13F-HR 1 steinroequarter1.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 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: Jean Loewenberg, (617) 772-3737, 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 6th day of May, 2002. Stein Roe & Farnham Incorporated. By: Jean Loewenberg, 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: 375 Form 13F Information Table Value Total (000's): $3,233,451 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 AAR CORP COM 000361105 511 40,100 Defined 1,2 40,100 AFC ENTERPRISES INC COM 00104Q107 528 15,700 Defined 1,2 15,700 AFLAC INC COM 001055102 16,284 544,600 Defined 1,2 544,600 AMR CORP COM 001765106 1,896 88,300 Defined 1,2 88,300 AOL TIME WARNER COM 00184A105 54,008 2,668,610 Defined 1,2 93,500 1,966,360 608,750 A T & T CORP COM 001957109 4,844 369,190 Defined 1,2 369,190 ABBOTT LABS COM 002824100 58,313 1,089,350 Defined 1,2 47,000 750,450 291,900 ACTIVISION INC COM 004930202 3,778 120,000 Defined 1,2 120,000 ACTUATE SOFTWARE COM 00508B102 339 55,800 Defined 1,2 40,900 14,900 ADOBE SYSTEMS INC COM 00724F101 31,152 777,700 Defined 1,2 18,700 550,000 209,000 AETNA INC COM 00817Y108 11,948 251,000 Defined 1,2 251,000 AIRGATE PCS INC COM 009367103 769 54,000 Defined 1,2 43,500 10,500 ALCOA INC COM 013817101 65,935 1,886,700 Defined 1,2 64,500 1,420,300 401,900 ALLEGHENY ENERGY IN COM COM 017361106 1,362 32,500 Defined 1,2 32,500 ALLTRISTA CORP COM 020040101 1,453 44,000 Defined 1,2 34,500 9,500 ALTERA CORPORATION COM 021441100 1,904 92,600 Defined 1,2 92,600 AMBAC FINANCIAL GROUP INC COM 023139108 4,777 76,000 Defined 1,2 76,000 AMERADA HESS CORP COM 023551104 2,422 31,500 Defined 1,2 31,500 AMERICA MOVIL-SERIES L COM 02364W105 420 22,500 Defined 1,2 22,500 AMERICAN HEALTHWAYS INC COM 02649V104 773 28,700 Defined 1,2 28,700 AMER INTERNATIONAL GROUP INC COM 026874107 30,747 444,840 Defined 1,2 444,840 AMERICAN INTL GROUP COM 026874107 15,875 220,053 Defined 1,2 38,100 181,953 AMERICAN ITALIAN PASTA CO A COM 027070101 1,271 26,000 Defined 1,2 20,900 5,100 AMERICAN MEDICAL SYSTEMS COM 02744M108 1,641 71,700 Defined 1,2 57,500 14,200 AMERICAN PHARMACEUTICAL PARTNE COM 02886P109 343 24,200 Defined 1,2 24,200 AMERISOURCEBERGEN CORP COM 03073E105 3,023 39,000 Defined 1,2 39,000 AMKOR TECHNOLOGY INC COM 031652100 1,570 78,100 Defined 1,2 78,100 AMYLIN PHARMACEUTICAL INC COM 032346108 549 57,900 Defined 1,2 57,900 ANADARKO PETROLEUM COM 032511107 3,079 57,200 Defined 1,2 57,200 ANTHEM INC COM 03674B104 1,841 27,000 Defined 1,2 27,000 AON CORP COM 037389103 1,315 36,800 Defined 1,2 36,800 APACHE CORP COM 037411105 6,708 115,000 Defined 1,2 115,000 APPLIED FILMS CORP COM 038197109 706 28,600 Defined 1,2 28,600 APPLIED MATLS COM 038222105 1,873 77,000 Defined 1,2 77,000 AQUILLA INC COM 03840P102 354 22,100 Defined 1,2 22,100 ARGOSY GAMING COMPANY COM 040228108 446 12,400 Defined 1,2 12,400 ARMOR HOLDINGS INC COM 042260109 2,029 78,800 Defined 1,2 60,600 18,200 ASPEN TECHNOLOGY INC COM 045327103 1,025 66,600 Defined 1,2 53,500 13,100 ATRIX LABORATIORIES INC COM 04962L101 494 20,600 Defined 1,2 20,600 BJ SERVICES CO COM 055482103 12,859 350,000 Defined 1,2 350,000 BALLY TOTAL FITNESS HLDG CORP COM 05873K108 1,076 49,200 Defined 1,2 37,800 11,400 BARRICK GOLD CORP COM 