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Previous: TD ASSET MANAGEMENT INC, 13F-HR, 2000-12-14 |
Next: TD ASSET MANAGEMENT INC, 13F-HR, 2000-12-14 |
<PAGE> 1
UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
Form 13F
Form 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: June 30, 2000
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: TD Asset Management Inc.
Address: 55 King Street West, 7th Floor
TD Bank Tower, P.O. Box 3, TD Centre
Toronto, Ontario M5K 1A2
Form 13F File Number: 28 -
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: Paul Riccardi
Title: Chief Institutional Compliance Officer
Phone: 416-983-6532
Signature, Place and Date of Signing:
/s/ PAUL RICCARDI Toronto, Ontario, Canada
------------------ ------------------------ -------------
[Signature] [City, Province, Country] [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 report manager are reported in this report and a portion
are reported by other reporting manager(s).
<PAGE> 2
<TABLE>
<CAPTION>
---------------------------------------------------------------------------------------------------
CUSIP SECURITY SHARES HELD MARKET VALUE (C$)
---------------------------------------------------------------------------------------------------
<C> <S> <C> <C>
530129105 LIBERATE TECHNOLOGIES -340750 ($8,410,423.25)
444903108 HUMAN GENOME SCIENCES INC -800 ($81,001.00)
266898105 DUSA PHARMACEUTICALS INC 1 $44.00
928559103 VLASIC FOODS INTL INC 40 $96.00
453258808 INCO LTD 2 $110.00
808541106 SCHWEITZER-MAUDUIT INTL INC 10 $185.00
80603P107 SCANSOFT INC 251 $1,046.00
904767704 UNILEVER PLC 40 $1,489.00
419141403 HAUSER INC 600 $1,556.00
227911104 CROSSKEYS SYSTEMS CORP 200 $1,815.00
832378301 SMITHKLINE BEECHAM PLC 20 $1,932.00
68370R109 OPEN JT STK CO-VIMPEL COMMUNIC 70 $2,295.00
913456109 UNIVERSAL CORP VA 100 $3,130.00
564682102 MANUFACTURED HOME CMNTYS INC 100 $3,547.00
126830207 CABLE & WIRELESS PUB LTD CO 50 $3,709.00
934488107 WARNER LAMBERT CO 20 $3,845.00
827056102 SILICON GRAPHICS INC 700 $3,889.00
833793102 SODEXHO MARRIOTT SVCS INC 152 $3,913.00
284560109 ELDERTRUST 2600 $4,334.00
598709103 MILACRON INC 205 $4,404.00
957541105 WESTELL TECHNOLOGIES INC 200 $4,445.00
359360104 FROZEN FOOD EXPRESS INDS INC 1000 $4,445.00
254590102 DISC GRAPHICS INC 900 $4,667.00
247918105 DELTA FINANCIAL CORP 2000 $4,816.00
320795107 FIRST MARINER BANCORP 600 $4,890.00
858603103 STEPHAN CO 750 $5,001.00
59159Q107 METRETEK TECHNOLOGIES INC 500 $5,001.00
267455103 DWYER GROUP INC 1300 $5,056.00
110415106 BRITESMILE INC 800 $5,334.00
636380107 NATIONAL HOME HEALTH CARE CORP 900 $5,668.00
530154103 LIBERTE INVS INC DEL 1250 $5,903.00
340632108 FLORIDA EAST COAST INDS 100 $5,927.00
911498103 UNITED SHIPPING & TECHNOLOGY 500 $5,927.00
00949P108 AIRTRAN HLDGS INC 1000 $6,158.00
45865R109 INTERDENT INC 1200 $6,333.00
020787107 ALPHANET SOLUTIONS INC 1050 $6,514.00
443320106 HUB GROUP INC 300 $6,640.00
786632109 SAGE INC 350 $6,709.00
125965103 CSK AUTO CORP 600 $6,723.00
37246W105 GEON CO 250 $6,853.00
032371106 ANACOMP INC DEL 1600 $7,112.00
701645103 PARLUX FRAGRANCES INC 1400 $7,130.00
452907108 IMMUNOMEDICS INC 200 $7,260.00
918905100 VALHI INC NEW 500 $7,686.00
00941P106 AIRNET COMMUNICATIONS CORP 200 $7,742.00
705536100 PEERLESS SYS CORP 2700 $7,749.00
</TABLE>
<PAGE> 3
<TABLE>
<CAPTION>
---------------------------------------------------------------------------------------------------
CUSIP SECURITY SHARES HELD MARKET VALUE (C$)
---------------------------------------------------------------------------------------------------
<C> <S> <C> <C>
466107109 JB OXFORD HLDGS INC 1500 $7,779.00
713839108 PERINI CORP 1500 $7,779.00
05379B107 AVISTA CORP 302 $7,803.00
291657104 EMPIRE FED BANCORP INC 450 $7,876.00
759509102 RELIANCE STEEL & ALUMINUM CO 300 $8,501.00
862701208 STRATEGIC DISTR INC 3000 $8,610.00
817070105 SENECA FOODS CORP NEW 500 $8,705.00
541431102 LOISLAW COM INC 700 $8,880.00
230215105 CULP INC 1200 $9,112.00
352128201 FRANKFORT FIRST BANCORP INC 500 $9,168.00
002535300 AARON RENTS INC 400 $9,261.00
368145108 GAYLORD CONTAINER CORP 2400 $9,555.00
439902107 HORIZON PHARMACIES INC 1950 $9,751.00
299096107 EVANS & SUTHERLAND COMPUTER CP 1050 $9,918.00
461190100 INTRENET INC 3500 $10,045.00
594087108 MICHAELS STORES INC 150 $10,182.00
343496105 FLOWERS INDS INC 350 $10,339.00
867948101 SUNSOURCE INC 1400 $10,501.00
872384102 TEPPCO PARTNERS L P 300 $10,557.00
806870101 SCHMITT INDS INC ORE 2650 $10,672.00
036762102 ANTHONY & SYLVAN POOLS CORP 935 $10,780.00
10001P102 BORON LEPORE & ASSOCS INC 800 $10,965.00
559809108 MAHASKA INVESTMENT CO 900 $11,168.00
22765D100 CROSSROADS SYS INC 300 $11,224.00
741593107 PRIMESOURCE CORP 1500 $11,251.00
705385102 PEEKSKILL FINL CORP 350 $11,279.00
257692103 DONCASTERS PLC 700 $11,279.00
811904101 SEACOR SMIT INC 200 $11,465.00
457153104 INGRAM MICRO INC 450 $11,626.00
268920204 EPL TECHNOLOGIES INC 6000 $11,664.00
012653101 ALBEMARLE CORP 400 $11,705.00
557497104 MADISON GAS & ELEC CO 400 $11,705.00
893617209 TRANSCONTINENTAL RLTY INVS 650 $11,737.00
94155N105 WATERLINK INC 3200 $11,854.00
578444101 MAYNARD OIL CO 500 $11,854.00
30744P102 FARGO ELECTRONICS INC 2250 $11,875.00
78440X101 SL GREEN RLTY CORP 300 $11,891.00
335847208 FIRST OAK BROOK BANCSHARES INC 600 $12,113.00
628782104 NBTY INC 1300 $12,280.00
422347104 HEARTLAND EXPRESS INC 500 $12,363.00
744290107 PROXYMED PHARMACY INC 4950 $12,373.00
302374103 F & M NATL CORP 400 $12,446.00
38348T107 GOTO COM INC 550 $12,478.00
760943100 RES-CARE INC 1600 $12,743.00
460321201 INTERNATIONAL SHIPHOLDING CORP 1000 $12,965.00
039872106 AREA BANCSHARES CORP NEW 400 $13,224.00
004280103 ACADIANA BANCSHARES INC 600 $13,307.00
</TABLE>
<PAGE> 4
<TABLE>
<CAPTION>
---------------------------------------------------------------------------------------------------
CUSIP SECURITY SHARES HELD MARKET VALUE (C$)
---------------------------------------------------------------------------------------------------
<C> <S> <C> <C>
023912108 AMCORE FINL INC 500 $13,566.00
00900N100 AIMGLOBAL TECHNOLOGIES INC 815 $14,018.00
306075102 FALCON PRODS INC 1000 $14,076.00
867910101 SUNRISE MED INC 1950 $14,085.00
150838100 CELADON GROUP INC 850 $14,169.00
401617105 GUESS INC 700 $14,521.00
034393108 ANDREA ELECTRONICS CORP 1400 $14,780.00
001853100 APA OPTICS INC 700 $14,780.00
032515108 ANADIGICS INC 300 $15,141.00
977284108 WISER OIL CO DEL 3300 $15,280.00
449293109 ICO HLDGS INC 5500 $15,280.00
64115J106 NETSOLVE INC 400 $15,410.00
78463B101 S1 CORPORATION 450 $15,544.00
909205106 UNISOURCE ENERGY CORP 700 $15,558.00
043136100 ARTHROCARE CORP 200 $15,780.00
319301107 FIRST BELL BANCORP INC 700 $15,817.00
25388B104 DIGITAL RIV INC 1400 $15,946.00
150925105 CELLSTAR CORP 3900 $16,070.00
910331107 UNITED FIRE & CAS CO 700 $16,076.00
292827102 ENGAGE TECHNOLOGIES INC 850 $16,293.00
020732103 ALPHA HOSPITALITY CORP 4300 $16,323.00
784872103 SVI HLDGS INC 2150 $16,326.00
29530P102 ERIE INDTY CO 350 $16,336.00
916906100 USFREIGHTWAYS CORP 450 $16,377.00
670837103 OGE ENERGY CORP 600 $16,447.00
698657103 PANTRY INC 1200 $16,447.00
694873100 PACIFIC SUNWEAR CALIF INC 600 $16,669.00
209341106 CONSOLIDATED GRAPHICS INC 1200 $16,669.00
521050104 LAYNE CHRISTENSEN CO 2500 $16,669.00
844767103 SOUTHWEST BANCORP INC OKLA 700 $16,725.00
729132100 PLEXUS CORP 100 $16,743.00
901103101 TUT SYSTEMS 200 $17,003.00
33640T103 FIRST SENTINEL BANCORP INC 1400 $17,047.00
880349105 TENNECO AUTOMOTIVE INC 2200 $17,114.00
750875106 RAINMAKER SYSTEMS 4300 $17,120.00
583521109 MECHANICAL DYNAMICS INC 2300 $17,357.00
001930205 ARI NETWORK SVCS INC 4700 $17,410.00
09776J101 BON-TON STORES INC 5100 $17,471.00
49338N109 KEYSTONE AUTOMOTIVE INDS INC 1700 $17,474.00
483100103 KAISER VENTURES INC 850 $17,475.00
165159104 CHESAPEAKE CORP 400 $17,558.00
74267L106 PRIZE ENERGY CORP 450 $17,669.00
65334P104 NHANCEMENT TECHNOLOGIES INC 900 $17,752.00
404297103 HS RES INC 400 $17,780.00
148411101 CASTLE A M & CO 1450 $17,858.00
540211109 LODGENET ENTMT CORP 500 $17,966.00
505447102 LABRANCHE & CO INC 850 $18,105.00
</TABLE>
<PAGE> 5
<TABLE>
<CAPTION>
---------------------------------------------------------------------------------------------------
CUSIP SECURITY SHARES HELD MARKET VALUE (C$)
---------------------------------------------------------------------------------------------------
<C> <S> <C> <C>
74726X105 QRS CORP 500 $18,197.00
83545G102 SONIC AUTOMOTIVE INC 1150 $18,210.00
928552108 VIXEL CORP DEL 1500 $18,336.00
338032204 FISHER SCIENTIFIC INTL INC 500 $18,336.00
240253302 DE BEERS CONS MINES LTD 510 $18,372.00
636491102 NATIONAL INFO CONSORTIUM INC 1100 $18,540.00
011593100 ALAMOSA PCS HOLDINGS 600 $18,558.00
488360108 KEMET CORP 500 $18,567.00
02553E106 AMERICAN EAGLE OUTFITTERS NEW 900 $18,669.00
635621105 NATIONAL DATA CORP 550 $18,744.00
370021107 GENERAL GROWTH PPTYS INC 400 $18,818.00
58440X103 MEDIA METRIX INC 500 $18,845.00
749117107 QUOTESMITH COM INC 5900 $18,848.00
677240103 OHIO CAS CORP 1200 $18,892.00
698884103 PAR TECHNOLOGY CORP 3000 $18,892.00
006847107 ADELPHIA BUSINESS SOLUTIONS 550 $18,896.00
23426R108 DAL-TILE INTL INC 1550 $18,947.00
92906W101 VOYAGER NET INC 1600 $18,966.00
363595109 GALLAHER GROUP PLC 600 $19,058.00
813114105 SECOND BANCORP INC 850 $19,127.00
379302102 GLIMCHER RLTY TR 900 $19,170.00
866011109 SUMMIT BANCSHARES INC TEX 750 $19,170.00
297862104 ETOYS INC 2050 $19,267.00
450718101 IXL ENTERPRISES INC 900 $19,336.00
786610105 SAGA SYS INC 1050 $19,349.00
98137N109 WORKFLOW MGMT INC 1100 $19,355.00
74342L105 PROMEDCO MGMT CO 12000 $19,434.00
858119100 STEEL DYNAMICS INC 1450 $19,469.00
91529B106 UNOVA INC 1800 $19,502.00
68617E101 ORGANIC INC 1350 $19,503.00
922815105 VENTRO CORP 700 $19,577.00
433245107 HINES HORTICULTURE INC 1950 $19,682.00
46113Q109 INTERTRUST TECHNOLOGIES CORP 650 $19,803.00
313549107 FEDERAL MOGUL CORP 1400 $19,835.00
456779107 INFORMIX CORP 1800 $19,835.00
90130N103 21ST CENTY INS GROUP 850 $19,836.00
513847103 LANCASTER COLONY CORP 700 $19,901.00
786578104 SAFLINK CORP 4900 $19,966.00
356108100 FREDS INC 750 $20,003.00
690113105 OUTLOOK GROUP CORP 2400 $20,223.00
232517102 CYBEROPTICS CORP 300 $20,559.00
107211104 BRENTON BKS INC 1000 $20,559.00
694058108 PACIFIC CENTY FINL CORP 950 $20,586.00
45809K103 INSWEB CORP 6550 $20,623.00
817070501 SENECA FOODS CORP NEW 1200 $20,670.00
204780100 COMPUCOM SYS INC 8600 $20,707.00
551146103 LYNCH INTERACTIVE CORP 150 $20,892.00
</TABLE>
<PAGE> 6
<TABLE>
<CAPTION>
---------------------------------------------------------------------------------------------------
CUSIP SECURITY SHARES HELD MARKET VALUE (C$)
---------------------------------------------------------------------------------------------------
<C> <S> <C> <C>
64122D506 NETWORK PLUS CORP 1000 $21,021.00
356602102 FREEMARKETS INC 300 $21,086.00
894650100 TREDEGAR CORP 750 $21,114.00
224633107 CRAWFORD & CO 1300 $21,188.00
576323109 MASTEC INC 375 $21,218.00
007525108 ADVANCED DIGITAL INFORMATION 900 $21,252.00
543213102 LONGVIEW FIBRE CO 1300 $21,308.00
825846108 SICOR INC 1800 $21,336.00
001547108 AK STL HLDG CORP 1800 $21,336.00
602720104 MINE SAFETY APPLIANCES CO 600 $21,336.00
15133V208 CENTENNIAL COMMUNCTNS CORP NEW 1050 $21,392.00
45031T104 ITC DELTACOM INC 650 $21,489.00
32006W106 FIRST DEFIANCE FINL CORP 1800 $21,499.00
03072H109 AMERITRADE HLDG CORP 1250 $21,531.00
666610100 NORTHPOINT COMMUNICATIONS HLDG 1300 $21,549.00
896926102 TRIPLE S PLASTICS 600 $21,559.00
584404107 MEDIA GEN INC 300 $21,586.00
761695105 REYNOLDS & REYNOLDS CO 800 $21,633.00
039380100 ARCH COAL INC 1900 $21,641.00
29266H100 ENERGIS PLC 79 $21,772.00
402040109 GUITAR CTR MGMT INC 1400 $21,781.00
15231R109 CENTEX CONSTRUCTION PRODUCTS 650 $21,850.00
501242101 KULICKE & SOFFA INDS INC 250 $21,994.00
125010108 C COR NET CORP 550 $22,003.00
76122L106 RESOURCEPHOENIX COM INC 9200 $22,151.00
943315101 WAUSAU-MOSINEE PAPER CORP 1750 $22,201.00
254642101 DISCOUNT AUTO PTS INC 1500 $22,226.00
898349105 TRUSTCO BK CORP N Y 1200 $22,226.00
747582104 QUALITY SYS INC 2000 $22,226.00
75382N109 RARE MEDIUM GROUP INC 950 $22,257.00
560311102 MAIL COM INC 2650 $22,330.00
465266104 IT GROUP INC 3100 $22,392.00
784018103 SCM MICROSYSTEMS INC 250 $22,434.00
109473108 BRIGHTPOINT INC 1750 $22,445.00
14170M106 CAREINSITE INC 850 $22,513.00
987520103 YOUNG INNOVATIONS INC 850 $22,513.00
890333107 TOO INC 600 $22,614.00
15640T100 CENTURA BKS INC 450 $22,628.00
97653A103 WIRELESS FACILITIES INC 300 $22,642.00
902494103 TYSON FOODS INC 1750 $22,689.00
583492103 MECH FINL INC 500 $22,781.00
256069105 DOBSON COMMUNICATIONS CORP 800 $22,818.00
285229100 ELECTRO SCIENTIFIC INDS 350 $22,834.00
102183100 BOWATER INC 350 $22,883.00
038236105 APPLIED SCIENCE & TECHNOLOGY 600 $23,003.00
423319102 HELIX TECHNOLOGY CORP 400 $23,115.00
501052104 KRONOS INC 600 $23,115.00
</TABLE>
<PAGE> 7
<TABLE>
<CAPTION>
---------------------------------------------------------------------------------------------------
CUSIP SECURITY SHARES HELD MARKET VALUE (C$)
---------------------------------------------------------------------------------------------------
<C> <S> <C> <C>
018802108 ALLIANT CORP 600 $23,115.00
45768V108 INSIGHT COMMUNICATIONS INC 1000 $23,152.00
043339100 ARVIN INDS INC 900 $23,170.00
852192103 SPYGLASS INC 500 $23,198.00
39119E105 GREAT PLAINS SOFTWARE 800 $23,263.00
45866A105 INTERDIGITAL COMMUNICATIONS CP 950 $23,313.00
25429Q102 DIME BANCORP INC NEW 1000 $23,337.00
142339100 CARLISLE COS INC 350 $23,337.00
485134100 KANSAS CITY PWR & LT CO 700 $23,337.00
367278108 GASONICS INTL CORP 400 $23,374.00
099724106 BORG-WARNER AUTOMOTIVE INC 450 $23,420.00
33763T104 FIRSTCOM CORP 1050 $23,433.00
204037105 COMMUNITY SVGS BANKSHARES NEW 1400 $23,596.00
742674104 PROBUSINESS SERVICES INC 600 $23,614.00
