UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
Form 13F
Form 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: September 30, 2001
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: BP p.l.c.
Address: Britannic House
1 Finsbury Circus
London EC2m 7BA
England
Form 13F File Number: 28-05353
--------
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 this Report on Behalf of Reporting Manager:
Name: Dr. J. G. S. Buchanan
Title: Group Chief Financial Officer and Executive Director
Phone: 020 7496 4157
Signature, Place, and Date of Signing:
J. Buchanan London 13-11-2001
--------------------- -------------------- --------------
[Signature] [City,State] [Date]
Report Type (Check only one.):
[X] 13F HOLDINGS REPORT. (Check here if all holdings of this reporting manager
are reported in this report.)
[ ] 13F NOTICE. (Check here if no holdings reported are in this report, and all
holdings are reported by other reporting manager(s).)
[ ] 13F COMBINATION REPORT. (Check here if a portion of the holdings for this
reporting manager are reported in this report and a portion are reported by
other reporting manager(s).)
List of Other Managers Reporting for this Manager:
Form 13F File Number Name
28-________________ _______________
Form 13F SUMMARY PAGE
Report Summary:
Number of Other Included Managers: 2
-----
Form 13F Information Table Entry Total: 344
----
Form 13F Information Table Value Total: $1,219,086
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(thousands)
List of Other Included Managers:
Provide a numbered list of the name(s) and Form 13F file number(s) of all
institutional investment managers with respect to which this report is filed,
other than the manager filing this report.
No. Form 13F File Number Name
01 28-05357 BP Investment Management Limited
02 28-00312 BP Corporation North America Inc.
BP P.L.C.
FORM 13F INFORMATION TABLE
SEPTEMBER 30, 2001
TITLE MARKET
OF VALUE SHARES SH/ INVESTMENT VOTING AUTHORITY
----------------
ISSUER CLASS CUSIP $000) /PRN AMT PRN DISCRETION MANAGERS SOLE SHARED NONE
ABBOTT LABORATORIES COM NPV COM 002824100 7,259 140,000 SH DEFINED 01 140,000
ACE COM 004404109 289 10,000 SH DEFINED 01 10,000
ADC TELECOMMS COM 000886101 262 75,000 SH DEFINED 01 75,000
ADOBE SYSTEMS COM NPV COM 00724F101 480 20,000 SH DEFINED 01 20,000
ADVANCED MICRO DEV COM $US0.01 COM 007903107 407 50,000 SH DEFINED 01 50,000
AES COM $US0.01 COM 00130H105 577 45,000 SH DEFINED 01 45,000
AFLAC COM $US0.10 COM 001055102 1,620 60,000 SH DEFINED 01 60,000
AGILENT TECHNOLOGIES COM 00846U101 746 38,140 SH DEFINED 01 38,140
AIR PRODUCTS & CHEMS COM $US1 COM 009158106 1,543 40,000 SH DEFINED 01 40,000
ALCOA COM $US1 COM 013817101 3,101 100,000 SH DEFINED 01 100,000
ALLERGAN COM 018490102 995 15,000 SH DEFINED 01 15,000
ALLOS THERAPEUTICS INC COM COM 019777101 320 64,172 SH DEFINED 02 64,172
ALLSTATE COM $US0.01 COM 020002101 2,614 70,000 SH DEFINED 01 70,000
ALLTEL COM $US1 COM 020039103 1,738 30,000 SH DEFINED 01 30,000
ALTERA COM 021441100 655 40,000 SH DEFINED 01 40,000
ALVARION LTD SHS COM M0861T100 147 94,082 SH DEFINED 02 94,082
AMBAC FINANCIAL GRP COM 023139108 547 10,000 SH DEFINED 01 10,000
AMER ELEC POWER COM $US6.50 COM 025537101 1,729 40,000 SH DEFINED 01 40,000
