-----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, HUIDTrY6cXHNEgpXVG91qpyhbjl9Z1axAZUQEdfL1FUll/xL/k0KiuvNkRxMMfJL kS1RfCZJ/Vdpt3HRWLLbjQ== 0000898581-02-000001.txt : 20020414 0000898581-02-000001.hdr.sgml : 20020414 ACCESSION NUMBER: 0000898581-02-000001 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20011231 FILED AS OF DATE: 20020219 FILER: COMPANY DATA: COMPANY CONFORMED NAME: IG INVESTMENT MANAGEMENT LTD CENTRAL INDEX KEY: 0000898581 STATE OF INCORPORATION: A2 FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-03462 FILM NUMBER: 02552815 BUSINESS ADDRESS: STREET 1: ONE CANADA CENTER 447 PORTAGE AVE CITY: WINNIPEG MANITOBA STATE: A2 ZIP: 00000 BUSINESS PHONE: 2049568444 MAIL ADDRESS: STREET 1: ONE CANADA CENTRE 447 PORTAGE AVENUE STREET 2: WINNIPEG MANITOBA R3C3B6 CITY: WINNIPEG 13F-HR 1 form13f.txt 13F REPORT Form 13F Form 13F COVER PAGE Report for the Calendar Year or Quarter Ended: December 31, 2001 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: I.G. Investment Management Ltd. Address: One Canada Centre 447 Portage Avenue Winnipeg, Manitoba R3C 3B6 Form 13F File Number: 28-03462 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: James R. Lawson Title: Manager, Investment Administration Phone: 204-956-8224 Signature, Place, and Date of Signing: _James R. Lawson__ Winnipeg, Manitoba January 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).) List of Other Managers Reporting for this Manager; [If there are no entries in this list, omit this section.] Form 13F File Number Name 28-___________ __________________________ (Repeat as necessary.] Form 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: ______20_________ Form 13F Information Table Entry Total: _____875________ Form 13F Information Table Value Total: $_18,931,336__ (thousands) List of Other Included Managers: 1. AGF Funds Inc. 2. Beutel, Goodman & Company Ltd 3. CWC Capital L.P. 4. Fidelity Investments 5. Yield Management Group 6. MAXXUM Fund Management Ltd. 7. Sceptre Investment Counsel Limited 8. Scudder Kemper Investments, Inc. 9. Templeton Management Ltd. 10. Aeltus Investment Management Inc. 11. AIB Govett, Inc 12. AMI Partners Inc. 13. Baring International Investment Limited 14. Fiduciary International Inc 15. Goldman Sachs Funds Management L.P. 16. Jarislowsky Fraser Limited 17. Laketon Investment Management Ltd. 18. Philadelphia International Advisors LLC 19. Provident Investment Counsel Inc. 20. Sanford C. Bernstein & Co. LLC 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.] No. Form 13F File Number Name ____ 28-___________ ____________________ [Repeat as necessary.] FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 - ------------------------------ -------------- --------- -------- --------------- - ----------- -------- -------------------------- NAME OF ISSUER TITLE OF CLASS CUSIP VALUE SHRS OR SH/PUT/INVESTMEN OTHER VOTING AUTHORITY (x$1000) PRN AMT PRNCALLDISCRETIO MANAGERS SOLE SHARED NONE - ------------------------------------------------------- -------- --------------- - ---------------------------------------------------- A D C TELECOMMUNICATIONS COM 000886101 26,079 3,560,000SH SOLE 3,560,000 ABBOTT LABS COM 002824100 3,236 36,450SH DEFINED 4,8,9,15,20 36,450 ABER DIAMOND CORP COM 002893105 196 9,800SH DEFINED 4 9,800 ABERCROMBIE & FITCH CO CL A 002896207 53 1,260SH DEFINED 4 1,260 ABITIBI-CONSOLIDATED INC COM 003924107 92,786 7,978,121SH DEFINED 1,2,4,8,12,16 6,465,4841,512,637 ABM INDS INC COM 000957100 7,489 150,000SH DEFINED 6 150,000 ACCELIO CORP COM 004296109 1,771 600,400SH DEFINED 1 600,400 ACCENTURE LTD BERMUDA CL A G1150G111 44,757 1,044,000SH DEFINED 9 1,025,000 19,000 ACE LTD ORD G0070K103 28,773 450,000SH SOLE 450,000 ACTIVE POWER INC COM 00504W100 2,660 245,630SH DEFINED 1 245,630 ACUITY BRANDS INC COM 00508Y102 15 800SH DEFINED 20 800 ADAPTEC INC COM 00651F108 10,788 467,200SH SOLE 467,200 ADEPT TECHNOLOGY INC COM 006854103 1,358 213,100SH SOLE 213,100 ADOBE SYS INC COM 00724F101 116 2,350SH DEFINED 4,15 2,350 ADOLOR CORP COM 00724X102 397 13,900SH DEFINED 1 13,900 ADVANCEPCS COM 00790K109 28 600SH DEFINED 4 600 AES CORP COM 00130H105 23,457 900,900SH DEFINED 15 900,000 900 AETERNA LABORATORIES INC SUB VTG SH 007975105 55 5,800SH DEFINED 8 5,800 AETNA INC NEW COM 00817Y108 60 1,150SH DEFINED 20 1,150 AFFILIATED COMPUTER SERVICES CL A 008190100 7,014 41,500SH DEFINED 1,15 41,500 AFLAC INC COM 001055102 138,460 3,540,100SH DEFINED 4 3,535,600 4,500 AGERE SYS INC CL A 00845V100 18,783 2,072,900SH DEFINED 9 2,000,000 72,900 AGILENT TECHNOLOGIES INC COM 00846U101 459 10,100SH DEFINED 8 10,100 AGNICO EAGLE MINES LTD COM 008474108 2,044 130,180SH DEFINED 4 117,500 12,680 AGRIUM INC COM 008916108 6,636 393,800SH DEFINED 1,6,12 393,800 AIR CDA INC CL A NON VTG 008911307 3,274 927,593SH SOLE 927,593 AIR PRODS & CHEMS INC COM 009158106 24,279 325,000SH SOLE 325,000 AIRBORNE INC COM 009269101 33 1,400SH DEFINED 15 1,400 AIRGATE PCS INC COM 009367103 47 650SH DEFINED 4 650 AKZO NOBEL NV SPONSORED ADR 010199305 1,079 15,100SH DEFINED 7 15,100 ALBANY INTL CORP CL A 012348108 107 3,090SH DEFINED 4 3,090 ALBERTA ENERGY LTD COM 012873105 34,766 577,790SH DEFINED 1,2,4,5,7,8, 25,000 552,790 12,16 ALBERTSONS INC COM 013104104 5,536 110,400SH DEFINED 1,9,15 110,400 ALCAN INC COM 013716105 60,524 1,059,040SH DEFINED 1,2,4,5,7,8, 445,000 614,040 12,17 ALCATEL SPONSORED ADR 013904305 535 20,300SH SOLE 20,300 ALCOA INC COM 013817101 91,839 1,622,212SH DEFINED 15 1,621,312 900 ALLEGHANY CORP DEL COM 017175100 82,529 269,281SH SOLE 269,281 ALLERGAN INC COM 018490102 299 2,500SH DEFINED 15,19 2,500 ALLIANCE ATLANTIS COMMUNICATNS CL B NON-VTG 01853E204 26,118 1,452,610SH DEFINED 1,4 1,452,610 ALLIANCE CAP MGMT HLDG L P UNIT LTD PARTN 01855A101 1,924 25,000SH DEFINED 3 25,000 ALLOY INC COM 019855105 2,572 75,000SH DEFINED 1 75,000 ALLSTATE CORP COM 020002101 118,572 2,209,375SH DEFINED 4,15,20 2,204,400 4,975 ALLTEL CORP COM 020039103 59 600SH DEFINED 15 600 ALPHARMA INC CL A 020813101 3,580 85,000SH DEFINED 6 85,000 ALPHARMA INC SR SB NT CV 3%06020813AD3 1,209 759,000PRN DEFINED 6 759,000 ALTERA CORP COM 021441100 304 9,000SH DEFINED 8 9,000 AMBAC FINL GROUP INC COM 023139108 9 100SH DEFINED 20 100 AMDOCS LTD ORD G02602103 46,524 860,000SH SOLE 860,000 AMERADA HESS CORP COM 023551104 17 175SH DEFINED 20 175 AMEREN CORP COM 023608102 83 1,225SH DEFINED 20 1,225 AMERICA MOVIL S A DE C V SPON ADR L SHS 02364W105 9,451 304,648SH DEFINED 8,11 282,148 22,500 AMERICAN EAGLE OUTFITTERS NEW COM 02553E106 275 6,600SH DEFINED 4 6,600 AMERICAN ELEC PWR INC COM 025537101 12,104 174,600SH DEFINED 20 172,800 1,800 AMERICAN EXPRESS CO COM 025816109 23,516 413,750SH DEFINED 1,4,7,8,15,20 180,000 233,750 AMERICAN HOME PRODS CORP COM 026609107 28,621 292,900SH DEFINED 1,2,4,8,15,19 228,700 64,200 AMERICAN INTL GROUP INC COM 026874107 6,873 54,357SH DEFINED 4,7,8,15, 30,000 24,357 19,20 AMERICAN NATL INS CO COM 028591105 54 400SH DEFINED 15 400 AMERICAN STD COS INC DEL COM 029712106 229 2,110SH DEFINED 4 2,110 AMERICAN STS WTR CO COM 029899101 1,119 20,100SH DEFINED 3 20,100 AMERICAN WTR WKS INC COM 030411102 60 900SH DEFINED 4 900 AMERISOURCEBERGEN CORP COM 03073E105 202 2,000SH DEFINED 4,15 2,000 AMERITRADE HLDG CORP CL A 03072H109 566 60,000SH DEFINED 3 60,000 AMGEN INC COM 031162100 31,414 349,500SH DEFINED 1,4,8,15,19 270,000 79,500 AMR CORP COM 001765106 7 200SH DEFINED 15 200 AMSOUTH BANCORPORATION COM 032165102 105 3,475SH DEFINED 20 3,475 ANADARKO PETE CORP COM 032511107 127 1,400SH DEFINED 15 1,400 ANALOG DEVICES INC COM 032654105 10,162 143,750SH DEFINED 2,4,8,19 122,500 21,250 ANGIOTECH PHARMACEUTICALS INC COM 034918102 28,428 319,420SH DEFINED 1,4,8 206,500 112,920 ANGLOGOLD LTD SPONSORED ADR 035128206 1,403 48,790SH DEFINED 9 48,790 ANHEUSER BUSCH COS INC COM 035229103 3,060 42,500SH DEFINED 7 42,500 AOL TIME WARNER INC COM 00184A105 