0000021847-01-500227.txt : 20011128
0000021847-01-500227.hdr.sgml : 20011128
ACCESSION NUMBER: 0000021847-01-500227
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20010930
FILED AS OF DATE: 20011107
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: 1934 Act
SEC FILE NUMBER: 028-01823
FILM NUMBER: 1777057
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
sr3q01.txt
13F 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 September 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
5th day of November, 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: 372
Form 13F Information Table Value Total (000's): $3,246,598
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
A T & T CORP COM 001957109 9,054 469,115 Defined 1 469,115
A.C.L.N. LIMITED COM M01764105 1,178 30,000 Defined 1 24,300 5,700
ABBEY NATIONAL S D CV 002927AA9 2,760 2,500,000 Defined 1 2,500,000
ABBOTT LABS COM 002824100 60,364 1,164,200 Defined 1 61,200 778,300 324,700
ABN AMRO NA $2.995 PFD PFD STK 003714839 1,762 35,000 Defined 1 35,000
ACTUATE SOFTWARE COM 00508B102 406 97,000 Defined 1 80,300 16,700
AETNA INC COM 00817Y108 7,740 267,900 Defined 1 267,900
AFLAC INC COM 001055102 13,500 500,000 Defined 1 500,000
ALCOA INC COM 013817101 65,627 2,116,320 Defined 1 49,500 1,740,820 326,000
ALLEGHENY ENERGY IN COM COM 017361106 807 22,000 Defined 1 22,000
ALLIANCE DATA SYSTEMS CORP COM 018581108 601 37,000 Defined 1 37,000
ALTERA CORPORATION COM 021441100 1,731 105,000 Defined 1 105,000
AMBAC FINANCIAL GROUP INC COM 023139108 5,471 100,000 Defined 1 100,000
AMER HOME PROD COM 026609107 2,184 37,500 Defined 1 32,000 5,500
AMER INTERNATIONAL GROUP INC COM 026874107 73,690 944,740 Defined 1 944,740
AMERADA HESS CORP COM 023551104 3,632 57,200 Defined 1 57,200
AMERICA MOVIL-SERIES L COM 02364W105 408 27,500 Defined 1 27,500
AMERICAN HOME PRODUCTS CORP COM 026609107 34,723 596,100 Defined 1 596,100
AMERICAN INTL GROUP COM 026874107 22,894 293,519 Defined 1 79,287 214,232
AMERICAN ITALIAN PASTA CO A COM 027070101 2,102 48,600 Defined 1 41,300 7,300
AMERICAN MEDICAL SYSTEMS COM 02744M108 553 29,000 Defined 1 29,000
AMERICAN TOWER CORP CL A COM 029912201 6,945 500,000 Defined 1 500,000
AMERISOURCEBERGEN CORP COM 03073E105 8,159 115,000 Defined 1 115,000
AMGEN INC COM 031162100 2,292 39,000 Defined 1 39,000
AMR CORP COM 001765106 1,116 58,300 Defined 1 58,300
ANADARKO PETROLEUM COM 032511107 1,957 40,700 Defined 1 40,700
AOL TIME WARNER COM 00184A105 76,999 2,326,250 Defined 1 142,300 1,789,200 394,750
AON CORP COM 037389103 2,755 65,600 Defined 1 65,600
APACHE CORP COM 037411105 5,374 125,000 Defined 1 125,000
APLACN PWR $5.92 SFP PFD STK 037735859 2,075 20,000 Defined 1 20,000
APPLE COMPUTER INC COM 037833100 15,510 1,000,000 Defined 1 1,000,000
APPLIED MATLS COM 038222105 1,007 35,410 Defined 1 35,410
APPLIED MICRO CIRCUITS CORP COM 03822W109 699 100,000 Defined 1 81,000 19,000
APTARGROUP INC COM 038336103 741 23,300 Defined 1 23,300
AQUILLA INC COM 03840J106 1,208 55,400 Defined 1 55,400
ARCH COAL COM 039380100 360 23,100 Defined 1 23,100
ARCHER DANIELS MIDLAND CO COM 039483102 2,165 171,942 Defined 1 171,942
ARGOSY GAMING COMPANY COM 040228108 1,218 46,500 Defined 1 38,400 8,100
