-----BEGIN PRIVACY-ENHANCED MESSAGE----- Proc-Type: 2001,MIC-CLEAR Originator-Name: webmaster@www.sec.gov Originator-Key-Asymmetric: MFgwCgYEVQgBAQICAf8DSgAwRwJAW2sNKK9AVtBzYZmr6aGjlWyK3XmZv3dTINen TWSM7vrzLADbmYQaionwg5sDW3P6oaM5D3tdezXMm7z1T+B+twIDAQAB MIC-Info: RSA-MD5,RSA, OlzJW56qS3ElFMT6nGSaVcMZscp1Sok4yLDaORirkyALkr13b/iKICoT7bQbE3Tu xfZbK5a8994rGdDJBp0Alw== 0000021847-01-500029.txt : 20010509 0000021847-01-500029.hdr.sgml : 20010509 ACCESSION NUMBER: 0000021847-01-500029 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20010331 FILED AS OF DATE: 20010507 FILER: COMPANY DATA: COMPANY CONFORMED NAME: STEIN ROE & FARNHAM INC /DE/ CENTRAL INDEX KEY: 0000799005 STANDARD INDUSTRIAL CLASSIFICATION: [] IRS NUMBER: 363447638 STATE OF INCORPORATION: DE FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: SEC FILE NUMBER: 028-01823 FILM NUMBER: 1624565 BUSINESS ADDRESS: STREET 1: ONE S WACKER DR STREET 2: 35TH FL CITY: CHICAGL STATE: IL ZIP: 60606 BUSINESS PHONE: 3123687700 MAIL ADDRESS: STREET 1: ONE SOUTH WACKER DR STREET 2: 35TH FL CITY: CHICAGO STATE: IL ZIP: 60606 13F-HR 1 srquarter1_01.txt 13F REPORT FOR STEIN ROE File No. 28-01823 FORM 13F INFORMATION REQUIRED OF INSTITUTIONAL INVESTMENT MANAGERS PURSUANT TO SECTION 13(f) OF THE SECURITIES EXCHANGE ACT OF 1934 AND RULES THEREUNDER Securities and Exchange Commission Washington, D.C. 20549 Report of the Calendar Quarter or Year Ended March 31, 2001. Name of Institutional Investment Manager: Stein Roe & Farnham Incorporated. Business Address: One South Wacker Drive, Chicago, Illinois, 60606. Name, Phone No., and Title of Person Duly Authorized to Submit This Report: William J. Ballou, (617) 772-3339, Assistant Secretary. ATTENTION - Intentional misstatements or omissions of facts constitute Federal Criminal Violations. See 18 U.S.C. 1001 and U.S.C. 78ff(a). The institutional investment manager submitting this Form and its attachments and the person by whom it is signed represent hereby that all information contained herein is true, correct and complete. It is understood that all required items, statements and schedules are considered integral parts of this Form and that the submission of any amendment represents that all unamended items, statements and schedules remain true, correct and complete as previously submitted. Pursuant to the requirements of the Securities and Exchange Act of 1934, the undersigned institutional investment manager has caused this report to be signed on its behalf in the City of Boston and The Commonwealth of Massachusetts on the 7th day of May, 2001. Stein Roe & Farnham Incorporated. By: William J. Ballou, Assistant Secretary. Name and 13f file number of ALL Institutional Investment Managers with respect to which this Schedule is filed (other than the one filing this report). (List in alphabetical order.) 