-----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, DmuPf085GGKt+ZUYovMXbK3pqVfX8sSg2o2ajvri/RAUjBq84i7kMY3L/cJkXwbV edRagCDj6eNOOXOxBA9UjA== 0000021847-02-000050.txt : 20020414 0000021847-02-000050.hdr.sgml : 20020414 ACCESSION NUMBER: 0000021847-02-000050 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20011231 FILED AS OF DATE: 20020214 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: 02546103 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 sr4q01.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 December 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 14th day of February, 2002. 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. FleetBoston Financial Corporation (13F File No. 28-452) 2. Fleet National Bank (13F File No. 28-453) FORM 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 2 Form 13F Information Table Entry Total: 368 Form 13F Information Table Value Total (000's): $3,552,607 List of Other Included Managers: No. 13F File Number Name 1 28-452 FleetBoston Financial Corporation 2 28-453 Fleet National Bank 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 8,510 469,115 Defined 1,2 469,115 ABBEY NATIONAL S D CV 002927AA9 2,824 2,500,000 Defined 1,2 2,500,000 ABBOTT LABS COM 002824100 65,888 1,181,850 Defined 1,2 42,000 800,450 339,400 ACE LIMITED COM G0070K103 2,220 55,300 Defined 1,2 55,300 ACTUATE SOFTWARE COM 00508B102 550 104,300 Defined 1,2 90,300 14,000 AETNA INC COM 00817Y108 8,706 263,900 Defined 1,2 263,900 AFC ENTERPRISES INC COM 00104Q107 619 21,800 Defined 1,2 21,800 AFLAC INC COM 001055102 12,280 500,000 Defined 1,2 500,000 ALCOA INC COM 013817101 69,636 1,958,820 Defined 1,2 45,000 1,545,820 368,000 ALLEGHENY ENERGY IN COM COM 017361106 797 22,000 Defined 1,2 22,000 ALPHA INDUSTRIES INC COM 020753109 704 32,300 Defined 1,2 32,300 ALTERA CORPORATION COM 021441100 2,122 100,000 Defined 1,2 100,000 AMBAC FINANCIAL GROUP INC COM 023139108 3,472 60,000 Defined 1,2 60,000 AMER HOME PROD COM 026609107 1,657 27,000 Defined 1,2 3,000 24,000 AMER INTERNATIONAL GROUP INC COM 026874107 75,020 944,840 Defined 1,2 944,840 AMERADA HESS CORP COM 023551104 3,575 57,200 Defined 1,2 57,200 AMERICA MOVIL-SERIES L COM 02364W105 536 27,500 Defined 1,2 27,500 AMERICAN HOME PRODUCTS CORP COM 026609107 35,963 586,100 Defined 1,2 586,100 AMERICAN INTL GROUP COM 026874107 22,752 286,545 Defined 1,2 39,600 246,945 AMERICAN ITALIAN PASTA CO A COM 027070101 1,395 33,200 Defined 1,2 27,900 5,300 AMERICAN MEDICAL SYSTEMS COM 02744M108 600 29,000 Defined 1,2 29,000 AMERICAN PHARMACEUTICAL PARTNERS COM 02886P109 503 24,200 Defined 1,2 24,200 AMERISOURCEBERGEN CORP COM 03073E105 2,415 38,000 Defined 1,2 38,000 AMGEN INC COM 031162100 1,428 25,300 Defined 1,2 25,300 AMR CORP COM 001765106 1,958 88,300 Defined 1,2 88,300 ANADARKO PETROLEUM COM 032511107 2,314 40,700 Defined 1,2 40,700 ANTHEM INC COM 03674B104 1,163 23,500 Defined 1,2 23,500 AOL TIME WARNER COM 00184A105 71,830 2,237,700 Defined 1,2 76,800 1,664,400 496,500 AON CORP COM 037389103 1,307 36,800 Defined 1,2 36,800 APACHE CORP COM 037411105 6,035 121,000 Defined 1,2 121,000 APPLIED FILMS CORP COM 038197109 2,031 65,000 Defined 1,2 54,100 10,900 APPLIED MATLS COM 038222105 1,416 35,300 Defined 1,2 35,300 APTARGROUP INC COM 038336103 487 13,900 Defined 