-----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, WNOoyeAqRX2elSAkPQU1dMymMyjDliJRfGG6orEYm/phhYW2DhEm/WD5xk1h8JKv pfcudbj0KRF7S8FfxtM2Wg== 0000021847-01-500115.txt : 20021122 0000021847-01-500115.hdr.sgml : 20021122 20010807170209 ACCESSION NUMBER: 0000021847-01-500115 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20010630 FILED AS OF DATE: 20010807 FILER: COMPANY DATA: COMPANY CONFORMED NAME: STEIN ROE & FARNHAM INC /DE/ CENTRAL INDEX KEY: 0000799005 IRS NUMBER: 363447638 STATE OF INCORPORATION: DE FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-01823 FILM NUMBER: 01700108 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 sr2q01.txt QUARTERLY REPORT 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 June 30, 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 3rd day of August, 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: 411 Form 13F Information Table Value Total (000's): $4,286,924.95 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 of CUSIP Fair Market Shares Investment Other Voting Authority Name of Issuer Class Number Value (000s) Discretion Manager(a)Sole (b)Shared (c)None 99 CENTS ONLY STORES COMMON 65440K106 857 28,598 Defined 1 28,598 A T & T CORP COMMON 001957109 9,031 410,515 Defined 1 410,515 ABBEY NATIONAL S D CV 002927AA9 2,813 2,500,000 Defined 1 2,500,000 ABBOTT LABS COMMON 002824100 52,787 1,099,500 Defined 1 45,200 728,300 326,000 ACT MANUFACTORING INC COMMON 000973107 1,013 92,600 Defined 1 75,200 17,400 ACTIVE POWER INC COMMON 00504W100 1,830 109,700 Defined 1 92,300 17,400 ACTUATE SOFTWARE COMMON 00508B102 1,069 112,000 Defined 1 95,300 16,700 AEROFLEX INC COMMON 007768104 258 24,600 Defined 1 24,600 AES CORP COMMON 00130H105 19,282 447,900 Defined 1 447,900 AETNA INC COMMON 00817Y108 6,830 264,000 Defined 1 264,000 AFFILIATED COMPUTER SVCS INC-A COMMON 008190100 2,618 36,400 Defined 1 36,400 AFLAC INC COMMON 001055102 12,596 400,000 Defined 1 400,000 AGILENT TECHNOLOGIES INC COMMON 00846U101 2,031 62,500 Defined 1 62,500 ALCOA INC COMMON 013817101 46,398 1,177,620 Defined 1 975,620 202,000 ALLEGHENY ENERGY IN COM COMMON 017361106 1,062 22,000 Defined 1 22,000 ALLIANCE DATA SYSTEMS CORP COMMON 018581108 555 37,000 Defined 1 37,000 ALTERA CORPORATION COMMON 021441100 3,045 105,000 Defined 1 105,000 AMBAC FINANCIAL GROUP INC COMMON 023139108 1,601 27,500 Defined 1 27,500 AMER INTERNATIONAL GROUP INC COMMON 026874107 106,308 1,236,136 Defined 1 74,914 944,740 216,482 AMERADA HESS CORP COMMON 023551104 3,442 42,600 Defined 1 42,600 AMERICA MOVIL-SERIES L COMMON 02364W105 574 27,500 Defined 1 27,500 AMERICAN HOME PRODUCTS CORP COMMON 026609107 38,062 651,300 Defined 1 32,000 613,800 5,500 AMERICAN ITALIAN PASTA CO A COMMON 027070101 2,700 58,200 Defined 1 49,400 8,800 AMERICAN MEDICAL SYSTEMS COMMON 02744M108 445 29,000 Defined 1 29,000 AMERICAN TOWER CORP CL A COMMON 029912201 24,804 1,200,000 Defined 1 1,200,000 AMGEN INC COMMON 031162100 2,367 39,000 Defined 1 39,000 ANADARKO PETROLEUM COMMON 032511107 2,199 40,700 Defined 1 40,700 AOL TIME WARNER COMMON 00184A105 122,298 2,307,500 Defined 1 131,300 1,829,200 347,000 AON CORP COMMON 037389103 2,296 65,600 Defined 1 65,600 APACHE CORP COMMON 037411105 6,344 125,000 Defined 1 125,000 APLACN PWR $5.92 SFP PREF S 037735859 2,020 20,000 Defined 1 20,000 APPLE COMPUTER INC COMMON 037833100 23,250 1,000,000 Defined 1 1,000,000 APPLERA CORP-CELERA GENOMICS COMMON 038020202 5,751 145,000 Defined 1 145,000 APPLIED MATLS COMMON 038222105 1,729 35,210 Defined 1 35,210 APTARGROUP INC COMMON 038336103 973 30,000 Defined 1 30,000 AQUILLA INC COMMON 03840J106 1,279 51,900 Defined 1 51,900 ARCH COAL COMMON 039380100 805 31,100 Defined 1 31,100 ARCHER DANIELS