-----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, SqvbgjcMZN2KZ1a+gzELylzBj0pxmC0x3vAnRitDw9UheMMn1V0PxgaHUI5UW37V CPwjOyfi04TmYBDtCEAi7A== 0001046192-04-000012.txt : 20040813 0001046192-04-000012.hdr.sgml : 20040813 20040813143256 ACCESSION NUMBER: 0001046192-04-000012 CONFORMED SUBMISSION TYPE: 13F-HR/A PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20040630 FILED AS OF DATE: 20040813 EFFECTIVENESS DATE: 20040813 FILER: COMPANY DATA: COMPANY CONFORMED NAME: GREAT WEST LIFE ASSURANCE CO /CAN/ CENTRAL INDEX KEY: 0001046192 STANDARD INDUSTRIAL CLASSIFICATION: LIFE INSURANCE [6311] IRS NUMBER: 000000000 FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 13F-HR/A SEC ACT: 1934 Act SEC FILE NUMBER: 028-10601 FILM NUMBER: 04973566 BUSINESS ADDRESS: STREET 1: 100 OSBORNE ST NORTH CITY: WINNIPEG MANITOBA STATE: A2 ZIP: WINNIPEG MAIL ADDRESS: STREET 1: 100 OSBORNE STREET NORTH CITY: WINNIPEG STATE: A2 ZIP: WINNIPEG 13F-HR/A 1 gwljun_q2r.txt GWL 13F AMENDED ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6ITEM 7ITEM 8 CLASS CUSIP VALUE SHARES SHR/ INV/ VOTING/NV ISSUER ($000) PRN DISC ACE LTD ORD G0070K10 994 23,500SHA SOLE 23500 ACCENTURE LTD BERMUDA CL A G1150G11 3,325 121,000SHA SOLE 121000 TRANSOCEAN INC ORD G9007810 123 4,250SHA SOLE 4250 XL CAP LTD CL A G9825510 2,807 37,200SHA SOLE 37200 ATI TECHNOLOGIES INC COM 00194110 19,3271,029,86SHA SOLE 1029869 AU OPTRONICS CORP SPONSORED 00225510 2,761 168,990SHA SOLE 168990 ABBOTT LABS COM 00282410 118 2,900SHA SOLE 2900 ABER DIAMOND CORP COM 00289310 399 13,503SHA SOLE 13503 ABGENIX INC COM 00339B10 102 8,700SHA SOLE 8700 ABITIBI-CONSOLIDATED INCOM 00392410 21,5493,157,38SHA SOLE 3157388 AEROPOSTALE COM 00786510 603 22,400SHA SOLE 22400 AETERNA ZENTARIS INC COM 00797520 61 10,485SHA SOLE 10485 AGNICO EAGLE MINES LTD COM 00847410 16,3071,230,28SHA SOLE 1230289 AGRIUM INC COM 00891610 1,263 86,628SHA SOLE 86628 AIR METHODS CORP COM PAR $.00912830 1,876 216,600SHA SOLE 216600 ABN AMRO HLDG NV SPONSORED 00937102 110 5,000SHA SOLE 5000 ALBERTO CULVER CO COM 01306810 1,421 28,350SHA SOLE 28350 ALCAN INC COM 01371610 38,040 923,912SHA SOLE 923912 ALCATEL SPONSORED 01390430 409 26,400SHA SOLE 26400 ALLIANCE ATLANTIS COMMUCL B NON-V01853E20 640 34,408SHA SOLE 34408 ALLIANCE DATA SYSTEMS CCOM 01858110 807 19,100SHA SOLE 19100 ALLIANZ AKTIENGESELLSCHSP ADR 1/101880510 131 12,000SHA SOLE 12000 ALLSTATE CORP COM 02000210 982 21,100SHA SOLE 21100 AMERICAN EXPRESS CO COM 02581610 5,713 111,200SHA SOLE 111200 AMERICAN SCIENCE & ENGRCOM 02942910 1,186 56,700SHA SOLE 56700 AMERICAN STD COS INC DECOM 02971210 3,793 94,100SHA SOLE 94100 AMERICREDIT CORP COM 03060R10 3,795 194,300SHA SOLE 194300 AMPHENOL CORP NEW CL A 03209510 790 23,700SHA SOLE 23700 ANDREW CORP COM 03442510 936 46,800SHA SOLE 46800 ANGIOTECH PHARMACEUTICACOM 03491810 438 21,563SHA SOLE 21563 APACHE CORP COM 03741110 2,979 68,400SHA SOLE 68400 APOGENT TECHNOLOGIES INCOM 03760A10 621 19,400SHA SOLE 19400 APPLE COMPUTER INC COM 03783310 202 6,200SHA SOLE 6200 APPLIED MATLS INC COM 03822210 1,852 94,400SHA SOLE 94400 ASSOCIATED BANC CORP COM 04548710 997 33,650SHA SOLE 33650 ASTRAZENECA PLC SPONSORED 04635310 110 2,400SHA SOLE 2400 ATHEROGENICS INC COM 04743910 432 