UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
WASHINGTON, D.C. 20549
FORM 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: December 31, 1999
Check here if Amendment [ ]: Amendment Number: _______
This Amendment (Check only one): [ ] is a 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 1/27/2000
[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: 770
FORM 13F INFORMATION TABLE VALUE TOTAL: $7,198,118,000
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
NAME OF ISSUER Class CUSIP (x$1000) PRN AMT PRN
3 COM CORP COM COM 885535104 3177 67600 SH
99 CENTS ONLY STORES COM 65440K106 432 11300 SH
A D C TELECOMMUNICATION INC COM 000886101 472 6500 SH
A F L A C Inc. COM 001055102 878 18600 SH
A M R CORP COM 001765106 985 14700 SH
A T & T CORP. COM 001957109 5696 112108 SH
ABBOTT LABS COM 002824100 6057 166800 SH
ABM INDUSTRIES INC COM 000957100 304 14900 SH
ACCESS WORLDWIDE COMMUNICATICO COM 004319109 111 46860 SH
ACCOR S A ORD COM XR4112321 5311 113000 SH
ACE LTD ORD COM G0070K103 57420 3440900 SH
ACNIELSEN CORP COM COM 004833109 344 13966 SH
ACOM CO LTD ORD COM XR6049784 3540 36200 SH
ADECCO SA ADR COM 006754105 16800 175000 SH
ADIDAS ADR COM 00687P104 3734 100000 SH
ADOBE SYS INC COM COM 00724F101 229 3400 SH
ADVANCED DIGITAL INFO CORP COM COM 007525108 350 7200 SH
ADVANTEST COM XR6870490 871 3300 SH
ADVENT SOFTWARE COM 007974108 815 12650 SH
AEGON N V ADR COM 007924103 7163 75000 SH
AEROFLEX INC COM 007768104 236 22700 SH
AES CORP COM COM 00130H105 7183 96100 SH
AETNA INC. COM 008117103 307 5500 SH
AIR EXPRESS INTERNATIONAL CORP COM 009104100 511 15800 SH
AIR LIQUIDE COM XR4011406 2499 15000 SH
AIRBORNE FGHT CORP COM COM 009266107 755 34300 SH
AK STEEL HLDG CORP COM 001547108 236 12500 SH
AKZO N V ADR COM 010199305 8905 179000 SH
ALASKA AIR GROUP INC COM 011659109 608 17300 SH
ALBERTSONS INC COM 013104104 1554 48200 SH
ALCAN ALUM LTD COM COM 013716105 5958 144000 SH
ALCATEL ALSTHOM ADR COM 013904305 11102 246700 SH
ALCOA INC COM COM 013817101 1195 14400 SH
ALLAIRE CORP COM COM 016714107 344 2467 SH
ALLERGAN INC COM COM 018490102 945 19000 SH
ALLIED ZURICH PLC ORD COM XR0287579 4879 415000 SH
ALLMERICA FINL CORP COM COM 019754100 801 14400 SH
ALLTEL CORP COM COM 020039103 1430 17300 SH
ALPHA INDS INC COM COM 020753109 590 10300 SH
ALTERA CORP COM COM 021441100 456 9200 SH
AMERICAN EAGLE OUTFITTERS INC COM 954 21200 SH
AMERICAN EXPRESS CO COM 025816109 8938 53760 SH
AMERICAN FREIGHTWAYS CORPORATI COM 02629V108 280 17300 SH
AMERICAN GENERAL CORP COM 026351106 4150 54700 SH
AMERICAN HOME PRODS CORP COM 026609107 44553 1135100 SH
AMERICAN INTL GROUP INC COM 026874107 225767 2088017 SH
AMERICAN STATES WATER COMPANY COM 029899101 245 6800 SH
AMGEN INC COM 031162100 1393 23200 SH
ANADARKO PETE CORP COM 032511107 2237 65550 SH
ANALOG DEVICES INC COM COM 032654105 772 8300 SH
