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, 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: 28-03462
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 November 10, 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: ______7_________
Form 13F Information Table Entry Total: _____463________
Form 13F Information Table Value Total: $_12,976,276__
(thousands)
List of Other Included Managers:
1. AGF Funds Inc.
2. Beutel, Goodman & Company Ltd
3. Yield Management Group
4. MAXXUM Fund Management Ltd.
5. Sceptre Investment Counsel Limited
6. Scudder Kemper Investments, Inc.
7. Templeton Management Ltd.
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
SHPUT/INVESTMENT OTHER VOTING AUTHORITY
(x$1000) PRN AMT
PRCALLDISCRETIONMANAGERS SOLE SHARED NONE
- ------------------------------------------- ------------------------------------
- -----------------------------------------
3COM CORP COM 885535106 1,356 32,100SH
DEFINED 7 32,100
ABBOTT LABS COM 002824100 1,750 32,400SH
DEFINED 5,6 32,400
ABITIBI-CONSOLIDATED INC COM 003924107 42,324 2,397,979SH
DEFINED 2,3 1,879,251 518,728
AETNA INC COM 008117103 673 9,300SH
DEFINED 7 9,300
AFLAC INC COM 001055102 138,954 2,258,100SH
SOLE 2,258,100
AGRIUM INC COM 008916108 4,081 281,422SH
DEFINED 2,3 281,422
AIR CDA INC CL A NON VTG 008911307 25,547 2,675,100SH
SOLE 2,675,100
AKZO NOBEL NV SPONSORED ADR 010199305 2,645 42,100SH
DEFINED 5 42,100
ALBERTA ENERGY LTD COM 012873105 19,469 459,179SH
DEFINED 1,3,5,6 459,179
ALBERTSONS INC COM 013104104 366 6,300SH
DEFINED 2 6,300
ALCAN ALUMINIUM LTD NEW COM 013716105 76,164 1,652,150SH
DEFINED 1,3,4,5 1,159,550 492,600
ALCATEL SPONSORED ADR 013904305 2,287 56,075SH
DEFINED 5 56,075
ALCOA INC COM 013817101 89,620 982,656SH
SOLE 982,656
ALKERMES INC COM 01642T108 3,366 79,500SH
SOLE 79,500
ALLEGHANY CORP DEL COM 017175100 68,668 264,002SH
SOLE 264,002
ALLEGHENY TELEDYNE INC COM 017415100 7,335 295,800SH
SOLE 295,800
ALLERGAN INC COM 018490102 630 3,900SH
DEFINED 6 3,900
ALLIANCE ATLANTIS COMMUNICATN CL B NON-VTG 01853E204 31,728 2,143,800SH
DEFINED 5 2,143,800
ALLIANCE FST PRODS INC COM 01859J108 15,007 898,600SH
SOLE 898,600
ALLIEDSIGNAL INC COM 019512102 29,110 330,500SH
DEFINED 1 330,000 500
ALLMERICA FINL CORP COM 019754100 2,449 35,000SH
SOLE 35,000
ALLSTATE CORP COM 020002101 113,969 3,110,000SH
DEFINED 2 3,094,400 15,600
AMERICA WEST HLDG CORP CL B 023657208 4,152 163,200SH
SOLE 163,200
AMERICAN EXPRESS CO COM 025816109 145,545 735,700SH
DEFINED 1,6 732,000 3,700
AMERICAN HOME PRODS CORP COM 026609107 19,497 319,700SH
DEFINED 5,6 299,300 20,400
AMERICAN INTL GROUP INC COM 026874107 1,469 11,500SH
DEFINED 6,7 11,500
AMERICAN XTAL TECHNOLOGY INC COM 030514103 22,204 706,900SH
SOLE 706,900
AMERITECH CORP NEW COM 030954101 592 6,000SH
DEFINED 6 6,000
AMETEK INC NEW COM 031100100 10,481 360,000SH
SOLE 360,000
ANADARKO PETE CORP COM 032511107 265 5,900SH
DEFINED 6 5,900
ANGLOGOLD LTD SPONSORED ADR 035128206 2,095 45,355SH
DEFINED 6,7 45,355
ANHEUSER BUSCH COS INC COM 035229103 1,822 17,700SH
DEFINED 5 17,700
APPLIED MATLS INC COM 038222105 10,334 90,300SH
DEFINED 1,6 85,000 5,300
ARACRUZ CELULOSE S A SPNSR ADR CL B 038496204 282 9,200SH
DEFINED 7 9,200
ARNOLD INDS INC COM 042595108 8,209 442,500SH
SOLE 442,500
ASIA PACIFIC RESOURCES LTD COM 044902104 567 271,200SH
DEFINED 5 271,200
ASIA PULP & PAPER LTD SPONSORED ADR 04516V100 432 50,000SH
SOLE 50,000
ASM LITHOGRAPHY HLDG N V NY SHS N07059111 10 100SH
DEFINED 1 100
ASSOCIATES FIRST CAP CORP CL A 046008108 635 12,000SH
DEFINED 7 12,000
ASTRAZENECA PLC SPONSORED ADR 046353108 3,138 50,535SH
DEFINED 5 50,535
AT PLASTICS INC COM 001947100 18,297 2,858,930SH
DEFINED 2 2,616,242 242,688
AT&T CORP COM 001957109 13,000 203,373SH
DEFINED 2,6,7 170,175 33,198
AT&T CORP COM LIB GRP A 001957208 655 12,000SH
DEFINED 6 12,000
ATI TECHNOLOGIES INC COM 001941103 61,441 3,804,400SH
DEFINED 1,3,5 3,279,000 525,400
AUSTRALIA&NEW ZEALAND BKG GRP SPONSORED ADR 052528304 826 16,600SH
DEFINED 5 16,600
AUTODESK INC COM 052769106 55,101 1,714,100SH
SOLE 1,714,100
