13F-HR 1 steinroequarter2.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 June 30 2002. 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 14th of August, 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: 358 Form 13F Information Table Value Total (000's): $2,657,378 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 3,758 369,190 Defined 1,2 369,190 AAR CORP COM 000361105 274 31,400 Defined 1,2 31,400 ABBOTT LAB COM 002824100 1,118 29,700 Defined 1,2 10,000 19,700 ACTIVISION INC COM 004930202 3,446 120,000 Defined 1,2 120,000 ADOBE SYSTEMS COM 00724F101 6,099 214,000 Defined 1,2 7,500 206,500 ADVANCEPCS COM 00790K109 2,695 120,200 Defined 1,2 120,200 AETNA INC COM 00817Y108 9,902 226,700 Defined 1,2 226,700 AFC ENTERPRISES INC COM 00104Q107 491 18,100 Defined 1,2 18,100 AFLAC INC COM 001055102 18,363 584,630 Defined 1,2 584,630 AIRGATE PCS INC COM 009367103 11 10,500 Defined 1,2 10,500 ALCOA INC COM 013817101 48,489 1,712,250 Defined 1,2 59,000 1,356,050 297,200 ALLEGHENY ENERGY IN COM COM 017361106 684 32,500 Defined 1,2 32,500 AMBAC FINANCIAL GROUP INC COM 023139108 4,790 76,000 Defined 1,2 76,000 AMER INTERNATIONAL GROUP INC COM 026874107 31,771 497,043 Defined 1,2 497,043 AMERADA HESS CORP COM 023551104 1,696 24,800 Defined 1,2 24,800 AMERICA MOVIL-SERIES L COM 02364W105 282 22,500 Defined 1,2 22,500 AMERICAN ELECTRIC POWER CO INC COM 025537101 378 11,500 Defined 1,2 11,500 AMERICAN HEALTHWAYS INC COM 02649V104 199 11,200 Defined 1,2 11,200 AMERICAN INTL GROUP COM 026874107 17,695 286,362 Defined 1,2 35,600 34,800 215,962 AMERICAN ITALIAN PASTA CO A COM 027070101 948 21,700 Defined 1,2 16,400 5,300 AMERICAN MEDICAL SYSTEMS COM 02744M108 1,138 59,200 Defined 1,2 45,000 14,200 AMERICAN PHARMACEUTICAL PARTNER COM 02886P109 220 18,300 Defined 1,2 18,300 AMERISOURCEBERGEN CORP COM 03073E105 2,613 39,000 Defined 1,2 39,000 AMR CORP COM 001765106 987 88,300 Defined 1,2 88,300 AMYLIN PHARMACEUTICAL INC COM 032346108 491 45,200 Defined 1,2 45,200 AMYLN PHARMACEUTICALS INC COM 032346108 158 14,400 Defined 1,2 14,400 ANADARKO PETROLEUM COM 032511107 2,488 57,200 Defined 1,2 57,200 ANTHEM INC COM 03674B104 2,878 42,400 Defined 1,2 42,400 AOL TIME WARNER COM 00184A105 39,416 3,222,905 Defined 1,2 112,500 2,490,155 620,250 APACHE CORP COM 037411105 5,923 115,000 Defined 1,2 115,000 APPLIED FILMS CORP COM 038197109 186 22,400 Defined 1,2 22,400 APPLIED MATLS COM 038222105 1,288 86,600 Defined 1,2 86,600 ARMOR HOLDINGS INC COM 042260109 905 52,000 Defined 1,2 37,700 14,300 ASML HOLDING N.V. COM N07059111 1,307 110,300 Defined 1,2 110,300 ATMEL CORP COM 049513104 1,171 371,800 Defined 1,2 371,800 ATRIX LABORATIORIES INC COM 04962L101 256 16,000 Defined 1,2 16,000 BALLY TOTAL FITNESS HLDG CORP COM 05873K108 298 20,200 Defined 1,2 20,200 BARRA INC COM 068313105 222 6,600 Defined 1,2 6,600 BARRICK GOLD CORP COM 067901108 2,114 138,000 Defined 1,2 138,000 BAXTER INTL INC COM 071813109 69,845 1,700,170 Defined 1,2 52,900 1,261,470 385,800 BEA SYSTEMS INC COM 073325102 3,191 575,000 Defined 1,2 575,000 BEAR STEARNS COMPANIES INC