UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, DC 20549
FORM 13F
FORM 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: December 31, 1999
Check here if Amendment [ ]; Amendment Number:
This Amendment (Check only one.): [ ] is a restatemen
[ ] 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 February 9, 2000
Report Type (Check only one.):
[ X ] 13F HOLDINGS REPORT
[ ] 13F NOTICE
[ ] 13F COMBINATION REPORT
List of Other Managers Reporting for this Manager:
Paine Webber Group, Inc.
Paine Webber Incorporated
Paine Webber Asset Management, Inc.
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: 3
Form 13F Information Table Entry Total: 1019
Form 13F Information Table Value Total: $5,314,946 (x1000)
List of Other Included Managers:
No. 13F File Number Name
01 28-5636 Paine Webber Group, Inc.
02 28-2356 Paine Webber Incorporated
03 Paine Webber Asset Management, Inc.
<PAGE>
<TABLE> <C> <C>
FORM 13F INFORMATION TABLE
Cusip/ Value Total Voting Author
Name Sedol x1000 Shares Disc Sole None
A D C TELECOMMUNICAT 00088610 5849 80600Sole 78000 2600
AFLAC INC COM 00105510 3770 79900Sole 77300 2600
AES CORP COM 00130H10 9426 126100Sole 122000 4100
AMR CORP COM 00176510 2539 37900Sole 36700 1200
AT&T CORP COM 00195710 58859 1158349Sole 1121336 37013
ABBOTT LABS COM 00282410 21795 600200Sole 581000 19200
ADAPTEC INC 00651F10 2494 50000Sole 48400 1600
ADOBE SYS INC COM 00724F10 4237 63000Sole 60900 2100
AETNA INC 00811710 1049 18800Sole 18200 600
AIR PRODS & CHEMS IN 00915810 3598 107200Sole 103900 3300
ALBERTSONS INC COM 01310410 4683 145200Sole 140200 5000
ALCAN ALUMINIUM LTD 01371610 3227 78000Sole 75400 2600
ALCOA INC COM 01381710 9587 115500Sole 111700 3800
ALLEGHENY TECHNOLOGI 01741R10 1801 80250Sole 77500 2750
ALLSTATE CORP COM 02000210 6805 282800Sole 273400 9400
ALLTEL CORP COM 02003910 8864 107200Sole 103700 3500
AMERADA HESS CORP C 02355110 1566 27600Sole 26700 900
AMEREN CORP COM 02360810 1441 44000Sole 42600 1400
AMERICA ONLINE INC D 02364J10 64646 852000Sole 825000 27000
AMERICAN ELEC PWR IN 02553710 2085 64900Sole 62800 2100
AMERICAN EXPRESS CO 02581610 24788 149100Sole 144300 4800
AMERICAN GENERAL COR 02635110 3707 48862Sole 47262 1600
AMERICAN HOME PRODS 02660910 15539 395900Sole 383200 12700
AMERICAN INTL GROUP 02687410 57192 528946Sole 511199 17747
AMGEN INC COM NASD 03116210 27310 454700Sole 439700 15000
AMSOUTH CORPORATION 03216510 1999 103500Sole 100200 3300
ANALOG DEVICES INC 03265410 5915 63600Sole 61500 2100
ANHEUSER BUSCH COS I 03522910 11453 161600Sole 156200 5400
AON CORP COM 03738910 3658 91450Sole 88500 2950
APPLE COMPUTER INC 03783310 5788 56300Sole 54500 1800
APPLIED MATLS INC C 03822210 18656 147260Sole 142360 4900
ASSOCIATES FIRST CAP 04600810 7065 257500Sole 248500 9000
ATLANTIC RICHFIELD C 04882510 8702 100600Sole 97300 3300
AUTOMATIC DATA PROCE 05301510 12526 232500Sole 225100 7400
AUTOZONE INC COM 05333210 3806 117800Sole 114000 3800
AVERY DENNISON CORP 05361110 5196 71300Sole 68900 2400
AVON PRODS INC COM 05430310 3927 119000Sole 115100 3900
BB&T CORP COM 05493710 3438 125600Sole 121400 4200
BMC SOFTWARE INC CO 05592110 6635 83000Sole 80200 2800
BANKAMERICA CORP NEW 06050510 32226 642120Sole 621297 20823
BANK NEW YORK INC C 06405710 8020 200500Sole 193700 6800
BANK ONE CORP COM 06423A10 13443 420102Sole 408202 11900
BARRICK GOLD CORP C 06790110 3304 186800Sole 180500 6300
BAXTER INTL INC COM 07181310 6752 107500Sole 104000 3500
BECTON DICKINSON & C 07588710 2823 104800Sole 101000 3800
BELL ATLANTIC CORP 07785310 34216 555800Sole 537400 18400
BELLSOUTH CORP COM 07986010 33799 722000Sole 697900 24100
BEMIS INC COM 08143710 1883 54000Sole 52400 1600
BEST BUY INC 08651610 4608 91700Sole 88800 2900
BESTFOODS COM 08658U10 7222 137400Sole 133000 4400
BIOMET INC COM NAS 09061310 2592 64800Sole 62700 2100
BLACK & DECKER CORP 09179710 3349 64100Sole 62000 2100
BLOCK H & R INC 09367110 2144 49000Sole 47400 1600
BOEING CO COM 09702310 11942 288200Sole 278900 9300
BOSTON SCIENTIFIC CO 10113710 1875 85700Sole 82900 2800
BRISTOL MYERS SQUIBB 11012210 46138 718800Sole 696000 22800
BURLINGTON NORTHN SA 12189T10 4998 206100Sole 199300 6800
CBS CORP COM 12490K10 15754 246400Sole 238200 8200
CIGNA CORP COM 12550910 3714 46100Sole 44500 1600
CSX CORP COM 12640810 624 19900Sole 19200 700
CVS CORP COM 12665010 3015 75600Sole 73100 2500
CAMPBELL SOUP CO CO 13442910 7235 187000Sole 181000 6000
CAPITAL ONE FINL COR 14040H10 3224 66900Sole 64600 2300
CARDINAL HEALTH INC 14149Y10 6913 144400Sole 139550 4850
CARNIVAL CORP COM 14365810 10361 216700Sole 209400 7300
CAROLINA PWR & LT CO 14414110 2228 73200Sole 70700 2500
CATERPILLAR INC DEL 14912310 6217 132100Sole 127700 4400
CENDANT CORP COM 15131310 3379 127200Sole 123000 4200
CENTEX CORP COM 15231210 1511 61200Sole 59100 2100
CENTRAL & SOUTH WEST 15235710 1520 76000Sole 73400 2600
CENTURY TEL ENTERPRI 15670010 1928 40700Sole 39400 1300
CHASE MANHATTAN CORP 16161A10 23723 305360Sole 295160 10200
CHEVRON CORPORATION 16675110 19958 230400Sole 222400 8000
CHUBB CORP COM 17123210 2748 48800Sole 47200 1600
CINERGY CORP COM 17247410 1442 60220Sole 58120 2100
CIRCUIT CITY STORE I 17273710 2569 57000Sole 55100 1900
CISCO SYS INC COM 17275R10 135574 1265570Sole 1224970 40600
CITIGROUP INC COM 17296710 73036 1311535Sole 1269710 41825
CITRIX SYS INC 17737610 4071 33100Sole 31900 1200
CLEAR CHANNEL COMMUN 18450210 10576 118500Sole 114600 3900
CLOROX CO DEL COM 18905410 7380 146500Sole 141600 4900
COASTAL CORP COM 19044110 2768 78100Sole 75500 2600
COCA COLA CO COM 19121610 53380 916400Sole 887200 29200
COCA COLA ENTERPRISE 19121910 1745 86700Sole 83900 2800
COLGATE PALMOLIVE CO 19416210 13520 208000Sole 201200 6800
