13F-HR 1 a2070591z13f-hr.txt 13F-HR UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 Form 13F Form 13F COVER PAGE Report for the Calendar Year or Quarter Ended: December 31, 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: Claude Accum -------------------------------------------- Title: Vice-President, Risk Management -------------------------------------------- Phone: 416-979-6188 -------------------------------------------- Signature, Place, and Date of Signing: /s/ Claude Accum 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: 344 -------------------- Form 13F Information Table Value Total: $ 2,669,391 -------------------- (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 - DECEMBER 31, 2001 COLUMN 1 COLUMN 2 COLUMN 3 LUMN 4 LUE NAME OF ISSUER TITLE OF CLASS CUSIP $1000) U.S. OPERATIONS - AMOUNTS SHOWN ARE IN U.S. DOLLARS Adelphia Communications Corp Common Stock 006848105 11,780 Albertson's Common Stock 013104104 5,313 Allmerica Financial Corp Common Stock 019754100 7,554 Allstate Corp Common Stock 020002101 10,721 Amazon.com Common Stock 023135106 35 Ambac Financial Group Common Stock 023139108 3,913 Amdocs Ltd Common Stock G02602103 7,950 Amli Residential Properties Equity REIT 001735109 3,553 AOL Time Warner Inc Common Stock 00184A105 6,656 Apartment Invt & Mgmt Co-A Equity REIT 03748R101 6,679 Archer Daniels Midland Co Common Stock 039483102 7,197 Ascential Software Corp Common Stock 04362P108 7,071 AT&T Corp Common Stock 001957109 8,114 Avalon Bay Communities Inc Equity REIT 053484101 6,259 Avaya Inc Common Stock 053499109 8,075 Bausch & Lomb Common Stock 071707103 7,674 Boston Scientific Corp Common Stock 101137107 7,125 BRE Properties Equity REIT 05564E106 4,456 Bristol-Myers Squibb Company Common Stock 110122108 3,555 CBL & Associates Properties Equity REIT 124830100 4,603 Centerpoint Properties Trust Equity REIT 151895109 4,491 Certegy Inc Common Stock 156880106 3,449 Cisco Sys Inc. Common Stock 17275R102 2,498 Citigroup Inc Common Stock 172967101 3,553 Compaq Computer Corp Common Stock 204493100 11,387 Concord Communications Inc Common Stock 206186108 12,120 Conoco Inc Common Stock 208251504 7,916 Corvis Corporation Common Stock 221009103 599 Developers Diversified Realty Equity REIT 251591103 2,797 Dillards Inc Common Stock 254067101 6,963 Duke Realty Corp Equity REIT 264411505 4,109 Eloquent Inc Common Stock 290140102 8

FORM 13F INFORMATION TABLE - DECEMBER 31, 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 Adelphia Communications Corp 377,797 SH SOLE 377,797 Albertson's 168,730 SH SOLE 168,730 Allmerica Financial Corp 169,570 SH SOLE 169,570 Allstate Corp 318,145 SH SOLE 318,145 Amazon.com 3,190 SH SOLE 3,190 Ambac Financial Group 67,624 SH SOLE 67,624 Amdocs Ltd 234,043 SH SOLE 234,043 Amli Residential Properties 140,890 SH SOLE 140,890 AOL Time Warner Inc 207,337 SH SOLE 207,337 Apartment Invt & Mgmt Co-A 146,057 SH SOLE 146,057 Archer Daniels Midland Co 501,564 SH SOLE 501,564 Ascential Software Corp 1,745,808 SH SOLE 1,745,808 AT&T Corp 447,317 SH SOLE 447,317 Avalon Bay Communities Inc 132,291 SH SOLE 132,291 Avaya Inc 664,606 SH SOLE 664,606 Bausch & Lomb 203,765 SH SOLE 203,765 Boston Scientific Corp 295,403 SH SOLE 295,403 BRE Properties 143,934 SH SOLE 143,934 Bristol-Myers Squibb Company 69,710 SH SOLE 69,710 CBL & Associates Properties 146,132 SH SOLE 146,132 Centerpoint Properties Trust 90,177 SH SOLE 90,177 Certegy Inc 100,794 SH SOLE 100,794 Cisco Sys Inc. 137,931 SH SOLE 137,931 Citigroup Inc 70,379 SH SOLE 70,379 Compaq Computer Corp 1,166,726 SH SOLE 1,166,726 Concord Communications Inc 586,943 SH SOLE 586,943 Conoco Inc 279,712 SH SOLE 279,712 Corvis Corporation 185,592 SH SOLE 185,592 Developers Diversified Realty 146,414 SH SOLE 146,414 Dillards Inc 435,215 SH SOLE 435,215 Duke Realty Corp 168,900 SH SOLE 168,900 Eloquent Inc 12,371 SH SOLE 12,371

