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Previous: KANA COMMUNICATIONS INC, 424B3, 2000-08-24 |
Next: ING VARIABLE INSURANCE TRUST, NSAR-A, 2000-08-24 |
<PAGE> 1
FORM 13F
INFORMATION REQUIRED OF INSTITUTIONAL INVESTMENT
MANAGERS PURSUANT TO SECTION 13(f) OF THE SECURITIES
EXCHANGE ACT OF 1934 AND RULES THEREUNDER
SECURITIES AND EXCHANGE COMMISSION
WASHINGTON, D.C. 20549
REPORT OF THE QUARTER ENDED JUNE 30, 2000
--------------------------------------------------------------------------------
(PLEASE READ INSTRUCTIONS BEFORE PREPARING FORM)
--------------------------------------------------------------------------------
IF AMENDED REPORT, CHECK HERE:
Name of Institutional Investment Manager:
Gartmore Global Asset Management LTD
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Business Address:
1618 Monument Street London England
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Street City State Zip
Name, Phone No., and Title of Person Duly Authorized to Submit This Report:
Alan Buddles, 011 44 207 782 2803
--------------------------------------------------------------------------------
ATTENTION - International misstatements or omissions of facts constitute
Federal Criminal Violations. See 18 U.S.C. 1001 and 15 U.S.C. 78ff(a).
FORM 13F FILE NUMBER: 028-04903
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The institutional investment manager submitting this Form and its
attachments and the person by whom it is signed represent hereby that all
information contained therein is true, correct and complete. It is understood
that all required items, statements and schedules are considered integral parts
of this Form and that the submission of any amendment represents that all
unamended items, statements and schedules remain true, correct and complete as
previously-submitted.
Gartmore Global Asset Management LTD
------------------------------------
(Name of Institutional Investment Manager)
/s/ Alan Buddles
--------------------------------------------------------------------------------
(Manual signature of Person Duly Authorized to submit this Report)
Report Type (Check only one):
[X] 13F HOLDING REPORT. (check here if all holdings of this reporting
manager are reported in this report.)
13F NOTICE. (check here if no holdings reported are in this report and
all holdings are reported in by other reporting manager(s).)
13F COMBINATION REPORT. (check here if a portion of the holdings for
this reporting manager are reported in this report and a portion
are reported by other reporting manager(s).)
Manager: (If there are no entries in this list, omit this section.)
FORM CONTINUES ON FOLLOWING PAGE
<PAGE> 2
FORM 13F SUMMARY PAGE
Report Summary
Number of Other Included Managers: NONE
Form 13F Information Table Entry Total: 741
Form 13F Information Table Value Total: $4,989,818
(thousands)
List of Other Included Managers:
Gartmore
<PAGE> 3
<TABLE>
<CAPTION>
FAIR SHARES OF SHARED
NAME OF TITLE OF MARKET PRINCIPLE AS IN SHARED- MANAGERS
ISSUER CLASS CUSIP VALUE AMOUNT SOLE INSTR. OTHER SEE INSTR. SOLE SHARED NONE
------- -------- ----- ------- --------- ---- ------- ------ ---------- ---- ------ ----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
1ST DATA CORP COM USD0.01 319963104 3,923 79,043 X 79,043
1ST SEC CORP COM USD1.25 336294103 529 39,001 X 39,001
1ST TENNESSEE NATL COM USD2.50 337162101 424 25,599 X 25,599
1ST UNION CORP COM USD3.333 1/3 337358105 4,605 185,582 X 185,582
1ST VIRGINIA BANKS COM USD1 337477103 349 10,036 X 10,036
3 COM CORP COM USD0.001 885535104 3,791 65,795 X 65,795
5TH THIRD BANCORP COM NPV 316773100 15,571 246,185 X 246,185
ABBOTT LABS COM NPV 002824100 13,037 292,555 X 292,555
ACCRUE SOFTWARE COM USD0.001 00437W102 5,630 158,599 X 158,599
ACTIVISION INC COM USD0.000001 004930202 1,298 199,700 X 199,700
ACXIOM CORP COM USD0.10 005125109 6,220 228,245 X 228,245
ADAPTEC INC COM USD0.001 00651F108 479 21,066 X 21,066
ADC TELECOMM INC COM USD0.20 000886101 21,744 259,244 X 259,244
ADELPHIA BUSINESS CLS A COM STK USD0.01 006847107 1,668 71,943 X 71,943
ADOBE SYSTEMS INC COM NPV 00724F101 3,956 30,427 X 30,427
ADVANCED MICRO DEV COM USD0.01 007903107 2,190 28,352 X 28,352
AES CORP COM USD0.01 00130H105 22,114 484,699 X 484,699
AETNA INC COM USD0.01 008117103 1,833 28,551 X 28,551
AFLAC INC COM USD0.10 001055102 2,305 50,171 X 50,171
AGILENT TECHS INC COM STK USD0.01 00846U101 9,271 125,705 X 125,705
AIM INVSTMT FD CL'A'GLBL DEV MKTS
FD NPV 00141T577 1,069 97,200 X 97,200
AIR PRODS & CHEMS COM USD1 009158106 1,514 49,121 X 49,121
AIRGATE PCS USD0.01 009367103 5,375 102,250 X 102,250
AKAMAI TECHNOLOGIE COM STK USD0.01 00971T101 1,429 12,032 X 12,032
ALAMOSA PCS HLDGS COM STK USD0.01 011593100 2,737 131,100 X 131,100
ALBERTSONS INC COM USD1 013104104 2,753 82,798 X 82,798
ALCAN ALUMINIUM COM NPV (US LISTING) 013716105 583 18,795 X 18,795
ALCATEL SPON ADR-REP 1/5 EUR2 013904305 1,638 24,637 X 24,637
ALCOA INC COM STK USD1 013817101 15,118 521,322 X 521,322
ALLEGHENY ENERGY COM USD1.25 017361106 341 12,456 X 12,456
ALLSTATE CORP COM USD0.01 020002101 3,468 155,845 X 155,845
ALLTEL CORP COM USD1 020039103 19,288 311,410 X 311,410
ALTERA COM STK USD0.001 021441100 3,642 35,728 X 35,728
AMAZON COM INC COM USD0.01 023135106 1,728 47,585 X 47,585
AMBAC FINL GROUP COM USD0.01 023139108 3,278 59,801 X 59,801
AMER ELEC POWER CO COM USD6.50 025537101 1,974 66,639 X 66,639
AMER EXPRESS CO COM USD0.60 025816109 14,812 284,172 X 284,172
AMER GENERAL CP COM USD0.50 026351106 2,851 46,740 X 46,740
AMER HOME PRODUCTS COM USD0.333 026609107 32,373 551,037 X 551,037
AMER INTL GRP COM USD2.50 026874107 76,958 654,958 X 654,958
AMER POWER CONVERS COM USD0.01 029066107 2,326 56,981 X 56,981
AMER TOWER CORP CL'A'COM USD0.01 029912201 1,044 25,050 X 25,050
AMERADA HESS CORP COM USD1 023551104 1,187 19,216 X 19,216
AMEREN CORP COM USD0.01 023608102 649 19,237 X 19,237
</TABLE>
<PAGE> 4
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
AMERICA ONLINE INC COM USD0.01 02364J104 55,057 1,044,970 X 1,044,970
AMFM INC CLASS 'A'COM USD0.01 001693100 1,780 25,795 X 25,795
AMGEN COM USD0.0001 031162100 42,643 607,011 X 607,011
AMR CORP COM USD1 001765106 888 33,601 X 33,601