COLUMBIA ENERGY GROU 19764810 1379 21800Sole 21100 700
COLUMBIA/HCA HEALTHC 19767710 2782 94900Sole 91800 3100
COMCAST CORP CL A S 20030020 9253 183000Sole 176700 6300
COMERICA INC COM 20034010 4109 88000Sole 85100 2900
COMPAQ COMPUTER CORP 20449310 16005 591400Sole 571700 19700
COMPUTER ASSOC INTL 20491210 20953 299600Sole 289600 10000
COMPUTER SCIENCES CO 20536310 10040 106100Sole 102700 3400
COMPUWARE CORP COM 20563810 6858 184100Sole 178200 5900
COMVERSE TECHNOLOGY 20586240 4400 30400Sole 29400 1000
CONAGRA INC COM 20588710 6194 273000Sole 264100 8900
CONOCO 'B' 20825140 3502 140788Sole 136172 4616
CONSECO INC COM 20846410 2962 166300Sole 160900 5400
CONSOLIDATED EDISON 20911510 2318 67200Sole 65000 2200
CONSTELLATION ENERGY 21037110 1659 57200Sole 55100 2100
COOPER INDS INC COM 21666910 3150 77900Sole 75300 2600
CORNING INC COM 21935010 11269 87400Sole 84500 2900
COSTCO COMPANIES INC 22160K10 7072 77500Sole 74900 2600
COUNTRYWIDE CR INDS 22237210 992 39300Sole 38200 1100
DTE ENERGY CO COM 23333110 3359 106200Sole 102800 3400
DANA CORP COM 23581110 2446 81687Sole 78987 2700
DANAHER CORP DEL CO 23585110 1240 25700Sole 24800 900
DAYTON HUDSON CORP 23975310 12609 171700Sole 166000 5700
DELL COMPUTER CORP 24702510 51536 1010500Sole 976900 33600
DELPHI AUTOMOTIVE SY 24712610 3851 244509Sole 236161 8348
DELTA AIR LINES INC 24736110 5166 103700Sole 100300 3400
DISNEY WALT CO COM 25468710 17799 608500Sole 589100 19400
DOLLAR GEN CORP COM 25666910 2258 99231Sole 95956 3275
DOVER CORP COM 26000310 3072 67700Sole 65500 2200
DOW CHEM CO COM 26054310 7242 54200Sole 52400 1800
DU PONT E I DE NEMOU 26353410 21510 326528Sole 316156 10372
DUKE ENERGY CORP CO 26439910 8311 165800Sole 160300 5500
DUN & BRADSTREET COR 26483B10 1923 65200Sole 63100 2100
E M C CORP MASS COM 26864810 42684 390700Sole 377600 13100
EASTMAN KODAK CO CO 27746110 7804 117800Sole 114000 3800
EATON CORP COM 27805810 2963 40800Sole 39500 1300
ECOLAB INC COM 27886510 1272 32500Sole 31300 1200
EDISON INTL COM 28102010 3559 135900Sole 131300 4600
ELECTRONIC DATA SYS 28566110 12035 179800Sole 174000 5800
EMERSON ELEC CO COM 29101110 8623 150300Sole 145300 5000
ENGELHARD CORP COM 29284510 1157 61300Sole 59200 2100
ENRON CORP COM 29356110 7699 173500Sole 168000 5500
EXXON MOBIL CORP 30231G10 93458 1160067Sole 1123207 36860
F M C CORP COM NEW 30249130 2304 40200Sole 38900 1300
FPL GROUP INC COM 30257110 3254 76000Sole 73400 2600
FDX CORP COM 31304N10 2575 62900Sole 60800 2100
FEDERAL HOME LN MTG 31340030 13893 295200Sole 285400 9800
FEDERAL NATL MTG ASS 31358610 23939 383400Sole 370600 12800
FEDERATED DEPT STORE 31410H10 3898 77100Sole 74400 2700
FIFTH THIRD BANCORP 31677310 5767 78600Sole 76000 2600
FIRST DATA CORP COM 31996310 4123 83600Sole 80800 2800
FIRST UN CORP COM 33735810 11554 350800Sole 339100 11700
FIRSTAR CORP NEW WIS 33763V10 7221 341800Sole 330500 11300
FIRSTENERGY CORP CO 33793210 2602 114700Sole 110900 3800
FLEET FINL GROUP INC 33903010 10210 293298Sole 283323 9975
FLORIDA PROGRESS COR 34110910 1460 34500Sole 33300 1200
FORD MTR CO DEL COM 34537010 22791 427500Sole 413300 14200
FORT JAMES CORP COM 34747110 3786 138300Sole 133700 4600
FRANKLIN RES INC CO 35461310 3027 94400Sole 91200 3200
GPU INC COM 36225X10 1431 48100Sole 46500 1600
GTE CORP COM 36232010 25734 364700Sole 352500 12200
GANNETT INC COM 36473010 8058 98800Sole 95500 3300
GAP INC DEL COM 36476010 17266 375350Sole 362825 12525
GATEWAY 2000 INC CO 36762610 10889 151100Sole 146100 5000
GENERAL DYNAMICS COR 36955010 3102 58800Sole 56800 2000
GENERAL ELEC CO COM 36960410 187309 1210400Sole 1171600 38800
GENERAL INSTR CORP D 37012010 2644 31100Sole 30100 1000
GENERAL MLS INC COM 37033410 5097 142560Sole 137960 4600
GENERAL MTRS CORP C 37044210 21625 297500Sole 287600 9900
GENUINE PARTS CO CO 37246010 3042 122600Sole 118600 4000
GEORGIA PAC CORP CO 37329810 3573 70400Sole 68000 2400
GILLETTE CO COM 37576610 17707 429900Sole 416100 13800
GOLDEN WEST FINL COR 38131710 3015 90000Sole 87300 2700
GUIDANT CORP COM 40169810 3767 80140Sole 77540 2600
HALLIBURTON CO COM 40621610 2504 62200Sole 60200 2000
HARRAHS ENTMT INC C 41361910 1258 47600Sole 46000 1600
HARTFORD FINL SVCS G 41651510 1554 32800Sole 31800 1000
HASBRO INC 41805610 1392 73500Sole 71100 2400
HEINZ H J CO COM 42307410 7700 193400Sole 187200 6200
HERCULES INC 42705610 1338 48000Sole 46300 1700
HERSHEY FOODS CORP 42786610 2149 45300Sole 43800 1500
HEWLETT PACKARD CO 42823610 44249 389000Sole 376500 12500
HOME DEPOT INC COM 43707610 57626 838200Sole 810300 27900
HOMESTAKE MNG CO CO 43761410 1434 183500Sole 177400 6100
HONEYWELL INTERNATIO 43851610 17966 311433Sole 301259 10174
HOUSEHOLD INTL INC 44181510 7796 209299Sole 202599 6700
HUNTINGTON BANCSHARE 44615010 2037 85310Sole 82330 2980
IMS HEALTH INC COM 44993410 3562 131000Sole 126700 4300
ILLINOIS TOOL WKS IN 45230810 8645 127960Sole 123860 4100
INGERSOLL RAND CO C 45686610 5534 100500Sole 97100 3400
INTEL CORP COM NAS 45814010 107541 1306500Sole 1264800 41700
INTERNATIONAL BUSINE 45920010 75631 701100Sole 678600 22500
INTERNATIONAL FLAVOR 45950610 1050 27900Sole 27000 900
INTL PAPER CO COM 46014610 8194 145189Sole 140389 4800
INTERPUBLIC GROUP CO 46069010 6980 121000Sole 117000 4000
JEFFERSON PILOT CORP 47507010 2512 36800Sole 35600 1200
JOHNSON & JOHNSON C 47816010 47520 509600Sole 493300 16300
JOHNSON CTLS INC CO 47836610 3014 53000Sole 51200 1800
KLA-TENCORP CORP 48248010 3542 31800Sole 30700 1100
KANSAS CITY SOUTHN I 48517010 2164 29000Sole 28000 1000
KAUFMAN & BROAD HOME 48616810 1209 50000Sole 48400 1600
KELLOGG CO COM 48783610 4942 160400Sole 155300 5100
KERR MCGEE CORP COM 49238610 2294 37000Sole 35800 1200
KEYCORP NEW COM 49326710 4164 188200Sole 181700 6500