65440K106 99 CENTS ONLY STORES 400 $23,633.00
G56462107 LORAL SPACE & COMMUNICATIONS 2300 $23,641.00
747906204 QUANTUM CORP 1650 $23,683.00
232946103 CYTYC CORP 300 $23,726.00
55267J100 MCN ENERGY GROUP INC 750 $23,754.00
232820100 CYTEC INDS INC 650 $23,776.00
761152107 RESMED INC 600 $23,781.00
644398109 NEW FRONTIER MEDIA INC 2200 $23,835.00
109641100 BRINKER INTL INC 550 $23,837.00
490057106 KENSEY NASH CORP 1450 $23,902.00
920387107 VALUE CITY DEPT STORES INC 1700 $23,929.00
741929103 PRIMUS TELECOMMUNICATIONS GRP 650 $23,957.00
29266M109 ENERGY EAST CORP 850 $24,008.00
778296103 ROSS STORES INC 950 $24,017.00
731822102 POMEROY COMPUTER RES 1100 $24,041.00
449669100 IMC GLOBAL INC 1250 $24,078.00
760758102 REPUBLIC SECURITY FINL CORP 3250 $24,078.00
523768109 LEE ENTERPRISES INC 700 $24,179.00
371901109 GENTEX CORP 650 $24,198.00
206829103 CONECTIV INC 1050 $24,211.00
60886R103 MONACO COACH CORP 1200 $24,226.00
441451101 HOTEL RESERVATIONS NETWORK INC 550 $24,244.00
203372107 COMMSCOPE INC 400 $24,300.00
027352103 AMERICAN MGMT SYS INC 500 $24,321.00
195872106 COLONIAL PPTYS TR 600 $24,337.00
846425882 SPANISH BROADCASTING SYS INC 800 $24,373.00
45004F107 IRI INTL CORP 1550 $24,402.00
382588101 GOODYS FAMILY CLOTHING INC 3000 $24,448.00
589400100 MERCURY GENL CORP NEW 700 $24,504.00
892356106 TRACTOR SUPPLY CO 1000 $24,540.00
720279108 PIER 1 IMPORTS INC 1700 $24,559.00
294592308 EQUITEX INC 2350 $24,590.00
05329W102 AUTONATION INC 2350 $24,590.00
</TABLE>
<PAGE> 8
<TABLE>
<CAPTION>
---------------------------------------------------------------------------------------------------
CUSIP SECURITY SHARES HELD MARKET VALUE (C$)
---------------------------------------------------------------------------------------------------
<C> <S> <C> <C>
03664P105 ANTEC CORP 400 $24,633.00
03232P108 AMSURG CORP 3100 $24,689.00
830879102 SKYWEST INC 450 $24,712.00
501050108 KROLL O GARA CO 2500 $24,770.00
45810H107 INTEGRAL SYS INC MD 1000 $24,818.00
879360105 TELEDYNE TECHNOLOGIES INC 1000 $24,818.00
257651109 DONALDSON INC 850 $24,874.00
69366A100 PSS WORLD MED INC 2500 $24,885.00
045487105 ASSOCIATED BANC CORP 770 $24,886.00
202218103 COMMERCIAL NET LEASE RLTY INC 1600 $24,893.00
505336107 LA Z BOY INC 1200 $24,893.00
505862102 LAFARGE CORP 800 $24,893.00
624756102 MUELLER INDS INC 600 $24,893.00
252165105 DEXTER CORP 350 $24,893.00
766573109 RIGHT MGMT CONSULTANTS INC 1600 $24,893.00
790654107 ST JOSEPH LT & PWR CO 800 $24,893.00
017175100 ALLEGHANY CORP DEL 100 $24,893.00
297602104 ETHAN ALLEN INTERIORS INC 700 $24,893.00
161133103 CHARMING SHOPPES INC 3300 $24,903.00
586002107 MEMBERWORKS INC 500 $24,911.00
976657106 WISCONSIN ENERGY CORP 850 $24,952.00
755236106 RAZORFISH INC 1050 $24,989.00
745769109 PULITZER INC 400 $25,003.00
79604V105 SAMSONITE CORP NEW 3750 $25,004.00
827079203 SILICONIX INC 250 $25,004.00
572901106 MARTEK BIOSCIENCES CORP 900 $25,004.00
609200100 MONDAVI ROBERT CORP 550 $25,008.00
808194104 SCHULMAN A INC 1400 $25,021.00
583916101 MEDAREX INC 200 $25,041.00
119003101 BUDGET GROUP INC 4100 $25,059.00
09065H105 BIOPURE CORP 900 $25,086.00
25385G106 DIGITAL IMPACT INC DEL 1200 $25,115.00
270321102 EARTHLINK INC 1100 $25,160.00
919794107 VALLEY NATL BANCORP 700 $25,216.00
19259L101 COINMACH LAUNDRY CORP 1200 $25,225.00
745332106 PUGET SOUND ENERGY INC 800 $25,262.00
928444108 VISUAL NETWORKS INC 600 $25,337.00
514606102 LANCE INC 1900 $25,337.00
74764T107 QUANTUM EFFECT DEVICES INC 300 $25,337.00
533900106 LINCOLN ELEC HLDGS INC 1200 $25,337.00
146285101 CARTER WALLACE INC 850 $25,346.00
472319102 JEFFERIES GROUP INC NEW 850 $25,424.00
682419106 ONE VALLEY BANCORP INC 550 $25,467.00
16361L102 CHEMFAB CORP 1450 $25,513.00
237842109 DATA RACE INC 2600 $25,522.00
035290105 ANIXTER INTL INC 650 $25,522.00
501938104 LHS GROUP INC 500 $25,559.00
</TABLE>
<PAGE> 9
<TABLE>
<CAPTION>
---------------------------------------------------------------------------------------------------
CUSIP SECURITY SHARES HELD MARKET VALUE (C$)
---------------------------------------------------------------------------------------------------
<C> <S> <C> <C>
000957100 ABM INDS INC 750 $25,559.00
366651206 GARTNER GROUP INC NEW 1750 $25,606.00
023613102 AMERIANA BANCORP 1750 $25,606.00
281667105 J D EDWARDS & CO 1150 $25,665.00
628530107 MYLAN LABS INC 950 $25,689.00
40426W101 HRPT PPTYS TR 2500 $25,696.00
337477103 FIRST VA BANKS INC 500 $25,790.00
922944103 VENATOR GROUP INC 1700 $25,819.00
168905107 CHILDRENS PL RETAIL STORES INC 850 $25,819.00
879278208 TELECOM CORP NEW ZEALAND LTD 620 $25,837.00
256605106 DOLE FOOD INC 1065 $25,840.00
075811109 BECKMAN COULTER INC 300 $25,948.00
001204106 AGL RES INC 1100 $25,975.00
262506108 DSL NET INC 1700 $25,975.00
648053106 NEW PLAN EXCEL RLTY TR INC 1350 $26,004.00
G73018106 PXRE GROUP LTD 1300 $26,004.00
731745105 POLYMER GROUP INC 1900 $26,041.00
31430F101 FELCOR LODGING TR INC 950 $26,041.00
680033107 OLD NATL BANCORP IND 600 $26,059.00
55306N104 MKS INSTRUMENT INC 450 $26,087.00
383486107 GO2NET INC 350 $26,092.00
222816100 COVANCE INC 2000 $26,114.00
725811103 PIXAR 500 $26,115.00
913275103 UNITRIN INC 600 $26,115.00
51807H100 LASER VISION CTRS INC 2850 $26,127.00
429060106 HICKORY TECH CORP 1450 $26,183.00
007973100 ADVANCED ENERGY INDS 300 $26,198.00
884425109 THOMAS INDS INC 1000 $26,207.00
747906303 QUANTUM CORP 1600 $26,225.00
88554L108 THREE FIVE SYS INC 300 $26,226.00
09643P108 BLYTH INDS INC 600 $26,226.00
730448107 POGO PRODUCING CO 800 $26,226.00
311900104 FASTENAL CO 350 $26,254.00
695156109 PACKAGING CORP AMER 1750 $26,254.00
984138107 XTRA CORP 450 $26,295.00
449223106 IBP INC 1150 $26,304.00
749361101 RCN CORP 700 $26,319.00
76026T205 REPSOL S A 900 $26,420.00
689648103 OTTER TAIL PWR CO 850 $26,448.00
458801107 INTERMEDIA COMMUNICATIONS INC 600 $26,448.00
405024100 HAEMONETICS CORP 850 $26,448.00
182728204 CLASSIC COMMUNICATIONS INC 2000 $26,484.00
20449H109 COMPASS BANCSHARES INC 1050 $26,545.00
632587101 NATIONAL BANCORP ALASKA 500 $26,578.00
00738A106 ADTRAN INC 300 $26,615.00
410550107 HANNAFORD BROS CO 250 $26,624.00
723481107 PINNACLE SYS INC 800 $26,652.00
</TABLE>
<PAGE> 10
<TABLE>
<CAPTION>
---------------------------------------------------------------------------------------------------
CUSIP SECURITY SHARES HELD MARKET VALUE (C$)
---------------------------------------------------------------------------------------------------
<C> <S> <C> <C>
69371Y101 PAC-WEST TELECOM INC 900 $26,671.00
136375409 CANADIAN NATL RY CO 400 $26,671.00
046265104 ASTORIA FINL CORP 700 $26,708.00
938837101 WASHINGTON GAS LT CO 750 $26,740.00
419870100 HAWAIIAN ELEC INDUSTRIES 550 $26,740.00
059790105 BANCWEST CORP NEW 1100 $26,790.00
80589M102 SCANA CORP NEW 750 $26,810.00
733174106 POPULAR INC 950 $26,832.00
462613100 IPALCO ENTERPRISES INC 900 $26,837.00
350244109 FOSTER WHEELER CORP 2100 $26,837.00
253651103 DIEBOLD INC 650 $26,847.00
12612W104 CNF TRANSN INC 800 $26,967.00
004527107 ACKERLEY GROUP INC 1550 $26,985.00
901167106 TWEETER HOME ENTMT GROUP INC 600 $27,004.00
810186106 SCOTTS CO 500 $27,041.00
710198102 PEOPLES BK BRIDGEPORT CONN 1000 $27,226.00
88650Q100 TIER TECHNOLOGIES INC 3500 $27,226.00
267475101 DYCOM INDS INC 400 $27,263.00
184190106 CLAYTON HOMES INC 2300 $27,263.00
940610108 WASHINGTON TR BANCORP 1250 $27,319.00
16133R106 CHARTERED SEMICONDUCTOR MFG 205 $27,337.00
902681105 UGI CORP NEW 900 $27,337.00
126946102 CACHEFLOW INC 300 $27,365.00
466367109 JACK IN THE BOX INC 750 $27,365.00
635449101 NATIONAL COMM BANCORP 1150 $27,369.00
758865109 REGENT COMMUNICATIONS INC DEL 2150 $27,374.00
126426402 CT COMMUNICATIONS INC 650 $27,388.00
892918103 TRANSACT TECHNOLOGIES INC 1700 $27,393.00
958102105 WESTERN DIGITAL CORP 3700 $27,411.00
422317107 HEARST-ARGYLE TELEVISION INC 950 $27,449.00
700666100 PARK OHIO HLDGS CORP 2150 $27,476.00
320867104 FIRST MIDWEST BANCORP DEL 800 $27,560.00
959425109 WESTERN RES INC 1200 $27,560.00
00207R101 ATMI INC 400 $27,560.00
460335201 INTERNATIONAL SPEEDWAY CORP 450 $27,587.00
879939106 TELETECH HOLDINGS INC 600 $27,615.00
925653107 VICINITY CORP 950 $27,624.00
761624105 REX STORES CORP 800 $27,633.00
441560109 HOUGHTON MIFFLIN CO 400 $27,670.00
361448103 GATX CORP 550 $27,708.00
01903Q108 ALLIED CAP CORP NEW 1100 $27,708.00
857689103 STATION CASINOS INC 750 $27,782.00
72919P103 PLUG POWER INC 300 $27,782.00
929798106 WACKENHUT CORRECTIONS CORP 2500 $27,782.00
583538103 MECHANICAL TECHNOLOGY INC 1250 $27,782.00
395384100 GREENPOINT FINL CORP 1000 $27,782.00
929794105 WACKENHUT CORP 1450 $27,795.00
</TABLE>
<PAGE> 11
<TABLE>
<CAPTION>
---------------------------------------------------------------------------------------------------
CUSIP SECURITY SHARES HELD MARKET VALUE (C$)
---------------------------------------------------------------------------------------------------
<C> <S> <C> <C>
531926103 LIFETIME HOAN CORP 2350 $27,856.00
438092108 HON INDS INC 800 $27,856.00
521863100 LEAP WIRELESS INTL INC 400 $27,856.00
203349105 COMMONWEALTH TEL ENTERPRISES 400 $27,893.00
461730103 INVESTORS REAL ESTATE TR 2450 $27,905.00
922207105 VARIAN SEMICONDUCTOR EQUIPMNT 300 $27,921.00
038336103 APTARGROUP INC 700 $28,004.00
973149107 WIND RIVER SYSTEMS INC 500 $28,060.00
039581103 ARCHSTONE CMNTYS TR 900 $28,087.00
068062108 BARNETT INC 1850 $28,097.00
31769P100 FINANCIAL SEC ASSURN HLDGS LTD 250 $28,106.00
46622G105 JNI CORP 600 $28,115.00
85375C101 STANDARD PAC CORP NEW 1900 $28,152.00
92343C106 VERITY INC 500 $28,152.00
69344M101 PMI GROUP INC 400 $28,152.00
577729205 MAXTOR CORP 1800 $28,170.00
87943B102 TELESTE CELULAR PART S A 430 $28,193.00
21922H103 CORNERSTONE PPTYS INC 1050 $28,199.00
048396105 ATLANTIC COAST AIRLINES HLDGS 600 $28,226.00
005125109 ACXIOM CORP 700 $28,263.00
778162107 ROSLYN BANCORP INC 1150 $28,301.00
15133T104 CENTENNIAL BANCORP 2200 $28,317.00
929042109 VORNADO RLTY TR 550 $28,319.00
69316G108 PBOC HLDGS INC 2250 $28,338.00
443510201 HUBBELL INC 750 $28,338.00
32054K103 FIRST INDUSTRIAL REALTY TRUST 650 $28,412.00
172755100 CIRRUS LOGIC CORP 1200 $28,449.00
874161102 TALBOTS INC 350 $28,490.00
222795106 COUSINS PPTYS INC 500 $28,523.00
150185106 CEDAR FAIR L P 1000 $28,523.00
195493309 COLONIAL BANCGROUP INC 2000 $28,523.00
552078107 LYONDELL CHEMICAL CO 1150 $28,541.00
576879209 MATSUSHITA ELEC INDL 75 $28,560.00
89675X104 TRITEL INC 650 $28,592.00
913066106 UNITED TELEVISION INC 150 $28,615.00
200525103 COMMERCE BANCSHARES INC 650 $28,652.00
91819B105 VA LINUX SYSTEMS INC 450 $28,671.00
587405101 MERCANTILE BANKSHARES CORP 650 $28,712.00
912080108 U S INDS INC NEW 1600 $28,745.00
543442107 LOOKSMART LTD 1050 $28,782.00
246688105 DELHAIZE AMER INC 1100 $28,828.00
969904101 WILLIAMS SONOMA INC 600 $28,836.00
552690109 MDU RES GROUP INC 900 $28,838.00
46114Q108 INTERWORLD CORP 950 $28,856.00
129897104 CALICO COMM INC 1200 $28,893.00
636180101 NATIONAL FUEL GAS CO N J 400 $28,893.00
429879109 HIGHLAND BANCORP INC 800 $28,893.00
</TABLE>
<PAGE> 12
<TABLE>
<CAPTION>
---------------------------------------------------------------------------------------------------
CUSIP SECURITY SHARES HELD MARKET VALUE (C$)
---------------------------------------------------------------------------------------------------
<C> <S> <C> <C>
790148100 ST JOE CO 650 $28,893.00
72585Q104 PJ AMER INC 2000 $28,893.00
579780206 MCCORMICK & CO INC 600 $28,893.00
74053F107 PREMIER NATL BANCORP INC 1500 $28,893.00
682505102 ONEIDA LTD 1100 $28,930.00
45868P100 INTERIM SVCS INC 1100 $28,930.00
835495102 SONOCO PRODS CO 950 $28,943.00
848457107 SPIEGEL INC 2300 $28,967.00
65473P105 NISOURCE INC 1050 $28,977.00
92220P105 VARIAN MED SYS INC 500 $28,986.00
90262K109 UCAR INTL INC 1500 $29,031.00
37476F103 GIBRALTAR STL CORP 1400 $29,041.00
69357H106 PRI AUTOMATION INC 300 $29,067.00
636518102 NATIONAL INSTRS CORP 450 $29,088.00
959910100 WESTFIELD AMER INC 1450 $29,138.00
883559106 THERMO INSTR SYS INC 1050 $29,171.00
163596109 CHEMED CORP 700 $29,235.00
749685103 RPM INC OHIO 1950 $29,254.00
817265101 SENSORMATIC ELECTRS CORP 1250 $29,286.00
23329J104 DQE INC 500 $29,310.00
22764E109 CROSSMANN CMNTYS INC 1200 $29,338.00
004833109 ACNIELSEN CORP 900 $29,338.00
737464107 POST PPTYS INC 450 $29,338.00
670872100 OM GROUP INC 450 $29,338.00
170520100 CHRIS CRAFT INDS INC 300 $29,365.00
020753109 ALPHA INDS INC 450 $29,379.00
251893103 DEVRY INC DEL 750 $29,379.00
461915100 INVESTORS FINL SERVICES CORP 500 $29,402.00
918005109 UTILICORP UTD INC 1000 $29,449.00
565644101 MAPQUEST COM INC 1200 $29,449.00
04516H101 ASHWORTH INC 4450 $29,460.00
226153104 CRESTLINE CAP CORP 1166 $29,477.00
532257102 LIGHTPATH TECHNOLOGIES INC 500 $29,495.00
74460D109 PUBLIC STORAGE INC 850 $29,518.00
269242103 E TOWN 300 $29,532.00
871399101 SYLVAN LEARNING SYS INC 1450 $29,541.00
250644101 DETECTION SYS INC 2100 $29,560.00
62944T105 NVR INC 350 $29,560.00
947890109 WEBSTER FINL CORP CONN 900 $29,587.00
502424104 L-3 COMMUNICATIONS HLDGS INC 350 $29,592.00
302125109 EXPEDIA INC 1350 $29,628.00
193294105 COLE KENNETH PRODTNS INC 500 $29,634.00
838518108 SOUTH JERSEY INDS INC 750 $29,657.00
866674104 SUN COMMUNITIES INC 600 $29,726.00
4576J0104 INNKEEPERS USA TR 2200 $29,745.00
904034105 ULTRATECH STEPPER INC 1350 $29,754.00
745887109 PUMA TECHNOLOGY INC 750 $29,796.00
</TABLE>
<PAGE> 13
<TABLE>
<CAPTION>
---------------------------------------------------------------------------------------------------
CUSIP SECURITY SHARES HELD MARKET VALUE (C$)
---------------------------------------------------------------------------------------------------
<C> <S> <C> <C>
428656102 HIBERNIA CORP 1850 $29,810.00
835898107 SOTHEBYS HLDGS INC 1150 $29,819.00
755081106 RAYOVAC CORP 900 $29,838.00
264411505 DUKE WEEKS REALTY CORP 900 $29,838.00
034258103 ANDOVER BANCORP INC DEL 700 $29,884.00
743477101 PROSOFTTRAINING COM INC 1200 $29,892.00