13f File Numbers will be assigned to Institutional Investment Managers after they file their first report. 1. Liberty Mutual Insurance Company (13F File No. 28-33) FORM 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 1 Form 13F Information Table Entry Total: 384 Form 13F Information Table Value Total (000's): $3,888,400 List of Other Included Managers: No. 13F File Number Name 1 28-33 Liberty Mutual Insurance Co. FORM 13F INFORMATION TABLE
Item 1 Item 2 Item 3 Item 4 Item 5 Item 6 Item 7 Item 8 Title ofCUSIP Fair Market Shares InvestmentOther Voting Authority Name of Issuer Class Number Value (000s) DiscretionManager (a)Sole (b)Shared (c)None 99 CENTS ONLY STORES COM 65440K106 661 28,599 DEFINED 1 28,599 A T & T CORP COM 001957109 7,809 366,625 DEFINED 1 366,625 ABBEY NATIONAL S D CV 002927AA9 2,751 2,500,000 DEFINED 1 2,500,000 ABBOTT LABS COM 002824100 11,524 244,200 DEFINED 1 7,500 28,200 208,500 ACT MANUFACTORING INC COM 000973107 925 84,600 DEFINED 1 70,200 14,400 ACTIVE POWER INC COM 00504W100 3,163 155,700 DEFINED 1 132,300 23,400 ACTUATE CORPORATION COM 00508B102 1,230 128,600 DEFINED 1 128,600 ACTUATE SOFTWARE COM 00508B102 195 20,400 DEFINED 1 20,400 AES CORP COM 00130H105 22,377 447,900 DEFINED 1 447,900 AETNA INC COM 00817Y108 4,192 116,700 DEFINED 1 116,700 AFFILIATED COMPUTER SVCS INC-A COM 008190100 4,095 63,100 DEFINED 1 63,100 AFLAC INC COM 001055102 11,016 400,000 DEFINED 1 400,000 AGILENT TECHNOLOGIES INC COM 00846U101 1,921 62,500 DEFINED 1 62,500 ALLEGHENY ENERGY IN COM COM 017361106 1,018 22,000 DEFINED 1 22,000 ALPHARMA INC COM 020813101 514 15,700 DEFINED 1 15,700 ALTERA CORPORATION COM 021441100 793 37,000 DEFINED 1 37,000 ALZA CORP COM 022615108 316 7,800 DEFINED 1 7,800 AMBAC FINANCIAL GROUP INC COM 023139108 1,744 27,500 DEFINED 1 27,500 AMER HOME PROD COM 026609107 2,203 37,500 DEFINED 1 32,000 5,500 AMER INTERNATIONAL GROUP INC COM 026874107 56,897 706,800 DEFINED 1 706,800 AMERADA HESS CORP COM 023551104 3,328 42,600 DEFINED 1 42,600 AMERICA MOVIL-SERIES L COM 02364W105 403 27,500 DEFINED 1 27,500 AMERICAN HOME PRODUCTS CORP COM 026609107 36,061 613,800 DEFINED 1 613,800 AMERICAN INTL GROUP COM 026874107 23,451 291,319 DEFINED 1 73,337 217,982 AMERICAN ITALIAN PASTA CO- COM 027070101 1,632 51,000 DEFINED 1 42,300 8,700 AMERICAN TOWER CORP CL A COM 029912201 22,200 1,200,000 DEFINED 1 1,200,000 AMGEN INC COM 031162100 2,347 39,000 DEFINED 1 39,000 ANADARKO PETROLEUM COM 032511107 