UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
WASHINGTON, D.C. 20549
FORM 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: June 30, 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
8/13/1999
[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: 590
FORM 13F INFORMATION TABLE VALUE TOTAL: $5,756,621,000
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
VALUE SHARES/ SH/
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN
3 COM CORP COM COM 885535104 769 28800 SH
A D C TELECOMMUNICATION INC COM 000886101 806 17700 SH
A F L A C Inc. COM 001055102 1944 40600 SH
A M R CORP COM 001765106 5992 87800 SH
A T & T CORP. COM 001957109 3576 64068 SH
ABBOTT LABS COM 002824100 3086 68000 SH
ABERCROMBIE & FITCH COM 002896207 2851 59400 SH
ACCOR S A ORD COM F00189120 5223 20800 SH
ACE LTD ORD COM G0070K103 44604 1578900 SH
ACOM CO LTD ORD COM XR6049784 3468 40000 SH
ADECCO SA ADR COM 006754105 11725 175000 SH
ADIDAS ADR COM 00687P104 4932 100000 SH
ADOBE SYS INC COM COM 00724F101 789 9600 SH
AEGON N V ADR COM 007924103 5545 75000 SH
AEROSPATIALE-MATRA ORD COM XR5684454 598 26000 SH
AES CORP COM COM 00130H105 6179 106300 SH
AETNA INC. COM 008117103 492 5500 SH
AIR PRODS & CHEMS INC COM 009158106 1042 25900 SH
AIRBORNE FGHT CORP COM COM 009266107 451 16300 SH
AIRTOUCH COMMUNICATIONS INC PF CONVERTIBLE PREF 00949T308 502 3397 SH
AKZO N V ADR COM 010199305 7416 175000 SH
ALBERTSONS INC COM 013104104 1813 35157 SH
ALCATEL ALSTHOM ADR COM 013904305 8609 303400 SH
ALCOA COM 022249106 941 15200 SH
ALLERGAN INC COM COM 018490102 677 6100 SH
ALLIANZ VERSICHERUNG A G ORD COM 018824102 3329 12000 SH
ALLIED SIGNAL INC COM 019512102 725 11500 SH
ALLIED ZURICH PLC ORD COM G02186107 6096 485000 SH
ALLMERICA FINL CORP COM COM 019754100 4889 80400 SH
ALLTEL CORP COM COM 020039103 2317 32400 SH
ALTERA CORP COM COM 021441100 1042 28300 SH
AMAZON COM INC COM COM 023135106 901 7200 SH
AMERADA HESS CORP COM 023551104 1226 20600 SH
AMERICA ONLINE INC COM 02364J104 27302 248200 SH
AMERICAN EAGLE OUTFITTERS INC COM 305 6700 SH
AMERICAN EXPRESS CO COM 025816109 1387 10660 SH
AMERICAN GENERAL CORP COM 026351106 317 4200 SH
AMERICAN HOME PRODS CORP COM 026609107 1274 22200 SH
AMERICAN INTL GROUP INC COM 026874107 179817 1917022 SH
AMERITECH CORP NEW COM 030954101 1147 15600 SH
AMGEN INC COM 031162100 1327 21800 SH
AMOY PROPERTIES LTD ORD COM Y01246100 771 820000 SH
ANADARKO PETE CORP COM 032511107 893 24250 SH
ANALOG DEVICES INC COM COM 032654105 908 18100 SH
ANHEUSER BUSCH COS INC COM 035229103 858 12100 SH
ANNTAYLOR STORES CORP COM COM 036115103 392 8700 SH
ANNUITY AND LIFE RE COM G03910109 408 18200 SH
ANTEC CORPORATION COM 03664P105 689 21500 SH
APEX PC SOLUTIONS INC COM COM 037945102 201 9800 SH
APPLE COMPUTER INC COM 037833100 1112 24000 SH
