UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, DC 20549
FORM 13F
FORM 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: June30, 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 August 4, 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: 1056
Form 13F Information Table Value Total: $3,775,090
List of Other Included Managers:
No. 13F File Number Name
<PAGE>
<TABLE> <C> <C>
Cusip/ Value
Name Class Sedol x1000 Shares Discr Mgrs VotShs
AFLAC INC COM 00105510 2676 55900 Sole 55900
AES CORP COM 00130H10 4859 83600 Sole 83600
AMR CORP COM 00176510 2703 39600 Sole 39600
AT&T CORP COM 00195710 44514 797560 Sole 797560
AT&T CORP COM LIB 00195720 518 14096 Sole 14096
ABBOTT LABS COM 00282410 19231 423800 Sole 423800
ADOBE SYS INC COM 00724F10 1964 23900 Sole 23900
AETNA INC COM 00811710 1002 11200 Sole 11200
AIR PRODS & CHEMS 00915810 3148 78200 Sole 78200
ALBERTO CULVER CO 01306810 998 37500 Sole 37500
ALBERTSONS INC CO 01310410 5873 113900 Sole 113900
ALCAN ALUMINIUM LT 01371610 1645 51500 Sole 51500
ALCOA INC COM 01381710 8106 131000 Sole 131000
ALLEGHENY TELEDYNE 01741510 955 42200 Sole 42200
ALLIEDSIGNAL INC 01951210 9771 155100 Sole 155100
ALLSTATE CORP COM 02000210 10031 279600 Sole 279600
ALLTEL CORP COM 02003910 3125 43700 Sole 43700
AMERADA HESS CORP 02355110 1083 18200 Sole 18200
AMEREN CORP COM 02360810 936 24400 Sole 24400
AMERICA ONLINE INC 02364J10 26868 244240 Sole 244240
AMERICAN ELEC PWR 02553710 3711 98800 Sole 98800
AMERICAN EXPRESS C 02581610 14496 111400 Sole 111400
AMERICAN GENERAL C 02635110 2397 31800 Sole 31800
AMERICAN GREETINGS 02637510 1768 58700 Sole 58700
AMERICAN HOME PROD 02660910 17988 313500 Sole 313500
AMERICAN INTL GROU 02687410 34365 293098 Sole 293098
AMERITECH CORP NEW 03095410 18992 258400 Sole 258400
AMGEN INC COM NA 03116210 9186 150900 Sole 150900
AMSOUTH BANCORPORA 03216510 800 34500 Sole 34500
ANHEUSER BUSCH COS 03522910 8002 112800 Sole 112800
AON CORP COM 03738910 278 6750 Sole 6750
APPLE COMPUTER INC 03783310 1149 24800 Sole 24800
APPLIED MATLS INC 03822210 3129 42360 Sole 42360
ARCHER DANIELS MID 03948310 698 45200 Sole 45200
ARMSTRONG WORLD IN 04247610 2174 37600 Sole 37600
ASHLAND INC COM 04420410 1436 35800 Sole 35800
ASSOCIATES FIRST C 04600810 7400 167700 Sole 167700
ATLANTIC RICHFIELD 04882510 4471 53500 Sole 53500
AUTOMATIC DATA PRO 05301510 8078 183600 Sole 183600
AUTOZONE INC COM 05333210 2323 77100 Sole 77100
AVERY DENNISON COR 05361110 3472 57500 Sole 57500
AVON PRODS INC CO 05430310 2403 43300 Sole 43300
BB&T CORP COM 05493710 3030 82600 Sole 82600
BCE INC COM TORO 05534B95 278 5662 Sole 5662
BMC SOFTWARE INC 05592110 4541 84100 Sole 84100
BANK OF AMERICA CO 06050510 33535 457425 Sole 457425
BANK NEW YORK INC 06405710 5092 138800 Sole 138800
BANK ONE CORP COM 06423A10 18691 313796 Sole 313796
BANKBOSTON CORP C 06605R10 4254 83200 Sole 83200
BARRICK GOLD CORP 06790110 2391 123400 Sole 123400
BAXTER INTL INC C 07181310 1370 22600 Sole 22600
BECTON DICKINSON & 07588710 2091 69700 Sole 69700
BELL ATLANTIC CORP 07785310 27033 413500 Sole 413500
BELLSOUTH CORP CO 07986010 20563 445700 Sole 445700
BEMIS INC COM 08143710 2786 70100 Sole 70100
BESTFOODS COM 08658U10 5796 117100 Sole 117100
BIOMET INC COM N 09061310 942 23700 Sole 23700
BLACK & DECKER COR 09179710 1136 18000 Sole 18000
BOEING CO COM 09702310 9456 214900 Sole 214900
BOSTON SCIENTIFIC 10113710 2390 54400 Sole 54400
BRISTOL MYERS SQUI 11012210 35825 508600 Sole 508600
BURLINGTON NORTHN 12189T10 4616 148900 Sole 148900
CBS CORP COM 12490K10 4112 94400 Sole 94400
CIGNA CORP COM 12550910 1362 15300 Sole 15300
CSX CORP COM 12640810 1270 28000 Sole 28000
CVS CORP COM 12665010 1081 21300 Sole 21300
CAMPBELL SOUP CO 13442910 7091 152900 Sole 152900
CAPITAL ONE FINL C 14040H10 1888 33900 Sole 33900
CARDINAL HEALTH IN 14149Y10 4774 74450 Sole 74450
CARNIVAL CORP COM 14365810 7299 150500 Sole 150500
CAROLINA PWR & LT 14414110 5073 118500 Sole 118500
CATERPILLAR INC DE 14912310 8238 137300 Sole 137300
CENDANT CORP COM 15131310 3678 179400 Sole 179400
CENTEX CORP COM 15231210 1101 29300 Sole 29300
CENTRAL & SOUTH WE 15235710 1339 57300 Sole 57300
CENTURYTEL INC CO 15670010 1069 26900 Sole 26900
CHASE MANHATTAN CO 16161A10 18119 209460 Sole 209460
CHEVRON CORPORATIO 16675110 12815 134800 Sole 134800
CHUBB CORP COM 17123210 3600 51800 Sole 51800
CINERGY CORP COM 17247410 4730 147820 Sole 147820
CISCO SYS INC COM 17275R10 56292 873570 Sole 873570
CITIGROUP INC COM 17296710 44151 929485 Sole 929485
CLEAR CHANNEL COMM 18450210 2695 39100 Sole 39100
CLOROX CO DEL COM 18905410 2574 24100 Sole 24100
COASTAL CORP COM 19044110 3083 76600 Sole 76600
COCA COLA CO COM 19121610 42499 685400 Sole 685400
COCA COLA ENTERPRI 19121910 991 33300 Sole 33300
COLGATE PALMOLIVE 19416210 4462 45300 Sole 45300
COLUMBIA ENERGY GR 19764810 1736 27700 Sole 27700
COLUMBIA/HCA HEALT 19767710 2035 89200 Sole 89200
COMCAST CORP CL A 20030020 2595 67500 Sole 67500
COMERICA INC COM 20034010 2764 46500 Sole 46500
COMPAQ COMPUTER CO 20449310 9570 404000 Sole 404000
COMPUTER ASSOC INT 20491210 10239 187000 Sole 187000
COMPUTER SCIENCES 20536310 4303 62200 Sole 62200
COMPUWARE CORP CO 20563810 3945 124000 Sole 124000
CONAGRA INC COM 20588710 5975 224400 Sole 224400
CONSECO INC COM 20846410 3415 112200 Sole 112200
CONSOLIDATED EDISO 20911510 2190 48400 Sole 48400
CONSOLIDATED NAT G 20961510 1112 18300 Sole 18300
CONSTELLATION ENER 21037110 3238 109300 Sole 109300
COOPER INDS INC C 21666910 2787 53600 Sole 53600
COOPER TIRE & RUBR 21683110 1966 83200 Sole 83200
CORNING INC COM 21935010 2847 40600 Sole 40600
COSTCO COMPANIES I 22160Q10 2690 33600 Sole 33600
COUNTRYWIDE CR IND 22237210 1099 25700 Sole 25700
CRANE CO COM 22439910 2638 83900 Sole 83900
CROWN CORK & SEAL 22825510 941 33000 Sole 33000
DTE ENERGY CO COM 23333110 2021 49600 Sole 49600
DANA CORP COM 23581110 3362 72987 Sole 72987
DANAHER CORP DEL 23585110 895 15400 Sole 15400
DAYTON HUDSON CORP 23975310 5974 91900 Sole 91900
DEERE & CO COM 24419910 2148 54800 Sole 54800
DELL COMPUTER CORP 24702510 23769 642400 Sole 642400
DELPHI AUTOMOTIVE 24712610 2430 131353 Sole 131353
DELTA AIR LINES IN 24736110 4166 72300 Sole 72300
DELUXE CORP COM 24801910 1665 42900 Sole 42900
DILLARDS INC CL A 25406710 1187 33800 Sole 33800
DISNEY WALT CO CO 25468710 17027 552600 Sole 552600
DOLLAR GEN CORP C 25666910 2184 75325 Sole 75325
