13F-HR 1 a2085488z13f-hr.txt 13F-HR UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 13F FORM 13F COVER PAGE Report for the Calendar Year or Quarter Ended: June 30, 2002 If amended report check here: Institutional Investment Manager Filing This Report: Name: The St. Paul Companies, Inc. Address: 385 Washington Street St. Paul, MN 55102-1396 13F File Number: 28-62 The Institutional Investment Manager filing this report and the person by whom it is signed hereby represent that the person signing the report is authorized to submit it, that all information contained herein is true, correct, and complete, and that it is understood that all required items, statements, schedules, lists, and tables, are considered integral parts of this form. Person Signing this Report on Behalf of Reporting Manager: Name: Bruce Backberg Title: Corporate Secretary Phone: (651) 310-7916 Signature, Place and Date of signing: /s/ Bruce Backberg, St. Paul, Minnesota, July 30, 2002 Report Type (Check only one.): [ X ] 13F HOLDINGS REPORT [ ] 13F NOTICE [ ] 13F COMBINATION REPORT List of Other Managers Reporting for this Manager: I AM SIGNING THIS REPORT AS REQUIRED BY THE SECURITIES EXCHANGE ACT OF 1934. FORM 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 1 Form 13F Information Table Entry Total: 355 Form 13F Information Table Value Total: $857,640
List of Other Included Managers:
No. 13F Filing Number Name 0 28-29 ST. PAUL FIRE AND MARINE INSURANCE COMPANY
FORM 13F INFORMATION TABLE
PUT/ NAME OF ISSUER TITLE SHARES INVESTMT OF CUSIP VALUE PRN/ SH/ CALLD OTHER VOTING AUTHORITY CLASS (X$1000) AMT PRN SCRETN MANAGERS SOLE SHARED NONE AES CORP COMM 00130H105 34 6,320 SH SHARED 6,320 AOL TIME WARNER INC COMM 00184A105 27 1,830 SH SHARED 1,830 AMERICAN TELEPHONE & TELEGRAPH CO. COMM 001957109 86 8,050 SH SHARED 8,050 ABBOTT LABORATORIES COMM 002824100 2,986 79,300 SH SHARED 79,300 ABBOTT LABORATORIES COMM 002824100 136 3,610 SH SHARED 3,610 ABBOTT LABORATORIES COMM 002824100 4,364 115,900 SH SOLE 115,900 ALBERTO-CULVER CO. COMM 013068101 4,063 85,000 SH SHARED 85,000 ALBERTO-CULVER CO. COMM 013068101 5,975 125,000 SH SOLE 125,000 ALBERTSON'S, INC. COMM 013104104 87 2,850 SH SHARED 2,850 ALCOA INC COMM 013817101 65 1,950 SH SHARED 1,950 ALCOA INC COMM 013817101 2,591 78,150 SH SOLE 78,150 ALLEGHENY ENGY COMM 017361106 23 900 SH SHARED 900 ALLEGHENY ENGY COMM 017361106 4,635 180,000 SH SOLE 180,000 ALLSTATE CORP. COMM 020002101 60 1,630 SH SHARED 1,630 ALLTEL CORP. COMM 020039103 32 690 SH SHARED 690 AMERICAN ELECTRIC POWER COMM 025537101 28 700 SH SHARED 700 AMERICAN EXPRESS COMPANY COMM 025816109 3,305 91,000 SH SHARED 91,000 AMERICAN EXPRESS COMPANY COMM 025816109 36 