AUTOMATIC DATA PROCESSING INC COM 053015103 721 11,000SH
DEFINED 6 11,000
AUTONATION INC COM 05329W102 17,048 923,500SH
SOLE 923,500
AVX CORP NEW COM 002444107 32,441 628,500SH
SOLE 628,500
AXA FINANCIAL INC COM 002451102 19,750 240,800SH
SOLE 240,800
BAKER HUGES INC COM 057224107 2,105 49,400SH
DEFINED 2 49,400
BALLARD PWR SYS INC COM 05858H104 314 7,400SH
DEFINED 1 7,400
BANCO SANTANDER CENT HISPANO ADR 05964H105 2,622 173,044SH
DEFINED 5 173,044
BANK MONTREAL QUE COM 063671101 580,43511,358,800SH
DEFINED 1,2,3,4,10,532,900 825,900
BANK ONE CORP COM 06423A103 13,424 262,400SH
SOLE 262,400
BANKAMERICA CORP NEW COM 06605F102 102,195 1,248,826SH
DEFINED 2,5,6,7 1,173,200 75,626
BARR LABS INC COM 068306109 3,033 65,000SH
SOLE 65,000
BARRICK GOLD CORP COM 067901108 145,619 4,550,590SH
DEFINED 1,2,3,4, 3,509,8251,040,765
BAUSCH & LOMB INC COM 071707103 698 7,200SH
DEFINED 5 7,200
BAXTER INTL INC COM 071813109 3,055 34,500SH
DEFINED 2,5,6 34,500
BCE INC COM 05534B109 723,641 9,912,884SH
DEFINED 1,3,4,5, 8,506,9841,405,900
BCE MOBILE COMMINICATION INC COM 05534G108 350 6,000SH
SOLE 6,000
BEAR STEARNS COS INC COM 073902108 9,602 170,000SH
SOLE 170,000
BECKMAN COULTER INC COM 075811109 431 6,500SH
DEFINED 5 6,500
BELL ATLANTIC CORP COM 077853109 989 10,000SH
DEFINED 6 10,000
BELLSOUTH CORP COM 079860102 509 7,700SH
DEFINED 6 7,700
BERKSHIRE HATHAWAY INC DEL CL A 084670108 117,840 1,458SH
SOLE 1,458
BESTFOODS COM 08658U101 727 10,200SH
DEFINED 2,6 10,200
BETHLEHEM STL CORP COM 087509105 7,662 707,000SH
SOLE 707,000
BFC CONSTR CORP COM 054938105 2,776 277,600SH
SOLE 277,600
BIOCHEM PHARMA INC COM 09058T108 99,761 2,818,100SH
DEFINED 1,3 2,643,300 174,800
BIOGEN INC COM 090597105 521 4,500SH
DEFINED 6 4,500
BIOVAIL CORP INTL NEW COM 09067K106 1,701 22,900SH
DEFINED 1 22,900
BOISE CASCADE CORP COM 097383103 5 100SH
DEFINED 4 100
BRISTOL MYERS SQUIBB CO COM 110122108 4,900 49,400SH
DEFINED 5,6 49,400
BROOKFIELD PPTYS CORP COM 112900105 87,317 5,061,873SH
DEFINED 1,2,6 4,812,500 249,373
BULLDOG GROUP INC CL C PFD 1,323 300,000SH
SOLE 300,000
BURLINGTON RES INC COM 122014103 1,102 20,410SH
DEFINED 2 20,410
CALL-NET ENTERPRISES INC CL B NON-VTG 130910201 65,935 8,562,960SH
SOLE 8,562,960
CAMBIOR INC COM 13201L103 1,819 360,100SH
DEFINED 2 360,100
CAMECO CORP COM 13321L108 76,449 2,805,450SH
DEFINED 2 2,762,750 42,700
CANADIAN 88 ENERGY CORP COM NEW 13566G509 3,017 960,800SH
DEFINED 2,5 960,800
CANADIAN NATL RY CO COM 136375102 118,516 2,657,300SH
DEFINED 3,5,6 2,130,600 526,700
CANADIAN OCCIDENTAL PETE LTD COM 136420106 17,312 649,600SH
DEFINED 1,3,4,5 165,900 483,700
CANADIAN PAC LTD NEW COM 135923100 183,569 5,463,350SH
DEFINED 2,3,4,6 4,855,800 607,550
CANON INC ADR 138006309 862 19,800SH
DEFINED 5 19,800
CAPITAL ONE FINL CORP COM 14040H105 46,691 814,700SH
DEFINED 6 804,500 10,200
CARNIVAL CORP COM 143658102 32 500SH
DEFINED 1 500
CATERPILLAR INC DEL COM 149123101 1,216 15,100SH
DEFINED 5 15,100
CBS CORP COM 12490K107 646 9,500SH
DEFINED 6 9,500
C-CUBE MICROSYSTEMS COM 125015107 4,475 70,000SH
SOLE 70,000
CDN IMPERIAL BK OF COMMERCE COM 136069101 341,54912,068,852SH
DEFINED 2,3,5 10,891,9521,176,900
CELESTICA INC SUB VTG SHS 15101Q108 181 2,500SH
DEFINED 1 2,500
CENTRAL PAC MINERALS NL ADR NEW 154762306 1 50SH
DEFINED 5 50
CFM TECHNOLOGIES INC COM 12525R101 20,624 1,718,700SH
DEFINED 1,5,6 1,584,400 134,300
CHASE MANHATTAN CORP NEW COM 16161A108 26,118 235,800SH
DEFINED 1,6 230,000 5,800
CHC HELICOPTER CORP CL A SUB VTG 12541C203 5,133 1,283,300SH
SOLE 1,283,300
CHICAGO TITLE CORP COM 168228104 45,008 766,891SH
SOLE 766,891
CIGNA CORP COM 125509109 628 5,500SH
DEFINED 6 5,500
CINRAM INTL INC COM 172527105 201 16,500SH
DEFINED 1 16,500
CISCO SYS INC COM 17275R102 16,161 160,400SH
DEFINED 1,6 141,000 19,400
CITIGROUP INC COM 172967101 70,558 1,091,249SH
DEFINED 6,7 1,072,749 18,500
CLARENT CORP COM 108461105 6,437 86,000SH
SOLE 86,000
CLEAR CHANNEL COMMUNICATIONS COM 184502102 892 7,600SH
DEFINED 6 7,600
COASTAL CORP COM 190441105 271 4,500SH
DEFINED 6 4,500
COCA-COLA FEMSA SA de CV SPON ADR REP L 191241108 225 11,065SH
DEFINED 5 11,065
