UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, DC 20549
FORM 13F
FORM 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: March 31, 1999
Check here if Amendment [ ]; Amendment Number:
This Amendment (Check only one.): [ ] is a restatement
[ ] adds new holdings entries
Institutional Investment Manager Filing this Report:
Name: DSI International Management, Inc.
Address: 301 Merritt 7
2nd Floor
Norwalk, CT 06851
13F FILE NUMBER: 28-2977
The institutional investment manager filing this report and the person
by whom it is signed hereby represent that the person signing the
report is authorized to submit it, that all information contained
herein is true, correct and complete, and that it is understood that
all required items, statements, schedules, lists, and tables, are
considered integral parts of this form.
Person Signing the Report on Behalf of Reporting Manager:
Name: Missy Charno
Title: Portfolio Accountant
Phone: 203-845-2852
Signature, Place, and Date of Signing:
Missy Charno Norwalk, CT May 12, 1999
Report Type (Check only one.):
[ X ] 13F HOLDINGS REPORT
[ ] 13F NOTICE
[ ] 13F COMBINATION REPORT
List of Other Managers Reporting for this Manager:
I AM SIGNING THIS REPORT AS REQUIRED BY THE SECURITIES EXCHANGE ACT
OF 1934.
<PAGE>
FORM 13F SUMMARY PAGE
Report Summary:
Number of Other Included Managers: 0
Form 13F Information Table Entry Total: 970
Form 13F Information Table Value Total: $3,653,960
List of Other Included Managers:
No. 13F File Number Name
<PAGE>
<TABLE> <C> <C>
FORM 13F INFORMATION TABLE
Name Class Cusip/Sedol Value Shares Discr Mgrs Votshs
3COM CORP COM NASD 88553510 1893 81200Sole 81200
ABBOTT LABS COM 00282410 21028 449200Sole 449200
ADOBE SYS INC COM 00724F10 1708 30100Sole 30100
AES CORP COM 00130H10 1799 48300Sole 48300
AETNA INC COM 00811710 930 11200Sole 11200
AIR PRODS & CHEMS IN 00915810 2675 78100Sole 78100
AIRTOUCH COMMUNICATI 00949T10 12310 127400Sole 127400
ALBERTSONS INC COM 01310410 3283 60300Sole 60300
ALCAN ALUMINIUM LTD 01371610 237 9200Sole 9200
ALCOA INC COM 01381710 4424 107400Sole 107400
ALLEGHENY TELEDYNE I 01741510 343 18100Sole 18100
ALLIEDSIGNAL INC CO 01951210 6773 137700Sole 137700
ALLSTATE CORP COM 02000210 9173 247500Sole 247500
ALLTEL CORP COM 02003910 4435 71100Sole 71100
AMERADA HESS CORP C 02355110 321 6300Sole 6300
AMEREN CORP COM 02360810 883 24400Sole 24400
AMERICA ONLINE INC D 02364J10 37653 256140Sole 256140
AMERICAN ELEC PWR IN 02553710 2850 71800Sole 71800
AMERICAN EXPRESS CO 02581610 16897 143500Sole 143500
AMERICAN GENERAL COR 02635110 2242 31800Sole 31800
AMERICAN HOME PRODS 02660910 20097 308000Sole 308000
AMERICAN INTL GROUP 02687410 38045 315398Sole 315398
AMERITECH CORP NEW 03095410 14879 258200Sole 258200
AMGEN INC COM NASD 03116210 13762 183800Sole 183800
AMP INC COM 03189710 803 15000Sole 15000
AMR CORP COM 00176510 4720 80600Sole 80600
AMSOUTH CORPORATION 03216510 1047 23000Sole 23000
ANDREW CORP COM NA 03442510 478 38800Sole 38800
ANHEUSER BUSCH COS I 03522910 11944 156900Sole 156900
AON CORP COM 03738910 285 4500Sole 4500
APPLE COMPUTER INC 03783310 1362 37900Sole 37900
APPLIED MATLS INC C 03822210 3403 55160Sole 55160
ASCEND COMMUNICATION 04349110 7867 94000Sole 94000
ASHLAND INC COM 04420410 1719 42000Sole 42000
ASSOCIATES FIRST CAP 04600810 7542 167600Sole 167600
ATLANTIC RICHFIELD C 04882510 3905 53400Sole 53400
AT&T CORP COM 00195710 28933 543781Sole 543781
AUTOMATIC DATA PROCE 05301510 6558 158500Sole 158500
AUTOZONE INC COM 05333210 1258 41400Sole 41400
AVERY DENNISON CORP 05361110 3341 58100Sole 58100
AVON PRODS INC COM 05430310 4659 99000Sole 99000
BALTIMORE GAS & ELEC 05916510 1119 44100Sole 44100
BANK NEW YORK INC C 06405710 7116 198000Sole 198000
BANK ONE CORP COM 06423A10 18606 337896Sole 337896
BANKAMERICA CORP NEW 06050510 33549 475025Sole 475025
BANKBOSTON CORP COM 06605R10 5596 129200Sole 129200
BAXTER INTL INC COM 07181310 1426 21600Sole 21600
BB&T CORP COM 05493710 1788 49400Sole 49400
BECTON DICKINSON & C 07588710 2632 68700Sole 68700
BELL ATLANTIC CORP 07785310 20034 387600Sole 387600
BELLSOUTH CORP COM 07986010 20640 515200Sole 515200
BEMIS INC COM 08143710 864 27800Sole 27800
BESTFOODS COM 08658U10 5447 115900Sole 115900
BIOMET INC COM NAS 09061310 2642 63000Sole 63000
BMC SOFTWARE INC CO 05592110 2220 59900Sole 59900
BOEING CO COM 09702310 6712 197400Sole 197400
BOSTON SCIENTIFIC CO 10113710 3579 88100Sole 88100
BRISTOL MYERS SQUIBB 11012210 34935 544800Sole 544800
BROWNING FERRIS INDS 11588510 791 20500Sole 20500
BURLINGTON NORTHN SA 12189T10 4405 134000Sole 134000
CAMPBELL SOUP CO CO 13442910 5184 127400Sole 127400
CAPITAL ONE FINL COR 14040H10 3700 24500Sole 24500
CARDINAL HEALTH INC 14149Y10 5574 84450Sole 84450
CARNIVAL CORP COM 14365810 5526 113800Sole 113800
CAROLINA PWR & LT CO 14414110 2798 74000Sole 74000
CATERPILLAR INC DEL 14912310 6238 135800Sole 135800
CBS CORP COM 12490K10 3714 91000Sole 91000
CENDANT CORP COM 15131310 1047 65700Sole 65700
CENTEX CORP COM 15231210 978 29300Sole 29300
CENTRAL & SOUTH WEST 15235710 900 38400Sole 38400
CERIDIAN CORP COM 15677T10 812 22200Sole 22200
CHASE MANHATTAN CORP 16161A10 19169 235560Sole 235560
CHEVRON CORPORATION 16675110 11893 134000Sole 134000
CHUBB CORP COM 17123210 1862 31800Sole 31800
CIGNA CORP COM 12550910 3428 40900Sole 40900
CINERGY CORP COM 17247410 1244 45220Sole 45220
CISCO SYS INC COM 17275R10 52107 475585Sole 475585
CITIGROUP INC COM 17296710 43792 685590Sole 685590
CLEAR CHANNEL COMMUN 18450210 2622 39100Sole 39100
CLOROX CO DEL COM 18905410 4793 40900Sole 40900
COASTAL CORP COM 19044110 2525 76500Sole 76500
COCA COLA CO COM 19121610 41667 678900Sole 678900
COCA COLA ENTERPRISE 19121910 1606 53100Sole 53100
