-----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, DhdAozb+uC4f7RfGh/ybrZuU5LYA+i5N8gZRH5ngO68+KaCMxd55YZmlEvZgrKVl F7TjD7Z7w+Ciy+wvM4rosg== 0000021847-03-000052.txt : 20030214 0000021847-03-000052.hdr.sgml : 20030214 20030214180241 ACCESSION NUMBER: 0000021847-03-000052 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20021231 FILED AS OF DATE: 20030214 EFFECTIVENESS DATE: 20030214 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: 03569014 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 steinroequarter4.txt 13F FILING 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, 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 February, 2003. 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: 750 Form 13F Information Table Value Total (000's): $2,399,471 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 AFLAC INC COM 001055102 18,647 619,100 Defined 1,2 619,100 AMR CORP COM 001765106 811 122,900 Defined 1,2 122,900 AOL TIME WARNER COM 00184A105 22,466 1,714,950 Defined 1,2 1,539,700 175,250 AT&T CORP COM 001957505 6,120 234,380 Defined 1,2 234,380 ATMI INC COM 00207R101 437 23,600 Defined 1,2 23,600 AT & T WIRELESS SERVICES COM 00209A106 89 15,689 Defined 1,2 15,689 AVX CORP COM 002444107 37 3,800 Defined 1,2 3,800 AARON RENTS INC COM 002535201 81 3,700 Defined 1,2 3,700 ABBOTT LABS COM 002824100 2,022 50,550 Defined 1,2 29,850 20,700 ABERCROMBIE & FITCH CO-CL A COM 002896207 311 15,200 Defined 1,2 15,200 ACCREDO HAELTH INC COM 00437V104 220 6,250 Defined 1,2 6,250 ACTIVISION INC COM 004930202 738 50,600 Defined 1,2 38,700 11,900 ACXIOM CORP COM 005125109 46 3,000 Defined 1,2 3,000 ADOLOR CORP COM 00724X102 236 17,200 Defined 1,2 17,200 ADVANCE AUTO PARTS COM 00751Y106 401 8,200 Defined 1,2 8,200 AETNA INC COM 00817Y108 5,095 123,900 Defined 1,2 123,900 AFFILIATED COMPUTER SVCS INC-A COM 008190100 237 4,500 Defined 1,2 4,500 AFFILIATED MANAGERS GROUP COM 008252108 35 700 Defined 1,2 700 AIR PRODUCTS & CHEMICALS INC COM 009158106 64 1,500 Defined 1,2 1,500 AKZO NOBEL N.V. ADR COM 010199305 1,824 57,200 Defined 1,2 57,200 ALBERTO CULVER CO CL B CONV COM 013068101 449 8,900 Defined 1,2 8,900 ALCOA INC COM 013817101 17,967 788,700 Defined 1,2 722,500 66,200 ALEXANDRIA R E EQUITIES INC COM 015271109 204 4,800 Defined 1,2 4,800 ALLEGIANCE TELECOM WTS WAR 01747T110 2 1,500 Defined 1,2 1,500 ALLEN TELECOM INC COM 018091108 40 4,200 Defined 1,2 4,200 ALLETE INC COM 018522102 36 1,600 Defined 1,2 1,600 ALLIANCE ATLANTIS COMMUNICATIO COM 01853E204 65 6,100 Defined 1,2 6,100 ALLTEL CORP COM 020039103 102 2,000 Defined 1,2 2,000 AMBAC FINANCIAL GROUP INC COM 023139108 433 7,700 Defined 1,2 7,700 AMERADA HESS CORP COM 023551104 94 1,700 Defined 1,2 1,700 AMERICA MOVIL-SERIES L COM 02364W105 323 22,500 Defined 1,2 22,500 AMERICAN AXLE & MANUFACTURING COM 024061103 42 1,800 Defined 1,2 1,800 AMERICAN ELECTRIC POWER CO INC COM 025537101 705 25,800 Defined 1,2 25,800 AMERICAN GREETINGS CL A COM 026375105 27 1,700 Defined 1,2 1,700 AMERICAN HEALTHWAYS INC COM 02649V104 795 45,400 Defined 1,2 34,200 11,200 AMER INTERNATIONAL GROUP INC COM 026874107 55,015 951,002 Defined 1,2 687,040 263,962 AMERICAN ITALIAN PASTA CO A COM 027070101 511 14,200 Defined 1,2 14,200 AMERICAN MANAGEMENT SYSTEMS COM 027352103 61 5,100 Defined 1,2 5,100 AMERICAN MEDICAL SYSTEMS COM 02744M108 820 50,600 Defined 1,2 38,300 12,300 AMERICAN PHARMACEUTICAL PARTNE COM 02886P109 333 18,700 Defined 1,2 18,700 AMERICAN POWER CONVERSION COM 029066107 127 8,400 Defined 1,2 8,400 AMERISTAR CASINO INC COM 03070Q101 281 19,900 Defined 1,2 19,900 AMERUS GROUP CO COM 03072M108 31 1,100 Defined 1,2 1,100 AMERISOURCEBERGEN CORP COM 03073E105 858 15,800 Defined 1,2 15,800 AMGEN INC COM 031162100 865 17,900 Defined 1,2 17,900 AMPHENOL CORP CL A COM 032095101 65 1,700 Defined 1,2 1,700 ANADARKO PETROLEUM COM 032511107 1,461 30,500 Defined 1,2 30,500 ANDREW CORP COM 034425108 75 7,300 Defined 1,2 7,300 ANDRX GROUP COM 034553107 120 8,200 Defined 1,2 8,200 ANHEUSER BUSCH INC COM 035229103 266 5,500 Defined 1,2 5,500 ANIXTER INTERNATIONAL INC COM 035290105 63 2,700 Defined 1,2 2,700 ANTHEM INC COM 03674B104 805 12,800 Defined 1,2 12,800 ANTEON INTERNATIONAL CORP COM 03674E108 38 1,600 Defined 1,2 1,600 APACHE CORP COM 037411105 131 2,300 Defined 1,2 2,300 APARTMENT INVT & MGMT CO-A COM 03748R101 184 4,900 Defined 1,2 4,900 APOLLO GROUP INC CL A COM 037604105 40 900 Defined 1,2 900 APPLERA CORP-APPLIED BIOSYS COM 038020103 4 250 