1,2 13,900 ARCH COAL COM 039380100 409 18,000 Defined 1,2 18,000 ARCHER DANIELS MIDLAND CO COM 039483102 2,467 171,942 Defined 1,2 171,942 ARGOSY GAMING COMPANY COM 040228108 1,564 48,100 Defined 1,2 40,000 8,100 ARMOR HOLDINGS INC COM 042260109 2,334 86,600 Defined 1,2 73,800 12,800 ASPECT MEDICAL SYSTEMS INC COM 045235108 235 23,500 Defined 1,2 23,500 ASPEN TECHNOLOGY INC COM 045327103 1,801 107,200 Defined 1,2 107,200 ASTROPOWER INC COM 04644A101 311 7,700 Defined 1,2 7,700 AT & T WIRELESS SERVICES COM 00209A106 481 33,486 Defined 1,2 33,486 ATRIX LABORATIORIES INC COM 04962L101 425 20,600 Defined 1,2 20,600 AWARE INC/MASS COM 05453N100 340 41,000 Defined 1,2 41,000 BALLY TOTAL FITNESS HLDG CORP COM 05873K108 886 41,100 Defined 1,2 41,100 BANK HAPOALIM LTD-GDR COM 062510201 310 29,000 Defined 1,2 29,000 BANK ONE COM 06423A103 976 25,000 Defined 1,2 25,000 BARRA INC COM 068313105 857 18,200 Defined 1,2 18,200 BARRICK GOLD CORP COM 067901108 2,201 138,000 Defined 1,2 138,000 BAXTER INTERNATIONAL INC COM 071813109 83,754 1,561,700 Defined 1,2 52,700 1,130,000 379,000 BEA SYSTEMS INC COM 073325102 27,029 1,754,000 Defined 1,2 1,754,000 BEA SYSTEMS INC COM 073325102 10,857 705,000 Defined 1,2 705,000 BED BATH & BEYOND INC COM 075896100 7,187 212,000 Defined 1,2 212,000 BELLSOUTH CORP COM 079860102 595 15,600 Defined 1,2 15,600 BERKSHIRE HATHAWAY IN CL A COM 084670108 4,385 58 Defined 1,2 58 BIOMARIN PHARMACEUTICAL INC COM 09061G101 564 42,000 Defined 1,2 42,000 BJ SERVICES CO COM 055482103 5,679 175,000 Defined 1,2 175,000 BOSTON PRIVATE FINANCIAL HOLD COM 101119105 1,589 72,000 Defined 1,2 60,800 11,200 BOSTON SCIENTIFIC CORP COM 101137107 1,486 61,600 Defined 1,2 61,600 BOWATER INC COM 102183100 2,247 47,100 Defined 1,2 47,100 BRINKER INTERNATIONAL INC COM 109641100 4,166 140,000 Defined 1,2 140,000 BRISTOL-MYERS SQUIBB CO COM 110122108 3,853 75,540 Defined 1,2 2,000 48,100 25,440 BROCADE COMM SYSTEMS COM 111621108 10,532 318,000 Defined 1,2 10,000 308,000 BUCA INC COM 117769109 3,242 200,000 Defined 1,2 200,000 CALIFORNIA PIZZA KITCHEN COM 13054D109 379 15,300 Defined 1,2 15,300 CALPINE CORPORATION COM 131347106 12,859 765,900 Defined 1,2 765,900 CAREMARK RX INC COM 141705103 726 44,500 Defined 1,2 44,500 CARNIVAL CORP COM 143658102 6,217 221,420 Defined 1,2 221,420 CCI PFD $3.11 PFD H PREF S 172967705 2,492 52,600 Defined 1,2 52,600 CEC ENTERTAINMENT INC COM 125137109 1,015 23,400 Defined 1,2 23,400 CEC ENTERTANMENT INC COM 125137109 208 4,800 Defined 1,2 4,800 CEDAR FAIR LP COM 150185106 7,809 315,000 Defined 1,2 315,000 CELGENE CORP COM 151020104 310 9,700 Defined 1,2 9,700 CELL THERAPEUTHICS INC COM 150934107 558 23,100 Defined 1,2 23,100 CHARTER COMMUNICATIONS INC-A COM 16117M107 1,889 115,000 Defined 1,2 115,000 CHECK POINT SOFTWARE TECH COM M22465104 513 12,855 Defined 1,2 12,855 CHEVRONTEXACO CORP COM 166764100 2,411 26,900 Defined 1,2 26,900 CHICO'S FAS INC COM 168615102 667 16,800 Defined 1,2 16,800 CHUBB CORP COM 171232101 1,980 28,700 Defined 1,2 28,700 CIA PARANAENSE ENER-SP ADR P COM 20441B407 620 79,000 Defined 1,2 79,000 CIENA CORP COM 171779101 501 35,000 Defined 1,2 35,000 CIMA LABS INC. COM 171796105 853 23,600 Defined 1,2 23,600 CIRCUIT CITY STORES INC COM 172737108 568 21,900 Defined 1,2 21,900 CISCO SYSTEMS INC COM 