COGNOS INC COM 19244C109 631 16,400SH
DEFINED 1 16,400
COLUMBIA/HCA HEALTHCARE CORP COM 197677107 1,052 33,800SH
DEFINED 7 33,800
COMINCO LTD COM 200435105 8,808 367,000SH
DEFINED 4,5,6 249,600 117,400
COMPANHIA BRASILEIRA DE DISTR ADR 20440T201 1,919 65,920SH
SOLE 65,920
COMPANHIA CERVEJARIA BRAHMN SPONSD ADR PFD 20440X103 1,005 57,000SH
SOLE 57,000
COMPANIA DE MINAS BUENAVENTURSPNS ADR SER B 204448104 2,252 88,500SH
SOLE 88,500
COMPANIA DE TELECOMUNICS CHILSPNSRD ADR NEW 204449300 1,584 59,680SH
SOLE 59,680
COMPAQ COMPUTER CORP COM 204493100 1,213 36,000SH
DEFINED 7 36,000
COMPUTER NETWORK TECHNOLOGY C COM 204925101 1,916 140,000SH
SOLE 140,000
CONEXANT SYSTEMS INC COM 207142100 106,342 996,000SH
SOLE 996,000
CONOCO INC CL A 208251306 379 9,300SH
DEFINED 6 9,300
CONOCO INC CL B 208251405 3,049 75,800SH
DEFINED 5 75,800
COUNSEL CORP COM 22226R102 689 133,700SH
DEFINED 5 133,700
CRANE CO COM 224399105 7,913 240,000SH
SOLE 240,000
CREO PRODUCTS INC COM 225606102 11,518 319,100SH
SOLE 319,100
CRESCENT REAL ESTATE EQUITIES COM 225756105 960 36,300SH
DEFINED 2 36,300
CROWN CORK & SEAL INC COM 228255105 2,530 71,000SH
DEFINED 2,7 71,000
CVS CORP COM 126650100 510 8,500SH
DEFINED 6 8,500
DAIMLERCHRYSLER AG ORD D1668R123 40,361 395,547SH
SOLE 395,547
DAYTON HUDSON CORP COM 239753106 838 9,500SH
DEFINED 6 9,500
DE BEERS CONS MINES LTD ADR DEFD 240253302 2,976 75,000SH
SOLE 75,000
DELL COMPUTER CORP COM 247025109 596 9,700SH
DEFINED 1 9,700
DELUXE CORP COM 248019101 5 100SH
DEFINED 4 100
DENBURY RES INC COM NEW 247916208 1 200SH
DEFINED 1 200
DESCARTES SYS GROUP INC COM 249906108 407 62,600SH
DEFINED 1 62,600
DIA MET MINERALS LTD CL A SUB VTG 25243K208 690 30,000SH
SOLE 30,000
DIAGEO P L C SPNSRD ADR NEW 25243Q205 1,809 29,715SH
DEFINED 5 29,715
DISNEY WALT CO COM 254687106 19 500SH
DEFINED 1 500
DOMTAR INC COM 257561100 26,945 1,778,570SH
DEFINED 6 1,777,670 900
DOREL INDS INC CL B SUB VTG 25822C205 2,941 114,200SH
DEFINED 5 114,200
DU PONT E I DE NEMOURS & CO COM 263534109 1,234 13,800SH
DEFINED 2 13,800
DUKE ENERGY CORP COM 264399106 867 10,700SH
DEFINED 2 10,700
DUSA PHARMACEUTICALS INC COM 266898105 4,030 195,900SH
DEFINED 1 193,800 2,100
E M C CORP MASS COM 268648102 26,475 252,200SH
DEFINED 1 252,000 200
EATON CORP COM 278058102 279 2,200SH
DEFINED 7 2,200
EDISON INTL COM 281020107 832 23,300SH
DEFINED 2 23,300
EDPERBRASCAN CORP CL A LTD VT SH 280905803 5,713 274,650SH
DEFINED 1,3,4,6 274,650
ELECTRONIC DATA SYS NEW COM 285661104 2,054 26,400SH
DEFINED 2,6 26,400
ELF AQUITAINE SPONSORED ADR 286269105 1,811 13,450SH
DEFINED 5 13,450
EMBRATEL PARTICIPACOES S A SPONS ADR PFD 29081N100 723 43,000SH
DEFINED 7 43,000
EMCO LTD COM 290839109 788 122,243SH
SOLE 122,243
EMCORE CORP COM 290846104 18,732 918,700SH
SOLE 918,700
EMERSON ELEC CO COM 291011104 808 8,700SH
DEFINED 1,6 8,700
ENBRIDGE INC COM 29250N105 234,167 7,375,350SH
DEFINED 1,2,3 6,984,150 391,200
ENCAL ENERGY LTD COM 29250D107 12,759 1,615,100SH
DEFINED 1,6 1,614,300 800
ENERSIS S A SPONSORED ADR 29274F104 100 3,258SH
DEFINED 6 3,258
EQUIFAX INC COM 294429105 8,266 200,000SH
SOLE 200,000
ERICSSON L M TEL CO ADR CL B SEK10 294821400 597 13,000SH
DEFINED 7 13,000
ETHYL CORP COM 297659104 9,290 1,631,400SH
SOLE 1,631,400
EXABYTE CORP COM 300615101 2,133 334,200SH
SOLE 334,200
EXTENDICARE INC CDA SUB VTG SHS 30224T871 1,382 284,900SH
DEFINED 2 284,900
EXXON CORP COM 302290101 19,673 176,300SH
DEFINED 6 171,500 4,800
F M C CORP COM NEW 302491303 1,014 14,300SH
DEFINED 2 14,300
FAHNESTOCK VINER HLDGS INC CL A NON VTG 302921101 1,027 46,700SH
DEFINED 5 46,700
FANTOM TECHNOLOGIES INC COM 306906108 4 200SH
DEFINED 1 200
FARMER BROS CO COM 307675108 18,049 73,991SH
SOLE 73,991
FEDERAL HOME LN MTG CORP COM 313400301 202,040 2,644,000SH
SOLE 2,644,000
FEDERAL NATL MTG ASSN COM 313586109 122,584 1,330,700SH
DEFINED 5 1,295,800 34,900
FEDERATED DEPT STORES INC DEL COM 31410H101 21,513 335,100SH
DEFINED 2,7 312,500 22,600
FILA HLDG SPA SPONSORED ADR 316850106 684 37,243SH
DEFINED 7 37,243
FIRST DATA CORP COM 319963104 2,147 33,300SH
DEFINED 2 33,300