067901108 2,770 138,000 Defined 1,2 138,000 BARRA INC COM 068313105 415 8,400 Defined 1,2 8,400 BAXTER INTERNATIONAL INC COM 071813109 94,299 1,636,700 Defined 1,2 55,400 1,190,000 391,300 BEA SYSTEMS INC COM 073325102 4,770 445,000 Defined 1,2 445,000 BEAR STEARNS COMPANIES INC COM 073902108 929 15,000 Defined 1,2 15,000 BED BATH & BEYOND INC COM 075896100 5,802 156,100 Defined 1,2 156,100 BELLSOUTH CORP COM 079860102 6,543 215,600 Defined 1,2 215,600 BELO A H CORP SER A COM 080555105 2,453 105,000 Defined 1,2 105,000 BERKSHIRE HATHAWAY IN CL A COM 084670108 6,464 88 Defined 1,2 88 BIOMARIN PHARMACEUTICAL INC COM 09061G101 212 35,100 Defined 1,2 35,100 BOSTON PRIVATE FINL HLDGS COM 101119105 1,991 74,200 Defined 1,2 60,800 13,400 BOSTON SCIENTIFIC CORP COM 101137107 2,308 92,600 Defined 1,2 92,600 BRINKER INTERNATIONAL INC COM 109641100 2,927 85,000 Defined 1,2 85,000 BRISTOL-MYERS SQUIBB CO COM 110122108 1,955 57,840 Defined 1,2 2,000 33,100 22,740 BROCADE COMMUNICATIONS SYS COM 111621108 27,167 1,037,500 Defined 1,2 25,000 600,000 412,500 BUCA INC COM 117769109 3,400 200,000 Defined 1,2 200,000 C-COR.NET CORP COM 125010108 801 65,000 Defined 1,2 52,300 12,700 CEC ENTERTANMENT INC COM 125137109 1,012 21,900 Defined 1,2 16,200 5,700 CMS ENERGY CORP COM 125896100 724 37,400 Defined 1,2 37,400 CALIFORNIA PIZZA KITCHEN COM 13054D109 819 35,000 Defined 1,2 35,000 CALPINE CORPORATION COM 131347106 9,031 821,000 Defined 1,2 821,000 CAREMARK RX INC COM 141705103 4,317 200,800 Defined 1,2 200,800 CARNIVAL CORP COM 143658102 5,040 151,320 Defined 1,2 151,320 CATERPILLAR INC COM 149123101 49,595 896,500 Defined 1,2 31,000 615,000 250,500 CEDAR FAIR LP COM 150185106 7,324 315,000 Defined 1,2 315,000 CELL THERAPEUTHICS INC COM 150934107 318 25,600 Defined 1,2 25,600 CERES GROUP INC COM 156772105 302 61,800 Defined 1,2 61,800 CHEVRONTEXACO CORP COM 166764100 2,332 26,900 Defined 1,2 26,900 CHICO'S FAS INC COM 168615102 494 13,700 Defined 1,2 13,700 CHUBB CORP COM 171232101 2,201 28,700 Defined 1,2 28,700 CIMA LABS COM 171796105 229 8,600 Defined 1,2 8,600 CISCO SYSTEMS INC COM 17275R102 60,853 3,977,300 Defined 1,2 161,300 2,843,100 972,900 CITIGROUP INC COM 172967101 90,289 2,003,704 Defined 1,2 82,001 1,436,436 485,267 CCI PFD $3.11 PFD H PREF S 172967705 2,499 52,600 Defined 1,2 52,600 CLOSURE MEDICAL CORPORATION COM 189093107 371 24,900 Defined 1,2 24,900 COGNIZANT TECH SOLUTIONS CRP COM 192446102 2,184 47,300 Defined 1,2 39,300 8,000 COMCAST CORP-SPECIAL CL A COM 200300200 2,006 75,000 Defined 1,2 75,000 COMMUNITY FIRST BANKSHARES COM 203902101 819 29,800 Defined 1,2 29,800 CIA PARANAENSE ENER-SP ADR P COM 20441B407 428 60,000 Defined 1,2 60,000 CONAGRA FOODS INC COM 205887102 4,351 177,600 Defined 1,2 177,600 CONCORD EFS INC COM 206197105 23,817 726,500 Defined 1,2 12,500 514,000 200,000 CONOCO INC COM 208251504 2,642 94,186 Defined 1,2 94,186 CONSTELLATION BRNDS COM 21036P108 1,802 30,500 Defined 1,2 23,200 7,300 CORINTHIAN COLLEGES INC COM 218868107 1,530 27,100 Defined 1,2 19,200 7,900 CORNELL COMPANIES INC COM 219141108 735 59,100 Defined 1,2 44,100 15,000 CORNING INCORPORATED COM 219350105 17,260 2,527,500 Defined 1,2 142,500 2,150,000 235,000 CORPORATE EXECUTIVE BOARD COM 21988R102 8,361 220,100 Defined 1,2 213,400 