13F-HR 1 a2057045z13f-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: 6/30/2001 ----------------------- 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: 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: Josephine Marks -------------------------------------------- Title: Vice-President, Investments -------------------------------------------- Phone: 416-979-6188 -------------------------------------------- Signature, Place, and Date of Signing: /s/ Josephine Marks Ontario, Canada 8-14-2001 ------------------------------- ------------------ -------------- [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 SUMMARY PAGE Report Summary: Number of Other Included Managers: 0 -------------------- Form 13F Information Table Entry Total: 354 -------------------- Form 13F Information Table Value Total: $ 3,015,374 -------------------- (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 - JUNE 30, 2001 COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 VALUE NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) U.S. OPERATIONS - AMOUNTS SHOWN ARE IN U.S. DOLLARS Amli Residential Properties Equity REIT 001735109 3,526 AOL Time Warner Inc Common Stock 00184A105 5,521 AT&T Corp Common Stock 001957109 10,060 Abbott Labs Common Stock 002824100 7,857 Adelphia Communications Corp Common Stock 006848105 3,497 Agere Systems Inc - A Common Stock 00845V100 6,598 Albertson's Common Stock 013104104 5,489 Allmerica Financial Corp Common Stock 019754100 61,468 Alpharma Inc Common Stock Class A 020813101 6,101 Antec Corp Common Stock 03664P105 4,494 Apartment Invt & Mgmt Co-A Equity REIT 03748R101 7,145 Archer Daniels Midland Co Common Stock 039483102 7,515 Arlington Street CDO Ltd Preferred Stock 041764200 3,468 Avalon Bay Communities Inc Equity REIT 053484101 6,260 Avaya Inc Common Stock 053499109 7,006 BRE Properties Equity REIT 05564E106 4,314 Berkeley Street CDO Ltd Preferred Stock 084373208 1,568 Birmingham Steel Corp Warrant 0912502#6 0 Boston Scientific Corp Common Stock 101137107 7,451 Bristol-Myers Squibb Company Common Stock 110122108 6,293 CBL & Associates Properties Equity REIT 124830100 4,507 Cadence Design System Common Stock 127387108 4,922 Centerpoint Properties Trust Equity REIT 151895109 4,632 Citigroup Inc Common Stock 172967101 7,483 Clarendon Insurance Agency Inc Common Stock 18041@101 10 Concord Communications Inc Common Stock 206186108 5,400 Conoco Inc Common Stock 208251405 9,923 Conxus Communications Inc Common Stock Class A 21287#114 19 Conxus Communications Inc Common Stock Class B 21287#122 110 Conxus Communications Inc Preferred Stock Series A 21287#130 32 Developers Diversified Realty Equity REIT 251591103 2,752 Duke-Weeks Realty Corp Equity REIT 264411505 4,285

FORM 13F INFORMATION TABLE - JUNE 30, 2001 COLUMN 1 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE U.S. OPERATIONS - AMOUNTS SHOWN ARE IN U.S. DOLLARS Amli Residential Properties 143,343 SH SOLE 143,343 AOL Time Warner Inc 104,164 SH SOLE 104,164 AT&T Corp 457,289 SH SOLE 457,289 Abbott Labs 163,694 SH SOLE 163,694 Adelphia Communications Corp 85,281 SH SOLE 85,281 Agere Systems Inc - A 903,797 SH SOLE 903,797 Albertson's 183,020 SH SOLE 183,020 Allmerica Financial Corp 1,069,000 SH SOLE 1,069,000 Alpharma Inc 223,905 SH SOLE 223,905 Antec Corp 362,412 SH SOLE 362,412 Apartment Invt & Mgmt Co-A 148,237 SH SOLE 148,237 Archer Daniels Midland Co 575,869 SH SOLE 575,869 Arlington Street CDO Ltd 3,650,000 SH SOLE 3,650,000 Avalon Bay Communities Inc 133,906 SH SOLE 133,906 Avaya Inc 511,409 SH SOLE 511,409 BRE Properties 142,371 SH SOLE 142,371 Berkeley Street CDO Ltd 1,650,000 SH SOLE 1,650,000 Birmingham Steel Corp 62,424 SH SOLE 62,424 Boston Scientific Corp 438,320 SH SOLE 438,320 Bristol-Myers Squibb Company 120,323 SH SOLE 120,323 CBL & Associates Properties 146,847 SH SOLE 146,847 Cadence Design System 264,204 SH SOLE 264,204 Centerpoint Properties Trust 92,280 SH SOLE 92,280 Citigroup Inc 141,619 SH SOLE 141,619 Clarendon Insurance Agency Inc 600 SH SOLE 600 Concord Communications Inc 599,954 SH SOLE 599,954 Conoco Inc 343,356 SH SOLE 343,356 Conxus Communications Inc 11 SH SOLE 11 Conxus Communications Inc 61 SH SOLE 61 Conxus Communications Inc 16 SH SOLE 16 Developers Diversified Realty 149,731 SH SOLE 149,731 Duke-Weeks Realty Corp 172,429 SH SOLE 172,429

