109 937 17,200 SH SOLE 17,200 First Data Corp COM 319963104 1,674 42,574 SH SOLE 42,574 Fiserv Inc COM 337738108 32 800 SH SOLE 800 Fluor Corporation COM 343412102 1,657 29,900 SH SOLE 29,900 France Telecom SA-Spons ADR COM 35177Q105 2,419 81,000 SH SOLE 81,000 Franklin Resources Inc COM 354613101 124 1,800 SH SOLE 1,800 Freeport McMoran Copper COM 35671D857 448 11,300 SH SOLE 11,300 Freescale Semiconductor - B COM 35687M206 112 6,500 SH SOLE 6,500 GSI Lumonics Inc COM 36229U102 82 9,200 SH SOLE 9,200 General Elec Co COM 369604103 1,266 35,100 SH SOLE 35,100 Gildan Activewear Inc COM 375916103 866 20,600 SH SOLE 20,600 Glamis Gold COM 376775102 159 10,300 SH SOLE 10,300 Glaxosmithkline Plc COM 37733W105 4,440 96,700 SH SOLE 96,700 Gold Fields Ltd COM 38059T106 2,244 195,300 SH SOLE 195,300 Goldcorp Inc COM 380956409 403 28,500 SH SOLE 28,500 Group CGI COM 39945C109 14,396 2,295,800 SH SOLE 2,295,800 HSBC Holdings Plc COM 404280406 1,517 19,100 SH SOLE 19,100 Halliburton Co COM 406216101 125 2,900 SH SOLE 2,900 HBOS PLC COM 42205M106 3,098 65,700 SH SOLE 65,700 Hewlett Packard Co COM 428236103 2,530 115,300 SH SOLE 115,300 High Liner Foods COM 429695109 73 9,100 SH SOLE 9,100 Home Depot Inc COM 437076102 229 6,000 SH SOLE 6,000 Honeywell International Inc COM 438516106 2,445 65,700 SH SOLE 65,700 Hydrogenics Corporation COM 448882100 102 23,700 SH SOLE 23,700 Imperial Oil Ltd COM 453038408 15,493 205,400 SH SOLE 205,400 Inco Ltd COM 453258402 1,012 25,700 SH SOLE 25,700 Intel Corp COM 458140100 451 19,400 SH SOLE 19,400 I B M Corp COM 459200101 34 375 SH SOLE 375 Intuit Inc COM 461202103 118 2,700 SH SOLE 2,700
Ishares COM 464286608 756 10,500 SH SOLE 10,500 Ishares COM 464286665 1,025 11,400 SH SOLE 11,400 Ishares COM 464286699 1,886 104,000 SH SOLE 104,000 Ishares COM 464286707 2,445 100,500 SH SOLE 100,500 Ishares COM 464286806 533 29,500 SH SOLE 29,500 Ishares COM 464286822 941 39,000 SH SOLE 39,000 Ishares COM 464286848 7,416 707,000 SH SOLE 707,000 Ishares Tr COM 464287465 184,804 1,163,241 SH SOLE 1,163,241 Johnson & Johnson COM 478160104 1,872 27,874 SH SOLE 27,874 Johnson Matthey PLC COM 479142309 2,103 56,000 SH SOLE 56,000 Jones Apparel Group COM 480074103 49 1,450 SH SOLE 1,450 Kimberly Clark COM 494368103 38 575 SH SOLE 575 Kohls Corporation COM 500255104 145 2,800 SH SOLE 2,800 Kyocera Corporation COM 501556203 179 2,500 SH SOLE 2,500 Estee Lauder COM 518439104 94 2,100 SH SOLE 2,100 LEXMARK INTERNATIONAL INC COM 529771107 32 400 SH SOLE 400 Lilly (Eli) and Co COM 532457108 146 2,800 SH SOLE 2,800 Lincoln National Corp COM 534187109 39 870 SH SOLE 870 Mbna corp COM 55262L100 43 1,750 SH SOLE 1,750 MDS Inc COM 55269P302 19,328 