-----BEGIN PRIVACY-ENHANCED MESSAGE----- Proc-Type: 2001,MIC-CLEAR Originator-Name: webmaster@www.sec.gov Originator-Key-Asymmetric: MFgwCgYEVQgBAQICAf8DSgAwRwJAW2sNKK9AVtBzYZmr6aGjlWyK3XmZv3dTINen TWSM7vrzLADbmYQaionwg5sDW3P6oaM5D3tdezXMm7z1T+B+twIDAQAB MIC-Info: RSA-MD5,RSA, OrF+f2VBiOlblqqom3k04zrvw0RVAjOtpL2POit4R/dHieVlGGEtOajpcVfMcpl2 9eAUCwbeHkqrIDFoJOyKfQ== 0000919859-99-000042.txt : 19990817 0000919859-99-000042.hdr.sgml : 19990817 ACCESSION NUMBER: 0000919859-99-000042 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 19990630 FILED AS OF DATE: 19990816 FILER: COMPANY DATA: COMPANY CONFORMED NAME: MACKENZIE FINANCIAL CORP CENTRAL INDEX KEY: 0000919859 STANDARD INDUSTRIAL CLASSIFICATION: INVESTMENT ADVICE [6282] IRS NUMBER: 000000000 FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: SEC FILE NUMBER: 028-05178 FILM NUMBER: 99690084 BUSINESS ADDRESS: STREET 1: 150 BLOOR ST. WEST STE M111 STREET 2: TORONTO ONTARIO CITY: M5S 3B5 STATE: A6 BUSINESS PHONE: 4169225322 MAIL ADDRESS: STREET 1: 150 BLOOR STREET STREET 2: STE M111 CITY: TORONTO ONTARIO STATE: A6 13F-HR 1 UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 13F FORM 13F COVER PAGE Report for the Calendar Year or Quarter Ended: June 30, 1999 Check here if Amendment [ ]; Amendment Number: This Amendment (Check only one): [ ] is a restatement. [ ] adds new holdings entries. Institutional Investment Manager Filing this Report: Name: Mackenzie Financial Corporation Address: 150 Bloor Street West Suite 815 Toronto, Ontario M5S 3B5 13F File Number: 28-5178 The institutional investment manager filing this report and the person by whom it is signed hereby represent that the person signing the report is authorized to submit it, that all information contained herein is true, correct and complete, and that it is understood that all required items, statements, schedules, lists, and tables, are considered integral parts of this form. Person Signing this Report on Behalf of Reporting Manager: Name: Peter Hendrick Title: Chief Investment Officer Phone: (416) 922-5322 Signature, Place, and Date of Signing: Peter Hendrick Toronto, Ontario August 13, 1999 Report Type (Check only one): [XXXX] 13F HOLDINGS REPORT [ ] 13F NOTICE [ ] 13F COMBINATION REPORT. List of Other Managers Reporting for this Manager: I AM SIGNING THIS REPORT AS REQUIRED BY THE SECURITIES EXCHANGE ACT OF 1934. Peter Hendick Chief Investment Officer FORM 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 1 Form 13F Information Table Entry Total: 910 Form 13F Information Table Value Total: $7,064,008 List of Other Included Managers: No. 13F File Number Name 02 28-2609 Mackenzie Investment Management Inc. AS AT: JUNE 30, 1999 13F REPORT FOR MACKENZIE FINANCIAL CORPORATION AND MACKENZIE INVESTMENT MANAGEMENT INC. U.S Mkt. Number SH/ Investment Other Voting Name Cusip (x1000) of shares PRN Discretion Manager Authority 4FRONT TECHNOLOGIES, INC. 351042106 247 25,000 SH SHARED-DEFINED 02 SOLE A. SCHULMAN INC. 808194104 11,569 673,100 SH SOLE SOLE A.F.P. PROVIDA S.A. - ADR 00709P108 658 29,900 SH SOLE SOLE A.G. EDWARDS INC. 281760108 17,038 528,300 SH SOLE SOLE A.G. EDWARDS, INC. 281760108 1,129 35,000 SH SHARED-DEFINED 02 SOLE ABACUS DIRECT CORP COM 002553105 2,772 30,300 SH SHARED-DEFINED 02 SOLE ABACUS DIRECT CORPORATION 002553105 2,544 27,800 SH SOLE SOLE ABBOTT LABORATORIES 002824100 11,421 251,000 SH SOLE SOLE ABBOTT LABS COM 002824100 4,623 101,600 SH SHARED-DEFINED 02 SOLE ABER RESOURCES LTD. 002916104 6,607 771,900 SH SOLE SOLE ABERCROMBIE & FITCH CO. 002896207 1,843 38,400 SH SHARED-DEFINED 02 SOLE ABERCROMBIE & FITCH CO. CL. A 002896207 1,680 35,000 SH SOLE SOLE ABITIBI-CONSOLIDATED INC. 003924107 15,522 1,351,972 SH SOLE SOLE ABOUT.COM, INC. 003736105 420 8,100 SH SHARED-DEFINED 02 SOLE ACTION PERFORMANCE COMPANIES, INC. 004933107 2,010 60,900 SH SHARED-DEFINED 02 SOLE ACTION PERFORMANCE COS INC 004933107 8,550 259,100 SH SOLE SOLE ACTUATE CORPORATION 00508B102 1,208 45,600 SH SHARED-DEFINED 02 SOLE ACTUATE CORPORATION 00508B102 2,279 86,000 SH SOLE SOLE ADAPTEC INC. 00651F108 6,328 179,200 SH SOLE SOLE ADOBE SYSTEMS INCORPORATED 00724F101 2,054 25,000 SH SHARED-DEFINED 02 SOLE ADVANCED ENERGY INDUSTRIES INC. 007973100 8,360 206,100 SH SOLE SOLE ADVANCED FIBRE COMMUNICATION 00754A105 592 37,900 SH SOLE SOLE ADVANTAGE LEARNING SYSTEMS INC. 00757K100 1,133 51,200 SH SHARED-DEFINED 02 SOLE ADVANTAGE LEARNING SYSTEMS INC. 00757K100 1,316 59,500 SH SOLE SOLE AETNA INC 008117103 72 800 SH SOLE SOLE AFP PROVIDA 00709P108 1,131 51,400 SH SHARED-DEFINED 02 SOLE AGNICO-EAGLE MINES LTD. 008474108 13,804 2,232,900 SH SOLE SOLE AGRIUM INC 008916108 12,619 1,439,957 SH SOLE SOLE AIR CANADA CLASS A N.V. SHARES 008911307 971 275,000 SH SOLE SOLE AK STEEL HOLDING CORP 001547108 160 7,100 SH SOLE SOLE AKZO NOBEL NV SPON 010199305 17 400 SH SHARED-DEFINED 02 SOLE ALBERTA ENERGY COMPANY LTD. 012873105 7,607 236,740 SH SOLE SOLE ALBERTO-CULVER CO. CL. A 013068200 5,204 228,100 SH SOLE SOLE ALCAN ALUMINIUM LIMITED 013716105 91,777 2,889,725 SH SOLE SOLE ALCATEL SA ADR 013904305 199 7,000 SH SHARED-DEFINED 02 SOLE ALCOA INC. 013817101 316 5,100 SH SOLE SOLE ALGOMA STEEL INC. 01566M105 3,551 2,513,300 SH SOLE SOLE ALGOS PHARMACEUTICAL 015869100 552 25,000 SH SHARED-DEFINED 02 SOLE ALGOS PHARMACEUTICAL CORP. 015869100 971 44,000 SH SOLE SOLE ALKERMES INC 01642T108 1,004 43,400 SH SOLE SOLE ALKERMES INC COM 01642T108 1,068 46,200 SH SHARED-DEFINED 02 SOLE ALLIANCE FOREST PRODUCTS INC. 01859J108 19,573 1,587,400 SH SOLE SOLE ALLIEDSIGNAL INC 019512102 2,520 40,000 SH SHARED-DEFINED 02 SOLE ALLIED-SIGNAL INC. 019512102 25,502 404,800 SH SOLE SOLE ALLSTATE CORP 020002101 104 2,900 SH SOLE SOLE ALLTEL CORP. 020039103 2,653 37,100 SH SOLE SOLE ALLTEL CORPORATION 020039103 5,491 76,800 SH SHARED-DEFINED 02 SOLE ALTERA CORP COM 021441100 6,029 163,800 SH SHARED-DEFINED 02 SOLE ALTERA CORPORATION 021441100 12,075 328,000 SH SOLE SOLE AMAZON.COM INC. 023135106 638 5,100 SH SOLE SOLE AMAZON.COM, INC. 023135106 213 1,700 SH SHARED-DEFINED 02 SOLE AMB PROPERTY CORP 00163T109 188 8,000 SH SOLE SOLE AMBAC FINANCIAL GROUP INC COM 023139108 1,142 20,000 SH SHARED-DEFINED 02 SOLE AMERICA ONLINE INC 02364J104 4,898 44,330 SH SOLE SOLE AMERICA ONLINE, INC. 02364J104 5,978 54,100 SH SHARED-DEFINED 02 SOLE AMERICAN EAGLE OUTFITTERS INC COM 02553E106 1,593 35,000 SH SHARED-DEFINED 02 SOLE AMERICAN EXPRESS CO. 025816109 65,622 504,300 SH SOLE SOLE AMERICAN HOME PRODUCTS CORP. 026609107 1,190 20,700 SH SOLE SOLE AMERICAN HOME PRODUCTS CORPORATION 026609107 4,180 72,700 SH SHARED-DEFINED 02 SOLE AMERICAN INTERNATIONAL GROUP INC. 026874107 562 4,800 SH SOLE SOLE AMERICAN INTL GROUP INC COM 026874107 1,323 11,300 SH SHARED-DEFINED 02 SOLE AMERICAN POWER CONVERSION CORP. 029066107 18,008 894,800 SH SOLE SOLE AMERICAN PWR CONVERSION CORP COM 029066107 5,706 283,600 SH SHARED-DEFINED 02 SOLE AMGEN INC. 031162100 12,126 199,200 SH SOLE SOLE AMR CORP. 001765106 1,112 16,300 SH SOLE SOLE ANESTA CORP COM 034603100 1,150 56,300 SH SHARED-DEFINED 02 SOLE ANESTA CORP. 034603100 8,502 416,000 SH SOLE SOLE ANGLO AMERICAN PLC 03485P102 21,184 443,644 SH SHARED-DEFINED 02 SOLE ANGLOGOLD LIMITED SPONS ADR 035128206 4,584 213,228 SH SOLE SOLE ANHEUSER BUSCH COS. INC. 035229103 915 12,900 SH SOLE SOLE ANHEUSER-BUSCH COMPANIES, INC 035229103 4,582 64,600 SH SHARED-DEFINED 02 SOLE APARTMENT INVEST & MGMT CO 