UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
WASHINGTON, D.C. 20549
FORM 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: March 31, 2000
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 4/20/2000
[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: 754
FORM 13F INFORMATION TABLE VALUE TOTAL: $8,580,900,000
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 2359 42400 SH
4FRONT TECHNOLOGIES INC COM COM 351042106 266 12800 SH
99 CENTS ONLY STORES COM 65440K106 502 12800 SH
A D C TELECOMMUNICATION INC COM 000886101 1552 28800 SH
A F L A C Inc. COM 001055102 1280 28100 SH
A M R CORP COM 001765106 3310 103851 SH
A T & T CORP. COM 001957109 29684 527130 SH
ABBOTT LABS COM 002824100 2280 64800 SH
ABM INDUSTRIES INC COM 000957100 350 14900 SH
ACCESS WORLDWIDE COMMUN COM 004319109 114 46860 SH
ACCOR S A ORD COM XR4112321 3923 100000 SH
ACE LTD ORD COM G0070K103 34588 1512050 SH
ACLARA BIOSCIENCES INC COM COM 00461P106 2496 63300 SH
ACNIELSEN CORP COM COM 004833109 314 13966 SH
ACOM CO LTD ORD COM XR6049784 6467 59700 SH
ACTIVE SOFTWARE INC COM COM 00504E100 286 4500 SH
ADECCO SA ADR COM 006754105 15466 175000 SH
ADIDAS ADR COM 00687P104 2774 100000 SH
ADOBE SYS INC COM COM 00724F101 378 3400 SH
ADVANCED DIGITAL INFO CORP COMCOM 007525108 706 20600 SH
ADVANCED FIBRE COMMS INC. COM 00754A105 3059 48800 SH
ADVENT SOFTWARE COM 007974108 1170 25500 SH
AES CORP COM COM 00130H105 81296 1032335 SH
AIR LIQUIDE COM XR4011406 4165 30000 SH
AIRBORNE FGHT CORP COM COM 009266107 825 34300 SH
AKZO N V ADR COM 010199305 9904 230000 SH
ALASKA AIR GROUP INC COM 011659109 439 14600 SH
ALBERTSONS INC COM 013104104 2732 88500 SH
ALCAN ALUM LTD COM COM 013716105 6199 181983 SH
ALCATEL ALSTHOM ADR COM 013904305 12370 286900 SH
ALCOA INC COM COM 013817101 36402 518177 SH
ALLAIRE CORP COM COM 016714107 373 4934 SH
ALLERGAN INC COM COM 018490102 970 19400 SH
ALLIANCE SEMICONDUCTOR CORP COCOM 01877H100 718 33500 SH
ALLIED ZURICH PLC ORD COM XR0287579 2966 270000 SH
ALLMERICA FINL CORP COM COM 019754100 469 9200 SH
ALLTEL CORP COM COM 020039103 1091 17300 SH
ALPHA INDS INC COM COM 020753109 1007 10600 SH
ALTERA CORP COM COM 021441100 1294 14500 SH
AMERADA HESS CORP COM 023551104 549 8500 SH
AMERICAN EAGLE OUTFITTERS INC COM 02553E106 804 21200 SH
AMERICAN EXPRESS CO COM 025816109 8063 54140 SH
AMERICAN FREIGHTWAYS CORPORATICOM 02629V108 232 15500 SH
AMERICAN GENERAL CORP COM 026351106 881 15700 SH
AMERICAN HOME PRODS CORP COM 026609107 78245 1455728 SH
AMERICAN INTL GROUP INC COM 026874107 225401 2058458 SH
AMERICAN STATES WATER COMPANY COM 029899101 202 6800 SH
AMGEN INC COM 031162100 52510 855560 SH
AMPAL AMERN ISRAEL CORP CL A COM 032015109 219 11400 SH
ANADARKO PETE CORP COM 032511107 1990 51450 SH
ANALOG DEVICES INC COM COM 032654105 1884 23400 SH