COM 073902108 572 9,500 Defined 1,2 9,500 BEAZER HOMES USA INC COM 07556Q105 231 3,700 Defined 1,2 3,700 BED BATH & BEYOND INC COM 075896100 3,407 109,900 Defined 1,2 109,900 BELLSOUTH CORP COM 079860102 5,696 212,160 Defined 1,2 212,160 BELO A H CORP SER A COM 080555105 2,294 105,000 Defined 1,2 105,000 BERKSHIRE HATHAWAY IN CL A COM 084670108 6,010 88 Defined 1,2 88 BEST BUY INC COM 086516101 1,550 47,100 Defined 1,2 47,100 BIOMARIN PHARMACEUTICAL INC COM 09061G101 199 42,100 Defined 1,2 26,800 15,300 BIOMET INC COM 090613100 9,919 382,545 Defined 1,2 382,545 BJ SERVICES CO COM 055482103 35,932 1,109,410 Defined 1,2 30,500 831,410 247,500 BOSTON PRIVATE FINL HLDGS COM 101119105 1,084 46,300 Defined 1,2 32,900 13,400 BRINKER INTERNATIONAL INC COM 109641100 2,771 85,000 Defined 1,2 85,000 BRISTOL-MYERS SQUIBB CO COM 110122108 1,853 76,040 Defined 1,2 44,800 31,240 BROCADE COMMUNICATIONS SYS COM 111621108 12,335 687,500 Defined 1,2 25,000 250,000 412,500 CALIFORNIA PIZZA KITCHEN COM 13054D109 451 20,600 Defined 1,2 20,600 CALPINE CORPORATION COM 131347106 3,578 720,000 Defined 1,2 720,000 CAREMARK RX INC COM 141705103 6,333 403,400 Defined 1,2 403,400 CARNIVAL CORP COM 143658102 3,999 150,920 Defined 1,2 150,920 CATERPILLAR INC COM 149123101 41,418 897,910 Defined 1,2 39,500 596,410 262,000 CCI PFD $3.11 PFD H COM 172967705 2,540 52,600 Defined 1,2 52,600 CEC ENTERTAINMENT INC COM 125137109 317 8,400 Defined 1,2 8,400 CEDAR FAIR LP COM 150185106 7,198 315,000 Defined 1,2 315,000 CELESTICA INC COM 15101Q108 1,019 47,500 Defined 1,2 47,500 CELL THERAPEUTHICS INC COM 150934107 56 17,600 Defined 1,2 17,600 CERES GROUP INC COM 156772105 246 64,500 Defined 1,2 41,500 23,000 CHEVRONTEXACO CORP COM 166764100 2,018 26,900 Defined 1,2 26,900 CHICO'S FAS INC COM 168615102 339 21,500 Defined 1,2 21,500 CHUBB CORP COM 171232101 1,862 28,700 Defined 1,2 28,700 CIA PARANAENSE ENER-SP ADR P COM 20441B407 180 60,000 Defined 1,2 60,000 CISCO SYSTEMS INC COM 17275R102 56,617 4,227,524 Defined 1,2 161,300 3,101,824 964,400 CITIGROUP INC COM 172967101 74,031 2,124,727 Defined 1,2 81,001 1,593,526 450,200 CLOSURE MEDICAL CORPORATION COM 189093107 244 19,100 Defined 1,2 19,100 CMS ENERGY CORP COM 125896100 141 17,400 Defined 1,2 17,400 COMCAST CL A SPL COM 200300200 7,271 305,000 Defined 1,2 5,000 300,000 COMMUNITY FIRST BANKSHARES COM 203902101 591 23,300 Defined 1,2 23,300 CONAGRA FOODS INC COM 205887102 3,847 153,200 Defined 1,2 153,200 CONCORD EFS INC COM 206197105 39,861 1,767,110 Defined 1,2 67,700 1,259,410 440,000 CONOCO INC COM 208251504 2,303 95,486 Defined 1,2 95,486 CONSTELLATION BRNDS COM 21036P108 1,727 58,800 Defined 1,2 47,400 11,400 CORINTHIAN COLLEGES INC COM 218868107 233 7,400 Defined 1,2 7,400 CORNING INC COM 219350105 131 37,000 Defined 1,2 5,000 32,000 CORPORATE EXECUTIVE BOARD COM 21988R102 4,770 157,000 Defined 1,2 150,300 6,700 COX RADIO INC-CL A COM 224051102 3,371 145,000 Defined 1,2 145,000 CROWN CORK & SEAL IN COM 228255105 186 27,200 Defined 1,2 27,200 CROWN CORK AND SEAL CO. INC COM 228255105 285 82,600 Defined 1,2 82,600 