UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F
FORM 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: March 31, 2000
Check here if Amendment [ ] Amendment Number:
This Amendment (Check only one): [ ] is a restatement.
[ ] adds new holdings entries.
Institutional Investment Manager Filing this Report:
Name: 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 May 15, 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: 927
Form 13F Information Table Value Total: $10,075,481
List of Other Included Managers:
No. 13F File Number Name
02 28-2609 Mackenzie Investment Management Inc
AS AT: MARCH 31, 2000
13F REPORT FOR MACKENZIE FINANCIAL CORPORATION AND
MACKENZIE INV. MANAGEMENT INC.
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<S> <C> <C> <C> <C> <C> <C> <C>
U.S. Mkt.Number SH/ Investment Other Voting
Name Cusip (x 1000) of Shares PRN Discretion Manager Authority
3COM CORP. 885535104 311 5,600SH SHARED-DEFINED 02 SOLE
3COM CORP. 885535104 1,624 29,200SH SOLE SOLE
4FRONT TECHNOLOGIES, INC. 351042106 519 25,000SH SHARED-DEFINED 02 SOLE
A. SCHULMAN INC. 808194104 8,859 668,600SH SOLE SOLE
A.F.P. PROVIDA S.A. - ADR 00709P108 169 7,900SH SOLE SOLE
A.G. EDWARDS INC. 281760108 35,308 882,700SH SOLE SOLE
ABBOTT LABORATORIES 002824100 7,878 223,900SH SOLE SOLE
ABER RESOURCES LTD. 002916104 5,076 922,200SH SOLE SOLE
ABITIBI-CONSOLIDATED INC. 003924107 14,525 1,513,372SH SOLE SOLE
ABM INDUSTRIES INC. 000957100 13,094 557,200SH SOLE SOLE
ABOUT.COM INC. 003736105 86,971 986,900SH SOLE SOLE
ABOUT.COM INC. 003736105 3,798 43,100SH SHARED-DEFINED 02 SOLE
ACCRUE SOFTWARE INC. 00437W102 2,816 61,500SH SHARED-DEFINED 02 SOLE
ACCRUE SOFTWARE INC. 00437W102 4,296 93,800SH SOLE SOLE
ACTUATE CORPORATION 00508B102 3,433 63,800SH SOLE SOLE
ACTUATE CORPORATION 00508B102 2,508 46,600SH SHARED-DEFINED 02 SOLE
ADAPTEC INC. 00651F108 10,243 265,200SH SOLE SOLE
ADOBE SYSTEMS INC. 00724F101 857 7,700SH SOLE SOLE
ADOBE SYSTEMS INC. 00724F101 6,467 58,100SH SHARED-DEFINED 02 SOLE
ADVANCED ENERGY INDUSTRIES INC. 007973100 14,601 286,300SH SOLE SOLE
ADVANCED FIBRE COMMUNICATIONS COM 00754A105 6,701 106,900SH SOLE SOLE
ADVANCED FIBRE COMMUNICATIONS COM 00754A105 4,225 67,400SH SHARED-DEFINED 02 SOLE
AETNA INC 008117103 111 2,000SH SOLE SOLE
AFFYMETRIX INC 00826T108 260 1,750SH SOLE SOLE
AFP PROVIDA 00709P108 526 24,600SH SHARED-DEFINED 02 SOLE
AGNICO-EAGLE MINES LTD. 008474108 11,767 2,111,500SH SOLE SOLE
AGRIUM INC 008916108 10,208 1,290,257SH SOLE SOLE
AIR CANADA CLASS A N.V. SHARES 008911307 1,611 167,218SH SOLE SOLE
AK STEEL HOLDING CORP 001547108 6,134 591,231SH SOLE SOLE
ALBERTA ENERGY COMPANY LTD. 012873105 28,782 956,240SH SOLE SOLE
ALBERTO-CULVER CO. CL. A 013068200 5,259 240,400SH SOLE SOLE
ALCAN ALUMINIUM LIMITED 013716105 125,101 3,745,325SH SOLE SOLE
ALCATEL SA ADR 013904305 276 6,300SH SHARED-DEFINED 02 SOLE
ALCOA INC. 013817101 969 13,800SH SOLE SOLE
ALGOMA STEEL INC. 01566M105 3,433 2,520,000SH SOLE SOLE
ALKERMES INC COM 01642T108 1,748 18,900SH SOLE SOLE
ALKERMES INC COM 01642T108 1,600 17,300SH SHARED-DEFINED 02 SOLE
ALLIANCE FOREST PRODUCTS INC. 01859J108 5,941 507,922SH SOLE SOLE
ALLOS THERAPEUTICS INC. 019777101 338 23,600SH SOLE SOLE
ALLOS THERAPEUTICS INC. 019777101 235 16,400SH SHARED-DEFINED 02 SOLE
ALLOY ONLINE INC. 019855105 2,178 130,500SH SOLE SOLE
ALLOY ONLINE INC. 019855105 2,362 141,600SH SHARED-DEFINED 02 SOLE
ALLSCRIPTS INC. 019886100 2,609 43,400SH SOLE SOLE
ALLSCRIPTS INC. 019886100 1,792 29,800SH SHARED-DEFINED 02 SOLE
ALLTEL CORP. 020039103 618 9,800SH SOLE SOLE
ALLTEL CORP. 020039103 5,057 80,200SH SHARED-DEFINED 02 SOLE
ALTERA CORP. COM 021441100 4,369 48,950SH SHARED-DEFINED 02 SOLE
ALTERA CORP. COM 021441100 830 9,300SH SOLE SOLE
AMAZON.COM INC. 023135106 1,997 29,800SH SOLE SOLE
AMAZON.COM INC. 023135106 1,005 15,000SH SHARED-DEFINED 02 SOLE
AMB PROPERTY CORP 00163T109 172 8,000SH SOLE SOLE
AMDOCS LTD. G02602103 10,048 136,359SH SOLE SOLE
AMERICA ONLINE INC. 02364J104 41,695 620,000SH SOLE SOLE
AMERICAN EXPRESS CO. 025816109 75,020 503,700SH SOLE SOLE
AMERICAN HOME PRODUCTS CORP. 026609107 1,263 23,550SH SOLE SOLE
AMERICAN INTERNATIONAL GROUP INC. 026874107 1,511 13,800SH SOLE SOLE
AMERICAN POWER CONVERSION CORP. 029066107 30,874 720,100SH SOLE SOLE
AMERICAN POWER CONVERSION CORP. 029066107 4,951 115,500SH SHARED-DEFINED 02 SOLE
AMFM INC. 001693100 2,734 44,000SH SOLE SOLE
AMGEN INC. 031162100 24,317 396,200SH SOLE SOLE
AMR CORP. 001765106 701 22,000SH SOLE SOLE
ANALOG DEVICES INC. COM 032654105 3,440 42,700SH SHARED-DEFINED 02 SOLE
ANALOG DEVICES INC. COM 032654105 48,523 602,300SH SOLE SOLE
ANESTA CORP. COM 034603100 474 35,800SH SHARED-DEFINED 02 SOLE
ANESTA CORP. COM 034603100 1,162 87,800SH SOLE SOLE
ANGLO AMERICAN PLC 03485P102 20,390 443,250SH SHARED-DEFINED 02 SOLE
ANGLOGOLD LIMITED SPONS ADR 035128206 5,117 213,228SH SOLE SOLE
ANTEC CORP. 03664P105 1,649 36,800SH SOLE SOLE
ANTEC CORP. 03664P105 614 13,700SH SHARED-DEFINED 02 SOLE
ANTENNA TV S.A. SPONS. ADR 03672N100 404 17,300SH SOLE SOLE
APARTMENT INVEST & MGMT CO. 03748R101 153 4,000SH SOLE SOLE
APOLLO GROUP INC CLASS A 037604105 34,845 1,236,190SH SOLE SOLE
APPLE COMPUTER INC. 037833100 7,137 52,550SH SHARED-DEFINED 02 SOLE
APPLE COMPUTER INC. 037833100 699 5,150SH SOLE SOLE
APPLIED MATERIALS INC. 038222105 106,974 1,135,001SH SOLE SOLE
APPLIED MATERIALS INC. 038222105 5,628 59,709SH SHARED-DEFINED 02 SOLE
APPLIED MICRO CIRCUITS 03822W109 3,721 24,800SH SHARED-DEFINED 02 SOLE
APPLIED MICRO CIRCUITS 03822W109 4,382 29,200SH SOLE SOLE
APPNET INC. 03831Q101 2,261 48,100SH SOLE SOLE
APPNET INC. 03831Q101 1,565 33,300SH SHARED-DEFINED 02 SOLE
ARCHER DANIELS MIDLAND CO. 039483102 5,443 524,596SH SOLE SOLE
ARIBA INC. 04033V104 776 3,700SH SHARED-DEFINED 02 SOLE
ARIBA INC. 04033V104 2,411 11,500SH SOLE SOLE
ART TECHNOLOGY GROUP INC. 04289L107 46,099 701,800SH SOLE SOLE
ART TECHNOLOGY GROUP INC. 04289L107 3,520 53,600SH SHARED-DEFINED 02 SOLE
ASA LIMITED 002050102 73 4,200SH SOLE SOLE
ASIA PULP & PAPER - ADR 04516V100 124 16,800SH SHARED-DEFINED 02 SOLE
ASIA PULP & PAPER - ADR 04516V100 148 20,000SH SOLE SOLE
ASIA PULP & PAPER - ADR WRTS 2000/07/27 04516V209 1 2,560SH SHARED-DEFINED 02 SOLE
ASIA PULP & PAPER - ADR WRTS 2000/07/27 04516V209 1 3,000SH SOLE SOLE
ASIA SATELLITE TELECOMMUNCNT SPON 04516X106 162 4,000SH SHARED-DEFINED 02 SOLE
ASM LITHOGRAPHY HOLDING NV N07059111 3,051 27,300SH SHARED-DEFINED 02 SOLE
ASM LITHOGRAPHY HOLDING NV N07059111 19,757 176,800SH SOLE SOLE
ASSOCIATES FIRST CAPITAL CORP CL A 046008108 45 2,100SH SOLE SOLE
ASTRAZENECA PLC SPONS ADR 046353108 842 20,800SH SOLE SOLE
AT & T CORP. 001957109 5,819 103,450SH SHARED-DEFINED 02 SOLE
AT & T CORP. 001957109 67,579 1,201,400SH SOLE SOLE
AT&T LIBERTY MEDIA GROUP CL. A 001957208 71 1,200SH SOLE SOLE
ATLANTIC RICHFIELD CO. 048825103 85 1,000SH SOLE SOLE
ATLANTIC RICHFIELD CO. 048825103 939 11,050SH SHARED-DEFINED 02 SOLE
AUTODESK INC 052769106 7,801 171,450SH SOLE SOLE
AVANEX CORP. 05348W109 2,762 18,200SH SOLE SOLE
AVANEX CORP. 05348W109 1,002 6,600SH SHARED-DEFINED 02 SOLE
AVID TECHNOLOGY 05367P100 41,081 2,298,260SH SOLE SOLE
AVX CORPORATION 002444107 43,706 576,500SH SOLE SOLE
AWARE INC. COM 05453N100 3,049 76,000SH SHARED-DEFINED 02 SOLE
