UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
WASHINGTON, D.C. 20549
FORM 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: September 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
11/3/1999
[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: 742
FORM 13F INFORMATION TABLE VALUE TOTAL: $6,238,273,000
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 CLASS CUSIP (x$1000) PRN AMT PRN
3 COM CORP COM COM 885535104 2964 103100 SH
99 CENTS ONLY STORES COM 65440K106 408 11300 SH
A D C TELECOMMUNICATION INC COM 000886101 398 9500 SH
A F L A C Inc. COM 001055102 1491 35600 SH
A M R CORP COM 001765106 1008 18500 SH
A T & T CORP. COM 001957109 4864 111811 SH
ABBOTT LABS COM 002824100 6119 166800 SH
ABERCROMBIE & FITCH COM 002896207 824 24200 SH
ABM INDUSTRIES INC COM 000957100 378 14900 SH
ACCESS WORLDWIDE COMMUNICATICOCOM 004319109 82 46860 SH
ACCOR S A ORD COM F00189120 5968 25600 SH
ACE LTD ORD COM G0070K103 57682 3405600 SH
ACOM CO LTD ORD COM XR6049784 5249 40000 SH
ACTIVE SOFTWARE INC COM COM 00504E100 598 25000 SH
ADECCO SA ADR COM 006754105 11988 175000 SH
ADIDAS ADR COM 00687P104 4251 100000 SH
ADVENT SOFTWARE COM 007974108 700 11250 SH
AEGON N V ADR COM 007924103 6519 75360 SH
AEROFLEX INC COM 007768104 235 19300 SH
AES CORP COM COM 00130H105 5723 97000 SH
AETNA INC. COM 008117103 271 5500 SH
AIR EXPRESS INTERNATIONAL CORPCOM 009104100 358 15800 SH
AIR PRODS & CHEMS INC COM 009158106 480 16400 SH
AIRBORNE FGHT CORP COM COM 009266107 777 36900 SH
AKZO N V ADR COM 010199305 7481 175000 SH
ALASKA AIR GROUP INC COM 011659109 594 14600 SH
ALBERTSONS INC COM 013104104 2201 55625 SH
ALCAN ALUM LTD COM COM 013716105 2344 75000 SH
ALCATEL ALSTHOM ADR COM 013904305 8447 304400 SH
ALCOA INC COM COM 013817101 943 15200 SH
ALLEGHENY ENERGY INC COM COM 017361106 236 7400 SH
ALLERGAN INC COM COM 018490102 1298 11800 SH
ALLIANZ VERSICHERUNG A G ORD COM 018824102 2882 10000 SH
ALLIED SIGNAL INC COM 019512102 857 14300 SH
ALLIED ZURICH PLC ORD COM G02186107 5847 498000 SH
ALLMERICA FINL CORP COM COM 019754100 852 17900 SH
ALLTEL CORP COM COM 020039103 1661 23600 SH
ALTERA CORP COM COM 021441100 599 13800 SH
AMERICA ONLINE INC COM 02364J104 2040 19600 SH
AMERICAN EAGLE OUTFITTERS INC COM 02553E106 1172 24200 SH
AMERICAN EXPRESS CO COM 025816109 7258 53760 SH
AMERICAN FREIGHTWAYS CORPORATICOM 02629V108 315 17300 SH
AMERICAN GENERAL CORP COM 026351106 3460 54700 SH
AMERICAN HOME PRODS CORP COM 026609107 7110 171316 SH
AMERICAN INTL GROUP INC COM 026874107 195923 2253606 SH
AMERICAN NATL INS CO COM COM 028591105 348 5200 SH
AMERICAN STATES WATER COMPANY COM 029899101 225 6800 SH
AMERITECH CORP NEW COM 030954101 708 10600 SH
AMERON INTERNATIONAL CORPORATICOM 030710107 230 4900 SH
AMGEN INC COM 031162100 1141 14000 SH
