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, 1999
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: I.G. Investment Management Ltd.
Address: One Canada Centre
447 Portage Avenue
Winnipeg, Manitoba
R3C 3B6
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: James R. Lawson
Title: Manager, Investment Administration
Phone: 204-956-8224
Signature, Place, and Date of Signing:
_James R. Lawson__ Winnipeg, Manitoba August 13, 1999
[Signature] [City, State] [Date]
Report Type (Check only one.):
[X] 13F HOLDINGS REPORT. (Check here if all holdings of this
reporting manager are reported in this report.)
[ ] 13F NOTICE. (Check here if no holdings reported are in this
report, and all holdings are reported by other reporting
manager(s).)
[ ] 13F COMBINATION REPORT. (Check here if a portion of the
holdings for this reporting manager are reported in this
report and a portion are reported by other reporting
manager(s).)
List of Other Managers Reporting for this Manager;
[If there are no entries in this list, omit this section.]
Form 13F File Number Name
28-___________ __________________________
(Repeat as necessary.]
<PAGE>
Form 13F SUMMARY PAGE
Report Summary:
Number of Other Included Managers: ______4_________
Form 13F Information Table Entry Total: _____445________
Form 13F Information Table Value Total: $_13,785,838__
(thousands)
List of Other Included Managers:
1. Merrill Lynch Asset Management
2. Beutel, Goodman & Company Ltd
3. Sceptre Investment Counsel Limited
4. Yield Management Group
Provide a numbered list of the name(s) and Form 13F file
number(s) of all institutional investment managers with respect
to which this report is filed, other than the manager filing this report.
[If there are no entries in this list, state "NONE" and omit the
column headings and list entries.]
No. Form 13F File Number Name
____ 28-___________ ____________________
[Repeat as necessary.]
<PAGE>
<TABLE> <C> <C>
FORM 13F INFORMATION TABLE
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
- --------------------------------------------------- -------- ------------------------------------------------------------
NAME OF ISSUER TITLE OF CLASS CUSIP VALUE SHRS OR SH/PUT/INVESTMEN OTHER VOTING AUTHORITY
(x$1000) PRN AMT PRNCALLDISCRETIOMANAGERS SOLE SHARED NONE
- --------------------------------------------------- -------- ------------------------------------------------------------
3COM CORP COM 885535104 1,778 45,000SH SOLE 45,000
ABBOTT LABS COM 002824100 1,394 20,700SH DEFINED 3 20,700
ABITIBI-CONSOLIDATED INC COM 003924107 53,275 3,152,379SH DEFINED 2,4 2,472,951 679,428
AFLAC INC COM 001055102 156,607 2,210,100SH SOLE 2,210,100
AGRIUM INC COM 008916108 2,871 222,522SH DEFINED 1,2,4 222,522
AIR CDA INC CL A NON VTG 008911307 15,649 3,009,500SH SOLE 3,009,500
AKZO NOBEL NV SPONSORED ADR 010199305 2,640 42,100SH DEFINED 3 42,100
ALBERTA ENERGY LTD COM 012873105 14,802 312,929SH DEFINED 3,4 312,929
ALBERTSONS INC COM 013104104 481 6,300SH DEFINED 2 6,300
ALCAN ALUMINIUM LTD NEW COM 013716105 95,947 2,052,350SH DEFINED 1,3,4 1,606,650 445,700
ALCATEL SPONSORED ADR 013904305 3,245 77,275SH DEFINED 3 77,275
ALCOA INC COM 013817101 87,300 953,256SH DEFINED 1 948,156 5,100
ALKERMES INC COM 01642T108 667 19,500SH SOLE 19,500
ALLEGHANY CORP DEL COM 017175100 60,131 219,602SH SOLE 219,602
ALLEGHENY TELEDYNE INC COM 017415100 4,738 141,500SH SOLE 141,500
ALLIANCE ATLANTIS COMMUNICAT CL B NON-VTG 01853E204 42,068 2,261,700SH DEFINED 3 2,261,700
ALLIANCE FST PRODS INC COM 01859J108 16,039 883,700SH SOLE 883,700
ALLIEDSIGNAL INC COM 019512102 30,771 330,000SH SOLE 330,000
ALLMERICA FINL CORP COM 019754100 4,050 45,000SH SOLE 45,000
ALLSTATE CORP COM 020002101 17,554 330,600SH DEFINED 1,2 294,000 36,600
AMERICA ONLINE INC DEL COM 02364J104 383 2,340SH DEFINED 1 2,340
AMERICA WEST HLDG CORP CL B 023657208 4,559 163,200SH SOLE 163,200
AMERICAN EXPRESS CO COM 025816109 147,723 767,000SH SOLE 767,000
AMERICAN HOME PRODS CORP COM 026609107 37,574 441,500SH DEFINED 1,3 393,800 47,700
AMERICAN INTL GROUP INC COM 026874107 2,183 12,600SH DEFINED 1 12,600