AMSOUTH BANCORP COM USD1 032165102 1,043 66,241 X 66,241
ANADARKO PETROLEUM COM USD0.10 032511107 2,034 41,246 X 41,246
ANALOG DEVICES INC COM USD0.16 2/3 032654105 5,077 66,803 X 66,803
ANDREW CORP COM USD0.01 034425108 419 12,483 X 12,483
ANHEUSER-BUSCH COS COM USD1 035229103 25,941 347,322 X 347,322
ANTEC CORP COM USD0.01 03664P105 2,631 63,300 X 63,300
ANTENNA TV SA ADS EACH REP 1/2
ORDGRD100 03672N100 2,484 160,285 X 160,285
AON CORP COM USD1 037389103 1,558 50,170 X 50,170
APACHE CORP COM USD1.25 037411105 3,660 62,225 X 62,225
APPLE COMPUTER CO COM NPV 037833100 11,499 219,545 X 219,545
APPLIED MATERIALS COM USD0.01 038222105 19,991 220,585 X 220,585
APPLIED POWER INC COM USD0.2 038225108 3,796 113,300 X 113,300
ARACRUZ CELULOSE ADR EACH REP
10 CL'B'PF 038496204 839 43,450 X 43,450
ARCHER DANIELS MID COM NPV 039483102 1,227 125,008 X 125,008
ARCHSTONE CMTYS TR SBI USD1 039581103 532 25,245 X 25,245
ARMSTRONG HLDGS COM USD1 042384107 183 11,982 X 11,982
AROC INC COM USD0.001 00204J102 5 250,800 X 250,800
ARROW ELECTRONICS COM USD1 042735100 1,143 36,861 X 36,861
ART TECHNOLOGY GRP COM STK USD0.01 04289L107 3,645 36,110 X 36,110
ASHLAND INC COM USD1 044204105 611 17,415 X 17,415
ASIAINFO HLDGS COM USD0.01 04518A104 3,700 82,800 X 82,800
ASSOCIATES 1ST CAP CL A COM STK USD0.01 046008108 2,957 132,534 X 132,534
AT HOME CORP SER A COM USD0.01 045919107 911 43,880 X 43,880
AT&T CORP COM USD1 001957109 31,978 1,011,157 X 1,011,157
AT&T WIRELESS GRP COM STK USD1 001957406 2,843 102,000 X 102,000
AT&T-LIBERTY MEDIA SER'A'COM USD1 001957208 10,668 439,928 X 439,928
ATLAS AIR INC COM USD0.01 049164106 2,206 61,500 X 61,500
ATMEL CORP COM NPV 049513104 3,155 85,564 X 85,564
AUTO DATA PROCESS COM USD0.10 053015103 6,400 119,492 X 119,492
AUTONATION INC COM USD0.01 05329W102 668 94,620 X 94,620
AUTOZONE INC COM USD0.01 053332102 222 10,069 X 10,069
AVERY DENNISON CP COM USD1 053611109 2,634 39,234 X 39,234
AVNET INC COM USD1 053807103 1,360 22,946 X 22,946
AVON PRODUCTS INC COM USD0.25 054303102 2,152 48,362 X 48,362
AWARE COM USD0.01 05453N100 1,125 22,000 X 22,000
AXA FINANCIAL INC COM USD0.01 002451102 17,977 528,737 X 528,737
AZURIX CORP COM USD0.01 05501M104 135 19,230 X 19,230
BAKER HUGHES INC COM USD1 057224107 3,454 107,934 X 107,934
BARRETT RESOURCES COM USD0.01 068480201 2,352 77,280 X 77,280
BARRICK GOLD CORP COM NPV (US LISTING) 067901108 827 45,457 X 45,457
BAUSCH & LOMB INC COM USD0.40 071707103 2,290 29,596 X 29,596
</TABLE>
<PAGE> 5
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
BAXTER INTL INC COM USD1 071813109 4,113 58,491 X 58,491
BB&T CORP COM USD5 054937107 1,495 62,611 X 62,611
BCO BRADESCO SA SPON ADR-REP 1000
PF NPV 059460105 5,763 662,160 X 662,160
BCO DE GALICIA BUE SPN ADR(REP 4 ORD SH 059538207 4,117 277,935 X 277,935
BCO SANTANDER CHL ADR-ECH RP 220 SR A CM 05965F108 221 13,800 X 13,800
BCO SANTIAGO SPONS ADR REPR 1039
COM NPV 05965L105 928 51,900 X 51,900
BEAR STEARNS CO COM USD1 073902108 800 19,221 X 19,221
BECTON DICKINSON COM USD1 075887109 1,476 51,461 X 51,461
BELLSOUTH CORP COM USD1 079860102 17,296 405,774 X 405,774
BERKSHIRE HATHAWAY CNV CLASS'A'COM USD5 084670108 12,697 236 X 236
BEST BUY CO INC COM USD0.10 086516101 14,837 234,584 X 234,584
BESTFOODS COM USD0.25 08658U101 3,585 51,766 X 51,766
BETHLEHEM STEEL CP COM USD1 087509105 102 28,589 X 28,589
BINDLEY WESTN INDS COM USD0.01 090324104 870 32,900 X 32,900
BIOGEN INC COM USD0.01 090597105 1,652 25,617 X 25,617
BIOSITE DIAGNOSTIC COM USD0.01 090945106 1,105 22,940 X 22,940
BJ SERVICES COM USD0.10 055482103 313 5,000 X 5,000
BJS WHOLESALE CLUB COM USD0.01 05548J106 1,410 42,719 X 42,719
BK OF AMERICA CP COM USD0.01 060505104 22,294 518,473 X 518,473
BK OF NEW YORK CO COM USD7.50 064057102 6,643 142,867 X 142,867
BK ONE CORP COM USD0.01 06423A103 5,841 219,889 X 219,889
BLACK + DECKER CP COM USD0.50 091797100 692 17,593 X 17,593
BLOCK(H+R)INC COM NPV 093671105 654 20,215 X 20,215
BMC SOFTWARE INC COM USD0.01 055921100 5,322 145,862 X 145,862
BOEING CO COM USD5 097023105 9,007 215,415 X 215,415
BORG-WARNER AUTOM COM USD0.01 099724106 5,269 150,000 X 150,000
BOSTON SCIENTIFIC COM USD0.01 101137107 1,504 68,574 X 68,574
BRAHMACIA CERVJ SPN LVL1 ADR(20
PF NV) 20440X103 3,601 211,805 X 211,805
BRAZIL TELECOM ADR EACH REP 5000
PF NPV 105530109 20,338 278,364 X 278,364
BRISTOL-MYRS SQUIB COM USD0.10 110122108 41,281 708,687 X 708,687
BROADWING INC COM USD1 111620100 4,065 156,720 X 156,720
BROWN FORMAN CORP CLASS'B'COM USD0.15 115637209 220 4,086 X 4,086
BRUNSWICK CORP COM USD0.75 117043109 325 19,593 X 19,593
BURLINGTON NORTH COM USD0.01 12189T104 3,385 147,586 X 147,586
BURLINGTON RES INC COM USD0.01 122014103 1,596 41,723 X 41,723
C P & L ENERGY INC COM NPV 12614C106 997 31,211 X 31,211
CABLETRON SYSTEMS COM USD0.01 126920107 715 28,322 X 28,322
CADENCE DESIGN SYS COM USD0.01 127387108 812 39,855 X 39,855
CALPINE CORP COM USD0.001 131347106 11,207 170,447 X 170,447
CAMPBELL SOUP CO CAP STK USD0.0375 134429109 2,403 82,509 X 82,509
CAPITAL ONE FINL COM USD0.01 14040H105 13,735 307,790 X 307,790
CARDINAL HEALTH COM NPV 14149Y108 4,190 56,618 X 56,618
CAREMARK RX INC COM USD0.001 141705103 84 12,278 X 12,278
CARNIVAL CORP COM USD0.01 143658102 2,381 122,124 X 122,124
CARSO GBL TELCM SPN ADR(2 SER'A1COM
NPV) 14574P101 31,629 5,558,667 X 5,558,667
</TABLE>
<PAGE> 6
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
CASTLE DENTAL CENT COM USD0.001 14844P105 164 84,550 X 84,550
CATERPILLAR INC COM USD1 149123101 2,284 67,415 X 67,415
CELESTICA INC SUB VTG SHS NPV
(USD LIST) 15101Q108 1,094 22,045 X 22,045
CEMIG CIA ENERG SPN ADR REP 1000
PF(LV 1 204409601 6,146 351,209 X 351,209
CENDANT COM USD0.01 151313103 1,955 139,637 X 139,637
CERIDIAN CORP COM USD0.50 15677T106 571 23,719 X 23,719
CERVECERIAS UNIDAS ADS(CV INTO 5 COM SH) 204429104 227 10,000 X 10,000
CHARTERD SEMICND ADR ECHRP 10
ORDSGD0.26 16133R106 2,242 24,910 X 24,910
CHASE MANHATTAN CP COM USD1 16161A108 14,391 312,433 X 312,433
CHEVRON CORP COM USD1.5 166751107 25,639 302,304 X 302,304
CHILECTRA SA SPON ADR-REP 4
ORD(144A) 168884104 2,443 155,000 X 155,000
CHIRON CORP COM USD0.01 170040109 2,279 47,979 X 47,979