COLGATE PALMOLIVE CO 19416210 6109 66400Sole 66400
COLUMBIA ENERGY GROU 19764810 878 16800Sole 16800
COLUMBIA/HCA HEALTHC 19767710 1097 57900Sole 57900
COMCAST CORP CL A S 20030020 2121 33700Sole 33700
COMERICA INC COM 20034010 2903 46500Sole 46500
COMPAQ COMPUTER CORP 20449310 12396 391200Sole 391200
COMPUTER ASSOC INTL 20491210 4808 135200Sole 135200
COMPUTER SCIENCES CO 20536310 2169 39300Sole 39300
COMPUWARE CORP COM 20563810 1924 80600Sole 80600
CONAGRA INC COM 20588710 4328 168900Sole 168900
CONSECO INC COM 20846410 2757 89300Sole 89300
CONSOLIDATED EDISON 20911510 2193 48400Sole 48400
CONSOLIDATED NAT GAS 20961510 891 18300Sole 18300
COOPER INDS INC COM 21666910 1355 31800Sole 31800
COOPER TIRE & RUBR C 21683110 735 40000Sole 40000
CORNING INC COM 21935010 2436 40600Sole 40600
COSTCO COMPANIES INC 22160Q10 6190 67600Sole 67600
COUNTRYWIDE CR INDS 22237210 964 25700Sole 25700
CRANE CO COM 22439910 2027 83800Sole 83800
CSX CORP COM 12640810 783 20100Sole 20100
CVS CORP COM 12665010 2413 50800Sole 50800
DANA CORP COM 23581110 1816 47787Sole 47787
DAYTON HUDSON CORP 23975310 6429 96500Sole 96500
DEERE & CO COM 24419910 3341 86500Sole 86500
DELL COMPUTER CORP 24702510 29643 725200Sole 725200
DELTA AIR LINES INC 24736110 6192 89100Sole 89100
DISNEY WALT CO COM 25468710 15317 492100Sole 492100
DOLLAR GEN CORP COM 25666910 983 28900Sole 28900
DOMINION RES INC VA 25747010 1167 31600Sole 31600
DOVER CORP COM 26000310 4770 145100Sole 145100
DOW CHEM CO COM 26054310 3178 34100Sole 34100
DTE ENERGY CO COM 23333110 557 14500Sole 14500
DU PONT E I DE NEMOU 26353410 15938 274500Sole 274500
DUKE ENERGY CORP CO 26439910 5618 102500Sole 102500
DUN & BRADSTREET COR 26483B10 1229 34500Sole 34500
E M C CORP MASS COM 26864810 22292 174500Sole 174500
EASTMAN KODAK CO CO 27746110 5410 84700Sole 84700
EATON CORP COM 27805810 1223 17100Sole 17100
ECOLAB INC COM 27886510 1420 40000Sole 40000
EDISON INTL COM 28102010 2334 104900Sole 104900
ELECTRONIC DATA SYS 28566110 3866 79400Sole 79400
EMERSON ELEC CO COM 29101110 7041 133000Sole 133000
ENGELHARD CORP COM 29284510 513 30300Sole 30300
ENRON CORP COM 29356110 3637 56600Sole 56600
EQUIFAX INC COM 29442910 1131 32900Sole 32900
EXXON CORP COM 30229010 42592 603600Sole 603600
FDX CORP COM 31304N10 4957 53300Sole 53300
FEDERAL HOME LN MTG 31340030 11319 197500Sole 197500
FEDERAL NATL MTG ASS 31358610 19238 277800Sole 277800
FEDERATED DEPT STORE 31410H10 1477 36800Sole 36800
FIFTH THIRD BANCORP 31677310 4563 69200Sole 69200
FIRST DATA CORP COM 31996310 3407 79700Sole 79700
FIRST UN CORP COM 33735810 14915 279100Sole 279100
FIRSTAR CORP NEW WIS 33763V10 1137 38100Sole 38100
FIRSTENERGY CORP CO 33793210 1226 43800Sole 43800
FLEET FINL GROUP INC 33891510 5188 137900Sole 137900
FLEETWOOD ENTERPRISE 33909910 598 20900Sole 20900
FORD MTR CO DEL COM 34537010 14563 256900Sole 256900
FORT JAMES CORP COM 34747110 2941 92800Sole 92800
FPL GROUP INC COM 30257110 3541 66500Sole 66500
FRANKLIN RES INC CO 35461310 1240 44100Sole 44100
FRUIT OF THE LOOM IN G3682L10 186 17300Sole 17300
GANNETT INC COM 36473010 5821 92400Sole 92400
GAP INC DEL COM 36476010 16074 238800Sole 238800
GATEWAY 2000 INC CO 36783310 5396 78700Sole 78700
GENERAL DYNAMICS COR 36955010 2178 33900Sole 33900
GENERAL ELEC CO COM 36960410 97427 880700Sole 880700
GENERAL MLS INC COM 37033410 5076 67180Sole 67180
GENERAL MTRS CORP C 37044210 17261 198400Sole 198400
GENUINE PARTS CO CO 37246010 1913 66400Sole 66400
GEORGIA PAC CORP CO 37329810 1299 17500Sole 17500
GILLETTE CO COM 37576610 18687 314400Sole 314400
GOLDEN WEST FINL COR 38131710 1881 19700Sole 19700
GOODYEAR TIRE & RUBR 38255010 2127 42700Sole 42700
GPU INC COM 36225X10 1063 28500Sole 28500
GRAINGER W W INC CO 38480210 1025 23800Sole 23800
GTE CORP COM 36232010 14399 238000Sole 238000
GUIDANT CORP COM 40169810 5030 83140Sole 83140
HALLIBURTON CO COM 40621610 2814 73100Sole 73100
HARTFORD FINL SVCS G 41651510 1471 25900Sole 25900
HEALTHSOUTH CORP CO 42192410 1034 99700Sole 99700
HEINZ H J CO COM 42307410 4998 105500Sole 105500
HERCULES INC COM 42705610 480 19000Sole 19000
HERSHEY FOODS CORP 42786610 1687 30100Sole 30100
HEWLETT PACKARD CO 42823610 19679 290200Sole 290200
HOME DEPOT INC COM 43707610 25840 415100Sole 415100
HONEYWELL INC COM 43850610 4427 58400Sole 58400
HOUSEHOLD INTL INC 44181510 5507 120700Sole 120700
HUNTINGTON BANCSHARE 44615010 1442 46600Sole 46600
ILLINOIS TOOL WKS IN 45230810 7998 129260Sole 129260
IMS HEALTH INC COM 44993410 3564 107600Sole 107600
INGERSOLL RAND CO C 45686610 4819 97100Sole 97100
INTEL CORP COM NAS 45814010 28191 474300Sole 474300
INTERNATIONAL BUSINE 45920010 47503 268000Sole 268000
INTERNATIONAL FLAVOR 45950610 1330 35400Sole 35400
INTERPUBLIC GROUP CO 46069010 3458 44400Sole 44400
INTL PAPER CO COM 46014610 1797 42600Sole 42600
JEFFERSON PILOT CORP 47507010 1714 25300Sole 25300
JOHNSON CTLS INC CO 47836610 1678 26900Sole 26900
JOHNSON & JOHNSON C 47816010 36063 385700Sole 385700
KELLOGG CO COM 48783610 4206 124400Sole 124400
KEYCORP NEW COM 49326710 4429 146100Sole 146100
KIMBERLY CLARK CORP 49436810 6194 129200Sole 129200
KOHLS CORP COM 50025510 1765 24900Sole 24900
KROGER CO COM 50104410 6628 110700Sole 110700
LILLY ELI & CO COM 53245710 22339 263200Sole 263200
LIMITED INC COM 53271610 1320 33300Sole 33300
LIZ CLAIBORNE INC C 53932010 1197 36700Sole 36700
LOCKHEED MARTIN CORP 53983010 1906 50500Sole 50500
LOEWS CORP COM 54042410 410 5500Sole 5500
LOUISIANA PAC CORP 54634710 644 34600Sole 34600
LOWES COS INC COM 54866110 7300 120660Sole 120660
LUCENT TECHNOLOGIES 54946310 18193 336900Sole 336900
MARSH & MCLENNAN COS 57174810 5825 78450Sole 78450
MASCO CORP COM 57459910 3376 119500Sole 119500