AMOY PROPERTIES LTD ORD COM Y01246100 738 820000 SH
ANADARKO PETE CORP COM 032511107 264 8650 SH
ANALOG DEVICES INC COM COM 032654105 605 11800 SH
ANDRX CORPORATION COM 034551101 667 11400 SH
ANHEUSER BUSCH COS INC COM 035229103 7152 102075 SH
ANNTAYLOR STORES CORP COM COM 036115103 617 15100 SH
ANNUITY AND LIFE RE COM G03910109 453 18200 SH
ANTEC CORPORATION COM 03664P105 2571 48400 SH
APEX INC COM 037548104 340 18200 SH
APPLE COMPUTER INC COM 037833100 66981 1057950 SH
APPLIED MATLS INC COM COM 038222105 94588 1217550 SH
APPLIED PWR INC CL A COM 038225108 486 16000 SH
ARGONAUT GROUP COM 040157109 211 8400 SH
ARVIN INDUSTRIES COM 043339100 331 10700 SH
ASHLAND INC COM COM 044204105 410 12200 SH
ASIA PULP & PAPER LTD SPONSORECOM 04516V100 2961 504000 SH
ASM LITHOGRAPHY COM N07059111 4124 61500 SH
ASSOCIATES FIRST CAP CORP CL ACOM 046008108 6035 167625 SH
ASTEC INDUSTRIES INC COM 046265104 338 11000 SH
AT HOME CORP. COM 045919107 995 24000 SH
ATMEL CORP COM COM 049513104 216 6400 SH
ATMI INC COM 00207R101 347 9300 SH
ATWOOD OCEANICS INC COM 050095108 303 9900 SH
AT&T CORP COM LBRTY MED A COM 001957208 1119 30000 SH
AUDIOVOX CORP COM 050757103 275 15800 SH
AUTOMATIC DATA PROCESSING COM 053015103 6564 147100 SH
AUTOTOTE CORP CL A COM 053323101 66 25000 SH
AVT CORPORATION COM 002420107 551 18000 SH
AXA FINANCIAL COM 002451102 335 12000 SH
AXA SA ADR COM 054536107 15660 245400 SH
B M C SOFTWARE INC COM 055921100 144866 2024322 SH
BANCO BILBAO VIZCAYA ADR COM 059458208 3919 300000 SH
BANCO COMERCIAL PORTUGUES ADR COM 059479303 1344 50000 SH
BANK NEW YORK INC COM 064057102 689 20600 SH
BANK OF AMERICA COM 060505104 2058 36951 SH
BANK ONE CORP COM COM 06423A103 2689 77242 SH
BANK TOKYO-MITSUBISHI LTD ADR COM 065379109 7656 500000 SH
BANK UTD CORP COM 065412108 521 16100 SH
BANKBOSTON CORP. COM 06605R106 208 4800 SH
BANQUE NATIONALE DE PARIS ORD COM F07875192 1333 16700 SH
BARCLAYS PLC ORD COM G08036108 2936 100000 SH
BARD C R INC COM COM 067383109 833 17700 SH
BASS PLC ADR COM 069904209 3769 300000 SH
BAYER AG ADR COM 072730302 3975 100000 SH
BAYERISCHE HYPO-UND VEREINSBANCOM 072735103 4350 75000 SH
BAYERISCHE MOTOREN WERKE AG ORCOM XR5756029 5524 195000 SH
BB&T CORPORATION COM 054937107 936 28900 SH
BEACON CAPITAL PARTNERS RESTRICOM 073561102 820 41000 SH
BEAR STEARNS COS INC COM 073902108 354 9200 SH
BECTON DICKINSON & CO COM 075887109 530 18900 SH
BELL ATLANTIC CORP COM 077853109 9996 148496 SH
BELL CDA INTL INC COM COM 077914109 1025 100000 SH
BELL SOUTH CORP COM 079860102 2955 65660 SH
BENCHMARK ELECTRONICS INC COM 08160H101 286 8100 SH
BEST BUY INC COM COM 086516101 1482 23900 SH
BESTFOODS COM 08658U101 622 12800 SH
BINDLEY WESTERN INDUSTRIES INCCOM 090324104 561 39200 SH
BIOGEN N V COM 090597105 1858 23576 SH
BIOMET INC COM COM 090613100 250 9500 SH