Eloquent Inc Common Stock 290140102 15 Engelhard Corp Common Stock 292845104 11,554 Equifax Inc Common Stock 294429105 10,144 Equity Office Properties Trust Equity REIT 294741103 9,061 Equity Residential Properties Equity REIT 29476L107 4,726 Exide Corp Common Stock 302051107 4,403 F5 Networks Inc Common Stock 315616102 183 First Industrial Realty Trust Equity REIT 32054K103 2,190 Franchise Finance Corporation Equity REIT 351807102 508 GATX Corporation Common Stock 361448103 7,154 General Growth Properties Equity REIT 370021107 4,353 HACA-Healthcare Company Common Stock 404119109 8,114 Hartford Financial Services Common Stock 416515104 7,932 Healthsouth Corporation Common Stock 421924101 7,329 Heller Financial Inc Common Stock 423328103 8,915 Highwoods Properties Inc Equity REIT 431284108 4,166 IDE Corporation Series A Convertible Pref Stck 449368$$1 18 IDE Corporation Series B Convertible Pref Stck 449368$$2 40 IDE Corporation Series C Convertible Pref Stck 449368$$3 8 IRT Property Co Equity REIT 450058102 2,622 India Advantage Fund Limited Common Stock Affiliate 453200$01 15,000 Informix Corp Common Stock 456779107 8,585 Intermune Pharmaceuticals Common Stock 45885B100 928 MSCI World Equity Benchmark Australia Index Series 464286103 632 MSCI World Equity Benchmark Belgium Index Series 464286301 263 MSCI World Equity Benchmark Singapore Index Series 464286673 183 MSCI World Equity Benchmark United Kingdom Index Series 464286699 4,474 MSCI World Equity Benchmark France Index Series 464286707 2,369 MSCI World Equity Benchmark Switzeland Index Series 464286749 1,228 MSCI World Equity Benchmark Sweden Index Series 464286756 438 MSCI World Equity Benchmark Spain Index Series 464286764 629 MSCI World Equity Benchmark Germany Index Series 464286806 2,153 MSCI World Equity Benchmark Netherlands Index Series 464286814 1,154 MSCI World Equity Benchmark Japan Index Series 464286848 4,495 MSCI World Equity Benchmark Italy Index Series 464286855 836 MSCI World Equity Benchmark Hong Kong Index Series 464286871 407 Kimco Realty Corp Equity REIT 49446R109 4,449 Legato Systems Inc Common Stock 524651106 3,390 Federated Prime Obligation Money Market Fund 525172508 13,420 Lilly (Eli) & Co Common Stock 532457108 7,809 Lincoln National Corp Common Stock 534187109 12,938 Lucent Technologies Inc Common Stock 549463107 3,801

Eloquent Inc 12,371 SH SOLE 12,371 Engelhard Corp 448,003 SH SOLE 448,003 Equifax Inc 276,559 SH SOLE 276,559 Equity Office Properties Trust 286,464 SH SOLE 286,464 Equity Residential Properties 83,577 SH SOLE 83,577 Exide Corp 382,889 SH SOLE 382,889 F5 Networks Inc 10,434 SH SOLE 10,434 First Industrial Realty Trust 68,128 SH SOLE 68,128 Franchise Finance Corporation 20,212 SH SOLE 20,212 GATX Corporation 178,405 SH SOLE 178,405 General Growth Properties 110,602 SH SOLE 110,602 HACA-Healthcare Company 179,553 SH SOLE 179,553 Hartford Financial Services 115,963 SH SOLE 115,963 Healthsouth Corporation 458,907 SH SOLE 458,907 Heller Financial Inc 222,864 SH SOLE 222,864 Highwoods Properties Inc 156,334 SH SOLE 156,334 IDE Corporation 1,073 SH SOLE 1,073 IDE Corporation 3,891 SH SOLE 3,891 IDE Corporation 1,248 SH SOLE 1,248 IRT Property Co 240,758 SH SOLE 240,758 India Advantage Fund Limited 1 SH SOLE 1 Informix Corp 1,470,086 SH SOLE 1,470,086 Intermune Pharmaceuticals 26,060 SH SOLE 26,060 MSCI World Equity Benchmark 65,186 SH SOLE 65,186 MSCI World Equity Benchmark 23,846 SH SOLE 23,846 MSCI World Equity Benchmark 33,739 SH SOLE 33,739 MSCI World Equity Benchmark 284,045 SH SOLE 284,045 MSCI World Equity Benchmark 118,455 SH SOLE 118,455 MSCI World Equity Benchmark 91,331 SH SOLE 91,331 MSCI World Equity Benchmark 32,316 SH SOLE 32,316 MSCI World Equity Benchmark 29,582 SH SOLE 29,582 MSCI World Equity Benchmark 129,724 SH SOLE 129,724 MSCI World Equity Benchmark 59,958 SH SOLE 59,958 MSCI World Equity Benchmark 439,428 SH SOLE 439,428 MSCI World Equity Benchmark 46,695 SH SOLE 46,695 MSCI World Equity Benchmark 40,412 SH SOLE 40,412 Kimco Realty Corp 93,966 SH SOLE 93,966 Legato Systems Inc 212,567 SH SOLE 212,567 Federated Prime Obligation 13,420,199 SH SOLE 13,420,199 Lilly (Eli) & Co 105,522 SH SOLE 105,522 Lincoln National Corp 250,006 SH SOLE 250,006 Lucent Technologies Inc 612,076 SH SOLE 612,076