APPLIED MATLS INC COM COM 038222105 672 9100 SH
APPLIED PWR INC CL A COM 038225108 437 16000 SH
ASHLAND INC COM COM 044204105 1043 26000 SH
ASIA PULP & PAPER LTD SPONSORE COM 04516V100 3946 410000 SH
ASSOCIATES FIRST CAP CORP CL A COM 046008108 41502 940546 SH
ASTEC INDUSTRIES INC COM 046224101 240 5900 SH
ASTORIA FINL CORP COM COM 046265104 874 19900 SH
ATLANTIC RICHFIELD COMPANY COM 048825103 804 9620 SH
ATMEL CORP COM COM 049513104 369 14100 SH
AT&T CORP COM LBRTY MED A COM 001957208 368 10000 SH
AUTODESK INC COM COM 052769106 319 10800 SH
AUTOMATIC DATA PROCESSING COM 053015103 519 11800 SH
AUTOTOTE CORP CL A COM 053323101 59 25000 SH
AVERY DENNISON CORP COM COM 053611109 791 13100 SH
AXA SA ADR COM 054536107 15167 243400 SH
B M C SOFTWARE INC COM 055921100 126940 2350747 SH
BAKER HUGHES INC COM 057224107 841 25100 SH
BANCO BILBAO VIZCAYA ADR COM 059458208 4388 300000 SH
BANCO COMERCIAL PORTUGUES ADR COM 059479303 1291 50000 SH
BANK NEW YORK INC COM 064057102 503 13700 SH
BANK OF AMERICA COM 060505104 2269 30951 SH
BANK ONE CORP COM COM 06423A103 1004 16857 SH
BANK TOKYO-MITSUBISHI LTD ADR COM 065379109 7281 500000 SH
BANKBOSTON CORP. COM 06605R106 245 4800 SH
BARCLAYS PLC ORD COM G08036108 2909 100000 SH
BARD C R INC COM COM 067383109 971 20300 SH
BASS PLC ADR COM 069904209 4481 300000 SH
BAYER AG ADR COM 072730302 2966 70000 SH
BAYERISCHE HYPO-UND VEREINSBAN COM 072735103 6400 100000 SH
BAYERISCHE MOTOREN WERKE AG OR COM D12096109 5159 7500 SH
BB&T CORPORATION COM 054937107 1596 43500 SH
BEACON CAPITAL PARTNERS RESTRI COM 073561102 820 41000 SH
BEAR STEARNS COS INC COM 073902108 781 16700 SH
BECTON DICKINSON & CO COM 075887109 1527 50900 SH
BELL ATLANTIC CORP COM 077853109 2077 31772 SH
BELL CDA INTL INC COM COM 077914109 2146 170000 SH
BELL SOUTH CORP COM 079860102 2521 54660 SH
BEST BUY INC COM COM 086516101 1296 19200 SH
BESTFOODS COM 08658U101 396 8000 SH
BIOGEN N V COM 090597105 1163 18076 SH
BIOMET INC COM COM 090613100 930 23400 SH
BLACK & DECKER CORP. COM 091797100 1168 18500 SH
BLANCH E W HLDGS INC COM 093210102 225 3300 SH
BOC GROUP PLC ORD COM G12068113 3165 162000 SH
BOEING CO COM 097023105 915 20800 SH
BORG WARNER AUTO COM 099724106 358 6500 SH
BP AMOCO ADS COM 055622104 11896 109644 SH
BRIGHT HORIZONS FAMILY SOLUTCO COM 109195107 906 48001 SH
BRISTOL MYERS SQUIBB CO COM 110122108 54415 772530 SH
BRITISH AIRWAYS PLC COM XR0129057 3732 537000 SH
BRITISH TELECOMM P L C ADR COM 111021408 8563 50000 SH
BROWNING FERRIS INDS INC COM 115885105 1101 25600 SH
BSCH BANCO SANTANDER COM 05964H105 4225 400000 SH
BURLINGTON NORTHN SANTA FE COM COM 12189T104 205 6600 SH
BURLINGTON RESOURCES INC COM 122014103 930 21500 SH
C M S ENERGY CORP COM 125896100 1474 35200 SH