AMER HOME PRODUCTS COM $US0.333 COM 026609107 6,990 120,000 SH DEFINED 01 120,000
AMERICA MOVIL A ADR ADR 02364W204 1,435 100,000 SH DEFINED 01 100,000
AMERICAN EXPRESS COM $US0.60 COM 025816109 3,487 120,000 SH DEFINED 01 120,000
AMERICAN INTL GROUP COM $US2.50 COM 026874107 18,752 240,405 SH DEFINED 01 240,405
AMGEN COM $US0.0001 COM 031162100 6,759 115,000 SH DEFINED 01 115,000
AMR CORP COM $US1 COM 001765106 268 14,000 SH DEFINED 01 14,000
AMSOUTH BANCORP COM 032165102 632 35,000 SH DEFINED 01 35,000
ANADARKO PETROLEUM COM $US0.10 COM 032511107 1,202 25,000 SH DEFINED 01 25,000
ANALOG DEVICES COM $US0.1667 COM 032654105 1,308 40,000 SH DEFINED 01 40,000
ANHEUSER BUSCH COM $US1 COM 035229103 4,557 108,800 SH DEFINED 01 108,800
AOL TIME WARNER COM 00184A105 13,902 420,000 SH DEFINED 01 420,000
APACHE COM $US1.25 COM 037411105 1,290 30,000 SH DEFINED 01 30,000
APPLE COMPUTER COM NPV COM 037833100 310 20,000 SH DEFINED 01 20,000
APPLIED IMAGING CORP COM COM 03820G106 53 45,500 SH DEFINED 02 45,500
APPLIED MATERIALS COM NPV COM 038222105 2,247 79,000 SH DEFINED 01 79,000
ASPECT MED SYS INC COM COM 045235108 1,303 119,036 SH DEFINED 02 119,036
AT & T CORP $US1 COM 001957109 5,395 279,547 SH DEFINED 01 279,547
AT & T WIRELESS SERVICES COM 00209A106 3,884 260,000 SH DEFINED 01 260,000
AUTO DATA PROCESS COM $US0.10 COM 053015103 2,822 60,000 SH DEFINED 01 60,000
AVANEX CORP COM COM 05348W109 175 59,116 SH DEFINED 02 59,116
AVAYA COM COM 053499109 252 25,416 SH DEFINED 01 25,416
AVICI SYS INC COM COM 05367L109 143 111,840 SH DEFINED 02 111,840
BAKER HUGHES COM $US1 COM 057224107 869 30,000 SH DEFINED 01 30,000
BANK OF AMERICA COM $US0.01 COM 060505104 9,344 160,000 SH DEFINED 01 160,000
BANK OF NEW YORK COM $US7.50 COM 064057102 2,800 80,000 SH DEFINED 01 80,000
BANK ONE COM $US0.01 COM 06423A103 3,462 110,000 SH DEFINED 01 110,000
BARRICK GOLD ($US) COM 067901108 521 30,000 SH DEFINED 01 30,000
BAXTER INTERNATIONAL COM $US1 COM 071813109 3,854 70,000 SH DEFINED 01 70,000
BB&T COM 054937107 2,187 60,000 SH DEFINED 01 60,000
BE FREE INC COM COM 073308108 430 333,088 SH DEFINED 02 333,088
BECTON DICKINSON COM $US1 COM 075887109 925 25,000 SH DEFINED 01 25,000
BELL ATLANTIC COM $US0.10 COM 077853109 10,811 199,800 SH DEFINED 01 199,800
BELLSOUTH COM $US1 COM 079860102 7,064 170,000 SH DEFINED 01 170,000
BERKSHIRE HATHAWAY A COM 084670108 10,500 150 SH DEFINED 01 150
BEST BUY COM 086516101 909 20,000 SH DEFINED 01 20,000
BIOGEN COM $US0.01 COM 090597105 778 14,000 SH DEFINED 01 14,000
BLACK & DECKER COM $US0.50 COM 091797100 312 10,000 SH DEFINED 01 10,000
BMC SOFTWARE COM $US0.01 COM 055921100 572 45,000 SH DEFINED 01 45,000
BOEING COM $US5 COM 097023105 2,345 70,000 SH DEFINED 01 70,000
BRISTOL MYERS SQUIBB COM $US0.10 COM 110122108 9,723 175,000 SH DEFINED 01 175,000
BROADCOM CL A COM 111320107 426 21,000 SH DEFINED 01 21,000
BURLINGTON NTH SANTA COM $US0.01 COM 12189T104 1,605 60,000 SH DEFINED 01 60,000
BURLINGTON RESOURCES COM $US0.01 COM 122014103 852 24,900 SH DEFINED 01 24,900
CAP ONE FINL COM 14040H105 921 20,000 SH DEFINED 01 20,000
CARDINAL HEALTH COM 14149Y108 3,513 47,500 SH DEFINED 01 47,500
CARNIVAL CORP CL A $US0.01 COM 143658102 771 35,000 SH DEFINED 01 35,000
