UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F
FORM 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: June 30, 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 August 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: 896
Form 13F Information Table Value Total: $10,099,294
List of Other Included Managers:
No. 13F File Number Name
02 28-2609 Mackenzie Investment Management Inc.
AS AT: JUNE 30, 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
A.G. EDWARDS INC. 281760108 34,457 883,500SH SOLE 02 SOLE
ABBOTT LABORATORIES 002824100 10,040 225,300SH SOLE 02 SOLE
ABER RESOURCES LTD. 002916104 6,266 980,800SH SOLE 02 SOLE
ABITIBI-CONSOLIDATED INC. 003924107 152,109 16,364,654SH SOLE 02 SOLE
ABM INDUSTRIES INC. 000957100 12,984 564,500SH SOLE 02 SOLE
ABOUT.COM INC. 003736105 33,107 1,051,000SH SOLE 02 SOLE
ABOUT.COM, INC. 003736105 1,685 53,500SH SHARED-DEFINED 02 SOLE
ACCRUE SOFTWARE 00437W102 2,183 61,500SH SHARED-DEFINED 02 SOLE
ACCRUE SOFTWARE INC. 00437W102 3,415 96,200SH SOLE 02 SOLE
ACTIVE SOFTWARE INC 00504E100 1,243 16,000SH SHARED-DEFINED 02 SOLE
ACTIVE SOFTWARE INC. 00504E100 4,770 61,400SH SOLE 02 SOLE
ACTUATE CORPORATION 00508B102 3,405 63,800SH SOLE 02 SOLE
ACTUATE CORPORATION 00508B102 2,487 46,600SH SHARED-DEFINED 02 SOLE
ADAPTEC INC. 00651F108 6,825 300,000SH SOLE 02 SOLE
ADOBE SYSTEMS INC. 00724F101 2,574 19,800SH SOLE 02 SOLE
ADOBE SYSTEMS INCORPORATED 00724F101 5,519 42,450SH SHARED-DEFINED 02 SOLE
ADVANCED ENERGY INDUSTRIES INC. 007973100 18,035 306,000SH SOLE 02 SOLE
ADVANCED FIBRE COMMUNICATION 00754A105 6,357 140,300SH SOLE 02 SOLE
ADVANCED FIBRE COMMUNICATIONS COM 00754A105 4,110 90,700SH SHARED-DEFINED 02 SOLE
AETNA INC 008117103 128 2,000SH SOLE 02 SOLE
AFFYMETRIX INC 00826T108 2,379 14,408SH SOLE 02 SOLE
AGILENT TECHNOLOGIES INC. 00846U101 7,001 94,925SH SOLE 02 SOLE
AGILENT TECHNOLOGIES, INC. 00846U101 2,983 40,451SH SHARED-DEFINED 02 SOLE
AGNICO-EAGLE MINES LTD. 008474108 14,079 2,239,500SH SOLE 02 SOLE
AGRIUM INC 008916108 11,170 1,301,057SH SOLE 02 SOLE
AIR CANADA CLASS A N.V. SHARES 008911307 1,989 167,218SH SOLE 02 SOLE
AK STEEL HOLDING CORP 001547108 4,337 542,131SH SOLE 02 SOLE
AKAMAI TECHNOLOGIES 00971T101 2,357 19,854SH SOLE 02 SOLE
AKAMAI TECHNOLOGIES, INC. 00971T101 2,910 24,509SH SHARED-DEFINED 02 SOLE
ALBERTA ENERGY COMPANY LTD. 012873105 36,962 914,340SH SOLE 02 SOLE
ALBERTO-CULVER CO. CL. A 013068200 4,449 169,500SH SOLE 02 SOLE
ALCAN ALUMINIUM LIMITED 013716105 136,515 4,390,125SH SOLE 02 SOLE
ALCATEL SA ADR 013904305 419 6,300SH SHARED-DEFINED 02 SOLE
ALCOA INC. 013817101 800 27,600SH SOLE 02 SOLE
ALGOMA STEEL INC. 01566M105 2,726 2,520,000SH SOLE 02 SOLE
ALKERMES INC 01642T108 2,055 43,600SH SOLE 02 SOLE
ALKERMES INC COM 01642T108 2,003 42,500SH SHARED-DEFINED 02 SOLE
ALLEGIANCE TELECOM INC. 01747T102 3,674 57,400SH SOLE 02 SOLE
ALLEGIANCE TELECOM INC. 01747T102 2,726 42,600SH SHARED-DEFINED 02 SOLE
ALLIANCE FOREST PRODUCTS INC. 01859J108 6,214 510,722SH SOLE 02 SOLE
ALLOS THERAPEUTICS INC. 019777101 1,023 104,900SH SOLE 02 SOLE
ALLOS THERAPEUTICS INC. 019777101 712 73,000SH SHARED-DEFINED 02 SOLE
ALLOY ONLINE INC 019855105 1,468 130,500SH SOLE 02 SOLE
ALLOY ONLINE INC. 019855105 1,593 141,600SH SHARED-DEFINED 02 SOLE
ALLSCRIPTS INC. 019886100 1,194 51,900SH SOLE 02 SOLE
ALLSCRIPTS INC. 019886100 860 37,400SH SHARED-DEFINED 02 SOLE
ALLTEL CORP. 020039103 2,806 45,300SH SOLE 02 SOLE
ALLTEL CORPORATION 020039103 6,243 100,800SH SHARED-DEFINED 02 SOLE
ALTERA CORP COM 021441100 4,332 42,500SH SHARED-DEFINED 02 SOLE
ALTERA CORPORATION 021441100 1,978 19,400SH SOLE 02 SOLE
AMB PROPERTY CORP 00163T109 183 8,000SH SOLE 02 SOLE
AMDOCS LTD G02602103 890 11,600SH SHARED-DEFINED 02 SOLE
AMDOCS LTD. G02602103 17,780 231,659SH SOLE 02 SOLE
AMERICA ONLINE INC. 02364J104 103,005 1,952,700SH SOLE 02 SOLE
AMERICA ONLINE, INC. 02364J104 797 15,100SH SHARED-DEFINED 02 SOLE
AMERICAN EXPRESS CO. 025816109 76,118 1,460,300SH SOLE 02 SOLE
AMERICAN GENERAL CORP. 026351106 92 1,500SH SOLE 02 SOLE
AMERICAN HOME PRODUCTS CORP. 026609107 2,222 37,815SH SOLE 02 SOLE
AMERICAN INTERNATIONAL GROUP INC. 026874107 2,092 17,800SH SOLE 02 SOLE
AMERICAN POWER CONVERSION CORP. 029066107 32,238 789,900SH SOLE 02 SOLE
AMERICAN PWR CONVERSION CORP COM 029066107 5,632 138,000SH SHARED-DEFINED 02 SOLE
AMERICAN TOWER CORP 029912201 792 19,000SH SHARED-DEFINED 02 SOLE
AMERICAN TOWER SYSTEMS A SHS. 029912201 2,835 68,000SH SOLE 02 SOLE
AMFM INC. 01693100 3,974 57,600SH SOLE 02 SOLE
AMGEN INC. 031162100 28,116 400,225SH SOLE 02 SOLE
AMR CORP. 01765106 582 22,000SH SOLE 02 SOLE
ANALOG DEVICES INC COM 032654105 5,601 73,700SH SHARED-DEFINED 02 SOLE
ANALOG DEVICES INC. 032654105 65,231 858,300SH SOLE 02 SOLE
ANESTA CORP COM 034603100 890 35,800SH SHARED-DEFINED 02 SOLE
ANESTA CORP. 034603100 2,184 87,800SH SOLE 02 SOLE
ANGLOGOLD LIMITED SPONS ADR 035128206 4,385 213,228SH SOLE 02 SOLE
ANHEUSER BUSCH COS. INC. 035229103 2,099 28,100SH SOLE 02 SOLE
ANHEUSER-BUSCH COMPANIES, INC. 035229103 4,048 54,200SH SHARED-DEFINED 02 SOLE
ANTEC CORP. 03664P105 1,530 36,800SH SOLE 02 SOLE
ANTEC CORPORATION 03664P105 569 13,700SH SHARED-DEFINED 02 SOLE
ANTENNA TV S.A. SPONS. ADR 03672N100 268 17,300SH SOLE 02 SOLE
APARTMENT INVEST & MGMT CO. 03748R101 87 2,000SH SOLE 02 SOLE
APPLE COMPUTER INC 037833100 6,918 132,100SH SHARED-DEFINED 02 SOLE
APPLE COMPUTER INC. 037833100 2,933 56,000SH SOLE 02 SOLE
APPLIED MATERIALS INC 038222105 116,073 1,280,801SH SOLE 02 SOLE
APPLIED MATERIALS INC. 0308222105 7,309 80,659SH SHARED-DEFINED 02 SOLE
APPLIED MICRO CIRCUITS 03822W109 3,249 32,900SH SHARED-DEFINED 02 SOLE
APPLIED MICRO CIRCUITS CORP 03822W109 4,898 49,600SH SOLE 02 SOLE
APPNET INC. 03831Q101 1,732 48,100SH SOLE 02 SOLE
APPNET, INC 03831Q101 1,199 33,300SH SHARED-DEFINED 02 SOLE
ARACRUZ CELULOSE S A ADR CL B 038496204 508 26,300SH SOLE 02 SOLE
ARCH COAL INC. 039380100 1,854 241,200SH SOLE 02 SOLE
ARIBA INC 04033V104 775 7,900SH SHARED-DEFINED 02 SOLE
ARIBA INC. 04033V104 2,843 29,000SH SOLE 02 SOLE
ART TECHNOLOGY GROUP INC. 04289L107 101,937 1,009,900SH SOLE 02 SOLE
ART TECHNOLOGY GROUP, INC. 04289L107 6,480 64,200SH SHARED-DEFINED 02 SOLE
ASA LIMITED 002050102 68 4,200SH SOLE 02 SOLE
ASIA PULP & PAPER - ADR WRTS 2000/07/27 04516V209 0 3,000SH SOLE 02 SOLE
ASIA SATELLITE TELECOMMUNCNT SPON 04516X106 137 4,000SH SHARED-DEFINED 02 SOLE
ASM LITHOGRAPHY HLD NV N07059111 3,613 81,900SH SHARED-DEFINED 02 SOLE
ASM LITHOGRAPHY HOLDING NV N07059111 23,404 530,400SH SOLE 02 SOLE
ASSOCIATES FIRST CAPITAL CORP CL A 046008108 181 8,100SH SOLE 02 SOLE
ASTRAZENECA PLC SPONS ADR 046353108 1,780 38,288SH SOLE 02 SOLE
AT & T CORP 001957109 3,399 107,500SH SHARED-DEFINED 02 SOLE
AT&T CORP. 001957109 3,033 95,900SH SOLE 02 SOLE
AT&T LIBERTY MEDIA GROUP CL. A 001957208 822 33,900SH SOLE 02 SOLE
AT&T WIRELESS GROUP 001957406 128 4,600SH SOLE 02 SOLE
AUTODESK INC 052769106 5,897 170,000SH SOLE 02 SOLE
AVANEX CORP. 05348W109 2,970 31,100SH SOLE 02 SOLE
AVANEX CORPORATION 05348W109 2,302 24,100SH SHARED-DEFINED 02 SOLE
AVID TECHNOLOGY 05367P100 29,777 2,481,450SH SOLE 02 SOLE
