UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
Form 13F
Form 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: March 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 February 14, 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: ______7_________
Form 13F Information Table Entry Total: _____495________
Form 13F Information Table Value Total: $_16,484,301__
(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 SH/PUT/INVESTMEN OTHER VOTING AUTHORITY
(x$1000) PRN AMT PRNCALLDISCRETIOMANAGERS SOLE SHARED NONE
- -------------------------------- -------------- -------- -------- ------------------------------------------------------------
MAGNA INTL INC SUB DEB CV 5%02 559222AE 27,46019,858,000PRN SOLE 19,858,000
MAGNA INTL INC SBDB CV 4.875%05559222AG 14,41911,680,000PRN SOLE 11,680,000
24 / 7 MEDIA INC COM 90131410 33,978 592,500SH SOLE 592,500
3COM CORP COM 88553510 767 9,500SH DEFINED 7 9,500
3DFX INTERACTIVE INC COM 88553X10 1,357 78,300SH DEFINED 2 78,300
4FRONT TECHNOLOGIES INC COM 35104210 13,128 435,800SH SOLE 435,800
AMR CORP COM 00176510 10,787 233,100SH SOLE 233,100
AT&T CORP COM 00195710 3,422 41,898SH DEFINED 2,5,6,7 41,898
AT&T CORP COM LIB GRP A 00195720 929 10,800SH DEFINED 6 10,800
AVX CORP NEW COM 00244410 18,788 170,700SH SOLE 170,700
AXA FINL INC COM 00245110 24,927 478,600SH SOLE 478,600
ABBOTT LABS COM 00282410 2,927 57,300SH DEFINED 5,6,7 57,300
ADVANCED LTG TECHNOLOGIES COM 00753C10 11,964 439,500SH SOLE 439,500
AETNA INC COM 00811710 749 9,300SH DEFINED 7 9,300
AFLAC INC COM 00105510 163,907 2,477,900SH SOLE 2,477,900
AGILENT TECHNOLOGIES INC COM 00846U10 229,485 1,519,900SH DEFINED 5,6 1,501,500 18,400
ALBERTSONS INC COM 01310410 743 16,500SH DEFINED 7 16,500
ALCOA INC COM 01381710 103,994 1,019,656SH SOLE 1,019,656
ALKERMES INC COM 01642T10 13,429 100,000SH SOLE 100,000
ALLEGHANY CORP DEL COM 01717510 73,497 269,282SH SOLE 269,282
ALLERGAN INC COM 01849010 624 8,600SH DEFINED 6 8,600
ALLSTATE CORP COM 02000210 123,764 3,580,000SH DEFINED 2 3,564,400 15,600
AMERITRADE HLDG CORP CL A 03072H10 2,123 70,000SH SOLE 70,000
AMERICAN EXPRESS CO COM 02581610 101,151 467,800SH DEFINED 1,6 445,000 22,800
AMERICAN HOME PRODS CORP COM 02660910 20,857 267,900SH DEFINED 5 259,300 8,600
AMERICAN INTL GROUP INC COM 02687410 2,114 13,300SH DEFINED 5,6,7 13,300
AMGEN INC COM 03116210 13,972 156,800SH DEFINED 6 150,000 6,800
ANHEUSER BUSCH COS INC COM 03522910 1,961 21,700SH DEFINED 5 21,700
AON CORP COM 03738910 613 13,100SH DEFINED 6 13,100
APPLIED MATLS INC COM 03822210 25,211 184,250SH DEFINED 1,6 130,000 54,250
APPNET INC COM 03831Q10 34,117 500,000SH SOLE 500,000
ASPEN TECHNOLOGY INC COM 04532710 8,411 143,500SH SOLE 143,500
AUTONATION INC COM 05329W10 11,218 973,500SH SOLE 973,500
AUTODESK INC COM 05276910 107,105 1,621,400SH SOLE 1,621,400
AVANEX CORP COM 05348W10 8,085 36,700SH SOLE 36,700
AWARE INC MASS COM 05453N10 3,553 61,000SH SOLE 61,000
BEA SYS INC COM 07332510 43,207 405,600SH SOLE 405,600
BAKER HUGES INC COM 05722410 7,440 169,400SH DEFINED 2 120,000 49,400
BANK ONE CORP COM 06423A10 65,376 1,310,000SH SOLE 1,310,000
BANK OF AMERICA CORPORATION COM 06050510 119,220 1,566,026SH DEFINED 2,5,7 1,523,200 42,826
BAXTER INTL INC COM 07181310 1,766 19,400SH DEFINED 2,5,6 19,400
BECTON DICKINSON & CO COM 07588710 420 11,000SH DEFINED 6 11,000
BELL ATLANTIC CORP COM 07785310 1,526 17,200SH DEFINED 5,6 17,200
BERKSHIRE HATHAWAY INC DEL CL A 08467010 106,129 1,278SH SOLE 1,278
BESTFOODS COM 08658U10 1,047 15,400SH DEFINED 2,5,6 15,400
BIOGEN INC COM 09059710 8,623 85,000SH SOLE 85,000
BLACK & DECKER CORP COM 09179710 545 10,000SH DEFINED 4 10,000
BOISE CASCADE CORP COM 09738310 505 10,000SH DEFINED 4 10,000
BRISTOL MYERS SQUIBB CO COM 11012210 3,697 44,100SH DEFINED 1,5,6 44,100
BROADWING INC COM 11162010 1,765 32,700SH DEFINED 1,6 32,700
BURLINGTON RES INC COM 12201410 1,096 20,410SH DEFINED 2 20,410
C-CUBE MICROSYSTEMS INC COM 12501510 14,139 133,750SH SOLE 133,750
CBS CORP COM 12490K10 781 9,500SH DEFINED 6 9,500
CMGI INC COM 12575010 1,398 8,500SH DEFINED 1 8,500
CALIPER TECHNOLOGIES CORP COM 13087610 5,096 43,400SH SOLE 43,400
CAPITAL ONE FINL CORP COM 14040H10 56,031 805,100SH DEFINED 6 792,900 12,200
CARDINAL HEALTH INC COM 14149Y10 373 5,600SH DEFINED 2 5,600
CARNIVAL CORP COM 14365810 1,693 47,000SH DEFINED 1 47,000