MFS Institutional Real Estate Investment Fund 552966830 1,625 Macerich Company Equity REIT 554382101 3,466 Mack-Cali Realty Corp Equity REIT 554489104 4,691 Massachusetts Financial Svcs Common Stock 57565#103 47,541 McDonalds Corp Common Stock 580135101 3,379 Meristar Hospitatlity Corp Equity REIT 58984Y103 2,170 Midway Games Inc Common Stock 598148104 4,754 Novell Inc Common Stock 670006105 6,632 Parametric Technology Corp Common Stock 699173100 8,963 Pep-Boys Manny Moe & Jack Common Stock 713278109 8,934 Petro Geo-Services ASA Common Stock 716597109 6,135 Pfizer Common Stock 717081103 6,924 Philip Morris Companies Inc Common Stock 718154107 4,332 Praecis Pharmaceuticals Inc Common Stock 739421105 1,150 Prologis Trust Equity REIT 743410102 4,600 Protective Life Corp Common Stock 743674103 9,121 Public Storage Inc Equity REIT 74460D109 4,921 Questar Corp Common Stock 748356102 8,602 Raytheon Co Common Stock 755111507 3,449 Reckson Associates Realty Corp Equity REIT 75621K106 4,849 SL Green Realty Corp Equity REIT 78440X101 8,306 SSGA Prime Money Market Fund 784924748 16,435 Schering-Plough Corp Common Stock 806605101 7,499 Modern Sun Life Common Stock Affiliate 81859$$14 14,041 SLOC (US) Cap Trust I Int Bearing Common Stock Aff 81916$$14 10 Sunesco Insurance Agency Common Stock Affiliate 81919$$14 50 Simon Property Group Inc Equity REIT 828806109 1,886 Spieker Properties Inc Equity REIT 848497103 3,067 Sprint Corp Common Stock 852061100 5,468 Stancorp Financial Group Common Stock 852891100 30,661 Storage Technology Common Stock 862111200 6,846 Sun Benefit Services Co Common Stock Affiliate 86663#103 12 Sun Capital Advisers Inc Common Stock Affiliate 86664#102 1,500 Sun Canada Financial Co Common Stock Affiliate 86664R2*6 370,000 Sun Capital Money Market Fund 86664T102 2,819 Sun Capital Investment Grade Bond Fund 86664T201 11,175 Sun Capital Real Estate Fund 86664T300 6,776 Sun Capital Select Equity Fund 86664T409 2,959 Sun Capital Blue Chip Mid Cap Fund 86664T508 4,634 Sun Capital Investors Foundation Fund 86664T607 3,083 Sun Capital Value Equity Fund 86664T706 2,309

MFS Institutional 150,000 SH SOLE 150,000 Macerich Company 139,739 SH SOLE 139,739 Mack-Cali Realty Corp 164,711 SH SOLE 164,711 Massachusetts Financial Svcs 1,000,000 SH SOLE 1,000,000 McDonalds Corp 124,878 SH SOLE 124,878 Meristar Hospitatlity Corp 91,375 SH SOLE 91,375 Midway Games Inc 256,946 SH SOLE 256,946 Novell Inc 1,165,537 SH SOLE 1,165,537 Parametric Technology Corp 640,660 SH SOLE 640,660 Pep-Boys Manny Moe & Jack 795,552 SH SOLE 795,552 Petro Geo-Services ASA 606,794 SH SOLE 606,794 Pfizer 172,887 SH SOLE 172,887 Philip Morris Companies Inc 87,514 SH SOLE 87,514 Praecis Pharmaceuticals Inc 69,940 SH SOLE 69,940 Prologis Trust 202,475 SH SOLE 202,475 Protective Life Corp 265,369 SH SOLE 265,369 Public Storage Inc 165,954 SH SOLE 165,954 Questar Corp 347,424 SH SOLE 347,424 Raytheon Co 129,915 SH SOLE 129,915 Reckson Associates Realty Corp 210,808 SH SOLE 210,808 SL Green Realty Corp 274,031 SH SOLE 274,031 SSGA Prime 16,434,911 SH SOLE 16,434,911 Schering-Plough Corp 206,933 SH SOLE 206,933 Modern Sun Life 40,000 SH SOLE 40,000 SLOC (US) Cap Trust I 10,000 SH SOLE 10,000 Sunesco Insurance Agency 2,500 SH SOLE 2,500 Simon Property Group Inc 62,941 SH SOLE 62,941 Spieker Properties Inc 51,160 SH SOLE 51,160 Sprint Corp 256,012 SH SOLE 256,012 Stancorp Financial Group 647,000 SH SOLE 647,000 Storage Technology 497,561 SH SOLE 497,561 Sun Benefit Services Co 500 SH SOLE 500 Sun Capital Advisers Inc 2,500 SH SOLE 2,500 Sun Canada Financial Co 100 SH SOLE 100 Sun Capital 2,818,838 SH SOLE 2,818,838 Sun Capital 1,156,862 SH SOLE 1,156,862 Sun Capital 556,343 SH SOLE 556,343 Sun Capital 312,118 SH SOLE 312,118 Sun Capital 341,977 SH SOLE 341,977 Sun Capital 325,512 SH SOLE 325,512 Sun Capital 200,799 SH SOLE 200,799

Sun Capital Neuberger Ber Mid Cap Growt Fd 86664T789 2,022 Sun Capital Neuberger Ber Mid Cap Value Fd 86664T797 2,012 Sun Capital Value Mid Cap Fund 86664T805 2,132 Sun Capital Invesco Energy Fund 86664T813 2,757 Sun Capital Invesco Health Sciences Fund 86664T821 3,093 Sun Capital Invesco Telecommunication Fund 86664T839 2,358 Sun Capital Invesco Technology Fund 86664T847 2,622 Sun Capital Davis Financial Fund 86664T854 2,196 Sun Capital Venture Value Fund 86664T862 1,831 Sun Capital Value Managed Fund 86664T870 2,276 Sun Capital Value Small Cap Fund 86664T888 2,651 Sun Life Insurance & AnnuityNY Common Stock Affiliate 86679#105 19,500 Sun Life (US) Co Common Stock Affiliate 86679$200 265,255 Sun Life Finance Corporation Common Stock Affiliate 86679*109 0 SLOC (US) Holdings Inc Common Stock Affiliate 86680#102 302,255 SLOC (US) Hldg Gen Part Inc Common Stock Affiliate 86680*106 60,000 SLOC International Assurance Common Stock Affiliate 86680Z934 1,250 SLOC (US) Ops Hld Inc Common Stock Aff 86683#109 317,255 Sun Life of Canada (US) SPE 97-1 86683*103 20,377 SLOC (US) Financial Svcs Hldgs Common 86683@101 47,541 Sun Life (US) Distributors Common Stock Affiliate 86684#108 38,421 TRW Inc Common Stock 872649108 10,120 Tyco International Ltd Common Stock 902124106 7,626 US Bancorp Common Stock 902973304 7,257 Unocal Corp Common Stock 915289102 9,666 Unova Inc Common Stock 91529B106 8,846 UnumProvident Corp Common Stock 91529Y106 12,282 Ventana Medical Systems Common Stock 92276H106 278 Verizon Communications Inc Common Stock 92343V104 7,526 Vicor Corp Common Stock 925815102 4,987 Vision Financial Corporation Common Stock Affiliate 92831$AA9 4,972 Vitria Technology Inc Common Stock 92849Q104 3,435 Waste Management Inc Common Stock 94106L109 9,936 Sun Life Financial Service Ltd Common Stock Affiliate G8667#106 4,250 SLOC Barbados Common Stock Affiliate P8667#106 8,250