Defined 1,2 250 APPLIED FILMS CORP COM 038197109 506 25,300 Defined 1,2 25,300 APPLIED MATLS COM 038222105 10 800 Defined 1,2 800 APTARGROUP INC COM 038336103 59 1,900 Defined 1,2 1,900 ARBITRON INC COM 03875Q108 345 10,300 Defined 1,2 10,300 ARCH COAL COM 039380100 47 2,200 Defined 1,2 2,200 ARCHER DANIELS MIDLAND CO COM 039483102 1,401 113,000 Defined 1,2 113,000 ARCHSTONE-SMITH TRUST COM 039583109 120 5,100 Defined 1,2 5,100 ARMOR HOLDINGS INC COM 042260109 788 57,200 Defined 1,2 42,900 14,300 ARROW ELECTRONICS INC COM 042735100 35 2,700 Defined 1,2 2,700 ATMEL CORP COM 049513104 186 83,500 Defined 1,2 61,400 22,100 ATRIX LABORATIORIES INC COM 04962L101 403 26,300 Defined 1,2 26,300 AVALON BAY COMMUNITIES INC COM 053484101 149 3,800 Defined 1,2 3,800 AVON PRODUCTS INC COM 054303102 86 1,600 Defined 1,2 1,600 THE BISYS GROUP INC COM 055472104 272 17,100 Defined 1,2 17,100 BJ SERVICES CO COM 055482103 25,884 801,100 Defined 1,2 677,600 123,500 BP P.L.C. COM 055622104 435 10,700 Defined 1,2 10,700 BALLY TOTAL FITNESS HLDG CORP COM 05873K108 145 20,500 Defined 1,2 20,500 BANCFIRST COPORATION COM 05945F103 14 300 Defined 1,2 300 BANK OF GRANITE CORPORATION COM 062401104 42 2,400 Defined 1,2 2,400 BANKNORTH GROUP INC COM 06646R107 52 2,300 Defined 1,2 2,300 BANTA CORPORATION COM 066821109 47 1,500 Defined 1,2 1,500 BARRICK GOLD CORP COM 067901108 897 58,200 Defined 1,2 58,200 BARR LABORATORIES INC COM 068306109 273 4,200 Defined 1,2 4,200 BARRA INC COM 068313105 237 7,800 Defined 1,2 7,800 BASSETT FURNITURE INDUSTRIES COM 070203104 34 2,400 Defined 1,2 2,400 BAXTER INTERNATIONAL INC COM 071813109 60,640 2,165,700 Defined 1,2 1,668,700 497,000 BEA SYSTEMS INC COM 073325102 7,742 675,000 Defined 1,2 675,000 BEAR STEARNS COMPANIES INC COM 073902108 53 900 Defined 1,2 900 BEAZER HOMES USA INC COM 07556Q105 636 10,500 Defined 1,2 10,500 BED BATH & BEYOND INC COM 075896100 791 22,900 Defined 1,2 22,900 BELLSOUTH CORP COM 079860102 3,389 131,000 Defined 1,2 131,000 BENCHMARK ELECTRONICS COM 08160H101 37 1,300 Defined 1,2 1,300 BERKSHIRE HATHAWAY IN CL A COM 084670108 6,548 90 Defined 1,2 90 BEST BUY CO INC COM 086516101 283 11,700 Defined 1,2 11,700 BIOMET INC COM 090613100 14,789 516,000 Defined 1,2 516,000 BIOMARIN PHARMACEUTICAL INC COM 09061G101 297 42,100 Defined 1,2 26,800 15,300 BOEING CO COM 097023105 3 80 Defined 1,2 80 BOISE CASCADE CORP COM 097383103 23 900 Defined 1,2 900 BORDERS GROUP INC COM 099709107 130 8,100 Defined 1,2 8,100 BOSTON PRIVATE FINANCIAL HOLD COM 101119105 371 18,700 Defined 1,2 18,700 BOSTON PROPERTIES INC COM 101121101 140 3,800 Defined 1,2 3,800 BOSTON SCIENTIFIC CORP COM 101137107 20,758 488,200 Defined 1,2 268,700 219,500 BOWATER INC COM 102183100 1,380 32,900 Defined 1,2 32,900 BRINKER INTERNATIONAL INC COM 109641100 503 15,600 Defined 1,2 15,600 BRISTOL-MYERS SQUIBB CO COM 110122108 1,996 86,200 Defined 1,2 61,200 25,000 BROWN & BROWN COM 115236101 368 11,400 Defined 1,2 11,400 TOM BROWN INC COM 115660201 397 15,800 Defined 1,2 15,800 BRYN MAWR BANK CORP COM 117665109 59 1,600 Defined 1,2 1,600 BUCA INC COM 117769109 22 2,700 Defined 1,2 2,700 CH ENERGY GROUP INC COM 12541M102 84 1,800 Defined 1,2 1,800 CNF INC COM 12612W104 43 1,300 Defined 1,2 1,300 CSX CORP COM 126408103 57 2,000 Defined 1,2 2,000 CUNO INCORPORATED COM 126583103 434 13,100 Defined 1,2 13,100 CVS CORP COM 126650100 13 510 Defined 1,2 510 CV THERAPEUTICS INC COM 126667104 250 13,700 Defined 1,2 13,700 CADENCE DESIGN SYS INC COM 127387108 126 10,700 Defined 1,2 10,700 CAL DIVE INTERNATIONAL INC COM 127914109 404 17,200 Defined 1,2 17,200 CALIFORNIA PIZZA KITCHEN COM 13054D109 93 3,700 Defined 1,2 3,700 CALPINE CORPORATION COM 131347106 2,347 720,000 Defined 1,2 720,000 CAPITAL CITY BANK GROUP INC COM 139674105 20 500 Defined 1,2 500 CAPITAL ONE FINANCIAL CORP COM 14040H105 29,230 983,500 Defined 1,2 671,500 312,000 CAPITOL BANCORP LTD. COM 14056D105 23 1,000 Defined 1,2 1,000 CARDINAL HEALTH INC COM 14149Y108 426 7,200 Defined 1,2 7,200 CAREMARK RX INC COM 141705103 543 33,400 Defined 1,2 33,400 CARLISLE COS INC COM 142339100 70 1,700 Defined 1,2 1,700 CARNIVAL CORP COM 143658102 19 745 Defined 1,2 745 CARRAMERICA REALTY CORP COM 144418100 113 4,500 Defined 1,2 4,500 CARRIER 1 INTL-WTS WAR 144500113 0 1,000 Defined 1,2 1,000 CASCADE NATURAL GAS CORP COM 147339105 38 1,900 Defined 1,2 1,900 CASELLA WASTE SYSTEMS COM 147448104 54 6,100 Defined 1,2 6,100 CASH AMERICA INTERNATIONAL INC COM 14754D100 