6,700 COSTAR GROUP INC COM 22160N109 571 24,000 Defined 1,2 24,000 COX RADIO INC-CL A COM 224051102 4,153 145,000 Defined 1,2 145,000 CROWN CORK AND SEAL CO. INC. COM 228255105 1,242 115,000 Defined 1,2 92,300 22,700 CULLEN/FROST BANKERS INC COM 229899109 377 10,000 Defined 1,2 10,000 DRS TECHNOLOGIES-INC COM 23330X100 1,328 29,300 Defined 1,2 23,600 5,700 DSP GROUP INC COM 23332B106 1,254 59,500 Defined 1,2 47,700 11,800 DELL COMPUTER CORPORATION COM 247025109 44,676 1,701,100 Defined 1,2 75,000 1,130,500 495,600 DELPHI CORP COM 247126105 3,107 199,800 Defined 1,2 199,800 DEUTSCHE TELEKOM AG SPONS ADR COM 251566105 1,527 115,450 Defined 1,2 115,450 DEVON ENERGY CORPORATION COM 25179M103 4,931 100,000 Defined 1,2 100,000 WALT DISNEY PRODUCTIONS COM 254687106 13,908 600,000 Defined 1,2 600,000 DOCTOR REDDY'S LAB- ADR COM 256135203 201 9,200 Defined 1,2 9,200 DOVER CORP COM 260003108 995 26,700 Defined 1,2 26,700 DOW CHEMICAL CO COM 260543103 1,396 43,900 Defined 1,2 43,900 EI DUPONT DE NEMOURS & CO INC COM 263534109 2,545 57,191 Defined 1,2 57,191 DUKE ENERGY COM 264399106 2,254 58,800 Defined 1,2 58,800 EMC CORP COM 268648102 24,800 2,360,400 Defined 1,2 158,500 1,200,0001,001,900 EOG RESOURCES INC COM 26875P101 2,166 50,900 Defined 1,2 50,900 EAST WEST BANCORP COM 27579R104 1,923 55,600 Defined 1,2 45,300 10,300 EASTMAN KODAK CO COM 277461109 3,237 100,500 Defined 1,2 100,500 EBAY INC COM 278642103 8,799 165,700 Defined 1,2 165,700 ECHOSTAR COMMUNICATIONS CL A COM 278762109 33,184 1,220,000 Defined 1,2 1,220,000 EDISON INTERNATIONAL COM 281020107 2,095 115,400 Defined 1,2 115,400 EDUCATION MANAGEMENT CORP COM 28139T101 6,684 155,000 Defined 1,2 155,000 EL PASO CORPORATION COM 28336L109 3,548 88,700 Defined 1,2 88,700 ELECTRONIC ARTS INC COM 285512109 7,098 120,200 Defined 1,2 120,200 ELECTRONIC DATA SYSTEMS CORP COM 285661104 2,322 42,800 Defined 1,2 42,800 ELECTRONICS BOUTIQUE HOLDNG CO COM 286045109 4,964 172,600 Defined 1,2 163,600 9,000 EMERSON ELECTRIC CO COM 291011104 2,098 39,300 Defined 1,2 39,300 ENDOCARE INC COM 29264P104 783 40,800 Defined 1,2 40,800 ENERGY EAST CORPORATION COM 29266M109 1,100 50,000 Defined 1,2 50,000 ENTEGRIS INC COM 29362U104 994 62,700 Defined 1,2 47,700 15,000 ENZON INC COM 293904108 570 15,300 Defined 1,2 15,300 ERICSSON L M TEL CO COM 294821400 823 197,000 Defined 1,2 65,000 132,000 EXELON CORPORATION COM 30161N101 2,938 54,100 Defined 1,2 54,100 EXPEDITORS INTL WASH INC COM 302130109 8,160 141,000 Defined 1,2 141,000 EXTENDED STAY AMERICA INC COM 30224P101 2,672 160,000 Defined 1,2 160,000 EXULT INC COM 302284104 784 85,900 Defined 1,2 70,100 15,800 EXXON MOBIL CORPORATION COM 30231G102 10,544 260,320 Defined 1,2 1,500 236,640 22,180 FPL GROUP INC COM 302571104 1,016 16,000 Defined 1,2 16,000 FSI INTERNATIONAL INC COM 302633102 424 35,500 Defined 1,2 35,500 FAMILY DOLLAR STORES COM 307000109 3,287 95,000 Defined 1,2 95,000 FASTENAL CO COM 311900104 7,277 87,000 Defined 1,2 87,000 FREDDIE MAC COM 313400301 5,744 87,900 Defined 1,2 87,900 FANNIE MAE COM 313586109 4,025 51,000 Defined 1,2 51,000 FEDERATED INVESTOR INC-CL B COM 314211103 5,835 182,000 Defined 1,2 182,000 FEDEX CORPORATION COM 31428X106 2,087 40,400 Defined 1,2 40,400 F5 NETWORKS INC COM 315616102 345 26,500 