Sun Capital 200,000 SH SOLE 200,000 Sun Capital 200,000 SH SOLE 200,000 Sun Capital 200,906 SH SOLE 200,906 Sun Capital 300,000 SH SOLE 300,000 Sun Capital 300,000 SH SOLE 300,000 Sun Capital 300,000 SH SOLE 300,000 Sun Capital 300,000 SH SOLE 300,000 Sun Capital 200,335 SH SOLE 200,335 Sun Capital 200,560 SH SOLE 200,560 Sun Capital 201,559 SH SOLE 201,559 Sun Capital 204,382 SH SOLE 204,382 Sun Life Insurance & AnnuityNY 2,000 SH SOLE 2,000 Sun Life (US) Co 6,437 SH SOLE 6,437 Sun Life Finance Corporation 1,000 SH SOLE 1,000 SLOC (US) Holdings Inc 6,060 SH SOLE 6,060 SLOC (US) Hldg Gen Part Inc 200 SH SOLE 200 SLOC International Assurance 12,500 SH SOLE 12,500 SLOC (US) 5,931 SH SOLE 5,931 Sun Life of Canada (US) 1,000 SH SOLE 1,000 SLOC (US) 100 SH SOLE 100 Sun Life (US) Distributors 4,000 SH SOLE 4,000 TRW Inc 246,832 SH SOLE 246,832 Tyco International Ltd 139,900 SH SOLE 139,900 US Bancorp 318,416 SH SOLE 318,416 Unocal Corp 283,036 SH SOLE 283,036 Unova Inc 1,285,796 SH SOLE 1,285,796 UnumProvident Corp 382,371 SH SOLE 382,371 Ventana Medical Systems 8,840 SH SOLE 8,840 Verizon Communications Inc 140,672 SH SOLE 140,672 Vicor Corp 305,946 SH SOLE 305,946 Vision Financial Corporation 1,675 SH SOLE 1,675 Vitria Technology Inc 998,443 SH SOLE 998,443 Waste Management Inc 322,402 SH SOLE 322,402 Sun Life Financial Service Ltd 12,000 SH SOLE 12,000 SLOC Barbados 82,500 SH SOLE 82,500

CANADIAN OPERATIONS - AMOUNTS SHOWN ARE IN U.S. DOLLARS 360 Networks Inc Common Stocks 88575T205 16 724 Solutions Inc Common Stocks 81788Q100 181 Aber Diamond Corporation Common Stocks 002893105 266 Abitibi-Consolidated Inc Common Stocks 003924107 2,192 Aeterna Laboratoires Inc Common Stocks 007975105 82 Agnico-Eagle Mines Ltd Common Stocks 008474108 210 Agrium Inc Common Stocks 008916108 491 Air Canada Common Stocks Class A NV 008911307 78 Alberta Energy Co Ltd Common Stocks 012873105 4,812 Alcan Inc Common Stocks 013716105 9,372 Alliance Atlantis Comm Inc Common Stocks Class B Non-Voting 01853E204 176 Alliance Forest Products Inc Common Stocks 01859J108 210 Anderson Exploration Ltd Common Stocks 033901109 2,857 Angiotech Pharmaceuticals Inc Common Stocks 034918102 351 ATI Technologies Inc Common Stocks 001941103 918 Axcan Pharma Inc Common Stocks 054923107 176 Ballard Power Systems Inc Common Stocks 05858H104 1,831 Bank of Montreal Common Stocks 063671101 9,538 Barrick Gold Corp Common Stocks 067901108 5,184 BCE Inc Common Stocks 05534B109 17,541 Bell Canada International Inc Common Stocks 077914109 99 Bema Gold Corp Common Stocks 08135F107 9 Biomira Inc Common Stocks 09161R106 148 Biovail Corp Common Stocks 09067J109 3,896 Boardwalk Equities Inc Common Stocks 096613104 108 Brascan Corporation Common Stocks Class A Limited Voting 10549P606 1,094 Brookfield Properties Corp Common Stocks 112900105 1,803 Calpine Corporation Common Stocks 131347106 193 Cameco Corp Common Stocks 13321L108 512 Canada Life Financial Corp Common Stocks 135113108 34,056 Canadian 88 Energy Corp Common Stocks 13566G509 88 Canadian Nat Resources Ltd Common Stocks 136385101 3,531 Canadian Pacific Ltd Common Stocks 135923100 9,557 Cdn Imp Bank of Commerce Common Stocks 136069101 10,113 Cdn National Railways Common Stocks 136375102 3,348 Celestica Inc Common Stocks Sub-Voting 15101Q108 5,183 Certicom Corp Common Stocks 156915100 30 CGI Group Inc Common Stocks Class A Sub-Voting 39945C109 315