Engelhard Corp Common Stock 292845104 7,117 Equity Office Properties Trust Equity REIT 294741103 10,684 Equity Residential Properties Equity REIT 29476L107 4,690 F5 Networks Inc Common Stock 315616102 225 Federal Realty Investment Tr Equity REIT 313747206 3,533 First Industrial Realty Trust Equity REIT 32054K103 1,998 GATX Corporation Common Stock 361448103 12,547 General Growth Properties Equity REIT 370021107 4,196 General Motors Corp Common Stock Class H 370442832 11,632 Hain Celestial Group Inc Common Stock 405217100 4,571 HCA Inc Common Stock 404119109 11,056 Healthsouth Corporation Common Stock 421924101 10,152 Highwoods Properties Inc Equity REIT 431284108 3,975 Intermune Inc Common Stock 45884X103 1,284 IRT Property Co Equity REIT 450058102 2,490 I-STAT Corp Common Stock 450312103 4,358 Kimco Realty Corp Equity REIT 49446R109 4,487 Lincoln National Corp Common Stock 534187109 7,546 Lucent Technologies Inc Common Stock 549463107 5,254 Macerich Company Equity REIT 554382101 3,636 Mack-Cali Realty Corp Equity REIT 554489104 5,006 Manor Care Inc Common Stock 564055101 8,343 McDonalds Corp Common Stock 580135101 7,367 MSCI World Equity Benchmark Australia Index Series 464286103 616 MSCI World Equity Benchmark Belgium Index Series 464286301 262 MSCI World Equity Benchmark Singapore Index Series 464286673 171 MSCI World Equity Benchmark United Kingdom Index Series 464286699 4,173 MSCI World Equity Benchmark France Index Series 464286707 2,221 MSCI World Equity Benchmark Switzeland Index Series 464286749 1,145 MSCI World Equity Benchmark Sweden Index Series 464286756 443 MSCI World Equity Benchmark Spain Index Series 464286764 611 MSCI World Equity Benchmark Germany Index Series 464286806 1,959 MSCI World Equity Benchmark Netherlands Index Series 464286814 1,017 MSCI World Equity Benchmark Japan Index Series 464286848 3,388 MSCI World Equity Benchmark Italy Index Series 464286855 752 MSCI World Equity Benchmark Hong Kong Index Series 464286871 371 Nortel Networks Corp Common Stock 656568102 121 Novell Inc Common Stock 670006105 8,063 Oni Systems Corp Common Stock 68273F103 147 Parametric Technology Corp Common Stock 699173100 6,771 Philip Morris Companies Inc Common Stock 718154107 9,349 Praecis Pharmaceuticals Inc Common Stock 739421105 407

Engelhard Corp 257,118 SH SOLE 257,118 Equity Office Properties Trust 355,202 SH SOLE 355,202 Equity Residential Properties 163,357 SH SOLE 163,357 F5 Networks Inc 10,434 SH SOLE 10,434 Federal Realty Investment Tr 153,601 SH SOLE 153,601 First Industrial Realty Trust 64,257 SH SOLE 64,257 GATX Corporation 385,812 SH SOLE 385,812 General Growth Properties 108,133 SH SOLE 108,133 General Motors Corp 752,871 SH SOLE 752,871 Hain Celestial Group Inc 166,457 SH SOLE 166,457 HCA Inc 286,881 SH SOLE 286,881 Healthsouth Corporation 685,005 SH SOLE 685,005 Highwoods Properties Inc 153,185 SH SOLE 153,185 Intermune Inc 26,060 SH SOLE 26,060 IRT Property Co 234,922 SH SOLE 234,922 I-STAT Corp 552,305 SH SOLE 552,305 Kimco Realty Corp 137,266 SH SOLE 137,266 Lincoln National Corp 155,371 SH SOLE 155,371 Lucent Technologies Inc 834,023 SH SOLE 834,023 Macerich Company 136,706 SH SOLE 136,706 Mack-Cali Realty Corp 161,379 SH SOLE 161,379 Manor Care Inc 351,870 SH SOLE 351,870 McDonalds Corp 278,315 SH SOLE 278,315 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 Nortel Networks Corp 16,243 SH SOLE 16,243 Novell Inc 1,756,700 SH SOLE 1,756,700 Oni Systems Corp 23,487 SH SOLE 23,487 Parametric Technology Corp 866,941 SH SOLE 866,941 Philip Morris Companies Inc 203,898 SH SOLE 203,898 Praecis Pharmaceuticals Inc 69,940 SH SOLE 69,940