22,700SHA SOLE 22700 ATRIX LABS INC COM 04962L10 137 4,000SHA SOLE 4000 AUTOLIV INC COM 05280010 245 5,800SHA SOLE 5800 AXCAN PHARMA INC COM 05492310 225 10,642SHA SOLE 10642 B A S F A G SPONSORED 05526250 118 2,200SHA SOLE 2200 BCE INC COM 05534B10 46,4192,330,86SHA SOLE 2330868 BP PLC SPONSORED 05562210 107 2,000SHA SOLE 2000 BALLARD PWR SYS INC COM 05858H10 284 30,858SHA SOLE 30858 BANCO ITAU HLDG FINANCISP ADR 50005960220 672 14,400SHA SOLE 14400 BANK OF AMERICA CORPORACOM 06050510 999 11,800SHA SOLE 11800 BANK MONTREAL QUE COM 06367110 71,9561,807,58SHA SOLE 1807587 BANK NEW YORK INC COM 06405710 501 17,000SHA SOLE 17000 BANK NOVA SCOTIA HALIFACOM 06414910 92,1163,447,78SHA SOLE 3447782 BANK ONE CORP COM 06423A10 7,522 147,500SHA SOLE 147500 BANKNORTH GROUP INC NEWCOM 06646R10 4,164 128,200SHA SOLE 128200 BARCLAYS PLC ADR 06738E20 105 3,000SHA SOLE 3000 BAXTER INTL INC COM 07181310 397 11,500SHA SOLE 11500 BEMA GOLD CORP COM 08135F10 249 91,669SHA SOLE 91669 BENNETT ENVIRONMENTAL ICOM 08190610 45 3,632SHA SOLE 3632 BERKSHIRE HATHAWAY INC CL A 08467010 4,892 55SHA SOLE 55 BERKSHIRE HATHAWAY INC CL B 08467020 2,462 833SHA SOLE 833 BEST BUY INC COM 08651610 1,301 25,650SHA SOLE 25650 BHP BILLITON LTD SPONSORED 08860610 343 19,600SHA SOLE 19600 BIOGEN IDEC INC COM 09062X10 424 6,700SHA SOLE 6700 BIOVAIL CORP COM 09067J10 11,820 627,373SHA SOLE 627373 BIOLASE TECHNOLOGY INC COM 09091110 910 67,600SHA SOLE 67600 BOSTON SCIENTIFIC CORP COM 10113710 325 7,600SHA SOLE 7600 BRASCAN CORP CL A LTD V10549P60 6,007 215,211SHA SOLE 215211 BROOKFIELD PPTYS CORP COM 11290010 3,401 119,318SHA SOLE 119318 BROWN & BROWN INC COM 11523610 1,362 31,600SHA SOLE 31600 BURLINGTON RES INC COM 12201410 767 21,190SHA SOLE 21190 CAE INC COM 12476510 306 67,948SHA SOLE 67948 CBRL GROUP INC COM 12489V10 864 28,000SHA SOLE 28000 CHC HELICOPTER CORP CL A SUB V12541C20 393 13,474SHA SOLE 13474 C H ROBINSON WORLDWIDE COM 12541W10 1,031 22,500SHA SOLE 22500 CIT GROUP INC COM 12558110 3,974 103,800SHA SOLE 103800 CUNO INC COM 12658310 1,227 23,000SHA SOLE 23000 CVS CORP COM 12665010 1,017 24,200SHA SOLE 24200 CALIFORNIA MICRO DEVICECOM 13043910 563 48,800SHA SOLE 48800 CAMBIOR INC COM 13201L10 667 243,571SHA SOLE 243571 CAMECO CORP COM 13321L10 23,084 396,523SHA SOLE 396523 CDN IMPERIAL BK OF COMMCOM 13606910 52,4841,079,22SHA SOLE 1079224 CANADIAN NATL RY CO COM 13637510 38,740 899,215SHA SOLE 899215 CANADIAN NAT RES LTD COM 13638510 15,344 513,664SHA SOLE 513664 CANADIAN PAC RY LTD COM 13645T10 3,757 153,796SHA SOLE 153796 CANON INC ADR 13800630 117 2,200SHA SOLE 2200 CARBO CERAMICS INC COM 14078110 648 9,500SHA SOLE 9500 CAREMARK RX INC COM 14170510 3,551 107,800SHA SOLE 107800 CARRIZO OIL & CO INC COM 14457710 355 34,800SHA SOLE 34800 CELESTICA INC SUB VTG SH15101Q10 14,023 704,383SHA SOLE 704383 CENDANT CORP COM 15131310 683 27,900SHA SOLE 27900 CENTRAL FD CDA LTD CL A 15350110 457 88,000SHA SOLE 88000 CHEROKEE INC DEL NEW COM 16444H10 1,066 42,500SHA SOLE 42500 CHEVRONTEXACO CORP COM 16676410 1,096 11,650SHA SOLE 11650 CISCO SYS INC COM 17275R10 6,335 267,300SHA SOLE 267300 CITIGROUP INC COM 17296710 13,038 280,377SHA SOLE 280377 CLAUDE RES INC COM 18287310 132 137,200SHA SOLE 137200 COCA COLA CO COM 19121610 