FIRST REP BK SAN FRANCISCO COM 336158100 5,351 137,400SH
SOLE 137,400
FIRST TENN NATL CORP COM 337162101 306 7,400SH
DEFINED 6 7,400
FIRST UN CORP COM 337358105 57,304 1,096,530SH
DEFINED 2 1,086,330 10,200
FIRSTSERVICE CORP SUB VTG SH 33761N109 5 300SH
DEFINED 1 300
FOMENTO ECONOMICO MEXICANO SASPND ADR FEMSA 344419106 745 16,200SH
DEFINED 5,6 16,200
FORD MTR CO DEL COM 345370100 1,047 14,200SH
DEFINED 2 14,200
FOX ENTMT GROUP INC CL A 35138T107 39,580 1,275,000SH
SOLE 1,275,000
FRANKLIN RES INC COM 354613101 60,519 1,339,300SH
SOLE 1,339,300
FREEPORT-MCMORAN COPPER & GOL CL A 35671D105 33,074 1,622,100SH
SOLE 1,622,100
FRUIT OF THE LOOM LTD ORD CL A G3682L105 797 163,800SH
DEFINED 7 163,800
FUJI PHOTO FILM LTD ADR 359586302 30 600SH
DEFINED 7 600
FVC COM INC COM 30266P100 3,410 165,000SH
SOLE 165,000
GAINSCO INC COM 363127101 17,501 1,924,800SH
SOLE 1,924,800
GAP INC DEL COM 364760108 24 500SH
DEFINED 1 500
GENERAL CABLE CORP DEL NEW COM 369300108 11,890 674,250SH
SOLE 674,250
GENERAL ELEC CO COM 369604103 2,596 14,900SH
DEFINED 1,6 14,900
GENERAL MTRS CORP COM 370442105 8,324 90,000SH
SOLE 90,000
GENESIS MICROCHIP INC COM 371933102 91 3,500SH
DEFINED 1 3,500
GEORGIA-PAC CORP COM GA PAC GRP 373298108 18,777 315,500SH
SOLE 315,500
GILAT SATELLITE NETWORKS LTD ORD M51474100 717 9,100SH
DEFINED 5 9,100
GILDAN ACTIVEWEAR INC SUB VTG SHS A 375916103 8,816 347,800SH
SOLE 347,800
GILLETTE CO COM 375766102 22,058 442,300SH
SOLE 442,300
GLAXO WELLCOME PLC SPONSORED ADR 37733W105 2,774 36,300SH
SOLE 36,300
GLOBAL CROSSING LTD COM G3921A100 311 7,995SH
DEFINED 6 7,995
GOLDEN WEST FINL CORP DEL COM 381317106 563 3,900SH
DEFINED 7 3,900
GOLDMAN SACHS GROUP INC COM 38141G104 27 300SH
DEFINED 1 300
GOODRICH B F CO COM 382388106 3,806 89,320SH
DEFINED 2 89,320
GRAINGER W W INC COM 384802104 202 2,860SH
DEFINED 7 2,860
GREENPOINT FINL CORP COM 395384100 144,843 3,710,700SH
SOLE 3,710,700
GRUPO TELEVISA SA DE CV SPN ADR REPORD 40049J206 5,743 97,861SH
DEFINED 5,6 64,200 33,661
GSI LUMONICS INC COM 36229U102 3,086 354,700SH
DEFINED 1,2 354,700
GST TELECOMMUNICATIONS INC COM 361942105 10,082 975,800SH
DEFINED 1 975,500 300
GTE CORP COM 362320103 1,186 10,500SH
DEFINED 6,7 10,500
GUCCI GROUP N V COM NY REG 401566104 12 100SH
DEFINED 6 100
GUIDANT CORP COM 401698105 402 5,100SH
DEFINED 5 5,100
GULF CDA RES LTD ORD 40218L305 3,442 568,900SH
DEFINED 3 568,900
HARRIS CORP DEL COM 413875105 991 24,400SH
DEFINED 2 24,400
HARTFORD FINE SVCS GROUP INC COM 416515104 691 11,500SH
DEFINED 2 11,500
HEINZ H J CO COM 423074103 569 9,000SH
DEFINED 6 9,000
HERTZ CORP CL A 428040109 189 2,920SH
DEFINED 7 2,920
HEWLETT PACKARD CO COM 428236103 1,676 12,400SH
DEFINED 6,7 12,400
HILB ROGAR & HAMILTON CO COM 431294107 60,756 1,649,650SH
SOLE 1,649,650
HILFIGER TOMMY CORP ORD G8915Z102 17 400SH
DEFINED 1 400
HOME DEPOT INC COM 437076102 898 8,900SH
DEFINED 1,6 8,900
HONDA MOTOR LTD AMERN SHS 438128308 514 4,275SH
DEFINED 5 4,275
HORACE MANN EDUCATORS CORP NE COM 440327104 17,551 462,700SH
DEFINED 5 445,300 17,400
HORMEL FOODS CORP COM 440452100 1,336 22,000SH
DEFINED 5 22,000
HOUSEHOLD INTL INC COM 441815107 625 10,600SH
DEFINED 6 10,600
HUMMINGBIRD COMMUNICATIONS LT COM 44544R101 2,438 74,100SH
DEFINED 5 74,100
IMPERIAL OIL LTD COM NEW 453038408 108,432 3,526,250SH
DEFINED 3 3,312,350 213,900
INCO LTD COM 453258402 142,513 4,538,626SH
DEFINED 2,3,6 4,167,389 371,237
INCO LTD CL VBN SH 453258709 7,011 599,250SH
SOLE 599,250
INFINITY BROADCASTING CP NEW CL A 45662S102 547 12,700SH
DEFINED 6 12,700
INTEL CORP COM 458140100 23,009 210,700SH
DEFINED 1,2,6 183,100 27,600
INTERNATIONAL BUSINESS MACHS COM 459200101 6,207 34,800SH
DEFINED 1,4,5,6 10,000 24,800
INTERNATIONAL GAME TECHNOLOGY COM 459902102 12,197 461,100SH
SOLE 461,100
INTERPUBLIC GROUP COS INC COM 460690100 82,274 1,361,400SH
SOLE 1,361,400
INTERSPEED INC COM 46070W107 1,684 65,000SH
SOLE 65,000
INTERTAPE POLYMER GROUP INC COM 460919103 62,649 1,513,250SH
DEFINED 1,5 1,442,450 70,800
INTIMATE BRANDS INC CL A 461156101 69,739 1,218,812SH
SOLE 1,218,812
INTL PAPER CO COM 460146103 16,252 230,100SH