Prologis Trust Equity REIT 743410102 Protective Life Corp Common Stock 743674103 Prudential Financial Inc Common Stock 744320102 Public Storage Inc Equity REIT 74460D109 Questar Corp Common Stock 748356102 Qwest Communications Intl Inc Common Stock 749121109 Reckson Associates Realty Corp Equity REIT 75621K106 Rivers Holdings Corporation Common Stock 769627100 Rockwell Collins Inc Common Stock 774341101 Rockwell International Corp Common Stock 773903109 Schering-Plough Corp Common Stock 806605101 Simon Property Group Inc Equity REIT 828806109 SL Green Realty Corp Equity REIT 78440X101 Sprint Corp Common Stock 852061100 Stancorp Financial Group Common Stock 852891100 Storage Technology Common Stock 862111200 Texas Instrs Inc Common Stock 882508104 Textron Inc Common Stock 883203101 TRW Inc Common Stock 872649108 Unocal Corp Common Stock 915289102 Unova Inc Common Stock 91529B106 UnumProvident Corp Common Stock 91529Y106 Ventana Medical Systems Common Stock 92276H106 Vicor Corp Common Stock 925815102 Waste Management Inc Common Stock 94106L109 Sun Canada Financial Co Common Stock Affiliate 86664R2*6 Sun Capital Money Market Fund 86664T102 Sun Capital Investment Grade Bond Fund 86664T201 Sun Capital Real Estate Fund 86664T300 Sun Capital Select Equity Fund 86664T409 Sun Capital Blue Chip Mid Cap Fund 86664T508 Sun Capital Investors Foundation Fund 86664T607 Sun Capital Value Equity Fund 86664T706 Sun Capital Neuberger Ber Mid Cap Growt Fd 86664T789 Sun Capital Neuberger Ber Mid Cap Value Fd 86664T797 Sun Capital Value Mid Cap Fund 86664T805 Sun Capital Invesco Energy Fund 86664T813 Sun Capital Invesco Health Sciences Fund 86664T821 Sun Capital Invesco Telecommunication Fund 86664T839 Sun Capital Invesco Technology Fund 86664T847 Sun Capital Davis Financial Fund 86664T854

Prologis Trust 4,254 197,775 SH SOLE 197,775 Protective Life Corp 1,721 59,500 SH SOLE 59,500 Prudential Financial Inc 12,363 372,500 SH SOLE 372,500 Public Storage Inc 5,418 162,226 SH SOLE 162,226 Questar Corp 7,441 297,039 SH SOLE 297,039 Qwest Communications Intl Inc 13,051 923,658 SH SOLE 923,658 Reckson Associates Realty Corp 4,815 206,130 SH SOLE 206,130 Rivers Holdings Corporation 5,186 857,160 SH SOLE 857,160 Rockwell Collins Inc 4,607 236,278 SH SOLE 236,278 Rockwell International Corp 8,061 451,370 SH SOLE 451,370 Schering-Plough Corp 3,585 100,120 SH SOLE 100,120 Simon Property Group Inc 1,708 58,224 SH SOLE 58,224 SL Green Realty Corp 7,146 232,703 SH SOLE 232,703 Sprint Corp 5,031 250,546 SH SOLE 250,546 Stancorp Financial Group 501 10,607 SH SOLE 10,607 Storage Technology 5,288 255,834 SH SOLE 255,834 Texas Instrs Inc 130 4,628 SH SOLE 4,628 Textron Inc 5,278 127,299 SH SOLE 127,299 TRW Inc 9,220 248,910 SH SOLE 248,910 Unocal Corp 9,465 262,399 SH SOLE 262,399 Unova Inc 7,242 1,248,621 SH SOLE 1,248,621 UnumProvident Corp 7,462 281,495 SH SOLE 281,495 Ventana Medical Systems 200 8,840 SH SOLE 8,840 Vicor Corp 6,326 390,508 SH SOLE 390,508 Waste Management Inc 7,859 246,292 SH SOLE 246,292 Sun Canada Financial Co 370,000 100 SH SOLE 100 Sun Capital 2,843 2,842,678 SH SOLE 2,842,678 Sun Capital 11,481 1,175,164 SH SOLE 1,175,164 Sun Capital 6,804 556,343 SH SOLE 556,343 Sun Capital 2,484 312,118 SH SOLE 312,118 Sun Capital 3,837 341,977 SH SOLE 341,977 Sun Capital 2,607 325,512 SH SOLE 325,512 Sun Capital 2,110 200,799 SH SOLE 200,799 Sun Capital 1,460 200,000 SH SOLE 200,000 Sun Capital 1,796 200,000 SH SOLE 200,000 Sun Capital 1,836 200,906 SH SOLE 200,906 Sun Capital 2,304 300,000 SH SOLE 300,000 Sun Capital 2,892 300,000 SH SOLE 300,000 Sun Capital 1,404 300,000 SH SOLE 300,000 Sun Capital 1,572 300,000 SH SOLE 300,000 Sun Capital 1,885 200,335 SH SOLE 200,335