360 Networks Inc 161,600 SH SOLE 161,600 724 Solutions Inc 24,492 SH SOLE 24,492 Aber Diamond Corporation 23,794 SH SOLE 23,794 Abitibi-Consolidated Inc 287,242 SH SOLE 287,242 Aeterna Laboratoires Inc 10,955 SH SOLE 10,955 Agnico-Eagle Mines Ltd 24,536 SH SOLE 24,536 Agrium Inc 49,687 SH SOLE 49,687 Air Canada 16,615 SH SOLE 16,615 Alberta Energy Co Ltd 117,024 SH SOLE 117,024 Alcan Inc 223,278 SH SOLE 223,278 Alliance Atlantis Comm Inc 12,997 SH SOLE 12,997 Alliance Forest Products Inc 13,270 SH SOLE 13,270 Anderson Exploration Ltd 141,696 SH SOLE 141,696 Angiotech Pharmaceuticals Inc 6,722 SH SOLE 6,722 ATI Technologies Inc 98,402 SH SOLE 98,402 Axcan Pharma Inc 15,338 SH SOLE 15,338 Ballard Power Systems Inc 38,676 SH SOLE 38,676 Bank of Montreal 370,768 SH SOLE 370,768 Barrick Gold Corp 341,112 SH SOLE 341,112 BCE Inc 655,087 SH SOLE 655,087 Bell Canada International Inc 9,125 SH SOLE 9,125 Bema Gold Corp 32,048 SH SOLE 32,048 Biomira Inc 21,449 SH SOLE 21,449 Biovail Corp 89,276 SH SOLE 89,276 Boardwalk Equities Inc 13,790 SH SOLE 13,790 Brascan Corporation 63,917 SH SOLE 63,917 Brookfield Properties Corp 94,512 SH SOLE 94,512 Calpine Corporation 5,107 SH SOLE 5,107 Cameco Corp 24,378 SH SOLE 24,378 Canada Life Financial Corp 1,176,467 SH SOLE 1,176,467 Canadian 88 Energy Corp 59,180 SH SOLE 59,180 Canadian Nat Resources Ltd 119,654 SH SOLE 119,654 Canadian Pacific Ltd 247,735 SH SOLE 247,735 Cdn Imp Bank of Commerce 297,606 SH SOLE 297,606 Cdn National Railways 82,859 SH SOLE 82,859 Celestica Inc 101,113 SH SOLE 101,113 Certicom Corp 11,343 SH SOLE 11,343 CGI Group Inc 55,348 SH SOLE 55,348

CHC Helicopter Corp Common Stocks Class A Sub-Voting 12541C203 53 Chieftain International Inc Common Stocks 16867C101 206 C-MAC Industries Inc Common Stocks 125920108 1,939 Cognicase Inc Common Stocks 192423101 38 Cognos Inc Common Stocks 19244C109 1,366 Cominco Ltd Common Stocks 200435105 341 Corel Corp Common Stocks 21868Q109 90 Corus Entertainment Inc Common Stocks Class B Non-Voting 220874101 398 Cott Corp Common Stocks 22163N106 282 Creo Products Inc Common Stocks 225606102 274 Cryptologic Inc Common Stocks 228906103 106 Descartes Systems Group Inc. Common Stocks 249906108 382 Domtar Inc. Common Stocks 257561100 472 Dorel Industries Inc Common Stocks Class B 25822C205 599 Echo Bay Mines Ltd Common Stocks 278751102 61 Enbridge Inc Common Stocks 29250N105 3,114 EXFO Electro-Opt Engineering Common Stocks Sub-Voting 302043104 139 Extendicare Inc Common Stocks Class A Sub-Voting 30224T871 116 Fahnestock Viner Holdings Inc Common Stocks Class A NV 302921101 115 Firstservice Corp Common Stocks Sub-Voting 33761N109 121 Four Seasons Hotels Inc Common Stocks 35100E104 551 Gildan Activewear Inc Common Stocks Class A Sub-Voting 375916103 134 Glamis Gold Ltd Common Stocks 376775102 87 Goldcorp Inc Common Stocks 380956409 1,401 GSI Lumonics Inc Common Stocks 36229U102 994 GT Group Telecom Inc Common Stocks 362359408 195 Gulf Canada Resources Ltd Common Stocks Ordinary Shares - Voting 40218L305 1,897 Hemosol Inc Common Stocks 42369K102 99 Hummingbird Ltd Common Stocks 44544R101 132 Hurricane Hydrocarbons Ltd Common Stocks 44779E106 200 ID Biomedical Corp Common Stocks 44936D108 37 Imax Corp Common Stocks 45245E109 17 Imperial Oil Ltd Common Stocks 453038408 1,320 Inco Ltd Common Stocks 453258402 3,338 Intertape Polymer Group Inc Common Stocks 460919103 153 Intrawest Corp Common Stocks 460915200 1,562 Ipsco Inc Common Stocks 462622101 1,286 Ivanhoe Energy Inc Common Stocks 465790103 118 Kinross Gold Corp Common Stocks 496902107 111 Leitch Technology Corp Common Stocks 52543H107 126 Lions Gate Entertainment Corp Common Stocks 535919203 45

