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Previous: TD ASSET MANAGEMENT INC, 13F-HR, 2000-12-14 |
Next: WASTE CONNECTIONS INC/DE, 10-Q/A, 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: September 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 December 14, 2000
------------------ ------------------------ -----------------
[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>
Sum Of Sum Of
Shares Market Value
CUSIP NAME Held (C$)
------ ---- ------ -------------
<S> <C> <C> <C>
74730W101 QUADRAMED CORP 63289 $124,824.00
94769A101 WEBLINK WIRELESS INC 408164 $4,715,113.00
369385109 GENERAL COMMUNICATION INC 392582 $2,846,220.00
47214R152 JAZZTEL P L C 32312 $727,020.00
879299105 TELECORP PCS INC 1649221 $31,232,123.00
89675X104 TRITEL INC 2394176.6 $34,266,653.00
89677M106 TRITON PCS HLDGS INC 2975698 $81,831,695.00
000886101 A D C TELECOMMUNICATIONS 68980 $2,790,876.00
001055102 AFLAC INC 20700 $1,995,251.00
00130H105 AES CORP 63660 $6,561,208.00
001765106 AMR CORP 12988 $638,750.00
001957109 AT&T CORP 388114 $17,153,948.00
001957208 AT&T CORP 262100 $7,098,492.00
002451102 AXA FINL INC 4600 $352,548.00
002824100 ABBOTT LABS 156809 $11,221,675.00
00339B107 ABGENIX INC 81300 $9,885,371.00
005123104 ACX TECHNOLOGIES INC 16864 $465,230.00
00651F108 ADAPTEC INC 45695 $1,375,071.00
006848105 ADELPHIA COMMUNICATIONS CORP 53750 $2,229,029.00
00724F101 ADOBE SYS INC 9440 $2,205,110.00
00757T101 ADVANCED NEUROMODULATION SYS 141000 $4,136,950.00
007903107 ADVANCED MICRO DEVICES INC 20446 $726,786.00
008117103 AETNA INC 11299 $987,094.00
00826T108 AFFYMETRIX INC 52700 $3,954,760.00
00846U101 AGILENT TECHNOLOGIES INC 38840 $2,859,862.00
008916108 AGRIUM INC 4224015 $65,472,226.00
009158106 AIR PRODS & CHEMS INC 55986 $3,032,554.00
013104104 ALBERTSONS INC 914730 $28,902,726.00
013716105 ALCAN ALUMINIUM LTD NEW 5453343 $237,433,990.00
013817101 ALCOA INC 116988 $4,455,479.00
013904305 ALCATEL 266509 $25,212,533.00
01642T108 ALKERMES INC 73800 $4,288,955.00
01741R102 ALLEGHENY TECHNOLOGIES INC 40575 $1,106,530.00
018490102 ALLERGAN INC 101044 $12,837,189.00
019228402 ALLIED IRISH BKS P L C 392375 $12,914,452.00
020002101 ALLSTATE CORP 96154 $5,027,462.00
020039103 ALLTEL CORP 388666 $30,518,661.00
021441100 ALTERA CORP 346700 $24,908,858.00
022615108 ALZA CORP DEL 77379 $10,070,843.00
023135106 AMAZON COM INC 13500 $780,746.00
023551104 AMERADA HESS CORP 36455 $3,671,554.00
023608102 AMEREN CORP 9705 $611,473.00
02364J104 AMERICA ONLINE INC DEL 471330 $38,118,004.00
025537101 AMERICAN ELEC PWR INC 27046 $1,592,150.00
025816109 AMERICAN EXPRESS CO 586136 $53,576,122.00
026351106 AMERICAN GENERAL CORP 42962 $5,042,033.00
026609107 AMERICAN HOME PRODS CORP 422135 $35,925,491.00
026874107 AMERICAN INTL GROUP INC 383972 $55,281,423.00
029066107 AMERICAN PWR CONVERSION CORP 14600 $421,489.00
</TABLE>
<PAGE> 3
<TABLE>
<CAPTION>
Sum Of Sum Of
Shares Market Value
CUSIP NAME Held (C$)
------ ---- ------ -------------
<S> <C> <C> <C>
029712106 AMERICAN STD COS INC DEL 444455 $29,716,600.00
03071P102 AMERISOURCE HEALTH CORP 94600 $6,689,838.00
031162100 AMGEN INC 193490 $20,328,939.00
032165102 AMSOUTH BANCORPORATION 27350 $514,392.00
03235E100 AMVESCAP PLC 41429 $6,911,379.00
032654105 ANALOG DEVICES INC 398400 $49,490,989.00
034603100 ANESTA CORP 169600 $5,869,219.00
035229103 ANHEUSER BUSCH COS INC 113702 $7,238,661.00
037389103 AON CORP 19875 $1,173,744.00
037411105 APACHE CORP 52530 $4,673,101.00
037833100 APPLE COMPUTER INC 25476 $987,041.00
038222105 APPLIED MATLS INC 295724 $26,390,993.00
03822W109 APPLIED MICRO CIRCUITS CORP 97361 $30,332,767.00
038496204 ARACRUZ CELULOSE S A 32348 $806,096.00
038505103 ARADIGM CORP 87000 $3,002,496.00
039483102 ARCHER DANIELS MIDLAND CO 50982 $661,611.00
04033V104 ARIBA INC 206450 $44,502,211.00
042068106 ARM HLDGS PLC 10000 $495,576.00
042735100 ARROW ELECTRS INC 42300 $2,167,889.00
043136100 ARTHROCARE CORP 65200 $1,906,792.00
04516V100 ASIA PULP & PAPER LTD 250000 $658,271.00
046008108 ASSOCIATES FIRST CAP CORP 75148 $4,296,627.00
051920106 AURORA BIOSCIENCES CORP 44200 $4,522,283.00
052528304 AUSTRALIA&NEW ZEALAND BKG GRP 66301 $3,591,279.00
053015103 AUTOMATIC DATA PROCESSING INC 81388 $8,189,375.00
053332102 AUTOZONE INC 8234 $281,070.00
053561106 AVENTIS 38736 $4,389,404.00
053611109 AVERY DENNISON CORP 8588 $599,242.00
053762100 AVIRON 29000 $2,544,383.00
054303102 AVON PRODS INC 18238 $1,121,661.00
054937107 BB&T CORP 27880 $1,263,707.00
055472104 BISYS GROUP INC 41500 $4,827,492.00
055482103 BJ SVCS CO 39050 $3,591,423.00
055622104 BP AMOCO P L C 29869 $2,381,898.00
055921100 BMC SOFTWARE INC 102050 $2,936,575.00
057224107 BAKER HUGHES INC 288088 $16,092,304.00
05964H105 BANCO SANTANDER CENT HISPANO 89449 $1,471,975.00
060505104 BANK OF AMERICA CORPORATION 781648 $61,597,325.00
064057102 BANK NEW YORK INC 307981 $25,978,801.00
06423A103 BANK ONE CORP 166058 $9,650,613.00
065379109 BANK TOKYO-MITSUBISHI LTD 202586 $3,562,370.00
067901108 BARRICK GOLD CORP 9900357 $227,168,063.00
071707103 BAUSCH & LOMB INC 27285 $1,598,501.00
071813109 BAXTER INTL INC 277780 $33,357,674.00
073325102 BEA SYS INC 4300 $503,841.00
073902108 BEAR STEARNS COS INC 7538 $714,535.00
075811109 BECKMAN COULTER INC 34800 $4,038,323.00
075887109 BECTON DICKINSON & CO 249569 $9,927,260.00
075896100 BED BATH & BEYOND INC 18400 $675,237.00
079860102 BELLSOUTH CORP 284584 $17,234,669.00
</TABLE>
<PAGE> 4
<TABLE>
<CAPTION>
Sum Of Sum Of
Shares Market Value
CUSIP NAME Held (C$)
------ ---- ------ -------------
<S> <C> <C> <C>
084670108 BERKSHIRE HATHAWAY INC DEL 52 $5,038,669.00
086516101 BEST BUY INC 13750 $1,316,307.00
08658U101 BESTFOODS 19462 $2,130,331.00
090597105 BIOGEN INC 35300 $3,239,896.00
090613100 BIOMET INC 583886 $30,748,413.00
091797100 BLACK & DECKER CORP 6160 $316,861.00
093671105 BLOCK H & R INC 7203 $401,670.00
097023105 BOEING CO 91048 $8,630,532.00
099709107 BORDERS GROUP INC 45250 $948,887.00
101137107 BOSTON SCIENTIFIC CORP 29276 $724,037.00
110122108 BRISTOL MYERS SQUIBB CO 273608 $23,516,983.00
110448107 BRITISH AMERN TOB PLC 65000 $1,277,467.00
111320107 BROADCOM CORP 20600 $7,555,069.00
111621108 BROCADE COMMUNICATIONS SYS INC 18600 $6,604,676.00
115637209 BROWN FORMAN CORP 4625 $380,998.00
12189T104 BURLINGTON NORTHN SANTA FE CP 35139 $1,140,000.00
122014103 BURLINGTON RES INC 14907 $825,670.00
125509109 CIGNA CORP 65960 $10,361,145.00
125577106 CIT GROUP INC 17100 $450,257.00
125896100 CMS ENERGY CORP 95900 $3,886,820.00
126349109 CSG SYS INTL INC 51000 $2,225,332.00
126408103 CSX CORP 18509 $607,442.00
126650100 CVS CORP 845885 $58,942,894.00
126920107 CABLETRON SYS INC 12992 $574,223.00
127209302 CADBURY SCHWEPPES PLC 38000 $1,375,758.00
134429109 CAMPBELL SOUP CO 33053 $1,286,820.00
138006309 CANON INC 61474 $4,092,902.00
14040H105 CAPITAL ONE FINL CORP 75400 $7,948,414.00
14149Y108 CARDINAL HEALTH INC 38659 $5,129,580.00
143658102 CARNIVAL CORP 55015 $2,038,374.00
148867104 CATALINA MARKETING CORP 62100 $3,515,562.00
149123101 CATERPILLAR INC DEL 96106 $4,880,349.00
151020104 CELGENE CORP 19450 $1,741,258.00
15114R101 CELL PATHWAYS INC NEW 100000 $1,222,503.00
151290889 CEMEX S A 38396 $1,159,009.00
151313103 CENDANT CORP 134996 $2,208,904.00
156700106 CENTURYTEL INC 9950 $407,959.00
156708109 CEPHALON INC 93900 $6,852,261.00
15677T106 CERIDIAN CORP 138150 $5,833,055.00
160903100 CHARTER ONE FINL INC 16135 $591,753.00
16117M107 CHARTER COMMUNICATIONS INC DEL 280300 $6,859,678.00
16161A108 CHASE MANHATTAN CORP NEW 983349 $68,336,704.00
