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 31, 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: 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 13, 2000
[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: ______8_________
Form 13F Information Table Entry Total: _____573________
Form 13F Information Table Value Total: $_18,548,941__
(thousands)
List of Other Included Managers:
1. AGF Funds Inc.
2. Beutel, Goodman & Company Ltd
3. CWC Capital L.P.
4. Yield Management Group
5. MAXXUM Fund Management Ltd.
6. Sceptre Investment Counsel Limited
7. Scudder Kemper Investments, Inc.
8. 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
SH/PUT/INVESTMEN OTHER VOTING AUTHORITY
(x$1000) PRN AMT
PRNCALLDISCRETIOMANAGERS SOLE SHARED NONE
------------------------------------------------------ -------- ----------------
- -------------------------------------------
360NETWORKS INC SUB VTG SHS 88575T20 36,241 1,225,000SH
DEFINED 1 1,124,500 100,500
360NETWORKS INC SUB VTG SHS 88575T20 4,360 147,300SH
DEFINED 4,6 100,500 46,800
3COM CORP COM 88553510 275 9,500SH
DEFINED 8 9,500
4FRONT TECHNOLOGIES INC COM 35104210 11,949 435,800SH
SOLE 435,800
724 SOLUTIONS INC COM 81788Q10 3,996 55,800SH
DEFINED 4 55,600 200
ABBOTT LABS COM 00282410 3,800 53,000SH
DEFINED 6,7,8 53,000
ABER DIAMOND CORP COM 00289310 55 4,600SH
DEFINED 1 4,600
ABITIBI-CONSOLIDATED INC COM 00392410 55,898 3,978,521SH
DEFINED 1,2,4,6 2,607,9631,370,558
ADAPTEC INC COM 00651F10 5,427 180,000SH
SOLE 180,000
ADVANCED LTG TECHNOLOGIES COM 00753C10 1,166 62,500SH
SOLE 62,500
AETNA INC COM 00811710 814 9,300SH
DEFINED 8 9,300
AFLAC INC COM 00105510 222,884 2,307,900SH
SOLE 2,307,900
AGILENT TECHNOLOGIES INC COM 00846U10 723 9,800SH
DEFINED 6 9,800
AGRIUM INC COM 00891610 3,575 230,622SH
DEFINED 1,2,4 230,622
AIR CDA INC CL A NON VTG 00891130 35,648 2,752,729SH
SOLE 2,752,729
AKZO NOBEL NV SPONSORED ADR 01019930 1,762 27,750SH
DEFINED 6 27,750
ALBERTA ENERGY LTD COM 01287310 32,331 517,704SH
DEFINED 1,4,5,6,7 517,704
ALBERTSONS INC COM 01310410 1,326 41,900SH
DEFINED 8 41,900
ALCAN ALUMINIUM LTD NEW COM 01371610 98,013 2,242,850SH
DEFINED 1,2,4,5, 1,630,750 612,100
ALCATEL SPONSORED ADR 01390430 108,819 1,148,075SH
DEFINED 1,6 1,000,300 147,775
ALCOA INC COM 01381710 107,435 2,815,492SH
SOLE 2,815,492
ALLEGHANY CORP DEL COM 01717510 79,564 269,281SH
SOLE 269,281
ALLERGAN INC COM 01849010 687 5,400SH
DEFINED 7 5,400
ALLIANCE ATLANTIS COMMUNICATNS CL B NON-VTG 01853E20 6,261 241,750SH
DEFINED 1,6,7 241,750
ALLIANCE FST PRODS INC COM 01859J10 3,999 212,148SH
SOLE 212,148
ALLSTATE CORP COM 02000210 223,655 4,269,400SH
SOLE 4,269,400
ALLTEL CORP COM 02003910 26,749 340,000SH
SOLE 340,000
ALZA CORP DEL COM 02261510 9,936 76,200SH
DEFINED 1,7 76,200
AMERICA ONLINE INC DEL COM 02364J10 4,716 58,200SH
DEFINED 6,7 45,000 13,200
AMERICAN EXPRESS CO COM 02581610 11,713 127,900SH
DEFINED 1,7 127,900
AMERICAN HOME PRODS CORP COM 02660910 22,400 262,700SH
DEFINED 1,6,7 228,700 34,000
AMERICAN INTL GROUP INC COM 02687410 2,762 19,150SH
DEFINED 6,7,8 19,150
AMERICAN PWR CONVERSION CORP COM 02906610 509 17,600SH
DEFINED 2 17,600
AMERITRADE HLDG CORP CL A 03072H10 1,338 50,000SH
SOLE 50,000
AMGEN INC COM 03116210 16,664 158,300SH
DEFINED 7 155,000 3,300
AMR CORP COM 00176510 27,511 558,300SH
SOLE 558,300
AMSOUTH BANCORPORATION COM 03216510 188 10,000SH
DEFINED 3 10,000
ANALOG DEVICES INC COM 03265410 311 2,500SH
DEFINED 7 2,500
ANGLOGOLD LTD SPONSORED ADR 03512820 2,119 76,490SH
DEFINED 8 76,490
ANHEUSER BUSCH COS INC COM 03522910 3,126 49,000SH
DEFINED 6 49,000
AON CORP COM 03738910 775 13,100SH
DEFINED 7 13,100
APPLIED MATLS INC COM 03822210 17,172 192,050SH
DEFINED 1,7 120,000 72,050
ARACRUZ CELULOSE S A SPON ADR CL B 03849620 252 10,100SH
DEFINED 7 10,100
ARIBA INC COM 04033V10 3,996 18,500SH
SOLE 18,500
ASM LITHOGRAPHY HLDG N V N Y SHS N0705911 2,207 45,300SH
DEFINED 1 45,300
ASTRAZENECA PLC SPONSORED ADR 04635310 1,326 16,735SH
DEFINED 6 16,735
AT & T CDA INC DEPS RCPT CL B00207Q20 26,573 578,300SH
DEFINED 2 559,100 19,200
AT PLASTICS INC COM 00194710 6,261 2,455,142SH
SOLE 2,455,142
AT&T CORP COM 00195710 1,120 25,298SH
DEFINED 6,8 25,298
AT&T CORP COM LIB GRP A 00195720 67,677 2,494,100SH
DEFINED 7 2,472,500 21,600
ATI TECHNOLOGIES INC COM 00194110 8,159 666,050SH
DEFINED 1,4 666,050
ATWOOD OCEANICS INC COM 05009510 5,109 81,300SH
SOLE 81,300
AUTODESK INC COM 05276910 81,199 2,122,700SH
SOLE 2,122,700
AVICI SYS INC COM 05367L10 1,577 11,000SH
SOLE 11,000
AVX CORP NEW COM 00244410 16,085 409,400SH
SOLE 409,400
AXA FINL INC COM 00245110 30,992 403,600SH
SOLE 403,600
BAE SYS CDA INC COM 05523110 608 27,000SH
DEFINED 7 27,000
BAKER HUGES INC COM 05722410 27,188 485,800SH
DEFINED 2 475,000 10,800
BALLARD PWR SYS INC COM 05858H10 95,226 576,950SH
SOLE 1,4 492,600 84,350
BANCO LATINOAMERICANO DE EXPO CL E P1699413 1,443 34,500SH
DEFINED 7 34,500
BANK MONTREAL QUE COM 06367110 611,448 8,952,385SH
DEFINED 1,2,4,5, 7,930,7351,021,650
BANK OF AMERICA CORPORATION COM 06050510 103,252 1,307,726SH