CULLEN/FROST BANKERS INC COM 229899109 366 10,000 Defined 1,2 10,000 CUMULUS MEDIA INC CLASS A COM 231082108 204 15,300 Defined 1,2 15,300 CYMER INC COM 232572107 563 20,100 Defined 1,2 20,100 DAVITA INC COM 23918K108 1,520 64,400 Defined 1,2 64,400 DELL COMPUTER COM 247025109 11,381 435,400 Defined 1,2 62,000 373,400 DELL COMPUTER CORPORATION COM 247025109 27,560 1,105,500 Defined 1,2 1,105,500 DELPHI CORP COM 247126105 1,990 199,800 Defined 1,2 199,800 DEUTSCHE TELEKOM AG SPONS ADR COM 251566105 1,307 115,450 Defined 1,2 115,450 DEVON ENERGY CORPORATION COM 25179M103 4,168 100,000 Defined 1,2 100,000 DOVER CORP COM 260003108 784 26,700 Defined 1,2 26,700 DRS TECHNOLOGIES-INC COM 23330X100 906 24,200 Defined 1,2 18,500 5,700 DSP GROUP INC COM 23332B106 231 11,800 Defined 1,2 11,800 DSP GROUP INC COM 23332B106 627 37,300 Defined 1,2 37,300 DUKE ENERGY COM 264399106 2,380 93,375 Defined 1,2 93,375 EAST WEST BANCORP COM 27579R104 1,072 31,000 Defined 1,2 22,000 9,000 EASTMAN KODAK CO COM 277461109 3,647 118,500 Defined 1,2 118,500 EBAY INC COM 278642103 7,022 123,000 Defined 1,2 123,000 ECHOSTAR COMMUNICATIONS CLA COM 278762109 3,262 200,000 Defined 1,2 200,000 EDISON INTERNATIONAL COM 281020107 752 57,400 Defined 1,2 57,400 EDUCATION MANAGEMENT CORP COM 28139T101 4,258 106,700 Defined 1,2 106,700 EI DUPONT DE NEMOURS & CO INC COM 263534109 2,720 64,891 Defined 1,2 64,891 EL PASO CORPORATION COM 28336L109 1,821 126,000 Defined 1,2 126,000 ELECTRONIC ARTS INC COM 285512109 3,286 54,600 Defined 1,2 54,600 ELECTRONIC DATA SYSTEMS CORP COM 285661104 2,504 68,100 Defined 1,2 68,100 ELECTRONICS BOUTIQUE HOLDNG COM 286045109 2,428 92,100 Defined 1,2 83,100 9,000 EMC CORP COM 268648102 3,964 526,000 Defined 1,2 32,000 150,000 344,000 EMERSON ELECTRIC CO COM 291011104 2,002 39,300 Defined 1,2 39,300 ENDOCARE INC COM 29264P104 410 32,000 Defined 1,2 32,000 ENERGY EAST CORPORATION COM 29266M109 1,042 50,000 Defined 1,2 50,000 ENTEGRIS INC COM 29362U104 726 65,100 Defined 1,2 48,900 16,200 ENZON INC COM 293904108 269 11,900 Defined 1,2 11,900 ERICSSON L M TEL CO COM 294821400 284 197,000 Defined 1,2 65,000 132,000 ESTEE LAUDER CO. COM 518439104 1,953 64,400 Defined 1,2 64,400 EVEREST RE GROUP LTD COM G3223R108 438 8,000 Defined 1,2 8,000 EXELON CORPORATION COM 30161N101 2,943 60,000 Defined 1,2 60,000 EXPEDITORS INTL WASH INC COM 302130109 5,340 181,000 Defined 1,2 181,000 EXTENDED STAY AMERICA INC COM 30224P101 653 45,000 Defined 1,2 34,600 10,400 EXULT INC COM 302284104 382 100,800 Defined 1,2 75,900 24,900 EXXON MOBIL CORPORATION COM 30231G102 9,650 259,720 Defined 1,2 1,500 235,040 23,180 F5 NETWORKS INC COM 315616102 259 20,700 Defined 1,2 20,700 FAMILY DOLLAR STORES COM 307000109 2,878 95,000 Defined 1,2 95,000 FANNIE MAE COM 313586109 2,322 31,000 Defined 1,2 31,000 FASTENAL CO COM 311900104 5,052 132,700 Defined 1,2 132,700 FEDERATED INVESTOR INC-CLB COM 314211103 5,172 182,000 Defined 1,2 182,000 FEDEX CORPORATION COM 31428X106 2,700 53,000 Defined 1,2 53,000 FIFTH THIRD BANCORP COM 316773100 337 5,062 Defined 1,2 5,062 FIRST