CATERPILLAR INC DEL COM 14912310 246 4,300SH DEFINED 5 4,300
SCHWAB CHARLES CORP NEW COM 80851310 13,543 164,200SH SOLE 164,200
CHASE MANHATTAN CORP NEW COM 16161A10 33,518 264,800SH DEFINED 1,5,6 219,900 44,900
CHECKFREE HLDGS CORP COM 16281610 1,433 14,000SH SOLE 14,000
CIENA CORP COM 17177910 17,395 95,000SH SOLE 95,000
CIGNA CORP COM 12550910 605 5,500SH DEFINED 6 5,500
CISCO SYS INC COM 17275R10 79,883 711,700SH DEFINED 1,5,6 472,000 239,700
CITIGROUP INC COM 17296710 73,318 851,449SH DEFINED 1,5,6 783,749 67,700
CLARENT CORP DEL COM 18046110 8,419 64,300SH SOLE 64,300
CLEAR CHANNEL COMMUNICATIONS COM 18450210 762 7,600SH DEFINED 6 7,600
COLGATE PALMOLIVE CO COM 19416210 655 8,000SH DEFINED 6 8,000
COLUMBIA/HCA HEALTHCARE CORP COM 19767710 1,242 33,800SH DEFINED 7 33,800
COMPAQ COMPUTER CORP COM 20449310 1,392 36,000SH DEFINED 7 36,000
COMPUTER ASSOC INTL INC COM 20491210 146 1,700SH DEFINED 5 1,700
CONCURRENT COMPUTER CORP NEW COM 20671020 1,286 69,800SH SOLE 69,800
CONEXANT SYSTEMS INC COM 20714210 141,505 1,372,800SH DEFINED 1 1,363,000 9,800
CONOCO INC CL A 20825130 332 9,300SH DEFINED 6 9,300
CONOCO INC CL B 20825140 3,344 89,900SH DEFINED 5 89,900
CORNING INC COM 21935010 1,127 4,000SH DEFINED 4 4,000
CROWN CORK & SEAL INC COM 22825510 778 33,500SH DEFINED 7 33,500
CYSIVE INC COM 23281T10 2,486 25,000SH SOLE 25,000
DUSA PHARMACEUTICALS INC COM 26689810 16,990 488,900SH SOLE 488,900
DELANO TECHNOLOGY CORP COM 24570110 1,557 47,800SH DEFINED 1 47,800
DELL COMPUTER CORP COM 24702510 11,018 140,700SH DEFINED 1,6 140,700
DELUXE CORP COM 24801910 962 25,000SH DEFINED 4 25,000
DIAMONDS TR UNIT SER 1 25278710 3,051 19,200SH DEFINED 5 19,200
DIGITAS INC COM 25388k10 6,936 195,000SH SOLE 195,000
DOMINION RES INC VA NEW COM 25746U10 123 2,200SH DEFINED 5 2,200
DONALDSON LUFKIN & JENRETTE NW COM DLJ 25766110 2,630 35,000SH SOLE 35,000
DUKE ENERGY CORP COM 26439910 938 12,300SH DEFINED 2,5 12,300
DU PONT E I DE NEMOURS & CO COM 26353410 1,420 18,500SH DEFINED 2,6 18,500
E M C CORP MASS COM 26864810 103,441 570,000SH DEFINED 1,5 538,000 32,000
ECOLAB INC COM 27886510 6,072 114,000SH SOLE 114,000
EDISON INTL COM 28102010 560 23,300SH DEFINED 2 23,300
ELECTRONIC DATA SYS NEW COM 28566110 2,647 28,400SH DEFINED 1,6 28,400
EMCORE CORP COM 29084610 154,018 922,000SH SOLE 922,000
ENRON CORP COM 29356110 174 1,600SH DEFINED 5 1,600
EQUIFAX INC COM 29442910 18,329 500,000SH SOLE 500,000
LAUDER ESTEE COS INC CL A 51843910 3,605 49,600SH DEFINED 1 49,600
ETHYL CORP COM 29765910 8,892 2,000,000SH SOLE 2,000,000
EXODUS COMMUNICATIONS INC COM 30208810 10,138 49,700SH SOLE 49,700
EXXON CORP COM 30229010 20,350 180,140SH DEFINED 5,6 161,500 18,640
F M C CORP COM NEW 30249130 1,173 14,300SH DEFINED 2 14,300
FVC COM INC COM 30266P10 3,464 133,500SH SOLE 133,500
FEDERAL NATL MTG ASSN COM 31358610 39,854 486,400SH DEFINED 5,6 450,800 35,600
FARMER BROS CO COM 30767510 19,228 73,991SH SOLE 73,991
FEDERATED DEPT STORES INC DEL COM 31410H10 20,754 342,400SH DEFINED 2,6,7 309,500 32,900
FIRST DATA CORP COM 31996310 2,923 45,500SH DEFINED 2,6 45,500
FIRST UN CORP COM 33735810 21,010 388,500SH DEFINED 2 378,300 10,200
FORD MTR CO DEL COM 34537010 16,086 241,200SH DEFINED 2 227,000 14,200
FOREST LABS INC COM 34583810 662 5,400SH DEFINED 6 5,400
FOX ENTMT GROUP INC CL A 35138T10 17,711 407,500SH SOLE 407,500
FRANKLIN RES INC COM 35461310 72,200 1,487,300SH SOLE 1,487,300
FEDERAL HOME LN MTG CORP COM 31340030 153,354 2,390,500SH SOLE 2,390,500
FREEPORT-MCMORAN COPPER & GOLD CL A 35671D10 15,538 962,050SH SOLE 962,050
FREEPORT-MCMORAN COPPER & GOLD CL B 35671D85 729 41,650SH DEFINED 1,5 41,650
GST TELECOMMUNICATIONS INC COM 36194210 477 53,600SH DEFINED 1 53,600
GTE CORP COM 36232010 1,752 17,000SH DEFINED 5 10,000 7,000
GAINSCO INC COM 36312710 16,632 1,950,000SH SOLE 1,950,000
GALILEO INTERNATIONAL INC COM 36354710 10,700 306,300SH DEFINED 7 275,000 31,300
GAP INC DEL COM 36476010 4,570 63,200SH DEFINED 1 63,200
GENENTECH INC COM NEW 36871040 353 1,600SH DEFINED 6 1,600
GENERAL ELEC CO COM 36960410 24,017 106,600SH DEFINED 1,5,6 50,000 56,600
GENERAL MTRS CORP CL H NEW 37044283 560 3,100SH DEFINED 6 3,100
GENTEX CORP COM 37190110 45,844 852,000SH SOLE 852,000
GEORGIA PAC CORP COM GA PAC GRP 37329810 18,581 323,500SH SOLE 323,500
GILLETTE CO COM 37576610 42,781 781,900SH DEFINED 5 768,800 13,100