Defined 1,2 26,500 FIDELITY NATIONAL FINL INC COM 316326107 966 31,300 Defined 1,2 31,300 FIFTH THIRD BANCORP COM 316773100 342 5,062 Defined 1,2 5,062 FINISAR CORPORATION COM 31787A101 9,266 1,450,100 Defined 1,2 1,450,100 FIRST HORIZON PHARMACEUTICAL COM 32051K106 1,003 38,500 Defined 1,2 38,500 FISERV INC COM 337738108 10,448 235,000 Defined 1,2 235,000 FIRSTENERGY CORP COM 337932107 410 12,300 Defined 1,2 12,300 FOUR SEASONS HOTEL INC COM 35100E104 5,744 115,000 Defined 1,2 115,000 FREEMARKETS INC COM 356602102 412 23,200 Defined 1,2 23,200 GALLAGHER (ARTHUR J.) & CO. COM 363576109 8,556 238,000 Defined 1,2 227,100 10,900 GAMESTOP CORP COM 36466R101 389 20,400 Defined 1,2 20,400 GAP INC COM 364760108 11,992 849,900 Defined 1,2 849,900 GENENTECH INC COM 368710406 53,350 1,383,900 Defined 1,2 20,000 1,101,500 262,400 GENERAL DYNAMICS CORP COM 369550108 3,651 37,600 Defined 1,2 37,600 GENERAL ELECTRIC CO COM 369604103 60,548 1,812,200 Defined 1,2 87,600 1,240,500 484,100 GENERAL MILLS INC COM 370334104 1,106 25,100 Defined 1,2 25,100 GENTEX CORP COM 371901109 13,171 416,000 Defined 1,2 416,000 GENTA INC COM 37245M207 740 55,100 Defined 1,2 55,100 GENZYME COM 372917104 1,343 32,800 Defined 1,2 32,800 GEORGIA PACIFIC CORP COM 373298108 2,663 91,900 Defined 1,2 91,900 GILLETTE COM 375766102 782 23,000 Defined 1,2 23,000 GLOBAL IMAGING SYSTEMS COM 37934A100 612 32,100 Defined 1,2 32,100 GOLDMAN SACHS GROUP INC COM 38141G104 23,625 300,000 Defined 1,2 300,000 GOODYEAR TIRE & RUBBER CO COM 382550101 641 28,800 Defined 1,2 28,800 GUILFORD PHARMACEUTICALS INC COM 401829106 577 76,000 Defined 1,2 62,300 13,700 HCA INC COM 404119109 4,401 92,100 Defined 1,2 92,100 HDFC BANK LTD ADR COM 40415F101 299 19,800 Defined 1,2 19,800 HALLIBURTON CO COM 406216101 1,325 78,000 Defined 1,2 78,000 HARLEY DAVIDSON COM 412822108 3,344 63,100 Defined 1,2 63,100 HARRAH'S ENTERTAINMENT INC COM 413619107 295 6,000 Defined 1,2 6,000 HILB ROGAL AND HAMILTON CO COM 431294107 1,449 40,800 Defined 1,2 31,500 9,300 HISPANIC BROADCASTING CORP COM 43357B104 27,292 1,017,600 Defined 1,2 1,017,600 HOME DEPOT INC COM 437076102 29,930 632,650 Defined 1,2 48,950 367,500 216,200 HOT TOPIC INC COM 441339108 1,976 87,600 Defined 1,2 87,600 HOUSEHOLD INTERNATIONAL INC COM 441815107 31,185 535,000 Defined 1,2 535,000 I-MANY INC COM 44973Q103 149 30,000 Defined 1,2 30,000 ILEX ONCOLOGY INC COM 451923106 1,043 63,000 Defined 1,2 50,600 12,400 ILL TOOL WORKS COM 452308109 203 2,800 Defined 1,2 2,800 IMPATH INC COM 45255G101 338 14,300 Defined 1,2 14,300 IMPAX LAB INC COM 45256B101 74 10,600 Defined 1,2 10,600 INDYMAC BANCORP INC COM 456607100 667 26,400 Defined 1,2 26,400 INGRAM MICRO INC CL A COM 457153104 369 24,800 Defined 1,2 24,800 INSITUFORM TECHNOLOGIES-CL A COM 457667103 462 18,600 Defined 1,2 18,600 INTERGRA LIFE SCIENCE HOLDINGS COM 457985208 2,098 107,600 Defined 1,2 107,600 INTERGRATED CIRCUIT SYSTEMS COM 45811K208 454 22,800 Defined 1,2 22,800 INTEL CORP COM 458140100 6,340 221,600 Defined 1,2 221,600 INTERCEPT INC COM 45845L107 355 11,700 Defined 1,2 11,700 INTERMUNE INC COM 45884X103 2,132 77,800 Defined 1,2 62,500 15,300 I B M COM 459200101 250 2,400 Defined 1,2 2,400 INTL SPPEDWAY CORP CLASS A COM 460335201 3,083 71,700 Defined 1,2 71,700 INTERPUBLIC