<PAGE>
FORM 13F INFORMATION TABLE - SEPTEMBER 30, 2000
<TABLE>
<CAPTION>
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
TITLE OF VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
U.S COMPANY COMMON STOCK - U.S. OPERATIONS
Amli Residential Properties Equity REIT 001735109 2,489 103,728 SH SOLE 103,728
American Telephone & Telegraph Common Stock 001957109 7,834 266,696 SH SOLE 266,696
Adaptec Common Stock 00651F108 10,053 502,638 SH SOLE 502,638
Albertson's Common Stock 013104104 5,946 283,142 SH SOLE 283,142
Antec Corp Common Stock 03664P105 7,498 254,176 SH SOLE 254,176
Apartment Invt & Mgmt Co-A Equity REIT 03748R101 5,822 126,401 SH SOLE 126,401
Archer Daniels Midland Co Common Stock 039483102 7,445 863,131 SH SOLE 863,131
Arlington Street CDO Ltd. Preferred
Stock 041764200 3,468 3,650,000 SH SOLE 3,650,000
Avalon Bay Communities Inc Equity REIT 053484101 6,309 132,305 SH SOLE 132,305
BRE Properties Equity REIT 05564E106 3,947 123,344 SH SOLE 123,344
Birmingham Steel Corp. Warrant 0912502#6 0 62,424 SH SOLE 62,424
Bristol-Myers Squibb Company Common Stock 110122108 10,036 174,532 SH SOLE 174,532
CBL & Associates Properties Equity REIT 124830100 2,761 110,152 SH SOLE 110,152
CIT Group Class A Common Stock 125577106 4,367 249,569 SH SOLE 249,569
Cadence Design System Common Stock 127387108 7,968 310,179 SH SOLE 310,179
Centerpoint Properties Trust Equity REIT 151895109 3,609 78,355 SH SOLE 78,355
Clarendon Insurance Agency Inc Common Stock 18041@101 10 600 SH SOLE 600
Conxus Communications, Inc. Common Stock
Class B 21287#122 110 61 SH SOLE 61
Conxus Communications, Inc. Preferred
Stock
Series A 21287#130 32 16 SH SOLE 16
Crown Cork & Seal Common Stock 228255105 2,550 238,558 SH SOLE 238,558
Developers Diversified Realty Equity REIT 251591103 1,637 127,176 SH SOLE 127,176
Dole Foods Company Common Stock 256605106 5,389 359,273 SH SOLE 359,273
Duke-Weeks Realty Corp Equity REIT 264411505 1,813 75,155 SH SOLE 75,155
EOG Resources Common Stock 26875P101 9,674 248,861 SH SOLE 248,861
Eloquent Inc Common Stock 290140102 35 12,371 SH SOLE 12,371
Engelhard Corp. Common Stock 292845104 9,643 593,394 SH SOLE 593,394
Equifax Inc. Common Stock 294429105 10,071 373,862 SH SOLE 373,862
Equity Office Properties Trust Equity REIT 294741103 4,866 156,819 SH SOLE 156,819
Equity Residential Properties Equity REIT 29476L107 3,406 70,961 SH SOLE 70,961
Exide Corp Common Stock 302051107 7,204 794,876 SH SOLE 794,876
F5 Networks Inc Common Stock 315616102 355 10,434 SH SOLE 10,434
First Industrial Realty Trust Equity REIT 32054K103 1,747 56,814 SH SOLE 56,814
Franchise Finance Corporation Equity REIT 351807102 2,444 108,630 SH SOLE 108,630
GATX Corporation Common Stock 361448103 4,935 117,854 SH SOLE 117,854
General Growth Properties Equity REIT 370021107 3,023 93,913 SH SOLE 93,913
HACA-Healthcare Company Common Stock 404119109 12,103 326,008 SH SOLE 326,008
Healthsouth Corporation Common Stock 421924101 12,060 1,495,778 SH SOLE 1,495,778
Heller Financial Inc Common Stock 423328103 8,969 314,024 SH SOLE 314,024
Highwoods Properties Inc. Equity REIT 431284108 3,688 156,108 SH SOLE 156,108
Honeywell International, Inc. Common Stock 438516106 9,148 256,778 SH SOLE 256,778
Host Marriot Corp Equity REIT 44107P104 1,768 157,150 SH SOLE 157,150
IRT Property Co. Equity REIT 450058102 1,787 204,282 SH SOLE 204,282
Intermune Pharmaceuticals Common Stock 45885B100 2,185 40,280 SH SOLE 40,280
MSCI World Equity Benchmark Australia
Index Series 464286103 619 65,186 SH SOLE 65,186
MSCI World Equity Benchmark Belgium
Index Series 464286301 307 23,846 SH SOLE 23,846
MSCI World Equity Benchmark Singapore
Index Series 464286673 232 33,739 SH SOLE 33,739
MSCI World Equity Benchmark United
Kingdom
Index Series 464286699 5,077 284,045 SH SOLE 284,045
MSCI World Equity Benchmark France
Index Series 464286707 2,588 104,555 SH SOLE 104,555
MSCI World Equity Benchmark Switzeland
Index Series 464286749 1,370 91,331 SH SOLE 91,331
MSCI World Equity Benchmark Sweden
Index Series 464286756 707 32,316 SH SOLE 32,316
MSCI World Equity Benchmark Spain
Index Series 464286764 721 29,582 SH SOLE 29,582
MSCI World Equity Benchmark Germany
Index Series 464286806 2,050 106,124 SH SOLE 106,124
MSCI World Equity Benchmark Netherlands
Index Series 464286814 1,249 55,058 SH SOLE 55,058
MSCI World Equity Benchmark Japan
Index Series 464286848 6,559 495,028 SH SOLE 495,028
MSCI World Equity Benchmark Italy
Index Series 464286855 992 46,695 SH SOLE 46,695
MSCI World Equity Benchmark Hong Kong
Index Series 464286871 729 60,112 SH SOLE 60,112
Kimco Realty Corp Equity REIT 49446R109 4,208 99,607 SH SOLE 99,607
Legato Systems Inc Common Stock 524651106 7,155 532,457 SH SOLE 532,457
Federated Prime ObligationFund Money
Market Fund 525172508 298 297,936 SH SOLE 297,936
Federated Prime ObligationFund Money
Market Fund 525172508 298 297,936 SH SOLE 297,936