GLOBAL CROSSING LTD COM G3921A10 270 4,545SH DEFINED 6 4,545
GLOBAL LT TELECOMMUNICATIONS COM 37934X10 2,024 68,000SH DEFINED 1 68,000
GOLDEN WEST FINL CORP DEL COM 38131710 530 11,700SH DEFINED 7 11,700
GOLDMAN SACHS GROUP INC COM 38141G10 7,173 47,000SH DEFINED 1,5 47,000
GOODRICH B F CO COM 38238810 2,643 63,448SH DEFINED 2 63,448
GREENPOINT FINL CORP COM 39538410 117,394 4,120,300SH SOLE 4,120,300
HARTFORD FINL SVCS GROUP INC COM 41651510 881 11,500SH DEFINED 2 11,500
HEINZ H J CO COM 42307410 501 9,900SH DEFINED 6 9,900
HEWLETT PACKARD CO COM 42823610 55,234 287,000SH DEFINED 5,6,7 271,400 15,600
HILB ROGAL & HAMILTON CO COM 43129410 61,408 1,548,650SH SOLE 1,548,650
HOME DEPOT INC COM 43707610 6,948 74,200SH DEFINED 1,6 74,200
HONEYWELL INTL INC COM 43851610 24,638 322,100SH DEFINED 1 255,000 67,100
HORACE MANN EDUCATORS CORP NEW COM 44032710 11,920 445,300SH SOLE 445,300
HOUSEHOLD INTL INC COM 44181510 683 12,600SH DEFINED 6 12,600
HYPERION SOLUTIONS CORP COM 44914M10 45,527 964,900SH SOLE 964,900
ITT INDS INC IND COM 45091110 2,318 51,400SH DEFINED 5 51,400
INFINITY BROADCASTING CP NEW CL A 45662S10 658 14,000SH DEFINED 6 14,000
INFOCURE CORP COM 45665A10 14,807 587,000SH SOLE 587,000
INFOSPACE COM INC COM 45678T10 1,035 4,900SH DEFINED 1 4,900
INKTOMI CORP COM 45727710 1,331 4,700SH DEFINED 1 4,700
INTEL CORP COM 45814010 52,216 272,600SH DEFINED 1,2,6 183,100 89,500
INTERLEAF INC COM NEW 45872920 6,209 91,000SH SOLE 91,000
INTERNATIONAL BUSINESS MACHS COM 45920010 12,043 70,300SH DEFINED 1,4,5,6 23,000 47,300
INTERNATIONAL GAME TECHNOLOGY COM 45990210 15,778 501,100SH SOLE 501,100
INTERNATIONAL MENU SOLUTIONS COR COM 45985T10 389 107,150SH DEFINED 1 107,150
INTL PAPER CO COM 46014610 17,055 274,800SH DEFINED 5 263,700 11,100
INTERNATIONAL RECTIFIER CORP COM 46025410 235,309 4,251,300SH SOLE 4,251,300
INTERPUBLIC GROUP COS INC COM 46069010 37,043 540,000SH SOLE 540,000
INTIMATE BRANDS INC CL A 46115610 66,685 1,120,312SH SOLE 1,120,312
ISIS PHARMACEUTICALS INC COM 46433010 11,575 566,950SH SOLE 566,950
JDS UNIPHASE CORP COM 46612J10 91,815 524,554SH DEFINED 6 523,554 1,000
JEFFERSON PILOT CORP COM 47507010 541 5,600SH DEFINED 6 5,600
HANCOCK JOHN FINL SVCS INC COM 41014S10 509 19,400SH DEFINED 5 19,400
JOHN NUVEEN CO CL A 47803510 10,019 180,425SH SOLE 180,425
JOHNSON & JOHNSON COM 47816010 30,851 303,300SH DEFINED 1,2 290,000 13,300
KANSAS CITY SOUTHN INDS INC COM 48517010 13,400 107,400SH SOLE 107,400
KEITHLEY INSTRS INC COM 48758410 55,141 797,500SH SOLE 797,500
KINDER MORGAN INC KANS COM 49455P10 8,650 172,700SH SOLE 172,700
LAFARGE CORP COM 50586210 45,524 1,320,300SH SOLE 1,320,300
LASERSIGHT INC COM 51792410 759 79,700SH SOLE 79,700
LEAP WIRELESS INTL INC COM 52186310 61,465 429,000SH SOLE 429,000
LEXMARK INTL GROUP INC CL A 52977110 706 4,600SH DEFINED 6 4,600
LOCKHEED MARTIN CORP COM 53983010 727 24,500SH DEFINED 2 24,500
LUCENT TECHNOLOGIES INC COM 54946310 73,221 830,200SH DEFINED 1,5 756,000 74,200
MBNA CORP COM 55262L10 1,840 49,700SH DEFINED 1 49,700
MCI WORLDCOM INC COM 55268B10 21,316 324,025SH DEFINED 1,5 234,125 89,900
MGIC INVT CORP WIS COM 55284810 27,975 441,700SH SOLE 441,700
MARINE DRILLING COS INC COM PAR $0.01 56824020 536 13,450SH DEFINED 1 13,450
MARSH & MCLENNAN COS INC COM 57174810 689 4,300SH DEFINED 6 4,300
MATTEL INC COM 57708110 154,33010,184,640SH DEFINED 7 10,093,140 91,500
MAYTAG CORP COM 57859210 9,618 200,000SH SOLE 200,000
MCGRAW HILL COS INC COM 58064510 410 6,200SH DEFINED 6 6,200
MEDTRONIC INC COM 58505510 7,162 95,900SH DEFINED 1 95,900
MELLON BK CORP COM 58551A10 9,551 223,000SH SOLE 223,000
MERCK & CO INC COM 58933110 2,417 26,800SH DEFINED 1,6 26,800
MERRILL LYNCH & CO INC COM 59018810 457 3,000SH DEFINED 6 3,000
MICROSOFT CORP COM 59491810 18,958 122,900SH DEFINED 1,5,6 122,900
MIDAS GROUP INC COM 59562610 4,094 117,510SH DEFINED 2 117,510
MONTANA POWER CO COM 61208510 650 7,000SH DEFINED 4 7,000
MORGAN STANLEY DEAN WITTER&CO COM NEW 61744644 161,775 1,366,200SH DEFINED 1,5,6 1,300,000 66,200
MOTOROLA INC COM 62007610 5,739 27,764SH DEFINED 5,6,7 27,764
MYLAN LABS INC COM 62853010 1,833 45,900SH DEFINED 7 45,900
NCR CORP NEW COM 62886E10 261,864 4,495,250SH SOLE 4,495,250
NANOGEN INC COM 63007510 11,723 237,500SH SOLE 237,500
NEWELL RUBBERMAID INC COM 65122910 648 18,000SH DEFINED 7 18,000