BLACK BOX CORPORATION COM 091826107 494 9400 SH
BLACK HILLS CORP COM 092113109 296 12700 SH
BLACK & DECKER CORP. COM 091797100 452 9900 SH
BLANCH E W HLDGS INC COM 093210102 703 10800 SH
BMC INDS INC MINN COM COM 055607105 195 15800 SH
BOEING CO COM 097023105 1181 27700 SH
BOK FINANCIAL CORP COM 05561Q201 489 25100 SH
BORG WARNER AUTO COM 099724106 280 6500 SH
BP AMOCO ADS COM 055622104 15647 282407 SH
BRADLEY REAL ESTATE INC COM COM 104580105 616 33500 SH
BRAMBLES IND LTD COM XR6120009 4395 150000 SH
BRANDYWINE REALTY TRUST COM 105368203 345 21200 SH
BRENTON BANKS INC COM 107211104 139 10000 SH
BRIGHT HORIZONS FAMILY SOLUTCOCOM 109195107 906 58001 SH
BRISTOL MYERS SQUIBB CO COM 110122108 77923 1154410 SH
BRITISH TELECOMM P L C ADR COM 111021408 9296 60000 SH
BROADVISION INC COM COM 111412102 599 13500 SH
BROCADE COM 111621108 954 4543 SH
BSCH BANCO SANTANDER COM 05964H105 4125 400000 SH
BUILDING MATERIALS HOLDING CORCOM 120113105 184 18400 SH
C M S ENERGY CORP COM 125896100 475 14000 SH
CANANDAIGUA WINE INC CL A COM 137219200 956 16000 SH
CAP GEMINI SOGETI S A ORD COM F13587120 7776 48000 SH
CAPITAL ONE FINL CORP COM 14040H105 85193 2184425 SH
CARDINAL HEALTH INC COM 14149Y108 118141 2167717 SH
CARNIVAL CRUISE LINE INC CL A COM 143658102 6031 138635 SH
CASCADE CORP COM 147195101 185 17600 SH
CASE CORP COM COM 14743R103 448 9000 SH
CATERPILLAR INC COM 149123101 39328 717500 SH
CEMEX S A ADR SPSRD NEW COM 151290889 6620 274408 SH
CENTURYTEL INC COM COM 156700106 223 5500 SH
CHAMPION INTERNATIONAL CORP COM 158525105 503 9800 SH
CHARTER ONE FINCL INC COM COM 160903100 546 23625 SH
CHASE MANHATTAN CORPORATION COM 16161A108 6075 80600 SH
CHECKFREE HLDGS CORP COM COM 162816102 518 12600 SH
CHEESECAKE FACTORY INC COM 163072101 522 18800 SH
CHEVRON CORP COM 166751107 9741 109754 SH
CHIREX INC COM 170038103 243 9400 SH
CIGNA CORP COM 125509109 1147 14750 SH
CINCINNATI BELL INC COM COM 171870108 280 14400 SH
CINERGY CORP COM 172474108 473 16700 SH
CIRCUIT CITY STORES INC COM 172737108 75362 1786350 SH
CISCO SYSTEMS INC COM 17275R102 246027 3588364 SH
CITIGROUP INC. COM 172967101 204734 4653052 SH
CITRIX SYS INC COM COM 177376100 471 7600 SH
CLARIFY INC COM 180492100 483 9600 SH
CLEAR CHANNEL COMMUNICATIONS COM 184502102 793 9933 SH
CLECO CORP NEW COM 12561W105 412 12700 SH
CLOROX CO COM COM 189054109 321 8400 SH
CNF TRANSN INC COM COM 12612W104 373 10000 SH
COASTAL CORP COM COM 190441105 520 12700 SH
COCA COLA CO COM 191216100 5557 115173 SH
COLGATE PALMOLIVE CO COM 194162103 2214 48400 SH
COLONIAL PROPERTIES TRUST COM 195872106 385 14400 SH
COLORADO MEDTECH INC COM 19652U104 160 11100 SH
COLT TELECOM GROUP PLC ADR COM 196877104 4822 50100 SH
COMCAST CORP CL A SPL COM 200300200 1144 28700 SH
COMDISCO INC COM COM 200336105 498 25800 SH
COMERICA INC COM 200340107 552 10900 SH