CHUBB CORP COM USD1 171232101 2,188 35,574 X 35,574
CIENA CORP COM STK USD0.01 171779101 4,858 29,142 X 29,142
CIGNA CORP COM USD1 125509109 3,208 34,307 X 34,307
CINCINNATI FINL CP COM USD2 172062101 777 24,704 X 24,704
CINERGY CORP COM USD0.01 172474108 763 29,988 X 29,988
CINTAS CORP COM NPV 172908105 672 18,309 X 18,309
CIRCUIT CITY STORE CRCT CTY GP CMUSD0.50 172737108 1,188 35,796 X 35,796
CISCO SYSTEMS COM STK USD0.001 17275R102 163,251 2,568,356 X 2,568,356
CITIGROUP INC COM USD0.01 172967101 76,958 1,277,305 X 1,277,305
CITIZENS COMMUNI CL B COM USD0.25 17453B101 296 17,183 X 17,183
CLAIRE'S STORES COM USD0.05 179584107 1,195 62,100 X 62,100
CLEAR CHANNEL COMM COM USD0.10 184502102 15,878 211,708 X 211,708
CLOROX CO COM USD1 189054109 2,084 46,504 X 46,504
CMS ENERGY CORP COM USD0.01 125896100 514 23,243 X 23,243
COASTAL CORP COM USD0.33 1/3 190441105 2,885 47,384 X 47,384
COCA-COLA CO COM USD0.25 191216100 57,076 993,708 X 993,708
COCA-COLA ENT INC COM USD1 191219104 1,239 75,943 X 75,943
COLGATE-PALMOLIVE COM USD1 194162103 13,734 229,372 X 229,372
COLUMBIA ENER GRP COM USD0.01 197648108 1,018 15,509 X 15,509
COMCAST CORP 'A' SPL COM USD1 200300200 6,315 155,921 X 155,921
COMERICA INC COM USD5 200340107 1,314 29,284 X 29,284
COMPAQ COMPUTER CP COM USD0.01 204493100 8,639 337,967 X 337,967
COMPUTER ASS INTL COM USD0.10 204912109 5,454 106,544 X 106,544
COMPUTER SCIENCES COM USD1 205363104 2,517 33,697 X 33,697
COMPUWARE CORP COM USD0.01 205638109 712 68,594 X 68,594
CONAGRA INC COM USD5 205887102 7,318 383,913 X 383,913
CONCORD EFS INC COM USD0.33 1/3 206197105 787 30,250 X 30,250
CONDUCTUS INC COM USD0.0001 206784100 2,210 111,900 X 111,900
CONOCO INC CLASS'B'COM USD0.01 208251405 2,544 106,313 X 106,313
CONSD EDISON INC COM USD0.10 209115104 1,336 45,082 X 45,082
CONSECO INC COM NPV 208464107 655 67,161 X 67,161
CONSORCIO ARA SPON ADR REP10
ORD(144A) 21030R100 2,957 250,900 X 250,900
CONSTELLATION ENER COM STK NPV 210371100 2,808 86,226 X 86,226
</TABLE>
<PAGE> 7
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
COOPER INDUSTRIES COM USD5 216669101 648 19,885 X 19,885
COPPER MOUNTAIN NE COM USD0.001 217510106 629 7,133 X 7,133
CORNING INC COM USD0.50 219350105 39,878 147,764 X 147,764
COSTCO WHOLESALE COM USD0.01 22160K105 2,694 81,628 X 81,628
COUNTRYWIDE CREDIT COM USD0.05 222372104 1,751 57,777 X 57,777
COX COMMUNICATIONS CLASS'A'COM USD1 224044107 4,940 108,418 X 108,418
COX RADIO INC CLASS A COM USD 1 224051102 1,401 50,041 X 50,041
CROWN CORK + SEAL COM USD5 228255105 464 30,963 X 30,963
CSK AUTO INC COM STK USD0.01 125965103 1,639 216,700 X 216,700
CSX CORP COM USD1 126408103 978 46,145 X 46,145
CUBIST PHARMACEUTI COM USD0.001 229678107 4,570 92,800 X 92,800
CULLEN FROST BKRS COM USD5 229899109 2,042 77,600 X 77,600
CUMMINS ENGINE CO COM USD2.50 231021106 232 8,511 X 8,511
CVS CORP COM USD0.01 126650100 3,038 75,950 X 75,950
CYPRESS SEMICON CP COM USD0.01 232806109 645 15,278 X 15,278
DANA CORP COM USD1 235811106 585 27,610 X 27,610
DANAHER CORP COM USD0.01 235851102 782 15,808 X 15,808
DARDEN RESTAURANTS COM NPV 237194105 443 27,280 X 27,280
DEERE + CO COM USD1 244199105 2,788 75,362 X 75,362
DELHAIZE AMERICA I CLASS'B'COM USD0.50 246688204 178 10,674 X 10,674
DELL COMPUTERS COM USD0.01 247025109 29,698 602,245 X 602,245
DELPHI AUTOMOTIVE COM USD0.01 247126105 1,513 103,869 X 103,869
DELTA AIR LINES IN COM USD3 247361108 1,302 25,754 X 25,754
DELUXE CORP COM USD1 248019101 396 16,826 X 16,826
DEVON ENERGY(NEW) COM USD0.10 25179M103 3,006 53,500 X 53,500
DIAMOND OFFSHORE COM USD0.01 25271C102 975 27,770 X 27,770
DIEBOLD INC COM USD1.25 253651103 221 7,946 X 7,946
DIGEX INC DEL CLASS 'A'COM USD0.01 253756100 1,105 16,268 X 16,268
DILLARDS INC CLASS'A'COM NPV 254067101 285 23,285 X 23,285
DIME BANCORP INC COM USD0.01 25429Q102 804 51,079 X 51,079
DISTRIB Y SERVICIO ADR REP 15 SHS NPV 254753106 202 11,600 X 11,600
DOBSON COMMS CORP CLASS A COM USD0.001 256069105 963 50,000 X 50,000
DOLLAR GENERAL CP COM USD0.50 256669102 1,150 58,968 X 58,968
DOLLAR TREE STORES COM USD0.01 256747106 436 11,017 X 11,017
DOMINION RES(VIR) COM NPV 25746U109 2,235 52,134 X 52,134
DONNELLEY(R.R) & S COM USD1.25 257867101 708 31,390 X 31,390
DOVER CORP COM USD1 260003108 1,729 42,618 X 42,618
DOW CHEMICAL CO COM USD2.50 260543103 3,825 126,724 X 126,724
DOW JONES & CO INC COM USD1 260561105 1,113 15,195 X 15,195
DQE INC COM NPV 23329J104 281 7,111 X 7,111
DTE ENERGY INC COM NPV 233331107 898 29,385 X 29,385
DU PONT DE NEMOURS COM USD0.30 263534109 21,992 502,671 X 502,671
DUKE ENERGY CORP COM NPV 264399106 5,088 90,244 X 90,244
DUN & BRADSHEET CO COM USD1 26483B106 992 34,671 X 34,671
DURA AUTOMOTIVE SY CL'A'COM USD0.01 265903104 1,463 135,300 X 135,300
</TABLE>
<PAGE> 8
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
DYNEGY COM CL A COM USD0.01 26816Q101 2,615 38,286 X 38,286
E-TRADE GROUP INC COM STK USD0.01 269246104 540 32,713 X 32,713
EASTMAN CHEMICAL C COM USD0.01 277432100 711 14,884 X 14,884
EASTMAN KODAK CO COM USD2.50 277461109 3,648 61,317 X 61,317
EATON CORP COM USD0.50 278058102 872 13,008 X 13,008
EBAY INC COM USD0.001 278642103 1,238 22,794 X 22,794
ECI TELECOM ORD ILS1 268258100 869 24,300 X 24,300
ECOLAB INC COM USD1 278865100 1,006 25,746 X 25,746
EDISON INTL COM NPV 281020107 1,574 76,791 X 76,791
EDISON SCHOOLS COM USD0.01 281033100 6,361 274,337 X 274,337
EDWARDS LIFESCIENC COM USD0.01 28176E108 1,101 59,520 X 59,520
EDWARDS(AG)INC COM USD1 281760108 287 7,358 X 7,358
EL PASO ENERGY CP COM USD3 283905107 19,920 391,060 X 391,060
ELAN CORPORATION ADR(CV TO 1ORD EUR0.05)284131208 4,873 100,600 X 100,600
ELEC DATA SYSTEMS COM USD0.01 285661104 3,706 89,853 X 89,853
ELETROBRAS CNT EL ADR REP 50 PF'B'SH NPV 15234Q108 1,291 117,050 X 117,050
EMBOTELLA ANDINA SPN ADR REP6SERBCOM NPV29081P303 190 19,900 X 19,900
EMBRATEL PARTICIPA ADREACH REP1000COMNPV 29081N100 16,284 689,254 X 689,254
EMC CORP(MASS) COM USD0.01 268648102 69,976 909,517 X 909,517
EMCORE CORP COM STK NPV 290846104 936 7,800 X 7,800
EMERSON ELECTRIC COM USD1 291011104 21,752 360,287 X 360,287
EMP NAC ELECTRICID ADS REPR 30 COM NPV 29244T101 191 17,250 X 17,250
ENCOMPASS SERVICES COM USD0.001 29255U104 1,104 192,032 X 192,032