948741103 WEINGARTEN RLTY INVS 500 $29,912.00
832914105 SNYDER COMMUNICATIONS INC 850 $29,912.00
444165104 HUDSON UNITED BANCORP 900 $29,920.00
835433202 SONERA GROUP PLC 439 $29,921.00
416592103 HARTFORD LIFE INC 400 $29,930.00
917060105 URBAN SHOPPING CTRS INC 600 $29,948.00
841297104 SOUTHDOWN INC 350 $29,949.00
05564E106 BRE PROPERTIES INC 700 $29,949.00
805423100 SAVVIS COMMUNICATIONS CORP 1550 $29,999.00
27874N105 ECHELON CORP 350 $30,046.00
501917108 LG&E ENERGY CORP 850 $30,069.00
44106M102 HOSPITALITY PPTYS TR 900 $30,087.00
90339C106 U S WIRELESS CORP 950 $30,088.00
92532L107 VERTICALNET INC 550 $30,101.00
431573104 HILLENBRAND INDS INC 650 $30,157.00
12541M102 CH ENERGY GROUP INC 600 $30,171.00
740189105 PRECISION CASTPARTS CORP 450 $30,171.00
235204104 DALLAS SEMICONDUCTOR CORP 500 $30,190.00
12476Q102 CAIS INTERNET INC 1450 $30,212.00
584949101 MEDQUIST INC 600 $30,227.00
807863105 SCHOOL SPECIALTY INC 1100 $30,254.00
127055101 CABOT CORP 750 $30,282.00
361475106 GBC BANCORP CALIF 700 $30,338.00
950817106 WESCO FINL CORP 100 $30,375.00
49446R109 KIMCO REALTY CORP 500 $30,375.00
00163T109 AMB PROPERTY CORP 900 $30,421.00
527288104 LEUCADIA NATL CORP 900 $30,421.00
872275102 TCF FINL CORP 800 $30,448.00
133131102 CAMDEN PPTY TR 700 $30,467.00
880345103 TENNANT CO 550 $30,560.00
294261102 EPITOPE INC 1500 $30,560.00
200641108 COMMERCE GROUP INC MASS 700 $30,597.00
362418105 GABLES RESIDENTIAL TR 800 $30,597.00
784849101 S3 INC 1400 $30,597.00
552715104 MEMC ELECTR MATLS INC 1150 $30,671.00
531172104 LIBERTY PPTY TR 800 $30,745.00
080555105 BELO A H CORP DEL 1200 $30,781.00
500600101 KOPIN CORP 300 $30,782.00
626717102 MURPHY OIL CORP 350 $30,824.00
542312103 LONE STAR TECHNOLOGIES INC 450 $30,838.00
515098101 LANDSTAR SYS INC 350 $30,889.00
</TABLE>
<PAGE> 14
<TABLE>
<CAPTION>
---------------------------------------------------------------------------------------------------
CUSIP SECURITY SHARES HELD MARKET VALUE (C$)
---------------------------------------------------------------------------------------------------
<C> <S> <C> <C>
296426109 ESENJAY EXPL INC 6550 $30,930.00
053484101 AVALONBAY CMNTYS INC 500 $30,931.00
786598102 SAGA COMMUNICATIONS 950 $30,968.00
69325Q105 PC-TEL INC 550 $30,968.00
816300107 SELECTIVE INS GROUP INC 1100 $30,968.00
986670107 YORK INTL CORP NEW 800 $30,968.00
63935M109 NAVISITE INC 500 $30,976.00
545754103 LOUDEYE TECHNOLOGIES INC 1200 $31,004.00
253921100 DIGITAL GENERATION SYS INC 3100 $31,005.00
893521104 TRANSATLANTIC HLDGS INC 250 $31,023.00
019754100 ALLMERICA FINL CORP 400 $31,042.00
918866104 VALASSIS COMMUNICATIONS INC 550 $31,069.00
253859102 DIGITAL MICROWAVE CORP 550 $31,069.00
478035108 JOHN NUVEEN CO 500 $31,069.00
909440109 UNITED AUTO GROUP INC 2300 $31,097.00
591016100 METACREATIONS CORP 1750 $31,116.00
562567107 MANDALAY RESORT GROUP 1050 $31,116.00
866239106 SUMMIT PPTYS INC 1000 $31,116.00
437306103 HOME PPTYS N Y INC 700 $31,116.00
888706108 TIVO INC 600 $31,116.00
440452100 HORMEL FOODS CORP 1250 $31,138.00
457660108 INSITE VISION INC 5100 $31,171.00
779273101 ROUSE CO 850 $31,171.00
96647R107 WHITMAN CORP NEW 1700 $31,171.00
001084102 AGCO CORP 1721 $31,238.00
141705103 CAREMARK RX INC 3100 $31,289.00
878553106 TECHNISOURCE INC 5450 $31,292.00
456818301 INFOUSA INC NEW 3250 $31,301.00
210795308 CONTINENTAL AIRLS INC 450 $31,338.00
124830100 CBL & ASSOC PPTYS INC 850 $31,407.00
199908104 COMFORT SYS USA INC 5300 $31,412.00
459902102 INTERNATIONAL GAME TECHNOLOGY 800 $31,412.00
739276103 POWER INTEGRATIONS INC 900 $31,421.00
756109104 REALTY INCOME CORP 900 $31,421.00
148433105 CASTLE & COOKE INC NEW 1100 $31,476.00
101121101 BOSTON PROPERTIES INC 550 $31,477.00
826675100 SIGNAL TECHNOLOGY CORP 850 $31,486.00
562750109 MANHATTAN ASSOCS INC 850 $31,486.00
416196103 HARTE-HANKS INC 850 $31,486.00
526057104 LENNAR CORP 1050 $31,505.00
848497103 SPIEKER PPTYS INC 450 $31,505.00
73936C109 POWERTEL INC 300 $31,532.00
413875105 HARRIS CORP DEL 650 $31,542.00
799702105 SANCHEZ COMPUTER ASSOCS INC 900 $31,671.00
758939102 REGENCY RLTY CORP 900 $31,671.00
640938106 NETWORKS ASSOCS INC 1050 $31,699.00
180461105 CLARENT CORP DEL 300 $31,782.00
</TABLE>
<PAGE> 15
<TABLE>
<CAPTION>
---------------------------------------------------------------------------------------------------
CUSIP SECURITY SHARES HELD MARKET VALUE (C$)
---------------------------------------------------------------------------------------------------
<C> <S> <C> <C>
910197102 UNITED DOMINION REALTY TR INC 1950 $31,782.00
344155106 FOCAL COMMUNICATIONS CORP 600 $31,782.00
942749102 WATTS INDS INC 1700 $31,801.00
049164106 ATLAS AIR INC 600 $31,894.00
26632S109 DURA PHARMACEUTICALS INC 1500 $31,949.00
05873K108 BALLY TOTAL FITNESS HLDG CORP 850 $31,958.00
462030107 IOMEGA CORP 5400 $32,005.00
638620104 NATIONWIDE HEALTH PPTYS INC 1550 $32,008.00
671040103 OSI PHARMACEUTICALS INC 750 $32,018.00
04523Q102 ASPECT COMMUNICATIONS CORP 550 $32,037.00
46069S109 INTERSIL HLDG CORP 400 $32,041.00
307901108 FARM FAMILY HLDGS INC 700 $32,088.00
090945106 BIOSITE DIAGNOSTICS INC 450 $32,129.00
147339105 CASCADE NAT GAS CORP 1300 $32,143.00
001669100 AMC ENTMT INC 4450 $32,144.00
670509108 NUEVO ENERGY CO 1150 $32,162.00
868059106 SUPERGEN INC 600 $32,227.00
Y2711Y104 GIGAMEDIA LTD 1800 $32,338.00
693419202 PMA CAP CORP 1150 $32,375.00
589602101 MERIDIAN DIAGNOSTICS INC 2800 $32,410.00
76009U104 RENT WAY INC 750 $32,435.00
017361106 ALLEGHENY ENERGY INC 800 $32,449.00
002896207 ABERCROMBIE & FITCH CO 1800 $32,503.00
233293109 DPL INC 1000 $32,504.00
437606106 HOMESERVICES COM INC 1950 $32,505.00
053690103 AVIGEN INC 500 $32,505.00
941105108 WATCHGUARD TECHNOLOGIES INC 400 $32,560.00
922417100 VEECO INSTRS INC DEL 300 $32,560.00
897844106 TRUE NORTH COMMUNICATIONS INC 500 $32,597.00
975515107 WINSTAR COMMUNICATIONS INC 650 $32,625.00
45245A107 IMATION CORP 750 $32,644.00
652228107 NEWPORT NEWS SHIPBUILDING INC 600 $32,672.00
80864H109 SCIENT CORP 500 $32,690.00
225302108 CREDENCE SYS CORP 400 $32,708.00
827057100 SILICON STORAGE TECHNOLOGY INC 250 $32,713.00
494274103 KIMBALL INTL INC 1500 $32,783.00
899165104 TULARIK INC 750 $32,783.00
58461U103 MEDICAL MANAGER CORP NEW 650 $32,805.00
443683107 HUDSON CITY BANCORP 1300 $32,865.00
45321W106 IMRGLOBAL CORPORATION 1700 $32,902.00
91913Y100 VALERO ENERGY CORP NEW 700 $32,931.00
448924100 ICN PHARMACEUTICALS INC NEW 800 $32,967.00
908906100 UNIONBANCAL CORP 1200 $33,004.00
487256109 KEEBLER FOODS CO 600 $33,005.00
685906109 ORGANOGENESIS INC 1950 $33,045.00
868157108 SUPERIOR ENERGY SVCS INC 2150 $33,051.00
05459C108 AXENT TECHNOLOGIES INC 900 $33,088.00
</TABLE>
<PAGE> 16
<TABLE>
<CAPTION>
---------------------------------------------------------------------------------------------------
CUSIP SECURITY SHARES HELD MARKET VALUE (C$)
---------------------------------------------------------------------------------------------------
<C> <S> <C> <C>
939653101 WASHINGTON REAL ESTATE INVT TR 1250 $33,107.00
229899109 CULLEN FROST BANKERS INC 850 $33,139.00
888266103 TITAN CORP 500 $33,153.00
741437305 PRICE COMMUNICATIONS CORP 950 $33,166.00
381197102 GOLDEN ST BANCORP INC 1250 $33,338.00
004308102 ACCEPTANCE INS COS INC 4500 $33,338.00
132011107 CAMBREX CORP 500 $33,338.00
055448104 BHC COMMUNICATIONS INC 150 $33,366.00
927460105 VINTAGE PETE INC 1000 $33,430.00
619429103 MORTONS RESTAURANT GROUP INC 1050 $33,449.00
892331307 TOYOTA MOTOR CORP 243 $33,552.00
524651106 LEGATO SYS INC 1500 $33,616.00
890516107 TOOTSIE ROLL INDS INC 650 $33,709.00
359694106 FULLER H B CO 500 $33,755.00
69840W108 PANERA BREAD CO 2250 $33,755.00
858912108 STERICYCLE INC 950 $33,783.00
448407106 HUTCHINSON TECHNOLOGY INC 1600 $33,783.00
465714301 ITO YOKADO LTD 371 $34,047.00
200519106 COMMERCE BANCORP INC NJ 500 $34,079.00
871130100 SYBASE INC 1000 $34,079.00
891906109 TOTAL SYS SVCS INC 1450 $34,107.00
89336Q100 TRANS WORLD ENTMT CORP 1900 $34,135.00
913903100 UNIVERSAL HLTH SVCS INC 350 $34,227.00
680223104 OLD REP INTL CORP 1400 $34,227.00
637229105 NATIONAL PROCESSING INC 1850 $34,264.00
341140101 FLORIDA ROCK INDS INC 650 $34,311.00
032095101 AMPHENOL CORP NEW 350 $34,324.00
292448107 EMPRESAS ICA SOCIEDAD CONTRLAD 13737 $34,337.00
806407102 SCHEIN HENRY INC 1350 $34,505.00
565011103 MANUGISTICS GROUP INC 500 $34,635.00
391648102 GREATER BAY BANCORP 500 $34,635.00
46145F105 INVESTMENT TECHNOLOGY GRP NEW 550 $34,685.00
23251J106 CYBERSOURCE CORP 1700 $34,791.00
546011107 LOUIS DREYFUS NAT GAS CORP 750 $34,796.00
57383M108 MARVEL ENTERPRISES INC 3800 $34,836.00
421933102 HEALTH MGMT ASSOC INC NEW 1800 $34,837.00
723787107 PIONEER NAT RES CO 1850 $34,950.00
651718504 NEWPARK RES INC 2500 $34,957.00
92553N107 VIANT CORP 800 $35,116.00
595100108 MICRON ELECTRONICS INC 1900 $35,190.00
500643200 KORN FERRY INTL 750 $35,213.00
209759109 CONSOLIDATED PAPERS INC 650 $35,213.00
691471106 OXFORD HEALTH PLANS INC 1000 $35,282.00
232572107 CYMER INC 500 $35,376.00
784117103 SEI INVESTMENTS CO 600 $35,394.00
918914102 VALENCE TECHNOLOGY INC 1300 $35,514.00
29265N108 ENERGEN CORP 1100 $35,551.00
</TABLE>
<PAGE> 17
<TABLE>
<CAPTION>
---------------------------------------------------------------------------------------------------
CUSIP SECURITY SHARES HELD MARKET VALUE (C$)
---------------------------------------------------------------------------------------------------
<C> <S> <C> <C>
834706103 SOMERSET GROUP INC 1100 $35,653.00
371532102 GENESCO INC 1500 $35,699.00
759351109 REINSURANCE GROUP AMER INC 800 $35,709.00
591393103 METASOLV SOFTWARE INC 550 $35,857.00
449295104 ICOS CORP 550 $35,857.00
74955W307 R H DONNELLEY CORP 1250 $35,885.00
872362108 TD WATERHOUSE GRP INC 1400 $35,912.00
749719100 RSA SEC INC 350 $35,913.00
871503108 SYMANTEC CORP 450 $35,963.00
671059103 OTG SOFTWARE INC 850 $35,972.00
423452101 HELMERICH & PAYNE INC 650 $35,996.00
303726103 FAIRCHILD SEMICONDUCTOR INTL 600 $36,005.00
667280101 NORTHWEST AIRLS CORP 800 $36,079.00
913190104 UNITED WTR RES INC 700 $36,172.00
865077101 SUIZA FOODS CORP 500 $36,209.00
170388102 CHOICEPOINT INC 550 $36,265.00
067774109 BARNES & NOBLE INC 1100 $36,265.00
522015106 LEARNING TREE INTL INC 400 $36,302.00
450565106 ITLA CAP CORP 1700 $36,524.00
056033103 B2B INTERNET HOLDRS TR 600 $36,616.00
316326107 FIDELITY NATL FINL INC 1350 $36,629.00
068313105 BARRA INC 500 $36,718.00
45069F109 ITXC CORP 700 $36,723.00
579489105 MCCLATCHY CO 750 $36,811.00
82705T102 SILICON IMAGE INC 500 $36,950.00
524901105 LEGG MASON INC 500 $37,043.00
74157K101 PRIMEDIA INC 1100 $37,080.00
74834L100 QUEST DIAGNOSTICS INC 350 $37,112.00
759543101 REMEC INC 600 $37,228.00
412824104 HARLEYSVILLE GROUP INC 1500 $37,228.00
625367107 MULTEX COM INC 1000 $37,320.00
460254105 INTERNATIONAL RECTIFIER CORP 450 $37,339.00
363576109 GALLAGHER ARTHUR J & CO 600 $37,339.00
871543104 SYMMETRICOM INC 1000 $37,413.00
832248108 SMITHFIELD FOODS INC 900 $37,422.00
98974P100 ZIXIT CORP 550 $37,538.00
350404109 FOUNDATION HEALTH SYS INC 1950 $37,561.00
922206107 VARIAN INC 550 $37,589.00
158711101 CHAMPIONSHIP AUTO RACING TEAM 1000 $37,783.00
293904108 ENZON INC 600 $37,783.00
917047102 URBAN OUTFITTERS INC 2900 $37,865.00
743410102 PROLOGIS TR 1200 $37,894.00
53219L109 LIFEPOINT HOSPITALS INC 1150 $37,913.00
80218K105 SANTA FE SNYDER CORP 2250 $37,922.00
170040109 CHIRON CORP 150 $38,014.00
200336105 COMDISCO INC 1150 $38,019.00
606592202 MITCHELL ENERGY & DEV CORP 800 $38,080.00
</TABLE>
<PAGE> 18
<TABLE>
<CAPTION>
---------------------------------------------------------------------------------------------------
CUSIP SECURITY SHARES HELD MARKET VALUE (C$)
---------------------------------------------------------------------------------------------------
<C> <S> <C> <C>
056032105 BTU INTL INC 2150 $38,228.00
11776U102 BSQUARE CORP 1150 $38,232.00
903293405 U S G CORP 850 $38,256.00
968223206 WILEY JOHN & SONS INC 1150 $38,339.00
86768K106 SUNRISE ASSISTED LIVING INC 1400 $38,376.00
805468105 SAWTEK INC 450 $38,380.00
820280105 SHAW GROUP INC 550 $38,404.00
78388J106 SBA COMMUNICATIONS CORP 500 $38,478.00
206814105 CONE MLS CORP N C 4200 $38,503.00
74264T102 PRIORITY HEALTHCARE CORP 350 $38,538.00
594793101 MICREL INC 600 $38,616.00
713435105 PEPSI-GEMEX S A DE C V 5900 $38,788.00
879299105 TELECORP PCS INC 650 $38,825.00
22674V100 CRITICAL PATH INC 450 $38,880.00
292475209 EMULEX CORP 400 $38,931.00
640520300 NEORX CORP 1400 $39,154.00
74838C106 QUIKSILVER INC 1700 $39,199.00
151020104 CELGENE CORP 450 $39,256.00
43357B104 HISPANIC BROADCASTING CORP 800 $39,265.00
879101103 TEKELEC 550 $39,269.00
410768105 HANOVER COMPRESSOR CO 700 $39,413.00
406069104 HALL KINION ASSOCIATES INC 800 $39,487.00
45765U103 INSIGHT ENTERPRISES INC 450 $39,547.00
74837P108 QUICKLOGIC CORP 1200 $39,561.00
914900105 UNO RESTAURANT CORP 2500 $39,587.00
816850101 SEMTECH CORP 350 $39,664.00
45666T106 INFONET SVCS CORP 2250 $39,796.00
909420101 UNITED ASSET MGMT CORP 1150 $39,830.00
552763302 MGC COMMUNICATIONS INC 450 $39,964.00
58446B105 MEDIAPLEX INC 1400 $40,060.00
45662V105 INET TECHNOLOGIES INC 500 $40,191.00
37246E105 GENZYME TRANSGENICS CORP 1000 $40,191.00
00754A105 ADVANCED FIBRE COMMUNICATIONS 600 $40,283.00
459655106 INTERNATIONAL HOME FOODS INC 1300 $40,329.00
786449108 SAFEGUARD SCIENTIFICS INC 850 $40,379.00
023139108 AMBAC FINL GROUP INC 500 $40,608.00
74762E102 QUANTA SVCS INC 500 $40,747.00
007924103 AEGON N V 774 $40,856.00
644312100 NEW ERA OF NETWORKS INC 650 $40,932.00
96808B107 WILD OATS MARKETS INC 2200 $40,949.00
817565104 SERVICE CORP INTL 8700 $41,083.00
456727106 INFORMATION HLDGS INC 750 $41,117.00
40425P107 HNC SOFTWARE INC 450 $41,173.00
89579K109 TRIAD HOSPITALS INC 1150 $41,214.00
641234109 NEUBERGER BERMAN INC 600 $41,339.00
76182K105 REYNOLDS R J TOB HLDGS INC 1000 $41,394.00
