UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F
FORM 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: December 31, 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: Harold Hands
Title: Executive Vice-President, Legal
Phone: (416) 922-5322
Signature, Place, and Date of Signing:
Harold Hands Toronto, Ontario February 14, 2000
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.
"Harold Hands"
Executive Vice President, Legal
FORM 13F SUMMARY PAGE
Report Summary:
Number of Other Included Managers: 1
Form 13F Information Table Entry Total: 956
Form 13F Information Table Value Total: $8,857,453
List of Other Included Managers:
No. 13F File Number Name
02 28-2609 Mackenzie Investment Management Inc.
AS AT: DECEMBER 31, 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 334 25,000 SH SHARED-DEFINED 02 SOLE
A. SCHULMAN INC. 808194104 10,907 668,600 SH SOLE SOLE
A.F.P. PROVIDA S.A. - ADR 00709P108 643 29,900 SH SOLE SOLE
A.G. EDWARDS INC. 281760108 31,037 968,000 SH SOLE SOLE
ABBOTT LABORATORIES 002824100 4,018 110,650 SH SOLE SOLE
ABBOTT LABORATORIES 002824100 1,118 30,800 SH SHARED-DEFINED 02 SOLE
ABER RESOURCES LTD. 002916104 6,566 1,053,000 SH SOLE SOLE
ABITIBI-CONSOLIDATED INC. 003924107 13,451 1,148,772 SH SOLE SOLE
ABM INDUSTRIES INC. 000957100 11,139 546,700 SH SOLE SOLE
ABOUT.COM, INC. 003736105 79,599 886,900 SH SOLE SOLE
ABOUT.COM, INC. 003736105 3,150 35,100 SH SHARED-DEFINED 02 SOLE
ACCRUE SOFTWARE INC. 00437W102 622 11,500 SH SHARED-DEFINED 02 SOLE
ACCRUE SOFTWARE INC. 00437W102 947 17,500 SH SOLE SOLE
ACTUATE CORPORATION 00508B102 3,310 77,200 SH SOLE SOLE
ACTUATE CORPORATION 00508B102 1,715 40,000 SH SHARED-DEFINED 02 SOLE
ADAPTEC INC. 00651F108 7,581 152,000 SH SOLE SOLE
ADOBE SYSTEMS INC. 00724F101 121 1,800 SH SOLE SOLE
ADOBE SYSTEMS INC. 00724F101 1,957 29,100 SH SHARED-DEFINED 02 SOLE
ADVANCED ENERGY INDUSTRIES INC. 007973100 10,559 214,400 SH SOLE SOLE
ADVANCED FIBRE COMMUNICATIONS 00754A105 1,694 37,900 SH SOLE SOLE
ADVANCED FIBRE COMMUNICATIONS 00754A105 1,600 35,800 SH SHARED-DEFINED 02 SOLE
AETNA INC 008117103 112 2,000 SH SOLE SOLE
AFP PROVIDA 00709P108 1,105 51,400 SH SHARED-DEFINED 02 SOLE
AGNICO-EAGLE MINES LTD. 008474108 15,508 2,111,500 SH SOLE SOLE
AGRIUM INC 008916108 25,290 3,258,957 SH SOLE SOLE
AIR CANADA CLASS A N.V. SHARES 008911307 1,170 167,218 SH SOLE SOLE
AIRNET COMMUNICATIONS CORP. 00941P106 25 700 SH SOLE SOLE
AIRNET COMMUNICATIONS CORP. 00941P106 11 300 SH SHARED-DEFINED 02 SOLE
AK STEEL HOLDING CORP. 001547108 10,009 530,301 SH SOLE SOLE
AKZO NOBEL NV SPON ADR 010199305 20 400 SH SHARED-DEFINED 02 SOLE
ALBERTA ENERGY COMPANY LTD. 012873105 9,305 298,440 SH SOLE SOLE
ALBERTO-CULVER CO. CL. A 013068200 5,109 234,900 SH SOLE SOLE
ALCAN ALUMINIUM LIMITED 013716105 118,822 2,887,125 SH SOLE SOLE
ALCATEL SA ADR 013904305 315 7,000 SH SHARED-DEFINED 02 SOLE
ALCOA INC. 013817101 689 8,300 SH SOLE SOLE
ALGOMA STEEL INC. 01566M105 3,719 2,520,000 SH SOLE SOLE
ALKERMES INC. 01642T108 1,592 32,400 SH SOLE SOLE
ALKERMES INC. 01642T108 1,464 29,800 SH SHARED-DEFINED 02 SOLE
ALLIANCE FOREST PRODUCTS INC. 01859J108 18,969 1,605,700 SH SOLE SOLE
ALLSCRIPTS INC. 019886100 2,904 66,000 SH SOLE SOLE
ALLSCRIPTS INC. 019886100 1,936 44,000 SH SHARED-DEFINED 02 SOLE
ALLTEL CORP. 020039103 620 7,500 SH SOLE SOLE
ALLTEL CORP. 020039103 5,928 71,700 SH SHARED-DEFINED 02 SOLE
ALTERA CORPORATION 021441100 3,400 68,600 SH SOLE SOLE
ALTERA CORPORATION 021441100 5,645 113,900 SH SHARED-DEFINED 02 SOLE
AMAZON.COM, INC. 023135106 1,096 14,400 SH SOLE SOLE
AMAZON.COM, INC. 023135106 792 10,400 SH SHARED-DEFINED 02 SOLE
AMB PROPERTY CORP 00163T109 160 8,000 SH SOLE SOLE
AMBAC FINANCIAL GROUP INC. 023139108 1,044 20,000 SH SHARED-DEFINED 02 SOLE
AMDOCS LTD. G02602103 4,360 126,378 SH SOLE SOLE
AMERICA ONLINE, INC. 02364J104 94,780 1,256,400 SH SOLE SOLE
AMERICA ONLINE, INC. 02364J104 7,573 100,400 SH SHARED-DEFINED 02 SOLE
AMERICAN EAGLE OUTFITTERS INC. 02553E106 1,575 35,000 SH SHARED-DEFINED 02 SOLE
AMERICAN EXPRESS CO. 025816109 91,371 549,600 SH SOLE SOLE
AMERICAN INTERNATIONAL GROUP INC. 026874107 1,384 12,800 SH SOLE SOLE
AMERICAN INTL GROUP INC. 026874107 1,838 17,000 SH SHARED-DEFINED 02 SOLE
AMERICAN POWER CONVERSION CORP. 029066107 23,935 907,500 SH SOLE SOLE
AMERICAN POWER CONVERSION CORP. 029066107 6,848 259,700 SH SHARED-DEFINED 02 SOLE
AMFM INC. 001693100 3,443 44,000 SH SOLE SOLE
AMGEN INC. 031162100 21,256 353,900 SH SOLE SOLE
AMR CORP. 001765106 1,474 22,000 SH SOLE SOLE
AMSOUTH BANCORPORATION 032165102 579 30,000 SH SHARED-DEFINED 02 SOLE
ANESTA CORPORATION 034603100 1,810 105,300 SH SOLE SOLE
ANESTA CORPORATION 034603100 967 56,300 SH SHARED-DEFINED 02 SOLE
ANGLO AMERICAN PLC 03485P102 28,890 443,644 SH SHARED-DEFINED 02 SOLE
ANGLOGOLD LIMITED SPONS ADR 035128206 5,477 213,228 SH SOLE SOLE
ANHEUSER BUSCH COMPANIES, INC. 035229103 610 8,600 SH SOLE SOLE
ANHEUSER-BUSCH COMPANIES, INC. 035229103 4,436 62,600 SH SHARED-DEFINED 02 SOLE
ANTEC CORPORATION 03664P105 1,343 36,800 SH SOLE SOLE
ANTEC CORPORATION 03664P105 500 13,700 SH SHARED-DEFINED 02 SOLE
ANTENNA TV S.A. SPONS. ADR 03672N100 296 17,300 SH SOLE SOLE
APARTMENT INVEST & MGMT CO. 03748R101 127 3,200 SH SOLE SOLE
APOLLO GROUP INC. CLASS A 037604105 16,814 838,100 SH SOLE SOLE
APOLLO GROUP INC. CLASS A 037604105 1,448 72,200 SH SHARED-DEFINED 02 SOLE
APPLIED MATERIALS INC. 038222105 51,841 409,200 SH SOLE SOLE
APPLIED MATERIALS INC. 038222105 4,795 37,850 SH SHARED-DEFINED 02 SOLE
APPLIED MICRO CIRCUITS CORP. 03822W109 2,163 17,000 SH SHARED-DEFINED 02 SOLE
APPLIED MICRO CIRCUITS CORP. 03822W109 2,443 19,200 SH SOLE SOLE
ARCHER DANIELS MIDLAND CO. 039483102 6,690 548,940 SH SOLE SOLE
ARMSTRONG WORLD INDUSTRIES, INC. 042476101 584 17,500 SH SHARED-DEFINED 02 SOLE
ART TECHNOLOGY GROUP, INC. 04289L107 2,998 23,400 SH SOLE SOLE
ART TECHNOLOGY GROUP, INC. 04289L107 1,986 15,500 SH SHARED-DEFINED 02 SOLE
ARTISAN COMPONENTS INC. 042923102 1,214 58,800 SH SOLE SOLE
ARTISAN COMPONENTS INC. 042923102 229 11,100 SH SHARED-DEFINED 02 SOLE
ASA LIMITED 002050102 80 4,200 SH SOLE SOLE
ASIA PULP & PAPER - ADR 04516V100 158 20,000 SH SOLE SOLE
ASIA PULP & PAPER - ADR WRTS 2000/07/27 04516V209 3 3,000 SH SOLE SOLE
ASIA PULP & PAPER ADR 04516V100 132 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 TELECOMMUNICATION 04516X106 140 4,000 SH SHARED-DEFINED 02 SOLE
ASM LITHOGRAPHY HLD NV N07059111 3,105 27,300 SH SHARED-DEFINED 02 SOLE
ASM LITHOGRAPHY HOLDING NV N07059111 18,177 159,800 SH SOLE SOLE
AT & T CORP. 001957109 3,334 65,700 SH SHARED-DEFINED 02 SOLE
AT HOME CORP (US) 045919107 570 13,300 SH SHARED-DEFINED 02 SOLE
AT HOME CORP-SER A 045919107 866 20,200 SH SOLE SOLE
AT & T CORP. 001957109 24,081 474,500 SH SOLE SOLE
ATLANTIC RICHFIELD COMPANY 048825103 112 1,300 SH SOLE SOLE
ATLANTIC RICHFIELD COMPANY 048825103 1,371 15,850 SH SHARED-DEFINED 02 SOLE
AUTODESK INC. 052769106 5,786 171,450 SH SOLE SOLE
AVID TECHNOLOGY 05367P100 28,385 2,173,010 SH SOLE SOLE
AVX CORPORATION 002444107 28,789 576,500 SH SOLE SOLE
AWARE INC. 05453N100 749 20,600 SH SHARED-DEFINED 02 SOLE
AWARE INC. 05453N100 1,248 34,300 SH SOLE SOLE
AZCO MINING INC. 054774104 152 200,000 SH SOLE SOLE
BAKER HUGHES INC. 057224107 4 200 SH SOLE SOLE
BALDOR ELECTRIC CO. 057741100 28,854 1,591,966 SH SOLE SOLE
BALLARD POWER SYSTEMS INC. 05858H104 6,418 227,300 SH SOLE SOLE
BANCO DE A. EDWARDS SPONS.ADR 059504100 416 25,000 SH SOLE SOLE
BANCO FRANCES RIO SP ADR 059591107 24 1,000 SH SHARED-DEFINED 02 SOLE
