UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
WASHINGTON, D.C. 20549
FORM 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: March 31, 1999
Check here if Amendment [ ]: Amendment Number: _______
This Amendment (Check only one): [ ] is a restatement.
[ ] adds new holdings entries.
Institutional Investment Manager Filing this Report:
Name: Harbor Capital Management Company, Inc.
Address: 125 High Street, 26th Floor
Boston, MA 02110
Form 13F File Number: 28-1073
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: Diane Rice-Sullivan
Title: Treasurer
Phone: (617) 478-7225
Signature, Place, and Date of Signing:
/s/ Diane Rice-Sullivan Boston, MA
5/13/1999
[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).)
<PAGE>
FORM 13 F SUMMARY PAGE
REPORT SUMMARY:
NUMBER OF OTHER INCLUDED MANAGERS: 0
FORM 13F INFORMATION TABLE ENTRY TOTAL: 581
FORM 13F INFORMATION TABLE VALUE TOTAL: $5,567,430,000
List of Other Included Managers:
Provide a numbered list of the name(s) and Form 13F file Number(s)
of all institutional investment mangers with respect to which this
report is filed, other than the manger filing this report.
[ If there are no entries in this list, state "none" and omit the
column headings and list entries.]
NONE
Title VALUE SHARES/ SH/
NAME OF ISSUER of Class CUSIP (x$1000) PRN AMT
PRN
3 COM CORP COM COM 885535104 774 33200
SH
A D C TELECOMMUNICATION INC COM 886101 544 11400
SH
A F L A C Inc. COM 1055102 1911 35100
SH
A M P INC COM 31897101 1589 29700
SH
A M R CORP COM 1765106 6377 108900
SH
A T & T CORP. COM 1957109 84053 1579691
SH
ABBOTT LABS COM 2824100 3581 76500
SH
ACCOR S A ORD COM F00189120 2483 10000
SH
ACE LTD ORD COM G0070K103 62116 1991700
SH
ACOM CO LTD ORD COM XR6049784 2120 30000
SH
ADECCO SA ADR COM 6754105 10938 175000
SH
ADIDAS ADR COM 00687P104 3123 70000
SH
ADOBE SYS INC COM COM 00724F101 482 8500
SH
ADVANCED MICRO DEVICES COM 7903107 719 46400
SH
AEGON N V ADR COM 7924103 8017 89200
SH
AES CORP COM COM 00130H105 5174 138900
SH
AETNA INC. COM 8117103 1137 13700
SH
AIR PRODS & CHEMS INC COM 9158106 651 19000
SH
AIR TOUCH COMMUNICATIONS COM 00949T100 106161 1098690
SH
AIRTOUCH COMM INC PF CONVERTIBLE PREF 00949T308 457 3397
SH
AKZO N V ADR COM 10199305 5920 160000
SH
ALBERTSONS INC COM 13104104 3778 69400
SH
ALCATEL ALSTHOM ADR COM 13904305 6855 300500
SH
ALCOA COM 22249106 1133 27500
SH
ALLIANZ VERSICHERUNG A G ORD COM 18824102 3725 12000
SH
ALLIED SIGNAL INC COM 19512102 1392 28300
SH
ALLIED ZURICH PLC ORD COM G02186107 6551 486000
SH
ALLMERICA FINL CORP COM COM 19754100 47374 860372
SH
ALLTEL CORP COM COM 20039103 1566 25100
SH
ALTERA CORP COM COM 21441100 1773 29800
SH
AMAZON COM INC COM COM 23135106 947 5500
SH
AMERADA HESS CORP COM 23551104 783 15400
SH
AMERICA ONLINE INC COM 02364J104 19389 131900
SH
AMERICAN EXPRESS CO COM 25816109 1771 15040
SH
AMERICAN GENERAL CORP COM 26351106 543 7700
SH
AMERICAN HOME PRODS CORP COM 26609107 2917 44700
SH
AMERICAN INTL GROUP INC COM 26874107 189256 1568959
SH
AMERICAN STORES COM 30096101 1162 35200
SH
AMERITECH CORP NEW COM 30954101 2163 37541
SH
AMGEN INC COM 31162100 1071 14300
SH
ANADARKO PETE CORP COM 32511107 598 15850
SH
ANALOG DEVICES INC COM COM 32654105 414 13900
SH
ANHEUSER BUSCH COS INC COM 35229103 1165 15300
SH
ANNUITY AND LIFE RE COM G03910109 508 22200
SH
AON CORP COM 37389103 639 10100
SH
APPLE COMPUTER INC COM 37833100 765 21300
SH
APPLIED MATLS INC COM COM 38222105 783 12700
SH
ASCEND COMMUNICATIONS INC COM 43491109 77547 926625
SH
ASHLAND INC COM COM 44204105 692 16900
SH
ASSOC FIRST CAP CORP CL A COM 46008108 3814 84746
SH
ASTORIA FINL CORP COM COM 46265104 635 12700
SH
ATLANTIC RICHFIELD COMPANY COM 48825103 1332 18220
SH
ATMEL CORP COM COM 49513104 507 33400
SH
AUTOTOTE CORP CL A COM 53323101 45 25000
SH
AVERY DENNISON CORP COM COM 53611109 558 9700
SH
AVIS RENT A CAR COM 53790101 222 8000
SH
AVON PRODUCTS INC COM 54303102 659 14000
SH
AXA SA ADR COM 54536107 16225 244900
SH
B M C SOFTWARE INC COM 55921100 100374 2708247
SH
BAKER HUGHES INC COM 57224107 535 22000
SH
BALTIMORE GAS & ELEC CO COM 59165100 969 38200
SH
BANCO BILBAO VIZCAYA ADR COM 59458208 4583 312000
SH
BANCO COMERCIAL PORTUGUES ADR COM 59479303 1481 50000
SH