AWARE INC. COM 05453N100 3,756 93,600SH SOLE SOLE
AZCO MINING INC. 054774104 241 200,000SH SOLE SOLE
BAE SYSTEMS CANADA 055231104 1,006 90,000SH SOLE SOLE
BAKER HUGHES INC. 057224107 6 200SH SOLE SOLE
BALDOR ELECTRIC CO. 057741100 28,728 1,590,466SH SOLE SOLE
BALLARD POWER SYSTEMS INC. 05858H104 18,901 247,500SH SOLE SOLE
BANCO GALICIA Y BUENO-SP ADR 059538207 324 16,000SH SOLE SOLE
BANCO SANTANDER-CHILE-SP-ADR 05965F108 14 1,000SH SHARED-DEFINED 02 SOLE
BANCO SANTANDER-CHILE-SP-ADR 05965F108 218 16,000SH SOLE SOLE
BANCO WIESE-SPONSORED ADR 059651109 57 45,200SH SHARED-DEFINED 02 SOLE
BANCO WIESE-SPONSORED ADR 059651109 149 118,800SH SOLE SOLE
BANCOLOMBIA S.A. SPONSORED ADR 05968L102 75 26,000SH SOLE SOLE
BANCOLOMBIA S.A. SPONSORED ADR 05968L102 83 28,800SH SHARED-DEFINED 02 SOLE
BANK OF AMERICA CORP. 060505104 1,505 28,710SH SOLE SOLE
BANK OF AMERICA CORP. 060505104 1,049 20,000SH SHARED-DEFINED 02 SOLE
BANK OF MONTREAL 063671101 251,557 7,169,420SH SOLE SOLE
BANK OF NEW YORK CO INC 064057102 5,195 125,000SH SOLE SOLE
BARCLAYS PLC ADR 06738E204 55 500SH SHARED-DEFINED 02 SOLE
BARRICK GOLD CORPORATION 067901108 9,740 629,200SH SOLE SOLE
BATTLE MOUNTAIN CANADA LTD. 071900104 11,178 5,660,900SH SOLE SOLE
BATTLE MOUNTAIN GOLD CO. CL A 071593107 233 120,000SH SOLE SOLE
BAUSCH & LOMB INC 071707103 12,097 231,800SH SOLE SOLE
BCE INC. 05534B109 395,084 3,172,700SH SOLE SOLE
BEA SYSTEMS INC. 073325102 2,363 32,200SH SOLE SOLE
BEA SYSTEMS INC. 073325102 470 6,400SH SHARED-DEFINED 02 SOLE
BEASLEY BROADCAST GROUP INC. CL. A 074014101 1,511 163,400SH SOLE SOLE
BEASLEY BROADCAST GROUP INC. CL. A 074014101 1,957 211,600SH SHARED-DEFINED 02 SOLE
BECTON DICKINSON & COMPANY 075887109 4,149 157,700SH SOLE SOLE
BELL ATLANTIC CORP 077853109 605 9,900SH SOLE SOLE
BELL ATLANTIC CORP 077853109 1,198 19,600SH SHARED-DEFINED 02 SOLE
BELLSOUTH CORP COM 079860102 620 13,200SH SOLE SOLE
BELLSOUTH CORP COM 079860102 4,333 92,200SH SHARED-DEFINED 02 SOLE
BERKSHIRE HATHAWAY INC - CL A 084670108 369,970 6,468SH SOLE SOLE
BERKSHIRE HATHAWAY INC - CL B 084670207 12,864 7,068SH SOLE SOLE
BEST BUY CO. 086516101 6,510 75,700SH SHARED-DEFINED 02 SOLE
BEST BUY CO. 086516101 697 8,100SH SOLE SOLE
BETHLEHEM STEEL CORPORATION 087509105 3,652 608,700SH SOLE SOLE
BIOCHEM PHARMA INC. 09058T108 10,218 470,000SH SOLE SOLE
BIRMINGHAM STEEL CORP 091250100 26 5,000SH SOLE SOLE
BJ SERVICES CO 055482103 3,856 52,200SH SOLE SOLE
BJ SERVICES CO 055482103 4,920 66,600SH SHARED-DEFINED 02 SOLE
BJ'S WHOLESALE CLUB INC. 05548J106 5,948 154,000SH SOLE SOLE
BOSTON SCIENTIFIC CORP 101137107 4,902 230,000SH SOLE SOLE
BP AMOCO PLC - SPON ADR 055622104 2,993 56,400SH SHARED-DEFINED 02 SOLE
BP AMOCO PLC - SPON ADR 055622104 77 1,450SH SOLE SOLE
BRASIL DISTR PAO ACU-ADR 20440T201 673 18,835SH SOLE SOLE
BRE PROPERTIES CL. A 05564E106 110 4,250SH SOLE SOLE
BRISTOL MYERS SQUIBB CO COM 110122108 3,508 60,750SH SHARED-DEFINED 02 SOLE
BRISTOL MYERS SQUIBB CO COM 110122108 4,943 85,600SH SOLE SOLE
BROADCOM CORP 111320107 2,574 10,600SH SOLE SOLE
BROADCOM CORPORATION 111320107 923 3,800SH SHARED-DEFINED 02 SOLE
BROADVISION INC. 111412102 1,939 43,200SH SOLE SOLE
BROADVISION INC. 111412102 606 13,500SH SHARED-DEFINED 02 SOLE
BROCADE COMMUNICATIONS SYSTEMS INC. 111621108 2,654 14,800SH SOLE SOLE
BROCADE COMMUNICATIONS SYSTEMS INC. 111621108 1,004 5,600SH SHARED-DEFINED 02 SOLE
BUENOS AIRES EMBOTELLADORA ADR CL B 119424208 146 2,439,119SH SOLE SOLE
CABLETRON SYSTEMS COM 126920107 824 28,100SH SHARED-DEFINED 02 SOLE
CABLETRON SYSTEMS COM 126920107 2,703 92,200SH SOLE SOLE
CACHEFLOW INC. 126946102 1,860 15,700SH SOLE SOLE
CACHEFLOW INC. 126946102 2,394 20,200SH SHARED-DEFINED 02 SOLE
CALGON CARBON CORP. 129603106 33 5,000SH SOLE SOLE
CAMBIOR INC. 13201L103 26 35,000SH SOLE SOLE
CAMCO INC. 132626102 241 90,000SH SOLE SOLE
CAMECO CORP. 13321L108 103 10,000SH SOLE SOLE
CAMPBELL RESOURCES INC. 134422104 267 1,139,375SH SOLE SOLE
CANADA SOUTHERN PETROLEUM LTD. RVS 135231108 2,838 375,000SH SOLE SOLE
CANADIAN IMPERIAL BANK OF COMMERCE 136069101 175,153 6,142,000SH SOLE SOLE
CANADIAN OCCIDENTAL PETROLEUM LTD. 136420106 1,951 85,300SH SOLE SOLE
CANADIAN PACIFIC LIMITED 135923100 76,877 3,448,830SH SOLE SOLE
CANTV CIA ANONIMA TELEF - ADR 204421101 325 11,200SH SHARED-DEFINED 02 SOLE
CARNIVAL CORP. 143658102 8,009 322,800SH SOLE SOLE
CATERPILLAR INC. 149123101 797 20,200SH SOLE SOLE
CBS CORPORATION 12490K107 1,302 23,000SH SOLE SOLE
C-COR.NET CORP. 125010108 2,181 44,500SH SOLE SOLE
C-COR.NET CORP. 125010108 1,499 30,600SH SHARED-DEFINED 02 SOLE
CELESTICA INC. 15101Q108 50,469 960,800SH SOLE SOLE
CEMEX SA SPONS ADR 151290889 541 23,900SH SOLE SOLE
CHARTERED SEMICONDUCTOR 16133R106 697 7,400SH SHARED-DEFINED 02 SOLE
CHASE MANHATTAN CORP NEW COM 16161A108 619 7,100SH SOLE SOLE
CHASE MANHATTAN CORP NEW COM 16161A108 3,609 41,400SH SHARED-DEFINED 02 SOLE
CHECK POINT SOFTWARE TECH. 162825103 1,711 10,000SH SOLE SOLE
CHECKFREE HOLDINGS CORP 162816102 2,312 32,800SH SOLE SOLE
CHECKFREE HOLDINGS CORP 162816102 719 10,200SH SHARED-DEFINED 02 SOLE
CHEVRON CORP. 166751107 1,451 15,700SH SOLE SOLE
CHEVRON CORP. 166751107 3,928 42,500SH SHARED-DEFINED 02 SOLE
CHILGENER SA ADR 168894103 111 8,244SH SOLE SOLE
CIA CERVEJARIA BRAHMA ADR 20440X103 111 6,800SH SHARED-DEFINED 02 SOLE
CIA TELECOM CHILE SP.ADR 204449300 1,842 80,975SH SOLE SOLE
CIENA CORP COM 171779101 3,355 26,600SH SOLE SOLE
CIENA CORP COM 171779101 706 5,600SH SHARED-DEFINED 02 SOLE
CINRAM INTERNATIONAL INC. 17252T105 2,952 568,300SH SOLE SOLE
CIRCUIT CITY STORES - CIRCUIT CITY GROUP 172737108 1,382 22,700SH SOLE SOLE
CISCO SYSTEMS INC. COM 17275R102 32,756 423,700SH SHARED-DEFINED 02 SOLE
CISCO SYSTEMS INC. COM 17275R102 41,470 536,400SH SOLE SOLE
CITIGROUP INC. 172967101 29,117 490,914SH SOLE SOLE
CITIGROUP INC. 172967101 4,104 69,200SH SHARED-DEFINED 02 SOLE
CITRIX SYSTEMS INC. COM 177376100 3,856 58,200SH SHARED-DEFINED 02 SOLE
CITRIX SYSTEMS INC. COM 177376100 71,060 1,072,600SH SOLE SOLE
CLARENT CORP. 180461105 82,053 909,800SH SOLE SOLE
CLARENT CORP. 180461105 4,807 53,300SH SHARED-DEFINED 02 SOLE
CMGI INC. 125750109 4,000 35,300SH SOLE SOLE
CMGI INC. 125750109 1,314 11,600SH SHARED-DEFINED 02 SOLE
CNET NETWORKS INC. 12613R104 2,073 40,900SH SOLE SOLE
CNET NETWORKS INC. 12613R104 684 13,500SH SHARED-DEFINED 02 SOLE
COEUR D'ALENE MINES 192108108 1,812 617,000SH SOLE SOLE
COGNOS INCORPORATED 19244C109 34,985 558,800SH SOLE SOLE
COLGATE-PALMOLIVE CO. 194162103 637 11,300SH SOLE SOLE
COLGATE-PALMOLIVE CO. 194162103 4,087 72,500SH SHARED-DEFINED 02 SOLE
COMINCO LTD. 200435105 17,815 1,227,220SH SOLE SOLE
COMMERCE GROUP INC 200641108 5,286 179,200SH SOLE SOLE
COMMERCE ONE INC. 200693109 2,552 17,100SH SOLE SOLE
COMMERCE ONE INC. 200693109 1,463 9,800SH SHARED-DEFINED 02 SOLE
COMPANIA DE TELECOMUNICS CHILE SPNS 204449300 523 23,000SH SHARED-DEFINED 02 SOLE
COMPUTER ASSOCIATES INTERNATIONAL INC 204912109 16,661 281,500SH SOLE SOLE
COMVERSE TECHNOLOGY INC 205862402 8,014 42,400SH SOLE SOLE
COMVERSE TECHNOLOGY INC 205862402 7,106 37,600SH SHARED-DEFINED 02 SOLE
CONCERO/ PSW TECHNOLOGIES 69364J103 5,804 146,000SH SHARED-DEFINED 02 SOLE
CONCORD COMMUNICATIONS INC. 206186108 2,251 63,300SH SHARED-DEFINED 02 SOLE