ARMOR HOLDINGS INC COM 042260109 1,388 70,100 Defined 1 50,400 19,700
ASPECT MEDICAL SYSTEMS INC COM 045235108 330 30,100 Defined 1 30,100
ASPEN TECHNOLOGY INC COM 045327103 390 39,000 Defined 1 39,000
ASTROPOWER INC COM 04644A101 266 7,700 Defined 1 7,700
AT & T WIRELESS SERVICES COM 00209A106 500 33,486 Defined 1 33,486
ATRIX LABORATIORIES INC COM 04962L101 484 20,600 Defined 1 20,600
AWARE INC/MASS COM 05453N100 162 41,000 Defined 1 41,000
BALLY TOTAL FITNESS HLDG CORP COM 05873K108 835 41,100 Defined 1 41,100
BANK HAPOALIM LTD-GDR COM 062510201 287 29,000 Defined 1 29,000
BANK NEW YORK INC COM 064057102 8,750 250,000 Defined 1 250,000
BANK ONE COM 06423A103 787 25,000 Defined 1 25,000
BARRICK GOLD CORP COM 067901108 2,394 138,000 Defined 1 138,000
BAXTER INTL INC COM 071813109 50,509 917,500 Defined 1 10,000 650,000 257,500
BEA SYSTEMS INC COM 073325102 13,721 1,430,800 Defined 1 1,430,800
BEA SYSTEMS INC COM 073325102 5,511 574,700 Defined 1 37,500 537,200
BED BATH & BEYOND INC COM 075896100 5,525 217,000 Defined 1 217,000
BELLSOUTH CORP COM 079860102 648 15,600 Defined 1 15,600
BERKSHIRE HATHAWAY IN CL A COM 084670108 4,060 58 Defined 1 58
BIOSPHERE MEDICAL COM 09066V103 86 10,400 Defined 1 10,400
BJ SERVICES CO COM 055482103 3,736 210,000 Defined 1 210,000
BOEING CO COM 097023105 1,152 34,400 Defined 1 34,400
BOSTON PRIVATE FINL HLDGS COM 101119105 1,278 65,500 Defined 1 53,700 11,800
BOSTON SCIENTIFIC CORP COM 101137107 2,468 120,400 Defined 1 120,400
BOWATER INC COM 102183100 2,073 47,100 Defined 1 47,100
BRINKER INTERNATIONAL INC COM 109641100 3,307 140,000 Defined 1 140,000
BRISTOL-MYERS SQUIBB CO COM 110122108 21,927 394,640 Defined 1 38,500 74,400 281,740
BUCA INC COM 117769109 2,244 200,000 Defined 1 200,000
CALIFORNIA PIZZA KITCHEN COM 13054D109 369 23,300 Defined 1 23,300
CALPINE CORPORATION COM 131347106 20,531 900,100 Defined 1 900,100
CAPITAL ONE FINANCIAL CORP COM 14040H105 1,611 35,000 Defined 1 35,000
CAREMARK RX INC COM 141705103 742 44,500 Defined 1 44,500
CARNIVAL CORP COM 143658102 3,654 165,920 Defined 1 165,920
CCI PFD $3.11 PFD H PFD STK 172967705 2,504 52,600 Defined 1 52,600
CEC ENTERTANMENT INC COM 125137109 1,722 50,500 Defined 1 41,000 9,500
CEDAR FAIR LP COM 150185106 6,158 315,000 Defined 1 315,000
CELGENE CORP COM 151020104 769 29,100 Defined 1 29,100
CH ROBINSON WORLDWIDE INC COM 12541W100 869 30,000 Defined 1 30,000
CHARTER COMMUNICATIONS INC-A COM 16117M107 1,424 115,000 Defined 1 115,000
CHASE MAN $2.48 PFD PFD STK 46625H852 2,431 50,000 Defined 1 50,000
CHECK POINT SOFTWARE TECH COM M22465104 437 19,855 Defined 1 19,855
CHEVRON CORP COM 166751107 2,280 26,900 Defined 1 26,900
CHICO'S FAS INC COM 168615102 890 37,800 Defined 1 37,800
CHOICEPOINT INC COM 170388102 500 12,000 Defined 1 5,850 6,150
CHUBB CORP COM 171232101 1,064 14,900 Defined 1 14,900
CIA PARANAENSE ENER-SP ADRP COM 20441B407 462 79,000 Defined 1 79,000
CIENA CORP COM 171779101 782 76,000 Defined 1 61,500 14,500
CIMA LABS INC. COM 171796105 1,051 17,300 Defined 1 14,000 3,300
CIRCUIT CITY STORES INC COM 172737108 514 42,800 Defined 1 42,800
CISCO SYSTEMS INC COM 17275R102 43,479 3,569,710 Defined 1 249,800 2,589,010 730,900