GROUP COS INC COM 460690100 4,332 140,300 Defined 1,2 140,300 INTERSIL HOLDING CORP COM 46069S109 3,249 121,000 Defined 1,2 121,000 INTRADO INC. COM 46117A100 595 32,000 Defined 1,2 32,000 INTUIT INC COM 461202103 13,733 350,500 Defined 1,2 350,500 INVESTORS FINANCIAL SVCS CP COM 461915100 6,178 83,900 Defined 1,2 83,900 ISHARES RUSSELL 2000 GROWTH COM 464287648 332 6,000 Defined 1,2 6,000 ITRON INC COM 465741106 1,275 37,000 Defined 1,2 29,600 7,400 JDA SOFTWARE GROUP COM 46612K108 741 24,500 Defined 1,2 24,500 JABIL CIRCUIT INC COM 466313103 3,674 180,000 Defined 1,2 180,000 JOHNSON & JOHNSON COM 478160104 109,336 1,711,085 Defined 1,2 14,700 1,650,420 45,965 KIMBERLY CLARK CORP COM 494368103 2,852 43,800 Defined 1,2 43,800 KINDER MORGAN ENERGY PRTNRS COM 494550106 8,450 238,100 Defined 1,2 238,100 KINDER MORGAN INC COM 49455P101 25,459 525,900 Defined 1,2 525,900 KING PHARMACEUTICALS INC COM 495582108 2,131 68,000 Defined 1,2 68,000 KOHLS CORP COM 500255104 68,617 938,600 Defined 1,2 15,500 719,700 203,400 LTX CORP COM 502392103 386 18,200 Defined 1,2 18,200 LABORATORY CRP OF AMER HLDING COM 50540R409 11,815 119,100 Defined 1,2 119,100 LEVEL 3 COMMUNICATON COM 52729N100 70 19,800 Defined 1,2 3,000 16,800 LEXMARK INTERNATIONAL INC COM 529771107 5,201 87,000 Defined 1,2 87,000 LIBERTY MEDIA CORP NEW SER COM 530718105 73,301 6,608,800 Defined 1,2 206,500 5,275,5001,126,800 LIGAND PHARM-CL B COM 53220K207 1,093 66,100 Defined 1,2 50,800 15,300 LILLY (ELI) COM 532457108 11,468 150,502 Defined 1,2 23,600 126,902 LINCLN NAT $1.60PFD PREF S 534041207 996 40,000 Defined 1,2 40,000 LOCKHEED MARTIN CORP COM 539830109 25,764 409,600 Defined 1,2 409,600 LUCENT TECHNOLOGIES INC COM 549463107 2,310 502,200 Defined 1,2 502,200 MBNA CORP COM 55262L100 17,725 500,000 Defined 1,2 500,000 MCSI INC COM 55270M108 927 67,200 Defined 1,2 49,100 18,100 MGIC INV CORP COM 552848103 2,084 29,200 Defined 1,2 29,200 MIM CORPORATION COM 553044108 852 48,600 Defined 1,2 38,600 10,000 MTR GAMING GROUP INC COM 553769100 518 30,900 Defined 1,2 30,900 MANTECH INTERNATIONAL CORP COM 564563104 611 25,800 Defined 1,2 25,800 MARATHON OIL CORP COM 565849106 2,296 79,000 Defined 1,2 79,000 MARSH & MCLENNAN CO INC COM 571748102 2,699 26,700 Defined 1,2 26,700 MATRIXONE INC COM 57685P304 143 16,000 Defined 1,2 16,000 MATSUSHITA ELEC IND-SPON ADR COM 576879209 1,491 110,000 Defined 1,2 110,000 MATTEL INC COM 577081102 33,024 1,600,000 Defined 1,2 1,600,000 MAXIM INTEGRATED PRODUCTS INC COM 57772K101 17,430 350,000 Defined 1,2 350,000 MAXIMUS INC COM 577933104 611 19,700 Defined 1,2 19,700 MCDONALDS CORP COM 580135101 27,128 955,200 Defined 1,2 955,200 MEDTRONIC INC COM 585055106 73,061 1,628,700 Defined 1,2 75,500 1,100,400 452,800 MERCK & CO INC COM 589331107 6,299 115,700 Defined 1,2 112,100 3,600 MERCURY INTERACTIVE CORP COM 589405109 2,385 64,000 Defined 1,2 64,000 METRIS COMPANIES INC COM 591598107 208 10,400 Defined 1,2 10,400 METRO ONE TELECOMMUNINCATIONS COM 59163F105 650 36,500 Defined 1,2 36,500 MICREL INC COM 594793101 220 10,000 Defined 1,2 10,000 MICROSOFT CORP COM 594918104 99,551 1,851,800 Defined 1,2 48,200 1,507,000 296,600 MICROCHIP TECHNOLOGY COM 595017104 3,400 76,400 Defined 1,2 76,400 MICROSEMI CORP COM 595137100 439 33,100 Defined 