AVX CORPORATION 002444107 26,447 1,153,000SH SOLE 02 SOLE
AWARE INC MASS COM 05453N100 4,136 80,900SH SHARED-DEFINED 02 SOLE
AWARE INC. 05453N100 5,982 117,000SH SOLE 02 SOLE
AZCO MINING INC. 054774104 223 200,000SH SOLE 02 SOLE
BAE SYSTEMS CANADA 055231104 1,278 90,000SH SOLE 02 SOLE
BALDOR ELECTRIC CO. 057741100 29,650 1,591,966SH SOLE 02 SOLE
BALLARD POWER SYSTEMS INC. 05858H104 26,206 289,300SH SOLE 02 SOLE
BANCO GALICIA Y BUENO-SP ADR 059538207 237 16,000SH SOLE 02 SOLE
BANCO SANTANDER CHILE SPON 05965F108 16 1,000SH SHARED-DEFINED 02 SOLE
BANCO SANTANDER-CHILE-SP-ADR 05965F108 256 16,000SH SOLE 02 SOLE
BANK OF AMERICA CORP. 060505104 3,367 78,310SH SOLE 02 SOLE
BANK OF AMERICA CORPORATION 060505104 4,410 102,550SH SHARED-DEFINED 02 SOLE
BANK OF MONTREAL 063671101 302,667 7,163,720SH SOLE 02 SOLE
BANK OF NEW YORK CO INC 064057102 6,026 129,600SH SOLE 02 SOLE
BARRICK GOLD CORPORATION 067901108 12,734 704,200SH SOLE 02 SOLE
BATTLE MOUNTAIN CANADA LTD. 071900104 12,054 5,660,900SH SOLE 02 SOLE
BATTLE MOUNTAIN GOLD CO. CL A 071593107 263 120,000SH SOLE 02 SOLE
BAUSCH & LOMB INC 071707103 26,609 343,900SH SOLE 02 SOLE
BCE INC. 05534B109 49,531 2,087,500SH SOLE 02 SOLE
BEA SYSTEMS INC. 073325102 4,316 87,300SH SOLE 02 SOLE
BEA SYSTEMSINC 073325102 1,117 22,600SH SHARED-DEFINED 02 SOLE
BEASLEY BROADCAST GROUP INC. CL. A 074014101 2,226 163,400SH SOLE 02 SOLE
BEASLEY BROADCAST GROUP, INC. 074014101 2,882 211,600SH SHARED-DEFINED 02 SOLE
BECTON DICKINSON & COMPANY 075887109 4,888 170,400SH SOLE 02 SOLE
BELL ATLANTIC CORP 077853109 2,337 46,000SH SOLE 02 SOLE
BELL ATLANTIC CORP 077853109 3,115 61,300SH SHARED-DEFINED 02 SOLE
BELLSOUTH CORP 079860102 2,843 66,700SH SOLE 02 SOLE
BELLSOUTH CORP COM 079860102 5,251 123,200SH SHARED-DEFINED 02 SOLE
BERKSHIRE HATHAWAY INC - CL A 084670108 347,978 6,468SH SOLE 02 SOLE
BERKSHIRE HATHAWAY INC - CL B 084670207 12,457 7,078SH SOLE 02 SOLE
BEST BUY CO. 086516101 6,749 106,700SH SHARED-DEFINED 02 SOLE
BEST BUY COMPANY INC 086516101 3,321 52,500SH SOLE 02 SOLE
BETHLEHEM STEEL CORPORATION 087509105 2,168 608,700SH SOLE 02 SOLE
BIOCHEM PHARMA INC. 09058T108 13,251 541,500SH SOLE 02 SOLE
BIRMINGHAM STEEL CORP 091250100 19 5,000SH SOLE 02 SOLE
BJ SERVICES CO 055482103 4,188 67,000SH SOLE 02 SOLE
BJ SERVICES COMPANY 055482103 5,763 92,200SH SHARED-DEFINED 02 SOLE
BJ'S WHOLESALE CLUB INC. 05548J106 1,980 60,000SH SOLE 02 SOLE
BLACK & DECKER CORP. 091797100 9,379 238,585SH SOLE 02 SOLE
BOSTON SCIENTIFIC CORP 101137107 5,704 260,000SH SOLE 02 SOLE
BP AMOCO PLC - SPON ADR 055622104 4,604 81,400SH SHARED-DEFINED 02 SOLE
BP AMOCO PLC SPONS ADR 055622104 2,161 38,200SH SOLE 02 SOLE
BRASCAN CORP. CL. A 10549P606 144,945 12,322,725SH SOLE 02 SOLE
BRASIL DISTR PAO ACU-ADR 20440T201 43 1,335SH SOLE 02 SOLE
BRASIL TELECOM PARTICIPACOES SA ADR 879239101 754 10,320SH SOLE 02 SOLE
BRE PROPERTIES CL. A 05564E106 65 2,250SH SOLE 02 SOLE
BRISTOL MYERS SQUIBB CO COM 110122108 6,230 106,950SH SHARED-DEFINED 02 SOLE
BRISTOL-MYERS SQUIBB 110122108 62,592 1,074,538SH SOLE 02 SOLE
BROADCOM CORP CL. A 111320107 2,693 12,300SH SOLE 02 SOLE
BROADCOM CORPORATION 111320107 832 3,800SH SHARED-DEFINED 02 SOLE
BROADVISION INC. 111412102 2,302 45,300SH SOLE 02 SOLE
BROADVISION, INC. 111412102 686 13,500SH SHARED-DEFINED 02 SOLE
BROCADE COMMUNICATIONS SYSTEMS INC. 111621108 3,138 17,100SH SOLE 02 SOLE
BROCADE COMMUNICATIONS SYSTEMS, INC 111621108 1,027 5,600SH SHARED-DEFINED 02 SOLE
CACHEFLOW INC, 126946102 4,820 78,300SH SOLE 02 SOLE
CACHEFLOW INC. 126946102 3,503 56,900SH SHARED-DEFINED 02 SOLE
CALGON CARBON CORP. 129603106 39 5,000SH SOLE 02 SOLE
CAMCO INC. 132626102 221 90,000SH SOLE 02 SOLE
CAMECO CORP. 13321L108 1,319 107,800SH SOLE 02 SOLE
CAMPBELL RESOURCES INC. 134422609 193 113,938SH SOLE 02 SOLE
CANADA SOUTHERN PETROLEUM LTD. RVS 135231108 2,446 375,000SH SOLE 02 SOLE
CANADIAN IMPERIAL BANK OF COMMERCE 136069101 177,275 6,451,200SH SOLE 02 SOLE
CANADIAN NATIONAL RAILWAY CO. 136375102 12,537 430,300SH SOLE 02 SOLE
CANADIAN OCCIDENTAL PETROLEUM LTD. 136420106 2,071 76,300SH SOLE 02 SOLE
CANADIAN PACIFIC LIMITED 135923100 116,284 4,479,630SH SOLE 02 SOLE
CANTV CIA ANONIMA TELEF - ADR 204421101 304 11,200SH SHARED-DEFINED 02 SOLE
CARDINAL HEALTH INC 14149Y108 1,258 17,000SH SOLE 02 SOLE
CARNIVAL CORP. 143658102 6,343 325,300SH SOLE 02 SOLE
CATELLUS DEVELOPMENT CORP. 149111106 64 4,250SH SOLE 02 SOLE
CATERPILLAR INC. 149123101 3,990 117,800SH SOLE 02 SOLE
C-COR.NET CORP. 125010108 1,202 44,500SH SOLE 02 SOLE
C-COR.NET CORP. 125010108 826 30,600SH SHARED-DEFINED 02 SOLE
CELESTICA INC. 15101Q108 52,931 1,086,000SH SOLE 02 SOLE
CHARTERED SEMICONDUCTOR 16133R106 260 7,400SH SHARED-DEFINED 02 SOLE
CHASE MANHATTAN CORP (NEW) 16161A108 2,897 62,900SH SOLE 02 SOLE
CHASE MANHATTAN CORP NEW COM 16161A108 5,677 123,250SH SHARED-DEFINED 02 SOLE
CHECK POINT SOFTWARE TECH. 162825103 1,080 5,100SH SOLE 02 SOLE
CHECKFREE CORP. 162813109 1,743 33,800SH SOLE 02 SOLE
CHECKFREE HOLDINGS CORPORATION 162816102 526 10,200SH SHARED-DEFINED 02 SOLE
CHEVRON CORP. 166751107 2,909 34,300SH SOLE 02 SOLE
CHEVRON CORPORATION 166751107 4,274 50,400SH SHARED-DEFINED 02 SOLE
CIA CERVEJARIA BRAHMA ADR 20440X103 116 6,800SH SHARED-DEFINED 02 SOLE
CIA PARANAENSE DE ENERGETICA ADR 20441B407 373 40,000SH SOLE 02 SOLE
CIA TELECOM CHILE SP.ADR 204449300 1,339 73,875SH SOLE 02 SOLE
CIENA CORP 171779101 4,434 26,600SH SOLE 02 SOLE
CIENA CORP COM 171779101 933 5,600SH SHARED-DEFINED 02 SOLE
CINRAM INTERNATIONAL INC. 17252T105 3,304 520,000SH SOLE 02 SOLE
CIRCUIT CITY STORES - CIRCUIT CITY GROUP 172737108 758 22,700SH SOLE 02 SOLE
CISCO SYS INC COM 17275R102 29,473 463,700SH SHARED-DEFINED 02 SOLE
CISCO SYSTEMS INC. 17275R102 40,083 630,600SH SOLE 02 SOLE
CIT GROUP INC. CL. A 125577106 96 5,900SH SOLE 02 SOLE
CITIGROUP INC. 172967101 63,071 1,046,814SH SOLE 02 SOLE
CITIGROUP INC. 172967101 5,805 96,350SH SHARED-DEFINED 02 SOLE
CLARENT CORP. 180461105 72,422 1,012,900SH SOLE 02 SOLE
CLARENT CORPORATION 180461105 5,227 73,100SH SHARED-DEFINED 02 SOLE
CMGI INC 125750109 1,654 36,100SH SOLE 02 SOLE
CMGI INC. 125750109 531 11,600SH SHARED-DEFINED 02 SOLE
CNET NETWORKS INC. 12613R104 1,005 40,900SH SOLE 02 SOLE
CNET NETWORKS, INC 12613R104 332 13,500SH SHARED-DEFINED 02 SOLE
COCA-COLA FEMSA S A DE CV ADR 191241108 698 37,000SH SOLE 02 SOLE
COEUR D'ALENE MINES 192108108 1,504 617,000SH SOLE 02 SOLE
COGNOS INCORPORATED 19244C109 39,059 944,100SH SOLE 02 SOLE
COLGATE-PALMOLIVE CO. 194162103 2,712 45,300SH SOLE 02 SOLE
COLGATE-PALMOLIVE COMPANY 194162103 5,568 93,000SH SHARED-DEFINED 02 SOLE
COMINCO LTD. 200435105 19,214 1,396,700SH SOLE 02 SOLE
COMMERCE GROUP INC 200641108 3,499 118,600SH SOLE 02 SOLE
COMMERCE ONE INC. 200693109 1,716 37,800SH SOLE 02 SOLE
COMMERCE ONE, INC. 200693109 890 19,600SH SHARED-DEFINED 02 SOLE
COMPANIA DE TELECOMUNICS CHILE SPNS 204449300 87 4,800SH SHARED-DEFINED 02 SOLE
COMPUTER ASSOCIATES INTERNATIONAL INC 204912109 17,972 351,100SH SOLE 02 SOLE
COMVERSE TECHNOLOGY INC 205862402 8,984 96,600SH SOLE 02 SOLE
COMVERSE TECHNOLOGY INC 205862402 7,068 76,000SH SHARED-DEFINED 02 SOLE