Lexmark International-Class A Common Stock 529771107 6,077 162,059 SH SOLE 162,059
Lilly (Eli) & Co Common Stock 532457108 6,905 85,119 SH SOLE 85,119
Lucent Technologies Inc Common Stock 549463107 11,877 389,398 SH SOLE 389,398
Macerich Company Equity REIT 554382101 2,082 97,986 SH SOLE 97,986
Massachusetts Financial Svcs Common Stock 57565#103 47,541 1,000,000 SH SOLE 1,000,000
Meristar Hospitatlity Corp Equity REIT 58984Y103 1,589 78,479 SH SOLE 78,479
Mylan Laboratories Common Stock 628530107 9,570 355,268 SH SOLE 355,268
Parametric Technology Corp Common Stock 699173100 11,045 1,009,763 SH SOLE 1,009,763
Pep-Boys Manny, Moe & Jack Common Stock 713278109 3,114 622,796 SH SOLE 622,796
Sears, Roebuck & Co Common Stock 812387108 0 0 SH SOLE 0
Modern Sun Life Common Stock 81859$$14 14,041 40,000 SH SOLE 40,000
SLOC (U.S.) Cap Trust I Int. Bearing
Common Shares 81916$$14 10 10,000 SH SOLE 10,000
Sunesco Insurance Agency Common Stock 81919$$14 50 2,500 SH SOLE 2,500
Simon Debartolo Group Inc Equity REIT 828806109 1,218 51,985 SH SOLE 51,985
Spieker Properties Inc Equity REIT 848497103 2,495 43,344 SH SOLE 43,344
Stancorp Financial Group Common Stock 852891100 27,659 647,000 SH SOLE 647,000
Storage Technology Common Stock 862111200 10,490 773,462 SH SOLE 773,462
Sun Benefit Services Co. Common Stock 86663#103 12 500 SH SOLE 500
Sun Capital Advisers Inc Common Stock 86664#102 1,500 2,500 SH SOLE 2,500
Sun Canada Financial Co Common Stock 86664R2*6 20,000 100 SH SOLE 100
Sun Capital Money
Market Fund 86664T102 2,724 2,723,754 SH SOLE 2,723,754
Sun Capital Investment
Grade
Bond Fund 86664T201 10,532 1,113,286 SH SOLE 1,113,286
Sun Capital Real
Estate Fund 86664T300 5,993 533,222 SH SOLE 533,222
Sun Capital Select
Equity Fund 86664T409 3,831 300,000 SH SOLE 300,000
Sun Capital Blue Chip
Mid Cap Fund 86664T508 5,030 313,414 SH SOLE 313,414
Sun Capital Investors
Foundation
Fund 86664T607 3,394 301,670 SH SOLE 301,670
Sun Capital Value
Equity Fund 86664T706 2,048 200,000 SH SOLE 200,000
Sun Capital Value Mid
Cap Fund 86664T805 1,996 200,000 SH SOLE 200,000
Sun Capital Davis
Financial
Fund 86664T854 2,186 200,000 SH SOLE 200,000
Sun Capital Value
Managed
Fund 86664T870 2,084 200,000 SH SOLE 200,000
Sun Capital Value
Small
Cap Fund 86664T888 2,120 200,000 SH SOLE 200,000
Sun Life Insurance & AnnuityNY Common Stock
Affiliate 86679#105 19,500 2,000 SH SOLE 2,000
Sun Life (US) Co Common Stock
Affiliate 86679$200 205,255 5,900 SH SOLE 5,900
Sun Life Finance Corporation Common Stock
Affiliate 86679*109 0 1,000 SH SOLE 1,000
SLOC (U.S.) Holdings Inc. Common Stock
Affiliate 86680#102 282,255 5,900 SH SOLE 5,900
SLOC (U.S.) Hldg Gen Part Inc. Common Stock
Affiliate 86680*106 60,000 200 SH SOLE 200
SLOC International Assurance Common Stock
Affiliate 86680Z934 1,250 12,500 SH SOLE 12,500
SLOC (US) Ops Hld Inc
Com Stock 86683#109 282,255 5,900 SH SOLE 5,900
Sun Life of Canada (U.S.) SPE 97-1 86683*103 20,377 1,000 SH SOLE 1,000
SLOC (US) Financial Svcs
Hldgs Common 86683@101 47,541 100 SH SOLE 100
Sun Life (US) Distributors Common Stock 86684#108 32,421 4,000 SH SOLE 4,000
Sun Life of Canada Reinsurance Holdings
(U.S.) Inc.
(MGUSH) 86684@100 24,250 130 SH SOLE 130
TRW Inc Common Stock 872649108 3,122 76,851 SH SOLE 76,851
Thomas & Betts Corp Common Stock 884315102 5,154 295,550 SH SOLE 295,550
Unova Inc Common Stock 91529B106 2,433 617,749 SH SOLE 617,749
UnumProvident Corp. Common Stock 91529Y106 12,238 449,118 SH SOLE 449,118
Verizon Communications Common Stock 92343V104 8,705 179,716 SH SOLE 179,716
Vitria Technology Inc. Common Stock 92849Q104 21,219 455,107 SH SOLE 455,107
Waste Management Inc Common Stock 94106L109 10,976 629,455 SH SOLE 629,455
Sun Life Financial Service Ltd Common Stock
Affiliate G8667#106 4,250 12,000 SH SOLE 12,000
SLOC Barbados Common Stock
Affiliate P8667#106 8,250 82,500 SH SOLE 82,500
</TABLE>
<TABLE>
<CAPTION>
U.S. COMPANY STOCKS - CANADIAN OPERATIONS
<S> <C> <C> <C> <C> <C> <C> <C>
Chevron Corp US Oil & Gas Producr 166751107 1,338 15,690 SH SOLE 15,690
Coca Cola Co US Bev-Soft Drinks 191216100 32 588 SH SOLE 588
Heinz (H.J.) Company US Merchndsng-Food 423074103 23 622 SH SOLE 622
Home Depot Inc US Merchndsng-Dept 437076102 142 2,671 SH SOLE 2,671
Household International Inc Banks & Trusts 441815107 1,351 23,863 SH SOLE 23,863
Kellogg Co US Food 487836108 428 17,705 SH SOLE 17,705
Kimberly Clark US Paper & Forest Pr 494368103 269 4,821 SH SOLE 4,821
National Oilwell US Oil-Integ Domest 637071101 82 2,623 SH SOLE 2,623
Newell Rubbermaid Inc US Household Product 651229106 237 10,379 SH SOLE 10,379
Pfizer Inc US Hospital-Supplies 717081103 4,048 90,076 SH SOLE 90,076
Procter & Gamble Co US Misc Capital Good 742718109 1,654 24,687 SH SOLE 24,687
Standard & Poor's Depository
Receipts Index Units - US
Unclassified 78462F103 48,517 455,200 SH SOLE 455,200
Worldcom Inc US Util-Communicatn 98157D106 891 29,337 SH SOLE 29,337
Column 4 Value amounts are
stated in U.S. dollars.