72 7,600 Defined 1,2 7,600 CATELLUS DEVELOPMENT CORP COM 149111106 129 6,500 Defined 1,2 6,500 CATERPILLAR INC COM 149123101 16,587 362,800 Defined 1,2 307,500 55,300 CEDAR FAIR LP COM 150185106 7,434 315,000 Defined 1,2 315,000 CELL GENESYS INC COM 150921104 245 22,000 Defined 1,2 22,000 CELL THERAPEUTHICS INC COM 150934107 128 17,600 Defined 1,2 17,600 CELESTICA INC COM 15101Q108 926 65,700 Defined 1,2 65,700 CENDANT CORP COM 151313103 70 6,670 Defined 1,2 6,670 CENTERPOINT PROPERTIES CORP COM 151895109 114 2,000 Defined 1,2 2,000 CENTEX CONSTRUCTION PRODUCTS COM 15231R109 53 1,500 Defined 1,2 1,500 CENTRAL VERMONT PUBLIC SERV CO COM 155771108 48 2,600 Defined 1,2 2,600 CERNER CORP COM 156782104 572 18,300 Defined 1,2 18,300 CHARLES RIVER ASSOCIATES INC COM 159852102 38 2,700 Defined 1,2 2,700 CHARTER ONE FIN INC COM 160903100 64 2,230 Defined 1,2 2,230 CHARMING SHOPPES INC COM 161133103 264 63,200 Defined 1,2 49,200 14,000 CHELSEA PROPERTY GROUP INC COM 163421100 87 2,600 Defined 1,2 2,600 CHEMICAL FINANCIAL CORP COM 163731102 71 2,200 Defined 1,2 2,200 CHEVRONTEXACO CORP COM 166764100 1,217 18,300 Defined 1,2 18,300 CHICAGO BRIDGE & IRON COPMANY - NY SHCOM 167250109 48 1,600 Defined 1,2 1,600 CHITTENDEN CORP COM 170228100 74 2,900 Defined 1,2 2,900 CHOICEPOINT INC COM 170388102 103 2,600 Defined 1,2 2,600 CHUBB CORP COM 171232101 2,031 38,900 Defined 1,2 38,900 CINCINNATI FINANCIAL CORP COM 172062101 30 800 Defined 1,2 800 CINERGY CORP COM 172474108 7 220 Defined 1,2 220 CISCO SYSTEMS INC COM 17275R102 58,760 4,485,460 Defined 1,2 3,524,760 960,700 CITIGROUP INC COM 172967101 94,573 2,687,501 Defined 1,2 2,150,001 537,500 CCI PFD $3.11 PFD H PFD 172967705 2,608 52,600 Defined 1,2 52,600 CITY NATIONAL CORP COM 178566105 62 1,400 Defined 1,2 1,400 CLEAR CHANNEL COMMUNICATIONS COM 184502102 791 21,200 Defined 1,2 21,200 COMFORT SYSTEMS USA INC COM 199908104 14 4,300 Defined 1,2 4,300 COMCAST CORP - CL A COM 20030N101 14,124 613,771 Defined 1,2 613,771 COMMERCE GRP INC COM 200641108 45 1,200 Defined 1,2 1,200 COMMUNITY HEALTH SYSTEMS INC COM 203668108 152 7,400 Defined 1,2 7,400 COMMUNITY FIRST BANKSHARES COM 203902101 376 14,200 Defined 1,2 14,200 COMMUNITY TRUST BANCORP COM 204149108 35 1,400 Defined 1,2 1,400 COMPUCREDIT CO COM 20478N100 12 1,700 Defined 1,2 1,700 COMPUTER NETWORK TECH CORP COM 204925101 26 3,600 Defined 1,2 3,600 CONAGRA FOODS INC COM 205887102 4,737 189,400 Defined 1,2 189,400 CONCENTRIC NETWORK WARRANT 144 WAR 20589R115 0 1,000 Defined 1,2 1,000 CONCORD EFS INC COM 206197105 45,507 2,891,200 Defined 1,2 2,031,200 860,000 CONOCOPHILLIPS COM 20825C104 2,992 61,830 Defined 1,2 61,830 CONSOLIDATED EDISON INC COM 209115104 435 10,170 Defined 1,2 10,170 CONSOLIDATED GRAPHICS INC COM 209341106 45 2,000 Defined 1,2 2,000 CONSTELLATION BRANDS INC-A COM 21036P108 311 13,100 Defined 1,2 13,100 CONSTAR INTL INC. COM 21036U107 347 29,500 Defined 1,2 29,500 CORNING INC COM 219350105 3,350 1,012,000 Defined 1,2 1,005,000 7,000 CORPORATE EXECUTIVE BOARD COM 21988R102 910 28,500 Defined 1,2 28,500 CORUS BANKSHARES INC COM 220873103 52 1,200 Defined 1,2 1,200 COST PLUS INC/CALIFORNIA COM 221485105 238 8,300 Defined 1,2 8,300 COUSINS PROPERTIES INC COM 222795106 306 12,400 Defined 1,2 12,400 COVENANT TRANSPORT COM 22284P105 42 2,200 Defined 1,2 2,200 COX RADIO INC-CL A COM 224051102 463 20,300 Defined 1,2 20,300 CROWN CORK AND SEAL CO. INC. COM 228255105 384 48,300 Defined 1,2 38,100 10,200 CULLEN/FROST BANKERS INC COM 229899109 29 900 Defined 1,2 900 CYMER INC COM 232572107 413 12,800 Defined 1,2 12,800 CYTEC INDUSTRIES INC COM 232820100 79 2,900 Defined 1,2 2,900 DRS TECHNOLOGIES COM 23330X100 423 13,500 Defined 1,2 13,500 DST SYSTEMS INC COM 233326107 46 1,300 Defined 1,2 1,300 DSP GROUP INC COM 23332B106 456 28,800 Defined 1,2 28,800 DAISYTEK INTERNATIONAL CORP COM 234053106 244 30,800 Defined 1,2 30,800 DARDEN RESTURANTS INC COM 237194105 41 2,000 Defined 1,2 2,000 DAVITA INC COM 23918K108 128 5,200 Defined 1,2 5,200 DEAN FOODS COM 242370104 134 3,600 Defined 1,2 3,600 DEL MONTE FOODS CO COM 24522P103 177 23,000 Defined 1,2 23,000 DELL COMPUTER CORPORATION COM 247025109 34,152 1,277,200 Defined 1,2 932,400 344,800 DELPHI CORP COM 247126105 2,048 254,400 Defined 1,2 254,400 DELPHI FINANCIAL GROUP CLASS A COM 247131105 68 1,800 Defined 1,2 1,800 DELTA APPAREL INC COM 247368103 17 1,100 Defined 1,2 1,100 DENBURY RESOURCES INC COM 247916208 53 4,700 Defined 1,2 4,700 DEUTSCHE TELEKOM