AMERICAN TOWER CORP CL A 029912201 202 5,700SH SOLE 5,700
AMERICAN XTAL TECHNOLOGY INC COM 030514103 22,395 635,400SH DEFINED 1 629,700 5,700
AMERITECH CORP NEW COM 030954101 827 7,600SH DEFINED 1 7,600
AMETEK INC NEW COM 031100100 12,255 360,000SH SOLE 360,000
AMGEN INC COM 031162100 901 10,000SH SOLE 10,000
ANGLOGOLD LTD SPONSORED ADR 035128206 304 9,565SH DEFINED 1 9,565
APPLIED MATLS INC COM 038222105 3,811 34,850SH DEFINED 1 33,500 1,350
ARACRUZ CELULOSE S A SPNSR ADR CL B038496204 300 9,200SH DEFINED 1 9,200
ARMSTRONG WORLD INDS INC COM 042476101 16,292 190,400SH SOLE 190,400
ARNOLD INDS INC COM 042595108 10,988 480,900SH SOLE 480,900
ASIA PACIFIC RESOURCES LTD COM 044902104 719 271,200SH DEFINED 3 271,200
ASSOCIATES FIRST CAP CORP CL A 046008108 787 12,000SH DEFINED 1 12,000
ASTRAZENECA PLC SPONSORED ADR 046353108 2,467 42,535SH DEFINED 3 42,535
AT HOME CORP COM SER A 045919107 742 9,292SH SOLE 9,292
AT PLASTICS INC COM 001947100 24,301 2,858,930SH DEFINED 2 2,616,242 242,688
AT&T CORP COM 001957109 54,657 661,648SH DEFINED 1,2 634,350 27,298
AT&T CORP COM LIB GRP A 001957208 830 15,264SH DEFINED 1 15,264
ATI TECHNOLOGIES INC COM 001941103 89,094 3,735,600SH DEFINED 1,4 3,608,200 127,400
AUSTRALIA&NEW ZEALAND BKG GRSPONSORED ADR 052528304 918 16,700SH DEFINED 3 16,700
AUTODESK INC COM 052769106 75,001 1,714,100SH SOLE 1,714,100
AUTONATION INC COM 05329W102 3,955 150,000SH SOLE 150,000
AVX CORP NEW COM 002444107 31,153 863,500SH SOLE 863,500
BAKER HUGES INC COM 057224107 4,929 99,400SH DEFINED 2 50,000 49,400
BANCO SANTANDER CENT HISPANO ADR 05964H105 2,814 178,944SH DEFINED 3 178,944
BANK MONTREAL QUE COM 063671101 599,13611,198,800SH DEFINED 1,2,3,4 10,302,400 896,400
BANK NEW YORK INC COM 064057102 505 9,300SH DEFINED 1 9,300
BANK ONE CORP COM 06423A103 23,133 262,400SH SOLE 262,400
BANKAMERICA CORP NEW COM 06605F102 134,924 1,243,426SH DEFINED 1,2,3 1,173,200 70,226
BARR LABS INC COM 068306109 4,426 75,000SH SOLE 75,000
BARRICK GOLD CORP COM 067901108 137,967 4,857,990SH DEFINED 2,3,4 3,864,125 993,865
BAUSCH & LOMB INC COM 071707103 815 7,200SH DEFINED 3 7,200
BAXTER INTL INC COM 071813109 2,656 29,600SH DEFINED 2,3 29,600
BCE INC COM 05534B109 687,170 9,577,284SH DEFINED 1,3,4 8,301,2841,276,000
BCE MOBILE COMMINICATION INC COM 05534G108 405 9,000SH SOLE 9,000
BEAR STEARNS COS INC COM 073902108 11,763 170,000SH SOLE 170,000
BECKMAN COULTER INC COM 075811109 792 11,000SH DEFINED 3 11,000
BERKSHIRE HATHAWAY INC DEL CL A 084670108 148,685 1,458SH SOLE 1,458
BEST BUY INC COM 086516101 280 2,800SH DEFINED 1 2,800
BESTFOODS COM 08658U101 454 6,200SH DEFINED 2 6,200
BETHLEHEM STL CORP COM 087509105 6,110 537,000SH SOLE 537,000
BFC CONSTR CORP COM 054938105 3,123 277,600SH SOLE 277,600
BIOCHEM PHARMA INC COM 09058T108 67,156 2,437,600SH DEFINED 4 2,372,100 65,500
BLACK & DECKER CORP COM 091797100 224 2,400SH DEFINED 1 2,400
BRISTOL MYERS SQUIBB CO COM 110122108 5,484 52,600SH DEFINED 1,3 52,600
BROCADE COMMUNICATIONS SYS I COM 111621108 2,270 15,900SH SOLE 15,900
BUCKEYE TECHNOLOGIES INC COM 118255108 2,932 130,450SH SOLE 130,450
BURLINGTON RES INC COM 122014103 1,307 20,410SH DEFINED 2 20,410
CALL-NET ENTERPRISES INC CL B NON-VTG 130910201 81,111 8,721,660SH SOLE 8,721,660
CAMBIOR INC COM 13201L103 2,138 450,100SH DEFINED 1,2 450,100
CAMECO CORP COM 13321L108 85,366 2,762,650SH SOLE 2,762,650
CANADIAN 88 ENERGY CORP COM NEW 13566G509 1,494 362,700SH DEFINED 3 362,700
CANADIAN NATL RY CO COM 136375102 124,485 1,258,700SH DEFINED 3,4 1,010,800 247,900
CANADIAN OCCIDENTAL PETE LTD COM 136420106 23,467 988,100SH DEFINED 3,4 278,000 710,100
CANADIAN PAC LTD NEW COM 135923100 203,847 5,824,200SH DEFINED 2,4 5,016,300 807,900
CANON INC ADR 138006309 1,948 45,200SH DEFINED 3 45,200
CAPITAL ONE FINL CORP COM 14040H105 64,661 784,500SH SOLE 784,500
CAPSTAR BROADCASTING CORP CL A 14067G105 938 23,150SH DEFINED 1 23,150
CARDINAL HEALTH INC COM 14149Y108 636 6,700SH DEFINED 1 6,700
CARNIVAL CORP COM 143658102 1,651 23,000SH DEFINED 1 23,000
CASE CORP COM 14743R103 142 2,000SH DEFINED 1 2,000
CATERPILLAR INC DEL COM 149123101 10,426 117,400SH DEFINED 1,3 98,000 19,400