1,865 29,700 DEFINED 1 29,700 AOL TIME WARNER COM 00184A105 111,035 2,765,500 DEFINED 1 133,000 2,230,500 402,000 AON CORP COM 037389103 2,329 65,600 DEFINED 1 65,600 APACHE CORP COM 037411105 8,353 145,000 DEFINED 1 145,000 APPLE COMPUTER INC COM 037833100 22,622 1,025,000 DEFINED 1 1,025,000 APTARGROUP INC COM 038336103 914 30,000 DEFINED 1 30,000 ARCH COAL COM 039380100 696 23,200 DEFINED 1 23,200 ARCHER DANIELS MIDLAND CO COM 039483102 2,153 163,755 DEFINED 1 163,755 ARGOSY GAMING COMPANY COM 040228108 488 18,700 DEFINED 1 18,700 ARMOR HOLDINGS INC COM 042260109 1,031 58,600 DEFINED 1 58,600 ARTESYN TECHNOLOGIES INC COM 043127109 331 30,600 DEFINED 1 30,600 ASPECT MEDICAL SYSTEMS INC COM 045235108 536 46,100 DEFINED 1 35,700 10,400 ASPEN TECHNOLOGY INC COM 045327103 2,419 101,300 DEFINED 1 83,800 17,500 ASTEC INDUSTRIES INC COM 046224101 596 45,600 DEFINED 1 45,600 AT & T WIRELESS CORP COM 001957406 1,682 87,700 DEFINED 1 87,700 AT&T CORP-LIBERTY MEDIA A COM 001957208 70,980 5,070,000 DEFINED 1 5,070,000 AT&T LIBERTY MEDIA A COM 001957208 18,299 1,307,100 DEFINED 1 295,300 1,011,800 ATLANTIC COAST AIRLINES HLDG COM 048396105 1,344 64,000 DEFINED 1 54,200 9,800 AURORA BIOSCIENCES CORP COM 051920106 1,271 71,100 DEFINED 1 58,500 12,600 AVOCENT CORPORATION COM 053893103 578 26,500 DEFINED 1 26,500 BALLY TOTAL FITNESS HLDG CORP COM 05873K108 1,920 65,200 DEFINED 1 54,000 11,200 BANK HAPOALIM LTD-GDR COM 062510201 351 29,000 DEFINED 1 29,000 BANK NEW YORK INC COM 064057102 12,310 250,000 DEFINED 1 250,000 BANK ONE COM 06423A103 905 25,000 DEFINED 1 25,000 BEA SYSTEMS INC COM 073325102 6,903 235,000 DEFINED 1 235,000 BEAR STEARNS COMPANIES INC COM 073902108 8,691 190,000 DEFINED 1 190,000 BED BATH & BEYOND INC COM 075896100 5,281 215,000 DEFINED 1 215,000 BERKSHIRE HATHAWAY IN CL A COM 084670108 3,273 50 DEFINED 1 50 BEST BUY CO INC COM 086516101 9,565 266,000 DEFINED 1 16,000 250,000 BIOMET INC COM 090613100 6,854 174,000 DEFINED 1 174,000 BOEING CO COM 097023105 1,075 19,300 DEFINED 1 19,300 BOSTON PROPERTIES INC COM 101121101 1,296 33,700 DEFINED 1 33,700 BOSTON SCIENTIFIC CORP COM 101137107 2,430 120,400 DEFINED 1 120,400 BRISTOL-MYERS SQUIBB CO COM 110122108 17,668 297,440 DEFINED 1 40,500 78,200 178,740 BROADWING INC COM 111620100 3,727 194,600 DEFINED 1 194,600 BROCADE COMMUNICATIONS SYS COM 111621108 382 18,300 DEFINED 1 18,300 CAL DIVE INTERNATIONAL INC COM 127914109 2,418 95,300 DEFINED 1 78,200 17,100 CALLAWAY GOLF INC COM 131193104 3,443 155,000 DEFINED 1 155,000 CALPINE CORPORATION COM 131347106 131,105 2,380,700 DEFINED 1 23,500 2,095,500 261,700 CAPITAL ONE FINANCIAL CORP COM 14040H105 2,720 