BANCO GALICIA Y BUENO SP ADR 059538207 30 1,512 SH SHARED-DEFINED 02 SOLE
BANCO SANTANDER CHILE 05965F108 15 1,000 SH SHARED-DEFINED 02 SOLE
BANCO SANTANDER-CHILE-SP-ADR 05965F108 244 16,000 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 120 26,000 SH SOLE SOLE
BANCOLOMBIA S.A. SPONSORED ADR 05968L102 133 28,800 SH SHARED-DEFINED 02 SOLE
BANK OF AMERICA CORP. 060505104 974 19,410 SH SOLE SOLE
BANK OF AMERICA CORPORATION 060505104 1,503 29,950 SH SHARED-DEFINED 02 SOLE
BANK OF MONTREAL 063671101 314,438 9,205,400 SH SOLE SOLE
BANK OF NEW YORK CO INC 064057102 3,780 94,500 SH SOLE SOLE
BARCLAYS PLC ADR 06738E204 58 500 SH SHARED-DEFINED 02 SOLE
BARRICK GOLD CORPORATION 067901108 11,672 654,200 SH SOLE SOLE
BATTLE MOUNTAIN CANADA LTD. 071900104 13,275 6,160,900 SH SOLE SOLE
BATTLE MOUNTAIN GOLD CO. CL A 071593107 248 120,000 SH SOLE SOLE
BAUSCH & LOMB INC 071707103 15,672 229,000 SH SOLE SOLE
BB&T CORPORATION 054937107 547 20,000 SH SHARED-DEFINED 02 SOLE
BCE INC. 05534B109 393,652 4,332,100 SH SOLE SOLE
BECTON DICKINSON & COMPANY 075887109 4,184 156,400 SH SOLE SOLE
BELL ATLANTIC CORP 077853109 536 8,700 SH SOLE SOLE
BELL ATLANTIC CORP 077853109 3,866 62,800 SH SHARED-DEFINED 02 SOLE
BELLSOUTH CORP 079860102 538 11,500 SH SOLE SOLE
BELLSOUTH CORP. COM 079860102 2,898 61,900 SH SHARED-DEFINED 02 SOLE
BERKSHIRE HATHAWAY INC - CL A 084670108 362,855 6,468 SH SOLE SOLE
BERKSHIRE HATHAWAY INC - CL B 084670207 10,189 5,568 SH SOLE SOLE
BEST SOFTWARE INC 086579109 1,965 66,600 SH SOLE SOLE
BEST SOFTWARE INC 086579109 1,053 35,700 SH SHARED-DEFINED 02 SOLE
BETHLEHEM STEEL CORPORATION 087509105 5,098 608,700 SH SOLE SOLE
BIOMET, INC. 090613100 880 22,000 SH SHARED-DEFINED 02 SOLE
BIRMINGHAM STEEL CORP 091250100 27 5,000 SH SOLE SOLE
BJ SERVICES COMPANY 055482103 1,664 39,800 SH SOLE SOLE
BJ SERVICES COMPANY 055482103 1,651 39,500 SH SHARED-DEFINED 02 SOLE
BJ'S WHOLESALE CLUB INC. 05548J106 5,621 154,000 SH SOLE SOLE
BMC SOFTWARE, INC. 055921100 1,111 13,900 SH SOLE SOLE
BMC SOFTWARE, INC. 055921100 919 11,500 SH SHARED-DEFINED 02 SOLE
BOSTON SCIENTIFIC CORP. 101137107 3,719 170,000 SH SOLE SOLE
BRASIL DISTR PAO ACU-ADR 20440T201 43 1,335 SH SOLE SOLE
BRE PROPERTIES CL. A 05564E106 125 5,500 SH SOLE SOLE
BRIGGS & STRATTON CORPORATION 109043109 362 6,750 SH SOLE SOLE
BRIGGS & STRATTON CORPORATION 109043109 2,542 47,400 SH SHARED-DEFINED 02 SOLE
BRISTOL MYERS SQUIBB 110122108 4,091 63,750 SH SHARED-DEFINED 02 SOLE
BRISTOL-MYERS SQUIBB 110122108 4,127 64,300 SH SOLE SOLE
BROADCOM CORP CL. A 111320107 1,444 5,300 SH SOLE SOLE
BROADCOM CORPORATION 111320107 518 1,900 SH SHARED-DEFINED 02 SOLE
BROADVISION, INC. 111412102 2,058 12,100 SH SOLE SOLE
BROADVISION, INC. 111412102 765 4,500 SH SHARED-DEFINED 02 SOLE
BROCADE COMMUNICATIONS SYSTEMS, INC. 111621108 1,310 7,400 SH SOLE SOLE
BROCADE COMMUNICATIONS SYSTEMS, INC. 111621108 496 2,800 SH SHARED-DEFINED 02 SOLE
BUENOS AIRES EMBOTELLADORA ADR CL B 119424208 2 2,439,119 SH SOLE SOLE
C- BRIDGE INTERNET SOLUTIONS 12500B105 292 6,000 SH SHARED-DEFINED 02 SOLE
CALGON CARBON CORP. 129603106 30 5,000 SH SOLE SOLE
CAMBIOR INC. 13201L103 44 35,000 SH SOLE SOLE
CAMCO INC. 132626102 268 90,000 SH SOLE SOLE
CAMECO CORP. 13321L108 152 10,000 SH SOLE SOLE
CAMPBELL RESOURCES INC. 134422104 182 1,139,375 SH SOLE SOLE
CANADA SOUTHERN PETROLEUM LTD. RVS 135231108 2,273 375,000 SH SOLE SOLE
CANADIAN IMPERIAL BANK OF COMMERCE 136069101 92,655 3,876,200 SH SOLE SOLE
CANADIAN MARCONI COMPANY 136357100 1,169 90,000 SH SOLE SOLE
CANADIAN OCCIDENTAL PETROLEUM LTD. 136420106 494 25,000 SH SOLE SOLE
CANADIAN PACIFIC LIMITED 135923100 34,500 1,603,650 SH SOLE SOLE
CANTV CIA ANONIMA TELE - ADR 204421101 256 10,400 SH SHARED-DEFINED 02 SOLE
CARNIVAL CORPORATION 143658102 4,925 103,000 SH SOLE SOLE
CARRIER ACCESS CORPORATION 144460102 1,669 24,800 SH SOLE SOLE
CARRIER ACCESS CORPORATION 144460102 841 12,500 SH SHARED-DEFINED 02 SOLE
CATERPILLAR INC. 149123101 574 12,200 SH SOLE SOLE
C-BRIDGE INTERNET SOLUTIONS INC. 12500B105 438 9,000 SH SOLE SOLE
CBT GROUP PLC-SPONSORED ADR 124853300 1,434 42,800 SH SOLE SOLE
CBT GROUP PUB LTD SPON 124853300 2,224 66,400 SH SHARED-DEFINED 02 SOLE
C-COR.NET CORP. 125010108 2,306 30,100 SH SOLE SOLE
C-COR.NET CORP. 125010108 1,525 19,900 SH SHARED-DEFINED 02 SOLE
CELESTICA INC. 15101Q108 24,677 440,800 SH SOLE SOLE
CEMEX SA SPONS ADR 151290889 702 25,200 SH SOLE SOLE
CHARTERED SEMICONDUCTOR 16133R106 540 7,400 SH SHARED-DEFINED 02 SOLE
CHASE MANHATTAN CORP (NEW) 16161A108 606 7,800 SH SOLE SOLE
CHASE MANHATTAN CORP. NEW COM 16161A108 2,229 28,700 SH SHARED-DEFINED 02 SOLE
CHECK POINT SOFTWARE TECH. 162825103 994 5,000 SH SOLE SOLE
CHEESECAKE FACTORY (THE) 163072101 770 22,000 SH SOLE SOLE
CHEMDEX CORPORATION 163595101 522 4,700 SH SHARED-DEFINED 02 SOLE
CHEMDEX CORP. 163595101 1,332 12,000 SH SOLE SOLE
CHEVRON CORP. 166751107 1,014 11,700 SH SOLE SOLE
CHEVRON CORPORATION 166751107 3,023 34,900 SH SHARED-DEFINED 02 SOLE
CHILGENER SA ADR 168894103 128 8,244 SH SOLE SOLE
CIA SIDERURGICA NACL SPONS. ADR 20440W105 294 8,000 SH SOLE SOLE
CIA TELECOM CHILE SP.ADR 204449300 1,478 80,975 SH SOLE SOLE
CIENA CORP. 171779101 868 15,100 SH SOLE SOLE
CIENA CORP. 171779101 328 5,700 SH SHARED-DEFINED 02 SOLE
CINRAM INTERNATIONAL INC. 17252T105 4,456 547,400 SH SOLE SOLE
CIRCUIT CITY STORES 172737108 811 18,000 SH SHARED-DEFINED 02 SOLE
CISCO SYSTEMS INC. 17275R102 27,819 259,700 SH SHARED-DEFINED 02 SOLE
CISCO SYSTEMS INC. 17275R102 23,225 216,800 SH SOLE SOLE
CITIGROUP INC. 172967101 30,863 555,464 SH SOLE SOLE
CITRIX SYSTEMS INC. 177376100 6,605 53,700 SH SHARED-DEFINED 02 SOLE
CITRIX SYSTEMS INC. 177376100 61,537 500,300 SH SOLE SOLE
CLARENT CORPORATION 180461105 67,044 862,300 SH SOLE SOLE
CLARENT CORPORATION 180461105 3,437 44,200 SH SHARED-DEFINED 02 SOLE
CMGI INC 125750109 3,239 11,700 SH SOLE SOLE
CMGI INC. 125750109 1,274 4,600 SH SHARED-DEFINED 02 SOLE
CNET INC 125945105 2,230 39,300 SH SHARED-DEFINED 02 SOLE
CNET INC. 125945105 2,310 40,700 SH SOLE SOLE
COEUR D'ALENE MINES 192108108 2,465 717,000 SH SOLE SOLE
COGNEX CORP. 192422103 18,915 485,000 SH SOLE SOLE
COGNOS INCORPORATED 19244C109 50,557 1,105,580 SH SOLE SOLE
COLGATE-PALMOLIVE CO. 194162103 657 10,100 SH SOLE SOLE
COLGATE-PALMOLIVE COMPANY 194162103 4,280 65,850 SH SHARED-DEFINED 02 SOLE
COMERICA INC. 200340107 1,284 27,500 SH SHARED-DEFINED 02 SOLE
COMINCO LTD. 200435105 18,798 893,920 SH SOLE SOLE
COMMERCE GROUP INC. 200641108 9,763 373,700 SH SOLE SOLE
COMPANIA DE TELECOMUNICS CHILE SPNS 204449300 526 28,825 SH SHARED-DEFINED 02 SOLE
COMPUTER ASSOCIATES INTERNATIONAL INC 204912109 11,840 169,300 SH SOLE SOLE
COMVERSE TECHNOLOGY INC 205862402 6,137 42,400 SH SOLE SOLE
COMVERSE TECHNOLOGY INC. 205862402 5,443 37,600 SH SHARED-DEFINED 02 SOLE
CONCORD COMMUNICATIONS INC. 206186108 3,634 81,900 SH SOLE SOLE
CONCORD COMMUNICATIONS INC. 206186108 2,809 63,300 SH SHARED-DEFINED 02 SOLE
CONCORD EFS, INC. 206197105 3,362 130,550 SH SOLE SOLE
CONCORD EFS, INC. 206197105 2,780 107,950 SH SHARED-DEFINED 02 SOLE
CONEXANT SYSTEMS, INC. 207142100 2,456 37,000 SH SOLE SOLE
CONEXANT SYSTEMS, INC. 207142100 923 13,900 SH SHARED-DEFINED 02 SOLE
CORE LABORATORIES N.V. N22717107 1,236 61,600 SH SOLE SOLE
CORE LABORATORIES N.V. N22717107 1,368 68,200 SH SHARED-DEFINED 02 SOLE
CORNELL CORRECTIONS INC. 219141108 600 71,600 SH SOLE SOLE
CORNELL CORRECTIONS INC. 219141108 444 53,100 SH SHARED-DEFINED 02 SOLE
COVAD COMMUNICATIONS GROUP, INC. 222814204 1,997 35,700 SH SOLE SOLE
COVAD COMMUNICATIONS GROUP, INC. 222814204 934 16,700 SH SHARED-DEFINED 02 SOLE