DEFINED 2,6,8 1,273,200 34,526
BANK ONE CORP COM 06423A10 76,278 1,310,000SH
SOLE 1,310,000
BANK UTD CORP CL A 06541210 764 10,000SH
DEFINED 3 10,000
BARRICK GOLD CORP COM 06790110 105,501 4,607,015SH
DEFINED 1,2,4,5, 3,462,5001,144,515
BAXTER INTL INC COM 07181310 1,997 16,600SH
DEFINED 2,6,7 16,600
BAY VIEW CAP CORP DEL COM 07262L10 797 49,201SH
DEFINED 3 49,201
BCE INC COM 05534B10 257,829 7,356,034SH
DEFINED 1,4,5,6, 6,075,2841,280,750
BEA SYS INC COM 07332510 116,716 994,200SH
SOLE 994,200
BEAR STEARNS COS IND COM 07390210 380 4,000SH
DEFINED 3 4,000
BECTON DICKINSON & CO COM 07588710 717 18,000SH
DEFINED 7 18,000
BELL CDA INTL INC COM 07791410 13,205 408,200SH
SOLE 408,200
BERKSHIRE HATHAWAY INC DEL CL A 08467010 124,072 1,278SH
SOLE 1,278
BESTFOODS COM 08658U10 1,700 15,500SH
DEFINED 6 15,500
BIOCHEM PHARMA INC COM 09058T10 44,665 1,347,350SH
DEFINED 1,4,7 1,194,500 152,850
BIOGEN INC COM 09059710 920 10,000SH
SOLE 10,000
BIOVAIL CORP COM 09067J10 80,702 654,250SH
DEFINED 1,4,7 365,900 288,350
BLACK & DECKER CORP COM 09179710 773 15,000SH
SOLE 15,000
BLOCK H & R INC COM 09367110 1,397 25,000SH
DEFINED 3 25,000
BOEING CO COM 09702310 978 10,300SH
DEFINED 7 10,300
BOISE CASCADE CORP COM 09738310 681 17,000SH
SOLE 17,000
BOK FINL CORP COM NEW 05561Q20 722 25,900SH
DEFINED 3 25,900
BRASCAN CORP CL A LTD VT SH10549P60 5,004 257,250SH
DEFINED 4,5 257,250
BRASIL TELECOM PARTICIPACOES SPON ADR PFD 10553010 966 11,000SH
DEFINED 7 11,000
BRISTOL MYERS SQUIBB CO COM 11012210 18,541 215,300SH
DEFINED 1,6 174,000 41,300
BROADVISION INC COM 11141210 1,850 48,000SH
SOLE 48,000
BROADWING INC COM 11162010 1,432 37,150SH
DEFINED 1,7 37,150
BROOKFIELD PPTYS CORP COM 11290010 106,941 4,409,923SH
DEFINED 1,2,7 3,655,850 754,073
BURLINGTON RES INC COM 12201410 839 15,110SH
DEFINED 2 15,110
CALL-NET ENTERPRISES INC CL B NON-VTG 13091020 6,171 2,805,034SH
SOLE 2,805,034
CAMBIOR INC COM 13201L10 117 192,270SH
DEFINED 2 192,270
CAMECO CORP COM 13321L10 9,646 494,650SH
DEFINED 1,2 379,300 115,350
CANADIAN 88 ENERGY CORP COM NEW 13566G50 2,864 765,800SH
SOLE 765,800
CANADIAN NAT RES LTD COM 13638510 118,813 2,357,405SH
DEFINED 1,4,7 2,055,705 301,700
CANADIAN NATL RY CO COM 13637510 184,221 4,167,900SH
DEFINED 1,4,5,6 3,719,200 448,700
CANADIAN OCCIDENTAL PETE LTD COM 13642010 38,373 1,020,550SH
DEFINED 1,4,5,6, 602,200 418,350
CANADIAN PAC LTD NEW COM 13592310 216,716 5,542,600SH
DEFINED 4,5,6,7 4,850,600 692,000
CANON INC ADR 13800630 1,881 28,200SH
DEFINED 6 28,200
CAPITAL ONE FINL CORP COM 14040H10 82,182 778,100SH
DEFINED 7 767,900 10,200
CAPROCK COMMUNICATIONS CORP COM 14066710 194 25,300SH
DEFINED 1 25,300
CARDINAL HEALTH INC COM 14149Y10 651 4,900SH
DEFINED 2 4,900
CARNIVAL CORP COM 14365810 2,383 64,200SH
DEFINED 1 64,200
CATERPILLAR INC DEL COM 14912310 219 4,300SH
DEFINED 6 4,300
CDN IMPERIAL BK OF COMMERCE COM 13606910 638,914 12,907,352SH
DEFINED 1,2,4,5,11,894,7521,012,600
CEDARA SOFTWARE CORP COM 15064410 3,576 812,750SH
DEFINED 1 711,000 101,750
CELESTICA INC SUB VTG SHS 15101Q10 29,473 284,350SH
DEFINED 1,4,6,7 284,350
CEMEX S A WT EXP 121302 15129087 3 972SH
DEFINED 7 972
CEMEX S A SPON ADR 5 ORD15129088 2,389 79,000SH
SOLE 79,000
CENDANT CORP COM 15131310 16,394 1,000,000SH
SOLE 1,000,000
CERTICOM CORP COM 15691510 3,856 64,700SH
DEFINED 1 64,700
CHASE MANHATTAN CORP NEW COM 16161A10 32,589 468,050SH
DEFINED 1,2,6,7 394,850 73,200
CHC HELICOPTER CORP CL A SUB VTG 12541C20 13,575 1,262,800SH
DEFINED 1 1,258,300 4,500
CHECK POINT SOFTWARE TECH LTD ORD M2246510 1,306 5,500SH
DEFINED 7 5,500
CHECKFREE HLDGS CORP COM 16281610 2,305 36,500SH
SOLE 36,500
CHINA MOBILE HONG KONG LTD SPONSORED ADR 16941M10 2,809 57,440SH
DEFINED 6,7 57,440
CHINADOTCOM CORP CL A G2108N10 301 15,000SH
SOLE 15,000
CIENA CORP COM 17177910 54,616 295,000SH
SOLE 295,000
CIGNA CORP COM 12550910 582 3,700SH
DEFINED 7 3,700
CINRAM INTL INC COM 17252T10 2,798 486,600SH
SOLE 486,600
CISCO SYS INC COM 17275R10 73,786 885,900SH
DEFINED 1,6,7 581,700 304,200
CITIGROUP INC COM 17296710 72,227 886,229SH
DEFINED 1,2,6,7 741,664 144,565
CLEAR CHANNEL COMMUNICATIONS COM 18450210 285 3,350SH
DEFINED 7 3,350
CLOROX CO DEL COM 18905410 447 7,500SH
DEFINED 7 7,500
C-MAC INDS INC COM 12592010 111,106 1,291,936SH
DEFINED 1,4,6,7 1,041,136 250,800
CMGI INC COM 12575010 1,727 41,000SH
SOLE 41,000
CMS ENERGY CORP COM 12589610 28,856 710,600SH
SOLE 710,600
COGNICASE INC COM 19242310 3,098 161,800SH
DEFINED 6,7 55,100 106,700
COGNOS INC COM 19244C10 53,879 877,500SH
DEFINED 1,7 716,000 161,500
COLGATE PALMOLIVE CO COM 19416210 1,138 16,000SH
DEFINED 2,7 16,000
COLLATERAL THERAPEUTICS COM 19392110 8,685 199,100SH
SOLE 199,100
COLONIAL BANCGROUP INC COM 19549330 626 40,000SH
DEFINED 3 40,000
COLUMBIA BKG SYS INC COM 19723610 1,441 69,500SH
DEFINED 3 69,500
COMINCO LTD COM 20043510 9,684 468,971SH
DEFINED 1,5,6,7 323,110 145,861
COMMERCE ONE INC DEL COM 20069310 2,663 22,500SH
SOLE 22,500
COMPANHIA BRASILEIRA DE DISTRB ADR 20440T20 6,835 121,920SH