CABLE & WIRELESS PUB LTD CO AD COM 126830207 5944 150000 SH
CABLEVISION SYS CORP COM COM 12686C109 693 9900 SH
CADENCE DESIGNS SYS INC COM COM 127387108 603 47800 SH
CANAL PLUS ORD COM F13398106 3367 12000 SH
CANANDAIGUA WINE INC CL A COM 137219200 839 16000 SH
CAP GEMINI SOGETI S A ORD COM F13587120 7465 47500 SH
CAPITAL ONE FINL CORP COM 14040H105 81014 1454800 SH
CARDINAL HEALTH INC COM 14149Y108 122594 1911800 SH
CARNIVAL CRUISE LINE INC CL A COM 143658102 1368 28200 SH
CASE CORP COM COM 14743R103 385 8000 SH
CATERPILLAR INC COM 149123101 39636 660600 SH
CBS CORPORATION COM 12490K107 259 5936 SH
CEMENTOS DE MEXICO ADR ADR SPO COM 151290509 186 19550 SH
CEMEX S A SPONSORED A D R COM 151290202 6182 630000 SH
CENTURYTEL INC COM COM 156700106 819 20600 SH
CHAMPION INTERNATIONAL CORP COM 158525105 986 20600 SH
CHANCELLOR MEDIA CORP COM COM 158915108 733 13300 SH
CHASE MANHATTAN CORPORATION COM 16161A108 58993 682000 SH
CHEVRON CORP COM 166751107 922 9700 SH
CIGNA CORP COM 125509109 1161 13050 SH
CINCINNATI BELL INC COM COM 171870108 688 27600 SH
CINCINNATI FINL CORP COM COM 172062101 819 21800 SH
CINERGY CORP COM 172474108 1114 34800 SH
CIRCUIT CITY STORES INC COM 172737108 56814 1221800 SH
CISCO SYSTEMS INC COM 17275R102 196769 3050689 SH
CITIGROUP INC. COM 172967101 172851 3638959 SH
CITRIX SYS INC COM COM 177376100 429 7600 SH
CLEAR CHANNEL COMMUNICATIONS COM 184502102 3471 50353 SH
CLOROX CO COM COM 189054109 42165 789522 SH
COASTAL CORP COM COM 190441105 1083 26900 SH
COCA COLA CO COM 191216100 4214 67973 SH
COCA COLA ENTERPRISES INC COM COM 191219104 208 7000 SH
COLGATE PALMOLIVE CO COM 194162103 788 16000 SH
COLT TELECOM GROUP PLC ADR COM 196877104 4284 49600 SH
COLUMBIA GAS SYS INC COM COM 197648108 1285 20500 SH
COMCAST CORP CL A SPL COM 200300200 3705 96400 SH
COMERICA INC COM 200340107 1224 20600 SH
COMPAGNIE DE SAINT - GOBAIN COM XR4768371 4025 25000 SH
COMPAQ COMPUTER CORP COM 204493100 625 26400 SH
COMPUTER SCIENCES CORP COM 205363104 139299 2013350 SH
COMPUWARE CORP COM COM 205638109 808 25400 SH
COMVERSE TECHNOLOGY INC COM 205862402 559 7400 SH
CONAGRA INC COM 205887102 232 8700 SH
CONSECO INC COM COM 208464107 3735 122700 SH
CONSOLIDATED EDISON INC COM COM 209115104 570 12600 SH
CONSTELLATION ENERGY GROUP ICO COM 210371100 1443 48700 SH
CONTINENTAL AIRLS INC CL B COM 210795308 77278 2053900 SH
COOPER INDUSTRIES INC COM 216669101 775 14908 SH
CORNERSTONE PPTYS INC CDT-COM COM 21922H103 1497 94300 SH
CORNING INC COM 219350105 4200 59900 SH
COSTCO COS INC COM COM 22160Q102 1097 13700 SH
COUNTRYWIDE CR INDS INC COM COM 222372104 902 21100 SH
COX COMMUNICATIONS INC NEW COM 224044107 626 17000 SH
CVS CORP COM COM 126650100 112874 2224116 SH
D P L INC COM 233293109 270 14600 SH
DoCoMo ADR COM 629424102 6775 100000 SH