CREDICORP LTD ADR G2519Y108 291 24,286 SH SOLE SOLE
CREDICORP LTD. COM G2519Y108 63 5,273 SH SHARED-DEFINED 02 SOLE
CRESCENT REAL ESTATE EQUITIES TRUST 225756105 6,411 348,900 SH SOLE SOLE
CRISTALERIAS DE CHILE S A SPON 226714103 440 30,600 SH SHARED-DEFINED 02 SOLE
CRISTALERIAS DE CHILE-SPON.ADR. 226714103 1,081 75,200 SH SOLE SOLE
CRITICAL PATH INC. 22674V100 1,274 13,500 SH SOLE SOLE
CRITICAL PATH, INC. 22674V100 727 7,700 SH SHARED-DEFINED 02 SOLE
CSG SYSTEMS INTERNATIONAL INC. 126349109 1,599 40,100 SH SOLE SOLE
CSG SYSTEMS INTERNATIONAL, INC. 126349109 1,766 44,300 SH SHARED-DEFINED 02 SOLE
CUTTER & BUCK INC 232217109 1,245 82,350 SH SHARED-DEFINED 02 SOLE
CUTTER & BUCK INC. 232217109 1,045 69,100 SH SOLE SOLE
CVS CORP 126650100 5,428 135,900 SH SOLE SOLE
CYTYC CORPORATION 232946103 2,192 35,900 SH SHARED-DEFINED 02 SOLE
CYTYC CORPORATION 232946103 12,188 199,600 SH SOLE SOLE
DANAHER CORP 235851102 58,098 1,204,100 SH SOLE SOLE
DAYTON-HUDSON CORP. 239753106 896 12,200 SH SOLE SOLE
DE BEERS CONSOLIDATED MINES ADR 240253302 11,048 381,800 SH SOLE SOLE
DELL COMPUTER CORPORATION 247025109 1,336 26,200 SH SOLE SOLE
DELL COMPUTER CORPORATION 247025109 1,790 35,100 SH SHARED-DEFINED 02 SOLE
DELTA-GALIL INDUSTRIES LTD. ADR 247637101 356 20,200 SH SOLE SOLE
DENDRITE INTERNATIONAL INC. 248239105 4,577 135,100 SH SOLE SOLE
DENDRITE INTERNATIONAL INC. 248239105 3,797 112,100 SH SHARED-DEFINED 02 SOLE
DENTSPLY INTERNATIONAL INC 249030107 43,081 1,823,530 SH SOLE SOLE
DESC S.A. -SPONS ADR 250309101 206 12,300 SH SOLE SOLE
DIA MET MINERALS LTD. CL. B 25243K307 398 25,000 SH SOLE SOLE
DIAGEO PLC - SPON ADR 25243Q205 12 382 SH SHARED-DEFINED 02 SOLE
DIGEX, INC. 253756100 1,320 19,200 SH SOLE SOLE
DIGEX, INC. 253756100 1,760 25,600 SH SHARED-DEFINED 02 SOLE
DIGIMARC CORPORATION 253807101 235 4,700 SH SOLE SOLE
DIGIMARC CORPORATION 253807101 90 1,800 SH SHARED-DEFINED 02 SOLE
DIONEX CORPORATION 254546104 1,132 27,500 SH SHARED-DEFINED 02 SOLE
DOLLAR TREE STORES INC. 256747106 2,392 49,375 SH SOLE SOLE
DOLLAR TREE STORES INC. 256747106 2,958 61,075 SH SHARED-DEFINED 02 SOLE
DOMTAR INC. 257561100 5,837 492,700 SH SOLE SOLE
DONALDSON CO. LTD. 257651109 16,088 668,600 SH SOLE SOLE
DOUBLECLICK INC. 258609304 2,285 9,030 SH SOLE SOLE
DOUBLECLICK INC. 258609304 857 3,385 SH SHARED-DEFINED 02 SOLE
DPL INC. 233293109 1,212 70,000 SH SHARED-DEFINED 02 SOLE
DSET CORP. 262504103 2,885 77,200 SH SHARED-DEFINED 02 SOLE
DSET CORPORATION 262504103 4,758 127,300 SH SOLE SOLE
DTE ENERGY COMPANY 233331107 2,918 93,000 SH SOLE SOLE
DUPONT (E.I.) DE NEMOURS COMPANY 263534109 474 7,200 SH SOLE SOLE
EARTHWEB INC. 27032C108 2,440 48,500 SH SOLE SOLE
EARTHWEB INC. 27032C108 2,792 55,500 SH SHARED-DEFINED 02 SOLE
EBAY INC. 278642103 1,102 8,800 SH SOLE SOLE
EBAY INC. 278642103 401 3,200 SH SHARED-DEFINED 02 SOLE
EBOOKERS.COM(ADR) 278725106 35 2,000 SH SHARED-DEFINED 02 SOLE
ECLIPSYS CORPORATION 278856109 1,468 57,300 SH SOLE SOLE
ECLIPSYS CORPORATION 278856109 1,845 72,000 SH SHARED-DEFINED 02 SOLE
ECOLAB INC. 278865100 37,450 957,200 SH SOLE SOLE
EDPERBRASCAN CORP. CL. A 280905803 107,375 8,113,825 SH SOLE SOLE
ELECTROGLAS INC. 285324109 2,284 90,000 SH SOLE SOLE
EMBRATEL PARTICIPACOES ADR 29081N100 1,079 39,600 SH SOLE SOLE
EMBRATEL PARTICIPACOES S.A. 29081N100 302 11,100 SH SHARED-DEFINED 02 SOLE
EMC CORP 268648102 9,767 89,400 SH SOLE SOLE
EMC CORPORATION/MASS 268648102 2,753 25,200 SH SHARED-DEFINED 02 SOLE
EMCO LIMITED 290839109 1,206 300,000 SH SOLE SOLE
EMERSON ELECTRIC COMPANY 291011104 2,103 36,650 SH SHARED-DEFINED 02 SOLE
EMERSON ELECTRIC COMPANY 291011104 390 6,800 SH SOLE SOLE
EMPRESA NACIONAL DE ELCTRCIDAD SPON 29244T101 199 14,032 SH SHARED-DEFINED 02 SOLE
EMPRESA NACIONAL ELEC - CH ADR 29244T101 741 52,252 SH SOLE SOLE
EMULEX CORPORATION 292475209 833 7,400 SH SOLE SOLE
EMULEX CORPORATION 292475209 315 2,800 SH SHARED-DEFINED 02 SOLE
ENDESA SA 29258N107 1,310 64,900 SH SHARED-DEFINED 02 SOLE
ENSCO INTERNATIONAL INC 26874Q100 588 25,700 SH SOLE SOLE
ENSCO INTERNATIONAL INC 26874Q100 387 16,900 SH SHARED-DEFINED 02 SOLE
ESAT TELECOM GROUP PLC-ADR 26883Y102 444 7,000 SH SHARED-DEFINED 02 SOLE
ESAT TELECOM GROUP PLC-ADR 26883Y102 4,383 47,900 SH SOLE SOLE
E-STAMP CORPORATION 269154100 409 18,400 SH SOLE SOLE
E-STAMP CORPORATION 269154100 278 12,500 SH SHARED-DEFINED 02 SOLE
ETEC SYSTEMS INC. 26922C103 1,463 32,600 SH SHARED-DEFINED 02 SOLE
ETEC SYSTEMS INC. 26922C103 7,584 169,000 SH SOLE SOLE
E-TEK DYNAMICS, INC. 269240107 4,981 37,000 SH SOLE SOLE
E-TEK DYNAMICS, INC. 269240107 4,039 30,000 SH SHARED-DEFINED 02 SOLE
EXODUS COMMUNICATIONS INC. 302088109 6,785 76,400 SH SOLE SOLE
EXODUS COMMUNICATIONS INC. 302088109 3,837 43,200 SH SHARED-DEFINED 02 SOLE
EXTREME NETWORKS INC. 30226D106 3,591 43,000 SH SHARED-DEFINED 02 SOLE
EXTREME NETWORKS INC. 30226D106 4,284 51,300 SH SOLE SOLE
EXXON MOBIL CORPORATION 30231G102 32,246 400,261 SH SOLE SOLE
EXXON MOBIL CORPORATION 30231G102 4,576 56,805 SH SHARED-DEFINED 02 SOLE
F5 NETWORKS, INC 315616102 2,485 21,800 SH SOLE SOLE
F5 NETWORKS, INC. 315616102 1,972 17,300 SH SHARED-DEFINED 02 SOLE
FACTSET RESEARCH SYSTEMS INC. 303075105 5,120 64,300 SH SOLE SOLE
FACTSET RESEARCH SYSTEMS INC. 303075105 4,642 58,300 SH SHARED-DEFINED 02 SOLE
FAHNESTOCK VINER HOLDINGS CL. A 302921101 15,298 1,022,200 SH SOLE SOLE
FANNIE MAE 313586109 450 7,200 SH SOLE SOLE
FEDERAL AGRIC MTG CORP. CLASS C 313148306 1,024 50,700 SH SOLE SOLE
FEDERAL AGRIC MTG CORP. CLASS C 313148306 1,050 52,050 SH SHARED-DEFINED 02 SOLE
FEDERAL NATL MTG ASSN COM 313586109 2,922 46,800 SH SHARED-DEFINED 02 SOLE
FIFTH THIRD BANCORP 316773100 18,681 254,600 SH SOLE SOLE
FIRST CONSULTING GROUP INC. 31986R103 2,531 163,300 SH SOLE SOLE
FIRST CONSULTING GROUP INC. 31986R103 2,477 159,800 SH SHARED-DEFINED 02 SOLE
FIRST TENNESSEE NATIONAL CORP 337162101 1,069 37,500 SH SHARED-DEFINED 02 SOLE
FIRST UNION CORP 337358105 8,850 269,700 SH SOLE SOLE
FIRST VIRGINIA BANKS, INC. 337477103 860 20,000 SH SHARED-DEFINED 02 SOLE
FISERV INC 337738108 7,436 194,100 SH SOLE SOLE
FLEET BOSTON FINANCIAL CORP. 339030108 3,587 103,042 SH SOLE SOLE
FLEXTRONICS INTL. LTD. Y2573F102 7,084 154,000 SH SOLE SOLE
FLEXTRONICS INTL. LTD. Y2573F102 5,566 121,000 SH SHARED-DEFINED 02 SOLE
FOMENTO ECONOMICO MEXICANO 344419106 160 3,600 SH SHARED-DEFINED 02 SOLE
FOMENTO ECONOMICO MEXICANO SP. ADR 344419106 1,945 43,700 SH SOLE SOLE
FORRESTER RESEARCH INC 346563109 2,975 43,200 SH SOLE SOLE
FORRESTER RESEARCH INC 346563109 2,011 29,200 SH SHARED-DEFINED 02 SOLE
FORTUNE BRANDS INC. 349631101 3,372 102,000 SH SOLE SOLE
FREDDIE MAC 313400301 14 300 SH SOLE SOLE
FREDDIE MAC 313400301 1,765 37,500 SH SHARED-DEFINED 02 SOLE
FREEPORT MCMORAN COPPER INC CL B 35671D857 2,440 115,500 SH SOLE SOLE
FREEPORT MCMORAN PRF 2006/08/01 SR SILV 35671D865 3,492 278,000 SH SOLE SOLE
GALILEO TECHNOLOGY LTD M47298100 1,735 71,900 SH SOLE SOLE
GALILEO TECHNOLOGY LTD M47298100 1,797 74,500 SH SHARED-DEFINED 02 SOLE
GALLAHER GROUP PLC-ADR 363595109 2,199 143,000 SH SOLE SOLE
GAP INC 364760108 432 9,400 SH SOLE SOLE
GATEWAY INC. 367626108 937 13,000 SH SOLE SOLE
GATEWAY INC. 367626108 360 5,000 SH SHARED-DEFINED 02 SOLE
GEMSTAR INTERNATIONAL GROUP LTD G3788V106 7,937 111,400 SH SOLE SOLE
GEMSTAR INTERNATIONAL GROUP LTD ORD G3788V106 4,047 56,800 SH SHARED-DEFINED 02 SOLE
GENER S.A.-SPONSORED ADR 368731105 82 5,318 SH SHARED-DEFINED 02 SOLE
GENERAL DYNAMICS CORP. 369550108 27,309 517,700 SH SOLE SOLE
GENERAL ELEC CO. COM 369604103 8,914 57,600 SH SHARED-DEFINED 02 SOLE