AG SPONS ADR COM 251566105 1,965 154,750 Defined 1,2 154,750 DIAL CORPORATION COM 25247D101 81 4,000 Defined 1,2 4,000 DIAMOND OFFSHORE DRILLING COM 25271C102 31 1,400 Defined 1,2 1,400 WALT DISNEY PRODUCTIONS COM 254687106 9,786 600,000 Defined 1,2 600,000 DOCTOR REDDY'S LAB- ADR COM 256135203 178 9,200 Defined 1,2 9,200 DOLLAR TREE STORES INC COM 256747106 189 7,700 Defined 1,2 7,700 DOMINION RESOURCES INC COM 25746U109 554 10,100 Defined 1,2 10,100 DOVER CORP COM 260003108 1,108 38,000 Defined 1,2 38,000 DUKE ENERGY COM 264399106 8,412 430,500 Defined 1,2 430,500 DUPONT PHOTOMASKS INC COM 26613X101 26 1,100 Defined 1,2 1,100 EMC CORP COM 268648102 4,765 776,000 Defined 1,2 182,000 594,000 ENSCO INT'L INC COM 26874Q100 256 8,700 Defined 1,2 8,700 EXCO RESOURCESD COM 269279204 133 7,500 Defined 1,2 7,500 - EAST WEST BANC-CORP COM 27579R104 1,169 32,400 Defined 1,2 26,800 5,600 EASTGROUP PORPERTIES INC COM 277276101 41 1,600 Defined 1,2 1,600 EASTMAN CHEMICAL COM 277432100 66 1,800 Defined 1,2 1,800 EATON CORP COM 278058102 62 800 Defined 1,2 800 EBAY INC COM 278642103 5,466 80,600 Defined 1,2 80,600 ECHOSTAR COMMUNICTIO COM 278762109 390 17,500 Defined 1,2 17,500 ECOLAB INC COM 278865100 46 920 Defined 1,2 920 EDISON INTERNATIONAL COM 281020107 680 57,400 Defined 1,2 57,400 EDUCATION MANAGEMENT CORP COM 28139T101 692 18,400 Defined 1,2 18,400 EFUNDS CORP COM 28224R101 20 2,200 Defined 1,2 2,200 EL PASO CORPORATION COM 28336L109 635 91,300 Defined 1,2 91,300 ELECTRO RENT CORPORATION COM 285218103 12 1,000 Defined 1,2 1,000 ELECTRONIC ARTS INC COM 285512109 632 12,700 Defined 1,2 12,700 ELECTRONIC DATA SYSTEMS CORP COM 285661104 2,136 115,900 Defined 1,2 115,900 ELECTRONICS BOUTIQUE HOLDNG CO COM 286045109 221 14,000 Defined 1,2 14,000 EMCOR GROUP INC COM 29084Q100 101 1,900 Defined 1,2 1,900 ENERGY EAST CORPORATION COM 29266M109 314 14,200 Defined 1,2 14,200 ENGELHARD CORPORATION COM 292845104 40 1,800 Defined 1,2 1,800 ENTEGRIS INC COM 29362U104 1,221 118,500 Defined 1,2 90,500 28,000 ENTERGY CORP COM 29364G103 50 1,100 Defined 1,2 1,100 ENZON PHARMACEUTICALS INC COM 293904108 468 28,000 Defined 1,2 28,000 EQUITY OFFICE PROPERTIES TR COM 294741103 205 8,200 Defined 1,2 8,200 EQUITY ONE INC COM 294752100 40 3,000 Defined 1,2 3,000 EQUITY RESIDENTIAL COM 29476L107 118 4,800 Defined 1,2 4,800 ERICSSON TEL-SP ADR COM 294821608 233 34,600 Defined 1,2 8,200 26,400 ESTERLINE TECHNOLOGIES CORP COM 297425100 53 3,000 Defined 1,2 3,000 EVERGREEN RESOURCES INC COM 299900308 987 22,000 Defined 1,2 16,900 5,100 EXELON CORPORATION COM 30161N101 923 17,500 Defined 1,2 17,500 EXPRESS SCRIPTS INC-CLASS A COM 302182100 34 700 Defined 1,2 700 EXTENDED STAY AMERICA INC COM 30224P101 670 45,400 Defined 1,2 35,000 10,400 EXXON MOBIL CORPORATION COM 30231G102 1,790 51,240 Defined 1,2 22,040 29,200 FPL GROUP INC COM 302571104 481 8,000 Defined 1,2 8,000 FTI CONSULTING INC COM 302941109 418 10,400 Defined 1,2 10,400 FACTSET RESEARCH SYSTEMS INC COM 303075105 339 12,000 Defined 1,2 12,000 FAMILY DOLLAR STORES COM 307000109 194 6,200 Defined 1,2 6,200 FREDDIE MAC COM 313400301 2,527 42,800 Defined 1,2 42,800 FANNIE MAE COM 313586109 444 6,900 Defined 1,2 6,900 FEDERATED DEPT STORES INC NEW COM 31410H101 98 3,400 Defined 1,2 3,400 FIDELITY NATIONAL INFO SOLU IN COM 31620P109 271 15,700 Defined 1,2 15,700 FIFTH THIRD BANCORP COM 316773100 296 5,062 Defined 1,2 5,062 FIRST CITIZEN BANCSHARES INC COM 31946M103 39 400 Defined 1,2 400 FIRST DATA CORP COM 319963104 832 23,500 Defined 1,2 23,500 FIRST NATIONAL BANKSHARES INC COM 32020R109 38 1,000 Defined 1,2 1,000 FIRST HORIZON PHARMACEUTICAL COM 32051K106 429 57,400 Defined 1,2 44,500 12,900 FIRST INDUSTRIAL REALTY TR COM 32054K103 31 1,100 Defined 1,2 1,100 FIRST HEALTH GROUP CORP COM 320960107 146 6,000 Defined 1,2 6,000 FISERV INC COM 337738108 13,580 400,000 Defined 1,2 400,000 FIRSTENERGY CORP COM 337932107 406 12,300 Defined 1,2 12,300 FORTUNE BRANDS INC COM 349631101 228 4,900 Defined 1,2 4,900 FOX ENTERTAINMENT GROUP CL A COM 35138T107 228 8,800 Defined 1,2 8,800 FREEMARKETS INC COM 356602102 25 3,900 Defined 1,2 3,900 FULLER (H.B.) CO COM 359694106 36 1,400 Defined 1,2 1,400 GT GROUP TELECOM WARRANTS WAR 362359WTS 1 1,750 Defined 1,2 1,750 GTSI CORP COM 36238K103 52 3,900 Defined 1,2 3,900 GALLAGHER (ARTHUR J.) & CO. COM 363576109 106 3,600 Defined 1,2 3,600 GAP INC COM 364760108 11 700 Defined 1,2 700 GART SPORTS COMPANY COM 366630101 515 26,600 Defined 1,2 26,600 