-----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, MURogNgNyXYdHR6m1B0VklwJJk86aNl7LxqDPjXj5rXwLJYjAVBIT78eC2q3NXxT F9IuR4mUywhRzsrujAlGww== 0000021847-03-000183.txt : 20030514 0000021847-03-000183.hdr.sgml : 20030514 20030514123223 ACCESSION NUMBER: 0000021847-03-000183 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20030331 FILED AS OF DATE: 20030514 EFFECTIVENESS DATE: 20030514 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: 03697775 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 steinroequarter1.txt 13F FILING Future filings will be reported under CIK#0000022120, file number 28-297, Columbia Management Advisors, Inc (formerly Columbia Management Company) 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, 2003. 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 May, 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: 746 Form 13F Information Table Value Total (000's): $2,225,106 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 InvestmentOther Voting Authority Name of Issuer Class Number Value (000s) DiscretionManager (a)Sole (b)Shared (c)None AFLAC INC COMMON 001055102 18,230.04 568,800 Defined 1,2 568,800 AGCO CORP COMMON 001084102 296.24 18,400 Defined 1,2 18,400 AMR CORP COMMON 001765106 10.08 4,800 Defined 1,2 4,800 AOL TIME WARNER COMMON 00184A105 5,109 410,550 Defined 1,2 235,300 175,250 AT&T CORP COMMON 001957505 11,206.84 691,780 Defined 1,2 691,780 ATMI INC COMMON 00207R101 217.64 11,300 Defined 1,2 11,300 AT & T WIRELESS SERVICES COMMON 00209A106 498.56 75,539 Defined 1,2 75,539 AVX CORP COMMON 002444107 34.20 3,800 Defined 1,2 3,800 ABBOTT LABS COMMON 002824100 1,736 44,330 Defined 1,2 23,630 20,700 ACCREDITED HOME LENDERS COMMON 00437P107 164.47 18,500 Defined 1,2 18,500 ACCREDO HAELTH INC COMMON 00437V104 1,047.79 43,050 Defined 1,2 43,050 ACTIVISION INC COMMON 004930202 733 50,600 Defined 1,2 38,700 11,900 ACXIOM CORP COMMON 005125109 50.49 3,000 Defined 1,2 3,000 ADOLOR CORP COMMON 00724X102 170.45 17,200 Defined 1,2 17,200 ADVANCE AUTO PARTS COMMON 00751Y106 962.00 20,800 Defined 1,2 20,800 ADVANCED POWER TECHNOLOGY COMMON 00761E108 2.14 700 Defined 1,2 700 AETNA INC COMMON 00817Y108 4,737.73 96,100 Defined 1,2 96,100 AFFILIATED COMPUTER SVCS INC-A COMMON 008190100 97.37 2,200 Defined 1,2 2,200 AIR PRODUCTS & CHEMICALS INC COMMON 009158106 62.15 1,500 Defined 1,2 1,500 AKZO NOBEL N.V. ADR COMMON 010199305 1,467.66 73,200 Defined 1,2 73,200 ALAMO GROUP INC COMMON 011311107 20.99 1,800 Defined 1,2 1,800 ALBERTO CULVER CO CL B CONV COMMON 013068101 438.59 8,900 Defined 1,2 8,900 ALCOA INC COMMON 013817101 15,587 788,700 Defined 1,2 722,500 66,200 ALEXANDRIA R E EQUITIES INC COMMON 015271109 134.56 3,200 Defined 1,2 3,200 ALLEN TELECOM INC COMMON 018091108 40.95 4,200 Defined 1,2 4,200 ALLETE INC COMMON 018522102 33.22 1,600 Defined 1,2 1,600 ALLIANCE ATLANTIS COMMUNICATIO COMMON 01853E204 50.33 6,100 Defined 1,2 6,100 ALLIANT TECHSYSTEMS INC COMMON 018804104 27.01 500 Defined 1,2 500 ALLTEL CORP COMMON 020039103 89.52 2,000 Defined 1,2 2,000 ALTRIA GROUP INC COMMON 02209S103 1,135.48 37,900 Defined 1,2 37,900 AMBAC FINANCIAL GROUP INC COMMON 023139108 1,071.02 21,200 Defined 1,2 21,200 AMCOL INTERNATIONAL CORP COMMON 02341W103 10.22 1,800 Defined 1,2 1,800 AMERADA HESS CORP COMMON 023551104 75.24 1,700 Defined 1,2 1,700 AMERICAN AXLE & MANUFACTURING COMMON 024061103 37.87 1,800 Defined 1,2 1,800 AMERICAN ELECTRIC POWER CO INC COMMON 025537101 1,480.68 64,800 Defined 1,2 64,800 AMERICAN GREETINGS CL A COMMON 026375105 34.06 2,600 Defined 1,2 2,600 AMERICAN HEALTHWAYS INC COMMON 02649V104 684 36,900 Defined 1,2 25,700 11,200 AMERICAN INTL GROUP COMMON 026874107 16,983 293,562 Defined 1,2 29,600 263,962 AMER INTERNATIONAL GROUP INC COMMON 026874107 31,093.67 628,790 Defined 1,2 