CONCERO INC 206018103 876 71,500SH SOLE 02 SOLE
CONCERO, INC 206018103 262 21,400SH SHARED-DEFINED 02 SOLE
CONCORD COMMUNICATIONS INC 206186108 2,524 63,300SH SHARED-DEFINED 02 SOLE
CONCORD COMMUNICATIONS INC. 206186108 3,732 93,600SH SOLE 02 SOLE
CONCORD EFS INC. 206197105 3,394 130,550SH SOLE 02 SOLE
CONCORD EFS, INC. 206197105 3,197 122,950SH SHARED-DEFINED 02 SOLE
CONEXANT SYSTEMS INC. 207142100 20,028 411,885SH SOLE 02 SOLE
CONEXANT SYSTEMS, INC. 207142100 676 13,900SH SHARED-DEFINED 02 SOLE
COPPER MOUNTAIN NETWORKS INC 217510106 731 8,300SH SHARED-DEFINED 02 SOLE
COPPER MOUNTAIN NETWORKS INC. 217510106 2,855 32,400SH SOLE 02 SOLE
CORE LABORATORIES N.V. N22717107 4,565 157,400SH SOLE 02 SOLE
CORE LABORATORIES N.V. N22717107 6,052 208,700SH SHARED-DEFINED 02 SOLE
CORNING INCORPORATED 219350105 216 800SH SOLE 02 SOLE
COSTCO WHOLESALE CORPORATION 22160K105 33 1,000SH SOLE 02 SOLE
CREDENCE SYS CORP 225302108 635 11,500SH SHARED-DEFINED 02 SOLE
CREDENCE SYSTEMS CORPORATION 225302108 2,208 40,000SH SOLE 02 SOLE
CREDICORP LTD COM G2519Y108 47 5,273SH SHARED-DEFINED 02 SOLE
CREDICORP LTD ADR G2519Y108 219 24,286SH SOLE 02 SOLE
CRISTALERIAS DE CHILE S A SPON 226714103 107 6,500SH SHARED-DEFINED 02 SOLE
CRISTALERIAS DE CHILE-SPON.ADR. 226714103 528 32,000SH SOLE 02 SOLE
CRITICAL PATH INC. 22674V100 2,391 41,000SH SOLE 02 SOLE
CRITICAL PATH, INC. 22674V100 3,055 52,400SH SHARED-DEFINED 02 SOLE
CROSS TIMBERS OIL CO 227573102 2,128 96,200SH SHARED-DEFINED 02 SOLE
CROSS TIMBERS OIL CO. 227573102 1,566 70,800SH SOLE 02 SOLE
CROWN CASTLE INTL CORP 228227104 7,369 201,900SH SHARED-DEFINED 02 SOLE
CROWN CASTLE INT'L CORP. 228227104 52,856 1,448,100SH SOLE 02 SOLE
CTS CORP 126501105 3,798 84,400SH SOLE 02 SOLE
CYPRESS COMMUNICATIONS 232743104 930 128,300SH SHARED-DEFINED 02 SOLE
CYPRESS COMMUNICATIONS INC. 232743104 1,223 168,700SH SOLE 02 SOLE
CYSIVE INC. 23281T108 1,996 83,600SH SOLE 02 SOLE
CYTYC CORP COM 232946103 3,538 66,300SH SHARED-DEFINED 02 SOLE
CYTYC CORPORATION 232946103 18,617 348,800SH SOLE 02 SOLE
DANAHER CORP 235851102 90,861 1,837,900SH SOLE 02 SOLE
DE BEERS CONSOLIDATED MINES ADR 240253302 81,523 3,353,125SH SOLE 02 SOLE
DELL COMPUTER CORP 247025109 4,335 87,900SH SOLE 02 SOLE
DELL COMPUTER CORPORATION 247025109 5,745 116,500SH SHARED-DEFINED 02 SOLE
DELTA-GALIL INDUSTRIES LTD. ADR 247637101 439 20,200SH SOLE 02 SOLE
DENDRITE INTERNATIONAL INC. 248239105 6,256 187,800SH SOLE 02 SOLE
DENDRITE INTL INC COM 248239105 6,505 195,300SH SHARED-DEFINED 02 SOLE
DENTSPLY INTERNATIONAL INC 249030107 20,694 671,600SH SOLE 02 SOLE
DESC S.A. -SPONS ADR 250309101 106 8,200SH SOLE 02 SOLE
DEVON ENERGY CORPORATION 25179M103 1,410 25,100SH SOLE 02 SOLE
DEVON ENERGY CORPORATION 25179M103 1,916 34,100SH SHARED-DEFINED 02 SOLE
DIA MET MINERALS LTD. CL. B 25243K307 338 25,000SH SOLE 02 SOLE
DIAMOND TECH PARTNERS INC 252762109 1,346 15,300SH SOLE 02 SOLE
DIAMOND TECH PARTNERS INC. 252762109 1,593 18,100SH SHARED-DEFINED 02 SOLE
DIGEX INC. 253756100 3,098 45,600SH SOLE 02 SOLE
DIGEX, INC. 253756100 2,038 30,000SH SHARED-DEFINED 02 SOLE
DIGITAL INSIGHT CORP. 25385P106 2,528 74,359SH SOLE 02 SOLE
DIGITAL INSIGHT CORPORATION 25385P106 1,131 33,276SH SHARED-DEFINED 02 SOLE
DIONEX CORPORATION 254546104 1,955 73,100SH SOLE 02 SOLE
DITECH COMMUNICATIONS CORP. 25500M103 9,220 97,500SH SOLE 02 SOLE
DITECH COMMUNICATIONS CORPORATION 25500M103 6,704 70,900SH SHARED-DEFINED 02 SOLE
DOLLAR TREE STORES INC 256747106 3,381 85,462SH SOLE 02 SOLE
DOLLAR TREE STORES INC 256747106 4,686 118,463SH SHARED-DEFINED 02 SOLE
DOMTAR INC. 257561100 3,421 368,100SH SOLE 02 SOLE
DONALDSON CO. LTD. 257651109 13,219 669,300SH SOLE 02 SOLE
DOUBLECLICK INC 258609304 1,276 33,460SH SOLE 02 SOLE
DOUBLECLICK INC. 258609304 365 9,570SH SHARED-DEFINED 02 SOLE
DSET CORP. 262504103 2,363 77,800SH SHARED-DEFINED 02 SOLE
DSET CORPORATION 262504103 4,896 161,200SH SOLE 02 SOLE
DTE ENERGY COMPANY 233331107 1,925 63,000SH SOLE 02 SOLE
E.PIPHANY INC. 26881V100 61,290 571,800SH SOLE 02 SOLE
E.PIPHANY, INC. 26881V100 2,476 23,100SH SHARED-DEFINED 02 SOLE
EBAY INC 278642103 2,363 43,500SH SOLE 02 SOLE
EBAY INC 278642103 652 12,000SH SHARED-DEFINED 02 SOLE
ECOLAB INC. 278865100 54,660 1,399,300SH SOLE 02 SOLE
ELECTROGLAS INC. 285324109 4,085 190,000SH SOLE 02 SOLE
ELECTRONIC ARTS INC. 285512109 7,914 108,510SH SOLE 02 SOLE
ELECTRONIC DATA SYSTEMS CORP 285661104 13,060 316,600SH SOLE 02 SOLE
EMBRATEL PARTICIPACOES ADR 29081N100 945 40,000SH SOLE 02 SOLE
EMBRATEL PARTICIPACOES S.A. 29081N100 262 11,100SH SHARED-DEFINED 02 SOLE
EMC CORP 268648102 30,275 393,500SH SOLE 02 SOLE
EMC CORPORATION/MASS 268648102 7,016 91,200SH SHARED-DEFINED 02 SOLE
EMCO LIMITED 290839109 1,115 300,000SH SOLE 02 SOLE
EMISPHERE TECHNOLOGIES INC. 291345106 2,071 48,600SH SOLE 02 SOLE
EMISPHERE TECHNOLOGIES, INC. 291345106 2,743 64,400SH SHARED-DEFINED 02 SOLE
EMMIS COMMUNICATIONS CORPORATION 291525103 2,168 52,400SH SHARED-DEFINED 02 SOLE
EMMIS COMMUNICATIONS-CL.A 291525103 1,874 45,300SH SOLE 02 SOLE
EMPRESA NACIONAL DE ELCTRCIDAD SPON 29244T101 31 2,793SH SHARED-DEFINED 02 SOLE
EMPRESA NACIONAL ELEC - CH ADR 29244T101 403 36,425SH SOLE 02 SOLE
ENDESA SA 29258N107 1,266 64,900SH SHARED-DEFINED 02 SOLE
ENERSIS S.A. -SPONS ADR 29274F104 459 23,000SH SOLE 02 SOLE
ENSCO INTERNATIONAL INC 26874Q100 1,167 32,600SH SOLE 02 SOLE
ENSCO INTL INC COM 26874Q100 1,529 42,700SH SHARED-DEFINED 02 SOLE
ENTRUST TECHNOLOGIES INC 293848107 4,013 48,500SH SHARED-DEFINED 02 SOLE
ENTRUST TECHNOLOGIES INC. 293848107 5,453 65,900SH SOLE 02 SOLE
EOG RESOURCES INC. 26875P101 1,474 44,000SH SOLE 02 SOLE
EOG RESOURCES, INC. 26875P101 2,003 59,800SH SHARED-DEFINED 02 SOLE
ESSEX PROPERTY TRUST INC 297178105 84 2,000SH SOLE 02 SOLE
E-TEK DYNAMICS INC. 269240107 4,300 16,300SH SOLE 02 SOLE
E-TEK DYNAMICS, INC. 269240107 1,293 4,900SH SHARED-DEFINED 02 SOLE
EXFO ELECTRO-OPTICAL ENGINEERING INC. 302043104 912 35,000SH SOLE 02 SOLE
EXODUS COMMUNICATIONS INC 302088109 6,094 132,300SH SOLE 02 SOLE
EXODUS COMMUNICATIONS INC. 302088109 2,552 55,400SH SHARED-DEFINED 02 SOLE
EXTREME NETWORKS 30226D106 4,072 38,600SH SHARED-DEFINED 02 SOLE
EXTREME NETWORKS INC. 30226D106 6,225 59,000SH SOLE 02 SOLE
EXXON MOBIL CORPORATION 30231G102 7,728 98,365SH SOLE 02 SOLE
EXXON MOBIL CORPORATION 30231G102 6,311 80,400SH SHARED-DEFINED 02 SOLE
F5 NETWORKS INC 315616102 2,188 40,100SH SOLE 02 SOLE
F5 NETWORKS, INC. 315616102 627 11,500SH SHARED-DEFINED 02 SOLE
FACTSET RESEARCH SYSTEMS INC. 303075105 3,096 107,700SH SOLE 02 SOLE
FACTSET RESH SYS INC COM 303075105 2,650 93,800SH SHARED-DEFINED 02 SOLE
FAHNESTOCK VINER HOLDINGS CL. A 302921101 8,045 431,200SH SOLE 02 SOLE
FEDERAL AGRIC MTG CORP CL C 313148306 758 52,050SH SHARED-DEFINED 02 SOLE
FEDERAL AGRIC MTG CORP. CL. C 313148306 688 50,700SH SOLE 02 SOLE
FEDEX CORP. 31428X106 1,758 46,250SH SHARED-DEFINED 02 SOLE
FEDEX CORPORATION 31428X106 1,729 45,500SH SOLE 02 SOLE
FIFTH THIRD BANCORP 316773100 27,438 433,800SH SOLE 02 SOLE
FIRST UNION CORP 337358105 2,238 90,200SH SOLE 02 SOLE
FISERV INC 337738108 5,315 122,900SH SOLE 02 SOLE