03748R101 201 4,700 SH SOLE SOLE APOLLO GROUP INC CL A 037604105 1,867 70,300 SH SHARED-DEFINED 02 SOLE APOLLO GROUP INC CLASS A 037604105 11,309 425,735 SH SOLE SOLE APPLE COMPUTER INC. 037833100 28 600 SH SOLE SOLE APPLIED MATERIALS INC 038222105 2,054 27,800 SH SOLE SOLE APPLIED MATERIALS INC. 038222105 2,763 37,400 SH SHARED-DEFINED 02 SOLE APPLIED MICRO CIRCUITS 03822W109 263 3,200 SH SHARED-DEFINED 02 SOLE APPLIED MICRO CIRCUITS CORP 03822W109 790 9,600 SH SOLE SOLE ARACRUZ CELULOSE S A ADR CL B 038496204 1,278 58,100 SH SOLE SOLE ARACRUZ CELULOSE S.A. 038496204 39 1,750 SH SHARED-DEFINED 02 SOLE ARCHER DANIELS MIDLAND CO. 039483102 41,296 2,675,040 SH SOLE SOLE ARMCO INC. 042170100 9,353 1,411,700 SH SOLE SOLE ARTISAN COMPONENTS INC 042923102 129 11,100 SH SHARED-DEFINED 02 SOLE ARTISAN COMPONENTS INC 042923102 684 58,800 SH SOLE SOLE ASA LIMITED 002050102 53 3,200 SH SOLE SOLE ASARCO INC. 043413103 28 1,500 SH SOLE SOLE ASHANTI GOLDFIELDS CO. LTD GDR 043743202 3,032 437,009 SH SOLE SOLE ASIA PULP & PAPER - ADR 04516V100 144 15,000 SH SOLE SOLE ASIA PULP & PAPER - ADR WRTS 2000/07/27 04516V209 8 3,000 SH SOLE SOLE ASIA PULP & PAPER ADR 04516V100 162 16,800 SH SHARED-DEFINED 02 SOLE ASIA PULP AND PAPER WARRANTS 7/00 04516V209 9 3,360 SH SHARED-DEFINED SOLE ASIA SATELLITE TELECOMMUNCNT SPON 04516X106 92 4,000 SH SHARED-DEFINED 02 SOLE ASM LITHOGRAPHY HLD NV N07059111 1,276 21,500 SH SHARED-DEFINED 02 SOLE ASM LITHOGRAPHY HOLDING NV N07059111 8,871 149,400 SH SOLE SOLE AT & T CORP 001957109 4,532 81,200 SH SHARED-DEFINED 02 SOLE AT HOME CORP (US) 045919107 1,488 27,600 SH SHARED-DEFINED 02 SOLE AT HOME CORP-SER A 045919107 1,812 33,600 SH SOLE SOLE AT&T CORP. 001957109 9,276 166,200 SH SOLE SOLE ATLANTIC RICHFIELD CO. 048825103 510 6,100 SH SOLE SOLE ATLANTIC RICHFIELD COMPANY 048825103 3,150 37,700 SH SHARED-DEFINED 02 SOLE AUTODESK INC 052769106 5,660 191,450 SH SOLE SOLE AUTOMATIC DATA PROCESSING 053015103 185 4,200 SH SOLE SOLE AVID TECHNOLOGY 05367P100 52,056 3,228,300 SH SOLE SOLE AVON PRODUCTS INC. 054303102 389 7,000 SH SOLE SOLE AVON PRODUCTS, INC. 054303102 3,152 56,800 SH SHARED-DEFINED 02 SOLE AVX CORPORATION 002444107 8,531 350,000 SH SOLE SOLE AZCO MINING INC. 054774104 173 200,000 SH SOLE SOLE BAKER HUGHES INC. 057224107 124 3,700 SH SOLE SOLE BALDOR ELECTRIC CO. 057741100 32,424 1,601,166 SH SOLE SOLE BALLARD MEDICAL PRODUCTS 058566100 1,166 50,000 SH SHARED-DEFINED 02 SOLE BALLARD POWER SYSTEMS INC. 05858H104 5,388 169,300 SH SOLE SOLE BANCO FRANCES RIO SP ADR 059591107 19 1,000 SH SHARED-DEFINED 02 SOLE BANCO GALICIA Y BUENO SP ADR 059538207 26 1,308 SH SHARED-DEFINED 02 SOLE BANCO SANTANDER CHILE SPON 05965F108 33 2,100 SH SHARED-DEFINED 02 SOLE BANCO SANTANDER-CHILE-SP-ADR 05965F108 636 41,000 SH SOLE SOLE BANCO WIESE SPON 059651109 8 7,200 SH SHARED-DEFINED 02 SOLE BANCO WIESE-SPONSORED ADR 059651109 141 118,800 SH SOLE SOLE BANCOLOMBIA S.A. SPONS. ADR 05968L102 124 26,000 SH SOLE SOLE BANCOLOMBIA S.A. SPONSORED ADR 05968L102 137 28,800 SH SHARED-DEFINED 02 SOLE BANK OF AMERICA CORP. 060505104 807 11,010 SH SOLE SOLE BANK OF AMERICA CORPORATION 060505104 1,730 23,600 SH SHARED-DEFINED 02 SOLE BANK OF MONTREAL 063671101 281,494 7,745,000 SH SOLE SOLE BANK OF NEW YORK CO INC 064057102 2,462 67,100 SH SOLE SOLE BANK ONE CORP 06423A103 573 9,622 SH SOLE SOLE BANK ONE CORPORATION 06423A103 1,692 28,400 SH SHARED-DEFINED 02 SOLE BANKBOSTON CORPORATION 06605R106 4,448 87,000 SH SOLE SOLE BARCLAYS PLC ADR 06738E204 60 500 SH SHARED-DEFINED 02 SOLE BARRICK GOLD CORPORATION 067901108 15,979 828,200 SH SOLE SOLE BATTLE MOUNTAIN CANADA LTD. 071900104 10,394 4,371,500 SH SOLE SOLE BATTLE MOUNTAIN GOLD CO. CL A 071593107 12 5,000 SH SOLE SOLE BAUSCH & LOMB INC 071707103 14,535 190,000 SH SOLE SOLE BAXTER INTERNATIONAL, INC. 071813109 97 1,600 SH SOLE SOLE BCE INC. 05534B109 250,309 5,135,250 SH SOLE SOLE BCE MOBILE COMMUNICATIONS INC. 05534G108 15,205 497,370 SH SOLE SOLE BECTON DICKINSON & COMPANY 075887109 3,240 108,000 SH SOLE SOLE BELL ATLANTIC CORP 077853109 3,870 59,200 SH SHARED-DEFINED 02 SOLE BELL ATLANTIC CORP 077853109 928 14,200 SH SOLE SOLE BELLSOUTH CORP 079860102 806 17,200 SH SOLE SOLE BELLSOUTH CORP COM 079860102 3,778 80,600 SH SHARED-DEFINED 02 SOLE BERKSHIRE HATHAWAY INC - CL A 084670108 404,751 5,849 SH SOLE SOLE BERKSHIRE HATHAWAY INC - CL B 084670207 5,775 2,568 SH SOLE SOLE BEST SOFTWARE INC 086579109 575 35,700 SH SHARED-DEFINED 02 SOLE BEST SOFTWARE INC 086579109 1,074 66,600 SH SOLE SOLE BETHLEHEM STEEL CORPORATION 087509105 4,656 605,700 SH SOLE SOLE BFC CONSTRUCTION CORPORATION 054938105 6,004 785,600 SH SOLE SOLE BIOCHEM PHARMA INC. 09058T108 10,782 576,100 SH SOLE SOLE BIRMINGHAM STEEL CORP 091250100 21 5,000 SH SOLE SOLE BJ'S WHOLESALE CLUB INC. 05548J106 5,772 192,000 SH SOLE SOLE BLYTH INDS INC COM 09643P108 655 19,050 SH SHARED-DEFINED 02 SOLE BLYTH INDUSTRIES INC. 09643P108 593 17,250 SH SOLE SOLE BMC SOFTWARE INC 055921100 751 13,900 SH SOLE SOLE BMC SOFTWARE, INC. 055921100 621 11,500 SH SHARED-DEFINED 02 SOLE BOEING CO. 097023105 202 4,600 SH SOLE SOLE BRASIL DISTR PAO ACU-ADR 20440T201 25 1,335 SH SOLE SOLE BRE PROPERTIES 05564E106 143 5,500 SH SOLE SOLE BRIGGS & STRATTON CORPORATION 109043109 1,675 29,000 SH SHARED-DEFINED 02 SOLE BRISTOL MYERS SQUIBB CO COM 110122108 4,198 59,600 SH SHARED-DEFINED 02 SOLE BRISTOL-MYERS SQUIBB 110122108 5,198 73,800 SH SOLE SOLE BROADCAST.COM INC. 111310108 1,296 9,700 SH SHARED-DEFINED 02 SOLE BROADCAST.COM INC. 111310108 1,683 12,600 SH SOLE SOLE BROADCOM CORP CL. A 111320107 766 5,300 SH SOLE SOLE BROADCOM CORPORATION 111320107 275 1,900 SH SHARED-DEFINED 02 SOLE BROADVISION INC. 111412102 885 12,000 SH SOLE SOLE BROADVISION, INC. 111412102 310 4,200 SH SHARED-DEFINED 02 SOLE BUSINESS OBJECTS S.A. ADR 12328X107 2,190 60,000 SH SOLE SOLE CADBURY SCHWEPPES PLC ADR 127209302 22,898 860,162 SH SHARED-DEFINED 02 SOLE CAIS INTERNET INC 12476Q102 24 1,300 SH SOLE SOLE CAIS INTERNET, INC. 12476Q102 13 700 SH SHARED-DEFINED 02 SOLE CALGON CARBON CORP. 129603106 30 5,000 SH SOLE SOLE CALL-NET ENTERPRISES INC. CL. B NVS 130910201 623 98,656 SH SOLE SOLE CAMBIOR INC. 13201L103 1,388 430,000 SH SOLE SOLE CAMCO INC. 132626102 410 90,000 SH SOLE SOLE CAMECO CORP. 13321L108 2,718 129,500 SH SOLE SOLE CAMPBELL RESOURCES INC. 134422104 329 1,139,375 SH SOLE SOLE CAMPBELL SOUP CO 134429109 76 1,700 SH SOLE SOLE CANADA SOUTHERN PETROLEUM LTD. RVS 135231108 2,611 375,000 SH SOLE SOLE CANADIAN IMPERIAL BANK OF COMMERCE 136069101 67,677 2,838,200 SH SOLE SOLE CANADIAN MARCONI COMPANY 136357100 1,061 90,000 SH SOLE SOLE CANADIAN OCCIDENTAL PETROLEUM LTD. 136420106 2,235 138,500 SH SOLE SOLE CANADIAN PACIFIC LIMITED 135923100 8,283 348,350 SH SOLE SOLE CANTV CIA ANONIMA TELEF - ADR 204421101 283 10,400 SH SHARED-DEFINED 02 SOLE CARNIVAL CORPORATION 143658102 4,996 103,000 SH SOLE SOLE CARRIER ACCESS CORP 144460102 1,494 34,100 SH SOLE SOLE CARRIER ACCESS CORPORATION 144460102 718 16,400 SH SHARED-DEFINED 02 SOLE CATERPILLAR INC. 149123101 126 2,100 SH SOLE SOLE CBS CORPORATION 12490K107 135 3,100 SH SOLE SOLE CBT GROUP PLC SP.ADR 124853300 1,426 86,400 SH SOLE SOLE CBT GROUP PUB LTD SPON 124853300 1,554 94,200 SH SHARED-DEFINED 02 SOLE CELESTICA INC. 15101Q108 12,978 299,900 SH SOLE SOLE CENDANT CORP 151313103 41 2,000 SH SOLE SOLE CHANCELLOR MEDIA CORP 158915108 2,426 44,000 SH SOLE SOLE CHASE MANHATTAN CORP (NEW) 