DEFINED 5 213,700 16,400
INTRAWEST CORPORATION COM NEW 460915200 57,865 2,391,100SH
DEFINED 1,5 2,334,900 56,200
INTUIT COM 461202103 515 4,000SH
DEFINED 6 4,000
IPC HLDGS LTD ORD G4933P101 35,767 1,298,100SH
SOLE 1,298,100
IPSCO INC COM 462622101 86,349 2,596,950SH
DEFINED 2 2,550,250 46,700
ITT INDS INC IND COM 450911102 2,394 51,200SH
DEFINED 5 51,200
JANNOCK LTD COM 470888801 49,000 2,816,100SH
DEFINED 4 2,816,000 100
JDS UNIPHASE CORP COM 46612J101 11,875 71,000SH
SOLE 71,000
JEFFERSON PILOT CORP COM 475070108 520 5,600SH
DEFINED 6 5,600
JOHN NUVEEN CO CL A 478035108 17,903 325,425SH
SOLE 325,425
JOHNSON & JOHNSON COM 478160104 7,102 52,600SH
DEFINED 1 52,500 100
KEEBLER FOODS CO COM 487256109 391 8,900SH
DEFINED 7 8,900
KEY ENERGY SERVICES INC WTS 492914122 1,000SH
SOLE 1,000
KINROSS GOLD CORP COM 496902107 3 700SH
DEFINED 1 700
KNIGHT RIDDER INC COM 499040103 64,493 799,775SH
SOLE 799,775
KOREA TELECOM SPONSORED ADR 50063P103 555 10,200SH
DEFINED 7 10,200
LAFARGE CORP COM 505862102 54,917 1,163,300SH
SOLE 1,163,300
LAIDLAW INC COM 50730K503 43,264 4,304,890SH
DEFINED 1,2,3,5 2,659,7901,645,100
LASALLE RE HLDGS LTD ORD G5383Q101 23,480 1,151,600SH
SOLE 1,151,600
LAUDER ESTEE COS INC CL A 518439104 23 400SH
DEFINED 1 400
LILLY ELI & CO COM 532457108 339 3,600SH
DEFINED 1 3,600
LIONS GATE ENTMNT CORP COM NEW 535919203 2 700SH
DEFINED 1 700
LOCKHEED MARTIN CORP COM 539830109 1,177 24,500SH
DEFINED 2 24,500
LOWES COS INC COM 548661107 398 5,550SH
DEFINED 7 5,550
LUCENT TECHNOLOGIES INC COM 549463107 9,734 102,100SH
DEFINED 1,5,6,7 70,000 32,100
M/I SCHOTTENSTEIN HOMES INC COM 55305B101 9,813 404,700SH
SOLE 404,700
MACKENZIE FINL CORP COM 554531103 29,538 1,702,500SH
DEFINED 1,4,5 1,524,200 178,300
MACMILLAN BLOEDEL LTD COM 554783209 117,128 5,092,500SH
DEFINED 3 4,896,300 196,200
MAGNA INTL INC SUB DEB CV 5%02559222AE4 12,343 8,358,000PRN
SOLE 8,358,000
MAGNA INTL INC SRDA CV 4.875%0559222AG9 11,136 8,360,000PRN
SOLE 8,360,000
MAGNA INTL INC CL A 559222401 104,849 1,444,200SH
DEFINED 1,2,3,4, 1,210,900 233,300
MAGYAR TAVKOZLESI RT SPONSORED ADR 559776109 2,935 73,300SH
DEFINED 5 60,000 13,300
MATTEL INC COM 577081102 215,935 7,733,896SH
DEFINED 7 7,716,996 16,900
MAY DEPT STORES CO COM 577778103 4,712 88,000SH
SOLE 88,000
MAYTAG CORP COM 578592107 15 300SH
DEFINED 1 300
MBNA CORP COM 55262L100 17 500SH
DEFINED 1 500
MCDONALDS CORP COM 580135101 1,011 16,000SH
DEFINED 6 16,000
MCGRAW HILL COS INC COM 580645109 40,100 564,100SH
DEFINED 6 560,000 4,100
MCI WORLDCOM INC COM 55268B106 29,944 283,500SH
DEFINED 1,5,6 249,500 34,000
MDSI MOBILE DATA SOLUTIONS IN COM 55268N100 176 9,400SH
DEFINED 1 9,400
MEDIAONE GROUP INC COM 58440J104 4,015 40,000SH
SOLE 40,000
MEDTRONIC INC COM 585055106 934 17,900SH
DEFINED 1,6 17,900
MELLON BK CORP COM 585509102 686 13,840SH
DEFINED 7 13,840
MERCK & CO INC COM 589331107 19 200SH
DEFINED 1 200
MERCURY GENL CORP NEW COM 589400100 30,256 747,000SH
SOLE 747,000
MERIDIAN GOLD INC COM 589975101 1,237 123,113SH
DEFINED 2 123,113
MERRILL LYNCH & CO INC COM 590188108 296 3,000SH
DEFINED 6 3,000
METHANEX CORP COM 59151K108 3,446 820,500SH
DEFINED 2,5 820,500
MGIC INVT CORP WIS COM 552848103 31,695 451,700SH
SOLE 451,700
MICROCELL TELECOMMUNICATIONS CL B NON VTG 59501T304 328 17,300SH
SOLE 17,300
MICROSOFT CORP COM 594918104 14,386 108,100SH
DEFINED 1,6 92,800 15,300
MIDAS GROUP INC COM 595626102 3,562 117,510SH
DEFINED 2 117,510
MIRAGE RESORTS INC COM 60462E104 361 17,500SH
DEFINED 6 17,500
MITEL CORP COM 606711109 6,910 595,700SH
DEFINED 1,3 406,800 188,900
MOBIL CORP COM 607059102 666 4,500SH
DEFINED 6 4,500
MOORE LTD COM 615785102 27,021 1,819,600SH
DEFINED 2,3 1,452,900 366,700
MORGAN J P & CO INC COM 616880100 512 3,050SH
DEFINED 6 3,050
MORGAN STANLEY DEAN WITTER&CO COM NEW 617446448 186,265 1,421,200SH
DEFINED 1,6 1,418,400 2,800
MOTOROLA INC COM 620076109 2,527 19,540SH
DEFINED 6,7 19,540
NAMIBIAN MINERALS CORP COM 629913104 4 600SH
DEFINED 6 600
NCR CORP NEW COM 62886E108 286,356 5,893,850SH
SOLE 5,893,850
NEWBRIDGE NETWORKS CORP COM 650901101 15,620 411,600SH
