UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
WASHINGTON, D.C. 20549
FORM 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: September 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 10/12/2000
[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: 899
FORM 13F INFORMATION TABLE VALUE TOTAL: $8,604,467,000
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
TITLE VALUE SHARES/ SH/
NAME OF ISSUER CLASS CUSIP (x$1000)PRN AMT PRN
99 CENTS ONLY STORES COM 65440K106 1174 23400 SH
A D C TELECOMM INC COM 000886101 2114 78600 SH
A F L A C Inc. COM 001055102 47713 738300 SH
A M R CORP COM 001765106 7477 228300 SH
A T & T CORP. COM 001957109 2516 85640 SH
A V X CORP COM 002444107 271 10400 SH
ABB LTD ORD COM XR5661190 3888 40000 SH
ABBOTT LABS COM 002824100 3425 72000 SH
ABERCROMBIE & FITCH COM 002896207 965 50600 SH
ABM INDUSTRIES INC COM 000957100 405 14900 SH
ACE LTD ORD COM G0070K103 29781 758747 SH
ACNIELSEN CORP COM COM 004833109 333 13966 SH
ACT MFG INC COM COM 000973107 1329 25200 SH
ACTEL CORP COM COM 004934105 1768 49200 SH
ADECCO SA ADR COM 006754105 14368 175000 SH
ADMINISTAFF INC. COM 007094105 855 11300 SH
ADVANCED DIGITAL INFO CORP COM COM 007525108 1282 84400 SH
ADVANCED ENERGY INDS INC COM COM 007973100 1498 45400 SH
ADVANCED FIBRE COMMS INC. COM 00754A105 7458 196900 SH
ADVANCED MICRO DEVICES COM 007903107 765 32200 SH
ADVENT SOFTWARE COM 007974108 1950 27900 SH
AES CORP COM COM 00130H105 164848 2405998 SH
AFFILIATED MANAGERS GROUP COM 008252108 1401 24600 SH
AIR LIQUIDE COM XR4011406 3518 30000 SH
AKZO N V ADR COM 010199305 10089 239500 SH
ALBERTA ENERGY LTD COM COM 012873105 240 5762 SH
ALCATEL ALSTHOM ADR COM 013904305 18636 296400 SH
ALCOA INC COM COM 013817101 2465 97400 SH
ALLERGAN INC COM COM 018490102 1308 15500 SH
ALLIANCE SEMICONDUCTOR CORP CO COM 01877H100 847 42600 SH
ALLIANT TECHSYSTEMS INC COM 018804104 1922 23400 SH
ALLIED ZURICH PLC ORD COM XR0287579 6390 562000 SH
ALLMERICA FINL CORP COM COM 019754100 710 11100 SH
ALLTEL CORP COM COM 020039103 621 11900 SH
ALPHA INDS INC COM COM 020753109 1853 54400 SH
ALPHARMA INC CL A COM 020813101 1619 26500 SH
ALTERA CORP COM COM 021441100 697 14600 SH
ALZA CORP COM 022615108 72219 834905 SH
AMEREN CORP COM COM 023608102 209 5000 SH
AMERICAN EAGLE OUTFITTERS INC COM 02553E106 835 26500 SH
AMERICAN EXPRESS CO COM 025816109 10827 178230 SH
AMERICAN FREIGHTWAYS CORP COM 02629V108 433 27300 SH
AMERICAN GENERAL CORP COM 026351106 655 8400 SH
AMERICAN HOME PRODS CORP COM 026609107 95440 1691074 SH
AMERICAN INTL GROUP INC COM 026874107 253237 2646502 SH
AMERICAN STATES WATER CO COM 029899101 526 17400 SH
AMERN TECH CERAMIC CORP COM COM 030137103 438 28100 SH
AMGEN INC COM 031162100 56484 808896 SH
AMKOR TECHNOLOGY INC COM COM 031652100 295 11300 SH