CHC Helicopter Corp 4,000 SH SOLE 4,000 Chieftain International Inc 7,133 SH SOLE 7,133 C-MAC Industries Inc 73,328 SH SOLE 73,328 Cognicase Inc 7,051 SH SOLE 7,051 Cognos Inc 77,762 SH SOLE 77,762 Cominco Ltd 18,513 SH SOLE 18,513 Corel Corp 31,048 SH SOLE 31,048 Corus Entertainment Inc 17,437 SH SOLE 17,437 Cott Corp 25,728 SH SOLE 25,728 Creo Products Inc 14,940 SH SOLE 14,940 Cryptologic Inc 4,680 SH SOLE 4,680 Descartes Systems Group Inc. 20,973 SH SOLE 20,973 Domtar Inc. 51,173 SH SOLE 51,173 Dorel Industries Inc 31,658 SH SOLE 31,658 Echo Bay Mines Ltd 62,191 SH SOLE 62,191 Enbridge Inc 114,903 SH SOLE 114,903 EXFO Electro-Opt Engineering 8,100 SH SOLE 8,100 Extendicare Inc 27,207 SH SOLE 27,207 Fahnestock Viner Holdings Inc 4,395 SH SOLE 4,395 Firstservice Corp 5,477 SH SOLE 5,477 Four Seasons Hotels Inc 9,973 SH SOLE 9,973 Gildan Activewear Inc 9,460 SH SOLE 9,460 Glamis Gold Ltd 30,938 SH SOLE 30,938 Goldcorp Inc 131,447 SH SOLE 131,447 GSI Lumonics Inc 107,531 SH SOLE 107,531 GT Group Telecom Inc 32,000 SH SOLE 32,000 Gulf Canada Resources Ltd 234,805 SH SOLE 234,805 Hemosol Inc 10,756 SH SOLE 10,756 Hummingbird Ltd 8,028 SH SOLE 8,028 Hurricane Hydrocarbons Ltd 23,800 SH SOLE 23,800 ID Biomedical Corp 10,750 SH SOLE 10,750 Imax Corp 8,744 SH SOLE 8,744 Imperial Oil Ltd 51,649 SH SOLE 51,649 Inco Ltd 193,648 SH SOLE 193,648 Intertape Polymer Group Inc 12,364 SH SOLE 12,364 Intrawest Corp 79,137 SH SOLE 79,137 Ipsco Inc 84,965 SH SOLE 84,965 Ivanhoe Energy Inc 31,668 SH SOLE 31,668 Kinross Gold Corp 131,800 SH SOLE 131,800 Leitch Technology Corp 12,900 SH SOLE 12,900 Lions Gate Entertainment Corp 17,500 SH SOLE 17,500

Magna International Inc Common Stocks Class A Sub-Voting 559222401 4,630 Manulife Financial Corp Common Stocks 56501R106 10,036 MDC Corporation Inc Common Stocks Class A Sub-Voting 55267W309 70 MDS Inc Common Stocks 55269P302 1,468 MDSI Mobile Data Solutions Inc Common Stocks 55268N100 15 Meridian Gold Inc Common Stocks 589975101 256 Methanex Corp Common Stocks 59151K108 1,027 Microcell Telecommunications Common Stocks Class B NV 59501T304 107 Mitel Corp Common Stocks 606711109 566 Moore Corp Ltd Common Stocks 615785102 213 Namibian Minerals Corp Common Stocks 629913104 3 Nexen Inc. Common Stocks 65334H102 1,298 Norsat International Inc Common Stocks 656512100 14 Nortel Networks Corp Common Stocks 656568102 19,772 North American Palladium Ltd Common Stocks 656912102 75 Nova Chemicals Corp Common Stocks 66977W109 1,291 Open Text Corp Common Stocks 683715106 212 Pan American Silver Corp Common Stocks 697900108 57 Petro-Canada Common Stocks 71644E102 5,826 Pivotal Corp Common Stocks 72581R106 154 Placer Dome Inc Common Stocks 725906101 1,393 Potash Corp of Sask Inc Common Stocks 73755L107 3,055 Precision Drilling Corp Common Stocks 74022D100 703 Premdor Inc Common Stocks 74046P105 1,394 QLT Inc Common Stocks 746927102 575 Quebecor World Inc Common Stocks Sub Voting 748203106 2,748 Research In Motion Limited Common Stocks 760975102 812 Rogers Communications Inc Common Stocks Class B Non-Voting 775109200 995 Rogers Wireless Communications Common Stocks Class B Restricted Voting Shs 775315104 136 Royal Bank of Canada Common Stocks 780087102 17,388 Royal Group Technologies Ltd Common Stocks Sub-Voting 779915107 1,787 Shaw Communications Inc Common Stocks Class B 82028K200 2,218 Sierra Wireless Inc Common Stocks 826516106 127 Standard & Poor's Dep Receipts Common Stocks SPDRs 78462F103 8,712 Suncor Energy Inc Common Stocks 867229106 4,801 Talisman Energy Inc Common Stocks 87425E103 4,508 Telus Corporation Common Stocks Non-Voting 87971M202 2,856 Tesco Corp Common Stocks 88157K101 455 Tesma International Inc Common Stocks Class A Sub Voting 881908107 134 TLC Laser Eye Centers Inc Common Stocks 87255E108 82 Toronto Dominion Bank Common Stocks 891160509 14,306