ENERSIS SA SPON ADR REP 50 COM
SHS NPV 29274F104 3,532 177,163 X 177,163
ENGELHARD CORP COM USD1 292845104 1,038 60,813 X 60,813
ENRON CORP COM NPV 293561106 23,864 369,990 X 369,990
ENSCO INTL INC COM USD0.10 26874Q100 873 24,378 X 24,378
ENTERCOM COMM COM USD0.01 293639100 1,870 38,357 X 38,357
ENTERGY CORP COM USD0.01 29364G103 3,178 116,894 X 116,894
EOG RESOURCES COM USD0.01 26875P101 1,279 38,180 X 38,180
EQUIFAX INC COM USD1.25 294429105 693 26,411 X 26,411
EQUITY OFFICE PROP COM USD0.01 294741103 1,377 49,965 X 49,965
ESPEED INC COM CLASS'A' USD0.01 296643109 1,807 41,600 X 41,600
ESTEE LAUDER COS CLASS'A'COM USD0.01 518439104 1,008 20,390 X 20,390
EXCHANGE APP COM STK USD0.001 300867108 2,535 95,200 X 95,200
EXXON MOBIL CORP COM NPV 30231G102 95,520 1,216,820 X 1,216,820
FAMILY DOLLAR STRS COM USD0.10 307000109 2,745 140,328 X 140,328
FANNIE MAE COM NPV 313586109 10,163 194,739 X 194,739
FEDERATED DEPT STO COM USD0.01 31410H101 1,300 38,526 X 38,526
FEDEX CORP COM STK USD0.10 31428X106 2,356 62,002 X 62,002
FIRSTAR CORP(NEW) COM USD0.01 33763V109 3,665 174,008 X 174,008
FIRSTENERGY CORP COM USD0.10 337932107 1,041 44,539 X 44,539
FLEET BOSTON FINL COM STK USD0.01 339030108 5,930 174,408 X 174,408
FLORIDA PROG CORP COM NPV 341109106 814 17,365 X 17,365
FLUOR CORP COM USD0.625 343861100 481 15,209 X 15,209
</TABLE>
<PAGE> 9
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
FMC CORP COM USD0.10 302491303 391 6,744 X 6,744
FOR&COL EMG M/EAST COM USD0.001 345451108 383 22,200 X 22,200
FORD MOTOR CO COM USD1 345370100 9,211 214,201 X 214,201
FORT JAMES CORP COM USD0.10 347471104 1,026 44,352 X 44,352
FORTUNE BRANDS COM USD3.125 349631101 831 36,048 X 36,048
FPL GROUP INC COM USD0.01 302571104 2,111 42,649 X 42,649
FRANKLIN RESOURCES COM USD0.10 354613101 1,371 45,126 X 45,126
FREDDIE MAC COM USD0.21 313400301 5,141 126,930 X 126,930
FREEPORT-MCMOR C+G CLASS'B'COM USD0.10 35671D857 5,260 571,413 X 571,413
FRESENIUS NATL MED CL D PRFD SPCL DIVDND 358030203 580 0,000,000 X 0,000,000
GANNETT CO INC COM USD1 364730101 3,113 52,045 X 52,045
GAP INC COM USD0.05 364760108 6,656 212,992 X 212,992
GATEWAY INC COM USD0.01 367626108 3,413 60,149 X 60,149
GEN DYNAMICS CORP COM USD1 369550108 1,896 36,285 X 36,285
GEN ELEC CO AMER COM USD0.16 369604103 179,554 3,387,802 X 3,387,802
GEN MILLS INC COM USD0.10 370334104 2,153 56,282 X 56,282
GEN MOTORS CORP COM USD1 2/3 370442105 9,638 146,052 X 146,052
GENER SA SPON ADR REP 68
SHS NPV 368731105 191 13,000 X 13,000
GENUINE PARTS CO COM USD1 372460105 668 33,412 X 33,412
GENZYME TRANSGENIC COM NPV 37246E105 2,661 98,100 X 98,100
GEORGIA PACIFIC CP COM USD0.80 373298108 1,015 38,655 X 38,655
GILLETTE CO COM USD1 375766102 7,064 202,203 X 202,203
GLOBAL CROSSING COM USD0.01 G3921A100 12,091 459,498 X 459,498
GLOBAL MARINE INC COM USD0.10 379352404 355 12,605 X 12,605
GLOBAL TELESYSTEMS COM USD0.10 37936U104 694 57,514 X 57,514
GOLDEN ST BANCORP COM STK USD1.00 381197102 2,034 113,000 X 113,000
GOLDEN WEST FIN CO COM USD0.10 381317106 1,296 31,767 X 31,767
GOLDMAN SACHS GROU COM USD0.01 38141G104 1,643 17,313 X 17,313
GOODRICH(BF)CO COM USD5 382388106 590 17,335 X 17,335
GOODYEAR TIRE+RUBR COM NPV 382550101 579 28,961 X 28,961
GPO CARSO SA DE CV SPON ADR REP 2 SER'A1 400485207 7,923 1,128,683 X 1,128,683
GPO ELEKTRA GDS REP 10CPO(2
B & 1 L NPV 40050A102 7,100 692,700 X 692,700
GPO IUSACELL ADREACH REP10SER'V'SH 40050B100 3,668 234,731 X 234,731
GPO TELEVISA SA GDR REP2ORD PTG
CRT(BNY) 40049J206 10,945 158,770 X 158,770
GPU INC COM USD2.50 36225X100 713 26,358 X 26,358
GRAINGER(WW)INC COM USD0.50 384802104 673 21,845 X 21,845
GRANT PRIDECO INC COM USD.01 38821G101 637 25,491 X 25,491
GREAT LAKES CHEM COM USD1 390568103 397 12,605 X 12,605
GREENPOINT FIN COR COM USD0.01 395384100 406 21,658 X 21,658
GREY WOLF INC COM USD0.01 397888108 1,320 264,000 X 264,000
GT ATLANTIC & PAC COM USD1 390064103 184 11,043 X 11,043
GTE CORP COM USD0.05 362320103 11,324 181,913 X 181,913
GUIDANT CORP COM NPV 401698105 4,381 88,511 X 88,511
HALLIBURTON CO COM USD2.50 406216101 8,338 176,700 X 176,700
HARCOURT GEN INC COM USD1 41163G101 508 9,347 X 9,347
</TABLE>
<PAGE> 10
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
HARLEY DAVIDSON COM USD0.01 412822108 2,174 56,473 X 56,473
HARRAHS ENTERTAINM COM USD0.10 413619107 465 22,212 X 22,212
HARRIS CORP COM USD1 413875105 452 13,796 X 13,796
HARTFORD FINL SERV COM USD1 416515104 2,518 45,017 X 45,017
HASBRO INC COM USD0.50 418056107 566 37,563 X 37,563
HCA HEALTHCARE COM USD0.01 404119109 18,242 600,576 X 600,576
HEALTHSOUTH CORP COM USD0.01 421924101 497 69,191 X 69,191
HEINZ(HJ)CO COM USD0.25 423074103 4,227 96,607 X 96,607
HERCULES INC COM NPV 427056106 428 30,402 X 30,402
HERSHEY FOODS CORP COM USD1 427866108 1,106 22,794 X 22,794
HEWLETT PACKRD CO COM USD0.01 428236103 26,370 211,172 X 211,172
HILTON HOTELS CORP COM USD2.50 432848109 639 68,208 X 68,208
HOME DEPOT INC COM USD0.05 437076102 51,439 1,030,075 X 1,030,075
HOMESTAKE MINING COM USD1 437614100 363 52,740 X 52,740
HONEYWELL INTL INC COM USD1 438516106 5,012 148,779 X 148,779
HOST MARRIOTT CP COM USD1 44107P104 196 20,952 X 20,952
HOUSEHOLD INTL COM USD1 441815107 3,701 89,039 X 89,039
HUMANA INC COM USD0.166 444859102 242 49,551 X 49,551
HUNTINGTON BANCSHS COM NPV 446150104 651 41,173 X 41,173
ICICI SPON ADS REPR 5
ORD INR10 44926P202 4,500 239,978 X 239,978
ICICI BANK ADR EACH REPR 2
ORD INR10(S 45104G104 1,044 72,000 X 72,000
IKON OFFICE SOLUTN COM NPV 451713101 147 37,972 X 37,972
ILLINOIS TOOL WKS COM NPV 452308109 3,269 57,354 X 57,354
IMC GLOBAL INC COM USD1 449669100 242 18,631 X 18,631
IMMUNEX CORP COM USD0.01 452528102 1,993 40,305 X 40,305
IMPATH INC COM STK USD0.005 45255G101 1,850 34,100 X 34,100
IMPSAT FIBER NETWR COM STK NPV 45321T103 987 58,900 X 58,900
IMS HEALTH COM USD0.01 449934108 1,187 65,930 X 65,930
INCO COM NPV (US LISTING) 453258402 1,240 80,630 X 80,630
INCYTE GEONOMICS COM USD0.001 45337C102 2,300 27,980 X 27,980
INDIA FUND COM USD0.001 454089103 1,944 137,000 X 137,000
INFOCURE CORP COM USD0.001 45665A108 2,521 448,164 X 448,164
INFONET SERVICES C COM USD0.01 45666T106 1,146 96,019 X 96,019