162825103 CHECKPOINT SYS INC 185000 $2,104,917.00
166751107 CHEVRON CORPORATION 129690 $16,635,179.00
169373107 CHINA FD INC 102000 $1,457,976.00
171232101 CHUBB CORP 186376 $22,188,621.00
17163B102 CIBER INC 44900 $557,349.00
171779101 CIENA CORP 111590 $20,620,191.00
172062101 CINCINNATI FINL CORP 11200 $598,237.00
172474108 CINERGY CORP 11651 $579,587.00
</TABLE>
<PAGE> 5
<TABLE>
<CAPTION>
Sum Of Sum Of
Shares Market Value
CUSIP NAME Held (C$)
------ ---- ------ -------------
<S> <C> <C> <C>
172737108 CIRCUIT CITY STORE INC 1088250 $37,660,242.00
17275R102 CISCO SYS INC 1335945 $111,057,388.00
172967101 CITIGROUP INC 955138 $77,693,494.00
177376100 CITRIX SYS INC 530250 $16,005,952.00
178566105 CITY NATL CORP 45600 $2,650,086.00
184502102 CLEAR CHANNEL COMMUNICATIONS 104532 $8,886,368.00
189054109 CLOROX CO DEL 77972 $4,641,341.00
190441105 COASTAL CORP 16382 $1,827,083.00
191216100 COCA COLA CO 319137 $26,469,903.00
191219104 COCA COLA ENTERPRISES INC 29160 $699,231.00
192422103 COGNEX CORP 101400 $6,016,839.00
194162103 COLGATE PALMOLIVE CO 100231 $7,118,208.00
196877104 COLT TELECOM GROUP PLC 11000 $1,824,727.00
200300200 COMCAST CORP 302994 $18,662,793.00
204421101 COMPANIA ANONIMA NACIONL TEL 16370 $601,898.00
204449300 COMPANIA DE TELECOMUNICS CHILE 60633 $1,585,114.00
204493100 COMPAQ COMPUTER CORP 1127431 $46,785,452.00
204912109 COMPUTER ASSOC INTL INC 52891 $2,004,402.00
205363104 COMPUTER SCIENCES CORP 13426 $1,499,926.00
205638109 COMPUWARE CORP 138600 $1,746,524.00
205862402 COMVERSE TECHNOLOGY INC 13277 $2,157,498.00
205887102 CONAGRA INC 100353 $3,029,223.00
206186108 CONCORD COMMUNICATIONS INC 20200 $805,423.00
206197105 CONCORD EFS INC 118150 $6,313,528.00
207142100 CONEXANT SYSTEMS INC 15300 $963,991.00
208251306 CONOCO INC 394200 $15,495,283.00
208251405 CONOCO INC 44250 $1,793,449.00
209115104 CONSOLIDATED EDISON INC 416041 $21,361,679.00
210149100 CONSOLIDATED STORES CORP 77000 $1,564,052.00
210371100 CONSTELLATION ENERGY CORP 11094 $830,439.00
212485106 CONVERGYS CORP 10800 $631,714.00
216640102 COOPER CAMERON CORP 13500 $1,496,757.00
216669101 COOPER INDS INC 6431 $341,086.00
217753102 COR THERAPEUTICS INC 32324 $3,030,563.00
219350105 CORNING INC 88938 $39,743,893.00
22160K105 COSTCO WHSL CORP NEW 308658 $16,225,188.00
222372104 COUNTRYWIDE CR INDS INC DEL 8977 $509,888.00
224044107 COX COMMUNICATIONS INC NEW 629980 $36,256,410.00
224051102 COX RADIO INC 77400 $2,030,670.00
228227104 CROWN CASTLE INTL CORP 113200 $5,290,570.00
228255105 CROWN CORK & SEAL INC 40710 $654,611.00
229678107 CUBIST PHARMACEUTICALS INC 30000 $2,350,005.00
232946103 CYTYC CORP 101300 $6,573,023.00
23332B106 DSP GROUP INC 6045 $339,941.00
233331107 DTE ENERGY CO 10379 $597,329.00
235811106 DANA CORP 14635 $473,432.00
235851102 DANAHER CORP DEL 64150 $4,801,936.00
244199105 DEERE & CO 208035 $10,407,697.00
247025109 DELL COMPUTER CORP 803676 $37,258,682.00
247126105 DELPHI AUTOMOTIVE SYS CORP 43523 $990,469.00
</TABLE>
<PAGE> 6
<TABLE>
<CAPTION>
Sum Of Sum Of
Shares Market Value
CUSIP NAME Held (C$)
------ ---- ------ -------------
<S> <C> <C> <C>
247361108 DELTA AIR LINES INC DEL 9066 $605,314.00
24783N102 DELTATHREE COM INC 57500 $313,619.00
251566105 DEUTSCHE TELEKOM AG 24000 $1,236,797.00
25179M103 DEVON ENERGY CORP NEW 179000 $16,200,009.00
25243Q205 DIAGEO P L C 117549 $6,245,509.00
25271C102 DIAMOND OFFSHORE DRILLING INC 52851 $3,260,346.00
252787106 DIAMONDS TR 6600 $1,058,838.00
253756100 DIGEX INC DEL 30700 $2,165,241.00
254546104 DIONEX CORP 137000 $5,694,419.00
254687106 DISNEY WALT CO 402405 $23,159,085.00
256669102 DOLLAR GEN CORP 22665 $571,212.00
256747106 DOLLAR TREE STORES INC 84075 $5,131,128.00
257661108 DONALDSON LUFKIN & JENRETTE NW 12950 $1,742,664.00
257867101 DONNELLEY R R & SONS CO 8961 $331,167.00
258609304 DOUBLECLICK INC 324950 $15,645,632.00
260543103 DOW CHEM CO 56338 $2,113,841.00
260561105 DOW JONES & CO INC 7553 $687,546.00
263534109 DU PONT E I DE NEMOURS & CO 123554 $7,703,210.00
264399106 DUKE ENERGY CORP 65451 $8,444,560.00
26483B106 DUN & BRADSTREET CORP DEL 12319 $638,304.00
268258100 ECI TELECOM LTD 88869 $4,094,991.00
268648102 E M C CORP MASS 340389 $50,767,446.00
269246104 E TRADE GROUP INC 74150 $1,833,835.00
277432100 EASTMAN CHEM CO 5796 $322,119.00
277461109 EASTMAN KODAK CO 63725 $3,919,171.00
278058102 EATON CORP 27634 $2,562,284.00
278642103 EBAY INC 4200 $433,669.00
278751102 ECHO BAY MINES LTD 2183494 $2,463,995.00
278865100 ECOLAB INC 10252 $556,269.00
281020107 EDISON INTL 26635 $773,939.00
281760108 EDWARDS AG INC 31150 $2,451,805.00
283905107 EL PASO ENERGY CORP DEL 18800 $1,743,177.00
284131208 ELAN PLC 333967 $27,511,500.00
285512109 ELECTRONIC ARTS INC 332500 $24,701,615.00
285661104 ELECTRONIC DATA SYS NEW 587717 $36,698,046.00
29081N100 EMBRATEL PARTICIPACOES S A 77630 $2,160,866.00
291011104 EMERSON ELEC CO 243352 $24,532,190.00
29258N107 ENDESA S A 48340 $1,363,749.00
29274F104 ENERSIS S A 25180 $674,831.00
293561106 ENRON CORP 437309 $57,655,805.00
293848107 ENTRUST TECHNOLOGIES INC 263000 $10,931,623.00
294429105 EQUIFAX INC 11242 $455,637.00
294741103 EQUITY OFFICE PROPERTIES TRUST 5850 $273,408.00
294821400 ERICSSON L M TEL CO 475155 $10,589,504.00
302088109 EXODUS COMMUNICATIONS INC 230900 $17,153,693.00
302182100 EXPRESS SCRIPTS INC 24200 $2,630,751.00
30224P101 EXTENDED STAY AMER INC 280000 $5,582,137.00
30231G102 EXXON MOBIL CORP 586833 $78,693,827.00
302571104 FPL GROUP INC 13549 $1,340,385.00
307000109 FAMILY DLR STORES INC 111300 $3,223,684.00
</TABLE>
<PAGE> 7
<TABLE>
<CAPTION>
Sum Of Sum Of
Shares Market Value
CUSIP NAME Held (C$)
------ ---- ------ -------------
<S> <C> <C> <C>
313400301 FEDERAL HOME LN MTG CORP 146151 $11,888,320.00
313586109 FEDERAL NATL MTG ASSN 190936 $20,540,947.00
31410H101 FEDERATED DEPT STORES INC DEL 15685 $616,549.00
314211103 FEDERATED INVS INC PA 112125 $4,175,459.00
316773100 FIFTH THIRD BANCORP 31911 $2,586,749.00
317928109 FINOVA GROUP INC 114000 $1,243,568.00
319963104 FIRST DATA CORP 65826 $3,868,820.00
337162101 FIRST TENN NATL CORP 49500 $1,522,120.00
337358105 FIRST UN CORP 100865 $4,884,657.00
33763V109 FIRSTAR CORP NEW WIS 179022 $6,026,929.00
337932107 FIRSTENERGY CORP 18521 $750,655.00
339030108 FLEETBOSTON FINL CORP 548868 $32,207,656.00
343861100 FLUOR CORP 6301 $284,418.00
347471104 FORT JAMES CORP 14953 $687,601.00
349631101 FORTUNE BRANDS INC 11648 $464,434.00
349882100 FOSSIL INC 148000 $2,964,365.00
354613101 FRANKLIN RES INC 70120 $4,687,538.00
35671D105 FREEPORT-MCMORAN COPPER & GOLD 485000 $6,020,358.00
35671D857 FREEPORT-MCMORAN COPPER & GOLD 134883 $1,788,374.00
358029106 FRESENIUS MED CARE AG 97400 $4,378,179.00
363547100 GALILEO INTERNATIONAL INC 68600 $1,599,862.00
364730101 GANNETT INC 70399 $5,613,955.00
364760108 GAP INC DEL 653309 $19,782,490.00
367626108 GATEWAY INC 36160 $2,543,529.00
368710406 GENENTECH INC 70932 $19,817,565.00
369550108 GENERAL DYNAMICS CORP 15074 $1,424,616.00
369604103 GENERAL ELEC CO 1580439 $137,177,311.00
370334104 GENERAL MLS INC 22948 $1,225,744.00
370442105 GENERAL MTRS CORP 60271 $5,894,519.00
370442832 GENERAL MTRS CORP 503597 $28,172,093.00
372460105 GENUINE PARTS CO 263736 $7,564,226.00
373298108 GEORGIA PAC CORP 15464 $546,785.00
375558103 GILEAD SCIENCES INC 91400 $15,084,397.00
375766102 GILLETTE CO 260018 $12,079,167.00
37733W105 GLAXO WELLCOME PLC 25397 $2,309,468.00
38059T106 GOLD FIELDS LTD NEW 250000 $1,151,786.00
381317106 GOLDEN WEST FINL CORP DEL 10069 $812,419.00
38141G104 GOLDMAN SACHS GROUP INC 3400 $582,868.00
382388106 GOODRICH B F CO 30850 $1,818,963.00
