UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F
FORM 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: June 30, 1999
Check here if Amendment [ ]; Amendment Number:
This Amendment (Check only one): [ ] is a restatement.
[ ] adds new holdings entries.
Institutional Investment Manager Filing this Report:
Name: Mackenzie Financial Corporation
Address: 150 Bloor Street West
Suite 815
Toronto, Ontario M5S 3B5
13F File Number: 28-5178
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: Peter Hendrick
Title: Chief Investment Officer
Phone: (416) 922-5322
Signature, Place, and Date of Signing:
Peter Hendrick Toronto, Ontario August 13, 1999
Report Type (Check only one):
[XXXX] 13F HOLDINGS REPORT
[ ] 13F NOTICE
[ ] 13F COMBINATION REPORT.
List of Other Managers Reporting for this Manager:
I AM SIGNING THIS REPORT AS REQUIRED BY THE SECURITIES EXCHANGE ACT OF
1934.
Peter Hendick
Chief Investment Officer
FORM 13F SUMMARY PAGE
Report Summary:
Number of Other Included Managers: 1
Form 13F Information Table Entry Total: 910
Form 13F Information Table Value Total: $7,064,008
List of Other Included Managers:
No. 13F File Number Name
02 28-2609 Mackenzie Investment Management Inc.
AS AT: JUNE 30, 1999
13F REPORT FOR MACKENZIE FINANCIAL CORPORATION AND MACKENZIE INVESTMENT
MANAGEMENT INC.
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U.S Mkt. Number SH/ Investment Other Voting
Name Cusip (x1000) of shares PRN Discretion Manager Authority
4FRONT TECHNOLOGIES, INC. 351042106 247 25,000 SH SHARED-DEFINED 02 SOLE
A. SCHULMAN INC. 808194104 11,569 673,100 SH SOLE SOLE
A.F.P. PROVIDA S.A. - ADR 00709P108 658 29,900 SH SOLE SOLE
A.G. EDWARDS INC. 281760108 17,038 528,300 SH SOLE SOLE
A.G. EDWARDS, INC. 281760108 1,129 35,000 SH SHARED-DEFINED 02 SOLE
ABACUS DIRECT CORP COM 002553105 2,772 30,300 SH SHARED-DEFINED 02 SOLE
ABACUS DIRECT CORPORATION 002553105 2,544 27,800 SH SOLE SOLE
ABBOTT LABORATORIES 002824100 11,421 251,000 SH SOLE SOLE
ABBOTT LABS COM 002824100 4,623 101,600 SH SHARED-DEFINED 02 SOLE
ABER RESOURCES LTD. 002916104 6,607 771,900 SH SOLE SOLE
ABERCROMBIE & FITCH CO. 002896207 1,843 38,400 SH SHARED-DEFINED 02 SOLE
ABERCROMBIE & FITCH CO. CL. A 002896207 1,680 35,000 SH SOLE SOLE
ABITIBI-CONSOLIDATED INC. 003924107 15,522 1,351,972 SH SOLE SOLE
ABOUT.COM, INC. 003736105 420 8,100 SH SHARED-DEFINED 02 SOLE
ACTION PERFORMANCE COMPANIES, INC. 004933107 2,010 60,900 SH SHARED-DEFINED 02 SOLE
ACTION PERFORMANCE COS INC 004933107 8,550 259,100 SH SOLE SOLE
ACTUATE CORPORATION 00508B102 1,208 45,600 SH SHARED-DEFINED 02 SOLE
ACTUATE CORPORATION 00508B102 2,279 86,000 SH SOLE SOLE
ADAPTEC INC. 00651F108 6,328 179,200 SH SOLE SOLE
ADOBE SYSTEMS INCORPORATED 00724F101 2,054 25,000 SH SHARED-DEFINED 02 SOLE
ADVANCED ENERGY INDUSTRIES INC. 007973100 8,360 206,100 SH SOLE SOLE
ADVANCED FIBRE COMMUNICATION 00754A105 592 37,900 SH SOLE SOLE
ADVANTAGE LEARNING SYSTEMS INC. 00757K100 1,133 51,200 SH SHARED-DEFINED 02 SOLE
ADVANTAGE LEARNING SYSTEMS INC. 00757K100 1,316 59,500 SH SOLE SOLE
AETNA INC 008117103 72 800 SH SOLE SOLE
AFP PROVIDA 00709P108 1,131 51,400 SH SHARED-DEFINED 02 SOLE
AGNICO-EAGLE MINES LTD. 008474108 13,804 2,232,900 SH SOLE SOLE
AGRIUM INC 008916108 12,619 1,439,957 SH SOLE SOLE
AIR CANADA CLASS A N.V. SHARES 008911307 971 275,000 SH SOLE SOLE
AK STEEL HOLDING CORP 001547108 160 7,100 SH SOLE SOLE
AKZO NOBEL NV SPON 010199305 17 400 SH SHARED-DEFINED 02 SOLE
ALBERTA ENERGY COMPANY LTD. 012873105 7,607 236,740 SH SOLE SOLE
ALBERTO-CULVER CO. CL. A 013068200 5,204 228,100 SH SOLE SOLE
ALCAN ALUMINIUM LIMITED 013716105 91,777 2,889,725 SH SOLE SOLE
ALCATEL SA ADR 013904305 199 7,000 SH SHARED-DEFINED 02 SOLE
ALCOA INC. 013817101 316 5,100 SH SOLE SOLE
ALGOMA STEEL INC. 01566M105 3,551 2,513,300 SH SOLE SOLE
ALGOS PHARMACEUTICAL 015869100 552 25,000 SH SHARED-DEFINED 02 SOLE
ALGOS PHARMACEUTICAL CORP. 015869100 971 44,000 SH SOLE SOLE
ALKERMES INC 01642T108 1,004 43,400 SH SOLE SOLE
ALKERMES INC COM 01642T108 1,068 46,200 SH SHARED-DEFINED 02 SOLE
ALLIANCE FOREST PRODUCTS INC. 01859J108 19,573 1,587,400 SH SOLE SOLE
ALLIEDSIGNAL INC 019512102 2,520 40,000 SH SHARED-DEFINED 02 SOLE
ALLIED-SIGNAL INC. 019512102 25,502 404,800 SH SOLE SOLE
ALLSTATE CORP 020002101 104 2,900 SH SOLE SOLE
ALLTEL CORP. 020039103 2,653 37,100 SH SOLE SOLE
ALLTEL CORPORATION 020039103 5,491 76,800 SH SHARED-DEFINED 02 SOLE
ALTERA CORP COM 021441100 6,029 163,800 SH SHARED-DEFINED 02 SOLE
ALTERA CORPORATION 021441100 12,075 328,000 SH SOLE SOLE
AMAZON.COM INC. 023135106 638 5,100 SH SOLE SOLE
AMAZON.COM, INC. 023135106 213 1,700 SH SHARED-DEFINED 02 SOLE
AMB PROPERTY CORP 00163T109 188 8,000 SH SOLE SOLE
AMBAC FINANCIAL GROUP INC COM 023139108 1,142 20,000 SH SHARED-DEFINED 02 SOLE
AMERICA ONLINE INC 02364J104 4,898 44,330 SH SOLE SOLE
AMERICA ONLINE, INC. 02364J104 5,978 54,100 SH SHARED-DEFINED 02 SOLE
AMERICAN EAGLE OUTFITTERS INC COM 02553E106 1,593 35,000 SH SHARED-DEFINED 02 SOLE
AMERICAN EXPRESS CO. 025816109 65,622 504,300 SH SOLE SOLE
AMERICAN HOME PRODUCTS CORP. 026609107 1,190 20,700 SH SOLE SOLE
AMERICAN HOME PRODUCTS CORPORATION 026609107 4,180 72,700 SH SHARED-DEFINED 02 SOLE
AMERICAN INTERNATIONAL GROUP INC. 026874107 562 4,800 SH SOLE SOLE
AMERICAN INTL GROUP INC COM 026874107 1,323 11,300 SH SHARED-DEFINED 02 SOLE
AMERICAN POWER CONVERSION CORP. 029066107 18,008 894,800 SH SOLE SOLE
AMERICAN PWR CONVERSION CORP COM 029066107 5,706 283,600 SH SHARED-DEFINED 02 SOLE
AMGEN INC. 031162100 12,126 199,200 SH SOLE SOLE
AMR CORP. 001765106 1,112 16,300 SH SOLE SOLE
ANESTA CORP COM 034603100 1,150 56,300 SH SHARED-DEFINED 02 SOLE
ANESTA CORP. 034603100 8,502 416,000 SH SOLE SOLE
ANGLO AMERICAN PLC 03485P102 21,184 443,644 SH SHARED-DEFINED 02 SOLE
ANGLOGOLD LIMITED SPONS ADR 035128206 4,584 213,228 SH SOLE SOLE
ANHEUSER BUSCH COS. INC. 035229103 915 12,900 SH SOLE SOLE
ANHEUSER-BUSCH COMPANIES, INC 035229103 4,582 64,600 SH SHARED-DEFINED 02 SOLE
APARTMENT INVEST & MGMT CO 03748R101 201 4,700 SH SOLE SOLE
APOLLO GROUP INC CL A 037604105 1,867 70,300 SH SHARED-DEFINED 02 SOLE
APOLLO GROUP INC CLASS A 037604105 11,309 425,735 SH SOLE SOLE
APPLE COMPUTER INC. 037833100 28 600 SH SOLE SOLE
APPLIED MATERIALS INC 038222105 2,054 27,800 SH SOLE SOLE
APPLIED MATERIALS INC. 038222105 2,763 37,400 SH SHARED-DEFINED 02 SOLE
APPLIED MICRO CIRCUITS 03822W109 263 3,200 SH SHARED-DEFINED 02 SOLE
APPLIED MICRO CIRCUITS CORP 03822W109 790 9,600 SH SOLE SOLE
ARACRUZ CELULOSE S A ADR CL B 038496204 1,278 58,100 SH SOLE SOLE
ARACRUZ CELULOSE S.A. 038496204 39 1,750 SH SHARED-DEFINED 02 SOLE
ARCHER DANIELS MIDLAND CO. 039483102 41,296 2,675,040 SH SOLE SOLE
ARMCO INC. 042170100 9,353 1,411,700 SH SOLE SOLE
ARTISAN COMPONENTS INC 042923102 129 11,100 SH SHARED-DEFINED 02 SOLE
ARTISAN COMPONENTS INC 042923102 684 58,800 SH SOLE SOLE
ASA LIMITED 002050102 53 3,200 SH SOLE SOLE
ASARCO INC. 043413103 28 1,500 SH SOLE SOLE
ASHANTI GOLDFIELDS CO. LTD GDR 043743202 3,032 437,009 SH SOLE SOLE
ASIA PULP & PAPER - ADR 04516V100 144 15,000 SH SOLE SOLE
ASIA PULP & PAPER - ADR WRTS 2000/07/27 04516V209 8 3,000 SH SOLE SOLE
ASIA PULP & PAPER ADR 04516V100 162 16,800 SH SHARED-DEFINED 02 SOLE
ASIA PULP AND PAPER WARRANTS 7/00 04516V209 9 3,360 SH SHARED-DEFINED SOLE
