UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F
FORM 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: September 30, 1999
Check here if Amendment [ ]; Amendment Number:
This Amendment (Check only one): [ ] is a restatement.
[ ] adds new holdings entries.
Institutional Investment Manager Filing this Report:
Name: 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: Sian Brown
Title: Senior Vice-President, Legal
Phone: (416) 922-5322
Signature, Place, and Date of Signing:
Sian Brown Toronto, Ontario November 8, 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.
"Sian Brown"
Senior Vice President, Legal
FORM 13F SUMMARY PAGE
Report Summary:
Number of Other Included Managers: 1
Form 13F Information Table Entry Total: 995
Form 13F Information Table Value Total: $7,036,889
List of Other Included Managers:
No. 13F File Number Name
02 28-2609 Mackenzie Investment Management Inc.
AS AT: SEPTEMBER 30, 1999
13F REPORT FOR MACKENZIE FINANCIAL CORPORATION AND MACKENZIE INV.
MANAGEMENT INC.
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U.S. Mkt. Number SH/ Investment Other Voting
Name Cusip (x 1000) Of Shares PRN Discretion Manager Authority
4FRONT TECHNOLOGIES, INC. 351042106 353 25,000 SH SHARED-DEFINED 02 SOLE
A. SCHULMAN INC. 808194104 11,622 671,300 SH SOLE SOLE
A.F.P. PROVIDA S.A. - ADR 00709P108 611 29,900 SH SOLE SOLE
A.G. EDWARDS INC. 281760108 19,307 732,000 SH SOLE SOLE
ABACUS DIRECT CORP. COM 002553105 366 3,000 SH SHARED-DEFINED 02 SOLE
ABACUS DIRECT CORPORATION 002553105 1,048 8,600 SH SOLE SOLE
ABBOTT LABORATORIES 002824100 4,035 109,800 SH SOLE SOLE
ABER RESOURCES LTD. 002916104 4,674 746,900 SH SOLE SOLE
ABERCROMBIE & FITCH CO. 002896207 2,514 73,800 SH SHARED-DEFINED 02 SOLE
ABERCROMBIE & FITCH CO. CL. A 002896207 1,478 43,400 SH SOLE SOLE
ABITIBI-CONSOLIDATED INC. 003924107 14,943 1,244,572 SH SOLE SOLE
ABM INDUSTRIES INC. 000957100 1,693 66,600 SH SOLE SOLE
ABOUT.COM INC. 003736105 1,559 27,600 SH SOLE SOLE
ABOUT.COM, INC. 003736105 1,706 30,200 SH SHARED-DEFINED 02 SOLE
ACCRUE SOFTWARE 00437W102 410 18,200 SH SHARED-DEFINED 02 SOLE
ACCRUE SOFTWARE INC. 00437W102 716 31,800 SH SOLE SOLE
ACTION PERFORMANCE COMPANIES, INC. 004933107 1,283 60,900 SH SHARED-DEFINED 02 SOLE
ACTION PERFORMANCE COS INC. 004933107 2,325 110,400 SH SOLE SOLE
ACTUATE CORPORATION 00508B102 1,579 46,600 SH SOLE SOLE
ACTUATE CORPORATION 00508B102 772 22,800 SH SHARED-DEFINED 02 SOLE
ADAPTEC INC. 00651F108 6,548 165,000 SH SOLE SOLE
ADOBE SYSTEMS INCORPORATED 00724F101 2,270 20,000 SH SHARED-DEFINED 02 SOLE
ADVANCED ENERGY INDUSTRIES INC. 007973100 6,468 209,500 SH SOLE SOLE
ADVANCED FIBRE COMMUNICATION 00754A105 843 37,900 SH SOLE SOLE
ADVANTAGE LEARNING SYSTEMS INC. 00757K100 1,367 73,400 SH SOLE SOLE
ADVANTAGE LEARNING SYSTEMS INC. 00757K100 1,497 80,400 SH SHARED-DEFINED 02 SOLE
AETNA INC 008117103 39 800 SH SOLE SOLE
AFP PROVIDA 00709P108 1,050 51,400 SH SHARED-DEFINED 02 SOLE
AGNICO-EAGLE MINES LTD. 008474108 16,510 2,147,800 SH SOLE SOLE
AGRIUM INC 008916108 26,339 2,670,257 SH SOLE SOLE
AGRIUM INC. 008916108 99 10,000 SH SHARED-DEFINED 02 SOLE
AIR CANADA CLASS A N.V. SHARES 008911307 1,787 275,000 SH SOLE SOLE
AK STEEL HOLDING CORP 001547108 447 24,500 SH SOLE SOLE
AKZO NOBEL NV SPON 010199305 17 400 SH SHARED-DEFINED 02 SOLE
ALBERTA ENERGY COMPANY LTD. 012873105 8,334 288,940 SH SOLE SOLE
ALBERTO-CULVER CO. CL. A 013068200 4,497 229,900 SH SOLE SOLE
ALCAN ALUMINIUM LIMITED 013716105 90,598 2,888,925 SH SOLE SOLE
ALCATEL SA ADR 013904305 194 7,000 SH SHARED-DEFINED 02 SOLE
ALCOA INC. 013817101 285 4,600 SH SOLE SOLE
ALGOMA STEEL INC. 01566M105 3,539 2,513,300 SH SOLE SOLE
ALKERMES INC. 01642T108 934 32,400 SH SOLE SOLE
ALKERMES INC. COM 01642T108 859 29,800 SH SHARED-DEFINED 02 SOLE
ALLIANCE FOREST PRODUCTS INC. 01859J108 18,808 1,655,600 SH SOLE SOLE
ALLIED-SIGNAL INC. 019512102 24,317 405,700 SH SOLE SOLE
ALLIEDSIGNAL INC. 019512102 1,498 25,000 SH SHARED-DEFINED 02 SOLE
ALLSTATE CORP. 020002101 67 2,700 SH SOLE SOLE
ALLTEL CORP. 020039103 676 9,600 SH SOLE SOLE
ALLTEL CORPORATION 020039103 5,285 75,100 SH SHARED-DEFINED 02 SOLE
ALTERA CORP. COM 021441100 6,150 141,800 SH SHARED-DEFINED 02 SOLE
ALTERA CORPORATION 021441100 3,305 76,200 SH SOLE SOLE
AMAZON.COM INC. 023135106 1,715 21,500 SH SOLE SOLE
AMAZON.COM, INC. 023135106 320 4,000 SH SHARED-DEFINED 02 SOLE
AMB PROPERTY CORP. 00163T109 170 8,000 SH SOLE SOLE
AMBAC FINANCIAL GROUP INC. COM 023139108 947 20,000 SH SHARED-DEFINED 02 SOLE
AMERICA ONLINE INC. 02364J104 27,449 263,930 SH SOLE SOLE
AMERICA ONLINE, INC. 02364J104 5,626 54,100 SH SHARED-DEFINED 02 SOLE
AMERICAN EAGLE OUTFITTERS INC. COM 02553E106 1,937 40,000 SH SHARED-DEFINED 02 SOLE
AMERICAN EXPRESS CO. 025816109 74,286 551,800 SH SOLE SOLE
AMERICAN HOME PRODUCTS CORP. 026609107 510 12,300 SH SOLE SOLE
AMERICAN INTERNATIONAL GROUP INC. 026874107 852 9,800 SH SOLE SOLE
AMERICAN INTL GROUP INC. COM 026874107 1,508 17,350 SH SHARED-DEFINED 02 SOLE
AMERICAN POWER CONVERSION CORP. 029066107 18,801 989,500 SH SOLE SOLE
AMERICAN PWR CONVERSION CORP. COM 029066107 5,641 296,900 SH SHARED-DEFINED 02 SOLE
AMFM INC. 001693100 2,676 44,000 SH SOLE SOLE
AMGEN INC. 031162100 16,406 201,300 SH SOLE SOLE
AMR CORP. 001765106 1,270 23,300 SH SOLE SOLE
AMR CORP. 001765106 1,090 20,000 SH SHARED-DEFINED 02 SOLE
ANESTA CORP. 034603100 2,857 311,000 SH SOLE SOLE
ANESTA CORP. COM 034603100 517 56,300 SH SHARED-DEFINED 02 SOLE
ANGLO AMERICAN PLC 03485P102 24,786 443,644 SH SHARED-DEFINED 02 SOLE
ANGLOGOLD LIMITED SPONS ADR 035128206 6,703 213,228 SH SOLE SOLE
ANHEUSER BUSCH COS. INC. 035229103 890 12,700 SH SOLE SOLE
ANHEUSER-BUSCH COMPANIES, INC. 035229103 4,403 62,850 SH SHARED-DEFINED 02 SOLE
ANTEC CORP. 03664P105 425 8,000 SH SOLE SOLE
ANTEC CORPORATION 03664P105 149 2,800 SH SHARED-DEFINED 02 SOLE
APARTMENT INVEST & MGMT CO. 03748R101 122 3,200 SH SOLE SOLE
APOLLO GROUP INC. CL A 037604105 1,485 70,300 SH SHARED-DEFINED 02 SOLE
APOLLO GROUP INC. CLASS A 037604105 16,059 760,210 SH SOLE SOLE
APPLE COMPUTER INC. 037833100 25 400 SH SOLE SOLE
APPLIED MATERIALS INC 038222105 21,618 277,600 SH SOLE SOLE
APPLIED MATERIALS INC. 038222105 2,975 38,200 SH SHARED-DEFINED 02 SOLE
APPLIED MICRO CIRCUITS 03822W109 365 6,400 SH SHARED-DEFINED 02 SOLE
APPLIED MICRO CIRCUITS CORP. 03822W109 1,094 19,200 SH SOLE SOLE
ARACRUZ CELULOSE S A ADR CL B 038496204 731 35,000 SH SOLE SOLE
ARACRUZ CELULOSE S.A. 038496204 37 1,750 SH SHARED-DEFINED 02 SOLE
ARCHER DANIELS MIDLAND CO. 039483102 18,020 1,478,600 SH SOLE SOLE
ARMCO INC. 042170100 9,163 1,309,000 SH SOLE SOLE
ART TECHNOLOGY GROUP INC. 04289L107 1,553 40,800 SH SOLE SOLE
ART TECHNOLOGY GROUP, INC. 04289L107 898 23,600 SH SHARED-DEFINED 02 SOLE
ARTISAN COMPONENTS INC. 042923102 507 58,800 SH SOLE SOLE
ARTISAN COMPONENTS INC. 042923102 96 11,100 SH SHARED-DEFINED 02 SOLE
ASA LIMITED 002050102 67 3,200 SH SOLE SOLE
ASARCO INC. 043413103 40 1,500 SH SOLE SOLE
ASHANTI GOLDFIELDS CO. LTD GDR 043743202 5,187 658,609 SH SOLE SOLE
ASIA PULP & PAPER - ADR 04516V100 118 20,000 SH SOLE SOLE
ASIA PULP & PAPER - ADR WRTS 2000/07/27 04516V209 2 3,000 SH SOLE SOLE
ASIA PULP & PAPER ADR 04516V100 99 16,800 SH SHARED-DEFINED 02 SOLE
ASIA PULP AND PAPER WARRANTS 07/27/00 04516V209 3 3,360 SH SHARED-DEFINED 02 SOLE
ASIA SATELLITE TELECOMMUNCNT SPON 04516X106 102 4,000 SH SHARED-DEFINED 02 SOLE
ASM LITHOGRAPHY HLD NV N07059111 1,442 21,500 SH SHARED-DEFINED 02 SOLE
ASM LITHOGRAPHY HOLDING NV N07059111 10,690 159,400 SH SOLE SOLE
AT & T CORP. 001957109 2,619 60,200 SH SHARED-DEFINED 02 SOLE
AT HOME CORP (US) 045919107 261 6,300 SH SHARED-DEFINED 02 SOLE
AT HOME CORP-SER A 045919107 837 20,200 SH SOLE SOLE
AT&T CORP. 001957109 13,496 310,250 SH SOLE SOLE
ATLANTIC RICHFIELD CO. 048825103 523 5,900 SH SOLE SOLE
ATLANTIC RICHFIELD COMPANY 048825103 2,951 33,300 SH SHARED-DEFINED 02 SOLE