60,876 1,190,850SH DEFINED 1,2,4,7,15,19 830,400 360,450 AON CORP COM 037389103 74 1,300SH DEFINED 20 1,300 APACHE CORP COM 037411105 5,339 67,210SH SOLE 67,210 APPLE COMPUTER INC COM 037833100 77 2,200SH DEFINED 4,15 2,200 APPLIED MATLS INC COM 038222105 6,731 105,400SH DEFINED 1,15,19 105,400 AQUILA INC DEL CL A 03840J106 4,357 160,000SH SOLE 160,000 ARACRUZ CELULOSE S A SPON ADR CL B 038496204 2,003 69,200SH DEFINED 8,11 50,000 19,200 ARAMARK CORP CL B 038521100 116 2,700SH DEFINED 4 2,700 ARCH COAL INC COM 039380100 43 1,200SH DEFINED 4 1,200 ARCHER DANIELS MIDLAND CO COM 039483102 5,965 261,018SH DEFINED 1,15,20 261,018 ARROW ELECTRS INC COM 042735100 223 4,690SH DEFINED 4,15,20 4,690 ASAT HLDGS LTD SPONSORED ADR 00208B105 9 3,500SH DEFINED 4 3,500 ASCENTIAL SOFTWARE CORP COM 04362P108 2,580 400,000SH SOLE 400,000 ASHLAND INC COM 044204105 149 2,025SH DEFINED 15,20 2,025 ASML HLDG NV N Y SHS N07059111 29,063 1,070,360SH DEFINED 1,4 1,000,000 70,360 ASTROPOWER INC COM 04644A101 4,515 70,130SH DEFINED 1 70,130 AT & T CDA INC DEPS RCPT CL B 00207Q202 46,802 971,600SH SOLE 971,600 AT PLASTICS INC COM 001947100 9,550 4,380,542SH DEFINED 2 2,737,3421,643,200 AT&T CORP COM 001957109 26,366 912,708SH DEFINED 4,9,15,20 870,000 42,708 AT&T WIRELESS SVCS INC COM 00209A106 129 5,640SH DEFINED 15 5,640 ATI TECHNOLOGIES INC COM 001941103 90,791 4,516,920SH DEFINED 1,4,8 4,270,000 246,920 ATMEL CORP COM 049513104 76 6,060SH DEFINED 4 6,060 ATWOOD OCEANICS INC COM 050095108 3,907 70,400SH SOLE 70,400 AUTODESK INC COM 052769106 85,622 1,442,600SH SOLE 1,442,600 AUTOLIV INC COM 052800109 53 1,650SH DEFINED 20 1,650 AUTONATION INC COM 05329W102 1,043 53,100SH DEFINED 4 53,100 AUTOZONE INC COM 053332102 34 300SH DEFINED 15 300 AVALONBAY CMNTYS INC COM 053484101 8 100SH DEFINED 15 100 AVERY DENNISON CORP COM 053611109 18 200SH DEFINED 15 200 AVNET INC COM 053807103 383 9,437SH DEFINED 4,15,20 9,437 AVON PRODS INC COM 054303102 1,596 21,550SH DEFINED 4,15 21,550 AXCAN PHARMA INC COM 054923107 65 2,900SH DEFINED 4 2,900 BAKER HUGES INC COM 057224107 6,708 115,490SH DEFINED 2,4,15 100,000 15,490 BALLARD PWR SYS INC COM 05858H104 7,315 155,100SH DEFINED 1,5,8 155,100 BANK MONTREAL QUE COM 063671101 511,61714,251,170SH DEFINED 1,2,4,5,6,7, 12,860,7701,390,400 8,12 BANK NEW YORK INC COM 064057102 7,047 108,450SH DEFINED 2,7,15 108,450 BANK OF AMERICA CORPORATION COM 060505104 11,669 116,396SH DEFINED 4,9,15,20 100,000 16,396 BANK ONE CORP COM 06423A103 75,647 1,216,435SH DEFINED 4,15,20 1,205,000 11,435 BANNER CORP COM 06652V109 2,475 91,900SH DEFINED 3 91,900 BARR LABS INC COM 068306109 370 2,930SH DEFINED 4 2,930 BARRICK GOLD CORP COM 067901108 142,903 5,615,080SH DEFINED 1,2,4,5,7,8, 4,319,1001,295,980 12,17 BAXTER INTL INC COM 071813109 239 2,800SH DEFINED 15,19 2,800 BAY VIEW CAP CORP DEL COM 07262L101 2,140 183,301SH DEFINED 3 183,301 BCE INC COM 05534B109 215,251 5,977,526SH DEFINED 1,4,5,6,7,8, 4,149,0341,828,492 12,16,17 BEA SYS INC COM 073325102 9,417 384,000SH SOLE 384,000 BEAR STEARNS COS INC COM 073902108 1,750 18,740SH DEFINED 3,4,15 18,740 BECKMAN COULTER INC COM 075811109 1,707 24,200SH DEFINED 3 24,200 BED BATH & BEYOND INC COM 075896100 70 1,300SH DEFINED 4,15 1,300 BELLSOUTH CORP COM 079860102 1,211 19,925SH DEFINED 4,8,15,20 19,925 BEMIS INC COM 081437105 31 400SH DEFINED 20 400 BERKSHIRE HATHAWAY INC DEL CL A 084670108 153,863 1,278SH SOLE 1,278 BEST BUY INC COM 086516101 3,684 31,060SH DEFINED 1,4,15 31,060 BIG LOTS INC COM 089302103 13 800SH DEFINED 20 800 BIOGEN INC COM 090597105 438 4,800SH DEFINED 8,19 4,800 BIOMET INC COM 090613100 6,709 136,340SH DEFINED 1 136,340 BIOTECH HOLDERS TR DEPOSTRY RCPTS 09067D201 31,006 147,500SH DEFINED 1 70,000 77,500 BIOVAIL CORP COM 09067J109 128,812 1,448,270SH DEFINED 1,4,5,8,17 766,700 681,570 BJ SVCS CO COM 055482103 335 6,480SH DEFINED 4 6,480 BJS WHOLESALE CLUB INC COM 05548J106 9,832 140,000SH SOLE 140,000 BLACK & DECKER CORP COM 091797100 153 2,550SH DEFINED 4,20 2,550 BLOCK H & R INC COM 093671105 399 5,600SH DEFINED 3,15 5,600 BLYTH INC COM 09643P108 8,331 225,000SH SOLE 225,000 BOARDWALK EQUITIES INC COM 096613104 60,119 5,191,600SH DEFINED 1 5,075,700 115,900 BOEING CO COM 097023105 5,459 88,400SH DEFINED 1,15 88,400 BOISE CASCADE CORP COM 097383103 330 6,095SH DEFINED 4,15,20 6,095 BOWATER INC COM 102183100 38 500SH DEFINED 4 500 BP PLC SPONSORED ADR 055622104 585 7,900SH DEFINED 8 7,900 BRASCAN CORP CL A LTD VT SH 10549P606 68,822 2,393,800SH DEFINED 4,5,6,7,8 1,445,000 948,800 BRIGGS & STRATTON CORP COM 109043109 19 275SH DEFINED 20 275 BRISTOL MYERS SQUIBB CO COM 110122108 45,554 560,890SH DEFINED 1,4,7,8,15,19 240,000 320,890 BROADCOM CORP CL A 111320107 4,549 69,700SH DEFINED 1 69,700 BROADWING INC COM 111620100 356 23,550SH DEFINED 1 23,550 BROCADE COMMUNICATIONS SYS INC COM 111621108 49,465 937,840SH DEFINED 1 860,000 77,840 BROOKFIELD PPTYS CORP COM 112900105 84,982 3,065,743SH DEFINED 1,2,4 2,276,550 789,193 BURLINGTON NORTHN SANTA FE CP COM 12189T104 232 5,100SH DEFINED 4,20 5,100 BURLINGTON RES INC COM 122014103 802 13,410SH DEFINED 2,8 13,410 C H ROBINSON WORLDWIDE INC COM 12541W100 46 1,000SH DEFINED 4 1,000 CABLEVISION SYS CORP CL A NY CABLVS 12686C109 2,267 30,000SH DEFINED 3 30,000 CABOT CORP COM 127055101 23 400SH DEFINED 20 400 CALIFORNIA WTR SVC GROUP COM 130788102 1,435 35,000SH DEFINED 3 35,000 CALPINE CORP COM 131347106 103,984 3,888,976SH SOLE 3,888,976 CAMECO CORP COM 13321L108 18,230 464,450SH DEFINED 1,2,16 379,300 85,150 CANADA LIFE FINL CORP COM 135113108 13,108 296,030SH DEFINED 1,4,5,7,8 296,030 CANADIAN 88 ENERGY CORP COM NEW 13566G509 871 484,100SH SOLE 484,100 CANADIAN NAT RES LTD COM 136385101 88,793 2,317,745SH DEFINED 1,4,5,8,12, 2,236,005 81,740 17 CANADIAN NATL RY CO COM 136375102 240,988 3,141,960SH DEFINED 1,4,5,7,8, 2,621,300 520,660 12,17 CANADIAN PAC RY LTD COM 13645T100 104,258 3,247,920SH DEFINED 2,4,5,7,8,12, 2,974,250 273,670 17 CAPITAL ONE FINL CORP COM 14040H105 37,133 432,200SH DEFINED 19 430,800 1,400 CARDINAL HEALTH INC COM 14149Y108 74,784 726,255SH DEFINED 4,15,19 700,000 26,255 CARNIVAL CORP COM 143658102 4,266 95,400SH DEFINED 1 95,400 CATERPILLAR INC DEL COM 149123101 40 475SH DEFINED 15,20 475 CDN IMPERIAL BK OF COMMERCE COM 136069101 907,70316,548,832SH DEFINED 1,2,4,5,6,7, 15,144,4521,404,380 8,12,17 CE FRANKLIN LTD COM 125151100 133 39,300SH SOLE 39,300 CELESTICA INC SUB VTG SHS 15101Q108 18,851 294,250SH DEFINED 1,4,5,7,8,12, 106,000 188,250 17 CEMEX S A SPON ADR 5 ORD 151290889 2,415 61,400SH DEFINED 8,11 49,000 12,400 CENDANT CORP COM 151313103 1,548 49,583SH DEFINED 4,9,15 49,583 CENTEX CORP COM 152312104 401 4,410SH DEFINED 4,20 4,410 CENTURYTEL INC COM 156700106 1,060 20,300SH DEFINED 3,15 20,300 CERTEGY INC COM 156880106 6,676 122,500SH SOLE 122,500 CERTICOM CORP COM 156915100 253 74,500SH DEFINED 1 74,500 CHARTER ONE FINL INC COM 160903100 65 1,496SH DEFINED 20 1,496 CHC HELICOPTER CORP CL A SUB VTG 12541C203 2,883 162,420SH DEFINED 1,4 105,200 57,220 CHECK POINT SOFTWARE TECH LTD ORD M22465104 88,992 1,400,889SH DEFINED 8,11 1,395,000 5,889 CHEVRONTEXACO CORP COM 166764100 2,649 18,564SH DEFINED 2,4,15,20 18,564 CHICAGO BRIDGE & IRON CO N V N Y REGISTRY SH 167250109 4,681 110,100SH SOLE 110,100 CHINA MOBILE HONG KONG LTD SPONSORED ADR 16941M109 807 29,000SH DEFINED 8 29,000 CHIRON CORP COM 170040109 14 200SH DEFINED 15 200 CHUBB CORP COM 171232101 69 625SH DEFINED 20 625 CIENA CORP COM 171779101 1,725 75,700SH DEFINED 1 75,700 CIGNA CORP COM 125509109 144 975SH DEFINED 15,20 975 CINERGY CORP COM 172474108 103 1,925SH DEFINED 20 1,925 CISCO SYS INC COM 17275R102 31,006 1,075,080SH DEFINED 1,2,4,8,15,19 502,200 572,880 CITIGROUP INC COM 172967101 108,005 1,343,521SH DEFINED 1,2,4,6,7,8, 941,498 402,023 15,20 CITY BK LYNNWOOD WASH COM 17770A109 1,908 50,000SH DEFINED 3 50,000 CITY NATL CORP COM 178566105 1,865 25,000SH DEFINED 