MIDLAND CO COMMON 039483102 2,129 163,755 Defined 1 163,755 ARGOSY GAMING COMPANY COMMON 040228108 741 26,700 Defined 1 26,700 ARMOR HOLDINGS INC COMMON 042260109 1,328 88,500 Defined 1 73,800 14,700 ART TECHNOLOGY GROUP INC COMMON 04289L107 548 94,500 Defined 1 71,500 23,000 ASPECT MEDICAL SYSTEMS INC COMMON 045235108 467 30,100 Defined 1 30,100 ASPEN TECHNOLOGY INC COMMON 045327103 1,508 62,300 Defined 1 51,600 10,700 ASTEC INDUSTRIES INC COMMON 046224101 638 37,000 Defined 1 37,000 AT & T WIRELESS CORP COMMON 001957406 1,434 87,700 Defined 1 87,700 AT&T CORP-LIBERTY MEDIA A COMMON 001957208 113,477 6,488,100 Defined 1 305,300 5,170,000 1,012,800 ATLANTIC COAST AIRLINES HLDG COMMON 048396105 1,919 64,000 Defined 1 54,200 9,800 AURORA BIOSCIENCES CORP COMMON 051920106 1,120 36,100 Defined 1 29,500 6,600 AVOCENT CORPORATION COMMON 053893103 760 33,400 Defined 1 33,400 AWARE INC/MASS COMMON 05453N100 369 41,000 Defined 1 41,000 BALLY TOTAL FITNESS HLDG CORP COMMON 05873K108 1,945 65,700 Defined 1 54,000 11,700 BANK HAPOALIM LTD-GDR COMMON 062510201 350 29,000 Defined 1 29,000 BANK NEW YORK INC COMMON 064057102 12,000 250,000 Defined 1 250,000 BANK ONE COMMON 06423A103 895 25,000 Defined 1 25,000 BEA SYSTEMS INC COMMON 073325102 12,864 418,900 Defined 1 418,900 BED BATH & BEYOND INC COMMON 075896100 6,510 217,000 Defined 1 217,000 BELLSOUTH CORP COMMON 079860102 789 19,600 Defined 1 19,600 BERKSHIRE HATHAWAY IN CL A COMMON 084670108 3,470 50 Defined 1 50 BEST BUY CO INC COMMON 086516101 3,176 50,000 Defined 1 50,000 BOEING CO COMMON 097023105 884 15,900 Defined 1 15,900 BOSTON SCIENTIFIC CORP COMMON 101137107 2,047 120,400 Defined 1 120,400 BRISTOL-MYERS SQUIBB CO COMMON 110122108 20,640 394,640 Defined 1 38,500 74,400 281,740 BUCA INC COMMON 117769109 979 45,000 Defined 1 45,000 CAL DIVE INTERNATIONAL INC COMMON 127914109 504 20,500 Defined 1 20,500 CALIFORNIA PIZZA KITCHEN COMMON 13054D109 542 23,300 Defined 1 23,300 CALPINE CORPORATION COMMON 131347106 87,439 2,313,200 Defined 1 21,500 2,081,000 210,700 CAPITAL ONE FINANCIAL CORP COMMON 14040H105 2,940 49,000 Defined 1 49,000 CAPSTONE TURBINE CORP COMMON 14067D102 5,443 242,000 Defined 1 242,000 CAREMARK RX INC COMMON 141705103 732 44,500 Defined 1 44,500 CARNIVAL CORP COMMON 143658102 7,089 230,920 Defined 1 230,920 CCI PFD $3.11 PFD H PREF S 172967705 2,472 52,600 Defined 1 52,600 CEC ENTERTAINMENT INC COMMON 125137109 2,512 50,900 Defined 1 42,200 8,700 CEDAR FAIR LP COMMON 150185106 7,169 315,000 Defined 1 315,000 CELGENE CORP COMMON 151020104 840 29,100 Defined 1 29,100 CHARTER COMMUNICATIONS INC-A COMMON 16117M107 3,276 140,300 Defined 1 140,300 CHASE MAN $2.48 PFD PREF S 46625H852 2,356 50,000 Defined 1 50,000 CHECK POINT SOFTWARE TECH COMMON M22465104 1,004 19,855 Defined 1 19,855 CHEVRON CORP COMMON 166751107 2,434 26,900 Defined 1 26,900 CHICO'S FAS INC COMMON 168615102 1,348 45,300 Defined 1 37,800 7,500 CHINA MOBILE HK LTD-SP ADR COMMON 16941M109 536 20,000 Defined 1 20,000 CHOICEPOINT INC COMMON 170388102 505 12,000 Defined 1 5,850 6,150 CHUBB CORP COMMON 171232101 1,154 14,900 Defined 1 14,900 CIA PARANAENSE ENER-SP ADRP COMMON 20441B407 593 79,000 Defined 1 79,000 CIENA CORP COMMON 171779101 1,167 30,700 Defined 1 30,700 CIRCUIT CITY STORES INC COMMON 172737108 770 42,800 Defined 1 42,800 CISCO SYSTEMS INC COMMON 17275R102 57,430 3,155,510 Defined 1 221,300 2,258,810 675,400 CITIGROUP INC COMMON 172967101 146,705 2,776,401 Defined 1 151,700 2,232,170 392,531 CLEAR CHANNEL COMMUNICATIONS COMMON 184502102 32,479 518,000 Defined 1 4,000 510,000 4,000 CLOSURE MEDICAL CORPORATION COMMON 189093107 572 24,900 Defined 1 24,900 CMS ENERGY CORP COMMON 125896100 791 28,400 Defined 1 28,400 COACH INC