CITIGROUP INC COM 172967101 114,963 2,838,603 Defined 1 164,502 2,232,570 441,531
CLEAR CHANNEL COMMUNICATIONS COM 184502102 20,591 518,000 Defined 1 4,000 510,000 4,000
CLOSURE MEDICAL CORPORATION COM 189093107 479 24,900 Defined 1 24,900
CMS ENERGY CORP COM 125896100 568 28,400 Defined 1 28,400
COACH INC COM 189754104 4,692 177,000 Defined 1 177,000
COGNIZANT TECH SOLUTIONS CRP COM 192446102 1,037 46,300 Defined 1 37,100 9,200
COLDWATER CREEK INC COM 193068103 920 50,300 Defined 1 50,300
COMCAST CORP-SPECIAL CL A COM 200300200 6,134 171,000 Defined 1 171,000
COMMUNITY FIRST BANKSHARES COM 203902101 1,945 81,000 Defined 1 66,700 14,300
COMVERSE TECH COM 205862402 4,915 240,000 Defined 1 240,000
CONAGRA FOODS INC COM 205887102 3,987 177,600 Defined 1 177,600
CONCORD EFS INC COM 206197105 3,786 77,350 Defined 1 77,350
CONOCO INC -CL B COM 208251405 2,387 94,186 Defined 1 94,186
CONSTELLATION BRNDS COM 21036P108 2,925 70,200 Defined 1 58,300 11,900
CONSTELLATION ENERGY GROUP COM 210371100 605 25,000 Defined 1 25,000
COR THERAPEUTICS INC COM 217753102 457 20,200 Defined 1 20,200
CORINTHIAN COLLEGES INC COM 218868107 506 15,000 Defined 1 15,000
CORNING INCORPORATED COM 219350105 28,365 3,216,000 Defined 1 189,500 2,400,000 626,500
CORPORATE EXECUTIVE BOARD COM 21988R102 965 37,000 Defined 1 37,000
COX RADIO INC-CL A COM 224051102 3,631 180,000 Defined 1 180,000
CUBIST PHARMAECEUTICALS COM 229678107 767 23,400 Defined 1 23,400
CULLEN/FROST BANKERS INC COM 229899109 458 17,000 Defined 1 17,000
DELL COMPUTER CORPORATION COM 247025109 25,580 1,380,500 Defined 1 34,500 885,500 460,500
DELPHI AUTOMOTIVE SYSTEMS COM 247126105 2,348 199,800 Defined 1 199,800
DELTA & PINE LAND CO COM 247357106 594 35,000 Defined 1 35,000
DEUTSCHE TELEKOM AG SPONS ADR COM 251566105 1,789 115,450 Defined 1 115,450
DEVON ENERGY CORPORATION COM 25179M103 4,414 128,300 Defined 1 128,300
DOCTOR REDDY'S LAB- ADR COM 256135203 205 9,200 Defined 1 9,200
DOVER CORP COM 260003108 804 26,700 Defined 1 26,700
DRS TECHNOLOGIES-INC COM 23330X100 1,356 39,000 Defined 1 31,700 7,300
DSP GROUP INC COM 23332B106 2,550 127,800 Defined 1 105,000 22,800
DUKE ENERGY CORP COM 264399106 54,962 1,452,100 Defined 1 104,500 1,030,600 317,000
DUSA PHARMACEUTICALS INC COM 266898105 347 33,800 Defined 1 33,800
EAST WEST BANCORP COM 27579R104 3,406 145,600 Defined 1 121,500 24,100
EASTMAN KODAK CO COM 277461109 1,932 59,400 Defined 1 59,400
ECHOSTAR COMMUNICTIO COM 278762109 59,294 2,548,100 Defined 1 30,000 2,050,600 467,500
EDISON INTERNATIONAL COM 281020107 3,708 281,800 Defined 1 281,800
EFUNDS CORP COM 28224R101 526 31,600 Defined 1 31,600
EI DUPONT DE NEMOURS & CO INC COM 263534109 2,146 57,191 Defined 1 57,191
EL PASO CORPORATION COM 28336L109 2,846 68,500 Defined 1 68,500
ELECTRONIC ARTS INC COM 285512109 6,636 145,300 Defined 1 145,300
ELECTRONIC DATA SYSTEMS CORP COM 285661104 55,772 968,600 Defined 1 33,200 713,400 222,000
ELECTRONICS BOUTIQUE HOLDNG CO COM 286045109 404 15,000 Defined 1 15,000
ELI LILLY & CO COM 532457108 1,735 21,500 Defined 1 21,500
EMC CORP COM 268648102 26,421 2,248,600 Defined 1 157,500 1,586,300 504,800