CONCORD COMMUNICATIONS INC. 206186108 3,268 91,900SH SOLE SOLE
CONCORD EFS INC. 206197105 2,994 130,550SH SOLE SOLE
CONCORD EFS INC. 206197105 2,819 122,950SH SHARED-DEFINED 02 SOLE
CONEXANT SYSTEMS INC. 207142100 2,627 37,000SH SOLE SOLE
CONEXANT SYSTEMS INC. 207142100 987 13,900SH SHARED-DEFINED 02 SOLE
CORE LABORATORIES N.V. N22717107 3,900 134,200SH SOLE SOLE
CORE LABORATORIES N.V. N22717107 5,115 176,000SH SHARED-DEFINED 02 SOLE
CORNELL CORRECTIONS INC. 219141108 564 53,100SH SHARED-DEFINED 02 SOLE
CORNELL CORRECTIONS INC. 219141108 761 71,600SH SOLE SOLE
COVAD COMMUNICATIONS GROUP INC. 222814204 3,096 42,700SH SOLE SOLE
COVAD COMMUNICATIONS GROUP INC. 222814204 1,283 17,700SH SHARED-DEFINED 02 SOLE
CREDICORP LTD COM G2519Y108 57 5,273SH SHARED-DEFINED 02 SOLE
CREDICORP LTD COM G2519Y108 263 24,286SH SOLE SOLE
CRISTALERIAS DE CHILE-SPON.ADR. 226714103 156 8,400SH SHARED-DEFINED 02 SOLE
CRISTALERIAS DE CHILE-SPON.ADR. 226714103 615 33,000SH SOLE SOLE
CRITICAL PATH INC. 22674V100 2,125 25,000SH SOLE SOLE
CRITICAL PATH INC. 22674V100 2,729 32,100SH SHARED-DEFINED 02 SOLE
CROWN CASTLE INTL CORP. 228227104 6,578 173,700SH SHARED-DEFINED 02 SOLE
CROWN CASTLE INTL CORP. 228227104 8,923 235,600SH SOLE SOLE
CSG SYSTEMS INTERNATIONAL INC. 126349109 1,957 40,100SH SOLE SOLE
CSG SYSTEMS INTERNATIONAL INC. 126349109 2,162 44,300SH SHARED-DEFINED 02 SOLE
CUTTER & BUCK INC. 232217109 1,106 82,350SH SHARED-DEFINED 02 SOLE
CUTTER & BUCK INC. 232217109 929 69,100SH SOLE SOLE
CVS CORP 126650100 124,764 3,321,500SH SOLE SOLE
CYPRESS COMMUNICATIONS INC. 232743104 3,143 128,300SH SHARED-DEFINED 02 SOLE
CYPRESS COMMUNICATIONS INC. 232743104 4,133 168,700SH SOLE SOLE
CYTYC CORP COM 232946103 3,464 71,800SH SHARED-DEFINED 02 SOLE
CYTYC CORP COM 232946103 19,020 394,200SH SOLE SOLE
DANAHER CORP 235851102 62,465 1,224,800SH SOLE SOLE
DE BEERS CONSOLIDATED MINES ADR 240253302 56,238 2,451,800SH SOLE SOLE
DELL COMPUTER CORP 247025109 2,454 45,500SH SOLE SOLE
DELL COMPUTER CORP 247025109 4,385 81,300SH SHARED-DEFINED 02 SOLE
DELTA-GALIL INDUSTRIES LTD. ADR 247637101 369 20,200SH SOLE SOLE
DENDRITE INTERNATIONAL INC. 248239105 3,417 163,200SH SOLE SOLE
DENDRITE INTERNATIONAL INC. 248239105 3,204 153,100SH SHARED-DEFINED 02 SOLE
DENTSPLY INTERNATIONAL INC 249030107 19,037 670,900SH SOLE SOLE
DESC S.A. -SPONS ADR 250309101 185 12,300SH SOLE SOLE
DIA MET MINERALS LTD. CL. B 25243K307 338 25,000SH SOLE SOLE
DIGEX INC. 253756100 2,241 20,200SH SOLE SOLE
DIGEX INC. 253756100 1,919 17,300SH SHARED-DEFINED 02 SOLE
DIGITAL INSIGHT CORP. 25385P106 3,744 73,059SH SOLE SOLE
DIGITAL INSIGHT CORP. 25385P106 1,705 33,276SH SHARED-DEFINED 02 SOLE
DIGITAL ISLAND INC. 25385N101 701 11,500SH SHARED-DEFINED 02 SOLE
DIGITAL ISLAND INC. 25385N101 2,267 37,200SH SOLE SOLE
DITECH COMMUNICATIONS CORP. 25500M103 10,277 96,900SH SOLE SOLE
DITECH COMMUNICATIONS CORP. 25500M103 7,520 70,900SH SHARED-DEFINED 02 SOLE
DOLLAR TREE STORES INC 256747106 3,361 64,475SH SOLE SOLE
DOLLAR TREE STORES INC 256747106 4,319 82,875SH SHARED-DEFINED 02 SOLE
DOMTAR INC. 257561100 3,593 348,200SH SOLE SOLE
DONALDSON CO. LTD. 257651109 15,085 668,600SH SOLE SOLE
DOUBLECLICK INC. 258609304 3,020 32,260SH SOLE SOLE
DOUBLECLICK INC. 258609304 896 9,570SH SHARED-DEFINED 02 SOLE
DSET CORP. 262504103 1,434 77,800SH SHARED-DEFINED 02 SOLE
DSET CORP. 262504103 2,972 161,200SH SOLE SOLE
DTE ENERGY COMPANY 233331107 1,827 63,000SH SOLE SOLE
E.PIPHANY INC. 26881V100 55,322 414,200SH SOLE SOLE
E.PIPHANY INC. 26881V100 2,110 15,800SH SHARED-DEFINED 02 SOLE
EBAY INC 278642103 3,731 21,200SH SOLE SOLE
EBAY INC 278642103 1,056 6,000SH SHARED-DEFINED 02 SOLE
ECLIPSYS CORP. 278856109 1,110 57,300SH SOLE SOLE
ECLIPSYS CORP. 278856109 1,395 72,000SH SHARED-DEFINED 02 SOLE
ECOLAB INC. 278865100 51,293 1,398,100SH SOLE SOLE
EDPERBRASCAN CORP. CL. A 280905803 141,199 11,401,925SH SOLE SOLE
ELECTROGLAS INC. 285324109 3,083 90,000SH SOLE SOLE
EMBRATEL PARTICIPACOES ADR 29081N100 897 35,000SH SOLE SOLE
EMBRATEL PARTICIPACOES ADR 29081N100 284 11,100SH SHARED-DEFINED 02 SOLE
EMC CORP 268648102 20,300 162,400SH SOLE SOLE
EMC CORP 268648102 3,763 30,100SH SHARED-DEFINED 02 SOLE
EMCO LIMITED 290839109 1,290 300,000SH SOLE SOLE
EMISPHERE TECHNOLOGIES INC. 291345106 1,919 37,000SH SOLE SOLE
EMISPHERE TECHNOLOGIES INC. 291345106 2,542 49,000SH SHARED-DEFINED 02 SOLE
EMMIS COMMUNICATIONS CORPORATION 291525103 2,437 52,400SH SHARED-DEFINED 02 SOLE
EMMIS COMMUNICATIONS CORPORATION 291525103 1,855 39,900SH SOLE SOLE
EMPRESA NACIONAL DE ELCTRCIDAD SPON 29244T101 153 14,032SH SHARED-DEFINED 02 SOLE
EMPRESA NACIONAL DE ELCTRCIDAD SPON 29244T101 568 52,252SH SOLE SOLE
EMULEX CORP. 292475209 808 7,400SH SOLE SOLE
EMULEX CORP. 292475209 306 2,800SH SHARED-DEFINED 02 SOLE
ENDESA SA 29258N107 1,521 64,900SH SHARED-DEFINED 02 SOLE
ENSCO INTERNATIONAL INC 26874Q100 1,178 32,600SH SOLE SOLE
ENSCO INTERNATIONAL INC 26874Q100 1,542 42,700SH SHARED-DEFINED 02 SOLE
ENTRUST TECHNOLOGIES INC. 293848107 3,590 42,200SH SHARED-DEFINED 02 SOLE
ENTRUST TECHNOLOGIES INC. 293848107 5,003 58,800SH SOLE SOLE
E-TEK DYNAMICS INC. 269240107 3,411 14,500SH SOLE SOLE
E-TEK DYNAMICS INC. 269240107 1,153 4,900SH SHARED-DEFINED 02 SOLE
EXODUS COMMUNICATIONS INC. 302088109 7,699 54,800SH SOLE SOLE
EXODUS COMMUNICATIONS INC. 302088109 3,836 27,300SH SHARED-DEFINED 02 SOLE
EXTREME NETWORKS INC. 30226D106 2,876 36,400SH SHARED-DEFINED 02 SOLE
EXTREME NETWORKS INC. 30226D106 3,871 49,000SH SOLE SOLE
EXXON MOBIL CORPORATION 30231G102 5,086 65,361SH SOLE SOLE
EXXON MOBIL CORPORATION 30231G102 6,121 78,660SH SHARED-DEFINED 02 SOLE
F5 NETWORKS INC. 315616102 2,507 37,000SH SOLE SOLE
F5 NETWORKS INC. 315616102 955 14,100SH SHARED-DEFINED 02 SOLE
FACTSET RESEARCH SYSTEMS INC. 303075105 3,480 128,600SH SOLE SOLE
FACTSET RESEARCH SYSTEMS INC. 303075105 3,155 116,600SH SHARED-DEFINED 02 SOLE
FAHNESTOCK VINER HOLDINGS CL. A 302921101 11,714 702,100SH SOLE SOLE
FEDERAL AGRIC MTG CORP CL C 313148306 807 52,050SH SHARED-DEFINED 02 SOLE
FEDERAL AGRIC MTG CORP CL C 313148306 786 50,700SH SOLE SOLE
FIFTH THIRD BANCORP 316773100 23,115 366,900SH SOLE SOLE
FIRST CONSULTING GROUP INC. 31986R103 2,654 163,300SH SOLE SOLE
FIRST CONSULTING GROUP INC. 31986R103 2,308 142,000SH SHARED-DEFINED 02 SOLE
FIRST UNION CORP 337358105 4,753 127,600SH SOLE SOLE
FISERV INC 337738108 7,899 212,400SH SOLE SOLE
FLEET BOSTON FINANCIAL CORP. 339030108 4,528 124,042SH SOLE SOLE
FLEXTRONICS INTL LTD. Y2573F102 9,791 139,000SH SOLE SOLE
FLEXTRONICS INTL. LTD. Y2573F102 7,113 101,000SH SHARED-DEFINED 02 SOLE
FOMENTO ECONOMICO MEXICANO SP. ADR 344419106 162 3,600SH SHARED-DEFINED 02 SOLE
FOMENTO ECONOMICO MEXICANO SP. ADR 344419106 1,967 43,700SH SOLE SOLE
FOREST LABORATORIES INC. 345838106 1,090 12,900SH SOLE SOLE
FORRESTER RESEARCH INC. 346563109 5,284 97,400SH SOLE SOLE
FORRESTER RESEARCH INC. 346563109 3,510 64,700SH SHARED-DEFINED 02 SOLE
FORTUNE BRANDS INC. 349631101 2,800 112,000SH SOLE SOLE
FREDDIE MAC 313400301 84 1,900SH SOLE SOLE
FREEPORT MCMORAN COPPER INC CL B 35671D857 1,393 115,500SH SOLE SOLE
FREEPORT MCMORAN PRF 2006/08/01 SR SILV 35671D865 1,964 158,700SH SOLE SOLE
GALLAHER GROUP PLC-ADR 363595109 2,815 143,000SH SOLE SOLE