980 SH SHARED 980 AMERICAN EXPRESS COMPANY COMM 025816109 3,632 100,000 SH SOLE 100,000 AMERICAN INTERNATIONAL GROUP, INC. COMM 026874107 7,866 115,290 SH SHARED 115,290 AMERICAN INTERNATIONAL GROUP, INC. COMM 026874107 415 6,080 SH SHARED 6,080 AMERICAN INTERNATIONAL GROUP, INC. COMM 026874107 7,684 112,617 SH SOLE 112,617 AMGEN INC. COMM 031162100 3,045 72,700 SH SHARED 72,700 AMGEN INC. COMM 031162100 103 2,450 SH SHARED 2,450 AMGEN INC. COMM 031162100 3,338 79,700 SH SOLE 79,700 ANHEUSER BUSCH COS. INC. COMM 035229103 3,635 72,700 SH SHARED 72,700 ANHEUSER BUSCH COS. INC. COMM 035229103 102 2,030 SH SHARED 2,030 ANHEUSER BUSCH COS. INC. COMM 035229103 4,000 80,000 SH SOLE 80,000 APPLIED MATERIALS, INC. COMM 038222105 71 3,740 SH SHARED 3,740 ARCHER-DANIELS MIDLAND CO COMM 039483102 47 3,650 SH SHARED 3,650 ASCENTIAL SOFTWARE CORP COMM 04362P108 3 987 SH SOLE 987 ATMEL CORP. COMM 049513104 1,709 273,000 SH SHARED 273,000 ATMEL CORP. COMM 049513104 1,878 300,000 SH SOLE 300,000 AUTODESK, INC COMM 052769106 29 2,180 SH SHARED 2,180 AUTOMATIC DATA PROCESSING COMM 053015103 64 1,470 SH SHARED 1,470 AUTOMATIC DATA PROCESSING COMM 053015103 2,247 51,600 SH SOLE 51,600 AUTOZONE, INC. COMM 053332102 136 1,760 SH SHARED 1,760 AVON PRODUCTS COMM 054303102 294 5,630 SH SHARED 5,630 BB&T CORP COMM 054937107 37 960 SH SHARED 960 BJ'S WHOLESALE COMM 05548J106 90 2,330 SH SHARED 2,330 BP AMOCO PLC (ADR) COMM 055622104 3,261 64,596 SH SHARED 64,596 BP AMOCO PLC (ADR) COMM 055622104 1,411 27,952 SH SOLE 27,952 BAKER HUGHES INC COMM 057224107 1,208 36,300 SH SHARED 36,300 BAKER HUGHES INC COMM 057224107 1,332 40,000 SH SOLE 40,000 BANK OF AMERICA CORP COMM 060505104 8,331 118,400 SH SHARED 118,400 BANK OF AMERICA CORP COMM 060505104 255 3,630 SH SHARED 3,630 BANK OF AMERICA CORP COMM 060505104 9,114 129,540 SH SOLE 129,540 BANK OF NEW YORK CO., INC. COMM 064057102 58 1,730 SH SHARED 1,730 BANK ONE CORP. COMM 06423A103 103 2,680 SH SHARED 2,680 BANK ONE CORP. COMM 06423A103 1,539 40,000 SH SOLE 40,000 BARRICK GOLD CORP COMM 067901108 760 40,000 SH SOLE 40,000 BAXTER INTERNATIONAL INC. COMM 071813109 3,409 76,700 SH SHARED 76,700 BAXTER INTERNATIONAL INC. COMM 071813109 60 1,350 SH SHARED 1,350 BAXTER INTERNATIONAL INC. COMM 071813109 3,541 79,670 SH SOLE 79,670 BELL SOUTH CORP. COMM 079860102 138 4,370 SH SHARED 4,370 BERKSHIRE HATHAWAY A COMM 084670108 5,010 75 SH SHARED 75 BERKSHIRE HATHAWAY A COMM 084670108 200 3 SH SHARED 3 BERKSHIRE HATHAWAY A COMM 084670108 5,010 72 SH SOLE 72 BIOMET INC. COMM 090613100 79 2,930 SH SHARED 2,930 BIOVAIL COMM 09067J109 84 2,890 SH SHARED 2,890 BOEING COMPANY COMM 097023105 86 1,920 SH SHARED 1,920 BORG WARNER INC. COMM 