DOMINION RES INC V 25747010 1369 31600 Sole 31600
DONNELLEY R R & SO 25786710 1497 40400 Sole 40400
DOVER CORP COM 26000310 2184 62400 Sole 62400
DOW CHEM CO COM 26054310 6027 47500 Sole 47500
DOW JONES & CO INC 26056110 992 18700 Sole 18700
DU PONT E I DE NEM 26353410 19223 281400 Sole 281400
DUKE ENERGY CORP 26439910 7556 138800 Sole 138800
DUN & BRADSTREET C 26483B10 1223 34500 Sole 34500
E M C CORP MASS C 26864810 13448 244500 Sole 244500
EASTERN ENTERPRISE 27637F10 831 20900 Sole 20900
EASTMAN KODAK CO 27746110 7032 103800 Sole 103800
EATON CORP COM 27805810 2742 29800 Sole 29800
ECOLAB INC COM 27886510 894 20500 Sole 20500
EDISON INTL COM 28102010 5422 202700 Sole 202700
ELECTRONIC DATA SY 28566110 4632 81800 Sole 81800
EMERSON ELEC CO C 29101110 8327 132300 Sole 132300
ENGELHARD CORP CO 29284510 2032 89800 Sole 89800
ENRON CORP COM 29356110 5821 71200 Sole 71200
EQUIFAX INC COM 29442910 1174 32900 Sole 32900
EXXON CORP COM 30229010 46537 603400 Sole 603400
F M C CORP COM NE 30249130 1817 26600 Sole 26600
FPL GROUP INC COM 30257110 6418 117500 Sole 117500
FDX CORP COM 31304N10 2078 38300 Sole 38300
FEDERAL HOME LN MT 31340030 11513 198500 Sole 198500
FEDERAL NATL MTG A 31358610 18769 275000 Sole 275000
FEDERATED DEPT STO 31410H10 2647 50000 Sole 50000
FIFTH THIRD BANCOR 31677310 2982 44800 Sole 44800
FIRST DATA CORP C 31996310 2706 55300 Sole 55300
FIRST UN CORP COM 33735810 12049 255700 Sole 255700
FIRSTAR CORP NEW W 33763V10 3203 114400 Sole 114400
FIRSTENERGY CORP 33793210 2362 76200 Sole 76200
FLEET FINL GROUP I 33891510 7881 177600 Sole 177600
FLEETWOOD ENTERPRI 33909910 1240 46900 Sole 46900
FLUOR CORP COM 34386110 1349 33300 Sole 33300
FORD MTR CO DEL C 34537010 14510 257100 Sole 257100
FORT JAMES CORP C 34747110 5234 138200 Sole 138200
FRANKLIN RES INC 35461310 1792 44100 Sole 44100
GPU INC COM 36225X10 3219 76300 Sole 76300
GTE CORP COM 36232010 20000 264900 Sole 264900
GANNETT INC COM 36473010 4925 69000 Sole 69000
GAP INC DEL COM 36476010 11833 234900 Sole 234900
GATEWAY INC COM 36762610 4294 72700 Sole 72700
GENERAL DYNAMICS C 36955010 2335 33900 Sole 33900
GENERAL ELEC CO C 36960410 96818 856800 Sole 856800
GENERAL MLS INC C 37033410 6340 78880 Sole 78880
GENERAL MTRS CORP 37044210 13477 204200 Sole 204200
GENUINE PARTS CO 37246010 3595 102700 Sole 102700
GEORGIA PAC CORP 37329810 1777 37500 Sole 37500
GILLETTE CO COM 37576610 12940 315600 Sole 315600
GOLDEN WEST FINL C 38131710 2127 21700 Sole 21700
GOODRICH B F CO C 38238810 1772 41700 Sole 41700
GOODYEAR TIRE & RU 38255010 3305 56200 Sole 56200
GRAINGER W W INC 38480210 2325 43200 Sole 43200
GUIDANT CORP COM 40169810 2753 53840 Sole 53840
HALLIBURTON CO CO 40621610 2118 46800 Sole 46800
HARRAHS ENTMT INC 41361910 1577 71500 Sole 71500
HARRIS CORP DEL C 41387510 1093 27900 Sole 27900
HARTFORD FINL SVCS 41651510 1265 21700 Sole 21700
HEALTHSOUTH CORP 42192410 1485 99800 Sole 99800
HEINZ H J CO COM 42307410 7033 140300 Sole 140300
HERCULES INC COM 42705610 672 17100 Sole 17100
HERSHEY FOODS CORP 42786610 1787 30100 Sole 30100
HEWLETT PACKARD CO 42823610 27276 271400 Sole 271400
HOME DEPOT INC CO 43707610 25749 399600 Sole 399600
HOMESTAKE MNG CO 43761410 1035 126400 Sole 126400
HONEYWELL INC COM 43850610 6779 58500 Sole 58500
HOUSEHOLD INTL INC 44181510 6997 147700 Sole 147700
HUNTINGTON BANCSHA 44615010 868 24800 Sole 24800
IMS HEALTH INC CO 44993410 4553 145700 Sole 145700
ILLINOIS TOOL WKS 45230810 7297 89260 Sole 89260
INGERSOLL RAND CO 45686610 2772 42900 Sole 42900
INTEL CORP COM N 45814010 55520 933100 Sole 933100
INTERNATIONAL BUSI 45920010 62467 483300 Sole 483300
INTERNATIONAL FLAV 45950610 3556 80800 Sole 80800
INTL PAPER CO COM 46014610 2533 50400 Sole 50400
INTERPUBLIC GROUP 46069010 3612 41700 Sole 41700
JEFFERSON PILOT CO 47507010 1675 25300 Sole 25300
JOHNSON & JOHNSON 47816010 37083 378400 Sole 378400
JOHNSON CTLS INC 47836610 1865 26900 Sole 26900
KELLOGG CO COM 48783610 4168 126300 Sole 126300
KERR MCGEE CORP C 49238610 1220 24300 Sole 24300
KEYCORP NEW COM 49326710 4787 149000 Sole 149000
KIMBERLY CLARK COR 49436810 8607 151000 Sole 151000
KNIGHT RIDDER INC 49904010 1041 18900 Sole 18900
KOHLS CORP COM 50025510 1914 24900 Sole 24900
KROGER CO COM 50104410 7566 270800 Sole 270800
LILLY ELI & CO CO 53245710 18716 261300 Sole 261300
LIMITED INC COM 53271610 1357 29900 Sole 29900
LIZ CLAIBORNE INC 53932010 1241 34000 Sole 34000
LOCKHEED MARTIN CO 53983010 2291 61500 Sole 61500
LOEWS CORP COM 54042410 736 9300 Sole 9300
LOUISIANA PAC CORP 54634710 1153 48300 Sole 48300
LOWES COS INC COM 54866110 3909 68960 Sole 68960
LUCENT TECHNOLOGIE 54946310 51113 757930 Sole 757930
MBIA INC COM 55262C10 1392 21500 Sole 21500
MBNA CORP COM 55262L10 8212 268150 Sole 268150
MCI WORLDCOM INC 55268B10 35994 418230 Sole 418230
MGIC INVT CORP WIS 55284810 1454 29900 Sole 29900
MARSH & MCLENNAN C 57174810 7065 93350 Sole 93350
MASCO CORP COM 57459910 5781 200200 Sole 200200
MATTEL INC COM 57708110 3062 117200 Sole 117200
MAY DEPT STORES CO 57777810 6256 153050 Sole 153050
MAYTAG CORP COM 57859210 1326 19000 Sole 19000
MCDONALDS CORP CO 58013510 14674 356800 Sole 356800
MCKESSON HBOC INC 58155Q10 1780 55306 Sole 55306
MEDIAONE GROUP INC 58440J10 7066 95000 Sole 95000
MEDTRONIC INC COM 58505510 12874 165320 Sole 165320
MELLON BK CORP CO 58550910 5387 148100 Sole 148100
MERCK & CO INC CO 58933110 47720 648100 Sole 648100
MEREDITH CORP COM 58943310 1503 43400 Sole 43400
MERRILL LYNCH & CO 59018810 7084 89100 Sole 89100
MICROSOFT CORP CO 59491810 119815 1328500 Sole 1328500
MICRON TECHNOLOGY 59511210 790 19500 Sole 19500
MILACRON INC COM 59870910 620 33500 Sole 33500
MINNESOTA MNG & MF 60405910 12467 143400 Sole 143400
MOBIL CORP COM 60705910 18076 183040 Sole 183040
MONSANTO CO COM 61166210 3074 77700 Sole 77700
MORGAN J P & CO IN 61688010 6561 46700 Sole 46700
MORGAN STANLEY DEA 61744644 16008 156000 Sole 156000
MOTOROLA INC COM 62007610 11825 124800 Sole 124800
NABISCO GROUP HLDG 62952P10 1479 75600 Sole 75600
NALCO CHEM CO COM 62985310 1842 35500 Sole 35500
NATIONAL CITY CORP 63540510 6033 92100 Sole 92100
NATIONAL SVC INDS 63765710 1663 46200 Sole 46200
NAVISTAR INTL CORP 63934E10 1345 26900 Sole 26900
NEW YORK TIMES CO 65011110 1027 27900 Sole 27900
NEWELL RUBBERMAID 65122910 4438 95700 Sole 95700
NEXTEL COMMUNICATI 65332V10 1586 31600 Sole 31600
NICOR INC COM 65408610 2680 70400 Sole 70400
NIKE INC CL B 65410610 1667 26300 Sole 26300