CARSO GLOBAL TELECOM ADR (2 ORD) ADR 14574P107 1,184 320,000 SH DEFINED 01 320,000
CATERPILLAR COM $US1 COM 149123101 1,770 39,500 SH DEFINED 01 39,500
CEMEX ADR PART CER(5 CPO) ADR 151290889 1,075 52,358 SH DEFINED 01 52,358
CENDANT COM $US0.01 COM 151313103 1,024 80,000 SH DEFINED 01 80,000
CENTURYTEL COM $US1 COM 156700106 670 20,000 SH DEFINED 01 20,000
CHASE MANHATTAN COM 16161A108 12,175 356,507 SH DEFINED 01 356,507
CHASE MANHATTAN COM $US1.00 COM 16161A108 6,676 195,500 SH DEFINED 01 195,500
CHEVRON COM $US1.50 COM 166751107 4,661 55,000 SH DEFINED 01 55,000
CHORDIANT SOFTWARE INC COM COM 170404107 150 79,975 SH DEFINED 02 79,975
CHUBB COM 171232101 2,142 30,000 SH DEFINED 01 30,000
CIENA COM 171779101 103 10,000 SH DEFINED 01 10,000
CIGNA COM $US1 COM 125509109 1,410 17,000 SH DEFINED 01 17,000
CISCO SYS INC COM COM 17275R102 1,689 138,710 SH DEFINED 02 138,710
CISCO SYSTEMS COM $US0.001 COM 17275R102 8,891 730,000 SH DEFINED 01 730,000
CITIGROUP COM $US0.01 COM 172967101 20,642 509,669 SH DEFINED 01 509,669
CLEAR CHANNEL COMM COM $US0.10 COM 184502102 2,783 70,000 SH DEFINED 01 70,000
CMGI INC COM COM 125750109 126 125,869 SH DEFINED 02 125,869
COCA COLA $US0.25 COM 191216100 10,775 230,000 SH DEFINED 01 230,000
COLGATE-PALMOLIVE COM $US1 COM 194162103 4,660 80,000 SH DEFINED 01 80,000
COMCAST A SPECIAL COM $US1 COM 200300200 3,946 110,000 SH DEFINED 01 110,000
COMMERCE ONE COM 200693109 98 40,000 SH DEFINED 01 40,000
COMPAQ COMPUTER COM $US0.01 COM 204493100 1,330 160,000 SH DEFINED 01 160,000
COMPUTER ASSOC INTL COM $US0.10 COM 204912109 1,673 65,000 SH DEFINED 01 65,000
COMPUTER SCIENCES COM $US1 COM 205363104 995 30,000 SH DEFINED 01 30,000
COMPUWARE COM $US0.01 COM 205638109 333 40,000 SH DEFINED 01 40,000
COMVERSE TECHNOLOGY COM $US0.1 COM 205862402 614 30,000 SH DEFINED 01 30,000
CONCORD COMMUNICATIONS INC COM COM 206186108 644 72,363 SH DEFINED 02 72,363
CONEXANT SYS INC COM COM 207142100 694 83,659 SH DEFINED 02 83,659
CONEXANT SYSTEMS COM $US0.01 COM 207142100 149 18,000 SH DEFINED 01 18,000
CONOCO CL B COM 208251405 1,267 50,000 SH DEFINED 01 50,000
CONS EDISON NY COM $US0.10 COM 209115104 1,832 45,000 SH DEFINED 01 45,000
CORNING COM $US0.5 COM 219350105 573 65,000 SH DEFINED 01 65,000
COSTCO WHOLESALE COM $US0.10 COM 22160K105 1,494 42,000 SH DEFINED 01 42,000
CP&L ENERGY COM NPV COM 144141108 1,720 40,000 SH DEFINED 01 40,000
CREATIVE TECHNOLOGY COM $S0.25 COM 225290402 1,080 225,000 SH DEFINED 01 225,000
CVS COM $US0.01 COM 126650100 1,660 50,000 SH DEFINED 01 50,000
DAYTON HUDSON COM $US0.1667 COM 239753106 3,810 120,000 SH DEFINED 01 120,000
DEERE & CO COM $US1 COM 244199105 752 20,000 SH DEFINED 01 20,000
DELL COMPUTERS COM $US0.01 COM 247025109 5,096 275,000 SH DEFINED 01 275,000
DELPHI AUTO SYSTEMS COM $US0.01 COM 247126105 1,356 115,430 SH DEFINED 01 115,430
DEVON ENERGY (NEW) COM 25179M103 688 20,000 SH DEFINED 01 20,000
DIAMOND OFFSHORE DRILL COM 25271C102 504 20,000 SH DEFINED 01 20,000
DISNEY(WALT) COM $US0.01 COM 254687106 3,724 200,000 SH DEFINED 01 200,000
DOLLAR GENERAL COM $US0.50 COM 256669102 775 66,250 SH DEFINED 01 66,250
DOMINION RESCOM (NEW) COM 257470104 2,077 35,000 SH DEFINED 01 35,000
DOW CHEMICAL COM $US2.50 COM 260543103 3,276 100,000 SH DEFINED 01 100,000