SOLE 121,920
COMPANHIA VALE DO RIO DOCE SPON ADR PFD 20441210 1,691 44,995SH
DEFINED 7,8 44,995
COMPANIA DE MINAS BUENAVENTURA SPON ADR SER B20444810 204 9,600SH
DEFINED 6 9,600
COMPANIA DE TELECOMUNICS CHILE SPON ADR NEW 20444930 2,965 113,180SH
DEFINED 8 60,680 52,500
COMPAQ COMPUTER CORP COM 20449310 1,497 36,000SH
DEFINED 8 36,000
COMPASS BANCSHARES INC COM 20449H10 735 25,000SH
DEFINED 3 25,000
COMPUTER ASSOC INTL INC COM 20491210 334 8,800SH
DEFINED 2 8,800
COMVERSE TECHNOLOGY INC COM PAR $0.10 20586240 7,701 47,300SH
DEFINED 6,7 21,000 26,300
CONCURRENT COMPUTER CORP NEW COM 20671020 1,999 69,800SH
SOLE 69,800
CONEXANT SYSTEMS INC COM 20714210 164,603 2,607,500SH
SOLE 2,607,500
CONOCO INC CL B 20825140 2,303 56,700SH
DEFINED 6 56,700
CONVERGYS CORP COM 21248510 662 11,300SH
DEFINED 2 11,300
COOPER CAMERON CORP COM 21664010 9,475 85,300SH
SOLE 85,300
CORILLIAN CORP COM 21872510 1,075 74,100SH
SOLE 74,100
CORNING INC COM 21935010 5,373 12,000SH
DEFINED 1,6 12,000
CORVIS CORP COM 22100910 552 6,000SH
SOLE 6,000
COSINE COMMUNICATIONS INC COM 22122210 5,444 65,000SH
SOLE 65,000
COTT CORP QUE COM 22163N10 225 24,900SH
DEFINED 7 24,900
COUNTRYWIDE CR INDS INC DEL COM 22237210 854 15,000SH
DEFINED 3 15,000
CREO PRODS INC COM 22560610 73,156 1,427,300SH
DEFINED 2,6 1,332,200 95,100
CROSS TIMBERS OIL CO COM 22757310 351 12,150SH
DEFINED 1 12,150
CROWN CORK & SEAL INC COM 22825510 540 33,500SH
DEFINED 8 33,500
CRYPTOLOGIC INC COM 22890610 455 22,700SH
DEFINED 7 22,700
CVS CORP COM 12665010 25,252 361,700SH
DEFINED 2 349,800 11,900
DAIMLERCHRYSLER AG ORD D1668R12 8,517 127,274SH
SOLE 127,274
DE BEERS CONS MINES LTD ADR DEFD 24025330 1,978 47,400SH
DEFINED 6 40,000 7,400
DECOMA INTERNATIONAL INC CL A SUB VTG 24359C10 57 4,900SH
DEFINED 7 4,900
DELANO TECHNOLOGY CORP COM 24570110 2,175 91,600SH
DEFINED 1 91,600
DELL COMPUTER CORP COM 24702510 10,089 217,200SH
DEFINED 1,2,7 217,200
DELPHI AUTOMOTIVE SYS CORP COM 24712610 35,893 1,574,200SH
SOLE 1,574,200
DELUXE CORP COM 24801910 1,072 35,000SH
SOLE 35,000
DENBURY RES INC COM NEW 24791620 531 49,650SH
DEFINED 1 49,650
DESCARTES SYS GROUP INC COM 24990610 22,447 300,300SH
DEFINED 1,4 76,200 224,100
DEVON ENERGY CORP NEW COM 25179M10 7,846 86,526SH
SOLE 86,526
DIA MET MINERALS LTD CL A SUB VTG 25243K20 7,910 457,200SH
SOLE 457,200
DIAGEO P L C SPON ADR NEW 25243Q20 2,442 45,865SH
DEFINED 6 25,000 20,865
DIAMONDS TR UNIT SER 1 25278710 1,029 6,400SH
DEFINED 6 6,400
DISNEY WALT CO COM DISNEY 25468710 5,985 103,800SH
DEFINED 1,7 103,800
DOMINION RES INC VA NEW COM 25746U10 1,050 12,000SH
DEFINED 6 12,000
DOMTAR INC COM 25756110 25,331 1,963,670SH
DEFINED 4,7 1,828,770 134,900
DONALDSON LUFKIN & JENRETTE NW COM DLJ 25766110 1,348 10,000SH
DEFINED 3 10,000
DOREL INDS INC CL B SUB VTG 25822C20 6,944 235,400WT
DEFINED 7 232,600 2,800
DOUBLECLICK INC COM 25860930 11,529 239,000SH
SOLE 239,000
DOW CHEM CO COM 26054310 5,865 156,000SH
SOLE 156,000
DU PONT E I DE NEMOURS & CO COM 26353410 281 4,500SH
DEFINED 2 4,500
DUKE ENERGY CORP COM 26439910 2,068 16,000SH
DEFINED 2,6 16,000
DUSA PHARMACEUTICALS INC COM 26689810 26,597 572,600SH
SOLE 572,600
DYAX CORP COM 26746E10 77,924 1,181,500SH
SOLE 1,181,500
E M C CORP MASS COM 26864810 156,484 1,047,200SH
DEFINED 1,6 964,000 83,200
ECOLAB INC COM 27886510 18,217 335,100SH
SOLE 335,100
EDWARDS LIFESCIENCES CORP COM 28176E10 14 440SH
DEFINED 6 440
EL PASO ENERGY CORP DEL COM 28390510 6,503 70,000SH
SOLE 70,000
ELAN PLC ADR 28413120 3,095 37,500SH
DEFINED 8 37,500
EMBOTELLADORA ANDINA S A SPON ADR B 29081P30 882 57,100SH
DEFINED 7 57,100
EMBRAER-EMPRESA BRASILEIRA DE SP ADR PFD SHS29081M10 935 20,000SH
SOLE 20,000
EMBRATEL PARTICIPACOES S A SPON ADR PFD 29081N10 2,454 88,000SH
SOLE 88,000
EMCORE CORP COM 29084610 135,675 2,164,600SH
SOLE 2,164,600
ENBRIDGE INC COM 29250N10 275,546 7,963,750SH
DEFINED 1,2,4,5 7,392,950 570,800
ENCAL ENERGY LTD COM 29250D10 16,969 1,824,650SH
DEFINED 1,7 1,671,800 152,850
ENERGIZER HLDGS INC COM 29266R10 367 9,933SH
DEFINED 6 9,933
ENRON CORP COM 29356110 2,298 17,400SH
DEFINED 6 10,000 7,400
ENTRUST TECHNOLOGIES INC COM 29384810 20,248 486,200SH
SOLE 486,200
EOG RES INC COM 26875P10 50,148 855,700SH
SOLE 855,700
EQUIFAX INC COM 29442910 14,213 350,000SH
SOLE 350,000
ERICSSON L M TEL CO ADR CL B SEK1029482140 1,248 55,900SH
DEFINED 6 55,900
ETHAN ALLEN INTERIORS INC COM 29760210 6,402 150,000SH
SOLE 150,000
ETHYL CORP COM 29765910 3,211 1,481,800SH
SOLE 1,481,800
EXFO ELECTRO OPTICAL ENGR INC SUB VTG SHS 30204310 328 5,000SH
SOLE 5,000
EXODUS COMMUNICATIONS INC COM 30208810 21,131 283,900SH
SOLE 283,900
EXTENDICARE INC CDA SUB VTG SH 30224T87 1,551 517,000SH
DEFINED 2 517,000
EXXON MOBIL CORP COM 30231G10 22,940 170,740SH
DEFINED 6,7 146,500 24,240
FAHNESTOCK VINER HLDGS INC CL A 30292110 891 27,000SH
DEFINED 6 27,000
FARMER BROS CO COM 30767510 20,077 73,991SH
SOLE 73,991
FEDERAL HOME LN MTG CORP COM 31340030 156,153 1,916,000SH
SOLE 1,916,000
FEDERAL NATL MTG ASSN COM 31358610 3,331 30,900SH
DEFINED 2,6 30,900
