UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
WASHINGTON, D.C. 20549
FORM 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: June 30, 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 7/26/2000
[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: 881
FORM 13F INFORMATION TABLE VALUE TOTAL: $8,483,655,000
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 251 4350 SH
4FRONT TECHNOLOGIES INC COM COM 351042106 154 12800 SH
99 CENTS ONLY STORES COM 65440K106 510 12800 SH
A D C TELECOMMUNICATION INC COM 886101 4034 96200 SH
A F L A C Inc. COM 1055102 1291 28100 SH
A M R CORP COM 1765106 2387 90300 SH
A T & T CORP. COM 1957109 2857 89821 SH
ABB LTD ORD COM XR5661190 6004 50000 SH
ABBOTT LABS COM 2824100 3173 71200 SH
ABM INDUSTRIES INC COM 957100 343 14900 SH
ACCESS WORLDWIDE COMMUNICATICO COM 4319109 48 46860 SH
ACCOR S A ORD COM XR4112321 4115 100000 SH
ACE LTD ORD COM G0070K103 20058 716347 SH
ACNIELSEN CORP COM COM 4833109 307 13966 SH
ACTEL CORP COM COM 4934105 2099 46000 SH
ADECCO SA ADR COM 6754105 18572 175000 SH
ADOBE SYS INC COM COM 00724F101 449 3450 SH
ADVANCED DIGITAL INFO CORP COM COM 7525108 1406 88200 SH
ADVANCED ENERGY INDS INC COM COM 7973100 2346 39800 SH
ADVANCED FIBRE COMMS INC. COM 00754A105 6480 143000 SH
ADVANCED MICRO DEVICES COM 7903107 850 11000 SH
ADVENT SOFTWARE COM 7974108 1800 27900 SH
AES CORP COM COM 00130H105 107268 2351073
SH
AGILENT COM 00846U101 11001 149170 SH
AIR LIQUIDE COM XR4011406 3928 30000 SH
AIRBORNE FGHT CORP COM COM 9266107 373 19700 SH
AKZO N V ADR COM 10199305 9990 237500 SH
ALBERTA ENERGY LTD COM COM 12873105 233 5762 SH
ALBERTSONS INC COM 13104104 791 23800 SH
ALCATEL ALSTHOM ADR COM 13904305 20023 301100 SH
ALCOA INC COM COM 13817101 1215 41900 SH
ALLERGAN INC COM COM 18490102 1289 17300 SH
ALLIANCE SEMICONDUCTOR CORP CO COM 01877H100 1046 42600 SH
ALLIANT ENERGY CORP COM COM 18802108 1700 65400 SH
ALLIANT TECHSYSTEMS INC COM 18804104 1578 23400 SH
ALLMERICA FINL CORP COM COM 19754100 482 9200 SH
ALLTEL CORP COM COM 20039103 1072 17300 SH
ALPHA INDS INC COM COM 20753109 2053 46600 SH
ALTERA CORP COM COM 21441100 1182 11600 SH
ALZA CORP COM 22615108 1537 26000 SH
AMERICAN EAGLE OUTFITTERS INC COM 2.55E+109 472 33700 SH
AMERICAN EXPRESS CO COM 25816109 8795 168720 SH
AMERICAN FREIGHTWAYS CORPORATI COM 02629V108 225 15500 SH
AMERICAN GENERAL CORP COM 26351106 927 15200 SH
AMERICAN HOME PRODS CORP COM 26609107 83942 1428794 SH
AMERICAN INTL GROUP INC COM 26874107 206165 1754598
SH
AMERICAN STATES WATER COMPANY COM 29899101 518 17400 SH
AMGEN INC COM 31162100 55329 787596 SH
AMKOR TECHNOLOGY INC COM COM 31652100 3238 91700 SH
AMPAL AMERN ISRAEL CORP CL A COM 32015109 563 37500 SH
AMPHENOL CORP NEW CL A COM 32095101 3177 48000 SH
ANADARKO PETE CORP COM 32511107 44094 893050 SH