480236108 JONES PHARMA INC 700 $41,422.00
</TABLE>
<PAGE> 19
<TABLE>
<CAPTION>
---------------------------------------------------------------------------------------------------
CUSIP SECURITY SHARES HELD MARKET VALUE (C$)
---------------------------------------------------------------------------------------------------
<C> <S> <C> <C>
858155203 STEELCASE INC 1650 $41,562.00
404681108 HADCO CORP 250 $41,580.00
373298702 GEORGIA PAC CORP 1300 $41,654.00
73172K104 POLYCOM INC 300 $41,825.00
612085100 MONTANA POWER CO 800 $41,857.00
036916104 ANSWERTHINK CONSULTING GROUP 1700 $41,877.00
379336100 GLOBAL INDS LTD 1500 $41,951.00
123162109 BUSH BOAKE ALLEN INC 650 $42,136.00
26875P101 EOG RES INC 850 $42,191.00
68232L100 ONDISPLAY INC 350 $42,233.00
64114R109 NETRO CORP 500 $42,506.00
89674K103 TRIQUINT SEMICONDUCTOR INC 300 $42,534.00
744282104 PROXICOM INC 600 $42,562.00
555904101 MACROVISION CORP 450 $42,620.00
034551101 ANDRX CORP 450 $42,620.00
761648104 REXALL SUNDOWN INC 1200 $42,673.00
89677M106 TRITON PCS HLDGS INC 500 $42,784.00
030111108 AMERICAN SUPERCONDUCTOR CORP 600 $42,895.00
904000106 ULTRAMAR DIAMOND SHAMROCK CORP 1167 $42,904.00
695934109 PAIRGAIN TECHNOLOGIES INC 850 $43,057.00
695210104 PACKETEER INC 1000 $43,155.00
863111100 STRATTEC SEC CORP 900 $43,340.00
00755F103 ADVANCED TISSUE SCIENCES INC 3650 $43,433.00
664397106 NORTHEAST UTILS 1350 $43,506.00
359586302 FUJI PHOTO FILM LTD 697 $43,763.00
811054204 SCRIPPS E W CO OHIO 600 $43,784.00
925815102 VICOR CORP 850 $43,844.00
62855J104 MYRIAD GENETICS INC 200 $43,881.00
756577102 RED HAT INC 1100 $44,108.00
002444107 AVX CORP NEW 1300 $44,182.00
989701107 ZIONS BANCORPORATION 650 $44,197.00
539451104 LO-JACK CORP 4300 $44,198.00
827064106 SILICON VY BANCSHARES 700 $44,210.00
822703609 SHELL TRANS & TRADING PLC 600 $44,395.00
06738E204 BARCLAYS PLC 300 $44,451.00
290846104 EMCORE CORP 250 $44,451.00
02145A109 ALTEON WEBSYSTEMS INC 300 $44,479.00
21887F100 CORIXA CORP 700 $44,534.00
426281101 HENRY JACK & ASSOC INC 600 $44,562.00
31787A101 FINISAR 1150 $44,622.00
453142101 IMPERIAL TOBACCO GROUP PLC 1560 $44,784.00
553444100 MPW INDUSTRIAL SVCS GROUP 3900 $44,784.00
784635104 SPX CORP 250 $44,798.00
068306109 BARR LABS INC 675 $44,819.00
438128308 HONDA MOTOR LTD 443 $45,127.00
716933106 PHARMACYCLICS INC 500 $45,192.00
554273102 MACDERMID INC 1300 $45,266.00
</TABLE>
<PAGE> 20
<TABLE>
<CAPTION>
---------------------------------------------------------------------------------------------------
CUSIP SECURITY SHARES HELD MARKET VALUE (C$)
---------------------------------------------------------------------------------------------------
<C> <S> <C> <C>
80004C101 SANDISK CORP 500 $45,330.00
713831105 PERICOM SEMICONDUCTOR CORP 450 $45,340.00
834092108 SOLA INTL INC 6300 $45,507.00
49337W100 KEYSPAN CORP 1000 $45,562.00
150921104 CELL GENESYS INC 1100 $45,636.00
217510106 COPPER MTN NETWORKS INC 350 $45,701.00
020813101 ALPHARMA INC 500 $46,118.00
980745103 WOODWARD GOVERNOR CO 1100 $46,145.00
404132102 HCC INS HLDGS INC 1650 $46,146.00
84760T100 SPECTRASITE HLDGS INC 1100 $46,248.00
577776107 MAXYGEN INC 550 $46,260.00
256159104 DOCUMENTUM INC 350 $46,349.00
94768C108 WEBMETHODS INC 200 $46,581.00
162456107 CHATTEM INC 2300 $46,644.00
009367103 AIRGATE PCS INC 600 $46,729.00
25385N101 DIGITAL IS INC DEL 650 $46,831.00
220406102 CORSAIR COMMUNICATIONS INC 1100 $46,859.00
125577106 CIT GROUP INC 1950 $46,951.00
090324104 BINDLEY WESTN INDS INC 1200 $47,006.00
451923106 ILEX ONCOLOGY INC 900 $47,007.00
896239100 TRIMBLE NAVIGATION LTD 650 $47,011.00
007094105 ADMINISTAFF INC 500 $47,044.00
67066G104 NVIDIA CORP 500 $47,090.00
053487104 AVANT CORP 1700 $47,189.00
713755106 PERFORMANCE FOOD GROUP CO 1000 $47,414.00
00508B102 ACTUATE CORP 600 $47,451.00
595017104 MICROCHIP TECHNOLOGY INC 550 $47,482.00
880775101 TERAYON COMMUNICATION SYS 500 $47,587.00
26881V100 E PIPHANY INC 300 $47,646.00
651824104 NEWPORT CORP 300 $47,729.00
91307C102 UNITED THERAPEUTICS CORP DEL 300 $48,174.00
872351408 TDK CORP 227 $48,182.00
71920Q100 PHONE COM INC 500 $48,248.00
037548104 APEX INC 750 $48,618.00
956188106 WEST TELESERVICES CORP 1300 $48,756.00
46114T102 INTERWOVEN INC 300 $48,889.00
695112102 PACIFICARE HEALTH SYS DEL 550 $49,049.00
450909106 IBIS TECHNOLOGY CORP 550 $49,202.00
336294103 FIRST SEC CORP DEL 2450 $49,232.00
032681108 ANALYSTS INTL CORP 3600 $49,671.00
031652100 AMKOR TECHNOLOGY INC 950 $49,706.00
532192101 LIFELINE SYS INC 2400 $49,785.00
638882100 NATURAL MICROSYSTEMS CORP 300 $49,979.00
617444104 MORGAN STAN D WITTER AFRIC INV 4252 $50,005.00
512807108 LAM RESEARCH CORP 900 $50,007.00
232806109 CYPRESS SEMICONDUCTOR CORP 800 $50,081.00
688271501 OSICOM TECHNOLOGIES INC 400 $50,156.00
</TABLE>
<PAGE> 21
<TABLE>
<CAPTION>
---------------------------------------------------------------------------------------------------
CUSIP SECURITY SHARES HELD MARKET VALUE (C$)
---------------------------------------------------------------------------------------------------
<C> <S> <C> <C>
75952U103 RELIASTAR FINL CORP 650 $50,502.00
74912E101 R & B FALCON CORP 1450 $50,622.00
233326107 DST SYS INC DEL 450 $50,758.00
45245W109 IMCLONE SYS INC 450 $50,966.00
35952H106 FUELCELL ENERGY INC 500 $51,165.00
12626K203 CRH PLC 1974 $51,185.00
054536107 AXA 439 $51,752.00
00504E100 ACTIVE SOFTWARE INC 450 $51,799.00
253855100 DIGITAL LIGHTWAVE INC 350 $52,119.00
58501T306 MEDITRUST CORP 9450 $52,508.00
75040P108 RADIO ONE INC 1200 $52,562.00
009363102 AIRGAS INC 6250 $52,665.00
372917104 GENZYME CORP 600 $52,841.00
580589109 MCGRATH RENTCORP 2100 $52,897.00
26874Q100 ENSCO INTL INC 1000 $53,063.00
318224102 FIREPOND INC 1000 $53,341.00
961238102 WESTPOINT STEVENS INC 3250 $53,573.00
74270W107 PROCOM TECHNOLOGY INC 700 $53,609.00
820286102 SHAW INDS INC 2900 $53,712.00
747277101 QLOGIC CORP 550 $53,836.00
433578507 HITACHI LIMITED 253 $54,028.00
92844S105 VISX INC DEL 1300 $54,053.00
129900106 CALIFORNIA AMPLIFIER INC 800 $54,230.00
127387108 CADENCE DESIGN SYSTEM INC 1800 $54,341.00
30226D106 EXTREME NETWORKS INC 350 $54,712.00
45169U105 IGATE CAPITAL CORP 2700 $55,008.00
125129106 CDW COMPUTER CTRS INC 600 $55,564.00
87924W109 TELE NORDESTE CELULAR PART S A 545 $55,921.00
863314100 STRIDE RITE CORP 6200 $56,268.00
835451105 SONIC CORP 1300 $56,582.00
006754105 ADECCO SA 360 $56,608.00
75621K304 RECKSON ASSOCS RLTY CORP 1517 $57,176.00
00846X105 AGILE SOFTWARE CORP DEL 550 $57,605.00
655042109 NOBLE DRILLING CORP 950 $57,975.00
131193104 CALLAWAY GOLF CO 2400 $58,007.00
591610100 METRO GOLDWYN MAYER INC 1500 $58,064.00
015351109 ALEXION PHARMACEUTICALS INC 550 $58,268.00
87307Q109 TV GUIDE INC 1150 $58,361.00
037899101 APPLEBEES INTL INC 1300 $58,387.00
235774106 DAN RIV INC GA 8300 $58,416.00
35138T107 FOX ENTMT GROUP INC 1300 $58,509.00
836151209 SOURCE INFORMATION MGMT CO 2600 $58,749.00
928298108 VISHAY INTERTECHNOLOGY INC 1050 $59,022.00
456607100 INDYMAC MTG HLDGS INC 2950 $59,280.00
225447101 CREE INC 300 $59,342.00
552953101 MGM GRAND INC 1250 $59,500.00
257661108 DONALDSON LUFKIN & JENRETTE NW 950 $59,735.00
</TABLE>
<PAGE> 22
<TABLE>
<CAPTION>
---------------------------------------------------------------------------------------------------
CUSIP SECURITY SHARES HELD MARKET VALUE (C$)
---------------------------------------------------------------------------------------------------
<C> <S> <C> <C>
411352404 HANSON PLC 1145 $59,803.00
489170100 KENNAMETAL INC 1900 $60,350.00
03071D109 AMERIPATH INC 4600 $60,490.00
154647101 CENTRAL NEWSPAPERS INC 650 $60,916.00
74369L103 PROTEIN DESIGN LABS INC 250 $61,103.00
600544100 MILLER HERMAN INC 1600 $61,342.00
05965F108 BANCO SANTANDER CHILE 2589 $61,378.00
053807103 AVNET INC 700 $61,454.00
111620100 BROADWING INC 1600 $61,489.00
571834100 MARSHALL & ILSLEY CORP 1000 $61,491.00
45885A102 INTERNAP NETWORK SVCS CORP 1000 $61,513.00
629568106 NABORS INDS INC 1000 $61,582.00
923433106 VERIO INC 750 $61,658.00
118255108 BUCKEYE TECHNOLOGIES INC 1900 $61,758.00
317492106 FINANCIAL FED CORP 2400 $61,787.00
458118106 INTEGRATED DEVICE TECHNOLOGY 700 $62,102.00
989207105 ZEBRA TECHNOLOGIES CORP 950 $62,374.00
92532F100 VERTEX PHARMACEUTICALS INC 400 $62,454.00
124875105 CCB FINL CORP 1150 $63,046.00
550818108 LYCOS INC 800 $64,009.00
071593107 BATTLE MTN GOLD CO 19850 $64,324.00
835470105 SONICWALL INC 500 $65,241.00
44107P104 HOST MARRIOTT CORP NEW 4773 $66,302.00
55261F104 M & T BK CORP 100 $66,677.00
89531P105 TREX INC 900 $66,677.00
746144104 PURCHASEPRO COM 1100 $66,825.00
68750P103 ORTHODONTIC CTRS AMER INC 2000 $67,047.00
172908105 CINTAS CORP 1250 $67,949.00
126117100 CNA FINL CORP 1350 $68,010.00
987434107 YOUNG BROADCASTING INC 1800 $68,509.00
483600102 KANA COMMUNICATIONS 750 $68,760.00
809090103 SCITEX LTD 4200 $68,840.00
37637Q105 GLACIER BANCORP INC NEW 3528 $68,938.00
553477100 MRV COMMUNICATIONS INC 700 $69,751.00
50216C108 LSI INDS INC 3100 $69,758.00
90334D109 U S AGGREGATES INC 2600 $69,825.00
911312106 UNITED PARCEL SERVICE INC 800 $69,936.00
29410P107 EPCOS AG 480 $70,055.00
027070101 AMERICAN ITALIAN PASTA CO 2300 $70,499.00
285218103 ELECTRO RENT CORP 3900 $70,788.00
939640108 WASHINGTON POST CO 100 $70,825.00
337489504 FIRST WASH RLTY TR INC 2200 $71,916.00
225756105 CRESCENT REAL ESTATE EQUITIES 2400 $72,900.00
902549500 UAL CORP 850 $73,283.00
595094103 MICROMUSE INC 300 $73,559.00
576674105 MATERIAL SCIENCIES CORP 5000 $74,085.00
781182100 RUBY TUESDAY INC 4000 $74,453.00
</TABLE>
<PAGE> 23
<TABLE>
<CAPTION>
---------------------------------------------------------------------------------------------------
CUSIP SECURITY SHARES HELD MARKET VALUE (C$)
---------------------------------------------------------------------------------------------------
<C> <S> <C> <C>
04289L107 ART TECHNOLOGY GROUP INC 500 $74,779.00
37803P105 GLENBOROUGH RLTY TR INC 2900 $74,926.00
20564D107 COMSAT CORP 2050 $74,986.00
739308104 POWER-ONE INC 450 $75,969.00
65333U104 NEXT LEVEL COMM INC 600 $76,234.00
83402P104 SOFTWARE COM INC 400 $76,974.00
542073101 LONDON PAC GROUP LTD 4000 $77,048.00
64107E107 NET GENESIS CORP 2900 $77,611.00
78462K102 SPSS INC 1800 $77,678.00
859152100 STERIS CORP 6000 $78,901.00
045919107 AT HOME CORP 2600 $79,938.00
871508107 SYMBOL TECHNOLOGIES INC 1000 $80,012.00
084423102 BERKLEY W R CORP 2900 $80,567.00
41014S106 HANCOCK JOHN FINL SVCS INC 2300 $80,723.00
379571102 GLOBESPAN INC 450 $81,397.00
361268105 G & K SVCS INC 2200 $81,696.00
81760N109 SERVICEMASTER CO 4850 $81,744.00
278762109 ECHOSTAR COMMUNICATIONS NEW 1700 $83,398.00
922380100 VASTAR RES INC 700 $85,179.00
74834T103 QUEST SOFTWARE INC 1050 $86,152.00
049513104 ATMEL CORP 1600 $87,420.00
131347106 CALPINE CORP 900 $87,680.00
01855A101 ALLIANCE CAP MGMT HLDG L P 1250 $87,859.00
942622200 WATSCO INC 4800 $88,902.00
174420109 CITIZENS BKG CORP MICH 3700 $89,000.00
126583103 CUNO INC 2600 $89,087.00
75409P202 RATIONAL SOFTWARE CORP 650 $89,508.00
46624A106 JP REALTY INC 3400 $89,733.00
904677101 UNIFI INC 4900 $89,847.00
781904107 RURAL CELLULAR CORP 800 $90,754.00
863667101 STRYKER CORP 1400 $90,754.00
984846105 YANZHOU COAL MNG CO LTD 6131 $90,843.00
428358105 HI / FN INC 1400 $92,051.00
60851C107 MOLECULAR DEVICES CORP 900 $92,263.00
029912201 AMERICAN TOWER CORP 1500 $92,652.00
713409100 PEPSI BOTTLING GROUP INC 2168 $93,758.00
698813102 PAPA JOHNS INTL INC 2600 $94,384.00
12686C109 CABLEVISION SYS CORP 950 $95,542.00
597911106 MIDWEST EXPRESS HLDGS INC 3000 $95,570.00
465855104 IVEX PACKAGING CORP DEL 5800 $95,607.00
829073105 SIMPSON MANUFACTURING CO INC 1350 $95,638.00
928502301 VITRO SOCIEDAD ANONIMA 20272 $95,728.00
863236105 STRAYER ED INC 2700 $96,014.00
03748R101 APARTMENT INVT & MGMT CO 1500 $96,125.00
927646109 VIRATA CORP 1100 $97,181.00
637071101 NATIONAL-OILWELL INC 2000 $97,422.00
829909100 SIPEX CORP 2400 $98,457.00
</TABLE>
<PAGE> 24
<TABLE>
<CAPTION>
---------------------------------------------------------------------------------------------------
CUSIP SECURITY SHARES HELD MARKET VALUE (C$)
---------------------------------------------------------------------------------------------------
<C> <S> <C> <C>
37957X102 GLOBO CABO S A 4800 $98,681.00
20563P101 COMPX INTERNATIONAL INC 3300 $99,318.00
198516106 COLUMBIA SPORTSWEAR CO 2500 $99,552.00
755267101 READERS DIGEST ASSN INC 1700 $100,126.00
227573102 CROSS TIMBERS OIL CO 3100 $101,626.00
670823103 O CHARLEYS INC 5100 $102,960.00
802233106 SANTA ISABEL S A 8943 $105,384.00
695257105 PACTIV CORP 9065 $105,774.00
599902103 MILLENNIUM PHARMACEUTICALS INC 650 $107,747.00
042260109 ARMOR HOLDINGS INC 5600 $107,868.00
379352404 GLOBAL MARINE INC 2600 $108,588.00
736126103 PORTAL SOFTWARE INC 1150 $108,840.00
829226109 SINCLAIR BROADCAST GROUP INC 6700 $109,201.00
69332S201 PE CORP 800 $110,831.00
979438108 WOODHEAD INDS INC 4100 $110,868.00
926734104 VIGNETTE CORP 1450 $111,752.00
26816Q101 DYNEGY INC NEW 1150 $116,401.00
415864107 HARSCO CORP 3150 $119,018.00
828806109 SIMON PPTY GROUP INC NEW 3650 $119,992.00
117769109 BUCA INC 5200 $120,388.00
00808V105 AETHER SYS INC 400 $121,499.00
750917106 RAMBUS INC DEL 800 $122,092.00
492914106 KEY ENERGY SVCS INC 9000 $128,352.00
039793104 ARDEN RLTY GROUP INC 3700 $128,834.00
700690100 PARK PL ENTMT CORP 7150 $129,111.00
073325102 BEA SYS INC 1800 $131,852.00
M8743P105 TECNOMATIX TECHNOLOGIES LTD 6700 $135,261.00
P74823108 PANAMERICAN BEVERAGES INC 6200 $137,219.00
35063R100 FOUNDRY NETWORKS INC 850 $139,169.00
111412102 BROADVISION INC 1850 $139,283.00
M81873107 RADWARE LTD 3550 $139,391.00
457277101 INKTOMI CORP 800 $140,169.00
277276101 EASTGROUP PPTY INC 4500 $140,434.00
346091606 FOREST OIL CORP 6050 $142,864.00
577933104 MAXIMUS INC 4400 $144,244.00
643872104 NEW ENGLAND BUSINESS SVC INC 6000 $144,466.00
957090103 WESTAMERICA BANCORPORATION 3750 $145,160.00