BANCO DE SANTANDER ADR COM 59574202 3615 180180
SH
BANK NEW YORK INC COM 64057102 798 22200
SH
BANK ONE CORP COM COM 06423A103 1782 32357
SH
BANK TOKYO-MITSUBISHI LTD ADR COM 65379109 7000 500000
SH
BANKAMERICA CORP NEW COM 06605F102 3741 52970
SH
BARCLAYS PLC ORD COM G08036108 2306 80000
SH
BARNES & NOBLE COM 67774109 736 22900
SH
BASS PLC ADR COM 69904209 4125 300000
SH
BAYER AG ADR COM 72730302 2608 70000
SH
BAYERISCHE HYPO-UND VEREINSBANCOM 72735103 6866 115400
SH
BAYERISCHE MOTOREN WERKE AG ORCOM D12096109 4915 7500
SH
BB&T CORPORATION COM 54937107 1343 37100
SH
BEACON CAPITAL PARTNERS RESTRICOM 73561102 820 41000
SH
BEAR STEARNS COS INC COM 73902108 501 11200
SH
BECTON DICKINSON & CO COM 75887109 2628 68600
SH
BELL ATLANTIC CORP COM 77853109 2013 38940
SH
BELL CDA INTL INC COM COM 77914109 2275 175000
SH
BELL SOUTH CORP COM 79860102 3116 77788
SH
BERGEN BRUNSWIG CORP CL A COM 83739102 716 35800
SH
BESTFOODS COM 08658U101 735 15634
SH
BIOGEN N V COM 90597105 629 5500
SH
BIOMET INC COM COM 90613100 629 15000
SH
BLACK & DECKER CORP. COM 91797100 665 12000
SH
BOEING CO COM 97023105 1329 39100
SH
BORG WARNER AUTO COM 99724106 359 7500
SH
BOSTON SCIENTIFIC CORP COM COM 101137107 841 20700
SH
BP AMOCO ADS COM 55622104 10736 106300
SH
BRIGHT HORIZONS FAMILY SOLUTCOCOM 109195107 963 44001
SH
BRISTOL MYERS SQUIBB CO COM 110122108 21388 333530
SH
BRITISH AIRWAYS PLC COM XR0129057 1380 200000
SH
BRITISH TELECOMM P L C ADR COM 111021408 7388 45000
SH
BROWNING FERRIS INDS INC COM 115885105 744 19300
SH
BURLINGTON NORTHN SANTA FE COMCOM 12189T104 1220 37100
SH
BURLINGTON RESOURCES INC COM 122014103 647 16200
SH
C M S ENERGY CORP COM 125896100 954 23700
SH
CABLE & WIRELESS PUB LTD CO ADCOM 126830207 5541 150000
SH
CABLEVISION SYS CORP COM COM 12686C109 556 7500
SH
CADENCE DESIGNS SYS INC COM COM 127387108 554 21500
SH
CAMPBELL SOUP CO COM COM 134429109 777 19100
SH
CAP GEMINI SOGETI S A ORD COM F13587120 7987 47700
SH
CAPITAL ONE FINL CORP COM 14040H105 785 5200
SH
CARDINAL HEALTH INC COM 14149Y108 97779 1481500
SH
CARNIVAL CRUISE LINE INC CL A COM 143658102 860 17700
SH
CASE CORP COM COM 14743R103 330 13000
SH
CATERPILLAR INC COM 149123101 1502 32700
SH
CBS CORPORATION COM 12490K107 1067 26136
SH
CEMEX S A SPONSORED A D R COM 151290202 3705 456000
SH
CENTOCOR INC COM COM 152342101 894 24200
SH
CHAMPION INTERNATIONAL CORP COM 158525105 1955 47600
SH
CHANCELLOR MEDIA CORP COM COM 158915108 481 10200
SH
CHASE MANHATTAN CORPORATION COM 16161A108 93874 1153600
SH
CHEVRON CORP COM 166751107 1322 14900
SH
CHIRON CORP COM COM 170040109 1165 53100
SH
CHUBB CORP COM 171232101 808 13800
SH
CIGNA CORP COM 125509109 1161 13850
SH
CINCINNATI BELL INC COM COM 171870108 399 17800
SH
CINCINNATI FINL CORP COM COM 172062101 598 16400
SH
CINERGY CORP COM 172474108 710 25800
SH
CIRCUIT CITY STORES INC COM COM 172737108 4199 54800
SH
CISCO SYSTEMS INC COM 17275R102 190474 1738493
SH
CITIGROUP INC. COM 172967101 129211 2022867
SH
CITRIX SYS INC COM COM 177376100 595 15600
SH
CLEAR CHANNEL COMMUNICATIONS COM 184502102 4232 63100
SH
CLOROX CO COM COM 189054109 110275 941011
SH
COASTAL CORP COM COM 190441105 653 19800
SH
COCA COLA CO COM 191216100 7744 126173
SH
COCA COLA ENTERPRISES INC COM COM 191219104 563 18600
SH
COFLEXIP ADR COM 192384105 1725 50000
SH
COLGATE PALMOLIVE CO COM 194162103 1325 14400
SH
COLT TELECOM GROUP PLC ADR COM 196877104 3124 43500
SH
COLUMBIA GAS SYS INC COM COM 197648108 935 17900
SH
COLUMBIA/H C A HEALTHCARE CORPCOM 197677107 701 37000
SH
COMCAST CORP CL A SPL COM 200300200 774 24600
SH
COMERICA INC COM 200340107 1392 22300
SH
COMPAGNIE DE SAINT - GOBAIN COM XR4768371 3959 25000
SH
COMPAQ COMPUTER CORP COM 204493100 2833 89400
SH
COMPUTER ASSOC INTL INC COM COM 204912109 743 20900
SH
COMPUTER SCIENCES CORP COM 205363104 111664 2023350
SH
CONAGRA INC COM 205887102 597 23300
SH
CONSECO INC COM COM 208464107 63822 2067100
SH
CONTINENTAL AIRLS INC CL B COM 210795308 59206 1558050
SH
COOPER INDUSTRIES INC COM 216669101 576 13508
SH
CORNERSTONE PPTYS INC CDT-COM COM 21922H103 1932 132100
SH
CORNING INC COM 219350105 852 14200
SH
COSTCO COS INC COM COM 22160Q102 751 8200
SH
COUNTRYWIDE CR INDS INC COM COM 222372104 690 18400
SH
CSK CORP ADR COM 126375302 4838 150000
SH