628,790 AMERICAN ITALIAN PASTA CO A COMMON 027070101 224.90 5,200 Defined 1,2 5,200 AMERICAN MANAGEMENT SYSTEMS COMMON 027352103 61.61 5,100 Defined 1,2 5,100 AMERICAN MEDICAL SYSTEMS COMMON 02744M108 607 40,500 Defined 1,2 28,200 12,300 AMERICAN POWER CONVERSION COMMON 029066107 125.31 8,800 Defined 1,2 8,800 AMERUS GROUP CO COMMON 03072M108 26.99 1,100 Defined 1,2 1,100 AMERISOURCEBERGEN CORP COMMON 03073E105 425.25 8,100 Defined 1,2 8,100 AMGEN INC COMMON 031162100 22,168.26 385,200 Defined 1,2 385,200 AMPHENOL CORP CL A COMMON 032095101 69.28 1,700 Defined 1,2 1,700 ANADARKO PETROLEUM COMMON 032511107 1,437.80 31,600 Defined 1,2 31,600 ANALOGIC CORP COMMON 032657207 18.23 400 Defined 1,2 400 ANDREW CORP COMMON 034425108 40.15 7,300 Defined 1,2 7,300 ANDRX GROUP COMMON 034553107 139.36 11,800 Defined 1,2 11,800 ANHEUSER BUSCH INC COMMON 035229103 214.41 4,600 Defined 1,2 4,600 ANIXTER INTERNATIONAL INC COMMON 035290105 61.21 2,700 Defined 1,2 2,700 ANTHEM INC COMMON 03674B104 649.25 9,800 Defined 1,2 9,800 APACHE CORP COMMON 037411105 233.38 3,780 Defined 1,2 3,780 APARTMENT INVT & MGMT CO-A COMMON 03748R101 87.55 2,400 Defined 1,2 2,400 APOLLO GROUP INC CL A COMMON 037604105 6,002.97 120,300 Defined 1,2 120,300 APPLEBEES INTERNATIONAL INC COMMON 037899101 594.45 21,200 Defined 1,2 21,200 APPLIED FILMS CORP COMMON 038197109 486.08 30,100 Defined 1,2 30,100 APPLIED MATLS COMMON 038222105 7.55 600 Defined 1,2 600 APTARGROUP INC COMMON 038336103 61.47 1,900 Defined 1,2 1,900 ARBITRON INC COMMON 03875Q108 326.51 10,300 Defined 1,2 10,300 ARCHER DANIELS MIDLAND CO COMMON 039483102 1,264.68 117,100 Defined 1,2 117,100 ARCHSTONE-SMITH TRUST COMMON 039583109 74.66 3,400 Defined 1,2 3,400 ARMOR HOLDINGS INC COMMON 042260109 371 31,700 Defined 1,2 17,400 14,300 ARROW ELECTRONICS INC COMMON 042735100 39.69 2,700 Defined 1,2 2,700 ATLANTIC COAST AIRLINES HLDG COMMON 048396105 24.84 4,000 Defined 1,2 4,000 ATMEL CORP COMMON 049513104 148 83,500 Defined 1,2 61,400 22,100 ATRIX LABORATIORIES INC COMMON 04962L101 261.33 18,600 Defined 1,2 18,600 AVALON BAY COMMUNITIES INC COMMON 053484101 92.25 2,500 Defined 1,2 2,500 AVON PRODUCTS INC COMMON 054303102 91.28 1,600 Defined 1,2 1,600 THE BISYS GROUP INC COMMON 055472104 287.23 17,600 Defined 1,2 17,600 BJ SERVICES CO COMMON 055482103 32,681 959,100 Defined 1,2 835,600 123,500 BP P.L.C. COMMON 055622104 1,871.62 48,500 Defined 1,2 48,500 BAKER HUGHES INC COMMON 057224107 1,352.84 45,200 Defined 1,2 45,200 BALLY TOTAL FITNESS HLDG CORP COMMON 05873K108 28.39 5,600 Defined 1,2 5,600 BANCFIRST COPORATION COMMON 05945F103 13.23 300 Defined 1,2 300 BANCORPSOUTH COMMON 059692103 47.84 2,600 Defined 1,2 2,600 BANK OF GRANITE CORPORATION COMMON 062401104 39.86 2,400 Defined 1,2 2,400 BANK NEW YORK INC COMMON 064057102 1,170.55 57,100 Defined 1,2 57,100 BANKNORTH GROUP INC COMMON 06646R107 50.16 2,300 Defined 1,2 2,300 BANTA CORPORATION COMMON 066821109 44.22 1,500 Defined 1,2 1,500 BARRICK GOLD CORP COMMON 067901108 1,411.29 90,700 Defined 1,2 90,700 BARR LABORATORIES INC COMMON 068306109 376.20 6,600 Defined 1,2 6,600 BASSETT FURNITURE INDUSTRIES COMMON 070203104 30.45 2,900 Defined 1,2 2,900 BAXTER INTL INC COMMON 071813109 25,206 1,075,700 Defined 1,2 578,700 497,000 BEA SYSTEMS INC COMMON 073325102 16,093.07 1,579,300 Defined 1,2 1,579,300 BEAR STEARNS COMPANIES INC COMMON 073902108 59.04 900 Defined 1,2 900 BEAZER HOMES USA INC COMMON 07556Q105 723.36 12,300 Defined 1,2 12,300 BED BATH & BEYOND INC COMMON 075896100 797.87 23,100 Defined 1,2 23,100 BELLSOUTH CORP COMMON 079860102 3,356.68 154,900 Defined 1,2 154,900 BENCHMARK ELECTRONICS COMMON 08160H101 17.00 600 Defined 1,2 600 BERKSHIRE HATHAWAY IN CL A COMMON 084670108 5,104.00 80 Defined 1,2 80 BEST BUY CO INC COMMON 086516101 366.79 13,600 Defined 