GEMSTAR INTERNATIONAL GROUP LTD G3788V106 7,671 89,200SH SOLE SOLE
GEMSTAR INTERNATIONAL GROUP LTD G3788V106 3,732 43,400SH SHARED-DEFINED 02 SOLE
GENENTECH INC. 368710406 790 5,200SH SOLE SOLE
GENER S.A.-SPONSORED ADR 368731105 72 5,318SH SHARED-DEFINED 02 SOLE
GENERAL DYNAMICS CORP. 369550108 26,154 525,700SH SOLE SOLE
GENERAL ELECTRIC COMPANY 369604103 11,677 75,250SH SHARED-DEFINED 02 SOLE
GENERAL ELECTRIC COMPANY 369604103 60,973 392,900SH SOLE SOLE
GENERAL MOTORS CORPORATION 370442105 58,789 709,900SH SOLE SOLE
GENERAL MOTORS CORPORATION 370442105 5,374 64,900SH SHARED-DEFINED 02 SOLE
GILAT SATELLITE NETWORKS LTD ORD M51474100 586 5,000SH SHARED-DEFINED 02 SOLE
GLAMIS GOLD LTD. 376775102 2,202 1,270,000SH SOLE SOLE
GLAXO WELLCOME PLC-SPONS.ADR 37733W105 550 9,600SH SOLE SOLE
GLOBAL CROSSING LTD G3921A100 667 16,292SH SHARED-DEFINED 02 SOLE
GLOBAL MARINE INC. 379352404 1,873 73,800SH SOLE SOLE
GLOBAL MARINE INC. 379352404 2,441 96,200SH SHARED-DEFINED 02 SOLE
GLOBAL TELESYSTEMS GROUP INC. 37936U104 100,614 4,908,000SH SOLE SOLE
GLOBAL TELESYSTEMS GROUP INC 37936U104 4,100 200,000SH SHARED-DEFINED 02 SOLE
GLOBALSTAR TELECOMMUNICATIONS LTD G3930H104 4,509 325,000SH SOLE SOLE
GOLD RESERVE INC. CLASS A 38068N108 186 271,000SH SOLE SOLE
GOLDCORP INC. CL. A SVS 380956102 2,428 398,742SH SOLE SOLE
GOODYEAR TIRE & RUBBER COMPANY 382550101 653 28,000SH SOLE SOLE
GRAINGER (W.W.) INC. 384802104 48,440 892,900SH SOLE SOLE
GREAT NORTHERN GAS COMPANY 391044104 197 209,930SH SOLE SOLE
GREAT PLAINS SOFTWARE INC 39119E105 678 12,700SH SHARED-DEFINED 02 SOLE
GREAT PLAINS SOFTWARE INC 39119E105 1,302 24,400SH SOLE SOLE
GRUPO INDL MASECA SA DE CV SER B ADR 400488409 417 47,000SH SOLE SOLE
GRUPO TELEVISA S A GLOBAL DEP SHARES 40049J206 728 10,700SH SOLE SOLE
GSI LUMONICS INC. 36229U102 4,423 265,100SH SOLE SOLE
GT GROUP TELECOM INC. CL. B 362359408 324 15,500SH SOLE SOLE
GUIDANT CORP 401698105 1,135 19,300SH SOLE SOLE
GUIDANT CORP 401698105 5,293 90,000SH SHARED-DEFINED 02 SOLE
GULF CANADA RESOURCES LIMITED 40218L305 3,045 827,189SH SOLE SOLE
H.J. HEINZ COMPANY 423074103 2,500 71,700SH SHARED-DEFINED 02 SOLE
HALLIBURTON COMPANY 406216101 3,091 75,400SH SOLE SOLE
HANOVER COMPRESSOR CO. 410768105 3,833 67,400SH SOLE SOLE
HANOVER COMPRESSOR CO. 410768105 5,033 88,500SH SHARED-DEFINED 02 SOLE
HANSON PLC SPONS. ADR 411352404 1,659 46,900SH SHARED-DEFINED 02 SOLE
HANSON PLC SPONS. ADR 411352404 209 5,900SH SOLE SOLE
HARLEY-DAVIDSON INC 412822108 1,675 21,100SH SOLE SOLE
HARMONIC LIGHTWAVES INC COM 413160102 1,415 17,000SH SOLE SOLE
HARMONIC LIGHTWAVES INC COM 413160102 500 6,000SH SHARED-DEFINED 02 SOLE
HARVARD INDUSTRIES INC. 417434503 287 57,364SH SOLE SOLE
HEALTH MGMT ASSOCIATES INC CL. A 421933102 958 67,200SH SOLE SOLE
HECLA MINING COMPANY 422704106 294 214,000SH SOLE SOLE
HEINZ (H.J.) CO 423074103 122 3,500SH SOLE SOLE
HELLENIC TELECOMMUNICATIONS ORG ADR 423325307 1,987 137,000SH SOLE SOLE
HELLENIC TELECOMMUNICATIONS ORG ADR 423325307 531 36,600SH SHARED-DEFINED 02 SOLE
HELMERICH & PAYNE INC. COM 423452101 722 23,300SH SHARED-DEFINED 02 SOLE
HELMERICH & PAYNE INC. COM 423452101 1,097 35,400SH SOLE SOLE
HEWLETT-PACKARD CO COM 428236103 4,288 32,350SH SHARED-DEFINED 02 SOLE
HEWLETT-PACKARD CO COM 428236103 22,337 168,500SH SOLE SOLE
HIBBETT SPORTING GOODS INC 428565105 424 20,600SH SHARED-DEFINED 02 SOLE
HIBBETT SPORTING GOODS INC 428565105 763 37,100SH SOLE SOLE
HOME DEPOT INC COM 437076102 2,322 36,000SH SOLE SOLE
HOME DEPOT INC COM 437076102 5,489 85,100SH SHARED-DEFINED 02 SOLE
HOMESTAKE MINING COMPANY 437614100 6,048 1,008,000SH SOLE SOLE
HONEYWELL INTERNATIONAL INC. 438516106 1,365 25,912SH SHARED-DEFINED 02 SOLE
HONEYWELL INTERNATIONAL INC. 438516106 30,767 583,950SH SOLE SOLE
HOOPER HOLMES INC. 439104100 933 27,200SH SOLE SOLE
HOUGHTON MIFFLIN CO. 441560109 72,331 1,704,415SH SOLE SOLE
HUANENG PWR INTL INC SPON 443304100 10 1,200SH SHARED-DEFINED 02 SOLE
HUMAN GENOME SCIENCES INC. 444903108 278 3,350SH SOLE SOLE
HUMMINGBIRD LTD. 44544R101 12,177 285,025SH SOLE SOLE
HURRICANE HYDROCARBONS LTD. CLASS A 44779E106 832 275,000SH SOLE SOLE
IBASIS INC. 450732102 2,509 61,100SH SOLE SOLE
IBASIS INC. 450732102 1,137 27,700SH SHARED-DEFINED 02 SOLE
IMAGEX.COM INC. 45244D102 1,811 90,000SH SHARED-DEFINED 02 SOLE
IMAGEX.COM INC. 45244D102 1,167 58,000SH SOLE SOLE
IMAX CORPORATION 45245E109 7,609 352,900SH SOLE SOLE
IMC GLOBAL INC. 449669100 66 4,500SH SOLE SOLE
IMPERIAL OIL LIMITED 453038408 143,531 6,954,100SH SOLE SOLE
IMS HEALTH INC. 449934108 588 34,700SH SOLE SOLE
INCO LIMITED 453258402 5,889 321,200SH SOLE SOLE
INDUSTRIE NATUZZI SPA SP ADR 456478106 2,890 250,000SH SHARED-DEFINED 02 SOLE
INFONET SERVICES CORP. CL. B 45666T106 12 500SH SOLE SOLE
INFOSPACE INC. 45678T102 4,130 28,400SH SHARED-DEFINED 02 SOLE
INFOSPACE INC. 45678T102 5,294 36,400SH SOLE SOLE
INKTOMI CORP 457277101 2,964 15,200SH SOLE SOLE
INKTOMI CORP 457277101 897 4,600SH SHARED-DEFINED 02 SOLE
INSIGHT COMMUNICATIONS INC. 45768V108 619 30,000SH SHARED-DEFINED 02 SOLE
INSIGHT COMMUNICATIONS INC. 45768V108 928 45,000SH SOLE SOLE
INTEGRATED DEVICE TECHNOLOGY INC. 458118106 5,314 134,100SH SOLE SOLE
INTEL CORP COM 458140100 17,328 131,340SH SHARED-DEFINED 02 SOLE
INTEL CORP COM 458140100 123,876 938,896SH SOLE SOLE
INTERGRATED DEVICE TECH 458118106 3,950 99,700SH SHARED-DEFINED 02 SOLE
INTERNATIONAL BUSINESS MACHINES 459200101 37,359 316,600SH SOLE SOLE
INTERNATIONAL BUSINESS MACHINES 459200101 4,519 38,300SH SHARED-DEFINED 02 SOLE
INTERNATIONAL PAPER COMPANY 460146103 628 14,700SH SOLE SOLE
INTERNATIONAL RECTIFIER CORP 460254105 7,816 205,000SH SOLE SOLE
INTERPUBLIC GROUP OF COMPANIES, INC. 460690100 40,318 853,300SH SOLE SOLE
INTERSIL HOLDING CORPORATION 46069S109 3,499 67,700SH SOLE SOLE
INTERSIL HOLDING CORPORATION 46069S109 1,096 21,200SH SHARED-DEFINED 02 SOLE
INTERTRUST TECHNOLOGIES CORP. 46113Q109 757 17,800SH SOLE SOLE
INTERTRUST TECHNOLOGIES CORP. 46113Q109 918 21,600SH SHARED-DEFINED 02 SOLE
INTERVU INC. 46114R106 900 10,000SH SOLE SOLE
INTERVU INC. 46114R106 1,890 21,000SH SHARED-DEFINED 02 SOLE
INVERSIONES REPRESENT-SP GDR 450047204 250 8,000SH SOLE SOLE
IPSCO INC. 462622101 46,241 3,840,700SH SOLE SOLE
ITI TECHNOLOGIES INC. 450564109 4,016 135,000SH SOLE SOLE
ITXC CORP. 45069F109 1,911 40,600SH SOLE SOLE
ITXC CORP. 45069F109 965 20,500SH SHARED-DEFINED 02 SOLE
JABIL CIRCUIT INC 466313103 2,924 67,600SH SOLE SOLE
JABIL CIRCUIT INC. 466313103 2,811 65,000SH SHARED-DEFINED 02 SOLE
JDS UNIPHASE CORPORATION 46612J101 60,257 499,800SH SOLE SOLE
JDS UNIPHASE CORPORATION 46612J101 5,666 47,000SH SHARED-DEFINED 02 SOLE
JOHNSON & JOHNSON COM 478160104 14,720 210,100SH SOLE SOLE
JOHNSON & JOHNSON COM 478160104 2,645 37,750SH SHARED-DEFINED 02 SOLE
KEY ENERGY SERVICES INC. 492914106 2,272 195,400SH SOLE SOLE
KEY ENERGY SERVICES INC. 492914106 2,977 256,200SH SHARED-DEFINED 02 SOLE
KEYNOTE SYSTEMS INC. 493308100 1,800 17,600SH SOLE SOLE
KEYNOTE SYSTEMS INC. 493308100 1,115 10,900SH SHARED-DEFINED 02 SOLE
KIMBERLY-CLARK CORP COM 494368103 3,998 71,395SH SHARED-DEFINED 02 SOLE
KIMBERLY-CLARK CORP 494368103 14,566 260,100SH SOLE SOLE
KIMBERLY-CLARK DE MEXICO-ADR 494386204 133 7,700SH SHARED-DEFINED 02 SOLE