ANALOG DEVICES INC COM COM 32654105 1725 22700 SH
ANALOGIC CORP COM PAR $-2900.- COM 32657207 440 11000 SH
ANAREN MICROWAVE INC COM COM 32744104 1785 13600 SH
ANDREW CORP COM 34425108 1453 43300 SH
ANDRX CORPORATION COM 34551101 1451 22700 SH
ANHEUSER BUSCH COS INC COM 35229103 20750 277828 SH
ANICOM INC COM COM 35250109 81 21600 SH
ANNTAYLOR STORES CORP COM COM 36115103 1136 34300 SH
ANNUITY AND LIFE RE COM G03910109 2675 109200 SH
ANTEC CORPORATION COM 03664P105 2672 64300 SH
APARTMENT INVT & MGMT CO CL A COM 03748R101 810 18600 SH
APPLE COMPUTER INC COM 37833100 71762 1370150 SH
APPLIED MATLS INC COM COM 38222105 159778 1763073
SH
APPLIED MICRO CIRCUITS CORP CD COM 03822W109 1462 14800 SH
APPLIED SCIENCE & TECHN INC CO COM 38236105 507 19600 SH
APRIA HEALTHCARE GROUP INC COM COM 37933108 1248 101900 SH
ARACRUZ CELULOSE ADR SP REP CL COM 38496204 1835 95000 SH
ARCHER DANIELS MIDLAND COM 39483102 196 20000 SH
ARGUSS COMMUNICATIONS INC COM COM 40282105 485 25700 SH
ARM HLDGS PLC AD COM 42068106 707 21500 SH
ARTHROCARE CORP COM COM 43136100 714 26800 SH
ARVIN INDUSTRIES COM 43339100 697 40100 SH
ASIA PULP & PAPER LTD SPONSORE COM 04516V100 3286 649000 SH
ASM LITHOGRAPHY COM N07059111 2648 60000 SH
ASPEON INC COM COM 45354107 63 12900 SH
ASSICURAZIONI GENERALI COM XR4056719 4818 140000 SH
ASSOCIATES FIRST CAP CORP CL A COM 46008108 1631 73100 SH
ASTEC INDUSTRIES INC COM 46224101 431 17000 SH
ASTRA ZENECA PLC ADR COM 46353108 6975 150000 SH
ASYST TECHNOLOGIES INC COM COM 04648X107 754 22000 SH
ATMEL CORP COM COM 49513104 2198 59600 SH
ATMI INC COM 00207R101 1135 24400 SH
ATWOOD OCEANICS INC COM 50095108 439 9900 SH
AT&T CORP LIBERTY MEDIA - A COM 1957208 2016 82700 SH
AUDIOVOX CORP COM 50757103 2500 113300 SH
AUTOMATIC DATA PROCESSING COM 53015103 8699 162400 SH
AUTOTOTE CORP CL A COM 53323101 109 25000 SH
AVENTIS COM 53561106 11857 163400 SH
AVNET INC COM 53807103 954 16100 SH
AXA FINANCIAL COM 2451102 255 7500 SH
AXA SA ADR COM 54536107 14003 176000 SH
B M C SOFTWARE INC COM 55921100 763 20900 SH
BANCO BILBAO VIZCAYA ARGENTARI COM 05946K101 6638 450000 SH
BANCO BRADESCO ADR PFD COM 59460105 6986 818000 SH
BANK EAST ASIA LTD ADR SPONSOR COM 61874103 140 60000 SH
BANK NEW YORK INC COM 64057102 893 19200 SH
BANK OF AMERICA COM 60505104 2558 58985 SH
BANK ONE CORP COM COM 06423A103 576 21700 SH
BANK UTD CORP COM 65412108 567 16100 SH
BARCLAYS PLC ORD COM XR0078201 4975 200000 SH
BARD C R INC COM COM 67383109 202 4200 SH
BARR LABS INC COM COM 68306109 1600 35700 SH
BASS PLC ADR COM 69904209 3469 300000 SH
BAY VIEW CAP CORP DEL COM COM 07262L101 510 52000 SH
BAYERISCHE MOTOREN WERKE AG OR COM XR5756029 1669 55000 SH
BEACON CAPITAL PARTNERS RESTRI COM 73561102 820 41000 SH
BEAR STEARNS COS INC COM 73902108 245 5895 SH
BECKMAN COULTER INC COM COM 75811109 1150 19700 SH