KIMBERLY CLARK CORP 49436810 14292 218400Sole 211100 7300
KNIGHT RIDDER INC C 49904010 1703 28600Sole 27600 1000
KOHLS CORP COM 50025510 2952 40900Sole 39300 1600
KROGER CO COM 50104410 7444 394400Sole 381500 12900
LEGGETT & PLATT INC 52466010 1520 70900Sole 68600 2300
LEHMAN BROS HLDGS IN 52490810 3599 42500Sole 41100 1400
LEXMARK INTL GROUP I 52977110 3810 42100Sole 40700 1400
LILLY ELI & CO COM 53245710 26627 400400Sole 387600 12800
LIMITED INC COM 53271610 1451 33500Sole 32300 1200
LIZ CLAIBORNE INC C 53932010 1738 46200Sole 45000 1200
LOCKHEED MARTIN CORP 53983010 591 27000Sole 25900 1100
LOWES COS INC COM 54866110 7909 132360Sole 128060 4300
LUCENT TECHNOLOGIES 54946310 85010 1133470Sole 1095845 37625
MBIA INC COM 55262C10 1590 30100Sole 29000 1100
MBNA CORP COM 55262L10 11670 428250Sole 413800 14450
MCI WORLDCOM INC CO 55268B10 49136 925995Sole 895181 30814
MGIC INVT CORP WIS 55284810 4683 77800Sole 75200 2600
MARSH & MCLENNAN COS 57174810 9530 99600Sole 96350 3250
MARRIOTT INTL INC NE 57190320 1061 33600Sole 32400 1200
MASCO CORP COM 57459910 3481 137200Sole 132300 4900
MATTEL INC COM 57708110 959 73100Sole 70600 2500
MAY DEPT STORES CO 57777810 4723 146450Sole 141450 5000
MAYTAG CORP COM 57859210 2362 49200Sole 47600 1600
MCDONALDS CORP COM 58013510 19370 480500Sole 465100 15400
MCKESSON HBOC INC 58155Q10 911 40502Sole 39188 1314
MEDIAONE GROUP INC 58440J10 16423 213800Sole 206700 7100
MEDTRONIC INC COM 58505510 16901 463840Sole 448940 14900
MELLON FINANCIAL COR 58551A10 6271 184100Sole 178000 6100
MERCK & CO INC COM 58933110 60583 901700Sole 872800 28900
MEREDITH CORP COM 58943310 2731 65500Sole 63400 2100
MERRILL LYNCH & CO I 59018810 10672 128100Sole 123900 4200
MICROSOFT CORP COM 59491810 221521 1897400Sole 1836800 60600
MICRON TECHNOLOGY IN 59511210 7688 98800Sole 95500 3300
MILLIPORE CORP 60107310 1105 28600Sole 27500 1100
MINNESOTA MNG & MFG 60405910 15954 163000Sole 157800 5200
MONSANTO CO COM 61166210 5418 152900Sole 147800 5100
MORGAN J P & CO INC 61688010 6901 54500Sole 52700 1800
MORGAN STANLEY DEAN 61744644 31434 220200Sole 212900 7300
MOTOROLA INC COM 62007610 32542 221000Sole 213900 7100
NATIONAL CITY CORP 63540510 7073 298600Sole 288300 10300
NATIONAL SEMICONDUCT 63764010 4431 103500Sole 100100 3400
NAVISTAR INTL CORP N 63934E10 2862 60900Sole 58800 2100
NETWORK APPLIANCE IN 64120L10 5931 71400Sole 69000 2400
NEW YORK TIMES CO C 65011110 2938 59800Sole 57800 2000
NEWELL CO COM 65122910 2103 72500Sole 70300 2200
NEXTEL COMMUNICATION 65332V10 12550 121700Sole 117600 4100
NICOR INC COM 65408610 1206 37100Sole 35900 1200
NORDSTROM INC COM 65566410 1326 50400Sole 48700 1700
NORFOLK SOUTHERN COR 65584410 1312 64000Sole 61900 2100
NORTEL NETWORKS CORP 65656910 47955 474800Sole 459100 15700
NORTHN STS PWR CO MI 66577210 1763 90400Sole 87500 2900
NORTHERN TR CORP CO 66585910 2088 39400Sole 38000 1400
NORTHROP GRUMMAN COR 66680710 1416 26200Sole 25300 900
NUCOR CORP COM 67034610 4023 73400Sole 71000 2400
OCCIDENTAL PETE CORP 67459910 1490 68900Sole 66700 2200
OFFICE DEPOT INC 67622010 1786 162400Sole 156900 5500
OMNICOM GROUP INC C 68191910 5790 57900Sole 56000 1900
ONEOK INC NEW COM 68268010 857 34100Sole 32800 1300
ORACLE CORP COM NA 68389X10 70275 627100Sole 606900 20200
PECO ENERGY CO 69330410 2512 72300Sole 69900 2400
PG+E CORP 69331C10 603 29400Sole 28400 1000
PE CORP COM PE BIO 69332S10 3369 28000Sole 27100 900
PNC BK CORP COM 69347510 6760 151900Sole 146800 5100
P P & L RES INC COM 69349910 1141 49900Sole 48200 1700
PPG INDS INC COM 69350610 5775 92300Sole 89200 3100
PACCAR INC COM NAS 69371810 2375 53600Sole 51400 2200
PAINE WEBBER GROUP I 69562910 2612 67300Sole 64900 2400
PARAMETRIC TECHNOLOG 69917310 5583 206300Sole 199500 6800
PARKER HANNIFIN CORP 70109410 2201 42900Sole 41700 1200
PAYCHEX INC COM NA 70432610 4698 117450Sole 112900 4550
PEPSICO INC COM 71344810 22556 639900Sole 619400 20500
PHARMACIA & UPJOHN I 71694110 5310 118000Sole 114100 3900
PFIZER INC COM 71708110 47550 1465900Sole 1419100 46800
PHILIP MORRIS COS IN 71815410 20148 876000Sole 848000 28000
PHILLIPS PETE CO CO 71850710 2374 50500Sole 48900 1600
PITNEY BOWES INC CO 72447910 5590 115700Sole 111900 3800
POTLATCH CORP COM 73762810 1075 24100Sole 23400 700
PRAXAIR INC COM 74005P10 3492 69400Sole 67200 2200
PRICE T ROWE & ASSOC 74147710 1636 44300Sole 42800 1500
PROCTER & GAMBLE CO 74271810 55242 504200Sole 488100 16100
PROGRESSIVE CORP OHI 74331510 1155 15800Sole 15300 500
PROVIDIAN FINL CORP 74406A10 4084 44850Sole 43250 1600
PUBLIC SVC ENTERPRIS 74457310 3039 87300Sole 84400 2900
PULTE CORP COM 74586710 1472 65400Sole 63300 2100
QUAKER OATS CO 74740210 1103 16800Sole 16300 500
QUALCOMM INC 74752510 54528 309600Sole 299200 10400
RALSTON PURINA CO C 75127730 4811 172600Sole 166700 5900
RAYTHEON CO CL B 75511140 1402 52800Sole 51000 1800
REGIONS FINL CORP C 75894010 1053 41900Sole 40300 1600
RELIANT ENERGY CORP 75952J10 1716 75000Sole 72500 2500
REYNOLDS METALS CO 76176310 1555 20300Sole 19600 700
ROCKWELL INTL CORP N 77390310 3208 67000Sole 64700 2300
ROHM & HAAS CO COM 77537110 1843 45300Sole 43700 1600
ROYAL DUTCH PETE CO 78025780 40753 672900Sole 650600 22300
SBC COMMUNICATIONS I 78387G10 60045 1231685Sole 1190779 40906
SLM HLDG CORP COM 78442A10 3109 73590Sole 71290 2300
SAFEWAY INC COM NEW 78651420 8019 224300Sole 216800 7500
ST PAUL COS INC COM 79286010 1283 38100Sole 36800 1300
SARA LEE CORP COM 80311110 8719 395200Sole 382400 12800
SCHERING PLOUGH CORP 80660510 23743 560300Sole 542400 17900
SCHLUMBERGER LTD CO 80685710 6707 119500Sole 115600 3900
SCHWAB CHARLES CORP 80851310 10756 281200Sole 271700 9500
SCIENTIFIC ATLANTA I 80865510 1470 26300Sole 25400 900
SEAGRAM LTD COM 81185010 2613 58400Sole 56500 1900