AUTODESK INC. 052769106 3,750 171,450 SH SOLE SOLE
AUTOMATIC DATA PROCESSING 053015103 170 3,800 SH SOLE SOLE
AVID TECHNOLOGY 05367P100 33,877 2,581,110 SH SOLE SOLE
AVX CORPORATION 002444107 20,250 576,500 SH SOLE SOLE
AZCO MINING INC. 054774104 197 200,000 SH SOLE SOLE
BAKER HUGHES INC. 057224107 90 3,100 SH SOLE SOLE
BALDOR ELECTRIC CO. 057741100 30,241 1,596,866 SH SOLE SOLE
BALLARD POWER SYSTEMS INC. 05858H104 5,267 182,600 SH SOLE SOLE
BANCO FRANCES RIO SP ADR 059591107 20 1,000 SH SHARED-DEFINED 02 SOLE
BANCO GALICIA Y BUENO SP ADR 059538207 27 1,308 SH SHARED-DEFINED 02 SOLE
BANCO SANTANDER CHILE SPON 05965F108 36 2,100 SH SHARED-DEFINED 02 SOLE
BANCO SANTANDER-CHILE-SP-ADR 05965F108 705 41,000 SH SOLE SOLE
BANCO WIESE SPON 059651109 53 45,200 SH SHARED-DEFINED 02 SOLE
BANCO WIESE-SPONSORED ADR 059651109 141 118,800 SH SOLE SOLE
BANCOLOMBIA S.A. SPONS. ADR 05968L102 117 26,000 SH SOLE SOLE
BANCOLOMBIA S.A. SPONSORED ADR 05968L102 130 28,800 SH SHARED-DEFINED 02 SOLE
BANK OF AMERICA CORP. 060505104 585 10,510 SH SOLE SOLE
BANK OF AMERICA CORPORATION 060505104 1,503 27,000 SH SHARED-DEFINED 02 SOLE
BANK OF MONTREAL 063671101 288,116 8,288,300 SH SOLE SOLE
BANK OF NEW YORK CO INC 064057102 2,234 66,800 SH SOLE SOLE
BANK ONE CORP. 06423A103 133 3,822 SH SOLE SOLE
BANKBOSTON CORPORATION 06605R106 3,774 87,000 SH SOLE SOLE
BARCLAYS PLC ADR 06738E204 60 500 SH SHARED-DEFINED 02 SOLE
BARRICK GOLD CORPORATION 067901108 15,525 713,200 SH SOLE SOLE
BATTLE MOUNTAIN CANADA LTD. 071900104 19,865 6,020,900 SH SOLE SOLE
BATTLE MOUNTAIN GOLD CO. CL A 071593107 1,154 355,000 SH SOLE SOLE
BAUSCH & LOMB INC 071707103 12,555 190,400 SH SOLE SOLE
BAXTER INTERNATIONAL, INC. 071813109 96 1,600 SH SOLE SOLE
BCE INC. 05534B109 262,494 5,285,850 SH SOLE SOLE
BCE MOBILE COMMUNICATIONS INC. 05534G108 22,925 577,050 SH SOLE SOLE
BECTON DICKINSON & COMPANY 075887109 4,397 156,700 SH SOLE SOLE
BELDEN INC. 077459105 201 9,800 SH SHARED-DEFINED 02 SOLE
BELL ATLANTIC CORP 077853109 4,052 60,200 SH SHARED-DEFINED 02 SOLE
BELL ATLANTIC CORP. 077853109 929 13,800 SH SOLE SOLE
BELLSOUTH CORP. 079860102 761 16,900 SH SOLE SOLE
BELLSOUTH CORP. COM 079860102 3,452 76,700 SH SHARED-DEFINED 02 SOLE
BERKSHIRE HATHAWAY INC - CL A 084670108 351,945 6,399 SH SOLE SOLE
BERKSHIRE HATHAWAY INC - CL B 084670207 6,622 3,568 SH SOLE SOLE
BEST SOFTWARE INC. 086579109 1,315 66,600 SH SOLE SOLE
BEST SOFTWARE INC. 086579109 705 35,700 SH SHARED-DEFINED 02 SOLE
BETHLEHEM STEEL CORPORATION 087509105 4,467 605,700 SH SOLE SOLE
BFC CONSTRUCTION CORPORATION 054938105 5,344 785,600 SH SOLE SOLE
BIRMINGHAM STEEL CORP. 091250100 38 5,000 SH SOLE SOLE
BJ SERVICES CO 055482103 840 26,400 SH SOLE SOLE
BJ SERVICES COMPANY 055482103 528 16,600 SH SHARED-DEFINED 02 SOLE
BJ'S WHOLESALE CLUB INC. 05548J106 5,233 177,000 SH SOLE SOLE
BMC SOFTWARE INC 055921100 995 13,900 SH SOLE SOLE
BMC SOFTWARE, INC. 055921100 823 11,500 SH SHARED-DEFINED 02 SOLE
BOEING CO. 097023105 179 4,200 SH SOLE SOLE
BRASIL DISTR PAO ACU-ADR 20440T201 26 1,335 SH SOLE SOLE
BRE PROPERTIES CLASS A 05564E106 132 5,500 SH SOLE SOLE
BRIGGS & STRATTON CORPORATION 109043109 1,693 29,000 SH SHARED-DEFINED 02 SOLE
BRISTOL MYERS SQUIBB CO. COM 110122108 4,060 60,150 SH SHARED-DEFINED 02 SOLE
BRISTOL-MYERS SQUIBB 110122108 4,867 72,100 SH SOLE SOLE
BROADCOM CORP CL. A 111320107 578 5,300 SH SOLE SOLE
BROADCOM CORPORATION 111320107 207 1,900 SH SHARED-DEFINED 02 SOLE
BROADVISION INC. 111412102 1,078 8,100 SH SOLE SOLE
BROADVISION, INC. 111412102 373 2,800 SH SHARED-DEFINED 02 SOLE
BUENOS AIRES EMBOTELLADORA ADR CL B 119424208 75 2,439,119 SH SOLE SOLE
CALGON CARBON CORP. 129603106 34 5,000 SH SOLE SOLE
CAMBIOR INC. 13201L103 1,055 307,100 SH SOLE SOLE
CAMBREX CORP. 132011107 396 15,000 SH SHARED-DEFINED 02 SOLE
CAMCO INC. 132626102 297 90,000 SH SOLE SOLE
CAMECO CORP. 13321L108 649 35,000 SH SOLE SOLE
CAMPBELL RESOURCES INC. 134422104 372 1,139,375 SH SOLE SOLE
CAMPBELL SOUP CO. 134429109 59 1,500 SH SOLE SOLE
CANADA SOUTHERN PETROLEUM LTD. RVS 135231108 2,806 375,000 SH SOLE SOLE
CANADIAN IMPERIAL BANK OF COMMERCE 136069101 54,773 2,845,100 SH SOLE SOLE
CANADIAN MARCONI COMPANY 136357100 1,084 90,000 SH SOLE SOLE
CANADIAN OCCIDENTAL PETROLEUM LTD. 136420106 2,683 148,000 SH SOLE SOLE
CANADIAN PACIFIC LIMITED 135923100 7,585 331,850 SH SOLE SOLE
CANTV CIA ANONIMA TELEF - ADR 204421101 279 10,400 SH SHARED-DEFINED 02 SOLE
CARNIVAL CORPORATION 143658102 4,481 103,000 SH SOLE SOLE
CARRIER ACCESS CORP. 144460102 1,037 24,800 SH SOLE SOLE
CARRIER ACCESS CORPORATION 144460102 523 12,500 SH SHARED-DEFINED 02 SOLE
CATERPILLAR INC. 149123101 104 1,900 SH SOLE SOLE
CBS CORPORATION 12490K107 130 2,800 SH SOLE SOLE
CBT GROUP PLC-SP ADR 124853102 1,327 53,900 SH SOLE SOLE
CBT GROUP PUB LTD. SPON 124853300 1,714 69,600 SH SHARED-DEFINED 02 SOLE
CELADON GROUP INC. 150838100 114 15,000 SH SHARED-DEFINED 02 SOLE
CELESTICA INC. 15101Q108 13,171 267,600 SH SOLE SOLE
CEMEX SA SPONS ADR 151290889 741 30,700 SH SOLE SOLE
CENDANT CORP. 151313103 36 2,000 SH SOLE SOLE
CHASE MANHATTAN CORP (NEW) 16161A108 558 7,400 SH SOLE SOLE
CHASE MANHATTAN CORP NEW COM 16161A108 2,163 28,700 SH SHARED-DEFINED 02 SOLE
CHEAP TICKETS INC. 162672109 1,434 44,300 SH SOLE SOLE
CHEAP TICKETS, INC. 162672109 732 22,600 SH SHARED-DEFINED 02 SOLE
CHEESECAKE FACTORY (THE) 163072101 611 22,000 SH SOLE SOLE
CHEMDEX CORPORATION 163595101 228 7,400 SH SHARED-DEFINED 02 SOLE
CHEMDEX CORP. 163595101 511 16,600 SH SOLE SOLE
CHEVRON CORP. 166751107 790 8,900 SH SOLE SOLE
CHEVRON CORPORATION 166751107 2,876 32,400 SH SHARED-DEFINED 02 SOLE
CHILGENER SA ADR 168894103 126 8,244 SH SOLE SOLE
CHIREX INC. 170038103 2,088 80,900 SH SOLE SOLE
CHIREX INC. 170038103 2,269 87,900 SH SHARED-DEFINED 02 SOLE
CIA TELECOM CHILE SP.ADR 204449300 1,137 62,975 SH SOLE SOLE
CIGNA CORP. 125509109 140 1,800 SH SOLE SOLE
CINRAM INTERNATIONAL INC. 17252T105 4,466 538,100 SH SOLE SOLE
CIRCUIT CITY STORES 172737108 844 20,000 SH SHARED-DEFINED 02 SOLE
CISCO SYS INC. COM 17275R102 19,437 283,500 SH SHARED-DEFINED 02 SOLE
CISCO SYSTEMS INC. 17275R102 8,899 129,800 SH SOLE SOLE
CITIGROUP INC. 172967101 24,181 549,564 SH SOLE SOLE
CITIGROUP INC. 172967101 792 18,000 SH SHARED-DEFINED 02 SOLE
CITRIX SYS INC. COM 177376100 4,050 65,400 SH SHARED-DEFINED 02 SOLE
CITRIX SYSTEMS INC. 177376100 25,574 412,900 SH SOLE SOLE
CMGI INC. 125750109 953 9,300 SH SOLE SOLE
CMGI INC. 125750109 328 3,200 SH SHARED-DEFINED 02 SOLE
CNET INC. 125945105 2,279 40,700 SH SOLE SOLE
CNET INC. 125945105 1,921 34,300 SH SHARED-DEFINED 02 SOLE
COCA-COLA COMPANY 191216100 356 7,400 SH SOLE SOLE
COEUR D'ALENE MINES 192108108 4,273 911,500 SH SOLE SOLE
COGNEX CORP. 192422103 12,830 425,000 SH SOLE SOLE
COGNOS INCORPORATED 19244C109 29,325 1,119,680 SH SOLE SOLE
COLGATE-PALMOLIVE CO. 194162103 15,582 340,600 SH SOLE SOLE
COLGATE-PALMOLIVE COMPANY 194162103 3,184 69,600 SH SHARED-DEFINED 02 SOLE
COLUMBIA HCA HEALTHCARE CORP 197677107 44 2,100 SH SOLE SOLE
COMERICA INC. COM 200340107 1,012 20,000 SH SHARED-DEFINED 02 SOLE
COMINCO LTD. 200435105 15,349 940,120 SH SOLE SOLE
COMMERCE GROUP INC. 200641108 13,940 606,100 SH SOLE SOLE
COMPANIA DE TELECOMUNICS CHILE SPNS 204449300 521 28,825 SH SHARED-DEFINED 02 SOLE
COMPS.COM INC. 204679104 219 30,700 SH SOLE SOLE
COMPS.COM, INC. 204679104 123 17,300 SH SHARED-DEFINED 02 SOLE
COMPUTER ASSOCIATES INTERNATIONAL INC 204912109 9,050 147,750 SH SOLE SOLE
COMPUTER HORIZONS CORP. 205908106 581 50,000 SH SHARED-DEFINED 02 SOLE
COMVERSE TECHNOLOGY INC. 205862402 4,546 48,200 SH SOLE SOLE
COMVERSE TECHNOLOGY INC. 205862402 3,688 39,100 SH SHARED-DEFINED 02 SOLE
CONAGRA INC. 205887102 45 2,000 SH SOLE SOLE
CONCORD COMMUNICATIONS INC. 206186108 3,073 77,300 SH SOLE SOLE
CONCORD COMMUNICATIONS INC. 206186108 2,556 64,300 SH SHARED-DEFINED 02 SOLE