</TABLE>
<TABLE>
<CAPTION>
U.S. COMPANY COMMON STOCK - SLCAM - U.K. OPERATIONS
<S> <C> <C> <C> <C> <C> <C> <C>
3D PHARMS. COM 2603968 8,000 288,000 SH SOLE 288,000
ADOBE SYS. COM 2008154 46,000 7,141,500 SH SOLE 7,141,500
AMER.EXPRESS COM 2026082 208,200 12,648,150 SH SOLE 12,648,150
AMER.INTL.GP. COM 2027342 169,762 16,244,186 SH SOLE 16,244,186
ANHEUSER-BUSCH COM 2033004 200,000 8,462,600 SH SOLE 8,462,600
APPLIED MATS. COM 2046552 69,900 4,145,979 SH SOLE 4,145,979
ASE TEST COM 2066798 20,000 420,000 SH SOLE 420,000
AT & T COM 2030577 199,300 5,854,438 SH SOLE 5,854,438
AVNET COM 2066505 362,000 10,271,750 SH SOLE 10,271,750
BANK ONE COM 2298591 242,400 9,362,700 SH SOLE 9,362,700
CABLETRON SYS. COM 2162339 276,000 8,107,500 SH SOLE 8,107,500
CHASE MANHATTAN COM 2190385 294,150 13,586,200 SH SOLE 13,586,200
CISCO SYSTEMS COM 2198163 368,200 20,343,050 SH SOLE 20,343,050
CITIGROUP COM 2297907 359,265 19,422,944 SH SOLE 19,422,944
COCA COLA COM 2206657 157,700 8,693,213 SH SOLE 8,693,213
CORNING COM 2224701 28,200 8,375,400 SH SOLE 8,375,400
DELL COMPUTER COM 2261526 187,000 5,762,031 SH SOLE 5,762,031
DU PONT E I DE NEMOURS COM 2018175 107,100 4,438,010 SH SOLE 4,438,010
EL PASO EN. COM 2295945 247,600 15,258,350 SH SOLE 15,258,350
ELASTIC NETWORKS COM 2608532 500 6,970 SH SOLE 6,970
EMC MASS. COM 2295172 223,200 22,124,700 SH SOLE 22,124,700
EMERSON ELECTRIC COM 2313405 109,200 7,316,400 SH SOLE 7,316,400
ENSCO INTL. COM 2105594 289,800 11,084,850 SH SOLE 11,084,850
EXXON MOBIL COM 2326618 247,326 22,042,930 SH SOLE 22,042,930
FANNIE MAE COM 2333889 82,900 5,927,350 SH SOLE 5,927,350
GEN.ELEC. COM 2380498 521,700 30,095,830 SH SOLE 30,095,830
GUIDANT CORP. COM 2393979 134,800 9,528,742 SH SOLE 9,528,742
HOME DEPOT COM 2434209 155,850 8,269,869 SH SOLE 8,269,869
INFINITY BCAST. `A' NEW COM 2323675 196,400 6,481,200 SH SOLE 6,481,200
INTEL COM 2463247 249,200 10,357,500 SH SOLE 10,357,500
INTL.BUS.MACH. COM 2005973 63,800 7,177,500 SH SOLE 7,177,500
JDS UNIPHASE COM 2907789 63,000 5,965,344 SH SOLE 5,965,344
JOHNSON & JOHNSON COM 2475833 73,400 6,895,049 SH SOLE 6,895,049
LILLY ELI COM 2516152 194,300 15,762,588 SH SOLE 15,762,588
LUCENT TECHNOLOGIES COM 2537573 318,400 9,731,259 SH SOLE 9,731,259
MARCHFIRST COM 2963770 370,000 5,804,560 SH SOLE 5,804,560
MELLON FINL. COM 2576350 208,200 9,655,275 SH SOLE 9,655,275
MERCK COM 2578312 162,900 12,125,950 SH SOLE 12,125,950
MICROSOFT COM 2588173 216,000 13,027,608 SH SOLE 13,027,608
PFIZER COM 2684703 378,300 17,000,045 SH SOLE 17,000,045
PHARMACIA COM 2571883 187,996 11,315,103 SH SOLE 11,315,103
QUAKER OATS COM 2715302 126,000 9,969,750 SH SOLE 9,969,750
ROSETTA INPHARMATIC COM 2573016 7,500 209,183 SH SOLE 209,183
SAFEWAY COM 2767165 262,300 12,246,262 SH SOLE 12,246,262
SBC COMMUNICATIONS COM 2831811 178,082 8,904,100 SH SOLE 8,904,100
SCHERING-PLOUGH COM 2778844 78,700 3,659,550 SH SOLE 3,659,550
SCHWAB (CHARLES) COM 2779397 287,700 10,213,350 SH SOLE 10,213,350
SUN MICROSYSTEMS COM 2859954 85,100 9,935,425 SH SOLE 9,935,425
SUNRISE TELC. COM 2607067 500 14,407 SH SOLE 14,407
SYSCO COM 2868165 154,800 7,169,252 SH SOLE 7,169,252
TEXACO COM 2104698 150,100 7,880,250 SH SOLE 7,880,250
TEXAS INSTS. COM 2885409 191,200 9,022,346 SH SOLE 9,022,346
TIME WARNER COM 2871248 108,100 8,458,825 SH SOLE 8,458,825
TRANSGENOMIC COM 2598644 5,000 113,440 SH SOLE 113,440
UNITED TECHNOLOGIES COM 2915500 237,200 16,426,100 SH SOLE 16,426,100
VERISIGN COM 2142922 64,000 12,964,032 SH SOLE 12,964,032
VERIZON COMMS. COM 2090571 153,964 7,457,708 SH SOLE 7,457,708
WAL MART STORES COM 2936921 254,600 12,252,625 SH SOLE 12,252,625
WALGREEN COM 2934839 234,600 8,900,255 SH SOLE 8,900,255
WJ COMMS. COM 2621454 500 18,500 SH SOLE 18,500
</TABLE>
<TABLE>
<CAPTION>
U.S. COMPANY STOCK - MCLEAN BUDDEN
<S> <C> <C> <C> <C> <C> <C> <C>
EL PASO ENRGY CO COMMON CUM RTS US - UTILITIES 28390510 A 186 2,000 SOLE 2,000
ENRON CORP COMMON US - UTILITIES 29356110 A 24,981 189,135 SOLE 189,135
FPL GROUP INC COMMON CUM RTS US - UTILITIES 30257110 A 50 500 SOLE 500
VERIZON COMMUNIC COMMON US - UTILITIES 92343V10 A 39,786 545,050 SOLE 545,050
ABBOTT LABS COMMON US - HEALTH CARE 00282410 A 1,355 18,900 SOLE 18,900
AMERICAN HOME PR COMMON US - HEALTH CARE 02660910 A 32,192 378,500 SOLE 378,500