MATTEL INC COM 57708110 1796 72000Sole 72000
MAY DEPT STORES CO 57777810 4748 121350Sole 121350
MAYTAG CORP COM 57859210 2928 48500Sole 48500
MBIA INC COM 55262C10 1317 22700Sole 22700
MBNA CORP COM 55262L10 6791 284450Sole 284450
MCDONALDS CORP COM 58013510 18415 406400Sole 406400
MCGRAW HILL COS INC 58064510 1384 25400Sole 25400
MCI WORLDCOM INC CO 55268B10 37748 426230Sole 426230
MCKESSON HBOC INC 58155Q10 3650 55306Sole 55306
MEDIAONE GROUP INC 58440J10 6192 97600Sole 97600
MEDTRONIC INC COM 58505510 11875 165220Sole 165220
MELLON BK CORP COM 58550910 5208 74000Sole 74000
MERCK & CO INC COM 58933110 54637 681900Sole 681900
MEREDITH CORP COM 58943310 789 25100Sole 25100
MERRILL LYNCH & CO I 59018810 7806 88200Sole 88200
MGIC INVT CORP WIS 55284810 870 24800Sole 24800
MICRON TECHNOLOGY IN 59511210 940 19500Sole 19500
MICROSOFT CORP COM 59491810 123127 1373800Sole 1373800
MINNESOTA MNG & MFG 60405910 8702 123000Sole 123000
MOBIL CORP COM 60705910 16037 182240Sole 182240
MONSANTO CO COM 61166210 2733 59500Sole 59500
MORGAN J P & CO INC 61688010 3566 28900Sole 28900
MORGAN STANLEY DEAN 61744644 16999 170100Sole 170100
MOTOROLA INC COM 62007610 7706 105200Sole 105200
NALCO CHEM CO COM 62985310 353 13300Sole 13300
NATIONAL CITY CORP 63540510 6286 94700Sole 94700
NAVISTAR INTL CORP N 63934E10 1547 38500Sole 38500
NEW YORK TIMES CO C 65011110 844 29600Sole 29600
NEWELL CO COM 65122910 1857 39100Sole 39100
NICOR INC COM 65408610 898 25000Sole 25000
NIKE INC CL B 65410610 1852 32100Sole 32100
NORDSTROM INC COM 65566410 368 9000Sole 9000
NORFOLK SOUTHERN COR 65584410 2466 93500Sole 93500
NORTHERN TELECOM LTD 66581510 13388 215500Sole 215500
NORTHERN TR CORP CO 66585910 1927 21700Sole 21700
NORTHN STS PWR CO MI 66577210 1955 84300Sole 84300
NORTHROP GRUMMAN COR 66680710 485 8100Sole 8100
NUCOR CORP COM 67034610 1212 27500Sole 27500
OMNICOM GROUP INC C 68191910 2526 31600Sole 31600
ONEOK INC NEW COM 68268010 854 34500Sole 34500
ORACLE CORP COM NA 68389X10 14646 555300Sole 555300
OWENS CORNING COM 69073F10 359 11300Sole 11300
P P & L RES INC COM 69349910 218 8800Sole 8800
PACCAR INC COM NAS 69371810 803 19500Sole 19500
PARAMETRIC TECHNOLOG 69917310 914 46300Sole 46300
PARKER HANNIFIN CORP 70109410 1226 35800Sole 35800
PAYCHEX INC COM NA 70432610 2320 48900Sole 48900
PECO ENERGY CO COM 69330410 2350 50800Sole 50800
PEPSICO INC COM 71344810 14292 364700Sole 364700
PFIZER INC COM 71708110 51754 373000Sole 373000
PG&E CORP COM 69331C10 544 17500Sole 17500
PHARMACIA & UPJOHN I 71694110 3437 55100Sole 55100
PHILIP MORRIS COS IN 71815410 24044 683300Sole 683300
PHILLIPS PETE CO CO 71850710 1824 38600Sole 38600
PITNEY BOWES INC CO 72447910 6898 108200Sole 108200
PNC BK CORP COM 69347510 3362 60500Sole 60500
PPG INDS INC COM 69350610 3372 65800Sole 65800
PRAXAIR INC COM 74005P10 1630 45200Sole 45200
PROCTER & GAMBLE CO 74271810 38255 390600Sole 390600
PROGRESSIVE CORP OHI 74331510 2339 16300Sole 16300
PROVIDIAN FINL CORP 74406A10 3328 30250Sole 30250
PUBLIC SVC ENTERPRIS 74457310 2291 60000Sole 60000
PULTE CORP COM 74586710 581 27900Sole 27900
RALSTON PURINA CO C 75127730 2717 101800Sole 101800
RAYTHEON CO CL B 75511140 3095 52800Sole 52800
REGIONS FINL CORP C 75894010 1111 32100Sole 32100
RELIANT ENERGY CORP 75952J10 1533 58800Sole 58800
RITE AID CORP COM 76775410 1000 40000Sole 40000
RJR NABISCO HOLDINGS 74960K87 1248 49900Sole 49900
ROHM & HAAS CO COM 77537110 1426 42500Sole 42500
ROYAL DUTCH PETE CO 78025780 23031 442900Sole 442900
SAFEWAY INC COM NEW 78651420 5680 110700Sole 110700
SARA LEE CORP COM 80311110 7128 288000Sole 288000
SBC COMMUNICATIONS I 78387G10 22858 484400Sole 484400
SCHERING PLOUGH CORP 80660510 24194 437900Sole 437900
SCHLUMBERGER LTD CO 80685710 9118 151500Sole 151500
SCHWAB CHARLES CORP 80851310 18360 191000Sole 191000
SEAGRAM LTD COM 81185010 1220 24400Sole 24400
SEALED AIR CORP NEW 81211K10 964 19600Sole 19600
SEARS ROEBUCK & CO 81238710 4166 92200Sole 92200
SEMPRA ENERGY COM 81685110 695 36200Sole 36200
SERVICE CORP INTL C 81756510 1166 81800Sole 81800
SHERWIN WILLIAMS CO 82434810 2700 96000Sole 96000
SIGMA ALDRICH CORP 82655210 880 30100Sole 30100
SLM HLDG CORP COM 78442A10 2709 64890Sole 64890
SNAP ON INC COM 83303410 1250 43100Sole 43100
SOLECTRON CORP COM 83418210 2389 49200Sole 49200
SOUTHERN CO COM 84258710 5292 227000Sole 227000
SOUTHWEST AIRLS CO 84474110 4775 157850Sole 157850
SPRINT CORP COM FON 85206110 4533 46200Sole 46200
SPRINT CORP PCS COM 85206150 4347 98100Sole 98100
ST PAUL COS INC COM 79286010 422 13600Sole 13600
STAPLES INC COM NA 85503010 3263 99250Sole 99250
STATE STR CORP COM 85747710 6202 75400Sole 75400
SUMMIT BANCORP COM 86600510 932 23900Sole 23900
SUN MICROSYSTEMS INC 86681010 9248 147900Sole 147900
SUNOCO INC COM 86764P10 206 5700Sole 5700
SUNTRUST BKS INC CO 86791410 3554 57100Sole 57100
SYNOVUS FINL CORP C 87161C10 695 33900Sole 33900
SYSCO CORP COM 87182910 6141 233400Sole 233400
TELLABS INC COM NA 87966410 8739 89400Sole 89400
TENNECO INC NEW COM 88037E10 1123 40200Sole 40200
TEXACO INC COM 88169410 4427 78000Sole 78000
TEXAS INSTRS INC CO 88250810 7702 77600Sole 77600
TEXAS UTILS CO COM 88284810 1865 44400Sole 44400
TEXTRON INC COM 88320310 4716 60944Sole 60944
TIME WARNER INC COM 88731510 15558 219700Sole 219700
TJX COS INC NEW COM 87254010 5382 158300Sole 158300
TRANSAMERICA CORP C 89348510 767 10800Sole 10800
TRIBUNE CO NEW COM 89604710 2022 30900Sole 30900
TRICON GLOBAL RESTAU 89595310 4615 65700Sole 65700
TUPPERWARE CORP COM 89989610 1255 69700Sole 69700
TYCO INTL LTD NEW C 90212410 15491 215900Sole 215900
U S WEST INC NEW CO 91273H10 9413 170958Sole 170958
UNILEVER N V NEW YO 90478450 9972 150100Sole 150100
UNION PLANTERS CORP 90806810 1323 30100Sole 30100