49,000 DEFINED 1 49,000 CARNIVAL CORP COM 143658102 6,384 230,720 DEFINED 1 230,720 CEC ENTERTAINMENT INC COM 125137109 2,510 56,600 DEFINED 1 46,900 9,700 CEDAR FAIR LP COM 150185106 6,993 315,000 DEFINED 1 315,000 CELGENE CORP COM 151020104 3,238 129,500 DEFINED 1 111,100 18,400 CHARTER COMMUNICATIONS INC-A COM 16117M107 3,174 140,300 DEFINED 1 140,300 CHECK POINT SOFTWARE TECH COM M22465104 943 19,855 DEFINED 1 19,855 CHEVRON CORP COM 166751107 834 9,500 DEFINED 1 9,500 CHICO'S FAS INC COM 168615102 689 21,000 DEFINED 1 21,000 CHINA MOBILE HK LTD-SP ADR COM 16941M109 440 20,000 DEFINED 1 20,000 CHOICEPOINT INC COM 170388102 208 6,150 DEFINED 1 6,150 CIA PARANAENSE ENER-SP ADR P COM 20441B407 1,071 129,000 DEFINED 1 129,000 CIMA LABS INC. COM 171796105 795 12,800 DEFINED 1 12,800 CIRCUIT CITY STORES INC COM 172737108 454 42,800 DEFINED 1 42,800 CISCO SYSTEMS INC COM 17275R102 32,896 2,080,374 DEFINED 1 186,474 1,551,000 342,900 CITIGROUP INC COM 172967101 123,119 2,737,201 DEFINED 1 152,200 2,192,270 392,731 CLEAR CHANNEL COMMUNICATIONS COM 184502102 28,205 518,000 DEFINED 1 4,000 510,000 4,000 CLICKACTION INC COM 18681E107 94 26,400 DEFINED 1 26,400 CLOSURE MEDICAL CORPORATION COM 189093107 423 24,900 DEFINED 1 24,900 CMS ENERGY CORP COM 125896100 840 28,400 DEFINED 1 28,400 COGNIZANT TECH SOLUTIONS CRP COM 192446102 541 18,000 DEFINED 1 18,000 COLDWATER CREEK INC COM 193068103 1,752 78,000 DEFINED 1 64,200 13,800 COMCAST CORP-SPECIAL CL A COM 200300200 84,420 2,013,000 DEFINED 1 8,000 1,681,000 324,000 COMMUNITY FIRST BANKSHARES COM 203902101 902 44,700 DEFINED 1 44,700 COMPUTER ASSOCIATES INT'L INC COM 204912109 1,006 37,000 DEFINED 1 37,000 COMSTOCK RESOURCES INC COM 205768203 844 75,000 DEFINED 1 62,300 12,700 COMVERSE TECH COM 205862402 4,711 80,000 DEFINED 1 80,000 CONAGRA FOODS INC COM 205887102 2,758 151,200 DEFINED 1 151,200 CONCORD EFS INC COM 206197105 4,085 100,250 DEFINED 1 100,250 CONOCO INC -CL B COM 208251405 2,661 94,186 DEFINED 1 94,186 CONSTELLATION BRANDS INC-A COM 21036P108 8,640 121,300 DEFINED 1 111,100 10,200 CONSTELLATION ENERGY GROUP COM 210371100 2,007 45,500 DEFINED 1 45,500 COR THERAPEUTICS INC COM 217753102 455 20,200 DEFINED 1 20,200 CORNING INCORPORATED COM 219350105 37,559 1,815,300 DEFINED 1 119,500 1,259,000 436,800 COX COMMUNICATIONS INC-CL A COM 224044107 4,173 93,800 DEFINED 1 93,800 COX RADIO INC-CL A COM 224051102 2,731 130,000 DEFINED 1 130,000 CROWN CASTLE INTL CORP COM 228227104 4,592 310,000 DEFINED 1 310,000 CUBIST PHARMAECEUTICALS COM 229678107 963 39,300 DEFINED 1 39,300 CULLEN/FROST BANKERS INC COM 229899109 480 14,000 DEFINED 1 14,000 CURON MEDICAL