CDN IMPERIAL BK OF COMMERCE COM 136069101 422,51512,037,452SH DEFINED 1,2,3,4 10,775,7521,261,700
CENTRAL PAC MINERALS NL ADR NEW 154762306 1 50SH DEFINED 3 50
CHASE MANHATTAN CORP NEW COM 16161A108 36,797 287,000SH DEFINED 1 275,000 12,000
CHC HELICOPTER CORP CL A SUB VTG 12541C203 6,802 1,283,300SH SOLE 1,283,300
CHICAGO TITLE CORP COM 168228104 34,117 645,891SH SOLE 645,891
CHIEFTAIN INTL INC COM 16867C101 2,129 84,300SH SOLE 84,300
CISCO SYS INC COM 17275R102 13,155 137,800SH DEFINED 1 126,000 11,800
CITIGROUP INC COM 172967101 86,949 1,236,750SH DEFINED 1 1,209,750 27,000
CLARENT CORP COM 108461105 2,220 100,000SH SOLE 100,000
COASTAL CORP COM 190441105 1,628 27,500SH DEFINED 1 27,500
COLGATE PALMOLIVE CO COM 194162103 687 4,700SH DEFINED 1 4,700
COLTEC INDS INC COM 196879100 5,120 159,500SH DEFINED 2 159,500
COLUMBIA/HCA HEALTHCARE CORP COM 197677107 2,033 60,200SH DEFINED 2 60,200
COMINCO LTD COM 200435105 8,897 357,300SH DEFINED 3 236,300 121,000
COMPANHIA BRASILEIRA DE DIST ADR 20440T201 1,862 67,320SH DEFINED 1 65,920 1,400
COMPANHIA CERVEJARIA BRAHMN SPONSD ADR PFD20440X103 10 588SH DEFINED 1 588
COMPANIA ANMIMA NACIOL TEL SPN ADR 7D SHS204421101 400 9,926SH DEFINED 1 9,926
COMPANIA DE MINAS BUENAVENTUSPNS ADR SER B204448104 2,006 88,500SH SOLE 88,500
COMPANIA DE TELECOMUNICS CHISPNSRD ADR NEW204449300 3,652 99,680SH SOLE 99,680
COMPUTER NETWORK TECHNOLOGY COM 204925101 960 30,000SH SOLE 30,000
CONAGRA INC COM 205887102 670 17,000SH DEFINED 1 17,000
CONEXANT SYSTEMS INC COM 207142100 85,380 993,500SH SOLE 993,500
CONOCO INC CL A 208251306 2,121 51,400SH DEFINED 3 51,400
CONSOLIDATED PAPERS INC COM 209759109 1,077 27,200SH SOLE 27,200
CORNING INC COM 219350105 1,868 18,000SH DEFINED 1 18,000
COUNSEL CORP COM 22226R102 1,264 133,700SH DEFINED 3 133,700
CRANE CO COM 224399105 11,912 256,000SH DEFINED 1 240,000 16,000
CRESCENT REAL ESTATE EQUITIE COM 225756105 1,276 36,300SH DEFINED 2 36,300
CROMPTON & KNOWLES CORP COM 227111101 2,780 96,000SH SOLE 96,000
CROWN CORK & SEAL INC COM 228255105 1,582 37,500SH DEFINED 2 37,500
DAIL CORP NEW COM 25247D101 680 12,350SH DEFINED 1 12,350
DAIMLERCHRYSLER AG ORD D1668R123 52,361 398,047SH DEFINED 1 395,547 2,500
DAYTON HUDSON CORP COM 239753106 789 8,200SH DEFINED 1 8,200
DE BEERS CONS MINES LTD ADR DEFD 240253302 6,192 175,222SH DEFINED 1 166,200 9,022
DELL COMPUTER CORP COM 247025109 244 4,450SH DEFINED 1 4,450
DIA MET MINERALS LTD CL A SUB VTG 25243K208 1,486 68,800SH SOLE 68,800
DIAGEO P L C SPNSRD ADR NEW25243Q205 3,228 50,715SH DEFINED 1,3 50,715
DISNEY WALT CO COM 254687106 91 2,000SH DEFINED 1 2,000
DOMTAR INC COM 257561100 45,592 3,279,970SH DEFINED 1 3,119,470 160,500
DONALDSON LUFKIN & JENRETTE COM DLJ 257661108 892 10,000SH SOLE 10,000
DOREL INDS INC CL B SUB VTG 25822C205 2,868 89,500SH DEFINED 3 89,500
DOW CHEM CO COM 260543103 8,450 45,000SH SOLE 45,000
DU PONT E I DE NEMOURS & CO COM 263534109 3,109 30,750SH DEFINED 1,2 30,750
DUKE ENERGY CORP COM 264399106 861 10,700SH DEFINED 2 10,700
E M C CORP MASS COM 268648102 19,586 240,600SH DEFINED 1 237,000 3,600
EATON CORP COM 278058102 300 2,200SH DEFINED 1 2,200
EDISON INTL COM 281020107 923 23,300SH DEFINED 2 23,300
EDPERBRASCAN CORP CL A LTD VT SH280905803 2,682 119,450SH DEFINED 1,4 119,450
EL PASO ENERGY CORP DEL COM 283905107 1,349 25,900SH DEFINED 1 25,900
ELECTRONIC DATA SYS NEW COM 285661104 1,423 17,000SH DEFINED 2 17,000
ELF AQUITAINE SPONSORED ADR 286269105 1,464 13,450SH DEFINED 3 13,450
EMBRATEL PARTICIPACOES S A SPONS ADR PFD 29081N100 144 7,000SH DEFINED 1 7,000
EMCO LTD COM 290839109 4,194 460,900SH DEFINED 1 438,100 22,800
EMCORE CORP COM 290846104 25,149 844,300SH SOLE 844,300
EMERSON ELEC CO COM 291011104 372 4,000SH DEFINED 1 4,000
EMULEX CORP COM NEW 292475209 5,661 34,400SH SOLE 34,400
ENBRIDGE INC COM 29250N105 240,281 7,119,450SH DEFINED 2,4 6,980,650 138,800
ENCAL ENERGY LTD COM 29250D107 11,704 1,614,300SH SOLE 1,614,300
ENERSIS S A SPONSORED ADR 29274F104 110 3,258SH DEFINED 1 3,258
ENRON CORP COM 293561106 714 5,900SH DEFINED 1 5,900
EQUINOX SYS INC COM 294436100 2,159 134,900SH SOLE 134,900