HORIZON PHARMACEUTICAL COM 32051K106 450 51,900 Defined 1,2 39,000 12,900 FIRSTENERGY CORP COM 337932107 378 12,300 Defined 1,2 12,300 FISERV INC COM 337738108 8,086 235,000 Defined 1,2 235,000 FLEXTRONICS INTL LTD COM Y2573F102 1,311 165,500 Defined 1,2 165,500 FPL GROUP INC COM 302571104 906 16,000 Defined 1,2 16,000 FREDDIE MAC COM 313400301 5,445 87,900 Defined 1,2 87,900 FREEMARKETS INC COM 356602102 124 18,300 Defined 1,2 18,300 FSI INTERNATIONAL INC COM 302633102 142 27,500 Defined 1,2 27,500 GALLAGHER (ARTHUR J.) & CO COM 363576109 4,636 155,700 Defined 1,2 144,800 10,900 GAMESTOP CORP COM 36466R101 277 15,800 Defined 1,2 15,800 GAP INC COM 364760108 2,429 199,900 Defined 1,2 199,900 GART SPORTS COMPANY COM 366630101 694 31,300 Defined 1,2 23,300 8,000 GENENTECH INC COM 368710406 31,851 917,000 Defined 1,2 4,000 905,000 8,000 GENERAL DYNAMICS CORP COM 369550108 3,043 37,600 Defined 1,2 37,600 GENERAL ELECTRIC CO COM 369604103 66,917 2,128,083 Defined 1,2 76,700 1,617,683 433,700 GENERAL MILLS INC COM 370334104 1,604 38,700 Defined 1,2 38,700 GENTEX CORP COM 371901109 15,836 542,503 Defined 1,2 542,503 GEORGIA PACIFIC CORP COM 373298108 2,137 97,600 Defined 1,2 97,600 GILLETTE COM 375766102 779 23,000 Defined 1,2 23,000 GLOBAL IMAGING SYSTEMS COM 37934A100 250 12,400 Defined 1,2 12,400 GLOBALSANTAFE CORP COM G3930E101 11,270 500,000 Defined 1,2 500,000 GOLDMAN SACHS GROUP INC COM 38141G104 21,945 300,000 Defined 1,2 300,000 HALLIBURTON CO COM 406216101 1,030 78,000 Defined 1,2 78,000 HARLEY DAVIDSON COM 412822108 1,591 33,600 Defined 1,2 33,600 HARRAH'S ENTERTAINMENT INC COM 413619107 284 6,000 Defined 1,2 6,000 HCA-HEALTHCARE CO COM 404119109 15,672 331,100 Defined 1,2 9,000 110,100 212,000 HDFC BANK LTD ADR COM 40415F101 277 19,800 Defined 1,2 19,800 HEALTHSOUTH CORP COM 421924101 4,685 457,100 Defined 1,2 457,100 HEARTLAND EXPRESS INC COM 422347104 0 13,900 Defined 1,2 13,900 HILB ROGAL AND HAMILTON CO COM 431294107 1,260 28,900 Defined 1,2 21,500 7,400 HISPANIC BROADCASTING CORP COM 43357B104 19,434 817,600 Defined 1,2 817,600 HOLOGIC INC COM 436440101 175 13,700 Defined 1,2 13,700 HOME DEPOT INC COM 437076102 41,852 1,281,730 Defined 1,2 62,450 893,280 326,000 HORIZON NAT RES CO COM 44043W106 294 24,000 Defined 1,2 24,000 HOT TOPIC INC COM 441339108 917 51,300 Defined 1,2 40,600 10,700 HOUSEHOLD INTERNATIONAL INC COM 441815107 21,335 500,000 Defined 1,2 500,000 ILEX ONCOLOGY INC COM 451923106 527 52,000 Defined 1,2 39,600 12,400 INDYMAC BANCORP INC COM 456607100 441 20,000 Defined 1,2 20,000 INTEGRA LIFESCIENCES HOLDI COM 457985208 598 27,500 Defined 1,2 27,500 INTEL CORP COM 458140100 11,956 636,300 Defined 1,2 636,300 INTERCEPT INC COM 45845L107 233 11,700 Defined 1,2 11,700 INTERGRA LIFE SCIENCE HOLDINGS COM 457985208 1,396 84,100 Defined 1,2 84,100 INTERGRATED CIRCUIT SYSTEMS COM 45811K208 307 17,500 Defined 1,2 17,500 INTERMUNE INC COM 45884X103 1,165 50,500 Defined 1,2 37,500 13,000 INTERPUBLIC GROUP COS INC COM 460690100 2,934 140,300 Defined 1,2 140,300 INTL SPPEDWAY CORP CLASS A COM 460335201 1,750 47,000 Defined 