NORDSTROM INC COM 65566410 1139 34000 Sole 34000
NORFOLK SOUTHERN C 65584410 2862 95000 Sole 95000
NORTEL NETWORKS CO 65656910 12241 141000 Sole 141000
NORTEL NETWORKS CO 65656995 399 4607 Sole 4607
NORTHN STS PWR CO 66577210 2090 86400 Sole 86400
NORTHERN TR CORP 66585910 1271 13100 Sole 13100
NORTHROP GRUMMAN C 66680710 1499 22600 Sole 22600
NUCOR CORP COM 67034610 806 17000 Sole 17000
OMNICOM GROUP INC 68191910 1456 18200 Sole 18200
ONEOK INC NEW COM 68268010 1095 34500 Sole 34500
ORACLE CORP COM 68389X10 16866 454300 Sole 454300
OWENS CORNING COM 69073F10 887 25800 Sole 25800
OWENS ILL INC COM 69076840 2072 63400 Sole 63400
PECO ENERGY CO CO 69330410 750 17900 Sole 17900
PG&E CORP COM 69331C10 568 17500 Sole 17500
PNC BK CORP COM 69347510 3579 62100 Sole 62100
P P & L RES INC C 69349910 1015 33000 Sole 33000
PPG INDS INC COM 69350610 3892 65900 Sole 65900
PACCAR INC COM N 69371810 1409 26400 Sole 26400
PACIFICORP COM 69511410 1461 79500 Sole 79500
PALL CORP COM 69642930 1056 47600 Sole 47600
PARAMETRIC TECHNOL 69917310 941 67800 Sole 67800
PARKER HANNIFIN CO 70109410 1661 36300 Sole 36300
PAYCHEX INC COM 70432610 2338 73350 Sole 73350
PENNEY J C INC CO 70816010 3127 64400 Sole 64400
PEOPLES ENERGY COR 71103010 486 12900 Sole 12900
PEPSICO INC COM 71344810 16814 434600 Sole 434600
PHARMACIA & UPJOHN 71694110 3727 65600 Sole 65600
PFIZER INC COM 71708110 36213 332200 Sole 332200
PHELPS DODGE CORP 71726510 520 8400 Sole 8400
PHILIP MORRIS COS 71815410 27790 691500 Sole 691500
PHILLIPS PETE CO 71850710 1942 38600 Sole 38600
PITNEY BOWES INC 72447910 4163 64800 Sole 64800
POTLATCH CORP COM 73762810 743 16900 Sole 16900
PRAXAIR INC COM 74005P10 3876 79200 Sole 79200
PROCTER & GAMBLE C 74271810 33281 372900 Sole 372900
PROGRESSIVE CORP O 74331510 1523 10500 Sole 10500
PROVIDIAN FINL COR 74406A10 1487 15950 Sole 15950
PUBLIC SVC ENTERPR 74457310 2453 60100 Sole 60100
PULTE CORP COM 74586710 1026 44500 Sole 44500
RALSTON PURINA CO 75127730 3695 121400 Sole 121400
RAYTHEON CO CL B 75511140 2580 36600 Sole 36600
REGIONS FINL CORP 75894010 1088 28300 Sole 28300
RELIANT ENERGY INC 75952J10 751 27200 Sole 27200
RITE AID CORP COM 76775410 3194 129700 Sole 129700
ROCKWELL INTL CORP 77390310 2691 44300 Sole 44300
ROHM & HAAS CO CO 77537110 1822 42500 Sole 42500
ROYAL DUTCH PETE C 78025780 29890 496100 Sole 496100
RYDER SYS INC COM 78354910 997 38700 Sole 38700
SBC COMMUNICATIONS 78387G10 28060 483800 Sole 483800
SLM HLDG CORP COM 78442A10 2977 64990 Sole 64990
SAFEWAY INC COM N 78651420 8450 170700 Sole 170700
ST PAUL COS INC C 79286010 1295 40700 Sole 40700
SARA LEE CORP COM 80311110 7199 317300 Sole 317300
SCHERING PLOUGH CO 80660510 20766 395500 Sole 395500
SCHLUMBERGER LTD 80685710 6751 106000 Sole 106000
SCHWAB CHARLES COR 80851310 10520 96500 Sole 96500
SEAGRAM LTD COM 81185010 1229 24400 Sole 24400
SEALED AIR CORP NE 81211K10 1272 19600 Sole 19600
SEARS ROEBUCK & CO 81238710 8066 181000 Sole 181000
SEMPRA ENERGY COM 81685110 2448 108200 Sole 108200
SERVICE CORP INTL 81756510 1630 84700 Sole 84700
SHARED MED SYS COR 81948610 1573 24100 Sole 24100
SHERWIN WILLIAMS C 82434810 3691 133000 Sole 133000
SIGMA ALDRICH CORP 82655210 3737 108500 Sole 108500
SNAP ON INC COM 83303410 3134 86600 Sole 86600
SOLECTRON CORP CO 83418210 5962 89400 Sole 89400
SOUTHERN CO COM 84258710 6469 244100 Sole 244100
SOUTHTRUST CORP C 84473010 729 19000 Sole 19000
SOUTHWEST AIRLS CO 84474110 2924 93950 Sole 93950
SPRINGS INDS INC 85178310 593 13600 Sole 13600
SPRINT CORP COM F 85206110 5072 95700 Sole 95700
SPRINT CORP PCS C 85206150 5598 98200 Sole 98200
STANLEY WKS COM 85461610 1162 36100 Sole 36100
STAPLES INC COM 85503010 5041 162950 Sole 162950
STATE STR CORP CO 85747710 2928 34300 Sole 34300
SUMMIT BANCORP CO 86600510 1397 33400 Sole 33400
SUN MICROSYSTEMS I 86681010 12852 186600 Sole 186600
SUNTRUST BKS INC 86791410 6430 92600 Sole 92600
SUPERVALU INC COM 86853610 986 38100 Sole 38100
SYNOVUS FINL CORP 87161C10 1103 55500 Sole 55500
SYSCO CORP COM 87182910 4779 160300 Sole 160300
TJX COS INC NEW C 87254010 4587 137700 Sole 137700
TRW INC COM 87264910 4231 77100 Sole 77100
TELLABS INC COM 87966410 10587 156700 Sole 156700
TENNECO INC NEW C 88037E10 960 40200 Sole 40200
TEXACO INC COM 88169410 4872 78100 Sole 78100
TEXAS INSTRS INC 88250810 12428 86300 Sole 86300
TEXAS UTILS CO CO 88284810 4120 99400 Sole 99400
TEXTRON INC COM 88320310 4531 55044 Sole 55044
THOMAS & BETTS COR 88431510 1134 24000 Sole 24000
3COM CORP COM NA 88553510 1377 51600 Sole 51600
TIME WARNER INC C 88731510 15965 219800 Sole 219800
TRANSAMERICA CORP 89348510 810 10800 Sole 10800
TRICON GLOBAL REST 89595310 1808 33400 Sole 33400
TRIBUNE CO NEW CO 89604710 3163 36300 Sole 36300
TUPPERWARE CORP C 89989610 1487 58300 Sole 58300
TYCO INTL LTD NEW 90212410 20330 214560 Sole 214560
USX MARATHON GROUP 90290582 3728 114500 Sole 114500
UST INC COM 90291110 2365 80700 Sole 80700
US BANCORP DEL CO 90297310 7869 235700 Sole 235700
USX-U S STL COM 90337T10 494 18300 Sole 18300
UNILEVER N V N Y 90478470 12242 175515 Sole 175515
UNICOM CORP COM 90491110 1045 27100 Sole 27100
UNION CARBIDE CORP 90558110 936 19200 Sole 19200
UNION PAC RES GROU 90783410 1241 76100 Sole 76100
UNION PLANTERS COR 90806810 831 18600 Sole 18600
UNISYS CORP COM 90921410 588 15100 Sole 15100
UNITED HEALTHCARE 91058110 872 13920 Sole 13920
US AIRWAYS GROUP I 91190510 1337 30700 Sole 30700
U S WEST INC NEW 91273H10 10220 173958 Sole 173958
UNITED TECHNOLOGIE 91301710 10765 149520 Sole 149520
UNOCAL CORP COM 91528910 1260 31800 Sole 31800
UNUMPROVIDENT CORP 91529Y10 1559 28473 Sole 28473
V F CORP COM 91820410 1319 30860 Sole 30860
VIACOM INC CL B 92552430 2402 54582 Sole 54582
WACHOVIA CORP COM 92977110 5459 63800 Sole 63800
WAL MART STORES IN 93114210 52863 1095600 Sole 1095600
WALGREEN CO COM 93142210 5951 202600 Sole 202600
WARNER LAMBERT CO 93448810 16197 234300 Sole 234300
WASHINGTON MUT INC 93932210 5824 163784 Sole 163784
WASTE MGMT INC DEL 94106L10 7783 144800 Sole 144800
WATSON PHARMACEUTI 94268310 729 20800 Sole 20800
WELLPOINT HEALTH N 94973H10 1409 16600 Sole 16600
WELLS FARGO & CO N 94974610 17868 417966 Sole 417966
WESTVACO CORP COM 96154810 870 30000 Sole 30000
WEYERHAEUSER CO C 96216610 2035 29600 Sole 29600
WILLIAMS COS INC D 96945710 2251 52880 Sole 52880
WINN DIXIE STORES 97428010 1289 34900 Sole 34900
WRIGLEY WM JR CO 98252610 1650 18500 Sole 18500