INC COM 231292103 137 33,800 DEFINED 1 33,800 CV THERAPEUTICS INC COM 126667104 442 13,400 DEFINED 1 13,400 DATACRAFT ASIA LTD COM 624683SDL 489 100,568 DEFINED 1 100,568 DEERE & CO COM 244199105 2,159 59,400 DEFINED 1 59,400 DELPHI AUTOMOTIVE SYSTEMS COM 247126105 655 46,200 DEFINED 1 46,200 DELTA & PINE LAND CO COM 247357106 689 28,600 DEFINED 1 28,600 DEUTSCHE TELEKOM AG SPONS ADR COM 251566105 882 38,050 DEFINED 1 38,050 DEVON ENERGY CORPORATION COM 25179M103 5,878 101,000 DEFINED 1 101,000 DOLLAR GENERAL CORP COM 256669102 204 10,000 DEFINED 1 10,000 DSP GROUP INC COM 23332B106 344 22,200 DEFINED 1 22,200 DTE ENERGY CO COM 233331107 1,075 27,000 DEFINED 1 27,000 DUKE ENERGY CORP COM 264399106 70,995 1,661,100 DEFINED 1 107,400 1,156,200 397,500 DUSA PHARMACEUTICALS INC COM 266898105 450 33,800 DEFINED 1 33,800 DYNEGY INC COM 26816Q101 7,519 147,400 DEFINED 1 147,400 E.PIPHANY INC COM 26881V100 272 23,300 DEFINED 1 23,300 EAST WEST BANC-CORP COM 27579R104 2,861 148,600 DEFINED 1 128,200 20,400 EASTMAN KODAK CO COM 277461109 1,241 31,100 DEFINED 1 31,100 ECHOSTAR COMMUNICATIONS CL A COM 278762109 40,773 1,472,600 DEFINED 1 7,000 1,160,600 305,000 ECOLAB INC COM 278865100 424 10,000 DEFINED 1 10,000 EDISON INTERNATIONAL COM 281020107 3,815 301,800 DEFINED 1 301,800 EDISON SCHOOLS INC COM 281033100 2,640 130,350 DEFINED 1 130,350 EI DUPONT DE NEMOURS & CO INC COM 263534109 2,328 57,191 DEFINED 1 57,191 EL PASO CORPORATION COM 28336L109 7,425 113,700 DEFINED 1 113,700 ELAN CORP SPONS ADR COM 284131208 209 4,000 DEFINED 1 4,000 ELANTEC SEMICONDUCTOR INC COM 284155108 400 15,100 DEFINED 1 15,100 ELECTRO SCIENTIFIC INDS INC COM 285229100 480 17,100 DEFINED 1 17,100 ELECTRONIC DATA SYSTEMS CORP COM 285661104 1,866 33,400 DEFINED 1 33,400 ELI LILLY & CO COM 532457108 1,648 21,500 DEFINED 1 21,500 EMBRATEL PARTICIPACOES ADR COM 29081N100 541 58,200 DEFINED 1 58,200 EMC CORP COM 268648102 49,366 1,679,100 DEFINED 1 104,000 1,282,000 293,100 EMERSON ELECTRIC CO COM 291011104 1,041 16,800 DEFINED 1 16,800 ENERGY EAST CORPORATION COM 29266M109 868 50,000 DEFINED 1 50,000 ENRON CORP COM 293561106 73,624 1,267,200 DEFINED 1 83,400 970,300 213,500 ENSCO INTL INC COM 26874Q100 49,840 1,424,000 DEFINED 1 33,500 1,125,000 265,500 ENZON INC COM 293904108 2,247 47,300 DEFINED 1 39,000 8,300 EQUITY RESIDENTIAL PROPS COM 29476L107 1,160 22,300 DEFINED 1 22,300 ERICSSON (LM) TEL ADR B SHARE COM 294821400 1,610 287,791 DEFINED 1 53,000 95,791 139,000 ESPEED INC- CL A COM 296643109 1,273 62,300 DEFINED 1 52,000 10,300 ESTEE LAUDER CO. COM 518439104 8,377 230,000 DEFINED 1 230,000 EXABYTE CORP COM 300615101 158 110,000 DEFINED 