DEFINED 2,3,5,6 411,600
NEWCOURT CR GROUP INC COM 650905102 4,620 241,900SH
DEFINED 3 241,900
NEWELL RUBBERMAID INC COM 651229106 499 11,900SH
DEFINED 5 11,900
NEWMONT MINING CORP COM 651639106 72,898 1,917,172SH
SOLE 1,917,172
NEWPORT CORP COM 651824104 15,833 648,100SH
SOLE 648,100
NEWS CORP LTD SP ADR PFD 652487802 143,297 3,653,900SH
DEFINED 7 3,649,800 4,100
NEWS CORP LTD ADR NEW 652487703 1,221 29,225SH
DEFINED 5 29,225
NIKE INC CL B 654106103 71,953 860,900SH
DEFINED 5 857,000 3,900
NIPPON TELEG & TEL CORP SPONSORED ADR 654624105 1,985 21,900SH
DEFINED 5 21,900
NOKIA CORP SPONSORED ADR 654902204 75,479 571,900SH
SOLE 571,900
NORTEL NETWORKS CORP COM 656569100 154,335 2,057,800SH
DEFINED 1,3,4,5, 348,5001,709,300
NOVELL INC COM 670006105 474 15,600SH
DEFINED 6 15,600
NUMAC ENERGY INC COM 67052A103 3,657 677,200SH
DEFINED 2 677,200
OCCIDENTAL PETE CORP DEL COM 674599105 2,348 69,100SH
DEFINED 5,7 69,100
OLD REP INTL CORP COM 680223104 572 26,950SH
DEFINED 5 26,950
OMNICOM GROUP INC COM 681919106 652 5,600SH
DEFINED 6 5,600
OPEN TEXT CORP COM 683715106 694 23,900SH
DEFINED 1 23,900
OPTEL INC COM 683817100 22 1,000SH
SOLE 1,000
OPTICAL COATING LAB INC COM 683829105 145,852 1,078,100SH
SOLE 1,078,100
ORACLE CORP COM 68389X105 7,907 118,250SH
DEFINED 6 110,250 8,000
ORION CAP CORP COM 686268103 24,976 358,760SH
SOLE 358,760
PAINE WEBBER GROUP INC COM 695629105 4,182 78,500SH
SOLE 78,500
PANAMERICAN BEVERAGES INC CL A P74823108 131 5,400SH
DEFINED 5 5,400
PARKER HANNIFIN CORP COM 701094104 691 10,500SH
DEFINED 6 10,500
PARTNERRE LTD COM G6852T105 38,718 758,200SH
SOLE 758,200
PEPSICO INC COM 713448108 778 17,500SH
DEFINED 6 17,500
PERUSAHAAN PERS INDO SATELLIT SPONSORED ADR 715680104 966 48,707SH
DEFINED 6,7 48,707
PETRO-CDA COM/VARIBL VTG 71644E102 191,738 8,617,450SH
DEFINED 1,2,3,4, 7,772,000 845,450
PETROMET RES LTD COM 716731104 14,995 2,998,900SH
SOLE 2,998,900
PFIZER INC COM 717081103 1,061 20,100SH
DEFINED 1,6 20,100
PHARMACIA & UPJOHN INC COM 716941109 685 9,400SH
DEFINED 7 9,400
PHARMACYCLICS INC COM 716933106 11,851 197,300SH
SOLE 197,300
PHELPS DODGE CORP COM 717265102 24,400 301,550SH
SOLE 301,550
PHILIP MORRIS COS INC COM 718154107 92,987 1,850,900SH
DEFINED 2 1,820,700 30,200
PHILIPPINE LONG DISTANCE TEL SPONSORED ADR 718252604 10,228 320,000SH
SOLE 320,000
PHOENIX INTL LIFE SCIENCES IN COM 718919103 1,486 178,000SH
DEFINED 2 55,200 122,800
PHOENIX INVT PARTNERS LTD COM 719085102 10,219 830,300SH
SOLE 830,300
PIER 1 IMPORTS INC COM 720279108 13,391 1,350,000SH
SOLE 1,350,000
PLACER DOME INC COM 725906101 25,552 1,164,100SH
DEFINED 2,3,5,6 320,500 843,600
PMI GROUP INC COM 69344M101 12,596 209,700SH
SOLE 209,700
PNC BK CORP COM 693475105 8,207 106,000SH
SOLE 106,000
POHANG IRON & STL LTD SPONSORED ADR 730450103 543 11,792SH
DEFINED 6,7 11,792
POTASH CORP SASK INC COM 73755L107 100,078 1,312,500SH
DEFINED 1,2,3 1,174,300 138,200
PRAXAIR INC COM 74005P104 14 200SH
DEFINED 1 200
PRECISION DRILLING CORP COM 74022D100 146 4,300SH
DEFINED 1,6 4,300
PREMDOR INC COM 74046P105 37,117 2,433,900SH
DEFINED 1,5,6 2,286,750 147,150
PRESIDENTIAL LIFE CORP COM 740884101 54,268 2,156,460SH
SOLE 2,156,460
PROCTOR & GAMBLE CO COM 742718109 1,267 9,200SH
DEFINED 1,6 9,200
PROGESSIVE CORP OHIO COM 743315103 80,655 671,900SH
SOLE 671,900
PUBLIC SVC ENTERPRISE GROUP COM 744573106 363 6,400SH
DEFINED 7 6,400
PULITZER INC COM 745769109 13,354 200,000SH
SOLE 200,000
PXRE CORP COM 693674103 6,315 295,100SH
SOLE 295,100
QLT PHOTOTHERAPEUTICS INC COM 746927102 13,955 124,600SH
DEFINED 1,2 124,600
QUANTUM CORP DLT & STORAGE 747906204 1,101 53,300SH
DEFINED 2 53,300
QUEBECOR PRINTING INC SUB VTG 747922102 59,918 1,780,610SH
DEFINED 1,2 1,695,310 85,300
RADIAN GROUP INC COM 750236101 30,624 485,345SH
SOLE 485,345
RALSTON PURINA CO COM RAL-PUR GP 751277302 1,328 32,500SH
DEFINED 5 32,500
REEBOK INTL LTD COM 758110100 86,180 5,487,300SH
SOLE 5,487,300
RENAISSANCE RE HLDGS LTD COM G7496G103 11,673 229,000SH
SOLE 229,000
REVENUE PPTYS LTD COM NEW 761389402 2 600SH
DEFINED 1 600
REYNOLDS METALS CO COM 761763101 7,541 85,000SH