KINROSS GOLD CORPORATION 496902107 5,169 3,353,802SH SOLE SOLE
KLA-TENCOR CORPORATION 482480100 6,066 72,000SH SHARED-DEFINED 02 SOLE
KLA-TENCOR CORPORATION 482480100 30,128 357,600SH SOLE SOLE
KOOR INDS LTD SPON 500507108 159 8,900SH SHARED-DEFINED 02 SOLE
KOREA ELECTRIC PWR SPON 500631106 196 12,400SH SHARED-DEFINED 02 SOLE
KOREA TELECOM CORP. 50063P103 337 7,700SH SOLE SOLE
LABORATORIO CHILE-SPONSORED ADR 50540H104 148 6,500SH SHARED-DEFINED 02 SOLE
LABORATORIO CHILE-SPONSORED ADR 50540H104 444 19,500SH SOLE SOLE
LAFARGE CORP. 505862102 475 20,000SH SOLE SOLE
LAIDLAW INC 50730K503 628 450,000SH SOLE SOLE
LATTICE SEMICONDUCTOR CORP. COM 518415104 3,905 57,700SH SHARED-DEFINED 02 SOLE
LATTICE SEMICONDUCTOR CORP. COM 518415104 135 2,000SH SOLE SOLE
LEGG MASON INC. 524901105 130 3,000SH SOLE SOLE
LEGG MASON INC. 524901105 3,918 90,600SH SHARED-DEFINED 02 SOLE
LEGGETT & PLATT INC. 524660107 45,111 2,098,200SH SOLE SOLE
LILLY ELI & CO COM 532457108 699 11,100SH SOLE SOLE
LILLY ELI & CO COM 532457108 4,076 64,700SH SHARED-DEFINED 02 SOLE
LINAMAR CORPORATION 53278L107 16,447 2,183,200SH SOLE SOLE
LINCOLN NATIONAL CORP. 534187109 168 5,000SH SOLE SOLE
LINEAR TECHNOLOGY CORP. COM 535678106 2,409 43,800SH SHARED-DEFINED 02 SOLE
LINEAR TECHNOLOGY CORP. COM 535678106 2,305 40,800SH SOLE SOLE
LIQUIDATION WORLD INC. 53634D203 4,337 969,900SH SOLE SOLE
LONDON PACIFIC GROUP SPONS. ADR 542073101 4,129 177,600SH SOLE SOLE
LONDON PACIFIC GROUP SPONS. ADR 542073101 1,832 78,800SH SHARED-DEFINED 02 SOLE
LOWES COMPANIES 548661107 695 11,900SH SOLE SOLE
LOWES COMPANIES 548661107 4,868 83,400SH SHARED-DEFINED 02 SOLE
LSI LOGIC CORP 502161102 5,599 77,100SH SOLE SOLE
LSI LOGIC CORP 502161102 8,228 113,300SH SHARED-DEFINED 02 SOLE
LTV CORPORATION 501921100 19,136 5,371,600SH SOLE SOLE
LUCENT TECHNOLOGIES INC 549463107 1,173 19,315SH SOLE SOLE
LUMINANT WORLDWIDE CORP. 550260103 2,012 121,000SH SOLE SOLE
LUMINANT WORLDWIDE CORP. 550260103 1,366 82,200SH SHARED-DEFINED 02 SOLE
LUXOTTICA GROUP SPA-SPON ADR 55068R202 3,920 160,000SH SHARED-DEFINED 02 SOLE
LUXOTTICA GROUP SPA-SPON ADR 55068R202 18,375 750,000SH SOLE SOLE
MACK-CALI REALTY CORP 554489104 77 3,000SH SOLE SOLE
MADECO SA-SPONSORED ADR 556304103 41 3,700SH SHARED-DEFINED 02 SOLE
MADECO SA-SPONSORED ADR 556304103 347 31,500SH SOLE SOLE
MAGNA ENTERTAINMENT CORP. CL. A 559211107 14 4,200SH SOLE SOLE
MAGNA INTERNATIONAL INC. CL. A S.V. 559222401 50,810 1,312,949SH SOLE SOLE
MANPOWER INC. 56418H100 32,681 920,600SH SOLE SOLE
MARCHFIRST INC. 566244109 4,628 129,685SH SOLE SOLE
MARCHFIRST INC. 566244109 3,851 107,920SH SHARED-DEFINED 02 SOLE
MARINE DRILLING CO. INC. 568240204 963 35,100SH SHARED-DEFINED 02 SOLE
MARINE DRILLING CO. INC. 568240204 820 29,900SH SOLE SOLE
MATAV ADR REP 5 'B' HUF100 559776109 2,254 50,500SH SOLE SOLE
MATSUSHITA ELEC IND-SPONS. ADR 576879209 1,454 4,800SH SOLE SOLE
MAXIM INTEGRATED PRODUCTS 57772K101 3,127 44,000SH SHARED-DEFINED 02 SOLE
MAXIM INTEGRATED PRODUCTS 57772K101 3,823 53,800SH SOLE SOLE
MAXIMUS INC. 577933104 2,489 81,600SH SOLE SOLE
MAXIMUS INC. 577933104 1,589 52,100SH SHARED-DEFINED 02 SOLE
MBNA CORP 55262L100 73 2,850SH SOLE SOLE
MCAFEE.COM CORP. 579062100 1,333 25,800SH SHARED-DEFINED 02 SOLE
MCAFEE.COM CORP. 579062100 1,039 20,100SH SOLE SOLE
MCGRAW-HILL COMPANIES INC. 580645109 39,408 866,100SH SOLE SOLE
MCI WORLDCOM INC. 55268B106 4,169 92,000SH SHARED-DEFINED 02 SOLE
MCI WORLDCOM INC. 55268B106 2,610 57,600SH SOLE SOLE
MCLEODUSA INCORPORATED 582266102 91,491 1,078,740SH SOLE SOLE
MCLEODUSA INCORPORATED 582266102 6,568 77,441SH SHARED-DEFINED 02 SOLE
MEDIAONE GROUP INC. 58440J104 2,272 28,050SH SOLE SOLE
MEDIAONE GROUP INC. 58440J104 2,823 34,850SH SHARED-DEFINED 02 SOLE
MEDICALOGIC INC. 584642102 414 23,800SH SOLE SOLE
MEDICALOGIC INC. 584642102 281 16,200SH SHARED-DEFINED 02 SOLE
MEDICIS PHARMACEUTICAL CORPORATION 584690309 3,296 82,400SH SOLE SOLE
MEDICIS PHARMACEUTICAL CORPORATION 584690309 4,240 106,000SH SHARED-DEFINED 02 SOLE
MEDIMMUNE INC. 584699102 1,393 8,000SH SOLE SOLE
MEDQUIST INC. COM 584949101 3,691 135,800SH SHARED-DEFINED 02 SOLE
MEDQUIST INC. COM 584949101 2,887 106,200SH SOLE SOLE
MEDTRONIC INC. 585055106 88,120 1,713,150SH SOLE SOLE
MEDTRONIC INC. 585055106 5,516 107,250SH SHARED-DEFINED 02 SOLE
MELLON FINANCIAL CORP 58551A108 507 17,200SH SOLE SOLE
MELLON FINANCIAL CORP 58551A108 2,599 88,100SH SHARED-DEFINED 02 SOLE
MERCK & CO. INC. COM 589331107 3,842 61,850SH SHARED-DEFINED 02 SOLE
MERCK & CO. INC. COM 589331107 7,682 123,650SH SOLE SOLE
MERCURY INTERACTIVE CORP. COM 589405109 1,403 17,700SH SHARED-DEFINED 02 SOLE
MERCURY INTERACTIVE CORP. COM 589405109 2,148 27,100SH SOLE SOLE
MERIDIAN GOLD INC. 589975101 2,370 415,000SH SOLE SOLE
MERRILL LYNCH & CO COM 590188108 882 8,400SH SOLE SOLE
MERRILL LYNCH & CO COM 590188108 5,150 49,050SH SHARED-DEFINED 02 SOLE
META GROUP INC COM 591002100 2,280 87,500SH SOLE SOLE
META GROUP INC COM 591002100 1,303 50,000SH SHARED-DEFINED 02 SOLE
METASOLV SOFTWARE INC. 591393103 2,274 38,500SH SOLE SOLE
METASOLV SOFTWARE INC. 591393103 709 12,000SH SHARED-DEFINED 02 SOLE
METHANEX CORPORATION 59151K108 252 125,000SH SOLE SOLE
METROMEDIA FIBER NETWORK INC. 591689104 183,107 1,893,800SH SOLE SOLE
METROMEDIA FIBER NETWORK INC. 591689104 5,263 54,400SH SHARED-DEFINED 02 SOLE
MICREL INC. 594793101 1,363 14,200SH SOLE SOLE
MICREL INC. 594793101 653 6,800SH SHARED-DEFINED 02 SOLE
MICROCHIP TECHNOLOGY INC. 595017104 132 2,000SH SOLE SOLE
MICROCHIP TECHNOLOGY INC. 595017104 4,866 74,000SH SHARED-DEFINED 02 SOLE
MICROMUSE INC. 595094103 10,286 74,100SH SOLE SOLE
MICROMUSE INC. 595094103 8,384 60,400SH SHARED-DEFINED 02 SOLE
MICROSOFT CORP COM 594918104 95,973 903,277SH SOLE SOLE
MICROSOFT CORP COM 594918104 18,505 174,165SH SHARED-DEFINED 02 SOLE
MIH LTD. G6116R101 40,528 664,400SH SOLE SOLE
MILLENNIUM PHARMACEUTICALS 599902103 253 1,950SH SOLE SOLE
MINIMED INC. 60365K108 4,299 33,200SH SOLE SOLE
MINIMED INC. 60365K108 4,494 34,700SH SHARED-DEFINED 02 SOLE
MINNESOTA MINING & MANUFACTURING CO. 604059105 1,222 13,800SH SOLE SOLE
MISSION CRITICAL SOFTWARE INC. 605047109 3,637 59,500SH SOLE SOLE
MISSION CRITICAL SOFTWARE INC. 605047109 2,292 37,500SH SHARED-DEFINED 02 SOLE
MITEL CORPORATION 606711109 23,975 985,800SH SOLE SOLE
MONTANA POWER CO. 612085100 192 3,000SH SOLE SOLE
MOORE CORPORATION LIMITED 615785102 27,781 7,547,690SH SOLE SOLE
MORGAN STANLEY DEAN WITTER & CO 617446448 7,561 92,700SH SHARED-DEFINED 02 SOLE
MORGAN STANLEY DEAN WITTER & CO 617446448 82,859 1,015,900SH SOLE SOLE
MOTOROLA INC. COM 620076109 508 3,565SH SHARED-DEFINED 02 SOLE
MOTOROLA INC. COM 620076109 59,180 415,662SH SOLE SOLE
N2H2 INC. 67019F104 1,203 85,200SH SOLE SOLE
N2H2 INC. 67019F104 681 48,200SH SHARED-DEFINED 02 SOLE
NABORS INDUSTRIES INC. 629568106 2,157 55,562SH SOLE SOLE
NABORS INDUSTRIES INC. 629568106 2,830 72,910SH SHARED-DEFINED 02 SOLE
NACIONAL TELEFONOS DE VENEZUELA-ADR 204421101 290 10,000SH SOLE SOLE
NATIONAL BANK OF GREECE ADR 633643408 404 29,550SH SOLE SOLE
NATIONAL INFORMATION CONSORTIUM INC 636491102 4,059 116,800SH SOLE SOLE
NATIONAL INFORMATION CONSORTIUM INC 636491102 2,634 75,800SH SHARED-DEFINED 02 SOLE
NATIONAL STEEL CORP CL B 637844309 62 8,400SH SOLE SOLE