1,2 33,100 MICROTUNE INC COM 59514P109 229 20,500 Defined 1,2 20,500 MIDAMERICN ENERGY $7 PFD PREF S 595620204 1,257 12,170 Defined 1,2 12,170 MIDWAY GAMES INC. COM 598148104 500 36,600 Defined 1,2 36,600 MINERALS TECHNOLOGIES INC COM 603158106 15,000 300,000 Defined 1,2 300,000 MOODY'S CORPORATION COM 615369105 2,702 62,000 Defined 1,2 62,000 MOTOROLA INC COM 620076109 816 53,000 Defined 1,2 53,000 MYKROLIS CORPORATION COM 62852P103 1,097 73,900 Defined 1,2 59,300 14,600 NRG ENERGY COM 629377102 491 39,200 Defined 1,2 39,200 NETSCREEN TECHNOLOGIES INC COM 64117V107 285 29,000 Defined 1,2 29,000 NETWORK APPLIANCE INC COM 64120L104 9,685 555,000 Defined 1,2 555,000 NIPPON TELEGRAPH&TELE-SP ADR COM 654624105 576 29,000 Defined 1,2 29,000 NOKIA CORP ADR COM 654902204 58,101 3,352,200 Defined 1,2 89,000 2,550,000 713,200 NOBLE DRILLING CORP COM 655042109 12,838 307,900 Defined 1,2 10,000 47,900 250,000 NORTHEAST UTILITIES COM 664397106 1,088 54,400 Defined 1,2 54,400 NOVELLUS SYS INC COM 670008101 12,317 227,500 Defined 1,2 15,000 212,500 NOVEN PHARMACEUTICALS INC COM 670009109 571 28,400 Defined 1,2 28,400 OAK TECHNOLOGY INC COM 671802106 826 57,500 Defined 1,2 46,000 11,500 OCEAN ENERGY INC NEW COM 67481E106 2,394 113,400 Defined 1,2 93,100 20,300 P G & E CORP COM 69331C108 4,843 206,100 Defined 1,2 206,100 PNM RESOURCES COM 69349H107 1,073 37,000 Defined 1,2 37,000 PACIFICORP $7.48 PFD PREF S 695114652 705 7,000 Defined 1,2 7,000 PATTERSON-UTI ENERGY INC COM 703481101 688 21,500 Defined 1,2 21,500 PAYCHEX INC COM 704326107 25,711 676,000 Defined 1,2 475,000 201,000 PEPSICO INC COM 713448108 57,442 1,109,000 Defined 1,2 19,000 822,000 268,000 PERFORMANCE FOOD GRP COM 713755106 1,698 48,000 Defined 1,2 38,600 9,400 PETCO ANIMAL SUPPLIES COM 716016209 509 21,200 Defined 1,2 21,200 PETSMART INC COM 716768106 1,123 77,000 Defined 1,2 54,300 22,700 PFIZER INC COM 717081103 62,852 1,671,408 Defined 1,2 82,508 1,053,100 535,800 PHARMACIA CORPORATION COM 71713U102 8,213 199,200 Defined 1,2 199,200 PHILADELPHIA CONSOLIDATED HLDG COM 717528103 1,271 30,300 Defined 1,2 22,500 7,800 PHILIP MORRIS CO INC COM 718154107 57,261 1,059,900 Defined 1,2 31,000 815,900 213,000 PHILLIPS PETROLEUM CO COM 718507106 3,279 54,830 Defined 1,2 54,830 PINNACLE WEST CAPITAL CORP COM 723484101 854 19,500 Defined 1,2 19,500 PLANAR SYSTEMS INC COM 726900103 1,640 65,200 Defined 1,2 52,600 12,600 PLATO LEARNING INC COM 72764Y100 465 34,666 Defined 1,2 34,666 POGO PRODUCING CO COM 730448107 1,851 54,800 Defined 1,2 44,900 9,900 POLYCOM INC COM 73172K104 4,903 237,800 Defined 1,2 237,800 POTOMAC ELECTRIC POWER CO COM 737679100 761 33,300 Defined 1,2 33,300 POTOMAC EL $3.40 SFP PREF S 737679811 4,169 84,000 Defined 1,2 84,000 POWER INTEGRATIONS INC COM 739276103 434 20,500 Defined 1,2 20,500 POWER-ONE INC COM 739308104 458 55,000 Defined 1,2 44,200 10,800 PRAXAIR $6.75 PFD PREF S 74005P302 511 5,000 Defined 1,2 5,000 PROCTER & GAMBLE CO COM 742718109 79,883 885,500 Defined 1,2 21,700 639,400 224,400 PROVINCE HEALTHCARE INC COM 743977100 2,269 62,200 Defined 1,2 43,500 18,700 PROVIDIAN FINANCIAL CORP COM 74406A102 7,100 1,000,000 Defined 1,2 1,000,000 PUBLIC SERVICE ENTER GROUP INC COM 744573106 2,234 48,200 Defined 1,2 48,200 QLOGIC CORP COM 747277101 