DAIMLERCHRYSLER AG ORD COM D1668R123 7215 81065 SH
DANA CORP COM 235811106 907 19700 SH
DANAHER CORP SHS BEN INT COM 235851102 9265 159400 SH
DAYTON HUDSON CORP COM 239753106 70753 1088500 SH
DELL COMPUTER CORP COM COM 247025109 1406 38000 SH
DELPHI AUTOMOTIVE COM 247126105 457 24722 SH
DELTA AIRLINES INC COM 247361108 2397 41600 SH
DIAGEO PLC ADR COM 25243Q205 3870 90000 SH
DILLARDS INC CL A COM 254067101 699 19900 SH
DISNEY WALT PRODTNS COM 254687106 1088 35300 SH
DOLLAR GEN CORP COM COM 256669102 804 27725 SH
DOMINION RES INC VA COM 257470104 212 4900 SH
DONALDSON LUFKIN COM 257661108 506 8400 SH
DONNELLEY R R & SONS CO COM 257867101 675 18200 SH
DOVER CORP COM 260003108 1026 29300 SH
DOW CHEMICAL CORP COM 260543103 842 6635 SH
DU PONT E I DE NEMOURS CO COM 263534109 1387 20300 SH
DUN & BRADSTREET CORP DEL COM COM 26483B106 836 23600 SH
DYCOM INDUSTRIES INC COM 267475101 386 6900 SH
E M C CORP MASS COM COM 268648102 36762 668400 SH
EASTMAN KODAK COM 277461109 511 7549 SH
EATON CORP COM 278058102 957 10400 SH
ELECTRONIC ARTS COM COM 285512109 1340 24700 SH
ELF AQUITAINE ADR COM 286269105 8658 117700 SH
EMBRATEL PARTICIPACOES S A ADR COM 29081N100 5550 400000 SH
EMERSON ELEC CO COM 291011104 1020 16200 SH
ENI S P A ADR COM 26874R108 6000 100000 SH
ENRON CORP COM 293561106 83663 2046800 SH
ENTERGY CORP NEW COM COM 29364G103 1722 55100 SH
EQUANT N V SHS-N Y REGISTR COM 294409107 1323 14000 SH
EQUITABLE COS INC COM 29444G107 9387 140100 SH
EQUITY OFFICE PPTYS TR COM COM 294741103 2303 89884 SH
EQUITY RESIDENTIAL PPTYS TR SH COM 29476L107 1253 27801 SH
ERICSSON L M TEL CO ADR COM 294821400 9448 286840 SH
ESTEE LAUDER CO. COM 518439104 727 14500 SH
ETOYS INC COM 297862104 204 5000 SH
EXPEDITORS INTL WASH INC COM COM 302130109 534 19600 SH
EXXON CORP COM 302290101 34190 443300 SH
FAIRFIELD FST BK & TR CO CT CO COM 304360100 0 17700 SH
FANNIE MAE COM 313586109 122644 1796980 SH
FANUC LTD ORD COM J13440102 3222 60000 SH
FDX CORPORATION COM 31304N107 9825 181100 SH
FED HOME LN MTG CP-VTG COM-FOR COM 313400301 2741 47250 SH
FIFTH THIRD BANCORP COM COM 316773100 506 7600 SH
FINOVA GROUP INC COM COM 317928109 321 6100 SH
FIRST AMERN CORP TENN COM COM 318900107 461 11100 SH
FIRST SEC CORP DEL COM COM 336294103 801 29400 SH
FIRSTAR CORP NEW WIS COM COM 33763V109 2454 87660 SH
FLEET FINL GROUP INC NEW COM 338915101 706 15900 SH
FLEETWOOD ENTERPRISES INC COM 339099103 510 19300 SH
FOOD LION INC CL B COM 344775101 1605 138800 SH
FORD MOTOR COM 345370100 1716 30400 SH
FOREST LABS INC COM 345838106 282 6100 SH
FORTIS AMEV N V ADR COM 34956J101 463 15000 SH
FORTUNE BRANDS INC COM 349631101 1150 27800 SH
FRONTIER CORP COM COM 35906P105 1073 18300 SH
FUJITSU LTD ADR COM 359590304 9996 98000 SH
FUJITSU SUPPORT & SERVICES ORD COM J15708159 3040 20000 SH