XEROX CORP COM 98412110 8735 147900 Sole 147900
AUSTRIAN AIRLINES 528872 274 11360 Sole 11360
BK AUSTRIA AG NPV 499962 1116 21208 Sole 21208
OEST ELEKTRIZITATS 466160 1035 7108 Sole 7108
OMV AG ATS100(VAR) 465145 500 5600 Sole 5600
AMCOR LIMITED NPV 606660 275 49500 Sole 49500
AMP LIMITED NPV 611571 740 67700 Sole 67700
AUST GAS LIGHT CO 606496 224 36805 Sole 36805
BORAL LIMITED NPV 611220 186 109711 Sole 109711
BRAMBLES INDS LTD 612000 503 19100 Sole 19100
BROKEN HILL PTY NP 614469 1743 150484 Sole 150484
COCA-COLA AMATIL N 612345 316 78512 Sole 78512
COLES MYER LIMITED 620990 519 89202 Sole 89202
COLONIAL LTD NPV 609463 189 53400 Sole 53400
CSR LIMITED NPV 623864 260 90900 Sole 90900
DELTA GOLD NL NPV 626066 96 67400 Sole 67400
EMAIL LIMITED NPV 631300 19 10000 Sole 10000
FAULDING(FH)&CO NP 633260 145 23777 Sole 23777
FOSTERS BREWING GP 634926 459 163000 Sole 163000
FUTURIS CORP NPV 635785 58 39500 Sole 39500
GEN PROPERTY TST U 636586 77 47357 Sole 47357
GOODMAN FIELDR NPV 633654 110 123790 Sole 123790
JAMES HARDIE INDS 640940 158 59700 Sole 59700
LEIGHTON HOLDINGS 651122 219 56000 Sole 56000
LEND LEASE CORP NP 651200 531 38711 Sole 38711
MIM HOLDINGS LTD N 655016 43 60400 Sole 60400
NATL AUSTRALIA BK 662460 1912 115542 Sole 115542
NEWS CORPORATION N 688692 1364 159921 Sole 159921
NEWS CORPORATION P 662075 922 121029 Sole 121029
NORMANDY MINING NP 664520 84 125645 Sole 125645
NORTH LTD NPV 664403 224 110427 Sole 110427
ORICA LIMITED NPV 645800 239 43787 Sole 43787
PACIFIC DUNLOP LTD 628661 148 102900 Sole 102900
PIONEER INTL NPV 668870 257 100700 Sole 100700
QBE INS GROUP NPV 671574 143 37607 Sole 37607
RIO TINTO LIMITED 622010 293 17877 Sole 17877
ROTHMANS HLDGS NPV 675213 131 13800 Sole 13800
SANTOS LIMITED NPV 677670 163 49700 Sole 49700
SMITH(HOWARD)LTD N 681630 78 10142 Sole 10142
SOUTHCORP LTD NPV 676468 259 64260 Sole 64260
TABCORP HLDGS LTD 687326 157 23300 Sole 23300
TELSTRA CORP NPV 608728 2442 426200 Sole 426200
WESFARMERS NPV 694883 93 10300 Sole 10300
WESTFIELD TRUST UN 695631 134 66448 Sole 66448
WESTPAC BKG CORP N 607614 988 152286 Sole 152286
WMC NPV AUSTRA 695498 231 53852 Sole 53852
WOOLWORTHS LTD NPV 698123 162 48600 Sole 48600
BARCO NV NPV B 408904 432 2680 Sole 2680
CBR (CIMENTERIES) 416140 557 6050 Sole 6050
COLRUYT SA NPV 421185 523 795 Sole 795
DELHAIZE-LE LION N 426211 376 4410 Sole 4410
D'IETEREN TRADING 424749 323 700 Sole 700
ELECTRABEL NPV 429479 3730 11551 Sole 11551
FORTIS B NPV B 559659 4594 146227 Sole 146227
GPE BRUXELLES LAM 439155 1008 5962 Sole 5962
KBC BANKVERZEKERIN 449774 3807 64175 Sole 64175
SOLVAY SA NPV 482110 1309 19719 Sole 19719
TRACTEBEL INV INTL 490030 2714 19347 Sole 19347
UCB NPV BELGIU 559699 1297 30296 Sole 30296
DANISCO A/S DKK20 415558 217 4800 Sole 4800
DEN DANSKE BANK AS 426292 499 4600 Sole 4600
D/S 1912 'B'DKK100 424875 763 86 Sole 86
D/S SVENDBORG 'B'D 425304 595 48 Sole 48
NOVO-NORDISK AS DK 515465 735 6800 Sole 6800
TELE DANMARK A/S D 569879 789 16020 Sole 16020
UNIDANMARK 'A'DKK1 491418 364 5450 Sole 5450
MERITA OYJ ORD NPV 482717 994 174910 Sole 174910
NOKIA (AB) OY EUR0 565521 23284 265526 Sole 265526
OUTOKUMPU OYJ 'A'N 466514 184 16400 Sole 16400
POHJOLA-YHTYMA OYJ 469194 479 9320 Sole 9320
RAISIO YHTYMA OYJ 544663 194 20900 Sole 20900
SONERA-YHTYMA OYJ 555658 1949 89100 Sole 89100
TIETOENATOR OYJ OR 547970 279 6700 Sole 6700
UPM-KYMMENE OYJ NP 505125 1872 65287 Sole 65287
ACCOR FRF100 FRF F 411232 1949 7758 Sole 7758
AIR LIQUIDE(L') EU 401140 2844 18079 Sole 18079
ALCATEL EUR10 421682 6349 45087 Sole 45087
AXA EUR9.15 FR 402692 9416 77147 Sole 77147
BOUYGUES FRF50 FRF 411515 1529 5783 Sole 5783
BQE NATL PARIS EUR 413366 4165 49963 Sole 49963
CANAL PLUS EUR0.75 417172 1288 4590 Sole 4590
CAP GEMINI EUR8 416343 2613 16622 Sole 16622
CARREFOUR EUR2.5 564156 7577 51536 Sole 51536
CASINO GUICH-PERR 417841 1626 18544 Sole 18544
CIE DE ST-GOBAIN E 476837 3219 20195 Sole 20195
CSF(THOMSON) FRF20 416279 1223 35179 Sole 35179
DANONE FRF10 FRF F 407023 4364 16922 Sole 16922
DASSAULT SYSTEMES 533004 830 25110 Sole 25110
ELF AQUITAINE EUR8 482408 8214 55952 Sole 55952
ERIDANIA BEGHIN SA 408940 834 5817 Sole 5817
ESSILOR INTL FRF20 430376 746 2386 Sole 2386
EURAFRANCE FRF200 432154 564 907 Sole 907
FRANCE TELECOM FRF 517617 14907 197265 Sole 197265
GROUPE GTM EUR8 435879 225 2100 Sole 2100
IMETAL FRF50 FRF F 445776 478 3220 Sole 3220
LAFARGE FRF25(BR) 450270 2161 22723 Sole 22723
LAGARDERE SCA FRF4 454721 949 25480 Sole 25480
LEGRAND EUR2 F 455858 1318 6472 Sole 6472
LVMH MOET HENNSSEY 453564 5957 20339 Sole 20339
LVMH MOET HENNSSEY 570884 519 17449 Sole 17449
L'OREAL FRF10 FRF 453478 9573 14155 Sole 14155
MICHELIN(CGDE) EUR 458836 1263 30868 Sole 30868
PATHE NPV FRAN 502134 521 4342 Sole 4342
PECHINEY 'A'EUR15. 494379 717 16662 Sole 16662
PERNOD-RICARD FRF2 468232 788 11747 Sole 11747
PEUGEOT SA FRF35 F 468382 1317 8344 Sole 8344
PIN-PRINTEMPS-REDO 550507 4445 25891 Sole 25891
PROMODES FRF20 FRF 470667 3111 4738 Sole 4738
RHONE-POULENC SA E 473681 3844 84093 Sole 84093
SAGEM SA FRF50 FRF 477141 610 912 Sole 912
SANOFI-SYNTHELABO 567173 4941 116384 Sole 116384
SCHNEIDER ELECTRIC 483410 1741 31002 Sole 31002
SEITA FRF50 FRF FR 479883 752 13017 Sole 13017
SIDEL EUR2.4 F 509243 806 6625 Sole 6625
SOC GENERALE EUR5 481775 7150 40553 Sole 40553
SODEXHO ALLIANCE F 481830 1222 7092 Sole 7092
SUEZ LYONN EAUX EU 454043 5559 30806 Sole 30806
TECHNIP FRF20 FRF 487416 594 5290 Sole 5290
TOTAL FINA EUR10 563827 2482 19197 Sole 19197
TOTAL FINA EUR10 490541 6908 53524 Sole 53524
USINOR FRF20 FRF F 489454 727 48800 Sole 48800
VALEO EUR3 FRA 493757 1647 19958 Sole 19958
VIVENDI EUR5.5 568723 7231 89232 Sole 89232
ADIDAS-SALOMON AG 403197 907 9158 Sole 9158
ALLIANZ AG NPV(REG 523148 14791 53260 Sole 53260
AMB AACH & MUN BET 533507 807 8382 Sole 8382
BASF AG NPV GE 508657 5811 131520 Sole 131520
BAYER AG ORD NPV 506921 6473 155320 Sole 155320
BAYER HYPO-VEREINS 432541 5775 89024 Sole 89024
BEIERSDORF AG SER' 510740 1204 18090 Sole 18090
CONTINENTAL AG ORD 459858 701 29510 Sole 29510
DAIMLERCHRYSLER AG 552902 18478 213065 Sole 213065
DEUTSCHE BANK AG O 432667 7492 122784 Sole 122784
DEUTSCHE LUFTHANSA 528748 1547 85237 Sole 85237
DEUTSCHE TELEKOM O 511938 19251 458418 Sole 458418
DRESDNER BANK AG O 435587 4488 114839 Sole 114839
DYCKERHOFF AG NON 429362 212 700 Sole 700
HEIDELBERGER ZEMEN 512067 974 11827 Sole 11827