ASIA SATELLITE TELECOMMUNCNT SPON 04516X106 92 4,000 SH SHARED-DEFINED 02 SOLE
ASM LITHOGRAPHY HLD NV N07059111 1,276 21,500 SH SHARED-DEFINED 02 SOLE
ASM LITHOGRAPHY HOLDING NV N07059111 8,871 149,400 SH SOLE SOLE
AT & T CORP 001957109 4,532 81,200 SH SHARED-DEFINED 02 SOLE
AT HOME CORP (US) 045919107 1,488 27,600 SH SHARED-DEFINED 02 SOLE
AT HOME CORP-SER A 045919107 1,812 33,600 SH SOLE SOLE
AT&T CORP. 001957109 9,276 166,200 SH SOLE SOLE
ATLANTIC RICHFIELD CO. 048825103 510 6,100 SH SOLE SOLE
ATLANTIC RICHFIELD COMPANY 048825103 3,150 37,700 SH SHARED-DEFINED 02 SOLE
AUTODESK INC 052769106 5,660 191,450 SH SOLE SOLE
AUTOMATIC DATA PROCESSING 053015103 185 4,200 SH SOLE SOLE
AVID TECHNOLOGY 05367P100 52,056 3,228,300 SH SOLE SOLE
AVON PRODUCTS INC. 054303102 389 7,000 SH SOLE SOLE
AVON PRODUCTS, INC. 054303102 3,152 56,800 SH SHARED-DEFINED 02 SOLE
AVX CORPORATION 002444107 8,531 350,000 SH SOLE SOLE
AZCO MINING INC. 054774104 173 200,000 SH SOLE SOLE
BAKER HUGHES INC. 057224107 124 3,700 SH SOLE SOLE
BALDOR ELECTRIC CO. 057741100 32,424 1,601,166 SH SOLE SOLE
BALLARD MEDICAL PRODUCTS 058566100 1,166 50,000 SH SHARED-DEFINED 02 SOLE
BALLARD POWER SYSTEMS INC. 05858H104 5,388 169,300 SH SOLE SOLE
BANCO FRANCES RIO SP ADR 059591107 19 1,000 SH SHARED-DEFINED 02 SOLE
BANCO GALICIA Y BUENO SP ADR 059538207 26 1,308 SH SHARED-DEFINED 02 SOLE
BANCO SANTANDER CHILE SPON 05965F108 33 2,100 SH SHARED-DEFINED 02 SOLE
BANCO SANTANDER-CHILE-SP-ADR 05965F108 636 41,000 SH SOLE SOLE
BANCO WIESE SPON 059651109 8 7,200 SH SHARED-DEFINED 02 SOLE
BANCO WIESE-SPONSORED ADR 059651109 141 118,800 SH SOLE SOLE
BANCOLOMBIA S.A. SPONS. ADR 05968L102 124 26,000 SH SOLE SOLE
BANCOLOMBIA S.A. SPONSORED ADR 05968L102 137 28,800 SH SHARED-DEFINED 02 SOLE
BANK OF AMERICA CORP. 060505104 807 11,010 SH SOLE SOLE
BANK OF AMERICA CORPORATION 060505104 1,730 23,600 SH SHARED-DEFINED 02 SOLE
BANK OF MONTREAL 063671101 281,494 7,745,000 SH SOLE SOLE
BANK OF NEW YORK CO INC 064057102 2,462 67,100 SH SOLE SOLE
BANK ONE CORP 06423A103 573 9,622 SH SOLE SOLE
BANK ONE CORPORATION 06423A103 1,692 28,400 SH SHARED-DEFINED 02 SOLE
BANKBOSTON CORPORATION 06605R106 4,448 87,000 SH SOLE SOLE
BARCLAYS PLC ADR 06738E204 60 500 SH SHARED-DEFINED 02 SOLE
BARRICK GOLD CORPORATION 067901108 15,979 828,200 SH SOLE SOLE
BATTLE MOUNTAIN CANADA LTD. 071900104 10,394 4,371,500 SH SOLE SOLE
BATTLE MOUNTAIN GOLD CO. CL A 071593107 12 5,000 SH SOLE SOLE
BAUSCH & LOMB INC 071707103 14,535 190,000 SH SOLE SOLE
BAXTER INTERNATIONAL, INC. 071813109 97 1,600 SH SOLE SOLE
BCE INC. 05534B109 250,309 5,135,250 SH SOLE SOLE
BCE MOBILE COMMUNICATIONS INC. 05534G108 15,205 497,370 SH SOLE SOLE
BECTON DICKINSON & COMPANY 075887109 3,240 108,000 SH SOLE SOLE
BELL ATLANTIC CORP 077853109 3,870 59,200 SH SHARED-DEFINED 02 SOLE
BELL ATLANTIC CORP 077853109 928 14,200 SH SOLE SOLE
BELLSOUTH CORP 079860102 806 17,200 SH SOLE SOLE
BELLSOUTH CORP COM 079860102 3,778 80,600 SH SHARED-DEFINED 02 SOLE
BERKSHIRE HATHAWAY INC - CL A 084670108 404,751 5,849 SH SOLE SOLE
BERKSHIRE HATHAWAY INC - CL B 084670207 5,775 2,568 SH SOLE SOLE
BEST SOFTWARE INC 086579109 575 35,700 SH SHARED-DEFINED 02 SOLE
BEST SOFTWARE INC 086579109 1,074 66,600 SH SOLE SOLE
BETHLEHEM STEEL CORPORATION 087509105 4,656 605,700 SH SOLE SOLE
BFC CONSTRUCTION CORPORATION 054938105 6,004 785,600 SH SOLE SOLE
BIOCHEM PHARMA INC. 09058T108 10,782 576,100 SH SOLE SOLE
BIRMINGHAM STEEL CORP 091250100 21 5,000 SH SOLE SOLE
BJ'S WHOLESALE CLUB INC. 05548J106 5,772 192,000 SH SOLE SOLE
BLYTH INDS INC COM 09643P108 655 19,050 SH SHARED-DEFINED 02 SOLE
BLYTH INDUSTRIES INC. 09643P108 593 17,250 SH SOLE SOLE
BMC SOFTWARE INC 055921100 751 13,900 SH SOLE SOLE
BMC SOFTWARE, INC. 055921100 621 11,500 SH SHARED-DEFINED 02 SOLE
BOEING CO. 097023105 202 4,600 SH SOLE SOLE
BRASIL DISTR PAO ACU-ADR 20440T201 25 1,335 SH SOLE SOLE
BRE PROPERTIES 05564E106 143 5,500 SH SOLE SOLE
BRIGGS & STRATTON CORPORATION 109043109 1,675 29,000 SH SHARED-DEFINED 02 SOLE
BRISTOL MYERS SQUIBB CO COM 110122108 4,198 59,600 SH SHARED-DEFINED 02 SOLE
BRISTOL-MYERS SQUIBB 110122108 5,198 73,800 SH SOLE SOLE
BROADCAST.COM INC. 111310108 1,296 9,700 SH SHARED-DEFINED 02 SOLE
BROADCAST.COM INC. 111310108 1,683 12,600 SH SOLE SOLE
BROADCOM CORP CL. A 111320107 766 5,300 SH SOLE SOLE
BROADCOM CORPORATION 111320107 275 1,900 SH SHARED-DEFINED 02 SOLE
BROADVISION INC. 111412102 885 12,000 SH SOLE SOLE
BROADVISION, INC. 111412102 310 4,200 SH SHARED-DEFINED 02 SOLE
BUSINESS OBJECTS S.A. ADR 12328X107 2,190 60,000 SH SOLE SOLE
CADBURY SCHWEPPES PLC ADR 127209302 22,898 860,162 SH SHARED-DEFINED 02 SOLE
CAIS INTERNET INC 12476Q102 24 1,300 SH SOLE SOLE
CAIS INTERNET, INC. 12476Q102 13 700 SH SHARED-DEFINED 02 SOLE
CALGON CARBON CORP. 129603106 30 5,000 SH SOLE SOLE
CALL-NET ENTERPRISES INC. CL. B NVS 130910201 623 98,656 SH SOLE SOLE
CAMBIOR INC. 13201L103 1,388 430,000 SH SOLE SOLE
CAMCO INC. 132626102 410 90,000 SH SOLE SOLE
CAMECO CORP. 13321L108 2,718 129,500 SH SOLE SOLE
CAMPBELL RESOURCES INC. 134422104 329 1,139,375 SH SOLE SOLE
CAMPBELL SOUP CO 134429109 76 1,700 SH SOLE SOLE
CANADA SOUTHERN PETROLEUM LTD. RVS 135231108 2,611 375,000 SH SOLE SOLE
CANADIAN IMPERIAL BANK OF COMMERCE 136069101 67,677 2,838,200 SH SOLE SOLE
CANADIAN MARCONI COMPANY 136357100 1,061 90,000 SH SOLE SOLE
CANADIAN OCCIDENTAL PETROLEUM LTD. 136420106 2,235 138,500 SH SOLE SOLE
CANADIAN PACIFIC LIMITED 135923100 8,283 348,350 SH SOLE SOLE
CANTV CIA ANONIMA TELEF - ADR 204421101 283 10,400 SH SHARED-DEFINED 02 SOLE
CARNIVAL CORPORATION 143658102 4,996 103,000 SH SOLE SOLE
CARRIER ACCESS CORP 144460102 1,494 34,100 SH SOLE SOLE
CARRIER ACCESS CORPORATION 144460102 718 16,400 SH SHARED-DEFINED 02 SOLE
CATERPILLAR INC. 149123101 126 2,100 SH SOLE SOLE
CBS CORPORATION 12490K107 135 3,100 SH SOLE SOLE
CBT GROUP PLC SP.ADR 124853300 1,426 86,400 SH SOLE SOLE
CBT GROUP PUB LTD SPON 124853300 1,554 94,200 SH SHARED-DEFINED 02 SOLE
CELESTICA INC. 15101Q108 12,978 299,900 SH SOLE SOLE
CENDANT CORP 151313103 41 2,000 SH SOLE SOLE
CHANCELLOR MEDIA CORP 158915108 2,426 44,000 SH SOLE SOLE
CHASE MANHATTAN CORP (NEW) 16161A108 632 7,300 SH SOLE SOLE
CHASE MANHATTAN CORP NEW COM 16161A108 2,425 28,000 SH SHARED-DEFINED 02 SOLE
CHEESECAKE FACTORY (THE) 163072101 671 22,000 SH SOLE SOLE
CHEVRON CORP. 166751107 866 9,100 SH SOLE SOLE
CHEVRON CORPORATION 166751107 3,103 32,600 SH SOLE SOLE
CHILGENER SA ADR 168894103 146 8,244 SH SOLE SOLE
CHIREX INC 170038103 2,823 87,900 SH SHARED-DEFINED 02 SOLE
CHIREX INC. 170038103 2,599 80,900 SH SOLE SOLE
CIA PARANAENSE DE ENERGETICA ADR 20441B407 704 84,000 SH SOLE SOLE
CIA TELECOM CHILE SP.ADR 204449300 1,102 44,975 SH SOLE SOLE
CIGNA CORP 125509109 178 2,000 SH SOLE SOLE
CINCINNATI FINANCIAL CORP. 172062101 1,893 50,400 SH SOLE SOLE
CINRAM INTERNATIONAL INC. 17252T105 11,297 1,162,900 SH SOLE SOLE
CISCO SYS INC COM 17275R102 18,234 282,700 SH SHARED-DEFINED 02 SOLE
CISCO SYSTEMS INC. 17275R102 8,450 131,000 SH SOLE SOLE
CITIGROUP INC. 172967101 28,180 593,264 SH SOLE SOLE
CITRIX SYS INC COM 177376100 3,921 69,400 SH SHARED-DEFINED 02 SOLE
CITRIX SYSTEMS INC. 177376100 15,142 268,000 SH SOLE SOLE
CMGI INC 125750109 696 6,100 SH SOLE SOLE