Magna International Inc 75,490 SH SOLE 75,490 Manulife Financial Corp 360,203 SH SOLE 360,203 MDC Corporation Inc 7,719 SH SOLE 7,719 MDS Inc 129,692 SH SOLE 129,692 MDSI Mobile Data Solutions Inc 3,234 SH SOLE 3,234 Meridian Gold Inc 32,691 SH SOLE 32,691 Methanex Corp 187,164 SH SOLE 187,164 Microcell Telecommunications 11,857 SH SOLE 11,857 Mitel Corp 55,337 SH SOLE 55,337 Moore Corp Ltd 39,158 SH SOLE 39,158 Namibian Minerals Corp 6,133 SH SOLE 6,133 Nexen Inc. 51,789 SH SOLE 51,789 Norsat International Inc 8,750 SH SOLE 8,750 Nortel Networks Corp 2,146,661 SH SOLE 2,146,661 North American Palladium Ltd 9,600 SH SOLE 9,600 Nova Chemicals Corp 60,358 SH SOLE 60,358 Open Text Corp 9,050 SH SOLE 9,050 Pan American Silver Corp 15,172 SH SOLE 15,172 Petro-Canada 245,833 SH SOLE 245,833 Pivotal Corp 9,000 SH SOLE 9,000 Placer Dome Inc 143,107 SH SOLE 143,107 Potash Corp of Sask Inc 53,372 SH SOLE 53,372 Precision Drilling Corp 22,571 SH SOLE 22,571 Premdor Inc 194,454 SH SOLE 194,454 QLT Inc 29,139 SH SOLE 29,139 Quebecor World Inc 109,321 SH SOLE 109,321 Research In Motion Limited 25,213 SH SOLE 25,213 Rogers Communications Inc 66,772 SH SOLE 66,772 Rogers Wireless Communications 7,917 SH SOLE 7,917 Royal Bank of Canada 544,145 SH SOLE 544,145 Royal Group Technologies Ltd 97,194 SH SOLE 97,194 Shaw Communications Inc 94,032 SH SOLE 94,032 Sierra Wireless Inc 6,871 SH SOLE 6,871 Standard & Poor's Dep Receipts 70,700 SH SOLE 70,700 Suncor Energy Inc 189,047 SH SOLE 189,047 Talisman Energy Inc 118,663 SH SOLE 118,663 Telus Corporation 131,722 SH SOLE 131,722 Tesco Corp 40,447 SH SOLE 40,447 Tesma International Inc 6,573 SH SOLE 6,573 TLC Laser Eye Centers Inc 16,836 SH SOLE 16,836 Toronto Dominion Bank 562,747 SH SOLE 562,747

TransCanada Pipelines Ltd Common Stocks 893526103 5,073 Trizec Hahn Corp Common Stocks Sub Vtg 896938107 1,602 TVX Gold Inc Common Stocks 87308K200 6 Ultra Petroleum Corp Common Stocks 903914109 147 United Dominion Industries Ltd Common Stocks 909914103 0 Vasogen Inc Common Stocks 92232F103 117 Wescast Industries Inc Common Stocks Class A Sub-Voting 950813105 86 Westaim Corporation Common Stocks 956909105 223 Westcoast Energy Inc Common Stocks 95751D102 2,862 ZI Corporation Common Stocks 988918108 120

TransCanada Pipelines Ltd 411,228 SH SOLE 411,228 Trizec Hahn Corp 87,432 SH SOLE 87,432 TVX Gold Inc 11,383 SH SOLE 11,383 Ultra Petroleum Corp 31,200 SH SOLE 31,200 United Dominion Industries Ltd 0 SH SOLE 0 Vasogen Inc 19,222 SH SOLE 19,222 Wescast Industries Inc 2,539 SH SOLE 2,539 Westaim Corporation 33,334 SH SOLE 33,334 Westcoast Energy Inc 121,742 SH SOLE 121,742 ZI Corporation 16,383 SH SOLE 16,383 SOLE 0

U.K. OPERATIONS - AMOUNTS SHOWN ARE IN U.S. DOLLARS ALLSTATE CORP. COM 020002101 6,119 AMER.EXPRESS COM 025816109 7,988 AMER.HOME PRDS. COM 026609107 5,805 AMER.INTL.GP. COM 026874107 17,555 ANADARKO PTL. COM 032511107 55 ANALOG DEVICES COM 032654105 5,465 ANHEUSER-BUSCH COM 035229103 8,112 AOL TIME WARNER COM 02364J104 8,454 APPLIED MATS. COM 038222105 4,743 AUTOMATIC DATA PROC. COM 053015103 4,751 AVNET COM 053807103 6,618 BANK OF AMERICA COM 060505104 326 BANK OF NEW YORK COM 064057102 7,867 BANK ONE COM 06423A103 8,715 BRISTOL MYERS SQUIBB COM 110122108 5,013 CENDANT COM 151313103 8,112 CISCO SYSTEMS COM 17275R102 6,779 CITIGROUP COM 172967101 17,590 COCA COLA COM 191216100 9,725 CORNING COM 219350105 1,454 DELPHI AUTV.SYS. COM 247126105 65 DISNEY (WALT) COM 254687106 6,795 DU PONT E I DE NEMOURS COM 263534109 11,047 DUKE ENERGY COM 264399106 6,780

ALLSTATE CORP. 139,100 SH SOLE 139,100 AMER.EXPRESS 205,867 SH SOLE 205,867 AMER.HOME PRDS. 98,800 SH SOLE 98,800 AMER.INTL.GP. 206,500 SH SOLE 206,500 ANADARKO PTL. 1,021 SH SOLE 1,021 ANALOG DEVICES 126,353 SH SOLE 126,353 ANHEUSER-BUSCH 196,890 SH SOLE 196,890 AOL TIME WARNER 159,501 SH SOLE 159,501 APPLIED MATS. 96,600 SH SOLE 96,600 AUTOMATIC DATA PROC. 95,600 SH SOLE 95,600 AVNET 295,200 SH SOLE 295,200 BANK OF AMERICA 5,431 SH SOLE 5,431 BANK OF NEW YORK 163,900 SH SOLE 163,900 BANK ONE 243,446 SH SOLE 243,446 BRISTOL MYERS SQUIBB 95,855 SH SOLE 95,855 CENDANT 416,000 SH SOLE 416,000 CISCO SYSTEMS 372,499 SH SOLE 372,499 CITIGROUP 332,897 SH SOLE 332,897 COCA COLA 216,116 SH SOLE 216,116 CORNING 86,990 SH SOLE 86,990 DELPHI AUTV.SYS. 4,060 SH SOLE 4,060 DISNEY (WALT) 235,200 SH SOLE 235,200 DU PONT E I DE NEMOURS 228,994 SH SOLE 228,994 DUKE ENERGY 173,800 SH SOLE 173,800