EMERSON ELECTRIC CO COM 291011104 1,238 26,300 Defined 1 26,300
ENERGY EAST CORPORATION COM 29266M109 1,006 50,000 Defined 1 50,000
ENRON CORP COM 293561106 48,786 1,791,620 Defined 1 106,200 1,307,420 378,000
ENRON CORP CV CONV FXD 293561CD6 26,004 43,500,000Defined 1 43,500,000
ENZON INC COM 293904108 7,155 140,300 Defined 1 140,300
EQUITY RESIDENTIAL PROPS COM 29476L107 1,302 22,300 Defined 1 22,300
ERICSSON L M TEL CO COM 294821400 848 242,791 Defined 1 58,000 45,791 139,000
ESPEED INC-CL A COM 296643109 766 192,300 Defined 1 159,100 33,200
ESTEE LAUDER CO. COM 518439104 4,144 125,000 Defined 1 125,000
EXELON CORPORATION COM 30161N101 2,047 45,900 Defined 1 45,900
EXPEDITORS INTL WASH INC COM 302130109 8,050 170,000 Defined 1 170,000
EXPRESS SCRIPTS INC-CLASS A COM 302182100 9,435 170,000 Defined 1 170,000
EXULT INC COM 302284104 5,057 432,600 Defined 1 417,900 14,700
EXXON MOBIL CORPORATION COM 30231G102 9,312 236,340 Defined 1 236,340
FANNIE MAE COM 313586109 4,083 51,000 Defined 1 51,000
FASTENAL CO COM 311900104 7,977 140,000 Defined 1 140,000
FIDELITY NATIONAL FINL INC COM 316326107 4,507 167,600 Defined 1 167,600
FIFTH THIRD BANCORP COM 316773100 311 5,062 Defined 1 5,062
FINISAR CORPORATION COM 31787A101 3,911 987,600 Defined 1 964,900 22,700
FIRSTENERGY CORP COM 337932107 838 23,300 Defined 1 23,300
FISERV INC COM 337738108 10,681 313,125 Defined 1 313,125
FLEXTRONICS INTL LTD COM Y2573F102 4,466 270,000 Defined 1 270,000
FMC TECHNOLOGIES INC COM 30249U101 459 39,700 Defined 1 39,700
FORD MOTOR COMPANY -W/I COM 345370860 10,370 597,716 Defined 1 597,716
FOUR SEASONS HOTEL INC COM 35100E104 4,496 120,000 Defined 1 120,000
FPL GROUP INC COM 302571104 857 16,000 Defined 1 16,000
FREDDIE MAC COM 313400301 8,847 136,100 Defined 1 32,000 73,200 30,900
GALLAGHER (ARTHUR J.) & CO. COM 363576109 5,287 156,200 Defined 1 138,500 17,700
GAP INC COM 364760108 10,158 850,000 Defined 1 850,000
GATEWAY INC COM 367626108 289 53,000 Defined 1 53,000
GENENTECH INC COM 368710406 61,639 1,400,900 Defined 1 15,200 1,073,300 312,400
GENERAL DYNAMICS CORP COM 369550108 1,413 16,000 Defined 1 16,000
GENERAL ELECTRIC CO COM 369604103 104,605 2,811,960 Defined 1 170,300 2,205,460 436,200
GENERAL MILLS INC COM 370334104 1,815 39,900 Defined 1 39,900
GENESCO INC COM 371532102 707 43,500 Defined 1 43,500
GENTA INC COM 37245M207 1,314 127,000 Defined 1 103,900 23,100
GENTEX CORP COM 371901109 9,556 400,000 Defined 1 400,000
GILLETTE COM 375766102 685 23,000 Defined 1 23,000
GOLDMAN SACHS GROUP INC COM 38141G104 21,405 300,000 Defined 1 300,000
GRANITE CONSTRUCTION INC COM 387328107 523 20,400 Defined 1 20,400
GSI LUMONICS INC COM 36229U102 669 89,400 Defined 1 73,800 15,600
GUILFORD PHARMACEUTICALS INC COM 401829106 654 76,000 Defined 1 62,300 13,700
H J HEINZ CO COM 423074103 1,888 44,800 Defined 1 44,800
HALLIBURTON CO COM 406216101 841 37,300 Defined 1 37,300
HARLEY DAVIDSON COM 412822108 4,945 122,100 Defined 1 122,100
HARRAH'S ENTERTAINMENT INC COM 413619107 216 8,000 Defined 1 8,000
HCA INC COM 404119109 1,653 37,300 Defined 1 37,300
HEALTH MGMT ASSOCIATES INC A COM 421933102 5,190 250,000 Defined 1 250,000
HELLER FINL $6.95 PFD PFD STK 423328871 1,568 15,000 Defined 1 15,000