CONCORD EFS INC. 206197105 2,693 130,550 SH SOLE SOLE
CONCORD EFS, INC. 206197105 1,791 86,850 SH SHARED-DEFINED 02 SOLE
CONEXANT SYSTEMS INC. 207142100 1,192 16,400 SH SOLE SOLE
CONEXANT SYSTEMS, INC. 207142100 450 6,200 SH SHARED-DEFINED 02 SOLE
CORE LABORATORIES N.V. N22717107 410 21,800 SH SOLE SOLE
CORE LABORATORIES N.V. N22717107 282 15,000 SH SHARED-DEFINED 02 SOLE
CORNELL CORRECTIONS INC. 219141108 1,477 90,200 SH SOLE SOLE
CORNELL CORRECTIONS INC. 219141108 869 53,100 SH SHARED-DEFINED 02 SOLE
CORPORATE EXPRESS INC. COM 219888104 470 50,000 SH SHARED-DEFINED 02 SOLE
COVAD COMMUNICATIONS GROUP INC. 222814204 1,556 35,700 SH SOLE SOLE
COVAD COMMUNICATIONS GROUP, INC. 222814204 728 16,700 SH SHARED-DEFINED 02 SOLE
CREDICORP LTD ADR G2519Y108 253 24,286 SH SOLE SOLE
CREDICORP LTD. COM G2519Y108 55 5,273 SH SHARED-DEFINED 02 SOLE
CRESCENT REAL ESTATE EQUITIES TRUST 225756105 4,473 248,500 SH SOLE SOLE
CRISTALERIAS DE CHILE S A SPON 226714103 421 30,600 SH SHARED-DEFINED 02 SOLE
CRISTALERIAS DE CHILE-SPON.ADR. 226714103 1,034 75,200 SH SOLE SOLE
CRITICAL PATH INC. 22674V100 625 15,500 SH SOLE SOLE
CRITICAL PATH, INC. 22674V100 359 8,900 SH SHARED-DEFINED 02 SOLE
CSG SYSTEMS INTERNATIONAL INC. 126349109 1,099 40,100 SH SOLE SOLE
CSG SYSTEMS INTERNATIONAL, INC. 126349109 1,214 44,300 SH SHARED-DEFINED 02 SOLE
CUTTER & BUCK INC. 232217109 1,075 69,100 SH SOLE SOLE
CUTTER & BUCK INC. 232217109 1,281 82,350 SH SHARED-DEFINED 02 SOLE
CVS CORP. 126650100 3,930 96,300 SH SOLE SOLE
CYBERGOLD INC. 23246N105 219 22,200 SH SOLE SOLE
CYBERGOLD, INC. 23246N105 136 13,800 SH SHARED-DEFINED 02 SOLE
CYPRUS AMAX MINERALS CO. 232809103 39 2,000 SH SOLE SOLE
CYTYC CORP. COM 232946103 1,304 33,700 SH SHARED-DEFINED 02 SOLE
CYTYC CORPORATION 232946103 8,569 221,500 SH SOLE SOLE
DANAHER CORP. 235851102 62,556 1,187,300 SH SOLE SOLE
DAYTON-HUDSON CORP. 239753106 114 1,900 SH SOLE SOLE
DE BEERS CONSOLIDATED MINES ADR 240253302 3,626 134,300 SH SOLE SOLE
DEERE & COMPANY 244199105 43 1,100 SH SOLE SOLE
DELL COMPUTER CORP. 247025109 1,213 29,000 SH SOLE SOLE
DELL COMPUTER CORPORATION 247025109 2,458 58,800 SH SHARED-DEFINED 02 SOLE
DELPHI AUTOMOTIVE SYSTEMS CORP. 247126105 37 2,295 SH SOLE SOLE
DELTA-GALIL INDUSTRIES LTD. ADR 247637101 473 40,000 SH SOLE SOLE
DENDRITE INTERNATIONAL INC. 248239105 3,657 77,400 SH SOLE SOLE
DENDRITE INTL INC. COM 248239105 3,062 64,800 SH SHARED-DEFINED 02 SOLE
DENTSPLY INTERNATIONAL INC. 249030107 47,744 2,098,630 SH SOLE SOLE
DESC S.A. -SPONS ADR 250309101 206 12,300 SH SOLE SOLE
DIA MET MINERALS LTD. CL. B 25243K307 884 50,000 SH SOLE SOLE
DIAGEO PLC - SPON ADR 25243Q205 986 23,799 SH SHARED-DEFINED 02 SOLE
DIGEX INC. 253756100 1,113 47,000 SH SOLE SOLE
DIGEX, INC. 253756100 175 7,400 SH SHARED-DEFINED 02 SOLE
DIONEX CORPORATION 254546104 1,176 27,500 SH SHARED-DEFINED 02 SOLE
DOLLAR TREE STORES INC 256747106 2,200 55,075 SH SOLE SOLE
DOLLAR TREE STORES INC 256747106 2,439 61,075 SH SHARED-DEFINED 02 SOLE
DOMTAR INC. 257561100 4,143 402,000 SH SOLE SOLE
DONALDSON CO. LTD. 257651109 15,566 671,300 SH SOLE SOLE
DOW CHEMICAL COMPANY 260543103 216 1,900 SH SOLE SOLE
DPL INC. 233293109 1,233 70,000 SH SHARED-DEFINED 02 SOLE
DSET CORP. 262504103 642 43,700 SH SHARED-DEFINED 02 SOLE
DSET CORPORATION 262504103 1,870 127,300 SH SOLE SOLE
DTE ENERGY COMPANY 233331107 3,360 93,000 SH SOLE SOLE
DUKE ENERGY CORP. 264399106 182 3,300 SH SOLE SOLE
DUN & BRADSTREET CORP. 26483B106 33 1,100 SH SOLE SOLE
DUPONT (E.I.) DE NEMOURS COMPANY 263534109 237 3,900 SH SOLE SOLE
EARTHWEB INC. 27032C108 1,734 43,900 SH SOLE SOLE
EARTHWEB INC. 27032C108 1,003 25,400 SH SHARED-DEFINED 02 SOLE
EASTMAN KODAK COMPANY 277461109 128 1,700 SH SOLE SOLE
EBAY INC. 278642103 875 6,200 SH SOLE SOLE
EBAY INC. 278642103 296 2,100 SH SHARED-DEFINED 02 SOLE
ECI TELECOMMUNICATIONS LTD - ORD 268258100 1,358 55,000 SH SOLE SOLE
ECOLAB INC. 278865100 16,680 488,800 SH SOLE SOLE
EDPERBRASCAN CORPORATION CLASS A 280905803 98,633 6,970,725 SH SOLE SOLE
EGAIN COMMUNICATIONS CORP. 28225C103 41 2,200 SH SOLE SOLE
EGAIN COMMUNICATIONS CORPORATION 28225C103 15 800 SH SHARED-DEFINED 02 SOLE
ELECTROGLAS INC. 285324109 2,104 90,000 SH SOLE SOLE
ELECTRONIC DATA SYSTEMS CORP 285661104 127 2,400 SH SOLE SOLE
ELF AQUIT SPONS ADR FRF 286269105 9 100 SH SHARED-DEFINED 02 SOLE
EMBRATEL PARTICIPACOES ADR 29081N100 247 21,600 SH SOLE SOLE
EMBRATEL PARTICIPACOES S.A 29081N100 127 11,100 SH SHARED-DEFINED 02 SOLE
EMC CORP. 268648102 7,865 110,100 SH SOLE SOLE
EMC CORPORATION/MASS 268648102 614 8,600 SH SHARED-DEFINED 02 SOLE
EMCO LIMITED 290839109 1,316 300,000 SH SOLE SOLE
EMPRESA NACIONAL DE ELCTRCIDAD SPON 29244T101 182 14,032 SH SHARED-DEFINED 02 SOLE
EMPRESA NACIONAL ELEC - CH ADR 29244T101 679 52,252 SH SOLE SOLE
ENDESA SA 29258N107 1,960 102,500 SH SHARED-DEFINED 02 SOLE
ENERSIS S.A. -SPONS ADR 29274F104 699 33,500 SH SOLE SOLE
ENSCO INTERNATIONAL INC. 26874Q100 352 19,500 SH SOLE SOLE
ENSCO INTL INC. COM 26874Q100 273 15,100 SH SHARED-DEFINED 02 SOLE
ENTERGY CORP 29364G103 145 5,000 SH SOLE SOLE
EPIX MEDICAL INC. 26881Q101 424 59,500 SH SOLE SOLE
EPIX MEDICAL INC. COM 26881Q101 183 25,700 SH SHARED-DEFINED 02 SOLE
EQUIFAX INC. 294429105 442 15,700 SH SOLE SOLE
EQUIFAX INC. 294429105 2,975 105,800 SH SHARED-DEFINED 02 SOLE
ESAT TELECOM GROUP PLC-ADR 26883Y102 7,553 190,000 SH SOLE SOLE
ESCO ELECTRONICS CORP 269030201 550 49,500 SH SHARED-DEFINED 02 SOLE
ETEC SYS INC. 26922C103 1,226 32,600 SH SHARED-DEFINED 02 SOLE
ETEC SYSTEMS INC. 26922C103 6,359 169,000 SH SOLE SOLE
E-TEK DYNAMICS INC. 269240107 2,007 37,000 SH SOLE SOLE
E-TEK DYNAMICS, INC. 269240107 1,628 30,000 SH SHARED-DEFINED 02 SOLE
EXODUS COMMUNICATIONS INC. 302088109 3,063 42,500 SH SOLE SOLE
EXODUS COMMUNICATIONS INC. 302088109 1,499 20,800 SH SHARED-DEFINED 02 SOLE
EXTREME NETWORKS 30226D106 1,545 24,400 SH SHARED-DEFINED 02 SOLE
EXTREME NETWORKS INC. 30226D106 2,013 31,800 SH SOLE SOLE
EXXON CORP. 302290101 623 8,200 SH SOLE SOLE
EXXON CORP. COM 302290101 46 600 SH SHARED-DEFINED 02 SOLE
F5 NETWORKS INC. 315616102 1,040 15,300 SH SOLE SOLE
F5 NETWORKS, INC. 315616102 598 8,800 SH SHARED-DEFINED 02 SOLE
FACTSET RESEARCH SYSTEMS INC. 303075105 4,340 76,300 SH SOLE SOLE
FACTSET RESH SYS INC. COM 303075105 3,879 68,200 SH SHARED-DEFINED 02 SOLE
FAHNESTOCK VINER HOLDINGS CL. A 302921101 15,583 1,041,200 SH SOLE SOLE
FANNIE MAE 313586109 633 10,100 SH SOLE SOLE
FEDERAL AGRIC MTG CORP CL C 313148306 1,011 50,700 SH SOLE SOLE
FEDERAL AGRIC MTG CORP. CL C 313148306 1,037 52,050 SH SHARED-DEFINED 02 SOLE
FEDERAL NATL MTG ASSN COM 313586109 2,915 46,500 SH SHARED-DEFINED 02 SOLE
FEI COMPANY 30241L109 227 30,000 SH SHARED-DEFINED 02 SOLE
FIFTH THIRD BANCORP 316773100 14,085 231,500 SH SOLE SOLE
FIRST CONSULTING GROUP INC 31986R103 1,633 163,300 SH SOLE SOLE
FIRST CONSULTING GROUP INC 31986R103 1,598 159,800 SH SHARED-DEFINED 02 SOLE
FIRST DATA CORP. 319963104 127 2,900 SH SOLE SOLE
FIRST TENNESSEE NATIONAL CORP. 337162101 984 35,000 SH SHARED-DEFINED 02 SOLE
FIRST UNION CORP. 337358105 10,096 283,894 SH SOLE SOLE
FIRST UNION CORPORATION 337358105 1,085 30,500 SH SHARED-DEFINED 02 SOLE
FIRST VIRGINIA BANKS, INC. 337477103 1,307 30,000 SH SHARED-DEFINED 02 SOLE
FISERV INC. 337738108 6,536 201,100 SH SOLE SOLE
FLEET BOSTON CORPORATION 33901A108 103 2,800 SH SOLE SOLE
FLEXTRONICS INTERNATIONAL LTD. Y2573F102 4,911 84,400 SH SOLE SOLE
FLEXTRONICS INTL. LTD. Y2573F102 3,613 62,100 SH SHARED-DEFINED 02 SOLE
FOMENTO ECONOMICO MEXICANO 344419106 113 3,600 SH SHARED-DEFINED 02 SOLE
FOMENTO ECONOMICO MEXICANO SP. ADR 344419106 1,368 43,700 SH SOLE SOLE
FORD MTR CO DEL COM 345370100 753 15,000 SH SHARED-DEFINED 02 SOLE
FORRESTER RESEARCH INC. 346563109 1,685 43,200 SH SOLE SOLE
FORRESTER RESH INC. COM 346563109 827 21,200 SH SHARED-DEFINED 02 SOLE
FORTUNE BRANDS INC. 349631101 3,290 102,000 SH SOLE SOLE