099724106 31 530 SH SHARED 530 BRISTOL-MYERS SQUIBB CO. COMM 110122108 116 4,510 SH SHARED 4,510 CABLEVISION SYSTEMS COMM 12686C109 34 3,600 SH SHARED 3,600 CARDINAL HEALTH INC. COMM 14149Y108 63 1,030 SH SHARED 1,030 CATERPILLAR INC COMM 149123101 39 800 SH SHARED 800 CELESTICA COMM 15101Q108 1,651 72,700 SH SHARED 72,700 CELESTICA COMM 15101Q108 1,817 80,000 SH SOLE 80,000 CENDANT CORP COMM 151313103 36 2,250 SH SHARED 2,250 CHEVRONTEXACO CORP COMM 166764100 5,106 57,700 SH SHARED 57,700 CHEVRONTEXACO CORP COMM 166764100 219 2,473 SH SHARED 2,473 CHEVRONTEXACO CORP COMM 166764100 7,080 80,000 SH SOLE 80,000 CISCO SYSTEMS INC. COMM 17275R102 5,937 425,600 SH SHARED 425,600 CISCO SYSTEMS INC. COMM 17275R102 237 16,960 SH SHARED 16,960 CISCO SYSTEMS INC. COMM 17275R102 5,374 385,260 SH SOLE 385,260 CITIGROUP INC COMM 172967101 8,890 229,424 SH SHARED 229,424 CITIGROUP INC COMM 172967101 463 11,960 SH SHARED 11,960 CITIGROUP INC COMM 172967101 11,823 305,115 SH SOLE 305,115 CLEAR CHANNEL COMM 184502102 2,456 76,700 SH SHARED 76,700 CLEAR CHANNEL COMM 184502102 2,562 80,000 SH SOLE 80,000 COCA COLA CO COMM 191216100 3,187 56,906 SH SHARED 56,906 COCA COLA CO COMM 191216100 320 5,710 SH SHARED 5,710 COCA COLA CO COMM 191216100 7,115 127,057 SH SOLE 127,057 COLGATE POLMOLIVE CO COMM 194162103 63 1,250 SH SHARED 1,250 COMERICA INC COMM 200340107 3,543 57,700 SH SHARED 57,700 COMERICA INC COMM 200340107 4,912 80,000 SH SOLE 80,000 COMMERCE BANCSH COMM 200525103 31 700 SH SHARED 700 COMPUWARE CORP. COMM 205638109 28 4,540 SH SHARED 4,540 CONCORD EFS INC. COMM 206197105 143 4,740 SH SHARED 4,740 CONOCO INC COMM 208251504 39 1,400 SH SHARED 1,400 COPART INC COMM 217204106 81 5,000 SH SHARED 5,000 COSTCO WHOLESALE CORP COMM 22160K105 148 3,840 SH SHARED 3,840 COSTCO WHOLESALE CORP COMM 22160K105 3,090 80,000 SH SOLE 80,000 DANAHER CORP COMM 235851102 3,623 54,600 SH SHARED 54,600 DANAHER CORP COMM 235851102 3,981 60,000 SH SOLE 60,000 DELL COMPUTER CORP COMM 247025109 4,520 172,900 SH SHARED 172,900 DELL COMPUTER CORP COMM 247025109 158 6,050 SH SHARED 6,050 DELL COMPUTER CORP COMM 247025109 4,967 190,000 SH SOLE 190,000 DISNEY, WALT CO. COMM 254687106 89 4,690 SH SHARED 4,690 DOW CHEMICAL COMPANY COMM 260543103 70 2,050 SH SHARED 2,050 DU PONT E I DE NEMOURS AND CO. COMM 263534109 107 2,400 SH SHARED 2,400 DUKE ENERGY CORP COMM 264399106 59 1,890 SH SHARED 1,890 DUKE ENERGY CORP COMM 264399106 3,042 97,820 SH SOLE 97,820 EBAY COMM 278642103 57 930 SH SHARED 930 EBIX.COM INC COMM 278715107 8 12,785 SH SHARED 12,785 ECOLAB INC COMM 278865100 1,308 28,300 SH SHARED 28,300 ECOLAB INC COMM 278865100 1,017 22,001 SH SOLE 22,001 EDWARDS (AG) INC COMM 281760108 40 1,020 