DTE ENERGY COM NPV COM 233331107 1,292 30,000 SH DEFINED 01 30,000
DU PONT (EI) DE NEMOURS $US0.30 COM 263534109 4,315 115,000 SH DEFINED 01 115,000
DUKE ENERGY COM NPV COM 264399106 3,028 80,000 SH DEFINED 01 80,000
DYNEGY (NEW) COM 26816L102 866 25,000 SH DEFINED 01 25,000
EL PASO ENERGY COM $US3 COM 28368B102 3,195 76,900 SH DEFINED 01 76,900
ELECTRONIC DATA SYST COM $US0.01 COM 285661104 3,023 52,500 SH DEFINED 01 52,500
E-LOAN INC COM COM 26861P107 23 15,850 SH DEFINED 02 15,850
EMC COM $US0.01 COM 268648102 2,350 200,000 SH DEFINED 01 200,000
EMERSON ELECTRIC COM $US1 COM 291011104 1,412 30,000 SH DEFINED 01 30,000
ENGELHARD COM 292845104 462 20,000 SH DEFINED 01 20,000
ENRON COM $US0.10 COM 293561106 2,396 88,000 SH DEFINED 01 88,000
EQ OFFICE PROP TST COM 294741103 1,920 60,000 SH DEFINED 01 60,000
EXULT INC. COM 302284104 92,777 7,936,465 SH SOLE 7,936,465
EXXON MOBIL COM NPV COM 30231G102 25,846 656,000 SH DEFINED 01 656,000
FAMILY DOLLAR STRS COM $US0.10 COM 307000109 743 27,000 SH DEFINED 01 27,000
FANNIE MAE COM NPV COM 313586109 8,006 100,000 SH DEFINED 01 100,000
FDX COM $US0.10 COM 31428X106 1,102 30,000 SH DEFINED 01 30,000
FEDERATED DEPT STORES $US0.01 COM 31410H101 564 20,000 SH DEFINED 01 20,000
FIFTH THIRD BANCORP COM NPV COM 316773100 4,611 75,000 SH DEFINED 01 75,000
FIRST DATA COM $US0.01 COM 319963104 2,330 40,000 SH DEFINED 01 40,000
FIRST UNION COM $US3.333 COM 337358105 3,720 120,000 SH DEFINED 01 120,000
FLEET BOSTON FINANCE COM $US0.01 COM 339030108 4,741 129,000 SH DEFINED 01 129,000
FLUOR COM 343861100 770 20,000 SH DEFINED 01 20,000
FOMENTO ECO MEX ADR (1B/2DB/2DL) ADR 344419106 1,344 47,200 SH DEFINED 01 47,200
FORD MOTOR (NEW) COM 345370860 3,506 202,097 SH DEFINED 01 202,097
FPL GROUP COM $US0.01 COM 302571104 910 17,000 SH DEFINED 01 17,000
FREDDIE MAC COM $US0.21 COM 313400301 4,355 67,000 SH DEFINED 01 67,000
GANNETT COM 364730101 2,705 45,000 SH DEFINED 01 45,000
GAP COM $US0.05 COM 364760108 777 65,000 SH DEFINED 01 65,000
GEDEON RICHTER GDR GDR 368467304 5,060 92,000 SH DEFINED 01 92,000
GENERAL ELECTRIC COM $US0.16 COM 369604103 36,084 970,000 SH DEFINED 01 970,000
GENERAL MILLS COM 370334104 2,730 60,000 SH DEFINED 01 60,000
GENERAL MOTORS COM $US1.67 COM 370442105 2,259 52,647 SH DEFINED 01 52,647
GILLETTE COM $US1 COM 375766102 2,980 100,000 SH DEFINED 01 100,000
GLOBAL CROSSING COM $US0.01 COM 37931K309 153 85,000 SH DEFINED 01 85,000
GOLDEN WEST FINL COM 381317106 871 15,000 SH DEFINED 01 15,000
GPO CARSO ADR (2 A1) ADR 400485207 451 100,000 SH DEFINED 01 100,000
GPO ELEKTRA GDR (10 CPO) GDR 40050A102 282 60,000 SH DEFINED 01 60,000
GPO TELEVISA GDR (2 PTG CERT) GDR 40049J206 861 30,000 SH DEFINED 01 30,000
GUIDANT SHS NPV COM 401698105 1,078 28,000 SH DEFINED 01 28,000
HALLIBURTON COM $US2.50 COM 406216101 1,240 55,000 SH DEFINED 01 55,000
HARLEY DAVIDSON COM 412822108 1,418 35,000 SH DEFINED 01 35,000
HARRAHS ENTERTAINMENT COM 413619107 540 20,000 SH DEFINED 01 20,000
HARTFORD FINL SERV COM $US0.01 COM 416515104 3,201 54,500 SH DEFINED 01 54,500
HCA - THE HEALTHCARE COM $US0.01 COM 404119109 2,659 60,000 SH DEFINED 01 60,000
HEINZ (HJ) COM $US0.25 COM 423074103 1,897 45,000 SH DEFINED 01 45,000