ANDRX CORPORATION COM 034551101 520 12300 SH
ANHEUSER BUSCH COS INC COM 035229103 5144 72575 SH
ANICOM INC COM COM 035250109 92 21600 SH
ANNTAYLOR STORES CORP COM COM 036115103 658 19100 SH
ANNUITY AND LIFE RE COM G03910109 468 17900 SH
ANTEC CORPORATION COM 03664P105 1497 41000 SH
APEX INC COM 037548104 348 10800 SH
APPLE COMPUTER INC COM 037833100 105906 1030090 SH
APPLIED MATLS INC COM COM 038222105 62931 496742 SH
APPLIED PWR INC CL A COM 038225108 294 8000 SH
ARVIN INDUSTRIES COM 043339100 284 10000 SH
ASIA PULP & PAPER LTD SPONSORE COM 04516V100 4048 514000 SH
ASM LITHOGRAPHY COM N07059111 5494 48300 SH
ASSOCIATES FIRST CAP CORP CL A COM 046008108 3257 118700 SH
ASTEC INDUSTRIES INC COM 046224101 512 27200 SH
ASTORIA FINL CORP COM COM 046265104 201 6600 SH
ASTRA ZENECA PLC ADR COM 046353108 5010 120000 SH
AT HOME CORP. COM 045919107 1029 24000 SH
ATMEL CORP COM COM 049513104 378 12800 SH
ATMI INC COM 00207R101 307 9300 SH
ATWOOD OCEANICS INC COM 050095108 382 9900 SH
AT&T CORP COM LBRTY MED A COM 001957208 2139 37650 SH
AUDIOVOX CORP COM 050757103 445 14700 SH
AUTOMATIC DATA PROCESSING COM 053015103 7602 141100 SH
AUTOTOTE CORP CL A COM 053323101 81 25000 SH
AVENTIS COM 053561106 6905 121400 SH
AVT CORPORATION COM 002420107 738 31400 SH
AXA FINANCIAL COM 002451102 351 10310 SH
AXA SA ADR COM 054536107 17388 244900 SH
B M C SOFTWARE INC COM 055921100 92412 1156056 SH
BANCO BILBAO VIZCAYA ADR COM 059458208 4256 300000 SH
BANCO BRADESCO ADR PFD COM 059460105 3815 545000 SH
BANCO COMERCIAL PORTUGUES ADR COM 059479303 1078 40000 SH
BANK NEW YORK INC COM 064057102 548 13700 SH
BANK OF AMERICA COM 060505104 1854 36951 SH
BANK ONE CORP COM COM 06423A103 2472 77242 SH
BANK TOKYO-MITSUBISHI LTD ADR COM 065379109 5575 400000 SH
BANK UTD CORP COM 065412108 439 16100 SH
BANQUE NATIONALE DE PARIS ORD COM F07875192 624 6800 SH
BARCLAYS PLC ORD COM XR0078201 4308 150000 SH
BARD C R INC COM COM 067383109 673 12700 SH
BASS PLC ADR COM 069904209 3544 300000 SH
BAYER AG ADR COM 072730302 4725 100000 SH
BAYERISCHE HYPO-UND VEREINSBAN COM 072735103 5096 75000 SH
BAYERISCHE MOTOREN WERKE AG OR COM XR5756029 5909 195000 SH
BB&T CORPORATION COM 054937107 578 21100 SH
BCE INC COM 05534B109 8297 92000 SH
BEACON CAPITAL PARTNERS RESTRI COM 073561102 820 41000 SH
BEAR STEARNS COS INC COM 073902108 355 8295 SH
BECTON DICKINSON & CO COM 075887109 288 10700 SH
BELL ATLANTIC CORP COM 077853109 6820 110776 SH
BELL SOUTH CORP COM 079860102 2872 61360 SH
BENCHMARK ELECTRONICS INC COM 08160H101 268 11700 SH
BEST BUY INC COM COM 086516101 1015 20200 SH
BESTFOODS COM 08658U101 783 14900 SH
BINDLEY WESTERN INDUSTRIES INC COM 090324104 828 55000 SH
BIOGEN N V COM 090597105 1620 19176 SH
BIOMET INC COM COM 090613100 476 11900 SH
BLACK BOX CORPORATION COM 091826107 864 12900 SH