1 50,000 60,000 EXAR CORP COM 300645108 1,042 53,100 DEFINED 1 53,100 EXELON CORPORATION COM 30161N101 2,007 30,600 DEFINED 1 30,600 EXODUS COMMUNICATIONS INC COM 302088109 968 90,000 DEFINED 1 90,000 EXPEDITORS INTL WASH INC COM 302130109 7,313 145,000 DEFINED 1 145,000 EXPRESS SCRIPTS INC - CL A COM 302182100 12,655 146,000 DEFINED 1 146,000 EXXON MOBIL CORPORATION COM 30231G102 10,122 124,960 DEFINED 1 6,600 118,120 240 FANNIE MAE COM 313586109 13,771 173,000 DEFINED 1 173,000 FASTENAL CO COM 311900104 5,423 99,500 DEFINED 1 99,500 FIFTH THIRD BANCORP COM 316773100 271 5,062 DEFINED 1 5,062 FINISAR CORPO RATION COM 31787A101 7,179 748,300 DEFINED 1 732,000 16,300 FISERV INC COM 337738108 8,976 199,750 DEFINED 1 199,750 FLEET BOSTON FINANCIAL CORP COM 339030108 419 11,100 DEFINED 1 11,100 FLEXTRONICS INTL LTD COM Y2573F102 4,650 310,000 DEFINED 1 310,000 FORD MOTOR COMPANY -W/I COM 345370860 17,387 618,316 DEFINED 1 618,316 FOREST LABORATORIES INC COM 345838106 3,969 67,000 DEFINED 1 67,000 FOUR SEASONS HOTEL INC COM 35100E104 11,630 235,000 DEFINED 1 235,000 FPL GROUP INC COM 302571104 981 16,000 DEFINED 1 16,000 FREDDIE MAC COM 313400301 86,451 1,333,500 DEFINED 1 71,400 1,014,400 247,700 GAP INC COM 364760108 24,906 1,050,000 DEFINED 1 1,050,000 GATEWAY INC COM 367626108 891 53,000 DEFINED 1 53,000 GENENTECH INC COM 368710406 6,717 133,000 DEFINED 1 133,000 GENERAL DYNAMICS CORP COM 369550108 2,886 46,000 DEFINED 1 46,000 GENERAL ELECTRIC CO COM 369604103 119,925 2,864,900 DEFINED 1 162,100 2,301,800 401,000 GENERAL MILLS INC COM 370334104 1,716 39,900 DEFINED 1 39,900 GENERAL MOTORS CORP COM 370442105 2,074 40,000 DEFINED 1 40,000 GENESCO INC COM 371532102 1,781 65,000 DEFINED 1 54,700 10,300 GENTEX CORP COM 371901109 3,469 150,000 DEFINED 1 150,000 GILLETTE COM 375766102 717 23,000 DEFINED 1 23,000 GOLDMAN SACHS GROUP INC COM 38141G104 26,100 306,700 DEFINED 1 306,700 GRANITE CONSTRUCTION INC COM 387328107 462 13,600 DEFINED 1 13,600 GSI LUMONICS INC COM 36229U102 1,224 146,400 DEFINED 1 122,400 24,000 H J HEINZ CO COM 423074103 1,801 44,800 DEFINED 1 44,800 HARLEY DAVIDSON COM 412822108 12,918 340,400 DEFINED 1 340,400 HCA-THE HEALTHCARE CORP COM 404119109 1,965 48,800 DEFINED 1 48,800 HEALTH MGMT ASSOCIATES INC A COM 421933102 4,121 265,000 DEFINED 1 265,000 HEWLETT-PACKARD COM 428236103 200 6,400 DEFINED 1 6,400 HILTON HOTELS CORP COM 432848109 157 15,000 DEFINED 1 15,000 HISPANIC BROADCASTING CORP COM 43357B104 21,965 1,150,000 DEFINED 1 1,150,000 HOME DEPOT INC COM 437076102 66,568 1,544,500 DEFINED 1 116,850 1,357,500 70,150 HOUSEHOLD INTERNATIONAL INC COM 441815107 52,564 887,300 DEFINED 1 