SH SHARED 1,020 EL PASO CORP COMM 28336L109 48 2,330 SH SHARED 2,330 ELECTRONIC ARTS COMM 285512109 4,188 63,400 SH SHARED 63,400 ELECTRONIC ARTS COMM 285512109 4,624 70,000 SH SOLE 70,000 ELECTRONIC DATA SYSTEMS COMM 285661104 43 1,150 SH SHARED 1,150 EXXON MOBIL CORP COMM 30231G102 10,804 264,036 SH SHARED 264,036 EXXON MOBIL CORP COMM 30231G102 650 15,890 SH SHARED 15,890 EXXON MOBIL CORP COMM 30231G102 14,899 364,100 SH SOLE 364,100 FED HOME LOAN MTG CO. COMM 313400301 2,222 36,300 SH SHARED 36,300 FED HOME LOAN MTG CO. COMM 313400301 100 1,630 SH SHARED 1,630 FED HOME LOAN MTG CO. COMM 313400301 2,228 36,400 SH SOLE 36,400 (R) FEDERAL NATIONAL MORTGAGE COMM 313586109 4,027 54,600 SH SHARED 54,600 (R) FEDERAL NATIONAL MORTGAGE COMM 313586109 179 2,421 SH SHARED 2,421 (R) FEDERAL NATIONAL MORTGAGE COMM 313586109 4,280 58,040 SH SOLE 58,040 FIFTH THIRD BANCORP. COMM 316773100 89 1,340 SH SHARED 1,340 FIRST DATA CORPORATION COMM 319963104 65 1,740 SH SHARED 1,740 FLEETBOSTON FINANCIAL COMM 339030108 77 2,380 SH SHARED 2,380 FLUOR CORPORATION COMM 343412102 58 1,500 SH SHARED 1,500 FOX ENTERTAINMENT GROUP COMM 35138T107 2,301 105,800 SH SHARED 105,800 FOX ENTERTAINMENT GROUP COMM 35138T107 2,383 109,560 SH SOLE 109,560 GANNETT CO. COMM 364730101 47 620 SH SHARED 620 GENENTECH COMM 368710406 3,012 89,900 SH SHARED 89,900 GENENTECH COMM 368710406 147 4,400 SH SHARED 4,400 GENENTECH COMM 368710406 3,078 91,880 SH SOLE 91,880 GENL DYNAMICS COMM 369550108 50 470 SH SHARED 470 GENERAL ELECTRIC CO. COMM 369604103 11,402 392,500 SH SHARED 392,500 GENERAL ELECTRIC CO. COMM 369604103 663 22,820 SH SHARED 22,820 GENERAL ELECTRIC CO. COMM 369604103 15,392 529,854 SH SOLE 529,854 GENERAL MILLS INC COMM 370334104 109 2,480 SH SHARED 2,480 GENERAL MOTORS COMM 370442105 357 6,680 SH SHARED 6,680 GENUINE PARTS COMM 372460105 182 5,210 SH SHARED 5,210 GILLETTE CO. COMM 375766102 81 2,400 SH SHARED 2,400 GOLDMAN SACHS GROUP COMM 38141G104 46 630 SH SHARED 630 GOLDMAN SACHS GROUP COMM 38141G104 2,897 39,500 SH SOLE 39,500 GRAINGER, W. W. INC. COMM 384802104 212 4,240 SH SHARED 4,240 HCA INC COM COMM 404119109 6,313 132,900 SH SHARED 132,900 HCA INC COM COMM 404119109 8,385 176,530 SH SOLE 176,530 JOHN HANCOCK FINANCIAL COMM 41014S106 345 9,810 SH SHARED 9,810 HARLEY-DAVIDSON COMM 412822108 3,727 72,700 SH SHARED 72,700 HARLEY-DAVIDSON COMM 412822108 4,102 80,000 SH SOLE 80,000 HARTFORD FINANCIAL SERVICES GROUP COMM 416515104 112 1,880 SH SHARED 1,880 HOME DEPOT, INC. COMM 437076102 6,666 181,500 SH SHARED 181,500 HOME DEPOT, INC. COMM 437076102 199 5,410 SH SHARED 5,410 HOME DEPOT, INC. COMM 437076102 7,511 204,494 SH SOLE 204,494 HOMELAND HLDG CORP COMM 43739T104 