382550101 GOODYEAR TIRE & RUBR CO 10974 $297,210.00
384802104 GRAINGER W W INC 6696 $265,092.00
39167B102 GREATER CHINA FD INC 125000 $1,657,338.00
40049J206 GRUPO TELEVISA SA DE CV 49291 $4,278,309.00
401698105 GUIDANT CORP 717782 $76,341,152.00
404280406 HSBC HLDGS PLC 31832 $3,419,706.00
406216101 HALLIBURTON CO 35619 $2,622,682.00
41163G101 HARCOURT GEN INC 9544 $847,246.00
412822108 HARLEY DAVIDSON INC 23500 $1,692,791.00
413086109 HARMAN INTL INDS INC 6100 $358,867.00
413160102 HARMONIC INC 154839 $5,591,370.00
</TABLE>
<PAGE> 8
<TABLE>
<CAPTION>
Sum Of Sum Of
Shares Market Value
CUSIP NAME Held (C$)
------ ---- ------ -------------
<S> <C> <C> <C>
413619107 HARRAHS ENTMT INC 8431 $348,850.00
416515104 HARTFORD FINL SVCS GROUP INC 20552 $2,255,426.00
418056107 HASBRO INC 14577 $250,846.00
421924101 HEALTHSOUTH CORP 160117 $1,957,435.00
423074103 HEINZ H J CO 101610 $5,666,200.00
423325307 HELLENIC TELECOM ORGANIZATN SA 44112 $613,939.00
427866108 HERSHEY FOODS CORP 9223 $751,098.00
428040109 HERTZ CORP 33000 $1,576,465.00
428236103 HEWLETT PACKARD CO 137452 $20,060,853.00
432848109 HILTON HOTELS CORP 29845 $519,196.00
437076102 HOME DEPOT INC 245348 $19,588,119.00
437852106 HOMESTORE COM INC 38650 $2,718,678.00
438516106 HONEYWELL INTL INC 138423 $7,419,744.00
440327104 HORACE MANN EDUCATORS CORP NEW 499050 $12,295,663.00
441815107 HOUSEHOLD INTL INC 51999 $4,430,266.00
444903108 HUMAN GENOME SCIENCES INC 3200 $833,559.00
446150104 HUNTINGTON BANCSHARES INC 19099 $422,056.00
448924100 ICN PHARMACEUTICALS INC NEW 5300 $265,152.00
449370105 IDEC PHARMACEUTICALS CORP 46400 $12,242,571.00
449934108 IMS HEALTH INC 22010 $687,171.00
45068B109 ITT EDUCATIONAL SERVICES INC 106200 $4,334,319.00
450911102 ITT INDS INC IND 45762 $2,233,361.00
452308109 ILLINOIS TOOL WKS INC 24180 $2,032,827.00
45245E109 IMAX CORP 536030 $13,660,057.00
452528102 IMMUNEX CORP NEW 287300 $18,804,053.00
45253H101 IMMUNOGEN INC 134000 $6,892,748.00
453258402 INCO LTD 3321738 $80,591,960.00
45337C102 INCYTE PHARMACEUTICALS INC 164100 $10,154,092.00
454089103 INDIA FD INC 82000 $1,495,968.00
454090101 INDIA GROWTH FD INC 44000 $740,616.00
45662S102 INFINITY BROADCASTING CP NEW 34300 $1,703,078.00
45666Q102 INFORMATICA CORP 15750 $2,209,815.00
456788108 INFOSYS TECHNOLOGIES LTD 5900 $1,171,797.00
45678T102 INFOSPACE COM INC 22900 $1,042,287.00
456837103 ING GROEP N V 17720 $1,756,349.00
456866102 INGERSOLL-RAND CO 248924 $12,687,401.00
457191104 INHALE THERAPEUTIC SYS INC 25700 $2,179,949.00
457214104 INKINE PHARMACEUTICALS INC 94000 $1,520,418.00
458140100 INTEL CORP 1294346 $81,064,597.00
458801107 INTERMEDIA COMMUNICATIONS INC 24900 $1,105,218.00
459200101 INTERNATIONAL BUSINESS MACHS 577967 $97,832,276.00
460146103 INTL PAPER CO 134968 $5,825,615.00
46059C106 INTERNET CAP GROUP INC 34500 $905,144.00
460690100 INTERPUBLIC GROUP COS INC 44454 $2,278,283.00
460939309 INTRANET SOLUTIONS INC 14600 $1,098,372.00
461156101 INTIMATE BRANDS INC 9455 $265,845.00
461202103 INTUIT 231750 $19,875,643.00
465754109 I2 TECHNOLOGIES INC 1597 $449,487.00
46612J101 JDS UNIPHASE CORP 209429 $29,836,905.00
466313103 JABIL CIRCUIT INC 21700 $1,852,901.00
</TABLE>
<PAGE> 9
<TABLE>
<CAPTION>
Sum Of Sum Of
Shares Market Value
CUSIP NAME Held (C$)
------ ---- ------ -------------
<S> <C> <C> <C>
471112102 JARDINE FLEMING INDIA FD INC 37000 $612,380.00
475070108 JEFFERSON PILOT CORP 27283 $2,786,304.00
478160104 JOHNSON & JOHNSON 519384 $73,409,429.00
478366107 JOHNSON CTLS INC 6997 $559,943.00
480074103 JONES APPAREL GROUP INC 32310 $1,288,278.00
48203R104 JUNIPER NETWORKS INC 9700 $3,195,343.00
482480100 KLA-TENCOR CORP 310876 $19,265,219.00
482584109 K MART CORP 32966 $297,608.00
482740206 K V PHARMACEUTICAL CO 42000 $2,219,689.00
486665102 KEANE INC 67700 $1,772,411.00
487836108 KELLOGG CO 27918 $1,015,998.00
492386107 KERR MCGEE CORP 6161 $614,135.00
493267108 KEYCORP NEW 34030 $1,296,030.00
49337W100 KEYSPAN CORP 9500 $573,542.00
494368103 KIMBERLY CLARK CORP 405976 $34,092,162.00
495582108 KING PHARMACEUTICALS INC 202387 $10,182,080.00
499040103 KNIGHT RIDDER INC 4998 $382,111.00
500255104 KOHLS CORP 21900 $1,900,854.00
500467303 KONINKLIJKE AHOLD N V 85260 $3,615,936.00
500631106 KOREA ELECTRIC PWR 73503 $1,444,579.00
500634100 KOREA FD 39000 $704,162.00
50063P103 KOREA TELECOM 34250 $1,732,804.00
501044101 KROGER CO 177838 $6,037,105.00
501556203 KYOCERA CORP 14149 $3,202,632.00
502161102 LSI LOGIC CORP 416010 $18,308,646.00
512807108 LAM RESEARCH CORP 20900 $658,396.00
512815101 LAMAR ADVERTISING CO 81950 $4,670,122.00
518415104 LATTICE SEMICONDUCTOR CORP 77100 $6,235,330.00
518439104 LAUDER ESTEE COS INC 125500 $6,915,888.00
524660107 LEGGETT & PLATT INC 14300 $340,212.00
524908100 LEHMAN BROS HLDGS INC 8500 $1,889,614.00
52729N100 LEVEL 3 COMMUNICATIONS INC 9150 $1,061,800.00
529771107 LEXMARK INTL GROUP INC 11165 $629,965.00
530129105 LIBERATE TECHNOLOGIES 38150 $1,661,019.00
532457108 LILLY ELI & CO 159560 $19,476,250.00
532716107 LIMITED INC 31278 $1,038,270.00
532791100 LINCARE HLDGS INC 111150 $4,797,569.00
535678106 LINEAR TECHNOLOGY CORP 21600 $2,104,360.00
539830109 LOCKHEED MARTIN CORP 27846 $1,380,946.00
540424108 LOEWS CORP 7029 $881,771.00
546347105 LOUISIANA PAC CORP 30034 $415,158.00
548661107 LOWES COS INC 183663 $12,400,886.00
549463107 LUCENT TECHNOLOGIES INC 1304778 $59,999,135.00
55068R202 LUXOTTICA GROUP S P A 129500 $3,141,927.00
55262C100 MBIA INC 7026 $751,895.00
55262L100 MBNA CORP 84939 $4,920,333.00
552848103 MGIC INVT CORP WIS 36221 $3,331,240.00
556100105 MACROMEDIA INC 19300 $2,346,712.00
559776109 MAGYAR TAVKOZLESI RT 61863 $2,193,157.00
561232109 MALLINCKRODT INC NEW 3837 $263,403.00
</TABLE>
<PAGE> 10
<TABLE>
<CAPTION>
Sum Of Sum Of
Shares Market Value
CUSIP NAME Held (C$)
------ ---- ------ -------------
<S> <C> <C> <C>
56418H100 MANPOWER INC 60450 $2,904,805.00
568240204 MARINE DRILLING COS INC 35000 $1,504,123.00
571748102 MARSH & MCLENNAN COS INC 63781 $12,739,502.00
571903202 MARRIOTT INTL INC NEW 18512 $1,014,898.00
573284106 MARTIN MARIETTA MATLS INC 27650 $1,592,552.00
574599106 MASCO CORP 35530 $995,676.00
577081102 MATTEL INC 29806 $501,700.00
577128101 MATTHEWS INTL CORP 8300 $366,845.00
57772K101 MAXIM INTEGRATED PRODS INC 348825 $42,217,262.00
577778103 MAY DEPT STORES CO 25122 $774,880.00
578592107 MAYTAG CORP 7944 $371,275.00
580135101 MCDONALDS CORP 167421 $7,604,252.00
580645109 MCGRAW HILL COS INC 22238 $2,126,767.00
58155Q103 MCKESSON HBOC INC 21923 $1,008,111.00
582266102 MCLEODUSA INC 410500 $8,839,752.00
582834107 MEAD CORP 29866 $1,050,401.00
584699102 MEDIMMUNE INC 221700 $25,768,597.00
585055106 MEDTRONIC INC 192835 $15,032,902.00
58551A108 MELLON FINL CORP 109590 $7,646,830.00
589331107 MERCK & CO INC 829279 $92,878,699.00
589405109 MERCURY INTERACTIVE CORP 29500 $6,957,547.00
590188108 MERRILL LYNCH & CO INC 164388 $16,324,528.00
591520200 METHODE ELECTRS INC 3900 $260,023.00
591689104 METROMEDIA FIBER NETWORK INC 7200 $263,378.00
594918104 MICROSOFT CORP 1249585 $113,279,011.00
595112103 MICRON TECHNOLOGY INC 56754 $3,928,085.00
595635103 MIDCAP SPDR TR 2300 $340,006.00
599902103 MILLENNIUM PHARMACEUTICALS INC 3150 $692,268.00
601073109 MILLIPORE CORP 3639 $265,208.00
604059105 MINNESOTA MNG & MFG CO 114216 $15,659,976.00
608554101 MOLEX INC 13137 $1,076,012.00
615785102 MOORE LTD 1356272 $5,866,934.00
616880100 MORGAN J P & CO INC 87902 $21,607,820.00
617446448 MORGAN STANLEY DEAN WITTER&CO 129952 $17,878,519.00
61745C105 MORGAN STANLEY D WITTER INDIA 120000 $1,873,251.00