Sun Capital Venture Value Fund 86664T862 1,588 Sun Capital Value Managed Fund 86664T870 2,082 Sun Capital Value Small Cap Fund 86664T888 2,242 Sun Life Insurance & AnnuityNY Common Stock Affiliate 86679#105 19,500 Sun Life (US) Co Common Stock Affiliate 86679$200 265,255 Sun Life Finance Corporation Common Stock Affiliate 86679*109 0 SLOC (US) Holdings Inc Common Stock Affiliate 86680#102 302,255 SLOC (US) Hldg Gen Part Inc Common Stock Affiliate 86680*106 60,000 SLOC International Assurance Common Stock Affiliate 86680Z934 1,250 SLOC (US) Ops Hld Inc Common Stock Aff 86683#109 317,255 Sun Life of Canada (US) SPE 97-1 86683*103 20,377 SLOC (US) Financial Svcs Hldgs Common 86683@101 47,541 Sun Life (US) Distributors Common Stock Affiliate 86684#108 40,421 TRW Inc Common Stock 872649108 7,227 Tyco International Ltd Common Stock 902124106 6,228 Unocal Corp Common Stock 915289102 8,765 Unova Inc Common Stock 91529B106 5,731 UnumProvident Corp Common Stock 91529Y106 5,829 Ventana Medical Systems Common Stock 92276H106 181 Verizon Communications Inc Common Stock 92343V104 7,446 Vicor Corp Common Stock 925815102 5,651 Vision Financial Corporation Common Stock Affiliate 92831$AA8 4,972 Vitria Technology Inc Common Stock 92849Q104 2,499 Waste Management Inc Common Stock 94106L109 7,605 CANADIAN OPERATIONS - AMOUNTS SHOWN ARE IN U.S. DOLLARS ATI Technologies Inc Common Stocks 001941103 1,244 Aber Diamond Corporation Common Stocks 002893105 300 Abitibi-Consolidated Inc Common Stocks 003924107 1,393 Aeterna Laboratoires Inc Common Stocks 007975105 65 Agnico-Eagle Mines Ltd Common Stocks 008474108 282 Agrium Inc Common Stocks 008916108 527 Alberta Energy Company Ltd Common Stocks 012873105 4,750 Alcan Inc Common Stocks 013716105 9,553 Alliance Atlantis Comm Inc Common Stocks Class B Non-Voting 01853E204 165 Angiotech Pharmaceuticals Inc Common Stocks 034918102 376 Axcan Pharma Inc Common Stocks 054923107 217 BCE Inc Common Stocks 05534B109 16,673 Ballard Power Systems Inc Common Stocks 05858H104 1,029

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 242,352 SH SOLE 242,352 Tyco International Ltd 136,877 SH SOLE 136,877 Unocal Corp 269,677 SH SOLE 269,677 Unova Inc 1,287,838 SH SOLE 1,287,838 UnumProvident Corp 230,848 SH SOLE 230,848 Ventana Medical Systems 8,840 SH SOLE 8,840 Verizon Communications Inc 137,608 SH SOLE 137,608 Vicor Corp 400,508 SH SOLE 400,508 Vision Financial Corporation 1,675 SH SOLE 1,675 Vitria Technology Inc 1,219,217 SH SOLE 1,219,217 Waste Management Inc 284,405 SH SOLE 284,405 CANADIAN OPERATIONS - AMOUNTS SHOWN ARE IN U.S. DOLLARS ATI Technologies Inc 98,402 SH SOLE 98,402 Aber Diamond Corporation 23,794 SH SOLE 23,794 Abitibi-Consolidated Inc 190,395 SH SOLE 190,395 Aeterna Laboratoires Inc 10,955 SH SOLE 10,955 Agnico-Eagle Mines Ltd 28,536 SH SOLE 28,536 Agrium Inc 49,687 SH SOLE 49,687 Alberta Energy Company Ltd 125,524 SH SOLE 125,524 Alcan Inc 265,778 SH SOLE 265,778 Alliance Atlantis Comm Inc 14,597 SH SOLE 14,597 Angiotech Pharmaceuticals Inc 6,722 SH SOLE 6,722 Axcan Pharma Inc 15,338 SH SOLE 15,338 BCE Inc 736,187 SH SOLE 736,187 Ballard Power Systems Inc 34,676 SH SOLE 34,676

Bank of Montreal Common Stocks 063671101 8,180 Barrick Gold Corp Common Stocks 067901108 7,493 Bell Canada International Inc Common Stocks 077914109 7 Biovail Corp Common Stocks 09067J109 7,342 Biomira Inc Common Stocks 09161R106 90 Boardwalk Equities Inc Common Stocks 096613104 100 Bowater Inc Common Stocks 102183100 105 Brascan Corporation Common Stocks Class A Limited Voting 10549P606 1,156 Brookfield Properties Corp Common Stocks 112900105 1,839 CHC Helicopter Corp Common Stocks Class A Sub-Voting 12541C203 45 Cameco Corp Common Stocks 13321L108 602 Canada Life Financial Corp Common Stocks 135113108 2,547 Canadian 88 Energy Corp Common Stocks 13566G509 67 Cdn Imp Bank of Commerce Common Stocks 136069101 11,391 Cdn National Railways Common Stocks 136375102 3,963 Canadian Nat Resources Ltd Common Stocks 136385101 3,232 Canadian Pacific Railway Co Common Stocks 13645T100 3,425 Celestica Inc Common Stocks Sub-Voting 15101Q108 4,839 Certicom Corp Common Stocks 156915100 24 Cognicase Inc Common Stocks 192423101 109 Cognos Inc Common Stocks 19244C109 1,935 Corel Corp Common Stocks 21868Q109 59 Corus Entertainment Inc Common Stocks Class B Non-Voting 220874101 348 Cott Corp Common Stocks 22163N106 413 CP Ships Ltd Common Stocks 22409V102 365 Creo Products Inc Common Stocks 225606102 193 Cryptologic Inc Common Stocks 228906103 83 Crystallex International Corp Common Stocks 22942F101 33 Decoma International Inc Common Stocks 24359C100 66 Descartes Systems Group Inc. Common Stocks 249906108 156 Domtar Inc. Common Stocks 257561100 616 Dorel Industries Inc Common Stocks Class B 25822C205 637 Echo Bay Mines Ltd Common Stocks 278751102 32 Enbridge Inc Common Stocks 29250N105 2,454 EXFO Electro-Opt Engineering Common Stocks Sub-Voting 302043104 97 Extendicare Inc Common Stocks Class A Sub-Voting 30224T871 90 Fahnestock Viner Holdings Inc Common Stocks Class A NV 302921101 124 Fairmont Hotels Common Stocks 305204109 1,597 Firstservice Corp Common Stocks Sub-Voting 33761N109 155 Fording Inc Common Stocks 345426100 1,518 Four Seasons Hotels Inc Common Stocks 35100E104 468