AMGEN INC COMMON US - HEALTH CARE 03116210 F 16,584 157,600 SOLE 157,600
BRISTOL MYERS SQ COMMON US - HEALTH CARE 11012210 A 55,807 644,035 SOLE 644,035
JOHNSON & JOHNSO COMMON US - HEALTH CARE 47816010 A 58,466 413,000 SOLE 413,000
MERCK & CO INC COMMON US - HEALTH CARE 58933110 A 6,607 58,900 SOLE 58,900
PFIZER INC COMMON CUM RTS US - HEALTH CARE 71708110 A 40,748 602,125 SOLE 602,125
PHYSICIANS RES G COMMON(NQB) US - HEALTH CARE 71941S10 F 0 10,000 SOLE 10,000
AMERICAN EXPRESS COMMON US - FINANCIAL 02581610 A 19 210 SOLE 210
BANK OF AMERICA COMMON US - FINANCIAL 06050510 A 42,049 532,738 SOLE 532,738
BERKSHIRE HATHAW CLASS A US - FINANCIAL 08467010 A 388 4 SOLE 4
BERKSHIRE HATHAW CLASS B US - FINANCIAL 08467020 A 66 21 SOLE 21
CAPITAL ONE FINL COMMON CUM RTS US - FINANCIAL 14040H10 A 148 1,400 SOLE 1,400
CHASE MANHATTAN COMMON US - FINANCIAL 16161A10 A 42,466 610,100 SOLE 610,100
CHUBB CORP COMMON CUM RTS US - FINANCIAL 17123210 A 1,622 13,600 SOLE 13,600
CITIGROUP INC COMMON US - FINANCIAL 17296710 A 163 1,999 SOLE 1,999
CREDITRUST CORP COMMON(NQB) US - FINANCIAL 22542910 F 16 8,200 SOLE 8,200
EDWARDS AG INC COMMON CUM RTS US - FINANCIAL 28176010 A 20,875 264,800 SOLE 264,800
FANNIE MAE COMMON US - FINANCIAL 31358610 A 34,109 316,557 SOLE 316,557
FIRST VA BANKS I COMMON CUM RTS US - FINANCIAL 33747710 A 67 1,050 SOLE 1,050
FRANKLIN RES INC COMMON US - FINANCIAL 35461310 A 25,088 374,700 SOLE 374,700
FREDDIE MAC COMMON US - FINANCIAL 31340030 A 98 1,200 SOLE 1,200
MBNA CORP COMMON US - FINANCIAL 55262L10 A 901 15,524 SOLE 15,524
MELLON FINL CORP COMMON US - FINANCIAL 58551A10 A 369 5,280 SOLE 5,280
<PAGE>
MORGAN J P & CO COMMON US - FINANCIAL 61688010 A 2,524 10,250 SOLE 10,250
MORGAN STAN DN W COMMON CUM RTS US - FINANCIAL 61744644 A 896 6,500 SOLE 6,500
STATE STREET COR COMMON US - FINANCIAL 85747710 A 1,176 6,000 SOLE 6,000
STILWELL FINL IN COMMON US - FINANCIAL 86083110 A 11,708 178,600 SOLE 178,600
TD WATERHOUSE GR COMMON US - FINANCIAL 87236210 A 9,975 355,400 SOLE 355,400
ALBERTO-CULVER C CLASS A US - CONSUMER SERVICES 01306820 A 2,826 74,810 SOLE 74,810
HRPT PROPERTIES COM SH BEN INT US - CONSUMER SERVICES 40426W10 A 48 4,500 SOLE 4,500
SENIOR HSG PPTYS SH BEN INT US - CONSUMER SERVICES 81721M10 A 6 450 SOLE 450
ANHEUSER BUSCH C COMMON CUM RTS US - CONSUMER STAPLES 03522910 A 2,512 39,400 SOLE 39,400
BECTON DICKINSON COMMON CUM RTS US - CONSUMER STAPLES 07588710 A 319 8,000 SOLE 8,000
BEST FOODS COMMON CUM RIGHTS US - CONSUMER STAPLES 08658U10 A 822 7,500 SOLE 7,500
CARDINAL HEALTH COMMON US - CONSUMER STAPLES 14149Y10 A 473 3,562 SOLE 3,562
CLOROX CO COMMON US - CONSUMER STAPLES 18905410 A 859 14,400 SOLE 14,400
COCA COLA CO COMMON US - CONSUMER STAPLES 19121610 A 4,630 55,733 SOLE 55,733
COLGATE PALMOLIV COMMON US - CONSUMER STAPLES 19416210 A 18,111 254,616 SOLE 254,616
CORN PRODS INTL COMMON US - CONSUMER STAPLES 21902310 A 56 1,625 SOLE 1,625
DISNEY WALT CO DISNEY COM
(CUM RTS) US - CONSUMER STAPLES 25468710 A 23,243 403,228 SOLE 403,228
DOW JONES & CO I COMMON US - CONSUMER STAPLES 26056110 A 1,368 15,000 SOLE 15,000
FRENCH FRAGANCES COMMON US - CONSUMER STAPLES 35765810 F 22 1,717 SOLE 1,717
FRENCH FRAGRANCE RIGHTS
JAN 01 2005 US - CONSUMER STAPLES EFFRANCES 0 1,277 SOLE 1,277
GILLETTE CO COM COMMON US - CONSUMER STAPLES 37576610 A 29,398 631,820 SOLE 631,820
HEINZ H J CO COMMON US - CONSUMER STAPLES 42307410 A 56 1,000 SOLE 1,000
MCDONALDS CORP COMMON US - CONSUMER STAPLES 58013510 A 3,207 70,500 SOLE 70,500
MEDTRONIC INC COMMON CUM RTS US - CONSUMER STAPLES 58505510 A 163 2,090 SOLE 2,090
NEWELL RUBBERMAI COMMON CUM RTS US - CONSUMER STAPLES 65122910 A 8 236 SOLE 236
PEPSICO INC COMMON US - CONSUMER STAPLES 71344810 A 34,134 492,400 SOLE 492,400
PHILIP MORRIS CO COMMON US - CONSUMER STAPLES 71815410 A 44,515 1,003,450 SOLE 1,003,450
PROCTER & GAMBLE COMMON US - CONSUMER STAPLES 74271810 A 33,257 329,381 SOLE 329,381
SARA LEE CORP COMMON CUM RTS US - CONSUMER STAPLES 80311110 A 331 10,800 SOLE 10,800
SCHERING PLOUGH COMMON CUM RTS US - CONSUMER STAPLES 80660510 A 2,547 36,300 SOLE 36,300
SYSCO CORP COMMON CUM RTS US - CONSUMER STAPLES 87182910 A 161 2,300 SOLE 2,300
TIME WARNER INC COMMON CUM RTS US - CONSUMER STAPLES 88731510 A 118 1,000 SOLE 1,000
TRICON GLOBAL RE COMMON
CUM RIGHTS US - CONSUMER STAPLES 89595310 A 29 620 SOLE 620