AMLI RESIDENTIAL PPTYS TR SH B COM 001735109 528 22000 SH
AMPAL AMERN ISRAEL CORP CL A COM 032015109 810 61700 SH
AMPHENOL CORP NEW CL A COM 032095101 228 4000 SH
ANADARKO PETE CORP COM 032511107 88766 1335626 SH
ANADIGICS INC COM COM 032515108 584 26400 SH
ANALOG DEVICES INC COM COM 032654105 1043 12600 SH
ANALOGIC CORP COM PAR $-2900.- COM 032657207 423 11000 SH
ANAREN MICROWAVE INC COM COM 032744104 2943 21700 SH
ANDREW CORP COM 034425108 450 17200 SH
ANDRX CORPORATION COMMON SHARE COM 034553107 710 7600 SH
ANHEUSER BUSCH COS INC COM 035229103 70323 1661996 SH
ANNTAYLOR STORES CORP COM COM 036115103 1318 34300 SH
ANNUITY AND LIFE RE COM G03910109 1759 72900 SH
ANTEC CORPORATION COM 03664P105 1894 64200 SH
APPLE COMPUTER INC COM 037833100 38353 1489450 SH
APPLIED FILMS CORP COM COM 038197109 819 30200 SH
APPLIED MATLS INC COM COM 038222105 57035 961598 SH
APPLIED MICRO CIRCUITS CORP CD COM 03822W109 4493 21700 SH
APPLIED SCIENCE & TECHN INC CO COM 038236105 289 19600 SH
APRIA HEALTHCARE GROUP INC COM COM 037933108 1405 100800 SH
ARACRUZ CELULOSE ADR COM 038496204 1689 102000 SH
ARGUSS COMMUNICATIONS INC COM COM 040282105 525 25700 SH
ARIBA INC COM COM 04033V104 673 4700 SH
ARM HLDGS PLC AD COM 042068106 708 21500 SH
ARMOR HLDGS INC COM NEW COM 042260109 584 38900 SH
ARTHROCARE CORP COM COM 043136100 521 26800 SH
"ARVINMENTOR, INC" COM 043353101 589 40100 SH
ASIA PULP & PAPER LTD SPONSORE COM 04516V100 1320 754000 SH
ASSICURAZIONI GENERALI COM XR4056719 5468 170000 SH
ASSOCIATES FIRST CAP CORP CL A COM 046008108 2706 71200 SH
ASTEC INDUSTRIES INC COM 046224101 186 17000 SH
ASTORIA FINL CORP COM COM 046265104 1363 35300 SH
ASTRA ZENECA PLC ADR COM 046353108 7884 150000 SH
ASYST TECHNOLOGIES INC COM COM 04648X107 446 22000 SH
ATMEL CORP COM COM 049513104 2336 153800 SH
ATMI INC COM 00207R101 570 24400 SH
ATWOOD OCEANICS INC COM 050095108 329 7900 SH
AT&T CORP LIBERTY MEDIA - A COM 001957208 276 15300 SH
AUDIOVOX CORP COM 050757103 1374 91200 SH
AUTOMATIC DATA PROCESSING COM 053015103 9831 147000 SH
AUTOTOTE CORP CL A COM 053323101 99 25000 SH
AVENTIS COM 053561106 11779 156400 SH
AVOCENT CORP COM COM 053893103 1521 27600 SH
AXA FINANCIAL COM 002451102 398 7810 SH
AXA SA ADR COM 054536107 10738 166000 SH
B M C SOFTWARE INC COM 055921100 212 11100 SH
BANCO BILBAO VIZCAYA ARGENTARI COM 05946K101 6750 450000 SH
BANCO BRADESCO ADR PFD COM 059460105 7047 845000 SH
BANK NEW YORK INC COM 064057102 1086 19220 SH
BANK OF AMERICA COM 060505104 3400 64921 SH
BANK ONE CORP COM COM 06423A103 769 20200 SH
BARCLAYS PLC ORD COM XR0078201 5535 200000 SH
BARR LABS INC COM COM 068306109 2248 33900 SH
BASS PLC ADR COM 069904209 3000 300000 SH
BAY VIEW CAP CORP DEL COM COM 07262L101 805 74900 SH
BEACON CAPITAL PARTNERS RESTRI COM 073561102 820 41000 SH
BEAR STEARNS COS INC COM 073902108 372 5895 SH