FREDDIE MAC 313400301 16 300 SH SOLE SOLE
FREDDIE MAC COM 313400301 1,950 37,500 SH SHARED-DEFINED 02 SOLE
FREEPORT MCMORAN COPPER INC. CL B 35671D857 3,564 229,000 SH SOLE SOLE
FREEPORT MCMORAN PRF 2006/08/01 SR SILVER 35671D865 3,907 293,500 SH SOLE SOLE
FRESH AMERICA CORP. 35803R105 227 37,500 SH SHARED-DEFINED 02 SOLE
GALLAHER GROUP PLC-ADR 363595109 3,888 143,000 SH SOLE SOLE
GANNETT CO. INC. 364730101 194 2,800 SH SOLE SOLE
GAP INC. 364760108 396 12,387 SH SOLE SOLE
GARDEN FRESH RESTAURANTS 365235100 398 26,000 SH SHARED-DEFINED 02 SOLE
GATEWAY INC. 367626108 578 13,000 SH SOLE SOLE
GATEWAY INC. 367626108 222 5,000 SH SHARED-DEFINED 02 SOLE
GEMSTAR INTERNATIONAL GROUP LTD G3788V106 5,383 68,900 SH SOLE SOLE
GEMSTAR INTL GROUP LTD. ORD G3788V106 2,617 33,500 SH SHARED-DEFINED 02 SOLE
GENER S.A.-SPONSORED ADR 368731105 81 5,318 SH SHARED-DEFINED 02 SOLE
GENERAL DYNAMICS CORPORATION 369550108 6,437 103,100 SH SOLE SOLE
GENERAL ELEC CO. COM 369604103 4,778 40,300 SH SHARED-DEFINED 02 SOLE
GENERAL ELECTRIC COMPANY 369604103 25,195 212,500 SH SOLE SOLE
GENERAL INSTR CORP NEW COM 370120107 298 6,200 SH SHARED-DEFINED 02 SOLE
GENERAL INSTRUMENT CORP. 370120107 842 17,500 SH SOLE SOLE
GENERAL MILLS INC. 370334104 673 8,300 SH SOLE SOLE
GENERAL MILLS INC. COM 370334104 3,821 47,100 SH SHARED-DEFINED 02 SOLE
GENERAL MOTORS CORPORATION 370442105 13,689 217,500 SH SOLE SOLE
GENERAL MTRS CORP. COM 370442105 2,158 34,300 SH SHARED-DEFINED 02 SOLE
GENESIS MICROCHIP INC. 371933102 815 46,100 SH SHARED-DEFINED 02 SOLE
GENESIS MICROCHIPS INC. 371933102 1,643 92,900 SH SOLE SOLE
GENLYTE GROUP INC. 372302109 534 22,500 SH SHARED-DEFINED 02 SOLE
GEORGIA PAC CORP. COM 373298108 2,519 62,200 SH SHARED-DEFINED 02 SOLE
GEORGIA-PACIFIC GROUP 373298108 308 7,600 SH SOLE SOLE
GILAT SATELLITE NETWORKS LTD. ORD M51474100 268 5,000 SH SHARED-DEFINED 02 SOLE
GILLETTE CO. 375766102 132 3,900 SH SOLE SOLE
GLAMIS GOLD LTD. 376775102 3,024 1,270,000 SH SOLE SOLE
GLOBAL CROSSING LTD. G3921A100 1,306 49,287 SH SOLE SOLE
GLOBAL CROSSING LTD. G3921A100 1,054 39,790 SH SHARED-DEFINED 02 SOLE
GLOBAL INDUSTRIES LTD. 379336100 175 21,500 SH SOLE SOLE
GLOBAL MARINE INC. 379352404 268 16,300 SH SOLE SOLE
GLOBAL MARINE INC. 379352404 207 12,600 SH SHARED-DEFINED 02 SOLE
GLOBAL TELESYSTEMS GROUP INC. 37936U104 45,651 1,945,100 SH SOLE SOLE
GLOBAL TELESYTEMS GROUP, INC. 37936U104 16 800 SH SHARED-DEFINED 02 SOLE
GLOBALSTAR TELECOMMUNICATIONS LTD. G3930H104 9,205 400,200 SH SOLE SOLE
GLOBALSTAR TELECOMMUNICATIONS LTD. G3930H104 754 32,800 SH SHARED-DEFINED 02 SOLE
GOLD RESERVE INC. CLASS A 38068N108 341 271,000 SH SOLE SOLE
GOLDCORP INC. CL. A SVS 380956102 989 149,942 SH SOLE SOLE
GOODYEAR TIRE & RUBBER COMPANY 382550101 2,695 56,000 SH SOLE SOLE
GRAINGER (W.W.) INC. 384802104 41,680 867,200 SH SOLE SOLE
GREAT NORTHERN GAS COMPANY 391044104 197 209,930 SH SOLE SOLE
GREAT PLAINS SOFTWARE 39119E105 654 12,700 SH SHARED-DEFINED 02 SOLE
GREAT PLAINS SOFTWARE INC 39119E105 1,257 24,400 SH SOLE SOLE
GROUPE AB SA-ADR 39944Q109 686 289,000 SH SOLE SOLE
GRUPO INDL MASECA SA DE CV SER B ADR 400488409 426 47,000 SH SOLE SOLE
GRUPO TELEVISA S A GLOBAL DEP SHARES 40049J206 767 19,200 SH SOLE SOLE
GSI LUMONICS INC. 36229U102 1,391 235,000 SH SOLE SOLE
GUCCI GROUP NV-NY REG SHRS NLG2.23 401566104 10,438 125,000 SH SOLE SOLE
GULF CANADA RESOURCES LIMITED 40218L305 4,058 985,944 SH SOLE SOLE
H.J. HEINZ COMPANY 423074103 2,597 60,400 SH SHARED-DEFINED 02 SOLE
HALLIBURTON COMPANY 406216101 2,263 55,200 SH SOLE SOLE
HANOVER COMPRESSOR CO 410768105 204 6,400 SH SHARED-DEFINED 02 SOLE
HANOVER COMPRESSOR COMPANY 410768105 255 8,000 SH SOLE SOLE
HANSON PLC SPNS 411352404 1,493 38,600 SH SHARED-DEFINED 02 SOLE
HARTFORD LIFE, INC. 416592103 1,478 30,000 SH SHARED-DEFINED 02 SOLE
HARVARD INDUSTRIES INC. 417434503 534 57,364 SH SOLE SOLE
HECLA MINING COMPANY 422704106 702 239,000 SH SOLE SOLE
HEINZ (H.J.) CO. 423074103 593 13,800 SH SOLE SOLE
HELEN OF TROY G4388N106 519 54,000 SH SHARED-DEFINED 02 SOLE
HELLENIC TELECOMM. ORG. SA ADR 423325307 1,466 131,000 SH SOLE SOLE
HELLENIC TELECOMMUNICATIONS ORG ADR 423325307 401 35,900 SH SHARED-DEFINED 02 SOLE
HELMERICH & PAYNE INC. COM 423452101 283 11,200 SH SHARED-DEFINED 02 SOLE
HELMERICH & PAYNE, INC. 423452101 382 15,100 SH SOLE SOLE
HEWLETT-PACKARD COMPANY 428236103 322 3,500 SH SOLE SOLE
HI/FN INC. 428358105 1,014 9,200 SH SOLE SOLE
HI/FN, INC. 428358105 353 3,200 SH SHARED-DEFINED 02 SOLE
HIBBET SPORTING GOODS 428565105 337 20,600 SH SHARED-DEFINED 02 SOLE
HIBBETT SPORTING GOODS INC 428565105 608 37,100 SH SOLE SOLE
HILTON HOTELS CORP 432848109 20 2,000 SH SOLE SOLE
HNC SOFTWARE INC. COM 40425P107 992 25,000 SH SHARED-DEFINED 02 SOLE
HOME DEPOT INC. 437076102 391 5,700 SH SOLE SOLE
HOMESTAKE MINING COMPANY 437614100 10,180 1,108,000 SH SOLE SOLE
HONEYWELL INC. 438506107 19,747 177,400 SH SOLE SOLE
HONEYWELL INC. 438506107 3,807 34,200 SH SHARED-DEFINED 02 SOLE
HORIZON ORGANIC HOLDING CORP. 44043T103 1,058 95,100 SH SOLE SOLE
HORIZON ORGANINIC HOLDING CORP. 44043T103 604 54,300 SH SHARED-DEFINED 02 SOLE
HOUGHTON MIFFLIN CO. 441560109 62,510 1,538,715 SH SOLE SOLE
HOUSEHOLD INTERNATIONAL INC 441815107 84 2,100 SH SOLE SOLE
HUANENG PWR INTL INC. SPON 443304100 15 1,200 SH SHARED-DEFINED 02 SOLE
ILLINOIS TOOL WORKS INC 452308109 134 1,800 SH SOLE SOLE
IMAX CORPORATION 45245E109 5,208 260,400 SH SOLE SOLE
IMC GLOBAL INC. 449669100 73 5,000 SH SOLE SOLE
IMPERIAL CHEM INDS PLC ADR 452704505 827 19,150 SH SHARED-DEFINED 02 SOLE
IMPERIAL OIL LIMITED 453038408 207,744 9,931,200 SH SOLE SOLE
INCO LIMITED 453258402 12,201 571,200 SH SOLE SOLE
INFOSPACE.COM INC. 45678T102 1,476 35,900 SH SOLE SOLE
INFOSPACE.COM INC.A69 45678T102 1,151 28,000 SH SHARED-DEFINED 02 SOLE
INKTOMI CORP 457277101 1,524 12,700 SH SOLE SOLE
INKTOMI CORPORATION 457277101 1,157 9,638 SH SHARED-DEFINED 02 SOLE
INNOVEX INC 457647105 180 20,000 SH SHARED-DEFINED 02 SOLE
INTEL CORP. COM 458140100 8,051 108,340 SH SHARED-DEFINED 02 SOLE
INTEL CORPORATION 458140100 33,396 449,396 SH SOLE SOLE
INTERFACE 458665106 205 40,000 SH SHARED-DEFINED 02 SOLE
INTERNATIONAL BUSINESS MACHINES 459200101 23,049 189,900 SH SOLE SOLE
INTERNATIONAL BUSINESS MACHINES 459200101 7,537 62,100 SH SHARED-DEFINED 02 SOLE
INTERNATIONAL INTEGRATION INC 459698106 1,651 50,400 SH SOLE SOLE
INTERNATIONAL INTEGRATION INC. 459698106 983 30,000 SH SHARED-DEFINED 02 SOLE
INTERNATIONAL NETWORK SVCS COM 460053101 579 10,650 SH SHARED-DEFINED 02 SOLE
INTERNATIONAL PAPER COMPANY 460146103 159 3,300 SH SOLE SOLE
INTERNATIONAL RECTIFIER CORP 460254105 2,669 175,000 SH SOLE SOLE
INTERNATIONAL SPEEDWAY CORP CL A 460335201 1,561 29,700 SH SHARED-DEFINED 02 SOLE
INTERPUBLIC GROUP OF COMPANIES, INC. 460690100 47,586 1,157,100 SH SOLE SOLE
INTL NETWORK SERVICES 460053101 767 14,100 SH SOLE SOLE
INTL SPEEDWAY CORP CL A 460335201 1,356 25,800 SH SOLE SOLE
INTL TELECOMM DATA SYSTEMS 46047F104 2,869 340,000 SH SOLE SOLE
IPSCO INC. 462622101 118,294 5,229,850 SH SOLE SOLE
ITI TECHNOLOGIES 450564109 752 25,000 SH SHARED-DEFINED 02 SOLE
ITI TECHNOLOGIES INC. 450564109 4,058 135,000 SH SOLE SOLE
ITXC CORP. 45069F109 321 10,100 SH SOLE SOLE
ITXC CORP. 45069F109 188 5,900 SH SHARED-DEFINED 02 SOLE
J.P. MORGAN & COMPANY 616880100 183 1,600 SH SOLE SOLE
JABIL CIRCUIT INC. 466313103 1,673 33,800 SH SOLE SOLE
JABIL CIRCUIT INC. 466313103 1,609 32,500 SH SHARED-DEFINED 02 SOLE
JACOBS ENGINEERING GROUP 469814107 556 17,100 SH SHARED-DEFINED 02 SOLE
JANNOCK LIMITED 470888801 48,354 4,085,100 SH SOLE SOLE
JDS UNIPHASE CORP. 46612J101 2,868 25,200 SH SOLE SOLE
JDS UNIPHASE CORPORATION 46612J101 2,379 20,900 SH SHARED-DEFINED 02 SOLE
JOHNSON & JOHNSON 478160104 1,075 11,700 SH SOLE SOLE
JOHNSON & JOHNSON COM 478160104 4,855 52,850 SH SHARED-DEFINED 02 SOLE
JOS A BANK CLOTHIERS 480838101 61 15,000 SH SHARED-DEFINED 02 SOLE