3 25,000 CLEAR CHANNEL COMMUNICATIONS COM 184502102 862 10,630SH DEFINED 4,15 10,630 CLOROX CO DEL COM 189054109 63 1,000SH DEFINED 15 1,000 CMS ENERGY CORP COM 125896100 21,092 551,175SH DEFINED 20 550,600 575 CNA FINL CORP COM 126117100 19 400SH DEFINED 15 400 COACH INC COM 189754104 12,415 200,000SH SOLE 200,000 COCA COLA CO COM 191216100 2,320 30,900SH DEFINED 4,7,15 30,900 COCA COLA ENTERPRISES INC COM 191219104 83 2,750SH DEFINED 20 2,750 COCA-COLA FEMSA S A DE C V SPON ADR REP L 191241108 237 7,400SH DEFINED 8 7,400 COGNICASE INC COM 192423101 2,611 256,000SH SOLE 256,000 COGNOS INC COM 19244C109 80,164 2,025,890SH DEFINED 1,2,4,8,17 2,025,890 COLGATE PALMOLIVE CO COM 194162103 8,470 92,100SH DEFINED 1,4,8,15 92,100 COLUMBIA BANCORP ORE COM 197231103 1,616 100,000SH DEFINED 3 100,000 COLUMBIA BKG SYS INC COM 197236102 3,117 150,000SH DEFINED 3 150,000 COLUMBIA SPORTSWEAR CO COM 198516106 37 700SH DEFINED 4 700 COMCAST CORP CL A SPL 200300200 333 5,800SH DEFINED 4,15,19,20 5,800 COMERICA INC COM 200340107 125 1,375SH DEFINED 15,20 1,375 COMMUNITY BK SYS INC COM 203607106 1,669 40,000SH DEFINED 3 40,000 COMPANHIA BRASILEIRA DE DISTRB ADR 20440T201 3,630 103,620SH SOLE 103,620 COMPANHIA DE BEBIDAS DAS AMERS SPON ADR PFD 20441W203 2,029 62,800SH DEFINED 11 61,300 1,500 COMPANHIA PARANAENSE ENERG COP SPON ADR PFD 20441B407 2,435 194,800SH DEFINED 11 191,000 3,800 COMPANHIA VALE DO RIO DOCE SPON ADR PFD 204412100 5,531 147,095SH DEFINED 8,9,11 125,000 22,095 COMPANIA DE TELECOMUNICS CHILE SPON ADR NEW 204449300 3,779 176,280SH DEFINED 8,9 85,680 90,600 COMPAQ COMPUTER CORP COM 204493100 1,365 87,800SH DEFINED 3,9,15 87,800 COMPASS BANCSHARES INC COM 20449H109 36 800SH DEFINED 15 800 COMPUTER ASSOC INTL INC COM 204912109 3,689 67,170SH DEFINED 2,4 67,170 COMPUTER SCIENCES CORP COM 205363104 218 2,800SH DEFINED 4,15 2,800 COMPUWARE CORP COM 205638109 261 13,880SH DEFINED 4 13,880 CONAGRA FOODS INC COM 205887102 96 2,525SH DEFINED 20 2,525 CONCORD EFS INC COM 206197105 433 8,300SH DEFINED 4,19 8,300 CONEXANT SYSTEMS INC COM 207142100 5,442 237,950SH SOLE 237,950 CONMED CORP COM 207410101 2,050 64,500SH DEFINED 3 64,500 CONOCO INC COM 208251504 447 9,925SH DEFINED 4,15,20 9,925 CONSECO INC COM 208464107 32,198 4,533,200SH SOLE 4,533,200 CONSOLIDATED EDISON INC COM 209115104 96 1,500SH DEFINED 20 1,500 CONVERGYS CORP COM 212485106 1,331 22,300SH DEFINED 2,8 22,300 COOPER INDS INC COM 216669101 83 1,500SH DEFINED 20 1,500 COPART INC COM 217204106 52 900SH DEFINED 4 900 CORNING INC COM 219350105 24 1,700SH DEFINED 15 1,700 CORUS ENTERTAINMENT INC COM CL B NON VTG220874101 8,068 254,510SH DEFINED 4,8,12 254,510 COSTCO WHSL CORP NEW COM 22160K105 353 5,000SH DEFINED 4,15,19 5,000 COTT CORP QUE COM 22163N106 5,277 206,960SH DEFINED 1,4,8 206,960 COUNTRYWIDE CR INDS INC DEL COM 222372104 2,708 41,500SH DEFINED 3,15,20 41,500 COX COMMUNICATIONS INC NEW CL A 224044107 554 8,300SH DEFINED 8,15 8,300 CP SHIPS LTD COM 22409V102 22,497 1,311,787SH DEFINED 4,5,12 1,286,162 25,625 CREO PRODS INC COM 225606102 8,507 414,700SH DEFINED 2 414,700 CRYPTOLOGIC INC COM 228906103 250 8,900SH DEFINED 8 8,900 CSX CORP COM 126408103 56 1,000SH DEFINED 15 1,000 CULLEN FROST BANKERS INC COM 229899109 2,213 45,000SH DEFINED 3 45,000 CV THERAPEUTICS INC COM 126667104 1,953 23,570SH DEFINED 1 23,570 CVS CORP COM 126650100 455 9,650SH DEFINED 2,4 9,650 CYGNUS INC COM 232560102 8 960SH DEFINED 4 960 D R HORTON INC COM 23331A109 202 3,900SH DEFINED 4 3,900 DAL-TILE INTL INC COM 23426R108 90 2,440SH DEFINED 4 2,440 DANA CORP COM 235811106 13 600SH DEFINED 20 600 DANAHER CORP DEL COM 235851102 10,544 109,780SH DEFINED 1,4,15 109,780 DARDEN RESTAURANTS INC COM 237194105 11 200SH DEFINED 15 200 DATAMIRROR CORP COM 237926100 2,164 225,600SH DEFINED 1 225,600 DECOMA INTERNATIONAL INC CL A SUB VTG 24359C100 5,814 366,800SH DEFINED 2 207,100 159,700 DELANO TECHNOLOGY CORP COM 245701107 134 105,100SH DEFINED 1 105,100 DELL COMPUTER CORP COM 247025109 151,586 3,502,100SH DEFINED 1,2,4,15 3,453,000 49,100 DELPHI AUTOMOTIVE SYS CORP COM 247126105 42,700 1,962,900SH SOLE 1,962,900 DENBURY RES INC COM NEW 247916208 532 47,650SH DEFINED 1 47,650 DESCARTES SYS GROUP INC COM 249906108 6,603 557,700SH DEFINED 1,8,17 9,000 548,700 DIAGEO P L C SPON ADR NEW 25243Q205 1,842 25,000SH SOLE 25,000 DIAMONDS TR UNIT SER 1 252787106 7,426 46,725SH DEFINED 1 46,725 DISNEY WALT CO COM DISNEY 254687106 47,809 1,448,900SH DEFINED 1,2,15,20 1,285,000 163,900 DOBSON COMMUNICATIONS CORP CL A 256069105 1,360 100,000SH DEFINED 3 100,000 DOMTAR INC COM 257561100 73,220 4,573,370SH DEFINED 4,7,8,12,17 4,331,270 242,100 DONNELLEY R R & SONS CO COM 257867101 74 1,575SH DEFINED 20 1,575 DOREL INDS INC CL B SUB VTG 25822C205 13,466 420,800SH DEFINED 2,7,8 184,200 236,600 DOUBLECLICK INC COM 258609304 4,876 270,000SH SOLE 270,000 DOW CHEM CO COM 260543103 7,519 139,775SH DEFINED 1,2,15,20 139,775 DOW JONES & CO INC COM 260561105 18 200SH DEFINED 15 200 DR REDDYS LABS LTD ADR 256135203 419 13,900SH DEFINED 8 13,900 DU PONT E I DE NEMOURS & CO COM 263534109 154 2,275SH DEFINED 20 2,275 DUKE ENERGY CORP COM 264399106 2,363 37,800SH DEFINED 7,15 37,800 DUPONT PHOTOMASKS INC COM 26613X101 57 820SH DEFINED 4 820 DUSA PHARMACEUTICALS INC COM 266898105 10,373 809,100SH SOLE 809,100 DYAX CORP COM 26746E103 6,236 356,950SH SOLE 356,950 DYNEGY INC NEW CL A 26816Q101 122 3,000SH DEFINED 15 3,000 E M C CORP MASS COM 268648102 13,142 614,000SH DEFINED 1,4,7,8,15 409,800 204,200 E TRADE GROUP INC COM 269246104 1,934 118,464SH DEFINED 3 118,464 EASTMAN CHEM CO COM 277432100 16 250SH DEFINED 20 250 EASTMAN KODAK CO COM 277461109 97,953 2,090,000SH SOLE 2,090,000 EATON CORP COM 278058102 670 5,655SH DEFINED 8,20 5,655 EBAY INC COM 278642103 11,968 112,330SH DEFINED 1 55,900 56,430 ECOLAB INC COM 278865100 21,479 335,100SH SOLE 335,100 EDO CORP COM 281347104 278 6,600SH DEFINED 4 6,600 EDWARDS AG INC COM 281760108 10,903 155,000SH DEFINED 3 120,000 35,000 EL PASO CORP COM 28336L109 35,599 501,100SH DEFINED 15 500,000 1,100 ELAN PLC ADR 284131208 4,862 67,750SH DEFINED 3,9 67,750 ELECTRONIC ARTS INC COM 285512109 9,753 102,160SH DEFINED 1 102,160 ELECTRONIC DATA SYS NEW COM 285661104 5,835 53,450SH DEFINED 4,6,15,20 53,450 EMBOTELLADORA ANDINA S A SPON ADR A 29081P204 673 43,344SH DEFINED 11 38,344 5,000 EMBRATEL PARTICIPACOES S A SPON ADR PFD 29081N100 380 57,400SH DEFINED 9 57,400 EMCORE CORP COM 290846104 3,965 185,100SH SOLE 185,100 EMERSON ELEC CO COM 291011104 46 500SH DEFINED 15 500 ENBRIDGE INC COM 29250N105 338,337 7,795,780SH DEFINED 1,2,4,8,16 7,375,250 420,530 ENERPLUS RES FD UNIT TR G NEW 29274D604 6,369 257,318SH DEFINED 2 125,425 131,893 ENGELHARD CORP COM 292845104 31 700SH DEFINED 4 700 ENSCO INTL INC COM 26874Q100 132 3,330SH DEFINED 4 3,330 ENTERGY CORP NEW COM 29364G103 106 1,700SH DEFINED 15 1,700 EOG RES INC COM 26875P101 6,228 100,000SH SOLE 100,000 EQUIFAX INC COM 294429105 9,423 245,000SH SOLE 245,000 EQUITABLE RES INC COM 294549100 27 500SH DEFINED 4 500 EQUITY OFFICE PROPERTIES TRUST COM 294741103 19 400SH DEFINED 15 400 ETHAN ALLEN INTERIORS INC COM 297602104 9,935 150,000SH SOLE 150,000 EVEREST RE GROUP LTD COM G3223R108 6,834 60,700SH DEFINED 4 60,000 700 EVERTRUST FINL GROUP INC COM 300412103 1,830 75,600SH DEFINED 3 75,600 EXFO ELECTRO OPTICAL ENGR INC SUB VTG SHS 302043104 248 13,100SH DEFINED 4 13,100 EXTENDICARE INC CDA SUB VTG SH 30224T871 3,591 684,000SH DEFINED 1,2 684,000 EXXON MOBIL CORP COM 30231G102 38,652 617,580SH DEFINED 4,8,15,20 568,000 49,580 F M C CORP COM NEW 302491303 52 550SH DEFINED 20 550 FAHNESTOCK VINER HLDGS INC CL A 302921101 4,490 100,000SH DEFINED 6 100,000 FAIRCHILD SEMICONDUCTOR INTL CL A 303726103 261 5,810SH DEFINED 4 5,810 FAIRMONT HOTELS RESORTS INC COM 305204109 146,156 3,853,316SH DEFINED 1,4,5,7,12 3,611,024 242,292 FARMER BROS CO COM 307675108 31,225 73,991SH SOLE 