NATIONAL WESTMINSTER BK PLC ADR 638539403 110 900SH SHARED-DEFINED 02 SOLE
NATIONWIDE FINANCIAL SERVICES INC. 638612101 293 10,000SH SOLE SOLE
NDS GROUP 628891103 2,468 35,000SH SHARED-DEFINED 02 SOLE
NET PERCEPTIONS INC 64107U101 1,116 30,200SH SOLE SOLE
NET PERCEPTIONS INC. 64107U101 1,104 29,900SH SHARED-DEFINED 02 SOLE
NETOPIA INC. 64114K104 4,359 60,600SH SOLE SOLE
NETOPIA INC. 64114K104 2,316 32,200SH SHARED-DEFINED 02 SOLE
NETPLIANCE INC. 64115K103 52 3,600SH SHARED-DEFINED 02 SOLE
NETPLIANCE INC. 64115K103 165 11,400SH SOLE SOLE
NETSILICON INC. 64115X105 3,341 154,500SH SOLE SOLE
NETSILICON INC. 64115X105 1,632 75,500SH SHARED-DEFINED 02 SOLE
NETWORK APPLIANCE INC COM 64120L104 10,766 130,100SH SOLE SOLE
NETWORK APPLIANCE INC COM 64120L104 6,612 79,900SH SHARED-DEFINED 02 SOLE
NETWORK SOLUTIONS INC. 64121Q102 98,016 637,700SH SOLE SOLE
NETWORK SOLUTIONS INC. 64121Q102 6,102 39,700SH SHARED-DEFINED 02 SOLE
NEWBRIDGE NETWORKS CORP 650901101 5,757 181,900SH SOLE SOLE
NEWMONT MINING CORP. 651639106 6,585 293,500SH SOLE SOLE
NEWS CORP LTD ADR 652487703 56,250 1,000,000SH SHARED-DEFINED 02 SOLE
NEXT LEVEL COMMUNICATION INC. 65333U104 2,730 25,100SH SOLE SOLE
NEXT LEVEL COMMUNICATIONS INC 65333U104 1,359 12,500SH SHARED-DEFINED 02 SOLE
NEXTEL COMMUNICATIONS INC.- A 65332V103 3,217 21,700SH SOLE SOLE
NEXTEL COMMUNICATIONS INC.- A 65332V103 4,181 28,200SH SHARED-DEFINED 02 SOLE
NEXTLINK COMMUNICATIONS CL. A 65333H707 4,255 34,400SH SOLE SOLE
NEXTLINK COMMUNICATIONS CL. A 65333H707 3,141 25,400SH SHARED-DEFINED 02 SOLE
NIPPON TELEGRAPH & TEL CORP. SP ADR 654624105 946 12,000SH SOLE SOLE
NOBLE AFFILIATES INC 654894104 328 10,000SH SOLE SOLE
NOBLE DRILLING CORP COM 655042109 6,728 162,400SH SHARED-DEFINED 02 SOLE
NOBLE DRILLING CORP COM 655042109 4,239 102,300SH SOLE SOLE
NOKIA CORP. SPON ADR 654902204 1,651 7,600SH SHARED-DEFINED 02 SOLE
NOKIA CORP. SPON ADR 654902204 130 600SH SOLE SOLE
NORSK HYDRO A S SPON 656531605 1,028 27,000SH SHARED-DEFINED 02 SOLE
NORTEL NETWORKS CORPORATION 656568102 536,625 4,283,300SH SOLE SOLE
NORTEL NETWORKS CORPORATION 656569100 6,955 55,200SH SHARED-DEFINED 02 SOLE
NORTHGATE EXPLORATION LIMITED 666416102 1,589 2,286,137SH SOLE SOLE
NOVA CHEMICALS CORPORATION 66977W109 37,089 2,026,651SH SOLE SOLE
NOVELLUS SYSTEMS INC 670008101 2,054 36,600SH SOLE SOLE
NOVELLUS SYSTEMS INC 670008101 5,472 97,500SH SHARED-DEFINED 02 SOLE
NTL INC. 629407107 8,817 95,000SH SOLE SOLE
NUMAC ENERGY INC. 67052A103 6,578 2,172,900SH SOLE SOLE
OAK TECHNOLOGY INC. COM 671802106 1,540 80,000SH SHARED-DEFINED 02 SOLE
OAK TECHNOLOGY INC. COM 671802106 2,310 120,000SH SOLE SOLE
OCELOT INTERNATIONAL LTD. CL. B SVS G67010200 1,989 1,047,480SH SOLE SOLE
OMNICOM GROUP INC. 681919106 143,520 1,536,000SH SOLE SOLE
ORACLE CORP. COM 68389X105 1,421 18,200SH SHARED-DEFINED 02 SOLE
ORACLE CORP. COM 68389X105 5,269 67,500SH SOLE SOLE
OREGON STEEL MILLS 686079104 16 4,000SH SOLE SOLE
P.F. CHANG'S CHINA BISTRO INC. 69333Y108 712 21,500SH SHARED-DEFINED 02 SOLE
P.F. CHANG'S CHINA BISTRO INC. 69333Y108 1,246 37,600SH SOLE SOLE
PACKETEER INC. 695210104 2,835 81,000SH SOLE SOLE
PACKETEER INC. 695210104 2,055 58,700SH SHARED-DEFINED 02 SOLE
PAC-WEST TELECOMM INC 69371Y101 5,713 182,800SH SHARED-DEFINED 02 SOLE
PAC-WEST TELECOMM INC. 69371Y101 7,041 225,300SH SOLE SOLE
PAINE WEBBER GROUP INC. 695629105 145 3,300SH SOLE SOLE
PAINE WEBBER GROUP INC. 695629105 4,360 99,100SH SHARED-DEFINED 02 SOLE
PANAMERICAN BEVERAGES INC. CL A P74823108 1,374 78,000SH SHARED-DEFINED 02 SOLE
PANAMERICAN BEVERAGES INC. CL.A P74823108 1,204 68,300SH SOLE SOLE
PARKER DRILLING CO. 701081101 10 2,000SH SOLE SOLE
PATTERSON ENERGY INC. 703414102 2,350 74,000SH SOLE SOLE
PATTERSON ENERGY INC. 703414102 3,007 94,700SH SHARED-DEFINED 02 SOLE
PC HOLDINGS S.A.-SPON ADR 693200107 100 5,839SH SHARED-DEFINED 02 SOLE
PC HOLDINGS S.A.-SPON ADR 693200107 531 31,028SH SOLE SOLE
PC-TEL INC. 69325Q105 5,260 69,900SH SOLE SOLE
PC-TEL INC. 69325Q105 4,011 53,300SH SHARED-DEFINED 02 SOLE
PE CORP. -PE BIOSYSTEMS GROUP 69332S102 497 5,150SH SOLE SOLE
PEGASUS COMMUNICATIONS CORP.CL.A 705904100 318 2,256SH SOLE SOLE
PEGASUS SOLUTIONS INC 705906105 1,848 116,850SH SOLE SOLE
PEGASUS SOLUTIONS INC 705906105 1,067 67,500SH SHARED-DEFINED 02 SOLE
PEPSICO INC. COM 713448108 3,010 87,100SH SHARED-DEFINED 02 SOLE
PEPSICO INC. COM 713448108 116,410 3,368,100SH SOLE SOLE
PEREGRINE SYSTEMS INC 71366Q101 5,043 75,200SH SHARED-DEFINED 02 SOLE
PEREGRINE SYSTEMS INC 71366Q101 5,928 88,400SH SOLE SOLE
PETRO-CANADA 71644E102 25,886 1,558,000SH SOLE SOLE
PETROMET RESOURCES LIMITED 716731104 2,422 1,020,300SH SOLE SOLE
PFIZER INC. 717081103 801 21,900SH SOLE SOLE
PHARMACIA & UPJOHN INC 716941109 1,594 26,900SH SOLE SOLE
PHILIP MORRIS INC. 718154107 695 32,900SH SOLE SOLE
PHILIPPINE LDT ADR 718252604 176 8,000SH SOLE SOLE
PHOTRONICS INC. 719405102 2,645 74,900SH SOLE SOLE
PHOTRONICS INC. 719405102 1,656 46,900SH SHARED-DEFINED 02 SOLE
PILOT NETWORK SERVICES INC 721596104 1,246 37,700SH SOLE SOLE
PILOT NETWORK SERVICES INC 721596104 1,653 50,000SH SHARED-DEFINED 02 SOLE
PINNACLE HOLDINGS INC. 72346N101 3,088 55,900SH SHARED-DEFINED 02 SOLE
PINNACLE HOLDINGS INC. 72346N101 4,365 79,000SH SOLE SOLE
PINNACLE SYSTEMS INC. 723481107 23,754 714,400SH SOLE SOLE
PITNEY BOWES INC. 724479100 2,775 62,100SH SOLE SOLE
PLACER DOME INC. 725906101 9,482 1,193,300SH SOLE SOLE
PMC SIERRA INC. 69344F106 4,644 22,800SH SHARED-DEFINED 02 SOLE
PMC-SIERRA INC. 69344F106 5,744 28,200SH SOLE SOLE
POHANG IRON & STEEL LTD - ADR 730450103 495 18,000SH SOLE SOLE
PORTAL SOFTWARE INC. 736126103 1,298 22,800SH SOLE SOLE
PORTAL SOFTWARE INC. 736126103 1,651 29,000SH SHARED-DEFINED 02 SOLE
PORTUGAL TELECOM S A -ADR 737273102 3,038 244,385SH SHARED-DEFINED 02 SOLE
PORTUGAL TELECOM S.A.-ADR 737273102 1,836 147,600SH SOLE SOLE
POTASH CORPORATION OF SASKATCHEWAN 73755L107 137,265 2,765,300SH SOLE SOLE
PRECISION DRILLING CORP. 74022D100 62,361 1,867,000SH SOLE SOLE
PREMDOR INC. 74046P105 3,931 526,600SH SOLE SOLE
PREMIER PARKS INC. COM 740540208 28,340 1,349,500SH SOLE SOLE
PREMIER PARKS INC. COM 740540208 2,381 113,400SH SHARED-DEFINED 02 SOLE
PRI AUTOMATION INC. COM 69357H106 1,210 19,800SH SHARED-DEFINED 02 SOLE
PRI AUTOMATION INC. COM 69357H106 2,292 37,500SH SOLE SOLE
PROBUSINESS SERVICES INC. 742674104 669 25,900SH SOLE SOLE
PROBUSINESS SERVICES INC, 742674104 878 34,000SH SHARED-DEFINED 02 SOLE
PROCTER & GAMBLE CO 742718109 827 14,700SH SOLE SOLE
PROGRESSIVE CORP. 743315103 131,307 1,726,300SH SOLE SOLE
PROJECT SOFTWARE & DEVELOPMENT 74339P101 1,119 19,800SH SHARED-DEFINED 02 SOLE
PROJECT SOFTWARE & DEVELOPMENT 74339P101 2,322 41,100SH SOLE SOLE
PROSOFTTRAINING.COM 743477101 1,552 68,800SH SOLE SOLE
PROSOFTTRAINING.COM 743477101 1,065 47,200SH SHARED-DEFINED 02 SOLE
PSINET INC. 74437C101 3,404 100,058SH SOLE SOLE
PSINET INC. 74437C101 3,452 101,508SH SHARED-DEFINED 02 SOLE
PSW TECHNOLOGIES INC. 69364J103 5,684 143,000SH SOLE SOLE
QLOGIC CORPORATION 747277101 1,653 12,200SH SOLE SOLE
QLOGIC CORPORATION 747277101 813 6,000SH SHARED-DEFINED 02 SOLE
QLT PHOTOTHERAPEUTICS INC. 746927102 425 7,700SH SOLE SOLE
QRS CORP. 74726X105 4,331 57,550SH SOLE SOLE