ANDRX CORPORATION COM 034551101 1964 34000 SH
ANHEUSER BUSCH COS INC COM 035229103 3382 54328 SH
ANICOM INC COM COM 035250109 131 21600 SH
ANNUITY AND LIFE RE COM G03910109 725 27900 SH
ANTEC CORPORATION COM 03664P105 2129 47500 SH
APEX INC COM 037548104 401 10800 SH
APPLE COMPUTER INC COM 037833100 96627 711473 SH
APPLIED MATLS INC COM COM 038222105 153189 1625351 SH
APPLIED MICRO CIRCUITS CORP CDCOM 03822W109 3061 20400 SH
APPLIED PWR INC CL A COM 038225108 228 8000 SH
APPLIED SCIENCE & TECHN INC COCOM 038236105 336 11100 SH
ARACRUZ CELULOSE ADR SP REP CLCOM 038496204 2013 95000 SH
ARES-SERONO GROUP ORD COM XR4047713 4179 1110 SH
ARROWPOINT COMMUNICATIONS INCOCOM 042810101 237 2000 SH
ASIA PULP & PAPER LTD SPONSORECOM 04516V100 3938 534000 SH
ASM LITHOGRAPHY COM N07059111 7130 191400 SH
ASPEON INC COM COM 045354107 626 30900 SH
ASSOCIATES FIRST CAP CORP CL A COM 046008108 2698 126200 SH
ASTEC INDUSTRIES INC COM 046224101 664 25000 SH
ASTRA ZENECA PLC ADR COM 046353108 4860 120000 SH
ATMEL CORP COM COM 049513104 1193 23100 SH
ATMI INC COM 00207R101 444 9300 SH
ATWOOD OCEANICS INC COM 050095108 630 9500 SH
AT&T CORP LIBERTY MEDIA - A COM 001957208 3075 51850 SH
AUDIOVOX CORP COM 050757103 982 22500 SH
AUTOMATIC DATA PROCESSING COM 053015103 7575 157000 SH
AUTOTOTE CORP CL A COM 053323101 111 25000 SH
AVENTIS COM 053561106 8041 148900 SH
AVERY DENNISON CORP COM COM 053611109 452 7400 SH
AVT CORPORATION COM 002420107 328 27800 SH
AXA FINANCIAL COM 002451102 269 7500 SH
AXA SA ADR COM 054536107 12545 175000 SH
B M C SOFTWARE INC COM 055921100 1602 32447 SH
BANCO BILBAO VIZCAYA ARGENTARICOM 05946K101 6694 450000 SH
BANCO BRADESCO ADR PFD COM 059460105 4843 613000 SH
BANK EAST ASIA LTD ADR SPONSORCOM 061874103 133 60000 SH
BANK NEW YORK INC COM 064057102 790 19000 SH
BANK OF AMERICA COM 060505104 4864 92751 SH
BANK ONE CORP COM COM 06423A103 932 27100 SH
BANK TOKYO-MITSUBISHI LTD ADR COM 065379109 4256 300000 SH
BANK UTD CORP COM 065412108 508 16100 SH
BARCLAYS PLC ORD COM XR0078201 5303 200000 SH
BARD C R INC COM COM 067383109 534 13800 SH
BASS PLC ADR COM 069904209 4031 300000 SH
BAY VIEW CAP CORP DEL COM COM 07262L101 149 19800 SH
BAYERISCHE MOTOREN WERKE AG ORCOM XR5756029 1745 55000 SH
BCE INC COM 05534B109 14302 114015 SH
BEACON CAPITAL PARTNERS RESTRI COM 073561102 820 41000 SH
BEAR STEARNS COS INC COM 073902108 269 5895 SH
BECTON DICKINSON & CO COM 075887109 282 10700 SH
BELL ATLANTIC CORP COM 077853109 29332 479874 SH
BELL SOUTH CORP COM 079860102 2801 59760 SH
BENCHMARK ELECTRONICS INC COM 08160H101 433 11700 SH
BEST BUY INC COM COM 086516101 51754 601787 SH
BESTFOODS COM 08658U101 740 15800 SH
BINDLEY WESTERN INDUSTRIES INC COM 090324104 746 55000 SH
BIOGEN N V COM 090597105 1200 17176 SH
BIOMET INC COM COM 090613100 604 16600 SH