73,991 FEDERAL HOME LN MTG CORP COM 313400301 75,261 722,620SH DEFINED 4,15,19,20 700,000 22,620 FEDERAL NATL MTG ASSN COM 313586109 1,989 15,710SH DEFINED 4,8,15,20 15,710 FEDERATED DEPT STORES INC DEL COM 31410H101 16,140 247,800SH DEFINED 8,20 239,500 8,300 FIFTH THIRD BANCORP COM 316773100 696 7,100SH DEFINED 4,8,15 7,100 FIRST AMERN CORP CALIF COM 318522307 1,492 50,000SH DEFINED 3 50,000 FIRST DATA CORP COM 319963104 650 5,200SH DEFINED 4,15,19 5,200 FIRSTENERGY CORP COM 337932107 111 2,000SH DEFINED 4,20 2,000 FIRSTSERVICE CORP SUB VTG SH 33761N109 3,168 70,500SH DEFINED 1 70,500 FLEETBOSTON FINL CORP COM 339030108 8,456 145,476SH DEFINED 4,6,15,20 35,000 110,476 FLEETWOOD ENTERPRISES INC COM 339099103 58 3,210SH DEFINED 4 3,210 FLEXTRONICS INTL LTD ORD Y2573F102 252 6,590SH DEFINED 4 6,590 FOOT LOCKER INC COM 344849104 52 2,100SH DEFINED 4 2,100 FOOTHILL INDPT BANCORP COM 344905104 482 24,000SH DEFINED 3 24,000 FORD MTR CO DEL COM PAR $0.01 345370860 32 1,275SH DEFINED 15,20 1,275 FORDING INC COM 345426100 11,063 390,895SH DEFINED 4,5,7,12,17 390,895 FOREST LABS INC COM 345838106 11,187 85,720SH DEFINED 4,15,19 80,000 5,720 FORTUNE BRANDS INC COM 349631101 95 1,500SH DEFINED 20 1,500 FOUNDRY NETWORKS INC COM 35063R100 2,596 200,000SH SOLE 200,000 FOUR SEASONS HOTEL INC LTD VTG SH 35100E104 2,211 29,600SH DEFINED 7,8,12 29,600 FRANKLIN RES INC COM 354613101 55,331 985,100SH SOLE 985,100 FREEPORT-MCMORAN COPPER & GOLD CL B 35671D857 309 14,480SH DEFINED 4,15 14,480 FREEPORT-MCMORAN COPPER & GOLD CL A 35671D105 1,742 84,800SH SOLE 84,800 FULLER H B CO COM 359694106 41 900SH DEFINED 15 900 FURNITURE BRANDS INTL INC COM 360921100 14,391 282,210SH DEFINED 4 280,000 2,210 GAIAM INC CL A 36268Q103 2,762 79,570SH DEFINED 1 79,570 GANNETT INC COM 364730101 23,019 215,000SH SOLE 215,000 GEMSTAR-TV GUIDE INTL INC COM 36866W106 229 5,200SH DEFINED 4 5,200 GENENTECH INC COM NEW 368710406 36,933 427,500SH DEFINED 1,8,15 381,000 46,500 GENERAL DYNAMICS CORP COM 369550108 11,833 93,300SH DEFINED 1,4,15 93,300 GENERAL ELEC CO COM 369604103 89,946 1,409,200SH DEFINED 1,4,7,8,15,19 915,000 494,200 GENERAL MLS INC COM 370334104 58 700SH DEFINED 15 700 GENERAL MTRS CORP COM 370442105 37,696 487,050SH DEFINED 15,20 485,000 2,050 GENUINE PARTS CO COM 372460105 96 1,650SH DEFINED 20 1,650 GENZYME CORP COM GENL DIV 372917104 29 300SH DEFINED 4 300 GEORGIA GULF CORP COM PAR $0.01 373200203 3 100SH DEFINED 4 100 GEORGIA PAC CORP COM GA PAC GRP 373298108 2,554 58,090SH DEFINED 4,15,20 50,000 8,090 GILDAN ACTIVEWEAR INC SUB VTG SHS A 375916103 19,708 863,300SH DEFINED 7,8 691,100 172,200 GILEAD SCIENCES INC COM 375558103 157 1,500SH DEFINED 4 1,500 GILLETTE CO COM 375766102 127,986 2,406,220SH DEFINED 4 2,397,300 8,920 GLACIER BANCORP INC NEW COM 37637Q105 1,658 50,000SH DEFINED 3 50,000 GLAMIS GOLD LTD COM 376775102 6,165 1,070,300SH SOLE 1,070,300 GLOBAL LT TELECOMMUNICATIONS COM 37934X100 236 77,850SH DEFINED 1 77,850 GLOBALSANTAFE CORP SHS G3930E101 18,345 403,900SH SOLE 403,900 GOLD FIELDS LTD NEW SPONSORED ADR 38059T106 849 110,200SH DEFINED 1 110,200 GOLDCORP INC NEW COM 380956409 7,752 401,680SH DEFINED 2,4,8,17 28,600 373,080 GOLDEN ST BANCORP INC COM 381197102 2,082 50,000SH DEFINED 3 50,000 GOLDEN WEST FINL CORP DEL COM 381317106 703 7,500SH DEFINED 9,20 7,500 GOLDMAN SACHS GROUP INC COM 38141G104 14,623 99,000SH DEFINED 1,8,19,20 99,000 GOODRICH CORP COM 382388106 2,230 52,600SH DEFINED 3,15,20 52,600 GOODYEAR TIRE & RUBR CO COM 382550101 32 850SH DEFINED 20 850 GRAINGER W W INC COM 384802104 76 1,000SH DEFINED 15,20 1,000 GRANT PRIDECO INC COM 38821G101 6,419 350,500SH SOLE 350,500 GREENPOINT FINL CORP COM 395384100 149,698 2,629,400SH SOLE 2,629,400 GROUPE CGI INC CL A SUB VTG 39945C109 43,107 3,519,110SH DEFINED 4,8 3,363,000 156,110 GRUPO TELEVISA SA DE CV SP ADR REP ORD 40049J206 2,761 40,150SH DEFINED 11 39,450 700 GSI LUMONICS INC COM 36229U102 2,395 174,300SH DEFINED 1,2 174,300 GUCCI GROUP N V COM NY REG 401566104 2,636 19,500SH DEFINED 7 19,500 GUIDANT CORP COM 401698105 2,113 26,640SH DEFINED 2,4 26,640 HALLIBURTON CO COM 406216101 40 1,900SH DEFINED 4 1,900 HANCOCK JOHN FINL SVCS INC COM 41014S106 46 700SH DEFINED 15 700 HARLEY DAVIDSON INC COM 412822108 571 6,600SH DEFINED 8,15 6,600 HARRIS CORP DEL COM 413875105 15 300SH DEFINED 4 300 HARTFORD FINL SVCS GROUP INC COM 416515104 1,971 19,700SH DEFINED 2,8,15 19,700 HCA INC COM 404119109 5,037 82,070SH DEFINED 1,4,9 82,070 HDFC BANK LTD ADR REPS 3 SHS 40415F101 207 8,940SH DEFINED 8 8,940 HEALTH MGMT ASSOC INC NEW CL A 421933102 1,072 36,600SH DEFINED 2 36,600 HEALTH NET INC COM 42222G108 87 2,500SH DEFINED 20 2,500 HEALTHSOUTH CORP COM 421924101 56 2,360SH DEFINED 4 2,360 HEARST-ARGYLE TELEVISION INC COM 422317107 1,545 45,000SH DEFINED 3 45,000 HEINZ H J CO COM 423074103 39 600SH DEFINED 20 600 HEMOSOL INC COM 42369K102 1,274 173,300SH DEFINED 1 173,300 HERCULES INC COM 427056106 30 1,900SH DEFINED 20 1,900 HERSHEY FOODS CORP COM 427866108 431 4,000SH DEFINED 4,8 4,000 HEWLETT PACKARD CO COM 428236103 288 8,800SH DEFINED 15,20 8,800 HILB ROGAL & HAMILTON CO COM 431294107 80,423 901,000SH SOLE 901,000 HILTON HOTELS CORP COM 432848109 536 30,810SH DEFINED 4,20 30,810 HITACHI LIMITED ADR 10 COM 433578507 967 8,300SH DEFINED 9 8,300 HOME DEPOT INC COM 437076102 45,439 559,360SH DEFINED 1,4,8,15,19 400,800 158,560 HONDA MOTOR LTD AMERN SHS 438128308 987 7,600SH DEFINED 7 7,600 HONEYWELL INTL INC COM 438516106 1,169 21,700SH DEFINED 3,15 21,700 HORIZON ORGANIC HOLDING COM 44043T103 2,432 92,460SH DEFINED 1 92,460 HOUSEHOLD INTL INC COM 441815107 1,283 13,900SH DEFINED 2,8,15 13,900 HUBBELL INC CL B 443510201 52 1,100SH DEFINED 20 1,100 HUMANA INC COM 444859102 60 3,200SH DEFINED 20 3,200 HUNTINGTON BANCSHARES INC COM 446150104 84 3,050SH DEFINED 20 3,050 HURRICANE HYDROCARBONS LTD CL A 44779E106 1,908 176,650SH DEFINED 1,8 176,650 HYDROGENICS CORP COM 448882100 2,372 199,400SH DEFINED 1 199,400 IBASIS INC SB NT CV 5.75%05450732AA0 1,433 3,000,000PRN SOLE 3,000,000 ID BIOMEDICAL CORP COM 44936D108 1,425 209,488SH DEFINED 1,2 209,488 IDEC PHARMACEUTICALS CORP COM 449370105 288 2,620SH DEFINED 4,19 2,620 ILLINOIS TOOL WKS INC COM 452308109 1,100 10,200SH DEFINED 4,8 10,200 IMAGICTV INC COM 45247E107 408 263,500SH SOLE 263,500 IMATION CORP COM 45245A107 10 300SH DEFINED 15 300 IMC GLOBAL INC COM 449669100 119 5,760SH DEFINED 4 5,760 IMPAC MTG HLDGS INC COM 45254P102 2,030 150,000SH DEFINED 3 150,000 IMPERIAL OIL LTD COM NEW 453038408 159,107 3,590,780SH DEFINED 4,5,8,16 3,560,850 29,930 INAMED CORP COM 453235103 12,451 260,000SH SOLE 260,000 INCO LTD COM 453258402 109,527 4,049,049SH DEFINED 1,4,5,8,12,17 3,699,189 349,860 INCO LTD WT EXP 082106 453258139 2,006 331,537SH SOLE 331,537 INDEPENDENT FINL NETWORK INC COM 453854101 1,892 110,000SH DEFINED 3 110,000 INDYMAC BANCORP INC COM 456607100 1,489 40,000SH DEFINED 3 40,000 INFOGRAMES INC COM 45665T107 1,133 100,300SH DEFINED 3 100,300 INFOSYS TECHNOLOGIES LTD SPONSORED ADR 456788108 375 3,800SH DEFINED 8 3,800 ING GROUP N V SPONSORED ADR 456837103 1,414 34,900SH DEFINED 7 34,900 INGERSOLL-RAND CO COM 456866102 201 3,020SH DEFINED 4 3,020 INGRAM MICRO INC CL A 457153104 19 700SH DEFINED 15 700 INTEGRATED CIRCUIT SYS INC COM 45811K208 3,763 104,600SH DEFINED 1 104,600 INTEGRATED SILICON SOLUTION COM 45812P107 32 1,630SH DEFINED 4 1,630 INTEL CORP COM 458140100 49,967 997,660SH DEFINED 1,4,8,15,19 470,000 527,660 INTERMAGNETICS GEN CORP COM 458771102 2,004 48,580SH DEFINED 1 48,580 INTERMUNE INC COM 45884X103 13,736 175,100SH SOLE 175,100 INTERNATIONAL BUSINESS MACHS COM 459200101 27,161 141,000SH DEFINED 1,2,4,7,8, 141,000 15,20 INTERNATIONAL GAME TECHNOLOGY COM 459902102 185 1,700SH DEFINED 4 1,700 INTERNATIONAL RECTIFIER CORP COM 460254105 46,140 830,650SH DEFINED 4 826,200 4,450 INTERPUBLIC GROUP COS INC COM 460690100 88,487 1,881,000SH DEFINED 6,15 