Bank of Montreal 362,268 SH SOLE 362,268 Barrick Gold Corp 468,112 SH SOLE 468,112 Bell Canada International Inc 9,125 SH SOLE 9,125 Biovail Corp 131,276 SH SOLE 131,276 Biomira Inc 21,449 SH SOLE 21,449 Boardwalk Equities Inc 13,790 SH SOLE 13,790 Bowater Inc 2,202 SH SOLE 2,202 Brascan Corporation 63,917 SH SOLE 63,917 Brookfield Properties Corp 105,512 SH SOLE 105,512 CHC Helicopter Corp 4,000 SH SOLE 4,000 Cameco Corp 24,378 SH SOLE 24,378 Canada Life Financial Corp 91,467 SH SOLE 91,467 Canadian 88 Energy Corp 59,180 SH SOLE 59,180 Cdn Imp Bank of Commerce 330,206 SH SOLE 330,206 Cdn National Railways 82,159 SH SOLE 82,159 Canadian Nat Resources Ltd 134,154 SH SOLE 134,154 Canadian Pacific Railway Co 169,667 SH SOLE 169,667 Celestica Inc 120,213 SH SOLE 120,213 Certicom Corp 11,343 SH SOLE 11,343 Cognicase Inc 17,051 SH SOLE 17,051 Cognos Inc 77,762 SH SOLE 77,762 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 CP Ships Ltd 33,833 SH SOLE 33,833 Creo Products Inc 14,940 SH SOLE 14,940 Cryptologic Inc 4,680 SH SOLE 4,680 Crystallex International Corp 19,000 SH SOLE 19,000 Decoma International Inc 6,600 SH SOLE 6,600 Descartes Systems Group Inc. 20,973 SH SOLE 20,973 Domtar Inc. 61,173 SH SOLE 61,173 Dorel Industries Inc 31,658 SH SOLE 31,658 Echo Bay Mines Ltd 62,191 SH SOLE 62,191 Enbridge Inc 89,903 SH SOLE 89,903 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 Fairmont Hotels 66,933 SH SOLE 66,933 Firstservice Corp 5,477 SH SOLE 5,477 Fording Inc 85,265 SH SOLE 85,265 Four Seasons Hotels Inc 9,973 SH SOLE 9,973

GSI Lumonics Inc Common Stocks 36229U102 1,102 GT Group Telecom Inc Common Stocks Class B Non-Voting 362359408 36 Gildan Activewear Inc Common Stocks Class A Sub-Voting 375916103 136 Glamis Gold Ltd Common Stocks 376775102 927 Goldcorp Inc Common Stocks 380956409 424 CGI Group Inc Common Stocks Class A Sub-Voting 39945C109 704 Hemosol Inc Common Stocks 42369K102 50 Hummingbird Ltd Common Stocks 44544R101 151 Hurricane Hydrocarbons Ltd Common Stocks Class A 44779E106 162 ID Biomedical Corp Common Stocks 44936D108 49 Imperial Oil Ltd Common Stocks 453038408 1,281 Inco Ltd Common Stocks 453258402 4,188 Intrawest Corp Common Stocks 460915200 1,369 Intertape Polymer Group Inc Common Stocks 460919103 103 IPSCO Inc Common Stocks 462622101 989 Ivanhoe Energy Inc Common Stocks 465790103 72 Kinross Gold Corp Common Stocks 496902107 100 Kingsway Financial Service Inc Common Stocks 496904103 2,227 Leitch Technology Corp Common Stocks 52543H107 95 Lions Gate Entertainment Corp Common Stocks 535919203 40 MDC Corporation Inc Common Stocks Class A Sub-Voting 55267W309 26 MDS Inc Common Stocks 55269P302 1,542 Magna International Inc Common Stocks Class A Sub-Voting 559222401 4,902 Manulife Financial Corp Common Stocks 56501R106 9,424 Meridian Gold Inc Common Stocks 589975101 336 Methanex Corp Common Stocks 59151K108 1,092 Microcell Telecommunications Common Stocks Class B NV 59501T304 29 Moore Corp Ltd Common Stocks 615785102 377 Nexen Inc Common Stocks 65334H102 1,015 Noranda Inc Common Stocks 655422103 601 Nortel Networks Corp Common Stocks 656568102 17,801 North American Palladium Ltd Common Stocks 656912102 56 Nova Chemicals Corp Common Stocks 66977W109 724 Open Text Corp Common Stocks 683715106 269 Pan American Silver Corp Common Stocks 697900108 64 PanCanadian Energy Corporation Common Stocks 69831A107 5,240 Petro-Canada Common Stocks 71644E102 7,578 Pivotal Corp Common Stocks 72581R106 55 Placer Dome Inc Common Stocks 725906101 1,535 Potash Corp of Sask Inc Common Stocks 73755L107 4,543 Precision Drilling Corp Common Stocks 74022D100 583