INFORMIX CORP COM USD0.01 456779107 259 34,878 X 34,878
INFOSYS TECH SPNR ADR REP 0.5
ORD INR10 456788108 266 1,500 X 1,500
INGERSOLL-RAND CO COM USD2 456866102 2,245 55,778 X 55,778
INSIGHT COMMUNICAT COM USD0.01 45768V108 2,131 136,371 X 136,371
INTEGRATED CIRCUIT NPV 45811K208 3,019 176,286 X 176,286
INTEL CORP COM USD0.001 458140100 158,784 1,187,723 X 1,187,723
INTERNET CAPITAL G COM USD0.001 46059C106 1,220 32,964 X 32,964
INTERPUBLIC GROUP COM USD0.10 460690100 2,265 52,678 X 52,678
INTERTRUST TECHNOL COM USD0.001 46113Q109 2,169 105,500 X 105,500
INTERWOVEN INC COM USD0.001 46114T102 4,368 39,712 X 39,712
INTL BUSINESS MCHN COM STK USD0.20 459200101 68,266 623,078 X 623,078
INTL FLAVORS+FRAG COM USD0.125 459506101 671 22,217 X 22,217
</TABLE>
<PAGE> 11
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
INTL PAPER CO COM USD1 460146103 2,744 92,040 X 92,040
INTL RECTIFIER CP COM USD1 460254105 3,890 69,468 X 69,468
INTRAWARE COM USD0.0001 46118M103 1,157 72,000 X 72,000
INTUIT INC COM USD0.01 461202103 1,103 26,649 X 26,649
IONA TECHNOLOGIES ADS EACH REP 1
ORD NPV 46206P109 16,060 254,921 X 254,921
ITT INDUSTRIES CP COM USD1 450911102 603 19,856 X 19,856
IVAX CORP COM USD0.10 465823102 379 9,143 X 9,143
JABIL CIRCUIT INC COM USD0.001 466313103 2,023 40,761 X 40,761
JDS UNIPHASE CORP COM USD0.001 46612J101 25,136 209,686 X 209,686
JEFFERSON PILOT CP COM USD1.25 475070108 1,035 18,339 X 18,339
JNI CORP COM STK USD0.001 46622G105 1,755 55,500 X 55,500
JOHNSON & JOHNSON COM USD1 478160104 56,398 553,600 X 553,600
JOHNSON CONTROLS COM USD0.16 2/3 478366107 898 17,496 X 17,496
JUNIPER NETWORKS COM USD0.00001 48203R104 7,843 53,884 X 53,884
K MART CORP COM USD1 482584109 685 100,555 X 100,555
KANSAS CITY STHN I COM USD0.01 485170104 1,945 21,926 X 21,926
KELLOGG CO COM USD0.25 487836108 2,163 72,700 X 72,700
KERR MCGEE CORP COM USD1 492386107 9,891 167,830 X 167,830
KEYCORP COM USD1 493267108 1,488 84,399 X 84,399
KEYSPAN CORPORATIO COM STK USD0.01 49337W100 331 10,762 X 10,762
KIMBERLY-CLARK CP COM USD1.25 494368103 5,887 102,606 X 102,606
KLA-TENCOR CORP COM USD0.001 482480100 1,904 32,520 X 32,520
KNIGHT RIDDER INC COM USD0.02 1/12 499040103 940 17,668 X 17,668
KNIGHTSBRIDGE TANK COM USD0.01 G5299G106 5,682 284,100 X 284,100
KOHLS CORPORATION COM USD0.01 500255104 12,546 225,553 X 225,553
KOREA ELEC POWER SPN ADR EACH
REP0.5 COM 500631106 2,301 124,790 X 124,790
KOREA TELECOM ADR(REP 1/2
ORD KRW5000) 50063P103 13,265 274,205 X 274,205
KROGER CO COM USD1 501044101 3,656 165,730 X 165,730
LAIDLAW INC COM NPV (US LISTING) 50730K503 13 35,704 X 35,704
LAMAR ADVERTISING CL'A'COM USD0.001 512815101 2,694 62,200 X 62,200
LEAP WIRELESS INTL COM USD0.01 521863100 2,588 55,074 X 55,074
LEGGETT & PLATT IN COM USD0.01 524660107 431 26,146 X 26,146
LEHMAN BROS HLDGS COM USD0.10 524908100 3,801 40,191 X 40,191
LEVEL 3 COMMUNICAT COM USD0.01 52729N100 17,152 194,912 X 194,912
LEXMARK INTL INC CLASS'A'COM USD0.01 529771107 1,564 23,256 X 23,256
LG ELECTRONICS GDS-REP1/2
KRW5000(144A) 50185P205 158 11,268 X 11,268
LIGHTSPAN INC COM STK USD0.001 53226T103 1,584 288,000 X 288,000
LILLY(ELI)+ CO COM NPV 532457108 38,138 381,854 X 381,854
LIMITED INC COM USD0.50 532716107 1,903 87,989 X 87,989
LINCOLN NATL CORP COM USD1.25 534187109 1,397 38,682 X 38,682
LINEAR TECHNOLOGY COM NPV 535678106 10,186 159,319 X 159,319
LITTON INDS INC COM USD1 538021106 310 7,392 X 7,392
LIZ CLAIBORNE COM USD1 539320101 554 15,707 X 15,707
LOCKHEED MARTIN CO COM USD1 539830109 1,792 72,213 X 72,213
LOEWS CORP COM USD1 540424108 1,264 21,061 X 21,061
</TABLE>
<PAGE> 12
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
LONE STAR TECH COM USD1 542312103 1,929 41,700 X 41,700
LOUISIANA PACIFIC COM USD1 546347105 311 28,628 X 28,628
LOWE'S COS INC COM USD0.50 548661107 3,025 73,676 X 73,676
LSI LOGIC CORP COM USD0.01 502161102 3,168 58,527 X 58,527
LUCENT TECHNOLOGIE COM USD0.01 549463107 66,210 1,117,476 X 1,117,476
LUKOIL HLDGS SPON ADR REP 4
ORD RUR25 677862104 4,879 95,450 X 95,450
LUMINEX CORP(DEL) COM STK USD0.001 55027E102 3,213 77,200 X 77,200
LYONDELL CHEMICAL COM USD1 552078107 567 33,869 X 33,869
MACROVISION CORP COM USD0.001 555904101 623 9,740 X 9,740
MALLINCKRODT INC COM USD1 561232109 587 13,520 X 13,520
MANITOWOC CO INC COM STK USD0.01 563571108 896 33,500 X 33,500
MANOR CARE INC COM USD0.01 564055101 172 24,631 X 24,631
MARRIOTT INTL INC COM USD1 CLASS'A' 571903202 1,751 48,565 X 48,565
MARSH & MCLENNAN COM USD1 571748102 5,448 52,161 X 52,161
MARSHALL & ILSLEY COM USD1 571834100 648 15,623 X 15,623
MASCO CORP COM USD1 574599106 1,218 67,428 X 67,428
MATAV RT SPON ADR REP 5 SHS
HUF100 559776109 4,611 133,900 X 133,900
MATTEL INC COM USD1 577081102 1,118 84,758 X 84,758
MAXIM INTEGRATED COM USD0.001 57772K101 5,031 74,049 X 74,049
MAY DEPT STORES CO COM USD0.50 577778103 7,582 315,934 X 315,934
MAYTAG CORP COM USD1.25 578592107 754 20,458 X 20,458
MBIA INC COM USD1 55262C100 900 18,687 X 18,687
MBNA CORP COM USD0.01 55262L100 13,127 483,949 X 483,949
MCAFEE.COM CO CLASS 'A' COM STK
USD0.001 579062100 2,197 84,300 X 84,300
MCDONALD'S CORP COM USD0.01 580135101 8,929 271,088 X 271,088
MCGRAW-HILL COS COM USD1 580645109 2,106 39,001 X 39,001
MCKESSON HBOC INC COM STK USD0.01 58155Q103 1,068 51,004 X 51,004
MCLEODUSA INC COM CL'A' USD0.01 582266102 10,278 496,828 X 496,828
MEAD CORP COM NPV 582834107 4,505 178,434 X 178,434
MEDIACOM COMMS COR CLS'A' COM STKUSD0.01 58446K105 3,993 259,700 X 259,700
MEDIAONE GROUP INC COM USD0.01 58440J104 9,176 137,732 X 137,732
MEDIMMUNE INC COM USD0.01 584699102 1,709 23,096 X 23,096
MEDTRONIC INC COM USD0.10 585055106 21,385 429,305 X 429,305
MELLON FINL CORP COM USD0.50 58551A108 3,376 92,642 X 92,642
MEMBERWORKS INC COM USD0.01 586002107 2,857 84,960 X 84,960
MERCK & CO INC COM NPV 589331107 56,167 733,008 X 733,008
MERRILL LYNCH & CO COM USD1.333 590188108 19,534 169,865 X 169,865
METRIS CO COM USD0.01 591598107 3,949 157,166 X 157,166
METTLER TOLEDO COM STK USD0.01 592688105 2,328 58,200 X 58,200
MGIC INVESTMENT CP COM USD1 552848103 905 19,901 X 19,901
MICRON TECHNOLOGY COM USD0.10 595112103 8,596 97,611 X 97,611
MICROSOFT CORP COM USD0.0000125 594918104 146,764 1,834,545 X 1,834,545