17275R102 66,815 3,689,410 Defined 1,2 151,800 2,614,210 923,400 CITIGROUP INC COM 172967101 132,631 2,627,403 Defined 1,2 84,001 2,032,370 511,032 CLOSURE MEDICAL CORPORATION COM 189093107 582 24,900 Defined 1,2 24,900 CMS ENERGY CORP COM 125896100 899 37,400 Defined 1,2 37,400 COACH INC COM 189754104 2,534 65,000 Defined 1,2 65,000 COGNIZANT TECH SOL COM 192446102 311 7,600 Defined 1,2 7,600 COGNIZANT TECH SOLUTIONS CRP COM 192446102 1,881 45,900 Defined 1,2 45,900 COMCAST CORP-SPECIAL CL A COM 200300200 6,156 171,000 Defined 1,2 171,000 COMMUNITY FIRST BANKSHARES COM 203902101 1,457 56,700 Defined 1,2 46,700 10,000 COMPAQ COMPUTER CORP COM 204493100 556 57,000 Defined 1,2 57,000 CONAGRA FOODS INC COM 205887102 4,222 177,600 Defined 1,2 177,600 CONCORD EFS INC COM 206197105 4,366 133,200 Defined 1,2 133,200 CONOCO INC COM 208251504 2,665 94,186 Defined 1,2 94,186 CONSTELLATION BRANDS INC-A COM 21036P108 2,357 55,000 Defined 1,2 47,800 7,200 CORINTHIAN COLLEGES INC COM 218868107 1,603 39,200 Defined 1,2 32,600 6,600 CORNELL COMPANIES INC COM 219141108 997 56,500 Defined 1,2 44,100 12,400 CORNING INCORPORATED COM 219350105 24,160 2,708,500 Defined 1,2 105,000 2,400,000 203,500 CORPORATE EXECUTIVE BOARD COM 21988R102 2,026 55,200 Defined 1,2 55,200 COX RADIO INC-CL A COM 224051102 4,332 170,000 Defined 1,2 170,000 CULLEN/FROST BANKERS INC COM 229899109 309 10,000 Defined 1,2 10,000 CYMER INC COM 232572107 313 11,700 Defined 1,2 11,700 DATACRAFT ASIA LTD COM 624683SDL 34 15,629 Defined 1,2 15,629 DELL COMPUTER CORPORATION COM 247025109 62,897 2,314,100 Defined 1,2 76,000 1,691,500 546,600 DELPHI AUTOMOTIVE SYSTEMS COM 247126105 2,729 199,800 Defined 1,2 199,800 DELTA & PINE LAND CO COM 247357106 724 32,000 Defined 1,2 32,000 DEUTSCHE TELEKOM AG SPONS ADR COM 251566105 1,951 115,450 Defined 1,2 115,450 DEVON ENERGY CORPORATION COM 25179M103 5,218 135,000 Defined 1,2 135,000 DOVER CORP COM 260003108 990 26,700 Defined 1,2 26,700 DRS TECHNOLOGIES-INC COM 23330X100 1,276 35,800 Defined 1,2 30,100 5,700 DSP GROUP INC COM 23332B106 1,754 75,400 Defined 1,2 62,800 12,600 DUKE ENERGY COM 264399106 28,683 730,600 Defined 1,2 730,600 EAST WEST BANC-CORP COM 27579R104 1,620 62,900 Defined 1,2 54,300 8,600 EASTMAN KODAK CO COM 277461109 2,958 100,500 Defined 1,2 100,500 EBAY INC COM 278642103 2,054 30,700 Defined 1,2 30,700 ECHOSTAR COMMUNICATIONS CL A COM 278762109 39,694 1,445,000 Defined 1,2 1,445,000 EDISON INTERNATIONAL COM 281020107 4,056 268,600 Defined 1,2 268,600 EDUCATION MANAGEMENT CORP COM 28139T101 3,553 98,000 Defined 1,2 98,000 EFUNDS CORP COM 28224R101 435 31,600 Defined 1,2 31,600 EI DUPONT DE NEMOURS & CO INC COM 263534109 2,431 57,191 Defined 1,2 57,191 EL PASO CORPORATION COM 28336L109 2,940 65,900 Defined 1,2 65,900 ELECTRONIC ARTS INC COM 285512109 6,912 115,300 Defined 1,2 115,300 ELECTRONIC DATA SYSTEMS CORP COM 285661104 40,335 588,400 Defined 1,2 588,400 ELECTRONICS BOUTIQUE HOLDNG CO COM 286045109 1,693 42,400 Defined 1,2 42,400 EMC CORP COM 268648102 42,312 3,148,200 Defined 1,2 126,000 2,050,000 972,200 EMERSON ELECTRIC CO COM 291011104 1,502 26,300 Defined 1,2 26,300 ENDOCARE INC COM 29264P104 1,124 62,700 Defined 1,2 52,700 10,000 ENERGY EAST CORPORATION COM 29266M109 950 50,000 Defined 1,2 50,000 ENTEGRIS INC COM 29362U104 