HELLENIC TELECOM ADR (OTE) ADR 423325307 221 27,778 SH DEFINED 01 27,778
HEWLETT PACKARD COM $US0.01 COM 428236103 2,407 150,000 SH DEFINED 01 150,000
HILTON HOTELS COM 432848109 314 40,000 SH DEFINED 01 40,000
HOME DEPOT COM $US0.05 COM 437076102 8,441 220,000 SH DEFINED 01 220,000
HONEYWELL INTL COM $US1 COM 438516106 1,848 70,000 SH DEFINED 01 70,000
HOUSEHOLD INTERNATIONAL COM $US1 COM 441815107 3,665 65,000 SH DEFINED 01 65,000
HYBRID NETWORKS INC COM COM 44860K102 80 63,945 SH DEFINED 02 63,945
IBASIS INC COM COM 450732102 100 237,264 SH DEFINED 02 237,264
ILLINOIS TOOL WKS COM NPV COM 452308109 1,488 27,500 SH DEFINED 01 27,500
INDIA FUND COM $US0.001 COM 454089103 2,807 354,000 SH DEFINED 01 354,000
INDOSAT ADR (10 B) ADR 715680104 2,484 300,000 SH DEFINED 01 300,000
INDUSTRIE NATUZZI ADR (1 ORD) ADR 456478106 1,986 181,340 SH DEFINED 01 181,340
INGERSOLL RAND AM COM $US2 COM 456866102 744 22,000 SH DEFINED 01 22,000
INKTOMI CORP COM COM 457277101 46 16,888 SH DEFINED 02 16,888
INTEL COM $US0.001 COM 458140100 13,082 640,000 SH DEFINED 01 640,000
INTERNATIONAL PAPER COM $US1 COM 460146103 2,163 62,073 SH DEFINED 01 62,073
INTERPUBLIC COM $US0.10 COM 460690100 816 40,000 SH DEFINED 01 40,000
INTL BUSINESS MACHN COM $US0.20 COM 459200101 14,767 161,000 SH DEFINED 01 161,000
IONA TECH ADR (1 ORD) ADR 46206P109 506 65,000 SH DEFINED 01 65,000
JDS UNIPHASE COM 46612J101 681 107,700 SH DEFINED 01 107,700
JOHN HANCOCK FIN SVS COM $US0.01 COM 410145106 1,598 40,000 SH DEFINED 01 40,000
JOHNSON & JOHNSON COM $US1 COM 478160104 15,213 274,600 SH DEFINED 01 274,600
KELLOGG COM 487836108 1,500 50,000 SH DEFINED 01 50,000
KERR MCGEE COM $US1 COM 492386107 519 10,000 SH DEFINED 01 10,000
KIMBERLY CLARK ADR (5A) ADR 494368204 691 50,000 SH DEFINED 01 50,000
KIMBERLY CLARK COM $US1.25 COM 494368103 3,100 50,000 SH DEFINED 01 50,000
KING PHARMACEUTICALS COM 495582108 839 20,000 SH DEFINED 01 20,000
KLA TENCOR COM $US0.001 COM 482480100 537 17,000 SH DEFINED 01 17,000
KOHLS COM 500255104 1,440 30,000 SH DEFINED 01 30,000
KROGER COM $US1 COM 501044101 2,218 90,000 SH DEFINED 01 90,000
LEHMAN BROS HDG COM 524908100 1,137 20,000 SH DEFINED 01 20,000
LIBERTY MEDIA CL A COM 530718105 2,794 220,000 SH DEFINED 01 220,000
LILLY(ELI) & CO COM NPV COM 532457108 8,877 110,000 SH DEFINED 01 110,000
LIMITED COM $US0.50 COM 532716107 380 40,000 SH DEFINED 01 40,000
LINCOLN NATIONAL COM COM 534187109 1,399 30,000 SH DEFINED 01 30,000
LINEAR TECHNOLOGY COM 535678106 984 30,000 SH DEFINED 01 30,000
LOCKHEED MARTIN COM COM 539830109 1,750 40,000 SH DEFINED 01 40,000
LOWES COM $US0.50 COM 548661107 2,532 80,000 SH DEFINED 01 80,000
LSI LOGIC COM $US0.01 COM 502161102 411 35,000 SH DEFINED 01 35,000
LUCENT TECHNOLOGIES COM $US0.01 COM 549463107 1,261 220,000 SH DEFINED 01 220,000
MANULIFE FINL CORP COM COM 56501R106 5,731 218,665 SH DEFINED 02 218,665
MANULIFE FINL CORP COM (ARCO) COM 56501R106 63,137 2,408,906 SH SOLE 2,408,906
MARSH & MCLENNAN COM $US1 COM 571748102 3,385 35,000 SH DEFINED 01 35,000
MASCO COM $US1 COM 574599106 1,226 60,000 SH DEFINED 01 60,000
MATAV RT ADR (5B) ADR 576561104 676 50,000 SH DEFINED 01 50,000
MAXIM INTEGRATED COM 57772K101 943 27,000 SH DEFINED 01 27,000
MBNA COM 55262L100 2,726 90,000 SH DEFINED 01 90,000