EQUITABLE COS INC COM 29444G107 19,704 198,700SH DEFINED 1 196,800 1,900
ERICSSON L M TEL CO ADR CL B SEK10294821400 2,340 48,000SH DEFINED 1 48,000
ETHYL CORP COM 297659104 14,488 1,631,400SH SOLE 1,631,400
EXABYTE CORP COM 300615101 1,917 334,200SH SOLE 334,200
EXTENDICARE INC CDA SUB VTG SHS 30224T871 7,486 1,609,860SH DEFINED 2 1,335,660 274,200
EXXON CORP COM 302290101 17,865 156,500SH SOLE 156,500
F M C CORP COM NEW 302491303 1,446 14,300SH DEFINED 2 14,300
FAHNESTOCK VINER HLDGS INC CL A NON VTG 302921101 1,055 46,700SH DEFINED 3 46,700
FARMER BROS CO COM 307675108 22,177 73,991SH SOLE 73,991
FEDERAL HOME LN MTG CORP COM 313400301 226,976 2,644,000SH SOLE 2,644,000
FEDERAL MOGUL CORP COM 313549107 1,539 20,000SH DEFINED 1 20,000
FEDERAL NATL MTG ASSN COM 313586109 136,450 1,348,300SH DEFINED 1,3 1,295,800 52,500
FEDERATED DEPT STORES INC DE COM 31410H101 27,369 349,300SH DEFINED 1,2 328,000 21,300
FIRST DATA CORP COM 319963104 2,412 33,300SH DEFINED 2 33,300
FIRST REP BK SAN FRANCISCO COM 336158100 5,885 137,400SH SOLE 137,400
FIRST UN CORP COM 337358105 51,584 741,530SH DEFINED 2 731,330 10,200
FLEXTRONICS INTL LTD ORD Y2573F102 550 6,700SH DEFINED 1 6,700
FOMENTO ECONOMICO MEXICANO SSPND ADR FEMSA344419106 956 16,200SH DEFINED 1,3 16,200
FORD MTR CO DEL COM 345370100 1,186 14,200SH DEFINED 2 14,200
FOX ENTMT GROUP INC CL A 35138T107 50,834 1,275,000SH SOLE 1,275,000
FRANKLIN RES INC COM 354613101 80,531 1,339,300SH SOLE 1,339,300
FREEPORT-MCMORAN COPPER & GO CL A 35671D105 42,409 1,710,600SH SOLE 1,710,600
FREMONT GEN CORP COM 357288109 838 30,000SH DEFINED 1 30,000
FRONTIER CORPORATION COM 35906P105 297 3,400SH DEFINED 1 3,400
GAINSCO INC COM 363127101 16,737 1,924,800SH SOLE 1,924,800
GENCORP INC COM 368682100 1,147 30,700SH DEFINED 1 30,700
GENERAL CABLE CORP DEL NEW COM 369300108 15,967 674,250SH SOLE 674,250
GENERAL ELEC CO COM 369604103 2,425 14,500SH DEFINED 1 14,500
GEORGIA-PAC CORP COM GA PAC GRP373298108 11,219 160,000SH SOLE 160,000
GILAT SATELLITE NETWORKS LTD ORD M51474100 707 9,100SH DEFINED 3 9,100
GILDAN ACTIVEWEAR INC SUB VTG SHS A 375916103 10,448 418,300SH SOLE 418,300
GILLETTE CO COM 375766102 4,843 79,800SH SOLE 79,800
GLAXO WELLCOME PLC SPONSORED ADR 37733W105 4,132 49,300SH DEFINED 1 36,300 13,000
GOODYEAR TIRE & RUBR CO COM 382550101 775 8,900SH DEFINED 2 8,900
GREENPOINT FINL CORP COM 395384100 135,057 2,780,900SH DEFINED 1 2,772,800 8,100
GRUPO INDL MASECA S A DE C VSPONSD ADR NEW400488409 1,460 110,400SH SOLE 110,400
GRUPO TELEVISA SA DE CV SPN ADR REPORD40049J206 5,761 86,861SH DEFINED 1,3 53,200 33,661
GSI LUMONICS INC COM 36229U102 1,166 201,100SH DEFINED 2 201,100
GST TELECOMMUNICATIONS INC COM 361942105 48,567 2,488,200SH SOLE 2,488,200
GTE CORP COM 362320103 1,177 10,500SH DEFINED 1 10,500
GUIDANT CORP COM 401698105 411 5,400SH DEFINED 3 5,400
GULF CDA RES LTD ORD 40218L305 1,284 210,500SH DEFINED 4 210,500
HALLIBURTON CO COM 406216101 1,540 23,000SH DEFINED 1 23,000
HARRAHS ENTMT INC COM 413619107 2,279 70,000SH DEFINED 1 30,000 40,000
HARRIS CORP DEL COM 413875105 1,415 24,400SH DEFINED 2 24,400
HERTZ CORP CL A 428040109 268 2,920SH DEFINED 1 2,920
HEWLETT PACKARD CO COM 428236103 892 6,000SH DEFINED 1 6,000
HILB ROGAR & HAMILTON CO COM 431294107 54,632 1,649,650SH SOLE 1,649,650
HONDA MOTOR LTD AMERN SHS 438128308 1,098 8,550SH DEFINED 3 8,550
HORACE MANN EDUCATORS CORP N COM 440327104 19,907 494,700SH DEFINED 1,3 445,300 49,400
HORMEL FOODS CORP COM 440452100 1,239 20,800SH DEFINED 3 20,800
HOUSEHOLD INTL INC COM 441815107 792 11,300SH DEFINED 1 11,300
HUMMINGBIRD COMMUNICATIONS L COM 44544R101 2,030 74,100SH DEFINED 3 74,100
IMPERIAL OIL LTD COM NEW 453038408 94,745 3,383,750SH DEFINED 4 3,304,850 78,900
INCO LTD COM 453258402 132,863 5,051,826SH DEFINED 1,2,4 4,575,689 476,137
INCO LTD CL VBN SH 453258709 6,622 599,250SH SOLE 599,250
INGERSOLL RAND CO COM 456866102 953 9,960SH DEFINED 1 9,960
INTEL CORP COM 458140100 15,284 173,550SH DEFINED 1,2 158,100 15,450
INTERNATIONAL BUSINESS MACHS COM 459200101 5,980 31,260SH DEFINED 1,3 31,260