GENENTECH INC COM 368710406 31,917 962,500 Defined 1,2 954,000 8,500 GENERAL DYNAMICS COR COM 369550108 8,334 105,000 Defined 1,2 5,000 100,000 GENERAL ELECTRIC CO COM 369604103 57,851 2,375,800 Defined 1,2 1,847,100 528,700 GENERAL GROWTH PROPERTIES COM 370021107 390 7,500 Defined 1,2 7,500 GENESEE & WYOMING COM 371559105 419 20,600 Defined 1,2 20,600 GENESIS MICROCHIP INC COM 37184C103 300 23,000 Defined 1,2 23,000 GENTEX CORP COM 371901109 16,826 531,800 Defined 1,2 531,800 GEORGIA PACIFIC CORP COM 373298108 2,164 133,900 Defined 1,2 133,900 GETTY REALTY CORPORATION COM 374297109 30 1,600 Defined 1,2 1,600 GILEAD SCIENCES INC COM 375558103 197 5,800 Defined 1,2 5,800 GILLETTE CO COM 375766102 1,184 39,000 Defined 1,2 16,000 23,000 GOLDEN WEST FINANCIAL CORP COM 381317106 158 2,200 Defined 1,2 2,200 GOLDMAN SACHS GROUP INC COM 38141G104 20,730 304,400 Defined 1,2 304,400 GRACO INC COM 384109104 169 5,900 Defined 1,2 5,900 W W GRAINGER INC COM 384802104 252 4,880 Defined 1,2 4,880 GRANITE CONSTRUCTION INC COM 387328107 26 1,700 Defined 1,2 1,700 GREENPOINT FINANCIAL CORP COM 395384100 68 1,500 Defined 1,2 1,500 GRIEF BROS CORP:CLASS A COM 397624107 40 1,700 Defined 1,2 1,700 GRUPO TELEVISA SA-SPONS GDR COM 40049J206 197 7,050 Defined 1,2 7,050 GUITAR CENTER INC COM 402040109 255 15,400 Defined 1,2 15,400 HCA INC COM 404119109 6,304 151,900 Defined 1,2 67,900 84,000 HDFC BANK LTD ADR COM 40415F101 267 19,800 Defined 1,2 19,800 HAEMONETICS CORP COM 405024100 39 1,800 Defined 1,2 1,800 HALLIBURTON CO COM 406216101 1,957 104,600 Defined 1,2 104,600 HANCOCK HOLDING COMPANY COM 410120109 27 600 Defined 1,2 600 HANDLEMAN CO COM 410252100 41 3,600 Defined 1,2 3,600 HARLEY DAVIDSON COM 412822108 14 310 Defined 1,2 310 HARRAH'S ENTERTAINMENT INC COM 413619107 289 7,300 Defined 1,2 7,300 HARSCO CORP COM 415864107 73 2,300 Defined 1,2 2,300 HARVEST NATURAL RESOURCES COM 41754V103 20 3,100 Defined 1,2 3,100 HEARTLAND EXPRESS INC COM 422347104 513 22,400 Defined 1,2 22,400 H J HEINZ CO COM 423074103 1,693 51,500 Defined 1,2 51,500 HENRY JACK & ASSOCIATES COM 426281101 264 21,900 Defined 1,2 21,900 HERLEY INDUSTRIES INC COM 427398102 26 1,500 Defined 1,2 1,500 HEWITT ASSOCS INC COM COM 42822Q100 35 1,100 Defined 1,2 1,100 HEWLETT-PACKARD CO COM 428236103 3,583 206,400 Defined 1,2 206,400 HEWLETT-PACKARD CO COM 428236103 11,668 672,100 Defined 1,2 672,100 HILB ROGAL AND HAMILTON CO COM 431294107 961 23,500 Defined 1,2 17,800 5,700 HILTON HOTELS CORP COM 432848109 202 15,900 Defined 1,2 15,900 HISPANIC BROADCASTING CORP COM 43357B104 14,473 704,300 Defined 1,2 704,300 HOLOGIC INC COM 436440101 167 13,700 Defined 1,2 13,700 HOME DEPOT INC COM 437076102 40,104 1,672,430 Defined 1,2 1,185,930 486,500 HONEYWELL INTERNATIONAL INC COM 438516106 2,527 105,300 Defined 1,2 90,300 15,000 HOOPER HOLMES INC COM 439104100 41 6,600 Defined 1,2 6,600 HORMEL FOODS CORP COM 440452100 19 800 Defined 1,2 800 HOST MARRIOTT CORP COM 44107P104 96 10,800 Defined 1,2 10,800 HOT TOPIC INC COM 441339108 6,159 269,200 Defined 1,2 269,200 HUTCHINSON TECHNOLOGY COM 448407106 52 2,500 Defined 1,2 2,500 HYPERION SOLUTIONS CORP COM 44914M104 275 10,700 Defined 1,2 10,700 ISTAR FINANCIAL INC COM 45031U101 345 12,300 Defined 1,2 12,300 IDEXX LABS INC COM 45168D104 43 1,300 Defined 1,2 1,300 ILEX ONCOLOGY INC COM 451923106 88 12,400 Defined 1,2 12,400 ILEX ONCOLOGY INC COM 451923106 313 44,300 Defined 1,2 44,300 IMGGISTICS INTL INC COM 45247T104 42 2,100 Defined 1,2 2,100 INDYMAC BANCORP INC COM 456607100 370 20,000 Defined 1,2 20,000 INTERGRA LIFE SCIENCE HOLDINGS COM 457985208 1,258 71,300 Defined 1,2 54,200 17,100 INTERGRATED CIRCUIT SYSTEMS COM 45811K208 319 17,500 Defined 1,2 17,500 INTEL CORP COM 458140100 434 27,900 Defined 1,2 27,900 INTEGRATED DEFENSE TECHNOLOGY COM 45819B101 174 12,000 Defined 1,2 12,000 INTER PARFUMS INC COM 458334109 15 1,900 Defined 1,2 1,900 INTERCEPT INC COM 45845L107 274 16,200 Defined 1,2 16,200 INTERLAND INC COM 458727104 13 9,800 Defined 1,2 9,800 INTERMUNE INC COM 45884X103 337 13,200 Defined 1,2 13,200 INTL BUSINESS MACHINES CORP COM 459200101 682 8,800 Defined 1,2 8,800 INTERNATIONAL FLAVORS FRAG INC COM 459506101 112 3,200 Defined 1,2 3,200 INTERNATIONAL GAME TECH COM 459902102 76 1,000 Defined 1,2 1,000 INTERNATIONAL PAPER CO COM 460146103 1,696 48,500 Defined 1,2 48,500 INTERPUBLIC GROUP COS INC COM 460690100 1,397 99,200 Defined 1,2 99,200 INTERSIL HOLDING CORP COM 46069S109 747 53,600 Defined 