242 4,800SHA SOLE 4800 COEUR D ALENE MINES CORCOM 19210810 157 38,500SHA SOLE 38500 COGNOS INC COM 19244C10 1,873 52,099SHA SOLE 52099 COLLAGENEX PHARMACEUTICCOM 19419B10 593 63,000SHA SOLE 63000 COMMERCE BANCORP INC NJCOM 20051910 611 11,100SHA SOLE 11100 COMPANIA DE MINAS BUENASPONSORED 20444810 435 19,700SHA SOLE 19700 CONNECTICUT WTR SVC INCCOM 20779710 872 34,000SHA SOLE 34000 CONOCOPHILLIPS COM 20825C10 122 1,600SHA SOLE 1600 CORUS ENTERTAINMENT INCCOM CL B N22087410 207 10,681SHA SOLE 10681 CORVIS CORP COM 22100910 363 257,400SHA SOLE 257400 COTT CORP QUE COM 22163N10 20,677 640,237SHA SOLE 640237 CP SHIPS LTD COM 22409V10 410 23,221SHA SOLE 23221 CREO INC COM 22560610 104 11,902SHA SOLE 11902 CRYPTOLOGIC INC COM 22890610 93 5,200SHA SOLE 5200 CRYSTALLEX INTL CORP COM 22942F10 259 104,500SHA SOLE 104500 CUMBERLAND RES LTD COM 23077R10 78 51,600SHA SOLE 51600 DANAHER CORP DEL COM 23585110 12,273 236,700SHA SOLE 236700 DATAMIRROR CORP COM 23792610 84 9,700SHA SOLE 9700 DELL INC COM 24702R10 1,841 51,400SHA SOLE 51400 DELTA PETE CORP COM NEW 24790720 188 14,000SHA SOLE 14000 DICKS SPORTING GOODS INCOM 25339310 734 22,000SHA SOLE 22000 DOMTAR INC COM 25756110 18,6091,449,69SHA SOLE 1449693 DONNELLEY R R & SONS COCOM 25786710 78 2,394SHA SOLE 2394 DOREL INDS INC CL B SUB V25822C20 1,818 55,771SHA SOLE 55771 DRAXIS HEALTH INC COM 26150J10 62 13,500SHA SOLE 13500 DYNAMEX INC COM 26784F10 2,884 207,300SHA SOLE 207300 EGL INC COM 26848410 864 32,500SHA SOLE 32500 E M C CORP MASS COM 26864810 204 17,900SHA SOLE 17900 ENSCO INTL INC COM 26874Q10 157 5,400SHA SOLE 5400 ENI S P A SPONSORED 26874R10 472 4,700SHA SOLE 4700 EAST WEST BANCORP INC COM 27579R10 4,292 139,800SHA SOLE 139800 EBAY INC COM 27864210 4,395 47,800SHA SOLE 47800 EDUCATION MGMT CORP COM 28139T10 720 21,900SHA SOLE 21900 EDWARDS LIFESCIENCES COCOM 28176E10 220 6,300SHA SOLE 6300 ELAN PLC ADR 28413120 178 7,200SHA SOLE 7200 ELDORADO GOLD CORP NEW COM 28490210 1,193 460,938SHA SOLE 460938 ELECTRONIC ARTS INC COM 28551210 185 3,400SHA SOLE 3400 EMERSON ELEC CO COM 29101110 794 12,500SHA SOLE 12500 ENCANA CORP COM 29250510 32,133 747,667SHA SOLE 747667 ENBRIDGE INC COM 29250N10 8,591 236,466SHA SOLE 236466 ENERGEN CORP COM 29265N10 1,065 22,200SHA SOLE 22200 ERICSSON L M TEL CO ADR B SEK 29482160 197 6,600SHA SOLE 6600 EVERGREEN RES INC COM NO PAR29990030 990 24,500SHA SOLE 24500 EXTENDICARE INC CDA SUB VTG SH30224T87 330 29,483SHA SOLE 29483 EXXON MOBIL CORP COM 30231G10 9,344 210,400SHA SOLE 210400 FLIR SYS INC COM 30244510 752 13,700SHA SOLE 13700 FNX MNG CO INC COM 30253R10 321 68,215SHA SOLE 68215 FPL GROUP INC COM 30257110 3,978 62,200SHA SOLE 62200 FAIRFAX FINL HLDGS LTD SUB VTG 30390110 794 4,673SHA SOLE 4673 FAIRMONT HOTELS RESORTSCOM 30520410 874 32,510SHA SOLE 32510 FEDEX CORP COM 31428X10 212 2,600SHA SOLE 2600 FIFTH THIRD BANCORP COM 31677310 8,357 155,400SHA SOLE 155400 FIRST DATA CORP COM 31996310 1,264 28,400SHA SOLE 28400 FIRSTSERVICE CORP SUB VTG SH33761N10 815 32,882SHA SOLE 32882 FISHER SCIENTIFIC INTL COM NEW 33803220 2,703 46,800SHA SOLE 46800 FLEETWOOD ENTERPRISES ICOM 33909910 822 56,500SHA SOLE 56500 FOSSIL INC COM 34988210 937 34,400SHA SOLE 34400 FOUR SEASONS HOTEL INC LTD VTG SH35100E10 228 