COMMON 189754104 4,338 114,000 Defined 1 114,000 COGNIZANT TECH SOLUTIONS CRP COMMON 192446102 1,838 43,300 Defined 1 35,600 7,700 COLDWATER CREEK INC COMMON 193068103 1,729 66,500 Defined 1 55,100 11,400 COMCAST CORP-SPECIAL CL A COMMON 200300200 87,798 2,023,000 Defined 1 18,000 1,681,000 324,000 COMMUNITY FIRST BANKSHARES COMMON 203902101 1,587 69,000 Defined 1 57,100 11,900 COMPUTER ASSOCIATES INT'L INC COMMON 204912109 1,098 30,500 Defined 1 30,500 COMVERSE TECH COMMON 205862402 4,408 76,500 Defined 1 76,500 CONAGRA FOODS INC COMMON 205887102 3,518 177,600 Defined 1 177,600 CONCORD EFS INC COMMON 206197105 4,023 77,350 Defined 1 77,350 CONOCO INC -CL B COMMON 208251405 2,722 94,186 Defined 1 94,186 CONSTELLATION BRANDS INC-A COMMON 21036P108 10,155 247,700 Defined 1 231,400 16,300 CONSTELLATION ENERGY GROUP COMMON 210371100 1,065 25,000 Defined 1 25,000 COR THERAPEUTICS INC COMMON 217753102 616 20,200 Defined 1 20,200 CORNING INCORPORATED COMMON 219350105 43,154 2,582,500 Defined 1 165,500 1,784,000 633,000 CORPORATE EXECUTIVE BOARD COMMON 21988R102 1,554 37,000 Defined 1 37,000 COX RADIO INC-CL A COMMON 224051102 4,317 155,000 Defined 1 155,000 CROWN CASTLE INTL CORP COMMON 228227104 2,460 150,000 Defined 1 150,000 CUBIST PHARM INC COMMON 229678107 323 8,500 Defined 1 8,500 CUBIST PHARMAECEUTICALS COMMON 229678107 1,543 40,600 Defined 1 40,600 CURAGEN CORP COMMON 23126R101 291 8,000 Defined 1 8,000 CURON MEDICAL INC COMMON 231292103 68 33,800 Defined 1 33,800 CV THERAPEUTICS INC COMMON 126667104 764 13,400 Defined 1 13,400 DEERE & CO COMMON 244199105 2,248 59,400 Defined 1 59,400 DELL COMPUTER CORPORATION COMMON 247025109 5,923 227,000 Defined 1 10,000 67,000 150,000 DELPHI AUTOMOTIVE SYSTEMS COMMON 247126105 2,509 157,500 Defined 1 157,500 DELTA & PINE LAND CO COMMON 247357106 1,385 70,500 Defined 1 57,300 13,200 DEUTSCHE TELEKOM AG SPONS ADR COMMON 251566105 854 38,050 Defined 1 38,050 DEVON ENERGY CORPORATION COMMON 25179M103 5,303 101,000 Defined 1 101,000 DOCTOR REDDY'S LAB- ADR COMMON 256135203 289 15,600 Defined 1 15,600 DOVER CORP COMMON 260003108 1,005 26,700 Defined 1 26,700 DSP GROUP INC COMMON 23332B106 3,085 143,800 Defined 1 119,000 24,800 DTE ENERGY CO COMMON 233331107 1,254 27,000 Defined 1 27,000 DUKE ENERGY $1.55 SFP PREF S 264399718 208 8,250 Defined 1 8,250 DUKE ENERGY CORP COMMON 264399106 57,376 1,470,800 Defined 1 96,500 1,030,600 343,700 DUSA PHARMACEUTICALS INC COMMON 266898105 483 33,800 Defined 1 33,800 E.PIPHANY INC COMMON 26881V100 237 23,300 Defined 1 23,300 EAST WEST BANC-CORP COMMON 27579R104 4,012 148,600 Defined 1 128,200 20,400 EASTMAN KODAK CO COMMON 277461109 1,452 31,100 Defined 1 31,100 ECHOSTAR COMMUNICATIONS CL A COMMON 278762109 66,966 2,065,600 Defined 1 10,000 1,700,600 355,000 EDISON INTERNATIONAL COMMON 281020107 3,365 301,800 Defined 1 301,800 EI DUPONT DE NEMOURS & CO INC COMMON 263534109 2,759 57,191 Defined 1 57,191 EL PASO CORPORATION COMMON 28336L109 1,135 21,600 Defined 1 21,600 ELAN CORP SPONS ADR COMMON 284131208 244 4,000 Defined 1 4,000 ELECTRONIC ARTS INC COMMON 285512109 3,202 55,300 Defined 1 55,300 ELECTRONIC DATA SYSTEMS CORP COMMON 285661104 71,713 1,147,400 Defined 1 21,000 908,400 218,000 ELI LILLY & CO COMMON 532457108 1,591 21,500 Defined 1 21,500 EMC CORP COMMON 268648102 54,091 1,862,000 Defined 1 116,200 1,398,900 346,900 EMERSON ELECTRIC CO COMMON 291011104 1,016 16,800 Defined 1 16,800 ENERGY EAST CORPORATION COMMON 29266M109 1,046 50,000 Defined 1 50,000 ENRON CORP COMMON 293561106 66,620 1,359,600 Defined 1 90,200 1,002,900 266,500 ENSCO INT'L INC COMMON 26874Q100 27,050 1,156,000 Defined 1 40,500 850,000 265,500 ENZON INC COMMON 293904108 3,906 62,500 Defined 1 62,500 EQUITY