FLEET BOSTON FINANCIAL CORP. 339030108 4,462 131,242SH SOLE 02 SOLE
FLEXTRONICS INT'L LTD. Y2573F102 11,278 164,200SH SOLE 02 SOLE
FLEXTRONICS INTL. LTD. Y2573F102 7,733 112,600SH SHARED-DEFINED 02 SOLE
FOMENTO ECONOMICO MEXICANO 344419106 271 6,300SH SHARED-DEFINED 02 SOLE
FOMENTO ECONOMICO MEXICANO SP. ADR 344419106 2,028 47,100SH SOLE 02 SOLE
FOREST LABORATORIES INC. 345838106 2,291 22,683SH SOLE 02 SOLE
FORRESTER RESEARCH INC 346563109 6,327 86,900SH SOLE 02 SOLE
FORRESTER RESH INC COM 346563109 4,048 55,600SH SHARED-DEFINED 02 SOLE
FORTUNE BRANDS INC. 349631101 2,583 112,000SH SOLE 02 SOLE
FREDDIE MAC 313400301 174 4,300SH SOLE 02 SOLE
FREEPORT MCMORAN COPPER INC CL B 35671D857 2,276 246,000SH SOLE 02 SOLE
FREEPORT MCMORAN PRF 2006/08/01 SR SILV 35671D865 952 79,300SH SOLE 02 SOLE
FRIEDE GOLDMAN HALTER INC. 358430106 1,341 150,000SH SOLE 02 SOLE
GALLAHER GROUP PLC-ADR 363595109 643 30,000SH SOLE 02 SOLE
GAP INC 364760108 1,866 59,700SH SOLE 02 SOLE
GEMSTAR INTL GROUP LTD ORD G3788V106 2,667 43,400SH SHARED-DEFINED 02 SOLE
GEMSTAR-TV GUIDE INT'L INC. 36866W106 5,482 89,200SH SOLE 02 SOLE
GENENTECH INC. 368710406 1,723 10,020SH SOLE 02 SOLE
GENERAL DYNAMICS CORP. 369550108 27,781 531,700SH SOLE 02 SOLE
GENERAL ELEC CO COM 369604103 14,692 277,200SH SHARED-DEFINED 02 SOLE
GENERAL ELECTRIC COMPANY 369604103 94,019 1,843,500SH SOLE 02 SOLE
GILAT SATELLITE NETWORKS LTD ORD M51474100 347 5,000SH SHARED-DEFINED 02 SOLE
GLAMIS GOLD LTD. 376775102 2,404 1,270,000SH SOLE 02 SOLE
GLAXO WELLCOME PLC-SPONS.ADR 37733W105 1,605 27,760SH SOLE 02 SOLE
GLOBAL CROSSING LTD G3921A100 429 16,292SH SHARED-DEFINED 02 SOLE
GLOBAL MARINE INC. 379352404 2,066 73,300SH SOLE 02 SOLE
GLOBAL MARINE INC. 379352404 2,711 96,200SH SHARED-DEFINED 02 SOLE
GLOBAL TELESYSTEMS INC. 37936U104 38,329 3,177,500SH SOLE 02 SOLE
GLOBAL TELESYTEMS GROUP, INC 37936U104 4,824 400,000SH SHARED-DEFINED 02 SOLE
GOLD FIELDS LTD. SPONS. ADR 38059T106 63 16,000SH SOLE 02 SOLE
GOLD RESERVE INC. CLASS A 38068N108 172 271,000SH SOLE 02 SOLE
GOLDCORP INC. CL. A SVS 380956102 303 42,242SH SOLE 02 SOLE
GOLDMAN SACHS GROUP INC. 38141G104 57 600SH SOLE 02 SOLE
GOODYEAR TIRE & RUBBER COMPANY 382550101 500 25,000SH SOLE 02 SOLE
GRAINGER (W.W.) INC. 384802104 15,040 488,100SH SOLE 02 SOLE
GRANT PRIDECO INC 38821G101 2,248 89,900SH SOLE 02 SOLE
GRANT PRIDECO, INC. 38821G101 2,965 118,600SH SHARED-DEFINED 02 SOLE
GREAT NORTHERN GAS COMPANY 391044104 236 209,930SH SOLE 02 SOLE
GRUPO INDL MASECA SA DE CV SER B ADR 400488409 169 23,500SH SOLE 02 SOLE
GRUPO IUSACELL S.A. DE C.V 40050B100 234 15,000SH SHARED-DEFINED 02 SOLE
GRUPO TELEVISA S A GLOBAL DEP SHARES 40049J206 738 10,700SH SOLE 02 SOLE
GSI LUMONICS INC. 36229U102 9,136 260,400SH SOLE 02 SOLE
GT GROUP TELECOM INC. CL. B 362359408 245 15,500SH SOLE 02 SOLE
GUIDANT CORP 401698105 1,460 29,488SH SOLE 02 SOLE
GULF CANADA RESOURCES LIMITED 40218L305 2,459 527,189SH SOLE 02 SOLE
H.J. HEINZ COMPANY 423074103 4,690 107,200SH SHARED-DEFINED 02 SOLE
HALLIBURTON COMPANY 406216101 3,549 75,200SH SOLE 02 SOLE
HANOVER COMPRESSOR CO. 410768105 5,632 148,200SH SOLE 02 SOLE
HANOVER COMPRESSOR COMPANY (HLDG CO 410768105 7,729 203,400SH SHARED-DEFINED 02 SOLE
HANSON PLC SPNS 411352404 1,653 46,900SH SHARED-DEFINED 02 SOLE
HANSON PLC SPONS. ADR 411352404 208 5,900SH SOLE 02 SOLE
HARLEY-DAVIDSON INC 412822108 893 23,200SH SOLE 02 SOLE
HARMONY GOLD MINING SPONS. ADR 413216300 50 9,000SH SOLE 02 SOLE
HARVARD INDUSTRIES INC. 417434503 194 57,364SH SOLE 02 SOLE
HEALTH MGMT ASSOCIATES INC CL. A 421933102 1,520 116,380SH SOLE 02 SOLE
HEALTHSTREAM INC. 42222N103 730 132,800SH SOLE 02 SOLE
HEALTHSTREAM, INC. 42222N103 507 92,200SH SHARED-DEFINED 02 SOLE
HECLA MINING COMPANY 422704106 241 214,000SH SOLE 02 SOLE
HEINZ (H.J.) CO 423074103 2,778 63,500SH SOLE 02 SOLE
HELLENIC TELECOMMUNICATIONS ORG ADR 423325307 540 44,300SH SHARED-DEFINED 02 SOLE
HELMERICH & PAYNE INC COM 423452101 871 23,300SH SHARED-DEFINED 02 SOLE
HELMERICH & PAYNE, INC. 423452101 1,246 35,100SH SOLE 02 SOLE
HEWLETT PACKARD CO COM 428236103 5,288 42,350SH SHARED-DEFINED 02 SOLE
HEWLETT-PACKARD COMPANY 428236103 29,258 234,300SH SOLE 02 SOLE
HIBBET SPORTING GOODS 428565105 484 20,600SH SHARED-DEFINED 02 SOLE
HIBBETT SPORTING GOODS INC 428565105 872 37,100SH SOLE 02 SOLE
HISPANIC BROADCASTING CORP 43357B104 1,279 38,600SH SOLE 02 SOLE
HISPANIC BROADCASTING CORP. 43357B104 1,292 39,000SH SHARED-DEFINED 02 SOLE
HOME DEPOT INC 437076102 4,027 80,650SH SOLE 02 SOLE
HOME DEPOT INC COM 437076102 5,442 109,000SH SHARED-DEFINED 02 SOLE
HOMESTAKE MINING COMPANY 437614100 6,930 1,008,000SH SOLE 02 SOLE
HONEYWELL INTL INC 438516106 24,292 721,100SH SOLE 02 SOLE
HOOPER HOLMES INC. 439104100 667 83,385SH SOLE 02 SOLE
HOUGHTON MIFFLIN CO. 441560109 82,464 1,766,295SH SOLE 02 SOLE
HOUSEHOLD INTERNATIONAL INC 441815107 187 4,500SH SOLE 02 SOLE
HUMAN GENOME SCIENCES INC. 444903108 1,356 10,165SH SOLE 02 SOLE
HUMMINGBIRD LTD. 44544R101 10,932 278,830SH SOLE 02 SOLE
HURRICANE HYDROCARBONS LTD. CLASS A 44779E106 1,761 388,800SH SOLE 02 SOLE
HYPERION SOLUTIONS CORP. 44914M104 23,293 718,085SH SOLE 02 SOLE
I2 TECHNOLOGIES INC. 465754109 136 1,305SH SOLE 02 SOLE
IMAX CORPORATION 45245E109 8,506 373,900SH SOLE 02 SOLE
IMC GLOBAL INC. 449669100 59 4,500SH SOLE 02 SOLE
IMPERIAL OIL LIMITED 453038408 156,336 6,397,400SH SOLE 02 SOLE
IMS HEALTH INC. 449934108 1,361 75,630SH SOLE 02 SOLE
INCO LIMITED 453258402 4,929 321,200SH SOLE 02 SOLE
INDUSTRIE NATUZZI SPA SP ADR 456478106 2,968 250,000SH SHARED-DEFINED 02 SOLE
INFONET SERVICES CORP. CL. B 45666T106 108 9,050SH SOLE 02 SOLE
INFOSPACE INC. 45678T102 4,149 75,100SH SOLE 02 SOLE
INFOSPACE.COM INC 45678T102 3,138 56,800SH SHARED-DEFINED 02 SOLE
INKTOMI CORP 457277101 45,337 383,400SH SOLE 02 SOLE
INKTOMI CORPORATION 457277101 544 4,600SH SHARED-DEFINED 02 SOLE
INTEGRATED CIRCUIT SYSTEMS 45811K208 2,405 140,500SH SHARED-DEFINED 02 SOLE
INTEGRATED CIRCUIT SYSTEMS INC. 45811K208 3,423 199,900SH SOLE 02 SOLE
INTEGRATED DEVICE TECHNOLOGY INC. 458118106 8,029 134,100SH SOLE 02 SOLE
INTEL CORP COM 458140100 20,966 156,840SH SHARED-DEFINED 02 SOLE
INTEL CORPORATION 458140100 127,818 956,096SH SOLE 02 SOLE
INTERACT COMMERCE CORP 45839Y107 1,034 87,500SH SOLE 02 SOLE
INTERACT COMMERCE CORP 45839Y107 344 29,100SH SHARED-DEFINED 02 SOLE
INTERGRATED DEVICE TECH 458118106 5,969 99,700SH SHARED-DEFINED 02 SOLE
INTERLOGIX INC. 458763109 849 61,765SH SOLE 02 SOLE
INTERNATIONAL BUSINESS MACHINES 459200101 3,232 29,500SH SOLE 02 SOLE
INTERNATIONAL BUSINESS MACHINES 459200101 5,533 50,500SH SHARED-DEFINED 02 SOLE
INTERNATIONAL PAPER COMPANY 460146103 438 14,700SH SOLE 02 SOLE
INTERNATIONAL RECTIFIER CORP 460254105 14,599 260,700SH SOLE 02 SOLE
INTERPUBLIC GROUP OF COMPANIES, INC. 460690100 46,169 1,073,700SH SOLE 02 SOLE
INTERSIL HOLDING CORPORATION 46069S109 3,660 67,700SH SOLE 02 SOLE
INTERSIL HOLDING CORPORATION 46069S109 1,146 21,200SH SHARED-DEFINED 02 SOLE
INTERTAPE POLYMER GROUP INC. 460919103 13,919 799,645SH SOLE 02 SOLE
INVERSIONES REPRESENT-SP GDR 450047204 183 8,000SH SOLE 02 SOLE
IPSCO INC. 462622101 26,799 2,148,693SH SOLE 02 SOLE