BLACK HILLS CORP COM 092113109 282 12700 SH
BLACK & DECKER CORP. COM 091797100 334 6400 SH
BLANCH E W HLDGS INC COM 093210102 545 8900 SH
BOEING CO COM 097023105 1028 24800 SH
BOK FINANCIAL CORP COM 05561Q201 522 25853 SH
BORG WARNER AUTO COM 099724106 263 6500 SH
BOSTON SCIENTIFIC CORP COM COM 101137107 744 34000 SH
BP AMOCO ADS COM 055622104 16709 281707 SH
BRADLEY REAL ESTATE INC COM COM 104580105 366 21000 SH
BRAMBLES IND LTD COM XR6120009 2994 166000 SH
BRANDYWINE REALTY TRUST COM 105368203 347 21200 SH
BRENTON BANKS INC COM 107211104 101 10000 SH
BRIGHT HORIZONS FAMILY SOLUTCO COM 109195107 1463 78001 SH
BRISTOL MYERS SQUIBB CO COM 110122108 78170 1217839 SH
BRITISH AEROSPACE PLC ORD COM XR0263494 7988 750000 SH
BRITISH TELECOMM P L C ADR COM 111021408 14280 60000 SH
BROADVISION INC COM COM 111412102 2092 12300 SH
BROADWING INC COM 111620100 280 7600 SH
BROCADE COM 111621108 5555 31383 SH
BSCH BANCO SANTANDER COM 05964H105 4675 400000 SH
BUILDING MATERIALS HOLDING COR COM 120113105 152 14800 SH
BURLINGTON RESOURCES INC COM 122014103 265 8000 SH
C COR NET CORP COM COM 125010108 490 12800 SH
CABLE DESIGN TECHN CORP COM COM 126924109 225 9800 SH
CALPINE CORP COM COM 131347106 544 8500 SH
CANANDAIGUA WINE INC CL A COM 137219200 816 16000 SH
CAP GEMINI ORD COM XR4163437 10987 43500 SH
CAPITAL ONE FINL CORP COM 14040H105 97338 2019982 SH
CARDINAL HEALTH INC COM 14149Y108 4430 92542 SH
CARNIVAL CRUISE LINE INC CL A COM 143658102 3825 80000 SH
CASCADE CORP COM 147195101 134 14600 SH
CATERPILLAR INC COM 149123101 58409 1241100 SH
CBS CORPORATION COM 12490K107 469 7336 SH
CELESTICA ADR COM 15101Q108 5988 107900 SH
CEMEX S A ADR SPSRD NEW COM 151290889 7998 286907 SH
CENTURYTEL INC COM COM 156700106 261 5500 SH
CHARTER ONE FINCL INC COM COM 160903100 291 15225 SH
CHASE MANHATTAN CORPORATION COM 16161A108 46084 593200 SH
CHECKFREE HLDGS CORP COM COM 162816102 1526 14600 SH
CHEESECAKE FACTORY INC COM 163072101 658 18800 SH
CHEVRON CORP COM 166751107 6848 79054 SH
CHIRON CORP COM COM 170040109 326 7700 SH
CIENA CORP COM 171779101 44683 777100 SH
CIGNA CORP COM 125509109 1188 14750 SH
CIRCUIT CITY STORES INC COM 172737108 60058 1332766 SH
CISCO SYSTEMS INC COM 17275R102 315348 2943740 SH
CITIGROUP INC. COM 172967101 256752 4610581 SH
CITRIX SYS INC COM COM 177376100 258 2100 SH
CLEAR CHANNEL COMMUNICATIONS COM 184502102 845 9470 SH
CLECO CORP NEW COM 12561W105 407 12700 SH
CLOROX CO COM COM 189054109 43076 855100 SH
CMGI INC COM COM 125750109 12349 89200 SH
COBALT NETWORKS INC COM COM 19074R101 477 4400 SH
COCA COLA CO COM 191216100 15475 265673 SH
COLGATE PALMOLIVE CO COM 194162103 4245 65300 SH
COLONIAL PROPERTIES TRUST COM 195872106 334 14400 SH
COLT TELECOM GROUP PLC ADR COM 196877104 8364 41000 SH
COMCAST CORP CL A SPL COM 200300200 1401 27700 SH
COMDISCO INC COM COM 200336105 1244 33400 SH