16161A108 632 7,300 SH SOLE SOLE CHASE MANHATTAN CORP NEW COM 16161A108 2,425 28,000 SH SHARED-DEFINED 02 SOLE CHEESECAKE FACTORY (THE) 163072101 671 22,000 SH SOLE SOLE CHEVRON CORP. 166751107 866 9,100 SH SOLE SOLE CHEVRON CORPORATION 166751107 3,103 32,600 SH SOLE SOLE CHILGENER SA ADR 168894103 146 8,244 SH SOLE SOLE CHIREX INC 170038103 2,823 87,900 SH SHARED-DEFINED 02 SOLE CHIREX INC. 170038103 2,599 80,900 SH SOLE SOLE CIA PARANAENSE DE ENERGETICA ADR 20441B407 704 84,000 SH SOLE SOLE CIA TELECOM CHILE SP.ADR 204449300 1,102 44,975 SH SOLE SOLE CIGNA CORP 125509109 178 2,000 SH SOLE SOLE CINCINNATI FINANCIAL CORP. 172062101 1,893 50,400 SH SOLE SOLE CINRAM INTERNATIONAL INC. 17252T105 11,297 1,162,900 SH SOLE SOLE CISCO SYS INC COM 17275R102 18,234 282,700 SH SHARED-DEFINED 02 SOLE CISCO SYSTEMS INC. 17275R102 8,450 131,000 SH SOLE SOLE CITIGROUP INC. 172967101 28,180 593,264 SH SOLE SOLE CITRIX SYS INC COM 177376100 3,921 69,400 SH SHARED-DEFINED 02 SOLE CITRIX SYSTEMS INC. 177376100 15,142 268,000 SH SOLE SOLE CMGI INC 125750109 696 6,100 SH SOLE SOLE CNET INC 125945105 1,815 31,500 SH SHARED-DEFINED 02 SOLE CNET INC. 125945105 1,913 33,200 SH SOLE SOLE COCA - COLA COMPANY 191216100 1,750 28,000 SH SHARED-DEFINED 02 SOLE COCA-COLA COMPANY 191216100 856 13,700 SH SOLE SOLE COEUR D'ALENE MINES 192108108 4,216 911,500 SH SOLE SOLE COGNEX CORP. 192422103 6,313 200,000 SH SOLE SOLE COGNOS INCORPORATED 19244C109 23,689 1,077,880 SH SOLE SOLE COLGATE-PALMOLIVE CO. 194162103 9,520 96,400 SH SOLE SOLE COLGATE-PALMOLIVE COMPANY 194162103 3,259 33,000 SH SHARED-DEFINED 02 SOLE COLUMBIA HCA HEALTHCARE CORP 197677107 52 2,300 SH SOLE SOLE COMAIR HOLDINGS INC. 199789108 832 40,000 SH SHARED-DEFINED 02 SOLE COMERICA INC COM 200340107 891 15,000 SH SHARED-DEFINED 02 SOLE COMINCO LTD. 200435105 17,731 1,048,220 SH SOLE SOLE COMMERCE GROUP INC 200641108 15,542 637,600 SH SOLE SOLE COMPANIA DE TELECOMUNICS CHILE SPNS 204449300 713 28,825 SH SHARED-DEFINED 02 SOLE COMPAQ COMPUTER CORP. 204493100 740 31,250 SH SOLE SOLE COMPS.COM INC 204679104 226 30,700 SH SOLE SOLE COMPS.COM, INC 204679104 128 17,300 SH SHARED-DEFINED 02 SOLE COMPUTALOG LTD. 204908305 1,783 250,000 SH SOLE SOLE COMPUTER ASSOCIATES INTERNATIONAL INC 204912109 8,863 161,150 SH SOLE SOLE COMVERSE TECHNOLOGY INC 205862402 4,032 53,400 SH SHARED-DEFINED 02 SOLE COMVERSE TECHNOLOGY INC 205862402 4,689 62,100 SH SOLE SOLE CONAGRA INC 205887102 59 2,200 SH SOLE SOLE CONCORD COMMUNICATIONS INC 206186108 1,562 34,700 SH SHARED-DEFINED 02 SOLE CONCORD COMMUNICATIONS INC. 206186108 1,868 41,500 SH SOLE SOLE CONEXANT SYSTEMS INC. 207142100 952 16,400 SH SOLE SOLE CONEXANT SYSTEMS, INC. 207142100 360 6,200 SH SHARED-DEFINED 02 SOLE CORNELL CORRECTIONS INC 219141108 872 53,100 SH SHARED-DEFINED 02 SOLE CORNELL CORRECTIONS INC. 219141108 1,483 90,200 SH SOLE SOLE CORPORATE EXECUTIVE BOARD CO. 21988R102 345 9,700 SH SOLE SOLE CREDICORP LTD COM G2519Y108 58 5,273 SH SHARED-DEFINED 02 SOLE CREDICORP LTD ADR G2519Y108 267 24,286 SH SOLE SOLE CRESCENT REAL ESTATE EQUITIES TRUST 225756105 5,833 245,600 SH SOLE SOLE CRISTALERIAS DE CHILE S A SPON 226714103 472 30,600 SH SHARED-DEFINED 02 SOLE CRISTALERIAS DE CHILE-SPON.ADR. 226714103 1,161 75,200 SH SOLE SOLE CRITICAL PATH INC. 22674V100 304 5,500 SH SOLE SOLE CRITICAL PATH, INC. 22674V100 166 3,000 SH SHARED-DEFINED 02 SOLE CSG SYSTEMS INTERNATIONAL INC. 126349109 1,050 40,100 SH SOLE SOLE CSG SYSTEMS INTERNATIONAL, INC. 126349109 1,160 44,300 SH SHARED-DEFINED 02 SOLE CUTTER & BUCK INC 232217109 1,389 82,350 SH SHARED-DEFINED 02 SOLE CUTTER & BUCK INC. 232217109 1,166 69,100 SH SOLE SOLE CVS CORP 126650100 3,773 73,800 SH SOLE SOLE CYPRUS AMAX MINERALS CO. 232809103 46 3,000 SH SOLE SOLE CYTYC CORPORATION 232946103 3,705 190,000 SH SOLE SOLE DANAHER CORP 235851102 68,442 1,177,500 SH SOLE SOLE DAVE & BUSTER'S INC. 23833N104 2,008 69,250 SH SHARED-DEFINED 02 SOLE DAVE & BUSTER'S, INC. 23833N104 1,164 40,150 SH SOLE SOLE DAYTON-HUDSON CORP. 239753106 137 2,100 SH SOLE SOLE DE BEERS CENTENARY AG 240253302 587 24,600 SH SOLE SOLE DEERE & COMPANY 244199105 52 1,300 SH SOLE SOLE DELL COMPUTER CORP 247025109 1,069 28,900 SH SOLE SOLE DELL COMPUTER CORPORATION 247025109 2,135 57,700 SH SHARED-DEFINED 02 SOLE DELPHI AUTOMOTIVE SYSTEMS CORP. 247126105 46 2,495 SH SOLE SOLE DELTA-GALIL INDUSTRIES LTD. ADR 247637101 463 40,000 SH SOLE SOLE DENDRITE INTERNATIONAL INC. 248239105 4,389 121,500 SH SOLE SOLE DENDRITE INTL INC COM 248239105 3,406 94,300 SH SHARED-DEFINED 02 SOLE DENTSPLY INTERNATIONAL INC 249030107 51,104 1,825,130 SH SOLE SOLE DESC S.A. -SPONS ADR 250309101 941 41,800 SH SOLE SOLE DIA MET MINERALS LTD. CL. B 25243K307 1,585 91,500 SH SOLE SOLE DIAGEO PLC - SPON ADR 25243Q205 1,023 23,799 SH SHARED-DEFINED 02 SOLE DIONEX CORPORATION 254546104 648 16,000 SH SHARED-DEFINED 02 SOLE DOLLAR TREE STORES INC 256747106 2,789 63,375 SH SHARED-DEFINED 02 SOLE DOLLAR TREE STORES INC 256747106 12,953 294,375 SH SOLE SOLE DOMTAR INC. 257561100 4,280 453,300 SH SOLE SOLE DONALDSON CO. LTD. 257651109 15,603 611,900 SH SOLE SOLE DOUBLECLICK INC 258609304 1,321 14,400 SH SOLE SOLE DOUBLECLICK INC. 258609304 752 8,200 SH SHARED-DEFINED 02 SOLE DOW CHEMICAL COMPANY 260543103 266 2,100 SH SOLE SOLE DPL INC. 233293109 1,286 70,000 SH SHARED-DEFINED 02 SOLE DSET CORP. 262504103 752 54,000 SH SHARED-DEFINED 02 SOLE DSET CORPORATION 262504103 1,774 127,300 SH SOLE SOLE DTE ENERGY COMPANY 233331107 3,720 93,000 SH SOLE SOLE DUKE ENERGY CORP 264399106 1,495 27,500 SH SHARED-DEFINED 02 SOLE DUKE ENERGY CORP 264399106 598 11,000 SH SOLE SOLE DUN & BRADSTREET CORP. 26483B106 46 1,300 SH SOLE SOLE DUPONT (E.I.) DE NEMOURS COMPANY 263534109 287 4,200 SH SOLE SOLE EAGLE GEOPHYSICAL INC 269524104 117 156,500 SH SOLE SOLE EARTHWEB INC. 27032C108 711 19,100 SH SHARED-DEFINED 02 SOLE EARTHWEB INC. 27032C108 1,192 32,000 SH SOLE SOLE EASTMAN KODAK COMPANY 277461109 129 1,900 SH SOLE SOLE EBAY INC 278642103 121 800 SH SHARED-DEFINED 02 SOLE EBAY INC 278642103 362 2,400 SH SOLE SOLE ECI TELECOMMUNICATIONS LTD - ORD 268258100 2,489 75,000 SH SOLE SOLE ECLIPSYS CORP. 278856109 1,475 61,600 SH SOLE SOLE ECLIPSYS CORPORATION 278856109 1,642 68,600 SH SHARED-DEFINED 02 SOLE ECOLAB INC. 278865100 17,190 396,300 SH SOLE SOLE EDPERBRASCAN CORPORATION 280905803 97,130 6,368,625 SH SOLE SOLE ELECTRIC FUEL CORP. 284871100 190 115,000 SH SOLE SOLE ELECTROGLAS INC. 285324109 2,400 120,000 SH SOLE SOLE ELECTRONIC DATA SYSTEMS CORP 285661104 153 2,700 SH SOLE SOLE EMBRATEL PARTICIPACOES ADR 29081N100 300 21,600 SH SOLE SOLE EMBRATEL PARTICIPACOES S.A 29081N100 154 11,100 SH SHARED-DEFINED 02 SOLE EMC CORP 268648102 6,622 120,400 SH SOLE SOLE EMC CORPORATION/MASS 268648102 473 8,600 SH SHARED-DEFINED 02 SOLE EMCO LIMITED 290839109 1,855 300,000 SH SOLE SOLE EMPRESA NACIONAL DE ELCTRCIDAD SPON 29244T101 170 14,032 SH SHARED-DEFINED 02 SOLE EMPRESA NACIONAL ELEC - CH ADR 29244T101 232 19,152 SH SOLE SOLE ENBRIDGE INC. 29250N105 4,712 205,500 SH SOLE SOLE ENDESA SA 29258N107 2,178 102,500 SH SHARED-DEFINED 02 SOLE ENTERGY CORP 29364G103 172 5,500 SH SOLE SOLE EPIX MEDICAL INC COM 26881Q101 206 37,500 SH SHARED-DEFINED 02 SOLE EPIX MEDICAL INC. 26881Q101 435 79,000 SH SOLE SOLE EQUIFAX INC 294429105 560 15,700 SH SOLE SOLE EQUIFAX INC. 294429105 3,750 105,100 SH SHARED-DEFINED 02 SOLE ESAT TELECOM GROUP PLC-ADR 26883Y102 10,969 250,000 SH SOLE