CVS CORP COM COM 126650100 98535 2074416
SH
DoCoMo ADR COM 629424102 5940 120000
SH
DAIMLERCHRYSLER AG ORD COM D1668R123 6982 81360
SH
DANA CORP COM 235811106 551 14500
SH
DASSAULT SYSTEMS ADR COM 237545108 854 23000
SH
DAYTON HUDSON CORP COM 239753106 87499 1313300
SH
DELL COMPUTER CORP COM COM 247025109 1439 35200
SH
DELPHI AUTOMOTIVE COM 247126105 355 20000
SH
DELTA AIRLINES INC COM 247361108 4914 70700
SH
DELTA & PINE LD CO COM COM 247357106 424 13800
SH
DIAGEO PLC ADR COM 25243Q205 2745 60000
SH
DIAMOND OFFSHORE DRILLING COM 25271C102 262 8300
SH
DILLARDS INC CL A COM 254067101 442 17400
SH
DISNEY WALT PRODTNS COM 254687106 2123 68200
SH
DOLE FOOD INC COM 256605106 612 20400
SH
DOLLAR GEN CORP COM COM 256669102 503 14800
SH
DONNELLEY R R & SONS CO COM 257867101 512 15900
SH
DOVER CORP COM 260003108 625 19000
SH
DOW CHEMICAL CORP COM 260543103 916 9835
SH
DU PONT E I DE NEMOURS CO COM 263534109 1830 31510
SH
DUN & BRADSTREET CORP DEL COM COM 26483B106 645 18100
SH
E M C CORP MASS COM COM 268648102 34617 270974
SH
EASTMAN KODAK COM 277461109 929 14549
SH
EATON CORP COM 278058102 543 7600
SH
EISAI LTD ADR COM 282579309 3075 150000
SH
ELECTRONIC ARTS COM COM 285512109 760 16000
SH
ELECTRONIC DATA SYS CORP NEWCOCOM 285661104 988 20300
SH
ELF AQUITAINE ADR COM 286269105 7768 115400
SH
EMBRATEL PARTICIPACOES S A ADRCOM 29081N100 6675 400000
SH
EMERSON ELEC CO COM 291011104 985 18600
SH
ENGINEERING ANIMATION INC COM COM 292872108 1293 30700
SH
ENI S P A ADR COM 26874R108 6313 100000
SH
ENRON CORP COM 293561106 80075 1246300
SH
ENTERGY CORP NEW COM COM 29364G103 748 27200
SH
EQUANT N V SHS-N Y REGISTR COM 294409107 1016 13500
SH
EQUITABLE COS INC COM 29444G107 9779 139700
SH
EQUITY OFFICE PPTYS TR COM COM 294741103 3240 127684
SH
EQUITY RESIDENTIAL PPTYS TR SHCOM 29476L107 21492 521021
SH
ERICSSON L M TEL CO ADR COM 294821400 33495 1406620
SH
ESTEE LAUDER CO. COM 518439104 510 5400
SH
EXXON CORP COM 302290101 5003 70908
SH
FAIRFIELD FST BK & TR CO CT COCOM 304360100 0 17700
SH
FANNIE MAE COM 313586109 136040 1964480
SH
FASTENAL CO COM COM 311900104 463 13200
SH
FDX CORPORATION COM 31304N107 7784 167400
SH
FED HOME LN MTG CP-VTG COM-FORCOM 313400301 4404 76850
SH
FIRST AMERN CORP TENN COM COM 318900107 520 14100
SH
FIRST DATA CORP COM COM 319963104 795 18600
SH
FIRST SEC CORP DEL COM COM 336294103 496 25700
SH
FIRST UNION CORP COM 337358105 1368 25600
SH
FIRSTAR CORP NEW WIS COM COM 33763V109 1353 45360
SH
FLEET FINL GROUP INC NEW COM 338915101 734 19500
SH
FLUOR CORP COM 343861100 543 20100
SH
FOOD LION INC CL B COM 344775101 937 104100
SH
FORD MOTOR COM 345370100 2160 38100
SH
FORTIS AMEV N V ADR COM 34956J101 844 22000
SH
FORTUNE BRANDS INC COM 349631101 691 17946
SH
FPL GROUP INC COM COM 302571104 714 13400
SH
FREEPORT MCMORAN COPPER&GOLDCLCOM 35671D857 471 43300
SH
FRONTIER CORP COM COM 35906P105 711 13700
SH
FUJITSU LTD ADR COM 359590304 7227 90000
SH
G A P INC COM 364760108 5353 79525
SH
G T E CORP COM 362320103 2462 40700
SH
GANNETT INC DEL COM 364730101 832 13200
SH
GENERAL ELEC CO COM 369604103 110398 997949
SH
GENERAL MILLS INC COM 370334104 317 4200
SH
GENERAL MOTORS CORP COM 370442105 2079 23900
SH
GENERAL RE CORP COM 370563108 1209 6000
SH
GEORGIA PACIFIC CORP COM 373298108 535 7200
SH
GILLETTE CO COM 375766102 2514 42300
SH
GLAXO PLC COM 37733W105 9853 147200
SH
GLOBAL CROSSING LTD COM COM G3921A100 1203 26000
SH
GLOBAL TELESYSTEMS GROUP INCCDCOM 37936U104 3188 57000
SH
GOLD KING CONS INC COM COM 380609107 0 25000
SH
GROUPE DANONE ADR COM 399449107 8678 174000
SH
GUCCI GROUP N V SHS-N Y REGISTCOM 401566104 1127 14000
SH
GUIDANT CORP COM COM 401698105 106776 1764900
SH
GULFSTREAM AEROSPACE CORP. COM 402734107 590 13600
SH
HALLIBURTON COMPANY COM 406216101 524 13600
SH
HANSON PLC ADR COM 411352404 5500 125000
SH
HARLEY DAVIDSON INC COM COM 412822108 637 11100
SH
HARTFORD FINANCIAL SERVICES COM 416515104 818 14400
SH
HASBRO BRADLEY INC COM 418056107 347 12000
SH
HEALTH CARE PPTY INVS INC COM 421915109 3551 123500
SH
HEALTH MGMT ASSOC INC NEW CL ACOM 421933102 1071 87900
SH
HEINEKEN N V ADR COM 423012202 9453 187500
SH
"HEINZ, H J COMPANY" COM 423074103 725 15300
SH
HELLENIC TELECOMMUNICATIONS ADCOM 423325307 468 40000
SH