BIOPURE CORP CL A COM 09065H105 219 6583 SH
BLACK BOX CORPORATION COM 091826107 921 13300 SH
BLACK HILLS CORP COM 092113109 280 12700 SH
BLOCK DRUG INC CL A COM 093644102 372 13500 SH
BOEING CO COM 097023105 957 25300 SH
BOK FINANCIAL CORP COM 05561Q201 478 25853 SH
BOSTON SCIENTIFIC CORP COM COM 101137107 32323 1516600 SH
BP AMOCO ADS COM 055622104 15581 292605 SH
BRANDYWINE REALTY TRUST COM 105368203 363 21200 SH
BRENTON BANKS INC COM 107211104 84 10000 SH
BRIGHT HORIZONS FAMILY SOLUTCO COM 109195107 1795 83001 SH
BRISTOL MYERS SQUIBB CO COM 110122108 24443 421433 SH
BRITISH AEROSPACE PLC ORD COM XR0263494 4235 750000 SH
BRITISH TELECOMM P L C ADR COM 111021408 11288 60000 SH
BROADCOM CORP CL A COM 111320107 2259 9300 SH
BROADVISION INC COM COM 111412102 1387 30900 SH
BROADWING INC COM 111620100 324 8700 SH
BROCADE COM 111621108 8966 50000 SH
BSCH BANCO SANTANDER COM 05964H105 4300 400000 SH
BURLINGTON RESOURCES INC COM 122014103 463 12500 SH
BURR BROWN CORP COM COM 122574106 620 11400 SH
C COR NET CORP COM COM 125010108 1470 30000 SH
CABLE DESIGN TECHN CORP COM COM 126924109 333 9800 SH
CABOT CORP COM COM 127055101 33742 1106300 SH
CALPINE CORP COM COM 131347106 1852 19700 SH
CAP GEMINI ORD COM XR4163437 13215 48800 SH
CAPITAL ONE FINL CORP COM 14040H105 110564 2306423 SH
CARDINAL HEALTH INC COM 14149Y108 349 7600 SH
CARNIVAL CRUISE LINE INC CL A COM 143658102 2345 94500 SH
CATERPILLAR INC COM 149123101 7864 199400 SH
CBS CORPORATION COM 12490K107 3653 64511 SH
CELESTICA ADR COM 15101Q108 111714 2105335 SH
CEMEX S A ADR SPSRD NEW COM 151290889 6853 302907 SH
CENTURYTEL INC COM COM 156700106 475 12800 SH
CERIDIAN CORP COM COM 15677T106 294 15300 SH
CHARTER ONE FINCL INC COM COM 160903100 322 15325 SH
CHASE MANHATTAN CORPORATION COM 16161A108 59537 682860 SH
CHECKFREE HLDGS CORP COM COM 162816102 825 11700 SH
CHEESECAKE FACTORY INC COM 163072101 783 18800 SH
CHEVRON CORP COM 166751107 2145 23200 SH
CHIREX INC COM 170038103 295 15300 SH
CHIRON CORP COM COM 170040109 384 7700 SH
CIENA CORP COM 171779101 73834 585400 SH
CIGNA CORP COM 125509109 1117 14750 SH
CIRCUIT CITY STORES INC COM 172737108 72871 1197066 SH
CISCO SYSTEMS INC COM 17275R102 438385 5670303 SH
CITIGROUP INC. COM 172967101 252933 4224346 SH
CITRIX SYS INC COM COM 177376100 2213 33400 SH
CLARCOR INC COM COM 179895107 417 23500 SH
CLAYTON HOMES INC COM COM 184190106 617 60916 SH
CLEAR CHANNEL COMMUNICATIONS COM 184502102 574 8313 SH
CLECO CORP NEW COM 12561W105 422 12700 SH
CLOROX CO COM COM 189054109 3544 107400 SH
CMGI INC COM COM 125750109 669 5900 SH
CNF TRANSN INC COM COM 12612W104 325 11700 SH
COCA COLA CO COM 191216100 23817 507420 SH
COHERENT INC COM COM 192479103 343 6600 SH
COLE KENNETH PRODTNS INC CL A COM 193294105 418 10650 SH
COLGATE PALMOLIVE CO COM 194162103 1202 21320 SH