RESIDENTIAL PROPS COMMON 29476L107 1,261 22,300 Defined 1 22,300 ERICSSON (LM) TEL ADR B SHARES COMMON 294821400 1,289 237,791 Defined 1 53,000 45,791 139,000 ESPEED INC-CL A COMMON 296643109 3,086 140,300 Defined 1 119,200 21,100 ESTEE LAUDER CO. COMMON 518439104 4,310 100,000 Defined 1 100,000 EXELON CORPORATION COMMON 30161N101 1,962 30,600 Defined 1 30,600 EXPEDITORS INTL WASH INC COMMON 302130109 10,200 170,000 Defined 1 170,000 EXPRESS SCRIPTS INC-CLASS A COMMON 302182100 9,355 170,000 Defined 1 170,000 EXXON MOBIL CORPORATION COMMON 30231G102 10,776 123,360 Defined 1 5,000 118,120 240 FANNIE MAE COMMON 313586109 6,216 73,000 Defined 1 73,000 FIDELITY NATIONAL FINL INC COMMON 316326107 2,236 91,000 Defined 1 91,000 FIFTH THIRD BANCORP COMMON 316773100 304 5,062 Defined 1 5,062 FINISAR CORPORATION COMMON 31787A101 9,111 487,700 Defined 1 477,500 10,200 FIRSTAR RLTY$8.875PF PREF S 33765A202 8,595 90,000 Defined 1 90,000 FIRSTENERGY CORP COMMON 337932107 749 23,300 Defined 1 23,300 FISERV INC COMMON 337738108 11,756 183,750 Defined 1 183,750 FLEET BOSTON FINANCIAL CORP COMMON 339030108 438 11,100 Defined 1 11,100 FLEXTRONICS INTL LTD COMMON Y2573F102 6,528 250,000 Defined 1 250,000 FMC TECHNOLOGIES INC COMMON 30249U101 820 39,700 Defined 1 39,700 FORD MOTOR COMPANY -W/I COMMON 345370860 13,910 566,616 Defined 1 566,616 FOREST LABORATORIES INC COMMON 345838106 4,757 67,000 Defined 1 67,000 FOUR SEASONS HOTEL INC COMMON 35100E104 9,852 178,000 Defined 1 178,000 FPL GROUP INC COMMON 302571104 963 16,000 Defined 1 16,000 FREDDIE MAC COMMON 313400301 34,146 487,800 Defined 1 42,000 414,400 31,400 GALLAGHER (ARTHUR J.) & CO COMMON 363576109 1,644 63,200 Defined 1 52,600 10,600 GAP INC COMMON 364760108 24,650 850,000 Defined 1 850,000 GATEWAY INC COMMON 367626108 872 53,000 Defined 1 53,000 GENENTECH INC COMMON 368710406 7,328 133,000 Defined 1 133,000 GENERAL DYNAMICS CORP COMMON 369550108 1,245 16,000 Defined 1 16,000 GENERAL ELECTRIC CO COMMON 369604103 136,035 2,790,460 Defined 1 163,300 2,228,660 398,500 GENERAL MILLS INC COMMON 370334104 1,747 39,900 Defined 1 39,900 GENESCO INC COMMON 371532102 2,184 65,000 Defined 1 54,700 10,300 GENTA INC COMMON 37245M207 1,366 102,000 Defined 1 84,900 17,100 GENTEX CORP COMMON 371901109 9,755 350,000 Defined 1 350,000 GILLETTE COMMON 375766102 667 23,000 Defined 1 23,000 GOLDMAN SACHS GROUP INC COMMON 38141G104 26,315 306,700 Defined 1 306,700 GRANITE CONSTRUCTION INC COMMON 387328107 519 20,400 Defined 1 20,400 GSI LUMONICS INC COMMON 36229U102 1,469 146,400 Defined 1 122,400 24,000 H J HEINZ CO COMMON 423074103 1,832 44,800 Defined 1 44,800 HALLIBURTON CO COMMON 406216101 1,328 37,300 Defined 1 37,300 HARLEY DAVIDSON COMMON 412822108 8,098 172,000 Defined 1 172,000 HCA INC COMMON 404119109 2,205 48,800 Defined 1 48,800 HEALTH MGMT ASSOCIATES INC A COMMON 421933102 1,262 60,000 Defined 1 60,000 HEIDRICK & STRUGGLES INTL COMMON 422819102 539 26,500 Defined 1 26,500 HELLER FINL $6.95 PFD PREF S 423328871 1,449 15,000 Defined 1 15,000 HISPANIC BROADCASTING CORP COMMON 43357B104 34,428 1,200,000 Defined 1 1,200,000 HOME DEPOT INC COMMON 437076102 64,947 1,395,200 Defined 1 99,850 1,229,400 65,950 HOUSEHOLD INTERNATIONAL INC COMMON 441815107 54,027 810,000 Defined 1 810,000 I B M COMMON 459200101 5,921 52,400 Defined 1 52,400 I-MANY INC COMMON 44973Q103 2,008 148,800 Defined 1 126,400 22,400 IMMUNEX CORP COMMON 452528102 17,750 1,000,000 Defined 1 1,000,000 IMS HEALTH INC COMMON 449934108 5,273 185,000 Defined 1 185,000 INSITUFORM TECHNOLOGIES-CLA COMMON 457667103 1,044 28,600 Defined 1 28,600 INTEL CORP COMMON 458140100 6,143 210,000 Defined 1 210,000 INTERMUNE INC COMMON 45884X103 4,078 114,500 Defined 1 96,700 17,800 