GSI Lumonics Inc 127,531 SH SOLE 127,531 GT Group Telecom Inc 32,000 SH SOLE 32,000 Gildan Activewear Inc 9,460 SH SOLE 9,460 Glamis Gold Ltd 255,938 SH SOLE 255,938 Goldcorp Inc 34,947 SH SOLE 34,947 CGI Group Inc 91,348 SH SOLE 91,348 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 11,550 SH SOLE 11,550 Imperial Oil Ltd 45,949 SH SOLE 45,949 Inco Ltd 246,148 SH SOLE 246,148 Intrawest Corp 79,137 SH SOLE 79,137 Intertape Polymer Group Inc 12,364 SH SOLE 12,364 IPSCO Inc 84,965 SH SOLE 84,965 Ivanhoe Energy Inc 31,668 SH SOLE 31,668 Kinross Gold Corp 133,800 SH SOLE 133,800 Kingsway Financial Service Inc 177,061 SH SOLE 177,061 Leitch Technology Corp 12,900 SH SOLE 12,900 Lions Gate Entertainment Corp 17,500 SH SOLE 17,500 MDC Corporation Inc 7,719 SH SOLE 7,719 MDS Inc 129,692 SH SOLE 129,692 Magna International Inc 77,090 SH SOLE 77,090 Manulife Financial Corp 360,203 SH SOLE 360,203 Meridian Gold Inc 32,691 SH SOLE 32,691 Methanex Corp 196,864 SH SOLE 196,864 Microcell Telecommunications 11,857 SH SOLE 11,857 Moore Corp Ltd 39,158 SH SOLE 39,158 Nexen Inc 51,924 SH SOLE 51,924 Noranda Inc 63,675 SH SOLE 63,675 Nortel Networks Corp 2,378,461 SH SOLE 2,378,461 North American Palladium Ltd 9,600 SH SOLE 9,600 Nova Chemicals Corp 37,458 SH SOLE 37,458 Open Text Corp 9,050 SH SOLE 9,050 Pan American Silver Corp 15,172 SH SOLE 15,172 PanCanadian Energy Corporation 201,716 SH SOLE 201,716 Petro-Canada 306,533 SH SOLE 306,533 Pivotal Corp 9,000 SH SOLE 9,000 Placer Dome Inc 140,307 SH SOLE 140,307 Potash Corp of Sask Inc 73,972 SH SOLE 73,972 Precision Drilling Corp 22,571 SH SOLE 22,571

Premdor Inc Common Stocks 74046P105 2,408 QLT Inc Common Stocks 746927102 742 Quebecor World Inc Common Stocks Sub Voting 748203106 2,467 Research In Motion Limited Common Stocks 760975102 599 Rogers Communications Inc Common Stocks Class B Non-Voting 775109200 1,139 Rogers Wireless Communications Common Stocks Class B Restricted Voting Shs 775315104 115 Royal Group Technologies Ltd Common Stocks Sub-Voting 779915107 1,796 Royal Bank of Canada Common Stocks 780087102 18,686 Standard & Poor's Dep Receipts Common Stocks SPDRs 78462F103 5,955 724 Solutions Inc Common Stocks 81788Q100 60 Shaw Communications Inc Common Stocks Class B 82028K200 1,998 Sierra Wireless Inc Common Stocks 826516106 130 Suncor Energy Inc Common Stocks 867229106 6,230 TLC Laser Eye Centers Inc Common Stocks 87255E108 39 TVX Gold Inc Common Stocks 87308K200 37 Talisman Energy Inc Common Stocks 87425E103 4,804 Tesco Corp Common Stocks 88157K101 337 Tesma International Inc Common Stocks Class A Sub Voting 881908107 123 Toronto Dominion Bank Common Stocks 891160509 15,645 TransAlta Corp Common Stocks 89346D107 1,001 TransCanada PipeLines Ltd Common Stocks 893526103 5,198 Trizec Hahn Corp Common Stocks Sub Vtg 896938107 1,388 Ultra Petroleum Corp Common Stocks 903914109 191 Vasogen Inc Common Stocks 92232F103 89 Wescast Industries Inc Common Stocks Class A Sub-Voting 950813105 77 Westaim Corporation Common Stocks 956909105 140 Westcoast Energy Inc Common Stocks 95751D102 3,317 ZI Corporation Common Stocks 988918108 115 Zarlink Semiconductor Inc Common Stocks 989139100 618 U.K. OPERATIONS - AMOUNTS SHOWN ARE IN U.S. DOLLARS Abbott Labs. COM 2824100 3,844 Affiliated Computer Svs.A COM 8190100 2,236 American Home Products COM 26609107 5,646 Amer. Intl. Gp. COM 26874107 12,309 Anadarko Ptl. COM 32511107 58 Anheuser-Busch COM 35229103 7,222 AOL Time Warner COM 00184A105 6,412 AT&T Wireless Svs. COM 00209A106 4,853