NEWMONT MINING CORP COM 65163910 27,732 851,339SH SOLE 851,339
NIKE INC CL B 65410610 77,162 1,341,300SH DEFINED 5 1,337,000 4,300
NU WAVE PHOTONICS CONV PFD 2,591 357,000SH SOLE 357,000
OTG SOFTWARE INC COM 67105910 11,857 202,600SH SOLE 202,600
OCCIDENTAL PETE CORP DEL COM 67459910 1,088 36,100SH DEFINED 7 36,100
OMNICOM GROUP INC COM 68191910 529 3,900SH DEFINED 6 3,900
OPENTV CORP CL A G6754310 815 4,741SH DEFINED 6 4,741
OPTEL INC COM 683817100 1,000SH SOLE 1,000
ORACLE CORP COM 68389X10 37,161 327,900SH DEFINED 1,6 270,500 57,400
PE CORP COM PE BIO GRP 69332S10 560 4,000SH DEFINED 6 4,000
PMI GROUP INC COM 69344M10 14,442 209,700SH SOLE 209,700
PALM INC COM 69664210 2,704 41,500SH SOLE 41,500
PARAMETRIC TECHNOLOGY CORP COM 69917310 7,186 235,000SH SOLE 235,000
PARKER HANNIFIN CORP COM 70109410 702 11,700SH DEFINED 6 11,700
PEPSICO INC COM 71344810 1,014 20,200SH DEFINED 6 20,200
PFIZER INC COM 71708110 6,709 126,400SH DEFINED 1,6 126,400
PHARMACIA & UPJOHN INC COM 71694110 1,583 18,400SH DEFINED 7 18,400
PHARMACYCLICS INC COM 71693310 34,910 431,800SH SOLE 431,800
PHELPS DODGE CORP COM 71726510 24,588 356,550SH SOLE 356,550
PHILIP MORRIS COS INC COM 71815410 20,372 664,250SH SOLE 664,250
PHOENIX INVT PARTNERS LTD COM 71908510 11,251 1,000,000SH SOLE 1,000,000
PIER 1 IMPORTS INC COM 72027910 16,369 1,100,000SH SOLE 1,100,000
PRESIDENTIAL LIFE CORP COM 74088410 36,730 1,839,960SH SOLE 1,839,960
PROCTOR & GAMBLE CO COM 74271810 3,577 43,800SH DEFINED 1 43,800
PROGESSIVE CORP OHIO COM 74331510 64,269 582,000SH SOLE 582,000
PULITZER INC COM 74576910 15,429 260,000SH SOLE 260,000
QWEST COMMUNICATIONS INT; INC COM 74912110 430 6,100SH DEFINED 6 6,100
RADIAN GROUP INC COM 75023610 14,671 212,192SH SOLE 212,192
RALSTON PURINA CO COM RAL-PUR GP 75127730 1,187 29,800SH DEFINED 5 29,800
REEBOK INTL LTD COM 75811010 74,392 5,577,300SH SOLE 5,577,300
REYNOLDS METALS CO COM 76176310 13,495 139,000SH SOLE 139,000
ROFIN SINAR TECHNOLOGIES INC COM 77504310 14,909 855,750SH SOLE 855,750
ROMPUS INTERACTIVE CORP COM 77619310 11 3,000SH DEFINED 1 3,000
SBC COMMUNICATIONS INC COM 78387G10 89,024 1,460,000SH SOLE 1,460,000
SABRE HLDGS CORP CL A 78590510 109,121 2,034,850SH SOLE 2,034,850
SAFEWAY INC COM NEW 78651420 19,265 293,250SH SOLE 293,250
SANDISK CORP COM 80004C10 417,884 2,349,700SH SOLE 2,349,700
SANTA FE INTL CORP ORD G7805C10 24,382 453,900SH SOLE 453,900
SARA LEE CORP COM 80311110 117,596 4,500,000SH SOLE 4,500,000
SCHERING PLOUGH CORP COM 80660510 2,230 41,800SH DEFINED 1,5 41,800
SCHLUMBERGER LTD COM 80685710 1,368 12,320SH DEFINED 6,7 12,320
SEACHANGE INTL INC COM 81169910 2,223 24,800SH SOLE 24,800
SEAGATE TECHNOLOGY COM 81180410 691 7,900SH DEFINED 5 7,900
SEARS ROEBUCK & CO COM 81238710 408 9,100SH DEFINED 7 9,100
SHERWIN WILLIAMS CO COM 82434810 573 18,000SH DEFINED 4 18,000
SIEBEL SYS INC COM 82617010 121 700SH DEFINED 6 700
SMITH INTL INC COM 83211010 20,185 179,400SH SOLE 179,400
SOLECTRON CORP COM 83418210 838 14,400SH DEFINED 6 14,400
SOUTHERN CO COM 84258710 1,089 34,500SH DEFINED 2 34,500
ST PAUL COS INC COM 79286010 670 13,500SH DEFINED 6 13,500
SPDR TR UNIT SER 1 78462F10 10,448 47,800SH DEFINED 5 47,800
STILLWATER MNG CO COM 86074Q10 84,621 1,457,175SH SOLE 1,457,175
SUN MICROSYSTEMS INC COM 86681010 11,427 84,000SH DEFINED 6 77,500 6,500
SYBRON INTL CORP COM 87114F10 4,358 103,500SH SOLE 103,500
SYCAMORE NETWORKS INC COM 87120610 337 1,800SH DEFINED 6 1,800
TCF FINL CORP COM 87227510 11,063 320,000SH SOLE 320,000
TD WATERHOUSE GRP INC COM 87236210 38,759 1,067,900SH DEFINED 1 1,055,900 12,000
TANDY CORP COM 87538210 1,024 13,900SH DEFINED 6 13,900
TARGET CORP COM 87612E10 1,172 10,800SH DEFINED 6 10,800
TERADYNE INC COM 88077010 740 6,200SH DEFINED 6 6,200
TEXACO INC COM 88169410 3,535 45,400SH DEFINED 6 41,000 4,400
TEXAS INSTRS INC COM 88250810 242,985 1,046,050SH DEFINED 6 1,042,350 3,700
TEXTRON INC COM 88320310 910 10,300SH DEFINED 5 10,300
TITAN CORP COM 88826610 15,097 203,900SH SOLE 203,900
TRANSOCEAN SEDCO FOREX INC ORD G9007810 736 9,884SH DEFINED 6,7 9,884
TRAVELOCITY COM INC COM 89395310 34,396 815,200SH SOLE 815,200
TRICON GLOBAL RESTAURANTS COM 89595310 119,506 2,650,000SH SOLE 2,650,000
TYCO INTL LTD NEW COM 90212410 33,641 464,600SH DEFINED 6 448,800 15,800
USEC INC COM 90333E10 3,146 468,500SH SOLE 468,500