QRS CORP. 74726X105 4,545 60,400SH SHARED-DEFINED 02 SOLE
QUALCOMM INC. COM 747525103 3,778 25,300SH SOLE SOLE
QUALCOMM INC. COM 747525103 971 6,500SH SHARED-DEFINED 02 SOLE
QUEBECOR PRINTING INC. 747922102 14,102 770,600SH SOLE SOLE
QUILMES INDUSTRIAL QUINSA-ADR 74838Y108 240 22,830SH SHARED-DEFINED 02 SOLE
QUILMES INDUSTRIAL QUINSA-ADR 74838Y108 300 28,600SH SOLE SOLE
QUIMICA Y MINERA CHILE SA-SPON.ADR. 833635105 142 5,200SH SOLE SOLE
QUINTUS CORP. 748798105 668 22,500SH SOLE SOLE
QUINTUS CORP. 748798105 249 8,400SH SHARED-DEFINED 02 SOLE
RADIO ONE INC. 75040P108 2,219 33,300SH SOLE SOLE
RADIO ONE INC. 75040P108 2,911 43,700SH SHARED-DEFINED 02 SOLE
RADIO UNICA CORP. 75040Q106 1,400 118,500SH SOLE SOLE
RADIO UNICA CORP. 75040Q106 1,801 152,500SH SHARED-DEFINED 02 SOLE
RADWARE LTD. M81873107 581 15,000SH SOLE SOLE
RADWARE LTD. M81873107 942 24,300SH SHARED-DEFINED 02 SOLE
RALSTON-RALSTON PURINA GROUP 751277302 10,159 371,100SH SOLE SOLE
RANDGOLD & EXPLORATION - ADR 753009307 132 39,000SH SOLE SOLE
RANGER OIL LIMITED 752805101 5,036 1,295,676SH SOLE SOLE
RAZORFISH INC. 755236106 2,093 76,125SH SHARED-DEFINED 02 SOLE
RAZORFISH INC. 755236106 48,379 1,759,250SH SOLE SOLE
REALNETWORKS INC. 75605L104 2,522 44,300SH SOLE SOLE
REALNETWORKS INC. 75605L104 751 13,200SH SHARED-DEFINED 02 SOLE
REDBACK NETWORKS INC. 757209101 1,260 4,200SH SOLE SOLE
REDBACK NETWORKS INC. 757209101 480 1,600SH SHARED-DEFINED 02 SOLE
REGENT COMMUNICATIONS INC. 758865109 1,626 131,400SH SOLE SOLE
REGENT COMMUNICATIONS INC. 758865109 2,131 172,300SH SHARED-DEFINED 02 SOLE
RENAL CARE GROUP INC. 759930100 2,815 129,800SH SOLE SOLE
RENAL CARE GROUP INC. 759930100 3,224 148,700SH SHARED-DEFINED 02 SOLE
REPSOL SA-SPONSORED ADR 76026T205 1,215 57,000SH SHARED-DEFINED 02 SOLE
REPSOL SA-SPONSORED ADR 76026T205 81 3,800SH SOLE SOLE
REVENUE PROPERTIES COMPANY LTD. 761389402 6,415 4,709,200SH SOLE SOLE
RF MICRO DEVICES INC. 749941100 1,653 12,300SH SHARED-DEFINED 02 SOLE
RF MICRO DEVICES INC. 749941100 2,325 17,300SH SOLE SOLE
RHYTHMS NETCONNECTIONS INC. 762430205 3,011 81,800SH SOLE SOLE
RHYTHMS NETCONNECTIONS INC. 762430205 2,441 66,300SH SHARED-DEFINED 02 SOLE
RIO ALGOM LIMITED 766889109 5,815 529,900SH SOLE SOLE
RIO TINTO PLC SPON 767204100 6 89SH SHARED-DEFINED 02 SOLE
RITCHIE BROS. AUCTIONEERS 767744105 2,002 78,500SH SOLE SOLE
RIVERDEEP GROUP PLC - ADR 76870Q109 967 24,000SH SHARED-DEFINED 02 SOLE
ROGERS CANTEL MOBILE COM CL.B RVS 775102205 8,037 199,695SH SOLE SOLE
ROGERS COMMUNICATIONS INC. CL.B 775109200 65,084 2,200,000SH SOLE SOLE
ROLLINS TRUCK LEASING 775741101 16,592 1,966,450SH SOLE SOLE
ROSTELECOM SPONS.ADR 778529107 321 13,500SH SOLE SOLE
ROWAN COMPANIES INC. 779382100 1,086 36,900SH SOLE SOLE
ROWAN COMPANIES INC. 779382100 1,321 44,900SH SHARED-DEFINED 02 SOLE
ROYAL BANK OF CANADA 780087102 302,490 6,465,767SH SOLE SOLE
ROYAL DUTCH PETE NY REGISTRY SHS 780257804 36,838 640,000SH SHARED-DEFINED 02 SOLE
ROYAL DUTCH PETE NY REGISTRY SHS 780257804 42,055 724,300SH SOLE SOLE
RPM INC 749685103 6,609 600,800SH SOLE SOLE
RUSSEL METALS INC. 781903604 11,530 4,189,600SH SOLE SOLE
RYERSON TULL INC. 78375P107 23 1,500SH SOLE SOLE
S1 CORP. 78463B101 2,656 31,000SH SOLE SOLE
S1 CORP. 78463B101 2,519 29,400SH SHARED-DEFINED 02 SOLE
SABRE HOLDINGS INC. 785905100 587 15,898SH SOLE SOLE
SAFEWAY INC 786514208 5,729 126,600SH SOLE SOLE
SALESLOGIX CORP 79466P105 2,368 87,500SH SOLE SOLE
SALESLOGIX CORP 79466P105 787 29,100SH SHARED-DEFINED 02 SOLE
SANDISK CORP. 80004C101 4,533 37,000SH SOLE SOLE
SANDISK CORP. 80004C101 1,789 14,600SH SHARED-DEFINED 02 SOLE
SANMINA CORP. 800907107 4,094 60,600SH SOLE SOLE
SANMINA CORP. 800907107 3,378 50,000SH SHARED-DEFINED 02 SOLE
SANTA FE SNYDER CORP. 80218K105 48 5,000SH SOLE SOLE
SANTA ISABEL S.A. - ADR 802233106 270 25,000SH SOLE SOLE
SAPIENT CORP COM 803062108 646 7,700SH SHARED-DEFINED 02 SOLE
SAPIENT CORP COM 803062108 2,139 25,500SH SOLE SOLE
SATYAM INFOWAY LTD. ADR 804099109 145 2,700SH SOLE SOLE
SBA COMMUNICATIONS CORPORATION 78388J106 1,773 40,300SH SOLE SOLE
SBA COMMUNICATIONS CORPORATION 78388J106 2,301 52,300SH SHARED-DEFINED 02 SOLE
SBC COMMUNICATIONS INC 78387G103 550 13,100SH SOLE SOLE
SBC COMMUNICATIONS INC 78387G103 1,113 26,500SH SHARED-DEFINED 02 SOLE
SCHERING PLOUGH CORP COM 806605101 3,940 107,200SH SHARED-DEFINED 02 SOLE
SCHERING PLOUGH CORP COM 806605101 2,132 58,000SH SOLE SOLE
SCHLUMBERGER LIMITED 806857108 14,535 190,000SH SOLE SOLE
SCIENT CORP. 80864H109 698 7,700SH SHARED-DEFINED 02 SOLE
SCIENT CORP. 80864H109 2,294 25,300SH SOLE SOLE
SCIENTIFIC-ATLANTA INC. 808655104 990 15,600SH SOLE SOLE
SCIENTIFIC-ATLANTA INC. 808655104 343 5,400SH SHARED-DEFINED 02 SOLE
SCIQUEST.COM INC. 80908Q107 196 7,600SH SOLE SOLE
SCIQUEST.COM INC. 80908Q107 62 2,400SH SHARED-DEFINED 02 SOLE
SDL INC. COM 784076101 1,639 7,700SH SHARED-DEFINED 02 SOLE
SDL INC. COM 784076101 6,706 31,500SH SOLE SOLE
SEAGATE TECHNOLOGY INC. 811804103 45,188 750,000SH SOLE SOLE
SEAGRAM CO. LTD. (THE) 811850106 59,587 1,005,930SH SOLE SOLE
SEPRACOR INC. COM 817315104 1,536 21,100SH SHARED-DEFINED 02 SOLE
SEPRACOR INC. COM 817315104 2,366 32,500SH SOLE SOLE
SHIRE PHARMACEUTICALS ADR 82481R106 3,044 59,400SH SHARED-DEFINED 02 SOLE
SHIRE PHARMACEUTICALS ADR 82481R106 4,520 88,200SH SOLE SOLE
SHOPNOW.COM INC. 82508R105 930 63,600SH SOLE SOLE
SHOPNOW.COM INC. 82508R105 629 43,000SH SHARED-DEFINED 02 SOLE
SIGMA-ALDRICH CORP. 826552101 32,943 1,225,800SH SOLE SOLE
SIMON PROPERTY GROUP INC. REIT 828806109 88 3,650SH SOLE SOLE
SK TELECOM CO LTD - ADR 7844OP108 1,454 37,290SH SOLE SOLE
SLM HOLDING CORPORATION 78442A109 9,308 279,425SH SOLE SOLE
SMARTFORCE PUBLIC LIMITED COMPANY 83170A206 2,115 46,100SH SOLE SOLE
SMARTFORCE PUBLIC LIMITED COMPANY 83170A206 3,541 77,200SH SHARED-DEFINED 02 SOLE
SOCIEDAD QUIMICA MINERA DE CHI SPON 833635105 30 1,100SH SHARED-DEFINED 02 SOLE
SOLECTRON CORPORATION 834182107 537 13,400SH SOLE SOLE
SOLECTRON CORPORATION 834182107 184 4,600SH SHARED-DEFINED 02 SOLE
SONICWALL INC. 835470105 2,492 37,400SH SOLE SOLE
SONICWALL INC. 835470105 1,366 20,500SH SHARED-DEFINED 02 SOLE
SOUTHERN PERU COPPER CORP COM 843611104 181 13,900SH SOLE SOLE
SOUTHERN PERU COPPER CORP COM 843611104 25 1,900SH SHARED-DEFINED 02 SOLE
SPANISH BROADCASTING SYSTEMS 846425882 2,071 88,300SH SHARED-DEFINED 02 SOLE
SPANISH BROADCASTING SYSTEMS 846425882 1,628 69,400SH SOLE SOLE
SPEEDWAY MOTORSPORTS INC. 847788106 1,219 48,900SH SOLE SOLE
SPEEDWAY MOTORSPORTS INC. 847788106 1,319 52,900SH SHARED-DEFINED 02 SOLE
SPIEKER PROPERTIES INC 848497103 62 1,400SH SOLE SOLE
ST ASSEMBLY TEST SERVICES INC 85227G102 437 9,000SH SHARED-DEFINED 02 SOLE
STAMPS.COM INC. 852857101 54,461 2,820,000SH SOLE SOLE
STAMPS.COM INC. 852857101 2,729 141,300SH SHARED-DEFINED 02 SOLE
STARMEDIA NETWORK INC. 855546107 225 7,500SH SOLE SOLE
STATE STREET CORP 857477103 3,231 33,350SH SHARED-DEFINED 02 SOLE
STATE STREET CORP 857477103 790 8,150SH SOLE SOLE
STERIS CORPORATION 859152100 3,075 300,000SH SOLE SOLE
STILLWATER MINING COMPANY 86074Q102 12 300SH SOLE SOLE
STMICROELECTRONICS NV - NY REG SHS 861012102 15,537 83,000SH SOLE SOLE
STRYKER CORPORATION 863667101 990 14,200SH SOLE SOLE
SUN MICROSYSTEMS INC. 866810104 5,613 59,900SH SOLE SOLE