BECTON DICKINSON & CO COM 75887109 307 10700 SH
BEDFORD PPTY INVS INC COM PAR COM 76446301 963 51900 SH
BELDEN INC COM COM 77459105 697 27200 SH
BELL ATLANTIC CORP COM 77853109 80432 1579026 SH
BELL SOUTH CORP COM 79860102 2747 64444 SH
BENCHMARK ELECTRONICS INC COM 08160H101 428 11700 SH
BERRY PETE CO CL A COM 85789105 462 27200 SH
BEST BUY INC COM COM 86516101 49701 785782 SH
BINDLEY WESTERN INDUSTRIES INC COM 90324104 1190 45000 SH
BIO TECHNOLOGY GEN CORP COM COM 90578105 1075 81500 SH
BIOGEN N V COM 90597105 1456 22576 SH
BIOMET INC COM COM 90613100 211 5500 SH
BIOVAIL CORP COM COM 09067J109 2345 42300 SH
BLACK BOX CORPORATION COM 91826107 1481 18700 SH
BLACK HILLS CORP COM 92113109 451 20000 SH
BLOCK DRUG INC CL A COM 93644102 571 13500 SH
BOEING CO COM 97023105 1225 29300 SH
BOK FINANCIAL CORP COM 05561Q201 454 25853 SH
BORG WARNER AUTO COM 99724106 246 7000 SH
BOSTON SCIENTIFIC CORP COM COM 101137107 53503 2438900 SH
BP AMOCO ADS COM 55622104 17127 302464 SH
BRANDYWINE REALTY TRUST COM 105368203 405 21200 SH
BRENTON BANKS INC COM 107211104 413 29800 SH
BRIGHT HORIZONS FAMILY SOLUTCO COM 109195107 1774 83001 SH
BRISTOL MYERS SQUIBB CO COM 110122108 12128 208200 SH
BRITISH AEROSPACE PLC ORD COM XR0263494 6237 1000000 SH
BRITISH TELECOMM P L C ADR COM 111021408 7935 60000 SH
BROADCOM CORP CL A COM 111320107 2627 12000 SH
BROADVISION INC COM COM 111412102 2081 40963 SH
BROADWING INC COM 111620100 227 8700 SH
BROCADE COM 111621108 19983 108900 SH
BROOKTROUT INC COM COM 114580103 347 15900 SH
BSCH BANCO SANTANDER COM 05964H105 6744 650000 SH
BT FINANCIAL CORP COM 55763106 447 25920 SH
BURLINGTON RESOURCES INC COM 122014103 48792 1275600 SH
BURR BROWN CORP COM COM 122574106 2895 33400 SH
C COR NET CORP COM COM 125010108 1904 70500 SH
C H ROBINSON WORLDWIDE INC COM COM 12541W100 802 16200 SH
C M S ENERGY CORP COM 125896100 425 19200 SH
C.I.T. GROUP INC. COM 125577106 496 30500 SH
CABLE DESIGN TECHN CORP COM COM 126924109 333 9800 SH
CABOT CORP COM COM 127055101 27950 1025700 SH
CABOT OIL & GAS CORP CL A COM 127097103 1358 64100 SH
CALIPER TECHNOLOGIES CORP OC-C COM 130876105 313 6800 SH
CALPINE CORP COM COM 131347106 2444 37600 SH
CANADIAN NATL RY CO COM COM 136375102 204 7000 SH
CAP GEMINI ORD COM XR4163437 5306 30000 SH
CAPITAL ONE FINL CORP COM 14040H105 54719 1226185 SH
CARBO CERAMICS INC COM COM 140781105 903 25700 SH
CARDINAL HEALTH INC COM 14149Y108 562 7600 SH
CARNIVAL CRUISE LINE INC CL A COM 143658102 1697 87000 SH
CATERPILLAR INC COM 149123101 7436 219500 SH
CATHAY BANCORP COM COM 149150104 686 14800 SH
CELESTICA ADR COM 15101Q108 100557 2052178
SH
CEMEX S A ADR SPSRD NEW COM 151290889 6863 293607 SH
CFW COMMUNICATIONS CO COM COM 124923103 746 19900 SH
CHARTER ONE FINCL INC COM COM 160903100 350 15225 SH
CHASE MANHATTAN CORPORATION COM 16161A108 66283 1438988 SH