USX MARATHON GROUP COM NEW 90290582 1,495 39,500SH DEFINED 2 39,500
UNION CARBIDE CORP COM 90558110 1,693 20,000SH SOLE 20,000
UNITED HEALTHCARE CORP COM 91058110 20,265 234,100SH SOLE 234,100
UNITED TECHNOLOGIES CORP COM 91301710 8,568 93,400SH DEFINED 1,2,5,6 93,400
UNIVISION COMMUNICATIONS INC CL A 91490610 869 5,300SH DEFINED 6 5,300
VALASSIS COMMUNICATIONS INC COM 91886610 152 3,150SH DEFINED 5 3,150
VARIAN INC COM 92220610 129,900 2,331,600SH SOLE 2,331,600
VARIAN MED SYS INC COM 92220P10 253,262 3,823,500SH SOLE 3,823,500
VASTAR RES INC COM 92238010 112,623 1,043,900SH SOLE 1,043,900
VENTRO CORP COM 92281510 2,631 32,000SH SOLE 32,000
VERISIGN INC COM 92343E10 15,519 71,500SH SOLE 71,500
VERIO INC COM 92343310 5,639 86,200SH DEFINED 6 80,000 6,200
VERITAS DGC INC COM 92343P10 1,548 37,900SH DEFINED 1 37,900
VICAL INC COM 92560210 4,474 92,000SH SOLE 92,000
VISHAY INTERTECHNOLOGY INC COM 92829810 31,052 384,518SH SOLE 384,518
VODAFONE AIRTOUCH PLC SPONSORED ADR 92857T10 710 8,800SH DEFINED 6 8,800
WAL MART STORES INC COM 93114210 14,350 178,100SH DEFINED 1,5,6 103,500 74,600
DISNEY WALT CO COM DISNEY 25468710 3,466 57,700SH DEFINED 1,6 57,700
WARNACO GROUP INC CL A 93439010 12,498 728,800SH SOLE 728,800
WARNER LAMBERT CO COM 93448810 4,912 34,700SH DEFINED 1,5,6 34,700
WASHINGTON MUT INC COM 93932210 17,701 460,100SH DEFINED 2 447,500 12,600
WASTE MGMT INC DEL COM 94106L10 474 23,844SH DEFINED 2 23,844
WELLS FARGO & CO NEW COM 94974610 582 9,800SH DEFINED 6 9,800
WESCO FINL CORP COM 95081710 13,150 35,520SH SOLE 35,520
WESTERN GAS RES INC COM 95825910 6,403 277,800SH SOLE 277,800
WEYERHAEUSER CO COM 96216610 11,577 139,900SH SOLE 139,900
WHITMAN CORP NEW COM 96647R10 595 29,400SH DEFINED 2 29,400
WYSDOM INC SPEC WTS 265 16,000SH DEFINED 1 16,000
XEROX CORP COM 98412110 849 22,500SH DEFINED 5 22,500
XILINX INC COM 98391910 745 6,200SH DEFINED 6 6,200
I2 TECHNOLOGIES INC COM 46575410 18,625 105,050SH DEFINED 6 104,500 550
724 SOLUTIONS INC COM 81788Q10 5,910 32,700SH DEFINED 1 32,600 100
AIMGLOBAL TECHNOLOGIES INC COM 00900N10 110 6,300SH DEFINED 1 6,300
AT PLASTICS INC COM 00194710 8,354 2,456,942SH SOLE 2,456,942
ATI TECHNOLOGIES INC COM 00194110 71,436 2,774,195SH DEFINED 1,3,5,6 1,973,545 800,650
ABER RESOURCES LTD NEW COM 00291610 2 300SH DEFINED 1 300
ABITIBI-CONSOLIDATED INC COM 00392410 49,708 3,563,279SH DEFINED 2,3,5 3,052,251 511,028
AGNICO EAGLE MINES LTD COM 00847410 2,537 313,200SH SOLE 313,200
AGRIUM INC COM 00891610 2,251 195,722SH DEFINED 2,3 195,722
AIR CDA INC CL A NON VTG 00891130 24,793 1,770,929SH SOLE 1,770,929
ALBERTA ENERGY LTD COM 01287310 25,506 583,004SH DEFINED 1,3,4,5, 98,600 484,404
ALCAN ALUMINIUM LTD NEW COM 01371610 74,641 1,537,400SH DEFINED 1,2,3,4, 1,003,750 533,650
ALLIANCE ATLANTIS COMMUNICATNS CL B NON-VTG 01853E20 17,764 910,950SH DEFINED 1,5 910,950
ALLIANCE FST PRODS INC COM 01859J10 3,607 212,148SH SOLE 212,148
ASIA PACIFIC RESOURCES LTD COM 04490210 255 170,000SH DEFINED 5 170,000
BAE SYS CDA INC COM 05523110 20 1,200SH DEFINED 6 1,200
BCE INC COM 05534B10 1,227,521 6,781,884SH DEFINED 1,3,4,5, 5,588,3841,193,500
BALLARD PWR SYS INC COM 05858H10 65,901 593,700SH DEFINED 1 527,900 65,800
BANK MONTREAL QUE COM 06367110 432,321 8,476,885SH DEFINED 1,2,3,4, 7,722,585 754,300
BARRICK GOLD CORP COM 06790110 99,796 4,435,365SH DEFINED 1,2,3,4, 3,395,6001,039,765
BELL CDA INTL INC COM 07791410 6,245 152,700SH SOLE 152,700
BIOCHEM PHARMA INC COM 09058T10 49,748 1,574,300SH DEFINED 1,3 1,408,800 165,500
BIOMIRA INC COM 09161R10 103 7,000SH DEFINED 6 7,000
BROOKFIELD PPTYS CORP COM 11290010 76,107 4,543,673SH DEFINED 1,2,6 4,005,850 537,823
BULLDOG GROUP INC CL C PFD 1,307 300,000SH SOLE 300,000
GROUPE CGI INC CL A SUB VTG 39945C10 19,727 967,000SH SOLE 967,000
CHC HELICOPTER CORP CL A SUB VTG 12541C20 6,352 1,283,300SH SOLE 1,283,300
CALL-NET ENTERPRISES INC CL B NON-VTG 13091020 42,202 5,242,502SH SOLE 5,242,502
CAMBIOR INC COM 13201L10 309 281,200SH DEFINED 2 281,200
CAMECO CORP COM 13321L10 25,602 1,718,250SH DEFINED 1,2 1,609,850 108,400
CANADIAN 88 ENERGY CORP COM NEW 13566G50 1,967 983,500SH DEFINED 2,5 983,500
CDN IMPERIAL BK OF COMMERCE COM 13606910 506,20612,212,452SH DEFINED 2,3,5,6 11,408,052 804,400
CANADIAN NATL RY CO COM 13637510 141,494 3,699,200SH DEFINED 1,3,4,5 3,224,200 475,000