1,780,000 101,000 INTERSTATE BAKERIES CORP DEL COM 46072H108 2,310 60,000SH DEFINED 3 60,000 INTERTAPE POLYMER GROUP INC COM 460919103 24,227 1,828,450SH DEFINED 1,8 1,561,050 267,400 INTIMATE BRANDS INC CL A 461156101 25,341 1,070,844SH SOLE 1,070,844 INTL PAPER CO COM 460146103 167 2,600SH DEFINED 15,20 2,600 INTRAWEST CORPORATION COM NEW 460915200 4,247 154,450SH DEFINED 1 116,000 38,450 INTUIT COM 461202103 11,849 174,000SH SOLE 174,000 IONA TECHNOLOGIES PLC SPONSORED ADR 46206P109 16,148 499,500SH SOLE 499,500 IONICS INC COM 462218108 2,391 50,000SH DEFINED 3 50,000 IPC HLDGS LTD ORD G4933P101 61,190 1,298,100SH SOLE 1,298,100 IPSCO INC COM 462622101 44,187 2,388,500SH DEFINED 2,12 2,312,000 76,500 ISHARES INC MSCI S KOREA 464286772 167 6,000SH SOLE 6,000 ISHARES INC MSCI TAIWAN 464286731 172 10,000SH SOLE 10,000 J P MORGAN CHASE & CO COM 46625H100 126,809 2,190,600SH DEFINED 2,7,8,15,20 2,143,850 46,750 JABIL CIRCUIT INC COM 466313103 29 800SH DEFINED 15 800 JACOBS ENGR GROUP INC DEL COM 469814107 164 1,560SH DEFINED 4 1,560 JDS UNIPHASE CORP COM 46612J101 153 11,000SH DEFINED 8 11,000 JEFFERSON PILOT CORP COM 475070108 1,938 26,300SH DEFINED 3,8 26,300 JOHN NUVEEN CO CL A 478035108 12,773 149,977SH SOLE 149,977 JOHNSON & JOHNSON COM 478160104 160,647 1,706,886SH DEFINED 1,2,4,8,15,20 1,290,000 416,886 JOHNSON CTLS INC COM 478366107 630 4,900SH DEFINED 8,15 4,900 JONES APPAREL GROUP INC COM 480074103 869 16,450SH DEFINED 2,20 16,450 K MART CORP COM 482584109 120 13,760SH DEFINED 4,15 13,760 KB HOME COM 48666K109 26 410SH DEFINED 4 410 KCS ENERGY INC COM 482434206 9,797 1,971,861SH SOLE 1,971,861 KEITHLEY INSTRS INC COM 487584104 3,142 116,750SH SOLE 116,750 KELLOGG CO COM 487836108 50 1,050SH DEFINED 20 1,050 KEY ENERGY SVCS INC COM 492914106 59 4,000SH DEFINED 4 4,000 KEYCORP NEW COM 493267108 110 2,850SH DEFINED 20 2,850 KIMBERLY CLARK CORP COM 494368103 1,186 12,450SH DEFINED 2,4 12,450 KINDER MORGAN INC KANS COM 49455P101 35 400SH DEFINED 4 400 KINDER MORGAN MANAGEMENT LLC SHS 49455U100 4,290 71,083SH DEFINED 1 71,083 KING PHARMACEUTICALS INC COM 495582108 9,353 139,399SH DEFINED 4,15,19 133,333 6,066 KINGSWAY FINL SVCS INC COM 496904103 16,873 843,670SH DEFINED 1,4,7 230,600 613,070 KINROSS GOLD CORP COM 496902107 3,158 2,653,900SH DEFINED 1 2,502,700 151,200 KLA-TENCOR CORP COM 482480100 489 6,200SH DEFINED 4 6,200 KNIGHT TRADING GROUP INC COM 499063105 1,930 110,000SH DEFINED 3 110,000 KOHLS CORP COM 500255104 886 7,900SH DEFINED 4,8,19 7,900 KOOKMIN BK NEW SPONSORED ADR 50049M109 206 3,327SH DEFINED 11 3,327 KOREA ELECTRIC PWR SPONSORED ADR 500631106 793 54,400SH DEFINED 9 54,400 KOREA TELECOM SPONSORED ADR 50063P103 8,775 271,042SH DEFINED 1,8,9 235,115 35,927 KRAFT FOODS INC CL A 50075N104 1,696 31,300SH DEFINED 8,9 31,300 KROGER CO COM 501044101 349 10,500SH DEFINED 9 10,500 L-3 COMMUNICATIONS HLDGS INC COM 502424104 158 1,100SH DEFINED 4,15 1,100 LABORATORY CORP AMER HLDGS COM NEW 50540R409 592 4,600SH DEFINED 8 4,600 LADISH INC COM NEW 505754200 1,506 86,600SH DEFINED 3 86,600 LAFARGE NORTH AMERICA INC COM 505862102 84,644 1,414,720SH DEFINED 4,6 1,238,100 176,620 LAM RESEARCH CORP COM 512807108 230 6,230SH DEFINED 4 6,230 LASER VISION CTRS INC COM 51807H100 3,662 1,111,000SH SOLE 1,111,000 LATTICE SEMICONDUCTOR CORP COM 518415104 54 1,660SH DEFINED 4 1,660 LAUDER ESTEE COS INC CL A 518439104 55,651 1,090,000SH SOLE 1,090,000 LEAP WIRELESS INTL INC COM 521863100 1,002 30,000SH DEFINED 3 30,000 LEAR CORP COM 521865105 79 1,300SH DEFINED 20 1,300 LEARNING TREE INTL INC COM 522015106 8,886 200,000SH SOLE 200,000 LEGGETT & PLATT INC COM 524660107 295 8,050SH DEFINED 4,20 8,050 LEHMAN BROS HLDGS INC COM 524908100 4,765 44,790SH DEFINED 4,15,19,20 40,000 4,790 LEITCH TECHNOLOGY CORP COM 52543H107 169 14,400SH DEFINED 4 2,000 12,400 LENNAR CORP COM 526057104 149 2,000SH DEFINED 4,15 2,000 LEXMARK INTL NEW CL A 529771107 90,763 966,000SH SOLE 966,000 LIBERTY MEDIA CORP NEW COM SER A 530718105 109,415 4,907,575SH DEFINED 4,20 4,900,000 7,575 LILLY ELI & CO COM 532457108 619 4,950SH DEFINED 8,15,20 4,950 LIMITED INC COM 532716107 138,189 5,895,000SH SOLE 5,895,000 LINCOLN NATL CORP IND COM 534187109 18,950 245,000SH DEFINED 3 220,000 25,000 LINEAR TECHNOLOGY CORP COM 535678106 578 9,300SH DEFINED 8 9,300 LIONS GATE ENTMNT CORP COM NEW 535919203 537 147,800SH DEFINED 1 147,800 LIQUIDATION WORLD INC COM NEW 53634D203 204 20,400SH DEFINED 4 11,500 8,900 LIZ CLAIBORNE INC COM 539320101 10,541 133,050SH DEFINED 4,15,20 130,000 3,050 LOCKHEED MARTIN CORP COM 539830109 5,321 71,590SH DEFINED 1,4,8,15,20 71,590 LOEWS CORP COM 540424108 79 900SH DEFINED 15 900 LONE STAR STEAKHOUSE SALOON COM 542307103 1,653 70,000SH DEFINED 3 70,000 LONGS DRUG STORES CORP COM 543162101 1,675 45,000SH DEFINED 3 45,000 LOUISANA PAC CORP COM 546347105 22 1,600SH DEFINED 20 1,600 LOWES COS INC COM 548661107 1,496 20,240SH DEFINED 4,8,15,19 20,240 LSI LOGIC CORP COM 502161102 1,095 43,570SH DEFINED 2,4,15 43,570 LUBRIZOL CORP COM 549271104 56 1,000SH DEFINED 20 1,000 LYONDELL CHEMICAL CO COM 552078107 82 3,590SH DEFINED 4 3,590 M & T BK CORP COM 55261F104 58 500SH DEFINED 15 500 MAD CATZ INTERACTIVE INC COM 556162105 394 187,750SH DEFINED 1 187,750 MAGNA INTL INC CL A 559222401 70,947 701,750SH DEFINED 1,2,4,5,6,8, 368,500 333,250 12 MAIN STR BANCORP INC COM 559906102 746 30,000SH DEFINED 3 30,000 MANDALAY RESORT GROUP COM 562567107 41 1,200SH DEFINED 4 1,200 MANOR CARE INC NEW COM 564055101 91 2,400SH DEFINED 4 2,400 MANPOWER INC COM 56418H100 462 8,610SH DEFINED 4 8,610 MANUGISTICS GROUP INC COM 565011103 4,868 145,000SH SOLE 145,000 MANULIFE FINL CORP COM 56501R106 123,460 2,967,780SH DEFINED 1,2,4,5,6,7, 2,967,780 8,12,16,17 MARRIOTT INTL INC NEW CL A 571903202 32 500SH DEFINED 15 500 MARSH SUPERMARKETS INC CL A 571783307 825 35,000SH DEFINED 3 35,000 MARTIN MARIETTA MATLS INC COM 573284106 356 4,800SH DEFINED 4 4,800 MASCO CORP COM 574599106 1,174 30,100SH DEFINED 2,4,20 30,100 MASSEY ENERGY CORP COM 576206106 13 400SH DEFINED 15 400 MATSUSHITA ELEC INDL ADR 576879209 453 22,600SH DEFINED 7 22,600 MATTEL INC COM 577081102 1,536 56,070SH DEFINED 9 56,070 MAXIM INTEGRATED PRODS INC COM 57772K101 33 400SH DEFINED 15 400 MAY DEPT STORES CO COM 577778103 38 650SH DEFINED 20 650 MAYTAG CORP COM 578592107 155 3,130SH DEFINED 4,20 3,130 MBIA INC COM 55262C100 60 700SH DEFINED 4 700 MBNA CORP COM 55262L100 5,656 100,900SH DEFINED 1 100,900 MCCLATCHY CO CL A 579489105 22 300SH DEFINED 15 300 MCDONALDS CORP COM 580135101 1,022 24,250SH DEFINED 7,15,20 24,250 MCGRAW HILL COS INC COM 580645109 49 500SH DEFINED 4 500 MCKESSON CORP COM 58155Q103 967 16,230SH DEFINED 4,8,15 16,230 MDS INC COM 55269P302 71,009 3,757,090SH DEFINED 1,5,7,8,16 3,436,200 320,890 MEAD CORP COM 582834107 66 1,350SH DEFINED 20 1,350 MEDIA GEN INC CL A 584404107 24 300SH DEFINED 15 300 MEDICIS PHARMACEUTICAL CORP CL A NEW 584690309 4,567 44,400SH DEFINED 1 44,400 MEDIMMUNE INC COM 584699102 33,267 450,700SH DEFINED 4,8 444,000 6,700 MEDTRONIC INC COM 585055106 33,669 412,850SH DEFINED 1,4,8,15 135,000 277,850 MELLON FINL CORP COM 58551A108 28,550 476,550SH DEFINED 8 463,700 12,850 MENS WEARHOUSE INC COM 587118100 1,973 60,000SH SOLE 60,000 MERCK & CO INC COM 589331107 135,295 1,444,850SH DEFINED 1,4,15,20 1,380,000 64,850 MERCURY INTERACTIVE CORP COM 589405109 141 2,600SH DEFINED 19 2,600 MEREDITH CORP COM 589433101 8,516 150,000SH SOLE 150,000 MERIDIAN GOLD INC COM 589975101 3,263 199,583SH DEFINED 2,4,8 199,583 MERRILL LYNCH & CO INC COM 590188108 48,890 589,025SH DEFINED 4,15,20 585,000 4,025 METHANEX CORP COM 59151K108 1,432 162,363SH DEFINED 5,7,8 162,363 METLIFE INC COM 59156R108 822 16,300SH DEFINED 4,8,15,20 16,300 METTLER TOLEDO INTERNATIONAL COM 592688105 150 1,820SH DEFINED 4,15 1,820 MGIC INVT CORP WIS COM 552848103 33,163 337,400SH DEFINED 20 336,400 1,000 MGM MIRAGE COM 552953101 510 