USA NETWORKS INC COMMON US - CONSUMER STAPLES 90298410 F 2,579 78,000 SOLE 78,000
UST INC COMMON US - CONSUMER STAPLES 90291110 A 1,403 40,700 SOLE 40,700
WALGREEN CO COMMON CUM RTS US - CONSUMER STAPLES 93142210 A 2,035 35,600 SOLE 35,600
WENDYS INTL INC COMMON CUM RTS US - CONSUMER STAPLES 95059010 A 1,550 51,275 SOLE 51,275
WRIGLEY WM JR CO COMMON US - CONSUMER STAPLES 98252610 A 260 2,300 SOLE 2,300
ALBERTSONS INC COMMON CUM RTS US - CONSUMER CYCLICAL 01310410 A 22,707 717,500 SOLE 717,500
BALDWIN PIANO&OR COMMON US - CONSUMER CYCLICAL 05824610 F 20 2,700 SOLE 2,700
COSTCO WHSL CORP COMMON US - CONSUMER CYCLICAL 22160K10 F 22,003 417,900 SOLE 417,900
GAP INC COMMON US - CONSUMER CYCLICAL 36476010 A 61 2,025 SOLE 2,025
GENERAL MOTORS C CLASS H US - CONSUMER CYCLICAL 37044283 A 7 132 SOLE 132
GENERAL MTRS COR COMMON US - CONSUMER CYCLICAL 37044210 A 47 476 SOLE 476
HOME DEPOT INC COMMON US - CONSUMER CYCLICAL 43707610 A 1,461 18,315 SOLE 18,315
JOHNSON OUTDOORS CLASS A US - CONSUMER CYCLICAL 47916710 F 16 1,500 SOLE 1,500
JUMBOSPORTS INC COMMON(NQB) US - CONSUMER CYCLICAL 48138610 F 0 1,400 SOLE 1,400
LITTLE SWITZ INC COMMON US - CONSUMER CYCLICAL 53752810 F 6 5,400 SOLE 5,400
SERVICE MERCHAND COMMON US - CONSUMER CYCLICAL 81758710 F 1 6,100 SOLE 6,100
SUPERIOR INDS IN COMMON US - CONSUMER CYCLICAL 86816810 A 27,222 605,900 SOLE 605,900
WAL MART STORES COMMON US - CONSUMER CYCLICAL 93114210 A 870 12,000 SOLE 12,000
ADC TELECOMMUNIC COMMON US - TECHNOLOGY 00088610 F 8,640 213,200 SOLE 213,200
AGILENT TECHN IN COMMON US - TECHNOLOGY 00846U10 A 9,499 128,799 SOLE 128,799
AMERICA ONLINE I COMMON
CUM RIGHTS US - TECHNOLOGY 02364J10 A 810 10,000 SOLE 10,000
APPLIED MATLS IN COMMON US - TECHNOLOGY 03822210 F 18,279 204,500 SOLE 204,500
AUTOMATIC DATA P COMMON US - TECHNOLOGY 05301510 A 1,733 17,200 SOLE 17,200
BMC SOFTWARE INC COMMON US - TECHNOLOGY 05592110 F 10,632 368,900 SOLE 368,900
CISCO SYSTEMS IN COMMON US - TECHNOLOGY 17275R10 F 1,082 13,000 SOLE 13,000
COMPAQ COMPUTER COMMON US - TECHNOLOGY 20449310 A 30,393 732,853 SOLE 732,853
EMC CORP MASS COMMON US - TECHNOLOGY 26864810 A 12,491 83,300 SOLE 83,300
ENTRUST TECHNOLO COMMON US - TECHNOLOGY 29384810 F 11,777 282,900 SOLE 282,900
FIRST DATA CORP COMMON US - TECHNOLOGY 31996310 A 20,667 351,075 SOLE 351,075
HEWLETT PACKARD COMMON US - TECHNOLOGY 42823610 A 23,606 160,660 SOLE 160,660
IBM COMMON US - TECHNOLOGY 45920010 A 30,193 177,890 SOLE 177,890
INTEL CORP COMMON US - TECHNOLOGY 45814010 F 26,238 418,900 SOLE 418,900
INTUIT COMMON US - TECHNOLOGY 46120210 F 27,969 325,600 SOLE 325,600
LEAP WIRELESS IN COMMON US - TECHNOLOGY 52186310 F 47 500 SOLE 500
LUCENT TECHNOLOG COMMON US - TECHNOLOGY 54946310 A 25,907 563,650 SOLE 563,650
MICROSOFT CORP COMMON US - TECHNOLOGY 59491810 F 2,702 29,730 SOLE 29,730
MOTOROLA INC COMMON CUM RIGHTS US - TECHNOLOGY 62007610 A 33,831 761,000 SOLE 761,000
NTL INC COMMON US - TECHNOLOGY 62940710 F 0 2 SOLE 2
ORACLE CORP COMMON US - TECHNOLOGY 68389X10 F 17,968 151,400 SOLE 151,400
QUALCOMM INC COMMON US - TECHNOLOGY 74752510 F 311 2,900 SOLE 2,900
RAYTHEON COMPANY CLASS A COMMON US - TECHNOLOGY 75511130 A 32,748 793,800 SOLE 793,800
RAYTHEON COMPANY CLASS B US - TECHNOLOGY 75511140 A 373 8,700 SOLE 8,700
SUN MICROSYSTEM COMMON US - TECHNOLOGY 86681010 F 8,797 50,000 SOLE 50,000
SUNGARD DATA SYS COMMON CUM RIGHTS US - TECHNOLOGY 86736310 A 1,792 27,775 SOLE 27,775
UNISYS CORPORATI COMMON US - TECHNOLOGY 90921410 A 16,240 957,900 SOLE 957,900
WORLDCOM INC GA COMMON US - TECHNOLOGY 98157D10 F 173 3,790 SOLE 3,790
XEROX CORP COMMON CUM RTS US - TECHNOLOGY 98412110 A 24,360 1,077,650 SOLE 1,077,650
BOEING CO COMMON US - CAPITAL GOODS 09702310 A 1,891 20,000 SOLE 20,000
CORNING INCORPOR COMMON CUM RTS US - CAPITAL GOODS 21935010 A 32,897 73,500 SOLE 73,500
CUMMINS ENGINE I COMMON CUM RTS US - CAPITAL GOODS 23102110 A 1,778 39,400 SOLE 39,400
DIEBOLD INC COMMON CUM RTS US - CAPITAL GOODS 25365110 A 448 11,200 SOLE 11,200
EATON CORP COMMON US - CAPITAL GOODS 27805810 A 21,304 229,400 SOLE 229,400
EMERSON ELEC CO COMMON CUM RTS US - CAPITAL GOODS 29101110 A 737 7,300 SOLE 7,300
GENERAL ELEC CO COMMON US - CAPITAL GOODS 36960410 A 62,081 712,560 SOLE 712,560
HONEYWELL INTL I COMMON US - CAPITAL GOODS 43851610 A 37,749 703,137 SOLE 703,137