887,300 I B M COM 459200101 231 2,400 DEFINED 1 2,400 I-MANY INC COM 44973Q103 810 71,200 DEFINED 1 57,000 14,200 IMMUNEX CORP COM 452528102 19,515 1,363,500 DEFINED 1 52,500 1,200,000 111,000 IMS HEALTH INC COM 449934108 5,852 235,000 DEFINED 1 235,000 INSITUFORM TECHNOLOGIES-CL A COM 457667103 933 28,600 DEFINED 1 28,600 INTEL CORP COM 458140100 5,526 210,000 DEFINED 1 210,000 INTERMUNE PHARMACEUTICALS COM 45885B100 2,287 108,900 DEFINED 1 91,700 17,200 INTERNATIONAL PAPER CO COM 460146103 2,381 66,000 DEFINED 1 66,000 INTL SPPEDWAY CORP CLASS A COM 460335201 7,413 200,000 DEFINED 1 200,000 INTUIT INC COM 461202103 13,376 482,000 DEFINED 1 482,000 INVESTORS FINANCIAL SVCS CP COM 461915100 6,801 116,000 DEFINED 1 116,000 ITC DELTACOM INC COM 45031T104 1,731 294,700 DEFINED 1 245,100 49,600 IVEX PACKAGING CORP COM 465855104 894 65,000 DEFINED 1 53,700 11,300 IXYS CORPORATION COM 46600W106 384 24,400 DEFINED 1 24,400 J C PENNEY CO COM 708160106 847 53,000 DEFINED 1 53,000 J P MORGAN CHASE & CO COM 46625H100 1,684 37,500 DEFINED 1 37,500 JDS UNIPHASE CORP COM 46612J101 764 41,430 DEFINED 1 41,430 JOHNSON & JOHNSON COM 478160104 106,314 1,215,433 DEFINED 1 9,500 1,177,000 28,933 KENNETH COLE PRODUCTIONS COM 193294105 654 26,200 DEFINED 1 26,200 KIMBERLY CLARK CORP COM 494368103 1,899 28,000 DEFINED 1 28,000 KINDER MORGAN ENERGY PRTNRS COM 494550106 12,305 195,000 DEFINED 1 195,000 KINDER MORGAN INC COM 49455P101 31,170 585,900 DEFINED 1 585,900 KOHLS CORP COM 500255104 80,906 1,311,500 DEFINED 1 54,200 1,053,600 203,700 KOREA ELECTRIC POWER ADR COM 500631106 366 45,000 DEFINED 1 45,000 KOREA TELECOM CORP-SP ADR COM 50063P103 742 31,940 DEFINED 1 31,940 LARGE SCALE BIOLOGY CORP COM 517053104 131 27,600 DEFINED 1 27,600 LEVEL 3 COMMUNICATIONS COM 52729N100 31,101 1,790,000 DEFINED 1 105,000 1,297,700 387,300 LILLY (ELI) COM 532457108 897 11,702 DEFINED 1 10,400 1,302 LONDON PACIFIC GROUP-SP ADR COM 542073101 154 31,800 DEFINED 1 31,800 LOUIS DREYFUS NATURAL GAS COM 546011107 2,649 71,600 DEFINED 1 61,900 9,700 LUCENT TECHNOLOGIES INC COM 549463107 459 46,000 DEFINED 1 46,000 MARSH & MCLENNAN CO INC COM 571748102 3,421 36,000 DEFINED 1 36,000 MATRIXONE INC COM 57685P304 2,843 166,600 DEFINED 1 139,500 27,100 MATTEL INC COM 577081102 28,492 1,606,100 DEFINED 1 1,606,100 MAXIM INTEGRATED PRODUCTS INC COM 57772K101 12,893 310,000 DEFINED 1 310,000 MBNA CORP COM 55262L100 25,984 785,000 DEFINED 1 785,000 MCDATA CORPORATION-A WI COM 580031201 831 44,012 DEFINED 1 44,012 MCDONALDS CORP COM 580135101 21,710 817,700 DEFINED 1 817,700 MEDICIS PHARMACEUTICAL CL A COM 584690309 323 7,200 DEFINED 1 7,200 MEDTRONIC INC