11,100SH DEFINED 8 11,100 MICROCELL TELECOMMUNICATIONS CL B NON VTG 59501T304 3,327 864,139SH DEFINED 1 MICROCHIP TECHNOLOGY INC COM 595017104 142 2,300SH DEFINED 19 2,300 MICRON TECHNOLOGY INC COM 595112103 623 12,610SH DEFINED 4 12,610 MICROSOFT CORP COM 594918104 248,790 2,357,400SH DEFINED 1,4,7,8,15,19 1,954,000 403,400 MID-STATE BANCSHARES COM 595440108 1,296 50,000SH DEFINED 3 50,000 MIDWAY GAMES INC COM 598148104 2,271 95,000SH DEFINED 3 95,000 MILLENNIUM CHEMICALS INC COM 599903101 15 725SH DEFINED 4,20 725 MINNESOTA MNG & MFG CO COM 604059105 949 5,040SH DEFINED 8,15,20 5,040 MIRANT CORP COM 604675108 26 1,000SH DEFINED 15 1,000 MOBILE TELESYSTEMS OJSC SPONSORED ADR 607409109 479 8,431SH DEFINED 8,11 8,431 MOHAWK INDS INC COM 608190104 253 2,900SH DEFINED 4 2,900 MOLEX INC COM 608554101 10 200SH DEFINED 15 200 MOODYS CORP COM 615369105 44 700SH DEFINED 15 700 MOORE LTD COM 615785102 20,690 1,352,300SH DEFINED 1,2,8 1,352,300 MORGAN STANLEY DEAN WITTER&CO COM NEW 617446448 40,705 456,925SH DEFINED 1,7,15,20 295,000 161,925 MOTOROLA INC COM 620076109 62,557 2,615,300SH DEFINED 15 2,612,000 3,300 MUELLER INDS INC COM 624756102 10,590 200,000SH SOLE 200,000 MYLAN LABS INC COM 628530107 2,285 38,260SH DEFINED 4,9,15 38,260 NABORS INDS INC COM 629568106 16 300SH DEFINED 15 300 NASDAQ 100 TR UNIT SER 1 631100104 25,616 413,400SH DEFINED 1 300,000 113,400 NATIONAL CITY CORP COM 635405103 147 3,150SH DEFINED 15,20 3,150 NATIONAL SEMICONDUCTOR CORP COM 637640103 106 2,165SH DEFINED 4 2,165 NATIONAL-OILWELL INC COM 637071101 121 3,690SH DEFINED 4 3,690 NATIONWIDE FINL SVCS INC CL A 638612101 92 1,400SH DEFINED 4,15 1,400 NCR CORP NEW COM 62886E108 120,053 2,045,200SH DEFINED 15 2,045,100 100 NETWORK APPLIANCE INC COM 64120L104 5,446 156,370SH DEFINED 1 156,370 NEUROCRINE BIOSCIENCES INC COM 64125C109 3,514 43,000SH DEFINED 1 43,000 NEWELL RUBBERMAID INC COM 651229106 1,182 26,925SH DEFINED 9,20 26,925 NEWMONT MINING CORP COM 651639106 303 9,946SH DEFINED 1 9,946 NEWS CORP LTD SP ADR PFD 652487802 135,043 3,204,800SH SOLE 3,204,800 NEXEN INC COM 65334H102 33,947 1,092,240SH DEFINED 1,4,6,7,16 684,600 407,640 NIKE INC CL B 654106103 106,293 1,186,800SH DEFINED 15 1,186,100 700 NIPPON TELEG & TEL CORP SPONSORED ADR 654624105 385 14,925SH DEFINED 7 14,925 NOBLE DRILLING CORP COM 655042109 217 4,000SH DEFINED 4 4,000 NOKIA CORP SPONSORED ADR 654902204 93,867 2,402,900SH DEFINED 1,7 2,251,400 151,500 NORANDA INC COM 655422103 9,203 613,500SH DEFINED 1,8 613,500 NORFOLK SOUTHERN CORP COM 655844108 9 300SH DEFINED 20 300 NORTEL NETWORKS CORP NEW COM 656568102 132,48111,132,841SH DEFINED 1,2,4,5,6,7, 7,194,2443,938,597 8,12,16,17 NORTH AMERN PALLADIUM LTD COM 656912102 5 500SH DEFINED 5 500 NORTH FORK BANCORPORATION NY COM 659424105 107 2,100SH DEFINED 4 2,100 NORTHERN TR CORP COM 665859104 36,203 377,500SH SOLE 377,500 NORTHROP GRUMMAN CORP COM 666807102 277 1,726SH DEFINED 4,15 1,726 NORTHWEST AIRLS CORP CL A 667280101 73 2,900SH DEFINED 4 2,900 NOVA CHEMICALS CORP COM 66977W109 58,363 1,897,988SH DEFINED 1,2,4,8,16 1,711,888 186,100 NOVELLUS SYS INC COM 670008101 415 6,600SH DEFINED 4,8 6,600 NRG ENERGY INC COM 629377102 12 500SH DEFINED 15 500 NVIDIA CORP COM 67066G104 663 6,220SH DEFINED 4,15 6,220 OCCIDENTAL PETE CORP DEL COM 674599105 1,635 38,700SH DEFINED 9,15,20 38,700 OCEAN ENERGY INC DEL COM 67481E106 86,953 2,843,800SH DEFINED 1 2,823,600 20,200 OFFICE DEPOT INC COM 676220106 334 11,300SH DEFINED 8 11,300 OLD REP INTL CORP COM 680223104 67 1,500SH DEFINED 20 1,500 OMNICOM GROUP INC COM 681919106 1,234 8,670SH DEFINED 4,8,15 8,670 ONEOK INC NEW COM 682680103 1,438 50,600SH DEFINED 3,15 50,600 OPEN TEXT CORP COM 683715106 26,374 559,800SH DEFINED 1,2,4,8 559,800 ORACLE CORP COM 68389X105 29,296 1,332,100SH DEFINED 1,4,8,15 913,700 418,400 ORBOTECH LTD ORD M75253100 357 7,200SH DEFINED 4 7,200 OVERTURE SVCS INC COM 69039R100 113 2,000SH DEFINED 4 2,000 OWENS ILL INC COM NEW 690768403 14 900SH DEFINED 20 900 P T TELEKOMUNIKASI INDONESIA SPONSORED ADR 715684106 177 19,200SH DEFINED 8 19,200 PACCAR INC COM 693718108 89 850SH DEFINED 20 850 PACIFIC CENTY FINL CORP COM 694058108 1,510 36,630SH DEFINED 3,4 36,630 PACIFIC NORTHWEST BANCORP COM 69466M103 1,922 59,000SH DEFINED 3 59,000 PACIFIC SUNWEAR CALIF INC COM 694873100 89 2,740SH DEFINED 4 2,740 PANAMERICAN BEVERAGES INC CL A P74823108 237 10,000SH DEFINED 8 10,000 PANCANADIAN ENERGY CORP COM 69831A107 296,827 7,187,083SH DEFINED 1,4,5,7,8, 6,572,791 614,292 16,17 PARKER DRILLING CO COM 701081101 1,352 230,000SH DEFINED 3 230,000 PARKER HANNIFIN CORP COM 701094104 643 8,800SH DEFINED 8,20 8,800 PARTNERRE LTD COM G6852T105 17,105 198,900SH SOLE 198,900 PATTERSON DENTAL CO COM 703412106 163 2,500SH DEFINED 4 2,500 PAYCHEX INC COM 704326107 7,254 130,000SH SOLE 130,000 PEABODY ENERGY CORP COM 704549104 12,328 274,600SH SOLE 274,600 PENNEY J C INC COM 708160106 135 3,140SH DEFINED 4,15 3,140 PEOPLESOFT INC COM 712713106 19,270 301,000SH DEFINED 4,8,15 290,000 11,000 PEPSI BOTTLING GROUP INC COM 713409100 101 2,700SH DEFINED 4,20 2,700 PEPSICO INC COM 713448108 1,921 24,780SH DEFINED 4,8,15 24,780 PERFORMANCE FOOD GROUP CO COM 713755106 2,240 40,000SH DEFINED 3 40,000 PERKINELMER INC COM 714046109 1,734 31,100SH DEFINED 3 31,100 PERRIGO CO COM 714290103 65 3,450SH DEFINED 4 3,450 PETRO-CDA COM 71644E102 287,764 7,320,410SH DEFINED 1,2,4,5,7,8, 6,494,600 825,810 12,17 PETROLEO BRASILEIRO SA PETROBR SPONSORED ADR 71654V408 6,462 174,150SH DEFINED 11 170,900 3,250 PETSMART INC COM 716768106 1,567 100,000SH DEFINED 3 100,000 PFIZER INC COM 717081103 186,283 2,935,370SH DEFINED 1,2,4,7,8, 2,257,000 678,370 15,19 PHARMACEUTICAL PROD DEV INC COM 717124101 51 1,000SH DEFINED 4 1,000 PHARMACIA CORP COM 71713U102 6,034 88,846SH DEFINED 3,4,7,8,9, 88,846 15,20 PHELPS DODGE CORP COM 717265102 1,834 35,540SH DEFINED 1,4 35,540 PHILIP MORRIS COS INC COM 718154107 71,094 973,670SH DEFINED 4,8,15,20 949,250 24,420 PHILIPPINE LONG DISTANCE TEL SPONSORED ADR 718252604 1,119 85,300SH DEFINED 9 85,300 PHILLIPS PETE CO COM 718507106 175 1,825SH DEFINED 15,20 1,825 PHOENIX COS INC NEW COM 71902E109 2,946 100,000SH DEFINED 3 100,000 PIER 1 IMPORTS INC COM 720279108 14,359 520,000SH SOLE 520,000 PITTSTON CO COM BRINKS GRP 725701106 1,056 30,000SH DEFINED 3 30,000 PLACER DOME INC COM 725906101 22,671 1,302,938SH DEFINED 1,2,4,5,7,8, 180,0001,122,938 12 PLAINS ALL AMERN PIPELINE L P UNIT LTD PARTN 726503105 8,025 193,900SH SOLE 193,900 PLAINS RES INC COM PAR $0.10 726540503 12,961 329,500SH SOLE 329,500 PMI GROUP INC COM 69344M101 12,272 115,000SH SOLE 115,000 PNC FINL SVCS GROUP INC COM 693475105 143 1,600SH DEFINED 4,15 1,600 POLYCOM INC COM 73172K104 9,532 174,000SH SOLE 174,000 POLYONE CORP COM 73179P106 51 3,270SH DEFINED 4 3,270 POTASH CORP SASK INC COM 73755L107 158,484 1,622,810SH DEFINED 2,4,7,8,16 1,523,800 99,010 POTLATCH CORP COM 737628107 9 200SH DEFINED 15 200 POTOMAC ELEC PWR CO COM 737679100 71 1,975SH DEFINED 20 1,975 POZEN INC COM 73941U102 418 50,000SH SOLE 50,000 PPG INDS INC COM 693506107 7,866 95,500SH DEFINED 1,8,15,20 95,500 PRAXAIR INC COM 74005P104 36,314 412,725SH DEFINED 8,15,20 400,000 12,725 PRECISION DRILLING CORP COM 74022D100 40,801 993,700SH DEFINED 1,4,8 993,700 PRESIDENTIAL LIFE CORP COM 740884101 1,637 50,000SH DEFINED 3 50,000 PRICE T ROWE GROUP INC COM 74144T108 2,212 40,000SH DEFINED 3 40,000 PRIDE INTL INC DEL COM 74153Q102 2,541 105,650SH DEFINED 1,3 105,650 PRIORITY HEALTHCARE CORP CL B 74264T102 85 1,510SH DEFINED 4 1,510 PRIZE ENERGY CORP COM 74267L106 1,105 30,000SH DEFINED 3 30,000 PROCTOR & GAMBLE CO COM 742718109 108,411 860,300SH DEFINED 4,8,15,20 850,000 10,300 PRUDENTIAL FINL INC COM 744320102 1,937 36,650SH DEFINED 1 25,000 11,650 PULITZER INC COM 745769109 8,122 100,000SH SOLE 100,000 PULTE HOMES INC COM 745867101 269 3,780SH DEFINED 4 3,780 QLT INC COM 746927102 27,446 