1,2 47,000 INTRADO INC. COM 46117A100 144 12,500 Defined 1,2 12,500 INTUIT INC COM 461202103 14,042 319,287 Defined 1,2 319,287 INVESTORS FINANCIAL SVCS CP COM 461915100 5,025 163,300 Defined 1,2 163,300 ITRON INC COM 465741106 355 22,500 Defined 1,2 22,500 J P MORGAN CHASE & CO COM 46625H100 1,123 45,000 Defined 1,2 45,000 JARDEN CORP COM 471109108 1,334 61,000 Defined 1,2 42,000 19,000 JDA SOFTWARE GROUP INC COM 46612K108 421 20,400 Defined 1,2 10,900 9,500 JOHNSON & JOHNSON COM 478160104 70,470 1,330,385 Defined 1,2 12,200 1,275,420 42,765 KIMBERLY CLARK CORP COM 494368103 3,083 50,500 Defined 1,2 50,500 KINDER MORGAN ENERGY PRTNRS COM 494550106 1,486 50,000 Defined 1,2 50,000 KINDER MORGAN INC COM 49455P101 18,938 455,135 Defined 1,2 455,135 KOHLS CORP COM 500255104 69,435 1,039,500 Defined 1,2 12,700 836,600 190,200 L-3 COMM HLDGS INC COM 502424104 32,114 672,500 Defined 1,2 20,000 540,000 112,500 LABORATORY CRP OF AMER HLDING COM 50540R409 2,891 84,300 Defined 1,2 84,300 LEVEL 3 COMMUNICATON COM 52729N100 53 17,800 Defined 1,2 3,000 14,800 LEXMARK INTERNATIONAL INC COM 529771107 1,188 24,300 Defined 1,2 24,300 LIBERTY MEDIA CORP NEW SER COM 530718105 53,955 6,505,814 Defined 1,2 206,500 5,188,314 1,111,000 LIGAND PHARMACEUTICALS-CLB COM 53220K207 116 12,900 Defined 1,2 12,900 LILLY (ELI) COM 532457108 8,545 151,502 Defined 1,2 23,600 127,902 LIN TV CORP-CL A COM 532774106 261 12,400 Defined 1,2 12,400 LINCLN NAT $1.60PFD COM 534041207 1,012 40,000 Defined 1,2 40,000 LOCKHEED MARTIN CORP COM 539830109 63,526 966,220 Defined 1,2 42,400 672,820 251,000 LUCENT TECHNOLOGIES INC COM 549463107 1,254 716,700 Defined 1,2 716,700 MANOR CARE INC COM 564055101 721 32,800 Defined 1,2 32,800 MANTECH INTERNATIONAL CORP COM 564563104 416 20,200 Defined 1,2 20,200 MARATHON OIL CORP COM 565849106 1,915 79,000 Defined 1,2 79,000 MARSH & MCLENNAN CO INC COM 571748102 2,778 58,000 Defined 1,2 58,000 MATSUSHITA ELEC IND-SPON ADR COM 576879209 1,396 110,000 Defined 1,2 110,000 MATTEL INC COM 577081102 30,096 1,600,000 Defined 1,2 1,600,000 MAVERICK TUBE CORP COM 577914104 256 24,600 Defined 1,2 24,600 MAXIM INTEGRATED PRODUCTS INC COM 57772K101 11,785 335,000 Defined 1,2 335,000 MBNA CORP COM 55262L100 14,543 750,000 Defined 1,2 750,000 MCDONALDS CORP COM 580135101 24,418 986,602 Defined 1,2 986,602 MCSI INC COM 55270M108 155 13,700 Defined 1,2 13,700 MCSI INC COM 55270M108 138 20,000 Defined 1,2 20,000 MEDIMMUNE INC COM 584699102 3,735 125,600 Defined 1,2 125,600 MEDTRONIC INC COM 585055106 65,816 1,598,492 Defined 1,2 74,000 1,093,592 430,900 MERCK & CO INC COM 589331107 6,418 129,400 Defined 1,2 129,400 MERCURY INTERACTIVE CORP COM 589405109 866 33,800 Defined 1,2 33,800 METRO ONE TELECOMMUNINCATIONS COM 59163F105 419 28,200 Defined 1,2 28,200 MGIC INV CORP COM 552848103 1,840 29,200 Defined 1,2 29,200 MICROCHIP TECHNOLOGY COM 595017104 2,268 103,000 Defined 1,2 103,000 MICRON TECHNOLOGY INCORPORATED COM 595112103 5,847 300,000 Defined 1,2 300,000 MICROSOFT CORP COM 594918104 95,919 1,952,058 Defined 1,2 48,200 1,615,858 288,000 MINERALS