1,2 13,600 BIOMET INC COMMON 090613100 15,539.55 507,000 Defined 1,2 507,000 BIOMARIN PHARMACEUTICAL INC COMMON 09061G101 404 41,400 Defined 1,2 26,100 15,300 BLACK BOX CORPORATION COMMON 091826107 35.56 1,200 Defined 1,2 1,200 BLYTH INDUSTRIES INC COMMON 09643P108 40.69 1,600 Defined 1,2 1,600 BOISE CASCADE CORP COMMON 097383103 19.67 900 Defined 1,2 900 BORDERS GROUP INC COMMON 099709107 42.63 2,900 Defined 1,2 2,900 BORG WARNER AUTO COMMON 099724106 38.27 800 Defined 1,2 800 BORLAND SOFTWARE CORP COMMON 099849101 452.64 49,200 Defined 1,2 49,200 BOSTON PRIVATE FINANCIAL HOLD COMMON 101119105 192.98 12,900 Defined 1,2 12,900 BOSTON PROPERTIES INC COMMON 101121101 94.75 2,500 Defined 1,2 2,500 BOSTON SCIENTIFIC CORP COMMON 101137107 29,479 713,000 Defined 1,2 493,500 219,500 BOWATER INC COMMON 102183100 1,196.23 32,200 Defined 1,2 32,200 BRIGGS & STRATTON CORP COMMON 109043109 38.84 1,000 Defined 1,2 1,000 BRINKER INTERNATIONAL INC COMMON 109641100 393.45 12,900 Defined 1,2 12,900 BRISTOL-MYERS SQUIBB CO COMMON 110122108 1,916 88,300 Defined 1,2 63,300 25,000 BROOKS AUTOMATION INC COMMON 114340102 491.24 50,800 Defined 1,2 50,800 BROWN & BROWN COMMON 115236101 212.91 6,800 Defined 1,2 6,800 TOM BROWN INC COMMON 115660201 271.04 11,200 Defined 1,2 11,200 BRYN MAWR BANK CORP COMMON 117665109 57.31 1,600 Defined 1,2 1,600 BUILDING MATERIAL HOLDING CORP COMMON 120113105 21.30 1,600 Defined 1,2 1,600 CBRL GROUP INC COMMON 12489V106 43.92 1,600 Defined 1,2 1,600 CDW COMPUTER CTRS IN COMMON 125129106 220.32 5,400 Defined 1,2 5,400 CH ENERGY GROUP INC COMMON 12541M102 83.40 2,000 Defined 1,2 2,000 CNF INC COMMON 12612W104 39.59 1,300 Defined 1,2 1,300 CUNO INCORPORATED COMMON 126583103 440.55 13,100 Defined 1,2 13,100 CV THERAPEUTICS INC COMMON 126667104 329.95 18,300 Defined 1,2 18,300 CABLE DESIGN TECHNOLOGIES CORP COMMON 126924109 25.27 3,800 Defined 1,2 3,800 CAL DIVE INTERNATIONAL INC COMMON 127914109 417.83 23,200 Defined 1,2 23,200 CALIFORNIA PIZZA KITCHEN COMMON 13054D109 87.40 3,800 Defined 1,2 3,800 CALPINE CORPORATION COMMON 131347106 2,376.00 720,000 Defined 1,2 720,000 CAPITAL CITY BANK GROUP INC COMMON 139674105 19.56 500 Defined 1,2 500 CAPITAL ONE FINL COR COMMON 14040H105 10,506 353,500 Defined 1,2 41,500 312,000 CAPITOL BANCORP LTD. COMMON 14056D105 21.15 1,000 Defined 1,2 1,000 CARDINAL HEALTH INC COMMON 14149Y108 979.88 17,200 Defined 1,2 17,200 CAREMARK RX INC COMMON 141705103 608.03 33,500 Defined 1,2 33,500 CARLISLE COS INC COMMON 142339100 109.32 2,700 Defined 1,2 2,700 CARNIVAL CORP COMMON 143658102 8,076.73 334,995 Defined 1,2 334,995 CARRAMERICA REALTY CORP COMMON 144418100 76.05 3,000 Defined 1,2 3,000 CASCADE NATURAL GAS CORP COMMON 147339105 27.16 1,400 Defined 1,2 1,400 CASELLA WASTE SYSTEMS COMMON 147448104 50.33 6,100 Defined 1,2 6,100 CASH AMERICA INTERNATIONAL INC COMMON 14754D100 72.05 7,600 Defined 1,2 7,600 CASUAL MALE RETAIL GROUP INC COMMON 148711104 18.96 6,300 Defined 1,2 6,300 CATELLUS DEVELOPMENT CORP COMMON 149111106 39.90 1,900 Defined 1,2 1,900 CATERPILLAR INC COMMON 149123101 24,238 497,800 Defined 1,2 442,500 55,300 CEDAR FAIR LP COMMON 150185106 7,849.80 315,000 Defined 1,2 315,000 CELL GENESYS INC COMMON 150921104 78.33 10,600 Defined 1,2 10,600 CELESTICA INC COMMON 15101Q108 774.95 67,800 Defined 1,2 67,800 CENDANT CORP COMMON 151313103 83.44 6,570 Defined 1,2 6,570 CENTERPOINT PROPERTIES CORP COMMON 151895109 75.14 1,300 Defined 1,2 1,300 CENTEX CONSTRUCTION PRODUCTS COMMON 15231R109 54.00 1,500 Defined 1,2 1,500 CENTRAL GARDEN & PET CO COMMON 153527106 43.28 2,000 Defined 1,2 2,000 CENTRAL VERMONT PUBLIC SERV CO COMMON 155771108 53.32 3,100 Defined 1,2 3,100 CENTURY BUSINESS SERVICES COMMON 156490104 16.19 6,300 Defined 1,2 6,300 CERNER CORP COMMON 156782104 482.46 14,900 Defined 1,2 14,900 