SEALED AIR CORP NEW 81211K10 1425 27500Sole 26500 1000
SEARS ROEBUCK & CO 81238710 4037 132900Sole 128600 4300
SEMPRA ENERGY COM 81685110 1982 114100Sole 110300 3800
SHERWIN WILLIAMS CO 82434810 2848 135600Sole 131000 4600
SIGMA ALDRICH CORP 82655210 3048 101400Sole 98000 3400
SNAP ON INC COM 83303410 1684 63400Sole 61300 2100
SOLECTRON CORP COM 83418210 9836 103400Sole 100000 3400
SOUTHERN CO COM 84258710 5924 252100Sole 243700 8400
SOUTHTRUST CORP COM 84473010 1456 38500Sole 37200 1300
SOUTHWEST AIRLS CO 84474110 3912 242575Sole 234625 7950
SPRINT CORP COM FON 85206110 12843 190800Sole 184300 6500
SPRINT CORP PCS COM 85206150 15232 148600Sole 143600 5000
STANLEY WKS 85461610 2567 85200Sole 82400 2800
STAPLES INC COM NA 85503010 4160 200500Sole 193850 6650
STATE STR CORP COM 85747710 3529 48300Sole 46700 1600
SUMMIT BANCORP COM 86600510 628 20500Sole 19700 800
SUN MICROSYSTEMS INC 86681010 48693 628800Sole 607600 21200
SUNTRUST BKS INC CO 86791410 8588 124800Sole 120500 4300
SYNOVUS FINL CORP C 87161C10 1681 84600Sole 81700 2900
SYSCO CORP COM 87182910 7125 180100Sole 174000 6100
TJX COS INC NEW COM 87254010 1643 80400Sole 77800 2600
TRW INC COM 87264910 4726 91000Sole 88100 2900
TANDY CORP 87538210 3355 68200Sole 66000 2200
TELLABS INC COM NA 87966410 14012 218300Sole 211000 7300
TERADYNE INC 88077010 4917 74500Sole 72000 2500
TEXACO INC COM 88169410 8619 158700Sole 153500 5200
TEXAS INSTRS INC CO 88250810 27519 284800Sole 275700 9100
TEXAS UTILS CO COM 88284810 3891 109400Sole 105700 3700
TEXTRON INC COM 88320310 4198 54744Sole 52944 1800
THOMAS & BETTS CORP 88431510 883 27700Sole 26800 900
3COM CORP COM NASD 88553510 5292 112600Sole 108800 3800
TIME WARNER INC COM 88731510 25136 347600Sole 336000 11600
TIMES MIRROR CO NEW 88736410 1695 25300Sole 24400 900
TORCHMARK CORP 89102710 1218 41900Sole 40300 1600
TOSCO CORP 89149030 1577 58000Sole 56100 1900
TRICON GLOBAL RESTAU 89595310 2943 76200Sole 73600 2600
TRIBUNE CO NEW COM 89604710 3249 59000Sole 56900 2100
TYCO INTL LTD NEW C 90212410 24758 634820Sole 614620 20200
USX MARATHON GROUP 90290582 1926 78000Sole 75400 2600
UST INC COM 90291110 1733 68800Sole 66600 2200
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BG TRANSCO HLDGS 087739 51 31600Sole 31600 0
BG TRANSCO HLDGS 087741 51 31600Sole 31600 0
BRITISH AEROSPACE - 087742 24 25743Sole 25743 0
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BCA COMM ITALIANA IT 407294 366 67660Sole 67660 0
BCA INTESA SPA ITL10 407683 2403 594334Sole 594334 0
BCA INTESA SPA DI RI 407684 186 91750Sole 91750 0
BARCO NV NPV 408904 259 1860Sole 1860 0
ERIDANIA BEGHIN SA F 408940 313 2917Sole 2917 0
BOUYGUES FRF50 411515 1716 2710Sole 2710 0
BQE NATL PARIS EUR4 413366 3120 33937Sole 33937 0
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CSF(THOMSON) FRF20 416279 380 11559Sole 11559 0
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CARLSBERG B 416921 208 5500Sole 5500 0
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CASINO GUICH-PERR FR 417841 839 7356Sole 7356 0
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CHRISTIANIA BANK 420411 105 21400Sole 21400 0
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UNICREDITO ITALIAN I 423244 2253 460029Sole 460029 0
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D/S 1912 'B'DKK1000 424875 1044 89Sole 89 0
D/S SVENDBORG 'B'DKK 425304 896 54Sole 54 0
DELHAIZE-LE LION NPV 426211 572 7620Sole 7620 0
DEN DANSKE BANK AS D 426292 655 6000Sole 6000 0
ELECTRABEL NPV 429479 1621 4970Sole 4970 0
ESSILOR INTL FRF20 430376 431 1396Sole 1396 0
ERICSSON(LM)TEL SEK2 432155 11988 187000Sole 187000 0
BAYER HYPO-VEREINS O 432541 2733 40159Sole 40159 0
FISCHER(GEORG)AG CHF 434178 316 920Sole 920 0
GPE BRUXELLES LAM NP 439155 466 2320Sole 2320 0
HOLDERBK FN GLARUS C 442048 293 830Sole 830 0
HOLDERBK FN GLARUS C 442049 620 455Sole 455 0
IBERDROLA SA EUR3 442464 1119 81020Sole 81020 0
ENI ITL1000(REGD) 443639 3914 714387Sole 714387 0
IHC CALAND 444115 260 7140Sole 7140 0
ITALCEMENTI ITL2000 445007 344 28554Sole 28554 0
IRISH LIFE & PERM OR 445525 225 23799Sole 23799 0
ITALGAS(SOC ITAL) IT 446820 258 68290Sole 68290 0
JERONIMO MARTINS PTE 447723 333 13060Sole 13060 0
KBC BANKVERZEKERIN N 449774 1524 28380Sole 28380 0
LAFARGE FRF25(BR) 450270 1140 9831Sole 9831 0
KERRY GROUP 'A'ORD I 451957 213 17840Sole 17840 0
L'OREAL FRF10 453478 4903 6134Sole 6134 0
LVMH MOET HENNSSEY E 453564 4082 9147Sole 9147 0
SUEZ LYONN EAUX EUR1 454043 2975 18630Sole 18630 0
LAGARDERE SCA FRF40( 454721 742 13690Sole 13690 0
MEDIOBANCA SPA ITL10 457481 557 54752Sole 54752 0
MICHELIN(CGDE) EUR2( 458836 599 15318Sole 15318 0
CONTINENTAL AG ORD N 459858 355 17830Sole 17830 0
NESTLE SA CHF10(REGD 461669 6660 3650Sole 3650 0
NORSK HYDRO AS NOK20 464580 912 21800Sole 21800 0
OMV AG ATS100(VAR) 465145 261 2700Sole 2700 0
OEST ELEKTRIZITATS C 466160 432 3080Sole 3080 0
PERNOD-RICARD FRF20 468232 261 4587Sole 4587 0
PEUGEOT SA FRF35 468382 790 3493Sole 3493 0
PIRELLI SPA ITL1000 468990 577 210877Sole 210877 0
POHJOLA-YHTYMA OYJ S 469194 424 7040Sole 7040 0
PARMALAT FINANZ ITL1 471440 390 306048Sole 306048 0
RAS ITL1000 471824 597 59737Sole 59737 0
RHONE-POULENC SA EUR 473681 2060 35588Sole 35588 0
MERCK KGAA ORD NPV 474184 533 17250Sole 17250 0
ROCHE HLDGS AG CHF10 474574 2407 148Sole 148 0
ROCHE HLDGS AG GENUS 474577 8110 686Sole 686 0
SWATCH GROUP PORT 476240 361 315Sole 315 0
EDISON EUR1 476446 115 14090Sole 14090 0
CIE DE ST-GOBAIN NPV 476837 1767 9430Sole 9430 0
ALUSUISSE LONZA GR C 478052 591 805Sole 805 0
SIRTI SPA ITL1000 481189 94 26453Sole 26453 0
SKAND ENSKILDA BKN S 481334 590 58500Sole 58500 0
SKANSKA AB SER'B'SEK 481343 386 10400Sole 10400 0