1,554 34,000 Defined 1,2 34,000 QUEST DIAGNOSTICS COM 74834L100 22,063 240,000 Defined 1,2 240,000 QWEST COMMUNICATIONS INTL COM 749121109 1,369 272,200 Defined 1,2 272,200 RCN CORP COM 749361101 33 23,144 Defined 1,2 23,144 RADIAN GROUP INC COM 750236101 2,803 54,000 Defined 1,2 54,000 RADIO ONE INC CL D COM 75040P405 5,884 275,600 Defined 1,2 257,700 17,900 RATIONAL SOFTWARE CORP COM 75409P202 9,336 640,800 Defined 1,2 640,800 RAYOVAC CORP COM 755081106 488 30,700 Defined 1,2 30,700 RAYTHEON COMPANY COM 755111507 11,660 281,840 Defined 1,2 6,500 72,340 203,000 REGAL-BELOIT CORP COM 758750103 630 24,100 Defined 1,2 24,100 REMINGTON OIL & GAS CORP COM 759594302 649 32,000 Defined 1,2 21,600 10,400 RENT-A-CENTER INC COM 76009N100 1,361 23,400 Defined 1,2 18,000 5,400 RETEK INC COM 76128Q109 455 19,300 Defined 1,2 19,300 RIVIERA HLDGS CORP COM 769627100 4,457 857,160 Defined 1,2 857,160 ROBERT HALF INTL INC COM 770323103 215 8,200 Defined 1,2 8,200 ROYAL DUTCH PETRO-NY SHARES COM 780257804 2,623 50,200 Defined 1,2 50,200 SBC COMMUNICATIONS INC COM 78387G103 5,891 189,674 Defined 1,2 189,674 SK TELECOM CO LTD-ADR COM 78440P108 430 20,120 Defined 1,2 20,120 S & P 500 DEPOSITARY RECEIPT COM 78462F103 21,572 200,000 Defined 1,2 200,000 SAFEWAY INC COM 786514208 33,163 784,700 Defined 1,2 30,700 705,000 49,000 SALIX PHARMACEUTICALS LTD COM 795435106 596 40,200 Defined 1,2 40,200 SAMSUNG ELEC GDS COMMON COM 796050888 811 5,500 Defined 1,2 5,500 SARA LEE CORP COM 803111103 3,397 160,400 Defined 1,2 160,400 SCHERING PLOUGH COM 806605101 376 12,000 Defined 1,2 12,000 SCIENTIFIC ATLANTA INC COM 808655104 4,000 200,000 Defined 1,2 200,000 SCOTTS COMPANY COM 810186106 487 10,200 Defined 1,2 10,200 SEACHANGE INTERNATIONAL INC COM 811699107 405 36,400 Defined 1,2 36,400 SHERWIN WILLIAMS CO COM 824348106 1,223 39,800 Defined 1,2 39,800 SICOR INC COM 825846108 1,065 60,500 Defined 1,2 49,100 11,400 SIEBEL SYSTEMS INC COM 826170102 2,465 101,900 Defined 1,2 101,900 SIERRA PACIFIC RESOURCES COM 826428104 157 22,200 Defined 1,2 22,200 SILGAN HOLDINGS INC COM 827048109 1,206 30,300 Defined 1,2 30,300 SOLECTRON CORP COM 834182107 1,188 162,800 Defined 1,2 162,800 SONG NETWORKS HLDG AKTIR ADR COM 83544Q101 2 17,612 Defined 1,2 17,612 SOUTHERN CO COM 842587107 2,858 100,800 Defined 1,2 100,800 SOUTHTRUST CORP COM 844730101 2,401 90,000 Defined 1,2 90,000 SOUTHWEST AIRLINES CO COM 844741108 10,835 595,000 Defined 1,2 595,000 SPANISH BROADCASTING SYS CLA COM 846425882 1,079 68,900 Defined 1,2 58,100 10,800 SPINNAKER EXPLORATION CO COM 84855W109 634 14,800 Defined 1,2 14,800 SPRINT CORP (FON GROUP) COM 852061100 399 25,200 Defined 1,2 25,200 STATION CASINOS INC COM 857689103 431 23,300 Defined 1,2 23,300 SUN MICROSYSTEMS INC COM 866810104 2,169 265,100 Defined 1,2 265,100 SUNGARD DATA SYSTEMS INC COM 867363103 3,408 114,500 Defined 1,2 114,500 SUNOCO INC COM 86764P109 1,846 53,700 Defined 1,2 53,700 TXU CORP COM 873168108 419 7,700 Defined 1,2 7,700 TAIWAN SEMICONDUCTOR ADR COM 874039100 556 31,400 Defined 1,2 31,400 TARGET CORP COM 87612E106 14,208 329,500 Defined 1,2 23,500 306,000 TELENORTE LESTE PATICIP-ADR COM 879246106 180 14,270 Defined 1,2 14,270 TELEFONICA SA-SPON ADR COM 879382208 792 24,512 Defined 1,2 24,512 TELEFONOS DE