CNET INC 125945105 1,815 31,500 SH SHARED-DEFINED 02 SOLE
CNET INC. 125945105 1,913 33,200 SH SOLE SOLE
COCA - COLA COMPANY 191216100 1,750 28,000 SH SHARED-DEFINED 02 SOLE
COCA-COLA COMPANY 191216100 856 13,700 SH SOLE SOLE
COEUR D'ALENE MINES 192108108 4,216 911,500 SH SOLE SOLE
COGNEX CORP. 192422103 6,313 200,000 SH SOLE SOLE
COGNOS INCORPORATED 19244C109 23,689 1,077,880 SH SOLE SOLE
COLGATE-PALMOLIVE CO. 194162103 9,520 96,400 SH SOLE SOLE
COLGATE-PALMOLIVE COMPANY 194162103 3,259 33,000 SH SHARED-DEFINED 02 SOLE
COLUMBIA HCA HEALTHCARE CORP 197677107 52 2,300 SH SOLE SOLE
COMAIR HOLDINGS INC. 199789108 832 40,000 SH SHARED-DEFINED 02 SOLE
COMERICA INC COM 200340107 891 15,000 SH SHARED-DEFINED 02 SOLE
COMINCO LTD. 200435105 17,731 1,048,220 SH SOLE SOLE
COMMERCE GROUP INC 200641108 15,542 637,600 SH SOLE SOLE
COMPANIA DE TELECOMUNICS CHILE SPNS 204449300 713 28,825 SH SHARED-DEFINED 02 SOLE
COMPAQ COMPUTER CORP. 204493100 740 31,250 SH SOLE SOLE
COMPS.COM INC 204679104 226 30,700 SH SOLE SOLE
COMPS.COM, INC 204679104 128 17,300 SH SHARED-DEFINED 02 SOLE
COMPUTALOG LTD. 204908305 1,783 250,000 SH SOLE SOLE
COMPUTER ASSOCIATES INTERNATIONAL INC 204912109 8,863 161,150 SH SOLE SOLE
COMVERSE TECHNOLOGY INC 205862402 4,032 53,400 SH SHARED-DEFINED 02 SOLE
COMVERSE TECHNOLOGY INC 205862402 4,689 62,100 SH SOLE SOLE
CONAGRA INC 205887102 59 2,200 SH SOLE SOLE
CONCORD COMMUNICATIONS INC 206186108 1,562 34,700 SH SHARED-DEFINED 02 SOLE
CONCORD COMMUNICATIONS INC. 206186108 1,868 41,500 SH SOLE SOLE
CONEXANT SYSTEMS INC. 207142100 952 16,400 SH SOLE SOLE
CONEXANT SYSTEMS, INC. 207142100 360 6,200 SH SHARED-DEFINED 02 SOLE
CORNELL CORRECTIONS INC 219141108 872 53,100 SH SHARED-DEFINED 02 SOLE
CORNELL CORRECTIONS INC. 219141108 1,483 90,200 SH SOLE SOLE
CORPORATE EXECUTIVE BOARD CO. 21988R102 345 9,700 SH SOLE SOLE
CREDICORP LTD COM G2519Y108 58 5,273 SH SHARED-DEFINED 02 SOLE
CREDICORP LTD ADR G2519Y108 267 24,286 SH SOLE SOLE
CRESCENT REAL ESTATE EQUITIES TRUST 225756105 5,833 245,600 SH SOLE SOLE
CRISTALERIAS DE CHILE S A SPON 226714103 472 30,600 SH SHARED-DEFINED 02 SOLE
CRISTALERIAS DE CHILE-SPON.ADR. 226714103 1,161 75,200 SH SOLE SOLE
CRITICAL PATH INC. 22674V100 304 5,500 SH SOLE SOLE
CRITICAL PATH, INC. 22674V100 166 3,000 SH SHARED-DEFINED 02 SOLE
CSG SYSTEMS INTERNATIONAL INC. 126349109 1,050 40,100 SH SOLE SOLE
CSG SYSTEMS INTERNATIONAL, INC. 126349109 1,160 44,300 SH SHARED-DEFINED 02 SOLE
CUTTER & BUCK INC 232217109 1,389 82,350 SH SHARED-DEFINED 02 SOLE
CUTTER & BUCK INC. 232217109 1,166 69,100 SH SOLE SOLE
CVS CORP 126650100 3,773 73,800 SH SOLE SOLE
CYPRUS AMAX MINERALS CO. 232809103 46 3,000 SH SOLE SOLE
CYTYC CORPORATION 232946103 3,705 190,000 SH SOLE SOLE
DANAHER CORP 235851102 68,442 1,177,500 SH SOLE SOLE
DAVE & BUSTER'S INC. 23833N104 2,008 69,250 SH SHARED-DEFINED 02 SOLE
DAVE & BUSTER'S, INC. 23833N104 1,164 40,150 SH SOLE SOLE
DAYTON-HUDSON CORP. 239753106 137 2,100 SH SOLE SOLE
DE BEERS CENTENARY AG 240253302 587 24,600 SH SOLE SOLE
DEERE & COMPANY 244199105 52 1,300 SH SOLE SOLE
DELL COMPUTER CORP 247025109 1,069 28,900 SH SOLE SOLE
DELL COMPUTER CORPORATION 247025109 2,135 57,700 SH SHARED-DEFINED 02 SOLE
DELPHI AUTOMOTIVE SYSTEMS CORP. 247126105 46 2,495 SH SOLE SOLE
DELTA-GALIL INDUSTRIES LTD. ADR 247637101 463 40,000 SH SOLE SOLE
DENDRITE INTERNATIONAL INC. 248239105 4,389 121,500 SH SOLE SOLE
DENDRITE INTL INC COM 248239105 3,406 94,300 SH SHARED-DEFINED 02 SOLE
DENTSPLY INTERNATIONAL INC 249030107 51,104 1,825,130 SH SOLE SOLE
DESC S.A. -SPONS ADR 250309101 941 41,800 SH SOLE SOLE
DIA MET MINERALS LTD. CL. B 25243K307 1,585 91,500 SH SOLE SOLE
DIAGEO PLC - SPON ADR 25243Q205 1,023 23,799 SH SHARED-DEFINED 02 SOLE
DIONEX CORPORATION 254546104 648 16,000 SH SHARED-DEFINED 02 SOLE
DOLLAR TREE STORES INC 256747106 2,789 63,375 SH SHARED-DEFINED 02 SOLE
DOLLAR TREE STORES INC 256747106 12,953 294,375 SH SOLE SOLE
DOMTAR INC. 257561100 4,280 453,300 SH SOLE SOLE
DONALDSON CO. LTD. 257651109 15,603 611,900 SH SOLE SOLE
DOUBLECLICK INC 258609304 1,321 14,400 SH SOLE SOLE
DOUBLECLICK INC. 258609304 752 8,200 SH SHARED-DEFINED 02 SOLE
DOW CHEMICAL COMPANY 260543103 266 2,100 SH SOLE SOLE
DPL INC. 233293109 1,286 70,000 SH SHARED-DEFINED 02 SOLE
DSET CORP. 262504103 752 54,000 SH SHARED-DEFINED 02 SOLE
DSET CORPORATION 262504103 1,774 127,300 SH SOLE SOLE
DTE ENERGY COMPANY 233331107 3,720 93,000 SH SOLE SOLE
DUKE ENERGY CORP 264399106 1,495 27,500 SH SHARED-DEFINED 02 SOLE
DUKE ENERGY CORP 264399106 598 11,000 SH SOLE SOLE
DUN & BRADSTREET CORP. 26483B106 46 1,300 SH SOLE SOLE
DUPONT (E.I.) DE NEMOURS COMPANY 263534109 287 4,200 SH SOLE SOLE
EAGLE GEOPHYSICAL INC 269524104 117 156,500 SH SOLE SOLE
EARTHWEB INC. 27032C108 711 19,100 SH SHARED-DEFINED 02 SOLE
EARTHWEB INC. 27032C108 1,192 32,000 SH SOLE SOLE
EASTMAN KODAK COMPANY 277461109 129 1,900 SH SOLE SOLE
EBAY INC 278642103 121 800 SH SHARED-DEFINED 02 SOLE
EBAY INC 278642103 362 2,400 SH SOLE SOLE
ECI TELECOMMUNICATIONS LTD - ORD 268258100 2,489 75,000 SH SOLE SOLE
ECLIPSYS CORP. 278856109 1,475 61,600 SH SOLE SOLE
ECLIPSYS CORPORATION 278856109 1,642 68,600 SH SHARED-DEFINED 02 SOLE
ECOLAB INC. 278865100 17,190 396,300 SH SOLE SOLE
EDPERBRASCAN CORPORATION 280905803 97,130 6,368,625 SH SOLE SOLE
ELECTRIC FUEL CORP. 284871100 190 115,000 SH SOLE SOLE
ELECTROGLAS INC. 285324109 2,400 120,000 SH SOLE SOLE
ELECTRONIC DATA SYSTEMS CORP 285661104 153 2,700 SH SOLE SOLE
EMBRATEL PARTICIPACOES ADR 29081N100 300 21,600 SH SOLE SOLE
EMBRATEL PARTICIPACOES S.A 29081N100 154 11,100 SH SHARED-DEFINED 02 SOLE
EMC CORP 268648102 6,622 120,400 SH SOLE SOLE
EMC CORPORATION/MASS 268648102 473 8,600 SH SHARED-DEFINED 02 SOLE
EMCO LIMITED 290839109 1,855 300,000 SH SOLE SOLE
EMPRESA NACIONAL DE ELCTRCIDAD SPON 29244T101 170 14,032 SH SHARED-DEFINED 02 SOLE
EMPRESA NACIONAL ELEC - CH ADR 29244T101 232 19,152 SH SOLE SOLE
ENBRIDGE INC. 29250N105 4,712 205,500 SH SOLE SOLE
ENDESA SA 29258N107 2,178 102,500 SH SHARED-DEFINED 02 SOLE
ENTERGY CORP 29364G103 172 5,500 SH SOLE SOLE
EPIX MEDICAL INC COM 26881Q101 206 37,500 SH SHARED-DEFINED 02 SOLE
EPIX MEDICAL INC. 26881Q101 435 79,000 SH SOLE SOLE
EQUIFAX INC 294429105 560 15,700 SH SOLE SOLE
EQUIFAX INC. 294429105 3,750 105,100 SH SHARED-DEFINED 02 SOLE
ESAT TELECOM GROUP PLC-ADR 26883Y102 10,969 250,000 SH SOLE SOLE
ETEC SYS INC COM 26922C103 1,084 32,600 SH SHARED-DEFINED 02 SOLE
ETEC SYSTEMS INC 26922C103 5,619 169,000 SH SOLE SOLE
E-TEK DYNAMICS INC. 269240107 1,760 37,000 SH SOLE SOLE
E-TEK DYNAMICS, INC. 269240107 1,427 30,000 SH SHARED-DEFINED 02 SOLE
EXODUS COMMUNICATIONS INC 302088109 4,378 36,500 SH SOLE SOLE
EXODUS COMMUNICATIONS INC. 302088109 2,291 19,100 SH SHARED-DEFINED 02 SOLE
EXTREME NETWORKS 30226D106 29 500 SH SHARED-DEFINED 02 SOLE
EXTREME NETWORKS INC. 30226D106 87 1,500 SH SOLE SOLE
EXXON CORP 302290101 1,080 14,000 SH SOLE SOLE
EXXON CORP COM 302290101 1,010 13,100 SH SHARED-DEFINED 02 SOLE
F5 NETWORKS INC 315616102 2,132 52,000 SH SOLE SOLE
F5 NETWORKS, INC. 315616102 1,148 28,000 SH SHARED-DEFINED 02 SOLE
FACTSET RESEARCH SYSTEMS INC. 303075105 4,320 76,300 SH SOLE SOLE
FACTSET RESH SYS INC COM 303075105 3,861 68,200 SH SHARED-DEFINED 02 SOLE