SMURFIT(JEFFERSON) O 481615 149 49440Sole 49440 0
SOC GENERALE EUR5 481775 2241 9669Sole 9669 0
SODEXHO ALLIANCE FRF 481830 516 2925Sole 2925 0
SOLVAY SA NPV 482110 642 7800Sole 7800 0
SONAE SGPS 482268 365 6940Sole 6940 0
MERITA A 482717 201 34263Sole 34263 0
SCHNEIDER ELECTRIC F 483410 1144 14620Sole 14620 0
SCHERING AG ORD NPV 484575 805 6680Sole 6680 0
SAP AG ORD NPV 484628 2766 5640Sole 5640 0
FORENINGSSPARBK SEK2 484652 642 43850Sole 43850 0
SAP AG NON-VTG PRF N 484686 2263 3770Sole 3770 0
SWISS REINSURANCE CH 485002 2891 1413Sole 1413 0
STOREBRAND ORD 485283 204 26900Sole 26900 0
SVENSKA CELLULOSA SE 486537 762 25800Sole 25800 0
TECHNIP FRF20 487416 294 2873Sole 2873 0
T.I.M.SPA DI RISP IT 487673 865 182140Sole 182140 0
T.I.M.SPA ITL50 487674 6987 627868Sole 627868 0
USINOR FRF20 489454 309 16530Sole 16530 0
TOTAL FINA EUR10 490541 7994 60119Sole 60119 0
UNION ELEC FENOSA ES 491322 533 30600Sole 30600 0
UNIDANMARK 'A'DKK100 491418 542 7722Sole 7722 0
VALEO EUR3 493757 663 8630Sole 8630 0
VOLVO(AB) SEK6 SER'A 493772 318 12600Sole 12600 0
VOLVO(AB) SEK6 SER'B 493773 706 27400Sole 27400 0
WATERFORD WEDGWOOD U 494263 132 130630Sole 130630 0
VEBA AG DEM5 494290 2232 46080Sole 46080 0
PECHINEY 'A'EUR15.25 494379 541 7602Sole 7602 0
WM-DATA AB SER'B'SEK 497690 432 7000Sole 7000 0
BK AUSTRIA AG NPV 499962 642 11430Sole 11430 0
RWE AG NPV 500730 1931 49470Sole 49470 0
RWE AG NON VTG PRF N 500731 224 7300Sole 7300 0
GETRONICS NV NLG0.25 502200 731 9200Sole 9200 0
METRO AG ORD NPV 504141 1359 25370Sole 25370 0
NOVARTIS AG CHF20(RE 504783 9275 6342Sole 6342 0
UPM-KYMMENE OYJ NPV 505125 1045 26030Sole 26030 0
ING GROEP NV CVA NLG 505887 5444 90510Sole 90510 0
NETCOM AB SEK5 SER'B 506506 729 10400Sole 10400 0
BAYER AG ORD NPV 506921 3364 71320Sole 71320 0
MEDIASET ITL1000 507794 1484 95769Sole 95769 0
BASF AG NPV 508657 3117 60860Sole 60860 0
SIDEL EUR2.4 509243 301 2925Sole 2925 0
BEIERSDORF AG SER'A 510740 719 10750Sole 10750 0
HOCHTIEF AG DEM5 510866 207 5580Sole 5580 0
DEUTSCHE TELEKOM ORD 511938 19052 268450Sole 268450 0
HEIDELBERGER ZEMEN D 512067 490 6262Sole 6262 0
FRESENIUS MED. CARE 512907 309 3620Sole 3620 0
ALITALIA LINEE ITL10 514034 167 70300Sole 70300 0
NOVO-NORDISK AS DKK1 515465 1137 8600Sole 8600 0
FRANCE TELECOM FRF25 517617 12121 91996Sole 91996 0
ROYAL DUTCH PETROL N 520270 11562 189350Sole 189350 0
HAGEMEYER NLG2.50 520907 353 15310Sole 15310 0
SAMPO SER'A'FIM5 522603 223 6410Sole 6410 0
ALLIANZ AG NPV(REGD) 523148 7926 23680Sole 23680 0
ELEC DE PORTUGAL PTE 524918 1054 60580Sole 60580 0
ABN-AMRO HLDGS NV NL 525076 3419 137379Sole 137379 0
AHOLD (KON) NV NLG0. 525260 1881 63764Sole 63764 0
ENDESA SA ESP200(REG 527178 2217 112090Sole 112090 0
LYONNAISE DES EAUX 528676 741 4626Sole 4626 0
DEUTSCHE LUFTHANSA O 528748 822 35380Sole 35380 0
AUSTRIAN AIRLINES AT 528872 252 13240Sole 13240 0
MUNCHENER RUCKVERS N 529412 3910 15460Sole 15460 0
OLIVETTI SPA ITL1000 529422 734 254250Sole 254250 0
TELECOM ITALIA SPA D 529731 514 84620Sole 84620 0
TELECOM ITALIA SPA I 529750 4680 333080Sole 333080 0
DASSAULT SYSTEMES FR 533004 906 13960Sole 13960 0
EM TV & MERCHANDISIN 535235 445 6940Sole 6940 0
ARGENTARIA C/P HIP E 540145 1036 44270Sole 44270 0
TELEPIZZA ESP5 544336 86 20350Sole 20350 0
ALTADIS SA ESP100 SE 544401 326 22910Sole 22910 0
HEINEKEN NV NLG5 545582 1459 30035Sole 30035 0
AKZO NOBEL NV NLG5 545831 1264 25290Sole 25290 0
SKANDIA INSURANCE SE 546157 1196 39700Sole 39700 0
AEGON NV NLG0.50 546230 5845 60740Sole 60740 0
ELECTROLUX AB SER'B' 546678 948 37800Sole 37800 0
TIETOENATOR (TIETO) 547970 339 5450Sole 5450 0
TNT POST GROEP NV NL 548155 1408 49320Sole 49320 0
UBS AG CHF20(REGD) 548595 5287 19658Sole 19658 0
BENETTON GROUP SPA I 548667 396 173064Sole 173064 0
ZURICH ALLIED AG CHF 548677 2735 4815Sole 4815 0
KON KPN NV NLG1 549080 4235 43550Sole 43550 0
VOLKSWAGEN AG ORD NP 549710 1732 30850Sole 30850 0
ACERINOX SA EUR1(REG 550011 233 5870Sole 5870 0
BCO BILBAO VIZCAYA E 550190 2814 198320Sole 198320 0
PIN-PRINTEMPS-REDO F 550507 3050 11600Sole 11600 0
BUHRMANN 551675 166 11080Sole 11080 0
DAIMLERCHRYSLER AG O 552902 7488 96671Sole 96671 0
SWISSCOM AG CHF25(RE 553397 2868 7120Sole 7120 0
DROTT AB SER'B'SEK2 554108 208 18300Sole 18300 0
SECURITAS SER'B'SEK1 555404 476 26400Sole 26400 0
SAN PAOLO-IMI SPA IT 555657 1776 131189Sole 131189 0
SONERA-YHTYMA OYJ NP 555658 3491 51130Sole 51130 0
UNIONE IMMOBILIARE I 556178 16 35700Sole 35700 0
MAN AG ORD NPV 556352 422 11280Sole 11280 0
FORTIS B NPV 559659 2340 65109Sole 65109 0
UCB NPV 559699 883 20440Sole 20440 0
WCM BETEILIGUNGS & G 560481 300 7750Sole 7750 0
THYSSEN KRUPP AG NPV 563692 1055 34750Sole 34750 0
UNILEVER NV CVA NLG1 564089 2889 52494Sole 52494 0
CARREFOUR EUR2.5 564156 7339 39944Sole 39944 0
GAS NATURAL SDG ESP5 565042 1005 43810Sole 43810 0
NOKIA (AB) OY EUR0.2 565521 20997 116240Sole 116240 0
ABB AG CHF50 (BR) 566119 3046 24998Sole 24998 0
PREUSSAG AG NPV 566629 897 16130Sole 16130 0
REPSOL SA (RG) EUR1( 566935 2178 94290Sole 94290 0
PHILIPS ELEC(KON) EU 567143 4386 32375Sole 32375 0
WOLTERS KLUWER CVA E 567151 915 27124Sole 27124 0
SANOFI-SYNTHELABO EU 567173 2751 66318Sole 66318 0
MONTEDISON SPA EUR1 567612 388 237759Sole 237759 0
ADECCO SA CHF10(REGD 568309 1408 1815Sole 1815 0
GRUPO DRAGADOS SA EU 568700 175 19950Sole 19950 0
VIVENDI EUR5.5 568723 4098 45554Sole 45554 0
HENNES & MAURITZ SEK 568743 2712 81200Sole 81200 0
TELE DANMARK A/S DKK 569879 1401 18920Sole 18920 0
STMICROELECTRONICS 570138 3090 20150Sole 20150 0
ABB LTD SEK10 570225 334 2750Sole 2750 0
SVENSKA HANDELSBKN S 570366 794 63300Sole 63300 0
SVENSKA HANDELSBKN S 570367 229 19400Sole 19400 0
BCO SANT CENT HISP E 570594 3912 346806Sole 346806 0