FEDERATED DEPT STORES INC DEL COM 31410H10 9,755 247,700SH
DEFINED 2 239,500 8,200
FIRST DATA CORP COM 31996310 1,590 27,000SH
DEFINED 2 15,000 12,000
FIRST SEC CORP DEL COM 33629410 984 40,000SH
DEFINED 3 40,000
FIRST UN CORP COM 33735810 14,072 290,000SH
DEFINED 3 265,000 25,000
FIRSTSERVICE CORP SUB VTG SH 33761N10 1,546 79,300SH
DEFINED 1 79,300
FLEETBOSTON FINL CORP COM 33903010 735 12,500SH
DEFINED 7 12,500
FORD MTR CO DEL COM PAR $0.01 34537086 9,923 260,042SH
DEFINED 6 252,000 8,042
FOREST LABS INC COM 34583810 294 1,700SH
DEFINED 7 1,700
FOUR SEASONS HOTEL INC LTD VTG SH 35100E10 268 2,400SH
DEFINED 7 2,400
FRANKLIN RES INC COM 35461310 131,974 1,970,400SH
SOLE 1,970,400
FREEPORT-MCMORAN COPPER & GOLD CL A 35671D10 17,724 1,425,150SH
SOLE 1,425,150
FREEPORT-MCMORAN COPPER & GOLD CL B 35671D85 357 26,900SH
DEFINED 6 26,900
FRONTIER FINL CORP WASH COM 35907K10 879 31,000SH
DEFINED 3 31,000
FUJI PHOTO FILM LTD ADR 35958630 939 18,600SH
DEFINED 8 18,600
FURNITURE BRANDS INTL INC COM 36092110 6,266 250,000SH
SOLE 250,000
GAINSCO INC COM 36312710 9,805 1,553,200SH
DEFINED 3 1,483,200 70,000
GALILEO INTERNATIONAL INC COM 36354710 77,644 3,322,900SH
DEFINED 8 3,275,000 47,900
GANNETT INC COM 36473010 17,178 215,000SH
SOLE 215,000
GAP INC DEL COM 36476010 2,618 86,300SH
DEFINED 1 86,300
GENENTECH INC COM NEW 36871040 31,351 112,000SH
SOLE 112,000
GENERAL DYNAMICS CORP COM 36955010 4,914 51,900SH
DEFINED 1 51,900
GENERAL ELEC CO COM 36960410 36,629 421,200SH
DEFINED 1,6,7 215,000 206,200
GENERAL MTRS CORP COM 37044210 2,125 21,691SH
DEFINED 6 21,691
GENERAL MTRS CORP CL H NEW 37044283 1,538 27,445SH
DEFINED 6,7 27,445
GENESIS MICROCHIP INC COM 37193310 1,772 64,400SH
DEFINED 1 64,400
GENZYME CORP COM GENL DIV 37291710 391 3,800SH
DEFINED 7 3,800
GEORGIA PAC CORP COM GA PAC GRP37329810 10,132 286,000SH
SOLE 286,000
GILAT SATELLITE NETWORKS LTD ORD M5147410 539 4,650SH
DEFINED 6 4,650
GILDAN ACTIVEWEAR INC SUB VTG SHS A 37591610 9,305 184,950SH
DEFINED 7 182,350 2,600
GILLETTE CO COM 37576610 89,439 1,921,600SH
DEFINED 6 1,902,300 19,300
GLOBAL INDS LTD COM 37933610 400 21,200SH
DEFINED 1 21,200
GLOBAL LT TELECOMMUNICATIONS COM 37934X10 660 85,050SH
DEFINED 1 85,050
GOLD FIELDS LTD NEW SPONSORED ADR 38059T10 2,222 481,300SH
SOLE 481,300
GOLDCORP INC NEW CL A SUB VTG 38095610 8,663 849,300SH
DEFINED 2 285,400 563,900
GOLDEN ST BANCORP INC COM 38119710 357 10,000SH
DEFINED 3 10,000
GOLDEN WEST FINL CORP DEL COM 38131710 946 11,700SH
DEFINED 8 11,700
GOLDMAN SACHS GROUP INC COM 38141G10 11,130 64,800SH
DEFINED 1,6 64,800
GREENPOINT FINL CORP COM 39538410 184,011 4,120,300SH
SOLE 4,120,300
GRUPO IUSACELL S A DE C V NEW SPON ADR 40050B10 2,632 147,000SH
SOLE 147,000
GRUPO TELEVISA SA DE CV SP ADR REP ORD40049J20 4,855 55,825SH
DEFINED 6 47,200 8,625
GSI LUMONICS INC COM 36229U10 7,128 288,000SH
DEFINED 1,2,7 180,200 107,800
GST TELECOMMUNICATIONS INC COM 36194210 3 63,100SH
DEFINED 1 63,100
GT GROUP TELECOM INC CL B NON VTG 36235940 13,260 667,000SH
SOLE 667,000
GTR GROUP INC COM 36236810 307 196,650SH
DEFINED 1 196,650
GUIDANT CORP COM 40169810 5,999 56,300SH
DEFINED 1,2,7 56,300
GULF CDA RES LTD ORD 40218L30 3,674 462,150SH
DEFINED 1,4 462,150
H POWER CORP COM 40427A10 2,218 44,000SH
SOLE 44,000
HALLIBURTON CO COM 40621610 738 10,000SH
DEFINED 7 10,000
HANCOCK JOHN FINL SVCS INC COM 41014S10 1,061 26,200SH
DEFINED 6 26,200
HARTFORD FINL SVCS GROUP INC COM 41651510 1,715 15,600SH
DEFINED 2,7 15,600
HCA-HEALTHCARE CO COM 40411910 1,892 33,800SH
DEFINED 8 33,800
HEINZ H J CO COM 42307410 838 15,000SH
DEFINED 7 15,000
HEWLETT PACKARD CO COM 42823610 3,846 26,300SH
DEFINED 6 15,000 11,300
HILB ROGAL & HAMILTON CO COM 43129410 74,923 1,192,200SH
SOLE 1,192,200
HITACHI LIMITED ADR 10 COM 43357850 1,033 6,000SH
DEFINED 8 6,000
HOME DEPOT INC COM 43707610 15,094 188,700SH
DEFINED 1,7 95,800 92,900
HONDA MOTOR LTD AMERN SHS 43812830 1,564 14,175SH
DEFINED 6 14,175
HONEYWELL INTL INC COM 43851610 30,161 561,600SH
DEFINED 1,2 455,000 106,600
HOUSEHOLD INTL INC COM 44181510 2,493 29,200SH
DEFINED 2,3,7 29,200
HSBC HLDGS PLC SPON ADR NEW 40428040 1,803 16,750SH
DEFINED 6 16,750
HUMAN GENOME SCIENCES INC COM 44490310 12,919 49,500SH
SOLE 49,500
HUMMINGBIRD INC COM 44544R10 2,184 48,800SH
DEFINED 6 48,800
HYPERION SOLUTIONS CORP COM 44914M10 4,369 112,000SH
SOLE 112,000
I2 TECHNOLOGIES INC COM 46575410 25,041 88,800SH
SOLE 88,800
ICON PUB LTD CO SPONORED ADR 45103T10 2,279 84,000SH
SOLE 84,000
ID BIOMEDICAL CORP COM 44936D10 2,264 228,688SH
DEFINED 1,2 228,688
IMPERIAL BANCORP COM 45255610 1,182 41,000SH
DEFINED 3 41,000
IMPERIAL OIL LTD COM NEW 45303840 133,596 3,425,550SH
DEFINED 4 3,290,450 135,100
INCO LTD COM 45325840 110,787 4,577,976SH
DEFINED 1,4 4,351,589 226,387
INCO LTD CL VBN SH 45325870 7,736 736,750SH
SOLE 736,750
INFINITY BROADCASTING CP NEW CL A 45662S10 373 7,500SH
DEFINED 7 7,500
INFOSPACE INC COM 45678T10 6,544 143,500SH
SOLE 143,500
INFOSYS TECHNOLOGIES LTD SPONSORED ADR 45678810 318 1,600SH
DEFINED 7 1,600