3,810SHA SOLE 3810 FREEPORT-MCMORAN COPPERCL B 35671D85 373 11,250SHA SOLE 11250 GSI LUMONICS INC COM 36229U10 20,4701,211,63SHA SOLE 1211634 GANNETT INC COM 36473010 585 6,900SHA SOLE 6900 GAMMON LAKE RES INC COM 36491510 94 14,100SHA SOLE 14100 GEAC COMPUTER LTD COM 36828910 176 25,665SHA SOLE 25665 GENENTECH INC COM NEW 36871040 3,366 59,900SHA SOLE 59900 GENERAL ELEC CO COM 36960410 12,662 390,800SHA SOLE 390800 GILEAD SCIENCES INC COM 37555810 1,052 15,700SHA SOLE 15700 GLAMIS GOLD LTD COM 37677510 1,164 66,556SHA SOLE 66556 GLAXOSMITHKLINE PLC SPONSORED 37733W10 572 13,800SHA SOLE 13800 GLOBAL PMTS INC COM 37940X10 3,444 76,500SHA SOLE 76500 GOLD FIELDS LTD NEW SPONSORED 38059T10 940 89,400SHA SOLE 89400 GOLD RESV INC CL A 38068N10 231 75,500SHA SOLE 75500 GOLDCORP INC NEW COM 38095640 1,378 118,615SHA SOLE 118615 GOLDEN STAR RES LTD CDACOM 38119T10 336 72,253SHA SOLE 72253 GOLDEN TELECOM INC COM 38122G10 422 15,000SHA SOLE 15000 GOLDMAN SACHS GROUP INCCOM 38141G10 2,090 22,200SHA SOLE 22200 GROUPE CGI INC CL A SUB V39945C10 570 84,389SHA SOLE 84389 GUIDANT CORP COM 40169810 620 11,100SHA SOLE 11100 HCA INC COM 40411910 108 2,600SHA SOLE 2600 HSBC HLDGS PLC SPON ADR N40428040 112 1,500SHA SOLE 1500 HECLA MNG CO COM 42270410 89 15,700SHA SOLE 15700 HEMOSOL CORP COM 42369310 84 121,750SHA SOLE 121750 HEWLETT PACKARD CO COM 42823610 114 5,400SHA SOLE 5400 HITACHI LIMITED ADR 10 COM43357850 139 2,000SHA SOLE 2000 HOME DEPOT INC COM 43707610 1,593 45,250SHA SOLE 45250 HONDA MOTOR LTD AMERN SHS 43812830 350 14,400SHA SOLE 14400 HONEYWELL INTL INC COM 43851610 692 18,900SHA SOLE 18900 HUB INTERNATIONAL LTD COM 44332P10 343 18,000SHA SOLE 18000 HUMMINGBIRD INC COM 44544R10 395 17,431SHA SOLE 17431 HUNT J B TRANS SVCS INCCOM 44565810 3,843 99,600SHA SOLE 99600 ID BIOMEDICAL CORP COM 44936D10 72 7,743SHA SOLE 7743 IMI INTL MEDICAL INNOVACOM 44992610 187 61,200SHA SOLE 61200 IAMGOLD CORP COM 45091310 1,010 181,571SHA SOLE 181571 IMMUCOR INC COM 45252610 814 25,000SHA SOLE 25000 IMPERIAL OIL LTD COM NEW 45303840 11,113 238,765SHA SOLE 238765 INCO LTD COM 45325840 17,650 514,301SHA SOLE 514301 INFINEON TECHNOLOGIES ASPONSORED 45662N10 171 12,600SHA SOLE 12600 ING GROUP N V SPONSORED 45683710 118 5,000SHA SOLE 5000 INTEL CORP COM 45814010 6,428 232,900SHA SOLE 232900 INTERNATIONAL BUSINESS COM 45920010 5,108 57,950SHA SOLE 57950 INTRAWEST CORPORATION COM NEW 46091520 512 32,134SHA SOLE 32134 INTERTAPE POLYMER GROUPCOM 46091910 78 10,199SHA SOLE 10199 IPSCO INC COM 46262210 6,184 275,645SHA SOLE 275645 IRON MTN INC PA COM 46284610 3,373 69,900SHA SOLE 69900 ISHARES INC MSCI JAPAN46428684 980 92,300SHA SOLE 92300 IVANHOE ENERGY INC COM 46579010 62 28,294SHA SOLE 28294 IVANHOE MINES LTD COM 46579N10 235 43,772SHA SOLE 43772 JEFFERSON PILOT CORP COM 47507010 102 2,000SHA SOLE 2000 JOHNSON & JOHNSON COM 47816010 2,818 50,600SHA SOLE 50600 JOHNSON CTLS INC COM 47836610 107 2,000SHA SOLE 2000 JONES APPAREL GROUP INCCOM 48007410 813 20,600SHA SOLE 20600 KCS ENERGY INC COM 48243420 125 9,400SHA SOLE 9400 K2 INC COM 48273210 936 59,600SHA SOLE 59600 KERYX BIOPHARMACEUTICALCOM 49251510 86 6,800SHA SOLE 6800 KIMBERLY CLARK CORP COM 49436810 1,650 25,050SHA SOLE 25050 KINROSS GOLD CORP COM NEW 49690220 