ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 6A 6B 6C ITEM7 8A 8B 8C
ISSUER NAME CLASS CUSIP VALUE SHARES SOLE SHRD SHR/ MGR SOLE SHRD NONE
(X$1000) OTHER
ATI Technologi COM 1941103 563 45000 45000 0 0 45000 0 0
Abitibi Cons I COM 3924107 3860 279722 279722 0 0 279722 0 0
Agco Corp COM 1084102 1088 60000 60000 0 0 60000 0 0
Agilent Techno COM 00846U101 4380 38902 38902 0 0 38902 0 0
Alberto-Culver COM 13068200 2630 67680 67680 0 0 67680 0 0
Alcan Aluminiu COM 13716105 7555 164234 164234 0 0 164234 0 0
Allergan Inc COM 18490102 6617 60000 60000 0 0 60000 0 0
American Home COM 26609107 6342 72000 72000 0 0 72000 0 0
Archer-Daniel COM 39483102 2562 176389 176389 0 0 176389 0 0
Avnet Inc COM 53807103 1001 11410 11410 0 0 11410 0 0
BCE Inc COM 05534B109 20464 583024 583024 0 0 583024 0 0
BP Amoco Plc COM 55622104 4176 49758 49758 0 0 49758 0 0
Bank Of Montre COM 63671101 12922 206748 206748 0 0 206748 0 0
Bank One Corpo COM 06423A103 3755 95500 95500 0 0 95500 0 0
Barrick Gold C COM 67901108 5083 190000 190000 0 0 190000 0 0
Biochem Pharma COM 09058T108 8417 232500 232500 0 0 232500 0 0
Biovail Corpor COM 09067J109 14943 180800 180800 0 0 180800 0 0
Brascan Corp COM 10549P606 6055 351000 351000 0 0 351000 0 0
Bristol Myers COM 110122108 8198 96000 96000 0 0 96000 0 0
Brookfield Ppt COM 112900105 4203 213900 213900 0 0 213900 0 0
CIBC COM 136069101 17204 425852 425852 0 0 425852 0 0
Cdn Natl Railw COM 136375102 8508 197400 197400 0 0 197400 0 0
Cdn Occidental COM 136420106 6016 149845 149845 0 0 149845 0 0
Cdn Pacific Lt COM 135923100 3220 83847 83847 0 0 83847 0 0
Celestica Inc COM 15101Q108 5868 80000 80000 0 0 80000 0 0
Danaher Corp COM 235851102 9649 132000 132000 0 0 132000 0 0
Elan Corp plc COM 284131208 2811 39200 39200 0 0 39200 0 0
Ensco Intl Inc COM 26874Q100 3214 60300 60300 0 0 60300 0 0
Ericsson L M T COM 294821400 6934 234200 234200 0 0 234200 0 0
Firstar Corpor COM 33763V109 3814 122324 122324 0 0 122324 0 0
Ford Motor Co COM 345370100 5538 87000 87000 0 0 87000 0 0
General Elec C COM 369604103 25789 342000 342000 0 0 342000 0 0
Goodyear Tire COM 382550101 1771 60000 60000 0 0 60000 0 0
Gucci Group NV COM 401566104 4881 34800 34800 0 0 34800 0 0
Harley Davidso COM 412822108 15047 264000 264000 0 0 264000 0 0
Heinz H J Comp COM 423074103 4383 67680 67680 0 0 67680 0 0
Hewlett Packar COM 428236103 18856 102000 102000 0 0 102000 0 0
Houghton Miffl COM 441560109 5391 78000 78000 0 0 78000 0 0
Imax Corp COM 45245E109 1672 50200 50200 0 0 50200 0 0
Inco Ltd COM 453258402 2338 103000 103000 0 0 103000 0 0
Intel Corp COM 458140100 37981 192000 192000 0 0 192000 0 0
Internet Init COM 46059T109 2456 28000 28000 0 0 28000 0 0
Interpublic Gr COM 460690100 14896 234000 234000 0 0 234000 0 0
Ipsco Inc COM 462622101 2137 115800 115800 0 0 115800 0 0
Johnson & John COM 478160104 12435 84000 84000 0 0 84000 0 0
Mackenzie Fina COM 554531103 2926 130900 130900 0 0 130900 0 0
Marshall & Ils COM 571834100 7461 120720 120720 0 0 120720 0 0
Mellon Finl Co COM 58551A108 5934 110000 110000 0 0 110000 0 0
Mitel Corp COM 606711109 6319 204500 204500 0 0 204500 0 0
Nortel Network COM 656568102 150433 1464780 1464780 0 0 1464780 0 0
Nova Chemicals COM 66977W109 2390 76840 76840 0 0 76840 0 0
Pepsico Inc COM 713448108 5667 87000 87000 0 0 87000 0 0
Petro Canada L COM 71644E102 7579 274100 274100 0 0 274100 0 0
Pfizer Inc COM 717081103 23592 335500 335500 0 0 335500 0 0
Pioneer Natura COM 723787107 1133 60000 60000 0 0 60000 0 0
Placer Dome In COM 725906101 2224 160000 160000 0 0 160000 0 0
Praxair Inc COM 74005P104 3325 60000 60000 0 0 60000 0 0
Procter & Gamb COM 742718109 6668 78672 78672 0 0 78672 0 0
Quebecor World COM 748203106 2528 71100 71100 0 0 71100 0 0
Rohm & Haas Co COM 775371107 4672 90000 90000 0 0 90000 0 0
Royal Bank Of COM 780087102 16519 217500 217500 0 0 217500 0 0
Royal Dutch Pe COM 780257804 2916 32000 32000 0 0 32000 0 0
SPDR Trust COM 78462F103 26417 122800 122800 0 0 122800 0 0
Schering Ploug COM 806605101 5190 69600 69600 0 0 69600 0 0
Schlumberger L COM 806857108 9984 90677 90677 0 0 90677 0 0
Smurfit Stone COM 832727101 2873 150750 150750 0 0 150750 0 0
State Street C COM 857477103 23628 150480 150480 0 0 150480 0 0
Suncor Energy COM 867229106 9138 267200 267200 0 0 267200 0 0
Talisman Energ COM 87425E103 5700 116200 116200 0 0 116200 0 0
Telefonica De COM 879382208 5972 62850 62850 0 0 62850 0 0
Toronto-Domini COM 891160509 20345 565144 565144 0 0 565144 0 0
Transcanada Pp COM 893526103 4703 416155 416155 0 0 416155 0 0
Transocean Sed COM G90078109 1384 17555 17555 0 0 17555 0 0
United Dominio COM 909914103 1835 72800 72800 0 0 72800 0 0
United Technol COM 913017109 7703 90000 90000 0 0 90000 0 0
Unocal Corp COM 915289102 3468 70200 70200 0 0 70200 0 0
Viacom Inc COM 925524100 10922 108000 108000 0 0 108000 0 0
Visteon Corp COM 92839U107 207 11391 11391 0 0 11391 0 0
Westcoast Ener COM 95751D102 2412 105777 105777 0 0 105777 0 0