CANAL PLUS FRF20 571898 836 5766Sole 5766 0
INMOBILIARIA URBIS E 571973 102 22590Sole 22590 0
BPI SGPS PTE1000(REG 572175 161 37840Sole 37840 0
SIEMENS AG DEM5 572797 7250 57180Sole 57180 0
BORD TELECOM EIREANN 572841 529 124120Sole 124120 0
SAGEM SA - NEW 572904 1108 1600Sole 1600 0
AGUAS DE BARCELONA E 572906 346 23685Sole 23685 0
CORP FINANC ALBA EUR 573040 311 9120Sole 9120 0
TELEFONICA SA EUR3.0 573252 7494 301116Sole 301116 0
SOL MELIA SA ESP100 573829 317 28080Sole 28080 0
LINDE AG DEM50 574081 746 13680Sole 13680 0
FIAT SPA ITL1000 574852 955 33563Sole 33563 0
DEUTSCHE BANK AG ORD 575035 4788 56910Sole 56910 0
VIAG AG DEM50(VAR) 576158 1145 62720Sole 62720 0
MANNESMANN AG ORD NP 576750 9702 40340Sole 40340 0
ZARDOYA OTIS 577090 130 13216Sole 13216 0
KARSTADT 578656 269 6740Sole 6740 0
FOM CONST Y CONTRA E 578711 334 16490Sole 16490 0
ENEL 579802 2127 509580Sole 509580 0
DRESDNER BANK AG ORD 580162 2688 49540Sole 49540 0
BRISA(AUTO-ESTRADA P 580392 188 24630Sole 24630 0
COLRUYT SA NPV 580622 203 3540Sole 3540 0
BENI STABILI SPA 580813 38 107522Sole 107522 0
VOAPK 580942 235 9910Sole 9910 0
BCA INTESA SPA P/WTS 581159 118 67660Sole 67660 0
BCO COM PORTUGUES EU 581249 532 96280Sole 96280 0
PORTUGAL TELECOM EUR 581718 1230 112580Sole 112580 0
MERITA OYJ NPV (ASSD 583091 181 30800Sole 30800 0
ACCOR FRF100 585284 739 15350Sole 15350 0
AJINOMOTO CO INC JPY 601090 708 68000Sole 68000 0
ALPS ELECTRIC CO JPY 602150 305 20000Sole 20000 0
AMADA CO JPY50 602210 180 33000Sole 33000 0
SINGAPORE TECH ENG S 604321 249 161000Sole 161000 0
ACOM CO JPY50 604978 1771 18100Sole 18100 0
ASAHI BREWERIES JPY5 605440 426 39000Sole 39000 0
ASAHI CHEMICAL IND J 605460 1134 221000Sole 221000 0
ASAHI GLASS CO JPY50 605520 1167 151000Sole 151000 0
ASATSU-DK 605605 357 5300Sole 5300 0
AUST GAS LIGHT CO NP 606496 258 44123Sole 44123 0
AMCOR LIMITED NPV 606660 277 59300Sole 59300 0
BK OF TOKYO-MITSUB J 607036 7584 545000Sole 545000 0
BK OF EAST ASIA HKD2 607564 475 170942Sole 170942 0
BANK FUKUOKA 607569 471 68000Sole 68000 0
WESTPAC BKG CORP NPV 607614 1254 182386Sole 182386 0
TELSTRA CORP NPV 608728 3475 641500Sole 641500 0
COLONIAL LTD NPV 609463 287 64300Sole 64300 0
CLP HOLDINGS HKD5 609701 1064 231000Sole 231000 0
BORAL LIMITED NPV 611220 214 138800Sole 138800 0
AMP LIMITED NPV 611571 938 85200Sole 85200 0
BRAMBLES INDS LTD NP 612000 601 21800Sole 21800 0
BENESSE CORP 612192 1322 5500Sole 5500 0
COCA-COLA AMATIL NPV 612345 257 94559Sole 94559 0
JOHNSON ELEC HLDGS H 612633 571 89000Sole 89000 0
SEMBCORP INDUSTRIE S 612871 99 73000Sole 73000 0
BRIDGESTONE CORP JPY 613210 2353 107000Sole 107000 0
BRIERLEY INVESTS NPV 613218 60 289800Sole 289800 0
SINGAPORE PRESS HD S 613396 764 35245Sole 35245 0
KADOKAWA SHOTEN PUBL 613403 504 1500Sole 1500 0
BROKEN HILL PTY NPV 614469 2306 176215Sole 176215 0
BROTHER INDUSTRIES J 614650 193 84000Sole 84000 0
CONTACT ENERGY 615252 43 24700Sole 24700 0
CANON INC JPY50 617232 4126 104000Sole 104000 0
DBS GROUP HLDGS 617520 1574 96031Sole 96031 0
CARTER HOLT HARVEY N 617840 156 119800Sole 119800 0
CASIO COMPUTER CO JP 617896 266 32000Sole 32000 0
CATHAY PACIFIC AIR H 617975 380 213000Sole 213000 0
CENTRAL JAPAN RAILWA 618355 1046 167Sole 167 0
CHEUNG KONG(HLDGS) H 619027 2719 214000Sole 214000 0
CHUGAI PHARM CO JPY5 619640 313 29000Sole 29000 0
CITY DEVELOPMENTS SG 619792 474 81000Sole 81000 0
COLES MYER LIMITED N 620990 551 107026Sole 107026 0
CSK CORPORATION JPY5 621555 1882 11600Sole 11600 0
RIO TINTO LIMITED NP 622010 462 21577Sole 21577 0
COSMO OIL COMPANY JP 622633 118 79000Sole 79000 0
CSR LIMITED NPV 623864 264 109200Sole 109200 0
CYCLE & CARRIAGE SGD 624226 124 40000Sole 40000 0
DBS LAND SGD1 624477 285 145000Sole 145000 0
DAIEI 624998 139 35000Sole 35000 0
DAIICHI PHARM CO JPY 625021 429 33000Sole 33000 0
DAITO TRUST CONST JP 625050 157 14100Sole 14100 0
DAIKIN INDUSTRIES JP 625072 475 35000Sole 35000 0
DAIMARU INC JPY50 625076 112 33000Sole 33000 0
DAINIPPON INK&CHEM J 625082 370 125000Sole 125000 0
DAI NIPPON PRINTNG J 625090 1497 94000Sole 94000 0
DAIWA BANK 625134 317 108000Sole 108000 0
DAIWA HOUSE INDS JPY 625136 431 58000Sole 58000 0
DAIWA SECS GROUP JPY 625144 2500 160000Sole 160000 0
DELTA GOLD NL NPV 626066 131 85900Sole 85900 0
PACIFIC DUNLOP LTD N 628661 183 129800Sole 129800 0
EAST JAPAN RAILWAY J 629854 2014 374Sole 374 0
EISAI CO JPY50 630720 586 30500Sole 30500 0
DENKI KAGAKU KOGYO K 630982 161 54000Sole 54000 0
EMAIL LIMITED NPV 631300 20 12700Sole 12700 0
FAULDING(FH)&CO NPV 633260 197 30077Sole 30077 0
GOODMAN FIELDR NPV 633654 139 156688Sole 156688 0
FLETCHER CHALLENGE F 634227 55 136800Sole 136800 0
FLETCHER CHALLENGE P 634293 46 65700Sole 65700 0
FLETCHER CHALLENGE E 634294 253 96935Sole 96935 0
FLETCHER CHALLENGE B 634295 104 70448Sole 70448 0
FOSTERS BREWING GP N 634926 528 184600Sole 184600 0
FRASER & NEAVE LTD S 635060 155 42000Sole 42000 0
FUJI BANK JPY50 635628 3697 381000Sole 381000 0
FUJI PHOTO FILM CO J 635652 2005 55000Sole 55000 0
FUJI MACHINE MFG CO 635659 443 5500Sole 5500 0
FUJIKURA JPY50 635670 190 48000Sole 48000 0
FANUC JPY50 635693 3293 25900Sole 25900 0
FUJITSU JPY50 635694 9700 213000Sole 213000 0
FUJI SOFT ABC 635700 274 3500Sole 3500 0
FURUKAWA ELECTRIC JP 635756 2302 152000Sole 152000 0
FUTURIS CORP NPV 635785 76 54600Sole 54600 0
GEN PROPERTY TST UNI 636586 177 109100Sole 109100 0
GUNMA BANK 639808 227 35000Sole 35000 0
HANG LUNG DEVEL CO H 640835 220 194000Sole 194000 0
HANG SENG BANK HKD5 640837 2074 181700Sole 181700 0
HANKYU DEPT STORES J 640870 132 25000Sole 25000 0
JAMES HARDIE INDS NP 640940 203 77700Sole 77700 0
HIROSE ELECTRIC JPY5 642872 1142 5100Sole 5100 0
HITACHI JPY50 642910 6122 382000Sole 382000 0