MILLENIUM PHARMAC COM STK 599902103 1,399 12,508 X 12,508
MILLICOM INTL CELL COM USD2 (US-LISTING) L6388F102 8,667 247,639 X 247,639
MILLIPORE CORP COM USD1 601073109 529 7,017 X 7,017
</TABLE>
<PAGE> 13
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
MINNESOTA MNG+MFG COM USD0.50 604059105 7,606 92,189 X 92,189
MIPS TECHNOLOGIES COM USD0.001 604567107 2,216 52,772 X 52,772
MOLEX INC CLASS'A'NON-VTG COM
USD0.05 608554200 3,471 91,127 X 91,127
MONTANA POWER CO COM NPV 612085100 614 17,400 X 17,400
MORGAN STANLEY D W COM USD0.01 617446448 18,696 224,572 X 224,572
MORGAN(JP)+ CO INC COM USD2.50 616880100 14,414 130,891 X 130,891
MOTOROLA INC COM USD3 620076109 16,908 581,783 X 581,783
MYPOINTS.COM INC COM USD0.001 62855T102 896 47,300 X 47,300
NABISCO GROUP HLDS COM USD0.01 62952P102 1,461 56,312 X 56,312
NATIONAL CITY CORP COM USD4 635405103 2,049 120,095 X 120,095
NATL BK OF GREECE ADR REP 1/5 GRD1450 633643408 930 119,000 X 119,000
NATL INFORMATION C COM NPV 636491102 3,107 273,141 X 273,141
NATL SEMICONDUCTOR COM USD0.50 637640103 1,867 32,890 X 32,890
NATL SERVICE INDS COM USD1 637657107 197 10,079 X 10,079
NAVISTAR INTL CORP COM USD0.10 63934E108 1,071 34,473 X 34,473
NCO GROUP INC COM NPV 628858102 4,178 180,680 X 180,680
NCR CORP COM USD0.01 62886E108 386 9,915 X 9,915
NDS GROUP PLC SPON ADS REP 1 ORD
SER 'A' 628891103 13,975 229,100 X 229,100
NETOBJECTS INC COM NPV 64114L102 798 87,500 X 87,500
NETOPIA INC COM USD0.001 64114K104 3,433 85,300 X 85,300
NETWORK APPLIANCE COM NPV 64120L104 1,201 14,916 X 14,916
NEW YORK TIMES CO CLASS'A'COM USD0.10 650111107 1,264 32,012 X 32,012
NEWELL RUBBERMAID COM USD1 651229106 1,379 53,564 X 53,564
NEWMONT MINING CP COM USD1.60 651639106 786 36,339 X 36,339
NEXTEL COMMS INC CLASS'A'COM USD0.001 65332V103 34,624 565,863 X 565,863
NEXTEL PARTNERS CLS'A' COM STK USD0.00165333F107 1,514 46,500 X 46,500
NEXTLINK COMMUNICA CL'A'COM USD0.02 65333H707 2,485 65,500 X 65,500
NIAGARA MOHAWK HLD COM USD1 653520106 649 46,533 X 46,533
NIKE INC CLASS'B'COM NPV 654106103 1,532 38,485 X 38,485
NISOURCE INC COM NPV 65473P105 373 20,000 X 20,000
NOBLE AFFILIATES COM USD3.33 1/3 654894104 2,283 61,290 X 61,290
NORDSTROM INC COM NPV 655664100 583 24,168 X 24,168
NORFOLK STHN CORP COM USD1 655844108 1,101 73,993 X 73,993
NORTEL NETWORKS COM NPV (US LISTING) 656568102 45,522 666,986 X 666,986
NORTH FORK BANCORP COM USD2.50 659424105 2,930 193,724 X 193,724
NORTHERN TRUST CP COM USD1.666 665859104 2,503 38,472 X 38,472
NORTHROP GRUMMAN COM USD1 666807102 863 13,021 X 13,021
NORTHWEST AIRLINES CLASS'A'COM USD0.01 667280101 247 8,129 X 8,129
NOVA CORP OF GEORG COM USD0.01 669784100 4,269 152,800 X 152,800
NOVELL INC COM USD0.10 670006105 663 71,664 X 71,664
NTHEAST UTILITIES COM USD5 664397106 259 11,900 X 11,900
NTHN STATES POWER COM USD2.50 665772109 640 31,719 X 31,719
NTL INC COM USD0.01 629407107 1,555 25,971 X 25,971
NUCOR CORP COM USD0.40 670346105 637 19,207 X 19,207
OCCIDENTAL PETRLM COM USD0.20 674599105 1,560 74,063 X 74,063
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
OCEAN ENERGY INC COM USD0.01 67481E106 2,257 159,100 X 159,100
OFFICE DEPOT INC COM USD0.01 676220106 172 27,459 X 27,459
OLD KENT FINL CORP COM USD1 679833103 563 21,052 X 21,052
OLIN CORP COM USD1 680665205 693 42,019 X 42,019
OMNICOM GROUP INC COM USD0.50 681919106 26,386 296,259 X 296,259
ORACLE CORP COM USD0.01 68389X105 110,265 1,311,699 X 1,311,699
OWENS-ILLINOIS INC COM USD0.01 690768403 245 20,988 X 20,988
PACCAR INC COM USD1 693718108 551 13,872 X 13,872
PAINE WEBBER GROUP COM USD1 695629105 1,137 24,997 X 24,997
PAKISTAN INVEST FD COM USD0.01 695844100 113 45,000 X 45,000
PALL CORP COM USD0.10 696429307 413 22,350 X 22,350
PAO DE ACUCAR CBD ADR REP 1000 PREF SHS 20440T201 3,226 100,434 X 100,434
PARAMETRIC TECH CP COM USD0.01 699173100 657 59,762 X 59,762
PARKER-HANNIFIN CP COM USD0.50 701094104 737 21,505 X 21,505
PARTNER COMMUNICAT ADS REP 1 ORD 70211M109 440 46,300 X 46,300
PAYCHEX INC COM USD0.01 704326107 2,850 67,848 X 67,848
PC HLDGS S.A ADR EACH REPR 10
CLS'B' SHS 693200107 11,691 638,418 X 638,418
PC-TEL INC COM USD0.001 69325Q105 2,839 74,700 X 74,700
PE CORP COM PE BIOSYSTEMS
GRP USD1 69332S102 4,171 59,764 X 59,764
PECO ENERGY CO COM NPV 693304107 4,115 102,078 X 102,078
PENNEY(JC)CO INC COM USD0.50 708160106 895 48,567 X 48,567
PENTAIR INC COM USD0.16 2/3 709631105 4,788 134,876 X 134,876
PEOPLESOFT INC COM USD0.01 712713106 947 56,527 X 56,527
PEPSI-GEMEX SA GDS-2CPO(REP1'B',
1'L'&1'D 713435105 635 143,100 X 143,100
PEPSICO INC CAP USD0.016666 713448108 12,650 284,670 X 284,670
PEREGRINE SYSTEMS COM NPV 71366Q101 5,483 158,081 X 158,081
PERKINELMER INC COM USD1 714046109 1,056 15,976 X 15,976
PETROCHINA CO ADS REP 100 ORD
HKD0.10'H' 71646E100 2,226 106,300 X 106,300
PETROL BRASILEIROS SPN ADR EACH REP100PF 71654V101 6,840 225,300 X 225,300
PFIZER INC COM USD0.05 717081103 113,845 2,371,763 X 2,371,763
PG&E CORP COM NPV 69331C108 2,051 83,290 X 83,290
PHARMACIA CORP COM USD2 71713U102 12,662 244,973 X 244,973
PHELPS DODGE CORP COM USD6.25 717265102 1,707 45,909 X 45,909
PHILIP MORRIS COS COM STK USD0.3333 718154107 20,542 773,359 X 773,359
PHILLIPS PETROLEUM COM USD1.25 718507106 2,419 47,717 X 47,717
PINNACLE HLDGS INC COM USD0.001 72346N101 1,086 20,110 X 20,110
PINNACLE WEST CAP COM USD2.50 723484101 288 8,499 X 8,499
PITNEY BOWES INC COM USD2 724479100 2,063 51,567 X 51,567
PLACER DOME INC COM NPV (US LISTING) 725906101 300 31,351 X 31,351
PMI GROUP INC COM USD0.01 69344M101 441 9,292 X 9,292
PNC FINANCIAL SERV COM USD5 693475105 2,664 56,822 X 56,822
POHANG IRON&STEEL SPN ADR-REP1/4 ORD COM 730450103 3,855 160,633 X 160,633
POLAROID CORP COM USD1 731095105 237 13,096 X 13,096
PORTAL SOFTWARE COM USD0.001 736126103 1,631 25,527 X 25,527
PORTUGAL FUND COM USD0.001 737265108 1,866 150,000 X 150,000
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
POWER INTEGRATIONS COM USD0.001 739276103 1,591 67,520 X 67,520
POWERTEL INC COM USD0.01 73936C109 709 10,000 X 10,000
PPG INDS INC COM USD1.666 693506107 1,476 33,304 X 33,304
PPL CORP COM USD0.01 69351T106 775 35,315 X 35,315
PRAXAIR INC COM USD0.01 74005P104 1,038 27,734 X 27,734