COLONIAL PROPERTIES TRUST COM 195872106 342 14400 SH
COLT TELECOM GROUP PLC ADR COM 196877104 8014 40500 SH
COMCAST CORP CL A SPL COM 200300200 3257 75100 SH
COMDISCO INC COM COM 200336105 2224 50400 SH
COMERICA INC COM 200340107 356 8500 SH
COMMERCE BANCORP INC N J COM 200519106 544 14700 SH
COMMERCIAL NET LEASE REALTY COM 202218103 285 27300 SH
COMMSCOPE INC COM COM 203372107 1796 39300 SH
COMPAGNIE DE SAINT - GOBAIN COM XR4768371 3832 30000 SH
COMPAQ COMPUTER CORP COM 204493100 62685 2343373 SH
COMPUTER SCIENCES CORP COM 205363104 2034 25700 SH
COMVERSE TECHNOLOGY INC COM 205862402 3345 35400 SH
CONEXANT SYS INC COM 207142100 1124 15829 SH
CONMED CORP COM 207410101 316 12600 SH
CONSOLIDATED EDISON INC COM COM 209115104 577 19800 SH
CONSTELLATION ENERGY GROUP ICO COM 210371100 220 6900 SH
CONTINENTAL AIRLS INC CL B COM 210795308 50689 1240100 SH
COOPER INDUSTRIES INC COM 216669101 3693 105508 SH
CORNING INC COM 219350105 2600 13400 SH
CORUS BANKSHARES INC COM COM 220873103 326 13800 SH
COST PLUS INC COM 221485105 462 13650 SH
COSTCO WHOLESALE CORP COM 22160K105 1708 32500 SH
COX COMMUNICATIONS INC NEW COM 224044107 1780 36700 SH
CREDIT SUISSE GROUP COM XR4245614 3981 20000 SH
CREE RESH INC COM 225447101 1050 9300 SH
CTS CORPORATION COM 126501105 1699 29800 SH
CVB FINL CORP COM COM 126600105 161 11375 SH
CVS CORP COM COM 126650100 69965 1862627 SH
CYBEX COMPUTER PRODUCTS CORP COM 232522102 655 17400 SH
CYPRESS SEMICONDUCTOR CORP COM COM 232806109 1039 21100 SH
C-CUBE MICROSYSTEMS INC COM COM 125015107 415 5700 SH
D P L INC COM 233293109 435 19600 SH
D Q E INC COM COM 23329J104 206 4525 SH
DAIMLERCHRYSLER AG ADR COM D1668R123 1733 26479 SH
DATASTREAM SYS INC COM COM 238124101 421 14500 SH
DEERE & CO. COM 244199105 217 5700 SH
DELL COMPUTER CORP CO COM 247025109 194645 3608715 SH
DELPHI AUTOMOTIVE COM 247126105 240 15003 SH
DELTA AIRLINES INC COM 247361108 1129 21200 SH
DELUXE CORP COM 248019101 212 8000 SH
DENDRITE INTERNATIONAL COM 248239105 531 25350 SH
DEUTSCHE BANK AG ORD COM XR5750355 3708 56000 SH
DEUTSCHE TELEKOM AG SPONSORED COM 251566105 6019 75000 SH
DEVELOPERS DIVERSIFIED REALTY COM 251591103 355 25600 SH
DEXTER CORP COM 252165105 1230 23200 SH
DIAMOND TECHNOLGY PRTNRS INCCL COM 252762109 480 7300 SH
DIAMONDS TR UNIT SER 1 COM 252787106 383 3500 SH
DIME BANCORP INC NEW COM COM 25429Q102 605 32700 SH
DIONEX CORP COM 254546104 310 9400 SH
DISNEY WALT PRODTNS COM 254687106 74398 1803585 SH
DOLLAR GEN CORP COM COM 256669102 472 17550 SH
DONALDSON LUFKIN COM 257661108 605 11700 SH
DOVER CORP COM 260003108 383 8000 SH
DOW CHEMICAL CORP COM 260543103 1247 10935 SH
DRESDNER BANK A G ORD COM XR4407113 3828 100000 SH
DSP GROUP INC COM COM 23332B106 2066 31300 SH
DU PONT E I DE NEMOURS CO COM 263534109 720 13601 SH
DUN & BRADSTREET CORP DEL COM COM 26483B106 721 25200 SH