GENERAL ELECTRIC COMPANY 369604103 57,211 369,700 SH SOLE SOLE
GENERAL INSTR CORP NEW COM 370120107 527 6,200 SH SHARED-DEFINED 02 SOLE
GENERAL INSTRUMENT CORP. 370120107 1,488 17,500 SH SOLE SOLE
GENERAL MILLS INC. 370334104 400 11,200 SH SOLE SOLE
GENERAL MILLS INC. 370334104 1,662 46,500 SH SHARED-DEFINED 02 SOLE
GENERAL MOTORS CORPORATION 370442105 30,165 415,000 SH SOLE SOLE
GENERAL MOTORS CORPORATION 370442105 2,871 39,500 SH SHARED-DEFINED 02 SOLE
GENESIS MICROCHIPS INC. 371933102 974 46,100 SH SHARED-DEFINED 02 SOLE
GENESIS MICROCHIPS INC. 371933102 1,963 92,900 SH SOLE SOLE
GEORGIA PAC CORP. 373298108 3,438 67,750 SH SHARED-DEFINED 02 SOLE
GEORGIA-PACIFIC GROUP 373298108 467 9,200 SH SOLE SOLE
GILAT SATELLITE NETWORKS LTD. ORD M51474100 594 5,000 SH SHARED-DEFINED 02 SOLE
GLAMIS GOLD LTD. 376775102 2,288 1,270,000 SH SOLE SOLE
GLOBAL CROSSING LTD G3921A100 905 18,094 SH SOLE SOLE
GLOBAL CROSSING LTD G3921A100 1,113 22,269 SH SHARED-DEFINED 02 SOLE
GLOBAL MARINE INC. 379352404 599 36,000 SH SOLE SOLE
GLOBAL MARINE INC. 379352404 392 23,600 SH SHARED-DEFINED 02 SOLE
GLOBAL TELESYSTEMS GROUP INC. 37936U104 93,245 2,693,000 SH SOLE SOLE
GLOBAL TELESYTEMS GROUP, INC. 37936U104 1,385 40,000 SH SHARED-DEFINED 02 SOLE
GLOBALSTAR TELECOMMUNICATIONS LTD G3930H104 17,024 386,900 SH SOLE SOLE
GLOBALSTAR TELECOMMUNICATIONS LTD. G3930H104 1,641 37,300 SH SHARED-DEFINED 02 SOLE
GOLD RESERVE INC. CLASS A 38068N108 225 271,000 SH SOLE SOLE
GOLDCORP INC. CL. A SVS 380956102 2,443 417,242 SH SOLE SOLE
GOODYEAR TIRE & RUBBER COMPANY 382550101 1,663 59,000 SH SOLE SOLE
GRAINGER (W.W.) INC. 384802104 42,171 882,000 SH SOLE SOLE
GREAT NORTHERN GAS COMPANY 391044104 197 209,930 SH SOLE SOLE
GREAT PLAINS SOFTWARE INC 39119E105 949 12,700 SH SHARED-DEFINED 02 SOLE
GREAT PLAINS SOFTWARE INC 39119E105 1,824 24,400 SH SOLE SOLE
GRIC COMMUNICATIONS INC. 398081109 454 17,900 SH SOLE SOLE
GRIC COMMUNICATIONS INC. 398081109 307 12,100 SH SHARED-DEFINED 02 SOLE
GRUPO INDL MASECA SA DE CV SER B ADR 400488409 341 47,000 SH SOLE SOLE
GRUPO TELEVISA S A GLOBAL DEP SHARES 40049J206 1,003 14,700 SH SOLE SOLE
GSI LUMONICS INC. 36229U102 2,113 238,300 SH SOLE SOLE
GUCCI GROUP NV-NY REG SHRS NLG2.23 401566104 14,313 125,000 SH SOLE SOLE
GULF CANADA RESOURCES LIMITED 40218L305 3,051 927,189 SH SOLE SOLE
H.J. HEINZ COMPANY 423074103 1,624 40,800 SH SHARED-DEFINED 02 SOLE
HALLIBURTON COMPANY 406216101 2,713 67,400 SH SOLE SOLE
HANOVER COMPRESSOR CO. 410768105 1,027 27,200 SH SOLE SOLE
HANOVER COMPRESSOR COMPANY (HLDG CO) 410768105 1,261 33,400 SH SHARED-DEFINED 02 SOLE
HANSON PLC SPNS 411352404 1,007 24,900 SH SHARED-DEFINED 02 SOLE
HARLEY-DAVIDSON INC 412822108 814 12,700 SH SOLE SOLE
HARMONIC INC. 413160102 1,614 17,000 SH SOLE SOLE
HARMONIC LIGHTWAVES INC. COM 413160102 570 6,000 SH SHARED-DEFINED 02 SOLE
HARVARD INDUSTRIES INC. 417434503 437 57,364 SH SOLE SOLE
HASBRO, INC. 418056107 419 22,000 SH SHARED-DEFINED 02 SOLE
HECLA MINING COMPANY 422704106 373 239,000 SH SOLE SOLE
HEINZ (H.J.) CO 423074103 410 10,300 SH SOLE SOLE
HELLENIC TELECOMM. ORG. SA ADR 423325307 1,564 131,000 SH SOLE SOLE
HELLENIC TELECOMMUNICATIONS ORG ADR 423325307 458 38,400 SH SHARED-DEFINED 02 SOLE
HELMERICH & PAYNE INC. COM 423452101 508 23,300 SH SHARED-DEFINED 02 SOLE
HELMERICH & PAYNE, INC. 423452101 772 35,400 SH SOLE SOLE
HEWLETT PACKARD CO. COM 428236103 1,618 14,200 SH SHARED-DEFINED 02 SOLE
HEWLETT-PACKARD COMPANY 428236103 1,253 11,000 SH SOLE SOLE
HIBBET SPORTING GOODS 428565105 350 20,600 SH SHARED-DEFINED 02 SOLE
HIBBETT SPORTING GOODS INC 428565105 631 37,100 SH SOLE SOLE
HOME DEPOT INC 437076102 1,800 26,250 SH SOLE SOLE
HOME DEPOT INC. COM 437076102 2,324 33,900 SH SHARED-DEFINED 02 SOLE
HOMESTAKE MINING COMPANY 437614100 8,656 1,108,000 SH SOLE SOLE
HONEYWELL INTERNATIONAL INC. 438516106 3,843 66,624 SH SHARED-DEFINED 02 SOLE
HONEYWELL INTL INC 438516106 64,263 1,113,987 SH SOLE SOLE
HOUGHTON MIFFLIN CO. 441560109 72,327 1,714,415 SH SOLE SOLE
HUANENG PWR INTL INC. SPON 443304100 13 1,200 SH SHARED-DEFINED 02 SOLE
HURRICANE HYDROCARBONS LTD. CLASS A 44779E106 498 217,800 SH SOLE SOLE
IBASIS INC. 450732102 1,182 41,100 SH SOLE SOLE
IBASIS, INC 450732102 653 22,700 SH SHARED-DEFINED 02 SOLE
IMAGE X.COM INC. 45244D102 1,465 35,000 SH SHARED-DEFINED 02 SOLE
IMAGEX.COM INC. 45244D102 2,219 53,000 SH SOLE SOLE
IMAX CORPORATION 45245E109 8,100 295,900 SH SOLE SOLE
IMC GLOBAL INC. 449669100 82 5,000 SH SOLE SOLE
IMPERIAL CHEM INDS PLC ADR 452704505 6 150 SH SHARED-DEFINED 02 SOLE
IMPERIAL OIL LIMITED 453038408 212,183 9,878,800 SH SOLE SOLE
INCO LIMITED 453258402 13,357 571,200 SH SOLE SOLE
INFONET SERVICES CORP. CL. B 45666T106 735 28,000 SH SOLE SOLE
INFOSPACE.COM INC 45678T102 4,815 22,500 SH SHARED-DEFINED 02 SOLE
INFOSPACE.COM INC. 45678T102 5,136 24,000 SH SOLE SOLE
INKTOMI CORP 457277101 2,467 27,800 SH SOLE SOLE
INKTOMI CORPORATION 457277101 1,817 20,476 SH SHARED-DEFINED 02 SOLE
INSIGHT COMMUNICATIONS CO. 45768V108 889 30,000 SH SHARED-DEFINED 02 SOLE
INSIGHT COMMUNICATIONS INC. 45768V108 1,333 45,000 SH SOLE SOLE
INTEGRATED DEVICE TECHNOLOGY INC. 458118106 2,317 79,900 SH SOLE SOLE
INTEL CORP. COM 458140100 8,926 108,440 SH SHARED-DEFINED 02 SOLE
INTEL CORPORATION 458140100 50,219 610,096 SH SOLE SOLE
INTERGRATED DEVICE TECH 458118106 1,937 66,800 SH SHARED-DEFINED 02 SOLE
INTERNATIONAL BUSINESS MACHINES 459200101 29,257 270,900 SH SOLE SOLE
INTERNATIONAL BUSINESS MACHINES 459200101 5,206 48,200 SH SHARED-DEFINED 02 SOLE
INTERNATIONAL PAPER COMPANY 460146103 497 8,800 SH SOLE SOLE
INTERNATIONAL RECTIFIER CORP 460254105 4,550 175,000 SH SOLE SOLE
INTERNATIONAL SPEEDWAY CORP. CLASS A 460335201 1,385 27,500 SH SHARED-DEFINED 02 SOLE
INTERPUBLIC GROUP OF COMPANIES, INC. 460690100 44,350 768,800 SH SOLE SOLE
INTERTRUST TECHNOLOGIES CORP. 46113Q109 1,047 8,900 SH SOLE SOLE
INTERTRUST TECHNOLOGIES CORP. 46113Q109 1,270 10,800 SH SHARED-DEFINED 02 SOLE
INTERVU INC. 46114R106 1,050 10,000 SH SOLE SOLE
INTERVU INC. 46114R106 1,260 12,000 SH SHARED-DEFINED 02 SOLE
INTL SPEEDWAY CORP CL A 460335201 1,048 20,800 SH SOLE SOLE
IPSCO INC. 462622101 99,995 5,063,950 SH SOLE SOLE
ITI TECHNOLOGIES INC. 450564109 4,050 135,000 SH SOLE SOLE
ITXC CORP. 45069F109 1,621 48,200 SH SOLE SOLE
ITXC CORP. 45069F109 881 26,200 SH SHARED-DEFINED 02 SOLE
IXL ENTERPRISES INC. 450718101 4,124 74,300 SH SOLE SOLE
IXL ENTERPRISES, INC 450718101 2,259 40,700 SH SHARED-DEFINED 02 SOLE
JABIL CIRCUIT INC 466313103 2,467 33,800 SH SOLE SOLE
JABIL CIRCUIT INC. 466313103 2,373 32,500 SH SHARED-DEFINED 02 SOLE
JANNOCK LIMITED 470888801 48,323 4,102,600 SH SOLE SOLE
JAZZTEL PLC ADR 47214R152 326 5,000 SH SHARED-DEFINED 02 SOLE
JDS UNIPHASE CORP. 46612J101 7,453 46,200 SH SOLE SOLE
JDS UNIPHASE CORPORATION 46612J101 6,452 40,000 SH SHARED-DEFINED 02 SOLE
JOHNSON & JOHNSON 478160104 1,406 15,100 SH SOLE SOLE
JOHNSON & JOHNSON COM 478160104 4,912 52,750 SH SHARED-DEFINED 02 SOLE
K MART CORP COM 482584109 453 45,000 SH SHARED-DEFINED 02 SOLE
KAYDON CORPORATION 486587108 670 25,000 SH SHARED-DEFINED 02 SOLE
KEYNOTE SYSTEMS INC. 493308100 929 12,600 SH SOLE SOLE
KEYNOTE SYSTEMS, INC. 493308100 546 7,400 SH SHARED-DEFINED 02 SOLE
KIMBERLY CLARK CORP. COM 494368103 4,045 61,995 SH SHARED-DEFINED 02 SOLE
KIMBERLY-CLARK CORP 494368103 46,628 714,600 SH SOLE SOLE
KINROSS GOLD CORPORATION 496902107 4,543 2,446,802 SH SOLE SOLE
KLA INSTRS CORP. COM 482480100 3,731 33,500 SH SHARED-DEFINED 02 SOLE
KLA-TENCOR CORPORATION 482480100 18,767 168,500 SH SOLE SOLE