0 20,379 SH SHARED 20,379 HONEYWELL INTERNATIONAL COMM 438516106 67 1,890 SH SHARED 1,890 HOUSEHOLD INTERNATIONAL, INC. COMM 441815107 53 1,060 SH SHARED 1,060 IKON OFFICE SOLUTIONS COMM 451713101 121 12,850 SH SHARED 12,850 ILLINOIS TOOL WORKS INC COMM 452308109 47 690 SH SHARED 690 INTEL CORP COMM 458140100 4,916 269,060 SH SHARED 269,060 INTEL CORP COMM 458140100 282 15,450 SH SHARED 15,450 INTEL CORP COMM 458140100 5,575 305,120 SH SOLE 305,120 INTERNATIONAL BUSINESS MACHINES CORP CAP COMM 459200101 2,786 38,700 SH SHARED 38,700 INTERNATIONAL BUSINESS MACHINES CORP CAP COMM 459200101 286 3,970 SH SHARED 3,970 INTERNATIONAL BUSINESS MACHINES CORP CAP COMM 459200101 5,760 80,000 SH SOLE 80,000 INTERNATIONAL PAPER CO COMM 460146103 3,251 74,600 SH SHARED 74,600 INTERNATIONAL PAPER CO COMM 460146103 49 1,120 SH SHARED 1,120 INTERNATIONAL PAPER CO COMM 460146103 2,519 57,810 SH SOLE 57,810 JP MORGAN CHASE & CO COMM 46625H100 1,598 47,100 SH SHARED 47,100 JP MORGAN CHASE & CO COMM 46625H100 165 4,876 SH SHARED 4,876 JP MORGAN CHASE & CO COMM 46625H100 1,720 50,721 SH SOLE 50,721 JOHNSON & JOHNSON COMM 478160104 7,991 152,900 SH SHARED 152,900 JOHNSON & JOHNSON COMM 478160104 369 7,060 SH SHARED 7,060 JOHNSON & JOHNSON COMM 478160104 9,865 188,762 SH SOLE 188,762 JOHNSON CONTROL COMM 478366107 91 1,120 SH SHARED 1,120 KLA-TENCOR CORP COMM 482480100 62 1,400 SH SHARED 1,400 KAUFMAN & BROAD HOME CORP. COMM 48666K109 37 710 SH SHARED 710 KENNAMETAL INC COMM 489170100 2,562 70,000 SH SHARED 70,000 KIMBERLY-CLARK CORP. COMM 494368103 74 1,190 SH SHARED 1,190 KNIGHT RIDDER INC COMM 499040103 2,291 36,400 SH SHARED 36,400 KNIGHT RIDDER INC COMM 499040103 2,455 39,000 SH SOLE 39,000 KOHL'S CORP. COMM 500255104 5,095 72,700 SH SHARED 72,700 KOHL'S CORP. COMM 500255104 5,606 80,000 SH SOLE 80,000 LA Z BOY INC COMM 505336107 104 4,110 SH SHARED 4,110 LAFARGE CORP COMM 505862102 95 2,700 SH SHARED 2,700 LAMAR ADVERTISING COMM 512815101 1,782 47,900 SH SHARED 47,900 LAMAR ADVERTISING COMM 512815101 1,861 50,000 SH SOLE 50,000 ESTEE LAUDER COS. INC. COMM 518439104 5,065 143,900 SH SHARED 143,900 ESTEE LAUDER COS. INC. COMM 518439104 6,350 180,400 SH SOLE 180,400 LEAR SEATING COMM 521865105 195 4,220 SH SHARED 4,220 LILLY, ELI & CO. COMM 532457108 147 2,610 SH SHARED 2,610 LINCOLN NATL-IN COMM 534187109 138 3,280 SH SHARED 3,280 LOCKHEED MARTIN CORP. COMM 539830109 3,795 54,600 SH SHARED 54,600 LOCKHEED MARTIN CORP. COMM 539830109 72 1,030 SH SHARED 1,030 LOCKHEED MARTIN CORP. COMM 539830109 4,170 60,000 SH SOLE 60,000 LOWE'S COMPANIES INC. COMM 548661107 83 1,820 SH SHARED 1,820 MBNA CORP. COMM 55262L100 5,796 175,250 SH SHARED 175,250 MBNA CORP. COMM 55262L100 