SOLE ETEC SYS INC COM 26922C103 1,084 32,600 SH SHARED-DEFINED 02 SOLE ETEC SYSTEMS INC 26922C103 5,619 169,000 SH SOLE SOLE E-TEK DYNAMICS INC. 269240107 1,760 37,000 SH SOLE SOLE E-TEK DYNAMICS, INC. 269240107 1,427 30,000 SH SHARED-DEFINED 02 SOLE EXODUS COMMUNICATIONS INC 302088109 4,378 36,500 SH SOLE SOLE EXODUS COMMUNICATIONS INC. 302088109 2,291 19,100 SH SHARED-DEFINED 02 SOLE EXTREME NETWORKS 30226D106 29 500 SH SHARED-DEFINED 02 SOLE EXTREME NETWORKS INC. 30226D106 87 1,500 SH SOLE SOLE EXXON CORP 302290101 1,080 14,000 SH SOLE SOLE EXXON CORP COM 302290101 1,010 13,100 SH SHARED-DEFINED 02 SOLE F5 NETWORKS INC 315616102 2,132 52,000 SH SOLE SOLE F5 NETWORKS, INC. 315616102 1,148 28,000 SH SHARED-DEFINED 02 SOLE FACTSET RESEARCH SYSTEMS INC. 303075105 4,320 76,300 SH SOLE SOLE FACTSET RESH SYS INC COM 303075105 3,861 68,200 SH SHARED-DEFINED 02 SOLE FAHNESTOCK VINER HOLDINGS CL. A 302921101 17,219 1,121,500 SH SOLE SOLE FANNIE MAE 313586109 711 10,400 SH SOLE SOLE FEDERAL AGRIC MTG CORP CL C 313148306 1,191 17,350 SH SHARED-DEFINED 02 SOLE FEDERAL AGRIC MTG CORP CL C 313148306 1,156 16,900 SH SOLE SOLE FEDERAL NATL MTG ASSN COM 313586109 3,111 45,500 SH SHARED-DEFINED 02 SOLE FIFTH THIRD BANCORP 316773100 15,110 227,000 SH SOLE SOLE FIRST CONSULTING GROUP INC 31986R103 1,697 159,800 SH SHARED-DEFINED 02 SOLE FIRST CONSULTING GROUP INC 31986R103 1,735 163,300 SH SOLE SOLE FIRST DATA CORP 319963104 157 3,200 SH SOLE SOLE FIRST TENNESSEE NATIONAL CORP 337162101 1,341 35,000 SH SHARED-DEFINED 02 SOLE FIRST UNION CORP 337358105 13,362 284,294 SH SOLE SOLE FIRST UNION CORPORATION 337358105 1,415 30,100 SH SHARED-DEFINED 02 SOLE FIRST VIRGINIA BANKS, INC 337477103 1,474 30,000 SH SHARED-DEFINED 02 SOLE FISERV INC 337738108 2,020 64,500 SH SOLE SOLE FLEET FINANCIAL GROUP INC 338915101 142 3,200 SH SOLE SOLE FLEXTRONICS INTERNATIONAL LTD Y2573F102 4,568 82,300 SH SOLE SOLE FLEXTRONICS INTL. LTD. Y2573F102 3,458 62,300 SH SHARED-DEFINED 02 SOLE FOMENTO ECONOMICO MEXICANO SP. ADR 344419106 3,797 95,220 SH SOLE SOLE FORD MOTOR COMPANY 345370100 17 300 SH SOLE SOLE FORD MTR CO DEL COM 345370100 203 3,600 SH SHARED-DEFINED 02 SOLE FORRESTER RESEARCH INC 346563109 928 37,100 SH SOLE SOLE FORRESTER RESH INC COM 346563109 433 17,300 SH SHARED-DEFINED 02 SOLE FORSOFT LTD M46544108 419 55,000 SH SOLE SOLE FORTUNE BRANDS INC. 349631101 4,220 102,000 SH SOLE SOLE FREDDIE MAC 313400301 452 7,800 SH SOLE SOLE FREDDIE MAC COM 313400301 2,320 40,000 SH SHARED-DEFINED 02 SOLE FREEPORT MCMORAN COPPER INC CL B 35671D857 4,108 229,000 SH SOLE SOLE FREEPORT MCMORAN PRF 2006/08/01 SR SILV 35671D865 4,146 293,500 SH SOLE SOLE GALLAHER GROUP PLC-ADR 363595109 3,495 143,000 SH SOLE SOLE GANNETT CO. INC. 364730101 221 3,100 SH SOLE SOLE GAP INC 364760108 493 9,787 SH SOLE SOLE GATEWAY INC 367626108 384 6,500 SH SOLE SOLE GATEWAY INC. 367626108 148 2,500 SH SHARED-DEFINED 02 SOLE GEMSTAR INTERNATIONAL GROUP LTD G3788V106 4,346 66,600 SH SOLE SOLE GEMSTAR INTL GROUP LTD ORD G3788V106 2,506 38,400 SH SHARED-DEFINED 02 SOLE GENER S.A.-SPONSORED ADR 368731105 94 5,318 SH SHARED-DEFINED 02 SOLE GENERAL DYNAMICS CORPORATION 369550108 7,035 102,700 SH SOLE SOLE GENERAL ELEC CO COM 369604103 4,814 42,600 SH SHARED-DEFINED 02 SOLE GENERAL ELECTRIC COMPANY 369604103 17,899 158,400 SH SOLE SOLE GENERAL MILLS INC 370334104 683 8,500 SH SOLE SOLE GENERAL MILLS INC. COM 370334104 4,235 52,700 SH SHARED-DEFINED 02 SOLE GENERAL MOTORS CORPORATION 370442105 6,943 105,200 SH SOLE SOLE GENERAL MTRS CORP COM 370442105 2,185 33,100 SH SHARED-DEFINED 02 SOLE GENESIS MICROCHIP INC. 371933102 912 38,600 SH SHARED-DEFINED 02 SOLE GENESIS MICROCHIPS INC 371933102 1,720 72,800 SH SOLE SOLE GENSET- SPONS. ADR 37244T104 378 24,200 SH SOLE SOLE GEORGIA PAC CORP COM 373298108 2,117 44,700 SH SHARED-DEFINED 02 SOLE GEORGIA-PACIFIC GROUP 373298108 313 6,600 SH SOLE SOLE GILAT SATELLITE NETWORKS LTD ORD M51474100 263 5,000 SH SHARED-DEFINED 02 SOLE GILLETTE CO 375766102 172 4,200 SH SOLE SOLE GLAMIS GOLD LTD. 376775102 2,268 1,260,000 SH SOLE SOLE GLOBAL CROSSING LTD G3921A100 1,696 39,790 SH SHARED-DEFINED 02 SOLE GLOBAL CROSSING LTD G3921A100 2,268 53,293 SH SOLE SOLE GLOBAL MARINE INC. 379352404 15 1,000 SH SOLE SOLE GLOBAL TELESYSTEMS GROUP INC 37936U104 42,566 525,500 SH SOLE SOLE GLOBALSTAR TELECOMMUNICATIONS LTD G3930H104 7,606 328,000 SH SOLE SOLE GOLD RESERVE INC. CLASS A 38068N108 304 271,000 SH SOLE SOLE GOLDCORP INC. CL. A SVS 380956102 208 42,242 SH SOLE SOLE GOODYEAR TIRE & RUBBER CO. 382550101 3,658 62,200 SH SHARED-DEFINED 02 SOLE GOODYEAR TIRE & RUBBER COMPANY 382550101 3,917 66,600 SH SOLE SOLE GRAINGER (W.W.) INC. 384802104 43,148 800,900 SH SOLE SOLE GREAT NORTHERN GAS COMPANY 391044104 197 209,930 SH SOLE SOLE GREAT PLAINS SOFTWARE 39119E105 599 12,700 SH SHARED-DEFINED 02 SOLE GREAT PLAINS SOFTWARE INC 39119E105 1,151 24,400 SH SOLE SOLE GROUPE AB SA-ADR 39944Q109 750 300,000 SH SOLE SOLE GRUPO INDL MASECA SA DE CV SER B ADR 400488409 420,063 47,000 SH SOLE SOLE GRUPO TELEVISA S A GLOBAL DEP SHARES 40049J206 1,067 23,800 SH SOLE SOLE GSI LUMONICS INC. 36229U102 926 235,000 SH SOLE SOLE GUITAR CENTER INC 402040109 1,020 97,800 SH SHARED-DEFINED 02 SOLE GUITAR CENTER INC 402040109 915 87,700 SH SOLE SOLE GULF CANADA RESOURCES LIMITED 40218L305 4,086 985,944 SH SOLE SOLE H.J. HEINZ COMPANY 423074103 2,446 48,800 SH SHARED-DEFINED 02 SOLE HALLIBURTON COMPANY 406216101 1,511 33,400 SH SOLE SOLE HANSON PLC SPNS 411352404 1,713 38,600 SH SHARED-DEFINED 02 SOLE HARTFORD LIFE, INC. 416592103 1,579 30,000 SH SHARED-DEFINED 02 SOLE HARVARD INDUSTRIES INC. 417434503 605 84,864 SH SOLE SOLE HEALTH MGMT ASSOC INC NEW CL A 421933102 597 53,075 SH SHARED-DEFINED 02 SOLE HEALTH MGMT ASSOCIATES INC CL. A 421933102 546 48,500 SH SOLE SOLE HECLA MINING COMPANY 422704106 493 239,000 SH SOLE SOLE HEINZ (H.J.) CO 423074103 571 11,400 SH SOLE SOLE HELLENIC TELECOMM. ORG. SA ADR 423325307 1,106 100,000 SH SOLE SOLE HELLENIC TELECOMMUNICATIONS ORG ADR 423325307 222 20,100 SH SHARED-DEFINED 02 SOLE HELMERICH & PAYNE, INC. 423452101 12 500 SH SOLE SOLE HEWLETT-PACKARD COMPANY 428236103 392 3,900 SH SOLE SOLE HI/FN INC. 428358105 1,545 20,300 SH SOLE SOLE HI/FN, INC. 428358105 556 7,300 SH SOLE SOLE HIBBET SPORTING GOODS 428565105 453 20,600 SH SHARED-DEFINED 02 SOLE HIBBETT SPORTING GOODS INC 428565105 816 37,100 SH SOLE SOLE HILTON HOTELS CORP 432848109 31 2,200 SH SOLE SOLE HOME DEPOT INC 437076102 406 6,300 SH SOLE SOLE HOMESTAKE MINING COMPANY 437614100 9,047 1,105,000 SH SOLE SOLE HONEYWELL INC. 438506107 3,928 33,900 SH SHARED-DEFINED 02 SOLE HONEYWELL INC. 438506107 556 4,800 SH SOLE SOLE HONG KONG TELECOMMUNICATIONS SPON 438579203 100 3,700 SH SHARED-DEFINED 02 SOLE HORIZON ORGANIC HOLDING CORP. 44043T103 1,142 78,100 SH SOLE SOLE HORIZON ORGANINIC HOLDING CORP 44043T103 652 44,600 SH SHARED-DEFINED 02 SOLE HOUGHTON MIFFLIN CO. 441560109 64,192 1,363,965 SH SOLE SOLE HOUSEHOLD INTERNATIONAL INC 441815107 109 2,300 SH SOLE SOLE HUANENG PWR INTL INC SPON 443304100 33 1,900 SH SHARED-DEFINED 02 SOLE ILLINOIS TOOL WORKS INC 452308109 164 2,000 SH SOLE SOLE IMAX CORPORATION 45245E109 5,767 256,300 SH SOLE SOLE IMC GLOBAL INC. 449669100 88 5,000 SH SOLE SOLE IMPERIAL CHEM INDS PLC ADR 452704505 761 19,150 SH SHARED-DEFINED 02 SOLE IMPERIAL OIL LIMITED 453038408 193,682 10,182,100 SH SOLE SOLE INCO LIMITED 453258402 12,912 722,700 SH