CANADIAN OCCIDENTAL PETE LTD COM 13642010 33,197 998,400SH DEFINED 1,3,4,5 499,100 499,300
CANADIAN PAC LTD NEW COM 13592310 190,340 5,874,700SH DEFINED 3,4,5 5,201,300 673,400
CEDARA SOFTWARE CORP COM 15064410 8,362 781,500SH DEFINED 1 700,000 81,500
CELESTICA INC SUB VTG SHS 15101Q10 19,950 261,300SH DEFINED 1,3,5,6 261,300
CINRAM INTL INC COM 17252T10 2,877 381,100SH DEFINED 2 381,100
CLEARNET COMMUNICATIONS INC CL A NON-VTG 18490210 156 2,600SH DEFINED 6 2,600
COGNICASE INC COM 19242310 4,085 91,800SH DEFINED 5,6 42,000 49,800
COGNOS INC COM 19244C10 24,989 274,600SH DEFINED 1,2,6 204,500 70,100
COMINCO LTD COM 20043510 10,928 517,900SH DEFINED 1,4,5,6 373,600 144,300
COREL CORPORATION COM 21868Q10 20 1,400SH DEFINED 6 1,400
COTT CORP QUE COM 22163N10 102 13,200SH DEFINED 6 13,200
CREO PRODS INC COM 22560610 71,891 1,135,100SH DEFINED 2 1,118,100 17,000
DENBURY RES INC COM NEW 24791620 159 26,300SH DEFINED 1 26,300
DESCARTES SYS GROUP INC COM 24990610 71,136 1,087,700SH DEFINED 1 875,300 212,400
DIA MET MINERALS LTD CL A SUB VTG 25243K20 5,329 281,200SH SOLE 281,200
DIA MET MINERALS LTD CL B MULTI VTG 25243K30 86 4,400SH DEFINED 6 4,400
DOMTAR INC COM 25756110 27,405 1,826,970SH DEFINED 3,6 1,668,770 158,200
DOREL INDS INC CL B SUB VTG 25822C20 2,921 119,000SH DEFINED 5,6 119,000
EDPERBRASCAN CORP CL A LTD VT SH 28090580 3,693 205,150SH DEFINED 3,4 205,150
ELECTROFUEL INC PRIV PLACE 1,161 50,000SH SOLE 50,000
ELECTROFUEL INC SPEC WTS 17,422 750,000SH SOLE 750,000
ENBRIDGE INC COM 29250N10 230,881 7,839,750SH DEFINED 1,2,3,4 7,377,950 461,800
ENCAL ENERGY LTD COM 29250D10 14,559 2,094,850SH DEFINED 1,6 1,987,800 107,050
EXTENDICARE INC CDA SUB VTG SH 30224T87 384 219,200SH DEFINED 2 219,200
FAHNESTOCK VINER HLDGS INC CL A 30292110 1,132 46,700SH DEFINED 5 46,700
FANTOM TECHNOLOGIES INC COM 30690610 656 43,750SH DEFINED 1 43,750
FIRSTSERVICE CORP SUB VTG SH 33761N10 1,028 63,250SH DEFINED 1 63,250
FOUR SEASONS HOTEL INC LTD VTG SH 35100E10 351 5,400SH DEFINED 6 5,400
GSI LUMONICS INC COM 36229U10 19,064 786,150SH DEFINED 1,2 450,000 336,150
GT GROUP TELECOM INC CL B NON VTG 36235940 18,199 600,500SH SOLE 600,500
GTR GROUP INC COM 36236810 483 166,650SH DEFINED 1 166,650
GILDAN ACTIVEWEAR INC SUB VTG SHS A 37591610 8,604 181,650SH SOLE 181,650
GOLDCORP INC NEW CL A SUB VTG 38095610 3,931 444,200SH DEFINED 2 444,200
GOLDEN STAR RES LTD CDA COM 38119T10 110 67,900SH DEFINED 6 67,900
GULF CDA RES LTD ORD 40218L30 2,316 432,900SH DEFINED 1,3 432,900
HUMMINGBIRD COMMUNICATIONS LTD COM 44544R10 2,993 48,200SH DEFINED 5,6 48,200
ID BIOMEDICAL CORP COM 44936D10 195 29,300SH DEFINED 1 29,300
IPSCO INC COM 46262210 58,108 3,320,450SH DEFINED 2 3,284,550 35,900
IVI CHECKMATE CORP COM 45092810 101 16,150SH DEFINED 1 16,150
IMPERIAL OIL LTD COM NEW 45303840 106,604 3,553,450SH DEFINED 3 3,411,650 141,800
INCO LTD COM 45325840 102,429 3,843,476SH DEFINED 1,3 3,625,489 217,987
INCO LTD CL VBN SH 45325870 5,268 736,750SH SOLE 736,750
INTERTAPE POLYMER GROUP INC COM 46091910 31,802 1,951,050SH DEFINED 1,5,6 1,783,850 167,200
INTRAWEST CORPORATION COM NEW 46091520 70,504 2,837,200SH DEFINED 1,6 2,794,100 43,100
JETFORM CORP COM 47715510 210 20,000SH SOLE 20,000
KINROSS GOLD CORP COM 49690210 274 122,200SH DEFINED 1 122,200
LAIDLAW INC COM 50730K50 1,420 699,400SH DEFINED 2,3,4 699,400
LIONS GATE ENTMNT CORP COM NEW 53591920 665 131,650SH DEFINED 1 131,650
MDC CORP CL A SUBVTGNEW 55267W30 92 5,600SH DEFINED 6 5,600
MACKENZIE FINL CORP COM 55453110 44,381 2,348,200SH DEFINED 1,4,5 1,959,600 388,600
MAGNA INTL INC CL A 55922240 81,056 1,441,000SH DEFINED 1,2,3,4, 1,166,000 275,000
MANULIFE FINL CORP COM 56501R10 224,34210,532,500SH DEFINED 1,2,5 9,841,300 691,200
MERIDIAN GOLD INC COM 58997510 1,022 123,113SH DEFINED 2 123,113
MESSAGINGDIRECT LTD SPEC WTS 3,630 1,667,000SH SOLE 1,667,000
METHANEX CORP COM 59151K10 2,855 974,500SH DEFINED 2,5 974,500
MITEL CORP COM 60671110 29,371 830,850SH DEFINED 1,3,5,6 371,100 459,750
MOORE LTD COM 61578510 12,156 2,272,200SH DEFINED 2,3 1,452,900 819,300
NOVA CHEMICALS CORP COM 66977W10 114,075 4,288,540SH DEFINED 3,5 4,040,652 247,888
NAMIBIAN MINERALS CORP COM 62991310 22 3,300SH DEFINED 6 3,300
NEWBRIDGE NETWORKS CORP COM 65090110 9,881 214,800SH DEFINED 2,3,6 214,800
NORTEL NETWORKS CORP COM 65656910 357,171 1,961,400SH DEFINED 1,3,4,5, 488,5001,472,900