KOOR INDS LTD. SPON 500507108 178 8,900 SH SHARED-DEFINED 02 SOLE
KOREA ELECTRIC PWR SPON 500631106 208 12,400 SH SHARED-DEFINED 02 SOLE
KOREA TELECOM CORP. 50063P103 1,206 16,139 SH SOLE SOLE
LABORATORIO CHILE SA ADR 50540H104 118 6,500 SH SHARED-DEFINED 02 SOLE
LABORATORIO CHILE-SPONSORED ADR 50540H104 355 19,500 SH SOLE SOLE
LAFARGE CORPORATION 505862102 553 20,000 SH SOLE SOLE
LAIDLAW INC 50730K503 20,836 3,983,200 SH SOLE SOLE
LASON INC 51808R107 614 55,800 SH SOLE SOLE
LASON INC. COM 51808R107 630 57,300 SH SHARED-DEFINED 02 SOLE
LATTICE SEMICONDUCTOR CORP. COM 518415104 1,649 35,000 SH SHARED-DEFINED 02 SOLE
LEGATO SYS INC. COM 524651106 5,897 85,700 SH SHARED-DEFINED 02 SOLE
LEGATO SYSTEMS INC. 524651106 62,392 906,700 SH SOLE SOLE
LEGG MASON, INC. 524901105 1,033 28,500 SH SHARED-DEFINED 02 SOLE
LEGGETT & PLATT INC. 524660107 37,496 1,749,100 SH SOLE SOLE
LILLY (ELI) & COMPANY 532457108 732 11,000 SH SOLE SOLE
LILLY ELI & CO COM 532457108 4,206 63,250 SH SHARED-DEFINED 02 SOLE
LINAMAR CORPORATION 53278L107 26,602 2,792,300 SH SOLE SOLE
LINCOLN NATIONAL CORPORATION 534187109 1,200 30,000 SH SHARED-DEFINED 02 SOLE
LINEAR TECHNOLOGY CORP COM 535678106 2,569 35,900 SH SHARED-DEFINED 02 SOLE
LINEAR TECHNOLOGY CORP. 535678106 1,102 15,400 SH SOLE SOLE
LIQUIDATION WORLD INC. 53634D203 4,666 941,800 SH SOLE SOLE
LOWES COMPANIES 548661107 592 9,900 SH SOLE SOLE
LOWES COS INC. COM 548661107 3,920 65,600 SH SHARED-DEFINED 02 SOLE
LSI LOGIC CORP 502161102 1,539 22,800 SH SOLE SOLE
LSI LOGIC CORPORATION 502161102 2,302 34,100 SH SHARED-DEFINED 02 SOLE
LTV CORPORATION 501921100 22,158 5,371,600 SH SOLE SOLE
LUCENT TECHNOLOGIES INC 549463107 4,636 61,965 SH SOLE SOLE
LUCENT TECHNOLOGIES INC. COM 549463107 3,497 46,750 SH SHARED-DEFINED 02 SOLE
LUMINANT WORLDWIDE CORP. 550260103 2,753 60,500 SH SOLE SOLE
LUMINANT WORLDWIDE CORP. 550260103 1,784 39,200 SH SHARED-DEFINED 02 SOLE
LUXOTTICA GROUP SPA-SPON ADR 55068R202 8,781 500,000 SH SOLE SOLE
MACERICH COMPANY (THE) 554382101 12 600 SH SOLE SOLE
MACK-CALI REALTY CORP 554489104 98 3,750 SH SOLE SOLE
MADECO SA SPON 556304103 41 3,700 SH SHARED-DEFINED 02 SOLE
MADECO SA-SPONSORED ADR 556304103 350 31,500 SH SOLE SOLE
MAGNA INTERNATIONAL INC. CL. A S.V. 559222401 55,264 1,296,949 SH SOLE SOLE
MANPOWER INC. 56418H100 42,287 1,123,900 SH SOLE SOLE
MARINE DRILLING CO INC. 568240204 428 19,100 SH SHARED-DEFINED 02 SOLE
MARINE DRILLING COS. INC 568240204 671 29,900 SH SOLE SOLE
MARTEK BIOSCIENCES CORPORATION 572901106 510 42,500 SH SOLE SOLE
MATAV ADR REP 5 'B' HUF100 559776109 1,834 50,950 SH SOLE SOLE
MATSUSHITA ELEC IND-SPONS. ADR 576879209 1,339 4,800 SH SOLE SOLE
MAXIM INTEGRATED PRODS INC. COM 57772K101 3,048 64,600 SH SHARED-DEFINED 02 SOLE
MAXIM INTEGRATED PRODUCTS 57772K101 3,228 68,400 SH SOLE SOLE
MAXIMUS INC 577933104 2,769 81,600 SH SOLE SOLE
MAXIMUS INC 577933104 1,768 52,100 SH SHARED-DEFINED 02 SOLE
MAY DEPARTMENT STORES CO. 577778103 363 11,250 SH SOLE SOLE
MAY DEPARTMENT STORES COMPANY 577778103 1,129 35,000 SH SHARED-DEFINED 02 SOLE
MAYTAG CORPORATION 578592107 432 9,000 SH SHARED-DEFINED 02 SOLE
MBNA CORP 55262L100 67 2,450 SH SOLE SOLE
MCAFEE.COM CORPORATION 579062100 1,233 27,400 SH SHARED-DEFINED 02 SOLE
MCAFEE.COM CORPORATION 579062100 1,017 22,600 SH SOLE SOLE
MCGRAW-HILL COMPANIES INC. 580645109 53,380 866,200 SH SOLE SOLE
MCI WORLDCOM INC. 55268B106 16,265 306,525 SH SOLE SOLE
MCI WORLDCOM INC. COM 55268B106 2,244 42,300 SH SHARED-DEFINED 02 SOLE
MCLEODUSA INC. CL. A 582266102 47,706 810,300 SH SOLE SOLE
MCLEODUSA INCORPORATED 582266102 6,111 103,800 SH SHARED-DEFINED 02 SOLE
MEDIAONE GROUP INC. 58440J104 19,702 256,500 SH SOLE SOLE
MEDIAONE GROUP,INC. 58440J104 2,677 34,850 SH SHARED-DEFINED 02 SOLE
MEDICALOGIC INC 584642102 500 23,800 SH SOLE SOLE
MEDICALOGIC INC. 584642102 340 16,200 SH SHARED-DEFINED 02 SOLE
MEDICIS PHARMACEUTICAL A SHS 584690309 3,507 82,400 SH SOLE SOLE
MEDICS PHARMACEUTICAL CORPORATION 584690309 4,511 106,000 SH SHARED-DEFINED 02 SOLE
MEDIMMUNE INC. 584699102 2,436 14,685 SH SOLE SOLE
MEDIMMUNE, INC. 584699102 1,418 8,550 SH SHARED-DEFINED 02 SOLE
MEDQUIST INC. 584949101 2,496 96,700 SH SOLE SOLE
MEDQUIST INC. COM 584949101 3,033 117,500 SH SHARED-DEFINED 02 SOLE
MEDTRONIC INC 585055106 9,313 255,600 SH SOLE SOLE
MELLON FINANCIAL CORP 58551A108 23,193 680,900 SH SOLE SOLE
MELLON FINANCIAL CORPORATION 58551A108 2,691 79,000 SH SHARED-DEFINED 02 SOLE
MERCANTILE BANKSHARES CORPORATION 587405101 1,197 37,500 SH SHARED-DEFINED 02 SOLE
MERCK & CO INC. COM 589331107 4,258 63,500 SH SHARED-DEFINED 02 SOLE
MERCK & CO. INC. 589331107 37,441 558,300 SH SOLE SOLE
MERCURY INTERACTIVE CORP. 589405109 1,727 16,000 SH SOLE SOLE
MERCURY INTERACTIVE CORP. COM 589405109 1,500 13,900 SH SHARED-DEFINED 02 SOLE
MERIDIAN GOLD INC. 589975101 5,581 822,000 SH SOLE SOLE
MERRILL LYNCH & CO 590188108 610 7,300 SH SOLE SOLE
MERRILL LYNCH & CO INC. 590188108 2,008 24,050 SH SHARED-DEFINED 02 SOLE
META GROUP INC 591002100 1,663 87,500 SH SOLE SOLE
META GROUP INC. COM 591002100 950 50,000 SH SHARED-DEFINED 02 SOLE
METASOLV SOFTWARE INC. 591393103 294 3,600 SH SOLE SOLE
METASOLV SOFTWARE, INC. 591393103 114 1,400 SH SHARED-DEFINED 02 SOLE
METHANEX CORPORATION 59151K108 342 125,000 SH SOLE SOLE
METROMEDIA FIBER NETWORK INC. 591689104 77,592 1,618,600 SH SOLE SOLE
METROMEDIA FIBER NETWORK, INC. 591689104 3,940 82,200 SH SHARED-DEFINED 02 SOLE
MICREL INC 594793101 809 14,200 SH SOLE SOLE
MICREL INC. 594793101 387 6,800 SH SHARED-DEFINED 02 SOLE
MICROMUSE INC 595094103 7,327 43,100 SH SOLE SOLE
MICROMUSE INC. 595094103 7,106 41,800 SH SHARED-DEFINED 02 SOLE
MICROSOFT CORP 594918104 18,845 161,412 SH SOLE SOLE
MICROSOFT CORPORATION COM 594918104 16,526 141,550 SH SHARED-DEFINED 02 SOLE
MIH LTD CLASS A G6116R101 649 11,000 SH SHARED-DEFINED 02 SOLE
MIH LTD. G6116R101 38,338 649,800 SH SOLE SOLE
MINIMED INC. 60365K108 2,432 33,200 SH SOLE SOLE
MINIMED INC. 60365K108 2,542 34,700 SH SHARED-DEFINED 02 SOLE
MINNESOTA MINING & MANUFACTURING CO. 604059105 812 8,300 SH SOLE SOLE
MISSION CRITICAL SOFTWARE INC. 605047109 1,099 15,700 SH SOLE SOLE
MISSION CRITICAL SOFTWARE, INC. 605047109 616 8,800 SH SHARED-DEFINED 02 SOLE
MITEL CORPORATION 606711109 10,349 746,800 SH SOLE SOLE
MOORE CORPORATION LIMITED 615785102 41,809 7,016,630 SH SOLE SOLE
MORGAN STANLEY DEAN WITTER & CO. 617446448 4,504 31,550 SH SHARED-DEFINED 02 SOLE
MORGAN STANLEY DEAN WITTER & CO. 617446448 41,540 291,000 SH SOLE SOLE
MOTOROLA INC. 620076109 53,849 365,700 SH SOLE SOLE
N2H2, INC. 67019F104 2,002 85,200 SH SOLE SOLE
N2H2, INC. 67019F104 1,133 48,200 SH SHARED-DEFINED 02 SOLE
NABORS INDUSTRIES INC. 629568106 1,380 44,610 SH SHARED-DEFINED 02 SOLE
NABORS INDUSTRIES INC. 629568106 1,187 38,362 SH SOLE SOLE
NACIONAL TELEFONOS DE VENEZUELA-ADR 204421101 246 10,000 SH SOLE SOLE
NASDAQ - 100 SHARES 631100104 320 1,750 SH SHARED-DEFINED 02 SOLE
NATIONAL BANK OF GREECE ADR 633643408 281 20,010 SH SOLE SOLE
NATIONAL INFORMATION CONSORTIUM INC 636491102 3,280 102,500 SH SOLE SOLE
NATIONAL INFORMATION CONSORTIUM INC. 636491102 2,634 82,300 SH SHARED-DEFINED 02 SOLE
NATIONAL STEEL CORP CL B 637844309 62 8,400 SH SOLE SOLE
NATIONAL WESTMINSTER BK PLC ADR 638539403 116 900 SH SHARED-DEFINED 02 SOLE
NATIONWIDE FINANCIAL SERVICES INC. 638612101 140 5,000 SH SOLE SOLE
NBC INTERNET INC. 62873D105 680 8,800 SH SHARED-DEFINED 02 SOLE
NBC INTERNET INC. CL. A 62873D105 1,027 13,300 SH SOLE SOLE
NDS GROUP 628891103 153 5,000 SH SHARED-DEFINED 02 SOLE
NET PERCEPTIONS INC 64107U101 1,268 30,200 SH SOLE SOLE