SOLE SOLE INKTOMI CORP 457277101 2,428 18,600 SH SOLE SOLE INKTOMI CORPORATION 457277101 2,068 15,838 SH SHARED-DEFINED 02 SOLE INSPIRE INSURANCE 457732105 1,414 97,500 SH SHARED-DEFINED 02 SOLE INSPIRE INSURANCE SOLUTIONS 457732105 1,573 108,500 SH SOLE SOLE INTEL CORP COM 458140100 7,134 119,900 SH SHARED-DEFINED 02 SOLE INTEL CORPORATION 458140100 21,105 354,700 SH SOLE SOLE INTERNATIONAL BUSINESS MACHINES 459200101 6,450 49,900 SH SHARED-DEFINED 02 SOLE INTERNATIONAL BUSINESS MACHINES 459200101 12,667 98,000 SH SOLE SOLE INTERNATIONAL INTEGRATION INC 459698106 126 5,600 SH SOLE SOLE INTERNATIONAL INTEGRATION INC. 459698106 99 4,400 SH SHARED-DEFINED 02 SOLE INTERNATIONAL NETWORK SVCS COM 460053101 2,664 66,000 SH SOLE SOLE INTERNATIONAL PAPER COMPANY 460146103 182 3,600 SH SOLE SOLE INTERNATIONAL RECTIFIER CORP 460254105 2,319 175,000 SH SOLE SOLE INTERNATIONAL SPEEDWAY CORP CL A 460335201 1,411 29,700 SH SHARED-DEFINED 02 SOLE INTERNATIONAL TELECOMMUN DATA COM 46047F104 1,512 94,500 SH SHARED-DEFINED 02 SOLE INTERPUBLIC GROUP OF COMPANIES, INC. 460690100 81,861 945,000 SH SOLE SOLE INTL NETWORK SERVICES 460053101 13,407 332,050 SH SOLE SOLE INTL SPEEDWAY CORP CL A 460335201 1,226 25,800 SH SOLE SOLE INTL TELECOMM DATA SYSTEM 46047F104 7,257 453,550 SH SOLE SOLE IPSCO INC. 462622101 120,671 5,684,050 SH SOLE SOLE ITI TECHNOLOGIES INC. 450564109 3,281 145,000 SH SOLE SOLE J.P. MORGAN & COMPANY 616880100 253 1,800 SH SOLE SOLE JABIL CIRCUIT INC 466313103 1,525 33,800 SH SOLE SOLE JABIL CIRCUIT INC. 466313103 1,466 32,500 SH SHARED-DEFINED 02 SOLE JANNOCK LIMITED 470888801 48,519 4,081,100 SH SOLE SOLE JOHNSON & JOHNSON 478160104 5,565 58,200 SH SOLE SOLE JOHNSON & JOHNSON COM 478160104 5,233 53,400 SH SHARED-DEFINED 02 SOLE K MART CORPORATION 482584109 46 2,800 SH SOLE SOLE KILROY REALTY CORPORATION 49427F108 170 7,000 SH SOLE SOLE KIMBERLY-CLARK CORP 494368103 5,250 92,100 SH SOLE SOLE KINROSS GOLD CORPORATION 496902107 2,772 1,638,802 SH SOLE SOLE KLA INSTRS CORP COM 482480100 337 5,200 SH SHARED-DEFINED 02 SOLE KLA-TENCOR CORPORATION 482480100 8,901 137,200 SH SOLE SOLE KNIGHT/TRIMARK GROUP INC 499067106 2,063 34,200 SH SOLE SOLE KNIGHT/TRIMARK GROUP, INC. 499067106 1,176 19,500 SH SHARED-DEFINED 02 SOLE KOOR INDS LTD SPON 500507108 208 8,900 SH SHARED-DEFINED 02 SOLE KOREA ELECTRIC PWR SPON 500631106 279 13,600 SH SHARED-DEFINED 02 SOLE KOREA TELECOM CORPORATION 50063P103 646 16,139 SH SOLE SOLE LABOR READY INC 505401208 910 28,000 SH SOLE SOLE LABOR READY, INC. 505401208 520 16,000 SH SHARED-DEFINED 02 SOLE LABORATORIO CHILE SA ADR 50540H104 117 6,500 SH SHARED-DEFINED 02 SOLE LABORATORIO CHILE-SPONSORED ADR 50540H104 351 19,500 SH SOLE SOLE LAFARGE CORPORATION 505862102 709 20,000 SH SOLE SOLE LAIDLAW INC 50730K503 28,746 3,954,600 SH SOLE SOLE LASON INC 51808R107 13,051 263,000 SH SOLE SOLE LASON INC COM 51808R107 1,221 24,600 SH SHARED-DEFINED 02 SOLE LCA-VISION INC 501803209 1,687 94,500 SH SOLE SOLE LEGATO SYS INC COM 524651106 2,454 42,500 SH SHARED-DEFINED 02 SOLE LEGATO SYSTEMS INC. 524651106 3,321 57,500 SH SOLE SOLE LEVEL ONE COMMUNICATIONS 527295109 196 4,000 SH SHARED-DEFINED 02 SOLE LEVEL ONE COMMUNICATIONS INC. 527295109 666 13,600 SH SOLE SOLE LIFEPOINT HOSPITALS INC. 53219L109 2 152 SH SOLE SOLE LILLY (ELI) & COMPANY 532457108 294 4,100 SH SOLE SOLE LINAMAR CORPORATION 53278L107 21,512 1,455,900 SH SOLE SOLE LINEAR TECHNOLOGY CORP COM 535678106 1,473 21,900 SH SHARED-DEFINED 02 SOLE LINEAR TECHNOLOGY CORP. 535678106 1,036 15,400 SH SOLE SOLE LIQUIDATION WORLD INC. 53634D203 6,746 911,000 SH SOLE SOLE LITCHFIELD FINANCIAL CORPORATION 536619109 1,545 91,199 SH SOLE SOLE LITCHFIELD FINL CORP COM 536619109 1,538 90,827 SH SHARED-DEFINED 02 SOLE LOWES COMPANIES 548661107 505 8,900 SH SOLE SOLE LOWES COS INC COM 548661107 2,947 52,000 SH SHARED-DEFINED 02 SOLE LSI LOGIC CORP 502161102 715 15,500 SH SOLE SOLE LSI LOGIC CORPORATION 502161102 1,522 33,000 SH SHARED-DEFINED 02 SOLE LTV CORPORATION 501921100 16,649 2,489,500 SH SOLE SOLE LUCENT TECHNOLOGIES INC 549463107 5,674 84,130 SH SOLE SOLE LUCENT TECHNOLOGIES INC COM 549463107 3,037 45,035 SH SHARED-DEFINED 02 SOLE MACK-CALI REALTY CORP 554489104 93 3,000 SH SOLE SOLE MACMILLAN BLOEDEL LIMITED 554783209 5,311 296,700 SH SOLE SOLE MADECO SA SPON 556304103 37 3,700 SH SHARED-DEFINED 02 SOLE MADECO SA-SPONSORED ADR 556304103 319 31,500 SH SOLE SOLE MAGNA INTERNATIONAL INC. CL. A S.V. 559222401 68,427 1,208,449 SH SOLE SOLE MAKER COMMUNICATIONS INC 560875106 43 1,400 SH SOLE SOLE MAKER COMMUNICATIONS, INC. 560875106 19 600 SH SHARED-DEFINED 02 SOLE MANPOWER INC. 56418H100 50,789 2,244,800 SH SOLE SOLE MARKETWATCH.COM INC. 570619106 907 15,400 SH SOLE SOLE MARKETWATCH.COM, INC. 570619106 518 8,800 SH SHARED-DEFINED 02 SOLE MARSH & MCLENNAN CO 571748102 170 2,250 SH SOLE SOLE MARTEK BIOSCIENCES CORPORATION 572901106 361 42,500 SH SOLE SOLE MATAV ADR REP 5 'B' HUF100 559776109 1,403 51,000 SH SOLE SOLE MATSUSHITA ELEC IND-SPONS. ADR 576879209 1,150 5,800 SH SOLE SOLE MAXIM INTEGRATED PRODS INC COM 57772K101 2,926 44,000 SH SHARED-DEFINED 02 SOLE MAXIM INTEGRATED PRODUCTS 57772K101 3,026 45,500 SH SOLE SOLE MAXIMUS INC 577933104 699 24,300 SH SHARED-DEFINED 02 SOLE MAXIMUS INC 577933104 1,377 47,700 SH SOLE SOLE MAY DEPARTMENT STORES CO. 577778103 491 12,000 SH SOLE SOLE MAY DEPARTMENT STORES COMPANY 577778103 2,916 71,350 SH SHARED-DEFINED 02 SOLE MBIA INC 55262C100 51,722 798,800 SH SOLE SOLE MBNA CORP 55262L100 81 2,650 SH SOLE SOLE MCDONALD'S CORP 580135101 293 7,100 SH SOLE SOLE MCGRAW-HILL COMPANY 580645109 42,907 795,500 SH SOLE SOLE MCI WORLDCOM INC COM 55268B106 690 8,000 SH SHARED-DEFINED 02 SOLE MCI WORLDCOM INC. 55268B106 12,662 146,800 SH SOLE SOLE MCKESSON HBOC INC. 58155Q103 22 699 SH SOLE SOLE MEDIAONE GROUP INC. 58440J104 1,934 26,000 SH SOLE SOLE MEDICIS PHARMACEUTICAL A SHS 584690309 2,192 86,400 SH SOLE SOLE MEDICS PHARMACEUTICAL CORPORATION 584690309 2,451 96,600 SH SHARED-DEFINED 02 SOLE MEDQUIST INC COM 584949101 3,071 70,200 SH SHARED-DEFINED 02 SOLE MEDQUIST INC. 584949101 2,726 62,300 SH SOLE SOLE MEDTRONIC INC 585055106 8,901 114,300 SH SOLE SOLE MELLON BANK CORP 585509102 6,649 182,800 SH SOLE SOLE MELLON BK CORP COM 585509102 1,862 51,200 SH SHARED-DEFINED 02 SOLE MERCANTILE BANKSHARES CORPORATION 587405101 1,326 37,500 SH SHARED-DEFINED 02 SOLE MERCK & CO INC COM 589331107 4,884 66,000 SH SHARED-DEFINED 02 SOLE MERCK & CO. INC. 589331107 9,923 134,100 SH SOLE SOLE MERIDIAN GOLD INC. 589975101 4,159 893,700 SH SOLE SOLE MERRILL LYNCH & CO 590188108 632 7,900 SH SOLE SOLE MERRILL LYNCH & CO INC COM 590188108 1,703 21,300 SH SHARED-DEFINED 02 SOLE META GROUP INC 591002100 1,345 87,500 SH SOLE SOLE META GROUP INC COM 591002100 769 50,000 SH SHARED-DEFINED 02 SOLE METHANEX CORPORATION 59151K108 1,316 346,000 SH SOLE SOLE METRO NETWORKS INC COM 591918107 3,234 60,600 SH SHARED-DEFINED 02 SOLE METRO NETWORKS INC. 591918107 3,267 61,200 SH SOLE SOLE METROMEDIA FIBER NETWORK INC. 591689104 2,228 62,000 SH SOLE SOLE METROMEDIA FIBER NETWORK, INC. 591689104 1,531 42,600 SH SHARED-DEFINED 02 SOLE METZLER GROUP INC 592903108 1,061 38,420 SH SOLE SOLE MICREL INC 594793101 525 7,100 SH SOLE SOLE MICREL INC. 594793101 252 3,400 SH SHARED-DEFINED 02 SOLE MICROMUSE INC 595094103 3,237 64,900 SH SOLE SOLE MICROMUSE INC. 595094103 2,708 54,300 SH SHARED-DEFINED 02 SOLE MICRON TECHNOLOGY INC 595112103 