1,342,100 SH SOLE 1,342,100 Magna International Inc COM 559222401 21,790 328,200 SH SOLE 328,200 Manulife Financial Corp COM 56501R106 203 4,242 SH SOLE 4,242 Manulife Financial Corp COM 56501R106 33,405 705,700 SH SOLE 705,700 Masco Corp COM 574599106 35 1,000 SH SOLE 1,000 Masonite International Corp COM 575384102 212 6,150 SH SOLE 6,150 Methanex Corp COM 59151K108 126 6,600 SH SOLE 6,600 Microsoft Corp COM 594918104 2,748 113,682 SH SOLE 113,682 Morgan Stanley Co COM 617446448 3,189 55,700 SH SOLE 55,700 Motorola Inc COM 620076109 876 58,500 SH SOLE 58,500 Nasdaq 100 COM 631100104 10,375 284,000 SH SOLE 284,000 National Grid Transco PLC COM 636274102 3,801 81,300 SH SOLE 81,300 Navistar International Corp COM 63934E108 113 3,100 SH SOLE 3,100 Neurochem Inc COM 64125K101 197 16,700 SH SOLE 16,700 New York Times Co COM 650111107 110 3,000 SH SOLE 3,000 Nippon Tel & Tel Co COM 654624105 4,621 211,500 SH SOLE 211,500 Nokia Corp COM 654902204 154 10,000 SH SOLE 10,000 Nomura Holdings Inc COM 65535H208 2,827 204,000 SH SOLE 204,000 Noranda Inc COM 655422103 1,062 53,300 SH SOLE 53,300 Nortel Networks Corp COM 656568102 7,350 2,725,700 SH SOLE 2,725,700 North Am Palladium COM 656912102 172 23,000 SH SOLE 23,000 North Fork Bancorporation COM 659424105 53 1,900 SH SOLE 1,900 Northgate Minerals Corp COM 666416102 113 80,100 SH SOLE 80,100
Nova Chemicals Corp COM 66977W109 123 2,900 SH SOLE 2,900 Novartis AG COM 66987V109 1,731 37,000 SH SOLE 37,000 Novelis Inc COM 67000X106 7,361 338,905 SH SOLE 338,905 Oracle Systems Corp COM 68389X105 114 9,156 SH SOLE 9,156 PPG Industries COM 693506107 215 3,000 SH SOLE 3,000 Pearson Plc COM 705015105 86 7,000 SH SOLE 7,000 Pepsico Inc COM 713448108 191 3,600 SH SOLE 3,600 Petro Canada Limited COM 71644E102 705 12,250 SH SOLE 12,250 Petsmart Inc COM 716768106 104 3,600 SH SOLE 3,600 Pfizer Inc COM 717081103 5,651 215,112 SH SOLE 215,112 Phelps Dodge Corp COM 717265102 519 5,100 SH SOLE 5,100 Placer Dome Inc COM 725906101 21,426 1,336,400 SH SOLE 1,336,400 Potash Corp of Sask Inc COM 73755L107 722 8,300 SH SOLE 8,300 Precision Drilling Corp COM 74022D100 356 4,800 SH SOLE 4,800 Procter & Gamble Co COM 742718109 212 4,000 SH SOLE 4,000 Prudential Financial Inc COM 744320102 3,289 57,300 SH SOLE 57,300 PULTE HOMES INC COM 745867101 26 350 SH SOLE 350 QLT Inc COM 746927102 262 20,600 SH SOLE 20,600 Quebecor World Inc COM 748203106 8,154 350,900 SH SOLE 350,900 Radian Group Inc COM 750236101 55 1,150 SH SOLE 1,150 Reed Elsevier NV COM 758204101 1,618 53,400 SH SOLE 53,400 Research In Motion COM 760975102 1,429 18,800 SH SOLE 18,800 Rexam plc COM 761655406 1,427 31,200 SH SOLE 31,200 Rogers Communication Class B COM 775109200 