CHECKFREE HLDGS CORP COM COM 162816102 603 11700 SH
CHECKPOINT SYS INC COM COM 162825103 583 77700 SH
CHEESECAKE FACTORY INC COM 163072101 776 28200 SH
CHELSEA G C A REALTY COM 163262108 826 23900 SH
CHEVRON CORP COM 166751107 1198 14100 SH
CHIREX INC COM 170038103 522 26100 SH
CHIRON CORP COM COM 170040109 366 7700 SH
CHOICEPOINT INC COM COM 170388102 1280 29000 SH
CIENA CORP COM 171779101 91826 550885 SH
CIGNA CORP COM 125509109 1438 15375 SH
CIRCUIT CITY STORES INC COM 172737108 29328 883713 SH
CISCO SYSTEMS INC COM 17275R102 342374 5386419
SH
CITIGROUP INC. COM 172967101 224567 3715688
SH
CLARCOR INC COM COM 179895107 467 23500 SH
CLEAR CHANNEL COMMUNICATIONS COM 184502102 623 8313 SH
CLECO CORP NEW COM 12561W105 425 12700 SH
CLOROX CO COM COM 189054109 1201 26800 SH
CMGI INC COM COM 125750109 206 4500 SH
COCA COLA CO COM 191216100 10720 186645 SH
COFLEXIP ORD COM XR4181741 2082 17100 SH
COGNEX CORP COM COM 192422103 569 11000 SH
COHERENT INC COM COM 192479103 1317 15700 SH
COLE KENNETH PRODTNS INC CL A COM 193294105 1006 25150 SH
COLGATE PALMOLIVE CO COM 194162103 1359 22700 SH
COLONIAL PROPERTIES TRUST COM 195872106 394 14400 SH
COLT TELECOM GROUP PLC ADR COM 196877104 2197 16200 SH
COMCAST CORP CL A SPL COM 200300200 1150 28400 SH
COMDISCO INC COM COM 200336105 1024 45900 SH
COMERICA INC COM 200340107 2558 57000 SH
COMMERCE BANCORP INC N J COM 200519106 2593 56370 SH
COMMERCIAL NET LEASE REALTY COM 202218103 287 27300 SH
COMMONWEALTH TEL ENTERPRISESCO COM 203349105 1308 27800 SH
COMMSCOPE INC COM COM 203372107 3038 74100 SH
COMMUNITY FIRST BANKSHARES COM COM 203902101 785 48100 SH
COMPAGNIE DE SAINT - GOBAIN COM XR4768371 3393 25000 SH
COMPANHIA VALE DO RIO DOCE ADR PREFERRED STOCKS 204412100 2232 79000 SH
COMPAQ COMPUTER CORP COM 204493100 75647 2959277 SH
COMPLETE BUSINESS SLTNSINC COM COM 20452F107 1440 82000 SH
COMPUTER SCIENCES CORP COM 205363104 2986 39985 SH
COMVERSE TECHNOLOGY INC COM 205862402 4055 43600 SH
CONCORD CAMERA CORP COM COM 206156101 1340 64200 SH
CONEXANT SYS INC COM 207142100 721 14829 SH
CONMED CORP COM 207410101 326 12600 SH
CONSOLIDATED EDISON INC COM COM 209115104 830 28000 SH
CONSTELLATION ENERGY GROUP ICO COM 210371100 225 6900 SH
CONTINENTAL AIRLS INC CL B COM 210795308 54280 1154900 SH
COORS ADOLPH CO CL B COM 217016104 2009 33200 SH
CORN PRODS INTL INC COM COM 219023108 1031 38900 SH
CORNERSTONE RLTY INCOME TR ICO COM 21922V102 512 51200 SH
CORNING INC COM 219350105 3508 13000 SH
CORSAIR COMMUNICATIONS INC COM COM 220406102 1061 36900 SH
CORUS BANKSHARES INC COM COM 220873103 365 13800 SH
COST PLUS INC COM 221485105 392 13650 SH
COSTCO WHOLESALE CORP COM 22160K105 921 27900 SH
COVAD COMMUNICATIONS GROUP ICO COM 222814204 161 10000 SH
COX COMMUNICATIONS INC NEW COM 224044107 1057 23200 SH