EL PASO COM 283905107 4,560 ELAN ADR 1 ADR = 1 SHARE COM 284131208 19,201 EMC MASS. COM 268648102 4,215 EMERSON ELECTRIC COM 291011104 5,903 ENSCO INTL. COM 26874Q100 4,296 EXXON MOBIL COM 30231G102 13,277 FANNIE MAE COM 313586109 5,127 GAP COM 364760108 3,741 GEN.ELEC. COM 369604103 26,633 GENERAL MOTORS COM 370442105 373 GEORGIA PACIFIC COM 373298108 5,585 HEWLETT-PACKARD COM 428236103 4,190 HOME DEPOT COM 437076102 11,086 INTEL COM 458140100 7,611 INTL.BUS.MACH. COM 459200101 8,407 ISHARES MSCI SOUTH KOREA COM 464286772 4,638 ISHARES MSCI TAIWAN COM 464286731 4,754 J P MORGAN CHASE & CO. COM 16161A108 10,745 JOHNSON & JOHNSON COM 478160104 7,715 LILLY ELI COM 532457108 5,944 MCDONALDS COM 580135101 3,653 MELLON FINL. COM 58551A108 9,230 MERCK COM 589331107 8,997 MEXICO FUND COM 592835102 1,066 MICRON TECH. COM 595112103 4,891 MICROSOFT COM 594918104 17,308 NASDAQ 100 TST.UNT.SR.1 COM 631100104 18,536 NORTEL NETWORKS (NYS) COM 656569100 1,443 ORACLE COM 68389X105 4,473 PFIZER COM 717081103 16,369 PHARMACIA COM 71713U102 2,945 PHELPS DODGE COM 717265102 5,893 RAYTHEON COM 755111408 10 ROC TAIWAN FUND COM 749651105 1,997 SAFEWAY COM 786514208 3,931 SBC COMMUNICATIONS COM 78387G103 9,129 SUN MICROSYSTEMS COM 866810104 3,180 SYSCO COM 871829107 4,382 TAIWAN FUND COM 874036106 2,685 TEXAS INSTS. COM 882508104 5,417 TYCO INTL. COM 902124106 4,355

EL PASO 86,800 SH SOLE 86,800 ELAN ADR 1 ADR = 1 SHARE 314,770 SH SOLE 314,770 EMC MASS. 144,100 SH SOLE 144,100 EMERSON ELECTRIC 97,569 SH SOLE 97,569 ENSCO INTL. 183,600 SH SOLE 183,600 EXXON MOBIL 152,000 SH SOLE 152,000 FANNIE MAE 60,300 SH SOLE 60,300 GAP 129,000 SH SOLE 129,000 GEN.ELEC. 546,315 SH SOLE 546,315 GENERAL MOTORS 5,800 SH SOLE 5,800 GEORGIA PACIFIC 165,000 SH SOLE 165,000 HEWLETT-PACKARD 146,500 SH SOLE 146,500 HOME DEPOT 238,150 SH SOLE 238,150 INTEL 260,195 SH SOLE 260,195 INTL.BUS.MACH. 74,401 SH SOLE 74,401 ISHARES MSCI SOUTH KOREA 328,000 SH SOLE 328,000 ISHARES MSCI TAIWAN 451,000 SH SOLE 451,000 J P MORGAN CHASE & CO. 240,916 SH SOLE 240,916 JOHNSON & JOHNSON 154,300 SH SOLE 154,300 LILLY ELI 80,326 SH SOLE 80,326 MCDONALDS 135,000 SH SOLE 135,000 MELLON FINL. 205,986 SH SOLE 205,986 MERCK 140,779 SH SOLE 140,779 MEXICO FUND 55,000 SH SOLE 55,000 MICRON TECH. 119,000 SH SOLE 119,000 MICROSOFT 237,101 SH SOLE 237,101 NASDAQ 100 TST.UNT.SR.1 405,600 SH SOLE 405,600 NORTEL NETWORKS (NYS) 159,760 SH SOLE 159,760 ORACLE 235,400 SH SOLE 235,400 PFIZER 408,724 SH SOLE 408,724 PHARMACIA 64,093 SH SOLE 64,093 PHELPS DODGE 142,000 SH SOLE 142,000 RAYTHEON 369 SH SOLE 369 ROC TAIWAN FUND 432,300 SH SOLE 432,300 SAFEWAY 81,900 SH SOLE 81,900 SBC COMMUNICATIONS 227,894 SH SOLE 227,894 SUN MICROSYSTEMS 202,300 SH SOLE 202,300 SYSCO 161,400 SH SOLE 161,400 TAIWAN FUND 240,800 SH SOLE 240,800 TEXAS INSTS. 169,815 SH SOLE 169,815 TYCO INTL. 79,900 SH SOLE 79,900

UNION PACIFIC COM 907818108 146 UNITED TECHNOLOGIES COM 913017109 8,249 VERIZON COMMS. COM 077853109 10,309 VIACOM 'A' COM 925524100 460 VIACOM 'B' COM 925524308 3,079 WAL MART STORES COM 931142103 12,362 WALGREEN COM 931422109 6,072 WELLS FARGO & CO COM 949746101 3,854 WEYERHAEUSER COM 962166104 201

UNION PACIFIC 2,650 SH SOLE 2,650 UNITED TECHNOLOGIES 112,600 SH SOLE 112,600 VERIZON COMMS. 192,700 SH SOLE 192,700 VIACOM 'A' 8,675 SH SOLE 8,675 VIACOM 'B' 59,502 SH SOLE 59,502 WAL MART STORES 253,310 SH SOLE 253,310 WALGREEN 176,200 SH SOLE 176,200 WELLS FARGO & CO 83,000 SH SOLE 83,000 WEYERHAEUSER 3,650 SH SOLE 3,650