INKTOMI CORP COM 45727710 1,005 5,850SH
DEFINED 1 5,850
INRANGE TECHNOLOGIES CORP CL B 45769V20 40 500SH
SOLE 500
INTEL CORP COM 45814010 13,912 221,700SH
DEFINED 1,2,7 221,700
INTERMUNE PHARMACEUTICALS INC COM 45885B10 8,350 102,100SH
SOLE 102,100
INTERNATIONAL BUSINESS MACHS COM 45920010 11,821 69,700SH
DEFINED 1,2,6,7 69,700
INTERNATIONAL GAME TECHNOLOGY COM 45990210 13,686 270,000SH
SOLE 270,000
INTERNATIONAL MENU SOLUTIONS COR COM 45985T10 152 124,250SH
DEFINED 1 124,250
INTERNATIONAL RECTIFIER CORP COM 46025410 389,934 5,115,700SH
SOLE 5,115,700
INTERPUBLIC GROUP COS INC COM 46069010 27,215 530,000SH
SOLE 530,000
INTERTAPE POLYMER GROUP INC COM 46091910 40,501 2,025,050SH
DEFINED 1,6 1,762,850 262,200
INTIMATE BRANDS INC CL A 46115610 61,544 2,184,624SH
SOLE 2,184,624
INTL PAPER CO COM 46014610 12,325 285,000SH
DEFINED 2,6 263,700 21,300
INTRAWEST CORPORATION COM NEW 46091520 63,931 2,557,250SH
DEFINED 1,7 2,505,500 51,750
IONA TECHNOLOGIES PLC SPONSORED ADR 46206P10 74,136 707,600SH
SOLE 707,600
IPC HLDGS LTD ORD G4933P10 36,202 1,298,100SH
SOLE 1,298,100
IPSCO INC COM 46262210 57,622 3,766,150SH
DEFINED 2 3,720,850 45,300
ISIS PHARMACEUTICALS INC COM 46433010 8,789 506,950SH
SOLE 506,950
ITT INDS INC IND COM 45091110 2,450 50,100SH
DEFINED 6 50,100
IVI CHECKMATE CORP COM 45092810 70 19,050SH
DEFINED 1 19,050
JDS UNIPHASE CORP COM 46612J10 29,911 209,548SH
DEFINED 7 207,898 1,650
JEFFERSON PILOT CORP COM 47507010 573 5,600SH
DEFINED 7 5,600
JEFFERSON SVGS BANCORP INC COM 47490010 411 20,000SH
DEFINED 3 20,000
JETFORM CORP COM 47715510 113 18,600SH
SOLE 18,600
JOHN NUVEEN CO CL A 47803510 9,876 135,425SH
SOLE 135,425
JOHNSON & JOHNSON COM 47816010 92,075 650,200SH
DEFINED 1,2 600,000 50,200
JUNIPER NETWORKS INC COM 48203R10 413 1,250SH
DEFINED 7 1,250
KEITHLEY INSTRS INC COM 48758410 246,443 2,335,400SH
SOLE 2,335,400
KEY ENERGY SVCS INC COM 49291410 2,219 150,000SH
SOLE 150,000
KEYCORP NEW COM 49326710 1,336 35,000SH
DEFINED 3 35,000
KINDER MORGAN INC KANS COM 49455P10 16,169 262,000WT
SOLE 262,000
KINROSS GOLD CORP COM 49690210 130 151,200SH
DEFINED 1 151,200
KOHLS CORP COM 50025510 791 9,100SH
DEFINED 7 9,100
KONINKLIJKE PHILIPS ELECTRS NV SP ADR NEW200050047230 13,672 213,400SH
SOLE 213,400
KOREA ELECTRIC PWR SPONSORED ADR 50063110 1,071 54,400SH
DEFINED 8 54,400
KOREA TELECOM SPONSORED ADR 50063P10 2,454 48,420SH
DEFINED 1,6,8 48,420
LAFARGE CORP COM 50586210 44,874 1,368,600SH
SOLE 1,368,600
LASERSIGHT INC COM 51792410 404 86,700SH
SOLE 86,700
LAUDER ESTEE COS INC CL A 51843910 3,738 67,700SH
DEFINED 1 67,700
LEITCH TECHNOLOGY CORP COM 52543H10 2,616 102,600SH
DEFINED 6 102,600
LILLY ELI & CO COM 53245710 538 4,400SH
DEFINED 7 4,400
LINCOLN NATL CORP INC COM 53418710 435 6,000SH
DEFINED 3 6,000
LIONS GATE ENTMNT CORP COM NEW 53591920 681 174,600SH
DEFINED 1 174,600
LIZ CLAIBORNE INC COM 53932010 5,804 100,000SH
SOLE 100,000
LSI LOGIC CORP COM 50216110 613 13,900SH
DEFINED 2 13,900
LUCENT TECHNOLOGIES INC COM 54946310 14,734 319,800SH
DEFINED 1,2,6 200,000 119,800
MACKENZIE FINL CORP COM 55453110 72,228 3,283,100SH
DEFINED 1,5,6,7 2,759,100 524,000
MACROMEDIA INC COM 55610010 14,254 117,000SH
SOLE 117,000
MAGNA INTL INC SUB DEB CV 5%0559222AE 29,637 19,858,000PRN
SOLE 19,858,000
MAGNA INTL INC SBDB CV 4.875%559222AG 15,533 11,680,000PRN
SOLE 11,680,000
MAGNA INTL INC CL A 55922240 83,702 1,277,900SH
DEFINED 1,2,4,5, 889,900 388,000
MAGYAR TAVKOZLESI RT SPONSORED ADR 55977610 2,515 70,800SH
DEFINED 6 60,000 10,800
MAINSPRING INC COM 56062U10 2,481 221,300SH
SOLE 221,300
MANUGISTICS GROUP INC COM 56501110 1,479 10,000SH
SOLE 10,000
MANULIFE FINL CORP COM 56501R10 201,395 6,373,250SH
DEFINED 1,2,4,6 5,184,7001,188,550
MARINE DRILLING COS INC COM PAR $0.01 56824020 738 17,150SH
DEFINED 1 17,150
MARSH & MCLENNAN COS INC COM 57174810 861 4,300SH
DEFINED 7 4,300
MARVELL TECHNOLOGY GROUP LTD ORD G5876H10 28,474 244,900SH
SOLE 244,900
MATTEL INC COM 57708110 1,543 91,500SH
DEFINED 8 91,500
MAYTAG CORP COM 57859210 9,365 200,000SH
SOLE 200,000
MBNA CORP COM 55262L10 3,941 67,900SH
DEFINED 1 67,900
MCGRAW HILL COS INC COM 58064510 594 6,200SH
DEFINED 7 6,200
MCMORAN EXPLORATION CO COM 58241110 427 24,400SH
DEFINED 1 24,400
MDS INC COM 55269P30 175,111 5,559,090SH
DEFINED 1,6,7 4,994,200 564,890
MEDAREX INC COM 58391610 24,582 139,000SH
SOLE 139,000
MEDTRONIC INC COM 58505510 9,963 127,550SH
DEFINED 1 127,550
MELLON FINL CORP COM 58551A10 22,231 318,000SH
SOLE 318,000
MERCK & CO INC COM 58933110 5,184 46,200SH
DEFINED 1,7 46,200
MEREDITH CORP COM 58943310 6,671 150,000SH
SOLE 150,000
MERIDIAN GOLD INC COM 58997510 1,538 153,813SH
DEFINED 2 153,813
MERRILL LYNCH & CO INC COM 59018810 7,472 75,100SH
DEFINED 7 70,000 5,100
METHANEX CORP COM 59151K10 11,454 1,547,800SH
DEFINED 2,6 787,600 760,200
METLIFE INC COM 59156R10 221 5,600SH
DEFINED 6 5,600
MGIC INVT CORP WIS COM 55284810 43,465 471,700SH
SOLE 471,700
MICROCELL TELECOMMUNICATIONS CL B NON VTG 59501T30 188 4,300SH
DEFINED 1 4,300
MICROSOFT CORP COM 59491810 15,654 172,350SH