BECKMAN COULTER INC COM COM 075811109 1519 19700 SH
BEDFORD PPTY INVS INC COM PAR COM 076446301 1054 51900 SH
BEI TECHNOLOGIES INC COM COM 05538P104 864 20700 SH
BELDEN INC COM COM 077459105 1006 42600 SH
BELL MICROPRODUCTS INC COM COM 078137106 1294 41400 SH
BELL SOUTH CORP COM 079860102 2303 56860 SH
BENCHMARK ELECTRONICS INC COM 08160H101 608 11700 SH
BERRY PETE CO CL A COM 085789105 491 27200 SH
BEST BUY INC COM COM 086516101 38672 607812 SH
BINDLEY WESTERN INDUSTRIES INC COM 090324104 1440 45000 SH
BIO TECHNOLOGY GEN CORP COM COM 090578105 932 81500 SH
BIOGEN N V COM 090597105 914 14976 SH
BIOMET INC COM COM 090613100 289 8250 SH
BIOSITE DIAGNOSTICS INC COM COM 090945106 957 24000 SH
BIOVAIL CORP COM COM 09067J109 2354 28900 SH
BLACK BOX CORPORATION COM 091826107 779 16700 SH
BLACK HILLS CORP COM 092113109 561 20000 SH
BOEING CO COM 097023105 5189 82700 SH
BOK FINANCIAL CORP COM 05561Q201 478 25853 SH
BORG WARNER AUTO COM 099724106 1010 30500 SH
BOSTON SCIENTIFIC CORP COM COM 101137107 542 33000 SH
BP AMOCO ADS COM 055622104 12807 241649 SH
BRANDYWINE REALTY TRUST COM 105368203 429 21200 SH
BRENTON BANKS INC COM 107211104 359 29800 SH
BRIGHT HORIZONS FAMILY SOLUTCO COM 109195107 1994 78001 SH
BRISTOL MYERS SQUIBB CO COM 110122108 44804 779200 SH
BRITISH AEROSPACE PLC ORD COM XR0263494 5396 1000000 SH
BRITISH TELECOMM P L C ADR COM 111021408 5353 50000 SH
BROADCOM CORP CL A COM 111320107 2949 12100 SH
BROADVISION INC COM COM 111412102 238 9278 SH
BROCADE COM 111621108 57302 242803 SH
BROOKS AUTOMATION INC COM COM 11434A100 709 21400 SH
BROOKTROUT INC COM COM 114580103 1268 38500 SH
BSCH BANCO SANTANDER COM 05964H105 7919 724000 SH
BT FINANCIAL CORP COM 055763106 480 25920 SH
BURLINGTON RESOURCES INC COM 122014103 1071 29100 SH
C COR NET CORP COM COM 125010108 926 60500 SH
C M S ENERGY CORP COM 125896100 607 22500 SH
C.I.T. GROUP INC. COM 125577106 530 30300 SH
CABLE DESIGN TECHN CORP COM COM 126924109 890 36600 SH
CABLE & WIRELESS PLC ORD COM XR0162557 6449 452000 SH
CABOT CORP COM COM 127055101 665 21000 SH
CABOT OIL & GAS CORP CL A COM 127097103 1306 64100 SH
CALPINE CORP COM COM 131347106 3643 34900 SH
CAMBREX CORP COM COM 132011107 1114 30100 SH
CANADIAN NATL RY CO COM COM 136375102 205 7000 SH
CANADIAN PAC LTD NEW COM COM 135923100 312 12000 SH
CANON INC COM XR6172323 7447 168000 SH
CAP GEMINI ORD COM XR4163437 4699 25000 SH
CAPITAL ONE FINL CORP COM 14040H105 70592 1007560 SH
CARBO CERAMICS INC COM COM 140781105 683 25700 SH
CARDINAL HEALTH INC COM 14149Y108 1041 11800 SH
CARLISLE COS INC COM COM 142339100 569 13700 SH
CARNIVAL CRUISE LINE INC CL A COM 143658102 2142 87000 SH
CATAPULT COMMUNICATIONS CORPCO COM 149016107 626 33600 SH
CATERPILLAR INC COM 149123101 9099 293500 SH
CATHAY BANCORP COM COM 149150104 722 14800 SH