TECHNOLOGIES INC COM 603158106 11,205 300,000 Defined 1,2 300,000 MOODY'S CORPORATION COM 615369105 7,774 156,730 Defined 1,2 156,730 MOTHERS WORK COM 619903107 361 13,200 Defined 1,2 13,200 MOTOROLA INC COM 620076109 5,835 503,000 Defined 1,2 503,000 MPOWER HLDGS CORP NEW COM 62473L309 0 72,397 Defined 1,2 72,397 MTC TECHNOLOGIES INC COM 55377A106 219 12,200 Defined 1,2 12,200 MTR GAMING GROUP INC COM 553769100 236 18,900 Defined 1,2 18,900 MYKROLIS CORPORATION COM 62852P103 784 88,800 Defined 1,2 66,100 22,700 NABORS INDUSTRIES LTD COM G6359F103 1,157 37,900 Defined 1,2 37,900 NASDAQ-100 SHARES COM 631100104 3,687 154,600 Defined 1,2 154,600 NATIONAL-OILWELL INC COM 637071101 524 30,300 Defined 1,2 30,300 NETWORK APPLIANCE INC COM 64120L104 4,738 560,000 Defined 1,2 560,000 NEW CENTURY FINANCIAL CORP COM 64352D101 206 7,500 Defined 1,2 7,500 NEWS CORP LTD ADR COM 652487703 1,179 58,500 Defined 1,2 58,500 NIPPON TELEGRAPH&TELE-SP ADR COM 654624105 588 29,000 Defined 1,2 29,000 NOBLE CORP CO COM G65422100 11,382 300,100 Defined 1,2 17,500 32,600 250,000 NOBLE DRILLING CORP COM 655042109 300 7,000 Defined 1,2 7,000 NOKIA CORP ADR COM 654902204 34,752 2,694,500 Defined 1,2 89,000 2,050,000 555,500 NORTHEAST UTILITIES COM 664397106 456 27,400 Defined 1,2 27,400 NOVELLUS SYSTEMS INC COM 670008101 9,447 350,000 Defined 1,2 350,000 NOVEN PHARMACEUTICALS INC COM 670009109 225 23,700 Defined 1,2 23,700 OAK TECHNOLOGY INC COM 671802106 249 62,100 Defined 1,2 47,000 15,100 OCEAN ENERGY INC COM 67481E106 633 31,800 Defined 1,2 31,800 P G & E CORP COM 69331C108 2,865 206,100 Defined 1,2 206,100 PACIFICORP $7.48 PFD COM 695114652 648 6,300 Defined 1,2 6,300 PALL CORP COM 696429307 1,983 112,800 Defined 1,2 112,800 PANERA BREAD EASTERN COM 69840W108 8,038 250,000 Defined 1,2 250,000 PATTERSON-UTI ENERGY INC COM 703481101 679 28,400 Defined 1,2 28,400 PAYCHEX INC COM 704326107 9,866 375,000 Defined 1,2 375,000 PEPSICO INC COM 713448108 60,964 1,368,505 Defined 1,2 45,000 950,205 373,300 PERFORMANCE FOOD GROUP CO COM 713755106 538 16,300 Defined 1,2 16,300 PETCO ANIMAL SUPPLIES COM 716016209 335 16,500 Defined 1,2 16,500 PETSMART INC COM 716768106 205 14,200 Defined 1,2 14,200 PFIZER INC COM 717081103 58,301 1,759,939 Defined 1,2 79,509 1,244,230 436,200 PHARMACIA CORPORATION COM 71713U102 4,165 93,100 Defined 1,2 93,100 PHILADELPHIA CONSOLIDATED HLDG COM 717528103 1,023 24,600 Defined 1,2 18,100 6,500 PHILIP MORRIS CO INC COM 718154107 55,167 1,213,910 Defined 1,2 35,000 904,410 274,500 PHILLIPS PETROLEUM CO COM 718507106 1,114 21,530 Defined 1,2 21,530 PHOTON DYNAMICS INC COM 719364101 289 11,100 Defined 1,2 11,100 PHOTRONICS INC COM 719405102 376 30,900 Defined 1,2 30,900 PINNACLE WEST CAPITAL CORP COM 723484101 663 19,500 Defined 1,2 19,500 PLANAR SYSTEMS INC COM 726900103 1,000 52,600 Defined 1,2 40,000 12,600 PNM RESOURCES COM 69349H107 738 37,000 Defined 1,2 37,000 POGO PRODUCING CO COM 730448107 1,417 45,200 Defined 1,2 35,300 9,900 POLYCOM INC COM 73172K104 1,313 114,700 Defined 1,2 114,700 POTOMAC ELECTRIC POWER CO COM 737679100 5,042 