UNISYS CORP COM 90921410 418 15100Sole 15100
UNITED HEALTHCARE CO 91058110 1801 34220Sole 34220
UNITED TECHNOLOGIES 91301710 12861 94960Sole 94960
UNOCAL CORP COM 91528910 782 21200Sole 21200
UNUM CORP COM 90319210 1351 28400Sole 28400
US AIRWAYS GROUP INC 91190510 2470 50600Sole 50600
US BANCORP DEL COM 90297310 8022 235500Sole 235500
UST INC COM 90291110 1547 59200Sole 59200
USX MARATHON GROUP 90290582 781 28400Sole 28400
USX-U S STL COM 90337T10 430 18300Sole 18300
V F CORP COM 91820410 1974 41560Sole 41560
VIACOM INC CL B 92552430 1957 46641Sole 46641
WACHOVIA CORP COM 92977110 4076 50200Sole 50200
WAL MART STORES INC 93114210 27112 588200Sole 588200
WALGREEN CO COM 93142210 8653 306300Sole 306300
WARNER LAMBERT CO C 93448810 15509 234100Sole 234100
WASHINGTON MUT INC 93932210 7717 188784Sole 188784
WASTE MGMT INC DEL 94106L10 6421 144700Sole 144700
WELLS FARGO & CO NEW 94974610 14732 420166Sole 420166
WEYERHAEUSER CO COM 96216610 1643 29600Sole 29600
WILLIAMS COS INC DEL 96945710 3542 89680Sole 89680
WRIGLEY WM JR CO CO 98252610 1673 18500Sole 18500
XEROX CORP COM 98412110 7803 146200Sole 146200
BCE INC TORONTO 05534B95 250 5662Sole 5662
NORTHERN TELECOM LTD 66581595 286 4607Sole 4607
AUSTRIA TABAK ATS100 535592 263 3900Sole 3900
AUSTRIAN AIRLIN 528872 398 12260Sole 12260
BANK AUSTRIA ST 499962 1396 23468Sole 23468
BAU HLDGS AG PRF ATS 410383 256 9000Sole 9000
VERBUND OESTERR 466160 1165 7308Sole 7308
AMCOR 606660 223 44600Sole 44600
AMP LTD 611571 765 70100Sole 70100
AUSTRALIAN GAS 606496 343 48324Sole 48324
BRAMBLES INDUST 612000 608 24000Sole 24000
BROKEN HILL PRO 614469 1394 164084Sole 164084
COCA-COLA AMATI 612345 365 84512Sole 84512
COLES MYER 620990 556 102802Sole 102802
CSR 623864 157 72600Sole 72600
DELTA GOLD 626066 102 72500Sole 72500
FAULDING (F.H.) & CO 633260 151 25500Sole 25500
FOSTERS BREWING 634926 513 175000Sole 175000
FUTURIS CORP 635785 142 111400Sole 111400
GENERAL PROPERTY TRU 636586 89 51057Sole 51057
GOODMAN FIELDER 633654 54 52202Sole 52202
HARDIE (JAMES) IND 640940 126 57300Sole 57300
LEIGHTON HOLDIN 651122 198 60300Sole 60300
LEND LEASE 651200 527 41511Sole 41511
NATIONAL AUSTRA 662460 2300 127142Sole 127142
NEWS CORP 688692 1261 171062Sole 171062
NEWS CORP PLVO 662075 891 130111Sole 130111
NORMANDY MINING 664520 107 134345Sole 134345
NORTH 664403 188 118827Sole 118827
ORICA 645800 246 46987Sole 46987
PACIFIC DUNLOP 628661 146 83900Sole 83900
PIONEER INTERNA 668870 182 92300Sole 92300
QBE INSURANCE G 671574 169 40866Sole 40866
RIO TINTO LTD 622010 295 21200Sole 21200
ROTHMANS (AUSTR 675213 286 32100Sole 32100
SANTOS 677670 145 50500Sole 50500
SMITH (HOWARD) 681630 90 11600Sole 11600
SOUTHCORP HOLDI 676468 220 54260Sole 54260
TABCORP HOLDING 687326 266 35100Sole 35100
TELSTRA CORP 608728 2187 419600Sole 419600
TELSTRA CORP INST RC 608545 316 60600Sole 60600
WESTFIELD TRUST 695631 159 74048Sole 74048
WESTPAC BANKING 607614 1214 167186Sole 167186
WMC 695498 155 48852Sole 48852
BEKAERT SA NPV 408948 673 1520Sole 1520
COLRUYT 421185 213 325Sole 325
DELHAIZE-LE LIO 426211 422 4560Sole 4560
ELECTRABEL 429479 4857 13551Sole 13551
FORTIS AG 400152 947 25650Sole 25650
FORTIS B NPV VVPR ST 559662 0 10199Sole 10199
FORTIS (B) 559659 6137 166206Sole 166206
GLAVERBEL NPV 437265 604 6556Sole 6556
GROUPE BRUXELLE 439155 1097 6012Sole 6012
KBC BANCASSUR.( 449774 4975 74625Sole 74625
PETROFINA 468400 3703 6766Sole 6766
SOLVAY 482110 1243 20269Sole 20269
TRACTEBEL 490030 3317 21047Sole 21047
UCB (GROUPE) 559699 1210 26996Sole 26996
CODAN FORSIKRING DKK 432485 453 4000Sole 4000
DANISCO 415558 238 5200Sole 5200
DANSKE BANK 426292 494 4700Sole 4700
D/S 1912 B 424875 606 81Sole 81
D/S SVENDBORG B 425304 541 51Sole 51
NKT HOLDING DKK100 464246 384 5240Sole 5240
NOVO NORDISK B 515465 799 7140Sole 7140
SAS DANMARK A/S DKK1 506581 315 33380Sole 33380
TELE DANMARK 488987 962 9710Sole 9710
UNIDANMARK A 491418 372 5450Sole 5450
FINNAIR FIM5 433639 737 140700Sole 140700
MERITA A 482717 432 80610Sole 80610
NOKIA CORP A 544449 19657 122115Sole 122115
NOKIA CORP K 544458 5582 34698Sole 34698
UPM-KYMMENE 505125 2313 83687Sole 83687
VALMET CORP FIM10 503158 287 25000Sole 25000
ACCOR 411232 1951 7858Sole 7858
AIR LIQUIDE 401140 3006 20179Sole 20179
ALCATEL 421682 5483 47687Sole 47687
AXA-UAP 402692 12667 95547Sole 95547
BNP BANQUE NTLE 413366 5975 68670Sole 68670
BOUYGUES ORD 411515 1649 5943Sole 5943
CANAL + 417172 2137 7290Sole 7290
CAP GEMINI SA 416343 3110 18572Sole 18572
CARREFOUR 417754 7713 10006Sole 10006
CASINO ORD 417841 1672 18844Sole 18844
DANONE (GROUPE) 407023 4695 18657Sole 18657
DASSAULT SYSTEM 533004 300 8110Sole 8110
ELF AQUITAINE 482408 9270 68252Sole 68252
ERIDANIA BEGHIN 408940 373 2517Sole 2517
ESSILOR INTERNA 430376 362 1086Sole 1086
EURAFRANCE 432154 486 1012Sole 1012
FRANCE TELECOM 517617 16242 200865Sole 200865
LAFARGE (FRANCE 450270 2986 33123Sole 33123
LAGARDERE 454721 350 10780Sole 10780
LEGRAND ORD 455858 1149 5472Sole 5472
LOREAL 453478 11169 17655Sole 17655
LVMH 453564 6600 26639Sole 26639
MICHELIN B 458836 2354 52473Sole 52473
PECHINEY ORD A 494379 252 6962Sole 6962
PERNOD RICARD 468232 283 4447Sole 4447
PEUGEOT SA 468382 1603 11144Sole 11144
PINAULT-PRINT.- 550507 4857 30441Sole 30441
PROMODES 470667 3262 5338Sole 5338
RHONE-POULENC O 473681 4761 105242Sole 105242
SAINT-GOBAIN 476837 4371 27541Sole 27541
SANOFI 488770 4888 29021Sole 29021
SCHNEIDER 483410 1942 35102Sole 35102
SEITA 479883 395 5817Sole 5817
SIDEL 509243 237 3025Sole 3025
SOCIETE GENERAL 481775 9687 50408Sole 50408
SODEXHO ALLIANC 481830 1193 7292Sole 7292
SUEZ LYONNAISE 454043 6866 37106Sole 37106
THOMSON-CSF 416279 1225 40079Sole 40079
TOTAL SA 490541 7594 61649Sole 61649