COMMERCE BANCORP INC N J COM 200519106 581 14000 SH
COMMERCIAL NET LEASE REALTY COM 202218103 285 26800 SH
COMMSCOPE INC COM COM 203372107 692 21300 SH
COMPAGNIE DE SAINT - GOBAIN COM XR4768371 4673 25000 SH
COMPASS BANCSHARES INC COM COM 20449H109 360 14400 SH
COMPUTER NETWORK TECH CORP COM 204925101 448 48100 SH
COMPUTER SCIENCES CORP COM 205363104 11682 166150 SH
COMPUWARE CORP COM COM 205638109 1397 53600 SH
COMVERSE TECHNOLOGY INC COM 205862402 1915 20300 SH
CONMED CORP COM 207410101 429 17500 SH
CONSECO INC COM COM 208464107 395 20800 SH
CONSOLIDATED EDISON INC COM COM 209115104 523 12600 SH
CONSTELLATION ENERGY GROUP ICOCOM 210371100 624 22200 SH
CONTINENTAL AIRLS INC CL B COM 210795308 54047 1650300 SH
COOPER INDUSTRIES INC COM 216669101 356 7608 SH
CORNERSTONE PPTYS INC CDT-COM COM 21922H103 294 19300 SH
CORNING INC COM 219350105 3010 43900 SH
COST PLUS INC COM 221485105 441 13650 SH
COSTCO WHOLESALE CORP COM 22160K105 1246 17300 SH
COUNTRYWIDE CR INDS INC COM COM 222372104 255 7900 SH
COX COMMUNICATIONS INC NEW COM 224044107 1156 27700 SH
CREDIT LYONNAIS ORD COM XR5713477 2940 100000 SH
CREE RESH INC COM 225447101 540 15900 SH
CTS CORPORATION COM 126501105 1817 31600 SH
CUTTER & BUCK INC COM 232217109 181 11600 SH
CVB FINL CORP COM COM 126600105 241 9100 SH
CVS CORP COM COM 126650100 101354 2483401 SH
CYBEX COMPUTER PRODUCTS CORP COM 232522102 387 11600 SH
D P L INC COM 23329J104 293 7500 SH
D T E ENERGY CO COM COM 233331107 367 10100 SH
DAI ICHI KANGYO BK LTD ORD COM J09534108 1347 108000 SH
DAIMLERCHRYSLER AG ADR COM D1668R123 4052 58353 SH
DANA CORP COM 235811106 694 18700 SH
DANAHER CORP SHS BEN INT COM 235851102 25870 491000 SH
DAYTON HUDSON CORP COM 239753106 67600 1125500 SH
DELL COMPUTER CORP CO COM 247025109 4935 118025 SH
DELPHI AUTOMOTIVE COM 247126105 311 19364 SH
DELTA AIRLINES INC COM 247361108 1305 26900 SH
DELUXE CORP COM 248019101 381 11200 SH
DENDRITE INTERNATIONAL COM 248239105 1016 32250 SH
DEVELOPERS DIVERSIFIED REALTY COM 251591103 358 25600 SH
DEXTER CORP COM 252165105 1004 26900 SH
DIAGEO PLC ADR COM 25243Q205 3729 90000 SH
DII GROUP INC COM 232949107 398 11300 SH
DIONEX CORP COM 254546104 402 9400 SH
DISNEY WALT PRODTNS COM 254687106 889 34200 SH
DOLLAR GEN CORP COM COM 256669102 273 8850 SH
DOMINION RES INC VA COM 257470104 230 5100 SH
DONALDSON LUFKIN COM 257661108 439 11100 SH
DOVER CORP COM 260003108 642 15700 SH
DOW CHEMICAL CORP COM 260543103 1038 9135 SH
DRESDNER BK A G ORD COM D22995118 4707 100000 SH
DSP COMMUNICATIONS INC COM 23332K106 555 29200 SH
DU PONT E I DE NEMOURS CO COM 267475101 637 15100 SH
E M C CORP MASS COM COM 268648102 28968 405850 SH
EAGLE USA AIRFREIGHT INC COM 270018104 332 11100 SH
EASTMAN KODAK COM 277461109 882 11664 SH
EATON CORP COM 278058102 423 4900 SH