NET PERCEPTIONS, INC. 64107U101 836 19,900 SH SHARED-DEFINED 02 SOLE
NET2PHONE INC. 64108N106 698 15,200 SH SOLE SOLE
NET2PHONE, INC. 64108N106 340 7,400 SH SHARED-DEFINED 02 SOLE
NETOPIA INC. 64114K104 2,096 38,600 SH SOLE SOLE
NETOPIA,INC. 64114K104 2,004 36,900 SH SHARED-DEFINED 02 SOLE
NETSILICON INC. 64115X105 3,100 154,500 SH SOLE SOLE
NETSILICON, INC. 64115X105 1,515 75,500 SH SHARED-DEFINED 02 SOLE
NETWORK APPLIANCE INC 64120L104 9,619 115,800 SH SOLE SOLE
NETWORK APPLIANCE INC. COM 64120L104 7,725 93,000 SH SHARED-DEFINED 02 SOLE
NETWORK SOLUTIONS INC 64121Q102 69,946 321,500 SH SOLE SOLE
NETWORK SOLUTIONS INC 64121Q102 4,873 22,400 SH SHARED-DEFINED 02 SOLE
NEWBRIDGE NETWORKS CORP 650901101 6,317 280,100 SH SOLE SOLE
NEWMONT MINING CORP. 651639106 6,353 259,300 SH SOLE SOLE
NEWS CORP LTD. ADR 652487703 38,250 1,000,000 SH SHARED-DEFINED 02 SOLE
NEXT LEVEL COMMUNICATION INC. 65333U104 3,047 40,700 SH SOLE SOLE
NEXT LEVEL COMMUNICATIONS, INC. 65333U104 1,752 23,400 SH SHARED-DEFINED 02 SOLE
NEXTEL COMMUNICATIONS INC.- A 65332V103 2,238 21,700 SH SOLE SOLE
NEXTEL COMMUNICATIONS INC-A 65332V103 3,021 29,300 SH SHARED-DEFINED 02 SOLE
NEXTLINK COMMUNICATIONS CL. A 65333H707 2,857 34,400 SH SOLE SOLE
NEXTLINK COMMUNICATIONS, INC. 65333H707 2,110 25,400 SH SHARED-DEFINED 02 SOLE
NFRONT INC 65334N109 2,396 119,800 SH SOLE SOLE
NFRONT, INC. 65334N109 1,108 55,400 SH SHARED-DEFINED 02 SOLE
NIPPON TELEGRAPH & TEL CORP. SP ADR 654624105 172 2,000 SH SOLE SOLE
NOBLE DRILLING CORP. COM 655042109 2,243 68,500 SH SHARED-DEFINED 02 SOLE
NOBLE DRILLING CORPORATION 655042109 2,004 61,200 SH SOLE SOLE
NOKIA CORP. SPON 654902204 1,444 7,600 SH SHARED-DEFINED 02 SOLE
NORSK HYDRO A S SPON 656531605 1,154 27,000 SH SHARED-DEFINED 02 SOLE
NORTEL NETWORKS CORPORATION 656569100 430,523 4,262,600 SH SOLE SOLE
NORTEL NETWORKS CORPORATION 656569100 3,727 36,900 SH SHARED-DEFINED 02 SOLE
NORTHGATE EXPLORATION LIMITED 666416102 1,536 2,286,137 SH SOLE SOLE
NOVA CHEMICALS CORPORATION 66977W109 39,752 2,030,911 SH SOLE SOLE
NOVA CORP 669784100 3,949 125,128 SH SOLE SOLE
NOVA CORPORATION 669784100 3,163 100,207 SH SHARED-DEFINED 02 SOLE
NOVELLUS SYSTEMS INC 670008101 1,728 14,100 SH SOLE SOLE
NOVELLUS SYSTEMS INC 670008101 6,127 50,000 SH SHARED-DEFINED 02 SOLE
NPS PHARMACEUTICALS INC. 62936P103 833 67,998 SH SOLE SOLE
NTL INC. 629407107 3,992 32,000 SH SOLE SOLE
NUMAC ENERGY INC. 67052A103 7,668 2,213,300 SH SOLE SOLE
OCELOT INTERNATIONAL LTD. CL. B SVS G67010200 1,913 1,082,480 SH SOLE SOLE
OFFICE DEPOT INC 676220106 279 25,500 SH SOLE SOLE
OLD KENT FINANCIAL CORP. 679833103 1,207 34,125 SH SHARED-DEFINED 02 SOLE
OMNICOM GROUP INC. 681919106 211,600 2,116,000 SH SOLE SOLE
OPENTV CORP. G67543101 1,043 13,000 SH SHARED-DEFINED 02 SOLE
ORACLE CORP. 68389X105 2,017 18,000 SH SOLE SOLE
ORACLE CORP. COM 68389X105 717 6,400 SH SHARED-DEFINED 02 SOLE
OREGON STEEL MILLS 686079104 32 4,000 SH SOLE SOLE
P.F. CHANG'S CHINA BISTRO, INC. 69333Y108 535 21,500 SH SHARED-DEFINED 02 SOLE
P.F.CHANG'S CHINA BISTRO INC. 69333Y108 935 37,600 SH SOLE SOLE
PACKETEER INC. 695210104 1,704 24,000 SH SOLE SOLE
PACKETEER, INC. 695210104 1,115 15,700 SH SHARED-DEFINED 02 SOLE
PAC-WEST TELECOM, INC 69371Y101 4,579 172,800 SH SHARED-DEFINED 02 SOLE
PAC-WEST TELECOMM INC. 69371Y101 5,970 225,300 SH SOLE SOLE
PAINE WEBBER GROUP INC. 695629105 19 500 SH SOLE SOLE
PAINE WEBBER GROUP INC. 695629105 1,552 40,000 SH SHARED-DEFINED 02 SOLE
PAIRGAIN TECHNOLOGIES INC 695934109 1,363 96,100 SH SOLE SOLE
PAIRGAIN TECHNOLOGIES INC. COM 695934109 732 51,600 SH SHARED-DEFINED 02 SOLE
PANAMERICAN BEVERAGES INC. CL.A P74823108 1,404 68,300 SH SOLE SOLE
PANAMERICAN BEVERAGES INC. CLASS A P74823108 1,774 86,300 SH SHARED-DEFINED 02 SOLE
PAO DE ACUCAR ADR 20440T201 32 1,000 SH SHARED-DEFINED 02 SOLE
PARKER DRILLING CO. 701081101 6 2,000 SH SOLE SOLE
PATTERSON ENERGY INC. 703414102 736 56,600 SH SOLE SOLE
PATTERSON ENERGY, INC 703414102 495 38,100 SH SHARED-DEFINED 02 SOLE
PAYCHEX INC 704326107 1,350 33,750 SH SHARED-DEFINED 02 SOLE
PC-TEL INC. 69325Q105 3,670 69,900 SH SOLE SOLE
PC-TEL, INC. 69325Q105 2,798 53,300 SH SHARED-DEFINED 02 SOLE
PEGASUS COMMUNICATIONS CORP.CL.A 705904100 221 2,256 SH SOLE SOLE
PEGASUS SYSTEMS 705906105 2,985 49,500 SH SHARED-DEFINED 02 SOLE
PEGASUS SYSTEMS INC. 705906105 5,030 83,400 SH SOLE SOLE
PEPSICO INC. 713448108 5,182 147,000 SH SOLE SOLE
PEPSICO INC. COM 713448108 2,150 61,000 SH SHARED-DEFINED 02 SOLE
PEREGINE SYSTEMS INC 71366Q101 3,635 44,000 SH SHARED-DEFINED 02 SOLE
PEREGRINE SYSTEMS INC 71366Q101 4,117 48,900 SH SOLE SOLE
PETRO-CANADA 71644E102 11,777 831,200 SH SOLE SOLE
PETROMET RESOURCES LIMITED 716731104 4,562 1,549,300 SH SOLE SOLE
PFIZER INC. 717081103 180 5,550 SH SOLE SOLE
PFIZER INC. 717081103 749 23,100 SH SHARED-DEFINED 02 SOLE
PHARMACYCLICS INC 716933106 1,159 28,100 SH SOLE SOLE
PHARMACYCLICS INC 716933106 842 20,400 SH SHARED-DEFINED 02 SOLE
PHELPS DODGE CORPORATION 717265102 47 700 SH SOLE SOLE
PHILIP MORRIS INC. 718154107 461 19,900 SH SOLE SOLE
PHILIPPINE LDT ADR 718252604 595 23,000 SH SOLE SOLE
PHOTRONICS INC. 719405102 1,572 54,900 SH SOLE SOLE
PHOTRONICS INC. 719405102 1,342 46,900 SH SHARED-DEFINED 02 SOLE
PILOT NETWORK SERVICES INC 721596104 1,111 46,300 SH SOLE SOLE
PILOT NETWORK SERVICES, INC. 721596104 1,524 63,500 SH SHARED-DEFINED 02 SOLE
PINNACLE SYSTEMS INC. 723481107 12,686 311,800 SH SOLE SOLE
PITNEY BOWES INC. 724479100 2,923 60,500 SH SOLE SOLE
PLACER DOME INC. 725906101 13,853 1,298,300 SH SOLE SOLE
PMC SIERRA INC 69344F106 2,405 15,000 SH SHARED-DEFINED 02 SOLE
PMC-SIERRA INC. 69344F106 2,838 17,700 SH SOLE SOLE
POHANG IRON & STEEL LTD - ADR 730450103 1,481 42,300 SH SOLE SOLE
PORTAL SOFTWARE INC. 736126103 926 9,000 SH SOLE SOLE
PORTAL SOFTWARE INC. 736126103 617 6,000 SH SHARED-DEFINED 02 SOLE
PORTUGAL TELECOM S A SPON 737273102 2,754 253,385 SH SHARED-DEFINED 02 SOLE
PORTUGAL TELECOM S.A.-ADR 737273102 1,523 140,000 SH SOLE SOLE
POTASH CORPORATION OF SASKATCHEWAN 73755L107 153,787 3,216,800 SH SOLE SOLE
PPG INDUSTRIES, INC. 693506107 626 10,000 SH SOLE SOLE
PPG INDUSTRIES, INC. 693506107 3,413 54,550 SH SHARED-DEFINED 02 SOLE
PRAXAIR INC. 74005P104 619 12,300 SH SOLE SOLE
PRAXAIR INC. COM 74005P104 4,832 96,050 SH SHARED-DEFINED 02 SOLE
PRECISION DRILLING CORP. 74022D100 107,173 4,180,600 SH SOLE SOLE
PREMDOR INC. 74046P105 4,250 471,800 SH SOLE SOLE
PREMIER PARKS INC. 740540208 38,967 1,349,500 SH SOLE SOLE
PREMIER PKS INC. COM 740540208 3,112 107,800 SH SHARED-DEFINED 02 SOLE
PRI AUTOMATION INC. 69357H106 2,517 37,500 SH SOLE SOLE
PRI AUTOMATION INC. COM 69357H106 1,329 19,800 SH SHARED-DEFINED 02 SOLE
PROBUSINESS SERVICES INC. 742674104 1,656 46,000 SH SOLE SOLE
PROBUSINESS SERVICES, INC. 742674104 1,735 48,200 SH SHARED-DEFINED 02 SOLE
PROCTER & GAMBLE CO 742718109 964 8,800 SH SOLE SOLE
PROFIT RECOVERY GROUP INTL. 743168106 2,784 104,800 SH SOLE SOLE
PROFIT RECOVERY GROUP INTL. INC, COM 743168106 2,543 95,750 SH SHARED-DEFINED 02 SOLE
PROGRESSIVE CORP. 743315103 124,159 1,697,900 SH SOLE SOLE
PROJECT SOFTWARE & DEV. INC. COM 74339P101 1,554 28,000 SH SHARED-DEFINED 02 SOLE
PROJECT SOFTWARE & DEVELOPMENT 74339P101 2,986 53,800 SH SOLE SOLE
PROVIDIAN FINANCIAL CORP. 74406A102 1,821 20,000 SH SHARED-DEFINED 02 SOLE
PSINET INC. 74437C101 2,237 36,229 SH SOLE SOLE
PSINET INC. 74437C101 3,180 51,504 SH SHARED-DEFINED 02 SOLE
QLOGIC CORPORATION 747277101 975 6,100 SH SOLE SOLE
QLOGIC CORPORATION 747277101 480 3,000 SH SHARED-DEFINED 02 SOLE