CELESTICA ADR COM 15101Q108 140072 2022703 SH
CELL GENESYS INC COM COM 150921104 2637 87900 SH
CEMEX S A ADR SPSRD NEW COM 151290889 5913 294721 SH
CERIDIAN CORP COM COM 15677T106 208 7400 SH
CFW COMMUNICATIONS CO COM COM 124923103 537 19900 SH
CHARTER ONE FINCL INC COM COM 160903100 364 14951 SH
CHASE MANHATTAN CORPORATION COM 16161A108 85197 1844588 SH
CHECKPOINT SYS INC COM COM 162825103 588 77700 SH
CHEESECAKE FACTORY INC COM 163072101 1246 28800 SH
CHELSEA G C A REALTY COM 163262108 839 23900 SH
CHEVRON CORP COM 166751107 1202 14100 SH
CHIRON CORP COM COM 170040109 585 13000 SH
CHOICEPOINT INC COM COM 170388102 1101 24000 SH
CHRISTOPHER & BANKS CORP COM COM 171046105 735 18900 SH
CIENA CORP COM 171779101 79677 648770 SH
CIGNA CORP COM 125509109 1206 11550 SH
CINERGY CORP COM 172474108 222 6700 SH
CIRCUIT CITY STORES INC COM 172737108 816 35475 SH
CISCO SYSTEMS INC COM 17275R102 266312 4820125 SH
CITIGROUP INC. COM 172967101 270978 5012304 SH
CLARCOR INC COM COM 179895107 917 47000 SH
CLEAR CHANNEL COMMUNICATIONS COM 184502102 470 8313 SH
CLECO CORP NEW COM 12561W105 1314 28100 SH
CLOROX CO COM COM 189054109 582 14700 SH
COCA COLA CO COM 191216100 8607 156145 SH
COFLEXIP ORD COM XR4181741 2188 17400 SH
COHERENT INC COM COM 192479103 1496 22000 SH
COLE KENNETH PRODTNS INC CL A COM 193294105 888 25150 SH
COLGATE PALMOLIVE CO COM 194162103 599 12700 SH
COLONIAL BANCGROUP INC COM COM 195493309 1795 173000 SH
COLONIAL PROPERTIES TRUST COM 195872106 370 14400 SH
COLT TELECOM GROUP PLC ADR COM 196877104 1985 18000 SH
COMCAST CORP CL A SPL COM 200300200 962 23500 SH
COMDISCO INC COM COM 200336105 1298 68100 SH
COMERICA INC COM 200340107 795 13600 SH
COMMERCE BANCORP INC N J COM 200519106 2291 39370 SH
COMMERCIAL FEDERAL CORP COM COM 201647104 1463 76500 SH
COMMERCIAL METALS CO COM COM 201723103 602 23600 SH
COMMERCIAL NET LEASE REALTY COM 202218103 852 82100 SH
COMMONWEALTH TEL ENTERPRISESCO COM 203349105 1025 27800 SH
COMMSCOPE INC COM COM 203372107 1374 56100 SH
COMMUNITY FIRST BANKSHARES COM COM 203902101 845 48100 SH
COMPAGNIE DE SAINT - GOBAIN COM XR4768371 3144 25000 SH
COMPANHIA VALE DO RIO DOCE ADR PreSTOCKS204412100 3965 159000 SH
COMPAQ COMPUTER CORP COM 204493100 61195 2223652 SH
COMPLETE BUSINESS SLTNSINC COM COM 20452F107 1107 82000 SH
COMPUTER SCIENCES CORP COM 205363104 394 5300 SH
COMVERSE TECHNOLOGY INC COM 205862402 4374 40500 SH
CONCORD CAMERA CORP COM COM 206156101 2324 90700 SH
CONSOLIDATED EDISON INC COM COM 209115104 905 26500 SH
CONSTELLATION ENERGY GROUP ICO COM 210371100 343 6900 SH
CONTINENTAL AIRLS INC CL B COM 210795308 38236 841500 SH
CORN PRODS INTL INC COM COM 219023108 1140 50100 SH
CORNERSTONE RLTY INCOME TR ICO COM 21922V102 1372 129100 SH
CORNING INC COM 219350105 3237 32700 SH
CORSAIR COMMUNICATIONS INC COM COM 220406102 585 74900 SH