COMERICA INC COM 200340107 299 6400 SH
COMMERCE BANCORP INC N J COM 200519106 566 14700 SH
COMMERCIAL NET LEASE REALTY COM 202218103 164 16500 SH
COMMSCOPE INC COM COM 203372107 1407 34900 SH
COMPAGNIE DE SAINT - GOBAIN COM XR4768371 4668 25000 SH
COMPUTER NETWORK TECH CORP COM 204925101 954 41600 SH
COMPUTER SCIENCES CORP COM 205363104 10674 112800 SH
COMPUWARE CORP COM COM 205638109 1542 41400 SH
COMVERSE TECHNOLOGY INC COM 205862402 2562 17700 SH
CONMED CORP COM 207410101 401 15500 SH
CONSTELLATION ENERGY GROUP ICO COM 210371100 200 6900 SH
CONTINENTAL AIRLS INC CL B COM 210795308 73410 1654300 SH
CORNING INC COM 219350105 3997 31000 SH
COST PLUS INC COM 221485105 486 13650 SH
COSTCO WHOLESALE CORP COM 22160K105 1542 33800 SH
COX COMMUNICATIONS INC NEW COM 224044107 1195 23200 SH
CREDIT SUISSE GROUP COM XR4245614 3954 20000 SH
CREE RESH INC COM 225447101 1025 12000 SH
CTS CORPORATION COM 126501105 2246 29800 SH
CUTTER & BUCK INC COM 232217109 175 11600 SH
CVB FINL CORP COM COM 126600105 210 9100 SH
CVS CORP COM COM 126650100 114569 2873211 SH
CYBEX COMPUTER PRODUCTS CORP COM 232522102 470 11600 SH
C-CUBE MICROSYSTEMS INC COM COM 125015107 355 5700 SH
D P L INC COM 233293109 339 19600 SH
DAIMLERCHRYSLER AG ADR COM D1668R123 505 6479 SH
DANA CORP COM 235811106 320 10700 SH
DANAHER CORP SHS BEN INT COM 235851102 45147 935693 SH
DAYTON HUDSON CORP COM 239753106 54060 736135 SH
DELL COMPUTER CORP CO COM 247025109 1566 30700 SH
DELPHI AUTOMOTIVE COM 247126105 236 15003 SH
DELTA AIRLINES INC COM 247361108 1056 21200 SH
DELUXE CORP COM 248019101 220 8000 SH
DENDRITE INTERNATIONAL COM 248239105 950 28050 SH
DEVELOPERS DIVERSIFIED REALTY COM 251591103 330 25600 SH
DEXTER CORP COM 252165105 922 23200 SH
DIGITAL RIV INC COM COM 25388B104 899 27000 SH
DII GROUP INC COM 232949107 660 9300 SH
DIONEX CORP COM 254546104 387 9400 SH
DISNEY WALT PRODTNS COM 254687106 1439 49200 SH
DOMINION RES INC VA COM 257470104 200 5100 SH
DONALDSON LUFKIN COM 257661108 566 11700 SH
DOVER CORP COM 260003108 363 8000 SH
DOW CHEMICAL CORP COM 260543103 1222 9143 SH
DRESDNER BANK A G ORD COM XR4407113 5532 100000 SH
DU PONT E I DE NEMOURS CO COM 263534109 764 11601 SH
DUN & BRADSTREET CORP DEL COM COM 26483B106 448 15200 SH
DYCOM INDUSTRIES INC COM 267475101 652 14800 SH
E M C CORP MASS COM COM 268648102 26733 244700 SH
EAGLE USA AIRFREIGHT INCCOM 270018104 548 12700 SH
EASTMAN KODAK COM 277461109 773 11664 SH
EDWARDS A G INC COM COM 281760108 391 12200 SH
ELECTRONIC ARTS COM COM 285512109 428 5100 SH
ELECTRONIC DATA SYS CORP NEWCO COM 285661104 2470 36900 SH
ELECTRONICS FOR IMAGING INC CO COM 286082102 843 14500 SH
EMBRATEL PARTICIPACOES S A ADR COM 29081N100 11636 427000 SH
EMERSON ELEC CO COM 291011104 3534 61600 SH
EMULEX CORP COM NEW COM 292475209 630 5600 SH
ENRON CORP COM 293561106 157045 3539040 SH