QRS CORP. 74726X105 6,003 57,550 SH SOLE SOLE
QRS CORPORATION 74726X105 6,300 60,400 SH SHARED-DEFINED 02 SOLE
QUALCOMM INC 747525103 1,904 10,800 SH SOLE SOLE
QUALCOMM INC. COM 747525103 705 4,000 SH SHARED-DEFINED 02 SOLE
QUEBECOR PRINTING INC. 747922102 1,341 60,000 SH SOLE SOLE
QUILMES INDL QUINSA SOCIETE SPN 74838Y108 284 23,830 SH SHARED-DEFINED 02 SOLE
QUILMES INDUSTRIAL QUINSA-ADR 74838Y108 549 46,000 SH SOLE SOLE
QUIMICA Y MINERA CHILE SA-SPON.ADR. 833635105 164 5,200 SH SOLE SOLE
QUINTUS CORP. 748798105 1,032 22,500 SH SOLE SOLE
QUINTUS CORPORATION 748798105 385 8,400 SH SHARED-DEFINED 02 SOLE
R & B FALCON CORP. 74912E101 663 50,000 SH SOLE SOLE
RADIO UNICA COMMUNICATIONS 75040Q106 785 27,200 SH SOLE SOLE
RADIO UNICA CORP. 75040Q106 523 18,100 SH SHARED-DEFINED 02 SOLE
RADWARE LTD. M81873107 647 15,000 SH SOLE SOLE
RADWARE LTD. M81873107 1,048 24,300 SH SHARED-DEFINED 02 SOLE
RALSTON-RALSTON PURINA GROUP 751277302 10,155 364,300 SH SOLE SOLE
RANDGOLD & EXPLORATION - ADR 753009307 320 82,000 SH SOLE SOLE
RANGER OIL LIMITED 752805101 5,778 1,853,176 SH SOLE SOLE
RAZORFISH INC 755236106 1,956 20,563 SH SHARED-DEFINED 02 SOLE
RAZORFISH INC. 755236106 2,614 27,475 SH SOLE SOLE
REALNETWORKS INC 75605L104 1,408 11,700 SH SOLE SOLE
REALNETWORKS, INC. 75605L104 517 4,300 SH SHARED-DEFINED 02 SOLE
REDBACK NETWORKS INC. 757209101 746 4,200 SH SOLE SOLE
REDBACK NETWORKS INC. 757209101 284 1,600 SH SHARED-DEFINED 02 SOLE
RENAL CARE GROUP INC. 759930100 3,034 129,800 SH SOLE SOLE
RENAL CARE GROUP, INC 759930100 3,475 148,700 SH SHARED-DEFINED 02 SOLE
REPSOL SA - ADR 76026T205 1,325 57,000 SH SHARED-DEFINED 02 SOLE
REPSOL SA-SPONSORED ADR 76026T205 88 3,800 SH SOLE SOLE
REVENUE PROPERTIES COMPANY LTD. 761389402 8,296 5,987,000 SH SOLE SOLE
RF MICRO DEVICES 749941100 1,697 24,800 SH SHARED-DEFINED 02 SOLE
RF MICRO DEVICES INC. 749941100 2,368 34,600 SH SOLE SOLE
RHYTHMS NETCONNECTIONS INC. 762430205 2,536 81,800 SH SOLE SOLE
RHYTHMS NETCONNECTIONS INC. 762430205 2,055 66,300 SH SHARED-DEFINED 02 SOLE
RIO ALGOM LIMITED 766889109 9,642 647,300 SH SOLE SOLE
RIO TINTO PLC SPON 767204100 37 389 SH SHARED-DEFINED 02 SOLE
ROGERS CANTEL MOBILE COM CL.B RVS 775102205 15,803 433,200 SH SOLE SOLE
ROGERS COMMUNICATIONS INC. CL.B 775109200 27,016 1,104,600 SH SOLE SOLE
ROLLINS TRUCK LEASING 775741101 23,477 1,966,650 SH SOLE SOLE
ROWAN COMPANIES INC. 779382100 711 32,800 SH SOLE SOLE
ROWAN COMPANIES, INC. 779382100 492 22,700 SH SHARED-DEFINED 02 SOLE
ROWECOM INC. 77957X108 1,711 37,700 SH SOLE SOLE
ROWECOM INC. 77957X108 1,901 41,900 SH SHARED-DEFINED 02 SOLE
ROYAL BANK OF CANADA 780087102 343,401 7,805,167 SH SOLE SOLE
ROYAL DUTCH PETE CO 780257804 40,567 671,300 SH SHARED-DEFINED 02 SOLE
ROYAL DUTCH PETE NY REGISTRY SHS 780257804 44,128 730,150 SH SOLE SOLE
RPM INC 749685103 5,983 587,300 SH SOLE SOLE
RUSSEL METALS INC. 781903604 10,827 4,069,400 SH SOLE SOLE
RYERSON TULL INC. 78375P107 29 1,500 SH SOLE SOLE
S1 CORP. 78463B101 1,352 17,300 SH SOLE SOLE
S1 CORPORATION 78463B101 500 6,400 SH SHARED-DEFINED 02 SOLE
SALESLOGIX CORP 79466P105 2,320 56,500 SH SOLE SOLE
SALESLOGIX CORPORATION 79466P105 1,577 38,400 SH SHARED-DEFINED 02 SOLE
SANDISK CORP. 80004C101 1,781 18,500 SH SOLE SOLE
SANDISK CORPORATION 80004C101 703 7,300 SH SHARED-DEFINED 02 SOLE
SANMINA CORP. 800907107 3,725 37,300 SH SOLE SOLE
SANMINA CORP. 800907107 3,236 32,400 SH SHARED-DEFINED 02 SOLE
SANTA ISABEL S.A. - ADR 802233106 244 25,000 SH SOLE SOLE
SAPIENT CORP. COM 803062108 1,325 9,400 SH SHARED-DEFINED 02 SOLE
SAPIENT CORPORATION 803062108 2,762 19,600 SH SOLE SOLE
SARA LEE CORP 803111103 368 16,700 SH SOLE SOLE
SARAH LEE CORPORATION 803111103 827 37,500 SH SHARED-DEFINED 02 SOLE
SATYAM INFOWAY LTD. ADR 804099109 496 3,200 SH SOLE SOLE
SBC COMMUNICATIONS INC 78387G103 507 10,400 SH SOLE SOLE
SBC COMMUNICATIONS INC. 78387G103 3,985 81,750 SH SHARED-DEFINED 02 SOLE
SBS BROADCASTING SA L8137F102 10 200 SH SHARED-DEFINED 02 SOLE
SCHERING PLOUGH CORP. COM 806605101 4,258 100,950 SH SHARED-DEFINED 02 SOLE
SCHERING-PLOUGH CORP 806605101 705 16,700 SH SOLE SOLE
SCHLUMBERGER LIMITED 806857108 18,191 323,400 SH SOLE SOLE
SCIENTIFIC-ATLANTA INC. 808655104 434 7,800 SH SOLE SOLE
SCIENTIFIC-ATLANTA, INC. 808655104 150 2,700 SH SHARED-DEFINED 02 SOLE
SCIQUEST.COM INC. 80908Q107 1,622 20,400 SH SOLE SOLE
SCIQUEST.COM, INC 80908Q107 604 7,600 SH SHARED-DEFINED 02 SOLE
SDL INC. 784076101 4,687 21,500 SH SOLE SOLE
SDL INC. COM 784076101 1,199 5,500 SH SHARED-DEFINED 02 SOLE
SEAGATE TECHNOLOGY INC. 811804103 34,922 750,000 SH SOLE SOLE
SEAGRAM CO. LTD. (THE) 811850106 4,720 105,300 SH SOLE SOLE
SEPRACOR INC. 817315104 2,053 20,700 SH SOLE SOLE
SEPRACOR INC. COM 817315104 1,954 19,700 SH SHARED-DEFINED 02 SOLE
SHIRE PHARMACEUTICALS ADR 82481R106 2,292 78,700 SH SHARED-DEFINED 02 SOLE
SHIRE PHARMACEUTICALS GR- ADR 82481R106 2,569 88,200 SH SOLE SOLE
SHOPNOW.COM INC. 82508R105 1,204 63,600 SH SOLE SOLE
SHOPNOW.COM INC. 82508R105 814 43,000 SH SHARED-DEFINED 02 SOLE
SIEBEL SYS INC. COM 826170102 1,831 21,800 SH SHARED-DEFINED 02 SOLE
SIEBEL SYSTEMS INC. 826170102 1,428 17,000 SH SOLE SOLE
SIGMA-ALDRICH CORP. 826552101 36,851 1,225,800 SH SOLE SOLE
SIMON PROPERTY GROUP INC. REIT 828806109 149 6,500 SH SOLE SOLE
SK TELECOM CO LTD - ADR 7844OP108 1,474 38,408 SH SOLE SOLE
SKYEPHARMA PLC-SPONS ADR 830808101 118 16,000 SH SHARED-DEFINED 02 SOLE
SMED INTERNATIONAL INC. 83169D104 7,041 495,700 SH SOLE SOLE
SMITHKLINE BEECHAM PLC ADR 832378301 32,215 500,000 SH SHARED-DEFINED 02 SOLE
SOCIEDAD QUIMICA MINEDE CHI SPON 833635105 35 1,100 SH SHARED-DEFINED 02 SOLE
SOLECTRON CORPORATION 834182107 637 6,700 SH SOLE SOLE
SOLECTRON CORPORATION 834182107 219 2,300 SH SHARED-DEFINED 02 SOLE
SONICWALL INC. 835470105 1,691 42,000 SH SOLE SOLE
SONICWALL, INC 835470105 926 23,000 SH SHARED-DEFINED 02 SOLE
SOUTHERN PERU COPPER CORP 843611104 215 13,900 SH SOLE SOLE
SOUTHERN PERU COPPER CORP COM 843611104 29 1,900 SH SHARED-DEFINED 02 SOLE
SPANISH BROADCASTING SYSTEM INC. 846425882 1,260 31,300 SH SHARED-DEFINED 02 SOLE
SPANISH BROADCASTING SYSTEMS CL.A 846425882 1,888 46,900 SH SOLE SOLE
SPEEDWAY MOTORSPORTS INC 847788106 1,360 48,900 SH SOLE SOLE
SPEEDWAY MOTORSPORTS, INC. 847788106 1,471 52,900 SH SHARED-DEFINED 02 SOLE
SPIEKER PROPERTIES INC 848497103 146 4,000 SH SOLE SOLE
SPLITROCK SERVICES INC. 848636304 882 44,400 SH SOLE SOLE
SPLITROCK SERVICES, INC. 848636304 310 15,600 SH SHARED-DEFINED 02 SOLE
STAMPS.COM INC. 852857101 2,364 56,800 SH SOLE SOLE
STAMPS.COM INC. 852857101 1,902 45,700 SH SHARED-DEFINED 02 SOLE
STATE STREET CORP 857477103 2,327 31,850 SH SHARED-DEFINED 02 SOLE
STATE STREET CORPORATION 857477103 530 7,250 SH SOLE SOLE
STERLING SOFTWARE INC. 859547101 37,710 1,197,155 SH SOLE SOLE
STILLWATER MINING COMPANY 86074Q102 3,194 100,200 SH SOLE SOLE
STMICROELECTRONICS NV - NY REG SHS 861012102 12,569 83,000 SH SOLE SOLE
SUN MICROSYSTEMS INC. 866810104 5,002 64,600 SH SOLE SOLE
SUN MICROSYSTEMS INC. 866810104 14,952 193,100 SH SHARED-DEFINED 02 SOLE
SUNCOR ENERGY INC. 867229106 283,755 6,780,500 SH SOLE SOLE
SUNSHINE MINING & REFINING CO 867833501 8 6,125 SH SOLE SOLE
SYCAMORE NETWORKS INC. 871206108 1,109 3,600 SH SOLE SOLE
SYCAMORE NETWORKS, INC. 871206108 431 1,400 SH SHARED-DEFINED 02 SOLE
SYKES ENTERPRISES INC 871237103 5,419 123,500 SH SOLE SOLE
SYKES ENTERPRISES INC. COM 871237103 4,764 108,600 SH SHARED-DEFINED 02 SOLE
SYMANTEC CORP. 871503108 1,604 27,360 SH SOLE SOLE
SYMANTEC CORP. COM 871503108 2,321 39,600 SH SHARED-DEFINED 02 SOLE