042476101 ARMSTRONG WORLD INDS INC 9663 $147,964.69
85590A203 STARWOOD HOTELS&RESORTS WRLDWD 3100 $148,413.00
861012102 STMICROELECTRONICS N V 1569 $149,221.00
345838106 FOREST LABS INC 1000 $149,652.00
898592506 TUBOS DE ACERO DE MEXICO S A 7353 $151,167.00
087509105 BETHLEHEM STL CORP 39765 $155,592.75
08160H101 BENCHMARK ELECTRS INC 2900 $157,104.00
G6852T105 PARTNERRE LTD 3000 $157,521.00
74730W101 QUADRAMED CORP 126578 $158,222.50
29476L107 EQUITY RESIDENTIAL PPTYS TR 2350 $160,172.00
</TABLE>
<PAGE> 25
<TABLE>
<CAPTION>
---------------------------------------------------------------------------------------------------
CUSIP SECURITY SHARES HELD MARKET VALUE (C$)
---------------------------------------------------------------------------------------------------
<C> <S> <C> <C>
88162G103 TETRA TECH INC NEW 4795 $162,521.00
69073F103 OWENS CORNING 16549 $167,487.75
300645108 EXAR CORP 1300 $167,941.00
928497106 VITESSE SEMICONDUCTOR CORP 1550 $168,945.00
749941100 RF MICRODEVICES INC 1303 $169,174.00
302712104 F Y I INC 3400 $169,708.00
002451102 AXA FINL INC 3400 $171,285.00
032657207 ANALOGIC CORP 2900 $171,877.00
901145102 TV AZTECA S A DE C V 8800 $171,945.00
457667103 INSITUFORM TECHNOLOGIES INC 4300 $172,822.00
580037109 MCDERMOTT INTL INC 17997 $173,835.69
718252604 PHILIPPINE LONG DISTANCE TEL 6650 $174,896.00
03937R102 ARCH CHEMICALS INC 5400 $175,026.00
25500M103 DITECH COMMUNICATIONS CORP 1250 $175,141.00
90400P101 ULTRAPAR PARTICIPACOES S A 12100 $178,156.00
059538207 BANCO DE GALICIA Y BUENOS AIRE 8323 $182,665.00
90328W105 U S CAN CORP 7100 $182,786.00
147528103 CASEYS GEN STORES INC 11900 $182,935.00
462846106 IRON MTN INC PA 3650 $183,879.00
460043102 INTERNATIONAL MULTIFOODS CORP 7200 $184,689.00
465754109 I2 TECHNOLOGIES INC 1197 $184,924.00
913004107 UNITED STATIONERS INC 3950 $189,482.00
217016104 COORS ADOLPH CO 2130 $190,939.00
58977Q109 MERIDIAN RESOURCE CORP 22680 $191,112.00
170228100 CHITTENDEN CORP 5400 $195,525.00
819486101 SHARED MED SYS CORP 1820 $196,689.00
294741103 EQUITY OFFICE PROPERTIES TRUST 4850 $198,067.00
784028102 SCP POOL CORP 5700 $198,474.00
640204202 NEIMAN MARCUS GROUP INC 4500 $201,276.00
851783100 SPRINGS INDS INC 5653 $202,140.00
059644104 BANCO RIO DE LA PLATA SA 9420 $204,130.00
859823106 STET HELLAS COMMUNICATIONS S A 6970 $205,258.00
228569109 CROWN RES CORP 211950 $206,015.00
191241108 COCA-COLA FEMSA S A DE C V 7400 $206,957.00
413086109 HARMAN INTL INDS INC 2300 $207,883.00
86764P109 SUNOCO INC 4814 $209,971.00
65332K107 NEXTCARD INC 16800 $211,587.00
059504100 BANCO DE A EDWARDS 10616 $212,351.00
390064103 GREAT ATLANTIC & PAC TEA INC 11667 $213,656.00
291525103 EMMIS COMMUNICATIONS CORP 3500 $214,569.00
84476R109 SOUTHWEST BANCORPORATION TEX 7000 $215,217.00
096055108 BLUE SQUARE - ISRAEL LTD 14590 $216,180.00
591689104 METROMEDIA FIBER NETWORK INC 3700 $217,576.00
654894104 NOBLE AFFILIATES INC 3950 $218,014.00
G2519Y108 CREDICORP LTD 16600 $221,366.00
782352108 RUSSELL CORP 10009 $221,490.00
88632Q103 TIBCO SOFTWARE INC 1400 $222,444.00
</TABLE>
<PAGE> 26
<TABLE>
<CAPTION>
---------------------------------------------------------------------------------------------------
CUSIP SECURITY SHARES HELD MARKET VALUE (C$)
---------------------------------------------------------------------------------------------------
<C> <S> <C> <C>
591520200 METHODE ELECTRS INC 3900 $223,200.00
653520106 NIAGARA MOHAWK HLDGS INC 10812 $223,273.00
831865209 SMITH A O 7250 $224,912.00
564055101 MANOR CARE INC NEW 29940 $227,761.00
12561W105 CLECO CORP NEW 4800 $238,258.00
743312100 PROGRESS SOFTWARE CORP 9100 $241,853.00
M7531S107 ORCKIT COMMUNICATIONS LTD 5470 $244,160.00
70159Q104 PARKWAY PPTYS INC 5450 $246,296.00
109043109 BRIGGS & STRATTON CORP 6687 $251,038.25
682680103 ONEOK INC NEW 8875 $253,533.06
587188103 MENTOR CORP MINN 6300 $253,783.00
Y02516105 ASE TEST LTD 6000 $261,701.00
261018105 DOWNEY FINL CORP 6100 $262,113.00
731095105 POLAROID CORP 13318 $262,680.44
637657107 NATIONAL SVC INDS INC 12299 $263,548.00
257661504 DONALDSON LUFKIN & JENRETTE NW 25000 $263,928.00
M7061C100 M SYS FLASH DISK PIONEERS LTD 2292 $264,468.00
855546107 STARMEDIA NETWORK INC 9550 $267,086.00
778529107 ROSTELECOM OPEN JT STK LNG DST 13260 $267,695.00
444859102 HUMANA INC 50461 $269,952.50
115236101 BROWN & BROWN INC 3550 $273,522.00
714046109 PERKINELMER INC 2794 $273,749.00
38388F108 GRACE W R & CO DEL NEW 20520 $274,037.00
216831107 COOPER TIRE & RUBR CO 22384 $274,042.38
981811102 WORTHINGTON INDS INC 24812 $281,375.00
543162101 LONGS DRUG STORES CORP 11839 $282,496.75
64352U103 NEW CENTURY ENERGIES INC 6450 $286,709.00
693200107 PC HLDGS S A 10612 $287,934.00
595635103 MIDCAP SPDR TR 2200 $289,302.00
29244T101 EMPRESA NACIONAL DE ELCTRCIDAD 18194 $298,210.00
98141A101 WORLD ACCESS INC 18200 $298,308.00
878555101 TECHNITROL INC 2100 $301,434.00
745867101 PULTE CORP 12647 $302,282.88
493308100 KEYNOTE SYS INC 2900 $303,200.00
757209101 REDBACK NETWORKS INC 1150 $303,304.00
40050A102 GRUPO ELEKTRA SA DE CV 20000 $303,749.00
V7780T103 ROYAL CARIBBEAN CRUISES LTD 11250 $308,379.00
486168107 KAUFMAN & BROAD HOME CORP 14325 $310,286.19
537008104 LITTELFUSE INC 4300 $312,194.00
058498106 BALL CORP 8884 $313,114.25
737628107 POTLATCH CORP 8703 $317,471.25
290151109 ELOYALTY CORP 17000 $321,159.00
G02602103 AMDOCS LTD 2920 $332,064.00
87944E105 TELEMIG CELULAR PART S A 3163 $335,093.00
278642103 EBAY INC 4200 $337,991.00
156700106 CENTURYTEL INC 7950 $338,661.00
758110100 REEBOK INTL LTD 18915 $342,226.75
</TABLE>
<PAGE> 27
<TABLE>
<CAPTION>
---------------------------------------------------------------------------------------------------
CUSIP SECURITY SHARES HELD MARKET VALUE (C$)
---------------------------------------------------------------------------------------------------
<C> <S> <C> <C>
125750109 CMGI INC 5050 $342,792.00
296643109 ESPEED INC 5400 $347,547.00
748718103 QUINENCO S A 24065 $347,657.00
577128101 MATTHEWS INTL CORP 8300 $356,645.00
884315102 THOMAS & BETTS CORP 17281 $361,554.75
78440P108 SK TELECOM LTD 6752 $363,281.00
20440X103 COMPANHIA CERVEJARIA BRAHMA 14712 $370,579.00
231021106 CUMMINS ENGINE INC 12520 $374,760.25
254067101 DILLARDS INC 27969 $375,104.00
783549108 RYDER SYS INC 18022 $375,469.81
893953109 TRAVELOCITY COM INC 15500 $376,074.00
887389104 TIMKEN CO 18405 $376,643.00
711030106 PEOPLES ENERGY CORP 10747 $383,444.25
M0392N101 ALADDIN KNOWLEDGE SYS LTD 16620 $389,384.00
026375105 AMERICAN GREETINGS CORP 18868 $389,454.00
64125C109 NEUROCRINE BIOSCIENCES INC 7400 $389,923.00
811371707 SEA CONTAINERS LTD 12500 $391,262.00
38141G104 GOLDMAN SACHS GROUP INC 2800 $393,614.00
254753106 DISTRIBUCION Y SERVICIO D&S SA 15375 $395,823.00
947074100 WEATHERFORD INTL INC 6735 $397,294.00
98975F101 ZORAN CORP 4090 $399,589.00
879238103 TELE CELULAR SUL PART S A 6040 $404,964.00
N7716A102 SAPIENS INTL CORP N V 44300 $414,316.00
899896104 TUPPERWARE CORP 17289 $416,750.00
43740K100 HOMEGROCER COM INC 48250 $431,169.00
252787106 DIAMONDS TR 2900 $448,492.00
817523103 SEROLOGICALS CORP 60900 $451,178.00
132524109 CAMBRIDGE TECH PARTNERS MASS 35300 $455,987.00
87923P105 TELE CENTRO OESTE CELULAR S A 25800 $458,735.00
653656108 NICE SYS LTD 4053 $463,534.00
097383103 BOISE CASCADE CORP 16602 $465,323.25
152312104 CENTEX CORP 18012 $465,822.00
654086107 NICOR INC 13669 $485,585.88
427056106 HERCULES INC 32216 $496,982.00
224399105 CRANE CO 18636 $501,124.88
23332B106 DSP GROUP INC 6045 $501,585.00
222814204 COVAD COMMUNICATIONS GROUP INC 21050 $502,936.00
05965L105 BANCO SANTIAGO 19042 $504,335.00
117043109 BRUNSWICK CORP 27477 $506,023.25
833034101 SNAP ON INC 17934 $527,216.63
748767100 QUINTILES TRANSNATIONAL CORP 34229 $528,316.00
48203R104 JUNIPER NETWORKS INC 2500 $539,198.00
032165102 AMSOUTH BANCORPORATION 23150 $540,247.00
803069202 SAPPI LTD 50000 $546,377.00
081437105 BEMIS INC 15185 $549,971.25
27637F100 EASTERN ENTERPRISES 8021 $551,026.00
302491303 F M C CORP 8815 $553,988.00
</TABLE>
<PAGE> 28
<TABLE>
<CAPTION>
---------------------------------------------------------------------------------------------------
CUSIP SECURITY SHARES HELD MARKET VALUE (C$)
---------------------------------------------------------------------------------------------------
<C> <S> <C> <C>
20441B407 COMPANHIA PARANAENSE ENERG COP 40318 $556,292.00
589433101 MEREDITH CORP 15093 $557,120.75
248019101 DELUXE CORP 21721 $561,317.88
013068101 ALBERTO CULVER CO 16780 $562,891.25
29274F104 ENERSIS S A 19110 $564,522.00
185896107 CLEVELAND CLIFFS INC 14800 $566,036.00
90337T101 USX-U S STL 27561 $568,339.44
767754104 RITE AID CORP 78826 $570,011.13
390568103 GREAT LAKES CHEM CORP 16463 $570,129.00
628716102 NABI INC 53250 $576,921.00
20440T201 COMPANHIA BRASILEIRA DE DISTRB 12400 $590,236.00
690768403 OWENS ILL INC 46294 $603,651.81
437614100 HOMESTAKE MNG CO 80486 $612,875.38
471112102 JARDINE FLEMING INDIA FD INC 37000 $616,758.00
91529Y106 UNUMPROVIDENT CORP 21369 $635,212.00
M88258104 TTI TEAM TELECOM INTL LTD 11910 $635,294.00
019589308 ALLIED WASTE INDS INC 58147 $643,128.00
228255105 CROWN CORK & SEAL INC 39058 $645,914.00
282056100 EFFICIENT NETWORKS INC 5950 $648,531.00
052769106 AUTODESK INC 17294 $655,022.88
63934E108 NAVISTAR INTL CORP NEW 19082 $655,994.38
87956P105 TELEWEST COMMUNICATIONS PLC 12000 $657,875.00
204421101 COMPANIA ANONIMA NACIONL TEL 16370 $659,433.00
237194105 DARDEN RESTAURANTS INC 37132 $661,593.25
74838Y108 QUILMES INDL QUINSA SOCIETE 40506 $667,698.00
974280109 WINN DIXIE STORES INC 43218 $677,408.81
539320101 LIZ CLAIBORNE INC 17348 $683,699.25
983759101 XM SATELLITE RADIO HLDGS INC 12500 $693,381.00
695629105 PAINE WEBBER GROUP INC 10300 $694,399.00
879252104 TELE SUDESTE CELULAR PART S A 15447 $698,070.00
292845104 ENGELHARD CORP 37940 $707,435.31
854616109 STANLEY WKS 27061 $711,650.50
950590109 WENDYS INTL INC 35895 $713,129.44
696429307 PALL CORP 35857 $718,418.00
651290108 NEWFIELD EXPL CO 12500 $724,644.00
038496204 ARACRUZ CELULOSE S A 25548 $731,046.00
454090101 INDIA GROWTH FD INC 44000 $741,591.00
879868107 TEMPLE INLAND INC 16207 $754,033.00
M47298100 GALILEO TECHNOLOGY LTD 23813 $758,601.00
456788108 INFOSYS TECHNOLOGIES LTD 2900 $761,631.00
546347105 LOUISIANA PAC CORP 56533 $779,987.13
591324108 METALS USA INC 112600 $781,977.00
204429104 COMPANIA CERVECERIAS UNIDAS SA 23330 $784,246.00
780287108 ROYAL GOLD INC 192500 $784,375.00
961548104 WESTVACO CORP 29190 $784,667.31
471110106 JARDINE FLEMING CHINA REGION 68000 $787,103.00
368689105 GENE LOGIC INC 14900 $787,874.00
</TABLE>
<PAGE> 29
<TABLE>
<CAPTION>
---------------------------------------------------------------------------------------------------
CUSIP SECURITY SHARES HELD MARKET VALUE (C$)
---------------------------------------------------------------------------------------------------
<C> <S> <C> <C>
824911101 SHOPKO STORES INC 35000 $797,340.00
044204105 ASHLAND INC 20906 $799,997.75
79377W108 SAKS INC 51650 $803,563.00
500634100 KOREA FD 39000 $812,592.00
067383109 BARD C R INC 15355 $814,092.25
674599105 OCCIDENTAL PETE CORP DEL 26380 $823,256.00
460939309 INTRANET SOLUTIONS INC 14600 $830,160.00
343861100 FLUOR CORP 23731 $832,770.25
337162101 FIRST TENN NATL CORP 34200 $839,266.00
52729N100 LEVEL 3 COMMUNICATIONS INC 6450 $841,013.00
826552101 SIGMA ALDRICH CORP 26064 $841,344.75
786429100 SAFECO CORP 38777 $848,700.38
868536103 SUPERVALU INC 40693 $859,612.19
111013108 BRITISH SKY BROADCASTING GROUP 5000 $860,313.00
418056107 HASBRO INC 52090 $862,791.06
N07045102 ASM INTL N V 22000 $863,832.00
337738108 FISERV INC 13500 $865,128.00
023135106 AMAZON COM INC 17500 $871,598.00
M51474100 GILAT SATELLITE NETWORKS LTD 8532 $877,030.00
413619107 HARRAHS ENTMT INC 37817 $877,323.50
75952J108 RELIANT ENERGY INC 20434 $895,051.00
400131306 GRUMA S A DE CV 130000 $900,119.00
034425108 ANDREW CORP 24491 $904,960.88
723484101 PINNACLE WEST CAP CORP 24736 $909,730.00
49455P101 KINDER MORGAN INC KANS 17850 $914,108.00
911300200 UNITED PAN-EUROPE COMMUNCTN NV 23000 $920,136.00
749121109 QWEST COMMUNICATIONS INTL INC 12550 $923,947.00
82929L109 SINGAPORE FD INC 90000 $925,070.00
832727101 SMURFIT-STONE CONTAINER CORP 48601 $927,147.00
879273209 TELECOMM ARGENTINA STET-FRANCE 22884 $932,449.00
911905107 US AIRWAYS GROUP INC 21367 $934,346.00
561232109 MALLINCKRODT INC NEW 19970 $947,729.19
629526104 NABISCO HLDGS CORP 12200 $949,029.00
G3529L102 FLAG TELECOM HOLDINGS LTD 43200 $952,141.00
87155S108 SYMYX TECHNOLOGIES 15150 $956,477.00
030411102 AMERICAN WTR WKS INC 25850 $957,549.00
257867101 DONNELLEY R R & SONS CO 38220 $959,723.19
779382100 ROWAN COS INC 28742 $964,002.88
92829S104 VISIBLE GENETICS INC 14500 $969,495.00
918204108 V F CORP 36781 $983,388.56
804099109 SATYAM INFOWAY LTD 30000 $989,035.00
891027104 TORCHMARK CORP 37325 $999,538.81
665772109 NORTHN STS PWR CO MINN 45783 $1,002,732.81
384802104 GRAINGER W W INC 29443 $1,009,560.44
053332102 AUTOZONE INC 41444 $1,010,684.00
969133107 WILLAMETTE INDS INC 33910 $1,020,237.50
693718108 PACCAR INC 23365 $1,022,881.94
</TABLE>
<PAGE> 30
<TABLE>
<CAPTION>
---------------------------------------------------------------------------------------------------
CUSIP SECURITY SHARES HELD MARKET VALUE (C$)
---------------------------------------------------------------------------------------------------
<C> <S> <C> <C>
01741R102 ALLEGHENY TECHNOLOGIES INC 38775 $1,034,153.00
208464107 CONSECO INC 97048 $1,035,359.00
216669101 COOPER INDS INC 28796 $1,038,528.31
578592107 MAYTAG CORP 25159 $1,040,425.13
099709107 BORDERS GROUP INC 45250 $1,043,385.00
670006105 NOVELL INC 102303 $1,049,832.00
524660107 LEGGETT & PLATT INC 58450 $1,054,238.00
699173100 PARAMETRIC TECHNOLOGY CORP 86225 $1,054,343.00
422806208 HEICO CORP NEW 58100 $1,054,564.00