HENKEL COM 42550U109 2552 40000
SH
HERSHEY FOODS CORP COM 427866108 544 9700
SH
HEWLETT PACKARD CO COM 428236103 2156 31800
SH
HITACHI LTD ORD COM J20454112 222 30000
SH
HOME DEPOT INC COM 437076102 146261 2349574
SH
HONDA MTR LTD COM 438128308 6684 75000
SH
HONEYWELL INC COM 438506107 857 11300
SH
HOUGHTON MIFFLIN CO COM 441560109 93316 1990750
SH
HOUSEHOLD INTL CORP COM 441815107 96561 2116400
SH
HSBC HLDGS PLC ADR COM 404280307 6300 20000
SH
HUNTINGTON BANCSHARES INC COM COM 446150104 631 20400
SH
HUTCHISON WHAMPOA LTD ADR COM 448415208 2925 75000
SH
ID BIOMEDICAL CORP COM COM 44936D108 67 30000
SH
IDEC PHARMACEUTICALS CORP COM 449370105 286 5576
SH
IDX SYSTEMS COM 449491109 174 12000
SH
ILLANOVA CORP COM 452317100 534 25200
SH
ILLINOIS TOOL WORKS INC COM 452308109 1021 16500
SH
IMMUNEX CORP NEW COM COM 452528102 616 7400
SH
IMS HEALTH INC COM COM 449934108 1799 54300
SH
ING GROEP N V ADR COM 456837103 6417 116800
SH
INGERSOLL-RAND COMPANY COM 456866102 700 14100
SH
INTEL CORP COM 458140100 8642 145400
SH
INTERNATIONAL BUSINESS MACHINECOM 459200101 75375 425247
SH
INTERNATIONAL PAPER CO COM 460146103 856 20300
SH
INTERPUBLIC GROUP COS INC COM 460690100 841 10800
SH
INTIMATE BRANDS INC. COM 461156101 79575 1653500
SH
IOMEGA CORP COM COM 462030107 460 89700
SH
IPALCO ENTERPRISES INC COM 462613100 755 34400
SH
ISTITUTO BANCARIO SAN PAOLO ADCOM 465224103 7434 232298
SH
ITO YOKADO LTD ADR COM 465714301 5315 80000
SH
ITT INDS INC COM COM 450911102 1075 30400
SH
JACOR COMMUNICATIONS INC COM COM 469858401 1596 21000
SH
JOHNSON CONTROLS COM 478366107 493 7900
SH
JOHNSON & JOHNSON COM 478160104 18844 201537
SH
K MART CORP COM 482584109 622 37000
SH
KANSAS CITY SOUTHN INDS INC COCOM 485170104 593 10400
SH
KAO CORP ADR COM 485537203 7728 35000
SH
KELLOGG CO COM 487836108 710 20990
SH
KERR-MCGEE CORP COM 492386107 377 11477
SH
KEYCORP COM 493263107 540 14600
SH
KEYSPAN ENERGY COM COM 49337K106 555 22100
SH
KEYSTONE FINL INC COM COM 493482103 468 14500
SH
KIMBERLY CLARK CORP COM 494368103 1592 33200
SH
KIRIN BREWERY LTD ADR COM 497350207 3443 30000
SH
KLA INSTRS CORP COM COM 482480100 418 8600
SH
KNIGHT RIDDER COM 499040103 545 10900
SH
KOHLS CORP COM 500255104 659 9300
SH
KONINKLIIJKE PHILIPS ELECTRONICOM 500472105 12423 150700
SH
KONINKLIJKE AHOLD NV ADR COM 500467303 2869 75000
SH
KONINKLIJKE KPN NV ADR COM 780641205 4901 123500
SH
KYOCERA CORP COM 501556203 3158 60000
SH
L G&E ENERGY CORP COM COM 501917108 1782 85600
SH
L OREAL CO ADR COM 502117203 5674 44500
SH
LEAR CORP COM COM 521865105 871 20400
SH
LEGGETT & PLATT INC COM 524660107 420 21000
SH
LEHMAN BROS HLDGS INC COM COM 524908100 538 9000
SH
LEVEL 3 COMM INC COM COM 52729N100 1624 22300
SH
LEXMARK INTL GROUP INC CL A COM 529771107 559 5000
SH
"LILLY, ELI & COMPANY" COM 532457108 85835 1011310
SH
LIMITED INC COM 532716107 1014 25600
SH
LINCOLN NATL CORP IND COM 534187109 1552 15700
SH
LINEAR TECHNOLOGY CORP COM COM 535678106 584 11400
SH
LOCKHEED MARTIN CORP COM 539830109 747 19800
SH
LUCENT TECHNOLOGIES COM 549463107 9195 170280
SH
LYONDELL PETROCHEMICAL CO COM COM 552078107 371 27100
SH
M B I A INC COM 55262C100 568 9800
SH
M C I WORLDCOM COM 55268B106 224842 2538800
SH
MAGAININ PHARMACEUTICALS INCCOCOM 559036108 348 222500
SH
MAGNA INTL INC CL A COM 559222401 807 13900
SH
MANNESMANN A G ADR COM 563775303 7982 62500
SH
MANPOWER INC COM 56418H100 281 12000
SH
MARRIOTT INTL INC NEW CL A COM 571903202 578 17200
SH
MARSHALL & ILSLEY CORP COM COM 571834100 604 10900
SH
MARUI LTD ADR COM 573814308 5954 175000
SH
MASCO CORP COM 574599106 766 27100
SH
MATSUSHITA COMMUNICATION ORD COM XR6572666 6695 99000
SH
MATSUSHITA ELEC CO ADR COM 576879209 3868 20000
SH
MATTEL INC COM 577081102 59511 2386400
SH
MAXIM INTEGRATED PRODS INC COMCOM 57772K101 590 10900
SH
MAYTAG CORP COM COM 578592107 531 8800
SH
MBNA CORP COM 55262L100 887 37136
SH
MCCORMICK & CO INC COM 579780206 566 19500
SH
MCDONALDS CORP COM 580135101 1705 37624
SH
MCDONALDS CORP 7.500% 09/30/36 PREFERRED STOCKS 0 0 207 8000
SH
MCGRAW HILL INC COM 580645109 709 13000
SH
MCKESSON HBOC INC. COM 58155Q103 58446 885541
SH
MEAD CORP COM 582834107 1190 38700
SH
MEDIAONE GROUP INC COM COM 58440J104 1053 16600
SH
MEDTRONIC INC. COM 585055106 80243 1116425
SH