677,690SH DEFINED 1,2,4,7,8 677,690 QUALCOMM INC COM 747525103 5,075 63,100SH DEFINED 4,7,15 63,100 QUANTUM CORP COM DSSG 747906204 58 3,700SH DEFINED 20 3,700 QUEBECOR WORLD INC COM NON-VTG 748203106 101,761 2,836,160SH DEFINED 1,2,6 2,836,160 QUEST DIAGNOSTICS INC COM 74834L100 126 1,100SH DEFINED 19 1,100 QUESTAR CORP COM 748356102 21,027 527,100SH SOLE 527,100 QWEST COMMUNICATIONS INTL INC COM 749121109 419 18,600SH DEFINED 4,15,20 18,600 RADIAN GROUP INC COM 750236101 12,615 184,434SH DEFINED 2,4,19 168,584 15,850 RADIOSHACK CORP COM 750438103 8,628 180,000SH SOLE 180,000 RAYMOND JAMES FINANCIAL INC COM 754730109 1,980 35,000SH DEFINED 3 35,000 RAYTHEON CO COM NEW 755111507 2,037 39,400SH DEFINED 1 39,400 READERS DIGEST ASSN INC CL A NON VTG 755267101 3,676 100,000SH DEFINED 6 100,000 REEBOK INTL LTD COM 758110100 141,544 3,354,000SH SOLE 3,354,000 REGIONS FINL CORP COM 758940100 93 1,950SH DEFINED 20 1,950 REINSURANCE GROUP AMER INC COM 759351109 7,950 150,000SH DEFINED 6 150,000 RELIANT ENERGY INC COM 75952J108 72 1,700SH DEFINED 15 1,700 RESEARCH IN MOTION LTD COM 760975102 97,981 2,592,800SH DEFINED 4,5,8,17 2,592,800 REYNOLDS R J TOB HLDGS INC COM 76182K105 27 300SH DEFINED 15 300 RITCHIE BROS AUCTIONEERS COM 767744105 4,687 118,300SH SOLE 118,300 RITE AID CORP COM 767754104 929 115,300SH DEFINED 3,4 115,300 ROCKWELL INTL CORP NEW COM 773903109 6 200SH DEFINED 15 200 ROGERS COMMUNICATIONS INC CL B 775109200 61,622 2,272,200SH DEFINED 1,2,4,8,12, 1,403,700 868,500 16,17 ROGERS WIRELESS COMMUNICATIONS CL B NON-VTG 775315104 17,613 765,800SH SOLE 765,800 ROYAL BK CDA MONTREAL QUE COM 780087102 899,85317,361,624SH DEFINED 1,4,5,6,7,8, 15,695,3641,666,260 12,16,17 ROYAL DUTCH PETE CO NY REG GLD1.25 780257804 1,093 14,000SH DEFINED 4,8,15 14,000 ROYAL GROUP TECHNOLOGIES LTD SUB VTG SH 779915107 25,002 851,000SH DEFINED 1,2 554,200 296,800 RYERSON TULL INC NEW COM 78375P107 139 7,950SH DEFINED 4 7,950 SABRE HLDGS CORP CL A 785905100 32,457 481,250SH DEFINED 4 479,650 1,600 SAFECO CORP COM 786429100 1,736 35,000SH DEFINED 3 35,000 SAFEWAY INC COM NEW 786514208 138,616 2,084,850SH DEFINED 2,15 2,068,950 15,900 SANDISK CORP COM 80004C101 21,557 940,050SH SOLE 940,050 SANMINA SCI CORP COM 800907107 508 16,031SH DEFINED 4,8,15 16,031 SARA LEE CORP COM 803111103 188,847 5,334,450SH DEFINED 9,15,20 5,306,000 28,450 SATYAM COMPUTER SERVICES LTD ADR 804098101 439 25,119SH DEFINED 8 1,000 24,119 SBC COMMUNICATIONS INC COM 78387G103 121,301 1,944,600SH DEFINED 2,4,7,9,15,20 1,830,000 114,600 SCHERING PLOUGH CORP COM 806605101 108,079 1,895,200SH DEFINED 1,3,4 1,750,000 145,200 SCHLUMBERGER LTD COM 806857108 315 3,600SH DEFINED 8 3,600 SCHWAB CHARLES CORP NEW COM 808513105 243 9,870SH DEFINED 4,15 9,870 SEALED AIR CORP NEW PFD CV A $2 81211K209 1,149 17,400SH DEFINED 9 17,400 SEARS ROEBUCK & CO COM 812387108 31,265 412,100SH DEFINED 4,9,15,20 400,000 12,100 SECTOR SPDR TR SBI INT-ENERGY 81369Y506 8,504 200,000SH SOLE 200,000 SEEBEYOND TECHNOLOGIES CORP COM 815704101 1,545 100,000SH SOLE 100,000 SEI INVESTMENTS CO COM 784117103 72 1,000SH DEFINED 4 1,000 SEMPRA ENERGY COM 816851109 14,692 375,800SH SOLE 375,800 SEMTECH CORP COM 816850101 331 5,820SH DEFINED 4,15 5,820 SERVICE CORP INTL COM 817565104 62 7,800SH DEFINED 4,15 7,800 SERVICEMASTER CO COM 81760N109 9,450 430,000SH SOLE 430,000 SHAW COMMUNICATIONS INC CL B CONV 82028K200 58,761 1,739,520SH DEFINED 4,7,8,12,16 1,496,500 243,020 SHAW GROUP INC COM 820280105 7,552 201,800SH DEFINED 1,4 201,800 SHELL TRANS & TRADING PLC NEW YRK SH NEW 822703609 845 12,800SH DEFINED 9 12,800 SHERWIN WILLIAMS CO COM 824348106 120 2,750SH DEFINED 15,20 2,750 SICOR INC COM 825846108 37 1,500SH DEFINED 4 1,500 SIEBEL SYS INC COM 826170102 22,226 498,800SH DEFINED 1 365,000 133,800 SIGMA ALDRICH CORP COM 826552101 25 400SH DEFINED 15 400 SINCLAIR BROADCAST GROUP INC CL A 829226109 979 65,000SH DEFINED 3 65,000 SJW CORP COM 784305104 1,358 10,000SH DEFINED 3 10,000 SK TELECOM LTD SPONSORED ADR 78440P108 117 3,400SH DEFINED 11 3,400 SMART & FINAL INC COM 831683107 1,663 100,000SH DEFINED 3 100,000 SMITHFIELD FOODS INC COM 832248108 75 2,132SH DEFINED 1,15 2,132 SMTC CORP COM 832682108 117 56,800SH DEFINED 1 56,800 SMURFIT-STONE CONTAINER CORP COM 832727101 81 3,200SH DEFINED 20 3,200 SNAP ON INC COM 833034101 56 1,050SH DEFINED 20 1,050 SOLECTRON CORP COM 834182107 8,922 496,663SH DEFINED 15,20 492,963 3,700 SOLUTIA INC COM 834376105 94 4,220SH DEFINED 4 4,220 SONIC AUTOMOTIVE INC CL A 83545G102 498 13,340SH DEFINED 4 13,340 SONICWALL INC COM 835470105 24,736 799,000SH SOLE 799,000 SONY CORP ADR NEW 835699307 3,591 50,000SH SOLE 50,000 SOUTHTRUST CORP COM 844730101 3,009 76,600SH DEFINED 3,4,20 76,600 SOUTHWEST AIRLS CO COM 844741108 130 4,400SH DEFINED 4 4,400 SOUTHWEST WTR CO COM 845331107 1,336 59,430SH DEFINED 3 59,430 SOVEREIGN BANCORP INC COM 845905108 1,949 100,000SH DEFINED 3 100,000 SPARTAN STORES INC COM 846822104 1,905 100,000SH DEFINED 3 100,000 SPDR TR UNIT SER 1 78462F103 44,050 242,150SH DEFINED 1,7 180,000 62,150 SPRINT CORP COM FON GROUP 852061100 1,608 50,300SH DEFINED 3,15 50,300 SPRINT CORP PCS COM SER 1 852061506 9,965 256,350SH DEFINED 15,19 248,850 7,500 SPX CORP COM 784635104 29,753 136,474SH SOLE 136,474 SPX CORP COM 784635104 1,308 6,000SH DEFINED 2,4,15,19 6,000 ST PAUL COS INC COM 792860108 54 775SH DEFINED 20 775 STAKE TECHNOLOGY LTD COM 852559103 389 112,700SH DEFINED 1 112,700 STAPLES INC COM 855030102 3,127 105,010SH DEFINED 1 105,010 STARBUCKS CORP COM 855244109 8,126 267,870SH DEFINED 1 267,870 STARWOOD HOTELS&RESORTS WRLDWD PAIRED CTF 85590A203 563 11,850SH DEFINED 4 11,850 STATE STR CORP COM 857477103 75 900SH DEFINED 15 900 STILLWATER MNG CO COM 86074Q102 34,512 1,171,425SH SOLE 1,171,425 STILWELL FINL INC COM 860831106 107,503 2,480,000SH DEFINED 3 2,430,000 50,000 STMICROELECTRONICS N V NY REGISTRY 861012102 28,647 568,000SH SOLE 568,000 STRYKER CORP COM 863667101 28 300SH DEFINED 15 300 SUN LIFE FINL SVCS CDA INC COM 866796105 490,55814,449,400SH DEFINED 1,4,5,7,8, 13,420,8001,028,600 12,17 SUN MICROSYSTEMS INC COM 866810104 9,321 475,870SH DEFINED 1,8,15 220,000 255,870 SUNCOR ENERGY INC COM 867229106 516,892 9,864,360SH DEFINED 1,2,4,5,6, 9,185,500 678,860 7,17 SUNGARD DATA SYS INC COM 867363103 92 2,000SH DEFINED 4 2,000 SUNOCO INC COM 86764P109 68 1,150SH DEFINED 20 1,150 SUNTRUST BKS INC COM 867914103 4,383 43,900SH DEFINED 15,20 41,800 2,100 SUPERVALU INC COM 868536103 26 750SH DEFINED 20 750 SWS GROUP INC COM 78503N107 1,783 44,000SH DEFINED 3 44,000 SYNOPSYS INC COM 871607107 433 4,600SH DEFINED 9 4,600 SYNSORB BIOTECH INC COM 87160V104 41 68,800SH DEFINED 1 68,800 SYSCO CORP COM 871829107 330 7,900SH DEFINED 4,15 7,900 TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 3,513 128,460SH DEFINED 1,7 128,460 TAKE-TWO INTERACTIVE SOFTWARE COM 874054109 101 3,940SH DEFINED 4 3,940 TALISMAN ENERGY INC COM 87425E103 82,630 1,365,790SH DEFINED 1,2,4,5,6,7 582,000 783,790 8,12,16 TARGET CORP COM 87612E106 32,183 492,300SH DEFINED 1,2,4,8,15 390,000 102,300 TCF FINL CORP COM 872275102 7,641 100,000SH SOLE 100,000 TECH DATA CORP COM 878237106 69 1,000SH DEFINED 15,20 1,000 TECUMSEH PRODS CO CL A 878895200 8 100SH DEFINED 15 100 TELE NORTE LESTE PART S A SPON ADR PFD 879246106 7,775 312,344SH DEFINED 11 309,244 3,100 TELECOMUNICACOES BRASILEIRAS S SPONSORED ADR 879287308 127 2,000SH DEFINED 9 2,000 TELECORP PCS INC NEW CL A 879300101 794 40,000SH DEFINED 3 40,000 TELEFONICA S A SPONSORED ADR 879382208 1,103 17,276SH DEFINED 9 17,276 TELEFONOS DE MEXICO S A SPON ADR ORD L 879403780 10,393 186,348SH DEFINED 8,9,11 129,448 56,900 TELEMIG CELULAR PART S A SPON ADR PFD 87944E105 1,173 19,576SH SOLE 19,576 TELLABS INC COM 879664100 543 22,700SH DEFINED 2,20 22,700 TELUS CORP NON-VTG SHS 87971M202 62,805 2,701,270SH DEFINED 1,7,17 2,701,270 TEMPLE INLAND INC COM 879868107 41 450SH DEFINED 