620076109 MOTOROLA INC 1724387 $73,295,918.00
62886E108 NCR CORP NEW 5700 $324,288.00
629050204 NEC CORP 13000 $2,178,501.00
629360306 NPC INTERNATIONAL INC 83600 $1,230,314.00
62936P103 NPS PHARMACEUTICALS INC 186600 $15,880,457.00
62952P102 NABISCO GROUP HLDG CORP 22000 $943,396.00
631100104 NASDAQ 100 TR 61620 $8,222,583.00
632525408 NATIONAL AUSTRALIA BK LTD 12325 $1,286,520.00
635405103 NATIONAL CITY CORP 47714 $1,588,385.00
637640103 NATIONAL SEMICONDUCTOR CORP 643462 $38,968,652.00
638612101 NATIONWIDE FINL SVCS INC 58500 $3,289,756.00
64115P102 NETIQ CORP 64300 $6,355,021.00
64120L104 NETWORK APPLIANCE INC 20800 $3,986,338.00
650111107 NEW YORK TIMES CO 13291 $786,157.00
651229106 NEWELL RUBBERMAID INC 20722 $711,249.00
</TABLE>
<PAGE> 11
<TABLE>
<CAPTION>
Sum Of Sum Of
Shares Market Value
CUSIP NAME Held (C$)
------ ---- ------ -------------
<S> <C> <C> <C>
651639106 NEWMONT MINING CORP 588031 $15,040,966.00
651824104 NEWPORT CORP 3400 $814,753.00
652487703 NEWS CORP LTD 135000 $11,387,515.00
65332V103 NEXTEL COMMUNICATIONS INC 153380 $10,788,894.00
65333H707 NEXTLINK COMMUNICATIONS INC 457043 $24,197,244.00
653656108 NICE SYS LTD 5433 $588,571.00
654106103 NIKE INC 21104 $1,272,108.00
654624105 NIPPON TELEG & TEL CORP 30530 $2,250,865.00
654902204 NOKIA CORP 527249 $31,583,216.00
655844108 NORFOLK SOUTHERN CORP 30220 $664,993.00
659424105 NORTH FORK BANCORPORATION NY 58350 $1,898,557.00
665859104 NORTHERN TR CORP 35550 $4,753,854.00
666807102 NORTHROP GRUMMAN CORP 4489 $613,791.00
669784100 NOVA CORP GA 82300 $2,120,591.00
670006105 NOVELL INC 22635 $338,425.00
670008101 NOVELLUS SYS INC 9200 $644,534.00
670009109 NOVEN PHARMACEUTICALS INC 32200 $2,071,184.00
670100205 NOVO-NORDISK A S 11100 $1,853,841.00
670346105 NUCOR CORP 6147 $278,623.00
674599105 OCCIDENTAL PETE CORP DEL 28780 $944,524.00
67481E106 OCEAN ENERGY INC TEX 137550 $3,194,847.00
679833103 OLD KENT FINL CORP 8874 $386,367.00
681904108 OMNICARE INC 248000 $6,016,972.00
681919106 OMNICOM GROUP INC 43975 $4,825,922.00
683715106 OPEN TEXT CORP 318585 $9,287,398.00
68389X105 ORACLE CORP 595339 $70,540,980.00
689899102 OUTBACK STEAKHOUSE INC 58650 $2,393,670.00
693304107 PECO ENERGY CO 14026 $1,278,088.00
69331C108 PG&E CORP 30828 $1,121,899.00
69332S102 PE CORP 202068 $35,420,123.00
69344F106 PMC-SIERRA INC 13700 $4,437,009.00
693475105 PNC BK CORP 42432 $4,149,860.00
693506107 PPG INDS INC 13678 $816,766.00
693718108 PACCAR INC 5000 $278,821.00
695629105 PAINE WEBBER GROUP INC 11500 $1,178,775.00
696429307 PALL CORP 10279 $308,345.00
699173100 PARAMETRIC TECHNOLOGY CORP 18680 $307,398.00
701094104 PARKER HANNIFIN CORP 9447 $479,727.00
70211M109 PARTNER COMMUNICATIONS CO LTD 396000 $4,580,139.00
703412106 PATTERSON DENTAL CO 50800 $1,719,780.00
704326107 PAYCHEX INC 48825 $3,856,809.00
704379106 PAYLESS SHOESOURCE INC 30700 $2,586,741.00
708160106 PENNEY J C INC 18692 $332,205.00
712713106 PEOPLESOFT INC 21160 $889,451.00
713448108 PEPSICO INC 531092 $36,758,196.00
71366Q101 PEREGRINE SYSTEMS INC 56050 $1,597,031.00
715684106 P T TELEKOMUNIKASI INDONESIA 420144 $3,950,976.00
717081103 PFIZER INC 1873447 $126,669,473.00
71713B104 PHARMACOPEIA INC 43500 $1,668,999.00
717265102 PHELPS DODGE CORP 265601 $16,684,484.00
</TABLE>
<PAGE> 12
<TABLE>
<CAPTION>
Sum Of Sum Of
Shares Market Value
CUSIP NAME Held (C$)
------ ---- ------ -------------
<S> <C> <C> <C>
718154107 PHILIP MORRIS COS INC 412715 $18,279,756.00
718507106 PHILLIPS PETE CO 17212 $1,625,068.00
719405102 PHOTRONICS INC 40400 $1,325,878.00
724479100 PITNEY BOWES INC 37650 $2,234,063.00
725906101 PLACER DOME INC 9680720 $137,457,427.00
730450103 POHANG IRON & STL LTD 30000 $840,706.00
737679100 POTOMAC ELEC PWR CO 670850 $25,423,097.00
739363109 POWERWAVE TECHNOLOGIES INC 42450 $2,425,057.00
74005P104 PRAXAIR INC 13431 $755,294.00
741477103 PRICE T ROWE & ASSOCIATES 1533300 $108,285,189.00
741503106 PRICELINE COM INC 24450 $436,857.00
742718109 PROCTER & GAMBLE CO 301425 $30,386,499.00
743315103 PROGRESSIVE CORP OHIO 4699 $578,873.00
74406A102 PROVIDIAN FINL CORP 22837 $4,363,846.00
747277101 QLOGIC CORP 9450 $1,251,241.00
747402105 QUAKER OATS CO 12785 $1,522,093.00
747525103 QUALCOMM INC 322434 $34,566,252.00
74834L100 QUEST DIAGNOSTICS INC 55350 $9,556,457.00
749084109 QUORUM HEALTH GROUP INC 425000 $8,313,021.00
749121109 QWEST COMMUNICATIONS INTL INC 142945 $10,337,034.00
749651105 R O C TAIWAN FD 102000 $997,563.00
750236101 RADIAN GROUP INC 17400 $1,767,175.00
751277302 RALSTON PURINA CO 25768 $918,369.00
755111309 RAYTHEON CO 55200 $2,273,630.00
755111408 RAYTHEON CO 25340 $1,084,219.00
757209101 REDBACK NETWORKS INC 1150 $283,662.00
758212872 REED INTL PLC 33900 $1,654,450.00
75952J108 RELIANT ENERGY INC 23034 $1,611,569.00
759930100 RENAL CARE GROUP INC 852530 $23,890,902.00
760759100 REPUBLIC SVCS INC 154500 $3,051,086.00
76132M102 REUTERS GROUP PLC 7200 $1,217,387.00
762430205 RHYTHMS NETCONNECTIONS INC 84800 $940,989.00
767204100 RIO TINTO PLC 59000 $5,281,966.00
767744105 RITCHIE BROS AUCTIONEERS 219700 $7,065,823.00
770323103 ROBERT HALF INTL INC 105100 $5,485,245.00
773903109 ROCKWELL INTL CORP NEW 14684 $668,338.00
776696106 ROPER INDS INC NEW 86000 $4,294,307.00
779382100 ROWAN COS INC 7317 $319,270.00
780257804 ROYAL DUTCH PETE CO 242570 $21,875,535.00
78387G103 SBC COMMUNICATIONS INC 565238 $42,523,397.00
783890106 SCI SYS INC 41250 $2,544,687.00
784076101 SDL INC 52300 $24,237,008.00
78440P108 SK TELECOM LTD 9380 $361,654.00
78462F103 SPDR TR 103670 $22,403,183.00
78463B101 S1 CORPORATION 333250 $5,985,383.00
785905100 SABRE HLDGS CORP 8988 $391,330.00
786429100 SAFECO CORP 9248 $379,176.00
786514208 SAFEWAY INC 87080 $6,117,035.00
790849103 ST JUDE MED INC 138461 $10,624,885.00
79377W108 SAKS INC 51650 $767,422.00
</TABLE>
<PAGE> 13
<TABLE>
<CAPTION>
Sum Of Sum Of
Shares Market Value
CUSIP NAME Held (C$)
------ ---- ------ -------------
<S> <C> <C> <C>
80004C101 SANDISK CORP 7800 $783,380.00
800907107 SANMINA CORP 78500 $11,058,293.00
803054204 SAP AKTIENGESELLSCHAFT 142714 $13,205,909.00
803062108 SAPIENT CORP 9100 $557,088.00
803111103 SARA LEE CORP 98848 $3,020,975.00
804099109 SATYAM INFOWAY LTD 20000 $408,113.00
806605101 SCHERING PLOUGH CORP 194380 $13,599,756.00
806857108 SCHLUMBERGER LTD 53616 $6,640,246.00
808513105 SCHWAB CHARLES CORP NEW 115643 $6,176,953.00
808655104 SCIENTIFIC ATLANTA INC 11076 $1,060,321.00
81013T705 SCOTTISH PWR PLC 579100 $26,193,771.00
811371707 SEA CONTAINERS LTD 12500 $438,446.00
811804103 SEAGATE TECHNOLOGY 111025 $11,526,474.00
811850106 SEAGRAM LTD 5318629 $459,640,228.00
81211K100 SEALED AIR CORP NEW 6539 $445,201.00
812387108 SEARS ROEBUCK & CO 27280 $1,330,712.00
816851109 SEMPRA ENERGY 16387 $513,145.00
817315104 SEPRACOR INC 55800 $10,300,525.00
817523103 SEROLOGICALS CORP 53900 $562,584.00
824348106 SHERWIN WILLIAMS CO 820343 $26,383,244.00
826170102 SIEBEL SYS INC 111900 $18,741,255.00
826428104 SIERRA PAC RES NEW 74800 $2,025,819.00
826552101 SIGMA ALDRICH CORP 5605 $278,302.00
82929L109 SINGAPORE FD INC 90000 $871,671.00
82966U103 SIRIUS SATELLITE RADIO INC 50500 $4,017,615.00
832110100 SMITH INTL INC 26050 $3,196,849.00
832727101 SMURFIT-STONE CONTAINER CORP 48601 $877,503.00
834182107 SOLECTRON CORP 377600 $26,205,651.00
835699307 SONY CORP 138981 $21,107,287.00
842587107 SOUTHERN CO 54646 $2,666,934.00
844741108 SOUTHWEST AIRLS CO 39739 $1,449,957.00
852061100 SPRINT CORP 143594 $6,332,983.00
852061506 SPRINT CORP 271872 $14,342,596.00
854616109 STANLEY WKS 7227 $250,773.00
855030102 STAPLES INC 37825 $807,414.00