860 78,500 Defined 1,2 66,000 12,500 ENZON INC COM 293904108 4,885 86,800 Defined 1,2 86,800 EOG RESOURCES INC COM 26875P101 1,991 50,900 Defined 1,2 50,900 ERICSSON (LM) TEL ADR B SHARES COM 294821400 1,267 242,791 Defined 1,2 58,000 45,791 139,000 EXELON CORPORATION COM 30161N101 3,562 74,400 Defined 1,2 74,400 EXPEDITORS INTL WASH INC COM 302130109 9,682 170,000 Defined 1,2 170,000 EXPRESS SCRIPTS INC-CLASS A COM 302182100 2,946 63,000 Defined 1,2 63,000 EXULT INC COM 302284104 6,956 433,400 Defined 1,2 420,100 13,300 EXXON MOBIL CORPORATION COM 30231G102 9,610 244,520 Defined 1,2 236,340 8,180 FANNIE MAE COM 313586109 4,055 51,000 Defined 1,2 51,000 FASTENAL CO COM 311900104 9,300 140,000 Defined 1,2 140,000 FEDEX CORPORATION COM 31428X106 2,096 40,400 Defined 1,2 40,400 FIDELITY NATIONAL FINL INC COM 316326107 4,032 162,600 Defined 1,2 162,600 FIFTH THIRD BANCORP COM 316773100 310 5,062 Defined 1,2 5,062 FINISAR CORPORATION COM 31787A101 14,043 1,380,800 Defined 1,2 1,380,800 FIRSTENERGY CORP COM 337932107 815 23,300 Defined 1,2 23,300 FISERV INC COM 337738108 13,251 313,125 Defined 1,2 313,125 FLEXTRONICS INTL LTD COM Y2573F102 5,998 250,000 Defined 1,2 250,000 FOUR SEASONS HOTEL INC COM 35100E104 7,014 150,000 Defined 1,2 150,000 FPL GROUP INC COM 302571104 902 16,000 Defined 1,2 16,000 FREDDIE MAC COM 313400301 6,945 106,200 Defined 1,2 10,500 55,500 40,200 GALLAGHER (ARTHUR J.) & CO. COM 363576109 6,115 177,300 Defined 1,2 168,300 9,000 GAP INC COM 364760108 10,455 750,000 Defined 1,2 750,000 GENENTECH INC COM 368710406 72,999 1,345,600 Defined 1,2 12,200 1,076,500 256,900 GENERAL DYNAMICS CORP COM 369550108 1,712 21,500 Defined 1,2 21,500 GENERAL ELECTRIC CO COM 369604103 111,922 2,792,460 Defined 1,2 89,900 2,205,560 497,000 GENERAL MILLS INC COM 370334104 3,688 70,900 Defined 1,2 70,900 GENESCO INC COM 371532102 903 43,500 Defined 1,2 43,500 GENTA INC COM 37245M207 710 49,900 Defined 1,2 49,900 GENTEX CORP COM 371901109 10,692 400,000 Defined 1,2 400,000 GILEAD SCIENCES INC COM 375558103 2,300 35,000 Defined 1,2 35,000 GILLETTE COM 375766102 768 23,000 Defined 1,2 23,000 GLOBALSANTAFE CORP COM G3930E101 15,543 545,000 Defined 1,2 545,000 GOLDMAN SACHS GROUP INC COM 38141G104 27,825 300,000 Defined 1,2 300,000 GOODYEAR TIRE & RUBBER CO COM 382550101 686 28,800 Defined 1,2 28,800 GUILFORD PHARMACEUTICALS INC COM 401829106 886 73,800 Defined 1,2 62,300 11,500 HALLIBURTON CO COM 406216101 665 50,800 Defined 1,2 50,800 HARLEY DAVIDSON COM 412822108 3,427 63,100 Defined 1,2 63,100 HARRAH'S ENTERTAINMENT INC COM 413619107 296 8,000 Defined 1,2 8,000 HCA-HEALTHCARE CO COM 404119109 13,501 350,300 Defined 1,2 10,000 37,300 303,000 HILB ROGAL AND HAMILTON CO COM 431294107 673 12,000 Defined 1,2 12,000 HISPANIC BROADCASTING CORP COM 43357B104 28,050 1,100,000 Defined 1,2 1,100,000 HOME DEPOT COM 437076102 5,680 111,350 Defined 1,2 46,450 64,900 HOME DEPOT INC COM 437076102 44,858 879,400 Defined 1,2 879,400 HONEYWELL INTL INC COM 438516106 829 24,500 Defined 1,2 16,000 8,500 HOT TOPIC INC COM 441339108 1,852 59,000 Defined 1,2 51,800 7,200 HOTEL RESERVATIONS INC-CL A COM 441451101 5,060 110,000 Defined 1,2 110,000 HOUSEHOLD INTERNATIONAL INC COM 441815107 30,998 535,000 Defined 1,2 535,000 I B M COM 459200101 290 2,400 Defined 1,2 2,400 IDEC