MELLON BANK CORP COM 585509102 739 10500
SH
MERCANTILE BANCORPORATION COM COM 587342106 816 17183
SH
MERCK & CO INC COM 589331107 7516 93800
SH
MERRILL LYNCH & CO. INC. COM 590188108 965 10900
SH
METROMEDIA FIBER NETWORK INCCLCOM 591689104 3668 70800
SH
METROMEDIA INTL GROUP INC COM COM 591695101 1190 244000
SH
MEYER FRED INC DEL NEW COM COM 592907109 1142 19400
SH
MGIC INVT CORP WIS COM COM 552848103 421 12000
SH
MICRON TECHNOLOGY INC COM COM 595112103 660 13700
SH
MICROSOFT CORP COM 594918104 154237 1720920
SH
MIDAMERICAN ENERGY COM 59562V107 1134 40500
SH
MINNESOTA MNG & MFG CO COM 604059105 1189 16800
SH
MIRAGE RESORTS INC COM 60462E104 448 21100
SH
MOBIL CORP COM 607059102 4798 54520
SH
MODIS PROFESSIONAL SVCS INC COCOM 607830106 1233 136000
SH
MOLEX INC COM COM 608554101 761 25900
SH
MONSANTO CO COM COM 611662107 1038 22600
SH
MORGAN J.P. & CO INC COM 616880100 851 6900
SH
MORGAN STANLEY DEAN WITTER DISCOM 617446448 1539 15400
SH
MORGAN STANLEY EMERGING MKTS COM 61744G107 956 100000
SH
MORTON INTERNATIONAL NEW COM 619335102 518 14100
SH
MOTOROLA INC COM 620076109 1450 19800
SH
MOTOROLA INC 0.000% 09/07/09 CONVERTIBLE BOND 620076AE9 67 50000
PRN
NATIONAL AUSTRALIA BK LTD ORD COM Q65336119 3166 175000
SH
NATIONWIDE HEALTH PPTYS INC COM 638620104 481 25300
SH
NESTLE S A ADR COM 641069406 7512 82700
SH
NETWORK APPLIANCE INC COM COM 64120L104 5306 104800
SH
NETWORKS ASSOCS INC COM COM 640938106 1418 46200
SH
NEW YORK TIMES CO CLASS A COM 650111107 533 18700
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NEWELL RUBBERMAID INC. COM 651229106 6117 128786
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NEWMONT MINING CORP COM 651639106 670 38300
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NEWS CORP LTD ADR COM 652487703 6461 219000
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NEXTEL COMMUNICATIONS INC CL COM 65332V103 3689 100726
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NIKE INC COM 654106103 831 14400
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NIPPON STL CORP ORD COM J55999122 2050 1000000
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NIPPON TELEG & TEL CORP ADR COM 654624105 9701 199000
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NOBLE AFFILIATES COM 654894104 566 19500
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NOKIA CORP ADR COM 654902204 128120 1645200
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NOMURA SECS LTD ADR COM 655361301 7455 71200
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NORDBANKEN HOLDING ORD COM XR5380031 2115 370000
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NORFOLK SOUTHN CORP COM 655844108 593 22484
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NORTH FORK BANCORP INC N Y COMCOM 659424105 562 26600
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NORTHERN TELECOM COM 665815106 4094 65900
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NORTHERN TR CORP COM COM 665859104 817 9200
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NORTHROP GRUMMAN CORP COM COM 666807102 395 6600
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NOVARTIS AG ADR COM 66987V109 9076 111900
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NOVELL INC COM 670006105 680 27000
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NUCOR CORP COM 670346105 516 11700
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OCCIDENTAL PETE CORP COM COM 674599105 504 28000
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OFFICE DEPOT INC COM COM 676220106 625 25050
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OHIO CASUALTY CORP COM 677240103 382 9800
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OLD REP INTL CORP COM 680223104 447 24500
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OMNICARE INC COM COM 681904108 1050 55100
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OMNICOM GROUP COM 681919106 11607 145200
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ORACLE CORP COM COM 68389X105 1031 39100
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OWENS ILL INC COM NEW COM 690768403 445 17800
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P P & L RES INC COM COM 693499105 485 19600