CREDENCE SYS CORP COM COM 225302108 1783 32300 SH
CREDIT SUISSE GROUP COM XR4245614 2594 13000 SH
CREE RESH INC COM 225447101 2163 16200 SH
CTS CORPORATION COM 126501105 1751 38900 SH
CVB FINL CORP COM COM 126600105 180 11375 SH
CVS CORP COM COM 126650100 54998 1374947 SH
CYBEX COMPUTER PRODUCTS CORP COM 232522102 737 17400 SH
CYPRESS SEMICONDUCTOR CORP COM COM 232806109 3304 78200 SH
C-CUBE SEMICONDUCTOR INC COM COM 12501N108 665 33900 SH
C&D TECHNOLOGIES INC COM COM 124661109 1969 35000 SH
D P L INC COM 233293109 340 15500 SH
D Q E INC COM COM 23329J104 1695 42900 SH
DALLAS SEMICONDUCTOR CORP COM COM 235204104 1573 38600 SH
DATASCOPE CORP COM COM 238113104 781 21700 SH
DATASTREAM SYS INC COM COM 238124101 181 14500 SH
DAVOX CORP COM COM 239208101 446 34500 SH
DELL COMPUTER CORP CO COM 247025109 184527 3741992
SH
DELPHI AUTOMOTIVE COM 247126105 248 17002 SH
DELTA AIRLINES INC COM 247361108 804 15900 SH
DELUXE CORP COM 248019101 2766 117400 SH
DENDRITE INTERNATIONAL COM 248239105 844 25350 SH
DEUTSCHE BANK AG ORD COM XR5750355 5371 65000 SH
DEUTSCHE TELEKOM AG SPONSORED COM 251566105 5675 100000 SH
DEVELOPERS DIVERSIFIED REALTY COM 251591103 382 25600 SH
DIAMOND TECHNOLGY PRTNRS INCCL COM 252762109 2930 33300 SH
DIEBOLD INC COM COM 253651103 1817 65200 SH
DIODES INC COM COM 254543101 1068 37350 SH
DIONEX CORP COM 254546104 251 9400 SH
DISNEY WALT PRODTNS COM 254687106 71859 1851450 SH
DONALDSON LUFKIN COM 257661108 497 11700 SH
DORAL FINL CORP COM COM 25811P100 1144 100000 SH
DOW CHEMICAL CORP COM 260543103 839 27405 SH
DSP GROUP INC COM COM 23332B106 2139 38200 SH
DU PONT E I DE NEMOURS CO COM 263534109 498 11326 SH
DUN & BRADSTREET CORP DEL COM COM 26483B106 721 25200 SH
DUPONT PHOTOMASKS INC COM COM 26613X101 1486 21700 SH
DYCOM INDUSTRIES INC COM 267475101 421 9150 SH
DYNEGY CLASS A COMMON COM 26816Q101 2501 36605 SH
E M C CORP MASS COM COM 268648102 163839 2127781
SH
EASTGROUP PPTYS INC COM COM 277276101 468 22200 SH
EASTMAN KODAK COM 277461109 952 15964 SH
EDWARDS A G INC COM COM 281760108 203 5200 SH
EL PASO ENERGY CORP DEL COM COM 283905107 75980 1491625 SH
ELANTEC SEMICONDUCTOR INC COM COM 284155108 4045 58100 SH
ELECTRO SCIENTIFIC INDS INC CO COM 285229100 801 18200 SH
ELECTROGLAS INC COM COM 285324109 624 29000 SH
ELECTRONIC DATA SYS CORP NEWCO COM 285661104 462 11200 SH
EMBRATEL PARTICIPACOES S A ADR COM 29081N100 10206 432000 SH
EMERSON ELEC CO COM 291011104 4492 74400 SH
EMULEX CORP COM NEW COM 292475209 230 3500 SH
ENDESA COM XR5271782 4376 225000 SH
ENERGEN CORP COM COM 29265N108 798 36600 SH
ENI S P A ORD COM XR4436399 3480 600000 SH
ENRON CORP COM 293561106 129145 2002245
SH
ENTERGY CORP NEW COM COM 29364G103 975 35600 SH
EOG RESOURCES INC COM 26875P101 399 11900 SH
EQUANT N V SHS-N Y REGISTR COM 294409107 3591 83500 SH
EQUITY OFFICE PPTYS TR COM COM 294741103 31511 1131060 SH