PHARMACEUTICALS CORP COM 449370105 2,413 35,000 Defined 1,2 35,000 ILEX ONCOLOGY INC COM 451923106 841 31,100 Defined 1,2 31,100 I-MANY INC COM 44973Q103 1,158 120,000 Defined 1,2 100,000 20,000 IMPATH INC COM 45255G101 636 14,300 Defined 1,2 14,300 IMPAX LABORATORIES INC COM 45256B101 624 46,400 Defined 1,2 46,400 INDYMAC BANCORP INC COM 456607100 617 26,400 Defined 1,2 26,400 INGRAM MICRO INC CL A COM 457153104 2,425 140,000 Defined 1,2 140,000 INSITUFORM TECHNOLOGIES-CL A COM 457667103 476 18,600 Defined 1,2 18,600 INTEL CORP COM 458140100 6,969 221,600 Defined 1,2 221,600 INTERCEPT GROUP INC COM 45845L107 479 11,700 Defined 1,2 11,700 INTERGRA LIFE SCIENCE HOLDINGS COM 457985208 832 31,600 Defined 1,2 31,600 INTERGRATED CIRCUIT SYSTEMS COM 45811K208 515 22,800 Defined 1,2 22,800 INTERMUNE INC COM 45884X103 2,266 46,000 Defined 1,2 39,300 6,700 INTERNET SECURITY SOLUTIONS COM 46060X107 2,968 93,000 Defined 1,2 93,000 INTERPUBLIC GROUP COS INC COM 460690100 4,144 140,300 Defined 1,2 140,300 INTL BUSINESS MACHINES CORP COM 459200101 36,336 300,400 Defined 1,2 300,400 INTUIT INC COM 461202103 29,932 700,000 Defined 1,2 700,000 INVESTORS FINANCIAL SVCS CP COM 461915100 7,482 113,000 Defined 1,2 113,000 ITRON INC COM 465741106 633 20,900 Defined 1,2 20,900 IVEX PACKAGING CORP COM 465855104 2,924 153,900 Defined 1,2 127,700 26,200 JABIL CIRCUIT INC COM 466313103 4,090 180,000 Defined 1,2 180,000 JOHNSON & JOHNSON COM 478160104 121,757 2,060,185 Defined 1,2 14,700 2,000,520 44,965 KIMBERLY CLARK CORP COM 494368103 2,619 43,800 Defined 1,2 43,800 KINDER MORGAN ENERGY PRTNRS COM 494550106 2,050 54,200 Defined 1,2 54,200 KINDER MORGAN INC COM 49455P101 37,869 680,000 Defined 1,2 680,000 KING PHARMACEUTICALS INC COM 495582108 253 6,000 Defined 1,2 6,000 KOHLS CORP COM 500255104 79,647 1,130,700 Defined 1,2 16,500 903,600 210,600 L-3 CMMUNICATIONS HLDGS INC COM 502424104 8,550 95,000 Defined 1,2 95,000 LABORATORY CRP OF AMER HLDING COM 50540R409 9,298 115,000 Defined 1,2 115,000 LEHMAN BROTHERS HLDG INC COM 524908100 1,430 21,400 Defined 1,2 21,400 LEVEL 3 COMMUNICATIONS COM 52729N100 2,224 444,800 Defined 1,2 3,000 425,000 16,800 LEXMARK INTERNATIONAL INC COM 529771107 295 5,000 Defined 1,2 5,000 LIBERTY MEDIA CORP NEW SER COM 530718105 95,421 6,815,800 Defined 1,2 205,000 5,220,0001,390,800 LIGAND PHARMACEUTICALS-CL B COM 53220K207 1,378 77,000 Defined 1,2 64,200 12,800 LILLY (ELI) COM 532457108 1,155 14,702 Defined 1,2 10,400 4,302 LINCLN NAT $1.60PFD PREF S 534041207 996 40,000 Defined 1,2 40,000 LUCENT TECHNOLOGIES INC COM 549463107 1,653 262,800 Defined 1,2 262,800 MARSH & MCLENNAN CO INC COM 571748102 2,869 26,700 Defined 1,2 26,700 MATRIXONE INC COM 57685P304 1,047 80,600 Defined 1,2 67,200 13,400 MATTEL INC COM 577081102 27,520 1,600,000 Defined 1,2 1,600,000 MAXIM INTEGRATED PRODUCTS INC COM 57772K101 21,004 400,000 Defined 1,2 400,000 MAXIMUS INC COM 577933104 829 19,700 Defined 1,2 19,700 MBNA CORP COM 55262L100 17,600 500,000 Defined 1,2 500,000 MCDONALDS CORP COM 580135101 23,699 895,300 Defined 1,2 895,300 MCSI INC COM 55270M108 1,449 61,800 Defined 1,2 49,600 12,200 MEDTRONIC INC COM 585055106 97,391 1,901,800 Defined 1,2 74,800 1,320,800 506,200 MERCK & CO INC COM 589331107 4,357 74,100 Defined 1,2 70,500 3,600 MERCURY INTERACTIVE CORP