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PACCAR INC COM 693718108 457 11100
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PACIFIC INTERNET COM Y66183107 524 9000
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PACIFICARE HLTH SYS INC DEL CLCOM 695112201 566 8300
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PACIFICORP OREGON COM 695114108 795 46100
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PAGING NETWORK INC COM COM 695542100 203 43200
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PAINE WEBBER INC COM 695629105 1228 30800
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PARAMETRIC TECHNOLOGY CORP COMCOM 699173100 415 21000
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PARKER HANNIFIN CORP COM COM 701094104 425 12400
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PAYCHEX INC COM COM 704326107 1238 26100
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PEARSON PLC ORD COM XR0677608 7620 334500
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PECO ENERGY CO COM 693304107 749 16200
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PENINSULAR & ORIENTAL STEAM ADCOM 707190401 3719 125000
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PENTAIR INC COM 709631105 321 9500
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PEOPLESOFT INC COM COM 712713106 834 57000
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PEPSICO INC COM 713448108 3599 91840
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PERKIN ELMER CORP COM 714041100 534 5500
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PFIZER INC COM 717081103 101292 730029
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PG&E CORP COM COM 69331C108 1941 62500
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PHARMACIA & UPJOHN INC COM COM 716941109 1004 16100
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PHILIP MORRIS COS INS COM 718154107 2280 64800
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PHILLIPS PETROLEUM COMPANY COM 718507106 1455 30800
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PINNACLE HLDGS INC COM COM 72346N101 151 10000
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PINNACLE WEST CAP CORP COM 723484101 920 25300
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PIONEER HI-BRED INT'L. COM 723686101 700 18600
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PNC BK CORP COM COM 693475105 750 13500
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PORTUGAL TELECOM ADR COM 737273102 2629 60000
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PRAXAIR INC COM 74005P104 750 20800
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PRICE T ROWE & ASSOC INC COM COM 741477103 450 13100
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PROCTER & GAMBLE COMPANY COM 742718109 5216 53262
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PROGRESSIVE CORP OHIO COM 743315103 1923 13400
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PROVIDIAN FINL CORP COM COM 74406A102 869 7900
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PUGET SOUND PWR & LT CO COM COM 745332106 570 24700
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QIAGEN NV ORD COM N72482107 4224 62000
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QUAKER OATS CO COM 747402105 996 16000
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QUALCOMM INC COM COM 747525103 883 14200
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QUANTUM CORP COM COM 747906105 410 22800
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QWEST COMMUNICATIONS INTL COM 749121109 6380 88500
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RAYTHEON CO CL B COM 755111408 1085 18500
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REED INTL PLC ADR COM 758212872 3550 100000
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REGIONS FINL CORP COM 758940100 630 18200
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REINSURANCE GROUP AMER INCCOM COM 759351109 255 6000
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RELIASTAR FINL CORP COM COM 75952U103 486 11400
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RENTOKIL INITIAL COM XR0732712 2803 458000