EDWARDS A G INC COM COM 281760108 472 17900 SH
ELECTRONIC ARTS COM COM 285512109 463 6400 SH
ELECTRONIC DATA SYS CORP NEWCOCOM 285661104 1556 29400 SH
ELECTRONICS FOR IMAGING INC COCOM 286082102 437 8500 SH
ELF AQUITAINE ADR COM 286269105 10674 116500 SH
EMBRATEL PARTICIPACOES S A ADRCOM 29081N100 4623 402000 SH
EMERSON ELEC CO COM 291011104 3892 61600 SH
EMULEX CORP COM NEW COM 292475209 292 3400 SH
ENI S P A ADR COM 26874R108 6300 100000 SH
ENRON CORP COM 293561106 96892 2359625 SH
ENTERGY CORP NEW COM COM 29364G103 1395 48200 SH
EQUANT N V SHS-N Y REGISTR COM 294409107 4435 54500 SH
EQUITY OFFICE PPTYS TR COM COM 294741103 1428 61426 SH
ERICSSON L M TEL CO ADR COM 294821400 7304 233740 SH
ESS TECHNOLOGY INC COM COM 269151106 258 19500 SH
ESTEE LAUDER CO. COM 518439104 3352 85805 SH
ETHAN ALLEN INTERIORS INC COM COM 297602104 433 13600 SH
EVEREST REINS HLDGS INC COM COM 299808105 326 13700 SH
EXPEDITORS INTL WASH INC COM COM 302130109 469 14600 SH
EXXON CORP COM 302290101 38342 504500 SH
F Y I INC COM 302712104 643 19100 SH
F & M NATIONAL CORPORATION COM 302374103 514 19776 SH
FAIRFIELD CMNTYS INC COM 304231301 424 38800 SH
FAIRFIELD FST BK & TR CO CT COCOM 304360100 0 17700 SH
FANNIE MAE COM 313586109 115298 1839250 SH
FANUC LTD ORD COM J13440102 3400 50000 SH
FDX CORPORATION COM 31304N107 6348 163300 SH
FED HOME LN MTG CP-VTG COM-FORCOM 313400301 205 3950 SH
FEDERAL SIGNAL CORP COM 313855108 588 29600 SH
FIFTH THIRD BANCORP COM COM 316773100 3076 50550 SH
FIRST ESSEX BANCORP COM 320103104 204 12900 SH
FIRST INDL REALTY TRUST INC COM 32054K103 369 14900 SH
FIRST TENN NATL CORP COM 337162101 397 14100 SH
FIRSTAR CORP NEW WIS COM COM 33763V109 1210 47234 SH
FLAGSTAR BANCORP INC COM 337930101 226 14700 SH
FLEET FINL GROUP INC NEW COM 338915101 582 15900 SH
FLORIDA EAST COAST INDUSTRIES COM 340632108 241 7700 SH
FLORIDA PROGRESS CORP COM 341109106 241 5200 SH
FOODMAKER INC NEW COM 344839204 451 18100 SH
FORD MOTOR COM 345370100 6061 120625 SH
FOREMOST CORPORATION AMERICA COM 345469100 490 20400 SH
FORT JAMES CORPORATION COM 347471104 627 23500 SH
FORTIS AMEV N V ADR COM 34956J101 486 15000 SH
FORTUNE BRANDS INC COM 349631101 248 7700 SH
FORWARD AIR CORP COM 349853101 477 20200 SH
FOSSIL INC COM 349882100 306 11300 SH
FRANCHISE FIN CORP AMER COM COM 351807102 425 18200 SH
FRITZ COMPANIES INC COM 358846103 421 40600 SH
FRONTIER AIRLINES INC NEW COM 359065109 338 35600 SH
FUJITSU LTD ADR COM 359590304 15202 98000 SH
FUJITSU LTD ORD COM J15708159 311 10000 SH
FUJITSU SUPPORT & SERVICES ORDCOM XR6127130 5692 20000 SH
G A P INC COM 364760108 3029 94645 SH
G T E CORP COM 362320103 5804 75500 SH
GANNETT INC DEL COM 364730101 583 8420 SH
GENCORP INC COM 368682100 626 34200 SH
GENERAL DYNAMICS CORP COM 369550108 837 13400 SH
GENERAL ELEC CO COM 369604103 134459 1134080 SH