VALEO 493757 1546 19758Sole 19758
VIVENDI 417592 9880 40155Sole 40155
AACHEN & MUNCH 537651 1026 8682Sole 8682
ADIDAS-SALOMON 403197 794 8958Sole 8958
ALLIANZ 523148 18539 60960Sole 60960
AXA COLONIA KON 510957 202 2040Sole 2040
BASF 508657 6084 167220Sole 167220
BAYER 506921 6967 187320Sole 187320
BAYER. HYPO-&VE 432541 5780 96299Sole 96299
BEIERSDORF 510740 1399 18640Sole 18640
BUDERUS AG DEM50 415052 323 1000Sole 1000
COMMERZBANK AG ORD N 432553 299 10000Sole 10000
CONTINENTAL 459858 1371 55110Sole 55110
DAIMLERCHRYSLER 552902 21224 243906Sole 243906
DEUTSCHE BANK 432667 6334 123134Sole 123134
DEUTSCHE TELEKO 511938 23239 577868Sole 577868
DRESDNER BANK 435587 4767 119339Sole 119339
DYCKERHOFF AG DEM50( 429360 743 2809Sole 2809
HEIDELBERGER ZE 512067 758 12427Sole 12427
HOCHTIEF 510866 236 7160Sole 7160
LINDE 451700 1146 2011Sole 2011
LUFTHANSA 528748 2928 132637Sole 132637
MAN STAMM 556352 774 27410Sole 27410
MANNESMANN 546095 11942 96272Sole 96272
MERCK KGAA 474184 1470 43098Sole 43098
METRO STAMM 504141 4244 66861Sole 66861
MUENCHENER RUEC 561081 4081 20714Sole 20714
MUENCHENER RUEC 529412 4133 20714Sole 20714
PREUSSAG 470170 1767 3294Sole 3294
RWE STAMM 500730 4592 102500Sole 102500
RWE VORZUG 500731 352 11760Sole 11760
SAP STAMM 484628 4476 15556Sole 15556
SAP VORZUG 484686 3211 10066Sole 10066
SCHERING 484575 1991 17482Sole 17482
SIEMENS STAMM 504773 9687 147575Sole 147575
THYSSEN KRUPP AG 563692 1463 74460Sole 74460
VEBA 494290 6711 127520Sole 127520
VIAG 492924 3400 6212Sole 6212
VOLKSWAGEN STAM 549710 5763 86650Sole 86650
VOLKSWAGEN VORZ 549716 356 8900Sole 8900
BANK EAST ASIA 607564 315 185383Sole 185383
CATHAY PACIFIC AIRWA 617975 177 154000Sole 154000
CHEUNG KONG HOL 619027 1660 218000Sole 218000
CLP HOLDINGS 609701 1075 224000Sole 224000
HANG LUNG DEVEL 640835 272 224000Sole 224000
HANG SENG BANK 640837 1739 189100Sole 189100
HONGKONG CHINA 643655 583 453700Sole 453700
HONGKONG TELECO 643646 1931 978100Sole 978100
HUTCHISON WHAMP 644806 2542 323000Sole 323000
HYSAN DEVELOPME 644962 128 98000Sole 98000
JOHNSON ELECTRI 612633 279 99000Sole 99000
NEW WORLD DEVEL 663376 334 169557Sole 169557
SHANGRI-LA ASIA 677103 95 93000Sole 93000
SINO LAND 681042 129 245933Sole 245933
SOUTH CHINA MORNING 682465 87 156000Sole 156000
SUN HUNG KAI PR 685992 1662 222127Sole 222127
SWIRE PACIFIC A 686774 585 126000Sole 126000
TELEVISION BROADCAST 688167 168 46000Sole 46000
WHARF HOLDINGS 643557 307 200000Sole 200000
WING LUNG BANK 697221 322 92040Sole 92040
ALLIED IRISH BA 402068 3693 213773Sole 213773
CRH 418224 1578 91388Sole 91388
IRISH LIFE 449029 382 39335Sole 39335
KERRY GROUP A 451957 268 20130Sole 20130
SMURFIT (JEFFER 481615 175 86560Sole 86560
ASSICURAZIONI G 405671 10695 267022Sole 267022
BANCA COMMERCIA 407294 4125 502731Sole 502731
BANCA INTESA OR 407683 2543 431491Sole 431491
BANCA INTESA RN 407684 249 85680Sole 85680
BANCA POPOLARE 407216 522 56018Sole 56018
BENETTON GROUP 548667 799 444479Sole 444479
EDISON ORD 476446 1408 152910Sole 152910
ENI 443639 12480 1959237Sole 1959237
FIAT ORD 433560 3687 1115955Sole 1115955
FIAT PRIV 433562 557 330528Sole 330528
INA 453493 3560 1177599Sole 1177599
ITALCEMENTI ORD 445007 293 26624Sole 26624
ITALGAS 446820 267 54990Sole 54990
MAGNETI MARELLI 436916 137 94710Sole 94710
MEDIASET 507794 2741 291506Sole 291506
MEDIOBANCA 457481 1746 129902Sole 129902
MONTEDISON ORD 504692 1499 1446366Sole 1446366
OLIVETTI ORD 529422 1933 617264Sole 617264
PARMALAT FINANZ 471440 371 260518Sole 260518
PIRELLI SPA ORD 468990 2324 815314Sole 815314
PIRELLI & CO ITL1000 468980 105 60000Sole 60000
RAS ORD 471824 375 35887Sole 35887
RAS RNC 471826 206 23200Sole 23200
SAN PAOLO-IMI(S 555657 6337 390027Sole 390027
SIRTI 481189 122 20523Sole 20523
SNIA BPD ORD 481940 391 289972Sole 289972
TELECOM ITALIA 529750 10395 978499Sole 978499
TELECOM ITALIA 529731 578 97370Sole 97370
TIM ORD 487674 11953 1777138Sole 1777138
TIM RNC 487673 623 161080Sole 161080
UNICREDITO IT(C 423244 6475 1199448Sole 1199448
UNIONE IMMOBILIARE I 556178 171 326800Sole 326800
77TH BANK JPY50 680416 290 30000Sole 30000
ACOM CO JPY50 604978 1018 14400Sole 14400
ADVANTEST JPY50 687049 1070 14000Sole 14000
AJINOMOTO CO INC JPY 601090 762 64000Sole 64000
ALPS ELECTRIC CO JPY 602150 371 22000Sole 22000
AMADA CO 602210 181 34000Sole 34000
AOYAMA TRADING CO JP 604587 300 11100Sole 11100
ASAHI BANK JPY50 649936 1040 197000Sole 197000
ASAHI BREWERIES JPY5 605440 667 51000Sole 51000
ASAHI CHEMICAL IND J 605460 1071 183000Sole 183000
ASAHI GLASS CO JPY50 605520 893 123000Sole 123000
BANK YOKOHAMA 698644 390 154000Sole 154000
BK OF TOKYO-MITSUB J 607036 6973 506000Sole 506000
BRIDGESTONE CORP JPY 613210 2423 95000Sole 95000
BROTHER INDUSTRIES 614650 227 74000Sole 74000
CANON INC JPY50 617232 2771 112000Sole 112000
CASIO COMPUTER CO JP 617896 136 20000Sole 20000
CHIBA BANK 619056 258 59000Sole 59000
CHUGAI PHARM CO JPY5 619640 335 29000Sole 29000
CITIZEN WATCH CO JPY 619730 312 45000Sole 45000
COSMO OIL COMPANY JP 622633 99 55000Sole 55000
CREDIT SAISON CO JPY 659180 336 15300Sole 15300
CSK CORP 621555 420 13300Sole 13300
DAI NIPPON PRINTNG J 625090 1322 87000Sole 87000
DAICEL CHEMICAL IND 625054 184 56000Sole 56000
DAIEI 624998 193 67000Sole 67000
DAIICHI PHARM CO JPY 625021 639 38000Sole 38000
DAIKIN INDUSTRIES JP 625072 327 33000Sole 33000
DAIMARU 625076 298 63000Sole 63000
DAINIPPON INK&CHEM J 625082 386 117000Sole 117000
DAITO TRUST CONSTRUC 625050 140 13300Sole 13300
DAIWA HOUSE INDS JPY 625136 674 59000Sole 59000
DAIWA KOSHO LEASE JP 625141 48 13000Sole 13000
DAIWA SECURITIES JPY 625144 729 136000Sole 136000
DENKI KAGAKU KOGYO J 630982 70 41000Sole 41000
DENSO CORP JPY50 664038 2101 107000Sole 107000