COST PLUS INC COM 221485105 411 13650 SH
COSTCO WHOLESALE CORP COM 22160K105 884 25300 SH
COX COMMUNICATIONS INC NEW COM 224044107 918 24000 SH
CREDENCE SYS CORP COM COM 225302108 1170 39000 SH
CREDIT SUISSE GROUP COM XR4245614 2429 13000 SH
CREE RESH INC COM 225447101 686 5900 SH
CRYOLIFE INC COM COM 228903100 947 27300 SH
CTS CORPORATION COM 126501105 2703 53400 SH
CULLEN FROST BANKERS INC COM COM 229899109 1010 31075 SH
CUMMINS ENGINE INC COM 231021106 721 24100 SH
CVB FINL CORP COM COM 126600105 191 11375 SH
CVS CORP COM COM 126650100 51174 1104964 SH
CYMER INC COM COM 232572107 577 18800 SH
CYPRESS SEMICONDUCTOR CORP COM COM 232806109 2635 63400 SH
C-CUBE SEMICONDUCTOR INC COM COM 12501N108 695 33900 SH
C-MAC INDS INC COM COM 125920108 18952 329598 SH
C&D TECHNOLOGIES INC COM COM 124661109 2185 38500 SH
D P L INC COM 233293109 455 15300 SH
DALLAS SEMICONDUCTOR CORP COM COM 235204104 1269 38600 SH
DATARAM CORP COM PAR $1. COM 238108203 562 27600 SH
DATASCOPE CORP COM COM 238113104 727 21700 SH
DELL COMPUTER CORP CO COM 247025109 14385 466848 SH
DELPHI AUTOMOTIVE COM 247126105 182 12002 SH
DELTA AIRLINES INC COM 247361108 661 14900 SH
DENDRITE INTERNATIONAL COM 248239105 674 25150 SH
DEUTSCHE BANK AG ORD COM XR5750355 7276 88000 SH
DEVELOPERS DIVERSIFIED REALTY COM 251591103 330 25600 SH
DIAGEO PLC COM XR0237400 7463 835000 SH
DIAMOND TECHNOLGY PRTNRS INCCL COM 252762109 2576 34700 SH
DIODES INC COM COM 254543101 597 38850 SH
DIONEX CORP COM 254546104 260 9400 SH
DISNEY WALT PRODTNS COM 254687106 73508 1921790 SH
DOMINION RES INC VA NEW COM COM 25746U109 212 3658 SH
DORAL FINL CORP COM COM 25811P100 1619 100000 SH
DOW CHEMICAL CORP COM 260543103 623 24993 SH
DOWNEY FINL CORP COM COM 261018105 1623 41100 SH
DSP GROUP INC COM COM 23332B106 1712 45800 SH
DST SYSTEMS COM 233326107 259 2200 SH
DU PONT E I DE NEMOURS CO COM 263534109 463 11326 SH
DUKE PWR CO COM 264399106 583 6800 SH
DUN & BRADSTREET CORP DEL COM COM 26483B106 482 14000 SH
DUPONT PHOTOMASKS INC COM COM 26613X101 1275 21700 SH
DYNEGY CLASS A COMMON COM 26816Q101 4756 83410 SH
E M C CORP MASS COM COM 268648102 267504 2688478 SH
EASTGROUP PPTYS INC COM COM 277276101 616 27700 SH
EASTMAN KODAK COM 277461109 610 14925 SH
EATON VANCE CORP COM NON VTG COM 278265103 949 18600 SH
EDWARDS A G INC COM COM 281760108 575 11000 SH
EL PASO ENERGY CORP DEL COM COM 283905107 148433 2408650 SH
ELANTEC SEMICONDUCTOR INC COM COM 284155108 3875 38900 SH
ELECTRO SCIENTIFIC INDS INC CO COM 285229100 1767 50300 SH
ELECTROGLAS INC COM COM 285324109 1317 77200 SH
ELECTRONIC ARTS COM COM 285512109 691 14000 SH
ELECTRONIC DATA SYS CORP NEWCO COM 285661104 311 7500 SH
EMBRAER-EMPRESA BRASILEIRA DAD COM 29081M102 6789 219000 SH
EMBRATEL PARTICIPACOES S A ADR COM 29081N100 7530 407000 SH
EMCOR GROUP INC COM 29084Q100 736 28300 SH