855244109 STARBUCKS CORP 12500 $753,476.00
857477103 STATE STR CORP 112760 $22,055,912.00
86074Q102 STILLWATER MNG CO 425700 $17,338,779.00
866810104 SUN MICROSYSTEMS INC 310895 $54,613,149.00
867363103 SUNGARD DATA SYS INC 49250 $3,172,476.00
867914103 SUNTRUST BKS INC 24556 $1,840,425.00
868168105 SUPERIOR INDS INTL INC 37200 $1,679,155.00
870756103 SWIFT TRANSN CO 121100 $2,380,019.00
87114F106 SYBRON INTL CORP 89750 $3,240,950.00
871206108 SYCAMORE NETWORKS INC 37900 $6,158,707.00
87155S108 SYMYX TECHNOLOGIES 72550 $4,734,820.00
871829107 SYSCO CORP 72896 $5,079,533.00
872375100 TECO ENERGY INC 1135850 $49,134,374.00
872540109 TJX COS INC NEW 122198 $4,136,883.00
872649108 TRW INC 9727 $594,564.00
</TABLE>
<PAGE> 14
<TABLE>
<CAPTION>
Sum Of Sum Of
Shares Market Value
CUSIP NAME Held (C$)
------ ---- ------ -------------
<S> <C> <C> <C>
872941109 TMP WORLDWIDE INC 50500 $6,116,653.00
874039100 TAIWAN SEMICONDUCTOR MFG LTD 66591 $2,041,449.00
878237106 TECH DATA CORP 54500 $3,505,575.00
879131100 TEKTRONIX INC 3501 $404,620.00
879238103 TELE CELULAR SUL PART S A 6040 $272,637.00
87923P105 TELE CENTRO OESTE CELULAR S A 25800 $412,454.00
879242105 TELE DANMARK A/S 29900 $1,265,291.00
879246106 TELE NORTE LESTE PART S A 89263 $3,072,274.00
879273209 TELECOMM ARGENTINA STET-FRANCE 28938 $941,567.00
879287308 TELECOMUNICACOES BRASILEIRAS S 86287 $10,272,726.00
879369106 TELEFLEX INC 36000 $1,861,966.00
879382208 TELEFONICA S A 32396 $2,897,176.00
879403780 TELEFONOS DE MEXICO S A 146973 $11,761,688.00
879433100 TELEPHONE & DATA SYS INC 18749 $3,122,859.00
87944E105 TELEMIG CELULAR PART S A 4063 $323,618.00
87952L108 TELESP CELULAR PART S A 89433 $4,432,089.00
87956P105 TELEWEST COMMUNICATIONS PLC 12000 $352,081.00
879664100 TELLABS INC 43969 $3,158,978.00
88033G100 TENET HEALTHCARE CORP 23597 $1,291,476.00
880770102 TERADYNE INC 12623 $664,748.00
881624209 TEVA PHARMACEUTICAL INDS LTD 47919 $5,276,771.00
881694103 TEXACO INC 74917 $5,917,882.00
882508104 TEXAS INSTRS INC 386267 $27,424,364.00
883203101 TEXTRON INC 12276 $851,961.00
883556102 THERMO ELECTRON CORP 11478 $449,020.00
886423102 TIDEWATER INC 59000 $4,039,150.00
886547108 TIFFANY & CO NEW 9700 $562,805.00
887315109 TIME WARNER INC 117405 $13,822,848.00
887319101 TIME WARNER TELECOM INC 36350 $2,642,324.00
891027104 TORCHMARK CORP 7766 $324,980.00
891490302 TOSCO CORP 9300 $436,398.00
89151E109 TOTAL FINA S A 41264 $4,559,454.00
892335100 TOYS R US INC 44135 $1,079,103.00
894065101 TRANSWITCH CORP 80000 $7,673,558.00
89589H104 TRIANGLE PHARMACEUTICALS INC 97500 $1,237,711.00
895953107 TRICON GLOBAL RESTAURANTS 10572 $487,147.00
896047107 TRIBUNE CO NEW 21891 $1,436,904.00
89677M106 TRITON PCS HLDGS INC 20500 $848,229.00
898592506 TUBOS DE ACERO DE MEXICO S A 11553 $291,163.00
901145102 TV AZTECA S A DE C V 18700 $362,256.00
902124106 TYCO INTL LTD NEW 356605 $27,833,776.00
902905827 USX MARATHON GROUP 23574 $1,006,458.00
902911106 UST INC 47601 $1,638,339.00
902973106 US BANCORP DEL 275688 $9,436,824.00
902984103 USA NETWORKS INC 76050 $2,510,170.00
90458E107 UNIBANCO-UNIAO DE BANCOS BRASL 43340 $2,151,936.00
904784709 UNILEVER N V 68242 $4,954,224.00
905581104 UNION CARBIDE CORP 9820 $557,770.00
907818108 UNION PAC CORP 39221 $2,294,118.00
908068109 UNION PLANTERS CORP 10050 $499,944.00
</TABLE>
<PAGE> 15
<TABLE>
<CAPTION>
Sum Of Sum Of
Shares Market Value
CUSIP NAME Held (C$)
------ ---- ------ -------------
<S> <C> <C> <C>
909214108 UNISYS CORP 90406 $1,530,299.00
911300200 UNITED PAN-EUROPE COMMUNCTN NV 23000 $672,642.00
911363109 UNITED RENTALS INC 59800 $2,170,676.00
911684108 UNITED STATES CELLULAR CORP 23150 $2,438,235.00
911905107 US AIRWAYS GROUP INC 5778 $264,610.00
913017109 UNITED TECHNOLOGIES CORP 108005 $11,253,568.00
913247508 UNITEDGLOBALCOM 59950 $2,706,058.00
915289102 UNOCAL CORP 18677 $995,843.00
91529Y106 UNUMPROVIDENT CORP 18899 $774,875.00
917311805 USINTERNETWORKING INC 200900 $2,016,496.00
918204108 V F CORP 9192 $341,433.00
923436109 VERITAS SOFTWARE CO 79773 $17,043,974.00
92343E102 VERISIGN INC 77231 $23,538,362.00
925524308 VIACOM INC 198141 $17,440,415.00
925529208 VIATEL INC 35300 $544,409.00
92552R109 VIAD CORP 80700 $3,225,232.00
926734104 VIGNETTE CORP 15703 $705,858.00
928241108 VIROPHARMA INC 67500 $2,627,911.00
92849Q104 VITRIA TECHNOLOGY 41650 $2,921,867.00
928615103 VOICESTREAM WIRELESS CORP 41906 $7,318,008.00
929236107 WD-40 CO 114000 $3,644,940.00
929309300 WPP GROUP PLC 64113 $5,721,571.00
929771103 WACHOVIA CORP 37768 $3,221,321.00
931142103 WAL MART STORES INC 585995 $42,431,780.00
931422109 WALGREEN CO 113630 $6,486,084.00
939322103 WASHINGTON MUT INC 42907 $2,570,211.00
94106L109 WASTE MGMT INC DEL 57290 $1,503,063.00
941848103 WATERS CORP 327400 $43,842,496.00
942683103 WATSON PHARMACEUTICALS INC 438200 $42,773,653.00
947074100 WEATHERFORD INTL INC 6735 $435,745.00
94973H108 WELLPOINT HEALTH NETWORK NEW 121030 $17,481,990.00
949746101 WELLS FARGO & CO NEW 788772 $54,518,100.00
950590109 WENDYS INTL INC 8846 $267,022.00
95988E204 WESTERN WIRELESS CORP 315100 $16,890,009.00
962166104 WEYERHAEUSER CO 18011 $1,094,150.00
963320106 WHIRLPOOL CORP 5068 $296,438.00
966837106 WHOLE FOODS MKT INC 30450 $2,459,705.00
969133107 WILLAMETTE INDS INC 8228 $346,640.00
969455104 WILLIAMS COMMUNICATIONS GROUP 92550 $2,785,050.00
969457100 WILLIAMS COS INC DEL 103646 $6,588,793.00
982526105 WRIGLEY WM JR CO 7751 $873,215.00
983919101 XILINX INC 253500 $32,659,170.00
984121103 XEROX CORP 151882 $3,442,037.00
98413B100 XPEDIOR INC 78300 $382,888.00
984332106 YAHOO INC 42650 $5,839,653.00
987425105 YOUNG & RUBICAM INC 4850 $361,221.00
D1668R123 DAIMLERCHRYSLER AG 33782 $2,256,301.00
G0070K103 ACE LTD 111800 $6,602,495.00
G02602103 AMDOCS LTD 2920 $274,044.00
G3921A100 GLOBAL CROSSING LTD 70249 $3,276,638.00
</TABLE>
<PAGE> 16
<TABLE>
<CAPTION>
Sum Of Sum Of
Shares Market Value
CUSIP NAME Held (C$)
------ ---- ------ -------------
<S> <C> <C> <C>
G90751101 TRITON ENERGY LTD 169500 $9,946,285.00
G9825R107 XOMA LTD 125000 $2,715,273.00
L6388F102 MILLICOM INTL CELLULAR S A 96605 $5,169,070.00
M22465104 CHECK POINT SOFTWARE TECH LTD 16128 $3,821,973.00
M47298100 GALILEO TECHNOLOGY LTD 20178 $963,937.00
M51474100 GILAT SATELLITE NETWORKS LTD 6982 $807,591.00
M7524R108 OPTIBASE LTD 23220 $613,568.00
M81873107 RADWARE LTD 10798 $487,406.00
M88258104 TTI TEAM TELECOM INTL LTD 10950 $335,690.00
N07045102 ASM INTL N V 22000 $579,278.00
N07059111 ASM LITHOGRAPHY HLDG N V 175000 $8,507,756.00
Y02516105 ASE TEST LTD 13000 $410,761.00
013104104 ALBERTSONS INC 220000 $4,620,000.00
019228402 ALLIED IRISH BKS P L C 330000 $7,218,750.00
025816109 AMERICAN EXPRESS CO 255000 $15,491,250.00
060505104 BANK OF AMERICA CORPORATION 117000 $6,127,875.00
064057102 BANK NEW YORK INC 138000 $7,736,625.00
071813109 BAXTER INTL INC 55000 $4,389,687.50
075887109 BECTON DICKINSON & CO 230000 $6,080,625.00
126650100 CVS CORP 160000 $7,410,000.00
16161A108 CHASE MANHATTAN CORP NEW 132000 $6,096,750.00
172737108 CIRCUIT CITY STORE INC 150000 $3,450,000.00
172967101 CITIGROUP INC 310000 $16,759,375.01
189054109 CLOROX CO DEL 60000 $2,373,750.00
197677107 COLUMBIA/HCA HEALTHCARE CORP 625000 $23,203,125.00
204493100 COMPAQ COMPUTER CORP 120000 $3,309,600.00
205638109 COMPUWARE CORP 115000 $963,125.00
209115104 CONSOLIDATED EDISON INC 400000 $13,650,000.00
244199105 DEERE & CO 150000 $4,987,500.00
247025109 DELL COMPUTER CORP 75000 $2,310,937.50
284131208 ELAN PLC 200000 $10,950,000.00
291011104 EMERSON ELEC CO 20000 $1,340,000.00
372460105 GENUINE PARTS CO 250000 $4,765,625.00