60 1,500 SH SOLE SOLE MICROSOFT CORP 594918104 14,025 155,512 SH SOLE SOLE MICROSOFT CORP COM 594918104 8,820 97,800 SH SHARED-DEFINED 02 SOLE MIH LTD. G6116R101 8,878 335,000 SH SOLE SOLE MINIMED INC. 60365K108 785 10,200 SH SHARED-DEFINED 02 SOLE MINIMED INC. 60365K108 1,369 17,800 SH SOLE SOLE MINNESOTA MINING & MANUFACTURING CO. 604059105 183 2,100 SH SOLE SOLE MITEL CORPORATION 606711109 4,805 721,700 SH SOLE SOLE MMC NETWORKS INC 55308N102 2,094 46,800 SH SHARED-DEFINED 02 SOLE MMC NETWORKS, INC. 55308N102 4,408 98,500 SH SOLE SOLE MOBIL CORPORATION 607059102 4,673 47,200 SH SHARED-DEFINED 02 SOLE MOBIL CORPORATION 607059102 9,841 99,400 SH SOLE SOLE MOLECULAR DEVICES CORP COM 60851C107 893 23,800 SH SHARED-DEFINED 02 SOLE MOLECULAR DEVICES CORP. 60851C107 2,063 55,000 SH SOLE SOLE MONSANTO COMPANY 611662107 122 3,100 SH SOLE SOLE MOORE CORPORATION LIMITED 615785102 47,992 5,674,230 SH SOLE SOLE MORGAN STANLEY DEAN WITTER & CO 617446448 2,450 23,900 SH SHARED-DEFINED 02 SOLE MORGAN STANLEY DEAN WITTER DISCOVER & CO 617446448 9,881 96,400 SH SOLE SOLE MOTOROLA INC. 620076109 66,240 699,100 SH SOLE SOLE NACIONAL TELEFONOS DE VENEZUELA-ADR 204421101 273 10,000 SH SOLE SOLE NATIONAL STEEL CORP CL B 637844309 54 6,400 SH SOLE SOLE NATIONAL WESTMINSTER BK PLC ADR 638539403 117 900 SH SHARED-DEFINED 02 SOLE NETWORK APPLIANCE INC 64120L104 5,258 94,100 SH SOLE SOLE NETWORK APPLIANCE INC COM 64120L104 4,408 78,900 SH SHARED-DEFINED 02 SOLE NETWORK SOLUTIONS INC 64121Q102 870 11,000 SH SOLE SOLE NETWORK SOLUTIONS INC. 64121Q102 775 9,800 SH SHARED-DEFINED 02 SOLE NEW ERA OF NETWORKS 644312100 1,296 29,500 SH SHARED-DEFINED 02 SOLE NEW ERA OF NETWORKS INC. 644312100 1,613 36,700 SH SOLE SOLE NEWBRIDGE NETWORKS CORP 650901101 8,908 312,200 SH SOLE SOLE NEWELL RUBBERMAID INC. 651229106 70 1,500 SH SOLE SOLE NEWMONT MINING CORP. 651639106 5,028 253,000 SH SOLE SOLE NEWS CORP LTD ADR 652487703 35,310 1,000,000 SH SHARED-DEFINED 02 SOLE NEXTEL COMMUNICATIONS INC - A 65332V103 1,922 38,300 SH SHARED-DEFINED 02 SOLE NEXTEL COMMUNICATIONS INC.- A 65332V103 1,400 27,900 SH SOLE SOLE NFRONT INC 65334N109 987 65,000 SH SOLE SOLE NFRONT, INC. 65334N109 531 35,000 SH SHARED-DEFINED 02 SOLE NIKE INC., CL. B 654106103 89 1,400 SH SOLE SOLE NOBLE DRILLING CORPORATION 655042109 1,486 75,500 SH SOLE SOLE NOKIA CORP SPON 654902204 559 6,100 SH SHARED-DEFINED 02 SOLE NORSK HYDRO A S SPON 656531605 1,725 45,100 SH SHARED-DEFINED 02 SOLE NORTEL NETWORKS CORPORATION 656569100 339 3,900 SH SHARED-DEFINED 02 SOLE NORTEL NETWORKS CORPORATION 656569100 235,232 2,748,100 SH SOLE SOLE NORTHGATE EXPLORATION LIMITED 666416102 1,118 2,286,137 SH SOLE SOLE NOVA CHEMICALS CORPORATION 66977W109 45,742 1,951,651 SH SOLE SOLE NOVA CORP 669784100 3,251 130,028 SH SOLE SOLE NOVA CORPORATION 669784100 2,630 105,207 SH SHARED-DEFINED 02 SOLE NOVELL INC 670006105 56 2,100 SH SOLE SOLE NOVELLUS SYSTEMS INC 670008101 5,917 86,700 SH SHARED-DEFINED 02 SOLE NOVELLUS SYSTEMS INC 670008101 2,764 40,500 SH SOLE SOLE NTL INC. 629407107 991 11,500 SH SOLE SOLE NUMAC ENERGY INC. 67052A103 5,563 2,213,300 SH SOLE SOLE OCELOT INTERNATIONAL LTD. CL. B SVS G67010200 1,694 1,017,480 SH SOLE SOLE OFFICE DEPOT INC 676220106 3,376 153,000 SH SOLE SOLE OGE ENERGY CORP. 670837103 1,069 45,000 SH SHARED-DEFINED 02 SOLE OLD KENT FINANCIAL CORP 679833103 1,429 34,125 SH SHARED-DEFINED 02 SOLE OMNICOM GROUP INC. 681919106 164,936 2,087,800 SH SOLE SOLE OPEN TEXT CORPORATION 683715106 38,010 1,267,010 SH SOLE SOLE ORACLE SYSTEMS CORP 68389X105 265 7,150 SH SOLE SOLE OREGON STEEL MILLS 686079104 27 2,000 SH SOLE SOLE PAINE WEBBER GROUP INC. 695629105 1,870 40,000 SH SHARED-DEFINED 02 SOLE PAINE WEBBER GROUP INC. 695629105 374 8,000 SH SOLE SOLE PAIRGAIN TECHNOLOGIES INC 695934109 1,680 146,100 SH SOLE SOLE PAIRGAIN TECHNOLOGIES INC COM 695934109 794 69,000 SH SHARED-DEFINED 02 SOLE PANAMERICAN BEVERAGES INC CL A P74823108 205 8,600 SH SHARED-DEFINED 02 SOLE PANAMERICAN BEVERAGES INC. CL.A P74823108 729 30,600 SH SOLE SOLE PAO DE ACUCAR ADR 20440T201 19 1,000 SH SHARED-DEFINED 02 SOLE PARK PLACE ENTERTAINMENT CORP. 700690100 21 2,200 SH SOLE SOLE PARKER DRILLING CO. 701081101 10 3,000 SH SOLE SOLE PAYCHEX INC 704326107 1,076 33,750 SH SHARED-DEFINED 02 SOLE PEGASUS SYSTEMS 705906105 1,853 49,500 SH SHARED-DEFINED 02 SOLE PEGASUS SYSTEMS INC. 705906105 3,646 97,400 SH SOLE SOLE PENNEY (J.C.) COMPANY 708160106 107 2,200 SH SOLE SOLE PEPSICO INC COM 713448108 2,301 59,500 SH SHARED-DEFINED 02 SOLE PEPSICO INC. 713448108 5,668 146,500 SH SOLE SOLE PEREGINE SYSTEMS INC 71366Q101 976 38,000 SH SHARED-DEFINED 02 SOLE PEREGRINE SYSTEMS INC 71366Q101 1,204,744 46,900 SH SOLE SOLE PETRO-CANADA 71644E102 11,597 849,300 SH SOLE SOLE PETROMET RESOURCES LIMITED 716731104 5,368 1,699,200 SH SOLE SOLE PFIZER INC. 717081103 461 4,200 SH SOLE SOLE PG & E CORP 69331C108 117 3,600 SH SOLE SOLE PHARMACYCLICS INC 716933106 854 30,500 SH SHARED-DEFINED 02 SOLE PHARMACYCLICS INC 716933106 1,151 41,100 SH SOLE SOLE PHILIP MORRIS INC. 718154107 4,931 122,700 SH SOLE SOLE PHILIPPINE LDT ADR 718252604 572 19,000 SH SOLE SOLE PHOTRONICS INC. 719405102 777 31,700 SH SHARED-DEFINED 02 SOLE PHOTRONICS INC. 719405102 845 34,500 SH SOLE SOLE PILOT NETWORK SERVICES INC 721596104 1,156 117,800 SH SOLE SOLE PILOT NETWORK SERVICES, INC 721596104 1,155 117,700 SH SHARED-DEFINED 02 SOLE PINNACLE SYSTEMS INC. 723481107 9,291 276,300 SH SOLE SOLE PLACER DOME INC. 725906101 14,792 1,273,300 SH SOLE SOLE PNC BANK CORP 693475105 104 1,800 SH SOLE SOLE POHANG IRON & STEEL LTD - ADR 730450103 2,186 65,000 SH SOLE SOLE POHANG IRON & STL LTD SPON 730450103 16 465 SH SHARED-DEFINED 02 SOLE PORTUGAL TELECOM S A SPON 737273102 2,091 50,777 SH SHARED-DEFINED 02 SOLE POTASH CORPORATION OF SASKATCHEWAN 73755L107 163,402 3,158,600 SH SOLE SOLE PPG INDUSTRIES, INC. 693506107 3,756 63,600 SH SHARED-DEFINED 02 SOLE PPG INDUSTRIES, INC. 693506107 562 9,500 SH SOLE SOLE PRAXAIR INC COM 74005P104 4,658 95,200 SH SHARED-DEFINED 02 SOLE PRAXAIR INC. 74005P104 568 11,600 SH SOLE SOLE PRECISION DRILLING CORP. 74022D100 93,806 4,931,500 SH SOLE SOLE PREMDOR INC. 74046P105 4,830 432,200 SH SOLE SOLE PREMIER PARKS INC. 740540208 14,308 385,400 SH SOLE SOLE PREMIER PKS INC COM 740540208 4,039 109,900 SH SHARED-DEFINED 02 SOLE PRI AUTOMATION INC COM 69357H106 718 19,800 SH SHARED-DEFINED 02 SOLE PRI AUTOMATION INC. 69357H106 1,359 37,500 SH SOLE SOLE PRICELINE.COM INC. 741503106 324 2,800 SH SHARED-DEFINED 02 SOLE PRICELINE.COM INC. 741503106 566 4,900 SH SOLE SOLE PROBUSINESS SERVICES INC. 742674104 1,431 39,900 SH SOLE SOLE PROBUSINESS SERVICES, INC, 742674104 1,593 44,400 SH SHARED-DEFINED 02 SOLE PROCTER & GAMBLE CO 742718109 937 10,500 SH SPLE SOLE PROCTER & GAMBLE COMPANY 742718109 2,883 32,300 SH SHARED-DEFINED 02 SOLE PROFIT RECOVERY GROUP INTL INC COM 743168106 4,565 96,500 SH SHARED-DEFINED 02 SOLE PROFIT RECOVERY GROUP INTL. 743168106 4,220 89,200 SH SOLE SOLE PROGRESSIVE CORP. 743315103 131,631 907,800 SH SOLE SOLE PROLOGIS TRUST REIT 743410102 122 6,000 SH SOLE SOLE PROVIDIAN FINANCIAL CORP 74406A102 3,226 34,500 SH SHARED-DEFINED 02 SOLE QRS CORP. 74726X105 3,112 39,900 SH SOLE SOLE QRS CORPORATION 74726X105 3,198 41,000 SH SHARED-DEFINED 02 SOLE QUEBECOR PRINTING INC. 747922102 1,298 60,000 SH SOLE SOLE QUILMES INDL QUINSA SOCIETE SPN 74838Y108 295 23,830 SH SHARED-DEFINED 02 SOLE QUILMES INDUSTRIAL