COM 585055106 73,214 1,600,650 DEFINED 1 125,350 1,175,000 300,300 MERCK & CO INC COM 589331107 3,522 46,400 DEFINED 1 6,400 36,000 4,000 MERRILL LYNCH & CO INC COM 590188108 74,722 1,348,770 DEFINED 1 12,000 1,125,270 211,500 METRIS COMPANIES INC COM 591598107 623 30,000 DEFINED 1 30,000 METTLER TOLEDO INTERNATIONAL COM 592688105 5,762 140,000 DEFINED 1 140,000 MGIC INV CORP COM 552848103 5,953 87,000 DEFINED 1 87,000 MICROSOFT CORP COM 594918104 75,376 1,378,300 DEFINED 1 60,800 1,166,700 150,800 MINERALS TECHNOLOGIES INC COM 603158106 10,485 300,000 DEFINED 1 300,000 MINNESOTA MINING & MFG CO COM 604059105 790 7,600 DEFINED 1 7,600 MIRANT CORP COM 604675108 586 16,500 DEFINED 1 16,500 MOBILE ELECTRONICS INC COM 60741U101 190 96,600 DEFINED 1 78,200 18,400 MOLEX INC COM 608554200 5,404 194,300 DEFINED 1 194,300 MOTOROLA INC COM 620076109 5,034 353,000 DEFINED 1 353,000 NASDAQ-100 SHARES COM 631100104 4,776 122,000 DEFINED 1 122,000 NATIONAL INSTRUMENTS CORP COM 636518102 653 20,000 DEFINED 1 20,000 NATL PWR CORP MTN COM 63719QAA0 151,167 1,500,000 DEFINED 1 1,500,000 NCO GROUP INC COM 628858102 537 21,000 DEFINED 1 21,000 NETWORK APPLIANCE INC COM 64120L104 5,498 327,000 DEFINED 1 327,000 NEWPORT CORP COM 651824104 544 18,600 DEFINED 1 18,600 NIPPON TELEGRAPH&TELE-SP ADR COM 654624105 936 29,000 DEFINED 1 29,000 NOBLE DRILLING CORP COM 655042109 9,694 210,000 DEFINED 1 10,000 200,000 NOKIA CORP ADR COM 654902204 55,754 2,323,100 DEFINED 1 74,500 1,975,000 273,600 NORTEL NETWORKS CORP COM 656568102 626 44,555 DEFINED 1 44,555 NORTHEAST UTILITIES COM 664397106 945 54,400 DEFINED 1 54,400 NOVELLUS SYSTEMS INC COM 670008101 1,582 39,000 DEFINED 1 39,000 NOVEN PHARMACEUTICALS INC COM 670009109 484 17,100 DEFINED 1 17,100 NOVOSTE CORPORATION COM 67010C100 395 22,500 DEFINED 1 22,500 NUANCE COMMUNICATIONS INC COM 669967101 622 62,000 DEFINED 1 51,400 10,600 NUCOR CORP COM 670346105 2,164 54,000 DEFINED 1 54,000 OMI CORPORATION COM Y6476W104 963 148,600 DEFINED 1 124,600 24,000 OPTICAL COMMUNICATIONS PROD COM 68382T101 855 122,200 DEFINED 1 111,600 10,600 ORACLE CORP COM 68389X105 3,418 228,200 DEFINED 1 228,200 ORBOTECH LTD COM M75253100 276 8,875 DEFINED 1 8,875 ORION POWER HOLDINGS COM 686286105 1,216 39,600 DEFINED 1 32,500 7,100 OVERLAND DATA INC COM 690213103 776 98,600 DEFINED 1 82,800 15,800 P G & E CORP COM 69331C108 4,648 373,300 DEFINED 1 373,300 PAYCHEX INC COM 704326107 13,898 375,000 DEFINED 1 375,000 PEPSICO INC COM 713448108 3,349 76,200 DEFINED 1 76,200 PETROCHINA CO LTD-ADS COM 71646E100 180 10,000 DEFINED 1 10,000 PFIZER INC COM 717088103 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