359 13,300 SH SOLE 13,300 Royal Bank of Canada COM 780087102 49,123 814,706 SH SOLE 814,706 SBC Communications COM 78387G103 4,546 191,900 SH SOLE 191,900 SPDR Trust COM 78462F103 349,485 2,962,743 SH SOLE 2,962,743 SPX Corp COM 784635104 56 1,300 SH SOLE 1,300 SAP Aktiengesellschaft COM 803054204 80 2,000 SH SOLE 2,000 Schlumberger Ltd COM 806857108 240 3,400 SH SOLE 3,400 Select Sector SPDR COM 81369Y308 5,064 220,000 SH SOLE 220,000 Select Sector SPDR COM 81369Y506 2,508 58,500 SH SOLE 58,500 Siemens AG COM 826197501 2,237 28,300 SH SOLE 28,300 Sierra Wireless Inc COM 826516106 125 15,400 SH SOLE 15,400 Smurfit Stone Container COM 832727101 62 4,000 SH SOLE 4,000 Statoil ASA COM 85771P102 1,027 59,900 SH SOLE 59,900 Sun Life Financial Inc COM 866796105 867 26,800 SH SOLE 26,800 Suncor Energy Inc COM 867229106 1,568 39,250 SH SOLE 39,250 TLC Vision Corp COM 872549100 96 10,200 SH SOLE 10,200 Talisman Energy Inc COM 87425E103 1,533 45,200 SH SOLE 45,200 Telefonos de Mexico S A de C V COM 879403780 266 7,700 SH SOLE 7,700 Telus Corp COM 87971M202 1,053 34,510 SH SOLE 34,510
Telesystems Intl Wireless Inc COM 879946606 179 11,800 Tesco Corp COM 88157K101 257 22,500 Thomson Corp COM 884903105 399 12,000 3M Company COM 88579Y101 103 1,200 Timberland Company COM 887100105 723 10,200 Time Warner Inc COM 887317105 806 45,900 Tomkins PLC COM 890030208 2,094 102,400 Toronto Dominion Bank COM 891160509 13,137 319,900 Total SA COM 89151E109 106 900 Toyota Motor Corporation COM 892331307 3,012 40,500 Toyota Motor Corporation COM 892331307 3,012 40,500 TransAlta Corp COM 89346D107 10,702 709,600 TransCanada Corp COM 89353D107 30,512 1,248,321 Tribune Co COM 896047107 32 800 Tyco Intl Ltd COM 902124106 3,809 112,700 United Technologies Corp COM 913017109 3,304 32,500 UPM Kymmene Corporation COM 915436109 2,077 93,000 Valero Energy Corp COM 91913Y100 1,758 24,000 Vasogen Inc COM 92232F103 291 72,400 Verizon Comm COM 92343V104 3,067 86,400 Viacom Inc COM 925524308 3,668 105,300 Viacom Inc COM 925524308 3,668 105,300 Vodafone Group Plc COM 92857W100 309 11,650 Volvo AB COM 928856400 1,554 35,000 WPP Group PLC COM 929309300 170 3,000 Wal Mart Stores Inc COM 931142103 200 4,000 Walmart De Mexico COM 93114W107 90 2,600 Wellpoint Inc COM 94973V107 53 425 Wendys International Inc COM 950590109 2,393 61,300 Westwood One COM 961815107 22 1,100 Wyeth COM 983024100 2,489 59,000 Yamana Gold Inc COM 98462Y100 51 15,500 Deutsche Bank AG COM D18190898 1,086 12,600 Amdocs Ltd COM G02602103 85 3,000 Transocean Inc COM G90078109 288 5,600 UBS AG COM H8920M855 1,730 20,500 Check Point Software Tech Ltd COM M22465104 1,594 73,300 ASML Holding NV COM N07059111 84 5,000 1,994,980