QUINSA-ADR 74838Y108 569 46,000 SH SOLE SOLE QUIMICA Y MINERA CHILE SA-SPON.ADR. 833635105 626 17,700 SH SOLE SOLE QWEST COMMUNICATIONS INTERNATIONAL 749121109 212 6,400 SH SHARED-DEFINED 02 SOLE QWEST COMMUNICATIONS INTL 749121109 655 19,800 SH SOLE SOLE RAMBUS INC 750917106 1,798 19,500 SH SHARED-DEFINED 02 SOLE RAMBUS INC. 750917106 2,139 23,200 SH SOLE SOLE RANGER OIL LIMITED 752805101 7,860 1,618,176 SH SOLE SOLE REALNETWORKS INC 75605L104 537 7,800 SH SOLE SOLE REALNETWORKS, INC. 75605L104 186 2,700 SH SHARED-DEFINED 02 SOLE RENAL CARE GROUP INC. 759930100 1,959 75,700 SH SOLE SOLE RENAL CARE GROUP, INC. 759930100 2,168 83,800 SH SHARED-DEFINED 02 SOLE REPSOL SA - ADR 76026T205 1,645 81,000 SH SHARED-DEFINED 02 SOLE REPSOL SA-SPONSORED ADR 76026T205 77 3,800 SH SOLE SOLE REVENUE PROPERTIES COMPANY LTD. 761389402 10,703 6,178,300 SH SOLE SOLE RHYTHMS NETCONNECTIONS INC 762430205 269 4,600 SH SHARED-DEFINED 02 SOLE RHYTHMS NETCONNECTIONS INC. 762430205 479 8,200 SH SOLE SOLE RIGEL ENERGY CORPORATION 76655L101 650 85,000 SH SOLE SOLE RIO ALGOM LIMITED 766889109 10,468 737,300 SH SOLE SOLE RIO TINTO PLC SPON 767204100 26 389 SH SHARED-DEFINED 02 SOLE ROC TAIWAN FUND 749651105 734 91,000 SH SOLE SOLE ROFIN-SINAR TECHNOLOGIES INC 775043102 1,298 167,500 SH SOLE SOLE ROGERS CANTEL MOBILE COM CL.B RVS 775102205 2,636 160,000 SH SOLE SOLE ROGERS COMMUNICATIONS INC. CL.B 775109200 19,908 1,239,100 SH SOLE SOLE ROLLINS TRUCK LEASING 775741101 22,024 1,979,650 SH SOLE SOLE ROWAN COMPANIES INC. 779382100 18 1,000 SH SOLE SOLE ROYAL BANK OF CANADA 780087102 333,801 7,559,292 SH SOLE SOLE ROYAL DUTCH PETE CO NY R 780257804 38,560 640,000 SH SHARED-DEFINED 02 SOLE ROYAL DUTCH PETE NY REGISTRY SHS 780257804 46,127 765,600 SH SOLE SOLE RPM INC 749685103 8,090 570,200 SH SOLE SOLE RUSSEL METALS INC. 781903604 12,434 4,693,100 SH SOLE SOLE RYERSON TULL INC. 78375P107 45 2,000 SH SOLE SOLE SALESLOGIX CORP 79466P105 1,041 70,000 SH SOLE SOLE SALESLOGIX CORPORATION 79466P105 595 40,000 SH SHARED-DEFINED 02 SOLE SANMINA CORP. 800907107 2,542 33,500 SH SHARED-DEFINED 02 SOLE SANMINA CORP. 800907107 3,232 42,600 SH SOLE SOLE SANTA FE INTERNATIONAL CORP G7805C108 1,208 52,500 SH SOLE SOLE SANTA ISABEL S.A. - ADR 802233106 253 25,000 SH SOLE SOLE SARA LEE CORP 803111103 109 4,800 SH SOLE SOLE SBC COMMUNICATIONS INC 78387G103 4,460 76,900 SH SHARED-DEFINED 02 SOLE SBC COMMUNICATIONS INC 78387G103 980 16,900 SH SOLE SOLE SBS BROADCASTING SA L8137F102 6 200 SH SHARED-DEFINED 02 SOLE SCHERING PLOUGH CORP COM 806605101 3,631 68,500 SH SHARED-DEFINED 02 SOLE SCHERING-PLOUGH CORP 806605101 914 17,800 SH SOLE SOLE SCHLUMBERGER LIMITED 806857108 23,819 374,000 SH SOLE SOLE SDL INC COM 784076101 337 6,600 SH SHARED-DEFINED 02 SOLE SDL INC. 784076101 1,328 26,000 SH SOLE SOLE SEAGRAM CO. LTD. (THE) 811850106 8,033 161,200 SH SOLE SOLE SEARS, ROEBUCK & COMPANY 812387108 98 2,200 SH SOLE SOLE SEPRACOR INC COM 817315104 1,601 19,700 SH SHARED-DEFINED 02 SOLE SEPRACOR INC. 817315104 1,820 22,400 SH SOLE SOLE SHIRE PHARMACEUTICALS ADR 82481R106 1,906 73,300 SH SHARED-DEFINED 02 SOLE SHIRE PHARMACEUTICALS GR- ADR 82481R106 2,475 95,200 SH SOLE SOLE SIGMA-ALDRICH CORP. 826552101 42,496 1,234,000 SH SOLE SOLE SIMON PROPERTY GROUP INC. REIT 828806109 166 6,500 SH SOLE SOLE SK TELECOM CO LTD - ADR 7844OP108 1,323 77,835 SH SOLE SOLE SKYEPHARMA PLC-SPONS ADR 830808101 83 16,000 SH SHARED-DEFINED 02 SOLE SLM HOLDING CORPORATION 78442A109 34,240 747,400 SH SOLE SOLE SMED INTERNATIONAL INC. 83169D104 4,106 779,900 SH SHARED-DEFINED 02 SOLE SMITHKLINE BEECHAM PLC ADR 832378301 33,030 500,000 SH SHARED-DEFINED 02 SOLE SOCIEDAD QUIMICA MINERA DE CHI SPON 833635105 39 1,100 SH SHARED-DEFINED 02 SOLE SOLECTRON CORPORATION 834182107 680 10,200 SH SOLE SOLE SOLETRON CORPORATION 834182107 253 3,800 SH SHARED-DEFINED 02 SOLE SOUTHERN CO 842587107 562 21,200 SH SOLE SOLE SOUTHERN COMPANY 842587107 1,717 64,800 SH SHARED-DEFINED 02 SOLE SOUTHERN PERU COPPER CORP 843611104 201 13,900 SH SOLE SOLE SOUTHERN PERU COPPER CORP COM 843611104 27 1,900 SH SHARED-DEFINED 02 SOLE SOUTHWEST AIRLINES CO 844741108 1,030 33,100 SH SHARED-DEFINED 02 SOLE SOUTHWEST AIRLINES CO. 844741108 342 10,500 SH SOLE SOLE SPEEDFAM-IPEC INC. 847705100 750 46,700 SH SOLE SOLE SPEEDFAM-IPEC, INC. 847705100 432 26,900 SH SHARED-DEFINED 02 SOLE SPEEDWAY MOTORSPORTS INC 847788106 9,160 233,000 SH SOLE SOLE SPEEDWAY MOTORSPORTS, INC. 847788106 1,812 46,100 SH SHARED-DEFINED 02 SOLE SPIEKER PROPERTIES INC 848497103 206 5,300 SH SOLE SOLE SPORTSLINE USA INC 848934105 133 3,700 SH SHARED-DEFINED 02 SOLE SPORTSLINE USA INC. 848934105 380 10,600 SH SOLE SOLE SPRINT CORPORATION (PCS GROUP) 852061506 37 650 SH SOLE SOLE STAKE TECHNOLOGY LTD. 852559103 293 312,500 SH SOLE SOLE STERLING COMMERCE 859205106 588 16,100 SH SHARED-DEFINED 02 SOLE STERLING COMMERCE INC. 859205106 9,609 259,700 SH SOLE SOLE STILLWATER MINING COMPANY 86074Q102 990 30,300 SH SOLE SOLE STMICROELECTRONICS NV - NY REG SHS 861012102 1,457 21,000 SH SOLE SOLE SUN MICROSYSTEMS INC. 866810104 8,182 118,800 SH SHARED-DEFINED 02 SOLE SUN MICROSYSTEMS INC. 866810104 2,755 40,000 SH SOLE SOLE SUNCOR ENERGY INC. 867229106 280,595 6,843,996 SH SOLE SOLE SUNRISE ASSISTED LIVING INC COM 86768K106 1,154 33,100 SH SHARED-DEFINED 02 SOLE SUNRISE ASSISTED LIVING INC. 86768K106 1,242 35,600 SH SOLE SOLE SUNSHINE MINING & REFINING CO 867833501 18 49,000 SH SOLE SOLE SUPERIOR CONSULTANT HLDGS 868146101 1,627 65,900 SH SOLE SOLE SUPERIOR CONSULTANT HLDGS CORP COM 868146101 1,190 48,200 SH SHARED-DEFINED 02 SOLE SUPERIOR ENERGY SERVICES INC 868157108 1,424 279,600 SH SOLE SOLE SYKES ENTERPRISES INC 871237103 3,217 96,400 SH SOLE SOLE SYKES ENTERPRISES INC COM 871237103 2,993 89,700 SH SHARED-DEFINED 02 SOLE SYMANTEC CORP. 871503108 587 23,000 SH SOLE SOLE SYNOPSYS INC COM 871607107 1,517 27,500 SH SHARED-DEFINED 02 SOLE SYNOPSYS INC. 871607107 12,345 223,700 SH SOLE SOLE TAIWAN SEMICONDUCTOR SP ADR 874039100 289 8,500 SH SHARED-DEFINED 02 SOLE TAIWAN SEMICONDUCTOR-SP ADR 874039100 4,012 118,000 SH SOLE SOLE TALISMAN ENERGY INC. 87425E103 41,922 1,540,802 SH SOLE SOLE TECHNISOURCE INC. 878553106 577 111,300 SH SOLE SOLE TECHNISOURCE, INC. 878553106 285 55,000 SH SHARED-DEFINED 02 SOLE TELE CENTRO OESTE CELULAR PART 87923P105 20 5,100 SH SHARED-DEFINED 02 SOLE TELE CENTRO SUL PARTICIPACOES S.A. 879239101 28,860 520 SH SHARED-DEFINED 02 SOLE 29 TELE NORTE LESTE PARTICIPACOES S.A. 879246106 252 13,600 SH SHARED-DEFINED 02 SOLE TELE SUDESTE CELULAR PARTICIPACOES 879252104 15 520 SH SHARED-DEFINED 02 SOLE TELECENTRO SUL PARTICIPA ADR 879239101 240 4,320 SH SOLE SOLE TELECOM ARGENTINA 879273209 561 20,980 SH SHARED-DEFINED 02 SOLE TELECOM ARGENTINA SPONSORED ADR 879273209 316 11,800 SH SOLE SOLE TELECOM. BRASILEIRAS S.A. BLOCK 879287308 4,455 49,405 SH SHARED-DEFINED 02 SOLE TELECOMMS BRASILEIRAS TELEBRAS SPON ADR 879287308 3,229 35,800 SH SOLE SOLE TELEFONICA DE ARGENTINA ADR 879378206 1,970 62,800 SH SOLE SOLE TELEFONICA DE ARGENTINA S A SPNS 879378206 1,151 36,690 SH SHARED-DEFINED 02 SOLE TELEFONICA DE ESPANA S.A. ADS 879382208 71 482 SH SOLE SOLE TELEFONICA S.A. 879382208 3,584 24,364 SH SHARED-DEFINED 02 SOLE TELEFONOS DE MEXICO S A SP A 879403780 242 3,000 SH SHARED-DEFINED 02 SOLE TELEFONOS DE MEXICO SA CV SER L ADR 879403780 2,691 33,300 SH SOLE SOLE TELEGLOBE INCORPORATED 87941V100 79,422 2,684,485 SH SOLE SOLE TELEMIG