FAHNESTOCK VINER HOLDINGS CL. A 302921101 17,219 1,121,500 SH SOLE SOLE
FANNIE MAE 313586109 711 10,400 SH SOLE SOLE
FEDERAL AGRIC MTG CORP CL C 313148306 1,191 17,350 SH SHARED-DEFINED 02 SOLE
FEDERAL AGRIC MTG CORP CL C 313148306 1,156 16,900 SH SOLE SOLE
FEDERAL NATL MTG ASSN COM 313586109 3,111 45,500 SH SHARED-DEFINED 02 SOLE
FIFTH THIRD BANCORP 316773100 15,110 227,000 SH SOLE SOLE
FIRST CONSULTING GROUP INC 31986R103 1,697 159,800 SH SHARED-DEFINED 02 SOLE
FIRST CONSULTING GROUP INC 31986R103 1,735 163,300 SH SOLE SOLE
FIRST DATA CORP 319963104 157 3,200 SH SOLE SOLE
FIRST TENNESSEE NATIONAL CORP 337162101 1,341 35,000 SH SHARED-DEFINED 02 SOLE
FIRST UNION CORP 337358105 13,362 284,294 SH SOLE SOLE
FIRST UNION CORPORATION 337358105 1,415 30,100 SH SHARED-DEFINED 02 SOLE
FIRST VIRGINIA BANKS, INC 337477103 1,474 30,000 SH SHARED-DEFINED 02 SOLE
FISERV INC 337738108 2,020 64,500 SH SOLE SOLE
FLEET FINANCIAL GROUP INC 338915101 142 3,200 SH SOLE SOLE
FLEXTRONICS INTERNATIONAL LTD Y2573F102 4,568 82,300 SH SOLE SOLE
FLEXTRONICS INTL. LTD. Y2573F102 3,458 62,300 SH SHARED-DEFINED 02 SOLE
FOMENTO ECONOMICO MEXICANO SP. ADR 344419106 3,797 95,220 SH SOLE SOLE
FORD MOTOR COMPANY 345370100 17 300 SH SOLE SOLE
FORD MTR CO DEL COM 345370100 203 3,600 SH SHARED-DEFINED 02 SOLE
FORRESTER RESEARCH INC 346563109 928 37,100 SH SOLE SOLE
FORRESTER RESH INC COM 346563109 433 17,300 SH SHARED-DEFINED 02 SOLE
FORSOFT LTD M46544108 419 55,000 SH SOLE SOLE
FORTUNE BRANDS INC. 349631101 4,220 102,000 SH SOLE SOLE
FREDDIE MAC 313400301 452 7,800 SH SOLE SOLE
FREDDIE MAC COM 313400301 2,320 40,000 SH SHARED-DEFINED 02 SOLE
FREEPORT MCMORAN COPPER INC CL B 35671D857 4,108 229,000 SH SOLE SOLE
FREEPORT MCMORAN PRF 2006/08/01 SR SILV 35671D865 4,146 293,500 SH SOLE SOLE
GALLAHER GROUP PLC-ADR 363595109 3,495 143,000 SH SOLE SOLE
GANNETT CO. INC. 364730101 221 3,100 SH SOLE SOLE
GAP INC 364760108 493 9,787 SH SOLE SOLE
GATEWAY INC 367626108 384 6,500 SH SOLE SOLE
GATEWAY INC. 367626108 148 2,500 SH SHARED-DEFINED 02 SOLE
GEMSTAR INTERNATIONAL GROUP LTD G3788V106 4,346 66,600 SH SOLE SOLE
GEMSTAR INTL GROUP LTD ORD G3788V106 2,506 38,400 SH SHARED-DEFINED 02 SOLE
GENER S.A.-SPONSORED ADR 368731105 94 5,318 SH SHARED-DEFINED 02 SOLE
GENERAL DYNAMICS CORPORATION 369550108 7,035 102,700 SH SOLE SOLE
GENERAL ELEC CO COM 369604103 4,814 42,600 SH SHARED-DEFINED 02 SOLE
GENERAL ELECTRIC COMPANY 369604103 17,899 158,400 SH SOLE SOLE
GENERAL MILLS INC 370334104 683 8,500 SH SOLE SOLE
GENERAL MILLS INC. COM 370334104 4,235 52,700 SH SHARED-DEFINED 02 SOLE
GENERAL MOTORS CORPORATION 370442105 6,943 105,200 SH SOLE SOLE
GENERAL MTRS CORP COM 370442105 2,185 33,100 SH SHARED-DEFINED 02 SOLE
GENESIS MICROCHIP INC. 371933102 912 38,600 SH SHARED-DEFINED 02 SOLE
GENESIS MICROCHIPS INC 371933102 1,720 72,800 SH SOLE SOLE
GENSET- SPONS. ADR 37244T104 378 24,200 SH SOLE SOLE
GEORGIA PAC CORP COM 373298108 2,117 44,700 SH SHARED-DEFINED 02 SOLE
GEORGIA-PACIFIC GROUP 373298108 313 6,600 SH SOLE SOLE
GILAT SATELLITE NETWORKS LTD ORD M51474100 263 5,000 SH SHARED-DEFINED 02 SOLE
GILLETTE CO 375766102 172 4,200 SH SOLE SOLE
GLAMIS GOLD LTD. 376775102 2,268 1,260,000 SH SOLE SOLE
GLOBAL CROSSING LTD G3921A100 1,696 39,790 SH SHARED-DEFINED 02 SOLE
GLOBAL CROSSING LTD G3921A100 2,268 53,293 SH SOLE SOLE
GLOBAL MARINE INC. 379352404 15 1,000 SH SOLE SOLE
GLOBAL TELESYSTEMS GROUP INC 37936U104 42,566 525,500 SH SOLE SOLE
GLOBALSTAR TELECOMMUNICATIONS LTD G3930H104 7,606 328,000 SH SOLE SOLE
GOLD RESERVE INC. CLASS A 38068N108 304 271,000 SH SOLE SOLE
GOLDCORP INC. CL. A SVS 380956102 208 42,242 SH SOLE SOLE
GOODYEAR TIRE & RUBBER CO. 382550101 3,658 62,200 SH SHARED-DEFINED 02 SOLE
GOODYEAR TIRE & RUBBER COMPANY 382550101 3,917 66,600 SH SOLE SOLE
GRAINGER (W.W.) INC. 384802104 43,148 800,900 SH SOLE SOLE
GREAT NORTHERN GAS COMPANY 391044104 197 209,930 SH SOLE SOLE
GREAT PLAINS SOFTWARE 39119E105 599 12,700 SH SHARED-DEFINED 02 SOLE
GREAT PLAINS SOFTWARE INC 39119E105 1,151 24,400 SH SOLE SOLE
GROUPE AB SA-ADR 39944Q109 750 300,000 SH SOLE SOLE
GRUPO INDL MASECA SA DE CV SER B ADR 400488409 420,063 47,000 SH SOLE SOLE
GRUPO TELEVISA S A GLOBAL DEP SHARES 40049J206 1,067 23,800 SH SOLE SOLE
GSI LUMONICS INC. 36229U102 926 235,000 SH SOLE SOLE
GUITAR CENTER INC 402040109 1,020 97,800 SH SHARED-DEFINED 02 SOLE
GUITAR CENTER INC 402040109 915 87,700 SH SOLE SOLE
GULF CANADA RESOURCES LIMITED 40218L305 4,086 985,944 SH SOLE SOLE
H.J. HEINZ COMPANY 423074103 2,446 48,800 SH SHARED-DEFINED 02 SOLE
HALLIBURTON COMPANY 406216101 1,511 33,400 SH SOLE SOLE
HANSON PLC SPNS 411352404 1,713 38,600 SH SHARED-DEFINED 02 SOLE
HARTFORD LIFE, INC. 416592103 1,579 30,000 SH SHARED-DEFINED 02 SOLE
HARVARD INDUSTRIES INC. 417434503 605 84,864 SH SOLE SOLE
HEALTH MGMT ASSOC INC NEW CL A 421933102 597 53,075 SH SHARED-DEFINED 02 SOLE
HEALTH MGMT ASSOCIATES INC CL. A 421933102 546 48,500 SH SOLE SOLE
HECLA MINING COMPANY 422704106 493 239,000 SH SOLE SOLE
HEINZ (H.J.) CO 423074103 571 11,400 SH SOLE SOLE
HELLENIC TELECOMM. ORG. SA ADR 423325307 1,106 100,000 SH SOLE SOLE
HELLENIC TELECOMMUNICATIONS ORG ADR 423325307 222 20,100 SH SHARED-DEFINED 02 SOLE
HELMERICH & PAYNE, INC. 423452101 12 500 SH SOLE SOLE
HEWLETT-PACKARD COMPANY 428236103 392 3,900 SH SOLE SOLE
HI/FN INC. 428358105 1,545 20,300 SH SOLE SOLE
HI/FN, INC. 428358105 556 7,300 SH SOLE SOLE
HIBBET SPORTING GOODS 428565105 453 20,600 SH SHARED-DEFINED 02 SOLE
HIBBETT SPORTING GOODS INC 428565105 816 37,100 SH SOLE SOLE
HILTON HOTELS CORP 432848109 31 2,200 SH SOLE SOLE
HOME DEPOT INC 437076102 406 6,300 SH SOLE SOLE
HOMESTAKE MINING COMPANY 437614100 9,047 1,105,000 SH SOLE SOLE
HONEYWELL INC. 438506107 3,928 33,900 SH SHARED-DEFINED 02 SOLE
HONEYWELL INC. 438506107 556 4,800 SH SOLE SOLE
HONG KONG TELECOMMUNICATIONS SPON 438579203 100 3,700 SH SHARED-DEFINED 02 SOLE
HORIZON ORGANIC HOLDING CORP. 44043T103 1,142 78,100 SH SOLE SOLE
HORIZON ORGANINIC HOLDING CORP 44043T103 652 44,600 SH SHARED-DEFINED 02 SOLE
HOUGHTON MIFFLIN CO. 441560109 64,192 1,363,965 SH SOLE SOLE
HOUSEHOLD INTERNATIONAL INC 441815107 109 2,300 SH SOLE SOLE
HUANENG PWR INTL INC SPON 443304100 33 1,900 SH SHARED-DEFINED 02 SOLE
ILLINOIS TOOL WORKS INC 452308109 164 2,000 SH SOLE SOLE
IMAX CORPORATION 45245E109 5,767 256,300 SH SOLE SOLE
IMC GLOBAL INC. 449669100 88 5,000 SH SOLE SOLE
IMPERIAL CHEM INDS PLC ADR 452704505 761 19,150 SH SHARED-DEFINED 02 SOLE
IMPERIAL OIL LIMITED 453038408 193,682 10,182,100 SH SOLE SOLE
INCO LIMITED 453258402 12,912 722,700 SH SOLE SOLE
INKTOMI CORP 457277101 2,428 18,600 SH SOLE SOLE
INKTOMI CORPORATION 457277101 2,068 15,838 SH SHARED-DEFINED 02 SOLE
INSPIRE INSURANCE 457732105 1,414 97,500 SH SHARED-DEFINED 02 SOLE
INSPIRE INSURANCE SOLUTIONS 457732105 1,573 108,500 SH SOLE SOLE
INTEL CORP COM 458140100 7,134 119,900 SH SHARED-DEFINED 02 SOLE
INTEL CORPORATION 458140100 21,105 354,700 SH SOLE SOLE
INTERNATIONAL BUSINESS MACHINES 459200101 6,450 49,900 SH SHARED-DEFINED 02 SOLE
INTERNATIONAL BUSINESS MACHINES 459200101 12,667 98,000 SH SOLE SOLE
INTERNATIONAL INTEGRATION INC 459698106 126 5,600 SH SOLE SOLE
INTERNATIONAL INTEGRATION INC. 459698106 99 4,400 SH SHARED-DEFINED 02 SOLE
INTERNATIONAL NETWORK SVCS COM 460053101 2,664 66,000 SH SOLE SOLE