ENTERGY CORP NEW COM COM 29364G103 984 38200 SH
EQUANT N V SHS-N Y REGISTR COM 294409107 6440 57500 SH
EQUITY OFFICE PPTYS TR COM COM 294741103 1479 60045 SH
ERICSSON L M TEL CO ADR COM 294821400 15356 233780 SH
ESS TECHNOLOGY INC COM COM 269151106 433 19500 SH
ESTEE LAUDER CO. COM 518439104 862 17100 SH
ETHAN ALLEN INTERIORS INC COM COM 297602104 436 13600 SH
EVEREST REINS HLDGS INC COM COM 299808105 779 34900 SH
EXPEDITORS INTL WASH INC COM COM 302130109 609 13900 SH
EXXON CORPORATION COM 30231G102 65913 818157 SH
F Y I INC COM 302712104 558 16400 SH
F & M NATIONAL CORP COM 302374103 545 19776 SH
FAIRFIELD CMNTYS INC COM 304231301 417 38800 SH
FAIRFIELD FST BK&TR CO CT CO COM 304360100 0 17700 SH
FANNIE MAE COM 313586109 104465 1673109 SH
FANUC LTD ORD COM XR6356934 6355 50000 SH
FDX CORPORATION COM 31304N107 217 5300 SH
FEDERAL SIGNAL CORP COM 313855108 475 29600 SH
FIFTH THIRD BANCORP COM COM 316773100 558 7600 SH
FINANCIAL FED CORP COM 317492106 287 12600 SH
FINISAR CORP COM COM 31787A101 377 4200 SH
FIRST DATA CORP COM COM 319963104 646 13100 SH
FIRST ESSEX BANCORP COM 320103104 185 12900 SH
FIRST INDL REALTY TR INCCOM 32054K103 409 14900 SH
FIRSTAR CORP NEW WIS COMCOM 33763V109 593 28059 SH
FLAGSTAR BANCORP INC COM 337930101 329 19100 SH
FLEETBOSTON FIN CORP COM 339030108 633 18185 SH
FLORIDA EAST COAST INDS COM 340632108 321 7700 SH
FORD MOTOR COM 345370100 3524 66100 SH
FOREST LABS INC COM 345838106 240 3900 SH
FORT JAMES CORPORATION COM 347471104 1678 61300 SH
FORWARD AIR CORP COM 349853101 828 19100 SH
FOSSIL INC COM 349882100 261 11300 SH
FRANCHISE FIN CORP AMER COM COM 351807102 436 18200 SH
FRITZ COMPANIES INC COM 358846103 426 40600 SH
FRONTIER AIRLINES INC NEW COM 359065109 314 27600 SH
FUJITSU LTD ADR COM 359590304 21252 92000 SH
FUJITSU LTD ORD COM J15708159 592 13000 SH
FUJITSU SUPPORT & SERVICES ORD COM XR6127130 9789 20000 SH
G A P INC COM 364760108 54177 1177766 SH
G T E CORP COM 362320103 5313 75300 SH
GANNETT INC DEL COM 364730101 687 8420 SH
GATEWAY INC COM COM 367626108 440 6100 SH
GENERAL DYNAMICS CORP COM 369550108 1034 19600 SH
GENERAL ELEC CO COM 369604103 175167 1131933 SH
GENERAL INSTR CORP DEL COM COM 370120107 2601 30600 SH
GENERAL MILLS INC COM 370334104 1287 36000 SH
GENERAL MOTORS CORP COM 370442105 36925 508000 SH
GEORGIA PACIFIC CORP COM 373298108 340 6700 SH
GILLETTE CO COM 375766102 1840 44675 SH
GLAXO PLC COM 37733W105 5587 100000 SH
GLENBOROUGH REALTY TR INC COM 37803P105 308 23000 SH
GLOBAL CROSSING LTD COM COM G3921A100 328 6550 SH
GLOBAL TELESYSTEMS GROUP INCCD COM 37936U104 5213 150000 SH
GOLDMAN COM 38141G104 377 4000 SH
GREATER BAY BANCORP COM 391648102 317 7400 SH
GROUPE DANONE ADR COM 399449107 7124 153000 SH
GRUPO TELEVISA SA DE CV GLBL D COM 40049J206 464 6800 SH
GUCCI GROUP N V SHS-N Y REGIST COM 401566104 664 5800 SH