375766102 GILLETTE CO 77000 $2,377,375.00
401698105 GUIDANT CORP 140000 $9,896,250.00
456866102 INGERSOLL-RAND CO 120000 $4,065,000.00
549463107 LUCENT TECHNOLOGIES INC 125000 $3,820,312.50
589331107 MERCK & CO INC 125000 $9,304,687.50
590188108 MERRILL LYNCH & CO INC 100000 $6,600,000.00
620076109 MOTOROLA INC 100000 $2,825,000.00
717265102 PHELPS DODGE CORP 66124 $2,760,677.00
737679100 POTOMAC ELEC PWR CO 670000 $16,875,625.00
741477103 PRICE T ROWE & ASSOCIATES 1400000 $65,712,500.00
74730W101 QUADRAMED CORP 63289 $66,748.00
749084109 QUORUM HEALTH GROUP INC 250000 $3,250,000.00
759930100 RENAL CARE GROUP INC 325000 $6,053,125.00
81013T705 SCOTTISH PWR PLC 579100 $17,409,193.75
857477103 STATE STR CORP 65000 $8,450,000.00
86074Q102 STILLWATER MNG CO 180000 $4,872,600.00
872375100 TECO ENERGY INC 1135000 $32,631,250.00
</TABLE>
<PAGE> 17
<TABLE>
<CAPTION>
Sum Of Sum Of
Shares Market Value
CUSIP NAME Held (C$)
------ ---- ------ -------------
<S> <C> <C> <C>
902973106 US BANCORP DEL 215000 $4,891,250.00
949746101 WELLS FARGO & CO NEW 248000 $11,392,500.00
000886101 A D C TELECOMMUNICATIONS 158753 $6,499,502.85
001055102 AFLAC INC 59635 $5,816,509.04
00130H105 AES CORP 102724 $10,713,214.37
001765106 AMR CORP 33727 $1,678,482.12
002824100 ABBOTT LABS 348554 $25,240,156.68
00651F108 ADAPTEC INC 22303 $679,126.35
00724F101 ADOBE SYS INC 26929 $6,365,157.24
007903107 ADVANCED MICRO DEVICES INC 70050 $2,519,632.83
008117103 AETNA INC 31739 $2,805,732.56
00846U101 AGILENT TECHNOLOGIES INC 101876 $7,590,510.15
009158106 AIR PRODS & CHEMS INC 51575 $2,826,825.75
013068101 ALBERTO CULVER CO 12545 $550,311.91
013104104 ALBERTSONS INC 95166 $3,042,694.94
018490102 ALLERGAN INC 29546 $3,798,318.35
019589308 ALLIED WASTE INDS INC 44252 $618,995.59
020002101 ALLSTATE CORP 165122 $8,736,089.01
020039103 ALLTEL CORP 70954 $5,637,683.33
022615108 ALZA CORP DEL 25981 $3,421,600.27
023135106 AMAZON COM INC 4000 $234,084.38
023551104 AMERADA HESS CORP 20257 $2,064,438.35
023608102 AMEREN CORP 30859 $1,967,405.90
02364J104 AMERICA ONLINE INC DEL 528242 $43,228,353.92
025537101 AMERICAN ELEC PWR INC 72412 $4,313,424.44
751277302 RALSTON PURINA CO 69036 $2,489,729.41
755111408 RAYTHEON CO 76463 $3,310,549.22
758110100 REEBOK INTL LTD 12792 $366,388.86
773903109 ROCKWELL INTL CORP NEW 41622 $1,916,927.22
779382100 ROWAN COS INC 21215 $936,695.29
780257804 ROYAL DUTCH PETE CO 482219 $44,004,819.50
783549108 RYDER SYS INC 13410 $376,433.37
78387G103 SBC COMMUNICATIONS INC 762259 $58,026,966.38
78462F103 SPDR TR 961 $210,140.97
785905100 SABRE HLDGS CORP 29036 $1,279,249.03
786429100 SAFECO CORP 28711 $1,191,165.56
790849103 ST JUDE MED INC 18933 $1,470,100.12
800907107 SANMINA CORP 34044 $4,852,770.06
803062108 SAPIENT CORP 26698 $1,653,853.50
803111103 SARA LEE CORP 195553 $6,047,629.30
806605101 SCHERING PLOUGH CORP 329445 $23,323,470.58
806857108 SCHLUMBERGER LTD 128191 $16,064,996.27
808513105 SCHWAB CHARLES CORP NEW 319484 $17,267,710.85
808655104 SCIENTIFIC ATLANTA INC 35815 $3,469,365.47
811804103 SEAGATE TECHNOLOGY 51497 $5,409,888.59
81211K100 SEALED AIR CORP NEW 18841 $1,298,015.37
812387108 SEARS ROEBUCK & CO 77101 $3,805,662.95
816851109 SEMPRA ENERGY 45911 $1,454,783.29
826170102 SIEBEL SYS INC 93692 $15,878,290.67
826552101 SIGMA ALDRICH CORP 18131 $910,946.77
</TABLE>
<PAGE> 18
<TABLE>
<CAPTION>
Sum Of Sum Of
Shares Market Value
CUSIP NAME Held (C$)
------ ---- ------ -------------
<S> <C> <C> <C>
833034101 SNAP ON INC 13218 $474,181.29
834182107 SOLECTRON CORP 135278 $9,499,939.82
842587107 SOUTHERN CO 145868 $7,203,850.72
844741108 SOUTHWEST AIRLS CO 112117 $4,139,429.71
852061100 SPRINT CORP 198948 $8,878,707.30
852061506 SPRINT CORP 208753 $11,143,789.64
854616109 STANLEY WKS 19403 $681,290.87
855030102 STAPLES INC 102119 $2,205,818.27
855244109 STARBUCKS CORP 42069 $2,566,005.23
857477103 STATE STR CORP 36262 $7,177,156.35
866810104 SUN MICROSYSTEMS INC 358759 $63,770,084.92
867914103 SUNTRUST BKS INC 67033 $5,083,751.30
868536103 SUPERVALU INC 29763 $682,544.65
871829107 SYSCO CORP 74940 $5,284,077.95
872540109 TJX COS INC NEW 65778 $2,253,307.61
872649108 TRW INC 27910 $1,726,277.11
879131100 TEKTRONIX INC 10819 $1,265,249.93
879664100 TELLABS INC 92230 $6,705,063.36
88033G100 TENET HEALTHCARE CORP 70806 $3,921,302.66
880770102 TERADYNE INC 38998 $2,078,105.93
881694103 TEXACO INC 123966 $9,908,757.34
882508104 TEXAS INSTRS INC 388717 $27,926,583.28
882848104 TEXAS UTILS CO 59390 $3,582,943.02
883203101 TEXTRON INC 32249 $2,264,696.10
883556102 THERMO ELECTRON CORP 38991 $1,543,458.74
884315102 THOMAS & BETTS CORP 13035 $346,060.92
886547108 TIFFANY & CO NEW 32659 $1,917,455.82
887315109 TIME WARNER INC 349618 $41,651,958.94
887389104 TIMKEN CO 13622 $283,871.84
891027104 TORCHMARK CORP 28683 $1,214,568.19
891490302 TOSCO CORP 32510 $1,543,671.31
892335100 TOYS R US INC 48622 $1,202,938.67
895953107 TRICON GLOBAL RESTAURANTS 32796 $1,529,164.74
896047107 TRIBUNE CO NEW 69307 $4,603,305.96
899896104 TUPPERWARE CORP 12980 $355,716.90
902124106 TYCO INTL LTD NEW 378919 $29,926,904.21
902905827 USX MARATHON GROUP 70178 $3,031,755.39
902911106 UST INC 36518 $1,271,819.23
902973106 US BANCORP DEL 167723 $5,809,400.59
90337T101 USX-U S STL 19946 $461,210.73
905581104 UNION CARBIDE CORP 30344 $1,744,002.44
907818108 UNION PAC CORP 55741 $3,299,153.02
908068109 UNION PLANTERS CORP 30306 $1,525,533.01
909214108 UNISYS CORP 70391 $1,205,665.85
910581107 UNITED HEALTHCARE CORP 36130 $5,432,032.59
911905107 US AIRWAYS GROUP INC 15081 $698,870.03
913017109 UNITED TECHNOLOGIES CORP 105282 $11,100,210.27
915289102 UNOCAL CORP 54614 $2,946,621.57
918204108 V F CORP 25753 $967,970.77
923436109 VERITAS SOFTWARE CO 90402 $19,544,460.39
</TABLE>
<PAGE> 19
<TABLE>
<CAPTION>
Sum Of Sum Of
Shares Market Value
CUSIP NAME Held (C$)
------ ---- ------ -------------
<S> <C> <C> <C>
925524308 VIACOM INC 341065 $30,377,380.56
929771103 WACHOVIA CORP 45711 $3,945,166.42
931142103 WAL MART STORES INC 1004414 $73,593,727.66
931422109 WALGREEN CO 227138 $13,119,455.39
939322103 WASHINGTON MUT INC 121187 $7,345,693.20
94106L109 WASTE MGMT INC DEL 139782 $3,711,015.53
94973H108 WELLPOINT HEALTH NETWORK NEW 14102 $2,061,148.32
949746101 WELLS FARGO & CO NEW 370241 $25,894,597.69
950590109 WENDYS INTL INC 25518 $779,451.30
962166104 WEYERHAEUSER CO 49521 $3,044,102.30
963320106 WHIRLPOOL CORP 16043 $949,540.05
969133107 WILLAMETTE INDS INC 24564 $1,047,163.32
969457100 WILLIAMS COS INC DEL 99571 $6,404,966.81
974280109 WINN DIXIE STORES INC 31667 $693,061.98
981811102 WORTHINGTON INDS INC 19282 $275,220.42
982526105 WRIGLEY WM JR CO 25560 $2,913,768.11
983919101 XILINX INC 73902 $9,634,164.95
984121103 XEROX CORP 149938 $3,438,476.61
984332106 YAHOO INC 166539 $23,073,562.10
987425105 YOUNG & RUBICAM INC 16479 $1,241,919.24
G3921A100 GLOBAL CROSSING LTD 198019 $9,346,001.75
025816109 AMERICAN EXPRESS CO 299516 $27,702,796.43
026351106 AMERICAN GENERAL CORP 56797 $6,744,927.74
026375105 AMERICAN GREETINGS CORP 14489 $386,041.29
026609107 AMERICAN HOME PRODS CORP 293175 $25,247,177.40
026874107 AMERICAN INTL GROUP INC 520347 $75,806,346.17
031162100 AMGEN INC 230340 $24,488,210.20
032654105 ANALOG DEVICES INC 79888 $10,042,033.94
034425108 ANDREW CORP 18244 $727,396.83
035229103 ANHEUSER BUSCH COS INC 203713 $13,123,350.61
037389103 AON CORP 57347 $3,426,949.19
037411105 APACHE CORP 27473 $2,473,059.36
037833100 APPLE COMPUTER INC 73078 $2,864,977.32
038222105 APPLIED MATLS INC 182408 $16,472,040.93
039483102 ARCHER DANIELS MIDLAND CO 142191 $1,867,190.00