INGERSOLL RAND C COMMON CUM RTS US - CAPITAL GOODS 45686610 A 92 1,800 SOLE 1,800
MINNESOTA MNG & COMMON US - CAPITAL GOODS 60405910 A 27,328 199,000 SOLE 199,000
MOLEX INC CLASS A US - CAPITAL GOODS 60855420 F 28 445 SOLE 445
PITNEY BOWES INC COMMON CUM RTS US - CAPITAL GOODS 72447910 A 12,124 204,000 SOLE 204,000
TYCO INTL LTD COMMON PAR $0.20 US - CAPITAL GOODS 90212410 A 2 30 SOLE 30
UNITED TECHNOLOG COMMON US - CAPITAL GOODS 91301710 A 41,945 401,200 SOLE 401,200
CHEVRON CORPORAT COMMON CUM RTS US - ENERGY 16675110 A 1,259 9,800 SOLE 9,800
COHO ENERGY INC COMMON US - ENERGY 19248120 F 0 3 SOLE 3
EXXON MOBIL CORP COMMON US - ENERGY 30231G10 A 1,520 11,320 SOLE 11,320
SCHLUMBERGER LTD COMMON US - ENERGY 80685710 A 2,798 22,560 SOLE 22,560
TEXACO INC COMMON CUM RTS US - ENERGY 88169410 A 237 3,000 SOLE 3,000
TRANSOCEAN SEDCO ORDINARY US - ENERGY G9007810 A 265 3,000 SOLE 3,000
AIR PRODS & CHEM COMMON CUM RTS US - BASIC MATERIALS 00915810 A 23,252 428,600 SOLE 428,600
CONTINENTAL AIR CLASS B CUM RIGHTS US - BASIC MATERIALS 21079530 A 68 1,000 SOLE 1,000
DOW CHEM CO COMMON US - BASIC MATERIALS 26054310 A 85 2,250 SOLE 2,250
DU PONT E I DE N COMMON US - BASIC MATERIALS 26353410 A 37 600 SOLE 600
FREEPORT-MCMORAN CLASS A US - BASIC MATERIALS 35671D10 A 6 500 SOLE 500
NABORS INDS INC COMMON US - BASIC MATERIALS 62956810 F 221 2,800 SOLE 2,800
NEWMONT MNG CORP COMMON CUM RTS US - BASIC MATERIALS 65163910 A 72 2,800 SOLE 2,800
PHARMACIA CORP COMMON US - BASIC MATERIALS 71713U10 A 227 2,500 SOLE 2,500
FEDEX CORPORATIO COMMON US - TRANSPORTATION 31428X10 A 29,108 435,616 SOLE 435,616
HOMEFED CORP COMMON US - OTHER U.S. COMPANIES 43739D20 F 1 1,505 SOLE 1,505
SYCON CORPORATIO COMMON US - OTHER U.S. COMPANIES ESYCON 2 5,000 SOLE 5,000
VENTURES WEST II US LTD PARTNERSHIP US - OTHER U.S. COMPANIES E949560 14 2,530 SOLE 2,530
ALLTEL CORP COMMON CUM RTS US - COMMUNICATION SERVICES 02003910 A 11,514 146,400 SOLE 146,400
AT&T CORP COMMON US - COMMUNICATION SERVICES 00195710 A 133 3,000 SOLE 3,000
RIO TINTO LIMITE AUD2 AUSTRALIA - MATERIALS 622010 X 8,652 429,100 SOLE 429,100
RIO TINTO LTD SP ADR (4 ORD) AUSTRALIA - MATERIALS 76720210 F 432 5,350 SOLE 5,350
NEWS CORP LTD ADR (4 ORD) AUSTRALIA - SERVICES 65248770 A 8,457 100,100 SOLE 100,100
NEWS CORPORATION AUD0.50(AUST LIST) AUSTRALIA - SERVICES 688692 X 3,050 144,000 SOLE 144,000
WILLIAM DEMANT H DKK1 DENMARK - SERVICES 596154 X 2,494 35,000 SOLE 35,000
NOKIA CORP SP ADR (1 ORD A) FINLAND - CAPITAL EQUIPMENT 65490220 A 26,403 438,000 SOLE 438,000
COMPTEL OYG NPV FINLAND - SERVICES 583121 X 1,576 67,500 SOLE 67,500
STONESOFT OYJ NPV(EU) FINLAND - SERVICES 566716 X 1,165 46,000 SOLE 46,000
AIR LIQUIDE ADR (0.2 ORD) FRANCE - MATERIALS 00912620 F 9,396 241,673 SOLE 241,673
AIR LIQUIDE EUR11 FRANCE - MATERIALS 401140 X 5,413 30,565 SOLE 30,565
ALCATEL EUR2 FRANCE - CAPITAL EQUIPMENT 597500 X 7,603 78,700 SOLE 78,700
ALCATEL SP ADR (0.2 ORD) FRANCE - CAPITAL EQUIPMENT 01390430 A 10,916 115,200 SOLE 115,200
DANONE EUR1 FRANCE - CONSUMER GOODS 598181 X 3,939 19,000 SOLE 19,000
GROUPE DANONE SP ADR (0.2 ORD) FRANCE - CONSUMER GOODS 39944910 A 84 2,000 SOLE 2,000
L OREAL CO ADR (0.2 ORD) FRANCE - CONSUMER GOODS 50211720 F 19,688 842,000 SOLE 842,000
L'OREAL EUR0.2 FRANCE - CONSUMER GOODS 405780 X 12,323 105,150 SOLE 105,150
RENAULT REG NATL FF25 FRANCE - CONSUMER GOODS 471279 X 14 215 SOLE 215
ALTRAN TECHNOLOG EUR1 FRANCE - SERVICES 402186 X 2,691 8,445 SOLE 8,445
AXA SP ADR (0.5 ORD) FRANCE - FINANCE 05453610 A 2,437 25,000 SOLE 25,000
BAYER AG SP ADR (1 ORD) GERMANY - MATERIALS 07273030 F 15,087 270,800 SOLE 270,800
BAYER AG ORD NPV GERMANY - MATERIALS 506921 X 8,695 155,550 SOLE 155,550
ADIDAS SALOMON A SP ADR 144A
(0.5 ORD) GERMANY - CONSUMER GOODS 00687P10 F 4,420 107,200 SOLE 107,200
ADIDAS-SALOMON A NPV(EU) GERMANY - CONSUMER GOODS 403197 X 3,026 36,450 SOLE 36,450
BEIERSDORF AG SER A B C NPV(VAR) GERMANY - CONSUMER GOODS 510740 X 3,782 26,400 SOLE 26,400
DAIMLERCHRYSLER ORD NPV (REGD) GERMANY - CONSUMER GOODS 552902 X 4,020 59,451 SOLE 59,451
DAIMLERCHRYSLER ORDINARY GERMANY - CONSUMER GOODS D1668R12 H 10,348 154,686 SOLE 154,686
DEUTSCHE TELEKOM NPV(REGD) GERMANY - SERVICES 584235 X 3,162 60,000 SOLE 60,000
DEUTSCHE TELEKOM SP ADR (1 ORD) GERMANY - SERVICES 25156610 A 13,936 270,000 SOLE 270,000