869 157,098SHA SOLE 157098 KINGSWAY FINL SVCS INC COM 49690410 1,093 92,346SHA SOLE 92346 KONINKLIJKE PHILIPS ELENY REG SH 50047230 109 4,000SHA SOLE 4000 KOOKMIN BK NEW SPONSORED 50049M10 975 31,075SHA SOLE 31075 KOREA ELECTRIC PWR SPONSORED 50063110 1,136 124,039SHA SOLE 124039 KORN FERRY INTL COM NEW 50064320 831 42,900SHA SOLE 42900 KRAFT FOODS INC CL A 50075N10 195 6,150SHA SOLE 6150 LABORATORY CORP AMER HLCOM NEW 50540R40 913 23,000SHA SOLE 23000 LAFARGE NORTH AMERICA ICOM 50586210 624 14,400SHA SOLE 14400 LEAR CORP COM 52186510 643 10,900SHA SOLE 10900 LEGG MASON INC COM 52490110 3,841 42,200SHA SOLE 42200 LIBERTY MEDIA CORP NEW COM SER A 53071810 577 64,200SHA SOLE 64200 LIBERTY MEDIA INTL INC COM SER A 53071910 120 3,245SHA SOLE 3245 LIGAND PHARMACEUTICALS CL B 53220K20 153 8,800SHA SOLE 8800 LIHIR GOLD LTD SPONSORED 53234910 269 19,100SHA SOLE 19100 LILLY ELI & CO COM 53245710 3,915 56,000SHA SOLE 56000 LINCOLN NATL CORP IND COM 53418710 104 2,200SHA SOLE 2200 LOCKHEED MARTIN CORP COM 53983010 1,484 28,500SHA SOLE 28500 LORUS THERAPEUTICS INC COM 54419110 99 162,400SHA SOLE 162400 LUXOTTICA GROUP S P A SPONSORED 55068R20 176 10,400SHA SOLE 10400 LYONDELL CHEMICAL CO COM 55207810 4,047 232,700SHA SOLE 232700 MBNA CORP COM 55262L10 580 22,500SHA SOLE 22500 MDS INC COM 55269P30 13,730 893,609SHA SOLE 893609 MI DEVS INC CL A SUB V55304X10 691 25,310SHA SOLE 25310 MAGNA INTL INC CL A 55922240 7,471 88,145SHA SOLE 88145 MANDALAY RESORT GROUP COM 56256710 165 2,400SHA SOLE 2400 MANULIFE FINL CORP COM 56501R10 70,8701,757,91SHA SOLE 1757919 MARSH & MCLENNAN COS INCOM 57174810 880 19,400SHA SOLE 19400 MASCO CORP COM 57459910 686 22,000SHA SOLE 22000 MASONITE INTL CORP COM 57538410 1,848 71,787SHA SOLE 71787 MCGRAW HILL COS INC COM 58064510 6,195 80,900SHA SOLE 80900 MEDTRONIC INC COM 58505510 1,291 26,500SHA SOLE 26500 MELLON FINL CORP COM 58551A10 507 17,300SHA SOLE 17300 MERCK & CO INC COM 58933110 4,313 90,800SHA SOLE 90800 MERCURY INTERACTIVE CORCOM 58940510 120 2,400SHA SOLE 2400 MERIDIAN GOLD INC COM 58997510 596 46,287SHA SOLE 46287 MERRILL LYNCH & CO INC COM 59018810 610 11,300SHA SOLE 11300 METHANEX CORP COM 59151K10 8,437 639,039SHA SOLE 639039 METTLER TOLEDO INTERNATCOM 59268810 133 2,700SHA SOLE 2700 MICROSOFT CORP COM 59491810 13,189 461,800SHA SOLE 461800 MIDCAP SPDR TR UNIT SER 159563510 701 6,300SHA SOLE 6300 MILLIPORE CORP COM 60107310 3,833 68,000SHA SOLE 68000 MINEFINDERS LTD COM 60290010 99 14,664SHA SOLE 14664 MIRAMAR MINING CORP COM 60466E10 44 38,582SHA SOLE 38582 MOLEX INC CL A 60855420 251 9,200SHA SOLE 9200 MORGAN STANLEY COM NEW 61744644 2,945 55,800SHA SOLE 55800 MOTOROLA INC COM 62007610 3,588 196,600SHA SOLE 196600 MYLAN LABS INC COM 62853010 101 5,000SHA SOLE 5000 NBTY INC COM 62878210 652 22,200SHA SOLE 22200 NS GROUP INC COM 62891610 427 26,000SHA SOLE 26000 NANOGEN INC COM 63007510 40 5,990SHA SOLE 5990 NASDAQ 100 TR UNIT SER 163110010 578 15,300SHA SOLE 15300 NATIONAL CITY CORP COM 63540510 105 3,000SHA SOLE 3000 NATIONAL INSTRS CORP COM 63651810 1,261 41,150SHA SOLE 41150 NETSMART TECHNOLOGIES ICOM NEW 64114W30 373 38,800SHA SOLE 38800 NEUROCRINE BIOSCIENCES COM 64125C10 342 6,600SHA SOLE 6600 NEUROCHEM INC COM 64125K10 124 5,950SHA SOLE 5950 