67 2,020 SH SHARED 2,020 MBNA CORP. COMM 55262L100 6,246 188,862 SH SOLE 188,862 MAGNA INTERNATIONAL COMM 559222401 34 500 SH SHARED 500 MARSH & MCLENNAN COS INC COMM 571748102 62 640 SH SHARED 640 MARRIOTT INTERNATIONAL (A) COMM 571903202 2,283 60,000 SH SOLE 60,000 MATTEL, INC. COMM 577081102 4,321 205,000 SH SHARED 205,000 MATTEL, INC. COMM 577081102 4,216 200,000 SH SOLE 200,000 MCDONALD'S CORP COMM 580135101 83 2,920 SH SHARED 2,920 MEDICIS PHARMACEUTICAL CORP CL A COMM 584690309 51 1,200 SH SHARED 1,200 MEDTRONIC INC COMM 585055106 2,627 61,300 SH SHARED 61,300 MEDTRONIC INC COMM 585055106 122 2,840 SH SHARED 2,840 MEDTRONIC INC COMM 585055106 2,703 63,084 SH SOLE 63,084 MERCK AND CO INC COMM 589331107 266 5,250 SH SHARED 5,250 MERCK AND CO INC COMM 589331107 3,074 60,700 SH SOLE 60,700 MERCURY INTERACTIVE CORP. COMM 589405109 1,185 51,600 SH SHARED 51,600 MERCURY INTERACTIVE CORP. COMM 589405109 2,066 90,000 SH SOLE 90,000 MERRILL LYNCH & CO. COMM 590188108 4,248 104,900 SH SHARED 104,900 MERRILL LYNCH & CO. COMM 590188108 80 1,980 SH SHARED 1,980 MERRILL LYNCH & CO. COMM 590188108 4,468 110,320 SH SOLE 110,320 METLIFE INC COMM 59156R108 218 7,570 SH SHARED 7,570 MICROSOFT CORP. COMM 594918104 10,649 194,680 SH SHARED 194,680 MICROSOFT CORP. COMM 594918104 681 12,450 SH SHARED 12,450 MICROSOFT CORP. COMM 594918104 14,647 267,772 SH SOLE 267,772 MICRON TECHNOLOGY INC COMM 595112103 1,213 60,000 SH SOLE 60,000 MIDCAP SPDR TRUST SERIES 1 COMM 595635103 7,209 80,500 SH SHARED 80,500 MIDCAP SPDR TRUST SERIES 1 COMM 595635103 18,626 208,000 SH SOLE 208,000 MORGAN STANLEY COMM 617446448 3,132 72,700 SH SHARED 72,700 MORGAN STANLEY COMM 617446448 111 2,567 SH SHARED 2,567 MORGAN STANLEY COMM 617446448 3,446 80,000 SH SOLE 80,000 MOTOROLA INC COMM 620076109 51 3,480 SH SHARED 3,480 NASDAQ - 100 SHARES COMM 631100104 3,624 138,850 SH SOLE 138,850 NIKE INC CLASS B COMM 654106103 215 4,000 SH SHARED 4,000 NOKIA CORP. ADR COMM 654902204 1,665 115,000 SH SHARED 115,000 NOKIA CORP. ADR COMM 654902204 507 35,000 SH SOLE 35,000 NORTEL NETWORK CORPORATION COMM 656568102 35 23,930 SH SHARED 23,930 NOVELLUS SYSTEMS INC COMM 670008101 92 2,700 SH SHARED 2,700 OFFICE DEPOT COMM 676220106 52 3,070 SH SHARED 3,070 ORACLE CORPORATION COMM 68389X105 264 27,890 SH SHARED 27,890 OWENS ILLINOIS INC. COMM 690768403 53 3,890 SH SHARED 3,890 PARKER HANNIFIN CORP. COMM 701094104 4,029 84,300 SH SOLE 84,300 PEOPLESOFT, INC. COMM 712713106 105 7,050 SH SHARED 7,050 PEPSI BOTTLING GROUP COMM 713409100 1,682 54,600 SH SHARED 54,600 PEPSI BOTTLING GROUP COMM 713409100 1,848 60,000 SH SOLE 60,000 PEPSICO INC COMM 713448108 6,030 125,100 SH SHARED 125,100 PEPSICO INC COMM 713448108 