K MART CORPORATION 482584109 30 2,600 SH SOLE SOLE
KEYNOTE SYSTEMS INC. 493308100 315 12,600 SH SOLE SOLE
KEYNOTE SYSTEMS, INC. 493308100 185 7,400 SH SHARED-DEFINED 02 SOLE
KIMBERLY CLARK CORP. COM 494368103 3,239 61,695 SH SHARED-DEFINED 02 SOLE
KIMBERLY-CLARK CORP. 494368103 5,245 99,900 SH SOLE SOLE
KINROSS GOLD CORPORATION 496902107 3,682 1,313,802 SH SOLE SOLE
KLA INSTRS CORP. COM 482480100 390 6,000 SH SHARED-DEFINED 02 SOLE
KLA-TENCOR CORPORATION 482480100 9,204 141,600 SH SOLE SOLE
KNIGHT/TRIMARK GROUP INC CLASS A 499067106 747 25,200 SH SOLE SOLE
KNIGHT/TRIMARK GROUP, INC. 499067106 429 14,500 SH SHARED-DEFINED 02 SOLE
KOOR INDS LTD. SPON 500507108 155 8,900 SH SHARED-DEFINED 02 SOLE
KOREA ELECTRIC PWR SPON 500631106 199 12,400 SH SHARED-DEFINED 02 SOLE
KOREA TELECOM CORPORATION 50063P103 597 16,139 SH SOLE SOLE
KV PHARMACEUTICAL CO CL A 482740206 560 30,000 SH SHARED-DEFINED 02 SOLE
LABORATORIO CHILE SA ADR 50540H104 112 6,500 SH SHARED-DEFINED 02 SOLE
LABORATORIO CHILE-SPONSORED ADR 50540H104 335 19,500 SH SOLE SOLE
LAFARGE CORPORATION 505862102 643 20,000 SH SOLE SOLE
LAIDLAW INC. 50730K503 27,116 3,966,200 SH SOLE SOLE
LASON INC. 51808R107 21,366 479,800 SH SOLE SOLE
LASON INC. COM 51808R107 2,307 51,800 SH SHARED-DEFINED 02 SOLE
LATTICE SEMICONDUCTOR CORP. COM 518415104 1,187 40,000 SH SHARED-DEFINED 02 SOLE
LEGATO SYS INC. COM 524651106 3,710 85,100 SH SHARED-DEFINED 02 SOLE
LEGATO SYSTEMS INC. 524651106 28,593 655,900 SH SOLE SOLE
LEGG MASON, INC. 524901105 1,054 27,500 SH SHARED-DEFINED 02 SOLE
LEGGETT & PLATT INC. 524660107 20,034 1,017,600 SH SOLE SOLE
LIFEPOINT HOSPITALS INC. 53219L109 1 152 SH SOLE SOLE
LILLY (ELI) & COMPANY 532457108 621 9,700 SH SOLE SOLE
LILLY ELI & CO. COM 532457108 3,555 55,550 SH SHARED-DEFINED 02 SOLE
LINAMAR CORPORATION 53278L107 29,522 2,320,700 SH SOLE SOLE
LINCOLN NATIONAL CORPORATION 534187109 939 25,000 SH SHARED-DEFINED 02 SOLE
LINEAR TECHNOLOGY CORP. 535678106 905 15,400 SH SOLE SOLE
LINEAR TECHNOLOGY CORP. COM 535678106 2,727 46,400 SH SHARED-DEFINED 02 SOLE
LIQUIDATION WORLD INC. 53634D203 4,999 918,500 SH SOLE SOLE
LOUIS DREYFUS NATURAL GAS 546011107 679 31,700 SH SHARED-DEFINED 02 SOLE
LOWES COMPANIES 548661107 434 8,900 SH SOLE SOLE
LOWES COS INC. COM 548661107 3,062 62,800 SH SHARED-DEFINED 02 SOLE
LSI LOGIC CORP. 502161102 798 15,500 SH SOLE SOLE
LSI LOGIC CORPORATION 502161102 1,828 35,500 SH SHARED-DEFINED 02 SOLE
LTV CORPORATION 501921100 17,283 3,178,400 SH SOLE SOLE
LUCENT TECHNOLOGIES INC. 549463107 5,387 83,030 SH SOLE SOLE
LUCENT TECHNOLOGIES INC. COM 549463107 2,921 45,035 SH SHARED-DEFINED 02 SOLE
LUXOTTICA GROUP SPA-SPON ADR 55068R202 8,296 435,200 SH SOLE SOLE
LYCOS INC. 550818108 21,574 430,400 SH SOLE SOLE
MACK-CALI REALTY CORP. 554489104 80 3,000 SH SOLE SOLE
MADECO SA SPON 556304103 38 3,700 SH SHARED-DEFINED 02 SOLE
MADECO SA-SPONSORED ADR 556304103 323 31,500 SH SOLE SOLE
MAGNA INTERNATIONAL INC. CL. A S.V. 559222401 59,939 1,213,649 SH SOLE SOLE
MANPOWER INC. 56418H100 48,018 1,648,700 SH SOLE SOLE
MARINE DRILLING CO INC. 568240204 473 29,900 SH SOLE SOLE
MARINE DRILLING CO INC. 568240204 302 19,100 SH SHARED-DEFINED 02 SOLE
MARSH & MCLENNAN CO. 571748102 134 1,950 SH SOLE SOLE
MARTEK BIOSCIENCES CORPORATION 572901106 244 42,500 SH SOLE SOLE
MATAV ADR REP 5 'B' HUF100 559776109 1,552 56,950 SH SOLE SOLE
MATSUSHITA ELEC IND-SPONS. ADR 576879209 1,212 5,800 SH SOLE SOLE
MAXIM INTEGRATED PRODS INC. COM 57772K101 2,038 32,300 SH SHARED-DEFINED 02 SOLE
MAXIM INTEGRATED PRODUCTS 57772K101 2,284 36,200 SH SOLE SOLE
MAXIMUS INC 577933104 1,410 47,100 SH SHARED-DEFINED 02 SOLE
MAXIMUS INC. 577933104 2,443 81,600 SH SOLE SOLE
MAY DEPARTMENT STORES CO. 577778103 437 12,000 SH SOLE SOLE
MAY DEPARTMENT STORES COMPANY 577778103 1,636 44,900 SH SHARED-DEFINED 02 SOLE
MBNA CORP. 55262L100 56 2,450 SH SOLE SOLE
MCDONALD'S CORP. 580135101 280 6,500 SH SOLE SOLE
MCGRAW-HILL COMPANIES INC. 580645109 42,062 869,500 SH SOLE SOLE
MCI WORLDCOM INC. 55268B106 12,485 173,700 SH SOLE SOLE
MCI WORLDCOM INC. COM 55268B106 783 10,900 SH SHARED-DEFINED 02 SOLE
MCKESSON HBOC INC. 58155Q103 14 499 SH SOLE SOLE
MCLEODUSA INC. CL. A 582266102 23,239 546,000 SH SOLE SOLE
MCLEODUSA INCORPORATED 582266102 4,082 95,900 SH SHARED-DEFINED 02 SOLE
MEADE INSTRUMENTS CORP 583062104 48 2,000 SH SHARED-DEFINED 02 SOLE
MEDIAONE GROUP INC. 58440J104 9,605 140,600 SH SOLE SOLE
MEDIAONE GROUP,INC. 58440J104 1,964 28,750 SH SHARED-DEFINED 02 SOLE
MEDICIS PHARMACEUTICAL A SHS 584690309 2,462 86,400 SH SOLE SOLE
MEDICS PHARMACEUTICAL CORPORATION 584690309 2,753 96,600 SH SHARED-DEFINED 02 SOLE
MEDQUIST INC. 584949101 3,464 103,600 SH SOLE SOLE
MEDQUIST INC. COM 584949101 3,791 113,400 SH SHARED-DEFINED 02 SOLE
MEDTRONIC INC. 585055106 8,222 231,600 SH SOLE SOLE
MELLON BK CORP. COM 585509102 1,796 53,200 SH SHARED-DEFINED 02 SOLE
MELLON FINANCIAL CORP 58551A108 13,163 390,000 SH SOLE SOLE
MERCANTILE BANKSHARES CORPORATION 587405101 1,160 37,500 SH SHARED-DEFINED 02 SOLE
MERCK & CO INC. COM 589331107 4,261 65,750 SH SHARED-DEFINED 02 SOLE
MERCK & CO. INC. 589331107 18,433 284,400 SH SOLE SOLE
MERIDIAN GOLD INC. 589975101 6,725 983,700 SH SOLE SOLE
MERRILL LYNCH & CO INC. COM 590188108 1,632 24,300 SH SHARED-DEFINED 02 SOLE
MERRILL LYNCH & CO. 590188108 524 7,800 SH SOLE SOLE
META GROUP INC. 591002100 1,553 87,500 SH SOLE SOLE
META GROUP INC. COM 591002100 888 50,000 SH SHARED-DEFINED 02 SOLE
METHANEX CORPORATION 59151K108 357 125,000 SH SOLE SOLE
METROMEDIA FIBER NETWORK INC. 591689104 19,198 783,600 SH SOLE SOLE
METROMEDIA FIBER NETWORK, INC. 591689104 2,014 82,200 SH SHARED-DEFINED 02 SOLE
MICREL INC. 594793101 616 14,200 SH SOLE SOLE
MICREL INC. 594793101 295 6,800 SH SHARED-DEFINED 02 SOLE
MICROMUSE INC. 595094103 3,656 56,900 SH SOLE SOLE
MICROMUSE INC. 595094103 3,058 47,600 SH SHARED-DEFINED 02 SOLE
MICRON TECHNOLOGY INC. 595112103 100 1,500 SH SOLE SOLE
MICROSOFT CORP. 594918104 14,772 163,112 SH SOLE SOLE
MICROSOFT CORP. COM 594918104 9,590 105,900 SH SHARED-DEFINED 02 SOLE
MIH LTD CLASS A G6116R101 26 900 SH SHARED-DEFINED 02 SOLE
MIH LTD. G6116R101 15,939 552,000 SH SOLE SOLE
MINIMED INC. 60365K108 1,130 11,500 SH SOLE SOLE
MINIMED INC. 60365K108 648 6,600 SH SHARED-DEFINED 02 SOLE
MINNESOTA MINING & MANUFACTURING CO. 604059105 183 1,900 SH SOLE SOLE
MISSION CRITICAL SOFTWARE INC. 605047109 699 15,700 SH SOLE SOLE
MISSION CRITICAL SOFTWARE, INC. 605047109 392 8,800 SH SHARED-DEFINED 02 SOLE
MITEL CORPORATION 606711109 5,781 732,600 SH SOLE SOLE
MOBIL CORPORATION 607059102 17,541 174,100 SH SOLE SOLE
MOBIL CORPORATION 607059102 4,161 41,300 SH SHARED-DEFINED 02 SOLE
MOLECULAR DEVICES CORP. 60851C107 1,015 36,900 SH SOLE SOLE
MOLECULAR DEVICES CORP. COM 60851C107 371 13,500 SH SHARED-DEFINED 02 SOLE
MONSANTO COMPANY 611662107 100 2,800 SH SOLE SOLE
MOORE CORPORATION LIMITED 615785102 65,278 6,461,930 SH SOLE SOLE
MORGAN STANLEY DEAN WITTER & CO. 617446448 2,702 30,300 SH SHARED-DEFINED 02 SOLE
MORGAN STANLEY DEAN WITTER DISCOVER & CO 617446448 20,745 232,600 SH SOLE SOLE
MOTOROLA INC. 620076109 30,122 342,300 SH SOLE SOLE
MPW INDUSTRIAL SVCS 553444100 214 30,000 SH SHARED-DEFINED 02 SOLE
N2H2 INC. 67019F104 1,238 126,200 SH SOLE SOLE
N2H2, INC. 67019F104 638 65,000 SH SHARED-DEFINED 02 SOLE
NABORS INDUSTRIES INC. 629568106 383 15,300 SH SOLE SOLE
NABORS INDUSTRIES INC. 629568106 290 11,600 SH SHARED-DEFINED 02 SOLE
NACIONAL TELEFONOS DE VENEZUELA-ADR 204421101 268 10,000 SH SOLE SOLE
NATIONAL INFO CONSORTIUM INC. 636491102 2,449 99,200 SH SOLE SOLE
NATIONAL INFORMATION CONSORTIUM INC. 636491102 1,113 45,100 SH SHARED-DEFINED 02 SOLE
NATIONAL STEEL CORP CL B 637844309 44 6,400 SH SOLE SOLE
NATIONAL WESTMINSTER BK PLC ADR 638539403 125 900 SH SHARED-DEFINED 02 SOLE
NATIONWIDE FINANCIAL SERVICES, INC. 638612101 1,061 30,000 SH SHARED-DEFINED 02 SOLE