NEWMONT MINING CORP COM 65163910 2,635 67,973SHA SOLE 67973 NEWS CORP LTD ADR NEW 65248770 646 18,250SHA SOLE 18250 NEXTEL COMMUNICATIONS ICL A 65332V10 3,189 119,600SHA SOLE 119600 NEXTEL PARTNERS INC CL A 65333F10 4,466 280,500SHA SOLE 280500 NEXEN INC COM 65334H10 5,734 147,849SHA SOLE 147849 NIKE INC CL B 65410610 727 9,600SHA SOLE 9600 NOKIA CORP SPONSORED 65490220 297 20,400SHA SOLE 20400 NORANDA INC COM 65542210 801 46,796SHA SOLE 46796 NORDSON CORP COM 65566310 941 21,700SHA SOLE 21700 NORTEL NETWORKS CORP NECOM 65656810 8,4571,694,86SHA SOLE 1694863 NORTEL NETWORKS CORP NENOTE 4.25656568AB 229 239,000SHA SOLE 239000 NORTH FORK BANCORPORATICOM 65942410 913 24,000SHA SOLE 24000 NORTHERN ORION RES INC COM 66557510 6,5402,856,21SHA SOLE 2856219 NORTHGATE MINERALS CORPCOM 66641610 98 63,128SHA SOLE 63128 NORTHROP GRUMMAN CORP COM 66680710 741 13,800SHA SOLE 13800 NOVA CHEMICALS CORP COM 66977W10 22,342 776,824SHA SOLE 776824 NOVARTIS A G SPONSORED 66987V10 347 7,800SHA SOLE 7800 NOVO-NORDISK A S ADR 67010020 135 2,600SHA SOLE 2600 OSI PHARMACEUTICALS INCCOM 67104010 49 700SHA SOLE 700 BARRICK GOLD CORP COM 67901108 35,0021,765,52SHA SOLE 1765528 OMNICOM GROUP INC COM 68191910 11,118 146,500SHA SOLE 146500 OPEN TEXT CORP COM 68371510 17,578 551,848SHA SOLE 551848 OPLINK COMMUNICATIONS ICOM 68375Q10 223 116,100SHA SOLE 116100 OPTIMAL GROUP INC CL A NEW 68388R20 165 21,662SHA SOLE 21662 ORACLE CORP COM 68389X10 2,794 234,200SHA SOLE 234200 POSCO SPONSORED 69348310 1,040 31,036SHA SOLE 31036 PALL CORP COM 69642930 178 6,800SHA SOLE 6800 PAN AMERICAN SILVER CORCOM 69790010 224 17,023SHA SOLE 17023 PANTRY INC COM 69865710 599 27,500SHA SOLE 27500 PEABODY ENERGY CORP COM 70454910 3,690 65,900SHA SOLE 65900 PENNEY J C INC COM 70816010 3,897 103,200SHA SOLE 103200 PEPSICO INC COM 71344810 6,740 125,100SHA SOLE 125100 PETRO-CDA COM 71644E10 9,734 226,361SHA SOLE 226361 PETROKAZAKHSTAN INC COM 71649P10 2,140 79,199SHA SOLE 79199 PETROLEO BRASILEIRO SA SPONSORED 71654V40 1,221 43,500SHA SOLE 43500 PFIZER INC COM 71708110 13,644 398,005SHA SOLE 398005 PIONEER NAT RES CO COM 72378710 2,789 79,500SHA SOLE 79500 PLACER DOME INC COM 72590610 20,1461,205,77SHA SOLE 1205772 POSSIS MEDICAL INC COM 73740710 772 22,600SHA SOLE 22600 POTASH CORP SASK INC COM 73755L10 4,153 43,367SHA SOLE 43367 PRECISION DRILLING CORPCOM 74022D10 12,524 263,464SHA SOLE 263464 PROCTER & GAMBLE CO COM 74271810 7,219 132,600SHA SOLE 132600 PROVINCE HEALTHCARE CO COM 74397710 26 1,500SHA SOLE 1500 PROVIDIAN FINL CORP COM 74406A10 3,908 266,400SHA SOLE 266400 PRUDENTIAL FINL INC COM 74432010 3,597 77,400SHA SOLE 77400 QLT INC COM 74692710 8,705 438,695SHA SOLE 438695 QUALCOMM INC COM 74752510 766 10,500SHA SOLE 10500 QUEBECOR WORLD INC COM NON-VT74820310 3,916 178,565SHA SOLE 178565 QUICKSILVER RESOURCES ICOM 74837R10 1,234 18,400SHA SOLE 18400 RADIAN GROUP INC COM 75023610 417 8,700SHA SOLE 8700 RADIOSHACK CORP COM 75043810 361 12,600SHA SOLE 12600 RAYTHEON CO COM NEW 75511150 554 15,500SHA SOLE 15500 RED HAT INC COM 75657710 641 27,900SHA SOLE 27900 REGIS CORP MINN COM 75893210 334 7,500SHA SOLE 7500 REINSURANCE GROUP AMER COM 75935110 236 5,800SHA SOLE 5800 RENAL CARE GROUP INC COM 75993010 2,006 60,550SHA SOLE 60550 