DYCOM INDUSTRIES INC COM 267475101 446 9150 SH
E M C CORP MASS COM COM 268648102 89593 711052 SH
EASTGROUP PPTYS INC COM COM 277276101 301 14000 SH
EASTMAN KODAK COM 277461109 634 11664 SH
ECHOSTAR COMMUN CORP NEW CL A COM 278762109 316 4000 SH
EDWARDS A G INC COM COM 281760108 392 9800 SH
ELANTEC SEMICONDUCTOR INC COM COM 284155108 868 11800 SH
ELECTRONIC ARTS COM COM 285512109 363 5100 SH
ELECTRONIC DATA SYS CORP NEWCO COM 285661104 6496 101200 SH
ELECTRONICS FOR IMAGING INC CO COM 286082102 870 14500 SH
EMBRATEL PARTICIPACOES S A ADR COM 29081N100 11070 432000 SH
EMERSON ELEC CO COM 291011104 7103 133700 SH
EMULEX CORP COM NEW COM 292475209 644 5900 SH
ENDESA COM XR5271782 4014 175000 SH
ENRON CORP COM 293561106 186037 2484637 SH
ENTERGY CORP NEW COM COM 29364G103 771 38200 SH
EQUANT N V SHS-N Y REGISTR COM 294409107 6082 71500 SH
EQUITY OFFICE PPTYS TR COM COM 294741103 1655 65877 SH
ERICSSON L M TEL CO ADR COM 294821400 21068 224580 SH
ESS TECHNOLOGY INC COM COM 269151106 551 31500 SH
ESTEE LAUDER CO. COM 518439104 856 17100 SH
ETHAN ALLEN INTERIORS INC COM COM 297602104 340 13600 SH
EVEREST RE GROUP COM G3223R108 1181 36200 SH
EXAR CORP COM COM 300645108 501 7000 SH
EXCEL TECHNOLOGY INC COM 30067T103 325 9200 SH
EXPEDITORS INTL WASH INC COM COM 302130109 477 12000 SH
EXXON CORPORATION COM 30231G102 122915 1577094 SH
F Y I INC COM 302712104 445 16400 SH
F & M NATIONAL CORPORATION COM 302374103 435 19776 SH
FAIRFIELD CMNTYS INC COM 304231301 308 38800 SH
FAIRFIELD FST BK & TR CO CT CO COM 304360100 1 17700 SH
FANNIE MAE COM 313586109 80596 1424897 SH
FANUC LTD ORD COM XR6356934 5245 50000 SH
FED HOME LN MTG CP-VTG COM-FOR COM 313400301 519 11750 SH
FEDERAL SIGNAL CORP COM 313855108 535 29600 SH
FEDEX CORP COM 31428X106 206 5300 SH
FI SYSTEM COM XR5876983 565 6060 SH
FINANCIAL FED CORP COM 317492106 229 12600 SH
FINISAR CORP COM COM 31787A101 615 12600 SH
FIRST DATA CORP COM COM 319963104 4592 103492 SH
FIRST IND CORP COM COM 32054R108 311 16800 SH
FIRST INDL REALTY TRUST INC COM 32054K103 406 14900 SH
FIRST SOURCE CORP COM COM 336901103 362 18500 SH
FIRSTAR CORP NEW WIS COM COM 33763V109 644 28059 SH
FLAGSTAR BANCORP INC COM 337930101 248 19100 SH
FLEETBOSTON FINANCIAL CORPORAT COM 339030108 1138 31185 SH
FLEXTRONICS INTL LTD COM Y2573F102 39220 556800 SH
FLORIDA EAST COAST INDUSTRIES COM 340632108 373 7700 SH
FORD MOTOR COM 345370100 1479 32200 SH
FOREST LABS INC COM 345838106 330 3900 SH
FORT JAMES CORPORATION COM 347471104 3758 170800 SH
FORWARD AIR CORP COM 349853101 679 28650 SH
FOSSIL INC COM 349882100 225 9600 SH
FPL GROUP INC COM COM 302571104 2589 56200 SH
FRANCHISE FIN CORP AMER COM COM 351807102 423 18200 SH
FRITZ COMPANIES INC COM 358846103 411 40600 SH
FUJITSU LTD ADR COM 359590304 11517 75000 SH