117,300 Defined 1,2 33,300 84,000 POWER INTEGRATIONS INC COM 739276103 238 16,000 Defined 1,2 16,000 POWER-ONE INC COM 739308104 306 61,700 Defined 1,2 46,700 15,000 PRAXAIR $6.75 PFD COM 74005P302 506 5,000 Defined 1,2 5,000 PRECISE SOFTWARE SOLUTIONS COM M41450103 328 26,100 Defined 1,2 26,100 PROCTER&GAMBLE COM 742718109 78,672 883,200 Defined 1,2 21,700 639,400 222,100 PROVIDIAN FINANCIAL CORP COM 74406A102 5,522 1,100,000 Defined 1,2 1,100,000 PROVINCE HEALTHCARE INC COM 743977100 1,336 66,900 Defined 1,2 50,550 16,350 PUBLIC SERVICE ENTER GROUP INC COM 744573106 1,665 48,200 Defined 1,2 48,200 QUEST DIAGNOSTICS COM 74834L100 34,689 507,500 Defined 1,2 5,000 350,000 152,500 RADIAN GROUP INC COM 750236101 2,473 54,000 Defined 1,2 54,000 RADION ONE INC-CL D W/I COM 75040P405 1,421 100,400 Defined 1,2 82,500 17,900 RATIONAL SOFTWARE CORP COM 75409P202 4,139 615,890 Defined 1,2 615,890 RAYOVAC CORP COM 755081106 337 23,900 Defined 1,2 23,900 RAYTHEON COMPANY COM 755111507 13,418 347,840 Defined 1,2 5,200 92,640 250,000 RCN CORP COM 749361101 20 13,887 Defined 1,2 13,887 REGAL-BELOIT CORP COM 758750103 349 18,700 Defined 1,2 18,700 REMINGTON OIL & GAS CORP COM 759594302 472 27,400 Defined 1,2 17,000 10,400 RENT-A-CENTER INC COM 76009N100 460 8,600 Defined 1,2 8,600 RENT-WAY INC COM 76009U104 168 24,700 Defined 1,2 24,700 RIVIERA HLDGS CORP COM 769627100 5,272 857,160 Defined 1,2 857,160 ROCKWELL COLLINS COM 774341101 11,565 450,000 Defined 1,2 450,000 ROYAL DUTCH PETRO-NY SHARES COM 780257804 2,678 58,600 Defined 1,2 58,600 S & P 500 DEPOSITARY RECEIPT COM 78462F103 9,125 100,000 Defined 1,2 100,000 SAFEWAY INC COM 786514208 20,865 750,000 Defined 1,2 750,000 SALIX PHARMACEUTICALS LTD COM 795435106 210 31,400 Defined 1,2 31,400 SAMSUNG ELEC GDS COMMON COM 796050888 759 5,500 Defined 1,2 5,500 SARA LEE CORP COM 803111103 3,536 188,700 Defined 1,2 188,700 SBC COMMUNICATIONS INC COM 78387G103 6,214 224,674 Defined 1,2 224,674 SCHERING PLOUGH COM 806605101 246 10,000 Defined 1,2 10,000 SCIENTIFIC GAMES CORPORATION COM 80874P109 243 32,200 Defined 1,2 32,200 SCOTTS COMPANY COM 810186106 378 8,300 Defined 1,2 8,300 SEACHANGE INTL INC COM 811699107 262 38,900 Defined 1,2 28,000 10,900 SICOR INC COM 825846108 809 48,900 Defined 1,2 37,500 11,400 SILGAN HOLDINGS INC COM 827048109 835 25,100 Defined 1,2 18,700 6,400 SK TELECOM CO LTD-ADR COM 78440P108 431 20,120 Defined 1,2 20,120 SLM CORPORATION COM 78442P106 13,650 150,000 Defined 1,2 150,000 SMITH (A.O.)CORP COM 831865209 218 7,000 Defined 1,2 7,000 SONG NETWORKS HLDG AKTIR ADR COM 83544Q101 1 10,568 Defined 1,2 10,568 SONOSITE INC COM 83568G104 397 30,500 Defined 1,2 30,500 SOUTHERN CO COM 842587107 2,901 100,800 Defined 1,2 100,800 SOUTHWEST AIRLINES CO COM 844741108 7,596 550,000 Defined 1,2 550,000 SPANISH BROADCASTING SYS CLA COM 846425882 476 59,500 Defined 1,2 44,800 14,700 SPINNAKER EXPLORATION CO COM 84855W109 769 25,300 Defined 1,2 18,100 7,200 ST PAUL COMPANIES INC COM 792860108 1,255 40,200 Defined 1,2 40,200 STATION CASINOS INC COM 857689103 366 27,700 Defined 1,2 27,700 