MCDONALDS COM $US0.01 COM 580135101 4,071 150,000 SH DEFINED 01 150,000
MCGRAW HILL COM 580645109 2,153 37,000 SH DEFINED 01 37,000
MCI WORLDCOM COM $US0.01 COM 55268B106 4,061 270,000 SH DEFINED 01 270,000
MCKESSON HBOC COM $US0.01 COM 58155Q103 1,512 40,000 SH DEFINED 01 40,000
MEAD COM NPV COM 582834107 1,246 45,000 SH DEFINED 01 45,000
MEDIMMUNE SYSTEMS COM 584699102 713 20,000 SH DEFINED 01 20,000
MEDTRONIC COM $US0.10 COM 585055106 5,872 135,000 SH DEFINED 01 135,000
MELLON FINANCIAL COM $US0.5 COM 58551A108 1,439 44,500 SH DEFINED 01 44,500
MERANT GROUP ADR (5 ORD) ADR 587336108 510 99,000 SH DEFINED 01 99,000
MERCK COM NPV COM 589331107 13,320 200,000 SH DEFINED 01 200,000
MERRILL LYNCH COM $US1.333 COM 590188108 3,248 80,000 SH DEFINED 01 80,000
METLIFE COM 59156R108 1,782 60,000 SH DEFINED 01 60,000
MICRON TECHNOLOGY COM $US0.10 COM 595112103 1,130 60,000 SH DEFINED 01 60,000
MICROSOFT COM $US0.000012 COM 594918104 27,120 530,000 SH DEFINED 01 530,000
MILLENIUM PHARM COM 599902103 355 20,000 SH DEFINED 01 20,000
MINNESOTA MINING COM NPV COM 604059105 3,444 35,000 SH DEFINED 01 35,000
MOLEX COM $US0.05 COM 608554101 422 15,000 SH DEFINED 01 15,000
MOODY'S COM COM 615369105 740 20,000 SH DEFINED 01 20,000
MORGAN ST DEAN WIT COM $US0.01 COM 617446448 5,098 110,000 SH DEFINED 01 110,000
MOTOROLA COM $US3 COM 620076109 2,488 159,500 SH DEFINED 01 159,500
MOTOROLA INC COM COM 620076109 1,329 85,163 SH DEFINED 02 85,163
NATIONAL CITY COM $US4 COM 635405103 1,647 55,000 SH DEFINED 01 55,000
NATL SEMICONDUCTOR COM $US0.50 COM 637640103 440 20,000 SH DEFINED 01 20,000
NETRO CORP COM COM 64114R109 234 86,557 SH DEFINED 02 86,557
NETWORK APPLIANCE COM NPV COM 64120L104 190 28,000 SH DEFINED 01 28,000
NEW YORK TIMES A COM $US0.10 COM 650111107 1,366 35,000 SH DEFINED 01 35,000
NEWELL RUBBERMAID COM $US1 COM 651229106 681 30,000 SH DEFINED 01 30,000
NEXTEL COMMS CL A $US0.001 COM 65332V103 605 70,000 SH DEFINED 01 70,000
NIKE B COM NPV COM 654106103 1,170 25,000 SH DEFINED 01 25,000
NORFOLK SOUTHERN COM 655844108 806 50,000 SH DEFINED 01 50,000
NORTH FORK BANCORP COM $US2.50 COM 659424105 2,840 95,500 SH DEFINED 01 95,500
NORTHERN TRUST COM 665859104 1,181 22,500 SH DEFINED 01 22,500
NORTHROP GRUMMAN COM $US1.00 COM 666807102 1,111 11,000 SH DEFINED 01 11,000
OMNICOM GRP COM 681919106 1,402 21,600 SH DEFINED 01 21,600
ORACLE COM $US0.01 COM 68389X105 7,737 615,000 SH DEFINED 01 615,000
ORBOTECH COM COM M75253100 2,309 122,500 SH DEFINED 01 122,500
PALM COM 696642107 76 51,912 SH DEFINED 01 51,912
PARAMETRIC TECHNOLOGY CORP COM COM 699173100 150 28,931 SH DEFINED 02 28,931
PARKER HANNIFIN COM $US0.50 COM 701094104 662 19,300 SH DEFINED 01 19,300
PAYCHEX COM 704326107 1,418 45,000 SH DEFINED 01 45,000
PE CORP-PE BIOSYSTEMS GRP $US1 COM 693325102 488 20,000 SH DEFINED 01 20,000
PEPSICO CAP $US0.016666 COM 713448108 9,453 194,900 SH DEFINED 01 194,900
PFIZER COM $US0.05 COM 717081103 25,063 625,000 SH DEFINED 01 625,000
PHARMACIA COM 71713U102 6,131 151,150 SH DEFINED 01 151,150
PHARMACIA COM $US0.01 COM 71713U102 4,526 111,600 SH DEFINED 01 111,600
PHELPS DODGE COM $US6.25 COM 717265102 413 15,000 SH DEFINED 01 15,000
PHILIP MORRIS COM $US0.33 COM 718154107 10,624 220,000 SH DEFINED 01 220,000