INTERNATIONAL PAPER CO COMMON 460146103 2,356 66,000 Defined 1 66,000 INTERPUBLIC GROUP COS INC COMMON 460690100 1,943 66,200 Defined 1 66,200 INTUIT INC COMMON 461202103 27,993 700,000 Defined 1 700,000 INVESTORS FINANCIAL SVCS CP COMMON 461915100 5,628 84,000 Defined 1 84,000 ITC DELTACOM INC COMMON 45031T104 1,009 252,200 Defined 1 209,700 42,500 IVEX PACKAGING CORP COMMON 465855104 2,784 146,500 Defined 1 118,100 28,400 J P MORGAN CHASE & CO COMMON 46625H100 2,252 50,500 Defined 1 50,500 JABIL CIRCUIT INC COMMON 466313103 2,555 82,800 Defined 1 82,800 JDS UNIPHASE CORP COMMON 46612J101 530 41,600 Defined 1 41,600 JOHNSON & JOHNSON COMMON 478160104 114,078 2,281,565 Defined 1 19,700 2,204,000 57,865 KENNETH COLE PRODUCTIONS COMMON 193294105 528 26,200 Defined 1 26,200 KIMBERLY CLARK CORP COMMON 494368103 1,565 28,000 Defined 1 28,000 KINDER MORGAN ENERGY PRTNRS COMMON 494550106 3,940 57,300 Defined 1 57,300 KINDER MORGAN INC COMMON 49455P101 34,673 690,000 Defined 1 690,000 KOHLS CORP COMMON 500255104 73,441 1,170,750 Defined 1 43,950 928,600 198,200 KOREA ELECTRIC POWER ADR COMMON 500631106 428 45,000 Defined 1 45,000 KOREA TELECOM CORP-SP ADR COMMON 50063P103 372 16,940 Defined 1 16,940 KRAFT FOODS COMMON 50075N104 205 6,600 Defined 1 6,600 L-3 CMMUNICATIONS HLDGS INC COMMON 502424104 7,630 100,000 Defined 1 100,000 LABRARATORY CRP OF AMER HLDING COMMON 50540R409 6,921 90,000 Defined 1 90,000 LARGE SCALE BIOLOGY CORP COMMON 517053104 196 27,600 Defined 1 27,600 LASALL NAT $2.99 PFD PREF S 518028790 1,776 35,000 Defined 1 35,000 LEHMAN BROTHERS HLDG INC COMMON 524908100 1,664 21,400 Defined 1 21,400 LEVEL 3 COMMUNICATIONS COMMON 52729N100 9,728 1,771,800 Defined 1 5,000 1,450,000 316,800 LILLY (ELI) COMMON 532457108 866 11,702 Defined 1 10,400 1,302 LINCOLN NAT $1.60PFD PREF S 534041207 1,012 40,000 Defined 1 40,000 LOUIS DREYFUS NAT COMMON 546011107 268 7,700 Defined 1 7,700 LOUIS DREYFUS NATURAL GAS COMMON 546011107 1,544 44,300 Defined 1 44,300 LUCENT TECHNOLOGIES INC COMMON 549463107 1,115 179,800 Defined 1 179,800 MANUGISTICS GROUP INC COMMON 565011103 4,142 165,000 Defined 1 165,000 MARSH & MCLENNAN CO INC COMMON 571748102 3,232 32,000 Defined 1 32,000 MATRIXONE INC COMMON 57685P304 3,358 144,800 Defined 1 121,600 23,200 MATTEL INC COMMON 577081102 34,056 1,800,000 Defined 1 1,800,000 MAXIM INTEGRATED PRODUCTS INC COMMON 57772K101 15,916 360,000 Defined 1 360,000 MAXIMUS INC COMMON 577933104 822 20,500 Defined 1 20,500 MBNA CORP COMMON 55262L100 25,866 785,000 Defined 1 785,000 MCDONALDS CORP COMMON 580135101 23,767 878,300 Defined 1 878,300 MEDTRONIC INC COMMON 585055106 79,188 1,721,100 Defined 1 121,700 1,250,600 348,800 MERCK & CO INC COMMON 589331107 2,563 40,100 Defined 1 500 36,000 3,600 MERCURY INTERACTIVE CORP COMMON 589405109 479 8,000 Defined 1 8,000 MERRILL LYNCH & CO INC COMMON 590188108 88,233 1,489,170 Defined 1 24,200 1,250,470 214,500 METRIS COMPANIES INC COMMON 591598107 1,247 37,000 Defined 1 37,000 METTLER TOLEDO INTERNATIONAL COMMON 592688105 6,155 145,000 Defined 1 145,000 MGIC INV CORP COMMON 552848103 6,320 87,000 Defined 1 87,000 MICREL INC COMMON 594793101 330 10,000 Defined 1 10,000 MICROSOFT CORP COMMON 594918104 137,430 1,891,150 Defined 1 74,200 1,559,700 257,250 MIDAMERICN ENERGY $7 PFD PREF S 595620204 1,260 12,170 Defined 1 12,170 MINERALS TECHNOLOGIES INC COMMON 603158106 12,876 300,000 Defined 1 300,000 MIRANT CORP COMMON 604675108 1,067 31,012 Defined 1 31,012 MOBILE ELECTRONICS INC COMMON 60741U101 211 78,200 Defined 1 78,200 MOBILITY ELECTRONICS COMMON 60741U101 50 18,400 Defined 1 18,400 MOLEX INC COMMON 608554200 6,560 220,000 Defined 1 220,000 MOTOROLA INC COMMON 620076109 878 53,000 Defined 1 53,000 NASDAQ-100 