SOLE 85,000
RIO ALGOM LTD COM 766889109 849 41,100SH
DEFINED 1,6 41,100
RIO TINTO PLC SPONSORED ADR 767204100 136 1,300SH
SOLE 1,300
ROFIN SINAR TECHNOLOGIES INC COM 775043102 5,522 589,450SH
SOLE 589,450
ROGERS CANTEL MOBILE COMM CL B RSTRG VTG 775102205 28,062 808,700SH
DEFINED 6 808,700
ROGERS COMMUNICATIONS INC CL B NON VTG 775109200 28,794 1,158,700SH
DEFINED 1,6 1,158,700
ROHM & HAAS CO COM 775371107 419 7,900SH
DEFINED 7 7,900
ROWAN COS INC COM 779382100 4,728 198,000SH
SOLE 198,000
ROYAL BK CDA MONTREAL QUE COM 780087102 519,753 8,534,532SH
DEFINED 1,3,4,5 7,769,532 765,000
ROYAL DUTCH PETE CO NY REG GLD1.25 780257804 677 7,800SH
DEFINED 6 7,800
ROYAL GROUP TECHNOLOGIES LTD SUB VTG SH 779915107 88,630 2,809,200SH
DEFINED 1,5 2,682,200 127,000
RTI INTL METALS INC COM 74973W107 7,420 504,900SH
SOLE 504,900
S3 INC COM 784849101 2,684 175,000SH
SOLE 175,000
SAFETY-KLEEN CORP NEW COM NEW 78648R203 11,956 674,500SH
DEFINED 5 649,425 25,075
SAFEWAY INC COM NEW 786514208 16,402 293,250SH
SOLE 293,250
SANDISK CORP COM 80004C101 90,894 948,850SH
SOLE 948,850
SANTA FE INTL CORP ORD G7805C108 25,758 812,900SH
SOLE 812,900
SARA LEE CORP COM 803111103 67,506 1,960,000SH
SOLE 1,960,000
SBC COMMUNICATIONS INC COM 78387G103 638 8,500SH
DEFINED 6 8,500
SCHERING PLOUGH CORP COM 806605101 1,173 18,300SH
DEFINED 1,5,6 18,300
SCHLUMBERGER LTD COM 806857108 853 9,320SH
DEFINED 6,7 9,320
SCHWAB CHARLES CORP NEW COM 808513105 1,485 30,000SH
SOLE 30,000
SEAGATE TECHNOLOGY COM 811804103 20,339 449,200SH
SOLE 449,200
SEAGRAM LTD COM 811850106 191,950 2,873,500SH
DEFINED 1,3,5,6 2,228,500 645,000
SEARS ROEBUCK & CO COM 812387108 420 9,100SH
DEFINED 7 9,100
SHAW COMMUNICATIONS INC CL B NON VTG 82028K200 11,029 273,000SH
DEFINED 3 273,000
SHELL TRANS & TRADING PLC NEW YORK SH NEW822703609 1,197 17,900SH
DEFINED 7 17,900
SHERWIN WILLIAMS CO COM 824348106 15 500SH
DEFINED 4 500
SK TELECOM LTD SPONSORED ADR 78440P108 2,834 187,020SH
SOLE 187,020
SLM HLDG CORP COM 78442A109 53,789 851,250SH
SOLE 851,250
SMED INTL INC COM 83169D104 512 56,840SH
DEFINED 2 56,840
SMITH INTL INC COM 832110100 12,337 207,300SH
SOLE 207,300
SMITHKLINE BEECHAM PLC ADR REP ORD 832378301 2,439 28,800SH
DEFINED 5 28,800
SOCIEDAD QUIMICA Y MINERA SPONSORED ADR 833636103 1 22SH
SOLE 22
SOLECTRON CORP COM 834182107 633 6,000SH
DEFINED 6 6,000
SONY CORP ADR NEW 835699307 1,366 6,195SH
DEFINED 5,7 6,195
SOUTHERN CO COM 842587107 1,305 34,500SH
DEFINED 2 34,500
SPDR TR UNIT SER 1 78462F103 6,043 32,000SH
DEFINED 5 32,000
SPECTRAL DIAGNOSTICS INC COM 847574100 465 251,490SH
DEFINED 2 251,490
ST PAUL COS INC COM 792860108 546 13,500SH
DEFINED 6 13,500
STERLING COMM INC COM 859205106 205 7,500SH
SOLE 7,500
STILLWATER MNG CO COM 86074Q102 43,976 1,113,525SH
SOLE 1,113,525
STMICROELECTRONICS N V COM 861012102 969 8,910SH
DEFINED 7 8,910
STUDENT LN CORP COM 863902102 6,016 100,000SH
SOLE 100,000
SUN MICROSYSTEMS INC COM 866810104 615 4,500SH
DEFINED 6 4,500
SUNCOR ENERGY INC COM 867229106 387,246 6,915,100SH
DEFINED 1,2,3,4, 6,620,500 294,600
SYBRON INTL CORP COM 87114F106 7,444 188,500SH
SOLE 188,500
TALISMAN ENERGY INC COM 87425E103 31,358 716,761SH
DEFINED 1,2,3,5, 198,181 518,580
TANDY CORP COM 875382103 1,056 13,900SH
DEFINED 6 13,900
TCF FINL CORP COM 872275102 11,333 270,000SH
SOLE 270,000
TD WATERHOUSE GROUP INC COM 872362108 30,944 1,627,600SH
DEFINED 1 1,627,500 100
TELE CENTRO SUL PART S A SPONS ADR PFD 879239101 277 3,400SH
DEFINED 6 3,400
TELE NORTE LESTE PART S A SPONS ADR PFD 879246106 6,241 274,000SH
SOLE 274,000
TELE SUDESTE CELULAR PART S A SPONS ADR PFD 879252104 392 12,400SH
DEFINED 5 12,400
TELECOM CORP NEW ZEALAND LTD SPONSORED ADR 879278208 1,051 22,350SH
DEFINED 5 22,350
TELECOMUNICACOES BRASILEIRAS SPONSORED ADR 879287308 3,703 33,630SH
DEFINED 7 27,000 6,630
TELEFONICA DE ARGENTINA S A SPNSR ADR CL B 879378206 1,646 42,463SH
DEFINED 7 28,650 13,813
TELEFONOS DE MEXICO S A SP ADR REP ORD 879403780 9,016 86,110SH
DEFINED 6 70,900 15,210
TELEGLOBE INC COM 87941V100 4,608 203,000SH
DEFINED 1,3 203,000
TELESP PARTICIPACOES S A SPONS ADR PFD 87952K100 1,849 79,900SH