GUIDANT CORP COM 401698105 97736 2079490 SH
HALLIBURTON COMPANY COM 406216101 81338 2020809 SH
HANSON PLC ADR COM 411352404 5039 125000 SH
HARLEY DAVIDSON INC COM COM 412822108 365 5700 SH
HARMONIC LIGHTWAVES INC COM COM 413160102 706 7436 SH
HARTFORD FINANCIAL SERVICES COM 416515104 630 13300 SH
HEALTH CARE PPTY INVS INC COM 421915109 597 25000 SH
HEALTHCARE REALTY TRUST COM 421946104 298 19100 SH
HEINEKEN N V ADR COM 423012202 7350 150000 SH
HEINZ, H J COMPANY COM 423074103 2180 54750 SH
HELMERICH & PAYNE INC COM 423452101 470 21600 SH
HEWLETT PACKARD CO COM 428236103 1513 13300 SH
HICKORY TECH CORP COM 429060106 171 11400 SH
HOME DEPOT INC COM 437076102 174926 2544380 SH
HOMESTORE.COM COM 437852106 371 5000 SH
HONDA MTR LTD COM 438128308 5355 70000 SH
HONEYWELL INTERNATIONAL, INC. COM 438516106 1069 18532 SH
HOSPITALITY PPTYS TRUST COM 44106M102 347 18200 SH
HOST MARRIOTT CORP NEW COM COM 44107P104 363 44000 SH
HOUGHTON MIFFLIN CO COM 441560109 7125 168900 SH
HSBC HOLDINGS PLC COM 404280406 8565 120000 SH
HUTCHISON WHAMPOA LTD ADR COM 448415208 7983 108800 SH
I2 TECHNOLOGIES INC COM COM 465754109 2750 14100 SH
ICOS CORP COM COM 449295104 573 19600 SH
ID BIOMEDICAL CORP COM COM 44936D108 75 30000 SH
IDACORP INC COM 451107106 354 13200 SH
IDEC PHARMACEUTICALS CORPORATI COM 449370105 2157 21952 SH
IDT CORP COM COM 448947101 285 15100 SH
IDX SYSTEMS COM 449491109 375 12000 SH
ILEX ONCOLOGY INC COM COM 451923106 232 9625 SH
ILLINOIS TOOL WORKS INC COM 452308109 5081 75205 SH
IMATION CORP COM COM 45245A107 806 24000 SH
INFORMATICA CORP COM COM 45666Q102 1799 16911 SH
INFORMIX CORP COM 456779107 1023 89400 SH
ING GROEP N V ADR COM 456837103 7381 121000 SH
INGERSOLL-RAND COMPANY COM 456866102 1255 22800 SH
INSIGHT ENTERPRISES INC COM 45765U103 240 5900 SH
INSITUFORM TECHNOLOGIES INC COM 457667103 511 18100 SH
INTEGRA INC COM COM 45811M105 53 31581 SH
INTEL CORP COM 458140100 30410 369441 SH
INTERLEAF INC COM NEW COM 458729209 309 9200 SH
INTERNATIONAL BUSINESS MACHINE COM 459200101 84738 785517 SH
INTERNATIONAL PAPER CO COM 460146103 519 9200 SH
INTERNATIONAL RECTIFIER CORP COM 460254105 894 34400 SH
INTERNET CAPITAL GROUP INC COM COM 46059C106 2414 14200 SH
INTERPUBLIC GROUP COMPANIES IN COM 460690100 1061 18400 SH
INTIMATE BRANDS INC. COM 461156101 49738 1153336 SH
INTUIT INC COM COM 461202103 360 6000 SH
INVENSYS ORD COM XR0807041 7142 1315000 SH
IONICS INC COM 462218108 371 13200 SH
IRT PROPERTY COMPANY COM 450058102 243 31100 SH
ISPAT INTERNATIONAL NV COM 464899103 7516 466100 SH
ITO YOKADO LTD ADR COM 465714301 6801 65000 SH
ITOCHU CORP ORD COM XR6467803 4973 1000000 SH
JABIL CIRCUIT INC COM COM 466313103 409 5600 SH
JACK IN THE BOX COM 466367109 374 18100 SH
JACOBS ENGINEERING GROUP INC COM 469814107 517 15900 SH
JAVELIN SYSTEMS INC COM 471896100 322 35100 SH