ITXC CORP. 45069F109 3,742 105,700SH SOLE 02 SOLE
ITXC CORP. 45069F109 2,259 63,800SH SHARED-DEFINED 02 SOLE
JABIL CIRCUIT INC 466313103 6,074 122,400SH SOLE 02 SOLE
JABIL CIRCUIT INC. 466313103 3,980 80,200SH SHARED-DEFINED 02 SOLE
JDS UNIPHASE CORP. 46612J101 73,280 611,300SH SOLE 02 SOLE
JDS UNIPHASE CORPORATION 46612J101 8,067 67,300SH SHARED-DEFINED 02 SOLE
JOHNSON & JOHNSON 478160104 74,112 727,475SH SOLE 02 SOLE
JOHNSON & JOHNSON COM 478160104 6,795 66,700SH SHARED-DEFINED 02 SOLE
JONES APPAREL GROUP INC. 480074103 2,352 100,100SH SOLE 02 SOLE
JUNIPER NETWORKS INC 48203R104 422 2,900SH SOLE 02 SOLE
KERR-MCGEE CORPORATION 492386107 637 10,800SH SOLE 02 SOLE
KEY ENERGY SERVICES INC. 492914106 3,084 320,400SH SOLE 02 SOLE
KEY ENERGY SERVICES, INC. 492914106 4,153 431,700SH SHARED-DEFINED 02 SOLE
KEYNOTE SYSTEMS INC. 493308100 4,354 61,700SH SOLE 02 SOLE
KEYNOTE SYSTEMS, INC. 493308100 5,645 80,000SH SHARED-DEFINED 02 SOLE
KIMBERLY CLARK CORP COM 494368103 5,198 90,600SH SHARED-DEFINED 02 SOLE
KIMBERLY-CLARK CORP 494368103 17,017 296,600SH SOLE 02 SOLE
KIMBERLY-CLARK DE MEXICO-ADR 494386204 109 7,700SH SHARED-DEFINED 02 SOLE
KINROSS GOLD CORPORATION 496902107 2,680 3,003,802SH SOLE 02 SOLE
KLA INSTRS CORP COM 482480100 4,462 76,200SH SHARED-DEFINED 02 SOLE
KLA-TENCOR CORPORATION 482480100 24,819 423,800SH SOLE 02 SOLE
KOHLS CORP 500255104 28 500SH SOLE 02 SOLE
KOOR INDS LTD SPON 500507108 189 8,900SH SHARED-DEFINED 02 SOLE
KOREA ELECTRIC PWR SPON 500631106 229 12,400SH SHARED-DEFINED 02 SOLE
KOREA TELECOM CORP. 50063P103 179 3,700SH SOLE 02 SOLE
KOREA TELECOM CORPORATION 50063P103 15,766 325,947SH SHARED-DEFINED 02 SOLE
KROGER CO 501044101 783 35,500SH SOLE 02 SOLE
LABORATORIO CHILE SA ADR 50540H104 125 6,500SH SHARED-DEFINED 02 SOLE
LABORATORIO CHILE-SPONSORED ADR 50540H104 278 14,500SH SOLE 02 SOLE
LAFARGE CORP. 505862102 420 20,000SH SOLE 02 SOLE
LAM RESEARCH CORPORATION 512807108 1,275 34,000SH SOLE 02 SOLE
LAM RESH CORP COM 512807108 1,695 45,200SH SHARED-DEFINED 02 SOLE
LATTICE SEMICONDUCTOR CORP COM 518415104 4,050 58,600SH SHARED-DEFINED 02 SOLE
LATTICE SEMICONDUCTOR CORP. 518415104 1,763 25,500SH SOLE 02 SOLE
LEGG MASON INC. 524901105 2,040 40,800SH SOLE 02 SOLE
LEGG MASON, INC. 524901105 4,760 95,200SH SHARED-DEFINED 02 SOLE
LEGGETT & PLATT INC. 524660107 34,653 2,100,200SH SOLE 02 SOLE
LILLY (ELI) & COMPANY 532457108 3,366 33,700SH SOLE 02 SOLE
LILLY ELI & CO COM 532457108 7,720 77,300SH SHARED-DEFINED 02 SOLE
LINAMAR CORPORATION 53278L107 24,428 2,727,200SH SOLE 02 SOLE
LINCOLN NATIONAL CORP. 534187109 181 5,000SH SOLE 02 SOLE
LINEAR TECHNOLOGY CORP COM 535678106 2,800 43,800SH SHARED-DEFINED 02 SOLE
LINEAR TECHNOLOGY CORP. 535678106 2,609 40,800SH SOLE 02 SOLE
LIQUIDATION WORLD INC. 53634D203 2,660 684,300SH SOLE 02 SOLE
LONDON PACIFIC GROUP SPONS. ADR 542073101 2,009 154,500SH SOLE 02 SOLE
LONDON PACIFIC GROUP-SP ADR 542073101 599 46,100SH SHARED-DEFINED 02 SOLE
LOUIS DREYFUS NATURAL GAS 546011107 2,824 90,200SH SHARED-DEFINED 02 SOLE
LOUIS DREYFUS NATURAL GAS CORP. 546011107 2,098 67,000SH SOLE 02 SOLE
LOWES COMPANIES 548661107 2,439 59,400SH SOLE 02 SOLE
LOWES COS INC COM 548661107 4,829 117,600SH SHARED-DEFINED 02 SOLE
LSI LOGIC CORP 502161102 6,360 117,500SH SOLE 02 SOLE
LSI LOGIC CORPORATION 502161102 7,550 139,500SH SHARED-DEFINED 02 SOLE
LTV CORPORATION 501921100 15,443 5,371,600SH SOLE 02 SOLE
LUCENT TECHNOLOGIES INC 549463107 765 12,915SH SOLE 02 SOLE
LUXOTTICA GROUP SPA - SPON ADR 55068R202 3,898 320,000SH SHARED-DEFINED 02 SOLE
LUXOTTICA GROUP SPA-SPON ADR 55068R202 18,281 1,500,000SH SOLE 02 SOLE
MACK-CALI REALTY CORP 554489104 77 3,000SH SOLE 02 SOLE
MACROMEDIA INC COM 556100105 4,312 44,600SH SHARED-DEFINED 02 SOLE
MACROMEDIA INC. 556100105 6,265 64,800SH SOLE 02 SOLE
MAGNA INTERNATIONAL INC. CL. A S.V. 559222401 64,122 1,363,849SH SOLE 02 SOLE
MANPOWER INC. 56418H100 28,280 880,300SH SOLE 02 SOLE
MARINE DRILLING CO INC. 568240204 983 35,100SH SHARED-DEFINED 02 SOLE
MARINE DRILLING COS. INC 568240204 798 29,900SH SOLE 02 SOLE
MATAV ADR REP 5 'B' HUF100 559776109 1,739 50,500SH SOLE 02 SOLE
MAXIM INTEGRATED PRODS INC COM 57772K101 2,989 44,000SH SHARED-DEFINED 02 SOLE
MAXIM INTEGRATED PRODUCTS 57772K101 3,655 53,800SH SOLE 02 SOLE
MAXIMUS INC 577933104 1,805 81,600SH SOLE 02 SOLE
MAXIMUS INC 577933104 1,152 52,100SH SHARED-DEFINED 02 SOLE
MBNA CORP 55262L100 102 3,750SH SOLE 02 SOLE
MCAFEE.COM CORP.) 579062100 672 25,800SH SHARED-DEFINED 02 SOLE
MCAFEE.COM CORPORATION 579062100 615 23,600SH SOLE 02 SOLE
MCGRAW-HILL COMPANIES INC. 580645109 46,818 867,000SH SOLE 02 SOLE
MCLEODUSA INC. CL. A 582266102 81,722 3,950,320SH SOLE 02 SOLE
MCLEODUSA INCORPORATED 582266102 5,588 270,223SH SHARED-DEFINED 02 SOLE
MEDIAONE GROUP INC. 58440J104 1,867 28,150SH SOLE 02 SOLE
MEDICIS PHARMACEUTICAL A SHS 584690309 4,019 70,500SH SOLE 02 SOLE
MEDICS PHARMACEUTICAL CORPORATION 584690309 5,284 92,700SH SHARED-DEFINED 02 SOLE
MEDIMMUNE INC. 584699102 2,826 38,183SH SOLE 02 SOLE
MEDQUIST INC COM 584949101 1,850 54,400SH SHARED-DEFINED 02 SOLE
MEDQUIST INC. 584949101 3,611 106,200SH SOLE 02 SOLE
MEDTRONIC INC 585055106 62,170 1,248,090SH SOLE 02 SOLE
MEDTRONIC INC. 585055106 5,018 100,750SH SHARED-DEFINED 02 SOLE
MELLON FINANCIAL CORP 58551A108 2,048 56,200SH SOLE 02 SOLE
MELLON FINANCIAL CORPORATION 58551A108 4,310 118,300SH SHARED-DEFINED 02 SOLE
MENTOR GRAPHICS CORP. 587200106 31,273 1,573,485SH SOLE 02 SOLE
MERCK & CO INC COM 589331107 6,340 82,750SH SHARED-DEFINED 02 SOLE
MERCK & CO. INC. 589331107 12,486 162,943SH SOLE 02 SOLE
MERCURY INTERACTIVE CORP COM 589405109 3,976 41,100SH SHARED-DEFINED 02 SOLE
MERCURY INTERACTIVE CORP. 589405109 6,337 65,500SH SOLE 02 SOLE
MERIDIAN GOLD INC. 589975101 4,168 685,100SH SOLE 02 SOLE
MERRILL LYNCH & CO 590188108 2,933 25,500SH SOLE 02 SOLE
MERRILL LYNCH & CO INC COM 590188108 6,756 58,750SH SHARED-DEFINED 02 SOLE
META GROUP INC 591002100 1,684 87,500SH SOLE 02 SOLE
META GROUP INC COM 591002100 963 50,000SH SHARED-DEFINED 02 SOLE
METASOLV SOFTWARE INC. 591393103 1,694 38,500SH SOLE 02 SOLE
METASOLV SOFTWARE, INC 591393103 528 12,000SH SHARED-DEFINED 02 SOLE
METHANEX CORPORATION 59151K108 418 125,000SH SOLE 02 SOLE
METROMEDIA FIBER NETWORK INC. 591689104 156,968 3,955,100SH SOLE 02 SOLE
METROMEDIA FIBER NETWORK, INC. 591689104 4,317 108,800SH SHARED-DEFINED 02 SOLE
MICREL INC 594793101 1,234 28,400SH SOLE 02 SOLE
MICREL INC. 594793101 591 13,600SH SHARED-DEFINED 02 SOLE
MICROCHIP TECHNOLOGY INC. 595017104 1,789 30,700SH SOLE 02 SOLE
MICROCHIP TECHNOLOGY INCORPORATED 595017104 4,905 84,200SH SHARED-DEFINED 02 SOLE
MICROMUSE INC 595094103 12,610 76,200SH SOLE 02 SOLE
MICROMUSE INC. 595094103 9,995 60,400SH SHARED-DEFINED 02 SOLE
MICRON TECHNOLOGY INC 595112103 62 700SH SOLE 02 SOLE
MICROSOFT CORP 594918104 79,030 987,877SH SOLE 02 SOLE
MICROSOFT CORP COM 594918104 16,141 201,765SH SHARED-DEFINED 02 SOLE
MIH LTD. G6116R101 30,783 1,025,020SH SOLE 02 SOLE
MILLENNIUM PHARMACEUTICALS 599902103 961 8,590SH SOLE 02 SOLE
MINIMED INC. 60365K108 3,198 27,100SH SOLE 02 SOLE
MINIMED INC. 60365K108 3,682 31,200SH SHARED-DEFINED 02 SOLE