PHILLIPS PETROLEUM COM $US1.25 COM 718507106 1,888 35,000 SH DEFINED 01 35,000
PHOENIX COS INC NEW COM 71902E109 1,471 101,817 SH SOLE 101,817
PPG INDUSTRIES COM $US1.6667 COM 693506107 915 20,000 SH DEFINED 01 20,000
PPL COM 69351T106 407 12,500 SH DEFINED 01 12,500
PRAXAIR COM $US0.01 COM 74005P104 630 15,000 SH DEFINED 01 15,000
PROCTER & GAMBLE COM NPV COM 742718109 8,880 122,000 SH DEFINED 01 122,000
PROKOM SOFTWARE GDR (1/2) REG S GDR 743394207 319 35,000 SH DEFINED 01 35,000
PROVIDIAN FINANCIAL COM 74406A102 504 25,000 SH DEFINED 01 25,000
PUBLIC SERVICE ENT COM NPV COM 744573106 1,277 30,000 SH DEFINED 01 30,000
QUALCOMM COM $US0.0001 COM 747525103 2,852 60,000 SH DEFINED 01 60,000
QWEST COMMS INTL COM 749121109 3,090 185,000 SH DEFINED 01 185,000
RADIOSHACK COM 750438103 485 20,000 SH DEFINED 01 20,000
RALSTON-RAL PURINA COM $US0.10 COM 751277302 984 30,000 SH DEFINED 01 30,000
RAYTHEON COM NEW 755111507 1,216 35,000 SH DEFINED 01 35,000
RELIANT ENERGY COM NPV COM 75952J108 1,579 60,000 SH DEFINED 01 60,000
ROC TAIWAN FUND SBI NPV COM 749651105 767 220,284 SH DEFINED 01 220,284
ROCKWELL COLLINS COM 774341101 426 30,000 SH DEFINED 01 30,000
ROCKWELL INTL COM 773903109 440 30,000 SH DEFINED 01 30,000
ROHM & HAAS COM 775371107 983 30,000 SH DEFINED 01 30,000
SABA SOFTWARE INC COM COM 784932105 189 95,570 SH DEFINED 02 95,570
SAFEWAY COM 786514208 794 20,000 SH DEFINED 01 20,000
SANMINA COM 800907107 679 50,000 SH DEFINED 01 50,000
SARA LEE COM $US1.3333 COM 803111103 2,450 115,000 SH DEFINED 01 115,000
SBC COMMUNICATIONS COM $US1 COM 78387G103 16,021 340,000 SH DEFINED 01 340,000
SCHERING PLOUGH COM $US0.50 COM 806605101 5,008 135,000 SH DEFINED 01 135,000
SCHLUMBERGER COM $US0.01 COM 806857108 2,514 55,000 SH DEFINED 01 55,000
SCHWAB (CHARLES) COM $US0.01 COM 808513105 1,495 130,000 SH DEFINED 01 130,000
SCIENT CORP COM COM 80864H109 10 35,607 SH DEFINED 02 35,607
SCIENTIFIC ATLANTA COM $US0.50 COM 808655104 350 20,000 SH DEFINED 01 20,000
SEARS ROEBUCK COM 812387108 1,039 30,000 SH DEFINED 01 30,000
SIEBEL SYSCOM COM 826170102 781 60,000 SH DEFINED 01 60,000
SIMON PROPERTY GROUP COM 828806109 700 26,000 SH DEFINED 01 26,000
SOLECTRON COM $US0.001 COM 834182107 1,282 110,000 SH DEFINED 01 110,000
SONUS NETWORKS INC COM COM 835916107 1,783 594,366 SH DEFINED 02 594,366
SOUTHERN CO COM $US5 COM 842587107 2,398 100,000 SH DEFINED 01 100,000
SOUTHWEST AIRLINES COM 844741108 1,336 90,000 SH DEFINED 01 90,000
SPEECHWORKS INTL INC COM COM 84764M101 935 189,699 SH DEFINED 02 189,699
SPRINT (PCS GRP) COM $US1.00 COM 852061506 2,103 80,000 SH DEFINED 01 80,000
SPRINT COM (FON GROUP) $US2.50 COM 852061100 1,921 80,000 SH DEFINED 01 80,000
ST PAULS COM 792860108 1,237 30,000 SH DEFINED 01 30,000
STAPLES COM $US0.0006 COM 855030102 667 50,000 SH DEFINED 01 50,000
STARWOOD HOTEL & RES CLB COM 85590A203 1,210 55,000 SH DEFINED 01 55,000
STATE STREET COM 857477103 910 20,000 SH DEFINED 01 20,000
STET HELLAS TELECOM ADR ADR 859823106 280 57,737 SH DEFINED 01 57,737
STILWELL FINANCIAL COM 860831106 975 50,000 SH DEFINED 01 50,000
SUN MICROSYSTEMS COM $US0.0006 COM 866810104 2,977 360,000 SH DEFINED 01 360,000
SYNOVUS FINANCIAL COM 87161C105 690 25,000 SH DEFINED 01 25,000