INTERNATIONAL GAME TECHNOLOG COM 459902102 8,762 320,000SH SOLE 320,000
INTERPUBLIC GROUP COS INC COM 460690100 87,275 680,700SH SOLE 680,700
INTERTAPE POLYMER GROUP INC COM 460919103 70,071 1,629,550SH DEFINED 3 1,566,150 63,400
INTIMATE BRANDS INC CL A 461156101 99,708 1,421,963SH SOLE 1,421,963
INTL PAPER CO COM 460146103 17,416 233,000SH DEFINED 1,3 213,700 19,300
INTRAWEST CORPORATION COM NEW 460915200 54,075 2,392,700SH DEFINED 3 2,334,900 57,800
IPC HLDGS LTD ORD G4933P101 38,426 1,298,100SH SOLE 1,298,100
IPSCO INC COM 462622101 73,236 2,343,550SH DEFINED 1,2 2,243,650 99,900
ITT INDS INC IND COM 450911102 3,995 70,800SH DEFINED 1,3 70,800
JANNOCK LTD COM 470888801 49,280 2,816,000SH SOLE 2,816,000
JETFORM CORP COM 477155105 674 108,700SH DEFINED 3 108,700
JOHN NUVEEN CO CL A 478035108 20,561 325,425SH SOLE 325,425
JOHNSON & JOHNSON COM 478160104 805 5,550SH DEFINED 1 5,550
KANSAS CITY SOUTHN INDS INC COM 485170104 1,889 20,000SH DEFINED 1 20,000
KEEBLER FOODS CO COM 487256109 400 8,900SH DEFINED 1 8,900
KIMBERLY CLARK CORP COM 494368103 1,561 18,500SH DEFINED 1 18,500
KINROSS GOLD CORP COM 496902107 623 250,000SH DEFINED 1 250,000
KNIGHT RIDDER INC COM 499040103 65,032 799,775SH SOLE 799,775
KONINKLIJKE PHILIPS ELECTRS SPNSRD ADR NEW500472204 687 4,600SH DEFINED 1 4,600
KOOR INDS LTD SPONSORED ADR 500507108 239 6,900SH DEFINED 1 6,900
KOREA TELECOM SPONSORED ADR 50063P103 4,237 71,560SH SOLE 71,560
LAFARGE CORP COM 505862102 52,519 1,001,300SH SOLE 1,001,300
LAIDLAW INC COM 50730K503 44,577 4,166,040SH DEFINED 1,2,3,4 2,591,4401,574,600
LASALLE RE HLDGS LTD ORD G5383Q101 28,976 1,151,600SH SOLE 1,151,600
LATTICE SEMICONDUCTOR CORP COM 518415104 258 2,800SH DEFINED 1 2,800
LEUCADIA NATL CORP COM 527288104 17,487 465,600SH SOLE 465,600
LOCKHEED MARTIN CORP COM 539830109 1,351 24,500SH DEFINED 2 24,500
LOWES COS INC COM 548661107 466 5,550SH DEFINED 1 5,550
LUCENT TECHNOLOGIES INC COM 549463107 7,017 70,300SH DEFINED 1,3 45,000 25,300
M/I SCHOTTENSTEIN HOMES INC COM 55305B101 11,044 404,700SH SOLE 404,700
MACKENZIE FINL CORP COM 554531103 15,683 971,100SH DEFINED 3 827,600 143,500
MACMILLAN BLOEDEL LTD COM 554783209 119,371 4,530,200SH DEFINED 3,4 4,011,300 518,900
MAGNA INTL INC CL A 559222401 121,758 1,460,800SH DEFINED 1,2,3,4 1,192,100 268,700
MAGYAR TAVKOZLESI RT SPONSORED ADR 559776109 2,984 73,300SH DEFINED 3 60,000 13,300
MANPOWER INC COM 56418H100 11,185 334,000SH SOLE 334,000
MARKET GUIDE INC COM NEW 570565200 1,544 49,100SH SOLE 49,100
MASCO CORP COM 574599106 1,325 31,000SH DEFINED 1 31,000
MATTEL INC COM 577081102 293,359 7,496,996SH SOLE 7,496,996
MAY DEPT STORES CO COM 577778103 5,324 88,000SH SOLE 88,000
MCCORMICK & CO INC COM NON VTG 579780206 1,168 25,000SH DEFINED 1 25,000
MCDONALDS CORP COM 580135101 1,260 20,600SH DEFINED 1 20,600
MCGRAW HILL COS INC COM 580645109 53,728 673,000SH SOLE 673,000
MCI WORLDCOM INC COM 55268B106 45,038 352,800SH DEFINED 1,3 319,500 33,300
MEDIAONE GROUP INC COM 58440J104 5,504 50,000SH SOLE 50,000
MELLON BK CORP COM 585509102 2,226 41,340SH DEFINED 1 41,340
MERCK & CO INC COM 589331107 208 1,900SH DEFINED 1 1,900
MERCURY GENL CORP NEW COM 589400100 14,946 297,000SH SOLE 297,000
MERIDIAN GOLD INC COM 589975101 843 123,113SH DEFINED 2 123,113
MERRILL LYNCH & CO INC COM 590188108 3,431 29,000SH SOLE 29,000
METHANEX CORP COM 59151K108 4,500 803,600SH DEFINED 2,4 803,600
MGIC INVT CORP WIS COM 552848103 32,509 451,700SH SOLE 451,700
MICROCELL TELECOMMUNICATIONS CL B NON VTG 59501T304 837 72,756SH DEFINED 2 72,756
MICRON TECHNOLOGY INC COM 595112103 4,624 77,500SH SOLE 77,500
MICROSOFT CORP COM 594918104 11,619 87,040SH DEFINED 1 69,300 17,740
MIDAS GROUP INC COM 595626102 4,935 117,510SH DEFINED 2 117,510
MILLIPORE CORP COM 601073109 159 2,650SH DEFINED 1 2,650
MITEL CORP COM 606711109 5,386 549,600SH DEFINED 3,4 549,600
MOBIL CORP COM 607059102 535 3,650SH DEFINED 1 3,650
MONSANTO CO COM 611662107 1,459 25,000SH DEFINED 1 25,000
MOORE LTD COM 615785102 23,684 1,902,300SH DEFINED 2,4 1,452,900 449,400
MORGAN J P & CO INC COM 616880100 2,080 10,000SH SOLE 10,000
MORGAN STANLEY DEAN WITTER&C COM NEW 617446448 215,186 1,418,400SH SOLE 1,418,400