CHARLES RIVER ASSOCIATES INC COMMON 159852102 46.17 2,700 Defined 1,2 2,700 CHARTER ONE FIN INC COMMON 160903100 61.68 2,230 Defined 1,2 2,230 CHARMING SHOPPES COMMON 161133103 59 14,000 Defined 1,2 14,000 CHELSEA PROPERTY GROUP INC COMMON 163421100 78.23 2,100 Defined 1,2 2,100 CHEMICAL FINANCIAL CORP COMMON 163731102 61.28 2,310 Defined 1,2 2,310 CHICAGO BRIDGE & IRON COPMANY - NY S COMMON 167250109 435.23 26,800 Defined 1,2 26,800 CHITTENDEN CORP COMMON 170228100 75.81 2,900 Defined 1,2 2,900 CHOICEPOINT INC COMMON 170388102 74.58 2,200 Defined 1,2 2,200 CINCINNATI FINANCIAL CORP COMMON 172062101 28.06 800 Defined 1,2 800 CINERGY CORP COMMON 172474108 7.40 220 Defined 1,2 220 CISCO SYSTEMS INC COMMON 17275R102 59,687 4,588,210 Defined 1,2 3,627,510 960,700 CITIGROUP INC COMMON 172967101 91,492 2,642,701 Defined 1,2 2,105,201 537,500 CCI PFD $3.11 PFD H PREF S 172967705 2,608 52,600 Defined 1,2 52,600 CITY NATIONAL CORP COMMON 178566105 61.52 1,400 Defined 1,2 1,400 CLEAR CHANNEL COMMUNICATIONS COMMON 184502102 512.19 15,100 Defined 1,2 15,100 COBALT CORP COMMON 19074W100 255.77 17,700 Defined 1,2 17,700 COCA COLA CO COMMON 191216100 1,983.52 49,000 Defined 1,2 49,000 COMFORT SYSTEMS USA INC COMMON 199908104 13.04 5,900 Defined 1,2 5,900 COMCAST CORP - CL A COMMON 20030N101 491.09 17,177 Defined 1,2 17,177 COMCAST CORP - SPECIAL CL A COMMON 20030N200 9,621.50 350,000 Defined 1,2 350,000 COMMERCE GRP INC COMMON 200641108 41.04 1,200 Defined 1,2 1,200 COMMUNITY HEALTH SYSTEMS INC COMMON 203668108 211.05 10,300 Defined 1,2 10,300 COMMUNITY FIRST BANKSHARES COMMON 203902101 51.10 2,000 Defined 1,2 2,000 COMMUNITY TRUST BANCORP COMMON 204149108 35.35 1,400 Defined 1,2 1,400 COMPUCREDIT CO COMMON 20478N100 10.68 1,700 Defined 1,2 1,700 CONAGRA FOODS INC COMMON 205887102 3,118.42 155,300 Defined 1,2 155,300 COMPUTER HORIZONS CORP COMMON 205908106 1.23 400 Defined 1,2 400 CONCORD EFS INC COMMON 206197105 14,984 952,000 Defined 1,2 92,000 860,000 CONOCOPHILLIPS COMMON 20825C104 3,432.01 64,030 Defined 1,2 64,030 CONSOLIDATED EDISON INC COMMON 209115104 384.70 10,000 Defined 1,2 10,000 CONSOLIDATED GRAPHICS INC COMMON 209341106 45.39 2,700 Defined 1,2 2,700 CONSTAR INTL INC. COMMON 21036U107 185.79 29,300 Defined 1,2 29,300 CORN PRODUCTS INTL INC COMMON 219023108 75.82 2,600 Defined 1,2 2,600 CORNING INC COMMON 219350105 6,172 1,062,000 Defined 1,2 1,055,000 7,000 CORPORATE EXECUTIVE BOARD COMMON 21988R102 815.70 22,900 Defined 1,2 22,900 CORUS BANKSHARES INC COMMON 220873103 47.89 1,200 Defined 1,2 1,200 COST PLUS INC/CALIFORNIA COMMON 221485105 334.26 12,700 Defined 1,2 12,700 COUSINS PROPERTIES INC COMMON 222795106 211.97 8,200 Defined 1,2 8,200 COVAD COMMUNICATIONS GROUP COMMON 222814204 3.88 6,800 Defined 1,2 6,800 COVENANT TRANSPORT COMMON 22284P105 37.38 2,200 Defined 1,2 2,200 COX RADIO INC-CL A COMMON 224051102 421.46 20,400 Defined 1,2 20,400 CROSSROADS SYSTEMS INC COMMON 22765D100 7.66 5,800 Defined 1,2 5,800 CROWN CORK & SEAL IN COMMON 228255105 81 10,200 Defined 1,2 10,200 CROWN HOLDINGS INC COMMON 228368106 306.29 54,500 Defined 1,2 54,500 CULLEN/FROST BANKERS INC COMMON 229899109 27.34 900 Defined 1,2 900 CYMER INC COMMON 232572107 399.69 16,900 Defined 1,2 16,900 CYTEC INDUSTRIES INC COMMON 232820100 80.77 2,900 Defined 1,2 2,900 DRS TECHNOLOGIES COMMON 23330X100 337.64 13,500 Defined 1,2 13,500 DST SYSTEMS INC COMMON 233326107 21.76 800 Defined 1,2 800 DSP GROUP INC COMMON 23332B106 426.06 23,500 Defined 1,2 23,500 DARDEN RESTURANTS INC COMMON 237194105 196.35 11,000 Defined 1,2 11,000 DAVITA INC COMMON 23918K108 107.80 5,200 Defined 1,2 5,200 DEAN FOODS COMMON 242370104 154.48 3,600 Defined 1,2 3,600 DELL COMPUTER CORPORATION COMMON 247025109 43,102 1,586,400 Defined 1,2 1,241,600 344,800 DELPHI CORP COMMON 247126105 1,799.71 