MINNESOTA MINING & MANUFACTURING CO. 604059105 1,139 13,800SH SOLE 02 SOLE
MIRAMAR MINING CORPORATION 60466E100 284 400,000SH SOLE 02 SOLE
MITEL CORPORATION 606711109 27,067 1,295,800SH SOLE 02 SOLE
MONTANA POWER CO. 612085100 1,942 55,000SH SOLE 02 SOLE
MOORE CORPORATION LIMITED 615785102 39 15,000SH SOLE 02 SOLE
MORGAN STANLEY DEAN WITTER & CO 617446448 9,299 111,700SH SHARED-DEFINED 02 SOLE
MORGAN STANLEY DEAN WITTER DISCOVER & CO 617446448 87,537 1,051,500SH SOLE 02 SOLE
MOTOROLA INC COM 620076109 311 10,695SH SHARED-DEFINED 02 SOLE
MOTOROLA INC. 620076109 60,961 2,097,586SH SOLE 02 SOLE
NABORS INDUSTRIES INC. 629568106 2,309 55,562SH SOLE 02 SOLE
NABORS INDUSTRIES INC. 629568106 3,030 72,910SH SHARED-DEFINED 02 SOLE
NACIONAL TELEFONOS DE VENEZUELA-ADR 204421101 190 7,000SH SOLE 02 SOLE
NATIONAL BANK OF GREECE ADR 633643408 323 41,370SH SOLE 02 SOLE
NATIONAL STEEL CORP CL B 637844309 35 8,400SH SOLE 02 SOLE
NATIONWIDE FINANCIAL SERVICES INC. 638612101 329 10,000SH SOLE 02 SOLE
NDS GROUP 628891103 2,135 35,000SH SHARED-DEFINED 02 SOLE
NET PERCEPTIONS INC 64107U101 479 30,200SH SOLE 02 SOLE
NET PERCEPTIONS, INC. 64107U101 475 29,900SH SHARED-DEFINED 02 SOLE
NETIQ CORP. 64115P102 3,339 56,006SH SOLE 02 SOLE
NETIQ CORPORATION 64115P102 2,104 35,297SH SHARED-DEFINED 02 SOLE
NETOPIA INC. 64114K104 2,439 60,600SH SOLE 02 SOLE
NETOPIA,INC. 64114K104 1,296 32,200SH SHARED-DEFINED 02 SOLE
NETSILICON INC. 64115X105 5,060 154,500SH SOLE 02 SOLE
NETSILICON, INC. 64115X105 2,473 75,500SH SHARED-DEFINED 02 SOLE
NETWORK APPLIANCE INC 64120L104 10,715 133,100SH SOLE 02 SOLE
NETWORK APPLIANCE INC COM 64120L104 6,432 79,900SH SHARED-DEFINED 02 SOLE
NEW FOCUS INC. 644383101 156 1,900SH SOLE 02 SOLE
NEWMONT MINING CORP. 651639106 6,033 279,000SH SOLE 02 SOLE
NEXT LEVEL COMMUNICATION INC. 65333U104 2,152 25,100SH SOLE 02 SOLE
NEXT LEVEL COMMUNICATIONS, INC 65333U104 1,072 12,500SH SHARED-DEFINED 02 SOLE
NEXTEL COMMUNICATIONS INC.- A 65332V103 2,809 45,900SH SOLE 02 SOLE
NEXTEL COMMUNICATIONS INC-A 65332V103 3,451 56,400SH SHARED-DEFINED 02 SOLE
NEXTLINK COMMUNICATIONS CL. A 65333H707 5,645 148,800SH SOLE 02 SOLE
NEXTLINK COMMUNICATIONS, INC. 65333H707 3,967 104,600SH SHARED-DEFINED 02 SOLE
NIPPON TELEGRAPH & TEL CORP. SP ADR 654624105 821 12,000SH SOLE 02 SOLE
NOBLE DRILLING CORP COM 655042109 7,487 181,800SH SHARED-DEFINED 02 SOLE
NOBLE DRILLING CORPORATION 655042109 5,725 139,000SH SOLE 02 SOLE
NOKIA CORP SPON 654902204 3,635 72,800SH SHARED-DEFINED 02 SOLE
NOKIA CORP. SPON ADR 654902204 320 6,400SH SOLE 02 SOLE
NORSK HYDRO A S SPON 656531605 1,136 27,000SH SHARED-DEFINED 02 SOLE
NORTEL NETWORKS CORP 656568102 680,449 9,853,503SH SOLE 02 SOLE
NORTEL NETWORKS CORPORATION 656568102 8,402 123,100SH SHARED-DEFINED 02 SOLE
NORTHGATE EXPLORATION LIMITED 666416102 1,507 2,286,137SH SOLE 02 SOLE
NOVA CHEMICALS CORPORATION 66977W109 34,543 1,643,051SH SOLE 02 SOLE
NOVELLUS SYSTEMS INC 670008101 3,614 63,900SH SOLE 02 SOLE
NOVELLUS SYSTEMS INC 670008101 6,137 108,500SH SHARED-DEFINED 02 SOLE
NTL INC. 629407107 5,688 95,000SH SOLE 02 SOLE
NUMAC ENERGY INC. 67052A103 6,805 2,013,300SH SOLE 02 SOLE
OAK TECHNOLOGY INC COM 671802106 1,964 91,100SH SHARED-DEFINED 02 SOLE
OAK TECHNOLOGY INC. 671802106 2,812 130,400SH SOLE 02 SOLE
OCELOT INTERNATIONAL LTD. CL. B SVS G67010200 1,845 1,137,480SH SOLE 02 SOLE
OMNICOM GROUP INC. 681919106 150,507 1,689,900SH SOLE 02 SOLE
ORACLE CORP COM 68389X105 1,530 18,200SH SHARED-DEFINED 02 SOLE
ORACLE CORP. 68389X105 5,910 70,300SH SOLE 02 SOLE
OREGON STEEL MILLS 686079104 8 4,000SH SOLE 02 SOLE
P.F. CHANG'S CHINA BISTRO, INC. 69333Y108 1,306 40,900SH SHARED-DEFINED 02 SOLE
P.F.CHANG'S CHINA BISTRO INC. 69333Y108 1,811 56,700SH SOLE 02 SOLE
PACKETEER INC. 695210104 4,581 157,300SH SOLE 02 SOLE
PACKETEER, INC. 695210104 3,535 121,400SH SHARED-DEFINED 02 SOLE
PAC-WEST TELECOM, INC 69371Y101 3,900 195,000SH SHARED-DEFINED 02 SOLE
PAC-WEST TELECOMM INC. 69371Y101 5,606 280,300SH SOLE 02 SOLE
PAINE WEBBER GROUP INC. 695629105 1,743 38,300SH SOLE 02 SOLE
PAINE WEBBER GROUP INC. 695629105 5,019 110,300SH SHARED-DEFINED 02 SOLE
PANAMERICAN BEVERAGES INC CL A P74823108 1,165 78,000SH SHARED-DEFINED 02 SOLE
PANAMERICAN BEVERAGES INC. CL.A P74823108 871 58,300SH SOLE 02 SOLE
PATTERSON ENERGY INC. 703414102 2,109 74,000SH SOLE 02 SOLE
PATTERSON ENERGY, INC. 703414102 2,699 94,700SH SHARED-DEFINED 02 SOLE
PC HOLDINGS S.A. 693200107 107 5,839SH SHARED-DEFINED 02 SOLE
PC HOLDINGS S.A.-SPON ADR 693200107 513 28,028SH SOLE 02 SOLE
PC-TEL INC. 69325Q105 2,314 60,900SH SOLE 02 SOLE
PC-TEL, INC. 69325Q105 1,691 44,500SH SHARED-DEFINED 02 SOLE
PE CORP. -PE BIOSYSTEMS GROUP 69332S102 1,139 17,285SH SOLE 02 SOLE
PEC SOLUTIONS INC. 705107100 1,550 190,800SH SOLE 02 SOLE
PEC SOLUTIONS, INC. 705107100 1,076 132,500SH SHARED-DEFINED 02 SOLE
PEGASUS COMMUNICATIONS CORP.CL.A 705904100 166 3,384SH SOLE 02 SOLE
PEGASUS SOLUTIONS INC 705906105 1,271 116,850SH SOLE 02 SOLE
PEGASUS SYSTEMS 705906105 734 67,500SH SHARED-DEFINED 02 SOLE
PEPSICO INC COM 713448108 4,545 102,300SH SHARED-DEFINED 02 SOLE
PEPSICO INC. 713448108 189,761 4,270,300SH SOLE 02 SOLE
PEREGINE SYSTEMS INC 71366Q101 2,608 75,200SH SHARED-DEFINED 02 SOLE
PEREGRINE SYSTEMS INC 71366Q101 3,066 88,400SH SOLE 02 SOLE
PETRO-CANADA 71644E102 98,707 5,280,900SH SOLE 02 SOLE
PETROMET RESOURCES LIMITED 716731104 3,700 1,032,800SH SOLE 02 SOLE
PFIZER INC. 717081103 7,977 166,190SH SOLE 02 SOLE
PFIZER INC. 717081103 2,088 43,500SH SHARED-DEFINED 02 SOLE
PHARMACIA CORPORATION 71713U102 2,545 49,247SH SOLE 02 SOLE
PHILIP MORRIS INC. 718154107 874 32,900SH SOLE 02 SOLE
PHILIPPINE LDT ADR 718252604 178 10,000SH SOLE 02 SOLE
PHOTRONICS INC. 719405102 2,125 74,900SH SOLE 02 SOLE
PHOTRONICS INC. 719405102 1,331 46,900SH SHARED-DEFINED 02 SOLE
PINNACLE HOLDINGS INC 72346N101 5,341 98,900SH SHARED-DEFINED 02 SOLE
PINNACLE HOLDINGS INC. 72346N101 7,209 133,500SH SOLE 02 SOLE
PINNACLE SYSTEMS INC. 723481107 17,518 779,100SH SOLE 02 SOLE
PITNEY BOWES INC. 724479100 3,184 79,600SH SOLE 02 SOLE
PLACER DOME INC. 725906101 13,045 1,388,300SH SOLE 02 SOLE
PLX TECHNOLOGY INC. 693417107 1,133 27,300SH SOLE 02 SOLE
PMC SIERRA INC 69344F106 3,642 20,500SH SHARED-DEFINED 02 SOLE
PMC-SIERRA INC. 69344F106 5,082 28,600SH SOLE 02 SOLE
POHANG IRON & STEEL LTD - ADR 730450103 1,886 78,600SH SOLE 02 SOLE
PORTAL SOFTWARE INC. 736126103 1,686 26,400SH SOLE 02 SOLE
PORTAL SOFTWARE INC. 736126103 1,852 29,000SH SHARED-DEFINED 02 SOLE
PORTUGAL TELECOM S A SPON 737273102 2,806 249,385SH SHARED-DEFINED 02 SOLE
PORTUGAL TELECOM S.A.-ADR 737273102 1,661 147,600SH SOLE 02 SOLE
POTASH CORPORATION OF SASKATCHEWAN 73755L107 176,396 3,221,500SH SOLE 02 SOLE
POWER-ONE INC 739308104 547 4,800SH SHARED-DEFINED 02 SOLE
POWER-ONE INC. 739308104 1,846 16,200SH SOLE 02 SOLE
PRECISION DRILLING CORP. 74022D100 35,547 919,300SH SOLE 02 SOLE
PREMDOR INC. 74046P105 6,198 676,700SH SOLE 02 SOLE
PREMIER PKS INC COM 740540208 2,794 122,800SH SHARED-DEFINED 02 SOLE
PRI AUTOMATION INC COM 69357H106 1,373 21,000SH SHARED-DEFINED 02 SOLE
PRI AUTOMATION INC. 69357H106 3,191 48,805SH SOLE 02 SOLE