EMERSON ELEC CO COM 291011104 4918 73400 SH
EMULEX CORP COM NEW COM 292475209 502 4100 SH
ENDESA COM XR5271782 4699 250000 SH
ENERGEN CORP COM COM 29265N108 1089 36600 SH
ENHANCE FINL SVCS GROUP INC CO COM 293310108 750 57700 SH
ENI S P A ORD COM XR4436399 5030 950000 SH
ENRON CORP COM 293561106 165799 1891800 SH
ENTERTAINMENT PPTYS TR COM SH COM 29380T105 469 44100 SH
ENZO BIOCHEM INC COM COM 294100102 606 12500 SH
EOG RESOURCES INC COM 26875P101 886 22800 SH
EQUITY OFFICE PPTYS TR COM COM 294741103 39030 1257759 SH
ERICSSON L M TEL CO ADR COM 294821400 7589 512320 SH
ESTEE LAUDER CO. COM 518439104 656 17900 SH
ESTERLINE TECHNOLOGIES CORP CO COM 297425100 571 29000 SH
ETHAN ALLEN INTERIORS INC COM COM 297602104 609 21500 SH
EVEREST RE GROUP COM G3223R108 1747 35300 SH
EXAR CORP COM COM 300645108 3122 25800 SH
EXCEL TECHNOLOGY INC COM 30067T103 1359 42400 SH
EXODUS COMMUNICATIONS INC COM COM 302088109 5372 108800 SH
EXPEDITORS INTL WASH INC COM COM 302130109 401 8900 SH
EXXON CORPORATION COM 30231G102 152611 1712697 SH
F Y I INC COM 302712104 628 16800 SH
F & M NATIONAL CORPORATION COM 302374103 483 19776 SH
FAIRFIELD CMNTYS INC COM 304231301 393 38800 SH
FAIRFIELD FST BK & TR CO CT CO COM 304360100 0 17700 SH
FANNIE MAE COM 313586109 13449 188100 SH
FANUC LTD ORD COM XR6356934 9732 88000 SH
FEDERAL SIGNAL CORP COM 313855108 588 29600 SH
FEDEX CORP COM 31428X106 776 17500 SH
FIDELITY NAT FINL CORP COM COM 316326107 2807 114300 SH
FINANCIAL FED CORP COM 317492106 585 24200 SH
FINISAR CORP COM COM 31787A101 508 10500 SH
FIRST CTZNS BANCSHARES NC CL A COM 31946M103 573 8000 SH
FIRST INDIANA CORP COM COM 32054R108 576 22100 SH
FIRST INDL REALTY TRUST INC COM 32054K103 649 21100 SH
FIRST MERCHANTS CORP COM COM 320817109 230 10400 SH
FIRST SOURCE CORP COM COM 336901103 408 19425 SH
FIRST UNION CORP COM 337358105 950 29500 SH
FIRST WASHINGTON RLTY TR INCCO COM 337489504 469 18500 SH
FIRSTFED FINL CORP DEL COM COM 337907109 975 42400 SH
FLAGSTAR BANCORP INC COM 337930101 693 56600 SH
FLEETBOSTON FINANCIAL CORPORAT COM 339030108 912 23385 SH
FLEXTRONICS INTL LTD COM Y2573F102 40442 492450 SH
FLORIDA EAST COAST INDUSTRIES COM 340632108 672 16400 SH
FORD MTR CO DEL COM PAR $0.01 COM 345370860 643 25200 SH
FOREST LABS INC COM 345838106 539 4700 SH
FORRESTER RESEARCH COM 346563109 2078 32600 SH
FORT JAMES CORPORATION COM 347471104 6391 209100 SH
FORWARD AIR CORP COM 349853101 1240 35250 SH
FOUNDATION HEALTH SYS INC COM COM 350404109 1433 86200 SH
FOUR SEASONS HOTELS INC COM 35100E104 659 9000 SH
FRANCHISE FIN CORP AMER COM COM 351807102 1379 61300 SH
FRITZ COMPANIES INC COM 358846103 330 27500 SH
G A P INC COM 364760108 650 32286 SH
GALLAGHER ARTHUR J & CO COM COM 363576109 1165 19700 SH
GANNETT INC DEL COM 364730101 575 10843 SH