HOCHTIEF AG DEM5 D 510866 722 15710 Sole 15710
KARSTADT AG DEM50( 448410 505 1050 Sole 1050
LINDE AG DEM50 DEM 451700 1164 1941 Sole 1941
MAN AG ORD NPV 556352 799 23410 Sole 23410
MANNESMANN AG ORD 546095 12613 84472 Sole 84472
MERCK KGAA ORD NPV 474184 1411 43398 Sole 43398
METRO AG ORD NPV 504141 3800 61061 Sole 61061
MUNCHENER RUCKVERS 529412 6757 36428 Sole 36428
PREUSSAG AG NPV 566629 1997 37140 Sole 37140
RWE AG NON VTG PRF 500731 763 21910 Sole 21910
RWE AG NPV GER 500730 4624 99850 Sole 99850
SAP AG NON-VTG PRF 484686 3922 9816 Sole 9816
SAP AG ORD NPV 484628 4661 13756 Sole 13756
SCHERING AG ORD NP 484575 1818 17132 Sole 17132
SGL CARBON AG ORD 481835 224 2900 Sole 2900
SIEMENS AG DEM5 DE 504773 10254 132875 Sole 132875
THYSSEN KRUPP AG N 563692 2027 92160 Sole 92160
VEBA AG DEM5 DEM G 494290 6166 104820 Sole 104820
VIAG AG DEM50(VAR) 492924 2860 6062 Sole 6062
VOLKSWAGEN AG NON 549716 599 16150 Sole 16150
VOLKSWAGEN AG ORD 549710 4611 71920 Sole 71920
BK OF EAST ASIA HK 607564 414 163570 Sole 163570
CABLE&WIRELESS HKT 643646 2357 907700 Sole 907700
CATHAY PACIFIC AIR 617975 219 143000 Sole 143000
CHEUNG KONG(HLDGS) 619027 1690 190000 Sole 190000
CHINESE ESTATES HL 619118 44 241000 Sole 241000
CLP HOLDINGS HKD5 609701 957 197000 Sole 197000
HANG LUNG DEVEL CO 640835 198 160000 Sole 160000
HANG SENG BANK HKD 640837 1757 157100 Sole 157100
HONGKONG&CHINA GAS 643655 613 423070 Sole 423070
HUTCHISON WHAMPOA 644806 2635 291000 Sole 291000
HYSAN DEVELOPMENT 644962 148 98000 Sole 98000
JOHNSON ELEC HLDGS 612633 297 72000 Sole 72000
MIRAMAR HTEL & INV 659645 37 30000 Sole 30000
NEW WORLD DEVEL CO 663376 472 157557 Sole 157557
SHANGRI-LA ASIA HK 677103 84 68000 Sole 68000
SINO LAND CO HKD1 681042 214 372933 Sole 372933
STH CHINA MORN PST 682465 81 144000 Sole 144000
SUN HUNG KAI PROP 685992 1757 192727 Sole 192727
SWIRE PACIFIC 'A'H 686774 579 117000 Sole 117000
TELEVISION BROADCT 688167 197 42000 Sole 42000
WHARF(HLDGS) HKD1 643557 568 182000 Sole 182000
WING LUNG BANK HKD 697221 262 67200 Sole 67200
ALLIED IRISH BANKS 402068 2592 197073 Sole 197073
CRH ORD EUR0.32(DU 418224 1586 89388 Sole 89388
IRISH LIFE & PERM 445525 346 32717 Sole 32717
KERRY GROUP 'A'ORD 451957 499 42130 Sole 42130
SMURFIT(JEFFERSON) 481615 203 86560 Sole 86560
ALITALIA LINEE ITL 514034 676 260000 Sole 260000
ARN MONDADORI EDIT 404904 191 11000 Sole 11000
ASSIC GENERALI SPA 405671 7350 212022 Sole 212022
BCA COMM ITALIANA 407294 3328 455631 Sole 455631
BCA INTESA SPA DI 407684 369 164680 Sole 164680
BCA INTESA SPA ITL 407683 2017 419491 Sole 419491
BCA POP DI MILANO 407216 595 77018 Sole 77018
BENETTON GROUP SPA 548667 852 432479 Sole 432479
BULGARI SPA ITL125 525647 262 39000 Sole 39000
EDISON EUR1 IT 476446 1126 129910 Sole 129910
ENI ITL1000(REGD) 443639 9916 1660037 Sole 1660037
FIAT SPA ITL1000 I 433560 2686 847955 Sole 847955
FIAT SPA PRIV ITL1 433562 593 369528 Sole 369528
INA(IST NAZ ASS) I 453493 2388 1028599 Sole 1028599
ITALCEMENTI ITL200 445007 617 48624 Sole 48624
ITALGAS(SOC ITAL) 446820 231 54990 Sole 54990
MEDIASET ITL1000 I 507794 2539 285506 Sole 285506
MEDIOBANCA SPA ITL 457481 1193 113902 Sole 113902
MONTEDISON SPA EUR 567612 990 607513 Sole 607513
OLIVETTI SPA ITL10 529422 1441 599264 Sole 599264
OLIVETTI SPA NEW I 570845 71 528094 Sole 528094
PARMALAT FINANZ IT 471440 560 427118 Sole 427118
PIRELLI SPA EUR0.5 468990 1286 472314 Sole 472314
RAS DI RISP ITL100 471826 187 22200 Sole 22200
RAS ITL1000 ITL IT 471824 874 89887 Sole 89887
SAN PAOLO-IMI SPA 555657 3959 290698 Sole 290698
SIRTI SPA ITL1000 481189 99 20523 Sole 20523
TELECOM ITALIA SPA 529750 8651 831902 Sole 831902
TELECOM ITALIA SPA 529731 485 89370 Sole 89370
T.I.M.SPA DI RISP 487673 564 153080 Sole 153080
T.I.M.SPA EUR0.05 487674 9790 1638938 Sole 1638938
UNICREDITO ITALIAN 423244 4722 1074448 Sole 1074448
UNIONE IMMOBILIARE 556178 137 308800 Sole 308800
77TH BANK JPY50 JP 680416 359 41000 Sole 41000
ACOM CO JPY50 JPY 604978 1356 15700 Sole 15700
ADVANTEST JPY50 JP 687049 1000 9100 Sole 9100
AJINOMOTO CO INC J 601090 616 54000 Sole 54000
ALPS ELECTRIC CO J 602150 468 20000 Sole 20000
AMADA CO JPY50 JPY 602210 191 27000 Sole 27000
AMANO CORPORATION 602730 115 14000 Sole 14000
AOKI CORP JPY50 JP 604576 63 99000 Sole 99000
AOYAMA TRADING CO 604587 202 6400 Sole 6400
ASAHI BANK JPY50 J 649936 1414 295000 Sole 295000
ASAHI BREWERIES JP 605440 523 42000 Sole 42000
ASAHI CHEMICAL IND 605460 787 142000 Sole 142000
ASAHI GLASS CO JPY 605520 830 128000 Sole 128000
BK OF TOKYO-MITSUB 607036 7018 493000 Sole 493000
BK OF YOKOHAMA JPY 698644 442 172000 Sole 172000
BRIDGESTONE CORP J 613210 2691 89000 Sole 89000
BROTHER INDUSTRIES 614650 238 69000 Sole 69000
CANON INC JPY50 JP 617232 2703 94000 Sole 94000
CASIO COMPUTER CO 617896 304 40000 Sole 40000
CHIBA BANK JPY50 J 619056 203 55000 Sole 55000
CHUGAI PHARM CO JP 619640 162 15000 Sole 15000
CITIZEN WATCH CO J 619730 139 16000 Sole 16000
COSMO OIL COMPANY 622633 242 132000 Sole 132000
CREDIT SAISON CO J 659180 299 14300 Sole 14300
CSK CORPORATION JP 621555 216 9500 Sole 9500
DAI NIPPON PRINTNG 625090 1279 80000 Sole 80000
DAICEL CHEM INDS J 625054 195 53000 Sole 53000
DAIICHI PHARM CO J 625021 372 24000 Sole 24000
DAIKIN INDUSTRIES 625072 348 30000 Sole 30000
DAIMARU INC JPY50 625076 396 81000 Sole 81000
DAINIPPON INK&CHEM 625082 221 65000 Sole 65000
DAITO TRUST CONST 625050 152 13600 Sole 13600
DAIWA HOUSE INDS J 625136 515 49000 Sole 49000
DAIWA KOSHO LEASE 625141 57 13000 Sole 13000
DAIWA SECS GROUP J 625144 839 127000 Sole 127000
DENKI KAGAKU KOGYO 630982 90 41000 Sole 41000
DENSO CORP JPY50 J 664038 2093 103000 Sole 103000
EAST JAPAN RAILWAY 629854 2170 404 Sole 404
EBARA CORP JPY50 J 630270 202 17000 Sole 17000
EISAI CO JPY50 JPY 630720 502 25500 Sole 25500
EZAKI GLICO CO JPY 632770 216 36000 Sole 36000
FANUC JPY50 JPY JA 635693 1246 23200 Sole 23200
FUJI BANK JPY50 JP 635628 2413 346000 Sole 346000
FUJI PHOTO FILM CO 635652 1816 48000 Sole 48000
FUJIKURA JPY50 JPY 635670 181 38000 Sole 38000
FUJITA KANKO INC J 635692 171 18000 Sole 18000
FUJITSU JPY50 JPY 635694 3621 180000 Sole 180000
FURUKAWA ELECTRIC 635756 720 157000 Sole 157000
GUNZE JPY50 JPY JA 639870 100 38000 Sole 38000
HANKYU CORP JPY50 640866 258 65000 Sole 65000
HANKYU DEPT STORES 640870 226 34000 Sole 34000
HIGO BANK JPY50 JP 642604 110 27000 Sole 27000
HIROSE ELECTRIC JP 642872 342 3300 Sole 3300