ERICSSON L M TEL CO ADR COM 294821400 18906 945320 SH
ESTEE LAUDER CO. COM 518439104 845 17100 SH
ETHAN ALLEN INTERIORS INC COM COM 297602104 516 21500 SH
EVEREST RE GROUP COM G3223R108 1190 36200 SH
EXAR CORP COM COM 300645108 3139 36000 SH
EXCEL TECHNOLOGY INC COM 30067T103 1323 26300 SH
EXODUS COMMUNICATIONS INC COM COM 302088109 5104 110800 SH
EXPEDITORS INTL WASH INC COM COM 302130109 570 12000 SH
EXXON CORPORATION COM 30231G102 129730 1652609
SH
F Y I INC COM 302712104 552 16400 SH
F & M NATIONAL CORPORATION COM 302374103 415 19776 SH
FAIRFIELD CMNTYS INC COM 304231301 306 38800 SH
FAIRFIELD FST BK & TR CO CT CO COM 304360100 0 17700 SH
FANNIE MAE COM 313586109 57273 1094815 SH
FANUC LTD ORD COM XR6356934 7139 70000 SH
FEDERAL SIGNAL CORP COM 313855108 488 29600 SH
FEDEX CORP COM 31428X106 528 13900 SH
FIDELITY NAT FINL CORP COM COM 316326107 2536 138500 SH
FINANCIAL FED CORP COM 317492106 420 24200 SH
FINISAR CORP COM COM 31787A101 251 9600 SH
FIRST CTZNS BANCSHARES NC CL A COM 31946M103 476 8000 SH
FIRST DATA CORP COM COM 319963104 1261 25402 SH
FIRST INDIANA CORP COM COM 32054R108 439 22100 SH
FIRST INDL REALTY TRUST INC COM 32054K103 440 14900 SH
FIRST MERCHANTS CORP COM COM 320817109 220 10400 SH
FIRST SOURCE CORP COM COM 336901103 290 18500 SH
FIRST UNION CORP COM 337358105 490 19750 SH
FIRST WASHINGTON RLTY TR INCCO COM 337489504 408 18500 SH
FIRSTAR CORP NEW WIS COM COM 33763V109 210 9959 SH
FIRSTFED FINL CORP DEL COM COM 337907109 380 26900 SH
FLAGSTAR BANCORP INC COM 337930101 267 32800 SH
FLEETBOSTON FINANCIAL CORPORAT COM 339030108 795 23385 SH
FLEXTRONICS INTL LTD COM Y2573F102 52536 764850 SH
FLORIDA EAST COAST INDUSTRIES COM 340632108 656 16400 SH
FORD MOTOR COM 345370100 1342 31200 SH
FOREST LABS INC COM 345838106 273 2700 SH
FORT JAMES CORPORATION COM 347471104 5386 232900 SH
FORWARD AIR CORP COM 349853101 1512 37800 SH
FPL GROUP INC COM COM 302571104 1133 22800 SH
FRITZ COMPANIES INC COM 358846103 365 35400 SH
G A P INC COM 364760108 4625 148002 SH
G T E CORP COM 362320103 5594 89860 SH
GALLAGHER ARTHUR J & CO COM COM 363576109 1075 25600 SH
GANNETT INC DEL COM 364730101 785 13120 SH
GASONICS INTL CORP COM COM 367278108 1207 30600 SH
GATEWAY INC COM COM 367626108 336 5900 SH
GATX CORP COM COM 361448103 1918 56400 SH
GENENTECH INC COM NEW COM 368710406 30091 174950 SH
GENERAL DYNAMICS CORP COM 369550108 2895 55400 SH
GENERAL ELEC CO COM 369604103 221835 4185558
SH
GENERAL MOTORS CLASS H COM 370442832 281 9603 SH
GENERAL MOTORS CORP COM 370442105 2100 36200 SH
GENERAL SEMICONDUCTOR INC COM COM 370787103 1028 69700 SH
GENZYME CORP COM 372917104 238 4000 SH
GILLETTE CO COM 375766102 978 28000 SH
GLAXO PLC COM 37733W105 3758 65000 SH
GLENBOROUGH REALTY TR INC COM 37803P105 401 23000 SH