GASONICS INTL CORP COM COM 367278108 729 59500 SH
GATX CORP COM COM 361448103 2362 56400 SH
GENENTECH INC COM NEW COM 368710406 36107 194450 SH
GENERAL DYNAMICS CORP COM 369550108 1149 18300 SH
GENERAL ELEC CO COM 369604103 242334 4191732 SH
GENERAL MOTORS CORP COM 370442105 2268 34885 SH
GENERAL SEMICONDUCTOR INC COM COM 370787103 849 69700 SH
GENZYME CORP COM 372917104 252 3700 SH
GILLETTE CO COM 375766102 803 26000 SH
GLAXO PLC COM 37733W105 3928 65000 SH
GLENBOROUGH REALTY TR INC COM 37803P105 414 23000 SH
GLIMCHER RLTY TR SH BEN INT COM 379302102 541 36200 SH
GOLDMAN COM 38141G104 1026 9000 SH
GRACE W R & CO DEL NEW COM COM 38388F108 749 108900 SH
GRANADA MEDIA ORD COM XR0844781 3779 566740 SH
GREAT LAKES REIT INC COM COM 390752103 808 46500 SH
GROUPE DANONE ADR COM 399449107 9235 331000 SH
GRUPO TELEVISA SA DE CV GLBL D COM 40049J206 4113 71300 SH
GUCCI GROUP N V SHS-N Y REGIST COM 401566104 2169 21500 SH
GUIDANT CORP COM 401698105 81217 1148964 SH
HALL KINION & ASSOCS INC COM COM 406069104 813 28600 SH
HALLIBURTON COMPANY COM 406216101 969 19800 SH
HARLEY DAVIDSON INC COM COM 412822108 455 9500 SH
HARSCO CORP COM 415864107 1308 59300 SH
HARTFORD FINANCIAL SERVICES COM 416515104 1020 14000 SH
HAWAIIAN ELEC INDS INC COM COM 419870100 1315 37700 SH
HEALTH CARE PPTY INVS INC COM 421915109 1383 46700 SH
HEALTH CARE REIT INC COM COM 42217K106 943 53100 SH
HEALTH MGMT ASSOC INC NEW CL A COM 421933102 223 10700 SH
HEALTHCARE REALTY TRUST COM 421946104 1601 75800 SH
HEINEKEN N V ADR COM 423012202 8339 150000 SH
HELIX TECHNOLOGY CORP COM COM 423319102 1515 50700 SH
HELMERICH & PAYNE INC COM 423452101 256 7100 SH
HENKEL KGAA - VORZUG COM XR5076705 4822 80000 SH
HEWLETT PACKARD CO COM 428236103 2369 24300 SH
HILB ROGAL & HAMILTON CO COM COM 431294107 1080 25900 SH
HITACHI LTD ORD COM XR6429104 3481 300000 SH
HOME DEPOT INC COM 437076102 103771 1960247 SH
"HONEYWELL INTERNATIONAL, INC." COM 438516106 591 16580 SH
HOSPITALITY PPTYS TRUST COM 44106M102 425 18200 SH
HOUGHTON MIFFLIN CO COM 441560109 1625 41400 SH
HOUSEHOLD INTL CORP COM 441815107 459 8100 SH
HOUSTON EXPL CO COM COM 442120101 646 25600 SH
HOYA CORPORATION ORD COM XR6441506 3135 40000 SH
HS RES INC COM COM 404297103 689 20500 SH
HSBC HOLDINGS PLC COM 404280406 6426 90000 SH
HUDSON UTD BANCORP COM COM 444165104 1729 62578 SH
HUGHES SUPPLY INC COM COM 444482103 569 29000 SH
HUTCHISON WHAMPOA LTD ADR COM 448415208 10994 166580 SH
HYPERION SOLUTIONS CORP COM COM 44914M104 404 15600 SH
I2 TECHNOLOGIES INC COM COM 465754109 3442 18400 SH
ICOS CORP COM COM 449295104 1180 21800 SH
ID BIOMEDICAL CORP COM COM 44936D108 135 20000 SH
IDACORP INC COM 451107106 1032 22300 SH
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IDX SYSTEMS COM 449491109 194 12000 SH
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