NAVIGANT CONSULTING CO. 63935N107 1,782 38,420 SH SOLE SOLE
NAVIGANT CONSULTING, INC. 63935N107 1,876 40,460 SH SHARED-DEFINED 02 SOLE
NET2PHONE INC. 64108N106 792 15,200 SH SOLE SOLE
NET2PHONE, INC. 64108N106 386 7,400 SH SHARED-DEFINED 02 SOLE
NETOPIA INC. 64114K104 2,209 55,400 SH SOLE SOLE
NETOPIA,INC. 64114K104 1,264 31,700 SH SHARED-DEFINED 02 SOLE
NETSILICON INC. 64115X105 1,970 154,500 SH SOLE SOLE
NETSILICON, INC. 64115X105 963 75,500 SH SHARED-DEFINED 02 SOLE
NETWORK APPLIANCE INC. 64120L104 5,164 72,100 SH SOLE SOLE
NETWORK APPLIANCE INC. COM 64120L104 4,011 56,000 SH SHARED-DEFINED 02 SOLE
NETWORK SOLUTIONS INC. 64121Q102 29,630 322,500 SH SOLE SOLE
NETWORK SOLUTIONS INC. 64121Q102 2,655 28,900 SH SHARED-DEFINED 02 SOLE
NEW BRUNSWICK SCIENTIFIC 642876106 212 35,005 SH SHARED-DEFINED 02 SOLE
NEWBRIDGE NETWORKS CORP 650901101 8,685 336,400 SH SOLE SOLE
NEWELL RUBBERMAID INC. 651229106 43 1,500 SH SOLE SOLE
NEWMONT MINING CORP. 651639106 6,533 252,500 SH SOLE SOLE
NEWS CORP LTD. ADR 652487703 28,430 1,000,000 SH SHARED-DEFINED 02 SOLE
NEXTEL COMMUNICATIONS INC.- A 65332V103 1,472 21,700 SH SOLE SOLE
NEXTEL COMMUNICATIONS INC-A 65332V103 1,987 29,300 SH SHARED-DEFINED 02 SOLE
NEXTLINK COMMUNICATIONS - A 65333H707 1,783 34,400 SH SOLE SOLE
NEXTLINK COMMUNICATIONS, INC. 65333H707 1,317 25,400 SH SHARED-DEFINED 02 SOLE
NFRONT INC. 65334N109 723 65,000 SH SOLE SOLE
NFRONT, INC. 65334N109 389 35,000 SH SHARED-DEFINED 02 SOLE
NIKE INC., CL. B 654106103 80 1,400 SH SOLE SOLE
NOBLE DRILLING CORP. COM 655042109 444 20,300 SH SHARED-DEFINED 02 SOLE
NOBLE DRILLING CORPORATION 655042109 724 33,100 SH SOLE SOLE
NOKIA CORP. SPON 654902204 548 6,100 SH SHARED-DEFINED 02 SOLE
NORSK HYDRO A S SPON 656531605 1,939 45,100 SH SHARED-DEFINED 02 SOLE
NORTEL NETWORKS CORPORATION 656569100 280,336 5,494,600 SH SOLE SOLE
NORTEL NETWORKS CORPORATION 656569100 398 7,800 SH SHARED-DEFINED 02 SOLE
NORTHGATE EXPLORATION LIMITED 666416102 1,120 2,286,137 SH SOLE SOLE
NOVA CHEMICALS CORPORATION 66977W109 39,471 1,839,051 SH SOLE SOLE
NOVA CORP. 669784100 3,251 130,028 SH SOLE SOLE
NOVA CORPORATION 669784100 2,505 100,207 SH SHARED-DEFINED 02 SOLE
NOVELL INC. 670006105 39 1,900 SH SOLE SOLE
NOVELLUS SYSTEMS INC 670008101 2,731 40,500 SH SOLE SOLE
NOVELLUS SYSTEMS INC 670008101 5,900 87,500 SH SHARED-DEFINED 02 SOLE
NTL INC. 629407107 961 10,000 SH SOLE SOLE
NUEVO GRUPO IUSACELL ADR V 670512102 1,736 182,699 SH SOLE SOLE
NUMAC ENERGY INC. 67052A103 8,130 2,213,300 SH SOLE SOLE
OCELOT INTERNATIONAL LTD. CL. B SVS G67010200 1,583 1,057,480 SH SOLE SOLE
O'CHARLEYS INC 670823103 332 22,500 SH SHARED-DEFINED 02 SOLE
OFFICE DEPOT INC. 676220106 260 25,500 SH SOLE SOLE
OLD KENT FINANCIAL CORP 679833103 1,267 34,125 SH SHARED-DEFINED 02 SOLE
OMNICOM GROUP INC. 681919106 166,777 2,106,100 SH SOLE SOLE
OPEN TEXT CORPORATION 683715106 27,410 1,387,850 SH SOLE SOLE
ORACLE CORP. COM 68389X105 291 6,400 SH SHARED-DEFINED 02 SOLE
ORACLE CORPORATION 68389X105 1,112 24,450 SH SOLE SOLE
OREGON STEEL MILLS 686079104 22 2,000 SH SOLE SOLE
P.F. CHANG'S CHINA BISTRO, INC. 69333Y108 465 21,500 SH SHARED-DEFINED 02 SOLE
P.F.CHANG'S CHINA BISTRO INC. 69333Y108 813 37,600 SH SOLE SOLE
PACKETEER INC. 695210104 749 22,000 SH SOLE SOLE
PACKETEER, INC. 695210104 433 12,700 SH SHARED-DEFINED 02 SOLE
PAINE WEBBER GROUP INC. 695629105 18 500 SH SOLE SOLE
PAINE WEBBER GROUP INC. 695629105 1,450 40,000 SH SHARED-DEFINED 02 SOLE
PAIRGAIN TECHNOLOGIES INC. 695934109 1,863 146,100 SH SOLE SOLE
PAIRGAIN TECHNOLOGIES INC. COM 695934109 658 51,600 SH SHARED-DEFINED 02 SOLE
PANAMERICAN BEVERAGES INC. CL A P74823108 142 8,600 SH SHARED-DEFINED 02 SOLE
PANAMERICAN BEVERAGES INC. CL.A P74823108 159 9,600 SH SOLE SOLE
PAO DE ACUCAR ADR 20440T201 20 1,000 SH SHARED-DEFINED 02 SOLE
PARK PLACE ENTERTAINMENT CORP. 700690100 25 2,000 SH SOLE SOLE
PARKER DRILLING CO. 701081101 9 2,000 SH SOLE SOLE
PARK-OHIO HOLDINGS 700666100 63 5,000 SH SHARED-DEFINED 02 SOLE
PATTERSON ENERGY INC. 703414102 284 18,700 SH SOLE SOLE
PATTERSON ENERGY, INC. 703414102 228 15,000 SH SHARED-DEFINED 02 SOLE
PAYCHEX INC. 704326107 1,152 33,750 SH SHARED-DEFINED 02 SOLE
PCD INC. 69318P106 118 15,000 SH SHARED-DEFINED 02 SOLE
PEGASUS SYSTEMS 705906105 1,856 49,500 SH SHARED-DEFINED 02 SOLE
PEGASUS SYSTEMS INC. 705906105 3,653 97,400 SH SOLE SOLE
PENNEY (J.C.) COMPANY 708160106 69 2,000 SH SOLE SOLE
PEPSICO INC. 713448108 4,432 146,500 SH SOLE SOLE
PEPSICO INC. COM 713448108 1,818 60,100 SH SHARED-DEFINED 02 SOLE
PEREGINE SYSTEMS INC. 71366Q101 1,549 38,000 SH SHARED-DEFINED 02 SOLE
PEREGRINE SYSTEMS INC 71366Q101 1,911 46,900 SH SOLE SOLE
PETRO-CANADA 71644E102 12,378 817,800 SH SOLE SOLE
PETROMET RESOURCES LIMITED 716731104 5,261 1,546,700 SH SOLE SOLE
PFIZER INC. 717081103 420 11,700 SH SOLE SOLE
PG & E CORP. 69331C108 85 3,300 SH SOLE SOLE
PHARMACYCLICS INC. 716933106 1,149 28,100 SH SOLE SOLE
PHARMACYCLICS INC. 716933106 834 20,400 SH SHARED-DEFINED 02 SOLE
PHILIP MORRIS INC. 718154107 4,164 121,800 SH SOLE SOLE
PHILIPPINE LDT ADR 718252604 407 18,700 SH SOLE SOLE
PHOENIX TECHNOLOGIES 719153108 391 35,000 SH SHARED-DEFINED 02 SOLE
PHOTRONICS INC. 719405102 1,232 54,900 SH SOLE SOLE
PHOTRONICS INC. 719405102 926 41,300 SH SHARED-DEFINED 02 SOLE
PILOT NETWORK SERVICES INC. 721596104 1,090 117,800 SH SOLE SOLE
PILOT NETWORK SERVICES, INC. 721596104 1,089 117,700 SH SHARED-DEFINED 02 SOLE
PINNACLE SYSTEMS INC. 723481107 11,882 280,400 SH SOLE SOLE
PLACER DOME INC. 725906101 18,217 1,220,000 SH SOLE SOLE
PMC SIERRA INC 69344F106 897 9,700 SH SHARED-DEFINED 02 SOLE
PMC-SIERRA INC. 69344F106 1,138 12,300 SH SOLE SOLE
PNC BANK CORP. 693475105 84 1,600 SH SOLE SOLE
POHANG IRON & STEEL LTD - ADR 730450103 1,638 52,300 SH SOLE SOLE
POOL ENERGY SERVICES CO. 732788104 259 10,500 SH SOLE SOLE
POOL ENERGY SERVICES CO. 732788104 207 8,400 SH SHARED-DEFINED 02 SOLE
PORTUGAL TELECOM S A SPON 737273102 2,746 66,477 SH SHARED-DEFINED 02 SOLE
PORTUGAL TELECOM S.A.-ADR 737273102 1,157 28,000 SH SOLE SOLE
POTASH CORPORATION OF SASKATCHEWAN 73755L107 164,684 3,174,900 SH SOLE SOLE
PPG INDUSTRIES, INC. 693506107 570 9,500 SH SOLE SOLE
PPG INDUSTRIES, INC. 693506107 3,861 64,350 SH SHARED-DEFINED 02 SOLE
PRAXAIR INC. 74005P104 538 11,700 SH SOLE SOLE
PRAXAIR INC. COM 74005P104 4,405 95,750 SH SHARED-DEFINED 02 SOLE
PRECISION DRILLING CORP. 74022D100 96,219 4,160,069 SH SOLE SOLE
PREMDOR INC. 74046P105 4,784 461,100 SH SOLE SOLE
PREMIER PARKS INC. 740540208 20,721 714,500 SH SOLE SOLE
PREMIER PKS INC. COM 740540208 2,967 102,300 SH SHARED-DEFINED 02 SOLE
PRI AUTOMATION INC. 69357H106 1,355 37,500 SH SOLE SOLE
PRI AUTOMATION INC. COM 69357H106 715 19,800 SH SHARED-DEFINED 02 SOLE
PROBUSINESS SERVICES INC. 742674104 1,236 46,000 SH SOLE SOLE
PROBUSINESS SERVICES, INC. 742674104 1,295 48,200 SH SHARED-DEFINED 02 SOLE
PROCTER & GAMBLE CO. 742718109 403 4,300 SH SOLE SOLE
PROFIT RECOVERY GROUP INTL INC. COM 743168106 3,804 85,250 SH SHARED-DEFINED 02 SOLE
PROFIT RECOVERY GROUP INTL. 743168106 4,378 98,100 SH SOLE SOLE
PROGRAMMER'S PARADISE 743205106 134 20,000 SH SHARED-DEFINED 02 SOLE
PROGRESSIVE CORP. 743315103 125,415 1,535,300 SH SOLE SOLE
PROVIDIAN FINANCIAL CORP. 74406A102 2,455 31,000 SH SHARED-DEFINED 02 SOLE
QRS CORP. 74726X105 4,037 62,950 SH SOLE SOLE
QRS CORPORATION 74726X105 3,873 60,400 SH SHARED-DEFINED 02 SOLE
QUALCOMM INC 747525103 814 4,300 SH SOLE SOLE
QUALCOMM INC. COM 747525103 284 1,500 SH SHARED-DEFINED 02 SOLE
QUEBECOR PRINTING INC. 747922102 1,373 60,000 SH SOLE SOLE
QUILMES INDL QUINSA SOCIETE SPN 74838Y108 228 23,830 SH SHARED-DEFINED 02 SOLE
QUILMES INDUSTRIAL QUINSA-ADR 74838Y108 440 46,000 SH SOLE SOLE
QUIMICA Y MINERA CHILE SA-SPON.ADR. 833635105 154 5,200 SH SOLE SOLE
RALSTON-RALSTON PURINA GROUP 751277302 10,038 360,900 SH SOLE SOLE
RANGER OIL LIMITED 752805101 6,882 1,593,176 SH SOLE SOLE