HOKURIKU BANK JPY50 643316 229 97000Sole 97000 0
HONDA MOTOR CO JPY50 643514 4493 121000Sole 121000 0
WHARF(HLDGS) HKD1 643557 485 209000Sole 209000 0
CABLE & WIRELESS HKT 643646 3131 1083969Sole 1083969 0
HONGKONG&CHINA GAS H 643655 700 510940Sole 510940 0
HOUSE FOODS CORP JPY 644050 333 22000Sole 22000 0
HOYA CORP JPY50 644150 1337 17000Sole 17000 0
HUTCHISON WHAMPOA HK 644806 5102 351000Sole 351000 0
HYSAN DEVELOPMENT HK 644962 158 125000Sole 125000 0
ORICA LIMITED NPV 645800 239 44487Sole 44487 0
INAX CORPORATION JPY 646150 112 20000Sole 20000 0
IND BANK JAPAN JPY50 646284 2820 293000Sole 293000 0
ISHIKAWAJIMA-HARIMA 646698 88 76000Sole 76000 0
ITOCHU CORP 646780 517 104000Sole 104000 0
ITO-YOKADO CO JPY50 646794 5315 49000Sole 49000 0
JACCS CO 646862 125 32000Sole 32000 0
NIPPON SHOKUBAI CO J 647058 148 32000Sole 32000 0
JAPAN AIR LINES CO J 647187 480 162000Sole 162000 0
JAPAN TOBACCO 647453 1437 188Sole 188 0
JOYO BANK JPY50 647976 505 110000Sole 110000 0
NIPPON PAPER INDS JP 647982 506 92000Sole 92000 0
JUSCO CO JPY50 648004 888 51000Sole 51000 0
KAJIMA CORP 648132 301 101000Sole 101000 0
KAMIGUMI CO JPY50 648266 134 32000Sole 32000 0
KANEKA CORP JPY50 648336 702 55000Sole 55000 0
KANSAI ELEC POWER JP 648348 1951 112100Sole 112100 0
KAO CORP JPY50 648380 2136 75000Sole 75000 0
ONWARD KASHIYAMA JPY 648382 274 20000Sole 20000 0
KAWASAKI HEAVY IND J 648462 158 119000Sole 119000 0
KAWASAKI STEEL CP JP 648466 553 309000Sole 309000 0
KAWASAKI KISEN KAI J 648468 123 83000Sole 83000 0
KEPPEL CORP SGD1 649026 209 80000Sole 80000 0
KIKKOMAN CORP 649080 206 31000Sole 31000 0
KINDEN CORPORATION J 649292 250 32600Sole 32600 0
KINKI NIPPON RLWY JP 649296 741 185000Sole 185000 0
KIRIN BREWERY CO JPY 649374 1240 118000Sole 118000 0
KOKUYO CO JPY50 649650 266 20000Sole 20000 0
KOMATSU JPY50 649658 505 110000Sole 110000 0
KOMORI CORP JPY50 649665 324 17000Sole 17000 0
KONAMI CO 649668 1017 5700Sole 5700 0
KONICA CORPORATION J 649670 330 89000Sole 89000 0
TOKYO DOME CORP JPY5 649674 139 29000Sole 29000 0
KOYO SEIKO CO JPY50 649708 198 23000Sole 23000 0
KUBOTA CORP JPY50 649750 646 169000Sole 169000 0
KURARAY CO JPY50 649766 354 35000Sole 35000 0
KUREHA CHEM IND CO J 649790 59 24000Sole 24000 0
KURITA WATER INDS JP 649796 270 17000Sole 17000 0
KYOCERA CORP JPY50 649926 6189 23900Sole 23900 0
ASAHI BANK JPY50 649936 1779 289000Sole 289000 0
KYOWA EXEO CORP 649942 113 13000Sole 13000 0
KYOWA HAKKO KOGYO JP 649955 300 50000Sole 50000 0
LEIGHTON HOLDINGS NP 651122 257 66700Sole 66700 0
LEND LEASE CORP NPV 651200 634 45421Sole 45421 0
LION NATHAN LTD NPV 651895 168 72200Sole 72200 0
MIM HOLDINGS LTD NPV 655016 79 77300Sole 77300 0
MAEDA ROAD CONST JPY 655472 73 15000Sole 15000 0
MAKINO MILLING JPY50 655570 312 48000Sole 48000 0
MAKITA CORP JPY50 655580 306 34000Sole 34000 0
MARUBENI CORP 656946 205 49000Sole 49000 0
MARUI CO JPY50 656952 582 39000Sole 39000 0
MATSUSHITA ELC IND J 657270 6775 245000Sole 245000 0
MAYNE NICKLESS 657460 36 14000Sole 14000 0
MEIJI SEIKA KAISHA J 657618 278 49000Sole 49000 0
CREDIT SAISON CO JPY 659180 301 17300Sole 17300 0
MIRAMAR HTEL & INV H 659645 43 40000Sole 40000 0
MITSUBISHI ESTATE JP 659672 1091 112000Sole 112000 0
MITSUBISHI CORP JPY5 659678 1496 194000Sole 194000 0
MITSUBISHI TR&BKG JP 659682 1135 129000Sole 129000 0
MITSUBISHI LOGISTICS 659684 191 30000Sole 30000 0
MITSUBISHI GAS CHEMI 659692 185 95000Sole 95000 0
MITSUBISHI CHEM JPY5 659700 440 125000Sole 125000 0
MITSUBISHI ELEC CP J 659704 1458 226000Sole 226000 0
MITSUBISHI HVY IND J 659706 956 287000Sole 287000 0
MITSUBISHI MATERLS J 659708 166 68000Sole 68000 0
MITSUBISHI RAYON JPY 659716 204 84000Sole 84000 0
MITSUI TRUST & BKG J 659726 269 119000Sole 119000 0
MITSUI & CO JPY50 659730 1209 173000Sole 173000 0
MITSUI MINING & SM J 659734 312 66000Sole 66000 0
MITSUKOSHI JPY50 659748 186 53000Sole 53000 0
MITSUI FUDOSAN CO JP 659760 494 73000Sole 73000 0
MITSUI SOKO CO JPY50 659764 58 28000Sole 28000 0
SAKURA BANK JPY50 659871 2615 452000Sole 452000 0
MORI SEIKI CO JPY50 660256 281 21000Sole 21000 0
MURATA MFG CO JPY50 661040 7271 31000Sole 31000 0
NGK INSULATORS JPY50 661950 289 39000Sole 39000 0
NGK SPARK PLUG CO JP 661960 228 25000Sole 25000 0
NEWS CORPORATION PRF 662075 1423 166679Sole 166679 0
NATL AUSTRALIA BK NP 662460 2115 138706Sole 138706 0
NEW WORLD DEVEL CO H 663376 434 192581Sole 192581 0
NINTENDO CO 663955 2456 14800Sole 14800 0
DENSO CORP JPY50 664038 2933 123000Sole 123000 0
NEC CORP JPY50 664040 4212 177000Sole 177000 0
NOF CORP JPY50 664048 128 54000Sole 54000 0
NIDEC CORP 664068 1009 3500Sole 3500 0
NIPPON MEAT PACKER J 664076 311 24000Sole 24000 0
NIPPON SUISAN KAISHA 664092 35 23000Sole 23000 0
NISSHIN FLOUR MILLIN 664096 193 28000Sole 28000 0
NISHIMATSU CONSTCN J 664098 200 50000Sole 50000 0
NITTO BOSEKI CO 664108 47 36000Sole 36000 0
JAPAN ENERGY CORP JP 664120 109 120000Sole 120000 0
NIPPON TEL&TEL CP JP 664137 24592 1438Sole 1438 0
NIPPON MITSUB OIL JP 664140 690 157000Sole 157000 0
NIPPON SHEET GLASS J 664144 259 50000Sole 50000 0
NORITAKE CO JPY50 664152 138 39000Sole 39000 0
NSK 664154 266 39000Sole 39000 0
NISSIN FOOD PRODS JP 664176 470 20000Sole 20000 0
NITTO DENKO CORP JPY 664180 849 17000Sole 17000 0
NIPPON EXPRESS CO JP 664212 933 169000Sole 169000 0
NIKON CORP JPY50 664232 1437 49000Sole 49000 0
YAMAHA CORP JPY50 664238 136 21000Sole 21000 0
MINEBEA CO JPY50 664240 1113 65000Sole 65000 0
NIPPON COMSYS CORP J 664247 352 17000Sole 17000 0
NIPPON STEEL CORP JP 664256 1635 700000Sole 700000 0
NISSAN MOTOR CO JPY5 664286 1206 307000Sole 307000 0
NISSHINBO INDUSTRIES 664292 108 24000Sole 24000 0
NOMURA SECURITIES JP 664310 4183 232000Sole 232000 0
NIPPON SHINPAN CO JP 664352 91 39000Sole 39000 0