045235108 ASPECT MED SYS INC 26400 $1,056,156.00
093671105 BLOCK H & R INC 30015 $1,071,590.50
G7805C108 SANTA FE INTL CORP 20750 $1,074,148.00
382550101 GOODYEAR TIRE & RUBR CO 48505 $1,075,824.00
482584109 K MART CORP 144362 $1,078,334.88
423325307 HELLENIC TELECOM ORGANIZATN SA 59940 $1,082,366.00
730450103 POHANG IRON & STL LTD 30714 $1,092,215.00
883556102 THERMO ELECTRON CORP 47589 $1,105,600.19
629360306 NPC INTERNATIONAL INC 83600 $1,110,868.00
69351T106 PPL CORP 45558 $1,114,952.94
871206108 SYCAMORE NETWORKS INC 6900 $1,128,445.00
446150104 HUNTINGTON BANCSHARES INC 66045 $1,141,548.81
235811106 DANA CORP 48397 $1,146,191.38
126501105 CTS CORP 17350 $1,156,838.00
302130109 EXPEDITORS INTL WASH INC 16450 $1,157,764.00
76132M102 REUTERS GROUP PLC 7900 $1,169,806.00
638539403 NATIONAL WESTMINSTER BK PLC 6800 $1,173,804.00
222372104 COUNTRYWIDE CR INDS INC DEL 35079 $1,178,342.63
94844D104 WEBTRENDS CORP 20600 $1,180,845.00
879131100 TEKTRONIX INC 14571 $1,185,227.00
635905102 NATIONAL HEALTH REALTY INC 118768 $1,188,065.50
413160102 HARMONIC INC 32439 $1,189,606.00
206186108 CONCORD COMMUNICATIONS INC 20200 $1,193,473.00
679833103 OLD KENT FINL CORP 40835 $1,193,790.00
G90078109 TRANSOCEAN SEDCO FOREX INC 15138 $1,198,591.00
115637209 BROWN FORMAN CORP 20469 $1,204,422.00
432848109 HILTON HOTELS CORP 115544 $1,205,810.63
349631101 FORTUNE BRANDS INC 47849 $1,212,914.06
816851109 SEMPRA ENERGY 64513 $1,223,543.00
144141108 CAROLINA PWR & LT CO 38316 $1,223,717.25
62886E108 NCR CORP NEW 28733 $1,229,448.94
844730101 SOUTHTRUST CORP 50045 $1,237,983.63
277432100 EASTMAN CHEM CO 23504 $1,239,530.00
908068109 UNION PLANTERS CORP 40527 $1,240,550.19
24783N102 DELTATHREE COM INC 57500 $1,240,650.00
151290889 CEMEX S A 35897 $1,243,275.00
294429105 EQUIFAX INC 43220 $1,252,651.50
283905107 EL PASO ENERGY CORP DEL 16600 $1,252,859.00
</TABLE>
<PAGE> 31
<TABLE>
<CAPTION>
---------------------------------------------------------------------------------------------------
CUSIP SECURITY SHARES HELD MARKET VALUE (C$)
---------------------------------------------------------------------------------------------------
<C> <S> <C> <C>
785905100 SABRE HLDGS CORP 39766 $1,253,977.00
12541W100 C H ROBINSON WORLDWIDE INC 17100 $1,254,186.00
37936U104 GLOBAL TELESYSTEMS GROUP 70370 $1,257,672.00
12613R104 CNET NETWORKS INC 34600 $1,259,216.00
790849103 ST JUDE MED INC 25380 $1,280,565.13
007942204 ADVANTA CORP 102000 $1,284,635.00
512815101 LAMAR ADVERTISING CO 20150 $1,293,135.00
110448107 BRITISH AMERN TOB PLC 65000 $1,294,125.00
659424105 NORTH FORK BANCORPORATION NY 58350 $1,307,666.00
81788Q100 724 SOLUTIONS INC 20115 $1,307,669.00
172474108 CINERGY CORP 47194 $1,311,394.56
749651105 R O C TAIWAN FD 102000 $1,312,897.00
216640102 COOPER CAMERON CORP 13500 $1,320,196.00
29258N107 ENDESA S A 45885 $1,325,763.00
969455104 WILLIAMS COMMUNICATIONS GROUP 27550 $1,354,722.00
701094104 PARKER HANNIFIN CORP 35517 $1,359,117.50
987425105 YOUNG & RUBICAM INC 21672 $1,359,194.88
550375109 LUNDIN OIL AB 407772 $1,359,441.00
499040103 KNIGHT RIDDER INC 23340 $1,361,757.38
071707103 BAUSCH & LOMB INC 16024 $1,362,294.13
879382208 TELEFONICA S A 14408 $1,367,618.00
686091109 O REILLY AUTOMOTIVE INC 67000 $1,377,426.00
001765106 AMR CORP 47015 $1,384,156.06
670100205 NOVO-NORDISK A S 11100 $1,389,761.00
826428104 SIERRA PAC RES NEW 74800 $1,392,262.00
78442A109 SLM HLDG CORP 37587 $1,407,163.31
895953107 TRICON GLOBAL RESTAURANTS 45320 $1,415,445.00
868168105 SUPERIOR INDS INTL INC 37200 $1,419,321.00
758940100 REGIONS FINL CORP 65458 $1,420,650.25
928241108 VIROPHARMA INC 62000 $1,435,398.00
204449300 COMPANIA DE TELECOMUNICS CHILE 53733 $1,443,044.00
169373107 CHINA FD INC 102000 $1,445,139.00
05964H105 BANCO SANTANDER CENT HISPANO 94371 $1,450,732.00
559776109 MAGYAR TAVKOZLESI RT 28463 $1,452,334.00
38059T106 GOLD FIELDS LTD NEW 250000 $1,458,364.00
81211K100 SEALED AIR CORP NEW 25417 $1,465,913.25
439104100 HOOPER HOLMES INC 125000 $1,481,701.00
89589H104 TRIANGLE PHARMACEUTICALS INC 110500 $1,483,703.00
866005101 SUMMIT BANCORP 54474 $1,486,730.00
358029106 FRESENIUS MED CARE AG 38400 $1,489,970.00
341109106 FLORIDA PROGRESS CORP 29169 $1,491,485.38
929160109 VULCAN MATLS CO 31478 $1,493,818.38
925529208 VIATEL INC 35300 $1,493,908.00
896263100 TRIMERIS INC 14500 $1,502,573.00
879242105 TELE DANMARK A/S 29900 $1,506,297.00
666807102 NORTHROP GRUMMAN CORP 20995 $1,526,197.00
126920107 CABLETRON SYS INC 55087 $1,528,899.25
</TABLE>
<PAGE> 32
<TABLE>
<CAPTION>
---------------------------------------------------------------------------------------------------
CUSIP SECURITY SHARES HELD MARKET VALUE (C$)
---------------------------------------------------------------------------------------------------
<C> <S> <C> <C>
293848107 ENTRUST TECHNOLOGIES INC 12500 $1,532,634.00
233331107 DTE ENERGY CO 45082 $1,537,411.56
111021408 BRITISH TELECOMMUNICATIONS PLC 7872 $1,542,557.00
073902108 BEAR STEARNS COS INC 33685 $1,545,260.88
553530106 MSC INDL DIRECT INC 49900 $1,548,016.00
712713106 PEOPLESOFT INC 83999 $1,550,279.25
478366107 JOHNSON CTLS INC 27169 $1,557,065.00
023608102 AMEREN CORP 41939 $1,561,839.50
384109104 GRACO INC 32500 $1,565,047.00
127209302 CADBURY SCHWEPPES PLC 40300 $1,567,454.00
556100105 MACROMEDIA INC 11000 $1,575,873.00
347471104 FORT JAMES CORP 62142 $1,579,093.63
17163B102 CIBER INC 80500 $1,580,419.00
911363109 UNITED RENTALS INC 62600 $1,588,421.00
755111309 RAYTHEON CO 55200 $1,589,750.00
902911106 UST INC 85734 $1,590,299.44
26483B106 DUN & BRADSTREET CORP DEL 50231 $1,595,315.50
373298108 GEORGIA PAC CORP 54394 $1,598,090.50
90458E107 UNIBANCO-UNIAO DE BANCOS BRASL 37640 $1,603,423.00
886547108 TIFFANY & CO NEW 21694 $1,604,159.00
39167B102 GREATER CHINA FD INC 125000 $1,608,942.00
126408103 CSX CORP 68541 $1,616,610.00
708160106 PENNEY J C INC 79736 $1,621,919.75
632525408 NATIONAL AUSTRALIA BK LTD 13325 $1,633,788.00
55262C100 MBIA INC 30588 $1,635,881.25
367626108 GATEWAY INC 19460 $1,636,324.00
144500303 CARRIER1 INTL S A 95000 $1,636,354.00
870756103 SWIFT TRANSN CO 79100 $1,640,836.00
87161C105 SYNOVUS FINL CORP 84971 $1,643,599.00
160903100 CHARTER ONE FINL INC 64794 $1,650,909.00
573284106 MARTIN MARIETTA MATLS INC 27650 $1,656,665.00
210371100 CONSTELLATION ENERGY CORP 46101 $1,661,037.69
466313103 JABIL CIRCUIT INC 22700 $1,669,118.00
278865100 ECOLAB INC 38972 $1,670,085.00
456837103 ING GROEP N V 16700 $1,670,247.00
251566105 DEUTSCHE TELEKOM AG 20000 $1,681,731.00
210149100 CONSOLIDATED STORES CORP 103598 $1,688,268.00
075896100 BED BATH & BEYOND INC 42384 $1,688,336.00
437852106 HOMESTORE COM INC 39250 $1,697,421.00
172062101 CINCINNATI FINL CORP 48990 $1,697,607.13
719405102 PHOTRONICS INC 40400 $1,698,548.00
582834107 MEAD CORP 53437 $1,699,163.75
892335100 TOYS R US INC 96133 $1,710,202.63
454089103 INDIA FD INC 82000 $1,723,713.00
743674103 PROTECTIVE LIFE CORP 44000 $1,735,813.00
651229106 NEWELL RUBBERMAID INC 46222 $1,763,545.00
670346105 NUCOR CORP 42559 $1,766,462.25
</TABLE>
<PAGE> 33
<TABLE>
<CAPTION>
---------------------------------------------------------------------------------------------------
CUSIP SECURITY SHARES HELD MARKET VALUE (C$)
---------------------------------------------------------------------------------------------------
<C> <S> <C> <C>
196877104 COLT TELECOM GROUP PLC 8900 $1,788,506.00
00651F108 ADAPTEC INC 61171 $1,788,597.00
281760108 EDWARDS AG INC 31150 $1,800,044.00
743315103 PROGRESSIVE CORP OHIO 22150 $1,803,748.00
25271C102 DIAMOND OFFSHORE DRILLING INC 35000 $1,821,566.00
45678T102 INFOSPACE COM INC 22300 $1,825,567.00
872649108 TRW INC 38131 $1,832,093.50
907834105 UNION PAC RES GROUP INC 75995 $1,836,139.00
197648108 COLUMBIA ENERGY GROUP 25288 $1,846,823.88
337932107 FIRSTENERGY CORP 71642 $1,857,275.88
492386107 KERR MCGEE CORP 28655 $1,860,922.88
966837106 WHOLE FOODS MKT INC 30450 $1,863,906.00
449934108 IMS HEALTH INC 93145 $1,865,716.00
882848104 TEXAS UTILS CO 63297 $1,867,261.50
480074103 JONES APPAREL GROUP INC 53648 $1,868,022.00
758212872 REED INTL PLC 36100 $1,872,129.00
04516V100 ASIA PULP & PAPER LTD 250000 $1,875,093.00
577081102 MATTEL INC 130075 $1,892,614.69
204448104 COMPANIA DE MINAS BUENAVENTURA 73900 $1,895,624.00
428040109 HERTZ CORP 46000 $1,912,657.00
344419106 FOMENTO ECONOMICO MEXICANO SA 29979 $1,912,810.00
703412106 PATTERSON DENTAL CO 25400 $1,919,395.00
45666Q102 INFORMATICA CORP 16050 $1,948,568.00
914906102 UNIVISION COMMUNICATIONS INC 12750 $1,955,290.00
269246104 E TRADE GROUP INC 83150 $1,961,324.00
540424108 LOEWS CORP 29899 $1,973,971.00
879369106 TELEFLEX INC 36000 $1,976,933.00
58155Q103 MCKESSON HBOC INC 86345 $1,996,667.63
302182100 EXPRESS SCRIPTS INC 21700 $1,997,500.00
500631106 KOREA ELECTRIC PWR 73503 $2,007,964.00
421924101 HEALTHSOUTH CORP 220927 $2,032,426.63
042735100 ARROW ELECTRS INC 44300 $2,034,820.00
039483102 ARCHER DANIELS MIDLAND CO 187084 $2,036,884.19
879239101 TELE CENTRO SUL PART S A 18820 $2,037,379.00
773903109 ROCKWELL INTL CORP NEW 58712 $2,055,546.00
162825103 CHECKPOINT SYS INC 185000 $2,055,860.00
032511107 ANADARKO PETE CORP 38283 $2,066,929.19
930059209 WADDELL & REED FINL INC 48000 $2,066,937.00
291345106 EMISPHERE TECHNOLOGIES INC 32900 $2,077,102.00
803062108 SAPIENT CORP 17719 $2,080,265.56
741503106 PRICELINE COM INC 37050 $2,085,208.00
254546104 DIONEX CORP 53000 $2,100,682.00
037604105 APOLLO GROUP INC 50750 $2,105,497.00
751277302 RALSTON PURINA CO 95293 $2,107,985.44
459506101 INTERNATIONAL FLAVORS&FRAGRANC 55259 $2,112,811.94
381317106 GOLDEN WEST FINL CORP DEL 47311 $2,115,062.88
87929A102 TELECOMUNICACOES DE SAO PAULO 77234 $2,117,097.00
</TABLE>
<PAGE> 34
<TABLE>
<CAPTION>
---------------------------------------------------------------------------------------------------
CUSIP SECURITY SHARES HELD MARKET VALUE (C$)
---------------------------------------------------------------------------------------------------
<C> <S> <C> <C>
875382103 TANDY CORP 44802 $2,122,494.75
61745C105 MORGAN STANLEY D WITTER INDIA 120000 $2,133,649.00
247361108 DELTA AIR LINES INC DEL 38063 $2,135,622.81
304231301 FAIRFIELD CMNTYS INC 183100 $2,136,483.00
256669102 DOLLAR GEN CORP 99952 $2,145,987.00
74005P104 PRAXAIR INC 51162 $2,155,630.56
911684108 UNITED STATES CELLULAR CORP 23150 $2,160,987.00
988858106 ZALE CORP NEW 40000 $2,163,283.00
29364G103 ENTERGY CORP NEW 71729 $2,166,627.44
486665102 KEANE INC 67700 $2,169,229.00
37733W105 GLAXO WELLCOME PLC 25360 $2,172,340.00
902984103 USA NETWORKS INC 68050 $2,180,443.00
317928109 FINOVA GROUP INC 114000 $2,195,881.00
363547100 GALILEO INTERNATIONAL INC 71000 $2,196,066.00
35671D857 FREEPORT-MCMORAN COPPER & GOLD 173285 $2,203,889.50
48020Q107 JONES LANG LASALLE INC 111500 $2,209,679.00
427866108 HERSHEY FOODS CORP 41447 $2,211,660.00
450911102 ITT INDS INC IND 56263 $2,223,466.88
755111408 RAYTHEON CO 104607 $2,227,328.75
60365K108 MINIMED INC 12750 $2,229,219.00
091797100 BLACK & DECKER CORP 45098 $2,239,879.88
247131105 DELPHI FINL GROUP INC 44560 $2,240,677.00
92343P107 VERITAS DGC INC 58650 $2,259,446.00
867363103 SUNGARD DATA SYS INC 49250 $2,262,187.00
200693109 COMMERCE ONE INC DEL 33650 $2,263,111.00
217753102 COR THERAPEUTICS INC 17912 $2,264,200.00
191219104 COCA COLA ENTERPRISES INC 127296 $2,283,626.50
260561105 DOW JONES & CO INC 28033 $2,291,694.00
855244109 STARBUCKS CORP 54854 $2,293,395.13
650111107 NEW YORK TIMES CO 52480 $2,295,406.50
200340107 COMERICA INC 47052 $2,316,987.00
905581104 UNION CARBIDE CORP 42447 $2,342,429.50
281020107 EDISON INTL 103190 $2,346,812.50
693304107 PECO ENERGY CO 52626 $2,353,062.75
909214108 UNISYS CORP 133503 $2,355,664.44
534187109 LINCOLN NATL CORP IND 59226 $2,369,412.00
485170104 KANSAS CITY SOUTHN INDS INC 26745 $2,371,947.19
704379106 PAYLESS SHOESOURCE INC 30700 $2,373,894.00
178566105 CITY NATL CORP 45600 $2,398,578.00
31410H101 FEDERATED DEPT STORES INC DEL 64748 $2,402,850.25
50063P103 KOREA TELECOM 33550 $2,404,773.00
963320106 WHIRLPOOL CORP 40600 $2,411,066.50
382388106 GOODRICH B F CO 56511 $2,429,427.06
125896100 CMS ENERGY CORP 82740 $2,431,713.50
670008101 NOVELLUS SYS INC 39551 $2,460,515.94
776696106 ROPER INDS INC NEW 65000 $2,467,958.00
55068R202 LUXOTTICA GROUP S P A 137000 $2,473,876.00
</TABLE>
<PAGE> 35
<TABLE>
<CAPTION>
---------------------------------------------------------------------------------------------------
CUSIP SECURITY SHARES HELD MARKET VALUE (C$)
---------------------------------------------------------------------------------------------------
<C> <S> <C> <C>
904911104 UNICOM CORP 57436 $2,497,202.31
422209106 HEALTHEON WEBMD CORP 113850 $2,498,661.00
792860108 ST PAUL COS INC 66291 $2,515,228.13
229678107 CUBIST PHARMACEUTICALS INC 34500 $2,517,595.00
879433100 TELEPHONE & DATA SYS INC 17054 $2,533,210.00
689899102 OUTBACK STEAKHOUSE INC 58650 $2,541,877.00
053611109 AVERY DENNISON CORP 34405 $2,551,553.63
784178105 SFX ENTMT INC 38100 $2,557,990.00
41163G101 HARCOURT GEN INC 42982 $2,560,934.25
750236101 RADIAN GROUP INC 33400 $2,561,046.00
231082108 CUMULUS MEDIA INC 189500 $2,562,139.00
775371107 ROHM & HAAS CO 67503 $2,583,019.50
744573106 PUBLIC SVC ENTERPRISE GROUP 67485 $2,596,142.00
584690309 MEDICIS PHARMACEUTICAL CORP 30800 $2,601,274.00
D1668R123 DAIMLERCHRYSLER AG 33782 $2,605,954.00
783890106 SCI SYS INC 45150 $2,621,563.00
87114F106 SYBRON INTL CORP 89750 $2,634,653.00
212485106 CONVERGYS CORP 46300 $2,639,201.00
423328103 HELLER FINANCIAL INC 87000 $2,642,614.00
493267108 KEYCORP NEW 135583 $2,654,792.63
693506107 PPG INDS INC 54076 $2,658,311.88
404280406 HSBC HLDGS PLC 31203 $2,678,631.00
068480201 BARRETT RES CORP 59450 $2,681,108.00
902905827 USX MARATHON GROUP 96804 $2,691,417.88
M22465104 CHECK POINT SOFTWARE TECH LTD 8599 $2,697,938.00