RESEARCH IN MOTION LTD COM 76097510 23,731 347,798SHA SOLE 347798 RIO NARCEA GOLD MINES ICOM 76690910 38 19,143SHA SOLE 19143 RITCHIE BROS AUCTIONEERCOM 76774410 2,553 87,700SHA SOLE 87700 ROBERT HALF INTL INC COM 77032310 4,126 138,600SHA SOLE 138600 ROCKWELL AUTOMATION INCCOM 77390310 3,830 102,100SHA SOLE 102100 ROGERS COMMUNICATIONS ICL B 77510920 14,435 801,367SHA SOLE 801367 ROGERS WIRELESS COMMUNICL B NON-V77531510 283 10,376SHA SOLE 10376 ROYAL GROUP TECHNOLOGIESUB VTG SH77991510 1,067 119,170SHA SOLE 119170 ROYAL BK CDA MONTREAL QCOM 78008710 51,6391,170,85SHA SOLE 1170859 ROYAL DUTCH PETE CO NY REG EUR78025780 103 2,000SHA SOLE 2000 RUBY TUESDAY INC COM 78118210 277 10,100SHA SOLE 10100 RYANAIR HLDGS PLC SPONSORED 78351310 111 3,400SHA SOLE 3400 SBC COMMUNICATIONS INC COM 78387G10 685 28,250SHA SOLE 28250 SI INTL INC COM 78427V10 247 12,100SHA SOLE 12100 SK TELECOM LTD SPONSORED 78440P10 2,180 103,846SHA SOLE 103846 SPDR TR UNIT SER 178462F10 4,670 40,800SHA SOLE 40800 SPX CORP COM 78463510 460 9,900SHA SOLE 9900 SAFEWAY INC COM NEW 78651420 684 27,000SHA SOLE 27000 ST JUDE MED INC COM 79084910 635 8,400SHA SOLE 8400 SAN PAOLO-IMI S P A SPONSORED 79917510 122 5,000SHA SOLE 5000 SAP AKTIENGESELLSCHAFT SPONSORED 80305420 171 4,100SHA SOLE 4100 SCHEIN HENRY INC COM 80640710 941 14,900SHA SOLE 14900 SCIENTIFIC GAMES CORP CL A 80874P10 679 35,500SHA SOLE 35500 SEMICONDUCTOR HLDRS TR DEP RCPT 81663620 113 3,000SHA SOLE 3000 SEMPRA ENERGY COM 81685110 4,927 143,100SHA SOLE 143100 SHAW COMMUNICATIONS INCCL B CONV 82028K20 17,9041,073,04SHA SOLE 1073043 SHERWIN WILLIAMS CO COM 82434810 777 18,700SHA SOLE 18700 SIEMENS A G SPONSORED 82619750 116 1,600SHA SOLE 1600 SIERRA HEALTH SVCS INC COM 82632210 3,755 84,000SHA SOLE 84000 SIERRA WIRELESS INC COM 82651610 234 6,324SHA SOLE 6324 SILICON LABORATORIES INCOM 82691910 3,087 66,600SHA SOLE 66600 SIRIUS SATELLITE RADIO COM 82966U10 1,791 581,500SHA SOLE 581500 SMITH INTL INC COM 83211010 3,585 64,300SHA SOLE 64300 SMUCKER J M CO COM NEW 83269640 3,021 65,800SHA SOLE 65800 SOTHEBYS HLDGS INC CL A 83589810 812 50,900SHA SOLE 50900 SOUTHERN CO COM 84258710 1,702 58,400SHA SOLE 58400 SOUTHTRUST CORP COM 84473010 4,312 111,100SHA SOLE 111100 SOUTHWESTERN ENERGY CO COM 84546710 244 8,500SHA SOLE 8500 SPINNAKER EXPL CO COM 84855W10 441 11,200SHA SOLE 11200 STANCORP FINL GROUP INCCOM 85289110 744 11,200SHA SOLE 11200 STAPLES INC COM 85503010 3,605 123,000SHA SOLE 123000 STARBUCKS CORP COM 85524410 1,148 26,400SHA SOLE 26400 STATOIL ASA SPONSORED 85771P10 102 8,000SHA SOLE 8000 SUN LIFE FINL INC COM 86679610 53,4181,864,54SHA SOLE 1864540 SUNCOR ENERGY INC COM 86722910 30,2241,191,47SHA SOLE 1191470 SUNGARD DATA SYS INC COM 86736310 387 14,900SHA SOLE 14900 SUNOPTA INC COM 8676EP10 564 66,100SHA SOLE 66100 SYMBOL TECHNOLOGIES INCCOM 87150810 3,339 226,500SHA SOLE 226500 TCF FINL CORP COM 87227510 522 9,000SHA SOLE 9000 TJX COS INC NEW COM 87254010 1,608 66,600SHA SOLE 66600 TLC VISION CORP COM 87254910 200 17,278SHA SOLE 17278 TAIWAN SEMICONDUCTOR MFSPONSORED 87403910 2,730 328,571SHA SOLE 328570.51 TALISMAN ENERGY INC COM 87425E10 9,626 443,483SHA SOLE 443483 TARGET CORP COM 87612E10 408 9,600SHA SOLE 9600 TELEFONOS DE MEXICO S ASPON ADR