MOTOROLA INC COM 620076109 2,740 19,540SH DEFINED 1 19,540
NASDAQ 100 TR UNIT SER 1 631100104 4,267 25,000SH SOLE 25,000
NCR CORP NEW COM 62886E108 393,983 5,453,250SH SOLE 5,453,250
NEWBRIDGE NETWORKS CORP COM 650901101 9,013 214,600SH DEFINED 2,3,4 214,600
NEWCOURT CR GROUP INC COM 650905102 1,708 89,200SH DEFINED 4 89,200
NEWMONT MINING CORP COM 651639106 78,497 2,668,409SH SOLE 2,668,409
NEWPORT CORP COM 651824104 14,868 648,100SH SOLE 648,100
NEWS CORP LTD SP ADR PFD 652487802 170,694 3,653,900SH DEFINED 1 3,649,800 4,100
NEWS CORP LTD ADR NEW 652487703 1,935 37,025SH DEFINED 3 37,025
NEXTEL COMMUNICATIONS INC CL A 65332V103 2,006 27,000SH DEFINED 1 27,000
NIKE INC CL B 654106103 82,080 875,900SH DEFINED 1,3 857,000 18,900
NIPPON TELEG & TEL CORP SPONSORED ADR 654624105 1,715 18,500SH DEFINED 3 18,500
NOKIA CORP SPONSORED ADR 654902204 72,870 537,700SH SOLE 537,700
NORTEL NETWORKS CORP COM 656569100 101,480 805,400SH DEFINED 1,3,4 42,800 762,600
NOVELL INC COM 670006105 10,700 272,800SH SOLE 272,800
NUMAC ENERGY INC COM 67052A103 2,885 779,700SH DEFINED 2 779,700
OCCIDENTAL PETE CORP DEL COM 674599105 982 31,400SH DEFINED 3 31,400
OLD REP INTL CORP COM 680223104 726 28,350SH DEFINED 3 28,350
OPTEL INC COM 683817100 22 1,000SH SOLE 1,000
OPTICAL COATING LAB INC COM 683829105 139,431 1,126,500SH SOLE 1,126,500
ORACLE CORP COM 68389X105 6,333 115,250SH SOLE 115,250
ORION CAP CORP COM 686268103 19,050 358,760SH SOLE 358,760
PAINE WEBBER GROUP INC COM 695629105 13,839 200,000SH SOLE 200,000
PANAMERICAN BEVERAGES INC CL A P74823108 977 27,721SH DEFINED 1,3 27,721
PARTNERRE LTD COM G6852T105 41,943 758,200SH SOLE 758,200
PAYLESS SHOESOURCES INC COM 704379106 1,267 16,000SH DEFINED 1 16,000
PECO ENERGY CO COM 693304107 174 2,800SH DEFINED 1 2,800
PEPSICO INC COM 713448108 727 12,700SH DEFINED 1 12,700
PERUSAHAAN PERS INDO SATELLISPONSORED ADR 715680104 719 24,907SH DEFINED 1 24,907
PETRO-CDA COM/VARIBL VTG71644E102 183,873 9,147,900SH DEFINED 1,2,3,4 8,163,400 984,500
PETROMET RES LTD COM 716731104 13,945 2,998,900SH SOLE 2,998,900
PFIZER INC COM 717081103 723 4,450SH DEFINED 1 4,450
PHARMACIA & UPJOHN INC COM 716941109 193 2,300SH DEFINED 1 2,300
PHELPS DODGE CORP COM 717265102 23,556 256,950SH SOLE 256,950
PHILIP MORRIS COS INC COM 718154107 123,323 2,073,300SH DEFINED 1,2 2,035,800 37,500
PHILIPPINE LONG DISTANCE TELSPONSORED ADR 718252604 14,268 320,000SH SOLE 320,000
PHOENIX INTL LIFE SCIENCES I COM 718919103 344 37,200SH SOLE 37,200
PHOENIX INVT PARTNERS LTD COM 719085102 10,599 830,300SH SOLE 830,300
PLACER DOME INC COM 725906101 26,122 1,527,600SH DEFINED 2,3,4 535,600 992,000
PMI GROUP INC COM 69344M101 12,997 139,800SH SOLE 139,800
PNC BK CORP COM 693475105 9,041 106,000SH SOLE 106,000
POHANG IRON & STL LTD SPONSORED ADR 730450103 587 11,792SH DEFINED 1 11,792
POTASH CORP SASK INC COM 73755L107 88,799 1,166,100SH DEFINED 1,2,4 1,096,000 70,100
PREMDOR INC COM 74046P105 38,989 2,370,150SH DEFINED 3 2,223,950 146,200
PREMIER PKS INC COM NEW 740540208 626 11,500SH DEFINED 1 11,500
PRESIDENTIAL LIFE CORP COM 740884101 62,639 2,156,460SH SOLE 2,156,460
PROGESSIVE CORP OHIO COM 743315103 136,033 633,850SH SOLE 633,850
PROVIDENT COS INC COM 743862104 1,599 27,000SH DEFINED 1 27,000
PROVIDIAN FINL CORP COM 74406A102 214 1,550SH DEFINED 1 1,550
PUBLIC SVC ENTERPRISE GROUP COM 744573106 387 6,400SH DEFINED 1 6,400
PULITZER INC COM 745769109 14,375 200,000SH SOLE 200,000
PXRE CORP COM 693674103 7,917 295,100SH SOLE 295,100
QLT PHOTOTHERAPEUTICS INC COM 746927102 10,048 125,600SH DEFINED 2 125,600
QUANTUM CORP COM 747906105 1,903 53,300SH DEFINED 2 53,300
QUEBECOR INC CL A MULT VTG 748193109 7,229 200,800SH SOLE 200,800
QUEBECOR PRINTING INC SUB VTG 747922102 38,233 1,200,410SH DEFINED 2 1,131,010 69,400
QUINTILES TRANSNATIONAL CORP COM 748767100 506 8,140SH DEFINED 1 8,140
RADIAN GROUP INC COM 750236101 35,065 485,345SH SOLE 485,345
RANGER OIL LTD COM 752805101 644 90,000SH DEFINED 1 90,000
REEBOK INTL LTD COM 758110100 107,202 3,888,800SH SOLE 3,888,800
RENAISSANCE RE HLDGS LTD COM G7496G103 11,446 209,000SH SOLE 209,000