REALNETWORKS INC. 75605L104 816 7,800 SH SOLE SOLE
REALNETWORKS, INC. 75605L104 282 2,700 SH SHARED-DEFINED 02 SOLE
REGIS CORPORATION 758932107 433 22,500 SH SHARED-DEFINED 02 SOLE
RENAL CARE GROUP INC. 759930100 2,843 129,800 SH SOLE SOLE
RENAL CARE GROUP, INC. 759930100 2,882 131,600 SH SHARED-DEFINED 02 SOLE
REPSOL SA - ADR 76026T205 1,614 81,000 SH SHARED-DEFINED 02 SOLE
REPSOL SA-SPONSORED ADR 76026T205 76 3,800 SH SOLE SOLE
REPUBLIC GROUP INC 760473108 493 35,400 SH SHARED-DEFINED 02 SOLE
REVENUE PROPERTIES COMPANY LTD. 761389402 10,509 6,058,300 SH SOLE SOLE
REXALL SUNDOWN INC 761648104 616 50,000 SH SHARED-DEFINED 02 SOLE
RHYTHMS NETCONNECTIONS INC 762430205 1,746 50,600 SH SHARED-DEFINED 02 SOLE
RHYTHMS NETCONNECTIONS INC. 762430205 2,146 62,200 SH SOLE SOLE
RIGHT MANAGEMENT CONSULTANNTS 766573109 293 26,000 SH SHARED-DEFINED 02 SOLE
RIO ALGOM LIMITED 766889109 9,013 641,600 SH SOLE SOLE
RIO TINTO PLC SPON 767204100 28 389 SH SHARED-DEFINED 02 SOLE
ROC TAIWAN FUND 749651105 671 91,000 SH SOLE SOLE
ROFIN-SINAR TECHNOLOGIES INC. 775043102 683 107,100 SH SOLE SOLE
ROGERS CANTEL MOBILE COM CL.B RVS 775102205 10,696 453,100 SH SOLE SOLE
ROGERS COMMUNICATIONS INC. CL.B 775109200 18,465 1,092,300 SH SOLE SOLE
ROLLINS TRUCK LEASING 775741101 19,991 1,974,450 SH SOLE SOLE
ROWAN COMPANIES INC. 779382100 369 22,700 SH SOLE SOLE
ROWAN COMPANIES, INC. 779382100 273 16,800 SH SHARED-DEFINED 02 SOLE
ROWECOM INC. 77957X108 1,046 37,700 SH SOLE SOLE
ROWECOM INC. 77957X108 605 21,800 SH SHARED-DEFINED 02 SOLE
ROYAL BANK OF CANADA 780087102 317,629 7,666,937 SH SOLE SOLE
ROYAL DUTCH PETE CO NY R 780257804 37,798 640,000 SH SHARED-DEFINED 02 SOLE
ROYAL DUTCH PETE NY REGISTRY SHS 780257804 42,950 727,200 SH SOLE SOLE
RPM INC. 749685103 7,003 574,600 SH SOLE SOLE
RUSSEL METALS INC. 781903604 10,555 4,701,800 SH SOLE SOLE
RYERSON TULL INC. 78375P107 35 1,500 SH SOLE SOLE
SALESLOGIX CORP 79466P105 1,400 70,000 SH SOLE SOLE
SALESLOGIX CORPORATION 79466P105 800 40,000 SH SHARED-DEFINED 02 SOLE
SANMINA CORP. 800907107 3,296 42,600 SH SOLE SOLE
SANMINA CORP. 800907107 2,592 33,500 SH SHARED-DEFINED 02 SOLE
SANTA FE INTERNATIONAL CORP G7805C108 981 45,500 SH SOLE SOLE
SANTA ISABEL S.A. - ADR 802233106 191 25,000 SH SOLE SOLE
SAPIENT CORP. COM 803062108 330 3,500 SH SHARED-DEFINED 02 SOLE
SAPIENT CORPORATION 803062108 1,065 11,300 SH SOLE SOLE
SARA LEE CORP. 803111103 101 4,300 SH SOLE SOLE
SBC COMMUNICATIONS INC 78387G103 4,003 78,400 SH SHARED-DEFINED 02 SOLE
SBC COMMUNICATIONS INC. 78387G103 827 16,200 SH SOLE SOLE
SBS BROADCASTING SA L8137F102 8 200 SH SHARED-DEFINED 02 SOLE
SCHERING PLOUGH CORP. COM 806605101 3,210 73,600 SH SHARED-DEFINED 02 SOLE
SCHERING-PLOUGH CORP. 806605101 763 17,500 SH SOLE SOLE
SCHLUMBERGER LIMITED 806857108 18,152 291,300 SH SOLE SOLE
SCIENTIFIC-ATLANTA INC. 808655104 385 7,800 SH SOLE SOLE
SCIENTIFIC-ATLANTA, INC. 808655104 134 2,700 SH SHARED-DEFINED 02 SOLE
SDL INC. 784076101 1,641 21,500 SH SOLE SOLE
SDL INC. COM 784076101 420 5,500 SH SHARED-DEFINED 02 SOLE
SEAGATE TECHNOLOGY INC. 811804103 23,109 750,000 SH SOLE SOLE
SEAGRAM CO. LTD. (THE) 811850106 7,303 160,700 SH SOLE SOLE
SEARS, ROEBUCK & COMPANY 812387108 63 2,000 SH SOLE SOLE
SEPRACOR INC. 817315104 1,691 22,400 SH SOLE SOLE
SEPRACOR INC. COM 817315104 1,487 19,700 SH SHARED-DEFINED 02 SOLE
SHIRE PHARMACEUTICALS ADR 82481R106 2,112 73,300 SH SHARED-DEFINED 02 SOLE
SHIRE PHARMACEUTICALS GR- ADR 82481R106 2,743 95,200 SH SOLE SOLE
SHOPNOW.COM INC. 82508R105 442 38,000 SH SOLE SOLE
SHOPNOW.COM INC. 82508R105 256 22,000 SH SHARED-DEFINED 02 SOLE
SIEBEL SYS INC. COM 826170102 946 14,200 SH SHARED-DEFINED 02 SOLE
SIEBEL SYSTEMS INC. 826170102 859 12,900 SH SOLE SOLE
SIGMA-ALDRICH CORP. 826552101 39,075 1,230,700 SH SOLE SOLE
SIMON PROPERTY GROUP INC. REIT 828806109 146 6,500 SH SOLE SOLE
SIMON TRANSPORTATION SVCS 828813105 128 27,000 SH SHARED-DEFINED 02 SOLE
SK TELECOM CO LTD - ADR 7844OP108 477 46,290 SH SOLE SOLE
SKYEPHARMA PLC-SPONS ADR 830808101 93 16,000 SH SHARED-DEFINED 02 SOLE
SMED INTERNATIONAL INC. 83169D104 4,814 786,300 SH SOLE SOLE
SMITH INTERNATIONAL 832110100 194 4,800 SH SHARED-DEFINED 02 SOLE
SMITH INTERNATIONAL INC. 832110100 243 6,000 SH SOLE SOLE
SMITHKLINE BEECHAM PLC ADR 832378301 28,810 500,000 SH SHARED-DEFINED 02 SOLE
SOCIEDAD QUIMICA MINERA DE CHI SPON 833635105 33 1,100 SH SHARED-DEFINED 02 SOLE
SOLECTRON CORPORATION 834182107 481 6,700 SH SOLE SOLE
SOLETRON CORPORATION 834182107 165 2,300 SH SHARED-DEFINED 02 SOLE
SOUTHERN CO. 842587107 175 6,800 SH SOLE SOLE
SOUTHERN ENERGY HOMES 842814105 66 25,000 SH SHARED-DEFINED 02 SOLE
SOUTHERN PERU COPPER CORP. 843611104 235 13,900 SH SOLE SOLE
SOUTHERN PERU COPPER CORP. COM 843611104 32 1,900 SH SHARED-DEFINED 02 SOLE
SOUTHWEST AIRLINES CO. 844741108 239 15,750 SH SOLE SOLE
SOUTHWEST AIRLINES CO. 844741108 759 50,000 SH SHARED-DEFINED 02 SOLE
SPEEDWAY MOTORSPORTS INC. 847788106 2,118 48,900 SH SOLE SOLE
SPEEDWAY MOTORSPORTS, INC. 847788106 2,291 52,900 SH SHARED-DEFINED 02 SOLE
SPIEKER PROPERTIES INC. 848497103 184 5,300 SH SOLE SOLE
SPLITROCK SERVICES INC. 848636304 666 44,400 SH SOLE SOLE
SPLITROCK SERVICES, INC. 848636304 234 15,600 SH SHARED-DEFINED 02 SOLE
SPRINT CORPORATION (PCS GROUP) 852061506 48 650 SH SOLE SOLE
STATE STREET CORP. 857477103 1,884 29,150 SH SHARED-DEFINED 02 SOLE
STATE STREET CORPORATION 857477103 436 6,750 SH SOLE SOLE
STET HELLAS TELECOMM SA ADR 859823106 596 31,600 SH SOLE SOLE
STILLWATER MINING COMPANY 86074Q102 4,136 153,900 SH SOLE SOLE
STMICROELECTRONICS NV - NY REG SHS 861012102 5,772 78,000 SH SOLE SOLE
STORAGE TECHNOLOGY 862111200 578 30,000 SH SHARED-DEFINED 02 SOLE
SUN MICROSYSTEMS INC. 866810104 3,627 39,000 SH SOLE SOLE
SUN MICROSYSTEMS INC. 866810104 10,537 113,300 SH SHARED-DEFINED 02 SOLE
SUNCOR ENERGY INC. 867229106 256,041 6,721,100 SH SOLE SOLE
SUNSHINE MINING & REFINING CO. 867833501 12 6,125 SH SOLE SOLE
SUPREME INDUSTRIES CL A 868607102 600 81,376 SH SHARED-DEFINED 02 SOLE
SYKES ENTERPRISES INC. 871237103 3,501 141,800 SH SOLE SOLE
SYKES ENTERPRISES INC. COM 871237103 2,821 114,300 SH SHARED-DEFINED 02 SOLE
SYMANTEC CORP. 871503108 827 23,000 SH SOLE SOLE
SYNOPSYS INC. 871607107 20,284 361,200 SH SOLE SOLE
SYNOPSYS INC. COM 871607107 2,280 40,600 SH SHARED-DEFINED 02 SOLE
TAIWAN SEMICONDUCTOR SP ADR 874039100 308 10,455 SH SHARED-DEFINED 02 SOLE
TAIWAN SEMICONDUCTOR-SP ADR 874039100 5,475 185,590 SH SOLE SOLE
TALISMAN ENERGY INC. 87425E103 43,887 1,474,602 SH SOLE SOLE
TECHNISOURCE INC. 878553106 102 26,300 SH SOLE SOLE
TECHNISOURCE, INC. 878553106 58 15,000 SH SHARED-DEFINED 02 SOLE
TELE CENTRO OESTE CELULAR PART 87923P105 17 5,100 SH SHARED-DEFINED 02 SOLE
TELE CENTRO SUL PARTICIPACOES S.A. 879239101 29 520 SH SHARED-DEFINED 02 SOLE
TELE NORTE LESTE PARTICIPACOES S.A. 879246106 211 13,600 SH SHARED-DEFINED 02 SOLE
TELE SUDESTE CELULAR PARTICIPCOES S.A. 879252104 11 520 SH SHARED-DEFINED 02 SOLE
TELECENTRO SUL PARTICIPA ADR 879239101 562 10,120 SH SOLE SOLE
TELECOM ARGENTINA 879273209 560 20,980 SH SHARED-DEFINED 02 SOLE
TELECOM ARGENTINA SPONSORED ADR 879273209 315 11,800 SH SOLE SOLE
TELECOM. BRASILEIRAS S.A. BLOCK 879287308 3,702 49,405 SH SHARED-DEFINED 02 SOLE
TELECOMMS BRASILEIRAS TELEBRAS SPON ADR 879287308 2,683 35,800 SH SOLE SOLE
TELEFONICA DE ARGENTINA ADR 879378206 1,089 41,300 SH SOLE SOLE
TELEFONICA DE ARGENTINA S A SPNS 879378206 968 36,690 SH SHARED-DEFINED 02 SOLE
TELEFONICA DE ESPANA S.A. ADS 879382208 69 1,446 SH SOLE SOLE
TELEFONICA S.A. 879382208 3,508 73,086 SH SHARED-DEFINED 02 SOLE
TELEFONOS DE MEXICO S A SP A 879403780 214 3,000 SH SHARED-DEFINED 02 SOLE
TELEFONOS DE MEXICO SA CV SER L ADR 879403780 2,729 38,300 SH SOLE SOLE
TELEGLOBE INCORPORATED 87941V100 69,207 4,481,700 SH SOLE SOLE
TELEMIG CELULAR PARTICIP ADR 87944E105 32 1,080 SH SOLE SOLE