FUJITSU SUPPORT & SERVICES ORD COM XR6127130 3038 18000 SH
G A P INC COM 364760108 59070 1185838 SH
G T E CORP COM 362320103 6717 94600 SH
GANNETT INC DEL COM 364730101 1353 19220 SH
GENENTECH INC COM NEW COM 368710406 24852 163500 SH
GENERAL DYNAMICS CORP COM 369550108 1438 28900 SH
GENERAL ELEC CO COM 369604103 214727 1379771 SH
GENERAL MILLS INC COM 370334104 369 10200 SH
GENERAL MOTORS CLASS H COM 370442832 349 2801 SH
GENERAL MOTORS CORP COM 370442105 53995 652011 SH
GENZYME CORP COM 372917104 201 4000 SH
GEORGIA PACIFIC CORP COM 373298108 3628 91700 SH
GILLETTE CO COM 375766102 983 26075 SH
GLAXO PLC COM 37733W105 3725 65000 SH
GLENBOROUGH REALTY TR INC COM 37803P105 334 23000 SH
GLOBAL CROSSING LTD COM COM G3921A100 268 6550 SH
GLOBAL MARINE INC COM NEW COM 379352404 200 7900 SH
GLOBAL TELESYSTEMS GROUP INCCD COM 37936U104 1948 95000 SH
GLOBESPAN INC COM COM 379571102 3364 33000 SH
GOLDMAN COM 38141G104 692 6576 SH
GREAT LAKES CHEMICAL CORPORATI COM 390568103 2931 86200 SH
GREAT LAKES REIT INC COM COM 390752103 203 13400 SH
GREATER BAY BANCORP COM 391648102 298 7400 SH
GROUPE DANONE ADR COM 399449107 6770 153000 SH
GRUPO TELEVISA SA DE CV GLBL D COM 40049J206 598 8800 SH
GUCCI GROUP N V SHS-N Y REGIST COM 401566104 1983 22300 SH
GUIDANT CORP COM 401698105 91777 1558840 SH
HANSON PLC ADR COM 411352404 4422 125000 SH
HARLEY DAVIDSON INC COM COM 412822108 452 11400 SH
HARMONIC LIGHTWAVES INC COM COM 413160102 686 8236 SH
HARTFORD FINANCIAL SERVICES COM 416515104 928 17600 SH
HEALTH CARE PPTY INVS INC COM 421915109 636 25000 SH
HEALTHCARE REALTY TRUST COM 421946104 320 19100 SH
HEINEKEN N V ADR COM 423012202 8016 150000 SH
HELMERICH & PAYNE INC COM 423452101 670 21600 SH
HEWLETT PACKARD CO COM 428236103 45826 345692 SH
HIKARI TSUSHIN INC COM XR6416322 720 1000 SH
HOME DEPOT INC COM 437076102 138551 2148082 SH
HOMESTORE.COM COM 437852106 244 5000 SH
HONEYWELL INTERNATIONAL, INC COM 438516106 1793 34037 SH
HOSPITALITY PPTYS TRUST COM 44106M102 369 18200 SH
HOUGHTON MIFFLIN CO COM 441560109 5356 126200 SH
HSBC HOLDINGS PLC COM 404280406 7922 130000 SH
HUGHES SUPPLY INC COM COM 444482103 450 29000 SH
HUTCHISON WHAMPOA LTD ADR COM 448415208 14664 154800 SH
I2 TECHNOLOGIES INC COM COM 465754109 1490 12200 SH
ICOS CORP COM COM 449295104 708 19600 SH
ID BIOMEDICAL CORP COM COM 44936D108 141 30000 SH
IDACORP INC COM 451107106 459 13200 SH
IDEC PHARMACEUTICALS CORPORATI COM 449370105 1867 19000 SH
IDT CORP COM COM 448947101 627 15100 SH
IDX SYSTEMS COM 449491109 329 12000 SH
IGATE CAPITAL CO COM 45169U105 1367 30300 SH
ILEX ONCOLOGY INC COM COM 451923106 554 13201 SH
ILLINOIS TOOL WORKS INC COM 452308109 890 16101 SH
IMATION CORP COM COM 45245A107 427 16000 SH
INFINEON TECHNOLOGIES AG COM XR5889505 2345 43000 SH
INFINEON TECHNOLOGIES AG COM 45662N103 891 15500 SH