NUMAC ENERGY INC COM 67052A10 2,477 563,000SH DEFINED 2,6 563,000
OPEN TEXT CORP COM 68371510 27,496 637,950SH DEFINED 1,2,6 395,400 242,550
PETRO-CDA COM/VARIBL VTG 71644E10 204,820 8,481,150SH DEFINED 1,2,3,4, 7,485,400 995,750
PETROMET RES LTD COM 71673110 8,895 2,578,400SH DEFINED 1,6 2,519,200 59,200
PHOENIX INTL LIFE SCIENCES INC COM 71891910 3,194 199,600SH DEFINED 2 55,200 144,400
PLACER DOME INC COM 72590610 18,021 1,560,248SH DEFINED 2,3,5 1,000,000 560,248
POTASH CORP SASK INC COM 73755L10 93,355 1,293,900SH DEFINED 1,2,3,5 1,159,500 134,400
PRECISION DRILLING CORP COM 74022D10 7,644 157,450SH DEFINED 1,6 157,450
PREMDOR INC COM 74046P10 8,827 813,550SH DEFINED 1,5,6 539,450 274,100
QLT PHOTOTHERAPEUTICS INC COM 74692710 6,786 85,900SH DEFINED 2 85,900
QUEBECOR PRINTING INC SUB VTG 74792210 94,765 3,562,610SH DEFINED 1,2,3 3,267,810 294,800
REVENUE PPTYS LTD COM NEW 76138940 601 292,950SH DEFINED 1 292,950
RIO ALGOM LTD COM 76688910 3,373 211,500SH DEFINED 1 8,300 203,200
ROGERS CANTEL MOBILE COMMN CL B RSTRG VTG 77510220 59,173 1,011,500SH DEFINED 6 1,007,200 4,300
ROGERS COMMUNICATIONS INC CL B 77510920 49,839 1,159,050SH DEFINED 1,3,6 854,950 304,100
ROYAL BK CDA MONTREAL QUE COM 78008710 544,533 8,007,832SH DEFINED 1,3,4,5 7,256,232 751,600
ROYAL GROUP TECHNOLOGIES LTD SUB VTG SH 77991510 55,018 1,746,600SH DEFINED 1 1,646,600 100,000
RUSSEL METALS INC COM 78190360 814 203,600SH DEFINED 6 203,600
ST LAURENT PAPERBOARD INC COM 79090710 2,653 95,600SH DEFINED 5,6 95,600
SYNSORB BIOTECH INC COM 87160V10 506 69,250SH DEFINED 1 69,250
SEAGRAM LTD COM 81185010 194,922 2,263,900SH DEFINED 1,3,4,5, 1,665,800 598,100
SHAW COMMUNICATIONS INC CL B CONV 82028K20 21,758 557,900SH DEFINED 3,6 349,200 208,700
SUNCOR ENERGY INC COM 86722910 466,268 7,418,750SH DEFINED 1,2,3,4, 7,067,150 351,600
TLC LASER EYE CENTERS INC COM 87255E10 41,741 2,878,700SH SOLE 2,878,700
TALISMAN ENERGY INC COM 87425E10 97,812 2,365,461SH DEFINED 1,2,3,5, 1,656,881 708,580
TELEGLOBE INC COM 87941V10 5,412 137,000SH DEFINED 3 137,000
TELESYSTEM INTL WIRELESS INC SUB VTG SHS 87994610 18,381 348,450SH DEFINED 1 330,000 18,450
TESMA INTL INC CL A SUB VTG 88190810 2,066 110,200SH DEFINED 1 63,900 46,300
TORONTO DOMINION BK ONT COM NEW 89116050 833,36321,702,150SH DEFINED 1,2,3,4,19,984,2001,717,950
TRANSCANADA PIPELINES LTD COM 89352610 189,22017,767,135SH DEFINED 3,4,5 16,662,0511,105,084
TRIZEC HAHN CORP SUB VTG 89693810 25,961 1,185,440SH DEFINED 2,5 859,740 325,700
UNITED DOMINION INDS LTD COM 90991410 7,159 282,400SH DEFINED 3,6 235,300 47,100
VASOGEN INC COM 92232F10 2,026 208,900SH DEFINED 1 208,900
VISIBLE GENETICS INC COM 92829S10 1,359 25,300SH DEFINED 1 25,300
VITRAN INC COM 92850E10 2,269 394,600SH SOLE 394,600
WESCAST INDS INC CL A SUB VTG 95081310 2,553 80,400SH DEFINED 5 36,400 44,000
WESTCOAST ENERGY INC COM 95751D10 102,791 4,238,810SH DEFINED 3,4,6 4,052,010 186,800
WESTERN STAR TRUCKS HLDGS LTD COM 95960H10 79 3,700SH DEFINED 6 3,700
WORLD HEART CORP COM 98090510 236 12,900SH DEFINED 1 12,900
TELEFONICA DE ARGENTINA S A SPON ADR CL B 87937820 1,112 19,513SH DEFINED 7 19,513
NEWS CORP LTD SP ADR PFD 65248780 190,362 2,746,000SH DEFINED 7 2,741,900 4,100
NEWS CORP LTD ADR NEW 65248770 1,309 16,025SH DEFINED 5 16,025
WMC LTD SPONSORED ADR 92894710 693 30,800SH DEFINED 5 30,800
IPC HLDGS LTD ORD G4933P10 22,615 1,298,100SH SOLE 1,298,100
PARTNERRE LTD COM G6852T10 45,962 860,000SH SOLE 860,000
RENAISSANCE RE HLDGS LTD COM G7496G10 13,589 229,000SH SOLE 229,000
ARACRUZ CELULOSE S A SPON ADR CL B 03849620 877 28,500SH DEFINED 6,7 28,500
COMPANHIA PARANAENSE ENERG COP SPON ADR PFD 20441B40 601 48,700SH DEFINED 6 48,700
COMPANHIA BRASILEIRA DE DISTRB ADR 20440T20 3,421 65,920SH SOLE 65,920
EMBRATEL PARTICIPACOES S A SPON ADR PFD 29081N10 4,051 108,900SH DEFINED 6 88,000 20,900
TELE CENTRO SUL PART S A SPON ADR PFD 87923910 553 4,700SH DEFINED 6 4,700
TELESTE CELULAR PART S A SPON ADR PFD 87943B10 1,307 15,000SH SOLE 15,000
TELE NORTE LESTE PART S A SPON ADR PFD 87924610 10,591 274,000SH SOLE 274,000
TELE SUDESTE CELULAR PART S A SPON ADR PFD 87925210 188 2,600SH DEFINED 5 2,600
TELECOMUNICACOES DE SAO PAULO SPON ADR PFD 87929A10 3,444 79,900SH SOLE 79,900
UNIBANCO-UNIAO DE BANCOS BRASL GDR REP PFD UT 90458E10 4,195 91,000SH SOLE 91,000