EAST JAPAN RAILWAY J 629854 2657 447Sole 447
EBARA CORP JPY50 630270 342 31000Sole 31000
EISAI CO JPY50 630720 554 26500Sole 26500
EZAKI GLICO CO 632770 96 16000Sole 16000
FANUC JPY50 635693 1185 29000Sole 29000
FUJI BANK 635628 1385 234000Sole 234000
FUJI PHOTO FILM CO J 635652 2232 59000Sole 59000
FUJIKURA JPY50 635670 243 45000Sole 45000
FUJITSU JPY50 635694 3260 203000Sole 203000
FURUKAWA ELECTRIC JP 635756 703 170000Sole 170000
HANKYU DEPT STORES J 640870 264 37000Sole 37000
HIGO BANK JPY50 642604 42 10000Sole 10000
HIROSE ELECTRIC JPY5 642872 309 3700Sole 3700
HITACHI JPY50 642910 2510 339000Sole 339000
HITACHI ZOSEN CORP J 642930 202 157000Sole 157000
HONDA MOTOR CO JPY50 643514 5421 120000Sole 120000
HOUSE FOODS CORP JPY 644050 199 14000Sole 14000
HOYA CORP JPY50 644150 1021 18000Sole 18000
INAX CORP 646150 225 33000Sole 33000
IND BANK JAPAN JPY50 646284 1425 211000Sole 211000
ISETAN CO JPY50 646684 114 12000Sole 12000
ITO-YOKADO CO JPY50 646794 2960 46000Sole 46000
JACCS CO JPY50 646862 102 24000Sole 24000
JAPAN AIR LINES CO J 647187 288 88000Sole 88000
JAPAN ENERGY CORP JP 664120 192 170000Sole 170000
JOYO BANK JPY50 647976 195 46000Sole 46000
JUSCO CO JPY50 648004 609 35000Sole 35000
KAMIGUMI CO JPY50 648266 390 84000Sole 84000
KANDENKO CO JPY50 648358 287 43000Sole 43000
KANEKA CORP JPY50 648336 365 46000Sole 46000
KANSAI ELEC POWER JP 648348 2164 107000Sole 107000
KANSAI PAINT CO 648374 249 94000Sole 94000
KAO CORP JPY50 648380 1546 70000Sole 70000
KAWASAKI HEAVY IND J 648462 503 231000Sole 231000
KAWASAKI KISEN KAI J 648468 354 180000Sole 180000
KAWASAKI STEEL CP JP 648466 388 230000Sole 230000
KIKKOMAN CORP JPY50 649080 148 21750Sole 21750
KINDEN CORPORATION J 649292 393 27600Sole 27600
KINKI NIPPON RLWY JP 649296 460 86000Sole 86000
KIRIN BREWERY CO JPY 649374 1348 115000Sole 115000
KOKUYO CO JPY50 649650 379 23000Sole 23000
KOMATSU JPY50 649658 561 109000Sole 109000
KOMORI CORP JPY50 649665 278 15000Sole 15000
KONAMI CO JPY50 649668 216 5850Sole 5850
KONICA CORPORATION J 649670 391 93000Sole 93000
KOYO SEIKO CO 649708 240 40000Sole 40000
KUBOTA CORP JPY50 649750 660 248000Sole 248000
KURARAY CO JPY50 649766 434 40000Sole 40000
KURITA WATER INDS JP 649796 327 20000Sole 20000
KYOCERA CORP JPY50 649926 1050 19500Sole 19500
KYOWA HAKKO KOGYO JP 649955 368 70000Sole 70000
LION CORP JPY50 651880 313 83000Sole 83000
MAEDA ROAD CONSTRUCT 655472 146 23000Sole 23000
MAKINO MILLING MACHI 655570 178 29000Sole 29000
MAKITA CORP JPY50 655580 413 37000Sole 37000
MARUBENI CORP JPY50 656946 53 28000Sole 28000
MARUI CO JPY50 656952 817 48000Sole 48000
MATSUSHITA ELC IND J 657270 4447 228000Sole 228000
MEIJI MILK PRODUCTS 657608 220 69000Sole 69000
MEIJI SEIKA KAISHA J 657618 327 73000Sole 73000
MINEBEA CO JPY50 664240 444 43000Sole 43000
MITSUBISHI CHEMICAL 659700 250 88000Sole 88000
MITSUBISHI CORP JPY5 659678 1132 173000Sole 173000
MITSUBISHI ELEC CP J 659704 776 232000Sole 232000
MITSUBISHI ESTATE JP 659672 1435 141000Sole 141000
MITSUBISHI GAS CHM J 659692 121 43000Sole 43000
MITSUBISHI HVY IND J 659706 1685 373000Sole 373000
MITSUBISHI LOGISTI J 659684 173 15000Sole 15000
MITSUBISHI MATERLS J 659708 278 129000Sole 129000
MITSUBISHI RAYON JPY 659716 295 117000Sole 117000
MITSUBISHI TR&BKG JP 659682 1524 147000Sole 147000
MITSUI FUDOSAN CO JP 659760 622 69000Sole 69000
MITSUI MARINE&FIRE J 687012 274 54000Sole 54000
MITSUI MINING & SM J 659734 270 56000Sole 56000
MITSUI OSK LINES JPY 659758 435 211000Sole 211000
MITSUI SOKO CO JPY50 659764 197 55000Sole 55000
MITSUI TRUST & BANK 659726 81 55000Sole 55000
MITSUI & CO JPY50 659730 1204 178000Sole 178000
MORI SEIKI CO 660256 218 19000Sole 19000
MURATA MFG CO JPY50 661040 1489 28000Sole 28000
MYCAL CORP JPY50 663844 370 60000Sole 60000
NEC CORP JPY50 664040 2154 179000Sole 179000
NGK INSULATORS JPY50 661950 633 56000Sole 56000
NGK SPARK PLUG CO JP 661960 588 51000Sole 51000
NICHIDO FIRE & MAR J 663852 375 64000Sole 64000
NIKON CORP JPY50 664232 280 23000Sole 23000
NIPPON COMSYS CORP 664247 196 14000Sole 14000
NIPPON EXPRESS CO JP 664212 704 119000Sole 119000
NIPPON FIRE&MARINE J 664338 143 45000Sole 45000
NIPPON MEAT PACKER J 664076 240 17000Sole 17000
NIPPON OIL CO JPY50 664140 536 137000Sole 137000
NIPPON PAPER INDS JP 647982 462 92000Sole 92000
NIPPON SHEET GLASS J 664144 512 148000Sole 148000
NIPPON SHOKUBAI CO 647058 159 28000Sole 28000
NIPPON STEEL CORP JP 664256 1416 690000Sole 690000
NIPPON TEL&TEL CP JP 664137 13791 1408Sole 1408
NIPPON YUSEN KK JPY5 664396 425 107000Sole 107000
NISHIMATSU CONSTRUCT 664098 163 31000Sole 31000
NISSAN MOTOR CO JPY5 664286 1006 259000Sole 259000
NISSIN FOOD PRODS JP 664176 378 17000Sole 17000
NITTO DENKO CORP JPY 664180 317 18000Sole 18000
NOMURA SECURITIES JP 664310 1927 184000Sole 184000
NORITAKE CO JPY50 664152 322 60000Sole 60000
NSK JPY50 664154 339 73000Sole 73000
NTN CORPORATION JPY5 665118 421 122000Sole 122000
OBAYASHI CORP JPY50 665640 468 84000Sole 84000
ODAKYU ELEC RLWY JPY 665610 288 77000Sole 77000
OJI PAPER CO JPY50 665770 330 62000Sole 62000
OKUMA CORP JPY50 665778 93 18000Sole 18000
OLYMPUS OPTICAL CO J 665880 422 32000Sole 32000
OMRON CORP JPY50 665942 600 48000Sole 48000
ONWARD KASHIYAMA JPY 648382 273 23000Sole 23000
ORIENT CORP JPY50 666112 331 127000Sole 127000
ORIX CORP JPY50 666114 488 6500Sole 6500
OSAKA GAS CO JPY50 666176 796 231000Sole 231000
PIONEER ELEC CORP JP 668874 502 27000Sole 27000
QP CORP JPY50 671450 133 17000Sole 17000
ROHM CO JPY50 674720 1792 15000Sole 15000
SAKURA BANK JPY50 659871 961 317000Sole 317000
SANDEN CORP JPY50 677518 454 54000Sole 54000
SANKYO CO JPY50 677528 1158 54000Sole 54000
SANWA SHUTTER CORP J 677678 263 51000Sole 51000