SUN MICROSYSTEMS INC. 866810104 15,479 165,200SH SHARED-DEFINED 02 SOLE
SUNCOR ENERGY INC. 867229106 167,941 3,883,900SH SOLE SOLE
SUNSHINE MINING & REFINING CO 867833501 5 6,125SH SOLE SOLE
SYCAMORE NETWORKS INC. 871206108 1,393 10,800SH SOLE SOLE
SYCAMORE NETWORKS INC. 871206108 542 4,200SH SHARED-DEFINED 02 SOLE
SYMANTEC CORP. COM 871503108 3,313 44,100SH SHARED-DEFINED 02 SOLE
SYMANTEC CORP. COM 871503108 3,182 42,360SH SOLE SOLE
TAIWAN SEMICONDUCTOR-SP ADR 874039100 8,265 145,000SH SOLE SOLE
TALISMAN ENERGY INC. 87425E103 42,878 1,507,205SH SOLE SOLE
TARGET CORP 87612E106 1,510 20,200SH SOLE SOLE
TELE CENTRO SUL PARTICIPACOES S.A. 879239101 164 2,020SH SHARED-DEFINED 02 SOLE
TELE NORTE LESTE PARTICIPACOES S.A. 879246106 524 19,700SH SHARED-DEFINED 02 SOLE
TELECENTRO SUL PARTICIPA ADR 879239101 739 9,120SH SOLE SOLE
TELECOM ARGENTINA 879273209 80 2,300SH SHARED-DEFINED 02 SOLE
TELECOM. BRASILEIRAS TELEBRAS SPON ADR 879287308 2,964 19,800SH SHARED-DEFINED 02 SOLE
TELECOM. BRASILEIRAS TELEBRAS SPON ADR 879287308 2,709 18,100SH SOLE SOLE
TELECOMUNICACOES DE SAO PAULO 87929A102 4,367 147,100SH SOLE SOLE
TELECOMUNICACOES DE SAO PAULO 87929A102 172 5,800SH SHARED-DEFINED 02 SOLE
TELEFONICA DE ARGENTINA ADR 879378206 1,464 37,300SH SOLE SOLE
TELEFONICA DE ARGENTINA ADR 879378206 954 24,300SH SHARED-DEFINED 02 SOLE
TELEFONICA DE ESPANA S.A. ADS 879382208 110 1,474SH SOLE SOLE
TELEFONICA DE ESPANA S.A. ADS 879382208 3,646 48,861SH SHARED-DEFINED 02 SOLE
TELEFONOS DE MEXICO SA CV SER L ADR 879403780 663 9,900SH SHARED-DEFINED 02 SOLE
TELEFONOS DE MEXICO SA CV SER L ADR 879403780 4,167 62,200SH SOLE SOLE
TELEGLOBE INCORPORATED 87941V100 109,125 4,015,560SH SOLE SOLE
TELENORTE LESTE PARTICIP ADR 879246106 575 21,600SH SOLE SOLE
TELESP CELULAR PARTICIPA ADR 87952L108 833 14,700SH SOLE SOLE
TELLABS INC. COM 879664100 3,199 50,800SH SHARED-DEFINED 02 SOLE
TELLABS INC. COM 879664100 2,589 41,100SH SOLE SOLE
TENET HEALTHCARE CORPORATION 88033G100 920 40,000SH SOLE SOLE
TENNANT COMPANY 880345103 19,716 636,000SH SOLE SOLE
TERADYNE INC. 880770102 4,343 52,800SH SOLE SOLE
TERADYNE INC. 880770102 3,496 42,500SH SHARED-DEFINED 02 SOLE
TESCO CORPORATION 88157K101 12 1,800SH SOLE SOLE
TEVA PHARMACEUTICAL SPONS. ADR 881624209 358 9,600SH SOLE SOLE
TEXACO INC. COM 881694103 3,619 67,500SH SHARED-DEFINED 02 SOLE
TEXACO INC. COM 881694103 520 9,700SH SOLE SOLE
TEXAS INSTRUMENTS INC. 882508104 6,400 40,000SH SHARED-DEFINED 02 SOLE
TEXAS INSTRUMENTS INC. 882508104 108,576 678,600SH SOLE SOLE
THE CHEESECAKE FACTORY 163072101 520 12,500SH SHARED-DEFINED 02 SOLE
THE MONTANA POWER COMPANY 612085100 6,746 105,400SH SHARED-DEFINED 02 SOLE
THE ROSE CORPORATION 776908105 678 580,000SH SOLE SOLE
TIDEWATER INC. 886423102 4,005 125,900SH SOLE SOLE
TIME WARNER INC 887315109 3,550 35,500SH SOLE SOLE
TMP WORLDWIDE INC. 872941109 5,512 70,900SH SOLE SOLE
TMP WORLDWIDE INC. 872941109 2,239 28,800SH SHARED-DEFINED 02 SOLE
TOMMY HILFIGER CORP G8915Z102 218 15,000SH SOLE SOLE
TORONTO-DOMINION BANK 891160509 125,571 4,753,100SH SOLE SOLE
TOTAL FINA ELF SA SPON 89151E109 1,848 25,100SH SHARED-DEFINED 02 SOLE
TRANSACTIONS SYSTEMS ARCH. INC. 893416107 2,480 85,900SH SHARED-DEFINED 02 SOLE
TRANSACTIONS SYSTEMS ARCH. INC. 893416107 6,601 228,600SH SOLE SOLE
TRANSCANADA PIPELINES LIMITED 893526103 1,597 217,909SH SOLE SOLE
TRIZEC HAHN CORPORATION 896938107 27,618 1,841,200SH SOLE SOLE
TUBOS DE ACERO DE MEX-SP ADR 898592506 1,281 78,200SH SOLE SOLE
TUBOS DE ACERO DE MEX-SP ADR 898592506 147 9,000SH SHARED-DEFINED 02 SOLE
TUT SYSTEMS INC. 901103101 8,631 144,900SH SOLE SOLE
TUT SYSTEMS INC. 901103101 6,087 102,200SH SHARED-DEFINED 02 SOLE
TVX GOLD INC 87308K101 660 905,250SH SOLE SOLE
TYCO INTERNATIONAL LTD 902124106 110 2,200SH SOLE SOLE
UNIBANCO-SPONSORED GDR 90458E107 124 3,900SH SHARED-DEFINED 02 SOLE
UNIBANCO-SPONSORED GDR 90458E107 540 17,000SH SOLE SOLE
UNION CARBIDE CORPORATION 905581104 910 15,600SH SOLE SOLE
UNITED DOMINION INDUSTRIES LTD. 909914103 54,945 3,150,400SH SOLE SOLE
UNITED TECHNOLOGIES CORP. 913017109 5,396 85,400SH SOLE SOLE
UNITEDHEALTH GROUP INC. 910581107 1,276 21,400SH SOLE SOLE
UNUMPROVIDENT CORP. 91529Y106 3,084 181,400SH SOLE SOLE
USINTERNETWORKING INC. 917311805 1,273 32,850SH SOLE SOLE
USINTERNETWORKING INC. 917311805 471 12,150SH SHARED-DEFINED 02 SOLE
UST INC 902911106 13,530 865,900SH SOLE SOLE
USX-US STEEL GROUP 90337T101 38 1,500SH SOLE SOLE
VARCO INT'L INC. 922126107 10 800SH SOLE SOLE
VENTRO CORPORATION 922815105 1,285 22,700SH SOLE SOLE
VENTRO CORPORATION 922815105 396 7,000SH SHARED-DEFINED 02 SOLE
VERISIGN INC 92343E102 3,738 25,000SH SOLE SOLE
VERISIGN INC 92343E102 1,809 12,100SH SHARED-DEFINED 02 SOLE
VERITAS DGC INC. 92343P107 12,966 461,000SH SOLE SOLE
VERITAS SOFTWARE CORP. 923436109 2,742 20,929SH SOLE SOLE
VERTEX PHARMACEUTICALS INC 92532F100 27,553 588,575SH SOLE SOLE
VIA NET.WORKS INC. 925912107 353 13,300SH SOLE SOLE
VIA NET.WORKS INC. 925912107 244 9,200SH SHARED-DEFINED 02 SOLE
VIATEL INC. 925529208 1,365 27,200SH SOLE SOLE
VIATEL INC. 925529208 768 15,300SH SHARED-DEFINED 02 SOLE
VINA CONCHA Y TORO SA-ADR 927191106 21 550SH SOLE SOLE
VIRATA CORP. 927646109 2,477 24,800SH SHARED-DEFINED 02 SOLE
VIRATA CORP. 927646109 1,948 19,500SH SOLE SOLE
VISTA GOLD CORP. 927926105 11 100,000SH SOLE SOLE
VISUAL NETWORKS INC 928444108 69,763 1,229,300SH SOLE SOLE
VISUAL NETWORKS INC 928444108 4,449 78,400SH SHARED-DEFINED 02 SOLE
VITESSE SEMICONDUCTOR CORP 928497106 6,535 67,900SH SHARED-DEFINED 02 SOLE
VITESSE SEMICONDUCTOR CORP 928497106 193 2,000SH SOLE SOLE
VODAFONE AIRTOUCH PLC ADR 92857T107 5,545 99,800SH SOLE SOLE
VOICESTREAM WIRELESS CORP 928615103 3,220 25,000SH SOLE SOLE
VOICESTREAM WIRELESS CORP 928615103 644 5,000SH SHARED-DEFINED 02 SOLE
VORNADO REALTY TRUST REIT 929042109 84 2,500SH SOLE SOLE
WAL MART STORES INC. COM 931142103 2,847 51,300SH SHARED-DEFINED 02 SOLE
WAL MART STORES INC. COM 931142103 2,148 38,700SH SOLE SOLE
WARNER-LAMBERT CO 934488107 2,652 27,200SH SOLE SOLE
WASHINGTON MUTUAL INC 939322103 16,355 617,175SH SOLE SOLE
WEATHERFORD INTERNATIONAL INC. 947074100 5,280 89,600SH SHARED-DEFINED 02 SOLE
WEATHERFORD INTERNATIONAL INC. 947074100 4,025 68,300SH SOLE SOLE
WEBTRENDS CORP. 94844D104 7,661 106,400SH SOLE SOLE
WEBTRENDS CORP. 94844D104 7,423 103,100SH SHARED-DEFINED 02 SOLE
WELLPOINT HEALTH NETWORKS 94973H108 971 13,900SH SOLE SOLE
WENDY'S INTERNATIONAL INC. 950590109 3,533 175,000SH SOLE SOLE
WESTCOAST ENERGY INC. 95751D102 7,021 420,800SH SOLE SOLE
WESTERN STAR TRUCK HLDGS LTD 95960H100 1,110 75,200SH SOLE SOLE
WINSTAR COMMUNICATIONS INC. COM 975515107 4,758 79,300SH SHARED-DEFINED 02 SOLE
WINSTAR COMMUNICATIONS INC. COM 975515107 5,232 87,200SH SOLE SOLE
WORLDCOM INC 98157D106 21,878 482,825SH SOLE SOLE
WRIGLEY JR COMPANY 982526105 3,725 48,500SH SHARED-DEFINED 02 SOLE
WRIGLEY JR COMPANY 982526105 5,423 70,600SH SOLE SOLE
XEROX CORPORATION 984121103 3,198 123,000SH SOLE SOLE
XILINX INC. 983919101 3,660 44,200SH SOLE SOLE
XILINX INC. 983919101 7,358 88,850SH SHARED-DEFINED 02 SOLE
YAHOO! INC. 984332106 1,360 7,934SH SHARED-DEFINED 02 SOLE
YAHOO! INC. 984332106 4,149 24,212SH SOLE SOLE
Total 10,075,48 288,068,654
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