COMPANIA DE TELECOMUNICS CHILE SPON ADR NEW 20444930 2,688 81,380SH DEFINED 7 60,680 20,700
CRISTABERIAS DE CHILE S A SPONSORED ADR 22671410 568 21,000SH DEFINED 6 21,000
SOCIEDAD QUIMICA Y MINERA DE SPONSORED ADR 83363610 1 22SH SOLE 22
VINA CONCHA Y TORO S A SPONSORED ADR 92719110 442 7,900SH DEFINED 6 7,900
CHINA TELECOM HONG KONG LTD SPONSORED ADR 16942810 1,257 4,885SH DEFINED 5,6 4,885
NOKIA CORP SPONSORED ADR 65490220 183,486 581,750SH DEFINED 1,5 557,250 24,500
ALCATEL SPONSORED ADR 01390430 2,307 36,275SH DEFINED 5 36,275
TOTAL FINA S A SPONSORED ADR 89151E10 3,019 28,246SH DEFINED 5 28,246
DAIMLERCHRYSLER AG ORD D1668R12 25,503 268,447SH SOLE 268,447
MAGYAR TAVKOZLESI RT SPONSORED ADR 55977610 4,244 65,500SH DEFINED 5 60,000 5,500
ICICI LTD SPONSORED ADR 44926P20 1,715 51,930SH DEFINED 6 51,930
INFOSYS TECHNOLOGIES LTD SPONSORED ADR 45378810 474 1,690SH DEFINED 6 1,690
PERUSAHAAN PERS INDO SATELLITE SPONSORED ADR 71568010 587 23,800SH DEFINED 7 23,800
ELAN PLC ADR 28413120 6,386 92,600SH DEFINED 7 41,000 51,600
IONA TECHNOLOGIES PLC SPONSORED ADR 46206P10 29,286 272,600SH SOLE 272,600
CHECK POINT SOFTWARE TECH LTD ORD M2246510 720 2,900SH DEFINED 6 2,900
GILAT SATELLITE NETWORKS LTD ORD M5147410 409 2,400SH DEFINED 5 2,400
ORBOTECH LTD ORD M7525310 687 5,570SH DEFINED 5,6 5,570
TEVA PHARMACEUTICAL INDS LTD ADR 88162420 1,203 22,212SH DEFINED 7 22,212
FILA HLDG SPA SPONSORED ADR 31685010 509 47,543SH DEFINED 7 47,543
CANON INC ADR 13800630 1,280 20,450SH DEFINED 5 20,450
FUJI PHOTO FILM LTD ADR 35958630 1,188 18,600SH DEFINED 7 18,600
HITACHI LIMITED ADR 10 COM 43357850 1,062 6,000SH DEFINED 7 6,000
HONDA MOTOR LTD AMERN SHS 43812830 1,560 13,225SH DEFINED 5 13,225
NIPPON TELEG & TEL CORP SPONSORED ADR 65462410 2,809 24,550SH DEFINED 5 24,550
SONY CORP ADR NEW 83569930 2,052 5,045SH DEFINED 5,7 5,045
KOREA ELECTRIC PWR SPONSORED ADR 50063110 1,662 72,400SH DEFINED 7 72,400
KOREA TELECOM SPONSORED ADR 50063P10 4,177 65,770SH DEFINED 1,5,6,7 65,770
POHANG IRON & STL LTD SPONSORED ADR 73045010 2,978 74,592SH DEFINED 1,5,6,7 74,592
SK TELECOM LTD SPONSORED ADR 78440P10 11,155 197,020SH DEFINED 1 187,020 10,000
CEMEX S A WT EXP 121302 15129087 5 972SH DEFINED 6 972
CEMEX S A SPON ADR 5 ORD 15129088 2,613 79,555SH DEFINED 6 64,000 15,555
FOMENTO ECONOMICO MEXICANO SA SPON ADR UNITS 34441910 386 5,900SH DEFINED 6 5,900
GRUPO TELEVISA SA DE CV SP ADR REP ORD 40049J20 6,158 62,375SH DEFINED 5,6 47,200 15,175
TELEFONOS DE MEXICO S A SPON ADR ORD L 87940378 11,429 117,500SH DEFINED 6 101,300 16,200
TUBOS DE ACERO DE MEXICO S A ADR NEW 89859250 475 20,000SH DEFINED 6 20,000
ASM LITHOGRAPHY HLDG N V N Y SHS N0705911 1,801 11,100SH DEFINED 1 11,100
AKZO NOBEL NV SPONSORED ADR 01019930 1,663 26,600SH DEFINED 5 26,600
GUCCI GROUP N V COM NY REG 40156610 955 7,400SH DEFINED 6 7,400
KONINKLIJKE PHILIPS ELECTRS NV SPON ADR NEW 50047220 13,679 55,000SH SOLE 55,000
ROYAL DUTCH PETE CO NY REG GLD1.25 78025780 652 7,800SH DEFINED 6 7,800
COMPANIA DE MINAS BUENAVENTURA SPON ADR SER B 20444810 3,039 119,600SH DEFINED 5,6 67,000 52,600
PHILIPPINE LONG DISTANCE TEL SPONSORED ADR 71825260 10,860 341,000SH DEFINED 7 320,000 21,000
NETIA HLDGS S A SPONSORED ADR 64114B10 1,016 20,000SH DEFINED 6 20,000
GOLDEN TELECOM INC COM 38122G10 495 7,500SH DEFINED 6 7,500
ANGLOGOLD LTD SPONSORED ADR 03512820 2,094 60,090SH DEFINED 7 60,090
DE BEERS CONS MINES LTD ADR DEFD 24025330 8,725 262,000SH SOLE 262,000
BANCO SANTANDER CENT HISPANO ADR 05964H10 1,729 111,444SH DEFINED 5 111,444
TELEFONICA S A SPONSORED ADR 87938220 455 4,200SH DEFINED 5 4,200
ERICSSON L M TEL CO ADR CL B SEK10 29482140 8,390 61,600SH DEFINED 5 45,000 16,600
GIGAMEDIA LTD ORD Y2711Y10 4,726 60,000SH SOLE 60,000
ASTRAZENECA PLC SPONSORED ADR 04635310 819 13,935SH DEFINED 5 13,935
DIAGEO P L C SPON ADR NEW 25243Q20 1,746 39,915SH DEFINED 5 15,000 24,915
HSBC HLDGS PLC SPON ADR NEW 40428040 1,986 22,450SH DEFINED 5 22,450
SHELL TRANS & TRADING PLC NEW YRK SH NEW 82270360 1,275 17,900SH DEFINED 7 17,900
SMITHKLINE BEECHAM PLC ADR REP ORD 83237830 2,992 31,200SH DEFINED 5 31,200
GRAND TOTAL 16,484,301
The Fair Market Values are reported to the nearest thousand dollars as at March 31, 2000
The Fair Market Values are reported in Canadian terms, using an exchange rate of $1.00 U.S.
being equivalent to $1.45 Canadian as at March 31, 2000.
</TABLE>