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REPSOL ADS ADR COM 76026T205 6985 408900
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REPUBLIC NY CORP COM 760719104 521 11300
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REPUBLIC SVCS INC CL A COM 760759100 850 52500
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REYNOLDS METALS CO COM 761763101 449 9300
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RHONE POULENC SA ADR COM 762426609 4528 102900
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RIO TINTO PLC ADR COM 767204100 6710 122000
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RITE AID CORP COM 767754104 653 26100
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RJR NABISCO HLDGS CORP COM 74960K876 563 22500
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ROBERT HALF INTL INC COM COM 770323103 965 29400
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ROCHE HLDG LTD ADR COM 771195104 10346 84800
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ROYAL DUTCH PETRO-NY SHARES COM 780257804 11592 222920
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RWE AG ADR COM 74975E303 3490 80000
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S B C COMMUNICATIONS INC COM 78387G103 3132 66383
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S L M HLDG CORP COM COM 78442A109 743 17800
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SAES GETTERS S P A ADR COM 786362103 677 133000
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SAFECO CORP COM COM 786429100 696 17200
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SAFEWAY INC COM NEW COM 786514208 69184 1348278
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SANYO ELEC LTD ORD COM 803038108 2800 800000
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SAP AG ADR COM 803054204 4736 180000
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SARA LEE CORP COM COM 803111103 926 37400 0
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SCHLUMBERGER COM 806857108 1717 28520
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SCHWAB CHARLES CORP COM 808513105 7864 81812
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SCOR S A ADR COM 80917Q106 6385 125500
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SCOTTISH ANNUITY & LIFE HLDGORCOM G7885T104 98 10000
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SEAGATE TECHNOLOGY COM 811804103 544 18400
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SEAGRAM COM 811850106 750 15000
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SEALED AIR CORP NEW COM COM 81211K100 1053 21400
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SEARS ROEBUCK & CO COM 812387108 881 19500
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SEKISUI HOUSE LTD ORD COM J70746136 2392 225000
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SEMPRA ENERGY COM COM 816851109 656 34200
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SERVICEMASTER COMPANY COM 81760N109 762 37500
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SGL CARBON AG ADR COM 784188203 420 30000
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SHERWIN WILLIAMS CO COM 824348106 433 15400
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SHOHKOH FUND & CO LTD COM XR6805715 2026 4000
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SIEMENS A G ADR COM 826197402 5814 87000
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SIGMA ALDRICH CORP COM 826552101 512 17500
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SIMON PPTY GROUP INC NEW COM COM 828806109 642 23400
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SMITHKLINE BEECHAM PLC ADR COM 832378301 13226 184200
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SMURFIT-STONE CONTAINER CORPCOCOM 832727101 193 10000
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SOFTBANK CORP ORD COM J75963108 7137 61000
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SOLECTRON CORP COM COM 834182107 699 14400
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SONAT INC COM 835415100 435 14500
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SONY CORP COM 835699307 11706 128200
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SOUTHERN CO COM 842587107 590 25300