TAIWAN SEMICONDUCTOR SP ADR 874039100 470 10,455 SH SHARED-DEFINED 02 SOLE
TAIWAN SEMICONDUCTOR-SP ADR 874039100 6,525 145,000 SH SOLE SOLE
TALISMAN ENERGY INC. 87425E103 36,172 1,414,802 SH SOLE SOLE
TELE CENTRO OESTE CELULUAR PART 87923P105 16 2,500 SH SHARED-DEFINED 02 SOLE
TELE CENTRO SUL PARTICIPACOES S.A. 879239101 47 520 SH SHARED-DEFINED 02 SOLE
TELE NORTE LESTE PARTICIPACOES. S.A. 879246106 347 13,600 SH SHARED-DEFINED 02 SOLE
TELE SUDESTE CELULAR PARTICIPACOES 879252104 20 520 SH SHARED-DEFINED 02 SOLE
TELECENTRO SUL PARTICIPA ADR 879239101 1,073 11,820 SH SOLE SOLE
TELECOM ARGENTINA 879273209 719 20,980 SH SHARED-DEFINED 02 SOLE
TELECOM ARGENTINA SPONSORED ADR 879273209 404 11,800 SH SOLE SOLE
TELECOM. BRASILEIRAS S.A. BLOCK 879287308 3,990 31,050 SH SHARED-DEFINED 02 SOLE
TELECOMMS BRASILEIRAS TELEBRAS SPON ADR 879287308 4,600 35,800 SH SOLE SOLE
TELECOMUNICACOES DE SAO PAULO 87929A102 3,656 149,600 SH SOLE SOLE
TELECOMUNICACOES DE SAO PAULO 87952K100 220 9,000 SH SHARED-DEFINED 02 SOLE
TELECORP PCS INC. 879299105 53 1,400 SH SOLE SOLE
TELECORP PCS, INC 879299105 23 600 SH SHARED-DEFINED 02 SOLE
TELEFONICA DE ARGENTINA ADR 879378206 1,275 41,300 SH SOLE SOLE
TELEFONICA DE ARGENTINA S A SPNS 879378206 852 27,590 SH SHARED-DEFINED 02 SOLE
TELEFONICA DE ESPANA S.A. ADS 879382208 116 1,474 SH SOLE SOLE
TELEFONICA S.A. 879382208 3,901 49,499 SH SHARED-DEFINED 02 SOLE
TELEFONOS DE MEXICO S A SP A 879403780 338 3,000 SH SHARED-DEFINED 02 SOLE
TELEFONOS DE MEXICO SA CV SER L ADR 879403780 3,881 34,500 SH SOLE SOLE
TELEGLOBE INCORPORATED 87941V100 87,098 3,820,905 SH SOLE SOLE
TELEMIG CELULAR PARTICIP ADR 87944E105 50 1,080 SH SOLE SOLE
TELEMIG CELULAR PARTICIPCOES S.A. 87944E105 6 130 SH SHARED-DEFINED 02 SOLE
TELENORTE LESTE PARTICIP ADR 879246106 551 21,600 SH SOLE SOLE
TELESUDESTE CELULAR PART ADR 879252104 168 4,320 SH SOLE SOLE
TELLABS INC. 879664100 2,638 41,100 SH SOLE SOLE
TELLABS INC. COM 879664100 3,260 50,800 SH SHARED-DEFINED 02 SOLE
TENNANT COMPANY 880345103 20,829 636,000 SH SOLE SOLE
TERADYNE INC. 880770102 3,023 45,800 SH SOLE SOLE
TERADYNE, INC 880770102 2,805 42,500 SH SHARED-DEFINED 02 SOLE
TESCO CORPORATION 88157K101 1,701 266,800 SH SOLE SOLE
TEXACO INC. 881694103 456 8,400 SH SOLE SOLE
TEXACO INC. COM 881694103 3,112 57,300 SH SHARED-DEFINED 02 SOLE
TEXAS INSTRS INC. COM 882508104 3,265 33,700 SH SHARED-DEFINED 02 SOLE
TEXAS INSTRUMENTS INC. 882508104 40,600 419,100 SH SOLE SOLE
THE BANK OF NEW YORK COMPANY, INC. 064057102 2,668 66,700 SH SHARED-DEFINED 02 SOLE
THE CHEESECAKE FACTORY 163072101 438 12,500 SH SHARED-DEFINED 02 SOLE
THE GAP, INC 364760108 2,323 50,500 SH SHARED-DEFINED 02 SOLE
THE MONTANA POWER COMPANY 612085100 902 25,000 SH SHARED-DEFINED 02 SOLE
THE ROSE CORPORATION 776908105 583 580,000 SH SOLE SOLE
TIDEWATER INC. 886423102 4,565 126,800 SH SOLE SOLE
TIME WARNER INC 887315109 2,535 35,000 SH SOLE SOLE
TMP WORLDWIDE INC. 872941109 3,351 23,600 SH SOLE SOLE
TMP WORLDWIDE INC. 872941109 3,025 21,300 SH SHARED-DEFINED 02 SOLE
TOMMY HILFIGER CORP G8915Z102 438 18,800 SH SOLE SOLE
TOMMY HILFIGER CORPORATION G8915Z102 2,958 126,900 SH SHARED-DEFINED 02 SOLE
TORCHMARK CORPORATION 891027104 814 28,000 SH SHARED-DEFINED 02 SOLE
TORONTO-DOMINION BANK 891160509 66,750 2,486,200 SH SOLE SOLE
TOTAL FINA SA SPON 89151E109 1,747 25,233 SH SHARED-DEFINED 02 SOLE
TRANSCANADA PIPELINES LIMITED 893526103 4,141 478,109 SH SOLE SOLE
TRANSOCEAN SEDCO FOREX INC. G90078109 2,109 62,607 SH SOLE SOLE
TRANSPORTADOR GAS SUR-ADR 893870204 331 36,000 SH SOLE SOLE
TRIZEC HAHN CORPORATION 896938107 26,651 1,579,300 SH SOLE SOLE
TUBOS DE ACERO DE MEX-SP ADR 898592506 850 62,700 SH SOLE SOLE
TVX GOLD INC 87308K101 709 905,250 SH SOLE SOLE
TYCO INTERNATIONAL 902124106 2,129 54,760 SH SHARED-DEFINED 02 SOLE
TYCO INTERNATIONAL LTD 902124106 117 3,000 SH SOLE SOLE
UNIBANCO SPON GDR 90458E107 149 4,950 SH SHARED-DEFINED 02 SOLE
UNIBANCO-SPONSORED GDR 90458E107 18,427 611,700 SH SOLE SOLE
UNILEVER N V NEW 904784709 991 18,214 SH SHARED-DEFINED 02 SOLE
UNILEVER N.V. NY SHS 904784709 40 739 SH SOLE SOLE
UNION CARBIDE CORPORATION 905581104 627 9,400 SH SOLE SOLE
UNITED DOMINION INDUSTRIES LTD. 909914103 60,358 3,067,400 SH SOLE SOLE
UNITED TECHNOLOGIES CORP 913017109 2,269 34,900 SH SHARED-DEFINED 02 SOLE
UNITED TECHNOLOGIES CORP. 913017109 5,681 87,400 SH SOLE SOLE
UNOCAL CORPORATION 915289102 738 22,000 SH SHARED-DEFINED 02 SOLE
UNUMPROVIDENT CORP. 91529Y106 5,249 163,700 SH SOLE SOLE
USINTERNETWORKING INC. 917311805 1,530 21,900 SH SOLE SOLE
USINTERNETWORKING, INC. 917311805 566 8,100 SH SHARED-DEFINED 02 SOLE
UST INC 902911106 26,213 1,040,700 SH SOLE SOLE
USWEB CORP. 917327108 2,177 49,000 SH SOLE SOLE
USWEB CORPORATION 917327108 1,244 28,000 SH SHARED-DEFINED 02 SOLE
USX-US STEEL GROUP 90337T101 50 1,500 SH SOLE SOLE
VARCO INT'L INC. 922126107 8 800 SH SOLE SOLE
VENGOLD INC. 92267K100 505 2,083,500 SH SOLE SOLE
VERISIGN INC 92267K100 4,773 25,000 SH SOLE SOLE
VERISIGN INC 92343E102 2,539 13,300 SH SHARED-DEFINED 02 SOLE
VERITAS DGC INC. 92343P107 5,754 411,000 SH SOLE SOLE
VERITAS SOFTWARE CORP. 923436109 4,240 29,625 SH SHARED-DEFINED 02 SOLE
VERITAS SOFTWARE CORP. 923436109 5,377 37,572 SH SOLE SOLE
VERTEX PHARMACEUTICALS INC 92532F100 38,993 1,114,075 SH SOLE SOLE
VIATEL, INC. 925529208 1,459 27,200 SH SOLE SOLE
VIATEL, INC. 925529208 820 15,300 SH SHARED-DEFINED 02 SOLE
VINA CONCHA Y TORO SA-ADR 927191106 252 6,650 SH SOLE SOLE
VISIO CORP. 927914101 366 7,700 SH SHARED-DEFINED 02 SOLE
VISIO CORPORATION 927914101 1,031 21,700 SH SOLE SOLE
VISTA GOLD CORP. 927926105 10 100,000 SH SOLE SOLE
VISUAL NETWORKS INC 928444108 57,187 721,600 SH SOLE SOLE
VISUAL NETWORKS INC 928444108 5,975 75,400 SH SHARED-DEFINED 02 SOLE
VITESSE SEMICONDUCTOR CORP. 928497106 1,903 36,300 SH SHARED-DEFINED 02 SOLE
VITESSE SEMICONDUCTOR CORPORATION 928497106 1,217 23,200 SH SOLE SOLE
VODAFONE AIRTOUCH PLC ADR 92857T107 4,950 100,000 SH SOLE SOLE
VORNADO REALTY TRUST REIT 929042109 127 3,900 SH SOLE SOLE
WAL MART STORES INC. COM 931142103 3,981 57,600 SH SHARED-DEFINED 02 SOLE
WAL-MART STORES INC. 931142103 1,777 25,700 SH SOLE SOLE
WASHINGTON MUTUAL INC 939322103 28,641 1,101,575 SH SOLE SOLE
WEATHERFORD INTERNATIONAL 947074100 1,561 39,100 SH SHARED-DEFINED 02 SOLE
WEATHERFORD INTERNATIONAL INC. 947074100 1,486 37,200 SH SOLE SOLE
WEBTRENDS CORP. 94844D104 2,228 27,500 SH SOLE SOLE
WEBTRENDS CORPORTATION 94844D104 2,284 28,200 SH SHARED-DEFINED 02 SOLE
WELLS FARGO & CO. 949746101 461 11,400 SH SOLE SOLE
WELLS FARGO COMPANY 949746101 2,102 52,000 SH SHARED-DEFINED 02 SOLE
WENDY'S INTERNATIONAL INC. 950590109 3,609 175,000 SH SOLE SOLE
WESTCOAST ENERGY INC. 95751D102 3,383 210,900 SH SOLE SOLE
WESTERN STAR TRUCK HLDGS LTD 95960H100 1,243 75,200 SH SOLE SOLE
WHIRLPOOL CORPORATION 963320106 781 12,000 SH SHARED-DEFINED 02 SOLE
WHITTMAN-HART INC. 966834103 4,681 87,300 SH SOLE SOLE
WHITTMAN-HART INC. COM 966834103 4,488 83,700 SH SHARED-DEFINED 02 SOLE
WINSTAR COMMUNICATIONS INC. 975515107 4,972 66,400 SH SOLE SOLE
WINSTAR COMMUNICATIONS INC. COM 975515107 4,552 60,800 SH SHARED-DEFINED 02 SOLE
WRIGLEY JR COMPANY 982526105 3,583 43,200 SH SHARED-DEFINED 02 SOLE
WRIGLEY WM JR CO 982526105 4,835 58,300 SH SOLE SOLE
XEROX CORPORATION 984121103 2,496 110,000 SH SOLE SOLE
XILINX INC 983919101 1,073 23,600 SH SOLE SOLE
XILINX INC. 983919101 3,073 67,600 SH SHARED-DEFINED 02 SOLE
YAHOO! INC 984332106 1,327 3,067 SH SHARED-DEFINED 02 SOLE
YAHOO! INC. 984332106 3,594 8,306 SH SOLE SOLE
Total 8,857,453 278,324,849
</TABLE>