INTERNATIONAL PAPER COMPANY 460146103 182 3,600 SH SOLE SOLE
INTERNATIONAL RECTIFIER CORP 460254105 2,319 175,000 SH SOLE SOLE
INTERNATIONAL SPEEDWAY CORP CL A 460335201 1,411 29,700 SH SHARED-DEFINED 02 SOLE
INTERNATIONAL TELECOMMUN DATA COM 46047F104 1,512 94,500 SH SHARED-DEFINED 02 SOLE
INTERPUBLIC GROUP OF COMPANIES, INC. 460690100 81,861 945,000 SH SOLE SOLE
INTL NETWORK SERVICES 460053101 13,407 332,050 SH SOLE SOLE
INTL SPEEDWAY CORP CL A 460335201 1,226 25,800 SH SOLE SOLE
INTL TELECOMM DATA SYSTEM 46047F104 7,257 453,550 SH SOLE SOLE
IPSCO INC. 462622101 120,671 5,684,050 SH SOLE SOLE
ITI TECHNOLOGIES INC. 450564109 3,281 145,000 SH SOLE SOLE
J.P. MORGAN & COMPANY 616880100 253 1,800 SH SOLE SOLE
JABIL CIRCUIT INC 466313103 1,525 33,800 SH SOLE SOLE
JABIL CIRCUIT INC. 466313103 1,466 32,500 SH SHARED-DEFINED 02 SOLE
JANNOCK LIMITED 470888801 48,519 4,081,100 SH SOLE SOLE
JOHNSON & JOHNSON 478160104 5,565 58,200 SH SOLE SOLE
JOHNSON & JOHNSON COM 478160104 5,233 53,400 SH SHARED-DEFINED 02 SOLE
K MART CORPORATION 482584109 46 2,800 SH SOLE SOLE
KILROY REALTY CORPORATION 49427F108 170 7,000 SH SOLE SOLE
KIMBERLY-CLARK CORP 494368103 5,250 92,100 SH SOLE SOLE
KINROSS GOLD CORPORATION 496902107 2,772 1,638,802 SH SOLE SOLE
KLA INSTRS CORP COM 482480100 337 5,200 SH SHARED-DEFINED 02 SOLE
KLA-TENCOR CORPORATION 482480100 8,901 137,200 SH SOLE SOLE
KNIGHT/TRIMARK GROUP INC 499067106 2,063 34,200 SH SOLE SOLE
KNIGHT/TRIMARK GROUP, INC. 499067106 1,176 19,500 SH SHARED-DEFINED 02 SOLE
KOOR INDS LTD SPON 500507108 208 8,900 SH SHARED-DEFINED 02 SOLE
KOREA ELECTRIC PWR SPON 500631106 279 13,600 SH SHARED-DEFINED 02 SOLE
KOREA TELECOM CORPORATION 50063P103 646 16,139 SH SOLE SOLE
LABOR READY INC 505401208 910 28,000 SH SOLE SOLE
LABOR READY, INC. 505401208 520 16,000 SH SHARED-DEFINED 02 SOLE
LABORATORIO CHILE SA ADR 50540H104 117 6,500 SH SHARED-DEFINED 02 SOLE
LABORATORIO CHILE-SPONSORED ADR 50540H104 351 19,500 SH SOLE SOLE
LAFARGE CORPORATION 505862102 709 20,000 SH SOLE SOLE
LAIDLAW INC 50730K503 28,746 3,954,600 SH SOLE SOLE
LASON INC 51808R107 13,051 263,000 SH SOLE SOLE
LASON INC COM 51808R107 1,221 24,600 SH SHARED-DEFINED 02 SOLE
LCA-VISION INC 501803209 1,687 94,500 SH SOLE SOLE
LEGATO SYS INC COM 524651106 2,454 42,500 SH SHARED-DEFINED 02 SOLE
LEGATO SYSTEMS INC. 524651106 3,321 57,500 SH SOLE SOLE
LEVEL ONE COMMUNICATIONS 527295109 196 4,000 SH SHARED-DEFINED 02 SOLE
LEVEL ONE COMMUNICATIONS INC. 527295109 666 13,600 SH SOLE SOLE
LIFEPOINT HOSPITALS INC. 53219L109 2 152 SH SOLE SOLE
LILLY (ELI) & COMPANY 532457108 294 4,100 SH SOLE SOLE
LINAMAR CORPORATION 53278L107 21,512 1,455,900 SH SOLE SOLE
LINEAR TECHNOLOGY CORP COM 535678106 1,473 21,900 SH SHARED-DEFINED 02 SOLE
LINEAR TECHNOLOGY CORP. 535678106 1,036 15,400 SH SOLE SOLE
LIQUIDATION WORLD INC. 53634D203 6,746 911,000 SH SOLE SOLE
LITCHFIELD FINANCIAL CORPORATION 536619109 1,545 91,199 SH SOLE SOLE
LITCHFIELD FINL CORP COM 536619109 1,538 90,827 SH SHARED-DEFINED 02 SOLE
LOWES COMPANIES 548661107 505 8,900 SH SOLE SOLE
LOWES COS INC COM 548661107 2,947 52,000 SH SHARED-DEFINED 02 SOLE
LSI LOGIC CORP 502161102 715 15,500 SH SOLE SOLE
LSI LOGIC CORPORATION 502161102 1,522 33,000 SH SHARED-DEFINED 02 SOLE
LTV CORPORATION 501921100 16,649 2,489,500 SH SOLE SOLE
LUCENT TECHNOLOGIES INC 549463107 5,674 84,130 SH SOLE SOLE
LUCENT TECHNOLOGIES INC COM 549463107 3,037 45,035 SH SHARED-DEFINED 02 SOLE
MACK-CALI REALTY CORP 554489104 93 3,000 SH SOLE SOLE
MACMILLAN BLOEDEL LIMITED 554783209 5,311 296,700 SH SOLE SOLE
MADECO SA SPON 556304103 37 3,700 SH SHARED-DEFINED 02 SOLE
MADECO SA-SPONSORED ADR 556304103 319 31,500 SH SOLE SOLE
MAGNA INTERNATIONAL INC. CL. A S.V. 559222401 68,427 1,208,449 SH SOLE SOLE
MAKER COMMUNICATIONS INC 560875106 43 1,400 SH SOLE SOLE
MAKER COMMUNICATIONS, INC. 560875106 19 600 SH SHARED-DEFINED 02 SOLE
MANPOWER INC. 56418H100 50,789 2,244,800 SH SOLE SOLE
MARKETWATCH.COM INC. 570619106 907 15,400 SH SOLE SOLE
MARKETWATCH.COM, INC. 570619106 518 8,800 SH SHARED-DEFINED 02 SOLE
MARSH & MCLENNAN CO 571748102 170 2,250 SH SOLE SOLE
MARTEK BIOSCIENCES CORPORATION 572901106 361 42,500 SH SOLE SOLE
MATAV ADR REP 5 'B' HUF100 559776109 1,403 51,000 SH SOLE SOLE
MATSUSHITA ELEC IND-SPONS. ADR 576879209 1,150 5,800 SH SOLE SOLE
MAXIM INTEGRATED PRODS INC COM 57772K101 2,926 44,000 SH SHARED-DEFINED 02 SOLE
MAXIM INTEGRATED PRODUCTS 57772K101 3,026 45,500 SH SOLE SOLE
MAXIMUS INC 577933104 699 24,300 SH SHARED-DEFINED 02 SOLE
MAXIMUS INC 577933104 1,377 47,700 SH SOLE SOLE
MAY DEPARTMENT STORES CO. 577778103 491 12,000 SH SOLE SOLE
MAY DEPARTMENT STORES COMPANY 577778103 2,916 71,350 SH SHARED-DEFINED 02 SOLE
MBIA INC 55262C100 51,722 798,800 SH SOLE SOLE
MBNA CORP 55262L100 81 2,650 SH SOLE SOLE
MCDONALD'S CORP 580135101 293 7,100 SH SOLE SOLE
MCGRAW-HILL COMPANY 580645109 42,907 795,500 SH SOLE SOLE
MCI WORLDCOM INC COM 55268B106 690 8,000 SH SHARED-DEFINED 02 SOLE
MCI WORLDCOM INC. 55268B106 12,662 146,800 SH SOLE SOLE
MCKESSON HBOC INC. 58155Q103 22 699 SH SOLE SOLE
MEDIAONE GROUP INC. 58440J104 1,934 26,000 SH SOLE SOLE
MEDICIS PHARMACEUTICAL A SHS 584690309 2,192 86,400 SH SOLE SOLE
MEDICS PHARMACEUTICAL CORPORATION 584690309 2,451 96,600 SH SHARED-DEFINED 02 SOLE
MEDQUIST INC COM 584949101 3,071 70,200 SH SHARED-DEFINED 02 SOLE
MEDQUIST INC. 584949101 2,726 62,300 SH SOLE SOLE
MEDTRONIC INC 585055106 8,901 114,300 SH SOLE SOLE
MELLON BANK CORP 585509102 6,649 182,800 SH SOLE SOLE
MELLON BK CORP COM 585509102 1,862 51,200 SH SHARED-DEFINED 02 SOLE
MERCANTILE BANKSHARES CORPORATION 587405101 1,326 37,500 SH SHARED-DEFINED 02 SOLE
MERCK & CO INC COM 589331107 4,884 66,000 SH SHARED-DEFINED 02 SOLE
MERCK & CO. INC. 589331107 9,923 134,100 SH SOLE SOLE
MERIDIAN GOLD INC. 589975101 4,159 893,700 SH SOLE SOLE
MERRILL LYNCH & CO 590188108 632 7,900 SH SOLE SOLE
MERRILL LYNCH & CO INC COM 590188108 1,703 21,300 SH SHARED-DEFINED 02 SOLE
META GROUP INC 591002100 1,345 87,500 SH SOLE SOLE
META GROUP INC COM 591002100 769 50,000 SH SHARED-DEFINED 02 SOLE
METHANEX CORPORATION 59151K108 1,316 346,000 SH SOLE SOLE
METRO NETWORKS INC COM 591918107 3,234 60,600 SH SHARED-DEFINED 02 SOLE
METRO NETWORKS INC. 591918107 3,267 61,200 SH SOLE SOLE
METROMEDIA FIBER NETWORK INC. 591689104 2,228 62,000 SH SOLE SOLE
METROMEDIA FIBER NETWORK, INC. 591689104 1,531 42,600 SH SHARED-DEFINED 02 SOLE
METZLER GROUP INC 592903108 1,061 38,420 SH SOLE SOLE
MICREL INC 594793101 525 7,100 SH SOLE SOLE
MICREL INC. 594793101 252 3,400 SH SHARED-DEFINED 02 SOLE
MICROMUSE INC 595094103 3,237 64,900 SH SOLE SOLE
MICROMUSE INC. 595094103 2,708 54,300 SH SHARED-DEFINED 02 SOLE
MICRON TECHNOLOGY INC 595112103 60 1,500 SH SOLE SOLE
MICROSOFT CORP 594918104 14,025 155,512 SH SOLE SOLE
MICROSOFT CORP COM 594918104 8,820 97,800 SH SHARED-DEFINED 02 SOLE
MIH LTD. G6116R101 8,878 335,000 SH SOLE SOLE
MINIMED INC. 60365K108 785 10,200 SH SHARED-DEFINED 02 SOLE
MINIMED INC. 60365K108 1,369 17,800 SH SOLE SOLE
MINNESOTA MINING & MANUFACTURING CO. 604059105 183 2,100 SH SOLE SOLE
MITEL CORPORATION 606711109 4,805 721,700 SH SOLE SOLE
MMC NETWORKS INC 55308N102 2,094 46,800 SH SHARED-DEFINED 02 SOLE
MMC NETWORKS, INC. 55308N102 4,408 98,500 SH SOLE SOLE