O87940378 2,347 70,544SHA SOLE 70544 TELIK INC COM 87959M10 127 5,300SHA SOLE 5300 TELUS CORP NON-VTG SH87971M20 993 66,105SHA SOLE 66105 TELESYSTEM INTL WIRELESCOM NEW 87994660 488 49,841SHA SOLE 49841 TESCO CORP COM 88157K10 55 6,880SHA SOLE 6880 TEVA PHARMACEUTICAL INDADR 88162420 5,016 74,540SHA SOLE 74540 TESMA INTL INC CL A SUB V88190810 894 33,777SHA SOLE 33777 TEXAS INSTRS INC COM 88250810 708 29,300SHA SOLE 29300 TEXAS REGL BANCSHARES ICL A VTG 88267310 4,375 95,300SHA SOLE 95300 THOMSON CORP COM 88490310 8,219 247,448SHA SOLE 247448 3M CO COM 88579Y10 8,407 93,400SHA SOLE 93400 TIDEWATER INC COM 88642310 170 5,700SHA SOLE 5700 TORONTO DOMINION BK ONTCOM NEW 89116050 76,1932,382,27SHA SOLE 2382271 TOTAL S A SPONSORED 89151E10 1,211 12,607SHA SOLE 12607 TRACTOR SUPPLY CO COM 89235610 309 7,400SHA SOLE 7400 TRANSALTA CORP COM 89346D10 2,598 207,946SHA SOLE 207946 TRANSCANADA CORP COM 89353D10 22,7951,157,62SHA SOLE 1157626 TRIMBLE NAVIGATION LTD COM 89623910 900 32,400SHA SOLE 32400 TRINITY INDS INC COM 89652210 922 29,000SHA SOLE 29000 TYCO INTL LTD NEW COM 90212410 699 21,100SHA SOLE 21100 UST INC COM 90291110 1,260 35,000SHA SOLE 35000 US BANCORP DEL COM NEW 90297330 110 4,000SHA SOLE 4000 ULTRA PETROLEUM CORP COM 90391410 616 16,500SHA SOLE 16500 UNITED NAT FOODS INC COM 91116310 919 31,800SHA SOLE 31800 UNITED STATES STL CORP COM 91290910 3,772 107,400SHA SOLE 107400 UNITED TECHNOLOGIES CORCOM 91301710 2,424 26,500SHA SOLE 26500 UNITEDHEALTH GROUP INC COM 91324P10 4,407 70,800SHA SOLE 70800 V F CORP COM 91820410 107 2,200SHA SOLE 2200 VARIAN INC COM 92220610 3,566 84,600SHA SOLE 84600 VASOGEN INC COM 92232F10 75 15,128SHA SOLE 15128 VEOLIA ENVIRONNEMENT SPONSORED 92334N10 2,462 87,161SHA SOLE 87161 VERIZON COMMUNICATIONS COM 92343V10 5,816 160,700SHA SOLE 160700 VERINT SYS INC COM 92343X10 797 23,300SHA SOLE 23300 VIACOM INC CL B 92552430 1,018 28,500SHA SOLE 28500 VODAFONE GROUP PLC NEW SPONSORED 92857W10 568 25,700SHA SOLE 25700 WACHOVIA CORP 2ND NEW COM 92990310 2,759 62,000SHA SOLE 62000 WAL MART STORES INC COM 93114210 6,975 132,200SHA SOLE 132200 WASHINGTON MUT INC COM 93932210 1,613 41,737SHA SOLE 41737 WATERS CORP COM 94184810 258 5,400SHA SOLE 5400 WEBSTER FINL CORP CONN COM 94789010 654 13,900SHA SOLE 13900 WELLPOINT HEALTH NETWORCOM 94973H10 986 8,800SHA SOLE 8800 WELLS FARGO & CO NEW COM 94974610 4,495 78,550SHA SOLE 78550 WENDYS INTL INC COM 95059010 826 23,700SHA SOLE 23700 WESTAIM CORP COM 95690910 185 65,350SHA SOLE 65350 WESTERN GAS RES INC COM 95825910 279 8,600SHA SOLE 8600 WESTERN SILVER CORP COM 95953110 604 90,150SHA SOLE 90150 WHEATON RIV MINERALS LTCOM 96290210 11,7674,218,32SHA SOLE 4218326 WHEATON RIV MINERALS LT*W EXP 05/96290217 55 35,125SHA SOLE 35125 WISCONSIN ENERGY CORP COM 97665710 1,079 33,100SHA SOLE 33100 WYETH COM 98302410 1,403 38,800SHA SOLE 38800 XTO ENERGY INC COM 98385X10 1,125 37,757SHA SOLE 37757 YAMANA GOLD INC COM 98462Y10 649 306,272SHA SOLE 306272 YAMANA GOLD INC *W EXP 07/98462Y11 201 155,476SHA SOLE 155476 YELLOW ROADWAY CORP COM 98557710 3,687 92,500SHA SOLE 92500 ZARLINK SEMICONDUCTOR ICOM 98913910 409 93,725SHA SOLE 93725 ZIMMER HLDGS INC COM 98956P10 5,116 58,000SHA SOLE 58000 -----END PRIVACY-ENHANCED MESSAGE-----