G A P INC COM 364760108 4929 97838 SH
G T E CORP COM 362320103 1495 19800 SH
GANNETT INC DEL COM 364730101 430 6020 SH
GENERAL ELEC CO COM 369604103 107370 950180 SH
GENERAL INSTR CORP DEL COM COM 370120107 1458 34300 SH
GENERAL MILLS INC COM 370334104 209 2600 SH
GENERAL MOTORS CORP COM 370442105 32208 488000 SH
GENRAD INC COM COM 372447102 1513 70800 SH
GENZYME CORP COM 372917104 315 6500 SH
GEORGIA PACIFIC CORP COM 373298108 1625 34300 SH
GILLETTE CO COM 375766102 1652 40300 SH
GLAXO PLC COM 37733W105 8069 142500 SH
GLOBAL TELESYSTEMS GROUP INCCD COM 37936U104 5265 130000 SH
GOLD KING CONS INC COM COM 380609107 0 25000 SH
GOLDMAN COM 38141G104 2088 28900 SH
GROUPE DANONE ADR COM 399449107 9123 174400 SH
GRUPO TELEVISA SA DE CV GLBL D COM 40049J206 977 21800 SH
GUCCI GROUP N V SHS-N Y REGIST COM 401566104 1022 14600 SH
GUIDANT CORP COM 401698105 85742 1677100 SH
GULFSTREAM AEROSPACE CORP. COM 402734107 1223 18100 SH
HALLIBURTON COMPANY COM 406216101 74115 1637900 SH
HANSON PLC ADR COM 411352404 5547 125000 SH
HARLEY DAVIDSON INC COM COM 412822108 957 17600 SH
HARTFORD FINANCIAL SERVICES COM 416515104 630 10800 SH
HEALTH CARE PPTY INVS INC COM 421915109 2261 78300 SH
HEINEKEN N V ADR COM 423012202 7763 150000 SH
HELLENIC TELECOMMUNICATIONS AD COM 423325307 553 50000 SH
HERSHEY FOODS CORP COM 427866108 754 12700 SH
HEWLETT PACKARD CO COM 428236103 1025 10200 SH
HOME DEPOT INC COM 437076102 114066 1770175 SH
HONDA MTR LTD COM 438128308 6506 75000 SH
HOUGHTON MIFFLIN CO COM 441560109 48552 1031650 SH
HOUSEHOLD INTL CORP COM 441815107 96996 2047400 SH
HSBC HLDGS PLC ADR COM 404280307 7380 20000 SH
HUNTINGTON BANCSHARES INC COM COM 446150104 952 29920 SH
HUTCHISON WHAMPOA LTD ADR COM 448415208 3375 75000 SH
ID BIOMEDICAL CORP COM COM 44936D108 53 30000 SH
IDEC PHARMACEUTICALS CORPORATI COM 449370105 430 5576 SH
IDX SYSTEMS COM 449491109 271 12000 SH
ILLINOIS TOOL WORKS INC COM 452308109 956 11700 SH
IMS HEALTH INC COM COM 449934108 1491 47700 SH
ING GROEP N V ADR COM 456837103 6562 119300 SH
INGERSOLL-RAND COMPANY COM 456866102 1822 28200 SH
INTEL CORP COM 458140100 7426 124800 SH
INTERNATIONAL BUSINESS MACHINE COM 459200101 107872 834602 SH
INTERNATIONAL PAPER CO COM 460146103 643 12800 SH
INTERPUBLIC GROUP COMPANIES IN COM 460690100 1204 27800 SH
INTIMATE BRANDS INC. COM 461156101 50291 1061550 SH
INTUIT INC COM COM 461202103 351 3900 SH
INVENSYS ORD COM G49133104 6825 1443000 SH
ISPAT INTERNATIONAL NV COM 464899103 5068 458100 SH
ISTITUTO BANCARIO SAN PAOLO AD COM 465224103 6360 231274 SH
ITO YOKADO LTD ADR COM 465714301 5430 80000 SH
JAVELIN SYSTEMS INC COM 471896100 173 14100 SH
JOHNSON CONTROLS COM 478366107 832 12000 SH
JOHNSON & JOHNSON COM 478160104 15861 161851 SH
JOHNS-MANVILLE CORP NEW COM COM 478129109 294 21200 SH