SOLE 79,900
TERADYNE INC COM 880770102 394 7,600SH
DEFINED 6 7,600
TESMA INTL INC CL A SUB VTG 881908107 1,957 99,100SH
DEFINED 1 98,900 200
TEVA PHARMACEUTICAL INDS LTD ADR 881624209 621 8,406SH
DEFINED 7 8,406
TEXACO INC COM 881694103 408 4,400SH
DEFINED 6 4,400
TEXAS INSTRS INC COM 882508104 33,970 281,050SH
SOLE 281,050
TEXTRON INC COM 883203101 3,798 33,400SH
DEFINED 5 33,400
TIDEWATER INC COM 886423102 12,505 333,700SH
SOLE 333,700
TIME WARNER INC COM 887315109 536 6,000SH
DEFINED 6 6,000
TITAN CORP COM 888266103 2,535 120,000SH
SOLE 120,000
TLC THE LASER CTR INC COM 872934104 25,736 714,900SH
DEFINED 1 705,800 9,100
TORCHMARK CORP COM 891027104 11,415 300,200SH
SOLE 300,200
TORONTO DOMINION BK ONT COM NEW 891160509 617,10021,690,700SH
DEFINED 1,2,3,4,19,780,9001,909,800
TOTAL S A SPONSORED ADR 89151E109 4,046 43,400SH
DEFINED 5 33,000 10,400
TRANSCANADA PIPELINES LTD COM 893526103 349,64318,163,285SH
DEFINED 2,3,4,5 16,742,9011,420,384
TRIBUNE CO NEW COM 896047107 731 10,000SH
DEFINED 6 10,000
TRIZEC HAHN CORP SUB VTG 896938107 41,462 1,494,140SH
DEFINED 1,2,5,6 1,154,340 339,800
TV AZTECA S A DE C V SPONSORED ADR 901145102 18 2,392SH
DEFINED 6 2,392
TYCO INTL LTD NEW COM 902124106 24,276 160,000SH
DEFINED 6 151,600 8,400
UNIBANCO-UNIAO DE BANCOS BRASGDR REP PFD UT 90458E107 3,483 134,000SH
SOLE 134,000
UNION CARBIDE CORP COM 905581104 2,087 25,000SH
SOLE 25,000
UNITED DOMINION INDS LTD COM 909914103 10,453 299,500SH
DEFINED 3 235,300 64,200
UNITED HEALTHCARE CORP COM 910581107 16,749 234,100SH
SOLE 234,100
UNITED TECHNOLOGIES CORP COM 913017109 4,280 49,100SH
DEFINED 1,5 49,100
UNIVISION COMMUNICATIONS INC CL A 914906102 706 5,900SH
DEFINED 6 5,900
UNOCAL CORP COM 915289102 15,794 290,000SH
DEFINED 6 282,500 7,500
UNUMPROVIDENT CORP COM 91529Y106 1,408 32,550SH
DEFINED 2,5 32,550
USEC INC COM 90333E108 8,488 563,500SH
SOLE 563,500
USX MARATHON GROUP COM NEW 902905827 1,698 39,500SH
DEFINED 2 39,500
VALASSIS COMMUNICATIONS INC COM 918866104 610 9,450SH
DEFINED 5 9,450
VALENCE TECHNOLOGY INC COM 918914102 241 35,000SH
SOLE 35,000
VARIAN INC COM 922206107 54,126 2,075,100SH
SOLE 2,075,100
VARIAN MED SYS INC COM 92220P105 112,191 3,490,100SH
SOLE 3,490,100
VARIAN SEMICONDUCTOR EQUIPMNT COM 922207105 18,893 610,400SH
SOLE 610,400
VASTAR RES INC COM 922380100 85,179 926,500SH
SOLE 926,500
VF CORP COM 918204108 9,111 200,000SH
SOLE 200,000
VINA CONCHA Y TORO S A SPONSORED ADR 927191106 194 3,500SH
DEFINED 6 3,500
VISHAY INTERTECHNOLOGY INC COM 928298108 37,387 1,071,243SH
SOLE 1,071,243
VITRAN INC COM 92850E107 2,790 398,600SH
SOLE 398,600
WAL MART STORES INC COM 931142103 1,349 19,300SH
DEFINED 1,6 19,300
WALLACE COMPUTER SERVICES INC COM 932270101 443 14,900SH
DEFINED 5 14,900
WARNACO GROUP INC CL A 934390105 20,033 747,000SH
DEFINED 5 728,800 18,200
WARNER LAMBERT CO COM 934488107 1,239 12,700SH
DEFINED 1,5,6 12,700
WASHINGTON MUT INC COM 939322103 21,926 510,100SH
DEFINED 2 497,500 12,600
WASTE MGMT INC DEL COM 94106L109 675 23,845SH
DEFINED 2 23,845
WELLPOINT HEALTH NETWORK NEW COM 94973H108 544 6,500SH
DEFINED 6 6,500
WELLS FARGO & CO NEW COM 949746101 466 8,000SH
DEFINED 6 8,000
WESCAST INDS INC CL A SUB VTG 950813105 3,284 78,200SH
DEFINED 5 37,700 40,500
WESCO FINL CORP COM 950817106 16,766 42,100SH
SOLE 42,100
WESTCOAST ENERGY INC COM 95751D102 108,960 3,969,410SH
DEFINED 1,3,4,6 3,766,310 203,100
WESTERN GAS RES INC COM 958259103 7,448 271,200SH
SOLE 271,200
WHITMAN CORP COM 96647K102 616 29,400SH
DEFINED 2 29,400
WISCONSIN CENT TRANSN CORP COM 976592105 640 31,800SH
DEFINED 2 31,800
XEROX CORP COM 984121103 3,642 59,100SH
DEFINED 5 59,100
XILINX INC COM 983919101 481 5,000SH
DEFINED 6 5,000
XL CAPITAL LTD CL A G32429105 2,314 35,000SH
SOLE 35,000
GRAND TOTAL 12,976,276
The Fair Market Values are reported to the nearest thousand dollars
as at September 30, 1999
The Fair Market Values are reported in Canadian terms, using an exchange
rate of $1.00 U.S. being equivalent to $1.47 Canadian as at September 30, 1999.
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