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 Group Technologies Ltd 97,194 SH SOLE 97,194 Royal Bank of Canada 573,245 SH SOLE 573,245 Standard & Poor's Dep Receipts 52,100 SH SOLE 52,100 724 Solutions Inc 24,492 SH SOLE 24,492 Shaw Communications Inc 94,032 SH SOLE 94,032 Sierra Wireless Inc 6,871 SH SOLE 6,871 Suncor Energy Inc 189,047 SH SOLE 189,047 TLC Laser Eye Centers Inc 16,836 SH SOLE 16,836 TVX Gold Inc 85,383 SH SOLE 85,383 Talisman Energy Inc 126,263 SH SOLE 126,263 Tesco Corp 40,447 SH SOLE 40,447 Tesma International Inc 6,573 SH SOLE 6,573 Toronto Dominion Bank 605,547 SH SOLE 605,547 TransAlta Corp 73,670 SH SOLE 73,670 TransCanada PipeLines Ltd 415,914 SH SOLE 415,914 Trizec Hahn Corp 87,432 SH SOLE 87,432 Ultra Petroleum Corp 31,200 SH SOLE 31,200 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 124,968 SH SOLE 124,968 ZI Corporation 16,383 SH SOLE 16,383 Zarlink Semiconductor Inc 55,337 SH SOLE 55,337 U.K. OPERATIONS - AMOUNTS SHOWN ARE IN U.S. DOLLARS Abbott Labs. 68,958 SH SOLE 68,958 Affiliated Computer Svs.A 21,071 SH SOLE 21,071 American Home Products 92,014 SH SOLE 92,014 Amer. Intl. Gp. 155,025 SH SOLE 155,025 Anadarko Ptl. 1,021 SH SOLE 1,021 Anheuser-Busch 159,740 SH SOLE 159,740 AOL Time Warner 199,751 SH SOLE 199,751 AT&T Wireless Svs. 337,742 SH SOLE 337,742

Automatic Data Proc. COM 53015103 4,087 Bank of America COM 60505104 3,721 Bank of New York COM 64057102 4,733 Bellsouth COM 79860102 3,857 Bristol Myers Squibb COM 110122108 5,740 Cardinal Health COM 14149Y108 3,458 Cendant COM 151313103 5,947 ChevronTexaco COM 166764100 3,610 Cisco Systems COM 17275R102 5,091 Citigroup COM 172967101 10,909 Clorox COM 189054109 2,104 Coca Cola COM 191216100 6,566 Colgate-Palm. COM 194162103 3,587 Conoco COM 208251504 4,241 Delphi Autv. Sys. COM 247126105 55 Du Pont E I De Nemours COM 263534109 3,211 Duke Energy COM 264399106 4,874 El Paso COM 28336L109 3,385 Elan ADR 1 ADR = 1 SHARE COM 284131208 12,038 Emc Mass. COM 268648102 1,397 Emerson Electric COM 291011104 4,876 Ensco Intl. COM 26874Q100 1,390 Exxon Mobil COM 30231G102 10,078 Fannie Mae COM 313586109 3,274 Fifth Third Bancorp. COM 316773100 3,084 Gannett COM 364730101 3,044 General Electric COM 369604103 16,515 General Motors COM 370442105 282 Georgia Pacific COM 373298108 2,359 Illinois Tool Wks. COM 452308109 2,228 Ingersoll-Rand COM 456866102 3,284 Intel COM 458140100 5,971 Intl. Bus. Mach. COM 459200101 6,578 Ishares MSCI South Korea COM 464286772 4,197 Ishares MSCI Taiwan COM 464286731 3,525 J P Morgan Chase & Co. COM 46625H100 5,593 Johnson & Johnson COM 478160104 6,781 Kroger COM 501044101 1,856 Lilly Eli COM 532457108 5,611 May Dept.Stores COM 577778103 3,340 McDonalds COM 580135101 2,682