SYSCO COM $US1 COM 871829107 1,788 70,000 SH DEFINED 01 70,000
TELEFONOS DE MEXI ADR(1O) ADR 879403707 4,315 135,000 SH DEFINED 01 135,000
TELEFONOS MEXICO ADR(20L) ADR 879403780 727 22,500 SH DEFINED 01 22,500
TELLABS COM $US0.01 COM 879664100 494 50,000 SH DEFINED 01 50,000
TEMPLE INLAND COM $US1 COM 879868107 475 10,000 SH DEFINED 01 10,000
TENET HEALTHCARE COM $US0.15 COM 88033G103 2,386 40,000 SH DEFINED 01 40,000
TERADYNE COM $US0.125 COM 880770102 390 20,000 SH DEFINED 01 20,000
TEXACO COM $US3.125 COM 881694103 4,225 65,000 SH DEFINED 01 65,000
TEXAS INSTRUMENTS COM $US1 COM 882508104 4,746 190,000 SH DEFINED 01 190,000
TEXTRON COM 883203101 1,008 30,000 SH DEFINED 01 30,000
TJX COM $US1 COM 872540109 1,151 35,000 SH DEFINED 01 35,000
TOPPS INC COM COM 890786106 750 78,164 SH DEFINED 02 78,164
TOTAL ACCESS COMMS THB10 ($S) COM 891490108 3,725 2,500,000 SH DEFINED 01 2,500,000
TOYS R US HOLDINGS COM 892335100 689 40,000 SH DEFINED 01 40,000
TRANSOCEAN SEDCO FOREX $US0.01 COM G90078109 792 30,000 SH DEFINED 01 30,000
TUBOS DE ACERO ADR (1 ORD) ADR 898592501 477 53,000 SH DEFINED 01 53,000
TXU COM 873168108 1,853 40,000 SH DEFINED 01 40,000
TYCO INTL COM $US0.2 COM 902124106 9,100 200,000 SH DEFINED 01 200,000
UNILEVER NV NYS (1 ORD) COM 904784704 3,079 57,000 SH DEFINED 01 57,000
UNION PACIFIC COM 907818108 1,055 22,500 SH DEFINED 01 22,500
UNISYS COM $US0.01 COM 909214108 260 30,000 SH DEFINED 01 30,000
UNITED HEALTHCARE COM $US0.01 COM 910581107 3,325 50,000 SH DEFINED 01 50,000
UNITED TECHNOLOGIES COM $US1 COM 913017109 2,557 55,000 SH DEFINED 01 55,000
US BANCORP COM 917292104 4,404 198,550 SH DEFINED 01 198,550
USX-MARATHON GROUP COM $US1 COM 902905827 1,338 50,000 SH DEFINED 01 50,000
VA LINUX SYS INC COM COM 91819B105 61 58,270 SH DEFINED 02 58,270
VERITAS SOFTWARE CO $US0.001 COM 923436109 994 53,930 SH DEFINED 01 53,930
VERSATA INC COM COM 925298101 30 132,019 SH DEFINED 02 132,019
VIACOM CL B N/VTG COM $US0.01 COM 925524308 5,434 157,500 SH DEFINED 01 157,500
VIGNETTE CORP COM COM 926734104 110 30,974 SH DEFINED 02 30,974
VINA TECHNOLOGIES INC COM COM 92719D100 10 16,267 SH DEFINED 02 16,267
VISTEON COM $US1 COM 92839U107 510 40,000 SH DEFINED 01 40,000
VITRIA TECHNOLOGY INC COM COM 92849Q104 886 432,159 SH DEFINED 02 432,159
VIVENDI UNIVERSAL ADR ADR 92851S204 519 11,200 SH DEFINED 01 11,200
VYSIS INC. COM 928961101 133,920 6,662,682 SH DEFINED 02 6,662,682
WAL MART STORES COM $US0.10 COM 931142103 17,325 350,000 SH DEFINED 01 350,000
WALGREEN COM 931422109 2,748 79,800 SH DEFINED 01 79,800
WASHINGTON MUTUAL COM NPV COM 939322103 3,752 97,500 SH DEFINED 01 97,500
WASTE MANAGEMENT COM $US0.01 COM 94106L109 1,872 70,000 SH DEFINED 01 70,000
WELLPOINT HEALTH NETWORK COM 94973H108 1,092 10,000 SH DEFINED 01 10,000
WELLS FARGO COM $US1.6667 COM 949746101 8,001 180,000 SH DEFINED 01 180,000
WEYERHAEUSER COM $US1.25 COM 962166104 1,810 37,168 SH DEFINED 01 37,168
WILLIAMS COM $US1 COM 969457100 1,652 60,500 SH DEFINED 01 60,500
WYNDHAM INTL INC CL A COM 983101106 11 17,014 SH DEFINED 02 17,014
XILINX COM 983919101 706 30,000 SH DEFINED 01 30,000
YAHOO COM $US0.00017 COM 984332106 467 53,000 SH DEFINED 01 53,000
ZIMMER COM 98956P102 486 17,500 SH DEFINED 01 17,500
TOTAL 1,219,086