SHARES COMMON 631100104 4,655 101,300 Defined 1 101,300 NATL PWR CORP MTN COMMON 63719QAA0 151,392 1,500,000 Defined 1 1,500,000 NCO GROUP INC COMMON 628858102 1,361 44,000 Defined 1 35,000 9,000 NETWORK APPLIANCE INC COMMON 64120L104 6,672 487,000 Defined 1 487,000 NEWPORT CORP COMMON 651824104 334 12,600 Defined 1 12,600 NIPPON TELEGRAPH&TELE-SP ADR COMMON 654624105 771 29,000 Defined 1 29,000 NO IND PB SVC $3.00 PREF S 665262879 250 5,500 Defined 1 5,500 NOBLE DRILLING CORP COMMON 655042109 6,878 210,000 Defined 1 10,000 200,000 NOKIA CORP ADR COMMON 654902204 62,814 2,850,000 Defined 1 100,200 2,300,000 449,800 NORTHEAST UTILITIES COMMON 664397106 1,129 54,400 Defined 1 54,400 NOVELLUS SYSTEMS INC COMMON 670008101 398 7,000 Defined 1 7,000 NOVEN PHARMACEUTICALS INC COMMON 670009109 1,725 44,000 Defined 1 36,600 7,400 NOVOSTE CORPORATION COMMON 67010C100 281 11,000 Defined 1 11,000 NUANCE COMMUNICATIONS INC COMMON 669967101 268 14,900 Defined 1 14,900 NUCOR CORP COMMON 670346105 2,640 54,000 Defined 1 54,000 OCEAN ENERGY INC COMMON 67481E106 1,002 57,400 Defined 1 57,400 OMI CORPORATION COMMON Y6476W104 596 106,400 Defined 1 87,600 18,800 ONI SYSTEMS CORP COMMON 68273F103 474 17,000 Defined 1 17,000 OPENWAVE SYSTEMS INC COMMON 683718100 4,095 118,000 Defined 1 118,000 OPTICAL COMMUNICATIONS PROD COMMON 68382T101 319 30,000 Defined 1 30,000 ORACLE CORP COMMON 68389X105 4,970 261,600 Defined 1 261,600 ORION POWER HOLDINGS COMMON 686286105 1,448 60,800 Defined 1 50,100 10,700 O-SO CA ED $6.45 PFD02 PREF S 842400780 390 10,950 Defined 1 10,950 P G & E CORP COMMON 69331C108 4,181 373,300 Defined 1 373,300 PACIFICORP $7.48 PFD PREF S 695114652 723 7,000 Defined 1 7,000 PATTERSON-UTI ENERGY INC COMMON 703481101 788 44,100 Defined 1 44,100 PAYCHEX INC COMMON 704326107 15,000 375,000 Defined 1 375,000 PEC SOLUTIONS INC COMMON 705107100 915 41,400 Defined 1 41,400 PEPSICO INC COMMON 713448108 2,664 60,280 Defined 1 60,280 PETROCHINA CO LTD-ADS COMMON 71646E100 204 10,000 Defined 1 10,000 PFIZER INC COMMON 717081103 96,047 2,398,170 Defined 1 156,060 1,751,310 490,800 PHILADELP CONS HLDG COMMON 717528103 727 20,900 Defined 1 20,900 PHILADELPHIA CONSOLIDATED HLDG COMMON 717528103 3,384 97,100 Defined 1 97,100 PHILIP MORRIS CO INC COMMON 718154107 93,213 1,836,700 Defined 1 10,000 1,572,700 254,000 PHILLIPS PETROLEUM CO COMMON 718507106 2,721 47,730 Defined 1 47,730 PHOTRONICS INC COMMON 719405102 647 25,200 Defined 1 25,200 PINNACLE WEST CAPITAL CORP COMMON 723484101 924 19,500 Defined 1 19,500 PLANAR SYSTEMS INC COMMON 726900103 937 36,200 Defined 1 25,500 10,700 PLATO LEARNING INC COMMON 72764Y100 768 24,800 Defined 1 24,800 PLEXUS CORP COMMON 729132100 528 16,000 Defined 1 16,000 POGO PRODUCING CO COMMON 730448107 1,850 77,100 Defined 1 65,300 11,800 POTOMAC EL $3.40 SFP PREF S 737679811 4,484 84,000 Defined 1 84,000 POTOMAC ELECTRIC POWER CO COMMON 737679100 697 33,300 Defined 1 33,300 PRAECIS PHARMACEUTICALS COMMON 739421105 1,023 62,200 Defined 1 51,500 10,700 PRAXAIR $6.75 PFD PREF S 74005P302 515 5,000 Defined 1 5,000 PRECISE SOFTWARE SOLUTIONS COMMON M41450103 1,937 63,100 Defined 1 54,100 9,000 PRIDE PETROLEUM INTERNATIONAL COMMON 741932107 659 34,700 Defined 1 34,700 PRIORITY HEALTHCARE CORP-B COMMON 74264T102 5,090 180,000 Defined 1 180,000 PROCTER & GAMBLE CO COMMON 742718109 5,232 82,000 Defined 1 82,000 PROTEIN DESIGN LABS INC COMMON 74369L103 7,375 85,000 Defined 1 85,000 PROVINCE HEALTHCARE INC COMMON 743977100 3,857 109,300 Defined 1 92,700 16,600 PUBLIC SERVICE CO NEW MEX COMMON 744499104 1,188 37,000 Defined 1 37,000 PUBLIC SERVICE ENTER GROUP INC COMMON 744573106 440 9,000 Defined 1 9,000 QUINTILES TRANSNATIONAL CORP COMMON 748767100 2,778 110,000 