GLIMCHER RLTY TR SH BEN INT COM 379302102 520 36200 SH
GLOBAL MARINE INC COM NEW COM 379352404 214 7600 SH
GOLDMAN COM 38141G104 1082 11400 SH
GREAT LAKES REIT INC COM COM 390752103 413 24300 SH
GREAT PLAINS SOFTWARE COM 3.91E+109 224 11400 SH
GREATER BAY BANCORP COM 391648102 346 7400 SH
GROUPE DANONE ADR COM 399449107 9590 356000 SH
GRUPO TELEVISA SA DE CV GLBL D COM 40049J206 4846 70300 SH
GUCCI GROUP N V SHS-N Y REGIST COM 401566104 2037 21500 SH
GUIDANT CORP COM 401698105 73976 1494464 SH
HALLIBURTON COMPANY COM 406216101 1038 22000 SH
HANSON PLC ADR COM 411352404 3173 90000 SH
HARLEY DAVIDSON INC COM COM 412822108 501 13000 SH
HARMONIC LIGHTWAVES INC COM COM 413160102 709 28629 SH
HARSCO CORP COM 415864107 1512 59300 SH
HARTE HANKS INC COM COM 416196103 2028 81100 SH
HARTFORD FINANCIAL SERVICES COM 416515104 923 16500 SH
HCA-THE HEALTHCARE COMPANY COM 404119109 268 8700 SH
HEALTH CARE PPTY INVS INC COM 421915109 632 23200 SH
HEALTHCARE REALTY TRUST COM 421946104 536 31300 SH
HEINEKEN N V ADR COM 423012202 9167 150000 SH
HELIX TECHNOLOGY CORP COM COM 423319102 1977 50700 SH
HELLER FINANCIAL COM 423328103 1142 55700 SH
HELMERICH & PAYNE INC COM 423452101 807 21600 SH
HEWLETT PACKARD CO COM 428236103 51442 411951 SH
HILB ROGAL & HAMILTON CO COM COM 431294107 898 25900 SH
HITACHI LTD ORD COM XR6429104 4338 300000 SH
HOME DEPOT INC COM 437076102 99583 1994156 SH
"HONEYWELL INTERNATIONAL, INC." COM 438516106 674 20000 SH
HOSPITALITY PPTYS TRUST COM 44106M102 411 18200 SH
HOUGHTON MIFFLIN CO COM 441560109 5635 120700 SH
HOUSTON EXPL CO COM COM 442120101 643 25600 SH
HS RES INC COM COM 404297103 615 20500 SH
HSBC HOLDINGS PLC COM 404280406 7532 130000 SH
HUDSON UTD BANCORP COM COM 444165104 1404 62578 SH
HUGHES SUPPLY INC COM COM 444482103 573 29000 SH
HUTCHISON WHAMPOA LTD ADR COM 448415208 11586 179080 SH
HYPERION SOLUTIONS CORP COM COM 44914M104 506 15600 SH
I2 TECHNOLOGIES INC COM COM 465754109 1293 12400 SH
ICOS CORP COM COM 449295104 959 21800 SH
ID BIOMEDICAL CORP COM COM 44936D108 110 20000 SH
IDACORP INC COM 451107106 426 13200 SH
IDEC PHARMACEUTICALS CORPORATI COM 449370105 4693 40000 SH
IDX SYSTEMS COM 449491109 170 12000 SH
II-VI INC COM COM 902104108 716 14800 SH
ILLINOIS TOOL WORKS INC COM 452308109 918 16100 SH
IMMUNEX CORP NEW COM COM 452528102 331 6700 SH
IMPATH INC COM COM 45255G101 846 15600 SH
INFOCUS CORP COM 45665B106 1056 32800 SH
INFORMATICA CORP COM COM 45666Q102 2771 33822 SH
ING GROEP N V ADR COM 456837103 9585 142000 SH
INGERSOLL-RAND COMPANY COM 456866102 2540 63100 SH
INKTOMI CORP COM 457277101 3264 27600 SH
INNKEEPERS USA TR COM COM 4576J0104 589 64600 SH
INSIGHT ENTERPRISES INC COM 45765U103 350 5900 SH
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INTEGRA INC COM COM 45811M105 22 31581 SH
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