NIPPON YUSEN KK JPY5 664396 797 195000Sole 195000 0
NORTH LTD NPV 664403 250 106600Sole 106600 0
NORMANDY MINING NPV 664520 113 159824Sole 159824 0
ORIENTAL LAND CO 664889 970 11300Sole 11300 0
NTN CORPORATION JPY5 665118 207 70000Sole 70000 0
OBAYASHI CORP JPY50 665640 425 90000Sole 90000 0
OJI PAPER CO JPY50 665770 469 78000Sole 78000 0
OLYMPUS OPTICAL CO J 665880 452 32000Sole 32000 0
OMRON CORP JPY50 665942 690 30000Sole 30000 0
TAIHEIYO CEMENT JPY5 666020 126 66000Sole 66000 0
ORIENT CORP JPY50 666112 87 30000Sole 30000 0
ORIX CORP JPY50 666114 2047 9100Sole 9100 0
OSAKA GAS CO JPY50 666176 716 298000Sole 298000 0
O/SEAS CHINESE BK SG 666368 968 105390Sole 105390 0
PIONEER INTL NPV 668870 363 121000Sole 121000 0
PIONEER ELEC CORP JP 668874 792 30000Sole 30000 0
PROMISE CO 670329 656 12900Sole 12900 0
QBE INS GROUP NPV 671574 224 48113Sole 48113 0
ROHM CO JPY50 674720 6196 15000Sole 15000 0
ROTHMANS HLDGS NPV 675213 159 17400Sole 17400 0
SMC CORP JPY50 676396 1613 7300Sole 7300 0
SOUTHCORP LTD NPV 676468 265 75500Sole 75500 0
SOFTBANK CORP 677062 11373 11900Sole 11900 0
SHANGRI-LA ASIA HKD1 677103 89 78000Sole 78000 0
SANDEN CORP JPY50 677518 185 31000Sole 31000 0
SANKYO CO JPY50 677528 1129 55000Sole 55000 0
SANRIO CO JPY50 677634 480 13000Sole 13000 0
SANTOS LIMITED NPV 677670 170 62500Sole 62500 0
SANYO ELECTRIC CO JP 677676 693 171000Sole 171000 0
SANWA SHUTTER CORP J 677678 145 39000Sole 39000 0
SAPPORO BREWERIES JP 677690 126 39000Sole 39000 0
SECOM CO JPY50 679159 2309 21000Sole 21000 0
SEGA ENTREPRISES 679195 349 11000Sole 11000 0
SEKISUI CHEMICAL JPY 679382 137 31000Sole 31000 0
SEKISUI HOUSE JPY50 679390 699 79000Sole 79000 0
SHARP CORP JPY50 680060 3118 122000Sole 122000 0
SHIMAMURA CO 680403 570 3600Sole 3600 0
77TH BANK JPY50 680416 586 56000Sole 56000 0
SHIMIZU CORP JPY50 680440 248 75000Sole 75000 0
SHIN-ETSU CHEMICAL J 680458 1505 35000Sole 35000 0
SHIONOGI & CO JPY50 680468 461 38000Sole 38000 0
SHIMANO INC JPY50 680482 299 17000Sole 17000 0
SHISEIDO CO JPY50 680526 568 39000Sole 39000 0
SHIZUOKA BANK JPY50 680532 891 87000Sole 87000 0
SINO LAND CO HKD1 681042 258 448000Sole 448000 0
SINGAPORE TELECOMM S 681075 1169 566000Sole 566000 0
SINGAPORE AIRLINES S 681173 1032 91000Sole 91000 0
SMITH(HOWARD)LTD NPV 681630 100 14642Sole 14642 0
SNOW BRAND MILK JPY5 681840 149 37000Sole 37000 0
SONY CORP JPY50 682150 15160 51200Sole 51200 0
STH CHINA MORN PST H 682465 143 166000Sole 166000 0
STRAITS TRADING CO S 685352 12 10000Sole 10000 0
SUMITOMO BANK JPY50 685852 5113 374000Sole 374000 0
SUMITOMO OSAKA CEM J 685854 95 72000Sole 72000 0
SUMITOMO CHEMICAL JP 685856 938 200000Sole 200000 0
SUMITOMO ELECTRIC JP 685870 1039 90000Sole 90000 0
SUMITOMO HEAVY IND J 685873 186 68000Sole 68000 0
SUMITOMO MAR&FIRE JP 685878 597 97000Sole 97000 0
SUMITOMO METAL IND J 685882 86 114000Sole 114000 0
SUMITOMO METAL MNG J 685884 82 37000Sole 37000 0
SUMITOMO FORESTRY JP 685886 154 20000Sole 20000 0
SUMITOMO CORP JPY50 685894 1143 118000Sole 118000 0
SUN HUNG KAI PROP HK 685992 2321 222727Sole 222727 0
SWIRE PACIFIC 'A'HKD 686774 821 139000Sole 139000 0
MITSUI MARINE&FIRE J 687012 533 90000Sole 90000 0
TAISHO PHARM CO JPY5 687014 1085 37000Sole 37000 0
TAKARA SHUZO CO JPY5 687038 315 20000Sole 20000 0
TAKASHIMAYA CO JPY50 687040 165 24000Sole 24000 0
TAKEDA CHEM INDS JPY 687044 5132 104000Sole 104000 0
ADVANTEST JPY50 687049 2981 11300Sole 11300 0
TAIYO YUDEN CO JPY50 687056 948 16000Sole 16000 0
TAKUMA CO JPY50 687076 193 27000Sole 27000 0
TAKARA STANDARD CO J 687090 149 30000Sole 30000 0
TABCORP HLDGS LTD NP 687326 196 29100Sole 29100 0
TAKEFUJI CORP JPY50 687606 2237 17900Sole 17900 0
TEIJIN JPY50 688050 306 83000Sole 83000 0
TEIKOKU OIL CO JPY50 688090 106 35000Sole 35000 0
TELECOM CORP OF NZ N 688143 830 176800Sole 176800 0
TELEVISION BROADCT H 688167 355 52000Sole 52000 0
TERUMO CORP 688507 587 22000Sole 22000 0
NEWS CORPORATION NPV 688692 1846 190789Sole 190789 0
TOKYO BROADCASTING J 689416 947 28000Sole 28000 0
TOKIO MARINE &FIRE J 689476 2265 194000Sole 194000 0
TOHO CO(FILM) JPY500 689520 292 2000Sole 2000 0
TOHOKU ELEC POWER JP 689526 1069 71950Sole 71950 0
TOKAI BANK JPY50 689534 1592 253000Sole 253000 0
TOKYO ELEC POWER JPY 689540 4319 161300Sole 161300 0
TOKYO GAS CO JPY50 689544 766 315000Sole 315000 0
TOKYO ELECTRON JPY50 689567 2736 20000Sole 20000 0
TOKYU CORP JPY50 689654 146 60000Sole 60000 0
TOPPAN PRINTING CO J 689702 967 97000Sole 97000 0
TORAY INDS INC JPY50 689714 685 177000Sole 177000 0
TOSHIBA CORP 689721 2790 366000Sole 366000 0
TOSTEM CORP JPY50 690021 305 17000Sole 17000 0
TOYO SEIKAN KAISHA J 690026 347 24000Sole 24000 0
TOSOH CORP JPY50 690028 244 64000Sole 64000 0
TOYOTA MOTOR CORP JP 690064 21380 442000Sole 442000 0
TRANS COSMOS 690095 937 2200Sole 2200 0
UBE INDUSTRIES 691070 241 116000Sole 116000 0
UNI-CHARM CORP JPY50 691148 432 7500Sole 7500 0
UTD O/S BANK SGD1(AL 691678 667 75546Sole 75546 0
UNY CO JPY50 691862 205 21000Sole 21000 0
VENTURE MANUFACTURIN 692737 149 13000Sole 13000 0
WACOAL CORP JPY50 693220 325 37000Sole 37000 0
WESFARMERS NPV 694883 147 17900Sole 17900 0
WMC NPV 695498 406 73800Sole 73800 0
WESTFIELD TRUST UNIT 695631 162 82979Sole 82979 0
ILUKA RESOURCES(WEST 695757 54 20400Sole 20400 0
WING LUNG BANK HKD5 697221 228 56200Sole 56200 0
WORLD CO 697797 397 3200Sole 3200 0
WOOLWORTHS LTD NPV 698123 234 68300Sole 68300 0
YAKULT HONSHA CO 698511 130 16000Sole 16000 0
YAMANOUCHI PHARM JPY 698538 1291 37000Sole 37000 0
YAMAZAKI BAKING CO J 698550 260 24000Sole 24000 0
YAMATO TRANSPORT JPY 698556 1857 48000Sole 48000 0
YOKOGAWA ELECTRIC JP 698642 218 31000Sole 31000 0
BK OF YOKOHAMA JPY50 698644 796 173000Sole 173000 0
</TABLE>