COM 589405109 2,175 64,000 Defined 1,2 64,000 METRIS COMPANIES INC COM 591598107 3,342 130,000 Defined 1,2 130,000 METTLER TOLEDO INTERNATIONAL COM 592688105 5,185 100,000 Defined 1,2 100,000 MGIC INV CORP COM 552848103 7,221 117,000 Defined 1,2 117,000 MICREL INC COM 594793101 262 10,000 Defined 1,2 10,000 MICROCHIP TECHNOLOGY COM 595017104 5,412 139,700 Defined 1,2 139,700 MICROSOFT CORP COM 594918104 131,440 1,983,500 Defined 1,2 45,100 1,639,600 298,800 MIDAMERICN ENERGY $7 PFD PREF S 595620204 1,250 12,170 Defined 1,2 12,170 MIDWAY GAMES INC. COM 598148104 549 36,600 Defined 1,2 36,600 MINERALS TECHNOLOGIES INC COM 603158106 13,992 300,000 Defined 1,2 300,000 MIRANT CORP COM 604675108 275 17,137 Defined 1,2 17,137 MOTOROLA INC COM 620076109 796 53,000 Defined 1,2 53,000 MTR GAMING GROUP INC COM 553769100 1,246 77,900 Defined 1,2 64,500 13,400 NCO GROUP INC COM 628858102 802 35,000 Defined 1,2 35,000 NETEGRITY INC COM 64110P107 469 24,200 Defined 1,2 24,200 NETWORK APPLIANCE INC COM 64120L104 9,732 445,000 Defined 1,2 445,000 NIPPON TELEGRAPH&TELE-SP ADR COM 654624105 470 29,000 Defined 1,2 29,000 NOBLE DRILLING CORP COM 655042109 7,077 207,900 Defined 1,2 10,000 47,900 150,000 NOKIA CORP ADR COM 654902204 80,635 3,287,200 Defined 1,2 79,000 2,550,000 658,200 NORTHEAST UTILITIES COM 664397106 959 54,400 Defined 1,2 54,400 NOVAVAX INC COM 670002104 313 22,200 Defined 1,2 22,200 NOVELLUS SYSTEMS INC COM 670008101 34,302 869,500 Defined 1,2 10,000 600,000 259,500 NOVEN PHARMACEUTICALS INC COM 670009109 538 30,300 Defined 1,2 30,300 OCEAN ENERGY INC NEW COM 67481E106 2,845 148,200 Defined 1,2 128,200 20,000 P G & E CORP COM 69331C108 5,274 274,100 Defined 1,2 274,100 PACIFICORP $7.48 PFD PREF S 695114652 713 7,000 Defined 1,2 7,000 PAYCHEX INC COM 704326107 13,069 375,000 Defined 1,2 375,000 PEPSI BOTTLING GROUP COM 713409100 1,763 75,000 Defined 1,2 75,000 PEPSICO INC COM 713448108 14,701 301,930 Defined 1,2 8,350 42,580 251,000 PERFORMANCE FOOD GROUP CO COM 713755106 1,224 34,800 Defined 1,2 29,000 5,800 PETSMART INC COM 716768106 859 87,300 Defined 1,2 68,300 19,000 PFIZER INC COM 717081103 94,638 2,374,849 Defined 1,2 90,949 1,668,400 615,500 PHARMACIA CORPORATION COM 71713U102 17,333 406,400 Defined 1,2 12,000 144,400 250,000 PHILADELPHIA CONSOLIDATED HLDG COM 717528103 1,203 31,900 Defined 1,2 25,300 6,600 PHILIP MORRIS CO INC COM 718154107 55,900 1,219,200 Defined 1,2 33,500 922,700 263,000 PHILLIPS PETROLEUM CO COM 718507106 3,304 54,830 Defined 1,2 54,830 PINNACLE WEST CAPITAL CORP COM 723484101 816 19,500 Defined 1,2 19,500 PLANAR SYSTEMS INC COM 726900103 1,334 63,200 Defined 1,2 52,600 10,600 PLATO LEARNING INC COM 72764Y100 576 34,666 Defined 1,2 34,666 PLEXUS CORP COM 729132100 372 14,000 Defined 1,2 14,000 POGO PRODUCING CO COM 730448107 1,852 70,500 Defined 1,2 60,500 10,000 POTOMAC EL $3.40 SFP PREF S 737679811 4,242 84,000 Defined 1,2 84,000 POTOMAC ELECTRIC POWER CO COM 737679100 752 33,300 Defined 1,2 33,300 POWER INTEGRATIONS INC COM 739276103 468 20,500 Defined 1,2 20,500 PRAXAIR $6.75 PFD PREF S 74005P302 516 5,000 Defined 1,2 5,000 PRECISE SOFTWARE SOLUTIONS COM M41450103 1,204 58,300 Defined 1,2 58,300 PROCTER & GAMBLE CO COM 742718109 49,290 622,900 Defined 1,2 19,400 380,400 223,100 PROVINCE HEALTHCARE INC COM 