PRIME RESPONSE GBP COM USD0.01 74158B100 2,082 302,800 X 302,800
PROCTER & GAMBLE COM NPV 742718109 20,297 354,526 X 354,526
PROFIT RECOVERY GR COM STK NPV 743168106 3,993 240,170 X 240,170
PROGRESSIVE CP(OH) COM USD1 743315103 785 10,611 X 10,611
PROVIDIAN FIN CORP COM USD0.01 74406A102 9,722 108,017 X 108,017
PUBLIC SERVICE ENT COM NPV 744573106 1,531 44,230 X 44,230
QUAKER OATS CO COM USD5 747402105 3,306 44,008 X 44,008
QUALCOMM INC COM USD0.0001 747525103 8,280 138,004 X 138,004
QUEST DIAGNOSTICS COM USD0.01 74834L100 1,395 18,665 X 18,665
QWEST COMM INTL IN COM USD0.01 749121109 10,513 211,584 X 211,584
RADIAN GROUP INC COM USD0.001 750236101 3,481 67,259 X 67,259
RADIOSHACK CORP COM USD1 750438103 1,899 40,080 X 40,080
RALSTON-RALSTON COM USD0.10 751277302 1,170 58,699 X 58,699
RATIONAL SOFTW COR COM USD0.01 75409P202 1,167 12,553 X 12,553
RAYTHEON CO CL'B'COM USD1 755111408 1,273 65,955 X 65,955
RCN CORPORATION COM USD0.01 749361101 254 10,000 X 10,000
READERS DIGEST ASS CL'A'NVTG COM USD0.01 755267101 376 9,459 X 9,459
REGIONS FINL CORP COM USD0.625 758940100 818 41,177 X 41,177
RELIANT ENERGY INC COM NPV 75952J108 1,837 62,125 X 62,125
RELIASTAR FINL COR COM USD1.25 75952U103 361 6,883 X 6,883
RENAL CARE GROUP I COM USD0.01 759930100 906 37,035 X 37,035
REPLIGEN CORP COM USD0.01 759916109 609 96,900 X 96,900
RF MICRO DEVICES I COM NPV 749941100 1,375 15,687 X 15,687
RITE AID CORP COM USD1 767754104 280 42,608 X 42,608
RIVERDEEP GP ADS EACH REPR 6 ORD
USD0.10 76870Q109 2,178 112,437 X 112,437
ROBOMATIX TECH ILS1.46 M8216J107 36 22,000 X 22,000
ROCKWELL INTL COM USD1 773903109 1,191 37,810 X 37,810
ROHM & HAAS CO COM USD2.50 775371107 1,463 42,400 X 42,400
ROWAN COS INC COM USD0.125 779382100 1,005 33,100 X 33,100
ROYAL DUTCH PETROL NLG1.25(NEW YORK REG) 780257804 20,909 339,646 X 339,646
RYDER SYSTEM INC COM USD0.50 783549108 408 21,541 X 21,541
S1 CORPORATION COM USD0.01 78463B101 753 32,300 X 32,300
S3 INC COM STK USD0.0001 784849101 3,267 221,500 X 221,500
SAFECO CORP COM NPV 786429100 558 28,096 X 28,096
SAFEWAY STORES INC COM USD0.01 786514208 18,027 400,602 X 400,602
SALTON INC COM USD0.01 795757103 255 6,910 X 6,910
SANDISK CORP COM USD0.001 80004C101 2,665 43,551 X 43,551
SARA LEE CORP COM USD0.01 803111103 3,241 167,811 X 167,811
SATYAM INFOWAY ADR EACH REPR I ORD SHS804099109 3,395 152,600 X 152,600
SBC COMMNS INC COM USD1 78387G103 48,853 1,129,554 X 1,129,554
</TABLE>
<PAGE> 16
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
SBS BROADCASTING COM USD 1.50 L8137F102 9,337 171,321 X 171,321
SCHERING-PLOUGH CP COM USD0.50 806605101 13,504 267,413 X 267,413
SCHLUMBERGER COM USD0.01 806857108 8,699 116,576 X 116,576
SCHWAB(CHARLES)CP COM USD0.01 808513105 8,189 243,540 X 243,540
SCIENCE DYN'CS CP COM STK USD0.01 808631105 694 60,000 X 60,000
SCIENTIFIC ATLANTA COM USD0.50 808655104 3,291 44,172 X 44,172
SEAGATE TECHNOLOGY COM USD0.01 811804103 2,358 42,870 X 42,870
SEAGRAM CO COM NPV (US LISTING) 811850106 2,712 46,767 X 46,767
SEALED AIR CORP COM USD0.1 81211K100 2,011 38,403 X 38,403
SEARS ROEBUCK & CO COM USD0.75 812387108 2,281 69,910 X 69,910
SEMPRA ENERGY CORP COM NPV 816851109 745 43,807 X 43,807
SERENA SOFTWARE COM USD0.001 817492101 2,522 55,550 X 55,550
SERVICE CORP INTL COM USD1 817565104 145 45,334 X 45,334
SERVICEMASTER CO COM USD0.01 81760N109 688 60,492 X 60,492
SHERWIN WILLIAMS COM USD1 824348106 669 31,555 X 31,555
SIEBEL SYSTEMS INC COM USD0.001 826170102 12,065 73,763 X 73,763
SIGMA ALDRICH CORP COM USD1 826552101 548 18,731 X 18,731
SILICON GRAPHICS COM USD0.001 827056102 159 42,316 X 42,316
SILICON IMAGE INC COM USD0.001 82705T102 2,374 47,600 X 47,600
SILICONWARE PRCS SPN ADR REP5 ORDTWD10 827084864 2,638 262,174 X 262,174
SIMON PROPERTY GP COM USD0.0001 828806109 871 39,248 X 39,248
SIRIUS SATELLITE R COM USD0.001 82966U103 1,393 31,433 X 31,433
SK TELECOM SPN ADR R1/90 ORD
KRW50000 78440P108 26,402 721,147 X 721,147
SMURFIT-STONE CONT COM USD0.01 832727101 509 39,505 X 39,505
SODEXHO MARRIOTT COM STK USD1 833793102 195 12,200 X 12,200
SOLECTRON CORP COM USD0.001 834182107 4,796 114,520 X 114,520
SONICWALL INC COM NPV 835470105 851 9,663 X 9,663
SONOCO PRODUCTS CO COM NPV 835495102 221 10,739 X 10,739
SOUTHERN CO COM USD5 842587107 3,132 134,338 X 134,338
SOUTHTRUST CORP COM USD2.50 844730101 628 27,763 X 27,763
SOUTHWEST AIRLINES COM USD1 844741108 7,898 417,048 X 417,048
SPDR TRUST COM NPV 78462F103 37,886 260,776 X 260,776
SPRINT CORP PCS GROUP COM USD1 852061506 42,697 741,900 X 741,900
ST JUDE MEDICAL COM USD0.10 790849103 516 11,244 X 11,244
ST PAUL COS INC COM NPV 792860108 1,532 44,881 X 44,881
STAPLES INC COM USD0.0006 855030102 1,186 77,139 X 77,139
STARMEDIA NETWORK COM NPV 855546107 549 29,100 X 29,100
STARWOOD HOTELS & PAIRED CERTS CLASS'B' 85590A203 1,162 35,685 X 35,685
STATE STREET CORP COM USD1 857477103 3,275 30,877 X 30,877
STET HELLAS TELEC ADR EACH REP1ORDGRD500 859823106 5,128 258,000 X 258,000
STRYKER CORP COM USD0.10 863667101 1,419 32,441 X 32,441
SUMMIT BANCORP COM USD0.80 866005101 772 31,353 X 31,353
SUN MICROSYSTEMS I COM USD0.00067 866810104 64,941 714,123 X 714,123
SUNDAY COMMS ADR EACH REP 1/30
ORD HKD0. 867270100 84 24,000 X 24,000
SUNOCO INC COM USD1 86764P109 523 17,757 X 17,757
</TABLE>
<PAGE> 17
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
SUNTRUST BANKS COM USD1 867914103 2,757 60,336 X 60,336
SURGUTNEFTEGAZ ADR-REPR 50 ORD
RUR1000 868861204 2,457 184,400 X 184,400
SYCAMORE NETWORKS COM USD0.001 871206108 839 7,603 X 7,603
SYNOVUS FINANCIAL COM USD1 87161C105 768 43,557 X 43,557
SYSCO CORP COM USD1 871829107 2,693 63,931 X 63,931
TAIWAN FUND INC COM USD0.01 874036106 637 33,300 X 33,300
TAIWAN SEMICONDUCT ADS REP 5 ORD TWD10 874039100 6,097 157,334 X 157,334
TARGET CORP COM USD0.1667 87612E106 5,092 87,787 X 87,787
TATNEFT ADR 20 ORD RUB0.10
(BNY)LEV3 03737P306 3,307 334,900 X 334,900
TEKTRONIX INC COM NPV 879131100 574 7,753 X 7,753
TELE NORTE LESTE ADR EACH REP1000 PF NPV879246106 18,850 797,902 X 797,902
TELECOM DE CHILE SPN ADR REP 4'A'COM NPV204449300 3,351 184,871 X 184,871
TELECORP PCS INC COM STK USD0.01 879299105 2,758 68,420 X 68,420
TELEFONOS DE MEXIC SPN ADR(CV 20 SER'L') 879403780 4,262 74,600 X 74,600