195 4,054 SH SHARED 4,054 PEPSICO INC COMM 713448108 7,630 158,291 SH SOLE 158,291 (R) PETROCORP INC. COMM 71645N101 8,300 1,731,000 SH SHARED 1,731,000 PFIZER INC COMM 717081103 10,236 292,450 SH SHARED 292,450 PFIZER INC COMM 717081103 512 14,620 SH SHARED 14,620 PFIZER INC COMM 717081103 11,991 342,590 SH SOLE 342,590 PHARMACEUTICAL PROD DEV INC COMM 717124101 53 2,000 SH SHARED 2,000 PHARMACIA CORP. COMM 71713U102 2,337 62,400 SH SHARED 62,400 PHARMACIA CORP. COMM 71713U102 111 2,970 SH SHARED 2,970 PHARMACIA CORP. COMM 71713U102 2,562 68,400 SH SOLE 68,400 PHELPS DODGE CO COMM 717265102 2,732 66,300 SH SHARED 66,300 PHELPS DODGE CO COMM 717265102 1,648 40,000 SH SOLE 40,000 PHILIP MORRIS COS INC COMM 718154107 4,259 97,500 SH SHARED 97,500 PHILIP MORRIS COS INC COMM 718154107 218 5,000 SH SHARED 5,000 PHILIP MORRIS COS INC COMM 718154107 6,085 139,320 SH SOLE 139,320 PHILLIPS PETROLEUM COMM 718507106 52 890 SH SHARED 890 PRINCIPAL FINANCIAL GROUP COMM 74251V102 1,612 52,000 SH SOLE 52,000 PROCTER AND GAMBLE COMM 742718109 5,662 63,400 SH SHARED 63,400 PROCTER AND GAMBLE COMM 742718109 263 2,950 SH SHARED 2,950 PROCTER AND GAMBLE COMM 742718109 6,116 68,490 SH SOLE 68,490 PRUDENTIAL FINANCIAL INC COMM 744320102 2,452 73,500 SH SHARED 73,500 PRUDENTIAL FINANCIAL INC COMM 744320102 2,986 89,500 SH SOLE 89,500 PUBLIC STORAGE INC COMM 74460D109 204 5,510 SH SHARED 5,510 ROBT HALF INTL COMM 770323103 30 1,290 SH SHARED 1,290 ROYAL DUTCH PETROLEUM CO. COMM 780257804 5,030 91,000 SH SHARED 91,000 ROYAL DUTCH PETROLEUM CO. COMM 780257804 268 4,850 SH SHARED 4,850 ROYAL DUTCH PETROLEUM CO. COMM 780257804 5,527 100,000 SH SOLE 100,000 SBC COMMUNICATIONS INC. COMM 78387G103 3,299 108,161 SH SHARED 108,161 SBC COMMUNICATIONS INC. COMM 78387G103 236 7,750 SH SHARED 7,750 SBC COMMUNICATIONS INC. COMM 78387G103 4,178 136,985 SH SOLE 136,985 SK TELECOM CO. LTD. ADR COMM 78440P108 1,487 60,000 SH SHARED 60,000 SK TELECOM CO. LTD. ADR COMM 78440P108 645 26,000 SH SOLE 26,000 SAFEWAY INC. COMM 786514208 35 1,210 SH SHARED 1,210 SAMSUNG ELECTRONICS -GDR (SMSN) COMM 796050888 820 6,000 SH SHARED 6,000 SAMSUNG ELECTRONICS -GDR (SMSN) COMM 796050888 342 2,500 SH SOLE 2,500 SARA LEE CORP. COMM 803111103 116 5,600 SH SHARED 5,600 SCHERING PLOUGH CORP COMM 806605101 85 3,450 SH SHARED 3,450 SCHLUMBERGER LTD COMM 806857108 60 1,300 SH SHARED 1,300 SCHLUMBERGER LTD COMM 806857108 3,720 80,000 SH SOLE 80,000 SEALED AIR CORP COMM 81211K100 123 3,050 SH SHARED 3,050 TECHNOLOGY SELECT SECT SPDR COMM 81369Y803 5,758 364,000 SH SHARED 364,000 TECHNOLOGY SELECT SECT SPDR COMM 81369Y803 6,328 400,000 SH SOLE 400,000 SELECT COMFORT COMMON STOCK COMM 81616*106 15,911 4,886,022 