GARTMORE GLOBAL ASSET MANAGEMENT LTD
13F-HR, 2000-08-24
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<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

<TABLE>
<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>

<PAGE>   14

<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>

<PAGE>   15

<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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