PROBUSINESS SERVICES INC. 742674104 688 25,900SH SOLE 02 SOLE
PROBUSINESS SERVICES, INC, 742674104 903 34,000SH SHARED-DEFINED 02 SOLE
PROCTER & GAMBLE CO 742718109 2,170 37,900SH SOLE 02 SOLE
PROGRESSIVE CORP. 743315103 128,276 1,732,000SH SOLE 02 SOLE
PROSOFTTRAINING.COM 743477101 1,463 87,000SH SOLE 02 SOLE
PROSOFTTRAINING.COM 743477101 1,022 60,800SH SHARED-DEFINED 02 SOLE
PROXICOM INC. 744282104 158 3,300SH SOLE 02 SOLE
PSINET INC. 74437C101 2,514 100,058SH SOLE 02 SOLE
PSINET INC. 74437C101 2,550 101,508SH SHARED-DEFINED 02 SOLE
QLOGIC CORPORATION 747277101 2,187 33,100SH SOLE 02 SOLE
QLOGIC CORPORATION 747277101 608 9,200SH SHARED-DEFINED 02 SOLE
QLT INC. 746927102 2,180 28,200SH SOLE 02 SOLE
QRS CORP. 74726X105 1,414 57,550SH SOLE 02 SOLE
QRS CORPORATION 74726X105 1,483 60,400SH SHARED-DEFINED 02 SOLE
QUALCOMM INC. 747525103 10,506 175,100SH SOLE 02 SOLE
QUEBECOR WORLD INC. 748203106 31,102 1,294,200SH SOLE 02 SOLE
QUEST SOFTWARE INC 74834T103 1,312 23,700SH SHARED-DEFINED 02 SOLE
QUEST SOFTWARE INC. 74834T103 5,095 92,000SH SOLE 02 SOLE
QUILMES INDL QUINSA SOCIETE SPN 74838Y108 254 22,830SH SHARED-DEFINED 02 SOLE
QUILMES INDUSTRIAL QUINSA-ADR 74838Y108 159 14,300SH SOLE 02 SOLE
RADIO ONE INC. 75040P108 984 33,300SH SOLE 02 SOLE
RADIO ONE INC-CL.D 75040P405 1,469 66,600SH SOLE 02 SOLE
RADIO ONE, INC CLASS D 75040P405 1,928 87,400SH SHARED-DEFINED 02 SOLE
RADIO ONE, INC. 75040P108 1,292 43,700SH SHARED-DEFINED 02 SOLE
RADWARE LTD. M81873107 1,145 43,200SH SOLE 02 SOLE
RADWARE LTD. M81873107 1,505 56,800SH SHARED-DEFINED 02 SOLE
RALSTON-RALSTON PURINA GROUP 751277302 7,479 375,100SH SOLE 02 SOLE
RANDGOLD & EXPLORATION - ADR 753009307 141 39,000SH SOLE 02 SOLE
RANGER OIL LIMITED 752805101 2,113 395,676SH SOLE 02 SOLE
RAZORFISH INC 755236106 365 22,726SH SHARED-DEFINED 02 SOLE
RAZORFISH INC. 755236106 1,210 75,300SH SOLE 02 SOLE
REALNETWORKS INC 75605L104 3,398 67,200SH SOLE 02 SOLE
REALNETWORKS, INC. 75605L104 794 15,700SH SHARED-DEFINED 02 SOLE
REDBACK NETWORKS INC. 757209101 2,688 15,100SH SOLE 02 SOLE
REDBACK NETWORKS INC. 757209101 765 4,300SH SHARED-DEFINED 02 SOLE
REGENT COMMUNICATIONS INC 758865109 1,671 194,500SH SOLE 02 SOLE
REGENT COMMUNICATIONS, INC. 758865109 2,214 257,700SH SHARED-DEFINED 02 SOLE
RENAL CARE GROUP INC. 759930100 3,174 129,800SH SOLE 02 SOLE
RENAL CARE GROUP, INC. 759930100 3,636 148,700SH SHARED-DEFINED 02 SOLE
REPSOL SA - ADR 76026T205 1,129 57,000SH SHARED-DEFINED 02 SOLE
REPSOL SA-SPONSORED ADR 76026T205 75 3,800SH SOLE 02 SOLE
REVENUE PROPERTIES COMPANY LTD. 761389402 6,581 4,527,900SH SOLE 02 SOLE
RF MICRO DEVICES 749941100 2,418 27,600SH SHARED-DEFINED 02 SOLE
RF MICRO DEVICES INC. 749941100 3,391 38,700SH SOLE 02 SOLE
RHYTHMS NETCONNECTIONS INC. 762430205 447 35,600SH SOLE 02 SOLE
RHYTHMS NETCONNECTIONS INC. 762430205 188 15,000SH SHARED-DEFINED 02 SOLE
RIBOZYME PHARMACEUTICALS INC. 762567105 1,596 61,840SH SOLE 02 SOLE
RIO ALGOM LIMITED 766889109 6,198 530,000SH SOLE 02 SOLE
RIO TINTO PLC SPON 767204100 6 89SH SHARED-DEFINED 02 SOLE
RITCHIE BROS. AUCTIONEERS 767744105 4,462 185,900SH SOLE 02 SOLE
RIVERDEEP GROUP PLC - ADR 76870Q109 465 24,000SH SHARED-DEFINED 02 SOLE
ROGERS CANTEL MOBILE COM CL.B RVS 775102205 26,955 809,635SH SOLE 02 SOLE
ROGERS COMMUNICATIONS INC. CL.B 775109200 82,722 2,917,050SH SOLE 02 SOLE
ROLLINS TRUCK LEASING 775741101 5,578 804,050SH SOLE 02 SOLE
ROWAN COMPANIES INC. 779382100 1,106 36,400SH SOLE 02 SOLE
ROWAN COMPANIES, INC. 779382100 1,364 44,900SH SHARED-DEFINED 02 SOLE
ROYAL BANK OF CANADA 780087102 345,109 6,739,482SH SOLE 02 SOLE
ROYAL DUTCH PETE CO NY R 780257804 20,930 340,000SH SHARED-DEFINED 02 SOLE
ROYAL DUTCH PETE NY REGISTRY SHS 780257804 44,633 725,000SH SOLE 02 SOLE
RPM INC 749685103 3,732 368,600SH SOLE 02 SOLE
RUSSEL METALS INC. 781903604 11,683 4,164,600SH SOLE 02 SOLE
RYERSON TULL INC. 78375P107 16 1,500SH SOLE 02 SOLE
S&P 500 DEPOSITORY RECEIPTS 78462F103 291 2,000SH SHARED-DEFINED 02 SOLE
SABRE HOLDINGS INC. 785905100 6,757 237,098SH SOLE 02 SOLE
SAFEWAY INC 786514208 5,722 126,800SH SOLE 02 SOLE
SANDISK CORP. 80004C101 2,264 37,000SH SOLE 02 SOLE
SANDISK CORPORATION 80004C101 893 14,600SH SHARED-DEFINED 02 SOLE
SANMINA CORP. 800907107 5,335 62,400SH SOLE 02 SOLE
SANMINA CORP. 800907107 4,275 50,000SH SHARED-DEFINED 02 SOLE
SAPIENT CORP COM 803062108 823 7,700SH SHARED-DEFINED 02 SOLE
SAPIENT CORPORATION 803062108 2,887 27,000SH SOLE 02 SOLE
SBA COMMUNICATIONS CORPORATION 78388J106 6,503 125,200SH SOLE 02 SOLE
SBA COMMUNICATIONS CORPORATION 78388J106 5,582 107,500SH SHARED-DEFINED 02 SOLE
SBC COMMUNICATIONS INC 78387G103 2,539 58,700SH SOLE 02 SOLE
SBC COMMUNICATIONS INC 78387G103 4,014 92,800SH SHARED-DEFINED 02 SOLE
SCHERING PLOUGH CORP COM 806605101 6,464 128,000SH SHARED-DEFINED 02 SOLE
SCHERING-PLOUGH CORP 806605101 7,270 143,968SH SOLE 02 SOLE
SCHLUMBERGER LIMITED 806857108 90,886 1,217,900SH SOLE 02 SOLE
SCIENTIFIC-ATLANTA INC. 808655104 1,162 15,600SH SOLE 02 SOLE
SCIENTIFIC-ATLANTA, INC. 808655104 402 5,400SH SHARED-DEFINED 02 SOLE
SDL INC COM 784076101 2,196 7,700SH SHARED-DEFINED 02 SOLE
SDL INC. 784076101 9,240 32,400SH SOLE 02 SOLE
SEAGATE TECHNOLOGY INC. 811804103 41,250 750,000SH SOLE 02 SOLE
SEAGRAM CO. LTD. (THE) 811850106 37,910 644,600SH SOLE 02 SOLE
SEPRACOR INC. 817315104 1,544 12,800SH SOLE 02 SOLE
SHIRE PHARMACEUTICALS ADR 82481R106 3,081 59,400SH SHARED-DEFINED 02 SOLE
SHIRE PHARMACEUTICALS GR- ADR 82481R106 4,575 88,200SH SOLE 02 SOLE
SIEBEL SYSTEMS INC. 826170102 213 1,300SH SOLE 02 SOLE
SIGMA-ALDRICH CORP. 826552101 35,890 1,227,000SH SOLE 02 SOLE
SILVERLINE TECHNOLOGIES LTD. ADR 828408104 30 1,400SH SOLE 02 SOLE
SIMON PROPERTY GROUP INC. REIT 828806109 81 3,650SH SOLE 02 SOLE
SIX FLAGS INC 83001P109 30,701 1,349,500SH SOLE 02 SOLE
SK TELECOM CO LTD - ADR 7844OP108 1,209 33,290SH SOLE 02 SOLE
SMARTFORCE PLC SPONS. ADR 83170A206 2,568 53,500SH SOLE 02 SOLE
SMARTFORCE PUBLIC LIMITED COMPANY 83170A206 4,512 94,000SH SHARED-DEFINED 02 SOLE
SMURFIT-STONE CONTAINER CORP. 832727101 354 27,500SH SOLE 02 SOLE
SOLECTRON CORPORATION 834182107 2,446 58,400SH SOLE 02 SOLE
SOLETRON CORPORATION 834182107 193 4,600SH SHARED-DEFINED 02 SOLE
SONICWALL INC. 835470105 3,390 38,500SH SOLE 02 SOLE
SONICWALL, INC 835470105 1,805 20,500SH SHARED-DEFINED 02 SOLE
SPIEKER PROPERTIES INC 848497103 66 1,400SH SOLE 02 SOLE
STAMPS.COM INC. 852857101 21,399 2,926,400SH SOLE 02 SOLE
STAMPS.COM INC. 852857101 545 74,500SH SHARED-DEFINED 02 SOLE
STATE STREET CORP 857477103 4,534 42,750SH SHARED-DEFINED 02 SOLE
STATE STREET CORPORATION 857477103 2,052 19,350SH SOLE 02 SOLE
STERIS CORPORATION 859152100 3,106 350,000SH SOLE 02 SOLE
STILLWATER MINING COMPANY 86074Q102 702 25,300SH SOLE 02 SOLE
STMICROELECTRONICS N.V. 861012102 11,440 178,241SH SHARED-DEFINED 02 SOLE
STMICROELECTRONICS NV - NY REG SHS 861012102 15,983 249,000SH SOLE 02 SOLE
STORAGENETWORKS INC. 86211E103 542 6,000SH SOLE 02 SOLE
STRYKER CORPORATION 863667101 1,980 45,255SH SOLE 02 SOLE
SUN MICROSYSTEMS INC. 866810104 7,093 78,000SH SOLE 02 SOLE
SUN MICROSYSTEMS INC. 866810104 12,703 139,700SH SHARED-DEFINED 02 SOLE