Defined 1 110,000 QWEST COMMUNICATIONS INTL COMMON 749121109 18,582 583,050 Defined 1 583,050 RADION ONE INC-CL D W/I COMMON 75040P405 4,008 181,800 Defined 1 159,200 22,600 RATIONAL SOFTWARE CORP COMMON 75409P202 20,477 730,000 Defined 1 730,000 RAYMOND JAMES FINANCIAL INC COMMON 754730109 5,355 175,000 Defined 1 175,000 RAYOVAC CORP COMMON 755081106 1,293 60,700 Defined 1 60,700 RAYTHEON CO COMMON 755111507 3,264 122,940 Defined 1 122,940 RCN CORP COMMON 749361101 126 22,949 Defined 1 22,949 RELIANT ENERGY INC COMMON 75952J108 370 11,500 Defined 1 11,500 RELIANT RESOURCES COMMON 75952B105 294 11,900 Defined 1 11,900 RENT-A-CENTER INC COMMON 76009N100 1,914 36,400 Defined 1 30,100 6,300 RIVIERA HLDGS CORP COMMON 769627100 5,357 857,160 Defined 1 857,160 ROYAL DUTCH PETRO-NY SHARES COMMON 780257804 1,777 30,500 Defined 1 30,500 S&P 400 MID-CAP DEP RECPT COMMON 595635103 2,924 30,700 Defined 1 30,700 SABA SOFTWARE INC COMMON 784932105 507 30,900 Defined 1 30,900 SAFEWAY INC COMMON 786514208 109,200 2,275,000 Defined 1 58,100 2,067,600 149,300 SAMSUNG ELEC GDS COMMON COMMON 494281SDL 712 9,100 Defined 1 9,100 SANMINA CORPX COMMON 800907107 5,853 250,000 Defined 1 250,000 SANTA FE INTERNATIONAL CORP COMMON G7805C108 14,500 500,000 Defined 1 500,000 SARA LEE CORP COMMON 803111103 1,989 105,000 Defined 1 105,000 SBC COMMUNICATIONS INC COMMON 78387G103 1,351 33,735 Defined 1 33,735 SBS TECHNOLOGIES COMMON 78387P103 1,354 71,600 Defined 1 59,000 12,600 SCHERING-PLOUGH CORP COMMON 806605101 3,189 88,000 Defined 1 16,900 34,400 36,700 SCHLUMBERGER LTD COMMON 806857108 3,054 58,000 Defined 1 58,000 SCIENTIFIC ATLANTA INC COMMON 808655104 17,255 425,000 Defined 1 425,000 SCIOS INC COMMON 808905103 1,876 75,000 Defined 1 61,800 13,200 SCOTTISH POWER PLC-ADR COMMON 81013T705 730 25,000 Defined 1 25,000 SCOTTS COMPANY COMMON 810186106 240 5,800 Defined 1 5,800 SHERWIN WILLIAMS CO COMMON 824348106 2,056 92,600 Defined 1 92,600 SHUFFLE MASTER INC. COMMON 825549108 627 29,850 Defined 1 29,850 SICOR INC COMMON 825846108 852 36,900 Defined 1 36,900 SIERRA PACIFIC RESOURCES COMMON 826428104 355 22,200 Defined 1 22,200 SIMON PROPERTY GROUP INC COMMON 828806109 2,428 81,000 Defined 1 81,000 SK TELECOM CO LTD-ADR COMMON 78440P108 509 30,120 Defined 1 30,120 SKYWEST INC COMMON 830879102 1,047 37,400 Defined 1 37,400 SMITH INTERNATIONAL INC COMMON 832110100 8,087 135,000 Defined 1 135,000 SONG NETWORKS HLDG AKTIR ADR COMMON 83544Q101 36 17,612 Defined 1 17,612 SOUTHERN CO COMMON 842587107 1,607 69,100 Defined 1 69,100 SOUTHTRUST CORP COMMON 844730101 3,640 140,000 Defined 1 140,000 SPECIALTY LABORATORIES COMMON 84749R100 1,098 29,000 Defined 1 29,000 SPECTRASITE HOLDINGS INC COMMON 84760T100 1,086 150,000 Defined 1 150,000 SPEECHWORKS INTERNATIONAL COMMON 84764M101 234 14,900 Defined 1 14,900 SPINNAKER EXPLORATION CO COMMON 84855W109 291 7,300 Defined 1 7,300 SPRINT CORP (FON GROUP) COMMON 852061100 1,493 69,900 Defined 1 69,900 SPRINT CORP PCS SER1 COMMON 852061506 1,451 60,100 Defined 1 15,000 45,100 - STARBUCKS CORP COMMON 855244109 1,955 85,000 Defined 1 85,000 STATION CASINOS INC COMMON 857689103 1,814 113,400 Defined 1 96,000 17,400 STEINER LEISURE LTD COMMON P8744Y102 8,000 400,000 Defined 1 400,000 STELMAR SHIPPING LIMITED COMMON V8726M103 1,429 82,100 Defined 1 67,400 14,700 STILLWATER MINING CO COMMON 86074Q102 272 9,300 Defined 1 9,300 STILLWATER MINING COMPANY COMMON 86074Q102 1,231 42,100 Defined 1 42,100 SUN MICROSYSTEMS INC COMMON 866810104 3,661 232,900 Defined 1 232,900 SUNGARD DATA SYSTEMS INC COMMON 867363103 11,704 390,000 Defined 1 390,000 SUNOCO INC COMMON 86764P109 1,967 53,700 Defined 1 53,700 SYNTROLEUM CORP COMMON 871630109 216 23,800 Defined 1 23,800 TAIWAN