JUNIPER NETWORKS COM 48203R104 298 2000 SH
K MART CORP COM 482584109 810 49100 SH
KANSAS CITY SOUTHN INDS INC CO COM 485170104 1104 17300 SH
KAO CORP ADR COM 485537203 9800 35000 SH
KEYCORP COM 493267108 299 9300 SH
KEYSPAN CORP COM COM 49337W100 667 25300 SH
KIMBERLY CLARK CORP COM 494368103 1146 20100 SH
KIRIN BREWERY LTD ADR COM 497350207 3563 30000 SH
KLA INSTRS CORP COM COM 482480100 1609 24800 SH
KNIGHT RIDDER COM 499040103 936 17000 SH
KOHLS CORP COM 500255104 1107 14400 SH
KONINKLIJKE AHOLD NV ADR COM 500467303 2597 75000 SH
KONINKLIJKE KPN NV ADR COM 780641205 4800 100000 SH
KONINKLIJKE PHILIPS ELECTRS AD COM 500472204 13836 137164 SH
KROGER CO COM 501044101 1145 41000 SH
KYOCERA CORP COM 501556203 3596 60000 SH
L G&E ENERGY CORP COM COM 501917108 1113 53000 SH
L OREAL CO ADR COM 502117203 6030 44500 SH
LABOR READY INC COM 505401208 348 16050 SH
LEAR CORP COM COM 521865105 1124 22600 SH
LEGGETT & PLATT INC COM 524660107 795 28600 SH
LEHMAN BROS HLDGS INC COM COM 524908100 1957 31500 SH
LEVEL 3 COMMUNICATIONS INC COM COM 52729N100 1586 26400 SH
LEXMARK INTL GROUP INC CL A COM 529771107 1317 20100 SH
"LILLY, ELI & COMPANY" COM 532457108 8560 119510 SH
LIMITED INC COM 532716107 784 17287 SH
LINCOLN NATL CORP IND COM 534187109 1256 24000 SH
LINEAR TECHNOLOGY CORP COM COM 535678106 1426 21200 SH
LONGS DRUG STORES INC COM 543162101 277 8000 SH
LOWES COMPANIES INC COM 548661107 992 17500 SH
LSI LOGIC CORP COM 502161102 374 8100 SH
LUCENT TECHNOLOGIES COM 549463107 104439 1548676 SH
M B I A INC COM 55262C100 861 13300 SH
M C I WORLDCOM COM 55268B106 195852 2275700 SH
MAGAININ PHARMACEUTICALS INCCO COM 559036108 570 222500 SH
MANNESMANN A G ADR COM 563775303 9268 62100 SH
MANPOWER INC COM 56418H100 441 19500 SH
MARRIOTT INTL INC NEW CL A COM 571903202 867 23200 SH
MARSH MCLENNAN COM 571748102 606 8000 SH
MARSHALL & ILSLEY CORP COM COM 571834100 953 14800 SH
MARUI LTD ADR COM 573814308 4130 125000 SH
MASCO CORP COM 574599106 1426 49400 SH
MASTECH CORP COM 57632N105 333 17900 SH
MATSUSHITA COMMUNICATION ORD COM XR6572666 7320 102000 SH
MATSUSHITA ELEC CO ADR COM 576879209 3966 20000 SH
MATTEL INC COM 577081102 42184 1614700 SH
MAXIM INTEGRATED PRODS INC COM COM 57772K101 1363 20500 SH
MAYTAG CORP COM COM 578592107 838 12000 SH
MBNA CORP COM 55262L100 225 7336 SH
MCDONALDS CORP COM 580135101 1309 31824 SH
MCDONALDS CORP 7.500% 09/30/36 PREFERRED STOCKS 0 0 207 8000 SH
MCGRAW HILL INC COM 580645109 39601 734200 SH
MCKESSON HBOC INC. COM 58155Q103 2102 65300 SH
MEAD CORP COM 582834107 2171 52000 SH
MEDIAONE GROUP INC COM COM 58440J104 844 11350 SH
MEDTRONIC INC. COM 585055106 82474 1059057 SH
MELLON BANK CORP COM 585509102 367 10100 SH
MERCANTILE BANCORPORATION COM COM 587342106 1107 19383 SH