743977100 4,327 140,200 Defined 1,2 118,100 22,100 PUBLIC SERVICE CO NEW MEX COM 744499104 1,036 37,000 Defined 1,2 37,000 PUBLIC SERVICE ENTER GROUP INC COM 744573106 380 9,000 Defined 1,2 9,000 QLOGIC CORP COM 747277101 3,027 68,000 Defined 1,2 68,000 RADIAN GROUP INC COM 750236101 2,319 54,000 Defined 1,2 54,000 RADION ONE INC-CL D W/I COM 75040P405 3,638 202,000 Defined 1,2 176,300 25,700 RATIONAL SOFTWARE CORP COM 75409P202 9,945 510,000 Defined 1,2 510,000 RAYMOND JAMES FINANCIAL INC COM 754730109 3,552 100,000 Defined 1,2 100,000 RAYOVAC CORP COM 755081106 540 30,700 Defined 1,2 30,700 RAYTHEON CO COM 755111507 1,992 61,340 Defined 1,2 61,340 RCN CORP COM 749361101 68 23,144 Defined 1,2 23,144 RELIANT ENERGY INC COM 75952J108 305 11,500 Defined 1,2 11,500 RELIANT RESOURCES COM 75952B105 1,947 117,900 Defined 1,2 117,900 RENT-A-CENTER INC COM 76009N100 984 29,300 Defined 1,2 29,300 RETEK INC COM 76128Q109 753 25,200 Defined 1,2 25,200 RIVIERA HLDGS CORP COM 769627100 3,634 857,160 Defined 1,2 857,160 ROYAL DUTCH PETRO-NY SHARES COM 780257804 2,461 50,200 Defined 1,2 50,200 S & P 500 DEPOSITARY RECEIPT COM 78462F103 22,864 200,000 Defined 1,2 200,000 S&P 400 MID-CAP DEP RECPT COM 595635103 927 10,000 Defined 1,2 10,000 SAFEWAY INC COM 786514208 72,511 1,736,800 Defined 1,2 40,200 1,492,600 204,000 SAMSUNG ELEC GDS COMMON COM 494281SDL 1,146 9,878 Defined 1,2 9,878 SARA LEE CORP COM 803111103 3,566 160,400 Defined 1,2 160,400 SBA COMMUNICATION CORP COM 78388J106 1,009 77,500 Defined 1,2 64,700 12,800 SBC COMMUNICATIONS INC COM 78387G103 5,161 131,747 Defined 1,2 131,747 SBS TECHNOLOGIES INC COM 78387P103 1,014 69,600 Defined 1,2 59,000 10,600 SCHERING PLOUGH COM 806605101 1,414 39,500 Defined 1,2 16,000 23,500 SCIENTIFIC ATLANTA INC COM 808655104 13,526 565,000 Defined 1,2 15,000 200,000 350,000 SCIOS INC COM 808905103 428 18,000 Defined 1,2 18,000 SCOTTISH POWER PLC-ADR COM 81013T705 326 15,000 Defined 1,2 15,000 SCOTTS COMPANY COM 810186106 276 5,800 Defined 1,2 5,800 SEACHANGE INTERNATIONAL INC COM 811699107 713 20,900 Defined 1,2 20,900 SHERWIN WILLIAMS CO COM 824348106 1,969 71,600 Defined 1,2 71,600 SICOR INC COM 825846108 927 59,100 Defined 1,2 59,100 SIEBEL SYSTEMS INC COM 826170102 2,851 101,900 Defined 1,2 101,900 SIERRA PACIFIC RESOURCES COM 826428104 334 22,200 Defined 1,2 22,200 SK TELECOM CO LTD-ADR COM 78440P108 651 30,120 Defined 1,2 30,120 SOLECTRON CORP COM 834182107 878 77,800 Defined 1,2 77,800 SONG NETWORKS HLDG AKTIR ADR COM 83544Q101 14 17,612 Defined 1,2 17,612 SONUS NETWORKS INC COM 835916107 199 43,000 Defined 1,2 43,000 SOUTHTRUST CORP COM 844730101 2,220 90,000 Defined 1,2 90,000 SOUTHWEST AIRLINES CO COM 844741108 11,365 615,000 Defined 1,2 615,000 SPECIALTY LABORATORIES COM 84749R100 685 24,900 Defined 1,2 24,900 SPRINT CORP (FON GROUP) COM 852061100 1,404 69,900 Defined 1,2 69,900 STARWOOD HOTELS & RESORTS WOR COM 85590A203 1,269 42,500 Defined 1,2 42,500 STATION CASINOS INC COM 857689103 348 31,100 Defined 1,2 31,100 STEINER LEISURE LTD COM P8744Y102 6,056 285,000 Defined 1,2 285,000 STELMAR SHIPPING LIMITED COM V8726M103 645 39,700 Defined 1,2 39,700 STILLWATER MINING COMPANY COM 86074Q102 270 14,600 Defined 1,2 14,600 SUN MICROSYSTEMS INC COM 866810104 1,837 148,900 Defined 1,2 148,900 SUNOCO INC COM 86764P109 