DEFINED 1,6,7 172,350
MIDAS GROUP INC COM 59562610 2,480 117,510SH
DEFINED 2 117,510
MITEL CORP COM 60671110 14,871 495,700SH
DEFINED 1,4,6,7 495,700
MOBILE TELESYSTEMS OJSC SPONSORED ADR 60740910 446 11,481SH
DEFINED 7 11,481
MONTANA POWER CO COM 61208510 1,258 25,000SH
SOLE 25,000
MOORE LTD COM 61578510 6,578 1,494,900SH
DEFINED 2 1,494,900
MORGAN J P & CO INC COM 61688010 493 2,000SH
DEFINED 3 2,000
MORGAN STANLEY DEAN WITTER&CO COM NEW 61744644 18,347 133,100SH
DEFINED 1,6,7 45,000 88,100
MOTIENT CORP WT EXP 040108 61990811 5 100SH
SOLE 100
MOTOROLA INC COM 62007610 3,905 91,692SH
DEFINED 6,7,8 91,692
MUSICPLEX COM SPEC WTS 600 294,814SH
DEFINED 1 294,814
MYLAN LABS INC COM 62853010 1,198 29,500SH
DEFINED 8 29,500
NABORS INDS INC COM 62956810 395 5,000SH
DEFINED 7 5,000
NCR CORP NEW COM 62886E10 225,387 3,954,000SH
SOLE 3,954,000
NETIA HLDGS S A SPONSORED ADR 64114B10 300 13,400SH
DEFINED 7 13,400
NEWELL RUBBERMAID INC COM 65122910 1,723 50,100SH
DEFINED 8 50,100
NEWMONT MINING CORP COM 65163910 17,535 684,239SH
SOLE 684,239
NEWS CORP LTD SP ADR PFD 65248780 176,646 2,499,800SH
SOLE 2,499,800
NEWS CORP LTD ADR NEW 65248770 1,321 15,625SH
DEFINED 6 15,625
NIKE INC CL B 65410610 92,784 1,536,300SH
DEFINED 6 1,532,000 4,300
NIPPON TELEG & TEL CORP SPONSORED ADR 65462410 2,297 31,100SH
DEFINED 6 31,100
NOKIA CORP SPONSORED ADR 65490220 60,654 1,010,600SH
DEFINED 1,6 851,000 159,600
NORTEL NETWORKS CORP NEW COM 65656810 822,774 9,106,524SH
DEFINED 1,4,5,6, 4,480,9954,625,529
NORTEL NETWORKS CORP NEW COM 65656810 1,015 11,300SH
DEFINED 7 11,300
NOVA CHEMICALS CORP COM 66977W10 94,723 3,317,794SH
DEFINED 4,5,6,7 3,024,506 293,288
NOVARTIS A G SPONSORED ADR 66987V10 1,083 18,568SH
DEFINED 6 18,568
NUMAC ENERGY INC COM 67052A10 173 29,600SH
DEFINED 7 29,600
OCCIDENTAL PETE CORP DEL COM 67459910 1,187 36,100SH
DEFINED 8 36,100
OCEAN ENERGY INC TEX COM 67481E10 7,680 330,000SH
SOLE 330,000
OMNICOM GROUP INC COM 68191910 231 2,100SH
DEFINED 7 2,100
OPEN TEXT CORP COM 68371510 11,006 376,800SH
DEFINED 1,2,7 376,800
OPTEL INC COM 683817100 1,000SH
SOLE 1,000
ORACLE CORP COM 68389X10 55,589 468,250SH
DEFINED 1,7 395,350 72,900
ORBOTECH LTD ORD M7525310 736 8,925SH
DEFINED 6,7 8,925
OTG SOFTWARE INC COM 67105910 12,755 207,000SH
SOLE 207,000
PACIFIC CENTY FINL CORP COM 69405810 1,291 50,000SH
DEFINED 3 50,000
PALM INC COM 69664210 9,417 118,000SH
SOLE 118,000
PARTNERRE LTD COM G6852T10 61,500 860,000SH
SOLE 860,000
PE CORP COM PE BIO GRP69332S10 984 5,600SH
DEFINED 7 5,600
PEPSICO INC COM 71344810 1,921 27,700SH
DEFINED 7 27,700
PERUSAHAAN PERS INDO SATELLITE SPONSORED ADR 71568010 287 23,800SH
DEFINED 8 23,800
PETRO-CDA COM/VARIBL VTG71644E10 294,148 8,780,550SH
DEFINED 1,2,4,5, 7,745,8001,034,750
PETROLEO BRASILEIRO SA PETROBR SPONSORED ADR 71654V40 6,589 145,400SH
SOLE 145,400
PETROMET RES LTD COM 71673110 11,616 2,056,000SH
DEFINED 1 1,974,300 81,700
PFIZER INC COM 71708110 19,300 284,900SH
DEFINED 1,2,6,7 284,900
PHARMACIA CORP COM 71713U10 1,987 21,896SH
DEFINED 8 21,896
PHARMACYCLICS INC COM 71693310 42,739 571,300SH
SOLE 571,300
PHELPS DODGE CORP COM 71726510 27,828 442,150SH
SOLE 442,150
PHILIP MORRIS COS INC COM 71815410 26,371 594,250SH
SOLE 594,250
PHILIPPINE LONG DISTANCE TEL SPONSORED ADR71825260 914 35,400SH
DEFINED 8 35,400
PIER 1 IMPORTS INC COM 72027910 12,267 600,000SH
SOLE 600,000
PLACER DOME INC COM 72590610 20,160 1,434,848SH
DEFINED 1,2,4,6 521,500 913,348
PMI GROUP INC COM 69344M10 13,247 129,700SH
SOLE 129,700
POHANG IRON & STL LTD SPONSORED ADR 73045010 2,190 78,000SH
DEFINED 1,6 78,000
POLYCOM INC COM 73172K10 12,518 124,000SH
SOLE 124,000
POTASH CORP SASK INC COM 73755L10 112,051 1,427,400SH
DEFINED 2,4,6 1,275,400 152,000
POWER-ONE INC COM 73930810 4,470 49,000SH
SOLE 49,000
PRAECIS PHARMACEUTICALS INC COM 73942110 1,570 24,500WT
DEFINED 1 24,500
PRECISION DRILLING CORP COM 74022D10 16,963 315,000SH
DEFINED 1,4 85,000 230,000
PREMDOR INC COM 74046P10 10,133 866,050SH
DEFINED 1,6,7 539,450 326,600
PRESIDENTIAL LIFE CORP COM 74088410 5,618 249,500SH
SOLE 249,500
PRICELINE COM INC COM 74150310 1,978 110,500SH
SOLE 110,500
PROCTOR & GAMBLE CO COM 74271810 85,852 850,000SH
SOLE 850,000
PROGESSIVE CORP OHIO COM 74331510 71,834 582,000SH
SOLE 582,000
PROTON ENERGY SYS INC COM 74371K10 3,668 85,000SH
SOLE 85,000
PSINET INC COM 74437C10 3,627 250,000SH
SOLE 250,000
PULITZER INC COM 74576910 13,597 210,000SH
SOLE 210,000
QIAGEN N V ORD N7248210 767 10,800SH
DEFINED 7 10,800
QLT INC COM 74692710 10,895 100,000SH
DEFINED 2,4 100,000
QLT INC COM 74692710 588 5,500SH
DEFINED 7 5,500
QUEBECOR WORLD INC COM NON-VTG 74820310 121,555 3,564,660SH
DEFINED 1,2,4 3,564,660
QUESTAR CORP COM 74835610 15,953 380,500SH
SOLE 380,500
QWEST COMMUNICATIONS INTL INC COM 74912110 869 12,000SH
DEFINED 7 12,000
R & B FALCON CORP COM 74912E10 1,000 23,800SH
DEFINED 1 23,800
RADIAN GROUP INC COM 75023610 19,048 187,192SH
SOLE 187,192
RADIOSHACK CORP COM 75043810 682 7,000SH
DEFINED 7 7,000
RALSTON PURINA CO COM RAL-PUR GP75127730 1,518 42,500SH