TELESP CELULAR PR ADR EACH REP2500PF NPV 87952L108 8,031 178,960 X 178,960
TELESP TEL SAO PAU ADR EACH RP1000PF NPV 87929A102 2,114 114,297 X 114,297
TELLABS INC COM USD0.01 879664100 5,125 74,886 X 74,886
TELSCAPE INTL INC COM USD 0.001 87971Q104 713 105,700 X 105,700
TEMPLE-INLAND INC COM USD1 879868107 660 15,712 X 15,712
TENET HEALTHCARE COM USD0.075 88033G100 3,026 112,069 X 112,069
TERADYNE INC COM USD0.125 880770102 2,537 34,519 X 34,519
TEVA PHARMA IND ADR(CNV 1 ORD ILS0.10) 881624209 5,377 97,000 X 97,000
TEXACO INC COM USD3.125 881694103 5,407 101,533 X 101,533
TEXAS INSTRUMENTS COM USD1 882508104 43,713 636,407 X 636,407
TEXTRON INC COM USD0.125 883203101 1,601 29,485 X 29,485
THERMO ELECTRON CO COM USD1 883556102 537 25,486 X 25,486
TIBCO SOFTWARE INC COM USD0.001 88632Q103 1,378 12,852 X 12,852
TIME WARNER INC COM USD1 887315109 18,033 237,281 X 237,281
TIMES MIRROR CO COM USD1 SER'A' 887364107 1,319 14,559 X 14,559
TJX COS INC COM USD1 872540109 1,063 56,701 X 56,701
TMP WORLDWIDE INC COM USD0.001 872941109 6,683 90,536 X 90,536
TORCHMARK CORP COM USD1 891027104 706 28,586 X 28,586
TORRIDON GDR EACH REP 25 ORD
GBP0.02 89140W103 982 130,937 X 130,937
TOSCO CORP COM USD0.75 891490302 907 32,047 X 32,047
TOWER AUTOMOTIVE I COM USD0.01 891707101 2,400 191,994 X 191,994
TOYS R US(HLDG CO) COM USD0.10 892335100 575 39,509 X 39,509
TRANSATLANTIC HLDG COM USD1 893521104 563 6,728 X 6,728
TRANSOCEAN SEDCO F COM USD0.01 893817106 1,762 32,969 X 32,969
TRI CONTINENTAL CP COM USD0.50 895436103 367 14,553 X 14,553
TRIBUNE CO COM NPV 896047107 1,744 49,831 X 49,831
TRICON GLOBAL REST COM STK NPV 895953107 753 26,663 X 26,663
TRINTECH GROUP ADR REPR 1 ORD IEP0.002896682101 2,441 123,900 X 123,900
TRITEL PCS INC COM STK USD0.01 89675X104 1,199 40,400 X 40,400
TRITON PCS HLDGS I CLASS'A' COM STK NPV 89677M106 3,280 56,800 X 56,800
TRW INC COM USD0.625 872649108 926 21,359 X 21,359
</TABLE>
<PAGE> 18
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
TUBOS DE ACERO MEX ADR(CNV TO 1 ORD NPV) 898592506 504 36,300 X 36,300
TUPPERWARE CORP COM USD0.01 899896104 302 13,738 X 13,738
TV AZTECA ADS EACH REP 16 ORD
PTG CTF 901145102 5,056 383,400 X 383,400
TV GUIDE INC CLASS'A' COM USD0.01 87307Q109 1,443 42,133 X 42,133
TWEETER HOME ENTMN COM NPV 901167106 4,250 139,923 X 139,923
TXU CORP COM NPV 873168108 1,750 59,324 X 59,324
TYCO INTERNATIONAL COM USD0.20 902124106 27,886 588,615 X 588,615
UAL CORP COM USD0.01 902549500 244 4,197 X 4,197
UNICOM CORP COM NPV 904911104 1,724 44,568 X 44,568
UNION CARBIDE CORP COM USD1 905581104 1,285 25,955 X 25,955
UNION PACIFIC CORP COM USD2.50 907818108 1,647 44,281 X 44,281
UNION PACIFIC RESO COM STK NPV 907834105 1,143 51,968 X 51,968
UNION PLANTERS CP COM USD5 908068109 730 26,141 X 26,141
UNISYS CORP COM USD0.01 909214108 2,299 157,870 X 157,870
UNITRIN INC COM USD0.10 913275103 380 12,934 X 12,934
UNIVISION COMMS CL A COM USD0.01 914906102 9,450 91,309 X 91,309
UNOCAL CORP COM USD1 915289102 1,614 48,732 X 48,732
UNUMPROVIDENT CORP COM USDO.10 91529Y106 1,013 50,477 X 50,477
US AIRWAYS GROUP COM USD1 911905107 578 14,830 X 14,830
US BANCORP COM USD1.25 902973106 2,759 143,302 X 143,302
US WEST INC COM USD0.01 91273H101 9,169 106,927 X 106,927
USA EDUCATION INC COM USD0.20 90390U102 1,217 32,514 X 32,514
UST INC COM USD0.50 902911106 534 36,378 X 36,378
USX MARATHON GROUP COM USD1 902905827 1,508 60,162 X 60,162
USX-US STEEL GROUP COM USD1 90337T101 444 23,897 X 23,897
UTD HEALTHCARE GP COM USD0.01 91324P102 3,100 36,148 X 36,148
UTD TECHNOLOGIES COM USD1 913017109 20,586 349,649 X 349,649
VALE RIO DOCECIA SPN ADR REP 1 PRF SHS 204412100 17,623 623,837 X 623,837
VERISIGN COM USD0.001 92343E102 608 3,445 X 3,445
VERITAS SOFTWARE COM STK USD0.001 923436109 8,249 72,988 X 72,988
VERIZON COMMUNICAT COM USD0.10 92343V104 34,413 677,262 X 677,262
VF CORP COM NPV 918204108 505 21,228 X 21,228
VIACOM INC CLASS'B'NON-VTG
COM USD0.01 925524308 47,551 697,296 X 697,296
VIAD CORP COM USD1.50 92552R109 510 18,719 X 18,719
VIRATA CORP COM STK USD0.01 927646109 2,802 47,000 X 47,000
VISTEON CORP COM USD1 92839U107 383 31,581 X 31,581
VITESSE SEMICNDTOR COM USD 0.01 928497106 650 8,835 X 8,835
VOICESTREAM HOLDIN COM NPV 928615103 12,014 103,307 X 103,307
VULCAN MATERIALS COM USD1 929160109 776 18,185 X 18,185
WACHOVIA CORP COM USD5 929771103 2,154 39,706 X 39,706
WAL-MART DE MEXICO SPN ADR RP10'V'SHSNPV 93114W107 18,844 802,969 X 802,969
WAL-MART STORES COM USD0.10 931142103 104,931 1,820,920 X 1,820,920
WALGREEN CO COM USD0.078125 931422109 6,396 198,701 X 198,701
WALT DISNEY(HLDG)C COM STK USD0.01 254687106 19,668 506,748 X 506,748
WASHINGTON MUTUAL COM NPV 939322103 3,118 107,980 X 107,980
</TABLE>
<PAGE> 19
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
WASHINGTON POST CO CLASS'B'COM USD1 939640108 771 1,614 X 1,614
WASTE MANAGEMENT COM USD0.01 94106L109 2,192 115,384 X 115,384
WATSON PHARMS INC COM USD0.0033 942683103 1,493 27,779 X 27,779
WEATHERFORD INTL COM USD1 947074100 1,015 25,491 X 25,491
WELLPOINT HEALTH N COM USD0.01 94973H108 1,007 13,903 X 13,903
WELLS FARGO & CO COM USD1 2/3 949746101 20,827 537,464 X 537,464
WENDY'S INTL INC COM USD0.10 950590109 400 22,472 X 22,472
WESTVACO CORP COM USD5 961548104 726 29,244 X 29,244
WEYERHAEUSER CO COM USD1.25 962166104 5,776 134,328 X 134,328
WHIRLPOOL CORP COM USD1 963320106 669 14,350 X 14,350
WHITMAN CORP COM USD0.01 96647R107 242 19,553 X 19,553
WILLAMETTE INDUST COM USD0.50 969133107 638 23,410 X 23,410
WILLIAMS COS INC COM USD1 969457100 3,728 89,426 X 89,426
WINN DIXIE STORES COM USD1 974280109 425 29,670 X 29,670
WISCONSIN ENERGY COM USD0.01 976657106 261 13,151 X 13,151
WORLDCOM INC COM STK USD0.01 98157D106 52,197 1,137,820 X 1,137,820
WORTHINGTON INDS COM NPV 981811102 264 25,146 X 25,146
WRIGLEY(WILL)JNR COM NPV 982526105 1,467 18,294 X 18,294
XEROX CORP COM USD1 984121103 2,583 124,492 X 124,492
XILINX INC COM USD0.01 983919101 5,068 61,382 X 61,382
YAHOO INC COM USD0.001 984332106 12,249 98,883 X 98,883
ZORAN CORP COM USD0.001 98975F101 4,348 65,940 X 65,940
GRAND TOTAL 4,989,818 133,161,283
</TABLE>
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