HISPANIC BROADCASTING CORP COM 43357B104 19,320 1,200,000 Defined 1 1,200,000
HOME DEPOT INC COM 437076102 47,625 1,241,200 Defined 1 101,850 1,079,400 59,950
HOT TOPIC INC COM 441339108 2,028 80,800 Defined 1 80,800
HOTEL RESERVATIONS INC-CL A COM 441451101 3,980 175,000 Defined 1 175,000
HOUSEHOLD INTERNATIONAL INC COM 441815107 45,668 810,000 Defined 1 810,000
I B M COM 459200101 220 2,400 Defined 1 2,400
I-MANY INC COM 44973Q103 299 128,800 Defined 1 106,400 22,400
IMPATH INC COM 45255G101 483 14,000 Defined 1 14,000
IMS HEALTH INC COM 449934108 3,883 155,000 Defined 1 155,000
INDYMAC BANCORP INC COM 456607100 431 15,900 Defined 1 15,900
INSITUFORM TECHNOLOGIES-CLA COM 457667103 488 28,600 Defined 1 28,600
INTEL CORP COM 458140100 4,282 210,000 Defined 1 210,000
INTERCEPT GROUP INC COM 45845L107 274 8,200 Defined 1 8,200
INTERMUNE INC COM 45884X103 2,873 75,100 Defined 1 63,500 11,600
INTERPUBLIC GROUP COS INC COM 460690100 1,350 66,200 Defined 1 66,200
INTUIT INC COM 461202103 25,060 700,000 Defined 1 700,000
INVESTORS FINANCIAL SVCS CP COM 461915100 6,513 113,000 Defined 1 113,000
ITC DELTACOM INC COM 45031T104 126 105,200 Defined 1 87,000 18,200
IVEX PACKAGING CORP COM 465855104 3,267 191,600 Defined 1 150,200 41,400
JABIL CIRCUIT INC COM 466313103 537 30,000 Defined 1 30,000
JOHNSON & JOHNSON COM 478160104 114,688 2,070,185 Defined 1 17,200 2,000,520 52,465
KIMBERLY CLARK CORP COM 494368103 2,331 37,600 Defined 1 37,600
KINDER MORGAN ENERGY PRTNRS COM 494550106 1,876 54,200 Defined 1 54,200
KINDER MORGAN INC COM 49455P101 33,463 680,000 Defined 1 680,000
KOHLS CORP COM 500255104 56,182 1,170,450 Defined 1 48,950 928,600 192,900
KRAFT FOODS INC-A COM 50075N104 8,764 255,000 Defined 1 5,000 250,000
LABORATORY CRP OF AMER HLDING COM 50540R409 11,319 140,000 Defined 1 140,000
LEHMAN BROTHERS HLDG INC COM 524908100 1,217 21,400 Defined 1 21,400
LEVEL 3 COMMUNICATON COM 52729N100 5,469 1,446,800 Defined 1 5,000 1,425,000 16,800
LIBERTY MEDIA CORP NEW SER A COM 530718105 84,266 6,635,100 Defined 1 347,800 5,220,0001,067,300
LILLY (ELI) COM 532457108 944 11,702 Defined 1 10,400 1,302
LINCLN NAT $1.60PFD PFD STK 534041207 1,012 40,000 Defined 1 40,000
LUCENT TECHNOLOGIES INC COM 549463107 1,506 262,800 Defined 1 262,800
MARSH & MCLENNAN CO INC COM 571748102 2,582 26,700 Defined 1 26,700
MATRIXONE INC COM 57685P304 925 170,200 Defined 1 139,600 30,600
MATTEL INC COM 577081102 28,188 1,800,000 Defined 1 1,800,000
MAXIM INTEGRATED PRODUCTS INC COM 57772K101 13,452 385,000 Defined 1 385,000
MAXIMUS INC COM 577933104 513 12,900 Defined 1 12,900
MBNA CORP COM 55262L100 23,778 785,000 Defined 1 785,000
MCDONALDS CORP COM 580135101 24,298 895,300 Defined 1 895,300
MCSI INC COM 55270M108 800 49,700 Defined 1 33,600 16,100
MEASUREMENT SPECAILITIES, INC COM 583421102 246 24,900 Defined 1 24,900
MEDTRONIC INC COM 585055106 79,870 1,836,100 Defined 1 136,700 1,250,600 448,800
MERCK & CO INC COM 589331107 4,482 67,300 Defined 1 63,700 3,600
METRIS COMPANIES INC COM 591598107 3,663 148,000 Defined 1 148,000
METTLER TOLEDO INTERNATIONAL COM 592688105 7,164 170,000 Defined 1 170,000
MGIC INV CORP COM 552848103 7,971 122,000 Defined 1 122,000