HITACHI JPY50 JPY 642910 2991 319000 Sole 319000
HITACHI ZOSEN CORP 642930 86 71000 Sole 71000
HOKURIKU BANK JPY5 643316 155 78000 Sole 78000
HONDA MOTOR CO JPY 643514 4450 105000 Sole 105000
HOUSE FOODS CORP J 644050 192 13000 Sole 13000
HOYA CORP JPY50 JP 644150 677 12000 Sole 12000
INAX CORPORATION J 646150 104 17000 Sole 17000
IND BANK JAPAN JPY 646284 2149 271000 Sole 271000
ISETAN CO JPY50 JP 646684 138 16000 Sole 16000
ITOHAM FOODS INC J 646790 114 28000 Sole 28000
ITO-YOKADO CO JPY5 646794 2945 44000 Sole 44000
JACCS CO JPY50 JPY 646862 105 23000 Sole 23000
JAPAN AIR LINES CO 647187 592 179000 Sole 179000
JAPAN ENERGY CORP 664120 215 183000 Sole 183000
JOYO BANK JPY50 JP 647976 354 91000 Sole 91000
JUSCO CO JPY50 JPY 648004 745 41000 Sole 41000
KAMIGUMI CO JPY50 648266 215 42000 Sole 42000
KANDENKO CO JPY50 648358 239 39000 Sole 39000
KANEKA CORP JPY50 648336 405 43000 Sole 43000
KANSAI ELEC POWER 648348 1883 99100 Sole 99100
KANSAI PAINT CO JP 648374 368 120000 Sole 120000
KAO CORP JPY50 JPY 648380 1601 57000 Sole 57000
KAWASAKI HEAVY IND 648462 488 180000 Sole 180000
KAWASAKI KISEN KAI 648468 274 127000 Sole 127000
KAWASAKI STEEL CP 648466 349 187000 Sole 187000
KIKKOMAN CORP JPY5 649080 169 20000 Sole 20000
KINDEN CORPORATION 649292 298 27600 Sole 27600
KINKI NIPPON RLWY 649296 836 170000 Sole 170000
KIRIN BREWERY CO J 649374 1282 107000 Sole 107000
KOKUYO CO JPY50 JP 649650 274 17000 Sole 17000
KOMATSU JPY50 JPY 649658 760 119000 Sole 119000
KOMORI CORP JPY50 649665 252 14000 Sole 14000
KONICA CORPORATION 649670 251 61000 Sole 61000
KOYO SEIKO CO JPY5 649708 174 20000 Sole 20000
KUBOTA CORP JPY50 649750 428 143000 Sole 143000
KUMAGAI GUMI CO JP 649756 115 103000 Sole 103000
KURARAY CO JPY50 J 649766 361 30000 Sole 30000
KUREHA CHEM IND CO 649790 120 45000 Sole 45000
KYOCERA CORP JPY50 649926 1232 21000 Sole 21000
KYOWA HAKKO KOGYO 649955 229 40000 Sole 40000
LION CORP JPY50 JP 651880 256 62000 Sole 62000
MAEDA ROAD CONST J 655472 148 22000 Sole 22000
MAKINO MILLING JPY 655570 192 28000 Sole 28000
MAKITA CORP JPY50 655580 396 35000 Sole 35000
MARUBENI CORP JPY5 656946 161 77000 Sole 77000
MARUI CO JPY50 JPY 656952 744 45000 Sole 45000
MATSUSHITA ELC IND 657270 4155 214000 Sole 214000
MEIJI MILK PRODUCT 657608 132 37000 Sole 37000
MEIJI SEIKA KAISHA 657618 151 27000 Sole 27000
MINEBEA CO JPY50 J 664240 569 51000 Sole 51000
MISAWA HOMES CO JP 659658 135 32000 Sole 32000
MITSUBISHI CHEM JP 659700 284 82000 Sole 82000
MITSUBISHI CORP JP 659678 1098 162000 Sole 162000
MITSUBISHI ELEC CP 659704 730 190000 Sole 190000
MITSUBISHI ESTATE 659672 1132 116000 Sole 116000
MITSUBISHI GAS CHM 659692 123 39000 Sole 39000
MITSUBISHI HVY IND 659706 1404 346000 Sole 346000
MITSUBISHI LOGISTI 659684 157 14000 Sole 14000
MITSUBISHI MATERLS 659708 273 122000 Sole 122000
MITSUBISHI PAPER J 659714 111 59000 Sole 59000
MITSUBISHI RAYON J 659716 308 108000 Sole 108000
MITSUBISHI TR&BKG 659682 1341 138000 Sole 138000
MITSUI ENG&SHIPBG 659738 96 85000 Sole 85000
MITSUI FUDOSAN CO 659760 599 74000 Sole 74000
MITSUI MARINE&FIRE 687012 418 85000 Sole 85000
MITSUI MINING & SM 659734 274 53000 Sole 53000
MITSUI SOKO CO JPY 659764 169 51000 Sole 51000
MITSUI TRUST & BKG 659726 158 99000 Sole 99000
MITSUI & CO JPY50 659730 1248 179000 Sole 179000
MITSUKOSHI JPY50 J 659748 309 71000 Sole 71000
MORI SEIKI CO JPY5 660256 245 18000 Sole 18000
MURATA MFG CO JPY5 661040 1447 22000 Sole 22000
MYCAL CORP JPY50 J 663844 377 60000 Sole 60000
NAGASE & CO JPY50 661982 109 23000 Sole 23000
NEC CORP JPY50 JPY 664040 1902 153000 Sole 153000
NGK INSULATORS JPY 661950 491 47000 Sole 47000
NGK SPARK PLUG CO 661960 226 22000 Sole 22000
NICHIDO FIRE & MAR 663852 293 57000 Sole 57000
NIKON CORP JPY50 J 664232 638 39000 Sole 39000
NIPPON COMSYS CORP 664247 211 13000 Sole 13000
NIPPON EXPRESS CO 664212 677 113000 Sole 113000
NIPPON FIRE&MARINE 664338 234 69000 Sole 69000
NIPPON LIGHT METAL 664112 118 79000 Sole 79000
NIPPON MEAT PACKER 664076 209 16000 Sole 16000
NIPPON MITSUB OIL 664140 548 130000 Sole 130000
NIPPON PAPER INDS 647982 495 95000 Sole 95000
NIPPON SHEET GLASS 664144 424 119000 Sole 119000
NIPPON SHINPAN CO 664352 113 34000 Sole 34000
NIPPON SHOKUBAI CO 647058 161 27000 Sole 27000
NIPPON STEEL CORP 664256 1620 698000 Sole 698000
NIPPON SUISAN JPY5 664092 88 56000 Sole 56000
NIPPON TEL&TEL CP 664137 15366 1319 Sole 1319
NIPPON YUSEN KK JP 664396 543 141000 Sole 141000
NISHIMATSU CONSTCN 664098 241 42000 Sole 42000
NISSAN MOTOR CO JP 664286 1223 256000 Sole 256000
NISSIN FOOD PRODS 664176 390 16000 Sole 16000
NITTO DENKO CORP J 664180 273 13000 Sole 13000
NOF CORP JPY50 JPY 664048 113 44000 Sole 44000
NOMURA SECURITIES 664310 2423 207000 Sole 207000
NORITAKE CO JPY50 664152 260 50000 Sole 50000
NTN CORP JPY50 JPY 665118 423 124000 Sole 124000
OBAYASHI CORP JPY5 665640 397 79000 Sole 79000
ODAKYU ELEC RLWY J 665610 248 74000 Sole 74000
OJI PAPER CO JPY50 665770 561 97000 Sole 97000
OKUMURA CORP JPY50 665780 112 30000 Sole 30000
OLYMPUS OPTICAL CO 665880 414 28000 Sole 28000
OMRON CORP JPY50 J 665942 781 45000 Sole 45000
ONWARD KASHIYAMA J 648382 242 22000 Sole 22000
ORIENT CORP JPY50 666112 375 129000 Sole 129000
ORIX CORP JPY50 JP 666114 553 6200 Sole 6200
OSAKA GAS CO JPY50 666176 771 227000 Sole 227000
OSK MITSUI JPY50 J 659758 419 195000 Sole 195000
PIONEER CORP JPY50 668874 486 25000 Sole 25000
QP CORP JPY50 JPY 671450 93 13000 Sole 13000
ROHM CO JPY50 JPY 674720 2192 14000 Sole 14000
SAKURA BANK JPY50 659871 1642 433000 Sole 433000
SANDEN CORP JPY50 677518 399 50000 Sole 50000
SANKYO ALUMINIUM J 677530 91 79000 Sole 79000
SANKYO CO JPY50 JP 677528 1285 51000 Sole 51000
SANRIO CO JPY50 JP 677634 306 9000 Sole 9000
SANWA SHUTTER CORP 677678 260 48000 Sole 48000
SANYO ELECTRIC CO 677676 805 198000 Sole 198000
SAPPORO BREWERIES 677690 155 35000 Sole 35000
SECOM CO JPY50 JPY 679159 1041 10000 Sole 10000
SEINO TRANSPORTN J 679342 167 28000 Sole 28000
SEIYU JPY50 JPY JA 679378 77 14000 Sole 14000
SEKISUI CHEMICAL J 679382 336 58000 Sole 58000
SEKISUI HOUSE JPY5 679390 723 67000 Sole 67000
SHARP CORP JPY50 J 680060 1146 97000 Sole 97000
SHIMIZU CORP JPY50 680440 242 62000 Sole 62000
SHIN-ETSU CHEMICAL 680458 1171 35000 Sole 35000
SHIONOGI & CO JPY5 680468 190 24000 Sole 24000
SHISEIDO CO JPY50 680526 450 30000 Sole 30000
SHIZUOKA BANK JPY5 680532 628 63000 Sole 63000
SHOWA DENKO KK JPY 680546 147 115000 Sole 115000