263,500 Defined 1,2 263,500 DELPHI FINANCIAL GROUP CLASS A COMMON 247131105 70.52 1,800 Defined 1,2 1,800 DELTA APPAREL INC COMMON 247368103 17.33 1,100 Defined 1,2 1,100 DENBURY RESOURCES INC COMMON 247916208 40.07 3,700 Defined 1,2 3,700 DIAL CORPORATION COMMON 25247D101 60.14 3,100 Defined 1,2 3,100 DIAMOND OFFSHORE DRILLING COMMON 25271C102 27.17 1,400 Defined 1,2 1,400 DIME COMMUNITY BANCSHARES COMMON 253922108 673.49 29,500 Defined 1,2 29,500 DOLLAR TREE STORES INC COMMON 256747106 159.20 8,000 Defined 1,2 8,000 DOMINION RESOURCES INC COMMON 25746U109 559.24 10,100 Defined 1,2 10,100 DOVER CORP COMMON 260003108 951.85 39,300 Defined 1,2 39,300 DRESS BARN COMMON 261570105 33.63 2,500 Defined 1,2 2,500 DUKE ENERGY COMMON 264399106 2,226.07 153,100 Defined 1,2 153,100 DUPONT PHOTOMASKS INC COMMON 26613X101 42.13 2,100 Defined 1,2 2,100 EMC CORP COMMON 268648102 3,844 626,000 Defined 1,2 32,000 594,000 ENSCO INT'L INC COMMON 26874Q100 349.49 13,700 Defined 1,2 13,700 EXCO RESOURCESD COMMON 269279204 65.27 3,700 Defined 1,2 3,700 EXCO INDUSTRIES PREF S 269279303 67.94 3,800 Defined 1,2 3,800 EAST WEST BANCORP COMMON 27579R104 689 21,400 Defined 1,2 15,800 5,600 EASTGROUP PORPERTIES INC COMMON 277276101 46.01 1,800 Defined 1,2 1,800 EASTMAN CHEMICAL COMMON 277432100 52.18 1,800 Defined 1,2 1,800 EBAY INC COMMON 278642103 6,737.91 79,000 Defined 1,2 79,000 ECHOSTAR COMMUNICTIO COMMON 278762109 7,610 267,500 Defined 1,2 267,500 0 ECOLAB INC COMMON 278865100 34.53 700 Defined 1,2 700 EDISON INTERNATIONAL COMMON 281020107 785.81 57,400 Defined 1,2 57,400 EDUCATION MANAGEMENT CORP COMMON 28139T101 743.70 18,700 Defined 1,2 18,700 EL PASO CORPORATION COMMON 28336L109 569.91 94,200 Defined 1,2 94,200 ELECTRO RENT CORPORATION COMMON 285218103 31.35 3,300 Defined 1,2 3,300 ELECTRONIC ARTS INC COMMON 285512109 442.73 7,550 Defined 1,2 7,550 ELECTRONIC DATA SYSTEMS CORP COMMON 285661104 2,112.00 120,000 Defined 1,2 120,000 EMCOR GROUP INC COMMON 29084Q100 91.68 1,900 Defined 1,2 1,900 ENERGY EAST CORPORATION COMMON 29266M109 252.76 14,200 Defined 1,2 14,200 ENGELHARD CORPORATION COMMON 292845104 38.56 1,800 Defined 1,2 1,800 ENTEGRIS INC COMMON 29362U104 1,020 101,500 Defined 1,2 73,500 28,000 ENTERGY CORP COMMON 29364G103 52.97 1,100 Defined 1,2 1,100 EQUITY OFFICE PROPERTIES TR COMMON 294741103 119.62 4,700 Defined 1,2 4,700 EQUITY ONE INC COMMON 294752100 45.87 3,000 Defined 1,2 3,000 EQUITY RESIDENTIAL COMMON 29476L107 77.02 3,200 Defined 1,2 3,200 ERICSSON TEL-SP ADR COMMON 294821608 233 34,600 Defined 1,2 8,200 26,400 ESTERLINE TECHNOLOGIES CORP COMMON 297425100 50.73 3,000 Defined 1,2 3,000 EVERGREEN RESOURCES INC COMMON 299900308 849 18,800 Defined 1,2 13,700 5,100 EXELON CORPORATION COMMON 30161N101 730.95 14,500 Defined 1,2 14,500 EXPEDIA INC COMMON 302125109 87.82 1,700 Defined 1,2 1,700 EXTENDED STAY AMERICA INC COMMON 30224P101 153 10,400 Defined 1,2 10,400 EXTREME NETWORKS INC COMMON 30226D106 336.87 77,800 Defined 1,2 77,800 EXXON MOBIL CORPORATION COMMON 30231G102 1,853 53,040 Defined 1,2 23,840 29,200 FPL GROUP INC COMMON 302571104 471.44 8,000 Defined 1,2 8,000 FTI CONSULTING INC COMMON 302941109 480.69 10,400 Defined 1,2 10,400 FAMILY DOLLAR STORES COMMON 307000109 166.75 5,400 Defined 1,2 5,400 FASTENAL CO COMMON 311900104 84.57 3,000 Defined 1,2 3,000 FREDDIE MAC COMMON 313400301 2,129.31 40,100 Defined 1,2 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CO COMMON 359694106 41.62 1,800 Defined 1,2 1,800 GTSI CORP COMMON 36238K103 19.14 2,900 Defined 1,2 2,900 GALLAGHER (ARTHUR J.) & CO. 