REPUBLIC SVCS INC CL A 760759100 938 25,600SH SOLE 25,600
REUTERS GROUP PLC SPONSORED ADR 76132M102 1,200 10,000SH DEFINED 1 10,000
RIO ALGOM LTD COM 766889109 2,644 126,500SH DEFINED 1 76,500 50,000
ROCKWELL INTL CORP NEW COM 773903109 1,529 17,000SH DEFINED 1 17,000
ROFIN SINAR TECHNOLOGIES INC COM 775043102 6,112 532,850SH SOLE 532,850
ROGERS CANTEL MOBILE COMM CL B RSTRG VTG775102205 49,659 2,047,800SH SOLE 2,047,800
ROGERS COMMUNICATIONS INC CL B NON VTG 775109200 6,851 289,700SH SOLE 289,700
ROHM & HAAS CO COM 775371107 501 7,900SH DEFINED 1 7,900
ROWAN COS INC COM 779382100 5,403 198,000SH SOLE 198,000
ROYAL BK CDA MONTREAL QUE COM 780087102 527,477 8,115,032SH DEFINED 1,3,4 7,374,732 740,300
ROYAL GROUP TECHNOLOGIES LTD SUB VTG SH 779915107 116,178 2,686,200SH DEFINED 3 2,529,600 156,600
RTI INTL METALS INC COM 74973W107 10,976 504,900SH SOLE 504,900
S3 INC COM 784849101 2,355 175,000SH SOLE 175,000
SAFETY-KLEEN CORP NEW COM NEW 78648R203 17,113 637,900SH DEFINED 3 604,425 33,475
SAFEWAY INC COM NEW 786514208 20,173 275,350SH DEFINED 1 268,250 7,100
SANDISK CORP COM 80004C101 65,699 986,400SH SOLE 986,400
SANTA FE INTL CORP ORD G7805C108 27,673 812,900SH SOLE 812,900
SARA LEE CORP COM 803111103 44,829 1,335,000SH SOLE 1,335,000
SCHERING PLOUGH CORP COM 806605101 682 8,700SH DEFINED 3 8,700
SCHLUMBERGER LTD COM 806857108 332 3,520SH DEFINED 1 3,520
SCHWAB CHARLES CORP NEW COM 808513105 1,626 10,000SH SOLE 10,000
SEAGATE TECHNOLOGY COM 811804103 29,766 784,800SH SOLE 784,800
SEAGRAM LTD COM 811850106 207,735 2,832,100SH DEFINED 3,4 2,252,300 579,800
SHAW COMMUNICATIONS INC CL B NON VTG 82028K200 24,789 425,200SH DEFINED 4 425,200
SHELL TRANS & TRADING PLC NEW YORK SH NE822703609 721 10,500SH DEFINED 1 10,500
SHERWIN WILLIAMS CO COM 824348106 1,232 30,000SH DEFINED 1 30,000
SIEBEL SYS INC COM 826170102 383 3,900SH DEFINED 1 3,900
SK TELECOM LTD SPONSORED ADR 78440P108 3,829 152,190SH SOLE 152,190
SLM HLDG CORP COM 78442A109 58,399 861,250SH SOLE 861,250
SMED INTL INC COM 83169D104 441 56,840SH DEFINED 2 56,840
SMITH INTL INC COM 832110100 9,965 155,000SH SOLE 155,000
SMITHKLINE BEECHAM PLC ADR REP ORD 832378301 2,816 28,800SH DEFINED 3 28,800
SOCIEDAD QUIMICA Y MINERA SPONSORED ADR 833636103 1 22SH SOLE 22
SONY CORP ADR NEW 835699307 1,939 11,870SH DEFINED 1,3 11,870
SOUTHERN CO COM 842587107 1,353 34,500SH DEFINED 2 34,500
SOUTHERN PERU COPPER CORP COM 843611104 1,224 57,300SH SOLE 57,300
SPDR TR UNIT SER 1 78462F103 6,813 33,600SH DEFINED 3 33,600
SPECTRAL DIAGNOSTICS INC COM 847574100 1,831 938,690SH DEFINED 2 687,200 251,490
SPECTRA-PHYSICS LASERS INC COM 847568102 138 11,300SH SOLE 11,300
ST PAUL COS INC COM 792860108 1,540 32,700SH DEFINED 2 32,700
STET HELLAS COMMUNICATIONS S ADR 859823106 497 15,000SH SOLE 15,000
STILLWATER MNG CO COM 86074Q102 50,996 1,054,050SH SOLE 1,054,050
STMICROELECTRONICS N V COM 861012102 915 8,910SH DEFINED 1 8,910
STUDENT LN CORP COM 863902102 7,092 107,680SH SOLE 107,680
STURM RUGER & CO INC COM 864159108 2,208 139,600SH SOLE 139,600
SUN INTL HOTELS LTD ORD P8797T133 1,212 18,300SH DEFINED 1 18,300
SUN MICROSYSTEMS INC COM 866810104 112 1,100SH DEFINED 1 1,100
SUNCOR ENERGY INC COM 867229106 414,273 6,864,500SH DEFINED 2,3,4 6,521,900 342,600
SUPERIOR INDS INTL INC COM 868168105 513 12,700SH SOLE 12,700
SYBRON INTL CORP COM 87114F106 7,690 188,500SH SOLE 188,500
TALISMAN ENERGY INC COM 87425E103 46,145 1,152,181SH DEFINED 1,2,3,4 424,081 728,100
TANDY CORP COM 875382103 622 8,600SH DEFINED 1 8,600
TCF FINL CORP COM 872275102 11,140 270,000SH SOLE 270,000
TD WATERHOUSE GROUP INC COM 872362108 26,337 710,000SH SOLE 710,000
TECH DATA CORP COM 878237106 566 10,000SH DEFINED 1 10,000
TELE NORTE LESTE PART S A SPONS ADR PFD 879246106 7,528 274,000SH SOLE 274,000
TELE SUDESTE CELULAR PART S SPONS ADR PFD 879252104 755 17,600SH DEFINED 3 15,200 2,400
TELECOM CORP NEW ZEALAND LTDSPONSORED ADR 879278208 1,435 27,750SH DEFINED 3 27,750
TELECOMUNICACOES BRASILEIRASSPONSORED ADR 879287308 4,928 36,917SH DEFINED 1 27,000 9,917
TELEFONICA DE ARGENTINA S A SPNSR ADR CL B879378206 1,330 28,650SH SOLE 28,650