GENERAL INSTR CORP DEL COM COM 370120107 2822 58800 SH
GENERAL MILLS INC COM 370334104 1460 18000 SH
GENERAL MOTORS CORP COM 370442105 1361 21618 SH
GENESYS TELECOM LABS INC. COM 371931106 1092 23900 SH
GENZYME CORP COM 372917104 631 14000 SH
GEON COMPANY COM 37246W105 319 12400 SH
GEORGIA PACIFIC CORP COM 373298108 497 12300 SH
GILLETTE CO COM 375766102 1778 52400 SH
GLAXO PLC COM 37733W105 7488 144000 SH
GLENBOROUGH REALTY TR INC COM 37803P105 279 16900 SH
GLOBAL MARINE INC COM NEW COM 379352404 247 15000 SH
GLOBAL TELESYSTEMS GROUP INCCDCOM 37936U104 2544 129000 SH
GOLDEN WEST FINL CORP DEL COM COM 381317106 216 2200 SH
GOLDMAN COM 38141G104 970 15900 SH
GOODRICH B F CO COM COM 382388106 278 9600 SH
GPU INC COM COM 36225X100 303 9300 SH
GREATER BAY BANCORP COM 391648102 251 7400 SH
GROUPE DANONE ADR COM 399449107 8569 176900 SH
GRUPO TELEVISA SA DE CV GLBL DCOM 40049J206 272 6800 SH
GUCCI GROUP N V SHS-N Y REGISTCOM 401566104 1244 14900 SH
GUIDANT CORP COM 401698105 103138 1923325 SH
HALLIBURTON COMPANY COM 406216101 77804 1897650 SH
HAMBRECHT & QUIST GROUP INC COM 406545103 800 16400 SH
HANSON PLC ADR COM 411352404 4836 125000 SH
HARLEY DAVIDSON INC COM COM 412822108 496 9900 SH
HARTFORD FINANCIAL SERVICES COM 416515104 507 12400 SH
HEALTH CARE PPTY INVS INC COM 421915109 667 25400 SH
HEALTHCARE REALTY TRUST COM 421946104 358 19100 SH
HEINEKEN N V ADR COM 423012202 7500 150000 SH
"HEINZ, H J COMPANY" COM 423074103 2354 54750 SH
HELLENIC TELECOMMUNICATIONS ADCOM 423325307 783 70000 SH
HELMERICH & PAYNE INC COM 423452101 547 21600 SH
HERSHEY FOODS CORP COM 427866108 282 5800 SH
HEWLETT PACKARD CO COM 428236103 1189 13100 SH
HICKORY TECH CORP COM 429060106 159 11400 SH
HOME DEPOT INC COM 437076102 135067 1968184 SH
HOMESTORE.COM COM 437852106 208 5000 SH
HONDA MTR LTD COM 438128308 6545 80000 SH
HOSPITALITY PPTYS TRUST COM 44106M102 404 18200 SH
HOUGHTON MIFFLIN CO COM 441560109 43150 1062150 SH
HOUSEHOLD INTL CORP COM 441815107 2215 55200 SH
HSBC HOLDINGS PLC COM 404280406 6968 120000 SH
HUBBELL HARVEY INC COM 443510201 303 9500 SH
HUTCHISON WHAMPOA LTD ADR COM 448415208 3431 75000 SH
ID BIOMEDICAL CORP COM COM 44936D108 61 30000 SH
IDACORP INC COM 451107106 398 13200 SH
IDEC PHARMACEUTICALS CORPORATICOM 449370105 1305 13876 SH
IDX SYSTEMS COM 449491109 218 12000 SH
ILLINOIS TOOL WORKS INC COM 452308109 7732 103700 SH
IMCO RECYCLING INC COM 449681105 230 15300 SH
INFORMIX CORP COM 456779107 710 89400 SH
ING GROEP N V ADR COM 456837103 6844 125000 SH
INGERSOLL-RAND COMPANY COM 456866102 1275 23200 SH
INSITUFORM TECHNOLOGIES INC COM 457667103 453 18100 SH
INTEGRA INC COM COM 45811M105 47 31581 SH
INTEL CORP COM 458140100 164937 2219500 SH
INTERNATIONAL BUSINESS MACHINECOM 678335ZR 131740 1088760 SH
INTERNATIONAL PAPER CO COM 460146103 615 12800 SH