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COMMON 46117A100 98.75 12,500 Defined 1,2 12,500 INTUIT INC COMMON 461202103 9,378.12 252,100 Defined 1,2 252,100 IOMEGA CORP COMMON 462030305 56.61 5,100 Defined 1,2 5,100 ISHARES RUSSELL 2000 GROWTH COMMON 464287648 3,825.00 100,000 Defined 1,2 100,000 ITRON INC COMMON 465741106 641.66 38,400 Defined 1,2 38,400 J P MORGAN CHASE & CO COMMON 46625H100 2,892.62 122,000 Defined 1,2 122,000 JABIL CIRCUIT INC COMMON 466313103 241.50 13,800 Defined 1,2 13,800 JACK IN THE BOX INC COMMON 466367109 19.92 1,100 Defined 1,2 1,100 JAKKS PACIFIC INC COMMON 47012E106 38.33 3,700 Defined 1,2 3,700 JANUS CAPITAL GROUP INC COMMON 47102X105 67.20 5,900 Defined 1,2 5,900 JARDEN CORP COMMON 471109108 1,344 52,700 Defined 1,2 40,300 12,400 JOHNSON & JOHNSON COMMON 478160104 65,032 1,127,300 Defined 1,2 1,087,235 40,065 JOHNSON CONTROLS INC COMMON 478366107 50.71 700 Defined 1,2 700 JOHNSON OUTDOORS INC CL A COMMON 479167108 7.12 800 Defined 1,2 800 KADANT INC COMMON 48282T104 47.53 2,900 Defined 1,2 2,900 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1,2 2,100 MFC BANCORP LTD COMMON 55271X202 50.60 6,100 Defined 1,2 6,100 MGE ENERGY INC COMMON 55277P104 23.83 900 Defined 1,2 900 MGIC INV CORP COMMON 552848103 345.58 8,800 Defined 1,2 8,800 MPS GROUP INC COMMON 553409103 62.64 12,000 Defined 1,2 12,000 MTS SYSTEMS CORPORATION COMMON 553777103 32.40 3,000 Defined 1,2 3,000 MTC TECHNOLOGIES INC COMMON 55377A106 281.91 14,600 Defined 1,2 14,600 MAINE PUBLIC SERVICE COMMON 560483109 25.07 900 Defined 1,2 900 MAINSOURCE FINANCIAL GROUP INC COMMON 56062Y102 24.68 1,050 Defined 1,2 1,050 MANAGEMENT NETWORK GROUP INC COMMON 561693102 20.82 15,200 Defined 1,2 15,200 MANPOWER COMMON 56418H100 53.78 1,800 Defined 1,2 1,800 MANTECH INTERNATIONAL CORP COMMON 564563104 226.73 15,300 Defined 1,2 15,300 MANUFACTURED HOME COMMUNITIE COMMON 564682102 14.80 500 Defined 1,2 500 MARATHON OIL CORP COMMON 565849106 2,989.06 124,700 Defined 1,2 124,700 MARSH & MCLENNAN CO INC COMMON 571748102 196.10 4,600 Defined 1,2 4,600 MASSBANK CORP COMMON 576152102 22.02 800 Defined 1,2 800 MASTEC INC COMMON 576323109 22.28 9,900 Defined 1,2 9,900 MATRIXONE INC COMMON 57685P304 177 49,500 Defined 1,2 38,500 11,000 MATSUSHITA ELEC IND-SPON ADR COMMON 576879209 1,319.59 154,700 Defined 1,2 154,700 MATTEL INC COMMON 577081102 20,340.00 904,000 Defined 1,2 904,000 MAXIM INTEGRATED PRODUCTS INC COMMON 57772K101 34,726 962,000 Defined 1,2 962,000 0 MAXWELL SHOE COMPANY INC COMMON 577766108 42.37 3,800 Defined 1,2 3,800 MAVERICK TUBE CORP COMMON 577914104 827.70 44,500 Defined 1,2 44,500 MCDONALDS CORP COMMON 580135101 13,800.62 954,400 Defined 1,2 954,400 MEADWESTVACO CORPORATION COMMON 583334107 100.23 4,400 Defined 1,2 4,400 MEDCATH CORPORTATION COMMON 58404W109 2.58 500 Defined 1,2 500 MEDIACOM COMMUNICATIONS CORP COMMON 58446K105 31.68 3,600 Defined 1,2 3,600 MEDICAL ACTION INDUSTRIES INC COMMON 58449L100 672 62,200 Defined 1,2 52,100 10,100 MEDIMMUNE INC COMMON 584699102 31,499 1,018,000 Defined 1,2 703,500 314,500 MEDTRONIC INC COMMON 585055106 57,000 1,259,400 Defined 1,2 942,500 316,900 MERCHANTS BANCSHARES INC COMMON 588448100 46.28 1,900 Defined 1,2 1,900 MERCK & CO INC COMMON 589331107 4,146.85 75,700 Defined 1,2 75,700 MERCURY INTERACTIVE CORP COMMON 589405109 145.43 4,900 Defined 1,2 4,900 MERRILL LYNCH & CO INC COMMON 590188108 26,754 740,270 Defined 1,2 532,770 207,500 MESABA HOLDINGS INC COMMON 59066B102 11.26 2,000 Defined 1,2 2,000 METRIS COMPANIES INC COMMON 591598107 16.92 7,200 Defined 1,2 7,200 METRO ONE TELECOMMUNINCATIONS COMMON 59163F105 13.45 2,700 Defined 1,2 2,700 MICROSOFT CORP COMMON 594918104 95,541 3,532,000 Defined 1,2 3,210,300 321,700 MICROCHIP TECHNOLOGY COMMON 595017104 6,403.42 321,780 Defined 1,2 321,780 MID-AMERICA APARTMENT COMM INC COMMON 59522J103 47.40 2,000 Defined 1,2 2,000 MID-STATE BANCSHARES COMMON 595440108 60.16 3,600 Defined 1,2 3,600 MILLIPORE COMMON 601073109 65.40 2,000 Defined 1,2 2,000 MINERALS TECHNOLOGIES INC