MOBIL CORPORATION 607059102 4,673 47,200 SH SHARED-DEFINED 02 SOLE
MOBIL CORPORATION 607059102 9,841 99,400 SH SOLE SOLE
MOLECULAR DEVICES CORP COM 60851C107 893 23,800 SH SHARED-DEFINED 02 SOLE
MOLECULAR DEVICES CORP. 60851C107 2,063 55,000 SH SOLE SOLE
MONSANTO COMPANY 611662107 122 3,100 SH SOLE SOLE
MOORE CORPORATION LIMITED 615785102 47,992 5,674,230 SH SOLE SOLE
MORGAN STANLEY DEAN WITTER & CO 617446448 2,450 23,900 SH SHARED-DEFINED 02 SOLE
MORGAN STANLEY DEAN WITTER DISCOVER & CO 617446448 9,881 96,400 SH SOLE SOLE
MOTOROLA INC. 620076109 66,240 699,100 SH SOLE SOLE
NACIONAL TELEFONOS DE VENEZUELA-ADR 204421101 273 10,000 SH SOLE SOLE
NATIONAL STEEL CORP CL B 637844309 54 6,400 SH SOLE SOLE
NATIONAL WESTMINSTER BK PLC ADR 638539403 117 900 SH SHARED-DEFINED 02 SOLE
NETWORK APPLIANCE INC 64120L104 5,258 94,100 SH SOLE SOLE
NETWORK APPLIANCE INC COM 64120L104 4,408 78,900 SH SHARED-DEFINED 02 SOLE
NETWORK SOLUTIONS INC 64121Q102 870 11,000 SH SOLE SOLE
NETWORK SOLUTIONS INC. 64121Q102 775 9,800 SH SHARED-DEFINED 02 SOLE
NEW ERA OF NETWORKS 644312100 1,296 29,500 SH SHARED-DEFINED 02 SOLE
NEW ERA OF NETWORKS INC. 644312100 1,613 36,700 SH SOLE SOLE
NEWBRIDGE NETWORKS CORP 650901101 8,908 312,200 SH SOLE SOLE
NEWELL RUBBERMAID INC. 651229106 70 1,500 SH SOLE SOLE
NEWMONT MINING CORP. 651639106 5,028 253,000 SH SOLE SOLE
NEWS CORP LTD ADR 652487703 35,310 1,000,000 SH SHARED-DEFINED 02 SOLE
NEXTEL COMMUNICATIONS INC - A 65332V103 1,922 38,300 SH SHARED-DEFINED 02 SOLE
NEXTEL COMMUNICATIONS INC.- A 65332V103 1,400 27,900 SH SOLE SOLE
NFRONT INC 65334N109 987 65,000 SH SOLE SOLE
NFRONT, INC. 65334N109 531 35,000 SH SHARED-DEFINED 02 SOLE
NIKE INC., CL. B 654106103 89 1,400 SH SOLE SOLE
NOBLE DRILLING CORPORATION 655042109 1,486 75,500 SH SOLE SOLE
NOKIA CORP SPON 654902204 559 6,100 SH SHARED-DEFINED 02 SOLE
NORSK HYDRO A S SPON 656531605 1,725 45,100 SH SHARED-DEFINED 02 SOLE
NORTEL NETWORKS CORPORATION 656569100 339 3,900 SH SHARED-DEFINED 02 SOLE
NORTEL NETWORKS CORPORATION 656569100 235,232 2,748,100 SH SOLE SOLE
NORTHGATE EXPLORATION LIMITED 666416102 1,118 2,286,137 SH SOLE SOLE
NOVA CHEMICALS CORPORATION 66977W109 45,742 1,951,651 SH SOLE SOLE
NOVA CORP 669784100 3,251 130,028 SH SOLE SOLE
NOVA CORPORATION 669784100 2,630 105,207 SH SHARED-DEFINED 02 SOLE
NOVELL INC 670006105 56 2,100 SH SOLE SOLE
NOVELLUS SYSTEMS INC 670008101 5,917 86,700 SH SHARED-DEFINED 02 SOLE
NOVELLUS SYSTEMS INC 670008101 2,764 40,500 SH SOLE SOLE
NTL INC. 629407107 991 11,500 SH SOLE SOLE
NUMAC ENERGY INC. 67052A103 5,563 2,213,300 SH SOLE SOLE
OCELOT INTERNATIONAL LTD. CL. B SVS G67010200 1,694 1,017,480 SH SOLE SOLE
OFFICE DEPOT INC 676220106 3,376 153,000 SH SOLE SOLE
OGE ENERGY CORP. 670837103 1,069 45,000 SH SHARED-DEFINED 02 SOLE
OLD KENT FINANCIAL CORP 679833103 1,429 34,125 SH SHARED-DEFINED 02 SOLE
OMNICOM GROUP INC. 681919106 164,936 2,087,800 SH SOLE SOLE
OPEN TEXT CORPORATION 683715106 38,010 1,267,010 SH SOLE SOLE
ORACLE SYSTEMS CORP 68389X105 265 7,150 SH SOLE SOLE
OREGON STEEL MILLS 686079104 27 2,000 SH SOLE SOLE
PAINE WEBBER GROUP INC. 695629105 1,870 40,000 SH SHARED-DEFINED 02 SOLE
PAINE WEBBER GROUP INC. 695629105 374 8,000 SH SOLE SOLE
PAIRGAIN TECHNOLOGIES INC 695934109 1,680 146,100 SH SOLE SOLE
PAIRGAIN TECHNOLOGIES INC COM 695934109 794 69,000 SH SHARED-DEFINED 02 SOLE
PANAMERICAN BEVERAGES INC CL A P74823108 205 8,600 SH SHARED-DEFINED 02 SOLE
PANAMERICAN BEVERAGES INC. CL.A P74823108 729 30,600 SH SOLE SOLE
PAO DE ACUCAR ADR 20440T201 19 1,000 SH SHARED-DEFINED 02 SOLE
PARK PLACE ENTERTAINMENT CORP. 700690100 21 2,200 SH SOLE SOLE
PARKER DRILLING CO. 701081101 10 3,000 SH SOLE SOLE
PAYCHEX INC 704326107 1,076 33,750 SH SHARED-DEFINED 02 SOLE
PEGASUS SYSTEMS 705906105 1,853 49,500 SH SHARED-DEFINED 02 SOLE
PEGASUS SYSTEMS INC. 705906105 3,646 97,400 SH SOLE SOLE
PENNEY (J.C.) COMPANY 708160106 107 2,200 SH SOLE SOLE
PEPSICO INC COM 713448108 2,301 59,500 SH SHARED-DEFINED 02 SOLE
PEPSICO INC. 713448108 5,668 146,500 SH SOLE SOLE
PEREGINE SYSTEMS INC 71366Q101 976 38,000 SH SHARED-DEFINED 02 SOLE
PEREGRINE SYSTEMS INC 71366Q101 1,204,744 46,900 SH SOLE SOLE
PETRO-CANADA 71644E102 11,597 849,300 SH SOLE SOLE
PETROMET RESOURCES LIMITED 716731104 5,368 1,699,200 SH SOLE SOLE
PFIZER INC. 717081103 461 4,200 SH SOLE SOLE
PG & E CORP 69331C108 117 3,600 SH SOLE SOLE
PHARMACYCLICS INC 716933106 854 30,500 SH SHARED-DEFINED 02 SOLE
PHARMACYCLICS INC 716933106 1,151 41,100 SH SOLE SOLE
PHILIP MORRIS INC. 718154107 4,931 122,700 SH SOLE SOLE
PHILIPPINE LDT ADR 718252604 572 19,000 SH SOLE SOLE
PHOTRONICS INC. 719405102 777 31,700 SH SHARED-DEFINED 02 SOLE
PHOTRONICS INC. 719405102 845 34,500 SH SOLE SOLE
PILOT NETWORK SERVICES INC 721596104 1,156 117,800 SH SOLE SOLE
PILOT NETWORK SERVICES, INC 721596104 1,155 117,700 SH SHARED-DEFINED 02 SOLE
PINNACLE SYSTEMS INC. 723481107 9,291 276,300 SH SOLE SOLE
PLACER DOME INC. 725906101 14,792 1,273,300 SH SOLE SOLE
PNC BANK CORP 693475105 104 1,800 SH SOLE SOLE
POHANG IRON & STEEL LTD - ADR 730450103 2,186 65,000 SH SOLE SOLE
POHANG IRON & STL LTD SPON 730450103 16 465 SH SHARED-DEFINED 02 SOLE
PORTUGAL TELECOM S A SPON 737273102 2,091 50,777 SH SHARED-DEFINED 02 SOLE
POTASH CORPORATION OF SASKATCHEWAN 73755L107 163,402 3,158,600 SH SOLE SOLE
PPG INDUSTRIES, INC. 693506107 3,756 63,600 SH SHARED-DEFINED 02 SOLE
PPG INDUSTRIES, INC. 693506107 562 9,500 SH SOLE SOLE
PRAXAIR INC COM 74005P104 4,658 95,200 SH SHARED-DEFINED 02 SOLE
PRAXAIR INC. 74005P104 568 11,600 SH SOLE SOLE
PRECISION DRILLING CORP. 74022D100 93,806 4,931,500 SH SOLE SOLE
PREMDOR INC. 74046P105 4,830 432,200 SH SOLE SOLE
PREMIER PARKS INC. 740540208 14,308 385,400 SH SOLE SOLE
PREMIER PKS INC COM 740540208 4,039 109,900 SH SHARED-DEFINED 02 SOLE
PRI AUTOMATION INC COM 69357H106 718 19,800 SH SHARED-DEFINED 02 SOLE
PRI AUTOMATION INC. 69357H106 1,359 37,500 SH SOLE SOLE
PRICELINE.COM INC. 741503106 324 2,800 SH SHARED-DEFINED 02 SOLE
PRICELINE.COM INC. 741503106 566 4,900 SH SOLE SOLE
PROBUSINESS SERVICES INC. 742674104 1,431 39,900 SH SOLE SOLE
PROBUSINESS SERVICES, INC, 742674104 1,593 44,400 SH SHARED-DEFINED 02 SOLE
PROCTER & GAMBLE CO 742718109 937 10,500 SH SPLE SOLE
PROCTER & GAMBLE COMPANY 742718109 2,883 32,300 SH SHARED-DEFINED 02 SOLE
PROFIT RECOVERY GROUP INTL INC COM 743168106 4,565 96,500 SH SHARED-DEFINED 02 SOLE
PROFIT RECOVERY GROUP INTL. 743168106 4,220 89,200 SH SOLE SOLE
PROGRESSIVE CORP. 743315103 131,631 907,800 SH SOLE SOLE
PROLOGIS TRUST REIT 743410102 122 6,000 SH SOLE SOLE
PROVIDIAN FINANCIAL CORP 74406A102 3,226 34,500 SH SHARED-DEFINED 02 SOLE
QRS CORP. 74726X105 3,112 39,900 SH SOLE SOLE
QRS CORPORATION 74726X105 3,198 41,000 SH SHARED-DEFINED 02 SOLE
QUEBECOR PRINTING INC. 747922102 1,298 60,000 SH SOLE SOLE
QUILMES INDL QUINSA SOCIETE SPN 74838Y108 295 23,830 SH SHARED-DEFINED 02 SOLE
QUILMES INDUSTRIAL QUINSA-ADR 74838Y108 569 46,000 SH SOLE SOLE
QUIMICA Y MINERA CHILE SA-SPON.ADR. 833635105 626 17,700 SH SOLE SOLE
QWEST COMMUNICATIONS INTERNATIONAL 749121109 212 6,400 SH SHARED-DEFINED 02 SOLE
QWEST COMMUNICATIONS INTL 749121109 655 19,800 SH SOLE SOLE
RAMBUS INC 750917106 1,798 19,500 SH SHARED-DEFINED 02 SOLE
RAMBUS INC. 750917106 2,139 23,200 SH SOLE SOLE