037389103 AON CORP 78785 $2,707,225.13
883203101 TEXTRON INC 45019 $2,717,437.31
029066107 AMERICAN PWR CONVERSION CORP 60324 $2,733,262.75
054937107 BB&T CORP 104639 $2,739,538.63
601073109 MILLIPORE CORP 28197 $2,747,635.75
739363109 POWERWAVE TECHNOLOGIES INC 42450 $2,767,521.00
915289102 UNOCAL CORP 75367 $2,769,018.25
577778103 MAY DEPT STORES CO 103828 $2,769,586.00
71366Q101 PEREGRINE SYSTEMS INC 54063 $2,778,609.00
247126105 DELPHI AUTOMOTIVE SYS CORP 172750 $2,779,560.94
33935K205 FLETCHERS FINE FOODS LTD 125000 $2,781,250.00
62952P102 NABISCO GROUP HLDG CORP 97851 $2,781,631.06
260003108 DOVER CORP 62156 $2,783,680.13
45068B109 ITT EDUCATIONAL SERVICES INC 107400 $2,794,723.00
122014103 BURLINGTON RES INC 66179 $2,798,639.00
832110100 SMITH INTL INC 26050 $2,810,420.00
56418H100 MANPOWER INC 59450 $2,818,788.00
574599106 MASCO CORP 140811 $2,831,629.06
655844108 NORFOLK SOUTHERN CORP 158371 $2,831,688.13
29081N100 EMBRATEL PARTICIPACOES S A 81130 $2,839,971.00
638612101 NATIONWIDE FINL SVCS INC 58500 $2,849,589.00
05548J106 BJS WHOLESALE CLUB INC 58550 $2,862,869.00
</TABLE>
<PAGE> 36
<TABLE>
<CAPTION>
---------------------------------------------------------------------------------------------------
CUSIP SECURITY SHARES HELD MARKET VALUE (C$)
---------------------------------------------------------------------------------------------------
<C> <S> <C> <C>
88033G100 TENET HEALTHCARE CORP 96263 $2,874,788.00
67481E106 OCEAN ENERGY INC TEX 137550 $2,891,424.00
126349109 CSG SYS INTL INC 35000 $2,907,349.00
861642106 STONE ENERGY CORP 33100 $2,930,397.00
67010C100 NOVOSTE CORP 32500 $2,937,472.00
71713B104 PHARMACOPEIA INC 42767 $2,938,687.00
101137107 BOSTON SCIENTIFIC CORP 123430 $2,977,996.13
571903202 MARRIOTT INTL INC NEW 74525 $2,983,066.56
891490302 TOSCO CORP 82486 $2,987,253.38
302571104 FPL GROUP INC 54911 $3,007,778.00
055472104 BISYS GROUP INC 33200 $3,025,337.00
055622104 BP AMOCO P L C 36125 $3,027,563.00
982526105 WRIGLEY WM JR CO 34439 $3,033,927.25
709631105 PENTAIR INC 58500 $3,077,123.00
449246107 ICG COMMUNICATIONS INC 94600 $3,092,407.00
654624105 NIPPON TELEG & TEL CORP 30649 $3,105,090.00
50730K503 LAIDLAW INC 5606537 $3,115,204.00
008117103 AETNA INC 43824 $3,122,106.19
148867104 CATALINA MARKETING CORP 20700 $3,128,463.00
98413B100 XPEDIOR INC 153700 $3,145,510.00
532716107 LIMITED INC 132295 $3,164,820.13
490553104 KENT ELECTRS CORP 71700 $3,167,166.00
886423102 TIDEWATER INC 59700 $3,184,472.00
278058102 EATON CORP 37783 $3,187,720.00
018490102 ALLERGAN INC 39044 $3,193,862.00
055482103 BJ SVCS CO 34650 $3,208,809.00
70211M109 PARTNER COMMUNICATIONS CO LTD 228000 $3,209,364.00
224051102 COX RADIO INC 77400 $3,211,142.00
577913106 MAXXAM INC 122400 $3,219,144.00
307000109 FAMILY DLR STORES INC 111300 $3,226,034.00
034603100 ANESTA CORP 87800 $3,236,072.00
465823102 IVAX CORP 52650 $3,237,480.00
670009109 NOVEN PHARMACEUTICALS INC 72700 $3,238,268.00
676220106 OFFICE DEPOT INC 376242 $3,255,756.00
879246106 TELE NORTE LESTE PART S A 93017 $3,256,062.00
92552R109 VIAD CORP 80700 $3,258,372.00
69331C108 PG&E CORP 119811 $3,274,507.88
82966U103 SIRIUS SATELLITE RADIO INC 50000 $3,282,857.00
539830109 LOCKHEED MARTIN CORP 121311 $3,311,755.81
457191104 INHALE THERAPEUTIC SYS INC 22050 $3,315,112.00
878237106 TECH DATA CORP 51500 $3,324,112.00
052528304 AUSTRALIA&NEW ZEALAND BKG GRP 58960 $3,325,138.00
025537101 AMERICAN ELEC PWR INC 100964 $3,329,923.25
910581107 UNITED HEALTHCARE CORP 38980 $3,342,535.00
008190100 AFFILIATED COMPUTER SERVICES 68600 $3,360,577.00
629050204 NEC CORP 14400 $3,381,834.00
855030102 STAPLES INC 187872 $3,418,997.63
</TABLE>
<PAGE> 37
<TABLE>
<CAPTION>
---------------------------------------------------------------------------------------------------
CUSIP SECURITY SHARES HELD MARKET VALUE (C$)
---------------------------------------------------------------------------------------------------
<C> <S> <C> <C>
278751102 ECHO BAY MINES LTD 2308494 $3,420,498.00
12189T104 BURLINGTON NORTHN SANTA FE CP 134330 $3,429,645.56
681904108 OMNICARE INC 256500 $3,444,070.00
L6388F102 MILLICOM INTL CELLULAR S A 66835 $3,466,032.00
207142100 CONEXANT SYSTEMS INC 65162 $3,472,997.25
023551104 AMERADA HESS CORP 45099 $3,479,559.00
15114R101 CELL PATHWAYS INC NEW 100000 $3,481,997.00
349882100 FOSSIL INC 121000 $3,484,778.00
25746U109 DOMINION RES INC VA NEW 73429 $3,485,055.75
608554200 MOLEX INC 67450 $3,497,926.00
286082102 ELECTRONICS FOR IMAGING INC 93400 $3,502,950.00
929236107 WD-40 CO 114000 $3,504,964.00
635405103 NATIONAL CITY CORP 186416 $3,516,965.88
369550108 GENERAL DYNAMICS CORP 61734 $3,567,244.00
871607107 SYNOPSYS INC 69900 $3,579,617.00
950813105 WESCAST INDS INC 93184 $3,589,841.00
475070108 JEFFERSON PILOT CORP 51028 $3,594,402.94
054303102 AVON PRODS INC 73323 $3,613,089.50
580645109 MCGRAW HILL COS INC 60522 $3,628,140.00
500467303 KONINKLIJKE AHOLD N V 84200 $3,656,942.00
051920106 AURORA BIOSCIENCES CORP 36300 $3,667,489.00
501556203 KYOCERA CORP 14643 $3,727,727.00
006848105 ADELPHIA COMMUNICATIONS CORP 53750 $3,733,192.00
268484102 EGL INC 81950 $3,733,831.00
654106103 NIKE INC 84937 $3,751,746.81
524908100 LEHMAN BROS HLDGS INC 36303 $3,765,418.19
896047107 TRIBUNE CO NEW 96738 $3,768,963.00
762430205 RHYTHMS NETCONNECTIONS INC 203100 $3,780,326.00
354613101 FRANKLIN RES INC 103473 $3,801,709.88
065379109 BANK TOKYO-MITSUBISHI LTD 212484 $3,817,408.00
552848103 MGIC INVT CORP WIS 64925 $3,820,285.00
72813P100 PLAYTEX PRODS INC 230000 $3,855,030.00
501873103 LJL BIOSYSTEMS INC 134400 $3,858,349.00
370334104 GENERAL MLS INC 91107 $3,874,495.75
00757T101 ADVANCED NEUROMODULATION SYS 156200 $3,876,648.00
007903107 ADVANCED MICRO DEVICES INC 45941 $3,890,282.00
053561106 AVENTIS 36186 $3,890,545.00
669784100 NOVA CORP GA 94000 $3,891,062.00
808655104 SCIENTIFIC ATLANTA INC 47999 $3,926,754.50
747402105 QUAKER OATS CO 45505 $3,928,268.50
495582108 KING PHARMACEUTICALS INC 60600 $3,939,584.00
17038P104 CHOICE ONE COMMUNICATION INC 65200 $3,942,721.00
812387108 SEARS ROEBUCK & CO 109998 $3,987,544.25
412822108 HARLEY DAVIDSON INC 93967 $4,009,039.50
00437V104 ACCREDO HEALTH INC 78300 $4,009,786.00
30224P101 EXTENDED STAY AMER INC 295000 $4,043,192.00
268258100 ECI TELECOM LTD 76520 $4,053,326.00
</TABLE>
<PAGE> 38
<TABLE>
<CAPTION>
---------------------------------------------------------------------------------------------------
CUSIP SECURITY SHARES HELD MARKET VALUE (C$)
---------------------------------------------------------------------------------------------------
<C> <S> <C> <C>
904784709 UNILEVER N V 64142 $4,086,688.00
084670108 BERKSHIRE HATHAWAY INC DEL 52 $4,145,207.00
065412108 BANK UTD CORP 79600 $4,150,074.00
913247508 UNITEDGLOBALCOM 59950 $4,152,708.00
416515104 HARTFORD FINL SVCS GROUP INC 67229 $4,182,356.44
001055102 AFLAC INC 82210 $4,185,879.13
961815107 WESTWOOD ONE INC 83000 $4,196,733.00
718507106 PHILLIPS PETE CO 75740 $4,200,713.00
880770102 TERADYNE INC 52167 $4,209,567.50
205638109 COMPUWARE CORP 340568 $4,228,316.25
086516101 BEST BUY INC 61312 $4,251,211.50
134429109 CAMPBELL SOUP CO 131559 $4,254,688.75
532791100 LINCARE HLDGS INC 116650 $4,256,195.00
907818108 UNION PAC CORP 97008 $4,279,580.81
143658102 CARNIVAL CORP 195792 $4,294,318.50
46185R100 INVITROGEN CORP 38550 $4,295,563.00
715684106 P T TELEKOMUNIKASI INDONESIA 420144 $4,318,471.00
205363104 COMPUTER SCIENCES CORP 52089 $4,319,451.06
682159108 ON ASSIGNMENT INC 96100 $4,342,940.00
94106L109 WASTE MGMT INC DEL 202743 $4,343,349.00
75605L104 REALNETWORKS INC 58050 $4,348,976.00
314211103 FEDERATED INVS INC PA 84750 $4,402,881.00
958259103 WESTERN GAS RES INC 142000 $4,418,432.00
122574106 BURR BROWN CORP 34425 $4,421,692.00
770323103 ROBERT HALF INTL INC 105100 $4,438,213.00
G0070K103 ACE LTD 107500 $4,459,920.00
460690100 INTERPUBLIC GROUP COS INC 93667 $4,467,918.00
190441105 COASTAL CORP 66227 $4,467,961.88
844741108 SOUTHWEST AIRLS CO 198140 $4,473,228.19
761389402 REVENUE PPTYS LTD 3254900 $4,475,487.50
92849Q104 VITRIA TECHNOLOGY 49650 $4,496,750.00
03235E100 AMVESCAP PLC 39151 $4,546,540.00
928615103 VOICESTREAM WIRELESS CORP 26406 $4,550,174.00
518415104 LATTICE SEMICONDUCTOR CORP 44600 $4,568,047.00
894065101 TRANSWITCH CORP 40000 $4,574,722.00
253756100 DIGEX INC DEL 46400 $4,670,732.00
872540109 TJX COS INC NEW 192396 $4,694,846.50
962166104 WEYERHAEUSER CO 92923 $4,762,303.00
013817101 ALCOA INC 111186 $4,777,588.00
206197105 CONCORD EFS INC 124350 $4,790,487.00
867914103 SUNTRUST BKS INC 94748 $4,816,386.00
760759100 REPUBLIC SVCS INC 205500 $4,871,833.00
917311805 USINTERNETWORKING INC 161300 $4,884,410.00
69344F106 PMC-SIERRA INC 18700 $4,923,317.00
256747106 DOLLAR TREE STORES INC 84075 $4,928,397.00
72346N101 PINNACLE HLDGS INC 61900 $4,952,734.00
03071P102 AMERISOURCE HEALTH CORP 109000 $5,006,668.00
</TABLE>
<PAGE> 39
<TABLE>
<CAPTION>
---------------------------------------------------------------------------------------------------
CUSIP SECURITY SHARES HELD MARKET VALUE (C$)
---------------------------------------------------------------------------------------------------
<C> <S> <C> <C>
705904100 PEGASUS COMMUNICATIONS CORP 69000 $5,015,970.00
111621108 BROCADE COMMUNICATIONS SYS INC 18600 $5,056,753.00
177376100 CITRIX SYS INC 195479 $5,079,682.19
208251405 CONOCO INC 188491 $5,087,079.56
74406A102 PROVIDIAN FINL CORP 49365 $5,100,300.00
205862402 COMVERSE TECHNOLOGY INC 48933 $5,101,070.00
151313103 CENDANT CORP 304556 $5,150,569.00
228227104 CROWN CASTLE INTL CORP 95600 $5,170,247.00
46059C106 INTERNET CAP GROUP INC 94500 $5,182,868.00
205887102 CONAGRA INC 222252 $5,192,566.00
89151E109 TOTAL FINA S A 45743 $5,206,121.00
001957208 AT&T CORP 146100 $5,249,555.00
887319101 TIME WARNER TELECOM INC 55150 $5,260,455.00
983922105 XIRCOM INC 75500 $5,313,750.00
842587107 SOUTHERN CO 204706 $5,322,739.38
01747T102 ALLEGIANCE TELECOM INC 56300 $5,338,865.00
786514208 SAFEWAY INC 80080 $5,354,290.00
784076101 SDL INC 12680 $5,358,084.00
724479100 PITNEY BOWES INC 111011 $5,387,464.00
00724F101 ADOBE SYS INC 37376 $5,399,927.00
009158106 AIR PRODS & CHEMS INC 136623 $5,420,568.56
939322103 WASHINGTON MUT INC 171076 $5,490,718.38
930059100 WADDELL & REED FINL INC 113250 $5,505,940.00
767204100 RIO TINTO PLC 59000 $5,704,178.00
58551A108 MELLON FINL CORP 105790 $5,711,469.00
15677T106 CERIDIAN CORP 172090 $5,732,248.38
872941109 TMP WORLDWIDE INC 52500 $5,741,784.00
037411105 APACHE CORP 75313 $5,789,718.56
25243Q205 DIAGEO P L C 110334 $5,813,747.00
615785102 MOORE LTD 1517689 $5,902,998.00
037833100 APPLE COMPUTER INC 101697 $5,921,181.38
452308109 ILLINOIS TOOL WKS INC 94053 $5,956,288.00
235851102 DANAHER CORP DEL 92457 $5,962,733.06
138006309 CANON INC 80043 $5,974,465.00
500255104 KOHLS CORP 98292 $6,003,384.50
35671D105 FREEPORT-MCMORAN COPPER & GOLD 450000 $6,084,235.00
16117M107 CHARTER COMMUNICATIONS INC DEL 252200 $6,142,260.00
438516106 HONEYWELL INTL INC 123833 $6,180,995.00
530436104 LIBERTY DIGITAL INC 208080 $6,242,400.00
08658U101 BESTFOODS 82457 $6,262,618.75
629407107 NTL INC 70750 $6,276,717.00
803111103 SARA LEE CORP 291565 $6,401,602.94
693475105 PNC BK CORP 114833 $6,401,865.38
749084109 QUORUM HEALTH GROUP INC 500900 $6,411,702.00
020002101 ALLSTATE CORP 252673 $6,414,601.75
461156101 INTIMATE BRANDS INC 220082 $6,440,390.00
767744105 RITCHIE BROS AUCTIONEERS 182200 $6,462,174.00
</TABLE>
<PAGE> 40
<TABLE>
<CAPTION>
---------------------------------------------------------------------------------------------------
CUSIP SECURITY SHARES HELD MARKET VALUE (C$)
---------------------------------------------------------------------------------------------------
<C> <S> <C> <C>
001693100 AMFM INC 63400 $6,481,849.00
704326107 PAYCHEX INC 133292 $6,491,988.00
316773100 FIFTH THIRD BANCORP 93490 $6,496,453.00
45662S102 INFINITY BROADCASTING CP NEW 120925 $6,528,588.00
502161102 LSI LOGIC CORP 105988 $6,578,988.75
871829107 SYSCO CORP 131722 $6,598,841.75
535678106 LINEAR TECHNOLOGY CORP 94166 $6,621,300.38
87952L108 TELESP CELULAR PART S A 100033 $6,651,327.00
665859104 NORTHERN TR CORP 86404 $6,657,444.63
929309300 WPP GROUP PLC 62283 $6,702,182.00
589405109 MERCURY INTERACTIVE CORP 47200 $6,766,336.00
046008108 ASSOCIATES FIRST CAP CORP 264290 $6,858,577.69
G90751101 TRITON ENERGY LTD 120000 $6,989,836.00
72581R106 PIVOTAL CORP 202235 $7,041,817.00
026351106 AMERICAN GENERAL CORP 97677 $7,076,614.00
260543103 DOW CHEM CO 211895 $7,118,332.38
64115P102 NETIQ CORP 80700 $7,129,556.00
192422103 COGNEX CORP 93700 $7,184,731.00
984121103 XEROX CORP 285695 $7,185,399.75
14040H105 CAPITAL ONE FINL CORP 124400 $7,215,133.00
406216101 HALLIBURTON CO 137968 $7,224,503.94
582266102 MCLEODUSA INC 235800 $7,227,729.00
87612E106 TARGET CORP 85063 $7,310,200.00
681919106 OMNICOM GROUP INC 69513 $7,343,958.88
022615108 ALZA CORP DEL 92112 $7,367,962.13
269240107 E-TEK DYNAMICS INC 19000 $7,426,920.00
156708109 CEPHALON INC 84000 $7,452,215.00
16867C101 CHIEFTAIN INTL INC 265534 $7,499,791.00
149123101 CATERPILLAR INC DEL 178489 $7,593,584.63
G3921A100 GLOBAL CROSSING LTD 264013 $7,610,314.00
090597105 BIOGEN INC 91837 $7,700,674.50
441815107 HOUSEHOLD INTL INC 162163 $7,712,789.44
529771107 LEXMARK INTL GROUP INC 88120 $7,775,790.00
631100104 NASDAQ 100 TR 56970 $7,866,148.00
460146103 INTL PAPER CO 216884 $7,915,345.50
881624209 TEVA PHARMACEUTICAL INDS LTD 98760 $8,112,251.00
64120L104 NETWORK APPLIANCE INC 91800 $8,115,029.00
82481R106 SHIRE PHARMACEUTICALS GRP PLC 105800 $8,132,131.00
452528102 IMMUNEX CORP NEW 112300 $8,230,833.50
874039100 TAIWAN SEMICONDUCTOR MFG LTD 143355 $8,230,835.00
00130H105 AES CORP 158165 $8,443,947.63
501044101 KROGER CO 328948 $8,623,361.63
01642T108 ALKERMES INC 123500 $8,623,407.00
62936P103 NPS PHARMACEUTICALS INC 220500 $8,739,628.00