COMMON 603158106 11,474.92 301,100 Defined 1,2 301,100 MODINE MANUFACTURING CO COMMON 607828100 6.00 400 Defined 1,2 400 MONRO MUFFLER BRAKES INC COMMON 610236101 52.50 2,500 Defined 1,2 2,500 MOODY'S CORPORATION COMMON 615369105 16,277.58 352,100 Defined 1,2 352,100 MOTHERS WORK INC COMMON 619903107 659 25,100 Defined 1,2 17,200 7,900 MOTOROLA INC COMMON 620076109 4,770.98 577,600 Defined 1,2 577,600 MOVIE GALLERY COMMON 624581104 41.81 2,400 Defined 1,2 2,400 DATACRAFT ASIA LTD COMMON 624683SDL 38.76 76,000 Defined 1,2 76,000 MUELLER INDUSTRIES INC COMMON 624756102 32.46 1,300 Defined 1,2 1,300 MYKROLIS CORPORATION COMMON 62852P103 370 45,700 Defined 1,2 34,500 11,200 MYLAN LABORATORIES, INC COMMON 628530107 84.81 2,950 Defined 1,2 2,950 NCI BUILDING SYSTEMS INC COMMON 628852105 34.12 2,200 Defined 1,2 2,200 NABI BIOPHARMACEUTICALS COMMON 629519109 25.20 4,200 Defined 1,2 4,200 NAM TAI ELECTRONICS INC COMMON 629865205 10.06 400 Defined 1,2 400 NATIONAL-OILWELL INC COMMON 637071101 179.12 8,000 Defined 1,2 8,000 NATIONAL SEMICONDUCTOR CORP COMMON 637640103 134.62 7,900 Defined 1,2 7,900 NATIONWIDE FINANCIAL SERV A COMMON 638612101 29.24 1,200 Defined 1,2 1,200 NATIONWIDE HEALTH PROPERTIES COMMON 638620104 44.98 3,500 Defined 1,2 3,500 THE NAVIGATORS GROUP INC COMMON 638904102 18.00 700 Defined 1,2 700 NAUTICA COMMON 639089101 25.22 2,600 Defined 1,2 2,600 NAVISTAR INTERNATIONAL COMMON 63934E108 76.29 3,100 Defined 1,2 3,100 NEIMAN MARCUS GROUP INC COMMON 640204202 34.79 1,200 Defined 1,2 1,200 NETWORK ASSOCIATES INC COMMON 640938106 190.58 13,800 Defined 1,2 13,800 NETSCOUT SYSTEMS INC COMMON 64115T104 0.28 100 Defined 1,2 100 NETWORK APPLIANCE INC COMMON 64120L104 8,056.80 720,000 Defined 1,2 720,000 NEUROCRINE BISCIENCES INC COMMON 64125C109 488.83 11,700 Defined 1,2 11,700 NEW YORK TIMES CO CLASS A COMMON 650111107 64.73 1,500 Defined 1,2 1,500 NEWCASTLE INVT CORP NEW COM COMMON 65105M108 81.98 4,900 Defined 1,2 4,900 NEWELL RUBBERMAID INC COMMON 651229106 433.76 15,300 Defined 1,2 15,300 NEWS CORP LTD-SPONS ADR PRF COMMON 652487802 348.66 16,300 Defined 1,2 16,300 NISOURCE INC COMMON 65473P105 364.00 20,000 Defined 1,2 20,000 NOKIA CORP ADR COMMON 654902204 37,393 2,585,500 Defined 1,2 1,874,500 711,000 NORDSTROM INC COMMON 655664100 95.58 5,900 Defined 1,2 5,900 NORTH FORK BANCORPORATION COMMON 659424105 64.79 2,200 Defined 1,2 2,200 NORTH PITTSBURGH SYSTEM COMMON 661562108 28.37 2,100 Defined 1,2 2,100 NORTHEAST UTILITIES COMMON 664397106 451.01 32,400 Defined 1,2 32,400 NORTHRIM BANCORP INC COMMON 666762109 24.74 1,700 Defined 1,2 1,700 NORTHROP GRUMMAN CORP COMMON 666807102 25.74 300 Defined 1,2 300 NORTHWEST NATURAL GAS CO COMMON 667655104 25.10 1,000 Defined 1,2 1,000 NU HORIZONS ELEC CORP COMMON 669908105 19.15 3,900 Defined 1,2 3,900 NOVELL INC COMMON 670006105 25.16 11,700 Defined 1,2 11,700 NOVELLUS SYSTEMS INC COMMON 670008101 171.80 6,300 Defined 1,2 6,300 NOVEN PHARMACUTCL IN COMMON 670009109 779 60,000 Defined 1,2 46,000 14,000 NUCOR CORP COMMON 670346105 862.64 22,600 Defined 1,2 22,600 OCCIDENTAL PETROLEUM COMMON 674599105 32.96 1,100 Defined 1,2 1,100 OFFICE DEPOT INC COMMON 676220106 2,845.12 240,500 Defined 1,2 240,500 OLD DOMINION FREIGHT LINE COMMON 679580100 233.10 7,400 Defined 1,2 7,400 OMNICOM GROUP COMMON 681919106 19,536.41 360,650 Defined 1,2 360,650 OMEGA FINANCIAL CORP COMMON 682092101 24.33 700 Defined 1,2 700 OPTICAL COMMUNICATIONS PROD COMMON 68382T101 8.63 8,900 Defined 1,2 8,900 ORACLE CORP COMMON 68389X105 35,694 3,295,600 Defined 1,2 2,197,400 1,098,200 OSHKOSH TRUCK CORP COMMON 688239201 68.53 1,100 Defined 1,2 1,100 OUTBACK STEAKHOUSE INC COMMON 689899102 60.15 1,700 Defined 1,2 1,700 OVERTURE SERVICES INC COMMON 69039R100 4,551.00 300,000 Defined 1,2 300,000 PC-TEL INC COMMON 69325Q105 6.31 