1,2 43,300 10,300 INTRADO INC. COM 46117A100 123 12,500 Defined 1,2 12,500 INTUIT INC COM 461202103 14,367 306,200 Defined 1,2 306,200 ISHARES RUSSELL 2000 GROWTH COM 464287648 3,985 100,000 Defined 1,2 100,000 ISIS PHARMACEUTICALS INC COM 464330109 35 5,300 Defined 1,2 5,300 ITRON INC COM 465741106 504 26,300 Defined 1,2 26,300 JDA SOFTWARE GROUP COM 46612K108 35 3,600 Defined 1,2 3,600 J P MORGAN CHASE & CO COM 46625H100 2,830 117,900 Defined 1,2 117,900 JABIL CIRCUIT INC COM 466313103 237 13,200 Defined 1,2 13,200 JACK IN THE BOX INC COM 466367109 19 1,100 Defined 1,2 1,100 JAKKS PACIFIC INC COM 47012E106 50 3,700 Defined 1,2 3,700 JARDEN CORP COM 471109108 1,282 53,700 Defined 1,2 41,300 12,400 JOHNSON & JOHNSON COM 478160104 60,428 1,125,085 Defined 1,2 1,085,020 40,065 JOHNSON CONTROLS INC COM 478366107 56 700 Defined 1,2 700 KADANT INC COM 48282T104 44 2,900 Defined 1,2 2,900 KANSAS CITY LIFE INSURANCE CO COM 484836101 11 300 Defined 1,2 300 KANSAS CITY SOUTHN INDS COM 485170302 28 2,300 Defined 1,2 2,300 KELLWOOD CO COM 488044108 65 2,500 Defined 1,2 2,500 KENDLE INTERNATIONAL COM 48880L107 47 5,300 Defined 1,2 5,300 KENNAMETAL INC COM 489170100 41 1,200 Defined 1,2 1,200 KEY ENERGY SERVICES INC COM 492914106 553 61,600 Defined 1,2 47,500 14,100 KEY ENERGY SERVICES WARRANTS WAR 492914122 92 1,500 Defined 1,2 1,500 KEYSTONE PROPERTY TRUST COM 493596100 34 2,000 Defined 1,2 2,000 KIMBALL INTERNATIONAL CL B COM 494274103 54 3,800 Defined 1,2 3,800 KIMCO REALTY CORP COM 49446R109 181 5,900 Defined 1,2 5,900 KINDER MORGAN INC COM 49455P101 16,908 400,000 Defined 1,2 400,000 KINDRED HEALTHCARE INC COM 494580103 25 1,400 Defined 1,2 1,400 KING PHARMACEUTICALS INC COM 495582108 194 11,300 Defined 1,2 11,300 KNIGHT RIDDER INC COM 499040103 247 3,900 Defined 1,2 3,900 KNOLOGY HOLDINGS INC WARRANT WAR 499183119 0 2,000 Defined 1,2 2,000 KNOLOGY INC PFD 499183606 45 29,861 Defined 1,2 29,861 KOHLS CORP COM 500255104 36,541 653,100 Defined 1,2 477,400 175,700 KRAFT FOODS COM 50075N104 8,125 208,700 Defined 1,2 8,700 200,000 KROLL INC COM 501049100 44 2,300 Defined 1,2 2,300 L-3 CMMUNICATIONS HLDGS INC COM 502424104 37,747 840,500 Defined 1,2 628,000 212,500 LABORATORY CRP OF AMER HLDING COM 50540R409 30 1,300 Defined 1,2 1,300 LADISH CO.INC COM 505754200 34 4,200 Defined 1,2 4,200 LANDRY'S SEAFOOD RESTAURANTS COM 51508L103 49 2,300 Defined 1,2 2,300 LEAR CORP COM 521865105 63 1,900 Defined 1,2 1,900 LEHMAN BROTHERS HLDG INC COM 524908100 53 1,000 Defined 1,2 1,000 LEVEL 3 COMMUNICATIONS COM 52729N100 3,553 725,000 Defined 1,2 725,000 LIBERTY MEDIA CORP COM 530718105 53,964 6,036,200 Defined 1,2 4,778,300 1,257,900 LIBERTY PROPERTY TRUST COM 531172104 99 3,100 Defined 1,2 3,100 LIFEPOINT HOSPITALS INC COM 53219L109 317 10,600 Defined 1,2 10,600 LIGAND PHARMACEUTICALS-CL B COM 53220K207 69 12,900 Defined 1,2 12,900 LILLY (ELI) COM 532457108 400 6,302 Defined 1,2 6,302 LIMITED BRANDS INC COM 532716107 32 2,300 Defined 1,2 2,300 LIN TV CORP-CL A COM 532774106 580 23,800 Defined 1,2 23,800 LINCLN NAT $1.60PFD PFD 534041207 1,015 40,000 Defined 1,2 40,000 LINCOLN NATIONAL CORP IND COM 534187109 2,031 64,300 Defined 1,2 64,300 LITTLEFUSE INC COM 537008104 49 2,900 Defined 1,2 2,900 LOCKHEED MARTIN CORP COM 539830109 63,531 1,100,100 Defined 1,2 797,300 302,800 LOEWS CORP COM 540424108 36 800 Defined 1,2 800 LONE STAR STEAKHOUSE & SALOON COM 542307103 44 2,300 Defined 1,2 2,300 LOWES COMPANIES INC COM 548661107 563 15,000 Defined 1,2 15,000 LUBRIZOL CORP COM 549271104 104 3,400 Defined 1,2 3,400 LUFKIN INDUSTRIES INC COM 549764108 40 1,700 Defined 1,2 1,700 LYONDELL PETRO COM 552078107 51 4,000 Defined 1,2 4,000 M & T BANK CORPORATION COM 55261F104 71 900 Defined 1,2 900 MBNA CORP COM 55262L100 14,824 779,400 Defined 1,2 779,400 MDU RESOURCES GROUP COM 552690109 111 4,300 Defined 1,2 4,300 MFC BANCORP LTD COM 55271X202 44 6,100 Defined 1,2 6,100 MGC COMMUNICATIONS WARRANT WAR 552763112 0 1,000 Defined 1,2 1,000 MGE ENERGY INC COM 55277P104 24 900 Defined 1,2 900 MGIC INV CORP COM 552848103 330 8,000 Defined 1,2 8,000 MPS GROUP INC COM 553409103 66 12,000 Defined 1,2 12,000 MTS SYSTEMS CORPORATION COM 553777103 30 3,000 Defined 1,2 3,000 MTC TECHNOLOGIES INC COM 55377A106 369 14,600 Defined 1,2 14,600 MACERICH CO COM 554382101 114 3,700 Defined 1,2 3,700 MAGNA ENTERTAINMENT CLASS A COM 559211107 12 2,000 Defined 1,2 2,000 MAINE PUBLIC SERVICE COM 560483109 19 600 Defined 1,2 600 MAINSOURCE FINANCIAL GROUP