RANGER OIL LIMITED 752805101 7,860 1,618,176 SH SOLE SOLE
REALNETWORKS INC 75605L104 537 7,800 SH SOLE SOLE
REALNETWORKS, INC. 75605L104 186 2,700 SH SHARED-DEFINED 02 SOLE
RENAL CARE GROUP INC. 759930100 1,959 75,700 SH SOLE SOLE
RENAL CARE GROUP, INC. 759930100 2,168 83,800 SH SHARED-DEFINED 02 SOLE
REPSOL SA - ADR 76026T205 1,645 81,000 SH SHARED-DEFINED 02 SOLE
REPSOL SA-SPONSORED ADR 76026T205 77 3,800 SH SOLE SOLE
REVENUE PROPERTIES COMPANY LTD. 761389402 10,703 6,178,300 SH SOLE SOLE
RHYTHMS NETCONNECTIONS INC 762430205 269 4,600 SH SHARED-DEFINED 02 SOLE
RHYTHMS NETCONNECTIONS INC. 762430205 479 8,200 SH SOLE SOLE
RIGEL ENERGY CORPORATION 76655L101 650 85,000 SH SOLE SOLE
RIO ALGOM LIMITED 766889109 10,468 737,300 SH SOLE SOLE
RIO TINTO PLC SPON 767204100 26 389 SH SHARED-DEFINED 02 SOLE
ROC TAIWAN FUND 749651105 734 91,000 SH SOLE SOLE
ROFIN-SINAR TECHNOLOGIES INC 775043102 1,298 167,500 SH SOLE SOLE
ROGERS CANTEL MOBILE COM CL.B RVS 775102205 2,636 160,000 SH SOLE SOLE
ROGERS COMMUNICATIONS INC. CL.B 775109200 19,908 1,239,100 SH SOLE SOLE
ROLLINS TRUCK LEASING 775741101 22,024 1,979,650 SH SOLE SOLE
ROWAN COMPANIES INC. 779382100 18 1,000 SH SOLE SOLE
ROYAL BANK OF CANADA 780087102 333,801 7,559,292 SH SOLE SOLE
ROYAL DUTCH PETE CO NY R 780257804 38,560 640,000 SH SHARED-DEFINED 02 SOLE
ROYAL DUTCH PETE NY REGISTRY SHS 780257804 46,127 765,600 SH SOLE SOLE
RPM INC 749685103 8,090 570,200 SH SOLE SOLE
RUSSEL METALS INC. 781903604 12,434 4,693,100 SH SOLE SOLE
RYERSON TULL INC. 78375P107 45 2,000 SH SOLE SOLE
SALESLOGIX CORP 79466P105 1,041 70,000 SH SOLE SOLE
SALESLOGIX CORPORATION 79466P105 595 40,000 SH SHARED-DEFINED 02 SOLE
SANMINA CORP. 800907107 2,542 33,500 SH SHARED-DEFINED 02 SOLE
SANMINA CORP. 800907107 3,232 42,600 SH SOLE SOLE
SANTA FE INTERNATIONAL CORP G7805C108 1,208 52,500 SH SOLE SOLE
SANTA ISABEL S.A. - ADR 802233106 253 25,000 SH SOLE SOLE
SARA LEE CORP 803111103 109 4,800 SH SOLE SOLE
SBC COMMUNICATIONS INC 78387G103 4,460 76,900 SH SHARED-DEFINED 02 SOLE
SBC COMMUNICATIONS INC 78387G103 980 16,900 SH SOLE SOLE
SBS BROADCASTING SA L8137F102 6 200 SH SHARED-DEFINED 02 SOLE
SCHERING PLOUGH CORP COM 806605101 3,631 68,500 SH SHARED-DEFINED 02 SOLE
SCHERING-PLOUGH CORP 806605101 914 17,800 SH SOLE SOLE
SCHLUMBERGER LIMITED 806857108 23,819 374,000 SH SOLE SOLE
SDL INC COM 784076101 337 6,600 SH SHARED-DEFINED 02 SOLE
SDL INC. 784076101 1,328 26,000 SH SOLE SOLE
SEAGRAM CO. LTD. (THE) 811850106 8,033 161,200 SH SOLE SOLE
SEARS, ROEBUCK & COMPANY 812387108 98 2,200 SH SOLE SOLE
SEPRACOR INC COM 817315104 1,601 19,700 SH SHARED-DEFINED 02 SOLE
SEPRACOR INC. 817315104 1,820 22,400 SH SOLE SOLE
SHIRE PHARMACEUTICALS ADR 82481R106 1,906 73,300 SH SHARED-DEFINED 02 SOLE
SHIRE PHARMACEUTICALS GR- ADR 82481R106 2,475 95,200 SH SOLE SOLE
SIGMA-ALDRICH CORP. 826552101 42,496 1,234,000 SH SOLE SOLE
SIMON PROPERTY GROUP INC. REIT 828806109 166 6,500 SH SOLE SOLE
SK TELECOM CO LTD - ADR 7844OP108 1,323 77,835 SH SOLE SOLE
SKYEPHARMA PLC-SPONS ADR 830808101 83 16,000 SH SHARED-DEFINED 02 SOLE
SLM HOLDING CORPORATION 78442A109 34,240 747,400 SH SOLE SOLE
SMED INTERNATIONAL INC. 83169D104 4,106 779,900 SH SHARED-DEFINED 02 SOLE
SMITHKLINE BEECHAM PLC ADR 832378301 33,030 500,000 SH SHARED-DEFINED 02 SOLE
SOCIEDAD QUIMICA MINERA DE CHI SPON 833635105 39 1,100 SH SHARED-DEFINED 02 SOLE
SOLECTRON CORPORATION 834182107 680 10,200 SH SOLE SOLE
SOLETRON CORPORATION 834182107 253 3,800 SH SHARED-DEFINED 02 SOLE
SOUTHERN CO 842587107 562 21,200 SH SOLE SOLE
SOUTHERN COMPANY 842587107 1,717 64,800 SH SHARED-DEFINED 02 SOLE
SOUTHERN PERU COPPER CORP 843611104 201 13,900 SH SOLE SOLE
SOUTHERN PERU COPPER CORP COM 843611104 27 1,900 SH SHARED-DEFINED 02 SOLE
SOUTHWEST AIRLINES CO 844741108 1,030 33,100 SH SHARED-DEFINED 02 SOLE
SOUTHWEST AIRLINES CO. 844741108 342 10,500 SH SOLE SOLE
SPEEDFAM-IPEC INC. 847705100 750 46,700 SH SOLE SOLE
SPEEDFAM-IPEC, INC. 847705100 432 26,900 SH SHARED-DEFINED 02 SOLE
SPEEDWAY MOTORSPORTS INC 847788106 9,160 233,000 SH SOLE SOLE
SPEEDWAY MOTORSPORTS, INC. 847788106 1,812 46,100 SH SHARED-DEFINED 02 SOLE
SPIEKER PROPERTIES INC 848497103 206 5,300 SH SOLE SOLE
SPORTSLINE USA INC 848934105 133 3,700 SH SHARED-DEFINED 02 SOLE
SPORTSLINE USA INC. 848934105 380 10,600 SH SOLE SOLE
SPRINT CORPORATION (PCS GROUP) 852061506 37 650 SH SOLE SOLE
STAKE TECHNOLOGY LTD. 852559103 293 312,500 SH SOLE SOLE
STERLING COMMERCE 859205106 588 16,100 SH SHARED-DEFINED 02 SOLE
STERLING COMMERCE INC. 859205106 9,609 259,700 SH SOLE SOLE
STILLWATER MINING COMPANY 86074Q102 990 30,300 SH SOLE SOLE
STMICROELECTRONICS NV - NY REG SHS 861012102 1,457 21,000 SH SOLE SOLE
SUN MICROSYSTEMS INC. 866810104 8,182 118,800 SH SHARED-DEFINED 02 SOLE
SUN MICROSYSTEMS INC. 866810104 2,755 40,000 SH SOLE SOLE
SUNCOR ENERGY INC. 867229106 280,595 6,843,996 SH SOLE SOLE
SUNRISE ASSISTED LIVING INC COM 86768K106 1,154 33,100 SH SHARED-DEFINED 02 SOLE
SUNRISE ASSISTED LIVING INC. 86768K106 1,242 35,600 SH SOLE SOLE
SUNSHINE MINING & REFINING CO 867833501 18 49,000 SH SOLE SOLE
SUPERIOR CONSULTANT HLDGS 868146101 1,627 65,900 SH SOLE SOLE
SUPERIOR CONSULTANT HLDGS CORP COM 868146101 1,190 48,200 SH SHARED-DEFINED 02 SOLE
SUPERIOR ENERGY SERVICES INC 868157108 1,424 279,600 SH SOLE SOLE
SYKES ENTERPRISES INC 871237103 3,217 96,400 SH SOLE SOLE
SYKES ENTERPRISES INC COM 871237103 2,993 89,700 SH SHARED-DEFINED 02 SOLE
SYMANTEC CORP. 871503108 587 23,000 SH SOLE SOLE
SYNOPSYS INC COM 871607107 1,517 27,500 SH SHARED-DEFINED 02 SOLE
SYNOPSYS INC. 871607107 12,345 223,700 SH SOLE SOLE
TAIWAN SEMICONDUCTOR SP ADR 874039100 289 8,500 SH SHARED-DEFINED 02 SOLE
TAIWAN SEMICONDUCTOR-SP ADR 874039100 4,012 118,000 SH SOLE SOLE
TALISMAN ENERGY INC. 87425E103 41,922 1,540,802 SH SOLE SOLE
TECHNISOURCE INC. 878553106 577 111,300 SH SOLE SOLE
TECHNISOURCE, INC. 878553106 285 55,000 SH SHARED-DEFINED 02 SOLE
TELE CENTRO OESTE CELULAR PART 87923P105 20 5,100 SH SHARED-DEFINED 02 SOLE
TELE CENTRO SUL PARTICIPACOES S.A. 879239101 28,860 520 SH SHARED-DEFINED 02 SOLE 29
TELE NORTE LESTE PARTICIPACOES S.A. 879246106 252 13,600 SH SHARED-DEFINED 02 SOLE
TELE SUDESTE CELULAR PARTICIPACOES 879252104 15 520 SH SHARED-DEFINED 02 SOLE
TELECENTRO SUL PARTICIPA ADR 879239101 240 4,320 SH SOLE SOLE
TELECOM ARGENTINA 879273209 561 20,980 SH SHARED-DEFINED 02 SOLE
TELECOM ARGENTINA SPONSORED ADR 879273209 316 11,800 SH SOLE SOLE
TELECOM. BRASILEIRAS S.A. BLOCK 879287308 4,455 49,405 SH SHARED-DEFINED 02 SOLE
TELECOMMS BRASILEIRAS TELEBRAS SPON ADR 879287308 3,229 35,800 SH SOLE SOLE
TELEFONICA DE ARGENTINA ADR 879378206 1,970 62,800 SH SOLE SOLE
TELEFONICA DE ARGENTINA S A SPNS 879378206 1,151 36,690 SH SHARED-DEFINED 02 SOLE
TELEFONICA DE ESPANA S.A. ADS 879382208 71 482 SH SOLE SOLE
TELEFONICA S.A. 879382208 3,584 24,364 SH SHARED-DEFINED 02 SOLE
TELEFONOS DE MEXICO S A SP A 879403780 242 3,000 SH SHARED-DEFINED 02 SOLE
TELEFONOS DE MEXICO SA CV SER L ADR 879403780 2,691 33,300 SH SOLE SOLE
TELEGLOBE INCORPORATED 87941V100 79,422 2,684,485 SH SOLE SOLE
TELEMIG CELULAR PARTICIP ADR 87944E105 27 1,080 SH SOLE SOLE
TELEMIG CELULAR PARTICIPCOES S.A. 87944E105 3 130 SH SHARED-DEFINED 02 SOLE
TELENORTE LESTE PARTICIP ADR 879246106 1,010 54,400 SH SOLE SOLE