INFORMATICA CORP COM COM 45666Q102 2598 33822 SH
INFORMIX CORP COM 456779107 1189 70200 SH
ING GROEP N V ADR COM 456837103 8195 149000 SH
INGERSOLL-RAND COMPANY COM 456866102 3531 79800 SH
INSIGHT ENTERPRISES INC COM 45765U103 215 5900 SH
INSITUFORM TECHNOLOGIES INC COM 457667103 554 18100 SH
INTEGRA INC COM COM 45811M105 28 31581 SH
INTEL CORP COM 458140100 67534 511865 SH
INTERLEAF INC COM NEW COM 458729209 432 9200 SH
INTERLINK ELECTRS COM COM 458751104 668 10500 SH
INTERNATIONAL BUSINESS MACHINE COM 459200101 39489 334651 SH
INTERNATIONAL PAPER CO COM 460146103 1902 44500 SH
INTERNATIONAL RECTIFIER CORP COM 460254105 755 19800 SH
INTERPUBLIC GROUP COMPANIES IN COM 460690100 628 13300 SH
INTIMATE BRANDS INC. COM 461156101 59786 1451545 SH
INTUIT INC COM COM 461202103 261 4800 SH
INVENSYS ORD COM XR0807041 7997 1800000 SH
IONICS INC COM 462218108 337 13200 SH
IRT PROPERTY COMPANY COM 450058102 249 31100 SH
ISPAT INTERNATIONAL NV COM 464899103 7008 471100 SH
IT GROUP INC COM COM 465266104 584 77200 SH
ITO YOKADO LTD ADR COM 465714301 4455 60000 SH
ITOCHU CORP ORD COM XR6467803 5333 1000000 SH
JABIL CIRCUIT INC COM COM 466313103 484 11200 SH
JACK IN THE BOX COM 466367109 367 17200 SH
JACOBS ENGINEERING GROUP INC COM 469814107 507 15900 SH
JDS UNIPHASE CORP COM COM 46612J101 2468 20470 SH
JEFFERIES GROUP INC NEW COM 472319102 538 23500 SH
JOHNSON CONTROLS COM 478366107 308 5700 SH
JOHNSON & JOHNSON COM 478160104 26360 375234 SH
JONES PHARMA INC COM 480236108 601 19800 SH
JUNIPER NETWORKS COM 48203R104 1581 6000 SH
KEITHLEY INSTRS INC COM COM 487584104 338 7100 SH
KEMET CORP COM COM 488360108 614 9700 SH
KENNAMETAL INC COM 489170100 241 8000 SH
KEYCORP COM 493267108 911 47962 SH
KIMBERLY CLARK CORP COM 494368103 6083 108500 SH
KLA INSTRS CORP COM COM 482480100 2401 28500 SH
KNIGHT RIDDER COM 499040103 733 14300 SH
KOHLS CORP COM 500255104 472 4600 SH
KONINKLIJKE PHILIPS ELECTRS ADCOM 500472204 23803 555776 SH
KPN QUEST COM N50919104 1356 25000 SH
KROGER CO COM 501044101 292 16600 SH
KRONOS INC COM 501052104 388 13100 SH
L G&E ENERGY CORP COM COM 501917108 229 10000 SH
L OREAL CO ADR COM 502117203 5167 40000 SH
LEE ENTERPRISES INC COM 523768109 277 10600 SH
LEGGETT & PLATT INC COM 524660107 471 21900 SH
LEHMAN BROS HLDGS INC COM COM 524908100 776 8000 SH
LENNAR CORP COM 526057104 423 19500 SH
LEXMARK INTL GROUP INC CL A COM 529771107 66393 627830 SH
LIBERTY CORP S C COM 530370105 221 5900 SH
LIGHTBRIDGE INC COM COM 532226107 568 24300 SH
"LILLY, ELI & COMPANY" COM 532457108 2114 33760 SH
LINEAR TECHNOLOGY CORP COM COM 535678106 748 13600 SH
LLOYDS TSB GROUP COM XR0870612 5280 500000 SH
LNR PPTY CORP COM COM 501940100 423 22200 SH
LOWES COMPANIES INC COM 548661107 800 13700 SH
LSI LOGIC CORP COM 502161102 38803 534286 SH
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