STEINER LEISURE LTD COM P8744Y102 1,331 122,100 Defined 1,2 122,100 STERICYCLE INC COM 858912108 462 14,000 Defined 1,2 14,000 SUNGARD DATA SYSTEMS INC COM 867363103 1,259 53,700 Defined 1,2 53,700 TAIWAN SEMICONDUCTOR ADR COM 874039100 315 34,540 Defined 1,2 34,540 TARGET CORP COM 87612E106 12,554 329,500 Defined 1,2 23,500 306,000 TARO PHARMACEUTICAL INDUS COM M8737E108 1,130 38,300 Defined 1,2 28,500 9,800 TELEFONOS DE MEXICO-CL L ADR COM 879403780 399 13,800 Defined 1,2 13,800 TENET HEALTHCARE CORPORATION COM 88033G100 57,875 1,109,500 Defined 1,2 7,500 900,000 202,000 TETRA TECH COM 88162F105 380 19,200 Defined 1,2 19,200 TEVA PHARMACEUTICALS ADR COM 881624209 2,131 31,951 Defined 1,2 31,951 TEXAS INSTRUMENTS INC COM 882508104 37,351 1,603,110 Defined 1,2 61,000 1,168,610 373,500 TEXAS REGIONAL BANCSHARES-A COM 882673106 17,944 543,750 Defined 1,2 543,750 TEXTRON INC COM 883203101 2,104 53,400 Defined 1,2 53,400 THE BISYS GROUP INC COM 055472104 2,638 114,200 Defined 1,2 114,200 THERMO ELECTRON COM 883556AH5 238 250,000 Defined 1,2 250,000 THORATEC CORPORATION COM 885175307 435 59,200 Defined 1,2 44,600 14,600 TIFFANY & CO COM 886547108 6,938 281,555 Defined 1,2 281,555 TOO INC COM 890333107 1,071 40,500 Defined 1,2 30,500 10,000 TRANSMETA CORP/DELAW COM 89376R109 92 39,000 Defined 1,2 39,000 TRIAD HOSPITALS INC COM 89579K109 24,247 599,205 Defined 1,2 49,000 478,205 72,000 TRIBUNE CO COM 896047107 4,988 125,000 Defined 1,2 125,000 TXU CORP COM 873168108 332 7,700 Defined 1,2 7,700 U.S. BANCORP COM 902973304 2,954 138,100 Defined 1,2 138,100 UNITED PARCEL SERVICE-CL B COM 911312106 2,797 42,800 Defined 1,2 42,800 UNIVISION COMMUNICATIONS CLA COM 914906102 5,178 181,100 Defined 1,2 181,100 VEECO INSTRUMENTS INC COM 922417100 437 25,500 Defined 1,2 16,000 9,500 VERITAS SOFTWRE COM 923436109 3,787 225,000 Defined 1,2 225,000 VERIZON COMMUNICATIONS COM 92343V104 15,926 482,600 Defined 1,2 482,600 VIACOM INC CL B COM 925524308 15,572 400,000 Defined 1,2 400,000 WALGREEN CO COM 931422109 35,909 1,015,000 Defined 1,2 1,000,000 15,000 WAL-MART STORES INC COM 931142103 8,543 171,245 Defined 1,2 150,545 20,700 WALT DISNEY PRODUCTIONS COM 254687106 10,638 600,000 Defined 1,2 600,000 WASHINGTON MUTUAL INC COM 939322103 55,888 1,497,820 Defined 1,2 61,500 1,012,820 423,500 WASTE CONNECTIONS INC COM 941053100 617 19,100 Defined 1,2 19,100 WASTE MANAGEMENT INC COM 94106L109 2,757 116,470 Defined 1,2 116,470 WEBMETHODS INC COM 94768C108 439 48,400 Defined 1,2 36,400 12,000 WELLPOINT HEALTH NETWORKS COM 94973H108 3,296 46,100 Defined 1,2 46,100 WELLS FARGO & CO COM 949746101 23,772 470,360 Defined 1,2 392,760 77,600 WESTAR ENERGY INC COM 95709T100 578 49,300 Defined 1,2 49,300 WESTWOOD ONE INC COM 961815107 1,978 62,300 Defined 1,2 62,300 WRIGHT MEDICAL GROUP COM 98235T107 459 25,500 Defined 1,2 25,500 WYETH COM 983024100 27,152 680,500 Defined 1,2 680,500 XEROX CORP COM 984121103 1,128 162,300 Defined 1,2 162,300 XL CAPITAL LTD-CLASS A COM G98255105 926 12,500 Defined 1,2 12,500 ZIMMER HOLDINGS COM 98956P102 315 8,824 Defined 1,2 200 8,624