700 Defined 1,2 700 P G & E CORP COMMON 69331C108 2,368.55 176,100 Defined 1,2 176,100 PMC SIERRA INC COMMON 69344F106 295.12 49,600 Defined 1,2 49,600 PMI GROUP INC COMMON 69344M101 74.10 2,900 Defined 1,2 2,900 PNM RESOURCES COMMON 69349H107 494.78 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COMMON 867363103 117.15 5,500 Defined 1,2 5,500 SUNRISE ASSISTED LIVING INC COMMON 86768K106 43.20 1,800 Defined 1,2 1,800 SUPERIOR ENERGY SERVICES I COMMON 868157108 721 85,100 Defined 1,2 67,100 18,000 SUPERIOR INDUSTRIES INTL COMMON 868168105 69.22 1,900 Defined 1,2 1,900 SYBASE INC COMMON 871130100 46.62 3,600 Defined 1,2 3,600 SYLVAN LEARNING SYSTEMS INC COMMON 871399101 682.84 43,000 Defined 1,2 43,000 SYMANTEC CORP COMMON 871503108 270.34 6,900 Defined 1,2 6,900 SYMBOL TECHNOLOGIES INC COMMON 871508107 60.27 7,000 Defined 1,2 7,000 SYNOVIS LIFE TECHNOLOGIES COMMON 87162G105 68.64 6,000 Defined 1,2 6,000 SYSCO CORP COMMON 871829107 178.08 7,000 Defined 1,2 7,000 TBC CORP COMMON 872180104 28.00 2,000 Defined 1,2 2,000 THQ INC COMMON 872443403 379.32 29,000 Defined 1,2 29,000 TJX COMPANIES, INC COMMON 872540109 96.80 5,500 Defined 1,2 5,500 TXU CORP COMMON 873168108 1,188.81 66,600 Defined 1,2 66,600 TAIWAN SEMICONDUCTOR ADR COMMON 874039100 266.35 38,940 Defined 1,2 38,940 TALBOT 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INC COMMON 948626106 294.72 6,400 Defined 1,2 6,400 WELL CHOICE INC COMMON 949475107 344.09 16,300 Defined 1,2 16,300 WELLPOINT HEALTH NETWORKS COMMON 94973H108 567.95 7,400 Defined 1,2 7,400 WELLS FARGO & CO COMMON 949746101 17,996.00 400,000 Defined 1,2 400,000 WENDYS INTERNATIONAL INC COMMON 950590109 225.58 8,200 Defined 1,2 8,200 WESTAR ENERGY INC COMMON 95709T100 242.40 20,000 Defined 1,2 20,000 WESTPORT RESOURCES CORP COMMON 961418100 56.42 2,800 Defined 1,2 2,800 WESTWOOD ONE INC COMMON 961815107 206.18 6,600 Defined 1,2 6,600 WHITNAM EDUCATION GROUP COMMON 966524100 157.76 11,600 Defined 1,2 11,600 WHITNEY HOLDING CORP COMMON 966612103 30.71 900 Defined 1,2 900 WILLBROS GROUP INC COMMON 969199108 32.34 3,700 Defined 1,2 3,700 WILLIAMS SONOMA INC COMMON 969904101 268.14 12,300 Defined 1,2 12,300 WOLVERINE WORLD WIDE INC COMMON 978097103 30.15 1,800 Defined 1,2 1,800 WRIGHT MEDICAL GROUP INC COMMON 98235T107 705 40,300 Defined 1,2 29,900 10,400 WRIGLEY (WM) JR CO COMMON 982526105 242.95 4,300 Defined 1,2 4,300 WYETH COMMON 983024100 28,417 756,300 Defined 1,2 355,300 401,000 XTO ENERGY INC COMMON 98385X106 238.13 12,533 Defined 1,2 12,533 XEROX CORP COMMON 984121103 2,118.45 243,500 Defined 1,2 243,500 YUM BRANDS INC COMMON 988498101 347.92 14,300 Defined 1,2 14,300 ZALE CORP COMMON 988858106 45.84 1,400 Defined 1,2 1,400 ZEBRA TECHNOLOGIES CORP-CL A COMMON 989207105 64.40 1,000 Defined 1,2 1,000 ZORAN CORP COMMON 98975F101 555.13 43,000 Defined 1,2 43,000 ZOLL MEDICAL CORP COMMON 989922109 359.57 8,800 Defined 1,2 8,800 ACCENTURE LTD. COMMON G1150G111 5.43 350 Defined 1,2 350 GLOBALSANTAFE CORP COMMON G3930E101 11,357.50 550,000 Defined 1,2 550,000 INGERSOLL RAND CO CL A COMMON G4776G101 61.74 1,600 Defined 1,2 1,600 NABORS INDUSTRIES LTD COMMON G6359F103 498.38 12,500 Defined 1,2 12,500 NOBLE CORP CO COMMON G65422100 4,313 124,500 Defined 1,2 24,500 100,000 O2MICRO INTERNATIONAL LTD COMMON G6797E106 75.32 7,000 Defined 1,2 7,000 UTI WORLDWIDE INC COMMON G87210103 296.80 10,600 Defined 1,2 10,600 TOMMY HILFIGER CORP COMMON G8915Z102 54.23 7,500 Defined 1,2 7,500 TRANSOCEAN INC COMMON G90078109 1,253.59 61,300 Defined 1,2 61,300 WEATHERFORD INTERNATIONAL COMMON G95089101 33.99 900 Defined 1,2 900 PRECISE SOFTWARE SOLUTIONS COMMON M41450103 94.79 5,700 Defined 1,2 5,700 TARO PHARMACEUTICAL INDUS COMMON M8737E108 520.61 13,600 Defined 1,2 13,600
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