MERCK & CO INC COM 589331107 6053 82220 SH
MERRILL LYNCH & CO. INC. COM 590188108 620 7800 SH
METAMOR WORLDWIDE INC COM 59133P100 315 13100 SH
METROMEDIA FIBER NETWORK INCCL COM 591689104 4262 118600 SH
METROMEDIA INTL GROUP INC COM COM 591695101 2145 286000 SH
MGIC INVT CORP WIS COM COM 552848103 666 13700 SH
MICRON TECHNOLOGY INC COM COM 595112103 1543 38100 SH
MICROSOFT CORP COM 594918104 128367 1423330 SH
MIDAMERICAN ENERGY COM 59562V107 1361 39300 SH
MIDCAP SPDR TR UNIT SER 1 COM 595635103 3490 44500 SH
MIH LIMITED COM G6116R101 1081 40800 SH
MINIMED INC COM 60365K108 285 3700 SH
MINNESOTA MNG & MFG CO COM 604059105 548 6300 SH
MIRAGE RESORTS INC COM 469 28000 SH
MOBIL CORP COM 607059102 3458 35020 SH
MODIS PROFESSIONAL SVCS INC CO COM 607830106 1051 77500 SH
MONTANA PWR CO COM COM 612085100 437 12400 SH
MORGAN J.P. & CO INC COM 616880100 646 4600 SH
MORGAN STANLEY DEAN WITTER DIS COM 617446448 3889 37900 SH
MORGAN STANLEY EMERGING MKTS COM 61744G107 1251 107000 SH
MOTOROLA INC COM 620076109 7675 81000 SH
MOTOROLA INC 0.000% 09/07/09 CONVERTIBLE BOND 620076AE9 87 50000 PRN
MYLAN LABS INC COM 628530107 321 12100 SH
NABISCO GROUP HOLDINGS CORP COM 62952P102 505 25800 SH
NABORS INDS INC COM 629568106 56250 2307700 SH
NALCO CHEMICAL CO COM 629853102 218 4200 SH
NATIONAL AUSTRALIA BK LTD ORD COM Q65336119 2895 175000 SH
NATIONAL CITY CORP COM 635405103 616 18800 SH
NATIONWIDE HEALTH PPTYS INC COM 638620104 234 12300 SH
NAVISTAR INTL CORP COM COM 470 9400 SH
NESTLE S A ADR COM 641069406 7328 81200 SH
NETWORK APPLIANCE INC COM 64120L104 6448 115400 SH
NETWORKS ASSOCS INC COM COM 640938106 573 39000 SH
NEW JERSEY RESOURCES CORP COM 646025106 577 15400 SH
NEW YORK TIMES CO CLASS A COM 650111107 935 25400 SH
NEWELL RUBBERMAID INC. COM 651229106 5174 111568 SH
NEWS CORP LTD ADR COM 652487703 7599 215200 SH
NEXTEL COMMUNICATIONS INC CL A COM 65332V103 6330 126126 SH
NIPPON STL CORP ORD COM J55999122 2320 1000000 SH
NIPPON TELEG & TEL CORP ADR COM 654624105 12450 198800 SH
NOKIA CORP ADR COM 654902204 129268 1411800 SH
NOMURA SECS LTD ADR COM 655361301 8257 70800 SH
NORDBANKEN HOLDING ORD COM XR5380031 3829 620000 SH
NORDSTROM INC COM 655664100 817 24400 SH
NORTEL NETWORKS CORP COM COM 656569100 1120 25800 SH
NORTH FORK BANCORP INC N Y COM COM 659424105 772 36100 SH
NORTHERN TR CORP COM COM 665859104 1271 13100 SH
NORTHROP GRUMMAN CORP COM COM 666807102 497 7500 SH
NOVARTIS AG ADR COM 66987V109 7518 101600 SH
NOVELL INC COM 670006105 1892 71400 SH
NTL INC COM COM 629407107 486 5640 SH
NUCOR CORP COM 670346105 768 16200 SH
OCCIDENTAL PETE CORP COM COM 674599105 786 37200 SH
OFFICE DEPOT INC COM COM 676220106 923 41850 SH
OLD REP INTL CORP COM 680223104 486 28100 SH
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