2,005 53,700 Defined 1,2 53,700 SYNTROLEUM CORP COM 871630109 169 23,800 Defined 1,2 23,800 TAIWAN SEMICONDUCTOR ADR COM 874039100 673 39,200 Defined 1,2 39,200 TARGET CORP COM 87612E106 903 22,000 Defined 1,2 8,500 13,500 TARO PHARMACEUTICAL INDUS COM M8737E108 1,974 49,400 Defined 1,2 41,400 8,000 TELEFONICA SA-SPON ADR COM 879382208 944 23,560 Defined 1,2 23,560 TELEFONOS DE MEXICO-CL L ADR COM 879403780 483 13,800 Defined 1,2 13,800 TELENORTE LESTE PATICIP-ADR COM 879246106 223 14,270 Defined 1,2 14,270 TETRA TECH COM 88162F105 511 24,400 Defined 1,2 24,400 TEVA PHARMACEUTICALS ADR COM 881624209 268 4,351 Defined 1,2 4,351 TEXAS INSTRUMENTS INC COM 882508104 48,787 1,742,400 Defined 1,2 64,500 1,239,400 438,500 TEXAS REGIONAL BANCSHARES-A COM 882673106 15,613 412,500 Defined 1,2 412,500 TEXTRON INC COM 883203101 2,214 53,400 Defined 1,2 53,400 THERMA-WAVE INC COM 88343A108 567 38,000 Defined 1,2 38,000 THORATEC CORPORATION COM 885175307 1,494 87,900 Defined 1,2 75,400 12,500 TIFFANY & CO COM 886547108 4,469 142,000 Defined 1,2 142,000 TRANSMETA COM 89376R109 153 67,000 Defined 1,2 67,000 TRANSOCEAN SEDCO FOREX INC COM G90078109 22,788 673,809 Defined 1,2 5,500 634,000 34,309 TRIBUNE CO COM 896047107 5,240 140,000 Defined 1,2 140,000 TRIQUINT SEMICONDUCTOR INC COM 89674K103 2,863 233,500 Defined 1,2 215,600 17,900 TXU CORP COM 873168108 1,499 31,800 Defined 1,2 31,800 TYCO INT'L LTD COM 902124106 111,978 1,901,152 Defined 1,2 50,200 1,547,452 303,500 U.S. BANCORP COM 902973304 2,890 138,100 Defined 1,2 138,100 UNITED INDUSTRIAL CORP. COM 910671106 385 23,000 Defined 1,2 12,700 10,300 UNITED PARCEL SERVICE-CL B COM 911312106 1,842 33,800 Defined 1,2 33,800 UNIVISION COMMUNICATIONS CL A COM 914906102 7,327 181,100 Defined 1,2 181,100 USX-MARATHON GROUP COM 902905827 2,370 79,000 Defined 1,2 79,000 VECTOR GROUP LTD. COM 92240M108 566 17,220 Defined 1,2 17,220 VEECO INSTRUMENTS INC COM 922417100 1,633 45,300 Defined 1,2 37,300 8,000 VERITAS SOFTWRE COM 923436109 10,085 225,000 Defined 1,2 225,000 VERIZON COMMUNICATIONS COM 92343V104 41,637 877,300 Defined 1,2 42,500 516,800 318,000 VIACOM INC CL B COM 925524308 21,859 495,100 Defined 1,2 10,000 485,100 WALGREEN CO COM 931422109 34,333 1,020,000 Defined 1,2 1,000,000 20,000 WAL-MART STORES INC COM 931142103 11,114 193,120 Defined 1,2 172,420 20,700 WALT DISNEY PRODUCTIONS COM 254687106 12,432 600,000 Defined 1,2 600,000 WASTE CONNECTIONS INC COM 941053100 1,295 41,800 Defined 1,2 35,100 6,700 WASTE MANAGEMENT INC COM 94106L109 3,180 99,670 Defined 1,2 99,670 WELLS FARGO $2.75ARP PFD PREF S 949746200 3,783 77,600 Defined 1,2 77,600 WELLS FARGO & CO COM 949746101 25,149 578,800 Defined 1,2 578,800 WESTERN RESOURCES INC COM 959425109 939 54,600 Defined 1,2 54,600 WILLIAMS COMPANIES INC COM 969457100 1,039 40,700 Defined 1,2 40,700 WIND RIVER SYSTEMS COM 973149107 795 44,400 Defined 1,2 44,400 WORLDCOM INC-MCI GROUP COM 98157D304 1,318 103,796 Defined 1,2 103,796 WORLDCOM INC-WORLDCOM GROUP COM 98157D106 6,010 426,850 Defined 1,2 426,850 XL CAPITAL LTD-CLASS A COM G98255105 1,654 18,100 Defined 1,2 18,100 XM SATELLITE RADIO HOLD-CL A COM 983759101 3,121 170,000 Defined 1,2 170,000 ZIMMER HOLDINGS COM 98956P102 566 18,524 Defined 1,2 200 18,324
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