JEFFERIES GROUP INC NEW COM 472319102 517 23500 SH
JOHNSON CONTROLS COM 478366107 324 5700 SH
JOHNSON & JOHNSON COM 478160104 61237 656700 SH
JONES PHARMA INC COM 480236108 1216 28000 SH
JUNIPER NETWORKS COM 48203R104 680 6000 SH
KAO CORP ADR COM 485537203 10115 35000 SH
KEYCORP COM 493267108 385 17400 SH
KIMBERLY CLARK CORP COM 494368103 1610 24600 SH
KLA INSTRS CORP COM COM 482480100 368 6600 SH
KNIGHT RIDDER COM 499040103 566 9500 SH
KOHLS CORP COM 500255104 332 4600 SH
KONINKLIJKE PHILIPS ELECTRS AD COM 500472204 17245 127744 SH
KOREA THRUNET CO LTD CL A COM Y49975108 679 10000 SH
KRONOS INC COM 501052104 786 13100 SH
K-SWISS INC CL A COM 482686102 210 11300 SH
L G&E ENERGY CORP COM COM 501917108 174 10000 SH
L OREAL CO ADR COM 502117203 6387 40000 SH
LANDS END INC COM 515086106 292 8400 SH
LEE ENTERPRISES INC COM 523768109 722 22600 SH
LEGATO SYS INC COM COM 524651106 220 3200 SH
LEHMAN BROS HLDGS INC COM COM 524908100 415 4900 SH
LENNAR CORP COM 526057104 340 20900 SH
LEXMARK INTL GROUP INC CL A COM 529771107 106170 1173150 SH
LIBERTY CORP S C COM 530370105 249 5900 SH
LILLY, ELI & COMPANY COM 532457108 5743 86360 SH
LINCOLN NATL CORP IND COM 534187109 1672 41800 SH
LINEAR TECH CORP COM COM 535678106 487 6800 SH
LONGS DRUG STORES INC COM 543162101 506 19600 SH
LOWES COMPANIES INC COM 548661107 3161 52900 SH
LUBYS CAFETERIAS INC COM 549282101 117 10300 SH
LUCENT TECHNOLOGIES COM 549463107 119205 1589406 SH
M C I WORLDCOM COM 55268B106 136130 2565470 SH
M.A. HANNA CO. COM 410522106 366 33500 SH
MACROVISION CORP COM 555904101 651 8800 SH
MAGYAR TAVKOZLESI RT ADR SPONS COM 559776109 2772 77000 SH
MAKER COMMUNICATIONS COM 560875106 870 20348 SH
MANITOWOC CO COM 563571108 333 9800 SH
MANNESMANN A G ADR COM 563775303 13615 55800 SH
MANPOWER INC COM 56418H100 564 15000 SH
MARK IV INDUSTRIES INC COM 570387100 531 30000 SH
MARKEL CORP COM 570535104 527 3400 SH
MARSH MCLENNAN COM 571748102 4411 46100 SH
MASCO CORP COM 574599106 601 23700 SH
MASTECH CORP COM 57632N105 859 34700 SH
MATSUSHITA COMMUNICATION ORD COM XR6572666 23994 86000 SH
MATSUSHITA ELEC CO ADR COM 576879209 5580 20000 SH
MAXIM INTEGRATED PRODS INC COM COM 57772K101 585 12400 SH
MAY DEPT STORES CO COM 577778103 2762 85650 SH
MCCLATCHY CO COM 579489105 597 13800 SH
MCDONALDS CORP COM 580135101 4206 104324 SH
MCGRAW HILL INC COM 580645109 58854 955036 SH
MEAD CORP COM 582834107 1025 23600 SH
MEDCO RESH INC COM 584059109 244 8100 SH
MEDIAONE GROUP INC COM COM 58440J104 615 8000 SH
MEDIMMUNE INC COM COM 584699102 282 1700 SH
MEDTRONIC INC. COM 585055106 27254 747959 SH
MELLON FINL CORP COM 58551A108 5440 159700 SH
MERCK & CO INC COM 589331107 8850 131716 SH
METAMOR WORLDWIDE INC COM 59133P100 1118 38400 SH
METHODE ELECTRONICS INC COM 591520200 720 22400 SH
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