QIAGEN NV ORDINARY GERMANY - SERVICES N7248210 F 1,079 15,200 SOLE 15,200
SAP AG ORD NPV GERMANY - SERVICES 484628 X 2,794 9,300 SOLE 9,300
SAP AKTIENGESELL SP ADR(1/4 ORD) GERMANY - SERVICES 80305420 A 17,822 192,300 SOLE 192,300
CONSORS DISCOUNT NPV GERMANY - FINANCE 566634 X 3,192 19,800 SOLE 19,800
DEUTSCHE BANK A SP ADR (1 ORD) GERMANY - FINANCE 25152530 F 15,701 125,600 SOLE 125,600
DEUTSCHE BANK AG NPV(EU) REG GERMANY - FINANCE 575035 X 9,474 75,000 SOLE 75,000
JOHNSON ELEC HLD SP ADR (10 ORD) HONG KONG - CAPITAL EQUIPMENT 47908720 F 4,420 136,520 SOLE 136,520
JOHNSON ELEC HLD HKD0.0125 HONG KONG - CAPITAL EQUIPMENT 628193 X 5,167 1,596,000 SOLE 1,596,000
HSBC HLDGS PLC SP ADR(5 ORD) HONG KONG - FINANCE 40428040 F 2,690 25,000 SOLE 25,000
HUTCHISON WHAMPO SP ADR (5 ORD) HONG KONG - FINANCE 44841520 F 550 5,500 SOLE 5,500
INFOSYS TECHN LT SP ADR 1/2 SH INDIA - SERVICES 45678810 F 1,611 8,100 SOLE 8,100
LUXOTTICA GROUP SP ADR (1 ORD) ITALY - CONSUMER GOODS 55068R20 A 10,481 431,300 SOLE 431,300
BCA FIDEURAM SPA EUR0.26 ITALY - FINANCE 407963 X 3,786 151,300 SOLE 151,300
UNICREDITO ITALI ITL500 ITALY - FINANCE 423244 X 7,899 1,003,100 SOLE 1,003,100
SHIN-ETSU CHEM C JPY50 JAPAN - MATERIALS 680458 X 2,225 35,000 SOLE 35,000
CANON INC ADR (1 ORD) JAPAN - CAPITAL EQUIPMENT 13800630 A 16,705 250,500 SOLE 250,500
CANON INC JPY50 JAPAN - CAPITAL EQUIPMENT 617232 X 8,030 120,000 SOLE 120,000
CRAYFISH CO LTD SP ADR JAPAN - CAPITAL EQUIPMENT 22522610 F 198 39,000 SOLE 39,000
HITACHI LTD ADR (10 ORD) JAPAN - CAPITAL EQUIPMENT 43357850 A 2,583 15,000 SOLE 15,000
KEYENCE CORP JPY50 JAPAN - CAPITAL EQUIPMENT 649099 X 23 44 SOLE 44
MATSUSHITA COMM JPY50 JAPAN - CAPITAL EQUIPMENT 657266 X 6,939 34,000 SOLE 34,000
MINEBEA CO JPY50 JAPAN - CAPITAL EQUIPMENT 664240 X 866 49,000 SOLE 49,000
MINEBEA LTD SP ADR (5 ORD) JAPAN - CAPITAL EQUIPMENT 60272530 F 9,552 270,800 SOLE 270,800
MURATA MANUFACTN JPY50 JAPAN - CAPITAL EQUIPMENT 661040 X 7,389 35,500 SOLE 35,500
NEC CORP ADR (5 ORD) JAPAN - CAPITAL EQUIPMENT 62905020 F 18,983 113,100 SOLE 113,100
NEC CORP JPY50 JAPAN - CAPITAL EQUIPMENT 664040 X 9,912 289,000 SOLE 289,000
ROHM CO JPY50 JAPAN - CAPITAL EQUIPMENT 674720 X 6,453 15,600 SOLE 15,600
SMC CORP JPY50 JAPAN - CAPITAL EQUIPMENT 676396 X 1,040 4,100 SOLE 4,100
SOFTBANK CORP JPY50 JAPAN - CAPITAL EQUIPMENT 677062 X 847 6,000 SOLE 6,000
TDK CORP JPY50 JAPAN - CAPITAL EQUIPMENT 686930 X 153 800 SOLE 800
TREND MICRO INC SPONSORED ADR JAPAN - CAPITAL EQUIPMENT 89486M10 F 1,540 78,600 SOLE 78,600
KAO CORP JPY50 JAPAN - CONSUMER GOODS 648380 X 6,511 158,000 SOLE 158,000
KAO CORPORATION ADR (10 ORD) JAPAN - CONSUMER GOODS 48553720 F 9,792 23,800 SOLE 23,800
SONY CORP ADR (1 ORD) JAPAN - CONSUMER GOODS 83569930 A 39,610 260,400 SOLE 260,400
NIPPON TEL&TEL C JPY50000 JAPAN - SERVICES 664137 X 11,254 760 SOLE 760
NIPPON TELEG & T SP ADR (0.005 ORD) JAPAN - SERVICES 65462410 A 17,087 231,390 SOLE 231,390
TOKYO BROADCASTI JPY50 JAPAN - SERVICES 689416 X 972 16,000 SOLE 16,000
BK OF TOKYO-MITS SP ADR (1 ORD) JAPAN - FINANCE 06537910 A 19,748 1,121,200 SOLE 1,121,200
BK OF TOKYO-MITS JPY50 JAPAN - FINANCE 607036 X 12,898 723,000 SOLE 723,000
NIKKO SECURITIES ADR (10 ORD) JAPAN - FINANCE 65410720 F 16,575 123,800 SOLE 123,800
NIKKO SECURITIES JPY50 JAPAN - FINANCE 664028 X 10,474 781,000 SOLE 781,000
NOMURA SECS LTD ADR (10 ORD) JAPAN - FINANCE 65536130 F 5,637 17,200 SOLE 17,200
KIMBERLY CLARK M SP ADR (2 ORD A) MEXICO - CONSUMER GOODS 49438620 F 5,227 270,700 SOLE 270,700
TELEFONOS DE MEX SP ADR (20 SER L) MEXICO - SERVICES 87940378 A 9,791 122,300 SOLE 122,300
ROYAL DUTCH PETR NLG1.25 (BR) NETHERLANDS - ENERGY 520270 X 7,990 87,550 SOLE 87,550
ROYAL DUTCH PETR NLG1.25(NY REGD) NETHERLANDS - ENERGY 78025780 A 22,471 248,780 SOLE 248,780
ASM INTL NV COMMON NETHERLANDS - CAPITAL EQUIPMENT N0704510 F 6,393 242,400 SOLE 242,400
ASM LITHOGRAPHY NY SHS NETHERLANDS - CAPITAL EQUIPMENT N0705911 F 7,421 152,400 SOLE 152,400
KONINKLIJKE PHIL ADR (1 ORD) NETHERLANDS - CONSUMER GOODS 50047230 A 4,349 67,900 SOLE 67,900
UNILEVER N.V NY SHARES(1 ORD) NETHERLANDS - CONSUMER GOODS 90478470 A 189 2,601 SOLE 2,601
AHOLD (KON) NV NLG0.50 NETHERLANDS - SERVICES 525260 X 2,633 61,500 SOLE 61,500
EQUANT NV NY REG SHS NETHERLANDS - SERVICES 29440910 A 785 14,200 SOLE 14,200