042476101 ARMSTRONG WORLD INDS INC 9101 $165,409.25
044204105 ASHLAND INC 15731 $806,830.70
046008108 ASSOCIATES FIRST CAP CORP 163812 $9,477,343.26
052769106 AUTODESK INC 12953 $500,418.92
053015103 AUTOMATIC DATA PROCESSING INC 141053 $14,361,619.75
053332102 AUTOZONE INC 28666 $990,172.91
053611109 AVERY DENNISON CORP 25086 $1,771,220.55
054303102 AVON PRODS INC 53396 $3,322,949.88
054937107 BB&T CORP 89927 $4,124,529.96
055921100 BMC SOFTWARE INC 55509 $1,616,300.65
057224107 BAKER HUGHES INC 74367 $4,203,432.00
064057102 BANK NEW YORK INC 166016 $14,170,321.62
06423A103 BANK ONE CORP 259886 $15,283,002.30
067383109 BARD C R INC 11418 $734,469.99
071707103 BAUSCH & LOMB INC 11986 $710,558.17
</TABLE>
<PAGE> 20
<TABLE>
<CAPTION>
Sum Of Sum Of
Shares Market Value
CUSIP NAME Held (C$)
------ ---- ------ -------------
<S> <C> <C> <C>
071813109 BAXTER INTL INC 65704 $7,983,990.76
073902108 BEAR STEARNS COS INC 24197 $2,320,915.75
075887109 BECTON DICKINSON & CO 56943 $2,292,018.03
075896100 BED BATH & BEYOND INC 63569 $2,360,617.43
079860102 BELLSOUTH CORP 421460 $25,827,332.21
086516101 BEST BUY INC 46497 $4,504,120.80
08658U101 BESTFOODS 62384 $6,909,768.81
087509105 BETHLEHEM STL CORP 29763 $135,942.50
090613100 BIOMET INC 39955 $2,129,102.06
091797100 BLACK & DECKER CORP 18726 $974,697.08
093671105 BLOCK H & R INC 22049 $1,244,173.39
097023105 BOEING CO 201782 $19,354,424.99
097383103 BOISE CASCADE CORP 12899 $521,653.70
101137107 BOSTON SCIENTIFIC CORP 91396 $2,287,284.86
109043109 BRIGGS & STRATTON CORP 4859 $279,730.35
110122108 BRISTOL MYERS SQUIBB CO 441970 $38,439,373.94
111320107 BROADCOM CORP 49931 $18,529,862.20
115637209 BROWN FORMAN CORP 15405 $1,284,112.66
117043109 BRUNSWICK CORP 19635 $545,570.75
12189T104 BURLINGTON NORTHN SANTA FE CP 90907 $2,984,377.38
122014103 BURLINGTON RES INC 48474 $2,716,823.79
125509109 CIGNA CORP 35437 $5,632,675.71
125577106 CIT GROUP INC 59019 $1,572,487.48
125896100 CMS ENERGY CORP 24737 $1,014,522.35
126408103 CSX CORP 49189 $1,633,543.63
126650100 CVS CORP 87855 $6,194,724.69
126920107 CABLETRON SYS INC 41430 $1,852,892.02
134429109 CAMPBELL SOUP CO 94706 $3,730,913.27
14040H105 CAPITAL ONE FINL CORP 44124 $4,706,713.97
14149Y108 CARDINAL HEALTH INC 62500 $8,391,591.80
143658102 CARNIVAL CORP 132544 $4,969,281.66
144141108 CAROLINA PWR & LT CO 35885 $2,277,592.91
149123101 CATERPILLAR INC DEL 77744 $3,994,826.85
151313103 CENDANT CORP 163315 $2,704,037.08
152312104 CENTEX CORP 13234 $647,279.08
15677T106 CERIDIAN CORP 32661 $1,395,446.33
160903100 CHARTER ONE FINL INC 47225 $1,752,564.02
16161A108 CHASE MANHATTAN CORP NEW 294301 $20,695,384.27
166751107 CHEVRON CORPORATION 146773 $19,050,126.34
170040109 CHIRON CORP -1400 ($95,917.50)
171232101 CHUBB CORP 39299 $4,734,264.56
172062101 CINCINNATI FINL CORP 36198 $1,956,456.65
172474108 CINERGY CORP 35745 $1,799,319.52
172737108 CIRCUIT CITY STORE INC 46173 $1,616,863.03
17275R102 CISCO SYS INC 1600888 $134,663,696.90
177376100 CITRIX SYS INC 41765 $1,275,718.45
184502102 CLEAR CHANNEL COMMUNICATIONS 131698 $11,328,826.58
189054109 CLOROX CO DEL 52781 $3,179,205.81
190441105 COASTAL CORP 48237 $5,443,801.71
191216100 COCA COLA CO 557018 $46,749,302.26
</TABLE>
<PAGE> 21
<TABLE>
<CAPTION>
Sum Of Sum Of
Shares Market Value
CUSIP NAME Held (C$)
------ ---- ------ -------------
<S> <C> <C> <C>
191219104 COCA COLA ENTERPRISES INC 94073 $2,282,666.65
194162103 COLGATE PALMOLIVE CO 129164 $9,281,983.37
197677107 COLUMBIA/HCA HEALTHCARE CORP -200 ($8,411.81)
200300200 COMCAST CORP 203466 $12,681,495.32
204493100 COMPAQ COMPUTER CORP 382306 $16,053,239.21
204912109 COMPUTER ASSOC INTL INC 132903 $5,096,560.09
205363104 COMPUTER SCIENCES CORP 37812 $4,274,481.17
205638109 COMPUWARE CORP 82053 $1,046,252.67
205862402 COMVERSE TECHNOLOGY INC 35081 $5,768,368.83
205887102 CONAGRA INC 119877 $3,661,661.70
207142100 CONEXANT SYSTEMS INC 51238 $3,266,662.68
208251405 CONOCO INC 140052 $5,743,860.77
208464107 CONSECO INC 73155 $849,260.97
209115104 CONSOLIDATED EDISON INC 47677 $2,477,073.43
210149100 CONSOLIDATED STORES CORP 25039 $514,645.35
210371100 CONSTELLATION ENERGY CORP 33681 $2,551,146.29
212485106 CONVERGYS CORP 34607 $2,048,291.00
216669101 COOPER INDS INC 20969 $1,125,366.91
216831107 COOPER TIRE & RUBR CO 16316 $249,963.67
219350105 CORNING INC 66118 $29,897,402.54
22160K105 COSTCO WHSL CORP NEW 100521 $5,346,947.59
222372104 COUNTRYWIDE CR INDS INC DEL 25679 $1,475,884.48
224399105 CRANE CO 13670 $476,087.65
228255105 CROWN CORK & SEAL INC 28323 $460,863.89
231021106 CUMMINS ENGINE INC 9334 $425,442.26
233331107 DTE ENERGY CO 32086 $1,868,548.26
235811106 DANA CORP 33563 $1,098,642.85
235851102 DANAHER CORP DEL 31884 $2,415,033.65
244199105 DEERE & CO 52754 $2,670,572.34
247025109 DELL COMPUTER CORP 581795 $27,293,185.22
247126105 DELPHI AUTOMOTIVE SYS CORP 125925 $2,899,777.29
247361108 DELTA AIR LINES INC DEL 27542 $1,860,763.34
248019101 DELUXE CORP 16274 $503,286.16
25179M103 DEVON ENERGY CORP NEW 28687 $2,627,108.84
254067101 DILLARDS INC 21047 $340,468.11
254687106 DISNEY WALT CO 468790 $27,300,278.64
256669102 DOLLAR GEN CORP 73906 $1,884,741.57
257867101 DONNELLEY R R & SONS CO 27419 $1,025,372.06
260543103 DOW CHEM CO 152517 $5,790,665.37
260561105 DOW JONES & CO INC 19662 $1,811,091.40
263534109 DU PONT E I DE NEMOURS & CO 234464 $14,792,004.05
264399106 DUKE ENERGY CORP 82775 $10,806,638.39
26483B106 DUN & BRADSTREET CORP DEL 36455 $1,911,375.52
268648102 E M C CORP MASS 509330 $76,866,969.44
269246104 E TRADE GROUP INC 8000 $200,208.75
277432100 EASTMAN CHEM CO 17261 $970,712.79
277461109 EASTMAN KODAK CO 69245 $4,309,267.82
278058102 EATON CORP 16390 $1,537,776.38
278865100 ECOLAB INC 28795 $1,580,993.97
281020107 EDISON INTL 73265 $2,154,231.40
</TABLE>
<PAGE> 22
<TABLE>
<CAPTION>
Sum Of Sum Of
Shares Market Value
CUSIP NAME Held (C$)
------ ---- ------ -------------
<S> <C> <C> <C>
285661104 ELECTRONIC DATA SYS NEW 104905 $6,628,291.29
291011104 EMERSON ELEC CO 96061 $9,798,942.46
292845104 ENGELHARD CORP 28724 $710,649.71
293561106 ENRON CORP 166174 $22,169,117.55
294429105 EQUIFAX INC 31758 $1,302,470.01
30231G102 EXXON MOBIL CORP 783465 $106,310,569.35
302491303 F M C CORP 6833 $697,667.45
302571104 FPL GROUP INC 39976 $4,001,772.50
313400301 FEDERAL HOME LN MTG CORP 156318 $12,866,559.00
313586109 FEDERAL NATL MTG ASSN 226540 $24,660,861.23
31410H101 FEDERATED DEPT STORES INC DEL 46757 $1,859,774.29
316773100 FIFTH THIRD BANCORP 104575 $8,577,731.70
319963104 FIRST DATA CORP 91178 $5,422,597.85
337358105 FIRST UN CORP 221492 $10,854,319.28
33763V109 FIRSTAR CORP NEW WIS 215491 $7,340,902.94
337932107 FIRSTENERGY CORP 51410 $2,108,444.59
339030108 FLEETBOSTON FINL CORP 202936 $12,049,832.34
343861100 FLUOR CORP 17027 $777,708.23
345370100 FORD MTR CO DEL 425703 $16,405,861.94
347471104 FORT JAMES CORP 46030 $2,141,840.63
349631101 FORTUNE BRANDS INC 35291 $1,423,859.51
354613101 FRANKLIN RES INC 54772 $3,705,034.14
35671D857 FREEPORT-MCMORAN COPPER & GOLD 34380 $461,277.53
364730101 GANNETT INC 59285 $4,783,854.86
364760108 GAP INC DEL 191168.5 $5,857,462.58
368710406 GENENTECH INC -400 ($113,083.69)
369550108 GENERAL DYNAMICS CORP 44631 $4,268,153.19
369604103 GENERAL ELEC CO 2227445 $195,634,754.16
370334104 GENERAL MLS INC 64180 $3,468,848.78
370442105 GENERAL MTRS CORP 120648 $11,939,627.70
372460105 GENUINE PARTS CO 39351 $1,142,070.55
373298108 GEORGIA PAC CORP 38358 $1,372,401.29
375766102 GILLETTE CO 236766 $11,129,703.76
381317106 GOLDEN WEST FINL CORP DEL 35528 $2,900,650.25