MEXICO-CL L ADR COM 879403780 522 13,800 Defined 1,2 13,800 TENET HEALTHCARE CORPORATION COM 88033G100 74,772 1,037,500 Defined 1,2 7,500 825,000 205,000 TEVA PHARMACEUTICALS ADR COM 881624209 244 4,351 Defined 1,2 4,351 TETRA TECH COM 88162F105 699 24,400 Defined 1,2 24,400 TEXAS INSTRUMENTS INC COM 882508104 58,579 1,853,500 Defined 1,2 70,000 1,277,500 506,000 TEXAS REGIONAL BANCSHARES-A COM 882673106 20,625 412,500 Defined 1,2 412,500 TEXTRON INC COM 883203101 2,626 53,400 Defined 1,2 53,400 THORATEC CORPORATION COM 885175307 721 80,900 Defined 1,2 60,000 20,900 TIFFANY & CO COM 886547108 14,747 371,000 Defined 1,2 371,000 TOO INC COM 890333107 947 31,400 Defined 1,2 31,400 TOYS R US INC COM 892335100 1,209 70,000 Defined 1,2 70,000 TRANSMETA CORP/DELAW COM 89376R109 895 356,000 Defined 1,2 320,000 36,000 TRIAD HOSPITAL INC COM 89579K109 21,000 500,000 Defined 1,2 500,000 TRIBUNE CO COM 896047107 5,521 125,000 Defined 1,2 125,000 U.S. BANCORP COM 902973304 3,273 138,100 Defined 1,2 138,100 USA EDUCATION INC COM 90390U102 7,668 80,000 Defined 1,2 80,000 UNITED PARCEL SERVICE-CL B COM 911312106 2,258 37,600 Defined 1,2 37,600 UNIVISION COMMUNICATIONS CL A COM 914906102 7,237 181,100 Defined 1,2 181,100 VECTOR GROUP LTD. COM 92240M108 364 17,220 Defined 1,2 17,220 VEECO INSTRUMENTS INC COM 922417100 1,438 46,800 Defined 1,2 37,300 9,500 VERITAS SOFTWRE COM 923436109 6,377 225,000 Defined 1,2 225,000 VERIZON COMMUNICATIONS COM 92343V104 42,626 1,009,400 Defined 1,2 51,000 623,300 335,100 VIACOM INC CL B COM 925524308 13,144 279,060 Defined 1,2 279,060 WAL-MART STORES INC COM 931142103 10,213 180,820 Defined 1,2 160,120 20,700 WALGREEN CO COM 931422109 38,554 1,020,000 Defined 1,2 1,000,000 20,000 WASHINGTON MUTUAL INC COM 939322103 48,087 1,326,500 Defined 1,2 57,000 900,000 369,500 WASTE CONNECTIONS INC COM 941053100 1,136 32,600 Defined 1,2 24,600 8,000 WASTE MANAGEMENT INC COM 94106L109 3,068 116,470 Defined 1,2 116,470 WELLS FARGO & CO COM 949746101 22,388 437,700 Defined 1,2 437,700 WELLS FARGO $2.75ARP PFD PREF S 949746200 3,840 77,600 Defined 1,2 77,600 WESTERN RESOURCES INC COM 959425109 1,158 66,600 Defined 1,2 66,600 WILLIAMS COMPANIES INC COM 969457100 4,494 235,300 Defined 1,2 235,300 WIND RIVER SYSTEMS COM 973149107 652 57,300 Defined 1,2 46,900 10,400 WORLDCOM INC-WORLDCOM GROUP COM 98157D106 1,729 697,300 Defined 1,2 697,300 WORLDCOM INC-MCI GROUP COM 98157D304 632 168,374 Defined 1,2 168,374 WRIGHT MEDICAL GROUP COM 98235T107 609 32,100 Defined 1,2 32,100 WYETH COM 983024100 34,163 597,600 Defined 1,2 586,100 11,500 XCEL ENERGY INC COM 98389B100 768 30,200 Defined 1,2 30,200 ZIMMER HOLDINGS COM 98956P102 471 13,824 Defined 1,2 200 13,624 EVEREST RE GROUP LTD COM G3223R108 6,518 96,000 Defined 1,2 96,000 GLOBALSANTAFE CORP COM G3930E101 19,124 545,000 Defined 1,2 545,000 TRANSOCEAN SEDCO FRX COM G90078109 23,221 657,809 Defined 1,2 19,000 600,000 38,809 XL CAPITAL LTD-CLASS A COM G98255105 1,179 12,500 Defined 1,2 12,500 PRECISE SOFTWARE SOLUTIONS COM M41450103 457 34,800 Defined 1,2 34,800 TARO PHARMACEUTICAL INDUS COM M8737E108 1,332 57,400 Defined 1,2 46,100 11,300 STEINER LEISURE LTD COM P8744Y102 2,192 109,600 Defined 1,2 109,600 FLEXTRONICS INTL LTD COM Y2573F102 1,897 137,000 Defined 1,2 137,000