SUNCOR ENERGY INC. 867229106 162,875 7,045,000SH SOLE 02 SOLE
SUNSHINE MINING & REFINING CO 867833501 2 6,125SH SOLE 02 SOLE
SWIFT ENERGY CO 870738101 2,380 83,900SH SHARED-DEFINED 02 SOLE
SWIFT ENERGY CO. 870738101 1,718 61,900SH SOLE 02 SOLE
SYCAMORE NETWORKS INC. 871206108 2,351 21,300SH SOLE 02 SOLE
SYCAMORE NETWORKS, INC. 871206108 629 5,700SH SHARED-DEFINED 02 SOLE
SYMANTEC CORP COM 871503108 2,664 49,400SH SHARED-DEFINED 02 SOLE
SYMANTEC CORP. 871503108 3,002 55,660SH SOLE 02 SOLE
TAIWAN SEMICONDUCTOR SP ADR 874039100 8,951 231,000SH SHARED-DEFINED 02 SOLE
TAIWAN SEMICONDUCTOR-SP ADR 874039100 7,192 185,600SH SOLE 02 SOLE
TALISMAN ENERGY INC. 87425E103 51,236 1,545,205SH SOLE 02 SOLE
TANNING TECHNOLOGY CORP. 87588P101 54 2,800SH SOLE 02 SOLE
TARGET CORP 87612E106 818 14,100SH SOLE 02 SOLE
TELE CENTRO SUL PARTICIPACOES S.A. 879239101 148 2,020SH SHARED-DEFINED 02 SOLE
TELE NORTE LESTE PARTICIPACOES S.A. 879246106 524 22,181SH SHARED-DEFINED 02 SOLE
TELECOM ARGENTINA 879273209 63 2,300SH SHARED-DEFINED 02 SOLE
TELECOM. BRASILEIRAS S.A. BLOCK 879287308 1,923 19,800SH SHARED-DEFINED 02 SOLE
TELECOMMS BRASILEIRAS TELEBRAS SPON ADR 879287308 1,758 18,100SH SOLE 02 SOLE
TELECOMUNICACOES DE SAO PAULO 87929A102 474 25,600SH SHARED-DEFINED 02 SOLE
TELEFONICA DE ARGENTINA S A SPNS 879378206 772 24,300SH SHARED-DEFINED 02 SOLE
TELEFONICA DE ESPANA S.A. ADS 879382208 1,533 23,929SH SOLE 02 SOLE
TELEFONICA S.A. 879382208 3,421 53,399SH SHARED-DEFINED 02 SOLE
TELEFONOS DE MEXICO S A SP A 879403780 20,557 359,900SH SHARED-DEFINED 02 SOLE
TELEFONOS DE MEXICO SA CV SER L ADR 879403780 2,696 47,200SH SOLE 02 SOLE
TELEGLOBE INCORPORATED 87941V100 85,790 4,054,560SH SOLE 02 SOLE
TELEMIG CELULAR PARTICIP ADR 87944E105 123 1,720SH SOLE 02 SOLE
TELENORTE LESTE PARTICIP ADR 879246106 515 21,778SH SOLE 02 SOLE
TELESP CELULAR PARTICIPA ADR 87952L108 705 15,700SH SOLE 02 SOLE
TENET HEALTHCARE CORPORATION 88033G100 1,652 61,175SH SOLE 02 SOLE
TENNANT COMPANY 880345103 23,873 636,600SH SOLE 02 SOLE
TERADYNE INC. 880770102 5,182 70,500SH SOLE 02 SOLE
TERADYNE, INC 880770102 3,352 45,600SH SHARED-DEFINED 02 SOLE
TEVA PHARMACEUTICAL SPONS. ADR 881624209 416 7,500SH SOLE 02 SOLE
TEXACO INC COM 881694103 4,409 82,800SH SHARED-DEFINED 02 SOLE
TEXACO INC. 881694103 1,906 35,800SH SOLE 02 SOLE
TEXAS INSTRS INC COM 882508104 8,815 128,350SH SHARED-DEFINED 02 SOLE
TEXAS INSTRUMENTS INC. 882508104 138,302 2,013,500SH SOLE 02 SOLE
THE GAP, INC 364760108 3,688 118,000SH SHARED-DEFINED 02 SOLE
THE MONTANA POWER COMPANY 612085100 4,301 121,800SH SHARED-DEFINED 02 SOLE
TIDEWATER INC. 886423102 2,477 68,800SH SOLE 02 SOLE
TIME WARNER INC 887315109 3,146 41,400SH SOLE 02 SOLE
TLC LASER EYE CENTERS INC. 87255E108 461 62,000SH SOLE 02 SOLE
TMP WORLDWIDE INC. 872941109 5,757 78,000SH SOLE 02 SOLE
TMP WORLDWIDE INC. 872941109 2,008 27,200SH SHARED-DEFINED 02 SOLE
TOMMY HILFIGER CORP G8915Z102 225 30,000SH SOLE 02 SOLE
TORCHMARK CORP. 891027104 198 8,000SH SOLE 02 SOLE
TORONTO-DOMINION BANK 891160509 124,868 5,131,000SH SOLE 02 SOLE
TOTAL FINA SA SPON 89151E109 1,928 25,100SH SHARED-DEFINED 02 SOLE
TRANSCANADA PIPELINES LIMITED 893526103 490 64,200SH SOLE 02 SOLE
TRIZEC HAHN CORPORATION 896938107 36,871 2,062,700SH SOLE 02 SOLE
TUBOS DE ACERO DE MEX-SP ADR 898592506 1,085 78,200SH SOLE 02 SOLE
TUBOS DE ACERO DE MEX-SP ADR 898592506 125 9,000SH SHARED-DEFINED 02 SOLE
TUT SYSTEMS INC. 901103101 8,314 144,900SH SOLE 02 SOLE
TUT SYSTEMS, INC 901103101 5,863 102,200SH SHARED-DEFINED 02 SOLE
TVX GOLD INC 87308K200 296 510,000SH SOLE 02 SOLE
TYCO INTERNATIONAL LTD 902124106 265 5,600SH SOLE 02 SOLE
UNIBANCO SPON GDR 90458E107 112 3,900SH SHARED-DEFINED 02 SOLE
UNIBANCO-SPONSORED GDR 90458E107 489 17,000SH SOLE 02 SOLE
UNION CARBIDE CORPORATION 905581104 772 15,600SH SOLE 02 SOLE
UNITED DOMINION INDUSTRIES LTD. 909914103 54,787 3,216,100SH SOLE 02 SOLE
UNITED TECHNOLOGIES CORP. 913017109 5,028 85,400SH SOLE 02 SOLE
UNITEDHEALTH GROUP INC. 91324P102 2,798 32,633SH SOLE 02 SOLE
UNUMPROVIDENT CORP. 91529Y106 3,641 181,500SH SOLE 02 SOLE
USA EDUCATION INC. 90390U102 13,120 350,440SH SOLE 02 SOLE
UST INC 902911106 11,728 798,500SH SOLE 02 SOLE
USX-US STEEL GROUP 90337T101 28 1,500SH SOLE 02 SOLE
VERISIGN INC 92343E102 90,892 514,971SH SOLE 02 SOLE
VERISIGN INC 92343E102 11,133 63,077SH SHARED-DEFINED 02 SOLE
VERITAS DGC INC. 92343P107 11,986 461,000SH SOLE 02 SOLE
VERITAS SOFTWARE CO COM 923436109 893 7,900SH SHARED-DEFINED 02 SOLE
VERITAS SOFTWARE CORP. 923436109 4,343 38,429SH SOLE 02 SOLE
VERTEX PHARMACEUTICALS INC 92532F100 30,430 288,775SH SOLE 02 SOLE
VIACOM INC CL. B 925524308 1,770 25,955SH SOLE 02 SOLE
VIANT CORP 92553N107 139 4,700SH SOLE 02 SOLE
VIGNETTE CORP. 926734104 3,917 75,300SH SOLE 02 SOLE
VIGNETTE CORPORATION 926734104 2,746 52,800SH SHARED-DEFINED 02 SOLE
VINA CONCHA Y TORO SA-ADR 927191106 20 550SH SOLE 02 SOLE
VIRATA CORP 927646109 2,272 38,100SH SHARED-DEFINED 02 SOLE
VIRATA CORP. 927646109 1,860 31,200SH SOLE 02 SOLE
VISTA GOLD CORP. 927926105 9 100,000SH SOLE 02 SOLE
VISUAL NETWORKS INC 928444108 7,715 270,700SH SOLE 02 SOLE
VISUAL NETWORKS INC 928444108 319 11,200SH SHARED-DEFINED 02 SOLE
VITESSE SEMICONDUCTOR CORP 928497106 4,263 57,950SH SHARED-DEFINED 02 SOLE
VITESSE SEMICONDUCTOR CORPORATION 928497106 1,501 20,400SH SOLE 02 SOLE
VODAFONE GROUP PLC ADR 92857W100 4,231 102,100SH SOLE 02 SOLE
VOICESTREAM WIRELESS CORP 928615103 3,419 29,400SH SOLE 02 SOLE
VOICESTREAM WIRELESS CORP 928615103 733 6,300SH SHARED-DEFINED 02 SOLE
VORNADO REALTY TRUST REIT 929042109 87 2,500SH SOLE 02 SOLE
WAL MART STORES INC COM 931142103 4,379 76,000SH SHARED-DEFINED 02 SOLE
WAL-MART STORES INC. 931142103 3,561 61,800SH SOLE 02 SOLE
WALT DISNEY CO 254687106 31 800SH SOLE 02 SOLE
WASHINGTON MUTUAL INC 939322103 16,207 561,275SH SOLE 02 SOLE
WEATHERFORD INTERNATIONAL 947074100 4,893 122,900SH SHARED-DEFINED 02 SOLE
WEATHERFORD INTERNATIONAL INC. 947074100 3,691 92,700SH SOLE 02 SOLE
WEBTRENDS CORP. 94844D104 4,116 106,400SH SOLE 02 SOLE
WEBTRENDS CORPORTATION 94844D104 3,988 103,100SH SHARED-DEFINED 02 SOLE
WELLPOINT HEALTH NETWORKS 94973H108 1,616 22,315SH SOLE 02 SOLE
WELLS FARGO & CO. 949746101 713 18,400SH SOLE 02 SOLE
WENDY'S INTERNATIONAL INC. 950590109 3,117 175,000SH SOLE 02 SOLE
WESTCOAST ENERGY INC. 95751D102 7,286 472,700SH SOLE 02 SOLE
WESTERN STAR TRUCK HLDGS LTD 95960H100 1,558 75,200SH SOLE 02 SOLE
WINSTAR COMMUNICATIONS INC COM 975515107 2,686 79,300SH SHARED-DEFINED 02 SOLE
WINSTAR COMMUNICATIONS INC. 975515107 2,954 87,200SH SOLE 02 SOLE
WORLDCOM INC 98157D106 26,484 577,300SH SOLE 02 SOLE
WORLDCOM, INC. 98157D106 4,656 101,500SH SHARED-DEFINED 02 SOLE
WRIGLEY JR COMPANY 982526105 3,712 46,300SH SHARED-DEFINED 02 SOLE
WRIGLEY WM JR CO 982526105 7,369 91,900SH SOLE 02 SOLE
XEROX CORPORATION 984121103 9,200 460,000SH SOLE 02 SOLE
XILINX INC 983919101 5,614 68,000SH SOLE 02 SOLE
XILINX INC. 983919101 6,068 73,500SH SHARED-DEFINED 02 SOLE
YAHOO! INC 984332106 983 7,934SH SHARED-DEFINED 02 SOLE
Total 10,099,294 323,315,754
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