SANYO ELECTRIC CO JP 677676 711 203000Sole 203000
SECOM CO JPY50 679159 1326 14000Sole 14000
SEINO TRANSPORTATION 679342 177 30000Sole 30000
SEKISUI CHEMICAL JPY 679382 448 63000Sole 63000
SEKISUI HOUSE JPY50 679390 840 79000Sole 79000
SHARP CORP JPY50 680060 1383 131000Sole 131000
SHIMACHU CO 680445 256 10800Sole 10800
SHIMANO INC JPY50 680482 390 16000Sole 16000
SHIN-ETSU CHEMICAL J 680458 1103 42000Sole 42000
SHIONOGI & CO JPY50 680468 544 62000Sole 62000
SHISEIDO CO JPY50 680526 582 42000Sole 42000
SHIZUOKA BANK JPY50 680532 797 66000Sole 66000
SHOWA DENKO KK JPY50 680546 118 115000Sole 115000
SMC CORP JPY50 676396 582 6500Sole 6500
SNOW BRAND MILK JPY5 681840 439 80000Sole 80000
SONY CORP JPY50 682150 4604 49800Sole 49800
SUMITOMO BANK JPY50 685852 4413 326000Sole 326000
SUMITOMO CHEMICAL JP 685856 729 181000Sole 181000
SUMITOMO CORP JPY50 685894 328 50000Sole 50000
SUMITOMO ELECTRIC JP 685870 735 62000Sole 62000
SUMITOMO FORESTRY JP 685886 158 23000Sole 23000
SUMITOMO HEAVY IND J 685873 106 49000Sole 49000
SUMITOMO MAR&FIRE JP 685878 570 89000Sole 89000
SUMITOMO METAL IND J 685882 325 269000Sole 269000
SUMITOMO METAL MNG J 685884 277 65000Sole 65000
SUMITOMO OSAKA CMT J 685854 158 70000Sole 70000
TAIHEIYO CEMENT JPY5 666020 368 130000Sole 130000
TAISHO PHARM CO JPY5 687014 875 28000Sole 28000
TAIYO YUDEN CO JPY50 687056 324 25000Sole 25000
TAKARA SHUZO CO JPY5 687038 374 59000Sole 59000
TAKARA STANDARD CO J 687090 163 23000Sole 23000
TAKASHIMAYA CO JPY50 687040 147 16000Sole 16000
TAKEDA CHEM INDS JPY 687044 4031 104000Sole 104000
TAKUMA CO 687076 188 28000Sole 28000
TEIJIN JPY50 688050 674 167000Sole 167000
TEIKOKU OIL CO JPY50 688090 36 11000Sole 11000
TOHO CO(FILM) JPY500 689520 285 2100Sole 2100
TOHOKU ELEC POWER JP 689526 916 60250Sole 60250
TOKAI BANK JPY50 689534 1361 211000Sole 211000
TOKIO MARINE &FIRE J 689476 1882 165000Sole 165000
TOKYO BROADCASTING J 689416 508 40000Sole 40000
TOKYO ELEC POWER JPY 689540 3210 149100Sole 149100
TOKYO ELECTRON JPY50 689567 1087 21000Sole 21000
TOKYO GAS CO JPY50 689544 756 310000Sole 310000
TOKYU CORP JPY50 689654 308 118000Sole 118000
TOPPAN PRINTING CO J 689702 1126 86000Sole 86000
TORAY INDS INC JPY50 689714 800 154000Sole 154000
TOSOH CORP 690028 159 86000Sole 86000
TOSTEM CORP JPY50 690021 425 23000Sole 23000
TOTO 689746 104 14000Sole 14000
TOYO SEIKAN KAISHA J 690026 582 27000Sole 27000
TOYOBO CO JPY50 690050 245 177000Sole 177000
TOYODA AUTO LOOM JPY 690054 622 34000Sole 34000
TOYOTA MOTOR CORP JP 690064 12396 428000Sole 428000
UBE INDUSTRIES 691070 141 73000Sole 73000
UNI-CHARM CORP JPY50 691148 427 9500Sole 9500
UNY CO JPY50 691862 363 20000Sole 20000
WACOAL CORP JPY50 693220 231 20000Sole 20000
YAMAHA CORP JPY50 664238 286 27000Sole 27000
YAMANOUCHI PHARM JPY 698538 1108 35000Sole 35000
YAMATO TRANSPORT JPY 698556 572 35000Sole 35000
YAMAZAKI BAKING CO J 698550 349 26000Sole 26000
YOKOGAWA ELECTRIC JP 698642 256 52000Sole 52000
GOLDEN HOPE PLANTS M 641192 93 164000Sole 164000
HIGHLANDS&LOWLANDS M 642585 11 23000Sole 23000
IOI CORP MYR0.50 646451 10 26000Sole 26000
KUALA LUMPUR KEPG MY 649744 29 29000Sole 29000
MALAYAN BKG BERHAD M 655632 170 114000Sole 114000
MALAYSIA INT SHIP MY 655803 33 34000Sole 34000
NESTLE MALAY BHD MYR 662933 42 15000Sole 15000
RESORTS WORLD BHD MY 673196 22 22000Sole 22000
ROTHMANS PALL MALL M 675234 117 24800Sole 24800
TELEKOM MALAYSIA MYR 686839 254 157500Sole 157500
TENAGA NASIONL BHD M 690461 22 19000Sole 19000
ABN AMRO HOLDIN 525076 8488 407361Sole 407361
AEGON 546230 11485 125821Sole 125821
AHOLD (KON.) 525260 6039 157560Sole 157560
AKZO NOBEL 545831 2734 73835Sole 73835
ELSEVIER 414881 1850 124157Sole 124157
GETRONICS 502200 284 7695Sole 7695
HEINEKEN NV 545582 4084 81008Sole 81008
HOOGOVENS (KON) NV C 458390 829 25000Sole 25000
ING GROEP 505887 13273 240832Sole 240832
KLM 448025 865 30806Sole 30806
KPN (KON. PTT N 549080 4726 118794Sole 118794
PHILIPS ELECTRS 468520 7265 89189Sole 89189
ROYAL DUTCH PET 520270 26535 499057Sole 499057
TNT POST GROEP 548155 3437 114123Sole 114123
UNILEVER NV CER 530974 11397 164048Sole 164048
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KVAERNER AS NOK12.50 450202 178 10000Sole 10000
NORSK HYDRO 464580 599 14700Sole 14700
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FLETCHER CHALLENGE B 634295 59 43663Sole 43663
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BANCO ESPIRITO 405806 314 11660Sole 11660
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CIMPOR CIMENTOS 417589 758 27124Sole 27124
EDP ELECTRICIDA 524918 2724 138042Sole 138042
JERONIMO MARTIN 447723 312 8750Sole 8750
PORTUGAL TELECO 467620 2826 63097Sole 63097
CITY DEVELOPMEN 619792 505 97000Sole 97000
CYCLE & CARRIAG 624226 152 36000Sole 36000
DBS LAND 624477 192 130000Sole 130000
DEVELOPMENT BK 626551 356 47000Sole 47000
FRASER & NEAVE 635060 121 34000Sole 34000
KEPPEL CORP 649026 194 72000Sole 72000
OCBC BANK FGN 666369 650 96000Sole 96000
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SINGAPORE TECH ENGR. 604321 120 133000Sole 133000
SINGAPORE TELEC 681075 707 497000Sole 497000
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AGUAS DE BARCEL 401035 396 6585Sole 6585
ALBA (CORP FINA 418243 227 1590Sole 1590
ARGENTARIA CORP 540145 2334 97121Sole 97121
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BANCO BILBAO VI 550190 7845 526564Sole 526564
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BANCO SANTANDER 545426 6072 296025Sole 296025
DRAGADOS Y CONS 428014 497 15140Sole 15140
ENDESA 527178 6068 240396Sole 240396
FOMENTO CONST Y 535005 1040 16901Sole 16901
GAS NATURAL SDG 529799 3502 37944Sole 37944
IBERDROLA 442464 4639 313206Sole 313206
REPSOL 473322 4644 90189Sole 90189