TELEMIG CELULAR PARTICIPCOES S.A. 87944E105 4 130 SH SHARED-DEFINED 02 SOLE
TELENORTE LESTE PARTICIP ADR 879246106 335 21,600 SH SOLE SOLE
TELESP PARTICIPACOES ADR 87952K100 2,199 139,600 SH SOLE SOLE
TELESP PARTICIPACOES S.A. 87952K100 142 9,000 SH SHARED-DEFINED 02 SOLE
TELESUDESTE CELULAR PART ADR 879252104 93 4,320 SH SOLE SOLE
TELLABS INC. 879664100 2,340 41,100 SH SOLE SOLE
TELLABS INC. COM 879664100 2,892 50,800 SH SHARED-DEFINED 02 SOLE
TENNANT COMPANY 880345103 21,629 638,500 SH SOLE SOLE
TERADYNE INC. 880770102 1,614 45,800 SH SOLE SOLE
TERADYNE, INC. 880770102 1,304 37,000 SH SHARED-DEFINED 02 SOLE
TESCO CORPORATION 88157K101 2,711 415,100 SH SOLE SOLE
TEXACO INC. 881694103 404 6,400 SH SOLE SOLE
TEXACO INC. COM 881694103 3,124 49,500 SH SHARED-DEFINED 02 SOLE
TEXAS INSTRS INC. COM 882508104 2,846 34,600 SH SHARED-DEFINED 02 SOLE
TEXAS INSTRUMENTS INC. 882508104 34,158 415,300 SH SOLE SOLE
TEXAS UTILITIES CO. 882848104 131 3,500 SH SOLE SOLE
THE BANK OF NEW YORK COMPANY, INC. 064057102 2,210 66,100 SH SHARED-DEFINED 02 SOLE
THE CHEESECAKE FACTORY 163072101 347 12,500 SH SHARED-DEFINED 02 SOLE
THE GAP, INC. 364760108 1,670 52,200 SH SHARED-DEFINED 02 SOLE
THE ROSE CORPORATION 776908105 430 580,000 SH SOLE SOLE
TIDEWATER INC. 886423102 11,085 434,700 SH SOLE SOLE
TIME WARNER INC 887315109 2,412 39,700 SH SOLE SOLE
TITAN INTERNATIONAL 88830M102 154 15,000 SH SHARED-DEFINED 02 SOLE
TLC THE LASER CENTER INC. 872934104 644 26,300 SH SOLE SOLE
TMP WORLDWIDE INC. 872941109 1,729 28,400 SH SOLE SOLE
TMP WORLDWIDE INC. 872941109 986 16,200 SH SHARED-DEFINED 02 SOLE
TOLL BROTHERS 889478103 381 20,000 SH SHARED-DEFINED 02 SOLE
TOMMY HILFIGER CORP G8915Z102 392 13,900 SH SOLE SOLE
TOMMY HILFIGER CORPORATION G8915Z102 3,489 123,800 SH SHARED-DEFINED 02 SOLE
TORONTO-DOMINION BANK 891160509 24,355 1,258,400 SH SOLE SOLE
TOTAL FINA S.A. -SPONSORED ADR 89151E109 61 960 SH SOLE SOLE
TOTAL FINA SA SPON 89151E109 2,617 41,255 SH SHARED-DEFINED 02 SOLE
TOYS 'R' US INC. 892335100 24 1,600 SH SOLE SOLE
TRANSACTION NETWORK SERVICES 893414102 4,241 108,050 SH SOLE SOLE
TRANSACTION NETWORK SVCS INC CO 893414102 4,084 104,050 SH SHARED-DEFINED 02 SOLE
TRANSCANADA PIPELINES LIMITED 893526103 23,634 1,804,762 SH SOLE SOLE
TRANSOCEAN OFFSHORE INC. G90076103 588 19,200 SH SOLE SOLE
TRANSPORTADOR GAS SUR-ADR 893870204 295 36,000 SH SOLE SOLE
TRAVELERS PROP CASUALTY A 893939108 590 20,000 SH SHARED-DEFINED 02 SOLE
TRAVIS BOATS & MOTORS 894363100 144 15,000 SH SHARED-DEFINED 02 SOLE
TRIAD HOSPITALS INC. 89579K109 2 152 SH SOLE SOLE
TRIZEC HAHN CORPORATION 896938107 20,537 1,087,900 SH SOLE SOLE
TUBOS DE ACERO DE MEX-SP ADR 898592506 768 62,700 SH SOLE SOLE
TUBOSCOPE INC. 898600101 235 18,900 SH SOLE SOLE
TUBOSCOPE INC. 898600101 188 15,100 SH SHARED-DEFINED 02 SOLE
TVX GOLD INC. 87308K101 1,164 905,250 SH SOLE SOLE
TYCO INTERNATIONAL 902124106 4,272 41,380 SH SHARED-DEFINED 02 SOLE
TYCO INTERNATIONAL LTD. 902124106 18,377 177,982 SH SOLE SOLE
U S BIOSCIENCE INC. COM 911646206 962 67,500 SH SHARED-DEFINED 02 SOLE
U.S. BANCORP 902973106 142 4,700 SH SOLE SOLE
UNIBANCO SPON GDR 90458E107 88 4,950 SH SHARED-DEFINED 02 SOLE
UNIBANCO-SPONSORED GDR 90458E107 937 53,000 SH SOLE SOLE
UNILEVER N V NEW 904784709 2,019 29,642 SH SHARED-DEFINED 02 SOLE
UNILEVER N.V. NY SHS 904784709 50 739 SH SOLE SOLE
UNION PACIFIC CORP. 907818108 7,512 156,300 SH SOLE SOLE
UNITED DOMINION INDUSTRIES LTD. 909914103 69,983 2,947,700 SH SOLE SOLE
UNITED TECHNOLOGIES CORP 913017109 2,046 34,500 SH SHARED-DEFINED 02 SOLE
UNITED TECHNOLOGIES CORP. 913017109 4,615 77,800 SH SOLE SOLE
UNUMPROVIDENT CORP. 91529Y106 559 19,000 SH SOLE SOLE
US BIOSCIENCE 911646206 1,780 124,900 SH SOLE SOLE
US WEST INC. 91273H101 434 7,600 SH SOLE SOLE
US WEST, INC. 91273H101 2,300 40,300 SH SHARED-DEFINED 02 SOLE
USINTERNETWORKING INC. 917311805 456 14,600 SH SOLE SOLE
USINTERNETWORKING, INC. 917311805 169 5,400 SH SHARED-DEFINED 02 SOLE
UST INC. 902911106 31,317 1,037,400 SH SOLE SOLE
USWEB CORP. 917327108 1,681 49,000 SH SOLE SOLE
USWEB CORPORATION 917327108 961 28,000 SH SHARED-DEFINED 02 SOLE
USX-US STEEL GROUP 90337T101 26 1,000 SH SOLE SOLE
VALSPAR 920355104 98 3,000 SH SHARED-DEFINED 02 SOLE
VARCO INTERNATIONAL 922126107 207 17,000 SH SHARED-DEFINED 02 SOLE
VARCO INTERNATIONAL INC. 922126107 269 22,100 SH SOLE SOLE
VENGOLD INC. 92267K100 611 3,740,000 SH SOLE SOLE
VERISIGN INC 92343E102 1,960 18,400 SH SOLE SOLE
VERISIGN INC. 92343E102 927 8,700 SH SHARED-DEFINED 02 SOLE
VERITAS DGC INC. 92343P107 6,853 356,000 SH SOLE SOLE
VERITAS SOFTWARE CO. COM 923436109 1,500 19,750 SH SHARED-DEFINED 02 SOLE
VERITAS SOFTWARE CORP. 923436109 1,902 25,048 SH SOLE SOLE
VERITY INC. 92343C106 3,220 46,800 SH SOLE SOLE
VERITY, INC. 92343C106 1,610 23,400 SH SHARED-DEFINED 02 SOLE
VERTEX PHARMACEUTICALS INC 92532F100 39,775 1,280,475 SH SOLE SOLE
VIATEL INC. 925529208 804 27,200 SH SOLE SOLE
VIATEL, INC. 925529208 452 15,300 SH SHARED-DEFINED 02 SOLE
VINA CONCHA Y TORO S A SPON 927191106 1,231 32,600 SH SHARED-DEFINED 02 SOLE
VINA CONCHA Y TORO SA-ADR 927191106 579 15,350 SH SOLE SOLE
VISIO CORP. 927914101 302 7,700 SH SHARED-DEFINED 02 SOLE
VISIO CORPORATION 927914101 852 21,700 SH SOLE SOLE
VISTA GOLD CORP. 927926105 17 100,000 SH SOLE SOLE
VISUAL NETWORKS INC 928444108 3,462 81,600 SH SHARED-DEFINED 02 SOLE
VISUAL NETWORKS INC. 928444108 24,750 583,200 SH SOLE SOLE
VISX INC. 92844S105 633 8,000 SH SOLE SOLE
VISX, INCORPORATED 92844S105 688 8,700 SH SHARED-DEFINED 02 SOLE
VITESSE SEMICONDUCTOR CORP 928497106 1,887 22,100 SH SHARED-DEFINED 02 SOLE
VITESSE SEMICONDUCTOR CORPORATION 928497106 990 11,600 SH SOLE SOLE
VODAFONE AIRTOUCH PLC ADR 92857T107 4,755 20,000 SH SOLE SOLE
VORNADO REALTY TRUST REIT 929042109 163 5,000 SH SOLE SOLE
WABASH NATIONAL CORP 929566107 132 6,500 SH SHARED-DEFINED 02 SOLE
WALGREEN CO. 931422109 96 3,800 SH SOLE SOLE
WAL-MART STORES INC. 931142103 818 17,200 SH SOLE SOLE
WALT DISNEY CO 254687106 186 7,200 SH SOLE SOLE
WARNER-LAMBERT CO 934488107 206 3,100 SH SOLE SOLE
WASHINGTON MUTUAL INC. 939322103 32,164 1,099,625 SH SOLE SOLE
WASTE MANAGEMENT INC. 94106L109 47 2,427 SH SOLE SOLE
WATCHGUARD TECHNOLOGIES INC. 941105108 285 19,000 SH SOLE SOLE
WATCHGUARD TECHNOLOGIES, INC. 941105108 165 11,000 SH SHARED-DEFINED 02 SOLE
WEATHERFORD INTERNATIONAL 947074100 550 17,200 SH SHARED-DEFINED 02 SOLE
WEATHERFORD INTERNATIONAL INC. 947074100 950 29,700 SH SOLE SOLE
WEBHIRE INC. 94768W104 32 3,000 SH SOLE SOLE
WEBHIRE, INC. 94768W104 11 1,000 SH SHARED-DEFINED 02 SOLE
WEBTRENDS CORP. 94844D104 1,315 29,500 SH SOLE SOLE
WEBTRENDS CORPORTATION 94844D104 1,257 28,200 SH SHARED-DEFINED 02 SOLE
WELLS FARGO & CO. 949746101 689 17,400 SH SOLE SOLE
WELLS FARGO COMPANY 949746101 1,894 47,800 SH SHARED-DEFINED 02 SOLE
WENDY'S INTERNATIONAL INC. 950590109 4,616 175,000 SH SOLE SOLE
WESTCOAST ENERGY INC. 95751D102 23,011 1,232,300 SH SOLE SOLE
WESTERN STAR TRUCK HLDGS LTD 95960H100 1,330 75,200 SH SOLE SOLE
WHITTMAN-HART INC. 966834103 4,712 121,500 SH SOLE SOLE
WHITTMAN-HART INC. COM 966834103 3,987 102,800 SH SHARED-DEFINED 02 SOLE
WILLIS LEASE FINANCE CORPORATION 970646105 1,575 119,400 SH SOLE SOLE
WILLIS LEASE FINANCIAL 970646105 1,480 112,300 SH SHARED-DEFINED 02 SOLE
WINSTAR COMMUNICATIONS INC. 975515107 2,594 66,400 SH SOLE SOLE
WINSTAR COMMUNICATIONS INC. COM 975515107 2,223 56,900 SH SHARED-DEFINED 02 SOLE
WRIGLEY JR COMPANY 982526105 3,716 54,000 SH SHARED-DEFINED 02 SOLE
WRIGLEY WM JR CO. 982526105 4,081 59,300 SH SOLE SOLE
XEROX CORPORATION 984121103 4,122 98,300 SH SOLE SOLE
XILINX INC. 983919101 590 9,000 SH SOLE SOLE
XILINX INC. 983919101 1,913 29,200 SH SHARED-DEFINED 02 SOLE
YAHOO! INC 984332106 497 2,767 SH SHARED-DEFINED 02 SOLE
YAHOO! INC. 984332106 1,456 8,106 SH SOLE SOLE
Total 7,036,889 269,616,970
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