INTERNATIONAL RECTIFIER CORP COM 460254105 525 34400 SH
INTERPUBLIC GROUP COMPANIES INCOM 460690100 3348 81400 SH
INTIMATE BRANDS INC. COM 461156101 91528 2350637 SH
INVENSYS ORD COM G49133104 7215 1443000 SH
IONICS INC COM 462218108 427 13200 SH
IRT PROPERTY COMPANY COM 450058102 280 31100 SH
ISPAT INTERNATIONAL NV COM 464899103 4865 466100 SH
ISTITUTO BANCARIO SAN PAOLO ADCOM 465224103 6013 231274 SH
ITO YOKADO LTD ADR COM 465714301 6480 80000 SH
JABIL CIRCUIT INC COM COM 466313103 302 6100 SH
JACOBS ENGINEERING GROUP INC COM 469814107 517 15900 SH
JAVELIN SYSTEMS INC COM 471896100 363 36800 SH
JEFFERIES GROUP INC NEW COM 472319102 534 25600 SH
JOHNSON CONTROLS COM 478366107 643 9700 SH
JOHNSON & JOHNSON COM 478160104 27232 296401 SH
JONES PHARMA INC COM 480236108 923 28000 SH
JUNIPER NETWORKS COM 48203R104 364 2000 SH
K MART CORP COM 482584109 258 22100 SH
KAO CORP ADR COM 485537203 10028 35000 SH
KEYCORP COM 493267108 240 9300 SH
KIMBERLY CLARK CORP COM 494368103 1303 24700 SH
KLA INSTRS CORP COM COM 482480100 280 4300 SH
KNIGHT RIDDER COM 499040103 380 6900 SH
KOHLS CORP COM 500255104 278 4200 SH
KONINKLIJKE KPN NV ADR COM 780641205 2225 50000 SH
KONINKLIJKE PHILIPS ELECTRS ADCOM 500472204 13854 137164 SH
KRONOS INC COM 501052104 481 13100 SH
L G&E ENERGY CORP COM COM 501917108 531 25000 SH
L OREAL CO ADR COM 502117203 5746 45000 SH
LAFARGE CORP COM COM 505862102 259 8100 SH
LANDS END INC COM 515086106 607 9200 SH
LASER VISION CTRS INC COM COM 51807H100 191 13600 SH
LEAR CORP COM COM 521865105 236 6700 SH
LEE ENTERPRISES INC COM 523768109 290 10600 SH
LEGGETT & PLATT INC COM 524660107 266 13500 SH
LEHMAN BROS HLDGS INC COM COM 524908100 473 8100 SH
LENNAR CORP COM 526057104 481 30200 SH
LEXMARK INTL GROUP INC CL A COM 529771107 2496 31000 SH
LIBERTY CORP S C COM 530370105 274 5900 SH
"LILLY, ELI & COMPANY" COM 532457108 5948 92660 SH
LINCOLN NATL CORP IND COM 534187109 1615 43000 SH
LINEAR TECHNOLOGY CORP COM COM 535678106 658 11200 SH
LITTON INDS INC COM 538021106 230 4200 SH
LONGS DRUG STORES INC COM 543162101 687 23000 SH
LOWES COMPANIES INC COM 548661107 2667 54700 SH
LUBYS CAFETERIAS INC COM 549282101 118 10300 SH
LUCENT TECHNOLOGIES COM 549463107 127505 1965389 SH
M B I A INC COM 55262C100 294 6300 SH
M C I WORLDCOM COM 55268B106 122669 1706693 SH
M.A. HANNA CO. COM 410522106 381 33500 SH
MACROVISION CORP COM 555904101 391 8800 SH
MANITOWOC CO COM 563571108 334 9800 SH
MANNESMANN A G ADR COM 563775303 10060 62100 SH
MANPOWER INC COM 56418H100 437 15000 SH
MANULIFE FINANCIAL COM 56501R106 178 15000 SH
MARK IV INDUSTRIES INC COM 570387100 593 30000 SH
MARKEL CORP COM 570535104 619 3400 SH
MARSH MCLENNAN COM 571748102 3158 46100 SH
MARSHALL & ILSLEY CORP COM COM 571834100 268 4700 SH
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