DEFINED 6 42,500
RATIONAL SOFTWARE CORP COM NEW 75409P20 1,307 12,500SH
SOLE 12,500
REALNETWORKS INC COM 75605L10 105,615 1,762,500SH
SOLE 1,762,500
REEBOK INTL LTD COM 75811010 136,266 4,804,900SH
SOLE 4,804,900
REGIONS FINL CORP COM 75894010 855 25,000SH
DEFINED 3 25,000
RENAISSANCE RE HLDGS LTD COM G7496G10 13,205 137,000SH
SOLE 137,000
REPUBLIC SECURITY FINL CORP COM 76075810 744 100,000SH
DEFINED 3 100,000
REVENUE PPTYS LTD COM NEW 76138940 730 347,500SH
DEFINED 1 347,500
RIO ALGOM LTD COM 76688910 7,230 253,700SH
DEFINED 1 253,700
ROFIN SINAR TECHNOLOGIES INC COM 77504310 8,651 573,850SH
SOLE 573,850
ROGERS COMMUNICATIONS INC CL B 77510920 34,089 956,200SH
DEFINED 1,4,6,7 514,500 441,700
ROGERS WIRELESS COMMUNICATIONS CL B NON-VTG 77531510 49,857 1,083,850SH
DEFINED 7 1,083,850
ROMPUS INTERACTIVE CORP COM 77619310 11 3,000SH
DEFINED 1 3,000
ROYAL BK CDA MONTREAL QUE COM 78008710 774,542 17,327,564SH
DEFINED 1,4,5,6,15,455,6641,871,900
ROYAL DUTCH PETE CO NY REG GLD1.2578025780 669 7,400SH
DEFINED 7 7,400
ROYAL GROUP TECHNOLOGIES LTD SUB VTG SH 77991510 51,819 1,727,300SH
DEFINED 1 1,475,300 252,000
RUSSEL METALS INC COM 78190360 103 27,011SH
DEFINED 7 27,011
SABRE HLDGS CORP CL A 78590510 118,932 2,726,350SH
SOLE 2,726,350
SAFEWAY INC COM NEW 78651420 25,263 358,950SH
DEFINED 2 348,250 10,700
SANDISK CORP COM 80004C10 362,594 3,603,400SH
SOLE 3,603,400
SANTA FE INTL CORP ORD G7805C10 20,644 303,900SH
SOLE 303,900
SARA LEE CORP COM 80311110 168,520 5,503,400SH
DEFINED 8 5,455,000 48,400
SATCON TECHNOLOGY CORP COM 80389310 7,922 147,000SH
SOLE 147,000
SAWTEK INC COM 80546810 9,000 155,000SH
SOLE 155,000
SBC COMMUNICATIONS INC COM 78387G10 143,627 1,905,500SH
DEFINED 2,6,8 1,855,000 50,500
SCHERING PLOUGH CORP COM 80660510 8,720 124,400SH
DEFINED 1,2,6,7 124,400
SCHLUMBERGER LTD COM 80685710 1,055 8,500SH
DEFINED 7 8,500
SCHWAB CHARLES CORP NEW COM 80851310 20,352 380,300SH
SOLE 380,300
SCRIPPS FINANCIAL CORP COM 81104010 351 10,000SH
DEFINED 3 10,000
SEACHANGE INTL INC COM 81169910 870 17,300SH
SOLE 17,300
SEAGRAM LTD COM 81185010 88,928 1,025,700SH
DEFINED 1,4,6 416,800 608,900
SEARS ROEBUCK & CO COM 81238710 13,641 279,100SH
DEFINED 8 270,000 9,100
SEPRACOR INC COM 81731510 48,365 261,500SH
SOLE 261,500
SHAW COMMUNICATIONS INC CL B CONV 82028K20 20,134 583,600SH
DEFINED 4,6,7 268,700 314,900
SHELL TRANS & TRADING PLC NEW YRK SH NEW82270360 1,321 17,900SH
DEFINED 8 17,900
SHERWIN WILLIAMS CO COM 82434810 1,289 40,000SH
SOLE 40,000
SIEBEL SYS INC COM 82617010 2,651 15,800SH
DEFINED 7 13,000 2,800
SIERRA WIRELESS INC COM 82651610 4,698 50,600SH
DEFINED 4 48,300 2,300
SIGNALSOFT CORP COM 82668M10 1,476 24,100SH
SOLE 24,100
SK TELECOM LTD SPONSORED ADR 78440P10 8,519 220,520SH
DEFINED 1,7 187,020 33,500
SMITH INTL INC COM 83211010 18,984 154,400SH
SOLE 154,400
SMITHKLINE BEECHAM PLC ADR REP ORD 83237830 2,845 27,500SH
DEFINED 6 27,500
SOCIEDAD QUIMICA Y MINERA DE SPONSORED ADR 83363610 1 22SH
SOLE 22
SOLECTRON CORP COM 83418210 772 11,100SH
DEFINED 7 11,100
SONICWALL INC COM 83547010 2,105 49,000SH
SOLE 49,000
SONY CORP ADR NEW 83569930 1,820 11,960SH
DEFINED 6 11,960
SOUTHTRUST CORP COM 84473010 1,185 25,000SH
DEFINED 3 25,000
SOUTHWEST SECS GROUP INC COM 84522410 1,191 27,000SH
DEFINED 3 27,000
SPDR TR UNIT SER 1 78462F10 7,686 35,500SH
DEFINED 6 35,500
SPECTRA SECURITIES SOFTWARE SPEC WTS SSS 05/2 3,346 798,288SH
DEFINED 1 630,288 168,000
SPRINT CORP PCS COM SER 1 85206150 4,961 93,850SH
SOLE 93,850
ST PAUL COS INC COM 79286010 966 13,000SH
DEFINED 7 13,000
STARTECH ENERGY INC COM 85568N10 4,168 563,200SH
DEFINED 2 563,200
STILLWATER MNG CO COM 86074Q10 63,319 1,551,625SH
SOLE 1,551,625
STILWELL FINL INC COM 86083110 2,295 35,000SH
DEFINED 3 25,000 10,000
STMICROELECTRONICS N V COM 86101210 1,055 14,700SH
DEFINED 6 14,700
SUN LIFE FINL SVCS CDA INC COM 86679610 239,967 7,728,400SH
DEFINED 1,4 7,409,000 319,400
SUN MICROSYSTEMS INC COM 86681010 46,799 265,900SH
DEFINED 7 258,000 7,900
SUNCOR ENERGY INC COM 86722910 471,603 14,204,900SH
DEFINED 1,2,4,5,13,340,600 864,300
SUNTRUST BKS INC COM 86791410 21,146 281,600SH
SOLE 281,600
SYCAMORE NETWORKS INC COM 87120610 3,826 23,500SH
SOLE 23,500
SYNSORB BIOTECH INC COM 87160V10 318 81,700SH
DEFINED 1 81,700
TALISMAN ENERGY INC COM 87425E10 107,291 2,033,961SH
DEFINED 1,2,4,6, 1,307,081 726,880
TARGET CORP COM 87612E10 10,801 279,600SH
DEFINED 7 265,000 14,600
TCF FINL CORP COM 87227510 13,896 245,000SH
SOLE 245,000
TD WATERHOUSE GRP INC COM 87236210 10,901 388,250SH
DEFINED 1 374,100 14,150
TELE NORTE LESTE PART S A SPON ADR PFD 87924610 10,672 309,478SH
SOLE 309,478
TELECOMM ARGENTINA STET-FRANCE SPON ADR REP B87927320 717 22,000SH
SOLE 22,000
TELECOMUNICACOES BRASILEIRAS S SPONSORED ADR 87928730 3,459 29,000SH
DEFINED 8 27,000 2,000
TELEFONICA S A SPONSORED ADR 87938220 2,647 29,544SH
DEFINED 6,8 29,544
TELEFONOS DE MEXICO S A SPON ADR ORD L87940378 13,827 172,448SH
DEFINED 7,8 142,448 30,000
TELEGLOBE INC COM 87941V10 8,656 273,500SH
DEFINED 4,6 273,500