Automatic Data Proc. 69,382 SH SOLE 69,382 Bank of America 59,104 SH SOLE 59,104 Bank of New York 115,999 SH SOLE 115,999 Bellsouth 101,098 SH SOLE 101,098 Bristol Myers Squibb 112,545 SH SOLE 112,545 Cardinal Health 53,482 SH SOLE 53,482 Cendant 303,280 SH SOLE 303,280 ChevronTexaco 40,287 SH SOLE 40,287 Cisco Systems 281,124 SH SOLE 281,124 Citigroup 216,098 SH SOLE 216,098 Clorox 53,200 SH SOLE 53,200 Coca Cola 139,256 SH SOLE 139,256 Colgate-Palm. 62,112 SH SOLE 62,112 Conoco 149,847 SH SOLE 149,847 Delphi Autv. Sys. 4,060 SH SOLE 4,060 Du Pont E I De Nemours 75,536 SH SOLE 75,536 Duke Energy 124,147 SH SOLE 124,147 El Paso 75,889 SH SOLE 75,889 Elan ADR 1 ADR = 1 SHARE 267,156 SH SOLE 267,156 Emc Mass. 103,916 SH SOLE 103,916 Emerson Electric 85,389 SH SOLE 85,389 Ensco Intl. 55,926 SH SOLE 55,926 Exxon Mobil 256,439 SH SOLE 256,439 Fannie Mae 41,180 SH SOLE 41,180 Fifth Third Bancorp. 50,280 SH SOLE 50,280 Gannett 45,280 SH SOLE 45,280 General Electric 412,054 SH SOLE 412,054 General Motors 5,800 SH SOLE 5,800 Georgia Pacific 85,453 SH SOLE 85,453 Illinois Tool Wks. 32,900 SH SOLE 32,900 Ingersoll-Rand 78,550 SH SOLE 78,550 Intel 189,849 SH SOLE 189,849 Intl. Bus. Mach. 54,380 SH SOLE 54,380 Ishares MSCI South Korea 237,000 SH SOLE 237,000 Ishares MSCI Taiwan 327,000 SH SOLE 327,000 J P Morgan Chase & Co. 153,879 SH SOLE 153,879 Johnson & Johnson 114,730 SH SOLE 114,730 Kroger 88,921 SH SOLE 88,921 Lilly Eli 71,443 SH SOLE 71,443 May Dept.Stores 90,313 SH SOLE 90,313 McDonalds 101,316 SH SOLE 101,316

Medtronic COM 585055106 1,531 Mellon Finl. COM 58551A108 4,181 Merck COM 589331107 6,115 Merrill Lynch COM 590188108 3,128 Mexico Fund COM 592835102 903 Microsoft COM 594918104 10,746 Nasdaq 100 TST.UNT.SR.1 COM 631100104 7,821 Northrop Grumman Corp. COM 666807102 5,036 Oracle COM 68389X105 2,360 Pfizer COM 717081103 11,640 Pharmacia COM 71713U102 4,057 Phelps Dodge COM 717265102 3,212 Procter & Gamble COM 742718109 3,658 Raytheon COM 744320102 12 Roc Taiwan Fund COM 755111507 1,060 Safeway COM 749651105 2,798 SBC Communications COM 786514208 5,493 Southern COM 78387G103 2,275 Sun Microsystems COM 842587107 1,808 Sysco COM 866810104 4,134 Taiwan Fund COM 871829107 1,788 Texas Insts. COM 874036106 2,281 Union Pacific COM 882508104 151 United Technologies COM 907818108 5,270 Verizon Comms. COM 913017109 5,739 Viacom 'A' COM 92343V104 384 Viacom 'B' COM 925524100 2,356 Walmart Stores COM 925524308 4,830 Walgreen COM 931142103 4,477 Walt Disney COM 931422109 3,540 Wells Fargo & Co COM 254687106 3,776 Weyerhaeuser COM 949746101 197 348,496 2,669,391

Medtronic 29,900 SH SOLE 29,900 Mellon Finl. 111,130 SH SOLE 111,130 Merck 103,988 SH SOLE 103,988 Merrill Lynch 60,007 SH SOLE 60,007 Mexico Fund 55,000 SH SOLE 55,000 Microsoft 162,200 SH SOLE 162,200 Nasdaq 100 TST.UNT.SR.1 201,007 SH SOLE 201,007 Northrop Grumman Corp. 49,953 SH SOLE 49,953 Oracle 170,910 SH SOLE 170,910 Pfizer 292,094 SH SOLE 292,094 Pharmacia 95,126 SH SOLE 95,126 Phelps Dodge 99,121 SH SOLE 99,121 Procter & Gamble 46,234 SH SOLE 46,234 Raytheon 369 SH SOLE 369 Roc Taiwan Fund 223,261 SH SOLE 223,261 Safeway 67,012 SH SOLE 67,012 SBC Communications 140,236 SH SOLE 140,236 Southern 89,753 SH SOLE 89,753 Sun Microsystems 146,971 SH SOLE 146,971 Sysco 157,671 SH SOLE 157,671 Taiwan Fund 152,156 SH SOLE 152,156 Texas Insts. 81,482 SH SOLE 81,482 Union Pacific 2,650 SH SOLE 2,650 United Technologies 81,536 SH SOLE 81,536 Verizon Comms. 120,919 SH SOLE 120,919 Viacom 'A' 8,675 SH SOLE 8,675 Viacom 'B' 53,368 SH SOLE 53,368 Walmart Stores 83,936 SH SOLE 83,936 Walgreen 133,016 SH SOLE 133,016 Walt Disney 170,847 SH SOLE 170,847 Wells Fargo & Co 86,867 SH SOLE 86,867 Weyerhaeuser 3,650 SH SOLE 3,650