TELEFONOS DE MEXICO S A SP ADR REP ORD879403780 11,615 97,110SH DEFINED 1 81,900 15,210
TELEGLOBE INC COM 87941V100 3,650 83,800SH DEFINED 1,4 83,800
TELESP PARTICIPACOES S A SPONS ADR PFD 87952K100 3,027 89,413SH DEFINED 1 79,900 9,513
TENET HEALTHCARE CORP COM 88033G100 879 32,000SH DEFINED 1 32,000
TESMA INTL INC CL A SUB VTG 881908107 2,126 98,900SH SOLE 98,900
TEXAS INSTRS INC COM 882508104 30,964 144,275SH SOLE 144,275
TEXTRON INC COM 883203101 4,215 34,600SH DEFINED 3 34,600
TLC THE LASER CTR INC COM 872934104 31,808 454,400SH SOLE 454,400
TORCHMARK CORP COM 891027104 15,163 300,200SH SOLE 300,200
TORONTO DOMINION BK ONT COM NEW 891160509 713,27110,685,700SH DEFINED 1,2,3,4 9,793,100 892,600
TOTAL S A SPONSORED ADR 89151E109 5,074 53,200SH DEFINED 3 33,000 20,200
TRANSACTION SYS ARCHITECTS CL A 893416107 104 1,800SH DEFINED 1 1,800
TRANSCANADA PIPELINES LTD COM 893526103 388,05718,701,521SH DEFINED 1,2,3,4 17,268,7371,432,784
TRANSOCEAN OFFSHORE INC CAYM ORD G90076103 1,554 40,000SH SOLE 40,000
TRIZEC HAHN CORP SUB VTG 896938107 79,710 2,665,900SH DEFINED 2,3 2,401,200 264,700
TROPICAL SPORTSWEAR INTL COR COM 89708P102 2,359 50,000SH SOLE 50,000
TV AZTECA S A DE C V SPONSORED ADR 901145102 85 11,130SH DEFINED 1 11,130
TYCO INTL LTD NEW COM 902124106 21,983 156,750SH DEFINED 1 151,600 5,150
UNIBANCO-UNIAO DE BANCOS BRAGDR REP PFD UT90458E107 5,358 150,450SH DEFINED 1 134,000 16,450
UNION CARBIDE CORP COM 905581104 3,608 50,000SH SOLE 50,000
UNION PAC CORP COM 907818108 1,510 17,500SH DEFINED 1 17,500
UNIPHASE CORP COM 909149106 9,133 37,170SH DEFINED 1 35,500 1,670
UNISYS CORP COM 909214108 343 5,950SH DEFINED 1 5,950
UNITED DOMINION INDS LTD COM 909914103 8,776 237,200SH SOLE 237,200
UNITED HEALTHCARE CORP COM 910581107 21,699 234,100SH SOLE 234,100
UNITED TECHNOLOGIES CORP COM 913017109 7,489 70,581SH DEFINED 1,3 70,581
UNOCAL CORP COM 915289102 5,046 86,040SH DEFINED 1 50,000 36,040
UNUM CORP COM 903192102 2,070 25,550SH DEFINED 3 25,550
USEC INC COM 90333E108 10,645 483,500SH SOLE 483,500
USX MARATHON GROUP COM NEW 902905827 1,904 39,500SH DEFINED 2 39,500
VALASSIS COMMUNICATIONS INC COM 918866104 485 8,950SH DEFINED 3 8,950
VARIAN INC COM 922206107 31,111 1,557,000SH SOLE 1,557,000
VARIAN MED SYS INC COM 92220P105 104,793 2,804,000SH SOLE 2,804,000
VARIAN SEMICONDUCTOR EQUIPMN COM 922207105 15,283 607,400SH SOLE 607,400
VASTAR RES INC COM 922380100 67,934 875,300SH SOLE 875,300
VF CORP COM 918204108 11,706 185,000SH SOLE 185,000
VIRCO MFG CO COM 927651109 832 34,840SH SOLE 34,840
VISHAY INTERTECHNOLOGY INC COM 928298108 34,074 1,096,244SH SOLE 1,096,244
VITESSE SEMICONDUCTOR CORP COM 928497106 2,495 25,000SH SOLE 25,000
VITRAN INC COM 92850E107 3,667 398,600SH SOLE 398,600
WAL MART STORES INC COM 931142103 650 9,100SH DEFINED 1 9,100
WALLACE COMPUTER SERVICES IN COM 932270101 892 24,100SH DEFINED 3 24,100
WARNACO GROUP INC CL A 934390105 30,752 776,700SH DEFINED 2,3 728,800 47,900
WARNER LAMBERT CO COM 934488107 472 4,600SH DEFINED 3 4,600
WASHINGTON MUT INC COM 939322103 26,048 497,500SH SOLE 497,500
WASTE MGMT INC DEL COM 94106L109 3,886 48,845SH DEFINED 1,2 48,845
WELLS FARGO & CO NEW COM 949746101 456 7,200SH DEFINED 1 7,200
WESCAST INDS INC CL A SUB VTG 950813105 3,402 78,200SH DEFINED 3 37,700 40,500
WESCO FINL CORP COM 950817106 19,317 42,100SH SOLE 42,100
WESTCOAST ENERGY INC COM 95751D102 113,173 3,916,010SH DEFINED 1,2,4 3,766,310 149,700
WESTERN GAS RES INC COM 958259103 3,552 150,000SH SOLE 150,000
WHITMAN CORP COM 96647K102 783 29,400SH DEFINED 2 29,400
WILLIAMS COS INC DEL COM 969457100 1,575 25,000SH DEFINED 1 25,000
WISCONSIN CENT TRANSN CORP COM 976592105 1,101 39,400SH DEFINED 2 39,400
XEROX CORP COM 984121103 6,591 75,400SH DEFINED 1,3 75,400
XL CAPITAL LTD CL A G32429105 4,181 50,000SH DEFINED 1 35,000 15,000
GRAND TOTAL 13,785,838
The Fair Market Values are reported to the nearest thousand dollars
as at June 30, 1999.
The Fair Market Values are reported in Canadian terms, using an exchange
rate of $1.00 U.S. being equivalent to $1.48 Canadian as at June 30, 1999.
</TABLE>