15,20 450 TENET HEALTHCARE CORP COM 88033G100 159 1,700SH DEFINED 4 1,700 TERADYNE INC COM 880770102 1,017 21,190SH DEFINED 4,8 21,190 TESCO CORP COM 88157K101 1,189 89,800SH DEFINED 1 23,000 66,800 TESMA INTL INC CL A SUB VTG 881908107 7,157 240,250SH DEFINED 1 240,250 TEVA PHARMACEUTICAL INDS LTD ADR 881624209 36 367SH DEFINED 11 367 TEXAS INSTRS INC COM 882508104 27,537 617,550SH DEFINED 8,15,19 595,050 22,500 TEXAS REGL BANCSHARES INC CL A VTG 882673106 1,206 20,000SH DEFINED 3 20,000 THERMO ELECTRON CORP COM 883556102 87 2,300SH DEFINED 4 2,300 THOMAS & BETTS CORP COM 884315102 12 350SH DEFINED 20 350 TIBCO SOFTWARE INC COM 88632Q103 1,391 58,500SH SOLE 58,500 TICKETMASTER CL B 88633P203 2,521 96,570SH DEFINED 1 96,570 TIDEWATER INC COM 886423102 46,946 869,600SH DEFINED 1 856,000 13,600 TJX COS INC NEW COM 872540109 617 9,725SH DEFINED 8,20 9,725 TLC LASER EYE CENTERS INC COM 87255E108 7,192 1,965,400SH SOLE 1,965,400 TOLL BROTHERS INC COM 889478103 84 1,200SH DEFINED 4 1,200 TORCHMARK CORP COM 891027104 60 950SH DEFINED 20 950 TORONTO DOMINION BK ONT COM NEW 891160509 763,25018,579,610SH DEFINED 1,2,4,5,6,7, 16,188,0002,391,610 8,12,16,17 TOTAL FINA ELF S A SPONSORED ADR 89151E109 2,442 21,835SH DEFINED 7 21,835 TOYS R US INC COM 892335100 4,320 130,800SH DEFINED 1,4 130,800 TRANSALTA CORP COM 89346D107 197,123 9,126,045SH DEFINED 1,2,5,8 8,715,545 410,500 TRANSCANADA PIPELINES LTD COM 893526103 252,95512,730,511SH DEFINED 1,4,5,7,8,16 12,192,461 538,050 TRANSOCEAN SEDCO FOREX INC ORD G90078109 108,148 2,008,000SH DEFINED 1 1,997,500 10,500 TRIBUNE CO NEW COM 896047107 640 10,740SH DEFINED 4,8 10,740 TRICO BANCSHARES COM 896095106 968 32,000SH DEFINED 3 32,000 TRICON GLOBAL RESTAURANTS COM 895953107 232,430 2,966,500SH DEFINED 15,20 2,965,000 1,500 TRIMERIS INC COM 896263100 3,950 55,160SH DEFINED 1 55,160 TRIQUINT SEMICONDUCTOR INC COM 89674K103 4,886 250,277SH SOLE 250,277 TRITON PCS HLDGS INC CL A 89677M106 91 1,950SH DEFINED 4 1,950 TRIZEC HAHN CORP SUB VTG 896938107 22,746 900,850SH DEFINED 1,2,4,5,6,8 900,850 TRW INC COM 872649108 47 800SH DEFINED 20 800 TUBOS DE ACERO DE MEXICO S A ADR NEW 898592506 565 39,700SH SOLE 39,700 TURKCELL ILETISIM HIZMETLERI SPON ADR NEW 900111204 1SH DEFINED 8 1 TXU CORP COM 873168108 830 11,050SH DEFINED 2 11,050 TYCO INTL LTD NEW COM 902124106 92,171 982,650SH DEFINED 1,2,4,7,8,15, 603,800 378,850 20 TYSON FOODS INC CL A 902494103 76 4,119SH DEFINED 20 4,119 ULTRA PETE CORP COM 903914109 12 1,200SH DEFINED 5 1,200 ULTRA PETE CORP COM 903914109 590 60,800SH DEFINED 1 60,800 ULTRAMAR DIAMOND SHAMROCK CORP COM 904000106 49 625SH DEFINED 20 625 UNIBANCO-UNIAO DE BANCOS BRASL GDR REP PFD UT 90458E107 3,580 100,800SH DEFINED 11 98,800 2,000 UNILEVER N V N Y SHS NEW 904784709 83 900SH DEFINED 15 900 UNION PAC CORP COM 907818108 1,141 12,575SH DEFINED 8,20 12,575 UNION PLANTERS CORP COM 908068109 128 1,775SH DEFINED 15,20 1,775 UNIONBANCAL CORP COM 908906100 3,088 51,025SH DEFINED 3,20 51,025 UNITED INDL CORP COM 910671106 2,001 75,000SH DEFINED 3 75,000 UNITED MICROELECTRONICS CORP SPONSORED ADR 910873207 189 12,385SH DEFINED 11 12,385 UNITED NAT FOODS INC COM 911163103 5,708 143,360SH DEFINED 1 143,360 UNITED PARCEL SERVICE INC CL B 911312106 920 10,600SH DEFINED 8,15 10,600 UNITED STATES CELLULAR CORP COM 911684108 14 200SH DEFINED 15 200 UNITED TECHNOLOGIES CORP COM 913017109 16,591 161,200SH DEFINED 1,2,4,15 161,200 UNITEDHEALTH GROUP INC COM 91324P102 39,096 346,900SH DEFINED 4,15,19 342,800 4,100 UNIVISION COMMUNICATIONS INC CL A 914906102 97 1,500SH DEFINED 4 1,500 US BANCORP DEL COM NEW 902973304 2,673 80,201SH DEFINED 3,4,20 80,201 US ONCOLOGY INC COM 90338W103 120 10,000SH DEFINED 3 10,000 USA ED INC COM 90390U102 174 1,300SH DEFINED 19 1,300 USEC INC COM 90333E108 5,523 484,400SH SOLE 484,400 UST INC COM 902911106 13,934 250,000SH DEFINED 6 250,000 UTILICORP UTD INC COM 918005109 40 1,000SH DEFINED 15 1,000 V F CORP COM 918204108 22 350SH DEFINED 20 350 VALERO ENERGY CORP NEW COM 91913Y100 164 2,700SH DEFINED 4,20 2,700 VARIAN INC COM 922206107 32,267 624,600SH SOLE 624,600 VARIAN MED SYS INC COM 92220P105 121,097 1,067,100SH SOLE 1,067,100 VASOGEN INC COM 92232F103 1,076 146,350SH DEFINED 1 146,350 VERISIGN INC COM 92343E102 69,363 1,145,000SH SOLE 1,145,000 VERITAS DGC INC COM 92343P107 1,093 37,100SH DEFINED 1 37,100 VERITAS SOFTWARE CO COM 923436109 62,290 872,500SH DEFINED 19 870,000 2,500 VERIZON COMMUNICATIONS COM 92343V104 2,645 35,000SH DEFINED 2,4,8,15,20 35,000 VIACOM INC CL B 925524308 18,637 265,067SH DEFINED 1,2,4,8,15,19 180,000 85,067 VIAD CORP COM 92552R109 6,031 159,940SH DEFINED 4,6 159,940 VIASYS HEALTHCARE INC COM NEW 92553Q209 9 277SH DEFINED 4 277 VIB CORP COM 91823H106 1,226 81,370SH DEFINED 3 81,370 VISHAY INTERTECHNOLOGY INC COM 928298108 144 4,640SH DEFINED 4 4,640 VISIBLE GENETICS INC COM 92829S104 424 23,900SH DEFINED 1 23,900 VISTEON CORP COM 92839U107 10 400SH DEFINED 15 400 VITRAN INC COM 92850E107 1,197 357,200SH SOLE 357,200 VODAFONE GROUP PLC NEW SPONSORED ADR 92857W100 4,895 119,700SH DEFINED 7 119,700 WACHOVIA CORP 2ND NEW COM 929903102 2,787 55,800SH DEFINED 3,4,8,20 55,800 WADDELL & REED FINL INC CL A 930059100 32,818 640,000SH DEFINED 3 600,000 40,000 WAL MART STORES INC COM 931142103 21,955 239,550SH DEFINED 1,4,7,8,15,19 108,500 131,050 WALGREEN CO COM 931422109 64 1,200SH DEFINED 15 1,200 WASHINGTON MUT INC COM 939322103 50,241 964,775SH DEFINED 3,6,15,20 771,250 193,525 WASTE MGMT INC DEL COM 94106L109 56 1,100SH DEFINED 15 1,100 WEATHERFORD INTL INC COM 947074100 293 4,930SH DEFINED 4 4,930 WELLPOINT HEALTH NETWORK NEW COM 94973H108 10,253 55,100SH DEFINED 1,4,9 55,100 WELLS FARGO & CO NEW COM 949746101 1,962 28,350SH DEFINED 2,8,15,20 28,350 WENDYS INTL INC COM 950590109 29,642 638,100SH DEFINED 2,20 625,000 13,100 WEST COAST BANCORP ORE NEW COM 952145100 2,600 117,300SH DEFINED 3 117,300 WESTAIM CORP COM 956909105 2,261 337,400SH DEFINED 1,8 337,400 WESTCOAST ENERGY INC COM 95751D102 270,674 6,414,087SH DEFINED 4,8,12 6,381,117 32,970 WESTERN GAS RES INC COM 958259103 33,857 657,800SH SOLE 657,800 WESTERN RES INC COM 959425109 33 1,200SH DEFINED 20 1,200 WEYERHAEUSER CO COM 962166104 86 1,000SH DEFINED 4,15 1,000 WHIRLPOOL CORP COM 963320106 196 1,675SH DEFINED 4,20 1,675 WHOLE FOODS MKT INC COM 966837106 49 700SH DEFINED 4 700 WILLAMETTE INDS INC COM 969133107 42 500SH DEFINED 20 500 WILLIAMS COS INC DEL COM 969457100 15,322 377,000SH DEFINED 2 360,000 17,000 WILMINGTON TRUST CORP COM 971807102 1,805 17,900SH DEFINED 3 17,900 WINN DIXIE STORES INC COM 974280109 681 30,000SH DEFINED 3 30,000 WINTRUST FINANCIAL CORP COM 97650W108 243 5,000SH DEFINED 3 5,000 WIPRO LTD SPON ADR 1 SH 97651M109 245 4,200SH DEFINED 8 4,200 WISCONSIN ENERGY CORP COM 976657106 18 500SH DEFINED 20 500 WMS INDS INC COM 929297109 1,752 55,000SH DEFINED 3 55,000 WORLD HEART CORP COM 980905103 3,843 595,800SH DEFINED 1,2 595,800 WORLDCOM INC GA NEW MCI GROUP COM 98157D304 11 548SH DEFINED 2 548 WORLDCOM INC GA NEW WRLDCOM GP COM 98157D106 69,310 3,091,100SH DEFINED 2,3,15,20 2,950,000 141,100 WORTHINGTON INDS INC COM 981811102 18 800SH DEFINED 20 800 XCEL ENERGY INC COM 98389B100 75 1,700SH DEFINED 20 1,700 XEROX CORP COM 984121103 18 1,100SH DEFINED 4 1,100 XL CAP LTD CL A G98255105 527 3,625SH DEFINED 8,20 3,625 XTO ENERGY CORP COM 98385X106 831 29,825SH DEFINED 1 29,825 YAHOO INC COM 984332106 11 400SH DEFINED 15 400 ZARLINK SEMICONDUCTOR INC COM 989139100 4,968 279,900SH DEFINED 1,8 279,900 ZIMMER HLDGS INC COM 98956P102 5,008 102,970SH DEFINED 1,8 102,970 GRAND TOTAL 18,931,336 The Fair Market Values are reported to the nearest thousand dollars as at December 31, 2001 The Fair Market Values are reported in Canadian terms, using an exchange rate of $1.00 U.S. being equivalent to $1.59 Canadian as at December 31, 2001.
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