SMC CORP JPY50 JPY 676396 549 4900 Sole 4900
SNOW BRAND MILK JP 681840 156 32000 Sole 32000
SONY CORP JPY50 JP 682150 4496 41700 Sole 41700
SUMITOMO BANK JPY5 685852 3683 297000 Sole 297000
SUMITOMO CHEMICAL 685856 784 171000 Sole 171000
SUMITOMO CORP JPY5 685894 570 78000 Sole 78000
SUMITOMO ELECTRIC 685870 875 77000 Sole 77000
SUMITOMO FORESTRY 685886 132 17000 Sole 17000
SUMITOMO HEAVY IND 685873 236 106000 Sole 106000
SUMITOMO MAR&FIRE 685878 507 84000 Sole 84000
SUMITOMO METAL IND 685882 237 190000 Sole 190000
SUMITOMO METAL MNG 685884 260 63000 Sole 63000
SUMITOMO OSAKA CEM 685854 233 120000 Sole 120000
TAIHEIYO CEMENT JP 666020 390 136000 Sole 136000
TAISEI CORP JPY50 687010 253 115000 Sole 115000
TAISHO PHARM CO JP 687014 892 27000 Sole 27000
TAIYO YUDEN CO JPY 687056 213 13000 Sole 13000
TAKARA SHUZO CO JP 687038 253 31000 Sole 31000
TAKARA STANDARD CO 687090 270 43000 Sole 43000
TAKASHIMAYA CO JPY 687040 306 32000 Sole 32000
TAKEDA CHEM INDS J 687044 4450 96000 Sole 96000
TAKUMA CO JPY50 JP 687076 231 25000 Sole 25000
TEIJIN JPY50 JPY J 688050 449 111000 Sole 111000
TEIKOKU OIL CO JPY 688090 94 29000 Sole 29000
TOHO CO(FILM) JPY5 689520 234 1600 Sole 1600
TOHOKU ELEC POWER 689526 871 57550 Sole 57550
TOKAI BANK JPY50 J 689534 1345 236000 Sole 236000
TOKIO MARINE &FIRE 689476 1630 150000 Sole 150000
TOKYO BROADCASTING 689416 535 37000 Sole 37000
TOKYO DOME CORP JP 649674 133 23000 Sole 23000
TOKYO ELEC POWER J 689540 3002 142200 Sole 142200
TOKYO ELECTRON JPY 689567 1085 16000 Sole 16000
TOKYO GAS CO JPY50 689544 746 303000 Sole 303000
TOKYO TATEMONO CO 689542 113 49000 Sole 49000
TOKYU CORP JPY50 J 689654 277 110000 Sole 110000
TOPPAN PRINTING CO 689702 915 82000 Sole 82000
TORAY INDS INC JPY 689714 736 147000 Sole 147000
TOSOH CORP JPY50 J 690028 131 47000 Sole 47000
TOSTEM CORP JPY50 690021 288 15000 Sole 15000
TOTO JPY50 JPY JAP 689746 100 13000 Sole 13000
TOYO ENG CORP JPY5 689971 75 66000 Sole 66000
TOYO SEIKAN KAISHA 690026 449 20000 Sole 20000
TOYOBO CO JPY50 JP 690050 256 169000 Sole 169000
TOYODA AUTO LOOM J 690054 543 32000 Sole 32000
TOYOTA MOTOR CORP 690064 12246 387000 Sole 387000
TSUBAKIMOTO CHAIN 690670 128 36000 Sole 36000
UBE INDUSTRIES JPY 691070 168 78000 Sole 78000
UNY CO JPY50 JPY J 691862 271 18000 Sole 18000
WACOAL CORP JPY50 693220 265 26000 Sole 26000
YAMAGUCHI BANK JPY 698521 208 23000 Sole 23000
YAMAHA CORP JPY50 664238 276 23000 Sole 23000
YAMANOUCHI PHARM J 698538 1148 30000 Sole 30000
YAMATO TRANSPORT J 698556 558 32000 Sole 32000
YAMAZAKI BAKING CO 698550 285 23000 Sole 23000
YOKOGAWA ELECTRIC 698642 295 50000 Sole 50000
GOLDEN HOPE PLANTS 641192 127 164000 Sole 164000
HIGHLANDS&LOWLANDS 642585 14 23000 Sole 23000
IOI CORP MYR0.50 M 646451 15 26000 Sole 26000
KUALA LUMPUR KEPG 649744 26 21000 Sole 21000
MALAYAN BKG BERHAD 655632 289 107000 Sole 107000
MALAYSIA INT SHIP 655803 51 31000 Sole 31000
NESTLE (MALAYSIA) 662933 50 14000 Sole 14000
RESORTS WORLD BHD 673196 38 18000 Sole 18000
ROTHMANS PALL MALL 675234 155 22800 Sole 22800
TELEKOM MALAYSIA M 686839 466 138500 Sole 138500
TENAGA NASIONL BHD 690461 39 19000 Sole 19000
ABN-AMRO HLDGS NV 525076 7060 325872 Sole 325872
AEGON NV NLG0.50 N 546230 7977 109921 Sole 109921
AHOLD (KON) NV NLG 525260 4919 142760 Sole 142760
AKZO NOBEL NV NLG5 545831 2931 69635 Sole 69635
ELSEVIER NV EUR0.0 414881 1285 110757 Sole 110757
GETRONICS NV NLG0. 502200 712 18495 Sole 18495
HAGEMEYER NLG2.50 520907 693 21200 Sole 21200
HEINEKEN NV NLG5 N 545582 3735 72908 Sole 72908
IHC CALAND NV NLG2 444115 216 5500 Sole 5500
ING GROEP NV CVA N 505887 10732 198132 Sole 198132
KLM NLG5 NLG NETHE 448025 550 19406 Sole 19406
KON HOOGOVENS NV C 458390 235 4500 Sole 4500
KON KPN NV NLG1 NL 549080 5018 106894 Sole 106894
OCE NV EUR0.5 544675 442 17337 Sole 17337
PHILIPS ELEC(KON) 567143 7573 76741 Sole 76741
ROYAL DUTCH PETROL 520270 25892 441857 Sole 441857
STORK NV EUR5 492570 351 15400 Sole 15400
TNT POST GROEP NV 548155 2494 104423 Sole 104423
UNILEVER NV CVA NL 564089 8584 127327 Sole 127327
VEDIOR CVA NLG0.05 520536 233 13700 Sole 13700
WOLTERS KLUWER CVA 567151 2471 62040 Sole 62040
NORSK HYDRO AS NOK 464580 540 14300 Sole 14300
BRIERLEY INVESTS N 613218 64 227200 Sole 227200
CARTER HOLT HARVEY 617840 113 94700 Sole 94700
FLETCHER CHALLENGE 634293 38 51400 Sole 51400
FLETCHER CHALLENGE 634227 60 107200 Sole 107200
FLETCHER CHALLENGE 634294 208 76808 Sole 76808
FLETCHER CHALLENGE 634295 81 55763 Sole 55763
LION NATHAN LTD NP 651895 135 56200 Sole 56200
TELECOM CORP OF NZ 688143 628 146400 Sole 146400
BCO COM PORTUGUES 407026 1100 42419 Sole 42419
BCO ESPIR SANTO E 405806 251 10760 Sole 10760
BPI SGPS PTE1000(R 407256 400 19030 Sole 19030
BRISA(AUTO-ESTRADA 536919 501 12140 Sole 12140
CIMPOR CIMENTOS DE 417589 470 18224 Sole 18224
ELEC DE PORTUGAL E 524918 2285 126842 Sole 126842
JERONIMO MARTINS P 447723 270 8150 Sole 8150
PORTUGAL TELECOM E 467620 1697 41697 Sole 41697
1ST CAPITAL CORP S 678673 40 26000 Sole 26000
CITY DEVELOPMENTS 619792 474 74000 Sole 74000
CYCLE & CARRIAGE S 624226 190 33000 Sole 33000
DBS LAND SGD1 SGD 624477 242 121000 Sole 121000
DEV BK SINGAPORE S 626551 525 43000 Sole 43000
FRASER & NEAVE LTD 635060 142 32000 Sole 32000
KEPPEL CORP SGD1 S 649026 228 67000 Sole 67000
O/SEAS CHINESE BK 666369 691 82800 Sole 82800
SEMBCORP INDUSTRIE 612871 95 60000 Sole 60000
SINGAPORE AIRLINES 681198 742 78000 Sole 78000
SINGAPORE PRESS HD 613396 516 30241 Sole 30241
SINGAPORE TECH ENG 604321 139 123000 Sole 123000
SINGAPORE TELECOMM 681075 804 469000 Sole 469000
STRAITS TRADING CO 685352 13 10000 Sole 10000
UTD O/S BANK SGD1( 691677 424 60600 Sole 60600
ACERINOX SA EUR1(R 550011 363 12400 Sole 12400
AGUAS DE BARCELONA 401035 656 12585 Sole 12585
ARGENTARIA C/P HIP 540145 2038 89421 Sole 89421
AUTOPISTAS CESA ES 406566 561 47882 Sole 47882
AUTOPISTAS CESA NE 571856 24 41140 Sole 41140
BCO BILBAO VIZCAYA 550190 7037 486864 Sole 486864
BCO SANT CENT HISP 570594 8626 827826 Sole 827826
CORP FINANC ALBA E 418243 549 3390 Sole 3390
CORTEFIEL SA ESP50 538556 300 11400 Sole 11400
ENDESA SA ESP200 E 527178 4322 202596 Sole 202596
FOM CONST Y CONTRA 535005 808 14101 Sole 14101
GAS NATURAL SDG EU 529799 2287 31444 Sole 31444
GRUPO DRAGADOS SA 568700 475 40520 Sole 40520
IBERDROLA SA EUR3 442464 3311 217306 Sole 217306
REPSOL SA (RG) EUR 566935 3893 190567 Sole 190567