TABACALERA 544401 855 42192Sole 42192
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TELEPIZZA 544336 122 16000Sole 16000
UNION ELECTRICA 491322 539 36070Sole 36070
ABB AB A 521275 423 34100Sole 34100
ASTRA A 524150 1474 64300Sole 64300
ASTRA B 520597 311 13700Sole 13700
ATLAS COPCO A 405097 290 10700Sole 10700
DROTT B 554108 106 12000Sole 12000
ELECTROLUX B 546678 2535 127900Sole 127900
ERICSSON (LM) B 432155 5193 213500Sole 213500
FOERENINGSSPARB 484652 548 23300Sole 23300
HENNES & MAURIT 519522 1704 22600Sole 22600
NETCOM B 506506 283 8300Sole 8300
SCA SV CELLULOS 486537 423 19500Sole 19500
SECURITAS B 555404 324 20500Sole 20500
SKANDIA FORSAKR 546157 674 36200Sole 36200
SKAND.ENSKILDA 481334 634 51900Sole 51900
STENA LINE SEK5 SER' 484468 157 156000Sole 156000
SVENSKA HANDELS 486863 645 18500Sole 18500
VOLVO A 493772 315 12200Sole 12200
VOLVO B 493773 2652 101200Sole 101200
ABB AG INHABER 527300 892 674Sole 674
ADECCO PORTEUR 400702 781 1540Sole 1540
ALUSUISSE-LONZA 478052 775 705Sole 705
CREDIT SUISSE 424561 4007 21490Sole 21490
FISCHER (GEORG) 434178 252 760Sole 760
HOLDERBANK INHA 442049 492 440Sole 440
NESTLE 461669 5959 3280Sole 3280
NOVARTIS INHABE 504784 983 604Sole 604
NOVARTIS NAMEN 504783 8479 5227Sole 5227
ROCHE HOLDING G 474577 7280 597Sole 597
ROCHE HOLDING I 474574 2497 140Sole 140
SCHWEIZ RUECKVE 485002 3031 1370Sole 1370
SWISSCOM 553397 2417 6190Sole 6190
UBS (NEW) 548595 5494 17486Sole 17486
ZURICH ALLIED 548677 2956 4620Sole 4620
ABBEY NATIONAL 000445 2783 135000Sole 135000
ALLIED ZURICH 028757 2027 150311Sole 150311
ANGLIAN WATER 041730 505 41106Sole 41106
ASSOCIATED BRIT 036931 516 73500Sole 73500
BAA 006734 975 87382Sole 87382
BARCLAYS 007820 4755 164928Sole 164928
BARRATT DEVELOPMENTS 008118 100 20900Sole 20900
BASS 024319 1621 119710Sole 119710
BBA GROUP 006774 1119 163823Sole 163823
BG 015421 2130 362969Sole 362969
BK OF SCOTLAND ORD S 007645 266 20000Sole 20000
BLUE CIRCLE IND 010585 364 63623Sole 63623
BOC GROUP 010812 500 35597Sole 35597
BOOTS CO 011144 1064 73700Sole 73700
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BPB 006870 192 44500Sole 44500
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BRITISH AIRWAYS 012905 1609 231935Sole 231935
BRITISH AMERICA 028758 1129 135318Sole 135318
BRITISH LAND CO 013670 347 40500Sole 40500
BRITISH PETROLE 013849 10347 612494Sole 612494
BRITISH SKY BRO 014119 1170 136100Sole 136100
BRITISH STEEL 014114 220 107800Sole 107800
BRITISH TELECOM 014084 11214 687173Sole 687173
BTR SIEBE PLC 080704 1399 317094Sole 317094
BUNZL 015400 135 34400Sole 34400
BURMAH CASTROL 015540 289 18900Sole 18900
CABLE & WIRELES 016255 3166 253076Sole 253076
CADBURY SCHWEPP 016124 1326 91880Sole 91880
CARLTON COMMUNI 034192 530 53700Sole 53700
CENTRICA 018390 626 354000Sole 354000
CGU (COMMERCIAL 021623 1704 108898Sole 108898
COMPASS GROUP 028801 597 51500Sole 51500
DIAGEO 023740 4171 371011Sole 371011
ELECTROCOMPONEN 030964 241 32800Sole 32800
EMI GROUP 004447 364 50864Sole 50864
FKI 032945 1415 558300Sole 558300
GENERAL ELECTRI 036533 2969 329300Sole 329300
GKN 025830 1267 83811Sole 83811
GLAXO WELLCOME 037178 12944 385896Sole 385896
GRANADA GROUP 038112 1729 85395Sole 85395
GREAT UNIVERSAL 038470 911 85100Sole 85100
GUARDIAN ROYAL 025985 312 52733Sole 52733
HALIFAX 040284 3037 248067Sole 248067
HANSON 040898 470 52400Sole 52400
HSBC HOLDINGS ( 040054 2834 87815Sole 87815
HSBC HOLDINGS ( 040049 5954 186747Sole 186747
HYDER 044928 1159 91329Sole 91329
IMI 045796 132 31000Sole 31000
IMPERIAL CHEMIC 045949 362 40400Sole 40400
JARVIS 047135 94 10500Sole 10500
JOHNSON MATTHEY 047640 140 18600Sole 18600
KINGFISHER 026201 1521 120770Sole 120770
LADBROKE GROUP 050025 515 111699Sole 111699
LAND SECURITIES 050450 586 44400Sole 44400
LEGAL & GENERAL 051111 302 102000Sole 102000
LEX SERVICE 051452 131 19700Sole 19700
LLOYDS TSB GROU 087061 7854 519548Sole 519548
MARKS & SPENCER 056540 1611 245184Sole 245184
MISYS 038578 507 49800Sole 49800
NATIONAL GRID G 024282 898 123150Sole 123150
NATIONAL POWER 063201 1043 135839Sole 135839
NATL WESTMINSTER ORD 062539 457 20000Sole 20000
NEXT 042186 296 25800Sole 25800
PEARSON 067760 1481 64900Sole 64900
PEN & ORIENTAL 068004 589 40565Sole 40565
PROVIDENT FINAN 026859 335 21601Sole 21601
PRUDENTIAL CORP 070995 2687 206000Sole 206000
RACAL ELECTRONI 071968 318 49300Sole 49300
RAILTRACK GROUP 072129 987 43133Sole 43133
RANK GROUP 072407 238 65200Sole 65200
REED INTERNATIO 073083 849 95200Sole 95200
RENTOKIL INITIA 073271 1444 234800Sole 234800
REUTERS GROUP 023691 2857 194520Sole 194520
RIO TINTO PLC R 071887 1973 143200Sole 143200
RMC GROUP 072664 288 21300Sole 21300
ROLLS-ROYCE 074776 726 171094Sole 171094
ROYAL BANK OF S 075478 1693 77861Sole 77861
ROYAL & SUN ALL 085963 1094 115941Sole 115941
SAFEWAY PLC 004924 328 83800Sole 83800
SAINSBURY (J) 076764 2036 329281Sole 329281
SCHRODERS 077940 401 17200Sole 17200
SCOT AND SOUTHERN EN 079087 808 89600Sole 89600
SCOTTISH POWER 079082 2165 248642Sole 248642
SCOTTISH & NEWC 078396 600 55400Sole 55400
SHELL TRNSPT&TRDG OR 080341 3674 546500Sole 546500
SLOUGH ESTATES 081410 171 33200Sole 33200
SMITHKLINE BEEC 013565 9321 645892Sole 645892
SMITHS INDUSTRI 081827 477 32600Sole 32600
STAGECOACH HOLD 041466 413 113300Sole 113300
TESCO 088470 1853 698991Sole 698991
THAMES WATER 029303 1191 78591Sole 78591
TI GROUP 086867 326 50400Sole 50400
UNILEVER PLC 013427 3051 330200Sole 330200
UNITED UTILITIE 064623 1724 143866Sole 143866
UTD BISCUITS(HLDG) O 027079 34 11100Sole 11100
VODAFONE GROUP 071921 6083 327994Sole 327994
WILLIAMS 029031 470 72760Sole 72760
WOLSELEY 097640 401 48862Sole 48862
ZENECA GROUP 098952 4476 94550Sole 94550
</TABLE>