929771103 WACHOVIA CORP 124853 $8,766,123.25
00826T108 AFFYMETRIX INC 35850 $8,771,272.00
608554101 MOLEX INC 59020 $8,851,958.75
</TABLE>
<PAGE> 41
<TABLE>
<CAPTION>
---------------------------------------------------------------------------------------------------
CUSIP SECURITY SHARES HELD MARKET VALUE (C$)
---------------------------------------------------------------------------------------------------
<C> <S> <C> <C>
277461109 EASTMAN KODAK CO 127980 $9,151,853.00
518439104 LAUDER ESTEE COS INC 125900 $9,222,282.00
364730101 GANNETT INC 127517 $9,458,135.75
N07059111 ASM LITHOGRAPHY HLDG N V 145000 $9,480,108.00
337358105 FIRST UN CORP 334408 $9,481,470.19
319963104 FIRST DATA CORP 161970 $9,544,217.75
55262L100 MBNA CORP 300091 $9,546,577.75
14149Y108 CARDINAL HEALTH INC 109687 $9,671,319.00
803054204 SAP AKTIENGESELLSCHAFT 139650 $9,712,183.00
487836108 KELLOGG CO 141861 $9,963,148.75
91273H101 U S WEST INC NEW 79352 $10,082,137.00
423074103 HEINZ H J CO 183583 $10,119,030.00
189054109 CLOROX CO DEL 192806 $10,290,804.38
000886101 A D C TELECOMMUNICATIONS 109423 $10,326,704.50
33763V109 FIRSTAR CORP NEW WIS 409039 $10,403,171.06
06423A103 BANK ONE CORP 355723 $10,478,307.56
40049J206 GRUPO TELEVISA SA DE CV 104021 $10,625,123.00
264399106 DUKE ENERGY CORP 157146 $10,731,532.13
45337C102 INCYTE PHARMACEUTICALS INC 88550 $10,783,314.00
302088109 EXODUS COMMUNICATIONS INC 159900 $10,913,193.00
885535104 3COM CORP 156386 $11,015,345.13
683715106 OPEN TEXT CORP 346515 $11,038,780.00
969457100 WILLIAMS COS INC DEL 213276 $11,044,460.63
440327104 HORACE MANN EDUCATORS CORP NEW 499050 $11,091,643.00
125509109 CIGNA CORP 94547 $11,338,009.50
184502102 CLEAR CHANNEL COMMUNICATIONS 128485 $11,339,429.00
339030108 FLEETBOSTON FINL CORP 295799 $11,359,253.00
55268N100 MDSI MOBILE DATA SOLUTIONS INC 348173 $11,865,430.00
811804103 SEAGATE TECHNOLOGY 163462 $11,876,220.00
371933102 GENESIS MICROCHIP INC 450000 $11,918,432.00
879287308 TELECOMUNICACOES BRASILEIRAS S 84629 $12,178,977.00
931422109 WALGREEN CO 335577 $12,253,630.06
192423101 COGNICASE INC 461356 $12,304,650.00
74437C101 PSINET INC 333260 $12,406,516.00
345370100 FORD MTR CO DEL 289284 $12,439,212.00
460919103 INTERTAPE POLYMER GROUP INC 483623 $12,453,292.00
375558103 GILEAD SCIENCES INC 118200 $12,456,623.00
370442105 GENERAL MTRS CORP 186578 $12,460,113.44
881694103 TEXACO INC 201887 $12,530,376.25
208251306 CONOCO INC 385700 $12,572,826.00
111320107 BROADCOM CORP 56597 $12,913,241.06
652487703 NEWS CORP LTD 160000 $12,920,433.00
817315104 SEPRACOR INC 72400 $12,940,065.00
65332V103 NEXTEL COMMUNICATIONS INC 143891 $12,986,008.06
595112103 MICRON TECHNOLOGY INC 172019 $13,070,498.75
00339B107 ABGENIX INC 73650 $13,079,886.00
95988E204 WESTERN WIRELESS CORP 167600 $13,534,153.00
</TABLE>
<PAGE> 42
<TABLE>
<CAPTION>
---------------------------------------------------------------------------------------------------
CUSIP SECURITY SHARES HELD MARKET VALUE (C$)
---------------------------------------------------------------------------------------------------
<C> <S> <C> <C>
372460105 GENUINE PARTS CO 554784 $13,623,030.00
204912109 COMPUTER ASSOC INTL INC 226747 $13,714,974.94
053015103 AUTOMATIC DATA PROCESSING INC 223626 $13,863,664.63
717265102 PHELPS DODGE CORP 280389 $13,926,551.88
00846U101 AGILENT TECHNOLOGIES INC 162802 $13,936,243.75
482480100 KLA-TENCOR CORP 175813 $13,996,376.31
370442832 GENERAL MTRS CORP 108704 $14,133,614.00
313400301 FEDERAL HOME LN MTG CORP 290103 $14,153,662.00
879664100 TELLABS INC 173478 $14,351,221.25
097023105 BOEING CO 303587 $14,422,944.81
913017109 UNITED TECHNOLOGIES CORP 203534 $14,552,578.63
548661107 LOWES COS INC 275018 $14,917,547.19
902973106 US BANCORP DEL 663939 $15,270,446.75
25179M103 DEVON ENERGY CORP NEW 184150 $15,330,917.00
077853109 BELL ATLANTIC CORP 204886 $15,425,496.00
057224107 BAKER HUGHES INC 352543 $15,493,955.00
571748102 MARSH & MCLENNAN COS INC 123877 $15,914,365.69
200300200 COMCAST CORP 335951 $15,956,719.50
019228402 ALLIED IRISH BKS P L C 719605 $16,104,187.00
852061100 SPRINT CORP 282391 $16,170,600.00
800907107 SANMINA CORP 139391 $16,192,978.50
806857108 SCHLUMBERGER LTD 192335 $16,357,185.13
808513105 SCHWAB CHARLES CORP NEW 444964 $16,616,345.13
449370105 IDEC PHARMACEUTICALS CORP 95900 $16,669,463.00
035229103 ANHEUSER BUSCH COS INC 186011 $16,683,846.25
029712106 AMERICAN STD COS INC DEL 280750 $17,055,490.00
258609304 DOUBLECLICK INC 304350 $17,192,686.00
001957109 AT&T CORP 382729 $17,934,233.00
92343E102 VERISIGN INC 69331 $18,131,459.00
826170102 SIEBEL SYS INC 90757 $18,220,485.69
03822W109 APPLIED MICRO CIRCUITS CORP 125270 $18,329,252.00
580135101 MCDONALDS CORP 481526 $18,411,591.38
285512109 ELECTRONIC ARTS INC 170450 $18,420,672.00
263534109 DU PONT E I DE NEMOURS & CO 368702 $18,603,436.75
077914109 BELL CDA INTL INC 432706 $18,606,358.00
194162103 COLGATE PALMOLIVE CO 255583 $18,682,748.75
45245E109 IMAX CORP 558741 $18,834,431.00
244199105 DEERE & CO 412008 $18,912,880.00
461202103 INTUIT 309650 $18,983,210.00
616880100 MORGAN J P & CO INC 129122 $19,002,253.38
835699307 SONY CORP 136838 $19,122,041.00
294821400 ERICSSON L M TEL CO 651483 $19,306,060.00
22160K105 COSTCO WHSL CORP NEW 436641 $19,645,530.00
075887109 BECTON DICKINSON & CO 557720 $19,691,439.88
604059105 MINNESOTA MNG & MFG CO 192951 $19,811,142.00
225606102 CREO PRODS INC 590017 $19,888,705.00
879403780 TELEFONOS DE MEXICO S A 236888 $20,050,714.00
</TABLE>
<PAGE> 43
<TABLE>
<CAPTION>
---------------------------------------------------------------------------------------------------
CUSIP SECURITY SHARES HELD MARKET VALUE (C$)
---------------------------------------------------------------------------------------------------
<C> <S> <C> <C>
46612J101 JDS UNIPHASE CORP 113706 $20,196,335.00
94973H108 WELLPOINT HEALTH NETWORK NEW 198399 $20,774,296.31
171232101 CHUBB CORP 253967 $21,898,677.50
126650100 CVS CORP 403368 $22,102,417.00
86074Q102 STILLWATER MNG CO 598200 $22,278,470.00
651639106 NEWMONT MINING CORP 711724 $22,385,183.13
090613100 BIOMET INC 414629 $23,088,267.25
824348106 SHERWIN WILLIAMS CO 737344 $23,147,292.00
65333H707 NEXTLINK COMMUNICATIONS INC 414243 $23,285,134.00
224044107 COX COMMUNICATIONS INC NEW 346750 $23,408,836.00
375766102 GILLETTE CO 560665 $23,511,303.31
69332S102 PE CORP 259166 $23,709,890.25
655664100 NORDSTROM INC 687382 $24,195,753.25
00207Q202 AT & T CDA INC 492655 $24,225,428.00
78462F103 SPDR TR 113651 $24,380,107.59
585055106 MEDTRONIC INC 427523 $24,661,146.31
313586109 FEDERAL NATL MTG ASSN 402070 $25,012,227.06
055921100 BMC SOFTWARE INC 483668 $25,116,331.25
31428X106 FEDEX CORP 521334 $25,601,071.00
Y2573F102 FLEXTRONICS INTL LTD 256414 $26,096,175.00
172737108 CIRCUIT CITY STORE INC 555186 $26,520,080.13
852061506 SPRINT CORP 373037 $26,591,528.50
364760108 GAP INC DEL 644552.5 $26,770,550.13
002824100 ABBOTT LABS 526672 $26,792,397.63
013904305 ALCATEL 274024 $27,000,439.00
079860102 BELLSOUTH CORP 587777 $27,850,193.63
166751107 CHEVRON CORPORATION 275740 $28,258,348.81
718154107 PHILIP MORRIS COS INC 898565 $28,342,720.25
291011104 EMERSON ELEC CO 365480 $29,134,882.38
590188108 MERRILL LYNCH & CO INC 220138 $29,583,770.00
368710406 GENENTECH INC 116437 $29,674,269.00
584699102 MEDIMMUNE INC 286982 $29,681,175.00
171779101 CIENA CORP 121650 $30,045,153.00
834182107 SOLECTRON CORP 532698 $30,165,439.75
020039103 ALLTEL CORP 355038 $30,324,943.50
184902104 CLEARNET COMMUNICATIONS INC 757501 $31,163,158.00
806605101 SCHERING PLOUGH CORP 533780 $31,392,350.00
209115104 CONSOLIDATED EDISON INC 866312 $31,592,970.63
456866102 INGERSOLL-RAND CO 583273 $31,705,668.25
55268B106 MCI WORLDCOM INC 702171 $32,212,094.63
984332106 YAHOO INC 227740 $32,289,785.25
857477103 STATE STR CORP 216475 $32,625,859.94
637640103 NATIONAL SEMICONDUCTOR CORP 405830 $32,966,505.75
923436109 VERITAS SOFTWARE CO 230331 $33,462,443.95
071813109 BAXTER INTL INC 388052 $33,915,912.00
064057102 BANK NEW YORK INC 606708 $34,262,581.50
36225X100 GPU INC 1037392 $34,699,895.00
</TABLE>
<PAGE> 44
<TABLE>
<CAPTION>
---------------------------------------------------------------------------------------------------
CUSIP SECURITY SHARES HELD MARKET VALUE (C$)
---------------------------------------------------------------------------------------------------
<C> <S> <C> <C>
941848103 WATERS CORP 187850 $34,739,864.00
747525103 QUALCOMM INC 452892 $35,122,569.00
04033V104 ARIBA INC 243450 $35,367,164.00
92857T107 VODAFONE AIRTOUCH PLC 576663 $35,405,519.00
031162100 AMGEN INC 420513 $35,458,685.75
617446448 MORGAN STANLEY DEAN WITTER&CO 393698 $37,669,599.00
759930100 RENAL CARE GROUP INC 1155095 $38,023,296.63
254687106 DISNEY WALT CO 824984 $38,119,680.94
285661104 ELECTRONIC DATA SYS NEW 660469 $38,146,450.50
742718109 PROCTER & GAMBLE CO 572085 $39,871,656.50
67019E107 NSTAR 790450 $39,911,648.50
59501T304 MICROCELL TELECOMMUNICATIONS 746418 $39,970,684.00
021441100 ALTERA CORP 280780 $40,062,929.75
887315109 TIME WARNER INC 478015 $40,364,214.00
219350105 CORNING INC 124055 $41,000,438.00
494368103 KIMBERLY CLARK CORP 538691 $42,110,046.25
737679100 POTOMAC ELEC PWR CO 1340850 $42,269,978.00
942683103 WATSON PHARMACEUTICALS INC 557000 $44,360,276.00
983919101 XILINX INC 389614 $44,595,536.63
925524308 VIACOM INC 562761 $44,835,271.75
902124106 TYCO INTL LTD NEW 771747 $44,927,609.00
36229U102 GSI LUMONICS INC 873912 $45,356,033.00
284131208 ELAN PLC 698297 $45,449,853.00
435569108 HOLLINGER INTL INC 3348782 $45,627,154.75
437076102 HOME DEPOT INC 806928 $46,349,183.06
57772K101 MAXIM INTEGRATED PRODS INC 483765 $46,476,856.00
35100E104 FOUR SEASONS HOTEL INC 507345 $47,030,882.00
110122108 BRISTOL MYERS SQUIBB CO 703624 $47,444,625.00
81013T705 SCOTTISH PWR PLC 1158200 $48,054,376.25
038222105 APPLIED MATLS INC 428147 $49,030,037.38
013104104 ALBERTSONS INC 1160754 $52,034,212.00
780257804 ROYAL DUTCH PETE CO 738962 $52,143,823.69
060505104 BANK OF AMERICA CORPORATION 857390 $52,496,074.00
204493100 COMPAQ COMPUTER CORP 1590460 $53,743,567.38
032654105 ANALOG DEVICES INC 507021 $53,986,371.00
008916108 AGRIUM INC 4324438 $54,920,363.00
026609107 AMERICAN HOME PRODS CORP 740948 $55,640,916.00
872375100 TECO ENERGY INC 2270850 $56,535,084.50
713448108 PEPSICO INC 977091 $56,930,798.50
428236103 HEWLETT PACKARD CO 386657 $57,103,159.00
362320103 GTE CORP 620739 $57,254,412.00
293561106 ENRON CORP 665744 $58,166,015.00
191216100 COCA COLA CO 885713 $58,942,458.63
760975102 RESEARCH IN MOTION LTD 887933 $59,533,217.00
401698105 GUIDANT CORP 892657 $60,379,164.50
02364J104 AMERICA ONLINE INC DEL 958984 $60,663,421.25
654902204 NOKIA CORP 827008 $61,191,730.00
</TABLE>
<PAGE> 45
<TABLE>
<CAPTION>
---------------------------------------------------------------------------------------------------
CUSIP SECURITY SHARES HELD MARKET VALUE (C$)
---------------------------------------------------------------------------------------------------
<C> <S> <C> <C>
78387G103 SBC COMMUNICATIONS INC 1228645 $61,726,243.25
882508104 TEXAS INSTRS INC 797434 $68,162,996.06
532457108 LILLY ELI & CO 553320 $68,851,953.50
16161A108 CHASE MANHATTAN CORP NEW 1239354 $69,065,170.31
949746101 WELLS FARGO & CO NEW 1461454 $72,063,256.25
172967101 CITIGROUP INC 900308 $73,625,005.00
620076109 MOTOROLA INC 1926240 $74,314,826.38
025816109 AMERICAN EXPRESS CO 1159017 $75,061,678.50
268648102 E M C CORP MASS 841796 $76,661,462.38
453258402 INCO LTD 3560741 $80,794,809.38
866810104 SUN MICROSYSTEMS INC 743789 $83,277,590.50
026874107 AMERICAN INTL GROUP INC 612229 $85,649,824.00
247025109 DELL COMPUTER CORP 1517450 $94,411,721.13
09058T108 BIOCHEM PHARMA INC 2619598 $94,829,448.00
931142103 WAL MART STORES INC 1593933 $106,401,004.25
478160104 JOHNSON & JOHNSON 815545 $106,722,888.00
725906101 PLACER DOME INC 8588280 $121,678,965.00
30231G102 EXXON MOBIL CORP 1406528 $132,004,464.50
589331107 MERCK & CO INC 1399417 $133,906,352.50
775109200 ROGERS COMMUNICATIONS INC 3278964 $138,465,660.00
19244C109 COGNOS INC 2277000 $139,592,347.00
549463107 LUCENT TECHNOLOGIES INC 1908936 $141,252,892.75
459200101 INTERNATIONAL BUSINESS MACHS 1013979 $142,151,210.00
68389X105 ORACLE CORP 1458789 $154,113,510.50
741477103 PRICE T ROWE & ASSOCIATES 2916085 $154,377,958.50
746927102 QLT PHOTOTHERAPEUTICS INC 1367928 $156,700,622.00
594918104 MICROSOFT CORP 2130096 $201,631,538.00
717081103 PFIZER INC 3332566 $202,095,347.00
87425E103 TALISMAN ENERGY INC 4237304 $207,972,581.00
15101Q108 CELESTICA INC 3016121 $217,462,324.00
17275R102 CISCO SYS INC 2943999 $225,902,978.50
458140100 INTEL CORP 1495545 $244,223,896.25
013716105 ALCAN ALUMINIUM LTD NEW 5441834 $249,958,296.00
369604103 GENERAL ELEC CO 4012510 $254,480,399.00
067901108 BARRICK GOLD CORP 10274947 $276,886,151.00
063671101 BANK MONTREAL QUE 6606026 $412,876,625.00
811850106 SEAGRAM LTD 5806068 $498,965,690.00
891160509 TORONTO DOMINION BK ONT 14075170 $507,031,461.00
197677107 COLUMBIA/HCA HEALTHCARE CORP 19368041 $588,304,245.38
13201L103 CAMBIOR INC 1132064 $792,448.80
716941109 PHARMACIA & UPJOHN INC 395 ---
58440J104 MEDIAONE GROUP INC 2187 $213,972.91
005123104 ACX TECHNOLOGIES INC 16864 $679,941.30
87255E108 TLC LASER EYE CENTERS INC 1456727 $16,023,997.00
94769A101 WEBLINK WIRELESS INC 408164 $8,002,055.22
887364107 TIMES MIRROR CO NEW 200 ---
05534B109 BCE INC 14906307 $523,211,375.70
</TABLE>
<PAGE> 46
<TABLE>
<CAPTION>
---------------------------------------------------------------------------------------------------
CUSIP SECURITY SHARES HELD MARKET VALUE (C$)
---------------------------------------------------------------------------------------------------
<C> <S> <C> <C>
650901101 NEWBRIDGE NETWORKS CORP 55
78648R203 SAFETY-KLEEN CORP NEW 162500
</TABLE>
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