SOL MELIA SA ESP10 507890 365 8650 Sole 8650
TABACALERA SA ESP1 544401 831 41092 Sole 41092
TELEFONICA SA EUR3 488082 12074 250557 Sole 250557
TELEPIZZA ESP5 ESP 544336 83 16000 Sole 16000
UNION ELEC FENOSA 491322 725 55370 Sole 55370
ABB LTD CHF10 CHF 570225 783 8375 Sole 8375
ATLAS COPCO AB SER 405097 278 10200 Sole 10200
DROTT AB SER'B'SEK 554108 107 13200 Sole 13200
ELECTROLUX AB SER' 546678 747 35700 Sole 35700
ERICSSON(LM)TEL SE 432155 5298 165300 Sole 165300
FORENINGSSPARBK SE 484652 476 33750 Sole 33750
HENNES & MAURITZ S 568743 1638 66300 Sole 66300
NETCOM AB SEK5 SER 506506 272 8100 Sole 8100
SECURITAS SER'B'SE 555404 279 18700 Sole 18700
SKAND ENSKILDA BKN 481334 594 51000 Sole 51000
SKANDIA INSURANCE 546157 660 35300 Sole 35300
SKANSKA AB SER'B'S 481343 328 8700 Sole 8700
SVENSKA CELLULOSA 486537 466 18000 Sole 18000
SVENSKA HANDELSBKN 570367 116 10500 Sole 10500
SVENSKA HANDELSBKN 570366 608 50700 Sole 50700
VOLVO(AB) SEK6 SER 493773 852 29400 Sole 29400
VOLVO(AB) SEK6 SER 493772 311 10800 Sole 10800
ABB LTD CHF10(RG) 566119 878 9320 Sole 9320
ADECCO SA CHF10(RE 568309 828 1545 Sole 1545
ALUSUISSE LONZA GR 478052 723 620 Sole 620
CREDIT SUISSE GRP 424561 3453 19955 Sole 19955
FISCHER(GEORG)AG C 434178 210 645 Sole 645
HOLDERBK FN GLARUS 442049 478 405 Sole 405
HOLDERBK FN GLARUS 442048 228 715 Sole 715
NESTLE SA CHF10(RE 461669 5639 3130 Sole 3130
NOVARTIS AG CHF20( 504783 7901 5411 Sole 5411
ROCHE HLDGS AG CHF 474574 1993 121 Sole 121
ROCHE HLDGS AG GEN 474577 5582 543 Sole 543
SWISS REINSURANCE 485002 2399 1260 Sole 1260
SWISSCOM AG CHF25( 553397 2160 5740 Sole 5740
UBS AG CHF20(REGD) 548595 4906 16436 Sole 16436
ZURICH ALLIED AG C 548677 2425 4265 Sole 4265
ABBEY NATIONAL ORD 000445 2283 121600 Sole 121600
ALLIED ZURICH ORD 028757 1419 112929 Sole 112929
ANGLIAN WATER ORD 041730 274 24779 Sole 24779
ARJO WIGGINS APPLE 096541 98 28100 Sole 28100
ASSOCD BRIT FOODS 067312 403 60888 Sole 60888
ASTRAZENECA ORD US 098952 4725 122093 Sole 122093
BAA ORD GBP1 GBP E 006734 706 73382 Sole 73382
BARCLAYS ORD GBP1 007820 3454 118703 Sole 118703
BARRATT DEVEL ORD 008118 91 16300 Sole 16300
BASS ORD GBP0.28 G 024319 897 61821 Sole 61821
BBA GROUP ORD GBP0 006774 360 46987 Sole 46987
BG ORD GBP0.01133 015421 1718 281299 Sole 281299
BLUE CIRCLE INDS O 010585 453 68123 Sole 68123
BOC GROUP ORD GBP0 010812 661 33797 Sole 33797
BOOTS CO ORD GBP0. 011144 803 67600 Sole 67600
BOWTHORPE ORD GBP0 011640 212 24300 Sole 24300
BP AMOCO ORD USD0. 013849 8616 480655 Sole 480655
BPB ORD GBP0.50 GB 006870 244 41100 Sole 41100
BRIT AMER TOBACCO 028758 1056 112318 Sole 112318
BRITISH AEROSPACE 026349 1019 157004 Sole 157004
BRITISH AIRWAYS OR 012905 529 76635 Sole 76635
BRITISH LAND CO OR 013670 309 37000 Sole 37000
BRITISH SKY BROADC 014119 1264 136300 Sole 136300
BRITISH STEEL ORD 014114 336 129900 Sole 129900
BRITISH TELECOM OR 014084 8203 489491 Sole 489491
BUNZL ORD GBP0.25 015400 324 65300 Sole 65300
BURMAH CASTROL ORD 056694 294 15498 Sole 15498
CABLE & WIRELESS O 016255 2407 188800 Sole 188800
CADBURY SCHWEPPES 061070 906 142460 Sole 142460
CARLTON COMMUNCTNS 034192 470 56700 Sole 56700
CENTRICA ORD GBP0. 057343 700 298020 Sole 298020
CGU ORD GBP0.25 GB 021623 1258 87100 Sole 87100
COMPASS GROUP ORD 028801 379 38200 Sole 38200
DIAGEO ORD GBX28.9 023740 2587 247411 Sole 247411
ELECTROCOMPONENTS 030964 316 42800 Sole 42800
EMI GROUP ORD GBP0 004447 350 43664 Sole 43664
FKI ORD GBP0.10 GB 032945 199 64300 Sole 64300
GEN ELECTRIC CO OR 036533 2150 210900 Sole 210900
GKN ORD GBP0.50 GB 025830 1083 63411 Sole 63411
GLAXO WELLCOME ORD 037178 7660 275702 Sole 275702
GRANADA GROUP ORD 038112 1319 71095 Sole 71095
GREAT UNIV STORES 038470 872 78800 Sole 78800
GUARDIAN ROYAL EX 052957 111 19600 Sole 19600
HALIFAX GROUP ORD 059339 2161 181164 Sole 181164
HANSON ORD GBP2 GB 040898 481 54100 Sole 54100
HILTON GROUP ORD G 050025 400 100799 Sole 100799
HSBC HLDGS ORD GBP 040054 2572 72615 Sole 72615
HSBC HLDGS ORD USD 040049 4899 138407 Sole 138407
IMI ORD GBP0.25 GB 045796 336 82900 Sole 82900
IMPERIAL CHEM INDS 045949 414 41800 Sole 41800
INVENSYS ORD GBP0. 080704 1412 298361 Sole 298361
JOHNSON MATTHEY OR 047640 166 17000 Sole 17000
KINGFISHER ORD GBP 026201 1259 109370 Sole 109370
LAND SECURITIES OR 050450 429 31900 Sole 31900
LEGAL & GENERAL GP 056039 844 331500 Sole 331500
LEX SERVICE ORD GB 051452 201 21800 Sole 21800
LLOYDS TSB GROUP O 087061 5487 404532 Sole 404532
MARKS & SPENCER OR 056540 1288 222784 Sole 222784
MISYS ORD GBP0.01 038578 405 47300 Sole 47300
NATIONAL GRID GRP 024282 797 114550 Sole 114550
NATIONAL POWER ORD 063201 831 114200 Sole 114200
NEXT ORD GBP0.10 G 042186 310 25500 Sole 25500
P & O DFD GBP1 GBP 068004 518 34465 Sole 34465
PEARSON ORD GBP0.2 067760 792 38900 Sole 38900
PROVIDENT FINL ORD 026859 332 23901 Sole 23901
PRUDENTIAL CORP OR 070995 2114 143600 Sole 143600
RACAL ELECTRONICS 071968 256 42000 Sole 42000
RAILTRACK GROUP OR 072129 818 40033 Sole 40033
RANK GROUP ORD GBP 072407 153 38600 Sole 38600
REED INTERNATIONAL 073083 581 87100 Sole 87100
RENTOKIL INITIAL O 073271 866 222100 Sole 222100
REUTERS GROUP ORD 023691 1493 113447 Sole 113447
RIO TINTO ORD GBP0 071887 1283 76400 Sole 76400
RMC GROUP ORD GBP0 072664 312 19400 Sole 19400
ROLLS ROYCE ORD GB 074776 511 120794 Sole 120794
ROYAL BK SCOT GRP 075478 1492 72961 Sole 72961
ROYAL&SUN ALLIANCE 066168 917 102236 Sole 102236
SAFEWAY ORD GBP0.2 004924 309 77200 Sole 77200
SAINSBURY(J) ORD G 076764 942 149281 Sole 149281
SCHRODERS ORD GBP1 077940 402 19700 Sole 19700
SCOT POWER ORD GBP 079082 801 92700 Sole 92700
SCOT & NEWCASTLE O 078396 545 52300 Sole 52300
SCOT & SOUTHERN EN 079087 648 63300 Sole 63300
SHELL TRNSPT&TRDG 080341 4179 557200 Sole 557200
SLOUGH ESTATES ORD 081410 175 31000 Sole 31000
SMITHKLINE BEECHAM 013565 5539 426195 Sole 426195
SMITHS INDUSTRIES 081827 418 31600 Sole 31600
STAGECOACH HLDGS O 041466 374 104600 Sole 104600
TAYLOR WOODROW ORD 087823 176 61000 Sole 61000
TESCO ORD GBP0.05 088470 1336 519191 Sole 519191
THAMES WATER ORD G 029303 450 28391 Sole 28391
TI GROUP ORD GBP0. 086867 330 49200 Sole 49200
UNILEVER ORD GBP0. 057487 1925 216217 Sole 216217
UTD BISCUITS(HLDG) 027079 33 11100 Sole 11100
UTD UTILITIES ORD 064623 514 42266 Sole 42266
VODAFONE AIRTOUCH 071921 4846 246069 Sole 246069
WILLIAMS ORD GBP0. 029031 420 63560 Sole 63560
WOLSELEY ORD GBP0. 097640 341 45262 Sole 45262
</TABLE>