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SOUTHTRUST CORP COM 844730101 604 16200
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SOUTHWEST AIRLS CO COM 844741108 681 22500
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SPIEKER PPTYS INC COM COM 848497103 23755 673900
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SPRINT CORP COM COM 852061100 1276 13000
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ST JUDE MEDICAL CENTER INC COM 790849103 734 30100
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STAPLES INC COM COM 855030102 953 29000
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STARWOOD HOTELS & RESORTS WOPACOM 85590A203 403 14100
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STATE STREET CORP COM 857477103 1168 14200
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STERICYCLE INC COM COM 858912108 363 27000
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STERLING COMM INC COM COM 859205106 480 15600
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STORAGE TECHNOLOGY CORP COM 862111200 3905 140100
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SUMITOMO ELEC INDS LTD ADR COM 865617203 2371 20000
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TAKEDA CHEM INDS LTD COM XR6870445 4904 127000
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TERADYNE INC COM 880770102 376 6900
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THE ALLSTATE CORPORATION COM 20002101 1079 29100
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TIME WARNER INC COM 887315109 171841 2426700
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TIMES MIRROR CO NEW COM 887364107 687 12700
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TRANSAMERICA CORP COM 893485102 667 9400
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TYCO INTL LTD NEW COM COM 902124106 140789 1962210
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U A L CORP COM COM 902549500 42348 543800
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UNITRIN INC COM COM 913275103 653 20900
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UNOCAL CORP COM 915289102 745 20200
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UNUM CORP COM 903192102 751 15800
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USX-MARATHON GROUP COM NEW COM 902905827 619 22500
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UTILICORP UNITED INC COM 918005109 386 16950
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V F CORP COM 918204108 475 10000
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VALERO ENERGY CORP NEW COM 91913Y100 338 13600
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VERIO COM 923433106 269 5830
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VIACOM INC COM 925524100 825 19800
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WACHOVIA CORP NEW COM 929771103 796 9800
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WALGREEN COMPANY COM 931422109 1090 38600
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WARNER LAMBERT CO COM 934488107 2137 32256
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WASHINGTON MUT IN C COM COM 939322103 928 22700
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WASTE MANAGEMENT INC COM 678335ZR 78586 1770947
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WATERS CORP COM COM 941848103 105551 1004650
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WELLPOINT HEALTH NTWRKS NEW COCOM 94973H108 546 7200
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WELLS FARGO NEW COM 949746101 2462 70230
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WENDYS INTERNATIONAL COM 950590109 583 20500
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WEYERHAEUSER CO COM 962166104 1433 25825
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WHIRLPOOL CORP COM 963320106 462 8500
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WPP GROUP PLC ADR COM 929309300 7785 90000
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XEROX CORP COM 984121103 1413 27100
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YAHOO INC COM COM 984332106 1566 9300
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