FOX KIDS EUROPE EUR0.25 NETHERLANDS - SERVICES 581612 X 977 38,600 SOLE 38,600
KONINKLIJKE AHOL SP ADR (1 ORD) NETHERLANDS - SERVICES 50046730 A 18,185 428,100 SOLE 428,100
UTD PAN-EUROPE C EUR1`A'SHS NETHERLANDS - SERVICES 593133 X 6,139 207,700 SOLE 207,700
UTD PAN-EUROPE C SP ADR(1 CLASS A) NETHERLANDS - SERVICES 91130020 F 5,041 172,100 SOLE 172,100
ING GROEP NV SP ADR (1 COM) NETHERLANDS - FINANCE 45683710 A 10,831 109,100 SOLE 109,100
ING GROEP NV CVA NLG1 NETHERLANDS - FINANCE 505887 X 7,402 73,600 SOLE 73,600
PETROLEUM GEO-SV SP ADR (1 ORD) NORWAY - CAPITAL EQUIPMENT 71659710 A 8,000 307,750 SOLE 307,750
DBS GROUP HLDGS SGD1 SINGAPORE - FINANCE 617520 X 3,692 221,869 SOLE 221,869
BCO SANT CENT HI EUR0.50(REGD) SPAIN - FINANCE 570594 X 3,100 187,000 SOLE 187,000
ERICSSON L M TEL ADR CLASS B SEK10 SWEDEN - CAPITAL EQUIPMENT 29482140 F 8,168 365,900 SOLE 365,900
ERICSSON(LM)TEL SEK1 SER`B' SWEDEN - CAPITAL EQUIPMENT 595937 X 6,451 281,000 SOLE 281,000
ASTRAZENECA ORD USD0.25 SWEDEN - CONSUMER GOODS 565990 X 798 10,090 SOLE 10,090
GIVAUDAN AG CHF10 SWITZERLAND - CONSUMER GOODS 598061 X 1,486 3,803 SOLE 3,803
NESTLE SA SP ADR (0.05 ORD) SWITZERLAND - CONSUMER GOODS 64106940 F 18,958 120,800 SOLE 120,800
NESTLE SA CHF10(REGD) SWITZERLAND - CONSUMER GOODS 461669 X 6,398 2,035 SOLE 2,035
NOVARTIS AG ADS(0.025 ORD) SWITZERLAND - CONSUMER GOODS 66987V10 A 14,045 240,900 SOLE 240,900
NOVARTIS AG CHF20(REGD) SWITZERLAND - CONSUMER GOODS 504783 X 5,723 2,473 SOLE 2,473
ROCHE HLDG LTD SP ADR (.01 ORD) SWITZERLAND - CONSUMER GOODS 77119510 F 12,881 97,200 SOLE 97,200
ROCHE HLDGS AG GENUSSCHEINE NPV SWITZERLAND - CONSUMER GOODS 474577 X 9,066 683 SOLE 683
BG GROUP ORD 10P UNITED KINGDOM - ENERGY 087628 X 0 1 SOLE 1
BP AMOCO ORD USD0.25 UNITED KINGDOM - ENERGY 079805 X 5,064 377,436 SOLE 377,436
BP AMOCO PLC ADR (6 ORDS) UNITED KINGDOM - ENERGY 05562210 A 21,765 272,500 SOLE 272,500
RIO TINTO PLC ADR (4 ORD) UNITED KINGDOM - ENERGY 76720410 A 16,059 179,100 SOLE 179,100
BRIT AMER TOBACC ORD 25P UNITED KINGDOM - CONSUMER GOODS 028758 X 3,139 322,300 SOLE 322,300
BRITISH AMER TOB SPONSORED ADR UNITED KINGDOM - CONSUMER GOODS 11044810 B 7,321 371,900 SOLE 371,900
DIAGEO ORD 28 101/108P UNITED KINGDOM - CONSUMER GOODS 023740 X 6,203 460,400 SOLE 460,400
DIAGEO PLC SP ADR (4 ORD) UNITED KINGDOM - CONSUMER GOODS 25243Q20 A 21,472 403,487 SOLE 403,487
GLAXO WELLCOME ORD 25P UNITED KINGDOM - CONSUMER GOODS 037178 X 8,536 187,000 SOLE 187,000
GLAXO WELLCOME PSP ADR (2 ORD) UNITED KINGDOM - CONSUMER GOODS 37733W10 A 17,396 191,000 SOLE 191,000
BRITISH SKY BRDC ORD 50P UNITED KINGDOM - SERVICES 014119 X 3,318 143,000 SOLE 143,000
BRITISH SKY BROA SP ADR (6 ORD) UNITED KINGDOM - SERVICES 11101310 A 4,788 33,800 SOLE 33,800
PSION ORD 5P UNITED KINGDOM - SERVICES 070954 X 1,740 105,500 SOLE 105,500
REUTERS GROUP PL ADR (6 ORD) UNITED KINGDOM - SERVICES 76132M10 F 2,180 12,873 SOLE 12,873
TELEWEST COMMUN ORD 10P UNITED KINGDOM - SERVICES 065445 X 2,316 787,200 SOLE 787,200
TELEWEST COMMUN SP ADR (10 ORD) UNITED KINGDOM - SERVICES 87956P10 F 3,644 124,000 SOLE 124,000
VODAFONE GROUP ORD USD0.10 UNITED KINGDOM - SERVICES 071921 X 5,010 890,300 SOLE 890,300
VODAFONE GRP PLC ADR(10 ORDS) UNITED KINGDOM - SERVICES 92857W10 A 11,263 202,000 SOLE 202,000
WPP GROUP ORD 10P UNITED KINGDOM - SERVICES 097404 X 2,414 133,700 SOLE 133,700
WPP GROUP PLC SP ADR(5 ORDS) UNITED KINGDOM - SERVICES 92930930 F 9,278 103,800 SOLE 103,800
AMVESCAP ORD 25P UNITED KINGDOM - FINANCE 012826 X 2,937 90,000 SOLE 90,000
AMVESCAP PLC SP ADR (5 ORD) UNITED KINGDOM - FINANCE 03235E10 A 14,503 86,800 SOLE 86,800
LEGAL & GENERAL ORD 2.5P UNITED KINGDOM - FINANCE 056039 X 2,175 595,000 SOLE 595,000
LLOYDS TSB GROUP ORD 25P UNITED KINGDOM - FINANCE 087061 X 7,466 530,900 SOLE 530,900
NATL WESTMINISTE SP ADR UNITED KINGDOM - FINANCE 63853988 A 32 900 SOLE 900
</TABLE>
1.00 US = 1.507000 CA ON 30SEP00
1.00 GB = 2.228800 CA ON 30SEP00
1.00 DE = 0.681300 CA ON 30SEP00
1.00 FR = 0.203100 CA ON 30SEP00
1.00 CH = 0.873300 CA ON 30SEP00
1.00 IT = 0.000688 CA ON 30SEP00
1.00 JP = 0.013970 CA ON 30SEP00
1.00 AU = 0.814700 CA ON 30SEP00
1.00 HK = 0.193300 CA ON 30SEP00
1.00 SG = 0.866600 CA ON 30SEP00
1.00 DK = 0.178600 CA ON 30SEP00
1.00 SE = 0.156700 CA ON 30SEP00
1.00 EU = 1.332500 CA ON 30SEP00