SH SHARED 4,886,022 SHERWIN-WILLIAMS CO COMM 824348106 106 3,550 SH SHARED 3,550 JM SMUCKER CO/THE COMM 832696405 2 59 SH SHARED 59 SOUTHERN COMPANY COMM 842587107 3,494 127,500 SH SHARED 127,500 SOUTHERN COMPANY COMM 842587107 3,836 140,000 SH SOLE 140,000 SOUTHWEST AIRLINES CO. COMM 844741108 3,232 200,000 SH SOLE 200,000 STANLEY WORKS COMM 854616109 49 1,200 SH SHARED 1,200 STARWOOD HOTELS & RESORTS TRUST COMM 85590A203 3,595 109,300 SH SHARED 109,300 STARWOOD HOTELS & RESORTS TRUST COMM 85590A203 3,947 120,000 SH SOLE 120,000 STMICROELECTRONICS NV - NY SHS COMM 861012102 27 1,090 SH SHARED 1,090 STORAGE TECHNOLOGY CORP. COMM 862111200 31 1,930 SH SHARED 1,930 SUN MICROSYSTEMS INC COMM 866810104 38 7,590 SH SHARED 7,590 SUPERVALU INC COMM 868536103 81 3,300 SH SHARED 3,300 SYSCO CORP COMM 871829107 42 1,550 SH SHARED 1,550 TEXAS UTILITIES COMM 873168108 31 600 SH SHARED 600 TAIWAN SEMICONDUCTOR LTD (ADR) COMM 874039100 2,787 214,390 SH SHARED 214,390 TAIWAN SEMICONDUCTOR LTD (ADR) COMM 874039100 1,453 111,760 SH SOLE 111,760 TARGET CORP COMM 87612E106 1,985 52,100 SH SHARED 52,100 TARGET CORP COMM 87612E106 78 2,050 SH SHARED 2,050 TARGET CORP COMM 87612E106 2,448 64,250 SH SOLE 64,250 TENET HEALTHCARE CORP COMM 88033G100 4,772 66,700 SH SHARED 66,700 TENET HEALTHCARE CORP COMM 88033G100 58 810 SH SHARED 810 TENET HEALTHCARE CORP COMM 88033G100 5,724 80,000 SH SOLE 80,000 TEXAS INSTRUMENT COMM 882508104 2,157 91,000 SH SHARED 91,000 TEXAS INSTRUMENT COMM 882508104 68 2,880 SH SHARED 2,880 TEXAS INSTRUMENT COMM 882508104 2,370 100,000 SH SOLE 100,000 3M COMPANY COMM 88579Y101 2,226 18,100 SH SHARED 18,100 3M COMPANY COMM 88579Y101 108 880 SH SHARED 880 3M COMPANY COMM 88579Y101 2,448 19,900 SH SOLE 19,900 TIDEWATER INC. COMM 886423102 135 4,090 SH SHARED 4,090 TORCHMARK COMM 891027104 111 2,900 SH SHARED 2,900 TYCO INTERNATIONAL LTD. COMM 902124106 63 4,680 SH SHARED 4,680 UST INC. COMM 902911106 55 1,630 SH SHARED 1,630 US BANCORP - NEW COMM 902973304 104 4,434 SH SHARED 4,434 USA INTERACTIVE COMM 902984103 3,656 155,900 SH SHARED 155,900 USA INTERACTIVE COMM 902984103 3,752 160,000 SH SOLE 160,000 UNION PACIFIC CORP. COMM 907818108 3,771 59,600 SH SOLE 59,600 UNITED BANKSHARES INC WEST COMM 909907107 59 2,000 SH SHARED 2,000 UNITED MICROELECTRONICS - ADR COMM 910873207 1,838 250,000 SH SHARED 250,000 UNITED PARCEL SERVICE COMM 911312106 2,569 41,600 SH SHARED 41,600 UNITED PARCEL SERVICE COMM 911312106 5,435 88,010 SH SOLE 88,010 UNITED TECHNOLOGIES CORP. COMM 913017109 3,076 45,300 SH SHARED 45,300 UNITED TECHNOLOGIES CORP. COMM 913017109 75 1,100 SH SHARED 1,100 UNITED TECHNOLOGIES CORP. 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