INC COM 56062Y102 25 1,050 Defined 1,2 1,050 MANAGEMENT NETWORK GROUP INC COM 561693102 23 15,200 Defined 1,2 15,200 MANOR CARE INC COM 564055101 97 5,200 Defined 1,2 5,200 MANPOWER COM 56418H100 57 1,800 Defined 1,2 1,800 MANTECH INTERNATIONAL CORP COM 564563104 242 12,700 Defined 1,2 12,700 MARATHON OIL CORP COM 565849106 2,551 119,800 Defined 1,2 119,800 MARSH & MCLENNAN CO INC COM 571748102 407 8,800 Defined 1,2 8,800 MASSBANK CORP COM 576152102 23 800 Defined 1,2 800 MASTEC INC COM 576323109 12 3,900 Defined 1,2 3,900 MATRIXONE INC COM 57685P304 213 49,500 Defined 1,2 38,500 11,000 MATSUSHITA ELEC IND-SPON ADR COM 576879209 1,437 149,700 Defined 1,2 149,700 MATTEL INC COM 577081102 30,724 1,604,400 Defined 1,2 1,604,400 MAXIM INTEGRATED PRODUCTS INC COM 57772K101 11,300 342,000 Defined 1,2 342,000 MAXWELL SHOE COMPANY INC COM 577766108 44 3,800 Defined 1,2 3,800 MAVERICK TUBE CORP COM 577914104 362 27,800 Defined 1,2 27,800 MCDONALDS CORP COM 580135101 15,110 939,700 Defined 1,2 939,700 MEADWESTVACO CORPORATION COM 583334107 57 2,300 Defined 1,2 2,300 MEDCATH CORPORTATION COM 58404W109 35 3,500 Defined 1,2 3,500 MEDIACOM COMMUNICATIONS CORP COM 58446K105 32 3,600 Defined 1,2 3,600 MEDICAL ACTION INDUSTRIES INC COM 58449L100 401 37,000 Defined 1,2 26,900 10,100 MEDIMMUNE INC COM 584699102 25,863 951,900 Defined 1,2 637,400 314,500 MEDTRONIC INC COM 585055106 60,342 1,323,300 Defined 1,2 1,006,400 316,900 MERCHANTS BANCSHARES INC COM 588448100 43 1,900 Defined 1,2 1,900 MERCK & CO INC COM 589331107 3,696 65,290 Defined 1,2 65,290 MERCURY INTERACTIVE CORP COM 589405109 190 6,400 Defined 1,2 6,400 MERISTAR HOSPITALITY CORP COM 58984Y103 29 4,400 Defined 1,2 4,400 MERRILL LYNCH & CO INC COM 590188108 27,718 730,370 Defined 1,2 522,870 207,500 METHODE ELECTRONICS CL A COM 591520200 265 24,200 Defined 1,2 24,200 METRO ONE TELECOMMUNINCATIONS COM 59163F105 17 2,700 Defined 1,2 2,700 MICROSOFT CORP COM 594918104 103,785 2,007,450 Defined 1,2 1,685,750 321,700 MICROCHIP TECHNOLOGY COM 595017104 675 27,600 Defined 1,2 27,600 MICRON TECHNOLOGY INCORPORATED COM 595112103 3,430 352,200 Defined 1,2 352,200 MID-AMERICA APARTMENT COMM INC COM 59522J103 49 2,000 Defined 1,2 2,000 MID-STATE BANCSHARES COM 595440108 59 3,600 Defined 1,2 3,600 MILLIPORE COM 601073109 68 2,000 Defined 1,2 2,000 MINERALS TECHNOLOGIES INC COM 603158106 13,855 321,100 Defined 1,2 321,100 MONRO MUFFLER BRAKES INC COM 610236101 42 2,500 Defined 1,2 2,500 MOODY'S CORPORATION COM 615369105 14,811 358,700 Defined 1,2 358,700 MOTHERS WORK COM 619903107 1,099 31,200 Defined 1,2 23,300 7,900 MOTOROLA INC COM 620076109 4,973 574,900 Defined 1,2 574,900 DATACRAFT ASIA LTD COM 624683SDL 50 76,000 Defined 1,2 76,000 MUELLER INDUSTRIES INC COM 624756102 95 3,500 Defined 1,2 3,500 MYKROLIS CORPORATION COM 62852P103 310 42,500 Defined 1,2 31,300 11,200 NCI BUILDING SYSTEMS INC COM 628852105 33 1,500 Defined 1,2 1,500 NS GROUP INC COM 628916108 35 5,400 Defined 1,2 5,400 NABI BIOPHARMACEUTICALS COM 629519109 26 4,200 Defined 1,2 4,200 NAM TAI ELECTRONICS INC COM 629865205 88 3,600 Defined 1,2 3,600 NATIONAL-OILWELL INC COM 637071101 164 7,500 Defined 1,2 7,500 NATIONAL SEMICONDUCTOR CORP COM 637640103 50 3,300 Defined 1,2 3,300 NATIONWIDE FINANCIAL SERV A COM 638612101 34 1,200 Defined 1,2 1,200 NATIONWIDE HEALTH PROPERTIES COM 638620104 52 3,500 Defined 1,2 3,500 THE NAVIGATORS GROUP INC COM 638904102 16 700 Defined 1,2 700 NAUTICA COM 639089101 29 2,600 Defined 1,2 2,600 NAVISTAR INTERNATIONAL COM 63934E108 75 3,100 Defined 1,2 3,100 NEOPHARM INC COM 640919106 29 2,900 Defined 1,2 2,900 NETWORK APPLIANCE INC COM 64120L104 6,100 610,000 Defined 1,2 610,000 NEUROCRINE BISCIENCES INC COM 64125C109 534 11,700 Defined 1,2 11,700 NEW YORK TIMES CO CLASS A COM 650111107 69 1,500 Defined 1,2 1,500 NEWCASTLE INVT CORP NEW COM COM 65105M108 118 7,400 Defined 1,2 7,400 NEWELL RUBBERMAID INC COM 651229106 337 11,100 Defined 1,2 11,100 NEWS CORP LTD ADR COM 652487703 2,174 82,800 Defined 1,2 82,800 NEWS CORP LTD-SPONS ADR PRF COM 652487802 625 27,600 Defined 1,2 27,600 NISOURCE INC COM 65473P105 400 20,000 Defined 1,2 20,000 NOKIA CORP ADR COM 654902204 46,275 2,985,500 Defined 1,2 2,274,500 711,000 NORDSTROM INC COM 655664100 106 5,600 Defined 1,2 5,600 NORTH FORK BANCORPORATION COM 659424105 74 2,200 Defined 1,2 2,200 NORTHEAST UTILITIES COM 664397106 416 27,400 Defined 1,2 27,400 NORTHRIM BANCORP INC COM 666762109 23 1,700 Defined 1,2 1,700 NORTHROP