MICREL INC COM 594793101 299 15,000 Defined 1 15,000
MICROCHIP TECHNOLOGY COM 595017104 3,744 139,700 Defined 1 139,700
MICROSOFT CORP COM 594918104 102,749 2,008,000 Defined 1 85,600 1,659,800 262,600
MIDAMERICN ENERGY $7 PFD PFD STK 595620204 1,254 12,170 Defined 1 12,170
MINERALS TECHNOLOGIES INC COM 603158106 11,322 300,000 Defined 1 300,000
MIRANT CORP COM 604675108 679 31,012 Defined 1 31,012
MOLEX INC COM 608554200 5,954 245,000 Defined 1 245,000
MOTOROLA INC COM 620076109 827 53,000 Defined 1 53,000
MTR GAMING GROUP INC COM 553769100 1,219 131,500 Defined 1 107,700 23,800
NASDAQ-100 SHARES COM 631100104 290 10,000 Defined 1 10,000
NCO GROUP INC COM 628858102 479 35,000 Defined 1 35,000
NETWORK APPLIANCE INC COM 64120L104 3,128 460,000 Defined 1 460,000
NIPPON TELEGRAPH&TELE-SP ADR COM 654624105 671 29,000 Defined 1 29,000
NO IND PB SVC $3.00 PFD STK 665262879 263 5,500 Defined 1 5,500
NOBLE DRILLING CORP COM 655042109 3,595 149,800 Defined 1 10,000 39,800 100,000
NOKIA CORP ADR COM 654902204 54,630 3,490,700 Defined 1 142,700 2,750,000 598,000
NORTHEAST UTILITIES COM 664397106 1,019 54,400 Defined 1 54,400
NOVEN PHARMACEUTICALS INC COM 670009109 548 30,300 Defined 1 30,300
NUCOR CORP COM 670346105 2,144 54,000 Defined 1 54,000
OCEAN ENERGY INC NEW COM 67481E106 2,527 155,000 Defined 1 131,200 23,800
OPENWAVE SYSTEMS INC COM 683718100 1,084 85,000 Defined 1 85,000
ORACLE CORP COM 68389X105 2,285 181,600 Defined 1 181,600
ORION POWER HOLDINGS COM 686286105 574 22,500 Defined 1 22,500
O-SO CA ED $6.45 PFD02 PFD STK 842400780 296 5,450 Defined 1 5,450
P G & E CORP COM 69331C108 5,370 353,300 Defined 1 353,300
PACIFICORP $7.48 PFD PFD STK 695114652 748 7,000 Defined 1 7,000
PATTERSON-UTI ENERGY INC COM 703481101 459 37,100 Defined 1 37,100
PAYCHEX INC COM 704326107 11,816 375,000 Defined 1 375,000
PEPSI BOTTLING GROUP COM 713409100 1,728 37,500 Defined 1 37,500
PEPSICO INC COM 713448108 2,293 47,280 Defined 1 47,280
PERFORMANCE FOOD GROUP CO COM 713755106 699 24,500 Defined 1 24,500
PETROCHINA CO LTD-ADS COM 71646E100 192 10,000 Defined 1 10,000
PFIZER INC COM 717081103 101,282 2,525,753 Defined 1 175,943 1,809,010 540,800
PHARMACIA CORPORATION COM 71713U102 2,924 72,100 Defined 1 72,100
PHILADELPHIA CONSOLIDATED HLDG COM 717528103 3,616 104,100 Defined 1 86,300 17,800
PHILIP MORRIS CO INC COM 718154107 92,461 1,914,700 Defined 1 29,500 1,572,700 312,500
PHILLIPS PETROLEUM CO COM 718507106 2,958 54,830 Defined 1 54,830
PINNACLE WEST CAPITAL CORP COM 723484101 774 19,500 Defined 1 19,500
PLANAR SYSTEMS INC COM 726900103 467 23,200 Defined 1 23,200
PLATO LEARNING INC COM 72764Y100 439 18,200 Defined 1 18,200
PLEXUS CORP COM 729132100 377 16,000 Defined 1 16,000
PMC-SIERRA INC COM 69344F106 570 55,000 Defined 1 44,600 10,400
POGO PRODUCING CO COM 730448107 1,929 82,100 Defined 1 70,300 11,800
POTOMAC EL $3.40 SFP PFD STK 737679811 4,694 84,000 Defined 1 84,000
POTOMAC ELECTRIC POWER CO COM 737679100 731 33,300 Defined 1 33,300
PRAECIS PHARMACEUTICALS COM 739421105 232 62,200 Defined 1 51,500 10,700
PRAXAIR $6.75 PFD PFD STK 74005P302 519 5,000 Defined 1 5,000
PRECISE SOFTWARE SOLUTIONS COM M41450103 896 81,100 Defined 1 69,300 11,800