382388106 GOODRICH B F CO 22823 $1,361,687.94
382550101 GOODYEAR TIRE & RUBR CO 35169 $963,806.45
384802104 GRAINGER W W INC 21109 $845,643.03
390568103 GREAT LAKES CHEM CORP 11739 $523,891.39
401698105 GUIDANT CORP 69009 $7,426,867.19
406216101 HALLIBURTON CO 100194 $7,465,188.80
41163G101 HARCOURT GEN INC 32868 $2,952,450.27
412822108 HARLEY DAVIDSON INC 68040 $4,959,414.34
413619107 HARRAHS ENTMT INC 26233 $1,098,342.92
416515104 HARTFORD FINL SVCS GROUP INC 50441 $5,601,339.07
418056107 HASBRO INC 38746 $674,707.10
421924101 HEALTHSOUTH CORP 86728 $1,072,852.46
423074103 HEINZ H J CO 78136 $4,409,031.35
427056106 HERCULES INC 24158 $519,525.34
427866108 HERSHEY FOODS CORP 30747 $2,533,716.14
428236103 HEWLETT PACKARD CO 224271 $33,120,901.96
</TABLE>
<PAGE> 23
<TABLE>
<CAPTION>
Sum Of Sum Of
Shares Market Value
CUSIP NAME Held (C$)
------ ---- ------ -------------
<S> <C> <C> <C>
432848109 HILTON HOTELS CORP 82868 $1,458,800.50
435569108 HOLLINGER INTL INC 3348782 $85,400,219.97
437076102 HOME DEPOT INC 520817 $42,075,584.77
437614100 HOMESTAKE MNG CO 59167 $467,299.12
441815107 HOUSEHOLD INTL INC 106228 $9,158,081.86
444859102 HUMANA INC 37331 $610,991.81
444903108 HUMAN GENOME SCIENCES INC -1200 ($316,299.38)
446150104 HUNTINGTON BANCSHARES INC 56522 $1,263,929.07
449934108 IMS HEALTH INC 66836 $2,111,474.56
450911102 ITT INDS INC IND 19769 $976,313.69
452308109 ILLINOIS TOOL WKS INC 67877 $5,774,275.18
452528102 IMMUNEX CORP NEW -300 ($19,868.63)
453258402 INCO LTD 40862 $1,003,174.87
456866102 INGERSOLL-RAND CO 36236 $1,868,860.38
458140100 INTEL CORP 1517876 $96,049,533.10
459200101 INTERNATIONAL BUSINESS MACHS 395961 $67,820,695.03
459506101 INTERNATIONAL FLAVORS&FRAGRANC 22473 $624,426.35
460146103 INTL PAPER CO 108723 $4,748,663.89
460690100 INTERPUBLIC GROUP COS INC 69218 $3,589,656.30
46612J101 JDS UNIPHASE CORP 210479 $30,343,014.40
475070108 JEFFERSON PILOT CORP 23171 $2,394,483.90
478160104 JOHNSON & JOHNSON 312664 $44,717,156.43
478366107 JOHNSON CTLS INC 19305 $1,563,279.69
482480100 KLA-TENCOR CORP 41823 $2,622,635.38
482584109 K MART CORP 107967 $986,278.55
486168107 KAUFMAN & BROAD HOME CORP 10837 $444,450.77
487836108 KELLOGG CO 91222 $3,359,292.91
492386107 KERR MCGEE CORP 21196 $2,137,947.79
493267108 KEYCORP NEW 96816 $3,731,122.24
49337W100 KEYSPAN CORP 30190 $1,844,316.53
494368103 KIMBERLY CLARK CORP 121025 $10,284,042.64
499040103 KNIGHT RIDDER INC 17008 $1,315,773.43
500255104 KOHLS CORP 74136 $6,511,306.96
501044101 KROGER CO 185726 $6,379,949.28
502161102 LSI LOGIC CORP 69763 $3,106,764.40
524660107 LEGGETT & PLATT INC 44206 $1,064,238.73
524908100 LEHMAN BROS HLDGS INC 27297 $6,140,443.09
529771107 LEXMARK INTL GROUP INC 28665 $1,636,592.34
530129105 LIBERATE TECHNOLOGIES -1452500 ($63,993,291.80)
530436104 LIBERTY DIGITAL INC 208080 $6,415,236.45
532457108 LILLY ELI & CO 254005 $31,372,871.94
532716107 LIMITED INC 97060 $3,260,260.57
535678106 LINEAR TECHNOLOGY CORP 69959 $6,896,689.39
539320101 LIZ CLAIBORNE INC 11976 $701,988.21
539830109 LOCKHEED MARTIN CORP 96004 $4,817,634.33
540424108 LOEWS CORP 22170 $2,814,225.16
543162101 LONGS DRUG STORES CORP 8501 $247,530.52
546347105 LOUISIANA PAC CORP 23424 $327,654.18
548661107 LOWES COS INC 86057 $5,879,602.49
549463107 LUCENT TECHNOLOGIES INC 763005 $33,283,153.65
</TABLE>
<PAGE> 24
<TABLE>
<CAPTION>
Sum Of Sum Of
Shares Market Value
CUSIP NAME Held (C$)
------ ---- ------ -------------
<S> <C> <C> <C>
55262C100 MBIA INC 22092 $2,392,294.35
55262L100 MBNA CORP 191555 $11,228,235.77
55268B106 MCI WORLDCOM INC 659572 $30,502,525.49
552848103 MGIC INVT CORP WIS 23907 $2,224,852.66
561232109 MALLINCKRODT INC NEW 15111 $1,049,671.45
564055101 MANOR CARE INC NEW 23001 $549,360.92
571748102 MARSH & MCLENNAN COS INC 61018 $12,332,462.39
571903202 MARRIOTT INTL INC NEW 53990 $2,995,154.30
574599106 MASCO CORP 102790 $2,914,771.06
577081102 MATTEL INC 95885 $1,633,206.21
57772K101 MAXIM INTEGRATED PRODS INC 63562 $7,784,189.85
577778103 MAY DEPT STORES CO 71490 $2,231,292.26
578592107 MAYTAG CORP 17437 $824,642.05
580037109 MCDERMOTT INTL INC 13549 $226,911.88
580135101 MCDONALDS CORP 297009 $13,650,672.86
580645109 MCGRAW HILL COS INC 43792 $4,237,922.90
58155Q103 MCKESSON HBOC INC 63887 $2,972,751.95
582834107 MEAD CORP 23067 $820,918.49
584699102 MEDIMMUNE INC 47187 $5,549,810.53
585055106 MEDTRONIC INC 269409 $21,252,202.68
589331107 MERCK & CO INC 517355 $58,632,408.01
589405109 MERCURY INTERACTIVE CORP 17957 $4,285,471.72
590188108 MERRILL LYNCH & CO INC 180653 $18,152,916.71
594918104 MICROSOFT CORP 1275938 $117,164,003.68
595112103 MICRON TECHNOLOGY INC 126994 $8,894,024.79
601073109 MILLIPORE CORP 10411 $767,770.58
604059105 MINNESOTA MNG & MFG CO 88894 $12,332,959.10
608554101 MOLEX INC 44114 $3,656,216.57
616880100 MORGAN J P & CO INC 35769 $8,897,125.17
617446448 MORGAN STANLEY DEAN WITTER&CO 253015 $35,223,127.42
620076109 MOTOROLA INC 490386 $21,091,808.35
62952P102 NABISCO GROUP HLDG CORP 73398 $3,184,830.97
635405103 NATIONAL CITY CORP 136603 $4,601,514.74
637640103 NATIONAL SEMICONDUCTOR CORP 39943 $2,447,732.00
637657107 NATIONAL SVC INDS INC 9167 $273,029.07
63934E108 NAVISTAR INTL CORP NEW 13311 $606,713.30
64120L104 NETWORK APPLIANCE INC 70264 $13,626,187.73
650111107 NEW YORK TIMES CO 37557 $2,247,909.68
651639106 NEWMONT MINING CORP 37805 $978,487.91
65332V103 NEXTEL COMMUNICATIONS INC 191213 $13,609,943.80
654086107 NICOR INC 10331 $569,191.29
654106103 NIKE INC 60670 $3,700,576.13
655664100 NORDSTROM INC 29287 $693,923.43
655844108 NORFOLK SOUTHERN CORP 86217 $1,919,756.22
665859104 NORTHERN TR CORP 49885 $6,750,048.47
666807102 NORTHROP GRUMMAN CORP 16118 $2,230,041.15
670006105 NOVELL INC 73041 $1,105,098.92
670008101 NOVELLUS SYS INC 29484 $2,090,162.22
670346105 NUCOR CORP 18242 $836,675.03
676220106 OFFICE DEPOT INC 68744 $817,677.66
</TABLE>
<PAGE> 25
<TABLE>
<CAPTION>
Sum Of Sum Of
Shares Market Value
CUSIP NAME Held (C$)
------ ---- ------ -------------
<S> <C> <C> <C>
679833103 OLD KENT FINL CORP 30798 $1,356,878.07
681919106 OMNICOM GROUP INC 39953 $4,436,674.52
68389X105 ORACLE CORP 633041 $75,899,637.65
693304107 PECO ENERGY CO 38161 $3,518,688.67
69331C108 PG&E CORP 86749 $3,194,572.59
69332S102 PE CORP 46842 $8,308,424.09
693475105 PNC BK CORP 64991 $6,431,671.84
693506107 PPG INDS INC 39123 $2,363,976.71
693718108 PACCAR INC 17203 $970,724.97
696429307 PALL CORP 27746 $842,225.49
699173100 PARAMETRIC TECHNOLOGY CORP 61231 $1,019,639.66
701094104 PARKER HANNIFIN CORP 25180 $1,293,858.56
704326107 PAYCHEX INC 83703 $6,690,485.42
708160106 PENNEY J C INC 58826 $1,057,958.04
712713106 PEOPLESOFT INC 62890 $2,675,016.32
713448108 PEPSICO INC 324526 $22,728,178.41
717081103 PFIZER INC 1419866 $97,143,460.20
717265102 PHELPS DODGE CORP 17703 $1,125,280.13
718154107 PHILIP MORRIS COS INC 506455 $22,698,600.90
718507106 PHILLIPS PETE CO 57295 $5,473,785.25
724479100 PITNEY BOWES INC 57408 $3,446,982.63
731095105 POLAROID CORP 10119 $207,020.51
74005P104 PRAXAIR INC 35545 $2,022,632.69
741477103 PRICE T ROWE & ASSOCIATES 27277 $1,949,278.35
742718109 PROCTER & GAMBLE CO 294127 $30,003,159.95
743315103 PROGRESSIVE CORP OHIO 16474 $2,053,561.32
74406A102 PROVIDIAN FINL CORP 32134 $6,213,349.91
745867101 PULTE CORP 9076 $456,000.93
747402105 QUAKER OATS CO 29821 $3,592,470.64
747525103 QUALCOMM INC 167550 $18,175,509.84
748767100 QUINTILES TRANSNATIONAL CORP 25991 $630,667.55
749121109 QWEST COMMUNICATIONS INTL INC 373491 $27,330,262.28
</TABLE>
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