TELELESTE CELULAR PART S A SPON ADR PFD 87943B10 912 15,000SH
SOLE 15,000
TELEMIG CELULAR PART S A SPON ADR PFD 87944E10 3,027 37,926SH
SOLE 37,926
TELESYSTEM INTL WIRELESS INC SUB VTG SHS 87994610 37,985 1,787,550SH
DEFINED 1 1,763,900 23,650
TELLAMON PHOTONIC NETWORKS SPEC WTS 532 117,700SH
DEFINED 1 117,700
TESMA INTL INC CL A SUB VTG 88190810 9,348 343,050SH
DEFINED 1,7 343,050
TEVA PHARMACEUTICAL INDS LTD ADR 88162420 1,645 14,912SH
DEFINED 8 14,912
TEXAS INSTRS INC COM 88250810 48,119 676,450SH
DEFINED 7 669,050 7,400
TEXAS REGL BANCSHARES INC CL A VTG 88267310 269 6,300SH
DEFINED 3 6,300
TEXTRON INC COM 88320310 1,036 14,900SH
DEFINED 6 14,900
TIBCO SOFTWARE INC COM 88632Q10 1,082 8,500WT
SOLE 8,500
TIDEWATER INC COM 88642310 79,676 1,161,600SH
DEFINED 1 1,146,000 15,600
TIFFANY & CO NEW COM 88654710 3,674 63,200SH
SOLE 48,200 15,000
TIME WARNER INC COM 88731510 578 4,900SH
DEFINED 2 4,900
TITAN CORP COM 88826610 16,357 657,600SH
SOLE 657,600
TLC LASER EYE CENTERS INC COM 87255E10 20,847 3,933,400SH
SOLE 3,933,400
TORONTO DOMINION BK ONT COM NEW 89116050 860,974 19,479,050SH
DEFINED 1,2,4,5,17,504,4001,974,650
TOTAL FINA ELF S A SPONSORED ADR 89151E10 4,223 38,146SH
DEFINED 6 38,146
TRANSCANADA PIPELINES LTD COM 89352610 247,361 17,481,335SH
DEFINED 4,5,6 16,146,6511,334,684
TRANSOCEAN SEDCO FOREX INC ORD G9007810 813 9,203SH
DEFINED 7 9,203
TRAVELOCITY COM INC COM 89395310 24,758 1,157,600SH
SOLE 1,157,600
TRICON GLOBAL RESTAURANTS COM 89595310 183,284 3,970,000SH
SOLE 3,970,000
TRIZEC HAHN CORP SUB VTG 89693810 8,158 321,200SH
DEFINED 2,6 31,100 290,100
TUCKER ANTHONY SUTRO COM 89864710 15 400SH
DEFINED 3 400
TURKCELL ILETISIM HIZMETLERI SPONSORED ADR 90011110 15,186 915,772SH
SOLE 915,772
TYCO INTL LTD NEW COM 90212410 44,051 563,300SH
DEFINED 7 553,800 9,500
TYCOM LTD COM G9144B10 23,030 398,100SH
DEFINED 7 392,000 6,100
UNIBANCO-UNIAO DE BANCOS BRASL GDR REP PFD UT90458E10 4,482 90,100SH
DEFINED 8 67,800 22,300
UNION PLANTERS CORP COM 90806810 498 10,000SH
DEFINED 3 10,000
UNIONBANCAL CORP COM 90890610 1,054 30,000SH
DEFINED 3 30,000
UNITED DOMINION INDS LTD COM 90991410 22,370 627,500SH
DEFINED 4,7 580,000 47,500
UNITED TECHNOLOGIES CORP COM 91301710 12,110 116,000SH
DEFINED 1,2,6,7 116,000
UNITEDHEALTH GROUP INC COM 91324P10 31,128 209,100SH
SOLE 209,100
UNUMPROVIDENT CORP COM 91529Y10 822 20,000SH
DEFINED 3 20,000
US BANCORP DEL COM 90297310 1,029 30,000SH
DEFINED 3 30,000
USEC INC COM 90333E10 3,002 468,500SH
SOLE 468,500
USX MARATHON GROUP COM NEW 90290582 1,048 24,500SH
DEFINED 2 24,500
VARIAN INC COM 92220610 125,263 1,929,600SH
SOLE 1,929,600
VARIAN MED SYS INC COM 92220P10 257,739 3,783,600SH
SOLE 3,783,600
VASOGEN INC COM 92232F10 3,549 268,850SH
DEFINED 1 268,850
VAXGEN INC COM NEW 92239020 9,934 281,900SH
SOLE 281,900
VERISIGN INC COM 92343E10 4,275 14,000SH
SOLE 14,000
VERITAS DGC INC COM 92343P10 2,090 47,900SH
DEFINED 1 47,900
VERITAS SOFTWARE CO COM 92343610 771 3,600SH
DEFINED 7 3,600
VERIZON COMMUNICATIONS INC COM 92343V10 36,939 505,880SH
DEFINED 2,6 483,300 22,580
VERTEX PHARMACEUTICALS INC COM 92532F10 52,074 408,800SH
SOLE 408,800
VIACOM INC CL B 92552430 2,285 25,907SH
DEFINED 1,7 25,907
VIDESH SANCHAR NIGAM LTD SPONSORED ADR 92659G40 10,092 816,400SH
DEFINED 7 789,000 27,400
VIGNETTE CORP COM 92673410 2,477 55,000SH
SOLE 55,000
VISHAY INTERTECHNOLOGY INC COM 92829810 22,333 481,777SH
SOLE 481,777
VISIBLE GENETICS INC COM 92829S10 1,972 32,400SH
DEFINED 1 32,400
VISTEON CORP COM 92839U10 14 601SH
DEFINED 6 601
VISUAL BIBLE INTL INC COM 92841910 655 62,100SH
DEFINED 1 62,100
VITRAN INC COM 92850E10 2,407 394,600SH
SOLE 394,600
WAL MART STORES INC COM 93114210 15,576 214,700SH
DEFINED 1,6,7 128,500 86,200
WASHINGTON MUT INC COM 93932210 27,260 454,200SH
DEFINED 7 447,500 6,700
WELLS FARGO & CO NEW COM 94974610 1,572 22,700SH
DEFINED 2,7 22,700
WENDYS INTL INC COM 95059010 889 29,400SH
DEFINED 2 29,400
WESCAST INDS INC CL A SUB VTG 95081310 2,028 44,000SH
DEFINED 6 44,000
WESTAIM CORP COM 95690910 8,665 509,700SH
DEFINED 1,6 509,700
WESTCOAST ENERGY INC COM 95751D10 124,462 4,344,210SH
DEFINED 4,5,7 4,052,010 292,200
WESTERN GAS RES INC COM 95825910 16,530 437,500SH
SOLE 437,500
WILLIAMS COS INC DEL COM 96945710 866 13,600SH
DEFINED 2 13,600
WILMINGTON TRUST CORP COM 97180710 1,043 12,900SH
DEFINED 3 12,900
WORLD HEART CORP COM 98090510 4,747 321,800SH
DEFINED 1,2 321,800
WORLDCOM INC GA NEW COM 98157D10 120,152 2,623,950SH
DEFINED 1,2,6 2,510,000 113,950
WYSDOM INC SPEC WTS 275 16,000SH
DEFINED 1 16,000
XEROX CORP COM 98412110 257 11,300SH
DEFINED 6 11,300
XILINX INC COM 98391910 478 3,700SH
DEFINED 7 3,700
YAHOO INC COM 98433210 1,948 14,200WT
SOLE 14,200
GRAND TOTAL 18,548,941
The Fair Market Values are reported to the nearest thousand dollars as at
September 31, 2000
The Fair Market Values are reported in Canadian terms, using an exchange rate of
$1.00 U.S. being
equivalent to $1.51 Canadian as at September 31, 2000.
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