PROCTER & GAMBLE CO COM 742718109 5,969 82,000 Defined 1 82,000
PROVINCE HEALTHCARE INC COM 743977100 2,432 66,200 Defined 1 55,700 10,500
PUBLIC SERVICE CO NEW MEX COM 744499104 933 37,000 Defined 1 37,000
PUBLIC SERVICE ENTER GROUP INC COM 744573106 383 9,000 Defined 1 9,000
QWEST COMMUNICATIONS INTL COM 749121109 9,737 583,050 Defined 1 583,050
RADIAN GROUP INC COM 750236101 2,079 54,000 Defined 1 54,000
RADION ONE INC-CL D W/I COM 75040P405 3,497 303,000 Defined 1 255,000 48,000
RATIONAL SOFTWARE CORP COM 75409P202 6,841 790,000 Defined 1 790,000
RAYMOND JAMES FINANCIAL INC COM 754730109 3,394 125,000 Defined 1 125,000
RAYOVAC CORP COM 755081106 468 30,700 Defined 1 30,700
RAYTHEON CO COM 755111507 2,132 61,340 Defined 1 61,340
RCN CORP COM 749361101 73 22,949 Defined 1 22,949
RELIANT ENERGY INC COM 75952J108 303 11,500 Defined 1 11,500
RELIANT RESOURCES COM 75952B105 596 36,800 Defined 1 36,800
RENT-A-CENTER INC COM 76009N100 700 30,100 Defined 1 30,100
RIVIERA HLDGS CORP COM 769627100 3,643 857,160 Defined 1 857,160
ROYAL DUTCH PETRO-NY SHARES COM 780257804 2,523 50,200 Defined 1 50,200
S&P 400 MID-CAP DEP RECPT COM 595635103 1,108 14,000 Defined 1 14,000
SAFEWAY INC COM 786514208 97,937 2,465,700 Defined 1 79,800 2,037,600 348,300
SAMSUNG ELEC GDS COMMON COM 494281SDL 535 9,100 Defined 1 9,100
SANMINA CORPX COM 800907107 2,716 200,000 Defined 1 200,000
SANTA FE INTERNATIONAL CORP COM G7805C108 10,625 500,000 Defined 1 500,000
SARA LEE CORP COM 803111103 3,417 160,400 Defined 1 160,400
SBC COMMUNICATIONS INC COM 78387G103 1,985 42,135 Defined 1 42,135
SBS TECHNOLOGIES INC COM 78387P103 799 71,600 Defined 1 59,000 12,600
SCHERING-PLOUGH CORP COM 806605101 3,265 88,000 Defined 1 16,900 34,400 36,700
SCHLUMBERGER LTD COM 806857108 2,015 44,100 Defined 1 44,100
SCIENTIFIC ATLANTA INC COM 808655104 3,510 200,000 Defined 1 200,000
SCIOS INC COM 808905103 596 36,000 Defined 1 36,000
SCOTTISH POWER PLC-ADR COM 81013T705 356 15,000 Defined 1 15,000
SHERWIN WILLIAMS CO COM 824348106 1,760 79,200 Defined 1 79,200
SICOR INC COM 825846108 1,530 81,000 Defined 1 66,400 14,600
SIEBEL SYSTEMS INC COM 826170102 572 44,000 Defined 1 44,000
SIERRA PACIFIC RESOURCES COM 826428104 335 22,200 Defined 1 22,200
SIMON PROPERTY GROUP INC COM 828806109 2,180 81,000 Defined 1 81,000
SK TELECOM CO LTD-ADR COM 78440P108 555 30,120 Defined 1 30,120
SONG NETWORKS HLDG AKTIR ADR COM 83544Q101 7 17,612 Defined 1 17,612
SONUS NETWORKS INC COM 835916107 162 54,000 Defined 1 43,000 11,000
SOUTHTRUST CORP COM 844730101 2,292 90,000 Defined 1 90,000
SPECIALTY LABORATORIES COM 84749R100 798 29,000 Defined 1 29,000
SPRINT CORP (FON GROUP) COM 852061100 1,678 69,900 Defined 1 69,900
SPRINT CORP PCS COM 852061506 1,186 45,100 Defined 1 45,100
STARWOOD HOTELS & RESORTS WOR COM 85590A203 935 42,500 Defined 1 42,500
STATION CASINOS INC COM 857689103 261 31,100 Defined 1 31,100
STEINER LEISURE LTD COM P8744Y102 4,560 285,000 Defined 1 285,000
STELMAR SHIPPING LIMITED COM V8726M103 1,145 82,100 Defined 1 67,400 14,700
STILLWATER MINING COMPANY COM 86074Q102 847 42,100 Defined 1 42,100
SUN MICROSYSTEMS INC COM 866810104 1,926 232,900 Defined 1 232,900