CELULAR PARTICIP ADR 87944E105 27 1,080 SH SOLE SOLE TELEMIG CELULAR PARTICIPCOES S.A. 87944E105 3 130 SH SHARED-DEFINED 02 SOLE TELENORTE LESTE PARTICIP ADR 879246106 1,010 54,400 SH SOLE SOLE TELESP CELULAR PARTICIPA ADR 87952L108 655 24,500 SH SOLE SOLE TELESP PARTICIPACOES ADR 87952K100 494 21,600 SH SOLE SOLE TELESP PARTICIPACOES S.A. 87952K100 206 9,000 SH SHARED-DEFINED 02 SOLE TELESUDESTE CELULAR PART ADR 879252104 125 4,320 SH SOLE SOLE TELLABS INC COM 879664100 3,283 48,600 SH SHARED-DEFINED 02 SOLE TELLABS INC. 879664100 2,338 34,600 SH SOLE SOLE TENNANT COMPANY 880345103 21,382 668,200 SH SOLE SOLE TERADYNE INC. 880770102 1,643 22,900 SH SOLE SOLE TERADYNE, INC 880770102 1,327 18,500 SH SHARED-DEFINED 02 SOLE TESCO CORPORATION 88157K101 4,291 799,500 SH SOLE SOLE TEXACO INC COM 881694103 3,325 53,200 SH SHARED-DEFINED 02 SOLE TEXACO INC. 881694103 394 6,300 SH SOLE SOLE TEXAS INSTRS INC COM 882508104 2,465 17,000 SH SHARED-DEFINED 02 SOLE TEXAS INSTRUMENTS INC. 882508104 31,030 214,000 SH SOLE SOLE TEXAS UTILITIES CO 882848104 161 3,900 SH SOLE SOLE THE BANK OF NEW YORK COMPANY, INC. 064057102 2,403 65,500 SH SOLE SOLE THE CHEESECAKE FACTORY 163072101 381 12,500 SH SHARED-DEFINED 02 SOLE THE CORPORATE EXEC. BOARD COMPANY 21988R102 188 5,300 SH SHARED-DEFINED 02 SOLE THE GAP, INC 364760108 3,234 64,200 SH SHARED-DEFINED 02 SOLE THE METZLER GROUP 592903108 1,118 40,460 SH SHARED-DEFINED 02 SOLE THE ROSE CORPORATION 776908105 414 580,000 SH SOLE SOLE THE ROUSE COMPANY 779273101 152 6,000 SH SOLE SOLE TIDEWATER INC. 886423102 17,739 581,600 SH SOLE SOLE TIME WARNER INC 887315109 2,102 29,200 SH SOLE SOLE TLC THE LASER CENTER INC. 872934104 1,251 26,300 SH SOLE SOLE TMP WORLDWIDE INC. 872941109 1,029 16,200 SH SHARED-DEFINED 02 SOLE TMP WORLDWIDE INC. 872941109 1,803 28,400 SH SOLE SOLE TOMMY HILFIGER CORP G8915Z102 470 6,400 SH SOLE SOLE TOMMY HILFIGER CORPORATION G8915Z102 4,292 58,400 SH SHARED-DEFINED 02 SOLE TORONTO-DOMINION BANK 891160509 55,654 1,227,300 SH SOLE SOLE TOTAL FINA S.A. -SPONSORED ADR 89151E109 62 960 SH SOLE SOLE TOTAL FINA SA SPON 89151E109 2,658 41,255 SH SHARED-DEFINED 02 SOLE TOYS 'R' US INC. 892335100 33 1,600 SH SOLE SOLE TRANSACTION NETWORK SERVICES 893414102 2,804 95,850 SH SOLE SOLE TRANSACTION NETWORK SVCS INC COM 893414102 2,833 96,850 SH SHARED-DEFINED 02 SOLE TRANSACTION SYS ARCHITECTS CL A 893416107 2,469 63,300 SH SHARED-DEFINED 02 SOLE TRANSACTIONS SYSTEMS ARCH. INC. 893416107 3,155 80,900 SH SOLE SOLE TRANSCANADA PIPELINES LIMITED 893526103 47,465 3,367,170 SH SOLE SOLE TRANSOCEAN OFFSHORE INC G90076103 242 9,200 SH SOLE SOLE TRANSPORTADOR GAS SUR-ADR 893870204 488 52,000 SH SOLE SOLE TRIAD HOSPITALS INC 89579K109 2 152 SH SOLE SOLE TRIZEC HAHN CORPORATION 896938107 20,928 1,030,300 SH SOLE SOLE TUBOS DE ACERO DE MEX-SP ADR 898592506 247 22,700 SH SOLE SOLE TVX GOLD INC 87308K101 836 905,250 SH SOLE SOLE TYCO INTERNATIONAL 902124106 3,835 40,480 SH SHARED-DEFINED 02 SOLE TYCO INTERNATIONAL LTD 902124106 747 7,882 SH SOLE SOLE U S BIOSCIENCE INC COM 911646206 658 67,500 SH SHARED-DEFINED 02 SOLE U.S. BANCORP 902973106 177 5,200 SH SOLE SOLE UNIBANCO - SPONSORED GDR 90458E107 505 21,000 SH SOLE SOLE UNIBANCO SPON GDR 90458E107 119 4,950 SH SHARED-DEFINED 02 SOLE UNILEVER N V NEW 904784709 2,068 29,642 SH SHARED-DEFINED 02 SOLE UNILEVER N.V. NY SHS 904784709 52 739 SH SOLE SOLE UNION PACIFIC CORP 907818108 9,085 155,800 SH SOLE SOLE UNIPHASE CORP. 909149106 3,818 23,000 SH SOLE SOLE UNIPHASE CORPORATION 909149106 3,088 18,600 SH SHARED-DEFINED 02 SOLE UNITED DOMINION INDUSTRIES LTD. 909914103 74,523 2,964,800 SH SOLE SOLE UNITED TECHNOLOGIES CORP 913017109 3,333 46,500 SH SHARED-DEFINED 02 SOLE UNITED TECHNOLOGIES CORP. 913017109 5,592 78,000 SH SOLE SOLE UNUMPROVIDENT CORP. 91529Y106 4,490 82,000 SH SOLE SOLE US BIOSCIENCE 911646206 1,218 124,900 SH SOLE SOLE USINTERNETWORKING INC. 917311805 613 14,600 SH SOLE SOLE USINTERNETWORKING, INC. 917311805 227 5,400 SH SHARED-DEFINED 02 SOLE UST INC 902911106 33,442 1,143,300 SH SOLE SOLE USX-US STEEL GROUP 90337T101 184 6,800 SH SOLE SOLE VARCO INTERNATIONAL INC. 922126107 16 1,500 SH SOLE SOLE VENGOLD INC. 92267K100 258 4,740,000 SH SOLE SOLE VERISIGN INC 92343E102 1,104 12,800 SH SHARED-DEFINED 02 SOLE VERISIGN INC 92343E102 2,199 25,500 SH SOLE SOLE VERITAS DGC INC. 92343P107 4,578 250,000 SH SOLE SOLE VERITAS SOFTWARE CO COM 923436109 1,146 12,075 SH SHARED-DEFINED 02 SOLE VERITAS SOFTWARE CORP. 923436109 1,374 14,474 SH SOLE SOLE VERITY INC. 92343C106 2,536 46,800 SH SOLE SOLE VERITY, INC. 92343C106 1,268 23,400 SH SHARED-DEFINED 02 SOLE VERTEX PHARMACEUTICALS INC 92532F100 52,871 2,191,525 SH SOLE SOLE VERTEX PHARMACEUTICALS INC COM 92532F100 673 27,900 SH SHARED-DEFINED 02 SOLE VIATEL INC. 925529208 1,527 27,200 SH SOLE SOLE VIATEL, INC. 925529208 859 15,300 SH SHARED-DEFINED 02 SOLE VINA CONCHA Y TORO S A SPON 927191106 1,220 33,900 SH SHARED-DEFINED 02 SOLE VINA CONCHA Y TORO SA-ADR 927191106 553 15,350 SH SOLE SOLE VISIO CORP. 927914101 1,279 33,600 SH SHARED-DEFINED 02 SOLE VISIO CORPORATION 927914101 2,546 66,900 SH SOLE SOLE VISTA GOLD CORP. 927926105 16 100,000 SH SOLE SOLE VISUAL NETWORKS INC 928444108 1,946 60,800 SH SHARED-DEFINED 02 SOLE VISUAL NETWORKS INC 928444108 2,576 80,500 SH SOLE SOLE VISX INC. 92844S105 958 12,100 SH SOLE SOLE VISX, INCORPORATED 92844S105 1,045 13,200 SH SHARED-DEFINED 02 SOLE VODAFONE AIRTOUCH PLC ADR 92857T107 4,019 20,400 SH SOLE SOLE VORNADO REALTY TRUST REIT 929042109 177 5,000 SH SOLE SOLE WALGREEN CO. 931422109 123 4,200 SH SOLE SOLE WALLACE COMPUTER SERVICES INC. 932270101 16,140 645,600 SH SOLE SOLE WAL-MART STORES INC. 931142103 917 19,000 SH SOLE SOLE WALT DISNEY CO 254687106 242 8,000 SH SOLE SOLE WARNER-LAMBERT CO 934488107 236 3,400 SH SOLE SOLE WASHINGTON MUTUAL INC 939322103 38,871 1,098,825 SH SOLE SOLE WASTE MANAGEMENT INC. 94106L109 147 2,727 SH SOLE SOLE WEBS GERMANY INDEX SERIES 92923H608 61 2,780 SH SHARED-DEFINED 02 SOLE WEBS ITALY INDEX SERIES 92923H806 62 2,520 SH SHARED-DEFINED 02 SOLE WEBTRENDS CORP. 94844D104 1,361 29,500 SH SOLE SOLE WEBTRENDS CORPORTATION 94844D104 1,301 28,200 SH SHARED-DEFINED 02 SOLE WELLS FARGO & CO. 949746101 684 16,000 SH SOLE SOLE WELLS FARGO COMPANY 949746101 1,962 45,900 SH SHARED-DEFINED 02 SOLE WENDY'S INTERNATIONAL INC. 950590109 4,955 175,000 SH SOLE SOLE WESTCOAST ENERGY INC. 95751D102 33,463 1,704,400 SH SOLE SOLE WESTERN STAR TRUCK HLDGS LTD 95960H100 1,178 75,200 SH SOLE SOLE WHITTMAN-HART INC COM 966834103 3,404 107,200 SH SHARED-DEFINED 02 SOLE WHITTMAN-HART INC. 966834103 4,124 129,900 SH SOLE SOLE WILLIS LEASE FINANCE CORPORATION 970646105 1,948 119,400 SH SOLE SOLE WILLIS LEASE FINANCIAL 970646105 1,832 112,300 SH SHARED-DEFINED 02 SOLE WINSTAR COMMUNICATIONS INC COM 975515107 2,774 56,900 SH SHARED-DEFINED 02 SOLE WINSTAR COMMUNICATIONS INC. 975515107 3,237 66,400 SH SOLE SOLE WRIGLEY JR COMPANY 982526105 3,618 40,200 SH SHARED-DEFINED 02 SOLE WRIGLEY WM JR CO 982526105 4,369 49,300 SH SOLE SOLE XEROX CORP 984121103 3,520 59,600 SH SHARED-DEFINED 02 SOLE XEROX CORPORATION 984121103 5,150 87,200 SH SOLE SOLE XILINX INC 983919101 698 12,200 SH SOLE SOLE XILINX INC. 983919101 1,735 30,300 SH SHARED-DEFINED 02 SOLE YAHOO! INC 984332106 276 1,600 SH SHARED-DEFINED 02 SOLE YAHOO, INC. 984332106 689 4,000 SH SOLE SOLE TOTAL 7,064,008257,740,927
-----END PRIVACY-ENHANCED MESSAGE-----