GRUMMAN CORP COM 666807102 29 300 Defined 1,2 300 NORTHWEST NATURAL GAS CO COM 667655104 70 2,600 Defined 1,2 2,600 NOVELL INC COM 670006105 39 11,700 Defined 1,2 11,700 NOVELLUS SYSTEMS INC COM 670008101 166 5,900 Defined 1,2 5,900 NOVEN PHARMACEUTICALS INC COM 670009109 554 60,000 Defined 1,2 46,000 14,000 NUCOR CORP COM 670346105 900 21,800 Defined 1,2 21,800 OCCIDENTAL PETROLEUM COM 674599105 31 1,100 Defined 1,2 1,100 OCEAN ENERGY INC COM 67481E106 196 9,800 Defined 1,2 9,800 OFFICE DEPOT INC COM 676220106 2,540 172,100 Defined 1,2 172,100 OFFICEMAX INC COM 67622M108 10 1,900 Defined 1,2 1,900 OLD DOMINION FREIGHT LINE COM 679580100 249 8,800 Defined 1,2 8,800 OMNICOM GROUP COM 681919106 491 7,600 Defined 1,2 7,600 ON ASSIGNMENT INC COM 682159108 55 6,500 Defined 1,2 6,500 ORACLE CORP COM 68389X105 34,276 3,173,700 Defined 1,2 2,075,500 1,098,200 ORTHODONTIC CENTERS OF AMER COM 68750P103 41 3,800 Defined 1,2 3,800 OSHKOSH TRUCK CORP COM 688239201 105 1,700 Defined 1,2 1,700 OUTBACK STEAKHOUSE INC COM 689899102 72 2,100 Defined 1,2 2,100 OVERTURE SERVICES INC COM 69039R100 8,193 300,000 Defined 1,2 300,000 OWENS & MINOR INC HLDG CO COM 690732102 62 3,800 Defined 1,2 3,800 P G & E CORP COM 69331C108 2,384 171,500 Defined 1,2 171,500 P.F CHANG'S CHINA BRISTO INC COM 69333Y108 359 9,900 Defined 1,2 9,900 PMC SIERRA INC COM 69344F106 235 42,200 Defined 1,2 42,200 PMI GROUP INC COM 69344M101 87 2,900 Defined 1,2 2,900 PNM RESOURCES COM 69349H107 524 22,000 Defined 1,2 22,000 PPG INDUSTRIES INC COM 693506107 45 900 Defined 1,2 900 P P & L RESOURCES INC COM 69351T106 31 900 Defined 1,2 900 PS BUSINESS PARKS INC CA. 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COM 751028101 43 1,700 Defined 1,2 1,700 RATIONAL SOFTWARE CORP COM 75409P202 30 2,900 Defined 1,2 2,900 RATEXCHANGE WTS WAR 754996981 - 12,500 Defined 1,2 12,500 RAYOVAC CORP COM 755081106 372 27,900 Defined 1,2 27,900 RAYTHEON CO COM 755111507 1,541 50,100 Defined 1,2 50,100 RECKSON ASSOC REALTY CORP COM 75621K106 82 3,900 Defined 1,2 3,900 REGAL-BELOIT CORP COM 758750103 387 18,700 Defined 1,2 18,700 REGENT COMMUNICATIONS INC COM 758865109 30 5,100 Defined 1,2 5,100 RELIANCE STEEL AND ALUMINUM COM 759509102 54 2,600 Defined 1,2 2,600 REMINGTON OIL & GAS CORP COM 759594302 453 27,600 Defined 1,2 27,600 RENT-A-CENTER INC COM 76009N100 30 600 Defined 1,2 600 REPUBLIC SERVICES INC COM 760759100 40 1,900 Defined 1,2 1,900 RESPIRONICS INC COM 761230101 429 14,100 Defined 1,2 14,100 REYNOLDS & REYNOLDS CO COM 761695105 64 2,500 Defined 1,2 2,500 RIGGS NATL CORP WASH DC COM 766570105 60 3,900 Defined 1,2 3,900 ROBERT HALF INTL INC COM 770323103 192 11,900 Defined 1,2 11,900 ROSS STORES COM 778296103 51 1,200 Defined 1,2 1,200 ROUSE COMPANY COM 779273101 190 6,000 Defined 1,2 6,000 ROWAN COS INC COM 779382100 86 3,800 Defined 1,2 3,800 ROXIO INC COM 780008108 16 3,400 Defined 1,2 3,400 ROYAL DUTCH PETRO-NY SHARES COM 780257804 3,479 79,030 Defined 1,2 79,030 RUSS BERRIE & CO INC COM 782233100 20 600 Defined 1,2 600 SBC COMMUNICATIONS INC COM 78387G103 5,521 203,639 Defined 1,2 203,639 SK TELECOM CO LTD-ADR COM 78440P108 656 30,720 Defined 1,2 30,720 SLM CORPORATION COM 78442P106 8,060 77,600 Defined 1,2 77,600 S & P 500 DEPOSITARY RECEIPT COM 78462F103 13,137 148,900 Defined 1,2 148,900 SAFENET INC COM 78645R107 43 1,700 Defined 1,2 1,700 SAFEWAY INC COM 786514208 21,444 918,000 Defined 1,2 918,000 THE ST. JOE COMPANY COM 790148100 198 6,600 Defined 1,2 6,600 ST JUDE MEDICAL INC COM 790849103 270 6,800 Defined 1,2 6,800 ST MARY LAND & EXPLORATION CO COM 792228108 60 2,400 Defined 1,2 2,400 ST PAUL COMPANIES INC COM 792860108 1,931 56,700 Defined 1,2 56,700 SALIX PHARMACEUTICALS LTD COM 795435106 259 37,000 Defined 1,2 37,000 SAMSUNG ELEC GDS COMMON COM 796050888 788 5,900 Defined 1,2 5,900 SAP AG SPONSORED ADR COM 803054204 367 18,800 Defined 1,2 18,800 SARA LEE CORP COM 803111103 5,506 244,600 Defined 1,2 244,600 SCAN SOURCE INC COM 806037107 306 6,200 Defined 1,2 6,200 SCHERING PLOUGH COM 806605101 222 10,000 Defined 1,2 10,000 SCHLUMBERGER LTD COM 806857108 8 200 Defined 1,2 200 SCHULMAN (A) INC COM 808194104 39 2,100 Defined 1,2 2,100 SCHWEITZER-MAUDUIT INTL INC COM 808541106 20 800 Defined 1,2 800 SCIENTIFIC GAMES CORPORATION COM 80874P109 673 92,700 Defined 1,2 69,300 23,400 SCOTTS COMPANY COM 810186106 510 10,400 Defined 1,2 10,400 SECURE COMPUTING CORP COM 813705100 54 8,500 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