TELESP CELULAR PARTICIPA ADR 87952L108 655 24,500 SH SOLE SOLE
TELESP PARTICIPACOES ADR 87952K100 494 21,600 SH SOLE SOLE
TELESP PARTICIPACOES S.A. 87952K100 206 9,000 SH SHARED-DEFINED 02 SOLE
TELESUDESTE CELULAR PART ADR 879252104 125 4,320 SH SOLE SOLE
TELLABS INC COM 879664100 3,283 48,600 SH SHARED-DEFINED 02 SOLE
TELLABS INC. 879664100 2,338 34,600 SH SOLE SOLE
TENNANT COMPANY 880345103 21,382 668,200 SH SOLE SOLE
TERADYNE INC. 880770102 1,643 22,900 SH SOLE SOLE
TERADYNE, INC 880770102 1,327 18,500 SH SHARED-DEFINED 02 SOLE
TESCO CORPORATION 88157K101 4,291 799,500 SH SOLE SOLE
TEXACO INC COM 881694103 3,325 53,200 SH SHARED-DEFINED 02 SOLE
TEXACO INC. 881694103 394 6,300 SH SOLE SOLE
TEXAS INSTRS INC COM 882508104 2,465 17,000 SH SHARED-DEFINED 02 SOLE
TEXAS INSTRUMENTS INC. 882508104 31,030 214,000 SH SOLE SOLE
TEXAS UTILITIES CO 882848104 161 3,900 SH SOLE SOLE
THE BANK OF NEW YORK COMPANY, INC. 064057102 2,403 65,500 SH SOLE SOLE
THE CHEESECAKE FACTORY 163072101 381 12,500 SH SHARED-DEFINED 02 SOLE
THE CORPORATE EXEC. BOARD COMPANY 21988R102 188 5,300 SH SHARED-DEFINED 02 SOLE
THE GAP, INC 364760108 3,234 64,200 SH SHARED-DEFINED 02 SOLE
THE METZLER GROUP 592903108 1,118 40,460 SH SHARED-DEFINED 02 SOLE
THE ROSE CORPORATION 776908105 414 580,000 SH SOLE SOLE
THE ROUSE COMPANY 779273101 152 6,000 SH SOLE SOLE
TIDEWATER INC. 886423102 17,739 581,600 SH SOLE SOLE
TIME WARNER INC 887315109 2,102 29,200 SH SOLE SOLE
TLC THE LASER CENTER INC. 872934104 1,251 26,300 SH SOLE SOLE
TMP WORLDWIDE INC. 872941109 1,029 16,200 SH SHARED-DEFINED 02 SOLE
TMP WORLDWIDE INC. 872941109 1,803 28,400 SH SOLE SOLE
TOMMY HILFIGER CORP G8915Z102 470 6,400 SH SOLE SOLE
TOMMY HILFIGER CORPORATION G8915Z102 4,292 58,400 SH SHARED-DEFINED 02 SOLE
TORONTO-DOMINION BANK 891160509 55,654 1,227,300 SH SOLE SOLE
TOTAL FINA S.A. -SPONSORED ADR 89151E109 62 960 SH SOLE SOLE
TOTAL FINA SA SPON 89151E109 2,658 41,255 SH SHARED-DEFINED 02 SOLE
TOYS 'R' US INC. 892335100 33 1,600 SH SOLE SOLE
TRANSACTION NETWORK SERVICES 893414102 2,804 95,850 SH SOLE SOLE
TRANSACTION NETWORK SVCS INC COM 893414102 2,833 96,850 SH SHARED-DEFINED 02 SOLE
TRANSACTION SYS ARCHITECTS CL A 893416107 2,469 63,300 SH SHARED-DEFINED 02 SOLE
TRANSACTIONS SYSTEMS ARCH. INC. 893416107 3,155 80,900 SH SOLE SOLE
TRANSCANADA PIPELINES LIMITED 893526103 47,465 3,367,170 SH SOLE SOLE
TRANSOCEAN OFFSHORE INC G90076103 242 9,200 SH SOLE SOLE
TRANSPORTADOR GAS SUR-ADR 893870204 488 52,000 SH SOLE SOLE
TRIAD HOSPITALS INC 89579K109 2 152 SH SOLE SOLE
TRIZEC HAHN CORPORATION 896938107 20,928 1,030,300 SH SOLE SOLE
TUBOS DE ACERO DE MEX-SP ADR 898592506 247 22,700 SH SOLE SOLE
TVX GOLD INC 87308K101 836 905,250 SH SOLE SOLE
TYCO INTERNATIONAL 902124106 3,835 40,480 SH SHARED-DEFINED 02 SOLE
TYCO INTERNATIONAL LTD 902124106 747 7,882 SH SOLE SOLE
U S BIOSCIENCE INC COM 911646206 658 67,500 SH SHARED-DEFINED 02 SOLE
U.S. BANCORP 902973106 177 5,200 SH SOLE SOLE
UNIBANCO - SPONSORED GDR 90458E107 505 21,000 SH SOLE SOLE
UNIBANCO SPON GDR 90458E107 119 4,950 SH SHARED-DEFINED 02 SOLE
UNILEVER N V NEW 904784709 2,068 29,642 SH SHARED-DEFINED 02 SOLE
UNILEVER N.V. NY SHS 904784709 52 739 SH SOLE SOLE
UNION PACIFIC CORP 907818108 9,085 155,800 SH SOLE SOLE
UNIPHASE CORP. 909149106 3,818 23,000 SH SOLE SOLE
UNIPHASE CORPORATION 909149106 3,088 18,600 SH SHARED-DEFINED 02 SOLE
UNITED DOMINION INDUSTRIES LTD. 909914103 74,523 2,964,800 SH SOLE SOLE
UNITED TECHNOLOGIES CORP 913017109 3,333 46,500 SH SHARED-DEFINED 02 SOLE
UNITED TECHNOLOGIES CORP. 913017109 5,592 78,000 SH SOLE SOLE
UNUMPROVIDENT CORP. 91529Y106 4,490 82,000 SH SOLE SOLE
US BIOSCIENCE 911646206 1,218 124,900 SH SOLE SOLE
USINTERNETWORKING INC. 917311805 613 14,600 SH SOLE SOLE
USINTERNETWORKING, INC. 917311805 227 5,400 SH SHARED-DEFINED 02 SOLE
UST INC 902911106 33,442 1,143,300 SH SOLE SOLE
USX-US STEEL GROUP 90337T101 184 6,800 SH SOLE SOLE
VARCO INTERNATIONAL INC. 922126107 16 1,500 SH SOLE SOLE
VENGOLD INC. 92267K100 258 4,740,000 SH SOLE SOLE
VERISIGN INC 92343E102 1,104 12,800 SH SHARED-DEFINED 02 SOLE
VERISIGN INC 92343E102 2,199 25,500 SH SOLE SOLE
VERITAS DGC INC. 92343P107 4,578 250,000 SH SOLE SOLE
VERITAS SOFTWARE CO COM 923436109 1,146 12,075 SH SHARED-DEFINED 02 SOLE
VERITAS SOFTWARE CORP. 923436109 1,374 14,474 SH SOLE SOLE
VERITY INC. 92343C106 2,536 46,800 SH SOLE SOLE
VERITY, INC. 92343C106 1,268 23,400 SH SHARED-DEFINED 02 SOLE
VERTEX PHARMACEUTICALS INC 92532F100 52,871 2,191,525 SH SOLE SOLE
VERTEX PHARMACEUTICALS INC COM 92532F100 673 27,900 SH SHARED-DEFINED 02 SOLE
VIATEL INC. 925529208 1,527 27,200 SH SOLE SOLE
VIATEL, INC. 925529208 859 15,300 SH SHARED-DEFINED 02 SOLE
VINA CONCHA Y TORO S A SPON 927191106 1,220 33,900 SH SHARED-DEFINED 02 SOLE
VINA CONCHA Y TORO SA-ADR 927191106 553 15,350 SH SOLE SOLE
VISIO CORP. 927914101 1,279 33,600 SH SHARED-DEFINED 02 SOLE
VISIO CORPORATION 927914101 2,546 66,900 SH SOLE SOLE
VISTA GOLD CORP. 927926105 16 100,000 SH SOLE SOLE
VISUAL NETWORKS INC 928444108 1,946 60,800 SH SHARED-DEFINED 02 SOLE
VISUAL NETWORKS INC 928444108 2,576 80,500 SH SOLE SOLE
VISX INC. 92844S105 958 12,100 SH SOLE SOLE
VISX, INCORPORATED 92844S105 1,045 13,200 SH SHARED-DEFINED 02 SOLE
VODAFONE AIRTOUCH PLC ADR 92857T107 4,019 20,400 SH SOLE SOLE
VORNADO REALTY TRUST REIT 929042109 177 5,000 SH SOLE SOLE
WALGREEN CO. 931422109 123 4,200 SH SOLE SOLE
WALLACE COMPUTER SERVICES INC. 932270101 16,140 645,600 SH SOLE SOLE
WAL-MART STORES INC. 931142103 917 19,000 SH SOLE SOLE
WALT DISNEY CO 254687106 242 8,000 SH SOLE SOLE
WARNER-LAMBERT CO 934488107 236 3,400 SH SOLE SOLE
WASHINGTON MUTUAL INC 939322103 38,871 1,098,825 SH SOLE SOLE
WASTE MANAGEMENT INC. 94106L109 147 2,727 SH SOLE SOLE
WEBS GERMANY INDEX SERIES 92923H608 61 2,780 SH SHARED-DEFINED 02 SOLE
WEBS ITALY INDEX SERIES 92923H806 62 2,520 SH SHARED-DEFINED 02 SOLE
WEBTRENDS CORP. 94844D104 1,361 29,500 SH SOLE SOLE
WEBTRENDS CORPORTATION 94844D104 1,301 28,200 SH SHARED-DEFINED 02 SOLE
WELLS FARGO & CO. 949746101 684 16,000 SH SOLE SOLE
WELLS FARGO COMPANY 949746101 1,962 45,900 SH SHARED-DEFINED 02 SOLE
WENDY'S INTERNATIONAL INC. 950590109 4,955 175,000 SH SOLE SOLE
WESTCOAST ENERGY INC. 95751D102 33,463 1,704,400 SH SOLE SOLE
WESTERN STAR TRUCK HLDGS LTD 95960H100 1,178 75,200 SH SOLE SOLE
WHITTMAN-HART INC COM 966834103 3,404 107,200 SH SHARED-DEFINED 02 SOLE
WHITTMAN-HART INC. 966834103 4,124 129,900 SH SOLE SOLE
WILLIS LEASE FINANCE CORPORATION 970646105 1,948 119,400 SH SOLE SOLE
WILLIS LEASE FINANCIAL 970646105 1,832 112,300 SH SHARED-DEFINED 02 SOLE
WINSTAR COMMUNICATIONS INC COM 975515107 2,774 56,900 SH SHARED-DEFINED 02 SOLE
WINSTAR COMMUNICATIONS INC. 975515107 3,237 66,400 SH SOLE SOLE
WRIGLEY JR COMPANY 982526105 3,618 40,200 SH SHARED-DEFINED 02 SOLE
WRIGLEY WM JR CO 982526105 4,369 49,300 SH SOLE SOLE
XEROX CORP 984121103 3,520 59,600 SH SHARED-DEFINED 02 SOLE
XEROX CORPORATION 984121103 5,150 87,200 SH SOLE SOLE
XILINX INC 983919101 698 12,200 SH SOLE SOLE
XILINX INC. 983919101 1,735 30,300 SH SHARED-DEFINED 02 SOLE
YAHOO! INC 984332106 276 1,600 SH SHARED-DEFINED 02 SOLE
YAHOO, INC. 984332106 689 4,000 SH SOLE SOLE
TOTAL 7,064,008257,740,927
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