SEMICONDUCTOR ADR COMMON 874039100 595 39,200 Defined 1 39,200 TARGET CORP COMMON 87612E106 71,034 2,053,000 Defined 1 87,900 1,550,000 415,100 TARO PHARMACEUTICAL INDUS COMMON M8737E108 1,314 15,000 Defined 1 12,400 2,600 TELEFONICA SA-SPON ADR COMMON 879382208 877 23,560 Defined 1 23,560 TELEFONOS DE MEXICO-CL L ADR COMMON 879403780 484 13,800 Defined 1 13,800 TELENORTE LESTE PATICIP-ADR COMMON 879246106 394 25,837 Defined 1 25,837 TELLABS INC COMMON 879664100 1,004 52,100 Defined 1 52,100 TERADYNE INC COMMON 880770102 1,258 38,000 Defined 1 38,000 TETRA TECH COMMON 88162F105 597 24,400 Defined 1 24,400 TEVA PHARMACEUTICALS ADR COMMON 881624209 268 4,300 Defined 1 4,300 TEXACO INC COMMON 881694103 970 14,570 Defined 1 14,570 TEXAS INSTRUMENTS INC COMMON 882508104 35,803 1,136,600 Defined 1 57,100 945,000 134,500 TEXAS REGIONAL BANCSHARES-A COMMON 882673106 16,620 412,500 Defined 1 412,500 THERMA-WAVE INC COMMON 88343A108 1,402 73,500 Defined 1 59,000 14,500 TIFFANY & CO COMMON 886547108 5,288 146,000 Defined 1 146,000 TIME WARNER TELECOM-CL A COMMON 887319101 268 8,000 Defined 1 8,000 TITAN CORP COMMON 888266103 586 25,600 Defined 1 25,600 TORCH OFFSHORE, INC COMMON 891019101 299 30,000 Defined 1 30,000 TRANSMETA COMMON 89376R109 374 67,000 Defined 1 67,000 TRANSOCEAN SEDCO FOREX INC COMMON G90078109 21,838 529,409 Defined 1 509,100 20,309 TRAVELOCITY.COM INC COMMON 893953109 414 13,500 Defined 1 13,500 TRIBUNE CO COMMON 896047107 6,802 170,000 Defined 1 170,000 TRITON ENERGY CORP COMMON G90751101 1,942 59,300 Defined 1 49,000 10,300 TRIUMPH GROUP COMMON 896818101 823 16,800 Defined 1 16,800 TRW COMMON 872649108 10,250 250,000 Defined 1 250,000 TWEETER HOME ENTERTAINMT GRP COMMON 901167106 487 13,800 Defined 1 13,800 TXU CORP COMMON 873168108 3,634 75,400 Defined 1 75,400 TYCO INT'L LTD COMMON 902124106 106,900 1,961,476 Defined 1 95,524 1,575,452 290,500 UNIVISION COMMUNICATIONS C L A COMMON 914906102 7,919 185,100 Defined 1 185,100 USA NETWORKS INC COMMON 902984103 3,326 118,000 Defined 1 118,000 USX-MARATHON GROUP COMMON 902905827 2,331 79,000 Defined 1 79,000 VASTERA INC COMMON 92239N109 273 19,200 Defined 1 19,200 VERISIGN INC COMMON 92343E102 8,701 145,000 Defined 1 145,000 VERITAS DGC INC COMMON 92343P107 647 23,300 Defined 1 23,300 VERITAS SOFTWRE COMMON 923436109 14,969 225,000 Defined 1 225,000 VERIZON COMMUNICATIONS COMMON 92343V104 2,643 49,400 Defined 1 49,400 VIACOM INC CL B COMMON 925524308 24,328 470,100 Defined 1 10,000 460,100 VODAFONE GROUP PLC- ADR COMMON 92857W100 7,878 352,500 Defined 1 352,500 WALGREEN CO COMMON 931422109 35,004 1,025,000 Defined 1 1,000,000 25,000 WAL-MART STORES INC COMMON 931142103 10,044 205,820 Defined 1 8,900 176,220 20,700 WALT DISNEY PRODUCTIONS COMMON 254687106 24,568 850,390 Defined 1 850,390 WASTE CONNECTIONS INC COMMON 941053100 1,206 33,500 Defined 1 26,700 6,800 WASTE MANAGEMENT INC COMMON 94106L109 3,072 99,670 Defined 1 99,670 WELLS FARGO $2.75ARP PFD PREF S 949746200 3,483 80,900 Defined 1 80,900 WELLS FARGO & CO COMMON 949746101 24,924 536,800 Defined 1 536,800 WHIRLPOOL COMMON 963320106 6,250 100,000 Defined 1 100,000 WILLIAMS COMMUNICATIONS GRP COMMON 969455104 34 11,471 Defined 1 11,471 WILLIAMS COMPANIES INC COMMON 969457100 1,341 40,700 Defined 1 40,700 WIND RIVER SYSTEMS COMMON 973149107 519 29,700 Defined 1 29,700 WORLDCOM INC-MCI GROUP COMMON 98157D304 207 12,830 Defined 1 12,830 WORLDCOM INC-WORLDCOM GROUP COMMON 98157D106 5,587 373,450 Defined 1 373,450 XL CAPITAL LTD-CLASS A COMMON G98255105 2,865 34,900 Defined 1 34,900 XM SATELLITE RADIO HOLD-CLA COMMON 983759101 3,807 235,000 Defined 1 235,000 ZALE CORP COMMON 988858106 856 25,400 Defined 1 25,400
-----END PRIVACY-ENHANCED MESSAGE-----