SUNGARD DATA SYSTEMS INC COM 867363103 3,856 165,000 Defined 1 165,000
SUNOCO INC COM 86764P109 1,912 53,700 Defined 1 53,700
SYNTROLEUM CORP COM 871630109 112 23,800 Defined 1 23,800
TAIWAN SEMICONDUCTOR ADR COM 874039100 372 39,200 Defined 1 39,200
TARO PHARMACEUTICAL INDUS COM M8737E108 2,067 58,800 Defined 1 47,900 10,900
TELEFONICA SA-SPON ADR COM 879382208 800 23,560 Defined 1 23,560
TELEFONOS DE MEXICO-CL L ADR COM 879403780 446 13,800 Defined 1 13,800
TELENORTE LESTE PATICIP-ADR COM 879246106 132 14,637 Defined 1 14,637
TELLABS INC COM 879664100 515 52,100 Defined 1 52,100
TERADYNE INC COM 880770102 741 38,000 Defined 1 38,000
TETRA TECH COM 88162F105 425 24,400 Defined 1 24,400
TEVA PHARMACEUTICALS ADR COM 881624209 260 4,300 Defined 1 4,300
TEXAS INSTRUMENTS INC COM 882508104 34,683 1,388,400 Defined 1 61,500 1,099,900 227,000
TEXAS REGIONAL BANCSHARES-A COM 882673106 14,095 412,500 Defined 1 412,500
THERMA-WAVE INC COM 88343A108 390 38,000 Defined 1 38,000
THORATEC CORPORATION COM 885175307 1,075 65,000 Defined 1 52,000 13,000
THQ INC COM 872443403 440 10,200 Defined 1 10,200
TIFFANY & CO COM 886547108 3,659 169,000 Defined 1 169,000
TRANSMETA COM 89376R109 94 67,000 Defined 1 67,000
TRANSOCEAN SEDCO FRX COM G90078109 39,587 1,499,509 Defined 1 38,000 1,226,200 235,309
TRIBUNE CO COM 896047107 5,338 170,000 Defined 1 170,000
TRIQUINT SEMICONDUCTOR INC COM 89674K103 5,728 358,200 Defined 1 343,500 14,700
TXU CORP COM 873168108 1,473 31,800 Defined 1 31,800
TYCO INT'L LTD COM 902124106 88,360 1,941,976 Defined 1 105,224 1,547,452 289,300
UNIVISION COMMUNICATIONS CLA COM 914906102 4,202 183,100 Defined 1 183,100
USA NETWORKS INC COM 902984103 5,304 295,000 Defined 1 295,000
USX-MARATHON GROUP COM 902905827 2,113 79,000 Defined 1 79,000
VASTERA INC COM 92239N109 215 19,200 Defined 1 19,200
VECTOR GROUP LTD. COM 92240M108 556 13,020 Defined 1 13,020
VERITAS SOFTWRE COM 923436109 4,149 225,000 Defined 1 225,000
VERIZON COMMUNICATIONS COM 92343V104 12,110 223,800 Defined 1 7,000 16,800 200,000
VERTEX PHARMACEUTICALS INC COM 92532F100 330 18,290 Defined 1 18,290
VIACOM INC CL B COM 925524308 17,323 502,100 Defined 1 17,000 485,100 -
WALGREEN CO COM 931422109 35,119 1,020,000 Defined 1 1,000,000 20,000
WAL-MART STORES INC COM 931142103 9,753 197,020 Defined 1 176,320 20,700
WALT DISNEY PRODUCTIONS COM 254687106 15,827 850,000 Defined 1 850,000
WASTE CONNECTIONS INC COM 941053100 721 26,700 Defined 1 26,700
WASTE MANAGEMENT INC COM 94106L109 2,665 99,670 Defined 1 99,670
WEBEX COMMUNICATNS COM 94767L109 1,204 56,700 Defined 1 46,100 10,600
WELLS FARGO $2.75ARP PFD PFD STK 949746200 3,681 80,900 Defined 1 80,900
WELLS FARGO & CO COM 949746101 23,861 536,800 Defined 1 536,800
WESTERN RESOURCES INC COM 959425109 523 31,600 Defined 1 31,600
WILLIAMS COMPANIES INC COM 969457100 1,493 54,700 Defined 1 54,700
WILSON GREATBACH TECHNOLOGIES COM 972232102 730 24,900 Defined 1 24,900
WORLDCOM INC-MCI GROUP COM 98157D304 1,632 107,130 Defined 1 107,130
WORLDCOM INC-WORLDCOM GROUP COM 98157D106 6,420 426,850 Defined 1 426,850
XL CAPITAL LTD-CLASS A COM G98255105 2,757 34,900 Defined 1 34,900
XM SATELLITE RADIO HOLD-CLA COM 983759101 969 185,000 Defined 1 185,000